|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon November 07, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111107 |
1211.00 |
1213.25 |
1188.50 |
1192.25 |
-20.25 |
6,563 |
5,903 |
-1,318 |
Jan12 |
111107 |
1220.75 |
1223.00 |
1198.00 |
1201.75 |
-19.25 |
111,255 |
243,157 |
-1,520 |
Mar12 |
111107 |
1229.25 |
1231.75 |
1207.75 |
1211.50 |
-18.50 |
26,632 |
83,230 |
+170 |
May12 |
111107 |
1239.25 |
1240.50 |
1217.50 |
1221.50 |
-17.75 |
12,747 |
71,879 |
+1,144 |
Jul12 |
111107 |
1247.75 |
1249.25 |
1226.50 |
1231.00 |
-16.50 |
10,993 |
51,762 |
-65 |
Aug12 |
111107 |
1237.00 |
1245.00 |
1227.25 |
1230.00 |
-15.00 |
80 |
616 |
+32 |
Sep12 |
111107 |
1219.75 |
1236.00 |
1219.75 |
1222.50 |
-13.50 |
39 |
468 |
-12 |
Total Volume and Open Interest |
172,732 |
517,996 |
-773 |
Soybean Meal(CBOT) |
Dec11 |
111107 |
314.20 |
314.80 |
307.90 |
309.30 |
-6.10 |
34,649 |
78,459 |
-1,628 |
Jan12 |
111107 |
316.70 |
316.70 |
309.90 |
311.20 |
-6.30 |
9,804 |
25,957 |
+759 |
Mar12 |
111107 |
319.60 |
319.60 |
313.00 |
313.70 |
-6.50 |
4,938 |
24,330 |
+644 |
May12 |
111107 |
321.10 |
321.50 |
315.40 |
316.20 |
-6.20 |
3,012 |
22,457 |
+830 |
Jul12 |
111107 |
323.80 |
323.80 |
318.40 |
319.30 |
-6.10 |
1,605 |
17,474 |
+418 |
Aug12 |
111107 |
323.20 |
323.80 |
319.40 |
319.80 |
-5.90 |
97 |
3,228 |
+29 |
Sep12 |
111107 |
323.30 |
323.50 |
319.60 |
320.00 |
-5.50 |
56 |
3,938 |
+93 |
Oct12 |
111107 |
317.90 |
321.30 |
317.80 |
317.80 |
-4.50 |
7 |
2,655 |
-1 |
Total Volume and Open Interest |
54,799 |
192,476 |
+1,806 |
Soybean Oil(CBOT) |
Dec11 |
111107 |
51.82 |
51.90 |
51.05 |
51.20 |
-0.67 |
55,802 |
108,853 |
-3,982 |
Jan12 |
111107 |
52.07 |
52.14 |
51.30 |
51.46 |
-0.67 |
11,442 |
74,075 |
-221 |
Mar12 |
111107 |
52.36 |
52.48 |
51.65 |
51.80 |
-0.66 |
7,571 |
47,135 |
+1,200 |
May12 |
111107 |
52.71 |
52.78 |
51.97 |
52.17 |
-0.64 |
5,181 |
31,438 |
+1,222 |
Jul12 |
111107 |
53.06 |
53.06 |
52.26 |
52.48 |
-0.60 |
2,626 |
21,750 |
+116 |
Aug12 |
111107 |
52.88 |
53.18 |
52.39 |
52.58 |
-0.60 |
282 |
3,201 |
+126 |
Sep12 |
111107 |
52.99 |
53.00 |
52.45 |
52.68 |
-0.57 |
131 |
3,473 |
+30 |
Oct12 |
111107 |
52.93 |
53.17 |
52.64 |
52.64 |
-0.53 |
295 |
3,648 |
-99 |
Total Volume and Open Interest |
84,404 |
306,556 |
-1,316 |
Canola(WCE) |
Nov11 |
111107 |
527.9 |
528.4 |
525.4 |
525.4 |
-3.1 |
9 |
37 |
+0 |
Jan12 |
111107 |
531.0 |
531.9 |
526.1 |
527.4 |
-3.1 |
7,981 |
108,096 |
+787 |
Mar12 |
111107 |
538.5 |
539.0 |
532.3 |
532.7 |
-4.3 |
1,628 |
24,700 |
+502 |
May12 |
111107 |
543.6 |
543.8 |
536.3 |
537.0 |
-4.3 |
678 |
13,783 |
+194 |
Jul12 |
111107 |
548.0 |
550.7 |
542.8 |
543.3 |
-4.4 |
1,013 |
5,441 |
-202 |
Total Volume and Open Interest |
12,404 |
164,574 |
+1,725 |
Corn(CBOT) |
Dec11 |
111107 |
654.75 |
656.50 |
648.00 |
653.25 |
-2.50 |
152,165 |
474,131 |
-6,644 |
Mar12 |
111107 |
665.00 |
667.50 |
659.75 |
665.25 |
-1.00 |
54,790 |
329,161 |
+9,101 |
May12 |
111107 |
672.00 |
674.25 |
667.00 |
672.75 |
-0.50 |
16,088 |
91,477 |
+1,058 |
Jul12 |
111107 |
677.00 |
678.50 |
671.50 |
676.75 |
-1.50 |
19,946 |
123,031 |
+894 |
Sep12 |
111107 |
634.00 |
634.50 |
629.00 |
633.75 |
unch |
1,984 |
31,325 |
+132 |
Dec12 |
111107 |
612.00 |
614.00 |
605.75 |
612.00 |
-0.75 |
23,301 |
143,169 |
+6,005 |
Total Volume and Open Interest |
268,438 |
1,239,735 |
+10,587 |
Wheat(CBOT) |
Dec11 |
111107 |
638.00 |
641.00 |
630.00 |
638.75 |
+2.00 |
51,650 |
169,860 |
-5,102 |
Mar12 |
111107 |
665.00 |
669.75 |
659.00 |
666.25 |
+1.75 |
21,015 |
112,832 |
+260 |
May12 |
111107 |
684.75 |
690.25 |
679.25 |
688.25 |
+3.50 |
4,002 |
36,978 |
+1,104 |
Jul12 |
111107 |
701.75 |
705.00 |
694.75 |
704.00 |
+3.00 |
5,963 |
65,957 |
+730 |
Sep12 |
111107 |
725.00 |
729.25 |
716.50 |
729.25 |
+4.25 |
3,518 |
9,332 |
+1,094 |
Total Volume and Open Interest |
91,584 |
433,913 |
-1,388 |
Wheat(KCBT) |
Dec11 |
111107 |
722.00 |
725.00 |
714.00 |
724.50 |
+6.50 |
7,079 |
51,185 |
-2,626 |
Mar12 |
111107 |
735.00 |
737.25 |
727.50 |
735.50 |
+4.00 |
4,247 |
52,401 |
-282 |
May12 |
111107 |
739.75 |
745.50 |
736.25 |
744.50 |
+4.25 |
714 |
9,652 |
+554 |
Jul12 |
111107 |
749.50 |
753.50 |
745.00 |
753.50 |
+5.25 |
1,433 |
34,941 |
+128 |
Sep12 |
111107 |
761.75 |
769.00 |
760.00 |
769.00 |
+6.25 |
204 |
3,481 |
+508 |
Total Volume and Open Interest |
13,841 |
155,903 |
-1,717 |
Wheat(MGE) |
Dec11 |
111107 |
926.50 |
934.00 |
920.50 |
928.25 |
+4.50 |
515 |
9,069 |
-148 |
Mar12 |
111107 |
871.50 |
873.00 |
860.50 |
863.75 |
-7.75 |
1,556 |
17,033 |
+291 |
May12 |
111107 |
845.25 |
845.50 |
836.00 |
836.25 |
-8.25 |
640 |
5,443 |
+50 |
Jul12 |
111107 |
836.25 |
836.25 |
827.00 |
829.50 |
-5.25 |
467 |
5,772 |
+12 |
Sep12 |
111107 |
807.75 |
812.75 |
805.50 |
811.75 |
unch |
183 |
2,956 |
+8 |
Total Volume and Open Interest |
3,682 |
42,236 |
+156 |
Oats(CBOT) |
Dec11 |
111107 |
330.00 |
330.00 |
322.50 |
325.00 |
-4.00 |
622 |
8,237 |
+177 |
Mar12 |
111107 |
336.50 |
336.50 |
331.50 |
334.00 |
-3.50 |
436 |
7,748 |
+358 |
May12 |
111107 |
342.50 |
342.50 |
339.00 |
341.00 |
-2.50 |
65 |
331 |
+31 |
Jul12 |
111107 |
347.00 |
349.50 |
347.00 |
347.00 |
-2.50 |
0 |
25 |
+0 |
Total Volume and Open Interest |
1,123 |
16,462 |
+566 |
Rough Rice(CBOT) |
Nov11 |
111107 |
16.01 |
16.01 |
15.90 |
15.90 |
+0.00 |
141 |
235 |
-83 |
Jan12 |
111107 |
16.23 |
16.40 |
16.09 |
16.13 |
+0.00 |
1,187 |
12,393 |
+137 |
Mar12 |
111107 |
16.44 |
16.57 |
16.38 |
16.42 |
+0.01 |
237 |
3,730 |
+94 |
May12 |
111107 |
16.79 |
16.79 |
16.69 |
16.69 |
+0.01 |
2 |
415 |
+11 |
Total Volume and Open Interest |
1,567 |
17,522 |
+271 |
Live Cattle(CME) |
Dec11 |
111107 |
124.600 |
124.900 |
123.350 |
123.400 |
-1.100 |
27,919 |
119,065 |
-3,078 |
Feb12 |
111107 |
126.000 |
126.250 |
125.100 |
125.285 |
-0.615 |
16,272 |
88,927 |
+1,503 |
Apr12 |
111107 |
129.075 |
129.400 |
128.400 |
128.600 |
-0.350 |
6,663 |
71,435 |
+1,066 |
Jun12 |
111107 |
127.000 |
127.200 |
126.385 |
126.850 |
-0.480 |
2,888 |
33,468 |
+1,037 |
Aug12 |
111107 |
126.980 |
126.980 |
126.300 |
126.730 |
-0.770 |
775 |
7,432 |
+276 |
Oct12 |
111107 |
129.150 |
129.150 |
128.485 |
129.100 |
-0.500 |
284 |
3,878 |
+852 |
Total Volume and Open Interest |
54,970 |
326,472 |
+2,141 |
Feeder Cattle(CME) |
Nov11 |
111107 |
142.935 |
143.130 |
142.000 |
142.035 |
-0.540 |
1,387 |
5,533 |
+10 |
Jan12 |
111107 |
147.900 |
147.900 |
146.450 |
146.785 |
-0.615 |
1,949 |
15,847 |
+386 |
Mar12 |
111107 |
148.285 |
148.285 |
147.200 |
147.550 |
-0.400 |
880 |
6,018 |
+173 |
Apr12 |
111107 |
148.985 |
149.185 |
148.400 |
148.435 |
-0.800 |
467 |
1,862 |
+105 |
May12 |
111107 |
149.000 |
149.300 |
148.550 |
148.575 |
-1.025 |
637 |
2,126 |
+364 |
Aug12 |
111107 |
150.035 |
150.100 |
149.000 |
149.035 |
-1.115 |
221 |
2,082 |
+154 |
Sep12 |
111107 |
149.650 |
149.900 |
149.350 |
149.900 |
unch |
22 |
187 |
+14 |
Total Volume and Open Interest |
5,565 |
33,662 |
+1,208 |
Lean Hogs(CME) |
Dec11 |
111107 |
86.900 |
86.900 |
85.400 |
85.635 |
-1.215 |
17,150 |
86,441 |
-4,091 |
Feb12 |
111107 |
89.900 |
89.980 |
88.300 |
88.400 |
-1.700 |
8,233 |
70,447 |
+410 |
Apr12 |
111107 |
93.150 |
93.150 |
91.900 |
92.200 |
-0.950 |
3,138 |
53,100 |
+280 |
May12 |
111107 |
98.000 |
98.000 |
97.285 |
97.950 |
-0.335 |
10 |
2,121 |
+38 |
Jun12 |
111107 |
100.000 |
100.135 |
99.000 |
99.250 |
-1.000 |
1,974 |
34,123 |
+192 |
Jul12 |
111107 |
98.980 |
99.400 |
98.135 |
98.450 |
-0.950 |
327 |
9,321 |
+43 |
Aug12 |
111107 |
97.950 |
97.950 |
97.150 |
97.480 |
-0.805 |
538 |
10,356 |
+183 |
Oct12 |
111107 |
86.200 |
86.300 |
85.930 |
86.300 |
-0.300 |
130 |
4,844 |
+44 |
Total Volume and Open Interest |
31,524 |
272,691 |
-2,911 |
Class III Milk(CME) |
Nov11 |
111107 |
18.88 |
19.04 |
18.81 |
18.93 |
+0.05 |
259 |
5,569 |
+77 |
Dec11 |
111107 |
18.26 |
18.56 |
18.19 |
18.23 |
+0.01 |
1,029 |
5,851 |
+575 |
Jan12 |
111107 |
17.06 |
17.50 |
17.06 |
17.23 |
+0.10 |
489 |
2,995 |
+223 |
Feb12 |
111107 |
16.51 |
16.75 |
16.51 |
16.65 |
+0.10 |
149 |
2,558 |
+96 |
Mar12 |
111107 |
16.46 |
16.51 |
16.45 |
16.48 |
+0.03 |
57 |
2,241 |
+10 |
Total Volume and Open Interest |
2,127 |
35,499 |
+1,035 |
Cocoa(ICE) |
Dec11 |
111107 |
2722 |
2740 |
2701 |
2728 |
+31 |
18,779 |
55,005 |
-7,378 |
Mar12 |
111107 |
2746 |
2764 |
2727 |
2750 |
+19 |
11,333 |
71,951 |
+137 |
May12 |
111107 |
2742 |
2771 |
2739 |
2762 |
+17 |
1,346 |
25,360 |
+263 |
Jul12 |
111107 |
2780 |
2780 |
2767 |
2775 |
+17 |
126 |
11,621 |
+83 |
Sep12 |
111107 |
2776 |
2784 |
2763 |
2784 |
+18 |
430 |
11,928 |
+164 |
Dec12 |
111107 |
2775 |
2795 |
2775 |
2795 |
+21 |
605 |
11,589 |
+556 |
Mar13 |
111107 |
2810 |
2810 |
2780 |
2803 |
+21 |
25 |
3,103 |
-4 |
Total Volume and Open Interest |
32,644 |
193,157 |
-6,179 |
Coffee "C"(ICE) |
Dec11 |
111107 |
230.20 |
236.80 |
228.65 |
233.00 |
+2.80 |
13,006 |
51,220 |
-2,520 |
Mar12 |
111107 |
233.55 |
240.20 |
232.40 |
236.40 |
+2.60 |
7,721 |
38,874 |
+1,831 |
May12 |
111107 |
235.90 |
242.20 |
235.15 |
238.50 |
+2.55 |
1,334 |
17,240 |
+315 |
Jul12 |
111107 |
237.55 |
243.10 |
236.40 |
240.00 |
+2.60 |
558 |
4,596 |
+152 |
Sep12 |
111107 |
238.20 |
243.45 |
238.20 |
240.50 |
+2.60 |
169 |
5,608 |
+64 |
Dec12 |
111107 |
238.00 |
242.60 |
236.50 |
240.10 |
+2.50 |
232 |
2,837 |
+66 |
Total Volume and Open Interest |
23,021 |
121,422 |
-92 |
Orange Juice(ICE) |
Nov11 |
111107 |
195.00 |
195.00 |
194.15 |
194.80 |
+2.60 |
4 |
235 |
+0 |
Jan12 |
111107 |
173.40 |
174.00 |
171.00 |
173.15 |
-0.55 |
341 |
19,987 |
+29 |
Mar12 |
111107 |
167.00 |
168.50 |
166.00 |
168.15 |
-0.60 |
94 |
4,470 |
+7 |
May12 |
111107 |
166.20 |
168.00 |
166.15 |
167.25 |
-0.80 |
14 |
1,615 |
-7 |
Jul12 |
111107 |
167.75 |
167.75 |
167.75 |
167.75 |
-0.80 |
0 |
332 |
+0 |
Sep12 |
111107 |
166.75 |
166.75 |
166.75 |
166.75 |
-0.80 |
0 |
53 |
+0 |
Total Volume and Open Interest |
453 |
26,706 |
+29 |
Sugar #11(ICE) |
Mar12 |
111107 |
25.60 |
25.85 |
25.22 |
25.32 |
-0.25 |
22,748 |
233,013 |
-2,208 |
May12 |
111107 |
24.75 |
25.08 |
24.66 |
24.73 |
-0.05 |
7,854 |
80,768 |
-1,939 |
Jul12 |
111107 |
24.10 |
24.43 |
24.10 |
24.18 |
+0.06 |
4,012 |
72,865 |
-83 |
Oct12 |
111107 |
23.92 |
24.17 |
23.85 |
23.94 |
+0.08 |
918 |
44,324 |
-37 |
Mar13 |
111107 |
24.11 |
24.28 |
24.02 |
24.11 |
+0.11 |
365 |
30,583 |
-67 |
Total Volume and Open Interest |
36,563 |
494,053 |
-4,020 |
London Cocoa(LCE) |
Dec11 |
111107 |
1689 |
1697 |
1673 |
1689 |
+12 |
8,966 |
80,625 |
+3,322 |
Mar12 |
111107 |
1710 |
1723 |
1699 |
1709 |
+9 |
7,574 |
56,232 |
-1,431 |
May12 |
111107 |
1725 |
1737 |
1714 |
1725 |
+11 |
2,088 |
17,998 |
+465 |
Jul12 |
111107 |
1743 |
1752 |
1729 |
1739 |
+10 |
707 |
19,438 |
-65 |
Sep12 |
111107 |
1750 |
1765 |
1740 |
1752 |
+13 |
1,275 |
15,046 |
+410 |
Dec12 |
111107 |
1760 |
1765 |
1760 |
1761 |
+11 |
1,032 |
11,805 |
+665 |
Mar13 |
111107 |
1774 |
1774 |
1774 |
1774 |
+10 |
261 |
2,735 |
-141 |
Total Volume and Open Interest |
22,216 |
204,786 |
+3,425 |
London Sugar(LCE) |
Dec11 |
111107 |
680.00 |
681.50 |
675.00 |
675.20 |
-3.20 |
1,908 |
15,393 |
-733 |
Mar12 |
111107 |
655.40 |
657.00 |
648.20 |
650.00 |
-3.50 |
1,685 |
19,283 |
+141 |
May12 |
111107 |
642.00 |
643.20 |
636.40 |
638.60 |
unch |
327 |
7,238 |
+39 |
Aug12 |
111107 |
630.40 |
632.80 |
626.90 |
629.10 |
unch |
74 |
4,341 |
-35 |
Oct12 |
111107 |
625.00 |
627.00 |
622.00 |
623.90 |
+1.30 |
28 |
2,527 |
+3 |
Total Volume and Open Interest |
4,026 |
50,534 |
-586 |
Cotton(ICE) |
Dec11 |
111107 |
98.67 |
98.96 |
96.51 |
96.76 |
-1.98 |
11,022 |
72,134 |
-2,716 |
Mar12 |
111107 |
98.15 |
98.37 |
96.75 |
96.88 |
-1.58 |
6,943 |
60,349 |
+1,782 |
May12 |
111107 |
98.30 |
98.40 |
97.29 |
97.49 |
-1.16 |
1,688 |
11,943 |
+459 |
Jul12 |
111107 |
98.18 |
98.35 |
97.34 |
97.50 |
-1.11 |
1,137 |
13,820 |
+270 |
Oct12 |
111107 |
97.91 |
99.17 |
97.91 |
99.17 |
-0.81 |
12 |
29 |
+12 |
Dec12 |
111107 |
96.77 |
96.77 |
96.28 |
96.50 |
-0.60 |
386 |
5,698 |
+301 |
Total Volume and Open Interest |
21,199 |
165,057 |
+113 |
Lumber(CME) |
Nov11 |
111107 |
220.3 |
224.2 |
219.6 |
220.9 |
-1.0 |
337 |
930 |
-163 |
Jan12 |
111107 |
231.1 |
237.2 |
231.1 |
233.3 |
+2.2 |
493 |
6,793 |
+428 |
Mar12 |
111107 |
251.0 |
254.8 |
251.0 |
252.5 |
+1.1 |
178 |
1,857 |
+79 |
May12 |
111107 |
264.0 |
265.8 |
264.0 |
264.0 |
-1.1 |
0 |
192 |
+0 |
Total Volume and Open Interest |
1,010 |
9,866 |
+345 |
Crude Oil(NYM) |
Dec11 |
111107 |
94.40 |
96.11 |
93.23 |
95.52 |
+1.26 |
299,987 |
281,300 |
-2,871 |
Jan12 |
111107 |
94.20 |
96.04 |
93.14 |
95.45 |
+1.26 |
75,618 |
209,962 |
+9,756 |
Feb12 |
111107 |
94.60 |
95.93 |
93.07 |
95.41 |
+1.28 |
31,810 |
67,141 |
-836 |
Mar12 |
111107 |
94.60 |
95.91 |
93.19 |
95.39 |
+1.30 |
31,261 |
69,760 |
+215 |
Apr12 |
111107 |
94.57 |
95.62 |
93.48 |
95.36 |
+1.34 |
15,409 |
35,118 |
-8 |
May12 |
111107 |
94.56 |
95.53 |
93.97 |
95.33 |
+1.38 |
13,377 |
28,297 |
+909 |
Jun12 |
111107 |
94.40 |
95.73 |
93.19 |
95.26 |
+1.41 |
24,871 |
75,213 |
+1,122 |
Jul12 |
111107 |
94.13 |
95.30 |
93.12 |
95.17 |
+1.44 |
5,909 |
31,347 |
-1,711 |
Aug12 |
111107 |
93.13 |
95.07 |
92.94 |
95.07 |
+1.47 |
5,201 |
22,293 |
+849 |
Sep12 |
111107 |
94.26 |
94.96 |
94.26 |
94.96 |
+1.49 |
5,406 |
21,424 |
-341 |
Oct12 |
111107 |
93.50 |
94.85 |
93.50 |
94.85 |
+1.49 |
3,207 |
22,989 |
-416 |
Nov12 |
111107 |
94.52 |
94.78 |
94.22 |
94.78 |
+1.48 |
2,611 |
24,053 |
+103 |
Dec12 |
111107 |
93.35 |
95.10 |
92.50 |
94.72 |
+1.46 |
21,961 |
163,494 |
+2,861 |
Jan13 |
111107 |
94.52 |
94.52 |
93.91 |
94.52 |
+1.45 |
1,474 |
26,920 |
+488 |
Feb13 |
111107 |
94.30 |
94.30 |
94.30 |
94.30 |
+1.44 |
458 |
10,685 |
+201 |
Mar13 |
111107 |
94.10 |
94.10 |
94.10 |
94.10 |
+1.43 |
192 |
8,834 |
-12 |
Total Volume and Open Interest |
552,872 |
1,349,766 |
+10,684 |
e-miNY Crude Oil(NYM) |
Nov11 |
111019 |
88.200 |
89.500 |
86.100 |
86.100 |
-2.250 |
5,853 |
2,683 |
-142 |
Dec11 |
111107 |
94.300 |
96.100 |
93.250 |
95.525 |
+1.275 |
12,033 |
3,168 |
+208 |
Jan12 |
111107 |
94.500 |
96.025 |
93.200 |
95.450 |
+1.250 |
222 |
357 |
+6 |
Feb12 |
111107 |
94.250 |
95.625 |
93.750 |
95.400 |
+1.275 |
116 |
140 |
+9 |
Mar12 |
111107 |
95.400 |
95.400 |
95.400 |
95.400 |
+1.300 |
43 |
74 |
-40 |
Apr12 |
111107 |
95.350 |
95.350 |
95.350 |
95.350 |
+1.325 |
0 |
23 |
+0 |
May12 |
111107 |
95.325 |
95.325 |
95.325 |
95.325 |
+1.375 |
0 |
7 |
+0 |
Jun12 |
111107 |
95.250 |
95.250 |
95.250 |
95.250 |
+1.400 |
0 |
11 |
+0 |
Jul12 |
111107 |
95.175 |
95.175 |
95.175 |
95.175 |
+1.450 |
0 |
4 |
+0 |
Aug12 |
111107 |
95.075 |
95.075 |
95.075 |
95.075 |
+1.475 |
0 |
1 |
+0 |
Total Volume and Open Interest |
12,416 |
4,014 |
+185 |
Heating Oil(NYM) |
Dec11 |
111107 |
307.92 |
313.44 |
305.77 |
311.98 |
+4.91 |
57,869 |
88,304 |
-1,382 |
Jan12 |
111107 |
308.25 |
313.31 |
305.75 |
311.92 |
+4.93 |
22,229 |
55,054 |
-1,795 |
Feb12 |
111107 |
307.39 |
311.68 |
304.90 |
310.61 |
+4.85 |
13,233 |
32,825 |
+1,405 |
Mar12 |
111107 |
306.40 |
310.09 |
303.28 |
308.77 |
+4.73 |
8,528 |
25,415 |
+928 |
Apr12 |
111107 |
306.00 |
306.00 |
303.58 |
305.15 |
+4.68 |
3,746 |
13,379 |
+984 |
May12 |
111107 |
300.40 |
301.81 |
299.81 |
301.47 |
+4.68 |
2,180 |
9,191 |
+278 |
Jun12 |
111107 |
297.56 |
300.58 |
293.77 |
299.38 |
+4.74 |
7,512 |
33,014 |
-1,224 |
Jul12 |
111107 |
296.37 |
299.09 |
296.02 |
299.09 |
+4.65 |
550 |
7,679 |
+186 |
Aug12 |
111107 |
298.85 |
299.26 |
298.85 |
299.26 |
+4.62 |
138 |
4,183 |
+31 |
Sep12 |
111107 |
298.36 |
299.68 |
298.36 |
299.68 |
+4.59 |
552 |
4,844 |
+93 |
Oct12 |
111107 |
300.48 |
300.48 |
300.48 |
300.48 |
+4.54 |
81 |
1,959 |
+37 |
Nov12 |
111107 |
301.28 |
301.28 |
301.28 |
301.28 |
+4.49 |
124 |
1,374 |
-2 |
Total Volume and Open Interest |
119,397 |
294,710 |
+49 |
Gasoline(NYMEX) |
Dec11 |
111107 |
267.31 |
274.43 |
266.06 |
272.82 |
+6.48 |
53,362 |
83,978 |
-2,594 |
Jan12 |
111107 |
265.79 |
272.76 |
264.18 |
271.25 |
+6.45 |
28,856 |
47,319 |
+3,025 |
Feb12 |
111107 |
263.87 |
272.12 |
263.87 |
270.62 |
+6.20 |
13,078 |
22,679 |
+863 |
Mar12 |
111107 |
267.00 |
272.30 |
264.47 |
271.06 |
+5.97 |
7,836 |
25,061 |
+571 |
Apr12 |
111107 |
279.84 |
285.36 |
279.61 |
284.29 |
+5.87 |
3,785 |
19,976 |
-360 |
May12 |
111107 |
280.08 |
283.76 |
280.08 |
283.59 |
+5.79 |
2,683 |
11,717 |
+324 |
Jun12 |
111107 |
277.57 |
282.86 |
274.84 |
281.60 |
+5.70 |
3,525 |
19,631 |
+395 |
Jul12 |
111107 |
278.00 |
279.33 |
278.00 |
279.33 |
+5.63 |
850 |
6,023 |
-75 |
Aug12 |
111107 |
276.88 |
276.88 |
276.88 |
276.88 |
+5.52 |
862 |
5,877 |
+419 |
Sep12 |
111107 |
274.35 |
274.35 |
274.35 |
274.35 |
+5.40 |
927 |
6,171 |
+126 |
Total Volume and Open Interest |
116,923 |
267,726 |
+3,676 |
e-miNY RBOB Gasoline(NYM) |
Dec11 |
111107 |
272.80 |
272.82 |
272.80 |
272.80 |
+6.50 |
|
|
|
Jan12 |
111107 |
271.30 |
271.30 |
271.25 |
271.30 |
+6.50 |
0 |
1 |
+0 |
Feb12 |
111107 |
270.60 |
270.62 |
270.60 |
270.60 |
+6.20 |
0 |
1 |
+0 |
Mar12 |
111107 |
271.10 |
271.10 |
271.06 |
271.10 |
+6.00 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Dec11 |
111107 |
3.764 |
3.765 |
3.652 |
3.696 |
-0.087 |
157,399 |
141,555 |
-10,871 |
Jan12 |
111107 |
3.883 |
3.883 |
3.773 |
3.803 |
-0.089 |
60,716 |
248,742 |
+2,147 |
Feb12 |
111107 |
3.886 |
3.888 |
3.794 |
3.816 |
-0.084 |
26,260 |
77,005 |
+292 |
Mar12 |
111107 |
3.860 |
3.860 |
3.760 |
3.792 |
-0.082 |
27,544 |
97,266 |
-376 |
Apr12 |
111107 |
3.871 |
3.871 |
3.758 |
3.792 |
-0.079 |
24,589 |
92,339 |
-401 |
May12 |
111107 |
3.870 |
3.870 |
3.805 |
3.830 |
-0.075 |
5,720 |
35,478 |
+773 |
Jun12 |
111107 |
3.920 |
3.920 |
3.848 |
3.870 |
-0.073 |
3,776 |
17,346 |
+632 |
Jul12 |
111107 |
3.975 |
3.975 |
3.894 |
3.916 |
-0.073 |
2,204 |
18,754 |
-383 |
Aug12 |
111107 |
4.000 |
4.000 |
3.923 |
3.944 |
-0.072 |
807 |
13,379 |
+22 |
Sep12 |
111107 |
4.001 |
4.001 |
3.924 |
3.946 |
-0.072 |
1,092 |
10,267 |
-5 |
Oct12 |
111107 |
4.047 |
4.055 |
3.963 |
3.982 |
-0.074 |
12,022 |
55,245 |
+3,896 |
Nov12 |
111107 |
4.170 |
4.170 |
4.113 |
4.127 |
-0.068 |
6,470 |
18,224 |
+4,154 |
Dec12 |
111107 |
4.423 |
4.430 |
4.368 |
4.395 |
-0.061 |
3,290 |
19,702 |
+816 |
Jan13 |
111107 |
4.560 |
4.564 |
4.498 |
4.522 |
-0.062 |
4,115 |
29,866 |
+1,977 |
Feb13 |
111107 |
4.505 |
4.515 |
4.490 |
4.510 |
-0.061 |
213 |
5,413 |
+46 |
Mar13 |
111107 |
4.465 |
4.483 |
4.440 |
4.462 |
-0.057 |
1,306 |
13,315 |
+467 |
Total Volume and Open Interest |
343,867 |
969,148 |
+3,917 |
Brent Crude Oil(ICE) |
Dec11 |
111107 |
113.09 |
115.23 |
111.26 |
114.56 |
+2.59 |
224,717 |
145,437 |
-7,358 |
Jan12 |
111107 |
111.72 |
113.80 |
109.91 |
113.16 |
+2.42 |
140,168 |
167,346 |
+7,353 |
Feb12 |
111107 |
111.17 |
112.97 |
109.14 |
112.34 |
+2.35 |
57,104 |
92,547 |
+4,063 |
Mar12 |
111107 |
110.50 |
112.30 |
108.55 |
111.67 |
+2.30 |
40,743 |
88,520 |
+2,822 |
Apr12 |
111107 |
109.83 |
111.83 |
108.13 |
111.17 |
+2.23 |
21,734 |
31,972 |
-914 |
May12 |
111107 |
109.68 |
111.29 |
107.82 |
110.76 |
+2.16 |
14,728 |
17,250 |
-1,077 |
Jun12 |
111107 |
109.34 |
110.85 |
107.50 |
110.35 |
+2.11 |
31,653 |
58,165 |
-153 |
Jul12 |
111107 |
107.86 |
110.40 |
107.54 |
109.92 |
+2.06 |
5,060 |
17,070 |
-1 |
Aug12 |
111107 |
107.48 |
109.93 |
107.15 |
109.47 |
+2.00 |
4,354 |
17,760 |
+466 |
Sep12 |
111107 |
108.96 |
108.96 |
108.96 |
108.96 |
+1.93 |
5,438 |
20,889 |
+496 |
Oct12 |
111107 |
108.48 |
108.48 |
108.48 |
108.48 |
+1.86 |
3,315 |
10,599 |
-837 |
Nov12 |
111107 |
107.98 |
108.03 |
107.98 |
108.03 |
+1.81 |
2,992 |
14,269 |
+431 |
Dec12 |
111107 |
106.58 |
108.08 |
105.47 |
107.57 |
+1.75 |
22,161 |
101,918 |
+1,510 |
Jan13 |
111107 |
107.21 |
107.21 |
107.21 |
107.21 |
+1.70 |
1,231 |
8,842 |
+383 |
Total Volume and Open Interest |
584,673 |
944,855 |
+7,699 |
Gas Oil(ICE) |
Nov11 |
111107 |
977.00 |
989.75 |
964.00 |
984.50 |
+15.00 |
44,584 |
73,942 |
-8,745 |
Dec11 |
111107 |
957.25 |
977.00 |
951.75 |
971.50 |
+14.25 |
115,355 |
131,529 |
+3,781 |
Jan12 |
111107 |
954.25 |
969.75 |
946.00 |
964.50 |
+13.50 |
59,622 |
72,549 |
+3,264 |
Feb12 |
111107 |
948.50 |
962.00 |
940.50 |
957.75 |
+13.00 |
25,087 |
51,925 |
+2,043 |
Mar12 |
111107 |
946.00 |
956.25 |
935.50 |
951.50 |
+12.25 |
12,899 |
32,707 |
+1,569 |
Apr12 |
111107 |
938.00 |
950.75 |
931.25 |
946.25 |
+12.25 |
8,591 |
21,492 |
+507 |
May12 |
111107 |
936.25 |
946.75 |
927.00 |
942.00 |
+12.25 |
6,141 |
20,133 |
+504 |
Jun12 |
111107 |
934.75 |
945.50 |
924.50 |
940.00 |
+12.25 |
14,982 |
47,839 |
+1,466 |
Jul12 |
111107 |
934.75 |
940.75 |
926.25 |
940.75 |
+12.25 |
3,114 |
15,962 |
+245 |
Aug12 |
111107 |
929.00 |
941.50 |
927.00 |
941.50 |
+12.25 |
1,850 |
11,250 |
+325 |
Total Volume and Open Interest |
303,270 |
576,305 |
+7,546 |
Ethanol(CBOT) |
Nov11 |
111103 |
2.806 |
2.845 |
2.790 |
2.790 |
+0.004 |
130 |
244 |
-76 |
Dec11 |
111107 |
2.660 |
2.666 |
2.650 |
2.659 |
-0.015 |
334 |
1,246 |
-40 |
Jan12 |
111107 |
2.457 |
2.484 |
2.457 |
2.473 |
-0.008 |
162 |
1,837 |
+79 |
Feb12 |
111107 |
2.401 |
2.401 |
2.390 |
2.397 |
-0.009 |
68 |
1,253 |
+53 |
Mar12 |
111107 |
2.402 |
2.412 |
2.399 |
2.400 |
-0.011 |
54 |
1,128 |
+6 |
Apr12 |
111107 |
2.410 |
2.410 |
2.406 |
2.406 |
-0.010 |
23 |
684 |
-9 |
May12 |
111107 |
2.429 |
2.429 |
2.429 |
2.429 |
-0.005 |
12 |
656 |
-5 |
Jun12 |
111107 |
2.450 |
2.450 |
2.440 |
2.446 |
-0.008 |
12 |
553 |
-7 |
Total Volume and Open Interest |
710 |
10,996 |
-9 |
WTI Crude Oil(ICE) |
Dec11 |
111107 |
94.60 |
96.11 |
93.24 |
95.52 |
+1.26 |
81,796 |
100,570 |
+302 |
Jan12 |
111107 |
94.53 |
96.00 |
93.15 |
95.45 |
+1.26 |
29,170 |
47,318 |
-2,280 |
Feb12 |
111107 |
94.35 |
95.93 |
93.22 |
95.41 |
+1.28 |
15,388 |
33,112 |
+748 |
Mar12 |
111107 |
94.32 |
95.86 |
93.97 |
95.39 |
+1.30 |
14,084 |
18,175 |
-673 |
Apr12 |
111107 |
94.63 |
95.71 |
94.27 |
95.36 |
+1.34 |
7,272 |
9,097 |
-184 |
May12 |
111107 |
94.30 |
95.69 |
94.30 |
95.33 |
+1.38 |
5,740 |
8,406 |
+203 |
Jun12 |
111107 |
94.45 |
95.73 |
93.23 |
95.26 |
+1.41 |
8,494 |
40,137 |
-7 |
Jul12 |
111107 |
93.81 |
95.53 |
93.81 |
95.17 |
+1.44 |
1,525 |
7,450 |
+14 |
Aug12 |
111107 |
93.71 |
95.44 |
93.71 |
95.07 |
+1.47 |
1,488 |
4,755 |
+273 |
Sep12 |
111107 |
94.98 |
94.98 |
94.96 |
94.96 |
+1.49 |
918 |
7,994 |
-218 |
Oct12 |
111107 |
95.05 |
95.15 |
94.85 |
94.85 |
+1.49 |
753 |
2,250 |
-210 |
Nov12 |
111107 |
94.78 |
94.78 |
94.78 |
94.78 |
+1.48 |
438 |
3,065 |
-76 |
Dec12 |
111107 |
93.95 |
94.98 |
92.47 |
94.72 |
+1.46 |
5,656 |
54,511 |
+757 |
Jan13 |
111107 |
94.52 |
94.52 |
94.52 |
94.52 |
+1.45 |
102 |
2,201 |
+100 |
Feb13 |
111107 |
94.30 |
94.30 |
94.30 |
94.30 |
+1.44 |
0 |
603 |
+0 |
Mar13 |
111107 |
94.10 |
94.10 |
94.10 |
94.10 |
+1.43 |
0 |
1,476 |
+0 |
Total Volume and Open Interest |
174,661 |
436,023 |
-562 |
US Dollar Index(ICE) |
Dec11 |
111107 |
77.125 |
77.595 |
76.995 |
77.140 |
-0.022 |
42,767 |
61,886 |
-224 |
Mar12 |
111107 |
77.880 |
77.935 |
77.380 |
77.555 |
-0.007 |
28 |
588 |
+12 |
Jun12 |
111107 |
78.015 |
78.015 |
78.015 |
78.015 |
-0.007 |
|
|
|
Total Volume and Open Interest |
42,795 |
62,474 |
-212 |
Australian Dollar(CME) |
Dec11 |
111107 |
103.56 |
103.78 |
102.24 |
103.27 |
-0.16 |
196,381 |
142,027 |
+1,767 |
Mar12 |
111107 |
102.00 |
102.42 |
101.36 |
102.26 |
-0.16 |
147 |
710 |
+18 |
Jun12 |
111107 |
101.41 |
101.55 |
101.41 |
101.41 |
-0.14 |
0 |
35 |
+16 |
Total Volume and Open Interest |
196,528 |
142,908 |
+1,804 |
British Pound(CME) |
Dec11 |
111107 |
160.51 |
160.73 |
159.72 |
160.50 |
+0.18 |
137,801 |
154,093 |
-5,801 |
Mar12 |
111107 |
159.74 |
160.35 |
159.68 |
160.35 |
+0.18 |
21 |
238 |
+1 |
Jun12 |
111107 |
160.17 |
160.17 |
160.00 |
160.17 |
+0.17 |
0 |
3 |
+0 |
Total Volume and Open Interest |
137,822 |
154,339 |
-5,800 |
Canadian Dollar(CME) |
Dec11 |
111107 |
98.30 |
98.68 |
97.90 |
98.60 |
+0.39 |
93,262 |
112,697 |
-973 |
Mar12 |
111107 |
97.91 |
98.50 |
97.91 |
98.43 |
+0.39 |
261 |
3,351 |
+47 |
Jun12 |
111107 |
97.75 |
98.32 |
97.75 |
98.32 |
+0.41 |
22 |
813 |
+28 |
Sep12 |
111107 |
98.21 |
98.21 |
97.80 |
98.21 |
+0.41 |
0 |
654 |
+0 |
Total Volume and Open Interest |
93,545 |
117,643 |
-900 |
Japanese Yen(CME) |
Dec11 |
111107 |
128.06 |
128.34 |
128.00 |
128.18 |
+0.16 |
44,484 |
134,796 |
-870 |
Mar12 |
111107 |
128.27 |
128.55 |
128.26 |
128.43 |
+0.17 |
172 |
900 |
+67 |
Jun12 |
111107 |
128.69 |
128.69 |
128.51 |
128.69 |
+0.18 |
0 |
25 |
+2 |
Total Volume and Open Interest |
44,656 |
135,725 |
-801 |
Swiss Franc(CME) |
Dec11 |
111107 |
112.77 |
112.98 |
110.81 |
111.03 |
-1.95 |
24,638 |
22,142 |
-618 |
Mar12 |
111107 |
111.84 |
113.24 |
111.23 |
111.28 |
-1.96 |
8 |
637 |
-1 |
Jun12 |
111107 |
111.61 |
113.56 |
111.61 |
111.61 |
-1.95 |
0 |
5 |
+0 |
Total Volume and Open Interest |
24,646 |
22,788 |
-619 |
EuroFX(CME) |
Dec11 |
111107 |
138.16 |
138.19 |
136.78 |
137.71 |
-0.02 |
446,224 |
231,021 |
+4,733 |
Mar12 |
111107 |
138.15 |
138.15 |
136.88 |
137.72 |
-0.02 |
2,111 |
3,778 |
+782 |
Jun12 |
111107 |
137.40 |
137.76 |
137.25 |
137.76 |
unch |
1 |
867 |
+1 |
Total Volume and Open Interest |
448,336 |
235,681 |
+5,516 |
Mexican Peso(CME) |
Nov11 |
111107 |
743.5 |
743.5 |
742.0 |
743.5 |
+1.5 |
|
|
|
Dec11 |
111107 |
739.0 |
743.0 |
734.2 |
741.8 |
+1.8 |
35,338 |
99,157 |
-1,128 |
Total Volume and Open Interest |
35,338 |
99,565 |
-1,128 |
Brazilian Real(CME) |
Dec11 |
111107 |
569.00 |
569.10 |
565.15 |
567.95 |
-3.20 |
125 |
5,005 |
-118 |
Jan12 |
111107 |
564.55 |
564.55 |
564.55 |
564.55 |
-3.20 |
0 |
10,149 |
+0 |
Feb12 |
111107 |
561.10 |
561.10 |
561.10 |
561.10 |
-3.20 |
|
|
|
Mar12 |
111107 |
557.70 |
557.70 |
557.70 |
557.70 |
-3.20 |
|
|
|
Total Volume and Open Interest |
125 |
30,490 |
-103 |
30-Year T-Bonds(CBOT) |
Dec11 |
111107 |
140~260 |
142~150 |
140~060 |
142~000 |
+1~000 |
354,678 |
611,809 |
+1,153 |
Mar12 |
111107 |
140~140 |
142~010 |
139~300 |
141~200 |
+1~020 |
1,165 |
5,597 |
+43 |
Jun12 |
111107 |
140~140 |
140~150 |
139~160 |
140~150 |
+0~310 |
0 |
4 |
+0 |
Total Volume and Open Interest |
355,843 |
617,410 |
+1,196 |
10-Year T-Notes(CBOT) |
Dec11 |
111107 |
130~055 |
130~260 |
129~315 |
130~175 |
+0~095 |
1,177,711 |
1,438,755 |
+11,041 |
Mar12 |
111107 |
129~240 |
130~000 |
129~140 |
129~260 |
+0~110 |
8,209 |
14,852 |
+3,298 |
Jun12 |
111107 |
128~260 |
128~260 |
128~150 |
128~260 |
+0~110 |
|
|
|
Total Volume and Open Interest |
1,185,920 |
1,453,607 |
+14,339 |
5-Year T-Notes(CBOT) |
Dec11 |
111107 |
123~017 |
123~043 |
123~004 |
123~023 |
+0~007 |
620,608 |
1,221,964 |
-10,386 |
Mar12 |
111107 |
122~087 |
122~108 |
122~085 |
122~101 |
+0~010 |
1,358 |
8,781 |
+680 |
Jun12 |
111107 |
121~125 |
121~125 |
121~115 |
121~125 |
+0~010 |
|
|
|
Total Volume and Open Interest |
621,966 |
1,230,745 |
-9,706 |
2 Year T-Notes(CBOT) |
Dec11 |
111107 |
110~029 |
110~031 |
110~023 |
110~026 |
-0~002 |
192,167 |
726,037 |
+8,316 |
Mar12 |
111107 |
110~031 |
110~032 |
110~027 |
110~029 |
-0~001 |
1,386 |
10,870 |
+21 |
Jun12 |
111107 |
109~121 |
109~122 |
109~121 |
109~121 |
-0~001 |
|
|
|
Total Volume and Open Interest |
193,553 |
736,907 |
+8,337 |
Eurodollars(CME) |
Dec11 |
111107 |
99.475 |
99.485 |
99.460 |
99.470 |
-0.005 |
199,356 |
1,031,426 |
+10,804 |
Mar12 |
111107 |
99.415 |
99.420 |
99.380 |
99.400 |
-0.015 |
178,218 |
932,902 |
+19,756 |
Jun12 |
111107 |
99.415 |
99.420 |
99.385 |
99.395 |
-0.025 |
126,482 |
1,101,692 |
+16,049 |
Sep12 |
111107 |
99.420 |
99.425 |
99.385 |
99.395 |
-0.030 |
107,688 |
739,884 |
-1,285 |
Dec12 |
111107 |
99.420 |
99.425 |
99.390 |
99.400 |
-0.025 |
103,083 |
773,188 |
+6,062 |
Mar13 |
111107 |
99.420 |
99.425 |
99.395 |
99.405 |
-0.020 |
100,181 |
860,470 |
+12,263 |
Jun13 |
111107 |
99.375 |
99.395 |
99.355 |
99.375 |
-0.010 |
85,708 |
572,865 |
+12,765 |
Sep13 |
111107 |
99.305 |
99.335 |
99.295 |
99.315 |
-0.005 |
89,568 |
472,207 |
+6,814 |
Dec13 |
111107 |
99.200 |
99.225 |
99.180 |
99.205 |
unch |
108,455 |
470,339 |
+2,817 |
Mar14 |
111107 |
99.060 |
99.110 |
99.050 |
99.080 |
+0.005 |
74,759 |
325,151 |
+1,418 |
Jun14 |
111107 |
98.900 |
98.955 |
98.890 |
98.920 |
+0.010 |
71,045 |
290,180 |
+9,366 |
Sep14 |
111107 |
98.715 |
98.790 |
98.710 |
98.750 |
+0.020 |
74,503 |
186,144 |
+8,617 |
Dec14 |
111107 |
98.525 |
98.610 |
98.515 |
98.565 |
+0.025 |
70,393 |
207,117 |
+17,409 |
Mar15 |
111107 |
98.340 |
98.435 |
98.340 |
98.390 |
+0.035 |
42,779 |
126,006 |
+1,950 |
Jun15 |
111107 |
6.420 |
6.510 |
6.400 |
6.460 |
+0.045 |
33,153 |
108,203 |
+1,983 |
Sep15 |
111107 |
6.210 |
6.320 |
6.205 |
6.275 |
+0.055 |
29,046 |
90,162 |
+1,385 |
Dec15 |
111107 |
6.005 |
6.120 |
6.005 |
6.075 |
+0.055 |
15,043 |
57,493 |
+3,437 |
Mar16 |
111107 |
5.835 |
5.960 |
5.835 |
5.910 |
+0.060 |
10,670 |
50,892 |
+934 |
Total Volume and Open Interest |
1,547,954 |
8,631,484 |
+138,615 |
30 Day Federal Funds(CBOT) |
Nov11 |
111107 |
99.918 |
99.920 |
99.915 |
99.918 |
-0.002 |
5,169 |
65,439 |
-892 |
Dec11 |
111107 |
99.920 |
99.920 |
99.915 |
99.920 |
unch |
6,375 |
62,370 |
-1,738 |
Jan12 |
111107 |
99.910 |
99.910 |
99.905 |
99.910 |
unch |
2,469 |
56,331 |
-198 |
Feb12 |
111107 |
99.900 |
99.900 |
99.895 |
99.900 |
unch |
1,344 |
43,966 |
-267 |
Mar12 |
111107 |
99.890 |
99.895 |
99.890 |
99.895 |
unch |
2,397 |
31,513 |
-125 |
Apr12 |
111107 |
99.890 |
99.895 |
99.885 |
99.890 |
unch |
489 |
36,584 |
-79 |
Total Volume and Open Interest |
25,291 |
593,932 |
-2,713 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111107 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.005 |
0 |
281 |
+0 |
Mar12 |
111107 |
99.668 |
99.668 |
99.668 |
99.668 |
-0.005 |
0 |
300 |
+0 |
Jun12 |
111107 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.005 |
|
|
|
Sep12 |
111107 |
99.668 |
99.668 |
99.668 |
99.668 |
-0.005 |
|
|
|
Dec12 |
111107 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.005 |
|
|
|
Mar13 |
111107 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.005 |
|
|
|
Jun13 |
111107 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.005 |
|
|
|
Sep13 |
111107 |
99.480 |
99.480 |
99.480 |
99.480 |
-0.005 |
|
|
|
Dec13 |
111107 |
99.340 |
99.340 |
99.340 |
99.340 |
-0.005 |
|
|
|
Mar14 |
111107 |
99.200 |
99.200 |
99.200 |
99.200 |
-0.005 |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111107 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
0 |
2,481 |
+0 |
Mar12 |
111107 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
200 |
2,178 |
-200 |
Jun12 |
111107 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
0 |
1,470 |
+0 |
Sep12 |
111107 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
710 |
+0 |
Dec12 |
111107 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
151 |
+0 |
Mar13 |
111107 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
1 |
+0 |
Jun13 |
111107 |
99.62 |
99.62 |
99.62 |
99.62 |
0.00 |
|
|
|
Sep13 |
111107 |
99.48 |
99.48 |
99.48 |
99.48 |
0.00 |
|
|
|
Total Volume and Open Interest |
200 |
6,993 |
-200 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111107 |
142.75 |
142.79 |
142.62 |
142.78 |
+0.24 |
4,500 |
18,794 |
-277 |
Mar12 |
111107 |
142.11 |
142.11 |
142.11 |
142.11 |
+0.16 |
0 |
5 |
+0 |
Jun12 |
111107 |
140.02 |
140.02 |
140.02 |
140.02 |
+0.16 |
|
|
|
Total Volume and Open Interest |
4,500 |
18,799 |
-277 |
Euro-Bund(EUREX) |
Dec11 |
111107 |
137.69 |
138.50 |
137.52 |
137.91 |
+0.31 |
803,812 |
885,527 |
+14,593 |
Mar12 |
111107 |
137.92 |
138.82 |
137.92 |
138.23 |
+0.28 |
387 |
3,908 |
+85 |
Jun12 |
111107 |
137.73 |
137.73 |
137.73 |
137.73 |
+0.31 |
0 |
18 |
+0 |
Total Volume and Open Interest |
1,007,130 |
889,453 |
+14,678 |
Euro-Bobl(EUREX) |
Dec11 |
111107 |
123.42 |
123.92 |
123.37 |
123.62 |
+0.21 |
509,777 |
711,240 |
+14,802 |
Mar12 |
111107 |
124.17 |
124.17 |
123.99 |
123.99 |
+0.24 |
2,571 |
19,933 |
+399 |
Jun12 |
111107 |
123.77 |
123.77 |
123.77 |
123.77 |
+0.21 |
|
|
|
Total Volume and Open Interest |
543,337 |
731,173 |
+15,201 |
3-Mth Euribor(EUREX) |
Dec11 |
111107 |
98.705 |
98.710 |
98.705 |
98.710 |
unch |
40 |
1,926 |
+0 |
Mar12 |
111107 |
98.890 |
98.890 |
98.890 |
98.890 |
unch |
11 |
2,125 |
+0 |
Jun12 |
111107 |
98.960 |
98.960 |
98.945 |
98.945 |
+0.010 |
11 |
985 |
+0 |
Total Volume and Open Interest |
15 |
8,395 |
+9 |
Long Gilt(LIFFE) |
Dec11 |
111107 |
130~01 |
130~16 |
129~20 |
130~00 |
+0~10 |
127,367 |
304,301 |
-876 |
Mar12 |
111107 |
113~29 |
114~04 |
113~14 |
113~24 |
+0~10 |
1,693 |
14,771 |
+1,390 |
Total Volume and Open Interest |
129,060 |
319,072 |
+514 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111107 |
98.91 |
98.93 |
98.91 |
98.92 |
unch |
25,133 |
346,018 |
-8,298 |
Mar12 |
111107 |
98.86 |
98.87 |
98.84 |
98.85 |
-0.03 |
41,964 |
350,993 |
+5,402 |
Jun12 |
111107 |
98.85 |
98.86 |
98.83 |
98.83 |
-0.03 |
32,274 |
208,326 |
-59 |
Sep12 |
111107 |
98.85 |
98.86 |
98.82 |
98.82 |
-0.04 |
33,881 |
225,759 |
-4,243 |
Dec12 |
111107 |
98.83 |
98.85 |
98.79 |
98.80 |
-0.03 |
32,317 |
195,891 |
-1,103 |
Mar13 |
111107 |
98.81 |
98.84 |
98.78 |
98.79 |
-0.03 |
32,924 |
170,946 |
-382 |
Total Volume and Open Interest |
306,015 |
1,952,708 |
+907 |
3-Mth Euribor(LIFFE) |
Dec11 |
111107 |
98.700 |
98.730 |
98.685 |
98.710 |
unch |
423,539 |
762,638 |
+38,998 |
Mar12 |
111107 |
98.885 |
98.915 |
98.875 |
98.890 |
unch |
214,203 |
536,572 |
-218 |
Jun12 |
111107 |
98.940 |
98.975 |
98.930 |
98.945 |
+0.010 |
162,353 |
385,207 |
+7,946 |
Total Volume and Open Interest |
1,495,402 |
3,530,180 |
+87,097 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111107 |
95.52 |
95.54 |
95.47 |
95.53 |
unch |
15,587 |
217,920 |
-2,422 |
Mar12 |
111107 |
95.95 |
96.02 |
95.88 |
96.01 |
+0.05 |
11,715 |
187,411 |
-442 |
Jun12 |
111107 |
96.08 |
96.18 |
96.05 |
96.17 |
+0.06 |
7,229 |
119,537 |
+2,114 |
Sep12 |
111107 |
96.08 |
96.17 |
96.03 |
96.16 |
+0.07 |
5,242 |
81,611 |
+1,614 |
Dec12 |
111107 |
95.98 |
96.09 |
95.95 |
96.08 |
+0.07 |
1,744 |
50,478 |
+518 |
Mar13 |
111107 |
95.90 |
95.99 |
95.88 |
95.99 |
+0.08 |
3,020 |
46,253 |
+102 |
Jun13 |
111107 |
95.82 |
95.94 |
95.82 |
95.94 |
+0.07 |
2,259 |
32,967 |
+1,533 |
Sep13 |
111107 |
95.75 |
95.88 |
95.75 |
95.88 |
+0.06 |
1,346 |
15,876 |
+994 |
Dec13 |
111107 |
95.65 |
95.74 |
95.65 |
95.74 |
+0.06 |
0 |
3,645 |
+0 |
Mar14 |
111107 |
95.46 |
95.56 |
95.46 |
95.56 |
+0.03 |
1 |
464 |
+0 |
Total Volume and Open Interest |
48,143 |
756,239 |
+4,011 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111107 |
95.65 |
95.70 |
95.60 |
95.70 |
+0.04 |
23,898 |
379,628 |
-4,960 |
Mar12 |
111107 |
95.70 |
95.70 |
95.70 |
95.70 |
+0.04 |
|
|
|
Total Volume and Open Interest |
23,898 |
379,628 |
-4,960 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111107 |
96.28 |
96.36 |
96.23 |
96.36 |
+0.06 |
101,077 |
530,759 |
+4,904 |
Mar12 |
111107 |
96.36 |
96.36 |
96.36 |
96.36 |
+0.06 |
|
|
|
Total Volume and Open Interest |
101,077 |
530,759 |
+4,904 |
Gold(CMX) |
Dec11 |
111107 |
1755.2 |
1799.9 |
1754.0 |
1791.1 |
+35.0 |
162,545 |
262,872 |
+3,510 |
Feb12 |
111107 |
1758.3 |
1802.0 |
1757.6 |
1793.5 |
+35.2 |
5,641 |
65,236 |
+1,977 |
Apr12 |
111107 |
1764.4 |
1803.5 |
1764.4 |
1795.3 |
+35.1 |
1,634 |
17,043 |
+407 |
Jun12 |
111107 |
1760.0 |
1803.0 |
1760.0 |
1797.3 |
+35.2 |
388 |
20,101 |
+106 |
Aug12 |
111107 |
1780.0 |
1799.0 |
1780.0 |
1799.0 |
+35.2 |
464 |
8,037 |
+252 |
Oct12 |
111107 |
1774.7 |
1801.0 |
1774.7 |
1801.0 |
+35.3 |
177 |
5,925 |
+170 |
Dec12 |
111107 |
1770.1 |
1808.4 |
1770.1 |
1803.0 |
+35.2 |
599 |
16,869 |
+166 |
Feb13 |
111107 |
1805.4 |
1805.4 |
1805.4 |
1805.4 |
+35.3 |
21 |
3,393 |
+11 |
Apr13 |
111107 |
1796.1 |
1808.0 |
1796.1 |
1808.0 |
+35.5 |
0 |
473 |
+0 |
Jun13 |
111107 |
1797.6 |
1811.1 |
1797.6 |
1811.1 |
+35.6 |
0 |
9,221 |
+0 |
Aug13 |
111107 |
1814.2 |
1814.3 |
1814.2 |
1814.2 |
+35.7 |
0 |
45 |
+0 |
Total Volume and Open Interest |
171,806 |
452,836 |
+6,599 |
Silver(CMX) |
Dec11 |
111107 |
3409.0 |
3501.0 |
3385.5 |
3482.8 |
+74.4 |
40,275 |
54,066 |
-386 |
Mar12 |
111107 |
3409.0 |
3506.5 |
3394.0 |
3488.5 |
+75.0 |
3,151 |
18,426 |
+400 |
May12 |
111107 |
3414.5 |
3494.5 |
3406.0 |
3491.7 |
+75.2 |
1,348 |
3,897 |
+78 |
Jul12 |
111107 |
3472.0 |
3499.0 |
3472.0 |
3494.1 |
+75.5 |
927 |
3,168 |
-237 |
Sep12 |
111107 |
3473.5 |
3496.0 |
3473.5 |
3496.0 |
+75.7 |
160 |
1,486 |
-85 |
Dec12 |
111107 |
3435.0 |
3500.5 |
3435.0 |
3498.1 |
+76.2 |
1,185 |
12,213 |
+476 |
Mar13 |
111107 |
3493.1 |
3493.1 |
3493.1 |
3493.1 |
+76.9 |
10 |
797 |
+10 |
Total Volume and Open Interest |
47,273 |
107,361 |
+272 |
Platinum(NYMEX) |
Jan12 |
111107 |
1639.8 |
1662.5 |
1628.7 |
1658.0 |
+28.7 |
8,168 |
34,895 |
+534 |
Apr12 |
111107 |
1642.5 |
1663.6 |
1638.2 |
1661.3 |
+28.7 |
32 |
3,307 |
+17 |
Jul12 |
111107 |
1646.8 |
1664.7 |
1646.8 |
1664.7 |
+29.1 |
5 |
94 |
+0 |
Oct12 |
111107 |
1668.2 |
1668.2 |
1668.2 |
1668.2 |
+29.1 |
0 |
49 |
+0 |
Total Volume and Open Interest |
8,207 |
38,347 |
+551 |
Palladium(NYMEX) |
Dec11 |
111107 |
654.00 |
666.00 |
648.90 |
661.90 |
+6.60 |
4,585 |
17,644 |
+118 |
Mar12 |
111107 |
8.99 |
9.99 |
5.99 |
8.34 |
+6.65 |
288 |
1,792 |
+247 |
Jun12 |
111107 |
8.14 |
9.49 |
7.34 |
9.49 |
+6.75 |
0 |
6 |
+0 |
Total Volume and Open Interest |
4,873 |
19,442 |
+365 |
Copper(CMX) |
Dec11 |
111107 |
357.05 |
365.35 |
349.05 |
353.55 |
-2.90 |
50,409 |
61,107 |
-440 |
Mar12 |
111107 |
358.30 |
364.20 |
351.70 |
355.60 |
-2.90 |
8,774 |
37,853 |
+1,440 |
May12 |
111107 |
357.00 |
359.55 |
356.30 |
356.65 |
-2.85 |
1,737 |
11,186 |
-154 |
Jul12 |
111107 |
357.30 |
357.45 |
357.30 |
357.45 |
-2.85 |
1,027 |
4,322 |
+303 |
Sep12 |
111107 |
357.50 |
358.75 |
357.50 |
357.75 |
-2.85 |
105 |
1,896 |
+95 |
Total Volume and Open Interest |
62,839 |
126,836 |
+1,197 |
DJIA Index(CBOT) |
Dec11 |
111107 |
11993 |
12015 |
11796 |
12007 |
+66 |
2,846 |
16,456 |
+2,495 |
Mar12 |
111107 |
11937 |
11937 |
11871 |
11937 |
+66 |
0 |
200 |
+0 |
Jun12 |
111107 |
11870 |
11870 |
11804 |
11870 |
+66 |
0 |
200 |
+0 |
Sep12 |
111107 |
11807 |
11807 |
11741 |
11807 |
+66 |
|
|
|
Total Volume and Open Interest |
2,846 |
16,856 |
+2,495 |
E-mini DJIA Index(CBOT) |
Dec11 |
111107 |
11958 |
12023 |
11786 |
12007 |
+66 |
137,718 |
83,585 |
+1,268 |
Mar12 |
111107 |
11900 |
11940 |
11760 |
11937 |
+66 |
56 |
167 |
-5 |
Jun12 |
111107 |
11870 |
11870 |
11870 |
11870 |
+66 |
2 |
5 |
+0 |
Sep12 |
111107 |
11807 |
11807 |
11807 |
11807 |
+66 |
0 |
13 |
+0 |
Total Volume and Open Interest |
137,776 |
83,770 |
+1,263 |
S & P 500(CME) |
Dec11 |
111107 |
1255.00 |
1259.00 |
1232.20 |
1257.50 |
+6.40 |
17,203 |
282,738 |
+4,023 |
Mar12 |
111107 |
1251.50 |
1252.10 |
1232.10 |
1251.50 |
+6.40 |
506 |
12,069 |
+482 |
Jun12 |
111107 |
1246.30 |
1246.90 |
1226.90 |
1246.30 |
+6.40 |
15 |
1,397 |
+1 |
Sep12 |
111107 |
1240.30 |
1240.90 |
1220.90 |
1240.30 |
+6.40 |
0 |
3 |
+1 |
Total Volume and Open Interest |
17,724 |
296,317 |
+4,507 |
S & P 500 E-Mini(Globex) |
Dec11 |
111107 |
1253.25 |
1259.50 |
1232.00 |
1257.50 |
+6.50 |
2,822,923 |
2,799,002 |
-11,928 |
Mar12 |
111107 |
1246.25 |
1252.50 |
1227.00 |
1251.50 |
+6.50 |
4,161 |
14,820 |
+1,575 |
Total Volume and Open Interest |
2,827,187 |
2,814,114 |
-10,253 |
NASDAQ 100(CME) |
Dec11 |
111107 |
2364.50 |
2371.00 |
2320.00 |
2369.80 |
+18.80 |
1,185 |
31,307 |
+469 |
Mar12 |
111107 |
2365.30 |
2365.30 |
2330.00 |
2365.30 |
+18.80 |
|
|
|
Jun12 |
111107 |
2362.30 |
2362.30 |
2362.00 |
2362.30 |
+18.80 |
|
|
|
Total Volume and Open Interest |
1,185 |
31,307 |
+469 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111107 |
2356.50 |
2371.50 |
2319.50 |
2369.80 |
+18.80 |
322,415 |
333,973 |
+6,089 |
Mar12 |
111107 |
2345.50 |
2367.00 |
2318.00 |
2365.30 |
+18.80 |
49 |
339 |
-3 |
Total Volume and Open Interest |
322,464 |
334,325 |
+6,086 |
S & P Midcap 400(CME) |
Dec11 |
111107 |
895.50 |
900.00 |
881.00 |
896.70 |
-2.30 |
0 |
5,658 |
+0 |
Mar12 |
111107 |
894.70 |
894.70 |
894.70 |
894.70 |
-2.30 |
|
|
|
Jun12 |
111107 |
892.70 |
892.70 |
892.70 |
892.70 |
-2.30 |
|
|
|
Total Volume and Open Interest |
0 |
5,658 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111107 |
8780 |
8815 |
8690 |
8790 |
+45 |
8,007 |
28,805 |
-390 |
Mar12 |
111107 |
8785 |
8795 |
8750 |
8795 |
+45 |
6 |
20 |
+3 |
Total Volume and Open Interest |
8,013 |
28,825 |
-387 |
Nikkei 225(SGX) |
Dec11 |
111107 |
8795 |
8810 |
8705 |
8770 |
+75 |
124,607 |
223,324 |
+8,902 |
Mar12 |
111107 |
8775 |
8795 |
8740 |
8760 |
+75 |
207 |
8,063 |
+29 |
Jun12 |
111107 |
8735 |
8735 |
8685 |
8685 |
+75 |
0 |
18 |
+0 |
Total Volume and Open Interest |
125,493 |
239,125 |
+9,214 |
CAC 40(EURONEXT) |
Nov11 |
111107 |
3130.0 |
3138.5 |
3046.5 |
3099.0 |
-18.5 |
160,691 |
251,338 |
-5,615 |
Dec11 |
111107 |
3126.0 |
3134.5 |
3051.5 |
3096.0 |
-19.5 |
16,141 |
35,160 |
-12,334 |
Jan12 |
111107 |
3094.5 |
3094.5 |
3094.5 |
3094.5 |
-18.5 |
|
|
|
Total Volume and Open Interest |
176,832 |
286,506 |
-17,949 |
Hang Seng Index(HKFE) |
Nov11 |
111107 |
19897 |
19963 |
19588 |
19596 |
-296 |
115,531 |
84,941 |
-1,589 |
Dec11 |
111107 |
19737 |
19944 |
19577 |
19579 |
-299 |
1,304 |
10,791 |
+286 |
Total Volume and Open Interest |
117,133 |
97,622 |
-1,196 |
DAX(EUREX) |
Dec11 |
111107 |
6003.5 |
6034.5 |
5837.5 |
5928.5 |
-58.0 |
166,075 |
156,484 |
+2,935 |
Mar12 |
111107 |
6004.0 |
6024.5 |
5856.5 |
5941.0 |
-57.0 |
270 |
7,834 |
+190 |
Jun12 |
111107 |
5939.0 |
6010.0 |
5897.0 |
5959.0 |
-58.5 |
121 |
1,087 |
+149 |
Total Volume and Open Interest |
253,621 |
165,405 |
+3,274 |
FT-SE 100(EURONEXT) |
Dec11 |
111107 |
5559.50 |
5560.50 |
5418.00 |
5496.00 |
-35.50 |
145,917 |
622,901 |
-2,823 |
Mar12 |
111107 |
5417.00 |
5505.00 |
5411.50 |
5461.00 |
-35.50 |
35 |
1,877 |
+11 |
Jun12 |
111107 |
5423.50 |
5423.50 |
5423.50 |
5423.50 |
-35.50 |
61 |
430 |
+51 |
Total Volume and Open Interest |
146,013 |
625,208 |
-2,761 |
SPI 200(SFE) |
Dec11 |
111107 |
4286.0 |
4297.0 |
4217.0 |
4282.0 |
-3.0 |
34,000 |
207,341 |
+2,185 |
Mar12 |
111107 |
4250.0 |
4264.0 |
4250.0 |
4264.0 |
-3.0 |
111 |
2,608 |
+100 |
Jun12 |
111107 |
4275.0 |
4275.0 |
4275.0 |
4275.0 |
-3.0 |
2 |
1,264 |
+1 |
Total Volume and Open Interest |
34,129 |
214,079 |
+2,289 |
GSCI(CME) |
Nov11 |
111107 |
660.00 |
661.00 |
652.90 |
659.00 |
+6.00 |
96 |
7,836 |
-10 |
Dec11 |
111107 |
661.00 |
662.10 |
653.90 |
660.15 |
+6.15 |
2 |
79 |
+0 |
Jan12 |
111107 |
657.00 |
661.00 |
652.90 |
659.00 |
+6.00 |
|
|
|
Total Volume and Open Interest |
98 |
7,915 |
-10 |
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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