|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue October 04, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111004 |
1174.50 |
1179.00 |
1152.00 |
1160.00 |
-17.50 |
141,449 |
261,059 |
-3,773 |
Jan12 |
111004 |
1185.75 |
1190.25 |
1163.50 |
1171.75 |
-17.00 |
38,335 |
107,079 |
+4,167 |
Mar12 |
111004 |
1196.25 |
1197.00 |
1173.50 |
1181.25 |
-16.75 |
17,547 |
52,206 |
-1,220 |
May12 |
111004 |
1202.25 |
1204.00 |
1181.50 |
1189.50 |
-15.50 |
10,917 |
62,234 |
+401 |
Jul12 |
111004 |
1207.00 |
1212.25 |
1189.50 |
1197.50 |
-15.25 |
10,320 |
41,235 |
+30 |
Aug12 |
111004 |
1189.25 |
1209.25 |
1189.25 |
1196.00 |
-13.25 |
83 |
465 |
+11 |
Sep12 |
111004 |
1185.25 |
1199.25 |
1185.00 |
1186.00 |
-13.25 |
56 |
320 |
-10 |
Nov12 |
111004 |
1193.75 |
1195.00 |
1172.25 |
1180.50 |
-12.25 |
4,597 |
33,201 |
+268 |
Jan13 |
111004 |
1193.25 |
1193.25 |
1183.50 |
1189.25 |
-12.25 |
26 |
10,224 |
+11 |
Mar13 |
111004 |
1195.00 |
1207.25 |
1195.00 |
1195.00 |
-12.25 |
5 |
156 |
-1 |
May13 |
111004 |
1198.25 |
1210.50 |
1198.25 |
1198.25 |
-12.25 |
0 |
48 |
+0 |
Jul13 |
111004 |
1201.00 |
1213.25 |
1201.00 |
1201.00 |
-12.25 |
5 |
220 |
+0 |
Aug13 |
111004 |
1197.50 |
1209.75 |
1197.50 |
1197.50 |
-12.25 |
|
|
|
Sep13 |
111004 |
1181.50 |
1193.75 |
1181.50 |
1181.50 |
-12.25 |
|
|
|
Total Volume and Open Interest |
223,395 |
569,921 |
-105 |
Soybean Meal(CBOT) |
Oct11 |
111004 |
303.10 |
303.30 |
298.00 |
298.30 |
-4.90 |
2,183 |
3,699 |
-888 |
Dec11 |
111004 |
306.70 |
308.00 |
301.30 |
302.10 |
-4.90 |
56,104 |
103,035 |
-102 |
Jan12 |
111004 |
309.00 |
310.00 |
303.80 |
304.30 |
-4.80 |
6,388 |
19,995 |
+1,267 |
Mar12 |
111004 |
313.30 |
313.50 |
308.00 |
308.40 |
-5.10 |
5,080 |
18,377 |
+539 |
May12 |
111004 |
316.10 |
317.20 |
310.60 |
311.00 |
-5.10 |
3,004 |
13,910 |
+303 |
Jul12 |
111004 |
319.30 |
320.10 |
314.30 |
314.30 |
-4.80 |
4,516 |
12,437 |
+452 |
Aug12 |
111004 |
320.30 |
320.30 |
314.80 |
314.80 |
-4.80 |
479 |
2,030 |
+154 |
Sep12 |
111004 |
320.10 |
320.10 |
314.30 |
314.30 |
-4.80 |
342 |
2,277 |
+92 |
Oct12 |
111004 |
316.20 |
317.10 |
310.50 |
310.50 |
-4.70 |
99 |
1,719 |
+15 |
Dec12 |
111004 |
318.40 |
318.40 |
312.80 |
312.80 |
-4.90 |
1,338 |
6,804 |
+243 |
Total Volume and Open Interest |
79,681 |
185,744 |
+2,200 |
Soybean Oil(CBOT) |
Oct11 |
111004 |
49.66 |
49.66 |
48.79 |
48.79 |
-0.97 |
1,988 |
2,813 |
-2,136 |
Dec11 |
111004 |
49.87 |
49.95 |
48.92 |
49.00 |
-1.00 |
61,053 |
151,405 |
+4,327 |
Jan12 |
111004 |
50.13 |
50.19 |
49.18 |
49.28 |
-0.99 |
9,060 |
36,483 |
+1,599 |
Mar12 |
111004 |
50.37 |
50.45 |
49.48 |
49.58 |
-0.94 |
5,704 |
38,426 |
+787 |
May12 |
111004 |
50.52 |
50.52 |
49.55 |
49.73 |
-0.88 |
3,276 |
23,322 |
+750 |
Jul12 |
111004 |
50.49 |
50.62 |
49.67 |
49.89 |
-0.84 |
3,610 |
17,265 |
+82 |
Aug12 |
111004 |
50.23 |
50.73 |
49.85 |
49.89 |
-0.84 |
92 |
2,379 |
-17 |
Sep12 |
111004 |
50.00 |
50.65 |
49.80 |
49.80 |
-0.85 |
67 |
2,406 |
+33 |
Oct12 |
111004 |
49.90 |
50.40 |
49.50 |
49.65 |
-0.75 |
16 |
2,343 |
+3 |
Dec12 |
111004 |
50.12 |
50.29 |
49.35 |
49.74 |
-0.55 |
1,071 |
9,047 |
+283 |
Total Volume and Open Interest |
85,937 |
285,891 |
+5,711 |
Canola(WCE) |
Nov11 |
111004 |
525.0 |
525.6 |
517.1 |
518.5 |
-5.8 |
13,264 |
51,023 |
-3,865 |
Jan12 |
111004 |
536.0 |
536.0 |
527.7 |
528.9 |
-6.2 |
6,100 |
68,376 |
+2,600 |
Mar12 |
111004 |
539.6 |
542.9 |
537.0 |
538.1 |
-5.5 |
847 |
22,103 |
+0 |
May12 |
111004 |
548.0 |
548.6 |
542.9 |
544.0 |
-4.8 |
240 |
13,270 |
+108 |
Jul12 |
111004 |
554.0 |
554.0 |
548.8 |
548.8 |
-5.3 |
98 |
5,396 |
+9 |
Total Volume and Open Interest |
20,860 |
171,039 |
-1,277 |
Corn(CBOT) |
Dec11 |
111004 |
592.50 |
593.75 |
577.00 |
587.75 |
-4.75 |
236,400 |
604,757 |
-5,642 |
Mar12 |
111004 |
606.00 |
607.00 |
590.50 |
600.75 |
-5.25 |
57,242 |
248,261 |
+7,617 |
May12 |
111004 |
614.00 |
614.50 |
598.50 |
608.50 |
-5.25 |
17,140 |
72,042 |
+819 |
Jul12 |
111004 |
619.25 |
620.25 |
603.75 |
613.75 |
-5.50 |
21,344 |
102,012 |
+1,323 |
Sep12 |
111004 |
588.50 |
590.50 |
573.75 |
584.75 |
-5.75 |
5,466 |
25,168 |
+1,374 |
Dec12 |
111004 |
561.50 |
564.75 |
549.00 |
560.75 |
-1.75 |
18,358 |
109,452 |
-996 |
Mar13 |
111004 |
567.75 |
575.00 |
561.50 |
572.25 |
-1.75 |
416 |
29,473 |
+256 |
May13 |
111004 |
573.75 |
581.25 |
572.00 |
579.25 |
-2.00 |
89 |
964 |
+8 |
Jul13 |
111004 |
579.50 |
586.50 |
576.25 |
584.25 |
-2.25 |
91 |
1,203 |
+9 |
Sep13 |
111004 |
562.50 |
570.50 |
562.50 |
564.75 |
-5.75 |
0 |
227 |
+0 |
Total Volume and Open Interest |
357,031 |
1,206,590 |
+4,757 |
Wheat(CBOT) |
Dec11 |
111004 |
621.75 |
622.75 |
596.75 |
604.00 |
-15.50 |
72,493 |
216,673 |
-3,813 |
Mar12 |
111004 |
659.25 |
659.25 |
634.25 |
640.00 |
-17.00 |
13,140 |
88,373 |
+2,263 |
May12 |
111004 |
683.50 |
683.50 |
659.25 |
665.50 |
-15.75 |
6,059 |
27,628 |
+1,076 |
Jul12 |
111004 |
692.75 |
694.00 |
673.25 |
681.75 |
-11.00 |
8,128 |
55,821 |
+972 |
Sep12 |
111004 |
703.75 |
711.50 |
695.00 |
701.25 |
-10.25 |
919 |
2,942 |
-133 |
Dec12 |
111004 |
736.00 |
737.50 |
713.25 |
722.50 |
-15.00 |
2,303 |
26,878 |
+417 |
Total Volume and Open Interest |
103,158 |
421,839 |
+802 |
Wheat(KCBT) |
Dec11 |
111004 |
704.00 |
705.00 |
677.25 |
686.50 |
-15.50 |
22,183 |
75,006 |
-3,366 |
Mar12 |
111004 |
719.00 |
719.00 |
693.00 |
701.75 |
-15.75 |
11,778 |
41,972 |
+1,735 |
May12 |
111004 |
729.25 |
729.25 |
702.25 |
710.00 |
-16.50 |
3,680 |
7,662 |
+1,372 |
Jul12 |
111004 |
735.25 |
735.25 |
708.75 |
715.75 |
-16.25 |
7,593 |
30,209 |
+1,931 |
Sep12 |
111004 |
748.25 |
748.25 |
722.00 |
730.50 |
-16.25 |
196 |
2,192 |
-15 |
Dec12 |
111004 |
759.25 |
761.25 |
745.50 |
754.50 |
-16.00 |
491 |
2,220 |
+209 |
Total Volume and Open Interest |
45,924 |
159,542 |
+1,864 |
Wheat(MGE) |
Dec11 |
111004 |
880.75 |
883.00 |
862.00 |
862.75 |
-22.50 |
3,683 |
13,822 |
-1,487 |
Mar12 |
111004 |
835.00 |
835.00 |
821.00 |
821.75 |
-15.25 |
2,099 |
13,820 |
+56 |
May12 |
111004 |
823.75 |
824.25 |
806.25 |
807.75 |
-17.00 |
714 |
4,536 |
+139 |
Jul12 |
111004 |
815.50 |
815.50 |
797.00 |
799.25 |
-16.50 |
778 |
4,995 |
+131 |
Sep12 |
111004 |
798.00 |
798.00 |
782.25 |
784.75 |
-13.75 |
334 |
2,304 |
+150 |
Total Volume and Open Interest |
7,808 |
41,190 |
-949 |
Oats(CBOT) |
Dec11 |
111004 |
329.50 |
329.50 |
320.25 |
324.50 |
-3.50 |
797 |
12,545 |
-51 |
Mar12 |
111004 |
336.00 |
339.00 |
331.50 |
335.50 |
-3.50 |
125 |
2,358 |
+40 |
May12 |
111004 |
342.00 |
345.00 |
341.50 |
341.50 |
-3.50 |
38 |
207 |
+16 |
Jul12 |
111004 |
347.50 |
351.00 |
347.50 |
347.50 |
-3.50 |
0 |
6 |
+0 |
Total Volume and Open Interest |
965 |
15,159 |
+10 |
Rough Rice(CBOT) |
Nov11 |
111004 |
15.98 |
16.09 |
15.83 |
15.85 |
-0.14 |
1,564 |
10,017 |
-461 |
Jan12 |
111004 |
16.30 |
16.41 |
16.14 |
16.15 |
-0.15 |
859 |
5,333 |
+444 |
Mar12 |
111004 |
16.60 |
16.60 |
16.45 |
16.45 |
-0.15 |
110 |
1,751 |
+39 |
May12 |
111004 |
16.84 |
16.87 |
16.73 |
16.73 |
-0.14 |
8 |
268 |
+5 |
Total Volume and Open Interest |
2,543 |
17,529 |
+27 |
Live Cattle(CME) |
Oct11 |
111004 |
123.135 |
123.180 |
120.980 |
121.035 |
-2.065 |
11,066 |
37,989 |
-455 |
Dec11 |
111004 |
123.480 |
123.500 |
121.200 |
121.550 |
-1.780 |
36,608 |
153,561 |
+3,086 |
Feb12 |
111004 |
124.650 |
124.850 |
122.200 |
122.550 |
-2.300 |
11,215 |
69,203 |
+902 |
Apr12 |
111004 |
127.000 |
127.250 |
124.550 |
124.885 |
-2.295 |
8,658 |
51,552 |
+1,792 |
Jun12 |
111004 |
123.650 |
123.800 |
121.785 |
122.330 |
-1.570 |
2,796 |
20,733 |
+687 |
Aug12 |
111004 |
123.200 |
123.200 |
121.000 |
121.200 |
-1.900 |
516 |
3,856 |
+119 |
Total Volume and Open Interest |
71,260 |
339,180 |
+6,329 |
Feeder Cattle(CME) |
Oct11 |
111004 |
141.325 |
141.575 |
138.600 |
138.900 |
-2.100 |
1,513 |
7,471 |
-82 |
Nov11 |
111004 |
142.950 |
143.285 |
140.150 |
140.900 |
-1.950 |
4,972 |
14,823 |
+31 |
Jan12 |
111004 |
145.450 |
145.750 |
142.750 |
143.450 |
-1.750 |
3,021 |
8,236 |
+649 |
Mar12 |
111004 |
145.325 |
145.500 |
143.150 |
143.900 |
-1.600 |
736 |
2,996 |
+209 |
Apr12 |
111004 |
146.300 |
146.300 |
143.700 |
144.500 |
-1.700 |
148 |
784 |
+20 |
May12 |
111004 |
146.500 |
146.500 |
144.000 |
144.630 |
-1.970 |
156 |
767 |
+58 |
Aug12 |
111004 |
145.800 |
147.000 |
145.050 |
145.800 |
-2.100 |
98 |
747 |
+65 |
Total Volume and Open Interest |
10,652 |
35,835 |
+954 |
Lean Hogs(CME) |
Oct11 |
111004 |
93.450 |
93.700 |
93.135 |
93.400 |
+0.265 |
8,270 |
17,127 |
-1,352 |
Dec11 |
111004 |
87.135 |
87.700 |
86.550 |
86.850 |
+0.050 |
22,219 |
102,852 |
-348 |
Feb12 |
111004 |
90.600 |
91.150 |
90.080 |
90.100 |
-0.700 |
11,087 |
57,147 |
+1,451 |
Apr12 |
111004 |
93.000 |
93.250 |
92.350 |
92.680 |
-0.150 |
7,728 |
41,727 |
+2,956 |
May12 |
111004 |
97.100 |
97.100 |
96.250 |
96.300 |
-0.200 |
70 |
1,370 |
+50 |
Jun12 |
111004 |
98.950 |
99.000 |
98.200 |
98.800 |
-0.085 |
2,545 |
21,468 |
+1,280 |
Jul12 |
111004 |
97.500 |
97.800 |
96.950 |
97.385 |
-0.345 |
676 |
6,397 |
+190 |
Aug12 |
111004 |
95.550 |
96.035 |
95.000 |
95.650 |
-0.350 |
1,366 |
5,543 |
+623 |
Total Volume and Open Interest |
54,288 |
257,748 |
+5,070 |
Class III Milk(CME) |
Oct11 |
111004 |
17.43 |
17.68 |
17.35 |
17.65 |
+0.25 |
218 |
5,435 |
-46 |
Nov11 |
111004 |
16.23 |
16.82 |
16.14 |
16.72 |
+0.54 |
416 |
5,422 |
+143 |
Dec11 |
111004 |
16.20 |
16.64 |
16.12 |
16.46 |
+0.26 |
265 |
4,880 |
+11 |
Jan12 |
111004 |
16.11 |
16.20 |
16.07 |
16.17 |
+0.05 |
150 |
2,216 |
+9 |
Feb12 |
111004 |
16.01 |
16.04 |
15.96 |
16.00 |
unch |
148 |
1,912 |
+18 |
Total Volume and Open Interest |
1,606 |
30,488 |
+250 |
Cocoa(ICE) |
Dec11 |
111004 |
2554 |
2619 |
2540 |
2592 |
+35 |
12,288 |
71,970 |
-961 |
Mar12 |
111004 |
2606 |
2648 |
2579 |
2623 |
+29 |
4,750 |
58,009 |
-261 |
May12 |
111004 |
2605 |
2659 |
2591 |
2634 |
+26 |
690 |
19,232 |
+159 |
Jul12 |
111004 |
2621 |
2674 |
2607 |
2651 |
+16 |
333 |
9,411 |
+186 |
Sep12 |
111004 |
2634 |
2685 |
2620 |
2667 |
+14 |
164 |
10,584 |
+21 |
Dec12 |
111004 |
2650 |
2681 |
2644 |
2681 |
+12 |
207 |
9,161 |
+130 |
Mar13 |
111004 |
2657 |
2704 |
2657 |
2704 |
+29 |
84 |
2,623 |
+29 |
Total Volume and Open Interest |
18,574 |
183,088 |
-620 |
Coffee "C"(ICE) |
Dec11 |
111004 |
224.25 |
230.20 |
221.70 |
226.55 |
+3.10 |
16,493 |
68,444 |
+1,205 |
Mar12 |
111004 |
227.00 |
233.00 |
224.90 |
229.55 |
+2.85 |
4,523 |
26,811 |
+250 |
May12 |
111004 |
231.00 |
233.10 |
226.70 |
231.05 |
+2.70 |
1,729 |
11,611 |
+56 |
Jul12 |
111004 |
230.25 |
234.10 |
227.75 |
231.70 |
+2.45 |
564 |
3,867 |
+110 |
Sep12 |
111004 |
229.50 |
233.80 |
227.35 |
231.15 |
+2.45 |
239 |
3,056 |
-55 |
Dec12 |
111004 |
228.00 |
232.85 |
226.60 |
230.10 |
+2.45 |
314 |
2,211 |
+73 |
Total Volume and Open Interest |
24,006 |
116,675 |
+1,742 |
Orange Juice(ICE) |
Nov11 |
111004 |
150.10 |
152.75 |
148.95 |
152.15 |
+2.10 |
1,486 |
14,203 |
-918 |
Jan12 |
111004 |
148.20 |
150.25 |
147.25 |
150.00 |
+1.80 |
788 |
6,618 |
+812 |
Mar12 |
111004 |
148.85 |
150.40 |
147.50 |
149.95 |
+1.60 |
231 |
2,536 |
+205 |
May12 |
111004 |
148.00 |
150.40 |
147.75 |
150.10 |
+1.50 |
24 |
836 |
+15 |
Jul12 |
111004 |
148.00 |
150.35 |
147.75 |
150.35 |
+1.60 |
10 |
303 |
+10 |
Sep12 |
111004 |
150.45 |
150.45 |
150.45 |
150.45 |
+1.90 |
6 |
53 |
+6 |
Total Volume and Open Interest |
2,545 |
24,559 |
+130 |
Sugar #11(ICE) |
Mar12 |
111004 |
24.80 |
24.97 |
24.31 |
24.69 |
-0.16 |
35,457 |
244,986 |
+1,344 |
May12 |
111004 |
24.14 |
24.23 |
23.66 |
24.03 |
-0.11 |
10,874 |
68,114 |
+2,577 |
Jul12 |
111004 |
23.13 |
23.37 |
22.79 |
23.12 |
-0.13 |
7,159 |
65,045 |
+252 |
Oct12 |
111004 |
22.61 |
22.87 |
22.32 |
22.61 |
-0.11 |
6,823 |
36,103 |
-935 |
Mar13 |
111004 |
22.60 |
22.87 |
22.35 |
22.67 |
-0.04 |
1,984 |
27,654 |
+481 |
Total Volume and Open Interest |
63,539 |
469,020 |
+3,861 |
London Cocoa(LCE) |
Dec11 |
111004 |
1680 |
1718 |
1674 |
1706 |
+19 |
5,797 |
81,384 |
+513 |
Mar12 |
111004 |
1707 |
1744 |
1703 |
1732 |
+15 |
2,173 |
52,817 |
+403 |
May12 |
111004 |
1725 |
1760 |
1719 |
1748 |
+15 |
1,073 |
15,268 |
+265 |
Jul12 |
111004 |
1738 |
1770 |
1737 |
1764 |
+14 |
97 |
16,511 |
+14 |
Sep12 |
111004 |
1750 |
1790 |
1749 |
1778 |
+15 |
119 |
12,517 |
+42 |
Dec12 |
111004 |
1773 |
1794 |
1767 |
1794 |
+16 |
115 |
10,056 |
+26 |
Mar13 |
111004 |
1809 |
1809 |
1809 |
1809 |
+16 |
0 |
2,340 |
+0 |
Total Volume and Open Interest |
9,374 |
191,393 |
+1,263 |
London Sugar(LCE) |
Dec11 |
111004 |
643.00 |
653.50 |
639.50 |
644.90 |
-7.70 |
1,774 |
18,909 |
+40 |
Mar12 |
111004 |
628.60 |
636.30 |
623.10 |
627.60 |
-9.90 |
1,873 |
11,743 |
+456 |
May12 |
111004 |
622.00 |
629.00 |
618.00 |
620.80 |
-10.80 |
430 |
5,287 |
+117 |
Aug12 |
111004 |
615.30 |
620.30 |
610.00 |
611.50 |
-9.60 |
237 |
3,587 |
-7 |
Oct12 |
111004 |
609.00 |
613.20 |
603.50 |
606.00 |
-7.60 |
236 |
2,270 |
+158 |
Total Volume and Open Interest |
4,661 |
42,624 |
+796 |
Cotton(ICE) |
Oct11 |
111004 |
99.69 |
103.99 |
99.69 |
100.92 |
+3.17 |
1 |
30 |
-3 |
Dec11 |
111004 |
99.25 |
103.21 |
98.65 |
101.87 |
+2.66 |
11,954 |
85,956 |
-835 |
Mar12 |
111004 |
97.22 |
100.60 |
96.01 |
98.87 |
+2.27 |
3,443 |
41,962 |
+297 |
May12 |
111004 |
95.65 |
99.40 |
95.25 |
97.55 |
+2.15 |
976 |
7,412 |
+431 |
Jul12 |
111004 |
94.65 |
98.12 |
94.35 |
96.19 |
+1.86 |
320 |
11,257 |
-87 |
Oct12 |
111004 |
95.12 |
95.12 |
95.12 |
95.12 |
+1.31 |
0 |
3 |
+0 |
Total Volume and Open Interest |
16,703 |
150,881 |
-193 |
Lumber(CME) |
Nov11 |
111004 |
215.0 |
220.8 |
211.2 |
215.8 |
+2.8 |
1,478 |
5,714 |
-252 |
Jan12 |
111004 |
237.7 |
237.8 |
230.0 |
235.7 |
-0.8 |
1,506 |
4,197 |
+625 |
Mar12 |
111004 |
246.0 |
251.5 |
246.0 |
251.5 |
+0.5 |
9 |
807 |
-2 |
May12 |
111004 |
260.0 |
261.0 |
260.0 |
260.0 |
-1.0 |
0 |
129 |
+0 |
Total Volume and Open Interest |
2,993 |
10,869 |
+371 |
Crude Oil(NYM) |
Nov11 |
111004 |
76.40 |
77.99 |
74.95 |
75.67 |
-1.94 |
392,782 |
293,342 |
-7,046 |
Dec11 |
111004 |
76.62 |
78.59 |
75.15 |
75.87 |
-1.96 |
148,606 |
225,142 |
+1,572 |
Jan12 |
111004 |
76.94 |
78.70 |
75.36 |
76.07 |
-1.97 |
46,414 |
124,073 |
-111 |
Feb12 |
111004 |
76.98 |
78.66 |
75.73 |
76.29 |
-1.96 |
21,755 |
39,756 |
+2,773 |
Mar12 |
111004 |
77.34 |
79.00 |
75.92 |
76.53 |
-1.95 |
16,360 |
46,095 |
+657 |
Apr12 |
111004 |
77.48 |
79.26 |
76.17 |
76.78 |
-1.94 |
5,521 |
27,846 |
+129 |
May12 |
111004 |
77.50 |
79.40 |
76.53 |
77.06 |
-1.93 |
4,496 |
25,604 |
+114 |
Jun12 |
111004 |
78.15 |
79.43 |
76.88 |
77.36 |
-1.92 |
16,484 |
77,234 |
+563 |
Jul12 |
111004 |
77.40 |
79.50 |
77.40 |
77.65 |
-1.91 |
3,096 |
35,413 |
+118 |
Aug12 |
111004 |
77.65 |
78.71 |
77.65 |
77.92 |
-1.90 |
2,621 |
17,294 |
+131 |
Sep12 |
111004 |
78.50 |
79.20 |
77.89 |
78.22 |
-1.88 |
2,360 |
18,416 |
-238 |
Oct12 |
111004 |
78.42 |
79.45 |
78.42 |
78.53 |
-1.87 |
1,212 |
19,787 |
+62 |
Nov12 |
111004 |
80.25 |
80.25 |
78.88 |
78.88 |
-1.85 |
1,433 |
20,738 |
+98 |
Dec12 |
111004 |
79.71 |
81.40 |
78.55 |
79.24 |
-1.84 |
25,723 |
154,985 |
+2,196 |
Jan13 |
111004 |
79.44 |
79.44 |
79.44 |
79.44 |
-1.82 |
1,684 |
20,883 |
+781 |
Feb13 |
111004 |
79.63 |
79.63 |
79.63 |
79.63 |
-1.80 |
207 |
9,027 |
+60 |
Total Volume and Open Interest |
705,614 |
1,415,058 |
+2,165 |
e-miNY Crude Oil(NYM) |
Oct11 |
110919 |
87.250 |
87.400 |
84.800 |
85.700 |
-2.250 |
4,569 |
1,489 |
-206 |
Nov11 |
111004 |
76.400 |
78.375 |
74.975 |
75.675 |
-1.925 |
12,557 |
2,091 |
+203 |
Dec11 |
111004 |
76.525 |
78.500 |
75.175 |
75.875 |
-1.950 |
767 |
817 |
+113 |
Jan12 |
111004 |
76.625 |
78.375 |
75.625 |
76.075 |
-1.975 |
39 |
335 |
+4 |
Feb12 |
111004 |
76.375 |
78.250 |
75.975 |
76.300 |
-1.950 |
22 |
124 |
+6 |
Mar12 |
111004 |
76.525 |
76.525 |
76.525 |
76.525 |
-1.950 |
2 |
16 |
+0 |
Apr12 |
111004 |
77.000 |
77.000 |
76.775 |
76.775 |
-1.950 |
0 |
4 |
+0 |
May12 |
111004 |
77.050 |
77.050 |
77.050 |
77.050 |
-1.950 |
0 |
6 |
+0 |
Jun12 |
111004 |
78.900 |
78.900 |
77.350 |
77.350 |
-1.925 |
0 |
13 |
+0 |
Jul12 |
111004 |
77.650 |
77.650 |
77.650 |
77.650 |
-1.900 |
0 |
4 |
+0 |
Total Volume and Open Interest |
13,387 |
3,663 |
+326 |
Heating Oil(NYM) |
Nov11 |
111004 |
273.48 |
277.73 |
269.75 |
272.34 |
-2.95 |
56,279 |
98,728 |
-5,013 |
Dec11 |
111004 |
272.99 |
277.09 |
269.14 |
271.70 |
-3.21 |
23,161 |
63,670 |
-558 |
Jan12 |
111004 |
272.00 |
275.45 |
268.50 |
270.97 |
-3.45 |
15,587 |
39,229 |
-126 |
Feb12 |
111004 |
270.00 |
273.71 |
266.85 |
269.27 |
-3.53 |
7,435 |
19,097 |
+46 |
Mar12 |
111004 |
267.00 |
272.03 |
264.31 |
267.12 |
-3.45 |
7,475 |
23,516 |
+1,575 |
Apr12 |
111004 |
263.67 |
268.38 |
261.04 |
263.95 |
-3.19 |
2,019 |
9,065 |
+361 |
May12 |
111004 |
260.51 |
265.31 |
258.67 |
260.87 |
-3.00 |
1,680 |
7,365 |
+658 |
Jun12 |
111004 |
260.00 |
263.95 |
256.29 |
259.47 |
-2.70 |
4,712 |
33,075 |
-72 |
Jul12 |
111004 |
258.50 |
264.37 |
257.28 |
259.77 |
-2.60 |
756 |
5,993 |
+434 |
Aug12 |
111004 |
260.00 |
264.99 |
257.30 |
260.37 |
-2.49 |
246 |
3,834 |
-2 |
Sep12 |
111004 |
260.00 |
262.50 |
257.89 |
260.97 |
-2.36 |
817 |
4,110 |
+443 |
Oct12 |
111004 |
260.25 |
263.02 |
259.35 |
261.83 |
-2.32 |
126 |
1,254 |
+37 |
Total Volume and Open Interest |
121,723 |
324,544 |
-2,096 |
Gasoline(NYMEX) |
Nov11 |
111004 |
250.36 |
255.28 |
246.74 |
248.84 |
-2.26 |
48,868 |
86,711 |
+111 |
Dec11 |
111004 |
245.59 |
249.44 |
241.18 |
243.16 |
-3.16 |
24,507 |
58,298 |
+1,341 |
Jan12 |
111004 |
241.44 |
245.02 |
238.16 |
240.17 |
-3.69 |
11,932 |
26,358 |
-117 |
Feb12 |
111004 |
240.00 |
242.66 |
236.94 |
239.04 |
-3.98 |
6,157 |
12,419 |
+123 |
Mar12 |
111004 |
239.55 |
244.33 |
236.88 |
239.06 |
-4.13 |
4,582 |
17,121 |
+851 |
Apr12 |
111004 |
249.34 |
254.15 |
249.33 |
249.33 |
-4.06 |
1,616 |
13,583 |
+86 |
May12 |
111004 |
249.13 |
251.71 |
249.00 |
249.00 |
-4.04 |
1,511 |
8,017 |
+237 |
Jun12 |
111004 |
247.81 |
250.85 |
245.54 |
248.08 |
-4.01 |
2,162 |
17,027 |
+145 |
Jul12 |
111004 |
246.50 |
248.94 |
246.48 |
246.48 |
-3.99 |
207 |
3,517 |
+123 |
Aug12 |
111004 |
243.01 |
247.33 |
243.01 |
244.76 |
-3.96 |
59 |
4,035 |
+23 |
Total Volume and Open Interest |
102,294 |
265,878 |
+3,424 |
e-miNY RBOB Gasoline(NYM) |
Nov11 |
111004 |
248.80 |
248.84 |
248.80 |
248.80 |
-2.30 |
|
|
|
Dec11 |
111004 |
243.20 |
243.20 |
243.16 |
243.20 |
-3.10 |
|
|
|
Jan12 |
111004 |
240.20 |
240.20 |
240.17 |
240.20 |
-3.70 |
0 |
1 |
+0 |
Feb12 |
111004 |
239.00 |
239.04 |
239.00 |
239.00 |
-4.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Nov11 |
111004 |
3.607 |
3.657 |
3.591 |
3.638 |
+0.021 |
114,839 |
222,359 |
-10,305 |
Dec11 |
111004 |
3.927 |
3.955 |
3.909 |
3.944 |
+0.016 |
47,010 |
84,042 |
+3,298 |
Jan12 |
111004 |
4.089 |
4.124 |
4.071 |
4.114 |
+0.025 |
37,919 |
183,242 |
+3,396 |
Feb12 |
111004 |
4.105 |
4.143 |
4.089 |
4.133 |
+0.025 |
16,936 |
48,809 |
+1,276 |
Mar12 |
111004 |
4.072 |
4.109 |
4.053 |
4.099 |
+0.027 |
18,231 |
60,129 |
+2,478 |
Apr12 |
111004 |
4.064 |
4.096 |
4.043 |
4.086 |
+0.025 |
16,352 |
86,655 |
+2,613 |
May12 |
111004 |
4.084 |
4.125 |
4.077 |
4.118 |
+0.025 |
2,712 |
23,641 |
+71 |
Jun12 |
111004 |
4.132 |
4.163 |
4.118 |
4.157 |
+0.025 |
1,511 |
14,354 |
+197 |
Jul12 |
111004 |
4.167 |
4.205 |
4.162 |
4.201 |
+0.025 |
638 |
12,314 |
+25 |
Aug12 |
111004 |
4.191 |
4.230 |
4.185 |
4.223 |
+0.023 |
1,565 |
11,368 |
+520 |
Sep12 |
111004 |
4.193 |
4.225 |
4.185 |
4.224 |
+0.021 |
1,516 |
8,665 |
-92 |
Oct12 |
111004 |
4.229 |
4.271 |
4.222 |
4.261 |
+0.020 |
5,936 |
45,828 |
+108 |
Nov12 |
111004 |
4.384 |
4.425 |
4.383 |
4.421 |
+0.018 |
1,505 |
9,991 |
+414 |
Dec12 |
111004 |
4.679 |
4.714 |
4.677 |
4.713 |
+0.016 |
659 |
13,112 |
+19 |
Jan13 |
111004 |
4.825 |
4.867 |
4.820 |
4.857 |
+0.014 |
2,027 |
23,977 |
+162 |
Feb13 |
111004 |
4.805 |
4.837 |
4.802 |
4.833 |
+0.014 |
77 |
3,637 |
+43 |
Total Volume and Open Interest |
270,954 |
931,248 |
+4,800 |
Brent Crude Oil(ICE) |
Nov11 |
111004 |
100.65 |
102.41 |
99.11 |
99.79 |
-1.92 |
203,330 |
130,223 |
-9,229 |
Dec11 |
111004 |
98.50 |
100.56 |
97.20 |
97.98 |
-1.64 |
156,692 |
193,186 |
-2,505 |
Jan12 |
111004 |
97.61 |
99.38 |
95.99 |
96.89 |
-1.64 |
56,625 |
63,877 |
+1,228 |
Feb12 |
111004 |
96.88 |
98.43 |
95.24 |
96.16 |
-1.64 |
33,333 |
63,747 |
+4,520 |
Mar12 |
111004 |
96.20 |
97.87 |
94.68 |
95.61 |
-1.63 |
25,665 |
65,900 |
+590 |
Apr12 |
111004 |
95.91 |
97.51 |
94.31 |
95.27 |
-1.63 |
11,047 |
25,990 |
-1,027 |
May12 |
111004 |
95.68 |
97.31 |
94.11 |
95.08 |
-1.61 |
7,869 |
17,014 |
+428 |
Jun12 |
111004 |
95.51 |
97.20 |
93.97 |
94.94 |
-1.59 |
23,601 |
60,723 |
+1,869 |
Jul12 |
111004 |
95.48 |
97.07 |
94.35 |
94.84 |
-1.57 |
4,549 |
14,672 |
+334 |
Aug12 |
111004 |
94.73 |
94.73 |
94.73 |
94.73 |
-1.55 |
3,580 |
9,610 |
-1,403 |
Sep12 |
111004 |
94.93 |
94.93 |
93.79 |
94.58 |
-1.54 |
2,566 |
14,879 |
-515 |
Oct12 |
111004 |
94.43 |
94.43 |
94.43 |
94.43 |
-1.56 |
1,133 |
7,168 |
-329 |
Nov12 |
111004 |
94.27 |
94.27 |
94.27 |
94.27 |
-1.56 |
1,308 |
12,041 |
+13 |
Dec12 |
111004 |
94.42 |
96.30 |
93.02 |
94.09 |
-1.55 |
22,716 |
85,429 |
+111 |
Total Volume and Open Interest |
571,845 |
900,708 |
-4,376 |
Gas Oil(ICE) |
Oct11 |
111004 |
862.00 |
872.25 |
849.25 |
865.25 |
-9.25 |
51,569 |
90,133 |
-6,057 |
Nov11 |
111004 |
856.00 |
867.75 |
844.25 |
860.00 |
-10.00 |
87,095 |
116,235 |
-1,418 |
Dec11 |
111004 |
849.25 |
860.00 |
836.50 |
852.00 |
-10.50 |
55,719 |
85,720 |
-1,578 |
Jan12 |
111004 |
841.50 |
847.75 |
829.25 |
844.75 |
-11.25 |
21,624 |
61,114 |
+655 |
Feb12 |
111004 |
835.00 |
841.75 |
823.75 |
838.00 |
-11.75 |
10,250 |
35,433 |
+220 |
Mar12 |
111004 |
829.50 |
836.75 |
818.25 |
832.50 |
-11.75 |
10,651 |
29,668 |
+512 |
Apr12 |
111004 |
825.25 |
833.25 |
814.25 |
828.25 |
-11.75 |
5,869 |
17,673 |
+30 |
May12 |
111004 |
821.25 |
830.75 |
810.75 |
824.75 |
-11.50 |
5,027 |
13,648 |
+1,611 |
Jun12 |
111004 |
819.25 |
829.25 |
809.25 |
823.00 |
-11.50 |
10,213 |
38,612 |
-515 |
Jul12 |
111004 |
818.25 |
823.75 |
810.00 |
823.75 |
-11.00 |
2,108 |
12,171 |
-175 |
Total Volume and Open Interest |
271,398 |
583,932 |
-3,926 |
Ethanol(CBOT) |
Oct11 |
111004 |
2.480 |
2.480 |
2.451 |
2.458 |
-0.042 |
118 |
133 |
-90 |
Nov11 |
111004 |
2.394 |
2.416 |
2.375 |
2.407 |
+0.004 |
331 |
1,268 |
-242 |
Dec11 |
111004 |
2.311 |
2.338 |
2.311 |
2.331 |
+0.003 |
119 |
1,573 |
+3 |
Jan12 |
111004 |
2.227 |
2.230 |
2.220 |
2.225 |
-0.010 |
94 |
940 |
+21 |
Feb12 |
111004 |
2.192 |
2.202 |
2.190 |
2.192 |
-0.014 |
20 |
564 |
-169 |
Mar12 |
111004 |
2.211 |
2.222 |
2.202 |
2.210 |
-0.026 |
17 |
887 |
-193 |
Apr12 |
111004 |
2.241 |
2.243 |
2.240 |
2.242 |
-0.016 |
46 |
599 |
-177 |
May12 |
111004 |
2.236 |
2.263 |
2.236 |
2.260 |
-0.020 |
40 |
438 |
-5 |
Total Volume and Open Interest |
923 |
8,659 |
-803 |
WTI Crude Oil(ICE) |
Nov11 |
111004 |
76.32 |
78.37 |
74.93 |
75.67 |
-1.94 |
87,693 |
62,438 |
-1,891 |
Dec11 |
111004 |
76.52 |
78.47 |
75.19 |
75.87 |
-1.96 |
38,512 |
94,679 |
-445 |
Jan12 |
111004 |
76.91 |
78.66 |
75.31 |
76.07 |
-1.97 |
17,715 |
34,091 |
+2,409 |
Feb12 |
111004 |
77.11 |
78.65 |
75.75 |
76.29 |
-1.96 |
5,359 |
15,102 |
-218 |
Mar12 |
111004 |
77.60 |
79.05 |
75.80 |
76.53 |
-1.95 |
5,939 |
17,171 |
-1,736 |
Apr12 |
111004 |
77.74 |
79.25 |
76.13 |
76.78 |
-1.94 |
1,752 |
6,273 |
+128 |
May12 |
111004 |
77.35 |
78.55 |
76.42 |
77.06 |
-1.93 |
1,230 |
8,004 |
+70 |
Jun12 |
111004 |
77.90 |
79.31 |
76.73 |
77.36 |
-1.92 |
5,107 |
34,744 |
+1,716 |
Jul12 |
111004 |
78.12 |
79.60 |
77.65 |
77.65 |
-1.91 |
420 |
7,746 |
+28 |
Aug12 |
111004 |
77.92 |
77.92 |
77.92 |
77.92 |
-1.90 |
321 |
4,423 |
+5 |
Sep12 |
111004 |
78.22 |
78.22 |
78.22 |
78.22 |
-1.88 |
330 |
8,235 |
-142 |
Oct12 |
111004 |
78.53 |
78.53 |
78.53 |
78.53 |
-1.87 |
101 |
1,714 |
+0 |
Nov12 |
111004 |
78.88 |
78.88 |
78.88 |
78.88 |
-1.85 |
128 |
2,727 |
+33 |
Dec12 |
111004 |
79.95 |
81.43 |
78.62 |
79.24 |
-1.84 |
5,305 |
49,099 |
+382 |
Jan13 |
111004 |
79.44 |
79.44 |
79.44 |
79.44 |
-1.82 |
0 |
2,054 |
+0 |
Feb13 |
111004 |
79.63 |
79.63 |
79.63 |
79.63 |
-1.80 |
0 |
588 |
+0 |
Total Volume and Open Interest |
171,049 |
431,085 |
+324 |
US Dollar Index(ICE) |
Dec11 |
111004 |
80.125 |
80.430 |
79.380 |
80.105 |
+0.168 |
33,152 |
71,163 |
+9 |
Mar12 |
111004 |
80.490 |
80.585 |
80.490 |
80.585 |
+0.167 |
3 |
519 |
+0 |
Jun12 |
111004 |
81.045 |
81.045 |
81.045 |
81.045 |
+0.167 |
0 |
2 |
+0 |
Total Volume and Open Interest |
33,155 |
71,684 |
+9 |
Australian Dollar(CME) |
Dec11 |
111004 |
94.42 |
95.10 |
93.02 |
93.22 |
-1.61 |
168,609 |
100,327 |
+10,406 |
Mar12 |
111004 |
93.67 |
93.98 |
92.33 |
92.41 |
-1.57 |
92 |
139 |
+11 |
Jun12 |
111004 |
91.72 |
93.25 |
91.72 |
91.72 |
-1.53 |
0 |
21 |
+0 |
Total Volume and Open Interest |
168,701 |
100,620 |
+10,417 |
British Pound(CME) |
Dec11 |
111004 |
154.25 |
154.90 |
153.30 |
153.68 |
-0.89 |
136,662 |
164,158 |
+12,063 |
Mar12 |
111004 |
153.31 |
154.59 |
153.31 |
153.58 |
-0.87 |
19 |
108 |
+17 |
Jun12 |
111004 |
153.50 |
154.36 |
153.50 |
153.50 |
-0.86 |
0 |
3 |
+0 |
Total Volume and Open Interest |
136,681 |
164,273 |
+12,080 |
Canadian Dollar(CME) |
Dec11 |
111004 |
94.77 |
94.98 |
93.67 |
93.76 |
-1.31 |
119,190 |
86,083 |
+3,450 |
Mar12 |
111004 |
94.72 |
94.98 |
93.59 |
93.67 |
-1.31 |
360 |
4,424 |
+133 |
Jun12 |
111004 |
94.50 |
94.50 |
93.60 |
93.65 |
-1.27 |
27 |
1,022 |
+10 |
Sep12 |
111004 |
93.78 |
94.84 |
93.58 |
93.58 |
-1.26 |
0 |
419 |
+0 |
Total Volume and Open Interest |
119,577 |
92,054 |
+3,593 |
Japanese Yen(CME) |
Dec11 |
111004 |
130.60 |
130.81 |
130.05 |
130.16 |
-0.47 |
91,434 |
127,427 |
+1,278 |
Mar12 |
111004 |
130.81 |
130.86 |
130.40 |
130.40 |
-0.45 |
55 |
321 |
-13 |
Jun12 |
111004 |
130.67 |
131.12 |
130.67 |
130.67 |
-0.45 |
0 |
19 |
+0 |
Total Volume and Open Interest |
91,489 |
127,771 |
+1,265 |
Swiss Franc(CME) |
Dec11 |
111004 |
108.74 |
109.56 |
108.15 |
108.36 |
-0.73 |
26,618 |
23,061 |
+296 |
Mar12 |
111004 |
108.97 |
109.35 |
108.62 |
108.62 |
-0.73 |
36 |
621 |
-11 |
Jun12 |
111004 |
108.93 |
109.63 |
108.93 |
108.93 |
-0.70 |
0 |
4 |
+0 |
Total Volume and Open Interest |
26,654 |
23,692 |
+285 |
EuroFX(CME) |
Dec11 |
111004 |
131.83 |
133.68 |
131.42 |
132.36 |
+0.19 |
376,287 |
225,357 |
+1,095 |
Mar12 |
111004 |
131.77 |
133.66 |
131.61 |
132.39 |
+0.21 |
246 |
1,381 |
+51 |
Jun12 |
111004 |
133.59 |
133.59 |
132.21 |
132.44 |
+0.23 |
0 |
830 |
+0 |
Total Volume and Open Interest |
376,562 |
227,577 |
+1,119 |
Mexican Peso(CME) |
Oct11 |
111004 |
714.5 |
714.8 |
714.5 |
714.5 |
-0.2 |
|
|
|
Nov11 |
111004 |
712.8 |
713.0 |
712.8 |
712.8 |
-0.2 |
|
|
|
Total Volume and Open Interest |
32,596 |
89,517 |
+3,511 |
Brazilian Real(CME) |
Nov11 |
111004 |
524.50 |
525.90 |
524.50 |
524.50 |
-1.40 |
0 |
1,500 |
+0 |
Dec11 |
111004 |
523.15 |
524.15 |
522.00 |
522.00 |
-1.15 |
302 |
5,351 |
-131 |
Jan12 |
111004 |
519.50 |
520.40 |
519.50 |
519.50 |
-0.90 |
0 |
10,149 |
+0 |
Feb12 |
111004 |
516.95 |
517.65 |
516.95 |
516.95 |
-0.70 |
|
|
|
Total Volume and Open Interest |
302 |
32,321 |
-131 |
30-Year T-Bonds(CBOT) |
Dec11 |
111004 |
145~210 |
146~130 |
144~050 |
145~120 |
+0~030 |
373,820 |
636,919 |
+2,577 |
Mar12 |
111004 |
144~240 |
145~310 |
144~010 |
144~310 |
+0~030 |
206 |
897 |
+71 |
Jun12 |
111004 |
144~100 |
144~100 |
144~070 |
144~100 |
+0~030 |
|
|
|
Total Volume and Open Interest |
374,026 |
637,816 |
+2,648 |
10-Year T-Notes(CBOT) |
Dec11 |
111004 |
131~050 |
131~125 |
130~170 |
130~305 |
-0~010 |
1,119,287 |
1,522,478 |
+1,850 |
Mar12 |
111004 |
130~105 |
130~160 |
130~050 |
130~095 |
-0~010 |
44 |
8,514 |
+17 |
Jun12 |
111004 |
129~095 |
129~105 |
129~095 |
129~095 |
-0~010 |
|
|
|
Total Volume and Open Interest |
1,119,331 |
1,530,992 |
+1,867 |
5-Year T-Notes(CBOT) |
Dec11 |
111004 |
123~001 |
123~009 |
122~087 |
122~107 |
-0~012 |
583,020 |
1,247,316 |
+15,879 |
Mar12 |
111004 |
122~043 |
122~047 |
122~043 |
122~043 |
-0~004 |
|
|
|
Jun12 |
111004 |
121~067 |
121~071 |
121~067 |
121~067 |
-0~004 |
|
|
|
Total Volume and Open Interest |
583,020 |
1,247,316 |
+15,879 |
2 Year T-Notes(CBOT) |
Dec11 |
111004 |
110~020 |
110~020 |
110~014 |
110~016 |
-0~002 |
155,707 |
732,040 |
-20,930 |
Mar12 |
111004 |
110~013 |
110~014 |
110~013 |
110~013 |
-0~001 |
0 |
159 |
+0 |
Jun12 |
111004 |
109~079 |
109~080 |
109~079 |
109~079 |
-0~001 |
|
|
|
Total Volume and Open Interest |
155,707 |
732,199 |
-20,930 |
Eurodollars(CME) |
Dec11 |
111004 |
99.430 |
99.445 |
99.380 |
99.415 |
-0.025 |
213,201 |
1,088,865 |
-9,739 |
Mar12 |
111004 |
99.370 |
99.380 |
99.315 |
99.335 |
-0.040 |
195,821 |
1,037,866 |
+428 |
Jun12 |
111004 |
99.375 |
99.385 |
99.320 |
99.330 |
-0.050 |
163,453 |
1,074,825 |
-10,446 |
Sep12 |
111004 |
99.385 |
99.395 |
99.330 |
99.340 |
-0.050 |
172,777 |
731,878 |
-7,938 |
Dec12 |
111004 |
99.385 |
99.395 |
99.335 |
99.340 |
-0.050 |
172,783 |
729,159 |
-6,918 |
Mar13 |
111004 |
99.385 |
99.395 |
99.325 |
99.330 |
-0.055 |
122,964 |
752,878 |
+2,515 |
Jun13 |
111004 |
99.330 |
99.340 |
99.260 |
99.270 |
-0.060 |
95,902 |
516,374 |
-2,996 |
Sep13 |
111004 |
99.240 |
99.245 |
99.160 |
99.175 |
-0.060 |
111,790 |
466,932 |
-5,279 |
Dec13 |
111004 |
99.105 |
99.105 |
99.010 |
99.030 |
-0.060 |
63,426 |
406,910 |
+1,379 |
Mar14 |
111004 |
98.965 |
98.970 |
98.865 |
98.890 |
-0.060 |
51,025 |
281,250 |
+2,446 |
Jun14 |
111004 |
98.800 |
98.815 |
98.700 |
98.730 |
-0.055 |
44,827 |
259,519 |
+319 |
Sep14 |
111004 |
98.630 |
98.655 |
98.525 |
98.565 |
-0.045 |
46,063 |
171,420 |
+2,138 |
Dec14 |
111004 |
98.465 |
98.490 |
98.355 |
98.400 |
-0.035 |
36,860 |
162,273 |
-578 |
Mar15 |
111004 |
98.305 |
98.335 |
98.190 |
98.245 |
-0.030 |
16,186 |
110,254 |
-1,015 |
Jun15 |
111004 |
6.400 |
6.435 |
6.285 |
6.345 |
-0.025 |
15,005 |
94,482 |
-117 |
Sep15 |
111004 |
6.250 |
6.290 |
6.135 |
6.200 |
-0.020 |
12,696 |
76,832 |
+566 |
Dec15 |
111004 |
6.095 |
6.140 |
5.985 |
6.050 |
-0.015 |
15,340 |
59,575 |
-103 |
Mar16 |
111004 |
5.975 |
6.020 |
5.875 |
5.935 |
-0.010 |
8,119 |
50,944 |
-196 |
Total Volume and Open Interest |
1,589,418 |
8,339,484 |
-34,145 |
30 Day Federal Funds(CBOT) |
Oct11 |
111004 |
99.910 |
99.912 |
99.910 |
99.910 |
unch |
4,356 |
61,517 |
+413 |
Nov11 |
111004 |
99.910 |
99.915 |
99.905 |
99.915 |
unch |
5,432 |
61,702 |
-1,030 |
Dec11 |
111004 |
99.910 |
99.915 |
99.905 |
99.910 |
unch |
8,297 |
58,489 |
-4,390 |
Jan12 |
111004 |
99.895 |
99.900 |
99.890 |
99.895 |
unch |
4,031 |
50,538 |
-652 |
Feb12 |
111004 |
99.880 |
99.885 |
99.875 |
99.880 |
unch |
4,688 |
44,726 |
-1,821 |
Mar12 |
111004 |
99.870 |
99.880 |
99.870 |
99.875 |
unch |
2,743 |
29,209 |
-1,437 |
Total Volume and Open Interest |
42,205 |
623,317 |
-59,486 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111004 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
0 |
281 |
+0 |
Mar12 |
111004 |
99.685 |
99.685 |
99.685 |
99.685 |
-0.005 |
0 |
300 |
+0 |
Jun12 |
111004 |
99.690 |
99.690 |
99.690 |
99.690 |
-0.005 |
|
|
|
Sep12 |
111004 |
99.688 |
99.688 |
99.688 |
99.688 |
-0.005 |
|
|
|
Dec12 |
111004 |
99.750 |
99.750 |
99.750 |
99.750 |
-0.005 |
|
|
|
Mar13 |
111004 |
99.750 |
99.750 |
99.750 |
99.750 |
-0.005 |
|
|
|
Jun13 |
111004 |
99.705 |
99.705 |
99.705 |
99.705 |
-0.005 |
|
|
|
Sep13 |
111004 |
99.565 |
99.565 |
99.565 |
99.565 |
-0.005 |
|
|
|
Dec13 |
111004 |
99.425 |
99.425 |
99.425 |
99.425 |
-0.005 |
|
|
|
Mar14 |
111004 |
99.285 |
99.285 |
99.285 |
99.285 |
-0.005 |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111004 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
2,382 |
+0 |
Mar12 |
111004 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.01 |
0 |
2,438 |
+0 |
Jun12 |
111004 |
99.68 |
99.69 |
99.68 |
99.69 |
0.00 |
0 |
1,470 |
+0 |
Sep12 |
111004 |
99.68 |
99.69 |
99.68 |
99.69 |
0.00 |
0 |
411 |
+0 |
Dec12 |
111004 |
99.75 |
99.75 |
99.75 |
99.75 |
0.00 |
0 |
51 |
+0 |
Mar13 |
111004 |
99.75 |
99.75 |
99.75 |
99.75 |
0.00 |
0 |
1 |
+0 |
Jun13 |
111004 |
99.71 |
99.71 |
99.71 |
99.71 |
0.00 |
|
|
|
Sep13 |
111004 |
99.57 |
99.57 |
99.57 |
99.57 |
0.00 |
|
|
|
Total Volume and Open Interest |
0 |
6,755 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111004 |
142.29 |
142.62 |
142.29 |
142.57 |
+0.26 |
1,952 |
22,724 |
+114 |
Mar12 |
111004 |
141.83 |
141.83 |
141.83 |
141.83 |
+0.26 |
0 |
4 |
+0 |
Jun12 |
111004 |
139.74 |
139.74 |
139.74 |
139.74 |
+0.26 |
|
|
|
Total Volume and Open Interest |
1,952 |
22,728 |
+114 |
Euro-Bund(EUREX) |
Dec11 |
111004 |
137.91 |
138.80 |
137.85 |
138.24 |
+0.80 |
619,663 |
865,560 |
-7,149 |
Mar12 |
111004 |
138.58 |
139.31 |
138.51 |
138.75 |
+0.81 |
46 |
465 |
+9 |
Jun12 |
111004 |
138.54 |
138.54 |
138.54 |
138.54 |
+0.80 |
|
|
|
Total Volume and Open Interest |
619,709 |
866,025 |
-7,140 |
Euro-Bobl(EUREX) |
Dec11 |
111004 |
122.81 |
123.22 |
122.77 |
122.93 |
+0.35 |
321,004 |
684,906 |
+254 |
Mar12 |
111004 |
123.23 |
123.38 |
123.20 |
123.35 |
+0.40 |
1 |
12,945 |
+1 |
Jun12 |
111004 |
123.08 |
123.08 |
123.08 |
123.08 |
+0.35 |
|
|
|
Total Volume and Open Interest |
321,005 |
697,851 |
+255 |
3-Mth Euribor(EUREX) |
Dec11 |
111004 |
98.750 |
98.750 |
98.725 |
98.725 |
-0.015 |
1 |
1,866 |
+0 |
Mar12 |
111004 |
98.905 |
98.905 |
98.885 |
98.885 |
+0.015 |
1 |
2,463 |
+1 |
Jun12 |
111004 |
98.970 |
98.970 |
98.955 |
98.955 |
+0.030 |
1 |
1,018 |
-1 |
Total Volume and Open Interest |
267 |
9,044 |
-10 |
Long Gilt(LIFFE) |
Dec11 |
111004 |
131~06 |
131~28 |
131~03 |
131~09 |
+0~24 |
135,786 |
336,124 |
+3,454 |
Mar12 |
111004 |
131~15 |
131~15 |
131~15 |
131~15 |
+0~24 |
|
|
|
Total Volume and Open Interest |
135,786 |
336,124 |
+3,454 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111004 |
98.95 |
98.96 |
98.93 |
98.95 |
-0.01 |
42,036 |
365,475 |
-2,201 |
Mar12 |
111004 |
99.01 |
99.01 |
98.97 |
98.99 |
-0.02 |
65,731 |
396,030 |
-8,900 |
Jun12 |
111004 |
99.03 |
99.04 |
99.00 |
99.02 |
-0.02 |
53,287 |
226,764 |
+3,345 |
Sep12 |
111004 |
99.04 |
99.06 |
99.02 |
99.04 |
-0.01 |
46,741 |
241,271 |
+387 |
Dec12 |
111004 |
99.02 |
99.04 |
99.00 |
99.02 |
unch |
36,274 |
238,230 |
-10,553 |
Mar13 |
111004 |
99.00 |
99.02 |
98.98 |
99.01 |
+0.01 |
26,478 |
161,496 |
-5,347 |
Total Volume and Open Interest |
323,916 |
2,032,312 |
-17,071 |
3-Mth Euribor(LIFFE) |
Dec11 |
111004 |
98.745 |
98.765 |
98.715 |
98.725 |
-0.010 |
150,006 |
767,521 |
-5,172 |
Mar12 |
111004 |
98.900 |
98.920 |
98.880 |
98.885 |
+0.020 |
113,222 |
518,837 |
-2,753 |
Jun12 |
111004 |
98.965 |
98.990 |
98.940 |
98.955 |
+0.030 |
101,089 |
361,295 |
+4,218 |
Total Volume and Open Interest |
798,418 |
3,332,784 |
+16,773 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111004 |
95.72 |
95.89 |
95.71 |
95.86 |
+0.13 |
31,238 |
224,529 |
+3,221 |
Mar12 |
111004 |
96.22 |
96.46 |
96.21 |
96.39 |
+0.16 |
26,352 |
193,710 |
+7,274 |
Jun12 |
111004 |
96.30 |
96.53 |
96.28 |
96.48 |
+0.18 |
16,699 |
118,226 |
+3,983 |
Sep12 |
111004 |
96.30 |
96.48 |
96.24 |
96.43 |
+0.17 |
3,651 |
78,107 |
+422 |
Dec12 |
111004 |
96.19 |
96.42 |
96.16 |
96.35 |
+0.16 |
1,832 |
43,272 |
+805 |
Mar13 |
111004 |
96.11 |
96.34 |
96.07 |
96.27 |
+0.17 |
560 |
42,828 |
-241 |
Jun13 |
111004 |
96.01 |
96.25 |
95.97 |
96.18 |
+0.18 |
4,338 |
30,113 |
+3,141 |
Sep13 |
111004 |
95.92 |
96.13 |
95.87 |
96.07 |
+0.17 |
983 |
10,717 |
+580 |
Dec13 |
111004 |
95.76 |
95.99 |
95.76 |
95.95 |
+0.16 |
409 |
2,692 |
+223 |
Mar14 |
111004 |
95.83 |
95.83 |
95.83 |
95.83 |
+0.17 |
105 |
406 |
-1 |
Total Volume and Open Interest |
86,167 |
744,666 |
+19,407 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111004 |
95.89 |
96.00 |
95.84 |
95.99 |
+0.10 |
46,444 |
355,287 |
+3,838 |
Mar12 |
111004 |
95.99 |
95.99 |
95.99 |
95.99 |
+0.10 |
|
|
|
Total Volume and Open Interest |
46,444 |
355,287 |
+3,838 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111004 |
96.46 |
96.65 |
96.42 |
96.61 |
+0.14 |
134,717 |
492,635 |
+18,115 |
Mar12 |
111004 |
96.61 |
96.61 |
96.61 |
96.61 |
+0.14 |
|
|
|
Total Volume and Open Interest |
134,717 |
492,635 |
+18,115 |
Gold(CMX) |
Oct11 |
111004 |
1661.0 |
1678.1 |
1596.6 |
1614.7 |
-41.3 |
101 |
1,123 |
-2,592 |
Dec11 |
111004 |
1662.5 |
1681.5 |
1597.6 |
1616.0 |
-41.7 |
141,395 |
279,057 |
-115 |
Feb12 |
111004 |
1668.2 |
1681.5 |
1599.4 |
1617.9 |
-41.7 |
1,643 |
43,634 |
+156 |
Apr12 |
111004 |
1665.1 |
1678.0 |
1600.9 |
1619.5 |
-41.6 |
551 |
10,719 |
+142 |
Jun12 |
111004 |
1671.2 |
1681.0 |
1604.5 |
1621.2 |
-41.6 |
229 |
16,761 |
-33 |
Aug12 |
111004 |
1675.9 |
1683.4 |
1606.7 |
1623.0 |
-41.6 |
82 |
7,046 |
+13 |
Oct12 |
111004 |
1671.3 |
1684.0 |
1623.0 |
1624.9 |
-41.7 |
45 |
4,612 |
+33 |
Dec12 |
111004 |
1677.5 |
1688.0 |
1610.6 |
1627.1 |
-41.8 |
237 |
15,586 |
-6 |
Feb13 |
111004 |
1664.4 |
1664.4 |
1629.2 |
1629.2 |
-41.8 |
102 |
3,390 |
+0 |
Apr13 |
111004 |
1630.7 |
1631.7 |
1630.7 |
1631.7 |
-41.7 |
1 |
328 |
+0 |
Jun13 |
111004 |
1634.7 |
1634.7 |
1634.7 |
1634.7 |
-41.5 |
385 |
13,086 |
+115 |
Aug13 |
111004 |
1637.7 |
1637.7 |
1637.7 |
1637.7 |
-41.5 |
|
|
|
Total Volume and Open Interest |
146,187 |
437,801 |
-2,073 |
Silver(CMX) |
Dec11 |
111004 |
3049.0 |
3135.5 |
2866.5 |
2983.9 |
-95.6 |
40,889 |
61,726 |
-577 |
Mar12 |
111004 |
3098.0 |
3130.5 |
2890.5 |
2987.7 |
-95.6 |
4,737 |
9,955 |
+314 |
May12 |
111004 |
2989.6 |
2989.6 |
2875.5 |
2989.6 |
-95.3 |
169 |
2,775 |
+60 |
Jul12 |
111004 |
2984.0 |
3007.5 |
2955.0 |
2990.5 |
-95.1 |
306 |
2,270 |
-49 |
Sep12 |
111004 |
3104.0 |
3104.0 |
2896.0 |
2988.8 |
-95.2 |
62 |
816 |
+27 |
Dec12 |
111004 |
3070.0 |
3070.0 |
2940.0 |
2986.9 |
-94.8 |
435 |
10,042 |
+81 |
Mar13 |
111004 |
2980.3 |
2980.3 |
2980.3 |
2980.3 |
-94.6 |
0 |
751 |
+0 |
Total Volume and Open Interest |
46,890 |
101,021 |
-149 |
Platinum(NYMEX) |
Oct11 |
111004 |
1507.0 |
1507.0 |
1445.0 |
1461.9 |
-50.4 |
111 |
939 |
-16 |
Jan12 |
111004 |
1510.0 |
1515.2 |
1450.0 |
1468.6 |
-48.5 |
9,030 |
34,093 |
+829 |
Apr12 |
111004 |
1501.0 |
1508.2 |
1457.9 |
1472.5 |
-48.3 |
155 |
2,622 |
-47 |
Jul12 |
111004 |
1458.1 |
1475.5 |
1458.1 |
1475.5 |
-47.7 |
9 |
35 |
+2 |
Total Volume and Open Interest |
9,309 |
37,930 |
+768 |
Palladium(NYMEX) |
Dec11 |
111004 |
590.40 |
595.50 |
543.20 |
564.15 |
-29.60 |
4,164 |
18,844 |
+417 |
Mar12 |
111004 |
591.00 |
591.60 |
547.05 |
565.05 |
-29.50 |
19 |
283 |
+0 |
Jun12 |
111004 |
566.05 |
566.05 |
566.05 |
566.05 |
-29.50 |
5 |
9 |
+5 |
Total Volume and Open Interest |
4,188 |
19,139 |
+422 |
Copper(CMX) |
Dec11 |
111004 |
305.10 |
315.50 |
303.10 |
310.35 |
-4.70 |
72,694 |
76,448 |
+2,420 |
Mar12 |
111004 |
306.35 |
317.50 |
306.35 |
312.30 |
-4.80 |
5,211 |
29,768 |
+2,273 |
May12 |
111004 |
309.75 |
314.50 |
309.75 |
313.60 |
-4.80 |
417 |
8,224 |
+140 |
Jul12 |
111004 |
312.50 |
317.25 |
312.00 |
314.55 |
-4.85 |
193 |
1,789 |
+33 |
Sep12 |
111004 |
314.00 |
315.40 |
311.00 |
315.40 |
-4.85 |
47 |
953 |
+25 |
Total Volume and Open Interest |
79,764 |
124,785 |
+4,953 |
DJIA Index(CBOT) |
Dec11 |
111004 |
10549 |
10745 |
10340 |
10683 |
+154 |
240 |
12,271 |
+33 |
Mar12 |
111004 |
10606 |
10606 |
10452 |
10606 |
+154 |
0 |
21 |
+0 |
Jun12 |
111004 |
10536 |
10536 |
10382 |
10536 |
+154 |
|
|
|
Sep12 |
111004 |
10473 |
10473 |
10319 |
10473 |
+154 |
|
|
|
Total Volume and Open Interest |
240 |
12,292 |
+33 |
E-mini DJIA Index(CBOT) |
Dec11 |
111004 |
10535 |
10749 |
10328 |
10683 |
+154 |
181,540 |
79,664 |
+2,003 |
Mar12 |
111004 |
10418 |
10606 |
10370 |
10606 |
+154 |
10 |
142 |
-4 |
Jun12 |
111004 |
10397 |
10536 |
10397 |
10536 |
+154 |
|
|
|
Sep12 |
111004 |
10473 |
10473 |
10473 |
10473 |
+154 |
0 |
10 |
+0 |
Total Volume and Open Interest |
181,550 |
79,816 |
+1,999 |
S & P 500(CME) |
Dec11 |
111004 |
1087.40 |
1119.50 |
1068.50 |
1113.60 |
+27.30 |
24,066 |
285,654 |
+5,848 |
Mar12 |
111004 |
1062.00 |
1112.50 |
1061.50 |
1107.20 |
+27.40 |
40 |
3,231 |
+22 |
Jun12 |
111004 |
1071.00 |
1107.60 |
1059.60 |
1102.00 |
+27.40 |
86 |
654 |
+36 |
Sep12 |
111004 |
1096.00 |
1101.60 |
1053.60 |
1096.00 |
+27.40 |
|
|
|
Total Volume and Open Interest |
24,192 |
289,639 |
+5,906 |
S & P 500 E-Mini(Globex) |
Dec11 |
111004 |
1087.50 |
1119.75 |
1068.00 |
1113.50 |
+27.25 |
3,504,183 |
3,115,740 |
+109,373 |
Mar12 |
111004 |
1080.25 |
1113.00 |
1062.25 |
1107.25 |
+27.50 |
1,625 |
2,680 |
-81 |
Total Volume and Open Interest |
3,505,871 |
3,118,529 |
+109,289 |
NASDAQ 100(CME) |
Dec11 |
111004 |
2065.00 |
2126.50 |
2035.00 |
2113.50 |
+48.20 |
1,702 |
14,790 |
-1,893 |
Mar12 |
111004 |
2110.00 |
2114.00 |
2040.00 |
2110.00 |
+48.20 |
|
|
|
Jun12 |
111004 |
2107.00 |
2111.00 |
2107.00 |
2107.00 |
+48.20 |
|
|
|
Total Volume and Open Interest |
1,702 |
14,790 |
-1,893 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111004 |
2067.30 |
2126.80 |
2035.80 |
2113.50 |
+48.20 |
453,776 |
321,038 |
-4,974 |
Mar12 |
111004 |
2055.00 |
2119.50 |
2052.50 |
2110.00 |
+48.20 |
35 |
248 |
-10 |
Total Volume and Open Interest |
453,816 |
321,289 |
-4,989 |
S & P Midcap 400(CME) |
Dec11 |
111004 |
749.00 |
774.00 |
729.00 |
767.00 |
+26.90 |
1,257 |
4,028 |
+1,252 |
Mar12 |
111004 |
765.00 |
768.10 |
765.00 |
765.00 |
+26.90 |
|
|
|
Jun12 |
111004 |
763.00 |
766.10 |
763.00 |
763.00 |
+26.90 |
|
|
|
Total Volume and Open Interest |
1,257 |
4,028 |
+1,252 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111004 |
8465 |
8560 |
8345 |
8540 |
+145 |
8,253 |
26,091 |
-70 |
Mar12 |
111004 |
8540 |
8545 |
8540 |
8540 |
+145 |
0 |
8 |
+0 |
Total Volume and Open Interest |
8,253 |
26,099 |
-70 |
Nikkei 225(SGX) |
Dec11 |
111004 |
8525 |
8595 |
8360 |
8440 |
-90 |
119,209 |
179,954 |
+2,063 |
Mar12 |
111004 |
8465 |
8465 |
8385 |
8430 |
-90 |
470 |
1,963 |
+408 |
Jun12 |
111004 |
8355 |
8355 |
8355 |
8355 |
-90 |
0 |
18 |
+0 |
Total Volume and Open Interest |
119,827 |
194,571 |
+2,360 |
CAC 40(EURONEXT) |
Oct11 |
111004 |
2880.0 |
2919.0 |
2808.5 |
2851.0 |
-78.0 |
102,645 |
286,839 |
+1,443 |
Nov11 |
111004 |
2849.5 |
2913.0 |
2808.0 |
2844.5 |
-78.0 |
44 |
3,859 |
-7 |
Dec11 |
111004 |
2871.5 |
2890.0 |
2813.0 |
2842.0 |
-78.0 |
471 |
29,555 |
-58 |
Total Volume and Open Interest |
103,160 |
320,257 |
+1,378 |
Hang Seng Index(HKFE) |
Oct11 |
111004 |
16674 |
16857 |
16139 |
16257 |
-640 |
107,352 |
91,183 |
+3,800 |
Nov11 |
111004 |
16600 |
16800 |
16107 |
16223 |
-636 |
1,211 |
731 |
+396 |
Dec11 |
111004 |
16615 |
16804 |
16149 |
16214 |
-637 |
639 |
8,065 |
+109 |
Total Volume and Open Interest |
109,290 |
100,635 |
+4,303 |
DAX(EUREX) |
Dec11 |
111004 |
5291.5 |
5344.0 |
5132.0 |
5232.5 |
-161.0 |
179,604 |
179,747 |
+6,274 |
Mar12 |
111004 |
5312.0 |
5317.0 |
5147.5 |
5243.0 |
-161.0 |
543 |
5,918 |
+286 |
Jun12 |
111004 |
5323.5 |
5323.5 |
5187.5 |
5262.5 |
-163.5 |
4 |
199 |
+0 |
Total Volume and Open Interest |
180,151 |
185,864 |
+6,560 |
FT-SE 100(EURONEXT) |
Dec11 |
111004 |
4953.00 |
5040.00 |
4839.50 |
4913.50 |
-129.50 |
143,681 |
638,931 |
+3,451 |
Mar12 |
111004 |
4896.00 |
4896.00 |
4878.50 |
4878.50 |
-129.50 |
16 |
938 |
-4 |
Jun12 |
111004 |
4839.50 |
4839.50 |
4839.50 |
4839.50 |
-129.50 |
22 |
525 |
+22 |
Total Volume and Open Interest |
143,719 |
640,394 |
+3,469 |
SPI 200(SFE) |
Dec11 |
111004 |
3886.0 |
3930.0 |
3842.0 |
3896.0 |
+8.0 |
55,349 |
208,369 |
-4,041 |
Mar12 |
111004 |
3888.0 |
3888.0 |
3848.0 |
3869.0 |
+5.0 |
28 |
2,293 |
+24 |
Jun12 |
111004 |
3871.0 |
3871.0 |
3871.0 |
3871.0 |
+2.0 |
3 |
999 |
+0 |
Total Volume and Open Interest |
55,873 |
214,143 |
-3,625 |
GSCI(CME) |
Oct11 |
111004 |
576.40 |
576.40 |
574.00 |
574.50 |
-9.00 |
209 |
9,016 |
-50 |
Nov11 |
111004 |
576.40 |
576.40 |
574.50 |
574.50 |
-9.50 |
0 |
5 |
+0 |
Dec11 |
111004 |
576.50 |
576.50 |
576.50 |
576.50 |
-9.50 |
0 |
7 |
+0 |
Total Volume and Open Interest |
209 |
9,028 |
-50 |
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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