|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed November 09, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111109 |
1196.00 |
1201.50 |
1174.00 |
1175.75 |
-19.50 |
7,114 |
3,426 |
-1,531 |
Jan12 |
111109 |
1205.50 |
1212.00 |
1183.25 |
1185.50 |
-19.50 |
84,870 |
242,060 |
+1,254 |
Mar12 |
111109 |
1215.00 |
1221.75 |
1193.50 |
1195.50 |
-19.25 |
22,331 |
83,870 |
+2,774 |
May12 |
111109 |
1225.00 |
1230.75 |
1203.50 |
1205.25 |
-19.75 |
9,829 |
73,162 |
+1,023 |
Jul12 |
111109 |
1235.50 |
1240.50 |
1213.00 |
1214.50 |
-19.75 |
10,633 |
53,926 |
+1,922 |
Aug12 |
111109 |
1225.25 |
1233.25 |
1213.25 |
1213.25 |
-20.00 |
243 |
606 |
+26 |
Sep12 |
111109 |
1215.25 |
1226.00 |
1207.00 |
1207.00 |
-19.00 |
156 |
439 |
-27 |
Total Volume and Open Interest |
141,277 |
518,955 |
+6,712 |
Soybean Meal(CBOT) |
Dec11 |
111109 |
308.70 |
309.90 |
302.00 |
303.10 |
-4.50 |
35,827 |
75,185 |
+77 |
Jan12 |
111109 |
310.50 |
311.80 |
303.90 |
305.30 |
-4.30 |
13,579 |
28,226 |
+1,351 |
Mar12 |
111109 |
313.10 |
318.50 |
306.70 |
308.10 |
-4.00 |
7,036 |
26,139 |
+1,715 |
May12 |
111109 |
315.50 |
317.00 |
309.30 |
310.60 |
-3.90 |
2,766 |
23,208 |
+429 |
Jul12 |
111109 |
318.40 |
320.10 |
312.00 |
313.70 |
-3.70 |
2,827 |
17,176 |
+375 |
Aug12 |
111109 |
318.70 |
318.70 |
313.50 |
314.20 |
-3.50 |
955 |
3,675 |
+330 |
Sep12 |
111109 |
318.00 |
318.00 |
313.90 |
313.90 |
-3.40 |
647 |
3,926 |
+57 |
Oct12 |
111109 |
316.80 |
317.00 |
310.60 |
310.60 |
-3.60 |
178 |
2,525 |
-112 |
Total Volume and Open Interest |
65,038 |
194,349 |
+4,704 |
Soybean Oil(CBOT) |
Dec11 |
111109 |
51.86 |
51.98 |
50.91 |
50.99 |
-0.86 |
46,803 |
105,612 |
-992 |
Jan12 |
111109 |
52.09 |
52.22 |
51.15 |
51.22 |
-0.88 |
16,297 |
71,903 |
-118 |
Mar12 |
111109 |
52.42 |
52.55 |
51.50 |
51.55 |
-0.87 |
12,861 |
47,502 |
+1,290 |
May12 |
111109 |
52.79 |
52.89 |
51.85 |
51.91 |
-0.87 |
5,278 |
32,385 |
+802 |
Jul12 |
111109 |
53.13 |
53.25 |
52.18 |
52.29 |
-0.81 |
1,615 |
22,471 |
+404 |
Aug12 |
111109 |
52.56 |
52.82 |
52.33 |
52.41 |
-0.81 |
18 |
3,223 |
+13 |
Sep12 |
111109 |
52.48 |
53.32 |
52.46 |
52.51 |
-0.81 |
105 |
3,477 |
-12 |
Oct12 |
111109 |
52.78 |
53.30 |
52.47 |
52.50 |
-0.80 |
91 |
3,626 |
-31 |
Total Volume and Open Interest |
83,484 |
303,119 |
+1,282 |
Canola(WCE) |
Nov11 |
111109 |
522.5 |
522.5 |
522.5 |
522.5 |
-0.8 |
10 |
10 |
+0 |
Jan12 |
111109 |
525.6 |
526.9 |
520.9 |
524.5 |
-0.8 |
7,195 |
107,100 |
-215 |
Mar12 |
111109 |
531.0 |
533.3 |
527.0 |
530.9 |
unch |
2,773 |
25,231 |
+372 |
May12 |
111109 |
533.8 |
537.6 |
531.8 |
535.4 |
+0.2 |
894 |
14,165 |
+188 |
Jul12 |
111109 |
539.0 |
543.4 |
538.0 |
541.2 |
+0.3 |
936 |
5,534 |
+135 |
Total Volume and Open Interest |
12,575 |
163,969 |
-77 |
Corn(CBOT) |
Dec11 |
111109 |
660.25 |
666.00 |
646.75 |
656.00 |
-4.50 |
206,943 |
447,280 |
-6,967 |
Mar12 |
111109 |
670.50 |
676.25 |
656.00 |
665.00 |
-6.00 |
113,451 |
350,074 |
+24,906 |
May12 |
111109 |
677.25 |
683.25 |
664.00 |
671.75 |
-6.50 |
29,129 |
97,792 |
+6,834 |
Jul12 |
111109 |
681.00 |
686.50 |
667.75 |
674.00 |
-7.25 |
17,836 |
123,022 |
+792 |
Sep12 |
111109 |
636.00 |
639.75 |
620.75 |
623.50 |
-12.75 |
2,275 |
31,753 |
+831 |
Dec12 |
111109 |
613.00 |
618.25 |
594.00 |
596.50 |
-17.75 |
27,671 |
152,788 |
+5,614 |
Total Volume and Open Interest |
397,938 |
1,250,158 |
+32,222 |
Wheat(CBOT) |
Dec11 |
111109 |
656.50 |
657.75 |
633.00 |
643.00 |
-14.00 |
64,228 |
152,997 |
-11,305 |
Mar12 |
111109 |
679.50 |
680.00 |
657.25 |
662.25 |
-17.25 |
42,061 |
115,058 |
+1,073 |
May12 |
111109 |
699.50 |
699.50 |
677.50 |
681.50 |
-18.75 |
16,186 |
44,062 |
+5,368 |
Jul12 |
111109 |
714.25 |
714.25 |
689.00 |
695.00 |
-20.25 |
12,714 |
63,829 |
+437 |
Sep12 |
111109 |
736.75 |
739.00 |
714.00 |
716.50 |
-22.50 |
2,096 |
11,370 |
+1,028 |
Total Volume and Open Interest |
142,259 |
427,456 |
-2,187 |
Wheat(KCBT) |
Dec11 |
111109 |
736.00 |
736.50 |
712.00 |
713.00 |
-25.50 |
10,560 |
47,024 |
-3,646 |
Mar12 |
111109 |
746.25 |
746.25 |
722.75 |
723.00 |
-25.25 |
8,537 |
54,774 |
+1,565 |
May12 |
111109 |
751.00 |
754.75 |
731.75 |
731.75 |
-25.25 |
1,378 |
10,446 |
+632 |
Jul12 |
111109 |
760.50 |
763.25 |
739.50 |
739.50 |
-26.75 |
1,742 |
34,148 |
-169 |
Sep12 |
111109 |
776.75 |
777.00 |
753.00 |
754.00 |
-26.25 |
61 |
3,669 |
+0 |
Total Volume and Open Interest |
22,483 |
154,410 |
-1,508 |
Wheat(MGE) |
Dec11 |
111109 |
945.00 |
962.75 |
937.00 |
951.75 |
+5.50 |
889 |
9,461 |
-77 |
Mar12 |
111109 |
878.00 |
893.00 |
865.25 |
876.00 |
-4.50 |
1,215 |
17,352 |
+72 |
May12 |
111109 |
855.25 |
866.75 |
847.00 |
848.50 |
-8.50 |
349 |
5,453 |
+80 |
Jul12 |
111109 |
844.00 |
854.75 |
828.25 |
830.25 |
-20.00 |
315 |
5,970 |
+140 |
Sep12 |
111109 |
828.75 |
833.75 |
807.00 |
809.75 |
-26.25 |
141 |
3,033 |
+62 |
Total Volume and Open Interest |
3,098 |
43,354 |
+379 |
Oats(CBOT) |
Dec11 |
111109 |
328.00 |
330.75 |
320.75 |
324.25 |
-3.75 |
681 |
7,558 |
-84 |
Mar12 |
111109 |
335.50 |
336.00 |
324.25 |
330.00 |
-3.50 |
333 |
7,986 |
+230 |
May12 |
111109 |
332.50 |
340.00 |
332.00 |
336.25 |
-3.75 |
170 |
455 |
+126 |
Jul12 |
111109 |
342.00 |
346.00 |
342.00 |
342.00 |
-4.00 |
0 |
25 |
+0 |
Total Volume and Open Interest |
1,184 |
16,145 |
+272 |
Rough Rice(CBOT) |
Nov11 |
111109 |
15.70 |
15.71 |
15.28 |
15.28 |
-0.43 |
9 |
147 |
+32 |
Jan12 |
111109 |
15.93 |
16.02 |
15.45 |
15.51 |
-0.43 |
772 |
10,795 |
+97 |
Mar12 |
111109 |
16.20 |
16.23 |
15.77 |
15.81 |
-0.42 |
156 |
3,787 |
+76 |
May12 |
111109 |
16.05 |
16.20 |
16.05 |
16.08 |
-0.43 |
18 |
420 |
+6 |
Total Volume and Open Interest |
955 |
15,765 |
+211 |
Live Cattle(CME) |
Dec11 |
111109 |
122.830 |
123.500 |
122.150 |
122.600 |
-0.150 |
24,459 |
109,278 |
-5,292 |
Feb12 |
111109 |
124.900 |
125.635 |
124.400 |
124.450 |
-0.350 |
19,449 |
92,786 |
+3,763 |
Apr12 |
111109 |
128.435 |
128.950 |
128.100 |
128.400 |
+0.150 |
7,386 |
74,408 |
-7 |
Jun12 |
111109 |
126.730 |
127.200 |
126.050 |
126.730 |
unch |
2,927 |
34,867 |
+698 |
Aug12 |
111109 |
126.535 |
126.900 |
125.730 |
126.480 |
-0.100 |
588 |
7,919 |
+76 |
Oct12 |
111109 |
128.900 |
129.300 |
128.350 |
129.050 |
-0.100 |
319 |
3,394 |
+238 |
Total Volume and Open Interest |
55,184 |
324,577 |
-495 |
Feeder Cattle(CME) |
Nov11 |
111109 |
141.550 |
142.200 |
141.250 |
141.550 |
unch |
997 |
4,668 |
-186 |
Jan12 |
111109 |
145.535 |
146.000 |
145.000 |
145.350 |
-0.150 |
2,174 |
15,872 |
+11 |
Mar12 |
111109 |
146.700 |
147.000 |
145.950 |
146.575 |
+0.075 |
864 |
6,310 |
+96 |
Apr12 |
111109 |
147.935 |
148.200 |
147.350 |
147.700 |
unch |
627 |
2,033 |
+10 |
May12 |
111109 |
147.935 |
148.880 |
147.650 |
148.250 |
+0.120 |
488 |
2,415 |
+116 |
Aug12 |
111109 |
148.880 |
149.650 |
148.500 |
149.325 |
+0.125 |
292 |
2,200 |
+98 |
Sep12 |
111109 |
148.950 |
150.000 |
148.950 |
149.985 |
+0.585 |
16 |
214 |
+3 |
Total Volume and Open Interest |
5,460 |
33,731 |
+148 |
Lean Hogs(CME) |
Dec11 |
111109 |
85.230 |
85.600 |
84.785 |
85.150 |
-0.080 |
27,886 |
74,446 |
-9,321 |
Feb12 |
111109 |
87.785 |
87.885 |
86.800 |
86.950 |
-0.380 |
17,795 |
71,934 |
+1,446 |
Apr12 |
111109 |
91.300 |
91.635 |
90.100 |
90.135 |
-1.265 |
8,670 |
54,187 |
+1,425 |
May12 |
111109 |
96.100 |
96.400 |
95.800 |
96.400 |
-1.000 |
38 |
1,941 |
-4 |
Jun12 |
111109 |
98.500 |
98.500 |
97.150 |
97.300 |
-1.335 |
4,477 |
33,200 |
+1,590 |
Jul12 |
111109 |
97.250 |
97.430 |
96.400 |
96.800 |
-1.200 |
610 |
8,500 |
+204 |
Aug12 |
111109 |
96.350 |
96.385 |
95.580 |
95.700 |
-1.230 |
2,119 |
10,063 |
+833 |
Oct12 |
111109 |
84.750 |
85.135 |
84.500 |
84.800 |
-0.800 |
269 |
4,685 |
+52 |
Total Volume and Open Interest |
61,893 |
260,691 |
-3,776 |
Class III Milk(CME) |
Nov11 |
111109 |
18.89 |
18.89 |
18.71 |
18.83 |
-0.04 |
170 |
5,335 |
-5 |
Dec11 |
111109 |
18.41 |
18.50 |
18.19 |
18.25 |
-0.16 |
392 |
5,950 |
+126 |
Jan12 |
111109 |
17.35 |
17.40 |
17.16 |
17.28 |
-0.05 |
342 |
3,166 |
+191 |
Feb12 |
111109 |
16.74 |
16.75 |
16.66 |
16.69 |
-0.01 |
82 |
2,523 |
+12 |
Mar12 |
111109 |
16.50 |
16.52 |
16.49 |
16.50 |
+0.01 |
70 |
2,203 |
+53 |
Total Volume and Open Interest |
1,128 |
29,815 |
+416 |
Cocoa(ICE) |
Dec11 |
111109 |
2676 |
2680 |
2549 |
2570 |
-93 |
16,946 |
41,735 |
-8,315 |
Mar12 |
111109 |
2695 |
2705 |
2586 |
2603 |
-86 |
12,152 |
80,522 |
+2,970 |
May12 |
111109 |
2711 |
2711 |
2599 |
2615 |
-84 |
1,741 |
27,326 |
+394 |
Jul12 |
111109 |
2706 |
2712 |
2619 |
2632 |
-84 |
122 |
11,886 |
+52 |
Sep12 |
111109 |
2650 |
2665 |
2640 |
2645 |
-82 |
195 |
11,926 |
+38 |
Dec12 |
111109 |
2680 |
2680 |
2647 |
2657 |
-80 |
113 |
11,836 |
+97 |
Mar13 |
111109 |
2730 |
2730 |
2660 |
2668 |
-78 |
9 |
3,168 |
+7 |
Total Volume and Open Interest |
31,278 |
190,999 |
-4,757 |
Coffee "C"(ICE) |
Dec11 |
111109 |
230.40 |
231.45 |
226.95 |
230.20 |
+0.60 |
14,673 |
45,081 |
-3,985 |
Mar12 |
111109 |
232.90 |
234.80 |
230.20 |
233.45 |
+0.60 |
8,239 |
40,075 |
+1,596 |
May12 |
111109 |
235.30 |
236.30 |
232.40 |
235.25 |
+0.50 |
1,894 |
17,400 |
-20 |
Jul12 |
111109 |
235.15 |
237.40 |
233.85 |
236.90 |
+0.70 |
258 |
4,366 |
-7 |
Sep12 |
111109 |
236.05 |
237.90 |
234.20 |
237.50 |
+0.70 |
67 |
5,206 |
-35 |
Dec12 |
111109 |
234.95 |
238.10 |
234.50 |
237.65 |
+0.70 |
62 |
2,664 |
-59 |
Total Volume and Open Interest |
25,218 |
115,833 |
-2,495 |
Orange Juice(ICE) |
Nov11 |
111109 |
190.00 |
197.95 |
190.00 |
190.90 |
-0.90 |
15 |
217 |
-13 |
Jan12 |
111109 |
172.50 |
173.50 |
170.10 |
171.10 |
-1.85 |
727 |
19,983 |
+81 |
Mar12 |
111109 |
168.50 |
168.50 |
165.25 |
166.15 |
-1.60 |
180 |
4,450 |
-135 |
May12 |
111109 |
166.50 |
166.50 |
165.35 |
165.35 |
-1.95 |
11 |
1,646 |
+6 |
Jul12 |
111109 |
166.10 |
166.10 |
166.10 |
166.10 |
-1.55 |
0 |
329 |
-13 |
Sep12 |
111109 |
165.50 |
165.50 |
165.50 |
165.50 |
-1.15 |
0 |
53 |
+0 |
Total Volume and Open Interest |
933 |
26,692 |
-74 |
Sugar #11(ICE) |
Mar12 |
111109 |
26.00 |
26.03 |
25.31 |
25.36 |
-0.55 |
25,050 |
226,768 |
-227 |
May12 |
111109 |
25.24 |
25.32 |
24.71 |
24.76 |
-0.47 |
10,585 |
80,370 |
+121 |
Jul12 |
111109 |
24.70 |
24.70 |
24.21 |
24.27 |
-0.41 |
7,281 |
74,966 |
+2,204 |
Oct12 |
111109 |
24.35 |
24.35 |
23.99 |
24.04 |
-0.36 |
1,418 |
44,478 |
+152 |
Mar13 |
111109 |
24.28 |
24.43 |
24.17 |
24.23 |
-0.32 |
645 |
30,260 |
-98 |
Total Volume and Open Interest |
45,112 |
489,228 |
+2,232 |
London Cocoa(LCE) |
Dec11 |
111109 |
1650 |
1661 |
1609 |
1613 |
-39 |
6,220 |
79,365 |
-949 |
Mar12 |
111109 |
1671 |
1683 |
1629 |
1633 |
-40 |
4,558 |
55,852 |
+436 |
May12 |
111109 |
1696 |
1698 |
1645 |
1649 |
-39 |
1,062 |
17,932 |
-136 |
Jul12 |
111109 |
1714 |
1714 |
1660 |
1664 |
-39 |
304 |
19,343 |
-63 |
Sep12 |
111109 |
1708 |
1708 |
1675 |
1677 |
-31 |
103 |
15,254 |
+34 |
Dec12 |
111109 |
1710 |
1710 |
1689 |
1692 |
-33 |
29 |
12,354 |
+28 |
Mar13 |
111109 |
1731 |
1731 |
1703 |
1705 |
-33 |
0 |
2,762 |
+0 |
Total Volume and Open Interest |
12,276 |
203,769 |
-650 |
London Sugar(LCE) |
Dec11 |
111109 |
685.90 |
686.50 |
676.70 |
677.50 |
-8.30 |
4,258 |
13,151 |
-1,060 |
Mar12 |
111109 |
662.00 |
662.30 |
650.60 |
652.90 |
-7.80 |
2,448 |
19,715 |
+15 |
May12 |
111109 |
648.20 |
648.20 |
637.40 |
638.10 |
-9.00 |
546 |
7,233 |
+40 |
Aug12 |
111109 |
633.40 |
634.30 |
628.80 |
629.50 |
-8.30 |
314 |
4,653 |
+181 |
Oct12 |
111109 |
624.80 |
628.50 |
623.90 |
624.70 |
-7.50 |
114 |
2,609 |
+70 |
Total Volume and Open Interest |
7,723 |
49,194 |
-713 |
Cotton(ICE) |
Dec11 |
111109 |
97.91 |
98.18 |
96.62 |
97.18 |
-0.44 |
14,010 |
69,008 |
-1,829 |
Mar12 |
111109 |
97.85 |
98.00 |
96.60 |
97.14 |
-0.49 |
9,687 |
61,887 |
+1,196 |
May12 |
111109 |
98.56 |
98.56 |
97.08 |
97.76 |
-0.55 |
1,980 |
13,052 |
+564 |
Jul12 |
111109 |
98.50 |
98.73 |
97.24 |
97.99 |
-0.59 |
1,201 |
14,130 |
+290 |
Oct12 |
111109 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.88 |
17 |
62 |
+16 |
Dec12 |
111109 |
97.00 |
97.05 |
96.13 |
96.54 |
-0.94 |
216 |
6,075 |
+193 |
Total Volume and Open Interest |
27,116 |
165,305 |
+432 |
Lumber(CME) |
Nov11 |
111109 |
217.0 |
217.5 |
212.5 |
216.3 |
-1.7 |
174 |
731 |
-148 |
Jan12 |
111109 |
230.2 |
231.8 |
223.5 |
227.7 |
-3.6 |
286 |
6,659 |
+27 |
Mar12 |
111109 |
247.5 |
247.5 |
241.5 |
245.7 |
-3.0 |
22 |
1,881 |
-13 |
May12 |
111109 |
257.6 |
259.0 |
257.1 |
258.4 |
-4.6 |
5 |
196 |
+2 |
Total Volume and Open Interest |
493 |
9,567 |
-129 |
Crude Oil(NYM) |
Dec11 |
111109 |
96.81 |
97.84 |
94.54 |
95.74 |
-1.06 |
321,186 |
251,117 |
-17,967 |
Jan12 |
111109 |
96.66 |
97.70 |
94.46 |
95.64 |
-1.06 |
107,576 |
230,285 |
+12,119 |
Feb12 |
111109 |
96.90 |
97.48 |
94.40 |
95.54 |
-1.10 |
42,889 |
65,520 |
-1,679 |
Mar12 |
111109 |
96.67 |
97.40 |
94.41 |
95.45 |
-1.14 |
41,516 |
71,450 |
-74 |
Apr12 |
111109 |
95.95 |
96.96 |
94.26 |
95.34 |
-1.17 |
17,629 |
32,383 |
-785 |
May12 |
111109 |
95.40 |
96.70 |
94.52 |
95.21 |
-1.21 |
11,744 |
29,425 |
+1,461 |
Jun12 |
111109 |
96.50 |
96.75 |
94.04 |
95.04 |
-1.25 |
24,875 |
75,877 |
+150 |
Jul12 |
111109 |
95.10 |
96.02 |
94.23 |
94.87 |
-1.28 |
4,764 |
31,886 |
-25 |
Aug12 |
111109 |
94.98 |
95.84 |
93.90 |
94.68 |
-1.31 |
4,766 |
21,521 |
-790 |
Sep12 |
111109 |
93.95 |
95.63 |
93.95 |
94.50 |
-1.33 |
4,456 |
22,755 |
+1,242 |
Oct12 |
111109 |
94.17 |
95.36 |
94.17 |
94.33 |
-1.35 |
2,099 |
23,209 |
+195 |
Nov12 |
111109 |
95.26 |
95.27 |
94.12 |
94.20 |
-1.37 |
1,836 |
23,944 |
-360 |
Dec12 |
111109 |
95.59 |
95.66 |
93.19 |
94.06 |
-1.40 |
24,255 |
161,080 |
-2,148 |
Jan13 |
111109 |
93.80 |
93.80 |
93.80 |
93.80 |
-1.43 |
904 |
27,420 |
+582 |
Feb13 |
111109 |
93.52 |
93.52 |
93.52 |
93.52 |
-1.45 |
85 |
10,790 |
+27 |
Mar13 |
111109 |
93.28 |
93.28 |
93.28 |
93.28 |
-1.47 |
108 |
8,928 |
+59 |
Total Volume and Open Interest |
625,462 |
1,339,904 |
-7,835 |
e-miNY Crude Oil(NYM) |
Nov11 |
111019 |
88.200 |
89.500 |
86.100 |
86.100 |
-2.250 |
5,853 |
2,683 |
-142 |
Dec11 |
111109 |
96.825 |
97.825 |
94.550 |
95.750 |
-1.050 |
12,257 |
2,940 |
-492 |
Jan12 |
111109 |
96.825 |
97.675 |
94.500 |
95.650 |
-1.050 |
510 |
462 |
+89 |
Feb12 |
111109 |
96.600 |
97.350 |
94.650 |
95.550 |
-1.100 |
33 |
141 |
+3 |
Mar12 |
111109 |
95.250 |
96.850 |
95.100 |
95.450 |
-1.150 |
4 |
133 |
+4 |
Apr12 |
111109 |
95.350 |
95.350 |
95.350 |
95.350 |
-1.150 |
0 |
24 |
+0 |
May12 |
111109 |
95.200 |
95.200 |
95.200 |
95.200 |
-1.225 |
0 |
7 |
+0 |
Jun12 |
111109 |
95.500 |
95.500 |
95.050 |
95.050 |
-1.250 |
0 |
11 |
+0 |
Jul12 |
111109 |
94.875 |
94.875 |
94.875 |
94.875 |
-1.275 |
0 |
4 |
+0 |
Aug12 |
111109 |
94.675 |
94.675 |
94.675 |
94.675 |
-1.325 |
0 |
1 |
+0 |
Total Volume and Open Interest |
12,804 |
3,952 |
-396 |
Heating Oil(NYM) |
Dec11 |
111109 |
312.01 |
315.09 |
307.70 |
309.86 |
-1.75 |
51,748 |
88,113 |
+1,002 |
Jan12 |
111109 |
312.70 |
315.12 |
308.00 |
309.93 |
-2.02 |
22,631 |
59,698 |
+2,844 |
Feb12 |
111109 |
312.95 |
314.01 |
307.25 |
308.91 |
-2.25 |
9,443 |
33,263 |
+659 |
Mar12 |
111109 |
311.53 |
312.19 |
305.97 |
307.28 |
-2.44 |
7,777 |
26,568 |
+544 |
Apr12 |
111109 |
305.88 |
307.96 |
303.28 |
304.23 |
-2.47 |
2,998 |
13,869 |
+192 |
May12 |
111109 |
303.46 |
305.24 |
299.75 |
301.17 |
-2.47 |
2,539 |
10,169 |
+773 |
Jun12 |
111109 |
303.71 |
303.86 |
297.74 |
299.39 |
-2.59 |
5,258 |
33,877 |
+820 |
Jul12 |
111109 |
303.41 |
303.42 |
298.06 |
299.09 |
-2.71 |
126 |
7,644 |
-71 |
Aug12 |
111109 |
298.64 |
301.96 |
298.31 |
299.12 |
-2.83 |
217 |
3,893 |
-259 |
Sep12 |
111109 |
299.47 |
301.84 |
298.50 |
299.42 |
-2.93 |
58 |
4,862 |
+23 |
Oct12 |
111109 |
299.30 |
302.97 |
299.30 |
300.10 |
-3.06 |
1 |
1,954 |
-19 |
Nov12 |
111109 |
300.79 |
300.79 |
300.79 |
300.79 |
-3.18 |
1 |
1,368 |
-11 |
Total Volume and Open Interest |
103,904 |
302,921 |
+6,609 |
Gasoline(NYMEX) |
Dec11 |
111109 |
272.10 |
273.20 |
262.75 |
264.42 |
-6.22 |
51,752 |
79,677 |
+280 |
Jan12 |
111109 |
271.51 |
272.27 |
262.23 |
263.80 |
-5.96 |
28,118 |
55,430 |
+6,871 |
Feb12 |
111109 |
272.38 |
272.38 |
262.44 |
264.06 |
-5.63 |
9,918 |
24,598 |
+1,112 |
Mar12 |
111109 |
272.53 |
272.53 |
263.57 |
265.08 |
-5.43 |
5,788 |
25,340 |
+329 |
Apr12 |
111109 |
286.72 |
286.84 |
278.76 |
279.31 |
-5.09 |
2,983 |
20,564 |
+403 |
May12 |
111109 |
282.20 |
283.36 |
278.85 |
279.04 |
-5.02 |
1,964 |
11,344 |
+135 |
Jun12 |
111109 |
284.35 |
284.83 |
275.72 |
277.38 |
-4.97 |
2,579 |
19,626 |
-30 |
Jul12 |
111109 |
274.92 |
275.26 |
274.92 |
275.26 |
-4.96 |
296 |
6,234 |
-130 |
Aug12 |
111109 |
272.77 |
272.98 |
272.77 |
272.98 |
-4.92 |
19 |
5,478 |
-656 |
Sep12 |
111109 |
270.98 |
270.98 |
270.58 |
270.58 |
-4.87 |
243 |
6,333 |
+100 |
Total Volume and Open Interest |
103,970 |
273,200 |
+7,719 |
e-miNY RBOB Gasoline(NYM) |
Dec11 |
111109 |
264.40 |
264.42 |
264.40 |
264.40 |
-6.20 |
|
|
|
Jan12 |
111109 |
263.80 |
263.80 |
263.80 |
263.80 |
-6.00 |
0 |
1 |
+0 |
Feb12 |
111109 |
264.10 |
264.10 |
264.06 |
264.10 |
-5.60 |
0 |
1 |
+0 |
Mar12 |
111109 |
265.10 |
265.10 |
265.08 |
265.10 |
-5.40 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Dec11 |
111109 |
3.760 |
3.763 |
3.648 |
3.652 |
-0.093 |
125,618 |
130,322 |
-932 |
Jan12 |
111109 |
3.856 |
3.863 |
3.746 |
3.749 |
-0.094 |
61,435 |
246,423 |
-4,392 |
Feb12 |
111109 |
3.863 |
3.875 |
3.764 |
3.767 |
-0.092 |
20,948 |
72,502 |
-1,362 |
Mar12 |
111109 |
3.834 |
3.847 |
3.735 |
3.740 |
-0.092 |
21,142 |
101,998 |
+254 |
Apr12 |
111109 |
3.842 |
3.845 |
3.735 |
3.741 |
-0.091 |
17,885 |
94,701 |
-668 |
May12 |
111109 |
3.877 |
3.877 |
3.774 |
3.778 |
-0.091 |
9,304 |
35,266 |
+327 |
Jun12 |
111109 |
3.922 |
3.922 |
3.814 |
3.818 |
-0.091 |
2,545 |
17,634 |
+536 |
Jul12 |
111109 |
3.966 |
3.966 |
3.854 |
3.863 |
-0.092 |
1,773 |
18,468 |
+185 |
Aug12 |
111109 |
3.990 |
3.990 |
3.889 |
3.891 |
-0.092 |
865 |
12,539 |
-416 |
Sep12 |
111109 |
3.990 |
3.990 |
3.890 |
3.893 |
-0.091 |
972 |
10,184 |
+144 |
Oct12 |
111109 |
4.017 |
4.027 |
3.925 |
3.930 |
-0.090 |
9,434 |
53,227 |
-1,428 |
Nov12 |
111109 |
4.156 |
4.156 |
4.068 |
4.072 |
-0.090 |
1,707 |
18,241 |
+47 |
Dec12 |
111109 |
4.441 |
4.441 |
4.336 |
4.341 |
-0.086 |
2,455 |
19,676 |
+113 |
Jan13 |
111109 |
4.535 |
4.537 |
4.457 |
4.463 |
-0.087 |
3,804 |
29,236 |
-151 |
Feb13 |
111109 |
4.495 |
4.495 |
4.450 |
4.451 |
-0.087 |
150 |
5,159 |
+16 |
Mar13 |
111109 |
4.444 |
4.444 |
4.403 |
4.403 |
-0.086 |
1,093 |
12,874 |
-317 |
Total Volume and Open Interest |
282,227 |
953,588 |
-8,243 |
Brent Crude Oil(ICE) |
Dec11 |
111109 |
115.42 |
115.75 |
111.78 |
112.31 |
-2.69 |
186,131 |
135,039 |
-8,844 |
Jan12 |
111109 |
114.27 |
114.52 |
110.87 |
111.36 |
-2.48 |
106,682 |
169,013 |
+1,840 |
Feb12 |
111109 |
113.51 |
113.77 |
110.23 |
110.76 |
-2.31 |
52,078 |
101,127 |
+3,530 |
Mar12 |
111109 |
112.86 |
113.14 |
109.70 |
110.22 |
-2.20 |
32,288 |
88,234 |
-3,450 |
Apr12 |
111109 |
112.63 |
112.70 |
109.29 |
109.80 |
-2.13 |
18,634 |
33,294 |
+828 |
May12 |
111109 |
111.97 |
112.35 |
108.94 |
109.46 |
-2.08 |
9,948 |
19,038 |
+2,074 |
Jun12 |
111109 |
111.67 |
111.99 |
108.59 |
109.11 |
-2.03 |
23,682 |
60,202 |
+1,832 |
Jul12 |
111109 |
110.95 |
110.95 |
108.50 |
108.74 |
-1.98 |
5,107 |
19,494 |
+2,101 |
Aug12 |
111109 |
109.62 |
110.39 |
108.33 |
108.33 |
-1.94 |
2,928 |
17,689 |
-203 |
Sep12 |
111109 |
107.85 |
107.85 |
107.85 |
107.85 |
-1.91 |
3,069 |
21,421 |
-57 |
Oct12 |
111109 |
107.40 |
107.40 |
107.40 |
107.40 |
-1.88 |
2,522 |
11,049 |
+647 |
Nov12 |
111109 |
106.96 |
106.96 |
106.96 |
106.96 |
-1.86 |
2,034 |
14,304 |
-126 |
Dec12 |
111109 |
108.81 |
109.22 |
105.99 |
106.49 |
-1.85 |
24,916 |
103,141 |
+25 |
Jan13 |
111109 |
106.09 |
106.09 |
106.09 |
106.09 |
-1.86 |
410 |
9,246 |
+187 |
Total Volume and Open Interest |
487,018 |
956,599 |
+1,039 |
Gas Oil(ICE) |
Nov11 |
111109 |
996.25 |
1000.50 |
977.50 |
998.75 |
+4.25 |
36,696 |
49,240 |
-13,932 |
Dec11 |
111109 |
980.25 |
984.50 |
962.25 |
982.75 |
+3.25 |
99,929 |
152,827 |
+10,245 |
Jan12 |
111109 |
973.25 |
977.25 |
955.50 |
976.00 |
+3.75 |
51,101 |
82,402 |
+6,225 |
Feb12 |
111109 |
969.00 |
970.75 |
949.75 |
970.25 |
+4.75 |
17,801 |
53,580 |
-407 |
Mar12 |
111109 |
962.25 |
965.50 |
944.75 |
964.50 |
+5.25 |
12,167 |
35,818 |
+2,031 |
Apr12 |
111109 |
957.50 |
960.50 |
940.50 |
959.75 |
+5.50 |
5,581 |
21,506 |
-455 |
May12 |
111109 |
953.75 |
956.25 |
936.50 |
955.50 |
+5.50 |
2,845 |
20,802 |
-187 |
Jun12 |
111109 |
952.50 |
954.50 |
934.75 |
953.75 |
+5.75 |
7,155 |
49,460 |
+333 |
Jul12 |
111109 |
950.00 |
955.00 |
935.75 |
954.25 |
+5.75 |
484 |
15,865 |
+103 |
Aug12 |
111109 |
946.25 |
955.50 |
936.00 |
954.75 |
+6.00 |
503 |
11,134 |
-248 |
Total Volume and Open Interest |
240,034 |
591,701 |
+4,554 |
Ethanol(CBOT) |
Nov11 |
111103 |
2.806 |
2.845 |
2.790 |
2.790 |
+0.004 |
130 |
244 |
-76 |
Dec11 |
111109 |
2.640 |
2.670 |
2.640 |
2.651 |
-0.023 |
171 |
1,253 |
-15 |
Jan12 |
111109 |
2.470 |
2.505 |
2.470 |
2.483 |
-0.012 |
112 |
1,892 |
+23 |
Feb12 |
111109 |
2.404 |
2.433 |
2.404 |
2.407 |
-0.017 |
126 |
1,252 |
-26 |
Mar12 |
111109 |
2.433 |
2.433 |
2.409 |
2.411 |
-0.017 |
73 |
1,055 |
+32 |
Apr12 |
111109 |
2.418 |
2.418 |
2.414 |
2.414 |
-0.019 |
18 |
684 |
+1 |
May12 |
111109 |
2.429 |
2.450 |
2.429 |
2.443 |
-0.013 |
6 |
656 |
+0 |
Jun12 |
111109 |
2.480 |
2.480 |
2.455 |
2.455 |
-0.021 |
64 |
556 |
-2 |
Total Volume and Open Interest |
580 |
10,947 |
+23 |
WTI Crude Oil(ICE) |
Dec11 |
111109 |
97.20 |
97.84 |
94.35 |
95.74 |
-1.06 |
79,936 |
95,827 |
-4,188 |
Jan12 |
111109 |
97.04 |
97.68 |
94.24 |
95.64 |
-1.06 |
23,320 |
52,828 |
+2,043 |
Feb12 |
111109 |
96.86 |
97.34 |
94.38 |
95.54 |
-1.10 |
13,572 |
32,882 |
-518 |
Mar12 |
111109 |
96.32 |
97.38 |
94.74 |
95.45 |
-1.14 |
10,525 |
18,925 |
+56 |
Apr12 |
111109 |
95.96 |
97.09 |
94.86 |
95.34 |
-1.17 |
4,824 |
9,411 |
+217 |
May12 |
111109 |
96.61 |
96.93 |
94.09 |
95.21 |
-1.21 |
4,135 |
9,028 |
+427 |
Jun12 |
111109 |
96.46 |
96.84 |
93.96 |
95.04 |
-1.25 |
8,602 |
40,300 |
-155 |
Jul12 |
111109 |
94.68 |
96.62 |
94.68 |
94.87 |
-1.28 |
1,386 |
7,633 |
+172 |
Aug12 |
111109 |
94.52 |
96.32 |
94.52 |
94.68 |
-1.31 |
1,154 |
4,737 |
+26 |
Sep12 |
111109 |
94.50 |
94.50 |
94.50 |
94.50 |
-1.33 |
976 |
8,272 |
+258 |
Oct12 |
111109 |
94.33 |
94.33 |
94.33 |
94.33 |
-1.35 |
642 |
2,427 |
+171 |
Nov12 |
111109 |
94.20 |
94.20 |
94.20 |
94.20 |
-1.37 |
383 |
3,144 |
+25 |
Dec12 |
111109 |
95.60 |
95.69 |
93.22 |
94.06 |
-1.40 |
7,627 |
56,350 |
+1,301 |
Jan13 |
111109 |
93.80 |
93.80 |
93.80 |
93.80 |
-1.43 |
10 |
2,201 |
+0 |
Feb13 |
111109 |
93.52 |
93.52 |
93.52 |
93.52 |
-1.45 |
0 |
603 |
+0 |
Mar13 |
111109 |
93.28 |
93.28 |
93.28 |
93.28 |
-1.47 |
0 |
1,476 |
+0 |
Total Volume and Open Interest |
160,977 |
443,628 |
+683 |
US Dollar Index(ICE) |
Dec11 |
111109 |
76.765 |
78.250 |
76.675 |
78.168 |
+1.418 |
20,689 |
59,732 |
-699 |
Mar12 |
111109 |
77.875 |
78.618 |
77.875 |
78.618 |
+1.473 |
23 |
590 |
+10 |
Jun12 |
111109 |
79.077 |
79.077 |
79.077 |
79.077 |
+1.472 |
|
|
|
Total Volume and Open Interest |
20,712 |
60,322 |
-689 |
Australian Dollar(CME) |
Dec11 |
111109 |
103.39 |
103.53 |
100.94 |
101.02 |
-2.39 |
102,271 |
147,704 |
+595 |
Mar12 |
111109 |
102.11 |
102.40 |
100.02 |
100.05 |
-2.35 |
130 |
726 |
-3 |
Jun12 |
111109 |
99.28 |
101.58 |
99.28 |
99.28 |
-2.30 |
0 |
19 |
+0 |
Total Volume and Open Interest |
102,401 |
148,582 |
+574 |
British Pound(CME) |
Dec11 |
111109 |
160.81 |
161.14 |
158.99 |
159.13 |
-2.00 |
75,820 |
149,550 |
-2,664 |
Mar12 |
111109 |
160.76 |
160.97 |
158.88 |
158.99 |
-1.98 |
4 |
233 |
+1 |
Jun12 |
111109 |
158.81 |
160.77 |
158.81 |
158.81 |
-1.96 |
0 |
3 |
+0 |
Total Volume and Open Interest |
75,824 |
149,791 |
-2,663 |
Canadian Dollar(CME) |
Dec11 |
111109 |
98.98 |
99.12 |
97.52 |
97.70 |
-1.25 |
56,861 |
115,982 |
-3,592 |
Mar12 |
111109 |
98.84 |
98.90 |
97.40 |
97.54 |
-1.24 |
261 |
3,589 |
-128 |
Jun12 |
111109 |
98.30 |
98.65 |
97.42 |
97.42 |
-1.23 |
21 |
814 |
-48 |
Sep12 |
111109 |
97.50 |
98.54 |
97.36 |
97.36 |
-1.18 |
0 |
654 |
+0 |
Total Volume and Open Interest |
57,143 |
121,167 |
-3,780 |
Japanese Yen(CME) |
Dec11 |
111109 |
128.72 |
129.05 |
128.47 |
128.54 |
-0.24 |
45,770 |
136,959 |
-1,465 |
Mar12 |
111109 |
129.09 |
129.30 |
128.82 |
128.82 |
-0.21 |
90 |
945 |
+45 |
Jun12 |
111109 |
129.04 |
129.30 |
129.04 |
129.04 |
-0.26 |
0 |
22 |
+0 |
Total Volume and Open Interest |
45,860 |
137,930 |
-1,420 |
Swiss Franc(CME) |
Dec11 |
111109 |
111.80 |
112.15 |
109.81 |
109.96 |
-1.93 |
26,962 |
25,429 |
+955 |
Mar12 |
111109 |
111.47 |
112.13 |
110.20 |
110.20 |
-1.93 |
9 |
630 |
-4 |
Jun12 |
111109 |
110.50 |
112.43 |
110.50 |
110.50 |
-1.93 |
0 |
5 |
+0 |
Total Volume and Open Interest |
26,971 |
26,068 |
+951 |
EuroFX(CME) |
Dec11 |
111109 |
138.30 |
138.57 |
135.21 |
135.40 |
-3.00 |
267,747 |
228,828 |
-1,668 |
Mar12 |
111109 |
138.44 |
138.44 |
135.34 |
135.45 |
-2.96 |
306 |
3,923 |
+45 |
Jun12 |
111109 |
136.17 |
138.43 |
135.51 |
135.51 |
-2.92 |
13 |
878 |
+12 |
Total Volume and Open Interest |
268,066 |
233,644 |
-1,611 |
Mexican Peso(CME) |
Nov11 |
111109 |
731.5 |
748.2 |
731.5 |
731.5 |
-16.8 |
|
|
|
Dec11 |
111109 |
746.8 |
747.2 |
727.8 |
729.8 |
-16.8 |
23,094 |
93,412 |
-4,293 |
Total Volume and Open Interest |
27,596 |
98,325 |
+206 |
Brazilian Real(CME) |
Dec11 |
111109 |
565.00 |
566.05 |
559.05 |
565.25 |
-5.65 |
384 |
5,002 |
+77 |
Jan12 |
111109 |
561.85 |
561.85 |
561.85 |
561.85 |
-5.65 |
0 |
10,149 |
+0 |
Feb12 |
111109 |
558.40 |
558.40 |
558.40 |
558.40 |
-5.65 |
|
|
|
Mar12 |
111109 |
555.00 |
555.00 |
555.00 |
555.00 |
-5.65 |
|
|
|
Total Volume and Open Interest |
384 |
30,482 |
+77 |
30-Year T-Bonds(CBOT) |
Dec11 |
111109 |
140~190 |
143~040 |
140~110 |
142~230 |
+1~310 |
308,690 |
623,535 |
+7,342 |
Mar12 |
111109 |
140~000 |
142~240 |
139~310 |
142~120 |
+2~020 |
1,862 |
6,016 |
+391 |
Jun12 |
111109 |
141~060 |
141~060 |
139~050 |
141~060 |
+2~010 |
1 |
4 |
+1 |
Total Volume and Open Interest |
310,553 |
629,555 |
+7,734 |
10-Year T-Notes(CBOT) |
Dec11 |
111109 |
129~305 |
131~000 |
129~285 |
130~260 |
+0~245 |
936,786 |
1,460,565 |
+6,745 |
Mar12 |
111109 |
129~070 |
130~085 |
129~070 |
130~020 |
+0~250 |
2,387 |
16,899 |
+1,660 |
Jun12 |
111109 |
129~020 |
129~020 |
128~090 |
129~020 |
+0~250 |
|
|
|
Total Volume and Open Interest |
939,173 |
1,477,464 |
+8,405 |
5-Year T-Notes(CBOT) |
Dec11 |
111109 |
122~122 |
123~041 |
122~119 |
123~029 |
+0~031 |
404,645 |
1,241,789 |
+4,767 |
Mar12 |
111109 |
122~113 |
122~114 |
122~101 |
122~109 |
+0~035 |
1,445 |
9,878 |
-325 |
Jun12 |
111109 |
122~005 |
122~005 |
122~005 |
122~005 |
+0~035 |
|
|
|
Total Volume and Open Interest |
406,090 |
1,251,667 |
+4,442 |
2 Year T-Notes(CBOT) |
Dec11 |
111109 |
110~024 |
110~029 |
110~023 |
110~028 |
+0~003 |
161,294 |
749,607 |
+8,168 |
Mar12 |
111109 |
110~026 |
110~032 |
110~026 |
110~032 |
+0~005 |
4,229 |
14,429 |
+1,107 |
Jun12 |
111109 |
109~124 |
109~124 |
109~119 |
109~124 |
+0~005 |
|
|
|
Total Volume and Open Interest |
165,523 |
764,036 |
+9,275 |
Eurodollars(CME) |
Dec11 |
111109 |
99.465 |
99.470 |
99.425 |
99.425 |
-0.040 |
131,665 |
1,019,630 |
+548 |
Mar12 |
111109 |
99.400 |
99.405 |
99.325 |
99.335 |
-0.060 |
161,864 |
918,637 |
+4,677 |
Jun12 |
111109 |
99.395 |
99.400 |
99.320 |
99.330 |
-0.060 |
123,531 |
1,086,467 |
-6,645 |
Sep12 |
111109 |
99.390 |
99.400 |
99.320 |
99.330 |
-0.060 |
130,627 |
750,019 |
+11,755 |
Dec12 |
111109 |
99.390 |
99.395 |
99.325 |
99.335 |
-0.055 |
84,520 |
778,033 |
+920 |
Mar13 |
111109 |
99.390 |
99.395 |
99.335 |
99.345 |
-0.045 |
77,631 |
879,504 |
+2,495 |
Jun13 |
111109 |
99.360 |
99.360 |
99.310 |
99.320 |
-0.035 |
58,728 |
569,122 |
+705 |
Sep13 |
111109 |
99.295 |
99.310 |
99.255 |
99.270 |
-0.020 |
60,180 |
473,609 |
+1,759 |
Dec13 |
111109 |
99.180 |
99.210 |
99.145 |
99.165 |
-0.005 |
61,944 |
468,054 |
-1,602 |
Mar14 |
111109 |
99.050 |
99.095 |
99.015 |
99.040 |
unch |
47,687 |
324,216 |
-785 |
Jun14 |
111109 |
98.870 |
98.940 |
98.850 |
98.875 |
+0.005 |
35,739 |
286,077 |
-1,792 |
Sep14 |
111109 |
98.690 |
98.770 |
98.670 |
98.700 |
+0.010 |
38,280 |
180,079 |
-1,836 |
Dec14 |
111109 |
98.500 |
98.590 |
98.490 |
98.510 |
+0.010 |
48,340 |
195,173 |
-2,062 |
Mar15 |
111109 |
98.305 |
98.415 |
98.305 |
98.335 |
+0.015 |
29,424 |
122,931 |
-2,380 |
Jun15 |
111109 |
6.390 |
6.485 |
6.375 |
6.410 |
+0.025 |
21,671 |
111,132 |
+1,494 |
Sep15 |
111109 |
6.180 |
6.295 |
6.180 |
6.230 |
+0.035 |
23,338 |
91,278 |
+232 |
Dec15 |
111109 |
5.965 |
6.100 |
5.965 |
6.040 |
+0.045 |
16,654 |
54,917 |
-427 |
Mar16 |
111109 |
5.790 |
5.935 |
5.790 |
5.885 |
+0.060 |
13,657 |
51,460 |
+125 |
Total Volume and Open Interest |
1,186,835 |
8,592,479 |
+4,985 |
30 Day Federal Funds(CBOT) |
Nov11 |
111109 |
99.918 |
99.918 |
99.915 |
99.918 |
unch |
1,441 |
64,834 |
-124 |
Dec11 |
111109 |
99.920 |
99.920 |
99.915 |
99.920 |
unch |
471 |
60,476 |
-126 |
Jan12 |
111109 |
99.910 |
99.915 |
99.910 |
99.910 |
unch |
461 |
55,566 |
+119 |
Feb12 |
111109 |
99.905 |
99.910 |
99.900 |
99.900 |
unch |
777 |
43,961 |
+332 |
Mar12 |
111109 |
99.895 |
99.900 |
99.895 |
99.895 |
unch |
405 |
31,252 |
+111 |
Apr12 |
111109 |
99.890 |
99.895 |
99.890 |
99.890 |
unch |
80 |
35,735 |
-14 |
Total Volume and Open Interest |
8,913 |
586,102 |
-3,920 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111109 |
99.600 |
99.680 |
99.600 |
99.680 |
+0.010 |
0 |
282 |
+1 |
Mar12 |
111109 |
99.677 |
99.677 |
99.677 |
99.677 |
+0.010 |
0 |
300 |
+0 |
Jun12 |
111109 |
99.680 |
99.680 |
99.680 |
99.680 |
+0.010 |
|
|
|
Sep12 |
111109 |
99.677 |
99.677 |
99.677 |
99.677 |
+0.010 |
|
|
|
Dec12 |
111109 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.010 |
|
|
|
Mar13 |
111109 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.010 |
|
|
|
Jun13 |
111109 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.010 |
|
|
|
Sep13 |
111109 |
99.490 |
99.490 |
99.490 |
99.490 |
+0.010 |
|
|
|
Dec13 |
111109 |
99.350 |
99.350 |
99.350 |
99.350 |
+0.010 |
|
|
|
Mar14 |
111109 |
99.210 |
99.210 |
99.210 |
99.210 |
+0.010 |
|
|
|
Total Volume and Open Interest |
0 |
582 |
+1 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111109 |
99.67 |
99.68 |
99.67 |
99.68 |
+0.01 |
1 |
2,482 |
+1 |
Mar12 |
111109 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
0 |
2,178 |
+0 |
Jun12 |
111109 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
0 |
1,470 |
+0 |
Sep12 |
111109 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
0 |
710 |
+0 |
Dec12 |
111109 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
0 |
151 |
+0 |
Mar13 |
111109 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
0 |
1 |
+0 |
Jun13 |
111109 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.01 |
|
|
|
Sep13 |
111109 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.01 |
|
|
|
Total Volume and Open Interest |
1 |
6,994 |
+1 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111109 |
142.83 |
142.85 |
142.71 |
142.76 |
-0.05 |
1,473 |
20,575 |
+516 |
Mar12 |
111109 |
142.21 |
142.21 |
142.18 |
142.18 |
+0.04 |
0 |
6 |
+0 |
Jun12 |
111109 |
140.09 |
140.09 |
140.09 |
140.09 |
+0.04 |
|
|
|
Total Volume and Open Interest |
1,473 |
20,581 |
+516 |
Euro-Bund(EUREX) |
Dec11 |
111109 |
137.19 |
139.32 |
137.08 |
138.81 |
+0.78 |
686,445 |
866,700 |
-4,930 |
Mar12 |
111109 |
137.85 |
139.62 |
137.85 |
139.08 |
+0.75 |
671 |
4,319 |
+372 |
Jun12 |
111109 |
138.61 |
138.61 |
138.61 |
138.61 |
+0.76 |
0 |
18 |
-1 |
Total Volume and Open Interest |
687,116 |
871,037 |
-4,559 |
Euro-Bobl(EUREX) |
Dec11 |
111109 |
123.27 |
124.03 |
123.24 |
123.80 |
+0.20 |
410,804 |
719,324 |
+15,317 |
Mar12 |
111109 |
123.77 |
124.40 |
123.77 |
124.18 |
+0.23 |
3,381 |
21,345 |
+244 |
Jun12 |
111109 |
123.95 |
123.95 |
123.95 |
123.95 |
+0.20 |
|
|
|
Total Volume and Open Interest |
414,185 |
740,669 |
+15,561 |
3-Mth Euribor(EUREX) |
Dec11 |
111109 |
98.665 |
98.675 |
98.665 |
98.675 |
+0.010 |
4 |
1,926 |
+0 |
Mar12 |
111109 |
98.855 |
98.865 |
98.855 |
98.865 |
unch |
0 |
2,175 |
+0 |
Jun12 |
111109 |
98.930 |
98.935 |
98.930 |
98.935 |
+0.010 |
50 |
1,035 |
+50 |
Total Volume and Open Interest |
54 |
8,495 |
+50 |
Long Gilt(LIFFE) |
Dec11 |
111109 |
129~29 |
131~24 |
129~28 |
131~04 |
+0~28 |
88,207 |
305,291 |
+1,142 |
Mar12 |
111109 |
113~23 |
115~03 |
113~22 |
114~27 |
+0~28 |
2,644 |
17,920 |
+145 |
Total Volume and Open Interest |
90,851 |
323,211 |
+1,287 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111109 |
98.90 |
98.90 |
98.85 |
98.87 |
-0.03 |
24,899 |
351,645 |
+1,156 |
Mar12 |
111109 |
98.79 |
98.81 |
98.72 |
98.76 |
-0.05 |
38,965 |
356,188 |
+4,450 |
Jun12 |
111109 |
98.75 |
98.78 |
98.69 |
98.73 |
-0.05 |
30,286 |
214,943 |
+4,555 |
Sep12 |
111109 |
98.74 |
98.77 |
98.68 |
98.71 |
-0.06 |
29,943 |
228,214 |
+4,958 |
Dec12 |
111109 |
98.70 |
98.74 |
98.65 |
98.68 |
-0.06 |
37,164 |
197,080 |
+3,793 |
Mar13 |
111109 |
98.70 |
98.73 |
98.65 |
98.68 |
-0.05 |
30,384 |
165,850 |
-2,116 |
Total Volume and Open Interest |
247,461 |
1,976,274 |
+29,952 |
3-Mth Euribor(LIFFE) |
Dec11 |
111109 |
98.660 |
98.720 |
98.645 |
98.675 |
+0.010 |
147,677 |
749,581 |
-2,294 |
Mar12 |
111109 |
98.830 |
98.910 |
98.830 |
98.865 |
unch |
107,900 |
536,561 |
+2,599 |
Jun12 |
111109 |
98.885 |
98.975 |
98.880 |
98.935 |
+0.010 |
73,515 |
372,948 |
-6,820 |
Total Volume and Open Interest |
611,905 |
3,533,557 |
+19,701 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111109 |
95.55 |
95.58 |
95.50 |
95.54 |
-0.02 |
21,666 |
211,256 |
-6,100 |
Mar12 |
111109 |
96.12 |
96.13 |
96.02 |
96.09 |
-0.01 |
19,513 |
185,017 |
+511 |
Jun12 |
111109 |
96.30 |
96.32 |
96.20 |
96.31 |
+0.02 |
14,104 |
122,804 |
+1,912 |
Sep12 |
111109 |
96.30 |
96.32 |
96.20 |
96.31 |
+0.02 |
6,165 |
82,981 |
+1,318 |
Dec12 |
111109 |
96.20 |
96.22 |
96.14 |
96.22 |
+0.02 |
3,399 |
49,639 |
-847 |
Mar13 |
111109 |
96.06 |
96.15 |
96.04 |
96.14 |
+0.02 |
3,745 |
45,768 |
-706 |
Jun13 |
111109 |
96.02 |
96.07 |
95.98 |
96.07 |
+0.01 |
2,321 |
34,443 |
+1,209 |
Sep13 |
111109 |
95.96 |
96.00 |
95.90 |
96.00 |
+0.02 |
1,801 |
17,091 |
+801 |
Dec13 |
111109 |
95.78 |
95.88 |
95.78 |
95.88 |
+0.02 |
442 |
3,654 |
+3 |
Mar14 |
111109 |
95.69 |
95.77 |
95.69 |
95.77 |
+0.02 |
138 |
452 |
-4 |
Total Volume and Open Interest |
73,294 |
753,180 |
-1,910 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111109 |
95.76 |
95.78 |
95.67 |
95.75 |
-0.01 |
23,805 |
353,995 |
-24,927 |
Mar12 |
111109 |
95.75 |
95.75 |
95.75 |
95.75 |
-0.01 |
|
|
|
Total Volume and Open Interest |
23,805 |
353,995 |
-24,927 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111109 |
96.43 |
96.46 |
96.34 |
96.42 |
-0.01 |
101,159 |
534,877 |
-12,817 |
Mar12 |
111109 |
96.42 |
96.42 |
96.42 |
96.42 |
-0.01 |
|
|
|
Total Volume and Open Interest |
101,159 |
534,877 |
-12,817 |
Gold(CMX) |
Dec11 |
111109 |
1787.4 |
1801.1 |
1765.1 |
1791.6 |
-7.6 |
150,464 |
259,166 |
-2,935 |
Feb12 |
111109 |
1789.5 |
1803.1 |
1768.0 |
1794.1 |
-7.6 |
36,791 |
75,885 |
+9,512 |
Apr12 |
111109 |
1798.0 |
1803.9 |
1770.8 |
1796.1 |
-7.5 |
3,759 |
17,108 |
-185 |
Jun12 |
111109 |
1793.5 |
1801.1 |
1771.8 |
1797.9 |
-7.6 |
695 |
19,931 |
-179 |
Aug12 |
111109 |
1801.3 |
1801.3 |
1774.4 |
1799.6 |
-7.6 |
6 |
8,065 |
+2 |
Oct12 |
111109 |
1801.8 |
1805.6 |
1801.3 |
1801.6 |
-7.5 |
45 |
5,963 |
+26 |
Dec12 |
111109 |
1804.7 |
1811.6 |
1780.0 |
1803.6 |
-7.5 |
516 |
16,918 |
+132 |
Feb13 |
111109 |
1806.0 |
1806.0 |
1806.0 |
1806.0 |
-7.5 |
0 |
3,289 |
-104 |
Apr13 |
111109 |
1808.9 |
1808.9 |
1808.9 |
1808.9 |
-7.3 |
1 |
472 |
+1 |
Jun13 |
111109 |
1812.2 |
1812.2 |
1812.2 |
1812.2 |
-7.2 |
102 |
9,318 |
+97 |
Aug13 |
111109 |
1815.5 |
1815.5 |
1815.5 |
1815.5 |
-7.1 |
0 |
45 |
+0 |
Total Volume and Open Interest |
193,409 |
459,884 |
+6,506 |
Silver(CMX) |
Dec11 |
111109 |
3497.5 |
3525.5 |
3375.0 |
3436.1 |
-79.2 |
35,145 |
50,434 |
-2,114 |
Mar12 |
111109 |
3500.0 |
3527.0 |
3388.0 |
3442.4 |
-79.1 |
10,451 |
21,996 |
+2,481 |
May12 |
111109 |
3515.0 |
3515.0 |
3398.0 |
3445.9 |
-78.9 |
1,130 |
4,426 |
+145 |
Jul12 |
111109 |
3461.0 |
3461.5 |
3412.0 |
3449.0 |
-78.5 |
167 |
3,191 |
-18 |
Sep12 |
111109 |
3449.5 |
3451.3 |
3449.5 |
3451.3 |
-78.3 |
530 |
1,577 |
+76 |
Dec12 |
111109 |
3511.0 |
3511.0 |
3424.0 |
3453.8 |
-77.9 |
1,518 |
13,072 |
+421 |
Mar13 |
111109 |
3448.0 |
3448.0 |
3448.0 |
3448.0 |
-78.2 |
95 |
885 |
+88 |
Total Volume and Open Interest |
49,841 |
110,047 |
+1,249 |
Platinum(NYMEX) |
Jan12 |
111109 |
1660.6 |
1676.4 |
1625.1 |
1643.7 |
-29.4 |
6,455 |
35,035 |
+432 |
Apr12 |
111109 |
1670.0 |
1677.7 |
1629.9 |
1646.8 |
-29.4 |
88 |
3,427 |
+30 |
Jul12 |
111109 |
1659.5 |
1659.5 |
1645.5 |
1650.2 |
-29.4 |
1 |
94 |
+0 |
Oct12 |
111109 |
1653.7 |
1653.7 |
1653.7 |
1653.7 |
-29.4 |
0 |
49 |
+0 |
Total Volume and Open Interest |
6,544 |
38,607 |
+452 |
Palladium(NYMEX) |
Dec11 |
111109 |
668.80 |
679.00 |
646.00 |
654.85 |
-22.40 |
2,616 |
16,675 |
-149 |
Mar12 |
111109 |
20.94 |
21.09 |
649.15 |
1.34 |
-22.40 |
444 |
2,734 |
+383 |
Jun12 |
111109 |
651.00 |
2.49 |
651.00 |
2.49 |
-22.40 |
3 |
4 |
-1 |
Total Volume and Open Interest |
3,063 |
19,413 |
+233 |
Copper(CMX) |
Dec11 |
111109 |
354.25 |
360.00 |
338.80 |
344.10 |
-9.20 |
37,803 |
55,452 |
-4,541 |
Mar12 |
111109 |
357.00 |
361.90 |
340.95 |
346.20 |
-9.15 |
11,858 |
41,435 |
+3,267 |
May12 |
111109 |
361.60 |
361.60 |
345.70 |
347.35 |
-9.10 |
1,792 |
12,015 |
+770 |
Jul12 |
111109 |
353.40 |
353.55 |
344.80 |
348.25 |
-9.00 |
497 |
4,706 |
+239 |
Sep12 |
111109 |
353.85 |
353.85 |
345.00 |
348.60 |
-8.95 |
54 |
1,867 |
-26 |
Total Volume and Open Interest |
52,360 |
126,326 |
-535 |
DJIA Index(CBOT) |
Dec11 |
111109 |
12120 |
12120 |
11700 |
11732 |
-391 |
399 |
15,481 |
+87 |
Mar12 |
111109 |
12013 |
12053 |
11663 |
11663 |
-390 |
0 |
400 |
+0 |
Jun12 |
111109 |
11596 |
11986 |
11596 |
11596 |
-390 |
0 |
400 |
+0 |
Sep12 |
111109 |
11533 |
11923 |
11533 |
11533 |
-390 |
|
|
|
Total Volume and Open Interest |
399 |
16,281 |
+87 |
E-mini DJIA Index(CBOT) |
Dec11 |
111109 |
12120 |
12128 |
11688 |
11732 |
-391 |
108,110 |
84,055 |
+20 |
Mar12 |
111109 |
12055 |
12055 |
11645 |
11663 |
-390 |
9 |
164 |
-2 |
Jun12 |
111109 |
11596 |
11596 |
11596 |
11596 |
-390 |
0 |
5 |
+0 |
Sep12 |
111109 |
11533 |
11533 |
11533 |
11533 |
-390 |
0 |
13 |
+0 |
Total Volume and Open Interest |
108,119 |
84,237 |
+18 |
S & P 500(CME) |
Dec11 |
111109 |
1273.80 |
1273.80 |
1223.50 |
1225.60 |
-47.60 |
7,653 |
281,506 |
-1,005 |
Mar12 |
111109 |
1219.60 |
1222.20 |
1218.20 |
1219.60 |
-47.60 |
93 |
12,275 |
+66 |
Jun12 |
111109 |
1214.50 |
1217.00 |
1213.00 |
1214.50 |
-47.50 |
35 |
1,427 |
+30 |
Sep12 |
111109 |
1208.50 |
1211.00 |
1207.00 |
1208.50 |
-47.50 |
0 |
2 |
+0 |
Total Volume and Open Interest |
7,781 |
295,320 |
-909 |
S & P 500 E-Mini(Globex) |
Dec11 |
111109 |
1273.25 |
1274.00 |
1222.75 |
1225.50 |
-47.75 |
1,982,159 |
2,841,443 |
+9,215 |
Mar12 |
111109 |
1267.00 |
1267.25 |
1217.00 |
1219.50 |
-47.75 |
945 |
15,979 |
+133 |
Total Volume and Open Interest |
1,984,163 |
2,858,722 |
+10,356 |
NASDAQ 100(CME) |
Dec11 |
111109 |
2394.50 |
2396.50 |
2302.00 |
2311.00 |
-83.50 |
1,228 |
30,450 |
-232 |
Mar12 |
111109 |
2306.50 |
2306.50 |
2305.00 |
2306.50 |
-83.50 |
|
|
|
Jun12 |
111109 |
2303.50 |
2303.50 |
2302.00 |
2303.50 |
-83.50 |
|
|
|
Total Volume and Open Interest |
1,228 |
30,450 |
-232 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111109 |
2394.80 |
2397.50 |
2302.50 |
2311.00 |
-83.50 |
245,858 |
338,111 |
+2,745 |
Mar12 |
111109 |
2392.00 |
2392.00 |
2305.00 |
2306.50 |
-83.50 |
22 |
338 |
+2 |
Total Volume and Open Interest |
245,881 |
338,462 |
+2,747 |
S & P Midcap 400(CME) |
Dec11 |
111109 |
865.40 |
865.40 |
865.40 |
865.40 |
-40.70 |
183 |
5,474 |
-183 |
Mar12 |
111109 |
863.40 |
863.40 |
863.40 |
863.40 |
-40.70 |
|
|
|
Jun12 |
111109 |
861.40 |
861.40 |
861.40 |
861.40 |
-40.70 |
|
|
|
Total Volume and Open Interest |
183 |
5,474 |
-183 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111109 |
8765 |
8770 |
8540 |
8600 |
-170 |
6,594 |
28,927 |
-112 |
Mar12 |
111109 |
8765 |
8765 |
8605 |
8605 |
-170 |
1 |
20 |
+1 |
Total Volume and Open Interest |
6,595 |
28,947 |
-111 |
Nikkei 225(SGX) |
Dec11 |
111109 |
8675 |
8765 |
8640 |
8745 |
+85 |
69,077 |
216,353 |
-9,534 |
Mar12 |
111109 |
8720 |
8735 |
8690 |
8735 |
+85 |
2,199 |
10,424 |
+2,098 |
Jun12 |
111109 |
8660 |
8660 |
8660 |
8660 |
+85 |
2 |
18 |
+0 |
Total Volume and Open Interest |
71,804 |
236,152 |
-7,184 |
CAC 40(EURONEXT) |
Nov11 |
111109 |
3186.0 |
3194.0 |
3020.5 |
3068.5 |
-69.5 |
90,245 |
242,516 |
-6,176 |
Dec11 |
111109 |
3189.5 |
3192.0 |
3021.0 |
3066.5 |
-69.0 |
2,285 |
36,550 |
+1,297 |
Jan12 |
111109 |
3061.0 |
3061.0 |
3061.0 |
3061.0 |
-72.0 |
|
|
|
Total Volume and Open Interest |
92,531 |
279,074 |
-4,879 |
Hang Seng Index(HKFE) |
Nov11 |
111109 |
20044 |
20168 |
19908 |
19935 |
+138 |
74,721 |
84,440 |
-406 |
Dec11 |
111109 |
20060 |
20151 |
19900 |
19930 |
+142 |
1,186 |
11,014 |
+265 |
Total Volume and Open Interest |
76,068 |
97,452 |
-31 |
DAX(EUREX) |
Dec11 |
111109 |
6094.0 |
6102.0 |
5733.0 |
5838.5 |
-136.0 |
159,058 |
154,613 |
+1,005 |
Mar12 |
111109 |
6098.5 |
6098.5 |
5747.5 |
5849.0 |
-138.0 |
201 |
7,776 |
-41 |
Jun12 |
111109 |
6117.0 |
6117.0 |
5775.0 |
5866.5 |
-140.0 |
45 |
1,109 |
+9 |
Total Volume and Open Interest |
159,304 |
163,498 |
+973 |
FT-SE 100(EURONEXT) |
Dec11 |
111109 |
5618.50 |
5632.50 |
5360.50 |
5451.00 |
-113.00 |
113,556 |
627,995 |
+8,564 |
Mar12 |
111109 |
5427.50 |
5427.50 |
5395.00 |
5416.50 |
-112.00 |
23 |
1,890 |
+6 |
Jun12 |
111109 |
5372.00 |
5384.00 |
5372.00 |
5379.50 |
-116.00 |
0 |
430 |
+0 |
Total Volume and Open Interest |
113,579 |
630,315 |
+8,570 |
SPI 200(SFE) |
Dec11 |
111109 |
4273.0 |
4369.0 |
4267.0 |
4337.0 |
+55.0 |
26,374 |
191,322 |
-19,067 |
Mar12 |
111109 |
4331.0 |
4350.0 |
4320.0 |
4320.0 |
+57.0 |
1 |
2,539 |
-84 |
Jun12 |
111109 |
4332.0 |
4332.0 |
4332.0 |
4332.0 |
+57.0 |
48 |
1,327 |
+46 |
Total Volume and Open Interest |
26,511 |
198,231 |
-19,422 |
GSCI(CME) |
Nov11 |
111109 |
657.75 |
665.50 |
654.00 |
657.00 |
-8.00 |
1,518 |
6,593 |
-1,283 |
Dec11 |
111109 |
660.20 |
666.50 |
655.25 |
657.60 |
-8.50 |
1,344 |
1,395 |
+1,316 |
Jan12 |
111109 |
657.00 |
666.75 |
654.25 |
657.00 |
-8.00 |
|
|
|
Total Volume and Open Interest |
2,862 |
7,988 |
+33 |
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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