|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu October 13, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111013 |
1237.75 |
1258.00 |
1230.25 |
1257.00 |
+17.50 |
189,238 |
203,588 |
-7,538 |
Jan12 |
111013 |
1248.00 |
1267.25 |
1240.75 |
1266.75 |
+17.25 |
85,476 |
146,507 |
+7,409 |
Mar12 |
111013 |
1255.50 |
1274.25 |
1247.25 |
1274.00 |
+17.00 |
30,639 |
60,029 |
+2,836 |
May12 |
111013 |
1261.25 |
1277.00 |
1252.50 |
1276.75 |
+14.25 |
11,669 |
61,599 |
+594 |
Jul12 |
111013 |
1268.25 |
1284.50 |
1259.00 |
1283.75 |
+13.50 |
15,705 |
46,358 |
+1,112 |
Aug12 |
111013 |
1250.00 |
1273.00 |
1250.00 |
1273.00 |
+11.75 |
67 |
546 |
-6 |
Sep12 |
111013 |
1240.25 |
1255.00 |
1235.00 |
1253.25 |
+7.25 |
54 |
355 |
-43 |
Nov12 |
111013 |
1233.00 |
1243.00 |
1222.00 |
1239.25 |
+4.75 |
6,772 |
43,961 |
+190 |
Jan13 |
111013 |
1235.25 |
1247.25 |
1235.00 |
1247.25 |
+4.75 |
4 |
10,230 |
+0 |
Mar13 |
111013 |
1240.75 |
1252.75 |
1240.75 |
1252.75 |
+4.75 |
1 |
161 |
+1 |
May13 |
111013 |
1253.25 |
1253.25 |
1248.50 |
1253.25 |
+4.75 |
0 |
76 |
+0 |
Jul13 |
111013 |
1258.25 |
1258.25 |
1253.50 |
1258.25 |
+4.75 |
1 |
191 |
+0 |
Aug13 |
111013 |
1256.25 |
1256.25 |
1251.50 |
1256.25 |
+4.75 |
|
|
|
Sep13 |
111013 |
1240.25 |
1240.25 |
1235.50 |
1240.25 |
+4.75 |
|
|
|
Total Volume and Open Interest |
339,680 |
575,159 |
+4,572 |
Soybean Meal(CBOT) |
Oct11 |
111013 |
320.00 |
327.90 |
319.60 |
325.20 |
+5.10 |
351 |
357 |
-189 |
Dec11 |
111013 |
322.50 |
328.90 |
320.20 |
326.70 |
+4.00 |
46,036 |
96,766 |
-319 |
Jan12 |
111013 |
324.40 |
330.90 |
322.90 |
328.70 |
+3.70 |
5,088 |
21,412 |
+113 |
Mar12 |
111013 |
328.10 |
333.70 |
326.20 |
331.60 |
+3.40 |
3,470 |
21,009 |
-219 |
May12 |
111013 |
330.00 |
335.10 |
327.90 |
332.80 |
+2.90 |
3,126 |
15,482 |
-130 |
Jul12 |
111013 |
332.30 |
337.20 |
330.40 |
334.90 |
+2.50 |
2,337 |
14,666 |
+60 |
Aug12 |
111013 |
331.70 |
335.50 |
330.40 |
333.90 |
+2.10 |
243 |
2,644 |
+71 |
Sep12 |
111013 |
329.00 |
332.80 |
328.50 |
330.80 |
+1.40 |
218 |
2,735 |
+48 |
Oct12 |
111013 |
326.00 |
326.00 |
323.00 |
323.00 |
unch |
70 |
1,915 |
+14 |
Dec12 |
111013 |
322.90 |
327.90 |
322.50 |
323.00 |
-0.30 |
429 |
7,834 |
+63 |
Total Volume and Open Interest |
61,383 |
186,539 |
-436 |
Soybean Oil(CBOT) |
Oct11 |
111013 |
51.42 |
52.20 |
51.40 |
52.20 |
+0.60 |
842 |
605 |
+323 |
Dec11 |
111013 |
51.90 |
52.49 |
51.52 |
52.44 |
+0.58 |
74,296 |
134,947 |
-1,605 |
Jan12 |
111013 |
52.19 |
52.80 |
51.82 |
52.72 |
+0.57 |
21,094 |
59,716 |
+7,535 |
Mar12 |
111013 |
52.49 |
53.05 |
52.18 |
53.05 |
+0.56 |
9,326 |
43,065 |
+166 |
May12 |
111013 |
52.85 |
53.31 |
52.41 |
53.31 |
+0.56 |
4,123 |
25,721 |
+66 |
Jul12 |
111013 |
52.93 |
53.50 |
52.58 |
53.49 |
+0.56 |
3,365 |
19,177 |
+156 |
Aug12 |
111013 |
52.72 |
53.49 |
52.69 |
53.49 |
+0.58 |
172 |
2,574 |
+86 |
Sep12 |
111013 |
52.75 |
53.44 |
52.69 |
53.44 |
+0.58 |
183 |
2,737 |
+18 |
Oct12 |
111013 |
52.45 |
53.19 |
52.45 |
53.19 |
+0.56 |
61 |
2,631 |
+22 |
Dec12 |
111013 |
52.44 |
53.03 |
52.18 |
53.02 |
+0.52 |
1,179 |
10,532 |
-12 |
Total Volume and Open Interest |
114,641 |
301,714 |
+6,755 |
Canola(WCE) |
Nov11 |
111013 |
529.7 |
539.1 |
529.5 |
535.3 |
+5.8 |
10,353 |
43,767 |
-3,192 |
Jan12 |
111013 |
539.2 |
548.9 |
539.0 |
544.9 |
+5.8 |
7,278 |
73,270 |
+429 |
Mar12 |
111013 |
548.2 |
558.0 |
548.0 |
553.9 |
+5.7 |
1,699 |
20,904 |
-496 |
May12 |
111013 |
555.8 |
565.5 |
555.8 |
561.3 |
+5.5 |
1,676 |
11,586 |
-244 |
Jul12 |
111013 |
564.1 |
571.2 |
564.1 |
566.7 |
+4.7 |
102 |
4,671 |
+31 |
Total Volume and Open Interest |
21,634 |
165,344 |
-3,254 |
Corn(CBOT) |
Dec11 |
111013 |
640.75 |
643.00 |
622.00 |
638.25 |
-2.50 |
205,606 |
568,515 |
+249 |
Mar12 |
111013 |
652.75 |
654.50 |
634.00 |
649.75 |
-3.00 |
56,011 |
259,430 |
+2,358 |
May12 |
111013 |
660.00 |
661.75 |
641.25 |
656.50 |
-3.50 |
22,090 |
78,860 |
+1,383 |
Jul12 |
111013 |
664.75 |
666.50 |
646.00 |
661.25 |
-3.00 |
24,915 |
106,740 |
+112 |
Sep12 |
111013 |
622.75 |
622.75 |
609.25 |
621.75 |
unch |
6,266 |
30,448 |
+224 |
Dec12 |
111013 |
596.00 |
596.75 |
583.50 |
594.75 |
-1.50 |
18,387 |
112,112 |
+2,841 |
Mar13 |
111013 |
601.50 |
607.75 |
597.25 |
606.25 |
-1.50 |
567 |
29,693 |
-51 |
May13 |
111013 |
605.00 |
614.75 |
605.00 |
613.25 |
-1.50 |
89 |
1,168 |
+24 |
Jul13 |
111013 |
619.50 |
619.75 |
610.50 |
618.25 |
-1.50 |
208 |
1,471 |
+67 |
Sep13 |
111013 |
599.00 |
599.00 |
586.50 |
595.75 |
-2.50 |
46 |
291 |
+46 |
Total Volume and Open Interest |
334,380 |
1,202,111 |
+7,332 |
Wheat(CBOT) |
Dec11 |
111013 |
625.25 |
630.50 |
605.00 |
618.00 |
-8.75 |
81,056 |
205,833 |
+1,937 |
Mar12 |
111013 |
662.00 |
666.25 |
641.25 |
653.50 |
-9.75 |
18,460 |
93,477 |
+2,178 |
May12 |
111013 |
685.00 |
689.00 |
665.25 |
677.75 |
-9.75 |
6,129 |
29,378 |
+330 |
Jul12 |
111013 |
704.25 |
706.75 |
682.00 |
695.25 |
-11.00 |
9,488 |
58,955 |
+2,242 |
Sep12 |
111013 |
719.25 |
725.50 |
704.25 |
712.75 |
-12.75 |
1,075 |
3,431 |
+425 |
Dec12 |
111013 |
739.00 |
742.00 |
719.25 |
732.00 |
-8.75 |
3,600 |
29,688 |
+952 |
Total Volume and Open Interest |
119,939 |
424,447 |
+8,112 |
Wheat(KCBT) |
Dec11 |
111013 |
710.00 |
713.50 |
688.25 |
701.00 |
-10.00 |
14,915 |
64,858 |
-3,189 |
Mar12 |
111013 |
726.50 |
730.00 |
705.50 |
718.25 |
-9.25 |
7,717 |
47,576 |
+1,825 |
May12 |
111013 |
731.25 |
738.25 |
716.25 |
727.50 |
-10.25 |
1,868 |
8,399 |
+255 |
Jul12 |
111013 |
745.00 |
745.50 |
724.50 |
736.00 |
-10.25 |
2,523 |
30,693 |
+851 |
Sep12 |
111013 |
757.50 |
760.00 |
739.50 |
749.50 |
-10.75 |
134 |
2,558 |
+42 |
Dec12 |
111013 |
780.00 |
780.00 |
759.00 |
768.50 |
-11.75 |
159 |
3,227 |
+24 |
Total Volume and Open Interest |
27,319 |
157,601 |
-194 |
Wheat(MGE) |
Dec11 |
111013 |
903.75 |
906.50 |
881.00 |
883.25 |
-20.50 |
1,518 |
12,043 |
-333 |
Mar12 |
111013 |
846.00 |
850.00 |
827.00 |
830.25 |
-16.00 |
2,657 |
15,117 |
+69 |
May12 |
111013 |
827.50 |
827.50 |
809.25 |
812.25 |
-14.50 |
671 |
4,724 |
-73 |
Jul12 |
111013 |
812.00 |
818.00 |
798.75 |
803.00 |
-10.25 |
608 |
5,105 |
+22 |
Sep12 |
111013 |
793.25 |
798.00 |
780.00 |
784.50 |
-8.50 |
212 |
2,860 |
-18 |
Total Volume and Open Interest |
5,843 |
41,694 |
-347 |
Oats(CBOT) |
Dec11 |
111013 |
341.25 |
342.25 |
337.00 |
341.75 |
-3.25 |
1,057 |
12,587 |
-67 |
Mar12 |
111013 |
350.00 |
354.00 |
346.75 |
350.75 |
-3.25 |
242 |
2,730 |
+119 |
May12 |
111013 |
354.00 |
359.50 |
354.00 |
356.75 |
-2.75 |
17 |
207 |
-3 |
Jul12 |
111013 |
361.25 |
365.50 |
361.25 |
362.75 |
-2.75 |
5 |
14 |
+5 |
Total Volume and Open Interest |
1,327 |
15,605 |
+60 |
Rough Rice(CBOT) |
Nov11 |
111013 |
16.40 |
16.48 |
16.14 |
16.41 |
+0.05 |
948 |
8,229 |
-121 |
Jan12 |
111013 |
16.70 |
16.80 |
16.47 |
16.72 |
+0.05 |
816 |
6,034 |
+37 |
Mar12 |
111013 |
16.94 |
17.03 |
16.79 |
17.02 |
+0.06 |
365 |
2,937 |
+175 |
May12 |
111013 |
17.25 |
17.25 |
17.24 |
17.25 |
+0.01 |
38 |
319 |
+8 |
Total Volume and Open Interest |
2,274 |
17,800 |
+156 |
Live Cattle(CME) |
Oct11 |
111013 |
120.285 |
121.500 |
118.900 |
121.050 |
+0.570 |
5,008 |
19,360 |
-1,665 |
Dec11 |
111013 |
121.080 |
123.300 |
120.535 |
122.850 |
+1.620 |
19,487 |
158,490 |
+7,451 |
Feb12 |
111013 |
122.850 |
124.800 |
122.385 |
124.535 |
+1.585 |
8,636 |
75,048 |
+3,453 |
Apr12 |
111013 |
126.600 |
128.050 |
126.100 |
127.850 |
+1.215 |
7,256 |
55,782 |
+1,216 |
Jun12 |
111013 |
124.750 |
125.785 |
124.285 |
125.730 |
+0.750 |
2,462 |
24,029 |
+1,937 |
Aug12 |
111013 |
124.180 |
125.800 |
123.550 |
125.750 |
+1.100 |
348 |
4,502 |
+53 |
Total Volume and Open Interest |
43,387 |
339,873 |
+12,541 |
Feeder Cattle(CME) |
Oct11 |
111013 |
138.200 |
139.250 |
137.500 |
138.700 |
+0.465 |
862 |
4,487 |
-307 |
Nov11 |
111013 |
143.100 |
144.035 |
141.500 |
143.450 |
+0.125 |
2,996 |
12,832 |
+577 |
Jan12 |
111013 |
145.600 |
146.950 |
144.200 |
146.400 |
+0.550 |
2,142 |
10,623 |
+631 |
Mar12 |
111013 |
146.050 |
147.435 |
144.950 |
147.075 |
+0.525 |
427 |
4,036 |
+37 |
Apr12 |
111013 |
146.200 |
147.500 |
145.185 |
147.200 |
+0.965 |
121 |
821 |
+47 |
May12 |
111013 |
146.650 |
147.700 |
145.800 |
147.550 |
+0.225 |
144 |
861 |
+37 |
Aug12 |
111013 |
147.600 |
148.750 |
147.000 |
148.600 |
+0.500 |
63 |
893 |
+43 |
Total Volume and Open Interest |
6,761 |
34,572 |
+1,071 |
Lean Hogs(CME) |
Oct11 |
111013 |
92.285 |
93.285 |
92.200 |
93.000 |
+0.865 |
3,313 |
11,027 |
-278 |
Dec11 |
111013 |
87.680 |
89.035 |
87.200 |
88.035 |
+0.585 |
16,207 |
107,965 |
+4,677 |
Feb12 |
111013 |
91.430 |
91.800 |
90.300 |
90.850 |
-0.130 |
5,411 |
60,235 |
+462 |
Apr12 |
111013 |
93.950 |
94.300 |
93.035 |
93.750 |
unch |
4,991 |
47,272 |
+783 |
May12 |
111013 |
97.650 |
98.000 |
97.230 |
97.900 |
-0.200 |
190 |
1,734 |
+99 |
Jun12 |
111013 |
99.850 |
100.400 |
99.400 |
100.000 |
-0.250 |
2,767 |
29,145 |
+888 |
Jul12 |
111013 |
98.680 |
98.750 |
97.850 |
98.480 |
-0.370 |
985 |
8,128 |
+690 |
Aug12 |
111013 |
96.600 |
96.785 |
95.885 |
96.635 |
-0.150 |
498 |
8,696 |
+729 |
Total Volume and Open Interest |
34,544 |
280,090 |
+8,167 |
Class III Milk(CME) |
Oct11 |
111013 |
17.89 |
17.94 |
17.86 |
17.94 |
+0.04 |
101 |
5,174 |
-33 |
Nov11 |
111013 |
16.87 |
17.45 |
16.86 |
17.38 |
+0.41 |
242 |
5,288 |
+39 |
Dec11 |
111013 |
16.41 |
16.90 |
16.41 |
16.84 |
+0.39 |
189 |
4,680 |
-16 |
Jan12 |
111013 |
16.35 |
16.55 |
16.31 |
16.46 |
+0.15 |
27 |
2,268 |
+20 |
Feb12 |
111013 |
16.25 |
16.31 |
16.21 |
16.31 |
+0.06 |
23 |
1,988 |
+10 |
Total Volume and Open Interest |
695 |
30,647 |
+79 |
Cocoa(ICE) |
Dec11 |
111013 |
2640 |
2690 |
2621 |
2630 |
-3 |
6,866 |
71,657 |
-151 |
Mar12 |
111013 |
2679 |
2717 |
2650 |
2658 |
-1 |
2,110 |
60,437 |
-288 |
May12 |
111013 |
2695 |
2713 |
2662 |
2670 |
+1 |
198 |
20,999 |
+16 |
Jul12 |
111013 |
2709 |
2725 |
2683 |
2688 |
+2 |
253 |
9,683 |
-40 |
Sep12 |
111013 |
2723 |
2747 |
2697 |
2704 |
+4 |
113 |
11,123 |
+101 |
Dec12 |
111013 |
2741 |
2755 |
2705 |
2714 |
+4 |
11 |
9,793 |
+1 |
Mar13 |
111013 |
2760 |
2760 |
2730 |
2741 |
+11 |
15 |
2,553 |
-1 |
Total Volume and Open Interest |
9,576 |
188,359 |
-362 |
Coffee "C"(ICE) |
Dec11 |
111013 |
231.50 |
240.35 |
228.10 |
237.65 |
+8.20 |
9,562 |
67,261 |
-166 |
Mar12 |
111013 |
234.00 |
243.50 |
231.70 |
240.85 |
+8.10 |
2,392 |
28,857 |
+585 |
May12 |
111013 |
236.10 |
244.35 |
233.55 |
242.60 |
+8.05 |
564 |
11,868 |
+81 |
Jul12 |
111013 |
235.65 |
245.05 |
235.65 |
243.90 |
+7.90 |
203 |
3,986 |
+29 |
Sep12 |
111013 |
235.85 |
245.20 |
235.85 |
244.10 |
+8.00 |
71 |
3,200 |
+18 |
Dec12 |
111013 |
235.75 |
244.80 |
235.40 |
243.75 |
+8.25 |
51 |
2,268 |
+22 |
Total Volume and Open Interest |
12,843 |
118,226 |
+569 |
Orange Juice(ICE) |
Nov11 |
111013 |
163.00 |
168.85 |
163.00 |
167.90 |
+4.90 |
1,612 |
8,261 |
-475 |
Jan12 |
111013 |
160.00 |
163.70 |
159.45 |
163.25 |
+4.30 |
894 |
10,245 |
+440 |
Mar12 |
111013 |
160.00 |
161.75 |
159.60 |
161.75 |
+3.45 |
206 |
4,012 |
+66 |
May12 |
111013 |
160.00 |
162.00 |
160.00 |
161.40 |
+2.90 |
4 |
1,413 |
+1 |
Jul12 |
111013 |
161.35 |
161.75 |
161.35 |
161.75 |
+2.75 |
6 |
319 |
+3 |
Sep12 |
111013 |
161.35 |
161.35 |
161.35 |
161.35 |
+2.40 |
0 |
53 |
+0 |
Total Volume and Open Interest |
2,722 |
24,313 |
+35 |
Sugar #11(ICE) |
Mar12 |
111013 |
26.01 |
27.08 |
25.99 |
26.91 |
+0.90 |
21,787 |
241,555 |
-1,740 |
May12 |
111013 |
25.24 |
26.18 |
25.24 |
26.02 |
+0.82 |
4,438 |
71,714 |
+708 |
Jul12 |
111013 |
24.28 |
25.18 |
24.28 |
25.04 |
+0.77 |
3,028 |
66,078 |
+675 |
Oct12 |
111013 |
23.76 |
24.60 |
23.76 |
24.53 |
+0.76 |
881 |
37,642 |
-16 |
Mar13 |
111013 |
23.74 |
24.55 |
23.74 |
24.53 |
+0.76 |
461 |
28,703 |
+171 |
Total Volume and Open Interest |
30,881 |
473,612 |
-135 |
London Cocoa(LCE) |
Dec11 |
111013 |
1710 |
1725 |
1686 |
1687 |
unch |
7,267 |
81,347 |
+1,138 |
Mar12 |
111013 |
1731 |
1745 |
1704 |
1705 |
-3 |
5,373 |
54,957 |
-1,602 |
May12 |
111013 |
1748 |
1761 |
1721 |
1722 |
-3 |
844 |
15,425 |
+39 |
Jul12 |
111013 |
1764 |
1768 |
1738 |
1738 |
-4 |
654 |
17,029 |
+143 |
Sep12 |
111013 |
1782 |
1784 |
1750 |
1750 |
-3 |
116 |
12,577 |
+29 |
Dec12 |
111013 |
1773 |
1773 |
1766 |
1766 |
-1 |
87 |
10,421 |
+44 |
Mar13 |
111013 |
1778 |
1778 |
1778 |
1778 |
-1 |
1 |
2,357 |
+1 |
Total Volume and Open Interest |
14,343 |
194,620 |
-208 |
London Sugar(LCE) |
Dec11 |
111013 |
677.70 |
693.20 |
677.70 |
684.10 |
+14.60 |
1,795 |
16,019 |
-167 |
Mar12 |
111013 |
667.40 |
678.40 |
664.80 |
669.80 |
+14.10 |
993 |
12,676 |
+264 |
May12 |
111013 |
660.00 |
670.00 |
656.40 |
661.50 |
+12.60 |
145 |
5,989 |
+92 |
Aug12 |
111013 |
643.50 |
654.40 |
641.10 |
647.40 |
+13.20 |
119 |
3,772 |
+73 |
Oct12 |
111013 |
637.50 |
641.70 |
630.90 |
635.80 |
+12.60 |
128 |
2,332 |
-18 |
Total Volume and Open Interest |
3,266 |
42,328 |
+280 |
Cotton(ICE) |
Dec11 |
111013 |
100.40 |
102.48 |
100.11 |
101.56 |
+1.05 |
12,331 |
86,523 |
-649 |
Mar12 |
111013 |
97.50 |
99.60 |
97.47 |
98.87 |
+0.89 |
3,125 |
42,915 |
+220 |
May12 |
111013 |
96.81 |
98.68 |
96.64 |
98.08 |
+0.83 |
669 |
8,513 |
+201 |
Jul12 |
111013 |
95.49 |
97.45 |
95.49 |
96.89 |
+0.68 |
458 |
11,516 |
+137 |
Oct12 |
111013 |
94.77 |
94.77 |
94.77 |
94.77 |
+0.36 |
0 |
3 |
+0 |
Dec12 |
111013 |
93.00 |
94.00 |
93.00 |
93.29 |
+0.79 |
3 |
3,434 |
+2 |
Total Volume and Open Interest |
16,593 |
153,700 |
-87 |
Lumber(CME) |
Nov11 |
111013 |
218.0 |
218.0 |
212.0 |
216.8 |
-5.2 |
652 |
5,033 |
-71 |
Jan12 |
111013 |
235.0 |
235.0 |
229.0 |
234.5 |
-4.3 |
241 |
4,643 |
+13 |
Mar12 |
111013 |
249.1 |
252.0 |
247.4 |
251.5 |
-5.9 |
43 |
820 |
+2 |
May12 |
111013 |
262.2 |
263.0 |
260.0 |
261.0 |
-5.0 |
2 |
139 |
+0 |
Total Volume and Open Interest |
941 |
10,658 |
-56 |
Crude Oil(NYM) |
Nov11 |
111013 |
84.93 |
85.39 |
83.17 |
84.23 |
-1.34 |
294,230 |
131,409 |
-30,987 |
Dec11 |
111013 |
85.02 |
85.61 |
83.40 |
84.45 |
-1.33 |
152,680 |
313,861 |
+17,639 |
Jan12 |
111013 |
85.15 |
85.75 |
83.60 |
84.63 |
-1.32 |
65,693 |
160,370 |
+3,842 |
Feb12 |
111013 |
85.45 |
85.94 |
83.94 |
84.85 |
-1.29 |
35,275 |
61,391 |
-1,775 |
Mar12 |
111013 |
85.40 |
85.98 |
84.05 |
85.05 |
-1.25 |
30,571 |
61,915 |
+802 |
Apr12 |
111013 |
85.59 |
86.22 |
84.28 |
85.16 |
-1.23 |
17,789 |
35,166 |
+2,685 |
May12 |
111013 |
85.35 |
85.70 |
84.30 |
85.27 |
-1.21 |
11,164 |
26,985 |
+437 |
Jun12 |
111013 |
85.81 |
86.25 |
84.37 |
85.38 |
-1.19 |
22,288 |
68,371 |
+614 |
Jul12 |
111013 |
85.50 |
85.71 |
84.58 |
85.54 |
-1.17 |
3,198 |
36,523 |
+580 |
Aug12 |
111013 |
86.28 |
86.31 |
84.77 |
85.69 |
-1.15 |
1,863 |
18,094 |
+266 |
Sep12 |
111013 |
86.04 |
86.11 |
85.02 |
85.89 |
-1.12 |
2,475 |
18,395 |
-52 |
Oct12 |
111013 |
85.54 |
86.15 |
85.54 |
86.14 |
-1.08 |
1,829 |
21,476 |
+167 |
Nov12 |
111013 |
85.89 |
86.43 |
85.89 |
86.43 |
-1.05 |
1,989 |
23,552 |
-11 |
Dec12 |
111013 |
87.15 |
87.67 |
85.73 |
86.72 |
-1.04 |
22,899 |
157,850 |
+2,267 |
Jan13 |
111013 |
86.81 |
86.81 |
86.81 |
86.81 |
-1.02 |
752 |
21,798 |
+265 |
Feb13 |
111013 |
86.85 |
86.85 |
86.85 |
86.85 |
-1.02 |
32 |
9,286 |
-4 |
Total Volume and Open Interest |
678,063 |
1,422,135 |
-2,499 |
e-miNY Crude Oil(NYM) |
Oct11 |
110919 |
87.250 |
87.400 |
84.800 |
85.700 |
-2.250 |
4,569 |
1,489 |
-206 |
Nov11 |
111013 |
84.850 |
85.375 |
83.175 |
84.225 |
-1.350 |
11,108 |
2,357 |
-150 |
Dec11 |
111013 |
85.050 |
85.575 |
83.425 |
84.450 |
-1.325 |
574 |
776 |
-47 |
Jan12 |
111013 |
84.175 |
85.450 |
83.975 |
84.625 |
-1.325 |
43 |
354 |
+0 |
Feb12 |
111013 |
84.200 |
85.350 |
84.125 |
84.850 |
-1.300 |
36 |
135 |
+11 |
Mar12 |
111013 |
85.050 |
85.050 |
85.050 |
85.050 |
-1.250 |
0 |
19 |
+0 |
Apr12 |
111013 |
85.150 |
85.150 |
85.150 |
85.150 |
-1.250 |
26 |
30 |
+26 |
May12 |
111013 |
85.275 |
85.275 |
85.275 |
85.275 |
-1.200 |
0 |
7 |
+0 |
Jun12 |
111013 |
85.500 |
85.600 |
84.875 |
85.375 |
-1.200 |
4 |
14 |
+1 |
Jul12 |
111013 |
85.550 |
85.550 |
85.550 |
85.550 |
-1.150 |
0 |
4 |
+0 |
Total Volume and Open Interest |
11,794 |
3,934 |
-156 |
Heating Oil(NYM) |
Nov11 |
111013 |
292.76 |
298.16 |
291.68 |
297.14 |
+3.67 |
51,106 |
63,356 |
-3,232 |
Dec11 |
111013 |
292.26 |
297.39 |
290.97 |
296.30 |
+3.30 |
32,337 |
63,293 |
+599 |
Jan12 |
111013 |
291.49 |
296.20 |
290.44 |
295.14 |
+2.88 |
20,792 |
41,072 |
-165 |
Feb12 |
111013 |
290.51 |
294.33 |
288.29 |
293.18 |
+2.44 |
9,697 |
22,660 |
+811 |
Mar12 |
111013 |
288.28 |
291.53 |
286.43 |
290.57 |
+1.95 |
7,269 |
23,513 |
+939 |
Apr12 |
111013 |
283.56 |
286.71 |
282.36 |
286.46 |
+1.59 |
2,113 |
10,276 |
+23 |
May12 |
111013 |
279.20 |
283.12 |
279.20 |
282.47 |
+1.30 |
1,178 |
8,393 |
+167 |
Jun12 |
111013 |
279.00 |
281.39 |
276.17 |
280.30 |
+1.12 |
4,228 |
29,818 |
-240 |
Jul12 |
111013 |
279.88 |
280.26 |
279.88 |
280.26 |
+1.03 |
658 |
6,856 |
+98 |
Aug12 |
111013 |
276.71 |
280.58 |
276.71 |
280.58 |
+0.91 |
188 |
4,047 |
+84 |
Sep12 |
111013 |
280.90 |
280.90 |
280.90 |
280.90 |
+0.73 |
139 |
4,299 |
-10 |
Oct12 |
111013 |
280.80 |
281.65 |
280.80 |
281.65 |
+0.63 |
148 |
1,419 |
+2 |
Total Volume and Open Interest |
130,336 |
294,460 |
-841 |
Gasoline(NYMEX) |
Nov11 |
111013 |
274.31 |
276.62 |
270.66 |
275.75 |
+0.88 |
43,932 |
60,986 |
-1,116 |
Dec11 |
111013 |
267.56 |
270.60 |
264.39 |
269.69 |
+1.23 |
34,070 |
61,245 |
+1,268 |
Jan12 |
111013 |
264.42 |
267.09 |
261.35 |
266.61 |
+1.39 |
17,450 |
36,861 |
+2,199 |
Feb12 |
111013 |
263.50 |
265.38 |
259.83 |
265.00 |
+1.45 |
8,285 |
15,285 |
+571 |
Mar12 |
111013 |
263.17 |
264.82 |
259.95 |
264.68 |
+1.44 |
5,797 |
18,727 |
+5 |
Apr12 |
111013 |
272.61 |
275.45 |
270.83 |
275.16 |
+1.34 |
3,583 |
16,970 |
-49 |
May12 |
111013 |
271.74 |
274.47 |
270.93 |
274.21 |
+1.14 |
2,513 |
10,602 |
+63 |
Jun12 |
111013 |
270.37 |
272.58 |
267.83 |
272.42 |
+0.78 |
1,954 |
19,819 |
-103 |
Jul12 |
111013 |
269.89 |
269.89 |
269.89 |
269.89 |
+0.42 |
441 |
4,936 |
+78 |
Aug12 |
111013 |
267.33 |
267.33 |
267.33 |
267.33 |
+0.10 |
238 |
4,674 |
+126 |
Total Volume and Open Interest |
118,766 |
270,340 |
+3,037 |
e-miNY RBOB Gasoline(NYM) |
Nov11 |
111013 |
275.80 |
275.80 |
275.75 |
275.80 |
+0.90 |
|
|
|
Dec11 |
111013 |
269.70 |
269.70 |
269.69 |
269.70 |
+1.20 |
|
|
|
Jan12 |
111013 |
266.60 |
266.61 |
266.60 |
266.60 |
+1.40 |
0 |
1 |
+0 |
Feb12 |
111013 |
265.00 |
265.00 |
265.00 |
265.00 |
+1.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Nov11 |
111013 |
3.482 |
3.559 |
3.447 |
3.531 |
+0.042 |
192,407 |
153,664 |
-15,778 |
Dec11 |
111013 |
3.797 |
3.840 |
3.747 |
3.814 |
+0.023 |
88,980 |
109,170 |
+8,922 |
Jan12 |
111013 |
3.956 |
3.995 |
3.910 |
3.971 |
+0.021 |
92,625 |
211,385 |
+5,576 |
Feb12 |
111013 |
3.970 |
4.008 |
3.929 |
3.989 |
+0.019 |
19,101 |
68,871 |
+3,029 |
Mar12 |
111013 |
3.941 |
3.970 |
3.897 |
3.953 |
+0.014 |
19,854 |
80,019 |
+3,183 |
Apr12 |
111013 |
3.912 |
3.959 |
3.887 |
3.941 |
+0.012 |
16,236 |
85,797 |
+401 |
May12 |
111013 |
3.957 |
3.987 |
3.924 |
3.977 |
+0.012 |
3,237 |
26,359 |
+513 |
Jun12 |
111013 |
4.000 |
4.029 |
3.973 |
4.018 |
+0.011 |
1,057 |
13,761 |
+33 |
Jul12 |
111013 |
4.035 |
4.075 |
4.014 |
4.063 |
+0.011 |
1,140 |
14,392 |
-89 |
Aug12 |
111013 |
4.067 |
4.104 |
4.050 |
4.090 |
+0.011 |
1,007 |
12,379 |
-79 |
Sep12 |
111013 |
4.069 |
4.102 |
4.059 |
4.093 |
+0.011 |
1,173 |
9,420 |
+49 |
Oct12 |
111013 |
4.105 |
4.148 |
4.089 |
4.131 |
+0.011 |
4,984 |
48,293 |
+11 |
Nov12 |
111013 |
4.265 |
4.284 |
4.240 |
4.279 |
+0.010 |
1,378 |
11,482 |
+265 |
Dec12 |
111013 |
4.545 |
4.563 |
4.515 |
4.554 |
+0.007 |
969 |
14,963 |
-36 |
Jan13 |
111013 |
4.685 |
4.703 |
4.660 |
4.697 |
+0.007 |
1,852 |
25,554 |
+460 |
Feb13 |
111013 |
4.670 |
4.678 |
4.635 |
4.677 |
+0.009 |
256 |
4,853 |
+59 |
Total Volume and Open Interest |
447,336 |
974,696 |
+6,239 |
Brent Crude Oil(ICE) |
Nov11 |
111013 |
111.10 |
111.87 |
109.07 |
111.11 |
-0.25 |
126,973 |
39,137 |
-32,361 |
Dec11 |
111013 |
108.35 |
109.60 |
107.16 |
109.20 |
+0.23 |
246,042 |
214,775 |
-1,590 |
Jan12 |
111013 |
106.93 |
107.98 |
105.72 |
107.59 |
+0.28 |
95,474 |
102,053 |
+4,836 |
Feb12 |
111013 |
105.87 |
106.84 |
104.88 |
106.48 |
+0.19 |
46,997 |
72,091 |
+2,558 |
Mar12 |
111013 |
105.01 |
105.96 |
104.12 |
105.59 |
+0.07 |
35,614 |
64,361 |
+2,472 |
Apr12 |
111013 |
104.32 |
105.35 |
103.61 |
104.96 |
-0.05 |
15,854 |
26,603 |
-789 |
May12 |
111013 |
103.93 |
104.96 |
103.24 |
104.50 |
-0.15 |
12,523 |
16,981 |
-1,022 |
Jun12 |
111013 |
103.82 |
104.67 |
102.85 |
104.13 |
-0.19 |
32,078 |
58,346 |
+862 |
Jul12 |
111013 |
103.47 |
103.81 |
102.77 |
103.81 |
-0.22 |
5,741 |
16,918 |
-7 |
Aug12 |
111013 |
103.47 |
103.47 |
103.47 |
103.47 |
-0.26 |
4,459 |
12,617 |
+481 |
Sep12 |
111013 |
102.40 |
103.09 |
102.40 |
103.09 |
-0.31 |
5,082 |
16,947 |
+1,523 |
Oct12 |
111013 |
102.71 |
102.71 |
102.71 |
102.71 |
-0.35 |
2,820 |
7,594 |
-114 |
Nov12 |
111013 |
102.35 |
102.35 |
102.35 |
102.35 |
-0.38 |
3,072 |
13,732 |
+122 |
Dec12 |
111013 |
101.87 |
102.79 |
100.89 |
101.99 |
-0.40 |
28,705 |
92,994 |
+1,895 |
Total Volume and Open Interest |
677,289 |
891,668 |
-21,626 |
Gas Oil(ICE) |
Nov11 |
111013 |
917.25 |
933.00 |
912.00 |
920.75 |
+2.25 |
113,708 |
116,843 |
+3,010 |
Dec11 |
111013 |
909.00 |
921.75 |
902.25 |
910.00 |
-0.25 |
112,365 |
99,005 |
+4,302 |
Jan12 |
111013 |
902.75 |
913.25 |
895.25 |
902.50 |
-1.50 |
53,820 |
56,435 |
+2,583 |
Feb12 |
111013 |
896.00 |
906.25 |
889.00 |
895.50 |
-2.75 |
23,604 |
36,258 |
-1,647 |
Mar12 |
111013 |
891.00 |
900.25 |
886.00 |
889.75 |
-3.50 |
15,520 |
31,488 |
+784 |
Apr12 |
111013 |
886.25 |
894.25 |
881.25 |
884.50 |
-4.25 |
6,900 |
18,660 |
-44 |
May12 |
111013 |
882.25 |
889.25 |
875.00 |
879.75 |
-5.25 |
5,410 |
18,454 |
+982 |
Jun12 |
111013 |
880.50 |
887.25 |
873.75 |
877.50 |
-6.00 |
15,126 |
40,484 |
+4,536 |
Jul12 |
111013 |
885.75 |
886.50 |
877.75 |
877.75 |
-6.75 |
1,057 |
13,083 |
+156 |
Aug12 |
111013 |
887.25 |
887.25 |
878.50 |
878.50 |
-7.25 |
847 |
10,223 |
+380 |
Total Volume and Open Interest |
362,405 |
527,622 |
+7,563 |
Ethanol(CBOT) |
Oct11 |
111005 |
2.517 |
2.520 |
2.496 |
2.520 |
+0.062 |
73 |
103 |
-30 |
Nov11 |
111013 |
2.600 |
2.647 |
2.595 |
2.640 |
+0.013 |
180 |
1,134 |
-76 |
Dec11 |
111013 |
2.529 |
2.552 |
2.505 |
2.546 |
+0.002 |
161 |
1,594 |
-29 |
Jan12 |
111013 |
2.396 |
2.423 |
2.385 |
2.411 |
-0.001 |
116 |
1,180 |
+80 |
Feb12 |
111013 |
2.303 |
2.363 |
2.303 |
2.349 |
unch |
141 |
673 |
+102 |
Mar12 |
111013 |
2.320 |
2.365 |
2.320 |
2.361 |
-0.008 |
176 |
999 |
+60 |
Apr12 |
111013 |
2.377 |
2.378 |
2.369 |
2.371 |
-0.013 |
19 |
623 |
-9 |
May12 |
111013 |
2.407 |
2.407 |
2.394 |
2.395 |
-0.014 |
30 |
636 |
+9 |
Total Volume and Open Interest |
1,171 |
9,878 |
+329 |
WTI Crude Oil(ICE) |
Nov11 |
111013 |
84.89 |
85.40 |
83.17 |
84.23 |
-1.34 |
57,082 |
38,184 |
-2,021 |
Dec11 |
111013 |
85.14 |
85.59 |
83.40 |
84.45 |
-1.33 |
46,092 |
109,847 |
+419 |
Jan12 |
111013 |
85.17 |
85.71 |
83.59 |
84.63 |
-1.32 |
19,683 |
44,576 |
+214 |
Feb12 |
111013 |
85.35 |
85.94 |
83.88 |
84.85 |
-1.29 |
9,941 |
19,693 |
+252 |
Mar12 |
111013 |
85.78 |
85.95 |
84.00 |
85.05 |
-1.25 |
10,632 |
18,846 |
+1,341 |
Apr12 |
111013 |
85.74 |
86.19 |
84.14 |
85.16 |
-1.23 |
5,555 |
10,037 |
+851 |
May12 |
111013 |
85.39 |
86.13 |
84.33 |
85.27 |
-1.21 |
3,104 |
8,596 |
-516 |
Jun12 |
111013 |
86.06 |
86.15 |
84.45 |
85.38 |
-1.19 |
9,040 |
37,217 |
+1,616 |
Jul12 |
111013 |
85.64 |
86.20 |
85.15 |
85.54 |
-1.17 |
753 |
7,349 |
+179 |
Aug12 |
111013 |
85.69 |
85.69 |
85.69 |
85.69 |
-1.15 |
477 |
4,599 |
+116 |
Sep12 |
111013 |
85.40 |
85.89 |
85.40 |
85.89 |
-1.12 |
419 |
7,909 |
-69 |
Oct12 |
111013 |
86.14 |
86.14 |
86.14 |
86.14 |
-1.08 |
390 |
1,808 |
+96 |
Nov12 |
111013 |
86.43 |
86.43 |
86.43 |
86.43 |
-1.05 |
306 |
2,862 |
+31 |
Dec12 |
111013 |
87.17 |
87.69 |
85.81 |
86.72 |
-1.04 |
8,250 |
52,470 |
+279 |
Jan13 |
111013 |
86.81 |
86.81 |
86.81 |
86.81 |
-1.02 |
0 |
2,054 |
+0 |
Feb13 |
111013 |
86.85 |
86.85 |
86.85 |
86.85 |
-1.02 |
0 |
589 |
+0 |
Total Volume and Open Interest |
173,798 |
454,380 |
+3,794 |
US Dollar Index(ICE) |
Dec11 |
111013 |
77.310 |
77.740 |
77.095 |
77.285 |
+0.010 |
35,041 |
68,935 |
-190 |
Mar12 |
111013 |
77.590 |
78.090 |
77.590 |
77.700 |
+0.005 |
24 |
554 |
+14 |
Jun12 |
111013 |
78.160 |
78.160 |
78.160 |
78.160 |
+0.005 |
0 |
2 |
+0 |
Total Volume and Open Interest |
35,065 |
69,491 |
-176 |
Australian Dollar(CME) |
Dec11 |
111013 |
100.55 |
101.55 |
100.21 |
101.20 |
+0.17 |
169,246 |
119,124 |
+1,257 |
Mar12 |
111013 |
99.66 |
100.36 |
99.37 |
100.23 |
+0.16 |
77 |
195 |
+34 |
Jun12 |
111013 |
99.37 |
99.37 |
99.23 |
99.37 |
+0.14 |
0 |
21 |
+0 |
Total Volume and Open Interest |
169,323 |
119,473 |
+1,291 |
British Pound(CME) |
Dec11 |
111013 |
157.27 |
157.74 |
156.55 |
157.59 |
+0.16 |
125,370 |
176,780 |
-7,824 |
Mar12 |
111013 |
157.21 |
157.47 |
156.55 |
157.47 |
+0.16 |
125 |
116 |
+18 |
Jun12 |
111013 |
157.35 |
157.35 |
157.19 |
157.35 |
+0.16 |
0 |
3 |
+0 |
Total Volume and Open Interest |
125,495 |
176,903 |
-7,806 |
Canadian Dollar(CME) |
Dec11 |
111013 |
98.02 |
98.23 |
97.19 |
98.02 |
-0.34 |
100,198 |
116,271 |
-337 |
Mar12 |
111013 |
97.84 |
98.21 |
97.07 |
97.88 |
-0.33 |
1,161 |
4,655 |
+168 |
Jun12 |
111013 |
97.87 |
98.09 |
97.28 |
97.79 |
-0.30 |
270 |
1,200 |
+87 |
Sep12 |
111013 |
97.72 |
98.02 |
97.72 |
97.72 |
-0.30 |
12 |
626 |
+2 |
Total Volume and Open Interest |
101,647 |
122,866 |
-79 |
Japanese Yen(CME) |
Dec11 |
111013 |
129.51 |
130.54 |
129.47 |
130.22 |
+0.75 |
139,542 |
150,478 |
-2,930 |
Mar12 |
111013 |
129.89 |
130.76 |
129.71 |
130.46 |
+0.75 |
90 |
406 |
-12 |
Jun12 |
111013 |
130.70 |
130.70 |
129.97 |
130.70 |
+0.73 |
0 |
19 |
+0 |
Total Volume and Open Interest |
139,632 |
150,907 |
-2,942 |
Swiss Franc(CME) |
Dec11 |
111013 |
111.76 |
112.13 |
110.73 |
111.53 |
-0.42 |
26,686 |
22,789 |
-890 |
Mar12 |
111013 |
111.14 |
112.20 |
111.14 |
111.81 |
-0.39 |
0 |
628 |
+0 |
Jun12 |
111013 |
112.10 |
112.49 |
112.10 |
112.11 |
-0.38 |
2 |
5 |
+1 |
Total Volume and Open Interest |
26,688 |
23,428 |
-889 |
EuroFX(CME) |
Dec11 |
111013 |
137.71 |
138.17 |
136.76 |
137.75 |
-0.04 |
316,600 |
222,048 |
+1,602 |
Mar12 |
111013 |
137.70 |
138.00 |
136.75 |
137.73 |
-0.02 |
433 |
2,064 |
+183 |
Jun12 |
111013 |
137.71 |
137.72 |
137.71 |
137.71 |
-0.01 |
0 |
830 |
+0 |
Total Volume and Open Interest |
317,047 |
224,965 |
+1,798 |
Mexican Peso(CME) |
Oct11 |
111013 |
748.5 |
754.0 |
748.5 |
748.5 |
-5.5 |
|
|
|
Nov11 |
111013 |
746.8 |
752.2 |
746.8 |
746.8 |
-5.5 |
|
|
|
Total Volume and Open Interest |
23,699 |
86,753 |
-2,069 |
Brazilian Real(CME) |
Nov11 |
111013 |
565.65 |
570.05 |
565.65 |
565.65 |
-4.40 |
0 |
1,593 |
+0 |
Dec11 |
111013 |
562.60 |
567.00 |
562.60 |
562.60 |
-4.40 |
6 |
5,199 |
+4 |
Jan12 |
111013 |
559.55 |
563.95 |
559.55 |
559.55 |
-4.40 |
0 |
10,149 |
+0 |
Feb12 |
111013 |
556.50 |
560.85 |
556.45 |
556.50 |
-4.35 |
|
|
|
Total Volume and Open Interest |
6 |
32,262 |
+4 |
30-Year T-Bonds(CBOT) |
Dec11 |
111013 |
138~230 |
140~100 |
138~190 |
139~170 |
+0~310 |
306,846 |
615,876 |
+1,085 |
Mar12 |
111013 |
138~090 |
139~230 |
137~310 |
138~310 |
+1~000 |
172 |
1,153 |
+142 |
Jun12 |
111013 |
138~100 |
138~100 |
137~100 |
138~100 |
+1~000 |
|
|
|
Total Volume and Open Interest |
307,018 |
617,029 |
+1,227 |
10-Year T-Notes(CBOT) |
Dec11 |
111013 |
128~010 |
128~265 |
127~300 |
128~140 |
+0~165 |
1,227,257 |
1,521,641 |
-3,602 |
Mar12 |
111013 |
127~065 |
127~240 |
127~030 |
127~200 |
+0~170 |
3,538 |
10,300 |
+349 |
Jun12 |
111013 |
126~200 |
126~200 |
126~030 |
126~200 |
+0~170 |
|
|
|
Total Volume and Open Interest |
1,230,795 |
1,531,941 |
-3,253 |
5-Year T-Notes(CBOT) |
Dec11 |
111013 |
121~081 |
122~016 |
121~051 |
121~114 |
+0~042 |
607,674 |
1,177,223 |
-5,680 |
Mar12 |
111013 |
121~045 |
121~045 |
121~003 |
121~045 |
+0~042 |
1 |
3 |
-1 |
Jun12 |
111013 |
120~069 |
120~069 |
120~027 |
120~069 |
+0~042 |
|
|
|
Total Volume and Open Interest |
607,675 |
1,177,226 |
-5,681 |
2 Year T-Notes(CBOT) |
Dec11 |
111013 |
110~006 |
110~014 |
110~005 |
110~008 |
+0~003 |
216,901 |
709,401 |
+11,322 |
Mar12 |
111013 |
110~006 |
110~006 |
110~003 |
110~006 |
+0~003 |
1 |
243 |
+1 |
Jun12 |
111013 |
109~094 |
109~094 |
109~091 |
109~094 |
+0~003 |
|
|
|
Total Volume and Open Interest |
216,902 |
709,644 |
+11,323 |
Eurodollars(CME) |
Dec11 |
111013 |
99.470 |
99.475 |
99.440 |
99.455 |
-0.010 |
188,641 |
1,028,859 |
-10,415 |
Mar12 |
111013 |
99.405 |
99.410 |
99.370 |
99.375 |
-0.025 |
183,789 |
1,033,428 |
+6,973 |
Jun12 |
111013 |
99.370 |
99.380 |
99.340 |
99.345 |
-0.030 |
178,354 |
1,057,672 |
+14,851 |
Sep12 |
111013 |
99.350 |
99.355 |
99.320 |
99.325 |
-0.025 |
180,231 |
731,692 |
+6,486 |
Dec12 |
111013 |
99.320 |
99.335 |
99.300 |
99.310 |
-0.010 |
205,277 |
758,043 |
+21,030 |
Mar13 |
111013 |
99.275 |
99.310 |
99.270 |
99.285 |
+0.015 |
171,877 |
787,518 |
+7,841 |
Jun13 |
111013 |
99.180 |
99.235 |
99.175 |
99.205 |
+0.035 |
122,843 |
500,818 |
+88 |
Sep13 |
111013 |
99.035 |
99.120 |
99.035 |
99.080 |
+0.050 |
114,968 |
426,634 |
-3,930 |
Dec13 |
111013 |
98.845 |
98.950 |
98.840 |
98.905 |
+0.065 |
109,743 |
407,169 |
-7 |
Mar14 |
111013 |
98.665 |
98.785 |
98.660 |
98.735 |
+0.080 |
71,828 |
286,411 |
+2,115 |
Jun14 |
111013 |
98.470 |
98.600 |
98.460 |
98.545 |
+0.095 |
63,407 |
255,919 |
+3,910 |
Sep14 |
111013 |
98.265 |
98.405 |
98.250 |
98.345 |
+0.105 |
55,376 |
170,962 |
+5,435 |
Dec14 |
111013 |
98.055 |
98.205 |
98.050 |
98.145 |
+0.110 |
48,267 |
159,999 |
+1,039 |
Mar15 |
111013 |
97.880 |
98.025 |
97.870 |
97.970 |
+0.115 |
23,425 |
107,057 |
+3,190 |
Jun15 |
111013 |
5.965 |
6.105 |
5.955 |
6.050 |
+0.115 |
23,358 |
89,277 |
+808 |
Sep15 |
111013 |
5.800 |
5.940 |
5.785 |
5.885 |
+0.115 |
17,685 |
74,553 |
+234 |
Dec15 |
111013 |
5.640 |
5.780 |
5.625 |
5.720 |
+0.110 |
15,399 |
57,741 |
-28 |
Mar16 |
111013 |
5.515 |
5.645 |
5.495 |
5.590 |
+0.110 |
12,789 |
47,997 |
-281 |
Total Volume and Open Interest |
1,829,828 |
8,260,883 |
+61,227 |
30 Day Federal Funds(CBOT) |
Oct11 |
111013 |
99.923 |
99.925 |
99.923 |
99.923 |
unch |
175 |
63,625 |
+9 |
Nov11 |
111013 |
99.920 |
99.920 |
99.915 |
99.915 |
unch |
2,801 |
61,041 |
-725 |
Dec11 |
111013 |
99.915 |
99.920 |
99.915 |
99.915 |
unch |
1,135 |
57,266 |
-231 |
Jan12 |
111013 |
99.905 |
99.910 |
99.905 |
99.905 |
unch |
1,400 |
48,602 |
-594 |
Feb12 |
111013 |
99.895 |
99.900 |
99.890 |
99.895 |
+0.005 |
143 |
43,773 |
-17 |
Mar12 |
111013 |
99.885 |
99.895 |
99.885 |
99.885 |
unch |
1,787 |
30,155 |
+763 |
Total Volume and Open Interest |
19,882 |
617,260 |
-739 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111013 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
281 |
+0 |
Mar12 |
111013 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
300 |
+0 |
Jun12 |
111013 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
111013 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
111013 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Mar13 |
111013 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Jun13 |
111013 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
Sep13 |
111013 |
99.480 |
99.480 |
99.480 |
99.480 |
unch |
|
|
|
Dec13 |
111013 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
|
|
|
Mar14 |
111013 |
99.200 |
99.200 |
99.200 |
99.200 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111013 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
550 |
2,160 |
-222 |
Mar12 |
111013 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
400 |
2,378 |
+250 |
Jun12 |
111013 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,470 |
+0 |
Sep12 |
111013 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
610 |
+0 |
Dec12 |
111013 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
51 |
+0 |
Mar13 |
111013 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1 |
+0 |
Jun13 |
111013 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
Sep13 |
111013 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
|
|
|
Total Volume and Open Interest |
950 |
6,672 |
+28 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111013 |
142.42 |
142.45 |
142.13 |
142.27 |
-0.14 |
1,279 |
22,448 |
-228 |
Mar12 |
111013 |
141.68 |
141.68 |
141.68 |
141.68 |
-0.14 |
1 |
5 |
+1 |
Jun12 |
111013 |
139.59 |
139.59 |
139.59 |
139.59 |
-0.14 |
|
|
|
Total Volume and Open Interest |
1,280 |
22,453 |
-227 |
Euro-Bund(EUREX) |
Dec11 |
111013 |
133.57 |
134.75 |
133.21 |
134.39 |
+0.83 |
928,180 |
948,732 |
+22,031 |
Mar12 |
111013 |
133.45 |
134.82 |
133.45 |
134.66 |
+0.84 |
120 |
687 |
+29 |
Jun12 |
111013 |
134.69 |
134.69 |
134.69 |
134.69 |
+0.83 |
|
|
|
Total Volume and Open Interest |
928,300 |
949,419 |
+22,060 |
Euro-Bobl(EUREX) |
Dec11 |
111013 |
120.92 |
121.53 |
120.71 |
121.36 |
+0.43 |
444,938 |
742,639 |
+19,091 |
Mar12 |
111013 |
121.19 |
121.60 |
121.19 |
121.60 |
+0.42 |
4 |
17,420 |
+3 |
Jun12 |
111013 |
121.51 |
121.51 |
121.51 |
121.51 |
+0.43 |
|
|
|
Total Volume and Open Interest |
444,942 |
760,059 |
+19,094 |
3-Mth Euribor(EUREX) |
Dec11 |
111013 |
98.610 |
98.630 |
98.610 |
98.630 |
+0.005 |
30 |
1,788 |
+0 |
Mar12 |
111013 |
98.750 |
98.765 |
98.750 |
98.765 |
+0.025 |
7 |
2,102 |
-7 |
Jun12 |
111013 |
98.740 |
98.810 |
98.740 |
98.810 |
+0.040 |
17 |
1,008 |
-12 |
Total Volume and Open Interest |
73 |
8,180 |
-24 |
Long Gilt(LIFFE) |
Dec11 |
111013 |
126~30 |
128~01 |
126~22 |
127~26 |
+0~31 |
142,758 |
307,533 |
-7,016 |
Mar12 |
111013 |
128~00 |
128~00 |
128~00 |
128~00 |
+0~31 |
|
|
|
Total Volume and Open Interest |
142,758 |
307,533 |
-7,016 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111013 |
99.00 |
99.00 |
98.97 |
98.98 |
-0.02 |
31,791 |
343,527 |
-1,253 |
Mar12 |
111013 |
99.00 |
99.01 |
98.98 |
98.99 |
-0.01 |
43,489 |
375,591 |
+5,312 |
Jun12 |
111013 |
98.98 |
99.01 |
98.98 |
98.99 |
+0.01 |
56,164 |
214,559 |
-14,617 |
Sep12 |
111013 |
98.94 |
99.00 |
98.94 |
98.98 |
+0.04 |
50,783 |
237,647 |
-17,477 |
Dec12 |
111013 |
98.87 |
98.95 |
98.86 |
98.93 |
+0.07 |
45,463 |
189,107 |
-15,990 |
Mar13 |
111013 |
98.80 |
98.90 |
98.78 |
98.87 |
+0.09 |
50,497 |
158,933 |
-3,093 |
Total Volume and Open Interest |
375,977 |
1,921,510 |
-41,520 |
3-Mth Euribor(LIFFE) |
Dec11 |
111013 |
98.610 |
98.640 |
98.600 |
98.630 |
+0.005 |
116,067 |
720,672 |
-6,601 |
Mar12 |
111013 |
98.725 |
98.780 |
98.710 |
98.765 |
+0.025 |
92,591 |
516,155 |
+3,515 |
Jun12 |
111013 |
98.765 |
98.825 |
98.735 |
98.810 |
+0.040 |
77,217 |
355,915 |
+90 |
Total Volume and Open Interest |
648,727 |
3,331,710 |
-10,145 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111013 |
95.66 |
95.67 |
95.48 |
95.50 |
-0.17 |
53,046 |
241,652 |
+6,774 |
Mar12 |
111013 |
96.06 |
96.09 |
95.83 |
95.87 |
-0.21 |
39,129 |
199,260 |
+3,959 |
Jun12 |
111013 |
96.17 |
96.20 |
95.93 |
95.98 |
-0.22 |
20,860 |
118,402 |
+2,255 |
Sep12 |
111013 |
96.14 |
96.16 |
95.90 |
95.95 |
-0.21 |
10,022 |
78,095 |
+646 |
Dec12 |
111013 |
96.06 |
96.07 |
95.81 |
95.88 |
-0.19 |
3,923 |
45,697 |
-342 |
Mar13 |
111013 |
95.98 |
95.98 |
95.75 |
95.80 |
-0.18 |
1,492 |
44,250 |
+39 |
Jun13 |
111013 |
95.89 |
95.89 |
95.67 |
95.73 |
-0.16 |
1,892 |
33,170 |
+812 |
Sep13 |
111013 |
95.79 |
95.79 |
95.61 |
95.63 |
-0.16 |
548 |
13,518 |
-55 |
Dec13 |
111013 |
95.67 |
95.67 |
95.51 |
95.51 |
-0.15 |
254 |
3,066 |
+47 |
Mar14 |
111013 |
95.39 |
95.39 |
95.39 |
95.39 |
-0.15 |
0 |
406 |
+0 |
Total Volume and Open Interest |
131,166 |
777,582 |
+14,135 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111013 |
95.66 |
95.67 |
95.48 |
95.51 |
-0.15 |
63,341 |
348,843 |
-10,249 |
Mar12 |
111013 |
95.51 |
95.51 |
95.51 |
95.51 |
-0.15 |
|
|
|
Total Volume and Open Interest |
63,341 |
348,843 |
-10,249 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111013 |
96.31 |
96.31 |
96.10 |
96.13 |
-0.18 |
164,248 |
505,287 |
+1,553 |
Mar12 |
111013 |
96.13 |
96.13 |
96.13 |
96.13 |
-0.18 |
|
|
|
Total Volume and Open Interest |
164,248 |
505,287 |
+1,553 |
Gold(CMX) |
Oct11 |
111013 |
1676.1 |
1678.8 |
1656.2 |
1667.3 |
-14.0 |
37 |
784 |
-75 |
Dec11 |
111013 |
1677.3 |
1686.1 |
1654.3 |
1668.5 |
-14.1 |
112,765 |
272,338 |
+3,033 |
Feb12 |
111013 |
1679.9 |
1687.2 |
1657.9 |
1670.4 |
-14.2 |
2,757 |
47,892 |
-466 |
Apr12 |
111013 |
1686.3 |
1686.3 |
1660.0 |
1672.0 |
-14.3 |
1,495 |
12,595 |
-92 |
Jun12 |
111013 |
1686.1 |
1687.2 |
1661.3 |
1673.6 |
-14.3 |
198 |
17,576 |
+4 |
Aug12 |
111013 |
1685.4 |
1685.4 |
1675.2 |
1675.2 |
-14.4 |
197 |
7,513 |
+56 |
Oct12 |
111013 |
1687.1 |
1687.7 |
1677.0 |
1677.0 |
-14.4 |
118 |
5,861 |
+74 |
Dec12 |
111013 |
1693.1 |
1693.1 |
1669.1 |
1679.3 |
-14.4 |
832 |
14,988 |
-276 |
Feb13 |
111013 |
1681.5 |
1681.5 |
1681.5 |
1681.5 |
-14.7 |
2 |
3,392 |
+0 |
Apr13 |
111013 |
1684.2 |
1684.2 |
1684.2 |
1684.2 |
-15.0 |
0 |
282 |
+0 |
Jun13 |
111013 |
1687.4 |
1687.4 |
1687.4 |
1687.4 |
-15.3 |
827 |
12,017 |
-775 |
Aug13 |
111013 |
1690.7 |
1690.7 |
1690.7 |
1690.7 |
-15.5 |
0 |
45 |
+0 |
Total Volume and Open Interest |
121,312 |
440,536 |
+2,446 |
Silver(CMX) |
Dec11 |
111013 |
3255.0 |
3280.0 |
3145.5 |
3166.7 |
-112.2 |
37,494 |
59,580 |
+10 |
Mar12 |
111013 |
3271.0 |
3271.0 |
3156.0 |
3171.0 |
-112.3 |
2,939 |
9,925 |
+250 |
May12 |
111013 |
3176.5 |
3176.5 |
3158.0 |
3173.1 |
-112.3 |
100 |
2,907 |
+34 |
Jul12 |
111013 |
3170.5 |
3174.1 |
3170.5 |
3174.1 |
-112.3 |
124 |
2,405 |
-1 |
Sep12 |
111013 |
3173.0 |
3190.0 |
3173.0 |
3173.1 |
-112.1 |
42 |
996 |
+30 |
Dec12 |
111013 |
3264.0 |
3264.0 |
3172.5 |
3172.5 |
-111.9 |
213 |
10,619 |
+146 |
Mar13 |
111013 |
3167.0 |
3167.0 |
3167.0 |
3167.0 |
-111.7 |
0 |
751 |
+0 |
Total Volume and Open Interest |
41,141 |
100,175 |
+477 |
Platinum(NYMEX) |
Oct11 |
111013 |
1528.5 |
1528.5 |
1528.5 |
1528.5 |
-22.0 |
7 |
94 |
-6 |
Jan12 |
111013 |
1551.1 |
1557.1 |
1526.8 |
1532.4 |
-22.0 |
6,013 |
35,376 |
-163 |
Apr12 |
111013 |
1547.0 |
1547.0 |
1535.8 |
1536.2 |
-22.0 |
96 |
2,817 |
+8 |
Jul12 |
111013 |
1534.2 |
1539.9 |
1534.2 |
1539.9 |
-22.0 |
3 |
39 |
+1 |
Total Volume and Open Interest |
6,119 |
38,359 |
-160 |
Palladium(NYMEX) |
Dec11 |
111013 |
609.20 |
618.00 |
588.55 |
594.10 |
-17.00 |
2,024 |
18,602 |
-44 |
Mar12 |
111013 |
601.50 |
607.00 |
595.30 |
595.30 |
-16.90 |
4 |
410 |
+0 |
Jun12 |
111013 |
596.30 |
596.30 |
596.30 |
596.30 |
-16.90 |
0 |
8 |
+0 |
Total Volume and Open Interest |
2,028 |
19,023 |
-44 |
Copper(CMX) |
Dec11 |
111013 |
335.75 |
337.45 |
328.60 |
330.70 |
-8.65 |
47,030 |
75,454 |
+72 |
Mar12 |
111013 |
337.60 |
338.45 |
330.90 |
332.55 |
-8.60 |
1,787 |
27,487 |
-572 |
May12 |
111013 |
336.70 |
338.00 |
332.45 |
333.70 |
-8.55 |
478 |
8,485 |
+105 |
Jul12 |
111013 |
333.15 |
334.50 |
333.15 |
334.50 |
-8.60 |
130 |
2,557 |
-55 |
Sep12 |
111013 |
335.65 |
337.15 |
334.15 |
335.10 |
-8.70 |
108 |
991 |
-7 |
Total Volume and Open Interest |
50,181 |
122,362 |
-506 |
DJIA Index(CBOT) |
Dec11 |
111013 |
11405 |
11466 |
11314 |
11392 |
-24 |
1,420 |
11,326 |
-1,109 |
Mar12 |
111013 |
11317 |
11341 |
11317 |
11317 |
-24 |
0 |
21 |
+0 |
Jun12 |
111013 |
11247 |
11271 |
11247 |
11247 |
-24 |
|
|
|
Sep12 |
111013 |
11184 |
11208 |
11184 |
11184 |
-24 |
|
|
|
Total Volume and Open Interest |
1,420 |
11,347 |
-1,109 |
E-mini DJIA Index(CBOT) |
Dec11 |
111013 |
11422 |
11476 |
11312 |
11392 |
-24 |
116,010 |
77,871 |
-675 |
Mar12 |
111013 |
11338 |
11338 |
11270 |
11317 |
-24 |
19 |
105 |
+0 |
Jun12 |
111013 |
11247 |
11247 |
11247 |
11247 |
-24 |
0 |
2 |
+0 |
Sep12 |
111013 |
11184 |
11184 |
11184 |
11184 |
-24 |
0 |
10 |
+0 |
Total Volume and Open Interest |
116,029 |
77,988 |
-675 |
S & P 500(CME) |
Dec11 |
111013 |
1198.40 |
1204.20 |
1185.50 |
1197.90 |
-0.30 |
16,619 |
280,605 |
+678 |
Mar12 |
111013 |
1186.80 |
1197.20 |
1180.20 |
1191.80 |
-0.40 |
133 |
3,397 |
+57 |
Jun12 |
111013 |
1186.70 |
1192.10 |
1175.10 |
1186.70 |
-0.40 |
0 |
1,094 |
-1 |
Sep12 |
111013 |
1180.70 |
1186.10 |
1169.10 |
1180.70 |
-0.40 |
|
|
|
Total Volume and Open Interest |
16,752 |
285,196 |
+734 |
S & P 500 E-Mini(Globex) |
Dec11 |
111013 |
1198.50 |
1204.25 |
1185.25 |
1198.00 |
-0.25 |
2,559,219 |
2,990,284 |
-17,293 |
Mar12 |
111013 |
1193.25 |
1197.25 |
1179.75 |
1191.75 |
-0.50 |
1,622 |
4,502 |
+234 |
Total Volume and Open Interest |
2,560,846 |
2,994,869 |
-17,063 |
NASDAQ 100(CME) |
Dec11 |
111013 |
2297.30 |
2336.00 |
2289.50 |
2326.00 |
+29.50 |
2,424 |
16,798 |
+1,521 |
Mar12 |
111013 |
2321.80 |
2322.30 |
2321.80 |
2321.80 |
+29.50 |
|
|
|
Jun12 |
111013 |
2318.80 |
2319.30 |
2318.80 |
2318.80 |
+29.50 |
|
|
|
Total Volume and Open Interest |
2,424 |
16,798 |
+1,521 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111013 |
2299.80 |
2336.30 |
2289.00 |
2326.00 |
+29.50 |
304,865 |
303,711 |
+4,968 |
Mar12 |
111013 |
2295.00 |
2330.50 |
2294.30 |
2321.80 |
+29.50 |
31 |
251 |
-8 |
Total Volume and Open Interest |
304,896 |
303,965 |
+4,960 |
S & P Midcap 400(CME) |
Dec11 |
111013 |
835.80 |
840.00 |
827.00 |
835.80 |
+3.60 |
364 |
4,535 |
-182 |
Mar12 |
111013 |
833.80 |
834.20 |
833.80 |
833.80 |
+3.60 |
|
|
|
Jun12 |
111013 |
831.80 |
832.20 |
831.80 |
831.80 |
+3.60 |
|
|
|
Total Volume and Open Interest |
364 |
4,535 |
-182 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111013 |
8820 |
8865 |
8755 |
8800 |
-25 |
7,822 |
25,477 |
+33 |
Mar12 |
111013 |
8805 |
8825 |
8800 |
8800 |
-25 |
17 |
25 |
+17 |
Total Volume and Open Interest |
7,839 |
25,502 |
+50 |
Nikkei 225(SGX) |
Dec11 |
111013 |
8725 |
8890 |
8715 |
8800 |
+60 |
89,139 |
182,174 |
-3,162 |
Mar12 |
111013 |
8790 |
8790 |
8790 |
8790 |
+60 |
13 |
5,226 |
+11 |
Jun12 |
111013 |
8715 |
8715 |
8715 |
8715 |
+60 |
0 |
18 |
+0 |
Total Volume and Open Interest |
90,309 |
203,944 |
-1,474 |
CAC 40(EURONEXT) |
Oct11 |
111013 |
3221.0 |
3253.5 |
3168.0 |
3188.0 |
-42.5 |
150,474 |
287,251 |
+22,888 |
Nov11 |
111013 |
3215.5 |
3237.5 |
3165.0 |
3182.5 |
-42.5 |
25,592 |
34,060 |
+24,558 |
Dec11 |
111013 |
3214.0 |
3239.0 |
3163.5 |
3180.0 |
-42.5 |
1,810 |
44,141 |
-107 |
Total Volume and Open Interest |
177,876 |
365,456 |
+47,339 |
Hang Seng Index(HKFE) |
Oct11 |
111013 |
18636 |
18746 |
18382 |
18612 |
+167 |
110,318 |
87,485 |
+968 |
Nov11 |
111013 |
18846 |
18846 |
18359 |
18567 |
+166 |
884 |
3,561 |
+157 |
Dec11 |
111013 |
18557 |
18671 |
18340 |
18563 |
+170 |
369 |
9,292 |
-7 |
Total Volume and Open Interest |
111,710 |
101,184 |
+1,121 |
DAX(EUREX) |
Dec11 |
111013 |
5979.5 |
6046.0 |
5885.0 |
5911.5 |
-83.0 |
182,191 |
176,413 |
-922 |
Mar12 |
111013 |
5987.5 |
6057.0 |
5903.0 |
5923.5 |
-84.0 |
999 |
6,624 |
-153 |
Jun12 |
111013 |
6001.0 |
6001.0 |
5946.0 |
5946.0 |
-84.0 |
233 |
563 |
-38 |
Total Volume and Open Interest |
183,423 |
183,600 |
-1,113 |
FT-SE 100(EURONEXT) |
Dec11 |
111013 |
5393.00 |
5433.00 |
5343.50 |
5370.50 |
-37.00 |
127,795 |
644,717 |
-912 |
Mar12 |
111013 |
5396.00 |
5396.00 |
5335.00 |
5336.50 |
-36.50 |
3 |
1,022 |
+1 |
Jun12 |
111013 |
5299.50 |
5299.50 |
5299.50 |
5299.50 |
-36.50 |
0 |
513 |
+0 |
Total Volume and Open Interest |
127,798 |
646,252 |
-911 |
SPI 200(SFE) |
Dec11 |
111013 |
4206.0 |
4285.0 |
4204.0 |
4236.0 |
+22.0 |
47,479 |
199,509 |
-10,665 |
Mar12 |
111013 |
4213.0 |
4245.0 |
4187.0 |
4213.0 |
+21.0 |
526 |
2,497 |
+100 |
Jun12 |
111013 |
4222.0 |
4222.0 |
4222.0 |
4222.0 |
+22.0 |
0 |
1,149 |
+0 |
Total Volume and Open Interest |
48,497 |
207,633 |
-10,381 |
GSCI(CME) |
Oct11 |
111013 |
620.00 |
627.50 |
616.20 |
625.00 |
-0.50 |
2,492 |
2,996 |
-1,385 |
Nov11 |
111013 |
619.20 |
626.50 |
615.60 |
624.15 |
-0.65 |
2,385 |
6,203 |
+1,596 |
Dec11 |
111013 |
620.60 |
627.50 |
616.80 |
625.60 |
-1.40 |
0 |
10 |
+0 |
Total Volume and Open Interest |
4,877 |
9,209 |
+211 |
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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