|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri November 04, 2011 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov11 |
111104 |
1219.00 |
1220.25 |
1211.00 |
1212.50 |
-6.75 |
11,622 |
7,221 |
-2,119 |
| Jan12 |
111104 |
1226.75 |
1231.00 |
1218.75 |
1221.00 |
-6.25 |
63,208 |
244,677 |
+1,303 |
| Mar12 |
111104 |
1235.50 |
1240.00 |
1228.00 |
1230.00 |
-6.50 |
12,127 |
83,060 |
+5 |
| May12 |
111104 |
1244.00 |
1248.25 |
1237.00 |
1239.25 |
-6.00 |
7,146 |
70,735 |
+1,252 |
| Jul12 |
111104 |
1250.75 |
1256.75 |
1245.25 |
1247.50 |
-5.25 |
7,117 |
51,827 |
-261 |
| Aug12 |
111104 |
1246.50 |
1251.25 |
1245.00 |
1245.00 |
-6.25 |
136 |
584 |
-59 |
| Sep12 |
111104 |
1236.00 |
1242.00 |
1236.00 |
1236.00 |
-6.00 |
99 |
480 |
-15 |
| Total Volume and Open Interest |
107,181 |
518,769 |
-36 |
| Soybean Meal(CBOT) |
| Dec11 |
111104 |
315.90 |
316.40 |
313.00 |
315.40 |
+0.90 |
22,449 |
80,087 |
+253 |
| Jan12 |
111104 |
316.90 |
318.60 |
315.10 |
317.50 |
+0.80 |
6,403 |
25,198 |
+1,057 |
| Mar12 |
111104 |
319.10 |
321.40 |
317.90 |
320.20 |
+0.70 |
1,834 |
23,686 |
+105 |
| May12 |
111104 |
322.20 |
323.10 |
320.20 |
322.40 |
+0.90 |
749 |
21,627 |
+84 |
| Jul12 |
111104 |
324.40 |
326.20 |
323.20 |
325.40 |
+0.90 |
963 |
17,056 |
-56 |
| Aug12 |
111104 |
324.70 |
326.00 |
323.50 |
325.70 |
+0.70 |
61 |
3,199 |
+23 |
| Sep12 |
111104 |
325.80 |
326.00 |
325.00 |
325.50 |
+0.90 |
73 |
3,845 |
-1 |
| Oct12 |
111104 |
323.50 |
323.50 |
322.30 |
322.30 |
+1.10 |
36 |
2,656 |
+2 |
| Total Volume and Open Interest |
33,831 |
190,670 |
+1,804 |
| Soybean Oil(CBOT) |
| Dec11 |
111104 |
51.91 |
52.13 |
51.61 |
51.87 |
-0.16 |
42,490 |
112,835 |
-537 |
| Jan12 |
111104 |
52.19 |
52.40 |
51.90 |
52.13 |
-0.17 |
11,494 |
74,296 |
-767 |
| Mar12 |
111104 |
52.52 |
52.70 |
52.25 |
52.46 |
-0.19 |
6,878 |
45,935 |
+897 |
| May12 |
111104 |
52.89 |
53.00 |
52.58 |
52.81 |
-0.19 |
2,578 |
30,216 |
-97 |
| Jul12 |
111104 |
53.14 |
53.33 |
52.82 |
53.08 |
-0.20 |
1,341 |
21,634 |
-80 |
| Aug12 |
111104 |
53.24 |
53.36 |
53.08 |
53.18 |
-0.19 |
67 |
3,075 |
-7 |
| Sep12 |
111104 |
53.05 |
53.35 |
53.05 |
53.25 |
-0.20 |
88 |
3,443 |
+6 |
| Oct12 |
111104 |
53.17 |
53.38 |
53.17 |
53.17 |
-0.21 |
108 |
3,747 |
+30 |
| Total Volume and Open Interest |
66,268 |
307,872 |
-388 |
| Canola(WCE) |
| Nov11 |
111104 |
528.5 |
528.5 |
528.5 |
528.5 |
-0.8 |
54 |
37 |
+0 |
| Jan12 |
111104 |
531.5 |
535.5 |
530.0 |
530.5 |
-0.8 |
4,775 |
107,309 |
+1,247 |
| Mar12 |
111104 |
537.0 |
540.3 |
537.0 |
537.0 |
-1.1 |
354 |
24,198 |
+49 |
| May12 |
111104 |
542.8 |
544.3 |
540.2 |
541.3 |
-1.1 |
572 |
13,589 |
+219 |
| Jul12 |
111104 |
547.8 |
551.0 |
546.3 |
547.7 |
-0.2 |
1,074 |
5,643 |
+73 |
| Total Volume and Open Interest |
7,870 |
162,849 |
+1,565 |
| Corn(CBOT) |
| Dec11 |
111104 |
653.00 |
657.50 |
644.50 |
655.75 |
+2.25 |
190,371 |
480,775 |
-13,629 |
| Mar12 |
111104 |
663.00 |
668.00 |
654.75 |
666.25 |
+2.50 |
67,664 |
320,060 |
+4,635 |
| May12 |
111104 |
668.25 |
674.25 |
661.50 |
673.25 |
+3.75 |
21,681 |
90,419 |
-619 |
| Jul12 |
111104 |
673.50 |
678.50 |
665.75 |
678.25 |
+3.00 |
20,135 |
122,137 |
+2,884 |
| Sep12 |
111104 |
634.50 |
635.00 |
624.50 |
633.75 |
+2.00 |
2,941 |
31,193 |
-452 |
| Dec12 |
111104 |
610.00 |
614.25 |
602.00 |
612.75 |
+1.50 |
22,980 |
137,164 |
+4,102 |
| Total Volume and Open Interest |
326,482 |
1,229,148 |
-2,676 |
| Wheat(CBOT) |
| Dec11 |
111104 |
636.00 |
640.00 |
623.25 |
636.75 |
+0.75 |
38,585 |
174,962 |
-930 |
| Mar12 |
111104 |
669.25 |
670.25 |
654.75 |
664.50 |
-3.75 |
12,288 |
112,572 |
+1,077 |
| May12 |
111104 |
688.00 |
691.75 |
675.00 |
684.75 |
-3.25 |
3,585 |
35,874 |
+659 |
| Jul12 |
111104 |
702.00 |
706.00 |
690.50 |
701.00 |
-3.50 |
3,771 |
65,227 |
-791 |
| Sep12 |
111104 |
725.75 |
728.75 |
714.50 |
725.00 |
-3.75 |
2,026 |
8,238 |
+1,100 |
| Total Volume and Open Interest |
64,577 |
435,301 |
+1,976 |
| Wheat(KCBT) |
| Dec11 |
111104 |
720.25 |
724.75 |
711.75 |
718.00 |
-2.00 |
8,245 |
53,811 |
+0 |
| Mar12 |
111104 |
734.25 |
738.50 |
726.25 |
731.50 |
-3.00 |
5,468 |
52,683 |
+0 |
| May12 |
111104 |
743.75 |
747.75 |
735.25 |
740.25 |
-3.75 |
1,068 |
9,098 |
+0 |
| Jul12 |
111104 |
752.00 |
754.00 |
742.25 |
748.25 |
-4.25 |
1,479 |
34,813 |
+0 |
| Sep12 |
111104 |
766.00 |
769.00 |
756.75 |
762.75 |
-5.25 |
153 |
2,973 |
+0 |
| Total Volume and Open Interest |
16,594 |
157,620 |
+0 |
| Wheat(MGE) |
| Dec11 |
111104 |
915.50 |
931.50 |
913.75 |
923.75 |
+6.75 |
488 |
9,217 |
-247 |
| Mar12 |
111104 |
868.00 |
876.50 |
863.00 |
871.50 |
+3.50 |
1,868 |
16,742 |
-122 |
| May12 |
111104 |
844.25 |
849.50 |
839.00 |
844.50 |
+1.00 |
411 |
5,393 |
-68 |
| Jul12 |
111104 |
835.25 |
839.00 |
832.75 |
834.75 |
-1.25 |
296 |
5,760 |
-115 |
| Sep12 |
111104 |
814.00 |
814.00 |
803.50 |
811.75 |
-1.25 |
60 |
2,948 |
-9 |
| Total Volume and Open Interest |
3,217 |
42,080 |
-560 |
| Oats(CBOT) |
| Dec11 |
111104 |
330.50 |
331.75 |
328.25 |
329.00 |
-3.00 |
631 |
8,060 |
-548 |
| Mar12 |
111104 |
339.00 |
340.25 |
336.50 |
337.50 |
-3.50 |
403 |
7,390 |
+295 |
| May12 |
111104 |
343.50 |
347.00 |
343.50 |
343.50 |
-3.50 |
19 |
300 |
+9 |
| Jul12 |
111104 |
349.50 |
353.00 |
349.50 |
349.50 |
-3.50 |
5 |
25 |
+3 |
| Total Volume and Open Interest |
1,058 |
15,896 |
-241 |
| Rough Rice(CBOT) |
| Nov11 |
111104 |
15.88 |
16.04 |
15.88 |
15.90 |
-0.02 |
193 |
318 |
+8 |
| Jan12 |
111104 |
16.10 |
16.40 |
16.00 |
16.12 |
-0.01 |
1,281 |
12,256 |
-153 |
| Mar12 |
111104 |
16.39 |
16.57 |
16.30 |
16.41 |
-0.02 |
318 |
3,636 |
+16 |
| May12 |
111104 |
16.69 |
16.82 |
16.68 |
16.68 |
-0.02 |
41 |
404 |
+29 |
| Total Volume and Open Interest |
1,856 |
17,251 |
-95 |
| Live Cattle(CME) |
| Dec11 |
111104 |
124.635 |
125.385 |
124.080 |
124.500 |
unch |
28,089 |
122,143 |
-6,515 |
| Feb12 |
111104 |
125.950 |
126.500 |
124.800 |
125.900 |
-0.235 |
15,469 |
87,424 |
+2,234 |
| Apr12 |
111104 |
129.535 |
129.750 |
128.650 |
128.950 |
-0.585 |
7,530 |
70,369 |
+1,851 |
| Jun12 |
111104 |
127.250 |
127.500 |
126.535 |
127.330 |
-0.170 |
3,858 |
32,431 |
+1,154 |
| Aug12 |
111104 |
126.830 |
127.500 |
126.550 |
127.500 |
+0.200 |
946 |
7,156 |
+187 |
| Oct12 |
111104 |
129.300 |
129.600 |
128.750 |
129.600 |
-0.200 |
101 |
3,026 |
+58 |
| Total Volume and Open Interest |
56,131 |
324,331 |
-966 |
| Feeder Cattle(CME) |
| Nov11 |
111104 |
141.685 |
143.450 |
141.685 |
142.575 |
+0.525 |
642 |
5,523 |
-311 |
| Jan12 |
111104 |
147.380 |
148.650 |
146.985 |
147.400 |
unch |
1,926 |
15,461 |
+67 |
| Mar12 |
111104 |
148.100 |
149.200 |
147.750 |
147.950 |
-0.125 |
1,002 |
5,845 |
+235 |
| Apr12 |
111104 |
149.200 |
150.200 |
148.900 |
149.235 |
-0.265 |
534 |
1,757 |
+56 |
| May12 |
111104 |
149.435 |
150.400 |
149.150 |
149.600 |
-0.185 |
229 |
1,762 |
+95 |
| Aug12 |
111104 |
150.235 |
150.735 |
149.785 |
150.150 |
-0.200 |
170 |
1,928 |
+110 |
| Sep12 |
111104 |
150.000 |
150.250 |
149.550 |
149.900 |
unch |
12 |
173 |
+6 |
| Total Volume and Open Interest |
4,515 |
32,454 |
+258 |
| Lean Hogs(CME) |
| Dec11 |
111104 |
86.800 |
87.100 |
86.000 |
86.850 |
+0.250 |
15,343 |
90,532 |
-1,425 |
| Feb12 |
111104 |
89.850 |
90.200 |
89.200 |
90.100 |
+0.350 |
8,034 |
70,037 |
+1,066 |
| Apr12 |
111104 |
92.700 |
93.300 |
92.250 |
93.150 |
+0.600 |
4,143 |
52,820 |
+103 |
| May12 |
111104 |
97.700 |
98.400 |
97.680 |
98.285 |
+0.135 |
61 |
2,083 |
+20 |
| Jun12 |
111104 |
99.850 |
100.300 |
99.400 |
100.250 |
+0.500 |
2,255 |
33,931 |
+294 |
| Jul12 |
111104 |
98.480 |
99.500 |
98.350 |
99.400 |
+0.550 |
276 |
9,278 |
+48 |
| Aug12 |
111104 |
96.900 |
98.300 |
96.600 |
98.285 |
+1.535 |
276 |
10,173 |
+84 |
| Oct12 |
111104 |
85.230 |
86.600 |
85.135 |
86.600 |
+1.500 |
41 |
4,800 |
+13 |
| Total Volume and Open Interest |
30,501 |
275,602 |
+207 |
| Class III Milk(CME) |
| Nov11 |
111104 |
18.70 |
18.95 |
18.70 |
18.88 |
+0.13 |
238 |
5,492 |
+52 |
| Dec11 |
111104 |
18.30 |
18.50 |
18.17 |
18.22 |
-0.13 |
170 |
5,276 |
+50 |
| Jan12 |
111104 |
17.23 |
17.30 |
17.06 |
17.13 |
-0.10 |
80 |
2,772 |
+40 |
| Feb12 |
111104 |
16.65 |
16.65 |
16.53 |
16.55 |
-0.06 |
19 |
2,462 |
+13 |
| Mar12 |
111104 |
16.42 |
16.52 |
16.42 |
16.45 |
-0.02 |
21 |
2,231 |
+9 |
| Total Volume and Open Interest |
627 |
34,464 |
+204 |
| Cocoa(ICE) |
| Dec11 |
111104 |
2729 |
2744 |
2677 |
2697 |
-23 |
20,194 |
62,383 |
-3,309 |
| Mar12 |
111104 |
2751 |
2763 |
2711 |
2731 |
-8 |
13,787 |
71,814 |
+2,292 |
| May12 |
111104 |
2760 |
2776 |
2723 |
2745 |
-6 |
1,562 |
25,097 |
+586 |
| Jul12 |
111104 |
2771 |
2786 |
2750 |
2758 |
-6 |
309 |
11,538 |
+96 |
| Sep12 |
111104 |
2779 |
2793 |
2757 |
2766 |
-4 |
149 |
11,764 |
+95 |
| Dec12 |
111104 |
2785 |
2787 |
2764 |
2774 |
-3 |
40 |
11,033 |
+20 |
| Mar13 |
111104 |
2810 |
2813 |
2780 |
2782 |
-10 |
383 |
3,107 |
-5 |
| Total Volume and Open Interest |
36,424 |
199,336 |
-225 |
| Coffee "C"(ICE) |
| Dec11 |
111104 |
227.50 |
231.40 |
224.25 |
230.20 |
+3.40 |
11,173 |
53,740 |
-1,947 |
| Mar12 |
111104 |
230.60 |
235.00 |
228.15 |
233.80 |
+3.20 |
7,487 |
37,043 |
+540 |
| May12 |
111104 |
233.35 |
237.05 |
230.80 |
235.95 |
+3.20 |
1,860 |
16,925 |
+312 |
| Jul12 |
111104 |
234.65 |
238.10 |
233.25 |
237.40 |
+3.30 |
689 |
4,444 |
-57 |
| Sep12 |
111104 |
235.20 |
238.60 |
233.65 |
237.90 |
+3.15 |
262 |
5,544 |
+143 |
| Dec12 |
111104 |
234.70 |
238.20 |
233.35 |
237.60 |
+3.15 |
297 |
2,771 |
-27 |
| Total Volume and Open Interest |
21,769 |
121,514 |
-1,027 |
| Orange Juice(ICE) |
| Nov11 |
111104 |
191.00 |
192.20 |
191.00 |
192.20 |
+1.30 |
12 |
235 |
-5 |
| Jan12 |
111104 |
171.90 |
173.85 |
171.90 |
173.70 |
+1.80 |
471 |
19,958 |
-137 |
| Mar12 |
111104 |
167.05 |
168.95 |
167.05 |
168.75 |
+2.40 |
31 |
4,463 |
+7 |
| May12 |
111104 |
168.05 |
168.05 |
168.05 |
168.05 |
+2.55 |
13 |
1,622 |
+12 |
| Jul12 |
111104 |
168.55 |
168.55 |
168.55 |
168.55 |
+2.55 |
0 |
332 |
+0 |
| Sep12 |
111104 |
167.55 |
167.55 |
167.55 |
167.55 |
+2.55 |
0 |
53 |
+0 |
| Total Volume and Open Interest |
527 |
26,677 |
-123 |
| Sugar #11(ICE) |
| Mar12 |
111104 |
25.74 |
25.95 |
25.45 |
25.57 |
-0.08 |
35,151 |
235,221 |
-380 |
| May12 |
111104 |
24.92 |
25.18 |
24.71 |
24.78 |
-0.14 |
11,882 |
82,707 |
-2,535 |
| Jul12 |
111104 |
24.33 |
24.55 |
24.06 |
24.12 |
-0.18 |
7,016 |
72,948 |
+21 |
| Oct12 |
111104 |
24.03 |
24.24 |
23.82 |
23.86 |
-0.17 |
2,406 |
44,361 |
+599 |
| Mar13 |
111104 |
24.25 |
24.37 |
23.94 |
24.00 |
-0.16 |
1,124 |
30,650 |
+224 |
| Total Volume and Open Interest |
60,106 |
498,073 |
-887 |
| London Cocoa(LCE) |
| Dec11 |
111104 |
1685 |
1696 |
1676 |
1677 |
-5 |
6,374 |
77,303 |
-438 |
| Mar12 |
111104 |
1711 |
1719 |
1700 |
1700 |
-6 |
3,336 |
57,663 |
-446 |
| May12 |
111104 |
1724 |
1734 |
1714 |
1714 |
-7 |
674 |
17,533 |
+19 |
| Jul12 |
111104 |
1739 |
1748 |
1729 |
1729 |
-8 |
1,714 |
19,503 |
+268 |
| Sep12 |
111104 |
1753 |
1761 |
1739 |
1739 |
-12 |
215 |
14,636 |
+85 |
| Dec12 |
111104 |
1767 |
1771 |
1750 |
1750 |
-11 |
321 |
11,140 |
+153 |
| Mar13 |
111104 |
1781 |
1787 |
1764 |
1764 |
-10 |
11 |
2,876 |
+7 |
| Total Volume and Open Interest |
12,645 |
201,361 |
-352 |
| London Sugar(LCE) |
| Dec11 |
111104 |
683.90 |
684.90 |
677.00 |
678.40 |
-2.60 |
4,673 |
16,126 |
-1,571 |
| Mar12 |
111104 |
655.10 |
659.70 |
650.80 |
653.50 |
-1.00 |
2,024 |
19,142 |
-119 |
| May12 |
111104 |
644.40 |
645.80 |
637.00 |
638.60 |
-3.20 |
353 |
7,199 |
+68 |
| Aug12 |
111104 |
634.50 |
637.60 |
628.40 |
629.10 |
-3.70 |
154 |
4,376 |
+74 |
| Oct12 |
111104 |
628.70 |
629.80 |
622.00 |
622.60 |
-4.20 |
31 |
2,524 |
+11 |
| Total Volume and Open Interest |
7,235 |
51,120 |
-1,537 |
| Cotton(ICE) |
| Dec11 |
111104 |
98.12 |
99.82 |
98.05 |
98.74 |
+0.62 |
11,598 |
74,850 |
-2,179 |
| Mar12 |
111104 |
97.80 |
99.00 |
97.40 |
98.46 |
+0.66 |
6,502 |
58,567 |
+1,305 |
| May12 |
111104 |
98.02 |
98.80 |
97.55 |
98.65 |
+0.85 |
777 |
11,484 |
+141 |
| Jul12 |
111104 |
97.92 |
98.80 |
97.40 |
98.61 |
+0.85 |
929 |
13,550 |
+540 |
| Oct12 |
111104 |
98.86 |
100.25 |
97.80 |
99.98 |
+1.34 |
16 |
17 |
+14 |
| Dec12 |
111104 |
96.66 |
97.25 |
95.79 |
97.10 |
+0.67 |
321 |
5,397 |
+209 |
| Total Volume and Open Interest |
20,158 |
164,944 |
+30 |
| Lumber(CME) |
| Nov11 |
111104 |
219.0 |
221.9 |
219.0 |
221.9 |
+0.4 |
388 |
1,093 |
-233 |
| Jan12 |
111104 |
233.0 |
234.0 |
231.1 |
231.1 |
-1.9 |
493 |
6,365 |
+90 |
| Mar12 |
111104 |
251.3 |
251.7 |
251.0 |
251.4 |
-1.1 |
149 |
1,778 |
+75 |
| May12 |
111104 |
265.1 |
265.1 |
264.3 |
265.1 |
+0.8 |
0 |
192 |
+0 |
| Total Volume and Open Interest |
1,031 |
9,521 |
-67 |
| Crude Oil(NYM) |
| Dec11 |
111104 |
94.24 |
94.93 |
92.87 |
94.26 |
+0.19 |
265,626 |
284,171 |
-9,706 |
| Jan12 |
111104 |
94.00 |
94.75 |
92.79 |
94.19 |
+0.28 |
64,285 |
200,206 |
+5,003 |
| Feb12 |
111104 |
93.38 |
94.54 |
92.74 |
94.13 |
+0.39 |
33,905 |
67,977 |
-974 |
| Mar12 |
111104 |
93.35 |
94.41 |
92.80 |
94.09 |
+0.50 |
27,023 |
69,545 |
-948 |
| Apr12 |
111104 |
93.07 |
94.16 |
92.73 |
94.02 |
+0.56 |
11,912 |
35,126 |
-135 |
| May12 |
111104 |
92.96 |
94.10 |
92.73 |
93.95 |
+0.60 |
10,476 |
27,388 |
+787 |
| Jun12 |
111104 |
92.92 |
94.06 |
92.49 |
93.85 |
+0.62 |
22,983 |
74,091 |
+160 |
| Jul12 |
111104 |
92.96 |
93.73 |
92.71 |
93.73 |
+0.64 |
4,144 |
33,058 |
+705 |
| Aug12 |
111104 |
93.60 |
93.60 |
93.60 |
93.60 |
+0.66 |
2,400 |
21,444 |
-3 |
| Sep12 |
111104 |
93.06 |
93.47 |
93.05 |
93.47 |
+0.67 |
3,519 |
21,765 |
+124 |
| Oct12 |
111104 |
93.22 |
93.36 |
92.90 |
93.36 |
+0.65 |
2,038 |
23,405 |
-46 |
| Nov12 |
111104 |
92.53 |
93.32 |
92.11 |
93.30 |
+0.65 |
2,615 |
23,950 |
-80 |
| Dec12 |
111104 |
92.32 |
93.39 |
91.89 |
93.26 |
+0.65 |
21,816 |
160,633 |
-572 |
| Jan13 |
111104 |
93.07 |
93.07 |
93.07 |
93.07 |
+0.65 |
907 |
26,432 |
+230 |
| Feb13 |
111104 |
92.86 |
92.86 |
92.86 |
92.86 |
+0.65 |
257 |
10,484 |
+127 |
| Mar13 |
111104 |
92.67 |
92.67 |
92.67 |
92.67 |
+0.64 |
179 |
8,846 |
+47 |
| Total Volume and Open Interest |
491,425 |
1,339,082 |
-5,942 |
| e-miNY Crude Oil(NYM) |
| Nov11 |
111019 |
88.200 |
89.500 |
86.100 |
86.100 |
-2.250 |
5,853 |
2,683 |
-142 |
| Dec11 |
111104 |
94.175 |
94.925 |
92.875 |
94.250 |
+0.175 |
9,428 |
2,960 |
-317 |
| Jan12 |
111104 |
93.850 |
94.700 |
92.800 |
94.200 |
+0.300 |
349 |
351 |
+11 |
| Feb12 |
111104 |
93.400 |
94.200 |
93.250 |
94.125 |
+0.375 |
43 |
131 |
+2 |
| Mar12 |
111104 |
94.075 |
94.100 |
94.075 |
94.100 |
+0.500 |
5 |
114 |
+1 |
| Apr12 |
111104 |
94.200 |
94.200 |
94.025 |
94.025 |
+0.575 |
0 |
23 |
+0 |
| May12 |
111104 |
93.950 |
93.950 |
93.950 |
93.950 |
+0.600 |
0 |
7 |
+0 |
| Jun12 |
111104 |
93.850 |
93.850 |
93.850 |
93.850 |
+0.625 |
0 |
11 |
+0 |
| Jul12 |
111104 |
93.725 |
93.725 |
93.725 |
93.725 |
+0.625 |
0 |
4 |
+0 |
| Aug12 |
111104 |
93.600 |
93.600 |
93.600 |
93.600 |
+0.650 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
9,825 |
3,829 |
-303 |
| Heating Oil(NYM) |
| Dec11 |
111104 |
305.70 |
308.32 |
303.24 |
307.07 |
+3.26 |
74,438 |
89,686 |
-7,470 |
| Jan12 |
111104 |
303.78 |
308.00 |
303.65 |
306.99 |
+3.30 |
37,891 |
56,849 |
+3,524 |
| Feb12 |
111104 |
303.33 |
306.79 |
302.21 |
305.76 |
+3.16 |
18,536 |
31,420 |
+1,329 |
| Mar12 |
111104 |
300.61 |
304.84 |
300.42 |
304.04 |
+3.02 |
15,749 |
24,487 |
+1,122 |
| Apr12 |
111104 |
299.30 |
301.08 |
297.88 |
300.47 |
+2.78 |
5,093 |
12,395 |
+975 |
| May12 |
111104 |
295.63 |
297.40 |
293.87 |
296.79 |
+2.52 |
2,454 |
8,913 |
+246 |
| Jun12 |
111104 |
292.15 |
295.44 |
291.73 |
294.64 |
+2.34 |
9,586 |
34,238 |
-932 |
| Jul12 |
111104 |
293.60 |
295.00 |
293.60 |
294.44 |
+2.34 |
1,028 |
7,493 |
+230 |
| Aug12 |
111104 |
294.64 |
294.64 |
294.00 |
294.64 |
+2.34 |
96 |
4,152 |
+0 |
| Sep12 |
111104 |
295.09 |
295.49 |
295.09 |
295.09 |
+2.39 |
413 |
4,751 |
+74 |
| Oct12 |
111104 |
295.94 |
295.94 |
295.94 |
295.94 |
+2.42 |
21 |
1,922 |
-2 |
| Nov12 |
111104 |
296.79 |
296.79 |
296.79 |
296.79 |
+2.47 |
18 |
1,376 |
+0 |
| Total Volume and Open Interest |
167,405 |
294,661 |
-971 |
| Gasoline(NYMEX) |
| Dec11 |
111104 |
264.50 |
268.89 |
263.31 |
266.34 |
+2.16 |
66,880 |
86,572 |
-4,056 |
| Jan12 |
111104 |
262.66 |
267.29 |
262.16 |
264.80 |
+2.14 |
33,941 |
44,294 |
+2,426 |
| Feb12 |
111104 |
264.24 |
266.22 |
261.69 |
264.42 |
+2.31 |
17,721 |
21,816 |
+471 |
| Mar12 |
111104 |
264.67 |
266.67 |
262.16 |
265.09 |
+2.55 |
13,315 |
24,490 |
+373 |
| Apr12 |
111104 |
278.23 |
279.73 |
275.48 |
278.42 |
+2.69 |
6,933 |
20,336 |
-1,272 |
| May12 |
111104 |
275.86 |
278.11 |
275.30 |
277.80 |
+2.77 |
4,158 |
11,393 |
-244 |
| Jun12 |
111104 |
273.50 |
277.04 |
272.41 |
275.90 |
+2.82 |
6,531 |
19,236 |
-376 |
| Jul12 |
111104 |
273.70 |
273.70 |
273.70 |
273.70 |
+2.81 |
1,260 |
6,098 |
+258 |
| Aug12 |
111104 |
271.36 |
271.36 |
271.36 |
271.36 |
+2.82 |
766 |
5,458 |
-104 |
| Sep12 |
111104 |
268.95 |
268.95 |
268.95 |
268.95 |
+2.86 |
340 |
6,045 |
+16 |
| Total Volume and Open Interest |
152,918 |
264,050 |
-2,705 |
| e-miNY RBOB Gasoline(NYM) |
| Dec11 |
111104 |
266.30 |
266.34 |
266.30 |
266.30 |
+2.10 |
1 |
0 |
-1 |
| Jan12 |
111104 |
264.80 |
264.80 |
264.80 |
264.80 |
+2.10 |
0 |
1 |
+0 |
| Feb12 |
111104 |
264.40 |
264.42 |
264.40 |
264.40 |
+2.30 |
0 |
1 |
+0 |
| Mar12 |
111104 |
265.10 |
265.10 |
265.09 |
265.10 |
+2.60 |
|
|
|
| Total Volume and Open Interest |
1 |
2 |
-1 |
| Natural Gas(NYM) |
| Dec11 |
111104 |
3.807 |
3.847 |
3.769 |
3.783 |
+0.005 |
79,838 |
152,426 |
-1,609 |
| Jan12 |
111104 |
3.928 |
3.955 |
3.883 |
3.892 |
-0.009 |
31,473 |
246,595 |
+3,269 |
| Feb12 |
111104 |
3.937 |
3.961 |
3.890 |
3.900 |
-0.009 |
17,511 |
76,713 |
-4,257 |
| Mar12 |
111104 |
3.903 |
3.933 |
3.863 |
3.874 |
-0.008 |
19,637 |
97,642 |
+3,724 |
| Apr12 |
111104 |
3.913 |
3.924 |
3.858 |
3.871 |
-0.008 |
14,979 |
92,740 |
+1,491 |
| May12 |
111104 |
3.934 |
3.951 |
3.896 |
3.905 |
-0.008 |
3,878 |
34,705 |
+637 |
| Jun12 |
111104 |
3.969 |
3.991 |
3.934 |
3.943 |
-0.010 |
2,529 |
16,714 |
+136 |
| Jul12 |
111104 |
4.030 |
4.042 |
3.980 |
3.989 |
-0.010 |
1,627 |
19,137 |
-113 |
| Aug12 |
111104 |
4.055 |
4.065 |
4.008 |
4.016 |
-0.008 |
802 |
13,357 |
+125 |
| Sep12 |
111104 |
4.056 |
4.062 |
4.009 |
4.018 |
-0.008 |
967 |
10,272 |
-111 |
| Oct12 |
111104 |
4.075 |
4.108 |
4.047 |
4.056 |
-0.009 |
4,734 |
51,349 |
+205 |
| Nov12 |
111104 |
4.243 |
4.243 |
4.193 |
4.195 |
-0.008 |
1,540 |
14,070 |
+61 |
| Dec12 |
111104 |
4.474 |
4.499 |
4.445 |
4.456 |
-0.008 |
2,101 |
18,886 |
+96 |
| Jan13 |
111104 |
4.600 |
4.629 |
4.570 |
4.584 |
-0.008 |
2,671 |
27,889 |
+349 |
| Feb13 |
111104 |
4.608 |
4.608 |
4.570 |
4.571 |
-0.008 |
94 |
5,367 |
+4 |
| Mar13 |
111104 |
4.536 |
4.553 |
4.504 |
4.519 |
-0.008 |
1,424 |
12,848 |
+556 |
| Total Volume and Open Interest |
186,975 |
965,231 |
+5,032 |
| Brent Crude Oil(ICE) |
| Dec11 |
111104 |
110.79 |
112.48 |
110.30 |
111.97 |
+1.14 |
238,271 |
152,795 |
-13,618 |
| Jan12 |
111104 |
109.55 |
111.14 |
109.15 |
110.74 |
+1.09 |
160,822 |
159,993 |
-9,245 |
| Feb12 |
111104 |
108.61 |
110.35 |
108.52 |
109.99 |
+1.10 |
81,914 |
88,484 |
+2,587 |
| Mar12 |
111104 |
108.14 |
109.75 |
107.86 |
109.37 |
+1.14 |
54,031 |
85,698 |
+2,137 |
| Apr12 |
111104 |
107.36 |
109.30 |
107.36 |
108.94 |
+1.15 |
25,394 |
32,886 |
+750 |
| May12 |
111104 |
106.99 |
109.00 |
106.99 |
108.60 |
+1.16 |
16,133 |
18,327 |
-204 |
| Jun12 |
111104 |
106.63 |
108.65 |
106.63 |
108.24 |
+1.15 |
36,492 |
58,318 |
+3,324 |
| Jul12 |
111104 |
106.83 |
107.86 |
106.77 |
107.86 |
+1.13 |
5,384 |
17,071 |
+153 |
| Aug12 |
111104 |
106.31 |
107.47 |
106.31 |
107.47 |
+1.11 |
3,366 |
17,294 |
+116 |
| Sep12 |
111104 |
107.03 |
107.03 |
107.03 |
107.03 |
+1.09 |
3,764 |
20,393 |
+76 |
| Oct12 |
111104 |
106.62 |
106.62 |
106.62 |
106.62 |
+1.07 |
1,877 |
11,436 |
+271 |
| Nov12 |
111104 |
106.22 |
106.22 |
106.22 |
106.22 |
+1.05 |
1,883 |
13,838 |
-7 |
| Dec12 |
111104 |
104.33 |
106.11 |
104.33 |
105.82 |
+1.03 |
25,031 |
100,408 |
+741 |
| Jan13 |
111104 |
105.51 |
105.51 |
105.51 |
105.51 |
+1.01 |
469 |
8,459 |
+69 |
| Total Volume and Open Interest |
668,332 |
937,156 |
-10,973 |
| Gas Oil(ICE) |
| Nov11 |
111104 |
958.25 |
972.25 |
956.00 |
969.50 |
+13.50 |
50,878 |
82,687 |
-10,475 |
| Dec11 |
111104 |
947.50 |
960.00 |
944.75 |
957.25 |
+12.75 |
122,277 |
127,748 |
+553 |
| Jan12 |
111104 |
940.50 |
953.00 |
939.75 |
951.00 |
+12.00 |
54,769 |
69,285 |
+1,297 |
| Feb12 |
111104 |
935.50 |
946.25 |
935.00 |
944.75 |
+11.00 |
21,631 |
49,882 |
+1,732 |
| Mar12 |
111104 |
931.50 |
940.75 |
929.75 |
939.25 |
+10.50 |
14,376 |
31,138 |
+1,497 |
| Apr12 |
111104 |
926.50 |
935.75 |
924.75 |
934.00 |
+10.00 |
7,579 |
20,985 |
+190 |
| May12 |
111104 |
921.50 |
931.75 |
920.50 |
929.75 |
+9.75 |
4,076 |
19,629 |
-551 |
| Jun12 |
111104 |
919.75 |
930.25 |
918.75 |
927.75 |
+9.25 |
11,470 |
46,373 |
-1,049 |
| Jul12 |
111104 |
921.00 |
928.50 |
919.75 |
928.50 |
+9.00 |
1,633 |
15,717 |
+539 |
| Aug12 |
111104 |
921.75 |
929.25 |
921.75 |
929.25 |
+9.00 |
713 |
10,925 |
-1 |
| Total Volume and Open Interest |
297,436 |
568,759 |
-5,834 |
| Ethanol(CBOT) |
| Nov11 |
111103 |
2.806 |
2.845 |
2.790 |
2.790 |
+0.004 |
130 |
244 |
-76 |
| Dec11 |
111104 |
2.675 |
2.690 |
2.671 |
2.674 |
-0.017 |
262 |
1,286 |
+21 |
| Jan12 |
111104 |
2.470 |
2.490 |
2.470 |
2.481 |
-0.009 |
271 |
1,758 |
+80 |
| Feb12 |
111104 |
2.395 |
2.415 |
2.393 |
2.406 |
-0.001 |
171 |
1,200 |
+70 |
| Mar12 |
111104 |
2.415 |
2.426 |
2.407 |
2.411 |
-0.004 |
183 |
1,122 |
+120 |
| Apr12 |
111104 |
2.422 |
2.422 |
2.416 |
2.416 |
-0.006 |
33 |
693 |
+17 |
| May12 |
111104 |
2.434 |
2.434 |
2.434 |
2.434 |
-0.006 |
67 |
661 |
+34 |
| Jun12 |
111104 |
2.454 |
2.454 |
2.454 |
2.454 |
+0.004 |
54 |
560 |
+31 |
| Total Volume and Open Interest |
1,334 |
11,005 |
+316 |
| WTI Crude Oil(ICE) |
| Dec11 |
111104 |
94.01 |
94.94 |
92.87 |
94.26 |
+0.19 |
72,124 |
100,268 |
-2,099 |
| Jan12 |
111104 |
93.85 |
94.74 |
92.88 |
94.19 |
+0.28 |
22,912 |
49,598 |
-471 |
| Feb12 |
111104 |
93.54 |
94.47 |
92.82 |
94.13 |
+0.39 |
12,036 |
32,364 |
+1,934 |
| Mar12 |
111104 |
94.13 |
94.26 |
92.78 |
94.09 |
+0.50 |
10,279 |
18,848 |
+261 |
| Apr12 |
111104 |
93.96 |
94.15 |
92.72 |
94.02 |
+0.56 |
3,298 |
9,281 |
-160 |
| May12 |
111104 |
93.81 |
94.08 |
92.78 |
93.95 |
+0.60 |
3,373 |
8,203 |
-296 |
| Jun12 |
111104 |
93.47 |
93.99 |
92.52 |
93.85 |
+0.62 |
7,718 |
40,144 |
-269 |
| Jul12 |
111104 |
93.49 |
93.73 |
93.12 |
93.73 |
+0.64 |
1,018 |
7,436 |
+223 |
| Aug12 |
111104 |
92.98 |
93.60 |
92.98 |
93.60 |
+0.66 |
539 |
4,482 |
+64 |
| Sep12 |
111104 |
93.47 |
93.47 |
93.47 |
93.47 |
+0.67 |
859 |
8,212 |
+170 |
| Oct12 |
111104 |
93.00 |
93.36 |
93.00 |
93.36 |
+0.65 |
633 |
2,460 |
-41 |
| Nov12 |
111104 |
93.30 |
93.30 |
93.30 |
93.30 |
+0.65 |
693 |
3,141 |
+164 |
| Dec12 |
111104 |
92.98 |
93.39 |
91.95 |
93.26 |
+0.65 |
7,399 |
53,754 |
-206 |
| Jan13 |
111104 |
93.07 |
93.07 |
93.07 |
93.07 |
+0.65 |
33 |
2,101 |
+33 |
| Feb13 |
111104 |
92.86 |
92.86 |
92.86 |
92.86 |
+0.65 |
0 |
603 |
+0 |
| Mar13 |
111104 |
92.67 |
92.67 |
92.67 |
92.67 |
+0.64 |
0 |
1,476 |
+0 |
| Total Volume and Open Interest |
145,135 |
436,585 |
-437 |
| US Dollar Index(ICE) |
| Dec11 |
111104 |
76.890 |
77.505 |
76.775 |
77.162 |
+0.307 |
29,190 |
62,110 |
-954 |
| Mar12 |
111104 |
77.350 |
77.875 |
77.350 |
77.562 |
+0.308 |
5 |
576 |
+1 |
| Jun12 |
111104 |
78.022 |
78.022 |
78.022 |
78.022 |
+0.308 |
|
|
|
| Total Volume and Open Interest |
29,195 |
62,686 |
-953 |
| Australian Dollar(CME) |
| Dec11 |
111104 |
103.50 |
103.87 |
102.62 |
103.43 |
-0.19 |
136,591 |
140,260 |
+1,914 |
| Mar12 |
111104 |
102.46 |
102.60 |
101.80 |
102.42 |
-0.18 |
255 |
692 |
+133 |
| Jun12 |
111104 |
101.55 |
101.72 |
101.55 |
101.55 |
-0.17 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
136,846 |
141,104 |
+2,047 |
| British Pound(CME) |
| Dec11 |
111104 |
160.32 |
160.58 |
159.38 |
160.32 |
+0.01 |
104,116 |
159,894 |
-9,326 |
| Mar12 |
111104 |
160.29 |
160.34 |
160.16 |
160.17 |
+0.01 |
24 |
237 |
-1 |
| Jun12 |
111104 |
160.00 |
160.00 |
160.00 |
160.00 |
unch |
0 |
3 |
+0 |
| Total Volume and Open Interest |
104,140 |
160,139 |
-9,327 |
| Canadian Dollar(CME) |
| Dec11 |
111104 |
99.08 |
99.20 |
97.66 |
98.21 |
-0.90 |
70,023 |
113,670 |
-1,357 |
| Mar12 |
111104 |
98.91 |
98.92 |
97.51 |
98.04 |
-0.88 |
193 |
3,304 |
+52 |
| Jun12 |
111104 |
97.79 |
98.79 |
97.66 |
97.91 |
-0.88 |
15 |
785 |
+7 |
| Sep12 |
111104 |
97.60 |
98.66 |
97.60 |
97.80 |
-0.86 |
0 |
654 |
+0 |
| Total Volume and Open Interest |
70,231 |
118,543 |
-1,298 |
| Japanese Yen(CME) |
| Dec11 |
111104 |
128.23 |
128.34 |
127.84 |
128.02 |
-0.17 |
57,556 |
135,666 |
-1,521 |
| Mar12 |
111104 |
128.44 |
128.50 |
128.12 |
128.26 |
-0.18 |
15 |
833 |
+2 |
| Jun12 |
111104 |
128.98 |
128.98 |
128.51 |
128.51 |
-0.18 |
0 |
23 |
+0 |
| Total Volume and Open Interest |
57,571 |
136,526 |
-1,519 |
| Swiss Franc(CME) |
| Dec11 |
111104 |
113.87 |
114.11 |
112.35 |
112.98 |
-1.01 |
18,430 |
22,760 |
-209 |
| Mar12 |
111104 |
113.32 |
114.27 |
113.24 |
113.24 |
-1.03 |
15 |
638 |
+9 |
| Jun12 |
111104 |
113.56 |
114.59 |
113.56 |
113.56 |
-1.03 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
18,445 |
23,407 |
-200 |
| EuroFX(CME) |
| Dec11 |
111104 |
138.12 |
138.79 |
137.08 |
137.73 |
-0.57 |
300,005 |
226,288 |
-960 |
| Mar12 |
111104 |
138.15 |
138.74 |
137.14 |
137.74 |
-0.58 |
422 |
2,996 |
-104 |
| Jun12 |
111104 |
137.85 |
138.35 |
137.76 |
137.76 |
-0.59 |
0 |
866 |
+0 |
| Total Volume and Open Interest |
300,427 |
230,165 |
-1,064 |
| Mexican Peso(CME) |
| Nov11 |
111104 |
742.0 |
745.5 |
742.0 |
742.0 |
-3.5 |
|
|
|
| Dec11 |
111104 |
748.2 |
750.2 |
736.2 |
740.0 |
-3.5 |
37,209 |
100,285 |
-5,263 |
| Total Volume and Open Interest |
37,209 |
100,693 |
-5,263 |
| Brazilian Real(CME) |
| Dec11 |
111104 |
573.70 |
574.80 |
565.10 |
571.15 |
-0.35 |
12 |
5,123 |
+0 |
| Jan12 |
111104 |
567.75 |
567.75 |
567.75 |
567.75 |
-0.35 |
0 |
10,149 |
+0 |
| Feb12 |
111104 |
564.30 |
564.30 |
564.30 |
564.30 |
-0.35 |
|
|
|
| Mar12 |
111104 |
560.90 |
560.90 |
560.90 |
560.90 |
-0.35 |
|
|
|
| Total Volume and Open Interest |
12 |
30,593 |
+0 |
| 30-Year T-Bonds(CBOT) |
| Dec11 |
111104 |
140~210 |
141~150 |
139~200 |
141~000 |
+0~100 |
340,053 |
610,656 |
-7,598 |
| Mar12 |
111104 |
140~010 |
141~000 |
139~160 |
140~180 |
+0~100 |
2,009 |
5,554 |
+1,439 |
| Jun12 |
111104 |
139~160 |
139~160 |
139~060 |
139~160 |
+0~100 |
1 |
4 |
-1 |
| Total Volume and Open Interest |
342,063 |
616,214 |
-6,160 |
| 10-Year T-Notes(CBOT) |
| Dec11 |
111104 |
129~310 |
130~145 |
129~195 |
130~080 |
+0~065 |
1,077,246 |
1,427,714 |
-14,406 |
| Mar12 |
111104 |
129~060 |
129~190 |
128~295 |
129~150 |
+0~065 |
2,716 |
11,554 |
+133 |
| Jun12 |
111104 |
128~150 |
128~150 |
128~085 |
128~150 |
+0~065 |
|
|
|
| Total Volume and Open Interest |
1,079,962 |
1,439,268 |
-14,273 |
| 5-Year T-Notes(CBOT) |
| Dec11 |
111104 |
122~123 |
123~028 |
122~104 |
123~016 |
+0~017 |
619,036 |
1,232,350 |
+17,151 |
| Mar12 |
111104 |
122~092 |
122~092 |
122~072 |
122~091 |
+0~019 |
5,000 |
8,101 |
+1,469 |
| Jun12 |
111104 |
121~115 |
121~115 |
121~096 |
121~115 |
+0~019 |
|
|
|
| Total Volume and Open Interest |
624,036 |
1,240,451 |
+18,620 |
| 2 Year T-Notes(CBOT) |
| Dec11 |
111104 |
110~024 |
110~030 |
110~022 |
110~028 |
+0~003 |
274,438 |
717,721 |
+13,981 |
| Mar12 |
111104 |
110~025 |
110~032 |
110~023 |
110~030 |
+0~005 |
2,471 |
10,849 |
+2,170 |
| Jun12 |
111104 |
109~122 |
109~122 |
109~117 |
109~122 |
+0~005 |
|
|
|
| Total Volume and Open Interest |
276,909 |
728,570 |
+16,151 |
| Eurodollars(CME) |
| Dec11 |
111104 |
99.480 |
99.485 |
99.465 |
99.475 |
unch |
155,785 |
1,020,622 |
-5,932 |
| Mar12 |
111104 |
99.420 |
99.430 |
99.395 |
99.415 |
-0.005 |
133,654 |
913,146 |
-9,161 |
| Jun12 |
111104 |
99.425 |
99.435 |
99.400 |
99.420 |
-0.005 |
124,853 |
1,085,643 |
+2,694 |
| Sep12 |
111104 |
99.425 |
99.440 |
99.405 |
99.425 |
-0.005 |
135,512 |
741,169 |
-12,148 |
| Dec12 |
111104 |
99.425 |
99.440 |
99.405 |
99.425 |
unch |
131,534 |
767,126 |
+1,600 |
| Mar13 |
111104 |
99.415 |
99.435 |
99.400 |
99.425 |
+0.005 |
138,891 |
848,207 |
+12,787 |
| Jun13 |
111104 |
99.380 |
99.395 |
99.350 |
99.385 |
+0.005 |
114,669 |
560,100 |
+2,857 |
| Sep13 |
111104 |
99.315 |
99.325 |
99.275 |
99.320 |
+0.005 |
126,864 |
465,393 |
+2,234 |
| Dec13 |
111104 |
99.190 |
99.210 |
99.150 |
99.205 |
+0.010 |
165,204 |
467,522 |
+4,738 |
| Mar14 |
111104 |
99.055 |
99.085 |
99.005 |
99.075 |
+0.015 |
116,563 |
323,733 |
+4,709 |
| Jun14 |
111104 |
98.885 |
98.920 |
98.835 |
98.910 |
+0.020 |
101,802 |
280,814 |
+11,167 |
| Sep14 |
111104 |
98.695 |
98.740 |
98.645 |
98.730 |
+0.025 |
92,567 |
177,527 |
-909 |
| Dec14 |
111104 |
98.495 |
98.550 |
98.450 |
98.540 |
+0.030 |
94,989 |
189,708 |
-1,436 |
| Mar15 |
111104 |
98.305 |
98.365 |
98.255 |
98.355 |
+0.035 |
50,956 |
124,056 |
-2,583 |
| Jun15 |
111104 |
6.355 |
6.430 |
6.305 |
6.415 |
+0.040 |
39,901 |
106,220 |
-2,638 |
| Sep15 |
111104 |
6.160 |
6.235 |
6.105 |
6.220 |
+0.045 |
38,829 |
88,777 |
-1,023 |
| Dec15 |
111104 |
5.950 |
6.035 |
5.895 |
6.020 |
+0.050 |
20,425 |
54,056 |
-1,126 |
| Mar16 |
111104 |
5.780 |
5.870 |
5.725 |
5.850 |
+0.050 |
17,041 |
49,958 |
-1,782 |
| Total Volume and Open Interest |
1,837,479 |
8,492,869 |
+2,375 |
| 30 Day Federal Funds(CBOT) |
| Nov11 |
111104 |
99.920 |
99.920 |
99.915 |
99.920 |
unch |
1,824 |
66,331 |
-900 |
| Dec11 |
111104 |
99.920 |
99.920 |
99.915 |
99.920 |
unch |
6,021 |
64,108 |
+54 |
| Jan12 |
111104 |
99.905 |
99.910 |
99.905 |
99.910 |
unch |
5,398 |
56,529 |
+168 |
| Feb12 |
111104 |
99.900 |
99.905 |
99.895 |
99.900 |
unch |
5,764 |
44,233 |
-48 |
| Mar12 |
111104 |
99.895 |
99.900 |
99.890 |
99.895 |
unch |
2,337 |
31,638 |
-412 |
| Apr12 |
111104 |
99.895 |
99.895 |
99.890 |
99.890 |
unch |
4,750 |
36,663 |
+2,044 |
| Total Volume and Open Interest |
37,067 |
596,645 |
+56 |
| 30 Day Fed Funds(e-CBOT) |
| 3-Mth Euro-Yen(CME) |
| Dec11 |
111104 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
0 |
281 |
+0 |
| Mar12 |
111104 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
300 |
+0 |
| Jun12 |
111104 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
| Sep12 |
111104 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
| Dec12 |
111104 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
| Mar13 |
111104 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
| Jun13 |
111104 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
| Sep13 |
111104 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
| Dec13 |
111104 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
| Mar14 |
111104 |
99.205 |
99.205 |
99.205 |
99.205 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
581 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Dec11 |
111103 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
2 |
2,481 |
+2 |
| Mar12 |
111103 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,378 |
+0 |
| Jun12 |
111103 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,470 |
+0 |
| Sep12 |
111103 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
710 |
+0 |
| Dec12 |
111103 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
151 |
+0 |
| Mar13 |
111103 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1 |
+0 |
| Jun13 |
111103 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
| Sep13 |
111103 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
| Total Volume and Open Interest |
2 |
7,193 |
+2 |
| Japanese Gov't Bonds(SGX) |
| Dec11 |
111102 |
142.39 |
142.62 |
142.34 |
142.54 |
+0.16 |
3,637 |
19,071 |
+0 |
| 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 |
+0 |
| Euro-Bund(EUREX) |
| Dec11 |
111104 |
136.52 |
137.96 |
136.35 |
137.60 |
+0.73 |
803,812 |
870,934 |
-15,595 |
| Mar12 |
111104 |
136.87 |
138.23 |
136.80 |
137.95 |
+0.80 |
387 |
3,823 |
+175 |
| Jun12 |
111104 |
137.00 |
137.42 |
137.00 |
137.42 |
+0.73 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
1,044,189 |
874,775 |
-15,420 |
| Euro-Bobl(EUREX) |
| Dec11 |
111104 |
123.08 |
123.58 |
122.96 |
123.41 |
+0.29 |
509,777 |
696,438 |
-21,471 |
| Mar12 |
111104 |
123.56 |
123.85 |
123.36 |
123.75 |
+0.32 |
2,571 |
19,534 |
+2,545 |
| Jun12 |
111104 |
123.56 |
123.56 |
123.56 |
123.56 |
+0.29 |
|
|
|
| Total Volume and Open Interest |
548,323 |
715,972 |
-18,926 |
| 3-Mth Euribor(EUREX) |
| Dec11 |
111104 |
98.770 |
98.770 |
98.710 |
98.710 |
-0.075 |
40 |
1,926 |
-4 |
| Mar12 |
111104 |
98.930 |
98.940 |
98.890 |
98.890 |
-0.060 |
11 |
2,125 |
+7 |
| Jun12 |
111104 |
98.985 |
98.985 |
98.935 |
98.935 |
-0.060 |
11 |
985 |
+11 |
| Total Volume and Open Interest |
4,254 |
8,386 |
+22 |
| Long Gilt(LIFFE) |
| Dec11 |
111104 |
128~30 |
130~00 |
128~23 |
129~22 |
+0~15 |
150,786 |
305,177 |
-950 |
| Mar12 |
111104 |
112~27 |
113~21 |
112~22 |
113~13 |
+0~13 |
4,076 |
13,381 |
+606 |
| Total Volume and Open Interest |
154,862 |
318,558 |
-344 |
| 3-Mth Short Sterling(LIFFE) |
| Dec11 |
111104 |
98.92 |
98.95 |
98.91 |
98.92 |
unch |
27,186 |
354,316 |
-2,064 |
| Mar12 |
111104 |
98.91 |
98.91 |
98.85 |
98.88 |
-0.02 |
35,441 |
345,591 |
-6,463 |
| Jun12 |
111104 |
98.90 |
98.91 |
98.84 |
98.86 |
-0.04 |
34,613 |
208,385 |
-1,468 |
| Sep12 |
111104 |
98.90 |
98.90 |
98.84 |
98.86 |
-0.03 |
36,085 |
230,002 |
-3,193 |
| Dec12 |
111104 |
98.86 |
98.87 |
98.81 |
98.83 |
-0.03 |
32,945 |
196,994 |
-1,061 |
| Mar13 |
111104 |
98.85 |
98.85 |
98.80 |
98.82 |
-0.01 |
28,298 |
171,328 |
-5,422 |
| Total Volume and Open Interest |
265,283 |
1,951,801 |
-11,537 |
| 3-Mth Euribor(LIFFE) |
| Dec11 |
111104 |
98.785 |
98.800 |
98.675 |
98.710 |
-0.075 |
169,718 |
723,640 |
+8,142 |
| Mar12 |
111104 |
98.950 |
98.960 |
98.885 |
98.890 |
-0.055 |
97,892 |
536,790 |
-16,475 |
| Jun12 |
111104 |
98.995 |
99.005 |
98.930 |
98.935 |
-0.055 |
76,373 |
377,261 |
+383 |
| Total Volume and Open Interest |
716,979 |
3,443,083 |
+5,926 |
| 3-Mth Aus T-Bills(SFE) |
| Dec11 |
111104 |
95.60 |
95.61 |
95.52 |
95.53 |
-0.06 |
14,166 |
220,342 |
-2,161 |
| Mar12 |
111104 |
96.00 |
96.02 |
95.91 |
95.96 |
-0.04 |
15,283 |
187,853 |
+2,134 |
| Jun12 |
111104 |
96.15 |
96.18 |
96.05 |
96.11 |
-0.04 |
8,155 |
117,423 |
-33 |
| Sep12 |
111104 |
96.16 |
96.18 |
96.04 |
96.09 |
-0.06 |
2,803 |
79,997 |
+366 |
| Dec12 |
111104 |
96.06 |
96.06 |
95.96 |
96.01 |
-0.05 |
1,520 |
49,960 |
-332 |
| Mar13 |
111104 |
95.97 |
95.98 |
95.87 |
95.91 |
-0.04 |
1,467 |
46,151 |
-174 |
| Jun13 |
111104 |
95.95 |
95.95 |
95.84 |
95.87 |
-0.04 |
1,249 |
31,434 |
-456 |
| Sep13 |
111104 |
95.87 |
95.87 |
95.74 |
95.82 |
-0.02 |
315 |
14,882 |
+18 |
| Dec13 |
111104 |
95.68 |
95.68 |
95.68 |
95.68 |
-0.04 |
13 |
3,645 |
+8 |
| Mar14 |
111104 |
95.55 |
95.55 |
95.53 |
95.53 |
-0.06 |
2 |
464 |
+2 |
| Total Volume and Open Interest |
44,973 |
752,228 |
-628 |
| 10-Year Aus T-Bonds(SFE) |
| Dec11 |
111104 |
95.76 |
95.77 |
95.64 |
95.66 |
-0.09 |
39,474 |
384,588 |
+4,159 |
| Mar12 |
111104 |
95.66 |
95.66 |
95.66 |
95.66 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
39,474 |
384,588 |
+4,159 |
| 3-Year Aus T-Bonds(SFE) |
| Dec11 |
111104 |
96.39 |
96.41 |
96.26 |
96.30 |
-0.09 |
107,175 |
525,855 |
-15,673 |
| Mar12 |
111104 |
96.30 |
96.30 |
96.30 |
96.30 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
107,175 |
525,855 |
-15,673 |
| Gold(CMX) |
| Dec11 |
111104 |
1766.5 |
1766.5 |
1749.8 |
1756.1 |
-9.0 |
148,068 |
259,362 |
+1,512 |
| Feb12 |
111104 |
1767.4 |
1767.4 |
1752.9 |
1758.3 |
-8.9 |
9,012 |
63,259 |
-151 |
| Apr12 |
111104 |
1764.8 |
1767.8 |
1756.5 |
1760.2 |
-8.9 |
2,044 |
16,636 |
+1,027 |
| Jun12 |
111104 |
1767.0 |
1767.7 |
1760.0 |
1762.1 |
-8.9 |
3,027 |
19,995 |
+772 |
| Aug12 |
111104 |
1768.5 |
1768.5 |
1760.0 |
1763.8 |
-8.9 |
659 |
7,785 |
+398 |
| Oct12 |
111104 |
1768.2 |
1768.2 |
1765.7 |
1765.7 |
-8.9 |
89 |
5,755 |
+85 |
| Dec12 |
111104 |
1773.3 |
1773.8 |
1764.0 |
1767.8 |
-9.0 |
279 |
16,703 |
+86 |
| Feb13 |
111104 |
1770.1 |
1770.1 |
1770.1 |
1770.1 |
-8.9 |
100 |
3,382 |
+0 |
| Apr13 |
111104 |
1772.5 |
1772.5 |
1772.5 |
1772.5 |
-8.9 |
36 |
473 |
+13 |
| Jun13 |
111104 |
1775.5 |
1775.5 |
1775.5 |
1775.5 |
-8.8 |
43 |
9,221 |
+35 |
| Aug13 |
111104 |
1778.5 |
1778.5 |
1778.5 |
1778.5 |
-8.8 |
0 |
45 |
+0 |
| Total Volume and Open Interest |
163,701 |
446,237 |
+3,802 |
| Silver(CMX) |
| Dec11 |
111104 |
3456.5 |
3475.0 |
3381.0 |
3408.4 |
-41.4 |
37,882 |
54,452 |
-1,799 |
| Mar12 |
111104 |
3405.0 |
3475.0 |
3391.0 |
3413.5 |
-41.3 |
4,547 |
18,026 |
+296 |
| May12 |
111104 |
3433.0 |
3433.0 |
3416.5 |
3416.5 |
-40.9 |
1,761 |
3,819 |
-43 |
| Jul12 |
111104 |
3441.0 |
3441.0 |
3418.6 |
3418.6 |
-40.5 |
599 |
3,405 |
+67 |
| Sep12 |
111104 |
3432.0 |
3432.0 |
3420.3 |
3420.3 |
-40.0 |
48 |
1,571 |
+1 |
| Dec12 |
111104 |
3438.0 |
3458.5 |
3411.0 |
3421.9 |
-39.6 |
1,165 |
11,737 |
-142 |
| Mar13 |
111104 |
3416.2 |
3416.2 |
3416.2 |
3416.2 |
-39.6 |
0 |
787 |
+0 |
| Total Volume and Open Interest |
46,279 |
107,089 |
-1,586 |
| Platinum(NYMEX) |
| Jan12 |
111104 |
1646.7 |
1646.7 |
1622.4 |
1629.3 |
-17.7 |
4,913 |
34,361 |
-163 |
| Apr12 |
111104 |
1630.0 |
1639.0 |
1630.0 |
1632.6 |
-17.6 |
27 |
3,290 |
+15 |
| Jul12 |
111104 |
1635.6 |
1635.6 |
1635.6 |
1635.6 |
-17.6 |
3 |
94 |
+0 |
| Oct12 |
111104 |
1639.1 |
1639.1 |
1639.1 |
1639.1 |
-17.6 |
0 |
49 |
+0 |
| Total Volume and Open Interest |
4,944 |
37,796 |
-152 |
| Palladium(NYMEX) |
| Dec11 |
111104 |
663.70 |
663.70 |
649.75 |
655.30 |
-6.80 |
2,189 |
17,526 |
-28 |
| Mar12 |
111104 |
7.29 |
7.29 |
653.50 |
1.69 |
-6.70 |
498 |
1,545 |
+438 |
| Jun12 |
111104 |
2.74 |
2.74 |
2.74 |
2.74 |
-6.70 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
2,687 |
19,077 |
+410 |
| Copper(CMX) |
| Dec11 |
111104 |
359.15 |
365.35 |
354.45 |
356.45 |
-2.40 |
38,032 |
61,547 |
-2,134 |
| Mar12 |
111104 |
360.50 |
367.00 |
356.50 |
358.50 |
-2.30 |
4,819 |
36,413 |
+158 |
| May12 |
111104 |
363.70 |
367.75 |
359.00 |
359.50 |
-2.30 |
1,973 |
11,340 |
+293 |
| Jul12 |
111104 |
360.30 |
360.45 |
360.25 |
360.30 |
-2.20 |
1,041 |
4,019 |
+473 |
| Sep12 |
111104 |
359.50 |
360.60 |
359.50 |
360.60 |
-2.20 |
170 |
1,801 |
+117 |
| Total Volume and Open Interest |
47,286 |
125,639 |
-724 |
| DJIA Index(CBOT) |
| Dec11 |
111104 |
11976 |
11999 |
11785 |
11941 |
-35 |
333 |
13,961 |
-469 |
| Mar12 |
111104 |
11871 |
11905 |
11871 |
11871 |
-34 |
0 |
200 |
+0 |
| Jun12 |
111104 |
11804 |
11838 |
11804 |
11804 |
-34 |
0 |
200 |
+0 |
| Sep12 |
111104 |
11741 |
11775 |
11741 |
11741 |
-34 |
|
|
|
| Total Volume and Open Interest |
333 |
14,361 |
-469 |
| E-mini DJIA Index(CBOT) |
| Dec11 |
111104 |
11981 |
12008 |
11790 |
11941 |
-35 |
119,672 |
82,317 |
-1,403 |
| Mar12 |
111104 |
11860 |
11909 |
11725 |
11871 |
-34 |
5 |
172 |
+2 |
| Jun12 |
111104 |
11804 |
11804 |
11804 |
11804 |
-34 |
0 |
5 |
+0 |
| Sep12 |
111104 |
11741 |
11741 |
11741 |
11741 |
-34 |
1 |
13 |
-1 |
| Total Volume and Open Interest |
119,678 |
82,507 |
-1,402 |
| S & P 500(CME) |
| Dec11 |
111104 |
1255.10 |
1258.40 |
1235.00 |
1251.10 |
-4.60 |
12,978 |
278,715 |
+1,627 |
| Mar12 |
111104 |
1245.10 |
1245.10 |
1228.70 |
1245.10 |
-4.60 |
114 |
11,587 |
+59 |
| Jun12 |
111104 |
1239.90 |
1239.90 |
1223.50 |
1239.90 |
-4.60 |
0 |
1,396 |
+0 |
| Sep12 |
111104 |
1233.90 |
1233.90 |
1217.50 |
1233.90 |
-4.60 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
13,092 |
291,810 |
+1,686 |
| S & P 500 E-Mini(Globex) |
| Dec11 |
111104 |
1255.75 |
1258.75 |
1234.50 |
1251.00 |
-4.75 |
2,264,238 |
2,810,930 |
-62,029 |
| Mar12 |
111104 |
1250.50 |
1252.25 |
1229.00 |
1245.00 |
-4.75 |
2,285 |
13,245 |
+476 |
| Total Volume and Open Interest |
2,266,526 |
2,824,367 |
-61,552 |
| NASDAQ 100(CME) |
| Dec11 |
111104 |
2363.30 |
2364.30 |
2327.00 |
2351.00 |
-10.00 |
2,427 |
30,838 |
+428 |
| Mar12 |
111104 |
2346.50 |
2350.30 |
2346.50 |
2346.50 |
-9.80 |
|
|
|
| Jun12 |
111104 |
2343.50 |
2347.30 |
2343.50 |
2343.50 |
-9.80 |
|
|
|
| Total Volume and Open Interest |
2,427 |
30,838 |
+428 |
| NASDAQ 100 E-Mini(Globex) |
| Dec11 |
111104 |
2362.00 |
2364.50 |
2327.00 |
2351.00 |
-10.00 |
285,448 |
327,884 |
-11,493 |
| Mar12 |
111104 |
2353.00 |
2355.00 |
2327.30 |
2346.50 |
-9.80 |
36 |
342 |
+2 |
| Total Volume and Open Interest |
285,484 |
328,239 |
-11,491 |
| S & P Midcap 400(CME) |
| Dec11 |
111104 |
885.50 |
899.00 |
882.00 |
899.00 |
+6.00 |
810 |
5,658 |
+662 |
| Mar12 |
111104 |
897.00 |
897.00 |
897.00 |
897.00 |
+6.00 |
|
|
|
| Jun12 |
111104 |
895.00 |
895.00 |
895.00 |
895.00 |
+6.00 |
|
|
|
| Total Volume and Open Interest |
810 |
5,658 |
+662 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec11 |
111104 |
8785 |
8815 |
8715 |
8745 |
-50 |
6,207 |
29,195 |
+406 |
| Mar12 |
111104 |
8750 |
8800 |
8750 |
8750 |
-50 |
10 |
17 |
+0 |
| Total Volume and Open Interest |
6,217 |
29,212 |
+406 |
| Nikkei 225(SGX) |
| Dec11 |
111102 |
8785 |
8820 |
8640 |
8695 |
-150 |
160,769 |
214,422 |
+0 |
| Mar12 |
111102 |
8805 |
8805 |
8650 |
8685 |
-150 |
2,520 |
8,034 |
+0 |
| Jun12 |
111102 |
8610 |
8610 |
8610 |
8610 |
-150 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
163,505 |
229,911 |
+0 |
| CAC 40(EURONEXT) |
| Nov11 |
111104 |
3212.0 |
3224.0 |
3106.5 |
3117.5 |
-71.0 |
98,686 |
256,953 |
-2,289 |
| Dec11 |
111104 |
3217.0 |
3217.0 |
3104.5 |
3115.5 |
-71.0 |
629 |
47,494 |
+2 |
| Jan12 |
111104 |
3113.0 |
3113.0 |
3113.0 |
3113.0 |
-71.5 |
|
|
|
| Total Volume and Open Interest |
99,315 |
304,455 |
-2,287 |
| Hang Seng Index(HKFE) |
| Nov11 |
111104 |
19832 |
19973 |
19742 |
19892 |
+600 |
115,889 |
86,530 |
-1,868 |
| Dec11 |
111104 |
19783 |
19954 |
19732 |
19878 |
+598 |
861 |
10,505 |
+83 |
| Total Volume and Open Interest |
116,908 |
98,818 |
-1,761 |
| DAX(EUREX) |
| Dec11 |
111104 |
6180.0 |
6194.0 |
5932.0 |
5986.5 |
-171.5 |
166,075 |
153,549 |
-9,920 |
| Mar12 |
111104 |
6191.0 |
6198.0 |
5965.0 |
5998.0 |
-171.5 |
270 |
7,644 |
-14 |
| Jun12 |
111104 |
6201.0 |
6201.0 |
5985.0 |
6017.5 |
-170.5 |
121 |
938 |
+36 |
| Total Volume and Open Interest |
256,854 |
162,131 |
-9,898 |
| FT-SE 100(EURONEXT) |
| Dec11 |
111104 |
5551.00 |
5592.50 |
5482.00 |
5531.50 |
-14.00 |
152,273 |
625,724 |
-12,670 |
| Mar12 |
111104 |
5548.50 |
5548.50 |
5466.50 |
5496.50 |
-14.50 |
132 |
1,866 |
+2 |
| Jun12 |
111104 |
5459.00 |
5459.00 |
5459.00 |
5459.00 |
-14.00 |
0 |
379 |
+0 |
| Total Volume and Open Interest |
152,405 |
627,969 |
-12,668 |
| SPI 200(SFE) |
| Dec11 |
111104 |
4175.0 |
4290.0 |
4146.0 |
4285.0 |
+102.0 |
37,709 |
205,156 |
-11,323 |
| Mar12 |
111104 |
4136.0 |
4267.0 |
4136.0 |
4267.0 |
+104.0 |
50 |
2,508 |
-113 |
| Jun12 |
111104 |
4247.0 |
4278.0 |
4246.0 |
4278.0 |
+104.0 |
4 |
1,263 |
+4 |
| Total Volume and Open Interest |
37,768 |
211,790 |
-11,510 |
| GSCI(CME) |
| Nov11 |
111104 |
651.00 |
653.00 |
649.00 |
653.00 |
+2.00 |
199 |
7,846 |
+37 |
| Dec11 |
111104 |
652.00 |
654.00 |
650.00 |
654.00 |
+2.00 |
2 |
79 |
+0 |
| Jan12 |
111104 |
653.00 |
654.00 |
649.00 |
653.00 |
+2.00 |
|
|
|
| Total Volume and Open Interest |
201 |
7,925 |
+37 |
| 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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