|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed October 19, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111019 |
1250.75 |
1259.00 |
1223.00 |
1225.00 |
-25.75 |
147,779 |
172,072 |
-4,227 |
Jan12 |
111019 |
1256.00 |
1264.00 |
1230.00 |
1231.25 |
-25.00 |
69,477 |
174,373 |
+3,750 |
Mar12 |
111019 |
1262.50 |
1270.00 |
1237.00 |
1238.50 |
-24.00 |
24,398 |
75,413 |
+3,325 |
May12 |
111019 |
1265.75 |
1273.50 |
1242.50 |
1243.75 |
-22.75 |
13,547 |
64,818 |
+1,608 |
Jul12 |
111019 |
1272.75 |
1280.25 |
1249.00 |
1250.00 |
-23.00 |
12,289 |
44,421 |
+859 |
Aug12 |
111019 |
1242.00 |
1263.25 |
1242.00 |
1242.00 |
-21.25 |
8 |
514 |
+1 |
Sep12 |
111019 |
1240.00 |
1246.00 |
1225.00 |
1225.00 |
-21.00 |
7 |
363 |
+1 |
Nov12 |
111019 |
1231.50 |
1237.00 |
1211.00 |
1212.50 |
-20.00 |
4,133 |
45,053 |
+152 |
Jan13 |
111019 |
1220.50 |
1240.50 |
1220.50 |
1220.50 |
-20.00 |
8 |
10,232 |
-1 |
Mar13 |
111019 |
1226.00 |
1246.00 |
1226.00 |
1226.00 |
-20.00 |
2 |
161 |
-1 |
May13 |
111019 |
1226.50 |
1246.50 |
1226.50 |
1226.50 |
-20.00 |
1 |
74 |
+0 |
Jul13 |
111019 |
1231.50 |
1251.50 |
1231.50 |
1231.50 |
-20.00 |
0 |
191 |
+0 |
Aug13 |
111019 |
1229.50 |
1249.50 |
1229.50 |
1229.50 |
-20.00 |
|
|
|
Sep13 |
111019 |
1213.50 |
1233.50 |
1213.50 |
1213.50 |
-20.00 |
|
|
|
Total Volume and Open Interest |
271,670 |
589,267 |
+5,478 |
Soybean Meal(CBOT) |
Dec11 |
111019 |
324.70 |
327.40 |
319.10 |
319.30 |
-5.00 |
41,348 |
92,315 |
+325 |
Jan12 |
111019 |
326.00 |
328.80 |
320.90 |
320.90 |
-5.10 |
6,481 |
21,918 |
-208 |
Mar12 |
111019 |
328.00 |
330.50 |
323.00 |
323.20 |
-4.80 |
3,901 |
21,929 |
+240 |
May12 |
111019 |
325.80 |
331.30 |
323.80 |
323.80 |
-4.70 |
3,368 |
17,547 |
+207 |
Jul12 |
111019 |
330.50 |
333.20 |
325.80 |
325.80 |
-4.80 |
4,562 |
15,586 |
+575 |
Aug12 |
111019 |
332.10 |
332.10 |
325.50 |
325.50 |
-4.60 |
171 |
2,780 |
+84 |
Sep12 |
111019 |
329.80 |
330.50 |
323.50 |
323.50 |
-4.50 |
184 |
3,157 |
+79 |
Oct12 |
111019 |
324.00 |
324.00 |
317.10 |
317.10 |
-4.40 |
44 |
2,155 |
+22 |
Dec12 |
111019 |
318.50 |
324.10 |
317.60 |
317.60 |
-3.90 |
1,061 |
8,645 |
+203 |
Jan13 |
111019 |
319.30 |
323.20 |
319.30 |
319.30 |
-3.90 |
120 |
795 |
+90 |
Total Volume and Open Interest |
61,308 |
187,911 |
+1,675 |
Soybean Oil(CBOT) |
Dec11 |
111019 |
52.74 |
52.99 |
51.40 |
51.48 |
-1.22 |
64,817 |
119,081 |
-5,902 |
Jan12 |
111019 |
52.96 |
53.25 |
51.68 |
51.74 |
-1.23 |
19,591 |
65,732 |
+1,385 |
Mar12 |
111019 |
53.33 |
53.57 |
52.01 |
52.08 |
-1.23 |
6,202 |
44,308 |
-17 |
May12 |
111019 |
53.62 |
53.78 |
52.29 |
52.33 |
-1.22 |
3,802 |
27,284 |
+685 |
Jul12 |
111019 |
53.51 |
53.95 |
52.50 |
52.53 |
-1.19 |
2,318 |
18,981 |
+93 |
Aug12 |
111019 |
53.71 |
53.71 |
52.58 |
52.58 |
-1.14 |
432 |
2,668 |
+85 |
Sep12 |
111019 |
53.70 |
53.70 |
52.54 |
52.54 |
-1.10 |
529 |
2,745 |
+7 |
Oct12 |
111019 |
53.66 |
53.66 |
52.29 |
52.29 |
-1.05 |
822 |
3,066 |
+413 |
Dec12 |
111019 |
52.87 |
53.37 |
52.15 |
52.18 |
-1.02 |
1,735 |
11,118 |
+423 |
Jan13 |
111019 |
52.18 |
53.20 |
52.18 |
52.18 |
-1.02 |
0 |
15 |
+0 |
Total Volume and Open Interest |
100,248 |
295,032 |
-2,828 |
Canola(WCE) |
Nov11 |
111019 |
530.1 |
533.7 |
525.5 |
525.6 |
-5.7 |
8,082 |
40,010 |
+1,632 |
Jan12 |
111019 |
539.3 |
543.7 |
535.0 |
535.4 |
-6.0 |
6,051 |
85,549 |
+2,590 |
Mar12 |
111019 |
552.1 |
552.6 |
543.9 |
544.3 |
-6.0 |
702 |
21,657 |
+87 |
May12 |
111019 |
559.3 |
559.4 |
550.3 |
550.8 |
-6.7 |
608 |
11,696 |
+351 |
Jul12 |
111019 |
563.5 |
563.5 |
556.5 |
556.5 |
-6.2 |
292 |
5,111 |
+160 |
Total Volume and Open Interest |
16,023 |
175,797 |
+5,057 |
Corn(CBOT) |
Dec11 |
111019 |
645.00 |
651.25 |
637.50 |
638.50 |
-5.50 |
181,881 |
567,735 |
-3,918 |
Mar12 |
111019 |
653.50 |
660.00 |
647.50 |
648.50 |
-4.25 |
79,799 |
274,194 |
+4,981 |
May12 |
111019 |
658.50 |
665.50 |
653.25 |
654.25 |
-4.00 |
18,801 |
85,198 |
+1,521 |
Jul12 |
111019 |
662.75 |
669.25 |
657.25 |
658.25 |
-4.00 |
34,058 |
115,302 |
-1,575 |
Sep12 |
111019 |
621.50 |
624.75 |
615.75 |
616.50 |
-2.25 |
5,411 |
30,908 |
+1,329 |
Dec12 |
111019 |
600.00 |
601.75 |
592.25 |
593.50 |
-5.25 |
10,713 |
117,496 |
+1,483 |
Mar13 |
111019 |
610.00 |
611.25 |
604.75 |
604.75 |
-5.25 |
1,150 |
29,892 |
+208 |
May13 |
111019 |
617.00 |
617.00 |
611.50 |
611.50 |
-5.25 |
163 |
1,193 |
+10 |
Jul13 |
111019 |
616.50 |
621.50 |
616.50 |
616.50 |
-5.00 |
204 |
1,566 |
+28 |
Sep13 |
111019 |
592.50 |
597.75 |
592.50 |
592.50 |
-5.25 |
5 |
306 |
+5 |
Total Volume and Open Interest |
332,388 |
1,237,331 |
+4,118 |
Wheat(CBOT) |
Dec11 |
111019 |
626.75 |
637.75 |
616.00 |
619.50 |
-5.75 |
40,915 |
205,700 |
-1,401 |
Mar12 |
111019 |
658.75 |
666.75 |
650.25 |
651.75 |
-4.50 |
11,486 |
94,449 |
-150 |
May12 |
111019 |
680.00 |
688.00 |
673.25 |
675.00 |
-3.00 |
2,936 |
28,743 |
-653 |
Jul12 |
111019 |
698.50 |
704.00 |
690.00 |
691.50 |
-2.75 |
4,749 |
61,236 |
+609 |
Sep12 |
111019 |
715.50 |
718.25 |
707.75 |
709.00 |
-3.50 |
170 |
3,950 |
-37 |
Dec12 |
111019 |
731.50 |
740.50 |
725.25 |
726.75 |
-5.25 |
1,347 |
31,550 |
-237 |
Total Volume and Open Interest |
61,655 |
429,422 |
-1,865 |
Wheat(KCBT) |
Dec11 |
111019 |
712.00 |
722.00 |
703.00 |
705.50 |
-6.00 |
6,977 |
62,753 |
-625 |
Mar12 |
111019 |
727.00 |
736.25 |
718.75 |
720.25 |
-6.25 |
4,729 |
48,205 |
-52 |
May12 |
111019 |
737.00 |
743.50 |
727.25 |
727.75 |
-6.25 |
736 |
8,574 |
-113 |
Jul12 |
111019 |
742.25 |
750.00 |
733.50 |
734.50 |
-6.25 |
2,011 |
31,151 |
+340 |
Sep12 |
111019 |
759.00 |
761.75 |
746.50 |
746.50 |
-6.25 |
44 |
2,662 |
-9 |
Dec12 |
111019 |
778.00 |
778.75 |
763.50 |
763.50 |
-6.25 |
93 |
3,500 |
-32 |
Total Volume and Open Interest |
14,593 |
157,132 |
-491 |
Wheat(MGE) |
Dec11 |
111019 |
910.00 |
915.25 |
902.50 |
911.50 |
+5.00 |
550 |
11,698 |
-50 |
Mar12 |
111019 |
848.00 |
859.00 |
846.25 |
849.50 |
+1.00 |
1,874 |
15,170 |
+26 |
May12 |
111019 |
833.00 |
840.25 |
831.50 |
831.50 |
+2.00 |
557 |
4,840 |
-4 |
Jul12 |
111019 |
829.50 |
831.00 |
823.00 |
823.00 |
+2.50 |
414 |
5,360 |
+174 |
Sep12 |
111019 |
804.00 |
807.75 |
797.00 |
798.25 |
-0.50 |
118 |
2,844 |
-17 |
Total Volume and Open Interest |
3,597 |
41,734 |
+109 |
Oats(CBOT) |
Dec11 |
111019 |
339.25 |
343.75 |
335.75 |
337.00 |
-2.00 |
501 |
12,316 |
+163 |
Mar12 |
111019 |
348.75 |
352.00 |
347.00 |
347.00 |
-2.00 |
59 |
3,198 |
+41 |
May12 |
111019 |
360.00 |
360.00 |
353.50 |
353.50 |
-2.00 |
1 |
223 |
-1 |
Jul12 |
111019 |
359.50 |
361.50 |
359.50 |
359.50 |
-2.00 |
1 |
18 |
+0 |
Total Volume and Open Interest |
563 |
15,852 |
+204 |
Rough Rice(CBOT) |
Nov11 |
111019 |
16.30 |
16.56 |
16.30 |
16.45 |
+0.19 |
663 |
7,402 |
-253 |
Jan12 |
111019 |
16.65 |
16.88 |
16.61 |
16.75 |
+0.18 |
469 |
7,207 |
+190 |
Mar12 |
111019 |
17.00 |
17.14 |
16.97 |
17.06 |
+0.18 |
77 |
3,025 |
+1 |
May12 |
111019 |
17.20 |
17.35 |
17.20 |
17.30 |
+0.14 |
0 |
317 |
+0 |
Total Volume and Open Interest |
1,210 |
18,291 |
-61 |
Live Cattle(CME) |
Oct11 |
111019 |
121.480 |
122.135 |
120.680 |
121.400 |
+0.670 |
3,306 |
9,031 |
-883 |
Dec11 |
111019 |
123.785 |
124.150 |
122.750 |
122.950 |
-0.380 |
20,756 |
158,334 |
+2,032 |
Feb12 |
111019 |
125.700 |
126.350 |
125.400 |
125.550 |
-0.130 |
6,321 |
77,724 |
+1,054 |
Apr12 |
111019 |
128.400 |
129.400 |
128.400 |
129.235 |
+0.535 |
4,229 |
58,392 |
+77 |
Jun12 |
111019 |
126.080 |
126.800 |
125.850 |
126.000 |
-0.180 |
1,728 |
25,983 |
+249 |
Aug12 |
111019 |
125.730 |
126.000 |
125.100 |
125.800 |
+0.015 |
766 |
5,262 |
+191 |
Total Volume and Open Interest |
37,307 |
338,012 |
+2,779 |
Feeder Cattle(CME) |
Oct11 |
111019 |
139.750 |
140.050 |
139.035 |
139.200 |
-0.550 |
519 |
3,365 |
-271 |
Nov11 |
111019 |
143.650 |
144.250 |
142.325 |
142.650 |
-0.750 |
3,180 |
11,851 |
-702 |
Jan12 |
111019 |
147.300 |
148.400 |
146.435 |
146.750 |
-0.550 |
2,155 |
12,662 |
+587 |
Mar12 |
111019 |
147.650 |
148.600 |
146.825 |
147.300 |
-0.385 |
383 |
4,696 |
+133 |
Apr12 |
111019 |
148.000 |
148.500 |
147.185 |
147.650 |
-0.150 |
309 |
1,054 |
+110 |
May12 |
111019 |
147.880 |
148.750 |
147.150 |
148.100 |
unch |
137 |
1,060 |
+59 |
Aug12 |
111019 |
149.000 |
149.450 |
148.250 |
149.000 |
unch |
160 |
1,288 |
+62 |
Total Volume and Open Interest |
6,881 |
36,060 |
+12 |
Lean Hogs(CME) |
Dec11 |
111019 |
91.035 |
91.350 |
89.930 |
90.080 |
-0.870 |
17,296 |
103,449 |
+1,289 |
Feb12 |
111019 |
93.480 |
93.535 |
92.450 |
92.535 |
-0.965 |
10,457 |
63,685 |
+1,580 |
Apr12 |
111019 |
95.000 |
95.750 |
94.980 |
95.200 |
-0.050 |
6,461 |
50,978 |
+1,423 |
May12 |
111019 |
99.150 |
99.750 |
98.950 |
99.750 |
+0.420 |
266 |
1,981 |
+141 |
Jun12 |
111019 |
100.535 |
101.135 |
100.535 |
100.950 |
+0.100 |
2,022 |
29,751 |
-19 |
Jul12 |
111019 |
99.100 |
99.650 |
99.050 |
99.580 |
-0.205 |
155 |
8,652 |
+77 |
Aug12 |
111019 |
97.200 |
98.000 |
97.135 |
97.950 |
+0.450 |
255 |
9,299 |
+89 |
Oct12 |
111019 |
85.350 |
86.400 |
85.330 |
86.285 |
+0.485 |
160 |
4,390 |
+8 |
Total Volume and Open Interest |
37,106 |
274,068 |
+4,619 |
Class III Milk(CME) |
Oct11 |
111019 |
17.94 |
17.94 |
17.92 |
17.92 |
unch |
59 |
5,180 |
+0 |
Nov11 |
111019 |
17.73 |
17.79 |
17.32 |
17.36 |
-0.29 |
317 |
5,245 |
-16 |
Dec11 |
111019 |
17.24 |
17.30 |
16.76 |
16.80 |
-0.43 |
366 |
4,620 |
-76 |
Jan12 |
111019 |
16.62 |
16.65 |
16.40 |
16.46 |
-0.15 |
74 |
2,335 |
+24 |
Feb12 |
111019 |
16.30 |
16.33 |
16.08 |
16.15 |
-0.15 |
75 |
2,070 |
+45 |
Total Volume and Open Interest |
1,271 |
30,866 |
-32 |
Cocoa(ICE) |
Dec11 |
111019 |
2600 |
2648 |
2574 |
2603 |
+32 |
18,454 |
72,685 |
+678 |
Mar12 |
111019 |
2626 |
2688 |
2613 |
2644 |
+34 |
8,110 |
62,102 |
+1,004 |
May12 |
111019 |
2649 |
2698 |
2634 |
2659 |
+34 |
3,086 |
19,566 |
-1,782 |
Jul12 |
111019 |
2680 |
2684 |
2672 |
2676 |
+34 |
392 |
10,051 |
+90 |
Sep12 |
111019 |
2713 |
2713 |
2691 |
2691 |
+34 |
259 |
11,485 |
+59 |
Dec12 |
111019 |
2719 |
2730 |
2703 |
2703 |
+34 |
390 |
10,095 |
+180 |
Mar13 |
111019 |
2730 |
2760 |
2724 |
2724 |
+34 |
53 |
2,723 |
+1 |
Total Volume and Open Interest |
30,770 |
190,853 |
+252 |
Coffee "C"(ICE) |
Dec11 |
111019 |
231.25 |
239.25 |
230.90 |
236.15 |
+4.65 |
11,693 |
64,956 |
-115 |
Mar12 |
111019 |
234.65 |
242.00 |
234.00 |
239.10 |
+4.45 |
3,762 |
32,153 |
+758 |
May12 |
111019 |
238.20 |
243.10 |
237.00 |
240.55 |
+4.30 |
783 |
12,708 |
+141 |
Jul12 |
111019 |
240.10 |
244.25 |
240.10 |
241.70 |
+4.10 |
223 |
4,126 |
-79 |
Sep12 |
111019 |
240.25 |
242.55 |
240.25 |
241.80 |
+3.95 |
47 |
3,277 |
+9 |
Dec12 |
111019 |
240.05 |
242.50 |
240.05 |
241.80 |
+3.75 |
30 |
2,638 |
+4 |
Total Volume and Open Interest |
16,538 |
120,745 |
+718 |
Orange Juice(ICE) |
Nov11 |
111019 |
171.15 |
175.50 |
171.15 |
172.25 |
-0.55 |
1,521 |
6,368 |
-713 |
Jan12 |
111019 |
168.00 |
170.90 |
167.70 |
168.25 |
-0.45 |
1,724 |
12,642 |
+752 |
Mar12 |
111019 |
167.85 |
168.65 |
166.45 |
166.45 |
-1.00 |
80 |
4,299 |
+31 |
May12 |
111019 |
167.10 |
167.10 |
165.25 |
165.25 |
-1.05 |
5 |
1,553 |
+0 |
Jul12 |
111019 |
165.50 |
165.50 |
165.50 |
165.50 |
-0.90 |
0 |
319 |
+0 |
Sep12 |
111019 |
164.80 |
164.80 |
164.80 |
164.80 |
-1.40 |
0 |
53 |
+0 |
Total Volume and Open Interest |
3,330 |
25,247 |
+70 |
Sugar #11(ICE) |
Mar12 |
111019 |
27.76 |
28.26 |
26.84 |
26.97 |
-0.88 |
33,994 |
249,780 |
+2,702 |
May12 |
111019 |
26.70 |
27.15 |
25.96 |
26.09 |
-0.72 |
14,388 |
76,996 |
+2,825 |
Jul12 |
111019 |
25.50 |
26.01 |
24.97 |
25.11 |
-0.58 |
9,244 |
70,931 |
+1,435 |
Oct12 |
111019 |
25.00 |
25.40 |
24.41 |
24.60 |
-0.52 |
2,437 |
42,223 |
+163 |
Mar13 |
111019 |
25.09 |
25.26 |
24.41 |
24.57 |
-0.52 |
722 |
29,482 |
+65 |
Total Volume and Open Interest |
61,154 |
498,372 |
+7,341 |
London Cocoa(LCE) |
Dec11 |
111019 |
1690 |
1697 |
1667 |
1687 |
+3 |
7,826 |
77,905 |
-997 |
Mar12 |
111019 |
1709 |
1715 |
1687 |
1706 |
+4 |
4,608 |
56,760 |
+996 |
May12 |
111019 |
1723 |
1731 |
1704 |
1721 |
+4 |
1,431 |
15,801 |
+7 |
Jul12 |
111019 |
1732 |
1745 |
1720 |
1734 |
+2 |
447 |
18,399 |
+207 |
Sep12 |
111019 |
1746 |
1753 |
1734 |
1748 |
+4 |
295 |
12,374 |
+28 |
Dec12 |
111019 |
1762 |
1762 |
1757 |
1759 |
+1 |
53 |
10,493 |
+20 |
Mar13 |
111019 |
1771 |
1771 |
1771 |
1771 |
+1 |
4 |
2,362 |
+2 |
Total Volume and Open Interest |
14,664 |
194,601 |
+263 |
London Sugar(LCE) |
Dec11 |
111019 |
714.20 |
724.00 |
694.50 |
699.00 |
-14.70 |
2,148 |
17,702 |
+328 |
Mar12 |
111019 |
698.30 |
707.00 |
677.50 |
681.90 |
-15.80 |
1,202 |
14,135 |
+313 |
May12 |
111019 |
685.90 |
693.60 |
665.20 |
670.10 |
-14.90 |
330 |
6,603 |
+81 |
Aug12 |
111019 |
670.00 |
676.00 |
647.90 |
653.00 |
-15.30 |
182 |
3,945 |
+13 |
Oct12 |
111019 |
656.10 |
660.90 |
633.20 |
638.70 |
-14.30 |
67 |
2,449 |
+27 |
Total Volume and Open Interest |
3,970 |
46,557 |
+791 |
Cotton(ICE) |
Dec11 |
111019 |
100.35 |
101.42 |
99.60 |
99.72 |
-0.46 |
6,656 |
82,888 |
-1,090 |
Mar12 |
111019 |
98.46 |
99.15 |
97.69 |
97.87 |
-0.34 |
2,494 |
43,576 |
+637 |
May12 |
111019 |
97.55 |
98.62 |
96.97 |
97.44 |
-0.38 |
528 |
9,343 |
+197 |
Jul12 |
111019 |
96.94 |
97.97 |
96.38 |
97.15 |
+0.09 |
160 |
11,393 |
+20 |
Oct12 |
111019 |
95.05 |
95.05 |
95.05 |
95.05 |
-0.34 |
0 |
3 |
+0 |
Dec12 |
111019 |
93.41 |
94.71 |
93.00 |
93.22 |
-0.84 |
15 |
3,496 |
+13 |
Total Volume and Open Interest |
9,857 |
151,550 |
-221 |
Lumber(CME) |
Nov11 |
111019 |
229.8 |
230.0 |
220.6 |
222.0 |
-6.7 |
470 |
3,989 |
-189 |
Jan12 |
111019 |
243.2 |
246.4 |
235.5 |
238.5 |
-5.9 |
282 |
4,842 |
+20 |
Mar12 |
111019 |
258.6 |
260.0 |
254.1 |
255.5 |
-6.9 |
100 |
1,257 |
+46 |
May12 |
111019 |
271.1 |
271.1 |
268.0 |
268.0 |
-5.0 |
4 |
162 |
+3 |
Total Volume and Open Interest |
858 |
10,275 |
-118 |
Crude Oil(NYM) |
Nov11 |
111019 |
88.26 |
89.51 |
85.87 |
86.11 |
-2.23 |
203,765 |
49,861 |
-19,707 |
Dec11 |
111019 |
88.53 |
89.69 |
86.03 |
86.29 |
-2.24 |
253,423 |
356,220 |
+1,922 |
Jan12 |
111019 |
88.50 |
89.79 |
86.20 |
86.43 |
-2.25 |
53,388 |
174,057 |
+2,734 |
Feb12 |
111019 |
88.75 |
89.90 |
86.42 |
86.60 |
-2.25 |
31,253 |
68,034 |
+4,021 |
Mar12 |
111019 |
88.96 |
90.00 |
86.52 |
86.74 |
-2.26 |
22,691 |
69,691 |
+4,213 |
Apr12 |
111019 |
88.80 |
89.98 |
86.68 |
86.81 |
-2.27 |
9,685 |
34,946 |
-1,119 |
May12 |
111019 |
89.16 |
90.06 |
86.79 |
86.86 |
-2.28 |
8,981 |
27,519 |
-369 |
Jun12 |
111019 |
89.10 |
90.09 |
86.73 |
86.90 |
-2.28 |
27,564 |
73,923 |
+2,201 |
Jul12 |
111019 |
89.08 |
90.15 |
86.97 |
86.98 |
-2.29 |
3,335 |
37,091 |
-328 |
Aug12 |
111019 |
89.35 |
90.00 |
87.06 |
87.06 |
-2.30 |
4,704 |
19,916 |
+1,287 |
Sep12 |
111019 |
89.43 |
90.28 |
87.18 |
87.18 |
-2.32 |
4,443 |
19,070 |
+951 |
Oct12 |
111019 |
89.81 |
89.81 |
87.33 |
87.33 |
-2.35 |
2,627 |
22,861 |
+838 |
Nov12 |
111019 |
89.57 |
89.57 |
87.54 |
87.54 |
-2.37 |
2,005 |
25,030 |
+86 |
Dec12 |
111019 |
90.15 |
90.84 |
87.66 |
87.75 |
-2.40 |
26,802 |
163,946 |
+1,402 |
Jan13 |
111019 |
89.95 |
89.95 |
87.80 |
87.80 |
-2.42 |
942 |
24,568 |
+327 |
Feb13 |
111019 |
87.81 |
87.82 |
87.81 |
87.81 |
-2.43 |
456 |
9,803 |
+179 |
Total Volume and Open Interest |
667,047 |
1,431,563 |
-138 |
e-miNY Crude Oil(NYM) |
Oct11 |
110919 |
87.250 |
87.400 |
84.800 |
85.700 |
-2.250 |
4,569 |
1,489 |
-206 |
Nov11 |
111019 |
88.200 |
89.500 |
86.100 |
86.100 |
-2.250 |
5,853 |
2,683 |
-142 |
Dec11 |
111019 |
88.500 |
89.675 |
86.025 |
86.300 |
-2.225 |
7,080 |
1,611 |
+441 |
Jan12 |
111019 |
88.575 |
89.675 |
86.225 |
86.425 |
-2.250 |
155 |
396 |
+29 |
Feb12 |
111019 |
89.325 |
89.825 |
86.600 |
86.600 |
-2.250 |
52 |
112 |
-16 |
Mar12 |
111019 |
86.750 |
86.750 |
86.750 |
86.750 |
-2.250 |
3 |
13 |
-1 |
Apr12 |
111019 |
86.800 |
86.800 |
86.800 |
86.800 |
-2.275 |
0 |
22 |
+0 |
May12 |
111019 |
86.850 |
86.850 |
86.850 |
86.850 |
-2.300 |
0 |
7 |
+0 |
Jun12 |
111019 |
89.525 |
89.525 |
86.900 |
86.900 |
-2.275 |
4 |
16 |
+0 |
Jul12 |
111019 |
86.975 |
86.975 |
86.975 |
86.975 |
-2.300 |
0 |
4 |
+0 |
Total Volume and Open Interest |
13,149 |
5,092 |
+310 |
Heating Oil(NYM) |
Nov11 |
111019 |
303.47 |
306.11 |
297.85 |
298.12 |
-4.65 |
53,776 |
55,728 |
+326 |
Dec11 |
111019 |
303.50 |
305.99 |
297.67 |
298.00 |
-4.71 |
54,536 |
69,770 |
+4,691 |
Jan12 |
111019 |
301.62 |
305.21 |
296.77 |
297.12 |
-4.85 |
28,834 |
47,996 |
+2,542 |
Feb12 |
111019 |
300.45 |
303.48 |
295.25 |
295.43 |
-5.02 |
15,983 |
21,297 |
-913 |
Mar12 |
111019 |
298.07 |
300.86 |
292.70 |
292.87 |
-5.25 |
9,037 |
21,890 |
-28 |
Apr12 |
111019 |
295.73 |
295.73 |
288.68 |
288.68 |
-5.40 |
3,634 |
11,653 |
+161 |
May12 |
111019 |
289.76 |
289.76 |
284.57 |
284.57 |
-5.53 |
2,332 |
7,946 |
-506 |
Jun12 |
111019 |
288.17 |
290.30 |
282.14 |
282.22 |
-5.65 |
7,518 |
30,010 |
-601 |
Jul12 |
111019 |
285.65 |
285.65 |
281.94 |
281.94 |
-5.77 |
987 |
7,236 |
+292 |
Aug12 |
111019 |
287.93 |
287.93 |
281.98 |
281.98 |
-5.81 |
305 |
4,054 |
-12 |
Sep12 |
111019 |
282.11 |
282.11 |
282.11 |
282.11 |
-5.83 |
137 |
4,272 |
-23 |
Oct12 |
111019 |
282.72 |
282.72 |
282.72 |
282.72 |
-5.84 |
32 |
1,427 |
+2 |
Total Volume and Open Interest |
178,974 |
298,894 |
+5,785 |
Gasoline(NYMEX) |
Nov11 |
111019 |
276.00 |
277.10 |
266.76 |
267.15 |
-7.54 |
39,948 |
47,115 |
-2,120 |
Dec11 |
111019 |
272.65 |
273.79 |
264.06 |
264.49 |
-7.24 |
41,371 |
75,083 |
+2,816 |
Jan12 |
111019 |
270.76 |
271.04 |
262.72 |
262.98 |
-7.01 |
18,505 |
40,241 |
+367 |
Feb12 |
111019 |
269.36 |
270.47 |
261.86 |
262.40 |
-6.75 |
11,147 |
17,886 |
+1,136 |
Mar12 |
111019 |
270.05 |
270.37 |
262.26 |
262.55 |
-6.59 |
9,035 |
20,207 |
+636 |
Apr12 |
111019 |
278.54 |
280.53 |
273.65 |
274.26 |
-6.14 |
5,512 |
15,785 |
+299 |
May12 |
111019 |
279.74 |
281.35 |
273.63 |
273.63 |
-6.02 |
2,789 |
10,695 |
+335 |
Jun12 |
111019 |
278.60 |
279.22 |
271.62 |
271.78 |
-5.92 |
2,557 |
19,214 |
+362 |
Jul12 |
111019 |
274.99 |
274.99 |
269.42 |
269.42 |
-5.83 |
210 |
5,343 |
+78 |
Aug12 |
111019 |
266.80 |
266.80 |
266.80 |
266.80 |
-5.78 |
190 |
5,141 |
-63 |
Total Volume and Open Interest |
132,247 |
278,350 |
+3,873 |
e-miNY RBOB Gasoline(NYM) |
Nov11 |
111019 |
267.20 |
267.20 |
267.15 |
267.20 |
-7.50 |
|
|
|
Dec11 |
111019 |
264.50 |
264.50 |
264.49 |
264.50 |
-7.20 |
|
|
|
Jan12 |
111019 |
263.00 |
263.00 |
262.98 |
263.00 |
-7.00 |
0 |
1 |
+0 |
Feb12 |
111019 |
262.40 |
262.40 |
262.40 |
262.40 |
-6.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Nov11 |
111019 |
3.550 |
3.635 |
3.536 |
3.586 |
+0.033 |
126,314 |
102,173 |
+1,018 |
Dec11 |
111019 |
3.784 |
3.854 |
3.784 |
3.813 |
+0.025 |
67,100 |
137,620 |
+3,480 |
Jan12 |
111019 |
3.926 |
3.986 |
3.924 |
3.950 |
+0.023 |
41,657 |
234,791 |
+786 |
Feb12 |
111019 |
3.945 |
4.002 |
3.944 |
3.970 |
+0.024 |
14,024 |
70,167 |
+1,113 |
Mar12 |
111019 |
3.921 |
3.968 |
3.915 |
3.938 |
+0.023 |
14,279 |
86,146 |
-276 |
Apr12 |
111019 |
3.915 |
3.953 |
3.904 |
3.926 |
+0.022 |
18,774 |
91,159 |
-1,442 |
May12 |
111019 |
3.945 |
3.987 |
3.941 |
3.962 |
+0.021 |
3,374 |
28,526 |
+385 |
Jun12 |
111019 |
3.984 |
4.026 |
3.984 |
4.005 |
+0.021 |
1,677 |
14,015 |
-56 |
Jul12 |
111019 |
4.062 |
4.078 |
4.042 |
4.051 |
+0.021 |
2,579 |
17,161 |
+732 |
Aug12 |
111019 |
4.090 |
4.100 |
4.060 |
4.077 |
+0.021 |
889 |
12,542 |
+58 |
Sep12 |
111019 |
4.080 |
4.098 |
4.060 |
4.077 |
+0.021 |
651 |
9,494 |
+25 |
Oct12 |
111019 |
4.100 |
4.140 |
4.096 |
4.112 |
+0.021 |
3,421 |
48,785 |
+316 |
Nov12 |
111019 |
4.280 |
4.285 |
4.245 |
4.267 |
+0.021 |
899 |
11,781 |
+46 |
Dec12 |
111019 |
4.547 |
4.560 |
4.516 |
4.535 |
+0.019 |
821 |
15,339 |
+76 |
Jan13 |
111019 |
4.694 |
4.700 |
4.673 |
4.681 |
+0.018 |
1,075 |
26,991 |
+230 |
Feb13 |
111019 |
4.674 |
4.683 |
4.661 |
4.661 |
+0.018 |
209 |
5,146 |
+110 |
Total Volume and Open Interest |
299,164 |
996,833 |
+6,678 |
Brent Crude Oil(ICE) |
Dec11 |
111019 |
111.07 |
111.85 |
108.12 |
108.39 |
-2.76 |
267,355 |
226,776 |
-461 |
Jan12 |
111019 |
109.87 |
110.78 |
107.00 |
107.31 |
-2.59 |
133,173 |
140,245 |
+9,784 |
Feb12 |
111019 |
108.94 |
110.00 |
106.28 |
106.59 |
-2.40 |
67,189 |
89,543 |
+7,365 |
Mar12 |
111019 |
108.13 |
109.24 |
105.57 |
105.90 |
-2.31 |
40,315 |
70,939 |
+3,730 |
Apr12 |
111019 |
107.47 |
108.61 |
105.00 |
105.38 |
-2.23 |
15,023 |
28,537 |
+628 |
May12 |
111019 |
106.95 |
108.13 |
104.57 |
104.97 |
-2.15 |
12,076 |
19,047 |
+1,750 |
Jun12 |
111019 |
106.93 |
107.83 |
104.17 |
104.58 |
-2.10 |
31,083 |
59,663 |
+3,346 |
Jul12 |
111019 |
106.39 |
107.20 |
104.24 |
104.24 |
-2.10 |
6,370 |
16,435 |
+422 |
Aug12 |
111019 |
106.05 |
106.82 |
103.88 |
103.88 |
-2.13 |
4,119 |
14,236 |
+440 |
Sep12 |
111019 |
106.47 |
106.47 |
103.49 |
103.49 |
-2.16 |
7,225 |
17,654 |
+318 |
Oct12 |
111019 |
103.10 |
103.10 |
103.10 |
103.10 |
-2.18 |
4,972 |
8,620 |
+276 |
Nov12 |
111019 |
102.74 |
102.74 |
102.74 |
102.74 |
-2.20 |
4,426 |
13,716 |
-85 |
Dec12 |
111019 |
104.60 |
105.53 |
102.10 |
102.36 |
-2.24 |
28,402 |
97,903 |
+1,939 |
Jan13 |
111019 |
102.07 |
102.07 |
102.07 |
102.07 |
-2.26 |
364 |
7,154 |
+62 |
Total Volume and Open Interest |
640,597 |
945,491 |
+29,556 |
Gas Oil(ICE) |
Nov11 |
111019 |
947.75 |
958.00 |
930.25 |
948.25 |
+11.75 |
98,643 |
98,416 |
+2,135 |
Dec11 |
111019 |
938.75 |
948.50 |
921.00 |
939.25 |
+12.25 |
137,047 |
117,634 |
+13,841 |
Jan12 |
111019 |
931.75 |
942.00 |
914.75 |
933.00 |
+12.75 |
69,402 |
54,152 |
-5,683 |
Feb12 |
111019 |
926.00 |
935.50 |
909.25 |
927.00 |
+12.75 |
34,561 |
41,068 |
+2,414 |
Mar12 |
111019 |
920.25 |
929.00 |
903.25 |
921.25 |
+13.00 |
13,171 |
32,860 |
+1,259 |
Apr12 |
111019 |
915.75 |
923.25 |
897.50 |
915.75 |
+13.00 |
10,629 |
19,702 |
+1,647 |
May12 |
111019 |
911.25 |
918.25 |
893.00 |
910.75 |
+12.75 |
7,195 |
18,267 |
+465 |
Jun12 |
111019 |
907.25 |
915.50 |
891.00 |
908.25 |
+12.75 |
12,502 |
40,661 |
+2,984 |
Jul12 |
111019 |
907.00 |
913.75 |
904.50 |
908.50 |
+13.00 |
3,686 |
14,244 |
+787 |
Aug12 |
111019 |
906.50 |
914.50 |
904.25 |
909.00 |
+13.00 |
1,085 |
10,510 |
+111 |
Total Volume and Open Interest |
397,103 |
536,578 |
+19,500 |
Ethanol(CBOT) |
Oct11 |
111005 |
2.517 |
2.520 |
2.496 |
2.520 |
+0.062 |
73 |
103 |
-30 |
Nov11 |
111019 |
2.722 |
2.740 |
2.673 |
2.682 |
-0.040 |
210 |
865 |
-22 |
Dec11 |
111019 |
2.605 |
2.618 |
2.578 |
2.586 |
-0.023 |
105 |
1,552 |
-71 |
Jan12 |
111019 |
2.440 |
2.440 |
2.412 |
2.417 |
-0.023 |
101 |
1,188 |
+43 |
Feb12 |
111019 |
2.367 |
2.385 |
2.347 |
2.355 |
-0.016 |
43 |
748 |
+1 |
Mar12 |
111019 |
2.375 |
2.375 |
2.349 |
2.351 |
-0.024 |
66 |
1,003 |
-12 |
Apr12 |
111019 |
2.377 |
2.377 |
2.356 |
2.356 |
-0.024 |
76 |
666 |
+30 |
May12 |
111019 |
2.394 |
2.394 |
2.394 |
2.394 |
-0.013 |
34 |
687 |
+15 |
Total Volume and Open Interest |
836 |
10,414 |
+54 |
WTI Crude Oil(ICE) |
Nov11 |
111019 |
88.10 |
89.49 |
86.05 |
86.11 |
-2.23 |
33,293 |
18,043 |
-4,624 |
Dec11 |
111019 |
88.30 |
89.71 |
86.04 |
86.29 |
-2.24 |
83,759 |
112,787 |
-346 |
Jan12 |
111019 |
88.41 |
89.81 |
86.20 |
86.43 |
-2.25 |
22,767 |
45,784 |
+1,167 |
Feb12 |
111019 |
88.52 |
89.75 |
86.44 |
86.60 |
-2.25 |
9,561 |
20,370 |
-252 |
Mar12 |
111019 |
89.16 |
89.92 |
86.58 |
86.74 |
-2.26 |
8,448 |
23,340 |
+652 |
Apr12 |
111019 |
89.15 |
90.03 |
86.70 |
86.81 |
-2.27 |
4,672 |
10,241 |
+14 |
May12 |
111019 |
89.08 |
89.98 |
86.74 |
86.86 |
-2.28 |
4,012 |
8,893 |
+846 |
Jun12 |
111019 |
89.10 |
90.05 |
86.78 |
86.90 |
-2.28 |
7,280 |
35,369 |
-323 |
Jul12 |
111019 |
89.22 |
90.10 |
86.87 |
86.98 |
-2.29 |
1,083 |
7,277 |
-195 |
Aug12 |
111019 |
87.06 |
87.06 |
87.06 |
87.06 |
-2.30 |
576 |
4,689 |
-31 |
Sep12 |
111019 |
87.18 |
87.18 |
87.18 |
87.18 |
-2.32 |
564 |
7,565 |
-177 |
Oct12 |
111019 |
87.33 |
87.33 |
87.33 |
87.33 |
-2.35 |
265 |
1,967 |
+23 |
Nov12 |
111019 |
87.54 |
87.54 |
87.54 |
87.54 |
-2.37 |
271 |
3,163 |
+66 |
Dec12 |
111019 |
90.04 |
90.82 |
87.63 |
87.75 |
-2.40 |
7,072 |
51,881 |
+503 |
Jan13 |
111019 |
87.80 |
87.80 |
87.80 |
87.80 |
-2.42 |
6 |
2,047 |
+0 |
Feb13 |
111019 |
87.81 |
87.81 |
87.81 |
87.81 |
-2.43 |
5 |
592 |
+0 |
Total Volume and Open Interest |
185,500 |
443,917 |
-3,008 |
US Dollar Index(ICE) |
Dec11 |
111019 |
77.450 |
77.490 |
76.815 |
77.415 |
+0.003 |
35,305 |
67,439 |
-2,079 |
Mar12 |
111019 |
77.630 |
77.875 |
77.350 |
77.850 |
+0.007 |
14 |
565 |
+5 |
Jun12 |
111019 |
78.310 |
78.310 |
78.310 |
78.310 |
+0.007 |
0 |
2 |
+0 |
Total Volume and Open Interest |
35,319 |
68,006 |
-2,074 |
Australian Dollar(CME) |
Dec11 |
111019 |
101.87 |
102.76 |
101.28 |
101.47 |
-0.18 |
161,413 |
121,314 |
-1,177 |
Mar12 |
111019 |
100.58 |
101.65 |
100.47 |
100.47 |
-0.19 |
88 |
225 |
+26 |
Jun12 |
111019 |
99.58 |
99.80 |
99.58 |
99.58 |
-0.22 |
0 |
19 |
+0 |
Total Volume and Open Interest |
161,501 |
121,691 |
-1,151 |
British Pound(CME) |
Dec11 |
111019 |
157.01 |
158.47 |
156.90 |
157.53 |
+0.47 |
121,880 |
175,691 |
+683 |
Mar12 |
111019 |
156.92 |
158.27 |
156.88 |
157.40 |
+0.48 |
31 |
129 |
+6 |
Jun12 |
111019 |
157.25 |
157.25 |
156.79 |
157.25 |
+0.46 |
0 |
3 |
+0 |
Total Volume and Open Interest |
121,911 |
175,827 |
+689 |
Canadian Dollar(CME) |
Dec11 |
111019 |
98.38 |
99.01 |
97.73 |
97.96 |
-0.21 |
104,645 |
117,702 |
-1,225 |
Mar12 |
111019 |
98.17 |
98.85 |
97.65 |
97.79 |
-0.22 |
395 |
3,766 |
+26 |
Jun12 |
111019 |
98.51 |
98.51 |
97.60 |
97.67 |
-0.22 |
60 |
867 |
-21 |
Sep12 |
111019 |
98.59 |
98.63 |
97.56 |
97.56 |
-0.30 |
0 |
624 |
+0 |
Total Volume and Open Interest |
105,100 |
123,074 |
-1,220 |
Japanese Yen(CME) |
Dec11 |
111019 |
130.32 |
130.56 |
130.20 |
130.34 |
-0.05 |
81,072 |
151,772 |
+354 |
Mar12 |
111019 |
130.58 |
130.70 |
130.52 |
130.59 |
-0.05 |
19 |
458 |
+16 |
Jun12 |
111019 |
130.84 |
130.89 |
130.84 |
130.84 |
-0.05 |
0 |
21 |
+0 |
Total Volume and Open Interest |
81,091 |
152,255 |
+370 |
Swiss Franc(CME) |
Dec11 |
111019 |
111.29 |
111.83 |
110.75 |
110.85 |
-0.42 |
26,287 |
25,462 |
-385 |
Mar12 |
111019 |
111.12 |
111.56 |
111.12 |
111.12 |
-0.44 |
1 |
626 |
-1 |
Jun12 |
111019 |
111.97 |
111.97 |
111.44 |
111.44 |
-0.43 |
0 |
5 |
+0 |
Total Volume and Open Interest |
26,290 |
26,097 |
-388 |
EuroFX(CME) |
Dec11 |
111019 |
137.27 |
138.62 |
137.17 |
137.39 |
+0.05 |
338,900 |
227,423 |
-4,435 |
Mar12 |
111019 |
137.32 |
138.50 |
137.21 |
137.36 |
+0.05 |
367 |
2,217 |
+70 |
Jun12 |
111019 |
137.33 |
137.33 |
137.32 |
137.33 |
+0.01 |
0 |
830 |
+0 |
Total Volume and Open Interest |
339,273 |
230,483 |
-4,363 |
Mexican Peso(CME) |
Nov11 |
111019 |
740.0 |
743.2 |
740.0 |
740.0 |
-3.2 |
|
|
|
Dec11 |
111019 |
744.2 |
747.2 |
736.5 |
738.2 |
-3.2 |
28,072 |
90,587 |
+1,908 |
Total Volume and Open Interest |
28,072 |
90,949 |
+1,908 |
Brazilian Real(CME) |
Nov11 |
111019 |
562.65 |
562.65 |
561.30 |
562.65 |
-2.20 |
532 |
1,774 |
+6 |
Dec11 |
111019 |
559.20 |
559.20 |
559.20 |
559.20 |
-2.50 |
160 |
4,684 |
+14 |
Jan12 |
111019 |
556.05 |
556.05 |
556.05 |
556.05 |
-2.50 |
847 |
10,149 |
+0 |
Feb12 |
111019 |
552.90 |
552.90 |
552.90 |
552.90 |
-2.50 |
|
|
|
Total Volume and Open Interest |
1,539 |
31,928 |
+20 |
30-Year T-Bonds(CBOT) |
Dec11 |
111019 |
139~090 |
139~280 |
138~160 |
139~150 |
-0~040 |
358,415 |
610,428 |
-495 |
Mar12 |
111019 |
138~250 |
139~050 |
138~040 |
138~300 |
-0~040 |
701 |
1,860 |
+491 |
Jun12 |
111019 |
138~080 |
138~120 |
138~080 |
138~080 |
-0~040 |
0 |
1 |
+0 |
Total Volume and Open Interest |
359,116 |
612,289 |
-4 |
10-Year T-Notes(CBOT) |
Dec11 |
111019 |
128~185 |
129~020 |
128~100 |
128~270 |
+0~005 |
1,273,365 |
1,482,394 |
-2,831 |
Mar12 |
111019 |
127~245 |
128~000 |
127~185 |
128~000 |
unch |
1,796 |
11,947 |
+852 |
Jun12 |
111019 |
127~000 |
127~000 |
127~000 |
127~000 |
unch |
|
|
|
Total Volume and Open Interest |
1,275,161 |
1,494,341 |
-1,979 |
5-Year T-Notes(CBOT) |
Dec11 |
111019 |
122~017 |
122~045 |
122~001 |
122~032 |
unch |
546,240 |
1,172,959 |
+12,737 |
Mar12 |
111019 |
121~096 |
121~096 |
121~091 |
121~096 |
+0~005 |
0 |
3 |
+0 |
Jun12 |
111019 |
120~120 |
120~120 |
120~115 |
120~120 |
+0~005 |
|
|
|
Total Volume and Open Interest |
546,240 |
1,172,962 |
+12,737 |
2 Year T-Notes(CBOT) |
Dec11 |
111019 |
110~013 |
110~014 |
110~010 |
110~013 |
+0~001 |
197,938 |
702,513 |
-7,843 |
Mar12 |
111019 |
110~011 |
110~011 |
110~010 |
110~011 |
+0~001 |
0 |
243 |
+0 |
Jun12 |
111019 |
109~103 |
109~103 |
109~102 |
109~103 |
+0~001 |
|
|
|
Total Volume and Open Interest |
197,938 |
702,756 |
-7,843 |
Eurodollars(CME) |
Dec11 |
111019 |
99.470 |
99.490 |
99.465 |
99.470 |
+0.005 |
167,590 |
1,023,992 |
+2,119 |
Mar12 |
111019 |
99.395 |
99.420 |
99.385 |
99.395 |
+0.005 |
184,873 |
976,838 |
-11,528 |
Jun12 |
111019 |
99.365 |
99.395 |
99.360 |
99.365 |
+0.005 |
164,076 |
1,064,114 |
-6,782 |
Sep12 |
111019 |
99.355 |
99.380 |
99.340 |
99.345 |
+0.005 |
146,596 |
755,274 |
+9,930 |
Dec12 |
111019 |
99.335 |
99.355 |
99.320 |
99.330 |
+0.005 |
155,595 |
746,335 |
-6,167 |
Mar13 |
111019 |
99.315 |
99.335 |
99.295 |
99.315 |
+0.010 |
161,379 |
760,797 |
-12,536 |
Jun13 |
111019 |
99.245 |
99.270 |
99.220 |
99.255 |
+0.015 |
149,590 |
508,579 |
+15,040 |
Sep13 |
111019 |
99.140 |
99.160 |
99.110 |
99.150 |
+0.015 |
144,804 |
434,218 |
-311 |
Dec13 |
111019 |
98.965 |
99.000 |
98.935 |
98.990 |
+0.020 |
139,688 |
408,817 |
-1,428 |
Mar14 |
111019 |
98.800 |
98.840 |
98.760 |
98.825 |
+0.020 |
82,269 |
296,017 |
+4,081 |
Jun14 |
111019 |
98.600 |
98.650 |
98.560 |
98.630 |
+0.015 |
69,579 |
256,167 |
+947 |
Sep14 |
111019 |
98.390 |
98.445 |
98.345 |
98.420 |
+0.010 |
69,092 |
165,826 |
-1,074 |
Dec14 |
111019 |
98.180 |
98.235 |
98.125 |
98.205 |
+0.005 |
56,277 |
141,735 |
+2,741 |
Mar15 |
111019 |
97.995 |
98.045 |
97.935 |
98.015 |
+0.005 |
38,946 |
109,375 |
+1,149 |
Jun15 |
111019 |
6.060 |
6.115 |
6.000 |
6.080 |
unch |
34,357 |
91,230 |
+2,295 |
Sep15 |
111019 |
5.885 |
5.940 |
5.825 |
5.905 |
unch |
33,188 |
76,558 |
+1,010 |
Dec15 |
111019 |
5.715 |
5.760 |
5.650 |
5.730 |
unch |
15,736 |
55,071 |
-1,191 |
Mar16 |
111019 |
5.570 |
5.620 |
5.505 |
5.590 |
unch |
11,470 |
47,351 |
-404 |
Total Volume and Open Interest |
1,863,702 |
8,135,836 |
+3,469 |
30 Day Federal Funds(CBOT) |
Oct11 |
111019 |
99.927 |
99.927 |
99.925 |
99.925 |
unch |
5,357 |
63,051 |
-40 |
Nov11 |
111019 |
99.920 |
99.925 |
99.920 |
99.920 |
unch |
2,665 |
63,442 |
+1,109 |
Dec11 |
111019 |
99.915 |
99.920 |
99.915 |
99.915 |
unch |
276 |
57,766 |
-61 |
Jan12 |
111019 |
99.905 |
99.910 |
99.905 |
99.905 |
unch |
302 |
52,739 |
+101 |
Feb12 |
111019 |
99.900 |
99.900 |
99.895 |
99.895 |
unch |
474 |
44,946 |
+34 |
Mar12 |
111019 |
99.885 |
99.890 |
99.885 |
99.890 |
unch |
1,126 |
31,229 |
+566 |
Total Volume and Open Interest |
30,187 |
621,992 |
-116 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111019 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
281 |
+0 |
Mar12 |
111019 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
300 |
+0 |
Jun12 |
111019 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Sep12 |
111019 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec12 |
111019 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar13 |
111019 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun13 |
111019 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111019 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Dec13 |
111019 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Mar14 |
111019 |
99.205 |
99.205 |
99.205 |
99.205 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111019 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,179 |
+0 |
Mar12 |
111019 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,378 |
+0 |
Jun12 |
111019 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,470 |
+0 |
Sep12 |
111019 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
610 |
+0 |
Dec12 |
111019 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
51 |
+0 |
Mar13 |
111019 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1 |
+0 |
Jun13 |
111019 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
Sep13 |
111019 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,691 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111019 |
142.23 |
142.35 |
142.09 |
142.09 |
-0.16 |
2,026 |
19,230 |
-528 |
Mar12 |
111019 |
141.50 |
141.50 |
141.50 |
141.50 |
-0.16 |
0 |
5 |
+0 |
Jun12 |
111019 |
139.41 |
139.41 |
139.41 |
139.41 |
-0.16 |
|
|
|
Total Volume and Open Interest |
2,026 |
19,235 |
-528 |
Euro-Bund(EUREX) |
Dec11 |
111019 |
135.12 |
135.45 |
134.32 |
135.09 |
-0.49 |
971,324 |
948,086 |
-20,784 |
Mar12 |
111019 |
135.41 |
135.67 |
134.77 |
135.42 |
-0.52 |
76 |
2,252 |
-10 |
Jun12 |
111019 |
135.39 |
135.39 |
135.39 |
135.39 |
-0.49 |
|
|
|
Total Volume and Open Interest |
971,400 |
950,338 |
-20,794 |
Euro-Bobl(EUREX) |
Dec11 |
111019 |
121.81 |
121.99 |
121.43 |
121.76 |
-0.24 |
451,089 |
748,164 |
+11,983 |
Mar12 |
111019 |
122.02 |
122.02 |
122.02 |
122.02 |
-0.27 |
0 |
17,038 |
+0 |
Jun12 |
111019 |
121.91 |
121.91 |
121.91 |
121.91 |
-0.24 |
|
|
|
Total Volume and Open Interest |
451,089 |
765,202 |
+11,983 |
3-Mth Euribor(EUREX) |
Dec11 |
111019 |
98.595 |
98.595 |
98.585 |
98.590 |
-0.030 |
9 |
1,758 |
-1 |
Mar12 |
111019 |
98.765 |
98.770 |
98.765 |
98.770 |
-0.025 |
1 |
2,083 |
+1 |
Jun12 |
111019 |
98.840 |
98.840 |
98.840 |
98.840 |
-0.025 |
0 |
958 |
+0 |
Total Volume and Open Interest |
10 |
8,081 |
+0 |
Long Gilt(LIFFE) |
Dec11 |
111019 |
128~09 |
128~18 |
127~17 |
128~04 |
-0~12 |
134,436 |
289,464 |
-13,723 |
Mar12 |
111019 |
112~05 |
112~07 |
111~14 |
111~27 |
-16~28 |
|
|
|
Total Volume and Open Interest |
134,436 |
289,464 |
-13,723 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111019 |
98.95 |
98.96 |
98.95 |
98.95 |
unch |
19,152 |
348,661 |
+614 |
Mar12 |
111019 |
98.97 |
98.98 |
98.96 |
98.97 |
unch |
32,126 |
344,922 |
+2,991 |
Jun12 |
111019 |
98.99 |
99.00 |
98.97 |
98.98 |
-0.01 |
36,652 |
219,577 |
+6,806 |
Sep12 |
111019 |
98.99 |
99.01 |
98.96 |
98.98 |
-0.01 |
37,114 |
229,885 |
+7,756 |
Dec12 |
111019 |
98.94 |
98.96 |
98.90 |
98.94 |
-0.01 |
42,771 |
176,958 |
-1,203 |
Mar13 |
111019 |
98.89 |
98.92 |
98.85 |
98.89 |
-0.01 |
36,481 |
150,412 |
-1,131 |
Total Volume and Open Interest |
279,414 |
1,852,405 |
+10,455 |
3-Mth Euribor(LIFFE) |
Dec11 |
111019 |
98.595 |
98.610 |
98.570 |
98.590 |
-0.030 |
114,795 |
738,707 |
-405 |
Mar12 |
111019 |
98.765 |
98.790 |
98.745 |
98.770 |
-0.025 |
114,385 |
521,020 |
+9,936 |
Jun12 |
111019 |
98.835 |
98.870 |
98.810 |
98.840 |
-0.025 |
97,340 |
368,315 |
+3,522 |
Total Volume and Open Interest |
679,534 |
3,336,920 |
+28,619 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111019 |
95.48 |
95.52 |
95.43 |
95.46 |
-0.01 |
21,628 |
219,748 |
+416 |
Mar12 |
111019 |
95.86 |
95.93 |
95.79 |
95.83 |
-0.02 |
19,307 |
192,495 |
+384 |
Jun12 |
111019 |
95.98 |
96.05 |
95.92 |
95.95 |
-0.02 |
10,875 |
115,182 |
+1,315 |
Sep12 |
111019 |
95.95 |
96.03 |
95.90 |
95.93 |
-0.01 |
6,972 |
81,327 |
+1,617 |
Dec12 |
111019 |
95.88 |
95.96 |
95.84 |
95.86 |
-0.02 |
2,075 |
47,188 |
-23 |
Mar13 |
111019 |
95.87 |
95.89 |
95.79 |
95.81 |
-0.01 |
585 |
44,568 |
-174 |
Jun13 |
111019 |
95.80 |
95.82 |
95.73 |
95.73 |
-0.03 |
319 |
32,933 |
-156 |
Sep13 |
111019 |
95.70 |
95.73 |
95.63 |
95.65 |
-0.02 |
457 |
14,201 |
+36 |
Dec13 |
111019 |
95.62 |
95.62 |
95.55 |
95.55 |
-0.02 |
51 |
3,362 |
+1 |
Mar14 |
111019 |
95.44 |
95.44 |
95.44 |
95.44 |
-0.02 |
20 |
426 |
+0 |
Total Volume and Open Interest |
62,309 |
751,496 |
+3,416 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111019 |
95.51 |
95.61 |
95.48 |
95.50 |
-0.01 |
53,889 |
341,030 |
+3,751 |
Mar12 |
111019 |
95.50 |
95.50 |
95.50 |
95.50 |
-0.01 |
|
|
|
Total Volume and Open Interest |
53,889 |
341,030 |
+3,751 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111019 |
96.16 |
96.26 |
96.13 |
96.16 |
-0.01 |
130,127 |
465,312 |
-6,563 |
Mar12 |
111019 |
96.16 |
96.16 |
96.16 |
96.16 |
-0.01 |
|
|
|
Total Volume and Open Interest |
130,127 |
465,312 |
-6,563 |
Gold(CMX) |
Oct11 |
111019 |
1659.3 |
1659.3 |
1641.3 |
1646.0 |
-5.7 |
85 |
710 |
+3 |
Dec11 |
111019 |
1656.9 |
1666.9 |
1641.1 |
1647.0 |
-5.8 |
195,659 |
264,187 |
-11,174 |
Feb12 |
111019 |
1658.9 |
1668.1 |
1643.0 |
1648.9 |
-5.8 |
6,940 |
51,464 |
+2,800 |
Apr12 |
111019 |
1663.8 |
1666.0 |
1648.0 |
1650.5 |
-5.7 |
552 |
13,324 |
+8 |
Jun12 |
111019 |
1660.5 |
1665.1 |
1648.9 |
1652.1 |
-5.7 |
991 |
17,908 |
+149 |
Aug12 |
111019 |
1666.2 |
1666.4 |
1653.7 |
1653.7 |
-5.7 |
62 |
7,544 |
+0 |
Oct12 |
111019 |
1668.7 |
1669.7 |
1652.5 |
1655.5 |
-5.7 |
16 |
5,871 |
-6 |
Dec12 |
111019 |
1665.0 |
1671.0 |
1652.7 |
1657.6 |
-5.7 |
63 |
14,946 |
+8 |
Feb13 |
111019 |
1659.8 |
1659.8 |
1659.8 |
1659.8 |
-5.7 |
43 |
3,392 |
+0 |
Apr13 |
111019 |
1662.2 |
1662.2 |
1662.2 |
1662.2 |
-5.7 |
1 |
281 |
+1 |
Jun13 |
111019 |
1671.3 |
1671.3 |
1665.2 |
1665.2 |
-5.8 |
285 |
12,300 |
+162 |
Aug13 |
111019 |
1668.2 |
1668.2 |
1668.2 |
1668.2 |
-6.0 |
0 |
45 |
+0 |
Total Volume and Open Interest |
206,451 |
437,739 |
-7,652 |
Silver(CMX) |
Dec11 |
111019 |
3205.0 |
3215.0 |
3090.0 |
3127.7 |
-55.4 |
55,972 |
60,041 |
-460 |
Mar12 |
111019 |
3192.0 |
3208.5 |
3100.0 |
3131.7 |
-55.7 |
2,353 |
11,600 |
+609 |
May12 |
111019 |
3162.0 |
3162.0 |
3109.0 |
3133.3 |
-56.4 |
291 |
3,008 |
-25 |
Jul12 |
111019 |
3174.0 |
3174.0 |
3116.5 |
3134.3 |
-56.6 |
312 |
2,538 |
+98 |
Sep12 |
111019 |
3171.0 |
3171.0 |
3131.5 |
3134.3 |
-56.2 |
447 |
1,181 |
+159 |
Dec12 |
111019 |
3161.0 |
3209.5 |
3134.3 |
3134.3 |
-56.4 |
502 |
11,118 |
+305 |
Mar13 |
111019 |
3128.1 |
3128.1 |
3128.1 |
3128.1 |
-56.8 |
1 |
752 |
+1 |
Total Volume and Open Interest |
60,179 |
103,357 |
+753 |
Platinum(NYMEX) |
Oct11 |
111019 |
1519.1 |
1519.1 |
1519.1 |
1519.1 |
-17.6 |
11 |
80 |
-13 |
Jan12 |
111019 |
1533.2 |
1556.6 |
1514.3 |
1523.1 |
-17.6 |
6,086 |
34,525 |
+30 |
Apr12 |
111019 |
1532.1 |
1541.1 |
1518.5 |
1526.2 |
-18.4 |
366 |
2,959 |
+51 |
Jul12 |
111019 |
1545.6 |
1546.7 |
1529.8 |
1529.8 |
-18.4 |
13 |
39 |
-1 |
Total Volume and Open Interest |
6,487 |
37,657 |
+78 |
Palladium(NYMEX) |
Dec11 |
111019 |
622.00 |
628.00 |
600.80 |
608.40 |
-11.50 |
3,219 |
18,863 |
+13 |
Mar12 |
111019 |
621.20 |
621.50 |
608.00 |
609.75 |
-11.50 |
79 |
528 |
+77 |
Jun12 |
111019 |
610.75 |
610.75 |
610.75 |
610.75 |
-11.50 |
0 |
6 |
+0 |
Total Volume and Open Interest |
3,298 |
19,398 |
+89 |
Copper(CMX) |
Dec11 |
111019 |
337.40 |
337.75 |
320.60 |
325.80 |
-10.20 |
64,713 |
77,170 |
-341 |
Mar12 |
111019 |
339.00 |
339.25 |
322.65 |
327.75 |
-10.20 |
6,531 |
31,655 |
+1,534 |
May12 |
111019 |
339.85 |
339.85 |
324.35 |
328.80 |
-10.15 |
637 |
8,502 |
-45 |
Jul12 |
111019 |
329.30 |
329.55 |
325.75 |
329.55 |
-10.15 |
144 |
2,593 |
+17 |
Sep12 |
111019 |
330.10 |
330.10 |
330.10 |
330.10 |
-10.10 |
53 |
1,274 |
+14 |
Total Volume and Open Interest |
73,556 |
129,014 |
+1,056 |
DJIA Index(CBOT) |
Dec11 |
111019 |
11493 |
11570 |
11415 |
11444 |
-82 |
324 |
12,399 |
+11 |
Mar12 |
111019 |
11369 |
11451 |
11369 |
11369 |
-82 |
0 |
21 |
+0 |
Jun12 |
111019 |
11299 |
11381 |
11299 |
11299 |
-82 |
|
|
|
Sep12 |
111019 |
11236 |
11318 |
11236 |
11236 |
-82 |
|
|
|
Total Volume and Open Interest |
324 |
12,420 |
+11 |
E-mini DJIA Index(CBOT) |
Dec11 |
111019 |
11525 |
11571 |
11405 |
11444 |
-82 |
155,436 |
75,773 |
+3,088 |
Mar12 |
111019 |
11416 |
11475 |
11350 |
11369 |
-82 |
6 |
104 |
-1 |
Jun12 |
111019 |
11299 |
11299 |
11299 |
11299 |
-82 |
0 |
2 |
+0 |
Sep12 |
111019 |
11236 |
11236 |
11236 |
11236 |
-82 |
0 |
10 |
+0 |
Total Volume and Open Interest |
155,442 |
75,889 |
+3,087 |
S & P 500(CME) |
Dec11 |
111019 |
1222.20 |
1227.10 |
1201.50 |
1206.60 |
-16.50 |
20,313 |
285,690 |
+2,297 |
Mar12 |
111019 |
1215.00 |
1218.00 |
1197.00 |
1200.50 |
-16.50 |
9 |
4,369 |
+6 |
Jun12 |
111019 |
1195.40 |
1213.50 |
1192.00 |
1195.40 |
-16.60 |
3 |
1,400 |
+0 |
Sep12 |
111019 |
1189.40 |
1207.50 |
1186.00 |
1189.40 |
-16.60 |
|
|
|
Total Volume and Open Interest |
20,325 |
291,559 |
+2,303 |
S & P 500 E-Mini(Globex) |
Dec11 |
111019 |
1222.75 |
1227.25 |
1201.50 |
1206.50 |
-16.50 |
2,978,540 |
2,994,319 |
-10,283 |
Mar12 |
111019 |
1216.00 |
1220.25 |
1196.00 |
1200.50 |
-16.50 |
3,504 |
9,297 |
+1,127 |
Total Volume and Open Interest |
2,982,047 |
3,003,811 |
-9,156 |
NASDAQ 100(CME) |
Dec11 |
111019 |
2345.00 |
2367.50 |
2305.00 |
2318.00 |
-45.80 |
3,842 |
20,077 |
+2,112 |
Mar12 |
111019 |
2313.30 |
2313.30 |
2310.00 |
2313.30 |
-46.50 |
|
|
|
Jun12 |
111019 |
2310.30 |
2310.80 |
2310.30 |
2310.30 |
-46.50 |
|
|
|
Total Volume and Open Interest |
3,842 |
20,077 |
+2,112 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111019 |
2365.30 |
2368.30 |
2305.80 |
2318.00 |
-45.80 |
381,902 |
324,448 |
+18,143 |
Mar12 |
111019 |
2344.00 |
2344.00 |
2304.50 |
2313.30 |
-46.50 |
27 |
138 |
-8 |
Total Volume and Open Interest |
381,929 |
324,594 |
+18,135 |
S & P Midcap 400(CME) |
Dec11 |
111019 |
839.40 |
852.00 |
837.00 |
839.40 |
-12.20 |
291 |
4,353 |
-202 |
Mar12 |
111019 |
837.40 |
837.40 |
835.10 |
837.40 |
-12.20 |
|
|
|
Jun12 |
111019 |
835.40 |
835.40 |
833.10 |
835.40 |
-12.20 |
|
|
|
Total Volume and Open Interest |
291 |
4,353 |
-202 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111019 |
8860 |
8885 |
8730 |
8765 |
-120 |
7,818 |
25,566 |
+351 |
Mar12 |
111019 |
8765 |
8885 |
8765 |
8765 |
-120 |
0 |
13 |
-10 |
Total Volume and Open Interest |
7,818 |
25,579 |
+341 |
Nikkei 225(SGX) |
Dec11 |
111019 |
8705 |
8840 |
8685 |
8790 |
+50 |
98,501 |
195,626 |
-1,296 |
Mar12 |
111019 |
8780 |
8780 |
8780 |
8780 |
+50 |
30 |
5,268 |
+5 |
Jun12 |
111019 |
8705 |
8705 |
8705 |
8705 |
+50 |
0 |
18 |
+0 |
Total Volume and Open Interest |
98,605 |
207,433 |
-1,306 |
CAC 40(EURONEXT) |
Oct11 |
111019 |
3169.0 |
3185.0 |
3120.0 |
3157.5 |
+15.5 |
210,195 |
317,371 |
+46,664 |
Nov11 |
111019 |
3171.0 |
3179.5 |
3115.0 |
3152.5 |
+15.0 |
95,800 |
118,279 |
+64,254 |
Dec11 |
111019 |
3163.0 |
3170.0 |
3115.0 |
3150.5 |
+15.0 |
1,824 |
44,313 |
+261 |
Total Volume and Open Interest |
307,821 |
479,969 |
+111,181 |
Hang Seng Index(HKFE) |
Oct11 |
111019 |
18390 |
18433 |
18181 |
18290 |
+151 |
95,817 |
87,545 |
-120 |
Nov11 |
111019 |
18350 |
18389 |
18155 |
18249 |
+154 |
1,091 |
5,202 |
-81 |
Dec11 |
111019 |
18326 |
18357 |
18144 |
18231 |
+148 |
587 |
10,112 |
+72 |
Total Volume and Open Interest |
97,525 |
104,047 |
-129 |
DAX(EUREX) |
Dec11 |
111019 |
5950.0 |
5988.5 |
5844.0 |
5919.0 |
+46.0 |
197,847 |
188,529 |
+3,015 |
Mar12 |
111019 |
5949.0 |
5992.0 |
5861.5 |
5932.5 |
+45.5 |
454 |
7,054 |
+29 |
Jun12 |
111019 |
5976.0 |
5998.0 |
5900.0 |
5952.5 |
+45.0 |
67 |
708 |
+28 |
Total Volume and Open Interest |
198,368 |
196,291 |
+3,072 |
FT-SE 100(EURONEXT) |
Dec11 |
111019 |
5445.00 |
5462.00 |
5352.50 |
5418.00 |
+43.00 |
124,020 |
645,885 |
+3,387 |
Mar12 |
111019 |
5390.50 |
5390.50 |
5384.00 |
5384.00 |
+42.50 |
65 |
1,133 |
+62 |
Jun12 |
111019 |
5383.00 |
5384.00 |
5348.00 |
5348.00 |
+44.00 |
0 |
503 |
+0 |
Total Volume and Open Interest |
124,085 |
647,521 |
+3,449 |
SPI 200(SFE) |
Dec11 |
111019 |
4189.0 |
4258.0 |
4156.0 |
4218.0 |
+33.0 |
40,912 |
204,482 |
+8,612 |
Mar12 |
111019 |
4160.0 |
4199.0 |
4160.0 |
4199.0 |
+35.0 |
12 |
2,626 |
+3 |
Jun12 |
111019 |
4209.0 |
4209.0 |
4209.0 |
4209.0 |
+33.0 |
6 |
1,183 |
+0 |
Total Volume and Open Interest |
42,440 |
214,529 |
+9,589 |
GSCI(CME) |
Nov11 |
111019 |
626.00 |
642.00 |
626.00 |
626.00 |
-10.50 |
181 |
7,718 |
+58 |
Dec11 |
111019 |
628.00 |
643.00 |
628.00 |
628.00 |
-10.00 |
2 |
17 |
+0 |
Jan12 |
111019 |
627.00 |
642.50 |
627.00 |
627.00 |
-10.00 |
|
|
|
Total Volume and Open Interest |
183 |
7,735 |
+58 |
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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