|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu November 17, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
111117 |
1186.75 |
1192.00 |
1162.00 |
1168.25 |
-19.50 |
112,669 |
241,894 |
+630 |
Mar12 |
111117 |
1196.25 |
1202.25 |
1172.25 |
1178.50 |
-19.50 |
23,831 |
86,368 |
+380 |
May12 |
111117 |
1207.25 |
1211.75 |
1182.50 |
1188.00 |
-19.75 |
12,268 |
78,575 |
-460 |
Jul12 |
111117 |
1215.50 |
1222.00 |
1191.00 |
1196.50 |
-20.50 |
12,828 |
59,018 |
-171 |
Aug12 |
111117 |
1192.00 |
1213.00 |
1189.25 |
1194.50 |
-18.50 |
74 |
580 |
-26 |
Sep12 |
111117 |
1185.00 |
1205.00 |
1185.00 |
1185.00 |
-20.00 |
23 |
425 |
+1 |
Nov12 |
111117 |
1200.00 |
1208.00 |
1177.00 |
1179.50 |
-22.25 |
4,483 |
49,627 |
-17 |
Total Volume and Open Interest |
166,233 |
529,417 |
+355 |
Soybean Meal(CBOT) |
Dec11 |
111117 |
296.60 |
297.90 |
290.20 |
294.50 |
-1.90 |
39,694 |
60,152 |
-2,724 |
Jan12 |
111117 |
298.80 |
299.90 |
292.10 |
296.60 |
-1.70 |
19,498 |
42,549 |
+1,117 |
Mar12 |
111117 |
302.40 |
302.80 |
295.40 |
300.10 |
-1.40 |
7,794 |
31,053 |
+689 |
May12 |
111117 |
304.90 |
306.00 |
298.60 |
303.30 |
-1.40 |
4,102 |
25,604 |
+440 |
Jul12 |
111117 |
308.90 |
310.10 |
302.50 |
307.20 |
-1.40 |
3,839 |
20,450 |
+662 |
Aug12 |
111117 |
309.30 |
309.40 |
303.90 |
308.00 |
-1.30 |
99 |
3,889 |
+54 |
Sep12 |
111117 |
309.00 |
310.50 |
304.40 |
307.70 |
-1.10 |
80 |
4,271 |
+26 |
Oct12 |
111117 |
306.00 |
306.00 |
301.50 |
304.10 |
-0.80 |
43 |
2,817 |
+11 |
Total Volume and Open Interest |
76,640 |
207,010 |
+526 |
Soybean Oil(CBOT) |
Dec11 |
111117 |
52.36 |
52.52 |
51.15 |
51.40 |
-1.08 |
63,559 |
77,584 |
-7,723 |
Jan12 |
111117 |
52.65 |
52.75 |
51.44 |
51.68 |
-1.07 |
29,304 |
77,868 |
+2,925 |
Mar12 |
111117 |
52.94 |
53.05 |
51.78 |
52.05 |
-1.08 |
12,608 |
53,128 |
+1,236 |
May12 |
111117 |
53.30 |
53.40 |
52.14 |
52.37 |
-1.09 |
5,930 |
35,266 |
-175 |
Jul12 |
111117 |
53.58 |
53.75 |
52.45 |
52.67 |
-1.08 |
6,806 |
25,186 |
+805 |
Aug12 |
111117 |
53.39 |
53.55 |
52.56 |
52.73 |
-1.08 |
473 |
3,353 |
-81 |
Sep12 |
111117 |
53.33 |
53.60 |
52.57 |
52.73 |
-1.08 |
567 |
3,790 |
+186 |
Oct12 |
111117 |
52.86 |
53.40 |
52.47 |
52.54 |
-1.05 |
213 |
3,759 |
+23 |
Total Volume and Open Interest |
120,980 |
293,991 |
-2,339 |
Canola(WCE) |
Nov11 |
111114 |
517.9 |
517.9 |
517.9 |
517.9 |
+4.4 |
|
|
|
Jan12 |
111117 |
526.8 |
529.5 |
520.0 |
521.8 |
-5.0 |
16,895 |
96,253 |
-1,524 |
Mar12 |
111117 |
534.9 |
536.5 |
526.2 |
527.8 |
-6.1 |
4,153 |
28,080 |
+1,494 |
May12 |
111117 |
538.0 |
541.0 |
528.8 |
530.8 |
-7.2 |
1,681 |
14,484 |
+294 |
Jul12 |
111117 |
542.8 |
547.4 |
533.6 |
536.6 |
-7.7 |
1,112 |
8,057 |
+661 |
Total Volume and Open Interest |
24,368 |
160,458 |
+965 |
Corn(CBOT) |
Dec11 |
111117 |
641.00 |
641.75 |
610.25 |
614.50 |
-28.25 |
188,177 |
354,048 |
-16,697 |
Mar12 |
111117 |
650.75 |
651.00 |
619.00 |
623.25 |
-28.75 |
117,239 |
455,899 |
+12,187 |
May12 |
111117 |
656.00 |
656.25 |
626.00 |
630.00 |
-28.00 |
21,201 |
131,174 |
+1,673 |
Jul12 |
111117 |
658.00 |
659.50 |
629.50 |
633.50 |
-27.00 |
22,474 |
132,710 |
+1,626 |
Sep12 |
111117 |
605.50 |
605.50 |
581.75 |
584.25 |
-23.50 |
3,314 |
33,236 |
+259 |
Dec12 |
111117 |
580.75 |
580.75 |
558.00 |
560.25 |
-21.00 |
13,841 |
162,352 |
+266 |
Total Volume and Open Interest |
366,425 |
1,318,579 |
-617 |
Wheat(CBOT) |
Dec11 |
111117 |
616.25 |
618.00 |
590.25 |
592.50 |
-24.25 |
63,912 |
93,738 |
-13,551 |
Mar12 |
111117 |
636.50 |
637.25 |
609.00 |
612.00 |
-25.75 |
44,217 |
142,795 |
+5,643 |
May12 |
111117 |
655.00 |
656.25 |
629.00 |
631.50 |
-25.50 |
8,839 |
57,266 |
+495 |
Jul12 |
111117 |
670.50 |
672.25 |
644.00 |
645.75 |
-26.50 |
7,043 |
65,651 |
-728 |
Sep12 |
111117 |
687.00 |
692.50 |
664.00 |
665.25 |
-27.25 |
503 |
11,877 |
-48 |
Total Volume and Open Interest |
129,660 |
414,093 |
-8,999 |
Wheat(KCBT) |
Dec11 |
111117 |
689.00 |
690.00 |
663.00 |
666.50 |
-20.50 |
10,365 |
35,567 |
-2,024 |
Mar12 |
111117 |
700.25 |
701.50 |
674.00 |
677.25 |
-22.50 |
7,091 |
65,393 |
+1,995 |
May12 |
111117 |
709.00 |
709.50 |
683.25 |
686.00 |
-22.25 |
1,871 |
12,329 |
+282 |
Jul12 |
111117 |
717.25 |
717.50 |
691.50 |
693.50 |
-23.50 |
1,887 |
35,267 |
+167 |
Sep12 |
111117 |
732.00 |
732.00 |
707.25 |
708.25 |
-23.50 |
360 |
3,915 |
+158 |
Total Volume and Open Interest |
22,363 |
157,129 |
+846 |
Wheat(MGE) |
Dec11 |
111117 |
932.25 |
932.50 |
917.25 |
925.00 |
-8.50 |
527 |
7,795 |
-381 |
Mar12 |
111117 |
887.00 |
889.00 |
875.00 |
881.50 |
-8.50 |
1,800 |
18,885 |
+406 |
May12 |
111117 |
854.50 |
856.00 |
843.50 |
850.00 |
-8.25 |
333 |
6,170 |
+40 |
Jul12 |
111117 |
834.00 |
837.00 |
825.25 |
832.50 |
-7.00 |
237 |
8,081 |
+58 |
Sep12 |
111117 |
810.00 |
810.00 |
798.50 |
802.25 |
-9.50 |
83 |
3,224 |
+4 |
Total Volume and Open Interest |
3,109 |
47,209 |
+159 |
Oats(CBOT) |
Dec11 |
111117 |
317.00 |
318.00 |
298.00 |
300.00 |
-18.00 |
961 |
6,640 |
+18 |
Mar12 |
111117 |
323.50 |
323.50 |
303.50 |
305.00 |
-18.50 |
535 |
9,815 |
+53 |
May12 |
111117 |
319.00 |
329.50 |
309.50 |
311.00 |
-18.50 |
31 |
1,259 |
+16 |
Jul12 |
111117 |
327.50 |
335.50 |
315.50 |
317.00 |
-18.50 |
5 |
30 |
+5 |
Total Volume and Open Interest |
1,532 |
17,867 |
+92 |
Rough Rice(CBOT) |
Nov11 |
111114 |
15.05 |
15.05 |
15.01 |
15.05 |
+0.05 |
4 |
14 |
-23 |
Jan12 |
111117 |
14.95 |
15.00 |
14.53 |
14.72 |
-0.24 |
618 |
11,706 |
+8 |
Mar12 |
111117 |
15.25 |
15.30 |
14.82 |
15.01 |
-0.24 |
111 |
4,461 |
+43 |
May12 |
111117 |
15.46 |
15.55 |
15.19 |
15.30 |
-0.24 |
12 |
585 |
+12 |
Total Volume and Open Interest |
741 |
17,506 |
+63 |
Live Cattle(CME) |
Dec11 |
111117 |
121.850 |
122.500 |
120.480 |
121.000 |
-1.050 |
19,061 |
70,960 |
-4,067 |
Feb12 |
111117 |
124.135 |
125.000 |
123.100 |
123.600 |
-0.700 |
16,280 |
121,214 |
+1,817 |
Apr12 |
111117 |
127.950 |
128.685 |
127.000 |
127.385 |
-0.965 |
6,400 |
81,577 |
+47 |
Jun12 |
111117 |
126.535 |
127.285 |
125.885 |
126.350 |
-0.935 |
4,630 |
39,848 |
+1,078 |
Aug12 |
111117 |
126.730 |
127.450 |
126.150 |
126.635 |
-0.815 |
1,502 |
8,181 |
+394 |
Oct12 |
111117 |
129.250 |
129.685 |
128.535 |
128.750 |
-0.825 |
846 |
4,765 |
+381 |
Total Volume and Open Interest |
49,345 |
329,560 |
+157 |
Feeder Cattle(CME) |
Nov11 |
111117 |
143.250 |
143.400 |
143.100 |
143.130 |
-0.270 |
898 |
3,051 |
-302 |
Jan12 |
111117 |
148.535 |
149.950 |
147.300 |
149.575 |
+0.695 |
2,761 |
16,633 |
+406 |
Mar12 |
111117 |
149.550 |
150.880 |
148.500 |
150.500 |
+0.550 |
940 |
5,971 |
+84 |
Apr12 |
111117 |
150.035 |
152.000 |
149.450 |
151.400 |
+0.350 |
599 |
2,398 |
+226 |
May12 |
111117 |
151.075 |
152.300 |
150.035 |
151.750 |
+0.215 |
504 |
2,663 |
+115 |
Aug12 |
111117 |
152.150 |
153.300 |
151.250 |
152.850 |
unch |
557 |
2,805 |
+150 |
Sep12 |
111117 |
152.900 |
153.450 |
152.850 |
153.100 |
+0.050 |
109 |
367 |
+76 |
Total Volume and Open Interest |
6,391 |
33,959 |
+771 |
Lean Hogs(CME) |
Dec11 |
111117 |
85.580 |
87.635 |
85.350 |
87.450 |
+1.900 |
19,733 |
40,572 |
-3,837 |
Feb12 |
111117 |
89.180 |
90.730 |
88.930 |
90.430 |
+1.500 |
15,518 |
84,074 |
+3,309 |
Apr12 |
111117 |
92.285 |
93.500 |
91.900 |
93.150 |
+1.100 |
5,864 |
59,303 |
+890 |
May12 |
111117 |
97.500 |
98.600 |
97.500 |
98.450 |
+0.450 |
34 |
2,119 |
+9 |
Jun12 |
111117 |
99.350 |
100.100 |
98.850 |
100.050 |
+0.550 |
2,767 |
34,862 |
+360 |
Jul12 |
111117 |
98.430 |
99.000 |
97.980 |
98.850 |
+0.300 |
395 |
9,545 |
+12 |
Aug12 |
111117 |
97.000 |
97.700 |
96.800 |
97.600 |
+0.100 |
650 |
11,637 |
+148 |
Oct12 |
111117 |
86.000 |
86.500 |
85.450 |
85.800 |
-0.550 |
281 |
5,490 |
+155 |
Total Volume and Open Interest |
45,392 |
249,630 |
+1,081 |
Class III Milk(CME) |
Nov11 |
111117 |
19.09 |
19.10 |
19.06 |
19.08 |
-0.01 |
187 |
5,571 |
+66 |
Dec11 |
111117 |
18.95 |
19.04 |
18.23 |
18.23 |
-0.75 |
669 |
6,313 |
+116 |
Jan12 |
111117 |
17.69 |
17.79 |
16.96 |
17.12 |
-0.57 |
369 |
3,685 |
+159 |
Feb12 |
111117 |
16.87 |
16.90 |
16.33 |
16.53 |
-0.34 |
84 |
2,755 |
+45 |
Mar12 |
111117 |
16.57 |
16.65 |
16.37 |
16.47 |
-0.15 |
29 |
2,395 |
+16 |
Total Volume and Open Interest |
1,425 |
32,389 |
+457 |
Cocoa(ICE) |
Dec11 |
111117 |
2298 |
2374 |
2268 |
2374 |
+83 |
6,512 |
1,406 |
-4,420 |
Mar12 |
111117 |
2535 |
2540 |
2490 |
2505 |
-31 |
19,364 |
79,271 |
-2,135 |
May12 |
111117 |
2543 |
2547 |
2497 |
2511 |
-31 |
4,068 |
29,212 |
+187 |
Jul12 |
111117 |
2557 |
2561 |
2510 |
2526 |
-30 |
1,639 |
14,291 |
+438 |
Sep12 |
111117 |
2570 |
2570 |
2523 |
2540 |
-29 |
323 |
12,093 |
+120 |
Dec12 |
111117 |
2586 |
2587 |
2550 |
2555 |
-27 |
188 |
12,677 |
+118 |
Mar13 |
111117 |
2568 |
2568 |
2567 |
2567 |
-26 |
60 |
3,602 |
+34 |
Total Volume and Open Interest |
32,154 |
155,162 |
-5,658 |
Coffee "C"(ICE) |
Dec11 |
111117 |
235.00 |
236.25 |
231.30 |
232.15 |
-3.60 |
13,473 |
14,369 |
-4,183 |
Mar12 |
111117 |
237.90 |
239.80 |
235.25 |
236.10 |
-2.95 |
15,500 |
52,093 |
+2,181 |
May12 |
111117 |
241.00 |
241.85 |
238.00 |
238.40 |
-2.80 |
2,133 |
19,471 |
+529 |
Jul12 |
111117 |
242.25 |
243.90 |
239.90 |
240.35 |
-2.75 |
435 |
5,732 |
+137 |
Sep12 |
111117 |
243.10 |
244.60 |
240.65 |
241.20 |
-2.60 |
186 |
5,342 |
+46 |
Dec12 |
111117 |
245.00 |
245.00 |
241.75 |
241.85 |
-2.55 |
95 |
6,328 |
+52 |
Total Volume and Open Interest |
31,870 |
104,414 |
-1,234 |
Orange Juice(ICE) |
Jan12 |
111117 |
169.00 |
174.00 |
168.95 |
171.85 |
+3.00 |
907 |
18,993 |
-154 |
Mar12 |
111117 |
165.55 |
169.50 |
165.45 |
167.90 |
+2.50 |
145 |
5,130 |
+108 |
May12 |
111117 |
168.95 |
168.95 |
167.20 |
167.20 |
+2.15 |
3 |
1,671 |
+16 |
Jul12 |
111117 |
167.65 |
167.65 |
167.65 |
167.65 |
+2.05 |
2 |
388 |
+0 |
Sep12 |
111117 |
167.05 |
167.05 |
167.05 |
167.05 |
+2.05 |
0 |
53 |
+0 |
Nov12 |
111117 |
166.75 |
166.75 |
166.75 |
166.75 |
+2.05 |
0 |
8 |
+0 |
Total Volume and Open Interest |
1,057 |
26,249 |
-30 |
Sugar #11(ICE) |
Mar12 |
111117 |
24.46 |
24.51 |
24.00 |
24.04 |
-0.48 |
29,923 |
215,925 |
-2,760 |
May12 |
111117 |
23.98 |
23.98 |
23.54 |
23.58 |
-0.40 |
7,383 |
80,068 |
+177 |
Jul12 |
111117 |
23.50 |
23.53 |
23.19 |
23.25 |
-0.34 |
6,228 |
80,754 |
+204 |
Oct12 |
111117 |
23.50 |
23.50 |
23.22 |
23.29 |
-0.28 |
3,085 |
45,580 |
+37 |
Mar13 |
111117 |
23.81 |
23.85 |
23.58 |
23.63 |
-0.31 |
1,225 |
30,724 |
-57 |
Total Volume and Open Interest |
49,927 |
488,004 |
-1,709 |
London Cocoa(LCE) |
Dec11 |
111117 |
1579 |
1579 |
1558 |
1577 |
-1 |
6,353 |
73,962 |
-186 |
Mar12 |
111117 |
1610 |
1610 |
1588 |
1604 |
-4 |
11,867 |
58,690 |
-87 |
May12 |
111117 |
1622 |
1622 |
1603 |
1618 |
-4 |
3,672 |
18,985 |
+38 |
Jul12 |
111117 |
1636 |
1637 |
1619 |
1632 |
-5 |
3,634 |
22,017 |
+1,367 |
Sep12 |
111117 |
1648 |
1648 |
1631 |
1645 |
-4 |
1,314 |
15,169 |
+298 |
Dec12 |
111117 |
1646 |
1657 |
1642 |
1657 |
-1 |
497 |
12,774 |
+244 |
Mar13 |
111117 |
1660 |
1672 |
1660 |
1672 |
-2 |
0 |
3,029 |
+0 |
Total Volume and Open Interest |
27,337 |
205,533 |
+1,674 |
London Sugar(LCE) |
Mar12 |
111117 |
632.00 |
633.40 |
625.60 |
629.00 |
-6.60 |
3,473 |
21,646 |
-537 |
May12 |
111117 |
622.00 |
623.30 |
615.60 |
618.10 |
-7.40 |
281 |
7,132 |
-37 |
Aug12 |
111117 |
615.50 |
616.00 |
608.30 |
612.00 |
-6.60 |
109 |
5,560 |
+56 |
Oct12 |
111117 |
614.00 |
614.00 |
607.20 |
609.50 |
-5.70 |
39 |
2,855 |
+25 |
Dec12 |
111117 |
615.00 |
617.00 |
611.90 |
613.00 |
-5.60 |
21 |
1,004 |
-4 |
Total Volume and Open Interest |
3,923 |
39,108 |
-5,232 |
Cotton(ICE) |
Dec11 |
111117 |
103.06 |
103.96 |
99.50 |
99.50 |
-4.00 |
35,212 |
19,172 |
-7,828 |
Mar12 |
111117 |
100.48 |
100.85 |
96.48 |
96.48 |
-4.00 |
15,858 |
82,623 |
+3,232 |
May12 |
111117 |
100.38 |
100.55 |
96.52 |
96.72 |
-3.76 |
1,993 |
16,440 |
+507 |
Jul12 |
111117 |
100.13 |
100.15 |
96.40 |
96.65 |
-3.48 |
1,927 |
17,306 |
+419 |
Oct12 |
111117 |
96.64 |
96.64 |
96.64 |
96.64 |
-3.19 |
0 |
84 |
+2 |
Dec12 |
111117 |
95.90 |
95.90 |
93.51 |
93.64 |
-2.74 |
364 |
6,417 |
+13 |
Total Volume and Open Interest |
55,366 |
143,259 |
-3,655 |
Lumber(CME) |
Jan12 |
111117 |
233.7 |
241.7 |
232.4 |
241.7 |
+10.0 |
318 |
7,087 |
+104 |
Mar12 |
111117 |
251.7 |
260.0 |
250.5 |
258.3 |
+8.3 |
86 |
1,897 |
-29 |
May12 |
111117 |
265.8 |
272.0 |
265.8 |
270.6 |
+8.6 |
0 |
201 |
+0 |
Jul12 |
111117 |
274.8 |
283.9 |
274.8 |
279.0 |
+5.0 |
0 |
88 |
+0 |
Total Volume and Open Interest |
404 |
9,289 |
-78 |
Crude Oil(NYM) |
Dec11 |
111117 |
101.76 |
103.37 |
98.28 |
98.82 |
-3.77 |
353,319 |
109,230 |
-41,082 |
Jan12 |
111117 |
101.74 |
103.37 |
98.34 |
98.93 |
-3.67 |
153,152 |
321,163 |
+8,800 |
Feb12 |
111117 |
101.62 |
103.28 |
98.35 |
98.90 |
-3.58 |
61,299 |
84,562 |
-927 |
Mar12 |
111117 |
101.80 |
103.20 |
98.33 |
98.89 |
-3.49 |
41,837 |
89,125 |
+4,203 |
Apr12 |
111117 |
102.00 |
103.08 |
98.58 |
98.84 |
-3.38 |
13,245 |
37,869 |
+735 |
May12 |
111117 |
101.58 |
102.80 |
98.29 |
98.74 |
-3.29 |
9,882 |
36,849 |
-178 |
Jun12 |
111117 |
101.17 |
102.55 |
98.06 |
98.56 |
-3.22 |
28,895 |
80,265 |
+516 |
Jul12 |
111117 |
101.37 |
101.37 |
97.85 |
98.32 |
-3.15 |
4,943 |
32,539 |
+454 |
Aug12 |
111117 |
100.76 |
101.58 |
97.70 |
98.02 |
-3.08 |
3,958 |
22,168 |
+508 |
Sep12 |
111117 |
99.97 |
99.97 |
97.19 |
97.71 |
-3.02 |
5,502 |
23,285 |
-349 |
Oct12 |
111117 |
99.21 |
99.64 |
96.94 |
97.42 |
-2.97 |
3,691 |
24,097 |
-197 |
Nov12 |
111117 |
98.43 |
98.47 |
97.17 |
97.17 |
-2.92 |
2,716 |
24,760 |
+272 |
Dec12 |
111117 |
99.18 |
100.62 |
96.33 |
96.92 |
-2.87 |
31,761 |
164,596 |
+462 |
Jan13 |
111117 |
97.00 |
97.00 |
96.52 |
96.52 |
-2.85 |
1,833 |
29,216 |
+323 |
Feb13 |
111117 |
97.50 |
97.50 |
96.10 |
96.10 |
-2.82 |
459 |
11,136 |
+95 |
Mar13 |
111117 |
95.70 |
95.70 |
95.70 |
95.70 |
-2.80 |
296 |
8,644 |
+70 |
Total Volume and Open Interest |
743,768 |
1,357,125 |
-26,579 |
e-miNY Crude Oil(NYM) |
Nov11 |
111019 |
88.200 |
89.500 |
86.100 |
86.100 |
-2.250 |
5,853 |
2,683 |
-142 |
Dec11 |
111117 |
101.675 |
103.375 |
98.375 |
98.825 |
-3.775 |
7,409 |
2,981 |
+164 |
Jan12 |
111117 |
101.675 |
103.375 |
98.400 |
98.925 |
-3.675 |
1,701 |
821 |
+144 |
Feb12 |
111117 |
101.675 |
103.000 |
98.375 |
98.900 |
-3.575 |
133 |
159 |
+49 |
Mar12 |
111117 |
101.500 |
101.500 |
98.900 |
98.900 |
-3.475 |
3 |
67 |
+2 |
Apr12 |
111117 |
100.200 |
100.200 |
98.850 |
98.850 |
-3.375 |
0 |
23 |
+0 |
May12 |
111117 |
101.825 |
101.825 |
98.750 |
98.750 |
-3.275 |
0 |
7 |
+0 |
Jun12 |
111117 |
100.400 |
100.400 |
98.550 |
98.550 |
-3.225 |
2 |
16 |
-1 |
Jul12 |
111117 |
98.325 |
98.325 |
98.325 |
98.325 |
-3.150 |
0 |
4 |
+0 |
Aug12 |
111117 |
97.700 |
98.025 |
97.700 |
98.025 |
-3.075 |
0 |
1 |
+0 |
Total Volume and Open Interest |
9,248 |
4,308 |
+358 |
Heating Oil(NYM) |
Dec11 |
111117 |
311.50 |
314.75 |
307.46 |
308.32 |
-5.14 |
52,775 |
68,883 |
-4,106 |
Jan12 |
111117 |
312.29 |
315.42 |
308.14 |
309.01 |
-5.08 |
33,814 |
70,879 |
+1,281 |
Feb12 |
111117 |
312.94 |
313.84 |
307.55 |
308.28 |
-5.11 |
17,053 |
30,640 |
-1,312 |
Mar12 |
111117 |
311.12 |
312.96 |
306.08 |
306.63 |
-5.21 |
13,277 |
27,571 |
+220 |
Apr12 |
111117 |
308.48 |
308.48 |
303.30 |
303.86 |
-5.11 |
5,067 |
15,931 |
+189 |
May12 |
111117 |
300.78 |
304.19 |
299.30 |
301.16 |
-4.92 |
2,514 |
12,513 |
+269 |
Jun12 |
111117 |
303.75 |
305.20 |
298.61 |
299.77 |
-4.64 |
6,301 |
31,020 |
-88 |
Jul12 |
111117 |
301.82 |
301.82 |
298.93 |
299.58 |
-4.57 |
402 |
7,663 |
+24 |
Aug12 |
111117 |
300.49 |
302.44 |
299.24 |
299.65 |
-4.52 |
196 |
4,134 |
-15 |
Sep12 |
111117 |
301.20 |
302.90 |
299.50 |
300.15 |
-4.30 |
186 |
5,197 |
+64 |
Oct12 |
111117 |
302.48 |
303.63 |
300.74 |
300.97 |
-4.13 |
119 |
2,196 |
+15 |
Nov12 |
111117 |
303.16 |
303.16 |
301.44 |
301.79 |
-4.00 |
94 |
1,529 |
+2 |
Total Volume and Open Interest |
133,172 |
297,574 |
-3,029 |
Gasoline(NYMEX) |
Dec11 |
111117 |
260.14 |
261.95 |
249.70 |
250.71 |
-12.02 |
43,907 |
59,081 |
-4,746 |
Jan12 |
111117 |
260.42 |
262.64 |
250.60 |
251.56 |
-11.63 |
33,417 |
74,011 |
+57 |
Feb12 |
111117 |
260.97 |
262.00 |
251.79 |
252.72 |
-11.25 |
16,305 |
27,389 |
-783 |
Mar12 |
111117 |
262.21 |
263.31 |
253.59 |
254.42 |
-10.82 |
13,379 |
31,373 |
+1,303 |
Apr12 |
111117 |
277.52 |
278.81 |
268.44 |
269.01 |
-10.72 |
8,848 |
26,514 |
-1,140 |
May12 |
111117 |
275.69 |
275.69 |
268.35 |
268.91 |
-10.60 |
5,802 |
15,422 |
+82 |
Jun12 |
111117 |
275.03 |
277.01 |
266.40 |
266.97 |
-10.55 |
5,797 |
22,075 |
-161 |
Jul12 |
111117 |
273.02 |
273.51 |
264.35 |
264.69 |
-10.48 |
2,354 |
6,208 |
+104 |
Aug12 |
111117 |
266.55 |
266.55 |
262.26 |
262.26 |
-10.38 |
1,357 |
7,550 |
+69 |
Sep12 |
111117 |
263.54 |
264.97 |
259.16 |
259.65 |
-10.25 |
1,459 |
7,026 |
+439 |
Total Volume and Open Interest |
134,358 |
297,549 |
-4,526 |
e-miNY RBOB Gasoline(NYM) |
Dec11 |
111117 |
250.70 |
250.71 |
250.70 |
250.70 |
-12.00 |
|
|
|
Jan12 |
111117 |
251.60 |
251.60 |
251.56 |
251.60 |
-11.60 |
0 |
1 |
+0 |
Feb12 |
111117 |
252.70 |
252.72 |
252.70 |
252.70 |
-11.30 |
0 |
1 |
+0 |
Mar12 |
111117 |
254.40 |
254.42 |
254.40 |
254.40 |
-10.80 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Dec11 |
111117 |
3.343 |
3.479 |
3.325 |
3.410 |
+0.066 |
136,952 |
102,761 |
-9,011 |
Jan12 |
111117 |
3.481 |
3.609 |
3.470 |
3.546 |
+0.063 |
92,921 |
276,320 |
+9,861 |
Feb12 |
111117 |
3.490 |
3.623 |
3.490 |
3.562 |
+0.060 |
25,625 |
82,254 |
-1,173 |
Mar12 |
111117 |
3.475 |
3.605 |
3.475 |
3.547 |
+0.058 |
25,997 |
101,169 |
+2,606 |
Apr12 |
111117 |
3.495 |
3.621 |
3.495 |
3.566 |
+0.059 |
30,091 |
100,761 |
-458 |
May12 |
111117 |
3.557 |
3.658 |
3.556 |
3.610 |
+0.057 |
6,528 |
43,684 |
+290 |
Jun12 |
111117 |
3.586 |
3.705 |
3.585 |
3.655 |
+0.056 |
2,657 |
20,007 |
+132 |
Jul12 |
111117 |
3.694 |
3.754 |
3.653 |
3.703 |
+0.055 |
2,360 |
18,169 |
+360 |
Aug12 |
111117 |
3.725 |
3.783 |
3.682 |
3.730 |
+0.052 |
5,523 |
16,208 |
+2,198 |
Sep12 |
111117 |
3.715 |
3.782 |
3.699 |
3.730 |
+0.051 |
2,162 |
11,843 |
-8 |
Oct12 |
111117 |
3.758 |
3.819 |
3.717 |
3.766 |
+0.050 |
15,429 |
54,749 |
-2,196 |
Nov12 |
111117 |
3.899 |
3.961 |
3.860 |
3.906 |
+0.038 |
4,538 |
20,468 |
-81 |
Dec12 |
111117 |
4.136 |
4.246 |
4.136 |
4.192 |
+0.035 |
2,435 |
21,897 |
+536 |
Jan13 |
111117 |
4.273 |
4.375 |
4.273 |
4.321 |
+0.031 |
3,945 |
32,006 |
+193 |
Feb13 |
111117 |
4.300 |
4.346 |
4.300 |
4.309 |
+0.030 |
116 |
5,918 |
+7 |
Mar13 |
111117 |
4.268 |
4.290 |
4.255 |
4.266 |
+0.029 |
1,412 |
13,591 |
-453 |
Total Volume and Open Interest |
359,763 |
996,935 |
+3,150 |
Brent Crude Oil(ICE) |
Jan12 |
111117 |
110.85 |
111.98 |
107.56 |
108.22 |
-3.66 |
196,617 |
208,165 |
+2,144 |
Feb12 |
111117 |
110.52 |
111.64 |
107.50 |
108.09 |
-3.42 |
85,085 |
142,757 |
+3,657 |
Mar12 |
111117 |
110.17 |
111.29 |
107.30 |
107.82 |
-3.29 |
44,219 |
87,789 |
-3,054 |
Apr12 |
111117 |
109.96 |
110.96 |
107.06 |
107.59 |
-3.17 |
20,396 |
35,746 |
+325 |
May12 |
111117 |
109.59 |
110.66 |
106.77 |
107.32 |
-3.10 |
14,319 |
18,908 |
-370 |
Jun12 |
111117 |
109.27 |
110.34 |
106.48 |
107.04 |
-3.02 |
35,541 |
58,973 |
+2,205 |
Jul12 |
111117 |
108.97 |
110.04 |
106.26 |
106.79 |
-2.93 |
9,039 |
18,602 |
+112 |
Aug12 |
111117 |
108.41 |
109.66 |
105.98 |
106.51 |
-2.83 |
8,099 |
23,109 |
+265 |
Sep12 |
111117 |
109.04 |
109.24 |
105.61 |
106.13 |
-2.73 |
9,331 |
27,302 |
-595 |
Oct12 |
111117 |
108.38 |
108.38 |
105.79 |
105.79 |
-2.64 |
5,625 |
13,228 |
+76 |
Nov12 |
111117 |
105.45 |
105.45 |
105.45 |
105.45 |
-2.56 |
4,154 |
19,109 |
+816 |
Dec12 |
111117 |
107.26 |
107.98 |
104.57 |
105.07 |
-2.47 |
24,943 |
100,524 |
-1,322 |
Jan13 |
111117 |
104.74 |
104.74 |
104.74 |
104.74 |
-2.40 |
1,486 |
8,883 |
+96 |
Feb13 |
111117 |
104.35 |
104.35 |
104.35 |
104.35 |
-2.33 |
960 |
5,052 |
+283 |
Total Volume and Open Interest |
474,713 |
927,249 |
-25,308 |
Gas Oil(ICE) |
Dec11 |
111117 |
980.50 |
992.25 |
968.00 |
973.00 |
-21.25 |
82,472 |
136,679 |
-7,284 |
Jan12 |
111117 |
970.00 |
982.25 |
958.75 |
964.25 |
-19.00 |
85,329 |
99,577 |
-113 |
Feb12 |
111117 |
967.50 |
973.75 |
951.75 |
957.75 |
-17.50 |
36,066 |
52,249 |
+1,476 |
Mar12 |
111117 |
962.25 |
968.25 |
946.00 |
952.50 |
-16.00 |
19,008 |
38,558 |
+1,135 |
Apr12 |
111117 |
956.00 |
961.25 |
942.75 |
948.25 |
-15.00 |
9,574 |
22,575 |
+426 |
May12 |
111117 |
954.75 |
956.75 |
938.75 |
945.00 |
-14.25 |
5,274 |
24,012 |
-461 |
Jun12 |
111117 |
951.75 |
956.00 |
938.50 |
944.25 |
-13.75 |
14,599 |
55,166 |
+2,082 |
Jul12 |
111117 |
955.50 |
956.50 |
939.75 |
945.00 |
-13.50 |
2,329 |
16,553 |
+329 |
Aug12 |
111117 |
955.75 |
956.75 |
940.25 |
945.50 |
-13.25 |
1,823 |
11,461 |
+162 |
Sep12 |
111117 |
949.75 |
950.25 |
939.50 |
944.75 |
-13.00 |
1,985 |
12,104 |
+262 |
Total Volume and Open Interest |
268,655 |
562,742 |
-1,824 |
Ethanol(CBOT) |
Nov11 |
111103 |
2.806 |
2.845 |
2.790 |
2.790 |
+0.004 |
130 |
244 |
-76 |
Dec11 |
111117 |
2.700 |
2.710 |
2.600 |
2.627 |
-0.068 |
302 |
995 |
-199 |
Jan12 |
111117 |
2.437 |
2.440 |
2.370 |
2.383 |
-0.088 |
195 |
1,952 |
+115 |
Feb12 |
111117 |
2.345 |
2.345 |
2.274 |
2.279 |
-0.091 |
102 |
1,224 |
-23 |
Mar12 |
111117 |
2.345 |
2.345 |
2.278 |
2.284 |
-0.090 |
275 |
1,284 |
+92 |
Apr12 |
111117 |
2.285 |
2.285 |
2.284 |
2.285 |
-0.090 |
52 |
744 |
+47 |
May12 |
111117 |
2.295 |
2.295 |
2.295 |
2.295 |
-0.090 |
4 |
714 |
+2 |
Jun12 |
111117 |
2.340 |
2.340 |
2.293 |
2.293 |
-0.095 |
15 |
560 |
+8 |
Total Volume and Open Interest |
1,044 |
11,148 |
+5 |
WTI Crude Oil(ICE) |
Dec11 |
111117 |
102.30 |
103.38 |
98.41 |
98.82 |
-3.77 |
61,140 |
58,670 |
-5,939 |
Jan12 |
111117 |
101.91 |
103.38 |
98.36 |
98.93 |
-3.67 |
52,687 |
70,638 |
+4,045 |
Feb12 |
111117 |
101.77 |
103.23 |
98.37 |
98.90 |
-3.58 |
19,742 |
37,458 |
+1,595 |
Mar12 |
111117 |
102.00 |
103.17 |
98.43 |
98.89 |
-3.49 |
11,832 |
26,363 |
+1,291 |
Apr12 |
111117 |
102.47 |
103.02 |
98.47 |
98.84 |
-3.38 |
5,018 |
11,718 |
-4 |
May12 |
111117 |
102.29 |
102.35 |
98.38 |
98.74 |
-3.29 |
4,545 |
12,063 |
+201 |
Jun12 |
111117 |
101.86 |
102.18 |
98.20 |
98.56 |
-3.22 |
10,827 |
39,157 |
-1,038 |
Jul12 |
111117 |
101.77 |
101.77 |
97.97 |
98.32 |
-3.15 |
2,659 |
8,513 |
+267 |
Aug12 |
111117 |
101.38 |
101.38 |
97.67 |
98.02 |
-3.08 |
1,429 |
4,657 |
+9 |
Sep12 |
111117 |
97.71 |
97.71 |
97.71 |
97.71 |
-3.02 |
1,012 |
8,373 |
-56 |
Oct12 |
111117 |
98.75 |
98.79 |
97.42 |
97.42 |
-2.97 |
681 |
3,199 |
-107 |
Nov12 |
111117 |
97.17 |
97.17 |
97.17 |
97.17 |
-2.92 |
523 |
3,521 |
-98 |
Dec12 |
111117 |
99.40 |
100.10 |
96.46 |
96.92 |
-2.87 |
9,814 |
53,648 |
+1,214 |
Jan13 |
111117 |
96.52 |
96.52 |
96.52 |
96.52 |
-2.85 |
100 |
2,201 |
+0 |
Feb13 |
111117 |
96.10 |
96.10 |
96.10 |
96.10 |
-2.82 |
100 |
603 |
+0 |
Mar13 |
111117 |
95.70 |
95.70 |
95.70 |
95.70 |
-2.80 |
0 |
1,526 |
+0 |
Total Volume and Open Interest |
186,622 |
438,956 |
+2,197 |
US Dollar Index(ICE) |
Dec11 |
111117 |
78.580 |
78.690 |
78.135 |
78.490 |
+0.285 |
25,208 |
56,644 |
-295 |
Mar12 |
111117 |
79.000 |
79.000 |
78.545 |
78.880 |
+0.285 |
17 |
661 |
-6 |
Jun12 |
111117 |
79.320 |
79.320 |
79.320 |
79.320 |
+0.285 |
|
|
|
Total Volume and Open Interest |
25,225 |
57,305 |
-301 |
Australian Dollar(CME) |
Dec11 |
111117 |
100.38 |
101.10 |
99.38 |
99.47 |
-1.63 |
92,123 |
135,597 |
-1,427 |
Mar12 |
111117 |
99.36 |
100.14 |
98.50 |
98.53 |
-1.61 |
151 |
725 |
+28 |
Jun12 |
111117 |
97.85 |
99.43 |
97.85 |
97.85 |
-1.58 |
0 |
19 |
+0 |
Total Volume and Open Interest |
92,274 |
136,465 |
-1,399 |
British Pound(CME) |
Dec11 |
111117 |
157.23 |
158.10 |
156.86 |
157.51 |
-0.18 |
81,318 |
150,350 |
+1,382 |
Mar12 |
111117 |
157.00 |
157.92 |
157.00 |
157.38 |
-0.18 |
31 |
344 |
-1 |
Jun12 |
111117 |
157.27 |
157.44 |
157.27 |
157.27 |
-0.17 |
0 |
3 |
+0 |
Total Volume and Open Interest |
81,349 |
150,702 |
+1,381 |
Canadian Dollar(CME) |
Dec11 |
111117 |
97.59 |
98.00 |
97.06 |
97.19 |
-0.81 |
63,340 |
118,220 |
+764 |
Mar12 |
111117 |
97.30 |
97.84 |
96.95 |
97.03 |
-0.81 |
807 |
3,962 |
+343 |
Jun12 |
111117 |
97.43 |
97.74 |
96.95 |
96.95 |
-0.79 |
193 |
945 |
+107 |
Sep12 |
111117 |
97.39 |
97.70 |
96.90 |
96.90 |
-0.80 |
32 |
707 |
+27 |
Total Volume and Open Interest |
64,373 |
123,967 |
+1,242 |
Japanese Yen(CME) |
Dec11 |
111117 |
129.88 |
130.10 |
129.79 |
130.03 |
-0.02 |
65,001 |
141,226 |
+120 |
Mar12 |
111117 |
130.14 |
130.38 |
130.14 |
130.38 |
unch |
251 |
981 |
-5 |
Jun12 |
111117 |
130.80 |
130.80 |
130.76 |
130.80 |
+0.04 |
0 |
22 |
+0 |
Total Volume and Open Interest |
65,252 |
142,233 |
+115 |
Swiss Franc(CME) |
Dec11 |
111117 |
108.74 |
109.31 |
108.30 |
108.73 |
-0.37 |
20,705 |
29,545 |
+857 |
Mar12 |
111117 |
108.75 |
109.54 |
108.69 |
108.98 |
-0.36 |
20 |
652 |
-3 |
Jun12 |
111117 |
109.32 |
109.68 |
109.32 |
109.32 |
-0.36 |
0 |
5 |
+0 |
Total Volume and Open Interest |
20,725 |
30,206 |
+854 |
EuroFX(CME) |
Dec11 |
111117 |
134.57 |
135.40 |
134.20 |
134.64 |
-0.47 |
260,681 |
238,375 |
+1,243 |
Mar12 |
111117 |
134.40 |
135.48 |
134.40 |
134.78 |
-0.45 |
1,520 |
5,220 |
+804 |
Jun12 |
111117 |
135.50 |
135.55 |
134.65 |
134.89 |
-0.45 |
32 |
942 |
+22 |
Total Volume and Open Interest |
262,233 |
244,552 |
+2,069 |
Mexican Peso(CME) |
Dec11 |
111117 |
731.5 |
734.8 |
725.5 |
727.0 |
-7.8 |
23,069 |
97,304 |
-377 |
Jan12 |
111117 |
725.5 |
733.0 |
725.5 |
725.5 |
-7.5 |
0 |
95 |
+0 |
Total Volume and Open Interest |
23,071 |
105,696 |
-375 |
Brazilian Real(CME) |
Dec11 |
111117 |
561.70 |
563.40 |
557.25 |
559.60 |
-2.50 |
62 |
4,275 |
-47 |
Jan12 |
111117 |
556.20 |
556.20 |
556.20 |
556.20 |
-2.50 |
0 |
10,149 |
+0 |
Feb12 |
111117 |
552.75 |
552.75 |
552.75 |
552.75 |
-2.50 |
|
|
|
Mar12 |
111117 |
549.35 |
549.35 |
549.35 |
549.35 |
-2.50 |
63 |
33 |
+0 |
Total Volume and Open Interest |
125 |
29,783 |
-47 |
30-Year T-Bonds(CBOT) |
Dec11 |
111117 |
142~160 |
143~210 |
141~260 |
143~110 |
+1~070 |
314,568 |
620,582 |
-3,476 |
Mar12 |
111117 |
142~110 |
143~120 |
141~180 |
143~040 |
+1~100 |
5,522 |
13,828 |
+2,373 |
Jun12 |
111117 |
141~300 |
141~300 |
140~200 |
141~300 |
+1~100 |
0 |
6 |
+0 |
Total Volume and Open Interest |
320,090 |
634,416 |
-1,103 |
10-Year T-Notes(CBOT) |
Dec11 |
111117 |
130~225 |
130~310 |
130~085 |
130~265 |
+0~105 |
945,368 |
1,445,090 |
-13,677 |
Mar12 |
111117 |
129~315 |
130~085 |
129~180 |
130~045 |
+0~115 |
5,924 |
35,278 |
+3,733 |
Jun12 |
111117 |
129~045 |
129~045 |
128~250 |
129~045 |
+0~115 |
|
|
|
Total Volume and Open Interest |
951,292 |
1,480,368 |
-9,944 |
5-Year T-Notes(CBOT) |
Dec11 |
111117 |
123~019 |
123~030 |
122~112 |
123~023 |
+0~016 |
487,290 |
1,244,916 |
-13,632 |
Mar12 |
111117 |
122~100 |
122~112 |
122~073 |
122~109 |
+0~019 |
3,791 |
19,250 |
+1,066 |
Jun12 |
111117 |
122~005 |
122~005 |
121~114 |
122~005 |
+0~019 |
|
|
|
Total Volume and Open Interest |
491,081 |
1,264,166 |
-12,566 |
2 Year T-Notes(CBOT) |
Dec11 |
111117 |
110~024 |
110~029 |
110~016 |
110~020 |
-0~002 |
115,798 |
745,800 |
-3,938 |
Mar12 |
111117 |
110~028 |
110~031 |
110~021 |
110~024 |
-0~001 |
1,641 |
13,153 |
+592 |
Jun12 |
111117 |
109~120 |
109~121 |
109~120 |
109~120 |
-0~001 |
|
|
|
Total Volume and Open Interest |
117,439 |
758,953 |
-3,346 |
Eurodollars(CME) |
Dec11 |
111117 |
99.350 |
99.368 |
99.300 |
99.308 |
-0.050 |
208,517 |
1,066,933 |
+2,998 |
Mar12 |
111117 |
99.205 |
99.230 |
99.160 |
99.170 |
-0.055 |
261,099 |
931,102 |
-6,993 |
Jun12 |
111117 |
99.200 |
99.225 |
99.140 |
99.155 |
-0.060 |
209,587 |
1,130,492 |
+3,295 |
Sep12 |
111117 |
99.205 |
99.230 |
99.135 |
99.155 |
-0.060 |
215,571 |
766,406 |
-3,599 |
Dec12 |
111117 |
99.210 |
99.235 |
99.145 |
99.165 |
-0.055 |
222,622 |
808,393 |
+9,096 |
Mar13 |
111117 |
99.220 |
99.235 |
99.155 |
99.175 |
-0.050 |
169,467 |
824,617 |
-407 |
Jun13 |
111117 |
99.200 |
99.220 |
99.135 |
99.160 |
-0.045 |
112,930 |
568,540 |
+4,215 |
Sep13 |
111117 |
99.165 |
99.180 |
99.095 |
99.125 |
-0.040 |
102,417 |
463,697 |
-6,319 |
Dec13 |
111117 |
99.085 |
99.095 |
99.015 |
99.045 |
-0.030 |
100,394 |
490,173 |
+3,983 |
Mar14 |
111117 |
98.975 |
98.985 |
98.910 |
98.945 |
-0.020 |
62,747 |
325,404 |
+1,438 |
Jun14 |
111117 |
98.820 |
98.840 |
98.765 |
98.805 |
-0.005 |
53,187 |
284,652 |
+4,178 |
Sep14 |
111117 |
98.655 |
98.675 |
98.605 |
98.650 |
+0.010 |
51,170 |
183,908 |
+1,583 |
Dec14 |
111117 |
98.480 |
98.495 |
98.425 |
98.480 |
+0.025 |
40,193 |
171,870 |
+1,368 |
Mar15 |
111117 |
98.310 |
98.340 |
98.250 |
98.325 |
+0.040 |
24,357 |
120,380 |
+257 |
Jun15 |
111117 |
6.380 |
6.435 |
6.330 |
6.415 |
+0.050 |
21,269 |
112,251 |
-850 |
Sep15 |
111117 |
6.210 |
6.270 |
6.155 |
6.250 |
+0.060 |
17,049 |
83,438 |
-735 |
Dec15 |
111117 |
6.020 |
6.095 |
5.970 |
6.075 |
+0.070 |
12,917 |
50,186 |
-1,239 |
Mar16 |
111117 |
5.870 |
5.950 |
5.820 |
5.930 |
+0.080 |
11,576 |
48,086 |
-2,265 |
Total Volume and Open Interest |
1,926,818 |
8,620,542 |
+10,804 |
30 Day Federal Funds(CBOT) |
Nov11 |
111117 |
99.915 |
99.918 |
99.915 |
99.915 |
unch |
2,859 |
65,006 |
+873 |
Dec11 |
111117 |
99.920 |
99.920 |
99.905 |
99.920 |
unch |
1,324 |
62,148 |
-246 |
Jan12 |
111117 |
99.905 |
99.910 |
99.890 |
99.900 |
-0.010 |
1,795 |
58,291 |
+1,221 |
Feb12 |
111117 |
99.900 |
99.905 |
99.880 |
99.895 |
-0.010 |
1,034 |
44,982 |
+409 |
Mar12 |
111117 |
99.895 |
99.900 |
99.880 |
99.890 |
-0.010 |
1,100 |
30,469 |
-420 |
Apr12 |
111117 |
99.890 |
99.900 |
99.875 |
99.885 |
-0.015 |
372 |
33,943 |
-6 |
Total Volume and Open Interest |
17,045 |
598,935 |
+2,466 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111117 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.005 |
4 |
329 |
+1 |
Mar12 |
111117 |
99.668 |
99.668 |
99.668 |
99.668 |
-0.002 |
0 |
300 |
+0 |
Jun12 |
111117 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.003 |
|
|
|
Sep12 |
111117 |
99.668 |
99.668 |
99.668 |
99.668 |
-0.002 |
|
|
|
Dec12 |
111117 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar13 |
111117 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun13 |
111117 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111117 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Dec13 |
111117 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Mar14 |
111117 |
99.205 |
99.205 |
99.205 |
99.205 |
unch |
|
|
|
Total Volume and Open Interest |
4 |
629 |
+1 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111117 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
2,477 |
+0 |
Mar12 |
111117 |
99.65 |
99.67 |
99.65 |
99.67 |
0.00 |
0 |
1,954 |
+0 |
Jun12 |
111117 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
1,470 |
+0 |
Sep12 |
111117 |
99.66 |
99.67 |
99.66 |
99.67 |
0.00 |
0 |
710 |
+0 |
Dec12 |
111117 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
151 |
+0 |
Mar13 |
111117 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1 |
+0 |
Jun13 |
111117 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
Sep13 |
111117 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,765 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111117 |
143.00 |
143.14 |
142.81 |
143.05 |
+0.09 |
2,364 |
23,876 |
-138 |
Mar12 |
111117 |
142.43 |
142.48 |
142.43 |
142.48 |
+0.09 |
5 |
30 |
-5 |
Jun12 |
111117 |
140.39 |
140.39 |
140.39 |
140.39 |
+0.09 |
|
|
|
Total Volume and Open Interest |
2,369 |
23,906 |
-143 |
Euro-Bund(EUREX) |
Dec11 |
111117 |
138.23 |
138.79 |
137.19 |
137.32 |
-0.83 |
759,033 |
877,320 |
+3,183 |
Mar12 |
111117 |
138.53 |
139.04 |
137.48 |
137.53 |
-0.87 |
4,348 |
14,223 |
+604 |
Jun12 |
111117 |
137.12 |
137.12 |
137.12 |
137.12 |
-0.83 |
162 |
18 |
+0 |
Total Volume and Open Interest |
763,543 |
891,561 |
+3,787 |
Euro-Bobl(EUREX) |
Dec11 |
111117 |
123.56 |
123.82 |
123.00 |
123.12 |
-0.41 |
347,923 |
738,743 |
+15,967 |
Mar12 |
111117 |
123.83 |
124.15 |
123.43 |
123.43 |
-0.44 |
646 |
21,523 |
-546 |
Jun12 |
111117 |
123.27 |
123.27 |
123.27 |
123.27 |
-0.41 |
|
|
|
Total Volume and Open Interest |
348,569 |
760,266 |
+15,421 |
3-Mth Euribor(EUREX) |
Dec11 |
111117 |
98.630 |
98.630 |
98.605 |
98.605 |
-0.070 |
7 |
1,872 |
+4 |
Mar12 |
111117 |
98.840 |
98.840 |
98.745 |
98.745 |
-0.135 |
4 |
2,224 |
+4 |
Jun12 |
111117 |
98.860 |
98.860 |
98.790 |
98.790 |
-0.140 |
4 |
1,063 |
+0 |
Total Volume and Open Interest |
27 |
8,504 |
+12 |
Long Gilt(LIFFE) |
Dec11 |
111117 |
131~13 |
131~26 |
130~16 |
130~18 |
-0~21 |
116,623 |
301,948 |
+697 |
Mar12 |
111117 |
115~07 |
115~14 |
114~10 |
114~10 |
-0~21 |
2,342 |
19,588 |
-942 |
Total Volume and Open Interest |
118,965 |
321,536 |
-245 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111117 |
98.88 |
98.89 |
98.84 |
98.86 |
-0.03 |
32,617 |
346,434 |
-1,606 |
Mar12 |
111117 |
98.75 |
98.76 |
98.70 |
98.72 |
-0.05 |
30,451 |
372,595 |
-2,323 |
Jun12 |
111117 |
98.71 |
98.73 |
98.65 |
98.66 |
-0.08 |
35,959 |
218,266 |
-155 |
Sep12 |
111117 |
98.70 |
98.71 |
98.61 |
98.62 |
-0.10 |
35,718 |
228,040 |
-2,644 |
Dec12 |
111117 |
98.66 |
98.68 |
98.57 |
98.58 |
-0.11 |
45,230 |
195,667 |
-6,235 |
Mar13 |
111117 |
98.66 |
98.68 |
98.56 |
98.57 |
-0.11 |
30,386 |
207,626 |
+1,692 |
Total Volume and Open Interest |
296,843 |
2,084,509 |
-3,617 |
3-Mth Euribor(LIFFE) |
Dec11 |
111117 |
98.665 |
98.670 |
98.590 |
98.605 |
-0.070 |
154,852 |
759,811 |
+13,448 |
Mar12 |
111117 |
98.870 |
98.875 |
98.730 |
98.745 |
-0.135 |
99,349 |
526,882 |
-9,994 |
Jun12 |
111117 |
98.930 |
98.935 |
98.770 |
98.790 |
-0.140 |
65,464 |
370,331 |
-1,998 |
Total Volume and Open Interest |
632,898 |
3,510,946 |
+14,259 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111117 |
95.57 |
95.60 |
95.53 |
95.55 |
-0.02 |
10,557 |
189,622 |
-4,267 |
Mar12 |
111117 |
96.33 |
96.43 |
96.30 |
96.33 |
unch |
14,368 |
191,003 |
-1,403 |
Jun12 |
111117 |
96.63 |
96.71 |
96.57 |
96.61 |
unch |
12,813 |
143,047 |
+2,039 |
Sep12 |
111117 |
96.64 |
96.73 |
96.58 |
96.62 |
unch |
5,603 |
92,128 |
+1,409 |
Dec12 |
111117 |
96.51 |
96.56 |
96.44 |
96.48 |
unch |
2,847 |
54,486 |
+803 |
Mar13 |
111117 |
96.37 |
96.39 |
96.30 |
96.32 |
unch |
2,359 |
47,693 |
+1,453 |
Jun13 |
111117 |
96.25 |
96.25 |
96.16 |
96.17 |
-0.02 |
723 |
37,806 |
+572 |
Sep13 |
111117 |
96.15 |
96.15 |
96.04 |
96.05 |
-0.03 |
653 |
19,282 |
+632 |
Dec13 |
111117 |
96.00 |
96.00 |
95.92 |
95.94 |
-0.02 |
209 |
3,870 |
+169 |
Mar14 |
111117 |
95.91 |
95.91 |
95.81 |
95.81 |
-0.02 |
7 |
554 |
+7 |
Total Volume and Open Interest |
50,139 |
779,566 |
+1,414 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111117 |
95.98 |
96.00 |
95.87 |
95.91 |
-0.06 |
41,407 |
374,315 |
+9,048 |
Mar12 |
111117 |
95.91 |
95.91 |
95.91 |
95.91 |
-0.06 |
|
|
|
Total Volume and Open Interest |
41,407 |
374,315 |
+9,048 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111117 |
96.69 |
96.78 |
96.62 |
96.68 |
-0.01 |
135,923 |
555,301 |
+13,367 |
Mar12 |
111117 |
96.68 |
96.68 |
96.68 |
96.68 |
-0.01 |
|
|
|
Total Volume and Open Interest |
135,923 |
555,301 |
+13,367 |
Gold(CMX) |
Dec11 |
111117 |
1764.7 |
1768.0 |
1711.0 |
1720.2 |
-54.1 |
132,676 |
226,106 |
-5,481 |
Feb12 |
111117 |
1765.2 |
1770.5 |
1714.2 |
1722.9 |
-54.0 |
15,958 |
108,438 |
+7,376 |
Apr12 |
111117 |
1763.5 |
1772.7 |
1720.5 |
1725.4 |
-53.8 |
1,322 |
21,570 |
+878 |
Jun12 |
111117 |
1771.5 |
1772.9 |
1720.0 |
1727.5 |
-53.6 |
951 |
19,467 |
-226 |
Aug12 |
111117 |
1765.1 |
1765.1 |
1729.5 |
1729.5 |
-53.6 |
737 |
11,084 |
+433 |
Oct12 |
111117 |
1778.5 |
1778.5 |
1729.7 |
1732.2 |
-53.4 |
59 |
6,896 |
+19 |
Dec12 |
111117 |
1772.0 |
1781.1 |
1727.7 |
1734.9 |
-53.3 |
900 |
17,872 |
+76 |
Feb13 |
111117 |
1737.7 |
1737.7 |
1737.7 |
1737.7 |
-53.2 |
72 |
3,439 |
+42 |
Apr13 |
111117 |
1740.7 |
1740.7 |
1740.7 |
1740.7 |
-53.1 |
0 |
469 |
+0 |
Jun13 |
111117 |
1786.9 |
1787.0 |
1744.5 |
1744.5 |
-52.9 |
185 |
10,427 |
+15 |
Aug13 |
111117 |
1748.2 |
1748.2 |
1748.2 |
1748.2 |
-52.8 |
0 |
45 |
+0 |
Total Volume and Open Interest |
153,857 |
470,490 |
+3,313 |
Silver(CMX) |
Dec11 |
111117 |
3370.0 |
3398.0 |
3104.0 |
3149.7 |
-232.5 |
43,674 |
37,156 |
-1,998 |
Mar12 |
111117 |
3368.0 |
3400.5 |
3116.5 |
3156.9 |
-232.5 |
8,138 |
33,938 |
+985 |
May12 |
111117 |
3380.5 |
3384.5 |
3140.5 |
3160.6 |
-232.5 |
796 |
4,909 |
-27 |
Jul12 |
111117 |
3373.0 |
3373.0 |
3120.5 |
3163.9 |
-232.4 |
274 |
3,392 |
+182 |
Sep12 |
111117 |
3167.5 |
3167.5 |
3139.0 |
3166.8 |
-232.4 |
195 |
1,739 |
+10 |
Dec12 |
111117 |
3326.0 |
3335.0 |
3144.5 |
3170.3 |
-232.2 |
442 |
13,448 |
+64 |
Mar13 |
111117 |
3165.5 |
3165.5 |
3165.5 |
3165.5 |
-231.9 |
0 |
1,086 |
+0 |
Total Volume and Open Interest |
54,179 |
110,513 |
-650 |
Platinum(NYMEX) |
Jan12 |
111117 |
1627.9 |
1628.3 |
1579.0 |
1581.1 |
-50.1 |
5,031 |
34,566 |
-208 |
Apr12 |
111117 |
1616.4 |
1616.4 |
1584.5 |
1584.5 |
-50.1 |
160 |
3,623 |
-118 |
Jul12 |
111117 |
1628.6 |
1628.6 |
1587.8 |
1587.8 |
-50.1 |
144 |
306 |
+134 |
Oct12 |
111117 |
1591.4 |
1591.4 |
1591.4 |
1591.4 |
-50.1 |
2 |
55 |
+2 |
Total Volume and Open Interest |
5,337 |
38,552 |
-190 |
Palladium(NYMEX) |
Dec11 |
111117 |
647.25 |
651.00 |
601.25 |
603.70 |
-50.75 |
2,299 |
12,442 |
-394 |
Mar12 |
111117 |
647.60 |
648.50 |
604.00 |
605.80 |
+604.61 |
917 |
6,261 |
+401 |
Jun12 |
111117 |
607.05 |
607.05 |
607.05 |
607.05 |
+604.61 |
140 |
144 |
+140 |
Total Volume and Open Interest |
3,356 |
18,847 |
+147 |
Copper(CMX) |
Dec11 |
111117 |
346.70 |
349.20 |
335.70 |
338.25 |
-10.20 |
38,961 |
37,364 |
-1,659 |
Mar12 |
111117 |
348.85 |
350.90 |
337.60 |
340.10 |
-10.20 |
7,073 |
57,648 |
+1,358 |
May12 |
111117 |
350.45 |
350.45 |
339.00 |
341.25 |
-10.20 |
366 |
15,502 |
-70 |
Jul12 |
111117 |
346.60 |
346.60 |
339.50 |
342.05 |
-10.20 |
999 |
5,709 |
+46 |
Sep12 |
111117 |
342.50 |
342.50 |
342.50 |
342.50 |
-10.10 |
33 |
2,214 |
+6 |
Total Volume and Open Interest |
48,851 |
129,991 |
-340 |
DJIA Index(CBOT) |
Dec11 |
111117 |
11835 |
11922 |
11652 |
11739 |
-106 |
266 |
16,422 |
-3,039 |
Mar12 |
111117 |
11640 |
11669 |
11640 |
11669 |
-106 |
0 |
403 |
+0 |
Jun12 |
111117 |
11602 |
11708 |
11602 |
11602 |
-106 |
0 |
400 |
+0 |
Sep12 |
111117 |
11539 |
11645 |
11539 |
11539 |
-106 |
|
|
|
Total Volume and Open Interest |
266 |
17,225 |
-3,039 |
E-mini DJIA Index(CBOT) |
Dec11 |
111117 |
11849 |
11931 |
11643 |
11739 |
-106 |
119,079 |
90,804 |
-379 |
Mar12 |
111117 |
11745 |
11788 |
11592 |
11669 |
-106 |
16 |
213 |
+1 |
Jun12 |
111117 |
11602 |
11602 |
11602 |
11602 |
-106 |
1 |
6 |
+1 |
Sep12 |
111117 |
11539 |
11539 |
11539 |
11539 |
-106 |
0 |
13 |
+0 |
Total Volume and Open Interest |
119,096 |
91,036 |
-377 |
S & P 500(CME) |
Dec11 |
111117 |
1230.90 |
1241.60 |
1206.50 |
1214.80 |
-16.20 |
17,004 |
288,106 |
+7,560 |
Mar12 |
111117 |
1223.70 |
1228.00 |
1201.00 |
1208.90 |
-16.10 |
1,258 |
15,370 |
+896 |
Jun12 |
111117 |
1203.90 |
1223.00 |
1196.00 |
1203.90 |
-16.10 |
51 |
1,789 |
+36 |
Sep12 |
111117 |
1198.60 |
1217.70 |
1190.70 |
1198.60 |
-16.10 |
0 |
2 |
+0 |
Total Volume and Open Interest |
18,321 |
305,369 |
+8,484 |
S & P 500 E-Mini(Globex) |
Dec11 |
111117 |
1231.25 |
1241.75 |
1206.50 |
1214.75 |
-16.25 |
2,243,400 |
2,924,905 |
+111 |
Mar12 |
111117 |
1225.75 |
1235.50 |
1201.25 |
1209.00 |
-16.00 |
2,567 |
36,247 |
+1,279 |
Total Volume and Open Interest |
2,245,970 |
2,962,579 |
+1,391 |
NASDAQ 100(CME) |
Dec11 |
111117 |
2310.00 |
2332.30 |
2255.00 |
2268.30 |
-45.50 |
1,422 |
32,561 |
+1,137 |
Mar12 |
111117 |
2264.00 |
2266.00 |
2255.00 |
2264.00 |
-45.50 |
40 |
110 |
+40 |
Jun12 |
111117 |
2261.00 |
2263.00 |
2261.00 |
2261.00 |
-45.50 |
|
|
|
Total Volume and Open Interest |
1,462 |
32,671 |
+1,177 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111117 |
2314.30 |
2332.80 |
2256.00 |
2268.30 |
-45.50 |
257,276 |
345,477 |
+16,962 |
Mar12 |
111117 |
2304.00 |
2328.80 |
2254.00 |
2264.00 |
-45.50 |
40 |
1,163 |
+3 |
Total Volume and Open Interest |
257,316 |
346,653 |
+16,965 |
S & P Midcap 400(CME) |
Dec11 |
111117 |
859.90 |
877.00 |
859.90 |
859.90 |
-14.80 |
419 |
6,142 |
+528 |
Mar12 |
111117 |
857.50 |
857.50 |
857.50 |
857.50 |
-14.80 |
|
|
|
Jun12 |
111117 |
855.50 |
855.50 |
855.50 |
855.50 |
-14.80 |
|
|
|
Total Volume and Open Interest |
419 |
6,142 |
+528 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111117 |
8410 |
8490 |
8365 |
8390 |
unch |
5,072 |
29,983 |
+682 |
Mar12 |
111117 |
8495 |
8495 |
8385 |
8390 |
-5 |
1 |
58 |
-1 |
Total Volume and Open Interest |
5,073 |
30,041 |
+681 |
Nikkei 225(SGX) |
Dec11 |
111117 |
8455 |
8530 |
8405 |
8465 |
+10 |
74,249 |
227,817 |
-3,745 |
Mar12 |
111117 |
8460 |
8500 |
8400 |
8455 |
+15 |
100 |
18,607 |
+18 |
Jun12 |
111117 |
8380 |
8380 |
8380 |
8380 |
+15 |
0 |
19 |
+0 |
Total Volume and Open Interest |
74,363 |
251,775 |
-3,713 |
CAC 40(EURONEXT) |
Nov11 |
111117 |
3040.5 |
3065.0 |
2965.0 |
3007.0 |
-56.5 |
183,409 |
293,589 |
+25,953 |
Dec11 |
111117 |
3038.0 |
3062.5 |
2963.0 |
3004.5 |
-57.0 |
76,811 |
117,204 |
+57,065 |
Jan12 |
111117 |
2998.5 |
2998.5 |
2998.5 |
2998.5 |
-59.5 |
|
|
|
Total Volume and Open Interest |
260,221 |
410,805 |
+83,018 |
Hang Seng Index(HKFE) |
Nov11 |
111117 |
18511 |
18919 |
18511 |
18873 |
-15 |
63,595 |
79,444 |
-1,172 |
Dec11 |
111117 |
18512 |
18909 |
18510 |
18864 |
-13 |
1,625 |
12,172 |
+273 |
Total Volume and Open Interest |
65,653 |
94,126 |
-787 |
DAX(EUREX) |
Dec11 |
111117 |
5870.0 |
5927.0 |
5760.0 |
5849.0 |
-76.5 |
202,978 |
157,579 |
-330 |
Mar12 |
111117 |
5889.5 |
5935.0 |
5775.0 |
5860.0 |
-76.0 |
283 |
7,473 |
-78 |
Jun12 |
111117 |
5914.0 |
5929.5 |
5818.0 |
5878.5 |
-76.0 |
37 |
2,338 |
-2 |
Total Volume and Open Interest |
203,298 |
167,390 |
-410 |
FT-SE 100(EURONEXT) |
Dec11 |
111117 |
5439.50 |
5500.00 |
5337.50 |
5413.00 |
-97.00 |
142,244 |
622,004 |
+1,318 |
Mar12 |
111117 |
5445.00 |
5445.00 |
5359.50 |
5378.50 |
-97.00 |
585 |
7,388 |
+184 |
Jun12 |
111117 |
5341.50 |
5341.50 |
5341.50 |
5341.50 |
-97.50 |
0 |
500 |
+0 |
Total Volume and Open Interest |
142,829 |
629,892 |
+1,502 |
SPI 200(SFE) |
Dec11 |
111117 |
4257.0 |
4321.0 |
4239.0 |
4259.0 |
-9.0 |
39,559 |
208,741 |
+2,694 |
Mar12 |
111117 |
4256.0 |
4303.0 |
4239.0 |
4239.0 |
-13.0 |
182 |
3,052 |
+170 |
Jun12 |
111117 |
4248.0 |
4248.0 |
4248.0 |
4248.0 |
-10.0 |
89 |
1,395 |
+25 |
Total Volume and Open Interest |
42,896 |
219,784 |
+5,315 |
GSCI(CME) |
Dec11 |
111117 |
664.00 |
667.00 |
651.30 |
651.80 |
-20.20 |
195 |
8,095 |
+70 |
Jan12 |
111117 |
664.50 |
664.50 |
651.50 |
651.50 |
-19.50 |
2 |
0 |
+0 |
Feb12 |
111117 |
651.50 |
651.50 |
651.50 |
651.50 |
-19.50 |
|
|
|
Total Volume and Open Interest |
197 |
8,095 |
-765 |
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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