|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon October 31, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111031 |
1217.00 |
1219.00 |
1193.50 |
1207.50 |
-9.50 |
69,013 |
19,404 |
-15,116 |
Jan12 |
111031 |
1227.00 |
1229.00 |
1203.50 |
1217.25 |
-8.75 |
106,493 |
243,253 |
+11,333 |
Mar12 |
111031 |
1236.75 |
1238.50 |
1213.75 |
1227.00 |
-8.75 |
14,263 |
85,725 |
+1,196 |
May12 |
111031 |
1245.50 |
1247.00 |
1222.75 |
1236.00 |
-8.75 |
8,551 |
68,576 |
+294 |
Jul12 |
111031 |
1254.25 |
1256.00 |
1232.00 |
1246.00 |
-8.00 |
9,582 |
51,555 |
+1,256 |
Aug12 |
111031 |
1232.50 |
1252.00 |
1232.25 |
1244.00 |
-8.00 |
222 |
618 |
-15 |
Sep12 |
111031 |
1230.00 |
1242.50 |
1225.00 |
1233.50 |
-9.00 |
52 |
477 |
-20 |
Nov12 |
111031 |
1237.75 |
1238.50 |
1215.25 |
1225.75 |
-10.75 |
5,334 |
47,667 |
+1,085 |
Jan13 |
111031 |
1232.50 |
1245.00 |
1230.75 |
1234.25 |
-10.75 |
13 |
10,250 |
+3 |
Mar13 |
111031 |
1235.75 |
1250.25 |
1235.75 |
1239.50 |
-10.75 |
6 |
177 |
+3 |
May13 |
111031 |
1241.75 |
1252.50 |
1241.75 |
1241.75 |
-10.75 |
0 |
101 |
+0 |
Jul13 |
111031 |
1257.50 |
1257.75 |
1247.00 |
1247.00 |
-10.75 |
17 |
193 |
+0 |
Aug13 |
111031 |
1242.75 |
1253.50 |
1242.75 |
1242.75 |
-10.75 |
|
|
|
Sep13 |
111031 |
1226.75 |
1237.50 |
1226.75 |
1226.75 |
-10.75 |
|
|
|
Total Volume and Open Interest |
213,564 |
529,623 |
+28 |
Soybean Meal(CBOT) |
Dec11 |
111031 |
317.50 |
318.00 |
312.30 |
316.10 |
-1.40 |
35,001 |
81,781 |
-383 |
Jan12 |
111031 |
319.80 |
320.00 |
314.20 |
318.00 |
-1.80 |
7,036 |
21,724 |
+699 |
Mar12 |
111031 |
322.80 |
322.80 |
317.40 |
320.80 |
-2.00 |
1,924 |
23,567 |
+255 |
May12 |
111031 |
325.10 |
325.10 |
319.60 |
322.90 |
-2.20 |
1,501 |
20,902 |
+351 |
Jul12 |
111031 |
328.00 |
328.60 |
322.70 |
326.00 |
-2.00 |
1,940 |
16,703 |
+380 |
Aug12 |
111031 |
328.40 |
328.60 |
324.40 |
326.30 |
-2.10 |
170 |
3,148 |
+10 |
Sep12 |
111031 |
328.80 |
329.20 |
324.50 |
325.10 |
-2.50 |
159 |
3,749 |
+27 |
Oct12 |
111031 |
323.40 |
323.40 |
320.40 |
320.40 |
-2.90 |
90 |
2,613 |
+30 |
Dec12 |
111031 |
322.70 |
324.20 |
320.50 |
321.20 |
-3.00 |
497 |
10,357 |
+12 |
Jan13 |
111031 |
323.00 |
325.90 |
322.90 |
322.90 |
-3.00 |
0 |
891 |
+0 |
Total Volume and Open Interest |
48,318 |
186,893 |
+1,381 |
Soybean Oil(CBOT) |
Dec11 |
111031 |
51.63 |
51.73 |
50.62 |
51.17 |
-0.60 |
48,238 |
113,303 |
-15 |
Jan12 |
111031 |
51.87 |
51.97 |
50.87 |
51.43 |
-0.60 |
12,293 |
74,690 |
+795 |
Mar12 |
111031 |
52.23 |
52.25 |
51.23 |
51.79 |
-0.62 |
3,968 |
44,570 |
-179 |
May12 |
111031 |
52.55 |
52.57 |
51.60 |
52.14 |
-0.63 |
2,965 |
29,919 |
+420 |
Jul12 |
111031 |
52.85 |
52.85 |
51.89 |
52.49 |
-0.57 |
1,753 |
21,510 |
+145 |
Aug12 |
111031 |
52.03 |
52.57 |
52.03 |
52.57 |
-0.58 |
27 |
2,839 |
-8 |
Sep12 |
111031 |
52.09 |
53.22 |
52.09 |
52.65 |
-0.57 |
49 |
3,419 |
+10 |
Oct12 |
111031 |
52.15 |
52.58 |
51.95 |
52.58 |
-0.56 |
27 |
3,699 |
+0 |
Dec12 |
111031 |
52.53 |
53.12 |
51.91 |
52.58 |
-0.54 |
367 |
12,100 |
-35 |
Jan13 |
111031 |
52.58 |
53.12 |
52.58 |
52.58 |
-0.54 |
0 |
38 |
+0 |
Total Volume and Open Interest |
69,687 |
306,208 |
+1,133 |
Canola(WCE) |
Nov11 |
111031 |
528.0 |
528.0 |
517.0 |
523.5 |
-6.2 |
673 |
397 |
-485 |
Jan12 |
111031 |
531.0 |
532.0 |
519.3 |
529.5 |
-1.3 |
5,790 |
108,296 |
+1,748 |
Mar12 |
111031 |
539.0 |
540.0 |
526.9 |
537.6 |
-1.2 |
1,777 |
23,570 |
-77 |
May12 |
111031 |
541.6 |
542.9 |
531.6 |
540.4 |
-3.4 |
1,183 |
12,919 |
+298 |
Jul12 |
111031 |
546.5 |
548.4 |
538.0 |
546.4 |
-3.0 |
1,187 |
5,428 |
+150 |
Total Volume and Open Interest |
11,212 |
162,707 |
+1,424 |
Corn(CBOT) |
Dec11 |
111031 |
653.75 |
655.75 |
638.00 |
647.00 |
-8.00 |
154,267 |
509,922 |
+540 |
Mar12 |
111031 |
665.00 |
667.25 |
649.75 |
659.00 |
-8.00 |
66,328 |
306,151 |
+4,410 |
May12 |
111031 |
671.25 |
673.50 |
656.00 |
665.00 |
-8.25 |
15,074 |
90,238 |
+583 |
Jul12 |
111031 |
675.75 |
677.25 |
660.00 |
669.00 |
-8.25 |
18,042 |
116,978 |
+201 |
Sep12 |
111031 |
635.00 |
635.00 |
620.75 |
626.00 |
-8.50 |
1,308 |
31,771 |
-89 |
Dec12 |
111031 |
614.00 |
617.25 |
600.00 |
607.50 |
-8.50 |
12,597 |
129,968 |
+725 |
Mar13 |
111031 |
626.00 |
626.00 |
612.00 |
617.75 |
-8.25 |
268 |
29,589 |
+12 |
May13 |
111031 |
622.75 |
632.25 |
621.00 |
623.75 |
-8.50 |
81 |
1,243 |
-3 |
Jul13 |
111031 |
622.25 |
636.25 |
622.25 |
628.00 |
-8.25 |
13 |
1,556 |
+9 |
Sep13 |
111031 |
592.50 |
608.00 |
592.50 |
595.50 |
-12.50 |
4 |
319 |
-1 |
Total Volume and Open Interest |
268,160 |
1,231,570 |
+6,425 |
Wheat(CBOT) |
Dec11 |
111031 |
645.00 |
648.00 |
619.25 |
628.25 |
-16.25 |
51,125 |
180,843 |
-7,249 |
Mar12 |
111031 |
681.25 |
683.50 |
655.50 |
664.50 |
-16.00 |
17,735 |
106,696 |
+2,587 |
May12 |
111031 |
703.00 |
705.75 |
678.50 |
687.25 |
-16.00 |
4,928 |
33,330 |
+1,346 |
Jul12 |
111031 |
720.25 |
720.25 |
693.50 |
704.25 |
-14.75 |
6,165 |
64,807 |
-329 |
Sep12 |
111031 |
740.00 |
745.00 |
719.25 |
727.75 |
-15.75 |
1,385 |
6,188 |
+426 |
Dec12 |
111031 |
762.75 |
762.75 |
738.50 |
748.50 |
-13.00 |
3,029 |
33,096 |
-72 |
Total Volume and Open Interest |
84,568 |
428,946 |
-3,253 |
Wheat(KCBT) |
Dec11 |
111031 |
737.75 |
739.50 |
715.50 |
725.00 |
-13.00 |
8,437 |
54,644 |
-737 |
Mar12 |
111031 |
752.75 |
755.00 |
731.75 |
741.50 |
-11.75 |
4,352 |
51,393 |
+1,404 |
May12 |
111031 |
761.50 |
763.75 |
741.75 |
748.75 |
-13.75 |
324 |
8,657 |
-66 |
Jul12 |
111031 |
770.25 |
770.25 |
748.25 |
758.00 |
-13.00 |
1,124 |
34,501 |
+2 |
Sep12 |
111031 |
785.00 |
787.25 |
764.00 |
770.50 |
-14.50 |
148 |
2,914 |
+61 |
Dec12 |
111031 |
801.75 |
801.75 |
784.00 |
787.00 |
-15.00 |
187 |
3,911 |
+83 |
Total Volume and Open Interest |
14,587 |
156,316 |
+756 |
Wheat(MGE) |
Dec11 |
111031 |
923.00 |
930.00 |
901.00 |
908.75 |
-11.75 |
1,618 |
9,733 |
-204 |
Mar12 |
111031 |
863.00 |
869.00 |
852.50 |
860.00 |
-3.25 |
1,746 |
16,708 |
+295 |
May12 |
111031 |
843.75 |
850.00 |
832.75 |
837.00 |
-9.75 |
483 |
5,192 |
-60 |
Jul12 |
111031 |
836.25 |
837.00 |
821.50 |
828.50 |
-9.00 |
306 |
5,922 |
+105 |
Sep12 |
111031 |
817.25 |
820.25 |
802.75 |
808.50 |
-10.75 |
116 |
2,930 |
+11 |
Total Volume and Open Interest |
4,388 |
42,421 |
+163 |
Oats(CBOT) |
Dec11 |
111031 |
335.25 |
335.50 |
328.25 |
334.50 |
-1.75 |
1,031 |
10,386 |
-441 |
Mar12 |
111031 |
342.75 |
345.25 |
339.25 |
345.00 |
-2.00 |
833 |
5,656 |
+459 |
May12 |
111031 |
349.00 |
353.50 |
349.00 |
351.50 |
-2.00 |
0 |
266 |
+0 |
Jul12 |
111031 |
357.50 |
359.50 |
357.50 |
357.50 |
-2.00 |
0 |
22 |
+0 |
Total Volume and Open Interest |
1,864 |
16,451 |
+18 |
Rough Rice(CBOT) |
Nov11 |
111031 |
16.70 |
16.76 |
16.40 |
16.64 |
-0.10 |
865 |
1,558 |
-571 |
Jan12 |
111031 |
17.00 |
17.10 |
16.61 |
16.91 |
-0.09 |
1,600 |
12,269 |
+732 |
Mar12 |
111031 |
17.25 |
17.28 |
16.97 |
17.19 |
-0.09 |
309 |
3,573 |
+62 |
May12 |
111031 |
17.25 |
17.47 |
17.25 |
17.47 |
-0.08 |
76 |
375 |
+31 |
Total Volume and Open Interest |
2,942 |
18,407 |
+342 |
Live Cattle(CME) |
Oct11 |
111031 |
120.950 |
121.000 |
118.800 |
119.800 |
-1.150 |
1,601 |
777 |
-738 |
Dec11 |
111031 |
119.000 |
119.180 |
118.150 |
118.600 |
-0.450 |
22,778 |
142,068 |
-1,532 |
Feb12 |
111031 |
121.930 |
121.930 |
120.980 |
121.385 |
-0.565 |
9,988 |
82,466 |
+883 |
Apr12 |
111031 |
125.900 |
126.150 |
125.180 |
125.550 |
-0.350 |
4,848 |
64,464 |
+15 |
Jun12 |
111031 |
124.300 |
124.600 |
123.535 |
124.100 |
-0.400 |
3,479 |
30,158 |
+932 |
Aug12 |
111031 |
124.500 |
124.830 |
124.100 |
124.680 |
-0.320 |
1,334 |
6,798 |
+574 |
Total Volume and Open Interest |
44,245 |
331,022 |
+173 |
Feeder Cattle(CME) |
Nov11 |
111031 |
141.035 |
141.100 |
139.750 |
140.050 |
-1.050 |
1,984 |
7,465 |
-727 |
Jan12 |
111031 |
144.800 |
145.550 |
144.350 |
144.650 |
-0.950 |
2,610 |
15,860 |
+318 |
Mar12 |
111031 |
145.600 |
146.300 |
145.185 |
145.550 |
-0.950 |
782 |
5,317 |
+202 |
Apr12 |
111031 |
146.400 |
146.800 |
146.100 |
146.600 |
-0.750 |
274 |
1,440 |
+129 |
May12 |
111031 |
146.935 |
147.035 |
146.130 |
146.500 |
-1.100 |
176 |
1,536 |
+69 |
Aug12 |
111031 |
147.535 |
148.400 |
147.250 |
147.850 |
-0.550 |
120 |
1,619 |
-5 |
Sep12 |
111031 |
147.200 |
147.685 |
147.200 |
147.500 |
-0.500 |
27 |
137 |
-2 |
Total Volume and Open Interest |
5,973 |
33,374 |
-16 |
Lean Hogs(CME) |
Dec11 |
111031 |
86.680 |
88.450 |
86.550 |
87.480 |
+0.800 |
14,658 |
95,798 |
-2,878 |
Feb12 |
111031 |
89.885 |
91.330 |
89.680 |
90.350 |
+0.450 |
8,434 |
67,433 |
-420 |
Apr12 |
111031 |
92.385 |
93.285 |
92.200 |
92.730 |
+0.480 |
3,610 |
52,493 |
+44 |
May12 |
111031 |
97.850 |
98.300 |
97.500 |
98.300 |
+0.050 |
68 |
2,124 |
+6 |
Jun12 |
111031 |
98.830 |
99.635 |
98.785 |
99.450 |
+0.400 |
1,701 |
33,193 |
+422 |
Jul12 |
111031 |
97.850 |
98.450 |
97.300 |
98.230 |
+0.030 |
196 |
8,996 |
-32 |
Aug12 |
111031 |
95.580 |
96.700 |
95.400 |
96.700 |
+0.550 |
292 |
9,969 |
+114 |
Oct12 |
111031 |
84.500 |
85.300 |
84.300 |
85.300 |
+0.400 |
52 |
4,786 |
+9 |
Total Volume and Open Interest |
29,018 |
276,691 |
-2,732 |
Class III Milk(CME) |
Oct11 |
111031 |
18.04 |
18.04 |
18.04 |
18.04 |
unch |
96 |
5,149 |
-21 |
Nov11 |
111031 |
18.04 |
18.41 |
18.04 |
18.28 |
-0.07 |
225 |
5,409 |
+54 |
Dec11 |
111031 |
17.60 |
17.65 |
17.27 |
17.51 |
-0.11 |
320 |
5,059 |
+41 |
Jan12 |
111031 |
16.89 |
16.93 |
16.66 |
16.79 |
-0.14 |
128 |
2,675 |
+45 |
Feb12 |
111031 |
16.56 |
16.56 |
16.42 |
16.44 |
-0.11 |
108 |
2,407 |
+48 |
Total Volume and Open Interest |
1,379 |
33,555 |
+537 |
Cocoa(ICE) |
Dec11 |
111031 |
2724 |
2734 |
2670 |
2696 |
-52 |
10,770 |
69,541 |
-332 |
Mar12 |
111031 |
2759 |
2759 |
2702 |
2723 |
-47 |
6,361 |
67,608 |
+248 |
May12 |
111031 |
2763 |
2763 |
2714 |
2735 |
-42 |
2,135 |
22,787 |
+492 |
Jul12 |
111031 |
2790 |
2790 |
2733 |
2748 |
-44 |
474 |
11,338 |
-65 |
Sep12 |
111031 |
2780 |
2780 |
2744 |
2760 |
-46 |
546 |
11,573 |
-58 |
Dec12 |
111031 |
2815 |
2815 |
2752 |
2773 |
-43 |
450 |
10,754 |
+312 |
Mar13 |
111031 |
2795 |
2795 |
2780 |
2784 |
-44 |
401 |
2,719 |
-1 |
Total Volume and Open Interest |
21,137 |
198,865 |
+596 |
Coffee "C"(ICE) |
Dec11 |
111031 |
233.00 |
233.45 |
225.35 |
226.95 |
-8.20 |
10,203 |
57,602 |
-1,496 |
Mar12 |
111031 |
235.30 |
236.50 |
228.85 |
230.40 |
-8.15 |
5,565 |
36,763 |
+332 |
May12 |
111031 |
238.25 |
238.25 |
230.55 |
232.10 |
-7.90 |
1,961 |
15,472 |
+344 |
Jul12 |
111031 |
235.75 |
235.75 |
231.70 |
233.25 |
-7.30 |
484 |
4,434 |
+134 |
Sep12 |
111031 |
236.65 |
236.65 |
231.60 |
233.15 |
-6.95 |
71 |
5,169 |
+38 |
Dec12 |
111031 |
236.25 |
236.25 |
231.10 |
233.05 |
-6.25 |
34 |
2,822 |
+14 |
Total Volume and Open Interest |
18,333 |
123,289 |
-633 |
Orange Juice(ICE) |
Nov11 |
111031 |
186.35 |
186.50 |
182.00 |
183.90 |
-2.35 |
186 |
517 |
-125 |
Jan12 |
111031 |
169.65 |
172.10 |
166.25 |
169.35 |
-0.90 |
1,057 |
19,981 |
+49 |
Mar12 |
111031 |
165.05 |
167.00 |
163.05 |
164.45 |
-2.10 |
51 |
4,415 |
+12 |
May12 |
111031 |
162.00 |
162.70 |
162.00 |
162.70 |
-2.20 |
20 |
1,573 |
+19 |
Jul12 |
111031 |
162.95 |
162.95 |
162.95 |
162.95 |
-2.55 |
0 |
319 |
+0 |
Sep12 |
111031 |
161.95 |
161.95 |
161.95 |
161.95 |
-2.55 |
0 |
53 |
+0 |
Total Volume and Open Interest |
1,314 |
26,872 |
-45 |
Sugar #11(ICE) |
Mar12 |
111031 |
26.10 |
26.22 |
25.73 |
25.77 |
-0.38 |
28,331 |
243,367 |
-996 |
May12 |
111031 |
25.75 |
25.75 |
25.13 |
25.16 |
-0.33 |
9,152 |
83,738 |
+510 |
Jul12 |
111031 |
24.63 |
24.82 |
24.47 |
24.52 |
-0.29 |
5,792 |
73,003 |
+48 |
Oct12 |
111031 |
24.36 |
24.45 |
24.15 |
24.21 |
-0.28 |
1,236 |
44,188 |
+489 |
Mar13 |
111031 |
24.40 |
24.52 |
24.24 |
24.31 |
-0.26 |
420 |
30,882 |
-22 |
Total Volume and Open Interest |
45,448 |
505,866 |
+219 |
London Cocoa(LCE) |
Dec11 |
111031 |
1687 |
1691 |
1662 |
1673 |
-27 |
4,781 |
77,323 |
-948 |
Mar12 |
111031 |
1715 |
1715 |
1688 |
1698 |
-27 |
2,731 |
57,507 |
-158 |
May12 |
111031 |
1721 |
1724 |
1699 |
1711 |
-29 |
546 |
16,699 |
+20 |
Jul12 |
111031 |
1737 |
1741 |
1717 |
1726 |
-33 |
304 |
19,065 |
-36 |
Sep12 |
111031 |
1749 |
1752 |
1735 |
1740 |
-32 |
584 |
13,872 |
+276 |
Dec12 |
111031 |
1765 |
1765 |
1748 |
1754 |
-33 |
67 |
10,707 |
-10 |
Mar13 |
111031 |
1768 |
1768 |
1768 |
1768 |
-35 |
0 |
2,366 |
+0 |
Total Volume and Open Interest |
9,013 |
198,046 |
-856 |
London Sugar(LCE) |
Dec11 |
111031 |
695.00 |
701.80 |
687.30 |
689.60 |
-12.50 |
2,745 |
19,102 |
+60 |
Mar12 |
111031 |
664.90 |
668.20 |
653.70 |
657.10 |
-16.50 |
2,332 |
18,430 |
+460 |
May12 |
111031 |
654.10 |
656.30 |
643.60 |
647.50 |
-14.60 |
244 |
6,912 |
+22 |
Aug12 |
111031 |
641.40 |
644.60 |
632.80 |
637.40 |
-11.40 |
163 |
4,133 |
+12 |
Oct12 |
111031 |
632.60 |
635.60 |
625.50 |
630.50 |
-8.90 |
96 |
2,491 |
-40 |
Total Volume and Open Interest |
5,581 |
52,818 |
+514 |
Cotton(ICE) |
Dec11 |
111031 |
104.00 |
104.64 |
101.14 |
102.29 |
-2.08 |
15,773 |
80,987 |
-1,618 |
Mar12 |
111031 |
102.16 |
102.85 |
99.50 |
100.82 |
-1.68 |
6,314 |
51,154 |
+1,681 |
May12 |
111031 |
101.84 |
101.98 |
98.50 |
100.07 |
-1.61 |
838 |
11,369 |
-19 |
Jul12 |
111031 |
100.87 |
100.99 |
98.13 |
99.34 |
-1.50 |
779 |
12,506 |
+201 |
Oct12 |
111031 |
96.98 |
96.98 |
96.98 |
96.98 |
-1.50 |
0 |
3 |
+0 |
Dec12 |
111031 |
96.00 |
96.51 |
94.85 |
96.51 |
-1.33 |
267 |
4,374 |
+219 |
Total Volume and Open Interest |
24,037 |
161,414 |
+518 |
Lumber(CME) |
Nov11 |
111031 |
224.2 |
225.9 |
221.5 |
224.2 |
+1.4 |
209 |
1,608 |
-99 |
Jan12 |
111031 |
239.9 |
242.0 |
237.2 |
240.4 |
+1.1 |
298 |
6,180 |
-70 |
Mar12 |
111031 |
257.9 |
257.9 |
255.8 |
257.7 |
+1.9 |
26 |
1,687 |
+3 |
May12 |
111031 |
267.4 |
268.9 |
267.1 |
268.7 |
+0.9 |
9 |
173 |
+7 |
Total Volume and Open Interest |
560 |
9,729 |
-142 |
Crude Oil(NYM) |
Dec11 |
111031 |
93.53 |
93.80 |
91.36 |
93.19 |
-0.13 |
276,760 |
299,137 |
-11,360 |
Jan12 |
111031 |
93.42 |
93.55 |
91.27 |
93.08 |
-0.16 |
81,869 |
189,385 |
+3,553 |
Feb12 |
111031 |
93.38 |
93.40 |
91.20 |
92.99 |
-0.18 |
30,192 |
71,674 |
-201 |
Mar12 |
111031 |
92.89 |
93.12 |
91.15 |
92.92 |
-0.17 |
23,542 |
70,524 |
+1,832 |
Apr12 |
111031 |
93.10 |
93.17 |
91.10 |
92.83 |
-0.17 |
12,107 |
36,785 |
+38 |
May12 |
111031 |
92.48 |
92.79 |
91.28 |
92.71 |
-0.19 |
12,506 |
28,404 |
+514 |
Jun12 |
111031 |
92.74 |
92.78 |
90.87 |
92.58 |
-0.21 |
26,281 |
72,818 |
-887 |
Jul12 |
111031 |
91.66 |
92.71 |
91.11 |
92.43 |
-0.25 |
6,434 |
33,485 |
-403 |
Aug12 |
111031 |
91.70 |
92.31 |
90.70 |
92.26 |
-0.28 |
4,321 |
21,181 |
+23 |
Sep12 |
111031 |
91.29 |
92.18 |
90.90 |
92.10 |
-0.31 |
4,668 |
21,948 |
+92 |
Oct12 |
111031 |
92.00 |
92.00 |
92.00 |
92.00 |
-0.32 |
2,782 |
23,293 |
+307 |
Nov12 |
111031 |
91.45 |
92.01 |
91.45 |
91.96 |
-0.33 |
2,735 |
24,610 |
-39 |
Dec12 |
111031 |
92.47 |
92.47 |
90.45 |
91.94 |
-0.33 |
27,937 |
163,015 |
-1,045 |
Jan13 |
111031 |
91.20 |
91.80 |
90.99 |
91.80 |
-0.35 |
852 |
26,041 |
-14 |
Feb13 |
111031 |
91.63 |
91.63 |
91.63 |
91.63 |
-0.36 |
610 |
10,488 |
+296 |
Mar13 |
111031 |
91.48 |
91.48 |
91.48 |
91.48 |
-0.37 |
239 |
8,784 |
+74 |
Total Volume and Open Interest |
528,798 |
1,352,143 |
-7,513 |
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 |
111031 |
93.400 |
93.775 |
91.375 |
93.200 |
-0.125 |
9,796 |
2,499 |
+20 |
Jan12 |
111031 |
93.600 |
93.600 |
91.325 |
93.075 |
-0.175 |
418 |
343 |
+27 |
Feb12 |
111031 |
92.200 |
93.100 |
91.225 |
93.000 |
-0.175 |
27 |
80 |
+0 |
Mar12 |
111031 |
93.250 |
93.250 |
92.925 |
92.925 |
-0.175 |
0 |
17 |
+0 |
Apr12 |
111031 |
92.825 |
92.825 |
92.825 |
92.825 |
-0.175 |
0 |
22 |
+0 |
May12 |
111031 |
92.700 |
92.700 |
92.700 |
92.700 |
-0.200 |
0 |
7 |
+0 |
Jun12 |
111031 |
92.575 |
92.575 |
92.575 |
92.575 |
-0.225 |
0 |
17 |
+0 |
Jul12 |
111031 |
92.425 |
92.425 |
92.425 |
92.425 |
-0.250 |
0 |
4 |
+0 |
Total Volume and Open Interest |
10,241 |
3,217 |
+47 |
Heating Oil(NYM) |
Nov11 |
111031 |
306.76 |
307.20 |
302.39 |
304.29 |
-1.63 |
19,583 |
9,026 |
-5,428 |
Dec11 |
111031 |
307.86 |
307.86 |
302.70 |
305.83 |
-0.81 |
55,835 |
93,969 |
+973 |
Jan12 |
111031 |
306.52 |
306.83 |
302.06 |
305.30 |
-0.72 |
20,718 |
52,891 |
+469 |
Feb12 |
111031 |
305.00 |
305.00 |
300.84 |
303.92 |
-0.73 |
10,550 |
28,312 |
+627 |
Mar12 |
111031 |
302.64 |
302.64 |
298.63 |
301.54 |
-0.77 |
6,351 |
21,758 |
+21 |
Apr12 |
111031 |
296.60 |
298.02 |
296.45 |
297.85 |
-0.81 |
1,698 |
10,925 |
-204 |
May12 |
111031 |
294.73 |
294.73 |
292.14 |
294.27 |
-0.84 |
1,685 |
8,779 |
-14 |
Jun12 |
111031 |
292.61 |
293.61 |
289.08 |
292.32 |
-0.68 |
6,565 |
35,461 |
+202 |
Jul12 |
111031 |
289.34 |
292.07 |
289.25 |
292.07 |
-0.68 |
1,016 |
7,656 |
+256 |
Aug12 |
111031 |
289.86 |
292.17 |
289.15 |
292.17 |
-0.68 |
398 |
4,230 |
+13 |
Sep12 |
111031 |
293.70 |
293.70 |
288.76 |
292.47 |
-0.74 |
143 |
4,513 |
-7 |
Oct12 |
111031 |
293.12 |
293.12 |
293.12 |
293.12 |
-0.80 |
89 |
1,506 |
+11 |
Total Volume and Open Interest |
127,775 |
295,668 |
-2,176 |
Gasoline(NYMEX) |
Nov11 |
111031 |
268.59 |
269.00 |
260.89 |
264.29 |
-3.93 |
19,486 |
6,792 |
-5,706 |
Dec11 |
111031 |
265.11 |
265.54 |
257.55 |
260.57 |
-4.04 |
45,869 |
94,359 |
-1,648 |
Jan12 |
111031 |
262.62 |
262.82 |
256.62 |
259.51 |
-3.92 |
16,959 |
42,294 |
-5 |
Feb12 |
111031 |
263.90 |
263.90 |
256.65 |
259.42 |
-3.80 |
7,380 |
19,517 |
+301 |
Mar12 |
111031 |
261.63 |
261.83 |
257.58 |
260.04 |
-3.65 |
6,686 |
23,968 |
+62 |
Apr12 |
111031 |
277.12 |
277.12 |
271.05 |
273.70 |
-3.55 |
4,589 |
21,317 |
+12 |
May12 |
111031 |
274.54 |
275.82 |
270.85 |
273.24 |
-3.53 |
2,959 |
10,963 |
+455 |
Jun12 |
111031 |
274.69 |
275.24 |
268.47 |
271.48 |
-3.53 |
4,886 |
20,236 |
-468 |
Jul12 |
111031 |
269.41 |
269.88 |
269.33 |
269.37 |
-3.42 |
1,267 |
5,885 |
-47 |
Aug12 |
111031 |
264.09 |
267.23 |
264.09 |
267.23 |
-3.16 |
954 |
5,367 |
+151 |
Total Volume and Open Interest |
113,088 |
274,418 |
-6,860 |
e-miNY RBOB Gasoline(NYM) |
Dec11 |
111031 |
260.60 |
260.60 |
260.57 |
260.60 |
-4.00 |
|
|
|
Jan12 |
111031 |
259.50 |
259.51 |
259.50 |
259.50 |
-3.90 |
0 |
1 |
+0 |
Feb12 |
111031 |
259.40 |
259.42 |
259.40 |
259.40 |
-3.80 |
0 |
1 |
+0 |
Mar12 |
111031 |
260.00 |
260.04 |
260.00 |
260.00 |
-3.70 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Dec11 |
111031 |
3.930 |
3.978 |
3.852 |
3.934 |
+0.011 |
167,615 |
151,866 |
-18,844 |
Jan12 |
111031 |
4.055 |
4.095 |
3.980 |
4.056 |
+0.014 |
65,704 |
243,406 |
-704 |
Feb12 |
111031 |
4.069 |
4.107 |
3.994 |
4.065 |
+0.012 |
26,265 |
82,229 |
+3,180 |
Mar12 |
111031 |
4.044 |
4.070 |
3.960 |
4.034 |
+0.014 |
23,099 |
94,565 |
+1,193 |
Apr12 |
111031 |
4.025 |
4.052 |
3.950 |
4.026 |
+0.016 |
33,404 |
89,980 |
-46 |
May12 |
111031 |
4.059 |
4.080 |
3.983 |
4.060 |
+0.018 |
9,995 |
33,181 |
+847 |
Jun12 |
111031 |
4.098 |
4.117 |
4.024 |
4.101 |
+0.021 |
3,951 |
16,300 |
+604 |
Jul12 |
111031 |
4.143 |
4.152 |
4.070 |
4.145 |
+0.020 |
2,280 |
18,672 |
+406 |
Aug12 |
111031 |
4.202 |
4.202 |
4.092 |
4.169 |
+0.019 |
2,162 |
13,226 |
+742 |
Sep12 |
111031 |
4.188 |
4.188 |
4.095 |
4.169 |
+0.017 |
1,736 |
10,474 |
+382 |
Oct12 |
111031 |
4.227 |
4.228 |
4.135 |
4.208 |
+0.017 |
10,654 |
50,910 |
+586 |
Nov12 |
111031 |
4.285 |
4.351 |
4.285 |
4.346 |
+0.013 |
2,262 |
13,782 |
+835 |
Dec12 |
111031 |
4.602 |
4.628 |
4.531 |
4.595 |
+0.013 |
3,123 |
17,746 |
+725 |
Jan13 |
111031 |
4.733 |
4.767 |
4.664 |
4.730 |
+0.013 |
5,052 |
25,972 |
+742 |
Feb13 |
111031 |
4.708 |
4.719 |
4.708 |
4.715 |
+0.013 |
105 |
5,337 |
-2 |
Mar13 |
111031 |
4.690 |
4.690 |
4.614 |
4.659 |
+0.013 |
1,869 |
12,199 |
+146 |
Total Volume and Open Interest |
362,253 |
953,591 |
-8,371 |
Brent Crude Oil(ICE) |
Dec11 |
111031 |
110.13 |
110.33 |
108.20 |
109.56 |
-0.35 |
187,750 |
193,131 |
-9,072 |
Jan12 |
111031 |
109.35 |
109.61 |
107.50 |
108.84 |
-0.47 |
98,186 |
163,063 |
+4,426 |
Feb12 |
111031 |
109.11 |
109.12 |
106.98 |
108.33 |
-0.52 |
50,436 |
89,111 |
-2,633 |
Mar12 |
111031 |
108.22 |
108.56 |
106.43 |
107.80 |
-0.56 |
33,882 |
83,667 |
+930 |
Apr12 |
111031 |
107.96 |
108.07 |
106.02 |
107.38 |
-0.59 |
13,170 |
32,445 |
+71 |
May12 |
111031 |
107.66 |
107.77 |
105.68 |
107.03 |
-0.59 |
9,026 |
19,144 |
-443 |
Jun12 |
111031 |
107.31 |
107.46 |
105.34 |
106.69 |
-0.57 |
28,772 |
52,696 |
-610 |
Jul12 |
111031 |
105.89 |
106.57 |
105.08 |
106.33 |
-0.55 |
4,591 |
17,084 |
-394 |
Aug12 |
111031 |
105.51 |
106.03 |
104.72 |
105.97 |
-0.51 |
4,165 |
17,403 |
+891 |
Sep12 |
111031 |
105.12 |
105.55 |
105.12 |
105.54 |
-0.49 |
4,287 |
19,812 |
-295 |
Oct12 |
111031 |
105.16 |
105.16 |
105.16 |
105.16 |
-0.45 |
2,932 |
11,300 |
+31 |
Nov12 |
111031 |
104.81 |
104.81 |
104.81 |
104.81 |
-0.43 |
2,342 |
13,575 |
-112 |
Dec12 |
111031 |
105.01 |
105.01 |
103.19 |
104.47 |
-0.40 |
24,629 |
97,364 |
-568 |
Jan13 |
111031 |
104.19 |
104.19 |
104.19 |
104.19 |
-0.38 |
490 |
8,180 |
-32 |
Total Volume and Open Interest |
475,963 |
964,729 |
-6,409 |
Gas Oil(ICE) |
Nov11 |
111031 |
961.75 |
962.75 |
949.00 |
950.50 |
-11.75 |
49,639 |
106,063 |
-468 |
Dec11 |
111031 |
951.75 |
953.00 |
937.75 |
939.25 |
-12.50 |
91,957 |
126,487 |
-10,426 |
Jan12 |
111031 |
946.50 |
947.00 |
932.00 |
933.50 |
-13.00 |
42,479 |
67,990 |
+5,046 |
Feb12 |
111031 |
942.50 |
943.00 |
927.00 |
928.75 |
-13.00 |
22,745 |
50,815 |
+937 |
Mar12 |
111031 |
937.50 |
938.00 |
922.75 |
923.50 |
-13.25 |
14,721 |
29,962 |
+912 |
Apr12 |
111031 |
931.25 |
931.25 |
917.00 |
917.75 |
-13.50 |
7,343 |
20,144 |
+488 |
May12 |
111031 |
925.75 |
925.75 |
912.75 |
912.75 |
-13.25 |
4,820 |
20,205 |
+248 |
Jun12 |
111031 |
923.75 |
923.75 |
909.75 |
910.50 |
-13.00 |
10,568 |
48,603 |
+76 |
Jul12 |
111031 |
924.75 |
924.75 |
911.50 |
911.50 |
-13.00 |
2,062 |
15,226 |
+228 |
Aug12 |
111031 |
915.50 |
919.75 |
912.50 |
912.50 |
-13.25 |
1,141 |
10,706 |
-101 |
Total Volume and Open Interest |
255,653 |
590,146 |
-1,951 |
Ethanol(CBOT) |
Oct11 |
111005 |
2.517 |
2.520 |
2.496 |
2.520 |
+0.062 |
73 |
103 |
-30 |
Nov11 |
111031 |
2.759 |
2.761 |
2.738 |
2.756 |
+0.003 |
140 |
484 |
-125 |
Dec11 |
111031 |
2.640 |
2.640 |
2.620 |
2.640 |
unch |
158 |
1,500 |
+3 |
Jan12 |
111031 |
2.490 |
2.490 |
2.469 |
2.488 |
-0.002 |
110 |
1,629 |
+54 |
Feb12 |
111031 |
2.425 |
2.425 |
2.401 |
2.412 |
-0.013 |
40 |
1,068 |
+24 |
Mar12 |
111031 |
2.414 |
2.414 |
2.414 |
2.414 |
-0.013 |
1 |
954 |
+0 |
Apr12 |
111031 |
2.418 |
2.418 |
2.418 |
2.418 |
-0.013 |
45 |
708 |
+8 |
May12 |
111031 |
2.432 |
2.432 |
2.432 |
2.432 |
-0.013 |
68 |
627 |
-32 |
Total Volume and Open Interest |
642 |
10,950 |
-29 |
WTI Crude Oil(ICE) |
Dec11 |
111031 |
93.74 |
93.74 |
91.36 |
93.19 |
-0.13 |
75,436 |
106,141 |
+1,175 |
Jan12 |
111031 |
93.15 |
93.44 |
91.27 |
93.08 |
-0.16 |
25,718 |
48,824 |
+773 |
Feb12 |
111031 |
93.39 |
93.40 |
91.25 |
92.99 |
-0.18 |
9,118 |
27,650 |
+1,723 |
Mar12 |
111031 |
92.49 |
93.04 |
91.28 |
92.92 |
-0.17 |
6,446 |
19,209 |
+112 |
Apr12 |
111031 |
92.36 |
92.94 |
91.10 |
92.83 |
-0.17 |
3,465 |
8,705 |
-123 |
May12 |
111031 |
92.00 |
92.80 |
90.98 |
92.71 |
-0.19 |
3,282 |
7,223 |
-7 |
Jun12 |
111031 |
91.81 |
92.71 |
90.88 |
92.58 |
-0.21 |
6,381 |
40,649 |
-73 |
Jul12 |
111031 |
91.89 |
92.55 |
90.77 |
92.43 |
-0.25 |
1,097 |
7,105 |
+120 |
Aug12 |
111031 |
91.75 |
92.38 |
91.62 |
92.26 |
-0.28 |
1,001 |
4,682 |
+82 |
Sep12 |
111031 |
92.10 |
92.10 |
92.10 |
92.10 |
-0.31 |
753 |
7,918 |
+106 |
Oct12 |
111031 |
92.00 |
92.00 |
92.00 |
92.00 |
-0.32 |
559 |
2,328 |
+47 |
Nov12 |
111031 |
91.96 |
91.96 |
91.96 |
91.96 |
-0.33 |
487 |
2,972 |
+9 |
Dec12 |
111031 |
91.96 |
92.04 |
90.40 |
91.94 |
-0.33 |
8,504 |
55,070 |
+971 |
Jan13 |
111031 |
91.80 |
91.80 |
91.80 |
91.80 |
-0.35 |
69 |
1,968 |
+23 |
Feb13 |
111031 |
91.63 |
91.63 |
91.63 |
91.63 |
-0.36 |
100 |
603 |
+11 |
Mar13 |
111031 |
91.48 |
91.48 |
91.48 |
91.48 |
-0.37 |
1 |
1,476 |
+1 |
Total Volume and Open Interest |
146,937 |
436,484 |
+6,715 |
US Dollar Index(ICE) |
Dec11 |
111031 |
75.215 |
76.720 |
75.110 |
76.305 |
+1.090 |
20,156 |
64,030 |
-593 |
Mar12 |
111031 |
75.875 |
76.875 |
75.875 |
76.705 |
+1.125 |
4 |
576 |
-1 |
Jun12 |
111031 |
77.165 |
77.165 |
77.165 |
77.165 |
+1.125 |
|
|
|
Total Volume and Open Interest |
20,160 |
64,606 |
-594 |
Australian Dollar(CME) |
Dec11 |
111031 |
106.47 |
106.51 |
104.45 |
105.31 |
-1.18 |
105,413 |
132,191 |
+803 |
Mar12 |
111031 |
104.90 |
105.41 |
103.53 |
104.25 |
-1.16 |
266 |
401 |
+73 |
Jun12 |
111031 |
103.31 |
104.46 |
103.31 |
103.31 |
-1.15 |
2 |
19 |
+0 |
Total Volume and Open Interest |
105,701 |
132,734 |
+866 |
British Pound(CME) |
Dec11 |
111031 |
161.19 |
161.58 |
159.58 |
161.26 |
+0.18 |
82,515 |
168,505 |
-1,916 |
Mar12 |
111031 |
159.48 |
161.20 |
159.48 |
161.09 |
+0.19 |
4 |
219 |
+0 |
Jun12 |
111031 |
160.94 |
160.94 |
160.74 |
160.94 |
+0.20 |
0 |
3 |
+0 |
Total Volume and Open Interest |
82,519 |
168,732 |
-1,916 |
Canadian Dollar(CME) |
Dec11 |
111031 |
100.70 |
100.76 |
99.60 |
100.50 |
-0.03 |
60,549 |
114,568 |
+18 |
Mar12 |
111031 |
100.23 |
100.43 |
99.43 |
100.30 |
-0.03 |
296 |
3,195 |
-171 |
Jun12 |
111031 |
99.52 |
100.17 |
99.52 |
100.15 |
-0.02 |
30 |
779 |
-11 |
Sep12 |
111031 |
99.92 |
100.04 |
99.92 |
100.01 |
-0.03 |
4 |
656 |
+0 |
Total Volume and Open Interest |
60,884 |
119,313 |
-164 |
Japanese Yen(CME) |
Dec11 |
111031 |
132.17 |
132.64 |
125.82 |
128.21 |
-3.89 |
52,969 |
166,488 |
+713 |
Mar12 |
111031 |
132.41 |
132.79 |
126.09 |
128.45 |
-3.89 |
21 |
690 |
-2 |
Jun12 |
111031 |
128.83 |
132.57 |
128.00 |
128.68 |
-3.89 |
0 |
22 |
+0 |
Total Volume and Open Interest |
52,990 |
167,204 |
+711 |
Swiss Franc(CME) |
Dec11 |
111031 |
116.02 |
116.21 |
113.89 |
114.60 |
-1.50 |
18,892 |
24,622 |
+591 |
Mar12 |
111031 |
115.29 |
116.37 |
114.84 |
114.84 |
-1.53 |
22 |
627 |
-7 |
Jun12 |
111031 |
115.14 |
116.65 |
115.14 |
115.14 |
-1.51 |
1 |
5 |
+0 |
Total Volume and Open Interest |
18,918 |
25,258 |
+581 |
EuroFX(CME) |
Dec11 |
111031 |
141.46 |
141.66 |
138.22 |
139.20 |
-2.28 |
233,050 |
217,819 |
-7,446 |
Mar12 |
111031 |
141.43 |
141.50 |
138.31 |
139.17 |
-2.27 |
485 |
2,514 |
+42 |
Jun12 |
111031 |
139.16 |
141.40 |
139.15 |
139.15 |
-2.25 |
3 |
866 |
+0 |
Total Volume and Open Interest |
233,543 |
221,214 |
-7,409 |
Mexican Peso(CME) |
Nov11 |
111031 |
754.5 |
765.5 |
754.5 |
754.5 |
-11.0 |
|
|
|
Dec11 |
111031 |
764.5 |
766.5 |
744.5 |
752.5 |
-11.0 |
31,617 |
97,238 |
+1,104 |
Total Volume and Open Interest |
31,617 |
97,601 |
+1,104 |
Brazilian Real(CME) |
Nov11 |
111031 |
590.50 |
595.50 |
590.50 |
590.50 |
-5.00 |
852 |
5 |
+0 |
Dec11 |
111031 |
589.00 |
589.00 |
583.70 |
586.25 |
-4.95 |
337 |
5,269 |
-118 |
Jan12 |
111031 |
582.85 |
582.85 |
582.85 |
582.85 |
-4.90 |
0 |
10,149 |
+0 |
Feb12 |
111031 |
579.40 |
579.40 |
579.40 |
579.40 |
-4.90 |
|
|
|
Total Volume and Open Interest |
1,189 |
30,744 |
-118 |
30-Year T-Bonds(CBOT) |
Dec11 |
111031 |
136~190 |
140~000 |
136~180 |
139~010 |
+2~050 |
328,626 |
602,134 |
-18,820 |
Mar12 |
111031 |
136~250 |
139~150 |
136~080 |
138~160 |
+2~080 |
401 |
3,616 |
+191 |
Jun12 |
111031 |
137~140 |
137~140 |
135~060 |
137~140 |
+2~080 |
0 |
5 |
+0 |
Total Volume and Open Interest |
329,027 |
605,755 |
-18,629 |
10-Year T-Notes(CBOT) |
Dec11 |
111031 |
128~000 |
129~175 |
127~310 |
129~020 |
+0~310 |
1,089,328 |
1,479,476 |
-30,564 |
Mar12 |
111031 |
127~065 |
128~175 |
127~065 |
128~070 |
+1~005 |
6,602 |
12,066 |
-4,870 |
Jun12 |
111031 |
127~070 |
127~070 |
126~065 |
127~070 |
+1~005 |
|
|
|
Total Volume and Open Interest |
1,095,930 |
1,491,542 |
-35,434 |
5-Year T-Notes(CBOT) |
Dec11 |
111031 |
121~124 |
122~108 |
121~122 |
122~078 |
+0~070 |
563,169 |
1,196,731 |
-3,235 |
Mar12 |
111031 |
121~119 |
122~016 |
121~074 |
122~016 |
+0~070 |
1,151 |
6,565 |
+321 |
Jun12 |
111031 |
121~040 |
121~040 |
120~098 |
121~040 |
+0~070 |
|
|
|
Total Volume and Open Interest |
564,320 |
1,203,296 |
-2,914 |
2 Year T-Notes(CBOT) |
Dec11 |
111031 |
110~008 |
110~023 |
110~008 |
110~018 |
+0~009 |
215,937 |
717,956 |
+6,528 |
Mar12 |
111031 |
110~008 |
110~021 |
110~006 |
110~017 |
+0~011 |
989 |
2,738 |
+217 |
Jun12 |
111031 |
109~109 |
109~109 |
109~098 |
109~109 |
+0~011 |
|
|
|
Total Volume and Open Interest |
216,926 |
720,694 |
+6,745 |
Eurodollars(CME) |
Dec11 |
111031 |
99.505 |
99.520 |
99.485 |
99.495 |
-0.005 |
160,971 |
1,019,103 |
-1,971 |
Mar12 |
111031 |
99.455 |
99.470 |
99.430 |
99.450 |
-0.005 |
172,556 |
927,637 |
-7,603 |
Jun12 |
111031 |
99.430 |
99.455 |
99.415 |
99.445 |
+0.010 |
133,478 |
1,062,624 |
-4,176 |
Sep12 |
111031 |
99.415 |
99.450 |
99.400 |
99.440 |
+0.020 |
141,852 |
731,101 |
+1,686 |
Dec12 |
111031 |
99.395 |
99.445 |
99.390 |
99.435 |
+0.030 |
150,685 |
755,497 |
+6,192 |
Mar13 |
111031 |
99.375 |
99.435 |
99.365 |
99.430 |
+0.045 |
146,836 |
791,246 |
+3,191 |
Jun13 |
111031 |
99.300 |
99.390 |
99.295 |
99.375 |
+0.055 |
102,928 |
537,637 |
+1,757 |
Sep13 |
111031 |
99.185 |
99.305 |
99.185 |
99.285 |
+0.070 |
99,455 |
456,911 |
+2,670 |
Dec13 |
111031 |
99.020 |
99.170 |
99.020 |
99.135 |
+0.085 |
107,732 |
445,814 |
+6,730 |
Mar14 |
111031 |
98.845 |
99.015 |
98.845 |
98.980 |
+0.105 |
76,055 |
312,698 |
+412 |
Jun14 |
111031 |
98.645 |
98.830 |
98.645 |
98.785 |
+0.120 |
62,780 |
269,262 |
-2,697 |
Sep14 |
111031 |
98.420 |
98.630 |
98.420 |
98.580 |
+0.135 |
61,882 |
180,089 |
+3,260 |
Dec14 |
111031 |
98.215 |
98.420 |
98.210 |
98.365 |
+0.145 |
58,230 |
177,453 |
+11,647 |
Mar15 |
111031 |
98.005 |
98.220 |
98.000 |
98.160 |
+0.150 |
31,069 |
117,807 |
+1,752 |
Jun15 |
111031 |
6.050 |
6.265 |
6.040 |
6.205 |
+0.155 |
25,703 |
101,560 |
+1,058 |
Sep15 |
111031 |
5.825 |
6.060 |
5.825 |
5.995 |
+0.155 |
20,383 |
82,672 |
+1,357 |
Dec15 |
111031 |
5.635 |
5.850 |
5.625 |
5.785 |
+0.155 |
12,065 |
55,621 |
-1,400 |
Mar16 |
111031 |
5.465 |
5.675 |
5.455 |
5.610 |
+0.155 |
11,536 |
50,682 |
+199 |
Total Volume and Open Interest |
1,602,418 |
8,306,199 |
+26,567 |
30 Day Federal Funds(CBOT) |
Oct11 |
111031 |
99.930 |
99.930 |
99.927 |
99.927 |
unch |
329 |
63,987 |
-215 |
Nov11 |
111031 |
99.920 |
99.925 |
99.915 |
99.920 |
unch |
2,648 |
67,313 |
-265 |
Dec11 |
111031 |
99.920 |
99.920 |
99.915 |
99.920 |
unch |
2,282 |
63,810 |
+448 |
Jan12 |
111031 |
99.910 |
99.910 |
99.905 |
99.910 |
unch |
3,505 |
56,812 |
+1,899 |
Feb12 |
111031 |
99.900 |
99.905 |
99.895 |
99.900 |
unch |
2,028 |
44,148 |
-616 |
Mar12 |
111031 |
99.890 |
99.895 |
99.885 |
99.890 |
unch |
4,369 |
31,584 |
+295 |
Total Volume and Open Interest |
39,094 |
655,520 |
+6,930 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111031 |
99.673 |
99.673 |
99.673 |
99.673 |
-0.003 |
0 |
281 |
+0 |
Mar12 |
111031 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
300 |
+0 |
Jun12 |
111031 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Sep12 |
111031 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec12 |
111031 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar13 |
111031 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun13 |
111031 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111031 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Dec13 |
111031 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Mar14 |
111031 |
99.205 |
99.205 |
99.205 |
99.205 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111031 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,479 |
+0 |
Mar12 |
111031 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,378 |
+0 |
Jun12 |
111031 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,470 |
+0 |
Sep12 |
111031 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
710 |
+0 |
Dec12 |
111031 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
151 |
+0 |
Mar13 |
111031 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1 |
+0 |
Jun13 |
111031 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
Sep13 |
111031 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7,191 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111031 |
142.08 |
142.20 |
141.97 |
142.20 |
+0.15 |
5,049 |
20,181 |
-815 |
Mar12 |
111031 |
141.61 |
141.61 |
141.61 |
141.61 |
+0.15 |
0 |
5 |
+0 |
Jun12 |
111031 |
139.52 |
139.52 |
139.52 |
139.52 |
+0.15 |
|
|
|
Total Volume and Open Interest |
5,049 |
20,186 |
-815 |
Euro-Bund(EUREX) |
Dec11 |
111031 |
134.09 |
136.68 |
133.98 |
135.47 |
+1.80 |
839,673 |
867,103 |
+20,332 |
Mar12 |
111031 |
134.46 |
137.02 |
134.44 |
135.73 |
+1.86 |
270 |
2,418 |
-51 |
Jun12 |
111031 |
135.29 |
135.29 |
135.29 |
135.29 |
+1.80 |
1 |
18 |
+0 |
Total Volume and Open Interest |
839,944 |
869,539 |
+20,281 |
Euro-Bobl(EUREX) |
Dec11 |
111031 |
121.68 |
122.95 |
121.60 |
122.34 |
+0.86 |
431,901 |
700,607 |
+2,726 |
Mar12 |
111031 |
122.28 |
122.63 |
122.28 |
122.63 |
+0.92 |
6 |
18,174 |
-57 |
Jun12 |
111031 |
122.49 |
122.49 |
122.49 |
122.49 |
+0.86 |
|
|
|
Total Volume and Open Interest |
431,907 |
718,781 |
+2,669 |
3-Mth Euribor(EUREX) |
Dec11 |
111031 |
98.595 |
98.630 |
98.595 |
98.630 |
+0.035 |
278 |
1,936 |
+178 |
Mar12 |
111031 |
98.815 |
98.835 |
98.800 |
98.835 |
+0.055 |
435 |
2,134 |
-48 |
Jun12 |
111031 |
98.865 |
98.880 |
98.860 |
98.880 |
+0.060 |
65 |
958 |
+0 |
Total Volume and Open Interest |
789 |
8,301 |
+121 |
Long Gilt(LIFFE) |
Dec11 |
111031 |
127~01 |
128~17 |
126~32 |
128~11 |
+1~26 |
134,274 |
291,424 |
+3,512 |
Mar12 |
111031 |
110~26 |
112~12 |
110~26 |
112~06 |
+1~28 |
3,726 |
9,475 |
+1,789 |
Total Volume and Open Interest |
138,000 |
300,899 |
+5,301 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111031 |
98.96 |
98.97 |
98.94 |
98.96 |
unch |
33,587 |
360,273 |
-7,766 |
Mar12 |
111031 |
98.95 |
98.99 |
98.94 |
98.97 |
+0.02 |
36,247 |
344,525 |
-4,128 |
Jun12 |
111031 |
98.95 |
99.03 |
98.95 |
98.99 |
+0.04 |
28,255 |
215,694 |
-63 |
Sep12 |
111031 |
98.95 |
99.04 |
98.94 |
99.00 |
+0.07 |
27,420 |
223,689 |
-3,444 |
Dec12 |
111031 |
98.90 |
99.00 |
98.90 |
98.97 |
+0.10 |
36,405 |
182,088 |
+1,659 |
Mar13 |
111031 |
98.87 |
98.96 |
98.86 |
98.93 |
+0.11 |
32,172 |
157,238 |
-2,496 |
Total Volume and Open Interest |
262,672 |
1,888,129 |
-15,811 |
3-Mth Euribor(LIFFE) |
Dec11 |
111031 |
98.605 |
98.645 |
98.590 |
98.630 |
+0.035 |
124,522 |
715,252 |
-19,181 |
Mar12 |
111031 |
98.795 |
98.845 |
98.785 |
98.835 |
+0.055 |
126,871 |
520,995 |
+1,223 |
Jun12 |
111031 |
98.845 |
98.895 |
98.840 |
98.880 |
+0.060 |
93,185 |
373,972 |
+2,814 |
Total Volume and Open Interest |
742,463 |
3,376,871 |
-34,837 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111031 |
95.47 |
95.51 |
95.45 |
95.48 |
unch |
20,297 |
213,077 |
-10,822 |
Mar12 |
111031 |
95.80 |
95.86 |
95.76 |
95.81 |
+0.01 |
11,445 |
183,717 |
-3,374 |
Jun12 |
111031 |
95.88 |
95.96 |
95.85 |
95.91 |
+0.02 |
6,044 |
114,023 |
-2,014 |
Sep12 |
111031 |
95.84 |
95.92 |
95.82 |
95.87 |
+0.03 |
4,597 |
80,634 |
-880 |
Dec12 |
111031 |
95.76 |
95.83 |
95.74 |
95.79 |
+0.03 |
1,974 |
49,723 |
-525 |
Mar13 |
111031 |
95.67 |
95.76 |
95.66 |
95.71 |
+0.04 |
2,161 |
46,204 |
-350 |
Jun13 |
111031 |
95.58 |
95.66 |
95.58 |
95.64 |
+0.05 |
1,357 |
31,574 |
-858 |
Sep13 |
111031 |
95.51 |
95.58 |
95.48 |
95.56 |
+0.06 |
734 |
15,677 |
+293 |
Dec13 |
111031 |
95.42 |
95.48 |
95.42 |
95.47 |
+0.06 |
160 |
3,487 |
+72 |
Mar14 |
111031 |
95.35 |
95.37 |
95.35 |
95.36 |
+0.05 |
36 |
461 |
+4 |
Total Volume and Open Interest |
48,805 |
738,654 |
-18,454 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111031 |
95.42 |
95.48 |
95.38 |
95.46 |
+0.03 |
42,425 |
367,155 |
-865 |
Mar12 |
111031 |
95.46 |
95.46 |
95.46 |
95.46 |
+0.03 |
|
|
|
Total Volume and Open Interest |
42,425 |
367,155 |
-865 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111031 |
96.03 |
96.13 |
96.01 |
96.10 |
+0.06 |
117,612 |
516,545 |
-6,394 |
Mar12 |
111031 |
96.10 |
96.10 |
96.10 |
96.10 |
+0.06 |
|
|
|
Total Volume and Open Interest |
117,612 |
516,545 |
-6,394 |
Gold(CMX) |
Dec11 |
111031 |
1743.1 |
1746.5 |
1705.5 |
1725.2 |
-22.0 |
107,441 |
261,580 |
-3,465 |
Feb12 |
111031 |
1745.9 |
1746.8 |
1708.5 |
1727.3 |
-22.0 |
3,697 |
59,889 |
+2,112 |
Apr12 |
111031 |
1749.3 |
1749.6 |
1713.1 |
1728.9 |
-22.0 |
492 |
15,447 |
+193 |
Jun12 |
111031 |
1750.2 |
1750.2 |
1712.6 |
1730.6 |
-22.0 |
279 |
18,935 |
+133 |
Aug12 |
111031 |
1732.2 |
1732.2 |
1732.2 |
1732.2 |
-22.1 |
49 |
7,219 |
+27 |
Oct12 |
111031 |
1734.0 |
1734.0 |
1734.0 |
1734.0 |
-22.1 |
562 |
5,308 |
-330 |
Dec12 |
111031 |
1750.0 |
1750.0 |
1718.6 |
1736.0 |
-22.1 |
373 |
16,446 |
-23 |
Feb13 |
111031 |
1738.0 |
1738.0 |
1738.0 |
1738.0 |
-22.2 |
0 |
3,393 |
+0 |
Apr13 |
111031 |
1728.7 |
1740.3 |
1728.7 |
1740.3 |
-22.3 |
1 |
461 |
+1 |
Jun13 |
111031 |
1746.4 |
1746.4 |
1737.0 |
1742.9 |
-22.5 |
204 |
9,192 |
+164 |
Aug13 |
111031 |
1745.9 |
1745.9 |
1745.9 |
1745.9 |
-22.6 |
0 |
45 |
+0 |
Total Volume and Open Interest |
115,226 |
441,687 |
-647 |
Silver(CMX) |
Dec11 |
111031 |
3520.5 |
3545.0 |
3408.5 |
3435.4 |
-93.4 |
35,761 |
58,816 |
-1,613 |
Mar12 |
111031 |
3531.5 |
3537.5 |
3416.0 |
3440.1 |
-93.2 |
2,056 |
17,058 |
+580 |
May12 |
111031 |
3509.5 |
3509.5 |
3442.0 |
3442.0 |
-93.1 |
427 |
4,121 |
+25 |
Jul12 |
111031 |
3443.5 |
3444.5 |
3426.5 |
3442.7 |
-93.1 |
266 |
3,104 |
+131 |
Sep12 |
111031 |
3437.5 |
3458.0 |
3427.5 |
3442.8 |
-93.0 |
97 |
1,433 |
+63 |
Dec12 |
111031 |
3444.0 |
3450.5 |
3439.5 |
3442.6 |
-93.2 |
396 |
11,857 |
+154 |
Mar13 |
111031 |
3436.6 |
3436.6 |
3436.6 |
3436.6 |
-93.1 |
0 |
787 |
+0 |
Total Volume and Open Interest |
39,484 |
110,360 |
-551 |
Platinum(NYMEX) |
Jan12 |
111031 |
1649.9 |
1650.5 |
1596.1 |
1607.6 |
-44.2 |
6,503 |
33,937 |
-439 |
Apr12 |
111031 |
1631.5 |
1631.5 |
1606.5 |
1610.8 |
-44.2 |
138 |
3,189 |
+46 |
Jul12 |
111031 |
1614.3 |
1618.0 |
1612.0 |
1614.3 |
-44.2 |
59 |
98 |
+58 |
Oct12 |
111031 |
1625.0 |
1625.0 |
1617.3 |
1617.3 |
-44.2 |
0 |
42 |
+0 |
Total Volume and Open Interest |
6,702 |
37,276 |
-335 |
Palladium(NYMEX) |
Dec11 |
111031 |
668.35 |
668.35 |
644.85 |
651.15 |
-17.20 |
2,371 |
17,936 |
-311 |
Mar12 |
111031 |
1.29 |
6.14 |
648.50 |
652.65 |
+638.11 |
200 |
959 |
+122 |
Jun12 |
111031 |
653.70 |
653.70 |
653.70 |
653.70 |
+638.11 |
0 |
6 |
+0 |
Total Volume and Open Interest |
2,571 |
18,901 |
-189 |
Copper(CMX) |
Dec11 |
111031 |
374.05 |
374.25 |
356.75 |
363.20 |
-7.40 |
47,297 |
68,761 |
-800 |
Mar12 |
111031 |
375.75 |
375.75 |
359.45 |
365.20 |
-7.45 |
5,641 |
37,433 |
+1,383 |
May12 |
111031 |
373.25 |
373.25 |
360.30 |
366.05 |
-7.35 |
1,055 |
10,565 |
+336 |
Jul12 |
111031 |
362.70 |
367.15 |
362.70 |
366.60 |
-7.20 |
201 |
2,746 |
+95 |
Sep12 |
111031 |
363.05 |
367.35 |
363.05 |
366.90 |
-7.15 |
125 |
1,628 |
+21 |
Total Volume and Open Interest |
55,542 |
131,987 |
+1,730 |
DJIA Index(CBOT) |
Dec11 |
111031 |
12105 |
12125 |
11895 |
11897 |
-271 |
257 |
15,043 |
-15 |
Mar12 |
111031 |
11826 |
12097 |
11826 |
11826 |
-271 |
0 |
200 |
+0 |
Jun12 |
111031 |
11759 |
12030 |
11759 |
11759 |
-271 |
0 |
200 |
+0 |
Sep12 |
111031 |
11696 |
11967 |
11696 |
11696 |
-271 |
|
|
|
Total Volume and Open Interest |
257 |
15,443 |
-15 |
E-mini DJIA Index(CBOT) |
Dec11 |
111031 |
12152 |
12160 |
11883 |
11897 |
-271 |
82,969 |
80,788 |
+1,139 |
Mar12 |
111031 |
12040 |
12040 |
11826 |
11826 |
-271 |
39 |
166 |
+20 |
Jun12 |
111031 |
11839 |
11839 |
11759 |
11759 |
-271 |
7 |
6 |
+0 |
Sep12 |
111031 |
11696 |
11696 |
11696 |
11696 |
-271 |
0 |
12 |
+0 |
Total Volume and Open Interest |
83,015 |
80,972 |
+1,159 |
S & P 500(CME) |
Dec11 |
111031 |
1280.90 |
1280.90 |
1246.00 |
1249.30 |
-31.60 |
18,658 |
282,602 |
+624 |
Mar12 |
111031 |
1260.30 |
1260.30 |
1240.00 |
1243.30 |
-31.70 |
1,445 |
11,552 |
+1,378 |
Jun12 |
111031 |
1238.10 |
1238.10 |
1234.80 |
1238.10 |
-31.70 |
20 |
1,405 |
-11 |
Sep12 |
111031 |
1232.10 |
1232.10 |
1228.80 |
1232.10 |
-31.70 |
0 |
2 |
+0 |
Total Volume and Open Interest |
20,123 |
295,671 |
+1,991 |
S & P 500 E-Mini(Globex) |
Dec11 |
111031 |
1280.00 |
1280.75 |
1245.25 |
1249.25 |
-31.75 |
1,932,702 |
2,839,103 |
-77,537 |
Mar12 |
111031 |
1273.50 |
1273.50 |
1240.25 |
1243.25 |
-31.75 |
2,994 |
12,334 |
+1,274 |
Total Volume and Open Interest |
1,935,742 |
2,851,693 |
-76,242 |
NASDAQ 100(CME) |
Dec11 |
111031 |
2384.50 |
2386.00 |
2349.00 |
2356.00 |
-40.50 |
1,251 |
29,143 |
-17 |
Mar12 |
111031 |
2351.50 |
2351.50 |
2350.00 |
2351.50 |
-40.50 |
|
|
|
Jun12 |
111031 |
2348.50 |
2348.50 |
2347.00 |
2348.50 |
-40.50 |
|
|
|
Total Volume and Open Interest |
1,251 |
29,143 |
-17 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111031 |
2397.80 |
2398.00 |
2350.50 |
2356.00 |
-40.50 |
213,787 |
344,531 |
-7,349 |
Mar12 |
111031 |
2395.30 |
2395.30 |
2351.50 |
2351.50 |
-40.50 |
13 |
316 |
-4 |
Total Volume and Open Interest |
213,800 |
344,860 |
-7,353 |
S & P Midcap 400(CME) |
Dec11 |
111031 |
884.00 |
886.10 |
884.00 |
886.10 |
-22.80 |
364 |
3,264 |
-364 |
Mar12 |
111031 |
884.10 |
884.10 |
882.00 |
884.10 |
-22.80 |
|
|
|
Jun12 |
111031 |
882.10 |
882.10 |
880.00 |
882.10 |
-22.80 |
|
|
|
Total Volume and Open Interest |
364 |
3,264 |
-364 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111031 |
9090 |
9170 |
8850 |
8890 |
-180 |
7,028 |
29,962 |
+1,035 |
Mar12 |
111031 |
8895 |
8895 |
8895 |
8895 |
-180 |
0 |
17 |
+0 |
Total Volume and Open Interest |
7,028 |
29,979 |
+1,035 |
Nikkei 225(SGX) |
Dec11 |
111031 |
9035 |
9165 |
8950 |
8960 |
-80 |
113,832 |
213,127 |
+1,408 |
Mar12 |
111031 |
9025 |
9120 |
8950 |
8950 |
-80 |
700 |
5,838 |
+560 |
Jun12 |
111031 |
8875 |
8875 |
8875 |
8875 |
-80 |
0 |
18 |
+0 |
Total Volume and Open Interest |
114,553 |
226,368 |
+1,962 |
CAC 40(EURONEXT) |
Nov11 |
111031 |
3318.5 |
3322.5 |
3232.5 |
3235.0 |
-107.5 |
94,551 |
261,031 |
+1,952 |
Dec11 |
111031 |
3317.0 |
3319.0 |
3233.5 |
3233.5 |
-107.5 |
1,129 |
48,484 |
+79 |
Jan12 |
111031 |
3230.5 |
3230.5 |
3230.5 |
3230.5 |
-107.5 |
|
|
|
Total Volume and Open Interest |
95,680 |
309,522 |
+2,031 |
Hang Seng Index(HKFE) |
Oct11 |
111028 |
20120 |
20242 |
20020 |
20072 |
+298 |
117,785 |
32,132 |
-22,539 |
Nov11 |
111031 |
20001 |
20140 |
19665 |
19785 |
-326 |
108,515 |
92,374 |
+8,267 |
Dec11 |
111031 |
20000 |
20121 |
19667 |
19773 |
-328 |
1,013 |
10,546 |
+94 |
Total Volume and Open Interest |
128,666 |
126,572 |
-1,810 |
DAX(EUREX) |
Dec11 |
111031 |
6300.0 |
6314.5 |
6098.0 |
6172.0 |
-179.5 |
160,757 |
158,415 |
-1,682 |
Mar12 |
111031 |
6295.5 |
6329.0 |
6120.0 |
6186.5 |
-180.0 |
271 |
7,674 |
-146 |
Jun12 |
111031 |
6345.0 |
6345.0 |
6135.5 |
6207.5 |
-181.5 |
20 |
920 |
-27 |
Total Volume and Open Interest |
161,048 |
167,009 |
-1,855 |
FT-SE 100(EURONEXT) |
Dec11 |
111031 |
5650.50 |
5650.50 |
5519.50 |
5538.50 |
-129.50 |
119,760 |
632,653 |
-6,068 |
Mar12 |
111031 |
5577.50 |
5582.00 |
5504.00 |
5504.00 |
-129.50 |
15 |
1,872 |
+4 |
Jun12 |
111031 |
5545.00 |
5545.00 |
5466.50 |
5466.50 |
-130.50 |
21 |
394 |
-19 |
Total Volume and Open Interest |
119,796 |
634,919 |
-6,083 |
SPI 200(SFE) |
Dec11 |
111031 |
4351.0 |
4373.0 |
4282.0 |
4284.0 |
-65.0 |
36,160 |
205,762 |
-1,379 |
Mar12 |
111031 |
4328.0 |
4328.0 |
4265.0 |
4265.0 |
-67.0 |
67 |
2,591 |
+33 |
Jun12 |
111031 |
4278.0 |
4278.0 |
4278.0 |
4278.0 |
-66.0 |
0 |
1,229 |
-6 |
Total Volume and Open Interest |
36,237 |
212,123 |
-1,387 |
GSCI(CME) |
Nov11 |
111031 |
642.00 |
647.50 |
642.00 |
647.00 |
-6.25 |
260 |
7,913 |
+114 |
Dec11 |
111031 |
643.50 |
649.00 |
643.50 |
648.75 |
-6.25 |
62 |
79 |
+62 |
Jan12 |
111031 |
647.75 |
647.75 |
644.00 |
647.75 |
-5.75 |
2 |
0 |
+0 |
Total Volume and Open Interest |
324 |
7,992 |
+176 |
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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