|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed October 12, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111012 |
1234.00 |
1246.75 |
1211.50 |
1239.50 |
+4.00 |
243,131 |
211,126 |
-13,610 |
Jan12 |
111012 |
1247.75 |
1257.25 |
1222.25 |
1249.50 |
+3.25 |
97,698 |
139,098 |
+10,226 |
Mar12 |
111012 |
1257.00 |
1265.25 |
1235.50 |
1257.00 |
+2.00 |
34,247 |
57,193 |
-1,716 |
May12 |
111012 |
1260.00 |
1270.00 |
1239.00 |
1262.50 |
+1.25 |
21,874 |
61,005 |
+93 |
Jul12 |
111012 |
1269.00 |
1275.75 |
1245.75 |
1270.25 |
+1.25 |
19,280 |
45,246 |
-822 |
Aug12 |
111012 |
1261.25 |
1261.50 |
1261.25 |
1261.25 |
-0.25 |
207 |
552 |
+86 |
Sep12 |
111012 |
1247.50 |
1247.50 |
1238.25 |
1246.00 |
-1.00 |
207 |
398 |
+70 |
Nov12 |
111012 |
1229.75 |
1238.25 |
1214.25 |
1234.50 |
-0.50 |
12,924 |
43,771 |
+902 |
Jan13 |
111012 |
1237.75 |
1243.00 |
1237.50 |
1242.50 |
-0.50 |
17 |
10,230 |
-3 |
Mar13 |
111012 |
1243.50 |
1248.50 |
1243.50 |
1248.00 |
-0.50 |
3 |
160 |
+2 |
May13 |
111012 |
1248.50 |
1249.00 |
1248.50 |
1248.50 |
-0.50 |
12 |
76 |
+12 |
Jul13 |
111012 |
1252.25 |
1254.00 |
1252.25 |
1253.50 |
-0.50 |
6 |
191 |
+0 |
Aug13 |
111012 |
1251.50 |
1252.00 |
1251.50 |
1251.50 |
-0.50 |
|
|
|
Sep13 |
111012 |
1235.50 |
1236.00 |
1235.50 |
1235.50 |
-0.50 |
|
|
|
Total Volume and Open Interest |
429,667 |
570,587 |
-4,739 |
Soybean Meal(CBOT) |
Oct11 |
111012 |
316.90 |
321.00 |
315.60 |
320.10 |
+3.20 |
340 |
546 |
-176 |
Dec11 |
111012 |
320.90 |
323.90 |
315.30 |
322.70 |
+2.10 |
80,480 |
97,085 |
-2,043 |
Jan12 |
111012 |
323.10 |
326.10 |
317.80 |
325.00 |
+2.00 |
15,858 |
21,299 |
+643 |
Mar12 |
111012 |
327.90 |
329.50 |
322.00 |
328.20 |
+1.80 |
9,355 |
21,228 |
+336 |
May12 |
111012 |
329.00 |
331.50 |
323.60 |
329.90 |
+1.40 |
5,819 |
15,612 |
-538 |
Jul12 |
111012 |
331.90 |
334.00 |
326.60 |
332.40 |
+1.10 |
5,102 |
14,606 |
+69 |
Aug12 |
111012 |
331.00 |
332.90 |
327.50 |
331.80 |
+1.00 |
619 |
2,573 |
+87 |
Sep12 |
111012 |
329.00 |
330.80 |
326.80 |
329.40 |
+0.60 |
511 |
2,687 |
-14 |
Oct12 |
111012 |
320.80 |
325.90 |
320.80 |
323.00 |
+0.20 |
140 |
1,901 |
+7 |
Dec12 |
111012 |
324.20 |
325.00 |
320.70 |
323.30 |
unch |
1,867 |
7,771 |
-135 |
Total Volume and Open Interest |
120,132 |
186,975 |
-1,796 |
Soybean Oil(CBOT) |
Oct11 |
111012 |
51.79 |
52.24 |
51.50 |
51.60 |
-0.35 |
139 |
282 |
-189 |
Dec11 |
111012 |
52.51 |
52.54 |
51.16 |
51.86 |
-0.32 |
105,561 |
136,552 |
-4,140 |
Jan12 |
111012 |
52.36 |
52.82 |
51.58 |
52.15 |
-0.32 |
19,031 |
52,181 |
+5,930 |
Mar12 |
111012 |
52.73 |
53.14 |
51.87 |
52.49 |
-0.32 |
8,657 |
42,899 |
+1,291 |
May12 |
111012 |
53.00 |
53.24 |
52.29 |
52.75 |
-0.33 |
5,069 |
25,655 |
+372 |
Jul12 |
111012 |
53.18 |
53.50 |
52.39 |
52.93 |
-0.34 |
5,109 |
19,021 |
+107 |
Aug12 |
111012 |
53.19 |
53.30 |
52.81 |
52.91 |
-0.41 |
246 |
2,488 |
+40 |
Sep12 |
111012 |
53.17 |
53.45 |
52.86 |
52.86 |
-0.41 |
462 |
2,719 |
+5 |
Oct12 |
111012 |
52.96 |
53.02 |
52.63 |
52.63 |
-0.39 |
179 |
2,609 |
+37 |
Dec12 |
111012 |
52.84 |
53.11 |
52.35 |
52.50 |
-0.46 |
1,524 |
10,544 |
+462 |
Total Volume and Open Interest |
145,977 |
294,959 |
+3,915 |
Canola(WCE) |
Nov11 |
111012 |
536.0 |
536.0 |
528.1 |
529.5 |
-5.7 |
14,412 |
46,959 |
+160 |
Jan12 |
111012 |
544.3 |
545.0 |
538.0 |
539.1 |
-5.2 |
7,201 |
72,841 |
+1,164 |
Mar12 |
111012 |
553.3 |
553.8 |
547.0 |
548.2 |
-5.1 |
2,907 |
21,400 |
-1,352 |
May12 |
111012 |
557.5 |
560.0 |
553.9 |
555.8 |
-3.9 |
2,138 |
11,830 |
-656 |
Jul12 |
111012 |
562.2 |
564.1 |
561.2 |
562.0 |
-3.0 |
466 |
4,640 |
-54 |
Total Volume and Open Interest |
27,334 |
168,598 |
-663 |
Corn(CBOT) |
Dec11 |
111012 |
646.25 |
655.00 |
628.75 |
640.75 |
-4.25 |
230,412 |
568,266 |
-18,684 |
Mar12 |
111012 |
658.25 |
666.75 |
641.00 |
652.75 |
-4.75 |
55,094 |
257,072 |
+2,663 |
May12 |
111012 |
664.75 |
673.00 |
648.25 |
660.00 |
-4.75 |
26,491 |
77,477 |
-71 |
Jul12 |
111012 |
670.00 |
677.00 |
652.75 |
664.25 |
-5.00 |
31,379 |
106,628 |
-313 |
Sep12 |
111012 |
631.00 |
635.75 |
614.75 |
621.75 |
-7.50 |
8,101 |
30,224 |
+525 |
Dec12 |
111012 |
601.00 |
608.00 |
584.25 |
596.25 |
-4.50 |
32,365 |
109,271 |
+268 |
Mar13 |
111012 |
614.00 |
614.00 |
598.75 |
607.75 |
-4.50 |
1,206 |
29,744 |
+102 |
May13 |
111012 |
605.75 |
619.25 |
605.75 |
614.75 |
-4.50 |
80 |
1,144 |
-33 |
Jul13 |
111012 |
630.00 |
630.00 |
611.50 |
619.75 |
-4.50 |
255 |
1,404 |
+50 |
Sep13 |
111012 |
598.00 |
598.25 |
598.00 |
598.25 |
-5.00 |
20 |
245 |
+20 |
Total Volume and Open Interest |
385,979 |
1,194,779 |
-15,309 |
Wheat(CBOT) |
Dec11 |
111012 |
660.00 |
662.75 |
620.00 |
626.75 |
-34.00 |
88,907 |
203,896 |
-7,869 |
Mar12 |
111012 |
693.00 |
695.00 |
653.50 |
663.25 |
-31.75 |
18,669 |
91,299 |
-273 |
May12 |
111012 |
713.25 |
716.00 |
679.75 |
687.50 |
-29.00 |
4,050 |
29,048 |
+252 |
Jul12 |
111012 |
728.25 |
728.25 |
695.00 |
706.25 |
-22.00 |
5,521 |
56,713 |
+98 |
Sep12 |
111012 |
742.00 |
744.50 |
714.25 |
725.50 |
-19.00 |
270 |
3,006 |
+19 |
Dec12 |
111012 |
763.50 |
766.50 |
731.75 |
740.75 |
-24.75 |
1,890 |
28,736 |
+726 |
Total Volume and Open Interest |
119,443 |
416,335 |
-7,014 |
Wheat(KCBT) |
Dec11 |
111012 |
727.25 |
730.50 |
695.00 |
711.00 |
-18.75 |
14,576 |
68,047 |
-1,562 |
Mar12 |
111012 |
745.00 |
746.00 |
712.25 |
727.50 |
-18.50 |
7,634 |
45,751 |
+567 |
May12 |
111012 |
754.00 |
754.00 |
722.75 |
737.75 |
-16.50 |
945 |
8,144 |
+62 |
Jul12 |
111012 |
759.00 |
761.50 |
730.25 |
746.25 |
-15.00 |
6,739 |
29,842 |
-26 |
Sep12 |
111012 |
762.75 |
764.25 |
746.75 |
760.25 |
-14.50 |
158 |
2,516 |
+56 |
Dec12 |
111012 |
794.50 |
795.00 |
766.25 |
780.25 |
-17.25 |
467 |
3,203 |
+508 |
Total Volume and Open Interest |
30,521 |
157,795 |
-400 |
Wheat(MGE) |
Dec11 |
111012 |
932.75 |
934.00 |
885.50 |
903.75 |
-32.75 |
1,895 |
12,376 |
-555 |
Mar12 |
111012 |
864.00 |
875.00 |
837.00 |
846.25 |
-20.00 |
2,166 |
15,048 |
+693 |
May12 |
111012 |
846.00 |
852.00 |
819.25 |
826.75 |
-19.50 |
676 |
4,797 |
-60 |
Jul12 |
111012 |
824.25 |
836.50 |
808.75 |
813.25 |
-19.75 |
676 |
5,083 |
+27 |
Sep12 |
111012 |
801.75 |
801.75 |
789.00 |
793.00 |
-19.75 |
193 |
2,878 |
+26 |
Total Volume and Open Interest |
5,786 |
42,041 |
+172 |
Oats(CBOT) |
Dec11 |
111012 |
338.75 |
345.75 |
330.25 |
345.00 |
+6.00 |
1,065 |
12,654 |
-256 |
Mar12 |
111012 |
349.00 |
354.00 |
339.75 |
354.00 |
+5.00 |
267 |
2,611 |
+56 |
May12 |
111012 |
356.00 |
359.50 |
345.50 |
359.50 |
+5.00 |
11 |
210 |
+1 |
Jul12 |
111012 |
365.50 |
365.50 |
360.50 |
365.50 |
+5.00 |
5 |
9 |
+1 |
Total Volume and Open Interest |
1,348 |
15,545 |
-198 |
Rough Rice(CBOT) |
Nov11 |
111012 |
16.00 |
16.48 |
16.00 |
16.35 |
+0.38 |
1,799 |
8,350 |
-308 |
Jan12 |
111012 |
16.46 |
16.80 |
16.38 |
16.67 |
+0.37 |
1,248 |
5,997 |
+104 |
Mar12 |
111012 |
16.77 |
17.10 |
16.60 |
16.97 |
+0.36 |
1,230 |
2,762 |
+509 |
May12 |
111012 |
17.04 |
17.36 |
16.86 |
17.24 |
+0.38 |
51 |
311 |
+50 |
Total Volume and Open Interest |
4,334 |
17,644 |
+356 |
Live Cattle(CME) |
Oct11 |
111012 |
121.450 |
121.550 |
120.135 |
120.480 |
-0.905 |
5,042 |
21,025 |
-818 |
Dec11 |
111012 |
121.600 |
122.035 |
120.600 |
121.230 |
-0.405 |
25,409 |
151,039 |
+54 |
Feb12 |
111012 |
123.600 |
124.000 |
122.830 |
122.950 |
-0.700 |
9,830 |
71,595 |
+347 |
Apr12 |
111012 |
127.450 |
127.800 |
126.535 |
126.635 |
-0.715 |
8,293 |
54,566 |
+664 |
Jun12 |
111012 |
125.330 |
125.635 |
124.535 |
124.980 |
-0.320 |
3,531 |
22,092 |
-427 |
Aug12 |
111012 |
124.700 |
124.830 |
124.000 |
124.650 |
-0.050 |
543 |
4,449 |
+135 |
Total Volume and Open Interest |
52,831 |
327,332 |
-22 |
Feeder Cattle(CME) |
Oct11 |
111012 |
139.000 |
139.000 |
138.200 |
138.235 |
-0.250 |
1,078 |
4,794 |
-481 |
Nov11 |
111012 |
143.450 |
144.150 |
142.935 |
143.325 |
+0.195 |
4,773 |
12,255 |
-468 |
Jan12 |
111012 |
145.750 |
146.500 |
145.300 |
145.850 |
+0.500 |
2,322 |
9,992 |
+794 |
Mar12 |
111012 |
146.075 |
146.935 |
145.985 |
146.550 |
+0.475 |
664 |
3,999 |
+140 |
Apr12 |
111012 |
146.450 |
147.035 |
146.200 |
146.235 |
-0.265 |
131 |
774 |
+47 |
May12 |
111012 |
146.750 |
147.500 |
146.700 |
147.325 |
+0.525 |
92 |
824 |
+28 |
Aug12 |
111012 |
147.130 |
148.250 |
147.130 |
148.100 |
+0.150 |
59 |
850 |
+17 |
Total Volume and Open Interest |
9,121 |
33,501 |
+77 |
Lean Hogs(CME) |
Oct11 |
111012 |
92.300 |
92.430 |
91.650 |
92.135 |
unch |
5,283 |
11,305 |
-2,155 |
Dec11 |
111012 |
87.150 |
87.730 |
86.930 |
87.450 |
+0.665 |
17,522 |
103,288 |
+768 |
Feb12 |
111012 |
90.850 |
91.600 |
90.850 |
90.980 |
-0.020 |
5,926 |
59,773 |
-267 |
Apr12 |
111012 |
93.980 |
94.400 |
93.500 |
93.750 |
-0.330 |
6,250 |
46,489 |
+408 |
May12 |
111012 |
97.930 |
98.100 |
97.450 |
98.100 |
-0.300 |
183 |
1,635 |
+115 |
Jun12 |
111012 |
100.300 |
100.500 |
99.850 |
100.250 |
-0.230 |
3,206 |
28,257 |
+1,226 |
Jul12 |
111012 |
98.750 |
98.850 |
98.400 |
98.850 |
unch |
564 |
7,438 |
+314 |
Aug12 |
111012 |
96.450 |
96.900 |
96.250 |
96.785 |
-0.115 |
1,128 |
7,967 |
+127 |
Total Volume and Open Interest |
40,446 |
271,923 |
+787 |
Class III Milk(CME) |
Oct11 |
111012 |
17.92 |
17.92 |
17.89 |
17.90 |
-0.02 |
37 |
5,207 |
-20 |
Nov11 |
111012 |
17.10 |
17.18 |
16.95 |
16.97 |
-0.13 |
366 |
5,249 |
+11 |
Dec11 |
111012 |
16.43 |
16.55 |
16.35 |
16.45 |
+0.05 |
452 |
4,696 |
+55 |
Jan12 |
111012 |
16.31 |
16.40 |
16.29 |
16.31 |
+0.05 |
72 |
2,248 |
-11 |
Feb12 |
111012 |
16.22 |
16.29 |
16.22 |
16.25 |
+0.05 |
37 |
1,978 |
+23 |
Total Volume and Open Interest |
1,195 |
30,568 |
+164 |
Cocoa(ICE) |
Dec11 |
111012 |
2596 |
2674 |
2596 |
2633 |
+29 |
9,440 |
71,808 |
-695 |
Mar12 |
111012 |
2639 |
2700 |
2625 |
2659 |
+27 |
2,487 |
60,725 |
+424 |
May12 |
111012 |
2657 |
2706 |
2657 |
2669 |
+24 |
776 |
20,983 |
-47 |
Jul12 |
111012 |
2697 |
2697 |
2677 |
2686 |
+25 |
278 |
9,723 |
+35 |
Sep12 |
111012 |
2718 |
2718 |
2700 |
2700 |
+27 |
376 |
11,022 |
+31 |
Dec12 |
111012 |
2730 |
2730 |
2706 |
2710 |
+25 |
83 |
9,792 |
+36 |
Mar13 |
111012 |
2730 |
2760 |
2727 |
2730 |
+24 |
381 |
2,554 |
-97 |
Total Volume and Open Interest |
13,823 |
188,721 |
-313 |
Coffee "C"(ICE) |
Dec11 |
111012 |
224.00 |
231.70 |
223.60 |
229.45 |
+6.05 |
11,813 |
67,427 |
+574 |
Mar12 |
111012 |
227.95 |
234.90 |
227.20 |
232.75 |
+6.00 |
4,147 |
28,272 |
+644 |
May12 |
111012 |
229.25 |
236.10 |
229.25 |
234.55 |
+6.00 |
1,600 |
11,787 |
+29 |
Jul12 |
111012 |
232.10 |
236.15 |
232.10 |
236.00 |
+5.75 |
591 |
3,957 |
+179 |
Sep12 |
111012 |
232.00 |
237.60 |
232.00 |
236.10 |
+5.75 |
117 |
3,182 |
+30 |
Dec12 |
111012 |
231.20 |
235.50 |
231.20 |
235.50 |
+5.90 |
71 |
2,246 |
-4 |
Total Volume and Open Interest |
18,393 |
117,657 |
+1,493 |
Orange Juice(ICE) |
Nov11 |
111012 |
161.50 |
164.95 |
159.00 |
163.00 |
+1.55 |
3,635 |
8,736 |
-2,111 |
Jan12 |
111012 |
156.95 |
161.00 |
156.00 |
158.95 |
+0.55 |
1,723 |
9,805 |
+642 |
Mar12 |
111012 |
156.80 |
159.45 |
156.75 |
158.30 |
+0.25 |
1,723 |
3,946 |
+1,226 |
May12 |
111012 |
159.50 |
159.50 |
158.50 |
158.50 |
+0.55 |
122 |
1,412 |
+120 |
Jul12 |
111012 |
159.00 |
159.00 |
159.00 |
159.00 |
+0.80 |
2 |
316 |
+0 |
Sep12 |
111012 |
158.95 |
158.95 |
158.95 |
158.95 |
+0.60 |
0 |
53 |
+0 |
Total Volume and Open Interest |
7,205 |
24,278 |
-123 |
Sugar #11(ICE) |
Mar12 |
111012 |
25.99 |
26.35 |
25.72 |
26.01 |
+0.07 |
33,212 |
243,295 |
-487 |
May12 |
111012 |
25.12 |
25.45 |
24.91 |
25.20 |
+0.10 |
9,134 |
71,006 |
-283 |
Jul12 |
111012 |
24.16 |
24.44 |
23.99 |
24.27 |
+0.09 |
4,005 |
65,403 |
+851 |
Oct12 |
111012 |
23.79 |
23.90 |
23.50 |
23.77 |
+0.10 |
1,677 |
37,658 |
-11 |
Mar13 |
111012 |
23.75 |
23.85 |
23.47 |
23.77 |
+0.14 |
601 |
28,532 |
+66 |
Total Volume and Open Interest |
49,471 |
473,747 |
+434 |
London Cocoa(LCE) |
Dec11 |
111012 |
1692 |
1707 |
1681 |
1687 |
-1 |
6,186 |
80,209 |
-499 |
Mar12 |
111012 |
1714 |
1731 |
1701 |
1708 |
-4 |
4,603 |
56,559 |
+589 |
May12 |
111012 |
1734 |
1746 |
1720 |
1725 |
-3 |
969 |
15,386 |
+7 |
Jul12 |
111012 |
1754 |
1761 |
1736 |
1742 |
-1 |
326 |
16,886 |
+104 |
Sep12 |
111012 |
1768 |
1775 |
1747 |
1753 |
-5 |
229 |
12,548 |
+51 |
Dec12 |
111012 |
1785 |
1790 |
1765 |
1767 |
-7 |
138 |
10,377 |
-1 |
Mar13 |
111012 |
1788 |
1788 |
1779 |
1779 |
-7 |
7 |
2,356 |
+6 |
Total Volume and Open Interest |
12,466 |
194,828 |
+262 |
London Sugar(LCE) |
Dec11 |
111012 |
673.10 |
676.40 |
665.00 |
669.50 |
+1.00 |
1,848 |
16,186 |
-495 |
Mar12 |
111012 |
660.00 |
662.60 |
650.30 |
655.70 |
+0.80 |
981 |
12,412 |
+196 |
May12 |
111012 |
652.40 |
652.90 |
645.00 |
648.90 |
+0.90 |
262 |
5,897 |
+32 |
Aug12 |
111012 |
637.80 |
639.60 |
631.70 |
634.20 |
-1.20 |
134 |
3,699 |
+61 |
Oct12 |
111012 |
626.50 |
629.50 |
621.60 |
623.20 |
+1.50 |
197 |
2,350 |
+81 |
Total Volume and Open Interest |
3,447 |
42,048 |
-110 |
Cotton(ICE) |
Dec11 |
111012 |
103.01 |
104.00 |
99.67 |
100.51 |
-2.96 |
6,316 |
87,172 |
-900 |
Mar12 |
111012 |
100.22 |
101.36 |
97.19 |
97.98 |
-2.75 |
2,514 |
42,695 |
-117 |
May12 |
111012 |
99.03 |
100.20 |
96.44 |
97.25 |
-2.48 |
480 |
8,312 |
+204 |
Jul12 |
111012 |
97.13 |
97.15 |
95.20 |
96.21 |
-2.52 |
43 |
11,379 |
+58 |
Oct12 |
111012 |
94.41 |
94.41 |
94.41 |
94.41 |
-2.66 |
0 |
3 |
+0 |
Dec12 |
111012 |
92.05 |
92.50 |
92.05 |
92.50 |
-1.86 |
14 |
3,432 |
-6 |
Total Volume and Open Interest |
9,371 |
153,787 |
-759 |
Lumber(CME) |
Nov11 |
111012 |
226.0 |
227.0 |
216.5 |
222.0 |
-3.5 |
299 |
5,104 |
-136 |
Jan12 |
111012 |
243.1 |
244.8 |
234.6 |
238.8 |
-3.3 |
164 |
4,630 |
+19 |
Mar12 |
111012 |
257.8 |
257.8 |
251.5 |
257.4 |
-1.5 |
8 |
818 |
-1 |
May12 |
111012 |
265.0 |
266.0 |
264.2 |
266.0 |
-4.0 |
3 |
139 |
+2 |
Total Volume and Open Interest |
474 |
10,714 |
-116 |
Crude Oil(NYM) |
Nov11 |
111012 |
85.20 |
86.59 |
84.52 |
85.57 |
-0.24 |
362,324 |
162,396 |
-30,691 |
Dec11 |
111012 |
85.45 |
86.76 |
84.71 |
85.78 |
-0.23 |
183,130 |
296,222 |
+13,113 |
Jan12 |
111012 |
85.55 |
86.84 |
84.89 |
85.95 |
-0.21 |
74,792 |
156,528 |
+9,260 |
Feb12 |
111012 |
85.41 |
87.04 |
85.13 |
86.14 |
-0.23 |
32,164 |
63,166 |
+3,765 |
Mar12 |
111012 |
85.75 |
87.15 |
85.35 |
86.30 |
-0.23 |
32,506 |
61,113 |
+6,913 |
Apr12 |
111012 |
85.60 |
87.12 |
85.45 |
86.39 |
-0.21 |
15,269 |
32,481 |
+1,966 |
May12 |
111012 |
85.49 |
87.12 |
85.49 |
86.48 |
-0.18 |
13,200 |
26,548 |
+309 |
Jun12 |
111012 |
86.20 |
87.44 |
85.59 |
86.57 |
-0.17 |
36,056 |
67,757 |
-2,010 |
Jul12 |
111012 |
87.37 |
87.37 |
86.03 |
86.71 |
-0.16 |
5,938 |
35,943 |
+1,765 |
Aug12 |
111012 |
87.17 |
87.31 |
86.84 |
86.84 |
-0.13 |
2,560 |
17,828 |
+407 |
Sep12 |
111012 |
87.52 |
87.68 |
86.48 |
87.01 |
-0.11 |
3,606 |
18,447 |
+119 |
Oct12 |
111012 |
87.80 |
87.80 |
86.56 |
87.22 |
-0.08 |
5,193 |
21,309 |
+1,227 |
Nov12 |
111012 |
87.48 |
88.13 |
87.48 |
87.48 |
-0.05 |
1,914 |
23,563 |
+103 |
Dec12 |
111012 |
87.27 |
88.50 |
86.73 |
87.76 |
-0.03 |
30,309 |
155,583 |
-1,973 |
Jan13 |
111012 |
87.83 |
87.83 |
87.83 |
87.83 |
-0.01 |
448 |
21,533 |
+250 |
Feb13 |
111012 |
87.87 |
87.87 |
87.87 |
87.87 |
-0.01 |
45 |
9,290 |
+13 |
Total Volume and Open Interest |
810,036 |
1,424,634 |
+4,462 |
e-miNY Crude Oil(NYM) |
Oct11 |
110919 |
87.250 |
87.400 |
84.800 |
85.700 |
-2.250 |
4,569 |
1,489 |
-206 |
Nov11 |
111012 |
85.200 |
86.575 |
84.550 |
85.575 |
-0.225 |
12,389 |
2,507 |
-40 |
Dec11 |
111012 |
85.425 |
86.550 |
84.800 |
85.775 |
-0.225 |
716 |
823 |
-30 |
Jan12 |
111012 |
85.675 |
86.800 |
85.525 |
85.950 |
-0.200 |
43 |
354 |
+3 |
Feb12 |
111012 |
86.125 |
86.300 |
86.125 |
86.150 |
-0.225 |
9 |
124 |
+0 |
Mar12 |
111012 |
86.300 |
86.300 |
86.300 |
86.300 |
-0.225 |
1 |
19 |
+1 |
Apr12 |
111012 |
86.400 |
86.400 |
86.400 |
86.400 |
-0.200 |
1 |
4 |
+0 |
May12 |
111012 |
86.475 |
86.475 |
86.475 |
86.475 |
-0.175 |
2 |
7 |
+0 |
Jun12 |
111012 |
86.800 |
86.800 |
86.575 |
86.575 |
-0.175 |
3 |
13 |
-2 |
Jul12 |
111012 |
86.700 |
86.700 |
86.700 |
86.700 |
-0.175 |
0 |
4 |
+0 |
Total Volume and Open Interest |
13,170 |
4,090 |
-74 |
Heating Oil(NYM) |
Nov11 |
111012 |
290.12 |
295.49 |
288.59 |
293.47 |
+3.06 |
63,717 |
66,588 |
-6,557 |
Dec11 |
111012 |
289.50 |
294.94 |
288.98 |
293.00 |
+2.63 |
40,374 |
62,694 |
+901 |
Jan12 |
111012 |
289.01 |
294.12 |
288.99 |
292.26 |
+2.22 |
24,673 |
41,237 |
+1,926 |
Feb12 |
111012 |
288.99 |
292.58 |
288.79 |
290.74 |
+1.83 |
13,513 |
21,849 |
-329 |
Mar12 |
111012 |
287.93 |
290.51 |
287.20 |
288.62 |
+1.47 |
10,526 |
22,574 |
-908 |
Apr12 |
111012 |
284.30 |
286.75 |
284.30 |
284.87 |
+1.25 |
4,718 |
10,253 |
+429 |
May12 |
111012 |
282.16 |
282.16 |
281.15 |
281.17 |
+1.08 |
3,281 |
8,226 |
+288 |
Jun12 |
111012 |
276.76 |
281.00 |
276.76 |
279.18 |
+0.97 |
7,475 |
30,058 |
-1,973 |
Jul12 |
111012 |
278.77 |
280.39 |
278.53 |
279.23 |
+0.92 |
848 |
6,758 |
+85 |
Aug12 |
111012 |
279.96 |
279.96 |
279.67 |
279.67 |
+0.91 |
171 |
3,963 |
+103 |
Sep12 |
111012 |
280.38 |
280.38 |
280.17 |
280.17 |
+0.91 |
152 |
4,309 |
+9 |
Oct12 |
111012 |
281.15 |
281.15 |
281.02 |
281.02 |
+0.91 |
28 |
1,417 |
-15 |
Total Volume and Open Interest |
169,949 |
295,301 |
-6,047 |
Gasoline(NYMEX) |
Nov11 |
111012 |
274.19 |
277.13 |
272.56 |
274.87 |
+0.11 |
56,164 |
62,102 |
-3,449 |
Dec11 |
111012 |
266.75 |
270.02 |
265.75 |
268.46 |
+0.82 |
43,809 |
59,977 |
+573 |
Jan12 |
111012 |
262.36 |
266.57 |
262.12 |
265.22 |
+1.36 |
24,607 |
34,662 |
+2,484 |
Feb12 |
111012 |
261.83 |
264.79 |
261.39 |
263.55 |
+1.45 |
9,320 |
14,714 |
+1,224 |
Mar12 |
111012 |
261.31 |
264.42 |
261.27 |
263.24 |
+1.39 |
7,548 |
18,722 |
+7 |
Apr12 |
111012 |
273.70 |
274.81 |
272.20 |
273.82 |
+1.63 |
3,069 |
17,019 |
+760 |
May12 |
111012 |
272.53 |
273.72 |
272.53 |
273.07 |
+1.50 |
2,812 |
10,539 |
+349 |
Jun12 |
111012 |
270.10 |
272.50 |
270.10 |
271.64 |
+1.34 |
3,354 |
19,922 |
-180 |
Jul12 |
111012 |
269.40 |
269.47 |
269.40 |
269.47 |
+1.20 |
1,816 |
4,858 |
+230 |
Aug12 |
111012 |
266.65 |
267.23 |
266.65 |
267.23 |
+1.11 |
1,104 |
4,548 |
+269 |
Total Volume and Open Interest |
155,180 |
267,303 |
+3,007 |
e-miNY RBOB Gasoline(NYM) |
Nov11 |
111012 |
274.90 |
274.90 |
274.87 |
274.90 |
+0.10 |
|
|
|
Dec11 |
111012 |
268.50 |
268.50 |
268.46 |
268.50 |
+0.90 |
|
|
|
Jan12 |
111012 |
265.20 |
265.22 |
265.20 |
265.20 |
+1.30 |
0 |
1 |
+0 |
Feb12 |
111012 |
263.60 |
263.60 |
263.55 |
263.60 |
+1.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Nov11 |
111012 |
3.609 |
3.630 |
3.480 |
3.489 |
-0.127 |
190,172 |
169,442 |
-10,613 |
Dec11 |
111012 |
3.859 |
3.881 |
3.783 |
3.791 |
-0.068 |
101,924 |
100,248 |
+1,064 |
Jan12 |
111012 |
4.008 |
4.028 |
3.943 |
3.950 |
-0.058 |
118,507 |
205,809 |
+6,162 |
Feb12 |
111012 |
4.031 |
4.048 |
3.963 |
3.970 |
-0.058 |
25,195 |
65,842 |
-172 |
Mar12 |
111012 |
4.002 |
4.010 |
3.932 |
3.939 |
-0.060 |
23,202 |
76,836 |
+2,918 |
Apr12 |
111012 |
3.989 |
4.003 |
3.922 |
3.929 |
-0.058 |
24,451 |
85,396 |
-449 |
May12 |
111012 |
4.019 |
4.030 |
3.958 |
3.965 |
-0.056 |
6,291 |
25,846 |
+842 |
Jun12 |
111012 |
4.057 |
4.074 |
4.002 |
4.007 |
-0.054 |
1,826 |
13,728 |
-18 |
Jul12 |
111012 |
4.092 |
4.103 |
4.047 |
4.052 |
-0.052 |
2,533 |
14,481 |
+579 |
Aug12 |
111012 |
4.129 |
4.129 |
4.075 |
4.079 |
-0.050 |
2,326 |
12,458 |
+494 |
Sep12 |
111012 |
4.120 |
4.141 |
4.080 |
4.082 |
-0.049 |
1,757 |
9,371 |
+160 |
Oct12 |
111012 |
4.170 |
4.173 |
4.115 |
4.120 |
-0.047 |
6,531 |
48,282 |
+1,013 |
Nov12 |
111012 |
4.317 |
4.322 |
4.265 |
4.269 |
-0.044 |
1,821 |
11,217 |
+312 |
Dec12 |
111012 |
4.587 |
4.588 |
4.542 |
4.547 |
-0.040 |
2,206 |
14,999 |
+494 |
Jan13 |
111012 |
4.733 |
4.737 |
4.686 |
4.690 |
-0.036 |
3,109 |
25,094 |
+1,009 |
Feb13 |
111012 |
4.710 |
4.714 |
4.668 |
4.668 |
-0.035 |
71 |
4,794 |
+23 |
Total Volume and Open Interest |
514,627 |
968,457 |
+4,702 |
Brent Crude Oil(ICE) |
Nov11 |
111012 |
110.31 |
113.00 |
109.89 |
111.36 |
+0.63 |
180,794 |
71,498 |
-21,610 |
Dec11 |
111012 |
107.52 |
110.05 |
107.15 |
108.97 |
+0.92 |
226,725 |
216,365 |
+4,766 |
Jan12 |
111012 |
105.89 |
108.18 |
105.56 |
107.31 |
+0.81 |
84,051 |
97,217 |
+6,860 |
Feb12 |
111012 |
104.98 |
107.10 |
104.84 |
106.29 |
+0.70 |
42,156 |
69,533 |
+4,286 |
Mar12 |
111012 |
104.16 |
106.31 |
104.16 |
105.52 |
+0.63 |
30,737 |
61,889 |
+5,190 |
Apr12 |
111012 |
104.35 |
105.77 |
104.20 |
105.01 |
+0.58 |
14,962 |
27,392 |
+1,032 |
May12 |
111012 |
104.02 |
105.38 |
103.88 |
104.65 |
+0.56 |
13,208 |
18,003 |
+3 |
Jun12 |
111012 |
103.70 |
105.10 |
103.61 |
104.32 |
+0.52 |
32,117 |
57,484 |
-1,685 |
Jul12 |
111012 |
103.90 |
104.58 |
103.75 |
104.03 |
+0.48 |
6,280 |
16,925 |
+1,658 |
Aug12 |
111012 |
103.73 |
103.73 |
103.73 |
103.73 |
+0.45 |
4,224 |
12,136 |
+1,178 |
Sep12 |
111012 |
103.40 |
103.40 |
103.40 |
103.40 |
+0.43 |
4,299 |
15,424 |
-96 |
Oct12 |
111012 |
103.06 |
103.06 |
103.06 |
103.06 |
+0.40 |
2,637 |
7,708 |
+189 |
Nov12 |
111012 |
102.73 |
102.73 |
102.73 |
102.73 |
+0.38 |
2,800 |
13,610 |
+377 |
Dec12 |
111012 |
101.49 |
103.14 |
101.49 |
102.39 |
+0.35 |
28,067 |
91,099 |
-218 |
Total Volume and Open Interest |
688,589 |
913,294 |
+1,958 |
Gas Oil(ICE) |
Oct11 |
111012 |
915.00 |
932.00 |
915.00 |
918.50 |
+6.50 |
50,734 |
10,703 |
-25,983 |
Nov11 |
111012 |
906.75 |
923.00 |
904.75 |
918.50 |
+13.25 |
140,674 |
113,833 |
-5,525 |
Dec11 |
111012 |
899.50 |
914.75 |
897.25 |
910.25 |
+12.00 |
127,264 |
94,703 |
+2,701 |
Jan12 |
111012 |
893.75 |
908.75 |
893.00 |
904.00 |
+11.25 |
67,466 |
53,852 |
+207 |
Feb12 |
111012 |
887.00 |
902.25 |
887.00 |
898.25 |
+11.00 |
25,794 |
37,905 |
-1,824 |
Mar12 |
111012 |
882.00 |
897.00 |
882.00 |
893.25 |
+11.00 |
15,651 |
30,704 |
+1,252 |
Apr12 |
111012 |
877.75 |
892.75 |
877.75 |
888.75 |
+10.75 |
10,066 |
18,704 |
+40 |
May12 |
111012 |
874.00 |
887.50 |
874.00 |
885.00 |
+10.50 |
7,798 |
17,472 |
+445 |
Jun12 |
111012 |
872.25 |
888.75 |
872.25 |
883.50 |
+10.50 |
14,695 |
35,948 |
-401 |
Jul12 |
111012 |
884.75 |
887.25 |
883.50 |
884.50 |
+10.50 |
1,304 |
12,927 |
+298 |
Total Volume and Open Interest |
472,767 |
520,059 |
-27,455 |
Ethanol(CBOT) |
Oct11 |
111005 |
2.517 |
2.520 |
2.496 |
2.520 |
+0.062 |
73 |
103 |
-30 |
Nov11 |
111012 |
2.620 |
2.630 |
2.600 |
2.627 |
-0.003 |
218 |
1,210 |
-49 |
Dec11 |
111012 |
2.528 |
2.552 |
2.515 |
2.544 |
+0.008 |
166 |
1,623 |
+43 |
Jan12 |
111012 |
2.395 |
2.412 |
2.389 |
2.412 |
+0.010 |
115 |
1,100 |
+43 |
Feb12 |
111012 |
2.335 |
2.352 |
2.330 |
2.349 |
+0.007 |
47 |
571 |
+8 |
Mar12 |
111012 |
2.340 |
2.369 |
2.328 |
2.369 |
+0.010 |
60 |
939 |
+11 |
Apr12 |
111012 |
2.350 |
2.384 |
2.350 |
2.384 |
+0.010 |
120 |
632 |
+28 |
May12 |
111012 |
2.405 |
2.413 |
2.405 |
2.409 |
+0.005 |
196 |
627 |
+105 |
Total Volume and Open Interest |
1,174 |
9,549 |
+331 |
WTI Crude Oil(ICE) |
Nov11 |
111012 |
85.04 |
86.58 |
84.53 |
85.57 |
-0.24 |
73,518 |
40,205 |
-5,915 |
Dec11 |
111012 |
85.11 |
86.75 |
84.73 |
85.78 |
-0.23 |
54,518 |
109,428 |
+4,886 |
Jan12 |
111012 |
85.27 |
86.86 |
85.13 |
85.95 |
-0.21 |
24,336 |
44,362 |
+1,726 |
Feb12 |
111012 |
85.48 |
87.03 |
85.39 |
86.14 |
-0.23 |
9,179 |
19,441 |
+166 |
Mar12 |
111012 |
85.64 |
87.16 |
85.47 |
86.30 |
-0.23 |
8,627 |
17,505 |
+778 |
Apr12 |
111012 |
85.74 |
87.26 |
85.60 |
86.39 |
-0.21 |
4,840 |
9,186 |
+592 |
May12 |
111012 |
85.83 |
87.35 |
85.64 |
86.48 |
-0.18 |
3,703 |
9,112 |
-324 |
Jun12 |
111012 |
85.93 |
87.45 |
85.73 |
86.57 |
-0.17 |
9,289 |
35,601 |
-461 |
Jul12 |
111012 |
86.07 |
87.59 |
86.07 |
86.71 |
-0.16 |
695 |
7,170 |
+287 |
Aug12 |
111012 |
86.84 |
86.84 |
86.84 |
86.84 |
-0.13 |
533 |
4,483 |
+142 |
Sep12 |
111012 |
87.01 |
87.01 |
87.01 |
87.01 |
-0.11 |
602 |
7,978 |
-92 |
Oct12 |
111012 |
87.22 |
87.22 |
87.22 |
87.22 |
-0.08 |
280 |
1,712 |
-33 |
Nov12 |
111012 |
87.48 |
87.48 |
87.48 |
87.48 |
-0.05 |
208 |
2,831 |
+18 |
Dec12 |
111012 |
86.95 |
88.41 |
86.81 |
87.76 |
-0.03 |
10,857 |
52,191 |
+567 |
Jan13 |
111012 |
87.83 |
87.83 |
87.83 |
87.83 |
-0.01 |
0 |
2,054 |
+0 |
Feb13 |
111012 |
87.87 |
87.87 |
87.87 |
87.87 |
-0.01 |
0 |
589 |
+0 |
Total Volume and Open Interest |
203,215 |
450,586 |
+1,944 |
US Dollar Index(ICE) |
Dec11 |
111012 |
78.000 |
78.240 |
77.115 |
77.275 |
-0.632 |
21,268 |
69,125 |
-1,584 |
Mar12 |
111012 |
78.000 |
78.000 |
77.660 |
77.695 |
-0.637 |
0 |
540 |
+0 |
Jun12 |
111012 |
78.155 |
78.155 |
78.155 |
78.155 |
-0.638 |
0 |
2 |
+0 |
Total Volume and Open Interest |
21,268 |
69,667 |
-1,584 |
Australian Dollar(CME) |
Dec11 |
111012 |
98.82 |
101.23 |
97.84 |
101.03 |
+2.00 |
123,509 |
117,867 |
+4,422 |
Mar12 |
111012 |
97.40 |
100.16 |
97.40 |
100.07 |
+1.97 |
6 |
161 |
+1 |
Jun12 |
111012 |
99.23 |
99.23 |
97.31 |
99.23 |
+1.92 |
0 |
21 |
+0 |
Total Volume and Open Interest |
123,515 |
118,182 |
+4,423 |
British Pound(CME) |
Dec11 |
111012 |
155.81 |
157.89 |
155.32 |
157.43 |
+1.65 |
88,456 |
184,604 |
+6,300 |
Mar12 |
111012 |
156.45 |
157.70 |
155.68 |
157.31 |
+1.63 |
3 |
98 |
+1 |
Jun12 |
111012 |
157.19 |
157.19 |
155.58 |
157.19 |
+1.61 |
0 |
3 |
+0 |
Total Volume and Open Interest |
88,459 |
184,709 |
+6,301 |
Canadian Dollar(CME) |
Dec11 |
111012 |
97.06 |
98.53 |
96.66 |
98.36 |
+1.43 |
75,722 |
116,608 |
-1,881 |
Mar12 |
111012 |
96.60 |
98.35 |
96.60 |
98.21 |
+1.41 |
134 |
4,487 |
+50 |
Jun12 |
111012 |
98.05 |
98.22 |
97.99 |
98.09 |
+1.38 |
13 |
1,113 |
+6 |
Sep12 |
111012 |
98.08 |
98.10 |
96.64 |
98.02 |
+1.38 |
0 |
624 |
+0 |
Total Volume and Open Interest |
75,870 |
122,945 |
-1,824 |
Japanese Yen(CME) |
Dec11 |
111012 |
130.55 |
131.20 |
129.12 |
129.47 |
-1.12 |
54,745 |
153,408 |
+1,400 |
Mar12 |
111012 |
131.07 |
131.08 |
129.38 |
129.71 |
-1.12 |
12 |
418 |
+8 |
Jun12 |
111012 |
129.97 |
131.10 |
129.97 |
129.97 |
-1.13 |
0 |
19 |
+0 |
Total Volume and Open Interest |
54,757 |
153,849 |
+1,408 |
Swiss Franc(CME) |
Dec11 |
111012 |
110.28 |
112.27 |
109.87 |
111.95 |
+1.57 |
20,977 |
23,679 |
+407 |
Mar12 |
111012 |
112.20 |
112.20 |
110.64 |
112.20 |
+1.56 |
8 |
628 |
-4 |
Jun12 |
111012 |
112.87 |
112.87 |
110.93 |
112.49 |
+1.56 |
0 |
4 |
+0 |
Total Volume and Open Interest |
20,985 |
24,317 |
+403 |
EuroFX(CME) |
Dec11 |
111012 |
136.40 |
138.25 |
135.73 |
137.79 |
+1.26 |
286,387 |
220,446 |
+574 |
Mar12 |
111012 |
136.16 |
138.19 |
136.03 |
137.75 |
+1.24 |
230 |
1,881 |
+85 |
Jun12 |
111012 |
137.72 |
137.72 |
136.51 |
137.72 |
+1.21 |
2 |
830 |
+0 |
Total Volume and Open Interest |
286,619 |
223,167 |
+659 |
Mexican Peso(CME) |
Oct11 |
111012 |
754.0 |
754.0 |
748.5 |
754.0 |
+5.5 |
|
|
|
Nov11 |
111012 |
752.2 |
752.2 |
746.8 |
752.2 |
+5.5 |
|
|
|
Total Volume and Open Interest |
26,893 |
88,822 |
-1,677 |
Brazilian Real(CME) |
Nov11 |
111012 |
570.05 |
570.05 |
560.25 |
570.05 |
+4.80 |
93 |
1,593 |
+93 |
Dec11 |
111012 |
567.00 |
567.00 |
557.20 |
567.00 |
+4.80 |
74 |
5,195 |
+53 |
Jan12 |
111012 |
563.95 |
563.95 |
554.15 |
563.95 |
+4.80 |
1,694 |
10,149 |
+0 |
Feb12 |
111012 |
560.85 |
560.85 |
551.05 |
560.85 |
+4.80 |
|
|
|
Total Volume and Open Interest |
1,861 |
32,258 |
+146 |
30-Year T-Bonds(CBOT) |
Dec11 |
111012 |
140~010 |
140~130 |
137~300 |
138~180 |
-1~100 |
282,876 |
614,791 |
-12,759 |
Mar12 |
111012 |
139~130 |
139~130 |
137~200 |
137~310 |
-1~120 |
35 |
1,011 |
+15 |
Jun12 |
111012 |
137~100 |
138~220 |
137~100 |
137~100 |
-1~120 |
|
|
|
Total Volume and Open Interest |
282,911 |
615,802 |
-12,744 |
10-Year T-Notes(CBOT) |
Dec11 |
111012 |
128~090 |
128~155 |
127~165 |
127~295 |
-0~100 |
1,014,445 |
1,525,243 |
+7,525 |
Mar12 |
111012 |
127~180 |
127~180 |
127~010 |
127~030 |
-0~110 |
516 |
9,951 |
+23 |
Jun12 |
111012 |
126~030 |
126~140 |
126~030 |
126~030 |
-0~110 |
|
|
|
Total Volume and Open Interest |
1,014,961 |
1,535,194 |
+7,548 |
5-Year T-Notes(CBOT) |
Dec11 |
111012 |
121~085 |
121~102 |
121~041 |
121~072 |
-0~012 |
473,460 |
1,182,903 |
-24,213 |
Mar12 |
111012 |
121~050 |
121~050 |
121~003 |
121~003 |
-0~012 |
0 |
4 |
+0 |
Jun12 |
111012 |
120~027 |
120~039 |
120~027 |
120~027 |
-0~012 |
|
|
|
Total Volume and Open Interest |
473,460 |
1,182,907 |
-24,213 |
2 Year T-Notes(CBOT) |
Dec11 |
111012 |
109~127 |
110~006 |
109~126 |
110~005 |
+0~006 |
149,731 |
698,079 |
-7,965 |
Mar12 |
111012 |
110~000 |
110~003 |
109~125 |
110~003 |
+0~006 |
0 |
242 |
+0 |
Jun12 |
111012 |
109~091 |
109~091 |
109~085 |
109~091 |
+0~006 |
|
|
|
Total Volume and Open Interest |
149,731 |
698,321 |
-7,965 |
Eurodollars(CME) |
Dec11 |
111012 |
99.455 |
99.470 |
99.450 |
99.465 |
+0.015 |
145,385 |
1,039,274 |
+12,700 |
Mar12 |
111012 |
99.375 |
99.405 |
99.370 |
99.400 |
+0.030 |
177,235 |
1,026,455 |
-13,065 |
Jun12 |
111012 |
99.330 |
99.380 |
99.325 |
99.375 |
+0.045 |
161,366 |
1,042,821 |
-13,884 |
Sep12 |
111012 |
99.295 |
99.355 |
99.295 |
99.350 |
+0.055 |
146,988 |
725,206 |
+8,553 |
Dec12 |
111012 |
99.270 |
99.325 |
99.260 |
99.320 |
+0.055 |
182,857 |
737,013 |
+9,635 |
Mar13 |
111012 |
99.225 |
99.280 |
99.210 |
99.270 |
+0.045 |
150,677 |
779,677 |
+1,997 |
Jun13 |
111012 |
99.130 |
99.180 |
99.105 |
99.170 |
+0.035 |
122,705 |
500,730 |
+250 |
Sep13 |
111012 |
99.000 |
99.040 |
98.960 |
99.030 |
+0.030 |
119,812 |
430,564 |
-1,451 |
Dec13 |
111012 |
98.815 |
98.855 |
98.770 |
98.840 |
+0.025 |
111,744 |
407,176 |
+5,343 |
Mar14 |
111012 |
98.640 |
98.670 |
98.585 |
98.655 |
+0.015 |
84,506 |
284,296 |
+1,869 |
Jun14 |
111012 |
98.450 |
98.470 |
98.385 |
98.450 |
+0.005 |
88,277 |
252,009 |
-6,388 |
Sep14 |
111012 |
98.250 |
98.275 |
98.180 |
98.240 |
-0.005 |
71,958 |
165,527 |
-539 |
Dec14 |
111012 |
98.050 |
98.080 |
97.975 |
98.035 |
-0.015 |
49,274 |
158,960 |
+818 |
Mar15 |
111012 |
97.875 |
97.910 |
97.795 |
97.855 |
-0.020 |
27,555 |
103,867 |
-3,510 |
Jun15 |
111012 |
5.975 |
5.995 |
5.875 |
5.935 |
-0.025 |
19,539 |
88,469 |
-427 |
Sep15 |
111012 |
5.835 |
5.840 |
5.715 |
5.770 |
-0.030 |
18,451 |
74,319 |
+265 |
Dec15 |
111012 |
5.680 |
5.680 |
5.555 |
5.610 |
-0.035 |
11,484 |
57,769 |
+789 |
Mar16 |
111012 |
5.555 |
5.555 |
5.425 |
5.480 |
-0.045 |
7,854 |
48,278 |
+392 |
Total Volume and Open Interest |
1,719,492 |
8,199,656 |
+1,918 |
30 Day Federal Funds(CBOT) |
Oct11 |
111012 |
99.923 |
99.923 |
99.923 |
99.923 |
unch |
1,074 |
63,616 |
-246 |
Nov11 |
111012 |
99.920 |
99.920 |
99.915 |
99.915 |
unch |
819 |
61,766 |
+405 |
Dec11 |
111012 |
99.915 |
99.920 |
99.910 |
99.915 |
unch |
2,409 |
57,497 |
-969 |
Jan12 |
111012 |
99.900 |
99.910 |
99.900 |
99.905 |
+0.005 |
1,556 |
49,196 |
-957 |
Feb12 |
111012 |
99.890 |
99.895 |
99.885 |
99.890 |
+0.005 |
1,171 |
43,790 |
+21 |
Mar12 |
111012 |
99.885 |
99.885 |
99.875 |
99.885 |
+0.010 |
1,633 |
29,392 |
+1,046 |
Total Volume and Open Interest |
23,618 |
617,999 |
-2,384 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111012 |
99.673 |
99.673 |
99.673 |
99.673 |
-0.018 |
0 |
281 |
+0 |
Mar12 |
111012 |
99.662 |
99.662 |
99.662 |
99.662 |
-0.018 |
0 |
300 |
+0 |
Jun12 |
111012 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.018 |
|
|
|
Sep12 |
111012 |
99.662 |
99.662 |
99.662 |
99.662 |
-0.018 |
|
|
|
Dec12 |
111012 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.020 |
|
|
|
Mar13 |
111012 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.020 |
|
|
|
Jun13 |
111012 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.020 |
|
|
|
Sep13 |
111012 |
99.480 |
99.480 |
99.480 |
99.480 |
-0.020 |
|
|
|
Dec13 |
111012 |
99.340 |
99.340 |
99.340 |
99.340 |
-0.020 |
|
|
|
Mar14 |
111012 |
99.200 |
99.200 |
99.200 |
99.200 |
-0.020 |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111012 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.02 |
0 |
2,382 |
+0 |
Mar12 |
111012 |
99.68 |
99.68 |
99.66 |
99.66 |
-0.02 |
0 |
2,128 |
+0 |
Jun12 |
111012 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.02 |
0 |
1,470 |
+0 |
Sep12 |
111012 |
99.66 |
99.66 |
99.66 |
99.66 |
-0.02 |
0 |
610 |
+0 |
Dec12 |
111012 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.02 |
0 |
51 |
+0 |
Mar13 |
111012 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.02 |
0 |
1 |
+0 |
Jun13 |
111012 |
99.62 |
99.62 |
99.62 |
99.62 |
-0.02 |
|
|
|
Sep13 |
111012 |
99.48 |
99.48 |
99.48 |
99.48 |
-0.02 |
|
|
|
Total Volume and Open Interest |
0 |
6,644 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111012 |
142.52 |
142.61 |
142.41 |
142.41 |
-0.14 |
2,597 |
22,676 |
-800 |
Mar12 |
111012 |
142.20 |
142.20 |
141.82 |
141.82 |
-0.14 |
0 |
4 |
+0 |
Jun12 |
111012 |
139.73 |
139.73 |
139.73 |
139.73 |
-0.14 |
|
|
|
Total Volume and Open Interest |
2,597 |
22,680 |
-800 |
Euro-Bund(EUREX) |
Dec11 |
111012 |
134.73 |
134.86 |
133.15 |
133.56 |
-0.99 |
694,801 |
926,701 |
-74,234 |
Mar12 |
111012 |
134.69 |
135.14 |
133.44 |
133.82 |
-1.05 |
215 |
658 |
+178 |
Jun12 |
111012 |
133.86 |
133.86 |
133.86 |
133.86 |
-0.99 |
|
|
|
Total Volume and Open Interest |
695,016 |
927,359 |
-74,056 |
Euro-Bobl(EUREX) |
Dec11 |
111012 |
121.44 |
121.55 |
120.67 |
120.93 |
-0.43 |
388,380 |
723,548 |
-16,589 |
Mar12 |
111012 |
121.22 |
121.22 |
121.09 |
121.18 |
-0.49 |
2,906 |
17,417 |
+2,906 |
Jun12 |
111012 |
121.08 |
121.08 |
121.08 |
121.08 |
-0.43 |
|
|
|
Total Volume and Open Interest |
391,286 |
740,965 |
-13,683 |
3-Mth Euribor(EUREX) |
Dec11 |
111012 |
98.625 |
98.625 |
98.625 |
98.625 |
-0.015 |
0 |
1,788 |
+0 |
Mar12 |
111012 |
98.740 |
98.740 |
98.740 |
98.740 |
-0.020 |
10 |
2,109 |
-6 |
Jun12 |
111012 |
98.780 |
98.780 |
98.770 |
98.770 |
-0.035 |
0 |
1,020 |
+0 |
Total Volume and Open Interest |
10 |
8,204 |
-6 |
Long Gilt(LIFFE) |
Dec11 |
111012 |
127~17 |
127~30 |
126~20 |
126~26 |
-0~15 |
150,914 |
314,549 |
-4,970 |
Mar12 |
111012 |
127~01 |
127~01 |
127~01 |
127~01 |
-0~15 |
|
|
|
Total Volume and Open Interest |
150,914 |
314,549 |
-4,970 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111012 |
99.02 |
99.02 |
98.99 |
99.00 |
-0.01 |
46,675 |
344,780 |
+5,080 |
Mar12 |
111012 |
99.00 |
99.01 |
98.98 |
99.00 |
unch |
29,713 |
370,279 |
+2,919 |
Jun12 |
111012 |
98.98 |
98.99 |
98.96 |
98.98 |
+0.01 |
43,456 |
229,176 |
+11,330 |
Sep12 |
111012 |
98.96 |
98.96 |
98.92 |
98.94 |
+0.01 |
42,531 |
255,124 |
+99 |
Dec12 |
111012 |
98.88 |
98.89 |
98.84 |
98.86 |
unch |
37,112 |
205,097 |
-2,383 |
Mar13 |
111012 |
98.82 |
98.82 |
98.76 |
98.78 |
-0.02 |
37,339 |
162,026 |
-2,826 |
Total Volume and Open Interest |
301,687 |
1,963,030 |
+12,450 |
3-Mth Euribor(LIFFE) |
Dec11 |
111012 |
98.640 |
98.650 |
98.590 |
98.625 |
-0.015 |
90,721 |
727,273 |
-3,532 |
Mar12 |
111012 |
98.760 |
98.775 |
98.695 |
98.740 |
-0.020 |
74,683 |
512,640 |
-3,098 |
Jun12 |
111012 |
98.810 |
98.825 |
98.720 |
98.770 |
-0.035 |
69,625 |
355,825 |
+4,935 |
Total Volume and Open Interest |
504,587 |
3,341,855 |
+11,691 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111012 |
95.66 |
95.70 |
95.64 |
95.67 |
+0.01 |
22,036 |
234,878 |
+4,383 |
Mar12 |
111012 |
96.07 |
96.13 |
96.04 |
96.08 |
+0.02 |
17,118 |
195,301 |
+179 |
Jun12 |
111012 |
96.18 |
96.25 |
96.15 |
96.20 |
+0.02 |
9,854 |
116,147 |
+876 |
Sep12 |
111012 |
96.16 |
96.22 |
96.13 |
96.16 |
+0.02 |
4,937 |
77,449 |
-347 |
Dec12 |
111012 |
96.07 |
96.10 |
96.03 |
96.07 |
+0.02 |
1,811 |
46,039 |
+979 |
Mar13 |
111012 |
95.99 |
96.01 |
95.96 |
95.98 |
+0.02 |
951 |
44,211 |
+301 |
Jun13 |
111012 |
95.90 |
95.93 |
95.86 |
95.89 |
+0.01 |
1,387 |
32,358 |
+363 |
Sep13 |
111012 |
95.80 |
95.82 |
95.74 |
95.79 |
+0.02 |
1,099 |
13,573 |
+247 |
Dec13 |
111012 |
95.67 |
95.67 |
95.64 |
95.66 |
+0.02 |
352 |
3,019 |
+151 |
Mar14 |
111012 |
95.54 |
95.54 |
95.54 |
95.54 |
+0.02 |
1 |
406 |
+0 |
Total Volume and Open Interest |
59,546 |
763,447 |
+7,132 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111012 |
95.64 |
95.68 |
95.61 |
95.66 |
+0.02 |
37,784 |
359,092 |
+8,012 |
Mar12 |
111012 |
95.66 |
95.66 |
95.66 |
95.66 |
+0.02 |
|
|
|
Total Volume and Open Interest |
37,784 |
359,092 |
+8,012 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111012 |
96.27 |
96.35 |
96.25 |
96.31 |
+0.03 |
114,938 |
503,734 |
+15,698 |
Mar12 |
111012 |
96.31 |
96.31 |
96.31 |
96.31 |
+0.03 |
|
|
|
Total Volume and Open Interest |
114,938 |
503,734 |
+15,698 |
Gold(CMX) |
Oct11 |
111012 |
1667.1 |
1691.0 |
1667.1 |
1681.3 |
+21.6 |
151 |
859 |
+12 |
Dec11 |
111012 |
1664.7 |
1693.9 |
1662.0 |
1682.6 |
+21.6 |
110,057 |
269,305 |
+1,289 |
Feb12 |
111012 |
1667.4 |
1695.2 |
1664.5 |
1684.6 |
+21.6 |
2,834 |
48,358 |
-46 |
Apr12 |
111012 |
1671.3 |
1694.8 |
1669.1 |
1686.3 |
+21.6 |
1,682 |
12,687 |
+923 |
Jun12 |
111012 |
1670.0 |
1692.7 |
1669.3 |
1687.9 |
+21.6 |
793 |
17,572 |
+493 |
Aug12 |
111012 |
1671.9 |
1699.2 |
1671.9 |
1689.6 |
+21.6 |
237 |
7,457 |
+118 |
Oct12 |
111012 |
1674.7 |
1693.0 |
1674.7 |
1691.4 |
+21.6 |
177 |
5,787 |
+163 |
Dec12 |
111012 |
1679.5 |
1701.8 |
1679.5 |
1693.7 |
+21.6 |
737 |
15,264 |
-88 |
Feb13 |
111012 |
1696.2 |
1696.2 |
1696.2 |
1696.2 |
+21.7 |
1 |
3,392 |
+1 |
Apr13 |
111012 |
1699.2 |
1699.2 |
1699.2 |
1699.2 |
+21.8 |
0 |
282 |
+0 |
Jun13 |
111012 |
1702.7 |
1702.7 |
1702.7 |
1702.7 |
+21.9 |
565 |
12,792 |
-295 |
Aug13 |
111012 |
1706.2 |
1706.2 |
1706.2 |
1706.2 |
+21.8 |
0 |
45 |
+0 |
Total Volume and Open Interest |
121,216 |
438,090 |
+3,458 |
Silver(CMX) |
Dec11 |
111012 |
3215.5 |
3310.0 |
3186.0 |
3278.9 |
+79.1 |
33,404 |
59,570 |
-2,538 |
Mar12 |
111012 |
3196.0 |
3303.5 |
3195.0 |
3283.3 |
+79.5 |
3,632 |
9,675 |
-405 |
May12 |
111012 |
3258.5 |
3285.5 |
3258.5 |
3285.4 |
+79.6 |
165 |
2,873 |
+5 |
Jul12 |
111012 |
3225.0 |
3300.0 |
3213.5 |
3286.4 |
+79.7 |
283 |
2,406 |
+19 |
Sep12 |
111012 |
3227.0 |
3285.5 |
3227.0 |
3285.2 |
+79.8 |
75 |
966 |
+50 |
Dec12 |
111012 |
3237.5 |
3299.5 |
3237.0 |
3284.4 |
+80.0 |
353 |
10,473 |
+101 |
Mar13 |
111012 |
3278.7 |
3278.7 |
3278.7 |
3278.7 |
+80.2 |
0 |
751 |
+0 |
Total Volume and Open Interest |
38,169 |
99,698 |
-2,721 |
Platinum(NYMEX) |
Oct11 |
111012 |
1526.8 |
1550.5 |
1526.8 |
1550.5 |
+35.3 |
10 |
100 |
-8 |
Jan12 |
111012 |
1522.4 |
1559.4 |
1522.4 |
1554.4 |
+35.6 |
5,598 |
35,539 |
-266 |
Apr12 |
111012 |
1537.3 |
1558.5 |
1537.3 |
1558.2 |
+35.4 |
32 |
2,809 |
+23 |
Jul12 |
111012 |
1545.8 |
1561.9 |
1545.8 |
1561.9 |
+36.1 |
1 |
38 |
+0 |
Total Volume and Open Interest |
5,641 |
38,519 |
-251 |
Palladium(NYMEX) |
Dec11 |
111012 |
603.95 |
617.80 |
603.30 |
611.10 |
+6.80 |
1,761 |
18,646 |
-65 |
Mar12 |
111012 |
608.75 |
613.25 |
608.75 |
612.20 |
+6.80 |
7 |
410 |
+5 |
Jun12 |
111012 |
613.20 |
613.20 |
613.20 |
613.20 |
+6.80 |
0 |
8 |
+0 |
Total Volume and Open Interest |
1,768 |
19,067 |
-60 |
Copper(CMX) |
Dec11 |
111012 |
327.50 |
341.15 |
323.85 |
339.35 |
+10.30 |
43,417 |
75,382 |
+1,462 |
Mar12 |
111012 |
329.75 |
343.00 |
326.00 |
341.15 |
+10.20 |
2,128 |
28,059 |
+686 |
May12 |
111012 |
329.90 |
342.45 |
327.85 |
342.25 |
+10.15 |
1,696 |
8,380 |
-918 |
Jul12 |
111012 |
342.50 |
343.10 |
342.40 |
343.10 |
+10.05 |
778 |
2,612 |
+741 |
Sep12 |
111012 |
343.80 |
343.80 |
343.45 |
343.80 |
+9.95 |
47 |
998 |
+17 |
Total Volume and Open Interest |
48,691 |
122,868 |
+1,917 |
DJIA Index(CBOT) |
Dec11 |
111012 |
11311 |
11550 |
11266 |
11416 |
+86 |
296 |
12,435 |
+4 |
Mar12 |
111012 |
11341 |
11341 |
11255 |
11341 |
+86 |
0 |
21 |
+0 |
Jun12 |
111012 |
11271 |
11271 |
11185 |
11271 |
+86 |
|
|
|
Sep12 |
111012 |
11208 |
11208 |
11122 |
11208 |
+86 |
|
|
|
Total Volume and Open Interest |
296 |
12,456 |
+4 |
E-mini DJIA Index(CBOT) |
Dec11 |
111012 |
11317 |
11560 |
11257 |
11416 |
+86 |
103,949 |
78,546 |
+54 |
Mar12 |
111012 |
11233 |
11441 |
11233 |
11341 |
+86 |
91 |
105 |
-44 |
Jun12 |
111012 |
11271 |
11271 |
11271 |
11271 |
+86 |
0 |
2 |
+0 |
Sep12 |
111012 |
11208 |
11208 |
11208 |
11208 |
+86 |
0 |
10 |
+0 |
Total Volume and Open Interest |
104,040 |
78,663 |
+10 |
S & P 500(CME) |
Dec11 |
111012 |
1187.00 |
1215.50 |
1180.80 |
1198.20 |
+8.60 |
15,174 |
279,927 |
-1,442 |
Mar12 |
111012 |
1200.00 |
1205.50 |
1192.20 |
1192.20 |
+8.70 |
100 |
3,340 |
+70 |
Jun12 |
111012 |
1187.10 |
1200.40 |
1187.10 |
1187.10 |
+8.70 |
0 |
1,095 |
+0 |
Sep12 |
111012 |
1181.10 |
1194.40 |
1181.10 |
1181.10 |
+8.70 |
|
|
|
Total Volume and Open Interest |
15,274 |
284,462 |
-1,372 |
S & P 500 E-Mini(Globex) |
Dec11 |
111012 |
1187.50 |
1216.00 |
1180.75 |
1198.25 |
+8.75 |
1,953,734 |
3,007,577 |
+13,077 |
Mar12 |
111012 |
1181.25 |
1209.25 |
1175.25 |
1192.25 |
+8.75 |
1,021 |
4,268 |
+213 |
Total Volume and Open Interest |
1,954,755 |
3,011,932 |
+13,290 |
NASDAQ 100(CME) |
Dec11 |
111012 |
2284.00 |
2328.00 |
2275.30 |
2296.50 |
+8.00 |
1,074 |
15,277 |
-28 |
Mar12 |
111012 |
2292.30 |
2320.00 |
2292.30 |
2292.30 |
+8.00 |
|
|
|
Jun12 |
111012 |
2289.30 |
2297.00 |
2289.30 |
2289.30 |
+8.00 |
|
|
|
Total Volume and Open Interest |
1,074 |
15,277 |
-28 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111012 |
2287.00 |
2328.00 |
2274.50 |
2296.50 |
+8.00 |
243,144 |
298,743 |
+390 |
Mar12 |
111012 |
2286.00 |
2320.50 |
2283.00 |
2292.30 |
+8.00 |
38 |
259 |
+7 |
Total Volume and Open Interest |
243,182 |
299,005 |
+397 |
S & P Midcap 400(CME) |
Dec11 |
111012 |
832.20 |
846.00 |
832.20 |
832.20 |
+8.00 |
27 |
4,717 |
+0 |
Mar12 |
111012 |
830.20 |
833.20 |
830.20 |
830.20 |
+8.00 |
|
|
|
Jun12 |
111012 |
828.20 |
831.20 |
828.20 |
828.20 |
+8.00 |
|
|
|
Total Volume and Open Interest |
27 |
4,717 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111012 |
8735 |
8915 |
8710 |
8825 |
+65 |
5,780 |
25,444 |
-30 |
Mar12 |
111012 |
8830 |
9000 |
8760 |
8825 |
+65 |
0 |
8 |
+0 |
Total Volume and Open Interest |
5,780 |
25,452 |
-30 |
Nikkei 225(SGX) |
Dec11 |
111012 |
8745 |
8775 |
8690 |
8740 |
-25 |
67,979 |
185,336 |
-2,864 |
Mar12 |
111012 |
8710 |
8730 |
8710 |
8730 |
-25 |
1,311 |
5,215 |
+1,193 |
Jun12 |
111012 |
8655 |
8655 |
8655 |
8655 |
-25 |
0 |
18 |
+0 |
Total Volume and Open Interest |
69,829 |
205,418 |
-1,404 |
CAC 40(EURONEXT) |
Oct11 |
111012 |
3142.0 |
3252.5 |
3121.0 |
3230.5 |
+78.0 |
99,853 |
264,363 |
+235 |
Nov11 |
111012 |
3136.0 |
3245.0 |
3120.5 |
3225.0 |
+79.0 |
3,685 |
9,502 |
+4,486 |
Dec11 |
111012 |
3131.5 |
3241.5 |
3119.5 |
3222.5 |
+78.0 |
232 |
44,248 |
-104 |
Total Volume and Open Interest |
103,770 |
318,117 |
+4,617 |
Hang Seng Index(HKFE) |
Oct11 |
111012 |
17873 |
18445 |
17763 |
18445 |
+449 |
99,103 |
86,517 |
-66 |
Nov11 |
111012 |
17970 |
18401 |
17730 |
18401 |
+445 |
1,502 |
3,404 |
+857 |
Dec11 |
111012 |
17800 |
18393 |
17730 |
18393 |
+442 |
661 |
9,299 |
-130 |
Total Volume and Open Interest |
101,328 |
100,063 |
+644 |
DAX(EUREX) |
Dec11 |
111012 |
5845.5 |
6038.5 |
5807.0 |
5994.5 |
+133.0 |
140,170 |
177,335 |
-15,009 |
Mar12 |
111012 |
5871.0 |
6050.0 |
5821.5 |
6007.5 |
+134.0 |
262 |
6,777 |
-148 |
Jun12 |
111012 |
5901.0 |
6048.5 |
5861.0 |
6030.0 |
+133.5 |
126 |
601 |
+36 |
Total Volume and Open Interest |
140,558 |
184,713 |
-15,121 |
FT-SE 100(EURONEXT) |
Dec11 |
111012 |
5349.50 |
5442.50 |
5322.50 |
5407.50 |
+50.50 |
96,746 |
645,629 |
+2,698 |
Mar12 |
111012 |
5383.00 |
5396.50 |
5373.00 |
5373.00 |
+50.50 |
10 |
1,021 |
-8 |
Jun12 |
111012 |
5336.00 |
5336.00 |
5336.00 |
5336.00 |
+50.50 |
0 |
513 |
+0 |
Total Volume and Open Interest |
96,756 |
647,163 |
+2,690 |
SPI 200(SFE) |
Dec11 |
111012 |
4234.0 |
4242.0 |
4170.0 |
4214.0 |
-24.0 |
37,479 |
210,174 |
+4,794 |
Mar12 |
111012 |
4206.0 |
4206.0 |
4165.0 |
4192.0 |
-25.0 |
80 |
2,397 |
+0 |
Jun12 |
111012 |
4200.0 |
4200.0 |
4200.0 |
4200.0 |
-26.0 |
3 |
1,149 |
-45 |
Total Volume and Open Interest |
37,737 |
218,014 |
+4,822 |
GSCI(CME) |
Oct11 |
111012 |
630.00 |
631.00 |
624.00 |
625.50 |
-1.50 |
1,348 |
4,381 |
-1,247 |
Nov11 |
111012 |
629.00 |
630.00 |
623.00 |
624.80 |
-1.15 |
1,304 |
4,607 |
+1,208 |
Dec11 |
111012 |
627.00 |
631.00 |
625.00 |
627.00 |
-0.50 |
6 |
10 |
+3 |
Total Volume and Open Interest |
2,658 |
8,998 |
-36 |
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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