|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon October 10, 2011 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov11 |
111010 |
1158.25 |
1193.00 |
1158.25 |
1177.50 |
+19.25 |
118,950 |
233,439 |
-9,043 |
| Jan12 |
111010 |
1169.25 |
1203.25 |
1169.25 |
1188.75 |
+18.75 |
42,444 |
123,797 |
+6,014 |
| Mar12 |
111010 |
1179.25 |
1212.75 |
1179.25 |
1197.75 |
+18.50 |
14,530 |
56,397 |
+1,054 |
| May12 |
111010 |
1189.50 |
1220.00 |
1189.50 |
1205.50 |
+18.25 |
9,276 |
61,317 |
-1,244 |
| Jul12 |
111010 |
1194.75 |
1227.75 |
1194.75 |
1213.50 |
+18.25 |
8,522 |
44,715 |
+878 |
| Aug12 |
111010 |
1208.50 |
1208.50 |
1192.50 |
1208.50 |
+16.00 |
14 |
462 |
+2 |
| Sep12 |
111010 |
1202.75 |
1203.00 |
1182.00 |
1197.50 |
+15.50 |
10 |
323 |
+1 |
| Nov12 |
111010 |
1175.00 |
1206.50 |
1175.00 |
1191.25 |
+16.25 |
9,381 |
40,954 |
+1,898 |
| Jan13 |
111010 |
1200.00 |
1200.00 |
1183.75 |
1200.00 |
+16.25 |
2 |
10,233 |
+0 |
| Mar13 |
111010 |
1205.75 |
1205.75 |
1189.50 |
1205.75 |
+16.25 |
0 |
158 |
+0 |
| May13 |
111010 |
1207.00 |
1207.00 |
1190.75 |
1207.00 |
+16.25 |
0 |
54 |
+0 |
| Jul13 |
111010 |
1223.00 |
1223.00 |
1195.50 |
1211.75 |
+16.25 |
1 |
193 |
+0 |
| Aug13 |
111010 |
1208.25 |
1208.25 |
1192.00 |
1208.25 |
+16.25 |
|
|
|
| Sep13 |
111010 |
1192.25 |
1192.25 |
1176.00 |
1192.25 |
+16.25 |
|
|
|
| Total Volume and Open Interest |
203,163 |
573,554 |
-429 |
| Soybean Meal(CBOT) |
| Oct11 |
111010 |
299.50 |
306.80 |
299.50 |
304.70 |
+4.60 |
1,657 |
988 |
-431 |
| Dec11 |
111010 |
303.60 |
311.00 |
303.10 |
308.50 |
+4.20 |
40,540 |
98,928 |
-2,096 |
| Jan12 |
111010 |
306.70 |
313.50 |
305.30 |
310.80 |
+4.20 |
4,366 |
20,702 |
+569 |
| Mar12 |
111010 |
309.80 |
316.50 |
309.20 |
314.30 |
+4.10 |
4,193 |
20,838 |
+437 |
| May12 |
111010 |
312.60 |
318.70 |
311.90 |
316.40 |
+3.80 |
2,092 |
15,671 |
+528 |
| Jul12 |
111010 |
315.90 |
321.80 |
314.50 |
319.40 |
+3.60 |
2,807 |
14,752 |
+645 |
| Aug12 |
111010 |
321.10 |
321.10 |
318.00 |
319.70 |
+3.40 |
260 |
2,529 |
+104 |
| Sep12 |
111010 |
322.30 |
322.60 |
317.30 |
318.60 |
+3.20 |
185 |
2,677 |
+66 |
| Oct12 |
111010 |
311.50 |
318.90 |
311.50 |
313.60 |
+3.00 |
110 |
1,881 |
+44 |
| Dec12 |
111010 |
311.50 |
318.80 |
311.50 |
314.60 |
+2.80 |
902 |
7,877 |
+345 |
| Total Volume and Open Interest |
57,355 |
188,537 |
+428 |
| Soybean Oil(CBOT) |
| Oct11 |
111010 |
50.05 |
50.34 |
49.80 |
49.86 |
+0.79 |
1,117 |
1,089 |
-302 |
| Dec11 |
111010 |
49.23 |
50.65 |
49.20 |
50.11 |
+0.79 |
55,427 |
143,258 |
-3,075 |
| Jan12 |
111010 |
49.48 |
50.89 |
49.48 |
50.40 |
+0.79 |
14,641 |
43,108 |
+1,585 |
| Mar12 |
111010 |
49.81 |
51.24 |
49.81 |
50.75 |
+0.80 |
7,112 |
40,569 |
-42 |
| May12 |
111010 |
50.15 |
51.46 |
50.15 |
50.97 |
+0.80 |
2,281 |
24,596 |
+74 |
| Jul12 |
111010 |
50.26 |
51.66 |
50.24 |
51.18 |
+0.79 |
2,743 |
18,709 |
+486 |
| Aug12 |
111010 |
51.53 |
51.65 |
51.23 |
51.23 |
+0.79 |
300 |
2,450 |
+91 |
| Sep12 |
111010 |
51.65 |
51.70 |
51.15 |
51.18 |
+0.79 |
360 |
2,697 |
+150 |
| Oct12 |
111010 |
51.39 |
51.39 |
50.20 |
51.03 |
+0.83 |
282 |
2,556 |
+112 |
| Dec12 |
111010 |
50.52 |
51.38 |
50.17 |
50.98 |
+0.81 |
1,863 |
10,124 |
+312 |
| Total Volume and Open Interest |
86,126 |
289,165 |
-609 |
| 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 |
111010 |
599.25 |
618.50 |
598.50 |
605.00 |
+5.00 |
117,653 |
592,015 |
-2,475 |
| Mar12 |
111010 |
612.00 |
630.75 |
611.50 |
617.50 |
+4.75 |
17,459 |
252,382 |
+1,906 |
| May12 |
111010 |
620.25 |
637.75 |
619.00 |
624.75 |
+4.50 |
6,258 |
77,373 |
+1,185 |
| Jul12 |
111010 |
620.00 |
641.75 |
620.00 |
629.25 |
+5.00 |
8,177 |
106,495 |
+469 |
| Sep12 |
111010 |
588.25 |
606.25 |
588.25 |
597.25 |
+4.00 |
882 |
29,629 |
+187 |
| Dec12 |
111010 |
564.00 |
578.50 |
564.00 |
572.25 |
+4.25 |
2,977 |
109,655 |
+637 |
| Mar13 |
111010 |
579.00 |
588.25 |
575.25 |
583.75 |
+4.25 |
44 |
29,599 |
+1 |
| May13 |
111010 |
585.00 |
590.75 |
585.00 |
590.75 |
+4.25 |
70 |
1,050 |
+12 |
| Jul13 |
111010 |
591.00 |
600.00 |
589.50 |
595.75 |
+4.25 |
26 |
1,172 |
+5 |
| Sep13 |
111010 |
577.25 |
577.25 |
573.00 |
577.25 |
+4.25 |
0 |
225 |
+0 |
| Total Volume and Open Interest |
153,714 |
1,212,696 |
+1,967 |
| Wheat(CBOT) |
| Dec11 |
111010 |
608.00 |
629.00 |
606.25 |
611.50 |
+4.00 |
41,818 |
212,980 |
-893 |
| Mar12 |
111010 |
644.75 |
664.25 |
643.25 |
647.75 |
+3.75 |
7,074 |
90,484 |
+675 |
| May12 |
111010 |
673.00 |
686.25 |
668.50 |
671.50 |
+3.00 |
2,142 |
28,643 |
+135 |
| Jul12 |
111010 |
681.00 |
700.00 |
681.00 |
683.00 |
+2.00 |
2,124 |
56,714 |
+190 |
| Sep12 |
111010 |
711.00 |
712.25 |
699.50 |
702.25 |
+2.75 |
74 |
2,988 |
+9 |
| Dec12 |
111010 |
732.00 |
741.00 |
721.75 |
728.00 |
+6.25 |
857 |
27,758 |
+255 |
| Total Volume and Open Interest |
54,135 |
423,104 |
+369 |
| Wheat(KCBT) |
| Dec11 |
111010 |
684.25 |
703.25 |
683.50 |
686.00 |
+1.50 |
8,939 |
69,637 |
-1,058 |
| Mar12 |
111010 |
700.50 |
719.00 |
700.50 |
702.00 |
+1.50 |
4,190 |
44,619 |
+378 |
| May12 |
111010 |
709.00 |
726.75 |
709.00 |
711.00 |
+2.00 |
712 |
8,028 |
+117 |
| Jul12 |
111010 |
717.00 |
735.00 |
716.50 |
718.50 |
+1.75 |
2,091 |
29,898 |
+355 |
| Sep12 |
111010 |
733.00 |
746.25 |
731.50 |
731.50 |
+1.00 |
240 |
2,534 |
+104 |
| Dec12 |
111010 |
751.25 |
772.00 |
751.25 |
754.25 |
unch |
502 |
2,809 |
+212 |
| Total Volume and Open Interest |
16,675 |
157,818 |
+108 |
| Wheat(MGE) |
| Dec11 |
111010 |
919.25 |
945.00 |
919.25 |
934.25 |
+14.75 |
2,565 |
13,003 |
-210 |
| Mar12 |
111010 |
835.25 |
859.75 |
835.25 |
847.00 |
+7.50 |
2,402 |
14,099 |
+277 |
| May12 |
111010 |
830.50 |
834.00 |
818.00 |
824.25 |
+4.25 |
657 |
4,787 |
+93 |
| Jul12 |
111010 |
810.00 |
822.25 |
803.75 |
806.50 |
unch |
578 |
5,115 |
+5 |
| Sep12 |
111010 |
785.00 |
800.75 |
780.00 |
780.50 |
-5.00 |
369 |
2,851 |
+205 |
| Total Volume and Open Interest |
6,718 |
41,663 |
+389 |
| Oats(CBOT) |
| Dec11 |
111010 |
318.00 |
326.75 |
313.00 |
324.00 |
+3.00 |
631 |
13,019 |
+132 |
| Mar12 |
111010 |
325.50 |
337.00 |
325.50 |
334.50 |
+3.00 |
121 |
2,551 |
+37 |
| May12 |
111010 |
343.75 |
343.75 |
337.50 |
340.50 |
+3.00 |
0 |
210 |
+0 |
| Jul12 |
111010 |
341.00 |
346.50 |
338.00 |
346.50 |
+3.00 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
756 |
15,847 |
+173 |
| Rough Rice(CBOT) |
| Nov11 |
111010 |
15.61 |
15.81 |
15.51 |
15.52 |
-0.11 |
791 |
9,050 |
-161 |
| Jan12 |
111010 |
15.93 |
16.10 |
15.81 |
15.82 |
-0.11 |
313 |
5,712 |
+7 |
| Mar12 |
111010 |
16.33 |
16.39 |
16.12 |
16.12 |
-0.11 |
170 |
2,230 |
+93 |
| May12 |
111010 |
16.58 |
16.58 |
16.41 |
16.41 |
-0.11 |
10 |
261 |
+3 |
| Total Volume and Open Interest |
1,288 |
17,476 |
-54 |
| Live Cattle(CME) |
| Oct11 |
111010 |
122.250 |
122.500 |
119.600 |
120.035 |
-1.945 |
8,776 |
33,553 |
+1,606 |
| Dec11 |
111010 |
122.285 |
122.450 |
120.250 |
120.350 |
-1.500 |
18,752 |
156,619 |
-599 |
| Feb12 |
111010 |
123.330 |
123.550 |
122.500 |
122.850 |
-0.350 |
7,279 |
72,840 |
+873 |
| Apr12 |
111010 |
126.680 |
127.430 |
126.250 |
126.330 |
-0.420 |
5,676 |
54,882 |
+633 |
| Jun12 |
111010 |
123.980 |
124.900 |
123.980 |
124.500 |
+0.250 |
2,065 |
22,607 |
+263 |
| Aug12 |
111010 |
123.385 |
123.950 |
123.180 |
123.400 |
+0.200 |
332 |
4,214 |
+120 |
| Total Volume and Open Interest |
43,005 |
347,217 |
+2,959 |
| Feeder Cattle(CME) |
| Oct11 |
111010 |
139.900 |
140.500 |
138.900 |
139.000 |
-0.630 |
1,314 |
5,619 |
-514 |
| Nov11 |
111010 |
142.850 |
144.250 |
141.800 |
143.130 |
+0.780 |
3,227 |
13,489 |
+182 |
| Jan12 |
111010 |
145.000 |
146.350 |
144.185 |
145.150 |
+0.465 |
1,640 |
9,062 |
+11 |
| Mar12 |
111010 |
145.575 |
146.850 |
144.850 |
145.785 |
+0.350 |
723 |
3,760 |
+202 |
| Apr12 |
111010 |
146.000 |
146.785 |
145.035 |
146.100 |
+0.350 |
41 |
771 |
+7 |
| May12 |
111010 |
145.900 |
147.100 |
145.575 |
146.550 |
+0.400 |
26 |
769 |
+7 |
| Aug12 |
111010 |
146.900 |
148.035 |
146.825 |
147.500 |
+0.450 |
49 |
807 |
+29 |
| Total Volume and Open Interest |
7,022 |
34,288 |
-76 |
| Lean Hogs(CME) |
| Oct11 |
111010 |
94.230 |
94.430 |
92.580 |
93.035 |
-1.645 |
4,718 |
15,027 |
-552 |
| Dec11 |
111010 |
89.230 |
89.800 |
87.500 |
87.750 |
-1.650 |
17,252 |
103,558 |
+1,071 |
| Feb12 |
111010 |
91.800 |
92.000 |
90.950 |
91.180 |
-0.570 |
6,902 |
61,101 |
+1,077 |
| Apr12 |
111010 |
94.285 |
94.850 |
94.050 |
94.250 |
+0.020 |
6,704 |
46,951 |
+1,751 |
| May12 |
111010 |
97.950 |
98.400 |
97.950 |
98.350 |
+0.250 |
157 |
1,486 |
+18 |
| Jun12 |
111010 |
99.980 |
100.700 |
99.850 |
100.550 |
+0.150 |
2,847 |
26,010 |
+1,192 |
| Jul12 |
111010 |
98.250 |
98.900 |
98.150 |
98.750 |
+0.520 |
498 |
7,021 |
+240 |
| Aug12 |
111010 |
96.050 |
97.000 |
96.050 |
96.900 |
+0.750 |
843 |
7,455 |
+451 |
| Total Volume and Open Interest |
40,552 |
273,859 |
+5,607 |
| Class III Milk(CME) |
| Oct11 |
111010 |
18.03 |
18.09 |
17.85 |
17.92 |
-0.11 |
165 |
5,274 |
+17 |
| Nov11 |
111010 |
17.89 |
17.99 |
17.12 |
17.19 |
-0.68 |
456 |
5,200 |
-56 |
| Dec11 |
111010 |
17.03 |
17.03 |
16.20 |
16.28 |
-0.64 |
369 |
4,660 |
-81 |
| Jan12 |
111010 |
16.40 |
16.54 |
16.19 |
16.20 |
-0.24 |
80 |
2,231 |
+13 |
| Feb12 |
111010 |
16.16 |
16.19 |
16.04 |
16.05 |
-0.10 |
49 |
1,939 |
+12 |
| Total Volume and Open Interest |
1,480 |
30,319 |
+0 |
| Cocoa(ICE) |
| Dec11 |
111010 |
2655 |
2703 |
2650 |
2656 |
+4 |
6,548 |
73,135 |
+70 |
| Mar12 |
111010 |
2697 |
2728 |
2679 |
2684 |
+5 |
2,127 |
60,458 |
+796 |
| May12 |
111010 |
2698 |
2737 |
2690 |
2696 |
+5 |
588 |
21,007 |
+270 |
| Jul12 |
111010 |
2743 |
2748 |
2711 |
2712 |
+4 |
140 |
9,705 |
+56 |
| Sep12 |
111010 |
2758 |
2760 |
2726 |
2726 |
+3 |
182 |
11,008 |
+96 |
| Dec12 |
111010 |
2768 |
2772 |
2738 |
2738 |
+3 |
32 |
9,709 |
-12 |
| Mar13 |
111010 |
2790 |
2790 |
2758 |
2758 |
+3 |
4 |
2,645 |
+4 |
| Total Volume and Open Interest |
9,621 |
189,781 |
+1,280 |
| Coffee "C"(ICE) |
| Dec11 |
111010 |
226.00 |
231.75 |
225.10 |
226.30 |
+1.95 |
11,585 |
67,531 |
-366 |
| Mar12 |
111010 |
228.35 |
234.85 |
228.35 |
229.60 |
+1.90 |
3,282 |
27,317 |
+922 |
| May12 |
111010 |
231.45 |
236.60 |
230.70 |
231.40 |
+1.90 |
609 |
11,656 |
+142 |
| Jul12 |
111010 |
232.40 |
237.45 |
231.60 |
232.55 |
+2.10 |
126 |
3,777 |
+18 |
| Sep12 |
111010 |
232.00 |
235.70 |
231.50 |
232.40 |
+2.20 |
86 |
3,134 |
-31 |
| Dec12 |
111010 |
230.90 |
235.70 |
230.90 |
231.60 |
+2.30 |
87 |
2,257 |
-15 |
| Total Volume and Open Interest |
15,790 |
116,377 |
+677 |
| Orange Juice(ICE) |
| Nov11 |
111010 |
154.70 |
157.20 |
154.70 |
156.75 |
+2.05 |
838 |
11,510 |
-456 |
| Jan12 |
111010 |
154.40 |
154.40 |
152.40 |
153.55 |
+1.50 |
532 |
8,657 |
+223 |
| Mar12 |
111010 |
154.00 |
154.05 |
153.00 |
153.70 |
+1.40 |
116 |
2,612 |
-9 |
| May12 |
111010 |
154.15 |
154.15 |
153.70 |
153.70 |
+1.05 |
181 |
1,291 |
+181 |
| Jul12 |
111010 |
154.10 |
154.10 |
154.10 |
154.10 |
+0.95 |
0 |
316 |
+0 |
| Sep12 |
111010 |
154.20 |
154.20 |
154.20 |
154.20 |
+0.95 |
0 |
53 |
+0 |
| Total Volume and Open Interest |
1,667 |
24,449 |
-61 |
| Sugar #11(ICE) |
| Mar12 |
111010 |
25.46 |
26.63 |
25.36 |
26.28 |
+1.12 |
32,151 |
243,357 |
-1,172 |
| May12 |
111010 |
24.62 |
25.71 |
24.62 |
25.43 |
+1.01 |
6,707 |
70,114 |
-153 |
| Jul12 |
111010 |
23.65 |
24.65 |
23.65 |
24.43 |
+0.85 |
3,751 |
64,113 |
+49 |
| Oct12 |
111010 |
23.20 |
24.00 |
23.20 |
23.87 |
+0.79 |
1,722 |
36,743 |
+319 |
| Mar13 |
111010 |
23.19 |
23.86 |
23.17 |
23.82 |
+0.75 |
949 |
28,136 |
+60 |
| Total Volume and Open Interest |
45,874 |
469,807 |
-897 |
| London Cocoa(LCE) |
| Dec11 |
111010 |
1726 |
1733 |
1705 |
1707 |
-10 |
3,774 |
80,310 |
+196 |
| Mar12 |
111010 |
1751 |
1760 |
1733 |
1735 |
-11 |
3,784 |
55,813 |
+199 |
| May12 |
111010 |
1768 |
1777 |
1749 |
1752 |
-10 |
885 |
15,401 |
+147 |
| Jul12 |
111010 |
1788 |
1789 |
1762 |
1766 |
-13 |
487 |
16,546 |
+39 |
| Sep12 |
111010 |
1801 |
1802 |
1775 |
1779 |
-15 |
238 |
12,431 |
+40 |
| Dec12 |
111010 |
1815 |
1816 |
1795 |
1796 |
-14 |
199 |
10,351 |
+117 |
| Mar13 |
111010 |
1825 |
1825 |
1807 |
1807 |
-18 |
37 |
2,355 |
+15 |
| Total Volume and Open Interest |
9,404 |
193,709 |
+753 |
| London Sugar(LCE) |
| Dec11 |
111010 |
660.00 |
684.60 |
659.90 |
680.10 |
+26.40 |
1,216 |
16,789 |
-1 |
| Mar12 |
111010 |
647.50 |
668.90 |
646.10 |
665.30 |
+25.90 |
711 |
12,153 |
+337 |
| May12 |
111010 |
640.00 |
660.00 |
640.00 |
658.00 |
+23.60 |
234 |
5,664 |
+81 |
| Aug12 |
111010 |
630.90 |
647.50 |
630.90 |
644.70 |
+19.30 |
109 |
3,649 |
+6 |
| Oct12 |
111010 |
620.90 |
636.60 |
620.90 |
630.40 |
+13.60 |
6 |
2,303 |
-3 |
| Total Volume and Open Interest |
2,376 |
41,845 |
+520 |
| Cotton(ICE) |
| Dec11 |
111010 |
102.12 |
103.90 |
102.11 |
103.34 |
+1.36 |
4,693 |
87,887 |
-83 |
| Mar12 |
111010 |
99.22 |
100.90 |
99.22 |
100.46 |
+1.40 |
1,482 |
42,526 |
+516 |
| May12 |
111010 |
99.00 |
99.90 |
98.90 |
99.70 |
+1.39 |
315 |
7,973 |
+170 |
| Jul12 |
111010 |
98.15 |
99.00 |
98.05 |
98.81 |
+1.41 |
118 |
11,322 |
+23 |
| Oct12 |
111010 |
97.15 |
97.15 |
97.15 |
97.15 |
+1.34 |
0 |
3 |
+0 |
| Dec12 |
111010 |
93.75 |
94.44 |
93.75 |
94.44 |
+1.34 |
3 |
3,438 |
+0 |
| Total Volume and Open Interest |
6,611 |
153,948 |
+608 |
| Lumber(CME) |
| Nov11 |
111010 |
221.5 |
224.7 |
221.0 |
224.4 |
+7.6 |
1,003 |
5,398 |
-65 |
| Jan12 |
111010 |
238.9 |
242.2 |
237.0 |
237.1 |
-1.5 |
774 |
4,564 |
+200 |
| Mar12 |
111010 |
253.9 |
258.5 |
253.9 |
258.5 |
+3.5 |
38 |
821 |
-1 |
| May12 |
111010 |
268.5 |
268.5 |
268.5 |
268.5 |
+6.4 |
7 |
137 |
+4 |
| Total Volume and Open Interest |
1,823 |
10,943 |
+138 |
| Crude Oil(NYM) |
| Nov11 |
111010 |
82.75 |
86.09 |
82.75 |
85.41 |
+2.43 |
377,540 |
235,653 |
-35,050 |
| Dec11 |
111010 |
83.05 |
86.24 |
83.04 |
85.59 |
+2.42 |
174,328 |
259,292 |
+6,423 |
| Jan12 |
111010 |
83.15 |
86.26 |
83.12 |
85.67 |
+2.42 |
65,177 |
139,582 |
+9,404 |
| Feb12 |
111010 |
83.34 |
86.37 |
83.34 |
85.77 |
+2.42 |
24,763 |
55,575 |
+6,250 |
| Mar12 |
111010 |
83.45 |
86.36 |
83.42 |
85.84 |
+2.41 |
18,757 |
52,049 |
+1,718 |
| Apr12 |
111010 |
84.43 |
86.35 |
84.33 |
85.86 |
+2.37 |
6,961 |
30,654 |
+305 |
| May12 |
111010 |
84.11 |
86.40 |
84.11 |
85.92 |
+2.34 |
6,406 |
26,020 |
-128 |
| Jun12 |
111010 |
84.11 |
86.58 |
84.11 |
86.01 |
+2.31 |
21,272 |
71,434 |
-1,259 |
| Jul12 |
111010 |
85.25 |
86.25 |
85.25 |
86.12 |
+2.28 |
1,967 |
34,160 |
-205 |
| Aug12 |
111010 |
85.35 |
86.61 |
85.35 |
86.21 |
+2.25 |
1,277 |
17,467 |
+454 |
| Sep12 |
111010 |
85.17 |
86.83 |
85.17 |
86.35 |
+2.22 |
1,537 |
17,943 |
-285 |
| Oct12 |
111010 |
86.68 |
87.00 |
86.52 |
86.52 |
+2.19 |
1,169 |
20,537 |
+204 |
| Nov12 |
111010 |
86.73 |
86.73 |
86.73 |
86.73 |
+2.16 |
997 |
22,461 |
+23 |
| Dec12 |
111010 |
85.70 |
87.50 |
85.17 |
86.97 |
+2.13 |
29,300 |
157,305 |
+1,303 |
| Jan13 |
111010 |
87.01 |
87.01 |
87.01 |
87.01 |
+2.09 |
208 |
21,509 |
+49 |
| Feb13 |
111010 |
87.41 |
87.41 |
87.03 |
87.03 |
+2.05 |
170 |
9,249 |
+84 |
| Total Volume and Open Interest |
747,117 |
1,426,279 |
-12,592 |
| e-miNY Crude Oil(NYM) |
| Oct11 |
110919 |
87.250 |
87.400 |
84.800 |
85.700 |
-2.250 |
4,569 |
1,489 |
-206 |
| Nov11 |
111010 |
82.875 |
86.100 |
82.875 |
85.400 |
+2.425 |
11,258 |
2,394 |
-153 |
| Dec11 |
111010 |
83.100 |
86.175 |
83.050 |
85.600 |
+2.425 |
698 |
827 |
-3 |
| Jan12 |
111010 |
83.300 |
86.225 |
83.300 |
85.675 |
+2.425 |
69 |
354 |
+15 |
| Feb12 |
111010 |
84.150 |
86.175 |
84.150 |
85.775 |
+2.425 |
18 |
127 |
+1 |
| Mar12 |
111010 |
85.850 |
85.850 |
85.850 |
85.850 |
+2.425 |
0 |
17 |
+0 |
| Apr12 |
111010 |
85.850 |
85.850 |
85.850 |
85.850 |
+2.350 |
1 |
4 |
+0 |
| May12 |
111010 |
85.200 |
85.925 |
85.075 |
85.925 |
+2.350 |
1 |
6 |
+0 |
| Jun12 |
111010 |
86.025 |
86.500 |
86.000 |
86.000 |
+2.300 |
7 |
13 |
+1 |
| Jul12 |
111010 |
86.125 |
86.125 |
86.125 |
86.125 |
+2.275 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
12,052 |
3,988 |
-139 |
| Heating Oil(NYM) |
| Nov11 |
111010 |
285.88 |
292.43 |
284.49 |
290.39 |
+4.51 |
48,789 |
80,964 |
-8,253 |
| Dec11 |
111010 |
285.12 |
291.62 |
283.86 |
289.80 |
+4.68 |
25,274 |
63,396 |
-345 |
| Jan12 |
111010 |
284.15 |
290.69 |
283.54 |
289.02 |
+4.86 |
13,966 |
40,617 |
+6 |
| Feb12 |
111010 |
282.39 |
288.71 |
281.40 |
287.41 |
+5.04 |
6,111 |
22,194 |
+615 |
| Mar12 |
111010 |
282.19 |
286.38 |
282.07 |
285.30 |
+5.17 |
4,417 |
22,928 |
+17 |
| Apr12 |
111010 |
279.00 |
282.28 |
279.00 |
281.73 |
+5.24 |
1,723 |
9,916 |
+330 |
| May12 |
111010 |
278.68 |
279.12 |
278.03 |
278.15 |
+5.31 |
987 |
8,330 |
+160 |
| Jun12 |
111010 |
271.09 |
277.56 |
270.75 |
276.28 |
+5.31 |
2,803 |
32,791 |
-798 |
| Jul12 |
111010 |
276.38 |
276.38 |
276.38 |
276.38 |
+5.28 |
260 |
6,549 |
+192 |
| Aug12 |
111010 |
274.35 |
276.83 |
274.35 |
276.83 |
+5.24 |
20 |
3,854 |
-3 |
| Sep12 |
111010 |
277.33 |
277.33 |
274.94 |
277.33 |
+5.19 |
4 |
4,315 |
-1 |
| Oct12 |
111010 |
278.18 |
278.18 |
278.18 |
278.18 |
+5.17 |
10 |
1,434 |
-9 |
| Total Volume and Open Interest |
104,972 |
312,742 |
-8,130 |
| Gasoline(NYMEX) |
| Nov11 |
111010 |
265.26 |
272.19 |
264.99 |
269.53 |
+4.77 |
56,547 |
69,474 |
-9,493 |
| Dec11 |
111010 |
259.99 |
265.50 |
258.62 |
263.24 |
+4.50 |
40,837 |
57,514 |
+2,962 |
| Jan12 |
111010 |
255.89 |
261.77 |
255.89 |
259.74 |
+4.82 |
21,380 |
29,768 |
-642 |
| Feb12 |
111010 |
256.00 |
259.41 |
255.35 |
258.21 |
+4.98 |
7,096 |
12,439 |
+508 |
| Mar12 |
111010 |
253.81 |
258.87 |
252.81 |
258.09 |
+5.00 |
4,582 |
19,450 |
+357 |
| Apr12 |
111010 |
266.13 |
268.77 |
265.87 |
268.44 |
+4.96 |
1,876 |
16,145 |
-203 |
| May12 |
111010 |
264.80 |
268.60 |
264.39 |
267.77 |
+4.92 |
1,354 |
9,557 |
-16 |
| Jun12 |
111010 |
263.07 |
267.34 |
263.07 |
266.45 |
+4.80 |
2,129 |
20,389 |
+521 |
| Jul12 |
111010 |
264.51 |
264.51 |
264.51 |
264.51 |
+4.76 |
249 |
4,362 |
+54 |
| Aug12 |
111010 |
262.44 |
262.44 |
262.44 |
262.44 |
+4.71 |
32 |
4,246 |
+4 |
| Total Volume and Open Interest |
136,687 |
262,565 |
-6,039 |
| e-miNY RBOB Gasoline(NYM) |
| Nov11 |
111010 |
269.50 |
269.53 |
269.50 |
269.50 |
+4.70 |
1 |
0 |
-1 |
| Dec11 |
111010 |
263.20 |
263.24 |
263.20 |
263.20 |
+4.50 |
|
|
|
| Jan12 |
111010 |
259.70 |
259.74 |
259.70 |
259.70 |
+4.80 |
0 |
1 |
+0 |
| Feb12 |
111010 |
258.20 |
258.21 |
258.20 |
258.20 |
+5.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1 |
2 |
-1 |
| Natural Gas(NYM) |
| Nov11 |
111010 |
3.486 |
3.568 |
3.455 |
3.541 |
+0.060 |
161,200 |
193,386 |
-13,163 |
| Dec11 |
111010 |
3.815 |
3.881 |
3.785 |
3.836 |
+0.016 |
86,069 |
94,640 |
+3,279 |
| Jan12 |
111010 |
3.990 |
4.050 |
3.966 |
4.006 |
+0.006 |
88,714 |
194,355 |
+8,933 |
| Feb12 |
111010 |
4.014 |
4.067 |
3.987 |
4.028 |
+0.006 |
20,165 |
62,454 |
+1,523 |
| Mar12 |
111010 |
3.979 |
4.034 |
3.959 |
3.994 |
+0.004 |
19,465 |
72,941 |
+2,129 |
| Apr12 |
111010 |
3.966 |
4.024 |
3.950 |
3.981 |
+0.004 |
18,573 |
86,062 |
-1,175 |
| May12 |
111010 |
4.000 |
4.050 |
3.986 |
4.015 |
+0.004 |
3,618 |
25,088 |
+282 |
| Jun12 |
111010 |
4.028 |
4.091 |
4.028 |
4.055 |
+0.004 |
1,802 |
13,749 |
-557 |
| Jul12 |
111010 |
4.100 |
4.135 |
4.071 |
4.098 |
+0.003 |
2,263 |
13,904 |
+1,212 |
| Aug12 |
111010 |
4.116 |
4.159 |
4.113 |
4.121 |
+0.003 |
1,255 |
11,876 |
+161 |
| Sep12 |
111010 |
4.100 |
4.149 |
4.091 |
4.121 |
+0.003 |
1,152 |
9,128 |
+91 |
| Oct12 |
111010 |
4.146 |
4.192 |
4.140 |
4.155 |
+0.003 |
6,693 |
47,005 |
+559 |
| Nov12 |
111010 |
4.285 |
4.336 |
4.285 |
4.305 |
+0.001 |
3,067 |
10,951 |
+499 |
| Dec12 |
111010 |
4.562 |
4.625 |
4.561 |
4.592 |
-0.003 |
1,138 |
14,514 |
+468 |
| Jan13 |
111010 |
4.760 |
4.770 |
4.724 |
4.737 |
-0.004 |
2,797 |
24,025 |
+233 |
| Feb13 |
111010 |
4.725 |
4.743 |
4.703 |
4.713 |
-0.004 |
232 |
4,749 |
-34 |
| Total Volume and Open Interest |
420,344 |
961,180 |
+4,756 |
| Brent Crude Oil(ICE) |
| Nov11 |
111010 |
106.01 |
109.50 |
105.65 |
108.95 |
+3.07 |
170,247 |
108,245 |
-3,674 |
| Dec11 |
111010 |
104.12 |
107.25 |
103.77 |
106.65 |
+2.50 |
159,778 |
195,655 |
-5,090 |
| Jan12 |
111010 |
102.89 |
105.82 |
102.55 |
105.22 |
+2.27 |
61,002 |
84,162 |
+1,834 |
| Feb12 |
111010 |
102.12 |
104.69 |
101.71 |
104.32 |
+2.18 |
25,514 |
63,745 |
+2,063 |
| Mar12 |
111010 |
101.48 |
104.01 |
101.08 |
103.62 |
+2.10 |
19,090 |
57,713 |
-1,682 |
| Apr12 |
111010 |
101.11 |
103.53 |
100.73 |
103.15 |
+2.03 |
10,413 |
27,329 |
+1,129 |
| May12 |
111010 |
100.86 |
103.20 |
100.47 |
102.82 |
+1.95 |
8,293 |
17,384 |
+1,236 |
| Jun12 |
111010 |
100.63 |
102.93 |
100.28 |
102.53 |
+1.86 |
23,702 |
59,890 |
+780 |
| Jul12 |
111010 |
100.47 |
102.29 |
100.47 |
102.29 |
+1.79 |
4,926 |
15,297 |
+281 |
| Aug12 |
111010 |
102.03 |
102.03 |
102.03 |
102.03 |
+1.73 |
2,450 |
10,849 |
+1,083 |
| Sep12 |
111010 |
100.75 |
101.73 |
100.75 |
101.73 |
+1.68 |
2,307 |
15,737 |
+227 |
| Oct12 |
111010 |
101.43 |
101.43 |
101.43 |
101.43 |
+1.63 |
1,264 |
7,678 |
+22 |
| Nov12 |
111010 |
101.14 |
101.14 |
101.14 |
101.14 |
+1.59 |
830 |
12,794 |
+180 |
| Dec12 |
111010 |
99.52 |
101.23 |
98.85 |
100.83 |
+1.56 |
21,688 |
90,070 |
+864 |
| Total Volume and Open Interest |
526,903 |
902,450 |
-1,806 |
| Gas Oil(ICE) |
| Oct11 |
111010 |
896.50 |
918.50 |
892.25 |
918.00 |
+21.75 |
44,492 |
50,021 |
-10,200 |
| Nov11 |
111010 |
891.00 |
912.75 |
887.25 |
912.25 |
+21.00 |
97,678 |
118,094 |
+5,956 |
| Dec11 |
111010 |
883.50 |
904.50 |
879.25 |
904.00 |
+20.75 |
63,950 |
87,341 |
+5,243 |
| Jan12 |
111010 |
877.25 |
897.50 |
872.75 |
896.75 |
+20.50 |
20,154 |
54,935 |
+2,473 |
| Feb12 |
111010 |
867.25 |
890.75 |
867.25 |
890.00 |
+20.25 |
9,467 |
40,201 |
-1,642 |
| Mar12 |
111010 |
864.25 |
884.75 |
863.25 |
884.50 |
+20.00 |
5,789 |
30,273 |
-210 |
| Apr12 |
111010 |
860.00 |
880.25 |
857.50 |
880.00 |
+19.50 |
3,773 |
18,370 |
+588 |
| May12 |
111010 |
856.50 |
876.75 |
855.50 |
876.25 |
+19.00 |
1,974 |
16,505 |
+198 |
| Jun12 |
111010 |
855.00 |
876.00 |
852.75 |
874.50 |
+18.75 |
10,928 |
36,990 |
-1,802 |
| Jul12 |
111010 |
856.00 |
876.00 |
855.00 |
875.00 |
+18.25 |
1,065 |
12,826 |
+108 |
| Total Volume and Open Interest |
272,330 |
556,828 |
+3,709 |
| Ethanol(CBOT) |
| Oct11 |
111005 |
2.517 |
2.520 |
2.496 |
2.520 |
+0.062 |
73 |
103 |
-30 |
| Nov11 |
111010 |
2.547 |
2.547 |
2.502 |
2.520 |
+0.032 |
83 |
1,303 |
-32 |
| Dec11 |
111010 |
2.445 |
2.445 |
2.419 |
2.423 |
+0.031 |
118 |
1,580 |
-51 |
| Jan12 |
111010 |
2.307 |
2.307 |
2.277 |
2.286 |
+0.015 |
30 |
1,047 |
+10 |
| Feb12 |
111010 |
2.243 |
2.243 |
2.239 |
2.240 |
+0.015 |
18 |
569 |
+4 |
| Mar12 |
111010 |
2.275 |
2.275 |
2.245 |
2.252 |
+0.009 |
20 |
940 |
+16 |
| Apr12 |
111010 |
2.274 |
2.274 |
2.257 |
2.271 |
+0.004 |
0 |
621 |
-22 |
| May12 |
111010 |
2.314 |
2.316 |
2.290 |
2.307 |
+0.017 |
24 |
515 |
+19 |
| Total Volume and Open Interest |
411 |
9,181 |
+19 |
| WTI Crude Oil(ICE) |
| Nov11 |
111010 |
83.08 |
86.10 |
83.08 |
85.41 |
+2.43 |
78,981 |
49,082 |
-6,254 |
| Dec11 |
111010 |
83.78 |
86.24 |
83.52 |
85.59 |
+2.42 |
40,729 |
100,187 |
+2,349 |
| Jan12 |
111010 |
83.78 |
86.26 |
83.60 |
85.67 |
+2.42 |
20,685 |
40,466 |
+1,796 |
| Feb12 |
111010 |
83.84 |
86.35 |
83.74 |
85.77 |
+2.42 |
10,107 |
18,423 |
+1,333 |
| Mar12 |
111010 |
83.82 |
86.41 |
83.81 |
85.84 |
+2.41 |
7,604 |
15,846 |
-508 |
| Apr12 |
111010 |
84.00 |
86.44 |
84.00 |
85.86 |
+2.37 |
2,470 |
7,693 |
-9 |
| May12 |
111010 |
84.52 |
86.47 |
84.52 |
85.92 |
+2.34 |
2,322 |
8,930 |
+173 |
| Jun12 |
111010 |
84.63 |
86.55 |
84.63 |
86.01 |
+2.31 |
9,239 |
36,434 |
+21 |
| Jul12 |
111010 |
84.87 |
86.59 |
84.87 |
86.12 |
+2.28 |
399 |
7,002 |
-44 |
| Aug12 |
111010 |
86.21 |
86.21 |
86.21 |
86.21 |
+2.25 |
253 |
4,382 |
+39 |
| Sep12 |
111010 |
86.35 |
86.35 |
86.35 |
86.35 |
+2.22 |
327 |
8,099 |
-28 |
| Oct12 |
111010 |
86.52 |
86.52 |
86.52 |
86.52 |
+2.19 |
99 |
1,743 |
+12 |
| Nov12 |
111010 |
86.73 |
86.73 |
86.73 |
86.73 |
+2.16 |
152 |
2,832 |
+51 |
| Dec12 |
111010 |
85.44 |
87.43 |
85.16 |
86.97 |
+2.13 |
8,248 |
53,295 |
+1,096 |
| Jan13 |
111010 |
87.01 |
87.01 |
87.01 |
87.01 |
+2.09 |
0 |
2,054 |
+0 |
| Feb13 |
111010 |
87.03 |
87.03 |
87.03 |
87.03 |
+2.05 |
0 |
589 |
+0 |
| Total Volume and Open Interest |
183,291 |
442,552 |
-26 |
| US Dollar Index(ICE) |
| Dec11 |
111010 |
79.075 |
79.180 |
77.670 |
77.810 |
-1.340 |
35,469 |
72,392 |
+1,306 |
| Mar12 |
111010 |
78.875 |
78.875 |
78.250 |
78.305 |
-1.300 |
12 |
535 |
+11 |
| Jun12 |
111010 |
78.765 |
78.765 |
78.765 |
78.765 |
-1.300 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
35,481 |
72,929 |
+1,317 |
| Australian Dollar(CME) |
| Dec11 |
111010 |
96.80 |
99.30 |
96.71 |
99.28 |
+2.28 |
104,191 |
113,445 |
+7,070 |
| Mar12 |
111010 |
97.80 |
98.36 |
97.80 |
98.36 |
+2.25 |
35 |
160 |
+4 |
| Jun12 |
111010 |
97.57 |
97.57 |
97.57 |
97.57 |
+2.21 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
104,226 |
113,759 |
+7,074 |
| British Pound(CME) |
| Dec11 |
111010 |
155.43 |
156.79 |
155.17 |
156.66 |
+1.22 |
77,502 |
178,304 |
-12,559 |
| Mar12 |
111010 |
155.10 |
156.71 |
155.10 |
156.56 |
+1.23 |
61 |
97 |
-18 |
| Jun12 |
111010 |
156.46 |
156.46 |
156.46 |
156.46 |
+1.22 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
77,563 |
178,408 |
-12,577 |
| Canadian Dollar(CME) |
| Dec11 |
111010 |
96.18 |
97.39 |
96.11 |
97.23 |
+1.12 |
53,394 |
118,489 |
+10,043 |
| Mar12 |
111010 |
96.08 |
97.26 |
96.08 |
97.12 |
+1.12 |
163 |
4,437 |
+1 |
| Jun12 |
111010 |
97.10 |
97.10 |
96.91 |
97.03 |
+1.11 |
1 |
1,107 |
+10 |
| Sep12 |
111010 |
96.97 |
96.97 |
96.97 |
96.97 |
+1.12 |
0 |
624 |
+199 |
| Total Volume and Open Interest |
53,560 |
124,769 |
+10,257 |
| Japanese Yen(CME) |
| Dec11 |
111010 |
130.30 |
130.73 |
130.23 |
130.53 |
+0.23 |
43,282 |
152,008 |
+4,935 |
| Mar12 |
111010 |
130.64 |
130.77 |
130.63 |
130.77 |
+0.22 |
18 |
410 |
+17 |
| Jun12 |
111010 |
131.04 |
131.04 |
131.04 |
131.04 |
+0.22 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
43,300 |
152,441 |
+4,952 |
| Swiss Franc(CME) |
| Dec11 |
111010 |
108.12 |
111.25 |
108.00 |
110.91 |
+2.87 |
25,036 |
23,272 |
-2,544 |
| Mar12 |
111010 |
109.04 |
111.19 |
109.04 |
111.16 |
+2.86 |
10 |
632 |
+4 |
| Jun12 |
111010 |
111.46 |
111.46 |
111.46 |
111.46 |
+2.86 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
25,046 |
23,914 |
-2,540 |
| EuroFX(CME) |
| Dec11 |
111010 |
133.82 |
136.90 |
133.71 |
136.54 |
+2.73 |
256,950 |
219,872 |
+1,852 |
| Mar12 |
111010 |
133.80 |
136.80 |
133.79 |
136.52 |
+2.70 |
340 |
1,796 |
+131 |
| Jun12 |
111010 |
136.52 |
136.52 |
136.52 |
136.52 |
+2.69 |
0 |
830 |
+0 |
| Total Volume and Open Interest |
257,291 |
222,508 |
+1,983 |
| Mexican Peso(CME) |
| Oct11 |
111010 |
752.2 |
752.2 |
752.2 |
752.2 |
+9.8 |
|
|
|
| Nov11 |
111010 |
750.5 |
750.5 |
750.5 |
750.5 |
+9.8 |
|
|
|
| Total Volume and Open Interest |
13,951 |
90,499 |
+286 |
| Brazilian Real(CME) |
| Nov11 |
111010 |
568.50 |
568.50 |
568.50 |
568.50 |
+8.80 |
0 |
1,500 |
+0 |
| Dec11 |
111010 |
563.75 |
565.80 |
563.75 |
565.40 |
+8.75 |
49 |
5,142 |
-23 |
| Jan12 |
111010 |
562.30 |
562.30 |
562.30 |
562.30 |
+8.70 |
0 |
10,149 |
+0 |
| Feb12 |
111010 |
559.15 |
559.15 |
559.15 |
559.15 |
+8.60 |
|
|
|
| Total Volume and Open Interest |
49 |
32,112 |
-23 |
| 30-Year T-Bonds(CBOT) |
| Dec11 |
111010 |
141~120 |
141~140 |
138~190 |
138~220 |
-2~200 |
67,173 |
627,550 |
-444 |
| Mar12 |
111010 |
139~240 |
139~240 |
138~040 |
138~040 |
-2~220 |
100 |
996 |
-111 |
| Jun12 |
111010 |
137~150 |
137~150 |
137~150 |
137~150 |
-2~220 |
|
|
|
| Total Volume and Open Interest |
67,273 |
628,546 |
-555 |
| 10-Year T-Notes(CBOT) |
| Dec11 |
111010 |
128~270 |
128~290 |
127~180 |
127~190 |
-1~095 |
249,586 |
1,517,718 |
+34,576 |
| Mar12 |
111010 |
127~230 |
127~230 |
126~250 |
126~250 |
-1~120 |
43 |
9,928 |
+959 |
| Jun12 |
111010 |
125~250 |
125~250 |
125~250 |
125~250 |
-1~120 |
|
|
|
| Total Volume and Open Interest |
249,629 |
1,527,646 |
+35,535 |
| 5-Year T-Notes(CBOT) |
| Dec11 |
111010 |
121~123 |
121~126 |
121~048 |
121~055 |
-0~067 |
110,655 |
1,207,116 |
+5,269 |
| Mar12 |
111010 |
120~114 |
120~114 |
120~114 |
120~114 |
-0~067 |
0 |
4 |
+0 |
| Jun12 |
111010 |
120~010 |
120~010 |
120~010 |
120~010 |
-0~067 |
|
|
|
| Total Volume and Open Interest |
110,655 |
1,207,120 |
+5,269 |
| 2 Year T-Notes(CBOT) |
| Dec11 |
111010 |
110~003 |
110~005 |
109~122 |
109~125 |
-0~006 |
35,381 |
706,044 |
-10,034 |
| Mar12 |
111010 |
109~123 |
109~123 |
109~123 |
109~123 |
-0~006 |
0 |
242 |
+0 |
| Jun12 |
111010 |
109~076 |
109~076 |
109~076 |
109~076 |
-0~005 |
|
|
|
| Total Volume and Open Interest |
35,381 |
706,286 |
-10,034 |
| Eurodollars(CME) |
| Dec11 |
111010 |
99.430 |
99.455 |
99.425 |
99.445 |
+0.025 |
46,750 |
1,026,574 |
-24,579 |
| Mar12 |
111010 |
99.340 |
99.370 |
99.330 |
99.355 |
+0.020 |
49,204 |
1,039,520 |
-9,842 |
| Jun12 |
111010 |
99.305 |
99.335 |
99.290 |
99.315 |
+0.005 |
46,622 |
1,056,705 |
-4,528 |
| Sep12 |
111010 |
99.300 |
99.305 |
99.255 |
99.280 |
-0.015 |
49,002 |
716,653 |
+6,105 |
| Dec12 |
111010 |
99.285 |
99.285 |
99.225 |
99.250 |
-0.030 |
80,776 |
727,378 |
-14,521 |
| Mar13 |
111010 |
99.250 |
99.260 |
99.200 |
99.215 |
-0.045 |
63,093 |
777,680 |
+6,487 |
| Jun13 |
111010 |
99.185 |
99.185 |
99.120 |
99.130 |
-0.055 |
40,481 |
500,480 |
-9,975 |
| Sep13 |
111010 |
99.070 |
99.070 |
98.995 |
99.005 |
-0.065 |
40,947 |
432,015 |
-11,849 |
| Dec13 |
111010 |
98.900 |
98.900 |
98.815 |
98.825 |
-0.075 |
24,502 |
401,833 |
-2,116 |
| Mar14 |
111010 |
98.740 |
98.740 |
98.635 |
98.655 |
-0.080 |
20,584 |
282,427 |
+3,899 |
| Jun14 |
111010 |
98.540 |
98.540 |
98.440 |
98.460 |
-0.085 |
12,436 |
258,397 |
+488 |
| Sep14 |
111010 |
98.345 |
98.345 |
98.235 |
98.255 |
-0.095 |
13,102 |
166,066 |
+1,154 |
| Dec14 |
111010 |
98.145 |
98.145 |
98.025 |
98.050 |
-0.105 |
10,266 |
158,142 |
+3,593 |
| Mar15 |
111010 |
97.965 |
97.965 |
97.840 |
97.865 |
-0.110 |
5,035 |
107,377 |
+418 |
| Jun15 |
111010 |
6.045 |
6.050 |
5.910 |
5.940 |
-0.115 |
2,747 |
88,896 |
-907 |
| Sep15 |
111010 |
5.855 |
5.855 |
5.745 |
5.775 |
-0.115 |
2,852 |
74,054 |
-2,687 |
| Dec15 |
111010 |
5.730 |
5.735 |
5.580 |
5.610 |
-0.120 |
2,186 |
56,980 |
-1,480 |
| Mar16 |
111010 |
5.600 |
5.600 |
5.455 |
5.485 |
-0.120 |
861 |
47,886 |
-3,757 |
| Total Volume and Open Interest |
514,089 |
8,197,738 |
-58,564 |
| 30 Day Federal Funds(CBOT) |
| Oct11 |
111010 |
99.920 |
99.923 |
99.920 |
99.920 |
+0.002 |
148 |
63,862 |
+312 |
| Nov11 |
111010 |
99.915 |
99.915 |
99.910 |
99.915 |
unch |
118 |
61,361 |
-132 |
| Dec11 |
111010 |
99.915 |
99.915 |
99.910 |
99.910 |
unch |
126 |
58,466 |
+260 |
| Jan12 |
111010 |
99.900 |
99.900 |
99.895 |
99.895 |
unch |
169 |
50,153 |
+261 |
| Feb12 |
111010 |
99.885 |
99.885 |
99.880 |
99.880 |
unch |
172 |
43,769 |
-112 |
| Mar12 |
111010 |
99.865 |
99.875 |
99.865 |
99.875 |
unch |
101 |
28,346 |
-817 |
| Total Volume and Open Interest |
3,621 |
620,383 |
-342 |
| 30 Day Fed Funds(e-CBOT) |
| 3-Mth Euro-Yen(CME) |
| Dec11 |
111010 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
0 |
281 |
+0 |
| Mar12 |
111010 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
0 |
300 |
+0 |
| Jun12 |
111010 |
99.683 |
99.683 |
99.683 |
99.683 |
unch |
|
|
|
| Sep12 |
111010 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
| Dec12 |
111010 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
| Mar13 |
111010 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
| Jun13 |
111010 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
| Sep13 |
111010 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
| Dec13 |
111010 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
| Mar14 |
111010 |
99.220 |
99.220 |
99.220 |
99.220 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
581 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Dec11 |
111010 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
2,382 |
+0 |
| Mar12 |
111010 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
2,128 |
+0 |
| Jun12 |
111010 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,470 |
+0 |
| Sep12 |
111010 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
610 |
+0 |
| Dec12 |
111010 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
51 |
+0 |
| Mar13 |
111010 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1 |
+0 |
| Jun13 |
111010 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
|
|
|
| Sep13 |
111010 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| 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 |
111010 |
135.68 |
135.80 |
134.40 |
134.62 |
-0.79 |
775,304 |
900,861 |
+835 |
| Mar12 |
111010 |
135.65 |
136.03 |
134.82 |
134.95 |
-0.83 |
38 |
451 |
+1 |
| Jun12 |
111010 |
134.92 |
134.92 |
134.92 |
134.92 |
-0.79 |
|
|
|
| Total Volume and Open Interest |
775,342 |
901,312 |
+836 |
| Euro-Bobl(EUREX) |
| Dec11 |
111010 |
121.84 |
121.89 |
121.27 |
121.36 |
-0.34 |
397,104 |
701,445 |
-130 |
| Mar12 |
111010 |
121.60 |
121.62 |
121.60 |
121.62 |
-0.38 |
5 |
14,414 |
+0 |
| Jun12 |
111010 |
121.51 |
121.51 |
121.51 |
121.51 |
-0.34 |
|
|
|
| Total Volume and Open Interest |
397,109 |
715,859 |
-130 |
| 3-Mth Euribor(EUREX) |
| Dec11 |
111010 |
98.635 |
98.645 |
98.625 |
98.625 |
-0.040 |
0 |
1,905 |
+0 |
| Mar12 |
111010 |
98.740 |
98.740 |
98.740 |
98.740 |
-0.020 |
12 |
2,327 |
+10 |
| Jun12 |
111010 |
98.785 |
98.785 |
98.785 |
98.785 |
-0.015 |
0 |
1,020 |
+0 |
| Total Volume and Open Interest |
17 |
8,537 |
+10 |
| Long Gilt(LIFFE) |
| Dec11 |
111010 |
128~06 |
128~15 |
126~31 |
127~06 |
-0~30 |
186,397 |
322,831 |
-12,415 |
| Mar12 |
111010 |
127~13 |
127~13 |
127~13 |
127~13 |
-0~30 |
|
|
|
| Total Volume and Open Interest |
186,397 |
322,831 |
-12,415 |
| 3-Mth Short Sterling(LIFFE) |
| Dec11 |
111010 |
98.97 |
99.00 |
98.96 |
98.99 |
+0.02 |
61,041 |
343,909 |
-4,853 |
| Mar12 |
111010 |
98.95 |
98.99 |
98.94 |
98.97 |
+0.02 |
97,680 |
370,730 |
-7,452 |
| Jun12 |
111010 |
98.92 |
98.96 |
98.91 |
98.93 |
unch |
89,338 |
218,316 |
+4,438 |
| Sep12 |
111010 |
98.88 |
98.92 |
98.87 |
98.88 |
-0.01 |
100,935 |
254,657 |
-4,577 |
| Dec12 |
111010 |
98.81 |
98.85 |
98.80 |
98.81 |
-0.01 |
112,478 |
207,256 |
-22,662 |
| Mar13 |
111010 |
98.76 |
98.80 |
98.75 |
98.75 |
-0.02 |
82,821 |
167,193 |
-5,648 |
| Total Volume and Open Interest |
696,810 |
1,963,653 |
-45,366 |
| 3-Mth Euribor(LIFFE) |
| Dec11 |
111010 |
98.660 |
98.670 |
98.615 |
98.625 |
-0.040 |
192,346 |
741,589 |
-6,212 |
| Mar12 |
111010 |
98.785 |
98.785 |
98.725 |
98.740 |
-0.020 |
190,557 |
512,206 |
-12,590 |
| Jun12 |
111010 |
98.805 |
98.825 |
98.770 |
98.785 |
-0.015 |
133,625 |
348,923 |
-7,935 |
| Total Volume and Open Interest |
937,340 |
3,342,371 |
-25,914 |
| 3-Mth Aus T-Bills(SFE) |
| Dec11 |
111010 |
95.67 |
95.68 |
95.61 |
95.65 |
-0.03 |
25,660 |
227,791 |
+4,869 |
| Mar12 |
111010 |
96.15 |
96.17 |
96.07 |
96.11 |
-0.06 |
20,098 |
195,134 |
-946 |
| Jun12 |
111010 |
96.29 |
96.31 |
96.19 |
96.24 |
-0.06 |
12,227 |
115,238 |
-2,830 |
| Sep12 |
111010 |
96.25 |
96.27 |
96.17 |
96.20 |
-0.06 |
4,828 |
79,549 |
+1,073 |
| Dec12 |
111010 |
96.16 |
96.18 |
96.08 |
96.12 |
-0.05 |
1,185 |
44,959 |
-89 |
| Mar13 |
111010 |
96.07 |
96.08 |
96.00 |
96.04 |
-0.06 |
436 |
43,372 |
+124 |
| Jun13 |
111010 |
95.99 |
95.99 |
95.93 |
95.94 |
-0.07 |
426 |
31,619 |
-67 |
| Sep13 |
111010 |
95.90 |
95.90 |
95.84 |
95.84 |
-0.06 |
210 |
12,071 |
-53 |
| Dec13 |
111010 |
95.71 |
95.72 |
95.71 |
95.72 |
-0.05 |
69 |
2,868 |
+38 |
| Mar14 |
111010 |
95.60 |
95.60 |
95.60 |
95.60 |
-0.05 |
0 |
406 |
+0 |
| Total Volume and Open Interest |
65,139 |
753,073 |
+2,119 |
| 10-Year Aus T-Bonds(SFE) |
| Dec11 |
111010 |
95.73 |
95.75 |
95.64 |
95.68 |
-0.06 |
38,054 |
351,094 |
+6,385 |
| Mar12 |
111010 |
95.68 |
95.68 |
95.68 |
95.68 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
38,054 |
351,094 |
+6,385 |
| 3-Year Aus T-Bonds(SFE) |
| Dec11 |
111010 |
96.41 |
96.42 |
96.32 |
96.34 |
-0.07 |
79,889 |
486,472 |
-7,745 |
| Mar12 |
111010 |
96.34 |
96.34 |
96.34 |
96.34 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
79,889 |
486,472 |
-7,745 |
| Gold(CMX) |
| Oct11 |
111010 |
1645.6 |
1676.8 |
1645.6 |
1669.6 |
+35.1 |
66 |
832 |
-9 |
| Dec11 |
111010 |
1640.5 |
1679.7 |
1639.9 |
1670.8 |
+35.0 |
129,495 |
270,119 |
+918 |
| Feb12 |
111010 |
1643.2 |
1680.5 |
1643.2 |
1672.8 |
+35.1 |
5,341 |
48,777 |
+2,299 |
| Apr12 |
111010 |
1648.8 |
1678.0 |
1648.8 |
1674.5 |
+35.2 |
952 |
11,542 |
+71 |
| Jun12 |
111010 |
1648.8 |
1676.1 |
1648.8 |
1676.1 |
+35.2 |
153 |
17,105 |
-4 |
| Aug12 |
111010 |
1649.1 |
1686.0 |
1649.1 |
1677.9 |
+35.2 |
99 |
7,341 |
+40 |
| Oct12 |
111010 |
1679.7 |
1687.7 |
1679.7 |
1679.7 |
+35.2 |
651 |
5,621 |
+524 |
| Dec12 |
111010 |
1654.4 |
1690.5 |
1653.6 |
1682.0 |
+35.2 |
80 |
15,385 |
-22 |
| Feb13 |
111010 |
1677.4 |
1684.4 |
1677.4 |
1684.4 |
+35.2 |
0 |
3,387 |
+0 |
| Apr13 |
111010 |
1687.4 |
1687.4 |
1687.4 |
1687.4 |
+35.4 |
0 |
277 |
+0 |
| Jun13 |
111010 |
1690.9 |
1690.9 |
1690.9 |
1690.9 |
+35.7 |
0 |
13,087 |
+0 |
| Aug13 |
111010 |
1694.4 |
1694.4 |
1694.4 |
1694.4 |
+35.9 |
|
|
|
| Total Volume and Open Interest |
137,411 |
436,995 |
+4,049 |
| Silver(CMX) |
| Dec11 |
111010 |
3134.0 |
3236.0 |
3121.5 |
3198.0 |
+98.7 |
41,990 |
60,421 |
-4 |
| Mar12 |
111010 |
3137.0 |
3235.0 |
3137.0 |
3202.0 |
+98.9 |
1,535 |
9,669 |
-55 |
| May12 |
111010 |
3225.0 |
3225.0 |
3203.5 |
3204.0 |
+99.1 |
79 |
2,879 |
+37 |
| Jul12 |
111010 |
3222.5 |
3222.5 |
3204.9 |
3204.9 |
+99.1 |
55 |
2,403 |
+31 |
| Sep12 |
111010 |
3203.6 |
3203.6 |
3203.6 |
3203.6 |
+99.2 |
15 |
869 |
-4 |
| Dec12 |
111010 |
3175.0 |
3220.5 |
3175.0 |
3202.4 |
+99.6 |
50 |
10,334 |
-4 |
| Mar13 |
111010 |
3196.0 |
3196.0 |
3196.0 |
3196.0 |
+99.3 |
0 |
751 |
+0 |
| Total Volume and Open Interest |
43,894 |
100,221 |
+56 |
| Platinum(NYMEX) |
| Oct11 |
111010 |
1514.9 |
1520.6 |
1511.4 |
1520.6 |
+31.6 |
27 |
116 |
+6 |
| Jan12 |
111010 |
1493.3 |
1531.6 |
1490.0 |
1525.1 |
+31.8 |
9,179 |
35,721 |
+772 |
| Apr12 |
111010 |
1522.5 |
1535.0 |
1516.8 |
1528.9 |
+32.0 |
112 |
2,753 |
+16 |
| Jul12 |
111010 |
1531.9 |
1531.9 |
1531.9 |
1531.9 |
+32.0 |
7 |
38 |
+3 |
| Total Volume and Open Interest |
9,325 |
38,766 |
+797 |
| Palladium(NYMEX) |
| Dec11 |
111010 |
584.00 |
620.00 |
581.50 |
614.30 |
+28.45 |
2,592 |
18,623 |
+1 |
| Mar12 |
111010 |
602.40 |
617.00 |
602.40 |
615.30 |
+28.50 |
19 |
359 |
+11 |
| Jun12 |
111010 |
616.30 |
616.30 |
616.30 |
616.30 |
+28.50 |
1 |
8 |
-1 |
| Total Volume and Open Interest |
2,612 |
18,993 |
+11 |
| Copper(CMX) |
| Dec11 |
111010 |
328.00 |
339.10 |
327.75 |
336.80 |
+9.45 |
51,946 |
74,233 |
-712 |
| Mar12 |
111010 |
332.00 |
340.60 |
330.80 |
338.70 |
+9.40 |
4,404 |
27,704 |
-1,970 |
| May12 |
111010 |
332.05 |
340.50 |
332.05 |
339.90 |
+9.35 |
387 |
9,085 |
+275 |
| Jul12 |
111010 |
340.70 |
341.00 |
340.70 |
340.80 |
+9.35 |
52 |
1,859 |
+38 |
| Sep12 |
111010 |
341.60 |
341.60 |
341.60 |
341.60 |
+9.35 |
22 |
981 |
-13 |
| Total Volume and Open Interest |
57,221 |
121,461 |
-2,378 |
| DJIA Index(CBOT) |
| Dec11 |
111010 |
11093 |
11375 |
11093 |
11368 |
+302 |
361 |
12,561 |
+113 |
| Mar12 |
111010 |
11292 |
11292 |
10990 |
11292 |
+302 |
0 |
21 |
+0 |
| Jun12 |
111010 |
11222 |
11222 |
10920 |
11222 |
+302 |
|
|
|
| Sep12 |
111010 |
11159 |
11159 |
10857 |
11159 |
+302 |
|
|
|
| Total Volume and Open Interest |
361 |
12,582 |
+113 |
| E-mini DJIA Index(CBOT) |
| Dec11 |
111010 |
11080 |
11375 |
11080 |
11368 |
+302 |
153,365 |
76,821 |
+3,813 |
| Mar12 |
111010 |
11086 |
11292 |
11086 |
11292 |
+302 |
29 |
150 |
+0 |
| Jun12 |
111010 |
11222 |
11222 |
11222 |
11222 |
+302 |
0 |
2 |
+0 |
| Sep12 |
111010 |
11159 |
11159 |
11159 |
11159 |
+302 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
153,394 |
76,983 |
+3,813 |
| S & P 500(CME) |
| Dec11 |
111010 |
1158.00 |
1192.00 |
1156.70 |
1190.90 |
+36.00 |
13,313 |
289,669 |
-406 |
| Mar12 |
111010 |
1175.70 |
1186.70 |
1173.70 |
1184.80 |
+36.10 |
359 |
3,300 |
-17 |
| Jun12 |
111010 |
1179.70 |
1181.60 |
1179.60 |
1179.70 |
+36.10 |
320 |
1,022 |
+320 |
| Sep12 |
111010 |
1173.70 |
1175.60 |
1173.60 |
1173.70 |
+36.10 |
|
|
|
| Total Volume and Open Interest |
13,992 |
294,091 |
-103 |
| S & P 500 E-Mini(Globex) |
| Dec11 |
111010 |
1157.75 |
1192.25 |
1156.50 |
1191.00 |
+36.00 |
2,865,466 |
3,053,178 |
-63,225 |
| Mar12 |
111010 |
1150.50 |
1186.00 |
1150.50 |
1184.75 |
+36.00 |
2,020 |
3,958 |
+142 |
| Total Volume and Open Interest |
2,867,491 |
3,057,233 |
-63,081 |
| NASDAQ 100(CME) |
| Dec11 |
111010 |
2204.00 |
2278.00 |
2204.00 |
2276.80 |
+75.00 |
587 |
15,627 |
-23 |
| Mar12 |
111010 |
2272.80 |
2272.80 |
2268.00 |
2272.80 |
+75.00 |
|
|
|
| Jun12 |
111010 |
2269.80 |
2269.80 |
2267.80 |
2269.80 |
+75.00 |
|
|
|
| Total Volume and Open Interest |
587 |
15,627 |
-23 |
| NASDAQ 100 E-Mini(Globex) |
| Dec11 |
111010 |
2206.00 |
2277.30 |
2203.00 |
2276.80 |
+75.00 |
354,155 |
297,846 |
-13,693 |
| Mar12 |
111010 |
2224.50 |
2272.80 |
2224.50 |
2272.80 |
+75.00 |
28 |
253 |
-2 |
| Total Volume and Open Interest |
354,183 |
298,102 |
-13,695 |
| S & P Midcap 400(CME) |
| Dec11 |
111010 |
825.00 |
825.00 |
825.00 |
825.00 |
+23.60 |
183 |
4,718 |
+182 |
| Mar12 |
111010 |
823.00 |
823.00 |
823.00 |
823.00 |
+23.60 |
|
|
|
| Jun12 |
111010 |
821.00 |
821.00 |
821.00 |
821.00 |
+23.60 |
|
|
|
| Total Volume and Open Interest |
183 |
4,718 |
+182 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec11 |
111010 |
8610 |
8810 |
8610 |
8795 |
+175 |
7,622 |
25,279 |
-182 |
| Mar12 |
111010 |
8795 |
8795 |
8620 |
8795 |
+175 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
7,622 |
25,287 |
-182 |
| 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 |
111010 |
3125.0 |
3168.5 |
3095.0 |
3160.5 |
+65.5 |
114,836 |
270,043 |
-4,939 |
| Nov11 |
111010 |
3121.5 |
3160.0 |
3092.5 |
3154.0 |
+65.5 |
252 |
4,863 |
+122 |
| Dec11 |
111010 |
3117.0 |
3160.5 |
3091.0 |
3152.5 |
+66.0 |
389 |
44,211 |
-190 |
| Total Volume and Open Interest |
115,477 |
319,121 |
-5,007 |
| Hang Seng Index(HKFE) |
| Oct11 |
111010 |
17865 |
17905 |
17387 |
17734 |
+91 |
97,377 |
88,195 |
+469 |
| Nov11 |
111010 |
17844 |
17865 |
17355 |
17699 |
+96 |
796 |
2,161 |
+43 |
| Dec11 |
111010 |
18000 |
18000 |
17386 |
17687 |
+96 |
422 |
9,236 |
+37 |
| Total Volume and Open Interest |
98,834 |
100,338 |
+675 |
| DAX(EUREX) |
| Dec11 |
111010 |
5743.5 |
5884.5 |
5660.5 |
5853.0 |
+171.5 |
173,051 |
176,302 |
-1,689 |
| Mar12 |
111010 |
5744.5 |
5891.0 |
5675.0 |
5865.5 |
+172.0 |
306 |
6,846 |
-20 |
| Jun12 |
111010 |
5763.0 |
5914.0 |
5713.0 |
5888.0 |
+172.0 |
54 |
498 |
+36 |
| Total Volume and Open Interest |
173,411 |
183,646 |
-1,673 |
| FT-SE 100(EURONEXT) |
| Dec11 |
111010 |
5308.00 |
5388.00 |
5279.00 |
5370.50 |
+92.00 |
148,415 |
639,897 |
-68 |
| Mar12 |
111010 |
5292.00 |
5347.00 |
5292.00 |
5336.00 |
+92.00 |
78 |
973 |
+11 |
| Jun12 |
111010 |
5299.00 |
5299.00 |
5299.00 |
5299.00 |
+93.00 |
10 |
513 |
+0 |
| Total Volume and Open Interest |
148,503 |
641,383 |
-57 |
| SPI 200(SFE) |
| Dec11 |
111010 |
4176.0 |
4224.0 |
4140.0 |
4197.0 |
+21.0 |
36,329 |
201,309 |
-4,810 |
| Mar12 |
111010 |
4160.0 |
4198.0 |
4130.0 |
4175.0 |
+22.0 |
78 |
2,416 |
-57 |
| Jun12 |
111010 |
4183.0 |
4183.0 |
4183.0 |
4183.0 |
+23.0 |
0 |
1,090 |
-124 |
| Total Volume and Open Interest |
36,843 |
208,234 |
-4,597 |
| GSCI(CME) |
| Oct11 |
111010 |
615.00 |
622.50 |
614.00 |
620.40 |
+13.40 |
1,622 |
7,274 |
-1,304 |
| Nov11 |
111010 |
614.75 |
622.00 |
614.00 |
620.00 |
+12.95 |
1,537 |
2,022 |
+1,421 |
| Dec11 |
111010 |
621.70 |
623.00 |
621.70 |
621.70 |
+12.70 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
3,159 |
9,303 |
+117 |
| 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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