|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue November 01, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111101 |
1204.50 |
1212.75 |
1180.50 |
1192.25 |
-15.25 |
69,013 |
19,404 |
-15,116 |
Jan12 |
111101 |
1215.75 |
1223.00 |
1190.00 |
1202.50 |
-14.75 |
106,493 |
243,253 |
+11,333 |
Mar12 |
111101 |
1224.50 |
1232.25 |
1200.00 |
1212.00 |
-15.00 |
14,263 |
85,725 |
+1,196 |
May12 |
111101 |
1234.00 |
1241.25 |
1209.25 |
1220.75 |
-15.25 |
8,551 |
68,576 |
+294 |
Jul12 |
111101 |
1243.75 |
1250.75 |
1218.00 |
1230.00 |
-16.00 |
9,582 |
51,555 |
+1,256 |
Aug12 |
111101 |
1227.75 |
1244.00 |
1218.75 |
1227.00 |
-17.00 |
222 |
618 |
-15 |
Sep12 |
111101 |
1220.00 |
1233.50 |
1216.50 |
1216.50 |
-17.00 |
52 |
477 |
-20 |
Total Volume and Open Interest |
213,564 |
529,623 |
+28 |
Soybean Meal(CBOT) |
Dec11 |
111101 |
316.10 |
318.00 |
309.50 |
310.70 |
-5.40 |
35,001 |
81,781 |
-383 |
Jan12 |
111101 |
318.10 |
319.80 |
311.40 |
312.80 |
-5.20 |
7,036 |
21,724 |
+699 |
Mar12 |
111101 |
320.50 |
322.20 |
314.20 |
315.60 |
-5.20 |
1,924 |
23,567 |
+255 |
May12 |
111101 |
322.60 |
324.30 |
317.00 |
317.50 |
-5.40 |
1,501 |
20,902 |
+351 |
Jul12 |
111101 |
326.00 |
327.80 |
319.40 |
320.40 |
-5.60 |
1,940 |
16,703 |
+380 |
Aug12 |
111101 |
321.60 |
324.20 |
320.80 |
320.80 |
-5.50 |
170 |
3,148 |
+10 |
Sep12 |
111101 |
325.80 |
325.80 |
320.00 |
320.00 |
-5.10 |
159 |
3,749 |
+27 |
Oct12 |
111101 |
318.50 |
320.40 |
315.50 |
315.50 |
-4.90 |
90 |
2,613 |
+30 |
Total Volume and Open Interest |
48,318 |
186,893 |
+1,381 |
Soybean Oil(CBOT) |
Dec11 |
111101 |
51.14 |
51.32 |
49.95 |
50.80 |
-0.37 |
48,238 |
113,303 |
-15 |
Jan12 |
111101 |
51.31 |
51.55 |
50.23 |
51.08 |
-0.35 |
12,293 |
74,690 |
+795 |
Mar12 |
111101 |
51.66 |
51.88 |
50.58 |
51.43 |
-0.36 |
3,968 |
44,570 |
-179 |
May12 |
111101 |
51.98 |
52.23 |
50.94 |
51.79 |
-0.35 |
2,965 |
29,919 |
+420 |
Jul12 |
111101 |
52.50 |
52.58 |
51.28 |
52.14 |
-0.35 |
1,753 |
21,510 |
+145 |
Aug12 |
111101 |
51.90 |
52.57 |
51.40 |
52.24 |
-0.33 |
27 |
2,839 |
-8 |
Sep12 |
111101 |
51.93 |
52.28 |
51.45 |
52.28 |
-0.37 |
49 |
3,419 |
+10 |
Oct12 |
111101 |
51.95 |
52.58 |
51.93 |
52.23 |
-0.35 |
27 |
3,699 |
+0 |
Total Volume and Open Interest |
69,687 |
306,208 |
+1,133 |
Canola(WCE) |
Nov11 |
111101 |
524.0 |
524.0 |
522.7 |
522.7 |
-0.8 |
673 |
397 |
-485 |
Jan12 |
111101 |
529.5 |
530.5 |
523.2 |
525.7 |
-3.8 |
5,790 |
108,296 |
+1,748 |
Mar12 |
111101 |
536.3 |
536.8 |
530.4 |
533.1 |
-4.5 |
1,777 |
23,570 |
-77 |
May12 |
111101 |
537.1 |
538.0 |
531.4 |
537.6 |
-2.8 |
1,183 |
12,919 |
+298 |
Jul12 |
111101 |
535.8 |
545.0 |
535.8 |
544.3 |
-2.1 |
1,187 |
5,428 |
+150 |
Total Volume and Open Interest |
11,212 |
162,707 |
+1,424 |
Corn(CBOT) |
Dec11 |
111101 |
646.25 |
660.25 |
631.50 |
654.25 |
+7.25 |
154,267 |
509,922 |
+540 |
Mar12 |
111101 |
658.50 |
671.25 |
643.50 |
665.25 |
+6.25 |
66,328 |
306,151 |
+4,410 |
May12 |
111101 |
664.50 |
676.00 |
649.50 |
670.00 |
+5.00 |
15,074 |
90,238 |
+583 |
Jul12 |
111101 |
668.50 |
679.25 |
653.50 |
673.50 |
+4.50 |
18,042 |
116,978 |
+201 |
Sep12 |
111101 |
625.50 |
634.50 |
614.00 |
630.75 |
+4.75 |
1,308 |
31,771 |
-89 |
Dec12 |
111101 |
605.75 |
610.75 |
595.00 |
607.00 |
-0.50 |
12,597 |
129,968 |
+725 |
Total Volume and Open Interest |
268,160 |
1,231,570 |
+6,425 |
Wheat(CBOT) |
Dec11 |
111101 |
629.25 |
634.00 |
612.00 |
630.00 |
+1.75 |
51,125 |
180,843 |
-7,249 |
Mar12 |
111101 |
664.75 |
668.25 |
648.25 |
665.75 |
+1.25 |
17,735 |
106,696 |
+2,587 |
May12 |
111101 |
688.00 |
689.25 |
671.00 |
688.00 |
+0.75 |
4,928 |
33,330 |
+1,346 |
Jul12 |
111101 |
705.50 |
706.50 |
687.25 |
705.25 |
+1.00 |
6,165 |
64,807 |
-329 |
Sep12 |
111101 |
719.75 |
730.00 |
711.50 |
729.50 |
+1.75 |
1,385 |
6,188 |
+426 |
Total Volume and Open Interest |
84,568 |
428,946 |
-3,253 |
Wheat(KCBT) |
Dec11 |
111101 |
727.00 |
727.50 |
712.00 |
718.50 |
-6.50 |
8,437 |
54,644 |
-737 |
Mar12 |
111101 |
742.50 |
742.75 |
728.25 |
735.00 |
-6.50 |
4,352 |
51,393 |
+1,404 |
May12 |
111101 |
749.75 |
750.75 |
737.00 |
743.75 |
-5.00 |
324 |
8,657 |
-66 |
Jul12 |
111101 |
758.50 |
758.50 |
745.50 |
751.75 |
-6.25 |
1,124 |
34,501 |
+2 |
Sep12 |
111101 |
763.25 |
768.25 |
759.50 |
766.25 |
-4.25 |
148 |
2,914 |
+61 |
Total Volume and Open Interest |
14,587 |
156,316 |
+756 |
Wheat(MGE) |
Dec11 |
111101 |
909.00 |
916.00 |
902.75 |
905.75 |
-3.00 |
1,618 |
9,733 |
-204 |
Mar12 |
111101 |
865.00 |
870.00 |
853.50 |
862.75 |
+2.75 |
1,746 |
16,708 |
+295 |
May12 |
111101 |
835.50 |
851.50 |
835.50 |
843.75 |
+6.75 |
483 |
5,192 |
-60 |
Jul12 |
111101 |
826.25 |
843.00 |
824.75 |
835.75 |
+7.25 |
306 |
5,922 |
+105 |
Sep12 |
111101 |
801.25 |
819.00 |
801.25 |
813.75 |
+5.25 |
116 |
2,930 |
+11 |
Total Volume and Open Interest |
4,388 |
42,421 |
+163 |
Oats(CBOT) |
Dec11 |
111101 |
334.00 |
335.00 |
327.50 |
335.00 |
+0.50 |
1,031 |
10,386 |
-441 |
Mar12 |
111101 |
344.00 |
344.50 |
338.25 |
344.50 |
-0.50 |
833 |
5,656 |
+459 |
May12 |
111101 |
350.00 |
351.50 |
347.50 |
351.00 |
-0.50 |
0 |
266 |
+0 |
Jul12 |
111101 |
355.00 |
357.50 |
355.00 |
357.00 |
-0.50 |
0 |
22 |
+0 |
Total Volume and Open Interest |
1,864 |
16,451 |
+18 |
Rough Rice(CBOT) |
Nov11 |
111101 |
16.60 |
16.64 |
16.44 |
16.54 |
-0.10 |
865 |
1,558 |
-571 |
Jan12 |
111101 |
16.91 |
16.93 |
16.66 |
16.77 |
-0.14 |
1,600 |
12,269 |
+732 |
Mar12 |
111101 |
17.18 |
17.18 |
16.95 |
17.07 |
-0.12 |
309 |
3,573 |
+62 |
May12 |
111101 |
17.34 |
17.34 |
17.34 |
17.34 |
-0.13 |
76 |
375 |
+31 |
Total Volume and Open Interest |
2,942 |
18,407 |
+342 |
Live Cattle(CME) |
Dec11 |
111101 |
118.580 |
121.600 |
117.600 |
121.600 |
+3.000 |
22,778 |
142,068 |
-1,532 |
Feb12 |
111101 |
121.535 |
124.385 |
120.300 |
124.200 |
+2.815 |
9,988 |
82,466 |
+883 |
Apr12 |
111101 |
125.830 |
128.550 |
124.830 |
128.250 |
+2.700 |
4,848 |
64,464 |
+15 |
Jun12 |
111101 |
123.930 |
127.100 |
123.035 |
126.700 |
+2.600 |
3,479 |
30,158 |
+932 |
Aug12 |
111101 |
124.400 |
127.480 |
123.550 |
127.250 |
+2.570 |
1,334 |
6,798 |
+574 |
Oct12 |
111101 |
126.250 |
129.000 |
125.800 |
129.000 |
+2.050 |
130 |
2,776 |
-4 |
Total Volume and Open Interest |
44,245 |
331,022 |
+173 |
Feeder Cattle(CME) |
Nov11 |
111101 |
140.000 |
142.850 |
139.250 |
142.850 |
+2.800 |
1,984 |
7,465 |
-727 |
Jan12 |
111101 |
144.630 |
147.650 |
143.250 |
147.500 |
+2.850 |
2,610 |
15,860 |
+318 |
Mar12 |
111101 |
145.300 |
148.550 |
144.185 |
148.380 |
+2.830 |
782 |
5,317 |
+202 |
Apr12 |
111101 |
145.950 |
149.600 |
145.100 |
149.485 |
+2.885 |
274 |
1,440 |
+129 |
May12 |
111101 |
146.300 |
149.500 |
145.200 |
149.450 |
+2.950 |
176 |
1,536 |
+69 |
Aug12 |
111101 |
147.050 |
150.300 |
146.250 |
150.075 |
+2.225 |
120 |
1,619 |
-5 |
Sep12 |
111101 |
147.785 |
150.100 |
146.500 |
149.900 |
+2.400 |
27 |
137 |
-2 |
Total Volume and Open Interest |
5,973 |
33,374 |
-16 |
Lean Hogs(CME) |
Dec11 |
111101 |
87.580 |
88.900 |
86.600 |
87.550 |
+0.070 |
14,658 |
95,798 |
-2,878 |
Feb12 |
111101 |
90.830 |
91.450 |
89.200 |
90.080 |
-0.270 |
8,434 |
67,433 |
-420 |
Apr12 |
111101 |
92.650 |
93.830 |
91.750 |
93.000 |
+0.270 |
3,610 |
52,493 |
+44 |
May12 |
111101 |
97.430 |
98.300 |
97.430 |
98.150 |
-0.150 |
68 |
2,124 |
+6 |
Jun12 |
111101 |
99.300 |
100.000 |
98.400 |
99.450 |
unch |
1,701 |
33,193 |
+422 |
Jul12 |
111101 |
98.200 |
98.550 |
97.180 |
98.400 |
+0.170 |
196 |
8,996 |
-32 |
Aug12 |
111101 |
95.680 |
96.950 |
95.180 |
96.950 |
+0.250 |
292 |
9,969 |
+114 |
Oct12 |
111101 |
84.430 |
85.200 |
84.000 |
85.100 |
-0.200 |
52 |
4,786 |
+9 |
Total Volume and Open Interest |
29,018 |
276,691 |
-2,732 |
Class III Milk(CME) |
Nov11 |
111101 |
18.28 |
18.37 |
18.13 |
18.34 |
+0.06 |
225 |
5,409 |
+54 |
Dec11 |
111101 |
17.47 |
17.70 |
17.46 |
17.63 |
+0.12 |
320 |
5,059 |
+41 |
Jan12 |
111101 |
16.84 |
16.90 |
16.79 |
16.85 |
+0.06 |
128 |
2,675 |
+45 |
Feb12 |
111101 |
16.44 |
16.50 |
16.44 |
16.50 |
+0.06 |
108 |
2,407 |
+48 |
Mar12 |
111101 |
16.48 |
16.50 |
16.47 |
16.50 |
+0.03 |
71 |
2,187 |
+50 |
Total Volume and Open Interest |
1,379 |
33,555 |
+537 |
Cocoa(ICE) |
Dec11 |
111101 |
2667 |
2667 |
2574 |
2600 |
-96 |
10,770 |
69,541 |
-332 |
Mar12 |
111101 |
2700 |
2700 |
2608 |
2633 |
-90 |
6,361 |
67,608 |
+248 |
May12 |
111101 |
2700 |
2700 |
2619 |
2647 |
-88 |
2,135 |
22,787 |
+492 |
Jul12 |
111101 |
2719 |
2719 |
2648 |
2661 |
-87 |
474 |
11,338 |
-65 |
Sep12 |
111101 |
2731 |
2731 |
2662 |
2672 |
-88 |
546 |
11,573 |
-58 |
Dec12 |
111101 |
2706 |
2717 |
2663 |
2684 |
-89 |
450 |
10,754 |
+312 |
Mar13 |
111101 |
2760 |
2760 |
2690 |
2695 |
-89 |
401 |
2,719 |
-1 |
Total Volume and Open Interest |
21,137 |
198,865 |
+596 |
Coffee "C"(ICE) |
Dec11 |
111101 |
226.40 |
226.40 |
220.45 |
223.65 |
-3.30 |
10,203 |
57,602 |
-1,496 |
Mar12 |
111101 |
229.40 |
229.80 |
224.00 |
227.30 |
-3.10 |
5,565 |
36,763 |
+332 |
May12 |
111101 |
230.70 |
231.50 |
226.00 |
229.30 |
-2.80 |
1,961 |
15,472 |
+344 |
Jul12 |
111101 |
232.60 |
232.90 |
227.50 |
230.70 |
-2.55 |
484 |
4,434 |
+134 |
Sep12 |
111101 |
233.00 |
233.00 |
229.90 |
231.05 |
-2.10 |
71 |
5,169 |
+38 |
Dec12 |
111101 |
230.45 |
231.90 |
229.60 |
230.65 |
-2.40 |
34 |
2,822 |
+14 |
Total Volume and Open Interest |
18,333 |
123,289 |
-633 |
Orange Juice(ICE) |
Nov11 |
111101 |
184.00 |
189.00 |
182.00 |
188.10 |
+4.20 |
186 |
517 |
-125 |
Jan12 |
111101 |
169.35 |
172.00 |
166.60 |
170.30 |
+0.95 |
1,057 |
19,981 |
+49 |
Mar12 |
111101 |
164.45 |
167.40 |
163.20 |
165.20 |
+0.75 |
51 |
4,415 |
+12 |
May12 |
111101 |
162.00 |
164.45 |
161.50 |
164.45 |
+1.75 |
20 |
1,573 |
+19 |
Jul12 |
111101 |
162.00 |
164.90 |
162.00 |
164.90 |
+1.95 |
0 |
319 |
+0 |
Sep12 |
111101 |
163.90 |
163.90 |
163.15 |
163.90 |
+1.95 |
0 |
53 |
+0 |
Total Volume and Open Interest |
1,314 |
26,872 |
-45 |
Sugar #11(ICE) |
Mar12 |
111101 |
25.73 |
26.02 |
25.31 |
25.34 |
-0.43 |
28,331 |
243,367 |
-996 |
May12 |
111101 |
25.15 |
25.38 |
24.77 |
24.80 |
-0.36 |
9,152 |
83,738 |
+510 |
Jul12 |
111101 |
24.30 |
24.74 |
24.17 |
24.21 |
-0.31 |
5,792 |
73,003 |
+48 |
Oct12 |
111101 |
24.12 |
24.35 |
23.89 |
23.95 |
-0.26 |
1,236 |
44,188 |
+489 |
Mar13 |
111101 |
24.20 |
24.44 |
23.97 |
24.12 |
-0.19 |
420 |
30,882 |
-22 |
Total Volume and Open Interest |
45,448 |
505,866 |
+219 |
London Cocoa(LCE) |
Dec11 |
111101 |
1659 |
1663 |
1626 |
1629 |
-44 |
4,781 |
77,323 |
-948 |
Mar12 |
111101 |
1681 |
1688 |
1650 |
1654 |
-44 |
2,731 |
57,507 |
-158 |
May12 |
111101 |
1695 |
1698 |
1665 |
1669 |
-42 |
546 |
16,699 |
+20 |
Jul12 |
111101 |
1704 |
1710 |
1685 |
1686 |
-40 |
304 |
19,065 |
-36 |
Sep12 |
111101 |
1725 |
1726 |
1695 |
1699 |
-41 |
584 |
13,872 |
+276 |
Dec12 |
111101 |
1738 |
1741 |
1710 |
1713 |
-41 |
67 |
10,707 |
-10 |
Mar13 |
111101 |
1739 |
1744 |
1726 |
1726 |
-42 |
0 |
2,366 |
+0 |
Total Volume and Open Interest |
9,013 |
198,046 |
-856 |
London Sugar(LCE) |
Dec11 |
111101 |
685.00 |
691.70 |
680.00 |
680.40 |
-9.20 |
2,745 |
19,102 |
+60 |
Mar12 |
111101 |
654.90 |
661.90 |
648.30 |
649.10 |
-8.00 |
2,332 |
18,430 |
+460 |
May12 |
111101 |
644.30 |
650.50 |
639.20 |
640.10 |
-7.40 |
244 |
6,912 |
+22 |
Aug12 |
111101 |
633.20 |
639.30 |
630.00 |
630.90 |
-6.50 |
163 |
4,133 |
+12 |
Oct12 |
111101 |
627.20 |
634.70 |
625.00 |
625.00 |
-5.50 |
96 |
2,491 |
-40 |
Total Volume and Open Interest |
5,581 |
52,818 |
+514 |
Cotton(ICE) |
Dec11 |
111101 |
102.75 |
102.75 |
98.77 |
99.54 |
-2.75 |
15,773 |
80,987 |
-1,618 |
Mar12 |
111101 |
100.46 |
101.07 |
97.60 |
98.55 |
-2.27 |
6,314 |
51,154 |
+1,681 |
May12 |
111101 |
100.24 |
100.24 |
97.11 |
98.22 |
-1.85 |
838 |
11,369 |
-19 |
Jul12 |
111101 |
99.50 |
99.50 |
97.00 |
98.07 |
-1.27 |
779 |
12,506 |
+201 |
Oct12 |
111101 |
95.88 |
95.88 |
95.88 |
95.88 |
-1.10 |
0 |
3 |
+0 |
Dec12 |
111101 |
95.06 |
96.00 |
95.00 |
95.48 |
-1.03 |
267 |
4,374 |
+219 |
Total Volume and Open Interest |
24,037 |
161,414 |
+518 |
Lumber(CME) |
Nov11 |
111101 |
222.9 |
223.0 |
216.6 |
220.9 |
-3.3 |
209 |
1,608 |
-99 |
Jan12 |
111101 |
239.2 |
240.6 |
230.8 |
236.4 |
-4.0 |
298 |
6,180 |
-70 |
Mar12 |
111101 |
252.1 |
254.0 |
249.1 |
251.3 |
-6.4 |
26 |
1,687 |
+3 |
May12 |
111101 |
264.0 |
264.0 |
264.0 |
264.0 |
-4.7 |
9 |
173 |
+7 |
Total Volume and Open Interest |
560 |
9,729 |
-142 |
Crude Oil(NYM) |
Dec11 |
111101 |
92.58 |
92.88 |
89.17 |
92.19 |
-1.00 |
276,760 |
299,137 |
-11,360 |
Jan12 |
111101 |
92.41 |
92.72 |
89.05 |
92.05 |
-1.03 |
81,869 |
189,385 |
+3,553 |
Feb12 |
111101 |
92.35 |
92.51 |
88.96 |
91.91 |
-1.08 |
30,192 |
71,674 |
-201 |
Mar12 |
111101 |
92.27 |
92.53 |
88.85 |
91.78 |
-1.14 |
23,542 |
70,524 |
+1,832 |
Apr12 |
111101 |
91.34 |
91.69 |
89.34 |
91.64 |
-1.19 |
12,107 |
36,785 |
+38 |
May12 |
111101 |
90.26 |
91.52 |
88.58 |
91.52 |
-1.19 |
12,506 |
28,404 |
+514 |
Jun12 |
111101 |
91.83 |
91.83 |
88.43 |
91.39 |
-1.19 |
26,281 |
72,818 |
-887 |
Jul12 |
111101 |
89.68 |
91.25 |
89.40 |
91.25 |
-1.18 |
6,434 |
33,485 |
-403 |
Aug12 |
111101 |
88.79 |
91.10 |
88.79 |
91.10 |
-1.16 |
4,321 |
21,181 |
+23 |
Sep12 |
111101 |
88.67 |
90.97 |
88.67 |
90.97 |
-1.13 |
4,668 |
21,948 |
+92 |
Oct12 |
111101 |
90.89 |
90.89 |
90.89 |
90.89 |
-1.11 |
2,782 |
23,293 |
+307 |
Nov12 |
111101 |
89.44 |
90.83 |
88.39 |
90.83 |
-1.13 |
2,735 |
24,610 |
-39 |
Dec12 |
111101 |
91.57 |
91.57 |
87.74 |
90.79 |
-1.15 |
27,937 |
163,015 |
-1,045 |
Jan13 |
111101 |
90.62 |
90.62 |
90.62 |
90.62 |
-1.18 |
852 |
26,041 |
-14 |
Feb13 |
111101 |
88.89 |
90.44 |
88.89 |
90.44 |
-1.19 |
610 |
10,488 |
+296 |
Mar13 |
111101 |
90.29 |
90.29 |
90.29 |
90.29 |
-1.19 |
239 |
8,784 |
+74 |
Total Volume and Open Interest |
528,798 |
1,352,143 |
-7,513 |
e-miNY Crude Oil(NYM) |
Nov11 |
111019 |
88.200 |
89.500 |
86.100 |
86.100 |
-2.250 |
6,633 |
2,825 |
+151 |
Dec11 |
111101 |
92.550 |
92.850 |
89.200 |
92.200 |
-1.000 |
9,796 |
2,499 |
+20 |
Jan12 |
111101 |
92.575 |
92.575 |
89.225 |
92.050 |
-1.025 |
418 |
343 |
+27 |
Feb12 |
111101 |
91.975 |
91.975 |
89.800 |
91.900 |
-1.100 |
27 |
80 |
+0 |
Mar12 |
111101 |
89.125 |
91.775 |
89.125 |
91.775 |
-1.150 |
0 |
17 |
+0 |
Apr12 |
111101 |
90.100 |
91.650 |
90.100 |
91.650 |
-1.175 |
0 |
22 |
+0 |
May12 |
111101 |
91.525 |
91.525 |
91.525 |
91.525 |
-1.175 |
0 |
7 |
+0 |
Jun12 |
111101 |
90.000 |
91.400 |
90.000 |
91.400 |
-1.175 |
0 |
17 |
+0 |
Jul12 |
111101 |
91.250 |
91.250 |
91.250 |
91.250 |
-1.175 |
0 |
4 |
+0 |
Aug12 |
111101 |
91.100 |
91.100 |
91.100 |
91.100 |
-1.150 |
0 |
1 |
+0 |
Total Volume and Open Interest |
10,241 |
3,217 |
+47 |
Heating Oil(NYM) |
Dec11 |
111101 |
304.60 |
305.24 |
297.00 |
303.79 |
-2.04 |
55,835 |
93,969 |
+973 |
Jan12 |
111101 |
304.09 |
304.50 |
296.71 |
303.29 |
-2.01 |
20,718 |
52,891 |
+469 |
Feb12 |
111101 |
301.96 |
301.96 |
295.33 |
301.78 |
-2.14 |
10,550 |
28,312 |
+627 |
Mar12 |
111101 |
299.74 |
299.74 |
292.63 |
299.36 |
-2.18 |
6,351 |
21,758 |
+21 |
Apr12 |
111101 |
292.49 |
295.70 |
290.10 |
295.70 |
-2.15 |
1,698 |
10,925 |
-204 |
May12 |
111101 |
289.20 |
292.12 |
285.61 |
292.12 |
-2.15 |
1,685 |
8,779 |
-14 |
Jun12 |
111101 |
288.65 |
290.17 |
283.29 |
290.17 |
-2.15 |
6,565 |
35,461 |
+202 |
Jul12 |
111101 |
286.00 |
289.90 |
283.77 |
289.90 |
-2.17 |
1,016 |
7,656 |
+256 |
Aug12 |
111101 |
285.67 |
289.95 |
285.00 |
289.95 |
-2.22 |
398 |
4,230 |
+13 |
Sep12 |
111101 |
285.05 |
290.20 |
285.05 |
290.20 |
-2.27 |
143 |
4,513 |
-7 |
Oct12 |
111101 |
285.60 |
290.83 |
285.60 |
290.83 |
-2.29 |
89 |
1,506 |
+11 |
Nov12 |
111101 |
291.56 |
291.56 |
291.56 |
291.56 |
-2.21 |
435 |
1,323 |
+12 |
Total Volume and Open Interest |
127,775 |
295,668 |
-2,176 |
Gasoline(NYMEX) |
Dec11 |
111101 |
260.00 |
262.71 |
253.36 |
262.44 |
+1.87 |
45,869 |
94,359 |
-1,648 |
Jan12 |
111101 |
258.52 |
260.80 |
251.71 |
260.46 |
+0.95 |
16,959 |
42,294 |
-5 |
Feb12 |
111101 |
258.64 |
259.81 |
251.62 |
259.74 |
+0.32 |
7,380 |
19,517 |
+301 |
Mar12 |
111101 |
259.34 |
260.10 |
251.82 |
259.93 |
-0.11 |
6,686 |
23,968 |
+62 |
Apr12 |
111101 |
273.09 |
273.79 |
265.36 |
273.15 |
-0.55 |
4,589 |
21,317 |
+12 |
May12 |
111101 |
272.60 |
273.34 |
266.13 |
272.29 |
-0.95 |
2,959 |
10,963 |
+455 |
Jun12 |
111101 |
271.11 |
271.23 |
262.78 |
270.24 |
-1.24 |
4,886 |
20,236 |
-468 |
Jul12 |
111101 |
262.50 |
267.91 |
262.50 |
267.91 |
-1.46 |
1,267 |
5,885 |
-47 |
Aug12 |
111101 |
259.00 |
265.57 |
259.00 |
265.57 |
-1.66 |
954 |
5,367 |
+151 |
Sep12 |
111101 |
260.00 |
263.15 |
260.00 |
263.15 |
-1.80 |
548 |
5,598 |
+154 |
Total Volume and Open Interest |
113,088 |
274,418 |
-6,860 |
e-miNY RBOB Gasoline(NYM) |
Dec11 |
111101 |
260.60 |
262.40 |
260.60 |
262.40 |
+1.80 |
|
|
|
Jan12 |
111101 |
260.50 |
260.50 |
260.46 |
260.50 |
+1.00 |
0 |
1 |
+0 |
Feb12 |
111101 |
259.70 |
259.74 |
259.70 |
259.70 |
+0.30 |
0 |
1 |
+0 |
Mar12 |
111101 |
259.90 |
259.93 |
259.90 |
259.90 |
-0.10 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Dec11 |
111101 |
3.932 |
3.955 |
3.760 |
3.781 |
-0.153 |
167,615 |
151,866 |
-18,844 |
Jan12 |
111101 |
4.056 |
4.075 |
3.900 |
3.920 |
-0.136 |
65,704 |
243,406 |
-704 |
Feb12 |
111101 |
4.082 |
4.082 |
3.915 |
3.930 |
-0.135 |
26,265 |
82,229 |
+3,180 |
Mar12 |
111101 |
4.036 |
4.050 |
3.887 |
3.903 |
-0.131 |
23,099 |
94,565 |
+1,193 |
Apr12 |
111101 |
4.027 |
4.035 |
3.884 |
3.900 |
-0.126 |
33,404 |
89,980 |
-46 |
May12 |
111101 |
4.052 |
4.070 |
3.922 |
3.936 |
-0.124 |
9,995 |
33,181 |
+847 |
Jun12 |
111101 |
4.118 |
4.118 |
3.965 |
3.979 |
-0.122 |
3,951 |
16,300 |
+604 |
Jul12 |
111101 |
4.133 |
4.159 |
4.010 |
4.026 |
-0.119 |
2,280 |
18,672 |
+406 |
Aug12 |
111101 |
4.160 |
4.182 |
4.037 |
4.051 |
-0.118 |
2,162 |
13,226 |
+742 |
Sep12 |
111101 |
4.105 |
4.179 |
4.037 |
4.052 |
-0.117 |
1,736 |
10,474 |
+382 |
Oct12 |
111101 |
4.140 |
4.217 |
4.074 |
4.092 |
-0.116 |
10,654 |
50,910 |
+586 |
Nov12 |
111101 |
4.265 |
4.352 |
4.221 |
4.237 |
-0.109 |
2,262 |
13,782 |
+835 |
Dec12 |
111101 |
4.600 |
4.600 |
4.475 |
4.497 |
-0.098 |
3,123 |
17,746 |
+725 |
Jan13 |
111101 |
4.691 |
4.691 |
4.610 |
4.632 |
-0.098 |
5,052 |
25,972 |
+742 |
Feb13 |
111101 |
4.673 |
4.673 |
4.599 |
4.619 |
-0.096 |
105 |
5,337 |
-2 |
Mar13 |
111101 |
4.550 |
4.577 |
4.550 |
4.565 |
-0.094 |
1,869 |
12,199 |
+146 |
Total Volume and Open Interest |
362,253 |
953,591 |
-8,371 |
Brent Crude Oil(ICE) |
Dec11 |
111101 |
109.09 |
109.68 |
106.10 |
109.54 |
-0.02 |
187,750 |
193,131 |
-9,072 |
Jan12 |
111101 |
108.30 |
108.64 |
105.21 |
108.38 |
-0.46 |
98,186 |
163,063 |
+4,426 |
Feb12 |
111101 |
107.72 |
108.04 |
104.56 |
107.58 |
-0.75 |
50,436 |
89,111 |
-2,633 |
Mar12 |
111101 |
107.09 |
107.49 |
103.91 |
106.85 |
-0.95 |
33,882 |
83,667 |
+930 |
Apr12 |
111101 |
106.32 |
106.41 |
103.45 |
106.34 |
-1.04 |
13,170 |
32,445 |
+71 |
May12 |
111101 |
105.97 |
106.03 |
103.10 |
105.93 |
-1.10 |
9,026 |
19,144 |
-443 |
Jun12 |
111101 |
105.95 |
105.99 |
102.76 |
105.53 |
-1.16 |
28,772 |
52,696 |
-610 |
Jul12 |
111101 |
104.61 |
105.16 |
102.68 |
105.16 |
-1.17 |
4,591 |
17,084 |
-394 |
Aug12 |
111101 |
104.20 |
104.78 |
102.31 |
104.78 |
-1.19 |
4,165 |
17,403 |
+891 |
Sep12 |
111101 |
104.34 |
104.34 |
104.34 |
104.34 |
-1.20 |
4,287 |
19,812 |
-295 |
Oct12 |
111101 |
103.94 |
103.94 |
103.94 |
103.94 |
-1.22 |
2,932 |
11,300 |
+31 |
Nov12 |
111101 |
103.57 |
103.57 |
103.57 |
103.57 |
-1.24 |
2,342 |
13,575 |
-112 |
Dec12 |
111101 |
103.76 |
103.76 |
100.56 |
103.21 |
-1.26 |
24,629 |
97,364 |
-568 |
Jan13 |
111101 |
102.91 |
102.91 |
102.91 |
102.91 |
-1.28 |
490 |
8,180 |
-32 |
Total Volume and Open Interest |
475,963 |
964,729 |
-6,409 |
Gas Oil(ICE) |
Nov11 |
111101 |
954.50 |
957.00 |
935.00 |
939.00 |
-11.50 |
49,639 |
106,063 |
-468 |
Dec11 |
111101 |
943.50 |
946.25 |
922.75 |
926.50 |
-12.75 |
91,957 |
126,487 |
-10,426 |
Jan12 |
111101 |
938.25 |
938.25 |
916.00 |
920.00 |
-13.50 |
42,479 |
67,990 |
+5,046 |
Feb12 |
111101 |
930.75 |
931.25 |
910.50 |
914.25 |
-14.50 |
22,745 |
50,815 |
+937 |
Mar12 |
111101 |
925.25 |
925.75 |
904.50 |
908.50 |
-15.00 |
14,721 |
29,962 |
+912 |
Apr12 |
111101 |
919.25 |
919.25 |
898.25 |
902.50 |
-15.25 |
7,343 |
20,144 |
+488 |
May12 |
111101 |
915.00 |
915.00 |
893.00 |
897.25 |
-15.50 |
4,820 |
20,205 |
+248 |
Jun12 |
111101 |
912.75 |
912.75 |
890.25 |
895.00 |
-15.50 |
10,568 |
48,603 |
+76 |
Jul12 |
111101 |
906.50 |
911.25 |
891.25 |
895.75 |
-15.75 |
2,062 |
15,226 |
+228 |
Aug12 |
111101 |
907.50 |
911.75 |
892.00 |
896.50 |
-16.00 |
1,141 |
10,706 |
-101 |
Total Volume and Open Interest |
255,653 |
590,146 |
-1,951 |
Ethanol(CBOT) |
Nov11 |
111101 |
2.754 |
2.762 |
2.737 |
2.760 |
+0.004 |
140 |
484 |
-125 |
Dec11 |
111101 |
2.634 |
2.669 |
2.634 |
2.663 |
+0.023 |
158 |
1,500 |
+3 |
Jan12 |
111101 |
2.484 |
2.491 |
2.467 |
2.487 |
-0.001 |
110 |
1,629 |
+54 |
Feb12 |
111101 |
2.410 |
2.414 |
2.391 |
2.410 |
-0.002 |
40 |
1,068 |
+24 |
Mar12 |
111101 |
2.405 |
2.405 |
2.395 |
2.405 |
-0.009 |
1 |
954 |
+0 |
Apr12 |
111101 |
2.414 |
2.414 |
2.400 |
2.409 |
-0.009 |
45 |
708 |
+8 |
May12 |
111101 |
2.423 |
2.423 |
2.423 |
2.423 |
-0.009 |
68 |
627 |
-32 |
Jun12 |
111101 |
2.424 |
2.441 |
2.424 |
2.436 |
-0.008 |
13 |
514 |
+3 |
Total Volume and Open Interest |
642 |
10,950 |
-29 |
WTI Crude Oil(ICE) |
Dec11 |
111101 |
92.58 |
92.86 |
89.17 |
92.19 |
-1.00 |
75,436 |
106,141 |
+1,175 |
Jan12 |
111101 |
92.57 |
92.70 |
89.08 |
92.05 |
-1.03 |
25,718 |
48,824 |
+773 |
Feb12 |
111101 |
92.36 |
92.50 |
89.05 |
91.91 |
-1.08 |
9,118 |
27,650 |
+1,723 |
Mar12 |
111101 |
91.16 |
91.78 |
88.93 |
91.78 |
-1.14 |
6,446 |
19,209 |
+112 |
Apr12 |
111101 |
90.68 |
91.64 |
88.73 |
91.64 |
-1.19 |
3,465 |
8,705 |
-123 |
May12 |
111101 |
90.47 |
91.52 |
88.83 |
91.52 |
-1.19 |
3,282 |
7,223 |
-7 |
Jun12 |
111101 |
90.41 |
91.39 |
88.55 |
91.39 |
-1.19 |
6,381 |
40,649 |
-73 |
Jul12 |
111101 |
88.69 |
91.25 |
88.36 |
91.25 |
-1.18 |
1,097 |
7,105 |
+120 |
Aug12 |
111101 |
90.17 |
91.10 |
88.46 |
91.10 |
-1.16 |
1,001 |
4,682 |
+82 |
Sep12 |
111101 |
90.65 |
90.97 |
90.63 |
90.97 |
-1.13 |
753 |
7,918 |
+106 |
Oct12 |
111101 |
90.89 |
90.89 |
90.89 |
90.89 |
-1.11 |
559 |
2,328 |
+47 |
Nov12 |
111101 |
90.83 |
90.83 |
90.83 |
90.83 |
-1.13 |
487 |
2,972 |
+9 |
Dec12 |
111101 |
90.84 |
91.04 |
87.80 |
90.79 |
-1.15 |
8,504 |
55,070 |
+971 |
Jan13 |
111101 |
90.62 |
90.62 |
90.62 |
90.62 |
-1.18 |
69 |
1,968 |
+23 |
Feb13 |
111101 |
90.44 |
90.44 |
90.44 |
90.44 |
-1.19 |
100 |
603 |
+11 |
Mar13 |
111101 |
90.29 |
90.29 |
90.29 |
90.29 |
-1.19 |
1 |
1,476 |
+1 |
Total Volume and Open Interest |
146,937 |
436,484 |
+6,715 |
US Dollar Index(ICE) |
Dec11 |
111101 |
76.630 |
77.840 |
76.595 |
77.390 |
+1.085 |
20,156 |
64,030 |
-593 |
Mar12 |
111101 |
77.000 |
77.875 |
77.000 |
77.770 |
+1.065 |
4 |
576 |
-1 |
Jun12 |
111101 |
78.230 |
78.230 |
78.230 |
78.230 |
+1.065 |
|
|
|
Total Volume and Open Interest |
20,160 |
64,606 |
-594 |
Australian Dollar(CME) |
Dec11 |
111101 |
104.81 |
105.07 |
102.12 |
102.87 |
-2.44 |
105,413 |
132,191 |
+803 |
Mar12 |
111101 |
103.73 |
104.25 |
101.45 |
101.85 |
-2.40 |
266 |
401 |
+73 |
Jun12 |
111101 |
100.98 |
103.31 |
100.98 |
100.98 |
-2.33 |
2 |
19 |
+0 |
Total Volume and Open Interest |
105,701 |
132,734 |
+866 |
British Pound(CME) |
Dec11 |
111101 |
160.83 |
160.90 |
158.83 |
159.55 |
-1.71 |
82,515 |
168,505 |
-1,916 |
Mar12 |
111101 |
160.50 |
161.09 |
158.89 |
159.40 |
-1.69 |
4 |
219 |
+0 |
Jun12 |
111101 |
159.24 |
160.94 |
159.24 |
159.24 |
-1.70 |
0 |
3 |
+0 |
Total Volume and Open Interest |
82,519 |
168,732 |
-1,916 |
Canadian Dollar(CME) |
Dec11 |
111101 |
99.92 |
100.14 |
97.85 |
98.20 |
-2.30 |
60,549 |
114,568 |
+18 |
Mar12 |
111101 |
99.65 |
100.30 |
97.74 |
98.03 |
-2.27 |
296 |
3,195 |
-171 |
Jun12 |
111101 |
99.50 |
100.15 |
97.80 |
97.90 |
-2.25 |
30 |
779 |
-11 |
Sep12 |
111101 |
97.79 |
100.01 |
97.79 |
97.79 |
-2.22 |
4 |
656 |
+0 |
Total Volume and Open Interest |
60,884 |
119,313 |
-164 |
Japanese Yen(CME) |
Dec11 |
111101 |
128.23 |
128.32 |
126.67 |
127.83 |
-0.38 |
52,969 |
166,488 |
+713 |
Mar12 |
111101 |
128.35 |
128.54 |
126.94 |
128.07 |
-0.38 |
21 |
690 |
-2 |
Jun12 |
111101 |
128.89 |
128.89 |
128.31 |
128.31 |
-0.37 |
0 |
22 |
+0 |
Total Volume and Open Interest |
52,990 |
167,204 |
+711 |
Swiss Franc(CME) |
Dec11 |
111101 |
114.19 |
114.21 |
111.68 |
112.92 |
-1.68 |
18,892 |
24,622 |
+591 |
Mar12 |
111101 |
113.26 |
114.84 |
112.01 |
113.21 |
-1.63 |
22 |
627 |
-7 |
Jun12 |
111101 |
114.49 |
115.14 |
113.55 |
113.55 |
-1.59 |
1 |
5 |
+0 |
Total Volume and Open Interest |
18,918 |
25,258 |
+581 |
EuroFX(CME) |
Dec11 |
111101 |
138.55 |
138.66 |
136.04 |
137.07 |
-2.13 |
233,050 |
217,819 |
-7,446 |
Mar12 |
111101 |
138.37 |
139.17 |
136.19 |
137.08 |
-2.09 |
485 |
2,514 |
+42 |
Jun12 |
111101 |
136.73 |
139.15 |
136.50 |
137.10 |
-2.05 |
3 |
866 |
+0 |
Total Volume and Open Interest |
233,543 |
221,214 |
-7,409 |
Mexican Peso(CME) |
Nov11 |
111101 |
734.8 |
754.5 |
734.8 |
734.8 |
-19.8 |
|
|
|
Dec11 |
111101 |
745.0 |
746.5 |
722.8 |
732.8 |
-19.8 |
31,617 |
97,238 |
+1,104 |
Total Volume and Open Interest |
31,617 |
97,601 |
+1,104 |
Brazilian Real(CME) |
Dec11 |
111101 |
580.30 |
580.30 |
564.60 |
571.40 |
-14.85 |
337 |
5,269 |
-118 |
Jan12 |
111101 |
568.00 |
568.00 |
568.00 |
568.00 |
-14.85 |
0 |
10,149 |
+0 |
Feb12 |
111101 |
564.55 |
564.55 |
564.55 |
564.55 |
-14.85 |
|
|
|
Mar12 |
111101 |
561.15 |
561.15 |
561.15 |
561.15 |
-14.85 |
|
|
|
Total Volume and Open Interest |
1,189 |
30,744 |
-118 |
30-Year T-Bonds(CBOT) |
Dec11 |
111101 |
139~250 |
142~260 |
139~120 |
142~000 |
+2~310 |
328,626 |
602,134 |
-18,820 |
Mar12 |
111101 |
139~020 |
142~140 |
139~020 |
141~190 |
+3~030 |
401 |
3,616 |
+191 |
Jun12 |
111101 |
140~170 |
140~170 |
137~140 |
140~170 |
+3~030 |
0 |
5 |
+0 |
Total Volume and Open Interest |
329,027 |
605,755 |
-18,629 |
10-Year T-Notes(CBOT) |
Dec11 |
111101 |
129~155 |
130~180 |
129~075 |
130~080 |
+1~060 |
1,089,328 |
1,479,476 |
-30,564 |
Mar12 |
111101 |
128~170 |
129~240 |
128~070 |
129~150 |
+1~080 |
6,602 |
12,066 |
-4,870 |
Jun12 |
111101 |
128~150 |
128~150 |
127~070 |
128~150 |
+1~080 |
|
|
|
Total Volume and Open Interest |
1,095,930 |
1,491,542 |
-35,434 |
5-Year T-Notes(CBOT) |
Dec11 |
111101 |
122~103 |
123~006 |
122~087 |
123~006 |
+0~056 |
563,169 |
1,196,731 |
-3,235 |
Mar12 |
111101 |
122~093 |
122~093 |
122~016 |
122~076 |
+0~060 |
1,151 |
6,565 |
+321 |
Jun12 |
111101 |
121~100 |
121~100 |
121~040 |
121~100 |
+0~060 |
|
|
|
Total Volume and Open Interest |
564,320 |
1,203,296 |
-2,914 |
2 Year T-Notes(CBOT) |
Dec11 |
111101 |
110~022 |
110~027 |
110~020 |
110~024 |
+0~006 |
215,937 |
717,956 |
+6,528 |
Mar12 |
111101 |
110~022 |
110~027 |
110~014 |
110~024 |
+0~007 |
989 |
2,738 |
+217 |
Jun12 |
111101 |
109~116 |
109~116 |
109~109 |
109~116 |
+0~007 |
|
|
|
Total Volume and Open Interest |
216,926 |
720,694 |
+6,745 |
Eurodollars(CME) |
Dec11 |
111101 |
99.495 |
99.500 |
99.450 |
99.485 |
-0.010 |
160,971 |
1,019,103 |
-1,971 |
Mar12 |
111101 |
99.450 |
99.450 |
99.395 |
99.425 |
-0.025 |
172,556 |
927,637 |
-7,603 |
Jun12 |
111101 |
99.445 |
99.445 |
99.395 |
99.420 |
-0.025 |
133,478 |
1,062,624 |
-4,176 |
Sep12 |
111101 |
99.440 |
99.440 |
99.400 |
99.420 |
-0.020 |
141,852 |
731,101 |
+1,686 |
Dec12 |
111101 |
99.435 |
99.440 |
99.405 |
99.415 |
-0.020 |
150,685 |
755,497 |
+6,192 |
Mar13 |
111101 |
99.430 |
99.435 |
99.400 |
99.415 |
-0.015 |
146,836 |
791,246 |
+3,191 |
Jun13 |
111101 |
99.385 |
99.395 |
99.355 |
99.375 |
unch |
102,928 |
537,637 |
+1,757 |
Sep13 |
111101 |
99.300 |
99.330 |
99.275 |
99.305 |
+0.020 |
99,455 |
456,911 |
+2,670 |
Dec13 |
111101 |
99.165 |
99.210 |
99.135 |
99.180 |
+0.045 |
107,732 |
445,814 |
+6,730 |
Mar14 |
111101 |
99.005 |
99.075 |
98.985 |
99.045 |
+0.065 |
76,055 |
312,698 |
+412 |
Jun14 |
111101 |
98.825 |
98.905 |
98.805 |
98.870 |
+0.085 |
62,780 |
269,262 |
-2,697 |
Sep14 |
111101 |
98.625 |
98.720 |
98.600 |
98.685 |
+0.105 |
61,882 |
180,089 |
+3,260 |
Dec14 |
111101 |
98.405 |
98.525 |
98.395 |
98.485 |
+0.120 |
58,230 |
177,453 |
+11,647 |
Mar15 |
111101 |
98.205 |
98.335 |
98.190 |
98.295 |
+0.135 |
31,069 |
117,807 |
+1,752 |
Jun15 |
111101 |
6.250 |
6.390 |
6.240 |
6.355 |
+0.150 |
25,703 |
101,560 |
+1,058 |
Sep15 |
111101 |
6.045 |
6.205 |
6.030 |
6.160 |
+0.165 |
20,383 |
82,672 |
+1,357 |
Dec15 |
111101 |
5.835 |
6.005 |
5.820 |
5.960 |
+0.175 |
12,065 |
55,621 |
-1,400 |
Mar16 |
111101 |
5.665 |
5.845 |
5.640 |
5.795 |
+0.185 |
11,536 |
50,682 |
+199 |
Total Volume and Open Interest |
1,602,418 |
8,306,199 |
+26,567 |
30 Day Federal Funds(CBOT) |
Nov11 |
111101 |
99.925 |
99.925 |
99.920 |
99.920 |
unch |
2,648 |
67,313 |
-265 |
Dec11 |
111101 |
99.920 |
99.920 |
99.915 |
99.920 |
unch |
2,282 |
63,810 |
+448 |
Jan12 |
111101 |
99.910 |
99.915 |
99.905 |
99.910 |
unch |
3,505 |
56,812 |
+1,899 |
Feb12 |
111101 |
99.905 |
99.905 |
99.900 |
99.900 |
unch |
2,028 |
44,148 |
-616 |
Mar12 |
111101 |
99.895 |
99.900 |
99.890 |
99.890 |
unch |
4,369 |
31,584 |
+295 |
Apr12 |
111101 |
99.890 |
99.900 |
99.885 |
99.890 |
+0.005 |
2,991 |
34,911 |
-586 |
Total Volume and Open Interest |
39,094 |
655,520 |
+6,930 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111101 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.003 |
0 |
281 |
+0 |
Mar12 |
111101 |
99.673 |
99.673 |
99.673 |
99.673 |
+0.003 |
0 |
300 |
+0 |
Jun12 |
111101 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.003 |
|
|
|
Sep12 |
111101 |
99.673 |
99.673 |
99.673 |
99.673 |
+0.003 |
|
|
|
Dec12 |
111101 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar13 |
111101 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun13 |
111101 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111101 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Dec13 |
111101 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Mar14 |
111101 |
99.205 |
99.205 |
99.205 |
99.205 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111101 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.00 |
0 |
2,479 |
+0 |
Mar12 |
111101 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
2,378 |
+0 |
Jun12 |
111101 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.00 |
0 |
1,470 |
+0 |
Sep12 |
111101 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
710 |
+0 |
Dec12 |
111101 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
151 |
+0 |
Mar13 |
111101 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1 |
+0 |
Jun13 |
111101 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
Sep13 |
111101 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7,191 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111101 |
142.19 |
142.43 |
142.14 |
142.38 |
+0.18 |
5,049 |
20,181 |
-815 |
Mar12 |
111101 |
141.79 |
141.79 |
141.79 |
141.79 |
+0.18 |
0 |
5 |
+0 |
Jun12 |
111101 |
139.70 |
139.70 |
139.70 |
139.70 |
+0.18 |
|
|
|
Total Volume and Open Interest |
5,049 |
20,186 |
-815 |
Euro-Bund(EUREX) |
Dec11 |
111101 |
137.00 |
138.54 |
136.81 |
138.15 |
+2.68 |
839,673 |
867,103 |
+20,332 |
Mar12 |
111101 |
137.40 |
139.00 |
137.32 |
138.67 |
+2.94 |
270 |
2,418 |
-51 |
Jun12 |
111101 |
137.97 |
137.97 |
137.97 |
137.97 |
+2.68 |
1 |
18 |
+0 |
Total Volume and Open Interest |
839,944 |
869,539 |
+20,281 |
Euro-Bobl(EUREX) |
Dec11 |
111101 |
123.03 |
123.63 |
122.77 |
123.45 |
+1.11 |
431,901 |
700,607 |
+2,726 |
Mar12 |
111101 |
123.20 |
123.95 |
123.20 |
123.84 |
+1.21 |
6 |
18,174 |
-57 |
Jun12 |
111101 |
123.60 |
123.60 |
123.60 |
123.60 |
+1.11 |
|
|
|
Total Volume and Open Interest |
431,907 |
718,781 |
+2,669 |
3-Mth Euribor(EUREX) |
Dec11 |
111101 |
98.680 |
98.690 |
98.680 |
98.690 |
+0.060 |
278 |
1,936 |
+178 |
Mar12 |
111101 |
98.900 |
98.900 |
98.900 |
98.900 |
+0.065 |
435 |
2,134 |
-48 |
Jun12 |
111101 |
98.960 |
98.960 |
98.960 |
98.960 |
+0.080 |
65 |
958 |
+0 |
Total Volume and Open Interest |
789 |
8,301 |
+121 |
Long Gilt(LIFFE) |
Dec11 |
111101 |
129~19 |
131~03 |
129~08 |
130~23 |
+2~12 |
134,274 |
291,424 |
+3,512 |
Mar12 |
111101 |
113~21 |
114~25 |
113~08 |
114~16 |
+2~10 |
3,726 |
9,475 |
+1,789 |
Total Volume and Open Interest |
138,000 |
300,899 |
+5,301 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111101 |
98.95 |
98.97 |
98.91 |
98.93 |
-0.03 |
33,587 |
360,273 |
-7,766 |
Mar12 |
111101 |
98.98 |
98.99 |
98.90 |
98.92 |
-0.05 |
36,247 |
344,525 |
-4,128 |
Jun12 |
111101 |
99.04 |
99.04 |
98.91 |
98.93 |
-0.06 |
28,255 |
215,694 |
-63 |
Sep12 |
111101 |
99.02 |
99.06 |
98.91 |
98.93 |
-0.07 |
27,420 |
223,689 |
-3,444 |
Dec12 |
111101 |
99.02 |
99.04 |
98.88 |
98.90 |
-0.07 |
36,405 |
182,088 |
+1,659 |
Mar13 |
111101 |
98.99 |
99.00 |
98.86 |
98.88 |
-0.05 |
32,172 |
157,238 |
-2,496 |
Total Volume and Open Interest |
262,672 |
1,888,129 |
-15,811 |
3-Mth Euribor(LIFFE) |
Dec11 |
111101 |
98.635 |
98.720 |
98.630 |
98.685 |
+0.055 |
124,522 |
715,252 |
-19,181 |
Mar12 |
111101 |
98.845 |
98.925 |
98.840 |
98.895 |
+0.060 |
126,871 |
520,995 |
+1,223 |
Jun12 |
111101 |
98.860 |
98.985 |
98.860 |
98.955 |
+0.075 |
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 |
111101 |
95.48 |
95.56 |
95.46 |
95.55 |
+0.07 |
20,297 |
213,077 |
-10,822 |
Mar12 |
111101 |
95.79 |
95.92 |
95.79 |
95.88 |
+0.07 |
11,445 |
183,717 |
-3,374 |
Jun12 |
111101 |
95.91 |
96.04 |
95.90 |
96.00 |
+0.09 |
6,044 |
114,023 |
-2,014 |
Sep12 |
111101 |
95.88 |
96.02 |
95.88 |
95.98 |
+0.11 |
4,597 |
80,634 |
-880 |
Dec12 |
111101 |
95.81 |
95.99 |
95.70 |
95.90 |
+0.11 |
1,974 |
49,723 |
-525 |
Mar13 |
111101 |
95.75 |
95.93 |
95.74 |
95.82 |
+0.11 |
2,161 |
46,204 |
-350 |
Jun13 |
111101 |
95.67 |
95.74 |
95.67 |
95.74 |
+0.10 |
1,357 |
31,574 |
-858 |
Sep13 |
111101 |
95.75 |
95.75 |
95.62 |
95.67 |
+0.11 |
734 |
15,677 |
+293 |
Dec13 |
111101 |
95.49 |
95.58 |
95.49 |
95.58 |
+0.11 |
160 |
3,487 |
+72 |
Mar14 |
111101 |
95.34 |
95.47 |
95.34 |
95.47 |
+0.11 |
36 |
461 |
+4 |
Total Volume and Open Interest |
48,805 |
738,654 |
-18,454 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111101 |
95.46 |
95.57 |
95.45 |
95.57 |
+0.11 |
42,425 |
367,155 |
-865 |
Mar12 |
111101 |
95.57 |
95.57 |
95.57 |
95.57 |
+0.11 |
|
|
|
Total Volume and Open Interest |
42,425 |
367,155 |
-865 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111101 |
96.10 |
96.25 |
96.09 |
96.22 |
+0.12 |
117,612 |
516,545 |
-6,394 |
Mar12 |
111101 |
96.22 |
96.22 |
96.22 |
96.22 |
+0.12 |
|
|
|
Total Volume and Open Interest |
117,612 |
516,545 |
-6,394 |
Gold(CMX) |
Dec11 |
111101 |
1715.7 |
1725.6 |
1681.2 |
1711.8 |
-13.4 |
107,441 |
261,580 |
-3,465 |
Feb12 |
111101 |
1719.9 |
1726.4 |
1685.8 |
1713.9 |
-13.4 |
3,697 |
59,889 |
+2,112 |
Apr12 |
111101 |
1724.8 |
1728.9 |
1688.0 |
1715.6 |
-13.3 |
492 |
15,447 |
+193 |
Jun12 |
111101 |
1718.6 |
1728.5 |
1691.9 |
1717.4 |
-13.2 |
279 |
18,935 |
+133 |
Aug12 |
111101 |
1710.8 |
1719.0 |
1710.0 |
1719.0 |
-13.2 |
49 |
7,219 |
+27 |
Oct12 |
111101 |
1712.3 |
1720.9 |
1710.3 |
1720.9 |
-13.1 |
562 |
5,308 |
-330 |
Dec12 |
111101 |
1723.8 |
1734.3 |
1697.0 |
1723.0 |
-13.0 |
373 |
16,446 |
-23 |
Feb13 |
111101 |
1725.0 |
1725.0 |
1725.0 |
1725.0 |
-13.0 |
0 |
3,393 |
+0 |
Apr13 |
111101 |
1727.3 |
1727.3 |
1727.3 |
1727.3 |
-13.0 |
1 |
461 |
+1 |
Jun13 |
111101 |
1730.1 |
1730.1 |
1730.1 |
1730.1 |
-12.8 |
204 |
9,192 |
+164 |
Aug13 |
111101 |
1733.0 |
1733.0 |
1733.0 |
1733.0 |
-12.9 |
0 |
45 |
+0 |
Total Volume and Open Interest |
115,226 |
441,687 |
-647 |
Silver(CMX) |
Dec11 |
111101 |
3419.0 |
3472.5 |
3210.5 |
3273.1 |
-162.3 |
35,761 |
58,816 |
-1,613 |
Mar12 |
111101 |
3433.5 |
3457.5 |
3218.0 |
3277.7 |
-162.4 |
2,056 |
17,058 |
+580 |
May12 |
111101 |
3427.0 |
3448.5 |
3279.8 |
3279.8 |
-162.2 |
427 |
4,121 |
+25 |
Jul12 |
111101 |
3255.0 |
3343.5 |
3255.0 |
3281.0 |
-161.7 |
266 |
3,104 |
+131 |
Sep12 |
111101 |
3236.0 |
3350.0 |
3236.0 |
3281.5 |
-161.3 |
97 |
1,433 |
+63 |
Dec12 |
111101 |
3350.0 |
3350.0 |
3278.5 |
3281.6 |
-161.0 |
396 |
11,857 |
+154 |
Mar13 |
111101 |
3275.9 |
3275.9 |
3275.9 |
3275.9 |
-160.7 |
0 |
787 |
+0 |
Total Volume and Open Interest |
39,484 |
110,360 |
-551 |
Platinum(NYMEX) |
Jan12 |
111101 |
1609.5 |
1614.1 |
1559.7 |
1582.0 |
-25.6 |
6,503 |
33,937 |
-439 |
Apr12 |
111101 |
1597.0 |
1597.0 |
1566.2 |
1585.1 |
-25.7 |
138 |
3,189 |
+46 |
Jul12 |
111101 |
1600.0 |
1600.9 |
1570.0 |
1588.6 |
-25.7 |
59 |
98 |
+58 |
Oct12 |
111101 |
1595.0 |
1595.0 |
1591.6 |
1591.6 |
-25.7 |
0 |
42 |
+0 |
Total Volume and Open Interest |
6,702 |
37,276 |
-335 |
Palladium(NYMEX) |
Dec11 |
111101 |
648.00 |
650.60 |
624.05 |
635.00 |
-16.15 |
2,371 |
17,936 |
-311 |
Mar12 |
111101 |
644.65 |
644.65 |
627.00 |
636.55 |
-16.10 |
200 |
959 |
+122 |
Jun12 |
111101 |
637.60 |
637.60 |
637.60 |
637.60 |
-16.10 |
0 |
6 |
+0 |
Total Volume and Open Interest |
2,571 |
18,901 |
-189 |
Copper(CMX) |
Dec11 |
111101 |
360.95 |
365.70 |
346.20 |
350.25 |
-12.95 |
47,297 |
68,761 |
-800 |
Mar12 |
111101 |
362.10 |
367.45 |
348.40 |
352.25 |
-12.95 |
5,641 |
37,433 |
+1,383 |
May12 |
111101 |
362.40 |
362.40 |
349.40 |
353.20 |
-12.85 |
1,055 |
10,565 |
+336 |
Jul12 |
111101 |
352.25 |
355.00 |
350.00 |
353.85 |
-12.75 |
201 |
2,746 |
+95 |
Sep12 |
111101 |
352.00 |
355.50 |
352.00 |
354.15 |
-12.75 |
125 |
1,628 |
+21 |
Total Volume and Open Interest |
55,542 |
131,987 |
+1,730 |
DJIA Index(CBOT) |
Dec11 |
111101 |
11890 |
11907 |
11570 |
11682 |
-215 |
257 |
15,043 |
-15 |
Mar12 |
111101 |
11611 |
11826 |
11611 |
11611 |
-215 |
0 |
200 |
+0 |
Jun12 |
111101 |
11544 |
11759 |
11544 |
11544 |
-215 |
0 |
200 |
+0 |
Sep12 |
111101 |
11481 |
11696 |
11481 |
11481 |
-215 |
|
|
|
Total Volume and Open Interest |
257 |
15,443 |
-15 |
E-mini DJIA Index(CBOT) |
Dec11 |
111101 |
11910 |
11917 |
11571 |
11682 |
-215 |
82,969 |
80,788 |
+1,139 |
Mar12 |
111101 |
11550 |
11630 |
11498 |
11611 |
-215 |
39 |
166 |
+20 |
Jun12 |
111101 |
11544 |
11544 |
11544 |
11544 |
-215 |
7 |
6 |
+0 |
Sep12 |
111101 |
11608 |
11608 |
11481 |
11481 |
-215 |
0 |
12 |
+0 |
Total Volume and Open Interest |
83,015 |
80,972 |
+1,159 |
S & P 500(CME) |
Dec11 |
111101 |
1246.10 |
1247.80 |
1208.00 |
1224.60 |
-24.70 |
18,658 |
282,602 |
+624 |
Mar12 |
111101 |
1215.00 |
1222.30 |
1204.30 |
1218.60 |
-24.70 |
1,445 |
11,552 |
+1,378 |
Jun12 |
111101 |
1213.40 |
1213.40 |
1199.10 |
1213.40 |
-24.70 |
20 |
1,405 |
-11 |
Sep12 |
111101 |
1207.40 |
1207.40 |
1193.10 |
1207.40 |
-24.70 |
0 |
2 |
+0 |
Total Volume and Open Interest |
20,123 |
295,671 |
+1,991 |
S & P 500 E-Mini(Globex) |
Dec11 |
111101 |
1247.50 |
1248.00 |
1208.50 |
1224.50 |
-24.75 |
1,932,702 |
2,839,103 |
-77,537 |
Mar12 |
111101 |
1239.00 |
1241.50 |
1202.75 |
1218.50 |
-24.75 |
2,994 |
12,334 |
+1,274 |
Total Volume and Open Interest |
1,935,742 |
2,851,693 |
-76,242 |
NASDAQ 100(CME) |
Dec11 |
111101 |
2349.00 |
2354.30 |
2282.00 |
2303.50 |
-52.50 |
1,251 |
29,143 |
-17 |
Mar12 |
111101 |
2298.50 |
2299.00 |
2280.00 |
2298.50 |
-53.00 |
|
|
|
Jun12 |
111101 |
2295.50 |
2296.00 |
2295.50 |
2295.50 |
-53.00 |
|
|
|
Total Volume and Open Interest |
1,251 |
29,143 |
-17 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111101 |
2353.30 |
2355.80 |
2282.80 |
2303.50 |
-52.50 |
213,787 |
344,531 |
-7,349 |
Mar12 |
111101 |
2353.00 |
2353.00 |
2290.00 |
2298.50 |
-53.00 |
13 |
316 |
-4 |
Total Volume and Open Interest |
213,800 |
344,860 |
-7,353 |
S & P Midcap 400(CME) |
Dec11 |
111101 |
854.50 |
863.50 |
845.00 |
863.50 |
-22.60 |
364 |
3,264 |
-364 |
Mar12 |
111101 |
861.50 |
861.50 |
861.50 |
861.50 |
-22.60 |
|
|
|
Jun12 |
111101 |
859.50 |
859.50 |
859.50 |
859.50 |
-22.60 |
|
|
|
Total Volume and Open Interest |
364 |
3,264 |
-364 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111101 |
8870 |
8950 |
8685 |
8780 |
-110 |
7,028 |
29,962 |
+1,035 |
Mar12 |
111101 |
8775 |
8775 |
8775 |
8775 |
-120 |
0 |
17 |
+0 |
Total Volume and Open Interest |
7,028 |
29,979 |
+1,035 |
Nikkei 225(SGX) |
Dec11 |
111101 |
8975 |
8990 |
8835 |
8845 |
-115 |
113,832 |
213,127 |
+1,408 |
Mar12 |
111101 |
8900 |
8920 |
8835 |
8835 |
-115 |
700 |
5,838 |
+560 |
Jun12 |
111101 |
8760 |
8760 |
8760 |
8760 |
-115 |
0 |
18 |
+0 |
Total Volume and Open Interest |
114,553 |
226,368 |
+1,962 |
CAC 40(EURONEXT) |
Nov11 |
111101 |
3208.5 |
3208.5 |
3051.0 |
3064.0 |
-171.0 |
94,551 |
261,031 |
+1,952 |
Dec11 |
111101 |
3209.0 |
3209.0 |
3049.0 |
3062.0 |
-171.5 |
1,129 |
48,484 |
+79 |
Jan12 |
111101 |
3059.5 |
3059.5 |
3059.5 |
3059.5 |
-171.0 |
|
|
|
Total Volume and Open Interest |
95,680 |
309,522 |
+2,031 |
Hang Seng Index(HKFE) |
Nov11 |
111101 |
19434 |
19686 |
19245 |
19301 |
-484 |
108,515 |
92,374 |
+8,267 |
Dec11 |
111101 |
19420 |
19663 |
19230 |
19288 |
-485 |
1,013 |
10,546 |
+94 |
Total Volume and Open Interest |
128,666 |
126,572 |
-1,810 |
DAX(EUREX) |
Dec11 |
111101 |
6045.0 |
6045.0 |
5767.5 |
5840.5 |
-331.5 |
160,757 |
158,415 |
-1,682 |
Mar12 |
111101 |
6046.0 |
6046.0 |
5789.0 |
5853.5 |
-333.0 |
271 |
7,674 |
-146 |
Jun12 |
111101 |
6046.0 |
6046.0 |
5825.5 |
5873.5 |
-334.0 |
20 |
920 |
-27 |
Total Volume and Open Interest |
161,048 |
167,009 |
-1,855 |
FT-SE 100(EURONEXT) |
Dec11 |
111101 |
5498.50 |
5498.50 |
5312.50 |
5390.00 |
-148.50 |
119,760 |
632,653 |
-6,068 |
Mar12 |
111101 |
5299.50 |
5383.00 |
5299.50 |
5355.00 |
-149.00 |
15 |
1,872 |
+4 |
Jun12 |
111101 |
5318.00 |
5318.00 |
5318.00 |
5318.00 |
-148.50 |
21 |
394 |
-19 |
Total Volume and Open Interest |
119,796 |
634,919 |
-6,083 |
SPI 200(SFE) |
Dec11 |
111101 |
4285.0 |
4300.0 |
4214.0 |
4231.0 |
-53.0 |
36,160 |
205,762 |
-1,379 |
Mar12 |
111101 |
4279.0 |
4279.0 |
4211.0 |
4213.0 |
-52.0 |
67 |
2,591 |
+33 |
Jun12 |
111101 |
4223.0 |
4237.0 |
4223.0 |
4226.0 |
-52.0 |
0 |
1,229 |
-6 |
Total Volume and Open Interest |
36,237 |
212,123 |
-1,387 |
GSCI(CME) |
Nov11 |
111101 |
631.50 |
642.00 |
631.00 |
641.00 |
-6.00 |
260 |
7,913 |
+114 |
Dec11 |
111101 |
633.00 |
643.20 |
633.00 |
643.20 |
-5.55 |
62 |
79 |
+62 |
Jan12 |
111101 |
642.00 |
642.00 |
632.50 |
642.00 |
-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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