|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu October 27, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111027 |
1211.50 |
1243.00 |
1210.50 |
1235.00 |
+24.50 |
93,403 |
51,313 |
-21,760 |
Jan12 |
111027 |
1219.50 |
1252.50 |
1219.50 |
1244.00 |
+24.25 |
79,723 |
219,631 |
+7,168 |
Mar12 |
111027 |
1229.50 |
1262.00 |
1229.50 |
1253.50 |
+24.25 |
18,786 |
84,220 |
+4,085 |
May12 |
111027 |
1237.00 |
1270.00 |
1237.00 |
1262.00 |
+25.25 |
6,562 |
68,921 |
+574 |
Jul12 |
111027 |
1245.25 |
1278.50 |
1245.25 |
1271.00 |
+25.75 |
8,777 |
50,422 |
+1,065 |
Aug12 |
111027 |
1261.50 |
1269.00 |
1241.75 |
1269.00 |
+27.25 |
106 |
582 |
+44 |
Sep12 |
111027 |
1240.00 |
1264.00 |
1230.00 |
1259.00 |
+29.00 |
47 |
479 |
+15 |
Nov12 |
111027 |
1220.50 |
1256.25 |
1220.50 |
1251.00 |
+30.25 |
4,542 |
46,288 |
+33 |
Jan13 |
111027 |
1250.25 |
1261.00 |
1229.00 |
1259.25 |
+30.25 |
8 |
10,239 |
+4 |
Mar13 |
111027 |
1256.00 |
1264.75 |
1234.50 |
1264.75 |
+30.25 |
0 |
162 |
+0 |
May13 |
111027 |
1257.50 |
1266.75 |
1236.25 |
1266.75 |
+30.50 |
4 |
98 |
+1 |
Jul13 |
111027 |
1263.00 |
1274.25 |
1241.25 |
1271.50 |
+30.25 |
6 |
194 |
+3 |
Aug13 |
111027 |
1268.00 |
1268.00 |
1237.75 |
1268.00 |
+30.25 |
|
|
|
Sep13 |
111027 |
1252.00 |
1252.00 |
1221.75 |
1252.00 |
+30.25 |
|
|
|
Total Volume and Open Interest |
211,997 |
534,165 |
-8,761 |
Soybean Meal(CBOT) |
Dec11 |
111027 |
318.00 |
324.80 |
317.50 |
323.50 |
+6.50 |
33,229 |
84,438 |
-1,675 |
Jan12 |
111027 |
319.50 |
326.60 |
319.50 |
325.60 |
+6.90 |
10,347 |
21,566 |
-193 |
Mar12 |
111027 |
324.60 |
329.10 |
323.20 |
328.50 |
+6.80 |
4,211 |
23,314 |
+438 |
May12 |
111027 |
325.70 |
331.30 |
325.50 |
330.50 |
+6.60 |
3,606 |
19,969 |
+1,345 |
Jul12 |
111027 |
328.60 |
334.10 |
321.50 |
333.60 |
+6.70 |
2,798 |
16,462 |
-132 |
Aug12 |
111027 |
330.90 |
334.50 |
329.40 |
333.90 |
+6.90 |
128 |
3,097 |
+16 |
Sep12 |
111027 |
332.50 |
334.30 |
329.00 |
332.90 |
+7.00 |
303 |
3,661 |
+39 |
Oct12 |
111027 |
325.20 |
329.50 |
321.00 |
328.20 |
+7.20 |
289 |
2,574 |
+129 |
Dec12 |
111027 |
322.70 |
329.50 |
321.60 |
328.80 |
+7.20 |
963 |
10,418 |
+42 |
Jan13 |
111027 |
330.50 |
330.50 |
323.30 |
330.50 |
+7.20 |
74 |
897 |
+67 |
Total Volume and Open Interest |
56,048 |
187,848 |
+117 |
Soybean Oil(CBOT) |
Dec11 |
111027 |
50.95 |
52.50 |
50.95 |
52.11 |
+1.22 |
41,381 |
116,091 |
+130 |
Jan12 |
111027 |
51.20 |
52.76 |
51.20 |
52.37 |
+1.21 |
10,018 |
72,291 |
+581 |
Mar12 |
111027 |
51.70 |
53.14 |
51.70 |
52.75 |
+1.22 |
6,796 |
45,077 |
-445 |
May12 |
111027 |
52.21 |
53.46 |
52.20 |
53.10 |
+1.23 |
3,030 |
29,281 |
+595 |
Jul12 |
111027 |
52.57 |
53.76 |
52.57 |
53.39 |
+1.27 |
5,271 |
20,860 |
+224 |
Aug12 |
111027 |
53.33 |
53.85 |
53.20 |
53.47 |
+1.26 |
19 |
2,833 |
+1 |
Sep12 |
111027 |
53.31 |
53.89 |
53.20 |
53.52 |
+1.28 |
1,210 |
3,436 |
+90 |
Oct12 |
111027 |
53.28 |
53.66 |
52.15 |
53.41 |
+1.26 |
598 |
3,896 |
+460 |
Dec12 |
111027 |
52.70 |
53.78 |
52.12 |
53.41 |
+1.29 |
1,651 |
12,020 |
-352 |
Jan13 |
111027 |
53.41 |
53.41 |
52.12 |
53.41 |
+1.29 |
15 |
37 |
+2 |
Total Volume and Open Interest |
69,994 |
305,943 |
+1,291 |
Canola(WCE) |
Nov11 |
111027 |
534.0 |
537.5 |
528.0 |
530.5 |
+0.6 |
3,553 |
2,574 |
-6,196 |
Jan12 |
111027 |
530.7 |
539.5 |
530.0 |
535.5 |
+4.8 |
9,215 |
103,403 |
+1,949 |
Mar12 |
111027 |
538.0 |
547.1 |
538.0 |
543.3 |
+5.1 |
2,005 |
23,375 |
+1,118 |
May12 |
111027 |
547.8 |
552.2 |
547.7 |
548.4 |
+4.5 |
391 |
12,588 |
+145 |
Jul12 |
111027 |
553.6 |
557.2 |
552.6 |
553.4 |
+4.5 |
178 |
5,399 |
+40 |
Total Volume and Open Interest |
15,371 |
159,625 |
-2,943 |
Corn(CBOT) |
Dec11 |
111027 |
637.75 |
657.50 |
637.75 |
651.50 |
+14.25 |
164,234 |
516,362 |
-8,613 |
Mar12 |
111027 |
650.25 |
669.25 |
650.00 |
663.50 |
+14.00 |
61,701 |
297,255 |
+8,016 |
May12 |
111027 |
656.00 |
674.75 |
656.00 |
668.75 |
+13.50 |
11,506 |
87,860 |
-33 |
Jul12 |
111027 |
659.50 |
677.75 |
659.25 |
671.75 |
+13.00 |
16,471 |
116,386 |
+1,594 |
Sep12 |
111027 |
618.25 |
635.00 |
618.25 |
632.25 |
+14.00 |
1,846 |
32,181 |
+740 |
Dec12 |
111027 |
600.25 |
615.00 |
599.25 |
613.25 |
+12.75 |
10,559 |
127,231 |
+1,228 |
Mar13 |
111027 |
612.75 |
625.00 |
611.25 |
623.25 |
+12.00 |
74 |
29,712 |
-5 |
May13 |
111027 |
622.00 |
630.00 |
617.75 |
629.50 |
+11.75 |
17 |
1,185 |
+10 |
Jul13 |
111027 |
625.00 |
635.00 |
622.25 |
633.75 |
+11.50 |
20 |
1,509 |
-10 |
Sep13 |
111027 |
603.25 |
606.75 |
596.50 |
606.75 |
+10.25 |
8 |
316 |
+4 |
Total Volume and Open Interest |
266,785 |
1,223,806 |
+3,044 |
Wheat(CBOT) |
Dec11 |
111027 |
620.00 |
647.75 |
619.50 |
644.00 |
+24.50 |
51,269 |
191,453 |
-3,609 |
Mar12 |
111027 |
657.50 |
682.00 |
657.00 |
679.75 |
+23.50 |
15,674 |
102,531 |
+4,900 |
May12 |
111027 |
680.00 |
703.75 |
680.00 |
702.25 |
+23.50 |
1,927 |
31,848 |
+450 |
Jul12 |
111027 |
695.25 |
720.50 |
694.25 |
718.25 |
+24.00 |
5,762 |
64,851 |
+420 |
Sep12 |
111027 |
726.25 |
740.00 |
715.00 |
740.00 |
+25.00 |
1,361 |
5,084 |
+587 |
Dec12 |
111027 |
733.75 |
760.00 |
732.50 |
756.00 |
+23.50 |
2,943 |
32,774 |
+757 |
Total Volume and Open Interest |
78,998 |
432,431 |
+3,489 |
Wheat(KCBT) |
Dec11 |
111027 |
716.75 |
739.00 |
716.75 |
738.00 |
+22.00 |
7,728 |
56,082 |
-770 |
Mar12 |
111027 |
730.25 |
752.50 |
730.25 |
752.50 |
+22.25 |
3,865 |
49,823 |
+417 |
May12 |
111027 |
740.50 |
762.25 |
740.50 |
762.25 |
+23.50 |
393 |
8,606 |
+71 |
Jul12 |
111027 |
747.00 |
771.00 |
747.00 |
770.75 |
+23.75 |
2,175 |
33,994 |
+616 |
Sep12 |
111027 |
763.00 |
785.50 |
763.00 |
785.50 |
+23.50 |
311 |
2,784 |
+77 |
Dec12 |
111027 |
780.50 |
804.00 |
780.50 |
804.00 |
+24.00 |
404 |
3,771 |
+139 |
Total Volume and Open Interest |
14,877 |
155,345 |
+549 |
Wheat(MGE) |
Dec11 |
111027 |
910.00 |
930.00 |
910.00 |
923.00 |
+12.75 |
589 |
10,155 |
-271 |
Mar12 |
111027 |
845.25 |
867.00 |
845.25 |
859.00 |
+13.50 |
1,531 |
16,229 |
-2 |
May12 |
111027 |
833.25 |
848.50 |
833.25 |
842.50 |
+14.25 |
267 |
5,206 |
+36 |
Jul12 |
111027 |
829.00 |
839.75 |
826.75 |
834.00 |
+13.75 |
184 |
5,785 |
+58 |
Sep12 |
111027 |
793.75 |
814.50 |
793.75 |
813.25 |
+16.50 |
76 |
2,948 |
+17 |
Total Volume and Open Interest |
2,722 |
42,231 |
-139 |
Oats(CBOT) |
Dec11 |
111027 |
330.25 |
336.25 |
329.00 |
333.50 |
+3.50 |
945 |
11,121 |
-131 |
Mar12 |
111027 |
340.25 |
346.50 |
339.75 |
344.00 |
+4.00 |
497 |
5,099 |
+441 |
May12 |
111027 |
350.50 |
350.50 |
346.50 |
350.50 |
+4.00 |
0 |
265 |
+0 |
Jul12 |
111027 |
351.00 |
356.50 |
351.00 |
356.50 |
+4.00 |
1 |
21 |
+1 |
Total Volume and Open Interest |
1,443 |
16,627 |
+311 |
Rough Rice(CBOT) |
Nov11 |
111027 |
16.83 |
17.07 |
16.79 |
16.94 |
+0.06 |
1,346 |
3,729 |
-953 |
Jan12 |
111027 |
17.19 |
17.35 |
17.07 |
17.24 |
+0.07 |
1,625 |
10,372 |
+948 |
Mar12 |
111027 |
17.43 |
17.62 |
17.37 |
17.54 |
+0.07 |
210 |
3,432 |
+112 |
May12 |
111027 |
17.75 |
17.85 |
17.70 |
17.81 |
+0.08 |
39 |
331 |
+26 |
Total Volume and Open Interest |
3,268 |
18,394 |
+167 |
Live Cattle(CME) |
Oct11 |
111027 |
121.450 |
122.135 |
120.300 |
120.750 |
-0.300 |
2,250 |
2,663 |
-1,255 |
Dec11 |
111027 |
120.830 |
121.635 |
119.500 |
119.900 |
-0.530 |
23,207 |
145,508 |
-3,926 |
Feb12 |
111027 |
123.450 |
124.200 |
122.430 |
122.680 |
-0.370 |
7,780 |
81,054 |
+669 |
Apr12 |
111027 |
126.885 |
127.550 |
126.350 |
126.450 |
-0.050 |
4,232 |
64,142 |
-65 |
Jun12 |
111027 |
124.950 |
125.650 |
124.550 |
124.850 |
+0.100 |
2,233 |
29,061 |
+171 |
Aug12 |
111027 |
124.950 |
125.600 |
124.535 |
125.100 |
+0.100 |
594 |
5,998 |
+103 |
Total Volume and Open Interest |
40,537 |
332,558 |
-4,213 |
Feeder Cattle(CME) |
Oct11 |
111027 |
139.850 |
140.050 |
139.700 |
139.935 |
+0.200 |
633 |
2,019 |
-302 |
Nov11 |
111027 |
141.750 |
142.700 |
141.285 |
141.575 |
-0.125 |
2,437 |
8,786 |
-615 |
Jan12 |
111027 |
146.285 |
147.000 |
145.350 |
145.950 |
-0.335 |
2,272 |
15,448 |
+418 |
Mar12 |
111027 |
146.700 |
147.600 |
146.200 |
146.880 |
-0.070 |
464 |
5,037 |
+28 |
Apr12 |
111027 |
147.200 |
148.150 |
146.950 |
147.200 |
-0.550 |
215 |
1,259 |
+65 |
May12 |
111027 |
147.300 |
148.350 |
147.000 |
147.500 |
-0.300 |
137 |
1,451 |
+50 |
Aug12 |
111027 |
148.075 |
149.200 |
148.075 |
148.435 |
-0.315 |
95 |
1,618 |
+26 |
Total Volume and Open Interest |
6,293 |
35,757 |
-309 |
Lean Hogs(CME) |
Dec11 |
111027 |
87.180 |
88.100 |
86.500 |
86.650 |
-0.385 |
18,957 |
99,996 |
-867 |
Feb12 |
111027 |
89.850 |
90.550 |
89.250 |
89.680 |
+0.030 |
8,371 |
67,530 |
+592 |
Apr12 |
111027 |
92.680 |
93.080 |
91.950 |
92.180 |
-0.250 |
4,025 |
52,440 |
+99 |
May12 |
111027 |
97.580 |
98.050 |
97.100 |
97.850 |
-0.100 |
80 |
2,113 |
+9 |
Jun12 |
111027 |
98.750 |
99.400 |
98.430 |
98.730 |
-0.220 |
2,227 |
32,519 |
+608 |
Jul12 |
111027 |
97.800 |
98.150 |
97.300 |
97.535 |
-0.365 |
180 |
9,008 |
+30 |
Aug12 |
111027 |
95.950 |
96.050 |
95.350 |
95.680 |
-0.205 |
229 |
9,830 |
+21 |
Oct12 |
111027 |
84.200 |
84.650 |
84.000 |
84.500 |
-0.150 |
79 |
4,755 |
+9 |
Total Volume and Open Interest |
34,191 |
280,081 |
+504 |
Class III Milk(CME) |
Oct11 |
111027 |
18.02 |
18.02 |
18.00 |
18.00 |
unch |
12 |
5,167 |
-10 |
Nov11 |
111027 |
17.90 |
18.15 |
17.88 |
18.09 |
+0.21 |
188 |
5,315 |
-57 |
Dec11 |
111027 |
17.24 |
17.50 |
17.24 |
17.45 |
+0.22 |
249 |
4,913 |
+61 |
Jan12 |
111027 |
16.65 |
16.85 |
16.62 |
16.80 |
+0.20 |
137 |
2,518 |
+52 |
Feb12 |
111027 |
16.26 |
16.55 |
16.26 |
16.41 |
+0.18 |
86 |
2,229 |
+34 |
Total Volume and Open Interest |
1,132 |
32,212 |
+258 |
Cocoa(ICE) |
Dec11 |
111027 |
2707 |
2767 |
2701 |
2756 |
+63 |
15,612 |
71,315 |
-1,581 |
Mar12 |
111027 |
2725 |
2791 |
2725 |
2779 |
+52 |
7,091 |
67,416 |
+2,726 |
May12 |
111027 |
2759 |
2800 |
2756 |
2789 |
+50 |
903 |
21,680 |
+158 |
Jul12 |
111027 |
2775 |
2810 |
2774 |
2805 |
+52 |
537 |
11,099 |
+342 |
Sep12 |
111027 |
2805 |
2823 |
2802 |
2814 |
+49 |
102 |
11,556 |
-21 |
Dec12 |
111027 |
2811 |
2833 |
2804 |
2823 |
+44 |
117 |
10,333 |
+14 |
Mar13 |
111027 |
2820 |
2845 |
2820 |
2834 |
+37 |
18 |
2,757 |
-6 |
Total Volume and Open Interest |
24,384 |
198,298 |
+1,628 |
Coffee "C"(ICE) |
Dec11 |
111027 |
234.00 |
240.95 |
234.00 |
234.60 |
+0.90 |
11,300 |
59,702 |
-207 |
Mar12 |
111027 |
238.90 |
243.90 |
237.40 |
237.75 |
+0.85 |
5,566 |
36,083 |
+488 |
May12 |
111027 |
240.30 |
244.80 |
238.65 |
239.05 |
+0.75 |
1,515 |
14,025 |
+65 |
Jul12 |
111027 |
242.55 |
245.40 |
239.20 |
239.60 |
+0.55 |
342 |
4,339 |
+29 |
Sep12 |
111027 |
241.65 |
243.80 |
238.75 |
239.15 |
+0.45 |
142 |
5,111 |
+101 |
Dec12 |
111027 |
242.85 |
242.85 |
238.50 |
238.50 |
+0.65 |
33 |
2,809 |
+0 |
Total Volume and Open Interest |
18,918 |
123,085 |
+478 |
Orange Juice(ICE) |
Nov11 |
111027 |
191.50 |
192.55 |
188.90 |
190.00 |
-2.55 |
583 |
1,244 |
-503 |
Jan12 |
111027 |
177.35 |
179.00 |
172.85 |
174.90 |
-2.45 |
2,630 |
19,379 |
+1,681 |
Mar12 |
111027 |
174.30 |
175.00 |
170.75 |
170.90 |
-3.00 |
151 |
4,392 |
+44 |
May12 |
111027 |
169.65 |
169.65 |
168.30 |
168.30 |
-3.10 |
11 |
1,554 |
+0 |
Jul12 |
111027 |
168.60 |
168.60 |
168.60 |
168.60 |
-3.10 |
0 |
319 |
+0 |
Sep12 |
111027 |
167.60 |
167.60 |
167.60 |
167.60 |
-2.25 |
0 |
53 |
+0 |
Total Volume and Open Interest |
3,375 |
26,954 |
+1,222 |
Sugar #11(ICE) |
Mar12 |
111027 |
26.71 |
27.09 |
26.59 |
26.86 |
+0.51 |
34,946 |
244,461 |
-4,019 |
May12 |
111027 |
26.04 |
26.26 |
25.84 |
26.05 |
+0.45 |
10,004 |
84,044 |
+2,111 |
Jul12 |
111027 |
25.00 |
25.40 |
25.00 |
25.19 |
+0.41 |
4,208 |
72,441 |
-52 |
Oct12 |
111027 |
24.75 |
25.05 |
24.74 |
24.79 |
+0.36 |
2,363 |
43,715 |
-185 |
Mar13 |
111027 |
24.85 |
25.08 |
24.78 |
24.81 |
+0.29 |
1,197 |
30,981 |
+184 |
Total Volume and Open Interest |
53,722 |
505,811 |
-1,691 |
London Cocoa(LCE) |
Dec11 |
111027 |
1720 |
1726 |
1701 |
1714 |
+14 |
6,325 |
78,306 |
+156 |
Mar12 |
111027 |
1743 |
1751 |
1726 |
1739 |
+14 |
3,839 |
57,431 |
+310 |
May12 |
111027 |
1758 |
1762 |
1744 |
1752 |
+12 |
1,323 |
16,756 |
+425 |
Jul12 |
111027 |
1773 |
1776 |
1761 |
1766 |
+12 |
597 |
18,634 |
+262 |
Sep12 |
111027 |
1781 |
1786 |
1775 |
1779 |
+12 |
372 |
13,599 |
+116 |
Dec12 |
111027 |
1799 |
1802 |
1789 |
1794 |
+13 |
33 |
10,697 |
+28 |
Mar13 |
111027 |
1810 |
1810 |
1810 |
1810 |
+19 |
0 |
2,366 |
+0 |
Total Volume and Open Interest |
12,489 |
198,296 |
+1,297 |
London Sugar(LCE) |
Dec11 |
111027 |
724.30 |
727.50 |
712.90 |
714.90 |
-7.60 |
1,959 |
19,691 |
-51 |
Mar12 |
111027 |
677.80 |
685.10 |
675.00 |
681.40 |
+6.90 |
1,895 |
16,951 |
+207 |
May12 |
111027 |
667.10 |
672.20 |
664.10 |
670.30 |
+5.90 |
412 |
6,870 |
+74 |
Aug12 |
111027 |
652.60 |
656.00 |
650.00 |
655.80 |
+5.90 |
191 |
4,111 |
-10 |
Oct12 |
111027 |
643.50 |
650.30 |
640.90 |
646.70 |
+6.40 |
146 |
2,552 |
+16 |
Total Volume and Open Interest |
4,684 |
51,915 |
+240 |
Cotton(ICE) |
Dec11 |
111027 |
100.30 |
104.32 |
99.91 |
104.32 |
+4.00 |
8,169 |
84,447 |
-145 |
Mar12 |
111027 |
99.10 |
102.55 |
98.51 |
102.31 |
+3.40 |
3,096 |
47,853 |
+692 |
May12 |
111027 |
98.03 |
101.55 |
98.03 |
101.47 |
+3.11 |
496 |
11,051 |
+135 |
Jul12 |
111027 |
97.50 |
101.05 |
97.50 |
100.37 |
+2.71 |
596 |
12,041 |
+6 |
Oct12 |
111027 |
99.09 |
99.09 |
99.09 |
99.09 |
+2.58 |
0 |
3 |
+0 |
Dec12 |
111027 |
94.50 |
97.50 |
94.50 |
97.36 |
+2.70 |
329 |
3,990 |
+236 |
Total Volume and Open Interest |
12,737 |
160,306 |
+949 |
Lumber(CME) |
Nov11 |
111027 |
221.6 |
227.9 |
221.2 |
223.1 |
+2.8 |
187 |
1,809 |
-57 |
Jan12 |
111027 |
233.5 |
242.5 |
233.5 |
237.5 |
+4.0 |
272 |
6,229 |
-11 |
Mar12 |
111027 |
254.0 |
259.3 |
251.0 |
253.9 |
+2.0 |
48 |
1,671 |
+20 |
May12 |
111027 |
263.4 |
270.0 |
263.4 |
268.3 |
+1.8 |
1 |
162 |
+1 |
Total Volume and Open Interest |
509 |
9,899 |
-46 |
Crude Oil(NYM) |
Dec11 |
111027 |
90.98 |
94.25 |
90.74 |
93.96 |
+3.76 |
411,445 |
327,960 |
-18,657 |
Jan12 |
111027 |
90.95 |
94.16 |
90.81 |
93.82 |
+3.64 |
113,152 |
184,045 |
+6,776 |
Feb12 |
111027 |
90.99 |
94.04 |
90.99 |
93.68 |
+3.53 |
59,191 |
73,333 |
-196 |
Mar12 |
111027 |
91.07 |
93.98 |
91.07 |
93.54 |
+3.46 |
41,592 |
68,671 |
+2,765 |
Apr12 |
111027 |
91.36 |
93.84 |
91.36 |
93.41 |
+3.43 |
17,945 |
36,209 |
-607 |
May12 |
111027 |
91.44 |
93.62 |
91.10 |
93.31 |
+3.42 |
15,370 |
27,882 |
+224 |
Jun12 |
111027 |
91.35 |
93.65 |
91.00 |
93.20 |
+3.41 |
34,991 |
73,546 |
-2,004 |
Jul12 |
111027 |
91.38 |
93.31 |
91.38 |
93.09 |
+3.39 |
6,193 |
34,260 |
-313 |
Aug12 |
111027 |
90.59 |
92.99 |
90.59 |
92.96 |
+3.36 |
5,489 |
21,394 |
+343 |
Sep12 |
111027 |
90.47 |
93.35 |
90.46 |
92.85 |
+3.32 |
5,943 |
22,366 |
+392 |
Oct12 |
111027 |
92.31 |
92.77 |
92.31 |
92.77 |
+3.28 |
4,710 |
23,229 |
-227 |
Nov12 |
111027 |
91.80 |
92.74 |
91.80 |
92.74 |
+3.26 |
4,812 |
24,876 |
-561 |
Dec12 |
111027 |
90.60 |
93.25 |
90.33 |
92.72 |
+3.25 |
39,895 |
164,660 |
+747 |
Jan13 |
111027 |
92.61 |
92.61 |
92.61 |
92.61 |
+3.25 |
1,744 |
25,882 |
-20 |
Feb13 |
111027 |
92.46 |
92.46 |
92.46 |
92.46 |
+3.25 |
1,348 |
10,047 |
-11 |
Mar13 |
111027 |
92.33 |
92.33 |
92.33 |
92.33 |
+3.26 |
451 |
8,671 |
+8 |
Total Volume and Open Interest |
788,732 |
1,377,846 |
-11,051 |
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 |
111027 |
90.900 |
94.250 |
90.800 |
93.950 |
+3.750 |
11,856 |
2,462 |
+203 |
Jan12 |
111027 |
91.000 |
94.050 |
91.000 |
93.825 |
+3.650 |
457 |
270 |
-57 |
Feb12 |
111027 |
91.600 |
93.700 |
91.600 |
93.675 |
+3.525 |
52 |
85 |
+0 |
Mar12 |
111027 |
93.550 |
93.550 |
93.550 |
93.550 |
+3.475 |
0 |
17 |
+0 |
Apr12 |
111027 |
93.400 |
93.400 |
93.400 |
93.400 |
+3.425 |
0 |
22 |
+0 |
May12 |
111027 |
93.300 |
93.300 |
93.300 |
93.300 |
+3.400 |
0 |
7 |
+0 |
Jun12 |
111027 |
93.200 |
93.200 |
93.200 |
93.200 |
+3.400 |
0 |
17 |
+0 |
Jul12 |
111027 |
93.100 |
93.100 |
93.100 |
93.100 |
+3.400 |
0 |
4 |
+0 |
Total Volume and Open Interest |
12,365 |
3,112 |
+146 |
Heating Oil(NYM) |
Nov11 |
111027 |
302.15 |
311.18 |
302.06 |
309.84 |
+8.26 |
33,195 |
21,522 |
-9,424 |
Dec11 |
111027 |
302.56 |
311.74 |
302.55 |
310.37 |
+8.27 |
64,998 |
90,833 |
+6,217 |
Jan12 |
111027 |
302.71 |
310.78 |
302.05 |
309.53 |
+8.52 |
23,169 |
50,360 |
+1,310 |
Feb12 |
111027 |
301.38 |
309.00 |
300.35 |
308.07 |
+8.78 |
8,622 |
25,033 |
-28 |
Mar12 |
111027 |
299.57 |
306.09 |
299.57 |
305.54 |
+8.91 |
5,147 |
22,600 |
+747 |
Apr12 |
111027 |
302.00 |
302.00 |
301.54 |
301.67 |
+9.07 |
2,160 |
11,264 |
+254 |
May12 |
111027 |
292.86 |
297.89 |
292.86 |
297.89 |
+9.25 |
1,327 |
8,742 |
+175 |
Jun12 |
111027 |
288.30 |
296.74 |
288.30 |
295.56 |
+9.38 |
5,499 |
35,161 |
+1,014 |
Jul12 |
111027 |
295.16 |
295.16 |
295.16 |
295.16 |
+9.37 |
274 |
7,458 |
+19 |
Aug12 |
111027 |
293.01 |
295.14 |
293.01 |
295.14 |
+9.37 |
105 |
4,216 |
+22 |
Sep12 |
111027 |
293.55 |
295.34 |
293.28 |
295.34 |
+9.37 |
193 |
4,573 |
+47 |
Oct12 |
111027 |
294.01 |
295.93 |
294.00 |
295.93 |
+9.40 |
57 |
1,488 |
-3 |
Total Volume and Open Interest |
145,692 |
298,906 |
+409 |
Gasoline(NYMEX) |
Nov11 |
111027 |
265.50 |
277.10 |
265.50 |
274.20 |
+9.04 |
32,150 |
18,418 |
-5,553 |
Dec11 |
111027 |
263.28 |
273.17 |
263.21 |
270.72 |
+8.19 |
55,411 |
93,562 |
+952 |
Jan12 |
111027 |
263.20 |
271.21 |
263.20 |
269.25 |
+8.14 |
15,879 |
41,903 |
+1,577 |
Feb12 |
111027 |
261.29 |
270.93 |
261.29 |
268.90 |
+8.41 |
8,287 |
18,942 |
+1,343 |
Mar12 |
111027 |
261.49 |
270.55 |
261.49 |
269.28 |
+8.53 |
7,259 |
24,452 |
+851 |
Apr12 |
111027 |
279.42 |
283.10 |
279.42 |
282.40 |
+8.53 |
5,846 |
20,376 |
+1,109 |
May12 |
111027 |
281.05 |
281.88 |
280.27 |
281.88 |
+8.56 |
3,386 |
10,534 |
+390 |
Jun12 |
111027 |
275.63 |
281.33 |
274.28 |
280.07 |
+8.51 |
3,242 |
20,306 |
+101 |
Jul12 |
111027 |
277.77 |
277.77 |
277.77 |
277.77 |
+8.44 |
483 |
5,823 |
+230 |
Aug12 |
111027 |
275.32 |
275.32 |
275.17 |
275.17 |
+8.45 |
128 |
5,202 |
+9 |
Total Volume and Open Interest |
133,855 |
282,461 |
+1,897 |
e-miNY RBOB Gasoline(NYM) |
Nov11 |
111027 |
274.20 |
274.20 |
274.20 |
274.20 |
+9.00 |
|
|
|
Dec11 |
111027 |
270.70 |
270.72 |
270.70 |
270.70 |
+8.20 |
|
|
|
Jan12 |
111027 |
269.30 |
269.30 |
269.25 |
269.30 |
+8.20 |
0 |
1 |
+0 |
Feb12 |
111027 |
268.90 |
268.90 |
268.90 |
268.90 |
+8.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Nov11 |
111027 |
3.590 |
3.600 |
3.495 |
3.524 |
-0.066 |
70,465 |
9,274 |
-15,762 |
Dec11 |
111027 |
3.775 |
3.834 |
3.724 |
3.764 |
-0.011 |
102,139 |
179,986 |
+12,542 |
Jan12 |
111027 |
3.927 |
3.961 |
3.870 |
3.896 |
-0.015 |
35,688 |
239,951 |
-206 |
Feb12 |
111027 |
3.925 |
3.972 |
3.887 |
3.911 |
-0.017 |
11,695 |
79,129 |
-590 |
Mar12 |
111027 |
3.900 |
3.940 |
3.858 |
3.882 |
-0.016 |
11,392 |
92,795 |
+1,358 |
Apr12 |
111027 |
3.891 |
3.932 |
3.852 |
3.875 |
-0.017 |
14,807 |
89,440 |
-257 |
May12 |
111027 |
3.904 |
3.968 |
3.890 |
3.912 |
-0.016 |
3,130 |
31,860 |
+287 |
Jun12 |
111027 |
3.970 |
4.005 |
3.932 |
3.953 |
-0.015 |
927 |
15,612 |
+8 |
Jul12 |
111027 |
4.010 |
4.051 |
3.979 |
4.000 |
-0.014 |
1,177 |
18,117 |
-145 |
Aug12 |
111027 |
4.022 |
4.076 |
4.011 |
4.027 |
-0.013 |
1,128 |
12,494 |
+34 |
Sep12 |
111027 |
4.025 |
4.078 |
4.006 |
4.029 |
-0.013 |
1,024 |
10,045 |
-68 |
Oct12 |
111027 |
4.063 |
4.117 |
4.046 |
4.069 |
-0.011 |
6,885 |
49,479 |
+585 |
Nov12 |
111027 |
4.235 |
4.264 |
4.196 |
4.217 |
-0.011 |
1,078 |
13,096 |
+87 |
Dec12 |
111027 |
4.496 |
4.518 |
4.454 |
4.474 |
-0.011 |
2,288 |
16,853 |
+374 |
Jan13 |
111027 |
4.610 |
4.657 |
4.598 |
4.616 |
-0.011 |
4,478 |
26,400 |
-449 |
Feb13 |
111027 |
4.594 |
4.642 |
4.586 |
4.602 |
-0.011 |
81 |
5,308 |
+14 |
Total Volume and Open Interest |
269,952 |
974,788 |
-2,539 |
Brent Crude Oil(ICE) |
Dec11 |
111027 |
109.50 |
112.79 |
109.50 |
112.08 |
+3.17 |
205,830 |
205,645 |
+4,829 |
Jan12 |
111027 |
108.30 |
111.98 |
108.28 |
111.23 |
+3.41 |
104,245 |
157,949 |
+10,812 |
Feb12 |
111027 |
107.56 |
111.42 |
107.54 |
110.67 |
+3.55 |
56,287 |
95,688 |
-894 |
Mar12 |
111027 |
106.88 |
110.85 |
106.86 |
110.12 |
+3.65 |
39,762 |
85,260 |
+3,551 |
Apr12 |
111027 |
106.81 |
110.40 |
106.61 |
109.70 |
+3.73 |
15,052 |
34,097 |
+2,002 |
May12 |
111027 |
106.39 |
110.00 |
106.19 |
109.32 |
+3.79 |
11,482 |
19,181 |
-295 |
Jun12 |
111027 |
105.99 |
109.59 |
105.79 |
108.91 |
+3.82 |
32,311 |
58,008 |
-2,055 |
Jul12 |
111027 |
106.01 |
109.15 |
106.01 |
108.47 |
+3.79 |
5,705 |
16,976 |
-30 |
Aug12 |
111027 |
105.60 |
108.61 |
105.60 |
108.00 |
+3.73 |
4,346 |
16,802 |
+607 |
Sep12 |
111027 |
107.15 |
107.49 |
107.15 |
107.49 |
+3.68 |
5,340 |
20,558 |
-395 |
Oct12 |
111027 |
107.04 |
107.04 |
107.04 |
107.04 |
+3.63 |
2,346 |
10,062 |
+46 |
Nov12 |
111027 |
106.61 |
106.61 |
106.61 |
106.61 |
+3.58 |
2,133 |
13,959 |
+197 |
Dec12 |
111027 |
103.61 |
106.73 |
103.41 |
106.17 |
+3.54 |
24,456 |
99,279 |
+1,284 |
Jan13 |
111027 |
105.82 |
105.82 |
105.82 |
105.82 |
+3.51 |
973 |
7,847 |
+108 |
Total Volume and Open Interest |
523,011 |
984,426 |
+20,472 |
Gas Oil(ICE) |
Nov11 |
111027 |
952.25 |
977.00 |
951.75 |
969.75 |
+15.75 |
46,498 |
105,993 |
-1,760 |
Dec11 |
111027 |
939.00 |
966.50 |
939.00 |
958.75 |
+16.25 |
79,871 |
122,697 |
+2,521 |
Jan12 |
111027 |
934.50 |
959.75 |
932.75 |
952.25 |
+17.50 |
24,606 |
59,466 |
+2,906 |
Feb12 |
111027 |
929.75 |
953.75 |
926.50 |
946.25 |
+18.00 |
11,936 |
47,375 |
+795 |
Mar12 |
111027 |
922.75 |
948.00 |
922.75 |
940.50 |
+18.50 |
7,690 |
28,484 |
+890 |
Apr12 |
111027 |
916.75 |
942.25 |
916.75 |
934.50 |
+18.50 |
4,608 |
20,261 |
+600 |
May12 |
111027 |
911.50 |
937.00 |
911.50 |
929.25 |
+18.50 |
3,305 |
19,509 |
+119 |
Jun12 |
111027 |
909.00 |
935.00 |
909.00 |
926.75 |
+18.50 |
8,076 |
47,402 |
+2,251 |
Jul12 |
111027 |
916.50 |
934.75 |
916.50 |
927.50 |
+18.75 |
946 |
15,146 |
+320 |
Aug12 |
111027 |
914.25 |
935.50 |
914.25 |
928.50 |
+19.25 |
884 |
10,681 |
+31 |
Total Volume and Open Interest |
197,782 |
569,243 |
+9,225 |
Ethanol(CBOT) |
Oct11 |
111005 |
2.517 |
2.520 |
2.496 |
2.520 |
+0.062 |
73 |
103 |
-30 |
Nov11 |
111027 |
2.730 |
2.739 |
2.712 |
2.735 |
+0.046 |
179 |
652 |
-27 |
Dec11 |
111027 |
2.611 |
2.632 |
2.605 |
2.626 |
+0.040 |
262 |
1,651 |
+78 |
Jan12 |
111027 |
2.445 |
2.471 |
2.445 |
2.471 |
+0.039 |
518 |
1,678 |
+185 |
Feb12 |
111027 |
2.388 |
2.412 |
2.388 |
2.412 |
+0.030 |
319 |
1,037 |
+168 |
Mar12 |
111027 |
2.395 |
2.416 |
2.395 |
2.416 |
+0.033 |
192 |
933 |
-69 |
Apr12 |
111027 |
2.400 |
2.422 |
2.400 |
2.420 |
+0.036 |
5 |
707 |
+5 |
May12 |
111027 |
2.400 |
2.438 |
2.400 |
2.434 |
+0.029 |
33 |
716 |
+17 |
Total Volume and Open Interest |
1,667 |
11,255 |
+422 |
WTI Crude Oil(ICE) |
Dec11 |
111027 |
91.10 |
94.24 |
90.98 |
93.96 |
+3.76 |
101,240 |
108,654 |
+5,893 |
Jan12 |
111027 |
91.31 |
94.17 |
91.31 |
93.82 |
+3.64 |
37,210 |
46,719 |
-971 |
Feb12 |
111027 |
91.49 |
94.00 |
91.44 |
93.68 |
+3.53 |
26,433 |
24,720 |
+2,034 |
Mar12 |
111027 |
91.83 |
93.89 |
91.30 |
93.54 |
+3.46 |
14,592 |
19,272 |
+221 |
Apr12 |
111027 |
91.63 |
93.70 |
91.17 |
93.41 |
+3.43 |
8,673 |
7,954 |
-340 |
May12 |
111027 |
91.43 |
93.67 |
91.03 |
93.31 |
+3.42 |
5,846 |
6,996 |
-160 |
Jun12 |
111027 |
91.08 |
93.58 |
90.89 |
93.20 |
+3.41 |
18,060 |
37,759 |
+3,078 |
Jul12 |
111027 |
91.65 |
93.49 |
91.05 |
93.09 |
+3.39 |
2,134 |
7,021 |
-191 |
Aug12 |
111027 |
90.99 |
92.97 |
90.99 |
92.96 |
+3.36 |
1,849 |
4,529 |
+203 |
Sep12 |
111027 |
92.85 |
92.85 |
92.85 |
92.85 |
+3.32 |
1,572 |
7,699 |
-33 |
Oct12 |
111027 |
92.77 |
92.77 |
92.77 |
92.77 |
+3.28 |
683 |
2,329 |
+90 |
Nov12 |
111027 |
92.74 |
92.74 |
92.74 |
92.74 |
+3.26 |
527 |
3,022 |
-114 |
Dec12 |
111027 |
90.62 |
93.15 |
90.33 |
92.72 |
+3.25 |
12,738 |
52,559 |
+2,452 |
Jan13 |
111027 |
92.61 |
92.61 |
92.61 |
92.61 |
+3.25 |
5 |
1,945 |
-5 |
Feb13 |
111027 |
92.46 |
92.46 |
92.46 |
92.46 |
+3.25 |
0 |
592 |
+0 |
Mar13 |
111027 |
92.33 |
92.33 |
92.33 |
92.33 |
+3.26 |
0 |
1,475 |
+0 |
Total Volume and Open Interest |
235,675 |
423,569 |
+11,549 |
US Dollar Index(ICE) |
Dec11 |
111027 |
76.455 |
76.460 |
74.860 |
75.010 |
-1.463 |
32,037 |
62,893 |
-475 |
Mar12 |
111027 |
76.375 |
76.375 |
75.255 |
75.385 |
-1.502 |
8 |
579 |
+2 |
Jun12 |
111027 |
76.000 |
76.000 |
75.845 |
75.845 |
-1.503 |
0 |
2 |
+0 |
Total Volume and Open Interest |
32,045 |
63,474 |
-473 |
Australian Dollar(CME) |
Dec11 |
111027 |
103.35 |
106.87 |
103.25 |
106.58 |
+3.35 |
150,868 |
125,091 |
-1,270 |
Mar12 |
111027 |
102.87 |
105.69 |
102.22 |
105.51 |
+3.29 |
60 |
313 |
+10 |
Jun12 |
111027 |
104.54 |
104.54 |
101.36 |
104.54 |
+3.18 |
0 |
19 |
+0 |
Total Volume and Open Interest |
150,928 |
125,556 |
-1,260 |
British Pound(CME) |
Dec11 |
111027 |
159.56 |
161.33 |
159.45 |
161.06 |
+1.58 |
100,933 |
170,555 |
-817 |
Mar12 |
111027 |
159.71 |
160.90 |
159.31 |
160.90 |
+1.59 |
62 |
190 |
+10 |
Jun12 |
111027 |
160.75 |
160.75 |
159.16 |
160.75 |
+1.59 |
0 |
3 |
+0 |
Total Volume and Open Interest |
100,995 |
170,753 |
-807 |
Canadian Dollar(CME) |
Dec11 |
111027 |
99.38 |
100.97 |
99.24 |
100.81 |
+1.57 |
97,006 |
115,255 |
+11 |
Mar12 |
111027 |
99.35 |
100.75 |
99.06 |
100.61 |
+1.55 |
156 |
3,422 |
+19 |
Jun12 |
111027 |
99.95 |
100.58 |
98.91 |
100.46 |
+1.55 |
31 |
787 |
+0 |
Sep12 |
111027 |
100.45 |
100.45 |
98.83 |
100.30 |
+1.47 |
15 |
646 |
+8 |
Total Volume and Open Interest |
97,208 |
120,225 |
+38 |
Japanese Yen(CME) |
Dec11 |
111027 |
131.27 |
132.26 |
131.18 |
131.75 |
+0.36 |
77,710 |
164,397 |
-514 |
Mar12 |
111027 |
131.52 |
132.48 |
131.52 |
131.99 |
+0.34 |
69 |
701 |
+21 |
Jun12 |
111027 |
132.24 |
132.24 |
131.94 |
132.24 |
+0.30 |
1 |
22 |
+1 |
Total Volume and Open Interest |
77,780 |
165,124 |
-492 |
Swiss Franc(CME) |
Dec11 |
111027 |
113.49 |
116.82 |
113.42 |
116.42 |
+2.94 |
27,329 |
25,335 |
-1,730 |
Mar12 |
111027 |
114.00 |
117.00 |
113.76 |
116.68 |
+2.92 |
55 |
624 |
+1 |
Jun12 |
111027 |
116.97 |
116.97 |
114.09 |
116.97 |
+2.88 |
0 |
5 |
+0 |
Total Volume and Open Interest |
27,384 |
25,968 |
-1,729 |
EuroFX(CME) |
Dec11 |
111027 |
138.91 |
142.41 |
138.58 |
142.01 |
+3.11 |
353,908 |
230,480 |
-1,860 |
Mar12 |
111027 |
138.96 |
142.31 |
138.88 |
141.96 |
+3.08 |
792 |
2,763 |
+175 |
Jun12 |
111027 |
141.88 |
141.93 |
138.89 |
141.93 |
+3.04 |
0 |
831 |
+0 |
Total Volume and Open Interest |
354,700 |
234,089 |
-1,685 |
Mexican Peso(CME) |
Nov11 |
111027 |
760.0 |
760.0 |
743.2 |
760.0 |
+16.8 |
|
|
|
Dec11 |
111027 |
742.8 |
760.5 |
742.8 |
758.0 |
+16.8 |
32,831 |
98,335 |
+2,384 |
Total Volume and Open Interest |
32,832 |
98,698 |
+2,385 |
Brazilian Real(CME) |
Nov11 |
111027 |
585.40 |
586.45 |
585.40 |
585.40 |
+18.10 |
1,504 |
5 |
-1,500 |
Dec11 |
111027 |
571.90 |
581.20 |
571.90 |
581.20 |
+17.55 |
166 |
5,331 |
+143 |
Jan12 |
111027 |
577.90 |
578.90 |
577.90 |
577.90 |
+17.55 |
0 |
10,149 |
+0 |
Feb12 |
111027 |
574.60 |
575.60 |
574.60 |
574.60 |
+17.55 |
|
|
|
Total Volume and Open Interest |
1,670 |
30,806 |
-1,357 |
30-Year T-Bonds(CBOT) |
Dec11 |
111027 |
138~270 |
139~040 |
135~070 |
135~130 |
-3~120 |
373,391 |
616,114 |
-1,984 |
Mar12 |
111027 |
137~200 |
138~080 |
134~220 |
134~240 |
-3~160 |
1,026 |
2,623 |
+204 |
Jun12 |
111027 |
133~240 |
137~080 |
133~240 |
133~240 |
-3~160 |
2 |
5 |
+2 |
Total Volume and Open Interest |
374,419 |
618,742 |
-1,778 |
10-Year T-Notes(CBOT) |
Dec11 |
111027 |
128~185 |
128~235 |
127~060 |
127~100 |
-1~085 |
1,324,570 |
1,465,735 |
-25,014 |
Mar12 |
111027 |
127~155 |
127~225 |
126~070 |
126~115 |
-1~110 |
1,372 |
14,442 |
+1,023 |
Jun12 |
111027 |
125~115 |
126~225 |
125~115 |
125~115 |
-1~110 |
|
|
|
Total Volume and Open Interest |
1,325,942 |
1,480,177 |
-23,991 |
5-Year T-Notes(CBOT) |
Dec11 |
111027 |
122~027 |
122~039 |
121~074 |
121~088 |
-0~067 |
792,460 |
1,198,135 |
-49,484 |
Mar12 |
111027 |
121~066 |
121~090 |
121~022 |
121~022 |
-0~068 |
3,167 |
4,201 |
+2,703 |
Jun12 |
111027 |
120~046 |
120~114 |
120~046 |
120~046 |
-0~068 |
|
|
|
Total Volume and Open Interest |
795,627 |
1,202,336 |
-46,781 |
2 Year T-Notes(CBOT) |
Dec11 |
111027 |
110~011 |
110~013 |
110~001 |
110~002 |
-0~007 |
262,805 |
709,089 |
-11,849 |
Mar12 |
111027 |
110~008 |
110~009 |
109~127 |
109~127 |
-0~009 |
1,127 |
2,059 |
-33 |
Jun12 |
111027 |
109~091 |
109~100 |
109~091 |
109~091 |
-0~009 |
|
|
|
Total Volume and Open Interest |
263,932 |
711,148 |
-11,882 |
Eurodollars(CME) |
Dec11 |
111027 |
99.455 |
99.500 |
99.450 |
99.495 |
+0.040 |
138,938 |
1,022,212 |
+1,301 |
Mar12 |
111027 |
99.370 |
99.435 |
99.365 |
99.425 |
+0.055 |
138,230 |
954,308 |
-22,089 |
Jun12 |
111027 |
99.345 |
99.400 |
99.345 |
99.390 |
+0.045 |
128,050 |
1,069,520 |
+10,846 |
Sep12 |
111027 |
99.335 |
99.385 |
99.330 |
99.360 |
+0.030 |
141,124 |
737,166 |
+5,046 |
Dec12 |
111027 |
99.325 |
99.360 |
99.315 |
99.330 |
+0.010 |
161,194 |
754,118 |
+5,066 |
Mar13 |
111027 |
99.310 |
99.325 |
99.275 |
99.295 |
-0.015 |
156,187 |
786,260 |
+18,525 |
Jun13 |
111027 |
99.260 |
99.265 |
99.205 |
99.225 |
-0.035 |
140,969 |
537,824 |
+7,481 |
Sep13 |
111027 |
99.170 |
99.180 |
99.095 |
99.115 |
-0.055 |
124,190 |
456,800 |
+2,666 |
Dec13 |
111027 |
99.025 |
99.035 |
98.920 |
98.945 |
-0.075 |
141,922 |
437,449 |
+8,414 |
Mar14 |
111027 |
98.865 |
98.880 |
98.735 |
98.765 |
-0.095 |
102,911 |
314,252 |
+1,327 |
Jun14 |
111027 |
98.670 |
98.685 |
98.525 |
98.555 |
-0.110 |
104,734 |
269,753 |
+8,653 |
Sep14 |
111027 |
98.465 |
98.480 |
98.305 |
98.335 |
-0.125 |
88,717 |
175,406 |
+6,476 |
Dec14 |
111027 |
98.250 |
98.265 |
98.080 |
98.110 |
-0.135 |
91,084 |
160,660 |
+12,325 |
Mar15 |
111027 |
98.040 |
98.045 |
97.865 |
97.900 |
-0.145 |
34,485 |
112,797 |
-417 |
Jun15 |
111027 |
6.085 |
6.105 |
5.910 |
5.940 |
-0.155 |
41,122 |
98,466 |
+4,698 |
Sep15 |
111027 |
5.880 |
5.905 |
5.700 |
5.730 |
-0.165 |
26,991 |
78,770 |
-563 |
Dec15 |
111027 |
5.680 |
5.705 |
5.490 |
5.520 |
-0.175 |
17,075 |
54,867 |
+838 |
Mar16 |
111027 |
5.520 |
5.535 |
5.315 |
5.345 |
-0.185 |
14,733 |
50,357 |
+543 |
Total Volume and Open Interest |
1,835,440 |
8,297,950 |
+73,998 |
30 Day Federal Funds(CBOT) |
Oct11 |
111027 |
99.927 |
99.930 |
99.927 |
99.927 |
unch |
486 |
64,275 |
-55 |
Nov11 |
111027 |
99.920 |
99.920 |
99.915 |
99.920 |
unch |
723 |
66,697 |
+118 |
Dec11 |
111027 |
99.920 |
99.920 |
99.915 |
99.920 |
unch |
2,483 |
62,863 |
+224 |
Jan12 |
111027 |
99.905 |
99.910 |
99.900 |
99.910 |
unch |
816 |
53,012 |
+80 |
Feb12 |
111027 |
99.900 |
99.900 |
99.895 |
99.900 |
unch |
1,327 |
45,058 |
-302 |
Mar12 |
111027 |
99.895 |
99.895 |
99.890 |
99.890 |
-0.005 |
1,900 |
30,774 |
+512 |
Total Volume and Open Interest |
18,874 |
643,000 |
+1,096 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111027 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
0 |
281 |
+0 |
Mar12 |
111027 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
300 |
+0 |
Jun12 |
111027 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Sep12 |
111027 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec12 |
111027 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar13 |
111027 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun13 |
111027 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111027 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Dec13 |
111027 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Mar14 |
111027 |
99.205 |
99.205 |
99.205 |
99.205 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111027 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
300 |
2,479 |
+300 |
Mar12 |
111027 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,378 |
+0 |
Jun12 |
111027 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,470 |
+0 |
Sep12 |
111027 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
710 |
+0 |
Dec12 |
111027 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
151 |
+0 |
Mar13 |
111027 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1 |
+0 |
Jun13 |
111027 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
Sep13 |
111027 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
Total Volume and Open Interest |
300 |
7,191 |
+300 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111027 |
142.70 |
142.72 |
142.47 |
142.54 |
-0.15 |
3,487 |
20,815 |
+1,565 |
Mar12 |
111027 |
141.95 |
141.95 |
141.95 |
141.95 |
-0.15 |
0 |
5 |
+0 |
Jun12 |
111027 |
139.86 |
139.86 |
139.86 |
139.86 |
-0.15 |
|
|
|
Total Volume and Open Interest |
3,487 |
20,820 |
+1,565 |
Euro-Bund(EUREX) |
Dec11 |
111027 |
134.55 |
134.78 |
133.15 |
133.71 |
-1.91 |
901,416 |
878,212 |
+1,316 |
Mar12 |
111027 |
134.93 |
134.95 |
133.32 |
133.91 |
-2.09 |
289 |
2,272 |
+1 |
Jun12 |
111027 |
134.00 |
134.10 |
133.50 |
134.10 |
-1.82 |
|
|
|
Total Volume and Open Interest |
901,705 |
880,484 |
+1,317 |
Euro-Bobl(EUREX) |
Dec11 |
111027 |
121.87 |
122.03 |
121.09 |
121.39 |
-0.96 |
482,326 |
731,958 |
+10,209 |
Mar12 |
111027 |
122.00 |
122.05 |
121.38 |
121.61 |
-1.05 |
208 |
18,097 |
-95 |
Jun12 |
111027 |
121.54 |
121.54 |
121.54 |
121.54 |
-0.96 |
|
|
|
Total Volume and Open Interest |
482,534 |
750,055 |
+10,114 |
3-Mth Euribor(EUREX) |
Dec11 |
111027 |
98.595 |
98.595 |
98.595 |
98.595 |
-0.025 |
1 |
1,758 |
+1 |
Mar12 |
111027 |
98.800 |
98.800 |
98.755 |
98.755 |
-0.065 |
0 |
2,182 |
+0 |
Jun12 |
111027 |
98.850 |
98.850 |
98.795 |
98.795 |
-0.110 |
1 |
958 |
+0 |
Total Volume and Open Interest |
17 |
8,180 |
+1 |
Long Gilt(LIFFE) |
Dec11 |
111027 |
127~06 |
127~25 |
126~15 |
126~25 |
-1~21 |
135,626 |
296,161 |
-1,782 |
Mar12 |
111027 |
111~04 |
111~16 |
110~13 |
110~18 |
-1~20 |
9,172 |
7,845 |
+4,998 |
Total Volume and Open Interest |
144,798 |
304,006 |
+3,216 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111027 |
98.91 |
98.97 |
98.91 |
98.96 |
+0.06 |
34,721 |
368,792 |
+4,867 |
Mar12 |
111027 |
98.90 |
98.96 |
98.90 |
98.95 |
+0.05 |
31,166 |
348,443 |
-262 |
Jun12 |
111027 |
98.92 |
98.97 |
98.90 |
98.95 |
+0.03 |
21,837 |
210,998 |
+901 |
Sep12 |
111027 |
98.92 |
98.96 |
98.90 |
98.93 |
+0.01 |
21,384 |
229,290 |
+3,795 |
Dec12 |
111027 |
98.87 |
98.92 |
98.84 |
98.87 |
-0.02 |
26,184 |
175,853 |
-1,758 |
Mar13 |
111027 |
98.82 |
98.87 |
98.78 |
98.81 |
-0.05 |
23,808 |
156,187 |
-1,730 |
Total Volume and Open Interest |
197,974 |
1,888,552 |
+11,805 |
3-Mth Euribor(LIFFE) |
Dec11 |
111027 |
98.615 |
98.620 |
98.575 |
98.595 |
-0.025 |
120,345 |
735,032 |
-6,050 |
Mar12 |
111027 |
98.805 |
98.815 |
98.730 |
98.755 |
-0.065 |
103,274 |
511,530 |
-3,131 |
Jun12 |
111027 |
98.890 |
98.895 |
98.765 |
98.795 |
-0.110 |
72,201 |
372,934 |
-140 |
Total Volume and Open Interest |
666,698 |
3,382,118 |
+14,040 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111027 |
95.58 |
95.58 |
95.44 |
95.45 |
-0.13 |
25,896 |
228,573 |
+1,939 |
Mar12 |
111027 |
95.96 |
95.98 |
95.80 |
95.82 |
-0.14 |
23,822 |
186,023 |
-9,272 |
Jun12 |
111027 |
96.07 |
96.09 |
95.91 |
95.92 |
-0.16 |
16,204 |
115,552 |
-221 |
Sep12 |
111027 |
96.03 |
96.05 |
95.87 |
95.88 |
-0.15 |
7,322 |
78,812 |
-71 |
Dec12 |
111027 |
95.92 |
95.96 |
95.79 |
95.79 |
-0.16 |
5,385 |
49,442 |
+1,684 |
Mar13 |
111027 |
95.85 |
95.87 |
95.71 |
95.71 |
-0.16 |
2,959 |
46,486 |
+582 |
Jun13 |
111027 |
95.78 |
95.78 |
95.63 |
95.64 |
-0.15 |
1,771 |
31,671 |
-389 |
Sep13 |
111027 |
95.70 |
95.70 |
95.54 |
95.55 |
-0.15 |
132 |
15,103 |
+87 |
Dec13 |
111027 |
95.46 |
95.46 |
95.46 |
95.46 |
-0.15 |
7 |
3,398 |
-2 |
Mar14 |
111027 |
95.36 |
95.36 |
95.36 |
95.36 |
-0.15 |
0 |
444 |
-1 |
Total Volume and Open Interest |
83,498 |
755,570 |
-5,664 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111027 |
95.60 |
95.60 |
95.46 |
95.48 |
-0.12 |
45,578 |
353,831 |
+315 |
Mar12 |
111027 |
95.48 |
95.48 |
95.48 |
95.48 |
-0.12 |
|
|
|
Total Volume and Open Interest |
45,578 |
353,831 |
+315 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111027 |
96.25 |
96.27 |
96.09 |
96.11 |
-0.15 |
188,836 |
500,280 |
-2,419 |
Mar12 |
111027 |
96.11 |
96.11 |
96.11 |
96.11 |
-0.15 |
|
|
|
Total Volume and Open Interest |
188,836 |
500,280 |
-2,419 |
Gold(CMX) |
Oct11 |
111027 |
1717.8 |
1746.7 |
1717.8 |
1746.7 |
+24.0 |
135 |
79 |
-283 |
Dec11 |
111027 |
1726.9 |
1751.3 |
1707.2 |
1747.7 |
+24.2 |
151,505 |
270,742 |
+2,917 |
Feb12 |
111027 |
1720.9 |
1753.4 |
1710.0 |
1749.8 |
+24.3 |
4,890 |
55,207 |
+526 |
Apr12 |
111027 |
1731.0 |
1754.6 |
1715.9 |
1751.4 |
+24.3 |
880 |
15,162 |
-163 |
Jun12 |
111027 |
1731.4 |
1756.6 |
1716.0 |
1753.1 |
+24.3 |
1,085 |
18,785 |
-84 |
Aug12 |
111027 |
1731.8 |
1754.9 |
1731.8 |
1754.9 |
+24.4 |
985 |
7,185 |
-455 |
Oct12 |
111027 |
1720.0 |
1756.7 |
1720.0 |
1756.7 |
+24.4 |
37 |
5,978 |
+25 |
Dec12 |
111027 |
1740.0 |
1762.0 |
1724.0 |
1758.9 |
+24.4 |
719 |
16,525 |
+483 |
Feb13 |
111027 |
1732.8 |
1761.2 |
1732.8 |
1761.2 |
+24.4 |
36 |
3,402 |
+0 |
Apr13 |
111027 |
1762.4 |
1763.8 |
1762.4 |
1763.8 |
+24.4 |
154 |
434 |
+106 |
Jun13 |
111027 |
1766.8 |
1766.8 |
1766.8 |
1766.8 |
+24.4 |
0 |
9,065 |
+0 |
Aug13 |
111027 |
1770.1 |
1770.1 |
1770.1 |
1770.1 |
+24.5 |
0 |
45 |
+0 |
Total Volume and Open Interest |
160,857 |
446,813 |
+3,090 |
Silver(CMX) |
Dec11 |
111027 |
3343.0 |
3537.5 |
3314.5 |
3511.2 |
+180.2 |
39,072 |
59,253 |
-1,043 |
Mar12 |
111027 |
3353.0 |
3537.5 |
3320.0 |
3515.7 |
+180.7 |
3,387 |
14,302 |
+695 |
May12 |
111027 |
3353.5 |
3525.0 |
3353.0 |
3517.4 |
+180.8 |
386 |
3,799 |
+151 |
Jul12 |
111027 |
3363.0 |
3527.5 |
3363.0 |
3518.0 |
+180.8 |
164 |
2,866 |
+94 |
Sep12 |
111027 |
3489.0 |
3518.0 |
3489.0 |
3518.0 |
+180.8 |
16 |
1,358 |
+7 |
Dec12 |
111027 |
3350.5 |
3536.0 |
3339.5 |
3518.0 |
+181.2 |
234 |
11,586 |
+96 |
Mar13 |
111027 |
3512.2 |
3512.2 |
3512.2 |
3512.2 |
+181.2 |
0 |
787 |
+0 |
Total Volume and Open Interest |
43,948 |
107,046 |
-20 |
Platinum(NYMEX) |
Jan12 |
111027 |
1597.1 |
1644.9 |
1594.0 |
1641.4 |
+44.2 |
7,851 |
34,141 |
+16 |
Apr12 |
111027 |
1603.3 |
1645.5 |
1600.0 |
1644.8 |
+44.3 |
127 |
3,119 |
+42 |
Jul12 |
111027 |
1642.0 |
1647.8 |
1642.0 |
1647.8 |
+44.1 |
3 |
39 |
+1 |
Oct12 |
111027 |
1625.0 |
1650.8 |
1625.0 |
1650.8 |
+44.1 |
0 |
39 |
+0 |
Total Volume and Open Interest |
8,008 |
37,364 |
+73 |
Palladium(NYMEX) |
Dec11 |
111027 |
649.85 |
683.70 |
644.55 |
669.90 |
+23.85 |
2,800 |
17,985 |
-51 |
Mar12 |
111027 |
651.00 |
29.64 |
649.10 |
16.04 |
-631.36 |
111 |
765 |
+61 |
Jun12 |
111027 |
17.09 |
17.09 |
17.09 |
17.09 |
-631.36 |
0 |
6 |
+0 |
Total Volume and Open Interest |
2,912 |
18,756 |
+9 |
Copper(CMX) |
Dec11 |
111027 |
349.95 |
372.15 |
349.80 |
369.20 |
+20.20 |
60,718 |
70,835 |
-2,516 |
Mar12 |
111027 |
352.85 |
374.00 |
352.20 |
371.15 |
+20.20 |
7,864 |
34,934 |
+577 |
May12 |
111027 |
356.50 |
371.85 |
356.50 |
371.85 |
+20.05 |
1,233 |
9,635 |
+883 |
Jul12 |
111027 |
367.00 |
372.40 |
367.00 |
372.30 |
+19.95 |
836 |
2,701 |
-52 |
Sep12 |
111027 |
373.15 |
373.15 |
372.55 |
372.55 |
+19.90 |
414 |
1,570 |
+410 |
Total Volume and Open Interest |
72,839 |
129,390 |
-503 |
DJIA Index(CBOT) |
Dec11 |
111027 |
11818 |
12230 |
11818 |
12168 |
+366 |
204 |
14,031 |
+25 |
Mar12 |
111027 |
12098 |
12098 |
11731 |
12098 |
+367 |
0 |
200 |
+0 |
Jun12 |
111027 |
12031 |
12031 |
11664 |
12031 |
+367 |
0 |
200 |
+0 |
Sep12 |
111027 |
11968 |
11968 |
11601 |
11968 |
+367 |
|
|
|
Total Volume and Open Interest |
204 |
14,431 |
+25 |
E-mini DJIA Index(CBOT) |
Dec11 |
111027 |
11806 |
12228 |
11806 |
12168 |
+366 |
141,154 |
79,628 |
+1,286 |
Mar12 |
111027 |
11999 |
12123 |
11933 |
12098 |
+367 |
20 |
129 |
+2 |
Jun12 |
111027 |
12031 |
12031 |
12031 |
12031 |
+367 |
1 |
6 |
+1 |
Sep12 |
111027 |
11968 |
11968 |
11968 |
11968 |
+367 |
0 |
12 |
+0 |
Total Volume and Open Interest |
141,175 |
79,775 |
+1,289 |
S & P 500(CME) |
Dec11 |
111027 |
1238.10 |
1288.70 |
1237.90 |
1282.60 |
+45.20 |
18,185 |
290,177 |
+2,291 |
Mar12 |
111027 |
1269.00 |
1282.40 |
1267.40 |
1276.60 |
+45.20 |
1,451 |
7,786 |
+1,356 |
Jun12 |
111027 |
1271.50 |
1277.30 |
1271.30 |
1271.50 |
+45.20 |
0 |
1,396 |
+0 |
Sep12 |
111027 |
1253.50 |
1271.30 |
1246.30 |
1265.50 |
+45.20 |
0 |
3 |
+0 |
Total Volume and Open Interest |
19,646 |
299,472 |
+3,657 |
S & P 500 E-Mini(Globex) |
Dec11 |
111027 |
1238.00 |
1289.25 |
1237.50 |
1282.50 |
+45.00 |
2,697,660 |
2,985,716 |
-8,406 |
Mar12 |
111027 |
1235.50 |
1283.00 |
1232.50 |
1276.50 |
+45.00 |
2,197 |
10,489 |
+533 |
Total Volume and Open Interest |
2,699,858 |
2,996,437 |
-7,872 |
NASDAQ 100(CME) |
Dec11 |
111027 |
2330.30 |
2408.00 |
2330.30 |
2393.80 |
+67.30 |
3,109 |
24,951 |
+1,923 |
Mar12 |
111027 |
2402.00 |
2403.00 |
2389.00 |
2389.00 |
+67.20 |
|
|
|
Jun12 |
111027 |
2386.00 |
2390.80 |
2386.00 |
2386.00 |
+67.20 |
|
|
|
Total Volume and Open Interest |
3,109 |
24,951 |
+1,923 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111027 |
2329.80 |
2408.80 |
2329.00 |
2393.80 |
+67.30 |
322,352 |
343,308 |
+6,025 |
Mar12 |
111027 |
2369.00 |
2395.50 |
2361.80 |
2389.00 |
+67.20 |
57 |
146 |
+10 |
Total Volume and Open Interest |
322,409 |
343,464 |
+6,035 |
S & P Midcap 400(CME) |
Dec11 |
111027 |
911.50 |
915.00 |
911.50 |
911.50 |
+40.30 |
14 |
4,534 |
+1 |
Mar12 |
111027 |
909.50 |
909.50 |
909.50 |
909.50 |
+40.30 |
|
|
|
Jun12 |
111027 |
907.50 |
907.50 |
907.50 |
907.50 |
+40.30 |
|
|
|
Total Volume and Open Interest |
14 |
4,534 |
+1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111027 |
8800 |
9100 |
8745 |
9055 |
+255 |
5,070 |
26,330 |
-83 |
Mar12 |
111027 |
9010 |
9060 |
8980 |
9060 |
+260 |
6 |
13 |
-1 |
Total Volume and Open Interest |
5,076 |
26,343 |
-84 |
Nikkei 225(SGX) |
Dec11 |
111027 |
8760 |
8925 |
8685 |
8925 |
+195 |
105,120 |
206,601 |
+837 |
Mar12 |
111027 |
8745 |
8915 |
8730 |
8915 |
+195 |
71 |
5,324 |
+17 |
Jun12 |
111027 |
8840 |
8840 |
8840 |
8840 |
+195 |
0 |
18 |
+0 |
Total Volume and Open Interest |
105,539 |
219,329 |
+1,152 |
CAC 40(EURONEXT) |
Nov11 |
111027 |
3262.5 |
3408.0 |
3249.0 |
3365.5 |
+201.5 |
85,390 |
242,985 |
-9,154 |
Dec11 |
111027 |
3256.0 |
3405.5 |
3256.0 |
3364.0 |
+201.5 |
335 |
48,419 |
-129 |
Jan12 |
111027 |
3361.0 |
3361.0 |
3361.0 |
3361.0 |
+201.5 |
|
|
|
Total Volume and Open Interest |
85,725 |
291,411 |
-9,283 |
Hang Seng Index(HKFE) |
Oct11 |
111027 |
19100 |
19775 |
18973 |
19774 |
+742 |
122,286 |
54,671 |
-13,705 |
Nov11 |
111027 |
19050 |
19740 |
18933 |
19740 |
+747 |
39,798 |
58,452 |
+25,668 |
Dec11 |
111027 |
19199 |
19721 |
18923 |
19721 |
+752 |
1,171 |
10,254 |
+36 |
Total Volume and Open Interest |
163,289 |
124,911 |
+11,997 |
DAX(EUREX) |
Dec11 |
111027 |
6200.0 |
6442.0 |
6177.5 |
6331.0 |
+314.5 |
180,452 |
158,441 |
-186 |
Mar12 |
111027 |
6198.5 |
6456.0 |
6198.5 |
6346.5 |
+316.5 |
283 |
7,279 |
+79 |
Jun12 |
111027 |
6232.0 |
6471.0 |
6232.0 |
6368.0 |
+317.5 |
54 |
900 |
+28 |
Total Volume and Open Interest |
180,789 |
166,620 |
-79 |
FT-SE 100(EURONEXT) |
Dec11 |
111027 |
5573.00 |
5763.50 |
5561.00 |
5688.00 |
+164.50 |
114,407 |
642,375 |
-1,566 |
Mar12 |
111027 |
5550.00 |
5682.50 |
5541.50 |
5653.50 |
+165.50 |
552 |
1,859 |
+441 |
Jun12 |
111027 |
5624.50 |
5644.50 |
5599.50 |
5618.00 |
+166.50 |
10 |
473 |
-10 |
Total Volume and Open Interest |
114,969 |
644,707 |
-1,135 |
SPI 200(SFE) |
Dec11 |
111027 |
4223.0 |
4360.0 |
4194.0 |
4358.0 |
+136.0 |
42,004 |
200,396 |
+511 |
Mar12 |
111027 |
4273.0 |
4339.0 |
4273.0 |
4339.0 |
+136.0 |
51 |
2,625 |
+21 |
Jun12 |
111027 |
4351.0 |
4351.0 |
4351.0 |
4351.0 |
+137.0 |
23 |
1,235 |
+11 |
Total Volume and Open Interest |
42,336 |
206,496 |
+733 |
GSCI(CME) |
Nov11 |
111027 |
653.00 |
659.75 |
652.25 |
659.50 |
+21.50 |
173 |
7,751 |
+12 |
Dec11 |
111027 |
654.25 |
661.00 |
653.75 |
660.75 |
+21.25 |
2 |
17 |
+0 |
Jan12 |
111027 |
659.00 |
659.00 |
659.00 |
659.00 |
+20.50 |
|
|
|
Total Volume and Open Interest |
175 |
7,768 |
+12 |
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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