|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed October 05, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111005 |
1164.50 |
1174.00 |
1161.00 |
1163.75 |
+3.75 |
160,218 |
255,798 |
-5,261 |
Jan12 |
111005 |
1175.75 |
1185.50 |
1172.50 |
1175.50 |
+3.75 |
47,907 |
113,963 |
+6,884 |
Mar12 |
111005 |
1187.75 |
1195.00 |
1182.25 |
1185.25 |
+4.00 |
16,031 |
52,395 |
+189 |
May12 |
111005 |
1194.75 |
1202.50 |
1190.50 |
1193.75 |
+4.25 |
11,268 |
61,766 |
-468 |
Jul12 |
111005 |
1202.75 |
1210.25 |
1198.50 |
1201.25 |
+3.75 |
13,637 |
41,692 |
+457 |
Aug12 |
111005 |
1201.00 |
1201.00 |
1196.00 |
1200.00 |
+4.00 |
45 |
462 |
-3 |
Sep12 |
111005 |
1191.00 |
1193.25 |
1186.00 |
1190.25 |
+4.25 |
16 |
317 |
-3 |
Nov12 |
111005 |
1183.50 |
1191.75 |
1180.00 |
1184.75 |
+4.25 |
10,977 |
35,013 |
+1,812 |
Jan13 |
111005 |
1188.50 |
1194.50 |
1188.50 |
1193.50 |
+4.25 |
41 |
10,244 |
+20 |
Mar13 |
111005 |
1199.25 |
1199.25 |
1195.00 |
1199.25 |
+4.25 |
2 |
158 |
+2 |
May13 |
111005 |
1202.50 |
1202.50 |
1198.25 |
1202.50 |
+4.25 |
0 |
48 |
+0 |
Jul13 |
111005 |
1205.25 |
1205.25 |
1201.00 |
1205.25 |
+4.25 |
3 |
220 |
+0 |
Aug13 |
111005 |
1201.75 |
1201.75 |
1197.50 |
1201.75 |
+4.25 |
|
|
|
Sep13 |
111005 |
1185.75 |
1185.75 |
1181.50 |
1185.75 |
+4.25 |
|
|
|
Total Volume and Open Interest |
260,202 |
573,569 |
+3,648 |
Soybean Meal(CBOT) |
Oct11 |
111005 |
300.90 |
303.30 |
300.40 |
301.50 |
+3.20 |
3,114 |
2,403 |
-1,296 |
Dec11 |
111005 |
304.40 |
307.70 |
303.50 |
305.20 |
+3.10 |
56,404 |
100,628 |
-2,407 |
Jan12 |
111005 |
307.00 |
309.80 |
306.30 |
307.50 |
+3.20 |
5,023 |
20,133 |
+138 |
Mar12 |
111005 |
310.40 |
316.30 |
310.40 |
311.60 |
+3.20 |
5,348 |
19,129 |
+752 |
May12 |
111005 |
313.60 |
316.20 |
313.10 |
314.00 |
+3.00 |
3,704 |
14,829 |
+919 |
Jul12 |
111005 |
315.40 |
319.30 |
315.40 |
316.90 |
+2.60 |
3,501 |
12,775 |
+338 |
Aug12 |
111005 |
318.40 |
320.00 |
317.40 |
317.40 |
+2.60 |
251 |
2,203 |
+173 |
Sep12 |
111005 |
315.30 |
319.50 |
315.30 |
316.90 |
+2.60 |
160 |
2,357 |
+80 |
Oct12 |
111005 |
314.90 |
317.00 |
313.10 |
313.10 |
+2.60 |
83 |
1,735 |
+16 |
Dec12 |
111005 |
315.70 |
318.10 |
315.00 |
315.40 |
+2.60 |
747 |
7,000 |
+196 |
Total Volume and Open Interest |
78,343 |
184,653 |
-1,091 |
Soybean Oil(CBOT) |
Oct11 |
111005 |
49.46 |
49.56 |
48.75 |
49.00 |
+0.21 |
2,194 |
2,436 |
-377 |
Dec11 |
111005 |
49.48 |
49.79 |
48.90 |
49.20 |
+0.20 |
64,239 |
148,156 |
-3,249 |
Jan12 |
111005 |
49.72 |
49.98 |
49.19 |
49.48 |
+0.20 |
11,990 |
39,660 |
+3,177 |
Mar12 |
111005 |
49.99 |
50.33 |
49.53 |
49.81 |
+0.23 |
8,315 |
39,836 |
+1,410 |
May12 |
111005 |
50.23 |
50.36 |
49.67 |
50.00 |
+0.27 |
4,667 |
23,845 |
+523 |
Jul12 |
111005 |
50.34 |
50.61 |
49.20 |
50.21 |
+0.32 |
3,681 |
17,577 |
+312 |
Aug12 |
111005 |
50.36 |
50.50 |
50.00 |
50.27 |
+0.38 |
138 |
2,359 |
-20 |
Sep12 |
111005 |
50.19 |
50.43 |
50.00 |
50.27 |
+0.47 |
110 |
2,408 |
+2 |
Oct12 |
111005 |
50.20 |
50.34 |
50.10 |
50.12 |
+0.47 |
92 |
2,395 |
+52 |
Dec12 |
111005 |
50.08 |
50.35 |
49.70 |
50.06 |
+0.32 |
1,515 |
9,180 |
+133 |
Total Volume and Open Interest |
96,941 |
287,854 |
+1,963 |
Canola(WCE) |
Nov11 |
111005 |
518.5 |
523.5 |
517.4 |
518.8 |
+0.3 |
15,423 |
50,257 |
-766 |
Jan12 |
111005 |
531.3 |
532.8 |
527.4 |
528.7 |
-0.2 |
6,911 |
70,169 |
+1,793 |
Mar12 |
111005 |
540.3 |
541.6 |
536.4 |
537.6 |
-0.5 |
2,077 |
22,225 |
+122 |
May12 |
111005 |
543.9 |
547.6 |
542.2 |
543.3 |
-0.7 |
1,194 |
12,619 |
-651 |
Jul12 |
111005 |
549.0 |
552.9 |
548.0 |
548.6 |
-0.2 |
90 |
5,387 |
-9 |
Total Volume and Open Interest |
25,927 |
171,513 |
+474 |
Corn(CBOT) |
Dec11 |
111005 |
592.25 |
607.50 |
591.00 |
605.50 |
+17.75 |
206,074 |
597,273 |
-7,484 |
Mar12 |
111005 |
606.00 |
620.50 |
604.75 |
618.25 |
+17.50 |
52,065 |
248,705 |
+444 |
May12 |
111005 |
612.25 |
628.00 |
612.25 |
626.00 |
+17.50 |
13,644 |
73,375 |
+1,333 |
Jul12 |
111005 |
617.50 |
632.75 |
617.50 |
630.75 |
+17.00 |
22,319 |
102,839 |
+827 |
Sep12 |
111005 |
590.00 |
602.00 |
587.75 |
599.25 |
+14.50 |
4,942 |
27,229 |
+2,061 |
Dec12 |
111005 |
562.25 |
574.75 |
562.00 |
573.25 |
+12.50 |
14,395 |
108,290 |
-1,162 |
Mar13 |
111005 |
578.50 |
587.00 |
572.25 |
584.75 |
+12.50 |
170 |
29,492 |
+19 |
May13 |
111005 |
582.00 |
591.75 |
579.25 |
591.75 |
+12.50 |
136 |
962 |
-2 |
Jul13 |
111005 |
592.25 |
596.75 |
584.25 |
596.75 |
+12.50 |
29 |
1,198 |
-5 |
Sep13 |
111005 |
577.00 |
577.00 |
564.75 |
577.00 |
+12.25 |
1 |
226 |
-1 |
Total Volume and Open Interest |
314,241 |
1,202,658 |
-3,932 |
Wheat(CBOT) |
Dec11 |
111005 |
611.00 |
631.00 |
607.25 |
625.25 |
+21.25 |
63,941 |
213,250 |
-3,423 |
Mar12 |
111005 |
649.00 |
663.75 |
644.75 |
660.00 |
+20.00 |
13,783 |
88,962 |
+589 |
May12 |
111005 |
672.50 |
687.75 |
670.50 |
685.25 |
+19.75 |
4,648 |
27,956 |
+328 |
Jul12 |
111005 |
687.50 |
702.25 |
681.75 |
698.75 |
+17.00 |
9,610 |
56,597 |
+776 |
Sep12 |
111005 |
704.75 |
718.50 |
701.25 |
716.25 |
+15.00 |
389 |
3,010 |
+68 |
Dec12 |
111005 |
729.00 |
740.25 |
722.00 |
737.75 |
+15.25 |
3,774 |
26,956 |
+78 |
Total Volume and Open Interest |
96,207 |
420,266 |
-1,573 |
Wheat(KCBT) |
Dec11 |
111005 |
691.50 |
706.25 |
690.00 |
699.75 |
+13.25 |
13,679 |
74,665 |
-341 |
Mar12 |
111005 |
708.25 |
721.50 |
705.50 |
715.25 |
+13.50 |
8,199 |
43,484 |
+1,512 |
May12 |
111005 |
718.00 |
730.25 |
715.75 |
723.50 |
+13.50 |
1,606 |
7,837 |
+175 |
Jul12 |
111005 |
723.25 |
736.75 |
721.00 |
729.75 |
+14.00 |
4,521 |
29,650 |
-559 |
Sep12 |
111005 |
730.00 |
749.00 |
730.00 |
743.75 |
+13.25 |
424 |
2,387 |
+195 |
Dec12 |
111005 |
755.25 |
771.00 |
755.25 |
767.75 |
+13.25 |
337 |
2,445 |
+225 |
Total Volume and Open Interest |
28,784 |
160,762 |
+1,220 |
Wheat(MGE) |
Dec11 |
111005 |
867.50 |
878.25 |
862.75 |
876.50 |
+13.75 |
1,812 |
13,777 |
-45 |
Mar12 |
111005 |
825.25 |
837.50 |
820.50 |
832.00 |
+10.25 |
1,957 |
13,857 |
+37 |
May12 |
111005 |
814.75 |
822.50 |
808.25 |
817.25 |
+9.50 |
652 |
4,554 |
+18 |
Jul12 |
111005 |
807.00 |
811.25 |
800.25 |
808.50 |
+9.25 |
635 |
5,064 |
+69 |
Sep12 |
111005 |
786.75 |
794.75 |
783.75 |
789.75 |
+5.00 |
266 |
2,432 |
+128 |
Total Volume and Open Interest |
5,389 |
41,423 |
+233 |
Oats(CBOT) |
Dec11 |
111005 |
325.50 |
327.50 |
324.00 |
325.00 |
+0.50 |
568 |
12,779 |
+234 |
Mar12 |
111005 |
335.75 |
338.00 |
335.00 |
336.00 |
+0.50 |
66 |
2,385 |
+27 |
May12 |
111005 |
342.00 |
342.00 |
341.50 |
342.00 |
+0.50 |
1 |
207 |
+0 |
Jul12 |
111005 |
348.00 |
348.00 |
347.50 |
348.00 |
+0.50 |
0 |
6 |
+0 |
Total Volume and Open Interest |
635 |
15,420 |
+261 |
Rough Rice(CBOT) |
Nov11 |
111005 |
15.93 |
16.05 |
15.89 |
16.01 |
+0.17 |
808 |
9,613 |
-404 |
Jan12 |
111005 |
16.27 |
16.35 |
16.23 |
16.32 |
+0.17 |
396 |
5,485 |
+152 |
Mar12 |
111005 |
16.58 |
16.61 |
16.57 |
16.61 |
+0.16 |
94 |
1,838 |
+87 |
May12 |
111005 |
16.81 |
16.88 |
16.81 |
16.88 |
+0.15 |
47 |
257 |
-11 |
Total Volume and Open Interest |
1,380 |
17,388 |
-141 |
Live Cattle(CME) |
Oct11 |
111005 |
122.100 |
122.850 |
122.000 |
122.800 |
+1.765 |
12,229 |
34,469 |
-3,520 |
Dec11 |
111005 |
122.300 |
122.800 |
122.100 |
122.650 |
+1.100 |
34,776 |
155,191 |
+1,630 |
Feb12 |
111005 |
123.250 |
123.700 |
123.080 |
123.500 |
+0.950 |
13,890 |
70,250 |
+1,047 |
Apr12 |
111005 |
125.285 |
126.200 |
125.285 |
126.150 |
+1.265 |
6,875 |
52,651 |
+1,099 |
Jun12 |
111005 |
122.730 |
123.650 |
122.730 |
123.635 |
+1.305 |
3,548 |
21,621 |
+888 |
Aug12 |
111005 |
122.000 |
122.850 |
122.000 |
122.830 |
+1.630 |
955 |
3,906 |
+50 |
Total Volume and Open Interest |
72,517 |
340,399 |
+1,219 |
Feeder Cattle(CME) |
Oct11 |
111005 |
139.985 |
140.035 |
138.985 |
139.350 |
+0.450 |
1,304 |
6,772 |
-699 |
Nov11 |
111005 |
141.935 |
142.035 |
141.130 |
141.750 |
+0.850 |
4,312 |
14,104 |
-719 |
Jan12 |
111005 |
144.100 |
144.575 |
143.630 |
144.380 |
+0.930 |
2,486 |
8,432 |
+196 |
Mar12 |
111005 |
144.700 |
145.035 |
144.300 |
144.850 |
+0.950 |
723 |
3,114 |
+118 |
Apr12 |
111005 |
145.150 |
145.450 |
144.630 |
145.450 |
+0.950 |
108 |
773 |
-11 |
May12 |
111005 |
144.935 |
145.600 |
144.935 |
145.600 |
+0.970 |
148 |
749 |
-18 |
Aug12 |
111005 |
146.575 |
146.750 |
146.000 |
146.685 |
+0.885 |
70 |
768 |
+21 |
Total Volume and Open Interest |
9,152 |
34,723 |
-1,112 |
Lean Hogs(CME) |
Oct11 |
111005 |
93.450 |
94.350 |
93.400 |
93.680 |
+0.280 |
4,599 |
16,961 |
-166 |
Dec11 |
111005 |
87.200 |
88.885 |
87.150 |
88.430 |
+1.580 |
19,178 |
101,670 |
-1,182 |
Feb12 |
111005 |
90.250 |
91.385 |
90.230 |
91.035 |
+0.935 |
5,937 |
57,749 |
+602 |
Apr12 |
111005 |
92.650 |
93.600 |
92.650 |
93.385 |
+0.705 |
6,430 |
43,535 |
+1,808 |
May12 |
111005 |
96.500 |
97.150 |
96.500 |
97.150 |
+0.850 |
62 |
1,387 |
+17 |
Jun12 |
111005 |
98.700 |
99.480 |
98.700 |
99.385 |
+0.585 |
2,478 |
22,316 |
+848 |
Jul12 |
111005 |
97.430 |
98.000 |
97.430 |
97.700 |
+0.315 |
322 |
6,485 |
+88 |
Aug12 |
111005 |
95.650 |
96.200 |
95.600 |
96.150 |
+0.500 |
545 |
5,877 |
+334 |
Total Volume and Open Interest |
39,754 |
260,230 |
+2,482 |
Class III Milk(CME) |
Oct11 |
111005 |
17.69 |
17.89 |
17.50 |
17.82 |
+0.17 |
250 |
5,374 |
-61 |
Nov11 |
111005 |
16.78 |
17.12 |
16.72 |
17.07 |
+0.35 |
565 |
5,410 |
-12 |
Dec11 |
111005 |
16.55 |
16.65 |
16.41 |
16.53 |
+0.07 |
334 |
4,858 |
-22 |
Jan12 |
111005 |
16.17 |
16.28 |
16.12 |
16.25 |
+0.08 |
164 |
2,229 |
+13 |
Feb12 |
111005 |
16.06 |
16.14 |
16.00 |
16.14 |
+0.14 |
143 |
1,921 |
+9 |
Total Volume and Open Interest |
2,146 |
30,567 |
+79 |
Cocoa(ICE) |
Dec11 |
111005 |
2604 |
2646 |
2604 |
2622 |
+30 |
13,435 |
72,997 |
+1,027 |
Mar12 |
111005 |
2657 |
2675 |
2641 |
2654 |
+31 |
3,098 |
58,407 |
+398 |
May12 |
111005 |
2660 |
2683 |
2652 |
2663 |
+29 |
830 |
19,554 |
+322 |
Jul12 |
111005 |
2683 |
2687 |
2680 |
2680 |
+29 |
170 |
9,429 |
+18 |
Sep12 |
111005 |
2691 |
2703 |
2682 |
2697 |
+30 |
111 |
10,632 |
+48 |
Dec12 |
111005 |
2721 |
2721 |
2704 |
2712 |
+31 |
69 |
9,209 |
+48 |
Mar13 |
111005 |
2740 |
2740 |
2734 |
2734 |
+30 |
16 |
2,623 |
+0 |
Total Volume and Open Interest |
17,774 |
184,965 |
+1,877 |
Coffee "C"(ICE) |
Dec11 |
111005 |
228.00 |
232.00 |
226.15 |
227.70 |
+1.15 |
13,144 |
69,118 |
+674 |
Mar12 |
111005 |
230.35 |
235.00 |
229.65 |
230.80 |
+1.25 |
3,037 |
26,627 |
-184 |
May12 |
111005 |
232.90 |
235.50 |
231.80 |
232.35 |
+1.30 |
1,594 |
11,405 |
-206 |
Jul12 |
111005 |
236.00 |
236.00 |
232.55 |
233.10 |
+1.40 |
1,077 |
3,777 |
-90 |
Sep12 |
111005 |
235.35 |
235.35 |
232.45 |
232.60 |
+1.45 |
655 |
3,154 |
+98 |
Dec12 |
111005 |
234.50 |
234.50 |
231.60 |
231.70 |
+1.60 |
124 |
2,253 |
+42 |
Total Volume and Open Interest |
19,662 |
117,030 |
+355 |
Orange Juice(ICE) |
Nov11 |
111005 |
152.90 |
155.90 |
152.20 |
153.35 |
+1.20 |
1,054 |
13,552 |
-651 |
Jan12 |
111005 |
150.65 |
151.75 |
149.55 |
150.00 |
unch |
721 |
6,993 |
+375 |
Mar12 |
111005 |
150.95 |
150.95 |
149.70 |
149.75 |
-0.20 |
74 |
2,594 |
+58 |
May12 |
111005 |
150.10 |
150.25 |
149.75 |
149.75 |
-0.35 |
90 |
925 |
+89 |
Jul12 |
111005 |
150.15 |
150.15 |
150.15 |
150.15 |
-0.20 |
14 |
316 |
+13 |
Sep12 |
111005 |
150.25 |
150.25 |
150.25 |
150.25 |
-0.20 |
0 |
53 |
+0 |
Total Volume and Open Interest |
1,953 |
24,443 |
-116 |
Sugar #11(ICE) |
Mar12 |
111005 |
24.96 |
25.49 |
24.57 |
24.80 |
+0.11 |
34,056 |
245,219 |
+233 |
May12 |
111005 |
24.14 |
24.70 |
23.88 |
24.09 |
+0.06 |
10,646 |
70,917 |
+2,803 |
Jul12 |
111005 |
23.24 |
23.71 |
23.00 |
23.24 |
+0.12 |
6,156 |
64,493 |
-552 |
Oct12 |
111005 |
22.82 |
23.10 |
22.50 |
22.73 |
+0.12 |
3,785 |
36,319 |
+216 |
Mar13 |
111005 |
22.87 |
23.09 |
22.60 |
22.76 |
+0.09 |
1,794 |
27,908 |
+254 |
Total Volume and Open Interest |
57,415 |
472,073 |
+3,053 |
London Cocoa(LCE) |
Dec11 |
111005 |
1722 |
1734 |
1709 |
1717 |
+11 |
7,958 |
80,464 |
-920 |
Mar12 |
111005 |
1750 |
1759 |
1735 |
1743 |
+11 |
3,952 |
53,376 |
+559 |
May12 |
111005 |
1763 |
1774 |
1750 |
1758 |
+10 |
1,346 |
15,346 |
+78 |
Jul12 |
111005 |
1770 |
1789 |
1767 |
1773 |
+9 |
71 |
16,508 |
-3 |
Sep12 |
111005 |
1786 |
1802 |
1782 |
1786 |
+8 |
116 |
12,597 |
+80 |
Dec12 |
111005 |
1804 |
1814 |
1802 |
1802 |
+8 |
8 |
10,056 |
+0 |
Mar13 |
111005 |
1822 |
1830 |
1815 |
1815 |
+6 |
0 |
2,340 |
+0 |
Total Volume and Open Interest |
13,451 |
191,187 |
-206 |
London Sugar(LCE) |
Dec11 |
111005 |
659.90 |
665.30 |
643.70 |
648.40 |
+3.50 |
1,957 |
18,361 |
-548 |
Mar12 |
111005 |
644.40 |
647.00 |
627.40 |
631.70 |
+4.10 |
1,034 |
11,743 |
+0 |
May12 |
111005 |
635.00 |
637.90 |
623.90 |
624.20 |
+3.40 |
221 |
5,351 |
+64 |
Aug12 |
111005 |
623.70 |
627.30 |
616.20 |
616.20 |
+4.70 |
278 |
3,689 |
+102 |
Oct12 |
111005 |
616.70 |
619.80 |
610.10 |
610.10 |
+4.10 |
233 |
2,337 |
+67 |
Total Volume and Open Interest |
3,800 |
42,352 |
-272 |
Cotton(ICE) |
Oct11 |
111005 |
103.00 |
103.00 |
102.50 |
102.75 |
+1.83 |
4 |
27 |
-3 |
Dec11 |
111005 |
102.00 |
103.00 |
101.27 |
102.30 |
+0.43 |
16,289 |
86,992 |
+1,036 |
Mar12 |
111005 |
99.19 |
100.00 |
98.43 |
99.43 |
+0.56 |
4,463 |
41,708 |
-254 |
May12 |
111005 |
97.60 |
98.70 |
97.50 |
98.19 |
+0.64 |
1,233 |
7,601 |
+189 |
Jul12 |
111005 |
96.43 |
97.40 |
96.30 |
96.85 |
+0.66 |
874 |
11,288 |
+31 |
Oct12 |
111005 |
95.68 |
95.68 |
95.68 |
95.68 |
+0.56 |
0 |
3 |
+0 |
Total Volume and Open Interest |
23,022 |
151,858 |
+977 |
Lumber(CME) |
Nov11 |
111005 |
218.0 |
220.9 |
216.0 |
217.7 |
+1.9 |
777 |
5,563 |
-151 |
Jan12 |
111005 |
236.7 |
237.0 |
233.0 |
233.1 |
-2.6 |
391 |
4,325 |
+128 |
Mar12 |
111005 |
250.2 |
253.0 |
249.0 |
252.0 |
+0.5 |
18 |
817 |
+10 |
May12 |
111005 |
260.5 |
260.5 |
260.0 |
260.5 |
+0.5 |
2 |
129 |
+0 |
Total Volume and Open Interest |
1,188 |
10,856 |
-13 |
Crude Oil(NYM) |
Nov11 |
111005 |
78.25 |
79.91 |
76.94 |
79.68 |
+4.01 |
428,113 |
290,743 |
-2,599 |
Dec11 |
111005 |
78.45 |
80.04 |
77.13 |
79.83 |
+3.96 |
157,499 |
238,853 |
+13,711 |
Jan12 |
111005 |
78.50 |
80.06 |
77.30 |
79.96 |
+3.89 |
43,092 |
127,787 |
+3,714 |
Feb12 |
111005 |
78.64 |
80.18 |
77.57 |
80.11 |
+3.82 |
18,246 |
40,969 |
+1,213 |
Mar12 |
111005 |
78.50 |
80.37 |
77.76 |
80.27 |
+3.74 |
20,288 |
47,075 |
+980 |
Apr12 |
111005 |
79.00 |
80.43 |
78.03 |
80.43 |
+3.65 |
8,801 |
29,146 |
+1,300 |
May12 |
111005 |
78.93 |
80.62 |
78.70 |
80.62 |
+3.56 |
9,683 |
25,802 |
+198 |
Jun12 |
111005 |
79.68 |
80.95 |
78.84 |
80.84 |
+3.48 |
29,708 |
77,777 |
+543 |
Jul12 |
111005 |
79.51 |
81.12 |
79.01 |
81.06 |
+3.41 |
6,087 |
34,389 |
-1,024 |
Aug12 |
111005 |
80.51 |
81.28 |
80.51 |
81.28 |
+3.36 |
4,182 |
16,835 |
-459 |
Sep12 |
111005 |
79.75 |
81.55 |
79.75 |
81.52 |
+3.30 |
2,946 |
18,550 |
+134 |
Oct12 |
111005 |
81.80 |
81.80 |
81.10 |
81.80 |
+3.27 |
1,983 |
20,065 |
+278 |
Nov12 |
111005 |
81.41 |
82.12 |
81.34 |
82.12 |
+3.24 |
2,125 |
21,267 |
+529 |
Dec12 |
111005 |
80.95 |
82.56 |
80.27 |
82.47 |
+3.23 |
37,788 |
154,721 |
-264 |
Jan13 |
111005 |
82.64 |
82.64 |
82.64 |
82.64 |
+3.20 |
986 |
21,114 |
+231 |
Feb13 |
111005 |
82.80 |
82.80 |
82.80 |
82.80 |
+3.17 |
108 |
9,030 |
+3 |
Total Volume and Open Interest |
789,626 |
1,431,783 |
+16,725 |
e-miNY Crude Oil(NYM) |
Oct11 |
110919 |
87.250 |
87.400 |
84.800 |
85.700 |
-2.250 |
4,569 |
1,489 |
-206 |
Nov11 |
111005 |
78.250 |
79.875 |
76.925 |
79.675 |
+4.000 |
14,303 |
2,043 |
-48 |
Dec11 |
111005 |
78.550 |
80.000 |
77.150 |
79.825 |
+3.950 |
708 |
860 |
+43 |
Jan12 |
111005 |
77.825 |
79.950 |
77.825 |
79.950 |
+3.875 |
50 |
331 |
-4 |
Feb12 |
111005 |
78.200 |
80.100 |
78.200 |
80.100 |
+3.800 |
16 |
127 |
+3 |
Mar12 |
111005 |
78.800 |
80.275 |
78.800 |
80.275 |
+3.750 |
2 |
17 |
+1 |
Apr12 |
111005 |
80.425 |
80.425 |
80.425 |
80.425 |
+3.650 |
1 |
4 |
+0 |
May12 |
111005 |
80.625 |
80.625 |
80.625 |
80.625 |
+3.575 |
0 |
6 |
+0 |
Jun12 |
111005 |
80.850 |
80.850 |
80.850 |
80.850 |
+3.500 |
1 |
12 |
-1 |
Jul12 |
111005 |
81.050 |
81.050 |
81.050 |
81.050 |
+3.400 |
0 |
4 |
+0 |
Total Volume and Open Interest |
15,081 |
3,657 |
-6 |
Heating Oil(NYM) |
Nov11 |
111005 |
277.51 |
277.91 |
273.55 |
277.66 |
+5.32 |
63,178 |
96,841 |
-1,887 |
Dec11 |
111005 |
276.02 |
277.51 |
273.05 |
277.35 |
+5.65 |
34,662 |
66,313 |
+2,643 |
Jan12 |
111005 |
274.79 |
276.97 |
272.37 |
276.91 |
+5.94 |
18,269 |
40,519 |
+1,290 |
Feb12 |
111005 |
272.82 |
275.61 |
271.32 |
275.56 |
+6.29 |
9,093 |
20,123 |
+1,026 |
Mar12 |
111005 |
270.66 |
273.82 |
268.95 |
273.76 |
+6.64 |
8,892 |
23,646 |
+130 |
Apr12 |
111005 |
264.91 |
270.70 |
264.91 |
270.68 |
+6.73 |
3,314 |
9,308 |
+243 |
May12 |
111005 |
264.10 |
267.74 |
263.40 |
267.61 |
+6.74 |
3,880 |
7,896 |
+531 |
Jun12 |
111005 |
264.00 |
266.16 |
261.88 |
266.16 |
+6.69 |
12,053 |
33,692 |
+617 |
Jul12 |
111005 |
264.00 |
266.45 |
262.96 |
266.45 |
+6.68 |
2,046 |
6,309 |
+316 |
Aug12 |
111005 |
263.77 |
267.04 |
263.77 |
267.04 |
+6.67 |
998 |
3,720 |
-114 |
Sep12 |
111005 |
264.59 |
267.68 |
264.46 |
267.67 |
+6.70 |
1,213 |
4,267 |
+157 |
Oct12 |
111005 |
265.42 |
268.58 |
264.58 |
268.57 |
+6.74 |
428 |
1,323 |
+69 |
Total Volume and Open Interest |
159,984 |
329,440 |
+4,896 |
Gasoline(NYMEX) |
Nov11 |
111005 |
254.58 |
258.14 |
251.57 |
256.92 |
+8.08 |
54,378 |
84,532 |
-2,179 |
Dec11 |
111005 |
248.00 |
251.47 |
245.63 |
250.74 |
+7.58 |
29,439 |
58,989 |
+691 |
Jan12 |
111005 |
243.92 |
248.04 |
242.32 |
247.63 |
+7.46 |
15,726 |
27,590 |
+1,232 |
Feb12 |
111005 |
243.47 |
246.56 |
241.37 |
246.56 |
+7.52 |
8,027 |
12,953 |
+534 |
Mar12 |
111005 |
242.95 |
246.74 |
242.42 |
246.74 |
+7.68 |
8,250 |
18,863 |
+1,742 |
Apr12 |
111005 |
252.85 |
257.20 |
252.80 |
257.20 |
+7.87 |
6,419 |
15,553 |
+1,970 |
May12 |
111005 |
252.80 |
256.93 |
251.03 |
256.88 |
+7.88 |
4,833 |
7,856 |
-161 |
Jun12 |
111005 |
252.76 |
255.98 |
250.04 |
255.98 |
+7.90 |
6,024 |
17,870 |
+843 |
Jul12 |
111005 |
249.41 |
254.33 |
249.41 |
254.33 |
+7.85 |
1,439 |
3,923 |
+406 |
Aug12 |
111005 |
247.69 |
252.57 |
247.69 |
252.57 |
+7.81 |
644 |
4,087 |
+52 |
Total Volume and Open Interest |
136,702 |
271,347 |
+5,469 |
e-miNY RBOB Gasoline(NYM) |
Nov11 |
111005 |
255.00 |
256.90 |
255.00 |
256.90 |
+8.10 |
|
|
|
Dec11 |
111005 |
250.70 |
250.74 |
250.70 |
250.70 |
+7.50 |
|
|
|
Jan12 |
111005 |
247.60 |
247.63 |
247.60 |
247.60 |
+7.40 |
0 |
1 |
+0 |
Feb12 |
111005 |
246.60 |
246.60 |
246.56 |
246.60 |
+7.60 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Nov11 |
111005 |
3.654 |
3.692 |
3.553 |
3.570 |
-0.068 |
91,146 |
213,757 |
-8,602 |
Dec11 |
111005 |
3.949 |
3.980 |
3.869 |
3.884 |
-0.060 |
44,969 |
89,541 |
+5,499 |
Jan12 |
111005 |
4.115 |
4.146 |
4.041 |
4.058 |
-0.056 |
40,811 |
181,130 |
-2,112 |
Feb12 |
111005 |
4.136 |
4.166 |
4.065 |
4.079 |
-0.054 |
20,612 |
54,708 |
+5,899 |
Mar12 |
111005 |
4.102 |
4.129 |
4.034 |
4.049 |
-0.050 |
14,651 |
65,214 |
+5,085 |
Apr12 |
111005 |
4.090 |
4.117 |
4.021 |
4.036 |
-0.050 |
14,041 |
86,614 |
-41 |
May12 |
111005 |
4.121 |
4.144 |
4.054 |
4.068 |
-0.050 |
2,231 |
23,936 |
+295 |
Jun12 |
111005 |
4.165 |
4.182 |
4.092 |
4.107 |
-0.050 |
1,815 |
14,277 |
-77 |
Jul12 |
111005 |
4.208 |
4.224 |
4.137 |
4.151 |
-0.050 |
616 |
12,425 |
+111 |
Aug12 |
111005 |
4.215 |
4.244 |
4.159 |
4.174 |
-0.049 |
678 |
11,378 |
+10 |
Sep12 |
111005 |
4.255 |
4.255 |
4.162 |
4.175 |
-0.049 |
1,668 |
8,798 |
+133 |
Oct12 |
111005 |
4.287 |
4.287 |
4.199 |
4.212 |
-0.049 |
3,696 |
46,131 |
+303 |
Nov12 |
111005 |
4.433 |
4.441 |
4.357 |
4.370 |
-0.051 |
871 |
10,192 |
+201 |
Dec12 |
111005 |
4.688 |
4.729 |
4.650 |
4.663 |
-0.050 |
437 |
13,332 |
+220 |
Jan13 |
111005 |
4.853 |
4.853 |
4.800 |
4.808 |
-0.049 |
958 |
24,135 |
+158 |
Feb13 |
111005 |
4.825 |
4.847 |
4.774 |
4.784 |
-0.049 |
75 |
3,679 |
+42 |
Total Volume and Open Interest |
240,587 |
938,710 |
+7,462 |
Brent Crude Oil(ICE) |
Nov11 |
111005 |
101.81 |
102.84 |
100.66 |
102.73 |
+2.94 |
264,826 |
116,471 |
-13,752 |
Dec11 |
111005 |
99.57 |
101.20 |
98.80 |
101.12 |
+3.14 |
236,765 |
194,423 |
+1,237 |
Jan12 |
111005 |
98.80 |
100.14 |
97.66 |
100.07 |
+3.18 |
87,428 |
73,156 |
+9,279 |
Feb12 |
111005 |
97.99 |
99.47 |
96.91 |
99.40 |
+3.24 |
41,975 |
63,503 |
-244 |
Mar12 |
111005 |
97.22 |
98.94 |
96.57 |
98.87 |
+3.26 |
33,742 |
61,627 |
-4,273 |
Apr12 |
111005 |
96.88 |
98.60 |
96.21 |
98.53 |
+3.26 |
15,238 |
25,102 |
-888 |
May12 |
111005 |
96.70 |
98.39 |
96.03 |
98.32 |
+3.24 |
12,171 |
16,924 |
-90 |
Jun12 |
111005 |
96.58 |
98.23 |
95.89 |
98.16 |
+3.22 |
31,561 |
61,674 |
+951 |
Jul12 |
111005 |
96.60 |
98.03 |
95.88 |
98.03 |
+3.19 |
3,919 |
14,930 |
+258 |
Aug12 |
111005 |
96.80 |
97.88 |
96.70 |
97.88 |
+3.15 |
2,290 |
9,369 |
-241 |
Sep12 |
111005 |
96.32 |
97.68 |
95.80 |
97.68 |
+3.10 |
3,008 |
14,915 |
+36 |
Oct12 |
111005 |
96.49 |
97.48 |
96.25 |
97.48 |
+3.05 |
1,456 |
7,312 |
+144 |
Nov12 |
111005 |
96.80 |
97.27 |
96.80 |
97.27 |
+3.00 |
1,146 |
12,246 |
+205 |
Dec12 |
111005 |
95.64 |
97.13 |
94.97 |
97.05 |
+2.96 |
34,666 |
86,937 |
+1,508 |
Total Volume and Open Interest |
788,560 |
894,023 |
-6,685 |
Gas Oil(ICE) |
Oct11 |
111005 |
869.50 |
872.00 |
860.00 |
868.00 |
+2.75 |
56,934 |
81,074 |
-9,059 |
Nov11 |
111005 |
859.00 |
868.50 |
855.00 |
864.00 |
+4.00 |
115,523 |
117,926 |
+1,691 |
Dec11 |
111005 |
855.00 |
862.25 |
847.75 |
857.25 |
+5.25 |
86,149 |
85,754 |
+34 |
Jan12 |
111005 |
845.75 |
856.75 |
841.50 |
851.75 |
+7.00 |
39,475 |
59,316 |
-1,798 |
Feb12 |
111005 |
839.75 |
850.75 |
836.75 |
846.00 |
+8.00 |
18,047 |
37,694 |
+2,261 |
Mar12 |
111005 |
834.75 |
846.75 |
831.75 |
841.50 |
+9.00 |
11,525 |
30,626 |
+958 |
Apr12 |
111005 |
831.00 |
843.25 |
828.25 |
837.75 |
+9.50 |
5,621 |
18,179 |
+506 |
May12 |
111005 |
828.00 |
840.00 |
826.50 |
834.25 |
+9.50 |
5,317 |
14,843 |
+1,195 |
Jun12 |
111005 |
826.50 |
838.25 |
822.00 |
832.75 |
+9.75 |
10,997 |
39,298 |
+686 |
Jul12 |
111005 |
830.00 |
834.00 |
826.25 |
833.75 |
+10.00 |
1,043 |
12,438 |
+267 |
Total Volume and Open Interest |
360,359 |
583,304 |
-628 |
Ethanol(CBOT) |
Oct11 |
111005 |
2.517 |
2.520 |
2.496 |
2.520 |
+0.062 |
73 |
103 |
-30 |
Nov11 |
111005 |
2.432 |
2.475 |
2.432 |
2.470 |
+0.063 |
186 |
1,323 |
+55 |
Dec11 |
111005 |
2.349 |
2.394 |
2.349 |
2.388 |
+0.057 |
194 |
1,614 |
+41 |
Jan12 |
111005 |
2.243 |
2.284 |
2.243 |
2.279 |
+0.054 |
50 |
961 |
+21 |
Feb12 |
111005 |
2.210 |
2.242 |
2.210 |
2.235 |
+0.043 |
46 |
569 |
+5 |
Mar12 |
111005 |
2.255 |
2.269 |
2.252 |
2.261 |
+0.051 |
58 |
893 |
+6 |
Apr12 |
111005 |
2.278 |
2.299 |
2.275 |
2.282 |
+0.040 |
17 |
610 |
+11 |
May12 |
111005 |
2.300 |
2.317 |
2.293 |
2.313 |
+0.053 |
45 |
456 |
+18 |
Total Volume and Open Interest |
861 |
8,872 |
+213 |
WTI Crude Oil(ICE) |
Nov11 |
111005 |
77.89 |
79.89 |
76.93 |
79.68 |
+4.01 |
107,921 |
62,485 |
+47 |
Dec11 |
111005 |
78.04 |
80.02 |
77.12 |
79.83 |
+3.96 |
45,579 |
95,522 |
+843 |
Jan12 |
111005 |
77.84 |
79.96 |
77.32 |
79.96 |
+3.89 |
21,528 |
35,479 |
+1,388 |
Feb12 |
111005 |
78.61 |
80.19 |
77.70 |
80.11 |
+3.82 |
8,326 |
15,456 |
+354 |
Mar12 |
111005 |
78.66 |
80.40 |
78.05 |
80.27 |
+3.74 |
6,501 |
16,273 |
-898 |
Apr12 |
111005 |
78.88 |
80.44 |
78.19 |
80.43 |
+3.65 |
2,828 |
7,120 |
+847 |
May12 |
111005 |
79.06 |
80.64 |
78.58 |
80.62 |
+3.56 |
2,030 |
8,133 |
+129 |
Jun12 |
111005 |
79.43 |
80.88 |
78.75 |
80.84 |
+3.48 |
7,702 |
35,175 |
+431 |
Jul12 |
111005 |
79.72 |
81.11 |
79.72 |
81.06 |
+3.41 |
955 |
7,722 |
-24 |
Aug12 |
111005 |
81.28 |
81.28 |
81.28 |
81.28 |
+3.36 |
402 |
4,405 |
-18 |
Sep12 |
111005 |
81.52 |
81.52 |
81.52 |
81.52 |
+3.30 |
400 |
8,304 |
+69 |
Oct12 |
111005 |
81.80 |
81.80 |
81.80 |
81.80 |
+3.27 |
223 |
1,749 |
+35 |
Nov12 |
111005 |
82.12 |
82.12 |
82.12 |
82.12 |
+3.24 |
389 |
2,767 |
+40 |
Dec12 |
111005 |
81.07 |
82.50 |
80.20 |
82.47 |
+3.23 |
11,144 |
51,456 |
+2,357 |
Jan13 |
111005 |
82.64 |
82.64 |
82.64 |
82.64 |
+3.20 |
1 |
2,054 |
+0 |
Feb13 |
111005 |
82.80 |
82.80 |
82.80 |
82.80 |
+3.17 |
1 |
589 |
+1 |
Total Volume and Open Interest |
218,143 |
436,829 |
+5,744 |
US Dollar Index(ICE) |
Dec11 |
111005 |
79.640 |
79.870 |
79.280 |
79.385 |
-0.720 |
36,823 |
71,999 |
+836 |
Mar12 |
111005 |
80.375 |
80.375 |
79.865 |
79.865 |
-0.720 |
1 |
520 |
+1 |
Jun12 |
111005 |
80.325 |
80.325 |
80.325 |
80.325 |
-0.720 |
0 |
2 |
+0 |
Total Volume and Open Interest |
36,824 |
72,521 |
+837 |
Australian Dollar(CME) |
Dec11 |
111005 |
94.70 |
95.79 |
93.22 |
95.66 |
+2.44 |
234,274 |
99,709 |
-618 |
Mar12 |
111005 |
93.76 |
94.83 |
92.41 |
94.80 |
+2.39 |
96 |
153 |
+14 |
Jun12 |
111005 |
94.09 |
94.09 |
91.72 |
94.09 |
+2.37 |
0 |
21 |
+0 |
Total Volume and Open Interest |
234,370 |
100,016 |
-604 |
British Pound(CME) |
Dec11 |
111005 |
154.67 |
154.86 |
153.85 |
154.58 |
+0.90 |
119,093 |
175,392 |
+11,234 |
Mar12 |
111005 |
154.25 |
154.56 |
153.58 |
154.48 |
+0.90 |
33 |
101 |
-7 |
Jun12 |
111005 |
154.40 |
154.40 |
153.50 |
154.40 |
+0.90 |
0 |
3 |
+0 |
Total Volume and Open Interest |
119,126 |
175,500 |
+11,227 |
Canadian Dollar(CME) |
Dec11 |
111005 |
94.83 |
96.03 |
94.42 |
95.74 |
+1.98 |
146,114 |
97,696 |
+11,613 |
Mar12 |
111005 |
94.40 |
95.88 |
93.67 |
95.64 |
+1.97 |
334 |
4,473 |
+49 |
Jun12 |
111005 |
95.46 |
95.81 |
95.34 |
95.62 |
+1.97 |
50 |
1,033 |
+11 |
Sep12 |
111005 |
94.19 |
95.59 |
93.58 |
95.59 |
+2.01 |
24 |
424 |
+5 |
Total Volume and Open Interest |
146,530 |
103,733 |
+11,679 |
Japanese Yen(CME) |
Dec11 |
111005 |
130.29 |
130.68 |
129.88 |
130.49 |
+0.33 |
89,886 |
134,311 |
+6,884 |
Mar12 |
111005 |
130.56 |
130.74 |
130.40 |
130.74 |
+0.34 |
192 |
390 |
+69 |
Jun12 |
111005 |
131.00 |
131.00 |
130.67 |
131.00 |
+0.33 |
0 |
19 |
+0 |
Total Volume and Open Interest |
90,078 |
134,724 |
+6,953 |
Swiss Franc(CME) |
Dec11 |
111005 |
109.22 |
109.38 |
108.29 |
108.41 |
+0.05 |
23,398 |
24,336 |
+1,275 |
Mar12 |
111005 |
109.22 |
109.22 |
108.56 |
108.67 |
+0.05 |
5 |
618 |
-3 |
Jun12 |
111005 |
108.99 |
108.99 |
108.93 |
108.99 |
+0.06 |
0 |
4 |
+0 |
Total Volume and Open Interest |
23,403 |
24,964 |
+1,272 |
EuroFX(CME) |
Dec11 |
111005 |
133.31 |
133.80 |
132.56 |
133.51 |
+1.15 |
416,518 |
218,578 |
-6,779 |
Mar12 |
111005 |
133.20 |
133.80 |
132.39 |
133.54 |
+1.15 |
397 |
1,422 |
+41 |
Jun12 |
111005 |
133.59 |
133.59 |
132.44 |
133.59 |
+1.15 |
4 |
830 |
+0 |
Total Volume and Open Interest |
416,919 |
220,839 |
-6,738 |
Mexican Peso(CME) |
Oct11 |
111005 |
737.8 |
737.8 |
714.5 |
737.8 |
+23.2 |
|
|
|
Nov11 |
111005 |
736.0 |
736.0 |
712.8 |
736.0 |
+23.2 |
|
|
|
Total Volume and Open Interest |
38,483 |
89,418 |
-99 |
Brazilian Real(CME) |
Nov11 |
111005 |
542.00 |
542.00 |
524.50 |
542.00 |
+17.50 |
0 |
1,500 |
+0 |
Dec11 |
111005 |
539.20 |
539.20 |
538.50 |
539.20 |
+17.20 |
169 |
5,220 |
-131 |
Jan12 |
111005 |
536.40 |
536.40 |
519.50 |
536.40 |
+16.90 |
0 |
10,149 |
+0 |
Feb12 |
111005 |
533.65 |
533.65 |
516.95 |
533.65 |
+16.70 |
|
|
|
Total Volume and Open Interest |
169 |
32,190 |
-131 |
30-Year T-Bonds(CBOT) |
Dec11 |
111005 |
144~180 |
144~250 |
143~120 |
143~180 |
-1~260 |
412,019 |
625,900 |
-11,019 |
Mar12 |
111005 |
144~080 |
144~310 |
143~030 |
143~040 |
-1~270 |
174 |
946 |
+49 |
Jun12 |
111005 |
142~150 |
144~100 |
142~150 |
142~150 |
-1~270 |
|
|
|
Total Volume and Open Interest |
412,193 |
626,846 |
-10,970 |
10-Year T-Notes(CBOT) |
Dec11 |
111005 |
130~215 |
130~235 |
130~005 |
130~035 |
-0~270 |
1,406,948 |
1,487,856 |
-34,622 |
Mar12 |
111005 |
130~015 |
130~095 |
129~135 |
129~135 |
-0~280 |
20 |
8,525 |
+11 |
Jun12 |
111005 |
128~135 |
129~095 |
128~135 |
128~135 |
-0~280 |
|
|
|
Total Volume and Open Interest |
1,406,968 |
1,496,381 |
-34,611 |
5-Year T-Notes(CBOT) |
Dec11 |
111005 |
122~100 |
122~104 |
122~060 |
122~067 |
-0~040 |
595,838 |
1,228,941 |
-18,375 |
Mar12 |
111005 |
122~003 |
122~043 |
122~003 |
122~003 |
-0~040 |
|
|
|
Jun12 |
111005 |
121~027 |
121~067 |
121~027 |
121~027 |
-0~040 |
|
|
|
Total Volume and Open Interest |
595,838 |
1,228,941 |
-18,375 |
2 Year T-Notes(CBOT) |
Dec11 |
111005 |
110~015 |
110~017 |
110~012 |
110~013 |
-0~003 |
138,803 |
735,098 |
+3,058 |
Mar12 |
111005 |
110~011 |
110~013 |
110~011 |
110~011 |
-0~002 |
0 |
159 |
+0 |
Jun12 |
111005 |
109~077 |
109~079 |
109~077 |
109~077 |
-0~002 |
|
|
|
Total Volume and Open Interest |
138,803 |
735,257 |
+3,058 |
Eurodollars(CME) |
Dec11 |
111005 |
99.435 |
99.440 |
99.420 |
99.435 |
+0.020 |
367,893 |
1,072,915 |
-15,950 |
Mar12 |
111005 |
99.360 |
99.370 |
99.340 |
99.360 |
+0.025 |
339,305 |
1,045,944 |
+8,078 |
Jun12 |
111005 |
99.350 |
99.365 |
99.330 |
99.345 |
+0.015 |
284,414 |
1,061,178 |
-13,647 |
Sep12 |
111005 |
99.350 |
99.365 |
99.335 |
99.340 |
unch |
259,146 |
723,779 |
-8,099 |
Dec12 |
111005 |
99.355 |
99.360 |
99.330 |
99.335 |
-0.005 |
266,224 |
746,144 |
+16,985 |
Mar13 |
111005 |
99.345 |
99.350 |
99.320 |
99.325 |
-0.005 |
177,254 |
764,803 |
+11,925 |
Jun13 |
111005 |
99.285 |
99.290 |
99.245 |
99.260 |
-0.010 |
155,283 |
513,776 |
-2,598 |
Sep13 |
111005 |
99.190 |
99.190 |
99.140 |
99.150 |
-0.025 |
163,631 |
457,245 |
-9,687 |
Dec13 |
111005 |
99.040 |
99.045 |
98.975 |
98.990 |
-0.040 |
139,007 |
402,071 |
-4,839 |
Mar14 |
111005 |
98.890 |
98.895 |
98.825 |
98.835 |
-0.055 |
102,511 |
282,607 |
+1,357 |
Jun14 |
111005 |
98.725 |
98.730 |
98.650 |
98.660 |
-0.070 |
86,967 |
258,940 |
-579 |
Sep14 |
111005 |
98.545 |
98.555 |
98.465 |
98.475 |
-0.090 |
78,005 |
169,832 |
-1,588 |
Dec14 |
111005 |
98.370 |
98.380 |
98.280 |
98.290 |
-0.110 |
77,937 |
166,008 |
+3,735 |
Mar15 |
111005 |
98.205 |
98.220 |
98.110 |
98.120 |
-0.125 |
40,448 |
110,450 |
+196 |
Jun15 |
111005 |
6.310 |
6.315 |
6.195 |
6.205 |
-0.140 |
33,474 |
92,515 |
-1,967 |
Sep15 |
111005 |
6.160 |
6.165 |
6.035 |
6.050 |
-0.150 |
30,088 |
75,847 |
-985 |
Dec15 |
111005 |
6.000 |
6.015 |
5.885 |
5.895 |
-0.155 |
24,415 |
58,337 |
-1,238 |
Mar16 |
111005 |
5.890 |
5.905 |
5.765 |
5.775 |
-0.160 |
18,781 |
52,314 |
+1,370 |
Total Volume and Open Interest |
2,705,271 |
8,328,105 |
-11,379 |
30 Day Federal Funds(CBOT) |
Oct11 |
111005 |
99.912 |
99.918 |
99.910 |
99.915 |
+0.005 |
3,630 |
63,351 |
+1,834 |
Nov11 |
111005 |
99.915 |
99.920 |
99.910 |
99.915 |
unch |
4,783 |
60,822 |
-880 |
Dec11 |
111005 |
99.910 |
99.920 |
99.910 |
99.910 |
unch |
3,928 |
58,981 |
+492 |
Jan12 |
111005 |
99.895 |
99.905 |
99.895 |
99.900 |
+0.005 |
5,918 |
50,339 |
-199 |
Feb12 |
111005 |
99.885 |
99.895 |
99.880 |
99.885 |
+0.005 |
3,419 |
43,949 |
-777 |
Mar12 |
111005 |
99.875 |
99.890 |
99.875 |
99.880 |
+0.005 |
3,138 |
29,470 |
+261 |
Total Volume and Open Interest |
36,015 |
623,049 |
-268 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111005 |
99.685 |
99.685 |
99.685 |
99.685 |
-0.005 |
0 |
281 |
+0 |
Mar12 |
111005 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
0 |
300 |
+0 |
Jun12 |
111005 |
99.688 |
99.688 |
99.688 |
99.688 |
-0.003 |
|
|
|
Sep12 |
111005 |
99.685 |
99.685 |
99.685 |
99.685 |
-0.003 |
|
|
|
Dec12 |
111005 |
99.690 |
99.690 |
99.690 |
99.690 |
-0.060 |
|
|
|
Mar13 |
111005 |
99.690 |
99.690 |
99.690 |
99.690 |
-0.060 |
|
|
|
Jun13 |
111005 |
99.645 |
99.645 |
99.645 |
99.645 |
-0.060 |
|
|
|
Sep13 |
111005 |
99.505 |
99.505 |
99.505 |
99.505 |
-0.060 |
|
|
|
Dec13 |
111005 |
99.365 |
99.365 |
99.365 |
99.365 |
-0.060 |
|
|
|
Mar14 |
111005 |
99.225 |
99.225 |
99.225 |
99.225 |
-0.060 |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111005 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
2,382 |
+0 |
Mar12 |
111005 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
700 |
2,128 |
-310 |
Jun12 |
111005 |
99.69 |
99.69 |
99.69 |
99.69 |
0.00 |
300 |
1,470 |
+0 |
Sep12 |
111005 |
99.68 |
99.68 |
99.68 |
99.68 |
0.00 |
200 |
610 |
+199 |
Dec12 |
111005 |
99.69 |
99.69 |
99.69 |
99.69 |
-0.06 |
0 |
51 |
+0 |
Mar13 |
111005 |
99.69 |
99.69 |
99.69 |
99.69 |
-0.06 |
0 |
1 |
+0 |
Jun13 |
111005 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.06 |
|
|
|
Sep13 |
111005 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.06 |
|
|
|
Total Volume and Open Interest |
1,200 |
6,644 |
-111 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111005 |
142.57 |
142.75 |
142.39 |
142.67 |
+0.10 |
3,463 |
23,797 |
+1,073 |
Mar12 |
111005 |
141.93 |
141.93 |
141.93 |
141.93 |
+0.10 |
0 |
4 |
+0 |
Jun12 |
111005 |
139.84 |
139.84 |
139.84 |
139.84 |
+0.10 |
|
|
|
Total Volume and Open Interest |
3,463 |
23,801 |
+1,073 |
Euro-Bund(EUREX) |
Dec11 |
111005 |
138.00 |
138.28 |
136.81 |
137.06 |
-1.18 |
974,223 |
890,288 |
+24,728 |
Mar12 |
111005 |
138.03 |
138.67 |
137.37 |
137.57 |
-1.18 |
122 |
433 |
-32 |
Jun12 |
111005 |
137.36 |
137.36 |
137.36 |
137.36 |
-1.18 |
|
|
|
Total Volume and Open Interest |
974,345 |
890,721 |
+24,696 |
Euro-Bobl(EUREX) |
Dec11 |
111005 |
122.82 |
122.98 |
122.39 |
122.46 |
-0.47 |
446,729 |
685,135 |
+229 |
Mar12 |
111005 |
122.88 |
122.88 |
122.88 |
122.88 |
-0.47 |
3 |
12,945 |
+0 |
Jun12 |
111005 |
122.61 |
122.61 |
122.61 |
122.61 |
-0.47 |
|
|
|
Total Volume and Open Interest |
446,732 |
698,080 |
+229 |
3-Mth Euribor(EUREX) |
Dec11 |
111005 |
98.755 |
98.755 |
98.755 |
98.755 |
+0.030 |
23 |
1,887 |
+21 |
Mar12 |
111005 |
98.895 |
98.900 |
98.890 |
98.890 |
+0.005 |
1 |
2,463 |
+0 |
Jun12 |
111005 |
98.935 |
98.935 |
98.935 |
98.935 |
-0.020 |
1 |
1,019 |
+1 |
Total Volume and Open Interest |
432 |
8,813 |
-231 |
Long Gilt(LIFFE) |
Dec11 |
111005 |
130~28 |
131~06 |
130~02 |
130~05 |
-1~03 |
197,273 |
341,719 |
+5,595 |
Mar12 |
111005 |
130~12 |
130~12 |
130~12 |
130~12 |
-1~03 |
|
|
|
Total Volume and Open Interest |
197,273 |
341,719 |
+5,595 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111005 |
98.95 |
98.98 |
98.94 |
98.97 |
+0.02 |
44,977 |
356,545 |
-8,930 |
Mar12 |
111005 |
98.99 |
99.01 |
98.98 |
98.99 |
unch |
50,918 |
394,625 |
-1,405 |
Jun12 |
111005 |
99.03 |
99.04 |
99.00 |
99.01 |
-0.01 |
60,486 |
217,953 |
-8,811 |
Sep12 |
111005 |
99.04 |
99.06 |
99.01 |
99.02 |
-0.02 |
65,092 |
248,898 |
+7,627 |
Dec12 |
111005 |
99.02 |
99.04 |
98.98 |
98.99 |
-0.03 |
54,810 |
238,532 |
+302 |
Mar13 |
111005 |
99.01 |
99.01 |
98.95 |
98.97 |
-0.04 |
33,971 |
165,688 |
+4,192 |
Total Volume and Open Interest |
391,402 |
2,019,370 |
-12,942 |
3-Mth Euribor(LIFFE) |
Dec11 |
111005 |
98.715 |
98.765 |
98.715 |
98.755 |
+0.030 |
191,939 |
755,278 |
-12,243 |
Mar12 |
111005 |
98.875 |
98.915 |
98.875 |
98.890 |
+0.005 |
152,930 |
525,916 |
+7,079 |
Jun12 |
111005 |
98.945 |
98.975 |
98.930 |
98.935 |
-0.020 |
112,016 |
362,770 |
+1,475 |
Total Volume and Open Interest |
868,154 |
3,338,818 |
+6,034 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111005 |
95.84 |
95.88 |
95.79 |
95.81 |
-0.05 |
21,579 |
227,231 |
+2,702 |
Mar12 |
111005 |
96.38 |
96.44 |
96.32 |
96.35 |
-0.04 |
19,767 |
196,220 |
+2,510 |
Jun12 |
111005 |
96.47 |
96.55 |
96.42 |
96.44 |
-0.04 |
9,914 |
117,160 |
-1,066 |
Sep12 |
111005 |
96.41 |
96.51 |
96.38 |
96.40 |
-0.03 |
4,585 |
79,763 |
+1,656 |
Dec12 |
111005 |
96.33 |
96.44 |
96.30 |
96.32 |
-0.03 |
4,121 |
44,967 |
+1,695 |
Mar13 |
111005 |
96.25 |
96.36 |
96.20 |
96.24 |
-0.03 |
2,617 |
43,399 |
+571 |
Jun13 |
111005 |
96.15 |
96.27 |
96.10 |
96.15 |
-0.03 |
3,196 |
31,184 |
+1,071 |
Sep13 |
111005 |
96.10 |
96.17 |
96.04 |
96.05 |
-0.02 |
954 |
11,258 |
+541 |
Dec13 |
111005 |
95.93 |
95.93 |
95.93 |
95.93 |
-0.02 |
4 |
2,692 |
+0 |
Mar14 |
111005 |
95.81 |
95.81 |
95.81 |
95.81 |
-0.02 |
0 |
406 |
+0 |
Total Volume and Open Interest |
66,745 |
754,346 |
+9,680 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111005 |
95.97 |
96.03 |
95.89 |
95.91 |
-0.08 |
66,741 |
374,026 |
+18,739 |
Mar12 |
111005 |
95.91 |
95.91 |
95.91 |
95.91 |
-0.08 |
|
|
|
Total Volume and Open Interest |
66,741 |
374,026 |
+18,739 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111005 |
96.59 |
96.68 |
96.54 |
96.57 |
-0.04 |
167,504 |
527,677 |
+35,042 |
Mar12 |
111005 |
96.57 |
96.57 |
96.57 |
96.57 |
-0.04 |
|
|
|
Total Volume and Open Interest |
167,504 |
527,677 |
+35,042 |
Gold(CMX) |
Oct11 |
111005 |
1629.3 |
1640.3 |
1599.6 |
1640.3 |
+25.6 |
159 |
870 |
-253 |
Dec11 |
111005 |
1626.8 |
1648.9 |
1596.6 |
1641.6 |
+25.6 |
200,942 |
274,079 |
-4,978 |
Feb12 |
111005 |
1629.7 |
1648.9 |
1599.8 |
1643.4 |
+25.5 |
6,558 |
46,388 |
+2,754 |
Apr12 |
111005 |
1625.5 |
1647.2 |
1601.3 |
1645.0 |
+25.5 |
2,056 |
11,440 |
+721 |
Jun12 |
111005 |
1633.7 |
1646.6 |
1613.7 |
1646.6 |
+25.4 |
390 |
16,776 |
+15 |
Aug12 |
111005 |
1636.6 |
1650.5 |
1609.7 |
1648.4 |
+25.4 |
492 |
7,277 |
+231 |
Oct12 |
111005 |
1638.0 |
1651.0 |
1620.0 |
1650.2 |
+25.3 |
349 |
4,866 |
+254 |
Dec12 |
111005 |
1615.0 |
1652.9 |
1614.3 |
1652.4 |
+25.3 |
200 |
15,574 |
-12 |
Feb13 |
111005 |
1624.4 |
1654.6 |
1624.4 |
1654.6 |
+25.4 |
69 |
3,385 |
-5 |
Apr13 |
111005 |
1657.2 |
1657.2 |
1657.2 |
1657.2 |
+25.5 |
1 |
327 |
-1 |
Jun13 |
111005 |
1660.2 |
1660.2 |
1660.2 |
1660.2 |
+25.5 |
117 |
13,112 |
+26 |
Aug13 |
111005 |
1663.3 |
1663.3 |
1663.3 |
1663.3 |
+25.6 |
|
|
|
Total Volume and Open Interest |
212,252 |
436,920 |
-881 |
Silver(CMX) |
Dec11 |
111005 |
3025.5 |
3064.0 |
2843.5 |
3035.2 |
+51.3 |
52,148 |
62,358 |
+632 |
Mar12 |
111005 |
3028.0 |
3055.0 |
2850.0 |
3039.0 |
+51.3 |
6,030 |
9,147 |
-808 |
May12 |
111005 |
3006.5 |
3044.0 |
2980.0 |
3040.8 |
+51.2 |
217 |
2,786 |
+11 |
Jul12 |
111005 |
2995.0 |
3044.0 |
2911.0 |
3041.6 |
+51.1 |
154 |
2,294 |
+24 |
Sep12 |
111005 |
2967.0 |
3050.0 |
2960.0 |
3039.9 |
+51.1 |
52 |
833 |
+17 |
Dec12 |
111005 |
2970.0 |
3038.2 |
2901.5 |
3038.2 |
+51.3 |
591 |
10,255 |
+213 |
Mar13 |
111005 |
3031.6 |
3031.6 |
3031.6 |
3031.6 |
+51.3 |
0 |
751 |
+0 |
Total Volume and Open Interest |
59,477 |
101,102 |
+81 |
Platinum(NYMEX) |
Oct11 |
111005 |
1455.1 |
1480.8 |
1440.0 |
1478.0 |
+16.1 |
81 |
939 |
+0 |
Jan12 |
111005 |
1482.0 |
1497.8 |
1434.5 |
1482.9 |
+14.3 |
11,969 |
34,631 |
+538 |
Apr12 |
111005 |
1489.0 |
1493.5 |
1438.9 |
1486.8 |
+14.3 |
117 |
2,654 |
+32 |
Jul12 |
111005 |
1455.6 |
1489.8 |
1455.6 |
1489.8 |
+14.3 |
2 |
36 |
+1 |
Total Volume and Open Interest |
12,170 |
38,401 |
+471 |
Palladium(NYMEX) |
Dec11 |
111005 |
569.50 |
579.05 |
535.00 |
570.35 |
+6.20 |
6,522 |
19,217 |
+373 |
Mar12 |
111005 |
554.50 |
574.35 |
541.70 |
571.15 |
+6.10 |
26 |
287 |
+4 |
Jun12 |
111005 |
572.15 |
572.15 |
572.15 |
572.15 |
+6.10 |
0 |
9 |
+0 |
Total Volume and Open Interest |
6,558 |
19,516 |
+377 |
Copper(CMX) |
Dec11 |
111005 |
313.50 |
317.05 |
302.55 |
310.60 |
+0.25 |
64,204 |
73,744 |
-2,704 |
Mar12 |
111005 |
315.80 |
318.65 |
304.90 |
312.60 |
+0.30 |
4,333 |
28,935 |
-833 |
May12 |
111005 |
310.85 |
313.90 |
309.90 |
313.85 |
+0.25 |
494 |
8,327 |
+103 |
Jul12 |
111005 |
313.80 |
314.75 |
313.80 |
314.75 |
+0.20 |
57 |
1,797 |
+8 |
Sep12 |
111005 |
311.15 |
315.55 |
310.75 |
315.55 |
+0.15 |
26 |
962 |
+9 |
Total Volume and Open Interest |
70,123 |
121,499 |
-3,286 |
DJIA Index(CBOT) |
Dec11 |
111005 |
10681 |
10865 |
10630 |
10838 |
+155 |
444 |
12,341 |
+70 |
Mar12 |
111005 |
10762 |
10762 |
10606 |
10762 |
+156 |
0 |
21 |
+0 |
Jun12 |
111005 |
10692 |
10692 |
10536 |
10692 |
+156 |
|
|
|
Sep12 |
111005 |
10629 |
10629 |
10473 |
10629 |
+156 |
|
|
|
Total Volume and Open Interest |
444 |
12,362 |
+70 |
E-mini DJIA Index(CBOT) |
Dec11 |
111005 |
10691 |
10882 |
10619 |
10838 |
+155 |
216,264 |
75,809 |
-3,855 |
Mar12 |
111005 |
10565 |
10785 |
10565 |
10762 |
+156 |
14 |
138 |
-4 |
Jun12 |
111005 |
10692 |
10692 |
10692 |
10692 |
+156 |
3 |
2 |
+2 |
Sep12 |
111005 |
10629 |
10629 |
10629 |
10629 |
+156 |
0 |
10 |
+0 |
Total Volume and Open Interest |
216,281 |
75,959 |
-3,857 |
S & P 500(CME) |
Dec11 |
111005 |
1115.20 |
1141.00 |
1106.80 |
1135.00 |
+21.40 |
25,593 |
292,810 |
+7,156 |
Mar12 |
111005 |
1108.00 |
1134.20 |
1103.20 |
1128.60 |
+21.40 |
106 |
3,289 |
+58 |
Jun12 |
111005 |
1123.40 |
1129.00 |
1098.00 |
1123.40 |
+21.40 |
17 |
656 |
+2 |
Sep12 |
111005 |
1117.40 |
1123.00 |
1092.00 |
1117.40 |
+21.40 |
|
|
|
Total Volume and Open Interest |
25,716 |
296,855 |
+7,216 |
S & P 500 E-Mini(Globex) |
Dec11 |
111005 |
1114.50 |
1141.25 |
1106.50 |
1135.00 |
+21.50 |
4,190,407 |
3,139,609 |
+23,869 |
Mar12 |
111005 |
1109.00 |
1135.00 |
1100.50 |
1128.50 |
+21.25 |
3,685 |
3,838 |
+1,158 |
Total Volume and Open Interest |
4,194,137 |
3,143,543 |
+25,014 |
NASDAQ 100(CME) |
Dec11 |
111005 |
2113.00 |
2183.00 |
2099.50 |
2167.50 |
+54.00 |
1,231 |
15,366 |
+576 |
Mar12 |
111005 |
2164.00 |
2170.00 |
2097.00 |
2164.00 |
+54.00 |
|
|
|
Jun12 |
111005 |
2161.00 |
2161.00 |
2157.00 |
2161.00 |
+54.00 |
|
|
|
Total Volume and Open Interest |
1,231 |
15,366 |
+576 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111005 |
2112.80 |
2182.00 |
2099.30 |
2167.50 |
+54.00 |
537,716 |
322,617 |
+1,579 |
Mar12 |
111005 |
2115.00 |
2165.00 |
2115.00 |
2164.00 |
+54.00 |
14 |
246 |
-2 |
Total Volume and Open Interest |
537,730 |
322,866 |
+1,577 |
S & P Midcap 400(CME) |
Dec11 |
111005 |
784.90 |
790.00 |
765.00 |
784.90 |
+17.90 |
871 |
4,898 |
+870 |
Mar12 |
111005 |
782.90 |
785.00 |
782.90 |
782.90 |
+17.90 |
|
|
|
Jun12 |
111005 |
780.90 |
783.00 |
780.90 |
780.90 |
+17.90 |
|
|
|
Total Volume and Open Interest |
871 |
4,898 |
+870 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111005 |
8530 |
8560 |
8370 |
8525 |
-15 |
7,597 |
25,479 |
-612 |
Mar12 |
111005 |
8410 |
8540 |
8400 |
8525 |
-15 |
0 |
8 |
+0 |
Total Volume and Open Interest |
7,597 |
25,487 |
-612 |
Nikkei 225(SGX) |
Dec11 |
111005 |
8415 |
8540 |
8335 |
8400 |
-40 |
147,791 |
181,653 |
+1,699 |
Mar12 |
111005 |
8385 |
8390 |
8385 |
8390 |
-40 |
1,966 |
3,807 |
+1,844 |
Jun12 |
111005 |
8315 |
8315 |
8315 |
8315 |
-40 |
0 |
18 |
+0 |
Total Volume and Open Interest |
151,291 |
199,294 |
+4,723 |
CAC 40(EURONEXT) |
Oct11 |
111005 |
2907.5 |
3005.0 |
2887.5 |
2976.5 |
+125.5 |
145,532 |
295,143 |
+8,304 |
Nov11 |
111005 |
2892.0 |
2997.5 |
2883.0 |
2970.5 |
+126.0 |
159 |
3,964 |
+105 |
Dec11 |
111005 |
2891.0 |
2992.0 |
2888.0 |
2967.5 |
+125.5 |
778 |
29,986 |
+431 |
Total Volume and Open Interest |
146,469 |
329,097 |
+8,840 |
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 |
111005 |
5315.0 |
5524.5 |
5272.0 |
5472.0 |
+239.5 |
228,813 |
180,099 |
+352 |
Mar12 |
111005 |
5316.0 |
5532.0 |
5288.0 |
5482.5 |
+239.5 |
603 |
6,172 |
+254 |
Jun12 |
111005 |
5347.0 |
5506.5 |
5347.0 |
5504.0 |
+241.5 |
211 |
397 |
+198 |
Total Volume and Open Interest |
229,627 |
186,668 |
+804 |
FT-SE 100(EURONEXT) |
Dec11 |
111005 |
5028.00 |
5095.00 |
4973.50 |
5074.50 |
+161.00 |
183,624 |
641,115 |
+2,184 |
Mar12 |
111005 |
4989.50 |
5039.50 |
4961.50 |
5039.50 |
+161.00 |
1 |
939 |
+1 |
Jun12 |
111005 |
5000.50 |
5000.50 |
5000.50 |
5000.50 |
+161.00 |
0 |
525 |
+0 |
Total Volume and Open Interest |
183,625 |
642,579 |
+2,185 |
SPI 200(SFE) |
Dec11 |
111005 |
3900.0 |
3957.0 |
3812.0 |
3935.0 |
+39.0 |
48,124 |
212,961 |
+4,592 |
Mar12 |
111005 |
3800.0 |
3920.0 |
3798.0 |
3909.0 |
+40.0 |
5 |
2,284 |
-9 |
Jun12 |
111005 |
3912.0 |
3912.0 |
3912.0 |
3912.0 |
+41.0 |
18 |
998 |
-1 |
Total Volume and Open Interest |
48,471 |
218,697 |
+4,554 |
GSCI(CME) |
Oct11 |
111005 |
581.75 |
592.00 |
581.00 |
592.00 |
+17.50 |
236 |
9,056 |
+40 |
Nov11 |
111005 |
592.00 |
592.00 |
584.00 |
592.00 |
+17.50 |
4 |
5 |
+0 |
Dec11 |
111005 |
594.00 |
594.00 |
594.00 |
594.00 |
+17.50 |
0 |
7 |
+0 |
Total Volume and Open Interest |
240 |
9,068 |
+40 |
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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