|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue October 25, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111025 |
1226.00 |
1236.00 |
1217.50 |
1225.50 |
-1.25 |
99,778 |
99,274 |
-56,928 |
Jan12 |
111025 |
1234.25 |
1244.50 |
1222.50 |
1233.75 |
-1.50 |
64,303 |
204,064 |
+9,733 |
Mar12 |
111025 |
1244.75 |
1253.50 |
1235.25 |
1243.50 |
-1.25 |
22,800 |
77,794 |
+3,824 |
May12 |
111025 |
1251.75 |
1260.25 |
1243.00 |
1251.25 |
-0.50 |
7,783 |
67,762 |
+849 |
Jul12 |
111025 |
1259.25 |
1270.25 |
1251.50 |
1259.50 |
-0.25 |
6,800 |
48,208 |
+376 |
Aug12 |
111025 |
1250.75 |
1260.50 |
1250.75 |
1255.25 |
+1.25 |
20 |
532 |
+0 |
Sep12 |
111025 |
1238.00 |
1242.00 |
1238.00 |
1242.00 |
+1.75 |
7 |
464 |
+2 |
Nov12 |
111025 |
1226.50 |
1240.00 |
1224.50 |
1231.50 |
+1.75 |
4,303 |
46,419 |
+282 |
Jan13 |
111025 |
1234.50 |
1239.50 |
1234.00 |
1239.50 |
+1.25 |
2 |
10,232 |
+0 |
Mar13 |
111025 |
1245.00 |
1245.00 |
1243.25 |
1245.00 |
+1.75 |
8 |
162 |
-4 |
May13 |
111025 |
1249.00 |
1249.00 |
1243.00 |
1246.50 |
+2.75 |
0 |
74 |
+0 |
Jul13 |
111025 |
1251.50 |
1251.50 |
1248.75 |
1251.50 |
+2.75 |
0 |
191 |
+0 |
Aug13 |
111025 |
1248.50 |
1248.50 |
1246.75 |
1248.50 |
+1.75 |
|
|
|
Sep13 |
111025 |
1232.50 |
1232.50 |
1230.75 |
1232.50 |
+1.75 |
|
|
|
Total Volume and Open Interest |
205,808 |
556,784 |
-41,869 |
Soybean Meal(CBOT) |
Dec11 |
111025 |
320.60 |
323.90 |
317.60 |
322.20 |
+0.70 |
41,564 |
86,523 |
-3,518 |
Jan12 |
111025 |
322.20 |
325.30 |
319.40 |
323.60 |
+0.70 |
8,718 |
22,047 |
+689 |
Mar12 |
111025 |
326.00 |
328.70 |
322.70 |
327.00 |
+0.80 |
3,860 |
22,046 |
+226 |
May12 |
111025 |
327.70 |
330.90 |
325.00 |
329.40 |
+1.20 |
2,482 |
18,430 |
+166 |
Jul12 |
111025 |
330.40 |
333.70 |
328.00 |
332.40 |
+1.50 |
3,312 |
15,950 |
+21 |
Aug12 |
111025 |
329.00 |
333.90 |
329.00 |
332.30 |
+1.60 |
300 |
3,072 |
+133 |
Sep12 |
111025 |
328.00 |
332.80 |
328.00 |
330.60 |
+1.70 |
310 |
3,600 |
+125 |
Oct12 |
111025 |
324.00 |
325.60 |
323.50 |
325.60 |
+1.90 |
235 |
2,402 |
+102 |
Dec12 |
111025 |
325.40 |
327.30 |
322.30 |
326.30 |
+1.90 |
1,441 |
10,015 |
+103 |
Jan13 |
111025 |
328.00 |
328.00 |
326.10 |
328.00 |
+1.90 |
16 |
830 |
-11 |
Total Volume and Open Interest |
62,251 |
186,326 |
-1,964 |
Soybean Oil(CBOT) |
Dec11 |
111025 |
51.70 |
52.38 |
51.40 |
51.50 |
-0.29 |
50,808 |
116,768 |
-1,065 |
Jan12 |
111025 |
51.97 |
52.63 |
51.67 |
51.76 |
-0.30 |
13,247 |
69,548 |
+582 |
Mar12 |
111025 |
52.32 |
52.95 |
52.02 |
52.11 |
-0.29 |
6,448 |
44,413 |
-333 |
May12 |
111025 |
52.75 |
53.21 |
52.33 |
52.40 |
-0.29 |
3,619 |
28,313 |
+484 |
Jul12 |
111025 |
53.00 |
53.41 |
52.53 |
52.63 |
-0.26 |
2,646 |
20,658 |
+368 |
Aug12 |
111025 |
52.85 |
53.06 |
52.69 |
52.69 |
-0.25 |
402 |
2,828 |
-49 |
Sep12 |
111025 |
52.88 |
53.06 |
52.69 |
52.69 |
-0.24 |
310 |
3,190 |
-129 |
Oct12 |
111025 |
52.52 |
52.70 |
52.49 |
52.49 |
-0.21 |
185 |
3,425 |
-58 |
Dec12 |
111025 |
52.79 |
53.16 |
52.26 |
52.40 |
-0.21 |
1,491 |
12,043 |
+31 |
Jan13 |
111025 |
52.40 |
52.61 |
52.40 |
52.40 |
-0.21 |
0 |
27 |
+0 |
Total Volume and Open Interest |
79,156 |
301,319 |
-169 |
Canola(WCE) |
Nov11 |
111025 |
523.0 |
534.0 |
522.5 |
529.6 |
+7.0 |
9,612 |
13,141 |
-7,224 |
Jan12 |
111025 |
530.0 |
538.7 |
530.0 |
534.0 |
+3.4 |
14,891 |
96,636 |
+5,578 |
Mar12 |
111025 |
539.3 |
547.0 |
539.0 |
541.9 |
+3.0 |
1,229 |
21,996 |
-57 |
May12 |
111025 |
549.1 |
553.0 |
547.5 |
548.7 |
+2.9 |
512 |
12,354 |
+241 |
Jul12 |
111025 |
552.0 |
557.9 |
551.0 |
553.8 |
+2.7 |
190 |
5,431 |
+55 |
Total Volume and Open Interest |
26,578 |
161,640 |
-1,283 |
Corn(CBOT) |
Dec11 |
111025 |
650.00 |
658.50 |
647.00 |
650.75 |
-0.25 |
129,057 |
542,151 |
-14,456 |
Mar12 |
111025 |
661.00 |
669.75 |
658.75 |
662.25 |
unch |
33,010 |
283,791 |
+2,840 |
May12 |
111025 |
667.50 |
675.25 |
664.50 |
667.75 |
-0.25 |
12,440 |
87,137 |
+1,365 |
Jul12 |
111025 |
670.00 |
679.25 |
668.25 |
671.25 |
-0.50 |
10,178 |
115,163 |
+928 |
Sep12 |
111025 |
626.75 |
634.00 |
625.50 |
629.75 |
+2.25 |
1,706 |
31,242 |
-50 |
Dec12 |
111025 |
604.75 |
613.00 |
602.50 |
608.50 |
+3.00 |
8,369 |
123,353 |
+2,503 |
Mar13 |
111025 |
618.50 |
623.00 |
614.00 |
619.00 |
+3.00 |
118 |
29,729 |
+24 |
May13 |
111025 |
624.00 |
625.50 |
622.50 |
625.50 |
+3.00 |
67 |
1,185 |
+19 |
Jul13 |
111025 |
634.00 |
634.00 |
627.00 |
630.00 |
+3.00 |
37 |
1,510 |
+2 |
Sep13 |
111025 |
602.00 |
602.00 |
598.50 |
601.50 |
+3.00 |
0 |
311 |
+0 |
Total Volume and Open Interest |
195,033 |
1,229,239 |
-6,796 |
Wheat(CBOT) |
Dec11 |
111025 |
640.50 |
647.00 |
634.00 |
636.25 |
-6.25 |
35,762 |
197,952 |
-3,849 |
Mar12 |
111025 |
676.75 |
681.75 |
669.75 |
672.75 |
-4.75 |
12,025 |
95,809 |
+1,670 |
May12 |
111025 |
695.00 |
699.25 |
689.50 |
695.00 |
-0.25 |
2,913 |
30,751 |
+960 |
Jul12 |
111025 |
707.00 |
711.25 |
698.50 |
708.25 |
+0.75 |
4,252 |
64,774 |
+574 |
Sep12 |
111025 |
724.00 |
730.00 |
718.75 |
730.00 |
+5.50 |
225 |
4,224 |
-67 |
Dec12 |
111025 |
744.00 |
751.25 |
735.75 |
748.25 |
+4.25 |
1,034 |
31,585 |
-149 |
Total Volume and Open Interest |
56,292 |
428,994 |
-840 |
Wheat(KCBT) |
Dec11 |
111025 |
732.25 |
743.00 |
728.50 |
733.50 |
-1.50 |
7,025 |
59,562 |
-148 |
Mar12 |
111025 |
745.00 |
756.50 |
741.75 |
747.50 |
-0.75 |
4,139 |
48,982 |
+1,027 |
May12 |
111025 |
756.75 |
763.50 |
749.25 |
755.75 |
unch |
367 |
8,412 |
+52 |
Jul12 |
111025 |
762.75 |
771.00 |
757.00 |
763.50 |
+0.75 |
1,203 |
32,390 |
+248 |
Sep12 |
111025 |
775.75 |
781.00 |
770.00 |
775.50 |
+0.75 |
62 |
2,728 |
+6 |
Dec12 |
111025 |
786.00 |
798.00 |
785.25 |
792.00 |
+1.50 |
80 |
3,525 |
+35 |
Total Volume and Open Interest |
12,915 |
155,884 |
+1,222 |
Wheat(MGE) |
Dec11 |
111025 |
919.00 |
931.25 |
914.75 |
916.50 |
-0.75 |
835 |
10,557 |
-370 |
Mar12 |
111025 |
854.00 |
866.50 |
853.00 |
855.00 |
+0.75 |
1,394 |
16,337 |
+347 |
May12 |
111025 |
833.50 |
845.00 |
832.75 |
836.00 |
+2.50 |
230 |
5,108 |
+113 |
Jul12 |
111025 |
823.75 |
835.25 |
821.00 |
825.50 |
+1.75 |
275 |
5,546 |
+128 |
Sep12 |
111025 |
802.00 |
810.75 |
799.75 |
802.75 |
+1.00 |
125 |
2,870 |
+17 |
Total Volume and Open Interest |
2,976 |
42,231 |
+262 |
Oats(CBOT) |
Dec11 |
111025 |
342.00 |
344.00 |
336.50 |
336.50 |
-4.50 |
786 |
11,482 |
-60 |
Mar12 |
111025 |
354.00 |
354.00 |
347.00 |
347.00 |
-4.00 |
330 |
4,423 |
+276 |
May12 |
111025 |
360.25 |
360.25 |
353.50 |
353.50 |
-4.00 |
9 |
234 |
-3 |
Jul12 |
111025 |
359.50 |
363.50 |
359.50 |
359.50 |
-4.00 |
1 |
20 |
+1 |
Total Volume and Open Interest |
1,126 |
16,280 |
+214 |
Rough Rice(CBOT) |
Nov11 |
111025 |
17.00 |
17.26 |
16.81 |
17.10 |
+0.19 |
1,283 |
5,577 |
-965 |
Jan12 |
111025 |
17.31 |
17.56 |
17.09 |
17.39 |
+0.17 |
1,502 |
8,590 |
+540 |
Mar12 |
111025 |
17.55 |
17.76 |
17.40 |
17.68 |
+0.17 |
306 |
3,288 |
+159 |
May12 |
111025 |
17.91 |
17.98 |
17.75 |
17.93 |
+0.19 |
9 |
309 |
+2 |
Total Volume and Open Interest |
3,177 |
18,164 |
-218 |
Live Cattle(CME) |
Oct11 |
111025 |
122.800 |
123.000 |
121.900 |
122.100 |
-0.850 |
1,584 |
4,589 |
-683 |
Dec11 |
111025 |
122.930 |
123.385 |
121.650 |
121.980 |
-0.905 |
14,685 |
151,873 |
-320 |
Feb12 |
111025 |
125.285 |
125.550 |
124.180 |
124.730 |
-0.670 |
5,843 |
78,674 |
+1,045 |
Apr12 |
111025 |
128.850 |
129.200 |
127.580 |
128.050 |
-1.150 |
2,880 |
64,182 |
-175 |
Jun12 |
111025 |
126.800 |
127.080 |
125.635 |
126.180 |
-0.870 |
1,653 |
28,681 |
+277 |
Aug12 |
111025 |
126.700 |
126.700 |
125.430 |
126.050 |
-0.680 |
412 |
5,736 |
+129 |
Total Volume and Open Interest |
27,392 |
337,487 |
+460 |
Feeder Cattle(CME) |
Oct11 |
111025 |
139.950 |
140.235 |
139.535 |
139.650 |
-0.200 |
320 |
2,505 |
-130 |
Nov11 |
111025 |
142.735 |
142.985 |
141.735 |
141.800 |
-1.000 |
1,231 |
9,829 |
-407 |
Jan12 |
111025 |
148.075 |
148.150 |
146.485 |
146.750 |
-1.235 |
1,530 |
14,798 |
+423 |
Mar12 |
111025 |
148.685 |
148.685 |
146.985 |
147.185 |
-1.300 |
238 |
4,946 |
+60 |
Apr12 |
111025 |
148.985 |
149.050 |
147.450 |
148.000 |
-0.750 |
30 |
1,159 |
+3 |
May12 |
111025 |
148.185 |
148.435 |
147.600 |
148.050 |
-0.700 |
60 |
1,303 |
+41 |
Aug12 |
111025 |
149.850 |
149.850 |
148.650 |
149.100 |
-0.800 |
109 |
1,566 |
+80 |
Total Volume and Open Interest |
3,524 |
36,212 |
+75 |
Lean Hogs(CME) |
Dec11 |
111025 |
88.830 |
89.050 |
87.230 |
87.850 |
-0.980 |
14,316 |
101,669 |
-271 |
Feb12 |
111025 |
92.000 |
92.100 |
90.500 |
91.150 |
-1.030 |
8,392 |
65,530 |
+370 |
Apr12 |
111025 |
94.580 |
94.785 |
93.100 |
93.600 |
-1.200 |
3,195 |
52,245 |
+11 |
May12 |
111025 |
98.950 |
99.100 |
98.480 |
99.100 |
-0.400 |
33 |
2,106 |
+3 |
Jun12 |
111025 |
100.400 |
100.800 |
99.500 |
100.180 |
-0.570 |
1,290 |
31,709 |
+321 |
Jul12 |
111025 |
99.080 |
99.385 |
98.480 |
98.750 |
-0.400 |
171 |
8,919 |
+77 |
Aug12 |
111025 |
97.400 |
97.400 |
96.035 |
96.800 |
-0.735 |
185 |
9,694 |
+65 |
Oct12 |
111025 |
85.500 |
85.650 |
84.850 |
85.650 |
-0.250 |
24 |
4,671 |
+11 |
Total Volume and Open Interest |
27,645 |
278,434 |
+596 |
Class III Milk(CME) |
Oct11 |
111025 |
18.02 |
18.04 |
18.00 |
18.00 |
unch |
45 |
5,181 |
-8 |
Nov11 |
111025 |
17.88 |
17.94 |
17.54 |
17.60 |
-0.27 |
231 |
5,424 |
+48 |
Dec11 |
111025 |
17.25 |
17.31 |
16.99 |
17.08 |
-0.17 |
172 |
4,799 |
+38 |
Jan12 |
111025 |
16.67 |
16.72 |
16.47 |
16.59 |
-0.07 |
95 |
2,415 |
+31 |
Feb12 |
111025 |
16.30 |
16.30 |
16.15 |
16.19 |
-0.07 |
65 |
2,165 |
+27 |
Total Volume and Open Interest |
696 |
31,690 |
+165 |
Cocoa(ICE) |
Dec11 |
111025 |
2632 |
2674 |
2613 |
2636 |
+9 |
12,277 |
72,200 |
-57 |
Mar12 |
111025 |
2675 |
2717 |
2660 |
2683 |
+13 |
4,598 |
62,940 |
+1,269 |
May12 |
111025 |
2690 |
2726 |
2679 |
2696 |
+12 |
2,509 |
21,123 |
+935 |
Jul12 |
111025 |
2722 |
2724 |
2705 |
2711 |
+10 |
540 |
10,736 |
+388 |
Sep12 |
111025 |
2735 |
2736 |
2715 |
2723 |
+8 |
119 |
11,562 |
+57 |
Dec12 |
111025 |
2751 |
2751 |
2735 |
2736 |
+8 |
58 |
10,308 |
+51 |
Mar13 |
111025 |
2760 |
2768 |
2754 |
2754 |
+6 |
5 |
2,830 |
+2 |
Total Volume and Open Interest |
20,106 |
193,845 |
+2,645 |
Coffee "C"(ICE) |
Dec11 |
111025 |
251.25 |
252.50 |
235.60 |
236.55 |
-14.25 |
11,956 |
62,714 |
-1,037 |
Mar12 |
111025 |
254.30 |
255.00 |
239.00 |
239.90 |
-13.70 |
4,889 |
33,078 |
+365 |
May12 |
111025 |
255.20 |
256.15 |
240.75 |
241.45 |
-13.35 |
1,456 |
13,346 |
+343 |
Jul12 |
111025 |
256.20 |
256.20 |
241.85 |
242.15 |
-12.95 |
413 |
4,287 |
+121 |
Sep12 |
111025 |
255.00 |
255.00 |
241.35 |
241.55 |
-12.75 |
134 |
3,622 |
+78 |
Dec12 |
111025 |
253.40 |
253.40 |
240.70 |
240.95 |
-12.85 |
220 |
2,828 |
+136 |
Total Volume and Open Interest |
19,132 |
120,879 |
+51 |
Orange Juice(ICE) |
Nov11 |
111025 |
181.00 |
185.95 |
181.00 |
182.55 |
+1.50 |
1,045 |
2,532 |
-905 |
Jan12 |
111025 |
174.20 |
175.60 |
173.65 |
174.95 |
+0.80 |
1,862 |
16,663 |
+1,122 |
Mar12 |
111025 |
170.50 |
171.50 |
169.90 |
171.15 |
+1.10 |
103 |
4,316 |
+27 |
May12 |
111025 |
169.00 |
169.00 |
168.90 |
168.90 |
+0.65 |
6 |
1,554 |
+2 |
Jul12 |
111025 |
169.60 |
169.60 |
169.60 |
169.60 |
+0.85 |
0 |
319 |
+0 |
Sep12 |
111025 |
168.20 |
168.20 |
168.20 |
168.20 |
+0.35 |
0 |
53 |
+0 |
Total Volume and Open Interest |
3,016 |
25,450 |
+246 |
Sugar #11(ICE) |
Mar12 |
111025 |
27.24 |
27.70 |
26.86 |
26.94 |
-0.16 |
28,535 |
250,671 |
+2,362 |
May12 |
111025 |
26.24 |
26.79 |
26.01 |
26.10 |
-0.14 |
6,611 |
80,069 |
+275 |
Jul12 |
111025 |
25.30 |
25.84 |
25.08 |
25.19 |
-0.11 |
6,360 |
72,819 |
+33 |
Oct12 |
111025 |
24.80 |
25.34 |
24.65 |
24.75 |
-0.05 |
995 |
43,756 |
+256 |
Mar13 |
111025 |
24.96 |
25.30 |
24.63 |
24.74 |
-0.04 |
880 |
30,077 |
+561 |
Total Volume and Open Interest |
43,875 |
507,046 |
+3,563 |
London Cocoa(LCE) |
Dec11 |
111025 |
1675 |
1689 |
1664 |
1674 |
+6 |
5,589 |
77,955 |
-37 |
Mar12 |
111025 |
1696 |
1712 |
1688 |
1700 |
+10 |
2,097 |
56,778 |
+110 |
May12 |
111025 |
1709 |
1726 |
1705 |
1715 |
+9 |
1,158 |
15,909 |
-190 |
Jul12 |
111025 |
1727 |
1742 |
1725 |
1730 |
+9 |
875 |
18,524 |
+7 |
Sep12 |
111025 |
1741 |
1754 |
1734 |
1745 |
+10 |
599 |
13,078 |
+528 |
Dec12 |
111025 |
1764 |
1764 |
1750 |
1758 |
+11 |
47 |
10,605 |
+33 |
Mar13 |
111025 |
1768 |
1768 |
1768 |
1768 |
+11 |
6 |
2,366 |
+0 |
Total Volume and Open Interest |
10,371 |
195,722 |
+451 |
London Sugar(LCE) |
Dec11 |
111025 |
725.40 |
734.90 |
718.50 |
728.50 |
+2.60 |
3,478 |
19,675 |
+1,199 |
Mar12 |
111025 |
682.90 |
692.90 |
678.10 |
685.70 |
+2.60 |
2,599 |
16,447 |
+458 |
May12 |
111025 |
678.00 |
682.20 |
667.40 |
675.60 |
+2.20 |
308 |
6,764 |
+42 |
Aug12 |
111025 |
666.20 |
667.00 |
651.60 |
659.70 |
+0.70 |
105 |
4,107 |
+45 |
Oct12 |
111025 |
645.30 |
648.40 |
644.80 |
648.40 |
+1.30 |
13 |
2,527 |
-10 |
Total Volume and Open Interest |
6,511 |
51,256 |
+1,734 |
Cotton(ICE) |
Dec11 |
111025 |
98.19 |
100.63 |
97.57 |
99.68 |
+1.74 |
7,958 |
85,871 |
-83 |
Mar12 |
111025 |
96.34 |
98.95 |
96.05 |
98.31 |
+1.93 |
3,293 |
45,908 |
+1,195 |
May12 |
111025 |
96.03 |
98.43 |
95.72 |
97.88 |
+2.00 |
547 |
10,384 |
+182 |
Jul12 |
111025 |
95.45 |
98.05 |
95.45 |
97.51 |
+2.10 |
258 |
11,835 |
+19 |
Oct12 |
111025 |
96.41 |
96.41 |
96.41 |
96.41 |
+1.90 |
0 |
3 |
+0 |
Dec12 |
111025 |
92.60 |
95.00 |
92.60 |
94.56 |
+1.90 |
29 |
3,727 |
+19 |
Total Volume and Open Interest |
12,110 |
158,624 |
+1,334 |
Lumber(CME) |
Nov11 |
111025 |
224.0 |
226.0 |
219.0 |
220.7 |
-2.8 |
284 |
2,054 |
-133 |
Jan12 |
111025 |
235.5 |
238.0 |
230.0 |
230.2 |
-5.0 |
379 |
6,013 |
+134 |
Mar12 |
111025 |
253.3 |
255.9 |
250.0 |
250.0 |
-3.0 |
55 |
1,562 |
+25 |
May12 |
111025 |
265.0 |
266.0 |
265.0 |
265.0 |
-0.5 |
1 |
161 |
+0 |
Total Volume and Open Interest |
721 |
9,817 |
+27 |
Crude Oil(NYM) |
Dec11 |
111025 |
91.69 |
94.65 |
91.10 |
93.17 |
+1.90 |
484,139 |
358,527 |
+6,628 |
Jan12 |
111025 |
91.36 |
94.22 |
90.98 |
92.93 |
+1.79 |
212,655 |
170,083 |
-2,599 |
Feb12 |
111025 |
91.22 |
93.82 |
90.79 |
92.67 |
+1.64 |
91,304 |
67,763 |
-7,221 |
Mar12 |
111025 |
91.05 |
93.42 |
90.63 |
92.41 |
+1.51 |
73,875 |
66,466 |
-3,389 |
Apr12 |
111025 |
90.61 |
93.00 |
90.61 |
92.14 |
+1.38 |
32,366 |
34,001 |
+332 |
May12 |
111025 |
90.79 |
92.75 |
90.79 |
91.87 |
+1.25 |
24,662 |
28,237 |
+378 |
Jun12 |
111025 |
90.28 |
92.53 |
90.20 |
91.62 |
+1.10 |
67,499 |
75,132 |
+1,314 |
Jul12 |
111025 |
90.87 |
92.35 |
90.87 |
91.42 |
+0.97 |
11,478 |
36,206 |
-463 |
Aug12 |
111025 |
90.75 |
91.92 |
90.57 |
91.22 |
+0.84 |
7,430 |
20,379 |
-46 |
Sep12 |
111025 |
90.76 |
91.96 |
90.48 |
91.07 |
+0.71 |
9,814 |
20,761 |
+1,100 |
Oct12 |
111025 |
91.20 |
91.76 |
90.94 |
90.94 |
+0.56 |
4,240 |
23,662 |
+115 |
Nov12 |
111025 |
91.56 |
91.56 |
90.87 |
90.87 |
+0.42 |
4,528 |
25,493 |
+0 |
Dec12 |
111025 |
90.55 |
92.00 |
90.12 |
90.81 |
+0.29 |
71,703 |
165,932 |
+2,335 |
Jan13 |
111025 |
91.03 |
91.03 |
90.66 |
90.66 |
+0.19 |
3,955 |
25,716 |
+728 |
Feb13 |
111025 |
90.48 |
90.48 |
90.48 |
90.48 |
+0.10 |
990 |
10,037 |
+118 |
Mar13 |
111025 |
90.29 |
90.29 |
90.29 |
90.29 |
+0.02 |
817 |
8,640 |
-215 |
Total Volume and Open Interest |
1,141,181 |
1,384,341 |
-2,136 |
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 |
111025 |
91.725 |
94.625 |
91.100 |
93.175 |
+1.900 |
10,960 |
2,013 |
+124 |
Jan12 |
111025 |
91.400 |
94.100 |
91.075 |
92.925 |
+1.775 |
649 |
345 |
-10 |
Feb12 |
111025 |
91.750 |
93.250 |
91.600 |
92.675 |
+1.650 |
45 |
77 |
+10 |
Mar12 |
111025 |
91.600 |
92.400 |
91.600 |
92.400 |
+1.500 |
4 |
16 |
+3 |
Apr12 |
111025 |
92.150 |
92.150 |
92.150 |
92.150 |
+1.400 |
0 |
22 |
+0 |
May12 |
111025 |
91.875 |
91.875 |
91.875 |
91.875 |
+1.250 |
0 |
7 |
+0 |
Jun12 |
111025 |
91.750 |
91.750 |
91.625 |
91.625 |
+1.100 |
3 |
19 |
+1 |
Jul12 |
111025 |
91.425 |
91.425 |
91.425 |
91.425 |
+0.975 |
0 |
4 |
+0 |
Total Volume and Open Interest |
11,661 |
2,737 |
+128 |
Heating Oil(NYM) |
Nov11 |
111025 |
304.74 |
307.21 |
302.29 |
305.02 |
-0.44 |
23,799 |
37,226 |
-5,508 |
Dec11 |
111025 |
304.50 |
307.12 |
302.15 |
305.12 |
-0.30 |
47,617 |
81,162 |
+1,562 |
Jan12 |
111025 |
303.97 |
305.96 |
300.86 |
304.05 |
-0.32 |
22,064 |
48,436 |
-739 |
Feb12 |
111025 |
300.90 |
303.62 |
299.13 |
302.45 |
-0.31 |
9,131 |
23,321 |
+1,117 |
Mar12 |
111025 |
299.82 |
300.86 |
296.33 |
299.86 |
-0.38 |
6,101 |
21,978 |
-744 |
Apr12 |
111025 |
296.07 |
296.19 |
293.18 |
295.72 |
-0.37 |
3,285 |
11,012 |
+56 |
May12 |
111025 |
291.72 |
292.16 |
290.00 |
291.63 |
-0.33 |
1,611 |
8,435 |
+125 |
Jun12 |
111025 |
289.52 |
290.13 |
285.56 |
289.15 |
-0.33 |
5,729 |
34,047 |
+1,396 |
Jul12 |
111025 |
287.46 |
288.73 |
287.46 |
288.73 |
-0.35 |
271 |
7,319 |
-2 |
Aug12 |
111025 |
289.01 |
289.25 |
284.97 |
288.65 |
-0.33 |
339 |
4,112 |
+107 |
Sep12 |
111025 |
287.30 |
289.25 |
287.30 |
288.80 |
-0.23 |
416 |
4,594 |
+245 |
Oct12 |
111025 |
287.75 |
289.35 |
287.75 |
289.35 |
-0.23 |
229 |
1,470 |
+20 |
Total Volume and Open Interest |
122,353 |
299,092 |
-1,891 |
Gasoline(NYMEX) |
Nov11 |
111025 |
268.00 |
271.20 |
260.66 |
269.98 |
+1.10 |
26,311 |
33,649 |
-5,093 |
Dec11 |
111025 |
266.40 |
268.50 |
259.71 |
267.47 |
+0.44 |
43,761 |
87,755 |
+4,261 |
Jan12 |
111025 |
265.26 |
266.53 |
259.17 |
265.85 |
-0.06 |
14,596 |
39,467 |
+342 |
Feb12 |
111025 |
265.58 |
265.69 |
259.04 |
264.94 |
-0.51 |
6,276 |
17,958 |
+405 |
Mar12 |
111025 |
264.26 |
265.37 |
259.59 |
264.91 |
-0.77 |
4,870 |
21,572 |
+526 |
Apr12 |
111025 |
277.33 |
277.70 |
272.52 |
277.61 |
-0.48 |
3,066 |
17,297 |
+329 |
May12 |
111025 |
275.51 |
277.00 |
273.35 |
276.96 |
-0.58 |
1,728 |
10,045 |
-230 |
Jun12 |
111025 |
275.00 |
275.72 |
270.55 |
275.07 |
-0.82 |
3,065 |
20,759 |
+178 |
Jul12 |
111025 |
269.85 |
272.70 |
269.85 |
272.70 |
-0.93 |
627 |
5,131 |
-16 |
Aug12 |
111025 |
269.90 |
269.90 |
269.90 |
269.90 |
-0.99 |
243 |
5,196 |
+113 |
Total Volume and Open Interest |
104,817 |
280,795 |
+841 |
e-miNY RBOB Gasoline(NYM) |
Nov11 |
111025 |
270.00 |
270.00 |
269.98 |
270.00 |
+1.10 |
|
|
|
Dec11 |
111025 |
267.50 |
267.50 |
267.47 |
267.50 |
+0.50 |
|
|
|
Jan12 |
111025 |
265.90 |
265.90 |
265.85 |
265.90 |
unch |
0 |
1 |
+0 |
Feb12 |
111025 |
264.90 |
264.94 |
264.90 |
264.90 |
-0.60 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Nov11 |
111025 |
3.601 |
3.700 |
3.581 |
3.658 |
+0.054 |
90,018 |
35,508 |
-16,041 |
Dec11 |
111025 |
3.792 |
3.888 |
3.775 |
3.852 |
+0.058 |
56,456 |
166,879 |
+11,666 |
Jan12 |
111025 |
3.920 |
4.010 |
3.899 |
3.977 |
+0.057 |
25,981 |
243,012 |
+2,256 |
Feb12 |
111025 |
3.937 |
4.023 |
3.912 |
3.992 |
+0.057 |
9,367 |
80,085 |
+1,176 |
Mar12 |
111025 |
3.900 |
3.987 |
3.888 |
3.959 |
+0.058 |
11,922 |
91,613 |
+2,220 |
Apr12 |
111025 |
3.886 |
3.980 |
3.878 |
3.948 |
+0.058 |
10,264 |
89,612 |
+984 |
May12 |
111025 |
3.947 |
4.004 |
3.929 |
3.981 |
+0.058 |
1,653 |
31,409 |
+179 |
Jun12 |
111025 |
3.966 |
4.031 |
3.966 |
4.020 |
+0.057 |
542 |
15,388 |
-58 |
Jul12 |
111025 |
4.034 |
4.086 |
4.002 |
4.065 |
+0.057 |
498 |
17,901 |
+5 |
Aug12 |
111025 |
4.071 |
4.109 |
4.043 |
4.090 |
+0.057 |
500 |
12,593 |
+0 |
Sep12 |
111025 |
4.010 |
4.101 |
4.008 |
4.091 |
+0.057 |
401 |
9,961 |
+123 |
Oct12 |
111025 |
4.080 |
4.152 |
4.080 |
4.128 |
+0.058 |
3,123 |
48,735 |
-308 |
Nov12 |
111025 |
4.252 |
4.293 |
4.204 |
4.272 |
+0.054 |
997 |
13,015 |
+494 |
Dec12 |
111025 |
4.475 |
4.546 |
4.455 |
4.527 |
+0.051 |
866 |
16,225 |
+195 |
Jan13 |
111025 |
4.665 |
4.700 |
4.629 |
4.669 |
+0.048 |
826 |
26,664 |
+30 |
Feb13 |
111025 |
4.636 |
4.674 |
4.596 |
4.654 |
+0.049 |
53 |
5,218 |
+11 |
Total Volume and Open Interest |
213,789 |
989,099 |
+2,982 |
Brent Crude Oil(ICE) |
Dec11 |
111025 |
111.55 |
112.15 |
109.47 |
110.92 |
-0.53 |
187,998 |
212,393 |
-5,975 |
Jan12 |
111025 |
110.08 |
110.71 |
108.20 |
109.64 |
-0.53 |
73,343 |
147,246 |
-3,910 |
Feb12 |
111025 |
109.19 |
109.56 |
107.26 |
108.70 |
-0.54 |
34,232 |
97,353 |
+353 |
Mar12 |
111025 |
108.43 |
108.54 |
106.39 |
107.82 |
-0.58 |
28,153 |
80,570 |
+298 |
Apr12 |
111025 |
107.58 |
107.81 |
105.75 |
107.13 |
-0.64 |
12,898 |
30,882 |
+296 |
May12 |
111025 |
107.08 |
107.31 |
105.24 |
106.59 |
-0.68 |
9,460 |
19,901 |
+248 |
Jun12 |
111025 |
106.59 |
106.85 |
104.76 |
106.08 |
-0.73 |
25,385 |
56,897 |
-1,163 |
Jul12 |
111025 |
106.12 |
106.12 |
104.35 |
105.63 |
-0.77 |
5,084 |
16,656 |
+975 |
Aug12 |
111025 |
105.69 |
105.69 |
104.28 |
105.18 |
-0.79 |
2,748 |
16,001 |
+274 |
Sep12 |
111025 |
104.00 |
104.70 |
104.00 |
104.70 |
-0.80 |
2,900 |
21,088 |
+47 |
Oct12 |
111025 |
104.27 |
104.27 |
104.27 |
104.27 |
-0.77 |
1,255 |
9,572 |
+153 |
Nov12 |
111025 |
103.87 |
103.87 |
103.87 |
103.87 |
-0.73 |
1,274 |
13,842 |
+233 |
Dec12 |
111025 |
103.88 |
104.25 |
102.14 |
103.46 |
-0.68 |
18,233 |
101,338 |
+1,692 |
Jan13 |
111025 |
103.11 |
103.11 |
103.11 |
103.11 |
-0.67 |
393 |
7,857 |
+17 |
Total Volume and Open Interest |
411,868 |
971,345 |
-5,475 |
Gas Oil(ICE) |
Nov11 |
111025 |
955.00 |
962.50 |
947.75 |
957.00 |
+4.50 |
57,392 |
105,709 |
+579 |
Dec11 |
111025 |
945.00 |
951.50 |
936.00 |
945.50 |
+4.00 |
78,971 |
116,798 |
-1,545 |
Jan12 |
111025 |
937.75 |
944.00 |
928.00 |
937.50 |
+3.50 |
39,812 |
56,096 |
+3,722 |
Feb12 |
111025 |
932.00 |
937.25 |
921.50 |
930.50 |
+2.75 |
18,730 |
45,563 |
-317 |
Mar12 |
111025 |
926.25 |
930.75 |
914.50 |
923.75 |
+2.50 |
11,117 |
28,363 |
-41 |
Apr12 |
111025 |
921.50 |
924.00 |
911.25 |
917.50 |
+2.75 |
4,459 |
19,619 |
+233 |
May12 |
111025 |
914.50 |
917.00 |
907.00 |
911.75 |
+2.75 |
3,550 |
19,676 |
-447 |
Jun12 |
111025 |
908.00 |
914.00 |
899.25 |
908.75 |
+3.00 |
7,993 |
43,811 |
+916 |
Jul12 |
111025 |
912.50 |
912.50 |
899.50 |
908.75 |
+3.00 |
640 |
15,075 |
+154 |
Aug12 |
111025 |
912.75 |
912.75 |
899.75 |
909.00 |
+3.25 |
508 |
10,514 |
-265 |
Total Volume and Open Interest |
230,502 |
551,316 |
+3,594 |
Ethanol(CBOT) |
Oct11 |
111005 |
2.517 |
2.520 |
2.496 |
2.520 |
+0.062 |
73 |
103 |
-30 |
Nov11 |
111025 |
2.676 |
2.703 |
2.676 |
2.697 |
+0.023 |
126 |
701 |
-36 |
Dec11 |
111025 |
2.600 |
2.605 |
2.590 |
2.598 |
+0.007 |
256 |
1,611 |
-136 |
Jan12 |
111025 |
2.455 |
2.468 |
2.449 |
2.459 |
+0.004 |
113 |
1,353 |
+54 |
Feb12 |
111025 |
2.395 |
2.410 |
2.394 |
2.410 |
+0.017 |
24 |
841 |
+21 |
Mar12 |
111025 |
2.407 |
2.420 |
2.407 |
2.414 |
+0.007 |
47 |
956 |
+15 |
Apr12 |
111025 |
2.427 |
2.427 |
2.420 |
2.420 |
+0.001 |
30 |
724 |
+1 |
May12 |
111025 |
2.436 |
2.437 |
2.432 |
2.434 |
-0.003 |
41 |
743 |
+19 |
Total Volume and Open Interest |
719 |
10,896 |
-39 |
WTI Crude Oil(ICE) |
Dec11 |
111025 |
91.51 |
94.65 |
91.10 |
93.17 |
+1.90 |
131,913 |
107,661 |
-1,303 |
Jan12 |
111025 |
91.30 |
94.19 |
91.15 |
92.93 |
+1.79 |
58,548 |
43,309 |
-1,715 |
Feb12 |
111025 |
91.04 |
93.69 |
91.04 |
92.67 |
+1.64 |
41,198 |
20,711 |
-25 |
Mar12 |
111025 |
91.22 |
93.36 |
91.05 |
92.41 |
+1.51 |
30,258 |
20,389 |
-1,222 |
Apr12 |
111025 |
91.01 |
93.03 |
90.84 |
92.14 |
+1.38 |
14,654 |
10,249 |
+914 |
May12 |
111025 |
90.99 |
92.74 |
90.72 |
91.87 |
+1.25 |
7,760 |
8,185 |
+28 |
Jun12 |
111025 |
90.87 |
92.53 |
90.53 |
91.62 |
+1.10 |
17,501 |
35,871 |
-925 |
Jul12 |
111025 |
91.17 |
92.31 |
90.49 |
91.42 |
+0.97 |
3,901 |
7,152 |
-263 |
Aug12 |
111025 |
91.09 |
92.06 |
90.37 |
91.22 |
+0.84 |
2,154 |
4,382 |
-470 |
Sep12 |
111025 |
91.07 |
91.07 |
91.07 |
91.07 |
+0.71 |
1,248 |
7,668 |
+182 |
Oct12 |
111025 |
90.94 |
90.94 |
90.94 |
90.94 |
+0.56 |
743 |
2,179 |
+37 |
Nov12 |
111025 |
90.87 |
90.87 |
90.87 |
90.87 |
+0.42 |
668 |
3,132 |
-35 |
Dec12 |
111025 |
90.56 |
91.96 |
90.07 |
90.81 |
+0.29 |
21,064 |
50,528 |
+441 |
Jan13 |
111025 |
90.66 |
90.66 |
90.66 |
90.66 |
+0.19 |
0 |
2,047 |
+0 |
Feb13 |
111025 |
90.48 |
90.48 |
90.48 |
90.48 |
+0.10 |
0 |
592 |
+0 |
Mar13 |
111025 |
90.29 |
90.29 |
90.29 |
90.29 |
+0.02 |
0 |
1,475 |
+0 |
Total Volume and Open Interest |
336,306 |
415,477 |
-2,999 |
US Dollar Index(ICE) |
Dec11 |
111025 |
76.335 |
76.655 |
76.135 |
76.320 |
+0.058 |
31,896 |
64,565 |
-1,596 |
Mar12 |
111025 |
76.775 |
76.875 |
76.690 |
76.730 |
+0.023 |
5 |
575 |
+1 |
Jun12 |
111025 |
77.190 |
77.190 |
77.190 |
77.190 |
+0.022 |
0 |
2 |
+0 |
Total Volume and Open Interest |
31,901 |
65,142 |
-1,595 |
Australian Dollar(CME) |
Dec11 |
111025 |
103.96 |
104.28 |
103.27 |
103.92 |
-0.23 |
115,644 |
122,312 |
+589 |
Mar12 |
111025 |
102.89 |
103.12 |
102.32 |
102.89 |
-0.22 |
90 |
271 |
+11 |
Jun12 |
111025 |
101.98 |
102.18 |
101.98 |
101.98 |
-0.20 |
0 |
19 |
+0 |
Total Volume and Open Interest |
115,734 |
122,735 |
+600 |
British Pound(CME) |
Dec11 |
111025 |
159.85 |
160.31 |
159.48 |
160.06 |
+0.16 |
84,629 |
169,985 |
+2,284 |
Mar12 |
111025 |
159.67 |
159.89 |
159.47 |
159.89 |
+0.14 |
19 |
127 |
-2 |
Jun12 |
111025 |
159.73 |
159.73 |
159.60 |
159.73 |
+0.13 |
0 |
3 |
+0 |
Total Volume and Open Interest |
84,648 |
170,120 |
+2,282 |
Canadian Dollar(CME) |
Dec11 |
111025 |
99.49 |
99.96 |
97.78 |
98.48 |
-0.89 |
67,976 |
111,704 |
-5 |
Mar12 |
111025 |
99.40 |
99.75 |
97.65 |
98.31 |
-0.87 |
96 |
3,461 |
+14 |
Jun12 |
111025 |
98.50 |
99.03 |
98.05 |
98.16 |
-0.87 |
57 |
788 |
-9 |
Sep12 |
111025 |
99.15 |
99.15 |
97.90 |
98.07 |
-0.85 |
1 |
622 |
+0 |
Total Volume and Open Interest |
68,130 |
116,690 |
+0 |
Japanese Yen(CME) |
Dec11 |
111025 |
131.48 |
132.14 |
131.15 |
131.81 |
+0.23 |
65,598 |
159,994 |
+2,439 |
Mar12 |
111025 |
131.63 |
132.30 |
131.63 |
132.07 |
+0.24 |
159 |
679 |
+37 |
Jun12 |
111025 |
132.31 |
132.31 |
132.08 |
132.31 |
+0.23 |
0 |
21 |
+0 |
Total Volume and Open Interest |
65,757 |
160,698 |
+2,476 |
Swiss Franc(CME) |
Dec11 |
111025 |
113.66 |
114.12 |
113.15 |
113.99 |
+0.27 |
19,736 |
26,907 |
-106 |
Mar12 |
111025 |
114.00 |
114.25 |
113.80 |
114.25 |
+0.26 |
3 |
626 |
-1 |
Jun12 |
111025 |
114.57 |
114.57 |
114.32 |
114.57 |
+0.25 |
1 |
5 |
+0 |
Total Volume and Open Interest |
19,740 |
27,542 |
-107 |
EuroFX(CME) |
Dec11 |
111025 |
139.25 |
139.54 |
138.42 |
139.20 |
-0.20 |
279,707 |
233,885 |
-4,498 |
Mar12 |
111025 |
139.07 |
139.41 |
138.57 |
139.18 |
-0.19 |
418 |
2,584 |
+47 |
Jun12 |
111025 |
139.15 |
139.36 |
139.15 |
139.18 |
-0.18 |
0 |
830 |
+0 |
Total Volume and Open Interest |
280,125 |
237,313 |
-4,451 |
Mexican Peso(CME) |
Nov11 |
111025 |
739.8 |
745.8 |
739.8 |
739.8 |
-6.0 |
|
|
|
Dec11 |
111025 |
744.8 |
748.2 |
734.0 |
738.0 |
-5.8 |
31,180 |
96,064 |
+386 |
Total Volume and Open Interest |
31,180 |
96,426 |
+386 |
Brazilian Real(CME) |
Nov11 |
111025 |
565.75 |
573.85 |
565.45 |
565.75 |
-4.05 |
1,855 |
1,774 |
+89 |
Dec11 |
111025 |
563.00 |
563.00 |
562.10 |
562.10 |
-4.10 |
162 |
5,091 |
+152 |
Jan12 |
111025 |
558.95 |
558.95 |
558.95 |
558.95 |
-4.10 |
0 |
10,149 |
+0 |
Feb12 |
111025 |
555.80 |
555.80 |
555.80 |
555.80 |
-4.10 |
|
|
|
Total Volume and Open Interest |
2,017 |
32,335 |
+241 |
30-Year T-Bonds(CBOT) |
Dec11 |
111025 |
138~020 |
140~120 |
137~180 |
140~020 |
+1~310 |
216,825 |
609,955 |
-4,391 |
Mar12 |
111025 |
137~200 |
139~180 |
137~000 |
139~180 |
+2~010 |
109 |
2,299 |
+48 |
Jun12 |
111025 |
137~090 |
138~230 |
136~270 |
138~230 |
+1~280 |
0 |
2 |
+0 |
Total Volume and Open Interest |
216,934 |
612,256 |
-4,343 |
10-Year T-Notes(CBOT) |
Dec11 |
111025 |
128~095 |
129~095 |
128~010 |
129~040 |
+0~250 |
736,393 |
1,466,307 |
-17,948 |
Mar12 |
111025 |
128~085 |
128~130 |
128~085 |
128~090 |
+0~265 |
733 |
13,183 |
+497 |
Jun12 |
111025 |
127~090 |
127~090 |
127~090 |
127~090 |
+0~265 |
|
|
|
Total Volume and Open Interest |
737,126 |
1,479,490 |
-17,451 |
5-Year T-Notes(CBOT) |
Dec11 |
111025 |
122~006 |
122~075 |
121~117 |
122~065 |
+0~055 |
385,928 |
1,207,703 |
-24,311 |
Mar12 |
111025 |
121~066 |
122~003 |
121~066 |
122~003 |
+0~056 |
953 |
784 |
+597 |
Jun12 |
111025 |
121~027 |
121~027 |
120~099 |
121~027 |
+0~056 |
|
|
|
Total Volume and Open Interest |
386,881 |
1,208,487 |
-23,714 |
2 Year T-Notes(CBOT) |
Dec11 |
111025 |
110~009 |
110~020 |
110~006 |
110~017 |
+0~007 |
186,762 |
709,179 |
-11,476 |
Mar12 |
111025 |
110~007 |
110~018 |
110~007 |
110~016 |
+0~007 |
533 |
706 |
+383 |
Jun12 |
111025 |
109~108 |
109~108 |
109~101 |
109~108 |
+0~007 |
|
|
|
Total Volume and Open Interest |
187,295 |
709,885 |
-11,093 |
Eurodollars(CME) |
Dec11 |
111025 |
99.470 |
99.475 |
99.455 |
99.465 |
-0.005 |
78,905 |
1,029,350 |
+5,593 |
Mar12 |
111025 |
99.385 |
99.395 |
99.370 |
99.390 |
+0.005 |
94,259 |
977,133 |
-2,851 |
Jun12 |
111025 |
99.365 |
99.380 |
99.345 |
99.370 |
+0.010 |
82,953 |
1,051,575 |
-3,885 |
Sep12 |
111025 |
99.350 |
99.375 |
99.330 |
99.360 |
+0.015 |
78,920 |
735,453 |
-3,353 |
Dec12 |
111025 |
99.330 |
99.370 |
99.325 |
99.355 |
+0.025 |
79,232 |
745,176 |
-515 |
Mar13 |
111025 |
99.315 |
99.360 |
99.305 |
99.350 |
+0.040 |
65,846 |
759,719 |
-1,803 |
Jun13 |
111025 |
99.250 |
99.320 |
99.240 |
99.305 |
+0.055 |
61,709 |
519,045 |
+814 |
Sep13 |
111025 |
99.140 |
99.235 |
99.130 |
99.220 |
+0.070 |
66,503 |
447,173 |
+357 |
Dec13 |
111025 |
98.980 |
99.090 |
98.960 |
99.075 |
+0.090 |
70,936 |
429,698 |
+4,050 |
Mar14 |
111025 |
98.805 |
98.930 |
98.785 |
98.920 |
+0.110 |
49,630 |
309,242 |
+1,090 |
Jun14 |
111025 |
98.600 |
98.740 |
98.570 |
98.730 |
+0.125 |
43,601 |
259,184 |
-403 |
Sep14 |
111025 |
98.385 |
98.540 |
98.350 |
98.525 |
+0.135 |
50,621 |
166,387 |
-2,649 |
Dec14 |
111025 |
98.165 |
98.335 |
98.125 |
98.315 |
+0.145 |
47,365 |
141,954 |
+6,005 |
Mar15 |
111025 |
97.965 |
98.140 |
97.925 |
98.120 |
+0.150 |
25,508 |
111,233 |
+2,564 |
Jun15 |
111025 |
6.020 |
6.200 |
5.975 |
6.175 |
+0.150 |
18,281 |
94,951 |
+1,059 |
Sep15 |
111025 |
5.825 |
6.010 |
5.785 |
5.985 |
+0.150 |
17,808 |
76,863 |
+2,056 |
Dec15 |
111025 |
5.635 |
5.815 |
5.595 |
5.790 |
+0.145 |
15,002 |
53,960 |
+1,113 |
Mar16 |
111025 |
5.475 |
5.655 |
5.435 |
5.630 |
+0.145 |
10,806 |
47,599 |
+1,205 |
Total Volume and Open Interest |
980,615 |
8,179,620 |
+11,404 |
30 Day Federal Funds(CBOT) |
Oct11 |
111025 |
99.930 |
99.930 |
99.927 |
99.927 |
unch |
813 |
64,342 |
+239 |
Nov11 |
111025 |
99.925 |
99.925 |
99.920 |
99.920 |
unch |
503 |
66,405 |
+16 |
Dec11 |
111025 |
99.925 |
99.925 |
99.920 |
99.920 |
unch |
1,631 |
62,845 |
+313 |
Jan12 |
111025 |
99.915 |
99.915 |
99.910 |
99.910 |
unch |
1,000 |
53,396 |
+470 |
Feb12 |
111025 |
99.900 |
99.905 |
99.900 |
99.900 |
unch |
1,025 |
45,311 |
+239 |
Mar12 |
111025 |
99.895 |
99.895 |
99.890 |
99.895 |
+0.005 |
508 |
30,921 |
+17 |
Total Volume and Open Interest |
11,663 |
640,620 |
+2,726 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111025 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
281 |
+0 |
Mar12 |
111025 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
300 |
+0 |
Jun12 |
111025 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Sep12 |
111025 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec12 |
111025 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar13 |
111025 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun13 |
111025 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111025 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Dec13 |
111025 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Mar14 |
111025 |
99.205 |
99.205 |
99.205 |
99.205 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111025 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,179 |
+0 |
Mar12 |
111025 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,378 |
+0 |
Jun12 |
111025 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,470 |
+0 |
Sep12 |
111025 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
610 |
+0 |
Dec12 |
111025 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
51 |
+0 |
Mar13 |
111025 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1 |
+0 |
Jun13 |
111025 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
Sep13 |
111025 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,691 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111025 |
142.22 |
142.35 |
142.18 |
142.30 |
+0.04 |
976 |
19,236 |
-43 |
Mar12 |
111025 |
141.71 |
141.71 |
141.71 |
141.71 |
+0.04 |
0 |
5 |
+0 |
Jun12 |
111025 |
139.62 |
139.62 |
139.62 |
139.62 |
+0.04 |
|
|
|
Total Volume and Open Interest |
976 |
19,241 |
-43 |
Euro-Bund(EUREX) |
Dec11 |
111025 |
134.80 |
135.39 |
134.14 |
135.26 |
+0.49 |
682,640 |
916,401 |
-23,939 |
Mar12 |
111025 |
135.11 |
135.68 |
134.45 |
135.60 |
+0.52 |
37 |
2,271 |
-1 |
Jun12 |
111025 |
135.56 |
135.56 |
135.56 |
135.56 |
+0.49 |
|
|
|
Total Volume and Open Interest |
682,677 |
918,672 |
-23,940 |
Euro-Bobl(EUREX) |
Dec11 |
111025 |
121.52 |
122.08 |
121.30 |
121.97 |
+0.41 |
356,784 |
728,951 |
-34,894 |
Mar12 |
111025 |
122.12 |
122.24 |
122.12 |
122.24 |
+0.41 |
16 |
18,192 |
+6 |
Jun12 |
111025 |
122.12 |
122.12 |
122.12 |
122.12 |
+0.41 |
|
|
|
Total Volume and Open Interest |
356,800 |
747,143 |
-34,888 |
3-Mth Euribor(EUREX) |
Dec11 |
111025 |
98.600 |
98.610 |
98.600 |
98.610 |
+0.010 |
0 |
1,757 |
+0 |
Mar12 |
111025 |
98.750 |
98.790 |
98.750 |
98.790 |
+0.030 |
0 |
2,082 |
+0 |
Jun12 |
111025 |
98.820 |
98.855 |
98.820 |
98.855 |
+0.050 |
2 |
958 |
+0 |
Total Volume and Open Interest |
7 |
8,079 |
+0 |
Long Gilt(LIFFE) |
Dec11 |
111025 |
127~22 |
128~04 |
126~24 |
127~31 |
+0~15 |
89,425 |
289,351 |
+6,716 |
Mar12 |
111025 |
110~27 |
111~22 |
110~18 |
111~22 |
+0~16 |
228 |
2,795 |
+85 |
Total Volume and Open Interest |
89,653 |
292,146 |
+6,801 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111025 |
98.91 |
98.91 |
98.89 |
98.90 |
unch |
51,192 |
362,877 |
+12,179 |
Mar12 |
111025 |
98.91 |
98.91 |
98.89 |
98.90 |
-0.01 |
40,341 |
348,974 |
+2,126 |
Jun12 |
111025 |
98.92 |
98.92 |
98.89 |
98.91 |
unch |
38,718 |
213,986 |
-2,197 |
Sep12 |
111025 |
98.90 |
98.92 |
98.88 |
98.91 |
+0.01 |
37,790 |
224,735 |
+1,741 |
Dec12 |
111025 |
98.85 |
98.88 |
98.82 |
98.87 |
+0.01 |
19,970 |
183,886 |
-1,746 |
Mar13 |
111025 |
98.80 |
98.84 |
98.76 |
98.83 |
+0.02 |
17,601 |
159,236 |
+1,064 |
Total Volume and Open Interest |
249,979 |
1,883,775 |
+15,248 |
3-Mth Euribor(LIFFE) |
Dec11 |
111025 |
98.585 |
98.620 |
98.585 |
98.610 |
+0.010 |
98,426 |
744,601 |
-2,172 |
Mar12 |
111025 |
98.745 |
98.810 |
98.740 |
98.790 |
+0.030 |
65,866 |
525,505 |
+2,736 |
Jun12 |
111025 |
98.790 |
98.890 |
98.785 |
98.855 |
+0.050 |
61,210 |
371,595 |
+770 |
Total Volume and Open Interest |
472,637 |
3,364,347 |
-8,392 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111025 |
95.43 |
95.45 |
95.40 |
95.44 |
unch |
16,054 |
220,531 |
+271 |
Mar12 |
111025 |
95.76 |
95.78 |
95.70 |
95.76 |
-0.01 |
14,194 |
190,048 |
+1,565 |
Jun12 |
111025 |
95.86 |
95.87 |
95.80 |
95.86 |
-0.01 |
9,569 |
115,053 |
+383 |
Sep12 |
111025 |
95.80 |
95.85 |
95.78 |
95.83 |
-0.01 |
5,272 |
76,809 |
-619 |
Dec12 |
111025 |
95.74 |
95.78 |
95.71 |
95.76 |
-0.01 |
1,745 |
46,806 |
-207 |
Mar13 |
111025 |
95.72 |
95.72 |
95.65 |
95.69 |
-0.01 |
1,283 |
45,197 |
+239 |
Jun13 |
111025 |
95.59 |
95.62 |
95.58 |
95.62 |
-0.01 |
988 |
32,272 |
-528 |
Sep13 |
111025 |
95.51 |
95.54 |
95.50 |
95.54 |
-0.01 |
587 |
14,910 |
+210 |
Dec13 |
111025 |
95.41 |
95.45 |
95.41 |
95.44 |
-0.02 |
141 |
3,367 |
+4 |
Mar14 |
111025 |
95.28 |
95.34 |
95.28 |
95.33 |
-0.03 |
10 |
436 |
+10 |
Total Volume and Open Interest |
49,843 |
745,495 |
+1,328 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111025 |
95.47 |
95.49 |
95.42 |
95.46 |
-0.01 |
25,690 |
352,264 |
+3,979 |
Mar12 |
111025 |
95.46 |
95.46 |
95.46 |
95.46 |
-0.01 |
|
|
|
Total Volume and Open Interest |
25,690 |
352,264 |
+3,979 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111025 |
96.09 |
96.11 |
96.02 |
96.07 |
-0.02 |
98,971 |
479,692 |
+10,423 |
Mar12 |
111025 |
96.07 |
96.07 |
96.07 |
96.07 |
-0.02 |
|
|
|
Total Volume and Open Interest |
98,971 |
479,692 |
+10,423 |
Gold(CMX) |
Oct11 |
111025 |
1645.0 |
1706.8 |
1645.0 |
1699.6 |
+48.1 |
313 |
626 |
-19 |
Dec11 |
111025 |
1654.1 |
1710.7 |
1644.6 |
1700.4 |
+48.1 |
110,137 |
261,018 |
+1,704 |
Feb12 |
111025 |
1656.1 |
1711.6 |
1646.8 |
1702.4 |
+48.1 |
2,098 |
53,959 |
+930 |
Apr12 |
111025 |
1657.1 |
1710.5 |
1652.9 |
1704.0 |
+48.1 |
421 |
15,452 |
+31 |
Jun12 |
111025 |
1661.3 |
1713.0 |
1656.8 |
1705.6 |
+48.2 |
457 |
18,814 |
+83 |
Aug12 |
111025 |
1707.2 |
1711.8 |
1707.2 |
1707.2 |
+48.1 |
211 |
7,613 |
+52 |
Oct12 |
111025 |
1660.4 |
1715.1 |
1660.1 |
1709.0 |
+48.1 |
89 |
5,972 |
+18 |
Dec12 |
111025 |
1664.6 |
1720.9 |
1659.7 |
1711.2 |
+48.1 |
1,087 |
15,979 |
+991 |
Feb13 |
111025 |
1711.6 |
1713.4 |
1711.6 |
1713.4 |
+48.1 |
0 |
3,393 |
+0 |
Apr13 |
111025 |
1714.7 |
1719.9 |
1714.7 |
1715.9 |
+48.2 |
1 |
281 |
+0 |
Jun13 |
111025 |
1718.8 |
1718.8 |
1718.8 |
1718.8 |
+48.0 |
2,010 |
9,019 |
-2,010 |
Aug13 |
111025 |
1721.8 |
1721.8 |
1721.8 |
1721.8 |
+48.0 |
0 |
45 |
+0 |
Total Volume and Open Interest |
118,737 |
436,297 |
+642 |
Silver(CMX) |
Dec11 |
111025 |
3176.0 |
3338.5 |
3135.5 |
3305.2 |
+140.8 |
29,122 |
60,662 |
+592 |
Mar12 |
111025 |
3184.0 |
3338.0 |
3151.0 |
3309.1 |
+140.7 |
2,204 |
13,497 |
+426 |
May12 |
111025 |
3315.0 |
3315.0 |
3309.0 |
3310.5 |
+140.5 |
1,011 |
3,312 |
+341 |
Jul12 |
111025 |
3224.0 |
3333.5 |
3224.0 |
3311.1 |
+140.3 |
97 |
2,748 |
+37 |
Sep12 |
111025 |
3266.0 |
3321.5 |
3266.0 |
3311.1 |
+140.3 |
15 |
1,344 |
+4 |
Dec12 |
111025 |
3174.5 |
3322.0 |
3174.5 |
3310.6 |
+140.3 |
128 |
11,419 |
+15 |
Mar13 |
111025 |
3304.4 |
3304.4 |
3304.4 |
3304.4 |
+140.3 |
35 |
787 |
+35 |
Total Volume and Open Interest |
32,993 |
106,843 |
+1,523 |
Platinum(NYMEX) |
Oct11 |
111025 |
1543.8 |
1565.5 |
1543.8 |
1565.5 |
+26.8 |
1 |
69 |
-8 |
Jan12 |
111025 |
1548.0 |
1571.7 |
1539.6 |
1568.8 |
+26.8 |
6,192 |
34,401 |
-424 |
Apr12 |
111025 |
1561.3 |
1573.3 |
1548.4 |
1572.1 |
+26.6 |
145 |
3,061 |
+80 |
Jul12 |
111025 |
1575.4 |
1575.4 |
1575.4 |
1575.4 |
+26.3 |
1 |
38 |
-1 |
Total Volume and Open Interest |
6,345 |
37,618 |
-359 |
Palladium(NYMEX) |
Dec11 |
111025 |
642.75 |
654.85 |
632.30 |
652.10 |
+13.60 |
3,292 |
18,392 |
-2 |
Mar12 |
111025 |
644.20 |
653.45 |
634.00 |
653.45 |
+13.55 |
137 |
695 |
+131 |
Jun12 |
111025 |
653.00 |
654.50 |
653.00 |
654.50 |
+13.60 |
0 |
6 |
+0 |
Total Volume and Open Interest |
3,429 |
19,094 |
+129 |
Copper(CMX) |
Dec11 |
111025 |
346.05 |
353.90 |
335.80 |
342.05 |
-2.85 |
56,766 |
78,063 |
-610 |
Mar12 |
111025 |
347.60 |
355.60 |
338.40 |
344.00 |
-2.80 |
4,827 |
33,342 |
+199 |
May12 |
111025 |
344.70 |
353.80 |
342.50 |
344.95 |
-2.80 |
193 |
8,618 |
+8 |
Jul12 |
111025 |
347.50 |
352.40 |
343.45 |
345.65 |
-2.80 |
64 |
2,669 |
-3 |
Sep12 |
111025 |
352.15 |
352.60 |
343.20 |
346.05 |
-2.95 |
60 |
1,157 |
-4 |
Total Volume and Open Interest |
64,367 |
133,105 |
+605 |
DJIA Index(CBOT) |
Dec11 |
111025 |
11813 |
11851 |
11650 |
11662 |
-163 |
828 |
13,845 |
+650 |
Mar12 |
111025 |
11591 |
11752 |
11591 |
11591 |
-161 |
0 |
200 |
+0 |
Jun12 |
111025 |
11524 |
11682 |
11524 |
11524 |
-158 |
0 |
200 |
+0 |
Sep12 |
111025 |
11461 |
11619 |
11461 |
11461 |
-158 |
|
|
|
Total Volume and Open Interest |
828 |
14,245 |
+650 |
E-mini DJIA Index(CBOT) |
Dec11 |
111025 |
11824 |
11882 |
11623 |
11662 |
-163 |
102,758 |
77,836 |
-421 |
Mar12 |
111025 |
11700 |
11700 |
11591 |
11591 |
-161 |
29 |
133 |
+25 |
Jun12 |
111025 |
11631 |
11631 |
11524 |
11524 |
-158 |
0 |
2 |
+0 |
Sep12 |
111025 |
11456 |
11461 |
11456 |
11461 |
-158 |
0 |
10 |
+0 |
Total Volume and Open Interest |
102,787 |
77,981 |
-396 |
S & P 500(CME) |
Dec11 |
111025 |
1247.10 |
1254.40 |
1222.50 |
1224.60 |
-22.50 |
13,482 |
288,521 |
+87 |
Mar12 |
111025 |
1218.50 |
1218.60 |
1216.60 |
1218.50 |
-22.60 |
82 |
6,127 |
+67 |
Jun12 |
111025 |
1213.40 |
1213.50 |
1211.50 |
1213.40 |
-22.60 |
40 |
1,396 |
+0 |
Sep12 |
111025 |
1207.40 |
1207.50 |
1205.50 |
1207.40 |
-22.60 |
6 |
3 |
+0 |
Total Volume and Open Interest |
13,610 |
296,147 |
+154 |
S & P 500 E-Mini(Globex) |
Dec11 |
111025 |
1247.00 |
1254.50 |
1222.25 |
1224.50 |
-22.50 |
2,006,311 |
2,984,444 |
-8,335 |
Mar12 |
111025 |
1239.50 |
1248.00 |
1216.50 |
1218.50 |
-22.50 |
1,243 |
10,266 |
+261 |
Total Volume and Open Interest |
2,007,562 |
2,994,942 |
-8,018 |
NASDAQ 100(CME) |
Dec11 |
111025 |
2370.00 |
2386.00 |
2316.00 |
2321.80 |
-53.00 |
2,021 |
22,529 |
+1,204 |
Mar12 |
111025 |
2317.00 |
2317.00 |
2316.00 |
2317.00 |
-53.00 |
|
|
|
Jun12 |
111025 |
2314.00 |
2317.00 |
2314.00 |
2314.00 |
-53.00 |
|
|
|
Total Volume and Open Interest |
2,021 |
22,529 |
+1,204 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111025 |
2375.00 |
2386.80 |
2316.00 |
2321.80 |
-53.00 |
241,760 |
338,629 |
+18,356 |
Mar12 |
111025 |
2360.50 |
2370.00 |
2317.00 |
2317.00 |
-53.00 |
45 |
141 |
-10 |
Total Volume and Open Interest |
241,805 |
338,778 |
+18,346 |
S & P Midcap 400(CME) |
Dec11 |
111025 |
863.70 |
863.70 |
861.50 |
863.70 |
-16.40 |
182 |
4,533 |
-182 |
Mar12 |
111025 |
861.70 |
861.70 |
861.10 |
861.70 |
-16.40 |
|
|
|
Jun12 |
111025 |
859.70 |
859.70 |
859.10 |
859.70 |
-16.40 |
|
|
|
Total Volume and Open Interest |
182 |
4,533 |
-182 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111025 |
8845 |
8870 |
8680 |
8710 |
-130 |
4,650 |
26,345 |
-146 |
Mar12 |
111025 |
8710 |
8710 |
8710 |
8710 |
-130 |
1 |
14 |
+1 |
Total Volume and Open Interest |
4,651 |
26,359 |
-145 |
Nikkei 225(SGX) |
Dec11 |
111025 |
8840 |
8870 |
8755 |
8770 |
-65 |
82,731 |
205,170 |
+4,770 |
Mar12 |
111025 |
8790 |
8855 |
8760 |
8760 |
-65 |
12 |
5,306 |
-4 |
Jun12 |
111025 |
8685 |
8685 |
8685 |
8685 |
-65 |
0 |
18 |
+0 |
Total Volume and Open Interest |
83,023 |
217,291 |
+5,034 |
CAC 40(EURONEXT) |
Nov11 |
111025 |
3197.0 |
3224.5 |
3141.0 |
3168.5 |
-48.0 |
81,085 |
247,857 |
+8,967 |
Dec11 |
111025 |
3195.0 |
3221.5 |
3142.0 |
3167.0 |
-47.5 |
1,055 |
48,251 |
+329 |
Jan12 |
111025 |
3167.0 |
3167.0 |
3167.0 |
3167.0 |
-47.5 |
|
|
|
Total Volume and Open Interest |
82,140 |
296,115 |
|
Hang Seng Index(HKFE) |
Oct11 |
111025 |
18814 |
19025 |
18767 |
19020 |
+169 |
101,184 |
81,245 |
-3,201 |
Nov11 |
111025 |
18800 |
18985 |
18728 |
18979 |
+171 |
8,832 |
12,194 |
+4,412 |
Dec11 |
111025 |
18989 |
18989 |
18722 |
18962 |
+177 |
568 |
10,332 |
-5 |
Total Volume and Open Interest |
111,094 |
105,328 |
+1,567 |
DAX(EUREX) |
Dec11 |
111025 |
6019.0 |
6169.0 |
5966.0 |
6051.0 |
-15.0 |
142,762 |
160,984 |
-24,764 |
Mar12 |
111025 |
6040.0 |
6183.5 |
6020.5 |
6066.0 |
-15.5 |
934 |
7,260 |
-258 |
Jun12 |
111025 |
6060.0 |
6173.0 |
6037.0 |
6086.0 |
-15.0 |
92 |
867 |
+63 |
Total Volume and Open Interest |
143,788 |
169,111 |
-24,959 |
FT-SE 100(EURONEXT) |
Dec11 |
111025 |
5517.00 |
5549.50 |
5439.00 |
5497.00 |
-28.00 |
95,063 |
637,318 |
-2,076 |
Mar12 |
111025 |
5496.50 |
5508.50 |
5427.50 |
5462.00 |
-28.50 |
41 |
1,313 |
-10 |
Jun12 |
111025 |
5425.00 |
5425.00 |
5425.00 |
5425.00 |
-29.50 |
110 |
483 |
+30 |
Total Volume and Open Interest |
95,214 |
639,114 |
-2,056 |
SPI 200(SFE) |
Dec11 |
111025 |
4251.0 |
4284.0 |
4209.0 |
4216.0 |
-33.0 |
36,357 |
199,357 |
+2,866 |
Mar12 |
111025 |
4220.0 |
4246.0 |
4198.0 |
4198.0 |
-32.0 |
109 |
2,664 |
+36 |
Jun12 |
111025 |
4209.0 |
4209.0 |
4209.0 |
4209.0 |
-32.0 |
0 |
1,197 |
-1 |
Total Volume and Open Interest |
36,613 |
205,229 |
+2,880 |
GSCI(CME) |
Nov11 |
111025 |
650.00 |
653.60 |
646.95 |
649.50 |
+1.90 |
159 |
7,735 |
+4 |
Dec11 |
111025 |
650.00 |
653.50 |
647.00 |
650.00 |
+1.50 |
2 |
17 |
+0 |
Jan12 |
111025 |
648.50 |
652.00 |
645.50 |
648.50 |
+1.00 |
|
|
|
Total Volume and Open Interest |
161 |
7,752 |
+4 |
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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