|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed November 02, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111102 |
1189.75 |
1208.00 |
1187.50 |
1193.50 |
+1.25 |
30,111 |
12,642 |
-6,762 |
Jan12 |
111102 |
1201.75 |
1218.50 |
1196.50 |
1202.75 |
+0.25 |
100,090 |
241,764 |
-1,489 |
Mar12 |
111102 |
1211.75 |
1228.00 |
1207.00 |
1212.25 |
+0.25 |
19,848 |
84,623 |
-1,102 |
May12 |
111102 |
1220.00 |
1237.00 |
1215.25 |
1221.00 |
+0.25 |
7,841 |
68,649 |
+73 |
Jul12 |
111102 |
1226.75 |
1245.00 |
1223.50 |
1229.75 |
-0.25 |
8,611 |
52,505 |
+950 |
Aug12 |
111102 |
1232.25 |
1232.25 |
1227.00 |
1228.25 |
+1.25 |
91 |
645 |
+27 |
Sep12 |
111102 |
1221.75 |
1222.00 |
1216.50 |
1219.50 |
+3.00 |
74 |
496 |
+19 |
Total Volume and Open Interest |
171,136 |
521,991 |
-7,632 |
Soybean Meal(CBOT) |
Dec11 |
111102 |
311.30 |
315.50 |
310.20 |
310.50 |
-0.20 |
36,364 |
80,758 |
-1,023 |
Jan12 |
111102 |
313.00 |
317.60 |
312.50 |
312.60 |
-0.20 |
10,841 |
23,086 |
+1,362 |
Mar12 |
111102 |
315.50 |
320.40 |
315.50 |
315.60 |
unch |
3,305 |
23,722 |
+155 |
May12 |
111102 |
318.00 |
322.30 |
317.00 |
317.50 |
unch |
2,774 |
21,546 |
+644 |
Jul12 |
111102 |
320.50 |
324.80 |
320.10 |
320.40 |
unch |
2,873 |
16,852 |
+149 |
Aug12 |
111102 |
323.50 |
324.00 |
320.90 |
320.90 |
+0.10 |
170 |
3,149 |
+1 |
Sep12 |
111102 |
323.10 |
323.20 |
320.00 |
320.20 |
+0.20 |
232 |
3,806 |
+57 |
Oct12 |
111102 |
318.00 |
319.10 |
315.50 |
316.40 |
+0.90 |
129 |
2,628 |
+15 |
Total Volume and Open Interest |
57,086 |
188,320 |
+1,427 |
Soybean Oil(CBOT) |
Dec11 |
111102 |
50.59 |
51.25 |
50.41 |
50.85 |
+0.05 |
52,524 |
113,024 |
-279 |
Jan12 |
111102 |
50.87 |
51.52 |
50.70 |
51.13 |
+0.05 |
15,587 |
74,016 |
-674 |
Mar12 |
111102 |
51.22 |
51.87 |
51.04 |
51.49 |
+0.06 |
10,459 |
44,971 |
+401 |
May12 |
111102 |
51.50 |
52.14 |
51.41 |
51.85 |
+0.06 |
3,764 |
29,735 |
-184 |
Jul12 |
111102 |
51.87 |
52.48 |
51.70 |
52.15 |
+0.01 |
2,116 |
21,676 |
+166 |
Aug12 |
111102 |
52.15 |
52.50 |
52.10 |
52.25 |
+0.01 |
304 |
2,994 |
+155 |
Sep12 |
111102 |
52.45 |
52.45 |
52.21 |
52.34 |
+0.06 |
118 |
3,444 |
+25 |
Oct12 |
111102 |
52.20 |
52.30 |
51.79 |
52.30 |
+0.07 |
127 |
3,712 |
+13 |
Total Volume and Open Interest |
85,368 |
305,932 |
-276 |
Canola(WCE) |
Nov11 |
111102 |
522.0 |
525.8 |
515.3 |
521.6 |
-1.1 |
441 |
323 |
-74 |
Jan12 |
111102 |
525.7 |
529.3 |
523.0 |
524.5 |
-1.2 |
9,484 |
105,195 |
-3,101 |
Mar12 |
111102 |
533.9 |
537.3 |
531.0 |
531.8 |
-1.3 |
520 |
23,576 |
+6 |
May12 |
111102 |
537.6 |
541.7 |
534.5 |
535.7 |
-1.9 |
599 |
12,945 |
+26 |
Jul12 |
111102 |
542.1 |
548.1 |
540.5 |
541.7 |
-2.6 |
265 |
5,461 |
+33 |
Total Volume and Open Interest |
11,462 |
159,589 |
-3,118 |
Corn(CBOT) |
Dec11 |
111102 |
653.25 |
659.50 |
640.50 |
645.00 |
-9.25 |
144,047 |
495,376 |
-14,546 |
Mar12 |
111102 |
663.50 |
669.50 |
651.00 |
656.00 |
-9.25 |
39,760 |
308,791 |
+2,640 |
May12 |
111102 |
668.00 |
674.25 |
657.00 |
662.00 |
-8.00 |
11,169 |
89,862 |
-376 |
Jul12 |
111102 |
671.75 |
677.50 |
660.75 |
666.00 |
-7.50 |
12,858 |
119,320 |
+2,342 |
Sep12 |
111102 |
629.75 |
633.25 |
622.50 |
624.50 |
-6.25 |
2,222 |
31,811 |
+40 |
Dec12 |
111102 |
606.50 |
609.75 |
600.50 |
605.50 |
-1.50 |
10,125 |
131,577 |
+1,609 |
Total Volume and Open Interest |
220,652 |
1,223,320 |
-8,250 |
Wheat(CBOT) |
Dec11 |
111102 |
629.00 |
638.50 |
620.25 |
623.50 |
-6.50 |
50,945 |
177,846 |
-2,997 |
Mar12 |
111102 |
663.75 |
674.25 |
655.50 |
659.00 |
-6.75 |
13,448 |
108,406 |
+1,710 |
May12 |
111102 |
686.75 |
696.00 |
677.00 |
680.25 |
-7.75 |
2,587 |
33,667 |
+337 |
Jul12 |
111102 |
701.50 |
712.00 |
692.75 |
698.00 |
-7.25 |
6,013 |
65,680 |
+873 |
Sep12 |
111102 |
724.50 |
734.25 |
717.25 |
722.25 |
-7.25 |
623 |
6,212 |
+24 |
Total Volume and Open Interest |
75,656 |
428,624 |
-322 |
Wheat(KCBT) |
Dec11 |
111102 |
718.00 |
733.00 |
711.00 |
713.00 |
-5.50 |
8,963 |
54,308 |
-336 |
Mar12 |
111102 |
733.25 |
748.50 |
725.50 |
728.50 |
-6.50 |
4,969 |
52,021 |
+628 |
May12 |
111102 |
743.00 |
755.25 |
735.00 |
737.25 |
-6.50 |
720 |
8,849 |
+192 |
Jul12 |
111102 |
750.50 |
765.00 |
742.75 |
745.00 |
-6.75 |
909 |
34,539 |
+38 |
Sep12 |
111102 |
763.75 |
776.50 |
757.25 |
759.50 |
-6.75 |
89 |
2,943 |
+29 |
Total Volume and Open Interest |
15,714 |
156,872 |
+556 |
Wheat(MGE) |
Dec11 |
111102 |
908.00 |
918.50 |
907.00 |
910.25 |
+4.50 |
1,195 |
9,511 |
-222 |
Mar12 |
111102 |
864.00 |
874.75 |
858.25 |
864.50 |
+1.75 |
1,946 |
16,766 |
+58 |
May12 |
111102 |
845.00 |
849.25 |
839.75 |
844.25 |
+0.50 |
667 |
5,282 |
+90 |
Jul12 |
111102 |
836.00 |
838.75 |
831.00 |
835.25 |
-0.50 |
290 |
5,864 |
-58 |
Sep12 |
111102 |
810.50 |
819.25 |
810.25 |
813.50 |
-0.25 |
87 |
2,934 |
+4 |
Total Volume and Open Interest |
4,260 |
42,315 |
-106 |
Oats(CBOT) |
Dec11 |
111102 |
334.75 |
336.25 |
331.25 |
334.50 |
-0.50 |
1,234 |
9,948 |
-438 |
Mar12 |
111102 |
344.00 |
345.25 |
341.50 |
343.50 |
-1.00 |
838 |
6,133 |
+477 |
May12 |
111102 |
350.50 |
351.75 |
350.00 |
350.00 |
-1.00 |
5 |
270 |
+4 |
Jul12 |
111102 |
356.00 |
357.00 |
356.00 |
356.00 |
-1.00 |
1 |
22 |
+0 |
Total Volume and Open Interest |
2,078 |
16,494 |
+43 |
Rough Rice(CBOT) |
Nov11 |
111102 |
16.70 |
16.70 |
16.14 |
16.14 |
-0.40 |
343 |
603 |
-955 |
Jan12 |
111102 |
16.75 |
17.07 |
16.33 |
16.35 |
-0.42 |
902 |
12,393 |
+124 |
Mar12 |
111102 |
17.06 |
17.20 |
16.64 |
16.65 |
-0.42 |
124 |
3,576 |
+3 |
May12 |
111102 |
17.33 |
17.40 |
16.92 |
16.92 |
-0.42 |
0 |
375 |
+0 |
Total Volume and Open Interest |
1,371 |
17,579 |
-828 |
Live Cattle(CME) |
Dec11 |
111102 |
122.200 |
122.980 |
121.500 |
122.000 |
+0.400 |
24,518 |
136,631 |
-5,437 |
Feb12 |
111102 |
124.535 |
124.900 |
123.750 |
124.480 |
+0.280 |
11,114 |
84,289 |
+1,823 |
Apr12 |
111102 |
128.450 |
129.035 |
127.730 |
128.550 |
+0.300 |
6,455 |
64,984 |
+520 |
Jun12 |
111102 |
126.800 |
126.980 |
125.785 |
126.550 |
-0.150 |
2,748 |
30,228 |
+70 |
Aug12 |
111102 |
126.400 |
127.035 |
126.000 |
126.800 |
-0.450 |
839 |
6,742 |
-56 |
Oct12 |
111102 |
128.735 |
129.100 |
128.250 |
128.825 |
-0.175 |
128 |
2,832 |
+56 |
Total Volume and Open Interest |
45,912 |
327,258 |
-3,764 |
Feeder Cattle(CME) |
Nov11 |
111102 |
142.450 |
142.785 |
141.650 |
142.300 |
-0.550 |
1,836 |
6,235 |
-1,230 |
Jan12 |
111102 |
147.750 |
147.800 |
146.785 |
147.500 |
unch |
2,802 |
15,692 |
-168 |
Mar12 |
111102 |
148.500 |
148.550 |
147.630 |
148.235 |
-0.145 |
605 |
5,247 |
-70 |
Apr12 |
111102 |
149.285 |
149.500 |
148.575 |
149.450 |
-0.035 |
282 |
1,531 |
+91 |
May12 |
111102 |
149.300 |
149.500 |
148.800 |
149.380 |
-0.070 |
108 |
1,534 |
-2 |
Aug12 |
111102 |
149.600 |
150.250 |
149.150 |
150.200 |
+0.125 |
97 |
1,602 |
-17 |
Sep12 |
111102 |
149.550 |
149.985 |
149.235 |
149.900 |
unch |
12 |
132 |
-5 |
Total Volume and Open Interest |
5,742 |
31,973 |
-1,401 |
Lean Hogs(CME) |
Dec11 |
111102 |
88.000 |
88.180 |
86.750 |
86.885 |
-0.665 |
17,106 |
94,283 |
-1,515 |
Feb12 |
111102 |
90.535 |
90.850 |
89.635 |
89.730 |
-0.350 |
8,434 |
68,352 |
+919 |
Apr12 |
111102 |
93.450 |
93.680 |
92.550 |
92.580 |
-0.420 |
4,817 |
52,780 |
+287 |
May12 |
111102 |
98.050 |
98.450 |
97.980 |
98.150 |
unch |
20 |
2,130 |
+6 |
Jun12 |
111102 |
99.180 |
99.980 |
99.000 |
99.480 |
+0.030 |
1,645 |
33,549 |
+356 |
Jul12 |
111102 |
98.250 |
98.550 |
98.180 |
98.400 |
unch |
549 |
9,179 |
+183 |
Aug12 |
111102 |
96.000 |
96.800 |
95.950 |
96.600 |
-0.350 |
315 |
9,998 |
+29 |
Oct12 |
111102 |
85.180 |
85.400 |
84.750 |
85.300 |
+0.200 |
58 |
4,789 |
+3 |
Total Volume and Open Interest |
32,978 |
276,970 |
+279 |
Class III Milk(CME) |
Nov11 |
111102 |
18.39 |
18.47 |
18.25 |
18.44 |
+0.10 |
170 |
5,424 |
+15 |
Dec11 |
111102 |
17.71 |
17.75 |
17.54 |
17.72 |
+0.09 |
172 |
5,107 |
+48 |
Jan12 |
111102 |
16.86 |
16.91 |
16.79 |
16.90 |
+0.05 |
87 |
2,709 |
+34 |
Feb12 |
111102 |
16.45 |
16.45 |
16.38 |
16.45 |
-0.05 |
66 |
2,433 |
+26 |
Mar12 |
111102 |
16.48 |
16.48 |
16.36 |
16.43 |
-0.07 |
55 |
2,208 |
+21 |
Total Volume and Open Interest |
1,130 |
34,010 |
+455 |
Cocoa(ICE) |
Dec11 |
111102 |
2600 |
2675 |
2596 |
2665 |
+65 |
10,318 |
68,617 |
-924 |
Mar12 |
111102 |
2642 |
2693 |
2629 |
2688 |
+55 |
5,785 |
67,187 |
-421 |
May12 |
111102 |
2644 |
2703 |
2644 |
2701 |
+54 |
2,045 |
23,406 |
+619 |
Jul12 |
111102 |
2663 |
2715 |
2658 |
2714 |
+53 |
528 |
11,326 |
-12 |
Sep12 |
111102 |
2710 |
2726 |
2692 |
2723 |
+51 |
244 |
11,602 |
+29 |
Dec12 |
111102 |
2689 |
2734 |
2689 |
2732 |
+48 |
96 |
10,825 |
+71 |
Mar13 |
111102 |
2693 |
2753 |
2693 |
2744 |
+49 |
389 |
3,100 |
+381 |
Total Volume and Open Interest |
19,574 |
198,663 |
-202 |
Coffee "C"(ICE) |
Dec11 |
111102 |
225.40 |
227.50 |
223.00 |
224.00 |
+0.35 |
13,765 |
56,936 |
-666 |
Mar12 |
111102 |
231.30 |
231.30 |
226.75 |
227.75 |
+0.45 |
5,943 |
36,295 |
-468 |
May12 |
111102 |
231.75 |
233.00 |
228.95 |
229.85 |
+0.55 |
1,418 |
15,763 |
+291 |
Jul12 |
111102 |
234.20 |
234.25 |
230.90 |
231.20 |
+0.50 |
421 |
4,525 |
+91 |
Sep12 |
111102 |
233.90 |
233.90 |
231.35 |
231.65 |
+0.60 |
217 |
5,207 |
+38 |
Dec12 |
111102 |
232.60 |
232.60 |
231.15 |
231.15 |
+0.50 |
53 |
2,843 |
+21 |
Total Volume and Open Interest |
21,826 |
122,602 |
-687 |
Orange Juice(ICE) |
Nov11 |
111102 |
189.00 |
189.00 |
189.00 |
189.00 |
+0.90 |
303 |
262 |
-255 |
Jan12 |
111102 |
171.85 |
173.25 |
169.60 |
171.60 |
+1.30 |
1,305 |
20,050 |
+69 |
Mar12 |
111102 |
167.25 |
167.95 |
166.00 |
166.55 |
+1.35 |
164 |
4,464 |
+49 |
May12 |
111102 |
166.50 |
166.50 |
165.75 |
165.80 |
+1.35 |
4 |
1,575 |
+2 |
Jul12 |
111102 |
166.30 |
166.30 |
166.30 |
166.30 |
+1.40 |
0 |
319 |
+0 |
Sep12 |
111102 |
165.30 |
165.30 |
165.30 |
165.30 |
+1.40 |
0 |
53 |
+0 |
Total Volume and Open Interest |
1,776 |
26,737 |
-135 |
Sugar #11(ICE) |
Mar12 |
111102 |
25.74 |
25.99 |
25.30 |
25.42 |
+0.08 |
30,666 |
239,534 |
-3,833 |
May12 |
111102 |
25.12 |
25.33 |
24.69 |
24.78 |
-0.02 |
8,352 |
84,864 |
+1,126 |
Jul12 |
111102 |
24.42 |
24.68 |
24.11 |
24.19 |
-0.02 |
4,550 |
72,993 |
-10 |
Oct12 |
111102 |
24.19 |
24.35 |
23.88 |
23.92 |
-0.03 |
1,186 |
44,175 |
-13 |
Mar13 |
111102 |
24.30 |
24.40 |
24.02 |
24.06 |
-0.06 |
630 |
30,803 |
-79 |
Total Volume and Open Interest |
45,710 |
503,021 |
-2,845 |
London Cocoa(LCE) |
Dec11 |
111102 |
1637 |
1660 |
1630 |
1654 |
+25 |
5,447 |
77,151 |
-172 |
Mar12 |
111102 |
1658 |
1684 |
1654 |
1680 |
+26 |
3,306 |
57,451 |
-56 |
May12 |
111102 |
1675 |
1696 |
1669 |
1694 |
+25 |
2,051 |
17,273 |
+574 |
Jul12 |
111102 |
1693 |
1713 |
1686 |
1710 |
+24 |
409 |
19,225 |
+160 |
Sep12 |
111102 |
1705 |
1725 |
1700 |
1724 |
+25 |
313 |
13,924 |
+52 |
Dec12 |
111102 |
1727 |
1741 |
1714 |
1737 |
+24 |
229 |
10,751 |
+44 |
Mar13 |
111102 |
1733 |
1750 |
1730 |
1750 |
+24 |
0 |
2,366 |
+0 |
Total Volume and Open Interest |
11,755 |
198,648 |
+602 |
London Sugar(LCE) |
Dec11 |
111102 |
685.30 |
692.00 |
679.40 |
680.30 |
-0.10 |
2,963 |
18,864 |
-238 |
Mar12 |
111102 |
654.90 |
660.50 |
647.70 |
649.40 |
+0.30 |
2,519 |
18,554 |
+124 |
May12 |
111102 |
646.20 |
650.50 |
638.30 |
639.90 |
-0.20 |
453 |
7,131 |
+219 |
Aug12 |
111102 |
635.30 |
637.40 |
630.00 |
632.10 |
+1.20 |
170 |
4,187 |
+54 |
Oct12 |
111102 |
629.00 |
629.00 |
625.00 |
625.60 |
+0.60 |
69 |
2,491 |
+0 |
Total Volume and Open Interest |
6,175 |
52,978 |
+160 |
Cotton(ICE) |
Dec11 |
111102 |
99.50 |
100.70 |
98.00 |
98.34 |
-1.20 |
13,389 |
80,108 |
-879 |
Mar12 |
111102 |
98.50 |
99.90 |
97.25 |
97.60 |
-0.95 |
7,368 |
53,828 |
+2,674 |
May12 |
111102 |
98.00 |
99.53 |
97.11 |
97.48 |
-0.74 |
1,131 |
11,083 |
-286 |
Jul12 |
111102 |
97.75 |
99.07 |
96.81 |
97.33 |
-0.74 |
1,051 |
12,722 |
+216 |
Oct12 |
111102 |
97.61 |
98.55 |
97.61 |
97.90 |
+2.02 |
0 |
3 |
+0 |
Dec12 |
111102 |
96.50 |
96.50 |
94.46 |
95.49 |
+0.01 |
408 |
4,703 |
+329 |
Total Volume and Open Interest |
23,463 |
163,525 |
+2,111 |
Lumber(CME) |
Nov11 |
111102 |
220.0 |
223.5 |
217.9 |
220.1 |
-0.8 |
248 |
1,484 |
-124 |
Jan12 |
111102 |
234.8 |
238.0 |
231.2 |
235.4 |
-1.0 |
440 |
6,167 |
-13 |
Mar12 |
111102 |
255.0 |
255.0 |
250.0 |
252.3 |
+1.0 |
60 |
1,707 |
+20 |
May12 |
111102 |
264.1 |
264.1 |
264.1 |
264.1 |
+0.1 |
34 |
192 |
+19 |
Total Volume and Open Interest |
796 |
9,642 |
-87 |
Crude Oil(NYM) |
Dec11 |
111102 |
91.60 |
93.79 |
90.97 |
92.51 |
+0.32 |
228,561 |
293,713 |
-5,424 |
Jan12 |
111102 |
91.32 |
93.57 |
90.91 |
92.35 |
+0.30 |
43,846 |
190,057 |
+672 |
Feb12 |
111102 |
90.85 |
93.40 |
90.85 |
92.19 |
+0.28 |
20,637 |
70,721 |
-953 |
Mar12 |
111102 |
90.95 |
93.14 |
90.95 |
92.05 |
+0.27 |
20,133 |
71,754 |
+1,230 |
Apr12 |
111102 |
90.40 |
92.91 |
90.40 |
91.93 |
+0.29 |
6,724 |
36,998 |
+213 |
May12 |
111102 |
92.52 |
92.72 |
91.82 |
91.82 |
+0.30 |
6,044 |
26,891 |
-1,513 |
Jun12 |
111102 |
90.11 |
92.58 |
90.09 |
91.70 |
+0.31 |
15,684 |
72,988 |
+170 |
Jul12 |
111102 |
92.20 |
92.20 |
91.53 |
91.57 |
+0.32 |
3,367 |
33,216 |
-269 |
Aug12 |
111102 |
91.97 |
91.97 |
91.34 |
91.43 |
+0.33 |
3,178 |
21,045 |
-136 |
Sep12 |
111102 |
91.95 |
91.95 |
91.18 |
91.30 |
+0.33 |
3,389 |
22,032 |
+84 |
Oct12 |
111102 |
91.38 |
91.38 |
91.21 |
91.21 |
+0.32 |
2,177 |
23,510 |
+217 |
Nov12 |
111102 |
91.28 |
91.31 |
91.13 |
91.15 |
+0.32 |
1,874 |
24,715 |
+105 |
Dec12 |
111102 |
90.03 |
92.00 |
89.99 |
91.11 |
+0.32 |
12,611 |
161,789 |
-1,226 |
Jan13 |
111102 |
90.93 |
90.93 |
90.93 |
90.93 |
+0.31 |
227 |
26,117 |
+76 |
Feb13 |
111102 |
90.74 |
90.74 |
90.74 |
90.74 |
+0.30 |
108 |
10,456 |
-32 |
Mar13 |
111102 |
90.58 |
90.58 |
90.58 |
90.58 |
+0.29 |
57 |
8,799 |
+15 |
Total Volume and Open Interest |
381,435 |
1,344,484 |
-7,659 |
e-miNY Crude Oil(NYM) |
Nov11 |
111019 |
88.200 |
89.500 |
86.100 |
86.100 |
-2.250 |
6,633 |
2,825 |
+151 |
Dec11 |
111102 |
91.500 |
93.775 |
90.975 |
92.500 |
+0.300 |
8,371 |
2,838 |
+339 |
Jan12 |
111102 |
91.325 |
93.500 |
91.000 |
92.350 |
+0.300 |
180 |
356 |
+13 |
Feb12 |
111102 |
92.275 |
93.075 |
92.125 |
92.200 |
+0.300 |
127 |
126 |
+46 |
Mar12 |
111102 |
92.325 |
92.600 |
92.050 |
92.050 |
+0.275 |
2 |
15 |
-2 |
Apr12 |
111102 |
91.925 |
91.925 |
91.925 |
91.925 |
+0.275 |
1 |
22 |
+0 |
May12 |
111102 |
91.825 |
91.825 |
91.825 |
91.825 |
+0.300 |
1 |
7 |
+0 |
Jun12 |
111102 |
91.700 |
91.700 |
91.700 |
91.700 |
+0.300 |
0 |
15 |
-2 |
Jul12 |
111102 |
91.575 |
91.575 |
91.575 |
91.575 |
+0.325 |
0 |
4 |
+0 |
Aug12 |
111102 |
91.425 |
91.425 |
91.425 |
91.425 |
+0.325 |
0 |
1 |
+0 |
Total Volume and Open Interest |
8,682 |
3,611 |
+394 |
Heating Oil(NYM) |
Dec11 |
111102 |
302.93 |
306.37 |
299.40 |
300.07 |
-3.72 |
51,345 |
96,646 |
+2,677 |
Jan12 |
111102 |
301.71 |
305.84 |
299.38 |
300.03 |
-3.26 |
16,785 |
52,478 |
-413 |
Feb12 |
111102 |
300.67 |
304.09 |
298.32 |
298.86 |
-2.92 |
7,950 |
28,540 |
+228 |
Mar12 |
111102 |
297.19 |
301.60 |
296.42 |
297.12 |
-2.24 |
8,025 |
23,132 |
+1,374 |
Apr12 |
111102 |
296.98 |
297.41 |
292.85 |
293.80 |
-1.90 |
2,232 |
10,965 |
+40 |
May12 |
111102 |
293.50 |
294.07 |
289.56 |
290.42 |
-1.70 |
1,748 |
8,762 |
-17 |
Jun12 |
111102 |
288.20 |
292.13 |
287.95 |
288.52 |
-1.65 |
5,689 |
35,635 |
+174 |
Jul12 |
111102 |
288.39 |
291.20 |
288.32 |
288.32 |
-1.58 |
175 |
7,703 |
+47 |
Aug12 |
111102 |
288.50 |
288.50 |
288.47 |
288.47 |
-1.48 |
502 |
4,132 |
-98 |
Sep12 |
111102 |
288.82 |
288.82 |
288.82 |
288.82 |
-1.38 |
127 |
4,544 |
+31 |
Oct12 |
111102 |
289.59 |
289.59 |
289.59 |
289.59 |
-1.24 |
568 |
1,893 |
+387 |
Nov12 |
111102 |
290.37 |
290.37 |
290.37 |
290.37 |
-1.19 |
2 |
1,325 |
+2 |
Total Volume and Open Interest |
96,858 |
291,665 |
-4,003 |
Gasoline(NYMEX) |
Dec11 |
111102 |
261.26 |
268.79 |
260.49 |
262.72 |
+0.28 |
45,701 |
93,211 |
-1,148 |
Jan12 |
111102 |
259.08 |
265.83 |
258.46 |
260.82 |
+0.36 |
22,285 |
42,679 |
+385 |
Feb12 |
111102 |
259.14 |
264.48 |
257.77 |
260.03 |
+0.29 |
10,191 |
20,523 |
+1,006 |
Mar12 |
111102 |
258.95 |
264.05 |
257.72 |
260.17 |
+0.24 |
8,064 |
24,341 |
+373 |
Apr12 |
111102 |
274.05 |
276.75 |
272.25 |
273.35 |
+0.20 |
4,486 |
21,623 |
+306 |
May12 |
111102 |
272.07 |
275.20 |
270.11 |
272.55 |
+0.26 |
4,749 |
11,753 |
+790 |
Jun12 |
111102 |
268.50 |
273.62 |
268.25 |
270.51 |
+0.27 |
6,224 |
19,545 |
-691 |
Jul12 |
111102 |
268.22 |
268.22 |
268.22 |
268.22 |
+0.31 |
1,232 |
5,921 |
+36 |
Aug12 |
111102 |
268.65 |
268.82 |
265.80 |
265.80 |
+0.23 |
1,377 |
5,384 |
+17 |
Sep12 |
111102 |
265.00 |
265.00 |
263.34 |
263.34 |
+0.19 |
967 |
5,882 |
+284 |
Total Volume and Open Interest |
107,431 |
269,221 |
-5,197 |
e-miNY RBOB Gasoline(NYM) |
Dec11 |
111102 |
263.50 |
263.50 |
262.70 |
262.70 |
+0.30 |
|
|
|
Jan12 |
111102 |
260.80 |
260.82 |
260.80 |
260.80 |
+0.30 |
0 |
1 |
+0 |
Feb12 |
111102 |
260.00 |
260.03 |
260.00 |
260.00 |
+0.30 |
0 |
1 |
+0 |
Mar12 |
111102 |
260.20 |
260.20 |
260.17 |
260.20 |
+0.30 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Dec11 |
111102 |
3.772 |
3.804 |
3.730 |
3.749 |
-0.032 |
88,196 |
146,537 |
-5,329 |
Jan12 |
111102 |
3.915 |
3.941 |
3.872 |
3.882 |
-0.038 |
41,887 |
242,784 |
-622 |
Feb12 |
111102 |
3.926 |
3.950 |
3.883 |
3.893 |
-0.037 |
17,488 |
82,012 |
-217 |
Mar12 |
111102 |
3.890 |
3.914 |
3.857 |
3.867 |
-0.036 |
19,143 |
93,757 |
-808 |
Apr12 |
111102 |
3.887 |
3.919 |
3.851 |
3.862 |
-0.038 |
15,514 |
89,983 |
+3 |
May12 |
111102 |
3.920 |
3.938 |
3.886 |
3.897 |
-0.039 |
4,088 |
33,688 |
+507 |
Jun12 |
111102 |
3.967 |
3.979 |
3.928 |
3.939 |
-0.040 |
2,495 |
16,557 |
+257 |
Jul12 |
111102 |
4.010 |
4.026 |
3.975 |
3.986 |
-0.040 |
2,465 |
19,241 |
+569 |
Aug12 |
111102 |
4.024 |
4.068 |
4.005 |
4.011 |
-0.040 |
1,267 |
13,245 |
+19 |
Sep12 |
111102 |
4.015 |
4.054 |
4.008 |
4.013 |
-0.039 |
1,426 |
10,489 |
+15 |
Oct12 |
111102 |
4.062 |
4.092 |
4.047 |
4.053 |
-0.039 |
4,701 |
50,999 |
+89 |
Nov12 |
111102 |
4.218 |
4.243 |
4.187 |
4.193 |
-0.044 |
1,505 |
13,813 |
+31 |
Dec12 |
111102 |
4.490 |
4.500 |
4.443 |
4.452 |
-0.045 |
2,369 |
18,312 |
+566 |
Jan13 |
111102 |
4.601 |
4.635 |
4.575 |
4.584 |
-0.048 |
2,092 |
25,872 |
-100 |
Feb13 |
111102 |
4.580 |
4.610 |
4.568 |
4.571 |
-0.048 |
62 |
5,348 |
+11 |
Mar13 |
111102 |
4.540 |
4.554 |
4.518 |
4.518 |
-0.047 |
399 |
12,213 |
+14 |
Total Volume and Open Interest |
205,924 |
948,652 |
-4,939 |
Brent Crude Oil(ICE) |
Dec11 |
111102 |
108.87 |
111.47 |
108.56 |
109.34 |
-0.20 |
169,588 |
182,890 |
-10,241 |
Jan12 |
111102 |
107.62 |
110.03 |
107.37 |
108.15 |
-0.23 |
84,660 |
163,395 |
+332 |
Feb12 |
111102 |
106.77 |
109.00 |
106.52 |
107.33 |
-0.25 |
44,459 |
86,769 |
-2,342 |
Mar12 |
111102 |
105.80 |
108.17 |
105.75 |
106.61 |
-0.24 |
27,960 |
82,958 |
-709 |
Apr12 |
111102 |
105.58 |
107.52 |
105.40 |
106.13 |
-0.21 |
8,958 |
32,841 |
+396 |
May12 |
111102 |
105.43 |
107.09 |
105.08 |
105.75 |
-0.18 |
6,666 |
19,174 |
+30 |
Jun12 |
111102 |
104.59 |
106.73 |
104.59 |
105.39 |
-0.14 |
17,034 |
53,015 |
+319 |
Jul12 |
111102 |
105.45 |
106.30 |
104.52 |
105.03 |
-0.13 |
2,342 |
17,090 |
+6 |
Aug12 |
111102 |
105.11 |
105.90 |
104.16 |
104.67 |
-0.11 |
1,599 |
17,347 |
-56 |
Sep12 |
111102 |
104.24 |
104.24 |
104.24 |
104.24 |
-0.10 |
1,620 |
19,750 |
-62 |
Oct12 |
111102 |
103.85 |
103.85 |
103.85 |
103.85 |
-0.09 |
1,677 |
11,302 |
+2 |
Nov12 |
111102 |
103.50 |
103.50 |
103.50 |
103.50 |
-0.07 |
1,272 |
13,652 |
+77 |
Dec12 |
111102 |
102.37 |
104.40 |
102.37 |
103.13 |
-0.08 |
11,355 |
97,455 |
+91 |
Jan13 |
111102 |
102.84 |
102.84 |
102.84 |
102.84 |
-0.07 |
309 |
8,254 |
+74 |
Total Volume and Open Interest |
386,568 |
952,668 |
-12,061 |
Gas Oil(ICE) |
Nov11 |
111102 |
950.50 |
965.25 |
946.25 |
961.25 |
+22.25 |
51,298 |
102,441 |
-3,622 |
Dec11 |
111102 |
938.00 |
951.75 |
933.25 |
948.25 |
+21.75 |
90,994 |
126,846 |
+359 |
Jan12 |
111102 |
931.25 |
944.25 |
926.75 |
941.50 |
+21.50 |
34,669 |
69,516 |
+1,526 |
Feb12 |
111102 |
927.50 |
938.00 |
921.25 |
935.25 |
+21.00 |
13,853 |
48,158 |
-2,657 |
Mar12 |
111102 |
917.75 |
930.75 |
916.50 |
929.50 |
+21.00 |
9,766 |
29,518 |
-444 |
Apr12 |
111102 |
912.25 |
924.75 |
911.75 |
923.75 |
+21.25 |
5,485 |
20,126 |
-18 |
May12 |
111102 |
907.50 |
919.75 |
907.50 |
919.00 |
+21.75 |
3,373 |
20,039 |
-166 |
Jun12 |
111102 |
905.75 |
917.50 |
905.00 |
916.75 |
+21.75 |
8,291 |
47,877 |
-726 |
Jul12 |
111102 |
917.25 |
918.25 |
907.75 |
917.50 |
+21.75 |
1,262 |
15,340 |
+114 |
Aug12 |
111102 |
917.00 |
919.00 |
909.00 |
918.25 |
+21.75 |
643 |
10,745 |
+39 |
Total Volume and Open Interest |
225,707 |
583,573 |
-6,573 |
Ethanol(CBOT) |
Nov11 |
111102 |
2.785 |
2.807 |
2.750 |
2.786 |
+0.026 |
185 |
320 |
-164 |
Dec11 |
111102 |
2.690 |
2.690 |
2.661 |
2.664 |
+0.001 |
358 |
1,373 |
-127 |
Jan12 |
111102 |
2.500 |
2.508 |
2.465 |
2.479 |
-0.008 |
95 |
1,674 |
+45 |
Feb12 |
111102 |
2.441 |
2.441 |
2.388 |
2.393 |
-0.017 |
40 |
1,089 |
+21 |
Mar12 |
111102 |
2.405 |
2.408 |
2.383 |
2.394 |
-0.011 |
0 |
954 |
+0 |
Apr12 |
111102 |
2.390 |
2.402 |
2.388 |
2.401 |
-0.008 |
100 |
608 |
-100 |
May12 |
111102 |
2.403 |
2.418 |
2.403 |
2.417 |
-0.006 |
0 |
627 |
+0 |
Jun12 |
111102 |
2.430 |
2.431 |
2.427 |
2.429 |
-0.007 |
18 |
509 |
-5 |
Total Volume and Open Interest |
949 |
10,658 |
-292 |
WTI Crude Oil(ICE) |
Dec11 |
111102 |
91.14 |
93.79 |
90.97 |
92.51 |
+0.32 |
53,354 |
105,180 |
-961 |
Jan12 |
111102 |
91.29 |
93.60 |
91.28 |
92.35 |
+0.30 |
13,001 |
48,752 |
-72 |
Feb12 |
111102 |
91.17 |
93.21 |
91.13 |
92.19 |
+0.28 |
7,033 |
29,031 |
+1,381 |
Mar12 |
111102 |
92.41 |
92.96 |
91.30 |
92.05 |
+0.27 |
7,036 |
18,960 |
-249 |
Apr12 |
111102 |
92.24 |
92.53 |
91.40 |
91.93 |
+0.29 |
2,348 |
9,375 |
+670 |
May12 |
111102 |
92.08 |
92.62 |
91.14 |
91.82 |
+0.30 |
2,257 |
7,164 |
-59 |
Jun12 |
111102 |
91.91 |
92.52 |
90.98 |
91.70 |
+0.31 |
3,224 |
40,574 |
-75 |
Jul12 |
111102 |
91.62 |
91.62 |
90.98 |
91.57 |
+0.32 |
926 |
7,095 |
-10 |
Aug12 |
111102 |
91.47 |
91.47 |
90.82 |
91.43 |
+0.33 |
609 |
4,627 |
-55 |
Sep12 |
111102 |
91.30 |
91.30 |
91.30 |
91.30 |
+0.33 |
565 |
7,892 |
-26 |
Oct12 |
111102 |
91.21 |
91.21 |
91.21 |
91.21 |
+0.32 |
552 |
2,479 |
+151 |
Nov12 |
111102 |
91.15 |
91.15 |
91.15 |
91.15 |
+0.32 |
473 |
2,982 |
+10 |
Dec12 |
111102 |
89.92 |
91.94 |
89.77 |
91.11 |
+0.32 |
2,514 |
53,624 |
-1,446 |
Jan13 |
111102 |
90.93 |
90.93 |
90.93 |
90.93 |
+0.31 |
5 |
1,968 |
+0 |
Feb13 |
111102 |
90.74 |
90.74 |
90.74 |
90.74 |
+0.30 |
0 |
603 |
+0 |
Mar13 |
111102 |
90.58 |
90.58 |
90.58 |
90.58 |
+0.29 |
0 |
1,476 |
+0 |
Total Volume and Open Interest |
94,319 |
435,817 |
-667 |
US Dollar Index(ICE) |
Dec11 |
111102 |
77.620 |
77.645 |
76.850 |
77.180 |
-0.210 |
33,707 |
0 |
-64,030 |
Mar12 |
111102 |
77.655 |
77.655 |
77.375 |
77.580 |
-0.190 |
15 |
0 |
-576 |
Jun12 |
111102 |
78.040 |
78.040 |
78.040 |
78.040 |
-0.190 |
|
|
|
Total Volume and Open Interest |
33,722 |
64,606 |
+0 |
Australian Dollar(CME) |
Dec11 |
111102 |
102.70 |
103.71 |
102.23 |
102.82 |
-0.05 |
129,017 |
131,217 |
-974 |
Mar12 |
111102 |
101.52 |
102.68 |
101.52 |
101.80 |
-0.05 |
94 |
369 |
-32 |
Jun12 |
111102 |
100.93 |
100.98 |
100.93 |
100.93 |
-0.05 |
0 |
19 |
+0 |
Total Volume and Open Interest |
129,131 |
131,738 |
-996 |
British Pound(CME) |
Dec11 |
111102 |
159.50 |
160.43 |
159.09 |
159.55 |
unch |
130,996 |
166,829 |
-1,676 |
Mar12 |
111102 |
159.00 |
159.92 |
159.00 |
159.40 |
unch |
53 |
234 |
+15 |
Jun12 |
111102 |
159.23 |
159.24 |
159.23 |
159.23 |
-0.01 |
0 |
3 |
+0 |
Total Volume and Open Interest |
131,049 |
167,071 |
-1,661 |
Canadian Dollar(CME) |
Dec11 |
111102 |
98.00 |
98.83 |
97.71 |
98.50 |
+0.30 |
76,359 |
113,716 |
-852 |
Mar12 |
111102 |
97.65 |
98.65 |
97.58 |
98.32 |
+0.29 |
187 |
3,210 |
+15 |
Jun12 |
111102 |
98.40 |
98.47 |
97.90 |
98.19 |
+0.29 |
4 |
780 |
+1 |
Sep12 |
111102 |
98.06 |
98.06 |
97.79 |
98.06 |
+0.27 |
2 |
654 |
-2 |
Total Volume and Open Interest |
76,552 |
118,475 |
-838 |
Japanese Yen(CME) |
Dec11 |
111102 |
127.74 |
128.41 |
127.68 |
128.22 |
+0.39 |
364,863 |
142,217 |
-24,271 |
Mar12 |
111102 |
128.25 |
128.55 |
128.07 |
128.46 |
+0.39 |
1,269 |
699 |
+9 |
Jun12 |
111102 |
128.72 |
128.72 |
128.31 |
128.72 |
+0.41 |
20 |
25 |
+3 |
Total Volume and Open Interest |
366,152 |
142,945 |
-24,259 |
Swiss Franc(CME) |
Dec11 |
111102 |
112.88 |
113.80 |
112.42 |
113.35 |
+0.43 |
24,131 |
23,959 |
-663 |
Mar12 |
111102 |
113.63 |
113.63 |
113.21 |
113.63 |
+0.42 |
6 |
631 |
+4 |
Jun12 |
111102 |
113.93 |
113.93 |
113.55 |
113.93 |
+0.38 |
0 |
5 |
+0 |
Total Volume and Open Interest |
24,137 |
24,599 |
-659 |
EuroFX(CME) |
Dec11 |
111102 |
136.93 |
138.25 |
136.33 |
137.57 |
+0.50 |
342,132 |
220,209 |
+2,390 |
Mar12 |
111102 |
137.01 |
138.21 |
136.37 |
137.58 |
+0.50 |
927 |
2,465 |
-49 |
Jun12 |
111102 |
137.60 |
137.60 |
137.10 |
137.60 |
+0.50 |
4 |
866 |
+0 |
Total Volume and Open Interest |
343,063 |
223,555 |
+2,341 |
Mexican Peso(CME) |
Nov11 |
111102 |
738.8 |
738.8 |
734.8 |
738.8 |
+4.0 |
|
|
|
Dec11 |
111102 |
732.0 |
740.8 |
729.8 |
736.8 |
+4.0 |
34,147 |
100,069 |
+2,831 |
Total Volume and Open Interest |
34,147 |
100,432 |
+2,831 |
Brazilian Real(CME) |
Dec11 |
111102 |
569.50 |
569.50 |
569.50 |
569.50 |
-1.90 |
231 |
5,192 |
-77 |
Jan12 |
111102 |
566.10 |
566.10 |
566.10 |
566.10 |
-1.90 |
0 |
10,149 |
+0 |
Feb12 |
111102 |
562.65 |
562.65 |
562.65 |
562.65 |
-1.90 |
|
|
|
Mar12 |
111102 |
559.25 |
559.25 |
559.25 |
559.25 |
-1.90 |
|
|
|
Total Volume and Open Interest |
231 |
30,662 |
-82 |
30-Year T-Bonds(CBOT) |
Dec11 |
111102 |
142~040 |
142~220 |
140~240 |
141~240 |
-0~080 |
325,027 |
603,792 |
+1,658 |
Mar12 |
111102 |
142~030 |
142~030 |
140~140 |
141~110 |
-0~080 |
732 |
3,929 |
+313 |
Jun12 |
111102 |
140~250 |
140~250 |
140~090 |
140~090 |
-0~080 |
0 |
5 |
+0 |
Total Volume and Open Interest |
325,759 |
607,726 |
+1,971 |
10-Year T-Notes(CBOT) |
Dec11 |
111102 |
130~085 |
130~165 |
129~230 |
130~100 |
+0~020 |
1,084,251 |
1,459,191 |
-20,285 |
Mar12 |
111102 |
129~145 |
129~190 |
129~060 |
129~175 |
+0~025 |
2,965 |
10,728 |
-1,338 |
Jun12 |
111102 |
128~175 |
128~175 |
128~150 |
128~175 |
+0~025 |
|
|
|
Total Volume and Open Interest |
1,087,216 |
1,469,919 |
-21,623 |
5-Year T-Notes(CBOT) |
Dec11 |
111102 |
123~008 |
123~022 |
122~108 |
123~013 |
+0~007 |
623,857 |
1,193,073 |
-3,658 |
Mar12 |
111102 |
122~084 |
122~090 |
122~076 |
122~089 |
+0~013 |
2,462 |
6,151 |
-414 |
Jun12 |
111102 |
121~113 |
121~113 |
121~100 |
121~113 |
+0~013 |
|
|
|
Total Volume and Open Interest |
626,319 |
1,199,224 |
-4,072 |
2 Year T-Notes(CBOT) |
Dec11 |
111102 |
110~025 |
110~031 |
110~021 |
110~027 |
+0~003 |
273,395 |
710,547 |
-7,409 |
Mar12 |
111102 |
110~024 |
110~030 |
110~023 |
110~027 |
+0~003 |
3,840 |
6,041 |
+3,303 |
Jun12 |
111102 |
109~119 |
109~119 |
109~116 |
109~119 |
+0~003 |
|
|
|
Total Volume and Open Interest |
277,235 |
716,588 |
-4,106 |
Eurodollars(CME) |
Dec11 |
111102 |
99.470 |
99.500 |
99.465 |
99.480 |
-0.005 |
224,882 |
1,017,616 |
-1,487 |
Mar12 |
111102 |
99.420 |
99.455 |
99.410 |
99.430 |
+0.005 |
216,366 |
909,607 |
-18,030 |
Jun12 |
111102 |
99.405 |
99.450 |
99.405 |
99.430 |
+0.010 |
172,684 |
1,069,581 |
+6,957 |
Sep12 |
111102 |
99.410 |
99.455 |
99.410 |
99.435 |
+0.015 |
175,502 |
737,389 |
+6,288 |
Dec12 |
111102 |
99.420 |
99.450 |
99.405 |
99.430 |
+0.015 |
167,248 |
752,888 |
-2,609 |
Mar13 |
111102 |
99.400 |
99.450 |
99.400 |
99.430 |
+0.015 |
184,888 |
814,223 |
+22,977 |
Jun13 |
111102 |
99.365 |
99.420 |
99.360 |
99.395 |
+0.020 |
129,020 |
543,878 |
+6,241 |
Sep13 |
111102 |
99.305 |
99.355 |
99.280 |
99.330 |
+0.025 |
112,929 |
459,307 |
+2,396 |
Dec13 |
111102 |
99.190 |
99.235 |
99.150 |
99.210 |
+0.030 |
106,134 |
456,819 |
+11,005 |
Mar14 |
111102 |
99.045 |
99.105 |
99.010 |
99.080 |
+0.035 |
89,068 |
320,817 |
+8,119 |
Jun14 |
111102 |
98.860 |
98.930 |
98.825 |
98.910 |
+0.040 |
62,812 |
270,581 |
+1,319 |
Sep14 |
111102 |
98.665 |
98.755 |
98.635 |
98.725 |
+0.040 |
52,895 |
180,501 |
+412 |
Dec14 |
111102 |
98.480 |
98.560 |
98.430 |
98.530 |
+0.045 |
52,718 |
179,116 |
+1,663 |
Mar15 |
111102 |
98.285 |
98.370 |
98.240 |
98.340 |
+0.045 |
21,854 |
118,817 |
+1,010 |
Jun15 |
111102 |
6.350 |
6.430 |
6.295 |
6.400 |
+0.045 |
20,786 |
102,624 |
+1,064 |
Sep15 |
111102 |
6.170 |
6.235 |
6.095 |
6.205 |
+0.045 |
16,968 |
83,310 |
+638 |
Dec15 |
111102 |
5.970 |
6.035 |
5.890 |
6.005 |
+0.045 |
13,163 |
54,719 |
-902 |
Mar16 |
111102 |
5.775 |
5.870 |
5.720 |
5.835 |
+0.040 |
11,119 |
49,918 |
-764 |
Total Volume and Open Interest |
1,858,890 |
8,349,004 |
+42,805 |
30 Day Federal Funds(CBOT) |
Nov11 |
111102 |
99.920 |
99.920 |
99.915 |
99.920 |
unch |
1,236 |
67,158 |
-155 |
Dec11 |
111102 |
99.915 |
99.925 |
99.915 |
99.920 |
unch |
1,043 |
63,507 |
-303 |
Jan12 |
111102 |
99.910 |
99.920 |
99.905 |
99.910 |
unch |
528 |
56,620 |
-192 |
Feb12 |
111102 |
99.900 |
99.910 |
99.900 |
99.900 |
unch |
673 |
44,228 |
+80 |
Mar12 |
111102 |
99.895 |
99.905 |
99.890 |
99.895 |
+0.005 |
1,156 |
31,673 |
+89 |
Apr12 |
111102 |
99.895 |
99.895 |
99.890 |
99.890 |
unch |
1,375 |
35,170 |
+259 |
Total Volume and Open Interest |
23,769 |
654,059 |
-1,461 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111102 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
0 |
281 |
+0 |
Mar12 |
111102 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
300 |
+0 |
Jun12 |
111102 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Sep12 |
111102 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Dec12 |
111102 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar13 |
111102 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun13 |
111102 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111102 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Dec13 |
111102 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Mar14 |
111102 |
99.205 |
99.205 |
99.205 |
99.205 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
581 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111102 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
2,479 |
+0 |
Mar12 |
111102 |
99.68 |
99.68 |
99.67 |
99.67 |
unch |
0 |
2,378 |
+0 |
Jun12 |
111102 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,470 |
+0 |
Sep12 |
111102 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
710 |
+0 |
Dec12 |
111102 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
151 |
+0 |
Mar13 |
111102 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1 |
+0 |
Jun13 |
111102 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
Sep13 |
111102 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7,191 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111102 |
142.39 |
142.62 |
142.34 |
142.54 |
+0.16 |
3,637 |
19,071 |
-1,110 |
Mar12 |
111102 |
141.95 |
141.95 |
141.95 |
141.95 |
+0.16 |
0 |
5 |
+0 |
Jun12 |
111102 |
139.86 |
139.86 |
139.86 |
139.86 |
+0.16 |
|
|
|
Total Volume and Open Interest |
3,637 |
19,076 |
-1,110 |
Euro-Bund(EUREX) |
Dec11 |
111102 |
137.90 |
138.00 |
137.16 |
137.57 |
-0.58 |
833,065 |
875,099 |
+7,996 |
Mar12 |
111102 |
138.35 |
138.35 |
137.63 |
137.98 |
-0.69 |
1,297 |
3,328 |
+910 |
Jun12 |
111102 |
137.39 |
137.39 |
137.39 |
137.39 |
-0.58 |
0 |
18 |
+0 |
Total Volume and Open Interest |
834,362 |
878,445 |
+8,906 |
Euro-Bobl(EUREX) |
Dec11 |
111102 |
123.38 |
123.44 |
123.00 |
123.26 |
-0.19 |
442,754 |
703,096 |
+2,489 |
Mar12 |
111102 |
123.67 |
123.67 |
123.67 |
123.67 |
-0.17 |
120 |
18,277 |
+103 |
Jun12 |
111102 |
123.41 |
123.41 |
123.41 |
123.41 |
-0.19 |
|
|
|
Total Volume and Open Interest |
442,874 |
721,373 |
+2,592 |
3-Mth Euribor(EUREX) |
Dec11 |
111102 |
98.680 |
98.700 |
98.675 |
98.700 |
+0.010 |
9 |
1,937 |
+1 |
Mar12 |
111102 |
98.890 |
98.895 |
98.880 |
98.895 |
-0.005 |
16 |
2,118 |
-16 |
Jun12 |
111102 |
98.950 |
98.950 |
98.940 |
98.950 |
-0.010 |
16 |
974 |
+16 |
Total Volume and Open Interest |
113 |
8,361 |
+60 |
Long Gilt(LIFFE) |
Dec11 |
111102 |
130~04 |
130~09 |
129~15 |
130~01 |
-0~22 |
107,792 |
293,463 |
+2,039 |
Mar12 |
111102 |
113~31 |
113~31 |
113~15 |
113~26 |
-0~22 |
2,520 |
11,058 |
+1,583 |
Total Volume and Open Interest |
110,312 |
304,521 |
+3,622 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111102 |
98.93 |
98.94 |
98.92 |
98.93 |
unch |
25,864 |
357,308 |
-2,965 |
Mar12 |
111102 |
98.92 |
98.93 |
98.91 |
98.91 |
-0.01 |
46,523 |
349,428 |
+4,903 |
Jun12 |
111102 |
98.93 |
98.93 |
98.90 |
98.91 |
-0.02 |
47,234 |
217,487 |
+1,793 |
Sep12 |
111102 |
98.92 |
98.94 |
98.89 |
98.90 |
-0.03 |
44,457 |
229,336 |
+5,647 |
Dec12 |
111102 |
98.89 |
98.90 |
98.85 |
98.87 |
-0.03 |
33,889 |
186,856 |
+4,768 |
Mar13 |
111102 |
98.87 |
98.88 |
98.82 |
98.84 |
-0.04 |
47,046 |
166,456 |
+9,218 |
Total Volume and Open Interest |
324,493 |
1,923,839 |
+35,710 |
3-Mth Euribor(LIFFE) |
Dec11 |
111102 |
98.685 |
98.705 |
98.665 |
98.700 |
+0.015 |
140,648 |
708,399 |
-6,853 |
Mar12 |
111102 |
98.880 |
98.900 |
98.865 |
98.895 |
unch |
108,041 |
526,703 |
+5,708 |
Jun12 |
111102 |
98.940 |
98.955 |
98.915 |
98.950 |
-0.005 |
100,189 |
378,757 |
+4,785 |
Total Volume and Open Interest |
710,014 |
3,378,763 |
+1,892 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111102 |
95.54 |
95.64 |
95.54 |
95.59 |
+0.04 |
36,910 |
225,481 |
+12,404 |
Mar12 |
111102 |
95.88 |
96.00 |
95.88 |
95.94 |
+0.06 |
22,314 |
188,427 |
+4,710 |
Jun12 |
111102 |
96.01 |
96.13 |
96.01 |
96.08 |
+0.08 |
9,984 |
116,171 |
+2,148 |
Sep12 |
111102 |
95.98 |
96.13 |
95.90 |
96.08 |
+0.10 |
5,615 |
81,243 |
+609 |
Dec12 |
111102 |
95.90 |
96.04 |
95.90 |
96.00 |
+0.10 |
1,979 |
50,060 |
+337 |
Mar13 |
111102 |
95.94 |
95.97 |
95.86 |
95.91 |
+0.09 |
802 |
46,326 |
+122 |
Jun13 |
111102 |
95.79 |
95.89 |
95.79 |
95.83 |
+0.09 |
886 |
31,305 |
-269 |
Sep13 |
111102 |
95.72 |
95.82 |
95.72 |
95.76 |
+0.09 |
668 |
15,494 |
-183 |
Dec13 |
111102 |
95.69 |
95.69 |
95.66 |
95.66 |
+0.08 |
708 |
3,637 |
+150 |
Mar14 |
111102 |
95.56 |
95.56 |
95.55 |
95.55 |
+0.08 |
1 |
462 |
+1 |
Total Volume and Open Interest |
79,867 |
758,683 |
+20,029 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111102 |
95.56 |
95.74 |
95.55 |
95.72 |
+0.15 |
37,639 |
366,682 |
-473 |
Mar12 |
111102 |
95.72 |
95.72 |
95.72 |
95.72 |
+0.15 |
|
|
|
Total Volume and Open Interest |
37,639 |
366,682 |
-473 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111102 |
96.21 |
96.38 |
96.21 |
96.34 |
+0.12 |
128,534 |
518,625 |
+2,080 |
Mar12 |
111102 |
96.34 |
96.34 |
96.34 |
96.34 |
+0.12 |
|
|
|
Total Volume and Open Interest |
128,534 |
518,625 |
+2,080 |
Gold(CMX) |
Dec11 |
111102 |
1721.5 |
1745.6 |
1715.5 |
1729.6 |
+17.8 |
122,243 |
259,309 |
-2,271 |
Feb12 |
111102 |
1721.0 |
1747.3 |
1718.5 |
1731.7 |
+17.8 |
4,468 |
60,758 |
+869 |
Apr12 |
111102 |
1721.8 |
1749.1 |
1721.8 |
1733.5 |
+17.9 |
325 |
15,515 |
+68 |
Jun12 |
111102 |
1724.4 |
1751.0 |
1723.6 |
1735.4 |
+18.0 |
245 |
18,897 |
-38 |
Aug12 |
111102 |
1733.3 |
1749.0 |
1733.3 |
1737.0 |
+18.0 |
122 |
7,287 |
+68 |
Oct12 |
111102 |
1738.9 |
1738.9 |
1738.9 |
1738.9 |
+18.0 |
121 |
5,382 |
+74 |
Dec12 |
111102 |
1740.0 |
1756.2 |
1740.0 |
1741.0 |
+18.0 |
449 |
16,564 |
+118 |
Feb13 |
111102 |
1743.1 |
1743.1 |
1743.1 |
1743.1 |
+18.1 |
27 |
3,382 |
-11 |
Apr13 |
111102 |
1756.5 |
1756.6 |
1745.4 |
1745.4 |
+18.1 |
47 |
460 |
-1 |
Jun13 |
111102 |
1748.2 |
1748.2 |
1748.2 |
1748.2 |
+18.1 |
27 |
9,175 |
-17 |
Aug13 |
111102 |
1751.1 |
1751.1 |
1751.1 |
1751.1 |
+18.1 |
0 |
45 |
+0 |
Total Volume and Open Interest |
128,995 |
440,688 |
-999 |
Silver(CMX) |
Dec11 |
111102 |
3348.5 |
3443.5 |
3310.0 |
3394.3 |
+121.2 |
31,996 |
56,341 |
-2,475 |
Mar12 |
111102 |
3359.5 |
3440.0 |
3335.0 |
3399.2 |
+121.5 |
4,736 |
17,905 |
+847 |
May12 |
111102 |
3356.0 |
3424.0 |
3350.5 |
3401.6 |
+121.8 |
2,421 |
4,098 |
-23 |
Jul12 |
111102 |
3403.0 |
3403.0 |
3403.0 |
3403.0 |
+122.0 |
202 |
3,183 |
+79 |
Sep12 |
111102 |
3403.7 |
3403.7 |
3403.7 |
3403.7 |
+122.2 |
827 |
1,514 |
+81 |
Dec12 |
111102 |
3341.5 |
3437.0 |
3341.5 |
3404.1 |
+122.5 |
257 |
11,997 |
+140 |
Mar13 |
111102 |
3398.4 |
3398.4 |
3398.4 |
3398.4 |
+122.5 |
0 |
787 |
+0 |
Total Volume and Open Interest |
40,650 |
109,017 |
-1,343 |
Platinum(NYMEX) |
Jan12 |
111102 |
1588.0 |
1617.5 |
1581.1 |
1601.3 |
+19.3 |
5,904 |
34,385 |
+448 |
Apr12 |
111102 |
1606.9 |
1619.0 |
1604.0 |
1604.5 |
+19.4 |
143 |
3,263 |
+74 |
Jul12 |
111102 |
1620.0 |
1620.0 |
1607.9 |
1607.9 |
+19.3 |
30 |
93 |
-5 |
Oct12 |
111102 |
1611.4 |
1611.4 |
1611.4 |
1611.4 |
+19.8 |
9 |
49 |
+7 |
Total Volume and Open Interest |
6,088 |
37,801 |
+525 |
Palladium(NYMEX) |
Dec11 |
111102 |
635.80 |
652.85 |
631.30 |
648.65 |
+13.65 |
2,736 |
17,796 |
-140 |
Mar12 |
111102 |
642.80 |
650.30 |
642.40 |
650.30 |
+13.75 |
243 |
1,113 |
+154 |
Jun12 |
111102 |
651.35 |
651.35 |
651.35 |
651.35 |
+13.75 |
0 |
6 |
+0 |
Total Volume and Open Interest |
2,979 |
18,915 |
+14 |
Copper(CMX) |
Dec11 |
111102 |
350.35 |
362.95 |
347.75 |
358.10 |
+7.85 |
45,399 |
65,565 |
-3,196 |
Mar12 |
111102 |
349.95 |
364.55 |
349.90 |
360.00 |
+7.75 |
8,226 |
36,283 |
-1,150 |
May12 |
111102 |
363.15 |
365.00 |
359.65 |
360.95 |
+7.75 |
1,422 |
10,885 |
+320 |
Jul12 |
111102 |
357.35 |
362.20 |
357.35 |
361.70 |
+7.85 |
339 |
2,931 |
+185 |
Sep12 |
111102 |
362.30 |
366.15 |
360.80 |
362.00 |
+7.85 |
40 |
1,623 |
-5 |
Total Volume and Open Interest |
56,108 |
127,571 |
-4,416 |
DJIA Index(CBOT) |
Dec11 |
111102 |
11687 |
11810 |
11641 |
11768 |
+86 |
274 |
15,054 |
+11 |
Mar12 |
111102 |
11697 |
11697 |
11611 |
11697 |
+86 |
2 |
200 |
+0 |
Jun12 |
111102 |
11630 |
11630 |
11544 |
11630 |
+86 |
2 |
200 |
+0 |
Sep12 |
111102 |
11567 |
11567 |
11481 |
11567 |
+86 |
|
|
|
Total Volume and Open Interest |
278 |
15,454 |
+11 |
E-mini DJIA Index(CBOT) |
Dec11 |
111102 |
11675 |
11818 |
11617 |
11768 |
+86 |
104,723 |
82,585 |
+1,797 |
Mar12 |
111102 |
11700 |
11745 |
11651 |
11697 |
+86 |
4 |
167 |
+1 |
Jun12 |
111102 |
11630 |
11630 |
11630 |
11630 |
+86 |
1 |
5 |
-1 |
Sep12 |
111102 |
11608 |
11608 |
11567 |
11567 |
+86 |
0 |
12 |
+0 |
Total Volume and Open Interest |
104,728 |
82,769 |
+1,797 |
S & P 500(CME) |
Dec11 |
111102 |
1223.10 |
1238.40 |
1216.80 |
1234.20 |
+9.60 |
18,225 |
277,598 |
-5,004 |
Mar12 |
111102 |
1228.20 |
1230.60 |
1216.60 |
1228.20 |
+9.60 |
11 |
11,554 |
+2 |
Jun12 |
111102 |
1223.00 |
1225.40 |
1211.40 |
1223.00 |
+9.60 |
0 |
1,405 |
+0 |
Sep12 |
111102 |
1217.00 |
1219.40 |
1205.40 |
1217.00 |
+9.60 |
0 |
2 |
+0 |
Total Volume and Open Interest |
18,236 |
290,669 |
-5,002 |
S & P 500 E-Mini(Globex) |
Dec11 |
111102 |
1223.50 |
1238.75 |
1216.50 |
1234.25 |
+9.75 |
2,239,270 |
2,839,145 |
+42 |
Mar12 |
111102 |
1217.00 |
1232.50 |
1211.00 |
1228.25 |
+9.75 |
1,112 |
12,600 |
+266 |
Total Volume and Open Interest |
2,240,432 |
2,851,989 |
+296 |
NASDAQ 100(CME) |
Dec11 |
111102 |
2305.00 |
2329.50 |
2292.00 |
2314.50 |
+11.00 |
4,410 |
32,025 |
+2,882 |
Mar12 |
111102 |
2309.50 |
2312.00 |
2293.00 |
2309.50 |
+11.00 |
|
|
|
Jun12 |
111102 |
2306.50 |
2309.00 |
2306.50 |
2306.50 |
+11.00 |
|
|
|
Total Volume and Open Interest |
4,410 |
32,025 |
+2,882 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111102 |
2303.00 |
2329.80 |
2293.30 |
2314.50 |
+11.00 |
243,862 |
345,907 |
+1,376 |
Mar12 |
111102 |
2315.00 |
2326.00 |
2297.00 |
2309.50 |
+11.00 |
40 |
331 |
+15 |
Total Volume and Open Interest |
243,902 |
346,251 |
+1,391 |
S & P Midcap 400(CME) |
Dec11 |
111102 |
869.00 |
877.00 |
862.00 |
873.70 |
+10.20 |
365 |
3,264 |
+0 |
Mar12 |
111102 |
871.70 |
871.70 |
871.70 |
871.70 |
+10.20 |
|
|
|
Jun12 |
111102 |
869.70 |
869.70 |
869.70 |
869.70 |
+10.20 |
|
|
|
Total Volume and Open Interest |
365 |
3,264 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111102 |
8765 |
8780 |
8615 |
8715 |
-65 |
7,774 |
30,155 |
+193 |
Mar12 |
111102 |
8720 |
8775 |
8680 |
8720 |
-55 |
0 |
17 |
+0 |
Total Volume and Open Interest |
7,774 |
30,172 |
+193 |
Nikkei 225(SGX) |
Dec11 |
111102 |
8785 |
8820 |
8640 |
8695 |
-150 |
160,769 |
214,422 |
+1,295 |
Mar12 |
111102 |
8805 |
8805 |
8650 |
8685 |
-150 |
2,520 |
8,034 |
+2,196 |
Jun12 |
111102 |
8610 |
8610 |
8610 |
8610 |
-150 |
0 |
18 |
+0 |
Total Volume and Open Interest |
163,505 |
229,911 |
+3,543 |
CAC 40(EURONEXT) |
Nov11 |
111102 |
3118.5 |
3129.5 |
3041.5 |
3106.0 |
+42.0 |
91,006 |
254,661 |
-6,370 |
Dec11 |
111102 |
3116.0 |
3125.0 |
3040.5 |
3104.0 |
+42.0 |
2,129 |
47,798 |
-686 |
Jan12 |
111102 |
3101.5 |
3101.5 |
3101.5 |
3101.5 |
+42.0 |
|
|
|
Total Volume and Open Interest |
93,135 |
302,466 |
-7,056 |
Hang Seng Index(HKFE) |
Nov11 |
111102 |
19130 |
19784 |
18983 |
19763 |
+462 |
80,628 |
92,661 |
+287 |
Dec11 |
111102 |
19150 |
19764 |
18970 |
19736 |
+448 |
778 |
10,523 |
-23 |
Total Volume and Open Interest |
81,535 |
104,914 |
-21,658 |
DAX(EUREX) |
Dec11 |
111102 |
5941.0 |
5999.0 |
5816.0 |
5975.5 |
+135.0 |
150,184 |
154,170 |
-4,245 |
Mar12 |
111102 |
5941.5 |
6004.5 |
5830.0 |
5988.5 |
+135.0 |
340 |
7,664 |
-10 |
Jun12 |
111102 |
5960.0 |
6014.5 |
5901.0 |
6008.0 |
+134.5 |
38 |
922 |
+2 |
Total Volume and Open Interest |
150,562 |
162,756 |
-4,253 |
FT-SE 100(EURONEXT) |
Dec11 |
111102 |
5426.00 |
5485.00 |
5375.00 |
5482.00 |
+92.00 |
145,065 |
630,839 |
-1,814 |
Mar12 |
111102 |
5414.50 |
5447.50 |
5346.50 |
5447.50 |
+92.50 |
23 |
1,862 |
-10 |
Jun12 |
111102 |
5409.00 |
5409.00 |
5409.00 |
5409.00 |
+91.00 |
15 |
379 |
-15 |
Total Volume and Open Interest |
145,103 |
633,080 |
-1,839 |
SPI 200(SFE) |
Dec11 |
111102 |
4224.0 |
4228.0 |
4127.0 |
4169.0 |
-62.0 |
32,847 |
210,583 |
+4,821 |
Mar12 |
111102 |
4141.0 |
4150.0 |
4120.0 |
4150.0 |
-63.0 |
95 |
2,552 |
-39 |
Jun12 |
111102 |
4150.0 |
4161.0 |
4150.0 |
4161.0 |
-65.0 |
16 |
1,218 |
-11 |
Total Volume and Open Interest |
33,162 |
217,082 |
+4,959 |
GSCI(CME) |
Nov11 |
111102 |
649.00 |
650.00 |
640.00 |
641.00 |
unch |
248 |
7,911 |
-2 |
Dec11 |
111102 |
649.50 |
650.50 |
640.50 |
642.00 |
-1.20 |
4 |
79 |
+0 |
Jan12 |
111102 |
646.00 |
650.00 |
640.00 |
640.50 |
-1.50 |
|
|
|
Total Volume and Open Interest |
252 |
7,990 |
-2 |
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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