|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed November 16, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
111116 |
1199.75 |
1203.00 |
1182.75 |
1187.75 |
-12.50 |
67,925 |
241,264 |
+715 |
Mar12 |
111116 |
1210.00 |
1212.00 |
1192.75 |
1198.00 |
-12.25 |
18,733 |
85,988 |
+5 |
May12 |
111116 |
1219.75 |
1221.75 |
1202.50 |
1207.75 |
-12.00 |
15,242 |
79,035 |
+137 |
Jul12 |
111116 |
1228.25 |
1229.50 |
1211.50 |
1217.00 |
-11.25 |
11,703 |
59,189 |
+2,393 |
Aug12 |
111116 |
1218.75 |
1224.50 |
1210.75 |
1213.00 |
-11.50 |
98 |
606 |
+1 |
Sep12 |
111116 |
1211.50 |
1215.50 |
1205.00 |
1205.00 |
-10.50 |
47 |
424 |
+6 |
Nov12 |
111116 |
1211.00 |
1212.00 |
1195.00 |
1201.75 |
-9.50 |
4,207 |
49,644 |
+69 |
Total Volume and Open Interest |
118,163 |
529,062 |
+2,668 |
Soybean Meal(CBOT) |
Dec11 |
111116 |
301.50 |
302.00 |
296.00 |
296.40 |
-5.00 |
27,315 |
62,876 |
-3,423 |
Jan12 |
111116 |
303.70 |
303.70 |
298.00 |
298.30 |
-4.90 |
9,710 |
41,432 |
+487 |
Mar12 |
111116 |
306.50 |
306.70 |
301.30 |
301.50 |
-4.80 |
5,413 |
30,364 |
-301 |
May12 |
111116 |
309.30 |
309.70 |
300.00 |
304.70 |
-4.70 |
2,485 |
25,164 |
-275 |
Jul12 |
111116 |
313.40 |
313.70 |
307.50 |
308.60 |
-4.70 |
2,181 |
19,788 |
+419 |
Aug12 |
111116 |
312.10 |
312.70 |
309.30 |
309.30 |
-4.70 |
133 |
3,835 |
+1 |
Sep12 |
111116 |
312.30 |
312.80 |
308.80 |
308.80 |
-4.60 |
110 |
4,245 |
+14 |
Oct12 |
111116 |
309.40 |
309.80 |
304.90 |
304.90 |
-4.50 |
94 |
2,806 |
+5 |
Total Volume and Open Interest |
48,819 |
206,484 |
-2,791 |
Soybean Oil(CBOT) |
Dec11 |
111116 |
52.55 |
52.65 |
51.89 |
52.48 |
-0.12 |
51,756 |
85,307 |
-3,826 |
Jan12 |
111116 |
52.78 |
52.87 |
52.13 |
52.75 |
-0.09 |
25,133 |
74,943 |
+611 |
Mar12 |
111116 |
53.11 |
53.25 |
52.07 |
53.13 |
-0.07 |
10,003 |
51,892 |
+171 |
May12 |
111116 |
53.48 |
53.51 |
52.80 |
53.46 |
-0.07 |
3,002 |
35,441 |
+29 |
Jul12 |
111116 |
53.75 |
53.84 |
53.11 |
53.75 |
-0.08 |
2,378 |
24,381 |
-6 |
Aug12 |
111116 |
53.67 |
53.89 |
53.34 |
53.81 |
-0.08 |
107 |
3,434 |
+7 |
Sep12 |
111116 |
53.70 |
53.90 |
53.37 |
53.81 |
-0.09 |
76 |
3,604 |
+11 |
Oct12 |
111116 |
53.09 |
53.74 |
53.09 |
53.59 |
-0.15 |
94 |
3,736 |
-65 |
Total Volume and Open Interest |
93,738 |
296,330 |
-3,004 |
Canola(WCE) |
Nov11 |
111114 |
517.9 |
517.9 |
517.9 |
517.9 |
+4.4 |
|
|
|
Jan12 |
111116 |
527.0 |
530.0 |
525.2 |
526.8 |
-2.2 |
7,881 |
97,777 |
-9,976 |
Mar12 |
111116 |
533.7 |
536.9 |
532.2 |
533.9 |
-2.1 |
1,409 |
26,586 |
-250 |
May12 |
111116 |
540.0 |
541.3 |
536.2 |
538.0 |
-2.0 |
1,023 |
14,190 |
-378 |
Jul12 |
111116 |
545.9 |
547.0 |
542.8 |
544.3 |
-1.3 |
283 |
7,396 |
+29 |
Total Volume and Open Interest |
10,860 |
159,493 |
-10,603 |
Corn(CBOT) |
Dec11 |
111116 |
644.25 |
648.00 |
636.75 |
642.75 |
-2.75 |
191,854 |
370,745 |
-14,420 |
Mar12 |
111116 |
653.50 |
657.00 |
646.25 |
652.00 |
-2.75 |
128,497 |
443,712 |
+13,699 |
May12 |
111116 |
660.00 |
665.00 |
652.00 |
658.00 |
-2.50 |
27,105 |
129,501 |
+3,426 |
Jul12 |
111116 |
661.75 |
664.50 |
654.50 |
660.50 |
-2.50 |
24,404 |
131,084 |
-727 |
Sep12 |
111116 |
608.25 |
609.00 |
601.25 |
607.75 |
-0.75 |
1,915 |
32,977 |
+131 |
Dec12 |
111116 |
582.00 |
583.00 |
575.50 |
581.25 |
-2.25 |
10,468 |
162,086 |
+1,420 |
Total Volume and Open Interest |
384,693 |
1,319,196 |
+3,557 |
Wheat(CBOT) |
Dec11 |
111116 |
631.75 |
639.75 |
615.00 |
616.75 |
-16.00 |
44,505 |
107,289 |
-10,518 |
Mar12 |
111116 |
646.75 |
652.75 |
635.00 |
637.75 |
-10.00 |
35,659 |
137,152 |
-1,125 |
May12 |
111116 |
662.25 |
669.25 |
653.50 |
657.00 |
-7.00 |
7,420 |
56,771 |
+1,844 |
Jul12 |
111116 |
677.75 |
683.00 |
667.25 |
672.25 |
-6.25 |
3,788 |
66,379 |
+156 |
Sep12 |
111116 |
699.00 |
704.50 |
688.75 |
692.50 |
-8.50 |
301 |
11,925 |
-48 |
Total Volume and Open Interest |
93,621 |
423,092 |
-9,597 |
Wheat(KCBT) |
Dec11 |
111116 |
703.00 |
708.75 |
686.75 |
687.00 |
-18.00 |
7,349 |
37,591 |
-1,694 |
Mar12 |
111116 |
712.75 |
718.50 |
699.25 |
699.75 |
-15.50 |
7,267 |
63,398 |
+1,189 |
May12 |
111116 |
718.00 |
726.50 |
708.25 |
708.25 |
-15.50 |
1,546 |
12,047 |
+16 |
Jul12 |
111116 |
728.00 |
734.75 |
716.75 |
717.00 |
-15.00 |
793 |
35,100 |
+203 |
Sep12 |
111116 |
741.50 |
748.50 |
731.75 |
731.75 |
-15.25 |
109 |
3,757 |
+83 |
Total Volume and Open Interest |
17,124 |
156,283 |
-240 |
Wheat(MGE) |
Dec11 |
111116 |
931.25 |
935.75 |
925.25 |
933.50 |
+2.25 |
494 |
8,176 |
-285 |
Mar12 |
111116 |
882.00 |
891.75 |
879.00 |
890.00 |
+7.75 |
1,465 |
18,479 |
-151 |
May12 |
111116 |
854.00 |
858.25 |
852.50 |
858.25 |
+4.25 |
180 |
6,130 |
-9 |
Jul12 |
111116 |
836.00 |
841.50 |
832.50 |
839.50 |
+2.50 |
152 |
8,023 |
+1 |
Sep12 |
111116 |
811.00 |
816.25 |
806.00 |
811.75 |
-2.75 |
209 |
3,220 |
-37 |
Total Volume and Open Interest |
2,697 |
47,050 |
-532 |
Oats(CBOT) |
Dec11 |
111116 |
321.00 |
321.75 |
316.25 |
318.00 |
-4.00 |
590 |
6,622 |
+17 |
Mar12 |
111116 |
327.00 |
327.00 |
321.50 |
323.50 |
-3.50 |
265 |
9,762 |
+103 |
May12 |
111116 |
330.75 |
333.00 |
329.50 |
329.50 |
-3.50 |
1 |
1,243 |
+0 |
Jul12 |
111116 |
335.50 |
339.00 |
335.50 |
335.50 |
-3.50 |
0 |
25 |
+0 |
Total Volume and Open Interest |
857 |
17,775 |
+121 |
Rough Rice(CBOT) |
Nov11 |
111114 |
15.05 |
15.05 |
15.01 |
15.05 |
+0.05 |
4 |
14 |
-23 |
Jan12 |
111116 |
15.23 |
15.27 |
14.85 |
14.95 |
-0.27 |
459 |
11,698 |
+322 |
Mar12 |
111116 |
15.52 |
15.52 |
15.15 |
15.25 |
-0.27 |
98 |
4,418 |
+21 |
May12 |
111116 |
15.65 |
15.81 |
15.48 |
15.55 |
-0.27 |
5 |
573 |
+3 |
Total Volume and Open Interest |
564 |
17,443 |
+339 |
Live Cattle(CME) |
Dec11 |
111116 |
121.500 |
122.250 |
120.850 |
122.050 |
+0.320 |
19,398 |
75,027 |
-3,470 |
Feb12 |
111116 |
124.000 |
124.600 |
123.500 |
124.300 |
+0.250 |
20,391 |
119,397 |
+1,602 |
Apr12 |
111116 |
128.185 |
128.600 |
127.480 |
128.350 |
+0.100 |
9,032 |
81,530 |
+236 |
Jun12 |
111116 |
127.000 |
127.300 |
126.250 |
127.285 |
+0.085 |
4,627 |
38,770 |
+1,465 |
Aug12 |
111116 |
126.930 |
127.550 |
126.550 |
127.450 |
unch |
866 |
7,787 |
+88 |
Oct12 |
111116 |
129.400 |
129.700 |
128.850 |
129.575 |
-0.025 |
286 |
4,384 |
-65 |
Total Volume and Open Interest |
54,758 |
329,403 |
-58 |
Feeder Cattle(CME) |
Nov11 |
111116 |
143.500 |
143.500 |
143.000 |
143.400 |
-0.100 |
793 |
3,353 |
-290 |
Jan12 |
111116 |
148.100 |
149.035 |
147.380 |
148.880 |
+0.500 |
1,695 |
16,227 |
+342 |
Mar12 |
111116 |
149.150 |
150.000 |
148.400 |
149.950 |
+0.550 |
565 |
5,887 |
-80 |
Apr12 |
111116 |
150.050 |
151.050 |
149.450 |
151.050 |
+0.650 |
410 |
2,172 |
+20 |
May12 |
111116 |
150.450 |
151.535 |
150.050 |
151.535 |
+0.685 |
151 |
2,548 |
-3 |
Aug12 |
111116 |
151.900 |
152.850 |
151.300 |
152.850 |
+0.775 |
60 |
2,655 |
+7 |
Sep12 |
111116 |
152.050 |
153.050 |
151.550 |
153.050 |
+0.550 |
16 |
291 |
+8 |
Total Volume and Open Interest |
3,705 |
33,188 |
+16 |
Lean Hogs(CME) |
Dec11 |
111116 |
86.400 |
86.400 |
85.300 |
85.550 |
-0.900 |
14,859 |
44,409 |
-4,640 |
Feb12 |
111116 |
89.650 |
89.800 |
88.785 |
88.930 |
-0.870 |
13,873 |
80,765 |
+1,862 |
Apr12 |
111116 |
92.150 |
92.580 |
91.800 |
92.050 |
-0.400 |
3,624 |
58,413 |
+14 |
May12 |
111116 |
97.700 |
98.000 |
97.535 |
98.000 |
-0.150 |
36 |
2,110 |
+150 |
Jun12 |
111116 |
99.350 |
99.785 |
99.000 |
99.500 |
-0.200 |
3,789 |
34,502 |
+579 |
Jul12 |
111116 |
98.635 |
98.800 |
97.850 |
98.550 |
-0.100 |
841 |
9,533 |
+725 |
Aug12 |
111116 |
97.300 |
97.700 |
96.850 |
97.500 |
-0.150 |
767 |
11,489 |
+217 |
Oct12 |
111116 |
86.200 |
86.350 |
85.750 |
86.350 |
-0.200 |
479 |
5,335 |
+204 |
Total Volume and Open Interest |
38,325 |
248,549 |
-759 |
Class III Milk(CME) |
Nov11 |
111116 |
19.12 |
19.16 |
19.06 |
19.09 |
-0.07 |
160 |
5,505 |
+53 |
Dec11 |
111116 |
19.42 |
19.59 |
18.79 |
18.98 |
-0.56 |
633 |
6,197 |
+46 |
Jan12 |
111116 |
17.94 |
17.98 |
17.50 |
17.69 |
-0.24 |
259 |
3,526 |
+100 |
Feb12 |
111116 |
17.00 |
17.03 |
16.82 |
16.87 |
-0.12 |
82 |
2,710 |
+111 |
Mar12 |
111116 |
16.64 |
16.64 |
16.58 |
16.62 |
+0.01 |
52 |
2,379 |
+116 |
Total Volume and Open Interest |
1,346 |
31,932 |
+1,091 |
Cocoa(ICE) |
Dec11 |
111116 |
2257 |
2327 |
2190 |
2291 |
+38 |
6,101 |
5,826 |
-2,928 |
Mar12 |
111116 |
2536 |
2551 |
2505 |
2536 |
-1 |
13,287 |
81,406 |
+59 |
May12 |
111116 |
2552 |
2558 |
2516 |
2542 |
-8 |
1,811 |
29,025 |
+191 |
Jul12 |
111116 |
2560 |
2567 |
2530 |
2556 |
-6 |
775 |
13,853 |
+207 |
Sep12 |
111116 |
2574 |
2575 |
2556 |
2569 |
-5 |
601 |
11,973 |
+10 |
Dec12 |
111116 |
2571 |
2591 |
2564 |
2582 |
-4 |
124 |
12,559 |
+35 |
Mar13 |
111116 |
2585 |
2593 |
2570 |
2593 |
-5 |
153 |
3,568 |
+90 |
Total Volume and Open Interest |
22,875 |
160,820 |
-2,327 |
Coffee "C"(ICE) |
Dec11 |
111116 |
237.55 |
238.50 |
235.10 |
235.75 |
-3.75 |
15,073 |
18,552 |
-3,761 |
Mar12 |
111116 |
240.40 |
241.95 |
238.30 |
239.05 |
-3.65 |
12,132 |
49,912 |
+1,123 |
May12 |
111116 |
242.10 |
243.90 |
240.55 |
241.20 |
-3.65 |
1,813 |
18,942 |
+486 |
Jul12 |
111116 |
244.00 |
245.35 |
242.40 |
243.10 |
-3.60 |
361 |
5,595 |
+74 |
Sep12 |
111116 |
244.30 |
245.85 |
243.10 |
243.80 |
-3.45 |
43 |
5,296 |
+8 |
Dec12 |
111116 |
245.00 |
246.15 |
243.60 |
244.40 |
-3.40 |
25 |
6,276 |
+14 |
Total Volume and Open Interest |
29,456 |
105,648 |
-2,053 |
Orange Juice(ICE) |
Jan12 |
111116 |
169.00 |
169.65 |
167.90 |
168.85 |
-0.15 |
534 |
19,147 |
-118 |
Mar12 |
111116 |
165.50 |
165.70 |
164.35 |
165.40 |
-0.10 |
74 |
5,022 |
+34 |
May12 |
111116 |
164.40 |
165.05 |
164.40 |
165.05 |
+0.30 |
8 |
1,655 |
+0 |
Jul12 |
111116 |
165.60 |
165.60 |
165.60 |
165.60 |
+0.30 |
14 |
388 |
+12 |
Sep12 |
111116 |
165.00 |
165.00 |
165.00 |
165.00 |
+0.30 |
0 |
53 |
+0 |
Nov12 |
111116 |
164.70 |
164.70 |
164.70 |
164.70 |
+0.30 |
0 |
8 |
+0 |
Total Volume and Open Interest |
630 |
26,279 |
-72 |
Sugar #11(ICE) |
Mar12 |
111116 |
24.73 |
24.81 |
24.45 |
24.52 |
-0.29 |
28,031 |
218,685 |
-333 |
May12 |
111116 |
24.02 |
24.18 |
23.89 |
23.98 |
-0.18 |
6,297 |
79,891 |
+11 |
Jul12 |
111116 |
23.65 |
23.78 |
23.48 |
23.59 |
-0.16 |
3,654 |
80,550 |
+126 |
Oct12 |
111116 |
23.56 |
23.70 |
23.39 |
23.57 |
-0.08 |
1,228 |
45,543 |
+187 |
Mar13 |
111116 |
23.87 |
24.00 |
23.68 |
23.94 |
-0.03 |
507 |
30,781 |
-39 |
Total Volume and Open Interest |
40,196 |
489,713 |
+67 |
London Cocoa(LCE) |
Dec11 |
111116 |
1579 |
1582 |
1561 |
1578 |
-1 |
2,971 |
74,148 |
-192 |
Mar12 |
111116 |
1610 |
1614 |
1591 |
1608 |
-2 |
6,388 |
58,777 |
+542 |
May12 |
111116 |
1628 |
1628 |
1606 |
1622 |
-3 |
1,715 |
18,947 |
+424 |
Jul12 |
111116 |
1643 |
1643 |
1622 |
1637 |
-4 |
975 |
20,650 |
+440 |
Sep12 |
111116 |
1653 |
1654 |
1633 |
1649 |
-3 |
885 |
14,871 |
-307 |
Dec12 |
111116 |
1657 |
1659 |
1640 |
1658 |
-4 |
354 |
12,530 |
+217 |
Mar13 |
111116 |
1659 |
1674 |
1659 |
1674 |
-4 |
9 |
3,029 |
+9 |
Total Volume and Open Interest |
13,297 |
203,859 |
+1,133 |
London Sugar(LCE) |
Mar12 |
111116 |
635.50 |
639.00 |
632.90 |
635.60 |
-5.30 |
3,829 |
22,183 |
-49 |
May12 |
111116 |
626.10 |
627.70 |
622.10 |
625.50 |
-4.20 |
478 |
7,169 |
-169 |
Aug12 |
111116 |
617.00 |
619.90 |
613.90 |
618.60 |
-3.20 |
426 |
5,504 |
+184 |
Oct12 |
111116 |
614.60 |
616.70 |
610.90 |
615.20 |
-3.80 |
94 |
2,830 |
+63 |
Dec12 |
111116 |
616.10 |
619.50 |
615.50 |
618.60 |
-3.40 |
21 |
1,008 |
+3 |
Total Volume and Open Interest |
8,460 |
44,340 |
-2,289 |
Cotton(ICE) |
Dec11 |
111116 |
102.50 |
104.36 |
102.07 |
103.50 |
+0.84 |
14,840 |
27,000 |
-6,825 |
Mar12 |
111116 |
99.70 |
100.88 |
98.45 |
100.48 |
-0.14 |
17,483 |
79,391 |
+5,120 |
May12 |
111116 |
99.60 |
100.68 |
98.50 |
100.48 |
-0.09 |
4,206 |
15,933 |
+1,820 |
Jul12 |
111116 |
98.25 |
100.29 |
98.25 |
100.13 |
+0.10 |
1,957 |
16,887 |
+1,466 |
Oct12 |
111116 |
99.01 |
99.83 |
99.00 |
99.83 |
+0.32 |
1 |
82 |
+0 |
Dec12 |
111116 |
95.25 |
96.60 |
95.25 |
96.38 |
-0.13 |
71 |
6,404 |
+13 |
Total Volume and Open Interest |
38,590 |
146,914 |
+1,610 |
Lumber(CME) |
Jan12 |
111116 |
227.4 |
235.0 |
224.5 |
231.7 |
+3.9 |
200 |
6,983 |
-2 |
Mar12 |
111116 |
245.3 |
252.9 |
242.1 |
250.0 |
+4.7 |
46 |
1,926 |
+15 |
May12 |
111116 |
257.4 |
262.0 |
255.3 |
262.0 |
+4.9 |
0 |
201 |
-6 |
Jul12 |
111116 |
266.1 |
274.7 |
265.0 |
274.0 |
+1.9 |
0 |
88 |
+1 |
Total Volume and Open Interest |
358 |
9,367 |
-112 |
Crude Oil(NYM) |
Dec11 |
111116 |
99.33 |
102.89 |
98.39 |
102.59 |
+3.22 |
351,523 |
150,312 |
-38,788 |
Jan12 |
111116 |
99.30 |
102.91 |
98.43 |
102.60 |
+3.17 |
159,897 |
312,363 |
+19,747 |
Feb12 |
111116 |
99.20 |
102.73 |
98.35 |
102.48 |
+3.13 |
47,449 |
85,489 |
-284 |
Mar12 |
111116 |
98.99 |
102.60 |
98.28 |
102.38 |
+3.11 |
34,837 |
84,922 |
+329 |
Apr12 |
111116 |
98.67 |
102.22 |
98.29 |
102.22 |
+3.10 |
11,878 |
37,134 |
+563 |
May12 |
111116 |
98.09 |
102.13 |
98.09 |
102.03 |
+3.10 |
11,223 |
37,027 |
+2,031 |
Jun12 |
111116 |
98.28 |
102.00 |
97.75 |
101.78 |
+3.09 |
28,975 |
79,749 |
-2,169 |
Jul12 |
111116 |
97.69 |
101.60 |
97.69 |
101.47 |
+3.02 |
5,242 |
32,085 |
+435 |
Aug12 |
111116 |
97.39 |
101.10 |
97.39 |
101.10 |
+2.91 |
3,364 |
21,660 |
+224 |
Sep12 |
111116 |
98.37 |
100.73 |
98.37 |
100.73 |
+2.80 |
4,026 |
23,634 |
-34 |
Oct12 |
111116 |
99.66 |
100.39 |
99.50 |
100.39 |
+2.68 |
2,635 |
24,294 |
-502 |
Nov12 |
111116 |
99.46 |
100.09 |
99.20 |
100.09 |
+2.55 |
3,346 |
24,488 |
-81 |
Dec12 |
111116 |
96.65 |
100.01 |
96.42 |
99.79 |
+2.40 |
29,107 |
164,134 |
+1,385 |
Jan13 |
111116 |
99.30 |
99.48 |
99.30 |
99.37 |
+2.26 |
1,151 |
28,893 |
+615 |
Feb13 |
111116 |
98.85 |
98.92 |
98.85 |
98.92 |
+2.12 |
229 |
11,041 |
+30 |
Mar13 |
111116 |
98.50 |
98.50 |
97.60 |
98.50 |
+1.98 |
159 |
8,574 |
-312 |
Total Volume and Open Interest |
710,085 |
1,383,704 |
-24,397 |
e-miNY Crude Oil(NYM) |
Nov11 |
111019 |
88.200 |
89.500 |
86.100 |
86.100 |
-2.250 |
5,853 |
2,683 |
-142 |
Dec11 |
111116 |
99.275 |
102.875 |
98.425 |
102.600 |
+3.225 |
8,210 |
2,817 |
-118 |
Jan12 |
111116 |
99.350 |
102.900 |
98.450 |
102.600 |
+3.175 |
880 |
677 |
+11 |
Feb12 |
111116 |
98.475 |
102.475 |
98.400 |
102.475 |
+3.125 |
73 |
110 |
+7 |
Mar12 |
111116 |
98.350 |
102.375 |
98.325 |
102.375 |
+3.100 |
24 |
65 |
+2 |
Apr12 |
111116 |
101.950 |
102.225 |
101.450 |
102.225 |
+3.100 |
2 |
23 |
-1 |
May12 |
111116 |
102.025 |
102.025 |
102.025 |
102.025 |
+3.100 |
0 |
7 |
+0 |
Jun12 |
111116 |
99.450 |
101.775 |
99.450 |
101.775 |
+3.075 |
1 |
17 |
+1 |
Jul12 |
111116 |
101.475 |
101.475 |
101.475 |
101.475 |
+3.025 |
0 |
4 |
+0 |
Aug12 |
111116 |
101.100 |
101.100 |
101.100 |
101.100 |
+2.900 |
0 |
1 |
+0 |
Total Volume and Open Interest |
9,190 |
3,950 |
-98 |
Heating Oil(NYM) |
Dec11 |
111116 |
317.95 |
317.98 |
310.83 |
313.46 |
-3.67 |
47,593 |
72,989 |
-3,159 |
Jan12 |
111116 |
317.83 |
318.12 |
311.50 |
314.09 |
-3.31 |
25,433 |
69,598 |
+1,392 |
Feb12 |
111116 |
316.65 |
316.81 |
311.00 |
313.39 |
-2.93 |
10,784 |
31,952 |
+197 |
Mar12 |
111116 |
313.71 |
315.00 |
309.36 |
311.84 |
-2.79 |
6,350 |
27,351 |
+46 |
Apr12 |
111116 |
308.82 |
311.16 |
306.38 |
308.97 |
-2.71 |
3,529 |
15,742 |
+243 |
May12 |
111116 |
305.68 |
308.04 |
303.60 |
306.08 |
-2.66 |
2,523 |
12,244 |
+578 |
Jun12 |
111116 |
306.18 |
307.10 |
301.80 |
304.41 |
-2.63 |
7,558 |
31,108 |
+463 |
Jul12 |
111116 |
306.64 |
306.72 |
301.85 |
304.15 |
-2.60 |
338 |
7,639 |
-44 |
Aug12 |
111116 |
306.59 |
306.59 |
302.84 |
304.17 |
-2.56 |
210 |
4,149 |
+1 |
Sep12 |
111116 |
303.22 |
307.01 |
302.53 |
304.45 |
-2.51 |
246 |
5,133 |
-53 |
Oct12 |
111116 |
305.92 |
307.34 |
303.35 |
305.10 |
-2.40 |
62 |
2,181 |
-12 |
Nov12 |
111116 |
304.79 |
305.79 |
304.33 |
305.79 |
-2.35 |
67 |
1,527 |
-2 |
Total Volume and Open Interest |
106,491 |
300,603 |
-49 |
Gasoline(NYMEX) |
Dec11 |
111116 |
259.02 |
263.26 |
256.15 |
262.73 |
+4.16 |
69,497 |
63,827 |
-6,330 |
Jan12 |
111116 |
259.80 |
263.59 |
256.56 |
263.19 |
+3.98 |
49,155 |
73,954 |
+1,447 |
Feb12 |
111116 |
260.99 |
264.10 |
257.56 |
263.97 |
+3.61 |
23,263 |
28,172 |
+2,087 |
Mar12 |
111116 |
261.06 |
265.38 |
259.28 |
265.24 |
+3.17 |
22,166 |
30,070 |
+1,532 |
Apr12 |
111116 |
276.95 |
279.84 |
273.91 |
279.73 |
+2.68 |
13,925 |
27,654 |
-1,116 |
May12 |
111116 |
277.45 |
279.55 |
273.59 |
279.51 |
+2.46 |
10,791 |
15,340 |
+1,956 |
Jun12 |
111116 |
274.20 |
277.81 |
272.21 |
277.52 |
+2.18 |
11,683 |
22,236 |
+1,019 |
Jul12 |
111116 |
273.72 |
275.25 |
273.52 |
275.17 |
+1.96 |
5,150 |
6,104 |
+256 |
Aug12 |
111116 |
268.73 |
272.64 |
268.73 |
272.64 |
+1.78 |
5,449 |
7,481 |
+1,794 |
Sep12 |
111116 |
267.10 |
269.90 |
266.55 |
269.90 |
+1.65 |
1,808 |
6,587 |
+65 |
Total Volume and Open Interest |
216,578 |
302,075 |
+2,796 |
e-miNY RBOB Gasoline(NYM) |
Dec11 |
111116 |
262.70 |
262.73 |
262.70 |
262.70 |
+4.10 |
|
|
|
Jan12 |
111116 |
263.20 |
263.20 |
263.19 |
263.20 |
+4.00 |
0 |
1 |
+0 |
Feb12 |
111116 |
264.00 |
264.00 |
263.97 |
264.00 |
+3.60 |
0 |
1 |
+0 |
Mar12 |
111116 |
265.20 |
265.24 |
265.20 |
265.20 |
+3.10 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Dec11 |
111116 |
3.407 |
3.439 |
3.326 |
3.344 |
-0.060 |
127,730 |
111,772 |
-6,819 |
Jan12 |
111116 |
3.545 |
3.576 |
3.469 |
3.483 |
-0.059 |
76,053 |
266,459 |
+4,205 |
Feb12 |
111116 |
3.562 |
3.592 |
3.491 |
3.502 |
-0.056 |
24,907 |
83,427 |
+3,328 |
Mar12 |
111116 |
3.547 |
3.575 |
3.474 |
3.489 |
-0.056 |
23,539 |
98,563 |
+594 |
Apr12 |
111116 |
3.557 |
3.586 |
3.494 |
3.507 |
-0.054 |
25,237 |
101,219 |
+2,028 |
May12 |
111116 |
3.613 |
3.624 |
3.543 |
3.553 |
-0.054 |
9,175 |
43,394 |
+2,067 |
Jun12 |
111116 |
3.645 |
3.668 |
3.587 |
3.599 |
-0.054 |
5,658 |
19,875 |
+723 |
Jul12 |
111116 |
3.694 |
3.720 |
3.637 |
3.648 |
-0.054 |
2,914 |
17,809 |
+354 |
Aug12 |
111116 |
3.715 |
3.749 |
3.673 |
3.678 |
-0.053 |
2,692 |
14,010 |
+393 |
Sep12 |
111116 |
3.731 |
3.751 |
3.670 |
3.679 |
-0.053 |
3,061 |
11,851 |
+683 |
Oct12 |
111116 |
3.753 |
3.789 |
3.705 |
3.716 |
-0.053 |
10,634 |
56,945 |
-181 |
Nov12 |
111116 |
3.910 |
3.927 |
3.860 |
3.868 |
-0.047 |
3,344 |
20,549 |
+330 |
Dec12 |
111116 |
4.186 |
4.212 |
4.144 |
4.157 |
-0.037 |
2,755 |
21,361 |
+764 |
Jan13 |
111116 |
4.327 |
4.341 |
4.278 |
4.290 |
-0.034 |
3,691 |
31,813 |
+367 |
Feb13 |
111116 |
4.306 |
4.325 |
4.264 |
4.279 |
-0.032 |
87 |
5,911 |
+193 |
Mar13 |
111116 |
4.282 |
4.282 |
4.229 |
4.237 |
-0.031 |
334 |
14,044 |
-68 |
Total Volume and Open Interest |
324,587 |
993,785 |
+8,128 |
Brent Crude Oil(ICE) |
Jan12 |
111116 |
112.20 |
112.50 |
110.14 |
111.88 |
-0.30 |
222,217 |
206,021 |
+14,548 |
Feb12 |
111116 |
111.81 |
112.05 |
109.63 |
111.51 |
-0.24 |
70,074 |
139,100 |
+6,339 |
Mar12 |
111116 |
110.92 |
111.65 |
109.22 |
111.11 |
-0.21 |
45,236 |
90,843 |
+1,261 |
Apr12 |
111116 |
110.34 |
111.31 |
108.84 |
110.76 |
-0.19 |
21,105 |
35,421 |
-1,530 |
May12 |
111116 |
110.14 |
111.00 |
108.47 |
110.42 |
-0.19 |
15,271 |
19,278 |
-522 |
Jun12 |
111116 |
109.69 |
110.68 |
108.08 |
110.06 |
-0.21 |
40,140 |
56,768 |
-1,434 |
Jul12 |
111116 |
109.59 |
110.18 |
107.75 |
109.72 |
-0.20 |
10,355 |
18,490 |
-1,931 |
Aug12 |
111116 |
109.21 |
109.83 |
107.37 |
109.34 |
-0.20 |
7,262 |
22,844 |
+849 |
Sep12 |
111116 |
108.74 |
109.39 |
106.90 |
108.86 |
-0.21 |
6,732 |
27,897 |
+975 |
Oct12 |
111116 |
108.43 |
108.43 |
108.43 |
108.43 |
-0.21 |
4,337 |
13,152 |
-453 |
Nov12 |
111116 |
108.01 |
108.01 |
108.01 |
108.01 |
-0.23 |
3,802 |
18,293 |
+1,446 |
Dec12 |
111116 |
107.32 |
108.18 |
105.53 |
107.54 |
-0.24 |
30,105 |
101,846 |
-2,208 |
Jan13 |
111116 |
107.14 |
107.14 |
107.14 |
107.14 |
-0.21 |
988 |
8,787 |
+10 |
Feb13 |
111116 |
106.68 |
106.68 |
106.68 |
106.68 |
-0.18 |
318 |
4,769 |
-31 |
Total Volume and Open Interest |
614,032 |
952,557 |
-27,999 |
Gas Oil(ICE) |
Dec11 |
111116 |
996.50 |
997.75 |
980.00 |
994.25 |
+0.50 |
70,681 |
143,963 |
-3,977 |
Jan12 |
111116 |
987.00 |
987.75 |
970.00 |
983.25 |
-0.75 |
61,713 |
99,690 |
-1,693 |
Feb12 |
111116 |
979.50 |
980.00 |
962.25 |
975.25 |
-1.25 |
25,948 |
50,773 |
-557 |
Mar12 |
111116 |
970.50 |
973.00 |
955.75 |
968.50 |
-1.50 |
15,059 |
37,423 |
+131 |
Apr12 |
111116 |
965.25 |
967.75 |
951.00 |
963.25 |
-1.50 |
5,980 |
22,149 |
+341 |
May12 |
111116 |
961.75 |
963.00 |
946.75 |
959.25 |
-1.25 |
4,086 |
24,473 |
+759 |
Jun12 |
111116 |
960.50 |
962.50 |
945.50 |
958.00 |
-1.25 |
10,986 |
53,084 |
+7 |
Jul12 |
111116 |
962.75 |
963.00 |
951.25 |
958.50 |
-1.25 |
1,320 |
16,224 |
-233 |
Aug12 |
111116 |
963.00 |
964.00 |
951.75 |
958.75 |
-1.25 |
959 |
11,299 |
+38 |
Sep12 |
111116 |
961.00 |
962.50 |
948.00 |
957.75 |
-1.25 |
760 |
11,842 |
+144 |
Total Volume and Open Interest |
202,565 |
564,566 |
-3,821 |
Ethanol(CBOT) |
Nov11 |
111103 |
2.806 |
2.845 |
2.790 |
2.790 |
+0.004 |
130 |
244 |
-76 |
Dec11 |
111116 |
2.690 |
2.705 |
2.671 |
2.695 |
+0.015 |
247 |
1,194 |
-97 |
Jan12 |
111116 |
2.474 |
2.484 |
2.468 |
2.471 |
-0.010 |
127 |
1,837 |
-8 |
Feb12 |
111116 |
2.384 |
2.395 |
2.367 |
2.370 |
-0.022 |
93 |
1,247 |
+27 |
Mar12 |
111116 |
2.391 |
2.392 |
2.373 |
2.374 |
-0.019 |
17 |
1,192 |
+10 |
Apr12 |
111116 |
2.389 |
2.390 |
2.370 |
2.375 |
-0.027 |
0 |
697 |
+0 |
May12 |
111116 |
2.395 |
2.405 |
2.385 |
2.385 |
-0.027 |
47 |
712 |
+44 |
Jun12 |
111116 |
2.400 |
2.410 |
2.388 |
2.388 |
-0.027 |
2 |
552 |
+2 |
Total Volume and Open Interest |
654 |
11,143 |
-23 |
WTI Crude Oil(ICE) |
Dec11 |
111116 |
99.29 |
102.90 |
98.40 |
102.59 |
+3.22 |
79,484 |
64,609 |
-10,961 |
Jan12 |
111116 |
99.34 |
102.92 |
98.43 |
102.60 |
+3.17 |
50,888 |
66,593 |
+6,669 |
Feb12 |
111116 |
98.98 |
102.58 |
98.34 |
102.48 |
+3.13 |
22,787 |
35,863 |
+2,573 |
Mar12 |
111116 |
98.57 |
102.44 |
98.36 |
102.38 |
+3.11 |
12,189 |
25,072 |
+2,321 |
Apr12 |
111116 |
98.18 |
102.22 |
98.18 |
102.22 |
+3.10 |
3,872 |
11,722 |
+308 |
May12 |
111116 |
98.18 |
102.06 |
97.97 |
102.03 |
+3.10 |
4,915 |
11,862 |
+945 |
Jun12 |
111116 |
97.91 |
101.87 |
97.72 |
101.78 |
+3.09 |
10,470 |
40,195 |
-561 |
Jul12 |
111116 |
97.49 |
101.47 |
97.48 |
101.47 |
+3.02 |
1,482 |
8,246 |
+123 |
Aug12 |
111116 |
97.22 |
101.10 |
97.22 |
101.10 |
+2.91 |
928 |
4,648 |
+41 |
Sep12 |
111116 |
100.73 |
100.73 |
100.73 |
100.73 |
+2.80 |
731 |
8,429 |
+17 |
Oct12 |
111116 |
99.75 |
100.39 |
99.75 |
100.39 |
+2.68 |
836 |
3,306 |
-121 |
Nov12 |
111116 |
100.09 |
100.09 |
100.09 |
100.09 |
+2.55 |
605 |
3,619 |
-67 |
Dec12 |
111116 |
96.68 |
99.89 |
96.41 |
99.79 |
+2.40 |
12,452 |
52,434 |
-645 |
Jan13 |
111116 |
99.37 |
99.37 |
99.37 |
99.37 |
+2.26 |
0 |
2,201 |
+0 |
Feb13 |
111116 |
98.92 |
98.92 |
98.92 |
98.92 |
+2.12 |
0 |
603 |
+0 |
Mar13 |
111116 |
98.50 |
98.50 |
98.50 |
98.50 |
+1.98 |
0 |
1,526 |
+0 |
Total Volume and Open Interest |
204,639 |
436,759 |
+454 |
US Dollar Index(ICE) |
Dec11 |
111116 |
78.175 |
78.605 |
78.040 |
78.205 |
+0.143 |
19,166 |
56,939 |
-1,011 |
Mar12 |
111116 |
78.875 |
78.905 |
78.520 |
78.595 |
+0.132 |
7 |
667 |
+1 |
Jun12 |
111116 |
79.035 |
79.035 |
79.035 |
79.035 |
+0.133 |
|
|
|
Total Volume and Open Interest |
19,173 |
57,606 |
-1,010 |
Australian Dollar(CME) |
Dec11 |
111116 |
101.31 |
101.51 |
100.20 |
101.10 |
-0.41 |
90,086 |
137,024 |
-2,729 |
Mar12 |
111116 |
99.89 |
100.53 |
99.37 |
100.14 |
-0.39 |
104 |
697 |
-29 |
Jun12 |
111116 |
99.43 |
99.78 |
99.43 |
99.43 |
-0.35 |
0 |
19 |
+0 |
Total Volume and Open Interest |
90,190 |
137,864 |
-2,758 |
British Pound(CME) |
Dec11 |
111116 |
158.10 |
158.17 |
157.16 |
157.69 |
-0.58 |
81,017 |
148,968 |
+2,880 |
Mar12 |
111116 |
157.75 |
158.14 |
157.30 |
157.56 |
-0.58 |
7 |
345 |
-4 |
Jun12 |
111116 |
157.44 |
157.98 |
157.44 |
157.44 |
-0.54 |
0 |
3 |
+0 |
Total Volume and Open Interest |
81,024 |
149,321 |
+2,876 |
Canadian Dollar(CME) |
Dec11 |
111116 |
97.87 |
98.23 |
97.11 |
98.00 |
+0.04 |
46,718 |
117,456 |
-147 |
Mar12 |
111116 |
97.47 |
98.05 |
96.97 |
97.84 |
+0.04 |
89 |
3,619 |
+8 |
Jun12 |
111116 |
97.25 |
97.74 |
97.05 |
97.74 |
+0.03 |
17 |
838 |
-3 |
Sep12 |
111116 |
97.05 |
97.70 |
97.05 |
97.70 |
+0.05 |
0 |
680 |
+0 |
Total Volume and Open Interest |
46,824 |
122,725 |
-142 |
Japanese Yen(CME) |
Dec11 |
111116 |
129.89 |
130.19 |
129.71 |
130.05 |
+0.16 |
53,726 |
141,106 |
+1,472 |
Mar12 |
111116 |
130.10 |
130.47 |
130.03 |
130.38 |
+0.19 |
42 |
986 |
+3 |
Jun12 |
111116 |
130.69 |
130.76 |
130.53 |
130.76 |
+0.23 |
0 |
22 |
+0 |
Total Volume and Open Interest |
53,768 |
142,118 |
+1,475 |
Swiss Franc(CME) |
Dec11 |
111116 |
109.22 |
109.47 |
108.45 |
109.10 |
-0.23 |
19,345 |
28,688 |
+942 |
Mar12 |
111116 |
109.02 |
109.57 |
108.99 |
109.34 |
-0.23 |
28 |
655 |
+17 |
Jun12 |
111116 |
109.68 |
109.91 |
109.68 |
109.68 |
-0.23 |
0 |
5 |
+0 |
Total Volume and Open Interest |
19,373 |
29,352 |
+959 |
EuroFX(CME) |
Dec11 |
111116 |
135.27 |
135.58 |
134.28 |
135.11 |
-0.31 |
229,167 |
237,132 |
-1,470 |
Mar12 |
111116 |
135.16 |
135.63 |
134.50 |
135.23 |
-0.30 |
320 |
4,416 |
+23 |
Jun12 |
111116 |
134.75 |
135.64 |
134.75 |
135.34 |
-0.30 |
20 |
920 |
+8 |
Total Volume and Open Interest |
229,507 |
242,483 |
-1,439 |
Mexican Peso(CME) |
Dec11 |
111116 |
734.5 |
738.0 |
729.8 |
734.8 |
-0.5 |
20,881 |
97,681 |
+1,970 |
Jan12 |
111116 |
733.0 |
733.5 |
733.0 |
733.0 |
-0.5 |
0 |
95 |
+0 |
Total Volume and Open Interest |
20,881 |
106,071 |
+1,972 |
Brazilian Real(CME) |
Dec11 |
111116 |
560.00 |
563.00 |
558.55 |
562.10 |
-1.70 |
120 |
4,322 |
-147 |
Jan12 |
111116 |
558.70 |
558.70 |
558.70 |
558.70 |
-1.70 |
0 |
10,149 |
+0 |
Feb12 |
111116 |
555.25 |
555.25 |
555.25 |
555.25 |
-1.70 |
|
|
|
Mar12 |
111116 |
551.85 |
551.85 |
551.85 |
551.85 |
-1.70 |
33 |
33 |
+33 |
Total Volume and Open Interest |
153 |
29,830 |
-114 |
30-Year T-Bonds(CBOT) |
Dec11 |
111116 |
141~210 |
142~170 |
141~160 |
142~040 |
+0~200 |
251,296 |
624,058 |
+3,026 |
Mar12 |
111116 |
141~170 |
142~070 |
141~080 |
141~260 |
+0~210 |
4,983 |
11,455 |
+2,460 |
Jun12 |
111116 |
140~200 |
140~200 |
139~310 |
140~200 |
+0~210 |
0 |
6 |
+0 |
Total Volume and Open Interest |
256,279 |
635,519 |
+5,486 |
10-Year T-Notes(CBOT) |
Dec11 |
111116 |
130~130 |
130~245 |
130~085 |
130~160 |
+0~055 |
753,242 |
1,458,767 |
-3,090 |
Mar12 |
111116 |
129~220 |
130~010 |
129~190 |
129~250 |
+0~060 |
5,472 |
31,545 |
+1,895 |
Jun12 |
111116 |
128~250 |
128~250 |
128~190 |
128~250 |
+0~060 |
|
|
|
Total Volume and Open Interest |
758,714 |
1,490,312 |
-1,195 |
5-Year T-Notes(CBOT) |
Dec11 |
111116 |
123~004 |
123~025 |
122~125 |
123~007 |
+0~005 |
386,388 |
1,258,548 |
+13,834 |
Mar12 |
111116 |
122~093 |
122~102 |
122~084 |
122~090 |
+0~006 |
4,266 |
18,184 |
+2,783 |
Jun12 |
111116 |
121~114 |
121~114 |
121~108 |
121~114 |
+0~006 |
|
|
|
Total Volume and Open Interest |
390,654 |
1,276,732 |
+16,617 |
2 Year T-Notes(CBOT) |
Dec11 |
111116 |
110~025 |
110~027 |
110~022 |
110~022 |
-0~003 |
134,708 |
749,738 |
-2,693 |
Mar12 |
111116 |
110~027 |
110~029 |
110~025 |
110~025 |
-0~003 |
6,422 |
12,561 |
-10 |
Jun12 |
111116 |
109~121 |
109~124 |
109~121 |
109~121 |
-0~003 |
|
|
|
Total Volume and Open Interest |
141,130 |
762,299 |
-2,703 |
Eurodollars(CME) |
Dec11 |
111116 |
99.400 |
99.400 |
99.342 |
99.357 |
-0.045 |
193,816 |
1,063,935 |
+18,069 |
Mar12 |
111116 |
99.275 |
99.280 |
99.200 |
99.225 |
-0.050 |
191,642 |
938,095 |
-6,829 |
Jun12 |
111116 |
99.270 |
99.275 |
99.195 |
99.215 |
-0.055 |
193,898 |
1,127,197 |
-1,983 |
Sep12 |
111116 |
99.270 |
99.275 |
99.200 |
99.215 |
-0.055 |
208,265 |
770,005 |
+17,426 |
Dec12 |
111116 |
99.270 |
99.275 |
99.205 |
99.220 |
-0.050 |
245,663 |
799,297 |
+16,883 |
Mar13 |
111116 |
99.270 |
99.270 |
99.210 |
99.225 |
-0.040 |
214,718 |
825,024 |
-13,476 |
Jun13 |
111116 |
99.245 |
99.245 |
99.195 |
99.205 |
-0.035 |
127,987 |
564,325 |
-6,125 |
Sep13 |
111116 |
99.190 |
99.195 |
99.155 |
99.165 |
-0.025 |
109,723 |
470,016 |
-3,141 |
Dec13 |
111116 |
99.090 |
99.105 |
99.070 |
99.075 |
-0.010 |
112,075 |
486,190 |
+2,646 |
Mar14 |
111116 |
98.970 |
98.985 |
98.950 |
98.965 |
+0.005 |
64,174 |
323,966 |
+1,551 |
Jun14 |
111116 |
98.795 |
98.825 |
98.780 |
98.810 |
+0.020 |
55,287 |
280,474 |
-1,677 |
Sep14 |
111116 |
98.610 |
98.660 |
98.595 |
98.640 |
+0.030 |
62,221 |
182,325 |
-1,416 |
Dec14 |
111116 |
98.420 |
98.480 |
98.405 |
98.455 |
+0.040 |
55,987 |
170,502 |
-10,916 |
Mar15 |
111116 |
98.235 |
98.310 |
98.225 |
98.285 |
+0.050 |
30,915 |
120,123 |
-426 |
Jun15 |
111116 |
6.320 |
6.390 |
6.295 |
6.365 |
+0.060 |
26,017 |
113,101 |
+1,434 |
Sep15 |
111116 |
6.120 |
6.210 |
6.115 |
6.190 |
+0.065 |
22,074 |
84,173 |
-18 |
Dec15 |
111116 |
5.940 |
6.025 |
5.930 |
6.005 |
+0.070 |
19,944 |
51,425 |
-3,609 |
Mar16 |
111116 |
5.805 |
5.870 |
5.785 |
5.850 |
+0.070 |
17,143 |
50,351 |
-2,585 |
Total Volume and Open Interest |
1,994,208 |
8,609,738 |
-44,607 |
30 Day Federal Funds(CBOT) |
Nov11 |
111116 |
99.915 |
99.918 |
99.912 |
99.915 |
-0.003 |
3,637 |
64,133 |
-1,060 |
Dec11 |
111116 |
99.915 |
99.920 |
99.915 |
99.920 |
unch |
2,815 |
62,394 |
+910 |
Jan12 |
111116 |
99.910 |
99.915 |
99.905 |
99.910 |
unch |
3,169 |
57,070 |
+1,196 |
Feb12 |
111116 |
99.905 |
99.910 |
99.900 |
99.905 |
unch |
1,565 |
44,573 |
+654 |
Mar12 |
111116 |
99.900 |
99.900 |
99.895 |
99.900 |
unch |
1,262 |
30,889 |
-391 |
Apr12 |
111116 |
99.900 |
99.900 |
99.890 |
99.900 |
unch |
2,158 |
33,949 |
-1,356 |
Total Volume and Open Interest |
28,238 |
596,469 |
+2,300 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111116 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
0 |
328 |
+0 |
Mar12 |
111116 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.003 |
0 |
300 |
+0 |
Jun12 |
111116 |
99.673 |
99.673 |
99.673 |
99.673 |
-0.003 |
|
|
|
Sep12 |
111116 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.003 |
|
|
|
Dec12 |
111116 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar13 |
111116 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun13 |
111116 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111116 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Dec13 |
111116 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Mar14 |
111116 |
99.205 |
99.205 |
99.205 |
99.205 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
628 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111116 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
2,477 |
+0 |
Mar12 |
111116 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
1,954 |
+0 |
Jun12 |
111116 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
1,470 |
+0 |
Sep12 |
111116 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
710 |
+0 |
Dec12 |
111116 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
151 |
+0 |
Mar13 |
111116 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1 |
+0 |
Jun13 |
111116 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
Sep13 |
111116 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
6,765 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111116 |
142.90 |
143.03 |
142.84 |
142.96 |
+0.10 |
2,904 |
24,014 |
+660 |
Mar12 |
111116 |
142.34 |
142.39 |
142.34 |
142.39 |
+0.11 |
0 |
35 |
+0 |
Jun12 |
111116 |
140.30 |
140.30 |
140.30 |
140.30 |
+0.11 |
|
|
|
Total Volume and Open Interest |
2,904 |
24,049 |
+660 |
Euro-Bund(EUREX) |
Dec11 |
111116 |
138.91 |
139.00 |
137.92 |
138.15 |
-0.56 |
667,546 |
874,137 |
+10,485 |
Mar12 |
111116 |
139.15 |
139.15 |
138.20 |
138.40 |
-0.57 |
3,552 |
13,619 |
+3,245 |
Jun12 |
111116 |
137.95 |
137.95 |
137.95 |
137.95 |
-0.56 |
0 |
18 |
+0 |
Total Volume and Open Interest |
671,098 |
887,774 |
+13,730 |
Euro-Bobl(EUREX) |
Dec11 |
111116 |
124.05 |
124.08 |
123.42 |
123.53 |
-0.38 |
363,013 |
722,776 |
-5,089 |
Mar12 |
111116 |
124.35 |
124.35 |
123.80 |
123.87 |
-0.43 |
375 |
22,069 |
+207 |
Jun12 |
111116 |
123.68 |
123.68 |
123.68 |
123.68 |
-0.38 |
|
|
|
Total Volume and Open Interest |
363,388 |
744,845 |
-4,882 |
3-Mth Euribor(EUREX) |
Dec11 |
111116 |
98.685 |
98.685 |
98.675 |
98.675 |
-0.060 |
0 |
1,868 |
+0 |
Mar12 |
111116 |
98.890 |
98.890 |
98.880 |
98.880 |
-0.055 |
0 |
2,220 |
+0 |
Jun12 |
111116 |
98.945 |
98.945 |
98.930 |
98.930 |
-0.060 |
0 |
1,063 |
+0 |
Total Volume and Open Interest |
0 |
8,492 |
+0 |
Long Gilt(LIFFE) |
Dec11 |
111116 |
131~10 |
131~25 |
130~28 |
131~07 |
-0~06 |
90,850 |
301,251 |
+6,170 |
Mar12 |
111116 |
114~24 |
115~15 |
114~24 |
114~30 |
-0~07 |
3,168 |
20,530 |
+2,518 |
Total Volume and Open Interest |
94,018 |
321,781 |
+8,688 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111116 |
98.87 |
98.89 |
98.86 |
98.89 |
+0.02 |
31,922 |
348,040 |
-5,814 |
Mar12 |
111116 |
98.74 |
98.80 |
98.74 |
98.77 |
+0.02 |
52,336 |
374,918 |
+4,598 |
Jun12 |
111116 |
98.72 |
98.79 |
98.71 |
98.74 |
+0.01 |
30,972 |
218,421 |
-994 |
Sep12 |
111116 |
98.71 |
98.78 |
98.70 |
98.72 |
unch |
43,631 |
230,684 |
-1,062 |
Dec12 |
111116 |
98.67 |
98.74 |
98.65 |
98.69 |
unch |
36,120 |
201,902 |
-456 |
Mar13 |
111116 |
98.65 |
98.74 |
98.64 |
98.68 |
unch |
32,512 |
205,934 |
-1,087 |
Total Volume and Open Interest |
328,093 |
2,088,126 |
-2,619 |
3-Mth Euribor(LIFFE) |
Dec11 |
111116 |
98.730 |
98.730 |
98.665 |
98.675 |
-0.060 |
177,743 |
746,363 |
+3,469 |
Mar12 |
111116 |
98.930 |
98.945 |
98.860 |
98.880 |
-0.055 |
102,528 |
536,876 |
+10,137 |
Jun12 |
111116 |
98.985 |
99.000 |
98.910 |
98.930 |
-0.060 |
86,399 |
372,329 |
+3,839 |
Total Volume and Open Interest |
796,960 |
3,496,687 |
-26,595 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111116 |
95.54 |
95.57 |
95.51 |
95.57 |
+0.03 |
23,803 |
193,889 |
+1,020 |
Mar12 |
111116 |
96.28 |
96.33 |
96.22 |
96.33 |
+0.05 |
19,680 |
192,406 |
+3,071 |
Jun12 |
111116 |
96.55 |
96.62 |
96.49 |
96.61 |
+0.06 |
9,820 |
141,008 |
+3,313 |
Sep12 |
111116 |
96.56 |
96.63 |
96.52 |
96.62 |
+0.06 |
6,642 |
90,719 |
+3,568 |
Dec12 |
111116 |
96.46 |
96.50 |
96.40 |
96.48 |
+0.05 |
2,958 |
53,683 |
+220 |
Mar13 |
111116 |
96.31 |
96.34 |
96.24 |
96.32 |
+0.04 |
1,029 |
46,240 |
-55 |
Jun13 |
111116 |
96.19 |
96.20 |
96.14 |
96.19 |
+0.05 |
892 |
37,234 |
+242 |
Sep13 |
111116 |
96.07 |
96.10 |
96.03 |
96.08 |
+0.04 |
667 |
18,650 |
+302 |
Dec13 |
111116 |
95.94 |
95.96 |
95.93 |
95.96 |
+0.05 |
77 |
3,701 |
+41 |
Mar14 |
111116 |
95.81 |
95.83 |
95.80 |
95.83 |
+0.04 |
0 |
547 |
-7 |
Total Volume and Open Interest |
65,568 |
778,152 |
+11,715 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111116 |
95.90 |
95.97 |
95.84 |
95.97 |
+0.07 |
26,926 |
365,267 |
+4,919 |
Mar12 |
111116 |
95.97 |
95.97 |
95.97 |
95.97 |
+0.07 |
|
|
|
Total Volume and Open Interest |
26,926 |
365,267 |
+4,919 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111116 |
96.60 |
96.70 |
96.55 |
96.69 |
+0.09 |
82,896 |
541,934 |
-8,466 |
Mar12 |
111116 |
96.69 |
96.69 |
96.69 |
96.69 |
+0.09 |
|
|
|
Total Volume and Open Interest |
82,896 |
541,934 |
-8,466 |
Gold(CMX) |
Dec11 |
111116 |
1782.3 |
1784.8 |
1753.9 |
1774.3 |
-7.9 |
87,588 |
231,587 |
-1,654 |
Feb12 |
111116 |
1785.1 |
1787.1 |
1756.9 |
1776.9 |
-7.8 |
7,670 |
101,062 |
+3,088 |
Apr12 |
111116 |
1785.0 |
1789.2 |
1760.9 |
1779.2 |
-7.7 |
886 |
20,692 |
+497 |
Jun12 |
111116 |
1788.9 |
1788.9 |
1763.4 |
1781.1 |
-7.6 |
302 |
19,693 |
+16 |
Aug12 |
111116 |
1781.4 |
1783.1 |
1765.0 |
1783.1 |
-7.5 |
173 |
10,651 |
+86 |
Oct12 |
111116 |
1785.6 |
1785.6 |
1785.6 |
1785.6 |
-7.5 |
514 |
6,877 |
+169 |
Dec12 |
111116 |
1795.4 |
1795.4 |
1770.8 |
1788.2 |
-7.5 |
537 |
17,796 |
+13 |
Feb13 |
111116 |
1790.9 |
1790.9 |
1790.9 |
1790.9 |
-7.4 |
197 |
3,397 |
-7 |
Apr13 |
111116 |
1793.8 |
1793.8 |
1793.8 |
1793.8 |
-7.3 |
0 |
469 |
+0 |
Jun13 |
111116 |
1797.4 |
1797.4 |
1797.4 |
1797.4 |
-7.2 |
244 |
10,412 |
+113 |
Aug13 |
111116 |
1801.0 |
1801.0 |
1801.0 |
1801.0 |
-7.2 |
0 |
45 |
+0 |
Total Volume and Open Interest |
98,835 |
467,177 |
+2,567 |
Silver(CMX) |
Dec11 |
111116 |
3458.0 |
3463.0 |
3357.0 |
3382.2 |
-63.4 |
34,009 |
39,154 |
-1,381 |
Mar12 |
111116 |
3462.5 |
3468.5 |
3370.0 |
3389.4 |
-63.2 |
7,959 |
32,953 |
+1,617 |
May12 |
111116 |
3420.0 |
3465.0 |
3385.0 |
3393.1 |
-62.9 |
1,233 |
4,936 |
-27 |
Jul12 |
111116 |
3432.0 |
3432.0 |
3381.0 |
3396.3 |
-63.0 |
52 |
3,210 |
-3 |
Sep12 |
111116 |
3399.2 |
3399.2 |
3399.2 |
3399.2 |
-62.9 |
4 |
1,729 |
+0 |
Dec12 |
111116 |
3450.0 |
3450.0 |
3399.5 |
3402.5 |
-62.5 |
177 |
13,384 |
+53 |
Mar13 |
111116 |
3397.4 |
3397.4 |
3397.4 |
3397.4 |
-62.3 |
0 |
1,086 |
-1 |
Total Volume and Open Interest |
43,720 |
111,163 |
+266 |
Platinum(NYMEX) |
Jan12 |
111116 |
1643.1 |
1649.0 |
1613.0 |
1631.2 |
-11.5 |
4,299 |
34,774 |
-600 |
Apr12 |
111116 |
1634.3 |
1639.1 |
1625.1 |
1634.6 |
-11.3 |
244 |
3,741 |
+9 |
Jul12 |
111116 |
1626.0 |
1640.0 |
1626.0 |
1637.9 |
-11.5 |
28 |
172 |
+27 |
Oct12 |
111116 |
1647.4 |
1647.4 |
1641.5 |
1641.5 |
-11.5 |
0 |
53 |
+0 |
Total Volume and Open Interest |
4,571 |
38,742 |
-569 |
Palladium(NYMEX) |
Dec11 |
111116 |
664.70 |
667.95 |
645.65 |
654.45 |
-12.60 |
4,149 |
12,836 |
-1,101 |
Mar12 |
111116 |
15.64 |
15.64 |
648.30 |
1.19 |
-12.55 |
1,427 |
5,860 |
+1,152 |
Jun12 |
111116 |
2.44 |
2.44 |
2.44 |
2.44 |
-12.55 |
0 |
4 |
+0 |
Total Volume and Open Interest |
5,576 |
18,700 |
+51 |
Copper(CMX) |
Dec11 |
111116 |
350.05 |
353.80 |
343.00 |
348.45 |
-1.70 |
39,819 |
39,023 |
-2,573 |
Mar12 |
111116 |
352.85 |
355.40 |
344.90 |
350.30 |
-1.70 |
6,067 |
56,290 |
+1,684 |
May12 |
111116 |
349.30 |
353.65 |
349.30 |
351.45 |
-1.70 |
400 |
15,572 |
+30 |
Jul12 |
111116 |
351.25 |
353.15 |
348.30 |
352.25 |
-1.75 |
129 |
5,663 |
+6 |
Sep12 |
111116 |
352.60 |
352.60 |
352.60 |
352.60 |
-1.75 |
23 |
2,208 |
-11 |
Total Volume and Open Interest |
46,942 |
130,331 |
-836 |
DJIA Index(CBOT) |
Dec11 |
111116 |
12042 |
12080 |
11845 |
11845 |
-193 |
238 |
19,461 |
+3,054 |
Mar12 |
111116 |
11775 |
11971 |
11775 |
11775 |
-196 |
0 |
403 |
+0 |
Jun12 |
111116 |
11708 |
11904 |
11708 |
11708 |
-196 |
0 |
400 |
+0 |
Sep12 |
111116 |
11645 |
11841 |
11645 |
11645 |
-196 |
|
|
|
Total Volume and Open Interest |
238 |
20,264 |
+3,054 |
E-mini DJIA Index(CBOT) |
Dec11 |
111116 |
12041 |
12083 |
11842 |
11845 |
-193 |
109,923 |
91,183 |
+2,157 |
Mar12 |
111116 |
11972 |
11980 |
11775 |
11775 |
-196 |
46 |
212 |
+14 |
Jun12 |
111116 |
11708 |
11708 |
11708 |
11708 |
-196 |
0 |
5 |
-1 |
Sep12 |
111116 |
11645 |
11645 |
11645 |
11645 |
-196 |
0 |
13 |
+0 |
Total Volume and Open Interest |
109,969 |
91,413 |
+2,170 |
S & P 500(CME) |
Dec11 |
111116 |
1254.70 |
1258.60 |
1230.70 |
1231.00 |
-23.10 |
11,684 |
280,546 |
-2,181 |
Mar12 |
111116 |
1225.00 |
1249.10 |
1225.00 |
1225.00 |
-23.10 |
1,036 |
14,474 |
+619 |
Jun12 |
111116 |
1220.00 |
1244.10 |
1220.00 |
1220.00 |
-23.10 |
255 |
1,753 |
+164 |
Sep12 |
111116 |
1214.70 |
1238.80 |
1214.70 |
1214.70 |
-23.10 |
0 |
2 |
+0 |
Total Volume and Open Interest |
12,975 |
296,885 |
-1,398 |
S & P 500 E-Mini(Globex) |
Dec11 |
111116 |
1254.50 |
1258.75 |
1230.50 |
1231.00 |
-23.00 |
1,889,071 |
2,924,794 |
+14,591 |
Mar12 |
111116 |
1248.50 |
1251.75 |
1224.75 |
1225.00 |
-23.00 |
9,279 |
34,968 |
+7,379 |
Total Volume and Open Interest |
1,898,355 |
2,961,188 |
+21,959 |
NASDAQ 100(CME) |
Dec11 |
111116 |
2353.00 |
2370.80 |
2312.00 |
2313.80 |
-46.00 |
1,307 |
31,424 |
-17 |
Mar12 |
111116 |
2326.00 |
2360.00 |
2309.50 |
2309.50 |
-46.00 |
20 |
70 |
+20 |
Jun12 |
111116 |
2306.50 |
2309.50 |
2306.50 |
2306.50 |
-46.00 |
|
|
|
Total Volume and Open Interest |
1,327 |
31,494 |
+3 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111116 |
2361.50 |
2371.50 |
2312.30 |
2313.80 |
-46.00 |
184,831 |
328,515 |
+303 |
Mar12 |
111116 |
2356.50 |
2358.30 |
2309.50 |
2309.50 |
-46.00 |
646 |
1,160 |
+566 |
Total Volume and Open Interest |
185,479 |
329,688 |
+869 |
S & P Midcap 400(CME) |
Dec11 |
111116 |
876.50 |
895.00 |
874.70 |
874.70 |
-13.30 |
143 |
5,614 |
+141 |
Mar12 |
111116 |
872.30 |
872.30 |
872.30 |
872.30 |
-13.30 |
|
|
|
Jun12 |
111116 |
870.30 |
870.30 |
870.30 |
870.30 |
-13.30 |
|
|
|
Total Volume and Open Interest |
143 |
5,614 |
+141 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111116 |
8560 |
8575 |
8390 |
8390 |
-150 |
5,000 |
29,301 |
+333 |
Mar12 |
111116 |
8460 |
8490 |
8395 |
8395 |
-150 |
2 |
59 |
+2 |
Total Volume and Open Interest |
5,002 |
29,360 |
+335 |
Nikkei 225(SGX) |
Dec11 |
111116 |
8455 |
8530 |
8455 |
8455 |
-100 |
79,570 |
231,562 |
-373 |
Mar12 |
111116 |
8460 |
8500 |
8440 |
8440 |
-100 |
2,631 |
18,589 |
+2,381 |
Jun12 |
111116 |
8365 |
8365 |
8365 |
8365 |
-100 |
1 |
19 |
+0 |
Total Volume and Open Interest |
82,283 |
255,488 |
+2,058 |
CAC 40(EURONEXT) |
Nov11 |
111116 |
3022.0 |
3102.5 |
3015.5 |
3063.5 |
+14.5 |
122,568 |
267,636 |
+9,548 |
Dec11 |
111116 |
3020.0 |
3099.0 |
3016.0 |
3061.5 |
+14.5 |
24,838 |
60,139 |
+21,417 |
Jan12 |
111116 |
3040.0 |
3058.0 |
3040.0 |
3058.0 |
+14.5 |
|
|
|
Total Volume and Open Interest |
147,408 |
327,787 |
+30,965 |
Hang Seng Index(HKFE) |
Nov11 |
111116 |
19436 |
19446 |
18709 |
18888 |
-407 |
62,482 |
80,616 |
+712 |
Dec11 |
111116 |
19419 |
19426 |
18700 |
18877 |
-409 |
1,003 |
11,899 |
+233 |
Total Volume and Open Interest |
63,791 |
94,913 |
+1,166 |
DAX(EUREX) |
Dec11 |
111116 |
5849.0 |
6036.0 |
5835.0 |
5925.5 |
-24.0 |
165,732 |
157,909 |
-3,153 |
Mar12 |
111116 |
5867.5 |
6029.5 |
5849.0 |
5936.0 |
-24.5 |
397 |
7,551 |
-36 |
Jun12 |
111116 |
5870.0 |
5980.0 |
5870.0 |
5954.5 |
-23.5 |
37 |
2,340 |
+9 |
Total Volume and Open Interest |
166,166 |
167,800 |
-3,180 |
FT-SE 100(EURONEXT) |
Dec11 |
111116 |
5531.50 |
5560.50 |
5443.50 |
5510.00 |
-13.00 |
104,502 |
620,686 |
-6,805 |
Mar12 |
111116 |
5450.00 |
5525.00 |
5446.00 |
5475.50 |
-13.50 |
41 |
7,204 |
+3,017 |
Jun12 |
111116 |
5439.00 |
5439.00 |
5439.00 |
5439.00 |
-13.00 |
0 |
500 |
+0 |
Total Volume and Open Interest |
104,543 |
628,390 |
-3,788 |
SPI 200(SFE) |
Dec11 |
111116 |
4311.0 |
4326.0 |
4252.0 |
4268.0 |
-39.0 |
29,936 |
206,047 |
+1,003 |
Mar12 |
111116 |
4252.0 |
4252.0 |
4252.0 |
4252.0 |
-38.0 |
3 |
2,882 |
+0 |
Jun12 |
111116 |
4258.0 |
4258.0 |
4258.0 |
4258.0 |
-39.0 |
4 |
1,370 |
+0 |
Total Volume and Open Interest |
30,443 |
214,469 |
+1,467 |
GSCI(CME) |
Dec11 |
111116 |
668.00 |
672.00 |
668.00 |
672.00 |
+4.50 |
99 |
8,025 |
+40 |
Jan12 |
111116 |
671.00 |
671.00 |
671.00 |
671.00 |
+4.50 |
|
|
|
Feb12 |
111116 |
671.00 |
671.00 |
671.00 |
671.00 |
+4.50 |
|
|
|
Total Volume and Open Interest |
189 |
8,860 |
|
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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