|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed September 28, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
110928 |
1260.50 |
1261.25 |
1221.25 |
1223.50 |
-39.50 |
112,498 |
288,052 |
-3,854 |
Jan12 |
110928 |
1272.50 |
1273.00 |
1233.00 |
1235.50 |
-39.50 |
25,790 |
91,384 |
+3,126 |
Mar12 |
110928 |
1280.75 |
1280.75 |
1241.50 |
1243.75 |
-38.75 |
10,061 |
51,939 |
-291 |
May12 |
110928 |
1285.00 |
1285.25 |
1247.75 |
1249.75 |
-38.00 |
7,010 |
59,995 |
+50 |
Jul12 |
110928 |
1294.25 |
1295.25 |
1256.25 |
1258.50 |
-36.75 |
6,924 |
38,957 |
+388 |
Aug12 |
110928 |
1252.00 |
1287.00 |
1252.00 |
1252.00 |
-35.00 |
22 |
480 |
+3 |
Sep12 |
110928 |
1240.00 |
1272.00 |
1240.00 |
1240.00 |
-32.00 |
21 |
330 |
+0 |
Nov12 |
110928 |
1259.75 |
1259.75 |
1229.50 |
1231.50 |
-30.00 |
4,429 |
31,628 |
-304 |
Jan13 |
110928 |
1259.00 |
1260.00 |
1239.50 |
1239.50 |
-29.75 |
9 |
10,203 |
-1 |
Mar13 |
110928 |
1254.00 |
1274.00 |
1246.00 |
1246.00 |
-28.00 |
14 |
149 |
+6 |
May13 |
110928 |
1250.00 |
1278.00 |
1250.00 |
1250.00 |
-28.00 |
0 |
48 |
+0 |
Jul13 |
110928 |
1257.25 |
1282.75 |
1254.50 |
1254.50 |
-28.25 |
30 |
227 |
+20 |
Aug13 |
110928 |
1248.50 |
1271.50 |
1248.50 |
1248.50 |
-23.00 |
|
|
|
Sep13 |
110928 |
1232.50 |
1255.50 |
1232.50 |
1232.50 |
-23.00 |
|
|
|
Total Volume and Open Interest |
166,826 |
574,756 |
-865 |
Soybean Meal(CBOT) |
Oct11 |
110928 |
326.80 |
326.90 |
314.60 |
315.40 |
-11.20 |
18,163 |
12,177 |
-3,281 |
Dec11 |
110928 |
330.70 |
331.10 |
319.00 |
319.90 |
-10.60 |
56,616 |
102,943 |
-3,435 |
Jan12 |
110928 |
332.90 |
332.90 |
321.70 |
322.40 |
-10.50 |
7,062 |
15,970 |
+1,454 |
Mar12 |
110928 |
336.70 |
336.90 |
326.00 |
326.80 |
-9.90 |
5,205 |
13,077 |
+1,450 |
May12 |
110928 |
338.20 |
338.20 |
328.20 |
329.00 |
-9.20 |
2,775 |
13,126 |
-84 |
Jul12 |
110928 |
340.80 |
341.00 |
331.60 |
332.30 |
-8.50 |
1,507 |
10,334 |
-45 |
Aug12 |
110928 |
340.20 |
340.20 |
332.00 |
332.30 |
-7.90 |
316 |
1,469 |
+82 |
Sep12 |
110928 |
339.20 |
339.20 |
330.30 |
330.30 |
-7.20 |
270 |
1,655 |
+57 |
Oct12 |
110928 |
331.10 |
332.00 |
325.30 |
325.30 |
-6.70 |
161 |
1,475 |
+51 |
Dec12 |
110928 |
331.70 |
332.50 |
327.30 |
327.30 |
-5.70 |
730 |
4,757 |
+146 |
Total Volume and Open Interest |
92,845 |
177,578 |
-3,580 |
Soybean Oil(CBOT) |
Oct11 |
110928 |
52.58 |
52.75 |
51.34 |
51.55 |
-1.02 |
13,941 |
15,361 |
-2,445 |
Dec11 |
110928 |
52.80 |
52.96 |
51.50 |
51.76 |
-1.02 |
70,931 |
145,950 |
-1,956 |
Jan12 |
110928 |
53.09 |
53.19 |
51.78 |
52.02 |
-1.02 |
9,515 |
33,081 |
+108 |
Mar12 |
110928 |
53.36 |
53.46 |
52.00 |
52.24 |
-1.07 |
5,791 |
35,323 |
+945 |
May12 |
110928 |
53.47 |
53.49 |
52.13 |
52.33 |
-1.09 |
2,620 |
21,696 |
-111 |
Jul12 |
110928 |
53.58 |
53.64 |
52.24 |
52.45 |
-1.08 |
2,644 |
15,171 |
+499 |
Aug12 |
110928 |
53.21 |
53.21 |
52.40 |
52.40 |
-1.10 |
287 |
2,458 |
-38 |
Sep12 |
110928 |
53.55 |
53.55 |
52.30 |
52.30 |
-1.10 |
219 |
2,087 |
-9 |
Oct12 |
110928 |
52.66 |
53.15 |
52.05 |
52.05 |
-1.10 |
150 |
2,108 |
-8 |
Dec12 |
110928 |
52.50 |
53.03 |
51.76 |
51.91 |
-1.12 |
922 |
7,792 |
+38 |
Total Volume and Open Interest |
107,020 |
281,028 |
-2,977 |
Canola(WCE) |
Nov11 |
110928 |
534.9 |
539.7 |
526.5 |
528.4 |
-6.5 |
9,948 |
71,437 |
-459 |
Jan12 |
110928 |
546.0 |
549.9 |
536.8 |
538.9 |
-6.2 |
3,098 |
61,488 |
+1,117 |
Mar12 |
110928 |
554.4 |
558.6 |
546.4 |
546.6 |
-7.8 |
1,901 |
22,458 |
-285 |
May12 |
110928 |
561.1 |
565.3 |
553.7 |
553.7 |
-6.3 |
1,086 |
12,986 |
-154 |
Jul12 |
110928 |
565.0 |
569.5 |
558.0 |
558.0 |
-6.3 |
79 |
5,318 |
-7 |
Total Volume and Open Interest |
16,417 |
183,704 |
+334 |
Corn(CBOT) |
Dec11 |
110928 |
650.00 |
650.75 |
628.75 |
630.75 |
-21.50 |
187,261 |
622,041 |
-4,477 |
Mar12 |
110928 |
664.00 |
666.00 |
642.50 |
644.00 |
-21.75 |
45,074 |
236,098 |
+1,441 |
May12 |
110928 |
671.50 |
671.50 |
650.00 |
651.75 |
-21.50 |
12,722 |
66,857 |
+886 |
Jul12 |
110928 |
675.00 |
676.00 |
654.75 |
656.50 |
-21.50 |
22,218 |
97,476 |
+1,316 |
Sep12 |
110928 |
625.75 |
625.75 |
608.00 |
608.00 |
-17.75 |
1,726 |
22,163 |
-23 |
Dec12 |
110928 |
599.00 |
600.50 |
580.00 |
581.25 |
-19.00 |
10,914 |
105,991 |
+131 |
Mar13 |
110928 |
607.50 |
610.75 |
592.00 |
592.00 |
-18.75 |
96 |
28,769 |
+6 |
May13 |
110928 |
614.75 |
616.75 |
598.50 |
598.50 |
-18.25 |
45 |
891 |
+2 |
Jul13 |
110928 |
620.00 |
621.75 |
603.50 |
603.50 |
-18.25 |
70 |
1,151 |
-16 |
Sep13 |
110928 |
577.25 |
593.25 |
577.25 |
577.25 |
-16.00 |
0 |
221 |
+0 |
Total Volume and Open Interest |
280,314 |
1,194,151 |
-772 |
Wheat(CBOT) |
Dec11 |
110928 |
655.00 |
657.50 |
635.00 |
638.75 |
-19.50 |
47,767 |
223,252 |
-569 |
Mar12 |
110928 |
690.50 |
691.00 |
668.75 |
671.75 |
-20.25 |
6,789 |
82,864 |
+678 |
May12 |
110928 |
704.50 |
707.75 |
685.00 |
687.00 |
-20.75 |
1,883 |
25,352 |
+127 |
Jul12 |
110928 |
707.75 |
712.00 |
689.75 |
691.75 |
-20.25 |
2,496 |
55,211 |
-489 |
Sep12 |
110928 |
727.25 |
727.75 |
708.25 |
708.25 |
-19.50 |
253 |
3,144 |
-31 |
Dec12 |
110928 |
743.50 |
747.50 |
728.25 |
728.25 |
-19.25 |
726 |
26,852 |
-126 |
Total Volume and Open Interest |
60,032 |
420,106 |
-394 |
Wheat(KCBT) |
Dec11 |
110928 |
750.75 |
751.25 |
724.25 |
726.75 |
-26.25 |
11,147 |
85,489 |
+28 |
Mar12 |
110928 |
765.00 |
766.25 |
739.25 |
741.50 |
-26.50 |
3,197 |
36,798 |
+784 |
May12 |
110928 |
767.25 |
771.75 |
746.75 |
748.25 |
-25.00 |
450 |
5,408 |
+84 |
Jul12 |
110928 |
769.75 |
770.25 |
745.50 |
748.00 |
-24.00 |
1,248 |
27,142 |
-43 |
Sep12 |
110928 |
773.25 |
777.50 |
759.00 |
759.00 |
-23.00 |
77 |
1,708 |
+13 |
Dec12 |
110928 |
796.00 |
796.50 |
777.00 |
777.00 |
-22.00 |
46 |
1,767 |
+10 |
Total Volume and Open Interest |
16,169 |
158,592 |
+876 |
Wheat(MGE) |
Dec11 |
110928 |
869.25 |
871.50 |
850.00 |
861.25 |
-8.00 |
2,262 |
18,248 |
-314 |
Mar12 |
110928 |
843.75 |
847.50 |
828.50 |
831.75 |
-15.50 |
1,161 |
12,001 |
+259 |
May12 |
110928 |
838.50 |
841.75 |
822.75 |
823.75 |
-19.50 |
421 |
4,211 |
-1 |
Jul12 |
110928 |
831.25 |
835.75 |
816.50 |
817.75 |
-19.75 |
294 |
4,879 |
-87 |
Sep12 |
110928 |
810.00 |
811.25 |
798.00 |
798.00 |
-17.75 |
169 |
1,938 |
+28 |
Total Volume and Open Interest |
4,377 |
42,981 |
-136 |
Oats(CBOT) |
Dec11 |
110928 |
333.75 |
336.50 |
326.25 |
329.50 |
-5.00 |
1,153 |
12,649 |
-158 |
Mar12 |
110928 |
342.25 |
345.50 |
337.50 |
340.50 |
-5.00 |
343 |
1,904 |
+113 |
May12 |
110928 |
351.00 |
353.50 |
345.50 |
348.00 |
-5.50 |
30 |
160 |
+29 |
Jul12 |
110928 |
354.00 |
359.50 |
354.00 |
354.00 |
-5.50 |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,526 |
14,756 |
-16 |
Rough Rice(CBOT) |
Nov11 |
110928 |
16.40 |
16.48 |
16.25 |
16.28 |
-0.07 |
963 |
12,060 |
-250 |
Jan12 |
110928 |
16.65 |
16.76 |
16.55 |
16.58 |
-0.07 |
334 |
3,168 |
+133 |
Mar12 |
110928 |
16.92 |
17.00 |
16.86 |
16.88 |
-0.08 |
218 |
1,436 |
+134 |
May12 |
110928 |
17.24 |
17.28 |
17.14 |
17.15 |
-0.08 |
23 |
173 |
+14 |
Total Volume and Open Interest |
1,541 |
16,995 |
+34 |
Live Cattle(CME) |
Oct11 |
110928 |
120.200 |
121.300 |
119.930 |
120.400 |
-0.200 |
11,531 |
41,530 |
-1,622 |
Dec11 |
110928 |
120.200 |
121.680 |
120.135 |
120.850 |
+0.200 |
25,455 |
147,298 |
+2,027 |
Feb12 |
110928 |
122.950 |
123.980 |
122.600 |
123.035 |
-0.265 |
9,031 |
66,256 |
+739 |
Apr12 |
110928 |
125.900 |
126.830 |
125.250 |
125.730 |
-0.405 |
5,726 |
46,716 |
+650 |
Jun12 |
110928 |
123.300 |
123.900 |
122.385 |
122.650 |
-0.850 |
2,727 |
20,394 |
+495 |
Aug12 |
110928 |
123.800 |
124.600 |
123.000 |
123.700 |
-0.730 |
719 |
3,503 |
+123 |
Total Volume and Open Interest |
55,552 |
327,627 |
+2,555 |
Feeder Cattle(CME) |
Sep11 |
110928 |
132.400 |
132.850 |
132.380 |
132.650 |
+0.050 |
932 |
1,936 |
-500 |
Oct11 |
110928 |
139.300 |
140.235 |
139.075 |
139.630 |
+0.095 |
3,651 |
9,408 |
-48 |
Nov11 |
110928 |
141.900 |
142.700 |
141.450 |
141.935 |
+0.085 |
5,643 |
14,344 |
+919 |
Jan12 |
110928 |
143.630 |
144.850 |
143.600 |
144.235 |
+0.200 |
2,316 |
6,709 |
+893 |
Mar12 |
110928 |
144.150 |
145.100 |
144.130 |
144.600 |
+0.050 |
653 |
2,539 |
+268 |
Apr12 |
110928 |
145.200 |
145.700 |
144.650 |
145.075 |
-0.125 |
170 |
695 |
+29 |
May12 |
110928 |
145.000 |
145.750 |
144.900 |
145.200 |
-0.250 |
182 |
594 |
+45 |
Total Volume and Open Interest |
13,638 |
36,693 |
+1,660 |
Lean Hogs(CME) |
Oct11 |
110928 |
88.700 |
88.980 |
87.650 |
88.785 |
+0.150 |
7,942 |
24,165 |
-2,738 |
Dec11 |
110928 |
83.385 |
84.150 |
81.885 |
83.480 |
unch |
15,289 |
107,835 |
+126 |
Feb12 |
110928 |
88.535 |
89.150 |
86.450 |
87.700 |
-0.750 |
4,454 |
51,335 |
+224 |
Apr12 |
110928 |
91.450 |
92.285 |
89.750 |
91.000 |
-0.750 |
2,998 |
33,140 |
+611 |
May12 |
110928 |
96.150 |
96.150 |
95.050 |
95.400 |
-0.500 |
62 |
1,267 |
+19 |
Jun12 |
110928 |
98.930 |
99.000 |
96.330 |
98.000 |
-0.680 |
1,389 |
16,689 |
+725 |
Jul12 |
110928 |
97.650 |
97.980 |
95.500 |
97.080 |
-0.455 |
294 |
5,235 |
+149 |
Aug12 |
110928 |
96.135 |
96.200 |
93.635 |
94.900 |
-1.100 |
653 |
3,931 |
+318 |
Total Volume and Open Interest |
33,487 |
246,411 |
-314 |
Class III Milk(CME) |
Sep11 |
110928 |
18.99 |
19.00 |
18.98 |
19.00 |
unch |
91 |
6,170 |
-25 |
Oct11 |
110928 |
17.36 |
17.38 |
17.15 |
17.21 |
-0.17 |
467 |
5,558 |
-10 |
Nov11 |
110928 |
16.99 |
17.01 |
16.55 |
16.64 |
-0.37 |
564 |
5,045 |
+25 |
Dec11 |
110928 |
16.78 |
16.85 |
16.54 |
16.59 |
-0.22 |
386 |
4,732 |
+148 |
Jan12 |
110928 |
16.62 |
16.67 |
16.51 |
16.54 |
-0.08 |
163 |
2,160 |
+85 |
Total Volume and Open Interest |
2,221 |
35,338 |
+492 |
Cocoa(ICE) |
Dec11 |
110928 |
2708 |
2708 |
2630 |
2664 |
-57 |
11,159 |
72,478 |
+228 |
Mar12 |
110928 |
2722 |
2725 |
2670 |
2703 |
-55 |
2,869 |
57,506 |
-52 |
May12 |
110928 |
2734 |
2739 |
2685 |
2718 |
-55 |
669 |
18,950 |
+137 |
Jul12 |
110928 |
2736 |
2747 |
2707 |
2733 |
-55 |
208 |
8,960 |
+92 |
Sep12 |
110928 |
2750 |
2762 |
2750 |
2750 |
-55 |
266 |
10,446 |
+88 |
Dec12 |
110928 |
2768 |
2780 |
2740 |
2766 |
-55 |
116 |
8,953 |
-35 |
Mar13 |
110928 |
2781 |
2781 |
2781 |
2781 |
-54 |
0 |
2,595 |
+0 |
Total Volume and Open Interest |
15,287 |
181,905 |
+458 |
Coffee "C"(ICE) |
Dec11 |
110928 |
241.05 |
244.20 |
232.85 |
233.50 |
-7.35 |
14,748 |
67,886 |
-429 |
Mar12 |
110928 |
243.55 |
246.80 |
236.15 |
236.80 |
-7.15 |
2,398 |
27,195 |
+566 |
May12 |
110928 |
245.50 |
248.15 |
237.80 |
238.50 |
-6.70 |
932 |
10,798 |
+95 |
Jul12 |
110928 |
241.75 |
243.75 |
238.95 |
239.05 |
-5.95 |
231 |
3,481 |
-4 |
Sep12 |
110928 |
240.95 |
240.95 |
238.10 |
238.30 |
-5.65 |
123 |
3,162 |
+50 |
Dec12 |
110928 |
238.90 |
238.90 |
236.45 |
236.45 |
-5.35 |
69 |
2,178 |
-41 |
Total Volume and Open Interest |
18,522 |
115,239 |
+247 |
Orange Juice(ICE) |
Nov11 |
110928 |
150.90 |
152.10 |
149.65 |
151.15 |
-0.30 |
1,154 |
16,485 |
-541 |
Jan12 |
110928 |
149.40 |
150.00 |
147.90 |
149.30 |
-0.40 |
362 |
4,308 |
+436 |
Mar12 |
110928 |
149.95 |
149.95 |
148.50 |
149.70 |
-0.60 |
217 |
2,163 |
+124 |
May12 |
110928 |
149.10 |
149.60 |
149.00 |
149.60 |
-0.60 |
0 |
758 |
+0 |
Jul12 |
110928 |
148.15 |
149.85 |
148.15 |
149.85 |
-0.60 |
0 |
293 |
+0 |
Sep12 |
110928 |
149.65 |
149.65 |
149.65 |
149.65 |
-0.60 |
0 |
47 |
+0 |
Total Volume and Open Interest |
1,734 |
24,064 |
+18 |
Sugar #11(ICE) |
Oct11 |
110928 |
26.25 |
26.91 |
25.60 |
25.68 |
-0.36 |
28,886 |
22,078 |
-7,451 |
Mar12 |
110928 |
24.79 |
25.40 |
24.26 |
24.30 |
-0.40 |
43,723 |
249,164 |
-2,709 |
May12 |
110928 |
24.07 |
24.70 |
23.66 |
23.71 |
-0.25 |
5,689 |
63,770 |
-85 |
Jul12 |
110928 |
23.50 |
24.12 |
23.11 |
23.18 |
-0.18 |
3,342 |
62,911 |
-648 |
Oct12 |
110928 |
23.29 |
23.75 |
22.91 |
22.97 |
-0.09 |
913 |
35,318 |
+8 |
Total Volume and Open Interest |
83,228 |
483,737 |
-10,998 |
London Cocoa(LCE) |
Dec11 |
110928 |
1742 |
1748 |
1715 |
1730 |
-29 |
5,818 |
86,922 |
-156 |
Mar12 |
110928 |
1770 |
1773 |
1745 |
1760 |
-30 |
3,462 |
47,036 |
+344 |
May12 |
110928 |
1787 |
1789 |
1762 |
1778 |
-30 |
1,233 |
15,090 |
+32 |
Jul12 |
110928 |
1799 |
1804 |
1779 |
1794 |
-29 |
463 |
15,190 |
-116 |
Sep12 |
110928 |
1811 |
1811 |
1791 |
1806 |
-30 |
209 |
12,058 |
-49 |
Dec12 |
110928 |
1830 |
1830 |
1807 |
1820 |
-33 |
60 |
10,050 |
-7 |
Mar13 |
110928 |
1842 |
1842 |
1816 |
1837 |
-32 |
0 |
2,317 |
+0 |
Total Volume and Open Interest |
11,245 |
188,663 |
+48 |
London Sugar(LCE) |
Dec11 |
110928 |
655.80 |
659.40 |
642.20 |
643.80 |
-4.70 |
3,834 |
19,428 |
+425 |
Mar12 |
110928 |
640.80 |
643.50 |
627.10 |
629.90 |
-3.50 |
2,177 |
11,185 |
+119 |
May12 |
110928 |
635.40 |
639.40 |
623.70 |
625.50 |
-3.80 |
444 |
4,936 |
+1 |
Aug12 |
110928 |
628.30 |
628.30 |
616.10 |
618.10 |
-5.90 |
397 |
3,358 |
-85 |
Oct12 |
110928 |
621.00 |
621.00 |
612.50 |
613.60 |
-5.60 |
299 |
2,020 |
+241 |
Total Volume and Open Interest |
7,374 |
41,691 |
+858 |
Cotton(ICE) |
Oct11 |
110928 |
98.04 |
98.33 |
98.04 |
98.33 |
-0.52 |
2 |
58 |
-140 |
Dec11 |
110928 |
100.14 |
101.00 |
99.16 |
99.53 |
-0.62 |
6,686 |
83,767 |
-109 |
Mar12 |
110928 |
97.00 |
97.70 |
96.07 |
96.67 |
-0.41 |
1,924 |
41,842 |
+558 |
May12 |
110928 |
95.72 |
96.50 |
94.89 |
95.60 |
-0.31 |
256 |
6,522 |
+131 |
Jul12 |
110928 |
95.60 |
95.71 |
94.91 |
95.26 |
-0.06 |
38 |
11,223 |
-24 |
Oct12 |
110928 |
94.42 |
94.42 |
94.42 |
94.42 |
-0.88 |
0 |
3 |
+0 |
Total Volume and Open Interest |
8,910 |
147,661 |
+414 |
Lumber(CME) |
Nov11 |
110928 |
228.2 |
230.0 |
223.5 |
224.3 |
-3.5 |
1,124 |
6,041 |
+248 |
Jan12 |
110928 |
250.1 |
250.9 |
245.0 |
247.5 |
-3.3 |
331 |
2,439 |
+23 |
Mar12 |
110928 |
266.1 |
266.1 |
262.6 |
263.6 |
-5.2 |
109 |
725 |
+37 |
May12 |
110928 |
273.0 |
273.0 |
273.0 |
273.0 |
-1.0 |
6 |
132 |
-5 |
Total Volume and Open Interest |
1,574 |
9,359 |
+303 |
Crude Oil(NYM) |
Nov11 |
110928 |
83.76 |
84.62 |
80.49 |
81.21 |
-3.24 |
313,568 |
302,877 |
-4,449 |
Dec11 |
110928 |
83.84 |
84.84 |
80.75 |
81.46 |
-3.22 |
87,081 |
206,499 |
+1,131 |
Jan12 |
110928 |
83.94 |
85.11 |
81.10 |
81.73 |
-3.21 |
31,384 |
117,220 |
+4,741 |
Feb12 |
110928 |
84.41 |
85.28 |
81.47 |
82.00 |
-3.17 |
14,444 |
35,447 |
+473 |
Mar12 |
110928 |
84.43 |
85.41 |
81.64 |
82.28 |
-3.10 |
14,877 |
43,955 |
-909 |
Apr12 |
110928 |
84.60 |
85.72 |
82.00 |
82.55 |
-3.04 |
5,692 |
25,987 |
-189 |
May12 |
110928 |
84.65 |
86.02 |
82.84 |
82.85 |
-2.97 |
5,085 |
25,199 |
+163 |
Jun12 |
110928 |
84.89 |
86.29 |
82.40 |
83.15 |
-2.91 |
17,787 |
77,171 |
-148 |
Jul12 |
110928 |
85.72 |
85.72 |
83.36 |
83.43 |
-2.86 |
2,271 |
34,937 |
+82 |
Aug12 |
110928 |
83.63 |
83.66 |
83.63 |
83.66 |
-2.83 |
1,745 |
16,323 |
+88 |
Sep12 |
110928 |
86.00 |
86.27 |
83.89 |
83.89 |
-2.79 |
2,616 |
18,442 |
-208 |
Oct12 |
110928 |
84.13 |
84.13 |
84.13 |
84.13 |
-2.77 |
1,827 |
19,077 |
+61 |
Nov12 |
110928 |
84.40 |
84.40 |
84.40 |
84.40 |
-2.74 |
1,423 |
20,244 |
+599 |
Dec12 |
110928 |
86.30 |
87.79 |
84.00 |
84.69 |
-2.72 |
22,736 |
152,664 |
-100 |
Jan13 |
110928 |
84.87 |
84.87 |
84.87 |
84.87 |
-2.70 |
518 |
20,459 |
-34 |
Feb13 |
110928 |
85.03 |
85.03 |
85.03 |
85.03 |
-2.67 |
171 |
9,204 |
+13 |
Total Volume and Open Interest |
541,721 |
1,380,562 |
+2,069 |
e-miNY Crude Oil(NYM) |
Sep11 |
110819 |
81.450 |
83.550 |
79.225 |
82.250 |
-0.125 |
9,194 |
3,327 |
-634 |
Oct11 |
110919 |
87.250 |
87.400 |
84.800 |
85.700 |
-2.250 |
4,569 |
1,489 |
-206 |
Nov11 |
110928 |
83.625 |
84.625 |
80.475 |
81.200 |
-3.250 |
11,235 |
1,695 |
-146 |
Dec11 |
110928 |
83.850 |
84.750 |
80.800 |
81.450 |
-3.225 |
416 |
571 |
-37 |
Jan12 |
110928 |
84.400 |
84.400 |
81.200 |
81.725 |
-3.225 |
38 |
310 |
+11 |
Feb12 |
110928 |
82.000 |
82.000 |
82.000 |
82.000 |
-3.175 |
5 |
15 |
-1 |
Mar12 |
110928 |
82.275 |
82.275 |
82.275 |
82.275 |
-3.100 |
0 |
17 |
+0 |
Apr12 |
110928 |
82.550 |
82.550 |
82.550 |
82.550 |
-3.050 |
0 |
6 |
+0 |
May12 |
110928 |
82.850 |
82.850 |
82.850 |
82.850 |
-2.975 |
1 |
6 |
+0 |
Jun12 |
110928 |
84.700 |
84.700 |
83.150 |
83.150 |
-2.900 |
0 |
12 |
+0 |
Total Volume and Open Interest |
11,716 |
2,889 |
-174 |
Heating Oil(NYM) |
Oct11 |
110928 |
287.32 |
288.95 |
281.25 |
281.84 |
-5.82 |
34,849 |
20,507 |
-10,836 |
Nov11 |
110928 |
288.25 |
289.70 |
282.00 |
282.71 |
-5.86 |
74,186 |
95,813 |
+6,744 |
Dec11 |
110928 |
288.66 |
289.83 |
282.34 |
282.94 |
-6.04 |
34,705 |
62,210 |
+997 |
Jan12 |
110928 |
287.65 |
290.08 |
282.59 |
283.12 |
-6.24 |
18,660 |
38,135 |
+984 |
Feb12 |
110928 |
287.96 |
288.58 |
281.59 |
281.96 |
-6.42 |
7,692 |
18,784 |
+648 |
Mar12 |
110928 |
284.01 |
286.39 |
280.00 |
280.06 |
-6.56 |
6,825 |
17,690 |
-529 |
Apr12 |
110928 |
283.35 |
283.35 |
276.53 |
277.03 |
-6.70 |
2,755 |
8,208 |
-172 |
May12 |
110928 |
280.00 |
280.01 |
274.25 |
274.25 |
-6.82 |
1,745 |
6,588 |
+457 |
Jun12 |
110928 |
279.63 |
279.63 |
272.30 |
272.81 |
-6.82 |
10,251 |
33,452 |
+618 |
Jul12 |
110928 |
278.21 |
278.21 |
273.00 |
273.00 |
-6.78 |
266 |
3,416 |
+10 |
Aug12 |
110928 |
278.30 |
279.30 |
273.47 |
273.47 |
-6.71 |
65 |
3,798 |
+18 |
Sep12 |
110928 |
279.22 |
279.22 |
274.02 |
274.02 |
-6.66 |
193 |
3,128 |
+31 |
Total Volume and Open Interest |
198,442 |
329,434 |
-3,696 |
Gasoline(NYMEX) |
Oct11 |
110928 |
268.00 |
270.62 |
264.40 |
265.07 |
-4.48 |
42,394 |
20,271 |
-11,231 |
Nov11 |
110928 |
262.24 |
264.51 |
256.50 |
257.53 |
-6.07 |
67,957 |
81,105 |
-2,622 |
Dec11 |
110928 |
258.40 |
260.90 |
252.97 |
253.86 |
-6.25 |
36,612 |
52,894 |
+1,062 |
Jan12 |
110928 |
256.90 |
258.96 |
251.00 |
252.07 |
-6.42 |
21,154 |
28,697 |
+1,608 |
Feb12 |
110928 |
256.98 |
257.94 |
251.25 |
251.88 |
-6.53 |
13,657 |
12,984 |
+268 |
Mar12 |
110928 |
256.14 |
258.47 |
252.11 |
252.35 |
-6.63 |
13,301 |
13,569 |
+1,271 |
Apr12 |
110928 |
267.56 |
268.00 |
262.58 |
262.58 |
-6.85 |
7,104 |
12,044 |
+1,691 |
May12 |
110928 |
269.30 |
269.66 |
262.35 |
262.35 |
-6.91 |
6,266 |
6,360 |
+848 |
Jun12 |
110928 |
267.78 |
269.01 |
260.52 |
261.41 |
-6.91 |
9,341 |
17,086 |
+1,399 |
Jul12 |
110928 |
266.00 |
266.00 |
259.80 |
259.80 |
-6.87 |
1,939 |
2,864 |
+759 |
Total Volume and Open Interest |
223,548 |
267,532 |
-4,206 |
e-miNY RBOB Gasoline(NYM) |
Oct11 |
110928 |
265.10 |
265.10 |
265.07 |
265.10 |
-4.50 |
0 |
1 |
+0 |
Nov11 |
110928 |
257.50 |
257.53 |
257.50 |
257.50 |
-6.10 |
|
|
|
Dec11 |
110928 |
253.90 |
253.90 |
253.86 |
253.90 |
-6.20 |
|
|
|
Jan12 |
110928 |
252.10 |
252.10 |
252.07 |
252.10 |
-6.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Oct11 |
110928 |
3.805 |
3.826 |
3.741 |
3.759 |
-0.068 |
74,282 |
10,135 |
-16,643 |
Nov11 |
110928 |
3.872 |
3.881 |
3.781 |
3.799 |
-0.076 |
124,074 |
243,171 |
-376 |
Dec11 |
110928 |
4.089 |
4.107 |
4.025 |
4.041 |
-0.063 |
44,125 |
75,758 |
+234 |
Jan12 |
110928 |
4.228 |
4.239 |
4.171 |
4.185 |
-0.057 |
33,824 |
169,803 |
+554 |
Feb12 |
110928 |
4.252 |
4.259 |
4.190 |
4.203 |
-0.058 |
7,711 |
42,535 |
+2,032 |
Mar12 |
110928 |
4.221 |
4.225 |
4.162 |
4.170 |
-0.058 |
9,596 |
54,084 |
+1,586 |
Apr12 |
110928 |
4.200 |
4.211 |
4.150 |
4.158 |
-0.056 |
11,391 |
81,688 |
+770 |
May12 |
110928 |
4.210 |
4.244 |
4.181 |
4.192 |
-0.056 |
3,318 |
22,427 |
+1,209 |
Jun12 |
110928 |
4.278 |
4.285 |
4.223 |
4.233 |
-0.056 |
981 |
13,671 |
-263 |
Jul12 |
110928 |
4.296 |
4.315 |
4.268 |
4.278 |
-0.055 |
592 |
11,433 |
+0 |
Aug12 |
110928 |
4.321 |
4.340 |
4.293 |
4.303 |
-0.055 |
649 |
10,510 |
+55 |
Sep12 |
110928 |
4.323 |
4.336 |
4.306 |
4.306 |
-0.055 |
821 |
8,696 |
-85 |
Oct12 |
110928 |
4.359 |
4.375 |
4.332 |
4.341 |
-0.055 |
2,112 |
45,657 |
-69 |
Nov12 |
110928 |
4.520 |
4.540 |
4.498 |
4.503 |
-0.053 |
847 |
9,222 |
+179 |
Dec12 |
110928 |
4.800 |
4.806 |
4.771 |
4.773 |
-0.050 |
784 |
12,655 |
+60 |
Jan13 |
110928 |
4.935 |
4.950 |
4.915 |
4.916 |
-0.049 |
740 |
22,784 |
+201 |
Total Volume and Open Interest |
316,387 |
913,905 |
-10,560 |
Brent Crude Oil(ICE) |
Nov11 |
110928 |
106.75 |
107.41 |
103.23 |
103.81 |
-3.33 |
219,789 |
155,551 |
-7,162 |
Dec11 |
110928 |
105.17 |
106.00 |
102.01 |
102.56 |
-3.10 |
182,505 |
195,775 |
-1,970 |
Jan12 |
110928 |
104.41 |
105.27 |
101.48 |
102.00 |
-2.93 |
59,158 |
55,210 |
+1,102 |
Feb12 |
110928 |
103.81 |
104.80 |
101.10 |
101.59 |
-2.85 |
26,679 |
54,205 |
+2,398 |
Mar12 |
110928 |
103.18 |
104.44 |
100.75 |
101.24 |
-2.83 |
22,534 |
64,004 |
+2,792 |
Apr12 |
110928 |
102.95 |
104.21 |
100.52 |
101.00 |
-2.83 |
11,663 |
24,868 |
+1,674 |
May12 |
110928 |
102.85 |
104.03 |
100.34 |
100.81 |
-2.82 |
9,488 |
15,670 |
-58 |
Jun12 |
110928 |
102.37 |
103.87 |
100.15 |
100.63 |
-2.81 |
31,335 |
55,058 |
+73 |
Jul12 |
110928 |
103.04 |
103.40 |
100.48 |
100.48 |
-2.79 |
3,689 |
13,315 |
+32 |
Aug12 |
110928 |
100.32 |
100.32 |
100.32 |
100.32 |
-2.76 |
1,817 |
10,178 |
+528 |
Sep12 |
110928 |
100.11 |
100.11 |
100.11 |
100.11 |
-2.73 |
3,256 |
14,910 |
+116 |
Oct12 |
110928 |
99.90 |
99.90 |
99.90 |
99.90 |
-2.70 |
1,545 |
7,632 |
+260 |
Nov12 |
110928 |
99.70 |
99.70 |
99.70 |
99.70 |
-2.66 |
1,373 |
11,832 |
+178 |
Dec12 |
110928 |
101.42 |
102.65 |
99.00 |
99.49 |
-2.62 |
33,364 |
82,863 |
-3,372 |
Total Volume and Open Interest |
623,744 |
888,920 |
-780 |
Gas Oil(ICE) |
Oct11 |
110928 |
911.75 |
913.75 |
889.50 |
907.50 |
+0.75 |
59,311 |
120,348 |
-1,728 |
Nov11 |
110928 |
902.00 |
909.75 |
885.00 |
903.75 |
+1.50 |
94,418 |
111,812 |
+1,043 |
Dec11 |
110928 |
893.75 |
903.75 |
878.75 |
897.50 |
+1.00 |
64,803 |
84,194 |
+1,907 |
Jan12 |
110928 |
892.00 |
898.75 |
873.75 |
892.25 |
+0.25 |
25,704 |
57,925 |
+152 |
Feb12 |
110928 |
884.25 |
893.75 |
869.00 |
887.25 |
-0.25 |
14,213 |
34,205 |
-615 |
Mar12 |
110928 |
880.00 |
889.00 |
866.00 |
882.50 |
-1.00 |
10,261 |
27,065 |
+1,513 |
Apr12 |
110928 |
876.75 |
885.50 |
862.50 |
878.75 |
-1.50 |
4,733 |
17,846 |
-724 |
May12 |
110928 |
874.00 |
882.50 |
859.50 |
875.75 |
-2.00 |
2,800 |
12,099 |
+88 |
Jun12 |
110928 |
872.75 |
881.75 |
856.75 |
874.25 |
-2.50 |
11,740 |
40,833 |
-926 |
Jul12 |
110928 |
882.00 |
882.00 |
864.50 |
874.75 |
-2.75 |
1,570 |
12,168 |
-87 |
Total Volume and Open Interest |
301,481 |
598,754 |
+573 |
Ethanol(CBOT) |
Sep11 |
110906 |
2.835 |
2.850 |
2.835 |
2.840 |
-0.052 |
84 |
85 |
-31 |
Oct11 |
110928 |
2.577 |
2.578 |
2.529 |
2.534 |
-0.043 |
235 |
529 |
-153 |
Nov11 |
110928 |
2.541 |
2.541 |
2.484 |
2.489 |
-0.048 |
437 |
1,303 |
+136 |
Dec11 |
110928 |
2.480 |
2.480 |
2.431 |
2.435 |
-0.049 |
170 |
1,429 |
+0 |
Jan12 |
110928 |
2.419 |
2.421 |
2.357 |
2.365 |
-0.063 |
67 |
889 |
+18 |
Feb12 |
110928 |
2.395 |
2.395 |
2.337 |
2.346 |
-0.063 |
50 |
857 |
+21 |
Mar12 |
110928 |
2.410 |
2.410 |
2.360 |
2.362 |
-0.066 |
29 |
1,033 |
+22 |
Apr12 |
110928 |
2.415 |
2.415 |
2.384 |
2.385 |
-0.065 |
25 |
731 |
+15 |
Total Volume and Open Interest |
1,163 |
9,165 |
+92 |
WTI Crude Oil(ICE) |
Nov11 |
110928 |
83.55 |
84.63 |
80.50 |
81.21 |
-3.24 |
70,758 |
61,929 |
-453 |
Dec11 |
110928 |
83.77 |
84.80 |
80.82 |
81.46 |
-3.22 |
33,943 |
97,049 |
+6,835 |
Jan12 |
110928 |
83.60 |
85.06 |
81.20 |
81.73 |
-3.21 |
16,740 |
30,869 |
+4,003 |
Feb12 |
110928 |
83.55 |
85.15 |
81.96 |
82.00 |
-3.17 |
7,795 |
13,426 |
+1,518 |
Mar12 |
110928 |
84.73 |
85.50 |
82.19 |
82.28 |
-3.10 |
7,846 |
19,190 |
+1,600 |
Apr12 |
110928 |
84.35 |
85.75 |
82.55 |
82.55 |
-3.04 |
2,353 |
6,226 |
-364 |
May12 |
110928 |
85.04 |
85.62 |
82.83 |
82.85 |
-2.97 |
1,815 |
7,764 |
-62 |
Jun12 |
110928 |
84.77 |
85.97 |
83.09 |
83.15 |
-2.91 |
7,142 |
31,856 |
-250 |
Jul12 |
110928 |
85.46 |
85.46 |
83.43 |
83.43 |
-2.86 |
531 |
7,662 |
-34 |
Aug12 |
110928 |
83.66 |
83.66 |
83.66 |
83.66 |
-2.83 |
162 |
4,473 |
-1 |
Sep12 |
110928 |
83.89 |
83.89 |
83.89 |
83.89 |
-2.79 |
253 |
8,452 |
+22 |
Oct12 |
110928 |
84.13 |
84.13 |
84.13 |
84.13 |
-2.77 |
364 |
1,730 |
+165 |
Nov12 |
110928 |
84.40 |
84.40 |
84.40 |
84.40 |
-2.74 |
512 |
2,667 |
+116 |
Dec12 |
110928 |
86.60 |
87.72 |
84.60 |
84.69 |
-2.72 |
6,572 |
46,667 |
-593 |
Jan13 |
110928 |
84.87 |
84.87 |
84.87 |
84.87 |
-2.70 |
0 |
2,054 |
+0 |
Feb13 |
110928 |
85.03 |
85.03 |
85.03 |
85.03 |
-2.67 |
0 |
588 |
+0 |
Total Volume and Open Interest |
159,870 |
424,221 |
+13,141 |
US Dollar Index(ICE) |
Dec11 |
110928 |
78.320 |
78.660 |
77.835 |
78.430 |
+0.403 |
31,884 |
68,109 |
+319 |
Mar12 |
110928 |
78.980 |
78.980 |
78.980 |
78.980 |
+0.403 |
6 |
520 |
+1 |
Jun12 |
110928 |
79.300 |
79.300 |
79.300 |
79.300 |
+0.403 |
0 |
2 |
+0 |
Total Volume and Open Interest |
31,890 |
68,631 |
+320 |
Australian Dollar(CME) |
Dec11 |
110928 |
98.08 |
98.65 |
96.79 |
97.26 |
-1.39 |
155,505 |
82,341 |
-944 |
Mar12 |
110928 |
97.00 |
97.73 |
96.28 |
96.35 |
-1.38 |
11 |
85 |
-3 |
Jun12 |
110928 |
95.57 |
96.92 |
95.57 |
95.57 |
-1.35 |
0 |
21 |
+0 |
Total Volume and Open Interest |
155,516 |
82,580 |
-947 |
British Pound(CME) |
Dec11 |
110928 |
156.24 |
156.66 |
155.53 |
155.89 |
-0.55 |
123,908 |
154,586 |
+7,592 |
Mar12 |
110928 |
156.14 |
156.41 |
155.53 |
155.78 |
-0.54 |
11 |
89 |
+1 |
Jun12 |
110928 |
155.68 |
156.21 |
155.68 |
155.68 |
-0.53 |
0 |
3 |
+0 |
Total Volume and Open Interest |
123,920 |
154,682 |
+7,594 |
Canadian Dollar(CME) |
Dec11 |
110928 |
97.90 |
98.14 |
96.56 |
97.02 |
-1.12 |
116,191 |
80,910 |
+877 |
Mar12 |
110928 |
97.73 |
98.00 |
96.55 |
96.90 |
-1.10 |
272 |
3,850 |
+92 |
Jun12 |
110928 |
97.52 |
97.92 |
96.30 |
96.82 |
-1.10 |
76 |
911 |
+27 |
Sep12 |
110928 |
96.71 |
97.85 |
96.71 |
96.71 |
-1.14 |
2 |
396 |
+1 |
Total Volume and Open Interest |
116,551 |
86,146 |
+1,003 |
Japanese Yen(CME) |
Dec11 |
110928 |
130.41 |
131.14 |
130.22 |
130.82 |
+0.42 |
92,507 |
125,418 |
-2,814 |
Mar12 |
110928 |
130.50 |
131.13 |
130.50 |
131.01 |
+0.42 |
20 |
291 |
-2 |
Jun12 |
110928 |
131.25 |
131.25 |
130.80 |
131.25 |
+0.45 |
0 |
19 |
+0 |
Total Volume and Open Interest |
92,527 |
125,732 |
-2,816 |
Swiss Franc(CME) |
Dec11 |
110928 |
111.64 |
112.24 |
111.27 |
111.62 |
-0.28 |
18,739 |
22,483 |
+331 |
Mar12 |
110928 |
111.89 |
112.18 |
111.89 |
111.89 |
-0.29 |
96 |
630 |
+91 |
Jun12 |
110928 |
112.21 |
112.51 |
112.21 |
112.21 |
-0.30 |
3 |
4 |
+0 |
Total Volume and Open Interest |
18,838 |
23,123 |
+422 |
EuroFX(CME) |
Dec11 |
110928 |
135.82 |
136.84 |
135.25 |
135.71 |
-0.68 |
370,514 |
213,008 |
+4,134 |
Mar12 |
110928 |
135.56 |
136.69 |
135.40 |
135.69 |
-0.69 |
402 |
1,298 |
-32 |
Jun12 |
110928 |
135.66 |
136.38 |
135.66 |
135.66 |
-0.72 |
0 |
830 |
+0 |
Total Volume and Open Interest |
370,930 |
215,172 |
+4,116 |
Mexican Peso(CME) |
Oct11 |
110928 |
740.5 |
749.8 |
740.5 |
740.5 |
-9.2 |
|
|
|
Nov11 |
110928 |
738.8 |
748.0 |
738.8 |
738.8 |
-9.2 |
|
|
|
Total Volume and Open Interest |
47,488 |
83,098 |
+1,789 |
Brazilian Real(CME) |
Oct11 |
110928 |
546.50 |
555.35 |
546.50 |
546.50 |
-8.85 |
|
|
|
Nov11 |
110928 |
543.70 |
552.65 |
543.70 |
543.70 |
-8.95 |
0 |
1,500 |
+0 |
Dec11 |
110928 |
548.60 |
548.60 |
534.40 |
540.90 |
-9.10 |
406 |
5,492 |
+134 |
Jan12 |
110928 |
538.10 |
547.35 |
538.10 |
538.10 |
-9.25 |
845 |
12,684 |
-845 |
Total Volume and Open Interest |
1,251 |
34,997 |
-800 |
30-Year T-Bonds(CBOT) |
Dec11 |
110928 |
141~160 |
142~040 |
139~260 |
140~300 |
+0~050 |
355,823 |
627,133 |
-18,328 |
Mar12 |
110928 |
141~020 |
141~020 |
140~030 |
140~110 |
+0~040 |
182 |
733 |
+0 |
Jun12 |
110928 |
139~220 |
139~220 |
139~180 |
139~220 |
+0~040 |
|
|
|
Total Volume and Open Interest |
356,005 |
627,866 |
-18,328 |
10-Year T-Notes(CBOT) |
Dec11 |
110928 |
129~280 |
130~030 |
129~065 |
129~215 |
+0~035 |
1,026,823 |
1,538,492 |
+2,573 |
Mar12 |
110928 |
129~085 |
129~085 |
128~150 |
128~290 |
+0~035 |
8,387 |
8,487 |
+8,348 |
Jun12 |
110928 |
127~290 |
127~290 |
127~255 |
127~290 |
+0~035 |
|
|
|
Total Volume and Open Interest |
1,035,210 |
1,546,979 |
+10,921 |
5-Year T-Notes(CBOT) |
Sep11 |
110928 |
123~044 |
123~046 |
123~017 |
123~040 |
+0~009 |
6,114 |
28,137 |
-1,500 |
Dec11 |
110928 |
122~064 |
122~077 |
122~027 |
122~058 |
+0~010 |
507,046 |
1,266,036 |
+2,429 |
Mar12 |
110928 |
121~114 |
121~114 |
121~104 |
121~114 |
+0~010 |
|
|
|
Total Volume and Open Interest |
513,160 |
1,294,173 |
+929 |
2 Year T-Notes(CBOT) |
Sep11 |
110928 |
110~024 |
110~028 |
110~021 |
110~021 |
-0~002 |
2,639 |
11,848 |
-1,209 |
Dec11 |
110928 |
110~020 |
110~022 |
110~013 |
110~014 |
-0~004 |
151,989 |
747,325 |
+6,726 |
Mar12 |
110928 |
110~009 |
110~013 |
110~009 |
110~009 |
-0~004 |
0 |
159 |
+0 |
Total Volume and Open Interest |
154,628 |
759,332 |
+5,517 |
Eurodollars(CME) |
Dec11 |
110928 |
99.500 |
99.505 |
99.480 |
99.490 |
-0.015 |
114,955 |
1,076,545 |
-2,449 |
Mar12 |
110928 |
99.465 |
99.475 |
99.435 |
99.445 |
-0.025 |
125,628 |
1,007,801 |
+2,026 |
Jun12 |
110928 |
99.475 |
99.480 |
99.435 |
99.445 |
-0.030 |
92,797 |
1,092,874 |
-4,784 |
Sep12 |
110928 |
99.475 |
99.490 |
99.435 |
99.450 |
-0.025 |
81,688 |
749,784 |
+3,825 |
Dec12 |
110928 |
99.465 |
99.480 |
99.425 |
99.440 |
-0.020 |
92,327 |
752,160 |
+1,617 |
Mar13 |
110928 |
99.445 |
99.460 |
99.405 |
99.420 |
-0.015 |
107,515 |
731,689 |
+7,183 |
Jun13 |
110928 |
99.380 |
99.390 |
99.325 |
99.345 |
-0.015 |
92,022 |
530,766 |
-6,689 |
Sep13 |
110928 |
99.265 |
99.280 |
99.210 |
99.235 |
-0.010 |
91,970 |
491,233 |
-1,947 |
Dec13 |
110928 |
99.100 |
99.115 |
99.035 |
99.070 |
-0.010 |
83,224 |
406,081 |
+2,188 |
Mar14 |
110928 |
98.935 |
98.955 |
98.860 |
98.905 |
-0.010 |
60,931 |
277,536 |
+3,259 |
Jun14 |
110928 |
98.745 |
98.775 |
98.660 |
98.720 |
-0.005 |
65,748 |
265,930 |
+2,104 |
Sep14 |
110928 |
98.550 |
98.580 |
98.455 |
98.525 |
unch |
63,943 |
163,826 |
+420 |
Dec14 |
110928 |
98.350 |
98.385 |
98.255 |
98.330 |
+0.005 |
37,174 |
168,210 |
-5,234 |
Mar15 |
110928 |
98.170 |
98.200 |
98.065 |
98.150 |
+0.010 |
22,364 |
113,647 |
+226 |
Jun15 |
110928 |
6.245 |
6.260 |
6.135 |
6.225 |
+0.015 |
25,514 |
98,283 |
+530 |
Sep15 |
110928 |
6.100 |
6.100 |
5.970 |
6.060 |
+0.020 |
26,490 |
75,772 |
+3,231 |
Dec15 |
110928 |
5.930 |
5.930 |
5.795 |
5.895 |
+0.025 |
19,420 |
63,589 |
-591 |
Mar16 |
110928 |
5.780 |
5.790 |
5.670 |
5.765 |
+0.030 |
11,346 |
51,926 |
-289 |
Total Volume and Open Interest |
1,254,970 |
8,378,721 |
+10,384 |
30 Day Federal Funds(CBOT) |
Sep11 |
110928 |
99.915 |
99.918 |
99.912 |
99.915 |
+0.003 |
2,009 |
50,005 |
-436 |
Oct11 |
110928 |
99.905 |
99.910 |
99.905 |
99.910 |
unch |
5,602 |
60,789 |
-1,527 |
Nov11 |
110928 |
99.910 |
99.915 |
99.910 |
99.915 |
unch |
4,844 |
63,283 |
+223 |
Dec11 |
110928 |
99.915 |
99.920 |
99.910 |
99.920 |
unch |
1,648 |
62,942 |
-703 |
Jan12 |
110928 |
99.915 |
99.915 |
99.910 |
99.915 |
unch |
698 |
53,113 |
-367 |
Feb12 |
110928 |
99.910 |
99.910 |
99.905 |
99.910 |
unch |
1,387 |
47,628 |
+599 |
Total Volume and Open Interest |
26,455 |
688,765 |
-6,068 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
110928 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
0 |
281 |
+0 |
Mar12 |
110928 |
99.692 |
99.692 |
99.692 |
99.692 |
-0.003 |
0 |
300 |
+0 |
Jun12 |
110928 |
99.698 |
99.698 |
99.698 |
99.698 |
-0.002 |
|
|
|
Sep12 |
110928 |
99.695 |
99.695 |
99.695 |
99.695 |
-0.003 |
|
|
|
Dec12 |
110928 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
Mar13 |
110928 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
Jun13 |
110928 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
|
|
|
Sep13 |
110928 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
Dec13 |
110928 |
99.430 |
99.430 |
99.430 |
99.430 |
unch |
|
|
|
Mar14 |
110928 |
99.290 |
99.290 |
99.290 |
99.290 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
110928 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
2,382 |
+0 |
Mar12 |
110928 |
99.69 |
99.69 |
99.69 |
99.69 |
0.00 |
0 |
2,438 |
+0 |
Jun12 |
110928 |
99.70 |
99.70 |
99.70 |
99.70 |
0.00 |
0 |
1,470 |
+0 |
Sep12 |
110928 |
99.69 |
99.69 |
99.69 |
99.69 |
0.00 |
0 |
411 |
+0 |
Dec12 |
110928 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
51 |
+0 |
Mar13 |
110928 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
1 |
+0 |
Jun13 |
110928 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
|
|
|
Sep13 |
110928 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,755 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
110928 |
142.42 |
142.52 |
142.31 |
142.45 |
-0.06 |
2,188 |
25,069 |
-354 |
Mar12 |
110928 |
141.65 |
141.65 |
141.65 |
141.65 |
-0.06 |
0 |
4 |
+0 |
Jun12 |
110928 |
139.56 |
139.56 |
139.56 |
139.56 |
-0.06 |
|
|
|
Total Volume and Open Interest |
2,188 |
25,073 |
-354 |
Euro-Bund(EUREX) |
Dec11 |
110928 |
136.13 |
136.29 |
135.01 |
135.66 |
-0.22 |
1,160,682 |
863,723 |
-11,555 |
Mar12 |
110928 |
136.52 |
136.52 |
135.50 |
136.08 |
-0.22 |
61 |
432 |
+25 |
Jun12 |
110928 |
135.96 |
135.96 |
135.96 |
135.96 |
-0.22 |
|
|
|
Total Volume and Open Interest |
1,160,743 |
864,155 |
-11,530 |
Euro-Bobl(EUREX) |
Dec11 |
110928 |
121.97 |
122.11 |
121.44 |
121.73 |
-0.15 |
524,170 |
671,842 |
-7,752 |
Mar12 |
110928 |
122.24 |
122.24 |
121.90 |
122.02 |
-0.25 |
0 |
3,099 |
+0 |
Jun12 |
110928 |
121.88 |
121.88 |
121.88 |
121.88 |
-0.15 |
|
|
|
Total Volume and Open Interest |
524,170 |
674,941 |
-7,752 |
3-Mth Euribor(EUREX) |
Sep11 |
110919 |
98.465 |
98.465 |
98.465 |
98.465 |
unch |
9 |
1,722 |
-5 |
Dec11 |
110928 |
98.745 |
98.745 |
98.730 |
98.730 |
-0.085 |
166 |
1,866 |
-69 |
Mar12 |
110928 |
98.830 |
98.830 |
98.825 |
98.825 |
-0.080 |
3 |
2,420 |
-3 |
Total Volume and Open Interest |
256 |
8,987 |
-86 |
Long Gilt(LIFFE) |
Sep11 |
110928 |
130~06 |
130~24 |
130~06 |
130~12 |
+0~04 |
3,051 |
11,979 |
-3,363 |
Dec11 |
110928 |
129~07 |
129~17 |
128~22 |
129~04 |
+0~05 |
214,889 |
352,430 |
-6,405 |
Total Volume and Open Interest |
217,940 |
364,409 |
-9,768 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
110928 |
99.03 |
99.03 |
99.02 |
99.03 |
+0.01 |
18,180 |
384,383 |
-3,804 |
Mar12 |
110928 |
99.10 |
99.12 |
99.09 |
99.10 |
+0.01 |
27,562 |
442,966 |
-2,202 |
Jun12 |
110928 |
99.13 |
99.15 |
99.11 |
99.12 |
unch |
37,072 |
228,580 |
-2,249 |
Sep12 |
110928 |
99.14 |
99.16 |
99.10 |
99.12 |
-0.01 |
26,927 |
256,183 |
-7,888 |
Dec12 |
110928 |
99.10 |
99.12 |
99.06 |
99.08 |
-0.01 |
28,057 |
260,445 |
-1,102 |
Mar13 |
110928 |
99.07 |
99.08 |
99.02 |
99.03 |
-0.01 |
24,643 |
175,768 |
-3,603 |
Total Volume and Open Interest |
237,203 |
2,132,496 |
-16,134 |
3-Mth Euribor(LIFFE) |
Dec11 |
110928 |
98.835 |
98.835 |
98.720 |
98.730 |
-0.085 |
297,034 |
782,238 |
-13,707 |
Mar12 |
110928 |
98.930 |
98.935 |
98.805 |
98.825 |
-0.080 |
190,990 |
516,605 |
-4,140 |
Jun12 |
110928 |
98.950 |
98.965 |
98.835 |
98.860 |
-0.075 |
144,467 |
354,349 |
-9,790 |
Total Volume and Open Interest |
1,138,827 |
3,293,455 |
-27,047 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
110928 |
95.70 |
95.72 |
95.63 |
95.68 |
-0.02 |
17,804 |
227,475 |
-10,515 |
Mar12 |
110928 |
96.19 |
96.19 |
96.10 |
96.13 |
-0.05 |
21,042 |
189,755 |
+1,113 |
Jun12 |
110928 |
96.24 |
96.24 |
96.14 |
96.19 |
-0.04 |
8,729 |
114,879 |
-677 |
Sep12 |
110928 |
96.16 |
96.19 |
96.09 |
96.13 |
-0.05 |
3,683 |
77,581 |
+321 |
Dec12 |
110928 |
96.07 |
96.10 |
96.01 |
96.06 |
-0.03 |
2,071 |
42,670 |
+47 |
Mar13 |
110928 |
95.98 |
96.01 |
95.92 |
95.97 |
-0.03 |
706 |
43,344 |
+93 |
Jun13 |
110928 |
95.88 |
95.91 |
95.82 |
95.87 |
-0.03 |
567 |
26,736 |
+356 |
Sep13 |
110928 |
95.77 |
95.79 |
95.71 |
95.77 |
-0.02 |
275 |
9,885 |
+58 |
Dec13 |
110928 |
95.55 |
95.65 |
95.55 |
95.64 |
-0.03 |
37 |
2,349 |
+37 |
Mar14 |
110928 |
95.52 |
95.53 |
95.50 |
95.53 |
-0.04 |
13 |
399 |
+5 |
Total Volume and Open Interest |
54,927 |
735,139 |
-9,162 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
110928 |
95.79 |
95.79 |
95.68 |
95.70 |
-0.09 |
61,876 |
350,751 |
-2,242 |
Mar12 |
110928 |
95.70 |
95.70 |
95.70 |
95.70 |
-0.09 |
|
|
|
Total Volume and Open Interest |
61,876 |
350,751 |
-2,242 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
110928 |
96.42 |
96.43 |
96.33 |
96.35 |
-0.07 |
146,548 |
483,519 |
-9,992 |
Mar12 |
110928 |
96.35 |
96.35 |
96.35 |
96.35 |
-0.07 |
|
|
|
Total Volume and Open Interest |
146,548 |
483,519 |
-9,992 |
Gold(CMX) |
Oct11 |
110928 |
1651.2 |
1669.6 |
1599.6 |
1616.1 |
-34.5 |
29,269 |
22,251 |
-7,127 |
Dec11 |
110928 |
1653.1 |
1672.0 |
1600.5 |
1618.1 |
-34.4 |
228,887 |
288,400 |
-10,492 |
Feb12 |
110928 |
1654.0 |
1668.5 |
1602.8 |
1620.0 |
-34.3 |
3,209 |
42,364 |
+751 |
Apr12 |
110928 |
1655.7 |
1671.4 |
1605.0 |
1621.5 |
-34.2 |
317 |
10,623 |
+81 |
Jun12 |
110928 |
1650.0 |
1663.1 |
1623.0 |
1623.0 |
-34.2 |
289 |
16,971 |
-26 |
Aug12 |
110928 |
1656.0 |
1656.0 |
1621.6 |
1624.8 |
-34.2 |
79 |
6,865 |
+38 |
Oct12 |
110928 |
1662.3 |
1670.4 |
1626.6 |
1626.6 |
-34.2 |
114 |
4,318 |
+8 |
Dec12 |
110928 |
1660.4 |
1672.8 |
1613.5 |
1628.5 |
-34.2 |
289 |
14,908 |
-63 |
Feb13 |
110928 |
1630.6 |
1630.6 |
1630.6 |
1630.6 |
-34.2 |
19 |
3,416 |
+11 |
Apr13 |
110928 |
1633.0 |
1633.0 |
1633.0 |
1633.0 |
-34.1 |
1 |
328 |
+1 |
Jun13 |
110928 |
1635.7 |
1635.7 |
1635.7 |
1635.7 |
-33.9 |
11 |
12,976 |
+0 |
Total Volume and Open Interest |
263,261 |
465,414 |
-16,675 |
Silver(CMX) |
Sep11 |
110928 |
3169.0 |
3242.0 |
3008.5 |
3008.5 |
-141.2 |
117 |
82 |
-45 |
Dec11 |
110928 |
3194.0 |
3288.0 |
2948.5 |
3013.4 |
-140.2 |
79,663 |
63,033 |
-4,040 |
Mar12 |
110928 |
3132.5 |
3227.0 |
2958.0 |
3017.3 |
-139.8 |
7,273 |
9,706 |
-858 |
May12 |
110928 |
3290.0 |
3290.0 |
3001.0 |
3018.8 |
-139.9 |
119 |
2,702 |
+31 |
Jul12 |
110928 |
3230.0 |
3230.0 |
2962.0 |
3019.5 |
-139.9 |
96 |
2,033 |
-11 |
Sep12 |
110928 |
3118.0 |
3180.0 |
2985.5 |
3017.1 |
-139.8 |
71 |
649 |
+5 |
Dec12 |
110928 |
3117.5 |
3160.5 |
2950.0 |
3014.4 |
-139.6 |
1,066 |
10,118 |
+254 |
Total Volume and Open Interest |
89,427 |
102,014 |
-4,560 |
Platinum(NYMEX) |
Oct11 |
110928 |
1560.0 |
1570.3 |
1516.6 |
1534.2 |
-39.8 |
16,880 |
9,327 |
-5,072 |
Jan12 |
110928 |
1560.8 |
1573.8 |
1520.3 |
1538.1 |
-39.3 |
10,400 |
26,120 |
+4,891 |
Apr12 |
110928 |
1564.3 |
1574.3 |
1525.5 |
1542.8 |
-38.5 |
247 |
2,202 |
+162 |
Jul12 |
110928 |
1544.9 |
1544.9 |
1530.0 |
1544.9 |
-38.9 |
6 |
29 |
+2 |
Total Volume and Open Interest |
27,536 |
37,708 |
-54 |
Palladium(NYMEX) |
Dec11 |
110928 |
645.15 |
657.00 |
618.65 |
634.75 |
-15.20 |
3,751 |
18,461 |
-4 |
Mar12 |
110928 |
643.95 |
653.85 |
620.60 |
635.65 |
-15.30 |
5 |
265 |
-2 |
Jun12 |
110928 |
636.95 |
636.95 |
636.95 |
636.95 |
-15.30 |
0 |
4 |
+0 |
Total Volume and Open Interest |
3,760 |
18,739 |
-11 |
Copper(CMX) |
Sep11 |
110928 |
335.85 |
336.85 |
323.60 |
323.60 |
-19.35 |
453 |
738 |
+51 |
Dec11 |
110928 |
342.15 |
342.45 |
316.50 |
324.65 |
-19.30 |
66,499 |
74,877 |
+728 |
Mar12 |
110928 |
343.10 |
343.85 |
318.45 |
326.60 |
-19.35 |
6,667 |
26,850 |
-727 |
May12 |
110928 |
338.80 |
338.80 |
320.00 |
327.80 |
-19.25 |
1,085 |
7,738 |
+92 |
Jul12 |
110928 |
336.70 |
339.65 |
321.30 |
328.60 |
-19.15 |
218 |
1,675 |
+28 |
Total Volume and Open Interest |
76,328 |
119,891 |
+61 |
DJIA Index(CBOT) |
Dec11 |
110928 |
11117 |
11225 |
10925 |
10976 |
-144 |
828 |
13,621 |
+463 |
Mar12 |
110928 |
10895 |
11039 |
10895 |
10895 |
-144 |
0 |
21 |
+0 |
Jun12 |
110928 |
10825 |
10969 |
10825 |
10825 |
-144 |
|
|
|
Sep12 |
110928 |
10762 |
10906 |
10762 |
10762 |
-144 |
|
|
|
Total Volume and Open Interest |
828 |
13,642 |
+463 |
E-mini DJIA Index(CBOT) |
Sep11 |
110916 |
11435 |
11500 |
11400 |
11500 |
+48 |
20,642 |
38,821 |
-3,676 |
Dec11 |
110928 |
11120 |
11242 |
10919 |
10976 |
-144 |
152,969 |
68,197 |
-3,272 |
Mar12 |
110928 |
11004 |
11122 |
10850 |
10895 |
-144 |
56 |
165 |
+27 |
Jun12 |
110928 |
10825 |
10825 |
10825 |
10825 |
-144 |
|
|
|
Total Volume and Open Interest |
153,025 |
68,372 |
-3,245 |
S & P 500(CME) |
Dec11 |
110928 |
1168.90 |
1181.70 |
1143.80 |
1148.70 |
-20.80 |
24,419 |
282,066 |
-2,986 |
Mar12 |
110928 |
1159.50 |
1172.10 |
1137.60 |
1142.30 |
-20.80 |
4 |
3,010 |
+5 |
Jun12 |
110928 |
1146.00 |
1167.00 |
1132.50 |
1137.20 |
-20.80 |
1 |
558 |
-1 |
Sep12 |
110928 |
1131.20 |
1161.00 |
1126.50 |
1131.20 |
-20.80 |
|
|
|
Total Volume and Open Interest |
24,424 |
285,734 |
-2,982 |
S & P 500 E-Mini(Globex) |
Dec11 |
110928 |
1169.00 |
1181.75 |
1143.50 |
1148.75 |
-20.75 |
3,258,954 |
2,974,168 |
-88,626 |
Mar12 |
110928 |
1162.25 |
1174.25 |
1137.75 |
1142.25 |
-20.75 |
1,307 |
2,510 |
+1 |
Total Volume and Open Interest |
3,260,279 |
2,976,793 |
-88,625 |
NASDAQ 100(CME) |
Dec11 |
110928 |
2251.50 |
2276.00 |
2213.00 |
2218.50 |
-35.50 |
1,748 |
13,510 |
+1,064 |
Mar12 |
110928 |
2214.80 |
2214.80 |
2213.00 |
2214.80 |
-35.00 |
|
|
|
Jun12 |
110928 |
2211.80 |
2211.80 |
2211.80 |
2211.80 |
-35.00 |
|
|
|
Total Volume and Open Interest |
1,748 |
13,510 |
+1,064 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
110928 |
2252.30 |
2275.80 |
2212.00 |
2218.50 |
-35.50 |
351,571 |
316,322 |
+4,521 |
Mar12 |
110928 |
2248.80 |
2262.50 |
2210.30 |
2214.80 |
-35.00 |
87 |
256 |
+5 |
Total Volume and Open Interest |
351,658 |
316,586 |
+4,526 |
S & P Midcap 400(CME) |
Dec11 |
110928 |
795.90 |
824.50 |
790.00 |
795.90 |
-27.20 |
0 |
2,229 |
-146 |
Mar12 |
110928 |
793.90 |
793.90 |
793.90 |
793.90 |
-27.20 |
|
|
|
Jun12 |
110928 |
791.90 |
791.90 |
791.90 |
791.90 |
-27.20 |
|
|
|
Total Volume and Open Interest |
0 |
2,229 |
-146 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
110928 |
8620 |
8695 |
8550 |
8570 |
-60 |
7,903 |
25,767 |
-215 |
Mar12 |
110928 |
8570 |
8630 |
8570 |
8570 |
-60 |
2 |
5 |
+0 |
Total Volume and Open Interest |
7,905 |
25,772 |
-215 |
Nikkei 225(SGX) |
Dec11 |
110928 |
8555 |
8700 |
8555 |
8645 |
+65 |
142,950 |
187,927 |
+311 |
Mar12 |
110928 |
8590 |
8635 |
8590 |
8635 |
+60 |
30 |
1,107 |
+20 |
Jun12 |
110928 |
8560 |
8560 |
8560 |
8560 |
+65 |
0 |
18 |
+0 |
Total Volume and Open Interest |
143,231 |
201,689 |
+193 |
CAC 40(EURONEXT) |
Oct11 |
110928 |
2970.0 |
3059.0 |
2949.5 |
2995.0 |
-30.0 |
156,896 |
294,618 |
+2,538 |
Nov11 |
110928 |
2981.5 |
3047.0 |
2974.5 |
2988.5 |
-30.5 |
234 |
1,087 |
+151 |
Dec11 |
110928 |
2960.0 |
3041.0 |
2942.0 |
2986.5 |
-30.0 |
812 |
28,604 |
+317 |
Total Volume and Open Interest |
157,942 |
324,313 |
+3,006 |
Hang Seng Index(HKFE) |
Sep11 |
110928 |
17870 |
18073 |
17819 |
17954 |
-109 |
143,237 |
78,875 |
-18,739 |
Oct11 |
110928 |
17904 |
18062 |
17810 |
17941 |
-119 |
61,087 |
62,085 |
+39,842 |
Total Volume and Open Interest |
205,601 |
148,935 |
+21,582 |
DAX(EUREX) |
Sep11 |
110916 |
5572.5 |
5636.5 |
5529.0 |
5575.5 |
+76.0 |
270,393 |
71,329 |
-28,630 |
Dec11 |
110928 |
5560.5 |
5711.5 |
5496.0 |
5591.5 |
-30.0 |
214,940 |
170,913 |
-2,513 |
Mar12 |
110928 |
5578.0 |
5716.0 |
5509.5 |
5603.0 |
-30.0 |
678 |
5,146 |
-127 |
Total Volume and Open Interest |
215,652 |
176,248 |
-2,633 |
FT-SE 100(EURONEXT) |
Dec11 |
110928 |
5210.50 |
5288.50 |
5122.50 |
5197.50 |
-57.50 |
148,817 |
626,896 |
+4,015 |
Mar12 |
110928 |
5212.00 |
5253.50 |
5156.00 |
5162.00 |
-57.50 |
0 |
795 |
+0 |
Jun12 |
110928 |
5156.50 |
5156.50 |
5123.50 |
5123.50 |
-57.50 |
15 |
473 |
+0 |
Total Volume and Open Interest |
148,832 |
628,164 |
+4,015 |
SPI 200(SFE) |
Sep11 |
110916 |
4098.0 |
4098.0 |
4098.0 |
4098.0 |
-1.0 |
0 |
32,346 |
-52,047 |
Dec11 |
110928 |
4029.0 |
4113.0 |
4025.0 |
4063.0 |
+30.0 |
52,685 |
206,013 |
-6,452 |
Mar12 |
110928 |
4039.0 |
4039.0 |
4039.0 |
4039.0 |
+31.0 |
97 |
2,349 |
+29 |
Total Volume and Open Interest |
52,879 |
211,437 |
-6,334 |
GSCI(CME) |
Oct11 |
110928 |
615.00 |
617.00 |
601.25 |
601.25 |
-18.25 |
352 |
8,998 |
+220 |
Nov11 |
110928 |
615.50 |
617.50 |
602.00 |
602.00 |
-18.20 |
1 |
5 |
-1 |
Dec11 |
110928 |
605.00 |
623.05 |
605.00 |
605.00 |
-18.00 |
10 |
10 |
+5 |
Total Volume and Open Interest |
363 |
9,013 |
+224 |
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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