|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri October 21, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111021 |
1225.00 |
1245.75 |
1211.50 |
1212.25 |
-12.75 |
145,646 |
160,159 |
-7,143 |
Jan12 |
111021 |
1230.00 |
1250.50 |
1219.00 |
1220.75 |
-9.75 |
64,048 |
181,936 |
+3,633 |
Mar12 |
111021 |
1239.00 |
1257.50 |
1229.50 |
1229.50 |
-8.25 |
24,664 |
72,959 |
-2,330 |
May12 |
111021 |
1244.75 |
1262.75 |
1235.50 |
1235.50 |
-8.00 |
10,234 |
66,453 |
+1,136 |
Jul12 |
111021 |
1251.00 |
1270.00 |
1242.75 |
1243.00 |
-7.00 |
8,277 |
45,889 |
+336 |
Aug12 |
111021 |
1236.75 |
1243.00 |
1236.75 |
1236.75 |
-6.25 |
147 |
518 |
+33 |
Sep12 |
111021 |
1234.00 |
1238.50 |
1221.25 |
1221.25 |
-4.50 |
185 |
433 |
+61 |
Nov12 |
111021 |
1213.00 |
1227.00 |
1208.75 |
1208.75 |
-3.50 |
4,338 |
46,604 |
+702 |
Jan13 |
111021 |
1216.75 |
1220.25 |
1216.75 |
1216.75 |
-3.50 |
0 |
10,232 |
+0 |
Mar13 |
111021 |
1234.00 |
1234.00 |
1222.25 |
1222.25 |
-3.50 |
11 |
166 |
+5 |
May13 |
111021 |
1222.75 |
1226.25 |
1222.75 |
1222.75 |
-3.50 |
6 |
74 |
+0 |
Jul13 |
111021 |
1227.75 |
1231.25 |
1227.75 |
1227.75 |
-3.50 |
0 |
191 |
+0 |
Aug13 |
111021 |
1225.75 |
1229.25 |
1225.75 |
1225.75 |
-3.50 |
|
|
|
Sep13 |
111021 |
1209.75 |
1213.25 |
1209.75 |
1209.75 |
-3.50 |
|
|
|
Total Volume and Open Interest |
257,593 |
587,227 |
-3,559 |
Soybean Meal(CBOT) |
Dec11 |
111021 |
320.50 |
325.50 |
316.00 |
316.50 |
-3.80 |
43,777 |
91,398 |
-1,485 |
Jan12 |
111021 |
322.50 |
326.60 |
317.80 |
318.40 |
-3.30 |
6,805 |
21,820 |
+146 |
Mar12 |
111021 |
324.20 |
328.80 |
320.60 |
321.30 |
-2.70 |
4,061 |
22,611 |
+381 |
May12 |
111021 |
325.20 |
329.80 |
321.90 |
322.50 |
-2.50 |
2,240 |
17,367 |
-331 |
Jul12 |
111021 |
327.50 |
330.30 |
324.40 |
324.90 |
-1.90 |
1,642 |
15,836 |
+27 |
Aug12 |
111021 |
329.60 |
329.70 |
324.70 |
324.70 |
-1.80 |
98 |
2,944 |
+33 |
Sep12 |
111021 |
327.90 |
328.60 |
322.90 |
322.90 |
-1.60 |
134 |
3,373 |
+82 |
Oct12 |
111021 |
321.20 |
321.20 |
317.20 |
317.20 |
-1.00 |
138 |
2,283 |
+99 |
Dec12 |
111021 |
320.00 |
322.40 |
318.10 |
318.20 |
-0.20 |
1,237 |
9,720 |
+411 |
Jan13 |
111021 |
320.00 |
320.10 |
319.90 |
319.90 |
-0.20 |
77 |
839 |
-4 |
Total Volume and Open Interest |
60,349 |
189,575 |
-521 |
Soybean Oil(CBOT) |
Dec11 |
111021 |
51.45 |
52.37 |
51.15 |
51.25 |
-0.14 |
60,235 |
119,381 |
+900 |
Jan12 |
111021 |
51.70 |
52.61 |
51.42 |
51.52 |
-0.14 |
10,396 |
67,652 |
+564 |
Mar12 |
111021 |
52.00 |
52.96 |
51.77 |
51.86 |
-0.14 |
5,257 |
44,279 |
+132 |
May12 |
111021 |
52.28 |
53.13 |
52.06 |
52.16 |
-0.10 |
3,360 |
27,036 |
-480 |
Jul12 |
111021 |
52.47 |
53.38 |
52.28 |
52.35 |
-0.13 |
1,828 |
20,156 |
+265 |
Aug12 |
111021 |
53.32 |
53.35 |
52.44 |
52.44 |
-0.09 |
216 |
2,742 |
+70 |
Sep12 |
111021 |
53.32 |
53.36 |
52.33 |
52.45 |
-0.04 |
202 |
3,063 |
+67 |
Oct12 |
111021 |
53.06 |
53.13 |
52.14 |
52.25 |
+0.01 |
136 |
3,185 |
+53 |
Dec12 |
111021 |
52.22 |
53.01 |
51.88 |
52.04 |
-0.10 |
1,052 |
11,931 |
+293 |
Jan13 |
111021 |
52.04 |
52.14 |
52.04 |
52.04 |
-0.10 |
21 |
27 |
+12 |
Total Volume and Open Interest |
82,776 |
299,558 |
+1,948 |
Canola(WCE) |
Nov11 |
111021 |
524.1 |
529.5 |
521.5 |
522.1 |
-2.4 |
9,530 |
30,279 |
-2,372 |
Jan12 |
111021 |
533.4 |
538.6 |
530.5 |
531.0 |
-3.0 |
8,697 |
89,254 |
+2,178 |
Mar12 |
111021 |
545.8 |
546.5 |
539.4 |
539.8 |
-2.9 |
1,022 |
21,933 |
+177 |
May12 |
111021 |
550.7 |
553.6 |
546.6 |
547.1 |
-2.3 |
431 |
12,180 |
+165 |
Jul12 |
111021 |
555.5 |
558.0 |
551.6 |
552.0 |
-3.1 |
372 |
5,244 |
+56 |
Total Volume and Open Interest |
20,311 |
170,760 |
+300 |
Corn(CBOT) |
Dec11 |
111021 |
649.00 |
665.50 |
646.50 |
649.25 |
-0.25 |
161,401 |
558,128 |
+3,616 |
Mar12 |
111021 |
658.75 |
675.00 |
657.00 |
660.00 |
+0.75 |
45,146 |
279,979 |
+999 |
May12 |
111021 |
664.00 |
679.75 |
663.75 |
665.50 |
+1.00 |
10,189 |
86,674 |
+256 |
Jul12 |
111021 |
668.25 |
682.75 |
667.75 |
670.00 |
+1.25 |
16,014 |
114,839 |
-1,230 |
Sep12 |
111021 |
624.50 |
638.00 |
624.50 |
625.25 |
+0.75 |
1,262 |
31,678 |
+224 |
Dec12 |
111021 |
598.50 |
611.00 |
597.25 |
603.25 |
+3.00 |
7,311 |
118,535 |
+329 |
Mar13 |
111021 |
619.75 |
620.00 |
610.75 |
614.00 |
+3.25 |
338 |
30,172 |
+17 |
May13 |
111021 |
623.25 |
623.75 |
617.75 |
620.75 |
+3.00 |
10 |
1,195 |
-1 |
Jul13 |
111021 |
630.00 |
630.00 |
623.25 |
625.75 |
+2.50 |
117 |
1,503 |
-70 |
Sep13 |
111021 |
601.00 |
602.00 |
596.75 |
597.25 |
-1.00 |
0 |
306 |
+0 |
Total Volume and Open Interest |
241,886 |
1,236,630 |
+4,158 |
Wheat(CBOT) |
Dec11 |
111021 |
631.00 |
649.50 |
628.25 |
632.00 |
+1.25 |
42,778 |
201,930 |
-777 |
Mar12 |
111021 |
663.50 |
683.50 |
662.25 |
665.75 |
+2.75 |
12,388 |
91,302 |
-2,132 |
May12 |
111021 |
685.00 |
702.00 |
682.25 |
684.75 |
+0.50 |
2,850 |
29,446 |
+685 |
Jul12 |
111021 |
700.25 |
715.75 |
695.75 |
697.50 |
-3.25 |
5,411 |
63,381 |
+1,739 |
Sep12 |
111021 |
721.25 |
730.50 |
713.00 |
714.00 |
-4.00 |
692 |
4,204 |
+220 |
Dec12 |
111021 |
737.00 |
748.50 |
730.25 |
730.50 |
-4.75 |
920 |
31,889 |
+276 |
Total Volume and Open Interest |
65,120 |
426,013 |
+71 |
Wheat(KCBT) |
Dec11 |
111021 |
723.50 |
746.75 |
721.75 |
723.00 |
-2.00 |
7,029 |
61,979 |
-364 |
Mar12 |
111021 |
737.75 |
759.50 |
735.75 |
736.75 |
-2.75 |
2,371 |
47,979 |
-193 |
May12 |
111021 |
747.00 |
767.50 |
744.00 |
744.00 |
-4.00 |
570 |
8,527 |
+0 |
Jul12 |
111021 |
755.00 |
775.50 |
750.00 |
751.00 |
-5.00 |
1,608 |
31,146 |
+176 |
Sep12 |
111021 |
766.50 |
787.00 |
763.00 |
763.00 |
-5.00 |
87 |
2,711 |
+41 |
Dec12 |
111021 |
785.00 |
801.00 |
777.50 |
777.50 |
-6.00 |
89 |
3,497 |
+23 |
Total Volume and Open Interest |
11,759 |
156,128 |
-320 |
Wheat(MGE) |
Dec11 |
111021 |
927.00 |
931.00 |
918.50 |
919.25 |
+1.75 |
679 |
11,310 |
-71 |
Mar12 |
111021 |
849.75 |
867.00 |
849.75 |
855.00 |
+5.25 |
1,187 |
15,639 |
+347 |
May12 |
111021 |
833.00 |
845.75 |
833.00 |
835.00 |
+3.50 |
211 |
4,920 |
+29 |
Jul12 |
111021 |
824.50 |
837.75 |
824.50 |
826.50 |
+2.75 |
229 |
5,423 |
+67 |
Sep12 |
111021 |
801.25 |
815.00 |
799.00 |
800.50 |
+0.25 |
76 |
2,847 |
+1 |
Total Volume and Open Interest |
2,500 |
41,939 |
+369 |
Oats(CBOT) |
Dec11 |
111021 |
337.75 |
343.50 |
336.00 |
337.00 |
unch |
949 |
11,830 |
-434 |
Mar12 |
111021 |
350.00 |
353.50 |
347.00 |
347.00 |
unch |
669 |
3,859 |
+611 |
May12 |
111021 |
354.00 |
354.00 |
353.50 |
353.50 |
unch |
13 |
236 |
+13 |
Jul12 |
111021 |
359.50 |
359.50 |
359.50 |
359.50 |
unch |
0 |
19 |
+0 |
Total Volume and Open Interest |
1,631 |
16,053 |
+190 |
Rough Rice(CBOT) |
Nov11 |
111021 |
16.37 |
16.51 |
16.18 |
16.41 |
+0.09 |
689 |
6,767 |
-418 |
Jan12 |
111021 |
16.67 |
16.84 |
16.50 |
16.72 |
+0.09 |
568 |
7,763 |
+296 |
Mar12 |
111021 |
16.82 |
17.11 |
16.82 |
17.01 |
+0.09 |
95 |
3,042 |
+2 |
May12 |
111021 |
17.16 |
17.26 |
17.16 |
17.24 |
+0.06 |
12 |
307 |
-10 |
Total Volume and Open Interest |
1,374 |
18,232 |
-130 |
Live Cattle(CME) |
Oct11 |
111021 |
121.500 |
122.300 |
120.900 |
121.930 |
+0.480 |
4,864 |
5,891 |
-2,563 |
Dec11 |
111021 |
121.830 |
122.785 |
121.350 |
122.150 |
+0.350 |
31,938 |
156,418 |
-347 |
Feb12 |
111021 |
124.850 |
125.730 |
124.285 |
124.800 |
unch |
11,789 |
76,987 |
-918 |
Apr12 |
111021 |
128.850 |
129.700 |
128.485 |
128.900 |
+0.050 |
8,590 |
63,481 |
+2,983 |
Jun12 |
111021 |
126.480 |
127.150 |
126.150 |
126.650 |
+0.250 |
3,914 |
27,273 |
+825 |
Aug12 |
111021 |
125.500 |
126.500 |
125.500 |
126.480 |
+0.530 |
495 |
5,493 |
+158 |
Total Volume and Open Interest |
61,656 |
338,961 |
+164 |
Feeder Cattle(CME) |
Oct11 |
111021 |
139.300 |
139.575 |
138.800 |
139.400 |
+0.115 |
532 |
2,794 |
-419 |
Nov11 |
111021 |
142.285 |
143.750 |
142.000 |
142.735 |
+0.700 |
3,356 |
10,461 |
-1,256 |
Jan12 |
111021 |
147.185 |
148.750 |
147.000 |
147.600 |
+0.615 |
2,656 |
13,758 |
+637 |
Mar12 |
111021 |
147.600 |
148.785 |
147.350 |
148.185 |
+0.685 |
535 |
4,757 |
-5 |
Apr12 |
111021 |
148.000 |
149.050 |
147.735 |
148.300 |
+0.650 |
100 |
1,102 |
+24 |
May12 |
111021 |
148.500 |
149.100 |
147.900 |
148.650 |
+0.650 |
222 |
1,210 |
+87 |
Aug12 |
111021 |
149.100 |
149.900 |
148.750 |
149.735 |
+0.635 |
120 |
1,394 |
+50 |
Total Volume and Open Interest |
7,533 |
35,574 |
-871 |
Lean Hogs(CME) |
Dec11 |
111021 |
89.980 |
90.480 |
89.035 |
89.650 |
-0.330 |
15,487 |
102,207 |
-874 |
Feb12 |
111021 |
92.285 |
92.900 |
91.650 |
92.035 |
-0.465 |
6,989 |
64,254 |
+279 |
Apr12 |
111021 |
95.080 |
95.580 |
94.385 |
94.750 |
-0.250 |
5,777 |
51,703 |
+996 |
May12 |
111021 |
99.500 |
99.900 |
98.600 |
99.900 |
+0.150 |
81 |
2,051 |
+35 |
Jun12 |
111021 |
100.730 |
101.135 |
100.000 |
100.635 |
-0.215 |
2,604 |
31,191 |
+531 |
Jul12 |
111021 |
99.600 |
99.650 |
98.750 |
99.330 |
-0.500 |
338 |
8,816 |
+96 |
Aug12 |
111021 |
97.635 |
97.750 |
96.580 |
97.580 |
-0.120 |
892 |
9,582 |
+112 |
Oct12 |
111021 |
85.885 |
85.950 |
85.000 |
85.900 |
-0.150 |
313 |
4,560 |
+95 |
Total Volume and Open Interest |
32,515 |
276,239 |
+1,274 |
Class III Milk(CME) |
Oct11 |
111021 |
17.95 |
18.04 |
17.93 |
18.00 |
+0.07 |
81 |
5,235 |
+66 |
Nov11 |
111021 |
17.45 |
17.75 |
17.35 |
17.65 |
+0.23 |
279 |
5,386 |
+54 |
Dec11 |
111021 |
16.64 |
17.00 |
16.60 |
16.93 |
+0.26 |
358 |
4,774 |
+114 |
Jan12 |
111021 |
16.39 |
16.55 |
16.39 |
16.52 |
+0.12 |
38 |
2,372 |
+19 |
Feb12 |
111021 |
16.02 |
16.18 |
16.02 |
16.18 |
+0.16 |
26 |
2,127 |
+20 |
Total Volume and Open Interest |
956 |
31,500 |
+326 |
Cocoa(ICE) |
Dec11 |
111021 |
2577 |
2594 |
2553 |
2566 |
+4 |
10,262 |
72,517 |
+263 |
Mar12 |
111021 |
2627 |
2637 |
2596 |
2611 |
+4 |
3,578 |
61,523 |
-945 |
May12 |
111021 |
2617 |
2647 |
2611 |
2625 |
+4 |
1,090 |
19,587 |
-41 |
Jul12 |
111021 |
2635 |
2656 |
2629 |
2643 |
+5 |
323 |
10,205 |
+87 |
Sep12 |
111021 |
2654 |
2675 |
2647 |
2657 |
+3 |
168 |
11,587 |
+97 |
Dec12 |
111021 |
2686 |
2695 |
2659 |
2670 |
+6 |
182 |
10,056 |
+86 |
Mar13 |
111021 |
2690 |
2690 |
2690 |
2690 |
+4 |
20 |
2,814 |
+4 |
Total Volume and Open Interest |
15,623 |
190,435 |
-449 |
Coffee "C"(ICE) |
Dec11 |
111021 |
233.65 |
246.70 |
233.20 |
244.85 |
+13.20 |
11,835 |
64,076 |
-450 |
Mar12 |
111021 |
235.55 |
249.25 |
235.55 |
247.55 |
+12.90 |
4,092 |
32,959 |
+706 |
May12 |
111021 |
237.65 |
250.00 |
237.55 |
248.50 |
+12.50 |
947 |
12,895 |
+106 |
Jul12 |
111021 |
238.65 |
250.05 |
238.45 |
248.70 |
+11.60 |
177 |
4,226 |
+124 |
Sep12 |
111021 |
238.50 |
249.25 |
238.30 |
247.90 |
+10.65 |
114 |
3,346 |
+58 |
Dec12 |
111021 |
238.20 |
248.80 |
238.20 |
247.40 |
+10.00 |
56 |
2,623 |
-29 |
Total Volume and Open Interest |
17,245 |
121,011 |
+514 |
Orange Juice(ICE) |
Nov11 |
111021 |
174.60 |
177.00 |
173.45 |
175.80 |
+1.50 |
771 |
5,381 |
-444 |
Jan12 |
111021 |
170.00 |
172.00 |
169.00 |
170.20 |
+0.80 |
1,061 |
14,578 |
+654 |
Mar12 |
111021 |
169.00 |
169.50 |
167.70 |
167.70 |
-0.25 |
14 |
4,299 |
-20 |
May12 |
111021 |
166.45 |
166.45 |
166.45 |
166.45 |
-0.35 |
0 |
1,552 |
+0 |
Jul12 |
111021 |
166.90 |
166.90 |
166.90 |
166.90 |
-0.25 |
0 |
319 |
+0 |
Sep12 |
111021 |
166.05 |
166.05 |
166.05 |
166.05 |
-0.70 |
0 |
53 |
+0 |
Total Volume and Open Interest |
1,846 |
26,195 |
+190 |
Sugar #11(ICE) |
Mar12 |
111021 |
26.96 |
27.35 |
26.33 |
26.48 |
-0.32 |
39,475 |
250,465 |
+414 |
May12 |
111021 |
26.15 |
26.45 |
25.55 |
25.67 |
-0.30 |
9,750 |
79,785 |
+435 |
Jul12 |
111021 |
25.12 |
25.48 |
24.67 |
24.76 |
-0.28 |
5,444 |
72,380 |
+913 |
Oct12 |
111021 |
24.66 |
24.99 |
24.17 |
24.27 |
-0.29 |
1,711 |
43,354 |
+624 |
Mar13 |
111021 |
24.68 |
24.99 |
24.18 |
24.25 |
-0.32 |
695 |
29,589 |
-44 |
Total Volume and Open Interest |
57,570 |
504,819 |
+2,411 |
London Cocoa(LCE) |
Dec11 |
111021 |
1678 |
1682 |
1652 |
1654 |
-17 |
6,286 |
78,133 |
+1 |
Mar12 |
111021 |
1696 |
1701 |
1675 |
1676 |
-15 |
4,191 |
57,337 |
+248 |
May12 |
111021 |
1711 |
1715 |
1690 |
1691 |
-15 |
1,543 |
15,860 |
+24 |
Jul12 |
111021 |
1720 |
1730 |
1705 |
1707 |
-14 |
571 |
18,447 |
-225 |
Sep12 |
111021 |
1743 |
1743 |
1720 |
1721 |
-15 |
525 |
12,488 |
+17 |
Dec12 |
111021 |
1754 |
1756 |
1734 |
1734 |
-14 |
140 |
10,558 |
+53 |
Mar13 |
111021 |
1750 |
1750 |
1744 |
1744 |
-14 |
0 |
2,362 |
+0 |
Total Volume and Open Interest |
13,256 |
195,692 |
+118 |
London Sugar(LCE) |
Dec11 |
111021 |
695.20 |
710.50 |
695.20 |
706.40 |
+23.40 |
2,561 |
18,466 |
-129 |
Mar12 |
111021 |
677.30 |
685.40 |
663.60 |
669.70 |
+5.00 |
1,366 |
15,289 |
+647 |
May12 |
111021 |
670.00 |
674.90 |
653.60 |
659.40 |
+3.50 |
178 |
6,682 |
-31 |
Aug12 |
111021 |
654.70 |
659.00 |
640.40 |
644.60 |
+3.80 |
125 |
3,989 |
-9 |
Oct12 |
111021 |
640.20 |
644.90 |
628.90 |
632.50 |
+3.80 |
66 |
2,455 |
+1 |
Total Volume and Open Interest |
4,300 |
48,617 |
+483 |
Cotton(ICE) |
Dec11 |
111021 |
96.85 |
98.80 |
96.47 |
97.10 |
+0.24 |
15,052 |
86,064 |
+2,700 |
Mar12 |
111021 |
95.34 |
97.15 |
95.00 |
95.60 |
+0.18 |
4,085 |
43,875 |
+457 |
May12 |
111021 |
95.64 |
96.56 |
94.90 |
95.19 |
-0.04 |
793 |
10,043 |
+214 |
Jul12 |
111021 |
95.46 |
96.29 |
94.50 |
94.82 |
-0.14 |
353 |
11,769 |
+27 |
Oct12 |
111021 |
93.92 |
93.92 |
93.92 |
93.92 |
+0.31 |
0 |
3 |
+0 |
Dec12 |
111021 |
93.13 |
93.16 |
92.04 |
92.07 |
-0.04 |
137 |
3,680 |
+62 |
Total Volume and Open Interest |
20,478 |
156,306 |
+3,481 |
Lumber(CME) |
Nov11 |
111021 |
218.0 |
224.1 |
216.3 |
220.0 |
+3.8 |
1,166 |
2,479 |
-659 |
Jan12 |
111021 |
232.2 |
235.2 |
230.2 |
235.0 |
+5.4 |
1,112 |
5,621 |
+425 |
Mar12 |
111021 |
249.0 |
253.6 |
249.0 |
250.2 |
+1.2 |
409 |
1,461 |
+204 |
May12 |
111021 |
263.5 |
263.5 |
263.5 |
263.5 |
+0.5 |
1 |
161 |
+0 |
Total Volume and Open Interest |
2,689 |
9,748 |
-29 |
Crude Oil(NYM) |
Dec11 |
111021 |
86.50 |
88.88 |
85.95 |
87.40 |
+1.33 |
389,241 |
363,578 |
+1,856 |
Jan12 |
111021 |
86.59 |
88.99 |
86.10 |
87.47 |
+1.26 |
64,266 |
177,676 |
+2,574 |
Feb12 |
111021 |
86.51 |
89.10 |
86.28 |
87.57 |
+1.20 |
27,774 |
72,844 |
+3,266 |
Mar12 |
111021 |
86.71 |
89.24 |
86.50 |
87.69 |
+1.16 |
25,187 |
67,980 |
-2,097 |
Apr12 |
111021 |
86.88 |
89.33 |
86.70 |
87.77 |
+1.13 |
8,795 |
33,682 |
-929 |
May12 |
111021 |
87.14 |
89.40 |
86.94 |
87.84 |
+1.09 |
6,316 |
28,448 |
+602 |
Jun12 |
111021 |
86.88 |
89.42 |
86.84 |
87.91 |
+1.06 |
20,720 |
73,859 |
+34 |
Jul12 |
111021 |
87.10 |
89.50 |
87.02 |
88.00 |
+1.04 |
3,064 |
36,805 |
+1 |
Aug12 |
111021 |
87.36 |
88.50 |
87.36 |
88.07 |
+1.02 |
3,247 |
20,195 |
+87 |
Sep12 |
111021 |
88.95 |
89.69 |
88.17 |
88.17 |
+1.00 |
3,579 |
19,871 |
+335 |
Oct12 |
111021 |
88.39 |
88.39 |
88.29 |
88.29 |
+0.97 |
1,882 |
23,244 |
+86 |
Nov12 |
111021 |
88.45 |
88.45 |
88.45 |
88.45 |
+0.93 |
1,231 |
25,260 |
+247 |
Dec12 |
111021 |
88.00 |
90.28 |
87.72 |
88.62 |
+0.90 |
21,296 |
163,354 |
-806 |
Jan13 |
111021 |
88.66 |
88.66 |
88.66 |
88.66 |
+0.89 |
1,357 |
24,961 |
+90 |
Feb13 |
111021 |
88.66 |
88.66 |
88.66 |
88.66 |
+0.88 |
432 |
9,837 |
+132 |
Mar13 |
111021 |
88.65 |
88.65 |
88.65 |
88.65 |
+0.86 |
181 |
8,875 |
+33 |
Total Volume and Open Interest |
598,519 |
1,399,036 |
-7,469 |
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 |
111021 |
86.425 |
88.900 |
85.975 |
87.400 |
+1.325 |
8,907 |
1,883 |
-120 |
Jan12 |
111021 |
86.525 |
88.925 |
86.200 |
87.475 |
+1.275 |
214 |
350 |
+4 |
Feb12 |
111021 |
88.000 |
88.925 |
87.525 |
87.575 |
+1.200 |
49 |
68 |
-2 |
Mar12 |
111021 |
87.700 |
87.700 |
87.500 |
87.700 |
+1.175 |
4 |
13 |
+0 |
Apr12 |
111021 |
87.775 |
87.775 |
87.775 |
87.775 |
+1.125 |
2 |
22 |
+0 |
May12 |
111021 |
87.850 |
87.850 |
87.850 |
87.850 |
+1.100 |
0 |
7 |
+0 |
Jun12 |
111021 |
87.050 |
87.900 |
87.050 |
87.900 |
+1.050 |
0 |
18 |
+0 |
Jul12 |
111021 |
88.000 |
88.000 |
88.000 |
88.000 |
+1.050 |
0 |
4 |
+0 |
Total Volume and Open Interest |
9,178 |
2,596 |
-117 |
Heating Oil(NYM) |
Nov11 |
111021 |
302.60 |
307.98 |
301.41 |
301.75 |
-1.26 |
35,823 |
47,403 |
-4,979 |
Dec11 |
111021 |
302.60 |
307.75 |
301.22 |
301.59 |
-1.07 |
51,213 |
76,546 |
+4,608 |
Jan12 |
111021 |
301.29 |
306.04 |
299.91 |
300.21 |
-1.09 |
16,212 |
49,227 |
+1,064 |
Feb12 |
111021 |
298.03 |
303.35 |
298.02 |
298.31 |
-0.94 |
8,238 |
21,315 |
+461 |
Mar12 |
111021 |
295.38 |
300.70 |
295.07 |
295.60 |
-0.81 |
5,242 |
22,646 |
+947 |
Apr12 |
111021 |
293.78 |
295.97 |
291.38 |
291.38 |
-0.65 |
1,855 |
11,278 |
-259 |
May12 |
111021 |
287.43 |
291.62 |
287.21 |
287.21 |
-0.52 |
747 |
8,144 |
+128 |
Jun12 |
111021 |
285.16 |
289.03 |
283.95 |
284.70 |
-0.46 |
5,116 |
32,092 |
+808 |
Jul12 |
111021 |
288.57 |
288.57 |
284.21 |
284.32 |
-0.39 |
434 |
7,282 |
+43 |
Aug12 |
111021 |
288.58 |
288.58 |
284.27 |
284.27 |
-0.34 |
653 |
4,084 |
+37 |
Sep12 |
111021 |
288.65 |
288.65 |
284.34 |
284.34 |
-0.27 |
863 |
4,361 |
+52 |
Oct12 |
111021 |
289.37 |
289.37 |
284.94 |
284.94 |
-0.27 |
137 |
1,421 |
+0 |
Total Volume and Open Interest |
127,665 |
301,202 |
+2,890 |
Gasoline(NYMEX) |
Nov11 |
111021 |
267.75 |
273.61 |
265.67 |
268.46 |
+0.91 |
30,785 |
40,807 |
-3,479 |
Dec11 |
111021 |
265.68 |
270.88 |
263.76 |
265.82 |
+0.12 |
53,488 |
79,375 |
+995 |
Jan12 |
111021 |
264.91 |
269.28 |
262.65 |
264.19 |
-0.47 |
21,959 |
38,666 |
+642 |
Feb12 |
111021 |
263.98 |
268.55 |
262.41 |
263.57 |
-0.58 |
11,057 |
17,107 |
-30 |
Mar12 |
111021 |
263.30 |
268.49 |
262.90 |
263.74 |
-0.50 |
7,607 |
21,279 |
+994 |
Apr12 |
111021 |
277.26 |
280.00 |
275.68 |
275.68 |
-0.38 |
5,530 |
17,180 |
+1,186 |
May12 |
111021 |
277.25 |
277.25 |
275.03 |
275.03 |
-0.31 |
2,100 |
10,273 |
-100 |
Jun12 |
111021 |
273.50 |
277.84 |
271.88 |
273.23 |
-0.27 |
4,947 |
19,773 |
+361 |
Jul12 |
111021 |
273.10 |
273.10 |
270.91 |
270.91 |
-0.22 |
785 |
5,052 |
+63 |
Aug12 |
111021 |
268.08 |
268.08 |
268.08 |
268.08 |
-0.22 |
224 |
5,216 |
+37 |
Total Volume and Open Interest |
139,463 |
276,668 |
+909 |
e-miNY RBOB Gasoline(NYM) |
Nov11 |
111021 |
268.50 |
268.50 |
268.46 |
268.50 |
+0.90 |
|
|
|
Dec11 |
111021 |
265.80 |
265.82 |
265.80 |
265.80 |
+0.10 |
|
|
|
Jan12 |
111021 |
264.20 |
264.20 |
264.19 |
264.20 |
-0.50 |
0 |
1 |
+0 |
Feb12 |
111021 |
263.60 |
263.60 |
263.57 |
263.60 |
-0.60 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Nov11 |
111021 |
3.621 |
3.647 |
3.549 |
3.629 |
-0.001 |
197,523 |
62,288 |
-26,767 |
Dec11 |
111021 |
3.827 |
3.848 |
3.749 |
3.826 |
-0.008 |
114,471 |
149,188 |
+8,210 |
Jan12 |
111021 |
3.956 |
3.971 |
3.885 |
3.950 |
-0.014 |
61,141 |
239,601 |
+1,275 |
Feb12 |
111021 |
3.976 |
3.977 |
3.900 |
3.963 |
-0.015 |
24,107 |
76,381 |
+3,607 |
Mar12 |
111021 |
3.944 |
3.946 |
3.872 |
3.927 |
-0.018 |
21,530 |
87,777 |
+1,187 |
Apr12 |
111021 |
3.930 |
3.930 |
3.858 |
3.910 |
-0.019 |
32,525 |
90,091 |
-878 |
May12 |
111021 |
3.930 |
3.955 |
3.889 |
3.943 |
-0.020 |
8,062 |
30,758 |
+1,133 |
Jun12 |
111021 |
4.002 |
4.003 |
3.937 |
3.983 |
-0.021 |
2,886 |
15,363 |
+1,364 |
Jul12 |
111021 |
4.015 |
4.044 |
3.977 |
4.028 |
-0.021 |
2,410 |
17,509 |
+327 |
Aug12 |
111021 |
4.040 |
4.061 |
4.015 |
4.054 |
-0.021 |
1,164 |
12,629 |
+27 |
Sep12 |
111021 |
4.040 |
4.063 |
4.010 |
4.054 |
-0.021 |
1,313 |
9,808 |
+169 |
Oct12 |
111021 |
4.108 |
4.108 |
4.049 |
4.089 |
-0.021 |
7,491 |
48,700 |
-212 |
Nov12 |
111021 |
4.230 |
4.248 |
4.212 |
4.238 |
-0.026 |
1,426 |
12,291 |
+381 |
Dec12 |
111021 |
4.496 |
4.514 |
4.462 |
4.498 |
-0.029 |
804 |
16,001 |
+208 |
Jan13 |
111021 |
4.635 |
4.654 |
4.621 |
4.644 |
-0.029 |
1,444 |
26,495 |
-232 |
Feb13 |
111021 |
4.620 |
4.628 |
4.608 |
4.627 |
-0.027 |
215 |
5,199 |
+10 |
Total Volume and Open Interest |
479,566 |
985,887 |
-9,906 |
Brent Crude Oil(ICE) |
Dec11 |
111021 |
109.91 |
111.88 |
109.25 |
109.56 |
-0.20 |
277,562 |
219,369 |
-373 |
Jan12 |
111021 |
108.67 |
110.55 |
108.00 |
108.37 |
-0.12 |
111,908 |
148,130 |
+6,832 |
Feb12 |
111021 |
107.75 |
109.61 |
107.11 |
107.49 |
-0.08 |
59,954 |
96,133 |
-1,044 |
Mar12 |
111021 |
106.91 |
108.77 |
106.27 |
106.68 |
-0.05 |
39,942 |
80,069 |
+972 |
Apr12 |
111021 |
105.87 |
108.09 |
105.65 |
106.09 |
-0.01 |
19,428 |
30,482 |
-426 |
May12 |
111021 |
105.36 |
107.67 |
105.14 |
105.62 |
+0.04 |
13,013 |
19,954 |
+126 |
Jun12 |
111021 |
104.86 |
107.11 |
104.64 |
105.17 |
+0.10 |
29,921 |
58,587 |
-209 |
Jul12 |
111021 |
104.35 |
106.55 |
104.31 |
104.77 |
+0.13 |
4,548 |
16,219 |
+554 |
Aug12 |
111021 |
104.28 |
105.72 |
104.11 |
104.36 |
+0.15 |
5,444 |
15,610 |
+1,394 |
Sep12 |
111021 |
103.90 |
103.90 |
103.90 |
103.90 |
+0.17 |
7,216 |
18,828 |
+1,615 |
Oct12 |
111021 |
103.46 |
103.46 |
103.46 |
103.46 |
+0.20 |
2,654 |
9,345 |
-26 |
Nov12 |
111021 |
103.05 |
103.05 |
103.05 |
103.05 |
+0.23 |
2,050 |
13,568 |
-319 |
Dec12 |
111021 |
102.47 |
104.52 |
101.99 |
102.63 |
+0.26 |
26,394 |
101,851 |
+3,290 |
Jan13 |
111021 |
102.30 |
102.30 |
102.30 |
102.30 |
+0.26 |
1,354 |
7,855 |
+739 |
Total Volume and Open Interest |
617,836 |
975,335 |
+15,093 |
Gas Oil(ICE) |
Nov11 |
111021 |
946.00 |
962.75 |
942.00 |
955.50 |
+19.50 |
66,052 |
101,166 |
-844 |
Dec11 |
111021 |
935.25 |
950.50 |
931.50 |
943.75 |
+18.50 |
98,338 |
115,405 |
+424 |
Jan12 |
111021 |
928.25 |
941.75 |
923.75 |
935.75 |
+18.00 |
43,250 |
56,008 |
+2,069 |
Feb12 |
111021 |
920.75 |
934.00 |
916.75 |
929.00 |
+17.75 |
20,079 |
45,039 |
+1,280 |
Mar12 |
111021 |
914.25 |
927.75 |
909.75 |
922.25 |
+17.25 |
18,043 |
30,872 |
-1,191 |
Apr12 |
111021 |
908.25 |
919.25 |
903.25 |
915.75 |
+16.75 |
9,958 |
21,088 |
+1,220 |
May12 |
111021 |
902.00 |
914.50 |
897.75 |
909.75 |
+16.25 |
6,808 |
19,682 |
+242 |
Jun12 |
111021 |
899.00 |
911.50 |
893.50 |
906.50 |
+15.75 |
11,926 |
42,463 |
+55 |
Jul12 |
111021 |
896.00 |
910.75 |
895.25 |
906.50 |
+15.75 |
2,782 |
14,595 |
+501 |
Aug12 |
111021 |
895.50 |
906.75 |
895.25 |
906.75 |
+16.00 |
1,248 |
10,695 |
+126 |
Total Volume and Open Interest |
291,130 |
546,220 |
+3,925 |
Ethanol(CBOT) |
Oct11 |
111005 |
2.517 |
2.520 |
2.496 |
2.520 |
+0.062 |
73 |
103 |
-30 |
Nov11 |
111021 |
2.675 |
2.689 |
2.650 |
2.655 |
+0.023 |
311 |
752 |
-101 |
Dec11 |
111021 |
2.570 |
2.609 |
2.569 |
2.575 |
+0.009 |
267 |
1,728 |
+91 |
Jan12 |
111021 |
2.465 |
2.465 |
2.435 |
2.443 |
+0.019 |
262 |
1,267 |
+59 |
Feb12 |
111021 |
2.405 |
2.405 |
2.380 |
2.380 |
+0.018 |
129 |
796 |
+57 |
Mar12 |
111021 |
2.410 |
2.417 |
2.392 |
2.394 |
+0.020 |
130 |
948 |
-53 |
Apr12 |
111021 |
2.407 |
2.407 |
2.405 |
2.406 |
+0.030 |
105 |
731 |
+66 |
May12 |
111021 |
2.424 |
2.424 |
2.424 |
2.424 |
+0.026 |
62 |
687 |
+0 |
Total Volume and Open Interest |
1,401 |
10,802 |
+191 |
WTI Crude Oil(ICE) |
Dec11 |
111021 |
86.38 |
88.88 |
85.96 |
87.40 |
+1.33 |
93,237 |
111,765 |
+3,061 |
Jan12 |
111021 |
86.49 |
88.91 |
86.16 |
87.47 |
+1.26 |
25,643 |
43,830 |
-2,132 |
Feb12 |
111021 |
86.70 |
89.00 |
86.37 |
87.57 |
+1.20 |
14,056 |
20,700 |
+658 |
Mar12 |
111021 |
86.96 |
89.26 |
86.46 |
87.69 |
+1.16 |
10,527 |
22,604 |
-422 |
Apr12 |
111021 |
87.06 |
89.19 |
86.57 |
87.77 |
+1.13 |
4,665 |
9,404 |
-836 |
May12 |
111021 |
87.06 |
89.41 |
86.65 |
87.84 |
+1.09 |
3,997 |
8,383 |
-378 |
Jun12 |
111021 |
87.21 |
89.33 |
87.01 |
87.91 |
+1.06 |
7,489 |
37,391 |
+1,783 |
Jul12 |
111021 |
87.26 |
89.46 |
87.07 |
88.00 |
+1.04 |
1,264 |
7,415 |
+101 |
Aug12 |
111021 |
87.48 |
88.90 |
87.48 |
88.07 |
+1.02 |
1,236 |
4,809 |
+130 |
Sep12 |
111021 |
88.17 |
88.17 |
88.17 |
88.17 |
+1.00 |
654 |
7,523 |
+184 |
Oct12 |
111021 |
88.29 |
88.29 |
88.29 |
88.29 |
+0.97 |
246 |
2,071 |
+69 |
Nov12 |
111021 |
88.45 |
88.45 |
88.45 |
88.45 |
+0.93 |
170 |
3,168 |
+11 |
Dec12 |
111021 |
87.92 |
90.19 |
87.63 |
88.62 |
+0.90 |
8,495 |
50,852 |
-443 |
Jan13 |
111021 |
88.66 |
88.66 |
88.66 |
88.66 |
+0.89 |
0 |
2,047 |
+0 |
Feb13 |
111021 |
88.66 |
88.66 |
88.66 |
88.66 |
+0.88 |
0 |
592 |
+0 |
Mar13 |
111021 |
88.65 |
88.65 |
88.65 |
88.65 |
+0.86 |
0 |
1,475 |
+0 |
Total Volume and Open Interest |
177,174 |
422,535 |
+1,004 |
US Dollar Index(ICE) |
Dec11 |
111021 |
77.190 |
77.505 |
76.465 |
76.628 |
-0.607 |
36,143 |
66,565 |
+216 |
Mar12 |
111021 |
77.560 |
77.560 |
76.900 |
77.062 |
-0.603 |
2 |
572 |
+1 |
Jun12 |
111021 |
77.522 |
77.522 |
77.522 |
77.522 |
-0.603 |
0 |
2 |
+0 |
Total Volume and Open Interest |
36,145 |
67,139 |
+217 |
Australian Dollar(CME) |
Dec11 |
111021 |
101.55 |
103.14 |
101.32 |
102.65 |
+0.81 |
207,006 |
121,488 |
+1,268 |
Mar12 |
111021 |
100.68 |
101.98 |
100.68 |
101.63 |
+0.79 |
36 |
260 |
+26 |
Jun12 |
111021 |
100.73 |
100.73 |
99.95 |
100.73 |
+0.78 |
0 |
19 |
+0 |
Total Volume and Open Interest |
207,042 |
121,900 |
+1,294 |
British Pound(CME) |
Dec11 |
111021 |
157.82 |
159.64 |
157.45 |
159.29 |
+1.52 |
119,347 |
170,901 |
+277 |
Mar12 |
111021 |
157.75 |
159.29 |
157.64 |
159.15 |
+1.51 |
44 |
133 |
+2 |
Jun12 |
111021 |
159.00 |
159.00 |
157.50 |
159.00 |
+1.50 |
0 |
3 |
+0 |
Total Volume and Open Interest |
119,391 |
171,041 |
+279 |
Canadian Dollar(CME) |
Dec11 |
111021 |
98.29 |
99.20 |
98.02 |
98.93 |
+0.45 |
108,717 |
114,804 |
-1,542 |
Mar12 |
111021 |
98.06 |
99.00 |
98.05 |
98.75 |
+0.43 |
110 |
3,741 |
+31 |
Jun12 |
111021 |
98.70 |
98.80 |
98.22 |
98.62 |
+0.40 |
39 |
878 |
+11 |
Sep12 |
111021 |
98.50 |
98.50 |
98.10 |
98.50 |
+0.40 |
0 |
622 |
+0 |
Total Volume and Open Interest |
108,866 |
120,160 |
-1,500 |
Japanese Yen(CME) |
Dec11 |
111021 |
130.33 |
132.16 |
130.11 |
131.50 |
+1.27 |
102,785 |
148,334 |
-2,331 |
Mar12 |
111021 |
130.46 |
132.33 |
130.46 |
131.75 |
+1.27 |
56 |
461 |
-43 |
Jun12 |
111021 |
132.00 |
132.00 |
130.72 |
132.00 |
+1.28 |
0 |
21 |
+0 |
Total Volume and Open Interest |
102,841 |
148,820 |
-2,374 |
Swiss Franc(CME) |
Dec11 |
111021 |
111.88 |
113.68 |
111.79 |
113.16 |
+1.25 |
36,617 |
26,406 |
+691 |
Mar12 |
111021 |
113.04 |
113.59 |
112.18 |
113.44 |
+1.26 |
31 |
626 |
+0 |
Jun12 |
111021 |
113.78 |
113.78 |
112.50 |
113.78 |
+1.28 |
0 |
5 |
+0 |
Total Volume and Open Interest |
36,648 |
27,041 |
+691 |
EuroFX(CME) |
Dec11 |
111021 |
137.68 |
138.97 |
136.97 |
138.59 |
+0.96 |
428,480 |
234,845 |
+3,858 |
Mar12 |
111021 |
137.65 |
138.88 |
137.00 |
138.56 |
+0.96 |
370 |
2,560 |
+125 |
Jun12 |
111021 |
138.56 |
138.56 |
137.59 |
138.56 |
+0.97 |
0 |
830 |
+0 |
Total Volume and Open Interest |
428,850 |
238,248 |
+3,983 |
Mexican Peso(CME) |
Nov11 |
111021 |
729.2 |
730.0 |
729.2 |
729.2 |
-0.8 |
|
|
|
Dec11 |
111021 |
727.8 |
733.8 |
723.5 |
727.5 |
-0.8 |
57,109 |
98,042 |
+5,303 |
Total Volume and Open Interest |
57,109 |
98,404 |
+5,303 |
Brazilian Real(CME) |
Nov11 |
111021 |
560.25 |
563.25 |
557.50 |
560.85 |
+4.05 |
185 |
1,685 |
+180 |
Dec11 |
111021 |
558.10 |
558.50 |
554.00 |
556.95 |
+6.15 |
185 |
4,784 |
+38 |
Jan12 |
111021 |
553.80 |
553.80 |
553.80 |
553.80 |
+6.15 |
0 |
10,149 |
+0 |
Feb12 |
111021 |
550.65 |
550.65 |
550.65 |
550.65 |
+6.15 |
|
|
|
Total Volume and Open Interest |
370 |
31,939 |
+218 |
30-Year T-Bonds(CBOT) |
Dec11 |
111021 |
138~250 |
139~080 |
138~010 |
138~160 |
-0~160 |
372,712 |
607,330 |
+885 |
Mar12 |
111021 |
138~110 |
138~200 |
137~220 |
137~310 |
-0~170 |
214 |
2,250 |
+41 |
Jun12 |
111021 |
137~090 |
137~260 |
137~090 |
137~090 |
-0~170 |
1 |
2 |
+1 |
Total Volume and Open Interest |
372,927 |
609,582 |
+927 |
10-Year T-Notes(CBOT) |
Dec11 |
111021 |
128~195 |
128~265 |
128~070 |
128~210 |
-0~015 |
1,335,078 |
1,470,550 |
-12,170 |
Mar12 |
111021 |
127~265 |
127~275 |
127~240 |
127~245 |
-0~030 |
169 |
12,462 |
+26 |
Jun12 |
111021 |
126~245 |
126~275 |
126~245 |
126~245 |
-0~030 |
|
|
|
Total Volume and Open Interest |
1,335,247 |
1,483,012 |
-12,144 |
5-Year T-Notes(CBOT) |
Dec11 |
111021 |
122~020 |
122~038 |
121~120 |
122~029 |
+0~004 |
711,989 |
1,196,192 |
+13,517 |
Mar12 |
111021 |
121~095 |
121~095 |
121~089 |
121~095 |
+0~006 |
52 |
43 |
+40 |
Jun12 |
111021 |
120~119 |
120~119 |
120~113 |
120~119 |
+0~006 |
|
|
|
Total Volume and Open Interest |
712,041 |
1,196,235 |
+13,557 |
2 Year T-Notes(CBOT) |
Dec11 |
111021 |
110~013 |
110~015 |
110~006 |
110~012 |
-0~001 |
179,672 |
708,118 |
+2,816 |
Mar12 |
111021 |
110~012 |
110~012 |
110~010 |
110~010 |
-0~001 |
56 |
298 |
+55 |
Jun12 |
111021 |
109~102 |
109~103 |
109~102 |
109~102 |
-0~001 |
|
|
|
Total Volume and Open Interest |
179,728 |
708,416 |
+2,871 |
Eurodollars(CME) |
Dec11 |
111021 |
99.460 |
99.470 |
99.450 |
99.460 |
-0.005 |
138,575 |
1,017,238 |
-792 |
Mar12 |
111021 |
99.385 |
99.400 |
99.365 |
99.370 |
-0.020 |
133,040 |
976,546 |
+1,791 |
Jun12 |
111021 |
99.365 |
99.380 |
99.340 |
99.345 |
-0.020 |
102,781 |
1,070,550 |
-4,075 |
Sep12 |
111021 |
99.355 |
99.360 |
99.330 |
99.335 |
-0.015 |
115,355 |
737,825 |
-7,771 |
Dec12 |
111021 |
99.340 |
99.345 |
99.320 |
99.325 |
-0.015 |
96,541 |
752,254 |
+520 |
Mar13 |
111021 |
99.325 |
99.325 |
99.305 |
99.310 |
-0.015 |
101,956 |
759,153 |
-2,703 |
Jun13 |
111021 |
99.265 |
99.265 |
99.240 |
99.250 |
-0.010 |
98,427 |
511,517 |
+5,311 |
Sep13 |
111021 |
99.150 |
99.165 |
99.125 |
99.150 |
-0.010 |
100,510 |
444,260 |
+6,827 |
Dec13 |
111021 |
98.985 |
99.000 |
98.955 |
98.990 |
-0.005 |
108,451 |
419,172 |
-130 |
Mar14 |
111021 |
98.810 |
98.835 |
98.775 |
98.820 |
-0.005 |
82,874 |
303,589 |
+3,775 |
Jun14 |
111021 |
98.605 |
98.630 |
98.565 |
98.615 |
-0.005 |
66,578 |
255,213 |
-1,224 |
Sep14 |
111021 |
98.390 |
98.425 |
98.345 |
98.405 |
unch |
67,900 |
168,798 |
+3,707 |
Dec14 |
111021 |
98.170 |
98.205 |
98.115 |
98.185 |
unch |
65,824 |
137,561 |
-3,677 |
Mar15 |
111021 |
97.975 |
98.005 |
97.910 |
97.990 |
unch |
42,453 |
108,788 |
-1,178 |
Jun15 |
111021 |
6.030 |
6.065 |
5.965 |
6.050 |
unch |
35,157 |
88,957 |
-2,419 |
Sep15 |
111021 |
5.850 |
5.885 |
5.780 |
5.865 |
-0.005 |
32,239 |
74,428 |
-1,982 |
Dec15 |
111021 |
5.685 |
5.705 |
5.600 |
5.680 |
-0.015 |
16,877 |
53,389 |
-678 |
Mar16 |
111021 |
5.545 |
5.565 |
5.450 |
5.525 |
-0.025 |
14,659 |
47,679 |
+253 |
Total Volume and Open Interest |
1,455,431 |
8,147,879 |
-1,334 |
30 Day Federal Funds(CBOT) |
Oct11 |
111021 |
99.925 |
99.927 |
99.925 |
99.925 |
unch |
365 |
64,178 |
-358 |
Nov11 |
111021 |
99.920 |
99.925 |
99.920 |
99.920 |
unch |
2,845 |
65,733 |
+598 |
Dec11 |
111021 |
99.920 |
99.925 |
99.915 |
99.920 |
unch |
7,231 |
62,422 |
+2,549 |
Jan12 |
111021 |
99.910 |
99.915 |
99.905 |
99.910 |
unch |
1,252 |
52,939 |
+190 |
Feb12 |
111021 |
99.900 |
99.900 |
99.895 |
99.895 |
unch |
196 |
44,867 |
-10 |
Mar12 |
111021 |
99.895 |
99.895 |
99.885 |
99.890 |
unch |
990 |
31,093 |
-87 |
Total Volume and Open Interest |
18,903 |
632,629 |
+3,130 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111021 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
281 |
+0 |
Mar12 |
111021 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
300 |
+0 |
Jun12 |
111021 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Sep12 |
111021 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec12 |
111021 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar13 |
111021 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun13 |
111021 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111021 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Dec13 |
111021 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Mar14 |
111021 |
99.205 |
99.205 |
99.205 |
99.205 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111021 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,179 |
+0 |
Mar12 |
111021 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,378 |
+0 |
Jun12 |
111021 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,470 |
+0 |
Sep12 |
111021 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
610 |
+0 |
Dec12 |
111021 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
51 |
+0 |
Mar13 |
111021 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1 |
+0 |
Jun13 |
111021 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
Sep13 |
111021 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,691 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111021 |
142.30 |
142.41 |
142.26 |
142.34 |
-0.02 |
2,320 |
19,290 |
+321 |
Mar12 |
111021 |
141.75 |
141.75 |
141.75 |
141.75 |
-0.02 |
2 |
5 |
+0 |
Jun12 |
111021 |
139.66 |
139.66 |
139.66 |
139.66 |
-0.02 |
|
|
|
Total Volume and Open Interest |
2,322 |
19,295 |
+321 |
Euro-Bund(EUREX) |
Dec11 |
111021 |
135.28 |
135.80 |
134.52 |
134.67 |
-0.76 |
985,375 |
966,081 |
+21,776 |
Mar12 |
111021 |
135.72 |
136.08 |
134.90 |
134.98 |
-0.80 |
176 |
2,279 |
+21 |
Jun12 |
111021 |
134.97 |
134.97 |
134.97 |
134.97 |
-0.76 |
49 |
0 |
+0 |
Total Volume and Open Interest |
985,600 |
968,360 |
+21,797 |
Euro-Bobl(EUREX) |
Dec11 |
111021 |
121.71 |
122.03 |
121.37 |
121.47 |
-0.35 |
579,089 |
752,805 |
-1,644 |
Mar12 |
111021 |
121.75 |
121.75 |
121.75 |
121.75 |
-0.35 |
153 |
17,188 |
+150 |
Jun12 |
111021 |
121.62 |
121.62 |
121.62 |
121.62 |
-0.35 |
|
|
|
Total Volume and Open Interest |
579,242 |
769,993 |
-1,494 |
3-Mth Euribor(EUREX) |
Dec11 |
111021 |
98.595 |
98.595 |
98.575 |
98.585 |
+0.005 |
200 |
1,757 |
+0 |
Mar12 |
111021 |
98.755 |
98.755 |
98.755 |
98.755 |
-0.010 |
251 |
2,082 |
-1 |
Jun12 |
111021 |
98.805 |
98.805 |
98.805 |
98.805 |
-0.025 |
0 |
958 |
+0 |
Total Volume and Open Interest |
451 |
8,079 |
-1 |
Long Gilt(LIFFE) |
Dec11 |
111021 |
128~09 |
128~10 |
127~09 |
127~18 |
-0~20 |
129,283 |
287,051 |
+3,824 |
Mar12 |
111021 |
112~00 |
112~00 |
111~04 |
111~08 |
-0~20 |
701 |
2,784 |
+392 |
Total Volume and Open Interest |
129,984 |
289,835 |
+4,216 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111021 |
98.95 |
98.95 |
98.91 |
98.91 |
-0.04 |
29,285 |
352,318 |
+3,642 |
Mar12 |
111021 |
98.97 |
98.97 |
98.91 |
98.92 |
-0.05 |
27,589 |
347,595 |
+3,069 |
Jun12 |
111021 |
98.99 |
98.99 |
98.91 |
98.93 |
-0.05 |
22,786 |
219,660 |
-177 |
Sep12 |
111021 |
98.99 |
99.00 |
98.91 |
98.92 |
-0.06 |
28,511 |
229,939 |
+3,326 |
Dec12 |
111021 |
98.94 |
98.96 |
98.86 |
98.87 |
-0.07 |
37,299 |
187,511 |
+7,059 |
Mar13 |
111021 |
98.89 |
98.91 |
98.81 |
98.82 |
-0.07 |
34,105 |
156,822 |
+2,854 |
Total Volume and Open Interest |
255,603 |
1,883,037 |
+25,737 |
3-Mth Euribor(LIFFE) |
Dec11 |
111021 |
98.580 |
98.615 |
98.580 |
98.585 |
+0.005 |
131,352 |
749,989 |
+1,306 |
Mar12 |
111021 |
98.770 |
98.800 |
98.745 |
98.755 |
-0.010 |
111,510 |
520,716 |
+2,723 |
Jun12 |
111021 |
98.820 |
98.860 |
98.790 |
98.805 |
-0.025 |
91,413 |
372,157 |
+3,851 |
Total Volume and Open Interest |
757,862 |
3,378,055 |
+23,502 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111021 |
95.47 |
95.47 |
95.44 |
95.45 |
-0.02 |
9,921 |
213,604 |
-5,593 |
Mar12 |
111021 |
95.85 |
95.86 |
95.80 |
95.81 |
-0.04 |
11,352 |
188,606 |
-3,299 |
Jun12 |
111021 |
95.97 |
95.99 |
95.90 |
95.91 |
-0.06 |
8,281 |
115,380 |
+1,674 |
Sep12 |
111021 |
95.97 |
95.97 |
95.88 |
95.89 |
-0.06 |
4,627 |
78,008 |
-1,502 |
Dec12 |
111021 |
95.88 |
95.88 |
95.81 |
95.83 |
-0.05 |
1,898 |
46,267 |
-423 |
Mar13 |
111021 |
95.79 |
95.80 |
95.74 |
95.76 |
-0.06 |
969 |
44,840 |
+116 |
Jun13 |
111021 |
95.75 |
95.75 |
95.68 |
95.69 |
-0.06 |
478 |
32,756 |
+184 |
Sep13 |
111021 |
95.67 |
95.67 |
95.60 |
95.60 |
-0.06 |
157 |
14,691 |
+58 |
Dec13 |
111021 |
95.51 |
95.51 |
95.49 |
95.49 |
-0.06 |
9 |
3,360 |
-2 |
Mar14 |
111021 |
95.38 |
95.38 |
95.38 |
95.38 |
-0.06 |
0 |
426 |
+0 |
Total Volume and Open Interest |
37,692 |
738,004 |
-8,787 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111021 |
95.55 |
95.57 |
95.47 |
95.48 |
-0.06 |
32,942 |
344,491 |
-13,027 |
Mar12 |
111021 |
95.48 |
95.48 |
95.48 |
95.48 |
-0.06 |
|
|
|
Total Volume and Open Interest |
32,942 |
344,491 |
-13,027 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111021 |
96.20 |
96.23 |
96.13 |
96.14 |
-0.06 |
75,745 |
459,120 |
+3,886 |
Mar12 |
111021 |
96.14 |
96.14 |
96.14 |
96.14 |
-0.06 |
|
|
|
Total Volume and Open Interest |
75,745 |
459,120 |
+3,886 |
Gold(CMX) |
Oct11 |
111021 |
1626.1 |
1647.4 |
1626.1 |
1635.1 |
+23.2 |
92 |
671 |
-12 |
Dec11 |
111021 |
1620.9 |
1649.8 |
1612.8 |
1636.1 |
+23.2 |
188,355 |
260,800 |
+1,179 |
Feb12 |
111021 |
1618.0 |
1651.3 |
1616.0 |
1638.0 |
+23.2 |
3,594 |
52,851 |
+498 |
Apr12 |
111021 |
1631.5 |
1652.7 |
1627.5 |
1639.6 |
+23.2 |
2,228 |
15,400 |
+1,266 |
Jun12 |
111021 |
1623.6 |
1651.9 |
1622.3 |
1641.2 |
+23.2 |
572 |
18,686 |
+264 |
Aug12 |
111021 |
1651.8 |
1651.8 |
1642.8 |
1642.8 |
+23.3 |
123 |
7,552 |
+10 |
Oct12 |
111021 |
1644.6 |
1644.6 |
1644.6 |
1644.6 |
+23.3 |
44 |
5,884 |
+14 |
Dec12 |
111021 |
1630.0 |
1655.0 |
1630.0 |
1646.8 |
+23.4 |
240 |
14,968 |
+24 |
Feb13 |
111021 |
1652.7 |
1657.7 |
1649.0 |
1649.0 |
+23.4 |
0 |
3,392 |
+0 |
Apr13 |
111021 |
1651.4 |
1651.4 |
1651.4 |
1651.4 |
+23.4 |
0 |
281 |
+0 |
Jun13 |
111021 |
1654.4 |
1654.4 |
1654.4 |
1654.4 |
+23.4 |
126 |
11,028 |
-25 |
Aug13 |
111021 |
1657.3 |
1657.3 |
1657.3 |
1657.3 |
+23.4 |
0 |
45 |
+0 |
Total Volume and Open Interest |
196,692 |
437,339 |
+4,040 |
Silver(CMX) |
Dec11 |
111021 |
3055.5 |
3151.5 |
3028.0 |
3119.3 |
+91.2 |
53,262 |
61,377 |
+670 |
Mar12 |
111021 |
3042.0 |
3145.0 |
3042.0 |
3123.1 |
+91.1 |
3,210 |
12,978 |
+398 |
May12 |
111021 |
3046.5 |
3126.0 |
3034.0 |
3124.7 |
+91.1 |
419 |
2,972 |
+9 |
Jul12 |
111021 |
3127.5 |
3127.5 |
3125.6 |
3125.6 |
+91.0 |
115 |
2,635 |
+33 |
Sep12 |
111021 |
3125.6 |
3125.6 |
3125.6 |
3125.6 |
+90.9 |
45 |
1,329 |
+20 |
Dec12 |
111021 |
3061.5 |
3143.0 |
3059.0 |
3125.2 |
+90.4 |
189 |
11,390 |
+22 |
Mar13 |
111021 |
3118.8 |
3118.8 |
3118.8 |
3118.8 |
+90.4 |
0 |
752 |
+0 |
Total Volume and Open Interest |
57,422 |
106,445 |
+1,004 |
Platinum(NYMEX) |
Oct11 |
111021 |
1493.0 |
1508.1 |
1493.0 |
1503.7 |
+16.8 |
16 |
78 |
-2 |
Jan12 |
111021 |
1501.5 |
1516.9 |
1487.0 |
1509.2 |
+18.8 |
9,436 |
34,422 |
-288 |
Apr12 |
111021 |
1498.4 |
1518.4 |
1497.6 |
1512.5 |
+18.8 |
77 |
2,996 |
+38 |
Jul12 |
111021 |
1516.1 |
1516.1 |
1516.1 |
1516.1 |
+18.8 |
5 |
39 |
+0 |
Total Volume and Open Interest |
9,535 |
37,590 |
-251 |
Palladium(NYMEX) |
Dec11 |
111021 |
590.50 |
624.40 |
582.00 |
618.25 |
+33.85 |
5,767 |
18,441 |
-208 |
Mar12 |
111021 |
595.15 |
623.35 |
593.25 |
619.40 |
+33.70 |
8 |
549 |
+0 |
Jun12 |
111021 |
620.40 |
620.40 |
620.40 |
620.40 |
+33.70 |
0 |
6 |
+0 |
Total Volume and Open Interest |
5,775 |
18,997 |
-208 |
Copper(CMX) |
Dec11 |
111021 |
308.50 |
327.80 |
307.70 |
322.30 |
+16.55 |
63,339 |
80,380 |
+1,958 |
Mar12 |
111021 |
310.15 |
328.60 |
310.00 |
324.25 |
+16.50 |
2,679 |
32,838 |
+873 |
May12 |
111021 |
311.50 |
328.15 |
311.50 |
325.25 |
+16.45 |
439 |
8,637 |
+99 |
Jul12 |
111021 |
318.35 |
330.00 |
317.85 |
326.05 |
+16.40 |
44 |
2,651 |
+24 |
Sep12 |
111021 |
318.55 |
330.45 |
318.55 |
326.70 |
+16.40 |
68 |
1,160 |
+47 |
Total Volume and Open Interest |
67,524 |
133,701 |
+3,225 |
DJIA Index(CBOT) |
Dec11 |
111021 |
11508 |
11760 |
11483 |
11757 |
+285 |
177 |
13,181 |
+40 |
Mar12 |
111021 |
11683 |
11683 |
11397 |
11683 |
+286 |
0 |
21 |
+0 |
Jun12 |
111021 |
11613 |
11613 |
11327 |
11613 |
+286 |
|
|
|
Sep12 |
111021 |
11550 |
11550 |
11264 |
11550 |
+286 |
|
|
|
Total Volume and Open Interest |
177 |
13,202 |
+40 |
E-mini DJIA Index(CBOT) |
Dec11 |
111021 |
11462 |
11763 |
11457 |
11757 |
+285 |
147,709 |
76,980 |
+1,237 |
Mar12 |
111021 |
11390 |
11683 |
11390 |
11683 |
+286 |
3 |
107 |
+0 |
Jun12 |
111021 |
11613 |
11613 |
11613 |
11613 |
+286 |
0 |
2 |
+0 |
Sep12 |
111021 |
11550 |
11550 |
11550 |
11550 |
+286 |
0 |
10 |
+0 |
Total Volume and Open Interest |
147,712 |
77,099 |
+1,237 |
S & P 500(CME) |
Dec11 |
111021 |
1208.30 |
1235.50 |
1208.30 |
1235.20 |
+25.30 |
13,903 |
284,714 |
+194 |
Mar12 |
111021 |
1219.60 |
1229.10 |
1218.60 |
1229.10 |
+25.20 |
429 |
5,766 |
+399 |
Jun12 |
111021 |
1224.00 |
1224.00 |
1223.80 |
1224.00 |
+25.20 |
0 |
1,400 |
+0 |
Sep12 |
111021 |
1217.00 |
1218.00 |
1209.80 |
1218.00 |
+25.20 |
|
|
|
Total Volume and Open Interest |
14,332 |
291,980 |
+593 |
S & P 500 E-Mini(Globex) |
Dec11 |
111021 |
1208.75 |
1235.75 |
1208.00 |
1235.25 |
+25.25 |
2,898,123 |
2,976,324 |
-10,704 |
Mar12 |
111021 |
1202.50 |
1229.75 |
1202.50 |
1229.00 |
+25.00 |
1,425 |
9,916 |
+464 |
Total Volume and Open Interest |
2,899,550 |
2,986,435 |
-10,240 |
NASDAQ 100(CME) |
Dec11 |
111021 |
2298.30 |
2345.00 |
2297.00 |
2334.30 |
+33.30 |
2,417 |
21,297 |
+435 |
Mar12 |
111021 |
2330.30 |
2330.30 |
2328.00 |
2330.30 |
+33.30 |
4 |
0 |
+0 |
Jun12 |
111021 |
2327.30 |
2327.30 |
2325.00 |
2327.30 |
+33.30 |
|
|
|
Total Volume and Open Interest |
2,421 |
21,297 |
+435 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111021 |
2297.00 |
2345.50 |
2296.00 |
2334.30 |
+33.30 |
351,193 |
325,546 |
-2,188 |
Mar12 |
111021 |
2320.00 |
2338.00 |
2295.00 |
2330.30 |
+33.30 |
26 |
137 |
-2 |
Total Volume and Open Interest |
351,219 |
325,691 |
-2,190 |
S & P Midcap 400(CME) |
Dec11 |
111021 |
859.20 |
859.20 |
859.20 |
859.20 |
+20.90 |
362 |
4,715 |
+362 |
Mar12 |
111021 |
857.20 |
857.20 |
857.20 |
857.20 |
+20.90 |
|
|
|
Jun12 |
111021 |
855.20 |
855.20 |
855.20 |
855.20 |
+20.90 |
|
|
|
Total Volume and Open Interest |
362 |
4,715 |
+362 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111021 |
8700 |
8760 |
8670 |
8750 |
+50 |
7,305 |
26,149 |
+760 |
Mar12 |
111021 |
8750 |
8750 |
8700 |
8750 |
+50 |
0 |
13 |
+0 |
Total Volume and Open Interest |
7,305 |
26,162 |
+760 |
Nikkei 225(SGX) |
Dec11 |
111021 |
8675 |
8730 |
8640 |
8685 |
unch |
84,266 |
197,963 |
-962 |
Mar12 |
111021 |
8675 |
8675 |
8675 |
8675 |
unch |
78 |
5,310 |
+54 |
Jun12 |
111021 |
8600 |
8600 |
8600 |
8600 |
unch |
0 |
18 |
+0 |
Total Volume and Open Interest |
84,387 |
209,822 |
-907 |
CAC 40(EURONEXT) |
Oct11 |
111021 |
3116.0 |
3149.5 |
3092.5 |
3148.0 |
+63.0 |
192,625 |
223,734 |
-59,465 |
Nov11 |
111021 |
3122.0 |
3172.0 |
3087.5 |
3165.0 |
+85.5 |
84,723 |
224,276 |
+35,107 |
Dec11 |
111021 |
3113.0 |
3166.5 |
3086.0 |
3163.5 |
+86.0 |
1,789 |
47,837 |
+615 |
Total Volume and Open Interest |
279,138 |
495,854 |
-23,742 |
Hang Seng Index(HKFE) |
Oct11 |
111021 |
18044 |
18094 |
17913 |
17957 |
-112 |
93,320 |
85,235 |
-6,058 |
Nov11 |
111021 |
18033 |
18050 |
17875 |
17920 |
-101 |
1,777 |
6,143 |
+637 |
Dec11 |
111021 |
18013 |
18026 |
17880 |
17903 |
-105 |
357 |
10,234 |
+59 |
Total Volume and Open Interest |
95,478 |
102,808 |
-5,362 |
DAX(EUREX) |
Dec11 |
111021 |
5828.0 |
5995.0 |
5776.0 |
5974.5 |
+192.5 |
220,150 |
187,954 |
-1,030 |
Mar12 |
111021 |
5838.5 |
6013.0 |
5795.0 |
5988.5 |
+192.5 |
1,123 |
7,517 |
+433 |
Jun12 |
111021 |
5857.0 |
6025.0 |
5827.0 |
6007.5 |
+192.5 |
118 |
787 |
+54 |
Total Volume and Open Interest |
221,391 |
196,258 |
-543 |
FT-SE 100(EURONEXT) |
Dec11 |
111021 |
5387.50 |
5478.50 |
5365.00 |
5463.50 |
+109.50 |
136,908 |
641,846 |
-7,144 |
Mar12 |
111021 |
5352.00 |
5429.00 |
5352.00 |
5429.00 |
+109.00 |
103 |
1,211 |
+78 |
Jun12 |
111021 |
5361.00 |
5394.50 |
5358.00 |
5391.50 |
+108.00 |
20 |
463 |
-20 |
Total Volume and Open Interest |
137,031 |
643,520 |
-7,086 |
SPI 200(SFE) |
Dec11 |
111021 |
4140.0 |
4175.0 |
4118.0 |
4156.0 |
+8.0 |
34,490 |
192,570 |
-2,843 |
Mar12 |
111021 |
4145.0 |
4145.0 |
4115.0 |
4137.0 |
+9.0 |
15 |
2,636 |
+15 |
Jun12 |
111021 |
4147.0 |
4147.0 |
4147.0 |
4147.0 |
+9.0 |
0 |
1,177 |
+0 |
Total Volume and Open Interest |
34,597 |
201,376 |
-3,396 |
GSCI(CME) |
Nov11 |
111021 |
633.00 |
639.75 |
629.50 |
630.00 |
+4.50 |
195 |
7,714 |
-22 |
Dec11 |
111021 |
634.50 |
641.25 |
631.00 |
631.50 |
+4.50 |
0 |
17 |
+0 |
Jan12 |
111021 |
632.00 |
639.75 |
625.50 |
632.00 |
+6.00 |
|
|
|
Total Volume and Open Interest |
195 |
7,731 |
-22 |
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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