|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri October 07, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111007 |
1163.25 |
1170.00 |
1152.25 |
1158.25 |
-5.50 |
113,464 |
242,482 |
-5,255 |
Jan12 |
111007 |
1175.75 |
1181.75 |
1164.25 |
1170.00 |
-5.75 |
29,980 |
117,783 |
+3,116 |
Mar12 |
111007 |
1184.75 |
1190.75 |
1173.50 |
1179.25 |
-5.75 |
16,383 |
55,343 |
+2,082 |
May12 |
111007 |
1193.50 |
1199.00 |
1182.25 |
1187.25 |
-6.50 |
8,153 |
62,561 |
+1,083 |
Jul12 |
111007 |
1200.00 |
1207.00 |
1191.75 |
1195.25 |
-6.50 |
5,974 |
43,837 |
+974 |
Aug12 |
111007 |
1202.25 |
1202.25 |
1192.50 |
1192.50 |
-7.00 |
14 |
460 |
+0 |
Sep12 |
111007 |
1185.00 |
1190.00 |
1182.00 |
1182.00 |
-8.00 |
28 |
322 |
+0 |
Nov12 |
111007 |
1182.75 |
1188.50 |
1173.25 |
1175.00 |
-7.75 |
8,270 |
39,056 |
+2,043 |
Jan13 |
111007 |
1183.75 |
1191.50 |
1183.75 |
1183.75 |
-7.75 |
19 |
10,233 |
-11 |
Mar13 |
111007 |
1189.50 |
1197.25 |
1189.50 |
1189.50 |
-7.75 |
0 |
158 |
+0 |
May13 |
111007 |
1190.75 |
1198.50 |
1190.75 |
1190.75 |
-7.75 |
16 |
54 |
+6 |
Jul13 |
111007 |
1200.00 |
1203.25 |
1195.50 |
1195.50 |
-7.75 |
54 |
193 |
-27 |
Aug13 |
111007 |
1192.00 |
1199.75 |
1192.00 |
1192.00 |
-7.75 |
|
|
|
Sep13 |
111007 |
1176.00 |
1183.75 |
1176.00 |
1176.00 |
-7.75 |
|
|
|
Total Volume and Open Interest |
182,427 |
573,983 |
+4,015 |
Soybean Meal(CBOT) |
Oct11 |
111007 |
300.50 |
302.10 |
297.50 |
300.10 |
+0.40 |
1,956 |
1,419 |
-344 |
Dec11 |
111007 |
304.50 |
306.40 |
300.90 |
304.30 |
+0.20 |
43,170 |
101,024 |
+1,812 |
Jan12 |
111007 |
306.50 |
308.60 |
303.30 |
306.60 |
+0.10 |
3,266 |
20,133 |
-24 |
Mar12 |
111007 |
311.30 |
312.30 |
307.00 |
310.20 |
-0.20 |
3,499 |
20,401 |
+549 |
May12 |
111007 |
313.60 |
314.70 |
310.00 |
312.60 |
-0.20 |
2,652 |
15,143 |
+213 |
Jul12 |
111007 |
315.70 |
317.90 |
312.70 |
315.80 |
+0.10 |
3,766 |
14,107 |
+811 |
Aug12 |
111007 |
316.20 |
318.50 |
313.50 |
316.30 |
+0.10 |
367 |
2,425 |
+132 |
Sep12 |
111007 |
315.30 |
318.80 |
314.00 |
315.40 |
+0.10 |
380 |
2,611 |
+162 |
Oct12 |
111007 |
313.00 |
315.10 |
310.60 |
310.60 |
-0.20 |
112 |
1,837 |
+62 |
Dec12 |
111007 |
312.50 |
315.60 |
311.10 |
311.80 |
-1.20 |
1,019 |
7,532 |
+350 |
Total Volume and Open Interest |
60,244 |
188,109 |
+3,738 |
Soybean Oil(CBOT) |
Oct11 |
111007 |
48.95 |
49.31 |
48.90 |
49.07 |
+0.15 |
1,898 |
1,391 |
-503 |
Dec11 |
111007 |
49.32 |
49.65 |
48.97 |
49.32 |
+0.18 |
50,161 |
146,333 |
-1,039 |
Jan12 |
111007 |
49.63 |
49.93 |
49.35 |
49.61 |
+0.18 |
10,155 |
41,523 |
+266 |
Mar12 |
111007 |
50.13 |
50.26 |
49.66 |
49.95 |
+0.19 |
6,329 |
40,611 |
+309 |
May12 |
111007 |
50.12 |
50.43 |
49.86 |
50.17 |
+0.21 |
3,461 |
24,522 |
+382 |
Jul12 |
111007 |
50.23 |
50.63 |
50.05 |
50.39 |
+0.20 |
2,563 |
18,223 |
+553 |
Aug12 |
111007 |
50.35 |
50.62 |
50.19 |
50.44 |
+0.20 |
233 |
2,359 |
-6 |
Sep12 |
111007 |
50.35 |
50.59 |
50.19 |
50.39 |
+0.20 |
318 |
2,547 |
+144 |
Oct12 |
111007 |
50.00 |
50.77 |
49.97 |
50.20 |
+0.21 |
108 |
2,444 |
+49 |
Dec12 |
111007 |
50.00 |
50.46 |
49.90 |
50.17 |
+0.22 |
766 |
9,812 |
+333 |
Total Volume and Open Interest |
75,992 |
289,774 |
+488 |
Canola(WCE) |
Nov11 |
111007 |
524.5 |
524.5 |
516.1 |
518.6 |
-4.2 |
5,967 |
49,102 |
+1,575 |
Jan12 |
111007 |
533.0 |
533.0 |
526.2 |
528.5 |
-4.3 |
3,980 |
69,686 |
+605 |
Mar12 |
111007 |
539.5 |
541.1 |
535.4 |
537.6 |
-4.1 |
1,252 |
22,619 |
+375 |
May12 |
111007 |
547.2 |
547.2 |
540.7 |
543.3 |
-4.5 |
627 |
12,311 |
-423 |
Jul12 |
111007 |
551.3 |
551.3 |
547.9 |
548.7 |
-4.3 |
88 |
5,396 |
+36 |
Total Volume and Open Interest |
11,953 |
169,969 |
+2,173 |
Corn(CBOT) |
Dec11 |
111007 |
605.50 |
607.50 |
596.25 |
600.00 |
-5.50 |
161,053 |
594,490 |
+3,675 |
Mar12 |
111007 |
618.50 |
620.00 |
608.75 |
612.75 |
-5.50 |
37,637 |
250,476 |
+1,021 |
May12 |
111007 |
626.00 |
626.00 |
616.50 |
620.25 |
-5.25 |
14,628 |
76,188 |
+1,987 |
Jul12 |
111007 |
631.00 |
631.00 |
621.00 |
624.25 |
-5.75 |
16,835 |
106,026 |
+1,802 |
Sep12 |
111007 |
599.00 |
599.25 |
590.50 |
593.25 |
-6.00 |
1,996 |
29,442 |
+208 |
Dec12 |
111007 |
574.00 |
575.00 |
567.50 |
568.00 |
-7.00 |
6,910 |
109,018 |
+226 |
Mar13 |
111007 |
580.00 |
586.50 |
579.50 |
579.50 |
-7.00 |
79 |
29,598 |
-20 |
May13 |
111007 |
591.75 |
593.50 |
586.50 |
586.50 |
-7.00 |
12 |
1,038 |
-4 |
Jul13 |
111007 |
593.75 |
598.50 |
591.50 |
591.50 |
-7.00 |
14 |
1,167 |
+7 |
Sep13 |
111007 |
573.00 |
579.00 |
573.00 |
573.00 |
-6.00 |
0 |
225 |
+0 |
Total Volume and Open Interest |
239,341 |
1,210,729 |
+8,930 |
Wheat(CBOT) |
Dec11 |
111007 |
615.00 |
623.00 |
606.00 |
607.50 |
-8.50 |
53,310 |
213,873 |
+3,375 |
Mar12 |
111007 |
652.50 |
657.75 |
642.25 |
644.00 |
-8.50 |
6,670 |
89,809 |
+420 |
May12 |
111007 |
676.75 |
681.25 |
667.50 |
668.50 |
-8.75 |
2,476 |
28,508 |
+449 |
Jul12 |
111007 |
692.00 |
693.00 |
678.50 |
681.00 |
-8.00 |
2,994 |
56,524 |
+491 |
Sep12 |
111007 |
699.50 |
700.00 |
697.00 |
699.50 |
-7.75 |
94 |
2,979 |
-18 |
Dec12 |
111007 |
730.00 |
734.75 |
720.50 |
721.75 |
-9.25 |
1,162 |
27,503 |
+256 |
Total Volume and Open Interest |
66,743 |
422,735 |
+4,981 |
Wheat(KCBT) |
Dec11 |
111007 |
697.00 |
703.25 |
681.25 |
684.50 |
-13.25 |
7,371 |
70,695 |
-584 |
Mar12 |
111007 |
712.25 |
717.75 |
697.50 |
700.50 |
-13.00 |
2,611 |
44,241 |
+720 |
May12 |
111007 |
724.25 |
726.50 |
707.00 |
709.00 |
-13.75 |
364 |
7,911 |
+7 |
Jul12 |
111007 |
731.00 |
731.00 |
714.50 |
716.75 |
-11.75 |
1,709 |
29,543 |
+250 |
Sep12 |
111007 |
743.75 |
743.75 |
728.75 |
730.50 |
-11.50 |
175 |
2,430 |
+29 |
Dec12 |
111007 |
760.00 |
760.75 |
752.00 |
754.25 |
-11.50 |
195 |
2,597 |
+84 |
Total Volume and Open Interest |
12,425 |
157,710 |
+506 |
Wheat(MGE) |
Dec11 |
111007 |
897.00 |
937.50 |
896.00 |
919.50 |
+24.50 |
2,182 |
13,213 |
-410 |
Mar12 |
111007 |
835.50 |
854.50 |
835.00 |
839.50 |
+4.00 |
2,110 |
13,822 |
+212 |
May12 |
111007 |
817.00 |
829.50 |
816.50 |
820.00 |
+4.00 |
832 |
4,694 |
+81 |
Jul12 |
111007 |
805.50 |
812.25 |
803.25 |
806.50 |
+2.50 |
614 |
5,110 |
+51 |
Sep12 |
111007 |
786.00 |
790.25 |
782.00 |
785.50 |
+0.50 |
243 |
2,646 |
+127 |
Total Volume and Open Interest |
6,080 |
41,274 |
+99 |
Oats(CBOT) |
Dec11 |
111007 |
325.00 |
325.50 |
316.50 |
321.00 |
-3.50 |
635 |
12,887 |
-131 |
Mar12 |
111007 |
335.00 |
335.75 |
327.75 |
331.50 |
-4.00 |
91 |
2,514 |
+38 |
May12 |
111007 |
337.50 |
341.50 |
337.50 |
337.50 |
-4.00 |
11 |
210 |
+3 |
Jul12 |
111007 |
343.50 |
347.50 |
343.50 |
343.50 |
-4.00 |
1 |
6 |
+0 |
Total Volume and Open Interest |
739 |
15,674 |
-89 |
Rough Rice(CBOT) |
Nov11 |
111007 |
15.90 |
15.97 |
15.61 |
15.62 |
-0.31 |
866 |
9,211 |
-319 |
Jan12 |
111007 |
16.25 |
16.25 |
15.92 |
15.93 |
-0.31 |
476 |
5,705 |
+187 |
Mar12 |
111007 |
16.52 |
16.52 |
16.24 |
16.24 |
-0.31 |
353 |
2,137 |
+235 |
May12 |
111007 |
16.80 |
16.80 |
16.51 |
16.51 |
-0.30 |
7 |
258 |
+0 |
Total Volume and Open Interest |
1,733 |
17,530 |
+124 |
Live Cattle(CME) |
Oct11 |
111007 |
122.300 |
122.430 |
121.430 |
121.980 |
-0.370 |
7,389 |
31,947 |
-1,500 |
Dec11 |
111007 |
122.300 |
122.600 |
121.450 |
121.850 |
-0.550 |
21,475 |
157,218 |
+1,847 |
Feb12 |
111007 |
123.180 |
123.550 |
122.700 |
123.200 |
-0.030 |
7,497 |
71,967 |
+1,212 |
Apr12 |
111007 |
126.300 |
126.900 |
126.035 |
126.750 |
+0.300 |
5,617 |
54,249 |
+1,278 |
Jun12 |
111007 |
123.750 |
124.250 |
123.385 |
124.250 |
+0.400 |
1,427 |
22,344 |
+403 |
Aug12 |
111007 |
122.785 |
123.300 |
122.700 |
123.200 |
+0.350 |
293 |
4,094 |
+114 |
Total Volume and Open Interest |
43,805 |
344,258 |
+3,390 |
Feeder Cattle(CME) |
Oct11 |
111007 |
139.100 |
140.150 |
138.880 |
139.630 |
+0.530 |
953 |
6,133 |
-432 |
Nov11 |
111007 |
141.400 |
142.685 |
141.235 |
142.350 |
+0.775 |
2,691 |
13,307 |
-313 |
Jan12 |
111007 |
144.000 |
145.250 |
144.000 |
144.685 |
+0.305 |
1,941 |
9,051 |
+5 |
Mar12 |
111007 |
144.500 |
145.600 |
144.325 |
145.435 |
+0.685 |
917 |
3,558 |
+296 |
Apr12 |
111007 |
145.000 |
145.800 |
145.000 |
145.750 |
+0.600 |
28 |
764 |
+3 |
May12 |
111007 |
145.500 |
146.150 |
145.500 |
146.150 |
+0.900 |
38 |
762 |
+9 |
Aug12 |
111007 |
146.350 |
147.050 |
146.285 |
147.050 |
+0.815 |
27 |
778 |
-6 |
Total Volume and Open Interest |
6,595 |
34,364 |
-438 |
Lean Hogs(CME) |
Oct11 |
111007 |
94.600 |
94.850 |
94.150 |
94.680 |
-0.070 |
3,815 |
15,579 |
-58 |
Dec11 |
111007 |
88.830 |
89.900 |
88.800 |
89.400 |
+0.170 |
17,559 |
102,487 |
+500 |
Feb12 |
111007 |
91.385 |
92.330 |
91.385 |
91.750 |
+0.215 |
5,466 |
60,024 |
+626 |
Apr12 |
111007 |
93.900 |
94.480 |
93.580 |
94.230 |
+0.330 |
4,721 |
45,200 |
+808 |
May12 |
111007 |
97.700 |
98.100 |
97.600 |
98.100 |
+0.500 |
79 |
1,468 |
+24 |
Jun12 |
111007 |
99.750 |
100.800 |
99.430 |
100.400 |
+0.700 |
1,851 |
24,818 |
+828 |
Jul12 |
111007 |
98.100 |
98.250 |
97.950 |
98.230 |
+0.030 |
484 |
6,781 |
+227 |
Aug12 |
111007 |
96.100 |
96.200 |
95.680 |
96.150 |
-0.250 |
673 |
7,004 |
+422 |
Total Volume and Open Interest |
35,105 |
268,252 |
+3,612 |
Class III Milk(CME) |
Oct11 |
111007 |
17.85 |
18.05 |
17.85 |
18.03 |
+0.11 |
274 |
5,257 |
-78 |
Nov11 |
111007 |
17.25 |
17.96 |
17.19 |
17.87 |
+0.66 |
584 |
5,256 |
-131 |
Dec11 |
111007 |
16.61 |
17.10 |
16.58 |
16.92 |
+0.30 |
274 |
4,741 |
-127 |
Jan12 |
111007 |
16.24 |
16.55 |
16.24 |
16.44 |
+0.21 |
109 |
2,218 |
-9 |
Feb12 |
111007 |
16.10 |
16.24 |
16.07 |
16.15 |
+0.08 |
45 |
1,927 |
+20 |
Total Volume and Open Interest |
1,413 |
30,319 |
-263 |
Cocoa(ICE) |
Dec11 |
111007 |
2683 |
2691 |
2628 |
2652 |
-8 |
14,905 |
73,065 |
-778 |
Mar12 |
111007 |
2719 |
2719 |
2655 |
2679 |
-7 |
6,814 |
59,662 |
+546 |
May12 |
111007 |
2705 |
2727 |
2667 |
2691 |
-6 |
1,695 |
20,737 |
+938 |
Jul12 |
111007 |
2720 |
2744 |
2688 |
2708 |
-5 |
340 |
9,649 |
+208 |
Sep12 |
111007 |
2753 |
2757 |
2699 |
2723 |
-7 |
391 |
10,912 |
+238 |
Dec12 |
111007 |
2711 |
2735 |
2711 |
2735 |
-5 |
209 |
9,721 |
+181 |
Mar13 |
111007 |
2755 |
2755 |
2755 |
2755 |
-5 |
12 |
2,641 |
+10 |
Total Volume and Open Interest |
24,372 |
188,501 |
+1,343 |
Coffee "C"(ICE) |
Dec11 |
111007 |
235.65 |
236.00 |
223.65 |
224.35 |
-10.05 |
11,438 |
67,897 |
-801 |
Mar12 |
111007 |
238.95 |
239.15 |
227.25 |
227.70 |
-9.90 |
3,449 |
26,395 |
-396 |
May12 |
111007 |
240.25 |
240.65 |
228.85 |
229.50 |
-9.70 |
915 |
11,514 |
+86 |
Jul12 |
111007 |
240.80 |
241.25 |
230.00 |
230.45 |
-9.45 |
86 |
3,759 |
-9 |
Sep12 |
111007 |
240.20 |
240.65 |
230.00 |
230.20 |
-9.25 |
31 |
3,165 |
+8 |
Dec12 |
111007 |
238.65 |
238.65 |
229.30 |
229.30 |
-9.35 |
57 |
2,272 |
+15 |
Total Volume and Open Interest |
15,986 |
115,700 |
-1,096 |
Orange Juice(ICE) |
Nov11 |
111007 |
155.00 |
155.90 |
153.10 |
154.70 |
-0.15 |
1,156 |
11,966 |
-744 |
Jan12 |
111007 |
152.00 |
153.35 |
150.45 |
152.05 |
-0.20 |
807 |
8,434 |
+746 |
Mar12 |
111007 |
152.10 |
153.60 |
151.00 |
152.30 |
+0.60 |
95 |
2,621 |
+24 |
May12 |
111007 |
151.00 |
154.50 |
151.00 |
152.65 |
+0.70 |
126 |
1,110 |
+125 |
Jul12 |
111007 |
153.15 |
153.15 |
153.15 |
153.15 |
+1.10 |
0 |
316 |
+0 |
Sep12 |
111007 |
153.25 |
153.25 |
153.25 |
153.25 |
+1.10 |
0 |
53 |
+0 |
Total Volume and Open Interest |
2,184 |
24,510 |
+151 |
Sugar #11(ICE) |
Mar12 |
111007 |
24.75 |
25.69 |
24.60 |
25.16 |
+0.52 |
27,244 |
244,529 |
+3,163 |
May12 |
111007 |
24.15 |
24.95 |
23.90 |
24.42 |
+0.45 |
5,830 |
70,267 |
-20 |
Jul12 |
111007 |
23.35 |
24.07 |
23.07 |
23.58 |
+0.42 |
2,529 |
64,064 |
-23 |
Oct12 |
111007 |
22.90 |
23.59 |
22.66 |
23.08 |
+0.39 |
1,281 |
36,424 |
+170 |
Mar13 |
111007 |
23.00 |
23.55 |
22.70 |
23.07 |
+0.33 |
607 |
28,076 |
+170 |
Total Volume and Open Interest |
37,722 |
470,704 |
+3,481 |
London Cocoa(LCE) |
Dec11 |
111007 |
1740 |
1740 |
1707 |
1717 |
-18 |
8,479 |
80,114 |
-314 |
Mar12 |
111007 |
1766 |
1769 |
1736 |
1746 |
-17 |
6,429 |
55,614 |
+1,404 |
May12 |
111007 |
1780 |
1784 |
1754 |
1762 |
-17 |
2,441 |
15,254 |
+18 |
Jul12 |
111007 |
1789 |
1796 |
1772 |
1779 |
-16 |
564 |
16,507 |
+39 |
Sep12 |
111007 |
1804 |
1808 |
1793 |
1794 |
-13 |
623 |
12,391 |
-66 |
Dec12 |
111007 |
1822 |
1825 |
1802 |
1810 |
-13 |
255 |
10,234 |
+178 |
Mar13 |
111007 |
1820 |
1825 |
1820 |
1825 |
-10 |
25 |
2,340 |
+0 |
Total Volume and Open Interest |
18,816 |
192,956 |
+1,259 |
London Sugar(LCE) |
Dec11 |
111007 |
646.50 |
663.80 |
642.10 |
653.70 |
+12.00 |
2,143 |
16,790 |
-702 |
Mar12 |
111007 |
631.00 |
648.90 |
627.20 |
639.40 |
+13.10 |
1,330 |
11,816 |
+196 |
May12 |
111007 |
625.40 |
642.50 |
624.30 |
634.40 |
+13.60 |
220 |
5,583 |
+65 |
Aug12 |
111007 |
619.20 |
633.10 |
615.60 |
625.40 |
+11.70 |
74 |
3,643 |
-45 |
Oct12 |
111007 |
608.20 |
620.00 |
607.00 |
616.80 |
+11.90 |
92 |
2,306 |
-51 |
Total Volume and Open Interest |
3,969 |
41,325 |
-433 |
Cotton(ICE) |
Oct11 |
111007 |
101.48 |
101.48 |
101.48 |
101.48 |
-0.77 |
0 |
18 |
-7 |
Dec11 |
111007 |
102.79 |
103.64 |
101.35 |
101.98 |
-0.75 |
5,529 |
87,970 |
+29 |
Mar12 |
111007 |
99.75 |
100.35 |
98.55 |
99.06 |
-0.69 |
1,486 |
42,010 |
+488 |
May12 |
111007 |
98.50 |
98.63 |
98.00 |
98.31 |
-0.48 |
336 |
7,803 |
+178 |
Jul12 |
111007 |
97.50 |
97.74 |
97.40 |
97.40 |
-0.23 |
95 |
11,299 |
+23 |
Oct12 |
111007 |
95.81 |
95.81 |
95.81 |
95.81 |
-0.63 |
0 |
3 |
+0 |
Total Volume and Open Interest |
7,526 |
153,340 |
+709 |
Lumber(CME) |
Nov11 |
111007 |
228.0 |
232.4 |
216.6 |
216.8 |
-9.8 |
950 |
5,463 |
-37 |
Jan12 |
111007 |
245.1 |
247.4 |
233.0 |
238.6 |
-4.4 |
406 |
4,364 |
+28 |
Mar12 |
111007 |
259.8 |
259.9 |
249.2 |
255.0 |
-4.2 |
37 |
822 |
+5 |
May12 |
111007 |
271.9 |
271.9 |
262.0 |
262.1 |
-5.4 |
12 |
133 |
+4 |
Total Volume and Open Interest |
1,405 |
10,805 |
+0 |
Crude Oil(NYM) |
Nov11 |
111007 |
82.57 |
84.00 |
81.36 |
82.98 |
+0.39 |
386,089 |
270,703 |
-13,433 |
Dec11 |
111007 |
82.75 |
84.16 |
81.52 |
83.17 |
+0.37 |
201,293 |
252,869 |
+10,729 |
Jan12 |
111007 |
82.59 |
84.21 |
81.64 |
83.25 |
+0.32 |
74,070 |
130,178 |
+5,358 |
Feb12 |
111007 |
82.71 |
84.17 |
81.81 |
83.35 |
+0.26 |
28,783 |
49,325 |
+7,429 |
Mar12 |
111007 |
83.30 |
84.40 |
81.87 |
83.43 |
+0.19 |
20,240 |
50,331 |
+912 |
Apr12 |
111007 |
83.34 |
84.34 |
82.44 |
83.49 |
+0.10 |
8,746 |
30,349 |
-123 |
May12 |
111007 |
83.20 |
84.71 |
82.09 |
83.58 |
+0.02 |
10,740 |
26,148 |
+245 |
Jun12 |
111007 |
84.00 |
84.86 |
82.26 |
83.70 |
-0.05 |
29,528 |
72,693 |
-2,529 |
Jul12 |
111007 |
83.25 |
84.48 |
83.01 |
83.84 |
-0.11 |
2,840 |
34,365 |
-168 |
Aug12 |
111007 |
83.84 |
84.07 |
83.84 |
83.96 |
-0.17 |
1,877 |
17,013 |
+147 |
Sep12 |
111007 |
83.75 |
84.90 |
83.21 |
84.13 |
-0.21 |
2,086 |
18,228 |
-88 |
Oct12 |
111007 |
84.12 |
84.40 |
84.12 |
84.33 |
-0.26 |
1,306 |
20,333 |
+31 |
Nov12 |
111007 |
84.57 |
84.57 |
84.57 |
84.57 |
-0.31 |
1,857 |
22,438 |
+450 |
Dec12 |
111007 |
84.72 |
86.07 |
83.55 |
84.84 |
-0.35 |
42,535 |
156,002 |
+1,105 |
Jan13 |
111007 |
84.92 |
84.92 |
84.92 |
84.92 |
-0.40 |
622 |
21,460 |
+302 |
Feb13 |
111007 |
84.98 |
84.98 |
84.98 |
84.98 |
-0.45 |
388 |
9,165 |
+40 |
Total Volume and Open Interest |
836,382 |
1,438,871 |
+9,326 |
e-miNY Crude Oil(NYM) |
Oct11 |
110919 |
87.250 |
87.400 |
84.800 |
85.700 |
-2.250 |
4,569 |
1,489 |
-206 |
Nov11 |
111007 |
82.550 |
84.000 |
81.350 |
82.975 |
+0.375 |
12,796 |
2,547 |
+683 |
Dec11 |
111007 |
82.500 |
84.200 |
81.700 |
83.175 |
+0.375 |
766 |
830 |
-21 |
Jan12 |
111007 |
83.100 |
83.650 |
82.000 |
83.250 |
+0.325 |
66 |
339 |
+6 |
Feb12 |
111007 |
83.350 |
84.250 |
82.425 |
83.350 |
+0.250 |
3 |
126 |
+0 |
Mar12 |
111007 |
83.425 |
83.425 |
83.425 |
83.425 |
+0.175 |
1 |
17 |
-1 |
Apr12 |
111007 |
83.500 |
83.500 |
83.500 |
83.500 |
+0.100 |
1 |
4 |
+0 |
May12 |
111007 |
83.575 |
83.575 |
83.575 |
83.575 |
+0.025 |
0 |
6 |
+0 |
Jun12 |
111007 |
83.750 |
84.325 |
82.650 |
83.700 |
-0.050 |
1 |
12 |
+0 |
Jul12 |
111007 |
83.850 |
83.850 |
83.850 |
83.850 |
-0.100 |
0 |
4 |
+0 |
Total Volume and Open Interest |
13,636 |
4,127 |
+665 |
Heating Oil(NYM) |
Nov11 |
111007 |
285.84 |
288.01 |
282.61 |
285.88 |
-0.23 |
66,267 |
89,217 |
-5,261 |
Dec11 |
111007 |
284.84 |
287.08 |
281.79 |
285.12 |
-0.22 |
38,800 |
63,741 |
-2,712 |
Jan12 |
111007 |
283.48 |
285.84 |
280.93 |
284.16 |
-0.22 |
23,598 |
40,611 |
-115 |
Feb12 |
111007 |
280.50 |
284.01 |
279.09 |
282.37 |
-0.24 |
12,878 |
21,579 |
+565 |
Mar12 |
111007 |
279.80 |
282.11 |
276.72 |
280.13 |
-0.28 |
9,249 |
22,911 |
-227 |
Apr12 |
111007 |
278.06 |
278.06 |
274.74 |
276.49 |
-0.39 |
2,797 |
9,586 |
+315 |
May12 |
111007 |
274.57 |
274.65 |
272.03 |
272.84 |
-0.54 |
1,802 |
8,170 |
+77 |
Jun12 |
111007 |
271.11 |
272.77 |
267.94 |
270.97 |
-0.69 |
8,125 |
33,589 |
-183 |
Jul12 |
111007 |
270.38 |
271.65 |
270.38 |
271.10 |
-0.75 |
661 |
6,357 |
+93 |
Aug12 |
111007 |
272.35 |
272.35 |
271.29 |
271.59 |
-0.77 |
543 |
3,857 |
+136 |
Sep12 |
111007 |
273.00 |
273.00 |
271.88 |
272.14 |
-0.77 |
545 |
4,316 |
+82 |
Oct12 |
111007 |
273.01 |
273.01 |
273.01 |
273.01 |
-0.77 |
212 |
1,443 |
+55 |
Total Volume and Open Interest |
166,861 |
320,872 |
-7,084 |
Gasoline(NYMEX) |
Nov11 |
111007 |
267.74 |
268.93 |
261.15 |
264.76 |
-3.84 |
64,146 |
78,967 |
-3,993 |
Dec11 |
111007 |
260.01 |
262.16 |
255.17 |
258.74 |
-2.11 |
44,364 |
54,552 |
-2,884 |
Jan12 |
111007 |
255.70 |
257.79 |
251.40 |
254.92 |
-1.38 |
24,805 |
30,410 |
+2,234 |
Feb12 |
111007 |
252.69 |
255.88 |
250.07 |
253.23 |
-1.20 |
12,117 |
11,931 |
-1,312 |
Mar12 |
111007 |
253.27 |
254.68 |
251.80 |
253.09 |
-1.13 |
10,282 |
19,093 |
+187 |
Apr12 |
111007 |
263.59 |
266.07 |
261.92 |
263.48 |
-0.99 |
6,305 |
16,348 |
+1,219 |
May12 |
111007 |
262.85 |
262.85 |
262.85 |
262.85 |
-1.08 |
3,870 |
9,573 |
+644 |
Jun12 |
111007 |
261.31 |
264.35 |
258.52 |
261.65 |
-1.11 |
6,869 |
19,868 |
+1,381 |
Jul12 |
111007 |
258.42 |
259.75 |
258.42 |
259.75 |
-1.18 |
591 |
4,308 |
+186 |
Aug12 |
111007 |
257.73 |
257.73 |
257.73 |
257.73 |
-1.23 |
369 |
4,242 |
+144 |
Total Volume and Open Interest |
174,969 |
268,604 |
-2,120 |
e-miNY RBOB Gasoline(NYM) |
Nov11 |
111007 |
265.10 |
265.10 |
264.80 |
264.80 |
-3.80 |
0 |
1 |
+0 |
Dec11 |
111007 |
258.70 |
258.74 |
258.70 |
258.70 |
-2.20 |
|
|
|
Jan12 |
111007 |
254.90 |
254.92 |
254.90 |
254.90 |
-1.40 |
0 |
1 |
+0 |
Feb12 |
111007 |
253.20 |
253.23 |
253.20 |
253.20 |
-1.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Nov11 |
111007 |
3.595 |
3.600 |
3.470 |
3.481 |
-0.117 |
154,565 |
206,549 |
-8,200 |
Dec11 |
111007 |
3.916 |
3.916 |
3.807 |
3.820 |
-0.096 |
71,719 |
91,361 |
+668 |
Jan12 |
111007 |
4.085 |
4.085 |
3.985 |
4.000 |
-0.091 |
64,182 |
185,422 |
+5,133 |
Feb12 |
111007 |
4.111 |
4.111 |
4.010 |
4.022 |
-0.091 |
25,522 |
60,931 |
+1,677 |
Mar12 |
111007 |
4.077 |
4.077 |
3.980 |
3.990 |
-0.090 |
21,204 |
70,812 |
+1,936 |
Apr12 |
111007 |
4.070 |
4.070 |
3.967 |
3.977 |
-0.090 |
24,039 |
87,237 |
+414 |
May12 |
111007 |
4.063 |
4.070 |
4.000 |
4.011 |
-0.088 |
4,057 |
24,806 |
+269 |
Jun12 |
111007 |
4.141 |
4.141 |
4.050 |
4.051 |
-0.087 |
1,759 |
14,306 |
+174 |
Jul12 |
111007 |
4.142 |
4.142 |
4.091 |
4.095 |
-0.086 |
1,597 |
12,692 |
-11 |
Aug12 |
111007 |
4.150 |
4.151 |
4.118 |
4.118 |
-0.086 |
1,650 |
11,715 |
+253 |
Sep12 |
111007 |
4.166 |
4.166 |
4.118 |
4.118 |
-0.086 |
1,740 |
9,037 |
-164 |
Oct12 |
111007 |
4.211 |
4.211 |
4.147 |
4.152 |
-0.086 |
8,459 |
46,446 |
+98 |
Nov12 |
111007 |
4.330 |
4.338 |
4.300 |
4.304 |
-0.082 |
2,474 |
10,452 |
+157 |
Dec12 |
111007 |
4.656 |
4.656 |
4.595 |
4.595 |
-0.079 |
1,687 |
14,046 |
+475 |
Jan13 |
111007 |
4.795 |
4.800 |
4.737 |
4.741 |
-0.077 |
2,222 |
23,792 |
-226 |
Feb13 |
111007 |
4.755 |
4.755 |
4.717 |
4.717 |
-0.077 |
1,181 |
4,783 |
+1,063 |
Total Volume and Open Interest |
391,329 |
956,424 |
+4,870 |
Brent Crude Oil(ICE) |
Nov11 |
111007 |
105.40 |
106.64 |
104.37 |
105.88 |
+0.15 |
192,569 |
111,919 |
-5,417 |
Dec11 |
111007 |
103.87 |
105.00 |
102.67 |
104.15 |
-0.05 |
170,610 |
200,745 |
+5,224 |
Jan12 |
111007 |
102.93 |
103.81 |
101.47 |
102.95 |
-0.16 |
58,764 |
82,328 |
+3,058 |
Feb12 |
111007 |
102.26 |
103.08 |
100.83 |
102.14 |
-0.27 |
28,291 |
61,682 |
+2,230 |
Mar12 |
111007 |
101.72 |
102.48 |
100.22 |
101.52 |
-0.35 |
23,311 |
59,395 |
+1,309 |
Apr12 |
111007 |
101.38 |
102.11 |
99.68 |
101.12 |
-0.41 |
10,553 |
26,200 |
-100 |
May12 |
111007 |
101.15 |
101.88 |
99.43 |
100.87 |
-0.44 |
6,985 |
16,148 |
-488 |
Jun12 |
111007 |
100.95 |
101.71 |
99.25 |
100.67 |
-0.46 |
30,902 |
59,110 |
-1,695 |
Jul12 |
111007 |
100.79 |
101.26 |
99.30 |
100.50 |
-0.47 |
2,616 |
15,016 |
+44 |
Aug12 |
111007 |
100.30 |
100.30 |
100.30 |
100.30 |
-0.50 |
2,324 |
9,766 |
-155 |
Sep12 |
111007 |
100.05 |
100.05 |
100.05 |
100.05 |
-0.54 |
3,060 |
15,510 |
+436 |
Oct12 |
111007 |
99.80 |
99.80 |
99.80 |
99.80 |
-0.59 |
1,605 |
7,656 |
+321 |
Nov12 |
111007 |
99.55 |
99.55 |
99.55 |
99.55 |
-0.63 |
1,302 |
12,614 |
+395 |
Dec12 |
111007 |
99.54 |
100.48 |
97.99 |
99.27 |
-0.68 |
26,945 |
89,206 |
+742 |
Total Volume and Open Interest |
579,602 |
904,256 |
+7,892 |
Gas Oil(ICE) |
Oct11 |
111007 |
894.00 |
902.00 |
886.75 |
896.25 |
+18.25 |
49,379 |
60,221 |
-10,332 |
Nov11 |
111007 |
889.75 |
897.00 |
881.50 |
891.25 |
+17.50 |
109,478 |
112,138 |
-5,577 |
Dec11 |
111007 |
881.75 |
888.75 |
873.50 |
883.25 |
+16.50 |
74,969 |
82,098 |
-3,892 |
Jan12 |
111007 |
874.75 |
882.00 |
867.75 |
876.25 |
+15.75 |
31,201 |
52,462 |
-748 |
Feb12 |
111007 |
871.75 |
875.50 |
860.75 |
869.75 |
+15.50 |
16,163 |
41,843 |
+686 |
Mar12 |
111007 |
866.75 |
870.25 |
854.50 |
864.50 |
+15.25 |
14,543 |
30,483 |
+394 |
Apr12 |
111007 |
863.00 |
865.50 |
850.75 |
860.50 |
+14.75 |
7,773 |
17,782 |
+275 |
May12 |
111007 |
859.75 |
863.00 |
850.75 |
857.25 |
+14.75 |
6,821 |
16,307 |
+64 |
Jun12 |
111007 |
856.50 |
861.25 |
846.00 |
855.75 |
+14.75 |
11,903 |
38,792 |
-485 |
Jul12 |
111007 |
856.50 |
857.75 |
850.75 |
856.75 |
+14.75 |
1,569 |
12,718 |
+264 |
Total Volume and Open Interest |
335,800 |
553,119 |
-18,432 |
Ethanol(CBOT) |
Oct11 |
111005 |
2.517 |
2.520 |
2.496 |
2.520 |
+0.062 |
73 |
103 |
-30 |
Nov11 |
111007 |
2.490 |
2.490 |
2.472 |
2.488 |
-0.004 |
122 |
1,335 |
-8 |
Dec11 |
111007 |
2.394 |
2.406 |
2.386 |
2.392 |
-0.011 |
94 |
1,631 |
-5 |
Jan12 |
111007 |
2.277 |
2.283 |
2.271 |
2.271 |
-0.016 |
79 |
1,037 |
+22 |
Feb12 |
111007 |
2.233 |
2.233 |
2.222 |
2.225 |
-0.014 |
99 |
565 |
-7 |
Mar12 |
111007 |
2.250 |
2.250 |
2.235 |
2.243 |
-0.014 |
42 |
924 |
+9 |
Apr12 |
111007 |
2.267 |
2.267 |
2.267 |
2.267 |
-0.014 |
31 |
643 |
+8 |
May12 |
111007 |
2.289 |
2.292 |
2.288 |
2.290 |
-0.018 |
40 |
496 |
+25 |
Total Volume and Open Interest |
708 |
9,162 |
+123 |
WTI Crude Oil(ICE) |
Nov11 |
111007 |
82.26 |
84.00 |
81.35 |
82.98 |
+0.39 |
89,758 |
55,336 |
-3,742 |
Dec11 |
111007 |
82.43 |
84.18 |
81.51 |
83.17 |
+0.37 |
54,647 |
97,838 |
+3,236 |
Jan12 |
111007 |
82.67 |
84.21 |
81.62 |
83.25 |
+0.32 |
24,871 |
38,670 |
+3,467 |
Feb12 |
111007 |
83.15 |
84.37 |
81.92 |
83.35 |
+0.26 |
11,047 |
17,090 |
+2,127 |
Mar12 |
111007 |
83.31 |
84.48 |
82.23 |
83.43 |
+0.19 |
7,359 |
16,354 |
+160 |
Apr12 |
111007 |
83.41 |
84.50 |
82.55 |
83.49 |
+0.10 |
3,056 |
7,702 |
-151 |
May12 |
111007 |
83.42 |
84.58 |
82.18 |
83.58 |
+0.02 |
3,330 |
8,757 |
+88 |
Jun12 |
111007 |
83.24 |
84.91 |
82.70 |
83.70 |
-0.05 |
15,764 |
36,413 |
+2,189 |
Jul12 |
111007 |
83.27 |
83.84 |
83.27 |
83.84 |
-0.11 |
1,218 |
7,046 |
-621 |
Aug12 |
111007 |
83.96 |
83.96 |
83.96 |
83.96 |
-0.17 |
403 |
4,343 |
-22 |
Sep12 |
111007 |
84.13 |
84.13 |
84.13 |
84.13 |
-0.21 |
619 |
8,127 |
-48 |
Oct12 |
111007 |
84.33 |
84.33 |
84.33 |
84.33 |
-0.26 |
276 |
1,731 |
-8 |
Nov12 |
111007 |
84.57 |
84.57 |
84.57 |
84.57 |
-0.31 |
348 |
2,781 |
+15 |
Dec12 |
111007 |
84.87 |
86.25 |
83.55 |
84.84 |
-0.35 |
11,924 |
52,199 |
+273 |
Jan13 |
111007 |
84.92 |
84.92 |
84.92 |
84.92 |
-0.40 |
100 |
2,054 |
+0 |
Feb13 |
111007 |
84.98 |
84.98 |
84.98 |
84.98 |
-0.45 |
0 |
589 |
+0 |
Total Volume and Open Interest |
229,585 |
442,578 |
+8,948 |
US Dollar Index(ICE) |
Dec11 |
111007 |
79.050 |
79.250 |
78.450 |
79.150 |
+0.062 |
34,505 |
71,086 |
-976 |
Mar12 |
111007 |
79.375 |
79.605 |
79.375 |
79.605 |
+0.062 |
5 |
524 |
+2 |
Jun12 |
111007 |
80.065 |
80.065 |
80.065 |
80.065 |
+0.062 |
0 |
2 |
+0 |
Total Volume and Open Interest |
34,510 |
71,612 |
-974 |
Australian Dollar(CME) |
Dec11 |
111007 |
96.52 |
97.95 |
96.46 |
97.00 |
+0.25 |
202,487 |
106,375 |
+1,678 |
Mar12 |
111007 |
95.65 |
97.00 |
95.56 |
96.11 |
+0.24 |
79 |
156 |
+2 |
Jun12 |
111007 |
95.36 |
95.36 |
95.12 |
95.36 |
+0.24 |
0 |
21 |
+0 |
Total Volume and Open Interest |
202,566 |
106,685 |
+1,680 |
British Pound(CME) |
Dec11 |
111007 |
154.29 |
156.36 |
154.14 |
155.44 |
+1.22 |
183,999 |
190,863 |
+14,715 |
Mar12 |
111007 |
154.31 |
155.98 |
154.12 |
155.33 |
+1.21 |
65 |
115 |
+14 |
Jun12 |
111007 |
155.24 |
155.24 |
154.04 |
155.24 |
+1.20 |
0 |
3 |
+0 |
Total Volume and Open Interest |
184,064 |
190,985 |
+14,729 |
Canadian Dollar(CME) |
Dec11 |
111007 |
96.21 |
97.54 |
95.83 |
96.11 |
+0.02 |
115,581 |
108,446 |
+6,471 |
Mar12 |
111007 |
95.98 |
97.41 |
95.83 |
96.00 |
+0.02 |
252 |
4,436 |
-37 |
Jun12 |
111007 |
97.00 |
97.00 |
95.90 |
95.92 |
+0.02 |
114 |
1,097 |
+0 |
Sep12 |
111007 |
97.00 |
97.00 |
95.83 |
95.85 |
+0.02 |
2 |
425 |
+0 |
Total Volume and Open Interest |
115,962 |
114,512 |
+6,434 |
Japanese Yen(CME) |
Dec11 |
111007 |
130.51 |
130.70 |
130.00 |
130.30 |
-0.36 |
95,756 |
147,073 |
+6,772 |
Mar12 |
111007 |
130.60 |
130.91 |
130.41 |
130.55 |
-0.36 |
43 |
393 |
+3 |
Jun12 |
111007 |
130.82 |
131.17 |
130.82 |
130.82 |
-0.35 |
0 |
19 |
+0 |
Total Volume and Open Interest |
95,799 |
147,489 |
+6,775 |
Swiss Franc(CME) |
Dec11 |
111007 |
108.73 |
109.47 |
107.88 |
108.04 |
-0.57 |
32,955 |
25,816 |
+1,017 |
Mar12 |
111007 |
108.76 |
108.87 |
108.30 |
108.30 |
-0.57 |
20 |
628 |
+8 |
Jun12 |
111007 |
108.60 |
109.16 |
108.60 |
108.60 |
-0.56 |
0 |
4 |
+0 |
Total Volume and Open Interest |
32,975 |
26,454 |
+1,025 |
EuroFX(CME) |
Dec11 |
111007 |
134.25 |
135.18 |
133.53 |
133.81 |
-0.36 |
451,604 |
218,020 |
+2,781 |
Mar12 |
111007 |
134.25 |
135.20 |
133.67 |
133.82 |
-0.35 |
387 |
1,665 |
-16 |
Jun12 |
111007 |
133.83 |
134.18 |
133.83 |
133.83 |
-0.35 |
0 |
830 |
+0 |
Total Volume and Open Interest |
451,991 |
220,525 |
+2,765 |
Mexican Peso(CME) |
Oct11 |
111007 |
742.5 |
742.5 |
741.8 |
742.5 |
+0.8 |
|
|
|
Nov11 |
111007 |
740.8 |
740.8 |
740.0 |
740.8 |
+0.8 |
|
|
|
Total Volume and Open Interest |
42,122 |
90,213 |
+1,492 |
Brazilian Real(CME) |
Nov11 |
111007 |
559.70 |
559.70 |
555.90 |
559.70 |
+3.80 |
51 |
1,500 |
-51 |
Dec11 |
111007 |
556.05 |
563.00 |
556.05 |
556.65 |
+3.65 |
20 |
5,165 |
+5 |
Jan12 |
111007 |
553.60 |
553.60 |
550.10 |
553.60 |
+3.50 |
0 |
10,149 |
+0 |
Feb12 |
111007 |
550.55 |
550.55 |
547.25 |
550.55 |
+3.30 |
|
|
|
Total Volume and Open Interest |
71 |
32,135 |
-46 |
30-Year T-Bonds(CBOT) |
Dec11 |
111007 |
142~130 |
142~240 |
140~070 |
141~100 |
-1~040 |
283,381 |
627,994 |
+4,103 |
Mar12 |
111007 |
142~050 |
142~050 |
139~260 |
140~260 |
-1~050 |
124 |
1,107 |
+48 |
Jun12 |
111007 |
140~050 |
141~100 |
140~050 |
140~050 |
-1~050 |
|
|
|
Total Volume and Open Interest |
283,505 |
629,101 |
+4,151 |
10-Year T-Notes(CBOT) |
Dec11 |
111007 |
129~170 |
129~210 |
128~150 |
128~285 |
-0~200 |
1,132,414 |
1,483,142 |
-5,067 |
Mar12 |
111007 |
128~100 |
128~260 |
128~000 |
128~050 |
-0~210 |
284 |
8,969 |
+169 |
Jun12 |
111007 |
127~050 |
127~260 |
127~050 |
127~050 |
-0~210 |
|
|
|
Total Volume and Open Interest |
1,132,698 |
1,492,111 |
-4,898 |
5-Year T-Notes(CBOT) |
Dec11 |
111007 |
122~043 |
122~050 |
121~110 |
121~122 |
-0~045 |
492,710 |
1,201,847 |
-14,843 |
Mar12 |
111007 |
121~053 |
121~098 |
121~053 |
121~053 |
-0~045 |
11 |
4 |
+4 |
Jun12 |
111007 |
120~077 |
120~122 |
120~077 |
120~077 |
-0~045 |
|
|
|
Total Volume and Open Interest |
492,721 |
1,201,851 |
-14,839 |
2 Year T-Notes(CBOT) |
Dec11 |
111007 |
110~010 |
110~013 |
110~002 |
110~003 |
-0~007 |
132,370 |
716,078 |
-4,170 |
Mar12 |
111007 |
110~001 |
110~008 |
110~001 |
110~001 |
-0~007 |
0 |
242 |
+0 |
Jun12 |
111007 |
109~081 |
109~088 |
109~081 |
109~081 |
-0~007 |
|
|
|
Total Volume and Open Interest |
132,370 |
716,320 |
-4,170 |
Eurodollars(CME) |
Dec11 |
111007 |
99.450 |
99.460 |
99.415 |
99.420 |
-0.030 |
273,585 |
1,051,153 |
-25,427 |
Mar12 |
111007 |
99.375 |
99.380 |
99.330 |
99.335 |
-0.030 |
226,853 |
1,049,362 |
+5,603 |
Jun12 |
111007 |
99.345 |
99.360 |
99.305 |
99.310 |
-0.035 |
170,000 |
1,061,233 |
-1,965 |
Sep12 |
111007 |
99.340 |
99.340 |
99.290 |
99.295 |
-0.040 |
151,825 |
710,548 |
+3,414 |
Dec12 |
111007 |
99.325 |
99.325 |
99.270 |
99.280 |
-0.040 |
137,511 |
741,899 |
-1,246 |
Mar13 |
111007 |
99.305 |
99.305 |
99.245 |
99.260 |
-0.040 |
112,946 |
771,193 |
+7,084 |
Jun13 |
111007 |
99.235 |
99.240 |
99.160 |
99.185 |
-0.045 |
91,185 |
510,455 |
-2,111 |
Sep13 |
111007 |
99.115 |
99.125 |
99.030 |
99.070 |
-0.050 |
94,118 |
443,864 |
-6,679 |
Dec13 |
111007 |
98.960 |
98.965 |
98.845 |
98.900 |
-0.055 |
76,093 |
403,949 |
-1,704 |
Mar14 |
111007 |
98.800 |
98.805 |
98.670 |
98.735 |
-0.065 |
60,957 |
278,528 |
+623 |
Jun14 |
111007 |
98.620 |
98.625 |
98.470 |
98.545 |
-0.075 |
49,615 |
257,909 |
-1,594 |
Sep14 |
111007 |
98.435 |
98.440 |
98.270 |
98.350 |
-0.080 |
59,104 |
164,912 |
-1,753 |
Dec14 |
111007 |
98.250 |
98.250 |
98.070 |
98.155 |
-0.085 |
41,041 |
154,549 |
-5,869 |
Mar15 |
111007 |
98.075 |
98.075 |
97.890 |
97.975 |
-0.090 |
19,856 |
106,959 |
-2,714 |
Jun15 |
111007 |
6.155 |
6.155 |
5.970 |
6.055 |
-0.090 |
17,876 |
89,803 |
-1,495 |
Sep15 |
111007 |
6.000 |
6.005 |
5.810 |
5.890 |
-0.095 |
18,392 |
76,741 |
-354 |
Dec15 |
111007 |
5.840 |
5.845 |
5.655 |
5.730 |
-0.095 |
13,313 |
58,460 |
+588 |
Mar16 |
111007 |
5.710 |
5.715 |
5.530 |
5.605 |
-0.095 |
10,599 |
51,643 |
-1,006 |
Total Volume and Open Interest |
1,658,084 |
8,256,302 |
-38,704 |
30 Day Federal Funds(CBOT) |
Oct11 |
111007 |
99.920 |
99.923 |
99.918 |
99.918 |
unch |
1,025 |
63,550 |
-141 |
Nov11 |
111007 |
99.915 |
99.920 |
99.910 |
99.915 |
unch |
2,010 |
61,493 |
+300 |
Dec11 |
111007 |
99.915 |
99.915 |
99.910 |
99.910 |
unch |
1,275 |
58,206 |
+115 |
Jan12 |
111007 |
99.895 |
99.900 |
99.890 |
99.895 |
unch |
2,577 |
49,892 |
-385 |
Feb12 |
111007 |
99.880 |
99.885 |
99.875 |
99.880 |
unch |
2,562 |
43,881 |
-452 |
Mar12 |
111007 |
99.870 |
99.875 |
99.865 |
99.875 |
+0.005 |
1,163 |
29,163 |
-122 |
Total Volume and Open Interest |
23,801 |
620,725 |
-1,284 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111007 |
99.685 |
99.685 |
99.685 |
99.685 |
-0.005 |
0 |
281 |
+0 |
Mar12 |
111007 |
99.680 |
99.680 |
99.680 |
99.680 |
-0.005 |
0 |
300 |
+0 |
Jun12 |
111007 |
99.683 |
99.683 |
99.683 |
99.683 |
-0.005 |
|
|
|
Sep12 |
111007 |
99.680 |
99.680 |
99.680 |
99.680 |
-0.005 |
|
|
|
Dec12 |
111007 |
99.685 |
99.685 |
99.685 |
99.685 |
-0.005 |
|
|
|
Mar13 |
111007 |
99.685 |
99.685 |
99.685 |
99.685 |
-0.005 |
|
|
|
Jun13 |
111007 |
99.640 |
99.640 |
99.640 |
99.640 |
-0.005 |
|
|
|
Sep13 |
111007 |
99.500 |
99.500 |
99.500 |
99.500 |
-0.005 |
|
|
|
Dec13 |
111007 |
99.360 |
99.360 |
99.360 |
99.360 |
-0.005 |
|
|
|
Mar14 |
111007 |
99.220 |
99.220 |
99.220 |
99.220 |
-0.005 |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111007 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
2,382 |
+0 |
Mar12 |
111007 |
99.68 |
99.68 |
99.68 |
99.68 |
0.00 |
0 |
2,128 |
+0 |
Jun12 |
111007 |
99.68 |
99.68 |
99.68 |
99.68 |
0.00 |
0 |
1,470 |
+0 |
Sep12 |
111007 |
99.68 |
99.68 |
99.68 |
99.68 |
0.00 |
0 |
610 |
+0 |
Dec12 |
111007 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.01 |
0 |
51 |
+0 |
Mar13 |
111007 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.01 |
0 |
1 |
+0 |
Jun13 |
111007 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
|
|
|
Sep13 |
111007 |
99.50 |
99.50 |
99.50 |
99.50 |
0.00 |
|
|
|
Total Volume and Open Interest |
0 |
6,644 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111007 |
142.70 |
142.74 |
142.53 |
142.67 |
-0.02 |
1,374 |
23,897 |
+2 |
Mar12 |
111007 |
141.93 |
141.93 |
141.93 |
141.93 |
-0.02 |
0 |
4 |
+0 |
Jun12 |
111007 |
139.84 |
139.84 |
139.84 |
139.84 |
-0.02 |
|
|
|
Total Volume and Open Interest |
1,374 |
23,901 |
+2 |
Euro-Bund(EUREX) |
Dec11 |
111007 |
135.87 |
136.25 |
135.08 |
135.41 |
-0.47 |
1,129,109 |
900,026 |
+15,859 |
Mar12 |
111007 |
136.32 |
136.61 |
135.68 |
135.78 |
-0.52 |
410 |
450 |
+4 |
Jun12 |
111007 |
135.71 |
135.71 |
135.71 |
135.71 |
-0.47 |
|
|
|
Total Volume and Open Interest |
1,129,519 |
900,476 |
+15,863 |
Euro-Bobl(EUREX) |
Dec11 |
111007 |
121.81 |
122.05 |
121.42 |
121.70 |
-0.12 |
663,959 |
701,575 |
-5,641 |
Mar12 |
111007 |
122.01 |
122.17 |
122.00 |
122.00 |
-0.16 |
1,471 |
14,414 |
+1,469 |
Jun12 |
111007 |
121.85 |
121.85 |
121.85 |
121.85 |
-0.12 |
|
|
|
Total Volume and Open Interest |
665,430 |
715,989 |
-4,172 |
3-Mth Euribor(EUREX) |
Dec11 |
111007 |
98.665 |
98.665 |
98.665 |
98.665 |
+0.015 |
114 |
1,905 |
+15 |
Mar12 |
111007 |
98.745 |
98.780 |
98.745 |
98.760 |
-0.005 |
5 |
2,317 |
+4 |
Jun12 |
111007 |
98.800 |
98.800 |
98.800 |
98.800 |
+0.005 |
6 |
1,020 |
+1 |
Total Volume and Open Interest |
156 |
8,527 |
+28 |
Long Gilt(LIFFE) |
Dec11 |
111007 |
129~04 |
129~11 |
127~15 |
128~04 |
-1~07 |
232,624 |
335,246 |
+3,456 |
Mar12 |
111007 |
128~11 |
128~11 |
128~11 |
128~11 |
-1~07 |
|
|
|
Total Volume and Open Interest |
232,624 |
335,246 |
+3,456 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111007 |
98.97 |
98.98 |
98.94 |
98.97 |
unch |
99,983 |
348,762 |
-1,272 |
Mar12 |
111007 |
98.95 |
98.96 |
98.93 |
98.95 |
-0.02 |
108,343 |
378,182 |
-11,775 |
Jun12 |
111007 |
98.94 |
98.94 |
98.91 |
98.93 |
-0.03 |
119,859 |
213,878 |
-4,993 |
Sep12 |
111007 |
98.93 |
98.93 |
98.87 |
98.89 |
-0.05 |
148,896 |
259,234 |
+1,725 |
Dec12 |
111007 |
98.87 |
98.87 |
98.80 |
98.82 |
-0.08 |
119,657 |
229,918 |
-2,335 |
Mar13 |
111007 |
98.84 |
98.84 |
98.74 |
98.77 |
-0.09 |
88,449 |
172,841 |
+9,990 |
Total Volume and Open Interest |
841,468 |
2,009,019 |
-6,952 |
3-Mth Euribor(LIFFE) |
Dec11 |
111007 |
98.650 |
98.675 |
98.625 |
98.665 |
+0.015 |
603,494 |
747,801 |
-375 |
Mar12 |
111007 |
98.750 |
98.790 |
98.720 |
98.760 |
-0.005 |
325,206 |
524,796 |
-4,805 |
Jun12 |
111007 |
98.795 |
98.830 |
98.740 |
98.800 |
+0.005 |
241,259 |
356,858 |
+3,911 |
Total Volume and Open Interest |
2,033,134 |
3,368,285 |
+24,437 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111007 |
95.72 |
95.74 |
95.65 |
95.68 |
-0.06 |
17,190 |
222,922 |
-221 |
Mar12 |
111007 |
96.25 |
96.26 |
96.14 |
96.17 |
-0.09 |
16,678 |
196,080 |
+1,573 |
Jun12 |
111007 |
96.34 |
96.37 |
96.27 |
96.30 |
-0.06 |
14,612 |
118,068 |
+2,025 |
Sep12 |
111007 |
96.29 |
96.33 |
96.23 |
96.26 |
-0.06 |
3,317 |
78,476 |
-201 |
Dec12 |
111007 |
96.22 |
96.25 |
96.16 |
96.17 |
-0.07 |
2,505 |
45,048 |
+858 |
Mar13 |
111007 |
96.13 |
96.17 |
96.07 |
96.10 |
-0.06 |
500 |
43,248 |
+95 |
Jun13 |
111007 |
96.03 |
96.07 |
96.00 |
96.01 |
-0.06 |
2,248 |
31,686 |
+133 |
Sep13 |
111007 |
95.92 |
95.95 |
95.89 |
95.90 |
-0.06 |
644 |
12,124 |
+113 |
Dec13 |
111007 |
95.85 |
95.85 |
95.77 |
95.77 |
-0.06 |
112 |
2,830 |
+17 |
Mar14 |
111007 |
95.67 |
95.67 |
95.65 |
95.65 |
-0.05 |
1 |
406 |
+0 |
Total Volume and Open Interest |
57,807 |
750,954 |
+4,392 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111007 |
95.81 |
95.82 |
95.68 |
95.74 |
-0.08 |
48,311 |
344,709 |
+1,488 |
Mar12 |
111007 |
95.74 |
95.74 |
95.74 |
95.74 |
-0.08 |
|
|
|
Total Volume and Open Interest |
48,311 |
344,709 |
+1,488 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111007 |
96.47 |
96.49 |
96.37 |
96.41 |
-0.07 |
110,882 |
494,217 |
+11,655 |
Mar12 |
111007 |
96.41 |
96.41 |
96.41 |
96.41 |
-0.07 |
|
|
|
Total Volume and Open Interest |
110,882 |
494,217 |
+11,655 |
Gold(CMX) |
Oct11 |
111007 |
1657.0 |
1665.0 |
1626.2 |
1634.5 |
-17.4 |
38 |
841 |
-25 |
Dec11 |
111007 |
1653.4 |
1668.0 |
1627.6 |
1635.8 |
-17.4 |
124,276 |
269,201 |
-1,104 |
Feb12 |
111007 |
1655.0 |
1669.3 |
1632.0 |
1637.7 |
-17.4 |
3,284 |
46,478 |
+974 |
Apr12 |
111007 |
1655.6 |
1669.7 |
1631.1 |
1639.3 |
-17.4 |
598 |
11,471 |
-163 |
Jun12 |
111007 |
1658.8 |
1668.5 |
1640.9 |
1640.9 |
-17.4 |
580 |
17,109 |
+285 |
Aug12 |
111007 |
1661.1 |
1668.8 |
1639.8 |
1642.7 |
-17.4 |
99 |
7,301 |
-2 |
Oct12 |
111007 |
1663.7 |
1663.7 |
1644.5 |
1644.5 |
-17.4 |
125 |
5,097 |
+94 |
Dec12 |
111007 |
1664.5 |
1677.4 |
1643.5 |
1646.8 |
-17.4 |
236 |
15,407 |
-36 |
Feb13 |
111007 |
1649.2 |
1649.2 |
1649.1 |
1649.2 |
-17.2 |
100 |
3,387 |
+0 |
Apr13 |
111007 |
1652.0 |
1652.0 |
1652.0 |
1652.0 |
-17.0 |
51 |
277 |
-50 |
Jun13 |
111007 |
1655.2 |
1655.2 |
1655.2 |
1655.2 |
-16.8 |
0 |
13,087 |
+0 |
Aug13 |
111007 |
1658.5 |
1658.5 |
1658.5 |
1658.5 |
-16.7 |
|
|
|
Total Volume and Open Interest |
130,525 |
432,946 |
+130 |
Silver(CMX) |
Dec11 |
111007 |
3194.0 |
3285.0 |
3071.0 |
3099.3 |
-101.2 |
51,588 |
60,425 |
-732 |
Mar12 |
111007 |
3215.5 |
3274.5 |
3085.5 |
3103.1 |
-101.3 |
3,930 |
9,724 |
+278 |
May12 |
111007 |
3192.5 |
3243.5 |
3103.0 |
3104.9 |
-101.3 |
226 |
2,842 |
+13 |
Jul12 |
111007 |
3230.0 |
3230.0 |
3105.8 |
3105.8 |
-101.2 |
82 |
2,372 |
+17 |
Sep12 |
111007 |
3242.5 |
3242.5 |
3090.0 |
3104.4 |
-101.1 |
14 |
873 |
-1 |
Dec12 |
111007 |
3205.0 |
3242.0 |
3083.5 |
3102.8 |
-101.0 |
162 |
10,338 |
-7 |
Mar13 |
111007 |
3096.7 |
3096.7 |
3096.7 |
3096.7 |
-100.9 |
0 |
751 |
+0 |
Total Volume and Open Interest |
56,185 |
100,165 |
-387 |
Platinum(NYMEX) |
Oct11 |
111007 |
1531.7 |
1532.0 |
1489.0 |
1489.0 |
-14.8 |
16 |
110 |
-41 |
Jan12 |
111007 |
1516.7 |
1544.3 |
1486.6 |
1493.3 |
-14.8 |
8,172 |
34,949 |
-223 |
Apr12 |
111007 |
1522.0 |
1546.0 |
1496.2 |
1496.9 |
-15.0 |
108 |
2,737 |
+36 |
Jul12 |
111007 |
1535.5 |
1537.5 |
1499.9 |
1499.9 |
-15.0 |
0 |
35 |
+0 |
Total Volume and Open Interest |
8,304 |
37,969 |
-228 |
Palladium(NYMEX) |
Dec11 |
111007 |
605.00 |
619.00 |
584.10 |
585.85 |
-12.95 |
4,058 |
18,622 |
-93 |
Mar12 |
111007 |
610.25 |
611.50 |
586.80 |
586.80 |
-12.95 |
67 |
348 |
+64 |
Jun12 |
111007 |
587.80 |
587.80 |
587.80 |
587.80 |
-12.95 |
0 |
9 |
+0 |
Total Volume and Open Interest |
4,125 |
18,982 |
-29 |
Copper(CMX) |
Dec11 |
111007 |
327.30 |
333.80 |
325.80 |
327.35 |
+2.70 |
48,100 |
74,945 |
+187 |
Mar12 |
111007 |
328.90 |
335.65 |
328.10 |
329.30 |
+2.65 |
1,548 |
29,674 |
+74 |
May12 |
111007 |
330.40 |
336.00 |
330.40 |
330.55 |
+2.65 |
539 |
8,810 |
+250 |
Jul12 |
111007 |
334.55 |
334.55 |
331.45 |
331.45 |
+2.65 |
68 |
1,821 |
+31 |
Sep12 |
111007 |
338.00 |
338.00 |
332.25 |
332.25 |
+2.65 |
21 |
994 |
+13 |
Total Volume and Open Interest |
50,697 |
123,839 |
+489 |
DJIA Index(CBOT) |
Dec11 |
111007 |
11037 |
11168 |
11010 |
11066 |
+20 |
341 |
12,448 |
-10 |
Mar12 |
111007 |
10990 |
10990 |
10970 |
10990 |
+20 |
0 |
21 |
+0 |
Jun12 |
111007 |
10920 |
10920 |
10900 |
10920 |
+20 |
|
|
|
Sep12 |
111007 |
10857 |
10857 |
10837 |
10857 |
+20 |
|
|
|
Total Volume and Open Interest |
341 |
12,469 |
-10 |
E-mini DJIA Index(CBOT) |
Dec11 |
111007 |
11043 |
11178 |
10983 |
11066 |
+20 |
145,808 |
73,008 |
-446 |
Mar12 |
111007 |
10950 |
11065 |
10920 |
10990 |
+20 |
20 |
150 |
+18 |
Jun12 |
111007 |
10920 |
10920 |
10920 |
10920 |
+20 |
0 |
2 |
+0 |
Sep12 |
111007 |
10857 |
10857 |
10857 |
10857 |
+20 |
0 |
10 |
+0 |
Total Volume and Open Interest |
145,828 |
73,170 |
-428 |
S & P 500(CME) |
Dec11 |
111007 |
1157.60 |
1173.50 |
1145.00 |
1154.90 |
-2.70 |
16,080 |
290,075 |
-3,739 |
Mar12 |
111007 |
1138.50 |
1158.80 |
1138.30 |
1148.70 |
-2.60 |
57 |
3,317 |
+22 |
Jun12 |
111007 |
1143.60 |
1153.60 |
1133.10 |
1143.60 |
-2.50 |
50 |
702 |
+48 |
Sep12 |
111007 |
1137.60 |
1147.60 |
1127.10 |
1137.60 |
-2.50 |
|
|
|
Total Volume and Open Interest |
16,187 |
294,194 |
-3,669 |
S & P 500 E-Mini(Globex) |
Dec11 |
111007 |
1157.25 |
1173.75 |
1144.75 |
1155.00 |
-2.50 |
2,903,759 |
3,116,403 |
+522 |
Mar12 |
111007 |
1150.75 |
1166.75 |
1139.00 |
1148.75 |
-2.50 |
1,349 |
3,816 |
+0 |
Total Volume and Open Interest |
2,905,110 |
3,120,314 |
+521 |
NASDAQ 100(CME) |
Dec11 |
111007 |
2206.00 |
2226.30 |
2185.00 |
2201.80 |
-3.00 |
672 |
15,650 |
-260 |
Mar12 |
111007 |
2197.80 |
2215.00 |
2185.00 |
2197.80 |
-3.50 |
|
|
|
Jun12 |
111007 |
2194.80 |
2196.80 |
2194.80 |
2194.80 |
-3.50 |
|
|
|
Total Volume and Open Interest |
672 |
15,650 |
-260 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111007 |
2204.50 |
2227.00 |
2183.80 |
2201.80 |
-3.00 |
386,531 |
311,539 |
-1,577 |
Mar12 |
111007 |
2196.00 |
2223.80 |
2190.80 |
2197.80 |
-3.50 |
20 |
255 |
+10 |
Total Volume and Open Interest |
386,551 |
311,797 |
-1,567 |
S & P Midcap 400(CME) |
Dec11 |
111007 |
795.00 |
812.00 |
794.00 |
801.40 |
-7.70 |
9 |
4,536 |
-180 |
Mar12 |
111007 |
799.40 |
799.40 |
799.40 |
799.40 |
-7.70 |
|
|
|
Jun12 |
111007 |
797.40 |
797.40 |
797.40 |
797.40 |
-7.70 |
|
|
|
Total Volume and Open Interest |
9 |
4,536 |
-180 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111007 |
8620 |
8680 |
8570 |
8620 |
+15 |
8,357 |
25,461 |
-213 |
Mar12 |
111007 |
8620 |
8620 |
8605 |
8620 |
+15 |
0 |
8 |
+0 |
Total Volume and Open Interest |
8,357 |
25,469 |
-213 |
Nikkei 225(SGX) |
Dec11 |
111007 |
8535 |
8670 |
8515 |
8585 |
+40 |
114,263 |
181,321 |
-5,126 |
Mar12 |
111007 |
8565 |
8640 |
8565 |
8575 |
+40 |
114 |
3,918 |
+110 |
Jun12 |
111007 |
8500 |
8500 |
8500 |
8500 |
+40 |
0 |
18 |
+0 |
Total Volume and Open Interest |
116,484 |
199,834 |
-5,202 |
CAC 40(EURONEXT) |
Oct11 |
111007 |
3074.5 |
3127.5 |
3053.5 |
3095.0 |
+19.5 |
194,477 |
274,982 |
-19,038 |
Nov11 |
111007 |
3069.0 |
3101.0 |
3049.0 |
3088.5 |
+19.5 |
490 |
4,741 |
+434 |
Dec11 |
111007 |
3066.5 |
3106.0 |
3047.5 |
3086.5 |
+19.0 |
14,441 |
44,401 |
+14,178 |
Total Volume and Open Interest |
209,408 |
324,128 |
-4,426 |
Hang Seng Index(HKFE) |
Oct11 |
111007 |
17421 |
17777 |
17400 |
17643 |
+434 |
105,128 |
87,726 |
-4,965 |
Nov11 |
111007 |
17379 |
17730 |
17374 |
17603 |
+427 |
1,428 |
2,118 |
+534 |
Dec11 |
111007 |
17382 |
17708 |
17382 |
17591 |
+426 |
1,453 |
9,199 |
+829 |
Total Volume and Open Interest |
108,032 |
99,663 |
-3,620 |
DAX(EUREX) |
Dec11 |
111007 |
5653.0 |
5759.0 |
5613.5 |
5681.5 |
+36.0 |
241,548 |
177,991 |
+2,589 |
Mar12 |
111007 |
5672.5 |
5767.0 |
5631.0 |
5693.5 |
+36.5 |
1,050 |
6,866 |
+297 |
Jun12 |
111007 |
5679.0 |
5766.0 |
5676.0 |
5716.0 |
+36.0 |
10 |
462 |
+4 |
Total Volume and Open Interest |
242,608 |
185,319 |
+2,890 |
FT-SE 100(EURONEXT) |
Dec11 |
111007 |
5282.00 |
5344.50 |
5239.00 |
5278.50 |
+23.00 |
190,109 |
639,965 |
+10,229 |
Mar12 |
111007 |
5249.50 |
5309.00 |
5242.50 |
5244.00 |
+23.50 |
101 |
962 |
+18 |
Jun12 |
111007 |
5206.00 |
5206.00 |
5206.00 |
5206.00 |
+24.50 |
17 |
513 |
-12 |
Total Volume and Open Interest |
190,227 |
641,440 |
+10,235 |
SPI 200(SFE) |
Dec11 |
111007 |
4070.0 |
4192.0 |
4059.0 |
4176.0 |
+111.0 |
55,226 |
206,119 |
+2,438 |
Mar12 |
111007 |
4073.0 |
4154.0 |
4073.0 |
4153.0 |
+113.0 |
425 |
2,473 |
+192 |
Jun12 |
111007 |
4160.0 |
4160.0 |
4160.0 |
4160.0 |
+115.0 |
208 |
1,214 |
+34 |
Total Volume and Open Interest |
56,327 |
212,831 |
+2,860 |
GSCI(CME) |
Oct11 |
111007 |
610.00 |
611.00 |
600.00 |
607.00 |
+1.00 |
79 |
8,578 |
+11 |
Nov11 |
111007 |
609.80 |
610.25 |
600.50 |
607.05 |
+1.05 |
3 |
601 |
+0 |
Dec11 |
111007 |
609.00 |
612.00 |
603.40 |
609.00 |
+1.00 |
0 |
7 |
+0 |
Total Volume and Open Interest |
82 |
9,186 |
+11 |
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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