|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon October 24, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111024 |
1212.00 |
1239.75 |
1209.50 |
1226.75 |
+14.50 |
172,929 |
156,202 |
-3,957 |
Jan12 |
111024 |
1220.25 |
1248.00 |
1218.00 |
1235.25 |
+14.50 |
79,999 |
194,331 |
+12,395 |
Mar12 |
111024 |
1230.00 |
1255.25 |
1228.50 |
1244.75 |
+15.25 |
19,908 |
73,970 |
+1,011 |
May12 |
111024 |
1235.00 |
1263.50 |
1234.25 |
1251.75 |
+16.25 |
9,228 |
66,913 |
+460 |
Jul12 |
111024 |
1242.50 |
1271.00 |
1242.00 |
1259.75 |
+16.75 |
12,727 |
47,832 |
+1,943 |
Aug12 |
111024 |
1256.00 |
1256.00 |
1236.75 |
1254.00 |
+17.25 |
82 |
532 |
+14 |
Sep12 |
111024 |
1230.00 |
1240.25 |
1221.25 |
1240.25 |
+19.00 |
102 |
462 |
+29 |
Nov12 |
111024 |
1208.00 |
1237.50 |
1208.00 |
1229.75 |
+21.00 |
6,614 |
46,137 |
-467 |
Jan13 |
111024 |
1239.50 |
1239.50 |
1216.75 |
1238.25 |
+21.50 |
0 |
10,232 |
+0 |
Mar13 |
111024 |
1243.00 |
1243.50 |
1222.25 |
1243.25 |
+21.00 |
1 |
166 |
+0 |
May13 |
111024 |
1243.75 |
1243.75 |
1222.75 |
1243.75 |
+21.00 |
0 |
74 |
+0 |
Jul13 |
111024 |
1248.75 |
1248.75 |
1227.75 |
1248.75 |
+21.00 |
2 |
191 |
+0 |
Aug13 |
111024 |
1246.75 |
1246.75 |
1225.75 |
1246.75 |
+21.00 |
|
|
|
Sep13 |
111024 |
1230.75 |
1230.75 |
1209.75 |
1230.75 |
+21.00 |
|
|
|
Total Volume and Open Interest |
301,614 |
598,653 |
+11,426 |
Soybean Meal(CBOT) |
Dec11 |
111024 |
316.20 |
323.10 |
315.50 |
321.50 |
+5.00 |
38,472 |
90,041 |
-1,357 |
Jan12 |
111024 |
318.10 |
324.40 |
317.90 |
322.90 |
+4.50 |
8,953 |
21,358 |
-462 |
Mar12 |
111024 |
321.00 |
327.30 |
320.50 |
326.20 |
+4.90 |
6,324 |
21,820 |
-791 |
May12 |
111024 |
323.00 |
328.40 |
321.90 |
328.20 |
+5.70 |
4,011 |
18,264 |
+897 |
Jul12 |
111024 |
324.10 |
331.20 |
324.10 |
330.90 |
+6.00 |
2,545 |
15,929 |
+93 |
Aug12 |
111024 |
330.30 |
331.00 |
327.00 |
330.70 |
+6.00 |
124 |
2,939 |
-5 |
Sep12 |
111024 |
329.00 |
330.00 |
326.50 |
328.90 |
+6.00 |
277 |
3,475 |
+102 |
Oct12 |
111024 |
324.40 |
324.70 |
317.20 |
323.70 |
+6.50 |
119 |
2,300 |
+17 |
Dec12 |
111024 |
322.80 |
324.40 |
318.20 |
324.40 |
+6.20 |
757 |
9,912 |
+192 |
Jan13 |
111024 |
326.10 |
326.10 |
319.90 |
326.10 |
+6.20 |
2 |
841 |
+2 |
Total Volume and Open Interest |
61,658 |
188,290 |
-1,285 |
Soybean Oil(CBOT) |
Dec11 |
111024 |
51.20 |
52.35 |
51.06 |
51.79 |
+0.54 |
49,505 |
117,833 |
-1,548 |
Jan12 |
111024 |
51.38 |
52.56 |
51.38 |
52.06 |
+0.54 |
11,286 |
68,966 |
+1,314 |
Mar12 |
111024 |
51.72 |
52.96 |
51.71 |
52.40 |
+0.54 |
8,354 |
44,746 |
+467 |
May12 |
111024 |
52.03 |
53.10 |
52.02 |
52.69 |
+0.53 |
2,656 |
27,829 |
+793 |
Jul12 |
111024 |
52.31 |
53.31 |
52.31 |
52.89 |
+0.54 |
1,710 |
20,290 |
+134 |
Aug12 |
111024 |
52.99 |
53.22 |
52.73 |
52.94 |
+0.50 |
408 |
2,877 |
+135 |
Sep12 |
111024 |
52.93 |
53.20 |
52.80 |
52.93 |
+0.48 |
581 |
3,319 |
+256 |
Oct12 |
111024 |
52.93 |
52.97 |
52.25 |
52.70 |
+0.45 |
521 |
3,483 |
+298 |
Dec12 |
111024 |
52.81 |
52.87 |
52.04 |
52.61 |
+0.57 |
1,224 |
12,012 |
+81 |
Jan13 |
111024 |
52.61 |
52.61 |
52.04 |
52.61 |
+0.57 |
0 |
27 |
+0 |
Total Volume and Open Interest |
76,245 |
301,488 |
+1,930 |
Canola(WCE) |
Nov11 |
111024 |
522.2 |
527.8 |
522.0 |
522.6 |
+0.5 |
10,611 |
20,365 |
-9,914 |
Jan12 |
111024 |
529.0 |
536.7 |
529.0 |
530.6 |
-0.4 |
10,647 |
91,058 |
+1,804 |
Mar12 |
111024 |
539.9 |
545.2 |
538.4 |
538.9 |
-0.9 |
593 |
22,053 |
+120 |
May12 |
111024 |
552.3 |
553.2 |
545.0 |
545.8 |
-1.3 |
351 |
12,113 |
-67 |
Jul12 |
111024 |
554.1 |
558.9 |
551.1 |
551.1 |
-0.9 |
280 |
5,376 |
+132 |
Total Volume and Open Interest |
22,592 |
162,923 |
-7,837 |
Corn(CBOT) |
Dec11 |
111024 |
647.00 |
661.75 |
646.50 |
651.00 |
+1.75 |
190,051 |
556,607 |
-1,521 |
Mar12 |
111024 |
658.50 |
672.00 |
657.25 |
662.25 |
+2.25 |
54,754 |
280,951 |
+972 |
May12 |
111024 |
664.75 |
677.50 |
662.75 |
668.00 |
+2.50 |
16,583 |
85,772 |
-902 |
Jul12 |
111024 |
669.00 |
682.00 |
668.00 |
671.75 |
+1.75 |
27,059 |
114,235 |
-604 |
Sep12 |
111024 |
625.50 |
635.50 |
625.25 |
627.50 |
+2.25 |
3,604 |
31,292 |
-386 |
Dec12 |
111024 |
602.00 |
613.00 |
601.50 |
605.50 |
+2.25 |
13,947 |
120,850 |
+2,315 |
Mar13 |
111024 |
617.00 |
624.00 |
613.00 |
616.00 |
+2.00 |
1,221 |
29,705 |
-467 |
May13 |
111024 |
630.00 |
630.00 |
620.75 |
622.50 |
+1.75 |
54 |
1,166 |
-29 |
Jul13 |
111024 |
635.00 |
635.00 |
625.75 |
627.00 |
+1.25 |
107 |
1,508 |
+5 |
Sep13 |
111024 |
598.50 |
598.50 |
597.25 |
598.50 |
+1.25 |
8 |
311 |
+5 |
Total Volume and Open Interest |
307,511 |
1,236,035 |
-595 |
Wheat(CBOT) |
Dec11 |
111024 |
632.00 |
646.75 |
630.50 |
642.50 |
+10.50 |
60,373 |
201,801 |
-129 |
Mar12 |
111024 |
665.00 |
680.00 |
664.50 |
677.50 |
+11.75 |
17,782 |
94,139 |
+2,837 |
May12 |
111024 |
691.75 |
697.25 |
684.75 |
695.25 |
+10.50 |
3,037 |
29,791 |
+345 |
Jul12 |
111024 |
699.50 |
710.75 |
697.50 |
707.50 |
+10.00 |
7,431 |
64,200 |
+819 |
Sep12 |
111024 |
714.25 |
724.50 |
714.00 |
724.50 |
+10.50 |
419 |
4,291 |
+87 |
Dec12 |
111024 |
745.00 |
745.00 |
730.50 |
744.00 |
+13.50 |
813 |
31,734 |
-155 |
Total Volume and Open Interest |
89,933 |
429,834 |
+3,821 |
Wheat(KCBT) |
Dec11 |
111024 |
723.00 |
739.50 |
722.00 |
735.00 |
+12.00 |
13,277 |
59,710 |
-2,269 |
Mar12 |
111024 |
736.75 |
753.25 |
736.75 |
748.25 |
+11.50 |
6,588 |
47,955 |
-24 |
May12 |
111024 |
758.75 |
760.25 |
747.00 |
755.75 |
+11.75 |
744 |
8,360 |
-167 |
Jul12 |
111024 |
753.00 |
764.00 |
753.00 |
762.75 |
+11.75 |
3,630 |
32,142 |
+996 |
Sep12 |
111024 |
778.25 |
779.50 |
767.00 |
774.75 |
+11.75 |
61 |
2,722 |
+11 |
Dec12 |
111024 |
788.75 |
790.75 |
781.50 |
790.50 |
+13.00 |
93 |
3,490 |
-7 |
Total Volume and Open Interest |
24,410 |
154,662 |
-1,466 |
Wheat(MGE) |
Dec11 |
111024 |
923.00 |
932.00 |
914.75 |
917.25 |
-2.00 |
723 |
10,927 |
-383 |
Mar12 |
111024 |
855.00 |
874.75 |
851.75 |
854.25 |
-0.75 |
1,491 |
15,990 |
+351 |
May12 |
111024 |
846.00 |
847.25 |
832.25 |
833.50 |
-1.50 |
223 |
4,995 |
+75 |
Jul12 |
111024 |
835.75 |
836.50 |
822.00 |
823.75 |
-2.75 |
151 |
5,418 |
-5 |
Sep12 |
111024 |
816.75 |
820.00 |
800.00 |
801.75 |
+1.25 |
54 |
2,853 |
+6 |
Total Volume and Open Interest |
2,673 |
41,969 |
+30 |
Oats(CBOT) |
Dec11 |
111024 |
339.25 |
345.00 |
337.75 |
341.00 |
+4.00 |
766 |
11,542 |
-288 |
Mar12 |
111024 |
349.00 |
354.75 |
347.00 |
351.00 |
+4.00 |
349 |
4,147 |
+288 |
May12 |
111024 |
354.75 |
359.00 |
353.50 |
357.50 |
+4.00 |
1 |
237 |
+1 |
Jul12 |
111024 |
363.50 |
363.50 |
359.50 |
363.50 |
+4.00 |
0 |
19 |
+0 |
Total Volume and Open Interest |
1,128 |
16,066 |
+13 |
Rough Rice(CBOT) |
Nov11 |
111024 |
16.40 |
16.91 |
16.31 |
16.91 |
+0.50 |
667 |
6,542 |
-225 |
Jan12 |
111024 |
16.70 |
17.22 |
16.61 |
17.22 |
+0.50 |
616 |
8,050 |
+287 |
Mar12 |
111024 |
17.02 |
17.51 |
17.02 |
17.51 |
+0.50 |
142 |
3,129 |
+87 |
May12 |
111024 |
17.69 |
17.74 |
17.69 |
17.74 |
+0.50 |
5 |
307 |
+0 |
Total Volume and Open Interest |
1,438 |
18,382 |
+150 |
Live Cattle(CME) |
Oct11 |
111024 |
121.930 |
123.000 |
121.650 |
122.950 |
+1.020 |
1,579 |
5,272 |
-619 |
Dec11 |
111024 |
122.000 |
123.080 |
121.800 |
122.885 |
+0.735 |
20,734 |
152,193 |
-4,225 |
Feb12 |
111024 |
124.450 |
125.500 |
124.385 |
125.400 |
+0.600 |
8,434 |
77,629 |
+642 |
Apr12 |
111024 |
128.500 |
129.285 |
128.400 |
129.200 |
+0.300 |
5,099 |
64,357 |
+876 |
Jun12 |
111024 |
126.300 |
127.300 |
126.300 |
127.050 |
+0.400 |
3,366 |
28,404 |
+1,131 |
Aug12 |
111024 |
126.230 |
126.785 |
126.050 |
126.730 |
+0.250 |
554 |
5,607 |
+114 |
Total Volume and Open Interest |
39,999 |
337,027 |
-1,934 |
Feeder Cattle(CME) |
Oct11 |
111024 |
139.685 |
139.950 |
139.380 |
139.850 |
+0.450 |
653 |
2,635 |
-159 |
Nov11 |
111024 |
142.600 |
143.200 |
142.235 |
142.800 |
+0.065 |
1,756 |
10,236 |
-225 |
Jan12 |
111024 |
147.600 |
148.250 |
147.400 |
147.985 |
+0.385 |
2,311 |
14,375 |
+617 |
Mar12 |
111024 |
148.185 |
148.630 |
148.000 |
148.485 |
+0.300 |
721 |
4,886 |
+129 |
Apr12 |
111024 |
148.630 |
148.935 |
148.200 |
148.750 |
+0.450 |
174 |
1,156 |
+54 |
May12 |
111024 |
148.700 |
149.000 |
148.685 |
148.750 |
+0.100 |
151 |
1,262 |
+52 |
Aug12 |
111024 |
149.600 |
149.900 |
149.400 |
149.900 |
+0.165 |
121 |
1,486 |
+92 |
Total Volume and Open Interest |
5,891 |
36,137 |
+563 |
Lean Hogs(CME) |
Dec11 |
111024 |
89.500 |
89.800 |
88.450 |
88.830 |
-0.820 |
12,979 |
101,940 |
-267 |
Feb12 |
111024 |
91.980 |
92.680 |
91.700 |
92.180 |
+0.145 |
6,270 |
65,160 |
+906 |
Apr12 |
111024 |
94.730 |
95.300 |
94.385 |
94.800 |
+0.050 |
3,264 |
52,234 |
+531 |
May12 |
111024 |
99.300 |
99.700 |
99.100 |
99.500 |
-0.400 |
128 |
2,103 |
+52 |
Jun12 |
111024 |
100.330 |
101.000 |
100.285 |
100.750 |
+0.115 |
1,530 |
31,388 |
+197 |
Jul12 |
111024 |
98.850 |
99.300 |
98.600 |
99.150 |
-0.180 |
178 |
8,842 |
+26 |
Aug12 |
111024 |
97.050 |
97.550 |
96.850 |
97.535 |
-0.045 |
513 |
9,629 |
+47 |
Oct12 |
111024 |
85.400 |
85.900 |
85.400 |
85.900 |
unch |
182 |
4,660 |
+100 |
Total Volume and Open Interest |
25,067 |
277,838 |
+1,599 |
Class III Milk(CME) |
Oct11 |
111024 |
18.02 |
18.04 |
18.00 |
18.00 |
unch |
210 |
5,189 |
-46 |
Nov11 |
111024 |
17.66 |
17.94 |
17.66 |
17.87 |
+0.22 |
238 |
5,376 |
-10 |
Dec11 |
111024 |
17.00 |
17.29 |
17.00 |
17.25 |
+0.32 |
178 |
4,761 |
-13 |
Jan12 |
111024 |
16.55 |
16.69 |
16.55 |
16.66 |
+0.14 |
29 |
2,384 |
+12 |
Feb12 |
111024 |
16.20 |
16.30 |
16.20 |
16.26 |
+0.08 |
20 |
2,138 |
+11 |
Total Volume and Open Interest |
826 |
31,525 |
+25 |
Cocoa(ICE) |
Dec11 |
111024 |
2566 |
2632 |
2558 |
2627 |
+61 |
7,246 |
72,257 |
-260 |
Mar12 |
111024 |
2625 |
2673 |
2600 |
2670 |
+59 |
2,837 |
61,671 |
+148 |
May12 |
111024 |
2634 |
2686 |
2613 |
2684 |
+59 |
1,900 |
20,188 |
+601 |
Jul12 |
111024 |
2644 |
2701 |
2643 |
2701 |
+58 |
338 |
10,348 |
+143 |
Sep12 |
111024 |
2707 |
2715 |
2701 |
2715 |
+58 |
202 |
11,505 |
-82 |
Dec12 |
111024 |
2659 |
2728 |
2659 |
2728 |
+58 |
495 |
10,257 |
+201 |
Mar13 |
111024 |
2698 |
2748 |
2698 |
2748 |
+58 |
101 |
2,828 |
+14 |
Total Volume and Open Interest |
13,119 |
191,200 |
+765 |
Coffee "C"(ICE) |
Dec11 |
111024 |
245.45 |
251.50 |
243.10 |
250.80 |
+5.95 |
19,339 |
63,751 |
-325 |
Mar12 |
111024 |
247.50 |
254.35 |
245.95 |
253.60 |
+6.05 |
6,653 |
32,713 |
-246 |
May12 |
111024 |
248.50 |
255.35 |
247.80 |
254.80 |
+6.30 |
1,979 |
13,003 |
+108 |
Jul12 |
111024 |
250.00 |
255.45 |
248.00 |
255.10 |
+6.40 |
440 |
4,166 |
-60 |
Sep12 |
111024 |
248.20 |
254.55 |
247.00 |
254.30 |
+6.40 |
328 |
3,544 |
+198 |
Dec12 |
111024 |
247.40 |
253.80 |
246.55 |
253.80 |
+6.40 |
223 |
2,692 |
+69 |
Total Volume and Open Interest |
29,139 |
120,828 |
-183 |
Orange Juice(ICE) |
Nov11 |
111024 |
175.35 |
182.95 |
175.35 |
181.05 |
+5.25 |
1,041 |
3,437 |
-1,944 |
Jan12 |
111024 |
170.20 |
174.75 |
170.20 |
174.15 |
+3.95 |
1,564 |
15,541 |
+963 |
Mar12 |
111024 |
169.50 |
170.50 |
169.05 |
170.05 |
+2.35 |
62 |
4,289 |
-10 |
May12 |
111024 |
168.25 |
168.25 |
168.25 |
168.25 |
+1.80 |
0 |
1,552 |
+0 |
Jul12 |
111024 |
168.75 |
168.75 |
168.75 |
168.75 |
+1.85 |
0 |
319 |
+0 |
Sep12 |
111024 |
167.85 |
167.85 |
167.85 |
167.85 |
+1.80 |
0 |
53 |
+0 |
Total Volume and Open Interest |
2,667 |
25,204 |
-991 |
Sugar #11(ICE) |
Mar12 |
111024 |
26.77 |
27.30 |
26.48 |
27.10 |
+0.62 |
30,850 |
248,309 |
-2,156 |
May12 |
111024 |
25.88 |
26.41 |
25.69 |
26.24 |
+0.57 |
6,572 |
79,794 |
+9 |
Jul12 |
111024 |
24.90 |
25.47 |
24.82 |
25.30 |
+0.54 |
4,781 |
72,786 |
+406 |
Oct12 |
111024 |
24.28 |
24.99 |
24.28 |
24.80 |
+0.53 |
1,794 |
43,500 |
+146 |
Mar13 |
111024 |
24.41 |
24.95 |
24.37 |
24.78 |
+0.53 |
1,559 |
29,516 |
-73 |
Total Volume and Open Interest |
46,880 |
503,483 |
-1,336 |
London Cocoa(LCE) |
Dec11 |
111024 |
1657 |
1675 |
1645 |
1668 |
+14 |
3,580 |
77,992 |
-141 |
Mar12 |
111024 |
1682 |
1694 |
1670 |
1690 |
+14 |
3,199 |
56,668 |
-669 |
May12 |
111024 |
1690 |
1708 |
1685 |
1706 |
+15 |
1,020 |
16,099 |
+239 |
Jul12 |
111024 |
1712 |
1722 |
1701 |
1721 |
+14 |
383 |
18,517 |
+70 |
Sep12 |
111024 |
1719 |
1737 |
1715 |
1735 |
+14 |
188 |
12,550 |
+62 |
Dec12 |
111024 |
1732 |
1749 |
1732 |
1747 |
+13 |
66 |
10,572 |
+14 |
Mar13 |
111024 |
1753 |
1757 |
1753 |
1757 |
+13 |
4 |
2,366 |
+4 |
Total Volume and Open Interest |
8,440 |
195,271 |
-421 |
London Sugar(LCE) |
Dec11 |
111024 |
705.20 |
727.90 |
701.30 |
725.90 |
+19.50 |
4,225 |
18,476 |
+10 |
Mar12 |
111024 |
670.00 |
686.90 |
668.20 |
683.10 |
+13.40 |
3,562 |
15,989 |
+700 |
May12 |
111024 |
660.30 |
676.20 |
659.00 |
673.40 |
+14.00 |
224 |
6,722 |
+40 |
Aug12 |
111024 |
645.00 |
660.30 |
645.00 |
659.00 |
+14.40 |
198 |
4,062 |
+73 |
Oct12 |
111024 |
638.00 |
649.10 |
634.50 |
647.10 |
+14.60 |
117 |
2,537 |
+82 |
Total Volume and Open Interest |
8,328 |
49,522 |
+905 |
Cotton(ICE) |
Dec11 |
111024 |
97.10 |
98.39 |
96.96 |
97.94 |
+0.84 |
9,746 |
85,954 |
-110 |
Mar12 |
111024 |
95.80 |
96.57 |
95.50 |
96.38 |
+0.78 |
3,088 |
44,713 |
+838 |
May12 |
111024 |
95.09 |
95.91 |
95.05 |
95.88 |
+0.69 |
593 |
10,202 |
+159 |
Jul12 |
111024 |
94.73 |
95.41 |
94.70 |
95.41 |
+0.59 |
392 |
11,816 |
+47 |
Oct12 |
111024 |
94.51 |
94.51 |
94.51 |
94.51 |
+0.59 |
0 |
3 |
+0 |
Dec12 |
111024 |
92.00 |
92.66 |
92.00 |
92.66 |
+0.59 |
126 |
3,708 |
+28 |
Total Volume and Open Interest |
13,945 |
157,290 |
+984 |
Lumber(CME) |
Nov11 |
111024 |
222.1 |
226.0 |
220.5 |
223.5 |
+3.5 |
715 |
2,187 |
-292 |
Jan12 |
111024 |
234.9 |
240.0 |
232.3 |
235.2 |
+0.2 |
590 |
5,879 |
+258 |
Mar12 |
111024 |
252.3 |
256.8 |
251.0 |
253.0 |
+2.8 |
191 |
1,537 |
+76 |
May12 |
111024 |
265.1 |
268.2 |
265.1 |
265.5 |
+2.0 |
0 |
161 |
+0 |
Total Volume and Open Interest |
1,496 |
9,790 |
+42 |
Crude Oil(NYM) |
Dec11 |
111024 |
87.05 |
91.88 |
87.00 |
91.27 |
+3.87 |
296,555 |
351,899 |
-11,679 |
Jan12 |
111024 |
87.42 |
91.72 |
87.14 |
91.14 |
+3.67 |
65,752 |
172,682 |
-4,994 |
Feb12 |
111024 |
87.36 |
91.56 |
87.36 |
91.03 |
+3.46 |
28,177 |
74,984 |
+2,140 |
Mar12 |
111024 |
87.48 |
91.44 |
87.41 |
90.90 |
+3.21 |
21,700 |
69,855 |
+1,875 |
Apr12 |
111024 |
88.58 |
91.30 |
87.95 |
90.76 |
+2.99 |
9,930 |
33,669 |
-13 |
May12 |
111024 |
88.75 |
91.07 |
88.28 |
90.62 |
+2.78 |
8,954 |
27,859 |
-589 |
Jun12 |
111024 |
87.62 |
91.05 |
87.62 |
90.52 |
+2.61 |
23,882 |
73,818 |
-41 |
Jul12 |
111024 |
88.98 |
90.90 |
88.34 |
90.45 |
+2.45 |
5,028 |
36,669 |
-136 |
Aug12 |
111024 |
89.85 |
90.66 |
89.57 |
90.38 |
+2.31 |
3,033 |
20,425 |
+230 |
Sep12 |
111024 |
89.04 |
90.93 |
89.04 |
90.36 |
+2.19 |
3,595 |
19,661 |
-210 |
Oct12 |
111024 |
90.30 |
90.38 |
89.81 |
90.38 |
+2.09 |
2,065 |
23,547 |
+303 |
Nov12 |
111024 |
90.37 |
90.79 |
89.74 |
90.45 |
+2.00 |
1,827 |
25,493 |
+233 |
Dec12 |
111024 |
88.39 |
91.04 |
88.32 |
90.52 |
+1.90 |
20,220 |
163,597 |
+243 |
Jan13 |
111024 |
89.61 |
90.47 |
89.60 |
90.47 |
+1.81 |
728 |
24,988 |
+27 |
Feb13 |
111024 |
90.38 |
90.38 |
90.38 |
90.38 |
+1.72 |
323 |
9,919 |
+82 |
Mar13 |
111024 |
90.27 |
90.27 |
90.27 |
90.27 |
+1.62 |
257 |
8,855 |
-20 |
Total Volume and Open Interest |
499,932 |
1,386,477 |
-12,559 |
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 |
111024 |
87.100 |
91.900 |
87.025 |
91.275 |
+3.875 |
7,462 |
1,889 |
+6 |
Jan12 |
111024 |
87.100 |
91.675 |
87.100 |
91.150 |
+3.675 |
204 |
355 |
+5 |
Feb12 |
111024 |
87.750 |
91.350 |
87.750 |
91.025 |
+3.450 |
28 |
67 |
-1 |
Mar12 |
111024 |
90.900 |
90.900 |
90.900 |
90.900 |
+3.200 |
3 |
13 |
+0 |
Apr12 |
111024 |
90.750 |
90.750 |
90.750 |
90.750 |
+2.975 |
0 |
22 |
+0 |
May12 |
111024 |
90.625 |
90.625 |
90.625 |
90.625 |
+2.775 |
0 |
7 |
+0 |
Jun12 |
111024 |
89.000 |
90.525 |
89.000 |
90.525 |
+2.625 |
1 |
18 |
+0 |
Jul12 |
111024 |
90.450 |
90.450 |
90.450 |
90.450 |
+2.450 |
0 |
4 |
+0 |
Total Volume and Open Interest |
7,703 |
2,609 |
+13 |
Heating Oil(NYM) |
Nov11 |
111024 |
301.75 |
305.92 |
301.70 |
305.46 |
+3.71 |
28,307 |
42,734 |
-4,669 |
Dec11 |
111024 |
301.59 |
305.90 |
301.50 |
305.42 |
+3.83 |
50,906 |
79,600 |
+3,054 |
Jan12 |
111024 |
301.23 |
304.73 |
300.58 |
304.37 |
+4.16 |
22,436 |
49,175 |
-52 |
Feb12 |
111024 |
300.10 |
302.76 |
299.60 |
302.76 |
+4.45 |
9,520 |
22,204 |
+889 |
Mar12 |
111024 |
295.78 |
300.52 |
295.78 |
300.24 |
+4.64 |
5,655 |
22,722 |
+76 |
Apr12 |
111024 |
292.66 |
296.09 |
292.66 |
296.09 |
+4.71 |
2,180 |
10,956 |
-322 |
May12 |
111024 |
287.62 |
291.96 |
287.62 |
291.96 |
+4.75 |
1,204 |
8,310 |
+166 |
Jun12 |
111024 |
286.87 |
289.68 |
285.00 |
289.48 |
+4.78 |
3,970 |
32,651 |
+559 |
Jul12 |
111024 |
285.04 |
289.08 |
284.99 |
289.08 |
+4.76 |
243 |
7,321 |
+39 |
Aug12 |
111024 |
285.28 |
288.98 |
285.28 |
288.98 |
+4.71 |
288 |
4,005 |
-79 |
Sep12 |
111024 |
286.10 |
289.03 |
286.05 |
289.03 |
+4.69 |
76 |
4,349 |
-12 |
Oct12 |
111024 |
287.11 |
289.58 |
287.11 |
289.58 |
+4.64 |
33 |
1,450 |
+29 |
Total Volume and Open Interest |
125,086 |
300,983 |
-219 |
Gasoline(NYMEX) |
Nov11 |
111024 |
268.70 |
272.33 |
267.49 |
268.88 |
+0.42 |
28,448 |
38,742 |
-2,065 |
Dec11 |
111024 |
265.82 |
269.69 |
265.23 |
267.03 |
+1.21 |
46,613 |
83,494 |
+4,119 |
Jan12 |
111024 |
264.22 |
267.86 |
263.81 |
265.91 |
+1.72 |
19,154 |
39,125 |
+459 |
Feb12 |
111024 |
264.14 |
267.39 |
263.14 |
265.45 |
+1.88 |
9,867 |
17,553 |
+446 |
Mar12 |
111024 |
266.25 |
266.25 |
263.41 |
265.68 |
+1.94 |
5,254 |
21,046 |
-233 |
Apr12 |
111024 |
278.28 |
278.28 |
276.22 |
278.09 |
+2.41 |
3,422 |
16,968 |
-212 |
May12 |
111024 |
276.54 |
277.54 |
275.59 |
277.54 |
+2.51 |
1,733 |
10,275 |
+2 |
Jun12 |
111024 |
276.10 |
276.35 |
273.05 |
275.89 |
+2.66 |
2,313 |
20,581 |
+808 |
Jul12 |
111024 |
273.63 |
273.63 |
273.63 |
273.63 |
+2.72 |
243 |
5,147 |
+95 |
Aug12 |
111024 |
270.89 |
270.89 |
270.89 |
270.89 |
+2.81 |
213 |
5,083 |
-133 |
Total Volume and Open Interest |
117,272 |
279,954 |
+3,286 |
e-miNY RBOB Gasoline(NYM) |
Nov11 |
111024 |
268.90 |
268.90 |
268.88 |
268.90 |
+0.40 |
|
|
|
Dec11 |
111024 |
267.00 |
267.03 |
267.00 |
267.00 |
+1.20 |
|
|
|
Jan12 |
111024 |
265.90 |
265.91 |
265.90 |
265.90 |
+1.70 |
0 |
1 |
+0 |
Feb12 |
111024 |
265.50 |
265.50 |
265.45 |
265.50 |
+1.90 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Nov11 |
111024 |
3.635 |
3.678 |
3.591 |
3.604 |
-0.025 |
105,570 |
51,549 |
-10,739 |
Dec11 |
111024 |
3.838 |
3.865 |
3.776 |
3.794 |
-0.032 |
57,980 |
155,213 |
+6,025 |
Jan12 |
111024 |
3.959 |
3.990 |
3.905 |
3.920 |
-0.030 |
35,963 |
240,756 |
+1,155 |
Feb12 |
111024 |
3.962 |
4.001 |
3.918 |
3.935 |
-0.028 |
12,319 |
78,909 |
+2,528 |
Mar12 |
111024 |
3.935 |
3.964 |
3.884 |
3.901 |
-0.026 |
10,525 |
89,393 |
+1,616 |
Apr12 |
111024 |
3.921 |
3.947 |
3.870 |
3.890 |
-0.020 |
15,983 |
88,628 |
-1,463 |
May12 |
111024 |
3.939 |
3.973 |
3.908 |
3.923 |
-0.020 |
2,873 |
31,230 |
+472 |
Jun12 |
111024 |
3.972 |
4.012 |
3.950 |
3.963 |
-0.020 |
1,134 |
15,446 |
+83 |
Jul12 |
111024 |
4.062 |
4.062 |
3.987 |
4.008 |
-0.020 |
1,276 |
17,896 |
+387 |
Aug12 |
111024 |
4.044 |
4.083 |
4.028 |
4.033 |
-0.021 |
804 |
12,593 |
-36 |
Sep12 |
111024 |
4.045 |
4.061 |
4.029 |
4.034 |
-0.020 |
678 |
9,838 |
+30 |
Oct12 |
111024 |
4.092 |
4.122 |
4.049 |
4.070 |
-0.019 |
4,460 |
49,043 |
+343 |
Nov12 |
111024 |
4.238 |
4.269 |
4.200 |
4.218 |
-0.020 |
889 |
12,521 |
+230 |
Dec12 |
111024 |
4.475 |
4.509 |
4.459 |
4.476 |
-0.022 |
2,318 |
16,030 |
+29 |
Jan13 |
111024 |
4.655 |
4.657 |
4.615 |
4.621 |
-0.023 |
752 |
26,634 |
+139 |
Feb13 |
111024 |
4.606 |
4.607 |
4.605 |
4.605 |
-0.022 |
42 |
5,207 |
+8 |
Total Volume and Open Interest |
255,667 |
986,117 |
+230 |
Brent Crude Oil(ICE) |
Dec11 |
111024 |
109.92 |
111.60 |
109.32 |
111.45 |
+1.89 |
190,680 |
218,368 |
-1,001 |
Jan12 |
111024 |
108.65 |
110.32 |
108.21 |
110.17 |
+1.80 |
73,516 |
151,156 |
+3,026 |
Feb12 |
111024 |
107.78 |
109.42 |
107.47 |
109.24 |
+1.75 |
31,773 |
97,000 |
+867 |
Mar12 |
111024 |
106.99 |
108.55 |
106.67 |
108.40 |
+1.72 |
18,264 |
80,272 |
+203 |
Apr12 |
111024 |
106.77 |
107.92 |
106.18 |
107.77 |
+1.68 |
8,286 |
30,586 |
+104 |
May12 |
111024 |
106.31 |
107.41 |
105.74 |
107.27 |
+1.65 |
6,241 |
19,653 |
-301 |
Jun12 |
111024 |
105.84 |
106.93 |
105.08 |
106.81 |
+1.64 |
18,809 |
58,060 |
-527 |
Jul12 |
111024 |
105.62 |
106.40 |
105.13 |
106.40 |
+1.63 |
2,300 |
15,681 |
-538 |
Aug12 |
111024 |
105.23 |
105.97 |
104.84 |
105.97 |
+1.61 |
2,283 |
15,727 |
+117 |
Sep12 |
111024 |
105.50 |
105.50 |
105.50 |
105.50 |
+1.60 |
6,327 |
21,041 |
+2,213 |
Oct12 |
111024 |
105.04 |
105.04 |
105.04 |
105.04 |
+1.58 |
400 |
9,419 |
+74 |
Nov12 |
111024 |
104.60 |
104.60 |
104.60 |
104.60 |
+1.55 |
617 |
13,609 |
+41 |
Dec12 |
111024 |
103.33 |
104.22 |
102.63 |
104.14 |
+1.51 |
17,690 |
99,646 |
-2,205 |
Jan13 |
111024 |
103.78 |
103.78 |
103.78 |
103.78 |
+1.48 |
540 |
7,840 |
-15 |
Total Volume and Open Interest |
384,838 |
976,820 |
+1,485 |
Gas Oil(ICE) |
Nov11 |
111024 |
950.00 |
957.00 |
944.50 |
952.50 |
-3.00 |
63,463 |
105,130 |
+3,964 |
Dec11 |
111024 |
937.25 |
947.25 |
933.50 |
941.50 |
-2.25 |
91,230 |
118,343 |
+2,938 |
Jan12 |
111024 |
929.25 |
940.00 |
926.50 |
934.00 |
-1.75 |
40,043 |
52,374 |
-3,634 |
Feb12 |
111024 |
929.00 |
933.25 |
920.00 |
927.75 |
-1.25 |
19,202 |
45,880 |
+841 |
Mar12 |
111024 |
918.00 |
928.50 |
913.50 |
921.25 |
-1.00 |
14,077 |
28,404 |
-2,468 |
Apr12 |
111024 |
911.50 |
920.50 |
907.25 |
914.75 |
-1.00 |
6,340 |
19,386 |
-1,702 |
May12 |
111024 |
910.25 |
914.50 |
904.00 |
909.00 |
-0.75 |
3,213 |
20,123 |
+441 |
Jun12 |
111024 |
907.25 |
913.75 |
898.25 |
905.75 |
-0.75 |
7,325 |
42,895 |
+432 |
Jul12 |
111024 |
904.75 |
909.00 |
903.75 |
905.75 |
-0.75 |
1,752 |
14,921 |
+326 |
Aug12 |
111024 |
902.25 |
905.75 |
902.25 |
905.75 |
-1.00 |
1,109 |
10,779 |
+84 |
Total Volume and Open Interest |
254,756 |
547,722 |
+1,502 |
Ethanol(CBOT) |
Oct11 |
111005 |
2.517 |
2.520 |
2.496 |
2.520 |
+0.062 |
73 |
103 |
-30 |
Nov11 |
111024 |
2.704 |
2.704 |
2.660 |
2.674 |
+0.019 |
202 |
737 |
-15 |
Dec11 |
111024 |
2.587 |
2.595 |
2.581 |
2.591 |
+0.016 |
114 |
1,747 |
+19 |
Jan12 |
111024 |
2.467 |
2.467 |
2.445 |
2.455 |
+0.012 |
208 |
1,299 |
+32 |
Feb12 |
111024 |
2.400 |
2.400 |
2.386 |
2.393 |
+0.013 |
64 |
820 |
+24 |
Mar12 |
111024 |
2.405 |
2.412 |
2.395 |
2.407 |
+0.013 |
35 |
941 |
-7 |
Apr12 |
111024 |
2.412 |
2.419 |
2.403 |
2.419 |
+0.013 |
12 |
723 |
-8 |
May12 |
111024 |
2.436 |
2.440 |
2.436 |
2.437 |
+0.013 |
40 |
724 |
+37 |
Total Volume and Open Interest |
863 |
10,935 |
+133 |
WTI Crude Oil(ICE) |
Dec11 |
111024 |
87.25 |
91.87 |
87.12 |
91.27 |
+3.87 |
75,699 |
108,964 |
-2,801 |
Jan12 |
111024 |
87.64 |
91.72 |
87.56 |
91.14 |
+3.67 |
26,312 |
45,024 |
+1,194 |
Feb12 |
111024 |
87.74 |
91.52 |
87.68 |
91.03 |
+3.46 |
12,275 |
20,736 |
+36 |
Mar12 |
111024 |
87.79 |
91.36 |
87.79 |
90.90 |
+3.21 |
8,959 |
21,611 |
-993 |
Apr12 |
111024 |
87.86 |
91.27 |
87.86 |
90.76 |
+2.99 |
3,512 |
9,335 |
-69 |
May12 |
111024 |
88.95 |
91.10 |
88.00 |
90.62 |
+2.78 |
2,632 |
8,157 |
-226 |
Jun12 |
111024 |
88.00 |
91.10 |
88.00 |
90.52 |
+2.61 |
6,198 |
36,796 |
-595 |
Jul12 |
111024 |
88.96 |
90.98 |
88.27 |
90.45 |
+2.45 |
1,247 |
7,415 |
+0 |
Aug12 |
111024 |
89.00 |
90.90 |
88.62 |
90.38 |
+2.31 |
568 |
4,852 |
+43 |
Sep12 |
111024 |
90.36 |
90.36 |
90.36 |
90.36 |
+2.19 |
487 |
7,486 |
-37 |
Oct12 |
111024 |
90.38 |
90.38 |
90.38 |
90.38 |
+2.09 |
219 |
2,142 |
+71 |
Nov12 |
111024 |
90.45 |
90.45 |
90.45 |
90.45 |
+2.00 |
105 |
3,167 |
-1 |
Dec12 |
111024 |
88.93 |
91.01 |
88.71 |
90.52 |
+1.90 |
5,672 |
50,087 |
-765 |
Jan13 |
111024 |
90.47 |
90.47 |
90.47 |
90.47 |
+1.81 |
0 |
2,047 |
+0 |
Feb13 |
111024 |
90.38 |
90.38 |
90.38 |
90.38 |
+1.72 |
0 |
592 |
+0 |
Mar13 |
111024 |
90.27 |
90.27 |
90.27 |
90.27 |
+1.62 |
0 |
1,475 |
+0 |
Total Volume and Open Interest |
145,357 |
418,476 |
-4,059 |
US Dollar Index(ICE) |
Dec11 |
111024 |
76.600 |
76.775 |
76.195 |
76.262 |
-0.365 |
33,556 |
66,161 |
-404 |
Mar12 |
111024 |
77.100 |
77.100 |
76.707 |
76.707 |
-0.355 |
7 |
574 |
+2 |
Jun12 |
111024 |
77.168 |
77.168 |
77.168 |
77.168 |
-0.355 |
0 |
2 |
+0 |
Total Volume and Open Interest |
33,563 |
66,737 |
-402 |
Australian Dollar(CME) |
Dec11 |
111024 |
102.60 |
104.29 |
102.29 |
104.15 |
+1.50 |
139,542 |
121,723 |
+235 |
Mar12 |
111024 |
101.44 |
103.13 |
101.40 |
103.11 |
+1.48 |
39 |
260 |
+0 |
Jun12 |
111024 |
102.18 |
102.18 |
100.73 |
102.18 |
+1.45 |
0 |
19 |
+0 |
Total Volume and Open Interest |
139,581 |
122,135 |
+235 |
British Pound(CME) |
Dec11 |
111024 |
159.33 |
159.98 |
158.90 |
159.90 |
+0.61 |
102,204 |
167,701 |
-3,200 |
Mar12 |
111024 |
159.29 |
159.80 |
159.10 |
159.75 |
+0.60 |
24 |
129 |
-4 |
Jun12 |
111024 |
159.60 |
159.60 |
159.00 |
159.60 |
+0.60 |
0 |
3 |
+0 |
Total Volume and Open Interest |
102,229 |
167,838 |
-3,203 |
Canadian Dollar(CME) |
Dec11 |
111024 |
98.93 |
99.65 |
98.87 |
99.37 |
+0.44 |
75,389 |
111,709 |
-3,095 |
Mar12 |
111024 |
99.00 |
99.48 |
98.75 |
99.18 |
+0.43 |
536 |
3,447 |
-294 |
Jun12 |
111024 |
98.80 |
99.03 |
98.62 |
99.03 |
+0.41 |
129 |
797 |
-81 |
Sep12 |
111024 |
99.12 |
99.12 |
98.50 |
98.92 |
+0.42 |
0 |
622 |
+0 |
Total Volume and Open Interest |
76,055 |
116,690 |
-3,470 |
Japanese Yen(CME) |
Dec11 |
111024 |
131.26 |
131.70 |
130.83 |
131.58 |
+0.08 |
155,975 |
157,555 |
+9,221 |
Mar12 |
111024 |
131.28 |
131.93 |
131.28 |
131.83 |
+0.08 |
566 |
642 |
+181 |
Jun12 |
111024 |
132.08 |
132.08 |
132.00 |
132.08 |
+0.08 |
0 |
21 |
+0 |
Total Volume and Open Interest |
156,541 |
158,222 |
+9,402 |
Swiss Franc(CME) |
Dec11 |
111024 |
113.24 |
113.85 |
112.74 |
113.72 |
+0.56 |
27,914 |
27,013 |
+607 |
Mar12 |
111024 |
114.00 |
114.00 |
113.44 |
113.99 |
+0.55 |
17 |
627 |
+1 |
Jun12 |
111024 |
113.90 |
114.32 |
113.78 |
114.32 |
+0.54 |
0 |
5 |
+0 |
Total Volume and Open Interest |
27,931 |
27,649 |
+608 |
EuroFX(CME) |
Dec11 |
111024 |
138.61 |
139.49 |
138.15 |
139.40 |
+0.81 |
290,552 |
238,383 |
+3,538 |
Mar12 |
111024 |
138.24 |
139.41 |
138.19 |
139.37 |
+0.81 |
265 |
2,537 |
-23 |
Jun12 |
111024 |
139.36 |
139.36 |
138.56 |
139.36 |
+0.80 |
0 |
830 |
+0 |
Total Volume and Open Interest |
290,818 |
241,764 |
+3,516 |
Mexican Peso(CME) |
Nov11 |
111024 |
745.8 |
745.8 |
729.2 |
745.8 |
+16.5 |
|
|
|
Dec11 |
111024 |
728.0 |
745.0 |
727.0 |
743.8 |
+16.2 |
39,831 |
95,678 |
-2,364 |
Total Volume and Open Interest |
39,831 |
96,040 |
-2,364 |
Brazilian Real(CME) |
Nov11 |
111024 |
570.40 |
570.40 |
559.95 |
569.80 |
+8.95 |
1 |
1,685 |
+0 |
Dec11 |
111024 |
566.20 |
566.20 |
566.20 |
566.20 |
+9.25 |
181 |
4,939 |
+155 |
Jan12 |
111024 |
563.05 |
563.05 |
563.05 |
563.05 |
+9.25 |
0 |
10,149 |
+0 |
Feb12 |
111024 |
559.90 |
559.90 |
559.90 |
559.90 |
+9.25 |
|
|
|
Total Volume and Open Interest |
182 |
32,094 |
+155 |
30-Year T-Bonds(CBOT) |
Dec11 |
111024 |
138~160 |
139~030 |
137~290 |
138~030 |
-0~130 |
236,783 |
614,346 |
+7,016 |
Mar12 |
111024 |
137~210 |
138~130 |
137~170 |
137~170 |
-0~140 |
157 |
2,251 |
+1 |
Jun12 |
111024 |
136~270 |
137~090 |
136~270 |
136~270 |
-0~140 |
0 |
2 |
+0 |
Total Volume and Open Interest |
236,940 |
616,599 |
+7,017 |
10-Year T-Notes(CBOT) |
Dec11 |
111024 |
128~230 |
128~280 |
128~090 |
128~110 |
-0~100 |
833,448 |
1,484,255 |
+13,705 |
Mar12 |
111024 |
127~280 |
127~280 |
127~145 |
127~145 |
-0~100 |
388 |
12,686 |
+224 |
Jun12 |
111024 |
126~145 |
126~245 |
126~145 |
126~145 |
-0~100 |
|
|
|
Total Volume and Open Interest |
833,836 |
1,496,941 |
+13,929 |
5-Year T-Notes(CBOT) |
Dec11 |
111024 |
122~040 |
122~048 |
121~127 |
122~010 |
-0~019 |
479,037 |
1,232,014 |
+35,822 |
Mar12 |
111024 |
121~071 |
121~095 |
121~071 |
121~075 |
-0~020 |
196 |
187 |
+144 |
Jun12 |
111024 |
120~099 |
120~119 |
120~099 |
120~099 |
-0~020 |
|
|
|
Total Volume and Open Interest |
479,233 |
1,232,201 |
+35,966 |
2 Year T-Notes(CBOT) |
Dec11 |
111024 |
110~013 |
110~014 |
110~008 |
110~010 |
-0~002 |
157,723 |
720,655 |
+12,537 |
Mar12 |
111024 |
110~007 |
110~010 |
110~006 |
110~009 |
-0~001 |
57 |
323 |
+25 |
Jun12 |
111024 |
109~101 |
109~102 |
109~101 |
109~101 |
-0~001 |
|
|
|
Total Volume and Open Interest |
157,780 |
720,978 |
+12,562 |
Eurodollars(CME) |
Dec11 |
111024 |
99.460 |
99.475 |
99.460 |
99.470 |
+0.010 |
109,141 |
1,023,757 |
+6,519 |
Mar12 |
111024 |
99.375 |
99.395 |
99.375 |
99.385 |
+0.015 |
108,478 |
979,984 |
+3,438 |
Jun12 |
111024 |
99.355 |
99.370 |
99.345 |
99.360 |
+0.015 |
129,119 |
1,055,460 |
-15,090 |
Sep12 |
111024 |
99.335 |
99.355 |
99.330 |
99.345 |
+0.010 |
106,829 |
738,806 |
+981 |
Dec12 |
111024 |
99.325 |
99.340 |
99.310 |
99.330 |
+0.005 |
97,654 |
745,691 |
-6,563 |
Mar13 |
111024 |
99.310 |
99.320 |
99.285 |
99.310 |
unch |
81,179 |
761,522 |
+2,369 |
Jun13 |
111024 |
99.255 |
99.260 |
99.225 |
99.250 |
unch |
79,269 |
518,231 |
+6,714 |
Sep13 |
111024 |
99.155 |
99.160 |
99.120 |
99.150 |
unch |
72,430 |
446,816 |
+2,556 |
Dec13 |
111024 |
98.995 |
99.005 |
98.960 |
98.985 |
-0.005 |
77,078 |
425,648 |
+6,476 |
Mar14 |
111024 |
98.815 |
98.835 |
98.785 |
98.810 |
-0.010 |
60,854 |
308,152 |
+4,563 |
Jun14 |
111024 |
98.630 |
98.635 |
98.580 |
98.605 |
-0.010 |
51,959 |
259,587 |
+4,374 |
Sep14 |
111024 |
98.415 |
98.420 |
98.360 |
98.390 |
-0.015 |
38,508 |
169,036 |
+238 |
Dec14 |
111024 |
98.190 |
98.200 |
98.140 |
98.170 |
-0.015 |
27,995 |
135,949 |
-1,612 |
Mar15 |
111024 |
97.990 |
98.005 |
97.935 |
97.970 |
-0.020 |
20,316 |
108,669 |
-119 |
Jun15 |
111024 |
6.030 |
6.065 |
5.990 |
6.025 |
-0.025 |
29,156 |
93,892 |
+4,935 |
Sep15 |
111024 |
5.850 |
5.880 |
5.805 |
5.835 |
-0.030 |
19,150 |
74,807 |
+379 |
Dec15 |
111024 |
5.660 |
5.695 |
5.615 |
5.645 |
-0.035 |
19,318 |
52,847 |
-542 |
Mar16 |
111024 |
5.510 |
5.540 |
5.455 |
5.485 |
-0.040 |
14,762 |
46,394 |
-1,285 |
Total Volume and Open Interest |
1,185,835 |
8,168,216 |
+20,337 |
30 Day Federal Funds(CBOT) |
Oct11 |
111024 |
99.927 |
99.930 |
99.925 |
99.927 |
+0.002 |
487 |
64,103 |
-75 |
Nov11 |
111024 |
99.920 |
99.925 |
99.920 |
99.920 |
unch |
1,419 |
66,389 |
+656 |
Dec11 |
111024 |
99.920 |
99.925 |
99.920 |
99.920 |
unch |
777 |
62,532 |
+110 |
Jan12 |
111024 |
99.910 |
99.915 |
99.910 |
99.910 |
unch |
168 |
52,926 |
-13 |
Feb12 |
111024 |
99.900 |
99.905 |
99.895 |
99.900 |
+0.005 |
522 |
45,072 |
+205 |
Mar12 |
111024 |
99.890 |
99.895 |
99.890 |
99.890 |
unch |
316 |
30,904 |
-189 |
Total Volume and Open Interest |
15,058 |
637,894 |
+5,265 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111024 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
281 |
+0 |
Mar12 |
111024 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
300 |
+0 |
Jun12 |
111024 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Sep12 |
111024 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec12 |
111024 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar13 |
111024 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun13 |
111024 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111024 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Dec13 |
111024 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Mar14 |
111024 |
99.205 |
99.205 |
99.205 |
99.205 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111024 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,179 |
+0 |
Mar12 |
111024 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,378 |
+0 |
Jun12 |
111024 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,470 |
+0 |
Sep12 |
111024 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
610 |
+0 |
Dec12 |
111024 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
51 |
+0 |
Mar13 |
111024 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1 |
+0 |
Jun13 |
111024 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
Sep13 |
111024 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,691 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111024 |
142.40 |
142.41 |
142.20 |
142.26 |
-0.08 |
1,214 |
19,279 |
-11 |
Mar12 |
111024 |
141.67 |
141.67 |
141.67 |
141.67 |
-0.08 |
0 |
5 |
+0 |
Jun12 |
111024 |
139.58 |
139.58 |
139.58 |
139.58 |
-0.08 |
|
|
|
Total Volume and Open Interest |
1,214 |
19,284 |
-11 |
Euro-Bund(EUREX) |
Dec11 |
111024 |
134.44 |
135.53 |
134.42 |
134.77 |
+0.10 |
742,616 |
940,340 |
-25,741 |
Mar12 |
111024 |
134.79 |
135.80 |
134.79 |
135.08 |
+0.10 |
27 |
2,272 |
-7 |
Jun12 |
111024 |
135.07 |
135.07 |
135.07 |
135.07 |
+0.10 |
76 |
0 |
+0 |
Total Volume and Open Interest |
742,719 |
942,612 |
-25,748 |
Euro-Bobl(EUREX) |
Dec11 |
111024 |
121.36 |
121.91 |
121.31 |
121.56 |
+0.09 |
405,719 |
763,845 |
+11,040 |
Mar12 |
111024 |
122.13 |
122.13 |
121.83 |
121.83 |
+0.08 |
1,001 |
18,186 |
+998 |
Jun12 |
111024 |
121.71 |
121.71 |
121.71 |
121.71 |
+0.09 |
|
|
|
Total Volume and Open Interest |
406,720 |
782,031 |
+12,038 |
3-Mth Euribor(EUREX) |
Dec11 |
111024 |
98.600 |
98.600 |
98.600 |
98.600 |
+0.015 |
7 |
1,757 |
+0 |
Mar12 |
111024 |
98.760 |
98.760 |
98.760 |
98.760 |
+0.005 |
0 |
2,082 |
+0 |
Jun12 |
111024 |
98.830 |
98.840 |
98.805 |
98.805 |
unch |
0 |
958 |
+0 |
Total Volume and Open Interest |
27 |
8,079 |
+0 |
Long Gilt(LIFFE) |
Dec11 |
111024 |
127~20 |
128~00 |
127~10 |
127~16 |
-0~02 |
83,719 |
282,635 |
-4,416 |
Mar12 |
111024 |
111~14 |
111~15 |
111~05 |
111~05 |
-0~03 |
643 |
2,710 |
-74 |
Total Volume and Open Interest |
84,362 |
285,345 |
-4,490 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111024 |
98.91 |
98.92 |
98.90 |
98.90 |
-0.01 |
32,569 |
350,698 |
-1,620 |
Mar12 |
111024 |
98.91 |
98.93 |
98.89 |
98.91 |
-0.01 |
36,450 |
346,848 |
-747 |
Jun12 |
111024 |
98.92 |
98.93 |
98.87 |
98.91 |
-0.02 |
41,003 |
216,183 |
-3,477 |
Sep12 |
111024 |
98.90 |
98.92 |
98.86 |
98.90 |
-0.02 |
37,168 |
222,994 |
-6,945 |
Dec12 |
111024 |
98.86 |
98.88 |
98.82 |
98.86 |
-0.01 |
30,968 |
185,632 |
-1,879 |
Mar13 |
111024 |
98.79 |
98.84 |
98.77 |
98.81 |
-0.01 |
19,392 |
158,172 |
+1,350 |
Total Volume and Open Interest |
246,217 |
1,868,527 |
-14,510 |
3-Mth Euribor(LIFFE) |
Dec11 |
111024 |
98.575 |
98.625 |
98.575 |
98.600 |
+0.015 |
120,587 |
746,773 |
-3,216 |
Mar12 |
111024 |
98.760 |
98.795 |
98.730 |
98.760 |
+0.005 |
72,075 |
522,769 |
+2,053 |
Jun12 |
111024 |
98.790 |
98.850 |
98.775 |
98.805 |
unch |
66,516 |
370,825 |
-1,332 |
Total Volume and Open Interest |
536,321 |
3,372,739 |
-5,316 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111024 |
95.45 |
95.46 |
95.40 |
95.44 |
-0.01 |
19,369 |
220,260 |
+6,656 |
Mar12 |
111024 |
95.81 |
95.82 |
95.74 |
95.77 |
-0.04 |
12,482 |
188,483 |
-123 |
Jun12 |
111024 |
95.90 |
95.92 |
95.83 |
95.87 |
-0.04 |
7,699 |
114,670 |
-710 |
Sep12 |
111024 |
95.88 |
95.90 |
95.81 |
95.84 |
-0.05 |
3,540 |
77,428 |
-580 |
Dec12 |
111024 |
95.79 |
95.83 |
95.74 |
95.77 |
-0.06 |
2,214 |
47,013 |
+746 |
Mar13 |
111024 |
95.69 |
95.75 |
95.68 |
95.70 |
-0.06 |
415 |
44,958 |
+118 |
Jun13 |
111024 |
95.63 |
95.68 |
95.61 |
95.63 |
-0.06 |
2,313 |
32,800 |
+44 |
Sep13 |
111024 |
95.54 |
95.60 |
95.52 |
95.55 |
-0.05 |
143 |
14,700 |
+9 |
Dec13 |
111024 |
95.44 |
95.46 |
95.44 |
95.46 |
-0.03 |
13 |
3,363 |
+3 |
Mar14 |
111024 |
95.37 |
95.37 |
95.36 |
95.36 |
-0.02 |
3 |
426 |
+0 |
Total Volume and Open Interest |
48,191 |
744,167 |
+6,163 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111024 |
95.48 |
95.51 |
95.44 |
95.47 |
-0.01 |
32,630 |
348,285 |
+3,794 |
Mar12 |
111024 |
95.47 |
95.47 |
95.47 |
95.47 |
-0.01 |
|
|
|
Total Volume and Open Interest |
32,630 |
348,285 |
+3,794 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111024 |
96.14 |
96.15 |
96.07 |
96.09 |
-0.05 |
107,223 |
469,269 |
+10,149 |
Mar12 |
111024 |
96.09 |
96.09 |
96.09 |
96.09 |
-0.05 |
|
|
|
Total Volume and Open Interest |
107,223 |
469,269 |
+10,149 |
Gold(CMX) |
Oct11 |
111024 |
1646.2 |
1657.8 |
1646.2 |
1651.5 |
+16.4 |
32 |
645 |
-26 |
Dec11 |
111024 |
1643.0 |
1663.3 |
1636.6 |
1652.3 |
+16.2 |
127,052 |
259,314 |
-1,486 |
Feb12 |
111024 |
1643.2 |
1664.0 |
1639.0 |
1654.3 |
+16.3 |
1,396 |
53,029 |
+178 |
Apr12 |
111024 |
1649.0 |
1666.4 |
1643.1 |
1655.9 |
+16.3 |
148 |
15,421 |
+21 |
Jun12 |
111024 |
1650.0 |
1662.0 |
1642.7 |
1657.4 |
+16.2 |
239 |
18,731 |
+45 |
Aug12 |
111024 |
1664.1 |
1664.6 |
1658.1 |
1659.1 |
+16.3 |
28 |
7,561 |
+9 |
Oct12 |
111024 |
1654.5 |
1669.4 |
1654.5 |
1660.9 |
+16.3 |
76 |
5,954 |
+70 |
Dec12 |
111024 |
1654.9 |
1668.3 |
1654.9 |
1663.1 |
+16.3 |
61 |
14,988 |
+20 |
Feb13 |
111024 |
1665.3 |
1665.3 |
1665.3 |
1665.3 |
+16.3 |
4 |
3,393 |
+1 |
Apr13 |
111024 |
1668.9 |
1668.9 |
1667.7 |
1667.7 |
+16.3 |
0 |
281 |
+0 |
Jun13 |
111024 |
1670.8 |
1670.8 |
1670.8 |
1670.8 |
+16.4 |
1 |
11,029 |
+1 |
Aug13 |
111024 |
1673.8 |
1673.8 |
1673.8 |
1673.8 |
+16.5 |
0 |
45 |
+0 |
Total Volume and Open Interest |
129,453 |
435,655 |
-1,684 |
Silver(CMX) |
Dec11 |
111024 |
3139.0 |
3204.0 |
3123.0 |
3164.4 |
+45.1 |
32,805 |
60,070 |
-1,307 |
Mar12 |
111024 |
3147.5 |
3203.5 |
3136.0 |
3168.4 |
+45.3 |
1,515 |
13,071 |
+93 |
May12 |
111024 |
3170.0 |
3172.0 |
3170.0 |
3170.0 |
+45.3 |
202 |
2,971 |
-1 |
Jul12 |
111024 |
3168.0 |
3177.5 |
3156.5 |
3170.8 |
+45.2 |
166 |
2,711 |
+76 |
Sep12 |
111024 |
3198.0 |
3198.0 |
3170.8 |
3170.8 |
+45.2 |
13 |
1,340 |
+11 |
Dec12 |
111024 |
3153.0 |
3209.5 |
3153.0 |
3170.3 |
+45.1 |
90 |
11,404 |
+14 |
Mar13 |
111024 |
3164.1 |
3166.1 |
3164.1 |
3164.1 |
+45.3 |
0 |
752 |
+0 |
Total Volume and Open Interest |
34,948 |
105,320 |
-1,125 |
Platinum(NYMEX) |
Oct11 |
111024 |
1539.3 |
1539.3 |
1538.7 |
1538.7 |
+35.0 |
9 |
77 |
-1 |
Jan12 |
111024 |
1514.8 |
1549.9 |
1510.0 |
1542.0 |
+32.8 |
6,975 |
34,825 |
+403 |
Apr12 |
111024 |
1530.6 |
1551.0 |
1530.6 |
1545.5 |
+33.0 |
66 |
2,981 |
-15 |
Jul12 |
111024 |
1526.1 |
1549.1 |
1526.1 |
1549.1 |
+33.0 |
0 |
39 |
+0 |
Total Volume and Open Interest |
7,051 |
37,977 |
+387 |
Palladium(NYMEX) |
Dec11 |
111024 |
619.60 |
647.75 |
615.65 |
638.50 |
+20.25 |
3,337 |
18,394 |
-47 |
Mar12 |
111024 |
631.05 |
645.75 |
631.05 |
639.90 |
+20.50 |
31 |
564 |
+15 |
Jun12 |
111024 |
640.90 |
640.90 |
640.90 |
640.90 |
+20.50 |
1 |
6 |
+0 |
Total Volume and Open Interest |
3,369 |
18,965 |
-32 |
Copper(CMX) |
Dec11 |
111024 |
324.55 |
347.00 |
322.30 |
344.90 |
+22.60 |
52,719 |
78,673 |
-1,707 |
Mar12 |
111024 |
325.50 |
348.65 |
324.90 |
346.80 |
+22.55 |
4,501 |
33,143 |
+305 |
May12 |
111024 |
328.50 |
348.50 |
328.50 |
347.75 |
+22.50 |
542 |
8,610 |
-27 |
Jul12 |
111024 |
329.45 |
348.45 |
329.45 |
348.45 |
+22.40 |
35 |
2,672 |
+21 |
Sep12 |
111024 |
350.00 |
350.00 |
349.00 |
349.00 |
+22.30 |
8 |
1,161 |
+1 |
Total Volume and Open Interest |
58,625 |
132,500 |
-1,201 |
DJIA Index(CBOT) |
Dec11 |
111024 |
11719 |
11859 |
11709 |
11825 |
+68 |
188 |
13,195 |
+14 |
Mar12 |
111024 |
11752 |
11752 |
11683 |
11752 |
+69 |
200 |
200 |
+179 |
Jun12 |
111024 |
11682 |
11682 |
11613 |
11682 |
+69 |
200 |
200 |
+200 |
Sep12 |
111024 |
11619 |
11619 |
11550 |
11619 |
+69 |
|
|
|
Total Volume and Open Interest |
588 |
13,595 |
+393 |
E-mini DJIA Index(CBOT) |
Dec11 |
111024 |
11717 |
11882 |
11687 |
11825 |
+68 |
114,108 |
78,257 |
+1,277 |
Mar12 |
111024 |
11738 |
11770 |
11738 |
11752 |
+69 |
8 |
108 |
+1 |
Jun12 |
111024 |
11682 |
11682 |
11682 |
11682 |
+69 |
0 |
2 |
+0 |
Sep12 |
111024 |
11619 |
11619 |
11619 |
11619 |
+69 |
0 |
10 |
+0 |
Total Volume and Open Interest |
114,116 |
78,377 |
+1,278 |
S & P 500(CME) |
Dec11 |
111024 |
1230.30 |
1252.50 |
1227.20 |
1247.10 |
+11.90 |
19,714 |
288,434 |
+3,720 |
Mar12 |
111024 |
1237.20 |
1246.10 |
1237.20 |
1241.10 |
+12.00 |
332 |
6,060 |
+294 |
Jun12 |
111024 |
1236.00 |
1241.00 |
1236.00 |
1236.00 |
+12.00 |
0 |
1,396 |
-4 |
Sep12 |
111024 |
1232.00 |
1235.00 |
1229.00 |
1230.00 |
+12.00 |
3 |
3 |
+3 |
Total Volume and Open Interest |
20,049 |
295,993 |
+4,013 |
S & P 500 E-Mini(Globex) |
Dec11 |
111024 |
1229.75 |
1252.50 |
1226.75 |
1247.00 |
+11.75 |
2,115,010 |
2,992,779 |
+16,455 |
Mar12 |
111024 |
1221.00 |
1246.50 |
1221.00 |
1241.00 |
+12.00 |
994 |
10,005 |
+89 |
Total Volume and Open Interest |
2,116,004 |
3,002,960 |
+16,525 |
NASDAQ 100(CME) |
Dec11 |
111024 |
2324.00 |
2387.00 |
2322.30 |
2374.80 |
+40.50 |
808 |
21,325 |
+28 |
Mar12 |
111024 |
2370.00 |
2375.00 |
2370.00 |
2370.00 |
+39.70 |
|
|
|
Jun12 |
111024 |
2367.00 |
2371.00 |
2367.00 |
2367.00 |
+39.70 |
|
|
|
Total Volume and Open Interest |
808 |
21,325 |
+28 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111024 |
2326.80 |
2385.80 |
2320.30 |
2374.80 |
+40.50 |
259,719 |
320,273 |
-5,273 |
Mar12 |
111024 |
2337.30 |
2379.00 |
2327.80 |
2370.00 |
+39.70 |
65 |
151 |
+14 |
Total Volume and Open Interest |
259,784 |
320,432 |
-5,259 |
S & P Midcap 400(CME) |
Dec11 |
111024 |
880.10 |
883.50 |
880.10 |
880.10 |
+20.90 |
0 |
4,715 |
+0 |
Mar12 |
111024 |
878.10 |
879.20 |
878.10 |
878.10 |
+20.90 |
|
|
|
Jun12 |
111024 |
876.10 |
877.20 |
876.10 |
876.10 |
+20.90 |
|
|
|
Total Volume and Open Interest |
0 |
4,715 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111024 |
8745 |
8860 |
8745 |
8840 |
+90 |
4,792 |
26,491 |
+342 |
Mar12 |
111024 |
8860 |
8860 |
8750 |
8840 |
+90 |
0 |
13 |
+0 |
Total Volume and Open Interest |
4,792 |
26,504 |
+342 |
Nikkei 225(SGX) |
Dec11 |
111024 |
8660 |
8850 |
8660 |
8835 |
+150 |
86,651 |
200,400 |
+2,437 |
Mar12 |
111024 |
8780 |
8830 |
8780 |
8825 |
+150 |
0 |
5,310 |
+0 |
Jun12 |
111024 |
8750 |
8750 |
8750 |
8750 |
+150 |
0 |
18 |
+0 |
Total Volume and Open Interest |
86,677 |
212,257 |
+2,435 |
CAC 40(EURONEXT) |
Nov11 |
111024 |
3187.0 |
3222.5 |
3150.0 |
3216.5 |
+51.5 |
105,282 |
238,890 |
+14,614 |
Dec11 |
111024 |
3190.5 |
3219.0 |
3153.0 |
3214.5 |
+51.0 |
724 |
47,922 |
+85 |
Jan12 |
111024 |
3214.5 |
3214.5 |
3214.5 |
3214.5 |
|
|
|
|
Hang Seng Index(HKFE) |
Oct11 |
111024 |
18350 |
18866 |
18333 |
18851 |
+894 |
73,718 |
84,446 |
-789 |
Nov11 |
111024 |
18326 |
18820 |
18296 |
18808 |
+888 |
2,700 |
7,782 |
+1,639 |
Dec11 |
111024 |
18200 |
18802 |
18200 |
18785 |
+882 |
408 |
10,337 |
+103 |
Total Volume and Open Interest |
76,832 |
103,761 |
+953 |
DAX(EUREX) |
Dec11 |
111024 |
6038.0 |
6078.0 |
5944.0 |
6066.0 |
+91.5 |
170,305 |
185,748 |
-2,206 |
Mar12 |
111024 |
6050.0 |
6090.5 |
5965.0 |
6081.5 |
+93.0 |
376 |
7,518 |
+1 |
Jun12 |
111024 |
6081.0 |
6101.0 |
6016.5 |
6101.0 |
+93.5 |
90 |
804 |
+17 |
Total Volume and Open Interest |
170,771 |
194,070 |
-2,188 |
FT-SE 100(EURONEXT) |
Dec11 |
111024 |
5468.00 |
5536.00 |
5457.00 |
5525.00 |
+61.50 |
117,704 |
639,394 |
-2,452 |
Mar12 |
111024 |
5446.50 |
5500.00 |
5440.00 |
5490.50 |
+61.50 |
177 |
1,323 |
+112 |
Jun12 |
111024 |
5411.50 |
5454.50 |
5397.50 |
5454.50 |
+63.00 |
261 |
453 |
-10 |
Total Volume and Open Interest |
118,142 |
641,170 |
-2,350 |
SPI 200(SFE) |
Dec11 |
111024 |
4155.0 |
4268.0 |
4144.0 |
4249.0 |
+93.0 |
37,494 |
196,491 |
+3,921 |
Mar12 |
111024 |
4169.0 |
4230.0 |
4163.0 |
4230.0 |
+93.0 |
21 |
2,628 |
-8 |
Jun12 |
111024 |
4200.0 |
4241.0 |
4200.0 |
4241.0 |
+94.0 |
23 |
1,198 |
+21 |
Total Volume and Open Interest |
38,131 |
202,349 |
+973 |
GSCI(CME) |
Nov11 |
111024 |
636.50 |
647.60 |
635.30 |
647.60 |
+17.60 |
87 |
7,731 |
+17 |
Dec11 |
111024 |
638.00 |
648.50 |
637.75 |
648.50 |
+17.00 |
2 |
17 |
+0 |
Jan12 |
111024 |
647.50 |
647.50 |
647.50 |
647.50 |
+15.50 |
|
|
|
Total Volume and Open Interest |
89 |
7,748 |
+17 |
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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