|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu October 06, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111006 |
1165.00 |
1182.75 |
1158.50 |
1163.75 |
unch |
126,647 |
247,737 |
-8,061 |
Jan12 |
111006 |
1176.50 |
1194.75 |
1170.50 |
1175.75 |
+0.25 |
36,146 |
114,667 |
+704 |
Mar12 |
111006 |
1186.00 |
1204.00 |
1180.00 |
1185.00 |
-0.25 |
14,663 |
53,261 |
+866 |
May12 |
111006 |
1194.50 |
1211.50 |
1188.50 |
1193.75 |
unch |
7,448 |
61,478 |
-288 |
Jul12 |
111006 |
1202.00 |
1219.50 |
1196.00 |
1201.75 |
+0.50 |
7,828 |
42,863 |
+1,171 |
Aug12 |
111006 |
1199.50 |
1200.00 |
1199.50 |
1199.50 |
-0.50 |
91 |
460 |
-2 |
Sep12 |
111006 |
1200.00 |
1200.00 |
1190.00 |
1190.00 |
-0.25 |
46 |
322 |
+5 |
Nov12 |
111006 |
1184.25 |
1201.00 |
1180.50 |
1182.75 |
-2.00 |
9,933 |
37,013 |
+2,000 |
Jan13 |
111006 |
1201.75 |
1201.75 |
1191.50 |
1191.50 |
-2.00 |
7 |
10,244 |
+0 |
Mar13 |
111006 |
1197.25 |
1199.25 |
1197.25 |
1197.25 |
-2.00 |
0 |
158 |
+0 |
May13 |
111006 |
1198.50 |
1202.50 |
1198.50 |
1198.50 |
-4.00 |
0 |
48 |
+0 |
Jul13 |
111006 |
1203.25 |
1205.25 |
1203.25 |
1203.25 |
-2.00 |
0 |
220 |
+0 |
Aug13 |
111006 |
1199.75 |
1201.75 |
1199.75 |
1199.75 |
-2.00 |
|
|
|
Sep13 |
111006 |
1183.75 |
1185.75 |
1183.75 |
1183.75 |
-2.00 |
|
|
|
Total Volume and Open Interest |
202,863 |
569,968 |
-3,601 |
Soybean Meal(CBOT) |
Oct11 |
111006 |
301.50 |
305.70 |
299.70 |
299.70 |
-1.80 |
2,956 |
1,763 |
-640 |
Dec11 |
111006 |
305.60 |
310.10 |
303.50 |
304.10 |
-1.10 |
45,069 |
99,212 |
-1,416 |
Jan12 |
111006 |
307.90 |
312.30 |
305.90 |
306.50 |
-1.00 |
4,232 |
20,157 |
+24 |
Mar12 |
111006 |
312.00 |
316.30 |
310.00 |
310.40 |
-1.20 |
4,030 |
19,852 |
+723 |
May12 |
111006 |
314.00 |
318.30 |
312.50 |
312.80 |
-1.20 |
2,014 |
14,930 |
+101 |
Jul12 |
111006 |
317.10 |
321.10 |
315.20 |
315.70 |
-1.20 |
2,472 |
13,296 |
+521 |
Aug12 |
111006 |
318.40 |
321.80 |
316.20 |
316.20 |
-1.20 |
210 |
2,293 |
+90 |
Sep12 |
111006 |
319.20 |
322.60 |
315.30 |
315.30 |
-1.60 |
207 |
2,449 |
+92 |
Oct12 |
111006 |
318.40 |
319.50 |
310.80 |
310.80 |
-2.30 |
83 |
1,775 |
+40 |
Dec12 |
111006 |
316.60 |
319.50 |
313.00 |
313.00 |
-2.40 |
495 |
7,182 |
+182 |
Total Volume and Open Interest |
61,798 |
184,371 |
-282 |
Soybean Oil(CBOT) |
Oct11 |
111006 |
48.87 |
49.54 |
48.87 |
48.92 |
-0.08 |
1,330 |
1,894 |
-542 |
Dec11 |
111006 |
49.31 |
50.00 |
49.01 |
49.14 |
-0.06 |
56,594 |
147,372 |
-784 |
Jan12 |
111006 |
49.65 |
50.18 |
49.10 |
49.43 |
-0.05 |
9,010 |
41,257 |
+1,597 |
Mar12 |
111006 |
49.91 |
50.60 |
49.62 |
49.76 |
-0.05 |
8,133 |
40,302 |
+466 |
May12 |
111006 |
50.05 |
50.63 |
49.90 |
49.96 |
-0.04 |
3,996 |
24,140 |
+295 |
Jul12 |
111006 |
50.29 |
50.86 |
50.12 |
50.19 |
-0.02 |
3,243 |
17,670 |
+93 |
Aug12 |
111006 |
50.35 |
50.75 |
50.24 |
50.24 |
-0.03 |
64 |
2,365 |
+6 |
Sep12 |
111006 |
50.27 |
50.75 |
50.19 |
50.19 |
-0.08 |
35 |
2,403 |
-5 |
Oct12 |
111006 |
50.50 |
50.68 |
49.99 |
49.99 |
-0.13 |
33 |
2,395 |
+0 |
Dec12 |
111006 |
50.02 |
50.53 |
49.95 |
49.95 |
-0.11 |
1,255 |
9,479 |
+299 |
Total Volume and Open Interest |
83,702 |
289,286 |
+1,432 |
Canola(WCE) |
Nov11 |
111006 |
519.0 |
525.0 |
518.8 |
522.8 |
+4.0 |
9,156 |
47,527 |
-2,730 |
Jan12 |
111006 |
528.8 |
535.0 |
528.8 |
532.8 |
+4.1 |
5,128 |
69,081 |
-1,088 |
Mar12 |
111006 |
542.9 |
544.0 |
538.0 |
541.7 |
+4.1 |
1,026 |
22,244 |
+19 |
May12 |
111006 |
548.0 |
549.1 |
543.8 |
547.8 |
+4.5 |
645 |
12,734 |
+115 |
Jul12 |
111006 |
549.1 |
554.0 |
549.1 |
553.0 |
+4.4 |
106 |
5,360 |
-27 |
Total Volume and Open Interest |
16,199 |
167,796 |
-3,717 |
Corn(CBOT) |
Dec11 |
111006 |
605.50 |
617.00 |
604.00 |
605.50 |
unch |
151,220 |
590,815 |
-6,458 |
Mar12 |
111006 |
619.00 |
629.50 |
617.00 |
618.25 |
unch |
31,789 |
249,455 |
+750 |
May12 |
111006 |
627.00 |
636.00 |
623.75 |
625.50 |
-0.50 |
11,659 |
74,201 |
+826 |
Jul12 |
111006 |
631.00 |
641.00 |
628.50 |
630.00 |
-0.75 |
17,452 |
104,224 |
+1,385 |
Sep12 |
111006 |
600.50 |
608.50 |
598.00 |
599.25 |
unch |
5,257 |
29,234 |
+2,005 |
Dec12 |
111006 |
574.00 |
582.00 |
570.75 |
575.00 |
+1.75 |
10,429 |
108,792 |
+502 |
Mar13 |
111006 |
586.00 |
592.00 |
584.00 |
586.50 |
+1.75 |
398 |
29,618 |
+126 |
May13 |
111006 |
595.75 |
598.00 |
591.75 |
593.50 |
+1.75 |
144 |
1,042 |
+80 |
Jul13 |
111006 |
605.00 |
606.25 |
596.75 |
598.50 |
+1.75 |
103 |
1,160 |
-38 |
Sep13 |
111006 |
579.00 |
579.00 |
577.00 |
579.00 |
+2.00 |
1 |
225 |
-1 |
Total Volume and Open Interest |
228,776 |
1,201,799 |
-859 |
Wheat(CBOT) |
Dec11 |
111006 |
626.50 |
639.75 |
615.00 |
616.00 |
-9.25 |
49,475 |
210,498 |
-2,752 |
Mar12 |
111006 |
660.50 |
674.00 |
651.25 |
652.50 |
-7.50 |
6,831 |
89,389 |
+427 |
May12 |
111006 |
684.75 |
697.50 |
675.75 |
677.25 |
-8.00 |
1,958 |
28,059 |
+103 |
Jul12 |
111006 |
700.00 |
711.00 |
688.00 |
689.00 |
-9.75 |
5,803 |
56,033 |
-564 |
Sep12 |
111006 |
722.00 |
722.00 |
707.25 |
707.25 |
-9.00 |
372 |
2,997 |
-13 |
Dec12 |
111006 |
741.50 |
749.75 |
730.00 |
731.00 |
-6.75 |
1,819 |
27,247 |
+291 |
Total Volume and Open Interest |
66,298 |
417,754 |
-2,512 |
Wheat(KCBT) |
Dec11 |
111006 |
702.00 |
715.75 |
694.00 |
697.75 |
-2.00 |
11,799 |
71,279 |
-3,386 |
Mar12 |
111006 |
718.25 |
731.00 |
709.75 |
713.50 |
-1.75 |
4,271 |
43,521 |
+37 |
May12 |
111006 |
726.00 |
737.25 |
718.75 |
722.75 |
-0.75 |
838 |
7,904 |
+67 |
Jul12 |
111006 |
732.50 |
742.00 |
725.00 |
728.50 |
-1.25 |
3,483 |
29,293 |
-357 |
Sep12 |
111006 |
752.25 |
752.25 |
740.00 |
742.00 |
-1.75 |
50 |
2,401 |
+14 |
Dec12 |
111006 |
775.50 |
775.50 |
763.50 |
765.75 |
-2.00 |
163 |
2,513 |
+68 |
Total Volume and Open Interest |
20,614 |
157,204 |
-3,558 |
Wheat(MGE) |
Dec11 |
111006 |
881.25 |
900.50 |
878.00 |
895.00 |
+18.50 |
992 |
13,623 |
-154 |
Mar12 |
111006 |
835.00 |
845.50 |
827.00 |
835.50 |
+3.50 |
2,113 |
13,610 |
-247 |
May12 |
111006 |
815.25 |
824.75 |
809.25 |
816.00 |
-1.25 |
1,064 |
4,613 |
+59 |
Jul12 |
111006 |
810.00 |
812.50 |
798.00 |
804.00 |
-4.50 |
394 |
5,059 |
-5 |
Sep12 |
111006 |
792.50 |
794.25 |
780.00 |
785.00 |
-4.75 |
166 |
2,519 |
+87 |
Total Volume and Open Interest |
4,799 |
41,175 |
-248 |
Oats(CBOT) |
Dec11 |
111006 |
326.00 |
329.00 |
322.25 |
324.50 |
-0.50 |
806 |
13,018 |
+239 |
Mar12 |
111006 |
337.50 |
339.75 |
333.00 |
335.50 |
-0.50 |
164 |
2,476 |
+91 |
May12 |
111006 |
341.00 |
342.00 |
339.00 |
341.50 |
-0.50 |
1 |
207 |
+0 |
Jul12 |
111006 |
347.50 |
348.00 |
347.50 |
347.50 |
-0.50 |
0 |
6 |
+0 |
Total Volume and Open Interest |
984 |
15,763 |
+343 |
Rough Rice(CBOT) |
Nov11 |
111006 |
16.03 |
16.20 |
15.91 |
15.93 |
-0.08 |
415 |
9,530 |
-83 |
Jan12 |
111006 |
16.38 |
16.42 |
16.23 |
16.24 |
-0.08 |
116 |
5,518 |
+33 |
Mar12 |
111006 |
16.67 |
16.67 |
16.54 |
16.54 |
-0.07 |
72 |
1,902 |
+64 |
May12 |
111006 |
16.85 |
16.89 |
16.82 |
16.82 |
-0.06 |
1 |
258 |
+1 |
Total Volume and Open Interest |
607 |
17,406 |
+18 |
Live Cattle(CME) |
Oct11 |
111006 |
122.700 |
122.800 |
121.950 |
122.350 |
-0.450 |
8,702 |
33,447 |
-1,022 |
Dec11 |
111006 |
122.650 |
122.750 |
121.750 |
122.400 |
-0.250 |
18,395 |
155,371 |
+180 |
Feb12 |
111006 |
123.500 |
123.680 |
122.800 |
123.230 |
-0.270 |
6,306 |
70,755 |
+505 |
Apr12 |
111006 |
125.900 |
126.500 |
125.550 |
126.450 |
+0.300 |
4,548 |
52,971 |
+320 |
Jun12 |
111006 |
123.550 |
123.850 |
122.900 |
123.850 |
+0.215 |
1,447 |
21,941 |
+320 |
Aug12 |
111006 |
122.785 |
122.950 |
122.285 |
122.850 |
+0.020 |
330 |
3,980 |
+74 |
Total Volume and Open Interest |
39,943 |
340,868 |
+469 |
Feeder Cattle(CME) |
Oct11 |
111006 |
139.450 |
139.450 |
138.650 |
139.100 |
-0.250 |
700 |
6,565 |
-207 |
Nov11 |
111006 |
141.985 |
141.985 |
140.880 |
141.575 |
-0.175 |
1,996 |
13,620 |
-484 |
Jan12 |
111006 |
144.350 |
144.400 |
143.550 |
144.380 |
unch |
1,197 |
9,046 |
+614 |
Mar12 |
111006 |
144.750 |
144.750 |
143.900 |
144.750 |
-0.100 |
467 |
3,262 |
+148 |
Apr12 |
111006 |
144.500 |
145.150 |
144.285 |
145.150 |
-0.300 |
37 |
761 |
-12 |
May12 |
111006 |
144.800 |
145.250 |
144.750 |
145.250 |
-0.350 |
24 |
753 |
+4 |
Aug12 |
111006 |
146.000 |
146.250 |
146.000 |
146.235 |
-0.450 |
42 |
784 |
+16 |
Total Volume and Open Interest |
4,465 |
34,802 |
+79 |
Lean Hogs(CME) |
Oct11 |
111006 |
94.080 |
94.900 |
94.000 |
94.750 |
+1.070 |
5,871 |
15,637 |
-1,324 |
Dec11 |
111006 |
88.400 |
89.385 |
87.930 |
89.230 |
+0.800 |
18,576 |
101,987 |
+317 |
Feb12 |
111006 |
90.950 |
91.635 |
90.430 |
91.535 |
+0.500 |
7,768 |
59,398 |
+1,649 |
Apr12 |
111006 |
93.430 |
93.950 |
92.930 |
93.900 |
+0.515 |
7,572 |
44,392 |
+857 |
May12 |
111006 |
96.980 |
97.600 |
96.850 |
97.600 |
+0.450 |
86 |
1,444 |
+57 |
Jun12 |
111006 |
99.100 |
99.785 |
99.000 |
99.700 |
+0.315 |
3,517 |
23,990 |
+1,674 |
Jul12 |
111006 |
97.700 |
98.400 |
97.550 |
98.200 |
+0.500 |
435 |
6,554 |
+69 |
Aug12 |
111006 |
95.830 |
96.500 |
95.650 |
96.400 |
+0.250 |
1,104 |
6,582 |
+705 |
Total Volume and Open Interest |
45,453 |
264,640 |
+4,410 |
Class III Milk(CME) |
Oct11 |
111006 |
17.94 |
17.94 |
17.75 |
17.92 |
+0.10 |
207 |
5,335 |
-39 |
Nov11 |
111006 |
17.07 |
17.26 |
16.96 |
17.21 |
+0.14 |
423 |
5,387 |
-23 |
Dec11 |
111006 |
16.60 |
16.63 |
16.48 |
16.62 |
+0.09 |
241 |
4,868 |
+10 |
Jan12 |
111006 |
16.23 |
16.30 |
16.20 |
16.23 |
-0.02 |
152 |
2,227 |
-2 |
Feb12 |
111006 |
16.08 |
16.14 |
16.02 |
16.07 |
-0.07 |
59 |
1,907 |
-14 |
Total Volume and Open Interest |
1,358 |
30,582 |
+15 |
Cocoa(ICE) |
Dec11 |
111006 |
2631 |
2685 |
2610 |
2660 |
+38 |
10,753 |
73,843 |
+846 |
Mar12 |
111006 |
2666 |
2710 |
2638 |
2686 |
+32 |
4,221 |
59,116 |
+709 |
May12 |
111006 |
2711 |
2719 |
2649 |
2697 |
+34 |
909 |
19,799 |
+245 |
Jul12 |
111006 |
2723 |
2723 |
2669 |
2713 |
+33 |
110 |
9,441 |
+12 |
Sep12 |
111006 |
2737 |
2750 |
2684 |
2730 |
+33 |
109 |
10,674 |
+42 |
Dec12 |
111006 |
2748 |
2758 |
2717 |
2740 |
+28 |
346 |
9,540 |
+331 |
Mar13 |
111006 |
2771 |
2771 |
2760 |
2760 |
+26 |
11 |
2,631 |
+8 |
Total Volume and Open Interest |
17,184 |
187,158 |
+2,193 |
Coffee "C"(ICE) |
Dec11 |
111006 |
229.00 |
236.10 |
228.05 |
234.40 |
+6.70 |
7,789 |
68,698 |
-420 |
Mar12 |
111006 |
231.45 |
239.25 |
231.45 |
237.60 |
+6.80 |
2,198 |
26,791 |
+164 |
May12 |
111006 |
233.70 |
240.45 |
233.70 |
239.20 |
+6.85 |
536 |
11,428 |
+23 |
Jul12 |
111006 |
237.20 |
241.05 |
236.70 |
239.90 |
+6.80 |
99 |
3,768 |
-9 |
Sep12 |
111006 |
236.50 |
240.50 |
236.15 |
239.45 |
+6.85 |
18 |
3,157 |
+3 |
Dec12 |
111006 |
236.85 |
238.65 |
236.80 |
238.65 |
+6.95 |
9 |
2,257 |
+4 |
Total Volume and Open Interest |
10,650 |
116,796 |
-234 |
Orange Juice(ICE) |
Nov11 |
111006 |
154.50 |
156.60 |
153.05 |
154.85 |
+1.50 |
1,514 |
12,710 |
-842 |
Jan12 |
111006 |
153.15 |
153.15 |
150.55 |
152.25 |
+2.25 |
945 |
7,688 |
+695 |
Mar12 |
111006 |
151.70 |
151.75 |
151.20 |
151.70 |
+1.95 |
62 |
2,597 |
+3 |
May12 |
111006 |
152.00 |
152.00 |
151.20 |
151.95 |
+2.20 |
60 |
985 |
+60 |
Jul12 |
111006 |
152.05 |
152.05 |
152.05 |
152.05 |
+1.90 |
0 |
316 |
+0 |
Sep12 |
111006 |
152.15 |
152.15 |
152.15 |
152.15 |
+1.90 |
0 |
53 |
+0 |
Total Volume and Open Interest |
2,581 |
24,359 |
-84 |
Sugar #11(ICE) |
Mar12 |
111006 |
24.86 |
25.40 |
24.51 |
24.64 |
-0.16 |
28,984 |
241,366 |
-3,853 |
May12 |
111006 |
24.22 |
24.65 |
23.84 |
23.97 |
-0.12 |
6,713 |
70,287 |
-630 |
Jul12 |
111006 |
23.36 |
23.75 |
23.02 |
23.16 |
-0.08 |
3,612 |
64,087 |
-406 |
Oct12 |
111006 |
22.85 |
23.27 |
22.55 |
22.69 |
-0.04 |
1,559 |
36,254 |
-65 |
Mar13 |
111006 |
22.95 |
23.25 |
22.64 |
22.74 |
-0.02 |
1,144 |
27,906 |
-2 |
Total Volume and Open Interest |
42,520 |
467,223 |
-4,850 |
London Cocoa(LCE) |
Dec11 |
111006 |
1730 |
1745 |
1715 |
1735 |
+18 |
4,400 |
80,428 |
-36 |
Mar12 |
111006 |
1755 |
1769 |
1743 |
1763 |
+20 |
3,722 |
54,210 |
+834 |
May12 |
111006 |
1765 |
1786 |
1759 |
1779 |
+21 |
1,280 |
15,236 |
-110 |
Jul12 |
111006 |
1795 |
1801 |
1776 |
1795 |
+22 |
473 |
16,468 |
-40 |
Sep12 |
111006 |
1790 |
1815 |
1790 |
1807 |
+21 |
324 |
12,457 |
-140 |
Dec12 |
111006 |
1810 |
1829 |
1810 |
1823 |
+21 |
193 |
10,056 |
+0 |
Mar13 |
111006 |
1838 |
1838 |
1823 |
1835 |
+20 |
22 |
2,340 |
+0 |
Total Volume and Open Interest |
10,416 |
191,697 |
+510 |
London Sugar(LCE) |
Dec11 |
111006 |
652.20 |
660.00 |
640.00 |
641.70 |
-6.70 |
2,141 |
17,492 |
-869 |
Mar12 |
111006 |
635.80 |
643.30 |
624.90 |
626.30 |
-5.40 |
1,259 |
11,620 |
-123 |
May12 |
111006 |
630.50 |
634.40 |
619.70 |
620.80 |
-3.40 |
471 |
5,518 |
+167 |
Aug12 |
111006 |
621.70 |
627.00 |
613.70 |
613.70 |
-2.50 |
29 |
3,688 |
-1 |
Oct12 |
111006 |
616.50 |
619.60 |
604.90 |
604.90 |
-5.20 |
24 |
2,357 |
+20 |
Total Volume and Open Interest |
4,156 |
41,758 |
-594 |
Cotton(ICE) |
Oct11 |
111006 |
102.25 |
102.25 |
102.25 |
102.25 |
-0.50 |
17 |
25 |
-2 |
Dec11 |
111006 |
102.30 |
103.50 |
101.65 |
102.73 |
+0.43 |
6,174 |
87,941 |
+949 |
Mar12 |
111006 |
100.00 |
100.25 |
98.87 |
99.75 |
+0.32 |
1,996 |
41,522 |
-186 |
May12 |
111006 |
98.84 |
99.05 |
97.96 |
98.79 |
+0.60 |
411 |
7,625 |
+24 |
Jul12 |
111006 |
96.92 |
97.95 |
96.92 |
97.63 |
+0.78 |
378 |
11,276 |
-12 |
Oct12 |
111006 |
96.44 |
96.44 |
96.44 |
96.44 |
+0.76 |
0 |
3 |
+0 |
Total Volume and Open Interest |
8,978 |
152,631 |
+773 |
Lumber(CME) |
Nov11 |
111006 |
219.9 |
227.7 |
219.9 |
226.6 |
+8.9 |
337 |
5,500 |
-63 |
Jan12 |
111006 |
237.0 |
243.1 |
237.0 |
243.0 |
+9.9 |
200 |
4,336 |
+11 |
Mar12 |
111006 |
256.7 |
260.6 |
255.5 |
259.2 |
+7.2 |
3 |
817 |
+0 |
May12 |
111006 |
266.0 |
270.3 |
266.0 |
267.5 |
+7.0 |
0 |
129 |
+0 |
Total Volume and Open Interest |
541 |
10,805 |
-51 |
Crude Oil(NYM) |
Nov11 |
111006 |
79.71 |
82.90 |
79.08 |
82.59 |
+2.91 |
336,067 |
284,136 |
-6,607 |
Dec11 |
111006 |
79.90 |
83.09 |
79.24 |
82.80 |
+2.97 |
120,730 |
242,140 |
+3,287 |
Jan12 |
111006 |
79.88 |
83.16 |
79.36 |
82.93 |
+2.97 |
47,875 |
124,820 |
-2,967 |
Feb12 |
111006 |
80.16 |
83.27 |
79.55 |
83.09 |
+2.98 |
23,207 |
41,896 |
+927 |
Mar12 |
111006 |
80.31 |
83.38 |
79.75 |
83.24 |
+2.97 |
21,850 |
49,419 |
+2,344 |
Apr12 |
111006 |
80.20 |
83.39 |
79.96 |
83.39 |
+2.96 |
9,863 |
30,472 |
+1,326 |
May12 |
111006 |
80.95 |
83.60 |
80.09 |
83.56 |
+2.94 |
10,223 |
25,903 |
+101 |
Jun12 |
111006 |
80.66 |
83.89 |
80.26 |
83.75 |
+2.91 |
26,163 |
75,222 |
-2,555 |
Jul12 |
111006 |
82.37 |
84.01 |
80.59 |
83.95 |
+2.89 |
3,313 |
34,533 |
+144 |
Aug12 |
111006 |
82.33 |
84.13 |
81.29 |
84.13 |
+2.85 |
2,245 |
16,866 |
+31 |
Sep12 |
111006 |
82.93 |
84.34 |
80.90 |
84.34 |
+2.82 |
2,406 |
18,316 |
-234 |
Oct12 |
111006 |
81.69 |
84.65 |
81.69 |
84.59 |
+2.79 |
1,966 |
20,302 |
+237 |
Nov12 |
111006 |
82.01 |
84.88 |
81.86 |
84.88 |
+2.76 |
2,582 |
21,988 |
+721 |
Dec12 |
111006 |
82.27 |
85.33 |
81.82 |
85.19 |
+2.72 |
28,660 |
154,897 |
+176 |
Jan13 |
111006 |
85.32 |
85.32 |
85.32 |
85.32 |
+2.68 |
709 |
21,158 |
+44 |
Feb13 |
111006 |
85.43 |
85.43 |
85.43 |
85.43 |
+2.63 |
197 |
9,125 |
+95 |
Total Volume and Open Interest |
648,839 |
1,429,545 |
-2,238 |
e-miNY Crude Oil(NYM) |
Oct11 |
110919 |
87.250 |
87.400 |
84.800 |
85.700 |
-2.250 |
4,569 |
1,489 |
-206 |
Nov11 |
111006 |
79.750 |
82.900 |
79.075 |
82.600 |
+2.925 |
11,671 |
1,864 |
-179 |
Dec11 |
111006 |
79.825 |
82.975 |
79.250 |
82.800 |
+2.975 |
760 |
851 |
-9 |
Jan12 |
111006 |
80.500 |
82.925 |
79.500 |
82.925 |
+2.975 |
23 |
333 |
+2 |
Feb12 |
111006 |
82.100 |
83.100 |
82.100 |
83.100 |
+3.000 |
4 |
126 |
-1 |
Mar12 |
111006 |
83.250 |
83.250 |
83.250 |
83.250 |
+2.975 |
5 |
18 |
+1 |
Apr12 |
111006 |
82.500 |
83.400 |
82.500 |
83.400 |
+2.975 |
0 |
4 |
+0 |
May12 |
111006 |
83.550 |
83.550 |
83.550 |
83.550 |
+2.925 |
0 |
6 |
+0 |
Jun12 |
111006 |
82.725 |
83.750 |
82.725 |
83.750 |
+2.900 |
0 |
12 |
+0 |
Jul12 |
111006 |
83.950 |
83.950 |
83.950 |
83.950 |
+2.900 |
0 |
4 |
+0 |
Total Volume and Open Interest |
12,475 |
3,462 |
-195 |
Heating Oil(NYM) |
Nov11 |
111006 |
277.20 |
286.40 |
275.30 |
286.11 |
+8.45 |
61,954 |
94,478 |
-2,363 |
Dec11 |
111006 |
276.75 |
285.59 |
274.79 |
285.34 |
+7.99 |
33,333 |
66,453 |
+140 |
Jan12 |
111006 |
276.28 |
284.69 |
274.20 |
284.38 |
+7.47 |
22,717 |
40,726 |
+207 |
Feb12 |
111006 |
275.25 |
282.72 |
272.82 |
282.61 |
+7.05 |
11,415 |
21,014 |
+891 |
Mar12 |
111006 |
274.83 |
280.41 |
270.76 |
280.41 |
+6.65 |
8,993 |
23,138 |
-508 |
Apr12 |
111006 |
270.15 |
276.98 |
268.30 |
276.88 |
+6.20 |
2,628 |
9,271 |
-37 |
May12 |
111006 |
264.69 |
273.63 |
264.69 |
273.38 |
+5.77 |
3,861 |
8,093 |
+197 |
Jun12 |
111006 |
265.24 |
272.03 |
262.83 |
271.66 |
+5.50 |
8,229 |
33,772 |
+80 |
Jul12 |
111006 |
266.90 |
271.85 |
265.50 |
271.85 |
+5.40 |
870 |
6,264 |
-45 |
Aug12 |
111006 |
265.54 |
272.36 |
265.54 |
272.36 |
+5.32 |
273 |
3,721 |
+1 |
Sep12 |
111006 |
264.65 |
272.91 |
264.65 |
272.91 |
+5.24 |
1,058 |
4,234 |
-33 |
Oct12 |
111006 |
268.57 |
273.78 |
267.87 |
273.78 |
+5.21 |
309 |
1,388 |
+65 |
Total Volume and Open Interest |
156,994 |
327,956 |
-1,484 |
Gasoline(NYMEX) |
Nov11 |
111006 |
257.99 |
269.17 |
256.45 |
268.60 |
+11.68 |
54,045 |
82,960 |
-1,572 |
Dec11 |
111006 |
250.46 |
261.29 |
249.58 |
260.85 |
+10.11 |
27,472 |
57,436 |
-1,553 |
Jan12 |
111006 |
247.00 |
256.77 |
245.87 |
256.30 |
+8.67 |
12,858 |
28,176 |
+586 |
Feb12 |
111006 |
247.90 |
254.84 |
244.76 |
254.43 |
+7.87 |
7,355 |
13,243 |
+290 |
Mar12 |
111006 |
246.12 |
254.43 |
245.04 |
254.22 |
+7.48 |
7,950 |
18,906 |
+43 |
Apr12 |
111006 |
258.17 |
264.52 |
258.17 |
264.47 |
+7.27 |
4,870 |
15,129 |
-424 |
May12 |
111006 |
257.64 |
264.19 |
256.66 |
263.93 |
+7.05 |
3,765 |
8,929 |
+1,073 |
Jun12 |
111006 |
256.30 |
262.98 |
253.41 |
262.76 |
+6.78 |
5,012 |
18,487 |
+617 |
Jul12 |
111006 |
258.18 |
260.93 |
258.18 |
260.93 |
+6.60 |
952 |
4,122 |
+199 |
Aug12 |
111006 |
258.96 |
258.96 |
258.96 |
258.96 |
+6.39 |
502 |
4,098 |
+11 |
Total Volume and Open Interest |
125,724 |
270,724 |
-623 |
e-miNY RBOB Gasoline(NYM) |
Nov11 |
111006 |
268.60 |
268.60 |
268.60 |
268.60 |
+11.70 |
1 |
1 |
+1 |
Dec11 |
111006 |
260.90 |
260.90 |
260.85 |
260.90 |
+10.20 |
|
|
|
Jan12 |
111006 |
256.30 |
256.30 |
256.30 |
256.30 |
+8.70 |
0 |
1 |
+0 |
Feb12 |
111006 |
254.40 |
254.43 |
254.40 |
254.40 |
+7.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1 |
3 |
+1 |
Natural Gas(NYM) |
Nov11 |
111006 |
3.565 |
3.636 |
3.512 |
3.598 |
+0.028 |
108,166 |
214,749 |
+992 |
Dec11 |
111006 |
3.881 |
3.943 |
3.841 |
3.916 |
+0.032 |
47,073 |
90,693 |
+1,152 |
Jan12 |
111006 |
4.040 |
4.099 |
4.009 |
4.091 |
+0.033 |
47,909 |
180,289 |
-841 |
Feb12 |
111006 |
4.075 |
4.120 |
4.037 |
4.113 |
+0.034 |
27,010 |
59,254 |
+4,546 |
Mar12 |
111006 |
4.039 |
4.086 |
4.000 |
4.080 |
+0.031 |
14,058 |
68,876 |
+3,662 |
Apr12 |
111006 |
4.022 |
4.075 |
3.990 |
4.067 |
+0.031 |
21,179 |
86,823 |
+209 |
May12 |
111006 |
4.050 |
4.106 |
4.028 |
4.099 |
+0.031 |
5,138 |
24,537 |
+601 |
Jun12 |
111006 |
4.092 |
4.140 |
4.065 |
4.138 |
+0.031 |
1,490 |
14,132 |
-145 |
Jul12 |
111006 |
4.140 |
4.183 |
4.112 |
4.181 |
+0.030 |
1,221 |
12,703 |
+278 |
Aug12 |
111006 |
4.160 |
4.207 |
4.135 |
4.204 |
+0.030 |
583 |
11,462 |
+84 |
Sep12 |
111006 |
4.137 |
4.204 |
4.137 |
4.204 |
+0.029 |
1,233 |
9,201 |
+403 |
Oct12 |
111006 |
4.197 |
4.245 |
4.175 |
4.238 |
+0.026 |
4,729 |
46,348 |
+217 |
Nov12 |
111006 |
4.359 |
4.392 |
4.329 |
4.386 |
+0.016 |
1,335 |
10,295 |
+103 |
Dec12 |
111006 |
4.645 |
4.680 |
4.625 |
4.674 |
+0.011 |
745 |
13,571 |
+239 |
Jan13 |
111006 |
4.790 |
4.824 |
4.772 |
4.818 |
+0.010 |
3,715 |
24,018 |
-117 |
Feb13 |
111006 |
4.784 |
4.801 |
4.750 |
4.794 |
+0.010 |
55 |
3,720 |
+41 |
Total Volume and Open Interest |
289,100 |
951,554 |
+12,844 |
Brent Crude Oil(ICE) |
Nov11 |
111006 |
102.65 |
105.88 |
101.53 |
105.73 |
+3.00 |
215,939 |
117,336 |
+865 |
Dec11 |
111006 |
101.25 |
104.35 |
100.00 |
104.20 |
+3.08 |
201,086 |
195,521 |
+1,098 |
Jan12 |
111006 |
99.90 |
103.26 |
99.06 |
103.11 |
+3.04 |
73,826 |
79,270 |
+6,114 |
Feb12 |
111006 |
99.27 |
102.53 |
98.50 |
102.41 |
+3.01 |
36,424 |
59,452 |
-4,051 |
Mar12 |
111006 |
98.66 |
101.96 |
98.02 |
101.87 |
+3.00 |
31,305 |
58,086 |
-3,541 |
Apr12 |
111006 |
98.70 |
101.59 |
97.75 |
101.53 |
+3.00 |
16,235 |
26,300 |
+1,198 |
May12 |
111006 |
98.46 |
101.38 |
97.58 |
101.31 |
+2.99 |
10,753 |
16,636 |
-288 |
Jun12 |
111006 |
98.30 |
101.20 |
97.36 |
101.13 |
+2.97 |
32,879 |
60,805 |
-869 |
Jul12 |
111006 |
98.81 |
100.97 |
97.76 |
100.97 |
+2.94 |
3,968 |
14,972 |
+42 |
Aug12 |
111006 |
100.80 |
100.80 |
100.80 |
100.80 |
+2.92 |
2,468 |
9,921 |
+552 |
Sep12 |
111006 |
100.59 |
100.59 |
100.59 |
100.59 |
+2.91 |
2,660 |
15,074 |
+159 |
Oct12 |
111006 |
100.39 |
100.39 |
100.39 |
100.39 |
+2.91 |
1,076 |
7,335 |
+23 |
Nov12 |
111006 |
100.18 |
100.18 |
100.18 |
100.18 |
+2.91 |
879 |
12,219 |
-27 |
Dec12 |
111006 |
96.76 |
100.00 |
96.30 |
99.95 |
+2.90 |
26,540 |
88,464 |
+1,527 |
Total Volume and Open Interest |
667,917 |
896,364 |
+2,341 |
Gas Oil(ICE) |
Oct11 |
111006 |
868.00 |
896.75 |
865.00 |
878.00 |
+10.00 |
55,915 |
70,553 |
-10,521 |
Nov11 |
111006 |
867.25 |
892.25 |
860.75 |
873.75 |
+9.75 |
111,338 |
117,715 |
-211 |
Dec11 |
111006 |
860.25 |
885.00 |
854.00 |
866.75 |
+9.50 |
84,795 |
85,990 |
+236 |
Jan12 |
111006 |
855.00 |
878.25 |
848.50 |
860.50 |
+8.75 |
46,782 |
53,210 |
-6,106 |
Feb12 |
111006 |
848.25 |
871.75 |
843.00 |
854.25 |
+8.25 |
20,826 |
41,157 |
+3,463 |
Mar12 |
111006 |
843.25 |
866.75 |
838.25 |
849.25 |
+7.75 |
11,830 |
30,089 |
-537 |
Apr12 |
111006 |
843.00 |
863.00 |
834.75 |
845.75 |
+8.00 |
5,244 |
17,507 |
-672 |
May12 |
111006 |
844.50 |
859.75 |
832.00 |
842.50 |
+8.25 |
4,739 |
16,243 |
+1,400 |
Jun12 |
111006 |
832.75 |
858.50 |
830.25 |
841.00 |
+8.25 |
11,820 |
39,277 |
-21 |
Jul12 |
111006 |
833.75 |
859.25 |
831.50 |
842.00 |
+8.25 |
1,445 |
12,454 |
+16 |
Total Volume and Open Interest |
364,560 |
571,551 |
-11,753 |
Ethanol(CBOT) |
Oct11 |
111005 |
2.517 |
2.520 |
2.496 |
2.520 |
+0.062 |
73 |
103 |
-30 |
Nov11 |
111006 |
2.514 |
2.514 |
2.487 |
2.492 |
+0.022 |
262 |
1,343 |
+20 |
Dec11 |
111006 |
2.399 |
2.411 |
2.397 |
2.403 |
+0.015 |
185 |
1,636 |
+22 |
Jan12 |
111006 |
2.300 |
2.300 |
2.279 |
2.287 |
+0.008 |
125 |
1,015 |
+54 |
Feb12 |
111006 |
2.253 |
2.253 |
2.235 |
2.239 |
+0.004 |
15 |
572 |
+3 |
Mar12 |
111006 |
2.268 |
2.268 |
2.256 |
2.257 |
-0.004 |
59 |
915 |
+22 |
Apr12 |
111006 |
2.285 |
2.285 |
2.280 |
2.281 |
-0.001 |
85 |
635 |
+25 |
May12 |
111006 |
2.304 |
2.315 |
2.300 |
2.308 |
-0.005 |
39 |
471 |
+15 |
Total Volume and Open Interest |
1,058 |
9,039 |
+167 |
WTI Crude Oil(ICE) |
Nov11 |
111006 |
79.54 |
82.90 |
79.06 |
82.59 |
+2.91 |
76,696 |
59,078 |
-3,407 |
Dec11 |
111006 |
79.75 |
83.05 |
79.22 |
82.80 |
+2.97 |
36,041 |
94,602 |
-920 |
Jan12 |
111006 |
79.72 |
83.04 |
79.33 |
82.93 |
+2.97 |
16,172 |
35,203 |
-276 |
Feb12 |
111006 |
79.90 |
83.30 |
79.63 |
83.09 |
+2.98 |
8,180 |
14,963 |
-493 |
Mar12 |
111006 |
81.42 |
83.37 |
80.27 |
83.24 |
+2.97 |
6,685 |
16,194 |
-79 |
Apr12 |
111006 |
80.80 |
83.39 |
80.61 |
83.39 |
+2.96 |
2,860 |
7,853 |
+733 |
May12 |
111006 |
81.56 |
83.56 |
80.12 |
83.56 |
+2.94 |
2,997 |
8,669 |
+536 |
Jun12 |
111006 |
81.83 |
83.75 |
80.28 |
83.75 |
+2.91 |
13,463 |
34,224 |
-951 |
Jul12 |
111006 |
82.11 |
83.95 |
81.19 |
83.95 |
+2.89 |
676 |
7,667 |
-55 |
Aug12 |
111006 |
84.13 |
84.13 |
84.13 |
84.13 |
+2.85 |
252 |
4,365 |
-40 |
Sep12 |
111006 |
84.34 |
84.34 |
84.34 |
84.34 |
+2.82 |
494 |
8,175 |
-129 |
Oct12 |
111006 |
84.59 |
84.59 |
84.59 |
84.59 |
+2.79 |
195 |
1,739 |
-10 |
Nov12 |
111006 |
84.88 |
84.88 |
84.88 |
84.88 |
+2.76 |
300 |
2,766 |
-1 |
Dec12 |
111006 |
83.30 |
85.32 |
81.90 |
85.19 |
+2.72 |
10,208 |
51,926 |
+470 |
Jan13 |
111006 |
85.32 |
85.32 |
85.32 |
85.32 |
+2.68 |
0 |
2,054 |
+0 |
Feb13 |
111006 |
85.43 |
85.43 |
85.43 |
85.43 |
+2.63 |
0 |
589 |
+0 |
Total Volume and Open Interest |
177,644 |
433,630 |
-3,199 |
US Dollar Index(ICE) |
Dec11 |
111006 |
79.460 |
79.980 |
78.935 |
79.088 |
-0.298 |
31,500 |
72,062 |
+63 |
Mar12 |
111006 |
79.875 |
79.875 |
79.470 |
79.543 |
-0.322 |
4 |
522 |
+2 |
Jun12 |
111006 |
80.003 |
80.003 |
80.003 |
80.003 |
-0.322 |
0 |
2 |
+0 |
Total Volume and Open Interest |
31,504 |
72,586 |
+65 |
Australian Dollar(CME) |
Dec11 |
111006 |
95.74 |
96.84 |
95.39 |
96.75 |
+1.09 |
166,930 |
104,697 |
+4,988 |
Mar12 |
111006 |
94.72 |
95.87 |
94.67 |
95.87 |
+1.07 |
38 |
154 |
+1 |
Jun12 |
111006 |
95.12 |
95.12 |
94.09 |
95.12 |
+1.03 |
0 |
21 |
+0 |
Total Volume and Open Interest |
166,968 |
105,005 |
+4,989 |
British Pound(CME) |
Dec11 |
111006 |
154.52 |
154.93 |
151.79 |
154.22 |
-0.36 |
121,034 |
176,148 |
+756 |
Mar12 |
111006 |
154.74 |
154.74 |
152.67 |
154.12 |
-0.36 |
34 |
101 |
+0 |
Jun12 |
111006 |
154.04 |
154.40 |
154.04 |
154.04 |
-0.36 |
0 |
3 |
+0 |
Total Volume and Open Interest |
121,068 |
176,256 |
+756 |
Canadian Dollar(CME) |
Dec11 |
111006 |
95.94 |
96.28 |
95.23 |
96.09 |
+0.35 |
131,574 |
101,975 |
+4,279 |
Mar12 |
111006 |
95.60 |
96.11 |
95.20 |
95.98 |
+0.34 |
231 |
4,473 |
+0 |
Jun12 |
111006 |
95.53 |
95.90 |
95.53 |
95.90 |
+0.28 |
126 |
1,097 |
+64 |
Sep12 |
111006 |
95.19 |
95.83 |
95.19 |
95.83 |
+0.24 |
15 |
425 |
+1 |
Total Volume and Open Interest |
131,959 |
108,078 |
+4,345 |
Japanese Yen(CME) |
Dec11 |
111006 |
130.36 |
130.76 |
130.25 |
130.66 |
+0.17 |
91,918 |
140,301 |
+5,990 |
Mar12 |
111006 |
130.79 |
130.91 |
130.72 |
130.91 |
+0.17 |
14 |
390 |
+0 |
Jun12 |
111006 |
131.17 |
131.17 |
131.00 |
131.17 |
+0.17 |
0 |
19 |
+0 |
Total Volume and Open Interest |
91,932 |
140,714 |
+5,990 |
Swiss Franc(CME) |
Dec11 |
111006 |
108.41 |
109.02 |
107.49 |
108.61 |
+0.20 |
27,646 |
24,799 |
+463 |
Mar12 |
111006 |
108.71 |
108.87 |
108.06 |
108.87 |
+0.20 |
16 |
620 |
+2 |
Jun12 |
111006 |
109.16 |
109.16 |
108.99 |
109.16 |
+0.17 |
0 |
4 |
+0 |
Total Volume and Open Interest |
27,662 |
25,429 |
+465 |
EuroFX(CME) |
Dec11 |
111006 |
133.45 |
134.45 |
132.35 |
134.17 |
+0.66 |
356,614 |
215,239 |
-3,339 |
Mar12 |
111006 |
133.29 |
134.50 |
132.40 |
134.17 |
+0.63 |
1,287 |
1,681 |
+259 |
Jun12 |
111006 |
134.18 |
134.18 |
133.59 |
134.18 |
+0.59 |
0 |
830 |
+0 |
Total Volume and Open Interest |
357,907 |
217,760 |
-3,079 |
Mexican Peso(CME) |
Oct11 |
111006 |
741.8 |
741.8 |
737.8 |
741.8 |
+4.0 |
|
|
|
Nov11 |
111006 |
740.0 |
740.0 |
736.0 |
740.0 |
+4.0 |
|
|
|
Total Volume and Open Interest |
39,562 |
88,721 |
-697 |
Brazilian Real(CME) |
Nov11 |
111006 |
555.90 |
555.90 |
542.00 |
555.90 |
+13.90 |
51 |
1,551 |
+51 |
Dec11 |
111006 |
537.80 |
554.90 |
537.00 |
553.00 |
+13.80 |
358 |
5,160 |
-60 |
Jan12 |
111006 |
550.10 |
550.10 |
536.40 |
550.10 |
+13.70 |
0 |
10,149 |
+0 |
Feb12 |
111006 |
547.25 |
547.25 |
533.65 |
547.25 |
+13.60 |
|
|
|
Total Volume and Open Interest |
409 |
32,181 |
-9 |
30-Year T-Bonds(CBOT) |
Dec11 |
111006 |
143~290 |
144~080 |
142~060 |
142~140 |
-1~040 |
298,410 |
623,891 |
-2,009 |
Mar12 |
111006 |
143~020 |
143~040 |
141~310 |
141~310 |
-1~050 |
247 |
1,059 |
+113 |
Jun12 |
111006 |
141~100 |
142~150 |
141~100 |
141~100 |
-1~050 |
|
|
|
Total Volume and Open Interest |
298,657 |
624,950 |
-1,896 |
10-Year T-Notes(CBOT) |
Dec11 |
111006 |
130~070 |
130~110 |
129~140 |
129~165 |
-0~190 |
1,078,879 |
1,488,209 |
+353 |
Mar12 |
111006 |
129~080 |
129~135 |
128~260 |
128~260 |
-0~195 |
360 |
8,800 |
+275 |
Jun12 |
111006 |
127~260 |
128~135 |
127~260 |
127~260 |
-0~195 |
|
|
|
Total Volume and Open Interest |
1,079,239 |
1,497,009 |
+628 |
5-Year T-Notes(CBOT) |
Dec11 |
111006 |
122~075 |
122~083 |
122~035 |
122~039 |
-0~028 |
529,713 |
1,216,690 |
-12,251 |
Mar12 |
111006 |
121~122 |
122~003 |
121~098 |
121~098 |
-0~033 |
|
|
|
Jun12 |
111006 |
120~122 |
121~027 |
120~122 |
120~122 |
-0~033 |
|
|
|
Total Volume and Open Interest |
529,713 |
1,216,690 |
-12,251 |
2 Year T-Notes(CBOT) |
Dec11 |
111006 |
110~013 |
110~015 |
110~009 |
110~010 |
-0~003 |
106,091 |
720,248 |
-14,850 |
Mar12 |
111006 |
110~008 |
110~011 |
110~008 |
110~008 |
-0~003 |
86 |
242 |
+83 |
Jun12 |
111006 |
109~088 |
110~056 |
109~074 |
109~088 |
+0~011 |
|
|
|
Total Volume and Open Interest |
106,177 |
720,490 |
-14,767 |
Eurodollars(CME) |
Dec11 |
111006 |
99.435 |
99.475 |
99.435 |
99.450 |
+0.015 |
193,088 |
1,076,580 |
+3,665 |
Mar12 |
111006 |
99.360 |
99.395 |
99.355 |
99.365 |
+0.005 |
242,087 |
1,043,759 |
-2,185 |
Jun12 |
111006 |
99.345 |
99.380 |
99.335 |
99.345 |
unch |
196,078 |
1,063,198 |
+2,020 |
Sep12 |
111006 |
99.345 |
99.375 |
99.325 |
99.335 |
-0.005 |
211,745 |
707,134 |
-16,645 |
Dec12 |
111006 |
99.335 |
99.365 |
99.310 |
99.320 |
-0.015 |
190,899 |
743,145 |
-2,999 |
Mar13 |
111006 |
99.325 |
99.350 |
99.290 |
99.300 |
-0.025 |
135,317 |
764,109 |
-694 |
Jun13 |
111006 |
99.260 |
99.280 |
99.215 |
99.230 |
-0.030 |
114,415 |
512,566 |
-1,210 |
Sep13 |
111006 |
99.155 |
99.175 |
99.105 |
99.120 |
-0.030 |
127,596 |
450,543 |
-6,702 |
Dec13 |
111006 |
99.000 |
99.015 |
98.940 |
98.955 |
-0.035 |
99,402 |
405,653 |
+3,582 |
Mar14 |
111006 |
98.845 |
98.865 |
98.775 |
98.800 |
-0.035 |
79,679 |
277,905 |
-4,702 |
Jun14 |
111006 |
98.670 |
98.690 |
98.595 |
98.620 |
-0.040 |
64,967 |
259,503 |
+563 |
Sep14 |
111006 |
98.490 |
98.510 |
98.405 |
98.430 |
-0.045 |
63,640 |
166,665 |
-3,167 |
Dec14 |
111006 |
98.305 |
98.325 |
98.220 |
98.240 |
-0.050 |
33,426 |
160,418 |
-5,590 |
Mar15 |
111006 |
98.140 |
98.155 |
98.040 |
98.065 |
-0.055 |
19,121 |
109,673 |
-777 |
Jun15 |
111006 |
6.220 |
6.240 |
6.125 |
6.145 |
-0.060 |
17,507 |
91,298 |
-1,217 |
Sep15 |
111006 |
6.060 |
6.090 |
5.965 |
5.985 |
-0.065 |
18,842 |
77,095 |
+1,248 |
Dec15 |
111006 |
5.920 |
5.935 |
5.805 |
5.825 |
-0.070 |
12,931 |
57,872 |
-465 |
Mar16 |
111006 |
5.790 |
5.815 |
5.680 |
5.700 |
-0.075 |
8,995 |
52,649 |
+335 |
Total Volume and Open Interest |
1,869,029 |
8,295,006 |
-33,099 |
30 Day Federal Funds(CBOT) |
Oct11 |
111006 |
99.918 |
99.920 |
99.915 |
99.918 |
+0.003 |
3,466 |
63,691 |
+340 |
Nov11 |
111006 |
99.915 |
99.920 |
99.910 |
99.915 |
unch |
4,551 |
61,193 |
+371 |
Dec11 |
111006 |
99.915 |
99.920 |
99.910 |
99.910 |
unch |
3,307 |
58,091 |
-890 |
Jan12 |
111006 |
99.900 |
99.905 |
99.890 |
99.895 |
-0.005 |
1,805 |
50,277 |
-62 |
Feb12 |
111006 |
99.890 |
99.890 |
99.875 |
99.880 |
-0.005 |
858 |
44,333 |
+384 |
Mar12 |
111006 |
99.885 |
99.885 |
99.870 |
99.870 |
-0.010 |
1,289 |
29,285 |
-185 |
Total Volume and Open Interest |
31,000 |
622,009 |
-1,040 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111006 |
99.690 |
99.690 |
99.690 |
99.690 |
+0.005 |
0 |
281 |
+0 |
Mar12 |
111006 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
0 |
300 |
+0 |
Jun12 |
111006 |
99.688 |
99.688 |
99.688 |
99.688 |
unch |
|
|
|
Sep12 |
111006 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Dec12 |
111006 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
|
|
|
Mar13 |
111006 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
|
|
|
Jun13 |
111006 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Sep13 |
111006 |
99.505 |
99.505 |
99.505 |
99.505 |
unch |
|
|
|
Dec13 |
111006 |
99.365 |
99.365 |
99.365 |
99.365 |
unch |
|
|
|
Mar14 |
111006 |
99.225 |
99.225 |
99.225 |
99.225 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111006 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
2,382 |
+0 |
Mar12 |
111006 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
2,128 |
+0 |
Jun12 |
111006 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
1,470 |
+0 |
Sep12 |
111006 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
610 |
+0 |
Dec12 |
111006 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
51 |
+0 |
Mar13 |
111006 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
1 |
+0 |
Jun13 |
111006 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
|
|
|
Sep13 |
111006 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,644 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111006 |
142.63 |
142.89 |
142.59 |
142.69 |
+0.02 |
2,124 |
23,895 |
+98 |
Mar12 |
111006 |
141.95 |
141.95 |
141.95 |
141.95 |
+0.02 |
0 |
4 |
+0 |
Jun12 |
111006 |
139.86 |
139.86 |
139.86 |
139.86 |
+0.02 |
|
|
|
Total Volume and Open Interest |
2,124 |
23,899 |
+98 |
Euro-Bund(EUREX) |
Dec11 |
111006 |
136.99 |
137.33 |
135.81 |
135.88 |
-1.18 |
956,613 |
884,167 |
-6,121 |
Mar12 |
111006 |
137.30 |
137.70 |
136.30 |
136.30 |
-1.27 |
238 |
446 |
+13 |
Jun12 |
111006 |
136.18 |
136.18 |
136.18 |
136.18 |
-1.18 |
58 |
0 |
+0 |
Total Volume and Open Interest |
956,909 |
884,613 |
-6,108 |
Euro-Bobl(EUREX) |
Dec11 |
111006 |
122.45 |
122.66 |
121.75 |
121.82 |
-0.64 |
432,295 |
707,216 |
+22,081 |
Mar12 |
111006 |
122.90 |
122.90 |
122.16 |
122.16 |
-0.72 |
0 |
12,945 |
+0 |
Jun12 |
111006 |
121.97 |
121.97 |
121.97 |
121.97 |
-0.64 |
|
|
|
Total Volume and Open Interest |
432,295 |
720,161 |
+22,081 |
3-Mth Euribor(EUREX) |
Dec11 |
111006 |
98.765 |
98.810 |
98.640 |
98.650 |
-0.105 |
3 |
1,890 |
+3 |
Mar12 |
111006 |
98.900 |
98.915 |
98.765 |
98.765 |
-0.125 |
250 |
2,313 |
-150 |
Jun12 |
111006 |
98.950 |
98.990 |
98.795 |
98.795 |
-0.140 |
0 |
1,019 |
+0 |
Total Volume and Open Interest |
425 |
8,499 |
-314 |
Long Gilt(LIFFE) |
Dec11 |
111006 |
130~01 |
131~16 |
129~05 |
129~12 |
-0~26 |
129,866 |
331,790 |
-9,929 |
Mar12 |
111006 |
129~18 |
129~18 |
129~18 |
129~18 |
-0~26 |
|
|
|
Total Volume and Open Interest |
129,866 |
331,790 |
-9,929 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111006 |
98.97 |
99.08 |
98.96 |
98.97 |
unch |
46,677 |
350,034 |
-6,511 |
Mar12 |
111006 |
98.99 |
99.12 |
98.96 |
98.97 |
-0.02 |
54,408 |
389,957 |
-4,668 |
Jun12 |
111006 |
99.01 |
99.14 |
98.95 |
98.96 |
-0.05 |
47,455 |
218,871 |
+918 |
Sep12 |
111006 |
99.03 |
99.13 |
98.93 |
98.94 |
-0.08 |
55,851 |
257,509 |
+8,611 |
Dec12 |
111006 |
99.01 |
99.08 |
98.88 |
98.90 |
-0.09 |
44,333 |
232,253 |
-6,279 |
Mar13 |
111006 |
99.00 |
99.06 |
98.83 |
98.86 |
-0.11 |
29,152 |
162,851 |
-2,837 |
Total Volume and Open Interest |
357,177 |
2,015,971 |
-3,399 |
3-Mth Euribor(LIFFE) |
Dec11 |
111006 |
98.755 |
98.825 |
98.635 |
98.650 |
-0.105 |
192,248 |
748,176 |
-7,102 |
Mar12 |
111006 |
98.890 |
98.970 |
98.750 |
98.765 |
-0.125 |
104,107 |
529,601 |
+3,685 |
Jun12 |
111006 |
98.940 |
99.025 |
98.775 |
98.795 |
-0.140 |
108,885 |
352,947 |
-9,823 |
Total Volume and Open Interest |
819,416 |
3,343,848 |
+5,030 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111006 |
95.80 |
95.80 |
95.72 |
95.74 |
-0.07 |
18,793 |
223,143 |
-4,088 |
Mar12 |
111006 |
96.35 |
96.35 |
96.25 |
96.26 |
-0.09 |
13,989 |
194,507 |
-1,713 |
Jun12 |
111006 |
96.44 |
96.44 |
96.35 |
96.36 |
-0.08 |
8,090 |
116,043 |
-1,117 |
Sep12 |
111006 |
96.40 |
96.40 |
96.29 |
96.32 |
-0.08 |
2,423 |
78,677 |
-1,086 |
Dec12 |
111006 |
96.29 |
96.29 |
96.22 |
96.24 |
-0.08 |
1,674 |
44,190 |
-777 |
Mar13 |
111006 |
96.19 |
96.20 |
96.14 |
96.16 |
-0.08 |
900 |
43,153 |
-246 |
Jun13 |
111006 |
96.12 |
96.14 |
96.04 |
96.07 |
-0.08 |
2,182 |
31,553 |
+369 |
Sep13 |
111006 |
96.00 |
96.02 |
95.96 |
95.96 |
-0.09 |
1,139 |
12,011 |
+753 |
Dec13 |
111006 |
95.87 |
95.89 |
95.83 |
95.83 |
-0.10 |
131 |
2,813 |
+121 |
Mar14 |
111006 |
95.70 |
95.70 |
95.70 |
95.70 |
-0.11 |
0 |
406 |
+0 |
Total Volume and Open Interest |
49,321 |
746,562 |
-7,784 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111006 |
95.92 |
95.92 |
95.81 |
95.82 |
-0.09 |
29,861 |
343,221 |
-30,805 |
Mar12 |
111006 |
95.82 |
95.82 |
95.82 |
95.82 |
-0.09 |
|
|
|
Total Volume and Open Interest |
29,861 |
343,221 |
-30,805 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111006 |
96.56 |
96.57 |
96.47 |
96.48 |
-0.09 |
87,496 |
482,562 |
-45,115 |
Mar12 |
111006 |
96.48 |
96.48 |
96.48 |
96.48 |
-0.09 |
|
|
|
Total Volume and Open Interest |
87,496 |
482,562 |
-45,115 |
Gold(CMX) |
Oct11 |
111006 |
1642.6 |
1654.7 |
1638.5 |
1651.9 |
+11.6 |
114 |
866 |
-4 |
Dec11 |
111006 |
1643.5 |
1657.0 |
1633.2 |
1653.2 |
+11.6 |
154,703 |
270,305 |
-3,774 |
Feb12 |
111006 |
1645.6 |
1658.1 |
1636.0 |
1655.1 |
+11.7 |
5,230 |
45,504 |
-884 |
Apr12 |
111006 |
1647.0 |
1657.5 |
1639.5 |
1656.7 |
+11.7 |
1,025 |
11,634 |
+194 |
Jun12 |
111006 |
1648.5 |
1660.2 |
1640.4 |
1658.3 |
+11.7 |
143 |
16,824 |
+48 |
Aug12 |
111006 |
1652.5 |
1662.9 |
1646.1 |
1660.1 |
+11.7 |
87 |
7,303 |
+26 |
Oct12 |
111006 |
1653.1 |
1663.4 |
1652.6 |
1661.9 |
+11.7 |
160 |
5,003 |
+137 |
Dec12 |
111006 |
1654.0 |
1664.4 |
1650.0 |
1664.2 |
+11.8 |
253 |
15,443 |
-131 |
Feb13 |
111006 |
1666.4 |
1666.4 |
1666.4 |
1666.4 |
+11.8 |
52 |
3,387 |
+2 |
Apr13 |
111006 |
1657.7 |
1669.0 |
1657.7 |
1669.0 |
+11.8 |
0 |
327 |
+0 |
Jun13 |
111006 |
1672.0 |
1672.0 |
1672.0 |
1672.0 |
+11.8 |
125 |
13,087 |
-25 |
Aug13 |
111006 |
1675.2 |
1675.2 |
1675.2 |
1675.2 |
+11.9 |
|
|
|
Total Volume and Open Interest |
163,093 |
432,816 |
-4,104 |
Silver(CMX) |
Dec11 |
111006 |
3051.0 |
3221.0 |
3024.0 |
3200.5 |
+165.3 |
48,592 |
61,157 |
-1,201 |
Mar12 |
111006 |
3038.5 |
3224.5 |
3038.5 |
3204.4 |
+165.4 |
3,603 |
9,446 |
+299 |
May12 |
111006 |
3203.0 |
3207.5 |
3203.0 |
3206.2 |
+165.4 |
177 |
2,829 |
+43 |
Jul12 |
111006 |
3090.0 |
3207.0 |
3090.0 |
3207.0 |
+165.4 |
195 |
2,355 |
+61 |
Sep12 |
111006 |
3150.0 |
3216.0 |
3150.0 |
3205.5 |
+165.6 |
63 |
874 |
+41 |
Dec12 |
111006 |
3073.5 |
3203.8 |
3073.5 |
3203.8 |
+165.6 |
440 |
10,345 |
+90 |
Mar13 |
111006 |
3197.6 |
3197.6 |
3197.6 |
3197.6 |
+166.0 |
0 |
751 |
+0 |
Total Volume and Open Interest |
53,370 |
100,552 |
-550 |
Platinum(NYMEX) |
Oct11 |
111006 |
1507.3 |
1507.5 |
1498.0 |
1503.8 |
+25.8 |
64 |
151 |
-788 |
Jan12 |
111006 |
1492.0 |
1525.0 |
1471.3 |
1508.1 |
+25.2 |
11,007 |
35,172 |
+541 |
Apr12 |
111006 |
1487.1 |
1518.4 |
1487.1 |
1511.9 |
+25.1 |
155 |
2,701 |
+47 |
Jul12 |
111006 |
1514.9 |
1514.9 |
1514.9 |
1514.9 |
+25.1 |
1 |
35 |
-1 |
Total Volume and Open Interest |
11,232 |
38,197 |
-204 |
Palladium(NYMEX) |
Dec11 |
111006 |
575.95 |
607.75 |
571.05 |
598.80 |
+28.45 |
5,931 |
18,715 |
-502 |
Mar12 |
111006 |
585.20 |
599.75 |
585.20 |
599.75 |
+28.60 |
11 |
284 |
-3 |
Jun12 |
111006 |
600.75 |
600.75 |
600.75 |
600.75 |
+28.60 |
0 |
9 |
+0 |
Total Volume and Open Interest |
5,942 |
19,011 |
-505 |
Copper(CMX) |
Dec11 |
111006 |
312.70 |
328.05 |
311.85 |
324.65 |
+14.05 |
59,890 |
74,758 |
+1,014 |
Mar12 |
111006 |
314.05 |
329.75 |
314.05 |
326.65 |
+14.05 |
3,112 |
29,600 |
+665 |
May12 |
111006 |
328.15 |
330.65 |
327.35 |
327.90 |
+14.05 |
672 |
8,560 |
+233 |
Jul12 |
111006 |
329.25 |
329.25 |
328.80 |
328.80 |
+14.05 |
85 |
1,790 |
-7 |
Sep12 |
111006 |
318.85 |
330.30 |
318.80 |
329.60 |
+14.05 |
26 |
981 |
+19 |
Total Volume and Open Interest |
64,691 |
123,350 |
+1,851 |
DJIA Index(CBOT) |
Dec11 |
111006 |
10830 |
11060 |
10785 |
11046 |
+208 |
489 |
12,458 |
+117 |
Mar12 |
111006 |
10970 |
10970 |
10762 |
10970 |
+208 |
0 |
21 |
+0 |
Jun12 |
111006 |
10900 |
10900 |
10692 |
10900 |
+208 |
|
|
|
Sep12 |
111006 |
10837 |
10837 |
10629 |
10837 |
+208 |
|
|
|
Total Volume and Open Interest |
489 |
12,479 |
+117 |
E-mini DJIA Index(CBOT) |
Dec11 |
111006 |
10836 |
11065 |
10787 |
11046 |
+208 |
159,598 |
73,454 |
-2,355 |
Mar12 |
111006 |
10880 |
10977 |
10880 |
10970 |
+208 |
48 |
132 |
-6 |
Jun12 |
111006 |
10900 |
10900 |
10900 |
10900 |
+208 |
1 |
2 |
+0 |
Sep12 |
111006 |
10837 |
10837 |
10837 |
10837 |
+208 |
0 |
10 |
+0 |
Total Volume and Open Interest |
159,647 |
73,598 |
-2,361 |
S & P 500(CME) |
Dec11 |
111006 |
1135.50 |
1160.50 |
1129.20 |
1157.60 |
+22.60 |
12,700 |
293,814 |
+1,004 |
Mar12 |
111006 |
1130.00 |
1154.60 |
1124.50 |
1151.30 |
+22.70 |
11 |
3,295 |
+6 |
Jun12 |
111006 |
1146.10 |
1149.40 |
1119.40 |
1146.10 |
+22.70 |
0 |
654 |
-2 |
Sep12 |
111006 |
1140.10 |
1143.40 |
1113.40 |
1140.10 |
+22.70 |
|
|
|
Total Volume and Open Interest |
12,711 |
297,863 |
+1,008 |
S & P 500 E-Mini(Globex) |
Dec11 |
111006 |
1135.00 |
1160.50 |
1129.00 |
1157.50 |
+22.50 |
3,039,981 |
3,115,881 |
-23,728 |
Mar12 |
111006 |
1128.25 |
1153.50 |
1123.50 |
1151.25 |
+22.75 |
2,767 |
3,816 |
-22 |
Total Volume and Open Interest |
3,042,751 |
3,119,793 |
-23,750 |
NASDAQ 100(CME) |
Dec11 |
111006 |
2170.00 |
2215.00 |
2149.50 |
2204.80 |
+37.30 |
2,039 |
15,910 |
+544 |
Mar12 |
111006 |
2201.30 |
2205.00 |
2201.30 |
2201.30 |
+37.30 |
|
|
|
Jun12 |
111006 |
2198.30 |
2201.00 |
2198.30 |
2198.30 |
+37.30 |
|
|
|
Total Volume and Open Interest |
2,039 |
15,910 |
+544 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111006 |
2167.30 |
2213.80 |
2148.50 |
2204.80 |
+37.30 |
402,321 |
313,116 |
-9,501 |
Mar12 |
111006 |
2156.50 |
2201.30 |
2156.50 |
2201.30 |
+37.30 |
12 |
245 |
-1 |
Total Volume and Open Interest |
402,333 |
313,364 |
-9,502 |
S & P Midcap 400(CME) |
Dec11 |
111006 |
804.50 |
810.00 |
784.00 |
809.10 |
+24.20 |
0 |
4,716 |
-182 |
Mar12 |
111006 |
807.10 |
807.90 |
807.10 |
807.10 |
+24.20 |
|
|
|
Jun12 |
111006 |
805.10 |
805.90 |
805.10 |
805.10 |
+24.20 |
|
|
|
Total Volume and Open Interest |
0 |
4,716 |
-182 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111006 |
8505 |
8620 |
8505 |
8605 |
+80 |
6,392 |
25,674 |
+195 |
Mar12 |
111006 |
8605 |
8605 |
8525 |
8605 |
+80 |
2 |
8 |
+0 |
Total Volume and Open Interest |
6,394 |
25,682 |
+195 |
Nikkei 225(SGX) |
Dec11 |
111006 |
8420 |
8550 |
8375 |
8545 |
+145 |
152,973 |
186,447 |
+4,794 |
Mar12 |
111006 |
8480 |
8535 |
8480 |
8535 |
+145 |
22 |
3,808 |
+1 |
Jun12 |
111006 |
8460 |
8460 |
8460 |
8460 |
+145 |
0 |
18 |
+0 |
Total Volume and Open Interest |
159,489 |
205,036 |
+5,742 |
CAC 40(EURONEXT) |
Oct11 |
111006 |
2988.0 |
3091.5 |
2988.0 |
3075.5 |
+99.0 |
134,429 |
294,020 |
-1,123 |
Nov11 |
111006 |
2986.5 |
3075.5 |
2986.5 |
3069.0 |
+98.5 |
373 |
4,307 |
+343 |
Dec11 |
111006 |
2999.5 |
3079.0 |
2993.0 |
3067.5 |
+100.0 |
274 |
30,223 |
+237 |
Total Volume and Open Interest |
135,076 |
328,554 |
-543 |
Hang Seng Index(HKFE) |
Oct11 |
111006 |
16946 |
17220 |
16823 |
17209 |
+952 |
124,571 |
92,691 |
+1,508 |
Nov11 |
111006 |
16856 |
17180 |
16789 |
17176 |
+953 |
1,487 |
1,584 |
+853 |
Dec11 |
111006 |
16900 |
17165 |
16780 |
17165 |
+951 |
974 |
8,370 |
+305 |
Total Volume and Open Interest |
127,303 |
103,283 |
+2,648 |
DAX(EUREX) |
Dec11 |
111006 |
5493.0 |
5689.5 |
5464.0 |
5645.5 |
+173.5 |
192,712 |
175,402 |
-4,697 |
Mar12 |
111006 |
5515.0 |
5700.0 |
5491.0 |
5657.0 |
+174.5 |
883 |
6,569 |
+397 |
Jun12 |
111006 |
5546.5 |
5705.0 |
5546.5 |
5680.0 |
+176.0 |
81 |
458 |
+61 |
Total Volume and Open Interest |
193,676 |
182,429 |
-4,239 |
FT-SE 100(EURONEXT) |
Dec11 |
111006 |
5104.50 |
5300.00 |
5087.50 |
5255.50 |
+181.00 |
154,089 |
629,736 |
-11,379 |
Mar12 |
111006 |
5159.50 |
5229.00 |
5128.50 |
5220.50 |
+181.00 |
10 |
944 |
+5 |
Jun12 |
111006 |
5129.50 |
5192.00 |
5129.50 |
5181.50 |
+181.00 |
0 |
525 |
+0 |
Total Volume and Open Interest |
154,099 |
631,205 |
-11,374 |
SPI 200(SFE) |
Dec11 |
111006 |
3944.0 |
4078.0 |
3926.0 |
4065.0 |
+130.0 |
55,615 |
203,681 |
-9,280 |
Mar12 |
111006 |
3930.0 |
4040.0 |
3930.0 |
4040.0 |
+131.0 |
7 |
2,281 |
-3 |
Jun12 |
111006 |
4045.0 |
4045.0 |
4045.0 |
4045.0 |
+133.0 |
312 |
1,180 |
+182 |
Total Volume and Open Interest |
56,623 |
209,971 |
-8,726 |
GSCI(CME) |
Oct11 |
111006 |
596.50 |
606.00 |
590.00 |
606.00 |
+14.00 |
915 |
8,567 |
-489 |
Nov11 |
111006 |
596.50 |
606.00 |
590.00 |
606.00 |
+14.00 |
596 |
601 |
+596 |
Dec11 |
111006 |
608.00 |
608.00 |
592.00 |
608.00 |
+14.00 |
0 |
7 |
+0 |
Total Volume and Open Interest |
1,511 |
9,175 |
+107 |
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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