|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon October 03, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111003 |
1176.25 |
1189.75 |
1162.00 |
1177.50 |
-1.50 |
192,883 |
264,832 |
-5,472 |
Jan12 |
111003 |
1187.00 |
1200.00 |
1173.00 |
1188.75 |
-0.75 |
60,885 |
102,912 |
+4,836 |
Mar12 |
111003 |
1196.00 |
1209.50 |
1181.75 |
1198.00 |
-0.25 |
27,901 |
53,426 |
+1,626 |
May12 |
111003 |
1202.75 |
1215.75 |
1188.25 |
1205.00 |
+0.50 |
20,964 |
61,833 |
+516 |
Jul12 |
111003 |
1210.75 |
1222.75 |
1196.25 |
1212.75 |
+0.25 |
19,028 |
41,205 |
+1,188 |
Aug12 |
111003 |
1216.00 |
1216.00 |
1209.25 |
1209.25 |
-0.25 |
47 |
454 |
-14 |
Sep12 |
111003 |
1203.25 |
1204.50 |
1199.25 |
1199.25 |
-1.25 |
17 |
330 |
-6 |
Nov12 |
111003 |
1193.50 |
1201.75 |
1178.75 |
1192.75 |
-1.75 |
10,044 |
32,933 |
+1,744 |
Jan13 |
111003 |
1200.00 |
1203.50 |
1200.00 |
1201.50 |
-1.00 |
13 |
10,213 |
+2 |
Mar13 |
111003 |
1205.00 |
1209.00 |
1205.00 |
1207.25 |
-1.75 |
8 |
157 |
-1 |
May13 |
111003 |
1210.50 |
1212.25 |
1210.50 |
1210.50 |
-1.75 |
0 |
48 |
+0 |
Jul13 |
111003 |
1213.00 |
1220.00 |
1213.00 |
1213.25 |
-2.25 |
2 |
220 |
+0 |
Aug13 |
111003 |
1209.75 |
1211.50 |
1209.75 |
1209.75 |
-1.75 |
|
|
|
Sep13 |
111003 |
1193.75 |
1195.50 |
1193.75 |
1193.75 |
-1.75 |
|
|
|
Total Volume and Open Interest |
331,836 |
570,026 |
+4,425 |
Soybean Meal(CBOT) |
Oct11 |
111003 |
304.10 |
309.80 |
299.10 |
303.20 |
-1.50 |
6,774 |
4,587 |
-2,229 |
Dec11 |
111003 |
307.60 |
313.90 |
302.60 |
307.00 |
-1.60 |
61,322 |
103,137 |
+164 |
Jan12 |
111003 |
310.10 |
315.60 |
304.60 |
309.10 |
-1.50 |
8,060 |
18,728 |
+694 |
Mar12 |
111003 |
314.00 |
319.60 |
308.40 |
313.50 |
-1.20 |
7,437 |
17,838 |
+1,014 |
May12 |
111003 |
317.10 |
322.10 |
311.30 |
316.10 |
-1.40 |
3,955 |
13,607 |
-454 |
Jul12 |
111003 |
320.50 |
324.80 |
314.60 |
319.10 |
-1.70 |
4,267 |
11,985 |
+846 |
Aug12 |
111003 |
322.10 |
325.70 |
316.00 |
319.60 |
-1.70 |
729 |
1,876 |
+23 |
Sep12 |
111003 |
321.80 |
325.90 |
317.50 |
319.10 |
-1.70 |
722 |
2,185 |
+101 |
Oct12 |
111003 |
318.50 |
322.50 |
315.20 |
315.20 |
-3.30 |
416 |
1,704 |
+32 |
Dec12 |
111003 |
320.50 |
323.90 |
316.20 |
317.70 |
-3.30 |
3,528 |
6,561 |
+1,106 |
Total Volume and Open Interest |
98,067 |
183,544 |
+1,855 |
Soybean Oil(CBOT) |
Oct11 |
111003 |
49.79 |
49.94 |
49.36 |
49.76 |
-0.19 |
8,939 |
4,949 |
-1,911 |
Dec11 |
111003 |
50.02 |
50.20 |
49.59 |
50.00 |
-0.21 |
75,442 |
147,078 |
-785 |
Jan12 |
111003 |
50.31 |
50.47 |
49.86 |
50.27 |
-0.21 |
10,246 |
34,884 |
+1,323 |
Mar12 |
111003 |
50.55 |
50.69 |
50.10 |
50.52 |
-0.19 |
9,928 |
37,639 |
+1,336 |
May12 |
111003 |
50.64 |
50.74 |
50.16 |
50.61 |
-0.16 |
5,240 |
22,572 |
+46 |
Jul12 |
111003 |
50.76 |
50.85 |
50.28 |
50.73 |
-0.17 |
5,546 |
17,183 |
+1,079 |
Aug12 |
111003 |
50.58 |
50.77 |
50.49 |
50.73 |
-0.09 |
717 |
2,396 |
-51 |
Sep12 |
111003 |
50.89 |
50.89 |
50.37 |
50.65 |
-0.05 |
995 |
2,373 |
+240 |
Oct12 |
111003 |
50.12 |
50.40 |
50.12 |
50.40 |
-0.05 |
601 |
2,340 |
+211 |
Dec12 |
111003 |
49.82 |
50.34 |
49.76 |
50.29 |
-0.02 |
2,611 |
8,764 |
+495 |
Total Volume and Open Interest |
120,266 |
280,180 |
+1,984 |
Canola(WCE) |
Nov11 |
111003 |
522.2 |
527.9 |
517.4 |
524.3 |
+0.5 |
15,453 |
54,888 |
-2,158 |
Jan12 |
111003 |
533.3 |
538.4 |
529.4 |
535.1 |
+0.3 |
7,722 |
65,776 |
+816 |
Mar12 |
111003 |
542.6 |
546.9 |
538.6 |
543.6 |
-0.4 |
1,213 |
22,103 |
-16 |
May12 |
111003 |
545.1 |
552.3 |
544.9 |
548.8 |
-0.6 |
1,028 |
13,162 |
-432 |
Jul12 |
111003 |
550.7 |
557.3 |
550.7 |
554.1 |
-0.7 |
278 |
5,387 |
+99 |
Total Volume and Open Interest |
26,224 |
172,316 |
-1,599 |
Corn(CBOT) |
Dec11 |
111003 |
590.00 |
598.75 |
572.25 |
592.50 |
unch |
204,007 |
610,399 |
+1,284 |
Mar12 |
111003 |
604.25 |
614.50 |
586.00 |
606.00 |
+0.25 |
59,421 |
240,644 |
+5,245 |
May12 |
111003 |
612.00 |
620.00 |
594.25 |
613.75 |
+0.25 |
23,907 |
71,223 |
+3,008 |
Jul12 |
111003 |
617.75 |
625.00 |
600.00 |
619.25 |
unch |
33,173 |
100,689 |
+1,464 |
Sep12 |
111003 |
586.75 |
590.50 |
572.00 |
590.50 |
+4.00 |
4,656 |
23,794 |
+822 |
Dec12 |
111003 |
566.25 |
568.50 |
551.50 |
562.50 |
-3.25 |
27,649 |
110,448 |
+1,720 |
Mar13 |
111003 |
577.50 |
579.25 |
570.00 |
574.00 |
-3.25 |
757 |
29,217 |
+303 |
May13 |
111003 |
571.25 |
584.50 |
571.25 |
581.25 |
-3.00 |
124 |
956 |
+46 |
Jul13 |
111003 |
578.00 |
591.75 |
578.00 |
586.50 |
-2.75 |
76 |
1,194 |
+22 |
Sep13 |
111003 |
570.50 |
570.50 |
567.25 |
570.50 |
+3.25 |
11 |
227 |
+0 |
Total Volume and Open Interest |
355,030 |
1,201,833 |
+14,353 |
Wheat(CBOT) |
Dec11 |
111003 |
609.25 |
623.00 |
596.75 |
619.50 |
+10.25 |
92,718 |
220,486 |
-608 |
Mar12 |
111003 |
646.25 |
661.00 |
634.50 |
657.00 |
+10.50 |
23,293 |
86,110 |
+1,912 |
May12 |
111003 |
667.50 |
684.25 |
658.75 |
681.25 |
+12.75 |
8,411 |
26,552 |
+807 |
Jul12 |
111003 |
677.00 |
695.25 |
666.75 |
692.75 |
+16.00 |
10,818 |
54,849 |
+994 |
Sep12 |
111003 |
696.25 |
713.75 |
687.00 |
711.50 |
+15.00 |
867 |
3,075 |
+53 |
Dec12 |
111003 |
715.75 |
738.00 |
704.75 |
737.50 |
+21.25 |
2,310 |
26,461 |
-84 |
Total Volume and Open Interest |
138,646 |
421,037 |
+3,113 |
Wheat(KCBT) |
Dec11 |
111003 |
704.25 |
710.75 |
695.00 |
702.00 |
-2.00 |
27,164 |
78,372 |
-5,574 |
Mar12 |
111003 |
721.00 |
724.25 |
710.50 |
717.50 |
-1.25 |
12,062 |
40,237 |
+2,132 |
May12 |
111003 |
729.25 |
732.75 |
719.50 |
726.50 |
-1.00 |
3,209 |
6,290 |
+801 |
Jul12 |
111003 |
732.25 |
737.25 |
725.25 |
732.00 |
+1.00 |
7,772 |
28,278 |
+920 |
Sep12 |
111003 |
746.50 |
748.75 |
741.50 |
746.75 |
+2.75 |
786 |
2,207 |
+421 |
Dec12 |
111003 |
768.00 |
772.25 |
762.25 |
770.50 |
+3.25 |
362 |
2,011 |
+238 |
Total Volume and Open Interest |
51,364 |
157,678 |
-1,059 |
Wheat(MGE) |
Dec11 |
111003 |
890.75 |
894.50 |
862.50 |
885.25 |
-7.00 |
4,594 |
15,309 |
-447 |
Mar12 |
111003 |
841.50 |
845.50 |
822.50 |
837.00 |
-9.50 |
3,397 |
13,764 |
+400 |
May12 |
111003 |
828.50 |
832.50 |
812.75 |
824.75 |
-10.25 |
2,029 |
4,397 |
-38 |
Jul12 |
111003 |
823.25 |
823.25 |
807.00 |
815.75 |
-9.00 |
1,859 |
4,864 |
-34 |
Sep12 |
111003 |
791.75 |
799.25 |
788.50 |
798.50 |
+4.75 |
537 |
2,154 |
+64 |
Total Volume and Open Interest |
12,743 |
42,139 |
-98 |
Oats(CBOT) |
Dec11 |
111003 |
327.00 |
330.00 |
324.00 |
328.00 |
unch |
878 |
12,596 |
-33 |
Mar12 |
111003 |
337.75 |
341.00 |
335.50 |
339.00 |
unch |
139 |
2,318 |
+70 |
May12 |
111003 |
345.00 |
346.50 |
343.00 |
345.00 |
-1.50 |
16 |
191 |
+12 |
Jul12 |
111003 |
351.00 |
352.50 |
351.00 |
351.00 |
-1.50 |
0 |
6 |
+0 |
Total Volume and Open Interest |
1,033 |
15,149 |
+49 |
Rough Rice(CBOT) |
Nov11 |
111003 |
15.95 |
16.10 |
15.79 |
15.99 |
+0.04 |
1,995 |
10,478 |
-1,029 |
Jan12 |
111003 |
16.26 |
16.42 |
16.10 |
16.30 |
+0.04 |
1,367 |
4,889 |
+1,017 |
Mar12 |
111003 |
16.55 |
16.68 |
16.45 |
16.60 |
+0.05 |
147 |
1,712 |
+74 |
May12 |
111003 |
16.81 |
16.87 |
16.72 |
16.87 |
+0.03 |
15 |
263 |
+5 |
Total Volume and Open Interest |
3,529 |
17,502 |
+70 |
Live Cattle(CME) |
Oct11 |
111003 |
122.330 |
123.180 |
122.080 |
123.100 |
+0.950 |
16,416 |
38,444 |
-1,210 |
Dec11 |
111003 |
122.650 |
123.785 |
122.230 |
123.330 |
+0.680 |
43,480 |
150,475 |
+3,522 |
Feb12 |
111003 |
123.980 |
125.080 |
123.680 |
124.850 |
+0.700 |
10,092 |
68,301 |
+2,039 |
Apr12 |
111003 |
126.350 |
127.385 |
126.035 |
127.180 |
+0.600 |
8,120 |
49,760 |
+1,215 |
Jun12 |
111003 |
122.700 |
123.900 |
122.650 |
123.900 |
+0.400 |
2,455 |
20,046 |
+230 |
Aug12 |
111003 |
123.430 |
123.650 |
122.680 |
123.100 |
-0.400 |
577 |
3,737 |
+114 |
Total Volume and Open Interest |
81,372 |
332,851 |
+6,022 |
Feeder Cattle(CME) |
Oct11 |
111003 |
141.250 |
142.300 |
140.200 |
141.000 |
+0.465 |
2,664 |
7,553 |
-777 |
Nov11 |
111003 |
143.650 |
144.785 |
142.350 |
142.850 |
-0.085 |
4,878 |
14,792 |
-21 |
Jan12 |
111003 |
146.200 |
147.685 |
144.825 |
145.200 |
-0.875 |
1,456 |
7,587 |
+160 |
Mar12 |
111003 |
146.575 |
148.150 |
145.325 |
145.500 |
-0.825 |
901 |
2,787 |
+69 |
Apr12 |
111003 |
147.200 |
148.350 |
145.750 |
146.200 |
-0.950 |
285 |
764 |
+28 |
May12 |
111003 |
147.500 |
148.350 |
145.750 |
146.600 |
-1.000 |
205 |
709 |
+61 |
Aug12 |
111003 |
148.000 |
149.250 |
146.650 |
147.900 |
-1.100 |
147 |
682 |
+115 |
Total Volume and Open Interest |
10,547 |
34,881 |
-358 |
Lean Hogs(CME) |
Oct11 |
111003 |
93.400 |
93.700 |
92.535 |
93.135 |
-0.250 |
11,195 |
18,479 |
-1,117 |
Dec11 |
111003 |
87.950 |
88.300 |
86.450 |
86.800 |
-1.000 |
37,901 |
103,200 |
-3,099 |
Feb12 |
111003 |
91.500 |
91.785 |
89.950 |
90.800 |
-0.780 |
11,751 |
55,696 |
+1,955 |
Apr12 |
111003 |
93.150 |
93.550 |
92.150 |
92.830 |
-0.670 |
11,996 |
38,771 |
+3,042 |
May12 |
111003 |
97.350 |
97.350 |
96.230 |
96.500 |
-0.750 |
134 |
1,320 |
+17 |
Jun12 |
111003 |
99.385 |
99.600 |
98.000 |
98.885 |
-0.915 |
6,227 |
20,188 |
+1,731 |
Jul12 |
111003 |
98.300 |
98.400 |
96.885 |
97.730 |
-0.670 |
917 |
6,207 |
+567 |
Aug12 |
111003 |
96.180 |
96.400 |
95.000 |
96.000 |
-0.385 |
1,419 |
4,920 |
+472 |
Total Volume and Open Interest |
82,063 |
252,678 |
+3,796 |
Class III Milk(CME) |
Oct11 |
111003 |
17.47 |
17.51 |
17.22 |
17.40 |
-0.04 |
122 |
5,481 |
-24 |
Nov11 |
111003 |
16.41 |
16.59 |
16.16 |
16.18 |
-0.23 |
437 |
5,279 |
+154 |
Dec11 |
111003 |
16.35 |
16.46 |
16.15 |
16.20 |
-0.15 |
269 |
4,869 |
+85 |
Jan12 |
111003 |
16.30 |
16.42 |
16.08 |
16.12 |
-0.23 |
115 |
2,207 |
+39 |
Feb12 |
111003 |
16.19 |
16.20 |
16.00 |
16.00 |
-0.20 |
101 |
1,894 |
+40 |
Total Volume and Open Interest |
1,546 |
30,238 |
-5,694 |
Cocoa(ICE) |
Dec11 |
111003 |
2600 |
2608 |
2555 |
2557 |
-51 |
11,630 |
72,931 |
+1,298 |
Mar12 |
111003 |
2621 |
2647 |
2591 |
2594 |
-54 |
4,559 |
58,270 |
+553 |
May12 |
111003 |
2658 |
2658 |
2607 |
2608 |
-55 |
976 |
19,073 |
-32 |
Jul12 |
111003 |
2662 |
2675 |
2626 |
2635 |
-44 |
343 |
9,225 |
+107 |
Sep12 |
111003 |
2674 |
2675 |
2638 |
2653 |
-40 |
397 |
10,563 |
+24 |
Dec12 |
111003 |
2692 |
2692 |
2666 |
2669 |
-41 |
166 |
9,031 |
+153 |
Mar13 |
111003 |
2712 |
2712 |
2675 |
2675 |
-54 |
2 |
2,594 |
-1 |
Total Volume and Open Interest |
18,085 |
183,708 |
+2,106 |
Coffee "C"(ICE) |
Dec11 |
111003 |
228.50 |
228.60 |
219.80 |
223.45 |
-5.45 |
12,972 |
67,239 |
+644 |
Mar12 |
111003 |
231.95 |
232.05 |
223.15 |
226.70 |
-5.35 |
4,269 |
26,561 |
-434 |
May12 |
111003 |
233.60 |
233.60 |
225.40 |
228.35 |
-5.25 |
1,701 |
11,555 |
+464 |
Jul12 |
111003 |
236.00 |
236.00 |
227.50 |
229.25 |
-4.75 |
588 |
3,757 |
+24 |
Sep12 |
111003 |
236.00 |
236.00 |
227.30 |
228.70 |
-5.20 |
284 |
3,111 |
-41 |
Dec12 |
111003 |
233.00 |
233.05 |
225.80 |
227.65 |
-4.60 |
152 |
2,138 |
-15 |
Total Volume and Open Interest |
19,990 |
114,933 |
+657 |
Orange Juice(ICE) |
Nov11 |
111003 |
150.90 |
153.75 |
148.85 |
150.05 |
+0.05 |
1,192 |
15,121 |
-648 |
Jan12 |
111003 |
149.70 |
151.85 |
146.95 |
148.20 |
+0.15 |
556 |
5,806 |
+734 |
Mar12 |
111003 |
148.50 |
149.95 |
147.60 |
148.35 |
-0.35 |
72 |
2,331 |
+34 |
May12 |
111003 |
149.00 |
151.00 |
147.85 |
148.60 |
-0.50 |
5 |
821 |
+2 |
Jul12 |
111003 |
149.00 |
149.00 |
148.00 |
148.75 |
-0.35 |
0 |
293 |
+0 |
Sep12 |
111003 |
148.75 |
148.75 |
148.55 |
148.55 |
-0.35 |
0 |
47 |
+0 |
Total Volume and Open Interest |
1,825 |
24,429 |
+122 |
Sugar #11(ICE) |
Mar12 |
111003 |
25.29 |
25.29 |
24.41 |
24.85 |
-0.44 |
43,010 |
243,642 |
-2,557 |
May12 |
111003 |
24.62 |
24.62 |
23.79 |
24.14 |
-0.46 |
7,724 |
65,537 |
+1,226 |
Jul12 |
111003 |
23.85 |
23.85 |
23.14 |
23.25 |
-0.56 |
7,319 |
64,793 |
+166 |
Oct12 |
111003 |
23.28 |
23.28 |
22.65 |
22.72 |
-0.64 |
2,487 |
37,038 |
-106 |
Mar13 |
111003 |
23.21 |
23.22 |
22.60 |
22.71 |
-0.56 |
1,685 |
27,173 |
+622 |
Total Volume and Open Interest |
63,660 |
465,159 |
-6,515 |
London Cocoa(LCE) |
Dec11 |
111003 |
1705 |
1707 |
1677 |
1687 |
-12 |
11,633 |
80,871 |
+1,842 |
Mar12 |
111003 |
1734 |
1735 |
1707 |
1717 |
-11 |
6,347 |
52,414 |
+3,321 |
May12 |
111003 |
1751 |
1752 |
1724 |
1733 |
-13 |
1,132 |
15,003 |
-119 |
Jul12 |
111003 |
1757 |
1758 |
1742 |
1750 |
-13 |
683 |
16,497 |
-64 |
Sep12 |
111003 |
1772 |
1773 |
1757 |
1763 |
-14 |
392 |
12,475 |
+239 |
Dec12 |
111003 |
1790 |
1790 |
1778 |
1778 |
-17 |
74 |
10,030 |
+2 |
Mar13 |
111003 |
1793 |
1793 |
1793 |
1793 |
-17 |
13 |
2,340 |
+3 |
Total Volume and Open Interest |
20,274 |
190,130 |
+5,224 |
London Sugar(LCE) |
Dec11 |
111003 |
651.70 |
653.90 |
640.20 |
652.60 |
-10.70 |
1,948 |
18,869 |
-546 |
Mar12 |
111003 |
638.60 |
638.60 |
624.90 |
637.50 |
-10.70 |
597 |
11,287 |
-43 |
May12 |
111003 |
625.90 |
632.20 |
621.00 |
631.60 |
-11.50 |
180 |
5,170 |
+28 |
Aug12 |
111003 |
618.90 |
622.30 |
614.60 |
621.10 |
-14.30 |
71 |
3,594 |
-39 |
Oct12 |
111003 |
616.60 |
616.60 |
609.40 |
613.60 |
-14.40 |
58 |
2,112 |
+29 |
Total Volume and Open Interest |
2,893 |
41,828 |
-555 |
Cotton(ICE) |
Oct11 |
111003 |
99.29 |
99.29 |
97.75 |
97.75 |
-0.96 |
6 |
33 |
-23 |
Dec11 |
111003 |
100.35 |
100.65 |
98.25 |
99.21 |
-0.98 |
14,580 |
86,791 |
+1,886 |
Mar12 |
111003 |
98.35 |
98.35 |
95.56 |
96.60 |
-0.82 |
2,989 |
41,665 |
-102 |
May12 |
111003 |
96.03 |
96.04 |
94.50 |
95.40 |
-0.63 |
565 |
6,981 |
+258 |
Jul12 |
111003 |
96.27 |
96.27 |
93.59 |
94.33 |
-1.21 |
57 |
11,344 |
-29 |
Oct12 |
111003 |
93.81 |
93.81 |
93.81 |
93.81 |
-0.93 |
0 |
3 |
+0 |
Total Volume and Open Interest |
18,225 |
151,074 |
+2,003 |
Lumber(CME) |
Nov11 |
111003 |
212.3 |
218.9 |
212.0 |
213.0 |
+1.9 |
2,321 |
5,966 |
+77 |
Jan12 |
111003 |
232.8 |
238.5 |
230.4 |
236.5 |
+1.5 |
1,495 |
3,572 |
+678 |
Mar12 |
111003 |
248.4 |
253.1 |
247.0 |
251.0 |
+1.0 |
104 |
809 |
-8 |
May12 |
111003 |
261.0 |
261.0 |
261.0 |
261.0 |
-1.6 |
13 |
129 |
+2 |
Total Volume and Open Interest |
3,933 |
10,498 |
+749 |
Crude Oil(NYM) |
Nov11 |
111003 |
78.92 |
79.64 |
76.65 |
77.61 |
-1.59 |
367,957 |
300,388 |
+9,189 |
Dec11 |
111003 |
78.72 |
79.83 |
76.46 |
77.83 |
-1.50 |
150,536 |
223,570 |
+12,584 |
Jan12 |
111003 |
79.06 |
80.02 |
76.70 |
78.04 |
-1.42 |
56,346 |
124,184 |
+196 |
Feb12 |
111003 |
78.95 |
80.10 |
76.97 |
78.25 |
-1.35 |
21,280 |
36,983 |
+659 |
Mar12 |
111003 |
78.86 |
80.30 |
77.19 |
78.48 |
-1.32 |
16,305 |
45,438 |
+1,358 |
Apr12 |
111003 |
79.08 |
80.52 |
77.48 |
78.72 |
-1.30 |
7,237 |
27,717 |
+855 |
May12 |
111003 |
79.37 |
79.88 |
78.37 |
78.99 |
-1.30 |
6,810 |
25,490 |
-112 |
Jun12 |
111003 |
79.74 |
81.05 |
78.10 |
79.28 |
-1.28 |
18,909 |
76,671 |
+273 |
Jul12 |
111003 |
80.00 |
81.14 |
79.23 |
79.56 |
-1.28 |
2,394 |
35,295 |
-83 |
Aug12 |
111003 |
79.82 |
79.82 |
79.82 |
79.82 |
-1.27 |
2,200 |
17,163 |
+194 |
Sep12 |
111003 |
80.41 |
80.67 |
78.98 |
80.10 |
-1.25 |
2,160 |
18,654 |
+20 |
Oct12 |
111003 |
80.40 |
80.40 |
80.40 |
80.40 |
-1.22 |
2,090 |
19,725 |
-367 |
Nov12 |
111003 |
80.70 |
80.73 |
80.70 |
80.73 |
-1.19 |
1,691 |
20,640 |
+282 |
Dec12 |
111003 |
81.10 |
82.74 |
79.84 |
81.08 |
-1.16 |
21,697 |
152,789 |
+563 |
Jan13 |
111003 |
81.26 |
81.26 |
81.26 |
81.26 |
-1.15 |
1,133 |
20,102 |
-237 |
Feb13 |
111003 |
81.43 |
81.43 |
81.43 |
81.43 |
-1.14 |
164 |
8,967 |
-51 |
Total Volume and Open Interest |
694,856 |
1,412,893 |
+27,303 |
e-miNY Crude Oil(NYM) |
Oct11 |
110919 |
87.250 |
87.400 |
84.800 |
85.700 |
-2.250 |
4,569 |
1,489 |
-206 |
Nov11 |
111003 |
78.800 |
79.625 |
76.275 |
77.600 |
-1.600 |
12,958 |
1,888 |
+150 |
Dec11 |
111003 |
78.500 |
79.800 |
76.500 |
77.825 |
-1.500 |
609 |
704 |
+130 |
Jan12 |
111003 |
78.750 |
79.550 |
77.300 |
78.050 |
-1.400 |
42 |
331 |
+13 |
Feb12 |
111003 |
78.800 |
78.800 |
77.250 |
78.250 |
-1.350 |
114 |
118 |
+104 |
Mar12 |
111003 |
79.025 |
80.200 |
78.475 |
78.475 |
-1.325 |
0 |
16 |
+0 |
Apr12 |
111003 |
78.725 |
78.725 |
78.725 |
78.725 |
-1.300 |
0 |
4 |
+0 |
May12 |
111003 |
79.000 |
79.000 |
79.000 |
79.000 |
-1.300 |
0 |
6 |
+0 |
Jun12 |
111003 |
79.275 |
79.275 |
79.275 |
79.275 |
-1.275 |
1 |
13 |
+0 |
Jul12 |
111003 |
79.550 |
79.550 |
79.550 |
79.550 |
-1.300 |
0 |
4 |
+0 |
Total Volume and Open Interest |
13,732 |
3,337 |
+397 |
Heating Oil(NYM) |
Nov11 |
111003 |
278.51 |
278.59 |
273.38 |
275.29 |
-2.64 |
67,603 |
103,741 |
+720 |
Dec11 |
111003 |
277.76 |
278.21 |
273.00 |
274.91 |
-2.89 |
35,303 |
64,228 |
+1,609 |
Jan12 |
111003 |
277.01 |
277.66 |
272.48 |
274.42 |
-3.14 |
18,530 |
39,355 |
+1,743 |
Feb12 |
111003 |
275.00 |
275.90 |
270.50 |
272.80 |
-3.30 |
9,381 |
19,051 |
+23 |
Mar12 |
111003 |
272.54 |
273.79 |
268.61 |
270.57 |
-3.42 |
8,701 |
21,941 |
+1,620 |
Apr12 |
111003 |
269.57 |
270.00 |
265.09 |
267.14 |
-3.60 |
3,189 |
8,704 |
+209 |
May12 |
111003 |
266.16 |
266.70 |
261.78 |
263.87 |
-3.74 |
1,420 |
6,707 |
-4 |
Jun12 |
111003 |
264.76 |
265.10 |
259.47 |
262.17 |
-3.79 |
4,318 |
33,147 |
+761 |
Jul12 |
111003 |
264.25 |
265.35 |
260.33 |
262.37 |
-3.77 |
961 |
5,559 |
+458 |
Aug12 |
111003 |
264.50 |
265.93 |
262.16 |
262.86 |
-3.74 |
83 |
3,836 |
-11 |
Sep12 |
111003 |
264.50 |
265.58 |
261.34 |
263.33 |
-3.69 |
532 |
3,667 |
+292 |
Oct12 |
111003 |
266.75 |
266.75 |
263.47 |
264.15 |
-3.65 |
118 |
1,217 |
+7 |
Total Volume and Open Interest |
150,785 |
326,640 |
-46 |
Gasoline(NYMEX) |
Nov11 |
111003 |
254.20 |
254.46 |
249.25 |
251.10 |
-2.71 |
52,702 |
86,600 |
+5,385 |
Dec11 |
111003 |
248.00 |
249.78 |
244.76 |
246.32 |
-3.38 |
33,388 |
56,957 |
+3,858 |
Jan12 |
111003 |
246.37 |
247.17 |
241.90 |
243.86 |
-3.73 |
14,150 |
26,475 |
-358 |
Feb12 |
111003 |
243.13 |
245.85 |
241.27 |
243.02 |
-3.77 |
8,250 |
12,296 |
-1,223 |
Mar12 |
111003 |
244.55 |
246.47 |
242.16 |
243.19 |
-3.73 |
6,971 |
16,270 |
+997 |
Apr12 |
111003 |
252.75 |
256.59 |
252.75 |
253.39 |
-3.51 |
4,128 |
13,497 |
+727 |
May12 |
111003 |
254.24 |
255.75 |
252.80 |
253.04 |
-3.44 |
3,014 |
7,780 |
-22 |
Jun12 |
111003 |
253.57 |
255.25 |
251.02 |
252.09 |
-3.36 |
3,386 |
16,882 |
+81 |
Jul12 |
111003 |
253.25 |
253.25 |
250.47 |
250.47 |
-3.30 |
307 |
3,394 |
+24 |
Aug12 |
111003 |
248.72 |
248.72 |
248.72 |
248.72 |
-3.35 |
517 |
4,012 |
+313 |
Total Volume and Open Interest |
129,061 |
262,454 |
+6,586 |
e-miNY RBOB Gasoline(NYM) |
Nov11 |
111003 |
251.10 |
251.10 |
251.10 |
251.10 |
-2.70 |
|
|
|
Dec11 |
111003 |
246.30 |
246.32 |
246.30 |
246.30 |
-3.40 |
|
|
|
Jan12 |
111003 |
243.90 |
243.90 |
243.86 |
243.90 |
-3.70 |
0 |
1 |
+0 |
Feb12 |
111003 |
243.00 |
243.02 |
243.00 |
243.00 |
-3.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Nov11 |
111003 |
3.643 |
3.699 |
3.591 |
3.617 |
-0.049 |
119,832 |
232,664 |
-3,719 |
Dec11 |
111003 |
3.940 |
4.001 |
3.902 |
3.928 |
-0.034 |
54,758 |
80,744 |
+1,194 |
Jan12 |
111003 |
4.100 |
4.165 |
4.071 |
4.089 |
-0.034 |
50,237 |
179,846 |
+7,181 |
Feb12 |
111003 |
4.125 |
4.180 |
4.092 |
4.108 |
-0.034 |
14,416 |
47,533 |
+1,193 |
Mar12 |
111003 |
4.100 |
4.144 |
4.058 |
4.072 |
-0.038 |
18,087 |
57,651 |
+1,695 |
Apr12 |
111003 |
4.080 |
4.129 |
4.045 |
4.061 |
-0.036 |
13,364 |
84,042 |
+283 |
May12 |
111003 |
4.144 |
4.160 |
4.080 |
4.093 |
-0.036 |
2,562 |
23,570 |
+727 |
Jun12 |
111003 |
4.184 |
4.200 |
4.119 |
4.132 |
-0.036 |
2,801 |
14,157 |
+468 |
Jul12 |
111003 |
4.212 |
4.244 |
4.163 |
4.176 |
-0.036 |
1,755 |
12,289 |
+496 |
Aug12 |
111003 |
4.221 |
4.267 |
4.187 |
4.200 |
-0.036 |
752 |
10,848 |
+10 |
Sep12 |
111003 |
4.253 |
4.269 |
4.190 |
4.203 |
-0.036 |
1,666 |
8,757 |
+62 |
Oct12 |
111003 |
4.289 |
4.308 |
4.227 |
4.241 |
-0.036 |
3,049 |
45,720 |
-184 |
Nov12 |
111003 |
4.433 |
4.441 |
4.392 |
4.403 |
-0.035 |
996 |
9,577 |
+243 |
Dec12 |
111003 |
4.729 |
4.733 |
4.688 |
4.697 |
-0.026 |
615 |
13,093 |
+181 |
Jan13 |
111003 |
4.892 |
4.893 |
4.830 |
4.843 |
-0.024 |
853 |
23,815 |
+50 |
Feb13 |
111003 |
4.855 |
4.855 |
4.814 |
4.819 |
-0.024 |
177 |
3,594 |
+34 |
Total Volume and Open Interest |
286,764 |
926,448 |
+10,002 |
Brent Crude Oil(ICE) |
Nov11 |
111003 |
102.00 |
102.80 |
100.59 |
101.71 |
-1.05 |
243,641 |
139,452 |
-5,965 |
Dec11 |
111003 |
100.00 |
100.87 |
98.57 |
99.62 |
-1.26 |
205,806 |
195,691 |
-6,177 |
Jan12 |
111003 |
99.18 |
99.83 |
97.55 |
98.53 |
-1.40 |
68,318 |
62,649 |
+3,582 |
Feb12 |
111003 |
98.45 |
99.10 |
96.90 |
97.80 |
-1.38 |
33,139 |
59,227 |
+3,500 |
Mar12 |
111003 |
97.71 |
98.55 |
96.33 |
97.24 |
-1.35 |
32,271 |
65,310 |
+28 |
Apr12 |
111003 |
97.33 |
98.20 |
96.00 |
96.90 |
-1.34 |
18,155 |
27,017 |
+1,451 |
May12 |
111003 |
97.07 |
97.98 |
95.79 |
96.69 |
-1.32 |
13,856 |
16,586 |
+684 |
Jun12 |
111003 |
96.90 |
97.82 |
95.63 |
96.53 |
-1.32 |
37,427 |
58,854 |
+2,494 |
Jul12 |
111003 |
96.94 |
97.28 |
95.86 |
96.41 |
-1.34 |
5,839 |
14,338 |
+356 |
Aug12 |
111003 |
96.97 |
96.97 |
96.28 |
96.28 |
-1.36 |
4,178 |
11,013 |
+367 |
Sep12 |
111003 |
96.12 |
96.12 |
96.12 |
96.12 |
-1.37 |
3,910 |
15,394 |
-64 |
Oct12 |
111003 |
95.99 |
95.99 |
95.99 |
95.99 |
-1.36 |
1,287 |
7,497 |
-173 |
Nov12 |
111003 |
95.83 |
95.83 |
95.83 |
95.83 |
-1.36 |
1,999 |
12,028 |
+410 |
Dec12 |
111003 |
96.50 |
96.90 |
94.65 |
95.64 |
-1.38 |
38,059 |
85,318 |
+4,069 |
Total Volume and Open Interest |
728,476 |
905,084 |
+6,141 |
Gas Oil(ICE) |
Oct11 |
111003 |
869.75 |
877.00 |
862.00 |
874.50 |
-9.00 |
51,236 |
96,190 |
-8,302 |
Nov11 |
111003 |
865.75 |
872.50 |
856.75 |
870.00 |
-9.50 |
91,501 |
117,653 |
+5,213 |
Dec11 |
111003 |
858.25 |
864.75 |
849.00 |
862.50 |
-10.00 |
61,618 |
87,298 |
+5,603 |
Jan12 |
111003 |
854.00 |
857.00 |
842.00 |
856.00 |
-10.75 |
16,447 |
60,459 |
+125 |
Feb12 |
111003 |
849.50 |
851.00 |
839.25 |
849.75 |
-11.25 |
8,453 |
35,213 |
-191 |
Mar12 |
111003 |
844.50 |
845.50 |
830.00 |
844.25 |
-11.75 |
8,649 |
29,156 |
+954 |
Apr12 |
111003 |
840.25 |
840.25 |
825.75 |
840.00 |
-12.25 |
5,518 |
17,643 |
+157 |
May12 |
111003 |
836.50 |
837.50 |
821.75 |
836.25 |
-12.50 |
6,125 |
12,037 |
-847 |
Jun12 |
111003 |
834.50 |
835.50 |
819.75 |
834.50 |
-12.50 |
12,281 |
39,127 |
+1,657 |
Jul12 |
111003 |
833.00 |
834.75 |
831.25 |
834.75 |
-12.50 |
912 |
12,346 |
+312 |
Total Volume and Open Interest |
273,334 |
587,858 |
+6,506 |
Ethanol(CBOT) |
Oct11 |
111003 |
2.420 |
2.503 |
2.420 |
2.500 |
+0.015 |
168 |
223 |
-119 |
Nov11 |
111003 |
2.400 |
2.420 |
2.396 |
2.403 |
+0.007 |
640 |
1,510 |
+117 |
Dec11 |
111003 |
2.300 |
2.349 |
2.300 |
2.328 |
unch |
208 |
1,570 |
+65 |
Jan12 |
111003 |
2.254 |
2.254 |
2.231 |
2.235 |
-0.014 |
63 |
919 |
+26 |
Feb12 |
111003 |
2.206 |
2.208 |
2.205 |
2.206 |
-0.021 |
225 |
733 |
-3 |
Mar12 |
111003 |
2.225 |
2.241 |
2.225 |
2.236 |
-0.004 |
233 |
1,080 |
+18 |
Apr12 |
111003 |
2.250 |
2.265 |
2.250 |
2.258 |
-0.005 |
246 |
776 |
+7 |
May12 |
111003 |
2.284 |
2.285 |
2.273 |
2.280 |
-0.006 |
65 |
443 |
+14 |
Total Volume and Open Interest |
2,146 |
9,462 |
+252 |
WTI Crude Oil(ICE) |
Nov11 |
111003 |
78.80 |
79.63 |
76.25 |
77.61 |
-1.59 |
95,167 |
64,329 |
+4,909 |
Dec11 |
111003 |
78.67 |
79.81 |
76.52 |
77.83 |
-1.50 |
40,474 |
95,124 |
+2,437 |
Jan12 |
111003 |
78.35 |
79.89 |
76.78 |
78.04 |
-1.42 |
16,587 |
31,682 |
-338 |
Feb12 |
111003 |
79.13 |
79.49 |
77.00 |
78.25 |
-1.35 |
6,262 |
15,320 |
+584 |
Mar12 |
111003 |
79.31 |
80.28 |
77.51 |
78.48 |
-1.32 |
4,729 |
18,907 |
-111 |
Apr12 |
111003 |
79.51 |
79.93 |
78.36 |
78.72 |
-1.30 |
2,136 |
6,145 |
-130 |
May12 |
111003 |
79.80 |
80.56 |
78.41 |
78.99 |
-1.30 |
1,545 |
7,934 |
+104 |
Jun12 |
111003 |
79.74 |
81.13 |
78.49 |
79.28 |
-1.28 |
6,525 |
33,028 |
+1,140 |
Jul12 |
111003 |
79.80 |
79.90 |
79.40 |
79.56 |
-1.28 |
520 |
7,718 |
+74 |
Aug12 |
111003 |
79.82 |
79.82 |
79.82 |
79.82 |
-1.27 |
278 |
4,418 |
+19 |
Sep12 |
111003 |
80.10 |
80.10 |
80.10 |
80.10 |
-1.25 |
425 |
8,377 |
+5 |
Oct12 |
111003 |
80.40 |
80.40 |
80.40 |
80.40 |
-1.22 |
195 |
1,714 |
+0 |
Nov12 |
111003 |
80.73 |
80.73 |
80.73 |
80.73 |
-1.19 |
226 |
2,694 |
-12 |
Dec12 |
111003 |
81.76 |
82.72 |
79.97 |
81.08 |
-1.16 |
8,444 |
48,717 |
+1,268 |
Jan13 |
111003 |
81.26 |
81.26 |
81.26 |
81.26 |
-1.15 |
112 |
2,054 |
+0 |
Feb13 |
111003 |
81.43 |
81.43 |
81.43 |
81.43 |
-1.14 |
0 |
588 |
+0 |
Total Volume and Open Interest |
185,919 |
430,761 |
+9,684 |
US Dollar Index(ICE) |
Dec11 |
111003 |
79.440 |
80.220 |
79.305 |
79.938 |
+0.863 |
29,977 |
71,154 |
-928 |
Mar12 |
111003 |
79.720 |
80.418 |
79.720 |
80.418 |
+0.863 |
1 |
519 |
-1 |
Jun12 |
111003 |
80.878 |
80.878 |
80.878 |
80.878 |
+0.863 |
0 |
2 |
+0 |
Total Volume and Open Interest |
29,978 |
71,675 |
-929 |
Australian Dollar(CME) |
Dec11 |
111003 |
95.89 |
96.11 |
94.35 |
94.83 |
-1.28 |
133,774 |
89,921 |
+1,759 |
Mar12 |
111003 |
94.89 |
95.22 |
93.49 |
93.98 |
-1.24 |
43 |
128 |
-8 |
Jun12 |
111003 |
93.25 |
94.45 |
93.25 |
93.25 |
-1.20 |
0 |
21 |
+0 |
Total Volume and Open Interest |
133,817 |
90,203 |
+1,751 |
British Pound(CME) |
Dec11 |
111003 |
155.42 |
155.95 |
154.13 |
154.57 |
-1.52 |
116,510 |
152,095 |
-2,660 |
Mar12 |
111003 |
155.47 |
155.97 |
154.45 |
154.45 |
-1.52 |
2 |
91 |
+0 |
Jun12 |
111003 |
154.36 |
155.87 |
154.36 |
154.36 |
-1.51 |
0 |
3 |
+0 |
Total Volume and Open Interest |
116,512 |
152,193 |
-2,660 |
Canadian Dollar(CME) |
Dec11 |
111003 |
95.28 |
95.70 |
94.65 |
95.07 |
-0.54 |
126,504 |
82,633 |
-1,225 |
Mar12 |
111003 |
94.90 |
95.55 |
94.64 |
94.98 |
-0.52 |
452 |
4,291 |
+209 |
Jun12 |
111003 |
95.13 |
95.44 |
94.92 |
94.92 |
-0.52 |
103 |
1,012 |
+87 |
Sep12 |
111003 |
94.84 |
95.36 |
94.84 |
94.84 |
-0.52 |
1 |
419 |
+1 |
Total Volume and Open Interest |
127,062 |
88,461 |
-928 |
Japanese Yen(CME) |
Dec11 |
111003 |
129.87 |
130.86 |
129.40 |
130.63 |
+0.76 |
94,374 |
126,149 |
+2,077 |
Mar12 |
111003 |
129.92 |
131.09 |
129.73 |
130.85 |
+0.77 |
62 |
334 |
+32 |
Jun12 |
111003 |
131.12 |
131.12 |
130.31 |
131.12 |
+0.81 |
2 |
19 |
+0 |
Total Volume and Open Interest |
94,438 |
126,506 |
+2,109 |
Swiss Franc(CME) |
Dec11 |
111003 |
110.23 |
110.45 |
108.64 |
109.09 |
-1.52 |
20,878 |
22,765 |
+1,055 |
Mar12 |
111003 |
110.10 |
110.86 |
109.31 |
109.35 |
-1.51 |
6 |
632 |
+4 |
Jun12 |
111003 |
109.63 |
111.14 |
109.63 |
109.63 |
-1.51 |
0 |
4 |
+0 |
Total Volume and Open Interest |
20,884 |
23,407 |
+1,059 |
EuroFX(CME) |
Dec11 |
111003 |
133.53 |
133.79 |
131.61 |
132.17 |
-1.98 |
323,034 |
224,262 |
+6,625 |
Mar12 |
111003 |
133.65 |
134.16 |
131.84 |
132.18 |
-1.98 |
70 |
1,330 |
+15 |
Jun12 |
111003 |
132.21 |
134.15 |
132.21 |
132.21 |
-1.94 |
1 |
830 |
+0 |
Total Volume and Open Interest |
323,105 |
226,458 |
+6,640 |
Mexican Peso(CME) |
Oct11 |
111003 |
714.8 |
719.8 |
714.8 |
714.8 |
-5.0 |
|
|
|
Nov11 |
111003 |
713.0 |
717.8 |
713.0 |
713.0 |
-4.8 |
|
|
|
Total Volume and Open Interest |
36,092 |
86,006 |
+3,123 |
Brazilian Real(CME) |
Nov11 |
111003 |
525.90 |
525.90 |
525.25 |
525.90 |
+0.65 |
0 |
1,500 |
+0 |
Dec11 |
111003 |
525.00 |
525.00 |
516.30 |
523.15 |
+0.65 |
257 |
5,482 |
-14 |
Jan12 |
111003 |
520.40 |
520.40 |
519.75 |
520.40 |
+0.65 |
2,535 |
10,149 |
+0 |
Feb12 |
111003 |
517.65 |
517.65 |
517.00 |
517.65 |
+0.65 |
|
|
|
Total Volume and Open Interest |
2,792 |
32,452 |
-14 |
30-Year T-Bonds(CBOT) |
Dec11 |
111003 |
142~230 |
145~260 |
142~220 |
145~090 |
+2~210 |
383,289 |
634,342 |
-7,792 |
Mar12 |
111003 |
142~290 |
145~120 |
142~270 |
144~280 |
+2~240 |
51 |
826 |
+19 |
Jun12 |
111003 |
144~070 |
144~070 |
141~150 |
144~070 |
+2~240 |
|
|
|
Total Volume and Open Interest |
383,340 |
635,168 |
-7,773 |
10-Year T-Notes(CBOT) |
Dec11 |
111003 |
130~050 |
131~075 |
130~050 |
130~315 |
+0~285 |
1,096,662 |
1,520,628 |
-8,451 |
Mar12 |
111003 |
130~020 |
130~160 |
129~125 |
130~105 |
+0~300 |
16 |
8,497 |
+4 |
Jun12 |
111003 |
129~105 |
129~105 |
128~125 |
129~105 |
+0~300 |
|
|
|
Total Volume and Open Interest |
1,096,678 |
1,529,125 |
-8,447 |
5-Year T-Notes(CBOT) |
Dec11 |
111003 |
122~064 |
123~006 |
122~063 |
122~119 |
+0~057 |
545,090 |
1,231,437 |
-21,240 |
Mar12 |
111003 |
122~047 |
122~047 |
121~118 |
122~047 |
+0~057 |
|
|
|
Jun12 |
111003 |
121~071 |
121~071 |
121~014 |
121~071 |
+0~057 |
|
|
|
Total Volume and Open Interest |
545,090 |
1,231,437 |
-39,600 |
2 Year T-Notes(CBOT) |
Dec11 |
111003 |
110~015 |
110~020 |
110~013 |
110~018 |
+0~005 |
157,681 |
752,970 |
+5,420 |
Mar12 |
111003 |
110~014 |
110~014 |
110~008 |
110~014 |
+0~006 |
0 |
159 |
+0 |
Jun12 |
111003 |
109~080 |
109~080 |
109~074 |
109~080 |
+0~006 |
|
|
|
Total Volume and Open Interest |
157,681 |
753,129 |
-5,460 |
Eurodollars(CME) |
Dec11 |
111003 |
99.465 |
99.470 |
99.430 |
99.440 |
-0.030 |
166,324 |
1,098,604 |
+9,865 |
Mar12 |
111003 |
99.405 |
99.405 |
99.365 |
99.375 |
-0.035 |
162,027 |
1,037,438 |
+9,189 |
Jun12 |
111003 |
99.400 |
99.410 |
99.365 |
99.380 |
-0.030 |
141,706 |
1,085,271 |
-3,008 |
Sep12 |
111003 |
99.415 |
99.420 |
99.375 |
99.390 |
-0.030 |
156,648 |
739,816 |
-21,586 |
Dec12 |
111003 |
99.410 |
99.420 |
99.380 |
99.390 |
-0.025 |
127,221 |
736,077 |
-6,052 |
Mar13 |
111003 |
99.400 |
99.405 |
99.375 |
99.385 |
-0.015 |
118,808 |
750,363 |
-3,342 |
Jun13 |
111003 |
99.330 |
99.340 |
99.320 |
99.330 |
unch |
110,826 |
519,370 |
-5,095 |
Sep13 |
111003 |
99.215 |
99.255 |
99.215 |
99.235 |
+0.015 |
103,344 |
472,211 |
-5,841 |
Dec13 |
111003 |
99.060 |
99.110 |
99.060 |
99.090 |
+0.035 |
87,773 |
405,531 |
+4,614 |
Mar14 |
111003 |
98.910 |
98.970 |
98.900 |
98.950 |
+0.055 |
76,749 |
278,804 |
+3,792 |
Jun14 |
111003 |
98.735 |
98.810 |
98.720 |
98.785 |
+0.070 |
65,896 |
259,200 |
-524 |
Sep14 |
111003 |
98.550 |
98.640 |
98.530 |
98.610 |
+0.085 |
55,107 |
169,282 |
+1,805 |
Dec14 |
111003 |
98.360 |
98.470 |
98.345 |
98.435 |
+0.095 |
30,817 |
162,851 |
+578 |
Mar15 |
111003 |
98.185 |
98.310 |
98.175 |
98.275 |
+0.105 |
16,871 |
111,269 |
-795 |
Jun15 |
111003 |
6.275 |
6.410 |
6.260 |
6.370 |
+0.115 |
18,782 |
94,599 |
-1,507 |
Sep15 |
111003 |
6.115 |
6.260 |
6.100 |
6.220 |
+0.125 |
15,942 |
76,266 |
-643 |
Dec15 |
111003 |
5.960 |
6.110 |
5.945 |
6.065 |
+0.130 |
7,324 |
59,678 |
-701 |
Mar16 |
111003 |
5.830 |
5.995 |
5.820 |
5.945 |
+0.135 |
7,449 |
51,140 |
+120 |
Total Volume and Open Interest |
1,502,098 |
8,373,629 |
-17,742 |
30 Day Federal Funds(CBOT) |
Oct11 |
111003 |
99.912 |
99.915 |
99.910 |
99.910 |
unch |
3,495 |
61,104 |
+1,110 |
Nov11 |
111003 |
99.915 |
99.915 |
99.910 |
99.915 |
unch |
4,805 |
62,732 |
-331 |
Dec11 |
111003 |
99.915 |
99.915 |
99.905 |
99.910 |
-0.005 |
2,929 |
62,879 |
-595 |
Jan12 |
111003 |
99.900 |
99.905 |
99.890 |
99.895 |
-0.010 |
2,681 |
51,190 |
-630 |
Feb12 |
111003 |
99.890 |
99.895 |
99.875 |
99.880 |
-0.015 |
2,600 |
46,547 |
-246 |
Mar12 |
111003 |
99.880 |
99.885 |
99.870 |
99.875 |
-0.010 |
3,449 |
30,646 |
-17 |
Total Volume and Open Interest |
34,363 |
682,803 |
-3,558 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111003 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
0 |
281 |
+0 |
Mar12 |
111003 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
0 |
300 |
+0 |
Jun12 |
111003 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
|
|
|
Sep12 |
111003 |
99.692 |
99.692 |
99.692 |
99.692 |
unch |
|
|
|
Dec12 |
111003 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
Mar13 |
111003 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
Jun13 |
111003 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
|
|
|
Sep13 |
111003 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
Dec13 |
111003 |
99.430 |
99.430 |
99.430 |
99.430 |
unch |
|
|
|
Mar14 |
111003 |
99.290 |
99.290 |
99.290 |
99.290 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111003 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
2,382 |
+0 |
Mar12 |
111003 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
2,438 |
+0 |
Jun12 |
111003 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
1,470 |
+0 |
Sep12 |
111003 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
411 |
+0 |
Dec12 |
111003 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
51 |
+0 |
Mar13 |
111003 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
1 |
+0 |
Jun13 |
111003 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
|
|
|
Sep13 |
111003 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,755 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111003 |
142.30 |
142.38 |
142.17 |
142.31 |
+0.07 |
3,727 |
22,610 |
-1,364 |
Mar12 |
111003 |
141.57 |
141.57 |
141.57 |
141.57 |
+0.07 |
0 |
4 |
+0 |
Jun12 |
111003 |
139.48 |
139.48 |
139.48 |
139.48 |
+0.07 |
|
|
|
Total Volume and Open Interest |
3,727 |
22,614 |
-1,364 |
Euro-Bund(EUREX) |
Dec11 |
111003 |
136.88 |
138.10 |
136.83 |
137.44 |
+0.95 |
879,918 |
872,709 |
+14,160 |
Mar12 |
111003 |
137.61 |
138.51 |
137.40 |
137.94 |
+1.00 |
28 |
456 |
+0 |
Jun12 |
111003 |
137.74 |
137.74 |
137.74 |
137.74 |
+0.95 |
|
|
|
Total Volume and Open Interest |
879,946 |
873,165 |
+14,160 |
Euro-Bobl(EUREX) |
Dec11 |
111003 |
122.29 |
122.92 |
122.29 |
122.58 |
+0.45 |
454,824 |
684,652 |
+11,883 |
Mar12 |
111003 |
122.74 |
122.95 |
122.74 |
122.95 |
+0.49 |
3,401 |
12,944 |
+1,000 |
Jun12 |
111003 |
122.73 |
122.73 |
122.73 |
122.73 |
+0.45 |
|
|
|
Total Volume and Open Interest |
458,225 |
697,596 |
+12,883 |
3-Mth Euribor(EUREX) |
Dec11 |
111003 |
98.755 |
98.755 |
98.740 |
98.740 |
-0.005 |
28 |
1,866 |
+0 |
Mar12 |
111003 |
98.870 |
98.870 |
98.870 |
98.870 |
+0.020 |
32 |
2,462 |
+31 |
Jun12 |
111003 |
98.915 |
98.925 |
98.915 |
98.925 |
+0.040 |
4 |
1,019 |
+4 |
Total Volume and Open Interest |
87 |
9,054 |
+46 |
Long Gilt(LIFFE) |
Dec11 |
111003 |
130~09 |
130~27 |
130~01 |
130~17 |
+0~17 |
125,732 |
332,670 |
-2,985 |
Mar12 |
111003 |
130~24 |
130~24 |
130~24 |
130~24 |
+0~17 |
|
|
|
Total Volume and Open Interest |
125,732 |
332,670 |
-2,985 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111003 |
98.95 |
98.97 |
98.94 |
98.96 |
-0.01 |
74,546 |
367,676 |
-12,979 |
Mar12 |
111003 |
99.01 |
99.02 |
98.97 |
99.01 |
-0.01 |
103,328 |
404,930 |
-10,649 |
Jun12 |
111003 |
99.04 |
99.05 |
98.98 |
99.04 |
unch |
89,077 |
223,419 |
-13,188 |
Sep12 |
111003 |
99.04 |
99.06 |
98.99 |
99.05 |
+0.01 |
101,615 |
240,884 |
-10,778 |
Dec12 |
111003 |
99.02 |
99.04 |
98.97 |
99.02 |
+0.01 |
75,684 |
248,783 |
-2,834 |
Mar13 |
111003 |
99.00 |
99.01 |
98.95 |
99.00 |
+0.02 |
54,969 |
166,843 |
-4,809 |
Total Volume and Open Interest |
573,097 |
2,049,383 |
-52,509 |
3-Mth Euribor(LIFFE) |
Dec11 |
111003 |
98.750 |
98.815 |
98.715 |
98.735 |
-0.015 |
135,384 |
772,693 |
+5,190 |
Mar12 |
111003 |
98.855 |
98.935 |
98.845 |
98.865 |
+0.010 |
139,341 |
521,590 |
+8,704 |
Jun12 |
111003 |
98.895 |
98.980 |
98.885 |
98.925 |
+0.035 |
107,094 |
357,077 |
+7,830 |
Total Volume and Open Interest |
792,065 |
3,316,011 |
+34,732 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111003 |
95.70 |
95.73 |
95.69 |
95.73 |
+0.02 |
10,717 |
221,308 |
-1,464 |
Mar12 |
111003 |
96.13 |
96.23 |
96.13 |
96.23 |
+0.09 |
5,841 |
186,436 |
-737 |
Jun12 |
111003 |
96.21 |
96.30 |
96.18 |
96.30 |
+0.11 |
2,894 |
114,243 |
-107 |
Sep12 |
111003 |
96.17 |
96.26 |
96.17 |
96.26 |
+0.11 |
1,059 |
77,685 |
-490 |
Dec12 |
111003 |
96.13 |
96.19 |
96.11 |
96.19 |
+0.11 |
587 |
42,467 |
-802 |
Mar13 |
111003 |
96.04 |
96.10 |
96.04 |
96.10 |
+0.10 |
320 |
43,069 |
-607 |
Jun13 |
111003 |
95.94 |
96.00 |
95.94 |
96.00 |
+0.09 |
135 |
26,972 |
-113 |
Sep13 |
111003 |
95.85 |
95.90 |
95.85 |
95.90 |
+0.09 |
70 |
10,137 |
+23 |
Dec13 |
111003 |
95.79 |
95.79 |
95.79 |
95.79 |
+0.11 |
0 |
2,469 |
+0 |
Mar14 |
111003 |
95.56 |
95.66 |
95.56 |
95.66 |
+0.11 |
1 |
407 |
+1 |
Total Volume and Open Interest |
21,624 |
725,259 |
-4,296 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111003 |
95.78 |
95.89 |
95.77 |
95.89 |
+0.12 |
18,167 |
351,449 |
-6,517 |
Mar12 |
111003 |
95.89 |
95.89 |
95.89 |
95.89 |
+0.12 |
|
|
|
Total Volume and Open Interest |
18,167 |
351,449 |
-6,517 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111003 |
96.40 |
96.47 |
96.38 |
96.47 |
+0.08 |
35,147 |
474,520 |
-21,064 |
Mar12 |
111003 |
96.47 |
96.47 |
96.47 |
96.47 |
+0.08 |
|
|
|
Total Volume and Open Interest |
35,147 |
474,520 |
-21,064 |
Gold(CMX) |
Oct11 |
111003 |
1627.8 |
1660.8 |
1627.6 |
1656.0 |
+35.6 |
284 |
3,715 |
-2,818 |
Dec11 |
111003 |
1625.1 |
1667.0 |
1620.0 |
1657.7 |
+35.4 |
152,884 |
279,172 |
-3,933 |
Feb12 |
111003 |
1625.5 |
1668.5 |
1625.4 |
1659.6 |
+35.4 |
2,371 |
43,478 |
+672 |
Apr12 |
111003 |
1633.5 |
1667.3 |
1633.5 |
1661.1 |
+35.5 |
546 |
10,577 |
-46 |
Jun12 |
111003 |
1631.0 |
1667.3 |
1631.0 |
1662.8 |
+35.6 |
434 |
16,794 |
-135 |
Aug12 |
111003 |
1638.0 |
1668.4 |
1638.0 |
1664.6 |
+35.5 |
107 |
7,033 |
+63 |
Oct12 |
111003 |
1635.7 |
1670.9 |
1634.6 |
1666.6 |
+35.6 |
280 |
4,579 |
+187 |
Dec12 |
111003 |
1638.7 |
1674.2 |
1638.7 |
1668.9 |
+35.7 |
690 |
15,592 |
+334 |
Feb13 |
111003 |
1672.4 |
1672.4 |
1671.0 |
1671.0 |
+35.7 |
6 |
3,390 |
+0 |
Apr13 |
111003 |
1672.0 |
1673.4 |
1672.0 |
1673.4 |
+35.6 |
0 |
328 |
+0 |
Jun13 |
111003 |
1676.2 |
1676.2 |
1676.2 |
1676.2 |
+35.5 |
3 |
12,971 |
+3 |
Aug13 |
111003 |
1679.2 |
1679.2 |
1679.2 |
1679.2 |
+35.3 |
|
|
|
Total Volume and Open Interest |
158,080 |
439,874 |
-5,605 |
Silver(CMX) |
Dec11 |
111003 |
2993.5 |
3143.0 |
2967.0 |
3079.5 |
+71.2 |
41,074 |
62,303 |
+110 |
Mar12 |
111003 |
3013.0 |
3139.5 |
3002.0 |
3083.3 |
+70.9 |
2,039 |
9,641 |
-159 |
May12 |
111003 |
3082.5 |
3087.0 |
3082.5 |
3084.9 |
+71.0 |
182 |
2,715 |
+17 |
Jul12 |
111003 |
3050.0 |
3085.6 |
3050.0 |
3085.6 |
+71.0 |
164 |
2,319 |
+94 |
Sep12 |
111003 |
3071.5 |
3085.5 |
3052.5 |
3084.0 |
+71.2 |
113 |
789 |
+21 |
Dec12 |
111003 |
2990.0 |
3105.0 |
2990.0 |
3081.7 |
+71.4 |
171 |
9,961 |
+132 |
Mar13 |
111003 |
3074.9 |
3074.9 |
3074.9 |
3074.9 |
+71.6 |
0 |
751 |
+0 |
Total Volume and Open Interest |
43,894 |
101,170 |
-226 |
Platinum(NYMEX) |
Oct11 |
111003 |
1518.3 |
1530.5 |
1495.0 |
1512.3 |
-7.1 |
673 |
955 |
-165 |
Jan12 |
111003 |
1524.2 |
1535.5 |
1495.5 |
1517.1 |
-6.5 |
8,640 |
33,264 |
+471 |
Apr12 |
111003 |
1532.0 |
1532.0 |
1507.9 |
1520.8 |
-7.1 |
179 |
2,669 |
+79 |
Jul12 |
111003 |
1538.0 |
1541.6 |
1509.0 |
1523.2 |
-6.5 |
1 |
33 |
+1 |
Total Volume and Open Interest |
9,693 |
37,162 |
+586 |
Palladium(NYMEX) |
Dec11 |
111003 |
610.00 |
615.45 |
583.00 |
593.75 |
-20.80 |
3,532 |
18,427 |
-191 |
Mar12 |
111003 |
603.95 |
609.10 |
593.10 |
594.55 |
-20.95 |
22 |
283 |
+9 |
Jun12 |
111003 |
593.50 |
595.55 |
591.50 |
595.55 |
-21.25 |
0 |
4 |
+0 |
Total Volume and Open Interest |
3,554 |
18,717 |
-183 |
Copper(CMX) |
Dec11 |
111003 |
314.00 |
317.90 |
299.40 |
315.05 |
-0.15 |
76,052 |
74,028 |
+1,063 |
Mar12 |
111003 |
313.80 |
319.95 |
302.00 |
317.10 |
-0.20 |
4,706 |
27,495 |
+138 |
May12 |
111003 |
305.00 |
318.95 |
305.00 |
318.40 |
-0.10 |
1,026 |
8,084 |
+14 |
Jul12 |
111003 |
310.00 |
319.40 |
308.00 |
319.40 |
-0.05 |
109 |
1,756 |
+26 |
Sep12 |
111003 |
310.70 |
320.25 |
310.60 |
320.25 |
+0.10 |
110 |
928 |
+46 |
Total Volume and Open Interest |
83,271 |
119,832 |
+1,425 |
DJIA Index(CBOT) |
Dec11 |
111003 |
10803 |
10885 |
10529 |
10529 |
-312 |
121 |
12,238 |
+26 |
Mar12 |
111003 |
10452 |
10762 |
10452 |
10452 |
-310 |
0 |
21 |
+0 |
Jun12 |
111003 |
10382 |
10692 |
10382 |
10382 |
-310 |
|
|
|
Sep12 |
111003 |
10319 |
10629 |
10319 |
10319 |
-310 |
|
|
|
Total Volume and Open Interest |
121 |
12,259 |
+26 |
E-mini DJIA Index(CBOT) |
Dec11 |
111003 |
10824 |
10907 |
10517 |
10529 |
-312 |
145,939 |
77,661 |
-481 |
Mar12 |
111003 |
10685 |
10685 |
10452 |
10452 |
-310 |
28 |
146 |
+0 |
Jun12 |
111003 |
10382 |
10382 |
10382 |
10382 |
-310 |
|
|
|
Sep12 |
111003 |
10319 |
10319 |
10319 |
10319 |
-310 |
0 |
10 |
+0 |
Total Volume and Open Interest |
145,967 |
77,817 |
-481 |
S & P 500(CME) |
Dec11 |
111003 |
1124.00 |
1133.00 |
1085.20 |
1086.30 |
-39.70 |
16,468 |
279,806 |
+2,262 |
Mar12 |
111003 |
1126.00 |
1127.60 |
1078.60 |
1079.80 |
-39.80 |
7 |
3,209 |
-1 |
Jun12 |
111003 |
1074.60 |
1122.50 |
1073.50 |
1074.60 |
-39.90 |
0 |
618 |
+0 |
Sep12 |
111003 |
1068.60 |
1116.50 |
1067.50 |
1068.60 |
-39.90 |
|
|
|
Total Volume and Open Interest |
16,475 |
283,733 |
+2,261 |
S & P 500 E-Mini(Globex) |
Dec11 |
111003 |
1123.00 |
1133.50 |
1085.25 |
1086.25 |
-39.75 |
2,980,938 |
3,006,367 |
+50,349 |
Mar12 |
111003 |
1115.25 |
1126.25 |
1079.75 |
1079.75 |
-39.75 |
1,506 |
2,761 |
+117 |
Total Volume and Open Interest |
2,982,450 |
3,009,240 |
+50,467 |
NASDAQ 100(CME) |
Dec11 |
111003 |
2114.00 |
2147.00 |
2064.00 |
2065.30 |
-69.20 |
4,609 |
16,683 |
+1,586 |
Mar12 |
111003 |
2061.80 |
2135.00 |
2061.80 |
2061.80 |
-69.00 |
|
|
|
Jun12 |
111003 |
2058.80 |
2062.80 |
2058.80 |
2058.80 |
-69.00 |
|
|
|
Total Volume and Open Interest |
4,609 |
16,683 |
+1,586 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111003 |
2126.50 |
2148.00 |
2062.80 |
2065.30 |
-69.20 |
386,656 |
326,012 |
+14,853 |
Mar12 |
111003 |
2112.50 |
2131.80 |
2061.80 |
2061.80 |
-69.00 |
34 |
258 |
-5 |
Total Volume and Open Interest |
386,690 |
326,278 |
+14,848 |
S & P Midcap 400(CME) |
Dec11 |
111003 |
773.00 |
784.00 |
738.00 |
740.10 |
-38.80 |
548 |
2,776 |
+547 |
Mar12 |
111003 |
738.10 |
738.10 |
736.90 |
738.10 |
-38.80 |
|
|
|
Jun12 |
111003 |
736.10 |
736.10 |
734.90 |
736.10 |
-38.80 |
|
|
|
Total Volume and Open Interest |
548 |
2,776 |
+547 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111003 |
8550 |
8605 |
8385 |
8395 |
-180 |
9,175 |
26,161 |
+401 |
Mar12 |
111003 |
8395 |
8395 |
8395 |
8395 |
-180 |
0 |
8 |
+0 |
Total Volume and Open Interest |
9,175 |
26,169 |
+401 |
Nikkei 225(SGX) |
Dec11 |
111003 |
8655 |
8675 |
8460 |
8530 |
-145 |
143,489 |
177,891 |
-4,317 |
Mar12 |
111003 |
8465 |
8535 |
8465 |
8520 |
-145 |
399 |
1,555 |
+378 |
Jun12 |
111003 |
8445 |
8445 |
8445 |
8445 |
-145 |
0 |
18 |
+0 |
Total Volume and Open Interest |
144,062 |
192,211 |
-3,871 |
CAC 40(EURONEXT) |
Oct11 |
111003 |
2918.5 |
2950.0 |
2867.0 |
2929.0 |
-53.5 |
110,252 |
285,396 |
+5,659 |
Nov11 |
111003 |
2889.0 |
2922.5 |
2870.0 |
2922.5 |
-54.0 |
45 |
3,866 |
+12 |
Dec11 |
111003 |
2910.0 |
2930.5 |
2879.0 |
2920.0 |
-54.5 |
832 |
29,613 |
+885 |
Total Volume and Open Interest |
111,129 |
318,879 |
+6,556 |
Hang Seng Index(HKFE) |
Oct11 |
111003 |
16950 |
17097 |
16716 |
16897 |
-523 |
108,404 |
87,383 |
-4,198 |
Nov11 |
111003 |
16984 |
17050 |
16689 |
16859 |
-529 |
634 |
335 |
|
Dec11 |
111003 |
16908 |
17034 |
16675 |
16851 |
-519 |
1,030 |
7,956 |
+200 |
Total Volume and Open Interest |
110,178 |
96,332 |
-58,262 |
DAX(EUREX) |
Dec11 |
111003 |
5356.0 |
5448.5 |
5267.0 |
5393.5 |
-77.5 |
202,603 |
173,473 |
+4,179 |
Mar12 |
111003 |
5309.0 |
5444.5 |
5284.5 |
5404.0 |
-78.5 |
770 |
5,632 |
+297 |
Jun12 |
111003 |
5345.5 |
5426.0 |
5345.5 |
5426.0 |
-78.5 |
11 |
199 |
+3 |
Total Volume and Open Interest |
203,384 |
179,304 |
+4,479 |
FT-SE 100(EURONEXT) |
Dec11 |
111003 |
5019.00 |
5064.50 |
4943.50 |
5043.00 |
-47.50 |
133,085 |
635,480 |
+11,023 |
Mar12 |
111003 |
4956.50 |
5008.00 |
4956.50 |
5008.00 |
-47.50 |
2 |
942 |
+0 |
Jun12 |
111003 |
4920.50 |
4969.00 |
4920.00 |
4969.00 |
-47.50 |
35 |
503 |
+35 |
Total Volume and Open Interest |
133,122 |
636,925 |
+11,058 |
SPI 200(SFE) |
Dec11 |
111003 |
3983.0 |
4000.0 |
3884.0 |
3888.0 |
-112.0 |
36,946 |
212,410 |
+751 |
Mar12 |
111003 |
3950.0 |
3950.0 |
3861.0 |
3864.0 |
-111.0 |
5 |
2,269 |
-23 |
Jun12 |
111003 |
3869.0 |
3869.0 |
3869.0 |
3869.0 |
-111.0 |
6 |
999 |
-72 |
Total Volume and Open Interest |
36,997 |
217,768 |
+614 |
GSCI(CME) |
Oct11 |
111003 |
582.50 |
592.50 |
580.00 |
583.50 |
-7.50 |
346 |
9,066 |
+62 |
Nov11 |
111003 |
584.00 |
592.50 |
580.50 |
584.00 |
-7.25 |
2 |
5 |
+0 |
Dec11 |
111003 |
586.00 |
594.50 |
583.00 |
586.00 |
-7.50 |
3 |
7 |
-3 |
Total Volume and Open Interest |
351 |
9,078 |
+59 |
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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