|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon October 17, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111017 |
1269.00 |
1272.00 |
1250.00 |
1253.00 |
-17.00 |
154,116 |
179,946 |
-12,253 |
Jan12 |
111017 |
1278.00 |
1279.25 |
1257.25 |
1260.50 |
-18.00 |
63,363 |
165,544 |
+7,792 |
Mar12 |
111017 |
1285.00 |
1285.75 |
1264.25 |
1267.75 |
-18.00 |
25,441 |
70,329 |
+4,075 |
May12 |
111017 |
1287.75 |
1288.00 |
1267.75 |
1271.00 |
-18.00 |
11,966 |
63,109 |
+613 |
Jul12 |
111017 |
1295.25 |
1295.25 |
1274.75 |
1277.75 |
-17.75 |
14,769 |
43,374 |
-974 |
Aug12 |
111017 |
1277.50 |
1284.75 |
1267.25 |
1267.25 |
-17.50 |
28 |
509 |
-9 |
Sep12 |
111017 |
1255.00 |
1265.75 |
1249.00 |
1249.00 |
-16.75 |
21 |
367 |
-7 |
Nov12 |
111017 |
1249.00 |
1250.00 |
1230.00 |
1233.00 |
-18.00 |
10,473 |
44,715 |
-826 |
Jan13 |
111017 |
1241.00 |
1259.00 |
1241.00 |
1241.00 |
-18.00 |
3 |
10,233 |
+3 |
Mar13 |
111017 |
1251.00 |
1264.50 |
1246.50 |
1246.50 |
-18.00 |
3 |
161 |
+0 |
May13 |
111017 |
1252.00 |
1265.00 |
1247.00 |
1247.00 |
-18.00 |
0 |
76 |
+0 |
Jul13 |
111017 |
1254.00 |
1270.00 |
1252.00 |
1252.00 |
-18.00 |
0 |
191 |
+0 |
Aug13 |
111017 |
1250.00 |
1268.00 |
1250.00 |
1250.00 |
-18.00 |
|
|
|
Sep13 |
111017 |
1234.00 |
1252.00 |
1234.00 |
1234.00 |
-18.00 |
|
|
|
Total Volume and Open Interest |
280,230 |
580,126 |
-1,573 |
Soybean Meal(CBOT) |
Dec11 |
111017 |
327.40 |
329.40 |
323.00 |
323.00 |
-4.60 |
45,209 |
92,309 |
-1,535 |
Jan12 |
111017 |
329.90 |
330.80 |
325.00 |
325.00 |
-4.70 |
7,414 |
21,950 |
+418 |
Mar12 |
111017 |
332.30 |
333.10 |
327.30 |
327.30 |
-4.70 |
7,160 |
21,744 |
+490 |
May12 |
111017 |
333.20 |
333.60 |
328.10 |
328.10 |
-4.70 |
5,116 |
16,751 |
+1,328 |
Jul12 |
111017 |
335.40 |
335.90 |
330.40 |
330.40 |
-4.70 |
4,837 |
14,255 |
-201 |
Aug12 |
111017 |
332.50 |
332.50 |
329.50 |
329.50 |
-4.60 |
563 |
2,794 |
+151 |
Sep12 |
111017 |
330.50 |
331.00 |
327.00 |
327.00 |
-3.80 |
287 |
2,843 |
+65 |
Oct12 |
111017 |
323.00 |
325.60 |
320.00 |
320.00 |
-3.30 |
219 |
1,980 |
+65 |
Dec12 |
111017 |
324.00 |
324.20 |
320.00 |
320.00 |
-2.80 |
1,524 |
8,179 |
+357 |
Jan13 |
111017 |
324.50 |
324.50 |
321.70 |
321.70 |
-3.10 |
34 |
716 |
+23 |
Total Volume and Open Interest |
72,363 |
184,547 |
+1,101 |
Soybean Oil(CBOT) |
Dec11 |
111017 |
53.64 |
53.65 |
52.75 |
52.90 |
-0.64 |
64,865 |
127,019 |
-4,771 |
Jan12 |
111017 |
53.91 |
53.91 |
53.03 |
53.18 |
-0.63 |
9,858 |
63,447 |
+398 |
Mar12 |
111017 |
54.23 |
54.70 |
53.37 |
53.53 |
-0.62 |
8,444 |
44,514 |
+1,447 |
May12 |
111017 |
54.46 |
54.46 |
53.62 |
53.77 |
-0.62 |
4,703 |
25,837 |
-445 |
Jul12 |
111017 |
54.67 |
54.67 |
53.77 |
53.95 |
-0.61 |
3,540 |
18,982 |
-123 |
Aug12 |
111017 |
54.23 |
54.23 |
53.86 |
53.93 |
-0.63 |
172 |
2,587 |
-11 |
Sep12 |
111017 |
54.00 |
54.16 |
53.83 |
53.83 |
-0.68 |
223 |
2,745 |
+2 |
Oct12 |
111017 |
53.84 |
53.84 |
53.53 |
53.53 |
-0.71 |
88 |
2,663 |
+3 |
Dec12 |
111017 |
53.99 |
54.09 |
53.16 |
53.32 |
-0.77 |
1,077 |
10,670 |
+88 |
Jan13 |
111017 |
53.32 |
54.09 |
53.32 |
53.32 |
-0.77 |
54 |
15 |
+14 |
Total Volume and Open Interest |
93,061 |
298,507 |
-3,547 |
Canola(WCE) |
Nov11 |
111017 |
536.8 |
542.6 |
533.1 |
533.7 |
-4.3 |
11,731 |
39,862 |
-499 |
Jan12 |
111017 |
549.8 |
553.1 |
543.6 |
544.2 |
-4.0 |
10,976 |
80,688 |
+3,596 |
Mar12 |
111017 |
558.9 |
562.0 |
553.0 |
553.2 |
-4.2 |
1,580 |
21,434 |
+420 |
May12 |
111017 |
566.7 |
569.4 |
560.8 |
560.8 |
-4.1 |
729 |
11,247 |
-158 |
Jul12 |
111017 |
573.6 |
574.3 |
566.2 |
566.2 |
-4.2 |
155 |
4,788 |
+22 |
Total Volume and Open Interest |
25,309 |
169,458 |
+3,496 |
Corn(CBOT) |
Dec11 |
111017 |
641.75 |
647.00 |
635.25 |
640.50 |
+0.50 |
180,765 |
579,866 |
+5,918 |
Mar12 |
111017 |
652.50 |
658.00 |
646.50 |
651.25 |
-0.25 |
53,926 |
264,581 |
+1,975 |
May12 |
111017 |
659.50 |
665.00 |
653.50 |
658.00 |
-0.75 |
15,877 |
83,367 |
+2,317 |
Jul12 |
111017 |
665.00 |
669.00 |
658.75 |
662.25 |
-1.00 |
30,943 |
115,087 |
+7,385 |
Sep12 |
111017 |
623.25 |
628.25 |
620.50 |
620.75 |
-2.50 |
1,494 |
29,967 |
+203 |
Dec12 |
111017 |
602.00 |
607.50 |
597.50 |
603.25 |
+1.75 |
19,333 |
114,989 |
+1,143 |
Mar13 |
111017 |
610.25 |
617.50 |
610.25 |
613.75 |
+1.50 |
319 |
29,665 |
-23 |
May13 |
111017 |
620.25 |
620.25 |
619.00 |
620.25 |
+1.25 |
104 |
1,208 |
+25 |
Jul13 |
111017 |
627.75 |
628.00 |
620.75 |
624.75 |
+1.50 |
89 |
1,486 |
+13 |
Sep13 |
111017 |
602.25 |
603.50 |
602.25 |
602.25 |
-1.25 |
0 |
301 |
+0 |
Total Volume and Open Interest |
302,962 |
1,233,996 |
+19,013 |
Wheat(CBOT) |
Dec11 |
111017 |
623.50 |
635.25 |
619.00 |
624.25 |
+1.50 |
47,217 |
208,189 |
+1,928 |
Mar12 |
111017 |
658.00 |
667.00 |
653.25 |
658.00 |
+1.50 |
8,307 |
94,177 |
-116 |
May12 |
111017 |
678.00 |
686.25 |
676.25 |
681.00 |
+1.25 |
2,459 |
29,359 |
+42 |
Jul12 |
111017 |
698.75 |
707.50 |
691.50 |
696.75 |
-0.50 |
5,200 |
60,503 |
+1,584 |
Sep12 |
111017 |
717.00 |
717.00 |
708.75 |
712.25 |
unch |
850 |
3,858 |
+209 |
Dec12 |
111017 |
735.50 |
741.75 |
724.75 |
729.00 |
-1.25 |
3,435 |
31,294 |
+1,168 |
Total Volume and Open Interest |
67,646 |
431,163 |
+4,848 |
Wheat(KCBT) |
Dec11 |
111017 |
708.75 |
717.75 |
703.50 |
714.25 |
+6.75 |
7,651 |
63,966 |
-1,017 |
Mar12 |
111017 |
723.00 |
733.50 |
719.50 |
730.25 |
+6.75 |
3,089 |
47,671 |
+2 |
May12 |
111017 |
735.00 |
738.50 |
728.75 |
738.50 |
+5.75 |
728 |
8,565 |
+20 |
Jul12 |
111017 |
743.00 |
747.25 |
737.25 |
745.75 |
+4.75 |
1,432 |
30,907 |
-100 |
Sep12 |
111017 |
753.25 |
757.75 |
753.25 |
757.75 |
+4.75 |
323 |
2,657 |
+69 |
Dec12 |
111017 |
774.75 |
775.00 |
771.75 |
775.00 |
+4.50 |
417 |
3,289 |
+56 |
Total Volume and Open Interest |
13,650 |
157,342 |
-974 |
Wheat(MGE) |
Dec11 |
111017 |
887.50 |
897.25 |
886.00 |
895.75 |
+3.25 |
1,475 |
11,869 |
-184 |
Mar12 |
111017 |
834.75 |
845.25 |
832.75 |
839.75 |
+6.00 |
1,547 |
14,985 |
-66 |
May12 |
111017 |
817.00 |
825.75 |
815.00 |
821.75 |
+6.75 |
323 |
4,749 |
+35 |
Jul12 |
111017 |
807.50 |
816.00 |
804.00 |
814.25 |
+10.50 |
209 |
5,132 |
-97 |
Sep12 |
111017 |
785.50 |
796.25 |
785.50 |
792.50 |
+7.00 |
112 |
2,867 |
-35 |
Total Volume and Open Interest |
3,750 |
41,441 |
-382 |
Oats(CBOT) |
Dec11 |
111017 |
339.75 |
347.00 |
337.50 |
339.50 |
-0.50 |
978 |
12,164 |
-375 |
Mar12 |
111017 |
349.75 |
357.00 |
348.00 |
349.50 |
-0.50 |
498 |
3,004 |
+267 |
May12 |
111017 |
356.00 |
359.75 |
355.25 |
356.00 |
unch |
11 |
222 |
+2 |
Jul12 |
111017 |
362.00 |
362.00 |
362.00 |
362.00 |
unch |
2 |
18 |
+2 |
Total Volume and Open Interest |
1,500 |
15,504 |
-93 |
Rough Rice(CBOT) |
Nov11 |
111017 |
16.69 |
16.82 |
16.48 |
16.52 |
-0.10 |
979 |
7,868 |
-204 |
Jan12 |
111017 |
17.00 |
17.12 |
16.77 |
16.84 |
-0.09 |
745 |
6,728 |
+550 |
Mar12 |
111017 |
17.34 |
17.37 |
17.08 |
17.14 |
-0.10 |
79 |
2,986 |
+45 |
May12 |
111017 |
17.33 |
17.48 |
17.33 |
17.40 |
-0.09 |
29 |
317 |
-2 |
Total Volume and Open Interest |
1,915 |
18,229 |
+436 |
Live Cattle(CME) |
Oct11 |
111017 |
121.300 |
122.400 |
120.930 |
121.350 |
-0.300 |
10,700 |
11,328 |
-2,170 |
Dec11 |
111017 |
123.200 |
124.480 |
123.100 |
123.650 |
+0.450 |
37,962 |
155,230 |
-2,234 |
Feb12 |
111017 |
124.980 |
126.535 |
124.980 |
125.950 |
+0.565 |
12,217 |
76,449 |
+1,099 |
Apr12 |
111017 |
127.850 |
129.400 |
127.800 |
128.700 |
+0.550 |
8,293 |
58,326 |
+587 |
Jun12 |
111017 |
125.500 |
127.150 |
125.500 |
126.700 |
+0.470 |
2,197 |
25,093 |
+607 |
Aug12 |
111017 |
125.500 |
126.450 |
125.500 |
126.050 |
+0.100 |
984 |
4,898 |
+260 |
Total Volume and Open Interest |
72,802 |
334,304 |
-1,660 |
Feeder Cattle(CME) |
Oct11 |
111017 |
139.900 |
140.485 |
139.500 |
140.150 |
+0.250 |
777 |
3,739 |
-204 |
Nov11 |
111017 |
144.250 |
145.285 |
143.350 |
144.435 |
unch |
2,985 |
12,921 |
+96 |
Jan12 |
111017 |
147.500 |
148.485 |
146.400 |
147.935 |
+0.450 |
1,855 |
11,734 |
+497 |
Mar12 |
111017 |
147.200 |
148.785 |
146.825 |
148.050 |
+0.225 |
635 |
4,396 |
+205 |
Apr12 |
111017 |
148.250 |
148.800 |
147.575 |
148.400 |
+0.150 |
243 |
894 |
+38 |
May12 |
111017 |
148.250 |
148.800 |
147.700 |
148.400 |
-0.085 |
110 |
919 |
+42 |
Aug12 |
111017 |
148.485 |
149.800 |
148.400 |
149.500 |
+0.015 |
243 |
1,103 |
+158 |
Total Volume and Open Interest |
6,860 |
35,741 |
+843 |
Lean Hogs(CME) |
Dec11 |
111017 |
90.180 |
91.150 |
89.450 |
90.700 |
+0.620 |
21,649 |
103,764 |
-3,439 |
Feb12 |
111017 |
92.430 |
93.500 |
92.250 |
93.450 |
+0.900 |
8,613 |
61,879 |
+1,351 |
Apr12 |
111017 |
94.550 |
94.950 |
94.050 |
94.680 |
+0.230 |
6,303 |
49,620 |
+1,599 |
May12 |
111017 |
98.600 |
98.900 |
97.930 |
98.900 |
-0.200 |
138 |
1,826 |
+78 |
Jun12 |
111017 |
100.400 |
100.700 |
99.600 |
100.600 |
-0.100 |
2,574 |
29,832 |
-313 |
Jul12 |
111017 |
98.980 |
99.000 |
98.100 |
98.980 |
+0.030 |
643 |
8,554 |
+241 |
Aug12 |
111017 |
96.700 |
97.300 |
96.150 |
97.150 |
+0.150 |
964 |
9,202 |
+323 |
Oct12 |
111017 |
84.400 |
85.200 |
84.000 |
85.200 |
+0.700 |
275 |
4,468 |
+103 |
Total Volume and Open Interest |
41,320 |
271,016 |
-11,273 |
Class III Milk(CME) |
Oct11 |
111017 |
17.95 |
17.95 |
17.90 |
17.90 |
-0.02 |
194 |
5,201 |
+39 |
Nov11 |
111017 |
16.95 |
17.50 |
16.90 |
17.48 |
+0.46 |
725 |
5,247 |
-5 |
Dec11 |
111017 |
16.73 |
17.14 |
16.59 |
17.03 |
+0.28 |
213 |
4,701 |
+8 |
Jan12 |
111017 |
16.40 |
16.58 |
16.40 |
16.53 |
+0.13 |
26 |
2,278 |
+8 |
Feb12 |
111017 |
16.25 |
16.30 |
16.22 |
16.30 |
+0.08 |
12 |
2,009 |
+6 |
Total Volume and Open Interest |
1,299 |
30,816 |
+165 |
Cocoa(ICE) |
Dec11 |
111017 |
2684 |
2688 |
2596 |
2622 |
-49 |
8,259 |
71,052 |
+310 |
Mar12 |
111017 |
2715 |
2715 |
2628 |
2650 |
-50 |
3,487 |
60,638 |
+137 |
May12 |
111017 |
2692 |
2696 |
2644 |
2664 |
-48 |
591 |
21,246 |
+82 |
Jul12 |
111017 |
2696 |
2696 |
2671 |
2681 |
-47 |
141 |
9,915 |
+117 |
Sep12 |
111017 |
2741 |
2741 |
2697 |
2697 |
-46 |
99 |
11,390 |
+56 |
Dec12 |
111017 |
2730 |
2730 |
2700 |
2710 |
-45 |
52 |
9,895 |
+19 |
Mar13 |
111017 |
2760 |
2760 |
2730 |
2732 |
-46 |
7 |
2,720 |
-2 |
Total Volume and Open Interest |
12,646 |
188,980 |
+729 |
Coffee "C"(ICE) |
Dec11 |
111017 |
240.05 |
243.55 |
228.35 |
234.00 |
-5.55 |
10,727 |
64,059 |
-3,571 |
Mar12 |
111017 |
242.90 |
246.45 |
231.55 |
237.20 |
-5.55 |
3,218 |
30,414 |
+1,349 |
May12 |
111017 |
245.00 |
247.90 |
233.55 |
238.85 |
-5.50 |
1,370 |
12,151 |
+176 |
Jul12 |
111017 |
247.70 |
249.30 |
236.00 |
240.25 |
-5.40 |
700 |
4,247 |
+237 |
Sep12 |
111017 |
246.10 |
246.10 |
236.50 |
240.90 |
-4.80 |
134 |
3,279 |
+59 |
Dec12 |
111017 |
247.30 |
247.30 |
238.30 |
241.00 |
-4.50 |
415 |
2,613 |
+317 |
Total Volume and Open Interest |
16,586 |
117,597 |
-1,422 |
Orange Juice(ICE) |
Nov11 |
111017 |
173.00 |
173.50 |
171.20 |
171.80 |
-0.85 |
1,413 |
7,762 |
-309 |
Jan12 |
111017 |
167.00 |
168.15 |
165.75 |
166.80 |
-0.70 |
1,255 |
11,103 |
+511 |
Mar12 |
111017 |
166.95 |
166.95 |
165.75 |
166.15 |
-0.40 |
214 |
4,209 |
+128 |
May12 |
111017 |
165.50 |
165.50 |
165.05 |
165.05 |
+0.10 |
37 |
1,553 |
+26 |
Jul12 |
111017 |
165.05 |
165.05 |
165.05 |
165.05 |
+0.05 |
2 |
319 |
+1 |
Sep12 |
111017 |
164.75 |
164.75 |
164.75 |
164.75 |
unch |
0 |
53 |
+0 |
Total Volume and Open Interest |
2,921 |
25,012 |
+357 |
Sugar #11(ICE) |
Mar12 |
111017 |
27.88 |
28.35 |
27.63 |
27.79 |
-0.14 |
63,451 |
248,511 |
+7,230 |
May12 |
111017 |
26.82 |
27.19 |
26.62 |
26.74 |
-0.13 |
22,539 |
72,969 |
+909 |
Jul12 |
111017 |
25.70 |
26.03 |
25.57 |
25.64 |
-0.17 |
16,245 |
69,640 |
+2,806 |
Oct12 |
111017 |
25.10 |
25.38 |
25.01 |
25.06 |
-0.17 |
7,871 |
42,006 |
+2,742 |
Mar13 |
111017 |
25.12 |
25.25 |
24.99 |
25.04 |
-0.14 |
3,840 |
29,215 |
+365 |
Total Volume and Open Interest |
116,541 |
490,772 |
+14,207 |
London Cocoa(LCE) |
Dec11 |
111017 |
1708 |
1713 |
1673 |
1693 |
-13 |
5,607 |
79,092 |
-1,949 |
Mar12 |
111017 |
1725 |
1730 |
1694 |
1709 |
-14 |
5,864 |
55,594 |
+304 |
May12 |
111017 |
1741 |
1745 |
1709 |
1723 |
-15 |
1,245 |
15,653 |
+61 |
Jul12 |
111017 |
1759 |
1760 |
1723 |
1736 |
-15 |
2,079 |
18,108 |
+1,023 |
Sep12 |
111017 |
1750 |
1752 |
1736 |
1748 |
-15 |
728 |
12,334 |
-338 |
Dec12 |
111017 |
1758 |
1762 |
1753 |
1762 |
-12 |
180 |
10,445 |
+20 |
Mar13 |
111017 |
1771 |
1774 |
1771 |
1774 |
-12 |
1 |
2,358 |
+1 |
Total Volume and Open Interest |
15,705 |
194,091 |
-878 |
London Sugar(LCE) |
Dec11 |
111017 |
712.90 |
722.00 |
709.10 |
715.00 |
+3.70 |
4,540 |
16,975 |
+915 |
Mar12 |
111017 |
698.10 |
706.50 |
693.70 |
699.60 |
+3.60 |
3,159 |
13,632 |
+736 |
May12 |
111017 |
686.20 |
693.10 |
683.70 |
687.50 |
+3.20 |
1,114 |
6,415 |
+257 |
Aug12 |
111017 |
669.60 |
675.70 |
665.20 |
670.50 |
+3.20 |
255 |
3,837 |
+26 |
Oct12 |
111017 |
656.50 |
660.60 |
650.80 |
654.60 |
-0.20 |
91 |
2,380 |
+75 |
Total Volume and Open Interest |
9,208 |
44,902 |
+2,054 |
Cotton(ICE) |
Dec11 |
111017 |
102.00 |
102.48 |
99.89 |
100.36 |
-1.58 |
6,766 |
85,987 |
+380 |
Mar12 |
111017 |
99.43 |
99.70 |
97.90 |
98.46 |
-0.97 |
3,560 |
44,372 |
+543 |
May12 |
111017 |
98.18 |
98.18 |
97.37 |
98.03 |
-0.58 |
389 |
8,957 |
+168 |
Jul12 |
111017 |
97.32 |
97.50 |
96.80 |
97.41 |
-0.36 |
111 |
11,392 |
-30 |
Oct12 |
111017 |
95.33 |
95.33 |
95.33 |
95.33 |
-0.36 |
0 |
3 |
+0 |
Dec12 |
111017 |
94.02 |
94.04 |
93.50 |
93.85 |
-0.36 |
56 |
3,446 |
+8 |
Total Volume and Open Interest |
10,921 |
154,997 |
+1,108 |
Lumber(CME) |
Nov11 |
111017 |
225.1 |
226.4 |
222.5 |
224.3 |
+3.3 |
324 |
4,791 |
-85 |
Jan12 |
111017 |
240.0 |
242.8 |
237.0 |
239.8 |
+2.8 |
300 |
4,648 |
-62 |
Mar12 |
111017 |
257.7 |
259.8 |
256.5 |
256.6 |
-0.1 |
180 |
995 |
+128 |
May12 |
111017 |
266.8 |
267.0 |
265.7 |
267.0 |
+2.3 |
12 |
155 |
+11 |
Total Volume and Open Interest |
816 |
10,612 |
-8 |
Crude Oil(NYM) |
Nov11 |
111017 |
87.48 |
88.18 |
85.88 |
86.38 |
-0.42 |
274,846 |
95,320 |
-13,194 |
Dec11 |
111017 |
87.57 |
88.40 |
86.11 |
86.62 |
-0.38 |
186,945 |
345,743 |
+14,981 |
Jan12 |
111017 |
87.66 |
88.52 |
86.28 |
86.80 |
-0.30 |
54,800 |
168,022 |
-2,922 |
Feb12 |
111017 |
87.90 |
88.67 |
86.43 |
87.00 |
-0.22 |
23,070 |
61,871 |
+2,140 |
Mar12 |
111017 |
87.96 |
88.77 |
86.63 |
87.17 |
-0.14 |
23,562 |
63,753 |
-1,081 |
Apr12 |
111017 |
87.66 |
88.64 |
86.63 |
87.27 |
-0.08 |
11,645 |
35,267 |
+461 |
May12 |
111017 |
87.71 |
88.66 |
86.70 |
87.35 |
-0.04 |
11,971 |
27,519 |
+1,054 |
Jun12 |
111017 |
88.32 |
88.92 |
86.81 |
87.41 |
-0.02 |
29,956 |
72,270 |
+3,610 |
Jul12 |
111017 |
88.16 |
88.90 |
86.86 |
87.52 |
-0.01 |
4,795 |
37,440 |
-106 |
Aug12 |
111017 |
88.50 |
88.50 |
87.62 |
87.63 |
unch |
2,040 |
18,581 |
+179 |
Sep12 |
111017 |
87.75 |
88.10 |
87.42 |
87.80 |
+0.01 |
3,233 |
18,130 |
+46 |
Oct12 |
111017 |
88.01 |
88.01 |
88.01 |
88.01 |
+0.03 |
1,866 |
22,191 |
+447 |
Nov12 |
111017 |
88.28 |
88.28 |
88.28 |
88.28 |
+0.04 |
2,442 |
23,603 |
+393 |
Dec12 |
111017 |
89.36 |
90.09 |
87.96 |
88.55 |
+0.04 |
24,936 |
161,906 |
+1,610 |
Jan13 |
111017 |
88.41 |
88.64 |
88.41 |
88.64 |
+0.06 |
922 |
22,921 |
+554 |
Feb13 |
111017 |
88.67 |
88.67 |
88.67 |
88.67 |
+0.06 |
170 |
9,375 |
+28 |
Total Volume and Open Interest |
670,479 |
1,437,873 |
+8,232 |
e-miNY Crude Oil(NYM) |
Oct11 |
110919 |
87.250 |
87.400 |
84.800 |
85.700 |
-2.250 |
4,569 |
1,489 |
-206 |
Nov11 |
111017 |
87.425 |
88.200 |
85.825 |
86.375 |
-0.425 |
10,198 |
2,674 |
+205 |
Dec11 |
111017 |
87.500 |
88.400 |
86.075 |
86.625 |
-0.375 |
1,423 |
962 |
+197 |
Jan12 |
111017 |
87.300 |
88.300 |
86.600 |
86.800 |
-0.300 |
52 |
361 |
+16 |
Feb12 |
111017 |
88.325 |
88.325 |
87.000 |
87.000 |
-0.225 |
18 |
125 |
+4 |
Mar12 |
111017 |
86.925 |
87.175 |
86.925 |
87.175 |
-0.125 |
5 |
15 |
-4 |
Apr12 |
111017 |
87.275 |
87.275 |
87.275 |
87.275 |
-0.075 |
9 |
22 |
-8 |
May12 |
111017 |
87.350 |
87.350 |
87.350 |
87.350 |
-0.050 |
1 |
7 |
+0 |
Jun12 |
111017 |
87.400 |
87.400 |
87.400 |
87.400 |
-0.025 |
2 |
16 |
+0 |
Jul12 |
111017 |
87.525 |
87.525 |
87.525 |
87.525 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
11,720 |
4,415 |
+411 |
Heating Oil(NYM) |
Nov11 |
111017 |
306.85 |
309.53 |
300.33 |
301.36 |
-4.22 |
55,761 |
59,826 |
-2,241 |
Dec11 |
111017 |
305.68 |
308.69 |
299.90 |
301.02 |
-3.64 |
41,767 |
63,908 |
+192 |
Jan12 |
111017 |
305.16 |
306.97 |
298.96 |
299.96 |
-3.26 |
20,477 |
43,775 |
+424 |
Feb12 |
111017 |
301.29 |
304.50 |
297.21 |
298.20 |
-2.87 |
14,230 |
22,751 |
+801 |
Mar12 |
111017 |
299.78 |
301.08 |
294.61 |
295.72 |
-2.56 |
11,534 |
22,032 |
-1,478 |
Apr12 |
111017 |
294.48 |
295.00 |
291.26 |
291.48 |
-2.40 |
4,172 |
11,386 |
+963 |
May12 |
111017 |
289.64 |
289.67 |
286.50 |
287.38 |
-2.35 |
2,136 |
8,637 |
+229 |
Jun12 |
111017 |
288.30 |
290.61 |
284.18 |
285.13 |
-2.31 |
6,100 |
30,544 |
-550 |
Jul12 |
111017 |
286.14 |
286.14 |
284.91 |
284.91 |
-2.25 |
327 |
6,913 |
+59 |
Aug12 |
111017 |
284.96 |
284.96 |
284.96 |
284.96 |
-2.22 |
416 |
4,099 |
+133 |
Sep12 |
111017 |
285.06 |
285.06 |
285.06 |
285.06 |
-2.15 |
281 |
4,285 |
+48 |
Oct12 |
111017 |
285.59 |
285.59 |
285.59 |
285.59 |
-2.10 |
102 |
1,445 |
+33 |
Total Volume and Open Interest |
158,484 |
295,167 |
-1,490 |
Gasoline(NYMEX) |
Nov11 |
111017 |
283.65 |
286.67 |
273.42 |
274.29 |
-8.18 |
40,802 |
54,235 |
-2,841 |
Dec11 |
111017 |
278.96 |
281.03 |
269.85 |
270.91 |
-6.04 |
32,252 |
67,289 |
+2,102 |
Jan12 |
111017 |
275.21 |
277.33 |
267.70 |
268.82 |
-5.11 |
13,862 |
39,566 |
+407 |
Feb12 |
111017 |
273.41 |
275.60 |
266.65 |
267.59 |
-4.73 |
6,035 |
16,692 |
+802 |
Mar12 |
111017 |
273.59 |
273.59 |
266.51 |
267.34 |
-4.64 |
4,970 |
19,303 |
+260 |
Apr12 |
111017 |
283.60 |
284.20 |
277.67 |
278.22 |
-4.26 |
4,246 |
16,118 |
-451 |
May12 |
111017 |
282.90 |
282.90 |
277.40 |
277.40 |
-3.85 |
4,435 |
10,833 |
-39 |
Jun12 |
111017 |
279.95 |
281.50 |
274.47 |
275.34 |
-3.60 |
5,859 |
19,134 |
+113 |
Jul12 |
111017 |
274.33 |
274.33 |
272.74 |
272.74 |
-3.25 |
1,374 |
5,490 |
+313 |
Aug12 |
111017 |
269.99 |
269.99 |
269.99 |
269.99 |
-3.01 |
1,531 |
5,097 |
+380 |
Total Volume and Open Interest |
117,859 |
275,356 |
+2,309 |
e-miNY RBOB Gasoline(NYM) |
Nov11 |
111017 |
274.30 |
274.30 |
274.29 |
274.30 |
-8.20 |
|
|
|
Dec11 |
111017 |
270.90 |
270.91 |
270.90 |
270.90 |
-6.10 |
|
|
|
Jan12 |
111017 |
268.80 |
268.82 |
268.80 |
268.80 |
-5.10 |
0 |
1 |
+0 |
Feb12 |
111017 |
267.60 |
267.60 |
267.59 |
267.60 |
-4.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Nov11 |
111017 |
3.730 |
3.777 |
3.641 |
3.688 |
-0.015 |
188,082 |
110,521 |
-18,742 |
Dec11 |
111017 |
4.024 |
4.039 |
3.863 |
3.903 |
-0.057 |
102,151 |
118,292 |
-1,255 |
Jan12 |
111017 |
4.110 |
4.143 |
3.997 |
4.037 |
-0.063 |
71,335 |
230,491 |
+649 |
Feb12 |
111017 |
4.134 |
4.153 |
4.012 |
4.052 |
-0.059 |
27,544 |
68,692 |
-394 |
Mar12 |
111017 |
4.100 |
4.114 |
3.975 |
4.020 |
-0.053 |
28,323 |
84,299 |
+4,196 |
Apr12 |
111017 |
4.077 |
4.092 |
3.961 |
4.008 |
-0.045 |
29,537 |
92,114 |
+4,070 |
May12 |
111017 |
4.090 |
4.121 |
3.995 |
4.044 |
-0.043 |
6,751 |
27,435 |
+1,125 |
Jun12 |
111017 |
4.150 |
4.153 |
4.038 |
4.086 |
-0.040 |
2,226 |
13,847 |
+32 |
Jul12 |
111017 |
4.176 |
4.201 |
4.080 |
4.131 |
-0.038 |
3,197 |
14,965 |
+522 |
Aug12 |
111017 |
4.194 |
4.215 |
4.110 |
4.155 |
-0.039 |
1,260 |
12,478 |
-12 |
Sep12 |
111017 |
4.215 |
4.215 |
4.114 |
4.156 |
-0.040 |
1,211 |
9,337 |
-87 |
Oct12 |
111017 |
4.260 |
4.260 |
4.146 |
4.192 |
-0.041 |
4,552 |
48,528 |
-16 |
Nov12 |
111017 |
4.296 |
4.342 |
4.296 |
4.342 |
-0.036 |
1,373 |
11,326 |
-188 |
Dec12 |
111017 |
4.567 |
4.607 |
4.566 |
4.607 |
-0.038 |
783 |
15,200 |
+211 |
Jan13 |
111017 |
4.805 |
4.815 |
4.705 |
4.747 |
-0.038 |
2,670 |
26,637 |
+1,110 |
Feb13 |
111017 |
4.700 |
4.725 |
4.693 |
4.725 |
-0.038 |
226 |
4,876 |
+9 |
Total Volume and Open Interest |
475,267 |
974,026 |
-8,146 |
Brent Crude Oil(ICE) |
Dec11 |
111017 |
112.46 |
113.86 |
109.72 |
110.16 |
-2.07 |
256,383 |
225,978 |
+3,928 |
Jan12 |
111017 |
111.28 |
112.14 |
108.28 |
108.63 |
-1.93 |
101,742 |
127,486 |
+12,160 |
Feb12 |
111017 |
110.13 |
110.90 |
107.21 |
107.57 |
-1.82 |
52,359 |
80,289 |
+5,956 |
Mar12 |
111017 |
109.00 |
109.94 |
106.31 |
106.69 |
-1.73 |
35,343 |
67,313 |
+2,631 |
Apr12 |
111017 |
108.21 |
109.22 |
105.74 |
106.05 |
-1.65 |
18,295 |
27,810 |
+305 |
May12 |
111017 |
107.60 |
108.68 |
105.25 |
105.58 |
-1.58 |
11,178 |
16,565 |
+7 |
Jun12 |
111017 |
107.10 |
108.23 |
104.83 |
105.19 |
-1.54 |
28,403 |
54,959 |
-1,871 |
Jul12 |
111017 |
106.77 |
107.79 |
104.80 |
104.86 |
-1.49 |
3,716 |
15,982 |
+121 |
Aug12 |
111017 |
106.37 |
107.39 |
104.53 |
104.53 |
-1.44 |
2,401 |
13,027 |
+208 |
Sep12 |
111017 |
104.90 |
104.90 |
104.16 |
104.16 |
-1.39 |
3,442 |
17,119 |
-226 |
Oct12 |
111017 |
104.50 |
104.50 |
103.78 |
103.78 |
-1.35 |
1,877 |
8,367 |
+234 |
Nov12 |
111017 |
104.25 |
104.25 |
103.42 |
103.42 |
-1.30 |
682 |
13,856 |
+21 |
Dec12 |
111017 |
104.65 |
105.75 |
102.73 |
103.05 |
-1.25 |
29,151 |
94,042 |
+1,049 |
Jan13 |
111017 |
102.78 |
102.78 |
102.78 |
102.78 |
-1.19 |
143 |
7,010 |
+43 |
Total Volume and Open Interest |
561,547 |
900,246 |
+8,440 |
Gas Oil(ICE) |
Nov11 |
111017 |
957.50 |
968.25 |
937.75 |
947.75 |
-4.25 |
92,486 |
96,353 |
-9,500 |
Dec11 |
111017 |
946.00 |
956.50 |
928.00 |
937.25 |
-2.25 |
127,374 |
98,983 |
-4,067 |
Jan12 |
111017 |
939.00 |
946.00 |
920.75 |
929.50 |
-0.50 |
70,277 |
57,073 |
-415 |
Feb12 |
111017 |
926.50 |
937.25 |
914.50 |
923.00 |
+1.50 |
30,821 |
37,697 |
-424 |
Mar12 |
111017 |
919.75 |
929.25 |
908.50 |
917.00 |
+2.50 |
22,016 |
31,629 |
-131 |
Apr12 |
111017 |
913.50 |
921.75 |
904.00 |
911.50 |
+3.25 |
12,830 |
19,686 |
+345 |
May12 |
111017 |
908.00 |
917.00 |
899.00 |
906.50 |
+3.50 |
10,049 |
18,832 |
+592 |
Jun12 |
111017 |
905.00 |
915.25 |
895.25 |
903.75 |
+3.75 |
19,448 |
39,178 |
-594 |
Jul12 |
111017 |
908.00 |
914.50 |
900.50 |
903.50 |
+4.00 |
1,887 |
13,763 |
+113 |
Aug12 |
111017 |
907.00 |
914.25 |
899.50 |
903.75 |
+4.00 |
1,624 |
10,483 |
+439 |
Total Volume and Open Interest |
400,875 |
513,437 |
-10,920 |
Ethanol(CBOT) |
Oct11 |
111005 |
2.517 |
2.520 |
2.496 |
2.520 |
+0.062 |
73 |
103 |
-30 |
Nov11 |
111017 |
2.723 |
2.745 |
2.715 |
2.732 |
+0.031 |
410 |
950 |
-132 |
Dec11 |
111017 |
2.610 |
2.620 |
2.610 |
2.613 |
+0.023 |
227 |
1,586 |
+10 |
Jan12 |
111017 |
2.433 |
2.450 |
2.433 |
2.440 |
+0.012 |
149 |
1,181 |
+41 |
Feb12 |
111017 |
2.373 |
2.375 |
2.358 |
2.372 |
+0.013 |
125 |
714 |
+26 |
Mar12 |
111017 |
2.361 |
2.372 |
2.361 |
2.363 |
-0.002 |
102 |
1,028 |
+5 |
Apr12 |
111017 |
2.388 |
2.388 |
2.371 |
2.374 |
-0.002 |
24 |
617 |
+0 |
May12 |
111017 |
2.392 |
2.395 |
2.390 |
2.393 |
-0.011 |
23 |
662 |
+15 |
Total Volume and Open Interest |
1,300 |
9,984 |
+51 |
WTI Crude Oil(ICE) |
Nov11 |
111017 |
87.25 |
88.18 |
85.86 |
86.38 |
-0.42 |
47,285 |
26,293 |
-6,179 |
Dec11 |
111017 |
87.53 |
88.40 |
86.10 |
86.62 |
-0.38 |
64,486 |
110,552 |
+1,864 |
Jan12 |
111017 |
87.43 |
88.53 |
86.30 |
86.80 |
-0.30 |
22,991 |
43,525 |
-747 |
Feb12 |
111017 |
87.64 |
88.64 |
86.45 |
87.00 |
-0.22 |
9,959 |
20,264 |
+624 |
Mar12 |
111017 |
87.64 |
88.77 |
86.53 |
87.17 |
-0.14 |
8,970 |
22,166 |
+860 |
Apr12 |
111017 |
88.01 |
88.83 |
86.60 |
87.27 |
-0.08 |
5,085 |
9,889 |
-147 |
May12 |
111017 |
88.59 |
88.89 |
86.88 |
87.35 |
-0.04 |
3,302 |
8,065 |
-226 |
Jun12 |
111017 |
88.63 |
88.95 |
86.77 |
87.41 |
-0.02 |
8,552 |
37,059 |
-504 |
Jul12 |
111017 |
88.71 |
88.90 |
87.08 |
87.52 |
-0.01 |
1,217 |
7,482 |
+74 |
Aug12 |
111017 |
87.63 |
87.63 |
87.63 |
87.63 |
unch |
439 |
4,627 |
+23 |
Sep12 |
111017 |
87.80 |
87.80 |
87.80 |
87.80 |
+0.01 |
845 |
7,763 |
-66 |
Oct12 |
111017 |
88.01 |
88.01 |
88.01 |
88.01 |
+0.03 |
302 |
1,853 |
+16 |
Nov12 |
111017 |
88.28 |
88.28 |
88.28 |
88.28 |
+0.04 |
264 |
2,949 |
+46 |
Dec12 |
111017 |
89.22 |
90.05 |
87.92 |
88.55 |
+0.04 |
7,421 |
51,721 |
+23 |
Jan13 |
111017 |
88.64 |
88.64 |
88.64 |
88.64 |
+0.06 |
0 |
2,057 |
+0 |
Feb13 |
111017 |
88.67 |
88.67 |
88.67 |
88.67 |
+0.06 |
0 |
592 |
+0 |
Total Volume and Open Interest |
186,420 |
447,164 |
-2,212 |
US Dollar Index(ICE) |
Dec11 |
111017 |
76.810 |
77.535 |
76.700 |
77.427 |
+0.520 |
21,316 |
69,144 |
+720 |
Mar12 |
111017 |
77.320 |
77.875 |
77.210 |
77.853 |
+0.535 |
8 |
559 |
+1 |
Jun12 |
111017 |
78.312 |
78.312 |
78.312 |
78.312 |
+0.535 |
0 |
2 |
+0 |
Total Volume and Open Interest |
21,324 |
69,705 |
+721 |
Australian Dollar(CME) |
Dec11 |
111017 |
102.48 |
102.92 |
100.69 |
101.22 |
-1.36 |
135,378 |
123,727 |
+2,484 |
Mar12 |
111017 |
101.56 |
101.58 |
100.22 |
100.22 |
-1.36 |
17 |
199 |
+0 |
Jun12 |
111017 |
100.69 |
100.69 |
99.35 |
99.35 |
-1.34 |
1 |
20 |
-1 |
Total Volume and Open Interest |
135,396 |
124,079 |
+2,483 |
British Pound(CME) |
Dec11 |
111017 |
158.09 |
158.39 |
157.20 |
157.42 |
-0.63 |
81,797 |
175,061 |
-516 |
Mar12 |
111017 |
157.51 |
157.92 |
157.28 |
157.28 |
-0.64 |
10 |
127 |
+6 |
Jun12 |
111017 |
157.14 |
157.77 |
157.14 |
157.14 |
-0.63 |
0 |
8 |
+5 |
Total Volume and Open Interest |
81,807 |
175,200 |
-505 |
Canadian Dollar(CME) |
Dec11 |
111017 |
98.78 |
99.41 |
97.52 |
97.89 |
-0.82 |
78,137 |
120,134 |
+2,566 |
Mar12 |
111017 |
98.75 |
99.15 |
97.44 |
97.74 |
-0.82 |
264 |
3,960 |
-55 |
Jun12 |
111017 |
98.30 |
98.46 |
97.40 |
97.63 |
-0.83 |
6 |
944 |
-6 |
Sep12 |
111017 |
98.23 |
98.36 |
97.55 |
97.55 |
-0.81 |
3 |
627 |
+3 |
Total Volume and Open Interest |
78,410 |
125,780 |
+2,508 |
Japanese Yen(CME) |
Dec11 |
111017 |
129.78 |
130.68 |
129.21 |
130.29 |
+0.68 |
96,629 |
147,673 |
+390 |
Mar12 |
111017 |
129.81 |
130.90 |
129.51 |
130.53 |
+0.67 |
40 |
411 |
-12 |
Jun12 |
111017 |
130.87 |
130.87 |
130.12 |
130.77 |
+0.65 |
1 |
20 |
+1 |
Total Volume and Open Interest |
96,670 |
148,108 |
+379 |
Swiss Franc(CME) |
Dec11 |
111017 |
112.30 |
112.72 |
111.15 |
111.34 |
-0.75 |
20,201 |
25,379 |
+182 |
Mar12 |
111017 |
111.57 |
112.35 |
111.56 |
111.63 |
-0.72 |
0 |
628 |
+0 |
Jun12 |
111017 |
111.95 |
112.69 |
111.95 |
111.95 |
-0.74 |
4 |
5 |
+2 |
Total Volume and Open Interest |
20,205 |
26,018 |
+184 |
EuroFX(CME) |
Dec11 |
111017 |
138.71 |
139.05 |
137.17 |
137.35 |
-1.35 |
283,759 |
219,466 |
-3,448 |
Mar12 |
111017 |
138.69 |
138.98 |
137.12 |
137.31 |
-1.36 |
932 |
2,008 |
-286 |
Jun12 |
111017 |
137.29 |
138.64 |
137.29 |
137.29 |
-1.35 |
0 |
830 |
+0 |
Total Volume and Open Interest |
284,691 |
222,315 |
-3,734 |
Mexican Peso(CME) |
Oct11 |
111017 |
752.2 |
753.2 |
752.2 |
752.2 |
-1.0 |
|
|
|
Nov11 |
111017 |
740.0 |
751.5 |
740.0 |
740.0 |
-11.5 |
|
|
|
Total Volume and Open Interest |
28,800 |
89,543 |
-324 |
Brazilian Real(CME) |
Nov11 |
111017 |
566.95 |
574.60 |
566.95 |
566.95 |
-7.65 |
0 |
1,593 |
+0 |
Dec11 |
111017 |
565.50 |
565.50 |
558.00 |
563.75 |
-7.65 |
1,460 |
4,669 |
-654 |
Jan12 |
111017 |
560.55 |
568.20 |
560.55 |
560.55 |
-7.65 |
846 |
10,149 |
+0 |
Feb12 |
111017 |
557.40 |
565.05 |
557.40 |
557.40 |
-7.65 |
|
|
|
Total Volume and Open Interest |
2,306 |
31,732 |
-654 |
30-Year T-Bonds(CBOT) |
Dec11 |
111017 |
138~030 |
139~260 |
137~130 |
139~240 |
+1~110 |
277,384 |
616,231 |
-4,065 |
Mar12 |
111017 |
137~140 |
139~060 |
136~270 |
139~060 |
+1~130 |
25 |
1,303 |
+11 |
Jun12 |
111017 |
137~160 |
138~160 |
137~040 |
138~160 |
+1~120 |
|
|
|
Total Volume and Open Interest |
277,409 |
617,534 |
-4,054 |
10-Year T-Notes(CBOT) |
Dec11 |
111017 |
128~000 |
128~240 |
127~210 |
128~230 |
+0~190 |
1,018,265 |
1,512,276 |
+12,320 |
Mar12 |
111017 |
127~040 |
127~280 |
127~010 |
127~280 |
+0~185 |
353 |
10,819 |
+243 |
Jun12 |
111017 |
126~280 |
126~280 |
126~095 |
126~280 |
+0~185 |
|
|
|
Total Volume and Open Interest |
1,018,618 |
1,523,095 |
+12,563 |
5-Year T-Notes(CBOT) |
Dec11 |
111017 |
121~111 |
122~020 |
121~083 |
122~016 |
+0~027 |
468,397 |
1,161,059 |
-4,371 |
Mar12 |
111017 |
121~075 |
121~075 |
121~048 |
121~075 |
+0~027 |
0 |
3 |
+0 |
Jun12 |
111017 |
120~099 |
120~099 |
120~072 |
120~099 |
+0~027 |
|
|
|
Total Volume and Open Interest |
468,397 |
1,161,062 |
-4,371 |
2 Year T-Notes(CBOT) |
Dec11 |
111017 |
110~014 |
110~015 |
110~009 |
110~011 |
-0~003 |
152,000 |
724,481 |
+14,148 |
Mar12 |
111017 |
110~009 |
110~012 |
110~009 |
110~009 |
-0~003 |
0 |
243 |
+0 |
Jun12 |
111017 |
109~097 |
109~100 |
109~097 |
109~097 |
-0~003 |
|
|
|
Total Volume and Open Interest |
152,000 |
724,724 |
+14,148 |
Eurodollars(CME) |
Dec11 |
111017 |
99.470 |
99.475 |
99.460 |
99.465 |
unch |
119,446 |
1,052,658 |
+6,507 |
Mar12 |
111017 |
99.395 |
99.405 |
99.375 |
99.380 |
-0.010 |
109,160 |
1,019,449 |
-13,240 |
Jun12 |
111017 |
99.370 |
99.380 |
99.345 |
99.350 |
-0.015 |
94,863 |
1,070,502 |
+186 |
Sep12 |
111017 |
99.350 |
99.355 |
99.325 |
99.330 |
-0.010 |
85,857 |
735,254 |
-2,896 |
Dec12 |
111017 |
99.320 |
99.330 |
99.305 |
99.310 |
-0.005 |
99,445 |
766,684 |
+8,467 |
Mar13 |
111017 |
99.275 |
99.300 |
99.265 |
99.290 |
+0.010 |
118,667 |
781,252 |
+2,564 |
Jun13 |
111017 |
99.190 |
99.230 |
99.175 |
99.225 |
+0.030 |
84,294 |
493,104 |
-5,156 |
Sep13 |
111017 |
99.065 |
99.120 |
99.035 |
99.115 |
+0.050 |
88,053 |
430,837 |
+2,724 |
Dec13 |
111017 |
98.870 |
98.950 |
98.845 |
98.945 |
+0.065 |
104,617 |
403,414 |
-8,627 |
Mar14 |
111017 |
98.690 |
98.780 |
98.660 |
98.775 |
+0.070 |
60,308 |
291,816 |
-526 |
Jun14 |
111017 |
98.495 |
98.585 |
98.455 |
98.580 |
+0.075 |
45,842 |
256,542 |
-1,183 |
Sep14 |
111017 |
98.280 |
98.380 |
98.245 |
98.375 |
+0.075 |
41,722 |
165,974 |
+2,022 |
Dec14 |
111017 |
98.075 |
98.170 |
98.030 |
98.165 |
+0.070 |
46,462 |
149,334 |
-7,146 |
Mar15 |
111017 |
97.860 |
97.980 |
97.845 |
97.975 |
+0.065 |
23,181 |
108,819 |
-1,351 |
Jun15 |
111017 |
5.955 |
6.050 |
5.910 |
6.045 |
+0.065 |
22,554 |
89,513 |
-1,030 |
Sep15 |
111017 |
5.755 |
5.875 |
5.735 |
5.870 |
+0.060 |
22,969 |
75,981 |
-1,174 |
Dec15 |
111017 |
5.585 |
5.705 |
5.565 |
5.700 |
+0.060 |
9,523 |
56,863 |
+4 |
Mar16 |
111017 |
5.460 |
5.570 |
5.430 |
5.565 |
+0.060 |
8,779 |
47,661 |
-161 |
Total Volume and Open Interest |
1,225,653 |
8,278,565 |
-16,793 |
30 Day Federal Funds(CBOT) |
Oct11 |
111017 |
99.925 |
99.925 |
99.923 |
99.923 |
unch |
432 |
63,772 |
-179 |
Nov11 |
111017 |
99.920 |
99.925 |
99.915 |
99.920 |
+0.005 |
1,204 |
61,938 |
+78 |
Dec11 |
111017 |
99.915 |
99.920 |
99.915 |
99.915 |
unch |
595 |
56,525 |
-409 |
Jan12 |
111017 |
99.905 |
99.910 |
99.905 |
99.905 |
unch |
1,994 |
47,244 |
-785 |
Feb12 |
111017 |
99.900 |
99.905 |
99.890 |
99.895 |
unch |
342 |
44,339 |
-10 |
Mar12 |
111017 |
99.895 |
99.895 |
99.885 |
99.890 |
unch |
166 |
29,857 |
+3 |
Total Volume and Open Interest |
12,840 |
616,408 |
-2,085 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111017 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
281 |
+0 |
Mar12 |
111017 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
300 |
+0 |
Jun12 |
111017 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Sep12 |
111017 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec12 |
111017 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar13 |
111017 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun13 |
111017 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111017 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Dec13 |
111017 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Mar14 |
111017 |
99.205 |
99.205 |
99.205 |
99.205 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111017 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,179 |
+0 |
Mar12 |
111017 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,378 |
+0 |
Jun12 |
111017 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,470 |
+0 |
Sep12 |
111017 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
610 |
+0 |
Dec12 |
111017 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
51 |
+0 |
Mar13 |
111017 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1 |
+0 |
Jun13 |
111017 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
Sep13 |
111017 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,691 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111017 |
142.16 |
142.18 |
142.05 |
142.14 |
+0.03 |
1,753 |
20,324 |
-1,306 |
Mar12 |
111017 |
141.55 |
141.55 |
141.55 |
141.55 |
+0.03 |
0 |
5 |
+0 |
Jun12 |
111017 |
139.46 |
139.46 |
139.46 |
139.46 |
+0.03 |
|
|
|
Total Volume and Open Interest |
1,753 |
20,329 |
-1,306 |
Euro-Bund(EUREX) |
Dec11 |
111017 |
133.29 |
134.97 |
132.94 |
134.62 |
+1.22 |
926,651 |
937,677 |
+30,878 |
Mar12 |
111017 |
133.32 |
135.18 |
133.24 |
134.88 |
+1.25 |
1,015 |
1,763 |
+938 |
Jun12 |
111017 |
134.92 |
134.92 |
134.92 |
134.92 |
+1.22 |
|
|
|
Total Volume and Open Interest |
927,666 |
939,440 |
+31,816 |
Euro-Bobl(EUREX) |
Dec11 |
111017 |
121.01 |
121.84 |
120.85 |
121.67 |
+0.66 |
395,269 |
738,667 |
-6,498 |
Mar12 |
111017 |
121.88 |
121.93 |
121.88 |
121.93 |
+0.68 |
20 |
17,679 |
+6 |
Jun12 |
111017 |
121.82 |
121.82 |
121.82 |
121.82 |
+0.66 |
|
|
|
Total Volume and Open Interest |
395,289 |
756,346 |
-6,492 |
3-Mth Euribor(EUREX) |
Dec11 |
111017 |
98.620 |
98.620 |
98.620 |
98.620 |
+0.015 |
253 |
1,759 |
-184 |
Mar12 |
111017 |
98.795 |
98.795 |
98.795 |
98.795 |
+0.060 |
0 |
2,082 |
+0 |
Jun12 |
111017 |
98.860 |
98.860 |
98.860 |
98.860 |
+0.085 |
100 |
958 |
-100 |
Total Volume and Open Interest |
353 |
8,081 |
-284 |
Long Gilt(LIFFE) |
Dec11 |
111017 |
126~18 |
127~28 |
126~13 |
127~20 |
+0~21 |
125,541 |
307,558 |
-2,991 |
Mar12 |
111017 |
127~27 |
127~27 |
127~27 |
127~27 |
+0~21 |
|
|
|
Total Volume and Open Interest |
125,541 |
307,558 |
-2,991 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111017 |
98.97 |
98.98 |
98.96 |
98.96 |
-0.01 |
29,794 |
349,188 |
+124 |
Mar12 |
111017 |
98.95 |
98.98 |
98.95 |
98.97 |
unch |
37,035 |
341,895 |
-6,244 |
Jun12 |
111017 |
98.94 |
98.98 |
98.93 |
98.97 |
+0.02 |
26,232 |
210,496 |
-5,494 |
Sep12 |
111017 |
98.91 |
98.97 |
98.90 |
98.96 |
+0.04 |
41,729 |
214,765 |
-7,764 |
Dec12 |
111017 |
98.85 |
98.92 |
98.83 |
98.90 |
+0.05 |
43,834 |
182,475 |
+27 |
Mar13 |
111017 |
98.77 |
98.86 |
98.75 |
98.84 |
+0.05 |
24,081 |
152,310 |
-483 |
Total Volume and Open Interest |
266,729 |
1,843,437 |
-22,571 |
3-Mth Euribor(LIFFE) |
Dec11 |
111017 |
98.605 |
98.630 |
98.590 |
98.620 |
+0.015 |
120,792 |
753,824 |
+25,274 |
Mar12 |
111017 |
98.720 |
98.815 |
98.715 |
98.795 |
+0.060 |
64,476 |
514,359 |
+1,687 |
Jun12 |
111017 |
98.760 |
98.890 |
98.750 |
98.860 |
+0.085 |
61,114 |
356,782 |
+2,560 |
Total Volume and Open Interest |
551,790 |
3,365,662 |
+16,580 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111017 |
95.51 |
95.54 |
95.42 |
95.44 |
-0.09 |
21,701 |
220,997 |
-257 |
Mar12 |
111017 |
95.88 |
95.93 |
95.78 |
95.80 |
-0.10 |
16,914 |
188,952 |
-3,497 |
Jun12 |
111017 |
96.01 |
96.06 |
95.88 |
95.90 |
-0.12 |
12,233 |
115,005 |
-1,455 |
Sep12 |
111017 |
95.96 |
96.02 |
95.84 |
95.87 |
-0.12 |
7,270 |
78,549 |
+556 |
Dec12 |
111017 |
95.92 |
95.95 |
95.78 |
95.81 |
-0.11 |
2,577 |
46,903 |
+673 |
Mar13 |
111017 |
95.82 |
95.88 |
95.73 |
95.74 |
-0.11 |
952 |
44,512 |
-82 |
Jun13 |
111017 |
95.74 |
95.78 |
95.66 |
95.68 |
-0.10 |
623 |
32,497 |
+190 |
Sep13 |
111017 |
95.66 |
95.69 |
95.58 |
95.60 |
-0.09 |
333 |
13,675 |
+108 |
Dec13 |
111017 |
95.55 |
95.57 |
95.50 |
95.50 |
-0.08 |
117 |
3,106 |
+43 |
Mar14 |
111017 |
95.39 |
95.39 |
95.39 |
95.39 |
-0.07 |
0 |
406 |
+0 |
Total Volume and Open Interest |
62,720 |
744,668 |
-3,721 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111017 |
95.53 |
95.56 |
95.39 |
95.40 |
-0.14 |
42,397 |
339,100 |
-8,079 |
Mar12 |
111017 |
95.40 |
95.40 |
95.40 |
95.40 |
-0.14 |
|
|
|
Total Volume and Open Interest |
42,397 |
339,100 |
-8,079 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111017 |
96.18 |
96.21 |
96.05 |
96.07 |
-0.12 |
136,057 |
493,773 |
+20,040 |
Mar12 |
111017 |
96.07 |
96.07 |
96.07 |
96.07 |
-0.12 |
|
|
|
Total Volume and Open Interest |
136,057 |
493,773 |
+20,040 |
Gold(CMX) |
Oct11 |
111017 |
1682.2 |
1693.5 |
1667.3 |
1675.5 |
-6.3 |
51 |
707 |
-73 |
Dec11 |
111017 |
1683.8 |
1696.8 |
1665.4 |
1676.6 |
-6.4 |
95,596 |
271,069 |
+2,967 |
Feb12 |
111017 |
1685.7 |
1698.4 |
1669.4 |
1678.6 |
-6.3 |
1,667 |
47,822 |
+281 |
Apr12 |
111017 |
1685.1 |
1700.1 |
1669.9 |
1680.1 |
-6.3 |
526 |
13,317 |
+179 |
Jun12 |
111017 |
1690.7 |
1700.0 |
1673.2 |
1681.7 |
-6.4 |
92 |
17,689 |
-7 |
Aug12 |
111017 |
1689.6 |
1696.7 |
1673.2 |
1683.4 |
-6.4 |
59 |
7,531 |
+8 |
Oct12 |
111017 |
1691.0 |
1696.7 |
1679.0 |
1685.2 |
-6.4 |
23 |
5,875 |
+13 |
Dec12 |
111017 |
1697.5 |
1699.9 |
1680.0 |
1687.4 |
-6.5 |
105 |
14,983 |
-4 |
Feb13 |
111017 |
1689.5 |
1689.5 |
1689.5 |
1689.5 |
-6.6 |
0 |
3,392 |
+0 |
Apr13 |
111017 |
1698.7 |
1699.0 |
1692.1 |
1692.1 |
-6.7 |
0 |
282 |
+0 |
Jun13 |
111017 |
1695.5 |
1695.5 |
1695.5 |
1695.5 |
-7.1 |
2 |
12,018 |
+1 |
Aug13 |
111017 |
1698.8 |
1698.8 |
1698.8 |
1698.8 |
-7.2 |
0 |
45 |
+0 |
Total Volume and Open Interest |
98,528 |
439,978 |
+3,400 |
Silver(CMX) |
Dec11 |
111017 |
3222.0 |
3267.5 |
3147.5 |
3182.1 |
-35.2 |
29,296 |
60,208 |
-98 |
Mar12 |
111017 |
3228.5 |
3253.0 |
3164.0 |
3186.4 |
-35.2 |
1,431 |
10,472 |
+261 |
May12 |
111017 |
3171.5 |
3188.5 |
3171.5 |
3188.5 |
-35.3 |
154 |
2,979 |
+71 |
Jul12 |
111017 |
3228.0 |
3257.0 |
3189.7 |
3189.7 |
-35.3 |
187 |
2,420 |
+4 |
Sep12 |
111017 |
3228.0 |
3228.0 |
3170.0 |
3189.1 |
-35.0 |
31 |
1,007 |
+6 |
Dec12 |
111017 |
3247.0 |
3249.0 |
3182.5 |
3189.0 |
-34.8 |
233 |
10,729 |
+47 |
Mar13 |
111017 |
3183.2 |
3183.2 |
3183.2 |
3183.2 |
-35.1 |
0 |
751 |
+0 |
Total Volume and Open Interest |
31,547 |
101,637 |
+310 |
Platinum(NYMEX) |
Oct11 |
111017 |
1548.8 |
1548.8 |
1547.3 |
1547.3 |
-2.2 |
1 |
91 |
+0 |
Jan12 |
111017 |
1557.1 |
1583.6 |
1545.7 |
1551.8 |
-3.1 |
6,247 |
34,759 |
-61 |
Apr12 |
111017 |
1555.0 |
1586.7 |
1553.1 |
1555.7 |
-3.0 |
28 |
2,854 |
+9 |
Jul12 |
111017 |
1564.1 |
1576.0 |
1559.3 |
1559.3 |
-3.1 |
0 |
38 |
+0 |
Total Volume and Open Interest |
6,276 |
37,775 |
-52 |
Palladium(NYMEX) |
Dec11 |
111017 |
625.45 |
647.25 |
611.60 |
616.80 |
-3.75 |
3,198 |
18,855 |
+255 |
Mar12 |
111017 |
635.00 |
639.00 |
615.00 |
617.90 |
-3.65 |
12 |
423 |
+11 |
Jun12 |
111017 |
624.50 |
624.50 |
618.90 |
618.90 |
-3.65 |
0 |
8 |
+0 |
Total Volume and Open Interest |
3,210 |
19,289 |
+266 |
Copper(CMX) |
Dec11 |
111017 |
342.95 |
346.35 |
333.65 |
337.80 |
-3.05 |
43,907 |
75,332 |
-837 |
Mar12 |
111017 |
345.95 |
347.00 |
335.20 |
339.70 |
-2.95 |
1,303 |
28,709 |
-406 |
May12 |
111017 |
345.20 |
345.25 |
340.75 |
340.75 |
-2.95 |
666 |
8,445 |
+125 |
Jul12 |
111017 |
341.50 |
341.50 |
341.50 |
341.50 |
-2.95 |
192 |
2,570 |
+20 |
Sep12 |
111017 |
345.30 |
345.30 |
342.05 |
342.05 |
-2.95 |
282 |
1,259 |
+246 |
Total Volume and Open Interest |
47,240 |
124,344 |
-782 |
DJIA Index(CBOT) |
Dec11 |
111017 |
11595 |
11651 |
11300 |
11301 |
-265 |
127 |
11,342 |
+3 |
Mar12 |
111017 |
11226 |
11491 |
11226 |
11226 |
-265 |
0 |
21 |
+0 |
Jun12 |
111017 |
11156 |
11421 |
11156 |
11156 |
-265 |
|
|
|
Sep12 |
111017 |
11093 |
11358 |
11093 |
11093 |
-265 |
|
|
|
Total Volume and Open Interest |
127 |
11,363 |
+3 |
E-mini DJIA Index(CBOT) |
Dec11 |
111017 |
11559 |
11658 |
11295 |
11301 |
-265 |
100,472 |
75,838 |
-207 |
Mar12 |
111017 |
11461 |
11461 |
11226 |
11226 |
-265 |
1 |
104 |
-1 |
Jun12 |
111017 |
11156 |
11156 |
11156 |
11156 |
-265 |
0 |
2 |
+0 |
Sep12 |
111017 |
11093 |
11093 |
11093 |
11093 |
-265 |
0 |
10 |
+0 |
Total Volume and Open Interest |
100,473 |
75,954 |
-208 |
S & P 500(CME) |
Dec11 |
111017 |
1218.20 |
1230.70 |
1193.50 |
1193.90 |
-25.30 |
13,606 |
281,417 |
+1,410 |
Mar12 |
111017 |
1201.00 |
1203.10 |
1187.10 |
1187.80 |
-25.30 |
0 |
4,239 |
+0 |
Jun12 |
111017 |
1192.00 |
1198.00 |
1182.00 |
1182.80 |
-25.20 |
0 |
1,259 |
+0 |
Sep12 |
111017 |
1176.80 |
1177.00 |
1176.00 |
1176.80 |
-25.20 |
|
|
|
Total Volume and Open Interest |
13,606 |
287,015 |
+1,410 |
S & P 500 E-Mini(Globex) |
Dec11 |
111017 |
1218.25 |
1230.75 |
1193.50 |
1194.00 |
-25.25 |
2,244,214 |
3,021,872 |
+67,211 |
Mar12 |
111017 |
1213.75 |
1224.00 |
1187.75 |
1187.75 |
-25.25 |
1,418 |
5,783 |
-1 |
Total Volume and Open Interest |
2,245,650 |
3,027,849 |
+67,210 |
NASDAQ 100(CME) |
Dec11 |
111017 |
2371.00 |
2387.80 |
2317.50 |
2321.00 |
-46.30 |
692 |
17,724 |
+171 |
Mar12 |
111017 |
2317.00 |
2327.00 |
2317.00 |
2317.00 |
-46.00 |
|
|
|
Jun12 |
111017 |
2314.00 |
2324.00 |
2314.00 |
2314.00 |
-46.00 |
|
|
|
Total Volume and Open Interest |
692 |
17,724 |
+171 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111017 |
2367.30 |
2388.50 |
2317.00 |
2321.00 |
-46.30 |
274,440 |
306,047 |
-358 |
Mar12 |
111017 |
2374.50 |
2385.00 |
2311.50 |
2317.00 |
-46.00 |
7 |
226 |
-1 |
Total Volume and Open Interest |
274,447 |
306,276 |
-359 |
S & P Midcap 400(CME) |
Dec11 |
111017 |
828.50 |
828.50 |
828.50 |
828.50 |
-23.40 |
0 |
4,535 |
+0 |
Mar12 |
111017 |
826.50 |
826.50 |
826.50 |
826.50 |
-23.40 |
|
|
|
Jun12 |
111017 |
824.50 |
824.50 |
824.50 |
824.50 |
-23.40 |
|
|
|
Total Volume and Open Interest |
0 |
4,535 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111017 |
8900 |
8960 |
8775 |
8805 |
-80 |
5,650 |
25,773 |
-170 |
Mar12 |
111017 |
8805 |
8805 |
8805 |
8805 |
-80 |
2 |
24 |
-1 |
Total Volume and Open Interest |
5,652 |
25,797 |
-171 |
Nikkei 225(SGX) |
Dec11 |
111017 |
8750 |
8910 |
8735 |
8880 |
+105 |
90,036 |
192,834 |
-160 |
Mar12 |
111017 |
8785 |
8870 |
8785 |
8870 |
+105 |
1 |
5,261 |
+15 |
Jun12 |
111017 |
8790 |
8790 |
8790 |
8790 |
+100 |
0 |
18 |
+0 |
Total Volume and Open Interest |
90,111 |
204,637 |
-19,024 |
CAC 40(EURONEXT) |
Oct11 |
111017 |
3254.0 |
3268.0 |
3139.0 |
3165.0 |
-54.5 |
87,370 |
258,201 |
-6,985 |
Nov11 |
111017 |
3248.0 |
3260.0 |
3134.0 |
3160.0 |
-54.0 |
590 |
32,388 |
+219 |
Dec11 |
111017 |
3249.0 |
3259.0 |
3135.0 |
3157.5 |
-54.0 |
1,240 |
43,888 |
-22 |
Total Volume and Open Interest |
89,200 |
334,481 |
-6,788 |
Hang Seng Index(HKFE) |
Oct11 |
111017 |
18850 |
18900 |
18640 |
18804 |
+372 |
95,759 |
87,025 |
-3,451 |
Nov11 |
111017 |
18805 |
18851 |
18602 |
18762 |
+379 |
1,071 |
5,228 |
+124 |
Dec11 |
111017 |
18853 |
18853 |
18593 |
18748 |
+382 |
1,055 |
9,987 |
+389 |
Total Volume and Open Interest |
98,173 |
103,363 |
-2,817 |
DAX(EUREX) |
Dec11 |
111017 |
6043.5 |
6091.0 |
5821.0 |
5869.0 |
-96.5 |
162,610 |
177,517 |
+164 |
Mar12 |
111017 |
6047.5 |
6100.5 |
5836.5 |
5882.0 |
-97.5 |
639 |
6,996 |
+325 |
Jun12 |
111017 |
6075.0 |
6102.0 |
5904.0 |
5904.0 |
-96.0 |
51 |
612 |
+27 |
Total Volume and Open Interest |
163,300 |
185,125 |
+516 |
FT-SE 100(EURONEXT) |
Dec11 |
111017 |
5486.00 |
5520.00 |
5380.00 |
5406.50 |
-26.00 |
115,394 |
644,661 |
-1,575 |
Mar12 |
111017 |
5451.00 |
5485.00 |
5351.00 |
5372.00 |
-26.00 |
26 |
1,066 |
+24 |
Jun12 |
111017 |
5336.00 |
5336.00 |
5336.00 |
5336.00 |
-25.50 |
10 |
503 |
-10 |
Total Volume and Open Interest |
115,430 |
646,230 |
-1,561 |
SPI 200(SFE) |
Dec11 |
111017 |
4229.0 |
4293.0 |
4210.0 |
4284.0 |
+64.0 |
30,995 |
196,312 |
+1,919 |
Mar12 |
111017 |
4212.0 |
4264.0 |
4202.0 |
4264.0 |
+65.0 |
6 |
2,497 |
+2 |
Jun12 |
111017 |
4273.0 |
4273.0 |
4273.0 |
4273.0 |
+65.0 |
51 |
1,200 |
+51 |
Total Volume and Open Interest |
31,600 |
204,978 |
+2,368 |
GSCI(CME) |
Nov11 |
111017 |
635.50 |
640.00 |
631.75 |
631.75 |
-6.75 |
453 |
7,660 |
+91 |
Dec11 |
111017 |
641.00 |
642.00 |
634.50 |
634.50 |
-5.10 |
2 |
29 |
+0 |
Jan12 |
111017 |
633.50 |
633.50 |
633.50 |
633.50 |
|
|
|
|
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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