|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue October 11, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111011 |
1180.00 |
1245.50 |
1174.50 |
1235.50 |
+58.00 |
148,259 |
224,736 |
-8,703 |
Jan12 |
111011 |
1190.50 |
1255.25 |
1185.75 |
1246.25 |
+57.50 |
61,962 |
128,872 |
+5,075 |
Mar12 |
111011 |
1201.00 |
1263.25 |
1195.00 |
1255.00 |
+57.25 |
16,983 |
58,909 |
+2,512 |
May12 |
111011 |
1206.50 |
1270.00 |
1203.00 |
1261.25 |
+55.75 |
7,756 |
60,912 |
-405 |
Jul12 |
111011 |
1217.00 |
1277.25 |
1211.25 |
1269.00 |
+55.50 |
10,425 |
46,068 |
+1,353 |
Aug12 |
111011 |
1214.00 |
1261.50 |
1208.50 |
1261.50 |
+53.00 |
130 |
466 |
+4 |
Sep12 |
111011 |
1233.25 |
1250.00 |
1197.50 |
1247.00 |
+49.50 |
117 |
328 |
+5 |
Nov12 |
111011 |
1195.00 |
1242.00 |
1191.25 |
1235.00 |
+43.75 |
11,188 |
42,869 |
+1,915 |
Jan13 |
111011 |
1243.00 |
1243.00 |
1200.00 |
1243.00 |
+43.00 |
0 |
10,233 |
+0 |
Mar13 |
111011 |
1242.00 |
1248.50 |
1205.75 |
1248.50 |
+42.75 |
0 |
158 |
+0 |
May13 |
111011 |
1249.00 |
1249.00 |
1207.00 |
1249.00 |
+42.00 |
14 |
64 |
+10 |
Jul13 |
111011 |
1223.00 |
1254.00 |
1211.75 |
1254.00 |
+42.25 |
9 |
191 |
-2 |
Aug13 |
111011 |
1252.00 |
1252.00 |
1208.25 |
1252.00 |
+43.75 |
|
|
|
Sep13 |
111011 |
1236.00 |
1236.00 |
1192.25 |
1236.00 |
+43.75 |
|
|
|
Total Volume and Open Interest |
256,865 |
575,326 |
+1,772 |
Soybean Meal(CBOT) |
Oct11 |
111011 |
304.50 |
318.20 |
304.50 |
316.90 |
+12.20 |
903 |
722 |
-266 |
Dec11 |
111011 |
308.20 |
322.50 |
306.20 |
320.60 |
+12.10 |
33,063 |
99,128 |
+200 |
Jan12 |
111011 |
310.80 |
325.00 |
308.50 |
323.00 |
+12.20 |
1,985 |
20,656 |
-46 |
Mar12 |
111011 |
314.30 |
328.30 |
312.40 |
326.40 |
+12.10 |
2,024 |
20,892 |
+54 |
May12 |
111011 |
316.40 |
330.40 |
314.30 |
328.50 |
+12.10 |
1,432 |
16,150 |
+479 |
Jul12 |
111011 |
319.40 |
333.00 |
317.40 |
331.30 |
+11.90 |
1,773 |
14,537 |
-215 |
Aug12 |
111011 |
319.70 |
332.00 |
319.70 |
330.80 |
+11.10 |
133 |
2,486 |
-43 |
Sep12 |
111011 |
318.50 |
331.10 |
318.50 |
328.80 |
+10.20 |
168 |
2,701 |
+24 |
Oct12 |
111011 |
314.00 |
326.00 |
313.60 |
322.80 |
+9.20 |
92 |
1,894 |
+13 |
Dec12 |
111011 |
315.50 |
325.00 |
315.50 |
323.30 |
+8.70 |
505 |
7,906 |
+29 |
Total Volume and Open Interest |
42,083 |
188,771 |
+234 |
Soybean Oil(CBOT) |
Oct11 |
111011 |
50.36 |
52.22 |
49.86 |
51.95 |
+2.09 |
291 |
471 |
-618 |
Dec11 |
111011 |
50.20 |
52.61 |
49.88 |
52.18 |
+2.07 |
53,948 |
140,692 |
-2,566 |
Jan12 |
111011 |
50.50 |
52.88 |
50.16 |
52.47 |
+2.07 |
14,820 |
46,251 |
+3,143 |
Mar12 |
111011 |
50.77 |
53.23 |
50.50 |
52.81 |
+2.06 |
5,852 |
41,608 |
+1,039 |
May12 |
111011 |
51.44 |
53.47 |
50.75 |
53.08 |
+2.11 |
2,675 |
25,283 |
+687 |
Jul12 |
111011 |
51.28 |
53.67 |
50.94 |
53.27 |
+2.09 |
1,970 |
18,914 |
+205 |
Aug12 |
111011 |
51.73 |
53.63 |
51.65 |
53.32 |
+2.09 |
55 |
2,448 |
-2 |
Sep12 |
111011 |
51.72 |
53.67 |
51.72 |
53.27 |
+2.09 |
121 |
2,714 |
+17 |
Oct12 |
111011 |
51.49 |
53.40 |
51.40 |
53.02 |
+1.99 |
51 |
2,572 |
+16 |
Dec12 |
111011 |
51.28 |
53.24 |
51.25 |
52.96 |
+1.98 |
257 |
10,082 |
-42 |
Total Volume and Open Interest |
80,040 |
291,044 |
+1,879 |
Canola(WCE) |
Nov11 |
111011 |
520.3 |
538.5 |
518.2 |
535.2 |
+16.6 |
8,519 |
46,799 |
-2,303 |
Jan12 |
111011 |
528.5 |
547.9 |
527.7 |
544.3 |
+15.8 |
3,809 |
71,677 |
+1,991 |
Mar12 |
111011 |
544.9 |
556.5 |
542.5 |
553.3 |
+15.7 |
1,073 |
22,752 |
+133 |
May12 |
111011 |
550.5 |
562.8 |
548.5 |
559.7 |
+16.4 |
1,568 |
12,486 |
+175 |
Jul12 |
111011 |
550.4 |
568.0 |
550.4 |
565.0 |
+16.3 |
1,097 |
4,694 |
-702 |
Total Volume and Open Interest |
16,224 |
169,261 |
-708 |
Corn(CBOT) |
Dec11 |
111011 |
606.75 |
645.00 |
599.75 |
645.00 |
+40.00 |
135,540 |
586,950 |
-5,065 |
Mar12 |
111011 |
619.00 |
657.50 |
612.00 |
657.50 |
+40.00 |
41,263 |
254,409 |
+2,027 |
May12 |
111011 |
626.75 |
664.75 |
620.00 |
664.75 |
+40.00 |
12,164 |
77,548 |
+175 |
Jul12 |
111011 |
631.00 |
669.25 |
624.00 |
669.25 |
+40.00 |
17,028 |
106,941 |
+446 |
Sep12 |
111011 |
599.00 |
636.00 |
593.25 |
629.25 |
+32.00 |
1,282 |
29,699 |
+70 |
Dec12 |
111011 |
572.25 |
603.50 |
565.75 |
600.75 |
+28.50 |
10,564 |
109,003 |
-652 |
Mar13 |
111011 |
587.00 |
616.50 |
586.00 |
612.25 |
+28.50 |
639 |
29,642 |
+43 |
May13 |
111011 |
616.00 |
619.25 |
590.75 |
619.25 |
+28.50 |
215 |
1,177 |
+127 |
Jul13 |
111011 |
598.75 |
625.00 |
598.25 |
624.25 |
+28.50 |
307 |
1,354 |
+182 |
Sep13 |
111011 |
603.00 |
603.25 |
603.00 |
603.25 |
+26.00 |
0 |
225 |
+0 |
Total Volume and Open Interest |
219,144 |
1,210,088 |
-2,608 |
Wheat(CBOT) |
Dec11 |
111011 |
611.50 |
665.25 |
611.00 |
660.75 |
+49.25 |
39,936 |
211,765 |
-1,215 |
Mar12 |
111011 |
648.25 |
697.25 |
648.25 |
695.00 |
+47.25 |
6,148 |
91,572 |
+1,088 |
May12 |
111011 |
675.25 |
718.50 |
673.00 |
716.50 |
+45.00 |
1,942 |
28,796 |
+153 |
Jul12 |
111011 |
683.00 |
730.50 |
683.00 |
728.25 |
+45.25 |
1,709 |
56,615 |
-99 |
Sep12 |
111011 |
703.75 |
745.50 |
703.75 |
744.50 |
+42.25 |
102 |
2,987 |
-1 |
Dec12 |
111011 |
730.50 |
769.00 |
726.50 |
765.50 |
+37.50 |
1,161 |
28,010 |
+252 |
Total Volume and Open Interest |
51,235 |
423,349 |
+245 |
Wheat(KCBT) |
Dec11 |
111011 |
685.75 |
731.75 |
685.75 |
729.75 |
+43.75 |
5,204 |
69,609 |
-28 |
Mar12 |
111011 |
702.00 |
747.50 |
702.00 |
746.00 |
+44.00 |
1,989 |
45,184 |
+565 |
May12 |
111011 |
711.00 |
755.50 |
711.00 |
754.25 |
+43.25 |
283 |
8,082 |
+54 |
Jul12 |
111011 |
718.00 |
761.25 |
718.00 |
761.25 |
+42.75 |
1,939 |
29,868 |
-30 |
Sep12 |
111011 |
737.75 |
774.75 |
736.75 |
774.75 |
+43.25 |
244 |
2,460 |
-74 |
Dec12 |
111011 |
757.75 |
797.50 |
757.75 |
797.50 |
+43.25 |
360 |
2,695 |
-114 |
Total Volume and Open Interest |
10,023 |
158,195 |
+377 |
Wheat(MGE) |
Dec11 |
111011 |
934.00 |
955.75 |
933.00 |
936.50 |
+2.25 |
1,189 |
12,931 |
-72 |
Mar12 |
111011 |
848.00 |
878.25 |
846.50 |
866.25 |
+19.25 |
1,388 |
14,355 |
+256 |
May12 |
111011 |
824.00 |
856.75 |
823.75 |
846.25 |
+22.00 |
353 |
4,857 |
+70 |
Jul12 |
111011 |
807.50 |
842.75 |
807.00 |
833.00 |
+26.50 |
361 |
5,056 |
-59 |
Sep12 |
111011 |
783.75 |
818.00 |
783.75 |
812.75 |
+32.25 |
167 |
2,852 |
+1 |
Total Volume and Open Interest |
3,599 |
41,869 |
+206 |
Oats(CBOT) |
Dec11 |
111011 |
327.00 |
340.00 |
325.00 |
339.00 |
+15.00 |
718 |
12,910 |
-109 |
Mar12 |
111011 |
338.00 |
350.00 |
334.50 |
349.00 |
+14.50 |
31 |
2,555 |
+4 |
May12 |
111011 |
348.00 |
354.50 |
340.50 |
354.50 |
+14.00 |
2 |
209 |
-1 |
Jul12 |
111011 |
351.00 |
360.50 |
346.50 |
360.50 |
+14.00 |
3 |
8 |
+2 |
Total Volume and Open Interest |
754 |
15,743 |
-104 |
Rough Rice(CBOT) |
Nov11 |
111011 |
15.55 |
16.01 |
15.55 |
15.98 |
+0.46 |
999 |
8,658 |
-392 |
Jan12 |
111011 |
15.91 |
16.31 |
15.91 |
16.30 |
+0.48 |
794 |
5,893 |
+181 |
Mar12 |
111011 |
16.28 |
16.62 |
16.23 |
16.60 |
+0.48 |
205 |
2,253 |
+23 |
May12 |
111011 |
16.62 |
16.86 |
16.60 |
16.86 |
+0.45 |
0 |
261 |
+0 |
Total Volume and Open Interest |
2,000 |
17,288 |
-188 |
Live Cattle(CME) |
Oct11 |
111011 |
120.400 |
121.550 |
119.900 |
121.385 |
+1.350 |
31,531 |
21,843 |
-11,710 |
Dec11 |
111011 |
120.635 |
121.950 |
120.200 |
121.635 |
+1.285 |
25,067 |
150,985 |
-5,634 |
Feb12 |
111011 |
122.700 |
124.000 |
122.400 |
123.650 |
+0.800 |
10,606 |
71,248 |
-1,592 |
Apr12 |
111011 |
126.550 |
127.750 |
126.180 |
127.350 |
+1.020 |
7,979 |
53,902 |
-980 |
Jun12 |
111011 |
124.035 |
125.350 |
124.035 |
125.300 |
+0.800 |
2,034 |
22,519 |
-88 |
Aug12 |
111011 |
123.300 |
124.730 |
123.200 |
124.700 |
+1.300 |
394 |
4,314 |
+100 |
Total Volume and Open Interest |
77,727 |
327,354 |
-19,863 |
Feeder Cattle(CME) |
Oct11 |
111011 |
139.500 |
139.600 |
138.250 |
138.485 |
-0.515 |
1,081 |
5,275 |
-344 |
Nov11 |
111011 |
143.535 |
144.050 |
142.150 |
143.130 |
unch |
3,211 |
12,723 |
-766 |
Jan12 |
111011 |
145.785 |
146.250 |
144.630 |
145.350 |
+0.200 |
2,213 |
9,198 |
+136 |
Mar12 |
111011 |
145.935 |
146.750 |
145.250 |
146.075 |
+0.290 |
578 |
3,859 |
+99 |
Apr12 |
111011 |
145.850 |
146.850 |
145.650 |
146.500 |
+0.400 |
90 |
727 |
-44 |
May12 |
111011 |
146.785 |
147.250 |
146.185 |
146.800 |
+0.250 |
68 |
796 |
+27 |
Aug12 |
111011 |
148.000 |
148.150 |
147.000 |
147.950 |
+0.450 |
47 |
833 |
+26 |
Total Volume and Open Interest |
7,290 |
33,424 |
-864 |
Lean Hogs(CME) |
Oct11 |
111011 |
92.785 |
92.785 |
92.000 |
92.135 |
-0.900 |
4,704 |
13,460 |
-1,567 |
Dec11 |
111011 |
87.800 |
88.135 |
86.750 |
86.785 |
-0.965 |
17,946 |
102,520 |
-1,038 |
Feb12 |
111011 |
91.080 |
91.730 |
90.700 |
91.000 |
-0.180 |
5,755 |
60,040 |
-1,061 |
Apr12 |
111011 |
94.000 |
94.885 |
93.900 |
94.080 |
-0.170 |
7,814 |
46,081 |
-870 |
May12 |
111011 |
98.100 |
98.550 |
97.980 |
98.400 |
+0.050 |
131 |
1,520 |
+34 |
Jun12 |
111011 |
100.285 |
100.750 |
99.950 |
100.480 |
-0.070 |
3,312 |
27,031 |
+1,021 |
Jul12 |
111011 |
98.400 |
99.230 |
98.250 |
98.850 |
+0.100 |
505 |
7,124 |
+103 |
Aug12 |
111011 |
96.700 |
97.180 |
96.200 |
96.900 |
unch |
1,110 |
7,840 |
+385 |
Total Volume and Open Interest |
41,742 |
271,136 |
-2,723 |
Class III Milk(CME) |
Oct11 |
111011 |
17.92 |
17.98 |
17.90 |
17.92 |
unch |
181 |
5,227 |
-47 |
Nov11 |
111011 |
17.19 |
17.48 |
16.95 |
17.10 |
-0.09 |
527 |
5,238 |
+38 |
Dec11 |
111011 |
16.32 |
16.55 |
16.15 |
16.40 |
+0.12 |
256 |
4,641 |
-19 |
Jan12 |
111011 |
16.26 |
16.63 |
16.18 |
16.26 |
+0.06 |
79 |
2,259 |
+28 |
Feb12 |
111011 |
16.12 |
16.26 |
16.05 |
16.20 |
+0.15 |
28 |
1,955 |
+16 |
Total Volume and Open Interest |
1,249 |
30,404 |
+85 |
Cocoa(ICE) |
Dec11 |
111011 |
2656 |
2668 |
2580 |
2604 |
-52 |
6,610 |
72,503 |
-632 |
Mar12 |
111011 |
2688 |
2692 |
2610 |
2632 |
-52 |
2,330 |
60,301 |
-157 |
May12 |
111011 |
2672 |
2673 |
2624 |
2645 |
-51 |
250 |
21,030 |
+23 |
Jul12 |
111011 |
2689 |
2689 |
2645 |
2661 |
-51 |
59 |
9,688 |
-17 |
Sep12 |
111011 |
2698 |
2698 |
2655 |
2673 |
-53 |
55 |
10,991 |
-17 |
Dec12 |
111011 |
2711 |
2711 |
2667 |
2685 |
-53 |
62 |
9,756 |
+47 |
Mar13 |
111011 |
2730 |
2730 |
2700 |
2706 |
-52 |
7 |
2,651 |
+6 |
Total Volume and Open Interest |
9,373 |
189,034 |
-747 |
Coffee "C"(ICE) |
Dec11 |
111011 |
226.30 |
228.35 |
221.65 |
223.40 |
-2.90 |
7,986 |
66,853 |
-678 |
Mar12 |
111011 |
230.00 |
231.20 |
225.10 |
226.75 |
-2.85 |
2,186 |
27,628 |
+311 |
May12 |
111011 |
231.40 |
232.65 |
226.85 |
228.55 |
-2.85 |
698 |
11,758 |
+102 |
Jul12 |
111011 |
231.75 |
232.10 |
228.45 |
230.25 |
-2.30 |
134 |
3,778 |
+1 |
Sep12 |
111011 |
230.80 |
232.20 |
228.40 |
230.35 |
-2.05 |
57 |
3,152 |
+18 |
Dec12 |
111011 |
231.15 |
231.40 |
228.30 |
229.60 |
-2.00 |
41 |
2,250 |
-7 |
Total Volume and Open Interest |
11,168 |
116,164 |
-213 |
Orange Juice(ICE) |
Nov11 |
111011 |
157.50 |
166.40 |
157.50 |
161.45 |
+4.70 |
1,339 |
10,847 |
-663 |
Jan12 |
111011 |
155.50 |
163.25 |
155.50 |
158.40 |
+4.85 |
871 |
9,163 |
+506 |
Mar12 |
111011 |
155.70 |
163.45 |
155.70 |
158.05 |
+4.35 |
62 |
2,720 |
+108 |
May12 |
111011 |
157.95 |
157.95 |
157.95 |
157.95 |
+4.25 |
13 |
1,292 |
+1 |
Jul12 |
111011 |
158.00 |
158.20 |
158.00 |
158.20 |
+4.10 |
0 |
316 |
+0 |
Sep12 |
111011 |
158.35 |
158.35 |
158.35 |
158.35 |
+4.15 |
0 |
53 |
+0 |
Total Volume and Open Interest |
2,285 |
24,401 |
-48 |
Sugar #11(ICE) |
Mar12 |
111011 |
26.27 |
26.30 |
25.58 |
25.94 |
-0.34 |
40,246 |
243,782 |
+425 |
May12 |
111011 |
25.43 |
25.43 |
24.79 |
25.10 |
-0.33 |
9,591 |
71,289 |
+1,175 |
Jul12 |
111011 |
24.43 |
24.43 |
23.88 |
24.18 |
-0.25 |
5,149 |
64,552 |
+439 |
Oct12 |
111011 |
23.80 |
23.88 |
23.35 |
23.67 |
-0.20 |
2,860 |
37,669 |
+926 |
Mar13 |
111011 |
23.68 |
23.83 |
23.32 |
23.63 |
-0.19 |
1,027 |
28,466 |
+330 |
Total Volume and Open Interest |
59,588 |
473,313 |
+3,506 |
London Cocoa(LCE) |
Dec11 |
111011 |
1710 |
1715 |
1672 |
1688 |
-19 |
3,509 |
80,708 |
+398 |
Mar12 |
111011 |
1735 |
1744 |
1696 |
1712 |
-23 |
2,412 |
55,970 |
+157 |
May12 |
111011 |
1752 |
1759 |
1713 |
1728 |
-24 |
863 |
15,379 |
-22 |
Jul12 |
111011 |
1770 |
1772 |
1732 |
1743 |
-23 |
1,401 |
16,782 |
+236 |
Sep12 |
111011 |
1784 |
1786 |
1746 |
1758 |
-21 |
175 |
12,497 |
+66 |
Dec12 |
111011 |
1784 |
1784 |
1768 |
1774 |
-22 |
88 |
10,378 |
+27 |
Mar13 |
111011 |
1790 |
1791 |
1786 |
1786 |
-21 |
20 |
2,350 |
-5 |
Total Volume and Open Interest |
8,468 |
194,566 |
+857 |
London Sugar(LCE) |
Dec11 |
111011 |
676.30 |
677.30 |
663.20 |
668.50 |
-11.60 |
3,195 |
16,681 |
-108 |
Mar12 |
111011 |
658.70 |
661.40 |
648.60 |
654.90 |
-10.40 |
1,281 |
12,216 |
+63 |
May12 |
111011 |
652.90 |
653.60 |
641.30 |
648.00 |
-10.00 |
542 |
5,865 |
+201 |
Aug12 |
111011 |
633.00 |
641.00 |
628.30 |
635.40 |
-9.30 |
127 |
3,638 |
-11 |
Oct12 |
111011 |
621.70 |
630.80 |
621.00 |
621.70 |
-8.70 |
255 |
2,269 |
-34 |
Total Volume and Open Interest |
5,611 |
42,158 |
+313 |
Cotton(ICE) |
Dec11 |
111011 |
103.50 |
104.00 |
102.69 |
103.47 |
+0.13 |
6,516 |
88,072 |
+185 |
Mar12 |
111011 |
100.60 |
101.05 |
99.95 |
100.73 |
+0.27 |
2,886 |
42,812 |
+286 |
May12 |
111011 |
99.50 |
99.91 |
99.10 |
99.73 |
+0.03 |
400 |
8,108 |
+135 |
Jul12 |
111011 |
98.59 |
98.78 |
98.42 |
98.73 |
-0.08 |
40 |
11,321 |
-1 |
Oct12 |
111011 |
97.07 |
97.07 |
97.07 |
97.07 |
-0.08 |
0 |
3 |
+0 |
Dec12 |
111011 |
94.12 |
94.36 |
93.46 |
94.36 |
-0.08 |
2 |
3,438 |
+0 |
Total Volume and Open Interest |
9,864 |
154,546 |
+598 |
Lumber(CME) |
Nov11 |
111011 |
221.6 |
227.3 |
221.6 |
225.5 |
+1.1 |
377 |
5,240 |
-158 |
Jan12 |
111011 |
239.0 |
243.4 |
237.7 |
242.1 |
+5.0 |
264 |
4,611 |
+47 |
Mar12 |
111011 |
254.7 |
258.9 |
254.6 |
258.9 |
+0.4 |
13 |
819 |
-2 |
May12 |
111011 |
271.0 |
271.0 |
269.9 |
270.0 |
+1.5 |
0 |
137 |
+0 |
Total Volume and Open Interest |
654 |
10,830 |
-113 |
Crude Oil(NYM) |
Nov11 |
111011 |
85.70 |
86.64 |
83.97 |
85.81 |
+0.40 |
264,825 |
193,087 |
-42,566 |
Dec11 |
111011 |
85.83 |
86.81 |
84.16 |
86.01 |
+0.42 |
123,229 |
283,109 |
+23,817 |
Jan12 |
111011 |
85.75 |
86.88 |
84.35 |
86.16 |
+0.49 |
53,218 |
147,268 |
+7,686 |
Feb12 |
111011 |
85.69 |
87.02 |
84.41 |
86.37 |
+0.60 |
18,785 |
59,401 |
+3,826 |
Mar12 |
111011 |
85.90 |
87.02 |
84.66 |
86.53 |
+0.69 |
17,534 |
54,200 |
+2,151 |
Apr12 |
111011 |
85.74 |
87.04 |
84.63 |
86.60 |
+0.74 |
11,267 |
30,515 |
-139 |
May12 |
111011 |
84.89 |
87.18 |
84.89 |
86.66 |
+0.74 |
9,508 |
26,239 |
+219 |
Jun12 |
111011 |
86.23 |
87.30 |
84.88 |
86.74 |
+0.73 |
17,409 |
69,767 |
-1,667 |
Jul12 |
111011 |
85.68 |
87.32 |
85.16 |
86.87 |
+0.75 |
2,759 |
34,178 |
+18 |
Aug12 |
111011 |
85.50 |
86.97 |
85.50 |
86.97 |
+0.76 |
1,828 |
17,421 |
-46 |
Sep12 |
111011 |
86.04 |
87.48 |
86.04 |
87.12 |
+0.77 |
3,080 |
18,328 |
+385 |
Oct12 |
111011 |
87.30 |
87.30 |
87.30 |
87.30 |
+0.78 |
3,071 |
20,082 |
-455 |
Nov12 |
111011 |
87.53 |
87.53 |
87.53 |
87.53 |
+0.80 |
2,749 |
23,460 |
+999 |
Dec12 |
111011 |
87.15 |
88.31 |
85.88 |
87.79 |
+0.82 |
18,599 |
157,556 |
+251 |
Jan13 |
111011 |
87.84 |
87.84 |
87.84 |
87.84 |
+0.83 |
1,266 |
21,283 |
-226 |
Feb13 |
111011 |
88.10 |
88.10 |
87.88 |
87.88 |
+0.85 |
136 |
9,277 |
+28 |
Total Volume and Open Interest |
556,770 |
1,420,172 |
-6,107 |
e-miNY Crude Oil(NYM) |
Oct11 |
110919 |
87.250 |
87.400 |
84.800 |
85.700 |
-2.250 |
4,569 |
1,489 |
-206 |
Nov11 |
111011 |
85.625 |
86.650 |
83.975 |
85.800 |
+0.400 |
6,282 |
2,547 |
+153 |
Dec11 |
111011 |
85.675 |
86.800 |
84.200 |
86.000 |
+0.400 |
414 |
853 |
+26 |
Jan12 |
111011 |
85.625 |
86.850 |
84.750 |
86.150 |
+0.475 |
88 |
351 |
-3 |
Feb12 |
111011 |
85.325 |
86.375 |
84.950 |
86.375 |
+0.600 |
12 |
124 |
-3 |
Mar12 |
111011 |
86.850 |
86.850 |
86.525 |
86.525 |
+0.675 |
1 |
18 |
+1 |
Apr12 |
111011 |
86.600 |
86.600 |
86.600 |
86.600 |
+0.750 |
0 |
4 |
+0 |
May12 |
111011 |
86.650 |
86.650 |
86.650 |
86.650 |
+0.725 |
2 |
7 |
+1 |
Jun12 |
111011 |
85.400 |
86.750 |
85.400 |
86.750 |
+0.750 |
3 |
15 |
+2 |
Jul12 |
111011 |
86.875 |
86.875 |
86.875 |
86.875 |
+0.750 |
0 |
4 |
+0 |
Total Volume and Open Interest |
6,803 |
4,164 |
+176 |
Heating Oil(NYM) |
Nov11 |
111011 |
290.39 |
291.62 |
285.50 |
290.41 |
+0.02 |
52,756 |
73,145 |
-7,819 |
Dec11 |
111011 |
289.46 |
291.41 |
285.33 |
290.37 |
+0.57 |
28,956 |
61,793 |
-1,603 |
Jan12 |
111011 |
288.66 |
290.96 |
285.15 |
290.04 |
+1.02 |
16,554 |
39,311 |
-1,306 |
Feb12 |
111011 |
285.55 |
289.68 |
284.53 |
288.91 |
+1.50 |
6,412 |
22,178 |
-16 |
Mar12 |
111011 |
284.75 |
287.90 |
282.49 |
287.15 |
+1.85 |
4,723 |
23,482 |
+554 |
Apr12 |
111011 |
280.98 |
283.84 |
280.98 |
283.62 |
+1.89 |
2,471 |
9,824 |
-92 |
May12 |
111011 |
277.57 |
280.19 |
277.33 |
280.09 |
+1.94 |
1,883 |
7,938 |
-392 |
Jun12 |
111011 |
275.80 |
279.04 |
273.32 |
278.21 |
+1.93 |
5,523 |
32,031 |
-760 |
Jul12 |
111011 |
273.61 |
278.31 |
273.61 |
278.31 |
+1.93 |
395 |
6,673 |
+124 |
Aug12 |
111011 |
274.06 |
278.76 |
274.06 |
278.76 |
+1.93 |
78 |
3,860 |
+6 |
Sep12 |
111011 |
276.65 |
280.06 |
276.65 |
279.26 |
+1.93 |
24 |
4,300 |
-15 |
Oct12 |
111011 |
280.11 |
280.11 |
280.11 |
280.11 |
+1.93 |
2 |
1,432 |
-2 |
Total Volume and Open Interest |
120,409 |
301,348 |
-11,394 |
Gasoline(NYMEX) |
Nov11 |
111011 |
271.26 |
275.60 |
266.85 |
274.76 |
+5.23 |
48,389 |
65,551 |
-3,923 |
Dec11 |
111011 |
263.67 |
268.55 |
260.59 |
267.64 |
+4.40 |
37,607 |
59,404 |
+1,890 |
Jan12 |
111011 |
259.93 |
264.59 |
257.10 |
263.86 |
+4.12 |
21,493 |
32,178 |
+2,410 |
Feb12 |
111011 |
256.91 |
262.72 |
255.46 |
262.10 |
+3.89 |
9,166 |
13,490 |
+1,051 |
Mar12 |
111011 |
258.14 |
262.41 |
255.31 |
261.85 |
+3.76 |
6,742 |
18,715 |
-735 |
Apr12 |
111011 |
267.96 |
272.73 |
267.05 |
272.19 |
+3.75 |
2,753 |
16,259 |
+114 |
May12 |
111011 |
270.84 |
272.27 |
270.10 |
271.57 |
+3.80 |
2,036 |
10,190 |
+633 |
Jun12 |
111011 |
265.46 |
271.00 |
263.62 |
270.30 |
+3.85 |
2,761 |
20,102 |
-287 |
Jul12 |
111011 |
266.75 |
268.27 |
266.75 |
268.27 |
+3.76 |
573 |
4,628 |
+266 |
Aug12 |
111011 |
264.62 |
266.12 |
264.62 |
266.12 |
+3.68 |
197 |
4,279 |
+33 |
Total Volume and Open Interest |
133,030 |
264,296 |
+1,731 |
e-miNY RBOB Gasoline(NYM) |
Nov11 |
111011 |
274.80 |
274.80 |
274.76 |
274.80 |
+5.30 |
|
|
|
Dec11 |
111011 |
267.60 |
267.64 |
267.60 |
267.60 |
+4.40 |
|
|
|
Jan12 |
111011 |
263.90 |
263.90 |
263.86 |
263.90 |
+4.20 |
0 |
1 |
+0 |
Feb12 |
111011 |
262.10 |
262.10 |
262.10 |
262.10 |
+3.90 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Nov11 |
111011 |
3.562 |
3.627 |
3.513 |
3.616 |
+0.075 |
139,114 |
180,055 |
-13,331 |
Dec11 |
111011 |
3.844 |
3.867 |
3.784 |
3.859 |
+0.023 |
71,582 |
99,184 |
+4,544 |
Jan12 |
111011 |
4.010 |
4.024 |
3.940 |
4.008 |
+0.002 |
85,114 |
199,647 |
+5,292 |
Feb12 |
111011 |
4.042 |
4.042 |
3.964 |
4.028 |
unch |
20,793 |
66,014 |
+3,560 |
Mar12 |
111011 |
4.009 |
4.009 |
3.928 |
3.999 |
+0.005 |
16,814 |
73,918 |
+977 |
Apr12 |
111011 |
3.995 |
3.995 |
3.920 |
3.987 |
+0.006 |
10,145 |
85,845 |
-217 |
May12 |
111011 |
3.990 |
4.024 |
3.950 |
4.021 |
+0.006 |
2,563 |
25,004 |
-84 |
Jun12 |
111011 |
4.030 |
4.063 |
3.991 |
4.061 |
+0.006 |
957 |
13,746 |
-3 |
Jul12 |
111011 |
4.075 |
4.104 |
4.043 |
4.104 |
+0.006 |
712 |
13,902 |
-2 |
Aug12 |
111011 |
4.100 |
4.129 |
4.068 |
4.129 |
+0.008 |
490 |
11,964 |
+88 |
Sep12 |
111011 |
4.100 |
4.131 |
4.067 |
4.131 |
+0.010 |
493 |
9,211 |
+83 |
Oct12 |
111011 |
4.099 |
4.170 |
4.099 |
4.167 |
+0.012 |
2,802 |
47,269 |
+264 |
Nov12 |
111011 |
4.290 |
4.313 |
4.250 |
4.313 |
+0.008 |
948 |
10,905 |
-46 |
Dec12 |
111011 |
4.551 |
4.587 |
4.535 |
4.587 |
-0.005 |
440 |
14,505 |
-9 |
Jan13 |
111011 |
4.715 |
4.726 |
4.674 |
4.726 |
-0.011 |
962 |
24,085 |
+60 |
Feb13 |
111011 |
4.697 |
4.705 |
4.662 |
4.703 |
-0.010 |
77 |
4,771 |
+22 |
Total Volume and Open Interest |
356,025 |
963,755 |
+2,575 |
Brent Crude Oil(ICE) |
Nov11 |
111011 |
108.85 |
111.24 |
107.45 |
110.73 |
+1.78 |
162,624 |
93,108 |
-15,137 |
Dec11 |
111011 |
106.60 |
108.50 |
105.20 |
108.05 |
+1.40 |
187,281 |
211,599 |
+15,944 |
Jan12 |
111011 |
105.16 |
106.89 |
103.73 |
106.50 |
+1.28 |
62,347 |
90,357 |
+6,195 |
Feb12 |
111011 |
104.21 |
105.96 |
102.83 |
105.59 |
+1.27 |
28,106 |
65,247 |
+1,502 |
Mar12 |
111011 |
103.49 |
105.22 |
102.18 |
104.89 |
+1.27 |
19,930 |
56,699 |
-1,014 |
Apr12 |
111011 |
103.10 |
104.75 |
101.72 |
104.43 |
+1.28 |
10,486 |
26,360 |
-969 |
May12 |
111011 |
102.76 |
104.41 |
101.39 |
104.09 |
+1.27 |
7,753 |
18,000 |
+616 |
Jun12 |
111011 |
102.48 |
104.11 |
101.11 |
103.80 |
+1.27 |
26,298 |
59,169 |
-721 |
Jul12 |
111011 |
100.90 |
103.55 |
100.90 |
103.55 |
+1.26 |
3,574 |
15,267 |
-30 |
Aug12 |
111011 |
103.28 |
103.28 |
103.28 |
103.28 |
+1.25 |
2,529 |
10,958 |
+109 |
Sep12 |
111011 |
102.97 |
102.97 |
102.97 |
102.97 |
+1.24 |
3,283 |
15,520 |
-217 |
Oct12 |
111011 |
102.66 |
102.66 |
102.66 |
102.66 |
+1.23 |
1,056 |
7,519 |
-159 |
Nov12 |
111011 |
102.35 |
102.35 |
102.35 |
102.35 |
+1.21 |
1,578 |
13,233 |
+439 |
Dec12 |
111011 |
100.88 |
102.34 |
99.49 |
102.04 |
+1.21 |
28,072 |
91,317 |
+1,247 |
Total Volume and Open Interest |
557,771 |
911,336 |
+8,886 |
Gas Oil(ICE) |
Oct11 |
111011 |
913.00 |
920.50 |
901.25 |
912.00 |
-6.00 |
43,155 |
36,686 |
-13,335 |
Nov11 |
111011 |
907.00 |
913.50 |
895.00 |
905.25 |
-7.00 |
107,478 |
119,358 |
+1,264 |
Dec11 |
111011 |
899.00 |
906.25 |
887.50 |
898.25 |
-5.75 |
81,839 |
92,002 |
+4,661 |
Jan12 |
111011 |
890.25 |
900.75 |
881.75 |
892.75 |
-4.00 |
29,644 |
53,645 |
-1,290 |
Feb12 |
111011 |
883.00 |
895.25 |
877.00 |
887.25 |
-2.75 |
11,153 |
39,729 |
-472 |
Mar12 |
111011 |
876.00 |
889.25 |
871.50 |
882.25 |
-2.25 |
8,368 |
29,452 |
-821 |
Apr12 |
111011 |
872.00 |
885.00 |
868.00 |
878.00 |
-2.00 |
5,776 |
18,664 |
+294 |
May12 |
111011 |
870.00 |
881.50 |
864.25 |
874.50 |
-1.75 |
3,209 |
17,027 |
+522 |
Jun12 |
111011 |
870.00 |
880.75 |
861.75 |
873.00 |
-1.50 |
8,866 |
36,349 |
-641 |
Jul12 |
111011 |
871.00 |
881.25 |
863.50 |
874.00 |
-1.00 |
1,134 |
12,629 |
-197 |
Total Volume and Open Interest |
308,998 |
547,514 |
-9,314 |
Ethanol(CBOT) |
Oct11 |
111005 |
2.517 |
2.520 |
2.496 |
2.520 |
+0.062 |
73 |
103 |
-30 |
Nov11 |
111011 |
2.525 |
2.640 |
2.520 |
2.630 |
+0.110 |
117 |
1,259 |
-44 |
Dec11 |
111011 |
2.425 |
2.551 |
2.425 |
2.536 |
+0.113 |
47 |
1,580 |
+0 |
Jan12 |
111011 |
2.289 |
2.409 |
2.289 |
2.402 |
+0.116 |
78 |
1,057 |
+10 |
Feb12 |
111011 |
2.270 |
2.348 |
2.270 |
2.342 |
+0.102 |
36 |
563 |
-6 |
Mar12 |
111011 |
2.321 |
2.372 |
2.321 |
2.359 |
+0.107 |
54 |
928 |
-12 |
Apr12 |
111011 |
2.296 |
2.388 |
2.296 |
2.374 |
+0.103 |
24 |
604 |
-17 |
May12 |
111011 |
2.308 |
2.414 |
2.308 |
2.404 |
+0.097 |
15 |
522 |
+7 |
Total Volume and Open Interest |
578 |
9,218 |
+37 |
WTI Crude Oil(ICE) |
Nov11 |
111011 |
85.31 |
86.64 |
83.95 |
85.81 |
+0.40 |
54,366 |
46,120 |
-2,962 |
Dec11 |
111011 |
85.66 |
86.80 |
84.15 |
86.01 |
+0.42 |
34,259 |
104,542 |
+4,355 |
Jan12 |
111011 |
85.75 |
86.88 |
84.32 |
86.16 |
+0.49 |
15,847 |
42,636 |
+2,170 |
Feb12 |
111011 |
85.67 |
87.03 |
84.48 |
86.37 |
+0.60 |
7,313 |
19,275 |
+852 |
Mar12 |
111011 |
85.75 |
87.15 |
84.50 |
86.53 |
+0.69 |
7,356 |
16,727 |
+881 |
Apr12 |
111011 |
85.77 |
87.05 |
84.77 |
86.60 |
+0.74 |
3,431 |
8,594 |
+901 |
May12 |
111011 |
85.57 |
87.22 |
84.86 |
86.66 |
+0.74 |
2,886 |
9,436 |
+506 |
Jun12 |
111011 |
85.90 |
87.35 |
84.86 |
86.74 |
+0.73 |
6,491 |
36,062 |
-372 |
Jul12 |
111011 |
85.20 |
86.87 |
85.20 |
86.87 |
+0.75 |
471 |
6,883 |
-119 |
Aug12 |
111011 |
86.97 |
86.97 |
86.97 |
86.97 |
+0.76 |
213 |
4,341 |
-41 |
Sep12 |
111011 |
87.44 |
87.44 |
87.12 |
87.12 |
+0.77 |
252 |
8,070 |
-29 |
Oct12 |
111011 |
87.30 |
87.30 |
87.30 |
87.30 |
+0.78 |
107 |
1,745 |
+2 |
Nov12 |
111011 |
87.53 |
87.53 |
87.53 |
87.53 |
+0.80 |
68 |
2,813 |
-19 |
Dec12 |
111011 |
87.17 |
88.17 |
85.92 |
87.79 |
+0.82 |
8,525 |
51,624 |
-1,671 |
Jan13 |
111011 |
87.84 |
87.84 |
87.84 |
87.84 |
+0.83 |
0 |
2,054 |
+0 |
Feb13 |
111011 |
87.88 |
87.88 |
87.88 |
87.88 |
+0.85 |
0 |
589 |
+0 |
Total Volume and Open Interest |
145,944 |
448,642 |
+6,090 |
US Dollar Index(ICE) |
Dec11 |
111011 |
77.980 |
78.280 |
77.775 |
77.908 |
+0.098 |
25,659 |
70,709 |
-1,683 |
Mar12 |
111011 |
78.332 |
78.332 |
78.332 |
78.332 |
+0.027 |
13 |
540 |
+5 |
Jun12 |
111011 |
78.793 |
78.793 |
78.793 |
78.793 |
+0.028 |
0 |
2 |
+0 |
Total Volume and Open Interest |
25,672 |
71,251 |
-1,678 |
Australian Dollar(CME) |
Dec11 |
111011 |
99.09 |
99.28 |
98.23 |
99.03 |
-0.25 |
104,191 |
113,445 |
+0 |
Mar12 |
111011 |
98.08 |
98.36 |
97.90 |
98.10 |
-0.26 |
35 |
160 |
+0 |
Jun12 |
111011 |
97.31 |
97.57 |
97.31 |
97.31 |
-0.26 |
0 |
21 |
+0 |
Total Volume and Open Interest |
104,226 |
113,759 |
+0 |
British Pound(CME) |
Dec11 |
111011 |
156.48 |
156.53 |
155.61 |
155.78 |
-0.88 |
77,502 |
178,304 |
+0 |
Mar12 |
111011 |
156.24 |
156.56 |
155.68 |
155.68 |
-0.88 |
61 |
97 |
+0 |
Jun12 |
111011 |
155.58 |
156.46 |
155.58 |
155.58 |
-0.88 |
0 |
3 |
+0 |
Total Volume and Open Interest |
77,563 |
178,408 |
+0 |
Canadian Dollar(CME) |
Dec11 |
111011 |
97.20 |
97.34 |
96.56 |
96.93 |
-0.30 |
53,394 |
118,489 |
+0 |
Mar12 |
111011 |
97.10 |
97.10 |
96.50 |
96.80 |
-0.32 |
163 |
4,437 |
+0 |
Jun12 |
111011 |
96.67 |
96.92 |
96.67 |
96.71 |
-0.32 |
1 |
1,107 |
+0 |
Sep12 |
111011 |
96.64 |
96.97 |
96.64 |
96.64 |
-0.33 |
0 |
624 |
+0 |
Total Volume and Open Interest |
53,560 |
124,769 |
+0 |
Japanese Yen(CME) |
Dec11 |
111011 |
130.55 |
130.67 |
130.40 |
130.59 |
+0.06 |
43,282 |
152,008 |
+0 |
Mar12 |
111011 |
130.80 |
130.84 |
130.67 |
130.83 |
+0.06 |
18 |
410 |
+0 |
Jun12 |
111011 |
131.10 |
131.10 |
131.04 |
131.10 |
+0.06 |
0 |
19 |
+0 |
Total Volume and Open Interest |
43,300 |
152,441 |
+0 |
Swiss Franc(CME) |
Dec11 |
111011 |
110.72 |
110.93 |
109.77 |
110.38 |
-0.53 |
25,036 |
23,272 |
+0 |
Mar12 |
111011 |
110.89 |
111.16 |
110.25 |
110.64 |
-0.52 |
10 |
632 |
+0 |
Jun12 |
111011 |
110.93 |
111.46 |
110.93 |
110.93 |
-0.53 |
0 |
4 |
+0 |
Total Volume and Open Interest |
25,046 |
23,914 |
+0 |
EuroFX(CME) |
Dec11 |
111011 |
136.27 |
136.76 |
135.57 |
136.53 |
-0.01 |
256,950 |
219,872 |
+0 |
Mar12 |
111011 |
136.21 |
136.68 |
135.58 |
136.51 |
-0.01 |
340 |
1,796 |
+0 |
Jun12 |
111011 |
136.40 |
136.52 |
136.40 |
136.51 |
-0.01 |
0 |
830 |
+0 |
Total Volume and Open Interest |
257,291 |
222,508 |
+0 |
Mexican Peso(CME) |
Oct11 |
111011 |
748.5 |
752.2 |
748.5 |
748.5 |
-3.8 |
|
|
|
Nov11 |
111011 |
746.8 |
750.5 |
746.8 |
746.8 |
-3.8 |
|
|
|
Total Volume and Open Interest |
13,951 |
90,499 |
+0 |
Brazilian Real(CME) |
Nov11 |
111011 |
564.20 |
565.25 |
561.60 |
565.25 |
-3.25 |
0 |
1,500 |
+0 |
Dec11 |
111011 |
561.50 |
562.20 |
557.00 |
562.20 |
-3.20 |
49 |
5,142 |
+0 |
Jan12 |
111011 |
559.15 |
562.30 |
559.15 |
559.15 |
-3.15 |
0 |
10,149 |
+0 |
Feb12 |
111011 |
556.05 |
559.15 |
556.05 |
556.05 |
-3.10 |
|
|
|
Total Volume and Open Interest |
49 |
32,112 |
+0 |
30-Year T-Bonds(CBOT) |
Dec11 |
111011 |
139~130 |
140~180 |
139~130 |
139~280 |
+1~060 |
67,173 |
627,550 |
+0 |
Mar12 |
111011 |
139~100 |
139~210 |
138~040 |
139~110 |
+1~070 |
100 |
996 |
+0 |
Jun12 |
111011 |
138~220 |
138~220 |
137~150 |
138~220 |
+1~070 |
|
|
|
Total Volume and Open Interest |
67,273 |
628,546 |
+0 |
10-Year T-Notes(CBOT) |
Dec11 |
111011 |
127~265 |
128~150 |
127~265 |
128~075 |
+0~205 |
249,586 |
1,517,718 |
+0 |
Mar12 |
111011 |
127~060 |
127~200 |
126~250 |
127~140 |
+0~210 |
43 |
9,928 |
+0 |
Jun12 |
111011 |
126~140 |
126~140 |
125~250 |
126~140 |
+0~210 |
|
|
|
Total Volume and Open Interest |
249,629 |
1,527,646 |
+0 |
5-Year T-Notes(CBOT) |
Dec11 |
111011 |
121~059 |
121~104 |
121~058 |
121~084 |
+0~029 |
110,655 |
1,207,116 |
+0 |
Mar12 |
111011 |
121~015 |
121~015 |
120~114 |
121~015 |
+0~029 |
0 |
4 |
+0 |
Jun12 |
111011 |
120~039 |
120~039 |
120~010 |
120~039 |
+0~029 |
|
|
|
Total Volume and Open Interest |
110,655 |
1,207,120 |
+0 |
2 Year T-Notes(CBOT) |
Dec11 |
111011 |
109~123 |
110~001 |
109~123 |
109~127 |
+0~002 |
35,381 |
706,044 |
+0 |
Mar12 |
111011 |
109~125 |
109~125 |
109~123 |
109~125 |
+0~002 |
0 |
242 |
+0 |
Jun12 |
111011 |
109~085 |
109~085 |
109~076 |
109~085 |
+0~009 |
|
|
|
Total Volume and Open Interest |
35,381 |
706,286 |
+0 |
Eurodollars(CME) |
Dec11 |
111011 |
99.435 |
99.460 |
99.435 |
99.450 |
+0.005 |
46,750 |
1,026,574 |
+0 |
Mar12 |
111011 |
99.340 |
99.380 |
99.340 |
99.370 |
+0.015 |
49,204 |
1,039,520 |
+0 |
Jun12 |
111011 |
99.300 |
99.340 |
99.295 |
99.330 |
+0.015 |
46,622 |
1,056,705 |
+0 |
Sep12 |
111011 |
99.260 |
99.310 |
99.260 |
99.295 |
+0.015 |
49,002 |
716,653 |
+0 |
Dec12 |
111011 |
99.230 |
99.285 |
99.225 |
99.265 |
+0.015 |
80,776 |
727,378 |
+0 |
Mar13 |
111011 |
99.195 |
99.260 |
99.195 |
99.225 |
+0.010 |
63,093 |
777,680 |
+0 |
Jun13 |
111011 |
99.120 |
99.180 |
99.115 |
99.135 |
+0.005 |
40,481 |
500,480 |
+0 |
Sep13 |
111011 |
99.000 |
99.055 |
98.985 |
99.000 |
-0.005 |
40,947 |
432,015 |
+0 |
Dec13 |
111011 |
98.830 |
98.880 |
98.800 |
98.815 |
-0.010 |
24,502 |
401,833 |
+0 |
Mar14 |
111011 |
98.670 |
98.710 |
98.625 |
98.640 |
-0.015 |
20,584 |
282,427 |
+0 |
Jun14 |
111011 |
98.470 |
98.510 |
98.430 |
98.445 |
-0.015 |
12,436 |
258,397 |
+0 |
Sep14 |
111011 |
98.275 |
98.310 |
98.230 |
98.245 |
-0.010 |
13,102 |
166,066 |
+0 |
Dec14 |
111011 |
98.080 |
98.105 |
98.030 |
98.050 |
unch |
10,266 |
158,142 |
+0 |
Mar15 |
111011 |
97.905 |
97.925 |
97.850 |
97.875 |
+0.010 |
5,035 |
107,377 |
+0 |
Jun15 |
111011 |
5.960 |
6.000 |
5.930 |
5.960 |
+0.020 |
2,747 |
88,896 |
+0 |
Sep15 |
111011 |
5.820 |
5.835 |
5.765 |
5.800 |
+0.025 |
2,852 |
74,054 |
+0 |
Dec15 |
111011 |
5.665 |
5.675 |
5.605 |
5.645 |
+0.035 |
2,186 |
56,980 |
+0 |
Mar16 |
111011 |
5.510 |
5.555 |
5.480 |
5.525 |
+0.040 |
861 |
47,886 |
+0 |
Total Volume and Open Interest |
514,089 |
8,197,738 |
+0 |
30 Day Federal Funds(CBOT) |
Oct11 |
111011 |
99.923 |
99.925 |
99.920 |
99.923 |
+0.003 |
148 |
63,862 |
+0 |
Nov11 |
111011 |
99.920 |
99.920 |
99.915 |
99.915 |
unch |
118 |
61,361 |
+0 |
Dec11 |
111011 |
99.910 |
99.920 |
99.910 |
99.915 |
+0.005 |
126 |
58,466 |
+0 |
Jan12 |
111011 |
99.900 |
99.905 |
99.895 |
99.900 |
+0.005 |
169 |
50,153 |
+0 |
Feb12 |
111011 |
99.880 |
99.890 |
99.880 |
99.885 |
+0.005 |
172 |
43,769 |
+0 |
Mar12 |
111011 |
99.870 |
99.880 |
99.870 |
99.875 |
unch |
101 |
28,346 |
+0 |
Total Volume and Open Interest |
3,621 |
620,383 |
+0 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111011 |
99.690 |
99.690 |
99.690 |
99.690 |
+0.005 |
0 |
281 |
+0 |
Mar12 |
111011 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
0 |
300 |
+0 |
Jun12 |
111011 |
99.683 |
99.683 |
99.683 |
99.683 |
unch |
|
|
|
Sep12 |
111011 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Dec12 |
111011 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Mar13 |
111011 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Jun13 |
111011 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep13 |
111011 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Dec13 |
111011 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Mar14 |
111011 |
99.220 |
99.220 |
99.220 |
99.220 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111011 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
2,382 |
+0 |
Mar12 |
111011 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
2,128 |
+0 |
Jun12 |
111011 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,470 |
+0 |
Sep12 |
111011 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
610 |
+0 |
Dec12 |
111011 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
51 |
+0 |
Mar13 |
111011 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1 |
+0 |
Jun13 |
111011 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
|
|
|
Sep13 |
111011 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,644 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111011 |
142.42 |
142.57 |
142.36 |
142.55 |
-0.12 |
2,134 |
23,476 |
-421 |
Mar12 |
111011 |
141.96 |
141.96 |
141.96 |
141.96 |
+0.03 |
0 |
4 |
+0 |
Jun12 |
111011 |
139.87 |
139.87 |
139.87 |
139.87 |
+0.03 |
|
|
|
Total Volume and Open Interest |
2,134 |
23,480 |
-421 |
Euro-Bund(EUREX) |
Dec11 |
111011 |
134.75 |
134.99 |
134.40 |
134.55 |
-0.07 |
633,070 |
1,000,935 |
+100,074 |
Mar12 |
111011 |
135.15 |
135.15 |
134.74 |
134.87 |
-0.08 |
45 |
480 |
+29 |
Jun12 |
111011 |
134.85 |
134.85 |
134.85 |
134.85 |
-0.07 |
|
|
|
Total Volume and Open Interest |
633,115 |
1,001,415 |
+100,103 |
Euro-Bobl(EUREX) |
Dec11 |
111011 |
121.42 |
121.61 |
121.28 |
121.36 |
unch |
289,663 |
740,137 |
+38,692 |
Mar12 |
111011 |
121.67 |
121.67 |
121.67 |
121.67 |
+0.05 |
97 |
14,511 |
+97 |
Jun12 |
111011 |
121.51 |
121.51 |
121.51 |
121.51 |
unch |
|
|
|
Total Volume and Open Interest |
289,760 |
754,648 |
+38,789 |
3-Mth Euribor(EUREX) |
Dec11 |
111011 |
98.640 |
98.640 |
98.640 |
98.640 |
+0.015 |
34 |
1,788 |
-117 |
Mar12 |
111011 |
98.775 |
98.775 |
98.760 |
98.760 |
+0.020 |
0 |
2,115 |
-212 |
Jun12 |
111011 |
98.805 |
98.805 |
98.805 |
98.805 |
+0.020 |
0 |
1,020 |
+0 |
Total Volume and Open Interest |
443 |
8,210 |
-327 |
Long Gilt(LIFFE) |
Dec11 |
111011 |
127~07 |
127~14 |
126~24 |
127~09 |
+0~03 |
121,629 |
319,519 |
-3,312 |
Mar12 |
111011 |
127~16 |
127~16 |
127~16 |
127~16 |
+0~03 |
|
|
|
Total Volume and Open Interest |
121,629 |
319,519 |
-3,312 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111011 |
98.99 |
99.01 |
98.98 |
99.01 |
+0.02 |
40,611 |
339,700 |
-4,209 |
Mar12 |
111011 |
98.96 |
99.00 |
98.96 |
99.00 |
+0.03 |
36,880 |
367,360 |
-3,370 |
Jun12 |
111011 |
98.94 |
98.98 |
98.93 |
98.97 |
+0.04 |
35,163 |
217,846 |
-470 |
Sep12 |
111011 |
98.89 |
98.94 |
98.89 |
98.93 |
+0.05 |
41,804 |
255,025 |
+368 |
Dec12 |
111011 |
98.82 |
98.87 |
98.81 |
98.86 |
+0.05 |
37,212 |
207,480 |
+224 |
Mar13 |
111011 |
98.76 |
98.82 |
98.74 |
98.80 |
+0.05 |
30,717 |
164,852 |
-2,341 |
Total Volume and Open Interest |
291,075 |
1,950,580 |
-13,073 |
3-Mth Euribor(LIFFE) |
Dec11 |
111011 |
98.615 |
98.655 |
98.615 |
98.640 |
+0.015 |
94,106 |
730,805 |
-10,784 |
Mar12 |
111011 |
98.740 |
98.780 |
98.740 |
98.760 |
+0.020 |
75,337 |
515,738 |
+3,532 |
Jun12 |
111011 |
98.790 |
98.830 |
98.780 |
98.805 |
+0.020 |
53,335 |
350,890 |
+1,967 |
Total Volume and Open Interest |
458,774 |
3,330,164 |
-12,207 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111011 |
95.65 |
95.68 |
95.62 |
95.66 |
+0.01 |
25,687 |
230,495 |
+2,704 |
Mar12 |
111011 |
96.11 |
96.13 |
96.03 |
96.06 |
-0.05 |
18,758 |
195,122 |
-12 |
Jun12 |
111011 |
96.24 |
96.26 |
96.14 |
96.18 |
-0.06 |
13,677 |
115,271 |
+33 |
Sep12 |
111011 |
96.20 |
96.22 |
96.10 |
96.14 |
-0.06 |
6,777 |
77,796 |
-1,753 |
Dec12 |
111011 |
96.13 |
96.13 |
96.02 |
96.05 |
-0.07 |
2,664 |
45,060 |
+101 |
Mar13 |
111011 |
95.99 |
96.00 |
95.93 |
95.96 |
-0.08 |
1,444 |
43,910 |
+538 |
Jun13 |
111011 |
95.89 |
95.90 |
95.83 |
95.88 |
-0.06 |
2,274 |
31,995 |
+376 |
Sep13 |
111011 |
95.81 |
95.81 |
95.72 |
95.77 |
-0.07 |
1,576 |
13,326 |
+1,255 |
Dec13 |
111011 |
95.64 |
95.64 |
95.64 |
95.64 |
-0.08 |
0 |
2,868 |
+0 |
Mar14 |
111011 |
95.52 |
95.52 |
95.52 |
95.52 |
-0.08 |
0 |
406 |
+0 |
Total Volume and Open Interest |
72,857 |
756,315 |
+3,242 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111011 |
95.67 |
95.70 |
95.55 |
95.64 |
-0.04 |
35,848 |
351,080 |
-14 |
Mar12 |
111011 |
95.64 |
95.64 |
95.64 |
95.64 |
-0.04 |
|
|
|
Total Volume and Open Interest |
35,848 |
351,080 |
-14 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111011 |
96.33 |
96.37 |
96.23 |
96.28 |
-0.06 |
108,125 |
488,036 |
+1,564 |
Mar12 |
111011 |
96.28 |
96.28 |
96.28 |
96.28 |
-0.06 |
|
|
|
Total Volume and Open Interest |
108,125 |
488,036 |
+1,564 |
Gold(CMX) |
Oct11 |
111011 |
1685.0 |
1685.0 |
1657.6 |
1659.7 |
-9.9 |
61 |
847 |
+15 |
Dec11 |
111011 |
1678.3 |
1686.7 |
1655.4 |
1661.0 |
-9.8 |
92,090 |
268,016 |
-2,103 |
Feb12 |
111011 |
1680.1 |
1688.8 |
1658.1 |
1663.0 |
-9.8 |
2,971 |
48,404 |
-373 |
Apr12 |
111011 |
1686.6 |
1688.0 |
1660.0 |
1664.7 |
-9.8 |
1,471 |
11,764 |
+222 |
Jun12 |
111011 |
1687.7 |
1687.7 |
1663.8 |
1666.3 |
-9.8 |
96 |
17,079 |
-26 |
Aug12 |
111011 |
1688.5 |
1692.0 |
1666.8 |
1668.0 |
-9.9 |
140 |
7,339 |
-2 |
Oct12 |
111011 |
1690.0 |
1691.8 |
1669.8 |
1669.8 |
-9.9 |
26 |
5,624 |
+3 |
Dec12 |
111011 |
1695.0 |
1697.2 |
1670.0 |
1672.1 |
-9.9 |
169 |
15,352 |
-33 |
Feb13 |
111011 |
1674.5 |
1674.5 |
1674.5 |
1674.5 |
-9.9 |
124 |
3,391 |
+4 |
Apr13 |
111011 |
1677.4 |
1677.4 |
1677.4 |
1677.4 |
-10.0 |
25 |
282 |
+5 |
Jun13 |
111011 |
1680.8 |
1680.8 |
1680.8 |
1680.8 |
-10.1 |
0 |
13,087 |
+0 |
Aug13 |
111011 |
1684.4 |
1684.4 |
1684.4 |
1684.4 |
-10.0 |
45 |
45 |
+45 |
Total Volume and Open Interest |
97,623 |
434,632 |
-2,363 |
Silver(CMX) |
Dec11 |
111011 |
3210.5 |
3258.0 |
3135.0 |
3199.8 |
+1.8 |
23,649 |
62,108 |
+1,687 |
Mar12 |
111011 |
3200.0 |
3224.0 |
3146.5 |
3203.8 |
+1.8 |
811 |
10,080 |
+411 |
May12 |
111011 |
3225.0 |
3225.0 |
3156.5 |
3205.8 |
+1.8 |
38 |
2,868 |
-11 |
Jul12 |
111011 |
3191.5 |
3206.7 |
3191.5 |
3206.7 |
+1.8 |
44 |
2,387 |
-16 |
Sep12 |
111011 |
3194.0 |
3222.0 |
3194.0 |
3205.4 |
+1.8 |
58 |
916 |
+47 |
Dec12 |
111011 |
3256.0 |
3256.0 |
3167.5 |
3204.4 |
+2.0 |
91 |
10,372 |
+38 |
Mar13 |
111011 |
3198.5 |
3198.5 |
3198.5 |
3198.5 |
+2.5 |
0 |
751 |
+0 |
Total Volume and Open Interest |
24,833 |
102,419 |
+2,198 |
Platinum(NYMEX) |
Oct11 |
111011 |
1510.6 |
1515.2 |
1510.6 |
1515.2 |
-5.4 |
29 |
108 |
-8 |
Jan12 |
111011 |
1528.8 |
1547.4 |
1511.1 |
1518.8 |
-6.3 |
4,278 |
35,805 |
+84 |
Apr12 |
111011 |
1540.0 |
1540.0 |
1519.9 |
1522.8 |
-6.1 |
45 |
2,786 |
+33 |
Jul12 |
111011 |
1525.0 |
1525.8 |
1525.0 |
1525.8 |
-6.1 |
0 |
38 |
+0 |
Total Volume and Open Interest |
4,357 |
38,770 |
+4 |
Palladium(NYMEX) |
Dec11 |
111011 |
619.00 |
640.30 |
597.85 |
604.30 |
-10.00 |
2,176 |
18,711 |
+88 |
Mar12 |
111011 |
612.70 |
641.40 |
604.45 |
605.40 |
-9.90 |
51 |
405 |
+46 |
Jun12 |
111011 |
606.40 |
642.40 |
606.40 |
606.40 |
-9.90 |
0 |
8 |
+0 |
Total Volume and Open Interest |
2,227 |
19,127 |
+134 |
Copper(CMX) |
Dec11 |
111011 |
336.10 |
338.70 |
323.05 |
329.05 |
-7.75 |
38,977 |
73,920 |
-313 |
Mar12 |
111011 |
338.60 |
340.40 |
325.40 |
330.95 |
-7.75 |
1,512 |
27,373 |
-331 |
May12 |
111011 |
338.05 |
338.05 |
328.00 |
332.10 |
-7.80 |
372 |
9,298 |
+213 |
Jul12 |
111011 |
337.50 |
337.50 |
327.70 |
333.05 |
-7.75 |
14 |
1,871 |
+12 |
Sep12 |
111011 |
335.00 |
335.00 |
329.15 |
333.85 |
-7.75 |
0 |
981 |
+0 |
Total Volume and Open Interest |
41,677 |
120,951 |
-510 |
DJIA Index(CBOT) |
Dec11 |
111011 |
11359 |
11380 |
11298 |
11330 |
-38 |
315 |
12,431 |
-130 |
Mar12 |
111011 |
11255 |
11292 |
11255 |
11255 |
-37 |
0 |
21 |
+0 |
Jun12 |
111011 |
11185 |
11222 |
11185 |
11185 |
-37 |
|
|
|
Sep12 |
111011 |
11122 |
11159 |
11122 |
11122 |
-37 |
|
|
|
Total Volume and Open Interest |
315 |
12,452 |
-130 |
E-mini DJIA Index(CBOT) |
Dec11 |
111011 |
11364 |
11383 |
11292 |
11330 |
-38 |
96,497 |
78,492 |
+1,671 |
Mar12 |
111011 |
11287 |
11302 |
11255 |
11255 |
-37 |
25 |
149 |
-1 |
Jun12 |
111011 |
11185 |
11185 |
11185 |
11185 |
-37 |
0 |
2 |
+0 |
Sep12 |
111011 |
11122 |
11122 |
11122 |
11122 |
-37 |
0 |
10 |
+0 |
Total Volume and Open Interest |
96,522 |
78,653 |
+1,670 |
S & P 500(CME) |
Dec11 |
111011 |
1190.40 |
1194.50 |
1180.80 |
1189.60 |
-1.30 |
19,227 |
281,369 |
-8,300 |
Mar12 |
111011 |
1183.50 |
1188.80 |
1175.80 |
1183.50 |
-1.30 |
77 |
3,270 |
-30 |
Jun12 |
111011 |
1178.40 |
1183.70 |
1170.70 |
1178.40 |
-1.30 |
75 |
1,095 |
+73 |
Sep12 |
111011 |
1172.40 |
1177.70 |
1164.70 |
1172.40 |
-1.30 |
|
|
|
Total Volume and Open Interest |
19,379 |
285,834 |
-8,257 |
S & P 500 E-Mini(Globex) |
Dec11 |
111011 |
1190.50 |
1194.75 |
1180.75 |
1189.50 |
-1.50 |
1,776,333 |
2,994,500 |
-58,678 |
Mar12 |
111011 |
1183.75 |
1187.25 |
1175.00 |
1183.50 |
-1.25 |
1,099 |
4,055 |
+97 |
Total Volume and Open Interest |
1,777,440 |
2,998,642 |
-58,591 |
NASDAQ 100(CME) |
Dec11 |
111011 |
2274.00 |
2298.00 |
2262.50 |
2288.50 |
+11.70 |
933 |
15,305 |
-322 |
Mar12 |
111011 |
2284.30 |
2290.00 |
2268.00 |
2284.30 |
+11.50 |
|
|
|
Jun12 |
111011 |
2281.30 |
2281.80 |
2281.30 |
2281.30 |
+11.50 |
|
|
|
Total Volume and Open Interest |
933 |
15,305 |
-322 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111011 |
2275.30 |
2296.30 |
2262.30 |
2288.50 |
+11.70 |
223,258 |
298,353 |
+507 |
Mar12 |
111011 |
2276.00 |
2288.00 |
2268.30 |
2284.30 |
+11.50 |
32 |
252 |
-1 |
Total Volume and Open Interest |
223,290 |
298,608 |
+506 |
S & P Midcap 400(CME) |
Dec11 |
111011 |
831.00 |
831.00 |
819.00 |
824.20 |
-0.80 |
0 |
4,717 |
-1 |
Mar12 |
111011 |
822.20 |
824.00 |
822.20 |
822.20 |
-0.80 |
|
|
|
Jun12 |
111011 |
820.20 |
822.00 |
820.20 |
820.20 |
-0.80 |
|
|
|
Total Volume and Open Interest |
0 |
4,717 |
-1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111011 |
8780 |
8815 |
8725 |
8760 |
-35 |
4,170 |
25,474 |
+195 |
Mar12 |
111011 |
8760 |
8795 |
8760 |
8760 |
-35 |
0 |
8 |
+0 |
Total Volume and Open Interest |
4,170 |
25,482 |
+195 |
Nikkei 225(SGX) |
Dec11 |
111011 |
8630 |
8810 |
8615 |
8765 |
+180 |
113,275 |
188,200 |
+6,879 |
Mar12 |
111011 |
8775 |
8775 |
8755 |
8755 |
+180 |
143 |
4,022 |
+104 |
Jun12 |
111011 |
8680 |
8680 |
8680 |
8680 |
+180 |
0 |
18 |
+0 |
Total Volume and Open Interest |
113,790 |
206,822 |
+6,988 |
CAC 40(EURONEXT) |
Oct11 |
111011 |
3162.5 |
3167.0 |
3115.5 |
3152.5 |
-8.0 |
92,243 |
264,128 |
-5,915 |
Nov11 |
111011 |
3158.0 |
3158.0 |
3118.0 |
3146.0 |
-8.0 |
1,114 |
5,016 |
+153 |
Dec11 |
111011 |
3154.0 |
3156.0 |
3110.0 |
3144.5 |
-8.0 |
937 |
44,352 |
+141 |
Total Volume and Open Interest |
94,294 |
313,500 |
-5,621 |
Hang Seng Index(HKFE) |
Oct11 |
111011 |
18350 |
18428 |
17990 |
17996 |
+262 |
98,319 |
86,583 |
-1,612 |
Nov11 |
111011 |
18300 |
18388 |
17956 |
17956 |
+257 |
1,392 |
2,547 |
+386 |
Dec11 |
111011 |
18310 |
18381 |
17948 |
17951 |
+264 |
426 |
9,429 |
+193 |
Total Volume and Open Interest |
100,293 |
99,419 |
-919 |
DAX(EUREX) |
Dec11 |
111011 |
5878.5 |
5894.0 |
5783.0 |
5861.5 |
+8.5 |
148,058 |
192,344 |
+16,042 |
Mar12 |
111011 |
5862.0 |
5900.0 |
5797.5 |
5873.5 |
+8.0 |
463 |
6,925 |
+79 |
Jun12 |
111011 |
5856.0 |
5923.0 |
5829.0 |
5896.5 |
+8.5 |
76 |
565 |
+67 |
Total Volume and Open Interest |
148,597 |
199,834 |
+16,188 |
FT-SE 100(EURONEXT) |
Dec11 |
111011 |
5366.00 |
5381.50 |
5306.50 |
5357.00 |
-13.50 |
91,621 |
642,931 |
+3,034 |
Mar12 |
111011 |
5287.00 |
5322.50 |
5273.00 |
5322.50 |
-13.50 |
56 |
1,029 |
+56 |
Jun12 |
111011 |
5285.50 |
5285.50 |
5285.50 |
5285.50 |
-13.50 |
0 |
513 |
+0 |
Total Volume and Open Interest |
91,677 |
644,473 |
+3,090 |
SPI 200(SFE) |
Dec11 |
111011 |
4202.0 |
4254.0 |
4182.0 |
4238.0 |
+41.0 |
39,060 |
205,380 |
+4,071 |
Mar12 |
111011 |
4212.0 |
4217.0 |
4208.0 |
4217.0 |
+42.0 |
5 |
2,397 |
-19 |
Jun12 |
111011 |
4226.0 |
4226.0 |
4226.0 |
4226.0 |
+43.0 |
104 |
1,194 |
+104 |
Total Volume and Open Interest |
40,103 |
213,192 |
+4,958 |
GSCI(CME) |
Oct11 |
111011 |
612.00 |
627.00 |
611.75 |
627.00 |
+6.60 |
1,824 |
5,628 |
-1,646 |
Nov11 |
111011 |
611.40 |
626.00 |
611.00 |
625.95 |
+5.95 |
1,618 |
3,399 |
+1,377 |
Dec11 |
111011 |
621.00 |
627.50 |
613.50 |
627.50 |
+5.80 |
0 |
7 |
+0 |
Total Volume and Open Interest |
3,442 |
9,034 |
-269 |
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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