|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed October 26, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111026 |
1223.25 |
1233.50 |
1210.00 |
1210.50 |
-15.00 |
103,812 |
73,073 |
-26,201 |
Jan12 |
111026 |
1232.50 |
1242.00 |
1217.00 |
1219.75 |
-14.00 |
67,500 |
212,463 |
+8,399 |
Mar12 |
111026 |
1241.25 |
1251.25 |
1228.25 |
1229.25 |
-14.25 |
22,028 |
80,135 |
+2,341 |
May12 |
111026 |
1249.00 |
1259.00 |
1236.00 |
1236.75 |
-14.50 |
9,918 |
68,347 |
+585 |
Jul12 |
111026 |
1258.50 |
1267.25 |
1244.50 |
1245.25 |
-14.25 |
10,604 |
49,357 |
+1,149 |
Aug12 |
111026 |
1241.75 |
1255.25 |
1241.75 |
1241.75 |
-13.50 |
72 |
538 |
+6 |
Sep12 |
111026 |
1230.00 |
1242.00 |
1230.00 |
1230.00 |
-12.00 |
69 |
464 |
+0 |
Nov12 |
111026 |
1228.50 |
1239.50 |
1218.25 |
1220.75 |
-10.75 |
4,020 |
46,255 |
-164 |
Jan13 |
111026 |
1229.25 |
1239.50 |
1229.00 |
1229.00 |
-10.50 |
12 |
10,235 |
+3 |
Mar13 |
111026 |
1234.50 |
1245.00 |
1234.50 |
1234.50 |
-10.50 |
0 |
162 |
+0 |
May13 |
111026 |
1252.00 |
1252.00 |
1236.25 |
1236.25 |
-10.25 |
41 |
97 |
+23 |
Jul13 |
111026 |
1241.25 |
1251.50 |
1241.25 |
1241.25 |
-10.25 |
0 |
191 |
+0 |
Aug13 |
111026 |
1237.75 |
1248.50 |
1237.75 |
1237.75 |
-10.75 |
|
|
|
Sep13 |
111026 |
1221.75 |
1232.50 |
1221.75 |
1221.75 |
-10.75 |
|
|
|
Total Volume and Open Interest |
218,079 |
542,926 |
-13,858 |
Soybean Meal(CBOT) |
Dec11 |
111026 |
321.60 |
324.00 |
316.50 |
317.00 |
-5.20 |
34,516 |
86,113 |
-410 |
Jan12 |
111026 |
322.00 |
325.30 |
318.70 |
318.70 |
-4.90 |
5,809 |
21,759 |
-288 |
Mar12 |
111026 |
325.90 |
328.50 |
321.70 |
321.70 |
-5.30 |
6,586 |
22,876 |
+830 |
May12 |
111026 |
328.40 |
331.00 |
323.90 |
323.90 |
-5.50 |
5,485 |
18,624 |
+194 |
Jul12 |
111026 |
331.40 |
333.90 |
326.90 |
326.90 |
-5.50 |
4,593 |
16,594 |
+644 |
Aug12 |
111026 |
331.70 |
332.50 |
327.00 |
327.00 |
-5.30 |
129 |
3,081 |
+9 |
Sep12 |
111026 |
329.50 |
329.50 |
325.90 |
325.90 |
-4.70 |
87 |
3,622 |
+22 |
Oct12 |
111026 |
325.00 |
325.00 |
321.00 |
321.00 |
-4.60 |
77 |
2,445 |
+43 |
Dec12 |
111026 |
325.10 |
327.50 |
321.60 |
321.60 |
-4.70 |
1,275 |
10,376 |
+361 |
Jan13 |
111026 |
326.00 |
326.00 |
323.30 |
323.30 |
-4.70 |
0 |
830 |
+0 |
Total Volume and Open Interest |
58,557 |
187,731 |
+1,405 |
Soybean Oil(CBOT) |
Dec11 |
111026 |
51.30 |
51.82 |
50.74 |
50.89 |
-0.61 |
55,934 |
115,961 |
-807 |
Jan12 |
111026 |
51.62 |
52.09 |
51.01 |
51.16 |
-0.60 |
15,945 |
71,710 |
+2,162 |
Mar12 |
111026 |
51.92 |
52.44 |
51.37 |
51.53 |
-0.58 |
8,642 |
45,522 |
+1,109 |
May12 |
111026 |
52.25 |
52.68 |
51.69 |
51.87 |
-0.53 |
4,446 |
28,686 |
+373 |
Jul12 |
111026 |
52.51 |
52.89 |
51.93 |
52.12 |
-0.51 |
4,551 |
20,636 |
-22 |
Aug12 |
111026 |
52.66 |
52.66 |
52.05 |
52.21 |
-0.48 |
49 |
2,832 |
+4 |
Sep12 |
111026 |
52.46 |
52.46 |
52.10 |
52.24 |
-0.45 |
243 |
3,346 |
+156 |
Oct12 |
111026 |
52.61 |
52.61 |
51.95 |
52.15 |
-0.34 |
45 |
3,436 |
+11 |
Dec12 |
111026 |
52.14 |
52.44 |
51.85 |
52.12 |
-0.28 |
2,004 |
12,372 |
+329 |
Jan13 |
111026 |
52.12 |
52.40 |
52.12 |
52.12 |
-0.28 |
50 |
35 |
+8 |
Total Volume and Open Interest |
91,939 |
304,652 |
+3,333 |
Canola(WCE) |
Nov11 |
111026 |
526.1 |
534.4 |
526.1 |
529.9 |
+0.3 |
12,038 |
8,770 |
-4,371 |
Jan12 |
111026 |
532.0 |
538.5 |
530.6 |
530.7 |
-3.3 |
20,305 |
101,454 |
+4,818 |
Mar12 |
111026 |
544.1 |
544.2 |
538.0 |
538.2 |
-3.7 |
1,476 |
22,257 |
+261 |
May12 |
111026 |
550.7 |
550.7 |
543.5 |
543.9 |
-4.8 |
645 |
12,443 |
+89 |
Jul12 |
111026 |
553.8 |
553.8 |
548.5 |
548.9 |
-4.9 |
481 |
5,359 |
-72 |
Total Volume and Open Interest |
35,318 |
162,568 |
+928 |
Corn(CBOT) |
Dec11 |
111026 |
649.50 |
655.50 |
633.00 |
637.25 |
-13.50 |
140,103 |
524,975 |
-17,176 |
Mar12 |
111026 |
660.25 |
666.50 |
645.25 |
649.50 |
-12.75 |
40,151 |
289,239 |
+5,448 |
May12 |
111026 |
665.75 |
672.00 |
651.25 |
655.25 |
-12.50 |
8,375 |
87,893 |
+756 |
Jul12 |
111026 |
669.50 |
675.75 |
654.75 |
658.75 |
-12.50 |
11,505 |
114,792 |
-371 |
Sep12 |
111026 |
627.00 |
627.00 |
614.25 |
618.25 |
-11.50 |
1,166 |
31,441 |
+199 |
Dec12 |
111026 |
606.25 |
611.50 |
595.75 |
600.50 |
-8.00 |
9,812 |
126,003 |
+2,650 |
Mar13 |
111026 |
614.50 |
619.00 |
609.00 |
611.25 |
-7.75 |
50 |
29,717 |
-12 |
May13 |
111026 |
615.25 |
625.50 |
615.25 |
617.75 |
-7.75 |
17 |
1,175 |
-10 |
Jul13 |
111026 |
625.75 |
630.00 |
622.25 |
622.25 |
-7.75 |
18 |
1,519 |
+9 |
Sep13 |
111026 |
596.50 |
601.50 |
596.50 |
596.50 |
-5.00 |
1 |
312 |
+1 |
Total Volume and Open Interest |
211,311 |
1,220,762 |
-8,477 |
Wheat(CBOT) |
Dec11 |
111026 |
637.50 |
643.25 |
616.50 |
619.50 |
-16.75 |
36,955 |
195,062 |
-2,890 |
Mar12 |
111026 |
673.50 |
679.00 |
653.75 |
656.25 |
-16.50 |
14,424 |
97,631 |
+1,822 |
May12 |
111026 |
695.50 |
700.00 |
676.25 |
678.75 |
-16.25 |
3,373 |
31,398 |
+647 |
Jul12 |
111026 |
710.25 |
713.50 |
690.00 |
694.25 |
-14.00 |
6,414 |
64,431 |
-343 |
Sep12 |
111026 |
734.00 |
734.00 |
711.75 |
715.00 |
-15.00 |
865 |
4,497 |
+273 |
Dec12 |
111026 |
747.50 |
753.50 |
729.00 |
732.50 |
-15.75 |
2,015 |
32,017 |
+432 |
Total Volume and Open Interest |
64,183 |
428,942 |
-52 |
Wheat(KCBT) |
Dec11 |
111026 |
734.25 |
739.00 |
715.25 |
716.00 |
-17.50 |
8,933 |
56,852 |
-2,710 |
Mar12 |
111026 |
747.50 |
752.50 |
729.00 |
730.25 |
-17.25 |
4,621 |
49,406 |
+424 |
May12 |
111026 |
756.50 |
757.50 |
738.25 |
738.75 |
-17.00 |
678 |
8,535 |
+123 |
Jul12 |
111026 |
764.00 |
768.75 |
744.75 |
747.00 |
-16.50 |
2,788 |
33,378 |
+988 |
Sep12 |
111026 |
772.50 |
772.50 |
726.00 |
762.00 |
-13.50 |
117 |
2,707 |
-21 |
Dec12 |
111026 |
791.75 |
794.75 |
777.00 |
780.00 |
-12.00 |
175 |
3,632 |
+107 |
Total Volume and Open Interest |
17,328 |
154,796 |
-1,088 |
Wheat(MGE) |
Dec11 |
111026 |
917.50 |
918.50 |
907.50 |
910.25 |
-6.25 |
843 |
10,426 |
-131 |
Mar12 |
111026 |
855.00 |
864.00 |
842.75 |
845.50 |
-9.50 |
1,150 |
16,231 |
-106 |
May12 |
111026 |
836.00 |
837.50 |
825.00 |
828.25 |
-7.75 |
335 |
5,170 |
+62 |
Jul12 |
111026 |
833.00 |
833.00 |
816.00 |
820.25 |
-5.25 |
542 |
5,727 |
+181 |
Sep12 |
111026 |
802.25 |
802.25 |
791.50 |
796.75 |
-6.00 |
292 |
2,931 |
+61 |
Total Volume and Open Interest |
3,411 |
42,370 |
+139 |
Oats(CBOT) |
Dec11 |
111026 |
337.25 |
340.25 |
329.00 |
330.00 |
-6.50 |
894 |
11,252 |
-230 |
Mar12 |
111026 |
349.00 |
350.00 |
339.00 |
340.00 |
-7.00 |
522 |
4,658 |
+235 |
May12 |
111026 |
346.50 |
353.50 |
346.50 |
346.50 |
-7.00 |
34 |
265 |
+31 |
Jul12 |
111026 |
360.00 |
360.00 |
352.50 |
352.50 |
-7.00 |
1 |
20 |
+0 |
Total Volume and Open Interest |
1,451 |
16,316 |
+36 |
Rough Rice(CBOT) |
Nov11 |
111026 |
17.01 |
17.21 |
16.85 |
16.89 |
-0.22 |
1,388 |
4,682 |
-895 |
Jan12 |
111026 |
17.31 |
17.51 |
17.15 |
17.17 |
-0.22 |
1,927 |
9,424 |
+834 |
Mar12 |
111026 |
17.61 |
17.77 |
17.47 |
17.47 |
-0.22 |
207 |
3,320 |
+32 |
May12 |
111026 |
17.88 |
17.93 |
17.73 |
17.73 |
-0.20 |
36 |
305 |
-4 |
Total Volume and Open Interest |
3,709 |
18,227 |
+63 |
Live Cattle(CME) |
Oct11 |
111026 |
122.135 |
122.550 |
120.850 |
121.050 |
-1.050 |
2,041 |
3,918 |
-671 |
Dec11 |
111026 |
121.930 |
122.400 |
120.330 |
120.430 |
-1.550 |
28,038 |
149,434 |
-2,439 |
Feb12 |
111026 |
124.350 |
124.980 |
122.980 |
123.050 |
-1.680 |
10,165 |
80,385 |
+1,711 |
Apr12 |
111026 |
127.700 |
128.100 |
126.450 |
126.500 |
-1.550 |
7,559 |
64,207 |
+25 |
Jun12 |
111026 |
125.680 |
126.200 |
124.680 |
124.750 |
-1.430 |
2,580 |
28,890 |
+209 |
Aug12 |
111026 |
125.330 |
125.750 |
124.600 |
125.000 |
-1.050 |
881 |
5,895 |
+159 |
Total Volume and Open Interest |
51,973 |
336,771 |
-716 |
Feeder Cattle(CME) |
Oct11 |
111026 |
139.550 |
140.035 |
139.550 |
139.735 |
+0.085 |
466 |
2,321 |
-184 |
Nov11 |
111026 |
141.935 |
143.075 |
141.500 |
141.700 |
-0.100 |
1,486 |
9,401 |
-428 |
Jan12 |
111026 |
146.535 |
147.500 |
145.825 |
146.285 |
-0.465 |
1,724 |
15,030 |
+232 |
Mar12 |
111026 |
146.985 |
147.985 |
146.400 |
146.950 |
-0.235 |
540 |
5,009 |
+63 |
Apr12 |
111026 |
147.450 |
148.450 |
147.000 |
147.750 |
-0.250 |
147 |
1,194 |
+35 |
May12 |
111026 |
147.380 |
148.350 |
147.300 |
147.800 |
-0.250 |
150 |
1,401 |
+98 |
Aug12 |
111026 |
148.400 |
149.250 |
148.300 |
148.750 |
-0.350 |
74 |
1,592 |
+26 |
Total Volume and Open Interest |
4,601 |
36,066 |
-146 |
Lean Hogs(CME) |
Dec11 |
111026 |
87.385 |
87.850 |
86.850 |
87.035 |
-0.815 |
18,341 |
100,863 |
-806 |
Feb12 |
111026 |
90.450 |
90.830 |
89.600 |
89.650 |
-1.500 |
10,386 |
66,938 |
+1,408 |
Apr12 |
111026 |
93.230 |
93.385 |
92.135 |
92.430 |
-1.170 |
3,688 |
52,341 |
+96 |
May12 |
111026 |
97.900 |
98.300 |
97.000 |
97.950 |
-1.150 |
28 |
2,104 |
-2 |
Jun12 |
111026 |
99.600 |
99.785 |
98.600 |
98.950 |
-1.230 |
1,408 |
31,911 |
+202 |
Jul12 |
111026 |
97.980 |
98.350 |
97.430 |
97.900 |
-0.850 |
256 |
8,978 |
+59 |
Aug12 |
111026 |
96.000 |
96.050 |
95.400 |
95.885 |
-0.915 |
231 |
9,809 |
+115 |
Oct12 |
111026 |
84.550 |
84.730 |
84.150 |
84.650 |
-1.000 |
443 |
4,746 |
+75 |
Total Volume and Open Interest |
34,796 |
279,577 |
+1,143 |
Class III Milk(CME) |
Oct11 |
111026 |
18.00 |
18.02 |
18.00 |
18.00 |
unch |
14 |
5,177 |
-4 |
Nov11 |
111026 |
17.63 |
17.92 |
17.55 |
17.88 |
+0.28 |
302 |
5,372 |
-52 |
Dec11 |
111026 |
17.04 |
17.35 |
17.03 |
17.23 |
+0.15 |
338 |
4,852 |
+53 |
Jan12 |
111026 |
16.55 |
16.70 |
16.51 |
16.60 |
+0.01 |
130 |
2,466 |
+51 |
Feb12 |
111026 |
16.19 |
16.31 |
16.12 |
16.23 |
+0.04 |
78 |
2,195 |
+30 |
Total Volume and Open Interest |
1,228 |
31,954 |
+264 |
Cocoa(ICE) |
Dec11 |
111026 |
2652 |
2720 |
2649 |
2693 |
+57 |
13,118 |
72,896 |
+696 |
Mar12 |
111026 |
2696 |
2757 |
2696 |
2727 |
+44 |
7,369 |
64,690 |
+1,750 |
May12 |
111026 |
2715 |
2772 |
2712 |
2739 |
+43 |
1,081 |
21,522 |
+399 |
Jul12 |
111026 |
2741 |
2774 |
2740 |
2753 |
+42 |
186 |
10,757 |
+21 |
Sep12 |
111026 |
2753 |
2783 |
2752 |
2765 |
+42 |
127 |
11,577 |
+15 |
Dec12 |
111026 |
2766 |
2796 |
2761 |
2779 |
+43 |
24 |
10,319 |
+11 |
Mar13 |
111026 |
2780 |
2820 |
2780 |
2797 |
+43 |
76 |
2,763 |
-67 |
Total Volume and Open Interest |
21,981 |
196,670 |
+2,825 |
Coffee "C"(ICE) |
Dec11 |
111026 |
236.80 |
240.50 |
231.90 |
233.70 |
-2.85 |
21,495 |
59,909 |
-2,805 |
Mar12 |
111026 |
240.00 |
243.50 |
235.10 |
236.90 |
-3.00 |
10,057 |
35,595 |
+2,517 |
May12 |
111026 |
241.80 |
244.85 |
237.00 |
238.30 |
-3.15 |
1,643 |
13,960 |
+614 |
Jul12 |
111026 |
245.30 |
245.65 |
239.05 |
239.05 |
-3.10 |
426 |
4,310 |
+23 |
Sep12 |
111026 |
244.10 |
244.60 |
237.00 |
238.70 |
-2.85 |
1,785 |
5,010 |
+1,388 |
Dec12 |
111026 |
243.45 |
244.05 |
237.40 |
237.85 |
-3.10 |
114 |
2,809 |
-19 |
Total Volume and Open Interest |
35,572 |
122,607 |
+1,728 |
Orange Juice(ICE) |
Nov11 |
111026 |
182.00 |
192.55 |
179.85 |
192.55 |
+10.00 |
801 |
1,747 |
-785 |
Jan12 |
111026 |
173.95 |
179.20 |
172.25 |
177.35 |
+2.40 |
1,696 |
17,698 |
+1,035 |
Mar12 |
111026 |
171.15 |
174.00 |
171.15 |
173.90 |
+2.75 |
112 |
4,348 |
+32 |
May12 |
111026 |
170.75 |
171.40 |
170.75 |
171.40 |
+2.50 |
5 |
1,554 |
+0 |
Jul12 |
111026 |
171.70 |
171.70 |
171.70 |
171.70 |
+2.10 |
0 |
319 |
+0 |
Sep12 |
111026 |
169.85 |
169.85 |
169.85 |
169.85 |
+1.65 |
0 |
53 |
+0 |
Total Volume and Open Interest |
2,614 |
25,732 |
+282 |
Sugar #11(ICE) |
Mar12 |
111026 |
27.10 |
27.21 |
26.24 |
26.35 |
-0.59 |
37,097 |
248,480 |
-2,191 |
May12 |
111026 |
26.10 |
26.38 |
25.47 |
25.60 |
-0.50 |
10,613 |
81,933 |
+1,864 |
Jul12 |
111026 |
25.30 |
25.50 |
24.68 |
24.78 |
-0.41 |
5,750 |
72,493 |
-326 |
Oct12 |
111026 |
24.97 |
25.08 |
24.37 |
24.43 |
-0.32 |
1,980 |
43,900 |
+144 |
Mar13 |
111026 |
24.74 |
25.05 |
24.43 |
24.52 |
-0.22 |
2,371 |
30,797 |
+720 |
Total Volume and Open Interest |
59,422 |
507,502 |
+456 |
London Cocoa(LCE) |
Dec11 |
111026 |
1684 |
1710 |
1682 |
1700 |
+26 |
4,876 |
78,150 |
+195 |
Mar12 |
111026 |
1711 |
1734 |
1708 |
1725 |
+25 |
3,686 |
57,121 |
+343 |
May12 |
111026 |
1723 |
1747 |
1723 |
1740 |
+25 |
1,865 |
16,331 |
+422 |
Jul12 |
111026 |
1746 |
1761 |
1743 |
1754 |
+24 |
436 |
18,372 |
-152 |
Sep12 |
111026 |
1760 |
1774 |
1755 |
1767 |
+22 |
1,218 |
13,483 |
+405 |
Dec12 |
111026 |
1775 |
1788 |
1775 |
1781 |
+23 |
108 |
10,669 |
+64 |
Mar13 |
111026 |
1791 |
1791 |
1791 |
1791 |
+23 |
0 |
2,366 |
+0 |
Total Volume and Open Interest |
12,189 |
196,999 |
+1,277 |
London Sugar(LCE) |
Dec11 |
111026 |
729.90 |
731.10 |
715.20 |
722.50 |
-6.00 |
2,002 |
19,742 |
+67 |
Mar12 |
111026 |
684.80 |
687.70 |
666.80 |
674.50 |
-11.20 |
1,336 |
16,744 |
+297 |
May12 |
111026 |
676.30 |
676.30 |
657.10 |
664.40 |
-11.20 |
134 |
6,796 |
+32 |
Aug12 |
111026 |
657.70 |
660.30 |
642.60 |
649.90 |
-9.80 |
85 |
4,121 |
+14 |
Oct12 |
111026 |
645.50 |
649.20 |
632.90 |
640.30 |
-8.10 |
15 |
2,536 |
+9 |
Total Volume and Open Interest |
3,574 |
51,675 |
+419 |
Cotton(ICE) |
Dec11 |
111026 |
99.68 |
100.73 |
99.48 |
100.32 |
+0.64 |
17,590 |
84,592 |
-1,279 |
Mar12 |
111026 |
98.58 |
99.12 |
98.01 |
98.91 |
+0.60 |
4,640 |
47,161 |
+1,253 |
May12 |
111026 |
97.84 |
98.57 |
97.50 |
98.36 |
+0.48 |
1,309 |
10,916 |
+532 |
Jul12 |
111026 |
97.70 |
98.03 |
97.00 |
97.66 |
+0.15 |
624 |
12,035 |
+200 |
Oct12 |
111026 |
96.51 |
96.51 |
96.51 |
96.51 |
+0.10 |
0 |
3 |
+0 |
Dec12 |
111026 |
94.75 |
94.85 |
94.00 |
94.66 |
+0.10 |
94 |
3,754 |
+27 |
Total Volume and Open Interest |
24,257 |
159,357 |
+733 |
Lumber(CME) |
Nov11 |
111026 |
219.4 |
223.5 |
218.5 |
220.3 |
-0.4 |
559 |
1,866 |
-188 |
Jan12 |
111026 |
231.3 |
236.8 |
231.3 |
233.5 |
+3.3 |
714 |
6,240 |
+227 |
Mar12 |
111026 |
250.3 |
254.9 |
250.3 |
251.9 |
+1.9 |
192 |
1,651 |
+89 |
May12 |
111026 |
266.5 |
266.5 |
265.1 |
266.5 |
+1.5 |
0 |
161 |
+0 |
Total Volume and Open Interest |
1,465 |
9,945 |
+128 |
Crude Oil(NYM) |
Dec11 |
111026 |
92.59 |
93.92 |
90.00 |
90.20 |
-2.97 |
489,373 |
346,617 |
-11,910 |
Jan12 |
111026 |
92.35 |
93.68 |
89.99 |
90.18 |
-2.75 |
146,490 |
177,269 |
+7,186 |
Feb12 |
111026 |
91.94 |
93.45 |
89.95 |
90.15 |
-2.52 |
79,874 |
73,529 |
+5,766 |
Mar12 |
111026 |
91.79 |
93.21 |
89.88 |
90.08 |
-2.33 |
61,909 |
65,906 |
-560 |
Apr12 |
111026 |
92.44 |
92.84 |
89.98 |
89.98 |
-2.16 |
38,137 |
36,816 |
+2,815 |
May12 |
111026 |
92.30 |
92.73 |
89.89 |
89.89 |
-1.98 |
25,852 |
27,658 |
-579 |
Jun12 |
111026 |
91.43 |
92.58 |
89.60 |
89.79 |
-1.83 |
67,085 |
75,550 |
+418 |
Jul12 |
111026 |
91.42 |
92.08 |
89.70 |
89.70 |
-1.72 |
11,750 |
34,573 |
-1,633 |
Aug12 |
111026 |
91.00 |
91.00 |
89.60 |
89.60 |
-1.62 |
7,476 |
21,051 |
+672 |
Sep12 |
111026 |
91.49 |
91.60 |
89.48 |
89.53 |
-1.54 |
11,790 |
21,974 |
+1,213 |
Oct12 |
111026 |
91.95 |
92.05 |
89.49 |
89.49 |
-1.45 |
5,606 |
23,456 |
-206 |
Nov12 |
111026 |
91.20 |
91.20 |
89.48 |
89.48 |
-1.39 |
6,756 |
25,437 |
-56 |
Dec12 |
111026 |
90.65 |
92.00 |
89.26 |
89.47 |
-1.34 |
68,543 |
163,913 |
-2,019 |
Jan13 |
111026 |
90.90 |
90.90 |
89.36 |
89.36 |
-1.30 |
2,457 |
25,902 |
+186 |
Feb13 |
111026 |
89.55 |
89.55 |
89.21 |
89.21 |
-1.27 |
359 |
10,058 |
+21 |
Mar13 |
111026 |
89.07 |
89.07 |
89.07 |
89.07 |
-1.22 |
286 |
8,663 |
+23 |
Total Volume and Open Interest |
1,064,135 |
1,388,897 |
+4,556 |
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 |
111026 |
92.700 |
93.925 |
90.025 |
90.200 |
-2.975 |
16,192 |
2,259 |
+246 |
Jan12 |
111026 |
92.550 |
93.525 |
90.100 |
90.175 |
-2.750 |
953 |
327 |
-18 |
Feb12 |
111026 |
92.600 |
93.175 |
90.150 |
90.150 |
-2.525 |
50 |
85 |
+8 |
Mar12 |
111026 |
90.075 |
90.075 |
90.075 |
90.075 |
-2.325 |
2 |
17 |
+1 |
Apr12 |
111026 |
89.975 |
89.975 |
89.975 |
89.975 |
-2.175 |
0 |
22 |
+0 |
May12 |
111026 |
89.900 |
89.900 |
89.900 |
89.900 |
-1.975 |
0 |
7 |
+0 |
Jun12 |
111026 |
89.800 |
89.800 |
89.800 |
89.800 |
-1.825 |
2 |
17 |
-2 |
Jul12 |
111026 |
89.700 |
89.700 |
89.700 |
89.700 |
-1.725 |
0 |
4 |
+0 |
Total Volume and Open Interest |
17,205 |
2,966 |
+229 |
Heating Oil(NYM) |
Nov11 |
111026 |
304.94 |
306.82 |
301.33 |
301.58 |
-3.44 |
29,021 |
30,946 |
-6,280 |
Dec11 |
111026 |
304.81 |
307.03 |
301.81 |
302.10 |
-3.02 |
60,388 |
84,616 |
+3,454 |
Jan12 |
111026 |
304.00 |
305.86 |
300.70 |
301.01 |
-3.04 |
20,474 |
49,050 |
+614 |
Feb12 |
111026 |
303.50 |
303.50 |
298.96 |
299.29 |
-3.16 |
9,480 |
25,061 |
+1,740 |
Mar12 |
111026 |
300.45 |
301.78 |
296.36 |
296.63 |
-3.23 |
7,586 |
21,853 |
-125 |
Apr12 |
111026 |
294.46 |
294.46 |
292.60 |
292.60 |
-3.12 |
1,979 |
11,010 |
-2 |
May12 |
111026 |
290.71 |
290.71 |
288.64 |
288.64 |
-2.99 |
1,510 |
8,567 |
+132 |
Jun12 |
111026 |
290.80 |
290.80 |
286.03 |
286.18 |
-2.97 |
6,733 |
34,147 |
+100 |
Jul12 |
111026 |
287.39 |
287.40 |
285.79 |
285.79 |
-2.94 |
767 |
7,439 |
+120 |
Aug12 |
111026 |
287.34 |
288.44 |
285.77 |
285.77 |
-2.88 |
361 |
4,194 |
+82 |
Sep12 |
111026 |
285.97 |
285.97 |
285.97 |
285.97 |
-2.83 |
767 |
4,526 |
-68 |
Oct12 |
111026 |
286.53 |
286.53 |
286.53 |
286.53 |
-2.82 |
96 |
1,491 |
+21 |
Total Volume and Open Interest |
140,486 |
298,497 |
-595 |
Gasoline(NYMEX) |
Nov11 |
111026 |
269.70 |
271.56 |
264.69 |
265.16 |
-4.82 |
41,417 |
23,971 |
-9,678 |
Dec11 |
111026 |
267.00 |
269.17 |
262.10 |
262.53 |
-4.94 |
70,483 |
92,610 |
+4,855 |
Jan12 |
111026 |
265.40 |
266.47 |
260.80 |
261.11 |
-4.74 |
25,857 |
40,326 |
+859 |
Feb12 |
111026 |
265.30 |
265.30 |
260.17 |
260.49 |
-4.45 |
11,887 |
17,599 |
-359 |
Mar12 |
111026 |
264.50 |
265.84 |
260.62 |
260.75 |
-4.16 |
10,594 |
23,601 |
+2,029 |
Apr12 |
111026 |
275.95 |
277.96 |
273.87 |
273.87 |
-3.74 |
6,699 |
19,267 |
+1,970 |
May12 |
111026 |
274.66 |
274.76 |
273.32 |
273.32 |
-3.64 |
3,517 |
10,144 |
+99 |
Jun12 |
111026 |
275.07 |
275.43 |
271.56 |
271.56 |
-3.51 |
5,661 |
20,205 |
-554 |
Jul12 |
111026 |
270.17 |
270.17 |
269.33 |
269.33 |
-3.37 |
1,227 |
5,593 |
+462 |
Aug12 |
111026 |
267.89 |
267.89 |
266.72 |
266.72 |
-3.18 |
406 |
5,193 |
-3 |
Total Volume and Open Interest |
179,954 |
280,564 |
-231 |
e-miNY RBOB Gasoline(NYM) |
Nov11 |
111026 |
265.20 |
265.20 |
265.16 |
265.20 |
-4.80 |
|
|
|
Dec11 |
111026 |
262.50 |
262.53 |
262.50 |
262.50 |
-5.00 |
|
|
|
Jan12 |
111026 |
261.10 |
261.11 |
261.10 |
261.10 |
-4.80 |
0 |
1 |
+0 |
Feb12 |
111026 |
260.50 |
260.50 |
260.49 |
260.50 |
-4.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Nov11 |
111026 |
3.660 |
3.693 |
3.564 |
3.590 |
-0.068 |
88,392 |
25,036 |
-10,472 |
Dec11 |
111026 |
3.853 |
3.880 |
3.756 |
3.775 |
-0.077 |
81,068 |
167,444 |
+565 |
Jan12 |
111026 |
3.980 |
4.005 |
3.891 |
3.911 |
-0.066 |
36,525 |
240,157 |
-2,855 |
Feb12 |
111026 |
4.000 |
4.015 |
3.909 |
3.928 |
-0.064 |
11,844 |
79,719 |
-366 |
Mar12 |
111026 |
3.969 |
3.982 |
3.878 |
3.898 |
-0.061 |
13,009 |
91,437 |
-176 |
Apr12 |
111026 |
3.959 |
3.971 |
3.870 |
3.892 |
-0.056 |
16,639 |
89,697 |
+85 |
May12 |
111026 |
4.002 |
4.002 |
3.905 |
3.928 |
-0.053 |
3,076 |
31,573 |
+164 |
Jun12 |
111026 |
4.032 |
4.042 |
3.948 |
3.968 |
-0.052 |
1,090 |
15,604 |
+216 |
Jul12 |
111026 |
4.078 |
4.086 |
3.990 |
4.014 |
-0.051 |
1,525 |
18,262 |
+361 |
Aug12 |
111026 |
4.103 |
4.103 |
4.027 |
4.040 |
-0.050 |
1,015 |
12,460 |
-133 |
Sep12 |
111026 |
4.106 |
4.106 |
4.024 |
4.042 |
-0.049 |
647 |
10,113 |
+152 |
Oct12 |
111026 |
4.149 |
4.153 |
4.068 |
4.080 |
-0.048 |
5,645 |
48,894 |
+159 |
Nov12 |
111026 |
4.260 |
4.293 |
4.207 |
4.228 |
-0.044 |
1,375 |
13,009 |
-6 |
Dec12 |
111026 |
4.547 |
4.547 |
4.463 |
4.485 |
-0.042 |
1,772 |
16,479 |
+254 |
Jan13 |
111026 |
4.675 |
4.682 |
4.600 |
4.627 |
-0.042 |
1,195 |
26,849 |
+185 |
Feb13 |
111026 |
4.655 |
4.655 |
4.604 |
4.613 |
-0.041 |
101 |
5,294 |
+76 |
Total Volume and Open Interest |
265,230 |
977,327 |
-11,772 |
Brent Crude Oil(ICE) |
Dec11 |
111026 |
110.85 |
111.78 |
108.76 |
108.91 |
-2.01 |
256,186 |
200,816 |
-11,577 |
Jan12 |
111026 |
109.58 |
110.44 |
107.71 |
107.82 |
-1.82 |
114,485 |
147,137 |
-109 |
Feb12 |
111026 |
108.60 |
109.41 |
107.00 |
107.12 |
-1.58 |
63,636 |
96,582 |
-771 |
Mar12 |
111026 |
107.67 |
108.50 |
106.37 |
106.47 |
-1.35 |
40,629 |
81,709 |
+1,139 |
Apr12 |
111026 |
107.49 |
107.83 |
105.85 |
105.97 |
-1.16 |
15,391 |
32,095 |
+1,213 |
May12 |
111026 |
106.98 |
107.32 |
105.40 |
105.53 |
-1.06 |
9,160 |
19,476 |
-425 |
Jun12 |
111026 |
106.35 |
106.85 |
104.94 |
105.09 |
-0.99 |
32,698 |
60,063 |
+3,166 |
Jul12 |
111026 |
105.98 |
106.05 |
104.68 |
104.68 |
-0.95 |
4,844 |
17,006 |
+350 |
Aug12 |
111026 |
105.53 |
105.60 |
104.27 |
104.27 |
-0.91 |
3,266 |
16,195 |
+194 |
Sep12 |
111026 |
104.50 |
104.54 |
103.81 |
103.81 |
-0.89 |
6,421 |
20,953 |
-135 |
Oct12 |
111026 |
103.41 |
103.41 |
103.41 |
103.41 |
-0.86 |
3,162 |
10,016 |
+444 |
Nov12 |
111026 |
103.03 |
103.03 |
103.03 |
103.03 |
-0.84 |
3,008 |
13,762 |
-80 |
Dec12 |
111026 |
103.64 |
104.22 |
102.41 |
102.63 |
-0.83 |
33,439 |
97,995 |
-3,343 |
Jan13 |
111026 |
102.31 |
102.31 |
102.31 |
102.31 |
-0.80 |
1,144 |
7,739 |
-118 |
Total Volume and Open Interest |
612,526 |
963,954 |
-7,391 |
Gas Oil(ICE) |
Nov11 |
111026 |
958.25 |
964.50 |
946.50 |
954.00 |
-3.00 |
63,873 |
107,753 |
+2,044 |
Dec11 |
111026 |
947.25 |
953.00 |
935.75 |
942.50 |
-3.00 |
103,372 |
120,176 |
+3,378 |
Jan12 |
111026 |
939.25 |
945.25 |
928.25 |
934.75 |
-2.75 |
37,506 |
56,560 |
+464 |
Feb12 |
111026 |
932.00 |
936.25 |
922.50 |
928.25 |
-2.25 |
19,581 |
46,580 |
+1,017 |
Mar12 |
111026 |
925.75 |
929.50 |
916.25 |
922.00 |
-1.75 |
17,308 |
27,594 |
-769 |
Apr12 |
111026 |
919.25 |
923.25 |
910.50 |
916.00 |
-1.50 |
6,589 |
19,661 |
+42 |
May12 |
111026 |
913.75 |
917.25 |
905.75 |
910.75 |
-1.00 |
3,660 |
19,390 |
-286 |
Jun12 |
111026 |
911.00 |
914.75 |
902.00 |
908.25 |
-0.50 |
10,737 |
45,151 |
+1,340 |
Jul12 |
111026 |
911.00 |
911.00 |
904.25 |
908.75 |
unch |
1,055 |
14,826 |
-249 |
Aug12 |
111026 |
911.00 |
911.00 |
907.25 |
909.25 |
+0.25 |
696 |
10,650 |
+136 |
Total Volume and Open Interest |
272,112 |
560,018 |
+8,702 |
Ethanol(CBOT) |
Oct11 |
111005 |
2.517 |
2.520 |
2.496 |
2.520 |
+0.062 |
73 |
103 |
-30 |
Nov11 |
111026 |
2.709 |
2.715 |
2.684 |
2.689 |
-0.008 |
124 |
679 |
-22 |
Dec11 |
111026 |
2.595 |
2.598 |
2.578 |
2.586 |
-0.012 |
177 |
1,573 |
-38 |
Jan12 |
111026 |
2.450 |
2.450 |
2.426 |
2.432 |
-0.027 |
363 |
1,493 |
+140 |
Feb12 |
111026 |
2.381 |
2.392 |
2.365 |
2.382 |
-0.028 |
153 |
869 |
+28 |
Mar12 |
111026 |
2.387 |
2.390 |
2.368 |
2.383 |
-0.031 |
186 |
1,002 |
+46 |
Apr12 |
111026 |
2.384 |
2.384 |
2.384 |
2.384 |
-0.036 |
75 |
702 |
-22 |
May12 |
111026 |
2.418 |
2.418 |
2.404 |
2.405 |
-0.029 |
125 |
699 |
-44 |
Total Volume and Open Interest |
1,672 |
10,833 |
-63 |
WTI Crude Oil(ICE) |
Dec11 |
111026 |
92.56 |
93.90 |
90.00 |
90.20 |
-2.97 |
139,337 |
102,761 |
-4,900 |
Jan12 |
111026 |
92.67 |
93.62 |
90.00 |
90.18 |
-2.75 |
59,928 |
47,690 |
+4,381 |
Feb12 |
111026 |
92.40 |
93.31 |
89.95 |
90.15 |
-2.52 |
38,768 |
22,686 |
+1,975 |
Mar12 |
111026 |
92.77 |
93.11 |
89.86 |
90.08 |
-2.33 |
28,915 |
19,051 |
-1,338 |
Apr12 |
111026 |
92.53 |
92.92 |
89.91 |
89.98 |
-2.16 |
14,889 |
8,294 |
-1,955 |
May12 |
111026 |
92.65 |
92.72 |
89.75 |
89.89 |
-1.98 |
9,280 |
7,156 |
-1,029 |
Jun12 |
111026 |
92.08 |
92.57 |
89.62 |
89.79 |
-1.83 |
17,898 |
34,681 |
-1,190 |
Jul12 |
111026 |
91.74 |
92.38 |
89.67 |
89.70 |
-1.72 |
3,192 |
7,212 |
+60 |
Aug12 |
111026 |
91.54 |
91.55 |
89.57 |
89.60 |
-1.62 |
1,715 |
4,326 |
-56 |
Sep12 |
111026 |
89.53 |
89.53 |
89.53 |
89.53 |
-1.54 |
1,216 |
7,732 |
+64 |
Oct12 |
111026 |
89.49 |
89.49 |
89.49 |
89.49 |
-1.45 |
764 |
2,239 |
+60 |
Nov12 |
111026 |
89.48 |
89.48 |
89.48 |
89.48 |
-1.39 |
577 |
3,136 |
+4 |
Dec12 |
111026 |
90.94 |
91.97 |
89.27 |
89.47 |
-1.34 |
17,690 |
50,107 |
-421 |
Jan13 |
111026 |
89.36 |
89.36 |
89.36 |
89.36 |
-1.30 |
113 |
1,950 |
-97 |
Feb13 |
111026 |
89.21 |
89.21 |
89.21 |
89.21 |
-1.27 |
0 |
592 |
+0 |
Mar13 |
111026 |
89.07 |
89.07 |
89.07 |
89.07 |
-1.22 |
0 |
1,475 |
+0 |
Total Volume and Open Interest |
340,837 |
412,020 |
-3,457 |
US Dollar Index(ICE) |
Dec11 |
111026 |
76.480 |
76.870 |
76.065 |
76.473 |
+0.153 |
35,701 |
63,368 |
-1,197 |
Mar12 |
111026 |
76.650 |
77.250 |
76.600 |
76.887 |
+0.157 |
48 |
577 |
+2 |
Jun12 |
111026 |
77.348 |
77.348 |
77.348 |
77.348 |
+0.158 |
0 |
2 |
+0 |
Total Volume and Open Interest |
35,749 |
63,947 |
-1,195 |
Australian Dollar(CME) |
Dec11 |
111026 |
103.63 |
103.67 |
102.55 |
103.23 |
-0.69 |
164,839 |
126,361 |
+4,049 |
Mar12 |
111026 |
102.56 |
102.89 |
101.68 |
102.22 |
-0.67 |
156 |
303 |
+32 |
Jun12 |
111026 |
101.36 |
101.98 |
101.36 |
101.36 |
-0.62 |
0 |
19 |
+0 |
Total Volume and Open Interest |
164,995 |
126,816 |
+4,081 |
British Pound(CME) |
Dec11 |
111026 |
159.99 |
160.33 |
158.81 |
159.48 |
-0.58 |
96,243 |
171,372 |
+1,387 |
Mar12 |
111026 |
159.92 |
159.92 |
158.72 |
159.31 |
-0.58 |
119 |
180 |
+53 |
Jun12 |
111026 |
159.16 |
159.73 |
159.16 |
159.16 |
-0.57 |
0 |
3 |
+0 |
Total Volume and Open Interest |
96,362 |
171,560 |
+1,440 |
Canadian Dollar(CME) |
Dec11 |
111026 |
98.31 |
99.51 |
98.14 |
99.24 |
+0.76 |
116,941 |
115,244 |
+3,540 |
Mar12 |
111026 |
98.00 |
99.30 |
97.99 |
99.06 |
+0.75 |
462 |
3,403 |
-58 |
Jun12 |
111026 |
97.90 |
98.91 |
97.90 |
98.91 |
+0.75 |
3 |
787 |
-1 |
Sep12 |
111026 |
98.00 |
98.83 |
98.00 |
98.83 |
+0.76 |
62 |
638 |
+16 |
Total Volume and Open Interest |
117,468 |
120,187 |
+3,497 |
Japanese Yen(CME) |
Dec11 |
111026 |
131.52 |
132.19 |
131.12 |
131.39 |
-0.42 |
96,446 |
164,911 |
+4,917 |
Mar12 |
111026 |
131.80 |
132.18 |
131.48 |
131.65 |
-0.42 |
48 |
680 |
+1 |
Jun12 |
111026 |
132.00 |
132.31 |
131.94 |
131.94 |
-0.37 |
0 |
21 |
+0 |
Total Volume and Open Interest |
96,494 |
165,616 |
+4,918 |
Swiss Franc(CME) |
Dec11 |
111026 |
114.02 |
114.67 |
112.96 |
113.48 |
-0.51 |
32,358 |
27,065 |
+158 |
Mar12 |
111026 |
114.87 |
114.87 |
113.42 |
113.76 |
-0.49 |
9 |
623 |
-3 |
Jun12 |
111026 |
114.09 |
114.57 |
114.09 |
114.09 |
-0.48 |
0 |
5 |
+0 |
Total Volume and Open Interest |
32,367 |
27,697 |
+155 |
EuroFX(CME) |
Dec11 |
111026 |
139.04 |
139.70 |
137.92 |
138.90 |
-0.30 |
343,739 |
232,340 |
-1,545 |
Mar12 |
111026 |
139.00 |
139.59 |
137.96 |
138.88 |
-0.30 |
331 |
2,588 |
+4 |
Jun12 |
111026 |
138.89 |
139.18 |
138.89 |
138.89 |
-0.29 |
1 |
831 |
+1 |
Total Volume and Open Interest |
344,072 |
235,774 |
-1,539 |
Mexican Peso(CME) |
Nov11 |
111026 |
743.2 |
743.2 |
739.8 |
743.2 |
+3.5 |
|
|
|
Dec11 |
111026 |
736.2 |
745.8 |
735.2 |
741.2 |
+3.2 |
38,857 |
95,951 |
-113 |
Total Volume and Open Interest |
38,857 |
96,313 |
-113 |
Brazilian Real(CME) |
Nov11 |
111026 |
567.10 |
571.15 |
564.75 |
567.30 |
+1.55 |
269 |
1,505 |
-269 |
Dec11 |
111026 |
560.00 |
564.00 |
560.00 |
563.65 |
+1.55 |
212 |
5,188 |
+97 |
Jan12 |
111026 |
560.35 |
560.35 |
560.35 |
560.35 |
+1.40 |
0 |
10,149 |
+0 |
Feb12 |
111026 |
557.05 |
557.05 |
557.05 |
557.05 |
+1.25 |
|
|
|
Total Volume and Open Interest |
481 |
32,163 |
-172 |
30-Year T-Bonds(CBOT) |
Dec11 |
111026 |
140~060 |
140~130 |
138~190 |
138~250 |
-1~090 |
368,985 |
618,098 |
+8,143 |
Mar12 |
111026 |
139~220 |
139~230 |
138~040 |
138~080 |
-1~100 |
212 |
2,419 |
+120 |
Jun12 |
111026 |
137~020 |
138~230 |
137~020 |
137~080 |
-1~150 |
1 |
3 |
+1 |
Total Volume and Open Interest |
369,198 |
620,520 |
+8,264 |
10-Year T-Notes(CBOT) |
Dec11 |
111026 |
129~065 |
129~080 |
128~140 |
128~185 |
-0~175 |
1,253,678 |
1,490,749 |
+24,442 |
Mar12 |
111026 |
128~130 |
128~130 |
127~225 |
127~225 |
-0~185 |
369 |
13,419 |
+236 |
Jun12 |
111026 |
126~225 |
127~090 |
126~225 |
126~225 |
-0~185 |
|
|
|
Total Volume and Open Interest |
1,254,047 |
1,504,168 |
+24,678 |
5-Year T-Notes(CBOT) |
Dec11 |
111026 |
122~069 |
122~070 |
122~017 |
122~027 |
-0~038 |
653,558 |
1,247,619 |
+39,916 |
Mar12 |
111026 |
121~100 |
122~003 |
121~090 |
121~090 |
-0~041 |
1,355 |
1,498 |
+714 |
Jun12 |
111026 |
120~114 |
121~027 |
120~114 |
120~114 |
-0~041 |
|
|
|
Total Volume and Open Interest |
654,913 |
1,249,117 |
+40,630 |
2 Year T-Notes(CBOT) |
Dec11 |
111026 |
110~019 |
110~020 |
110~008 |
110~009 |
-0~008 |
243,385 |
720,938 |
+11,759 |
Mar12 |
111026 |
110~009 |
110~016 |
110~008 |
110~008 |
-0~008 |
2,413 |
2,092 |
+1,386 |
Jun12 |
111026 |
109~100 |
109~108 |
109~100 |
109~100 |
-0~008 |
|
|
|
Total Volume and Open Interest |
245,798 |
723,030 |
+13,145 |
Eurodollars(CME) |
Dec11 |
111026 |
99.460 |
99.470 |
99.445 |
99.455 |
-0.010 |
118,723 |
1,020,911 |
-8,439 |
Mar12 |
111026 |
99.390 |
99.400 |
99.365 |
99.370 |
-0.020 |
146,145 |
976,397 |
-736 |
Jun12 |
111026 |
99.375 |
99.375 |
99.340 |
99.345 |
-0.025 |
135,837 |
1,058,674 |
+7,099 |
Sep12 |
111026 |
99.370 |
99.370 |
99.325 |
99.330 |
-0.030 |
152,658 |
732,120 |
-3,333 |
Dec12 |
111026 |
99.365 |
99.365 |
99.315 |
99.320 |
-0.035 |
146,369 |
749,052 |
+3,876 |
Mar13 |
111026 |
99.355 |
99.360 |
99.305 |
99.310 |
-0.040 |
152,227 |
767,735 |
+8,016 |
Jun13 |
111026 |
99.310 |
99.315 |
99.250 |
99.260 |
-0.045 |
142,892 |
530,343 |
+11,298 |
Sep13 |
111026 |
99.225 |
99.230 |
99.160 |
99.170 |
-0.050 |
122,958 |
454,134 |
+6,961 |
Dec13 |
111026 |
99.080 |
99.080 |
99.010 |
99.020 |
-0.055 |
113,122 |
429,035 |
-663 |
Mar14 |
111026 |
98.925 |
98.930 |
98.845 |
98.860 |
-0.060 |
82,300 |
312,925 |
+3,683 |
Jun14 |
111026 |
98.735 |
98.740 |
98.650 |
98.665 |
-0.065 |
68,489 |
261,100 |
+1,916 |
Sep14 |
111026 |
98.535 |
98.540 |
98.445 |
98.460 |
-0.065 |
71,975 |
168,930 |
+2,543 |
Dec14 |
111026 |
98.330 |
98.335 |
98.230 |
98.245 |
-0.070 |
67,045 |
148,335 |
+6,381 |
Mar15 |
111026 |
98.135 |
98.140 |
98.025 |
98.045 |
-0.075 |
36,655 |
113,214 |
+1,981 |
Jun15 |
111026 |
6.200 |
6.200 |
6.075 |
6.095 |
-0.080 |
28,923 |
93,768 |
-1,183 |
Sep15 |
111026 |
6.005 |
6.010 |
5.875 |
5.895 |
-0.090 |
25,097 |
79,333 |
+2,470 |
Dec15 |
111026 |
5.815 |
5.820 |
5.675 |
5.695 |
-0.095 |
17,145 |
54,029 |
+69 |
Mar16 |
111026 |
5.650 |
5.660 |
5.510 |
5.530 |
-0.100 |
17,343 |
49,814 |
+2,215 |
Total Volume and Open Interest |
1,681,255 |
8,223,952 |
+44,332 |
30 Day Federal Funds(CBOT) |
Oct11 |
111026 |
99.930 |
99.930 |
99.927 |
99.927 |
unch |
57 |
64,330 |
-12 |
Nov11 |
111026 |
99.925 |
99.925 |
99.920 |
99.920 |
unch |
533 |
66,579 |
+174 |
Dec11 |
111026 |
99.920 |
99.925 |
99.915 |
99.920 |
unch |
2,509 |
62,639 |
-206 |
Jan12 |
111026 |
99.910 |
99.915 |
99.905 |
99.910 |
unch |
1,486 |
52,932 |
-464 |
Feb12 |
111026 |
99.905 |
99.905 |
99.900 |
99.900 |
unch |
246 |
45,360 |
+49 |
Mar12 |
111026 |
99.895 |
99.900 |
99.890 |
99.895 |
unch |
1,736 |
30,262 |
-659 |
Total Volume and Open Interest |
16,470 |
641,904 |
+1,284 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111026 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.003 |
0 |
281 |
+0 |
Mar12 |
111026 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
300 |
+0 |
Jun12 |
111026 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Sep12 |
111026 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec12 |
111026 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar13 |
111026 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun13 |
111026 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111026 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Dec13 |
111026 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Mar14 |
111026 |
99.205 |
99.205 |
99.205 |
99.205 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111026 |
99.68 |
99.68 |
99.67 |
99.67 |
unch |
0 |
2,179 |
+0 |
Mar12 |
111026 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,378 |
+0 |
Jun12 |
111026 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,470 |
+0 |
Sep12 |
111026 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
100 |
710 |
+100 |
Dec12 |
111026 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
100 |
151 |
+100 |
Mar13 |
111026 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1 |
+0 |
Jun13 |
111026 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
Sep13 |
111026 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
Total Volume and Open Interest |
200 |
6,891 |
+200 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111026 |
142.35 |
142.74 |
142.33 |
142.69 |
+0.39 |
818 |
19,250 |
+14 |
Mar12 |
111026 |
142.10 |
142.10 |
142.10 |
142.10 |
+0.39 |
0 |
5 |
+0 |
Jun12 |
111026 |
140.01 |
140.01 |
140.01 |
140.01 |
+0.39 |
|
|
|
Total Volume and Open Interest |
818 |
19,255 |
+14 |
Euro-Bund(EUREX) |
Dec11 |
111026 |
135.33 |
136.04 |
134.72 |
135.62 |
+0.36 |
966,435 |
876,896 |
-39,505 |
Mar12 |
111026 |
135.82 |
136.40 |
135.15 |
136.00 |
+0.40 |
88 |
2,271 |
+0 |
Jun12 |
111026 |
135.92 |
135.92 |
135.92 |
135.92 |
+0.36 |
|
|
|
Total Volume and Open Interest |
966,523 |
879,167 |
-39,505 |
Euro-Bobl(EUREX) |
Dec11 |
111026 |
122.05 |
122.56 |
121.82 |
122.35 |
+0.38 |
499,103 |
721,749 |
-7,202 |
Mar12 |
111026 |
122.66 |
122.66 |
122.66 |
122.66 |
+0.42 |
6 |
18,192 |
+0 |
Jun12 |
111026 |
122.50 |
122.50 |
122.50 |
122.50 |
+0.38 |
|
|
|
Total Volume and Open Interest |
499,109 |
739,941 |
-7,202 |
3-Mth Euribor(EUREX) |
Dec11 |
111026 |
98.595 |
98.620 |
98.595 |
98.620 |
+0.010 |
200 |
1,757 |
+0 |
Mar12 |
111026 |
98.820 |
98.820 |
98.820 |
98.820 |
+0.030 |
116 |
2,182 |
+100 |
Jun12 |
111026 |
98.860 |
98.905 |
98.860 |
98.905 |
+0.050 |
100 |
958 |
+0 |
Total Volume and Open Interest |
421 |
8,179 |
+100 |
Long Gilt(LIFFE) |
Dec11 |
111026 |
127~30 |
128~24 |
127~23 |
128~14 |
+0~15 |
186,894 |
297,943 |
+8,592 |
Mar12 |
111026 |
111~20 |
112~11 |
111~16 |
112~06 |
+0~16 |
1,922 |
2,847 |
+52 |
Total Volume and Open Interest |
188,816 |
300,790 |
+8,644 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111026 |
98.90 |
98.92 |
98.90 |
98.90 |
unch |
29,646 |
363,925 |
+1,048 |
Mar12 |
111026 |
98.90 |
98.91 |
98.89 |
98.90 |
unch |
36,263 |
348,705 |
-269 |
Jun12 |
111026 |
98.92 |
98.93 |
98.91 |
98.92 |
+0.01 |
36,718 |
210,097 |
-3,889 |
Sep12 |
111026 |
98.92 |
98.94 |
98.91 |
98.92 |
+0.01 |
22,407 |
225,495 |
+760 |
Dec12 |
111026 |
98.89 |
98.91 |
98.87 |
98.89 |
+0.02 |
28,007 |
177,611 |
-6,275 |
Mar13 |
111026 |
98.88 |
98.88 |
98.83 |
98.86 |
+0.03 |
22,184 |
157,917 |
-1,319 |
Total Volume and Open Interest |
234,975 |
1,876,747 |
-7,028 |
3-Mth Euribor(LIFFE) |
Dec11 |
111026 |
98.615 |
98.635 |
98.595 |
98.620 |
+0.010 |
88,312 |
741,082 |
-3,519 |
Mar12 |
111026 |
98.805 |
98.840 |
98.785 |
98.820 |
+0.030 |
84,747 |
514,661 |
-10,844 |
Jun12 |
111026 |
98.880 |
98.920 |
98.855 |
98.905 |
+0.050 |
98,146 |
373,074 |
+1,479 |
Total Volume and Open Interest |
644,095 |
3,368,078 |
+3,731 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111026 |
95.44 |
95.63 |
95.43 |
95.58 |
+0.14 |
30,540 |
226,634 |
+6,103 |
Mar12 |
111026 |
95.76 |
96.01 |
95.74 |
95.96 |
+0.20 |
35,531 |
195,295 |
+5,247 |
Jun12 |
111026 |
95.87 |
96.12 |
95.83 |
96.08 |
+0.22 |
15,580 |
115,773 |
+720 |
Sep12 |
111026 |
95.83 |
96.07 |
95.79 |
96.03 |
+0.20 |
7,472 |
78,883 |
+2,074 |
Dec12 |
111026 |
95.76 |
95.97 |
95.72 |
95.95 |
+0.19 |
2,805 |
47,758 |
+952 |
Mar13 |
111026 |
95.67 |
95.88 |
95.65 |
95.87 |
+0.18 |
2,360 |
45,904 |
+707 |
Jun13 |
111026 |
95.62 |
95.80 |
95.59 |
95.79 |
+0.17 |
2,028 |
32,060 |
-212 |
Sep13 |
111026 |
95.51 |
95.71 |
95.50 |
95.70 |
+0.16 |
595 |
15,016 |
+106 |
Dec13 |
111026 |
95.39 |
95.62 |
95.39 |
95.61 |
+0.17 |
54 |
3,400 |
+33 |
Mar14 |
111026 |
95.29 |
95.51 |
95.29 |
95.51 |
+0.18 |
10 |
445 |
+9 |
Total Volume and Open Interest |
96,975 |
761,234 |
+15,739 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111026 |
95.47 |
95.61 |
95.41 |
95.60 |
+0.14 |
40,213 |
353,516 |
+1,252 |
Mar12 |
111026 |
95.60 |
95.60 |
95.60 |
95.60 |
+0.14 |
|
|
|
Total Volume and Open Interest |
40,213 |
353,516 |
+1,252 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111026 |
96.08 |
96.27 |
96.03 |
96.26 |
+0.19 |
166,581 |
502,699 |
+23,007 |
Mar12 |
111026 |
96.26 |
96.26 |
96.26 |
96.26 |
+0.19 |
|
|
|
Total Volume and Open Interest |
166,581 |
502,699 |
+23,007 |
Gold(CMX) |
Oct11 |
111026 |
1717.0 |
1723.5 |
1708.9 |
1722.7 |
+23.1 |
355 |
362 |
-264 |
Dec11 |
111026 |
1707.1 |
1728.0 |
1696.5 |
1723.5 |
+23.1 |
195,637 |
267,825 |
+6,807 |
Feb12 |
111026 |
1705.2 |
1730.0 |
1700.0 |
1725.5 |
+23.1 |
4,329 |
54,681 |
+722 |
Apr12 |
111026 |
1715.2 |
1730.2 |
1707.1 |
1727.1 |
+23.1 |
611 |
15,325 |
-127 |
Jun12 |
111026 |
1711.4 |
1731.0 |
1703.4 |
1728.8 |
+23.2 |
794 |
18,869 |
+55 |
Aug12 |
111026 |
1720.2 |
1735.0 |
1716.6 |
1730.5 |
+23.3 |
135 |
7,640 |
+27 |
Oct12 |
111026 |
1713.8 |
1736.6 |
1713.8 |
1732.3 |
+23.3 |
75 |
5,953 |
-19 |
Dec12 |
111026 |
1712.2 |
1737.1 |
1712.2 |
1734.5 |
+23.3 |
382 |
16,042 |
+63 |
Feb13 |
111026 |
1736.8 |
1736.8 |
1736.8 |
1736.8 |
+23.4 |
16 |
3,402 |
+9 |
Apr13 |
111026 |
1732.1 |
1739.4 |
1728.3 |
1739.4 |
+23.5 |
57 |
328 |
+47 |
Jun13 |
111026 |
1742.4 |
1742.4 |
1742.4 |
1742.4 |
+23.6 |
166 |
9,065 |
+46 |
Aug13 |
111026 |
1745.6 |
1745.6 |
1745.6 |
1745.6 |
+23.8 |
0 |
45 |
+0 |
Total Volume and Open Interest |
203,637 |
443,723 |
+7,426 |
Silver(CMX) |
Dec11 |
111026 |
3317.0 |
3395.0 |
3290.5 |
3331.0 |
+25.8 |
52,769 |
60,296 |
-366 |
Mar12 |
111026 |
3300.0 |
3397.0 |
3297.0 |
3335.0 |
+25.9 |
5,711 |
13,607 |
+110 |
May12 |
111026 |
3352.5 |
3380.5 |
3336.6 |
3336.6 |
+26.1 |
698 |
3,648 |
+336 |
Jul12 |
111026 |
3343.5 |
3343.5 |
3337.2 |
3337.2 |
+26.1 |
85 |
2,772 |
+24 |
Sep12 |
111026 |
3337.2 |
3337.2 |
3337.2 |
3337.2 |
+26.1 |
30 |
1,351 |
+7 |
Dec12 |
111026 |
3360.0 |
3379.0 |
3323.0 |
3336.8 |
+26.2 |
298 |
11,490 |
+71 |
Mar13 |
111026 |
3331.0 |
3331.0 |
3331.0 |
3331.0 |
+26.6 |
0 |
787 |
+0 |
Total Volume and Open Interest |
60,047 |
107,066 |
+223 |
Platinum(NYMEX) |
Oct11 |
111026 |
1594.4 |
1594.4 |
1588.9 |
1594.1 |
+28.6 |
2 |
2 |
-67 |
Jan12 |
111026 |
1568.4 |
1600.0 |
1564.1 |
1597.2 |
+28.4 |
7,859 |
34,125 |
-276 |
Apr12 |
111026 |
1573.0 |
1602.6 |
1571.2 |
1600.5 |
+28.4 |
95 |
3,077 |
+16 |
Jul12 |
111026 |
1583.0 |
1603.7 |
1583.0 |
1603.7 |
+28.3 |
0 |
38 |
+0 |
Total Volume and Open Interest |
7,956 |
37,291 |
-327 |
Palladium(NYMEX) |
Dec11 |
111026 |
649.75 |
659.50 |
640.50 |
646.05 |
-6.05 |
3,977 |
18,036 |
-356 |
Mar12 |
111026 |
648.50 |
652.25 |
646.75 |
647.40 |
-6.05 |
19 |
704 |
+9 |
Jun12 |
111026 |
648.45 |
648.45 |
648.45 |
648.45 |
-6.05 |
1 |
6 |
+0 |
Total Volume and Open Interest |
3,997 |
18,747 |
-347 |
Copper(CMX) |
Dec11 |
111026 |
341.35 |
358.80 |
339.60 |
349.00 |
+6.95 |
59,871 |
73,351 |
-4,712 |
Mar12 |
111026 |
342.45 |
360.10 |
342.30 |
350.95 |
+6.95 |
6,310 |
34,357 |
+1,015 |
May12 |
111026 |
353.50 |
353.50 |
351.75 |
351.80 |
+6.85 |
564 |
8,752 |
+134 |
Jul12 |
111026 |
344.35 |
353.90 |
344.35 |
352.35 |
+6.70 |
180 |
2,753 |
+84 |
Sep12 |
111026 |
353.70 |
360.65 |
351.90 |
352.65 |
+6.60 |
9 |
1,160 |
+3 |
Total Volume and Open Interest |
68,406 |
129,893 |
-3,212 |
DJIA Index(CBOT) |
Dec11 |
111026 |
11665 |
11835 |
11633 |
11802 |
+140 |
287 |
14,006 |
+161 |
Mar12 |
111026 |
11731 |
11731 |
11591 |
11731 |
+140 |
0 |
200 |
+0 |
Jun12 |
111026 |
11664 |
11664 |
11524 |
11664 |
+140 |
0 |
200 |
+0 |
Sep12 |
111026 |
11601 |
11601 |
11461 |
11601 |
+140 |
|
|
|
Total Volume and Open Interest |
287 |
14,406 |
+161 |
E-mini DJIA Index(CBOT) |
Dec11 |
111026 |
11668 |
11833 |
11632 |
11802 |
+140 |
147,788 |
78,342 |
+506 |
Mar12 |
111026 |
11621 |
11731 |
11588 |
11731 |
+140 |
33 |
127 |
-6 |
Jun12 |
111026 |
11727 |
11727 |
11664 |
11664 |
+140 |
3 |
5 |
+3 |
Sep12 |
111026 |
11601 |
11601 |
11601 |
11601 |
+140 |
2 |
12 |
+2 |
Total Volume and Open Interest |
147,826 |
78,486 |
+505 |
S & P 500(CME) |
Dec11 |
111026 |
1225.50 |
1242.50 |
1216.80 |
1237.40 |
+12.80 |
13,404 |
287,886 |
-635 |
Mar12 |
111026 |
1230.00 |
1233.50 |
1210.50 |
1231.40 |
+12.90 |
362 |
6,430 |
+303 |
Jun12 |
111026 |
1226.30 |
1228.40 |
1205.40 |
1226.30 |
+12.90 |
0 |
1,396 |
+0 |
Sep12 |
111026 |
1220.30 |
1222.40 |
1199.40 |
1220.30 |
+12.90 |
0 |
3 |
+0 |
Total Volume and Open Interest |
13,766 |
295,815 |
-332 |
S & P 500 E-Mini(Globex) |
Dec11 |
111026 |
1225.00 |
1242.50 |
1216.50 |
1237.50 |
+13.00 |
2,635,786 |
2,994,122 |
+9,678 |
Mar12 |
111026 |
1219.00 |
1235.50 |
1211.50 |
1231.50 |
+13.00 |
2,596 |
9,956 |
-310 |
Total Volume and Open Interest |
2,638,389 |
3,004,309 |
+9,367 |
NASDAQ 100(CME) |
Dec11 |
111026 |
2323.00 |
2350.50 |
2288.50 |
2326.50 |
+4.70 |
1,407 |
23,028 |
+499 |
Mar12 |
111026 |
2321.80 |
2335.00 |
2291.00 |
2321.80 |
+4.80 |
|
|
|
Jun12 |
111026 |
2318.80 |
2321.00 |
2318.80 |
2318.80 |
+4.80 |
|
|
|
Total Volume and Open Interest |
1,407 |
23,028 |
+499 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111026 |
2323.30 |
2350.30 |
2287.00 |
2326.50 |
+4.70 |
325,017 |
337,283 |
-1,346 |
Mar12 |
111026 |
2330.80 |
2352.30 |
2294.00 |
2321.80 |
+4.80 |
31 |
136 |
-5 |
Total Volume and Open Interest |
325,050 |
337,429 |
-1,349 |
S & P Midcap 400(CME) |
Dec11 |
111026 |
861.00 |
877.00 |
860.00 |
871.20 |
+7.50 |
0 |
4,533 |
+0 |
Mar12 |
111026 |
869.20 |
869.70 |
869.20 |
869.20 |
+7.50 |
|
|
|
Jun12 |
111026 |
867.20 |
867.70 |
867.20 |
867.20 |
+7.50 |
|
|
|
Total Volume and Open Interest |
0 |
4,533 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111026 |
8700 |
8810 |
8665 |
8800 |
+90 |
7,361 |
26,413 |
+68 |
Mar12 |
111026 |
8725 |
8800 |
8710 |
8800 |
+90 |
0 |
14 |
+0 |
Total Volume and Open Interest |
7,361 |
26,427 |
+68 |
Nikkei 225(SGX) |
Dec11 |
111026 |
8780 |
8825 |
8650 |
8730 |
-40 |
86,563 |
205,764 |
+594 |
Mar12 |
111026 |
8770 |
8770 |
8645 |
8720 |
-40 |
51 |
5,307 |
+1 |
Jun12 |
111026 |
8645 |
8645 |
8645 |
8645 |
-40 |
0 |
18 |
+0 |
Total Volume and Open Interest |
87,098 |
218,177 |
+886 |
CAC 40(EURONEXT) |
Nov11 |
111026 |
3163.0 |
3223.0 |
3139.5 |
3164.0 |
-4.5 |
101,925 |
252,139 |
+4,282 |
Dec11 |
111026 |
3155.0 |
3219.5 |
3149.5 |
3162.5 |
-4.5 |
593 |
48,548 |
+297 |
Jan12 |
111026 |
3159.5 |
3159.5 |
3159.5 |
3159.5 |
-7.5 |
|
|
|
Total Volume and Open Interest |
102,518 |
300,694 |
+4,579 |
Hang Seng Index(HKFE) |
Oct11 |
111026 |
18762 |
19130 |
18719 |
19032 |
+12 |
111,794 |
68,376 |
-12,869 |
Nov11 |
111026 |
18700 |
19090 |
18680 |
18993 |
+14 |
28,900 |
32,784 |
+20,590 |
Dec11 |
111026 |
18800 |
19051 |
18680 |
18969 |
+7 |
1,317 |
10,218 |
-114 |
Total Volume and Open Interest |
142,110 |
112,914 |
+7,586 |
DAX(EUREX) |
Dec11 |
111026 |
6040.0 |
6155.0 |
5958.0 |
6016.5 |
-34.5 |
202,210 |
158,627 |
-2,357 |
Mar12 |
111026 |
6052.5 |
6165.0 |
5979.0 |
6030.0 |
-36.0 |
328 |
7,200 |
-60 |
Jun12 |
111026 |
6080.0 |
6136.0 |
6000.0 |
6050.5 |
-35.5 |
41 |
872 |
+5 |
Total Volume and Open Interest |
202,579 |
166,699 |
-2,412 |
FT-SE 100(EURONEXT) |
Dec11 |
111026 |
5480.00 |
5552.00 |
5474.50 |
5523.50 |
+26.50 |
127,661 |
643,941 |
+6,623 |
Mar12 |
111026 |
5446.00 |
5513.00 |
5446.00 |
5488.00 |
+26.00 |
114 |
1,418 |
+105 |
Jun12 |
111026 |
5448.50 |
5451.50 |
5448.50 |
5451.50 |
+26.50 |
0 |
483 |
+0 |
Total Volume and Open Interest |
127,775 |
645,842 |
+6,728 |
SPI 200(SFE) |
Dec11 |
111026 |
4215.0 |
4257.0 |
4166.0 |
4222.0 |
+6.0 |
36,684 |
199,885 |
+528 |
Mar12 |
111026 |
4190.0 |
4230.0 |
4190.0 |
4203.0 |
+5.0 |
30 |
2,604 |
-60 |
Jun12 |
111026 |
4214.0 |
4214.0 |
4214.0 |
4214.0 |
+5.0 |
27 |
1,224 |
+27 |
Total Volume and Open Interest |
36,808 |
205,763 |
+534 |
GSCI(CME) |
Nov11 |
111026 |
650.00 |
651.00 |
638.00 |
638.00 |
-11.50 |
199 |
7,739 |
+4 |
Dec11 |
111026 |
651.00 |
652.00 |
639.50 |
639.50 |
-10.50 |
2 |
17 |
+0 |
Jan12 |
111026 |
638.50 |
650.50 |
638.50 |
638.50 |
-10.00 |
|
|
|
Total Volume and Open Interest |
201 |
7,756 |
+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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