|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue November 08, 2011 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov11 |
111108 |
1194.00 |
1206.50 |
1192.75 |
1195.25 |
+3.00 |
3,636 |
4,957 |
-946 |
| Jan12 |
111108 |
1203.25 |
1217.25 |
1199.75 |
1205.00 |
+3.25 |
59,001 |
240,806 |
-2,351 |
| Mar12 |
111108 |
1212.00 |
1227.00 |
1209.75 |
1214.75 |
+3.25 |
13,261 |
81,096 |
-2,134 |
| May12 |
111108 |
1223.50 |
1236.25 |
1219.50 |
1225.00 |
+3.50 |
7,328 |
72,139 |
+260 |
| Jul12 |
111108 |
1233.50 |
1246.00 |
1231.75 |
1234.25 |
+3.25 |
8,110 |
52,004 |
+242 |
| Aug12 |
111108 |
1235.00 |
1238.25 |
1230.00 |
1233.25 |
+3.25 |
11 |
580 |
-36 |
| Sep12 |
111108 |
1226.00 |
1226.00 |
1222.50 |
1226.00 |
+3.50 |
13 |
466 |
-2 |
| Total Volume and Open Interest |
94,325 |
512,243 |
-5,753 |
| Soybean Meal(CBOT) |
| Dec11 |
111108 |
309.60 |
313.00 |
307.00 |
307.60 |
-1.70 |
22,580 |
75,108 |
-3,351 |
| Jan12 |
111108 |
311.40 |
314.80 |
309.60 |
309.60 |
-1.60 |
8,613 |
26,875 |
+918 |
| Mar12 |
111108 |
314.30 |
317.20 |
312.10 |
312.10 |
-1.60 |
2,983 |
24,424 |
+94 |
| May12 |
111108 |
316.80 |
319.60 |
314.50 |
314.50 |
-1.70 |
1,668 |
22,779 |
+322 |
| Jul12 |
111108 |
319.90 |
322.70 |
310.70 |
317.40 |
-1.90 |
1,777 |
16,801 |
-673 |
| Aug12 |
111108 |
321.60 |
323.20 |
311.30 |
317.70 |
-2.10 |
565 |
3,345 |
+117 |
| Sep12 |
111108 |
321.70 |
322.80 |
317.30 |
317.30 |
-2.70 |
261 |
3,869 |
-69 |
| Oct12 |
111108 |
319.60 |
320.50 |
314.20 |
314.20 |
-3.60 |
42 |
2,637 |
-18 |
| Total Volume and Open Interest |
39,473 |
189,645 |
-2,831 |
| Soybean Oil(CBOT) |
| Dec11 |
111108 |
51.20 |
51.94 |
51.01 |
51.85 |
+0.65 |
39,797 |
106,604 |
-2,249 |
| Jan12 |
111108 |
51.46 |
52.20 |
51.27 |
52.10 |
+0.64 |
14,334 |
72,021 |
-2,054 |
| Mar12 |
111108 |
51.84 |
52.53 |
51.61 |
52.42 |
+0.62 |
5,806 |
46,212 |
-923 |
| May12 |
111108 |
52.20 |
52.88 |
52.00 |
52.78 |
+0.61 |
3,118 |
31,583 |
+145 |
| Jul12 |
111108 |
52.51 |
53.21 |
52.46 |
53.10 |
+0.62 |
1,572 |
22,067 |
+317 |
| Aug12 |
111108 |
53.06 |
53.22 |
52.95 |
53.22 |
+0.64 |
88 |
3,210 |
+9 |
| Sep12 |
111108 |
53.10 |
53.32 |
53.00 |
53.32 |
+0.64 |
83 |
3,489 |
+16 |
| Oct12 |
111108 |
52.92 |
53.35 |
52.88 |
53.30 |
+0.66 |
21 |
3,657 |
+9 |
| Total Volume and Open Interest |
65,608 |
301,837 |
-4,719 |
| Canola(WCE) |
| Nov11 |
111108 |
523.3 |
523.3 |
523.3 |
523.3 |
-2.1 |
0 |
10 |
-27 |
| Jan12 |
111108 |
528.5 |
533.0 |
525.0 |
525.3 |
-2.1 |
5,538 |
107,315 |
-781 |
| Mar12 |
111108 |
533.3 |
538.8 |
530.6 |
530.9 |
-1.8 |
830 |
24,859 |
+159 |
| May12 |
111108 |
539.8 |
542.7 |
534.7 |
535.2 |
-1.8 |
696 |
13,977 |
+194 |
| Jul12 |
111108 |
547.5 |
549.0 |
540.1 |
540.9 |
-2.4 |
497 |
5,399 |
-42 |
| Total Volume and Open Interest |
8,143 |
164,046 |
-528 |
| Corn(CBOT) |
| Dec11 |
111108 |
653.00 |
664.00 |
652.00 |
660.50 |
+7.25 |
155,020 |
454,247 |
-19,884 |
| Mar12 |
111108 |
665.00 |
674.75 |
663.25 |
671.00 |
+5.75 |
71,139 |
325,168 |
-3,993 |
| May12 |
111108 |
672.00 |
681.75 |
671.25 |
678.25 |
+5.50 |
17,303 |
90,958 |
-519 |
| Jul12 |
111108 |
676.50 |
685.50 |
675.00 |
681.25 |
+4.50 |
17,253 |
122,230 |
-801 |
| Sep12 |
111108 |
633.00 |
638.25 |
632.25 |
636.25 |
+2.50 |
1,329 |
30,922 |
-403 |
| Dec12 |
111108 |
611.50 |
617.00 |
610.50 |
614.25 |
+2.25 |
21,407 |
147,174 |
+4,005 |
| Total Volume and Open Interest |
283,676 |
1,217,936 |
-21,799 |
| Wheat(CBOT) |
| Dec11 |
111108 |
638.75 |
659.25 |
636.75 |
657.00 |
+18.25 |
52,917 |
164,302 |
-5,558 |
| Mar12 |
111108 |
665.50 |
682.00 |
663.00 |
679.50 |
+13.25 |
26,365 |
113,985 |
+1,153 |
| May12 |
111108 |
687.75 |
702.75 |
685.00 |
700.25 |
+12.00 |
6,906 |
38,694 |
+1,716 |
| Jul12 |
111108 |
702.75 |
718.00 |
699.25 |
715.25 |
+11.25 |
5,890 |
63,392 |
-2,565 |
| Sep12 |
111108 |
728.00 |
741.75 |
724.50 |
739.00 |
+9.75 |
3,574 |
10,342 |
+1,010 |
| Total Volume and Open Interest |
99,607 |
429,643 |
-4,270 |
| Wheat(KCBT) |
| Dec11 |
111108 |
724.00 |
740.25 |
720.00 |
738.50 |
+14.00 |
7,275 |
50,670 |
-515 |
| Mar12 |
111108 |
734.75 |
749.00 |
732.00 |
748.25 |
+12.75 |
4,432 |
53,209 |
+808 |
| May12 |
111108 |
742.00 |
758.25 |
741.00 |
757.00 |
+12.50 |
621 |
9,814 |
+162 |
| Jul12 |
111108 |
751.50 |
766.25 |
748.50 |
766.25 |
+12.75 |
2,417 |
34,317 |
-624 |
| Sep12 |
111108 |
764.25 |
780.25 |
764.25 |
780.25 |
+11.25 |
298 |
3,669 |
+188 |
| Total Volume and Open Interest |
15,226 |
155,918 |
+15 |
| Wheat(MGE) |
| Dec11 |
111108 |
929.50 |
968.00 |
929.50 |
946.25 |
+18.00 |
329 |
9,538 |
+469 |
| Mar12 |
111108 |
862.00 |
885.50 |
861.25 |
880.50 |
+16.75 |
1,809 |
17,280 |
+247 |
| May12 |
111108 |
837.75 |
865.25 |
837.75 |
857.00 |
+20.75 |
319 |
5,373 |
-70 |
| Jul12 |
111108 |
828.00 |
860.75 |
827.50 |
850.25 |
+20.75 |
373 |
5,830 |
+58 |
| Sep12 |
111108 |
810.75 |
841.25 |
810.75 |
836.00 |
+24.25 |
81 |
2,971 |
+15 |
| Total Volume and Open Interest |
3,001 |
42,975 |
+739 |
| Oats(CBOT) |
| Dec11 |
111108 |
324.50 |
328.00 |
322.00 |
328.00 |
+3.00 |
333 |
7,642 |
-595 |
| Mar12 |
111108 |
332.75 |
335.00 |
331.00 |
333.50 |
-0.50 |
123 |
7,756 |
+8 |
| May12 |
111108 |
340.00 |
340.50 |
338.00 |
340.00 |
-1.00 |
0 |
329 |
-2 |
| Jul12 |
111108 |
346.00 |
347.00 |
346.00 |
346.00 |
-1.00 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
456 |
15,873 |
-589 |
| Rough Rice(CBOT) |
| Nov11 |
111108 |
15.88 |
15.90 |
15.71 |
15.71 |
-0.19 |
0 |
115 |
-120 |
| Jan12 |
111108 |
16.12 |
16.23 |
15.93 |
15.94 |
-0.19 |
529 |
10,698 |
-1,695 |
| Mar12 |
111108 |
16.37 |
16.50 |
16.23 |
16.23 |
-0.19 |
137 |
3,711 |
-19 |
| May12 |
111108 |
16.75 |
16.75 |
16.51 |
16.51 |
-0.18 |
19 |
414 |
-1 |
| Total Volume and Open Interest |
685 |
15,554 |
-1,968 |
| Live Cattle(CME) |
| Dec11 |
111108 |
123.600 |
124.080 |
122.680 |
122.750 |
-0.650 |
31,663 |
114,570 |
-4,495 |
| Feb12 |
111108 |
125.635 |
126.200 |
124.750 |
124.800 |
-0.485 |
23,727 |
89,023 |
+96 |
| Apr12 |
111108 |
129.000 |
129.550 |
128.200 |
128.250 |
-0.350 |
9,655 |
74,415 |
+2,980 |
| Jun12 |
111108 |
127.080 |
127.500 |
126.500 |
126.730 |
-0.120 |
4,024 |
34,169 |
+701 |
| Aug12 |
111108 |
126.900 |
127.230 |
126.400 |
126.580 |
-0.150 |
1,035 |
7,843 |
+411 |
| Oct12 |
111108 |
128.985 |
129.500 |
128.800 |
129.150 |
+0.050 |
183 |
3,156 |
-722 |
| Total Volume and Open Interest |
70,484 |
325,072 |
-1,400 |
| Feeder Cattle(CME) |
| Nov11 |
111108 |
142.285 |
142.650 |
141.500 |
141.550 |
-0.485 |
1,259 |
4,854 |
-679 |
| Jan12 |
111108 |
146.500 |
147.250 |
145.485 |
145.500 |
-1.285 |
2,833 |
15,861 |
+14 |
| Mar12 |
111108 |
147.250 |
147.985 |
146.400 |
146.500 |
-1.050 |
1,283 |
6,214 |
+196 |
| Apr12 |
111108 |
148.700 |
149.185 |
147.575 |
147.700 |
-0.735 |
425 |
2,023 |
+161 |
| May12 |
111108 |
148.880 |
149.400 |
148.100 |
148.130 |
-0.445 |
524 |
2,299 |
+173 |
| Aug12 |
111108 |
149.685 |
150.130 |
148.880 |
149.200 |
+0.165 |
306 |
2,102 |
+20 |
| Sep12 |
111108 |
149.300 |
149.400 |
148.900 |
149.400 |
-0.500 |
46 |
211 |
+24 |
| Total Volume and Open Interest |
6,701 |
33,583 |
-79 |
| Lean Hogs(CME) |
| Dec11 |
111108 |
85.730 |
85.730 |
85.135 |
85.230 |
-0.405 |
15,789 |
83,767 |
-2,674 |
| Feb12 |
111108 |
88.535 |
88.750 |
87.250 |
87.330 |
-1.070 |
11,855 |
70,488 |
+41 |
| Apr12 |
111108 |
92.180 |
92.350 |
91.000 |
91.400 |
-0.800 |
4,268 |
52,762 |
-338 |
| May12 |
111108 |
97.650 |
97.650 |
96.900 |
97.400 |
-0.550 |
47 |
1,945 |
-176 |
| Jun12 |
111108 |
99.135 |
99.450 |
98.150 |
98.635 |
-0.615 |
2,411 |
31,610 |
-2,513 |
| Jul12 |
111108 |
98.480 |
98.600 |
97.400 |
98.000 |
-0.450 |
212 |
8,296 |
-1,025 |
| Aug12 |
111108 |
97.480 |
97.785 |
96.430 |
96.930 |
-0.550 |
941 |
9,230 |
-1,126 |
| Oct12 |
111108 |
86.080 |
86.450 |
85.300 |
85.600 |
-0.700 |
130 |
4,633 |
-211 |
| Total Volume and Open Interest |
35,664 |
264,467 |
-8,224 |
| Class III Milk(CME) |
| Nov11 |
111108 |
18.90 |
18.96 |
18.80 |
18.87 |
-0.06 |
289 |
5,340 |
-229 |
| Dec11 |
111108 |
18.23 |
18.43 |
18.23 |
18.41 |
+0.18 |
524 |
5,824 |
-27 |
| Jan12 |
111108 |
17.25 |
17.35 |
17.23 |
17.33 |
+0.10 |
156 |
2,975 |
-20 |
| Feb12 |
111108 |
16.70 |
16.73 |
16.65 |
16.70 |
+0.05 |
71 |
2,511 |
-47 |
| Mar12 |
111108 |
16.53 |
16.54 |
16.48 |
16.49 |
+0.01 |
30 |
2,150 |
-91 |
| Total Volume and Open Interest |
1,138 |
29,399 |
-6,100 |
| Cocoa(ICE) |
| Dec11 |
111108 |
2729 |
2739 |
2643 |
2663 |
-65 |
21,183 |
50,050 |
-4,955 |
| Mar12 |
111108 |
2748 |
2760 |
2665 |
2689 |
-61 |
14,482 |
77,552 |
+5,601 |
| May12 |
111108 |
2768 |
2769 |
2678 |
2699 |
-63 |
3,032 |
26,932 |
+1,572 |
| Jul12 |
111108 |
2780 |
2780 |
2704 |
2716 |
-59 |
577 |
11,834 |
+213 |
| Sep12 |
111108 |
2766 |
2766 |
2714 |
2727 |
-57 |
204 |
11,888 |
-40 |
| Dec12 |
111108 |
2781 |
2781 |
2737 |
2737 |
-58 |
195 |
11,739 |
+150 |
| Mar13 |
111108 |
2760 |
2760 |
2730 |
2746 |
-57 |
71 |
3,161 |
+58 |
| Total Volume and Open Interest |
39,744 |
195,756 |
+2,599 |
| Coffee "C"(ICE) |
| Dec11 |
111108 |
234.90 |
237.30 |
228.70 |
229.60 |
-3.40 |
11,895 |
49,066 |
-2,154 |
| Mar12 |
111108 |
237.50 |
240.60 |
231.85 |
232.85 |
-3.55 |
7,168 |
38,479 |
-395 |
| May12 |
111108 |
240.35 |
242.55 |
234.20 |
234.75 |
-3.75 |
1,720 |
17,420 |
+180 |
| Jul12 |
111108 |
242.05 |
243.35 |
235.45 |
236.20 |
-3.80 |
148 |
4,373 |
-223 |
| Sep12 |
111108 |
242.40 |
243.60 |
236.70 |
236.80 |
-3.70 |
105 |
5,241 |
-367 |
| Dec12 |
111108 |
241.10 |
243.45 |
236.60 |
236.95 |
-3.15 |
27 |
2,723 |
-114 |
| Total Volume and Open Interest |
21,078 |
118,328 |
-3,094 |
| Orange Juice(ICE) |
| Nov11 |
111108 |
197.00 |
199.00 |
191.80 |
191.80 |
-3.00 |
6 |
230 |
-5 |
| Jan12 |
111108 |
173.90 |
175.15 |
172.65 |
172.95 |
-0.20 |
545 |
19,902 |
-85 |
| Mar12 |
111108 |
168.00 |
169.70 |
167.50 |
167.75 |
-0.40 |
79 |
4,585 |
+115 |
| May12 |
111108 |
167.60 |
167.75 |
166.90 |
167.30 |
+0.05 |
36 |
1,640 |
+25 |
| Jul12 |
111108 |
167.65 |
167.65 |
167.65 |
167.65 |
-0.10 |
0 |
342 |
+10 |
| Sep12 |
111108 |
166.65 |
166.65 |
166.65 |
166.65 |
-0.10 |
0 |
53 |
+0 |
| Total Volume and Open Interest |
666 |
26,766 |
+60 |
| Sugar #11(ICE) |
| Mar12 |
111108 |
25.32 |
26.18 |
25.19 |
25.91 |
+0.59 |
25,726 |
226,995 |
-6,018 |
| May12 |
111108 |
24.72 |
25.45 |
24.59 |
25.23 |
+0.50 |
7,949 |
80,249 |
-519 |
| Jul12 |
111108 |
24.15 |
24.84 |
24.04 |
24.68 |
+0.50 |
3,935 |
72,762 |
-103 |
| Oct12 |
111108 |
23.90 |
24.50 |
23.80 |
24.40 |
+0.46 |
994 |
44,326 |
+2 |
| Mar13 |
111108 |
24.06 |
24.64 |
24.02 |
24.55 |
+0.44 |
643 |
30,358 |
-225 |
| Total Volume and Open Interest |
39,589 |
486,996 |
-7,057 |
| London Cocoa(LCE) |
| Dec11 |
111108 |
1692 |
1693 |
1643 |
1652 |
-37 |
6,390 |
80,314 |
-311 |
| Mar12 |
111108 |
1712 |
1713 |
1662 |
1673 |
-36 |
12,439 |
55,416 |
-816 |
| May12 |
111108 |
1727 |
1727 |
1680 |
1688 |
-37 |
1,367 |
18,068 |
+70 |
| Jul12 |
111108 |
1740 |
1741 |
1703 |
1703 |
-36 |
226 |
19,406 |
-32 |
| Sep12 |
111108 |
1753 |
1753 |
1708 |
1708 |
-44 |
370 |
15,220 |
+174 |
| Dec12 |
111108 |
1761 |
1762 |
1725 |
1725 |
-36 |
554 |
12,326 |
+521 |
| Mar13 |
111108 |
1776 |
1776 |
1738 |
1738 |
-36 |
47 |
2,762 |
+27 |
| Total Volume and Open Interest |
21,393 |
204,419 |
-367 |
| London Sugar(LCE) |
| Dec11 |
111108 |
674.80 |
686.20 |
672.00 |
685.80 |
+10.60 |
2,898 |
14,211 |
-1,182 |
| Mar12 |
111108 |
648.00 |
661.00 |
645.40 |
660.70 |
+10.70 |
2,485 |
19,700 |
+417 |
| May12 |
111108 |
636.60 |
647.70 |
633.60 |
647.10 |
+8.50 |
612 |
7,193 |
-45 |
| Aug12 |
111108 |
626.80 |
638.80 |
625.00 |
637.80 |
+8.70 |
252 |
4,472 |
+131 |
| Oct12 |
111108 |
622.30 |
632.20 |
621.60 |
632.20 |
+8.30 |
143 |
2,539 |
+12 |
| Total Volume and Open Interest |
6,431 |
49,907 |
-627 |
| Cotton(ICE) |
| Dec11 |
111108 |
96.98 |
97.96 |
95.96 |
97.62 |
+0.86 |
7,235 |
70,837 |
-1,297 |
| Mar12 |
111108 |
97.07 |
97.95 |
96.30 |
97.63 |
+0.75 |
5,935 |
60,691 |
+342 |
| May12 |
111108 |
97.68 |
98.61 |
96.86 |
98.31 |
+0.82 |
1,339 |
12,488 |
+545 |
| Jul12 |
111108 |
97.75 |
98.85 |
96.96 |
98.58 |
+1.08 |
1,260 |
13,840 |
+20 |
| Oct12 |
111108 |
99.10 |
100.41 |
98.54 |
100.41 |
+1.24 |
18 |
46 |
+17 |
| Dec12 |
111108 |
96.00 |
97.66 |
96.00 |
97.48 |
+0.98 |
270 |
5,882 |
+184 |
| Total Volume and Open Interest |
16,068 |
164,873 |
-184 |
| Lumber(CME) |
| Nov11 |
111108 |
218.8 |
219.5 |
216.0 |
218.0 |
-2.9 |
255 |
879 |
-51 |
| Jan12 |
111108 |
234.2 |
234.8 |
230.2 |
231.3 |
-2.0 |
247 |
6,632 |
-161 |
| Mar12 |
111108 |
252.4 |
252.5 |
248.2 |
248.7 |
-3.8 |
80 |
1,894 |
+37 |
| May12 |
111108 |
264.0 |
264.0 |
262.3 |
263.0 |
-1.0 |
2 |
194 |
+2 |
| Total Volume and Open Interest |
586 |
9,696 |
-170 |
| Crude Oil(NYM) |
| Dec11 |
111108 |
95.87 |
97.08 |
95.23 |
96.80 |
+1.28 |
295,457 |
269,084 |
-12,216 |
| Jan12 |
111108 |
95.74 |
96.97 |
95.15 |
96.70 |
+1.25 |
86,890 |
218,166 |
+8,204 |
| Feb12 |
111108 |
95.64 |
96.86 |
95.18 |
96.64 |
+1.23 |
31,938 |
67,199 |
+58 |
| Mar12 |
111108 |
95.50 |
96.80 |
95.16 |
96.59 |
+1.20 |
22,979 |
71,524 |
+1,764 |
| Apr12 |
111108 |
96.00 |
96.55 |
95.44 |
96.51 |
+1.15 |
10,286 |
33,168 |
-1,950 |
| May12 |
111108 |
96.34 |
96.46 |
95.46 |
96.42 |
+1.09 |
6,433 |
27,964 |
-333 |
| Jun12 |
111108 |
95.32 |
96.43 |
95.00 |
96.29 |
+1.03 |
19,243 |
75,727 |
+514 |
| Jul12 |
111108 |
95.48 |
96.25 |
95.01 |
96.15 |
+0.98 |
2,919 |
31,911 |
+564 |
| Aug12 |
111108 |
95.50 |
96.00 |
95.05 |
95.99 |
+0.92 |
1,585 |
22,311 |
+18 |
| Sep12 |
111108 |
95.55 |
95.83 |
94.89 |
95.83 |
+0.87 |
2,413 |
21,513 |
+89 |
| Oct12 |
111108 |
95.20 |
95.68 |
94.77 |
95.68 |
+0.83 |
675 |
23,014 |
+25 |
| Nov12 |
111108 |
95.06 |
95.57 |
94.68 |
95.57 |
+0.79 |
1,002 |
24,304 |
+251 |
| Dec12 |
111108 |
94.71 |
95.57 |
94.42 |
95.46 |
+0.74 |
19,981 |
163,228 |
-266 |
| Jan13 |
111108 |
95.23 |
95.23 |
95.23 |
95.23 |
+0.71 |
903 |
26,838 |
-82 |
| Feb13 |
111108 |
94.59 |
94.97 |
94.59 |
94.97 |
+0.67 |
182 |
10,763 |
+78 |
| Mar13 |
111108 |
94.75 |
94.75 |
94.75 |
94.75 |
+0.65 |
147 |
8,869 |
+35 |
| Total Volume and Open Interest |
517,985 |
1,347,739 |
-2,027 |
| e-miNY Crude Oil(NYM) |
| Nov11 |
111019 |
88.200 |
89.500 |
86.100 |
86.100 |
-2.250 |
5,853 |
2,683 |
-142 |
| Dec11 |
111108 |
95.650 |
97.075 |
95.275 |
96.800 |
+1.275 |
10,202 |
3,432 |
+264 |
| Jan12 |
111108 |
95.700 |
96.900 |
95.200 |
96.700 |
+1.250 |
243 |
373 |
+16 |
| Feb12 |
111108 |
95.700 |
96.650 |
95.600 |
96.650 |
+1.250 |
10 |
138 |
-2 |
| Mar12 |
111108 |
96.250 |
96.600 |
95.800 |
96.600 |
+1.200 |
64 |
129 |
+55 |
| Apr12 |
111108 |
95.775 |
96.500 |
95.775 |
96.500 |
+1.150 |
1 |
24 |
+1 |
| May12 |
111108 |
95.600 |
96.425 |
95.600 |
96.425 |
+1.100 |
0 |
7 |
+0 |
| Jun12 |
111108 |
95.200 |
96.300 |
95.200 |
96.300 |
+1.050 |
0 |
11 |
+0 |
| Jul12 |
111108 |
96.150 |
96.150 |
96.150 |
96.150 |
+0.975 |
0 |
4 |
+0 |
| Aug12 |
111108 |
96.000 |
96.000 |
96.000 |
96.000 |
+0.925 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
10,520 |
4,348 |
+334 |
| Heating Oil(NYM) |
| Dec11 |
111108 |
312.33 |
315.74 |
310.36 |
311.61 |
-0.37 |
37,951 |
87,111 |
-1,193 |
| Jan12 |
111108 |
311.98 |
315.94 |
310.79 |
311.95 |
+0.03 |
12,888 |
56,854 |
+1,800 |
| Feb12 |
111108 |
310.20 |
314.81 |
310.20 |
311.16 |
+0.55 |
7,104 |
32,604 |
-221 |
| Mar12 |
111108 |
308.92 |
313.06 |
308.52 |
309.72 |
+0.95 |
4,815 |
26,024 |
+609 |
| Apr12 |
111108 |
308.34 |
309.47 |
305.85 |
306.70 |
+1.55 |
1,916 |
13,677 |
+298 |
| May12 |
111108 |
304.62 |
304.77 |
302.35 |
303.64 |
+2.17 |
2,329 |
9,396 |
+205 |
| Jun12 |
111108 |
299.68 |
303.61 |
299.53 |
301.98 |
+2.60 |
2,892 |
33,057 |
+43 |
| Jul12 |
111108 |
301.52 |
302.68 |
299.42 |
301.80 |
+2.71 |
260 |
7,715 |
+36 |
| Aug12 |
111108 |
302.21 |
302.81 |
301.92 |
301.95 |
+2.69 |
363 |
4,152 |
-31 |
| Sep12 |
111108 |
301.96 |
302.35 |
301.96 |
302.35 |
+2.67 |
95 |
4,839 |
-5 |
| Oct12 |
111108 |
303.50 |
303.50 |
300.20 |
303.16 |
+2.68 |
32 |
1,973 |
+14 |
| Nov12 |
111108 |
303.97 |
303.97 |
303.97 |
303.97 |
+2.69 |
28 |
1,379 |
+5 |
| Total Volume and Open Interest |
71,736 |
296,312 |
+1,602 |
| Gasoline(NYMEX) |
| Dec11 |
111108 |
273.57 |
275.76 |
269.11 |
270.64 |
-2.18 |
46,204 |
79,397 |
-4,581 |
| Jan12 |
111108 |
271.73 |
273.98 |
268.38 |
269.76 |
-1.49 |
23,084 |
48,559 |
+1,240 |
| Feb12 |
111108 |
270.72 |
273.26 |
268.36 |
269.69 |
-0.93 |
9,739 |
23,486 |
+807 |
| Mar12 |
111108 |
271.36 |
273.50 |
269.22 |
270.51 |
-0.55 |
4,937 |
25,011 |
-50 |
| Apr12 |
111108 |
285.50 |
286.30 |
283.50 |
284.40 |
+0.11 |
2,238 |
20,161 |
+185 |
| May12 |
111108 |
283.24 |
285.78 |
282.72 |
284.06 |
+0.47 |
1,447 |
11,209 |
-508 |
| Jun12 |
111108 |
281.80 |
284.35 |
280.93 |
282.35 |
+0.75 |
1,941 |
19,656 |
+25 |
| Jul12 |
111108 |
280.22 |
280.22 |
280.22 |
280.22 |
+0.89 |
891 |
6,364 |
+341 |
| Aug12 |
111108 |
277.90 |
277.90 |
277.90 |
277.90 |
+1.02 |
654 |
6,134 |
+257 |
| Sep12 |
111108 |
275.45 |
275.45 |
275.45 |
275.45 |
+1.10 |
82 |
6,233 |
+62 |
| Total Volume and Open Interest |
91,548 |
265,481 |
-2,245 |
| e-miNY RBOB Gasoline(NYM) |
| Dec11 |
111108 |
270.60 |
270.64 |
270.60 |
270.60 |
-2.20 |
|
|
|
| Jan12 |
111108 |
269.80 |
269.80 |
269.76 |
269.80 |
-1.50 |
0 |
1 |
+0 |
| Feb12 |
111108 |
269.70 |
269.70 |
269.69 |
269.70 |
-0.90 |
0 |
1 |
+0 |
| Mar12 |
111108 |
270.50 |
270.51 |
270.50 |
270.50 |
-0.60 |
|
|
|
| Total Volume and Open Interest |
0 |
2 |
+0 |
| Natural Gas(NYM) |
| Dec11 |
111108 |
3.704 |
3.769 |
3.658 |
3.745 |
+0.049 |
112,541 |
131,254 |
-10,301 |
| Jan12 |
111108 |
3.809 |
3.865 |
3.760 |
3.843 |
+0.040 |
51,573 |
250,815 |
+2,073 |
| Feb12 |
111108 |
3.819 |
3.881 |
3.780 |
3.859 |
+0.043 |
19,846 |
73,864 |
-3,141 |
| Mar12 |
111108 |
3.792 |
3.852 |
3.750 |
3.832 |
+0.040 |
24,935 |
101,744 |
+4,478 |
| Apr12 |
111108 |
3.791 |
3.851 |
3.753 |
3.832 |
+0.040 |
16,647 |
95,369 |
+3,030 |
| May12 |
111108 |
3.828 |
3.888 |
3.794 |
3.869 |
+0.039 |
4,031 |
34,939 |
-539 |
| Jun12 |
111108 |
3.860 |
3.923 |
3.831 |
3.909 |
+0.039 |
1,876 |
17,098 |
-248 |
| Jul12 |
111108 |
3.907 |
3.969 |
3.881 |
3.955 |
+0.039 |
1,247 |
18,283 |
-471 |
| Aug12 |
111108 |
3.925 |
3.995 |
3.908 |
3.983 |
+0.039 |
940 |
12,955 |
-424 |
| Sep12 |
111108 |
3.938 |
3.999 |
3.914 |
3.984 |
+0.038 |
721 |
10,040 |
-227 |
| Oct12 |
111108 |
3.976 |
4.034 |
3.941 |
4.020 |
+0.038 |
4,944 |
54,655 |
-590 |
| Nov12 |
111108 |
4.111 |
4.172 |
4.098 |
4.162 |
+0.035 |
1,135 |
18,194 |
-30 |
| Dec12 |
111108 |
4.376 |
4.438 |
4.366 |
4.427 |
+0.032 |
1,422 |
19,563 |
-139 |
| Jan13 |
111108 |
4.499 |
4.563 |
4.489 |
4.550 |
+0.028 |
1,895 |
29,387 |
-479 |
| Feb13 |
111108 |
4.510 |
4.550 |
4.480 |
4.538 |
+0.028 |
112 |
5,143 |
-270 |
| Mar13 |
111108 |
4.462 |
4.504 |
4.444 |
4.489 |
+0.027 |
867 |
13,191 |
-124 |
| Total Volume and Open Interest |
247,019 |
961,831 |
-7,317 |
| Brent Crude Oil(ICE) |
| Dec11 |
111108 |
114.60 |
116.48 |
114.20 |
115.00 |
+0.44 |
178,385 |
143,883 |
-1,554 |
| Jan12 |
111108 |
113.22 |
115.00 |
112.81 |
113.84 |
+0.68 |
114,077 |
167,173 |
-173 |
| Feb12 |
111108 |
112.25 |
114.06 |
112.00 |
113.07 |
+0.73 |
45,154 |
97,597 |
+5,050 |
| Mar12 |
111108 |
111.70 |
113.33 |
111.36 |
112.42 |
+0.75 |
27,930 |
91,684 |
+3,164 |
| Apr12 |
111108 |
111.24 |
112.74 |
110.88 |
111.93 |
+0.76 |
12,372 |
32,466 |
+494 |
| May12 |
111108 |
110.81 |
112.31 |
110.51 |
111.54 |
+0.78 |
9,160 |
16,964 |
-286 |
| Jun12 |
111108 |
110.35 |
111.90 |
110.05 |
111.14 |
+0.79 |
23,699 |
58,370 |
+205 |
| Jul12 |
111108 |
110.50 |
111.10 |
110.09 |
110.72 |
+0.80 |
3,800 |
17,393 |
+323 |
| Aug12 |
111108 |
110.01 |
110.64 |
109.76 |
110.27 |
+0.80 |
2,830 |
17,892 |
+132 |
| Sep12 |
111108 |
109.90 |
109.90 |
109.76 |
109.76 |
+0.80 |
3,501 |
21,478 |
+589 |
| Oct12 |
111108 |
109.28 |
109.28 |
109.28 |
109.28 |
+0.80 |
2,261 |
10,402 |
-197 |
| Nov12 |
111108 |
108.82 |
108.82 |
108.82 |
108.82 |
+0.79 |
1,241 |
14,430 |
+161 |
| Dec12 |
111108 |
107.52 |
109.10 |
107.25 |
108.34 |
+0.77 |
20,601 |
103,116 |
+1,198 |
| Jan13 |
111108 |
107.95 |
107.95 |
107.95 |
107.95 |
+0.74 |
616 |
9,059 |
+217 |
| Total Volume and Open Interest |
456,934 |
955,560 |
+10,705 |
| Gas Oil(ICE) |
| Nov11 |
111108 |
985.75 |
1002.25 |
984.25 |
994.50 |
+10.00 |
45,776 |
63,172 |
-10,770 |
| Dec11 |
111108 |
973.75 |
986.75 |
970.75 |
979.50 |
+8.00 |
104,061 |
142,582 |
+11,053 |
| Jan12 |
111108 |
965.75 |
978.50 |
964.25 |
972.25 |
+7.75 |
43,199 |
76,177 |
+3,628 |
| Feb12 |
111108 |
958.75 |
971.25 |
957.00 |
965.50 |
+7.75 |
16,494 |
53,987 |
+2,062 |
| Mar12 |
111108 |
952.50 |
964.50 |
951.25 |
959.25 |
+7.75 |
8,282 |
33,787 |
+1,080 |
| Apr12 |
111108 |
947.50 |
959.00 |
946.75 |
954.25 |
+8.00 |
5,709 |
21,961 |
+469 |
| May12 |
111108 |
943.50 |
954.75 |
942.50 |
950.00 |
+8.00 |
4,393 |
20,989 |
+856 |
| Jun12 |
111108 |
942.00 |
954.00 |
940.75 |
948.00 |
+8.00 |
8,143 |
49,127 |
+1,288 |
| Jul12 |
111108 |
948.00 |
953.75 |
943.75 |
948.50 |
+7.75 |
1,872 |
15,762 |
-200 |
| Aug12 |
111108 |
950.25 |
954.25 |
944.25 |
948.75 |
+7.25 |
1,553 |
11,382 |
+132 |
| Total Volume and Open Interest |
246,067 |
587,147 |
+10,842 |
| Ethanol(CBOT) |
| Nov11 |
111103 |
2.806 |
2.845 |
2.790 |
2.790 |
+0.004 |
130 |
244 |
-76 |
| Dec11 |
111108 |
2.685 |
2.685 |
2.671 |
2.674 |
+0.015 |
45 |
1,268 |
+22 |
| Jan12 |
111108 |
2.499 |
2.500 |
2.490 |
2.495 |
+0.022 |
84 |
1,869 |
+32 |
| Feb12 |
111108 |
2.428 |
2.428 |
2.420 |
2.424 |
+0.027 |
45 |
1,278 |
+25 |
| Mar12 |
111108 |
2.429 |
2.430 |
2.425 |
2.428 |
+0.028 |
161 |
1,023 |
-105 |
| Apr12 |
111108 |
2.433 |
2.433 |
2.433 |
2.433 |
+0.027 |
10 |
683 |
-1 |
| May12 |
111108 |
2.456 |
2.456 |
2.456 |
2.456 |
+0.027 |
0 |
656 |
+0 |
| Jun12 |
111108 |
2.466 |
2.476 |
2.466 |
2.476 |
+0.030 |
5 |
558 |
+5 |
| Total Volume and Open Interest |
455 |
10,924 |
-72 |
| WTI Crude Oil(ICE) |
| Dec11 |
111108 |
95.74 |
97.07 |
95.24 |
96.80 |
+1.28 |
64,565 |
100,015 |
-555 |
| Jan12 |
111108 |
95.50 |
96.94 |
95.29 |
96.70 |
+1.25 |
23,928 |
50,785 |
+3,467 |
| Feb12 |
111108 |
95.50 |
96.84 |
95.15 |
96.64 |
+1.23 |
12,819 |
33,400 |
+288 |
| Mar12 |
111108 |
96.05 |
96.67 |
95.46 |
96.59 |
+1.20 |
9,369 |
18,869 |
+694 |
| Apr12 |
111108 |
95.36 |
96.59 |
95.36 |
96.51 |
+1.15 |
5,044 |
9,194 |
+97 |
| May12 |
111108 |
95.98 |
96.44 |
95.27 |
96.42 |
+1.09 |
3,395 |
8,601 |
+195 |
| Jun12 |
111108 |
95.22 |
96.41 |
95.14 |
96.29 |
+1.03 |
6,037 |
40,455 |
+318 |
| Jul12 |
111108 |
95.51 |
96.15 |
95.51 |
96.15 |
+0.98 |
752 |
7,461 |
+11 |
| Aug12 |
111108 |
95.35 |
95.99 |
95.35 |
95.99 |
+0.92 |
444 |
4,711 |
-44 |
| Sep12 |
111108 |
95.83 |
95.83 |
95.83 |
95.83 |
+0.87 |
445 |
8,014 |
+20 |
| Oct12 |
111108 |
95.68 |
95.68 |
95.68 |
95.68 |
+0.83 |
305 |
2,256 |
+6 |
| Nov12 |
111108 |
95.57 |
95.57 |
95.57 |
95.57 |
+0.79 |
279 |
3,119 |
+54 |
| Dec12 |
111108 |
94.51 |
95.55 |
94.46 |
95.46 |
+0.74 |
5,798 |
55,049 |
+538 |
| Jan13 |
111108 |
95.23 |
95.23 |
95.23 |
95.23 |
+0.71 |
0 |
2,201 |
+0 |
| Feb13 |
111108 |
94.97 |
94.97 |
94.97 |
94.97 |
+0.67 |
0 |
603 |
+0 |
| Mar13 |
111108 |
94.75 |
94.75 |
94.75 |
94.75 |
+0.65 |
0 |
1,476 |
+0 |
| Total Volume and Open Interest |
136,086 |
442,945 |
+6,922 |
| US Dollar Index(ICE) |
| Dec11 |
111108 |
77.225 |
77.360 |
76.720 |
76.750 |
-0.390 |
33,583 |
60,431 |
-1,455 |
| Mar12 |
111108 |
77.375 |
77.490 |
77.145 |
77.145 |
-0.410 |
6 |
580 |
-8 |
| Jun12 |
111108 |
77.605 |
77.605 |
77.605 |
77.605 |
-0.410 |
|
|
|
| Total Volume and Open Interest |
33,589 |
61,011 |
-1,463 |
| Australian Dollar(CME) |
| Dec11 |
111108 |
103.28 |
103.55 |
102.32 |
103.41 |
+0.14 |
110,289 |
147,109 |
+5,082 |
| Mar12 |
111108 |
101.75 |
102.50 |
101.63 |
102.40 |
+0.14 |
11 |
729 |
+19 |
| Jun12 |
111108 |
101.58 |
101.58 |
101.41 |
101.58 |
+0.17 |
0 |
19 |
-16 |
| Total Volume and Open Interest |
110,318 |
148,008 |
+5,100 |
| British Pound(CME) |
| Dec11 |
111108 |
160.47 |
161.24 |
160.29 |
161.13 |
+0.63 |
94,382 |
152,214 |
-1,879 |
| Mar12 |
111108 |
160.20 |
161.01 |
160.17 |
160.97 |
+0.62 |
16 |
232 |
-6 |
| Jun12 |
111108 |
160.77 |
160.77 |
160.17 |
160.77 |
+0.60 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
94,398 |
152,454 |
-1,885 |
| Canadian Dollar(CME) |
| Dec11 |
111108 |
98.59 |
99.14 |
98.12 |
98.95 |
+0.35 |
80,710 |
119,574 |
+6,877 |
| Mar12 |
111108 |
98.55 |
98.95 |
98.00 |
98.78 |
+0.35 |
431 |
3,717 |
+366 |
| Jun12 |
111108 |
98.22 |
98.80 |
98.22 |
98.65 |
+0.33 |
37 |
862 |
+49 |
| Sep12 |
111108 |
98.18 |
98.54 |
98.18 |
98.54 |
+0.33 |
1 |
654 |
+0 |
| Total Volume and Open Interest |
81,180 |
124,947 |
+7,304 |
| Japanese Yen(CME) |
| Dec11 |
111108 |
128.18 |
128.97 |
128.14 |
128.78 |
+0.60 |
48,715 |
138,424 |
+3,628 |
| Mar12 |
111108 |
128.43 |
129.08 |
128.43 |
129.03 |
+0.60 |
52 |
900 |
+0 |
| Jun12 |
111108 |
129.30 |
129.30 |
128.69 |
129.30 |
+0.61 |
1 |
22 |
-3 |
| Total Volume and Open Interest |
48,768 |
139,350 |
+3,625 |
| Swiss Franc(CME) |
| Dec11 |
111108 |
111.10 |
112.15 |
110.35 |
111.89 |
+0.86 |
21,130 |
24,474 |
+2,332 |
| Mar12 |
111108 |
110.75 |
112.13 |
110.75 |
112.13 |
+0.85 |
10 |
634 |
-3 |
| Jun12 |
111108 |
112.43 |
112.43 |
111.61 |
112.43 |
+0.82 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
21,140 |
25,117 |
+2,329 |
| EuroFX(CME) |
| Dec11 |
111108 |
137.66 |
138.46 |
137.22 |
138.40 |
+0.69 |
321,864 |
230,496 |
-525 |
| Mar12 |
111108 |
137.70 |
138.45 |
137.30 |
138.41 |
+0.69 |
446 |
3,878 |
+100 |
| Jun12 |
111108 |
137.92 |
138.43 |
137.76 |
138.43 |
+0.67 |
2 |
866 |
-1 |
| Total Volume and Open Interest |
322,312 |
235,255 |
-426 |
| Mexican Peso(CME) |
| Nov11 |
111108 |
748.2 |
748.2 |
743.5 |
748.2 |
+4.8 |
|
|
|
| Dec11 |
111108 |
743.0 |
747.5 |
739.8 |
746.5 |
+4.8 |
37,155 |
97,705 |
-1,452 |
| Total Volume and Open Interest |
37,161 |
98,119 |
-1,446 |
| Brazilian Real(CME) |
| Dec11 |
111108 |
569.90 |
572.70 |
569.90 |
570.90 |
+2.95 |
166 |
4,925 |
-80 |
| Jan12 |
111108 |
567.50 |
567.50 |
567.50 |
567.50 |
+2.95 |
0 |
10,149 |
+0 |
| Feb12 |
111108 |
564.05 |
564.05 |
564.05 |
564.05 |
+2.95 |
|
|
|
| Mar12 |
111108 |
560.65 |
560.65 |
560.65 |
560.65 |
+2.95 |
|
|
|
| Total Volume and Open Interest |
166 |
30,405 |
-85 |
| 30-Year T-Bonds(CBOT) |
| Dec11 |
111108 |
141~050 |
141~290 |
140~110 |
140~240 |
-1~080 |
340,636 |
616,193 |
+4,384 |
| Mar12 |
111108 |
140~290 |
141~150 |
139~300 |
140~100 |
-1~100 |
328 |
5,625 |
+28 |
| Jun12 |
111108 |
139~050 |
140~150 |
139~050 |
139~050 |
-1~100 |
0 |
3 |
-1 |
| Total Volume and Open Interest |
340,964 |
621,821 |
+4,411 |
| 10-Year T-Notes(CBOT) |
| Dec11 |
111108 |
130~085 |
130~185 |
129~275 |
130~015 |
-0~160 |
1,146,045 |
1,453,820 |
+15,065 |
| Mar12 |
111108 |
129~205 |
129~260 |
129~060 |
129~090 |
-0~170 |
6,193 |
15,239 |
+387 |
| Jun12 |
111108 |
128~090 |
128~260 |
128~090 |
128~090 |
-0~170 |
|
|
|
| Total Volume and Open Interest |
1,152,238 |
1,469,059 |
+15,452 |
| 5-Year T-Notes(CBOT) |
| Dec11 |
111108 |
123~006 |
123~029 |
122~118 |
122~126 |
-0~025 |
548,576 |
1,237,022 |
+15,058 |
| Mar12 |
111108 |
122~080 |
122~101 |
122~074 |
122~074 |
-0~027 |
2,575 |
10,203 |
+1,422 |
| Jun12 |
111108 |
121~098 |
121~125 |
121~098 |
121~098 |
-0~027 |
|
|
|
| Total Volume and Open Interest |
551,151 |
1,247,225 |
+16,480 |
| 2 Year T-Notes(CBOT) |
| Dec11 |
111108 |
110~026 |
110~027 |
110~022 |
110~025 |
-0~001 |
165,747 |
741,439 |
+15,402 |
| Mar12 |
111108 |
110~028 |
110~029 |
110~026 |
110~027 |
-0~002 |
4,276 |
13,322 |
+2,452 |
| Jun12 |
111108 |
109~119 |
109~121 |
109~119 |
109~119 |
-0~002 |
|
|
|
| Total Volume and Open Interest |
170,023 |
754,761 |
+17,854 |
| Eurodollars(CME) |
| Dec11 |
111108 |
99.470 |
99.475 |
99.455 |
99.465 |
-0.005 |
168,798 |
1,019,082 |
-12,344 |
| Mar12 |
111108 |
99.410 |
99.410 |
99.375 |
99.395 |
-0.005 |
176,554 |
913,960 |
-18,942 |
| Jun12 |
111108 |
99.405 |
99.410 |
99.375 |
99.390 |
-0.005 |
170,794 |
1,093,112 |
-8,580 |
| Sep12 |
111108 |
99.400 |
99.415 |
99.375 |
99.390 |
-0.005 |
132,256 |
738,264 |
-1,620 |
| Dec12 |
111108 |
99.400 |
99.420 |
99.380 |
99.390 |
-0.010 |
141,068 |
777,113 |
+3,925 |
| Mar13 |
111108 |
99.410 |
99.425 |
99.380 |
99.390 |
-0.015 |
126,259 |
877,009 |
+16,539 |
| Jun13 |
111108 |
99.370 |
99.390 |
99.345 |
99.355 |
-0.020 |
111,338 |
568,417 |
-4,448 |
| Sep13 |
111108 |
99.310 |
99.330 |
99.280 |
99.290 |
-0.025 |
101,886 |
471,850 |
-357 |
| Dec13 |
111108 |
99.195 |
99.215 |
99.165 |
99.170 |
-0.035 |
107,244 |
469,656 |
-683 |
| Mar14 |
111108 |
99.075 |
99.090 |
99.035 |
99.040 |
-0.040 |
77,484 |
325,001 |
-150 |
| Jun14 |
111108 |
98.905 |
98.930 |
98.860 |
98.870 |
-0.050 |
59,449 |
287,869 |
-2,311 |
| Sep14 |
111108 |
98.715 |
98.755 |
98.680 |
98.690 |
-0.060 |
56,601 |
181,915 |
-4,229 |
| Dec14 |
111108 |
98.535 |
98.570 |
98.485 |
98.500 |
-0.065 |
68,816 |
197,235 |
-9,882 |
| Mar15 |
111108 |
98.355 |
98.395 |
98.300 |
98.320 |
-0.070 |
25,106 |
125,311 |
-695 |
| Jun15 |
111108 |
6.420 |
6.465 |
6.360 |
6.385 |
-0.075 |
20,559 |
109,638 |
+1,435 |
| Sep15 |
111108 |
6.230 |
6.285 |
6.165 |
6.195 |
-0.080 |
19,958 |
91,046 |
+884 |
| Dec15 |
111108 |
6.035 |
6.085 |
5.960 |
5.995 |
-0.080 |
12,180 |
55,344 |
-2,149 |
| Mar16 |
111108 |
5.865 |
5.920 |
5.790 |
5.825 |
-0.085 |
8,531 |
51,335 |
+443 |
| Total Volume and Open Interest |
1,608,964 |
8,587,494 |
-43,990 |
| 30 Day Federal Funds(CBOT) |
| Nov11 |
111108 |
99.918 |
99.920 |
99.918 |
99.918 |
unch |
1,943 |
64,958 |
-481 |
| Dec11 |
111108 |
99.920 |
99.920 |
99.915 |
99.920 |
unch |
1,264 |
60,602 |
-1,768 |
| Jan12 |
111108 |
99.910 |
99.910 |
99.905 |
99.910 |
unch |
515 |
55,447 |
-884 |
| Feb12 |
111108 |
99.900 |
99.905 |
99.895 |
99.900 |
unch |
1,719 |
43,629 |
-337 |
| Mar12 |
111108 |
99.895 |
99.900 |
99.895 |
99.895 |
unch |
379 |
31,141 |
-372 |
| Apr12 |
111108 |
99.890 |
99.895 |
99.890 |
99.890 |
unch |
368 |
35,749 |
-835 |
| Total Volume and Open Interest |
13,017 |
590,022 |
-3,910 |
| 30 Day Fed Funds(e-CBOT) |
| 3-Mth Euro-Yen(CME) |
| Dec11 |
111108 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
281 |
+0 |
| Mar12 |
111108 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
0 |
300 |
+0 |
| Jun12 |
111108 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
| Sep12 |
111108 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
| Dec12 |
111108 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
| Mar13 |
111108 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
| Jun13 |
111108 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
| Sep13 |
111108 |
99.480 |
99.480 |
99.480 |
99.480 |
unch |
|
|
|
| Dec13 |
111108 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
|
|
|
| Mar14 |
111108 |
99.200 |
99.200 |
99.200 |
99.200 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
581 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Dec11 |
111108 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,481 |
+0 |
| Mar12 |
111108 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
10 |
2,178 |
+0 |
| Jun12 |
111108 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,470 |
+0 |
| Sep12 |
111108 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
710 |
+0 |
| Dec12 |
111108 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
151 |
+0 |
| Mar13 |
111108 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1 |
+0 |
| Jun13 |
111108 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
| Sep13 |
111108 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
|
|
|
| Total Volume and Open Interest |
10 |
6,993 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Dec11 |
111108 |
142.76 |
142.87 |
142.69 |
142.81 |
+0.03 |
3,432 |
20,059 |
+1,265 |
| Mar12 |
111108 |
142.14 |
142.14 |
142.14 |
142.14 |
+0.03 |
0 |
6 |
+1 |
| Jun12 |
111108 |
140.05 |
140.05 |
140.05 |
140.05 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
3,432 |
20,065 |
+1,266 |
| Euro-Bund(EUREX) |
| Dec11 |
111108 |
137.99 |
138.24 |
137.06 |
138.03 |
+0.12 |
741,451 |
871,630 |
-13,897 |
| Mar12 |
111108 |
138.32 |
138.49 |
137.40 |
138.33 |
+0.10 |
569 |
3,947 |
+39 |
| Jun12 |
111108 |
137.85 |
137.85 |
137.85 |
137.85 |
+0.12 |
1 |
19 |
+1 |
| Total Volume and Open Interest |
742,021 |
875,596 |
-13,857 |
| Euro-Bobl(EUREX) |
| Dec11 |
111108 |
123.70 |
123.80 |
123.14 |
123.60 |
-0.02 |
404,529 |
704,007 |
-7,233 |
| Mar12 |
111108 |
123.95 |
123.95 |
123.95 |
123.95 |
-0.04 |
1,468 |
21,101 |
+1,168 |
| Jun12 |
111108 |
123.75 |
123.75 |
123.75 |
123.75 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
405,997 |
725,108 |
-6,065 |
| 3-Mth Euribor(EUREX) |
| Dec11 |
111108 |
98.700 |
98.700 |
98.660 |
98.665 |
-0.045 |
92 |
1,926 |
+0 |
| Mar12 |
111108 |
98.885 |
98.895 |
98.860 |
98.865 |
-0.025 |
150 |
2,175 |
+50 |
| Jun12 |
111108 |
98.935 |
98.935 |
98.910 |
98.925 |
-0.020 |
50 |
985 |
+0 |
| Total Volume and Open Interest |
292 |
8,445 |
+50 |
| Long Gilt(LIFFE) |
| Dec11 |
111108 |
130~05 |
130~12 |
129~18 |
130~08 |
+0~08 |
106,374 |
304,149 |
-152 |
| Mar12 |
111108 |
113~30 |
113~32 |
113~18 |
113~31 |
+0~07 |
5,267 |
17,775 |
+3,004 |
| Total Volume and Open Interest |
111,641 |
321,924 |
+2,852 |
| 3-Mth Short Sterling(LIFFE) |
| Dec11 |
111108 |
98.91 |
98.92 |
98.89 |
98.90 |
-0.02 |
33,267 |
350,489 |
+4,471 |
| Mar12 |
111108 |
98.84 |
98.85 |
98.79 |
98.81 |
-0.04 |
43,086 |
351,738 |
+745 |
| Jun12 |
111108 |
98.82 |
98.83 |
98.76 |
98.78 |
-0.05 |
33,245 |
210,388 |
+2,062 |
| Sep12 |
111108 |
98.81 |
98.82 |
98.75 |
98.77 |
-0.05 |
36,724 |
223,256 |
-2,503 |
| Dec12 |
111108 |
98.78 |
98.79 |
98.72 |
98.74 |
-0.06 |
30,460 |
193,287 |
-2,604 |
| Mar13 |
111108 |
98.77 |
98.78 |
98.71 |
98.73 |
-0.06 |
38,327 |
167,966 |
-2,980 |
| Total Volume and Open Interest |
284,286 |
1,946,322 |
-6,386 |
| 3-Mth Euribor(LIFFE) |
| Dec11 |
111108 |
98.710 |
98.710 |
98.650 |
98.665 |
-0.045 |
257,573 |
751,875 |
-10,763 |
| Mar12 |
111108 |
98.895 |
98.900 |
98.820 |
98.865 |
-0.025 |
169,399 |
533,962 |
-2,610 |
| Jun12 |
111108 |
98.950 |
98.960 |
98.870 |
98.925 |
-0.020 |
101,053 |
379,768 |
-5,439 |
| Total Volume and Open Interest |
991,615 |
3,513,856 |
-16,324 |
| 3-Mth Aus T-Bills(SFE) |
| Dec11 |
111108 |
95.52 |
95.56 |
95.51 |
95.56 |
+0.03 |
14,407 |
217,356 |
-564 |
| Mar12 |
111108 |
96.00 |
96.11 |
96.00 |
96.10 |
+0.09 |
11,686 |
184,506 |
-2,905 |
| Jun12 |
111108 |
96.16 |
96.30 |
96.15 |
96.29 |
+0.12 |
9,650 |
120,892 |
+1,355 |
| Sep12 |
111108 |
96.15 |
96.29 |
96.14 |
96.29 |
+0.13 |
2,319 |
81,663 |
+52 |
| Dec12 |
111108 |
96.14 |
96.21 |
96.06 |
96.20 |
+0.12 |
1,540 |
50,486 |
+8 |
| Mar13 |
111108 |
96.03 |
96.12 |
95.97 |
96.12 |
+0.13 |
1,837 |
46,474 |
+221 |
| Jun13 |
111108 |
95.98 |
96.06 |
95.91 |
96.06 |
+0.12 |
752 |
33,234 |
+267 |
| Sep13 |
111108 |
95.91 |
95.99 |
95.84 |
95.98 |
+0.10 |
1,077 |
16,290 |
+414 |
| Dec13 |
111108 |
95.78 |
95.86 |
95.72 |
95.86 |
+0.12 |
248 |
3,651 |
+6 |
| Mar14 |
111108 |
95.72 |
95.75 |
95.59 |
95.75 |
+0.19 |
191 |
456 |
-8 |
| Total Volume and Open Interest |
43,714 |
755,090 |
-1,149 |
| 10-Year Aus T-Bonds(SFE) |
| Dec11 |
111108 |
95.70 |
95.76 |
95.68 |
95.76 |
+0.06 |
22,408 |
378,922 |
-706 |
| Mar12 |
111108 |
95.76 |
95.76 |
95.76 |
95.76 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
22,408 |
378,922 |
-706 |
| 3-Year Aus T-Bonds(SFE) |
| Dec11 |
111108 |
96.34 |
96.43 |
96.33 |
96.43 |
+0.07 |
88,298 |
547,694 |
+16,935 |
| Mar12 |
111108 |
96.43 |
96.43 |
96.43 |
96.43 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
88,298 |
547,694 |
+16,935 |
| Gold(CMX) |
| Dec11 |
111108 |
1795.8 |
1804.4 |
1778.3 |
1799.2 |
+8.1 |
88,468 |
262,101 |
-771 |
| Feb12 |
111108 |
1798.1 |
1806.6 |
1780.8 |
1801.7 |
+8.2 |
3,595 |
66,373 |
+1,137 |
| Apr12 |
111108 |
1797.0 |
1808.0 |
1784.3 |
1803.6 |
+8.3 |
1,795 |
17,293 |
+250 |
| Jun12 |
111108 |
1801.5 |
1808.5 |
1785.0 |
1805.5 |
+8.2 |
97 |
20,110 |
+9 |
| Aug12 |
111108 |
1800.0 |
1807.2 |
1794.0 |
1807.2 |
+8.2 |
60 |
8,063 |
+26 |
| Oct12 |
111108 |
1801.9 |
1809.1 |
1790.0 |
1809.1 |
+8.1 |
14 |
5,937 |
+12 |
| Dec12 |
111108 |
1805.1 |
1815.0 |
1791.4 |
1811.1 |
+8.1 |
202 |
16,786 |
-83 |
| Feb13 |
111108 |
1806.8 |
1813.5 |
1806.7 |
1813.5 |
+8.1 |
87 |
3,393 |
+0 |
| Apr13 |
111108 |
1816.2 |
1816.2 |
1816.2 |
1816.2 |
+8.2 |
7 |
471 |
-2 |
| Jun13 |
111108 |
1819.4 |
1819.4 |
1819.4 |
1819.4 |
+8.3 |
4 |
9,221 |
+0 |
| Aug13 |
111108 |
1822.6 |
1822.6 |
1822.6 |
1822.6 |
+8.4 |
0 |
45 |
+0 |
| Total Volume and Open Interest |
94,603 |
453,378 |
+542 |
| Silver(CMX) |
| Dec11 |
111108 |
3498.0 |
3535.0 |
3450.5 |
3515.3 |
+32.5 |
29,728 |
52,548 |
-1,518 |
| Mar12 |
111108 |
3492.5 |
3538.5 |
3457.5 |
3521.5 |
+33.0 |
4,309 |
19,515 |
+1,089 |
| May12 |
111108 |
3495.0 |
3534.0 |
3489.5 |
3524.8 |
+33.1 |
1,039 |
4,281 |
+384 |
| Jul12 |
111108 |
3501.5 |
3527.5 |
3492.5 |
3527.5 |
+33.4 |
130 |
3,209 |
+41 |
| Sep12 |
111108 |
3529.6 |
3529.6 |
3529.6 |
3529.6 |
+33.6 |
97 |
1,501 |
+15 |
| Dec12 |
111108 |
3493.5 |
3547.5 |
3492.5 |
3531.7 |
+33.6 |
2,000 |
12,651 |
+438 |
| Mar13 |
111108 |
3526.2 |
3526.2 |
3526.2 |
3526.2 |
+33.1 |
0 |
797 |
+0 |
| Total Volume and Open Interest |
38,890 |
108,798 |
+1,437 |
| Platinum(NYMEX) |
| Jan12 |
111108 |
1661.1 |
1676.2 |
1646.8 |
1673.1 |
+15.1 |
3,552 |
34,603 |
-292 |
| Apr12 |
111108 |
1655.5 |
1676.2 |
1652.6 |
1676.2 |
+14.9 |
104 |
3,397 |
+90 |
| Jul12 |
111108 |
1681.0 |
1681.0 |
1670.7 |
1679.6 |
+14.9 |
0 |
94 |
+0 |
| Oct12 |
111108 |
1683.1 |
1683.5 |
1677.0 |
1683.1 |
+14.9 |
0 |
49 |
+0 |
| Total Volume and Open Interest |
3,666 |
38,155 |
-192 |
| Palladium(NYMEX) |
| Dec11 |
111108 |
658.45 |
679.65 |
657.10 |
677.25 |
+15.35 |
2,883 |
16,824 |
-820 |
| Mar12 |
111108 |
20.59 |
23.74 |
17.74 |
23.74 |
+15.40 |
674 |
2,351 |
+559 |
| Jun12 |
111108 |
24.89 |
24.89 |
24.89 |
24.89 |
+15.40 |
0 |
5 |
-1 |
| Total Volume and Open Interest |
3,557 |
19,180 |
-262 |
| Copper(CMX) |
| Dec11 |
111108 |
358.20 |
359.00 |
350.55 |
353.30 |
-0.25 |
37,025 |
59,993 |
-1,114 |
| Mar12 |
111108 |
359.65 |
360.45 |
353.00 |
355.35 |
-0.25 |
6,461 |
38,168 |
+315 |
| May12 |
111108 |
360.25 |
360.50 |
356.30 |
356.45 |
-0.20 |
1,213 |
11,245 |
+59 |
| Jul12 |
111108 |
359.80 |
359.80 |
356.90 |
357.25 |
-0.20 |
326 |
4,467 |
+145 |
| Sep12 |
111108 |
357.15 |
357.55 |
357.15 |
357.55 |
-0.20 |
166 |
1,893 |
-3 |
| Total Volume and Open Interest |
46,456 |
126,861 |
+25 |
| DJIA Index(CBOT) |
| Dec11 |
111108 |
12039 |
12135 |
11944 |
12123 |
+116 |
1,213 |
15,394 |
-1,062 |
| Mar12 |
111108 |
11952 |
12053 |
11952 |
12053 |
+116 |
202 |
400 |
+200 |
| Jun12 |
111108 |
11986 |
11986 |
11870 |
11986 |
+116 |
202 |
400 |
+200 |
| Sep12 |
111108 |
11923 |
11923 |
11807 |
11923 |
+116 |
|
|
|
| Total Volume and Open Interest |
1,617 |
16,194 |
-662 |
| E-mini DJIA Index(CBOT) |
| Dec11 |
111108 |
12005 |
12144 |
11940 |
12123 |
+116 |
114,787 |
84,035 |
+450 |
| Mar12 |
111108 |
11963 |
12060 |
11910 |
12053 |
+116 |
16 |
166 |
-1 |
| Jun12 |
111108 |
11887 |
11986 |
11887 |
11986 |
+116 |
0 |
5 |
+0 |
| Sep12 |
111108 |
11923 |
11923 |
11923 |
11923 |
+116 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
114,803 |
84,219 |
+449 |
| S & P 500(CME) |
| Dec11 |
111108 |
1257.00 |
1275.00 |
1248.80 |
1273.20 |
+15.70 |
18,985 |
282,511 |
-227 |
| Mar12 |
111108 |
1250.50 |
1268.50 |
1245.50 |
1267.20 |
+15.70 |
148 |
12,209 |
+140 |
| Jun12 |
111108 |
1262.00 |
1263.30 |
1240.30 |
1262.00 |
+15.70 |
0 |
1,397 |
+0 |
| Sep12 |
111108 |
1256.00 |
1257.30 |
1234.30 |
1256.00 |
+15.70 |
1 |
2 |
-1 |
| Total Volume and Open Interest |
19,134 |
296,229 |
-88 |
| S & P 500 E-Mini(Globex) |
| Dec11 |
111108 |
1257.50 |
1275.25 |
1248.50 |
1273.25 |
+15.75 |
2,243,027 |
2,832,228 |
+33,226 |
| Mar12 |
111108 |
1251.00 |
1268.75 |
1243.25 |
1267.25 |
+15.75 |
2,226 |
15,846 |
+1,026 |
| Total Volume and Open Interest |
2,245,259 |
2,848,366 |
+34,252 |
| NASDAQ 100(CME) |
| Dec11 |
111108 |
2377.50 |
2400.00 |
2355.50 |
2394.50 |
+24.70 |
1,113 |
30,682 |
-625 |
| Mar12 |
111108 |
2390.00 |
2392.00 |
2360.00 |
2390.00 |
+24.70 |
|
|
|
| Jun12 |
111108 |
2387.00 |
2389.00 |
2387.00 |
2387.00 |
+24.70 |
|
|
|
| Total Volume and Open Interest |
1,113 |
30,682 |
-625 |
| NASDAQ 100 E-Mini(Globex) |
| Dec11 |
111108 |
2369.00 |
2399.50 |
2355.30 |
2394.50 |
+24.70 |
235,043 |
335,366 |
+1,393 |
| Mar12 |
111108 |
2367.50 |
2394.30 |
2361.00 |
2390.00 |
+24.70 |
16 |
336 |
-3 |
| Total Volume and Open Interest |
235,059 |
335,715 |
+1,390 |
| S & P Midcap 400(CME) |
| Dec11 |
111108 |
906.10 |
907.50 |
886.00 |
906.10 |
+9.40 |
1 |
5,657 |
-1 |
| Mar12 |
111108 |
904.10 |
905.20 |
904.10 |
904.10 |
+9.40 |
|
|
|
| Jun12 |
111108 |
902.10 |
903.20 |
902.10 |
902.10 |
+9.40 |
|
|
|
| Total Volume and Open Interest |
1 |
5,657 |
-1 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec11 |
111108 |
8790 |
8795 |
8650 |
8770 |
-20 |
4,857 |
29,039 |
+234 |
| Mar12 |
111108 |
8700 |
8795 |
8700 |
8775 |
-20 |
1 |
19 |
-1 |
| Total Volume and Open Interest |
4,858 |
29,058 |
+233 |
| Nikkei 225(SGX) |
| Dec11 |
111108 |
8745 |
8780 |
8645 |
8660 |
-110 |
77,028 |
225,887 |
+2,563 |
| Mar12 |
111108 |
8690 |
8740 |
8650 |
8650 |
-110 |
188 |
8,326 |
+263 |
| Jun12 |
111108 |
8575 |
8575 |
8575 |
8575 |
-110 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
78,036 |
243,336 |
+4,211 |
| CAC 40(EURONEXT) |
| Nov11 |
111108 |
3113.5 |
3195.5 |
3095.0 |
3138.0 |
+39.0 |
111,572 |
248,692 |
-2,646 |
| Dec11 |
111108 |
3114.5 |
3192.5 |
3097.5 |
3135.5 |
+39.5 |
387 |
35,253 |
+93 |
| Jan12 |
111108 |
3133.0 |
3133.0 |
3133.0 |
3133.0 |
+38.5 |
|
|
|
| Total Volume and Open Interest |
111,959 |
283,953 |
-2,553 |
| Hang Seng Index(HKFE) |
| Nov11 |
111108 |
19747 |
19911 |
19603 |
19797 |
+201 |
95,627 |
84,846 |
-95 |
| Dec11 |
111108 |
19712 |
19895 |
19592 |
19788 |
+209 |
1,299 |
10,749 |
-42 |
| Total Volume and Open Interest |
97,033 |
97,483 |
-139 |
| DAX(EUREX) |
| Dec11 |
111108 |
5955.0 |
6093.5 |
5937.5 |
5974.5 |
+46.0 |
186,410 |
153,608 |
-2,876 |
| Mar12 |
111108 |
5987.0 |
6102.0 |
5952.0 |
5987.0 |
+46.0 |
319 |
7,817 |
-17 |
| Jun12 |
111108 |
5983.0 |
6125.0 |
5983.0 |
6006.5 |
+47.5 |
27 |
1,100 |
+13 |
| Total Volume and Open Interest |
186,756 |
162,525 |
-2,880 |
| FT-SE 100(EURONEXT) |
| Dec11 |
111108 |
5540.00 |
5641.00 |
5500.50 |
5564.00 |
+68.00 |
122,113 |
619,431 |
-3,470 |
| Mar12 |
111108 |
5524.50 |
5564.50 |
5524.50 |
5528.50 |
+67.50 |
37 |
1,884 |
+7 |
| Jun12 |
111108 |
5484.50 |
5495.50 |
5484.50 |
5495.50 |
+72.00 |
0 |
430 |
+0 |
| Total Volume and Open Interest |
122,150 |
621,745 |
-3,463 |
| SPI 200(SFE) |
| Dec11 |
111108 |
4279.0 |
4308.0 |
4224.0 |
4282.0 |
unch |
30,925 |
210,389 |
+3,048 |
| Mar12 |
111108 |
4218.0 |
4263.0 |
4218.0 |
4263.0 |
-1.0 |
18 |
2,623 |
+15 |
| Jun12 |
111108 |
4275.0 |
4275.0 |
4275.0 |
4275.0 |
unch |
18 |
1,281 |
+17 |
| Total Volume and Open Interest |
31,500 |
217,653 |
+3,574 |
| GSCI(CME) |
| Nov11 |
111108 |
665.00 |
667.50 |
661.25 |
665.00 |
+6.00 |
157 |
7,876 |
+40 |
| Dec11 |
111108 |
666.00 |
668.50 |
662.25 |
666.10 |
+5.95 |
2 |
79 |
+0 |
| Jan12 |
111108 |
665.00 |
666.00 |
665.00 |
665.00 |
+6.00 |
|
|
|
| Total Volume and Open Interest |
159 |
7,955 |
+40 |
| 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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