 |
MRCI's End of Day Prices |
Daily Futures Price Listing Fri October 14, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111014 |
1258.00 |
1275.75 |
1249.00 |
1270.00 |
+13.00 |
180,233 |
192,199 |
-11,389 |
Jan12 |
111014 |
1267.00 |
1283.75 |
1258.25 |
1278.50 |
+11.75 |
87,480 |
157,752 |
+11,245 |
Mar12 |
111014 |
1273.00 |
1290.00 |
1265.50 |
1285.75 |
+11.75 |
32,295 |
66,254 |
+6,225 |
May12 |
111014 |
1276.75 |
1291.75 |
1268.25 |
1289.00 |
+12.25 |
16,656 |
62,496 |
+897 |
Jul12 |
111014 |
1284.00 |
1298.75 |
1276.00 |
1295.50 |
+11.75 |
19,157 |
44,348 |
-2,010 |
Aug12 |
111014 |
1284.75 |
1284.75 |
1273.00 |
1284.75 |
+11.75 |
85 |
518 |
-28 |
Sep12 |
111014 |
1265.00 |
1265.75 |
1253.25 |
1265.75 |
+12.50 |
109 |
374 |
+19 |
Nov12 |
111014 |
1240.50 |
1252.00 |
1232.25 |
1251.00 |
+11.75 |
9,504 |
45,541 |
+1,580 |
Jan13 |
111014 |
1257.75 |
1259.00 |
1247.25 |
1259.00 |
+11.75 |
2 |
10,230 |
+0 |
Mar13 |
111014 |
1258.75 |
1264.50 |
1252.75 |
1264.50 |
+11.75 |
2 |
161 |
+0 |
May13 |
111014 |
1265.00 |
1265.00 |
1253.25 |
1265.00 |
+11.75 |
0 |
76 |
+0 |
Jul13 |
111014 |
1270.00 |
1270.00 |
1258.25 |
1270.00 |
+11.75 |
0 |
191 |
+0 |
Aug13 |
111014 |
1268.00 |
1268.00 |
1256.25 |
1268.00 |
+11.75 |
|
|
|
Sep13 |
111014 |
1252.00 |
1252.00 |
1240.25 |
1252.00 |
+11.75 |
|
|
|
Total Volume and Open Interest |
345,555 |
581,699 |
+6,540 |
Soybean Meal(CBOT) |
Dec11 |
111014 |
328.20 |
330.50 |
325.70 |
327.60 |
+0.90 |
44,129 |
93,844 |
-2,922 |
Jan12 |
111014 |
330.10 |
332.40 |
327.80 |
329.70 |
+1.00 |
7,168 |
21,532 |
+120 |
Mar12 |
111014 |
333.40 |
335.10 |
329.90 |
332.00 |
+0.40 |
4,799 |
21,254 |
+245 |
May12 |
111014 |
334.00 |
336.00 |
330.50 |
332.80 |
unch |
1,611 |
15,423 |
-59 |
Jul12 |
111014 |
336.80 |
337.70 |
332.90 |
335.10 |
+0.20 |
2,327 |
14,456 |
-210 |
Aug12 |
111014 |
335.00 |
335.60 |
332.00 |
334.10 |
+0.20 |
200 |
2,643 |
-1 |
Sep12 |
111014 |
332.10 |
333.00 |
330.30 |
330.80 |
unch |
246 |
2,778 |
+43 |
Oct12 |
111014 |
327.20 |
327.30 |
323.00 |
323.30 |
+0.30 |
77 |
1,915 |
+0 |
Dec12 |
111014 |
324.10 |
327.00 |
321.80 |
322.80 |
-0.20 |
670 |
7,822 |
-12 |
Jan13 |
111014 |
324.80 |
325.00 |
324.80 |
324.80 |
-0.20 |
0 |
693 |
+0 |
Total Volume and Open Interest |
61,709 |
183,446 |
-3,093 |
Soybean Oil(CBOT) |
Dec11 |
111014 |
52.45 |
53.92 |
52.21 |
53.54 |
+1.10 |
63,159 |
131,790 |
-3,157 |
Jan12 |
111014 |
52.67 |
54.18 |
52.51 |
53.81 |
+1.09 |
16,167 |
63,049 |
+3,333 |
Mar12 |
111014 |
53.06 |
54.52 |
52.84 |
54.15 |
+1.10 |
7,002 |
43,067 |
+2 |
May12 |
111014 |
53.37 |
54.74 |
53.05 |
54.39 |
+1.08 |
3,044 |
26,282 |
+561 |
Jul12 |
111014 |
53.45 |
54.88 |
53.23 |
54.56 |
+1.07 |
1,704 |
19,105 |
-72 |
Aug12 |
111014 |
53.58 |
54.86 |
53.58 |
54.56 |
+1.07 |
63 |
2,598 |
+24 |
Sep12 |
111014 |
53.50 |
54.82 |
53.50 |
54.51 |
+1.07 |
67 |
2,743 |
+6 |
Oct12 |
111014 |
53.25 |
54.57 |
53.25 |
54.24 |
+1.05 |
47 |
2,660 |
+29 |
Dec12 |
111014 |
53.06 |
54.39 |
52.91 |
54.09 |
+1.07 |
338 |
10,582 |
+50 |
Jan13 |
111014 |
53.35 |
54.09 |
53.02 |
54.09 |
+1.07 |
0 |
1 |
+0 |
Total Volume and Open Interest |
91,791 |
302,054 |
+340 |
Canola(WCE) |
Nov11 |
111014 |
536.0 |
544.6 |
534.0 |
538.0 |
+2.7 |
8,312 |
40,361 |
-3,406 |
Jan12 |
111014 |
543.6 |
554.6 |
543.6 |
548.2 |
+3.3 |
11,400 |
77,092 |
+3,822 |
Mar12 |
111014 |
552.5 |
563.6 |
552.5 |
557.4 |
+3.5 |
1,892 |
21,014 |
+110 |
May12 |
111014 |
562.6 |
571.1 |
562.6 |
564.9 |
+3.6 |
1,636 |
11,405 |
-181 |
Jul12 |
111014 |
567.9 |
575.0 |
567.9 |
570.4 |
+3.7 |
148 |
4,766 |
+95 |
Total Volume and Open Interest |
23,619 |
165,962 |
+618 |
Corn(CBOT) |
Dec11 |
111014 |
638.00 |
648.50 |
632.25 |
640.00 |
+1.75 |
173,039 |
573,948 |
+5,433 |
Mar12 |
111014 |
649.50 |
659.50 |
644.25 |
651.50 |
+1.75 |
35,730 |
262,606 |
+3,176 |
May12 |
111014 |
656.50 |
666.25 |
651.00 |
658.75 |
+2.25 |
15,066 |
81,050 |
+2,190 |
Jul12 |
111014 |
661.00 |
670.50 |
656.50 |
663.25 |
+2.00 |
19,686 |
107,702 |
+962 |
Sep12 |
111014 |
621.50 |
631.50 |
620.00 |
623.25 |
+1.50 |
1,944 |
29,764 |
-684 |
Dec12 |
111014 |
594.50 |
605.50 |
594.00 |
601.50 |
+6.75 |
12,159 |
113,846 |
+1,734 |
Mar13 |
111014 |
609.50 |
613.00 |
606.25 |
612.25 |
+6.00 |
94 |
29,688 |
-5 |
May13 |
111014 |
620.25 |
620.25 |
613.25 |
619.00 |
+5.75 |
24 |
1,183 |
+15 |
Jul13 |
111014 |
618.75 |
625.00 |
618.25 |
623.25 |
+5.00 |
19 |
1,473 |
+2 |
Sep13 |
111014 |
603.50 |
603.50 |
595.75 |
603.50 |
+7.75 |
12 |
301 |
+10 |
Total Volume and Open Interest |
257,964 |
1,214,983 |
+12,872 |
Wheat(CBOT) |
Dec11 |
111014 |
617.25 |
633.00 |
612.25 |
622.75 |
+4.75 |
58,403 |
206,261 |
+428 |
Mar12 |
111014 |
655.00 |
667.00 |
647.00 |
656.50 |
+3.00 |
9,448 |
94,293 |
+816 |
May12 |
111014 |
679.75 |
689.00 |
671.50 |
679.75 |
+2.00 |
3,005 |
29,317 |
-61 |
Jul12 |
111014 |
695.00 |
709.00 |
688.75 |
697.25 |
+2.00 |
4,168 |
58,919 |
-36 |
Sep12 |
111014 |
721.50 |
724.75 |
706.00 |
712.25 |
-0.50 |
680 |
3,649 |
+218 |
Dec12 |
111014 |
732.00 |
746.00 |
720.50 |
730.25 |
-1.75 |
1,431 |
30,126 |
+438 |
Total Volume and Open Interest |
77,455 |
426,315 |
+1,868 |
Wheat(KCBT) |
Dec11 |
111014 |
699.75 |
713.50 |
698.50 |
707.50 |
+6.50 |
10,517 |
64,983 |
+125 |
Mar12 |
111014 |
718.25 |
729.50 |
716.00 |
723.50 |
+5.25 |
4,622 |
47,669 |
+93 |
May12 |
111014 |
728.00 |
738.00 |
725.50 |
732.75 |
+5.25 |
2,031 |
8,545 |
+146 |
Jul12 |
111014 |
736.00 |
747.75 |
733.00 |
741.00 |
+5.00 |
2,821 |
31,007 |
+314 |
Sep12 |
111014 |
749.25 |
761.25 |
746.25 |
753.00 |
+3.50 |
88 |
2,588 |
+30 |
Dec12 |
111014 |
776.50 |
778.50 |
765.00 |
770.50 |
+2.00 |
61 |
3,233 |
+6 |
Total Volume and Open Interest |
20,148 |
158,316 |
+715 |
Wheat(MGE) |
Dec11 |
111014 |
881.50 |
896.25 |
880.75 |
892.50 |
+9.25 |
1,042 |
12,053 |
+10 |
Mar12 |
111014 |
829.75 |
840.00 |
829.75 |
833.75 |
+3.50 |
1,649 |
15,051 |
-66 |
May12 |
111014 |
813.00 |
820.50 |
813.00 |
815.00 |
+2.75 |
806 |
4,714 |
-10 |
Jul12 |
111014 |
801.75 |
811.25 |
801.75 |
803.75 |
+0.75 |
664 |
5,229 |
+124 |
Sep12 |
111014 |
785.25 |
794.25 |
783.75 |
785.50 |
+1.00 |
269 |
2,902 |
+42 |
Total Volume and Open Interest |
4,684 |
41,823 |
+129 |
Oats(CBOT) |
Dec11 |
111014 |
342.00 |
345.50 |
339.00 |
340.00 |
-1.75 |
669 |
12,539 |
-48 |
Mar12 |
111014 |
352.00 |
354.00 |
349.50 |
350.00 |
-0.75 |
31 |
2,737 |
+7 |
May12 |
111014 |
359.50 |
359.50 |
355.00 |
356.00 |
-0.75 |
16 |
220 |
+13 |
Jul12 |
111014 |
362.00 |
362.75 |
362.00 |
362.00 |
-0.75 |
2 |
16 |
+2 |
Total Volume and Open Interest |
743 |
15,597 |
-8 |
Rough Rice(CBOT) |
Nov11 |
111014 |
16.40 |
16.68 |
16.40 |
16.62 |
+0.22 |
463 |
8,072 |
-157 |
Jan12 |
111014 |
16.77 |
16.98 |
16.72 |
16.93 |
+0.21 |
353 |
6,178 |
+144 |
Mar12 |
111014 |
17.02 |
17.27 |
17.02 |
17.24 |
+0.22 |
19 |
2,941 |
+4 |
May12 |
111014 |
17.48 |
17.49 |
17.25 |
17.49 |
+0.24 |
0 |
319 |
+0 |
Total Volume and Open Interest |
837 |
17,793 |
-7 |
Live Cattle(CME) |
Oct11 |
111014 |
120.900 |
121.750 |
119.750 |
121.650 |
+0.600 |
12,185 |
13,498 |
-5,862 |
Dec11 |
111014 |
122.830 |
124.300 |
122.400 |
123.200 |
+0.350 |
32,865 |
157,464 |
-1,026 |
Feb12 |
111014 |
124.500 |
126.000 |
124.135 |
125.385 |
+0.850 |
10,127 |
75,350 |
+302 |
Apr12 |
111014 |
127.430 |
128.900 |
127.180 |
128.150 |
+0.300 |
8,353 |
57,739 |
+1,957 |
Jun12 |
111014 |
125.550 |
126.535 |
125.050 |
126.230 |
+0.500 |
2,439 |
24,486 |
+457 |
Aug12 |
111014 |
125.080 |
126.080 |
124.750 |
125.950 |
+0.200 |
482 |
4,638 |
+136 |
Total Volume and Open Interest |
66,746 |
335,964 |
-3,909 |
Feeder Cattle(CME) |
Oct11 |
111014 |
139.185 |
140.100 |
138.600 |
139.900 |
+1.200 |
1,288 |
3,943 |
-544 |
Nov11 |
111014 |
143.735 |
144.900 |
143.100 |
144.435 |
+0.985 |
4,116 |
12,825 |
-7 |
Jan12 |
111014 |
146.600 |
147.825 |
146.200 |
147.485 |
+1.085 |
2,442 |
11,237 |
+614 |
Mar12 |
111014 |
147.200 |
148.150 |
146.575 |
147.825 |
+0.750 |
690 |
4,191 |
+155 |
Apr12 |
111014 |
147.600 |
148.250 |
146.735 |
148.250 |
+1.050 |
122 |
856 |
+35 |
May12 |
111014 |
148.000 |
148.500 |
147.000 |
148.485 |
+0.935 |
114 |
877 |
+16 |
Aug12 |
111014 |
148.650 |
149.500 |
147.935 |
149.485 |
+0.885 |
112 |
945 |
+52 |
Total Volume and Open Interest |
8,894 |
34,898 |
+326 |
Lean Hogs(CME) |
Oct11 |
111014 |
93.300 |
93.700 |
93.180 |
93.580 |
+0.580 |
2,424 |
11,282 |
+255 |
Dec11 |
111014 |
88.885 |
90.730 |
88.785 |
90.080 |
+2.045 |
16,908 |
107,203 |
-762 |
Feb12 |
111014 |
91.800 |
93.285 |
91.635 |
92.550 |
+1.700 |
6,728 |
60,528 |
+293 |
Apr12 |
111014 |
94.150 |
95.150 |
94.150 |
94.450 |
+0.700 |
5,398 |
48,021 |
+749 |
May12 |
111014 |
98.635 |
99.100 |
98.080 |
99.100 |
+1.200 |
60 |
1,748 |
+14 |
Jun12 |
111014 |
100.200 |
100.885 |
100.150 |
100.700 |
+0.700 |
2,148 |
30,145 |
+1,000 |
Jul12 |
111014 |
98.850 |
99.300 |
98.450 |
98.950 |
+0.470 |
863 |
8,313 |
+185 |
Aug12 |
111014 |
96.635 |
97.200 |
96.400 |
97.000 |
+0.365 |
754 |
8,879 |
+183 |
Total Volume and Open Interest |
35,827 |
282,289 |
+2,199 |
Class III Milk(CME) |
Oct11 |
111014 |
17.95 |
18.00 |
17.88 |
17.92 |
-0.02 |
46 |
5,162 |
-12 |
Nov11 |
111014 |
17.29 |
17.43 |
16.63 |
17.02 |
-0.36 |
412 |
5,252 |
-36 |
Dec11 |
111014 |
16.86 |
16.89 |
16.47 |
16.75 |
-0.09 |
346 |
4,693 |
+13 |
Jan12 |
111014 |
16.46 |
16.48 |
16.36 |
16.40 |
-0.06 |
58 |
2,270 |
+2 |
Feb12 |
111014 |
16.24 |
16.31 |
16.20 |
16.22 |
-0.09 |
31 |
2,003 |
+15 |
Total Volume and Open Interest |
947 |
30,651 |
+4 |
Cocoa(ICE) |
Dec11 |
111014 |
2647 |
2688 |
2623 |
2671 |
+41 |
8,884 |
70,742 |
-915 |
Mar12 |
111014 |
2672 |
2716 |
2652 |
2700 |
+42 |
3,687 |
60,501 |
+64 |
May12 |
111014 |
2690 |
2725 |
2667 |
2712 |
+42 |
705 |
21,164 |
+165 |
Jul12 |
111014 |
2702 |
2740 |
2692 |
2728 |
+40 |
377 |
9,798 |
+115 |
Sep12 |
111014 |
2719 |
2752 |
2705 |
2743 |
+39 |
429 |
11,334 |
+211 |
Dec12 |
111014 |
2729 |
2765 |
2710 |
2755 |
+41 |
531 |
9,876 |
+83 |
Mar13 |
111014 |
2745 |
2790 |
2745 |
2778 |
+37 |
274 |
2,722 |
+169 |
Total Volume and Open Interest |
14,887 |
188,251 |
-108 |
Coffee "C"(ICE) |
Dec11 |
111014 |
237.45 |
241.50 |
234.25 |
239.55 |
+1.90 |
12,978 |
67,630 |
+369 |
Mar12 |
111014 |
240.30 |
244.75 |
237.75 |
242.75 |
+1.90 |
4,303 |
29,065 |
+208 |
May12 |
111014 |
241.90 |
246.05 |
240.20 |
244.35 |
+1.75 |
1,418 |
11,975 |
+107 |
Jul12 |
111014 |
243.85 |
247.30 |
241.60 |
245.65 |
+1.75 |
186 |
4,010 |
+24 |
Sep12 |
111014 |
245.00 |
247.00 |
242.65 |
245.70 |
+1.60 |
87 |
3,220 |
+20 |
Dec12 |
111014 |
242.45 |
246.65 |
242.45 |
245.50 |
+1.75 |
82 |
2,296 |
+28 |
Total Volume and Open Interest |
19,125 |
119,019 |
+793 |
Orange Juice(ICE) |
Nov11 |
111014 |
167.80 |
173.65 |
167.25 |
172.65 |
+4.75 |
1,733 |
8,071 |
-190 |
Jan12 |
111014 |
164.00 |
167.50 |
163.20 |
167.50 |
+4.25 |
918 |
10,592 |
+347 |
Mar12 |
111014 |
162.50 |
166.55 |
162.50 |
166.55 |
+4.80 |
156 |
4,081 |
+69 |
May12 |
111014 |
163.00 |
165.70 |
163.00 |
164.95 |
+3.55 |
117 |
1,527 |
+114 |
Jul12 |
111014 |
164.50 |
165.00 |
164.50 |
165.00 |
+3.25 |
2 |
318 |
-1 |
Sep12 |
111014 |
164.75 |
164.75 |
164.75 |
164.75 |
+3.40 |
0 |
53 |
+0 |
Total Volume and Open Interest |
2,929 |
24,655 |
+342 |
Sugar #11(ICE) |
Mar12 |
111014 |
26.91 |
28.05 |
26.71 |
27.93 |
+1.02 |
45,236 |
241,281 |
-274 |
May12 |
111014 |
25.97 |
26.97 |
25.85 |
26.87 |
+0.85 |
11,692 |
72,060 |
+346 |
Jul12 |
111014 |
25.03 |
25.88 |
24.86 |
25.81 |
+0.77 |
9,183 |
66,834 |
+756 |
Oct12 |
111014 |
24.45 |
25.31 |
24.33 |
25.23 |
+0.70 |
4,960 |
39,264 |
+1,622 |
Mar13 |
111014 |
24.41 |
25.23 |
24.32 |
25.18 |
+0.65 |
861 |
28,850 |
+147 |
Total Volume and Open Interest |
73,505 |
476,565 |
+2,953 |
London Cocoa(LCE) |
Dec11 |
111014 |
1698 |
1714 |
1682 |
1706 |
+19 |
6,453 |
81,041 |
-306 |
Mar12 |
111014 |
1714 |
1733 |
1700 |
1723 |
+18 |
6,619 |
55,290 |
+333 |
May12 |
111014 |
1731 |
1748 |
1718 |
1738 |
+16 |
993 |
15,592 |
+167 |
Jul12 |
111014 |
1748 |
1760 |
1735 |
1751 |
+13 |
493 |
17,085 |
+56 |
Sep12 |
111014 |
1750 |
1773 |
1749 |
1763 |
+13 |
118 |
12,672 |
+95 |
Dec12 |
111014 |
1771 |
1786 |
1764 |
1774 |
+8 |
4 |
10,425 |
+4 |
Mar13 |
111014 |
1796 |
1796 |
1786 |
1786 |
+8 |
0 |
2,357 |
+0 |
Total Volume and Open Interest |
14,680 |
194,969 |
+349 |
London Sugar(LCE) |
Dec11 |
111014 |
685.10 |
714.70 |
685.10 |
711.30 |
+27.20 |
2,027 |
16,060 |
+41 |
Mar12 |
111014 |
673.80 |
698.20 |
672.10 |
696.00 |
+26.20 |
1,179 |
12,896 |
+220 |
May12 |
111014 |
664.70 |
685.90 |
664.20 |
684.30 |
+22.80 |
468 |
6,158 |
+169 |
Aug12 |
111014 |
648.60 |
669.00 |
648.00 |
667.30 |
+19.90 |
163 |
3,811 |
+39 |
Oct12 |
111014 |
640.50 |
656.80 |
637.70 |
654.80 |
+19.00 |
261 |
2,305 |
-27 |
Total Volume and Open Interest |
4,207 |
42,848 |
+520 |
Cotton(ICE) |
Dec11 |
111014 |
101.08 |
103.65 |
101.08 |
101.94 |
+0.38 |
7,846 |
85,607 |
-916 |
Mar12 |
111014 |
98.50 |
100.89 |
98.50 |
99.43 |
+0.56 |
2,833 |
43,829 |
+914 |
May12 |
111014 |
98.28 |
99.94 |
98.03 |
98.61 |
+0.53 |
829 |
8,789 |
+276 |
Jul12 |
111014 |
97.22 |
98.83 |
96.99 |
97.77 |
+0.88 |
253 |
11,422 |
-94 |
Oct12 |
111014 |
95.69 |
95.69 |
95.69 |
95.69 |
+0.92 |
0 |
3 |
+0 |
Dec12 |
111014 |
95.00 |
95.00 |
93.76 |
94.21 |
+0.92 |
7 |
3,438 |
+4 |
Total Volume and Open Interest |
11,780 |
153,889 |
+189 |
Lumber(CME) |
Nov11 |
111014 |
217.7 |
225.0 |
216.1 |
221.0 |
+4.2 |
407 |
4,876 |
-157 |
Jan12 |
111014 |
235.2 |
243.0 |
235.2 |
237.0 |
+2.5 |
328 |
4,710 |
+67 |
Mar12 |
111014 |
252.7 |
260.0 |
252.7 |
256.7 |
+5.2 |
113 |
867 |
+47 |
May12 |
111014 |
262.8 |
266.0 |
262.8 |
264.7 |
+3.7 |
14 |
144 |
+5 |
Total Volume and Open Interest |
862 |
10,620 |
-38 |
Crude Oil(NYM) |
Nov11 |
111014 |
84.47 |
87.40 |
83.77 |
86.80 |
+2.57 |
360,268 |
108,514 |
-22,895 |
Dec11 |
111014 |
84.66 |
87.60 |
83.98 |
87.00 |
+2.55 |
184,725 |
330,762 |
+16,901 |
Jan12 |
111014 |
84.84 |
87.69 |
84.20 |
87.10 |
+2.47 |
67,898 |
170,944 |
+10,574 |
Feb12 |
111014 |
84.95 |
87.81 |
84.82 |
87.22 |
+2.37 |
24,985 |
59,731 |
-1,660 |
Mar12 |
111014 |
85.17 |
87.91 |
85.17 |
87.31 |
+2.26 |
19,339 |
64,834 |
+2,919 |
Apr12 |
111014 |
84.93 |
87.94 |
84.93 |
87.35 |
+2.19 |
9,082 |
34,806 |
-360 |
May12 |
111014 |
86.15 |
88.00 |
86.11 |
87.39 |
+2.12 |
8,628 |
26,465 |
-520 |
Jun12 |
111014 |
85.72 |
88.12 |
85.68 |
87.43 |
+2.05 |
24,475 |
68,660 |
+289 |
Jul12 |
111014 |
86.00 |
88.07 |
86.00 |
87.53 |
+1.99 |
4,913 |
37,546 |
+1,023 |
Aug12 |
111014 |
88.15 |
88.38 |
87.60 |
87.63 |
+1.94 |
2,587 |
18,402 |
+308 |
Sep12 |
111014 |
88.24 |
88.26 |
87.51 |
87.79 |
+1.90 |
4,323 |
18,084 |
-311 |
Oct12 |
111014 |
88.59 |
88.59 |
87.98 |
87.98 |
+1.84 |
2,702 |
21,744 |
+268 |
Nov12 |
111014 |
88.24 |
88.24 |
88.24 |
88.24 |
+1.81 |
3,510 |
23,210 |
-342 |
Dec12 |
111014 |
86.96 |
89.38 |
86.36 |
88.51 |
+1.79 |
26,735 |
160,296 |
+2,446 |
Jan13 |
111014 |
88.58 |
88.58 |
88.58 |
88.58 |
+1.77 |
1,649 |
22,367 |
+569 |
Feb13 |
111014 |
88.84 |
88.84 |
88.61 |
88.61 |
+1.76 |
175 |
9,347 |
+61 |
Total Volume and Open Interest |
759,857 |
1,429,641 |
+7,506 |
e-miNY Crude Oil(NYM) |
Oct11 |
110919 |
87.250 |
87.400 |
84.800 |
85.700 |
-2.250 |
4,569 |
1,489 |
-206 |
Nov11 |
111014 |
84.425 |
87.400 |
83.800 |
86.800 |
+2.575 |
13,467 |
2,469 |
+112 |
Dec11 |
111014 |
84.600 |
87.600 |
84.025 |
87.000 |
+2.550 |
782 |
765 |
-11 |
Jan12 |
111014 |
84.275 |
87.675 |
84.275 |
87.100 |
+2.475 |
57 |
345 |
-9 |
Feb12 |
111014 |
85.850 |
87.800 |
85.850 |
87.225 |
+2.375 |
20 |
121 |
-14 |
Mar12 |
111014 |
87.250 |
87.300 |
87.250 |
87.300 |
+2.250 |
1 |
19 |
+0 |
Apr12 |
111014 |
87.300 |
87.350 |
87.300 |
87.350 |
+2.200 |
1 |
30 |
+0 |
May12 |
111014 |
87.400 |
87.400 |
87.400 |
87.400 |
+2.125 |
0 |
7 |
+0 |
Jun12 |
111014 |
86.325 |
87.425 |
86.325 |
87.425 |
+2.050 |
5 |
16 |
+2 |
Jul12 |
111014 |
87.525 |
87.525 |
87.525 |
87.525 |
+1.975 |
0 |
4 |
+0 |
Total Volume and Open Interest |
14,343 |
4,004 |
+70 |
Heating Oil(NYM) |
Nov11 |
111014 |
297.60 |
306.70 |
297.00 |
305.58 |
+8.44 |
60,414 |
62,067 |
-1,289 |
Dec11 |
111014 |
296.70 |
305.88 |
296.16 |
304.66 |
+8.36 |
45,654 |
63,716 |
+423 |
Jan12 |
111014 |
295.14 |
304.30 |
294.71 |
303.22 |
+8.08 |
23,677 |
43,351 |
+2,279 |
Feb12 |
111014 |
293.18 |
301.94 |
293.18 |
301.07 |
+7.89 |
12,322 |
21,950 |
-710 |
Mar12 |
111014 |
290.70 |
299.73 |
290.40 |
298.28 |
+7.71 |
9,902 |
23,510 |
-3 |
Apr12 |
111014 |
288.18 |
294.56 |
288.10 |
293.88 |
+7.42 |
2,677 |
10,423 |
+147 |
May12 |
111014 |
284.32 |
290.31 |
284.32 |
289.73 |
+7.26 |
2,106 |
8,408 |
+15 |
Jun12 |
111014 |
281.35 |
288.62 |
281.35 |
287.44 |
+7.14 |
7,993 |
31,094 |
+1,276 |
Jul12 |
111014 |
286.43 |
287.70 |
285.50 |
287.16 |
+6.90 |
500 |
6,854 |
-2 |
Aug12 |
111014 |
285.50 |
287.34 |
285.50 |
287.18 |
+6.60 |
203 |
3,966 |
-81 |
Sep12 |
111014 |
286.40 |
287.21 |
286.40 |
287.21 |
+6.31 |
229 |
4,237 |
-62 |
Oct12 |
111014 |
288.52 |
288.52 |
287.69 |
287.69 |
+6.04 |
42 |
1,412 |
-7 |
Total Volume and Open Interest |
166,761 |
296,657 |
+2,197 |
Gasoline(NYMEX) |
Nov11 |
111014 |
276.65 |
284.04 |
275.07 |
282.47 |
+6.72 |
43,216 |
57,076 |
-3,910 |
Dec11 |
111014 |
270.45 |
278.55 |
269.02 |
276.95 |
+7.26 |
40,372 |
65,187 |
+3,942 |
Jan12 |
111014 |
266.48 |
275.41 |
266.48 |
273.93 |
+7.32 |
19,604 |
39,159 |
+2,298 |
Feb12 |
111014 |
264.96 |
273.66 |
264.96 |
272.32 |
+7.32 |
6,079 |
15,890 |
+605 |
Mar12 |
111014 |
264.93 |
273.15 |
264.00 |
271.98 |
+7.30 |
4,029 |
19,043 |
+316 |
Apr12 |
111014 |
275.34 |
283.39 |
275.34 |
282.48 |
+7.32 |
2,547 |
16,569 |
-401 |
May12 |
111014 |
274.13 |
281.75 |
273.46 |
281.25 |
+7.04 |
1,961 |
10,872 |
+270 |
Jun12 |
111014 |
272.32 |
279.59 |
272.32 |
278.94 |
+6.52 |
4,807 |
19,021 |
-798 |
Jul12 |
111014 |
274.16 |
276.05 |
274.16 |
275.99 |
+6.10 |
1,035 |
5,177 |
+241 |
Aug12 |
111014 |
273.00 |
273.00 |
273.00 |
273.00 |
+5.67 |
745 |
4,717 |
+43 |
Total Volume and Open Interest |
128,478 |
273,047 |
+2,707 |
e-miNY RBOB Gasoline(NYM) |
Nov11 |
111014 |
282.50 |
282.50 |
282.47 |
282.50 |
+6.70 |
|
|
|
Dec11 |
111014 |
277.00 |
277.00 |
276.95 |
277.00 |
+7.30 |
|
|
|
Jan12 |
111014 |
273.90 |
273.93 |
273.90 |
273.90 |
+7.30 |
0 |
1 |
+0 |
Feb12 |
111014 |
272.30 |
272.32 |
272.30 |
272.30 |
+7.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Nov11 |
111014 |
3.539 |
3.743 |
3.512 |
3.703 |
+0.172 |
173,574 |
129,263 |
-24,401 |
Dec11 |
111014 |
3.825 |
3.984 |
3.793 |
3.960 |
+0.146 |
109,030 |
119,547 |
+10,377 |
Jan12 |
111014 |
3.963 |
4.125 |
3.942 |
4.100 |
+0.129 |
84,149 |
229,842 |
+18,457 |
Feb12 |
111014 |
3.983 |
4.130 |
3.958 |
4.111 |
+0.122 |
24,275 |
69,086 |
+215 |
Mar12 |
111014 |
3.944 |
4.095 |
3.925 |
4.073 |
+0.120 |
22,550 |
80,103 |
+84 |
Apr12 |
111014 |
3.927 |
4.066 |
3.913 |
4.053 |
+0.112 |
16,195 |
88,044 |
+2,247 |
May12 |
111014 |
3.988 |
4.101 |
3.988 |
4.087 |
+0.110 |
2,562 |
26,310 |
-49 |
Jun12 |
111014 |
4.013 |
4.142 |
4.011 |
4.126 |
+0.108 |
1,434 |
13,815 |
+54 |
Jul12 |
111014 |
4.082 |
4.184 |
4.070 |
4.169 |
+0.106 |
1,083 |
14,443 |
+51 |
Aug12 |
111014 |
4.085 |
4.215 |
4.085 |
4.194 |
+0.104 |
624 |
12,490 |
+111 |
Sep12 |
111014 |
4.100 |
4.206 |
4.100 |
4.196 |
+0.103 |
714 |
9,424 |
+4 |
Oct12 |
111014 |
4.151 |
4.260 |
4.147 |
4.233 |
+0.102 |
3,089 |
48,544 |
+251 |
Nov12 |
111014 |
4.316 |
4.387 |
4.296 |
4.378 |
+0.099 |
773 |
11,514 |
+32 |
Dec12 |
111014 |
4.565 |
4.654 |
4.554 |
4.645 |
+0.091 |
398 |
14,989 |
+26 |
Jan13 |
111014 |
4.729 |
4.808 |
4.699 |
4.785 |
+0.088 |
843 |
25,527 |
-27 |
Feb13 |
111014 |
4.675 |
4.763 |
4.675 |
4.763 |
+0.086 |
111 |
4,867 |
+14 |
Total Volume and Open Interest |
442,097 |
982,172 |
+7,476 |
Brent Crude Oil(ICE) |
Nov11 |
111014 |
111.15 |
114.80 |
110.96 |
114.68 |
+3.57 |
59,121 |
18,139 |
-20,998 |
Dec11 |
111014 |
108.97 |
112.82 |
108.85 |
112.23 |
+3.03 |
242,982 |
222,050 |
+7,275 |
Jan12 |
111014 |
107.51 |
111.07 |
107.32 |
110.56 |
+2.97 |
85,929 |
115,326 |
+13,273 |
Feb12 |
111014 |
106.38 |
109.90 |
106.30 |
109.39 |
+2.91 |
41,957 |
74,333 |
+2,242 |
Mar12 |
111014 |
105.49 |
108.90 |
105.38 |
108.42 |
+2.83 |
28,974 |
64,682 |
+321 |
Apr12 |
111014 |
104.97 |
108.14 |
104.80 |
107.70 |
+2.74 |
15,221 |
27,505 |
+902 |
May12 |
111014 |
104.59 |
107.55 |
104.30 |
107.16 |
+2.66 |
12,021 |
16,558 |
-423 |
Jun12 |
111014 |
104.30 |
107.06 |
104.13 |
106.73 |
+2.60 |
30,019 |
56,830 |
-1,516 |
Jul12 |
111014 |
104.85 |
106.67 |
104.59 |
106.35 |
+2.54 |
6,300 |
15,861 |
-1,057 |
Aug12 |
111014 |
105.94 |
106.06 |
105.94 |
105.97 |
+2.50 |
4,262 |
12,819 |
+202 |
Sep12 |
111014 |
104.30 |
105.63 |
104.27 |
105.55 |
+2.46 |
4,482 |
17,345 |
+398 |
Oct12 |
111014 |
105.09 |
105.13 |
105.09 |
105.13 |
+2.42 |
2,747 |
8,133 |
+539 |
Nov12 |
111014 |
104.72 |
104.72 |
104.72 |
104.72 |
+2.37 |
1,506 |
13,835 |
+103 |
Dec12 |
111014 |
102.04 |
104.51 |
102.04 |
104.30 |
+2.31 |
26,669 |
92,993 |
-1 |
Total Volume and Open Interest |
574,553 |
891,806 |
+138 |
Gas Oil(ICE) |
Nov11 |
111014 |
931.00 |
958.50 |
928.25 |
952.00 |
+31.25 |
107,216 |
105,853 |
-10,990 |
Dec11 |
111014 |
919.50 |
946.75 |
916.25 |
939.50 |
+29.50 |
117,851 |
103,050 |
+4,045 |
Jan12 |
111014 |
909.50 |
937.75 |
908.25 |
930.00 |
+27.50 |
50,755 |
57,488 |
+1,053 |
Feb12 |
111014 |
903.00 |
930.50 |
901.50 |
921.50 |
+26.00 |
24,283 |
38,121 |
+1,863 |
Mar12 |
111014 |
895.75 |
924.00 |
895.50 |
914.50 |
+24.75 |
14,813 |
31,760 |
+272 |
Apr12 |
111014 |
890.00 |
915.75 |
889.25 |
908.25 |
+23.75 |
8,730 |
19,341 |
+681 |
May12 |
111014 |
885.25 |
910.75 |
885.25 |
903.00 |
+23.25 |
6,040 |
18,240 |
-214 |
Jun12 |
111014 |
882.75 |
908.50 |
882.75 |
900.00 |
+22.50 |
14,806 |
39,772 |
-712 |
Jul12 |
111014 |
893.50 |
906.25 |
892.00 |
899.50 |
+21.75 |
2,585 |
13,650 |
+567 |
Aug12 |
111014 |
884.00 |
906.25 |
884.00 |
899.75 |
+21.25 |
1,950 |
10,044 |
-179 |
Total Volume and Open Interest |
363,631 |
524,357 |
-3,265 |
Ethanol(CBOT) |
Oct11 |
111005 |
2.517 |
2.520 |
2.496 |
2.520 |
+0.062 |
73 |
103 |
-30 |
Nov11 |
111014 |
2.680 |
2.710 |
2.663 |
2.701 |
+0.061 |
254 |
1,082 |
-52 |
Dec11 |
111014 |
2.580 |
2.600 |
2.567 |
2.590 |
+0.044 |
170 |
1,576 |
-18 |
Jan12 |
111014 |
2.442 |
2.445 |
2.410 |
2.428 |
+0.017 |
90 |
1,140 |
-40 |
Feb12 |
111014 |
2.367 |
2.367 |
2.355 |
2.359 |
+0.010 |
50 |
688 |
+15 |
Mar12 |
111014 |
2.365 |
2.384 |
2.365 |
2.365 |
+0.004 |
57 |
1,023 |
+24 |
Apr12 |
111014 |
2.379 |
2.379 |
2.375 |
2.376 |
+0.005 |
53 |
617 |
-6 |
May12 |
111014 |
2.400 |
2.405 |
2.395 |
2.404 |
+0.009 |
16 |
647 |
+11 |
Total Volume and Open Interest |
938 |
9,933 |
+55 |
WTI Crude Oil(ICE) |
Nov11 |
111014 |
84.20 |
87.42 |
83.80 |
86.80 |
+2.57 |
58,700 |
32,472 |
-5,712 |
Dec11 |
111014 |
84.32 |
87.60 |
84.03 |
87.00 |
+2.55 |
53,730 |
108,688 |
-1,159 |
Jan12 |
111014 |
84.50 |
87.69 |
84.50 |
87.10 |
+2.47 |
20,023 |
44,272 |
-304 |
Feb12 |
111014 |
84.83 |
87.82 |
84.83 |
87.22 |
+2.37 |
7,340 |
19,640 |
-53 |
Mar12 |
111014 |
85.68 |
87.86 |
85.34 |
87.31 |
+2.26 |
10,314 |
21,306 |
+2,460 |
Apr12 |
111014 |
85.23 |
87.88 |
85.23 |
87.35 |
+2.19 |
3,345 |
10,036 |
-1 |
May12 |
111014 |
85.64 |
87.92 |
85.64 |
87.39 |
+2.12 |
3,213 |
8,291 |
-305 |
Jun12 |
111014 |
85.32 |
88.03 |
85.32 |
87.43 |
+2.05 |
8,672 |
37,563 |
+346 |
Jul12 |
111014 |
86.09 |
88.12 |
85.98 |
87.53 |
+1.99 |
935 |
7,408 |
+59 |
Aug12 |
111014 |
87.63 |
87.63 |
87.63 |
87.63 |
+1.94 |
323 |
4,604 |
+5 |
Sep12 |
111014 |
87.51 |
87.79 |
87.51 |
87.79 |
+1.90 |
445 |
7,829 |
-80 |
Oct12 |
111014 |
87.98 |
87.98 |
87.98 |
87.98 |
+1.84 |
285 |
1,837 |
+29 |
Nov12 |
111014 |
88.24 |
88.24 |
88.24 |
88.24 |
+1.81 |
273 |
2,903 |
+41 |
Dec12 |
111014 |
86.69 |
89.34 |
86.35 |
88.51 |
+1.79 |
7,737 |
51,698 |
-772 |
Jan13 |
111014 |
88.58 |
88.58 |
88.58 |
88.58 |
+1.77 |
3 |
2,057 |
+3 |
Feb13 |
111014 |
88.61 |
88.61 |
88.61 |
88.61 |
+1.76 |
3 |
592 |
+3 |
Total Volume and Open Interest |
178,222 |
449,376 |
-5,004 |
US Dollar Index(ICE) |
Dec11 |
111014 |
77.425 |
77.565 |
76.795 |
76.908 |
-0.378 |
22,362 |
68,424 |
-511 |
Mar12 |
111014 |
77.375 |
77.375 |
77.220 |
77.317 |
-0.382 |
10 |
558 |
+4 |
Jun12 |
111014 |
77.777 |
77.777 |
77.777 |
77.777 |
-0.383 |
0 |
2 |
+0 |
Total Volume and Open Interest |
22,372 |
68,984 |
-507 |
Australian Dollar(CME) |
Dec11 |
111014 |
101.07 |
102.70 |
100.65 |
102.58 |
+1.38 |
151,685 |
121,243 |
+2,119 |
Mar12 |
111014 |
100.00 |
101.64 |
100.00 |
101.58 |
+1.35 |
15 |
199 |
+4 |
Jun12 |
111014 |
99.75 |
100.69 |
99.37 |
100.69 |
+1.32 |
0 |
21 |
+0 |
Total Volume and Open Interest |
151,700 |
121,596 |
+2,123 |
British Pound(CME) |
Dec11 |
111014 |
157.51 |
158.42 |
157.12 |
158.05 |
+0.46 |
96,830 |
175,577 |
-1,203 |
Mar12 |
111014 |
157.50 |
157.93 |
157.47 |
157.92 |
+0.45 |
23 |
121 |
+5 |
Jun12 |
111014 |
157.77 |
157.77 |
157.35 |
157.77 |
+0.42 |
0 |
3 |
+0 |
Total Volume and Open Interest |
96,853 |
175,705 |
-1,198 |
Canadian Dollar(CME) |
Dec11 |
111014 |
97.82 |
98.87 |
97.56 |
98.71 |
+0.69 |
82,896 |
117,568 |
+1,297 |
Mar12 |
111014 |
97.55 |
98.59 |
97.55 |
98.56 |
+0.68 |
386 |
4,015 |
-640 |
Jun12 |
111014 |
97.83 |
98.46 |
97.79 |
98.46 |
+0.67 |
65 |
950 |
-250 |
Sep12 |
111014 |
98.10 |
98.36 |
97.72 |
98.36 |
+0.64 |
2 |
624 |
-2 |
Total Volume and Open Interest |
83,350 |
123,272 |
+406 |
Japanese Yen(CME) |
Dec11 |
111014 |
130.18 |
130.22 |
129.21 |
129.61 |
-0.61 |
83,646 |
147,283 |
-3,195 |
Mar12 |
111014 |
130.21 |
130.46 |
129.61 |
129.86 |
-0.60 |
38 |
423 |
+17 |
Jun12 |
111014 |
130.40 |
130.70 |
130.12 |
130.12 |
-0.58 |
0 |
19 |
+0 |
Total Volume and Open Interest |
83,684 |
147,729 |
-3,178 |
Swiss Franc(CME) |
Dec11 |
111014 |
111.48 |
112.44 |
111.14 |
112.09 |
+0.56 |
21,277 |
25,197 |
+2,408 |
Mar12 |
111014 |
112.35 |
112.35 |
111.81 |
112.35 |
+0.54 |
1 |
628 |
+0 |
Jun12 |
111014 |
112.11 |
112.95 |
112.11 |
112.69 |
+0.58 |
1 |
3 |
-2 |
Total Volume and Open Interest |
21,279 |
25,834 |
+2,406 |
EuroFX(CME) |
Dec11 |
111014 |
137.64 |
138.85 |
137.14 |
138.70 |
+0.95 |
304,876 |
222,914 |
+866 |
Mar12 |
111014 |
137.56 |
138.80 |
137.14 |
138.67 |
+0.94 |
526 |
2,294 |
+230 |
Jun12 |
111014 |
138.64 |
138.64 |
137.71 |
138.64 |
+0.93 |
0 |
830 |
+0 |
Total Volume and Open Interest |
305,404 |
226,049 |
+1,084 |
Mexican Peso(CME) |
Oct11 |
111014 |
753.2 |
753.2 |
748.5 |
753.2 |
+4.8 |
|
|
|
Nov11 |
111014 |
751.5 |
751.5 |
746.8 |
751.5 |
+4.8 |
|
|
|
Total Volume and Open Interest |
30,383 |
89,867 |
+3,114 |
Brazilian Real(CME) |
Nov11 |
111014 |
574.60 |
574.60 |
565.65 |
574.60 |
+8.95 |
0 |
1,593 |
+0 |
Dec11 |
111014 |
570.00 |
571.40 |
568.30 |
571.40 |
+8.80 |
173 |
5,323 |
+124 |
Jan12 |
111014 |
568.20 |
568.20 |
559.55 |
568.20 |
+8.65 |
846 |
10,149 |
+0 |
Feb12 |
111014 |
565.05 |
565.05 |
556.50 |
565.05 |
+8.55 |
|
|
|
Total Volume and Open Interest |
1,019 |
32,386 |
+124 |
30-Year T-Bonds(CBOT) |
Dec11 |
111014 |
139~110 |
139~220 |
137~270 |
138~130 |
-1~040 |
353,176 |
620,296 |
+4,420 |
Mar12 |
111014 |
138~080 |
138~310 |
137~090 |
137~250 |
-1~060 |
372 |
1,292 |
+139 |
Jun12 |
111014 |
137~040 |
138~100 |
137~040 |
137~040 |
-1~060 |
|
|
|
Total Volume and Open Interest |
353,548 |
621,588 |
+4,559 |
10-Year T-Notes(CBOT) |
Dec11 |
111014 |
128~110 |
128~190 |
127~250 |
128~040 |
-0~100 |
1,286,748 |
1,499,956 |
-21,685 |
Mar12 |
111014 |
127~235 |
127~235 |
127~020 |
127~095 |
-0~105 |
516 |
10,576 |
+276 |
Jun12 |
111014 |
126~095 |
126~200 |
126~095 |
126~095 |
-0~105 |
|
|
|
Total Volume and Open Interest |
1,287,264 |
1,510,532 |
-21,409 |
5-Year T-Notes(CBOT) |
Dec11 |
111014 |
121~107 |
121~126 |
121~085 |
121~117 |
+0~003 |
567,888 |
1,165,430 |
-11,793 |
Mar12 |
111014 |
121~048 |
121~048 |
121~045 |
121~048 |
+0~003 |
0 |
3 |
+0 |
Jun12 |
111014 |
120~072 |
120~072 |
120~069 |
120~072 |
+0~003 |
|
|
|
Total Volume and Open Interest |
567,888 |
1,165,433 |
-11,793 |
2 Year T-Notes(CBOT) |
Dec11 |
111014 |
110~007 |
110~016 |
110~006 |
110~014 |
+0~006 |
224,583 |
710,333 |
+932 |
Mar12 |
111014 |
110~012 |
110~012 |
110~006 |
110~012 |
+0~006 |
0 |
243 |
+0 |
Jun12 |
111014 |
109~100 |
109~100 |
109~094 |
109~100 |
+0~006 |
|
|
|
Total Volume and Open Interest |
224,583 |
710,576 |
+932 |
Eurodollars(CME) |
Dec11 |
111014 |
99.455 |
99.475 |
99.450 |
99.465 |
+0.010 |
199,613 |
1,046,151 |
+17,292 |
Mar12 |
111014 |
99.375 |
99.400 |
99.375 |
99.390 |
+0.015 |
162,456 |
1,032,689 |
-739 |
Jun12 |
111014 |
99.345 |
99.375 |
99.345 |
99.365 |
+0.020 |
170,705 |
1,070,316 |
+12,644 |
Sep12 |
111014 |
99.320 |
99.350 |
99.320 |
99.340 |
+0.015 |
187,896 |
738,150 |
+6,458 |
Dec12 |
111014 |
99.305 |
99.325 |
99.290 |
99.315 |
+0.005 |
181,742 |
758,217 |
+174 |
Mar13 |
111014 |
99.275 |
99.290 |
99.255 |
99.280 |
-0.005 |
173,090 |
778,688 |
-8,830 |
Jun13 |
111014 |
99.195 |
99.210 |
99.165 |
99.195 |
-0.010 |
149,796 |
498,260 |
-2,558 |
Sep13 |
111014 |
99.070 |
99.090 |
99.030 |
99.065 |
-0.015 |
141,258 |
428,113 |
+1,479 |
Dec13 |
111014 |
98.890 |
98.915 |
98.845 |
98.880 |
-0.025 |
119,662 |
412,041 |
+4,872 |
Mar14 |
111014 |
98.715 |
98.745 |
98.665 |
98.705 |
-0.030 |
94,742 |
292,342 |
+5,931 |
Jun14 |
111014 |
98.530 |
98.555 |
98.465 |
98.505 |
-0.040 |
72,384 |
257,725 |
+1,806 |
Sep14 |
111014 |
98.345 |
98.360 |
98.260 |
98.300 |
-0.045 |
74,802 |
163,952 |
-7,010 |
Dec14 |
111014 |
98.130 |
98.165 |
98.050 |
98.095 |
-0.050 |
63,335 |
156,480 |
-3,519 |
Mar15 |
111014 |
97.960 |
97.990 |
97.865 |
97.910 |
-0.060 |
33,111 |
110,170 |
+3,113 |
Jun15 |
111014 |
6.050 |
6.070 |
5.940 |
5.980 |
-0.070 |
27,593 |
90,543 |
+1,266 |
Sep15 |
111014 |
5.870 |
5.905 |
5.770 |
5.810 |
-0.075 |
25,575 |
77,155 |
+2,602 |
Dec15 |
111014 |
5.730 |
5.745 |
5.605 |
5.640 |
-0.080 |
16,171 |
56,859 |
-882 |
Mar16 |
111014 |
5.585 |
5.610 |
5.470 |
5.505 |
-0.085 |
12,922 |
47,822 |
-175 |
Total Volume and Open Interest |
1,946,771 |
8,295,358 |
+34,475 |
30 Day Federal Funds(CBOT) |
Oct11 |
111014 |
99.925 |
99.925 |
99.923 |
99.923 |
unch |
2,310 |
63,951 |
+326 |
Nov11 |
111014 |
99.920 |
99.920 |
99.915 |
99.915 |
unch |
2,605 |
61,860 |
+819 |
Dec11 |
111014 |
99.920 |
99.920 |
99.915 |
99.915 |
unch |
4,058 |
56,934 |
-332 |
Jan12 |
111014 |
99.905 |
99.910 |
99.900 |
99.905 |
unch |
3,790 |
48,029 |
-573 |
Feb12 |
111014 |
99.895 |
99.900 |
99.890 |
99.895 |
unch |
1,089 |
44,349 |
+576 |
Mar12 |
111014 |
99.890 |
99.890 |
99.885 |
99.890 |
+0.005 |
2,246 |
29,854 |
-301 |
Total Volume and Open Interest |
35,125 |
618,493 |
+1,233 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111014 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
281 |
+0 |
Mar12 |
111014 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.007 |
0 |
300 |
+0 |
Jun12 |
111014 |
99.673 |
99.673 |
99.673 |
99.673 |
+0.007 |
|
|
|
Sep12 |
111014 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.007 |
|
|
|
Dec12 |
111014 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.005 |
|
|
|
Mar13 |
111014 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.005 |
|
|
|
Jun13 |
111014 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.005 |
|
|
|
Sep13 |
111014 |
99.485 |
99.485 |
99.485 |
99.485 |
+0.005 |
|
|
|
Dec13 |
111014 |
99.345 |
99.345 |
99.345 |
99.345 |
+0.005 |
|
|
|
Mar14 |
111014 |
99.205 |
99.205 |
99.205 |
99.205 |
+0.005 |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111014 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
100 |
2,179 |
+19 |
Mar12 |
111014 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
2,378 |
+0 |
Jun12 |
111014 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
1,470 |
+0 |
Sep12 |
111014 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
610 |
+0 |
Dec12 |
111014 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
51 |
+0 |
Mar13 |
111014 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
1 |
+0 |
Jun13 |
111014 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
|
|
|
Sep13 |
111014 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.00 |
|
|
|
Total Volume and Open Interest |
100 |
6,691 |
+19 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111014 |
142.30 |
142.35 |
142.11 |
142.11 |
-0.16 |
4,722 |
21,630 |
-818 |
Mar12 |
111014 |
141.52 |
141.52 |
141.52 |
141.52 |
-0.16 |
0 |
5 |
+0 |
Jun12 |
111014 |
139.43 |
139.43 |
139.43 |
139.43 |
-0.16 |
|
|
|
Total Volume and Open Interest |
4,722 |
21,635 |
-818 |
Euro-Bund(EUREX) |
Dec11 |
111014 |
134.14 |
134.55 |
133.29 |
133.40 |
-0.99 |
987,602 |
906,799 |
-41,933 |
Mar12 |
111014 |
134.26 |
134.31 |
133.55 |
133.63 |
-1.03 |
241 |
825 |
+138 |
Jun12 |
111014 |
133.70 |
133.70 |
133.70 |
133.70 |
-0.99 |
|
|
|
Total Volume and Open Interest |
987,843 |
907,624 |
-41,795 |
Euro-Bobl(EUREX) |
Dec11 |
111014 |
121.21 |
121.42 |
120.93 |
121.01 |
-0.35 |
463,543 |
745,165 |
+2,526 |
Mar12 |
111014 |
121.25 |
121.25 |
121.25 |
121.25 |
-0.35 |
503 |
17,673 |
+253 |
Jun12 |
111014 |
121.16 |
121.16 |
121.16 |
121.16 |
-0.35 |
|
|
|
Total Volume and Open Interest |
464,046 |
762,838 |
+2,779 |
3-Mth Euribor(EUREX) |
Dec11 |
111014 |
98.600 |
98.615 |
98.600 |
98.605 |
-0.025 |
1,301 |
1,943 |
+155 |
Mar12 |
111014 |
98.735 |
98.735 |
98.735 |
98.735 |
-0.030 |
25 |
2,082 |
-20 |
Jun12 |
111014 |
98.775 |
98.775 |
98.775 |
98.775 |
-0.035 |
52 |
1,058 |
+50 |
Total Volume and Open Interest |
1,378 |
8,365 |
+185 |
Long Gilt(LIFFE) |
Dec11 |
111014 |
127~18 |
127~28 |
126~18 |
126~31 |
-0~26 |
140,409 |
310,549 |
+3,016 |
Mar12 |
111014 |
127~06 |
127~06 |
127~06 |
127~06 |
-0~26 |
|
|
|
Total Volume and Open Interest |
140,409 |
310,549 |
+3,016 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111014 |
98.98 |
98.99 |
98.97 |
98.97 |
-0.01 |
53,579 |
349,064 |
+5,537 |
Mar12 |
111014 |
98.98 |
98.99 |
98.96 |
98.97 |
-0.02 |
80,458 |
348,139 |
-27,452 |
Jun12 |
111014 |
98.99 |
99.00 |
98.95 |
98.95 |
-0.04 |
58,048 |
215,990 |
+1,431 |
Sep12 |
111014 |
98.97 |
98.98 |
98.91 |
98.92 |
-0.06 |
75,181 |
222,529 |
-15,118 |
Dec12 |
111014 |
98.92 |
98.93 |
98.84 |
98.85 |
-0.08 |
54,749 |
182,448 |
-6,659 |
Mar13 |
111014 |
98.86 |
98.87 |
98.78 |
98.79 |
-0.08 |
55,148 |
152,793 |
-6,140 |
Total Volume and Open Interest |
484,895 |
1,866,008 |
-55,502 |
3-Mth Euribor(LIFFE) |
Dec11 |
111014 |
98.625 |
98.635 |
98.590 |
98.605 |
-0.025 |
110,885 |
728,550 |
+7,878 |
Mar12 |
111014 |
98.760 |
98.775 |
98.725 |
98.735 |
-0.030 |
92,376 |
512,672 |
-3,483 |
Jun12 |
111014 |
98.795 |
98.820 |
98.765 |
98.775 |
-0.035 |
96,607 |
354,222 |
-1,693 |
Total Volume and Open Interest |
721,860 |
3,349,082 |
+17,372 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111014 |
95.49 |
95.56 |
95.49 |
95.53 |
+0.03 |
28,701 |
221,254 |
-20,398 |
Mar12 |
111014 |
95.87 |
95.94 |
95.85 |
95.90 |
+0.03 |
23,256 |
192,449 |
-6,811 |
Jun12 |
111014 |
95.99 |
96.06 |
95.96 |
96.02 |
+0.04 |
12,785 |
116,460 |
-1,942 |
Sep12 |
111014 |
95.96 |
96.02 |
95.92 |
95.99 |
+0.04 |
5,696 |
77,993 |
-102 |
Dec12 |
111014 |
95.88 |
95.95 |
95.87 |
95.92 |
+0.04 |
2,529 |
46,230 |
+533 |
Mar13 |
111014 |
95.80 |
95.86 |
95.79 |
95.85 |
+0.05 |
1,094 |
44,594 |
+344 |
Jun13 |
111014 |
95.73 |
95.79 |
95.71 |
95.78 |
+0.05 |
997 |
32,307 |
-863 |
Sep13 |
111014 |
95.65 |
95.69 |
95.61 |
95.69 |
+0.06 |
195 |
13,567 |
+49 |
Dec13 |
111014 |
95.58 |
95.58 |
95.58 |
95.58 |
+0.07 |
29 |
3,063 |
-3 |
Mar14 |
111014 |
95.46 |
95.46 |
95.46 |
95.46 |
+0.07 |
0 |
406 |
+0 |
Total Volume and Open Interest |
75,282 |
748,389 |
-29,193 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111014 |
95.52 |
95.59 |
95.50 |
95.54 |
+0.03 |
54,122 |
347,179 |
-1,664 |
Mar12 |
111014 |
95.54 |
95.54 |
95.54 |
95.54 |
+0.03 |
|
|
|
Total Volume and Open Interest |
54,122 |
347,179 |
-1,664 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111014 |
96.13 |
96.22 |
96.11 |
96.19 |
+0.06 |
114,459 |
473,733 |
-31,554 |
Mar12 |
111014 |
96.19 |
96.19 |
96.19 |
96.19 |
+0.06 |
|
|
|
Total Volume and Open Interest |
114,459 |
473,733 |
-31,554 |
Gold(CMX) |
Oct11 |
111014 |
1665.8 |
1683.3 |
1665.8 |
1681.8 |
+14.5 |
148 |
780 |
-4 |
Dec11 |
111014 |
1669.0 |
1685.5 |
1662.5 |
1683.0 |
+14.5 |
115,586 |
268,102 |
-4,236 |
Feb12 |
111014 |
1669.2 |
1686.8 |
1666.4 |
1684.9 |
+14.5 |
3,423 |
47,541 |
-351 |
Apr12 |
111014 |
1669.9 |
1686.4 |
1669.9 |
1686.4 |
+14.4 |
1,285 |
13,138 |
+543 |
Jun12 |
111014 |
1673.6 |
1690.0 |
1673.6 |
1688.1 |
+14.5 |
420 |
17,696 |
+120 |
Aug12 |
111014 |
1676.7 |
1689.8 |
1676.6 |
1689.8 |
+14.6 |
18 |
7,523 |
+10 |
Oct12 |
111014 |
1678.6 |
1693.2 |
1678.6 |
1691.6 |
+14.6 |
8 |
5,862 |
+1 |
Dec12 |
111014 |
1679.3 |
1695.0 |
1677.8 |
1693.9 |
+14.6 |
83 |
14,987 |
-1 |
Feb13 |
111014 |
1696.1 |
1696.1 |
1696.1 |
1696.1 |
+14.6 |
0 |
3,392 |
+0 |
Apr13 |
111014 |
1698.8 |
1698.8 |
1698.8 |
1698.8 |
+14.6 |
0 |
282 |
+0 |
Jun13 |
111014 |
1700.5 |
1702.6 |
1700.5 |
1702.6 |
+15.2 |
4 |
12,017 |
+0 |
Aug13 |
111014 |
1706.0 |
1706.0 |
1706.0 |
1706.0 |
+15.3 |
0 |
45 |
+0 |
Total Volume and Open Interest |
121,399 |
436,578 |
-3,958 |
Silver(CMX) |
Dec11 |
111014 |
3180.5 |
3256.5 |
3121.0 |
3217.3 |
+50.6 |
30,573 |
60,306 |
+726 |
Mar12 |
111014 |
3186.5 |
3252.0 |
3143.0 |
3221.6 |
+50.6 |
1,094 |
10,211 |
+286 |
May12 |
111014 |
3223.8 |
3223.8 |
3223.8 |
3223.8 |
+50.7 |
50 |
2,908 |
+1 |
Jul12 |
111014 |
3190.5 |
3225.0 |
3190.5 |
3225.0 |
+50.9 |
94 |
2,416 |
+11 |
Sep12 |
111014 |
3248.0 |
3248.0 |
3187.0 |
3224.1 |
+51.0 |
54 |
1,001 |
+5 |
Dec12 |
111014 |
3171.0 |
3234.0 |
3170.0 |
3223.8 |
+51.3 |
157 |
10,682 |
+63 |
Mar13 |
111014 |
3218.3 |
3218.3 |
3218.3 |
3218.3 |
+51.3 |
0 |
751 |
+0 |
Total Volume and Open Interest |
32,201 |
101,327 |
+1,152 |
Platinum(NYMEX) |
Oct11 |
111014 |
1549.3 |
1549.5 |
1549.3 |
1549.5 |
+21.0 |
1 |
91 |
-3 |
Jan12 |
111014 |
1533.5 |
1564.6 |
1530.0 |
1554.9 |
+22.5 |
5,390 |
34,820 |
-556 |
Apr12 |
111014 |
1548.6 |
1565.5 |
1548.6 |
1558.7 |
+22.5 |
38 |
2,845 |
+28 |
Jul12 |
111014 |
1562.4 |
1562.4 |
1562.4 |
1562.4 |
+22.5 |
3 |
38 |
-1 |
Total Volume and Open Interest |
5,434 |
37,827 |
-532 |
Palladium(NYMEX) |
Dec11 |
111014 |
593.85 |
628.00 |
590.30 |
620.55 |
+26.45 |
2,918 |
18,600 |
-2 |
Mar12 |
111014 |
605.50 |
621.55 |
605.50 |
621.55 |
+26.25 |
5 |
412 |
+2 |
Jun12 |
111014 |
622.55 |
622.55 |
622.55 |
622.55 |
+26.25 |
0 |
8 |
+0 |
Total Volume and Open Interest |
2,923 |
19,023 |
+0 |
Copper(CMX) |
Dec11 |
111014 |
332.80 |
343.15 |
331.25 |
340.85 |
+10.15 |
51,695 |
76,169 |
+715 |
Mar12 |
111014 |
334.00 |
344.85 |
333.70 |
342.65 |
+10.10 |
5,904 |
29,115 |
+1,628 |
May12 |
111014 |
342.45 |
344.35 |
342.40 |
343.70 |
+10.00 |
2,956 |
8,320 |
-165 |
Jul12 |
111014 |
337.10 |
345.00 |
337.10 |
344.45 |
+9.95 |
83 |
2,550 |
-7 |
Sep12 |
111014 |
337.80 |
345.90 |
337.80 |
345.00 |
+9.90 |
65 |
1,013 |
+22 |
Total Volume and Open Interest |
61,959 |
125,126 |
+2,764 |
DJIA Index(CBOT) |
Dec11 |
111014 |
11395 |
11582 |
11364 |
11566 |
+174 |
323 |
11,339 |
+13 |
Mar12 |
111014 |
11491 |
11491 |
11317 |
11491 |
+174 |
0 |
21 |
+0 |
Jun12 |
111014 |
11421 |
11421 |
11247 |
11421 |
+174 |
|
|
|
Sep12 |
111014 |
11358 |
11358 |
11184 |
11358 |
+174 |
|
|
|
Total Volume and Open Interest |
323 |
11,360 |
+13 |
E-mini DJIA Index(CBOT) |
Dec11 |
111014 |
11394 |
11589 |
11359 |
11566 |
+174 |
125,916 |
76,045 |
-1,826 |
Mar12 |
111014 |
11500 |
11500 |
11491 |
11491 |
+174 |
9 |
105 |
+0 |
Jun12 |
111014 |
11421 |
11421 |
11421 |
11421 |
+174 |
0 |
2 |
+0 |
Sep12 |
111014 |
11358 |
11358 |
11358 |
11358 |
+174 |
0 |
10 |
+0 |
Total Volume and Open Interest |
125,925 |
76,162 |
-1,826 |
S & P 500(CME) |
Dec11 |
111014 |
1197.70 |
1221.30 |
1193.00 |
1219.20 |
+21.30 |
13,032 |
280,007 |
-598 |
Mar12 |
111014 |
1213.10 |
1215.80 |
1213.10 |
1213.10 |
+21.30 |
1,327 |
4,239 |
+842 |
Jun12 |
111014 |
1208.00 |
1210.70 |
1208.00 |
1208.00 |
+21.30 |
170 |
1,259 |
+165 |
Sep12 |
111014 |
1202.00 |
1204.70 |
1202.00 |
1202.00 |
+21.30 |
|
|
|
Total Volume and Open Interest |
14,529 |
285,605 |
+409 |
S & P 500 E-Mini(Globex) |
Dec11 |
111014 |
1197.50 |
1221.50 |
1193.00 |
1219.25 |
+21.25 |
2,316,227 |
2,954,661 |
-35,623 |
Mar12 |
111014 |
1190.75 |
1214.50 |
1187.25 |
1213.00 |
+21.25 |
3,165 |
5,784 |
+1,282 |
Total Volume and Open Interest |
2,319,509 |
2,960,639 |
-34,230 |
NASDAQ 100(CME) |
Dec11 |
111014 |
2325.50 |
2370.00 |
2321.00 |
2367.30 |
+41.30 |
1,516 |
17,553 |
+755 |
Mar12 |
111014 |
2363.00 |
2363.00 |
2361.80 |
2363.00 |
+41.20 |
|
|
|
Jun12 |
111014 |
2360.00 |
2360.00 |
2358.80 |
2360.00 |
+41.20 |
|
|
|
Total Volume and Open Interest |
1,516 |
17,553 |
+755 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111014 |
2326.30 |
2369.00 |
2320.30 |
2367.30 |
+41.30 |
315,723 |
306,405 |
+2,694 |
Mar12 |
111014 |
2330.00 |
2364.00 |
2330.00 |
2363.00 |
+41.20 |
120 |
227 |
-24 |
Total Volume and Open Interest |
315,843 |
306,635 |
+2,670 |
S & P Midcap 400(CME) |
Dec11 |
111014 |
851.90 |
853.00 |
851.90 |
851.90 |
+16.10 |
0 |
4,535 |
+0 |
Mar12 |
111014 |
849.90 |
850.00 |
849.90 |
849.90 |
+16.10 |
|
|
|
Jun12 |
111014 |
847.90 |
848.00 |
847.90 |
847.90 |
+16.10 |
|
|
|
Total Volume and Open Interest |
0 |
4,535 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111014 |
8800 |
8895 |
8750 |
8885 |
+85 |
6,165 |
25,943 |
+466 |
Mar12 |
111014 |
8820 |
8885 |
8800 |
8885 |
+85 |
10 |
25 |
+0 |
Total Volume and Open Interest |
6,175 |
25,968 |
+466 |
Nikkei 225(SGX) |
Dec11 |
111014 |
8810 |
8845 |
8740 |
8775 |
-25 |
116,542 |
192,994 |
+10,820 |
Mar12 |
111014 |
8780 |
8780 |
8765 |
8765 |
-25 |
0 |
5,246 |
+20 |
Jun12 |
111014 |
8690 |
8690 |
8690 |
8690 |
-25 |
0 |
18 |
+0 |
Total Volume and Open Interest |
128,691 |
223,661 |
+19,717 |
CAC 40(EURONEXT) |
Oct11 |
111014 |
3216.5 |
3251.5 |
3180.0 |
3219.5 |
+31.5 |
113,812 |
265,186 |
-22,065 |
Nov11 |
111014 |
3207.5 |
3245.0 |
3176.0 |
3214.0 |
+31.5 |
2,334 |
32,169 |
-1,891 |
Dec11 |
111014 |
3207.5 |
3241.0 |
3184.0 |
3211.5 |
+31.5 |
248 |
43,910 |
-231 |
Total Volume and Open Interest |
116,394 |
341,269 |
-24,187 |
Hang Seng Index(HKFE) |
Oct11 |
111014 |
18630 |
18666 |
18333 |
18432 |
-180 |
105,602 |
90,476 |
+2,991 |
Nov11 |
111014 |
18607 |
18613 |
18292 |
18383 |
-184 |
2,836 |
5,104 |
+1,543 |
Dec11 |
111014 |
18490 |
18603 |
18280 |
18366 |
-197 |
674 |
9,598 |
+306 |
Total Volume and Open Interest |
109,477 |
106,180 |
+4,996 |
DAX(EUREX) |
Dec11 |
111014 |
5959.0 |
6048.0 |
5895.0 |
5965.5 |
+54.0 |
177,463 |
177,353 |
+940 |
Mar12 |
111014 |
5971.0 |
6054.0 |
5910.0 |
5979.5 |
+56.0 |
274 |
6,671 |
+47 |
Jun12 |
111014 |
5992.0 |
6079.5 |
5957.5 |
6000.0 |
+54.0 |
50 |
585 |
+22 |
Total Volume and Open Interest |
177,787 |
184,609 |
+1,009 |
FT-SE 100(EURONEXT) |
Dec11 |
111014 |
5404.50 |
5478.50 |
5371.50 |
5432.50 |
+62.00 |
125,786 |
646,236 |
+1,519 |
Mar12 |
111014 |
5370.00 |
5436.00 |
5370.00 |
5398.00 |
+61.50 |
21 |
1,042 |
+20 |
Jun12 |
111014 |
5392.50 |
5392.50 |
5361.50 |
5361.50 |
+62.00 |
0 |
513 |
+0 |
Total Volume and Open Interest |
125,807 |
647,791 |
+1,539 |
SPI 200(SFE) |
Dec11 |
111014 |
4228.0 |
4252.0 |
4194.0 |
4220.0 |
-16.0 |
36,264 |
194,393 |
-5,116 |
Mar12 |
111014 |
4209.0 |
4225.0 |
4191.0 |
4199.0 |
-14.0 |
22 |
2,495 |
-2 |
Jun12 |
111014 |
4208.0 |
4208.0 |
4208.0 |
4208.0 |
-14.0 |
3 |
1,149 |
+0 |
Total Volume and Open Interest |
36,572 |
202,610 |
-5,023 |
GSCI(CME) |
Oct11 |
111014 |
635.00 |
639.60 |
634.25 |
639.60 |
+14.60 |
2,075 |
1,765 |
-1,231 |
Nov11 |
111014 |
634.00 |
638.50 |
633.75 |
638.50 |
+14.35 |
2,117 |
7,569 |
+1,366 |
Dec11 |
111014 |
635.60 |
639.60 |
635.00 |
639.60 |
+14.00 |
51 |
29 |
+19 |
Total Volume and Open Interest |
4,243 |
9,363 |
+154 |
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. |
|
|