|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon November 14, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111114 |
1171.25 |
1180.00 |
1168.75 |
1172.00 |
+6.00 |
2,435 |
1,352 |
-705 |
Jan12 |
111114 |
1178.00 |
1193.00 |
1177.00 |
1178.25 |
+2.75 |
96,644 |
243,311 |
+4,120 |
Mar12 |
111114 |
1189.50 |
1203.25 |
1187.50 |
1188.75 |
+3.00 |
25,127 |
85,054 |
-246 |
May12 |
111114 |
1197.25 |
1213.75 |
1197.25 |
1199.00 |
+3.00 |
19,474 |
76,111 |
+1,112 |
Jul12 |
111114 |
1208.50 |
1221.00 |
1207.00 |
1207.75 |
+2.50 |
11,411 |
56,230 |
+1,523 |
Aug12 |
111114 |
1214.25 |
1214.25 |
1202.75 |
1204.25 |
+1.50 |
218 |
623 |
-6 |
Sep12 |
111114 |
1208.25 |
1208.25 |
1195.50 |
1196.50 |
+1.00 |
53 |
418 |
-8 |
Total Volume and Open Interest |
159,051 |
525,211 |
+5,829 |
Soybean Meal(CBOT) |
Dec11 |
111114 |
299.20 |
302.70 |
299.00 |
299.20 |
-0.30 |
45,172 |
69,341 |
-1,949 |
Jan12 |
111114 |
301.60 |
304.80 |
301.00 |
301.30 |
-0.30 |
21,835 |
38,489 |
+3,125 |
Mar12 |
111114 |
304.50 |
307.90 |
304.10 |
304.40 |
-0.40 |
7,515 |
29,615 |
+1,218 |
May12 |
111114 |
307.60 |
310.60 |
307.30 |
307.50 |
-0.10 |
5,138 |
24,896 |
+1,068 |
Jul12 |
111114 |
311.50 |
314.90 |
311.10 |
311.20 |
-0.30 |
4,068 |
19,056 |
+833 |
Aug12 |
111114 |
312.00 |
315.10 |
311.90 |
311.90 |
-0.30 |
256 |
3,835 |
+97 |
Sep12 |
111114 |
313.80 |
315.10 |
311.30 |
311.30 |
-0.40 |
336 |
4,143 |
+97 |
Oct12 |
111114 |
309.90 |
311.40 |
307.30 |
307.30 |
-0.90 |
247 |
2,754 |
+148 |
Total Volume and Open Interest |
85,984 |
207,316 |
+5,069 |
Soybean Oil(CBOT) |
Dec11 |
111114 |
51.03 |
51.59 |
50.96 |
51.22 |
+0.24 |
58,822 |
92,281 |
-1,044 |
Jan12 |
111114 |
51.24 |
51.82 |
51.17 |
51.43 |
+0.23 |
22,900 |
74,807 |
+3,570 |
Mar12 |
111114 |
51.56 |
52.12 |
51.51 |
51.76 |
+0.24 |
9,481 |
50,786 |
-30 |
May12 |
111114 |
51.94 |
52.47 |
51.87 |
52.12 |
+0.23 |
5,879 |
34,135 |
+823 |
Jul12 |
111114 |
52.26 |
52.74 |
52.18 |
52.44 |
+0.22 |
2,747 |
24,276 |
+263 |
Aug12 |
111114 |
52.30 |
52.60 |
52.28 |
52.52 |
+0.20 |
115 |
3,429 |
+15 |
Sep12 |
111114 |
52.67 |
52.68 |
52.40 |
52.58 |
+0.18 |
69 |
3,588 |
+0 |
Oct12 |
111114 |
52.78 |
52.78 |
52.34 |
52.50 |
+0.16 |
171 |
3,777 |
+78 |
Total Volume and Open Interest |
100,836 |
300,413 |
+3,736 |
Canola(WCE) |
Nov11 |
111114 |
517.9 |
517.9 |
517.9 |
517.9 |
+4.4 |
|
|
|
Jan12 |
111114 |
519.5 |
523.5 |
518.0 |
519.9 |
+4.4 |
6,630 |
107,261 |
+484 |
Mar12 |
111114 |
526.2 |
529.5 |
526.0 |
527.0 |
+4.8 |
2,084 |
26,038 |
+575 |
May12 |
111114 |
532.3 |
533.5 |
530.8 |
531.4 |
+5.0 |
364 |
14,322 |
+66 |
Jul12 |
111114 |
538.9 |
539.5 |
535.8 |
537.4 |
+4.9 |
1,394 |
6,864 |
+1,005 |
Total Volume and Open Interest |
11,410 |
167,618 |
+2,910 |
Corn(CBOT) |
Dec11 |
111114 |
638.00 |
644.75 |
630.25 |
633.50 |
-5.00 |
243,308 |
391,543 |
-16,142 |
Mar12 |
111114 |
647.50 |
654.00 |
639.25 |
643.25 |
-4.50 |
137,985 |
421,620 |
+26,216 |
May12 |
111114 |
654.50 |
661.00 |
646.00 |
649.25 |
-5.25 |
29,294 |
119,497 |
+3,544 |
Jul12 |
111114 |
656.25 |
663.50 |
648.25 |
651.25 |
-5.00 |
31,316 |
135,361 |
+951 |
Sep12 |
111114 |
603.00 |
607.25 |
599.25 |
600.00 |
-3.25 |
3,441 |
32,920 |
+1,028 |
Dec12 |
111114 |
574.00 |
579.50 |
571.25 |
573.00 |
-1.00 |
21,061 |
161,198 |
-1,873 |
Total Volume and Open Interest |
467,726 |
1,310,792 |
+14,316 |
Wheat(CBOT) |
Dec11 |
111114 |
616.75 |
622.00 |
610.25 |
615.75 |
-1.00 |
82,025 |
124,023 |
-6,964 |
Mar12 |
111114 |
645.00 |
650.00 |
635.00 |
638.25 |
-7.75 |
50,096 |
132,189 |
+9,226 |
May12 |
111114 |
666.75 |
670.00 |
654.75 |
657.50 |
-9.25 |
13,087 |
52,560 |
+1,500 |
Jul12 |
111114 |
679.75 |
684.25 |
669.50 |
672.50 |
-8.50 |
10,812 |
65,363 |
+680 |
Sep12 |
111114 |
705.00 |
705.00 |
693.00 |
695.00 |
-9.50 |
1,750 |
11,855 |
+116 |
Total Volume and Open Interest |
163,295 |
429,187 |
+5,281 |
Wheat(KCBT) |
Dec11 |
111114 |
703.25 |
707.25 |
690.00 |
692.00 |
-12.00 |
10,920 |
40,531 |
-2,195 |
Mar12 |
111114 |
717.00 |
718.75 |
701.25 |
703.50 |
-12.00 |
8,651 |
59,384 |
+497 |
May12 |
111114 |
725.50 |
727.00 |
710.50 |
712.50 |
-12.50 |
1,727 |
11,145 |
+233 |
Jul12 |
111114 |
734.75 |
735.50 |
719.25 |
721.50 |
-11.00 |
2,633 |
34,906 |
+378 |
Sep12 |
111114 |
743.50 |
745.00 |
734.00 |
735.50 |
-10.50 |
150 |
3,669 |
+40 |
Total Volume and Open Interest |
24,384 |
154,052 |
-1,028 |
Wheat(MGE) |
Dec11 |
111114 |
936.50 |
941.00 |
927.00 |
927.50 |
-6.75 |
682 |
8,841 |
-267 |
Mar12 |
111114 |
880.00 |
884.00 |
875.00 |
875.25 |
-4.75 |
2,421 |
18,762 |
-377 |
May12 |
111114 |
851.25 |
856.25 |
849.00 |
849.00 |
-6.25 |
822 |
6,063 |
+146 |
Jul12 |
111114 |
840.00 |
840.00 |
830.25 |
831.75 |
-6.25 |
447 |
8,050 |
+14 |
Sep12 |
111114 |
812.75 |
816.25 |
808.50 |
811.00 |
-5.25 |
238 |
3,249 |
+0 |
Total Volume and Open Interest |
4,837 |
48,028 |
-448 |
Oats(CBOT) |
Dec11 |
111114 |
320.75 |
322.50 |
318.50 |
319.00 |
-2.50 |
678 |
6,672 |
-113 |
Mar12 |
111114 |
327.50 |
328.00 |
324.00 |
325.00 |
-2.50 |
612 |
9,509 |
+338 |
May12 |
111114 |
331.00 |
333.75 |
331.00 |
331.00 |
-2.75 |
44 |
1,242 |
+26 |
Jul12 |
111114 |
337.00 |
339.50 |
337.00 |
337.00 |
-2.50 |
0 |
25 |
+0 |
Total Volume and Open Interest |
1,334 |
17,570 |
+251 |
Rough Rice(CBOT) |
Nov11 |
111114 |
15.05 |
15.05 |
15.01 |
15.05 |
+0.05 |
4 |
14 |
-23 |
Jan12 |
111114 |
15.22 |
15.47 |
15.21 |
15.22 |
unch |
1,508 |
11,386 |
+159 |
Mar12 |
111114 |
15.74 |
15.74 |
15.51 |
15.52 |
unch |
533 |
4,351 |
+236 |
May12 |
111114 |
16.03 |
16.07 |
15.81 |
15.81 |
0.00 |
181 |
702 |
-75 |
Total Volume and Open Interest |
2,300 |
17,063 |
+288 |
Live Cattle(CME) |
Dec11 |
111114 |
120.980 |
121.150 |
119.830 |
120.100 |
-0.450 |
36,161 |
85,609 |
-9,864 |
Feb12 |
111114 |
123.035 |
123.180 |
122.135 |
122.230 |
-0.500 |
29,860 |
111,321 |
+7,324 |
Apr12 |
111114 |
127.200 |
127.200 |
126.330 |
126.480 |
-0.320 |
8,336 |
79,853 |
+1,472 |
Jun12 |
111114 |
125.700 |
125.830 |
125.080 |
125.600 |
+0.150 |
3,621 |
36,647 |
+355 |
Aug12 |
111114 |
125.500 |
125.785 |
124.885 |
125.600 |
+0.100 |
838 |
7,648 |
-96 |
Oct12 |
111114 |
128.200 |
128.200 |
127.450 |
127.800 |
-0.300 |
342 |
4,355 |
-50 |
Total Volume and Open Interest |
79,304 |
327,523 |
-760 |
Feeder Cattle(CME) |
Nov11 |
111114 |
142.750 |
142.825 |
142.300 |
142.535 |
+0.385 |
733 |
3,981 |
-164 |
Jan12 |
111114 |
146.000 |
146.380 |
145.630 |
145.800 |
+0.115 |
2,638 |
15,861 |
+43 |
Mar12 |
111114 |
146.880 |
147.380 |
146.575 |
146.935 |
+0.305 |
731 |
6,027 |
-50 |
Apr12 |
111114 |
148.250 |
148.600 |
147.735 |
148.000 |
+0.265 |
450 |
2,155 |
+47 |
May12 |
111114 |
148.985 |
148.985 |
148.235 |
148.450 |
+0.050 |
261 |
2,595 |
+24 |
Aug12 |
111114 |
149.600 |
150.000 |
149.300 |
149.850 |
+0.250 |
231 |
2,504 |
+125 |
Sep12 |
111114 |
150.050 |
150.100 |
149.650 |
150.100 |
-0.135 |
45 |
275 |
+28 |
Total Volume and Open Interest |
5,105 |
33,437 |
+65 |
Lean Hogs(CME) |
Dec11 |
111114 |
86.600 |
87.350 |
86.200 |
86.580 |
+0.130 |
30,693 |
53,048 |
-6,785 |
Feb12 |
111114 |
88.000 |
89.450 |
87.785 |
88.900 |
+1.150 |
25,244 |
75,822 |
+1,517 |
Apr12 |
111114 |
91.050 |
92.080 |
90.930 |
91.580 |
+0.530 |
10,168 |
56,909 |
+1,324 |
May12 |
111114 |
96.350 |
97.200 |
96.350 |
97.200 |
+0.400 |
81 |
1,940 |
+8 |
Jun12 |
111114 |
98.200 |
98.885 |
97.800 |
98.580 |
+0.430 |
4,549 |
33,468 |
-932 |
Jul12 |
111114 |
97.480 |
97.830 |
97.000 |
97.650 |
+0.170 |
642 |
8,747 |
+40 |
Aug12 |
111114 |
96.580 |
97.300 |
96.400 |
96.930 |
+0.350 |
806 |
11,095 |
+4 |
Oct12 |
111114 |
86.000 |
86.500 |
85.850 |
86.450 |
+0.350 |
724 |
4,934 |
+181 |
Total Volume and Open Interest |
73,046 |
247,807 |
-4,584 |
Class III Milk(CME) |
Nov11 |
111114 |
19.00 |
19.14 |
19.00 |
19.13 |
+0.13 |
189 |
5,331 |
-31 |
Dec11 |
111114 |
18.75 |
19.40 |
18.10 |
19.32 |
+0.57 |
230 |
6,111 |
-19 |
Jan12 |
111114 |
17.55 |
17.77 |
17.55 |
17.73 |
+0.21 |
108 |
3,396 |
+43 |
Feb12 |
111114 |
16.85 |
17.00 |
16.82 |
16.91 |
+0.09 |
20 |
2,581 |
+9 |
Mar12 |
111114 |
16.59 |
16.60 |
16.53 |
16.57 |
+0.04 |
25 |
2,249 |
+15 |
Total Volume and Open Interest |
630 |
30,590 |
+45 |
Cocoa(ICE) |
Dec11 |
111114 |
2500 |
2521 |
2405 |
2444 |
-45 |
12,535 |
13,820 |
-6,040 |
Mar12 |
111114 |
2581 |
2585 |
2515 |
2555 |
-4 |
20,232 |
79,751 |
-855 |
May12 |
111114 |
2588 |
2591 |
2529 |
2568 |
-2 |
2,681 |
28,101 |
+234 |
Jul12 |
111114 |
2585 |
2595 |
2546 |
2583 |
-2 |
1,135 |
13,062 |
+637 |
Sep12 |
111114 |
2617 |
2617 |
2562 |
2595 |
-2 |
238 |
11,993 |
+72 |
Dec12 |
111114 |
2632 |
2632 |
2583 |
2607 |
-5 |
88 |
12,443 |
+29 |
Mar13 |
111114 |
2620 |
2621 |
2585 |
2619 |
-5 |
111 |
3,318 |
+37 |
Total Volume and Open Interest |
37,179 |
165,089 |
-5,892 |
Coffee "C"(ICE) |
Dec11 |
111114 |
237.30 |
238.35 |
228.10 |
230.95 |
-3.00 |
10,161 |
36,643 |
-1,537 |
Mar12 |
111114 |
239.00 |
241.50 |
231.00 |
234.15 |
-3.15 |
7,449 |
47,111 |
+2,600 |
May12 |
111114 |
242.00 |
243.25 |
233.50 |
236.30 |
-3.05 |
1,556 |
18,320 |
+298 |
Jul12 |
111114 |
245.00 |
245.05 |
235.25 |
238.15 |
-3.05 |
619 |
5,208 |
+386 |
Sep12 |
111114 |
245.55 |
245.55 |
235.95 |
238.85 |
-3.05 |
109 |
5,290 |
+38 |
Dec12 |
111114 |
245.75 |
245.75 |
239.40 |
239.40 |
-3.05 |
54 |
2,775 |
+66 |
Total Volume and Open Interest |
19,964 |
116,432 |
+1,846 |
Orange Juice(ICE) |
Jan12 |
111114 |
169.60 |
169.80 |
167.70 |
168.05 |
-1.55 |
667 |
19,801 |
-145 |
Mar12 |
111114 |
164.30 |
165.20 |
164.00 |
164.35 |
-1.60 |
193 |
4,684 |
+51 |
May12 |
111114 |
164.30 |
164.80 |
163.60 |
163.60 |
-1.20 |
8 |
1,656 |
+0 |
Jul12 |
111114 |
165.15 |
165.25 |
164.15 |
164.15 |
-1.20 |
0 |
329 |
-1 |
Sep12 |
111114 |
163.55 |
163.55 |
163.55 |
163.55 |
-1.20 |
0 |
53 |
+0 |
Nov12 |
111114 |
163.25 |
163.25 |
163.25 |
163.25 |
-1.20 |
0 |
8 |
+0 |
Total Volume and Open Interest |
868 |
26,537 |
-95 |
Sugar #11(ICE) |
Mar12 |
111114 |
25.26 |
25.45 |
24.70 |
24.75 |
-0.25 |
23,848 |
222,377 |
-2,248 |
May12 |
111114 |
24.50 |
24.80 |
24.10 |
24.13 |
-0.26 |
7,557 |
79,613 |
+104 |
Jul12 |
111114 |
24.25 |
24.38 |
23.75 |
23.79 |
-0.23 |
5,800 |
79,183 |
+772 |
Oct12 |
111114 |
24.07 |
24.25 |
23.65 |
23.69 |
-0.26 |
2,156 |
44,737 |
+149 |
Mar13 |
111114 |
24.50 |
24.50 |
23.90 |
23.95 |
-0.29 |
1,350 |
30,868 |
+373 |
Total Volume and Open Interest |
41,316 |
490,740 |
-364 |
London Cocoa(LCE) |
Dec11 |
111114 |
1584 |
1599 |
1557 |
1576 |
+1 |
4,971 |
75,570 |
-656 |
Mar12 |
111114 |
1608 |
1619 |
1577 |
1599 |
+3 |
8,537 |
56,736 |
+422 |
May12 |
111114 |
1622 |
1633 |
1594 |
1614 |
+4 |
3,060 |
18,494 |
-240 |
Jul12 |
111114 |
1646 |
1649 |
1610 |
1629 |
+4 |
2,347 |
20,129 |
+393 |
Sep12 |
111114 |
1651 |
1661 |
1623 |
1641 |
+3 |
988 |
15,345 |
+180 |
Dec12 |
111114 |
1671 |
1671 |
1635 |
1654 |
+3 |
199 |
12,356 |
+101 |
Mar13 |
111114 |
1673 |
1673 |
1655 |
1667 |
+3 |
42 |
3,024 |
+35 |
Total Volume and Open Interest |
20,144 |
202,561 |
+235 |
London Sugar(LCE) |
Mar12 |
111114 |
651.60 |
651.60 |
637.10 |
639.50 |
-0.10 |
4,263 |
21,829 |
+1,031 |
May12 |
111114 |
636.90 |
637.90 |
626.80 |
628.80 |
+0.30 |
569 |
7,379 |
+57 |
Aug12 |
111114 |
633.20 |
633.70 |
619.70 |
621.60 |
+0.60 |
256 |
5,137 |
+54 |
Oct12 |
111114 |
630.10 |
630.70 |
616.80 |
617.70 |
-0.60 |
99 |
2,720 |
+16 |
Dec12 |
111114 |
625.90 |
626.90 |
621.50 |
622.30 |
-1.30 |
51 |
1,005 |
+26 |
Total Volume and Open Interest |
8,645 |
48,531 |
-507 |
Cotton(ICE) |
Dec11 |
111114 |
99.88 |
100.90 |
97.79 |
100.79 |
+1.55 |
25,569 |
53,143 |
-11,293 |
Mar12 |
111114 |
98.02 |
98.12 |
96.10 |
96.62 |
-1.42 |
16,779 |
72,083 |
+3,149 |
May12 |
111114 |
98.30 |
98.30 |
96.70 |
97.23 |
-1.23 |
2,467 |
13,723 |
+444 |
Jul12 |
111114 |
98.00 |
98.00 |
96.85 |
97.30 |
-0.88 |
2,477 |
15,324 |
+799 |
Oct12 |
111114 |
98.05 |
98.14 |
98.05 |
98.14 |
-0.62 |
2 |
82 |
+0 |
Dec12 |
111114 |
95.33 |
95.90 |
95.00 |
95.36 |
-0.37 |
461 |
6,372 |
+47 |
Total Volume and Open Interest |
48,073 |
161,917 |
-6,755 |
Lumber(CME) |
Nov11 |
111114 |
220.2 |
224.8 |
217.2 |
217.5 |
-2.5 |
126 |
358 |
-111 |
Jan12 |
111114 |
228.4 |
229.5 |
225.7 |
226.8 |
-2.2 |
413 |
7,031 |
+10 |
Mar12 |
111114 |
247.2 |
247.2 |
242.9 |
243.8 |
-3.2 |
41 |
1,894 |
-6 |
May12 |
111114 |
256.5 |
258.0 |
256.5 |
256.5 |
-1.5 |
5 |
206 |
+4 |
Total Volume and Open Interest |
585 |
9,592 |
-103 |
Crude Oil(NYM) |
Dec11 |
111114 |
99.30 |
99.69 |
97.19 |
98.14 |
-0.85 |
347,730 |
201,927 |
-21,810 |
Jan12 |
111114 |
99.06 |
99.57 |
97.22 |
98.22 |
-0.67 |
119,116 |
279,702 |
+16,393 |
Feb12 |
111114 |
99.09 |
99.30 |
97.18 |
98.15 |
-0.59 |
35,806 |
78,495 |
+956 |
Mar12 |
111114 |
98.74 |
98.78 |
97.06 |
98.10 |
-0.53 |
30,424 |
79,476 |
+2,824 |
Apr12 |
111114 |
98.50 |
98.50 |
96.92 |
97.99 |
-0.50 |
15,240 |
34,728 |
+1,619 |
May12 |
111114 |
98.03 |
98.23 |
96.87 |
97.84 |
-0.49 |
13,113 |
34,485 |
+1,954 |
Jun12 |
111114 |
98.15 |
98.23 |
96.49 |
97.63 |
-0.49 |
31,722 |
82,665 |
+3,725 |
Jul12 |
111114 |
97.82 |
97.82 |
96.44 |
97.42 |
-0.47 |
5,240 |
31,416 |
-127 |
Aug12 |
111114 |
97.63 |
97.63 |
96.20 |
97.19 |
-0.44 |
3,526 |
21,156 |
+249 |
Sep12 |
111114 |
95.75 |
96.98 |
95.75 |
96.95 |
-0.41 |
3,871 |
23,065 |
+153 |
Oct12 |
111114 |
96.74 |
96.74 |
96.74 |
96.74 |
-0.37 |
3,049 |
24,453 |
+600 |
Nov12 |
111114 |
96.58 |
96.58 |
96.58 |
96.58 |
-0.33 |
2,612 |
24,212 |
-231 |
Dec12 |
111114 |
96.73 |
96.80 |
95.07 |
96.44 |
-0.28 |
31,320 |
161,986 |
+1,431 |
Jan13 |
111114 |
96.17 |
96.17 |
96.17 |
96.17 |
-0.24 |
756 |
28,185 |
+190 |
Feb13 |
111114 |
95.87 |
95.87 |
95.87 |
95.87 |
-0.20 |
474 |
10,937 |
-277 |
Mar13 |
111114 |
95.62 |
95.62 |
95.62 |
95.62 |
-0.16 |
211 |
8,949 |
-93 |
Total Volume and Open Interest |
662,554 |
1,389,317 |
+6,862 |
e-miNY Crude Oil(NYM) |
Nov11 |
111019 |
88.200 |
89.500 |
86.100 |
86.100 |
-2.250 |
5,853 |
2,683 |
-142 |
Dec11 |
111114 |
99.150 |
99.675 |
97.125 |
98.150 |
-0.850 |
11,636 |
2,991 |
+192 |
Jan12 |
111114 |
99.175 |
99.575 |
97.250 |
98.225 |
-0.675 |
452 |
562 |
+51 |
Feb12 |
111114 |
98.675 |
98.850 |
97.200 |
98.150 |
-0.600 |
37 |
106 |
-5 |
Mar12 |
111114 |
98.350 |
98.350 |
97.375 |
98.100 |
-0.525 |
7 |
63 |
-1 |
Apr12 |
111114 |
97.200 |
98.000 |
97.200 |
98.000 |
-0.500 |
2 |
25 |
+1 |
May12 |
111114 |
97.850 |
97.850 |
97.850 |
97.850 |
-0.475 |
0 |
7 |
+0 |
Jun12 |
111114 |
96.700 |
97.625 |
96.700 |
97.625 |
-0.500 |
2 |
16 |
+2 |
Jul12 |
111114 |
97.425 |
97.425 |
97.425 |
97.425 |
-0.475 |
0 |
4 |
+0 |
Aug12 |
111114 |
97.200 |
97.200 |
97.200 |
97.200 |
-0.425 |
0 |
1 |
+0 |
Total Volume and Open Interest |
12,136 |
4,004 |
+240 |
Heating Oil(NYM) |
Dec11 |
111114 |
318.62 |
320.04 |
315.64 |
316.22 |
-0.94 |
69,303 |
76,870 |
-5,754 |
Jan12 |
111114 |
318.85 |
319.56 |
315.62 |
316.20 |
-0.62 |
50,074 |
65,979 |
+2,822 |
Feb12 |
111114 |
317.20 |
317.78 |
314.40 |
314.84 |
-0.42 |
24,916 |
31,755 |
+397 |
Mar12 |
111114 |
315.24 |
316.02 |
312.40 |
312.97 |
-0.28 |
16,080 |
27,436 |
+1,594 |
Apr12 |
111114 |
310.20 |
311.91 |
309.40 |
309.82 |
-0.26 |
7,668 |
16,821 |
+1,350 |
May12 |
111114 |
309.00 |
309.27 |
306.34 |
306.67 |
-0.30 |
3,210 |
11,655 |
+551 |
Jun12 |
111114 |
307.50 |
307.70 |
303.77 |
304.75 |
-0.24 |
10,800 |
31,363 |
+395 |
Jul12 |
111114 |
307.01 |
307.20 |
303.50 |
304.33 |
-0.18 |
1,179 |
7,743 |
-363 |
Aug12 |
111114 |
306.28 |
306.28 |
303.86 |
304.22 |
-0.11 |
1,307 |
3,918 |
+11 |
Sep12 |
111114 |
306.33 |
306.33 |
303.72 |
304.35 |
+0.02 |
1,375 |
5,288 |
+393 |
Oct12 |
111114 |
304.10 |
304.85 |
304.10 |
304.85 |
+0.09 |
624 |
2,182 |
+205 |
Nov12 |
111114 |
305.47 |
305.47 |
305.47 |
305.47 |
+0.11 |
176 |
1,345 |
-24 |
Total Volume and Open Interest |
188,299 |
301,024 |
+1,616 |
Gasoline(NYMEX) |
Dec11 |
111114 |
260.55 |
261.50 |
249.40 |
253.53 |
-6.85 |
57,858 |
73,599 |
-3,926 |
Jan12 |
111114 |
260.70 |
262.00 |
250.70 |
254.24 |
-6.46 |
41,693 |
72,347 |
+6,217 |
Feb12 |
111114 |
260.21 |
263.19 |
252.50 |
255.62 |
-6.11 |
21,958 |
26,408 |
+179 |
Mar12 |
111114 |
263.55 |
264.49 |
254.73 |
257.50 |
-5.91 |
14,582 |
27,704 |
+1,144 |
Apr12 |
111114 |
278.60 |
279.55 |
270.27 |
272.86 |
-5.28 |
10,582 |
27,069 |
+1,520 |
May12 |
111114 |
277.77 |
279.75 |
270.90 |
273.06 |
-4.91 |
5,892 |
13,728 |
+710 |
Jun12 |
111114 |
276.97 |
277.85 |
268.92 |
271.60 |
-4.72 |
6,684 |
20,965 |
-451 |
Jul12 |
111114 |
270.17 |
270.69 |
268.66 |
269.60 |
-4.56 |
1,196 |
5,817 |
-50 |
Aug12 |
111114 |
271.10 |
271.10 |
264.83 |
267.44 |
-4.51 |
796 |
5,409 |
+6 |
Sep12 |
111114 |
264.98 |
264.98 |
264.98 |
264.98 |
-4.59 |
927 |
6,495 |
+58 |
Total Volume and Open Interest |
164,957 |
299,297 |
+5,694 |
e-miNY RBOB Gasoline(NYM) |
Dec11 |
111114 |
253.50 |
253.53 |
253.50 |
253.50 |
-6.90 |
|
|
|
Jan12 |
111114 |
254.20 |
254.24 |
254.20 |
254.20 |
-6.50 |
0 |
1 |
+0 |
Feb12 |
111114 |
255.60 |
255.62 |
255.60 |
255.60 |
-6.10 |
0 |
1 |
+0 |
Mar12 |
111114 |
257.50 |
257.50 |
257.50 |
257.50 |
-5.90 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Dec11 |
111114 |
3.540 |
3.553 |
3.441 |
3.458 |
-0.126 |
101,705 |
119,971 |
-6,716 |
Jan12 |
111114 |
3.650 |
3.664 |
3.583 |
3.600 |
-0.096 |
46,419 |
261,141 |
+3,996 |
Feb12 |
111114 |
3.675 |
3.678 |
3.602 |
3.618 |
-0.096 |
13,717 |
77,397 |
-330 |
Mar12 |
111114 |
3.644 |
3.663 |
3.595 |
3.604 |
-0.086 |
20,213 |
98,777 |
-3,333 |
Apr12 |
111114 |
3.661 |
3.668 |
3.607 |
3.619 |
-0.079 |
19,596 |
98,723 |
+2,408 |
May12 |
111114 |
3.696 |
3.710 |
3.661 |
3.665 |
-0.074 |
6,597 |
38,175 |
+1,626 |
Jun12 |
111114 |
3.750 |
3.751 |
3.702 |
3.710 |
-0.071 |
2,745 |
18,720 |
+56 |
Jul12 |
111114 |
3.772 |
3.790 |
3.750 |
3.758 |
-0.069 |
2,196 |
17,577 |
+164 |
Aug12 |
111114 |
3.800 |
3.816 |
3.780 |
3.785 |
-0.069 |
1,086 |
13,598 |
+550 |
Sep12 |
111114 |
3.818 |
3.818 |
3.779 |
3.787 |
-0.068 |
1,534 |
10,563 |
+244 |
Oct12 |
111114 |
3.835 |
3.856 |
3.811 |
3.824 |
-0.066 |
9,007 |
57,299 |
+2,137 |
Nov12 |
111114 |
3.980 |
3.990 |
3.947 |
3.960 |
-0.060 |
3,247 |
19,393 |
+1,014 |
Dec12 |
111114 |
4.221 |
4.258 |
4.215 |
4.229 |
-0.055 |
1,976 |
20,553 |
+729 |
Jan13 |
111114 |
4.345 |
4.376 |
4.340 |
4.353 |
-0.047 |
4,709 |
31,382 |
+983 |
Feb13 |
111114 |
4.339 |
4.362 |
4.339 |
4.342 |
-0.047 |
111 |
5,620 |
+36 |
Mar13 |
111114 |
4.320 |
4.320 |
4.284 |
4.297 |
-0.044 |
929 |
13,497 |
+87 |
Total Volume and Open Interest |
239,114 |
977,647 |
+2,339 |
Brent Crude Oil(ICE) |
Dec11 |
111114 |
114.63 |
114.83 |
111.32 |
111.89 |
-2.27 |
223,750 |
98,832 |
-22,894 |
Jan12 |
111114 |
113.50 |
113.60 |
110.53 |
111.28 |
-1.65 |
186,914 |
182,990 |
+7,215 |
Feb12 |
111114 |
112.61 |
112.84 |
110.03 |
110.77 |
-1.45 |
72,402 |
123,378 |
+7,136 |
Mar12 |
111114 |
112.01 |
112.24 |
109.62 |
110.32 |
-1.30 |
39,093 |
86,418 |
-5,479 |
Apr12 |
111114 |
111.89 |
112.03 |
109.27 |
109.98 |
-1.18 |
21,370 |
35,659 |
+1,580 |
May12 |
111114 |
111.49 |
111.49 |
108.92 |
109.68 |
-1.12 |
14,819 |
19,211 |
-79 |
Jun12 |
111114 |
111.30 |
111.30 |
108.60 |
109.37 |
-1.06 |
35,983 |
58,974 |
+784 |
Jul12 |
111114 |
110.61 |
110.63 |
108.46 |
109.06 |
-0.98 |
5,691 |
20,308 |
-36 |
Aug12 |
111114 |
110.20 |
110.23 |
108.13 |
108.69 |
-0.93 |
5,821 |
20,985 |
+1,606 |
Sep12 |
111114 |
108.18 |
108.34 |
108.14 |
108.22 |
-0.89 |
5,173 |
26,775 |
+1,181 |
Oct12 |
111114 |
108.49 |
108.49 |
107.78 |
107.78 |
-0.85 |
4,002 |
13,451 |
+11 |
Nov12 |
111114 |
107.36 |
107.36 |
107.36 |
107.36 |
-0.81 |
3,353 |
16,777 |
+930 |
Dec12 |
111114 |
108.09 |
108.35 |
106.11 |
106.90 |
-0.77 |
49,534 |
104,878 |
+1,301 |
Jan13 |
111114 |
106.48 |
106.48 |
106.48 |
106.48 |
-0.74 |
1,286 |
8,805 |
-101 |
Total Volume and Open Interest |
695,076 |
977,146 |
-5,266 |
Gas Oil(ICE) |
Dec11 |
111114 |
1000.00 |
1001.25 |
990.00 |
999.25 |
unch |
127,550 |
157,753 |
-11,914 |
Jan12 |
111114 |
989.25 |
990.50 |
978.75 |
987.50 |
-0.50 |
101,432 |
97,236 |
+4,195 |
Feb12 |
111114 |
979.00 |
982.00 |
970.25 |
978.50 |
-0.75 |
40,444 |
52,238 |
-2,699 |
Mar12 |
111114 |
972.25 |
975.25 |
963.75 |
971.00 |
-1.00 |
23,538 |
36,464 |
-1,687 |
Apr12 |
111114 |
966.75 |
969.75 |
957.75 |
965.00 |
-1.00 |
11,485 |
23,012 |
+788 |
May12 |
111114 |
964.25 |
964.50 |
953.25 |
960.50 |
-0.50 |
6,109 |
22,781 |
+568 |
Jun12 |
111114 |
962.75 |
963.50 |
951.50 |
959.00 |
+0.25 |
17,860 |
52,275 |
-1,609 |
Jul12 |
111114 |
963.25 |
964.25 |
954.00 |
959.25 |
+0.25 |
1,538 |
16,162 |
-344 |
Aug12 |
111114 |
961.50 |
961.75 |
953.75 |
959.50 |
+0.75 |
818 |
11,112 |
-10 |
Sep12 |
111114 |
957.50 |
958.25 |
952.50 |
958.25 |
+0.75 |
704 |
11,816 |
-57 |
Total Volume and Open Interest |
342,656 |
572,762 |
-21,958 |
Ethanol(CBOT) |
Nov11 |
111103 |
2.806 |
2.845 |
2.790 |
2.790 |
+0.004 |
130 |
244 |
-76 |
Dec11 |
111114 |
2.655 |
2.656 |
2.641 |
2.652 |
+0.006 |
154 |
1,261 |
-6 |
Jan12 |
111114 |
2.465 |
2.465 |
2.448 |
2.459 |
-0.007 |
305 |
1,882 |
-3 |
Feb12 |
111114 |
2.373 |
2.374 |
2.365 |
2.371 |
-0.001 |
184 |
1,254 |
-14 |
Mar12 |
111114 |
2.355 |
2.372 |
2.355 |
2.372 |
-0.002 |
61 |
1,068 |
+22 |
Apr12 |
111114 |
2.383 |
2.383 |
2.383 |
2.383 |
-0.002 |
18 |
696 |
+12 |
May12 |
111114 |
2.393 |
2.393 |
2.393 |
2.393 |
-0.007 |
2 |
652 |
+0 |
Jun12 |
111114 |
2.400 |
2.400 |
2.400 |
2.400 |
-0.008 |
8 |
543 |
+0 |
Total Volume and Open Interest |
1,011 |
11,060 |
+101 |
WTI Crude Oil(ICE) |
Dec11 |
111114 |
99.45 |
99.67 |
97.19 |
98.14 |
-0.85 |
87,157 |
82,310 |
-4,712 |
Jan12 |
111114 |
99.35 |
99.35 |
97.23 |
98.22 |
-0.67 |
28,035 |
56,660 |
+1,249 |
Feb12 |
111114 |
98.75 |
98.75 |
97.13 |
98.15 |
-0.59 |
11,010 |
31,251 |
+110 |
Mar12 |
111114 |
98.27 |
98.31 |
97.32 |
98.10 |
-0.53 |
7,806 |
20,319 |
-38 |
Apr12 |
111114 |
98.47 |
98.47 |
96.92 |
97.99 |
-0.50 |
4,058 |
10,962 |
+581 |
May12 |
111114 |
98.30 |
98.30 |
96.74 |
97.84 |
-0.49 |
3,876 |
10,386 |
+423 |
Jun12 |
111114 |
98.22 |
98.24 |
96.45 |
97.63 |
-0.49 |
12,795 |
41,135 |
+231 |
Jul12 |
111114 |
96.22 |
97.42 |
96.22 |
97.42 |
-0.47 |
1,431 |
7,728 |
+369 |
Aug12 |
111114 |
95.97 |
97.19 |
95.97 |
97.19 |
-0.44 |
893 |
4,568 |
-42 |
Sep12 |
111114 |
96.95 |
96.95 |
96.95 |
96.95 |
-0.41 |
980 |
8,392 |
-2 |
Oct12 |
111114 |
96.74 |
96.74 |
96.74 |
96.74 |
-0.37 |
723 |
3,136 |
+196 |
Nov12 |
111114 |
96.58 |
96.58 |
96.58 |
96.58 |
-0.33 |
569 |
3,670 |
+111 |
Dec12 |
111114 |
96.70 |
96.77 |
95.03 |
96.44 |
-0.28 |
20,303 |
55,254 |
+466 |
Jan13 |
111114 |
96.17 |
96.17 |
96.17 |
96.17 |
-0.24 |
0 |
2,201 |
+0 |
Feb13 |
111114 |
95.87 |
95.87 |
95.87 |
95.87 |
-0.20 |
0 |
603 |
+0 |
Mar13 |
111114 |
95.62 |
95.62 |
95.62 |
95.62 |
-0.16 |
0 |
1,476 |
+0 |
Total Volume and Open Interest |
190,960 |
436,063 |
-3,924 |
US Dollar Index(ICE) |
Dec11 |
111114 |
76.975 |
77.840 |
76.925 |
77.753 |
+0.623 |
26,240 |
57,889 |
-92 |
Mar12 |
111114 |
77.400 |
78.168 |
77.400 |
78.168 |
+0.618 |
49 |
656 |
+41 |
Jun12 |
111114 |
78.607 |
78.607 |
78.607 |
78.607 |
+0.597 |
|
|
|
Total Volume and Open Interest |
26,289 |
58,545 |
-51 |
Australian Dollar(CME) |
Dec11 |
111114 |
102.68 |
102.99 |
101.18 |
101.28 |
-1.16 |
145,744 |
141,340 |
-2,896 |
Mar12 |
111114 |
101.65 |
101.93 |
100.30 |
100.30 |
-1.21 |
83 |
712 |
+1 |
Jun12 |
111114 |
99.55 |
100.75 |
99.55 |
99.55 |
-1.20 |
0 |
19 |
+0 |
Total Volume and Open Interest |
84,217 |
140,622 |
-4,468 |
British Pound(CME) |
Dec11 |
111114 |
160.63 |
160.90 |
158.75 |
158.87 |
-1.69 |
115,225 |
149,689 |
-237 |
Mar12 |
111114 |
160.00 |
160.42 |
158.73 |
158.73 |
-1.69 |
196 |
343 |
+117 |
Jun12 |
111114 |
158.58 |
160.25 |
158.58 |
158.58 |
-1.67 |
0 |
3 |
+0 |
Total Volume and Open Interest |
80,876 |
146,445 |
-3,715 |
Canadian Dollar(CME) |
Dec11 |
111114 |
98.81 |
99.03 |
98.02 |
98.18 |
-0.51 |
88,243 |
117,383 |
+887 |
Mar12 |
111114 |
98.75 |
98.85 |
97.86 |
98.01 |
-0.51 |
126 |
3,686 |
-24 |
Jun12 |
111114 |
97.80 |
98.41 |
97.80 |
97.90 |
-0.51 |
40 |
841 |
+6 |
Sep12 |
111114 |
97.82 |
98.34 |
97.82 |
97.82 |
-0.52 |
8 |
680 |
+5 |
Total Volume and Open Interest |
51,671 |
122,867 |
+1,020 |
Japanese Yen(CME) |
Dec11 |
111114 |
129.61 |
130.27 |
129.54 |
129.75 |
+0.11 |
58,010 |
137,131 |
+665 |
Mar12 |
111114 |
130.19 |
130.50 |
129.92 |
130.03 |
+0.11 |
32 |
969 |
+6 |
Jun12 |
111114 |
130.32 |
130.32 |
130.21 |
130.32 |
+0.11 |
0 |
22 |
+0 |
Total Volume and Open Interest |
55,676 |
140,643 |
+3,188 |
Swiss Franc(CME) |
Dec11 |
111114 |
111.24 |
111.64 |
110.01 |
110.17 |
-0.85 |
22,869 |
27,522 |
+1,301 |
Mar12 |
111114 |
111.47 |
111.47 |
110.40 |
110.40 |
-0.85 |
7 |
639 |
+1 |
Jun12 |
111114 |
110.74 |
111.57 |
110.74 |
110.74 |
-0.83 |
0 |
5 |
+0 |
Total Volume and Open Interest |
16,594 |
28,393 |
+1,525 |
EuroFX(CME) |
Dec11 |
111114 |
137.75 |
137.94 |
135.90 |
136.11 |
-1.37 |
340,140 |
244,439 |
+1,971 |
Mar12 |
111114 |
137.89 |
137.98 |
136.00 |
136.19 |
-1.35 |
1,004 |
4,256 |
+127 |
Jun12 |
111114 |
137.62 |
137.62 |
136.05 |
136.28 |
-1.34 |
25 |
901 |
+18 |
Total Volume and Open Interest |
237,313 |
243,922 |
-3,573 |
Mexican Peso(CME) |
Nov11 |
111114 |
740.0 |
743.8 |
740.0 |
740.0 |
-3.8 |
|
|
|
Dec11 |
111114 |
741.0 |
742.0 |
734.5 |
736.2 |
-5.8 |
24,676 |
95,289 |
-249 |
Total Volume and Open Interest |
36,701 |
104,099 |
+1,173 |
Brazilian Real(CME) |
Dec11 |
111114 |
564.00 |
564.00 |
562.60 |
564.00 |
-6.20 |
111 |
4,550 |
-101 |
Jan12 |
111114 |
560.60 |
560.60 |
560.60 |
560.60 |
-6.20 |
0 |
10,149 |
+0 |
Feb12 |
111114 |
557.15 |
557.15 |
557.15 |
557.15 |
-6.20 |
|
|
|
Mar12 |
111114 |
553.75 |
553.75 |
553.75 |
553.75 |
-6.20 |
|
|
|
Total Volume and Open Interest |
83 |
29,944 |
-182 |
30-Year T-Bonds(CBOT) |
Dec11 |
111114 |
140~170 |
142~020 |
140~020 |
141~250 |
+1~110 |
407,516 |
624,222 |
+727 |
Mar12 |
111114 |
139~260 |
141~190 |
139~240 |
141~130 |
+1~130 |
2,033 |
8,971 |
+568 |
Jun12 |
111114 |
140~070 |
140~070 |
138~260 |
140~070 |
+1~130 |
0 |
4 |
+0 |
Total Volume and Open Interest |
42,574 |
630,033 |
-1,869 |
10-Year T-Notes(CBOT) |
Dec11 |
111114 |
129~250 |
130~190 |
129~195 |
130~145 |
+0~215 |
1,104,435 |
1,466,386 |
-12,465 |
Mar12 |
111114 |
128~310 |
129~255 |
128~310 |
129~225 |
+0~225 |
6,321 |
28,695 |
+3,821 |
Jun12 |
111114 |
128~225 |
128~225 |
128~000 |
128~225 |
+0~225 |
|
|
|
Total Volume and Open Interest |
160,077 |
1,491,507 |
-12,218 |
5-Year T-Notes(CBOT) |
Dec11 |
111114 |
122~105 |
123~021 |
122~095 |
123~010 |
+0~038 |
549,938 |
1,250,297 |
-21,741 |
Mar12 |
111114 |
122~084 |
122~100 |
122~049 |
122~091 |
+0~042 |
6,418 |
15,425 |
+1,813 |
Jun12 |
111114 |
121~115 |
121~115 |
121~073 |
121~115 |
+0~042 |
|
|
|
Total Volume and Open Interest |
64,325 |
1,260,115 |
-25,535 |
2 Year T-Notes(CBOT) |
Dec11 |
111114 |
110~022 |
110~030 |
110~021 |
110~028 |
+0~006 |
155,137 |
754,223 |
-21 |
Mar12 |
111114 |
110~030 |
110~032 |
110~024 |
110~031 |
+0~007 |
4,829 |
12,576 |
-1,246 |
Jun12 |
111114 |
109~127 |
109~127 |
109~116 |
109~127 |
+0~011 |
|
|
|
Total Volume and Open Interest |
32,535 |
765,002 |
-3,064 |
Eurodollars(CME) |
Dec11 |
111114 |
99.425 |
99.440 |
99.408 |
99.412 |
-0.007 |
324,360 |
1,022,176 |
+9,398 |
Mar12 |
111114 |
99.320 |
99.350 |
99.295 |
99.300 |
-0.020 |
305,761 |
943,640 |
+1,621 |
Jun12 |
111114 |
99.290 |
99.335 |
99.280 |
99.285 |
-0.005 |
294,075 |
1,115,924 |
+24,295 |
Sep12 |
111114 |
99.265 |
99.320 |
99.260 |
99.270 |
+0.010 |
268,005 |
758,061 |
+5,128 |
Dec12 |
111114 |
99.245 |
99.310 |
99.240 |
99.260 |
+0.015 |
233,370 |
783,891 |
+8,461 |
Mar13 |
111114 |
99.245 |
99.315 |
99.240 |
99.260 |
+0.015 |
180,553 |
858,678 |
-15,720 |
Jun13 |
111114 |
99.210 |
99.285 |
99.210 |
99.235 |
+0.015 |
157,854 |
571,889 |
-1,289 |
Sep13 |
111114 |
99.155 |
99.230 |
99.155 |
99.185 |
+0.020 |
151,227 |
479,081 |
-6,811 |
Dec13 |
111114 |
99.055 |
99.115 |
99.040 |
99.080 |
+0.025 |
135,695 |
472,573 |
-1,225 |
Mar14 |
111114 |
98.910 |
98.980 |
98.900 |
98.950 |
+0.030 |
94,100 |
321,675 |
-1,620 |
Jun14 |
111114 |
98.735 |
98.805 |
98.725 |
98.780 |
+0.035 |
82,113 |
282,028 |
+2,724 |
Sep14 |
111114 |
98.545 |
98.620 |
98.540 |
98.600 |
+0.040 |
81,696 |
184,398 |
+480 |
Dec14 |
111114 |
98.345 |
98.430 |
98.345 |
98.410 |
+0.045 |
118,017 |
186,752 |
+2,428 |
Mar15 |
111114 |
98.170 |
98.265 |
98.165 |
98.235 |
+0.055 |
54,062 |
120,618 |
-650 |
Jun15 |
111114 |
6.235 |
6.340 |
6.235 |
6.310 |
+0.060 |
52,852 |
111,757 |
+1,552 |
Sep15 |
111114 |
6.065 |
6.165 |
6.060 |
6.130 |
+0.060 |
38,348 |
84,194 |
-4,004 |
Dec15 |
111114 |
5.880 |
5.975 |
5.865 |
5.945 |
+0.060 |
21,715 |
54,664 |
-1,557 |
Mar16 |
111114 |
5.715 |
5.825 |
5.705 |
5.795 |
+0.060 |
18,431 |
53,030 |
-1,196 |
Total Volume and Open Interest |
699,084 |
8,654,345 |
+32,871 |
30 Day Federal Funds(CBOT) |
Nov11 |
111114 |
99.915 |
99.918 |
99.915 |
99.918 |
unch |
1,846 |
65,305 |
+179 |
Dec11 |
111114 |
99.920 |
99.920 |
99.915 |
99.920 |
unch |
4,295 |
61,468 |
+40 |
Jan12 |
111114 |
99.910 |
99.915 |
99.910 |
99.910 |
unch |
1,017 |
55,932 |
-382 |
Feb12 |
111114 |
99.905 |
99.910 |
99.905 |
99.905 |
unch |
187 |
43,925 |
+122 |
Mar12 |
111114 |
99.900 |
99.905 |
99.900 |
99.900 |
unch |
1,303 |
31,322 |
-223 |
Apr12 |
111114 |
99.900 |
99.905 |
99.895 |
99.900 |
unch |
776 |
35,270 |
+212 |
Total Volume and Open Interest |
3,291 |
594,169 |
+6,445 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111114 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
0 |
328 |
+45 |
Mar12 |
111114 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
300 |
+0 |
Jun12 |
111114 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Sep12 |
111114 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Dec12 |
111114 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar13 |
111114 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun13 |
111114 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111114 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Dec13 |
111114 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Mar14 |
111114 |
99.205 |
99.205 |
99.205 |
99.205 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
628 |
+45 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111114 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
100 |
2,534 |
+45 |
Mar12 |
111114 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,178 |
+0 |
Jun12 |
111114 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,470 |
+0 |
Sep12 |
111114 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
710 |
+0 |
Dec12 |
111114 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
151 |
+0 |
Mar13 |
111114 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1 |
+0 |
Jun13 |
111114 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
Sep13 |
111114 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
Total Volume and Open Interest |
100 |
7,046 |
+45 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111114 |
142.83 |
142.88 |
142.69 |
142.85 |
-0.03 |
3,071 |
22,892 |
+1,662 |
Mar12 |
111114 |
142.27 |
142.27 |
142.27 |
142.27 |
-0.03 |
3 |
35 |
-3 |
Jun12 |
111114 |
140.18 |
140.18 |
140.18 |
140.18 |
-0.03 |
|
|
|
Total Volume and Open Interest |
3,074 |
22,927 |
+1,659 |
Euro-Bund(EUREX) |
Dec11 |
111114 |
137.28 |
138.70 |
137.03 |
138.26 |
+1.00 |
862,383 |
873,755 |
-907 |
Mar12 |
111114 |
137.33 |
138.88 |
137.29 |
138.48 |
+1.04 |
3,355 |
10,000 |
+2,810 |
Jun12 |
111114 |
138.06 |
138.06 |
138.06 |
138.06 |
+1.00 |
93 |
18 |
+0 |
Total Volume and Open Interest |
865,831 |
883,773 |
+1,903 |
Euro-Bobl(EUREX) |
Dec11 |
111114 |
123.19 |
123.90 |
123.10 |
123.65 |
+0.47 |
473,820 |
728,094 |
+5,790 |
Mar12 |
111114 |
123.57 |
124.21 |
123.53 |
124.00 |
+0.51 |
1,456 |
21,845 |
+696 |
Jun12 |
111114 |
123.80 |
123.80 |
123.80 |
123.80 |
+0.47 |
|
|
|
Total Volume and Open Interest |
475,276 |
749,939 |
+6,486 |
3-Mth Euribor(EUREX) |
Dec11 |
111114 |
98.735 |
98.735 |
98.735 |
98.735 |
+0.045 |
8 |
1,868 |
+4 |
Mar12 |
111114 |
98.925 |
98.925 |
98.925 |
98.925 |
+0.050 |
6 |
2,120 |
+4 |
Jun12 |
111114 |
98.975 |
98.975 |
98.975 |
98.975 |
+0.045 |
7 |
1,063 |
+2 |
Total Volume and Open Interest |
39 |
8,507 |
+16 |
Long Gilt(LIFFE) |
Dec11 |
111114 |
130~07 |
131~05 |
130~02 |
130~28 |
+0~30 |
117,346 |
297,945 |
-6,107 |
Mar12 |
111114 |
114~02 |
114~29 |
113~29 |
114~20 |
+0~30 |
884 |
17,911 |
-29 |
Total Volume and Open Interest |
118,230 |
315,856 |
-6,136 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111114 |
98.87 |
98.90 |
98.87 |
98.88 |
+0.02 |
48,297 |
354,626 |
+741 |
Mar12 |
111114 |
98.77 |
98.80 |
98.76 |
98.78 |
+0.02 |
63,632 |
367,345 |
-2,344 |
Jun12 |
111114 |
98.74 |
98.78 |
98.73 |
98.76 |
+0.03 |
55,930 |
221,547 |
-6,538 |
Sep12 |
111114 |
98.73 |
98.77 |
98.71 |
98.75 |
+0.04 |
52,333 |
232,990 |
-1,826 |
Dec12 |
111114 |
98.68 |
98.74 |
98.66 |
98.71 |
+0.04 |
43,194 |
206,369 |
-1,523 |
Mar13 |
111114 |
98.67 |
98.73 |
98.65 |
98.70 |
+0.05 |
41,038 |
205,403 |
-1,394 |
Total Volume and Open Interest |
400,102 |
2,097,206 |
-5,430 |
3-Mth Euribor(LIFFE) |
Dec11 |
111114 |
98.695 |
98.745 |
98.695 |
98.735 |
+0.045 |
168,129 |
742,602 |
-3,954 |
Mar12 |
111114 |
98.875 |
98.945 |
98.875 |
98.925 |
+0.050 |
117,833 |
523,242 |
+4,609 |
Jun12 |
111114 |
98.930 |
99.005 |
98.930 |
98.975 |
+0.045 |
80,225 |
364,938 |
-186 |
Total Volume and Open Interest |
811,661 |
3,526,356 |
+5,444 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111114 |
95.59 |
95.59 |
95.51 |
95.53 |
-0.07 |
16,030 |
201,214 |
-17,176 |
Mar12 |
111114 |
96.28 |
96.32 |
96.17 |
96.22 |
-0.06 |
17,664 |
184,902 |
-4,812 |
Jun12 |
111114 |
96.54 |
96.57 |
96.41 |
96.47 |
-0.08 |
15,311 |
134,224 |
+49 |
Sep12 |
111114 |
96.55 |
96.56 |
96.44 |
96.47 |
-0.07 |
4,495 |
88,242 |
-1,016 |
Dec12 |
111114 |
96.42 |
96.42 |
96.32 |
96.34 |
-0.07 |
4,809 |
52,918 |
+672 |
Mar13 |
111114 |
96.22 |
96.22 |
96.18 |
96.19 |
-0.08 |
1,791 |
45,886 |
-49 |
Jun13 |
111114 |
96.13 |
96.14 |
96.04 |
96.06 |
-0.07 |
1,638 |
36,298 |
+452 |
Sep13 |
111114 |
95.94 |
95.96 |
95.94 |
95.96 |
-0.06 |
230 |
18,612 |
-85 |
Dec13 |
111114 |
95.82 |
95.83 |
95.82 |
95.83 |
-0.06 |
205 |
3,661 |
-231 |
Mar14 |
111114 |
95.71 |
95.72 |
95.70 |
95.72 |
-0.06 |
2 |
556 |
-6 |
Total Volume and Open Interest |
62,175 |
766,588 |
-22,242 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111114 |
95.83 |
95.86 |
95.76 |
95.77 |
-0.07 |
35,511 |
366,729 |
-2,063 |
Mar12 |
111114 |
95.77 |
95.77 |
95.77 |
95.77 |
-0.07 |
|
|
|
Total Volume and Open Interest |
35,511 |
366,729 |
-2,063 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111114 |
96.55 |
96.57 |
96.44 |
96.47 |
-0.08 |
127,232 |
589,693 |
+16,621 |
Mar12 |
111114 |
96.47 |
96.47 |
96.47 |
96.47 |
-0.08 |
|
|
|
Total Volume and Open Interest |
127,232 |
589,693 |
+16,621 |
Gold(CMX) |
Dec11 |
111114 |
1789.4 |
1797.6 |
1774.2 |
1778.4 |
-9.7 |
172,534 |
239,151 |
-4,561 |
Feb12 |
111114 |
1794.2 |
1799.5 |
1776.8 |
1780.9 |
-9.7 |
16,565 |
94,129 |
+4,100 |
Apr12 |
111114 |
1799.3 |
1799.8 |
1780.3 |
1783.0 |
-9.7 |
4,103 |
19,500 |
+992 |
Jun12 |
111114 |
1802.3 |
1802.3 |
1782.5 |
1784.8 |
-9.7 |
796 |
19,516 |
-89 |
Aug12 |
111114 |
1797.8 |
1804.0 |
1784.7 |
1786.6 |
-9.7 |
1,199 |
9,705 |
+532 |
Oct12 |
111114 |
1806.0 |
1806.0 |
1788.2 |
1788.8 |
-9.6 |
710 |
6,648 |
+456 |
Dec12 |
111114 |
1807.7 |
1807.7 |
1788.7 |
1791.0 |
-9.5 |
412 |
17,586 |
+158 |
Feb13 |
111114 |
1793.8 |
1793.8 |
1793.5 |
1793.5 |
-9.5 |
5 |
3,404 |
+3 |
Apr13 |
111114 |
1796.2 |
1796.2 |
1796.2 |
1796.2 |
-9.8 |
0 |
469 |
+0 |
Jun13 |
111114 |
1799.6 |
1799.6 |
1799.6 |
1799.6 |
-9.9 |
294 |
10,270 |
+168 |
Aug13 |
111114 |
1803.1 |
1803.1 |
1803.1 |
1803.1 |
-10.0 |
0 |
45 |
+0 |
Total Volume and Open Interest |
197,487 |
464,683 |
+2,000 |
Silver(CMX) |
Dec11 |
111114 |
3471.5 |
3492.0 |
3395.0 |
3402.4 |
-65.8 |
46,338 |
41,156 |
-2,802 |
Mar12 |
111114 |
3481.0 |
3495.0 |
3402.0 |
3409.2 |
-65.9 |
7,098 |
27,844 |
+964 |
May12 |
111114 |
3494.5 |
3494.5 |
3412.0 |
3412.5 |
-66.0 |
1,442 |
4,591 |
-107 |
Jul12 |
111114 |
3472.5 |
3474.0 |
3415.6 |
3415.6 |
-66.1 |
221 |
3,253 |
+85 |
Sep12 |
111114 |
3418.3 |
3418.3 |
3418.3 |
3418.3 |
-66.1 |
134 |
1,732 |
-28 |
Dec12 |
111114 |
3505.0 |
3505.0 |
3421.0 |
3421.2 |
-66.2 |
398 |
13,237 |
-322 |
Mar13 |
111114 |
3415.8 |
3415.8 |
3415.8 |
3415.8 |
-66.2 |
70 |
1,075 |
+57 |
Total Volume and Open Interest |
56,115 |
107,527 |
-2,162 |
Platinum(NYMEX) |
Jan12 |
111114 |
1649.1 |
1667.3 |
1639.2 |
1644.1 |
-2.6 |
5,174 |
35,540 |
-30 |
Apr12 |
111114 |
1655.6 |
1670.4 |
1643.9 |
1647.5 |
-2.7 |
63 |
3,509 |
+10 |
Jul12 |
111114 |
1651.0 |
1651.0 |
1651.0 |
1651.0 |
-2.7 |
5 |
96 |
+0 |
Oct12 |
111114 |
1654.6 |
1654.6 |
1654.6 |
1654.6 |
-2.6 |
0 |
53 |
+0 |
Total Volume and Open Interest |
5,242 |
39,200 |
-20 |
Palladium(NYMEX) |
Dec11 |
111114 |
662.00 |
668.40 |
654.80 |
664.30 |
+1.50 |
5,336 |
15,182 |
-975 |
Mar12 |
111114 |
14.04 |
14.04 |
1.64 |
11.14 |
+1.70 |
1,458 |
3,665 |
+563 |
Jun12 |
111114 |
12.29 |
12.29 |
12.29 |
12.29 |
+1.70 |
0 |
4 |
+0 |
Total Volume and Open Interest |
6,794 |
18,851 |
-412 |
Copper(CMX) |
Dec11 |
111114 |
347.40 |
358.55 |
347.10 |
348.80 |
+2.45 |
44,449 |
45,695 |
-2,809 |
Mar12 |
111114 |
352.70 |
360.10 |
349.45 |
350.70 |
+2.40 |
11,764 |
49,177 |
+4,484 |
May12 |
111114 |
354.90 |
360.35 |
351.90 |
351.90 |
+2.40 |
1,634 |
14,886 |
+697 |
Jul12 |
111114 |
352.00 |
360.20 |
352.00 |
352.70 |
+2.35 |
455 |
5,279 |
+254 |
Sep12 |
111114 |
357.65 |
357.65 |
353.05 |
353.05 |
+2.35 |
55 |
2,137 |
+17 |
Total Volume and Open Interest |
58,756 |
128,408 |
+2,600 |
DJIA Index(CBOT) |
Dec11 |
111114 |
12131 |
12190 |
12000 |
12060 |
-52 |
203 |
16,444 |
-1,001 |
Mar12 |
111114 |
11993 |
12043 |
11993 |
11993 |
-50 |
0 |
403 |
+0 |
Jun12 |
111114 |
11926 |
11976 |
11926 |
11926 |
-50 |
0 |
400 |
+0 |
Sep12 |
111114 |
11863 |
11913 |
11863 |
11863 |
-50 |
|
|
|
Total Volume and Open Interest |
203 |
17,247 |
-1,001 |
E-mini DJIA Index(CBOT) |
Dec11 |
111114 |
12129 |
12203 |
11985 |
12060 |
-52 |
149,818 |
83,503 |
-280 |
Mar12 |
111114 |
12119 |
12119 |
11927 |
11993 |
-50 |
33 |
191 |
+17 |
Jun12 |
111114 |
11926 |
11926 |
11926 |
11926 |
-50 |
2 |
6 |
+1 |
Sep12 |
111114 |
11863 |
11863 |
11863 |
11863 |
-50 |
0 |
13 |
+0 |
Total Volume and Open Interest |
149,853 |
83,713 |
-262 |
S & P 500(CME) |
Dec11 |
111114 |
1264.00 |
1270.50 |
1243.70 |
1252.40 |
-9.20 |
15,870 |
276,851 |
+1,588 |
Mar12 |
111114 |
1248.50 |
1248.50 |
1239.30 |
1246.50 |
-9.10 |
472 |
13,806 |
-42 |
Jun12 |
111114 |
1241.50 |
1241.50 |
1234.50 |
1241.50 |
-9.00 |
25 |
1,589 |
-22 |
Sep12 |
111114 |
1235.50 |
1235.50 |
1228.50 |
1235.50 |
-9.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
16,367 |
292,358 |
+1,524 |
S & P 500 E-Mini(Globex) |
Dec11 |
111114 |
1264.25 |
1270.75 |
1243.50 |
1252.50 |
-9.00 |
2,584,328 |
2,878,090 |
-8,040 |
Mar12 |
111114 |
1257.25 |
1264.75 |
1237.75 |
1246.50 |
-9.00 |
7,123 |
26,206 |
+4,486 |
Total Volume and Open Interest |
2,591,455 |
2,905,732 |
-3,554 |
NASDAQ 100(CME) |
Dec11 |
111114 |
2366.00 |
2366.30 |
2329.00 |
2343.00 |
-7.30 |
1,377 |
29,379 |
-997 |
Mar12 |
111114 |
2338.80 |
2338.80 |
2335.80 |
2338.80 |
-7.00 |
0 |
50 |
+0 |
Jun12 |
111114 |
2335.80 |
2335.80 |
2332.80 |
2335.80 |
-7.00 |
|
|
|
Total Volume and Open Interest |
1,377 |
29,429 |
-997 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111114 |
2355.00 |
2366.50 |
2329.80 |
2343.00 |
-7.30 |
301,449 |
324,293 |
-8,905 |
Mar12 |
111114 |
2355.00 |
2364.30 |
2329.80 |
2338.80 |
-7.00 |
20 |
594 |
+8 |
Total Volume and Open Interest |
301,469 |
324,900 |
-8,897 |
S & P Midcap 400(CME) |
Dec11 |
111114 |
884.50 |
888.00 |
878.00 |
884.50 |
-5.00 |
4 |
5,582 |
-1 |
Mar12 |
111114 |
882.10 |
882.10 |
879.60 |
882.10 |
-5.00 |
|
|
|
Jun12 |
111114 |
880.10 |
880.10 |
877.60 |
880.10 |
-5.00 |
|
|
|
Total Volume and Open Interest |
4 |
5,582 |
-1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111114 |
8620 |
8660 |
8540 |
8580 |
-20 |
7,283 |
28,978 |
-104 |
Mar12 |
111114 |
8560 |
8605 |
8560 |
8585 |
-20 |
5 |
17 |
-3 |
Total Volume and Open Interest |
7,288 |
28,995 |
-107 |
Nikkei 225(SGX) |
Dec11 |
111114 |
8485 |
8665 |
8460 |
8625 |
+125 |
139,555 |
236,241 |
+12,563 |
Mar12 |
111114 |
8460 |
8645 |
8460 |
8615 |
+125 |
2,176 |
12,532 |
+2,025 |
Jun12 |
111114 |
8495 |
8540 |
8495 |
8540 |
+125 |
2 |
19 |
+1 |
Total Volume and Open Interest |
148,838 |
262,541 |
+18,772 |
CAC 40(EURONEXT) |
Nov11 |
111114 |
3163.0 |
3178.0 |
3082.0 |
3109.0 |
-37.0 |
120,750 |
265,847 |
+5,317 |
Dec11 |
111114 |
3162.0 |
3174.5 |
3082.0 |
3107.0 |
-37.0 |
805 |
37,812 |
+667 |
Jan12 |
111114 |
3104.5 |
3104.5 |
3104.5 |
3104.5 |
-36.0 |
|
|
|
Total Volume and Open Interest |
121,560 |
303,671 |
+5,988 |
Hang Seng Index(HKFE) |
Nov11 |
111114 |
19593 |
19663 |
19489 |
19506 |
+435 |
97,488 |
80,180 |
-6,145 |
Dec11 |
111114 |
19600 |
19640 |
19480 |
19506 |
+448 |
870 |
11,312 |
+2 |
Total Volume and Open Interest |
98,480 |
93,685 |
-6,088 |
DAX(EUREX) |
Dec11 |
111114 |
6089.0 |
6135.0 |
5924.5 |
6001.0 |
-47.5 |
215,081 |
159,633 |
+2,638 |
Mar12 |
111114 |
6112.5 |
6134.0 |
5940.0 |
6012.5 |
-47.5 |
1,516 |
7,501 |
-573 |
Jun12 |
111114 |
6146.0 |
6146.0 |
6025.0 |
6030.5 |
-48.0 |
1,005 |
2,335 |
+879 |
Total Volume and Open Interest |
217,602 |
169,469 |
+2,944 |
FT-SE 100(EURONEXT) |
Dec11 |
111114 |
5547.00 |
5576.50 |
5467.00 |
5506.50 |
-26.50 |
150,422 |
631,696 |
-4,952 |
Mar12 |
111114 |
5516.00 |
5530.50 |
5443.00 |
5472.50 |
-26.00 |
64 |
4,143 |
+40 |
Jun12 |
111114 |
5435.00 |
5435.00 |
5435.00 |
5435.00 |
-26.50 |
15 |
500 |
+0 |
Total Volume and Open Interest |
150,501 |
636,339 |
-4,912 |
SPI 200(SFE) |
Dec11 |
111114 |
4303.0 |
4385.0 |
4278.0 |
4327.0 |
+18.0 |
30,400 |
199,216 |
-1,484 |
Mar12 |
111114 |
4348.0 |
4360.0 |
4309.0 |
4309.0 |
+19.0 |
35 |
2,858 |
-3 |
Jun12 |
111114 |
4319.0 |
4319.0 |
4319.0 |
4319.0 |
+19.0 |
1 |
1,347 |
-82 |
Total Volume and Open Interest |
30,520 |
206,607 |
-1,507 |
GSCI(CME) |
Nov11 |
111114 |
659.00 |
661.25 |
657.50 |
659.00 |
-6.25 |
1,800 |
1,990 |
-1,536 |
Dec11 |
111114 |
664.50 |
664.50 |
659.00 |
660.25 |
-6.00 |
1,777 |
6,414 |
+1,516 |
Jan12 |
111114 |
659.00 |
659.00 |
658.50 |
659.00 |
-6.25 |
|
|
|
Total Volume and Open Interest |
3,577 |
8,404 |
-20 |
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. |
|
|