|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri November 18, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
111118 |
1169.75 |
1177.50 |
1152.75 |
1168.25 |
unch |
85,911 |
237,947 |
-3,947 |
Mar12 |
111118 |
1180.25 |
1187.50 |
1162.75 |
1178.25 |
-0.25 |
26,958 |
85,937 |
-431 |
May12 |
111118 |
1190.50 |
1197.25 |
1173.25 |
1188.00 |
unch |
12,081 |
77,658 |
-917 |
Jul12 |
111118 |
1200.00 |
1206.00 |
1182.50 |
1197.00 |
+0.50 |
11,169 |
58,716 |
-302 |
Aug12 |
111118 |
1192.50 |
1195.50 |
1185.00 |
1195.50 |
+1.00 |
11 |
586 |
+6 |
Sep12 |
111118 |
1180.00 |
1186.50 |
1178.75 |
1186.50 |
+1.50 |
2 |
424 |
-1 |
Nov12 |
111118 |
1179.50 |
1190.25 |
1168.75 |
1181.50 |
+2.00 |
2,836 |
50,252 |
+625 |
Total Volume and Open Interest |
139,152 |
524,578 |
-4,839 |
Soybean Meal(CBOT) |
Dec11 |
111118 |
294.00 |
298.50 |
290.90 |
298.40 |
+3.90 |
32,076 |
57,502 |
-2,650 |
Jan12 |
111118 |
296.50 |
300.30 |
292.80 |
300.30 |
+3.70 |
18,411 |
44,264 |
+1,715 |
Mar12 |
111118 |
299.60 |
303.60 |
296.30 |
303.60 |
+3.50 |
8,205 |
32,300 |
+1,247 |
May12 |
111118 |
302.40 |
306.90 |
299.50 |
306.90 |
+3.60 |
3,398 |
26,469 |
+865 |
Jul12 |
111118 |
306.40 |
311.00 |
303.40 |
310.80 |
+3.60 |
4,195 |
21,117 |
+667 |
Aug12 |
111118 |
307.20 |
311.70 |
304.50 |
311.70 |
+3.70 |
763 |
4,101 |
+212 |
Sep12 |
111118 |
308.30 |
311.60 |
305.30 |
311.60 |
+3.90 |
131 |
4,343 |
+72 |
Oct12 |
111118 |
303.90 |
307.90 |
302.80 |
307.90 |
+3.80 |
47 |
2,837 |
+20 |
Total Volume and Open Interest |
68,877 |
209,773 |
+2,763 |
Soybean Oil(CBOT) |
Dec11 |
111118 |
51.40 |
51.79 |
50.33 |
50.88 |
-0.52 |
60,531 |
70,682 |
-6,902 |
Jan12 |
111118 |
51.66 |
52.06 |
50.57 |
51.12 |
-0.56 |
32,130 |
80,461 |
+2,593 |
Mar12 |
111118 |
51.99 |
52.42 |
50.94 |
51.48 |
-0.57 |
22,155 |
57,932 |
+4,804 |
May12 |
111118 |
52.30 |
52.72 |
51.28 |
51.82 |
-0.55 |
6,462 |
35,459 |
+193 |
Jul12 |
111118 |
52.63 |
53.04 |
51.60 |
52.11 |
-0.56 |
3,377 |
25,729 |
+543 |
Aug12 |
111118 |
52.73 |
52.73 |
51.75 |
52.18 |
-0.55 |
73 |
3,343 |
-10 |
Sep12 |
111118 |
52.73 |
52.73 |
51.80 |
52.20 |
-0.53 |
145 |
3,811 |
+21 |
Oct12 |
111118 |
52.54 |
52.54 |
51.73 |
52.04 |
-0.50 |
49 |
3,773 |
+14 |
Total Volume and Open Interest |
125,478 |
295,364 |
+1,373 |
Canola(WCE) |
Nov11 |
111114 |
517.9 |
517.9 |
517.9 |
517.9 |
+4.4 |
|
|
|
Jan12 |
111118 |
521.5 |
525.0 |
516.0 |
518.7 |
-3.1 |
8,982 |
94,236 |
-2,017 |
Mar12 |
111118 |
529.5 |
531.0 |
521.9 |
524.7 |
-3.1 |
1,777 |
28,291 |
+211 |
May12 |
111118 |
534.1 |
535.6 |
525.0 |
527.5 |
-3.3 |
911 |
14,702 |
+218 |
Jul12 |
111118 |
540.5 |
541.9 |
531.0 |
533.3 |
-3.3 |
850 |
8,163 |
+106 |
Total Volume and Open Interest |
13,518 |
158,886 |
-1,572 |
Corn(CBOT) |
Dec11 |
111118 |
614.50 |
617.25 |
601.50 |
610.25 |
-4.25 |
183,215 |
346,597 |
-7,451 |
Mar12 |
111118 |
623.25 |
626.00 |
609.00 |
618.00 |
-5.25 |
108,884 |
464,354 |
+8,455 |
May12 |
111118 |
629.00 |
632.50 |
616.00 |
624.50 |
-5.50 |
26,202 |
132,863 |
+1,689 |
Jul12 |
111118 |
633.00 |
635.75 |
619.75 |
628.00 |
-5.50 |
18,084 |
132,026 |
-684 |
Sep12 |
111118 |
585.50 |
587.75 |
575.00 |
583.00 |
-1.25 |
1,115 |
33,447 |
+211 |
Dec12 |
111118 |
560.25 |
562.75 |
553.50 |
559.00 |
-1.25 |
12,254 |
162,309 |
-43 |
Total Volume and Open Interest |
350,089 |
1,320,909 |
+2,330 |
Wheat(CBOT) |
Dec11 |
111118 |
593.00 |
602.50 |
586.50 |
598.25 |
+5.75 |
57,384 |
87,288 |
-6,450 |
Mar12 |
111118 |
614.00 |
617.00 |
602.75 |
614.75 |
+2.75 |
41,863 |
144,897 |
+2,102 |
May12 |
111118 |
635.00 |
636.50 |
621.75 |
633.50 |
+2.00 |
8,257 |
56,840 |
-426 |
Jul12 |
111118 |
647.00 |
650.25 |
635.75 |
646.00 |
+0.25 |
10,165 |
63,414 |
-2,237 |
Sep12 |
111118 |
667.25 |
667.75 |
656.00 |
664.00 |
-1.25 |
558 |
11,821 |
-56 |
Total Volume and Open Interest |
120,609 |
406,770 |
-7,323 |
Wheat(KCBT) |
Dec11 |
111118 |
667.00 |
670.25 |
660.00 |
668.50 |
+2.00 |
9,087 |
33,159 |
-2,408 |
Mar12 |
111118 |
678.25 |
680.75 |
671.75 |
679.25 |
+2.00 |
7,103 |
66,186 |
+793 |
May12 |
111118 |
688.00 |
688.25 |
680.25 |
686.75 |
+0.75 |
1,222 |
12,229 |
-100 |
Jul12 |
111118 |
695.00 |
697.00 |
687.75 |
693.50 |
unch |
2,417 |
35,163 |
-104 |
Sep12 |
111118 |
710.25 |
711.25 |
703.00 |
707.50 |
-0.75 |
247 |
4,002 |
+87 |
Total Volume and Open Interest |
20,325 |
155,364 |
-1,765 |
Wheat(MGE) |
Dec11 |
111118 |
925.00 |
930.00 |
914.00 |
917.25 |
-7.75 |
754 |
7,202 |
-593 |
Mar12 |
111118 |
881.00 |
886.00 |
873.25 |
875.25 |
-6.25 |
2,230 |
18,893 |
+8 |
May12 |
111118 |
850.00 |
855.75 |
842.00 |
843.00 |
-7.00 |
259 |
6,128 |
-42 |
Jul12 |
111118 |
830.00 |
839.00 |
823.50 |
824.75 |
-7.75 |
276 |
8,021 |
-60 |
Sep12 |
111118 |
802.00 |
810.00 |
798.50 |
798.75 |
-3.50 |
107 |
3,214 |
-10 |
Total Volume and Open Interest |
3,710 |
46,504 |
-705 |
Oats(CBOT) |
Dec11 |
111118 |
300.00 |
305.75 |
293.75 |
304.00 |
+4.00 |
719 |
6,401 |
-239 |
Mar12 |
111118 |
306.00 |
307.50 |
298.50 |
304.00 |
-1.00 |
461 |
9,949 |
+134 |
May12 |
111118 |
311.00 |
311.00 |
304.50 |
309.50 |
-1.50 |
103 |
1,309 |
+50 |
Jul12 |
111118 |
311.75 |
317.00 |
311.50 |
315.50 |
-1.50 |
0 |
30 |
+0 |
Total Volume and Open Interest |
1,283 |
17,812 |
-55 |
Rough Rice(CBOT) |
Nov11 |
111114 |
15.05 |
15.05 |
15.01 |
15.05 |
+0.05 |
4 |
14 |
-23 |
Jan12 |
111118 |
14.74 |
14.82 |
14.45 |
14.68 |
-0.03 |
797 |
11,713 |
+7 |
Mar12 |
111118 |
14.98 |
15.11 |
14.75 |
14.97 |
-0.04 |
248 |
4,498 |
+37 |
May12 |
111118 |
15.10 |
15.30 |
15.09 |
15.24 |
-0.06 |
0 |
585 |
+0 |
Total Volume and Open Interest |
1,051 |
17,556 |
+50 |
Live Cattle(CME) |
Dec11 |
111118 |
121.250 |
121.430 |
119.300 |
119.700 |
-1.300 |
17,009 |
67,617 |
-3,343 |
Feb12 |
111118 |
123.650 |
123.950 |
121.400 |
121.785 |
-1.815 |
17,233 |
124,785 |
+3,571 |
Apr12 |
111118 |
127.350 |
127.800 |
125.600 |
125.785 |
-1.600 |
6,125 |
80,995 |
-582 |
Jun12 |
111118 |
126.150 |
126.400 |
124.730 |
124.850 |
-1.500 |
5,082 |
40,972 |
+1,124 |
Aug12 |
111118 |
126.300 |
126.535 |
125.135 |
125.330 |
-1.305 |
869 |
8,409 |
+228 |
Oct12 |
111118 |
128.600 |
128.600 |
127.535 |
127.800 |
-0.950 |
635 |
4,884 |
+119 |
Total Volume and Open Interest |
47,600 |
331,199 |
+1,639 |
Feeder Cattle(CME) |
Jan12 |
111118 |
149.750 |
149.850 |
147.325 |
147.435 |
-2.140 |
2,099 |
17,146 |
+513 |
Mar12 |
111118 |
150.050 |
150.800 |
148.535 |
148.700 |
-1.800 |
1,017 |
6,111 |
+140 |
Apr12 |
111118 |
151.000 |
151.750 |
149.685 |
149.935 |
-1.465 |
365 |
2,412 |
+14 |
May12 |
111118 |
151.450 |
151.985 |
149.950 |
150.250 |
-1.500 |
208 |
2,720 |
+57 |
Aug12 |
111118 |
152.700 |
153.000 |
151.035 |
151.550 |
-1.300 |
345 |
2,924 |
+119 |
Sep12 |
111118 |
153.200 |
153.200 |
151.485 |
151.800 |
-1.300 |
31 |
385 |
+18 |
Oct12 |
111118 |
152.000 |
152.000 |
152.000 |
152.000 |
-1.250 |
15 |
77 |
+6 |
Total Volume and Open Interest |
4,996 |
34,472 |
+513 |
Lean Hogs(CME) |
Dec11 |
111118 |
87.350 |
87.650 |
86.785 |
87.480 |
+0.030 |
15,283 |
37,112 |
-3,460 |
Feb12 |
111118 |
90.180 |
91.035 |
89.930 |
90.980 |
+0.550 |
11,154 |
83,940 |
-134 |
Apr12 |
111118 |
92.850 |
93.800 |
92.750 |
93.550 |
+0.400 |
5,612 |
58,927 |
-376 |
May12 |
111118 |
98.450 |
98.800 |
98.200 |
98.600 |
+0.150 |
33 |
2,126 |
+7 |
Jun12 |
111118 |
99.785 |
100.350 |
99.400 |
100.250 |
+0.200 |
4,211 |
36,387 |
+1,525 |
Jul12 |
111118 |
98.500 |
99.000 |
98.230 |
98.900 |
+0.050 |
789 |
9,682 |
+137 |
Aug12 |
111118 |
97.100 |
97.550 |
96.680 |
97.450 |
-0.150 |
500 |
11,649 |
+12 |
Oct12 |
111118 |
85.800 |
85.900 |
85.035 |
85.800 |
unch |
389 |
5,587 |
+97 |
Total Volume and Open Interest |
38,290 |
247,592 |
-2,038 |
Class III Milk(CME) |
Nov11 |
111118 |
19.06 |
19.11 |
19.01 |
19.09 |
+0.01 |
219 |
5,580 |
+9 |
Dec11 |
111118 |
18.17 |
18.43 |
17.84 |
18.27 |
+0.04 |
1,055 |
6,388 |
+75 |
Jan12 |
111118 |
17.14 |
17.40 |
16.96 |
17.27 |
+0.15 |
354 |
3,802 |
+117 |
Feb12 |
111118 |
16.52 |
16.79 |
16.52 |
16.75 |
+0.22 |
156 |
2,807 |
+52 |
Mar12 |
111118 |
16.47 |
16.70 |
16.47 |
16.66 |
+0.19 |
74 |
2,426 |
+31 |
Total Volume and Open Interest |
2,025 |
32,767 |
+378 |
Cocoa(ICE) |
Dec11 |
111118 |
2364 |
2364 |
2292 |
2308 |
-66 |
810 |
651 |
-755 |
Mar12 |
111118 |
2505 |
2512 |
2440 |
2458 |
-47 |
10,324 |
80,239 |
+968 |
May12 |
111118 |
2515 |
2515 |
2447 |
2464 |
-47 |
1,971 |
29,037 |
-175 |
Jul12 |
111118 |
2516 |
2520 |
2463 |
2479 |
-47 |
696 |
14,294 |
+3 |
Sep12 |
111118 |
2523 |
2538 |
2477 |
2491 |
-49 |
129 |
12,162 |
+69 |
Dec12 |
111118 |
2537 |
2537 |
2495 |
2507 |
-48 |
257 |
12,729 |
+52 |
Mar13 |
111118 |
2550 |
2550 |
2506 |
2521 |
-46 |
117 |
3,648 |
+46 |
Total Volume and Open Interest |
14,315 |
155,380 |
+218 |
Coffee "C"(ICE) |
Dec11 |
111118 |
231.75 |
236.00 |
231.60 |
234.20 |
+2.05 |
7,010 |
10,827 |
-3,542 |
Mar12 |
111118 |
235.45 |
240.30 |
235.45 |
238.85 |
+2.75 |
11,468 |
53,581 |
+1,488 |
May12 |
111118 |
238.05 |
242.40 |
238.00 |
241.05 |
+2.65 |
2,574 |
20,153 |
+682 |
Jul12 |
111118 |
239.95 |
244.20 |
239.95 |
242.80 |
+2.45 |
679 |
6,170 |
+438 |
Sep12 |
111118 |
241.70 |
244.85 |
240.80 |
243.50 |
+2.30 |
146 |
5,357 |
+15 |
Dec12 |
111118 |
242.30 |
245.15 |
241.40 |
243.95 |
+2.10 |
45 |
6,361 |
+33 |
Total Volume and Open Interest |
21,944 |
103,531 |
-883 |
Orange Juice(ICE) |
Jan12 |
111118 |
171.85 |
178.25 |
171.60 |
176.90 |
+5.05 |
478 |
18,960 |
-33 |
Mar12 |
111118 |
168.90 |
173.20 |
168.90 |
171.65 |
+3.75 |
148 |
5,221 |
+91 |
May12 |
111118 |
168.80 |
171.50 |
168.80 |
170.45 |
+3.25 |
16 |
1,687 |
+16 |
Jul12 |
111118 |
169.00 |
171.95 |
169.00 |
170.75 |
+3.10 |
0 |
388 |
+0 |
Sep12 |
111118 |
170.15 |
170.15 |
170.15 |
170.15 |
+3.10 |
0 |
53 |
+0 |
Nov12 |
111118 |
169.85 |
169.85 |
169.85 |
169.85 |
+3.10 |
0 |
8 |
+0 |
Total Volume and Open Interest |
642 |
26,323 |
+74 |
Sugar #11(ICE) |
Mar12 |
111118 |
24.23 |
24.33 |
23.90 |
23.97 |
-0.07 |
32,989 |
213,229 |
-2,696 |
May12 |
111118 |
23.78 |
23.82 |
23.42 |
23.49 |
-0.09 |
11,069 |
82,592 |
+2,524 |
Jul12 |
111118 |
23.39 |
23.47 |
23.04 |
23.10 |
-0.15 |
8,265 |
82,569 |
+1,815 |
Oct12 |
111118 |
23.41 |
23.49 |
23.07 |
23.13 |
-0.16 |
4,343 |
45,372 |
-208 |
Mar13 |
111118 |
23.75 |
23.80 |
23.46 |
23.49 |
-0.14 |
1,637 |
30,739 |
+15 |
Total Volume and Open Interest |
61,753 |
489,927 |
+1,923 |
London Cocoa(LCE) |
Dec11 |
111118 |
1572 |
1572 |
1533 |
1537 |
-40 |
8,054 |
71,042 |
-2,920 |
Mar12 |
111118 |
1601 |
1601 |
1562 |
1565 |
-39 |
11,020 |
60,429 |
+1,739 |
May12 |
111118 |
1611 |
1611 |
1579 |
1581 |
-37 |
2,788 |
19,389 |
+404 |
Jul12 |
111118 |
1619 |
1621 |
1596 |
1596 |
-36 |
5,206 |
23,499 |
+1,482 |
Sep12 |
111118 |
1642 |
1642 |
1603 |
1606 |
-39 |
1,247 |
15,459 |
+290 |
Dec12 |
111118 |
1636 |
1638 |
1619 |
1623 |
-34 |
1,420 |
12,236 |
-538 |
Mar13 |
111118 |
1650 |
1652 |
1630 |
1635 |
-37 |
335 |
3,154 |
+125 |
Total Volume and Open Interest |
31,170 |
207,115 |
+1,582 |
London Sugar(LCE) |
Mar12 |
111118 |
627.70 |
632.00 |
622.10 |
623.00 |
-6.00 |
2,008 |
21,476 |
-170 |
May12 |
111118 |
618.60 |
621.10 |
612.10 |
612.40 |
-5.70 |
506 |
7,229 |
+97 |
Aug12 |
111118 |
612.60 |
613.50 |
604.90 |
605.10 |
-6.90 |
247 |
5,659 |
+99 |
Oct12 |
111118 |
611.10 |
612.00 |
605.00 |
605.00 |
-4.50 |
197 |
2,931 |
+76 |
Dec12 |
111118 |
611.30 |
613.90 |
607.70 |
608.00 |
-5.00 |
67 |
1,004 |
+0 |
Total Volume and Open Interest |
3,047 |
39,202 |
+94 |
Cotton(ICE) |
Dec11 |
111118 |
99.19 |
100.15 |
94.77 |
94.81 |
-4.69 |
9,586 |
13,142 |
-6,030 |
Mar12 |
111118 |
96.48 |
97.74 |
93.12 |
93.27 |
-3.21 |
10,961 |
84,543 |
+1,920 |
May12 |
111118 |
96.67 |
97.77 |
93.00 |
93.42 |
-3.30 |
1,651 |
17,024 |
+584 |
Jul12 |
111118 |
96.45 |
97.57 |
93.46 |
93.59 |
-3.06 |
992 |
17,674 |
+368 |
Oct12 |
111118 |
96.00 |
96.00 |
93.89 |
93.89 |
-2.75 |
3 |
85 |
+1 |
Dec12 |
111118 |
93.85 |
94.59 |
91.00 |
91.00 |
-2.64 |
123 |
6,409 |
-8 |
Total Volume and Open Interest |
23,318 |
140,095 |
-3,164 |
Lumber(CME) |
Jan12 |
111118 |
240.0 |
251.7 |
238.5 |
247.5 |
+5.8 |
659 |
7,167 |
+80 |
Mar12 |
111118 |
257.2 |
266.2 |
255.9 |
264.5 |
+6.2 |
268 |
2,000 |
+103 |
May12 |
111118 |
271.8 |
278.8 |
271.3 |
274.0 |
+3.4 |
10 |
202 |
+1 |
Jul12 |
111118 |
279.8 |
284.2 |
276.7 |
280.0 |
+1.0 |
3 |
90 |
+2 |
Total Volume and Open Interest |
940 |
9,475 |
+186 |
Crude Oil(NYM) |
Dec11 |
111118 |
98.61 |
100.15 |
96.64 |
97.41 |
-1.41 |
379,612 |
81,174 |
-28,056 |
Jan12 |
111118 |
98.65 |
100.30 |
96.70 |
97.67 |
-1.26 |
331,958 |
328,096 |
+6,933 |
Feb12 |
111118 |
98.64 |
100.27 |
96.70 |
97.63 |
-1.27 |
102,226 |
82,100 |
-2,462 |
Mar12 |
111118 |
98.59 |
100.23 |
96.79 |
97.62 |
-1.27 |
82,234 |
93,595 |
+4,470 |
Apr12 |
111118 |
98.29 |
100.02 |
96.85 |
97.61 |
-1.23 |
29,246 |
39,062 |
+1,193 |
May12 |
111118 |
98.38 |
99.82 |
97.04 |
97.57 |
-1.17 |
27,309 |
36,413 |
-436 |
Jun12 |
111118 |
98.33 |
99.84 |
96.74 |
97.46 |
-1.10 |
72,743 |
77,655 |
-2,610 |
Jul12 |
111118 |
99.64 |
99.64 |
96.53 |
97.28 |
-1.04 |
15,269 |
34,205 |
+1,666 |
Aug12 |
111118 |
98.06 |
98.06 |
97.07 |
97.07 |
-0.95 |
10,483 |
23,407 |
+1,239 |
Sep12 |
111118 |
97.20 |
97.21 |
96.85 |
96.85 |
-0.86 |
17,193 |
27,104 |
+3,819 |
Oct12 |
111118 |
98.75 |
98.75 |
96.65 |
96.65 |
-0.77 |
7,627 |
24,273 |
+176 |
Nov12 |
111118 |
97.28 |
97.28 |
96.40 |
96.48 |
-0.69 |
6,338 |
25,307 |
+547 |
Dec12 |
111118 |
96.30 |
98.42 |
95.42 |
96.29 |
-0.63 |
76,700 |
171,902 |
+7,306 |
Jan13 |
111118 |
96.81 |
96.81 |
95.97 |
95.97 |
-0.55 |
3,621 |
29,497 |
+281 |
Feb13 |
111118 |
95.61 |
95.61 |
95.61 |
95.61 |
-0.49 |
1,922 |
11,298 |
+162 |
Mar13 |
111118 |
95.26 |
95.26 |
95.26 |
95.26 |
-0.44 |
1,163 |
8,795 |
+151 |
Total Volume and Open Interest |
1,222,861 |
1,351,740 |
-5,385 |
e-miNY Crude Oil(NYM) |
Nov11 |
111019 |
88.200 |
89.500 |
86.100 |
86.100 |
-2.250 |
5,853 |
2,683 |
-142 |
Dec11 |
111117 |
101.675 |
103.375 |
98.375 |
98.825 |
-3.775 |
7,409 |
2,981 |
+164 |
Jan12 |
111118 |
98.650 |
100.275 |
96.725 |
97.675 |
-1.250 |
5,903 |
1,362 |
+541 |
Feb12 |
111118 |
98.400 |
100.125 |
96.875 |
97.625 |
-1.275 |
122 |
170 |
+11 |
Mar12 |
111118 |
98.550 |
99.800 |
97.525 |
97.625 |
-1.275 |
16 |
71 |
+4 |
Apr12 |
111118 |
99.550 |
99.700 |
97.600 |
97.600 |
-1.250 |
4 |
21 |
-2 |
May12 |
111118 |
97.375 |
97.575 |
97.375 |
97.575 |
-1.175 |
0 |
7 |
+0 |
Jun12 |
111118 |
98.450 |
98.850 |
97.450 |
97.450 |
-1.100 |
11 |
16 |
+0 |
Jul12 |
111118 |
97.275 |
97.275 |
97.275 |
97.275 |
-1.050 |
0 |
4 |
+0 |
Aug12 |
111118 |
97.075 |
97.075 |
97.075 |
97.075 |
-0.950 |
0 |
1 |
+0 |
Total Volume and Open Interest |
15,244 |
4,977 |
+669 |
Heating Oil(NYM) |
Dec11 |
111118 |
308.09 |
312.84 |
303.00 |
303.25 |
-5.07 |
75,197 |
64,625 |
-4,258 |
Jan12 |
111118 |
308.80 |
313.42 |
303.87 |
304.13 |
-4.88 |
55,404 |
73,919 |
+3,040 |
Feb12 |
111118 |
308.17 |
312.35 |
303.51 |
303.71 |
-4.57 |
23,878 |
31,422 |
+782 |
Mar12 |
111118 |
307.01 |
309.39 |
302.03 |
302.24 |
-4.39 |
17,362 |
26,749 |
-822 |
Apr12 |
111118 |
306.31 |
306.31 |
299.53 |
299.64 |
-4.22 |
7,161 |
15,578 |
-353 |
May12 |
111118 |
300.40 |
303.49 |
296.84 |
296.99 |
-4.17 |
4,357 |
12,882 |
+369 |
Jun12 |
111118 |
299.20 |
303.02 |
295.42 |
295.59 |
-4.18 |
11,627 |
31,045 |
+25 |
Jul12 |
111118 |
300.03 |
300.20 |
295.41 |
295.41 |
-4.17 |
1,406 |
7,874 |
+211 |
Aug12 |
111118 |
300.16 |
300.27 |
295.45 |
295.45 |
-4.20 |
1,205 |
3,842 |
-292 |
Sep12 |
111118 |
300.51 |
300.74 |
295.93 |
295.93 |
-4.22 |
936 |
5,046 |
-151 |
Oct12 |
111118 |
301.69 |
301.74 |
296.69 |
296.69 |
-4.28 |
233 |
2,200 |
+4 |
Nov12 |
111118 |
297.47 |
297.47 |
297.47 |
297.47 |
-4.32 |
117 |
1,544 |
+15 |
Total Volume and Open Interest |
201,547 |
296,328 |
-1,246 |
Gasoline(NYMEX) |
Dec11 |
111118 |
250.02 |
254.14 |
245.50 |
247.84 |
-2.87 |
49,286 |
55,501 |
-3,580 |
Jan12 |
111118 |
250.90 |
255.12 |
246.61 |
248.80 |
-2.76 |
49,442 |
76,274 |
+2,263 |
Feb12 |
111118 |
251.50 |
256.00 |
248.17 |
250.02 |
-2.70 |
23,753 |
25,257 |
-2,132 |
Mar12 |
111118 |
252.66 |
257.71 |
250.18 |
251.85 |
-2.57 |
20,569 |
28,803 |
-2,570 |
Apr12 |
111118 |
268.54 |
272.25 |
265.24 |
266.63 |
-2.38 |
14,109 |
23,337 |
-3,177 |
May12 |
111118 |
272.30 |
272.30 |
265.27 |
266.57 |
-2.34 |
10,540 |
14,564 |
-858 |
Jun12 |
111118 |
264.25 |
270.04 |
263.50 |
264.65 |
-2.32 |
8,048 |
21,290 |
-785 |
Jul12 |
111118 |
263.93 |
264.38 |
262.33 |
262.33 |
-2.36 |
2,613 |
6,244 |
+36 |
Aug12 |
111118 |
261.54 |
265.00 |
259.10 |
259.86 |
-2.40 |
2,084 |
7,912 |
+362 |
Sep12 |
111118 |
262.50 |
262.50 |
256.10 |
257.24 |
-2.41 |
1,458 |
6,756 |
-270 |
Total Volume and Open Interest |
184,076 |
286,959 |
-10,590 |
e-miNY RBOB Gasoline(NYM) |
Dec11 |
111118 |
247.80 |
247.84 |
247.80 |
247.80 |
-2.90 |
|
|
|
Jan12 |
111118 |
248.80 |
248.80 |
248.80 |
248.80 |
-2.80 |
0 |
2 |
+1 |
Feb12 |
111118 |
250.00 |
250.02 |
250.00 |
250.00 |
-2.70 |
0 |
2 |
+1 |
Mar12 |
111118 |
251.90 |
251.90 |
251.85 |
251.90 |
-2.50 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+2 |
Natural Gas(NYM) |
Dec11 |
111118 |
3.439 |
3.444 |
3.285 |
3.316 |
-0.094 |
135,128 |
93,359 |
-9,402 |
Jan12 |
111118 |
3.576 |
3.582 |
3.463 |
3.496 |
-0.050 |
84,000 |
287,889 |
+11,569 |
Feb12 |
111118 |
3.587 |
3.593 |
3.484 |
3.512 |
-0.050 |
21,942 |
83,033 |
+779 |
Mar12 |
111118 |
3.566 |
3.576 |
3.471 |
3.501 |
-0.046 |
21,191 |
103,395 |
+2,226 |
Apr12 |
111118 |
3.578 |
3.604 |
3.500 |
3.527 |
-0.039 |
23,340 |
101,208 |
+447 |
May12 |
111118 |
3.627 |
3.633 |
3.552 |
3.572 |
-0.038 |
5,688 |
43,419 |
-265 |
Jun12 |
111118 |
3.655 |
3.678 |
3.600 |
3.618 |
-0.037 |
4,063 |
20,081 |
+74 |
Jul12 |
111118 |
3.692 |
3.724 |
3.649 |
3.669 |
-0.034 |
2,886 |
18,560 |
+391 |
Aug12 |
111118 |
3.746 |
3.746 |
3.681 |
3.696 |
-0.034 |
4,119 |
15,972 |
-236 |
Sep12 |
111118 |
3.718 |
3.747 |
3.681 |
3.696 |
-0.034 |
2,343 |
11,613 |
-230 |
Oct12 |
111118 |
3.770 |
3.798 |
3.716 |
3.732 |
-0.034 |
10,631 |
54,799 |
+50 |
Nov12 |
111118 |
3.900 |
3.920 |
3.858 |
3.875 |
-0.031 |
4,192 |
21,738 |
+1,270 |
Dec12 |
111118 |
4.172 |
4.202 |
4.143 |
4.167 |
-0.025 |
2,603 |
22,621 |
+724 |
Jan13 |
111118 |
4.316 |
4.341 |
4.271 |
4.300 |
-0.021 |
2,325 |
31,885 |
-121 |
Feb13 |
111118 |
4.325 |
4.325 |
4.271 |
4.288 |
-0.021 |
366 |
5,919 |
+1 |
Mar13 |
111118 |
4.261 |
4.261 |
4.212 |
4.243 |
-0.023 |
370 |
13,523 |
-68 |
Total Volume and Open Interest |
327,400 |
1,004,221 |
+7,286 |
Brent Crude Oil(ICE) |
Jan12 |
111118 |
107.53 |
109.99 |
106.97 |
107.56 |
-0.66 |
270,960 |
198,491 |
-9,674 |
Feb12 |
111118 |
107.67 |
109.78 |
106.85 |
107.40 |
-0.69 |
122,491 |
150,845 |
+8,088 |
Mar12 |
111118 |
107.38 |
109.49 |
106.61 |
107.08 |
-0.74 |
74,992 |
88,688 |
+899 |
Apr12 |
111118 |
107.07 |
109.20 |
106.36 |
106.80 |
-0.79 |
35,396 |
35,694 |
-52 |
May12 |
111118 |
106.66 |
108.85 |
106.09 |
106.51 |
-0.81 |
24,938 |
19,996 |
+1,088 |
Jun12 |
111118 |
106.33 |
108.57 |
105.78 |
106.19 |
-0.85 |
70,078 |
62,506 |
+3,533 |
Jul12 |
111118 |
106.86 |
108.10 |
105.52 |
105.90 |
-0.89 |
11,886 |
18,434 |
-168 |
Aug12 |
111118 |
106.38 |
107.80 |
105.32 |
105.59 |
-0.92 |
8,432 |
23,851 |
+742 |
Sep12 |
111118 |
106.00 |
107.37 |
104.83 |
105.19 |
-0.94 |
9,404 |
27,943 |
+641 |
Oct12 |
111118 |
106.40 |
106.72 |
104.83 |
104.83 |
-0.96 |
5,984 |
12,329 |
-899 |
Nov12 |
111118 |
104.48 |
104.48 |
104.48 |
104.48 |
-0.97 |
5,069 |
18,917 |
-192 |
Dec12 |
111118 |
104.45 |
106.29 |
103.71 |
104.11 |
-0.96 |
69,323 |
102,558 |
+2,034 |
Jan13 |
111118 |
103.78 |
103.78 |
103.78 |
103.78 |
-0.96 |
1,509 |
9,150 |
+267 |
Feb13 |
111118 |
103.40 |
103.40 |
103.40 |
103.40 |
-0.95 |
827 |
5,159 |
+107 |
Total Volume and Open Interest |
752,483 |
931,520 |
+4,271 |
Gas Oil(ICE) |
Dec11 |
111118 |
971.25 |
982.50 |
955.25 |
973.00 |
unch |
91,401 |
136,122 |
-557 |
Jan12 |
111118 |
962.25 |
973.00 |
946.75 |
963.75 |
-0.50 |
87,894 |
101,375 |
+1,798 |
Feb12 |
111118 |
955.25 |
965.50 |
940.50 |
956.75 |
-1.00 |
26,488 |
51,180 |
-1,069 |
Mar12 |
111118 |
947.75 |
959.75 |
935.25 |
950.75 |
-1.75 |
16,408 |
38,121 |
-437 |
Apr12 |
111118 |
943.25 |
954.00 |
931.50 |
946.25 |
-2.00 |
8,096 |
22,071 |
-504 |
May12 |
111118 |
941.25 |
947.75 |
928.75 |
942.75 |
-2.25 |
5,945 |
24,565 |
+553 |
Jun12 |
111118 |
940.25 |
950.25 |
928.25 |
941.75 |
-2.50 |
11,722 |
55,217 |
+51 |
Jul12 |
111118 |
941.75 |
947.50 |
931.50 |
942.50 |
-2.50 |
1,978 |
16,523 |
-30 |
Aug12 |
111118 |
948.00 |
948.00 |
931.75 |
942.75 |
-2.75 |
1,577 |
11,366 |
-95 |
Sep12 |
111118 |
945.50 |
946.50 |
930.75 |
941.75 |
-3.00 |
1,717 |
12,047 |
-57 |
Total Volume and Open Interest |
265,129 |
561,100 |
-1,642 |
Ethanol(CBOT) |
Nov11 |
111103 |
2.806 |
2.845 |
2.790 |
2.790 |
+0.004 |
130 |
244 |
-76 |
Dec11 |
111118 |
2.640 |
2.641 |
2.586 |
2.600 |
-0.027 |
192 |
899 |
-96 |
Jan12 |
111118 |
2.383 |
2.383 |
2.340 |
2.357 |
-0.026 |
354 |
2,024 |
+72 |
Feb12 |
111118 |
2.283 |
2.283 |
2.251 |
2.258 |
-0.021 |
186 |
1,257 |
+33 |
Mar12 |
111118 |
2.278 |
2.279 |
2.255 |
2.259 |
-0.025 |
191 |
1,343 |
+59 |
Apr12 |
111118 |
2.280 |
2.281 |
2.250 |
2.260 |
-0.025 |
78 |
804 |
+60 |
May12 |
111118 |
2.265 |
2.270 |
2.265 |
2.270 |
-0.025 |
67 |
743 |
+29 |
Jun12 |
111118 |
2.250 |
2.288 |
2.250 |
2.287 |
-0.006 |
38 |
583 |
+23 |
Total Volume and Open Interest |
1,155 |
11,353 |
+205 |
WTI Crude Oil(ICE) |
Dec11 |
111117 |
102.30 |
103.38 |
98.41 |
98.82 |
-3.77 |
61,140 |
58,670 |
-5,939 |
Jan12 |
111118 |
98.50 |
100.28 |
96.70 |
97.67 |
-1.26 |
140,061 |
72,941 |
+2,303 |
Feb12 |
111118 |
98.42 |
100.25 |
96.72 |
97.63 |
-1.27 |
45,068 |
43,615 |
+6,157 |
Mar12 |
111118 |
98.67 |
100.25 |
96.82 |
97.62 |
-1.27 |
32,896 |
30,583 |
+4,220 |
Apr12 |
111118 |
99.35 |
100.22 |
96.86 |
97.61 |
-1.23 |
17,241 |
13,345 |
+1,627 |
May12 |
111118 |
99.24 |
100.14 |
96.98 |
97.57 |
-1.17 |
18,281 |
10,943 |
-1,120 |
Jun12 |
111118 |
98.45 |
99.96 |
96.73 |
97.46 |
-1.10 |
48,264 |
40,867 |
+1,710 |
Jul12 |
111118 |
98.66 |
99.11 |
97.01 |
97.28 |
-1.04 |
7,124 |
8,786 |
+273 |
Aug12 |
111118 |
98.36 |
98.80 |
96.39 |
97.07 |
-0.95 |
4,477 |
5,243 |
+586 |
Sep12 |
111118 |
98.08 |
98.50 |
96.16 |
96.85 |
-0.86 |
7,050 |
10,711 |
+2,338 |
Oct12 |
111118 |
96.65 |
96.65 |
96.65 |
96.65 |
-0.77 |
6,460 |
4,452 |
+1,253 |
Nov12 |
111118 |
96.48 |
96.48 |
96.48 |
96.48 |
-0.69 |
3,206 |
3,851 |
+330 |
Dec12 |
111118 |
96.82 |
98.40 |
95.48 |
96.29 |
-0.63 |
42,629 |
55,623 |
+1,975 |
Jan13 |
111118 |
95.97 |
95.97 |
95.97 |
95.97 |
-0.55 |
0 |
2,219 |
+18 |
Feb13 |
111118 |
95.61 |
95.61 |
95.61 |
95.61 |
-0.49 |
0 |
641 |
+38 |
Mar13 |
111118 |
95.26 |
95.26 |
95.26 |
95.26 |
-0.44 |
0 |
1,564 |
+38 |
Total Volume and Open Interest |
464,338 |
450,811 |
+11,855 |
US Dollar Index(ICE) |
Dec11 |
111118 |
78.540 |
78.560 |
77.740 |
78.255 |
-0.235 |
26,317 |
55,555 |
-1,089 |
Mar12 |
111118 |
78.500 |
78.640 |
78.375 |
78.625 |
-0.255 |
50 |
678 |
+17 |
Jun12 |
111118 |
79.065 |
79.065 |
79.065 |
79.065 |
-0.255 |
|
|
|
Total Volume and Open Interest |
26,367 |
56,233 |
-1,072 |
Australian Dollar(CME) |
Dec11 |
111118 |
99.67 |
100.73 |
99.30 |
99.71 |
+0.24 |
111,080 |
134,786 |
-811 |
Mar12 |
111118 |
98.63 |
99.50 |
98.53 |
98.75 |
+0.22 |
451 |
826 |
+101 |
Jun12 |
111118 |
98.05 |
98.05 |
97.85 |
98.05 |
+0.20 |
0 |
35 |
+16 |
Total Volume and Open Interest |
111,531 |
135,774 |
-691 |
British Pound(CME) |
Dec11 |
111118 |
157.58 |
158.85 |
157.33 |
157.80 |
+0.29 |
97,731 |
154,315 |
+3,965 |
Mar12 |
111118 |
157.36 |
158.60 |
157.36 |
157.66 |
+0.28 |
45 |
356 |
+12 |
Jun12 |
111118 |
157.51 |
157.51 |
157.27 |
157.51 |
+0.24 |
0 |
3 |
+0 |
Total Volume and Open Interest |
97,776 |
154,679 |
+3,977 |
Canadian Dollar(CME) |
Dec11 |
111118 |
97.16 |
97.98 |
96.99 |
97.33 |
+0.14 |
76,318 |
118,533 |
+313 |
Mar12 |
111118 |
96.90 |
97.75 |
96.85 |
97.17 |
+0.14 |
587 |
4,003 |
+41 |
Jun12 |
111118 |
97.00 |
97.21 |
96.95 |
97.09 |
+0.14 |
443 |
1,120 |
+175 |
Sep12 |
111118 |
97.04 |
97.04 |
96.90 |
97.04 |
+0.14 |
14 |
709 |
+2 |
Total Volume and Open Interest |
77,363 |
124,498 |
+531 |
Japanese Yen(CME) |
Dec11 |
111118 |
129.96 |
130.67 |
129.89 |
130.00 |
-0.03 |
50,991 |
141,839 |
+613 |
Mar12 |
111118 |
130.35 |
131.01 |
130.33 |
130.37 |
-0.01 |
178 |
1,038 |
+57 |
Jun12 |
111118 |
130.76 |
130.80 |
130.76 |
130.76 |
-0.04 |
1 |
25 |
+3 |
Total Volume and Open Interest |
51,170 |
142,906 |
+673 |
Swiss Franc(CME) |
Dec11 |
111118 |
108.60 |
110.13 |
108.46 |
109.01 |
+0.28 |
20,193 |
29,679 |
+134 |
Mar12 |
111118 |
109.43 |
110.36 |
108.98 |
109.26 |
+0.28 |
12 |
643 |
-9 |
Jun12 |
111118 |
109.57 |
109.57 |
109.32 |
109.57 |
+0.25 |
0 |
5 |
+0 |
Total Volume and Open Interest |
20,205 |
30,331 |
+125 |
EuroFX(CME) |
Dec11 |
111118 |
134.66 |
136.14 |
134.47 |
135.13 |
+0.49 |
299,129 |
240,229 |
+1,854 |
Mar12 |
111118 |
134.78 |
136.25 |
134.64 |
135.26 |
+0.48 |
1,111 |
5,902 |
+682 |
Jun12 |
111118 |
135.30 |
135.36 |
134.89 |
135.36 |
+0.47 |
9 |
949 |
+7 |
Total Volume and Open Interest |
300,253 |
247,098 |
+2,546 |
Mexican Peso(CME) |
Dec11 |
111118 |
727.8 |
733.8 |
723.8 |
726.2 |
-0.8 |
24,807 |
96,823 |
-481 |
Jan12 |
111118 |
724.8 |
725.5 |
724.8 |
724.8 |
-0.8 |
0 |
95 |
+0 |
Total Volume and Open Interest |
26,809 |
107,217 |
+1,521 |
Brazilian Real(CME) |
Dec11 |
111118 |
557.60 |
563.25 |
557.60 |
558.75 |
-0.85 |
166 |
4,183 |
-92 |
Jan12 |
111118 |
555.35 |
555.35 |
555.35 |
555.35 |
-0.85 |
0 |
10,149 |
+0 |
Feb12 |
111118 |
551.90 |
551.90 |
551.90 |
551.90 |
-0.85 |
|
|
|
Mar12 |
111118 |
548.50 |
548.50 |
548.50 |
548.50 |
-0.85 |
2 |
34 |
+1 |
Total Volume and Open Interest |
168 |
29,697 |
-86 |
30-Year T-Bonds(CBOT) |
Dec11 |
111118 |
143~070 |
143~190 |
142~040 |
142~250 |
-0~180 |
265,067 |
616,773 |
-3,809 |
Mar12 |
111118 |
143~050 |
143~080 |
141~290 |
142~190 |
-0~170 |
9,025 |
15,369 |
+1,541 |
Jun12 |
111118 |
141~130 |
141~300 |
141~130 |
141~130 |
-0~170 |
0 |
6 |
+0 |
Total Volume and Open Interest |
274,092 |
632,148 |
-2,268 |
10-Year T-Notes(CBOT) |
Dec11 |
111118 |
130~265 |
130~300 |
130~045 |
130~095 |
-0~170 |
830,153 |
1,442,467 |
-2,623 |
Mar12 |
111118 |
130~055 |
130~080 |
129~150 |
129~190 |
-0~175 |
14,161 |
37,815 |
+2,537 |
Jun12 |
111118 |
128~190 |
129~045 |
128~190 |
128~190 |
-0~175 |
|
|
|
Total Volume and Open Interest |
844,314 |
1,480,282 |
-86 |
5-Year T-Notes(CBOT) |
Dec11 |
111118 |
123~026 |
123~035 |
122~112 |
122~120 |
-0~031 |
451,833 |
1,253,852 |
+8,936 |
Mar12 |
111118 |
122~110 |
122~112 |
122~071 |
122~076 |
-0~033 |
7,847 |
19,664 |
+414 |
Jun12 |
111118 |
121~100 |
122~005 |
121~100 |
121~100 |
-0~033 |
|
|
|
Total Volume and Open Interest |
459,680 |
1,273,516 |
+9,350 |
2 Year T-Notes(CBOT) |
Dec11 |
111118 |
110~020 |
110~021 |
110~015 |
110~015 |
-0~005 |
117,644 |
743,359 |
-2,441 |
Mar12 |
111118 |
110~021 |
110~022 |
110~018 |
110~019 |
-0~005 |
7,350 |
16,267 |
+3,114 |
Jun12 |
111118 |
109~115 |
109~115 |
109~115 |
109~115 |
-0~005 |
|
|
|
Total Volume and Open Interest |
124,994 |
759,626 |
+673 |
Eurodollars(CME) |
Dec11 |
111118 |
99.325 |
99.357 |
99.305 |
99.340 |
+0.032 |
354,511 |
1,085,748 |
+18,815 |
Mar12 |
111118 |
99.190 |
99.230 |
99.145 |
99.200 |
+0.030 |
349,548 |
947,251 |
+16,149 |
Jun12 |
111118 |
99.170 |
99.215 |
99.130 |
99.185 |
+0.030 |
264,443 |
1,150,262 |
+19,770 |
Sep12 |
111118 |
99.165 |
99.210 |
99.135 |
99.185 |
+0.030 |
204,975 |
767,697 |
+1,291 |
Dec12 |
111118 |
99.180 |
99.205 |
99.150 |
99.190 |
+0.025 |
195,764 |
818,854 |
+10,461 |
Mar13 |
111118 |
99.185 |
99.210 |
99.165 |
99.195 |
+0.020 |
182,761 |
821,947 |
-2,670 |
Jun13 |
111118 |
99.180 |
99.190 |
99.150 |
99.175 |
+0.015 |
120,357 |
574,831 |
+6,291 |
Sep13 |
111118 |
99.140 |
99.145 |
99.110 |
99.135 |
+0.010 |
120,029 |
468,196 |
+4,499 |
Dec13 |
111118 |
99.060 |
99.065 |
99.030 |
99.050 |
+0.005 |
89,453 |
488,909 |
-1,264 |
Mar14 |
111118 |
98.965 |
98.965 |
98.920 |
98.945 |
unch |
60,378 |
331,099 |
+5,695 |
Jun14 |
111118 |
98.825 |
98.830 |
98.765 |
98.800 |
-0.005 |
53,258 |
283,914 |
-738 |
Sep14 |
111118 |
98.655 |
98.680 |
98.605 |
98.640 |
-0.010 |
52,473 |
185,326 |
+1,418 |
Dec14 |
111118 |
98.495 |
98.505 |
98.430 |
98.465 |
-0.015 |
36,239 |
171,190 |
-680 |
Mar15 |
111118 |
98.340 |
98.355 |
98.270 |
98.300 |
-0.025 |
20,106 |
118,823 |
-1,557 |
Jun15 |
111118 |
6.425 |
6.450 |
6.355 |
6.385 |
-0.030 |
18,285 |
110,636 |
-1,615 |
Sep15 |
111118 |
6.255 |
6.285 |
6.190 |
6.215 |
-0.035 |
16,999 |
81,808 |
-1,630 |
Dec15 |
111118 |
6.090 |
6.110 |
6.010 |
6.035 |
-0.040 |
13,822 |
48,800 |
-1,386 |
Mar16 |
111118 |
5.930 |
5.960 |
5.865 |
5.885 |
-0.045 |
10,653 |
46,650 |
-1,436 |
Total Volume and Open Interest |
2,190,601 |
8,692,562 |
+72,020 |
30 Day Federal Funds(CBOT) |
Nov11 |
111118 |
99.915 |
99.918 |
99.915 |
99.915 |
unch |
5,832 |
65,768 |
+762 |
Dec11 |
111118 |
99.910 |
99.920 |
99.905 |
99.910 |
-0.010 |
4,527 |
62,023 |
-125 |
Jan12 |
111118 |
99.890 |
99.900 |
99.890 |
99.895 |
-0.005 |
2,574 |
58,427 |
+136 |
Feb12 |
111118 |
99.885 |
99.895 |
99.880 |
99.890 |
-0.005 |
1,009 |
45,294 |
+312 |
Mar12 |
111118 |
99.885 |
99.890 |
99.875 |
99.880 |
-0.010 |
652 |
30,351 |
-118 |
Apr12 |
111118 |
99.880 |
99.885 |
99.870 |
99.880 |
-0.005 |
6,738 |
36,618 |
+2,675 |
Total Volume and Open Interest |
31,679 |
601,941 |
+3,006 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111118 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.005 |
0 |
328 |
-1 |
Mar12 |
111118 |
99.662 |
99.662 |
99.662 |
99.662 |
-0.005 |
0 |
300 |
+0 |
Jun12 |
111118 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.005 |
|
|
|
Sep12 |
111118 |
99.662 |
99.662 |
99.662 |
99.662 |
-0.005 |
|
|
|
Dec12 |
111118 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.005 |
|
|
|
Mar13 |
111118 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.005 |
|
|
|
Jun13 |
111118 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.005 |
|
|
|
Sep13 |
111118 |
99.480 |
99.480 |
99.480 |
99.480 |
-0.005 |
|
|
|
Dec13 |
111118 |
99.340 |
99.340 |
99.340 |
99.340 |
-0.005 |
|
|
|
Mar14 |
111118 |
99.200 |
99.200 |
99.200 |
99.200 |
-0.005 |
|
|
|
Total Volume and Open Interest |
0 |
628 |
-1 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111118 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
4 |
2,477 |
+0 |
Mar12 |
111118 |
99.64 |
99.66 |
99.64 |
99.66 |
-0.01 |
0 |
1,954 |
+0 |
Jun12 |
111118 |
99.62 |
99.67 |
99.62 |
99.67 |
0.00 |
0 |
1,470 |
+0 |
Sep12 |
111118 |
99.66 |
99.66 |
99.66 |
99.66 |
-0.01 |
0 |
710 |
+0 |
Dec12 |
111118 |
99.62 |
99.67 |
99.62 |
99.67 |
0.00 |
0 |
151 |
+0 |
Mar13 |
111118 |
99.64 |
99.67 |
99.64 |
99.67 |
0.00 |
0 |
1 |
+0 |
Jun13 |
111118 |
99.62 |
99.62 |
99.62 |
99.62 |
0.00 |
|
|
|
Sep13 |
111118 |
99.48 |
99.48 |
99.48 |
99.48 |
0.00 |
|
|
|
Total Volume and Open Interest |
4 |
6,765 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111118 |
143.04 |
143.19 |
142.89 |
143.12 |
+0.07 |
1,829 |
23,993 |
+117 |
Mar12 |
111118 |
142.55 |
142.55 |
142.55 |
142.55 |
+0.07 |
6 |
30 |
+0 |
Jun12 |
111118 |
140.46 |
140.46 |
140.46 |
140.46 |
+0.07 |
|
|
|
Total Volume and Open Interest |
1,835 |
24,023 |
+117 |
Euro-Bund(EUREX) |
Dec11 |
111118 |
138.00 |
138.03 |
136.19 |
136.50 |
-0.82 |
828,774 |
862,995 |
-14,325 |
Mar12 |
111118 |
138.07 |
138.07 |
136.39 |
136.65 |
-0.88 |
10,764 |
21,977 |
+7,754 |
Jun12 |
111118 |
136.30 |
136.30 |
136.30 |
136.30 |
-0.82 |
0 |
18 |
+0 |
Total Volume and Open Interest |
839,538 |
884,990 |
-6,571 |
Euro-Bobl(EUREX) |
Dec11 |
111118 |
123.41 |
123.42 |
122.63 |
122.77 |
-0.35 |
442,159 |
744,033 |
+5,290 |
Mar12 |
111118 |
123.66 |
123.66 |
123.01 |
123.02 |
-0.41 |
1,576 |
22,703 |
+1,180 |
Jun12 |
111118 |
122.92 |
122.92 |
122.92 |
122.92 |
-0.35 |
|
|
|
Total Volume and Open Interest |
443,735 |
766,736 |
+6,470 |
3-Mth Euribor(EUREX) |
Dec11 |
111118 |
98.620 |
98.620 |
98.620 |
98.620 |
+0.015 |
44 |
1,889 |
+17 |
Mar12 |
111118 |
98.700 |
98.760 |
98.700 |
98.755 |
+0.010 |
32 |
2,199 |
-25 |
Jun12 |
111118 |
98.795 |
98.795 |
98.795 |
98.795 |
+0.005 |
29 |
1,056 |
-7 |
Total Volume and Open Interest |
126 |
8,482 |
-22 |
Long Gilt(LIFFE) |
Dec11 |
111118 |
130~27 |
131~09 |
129~29 |
130~08 |
-0~11 |
146,845 |
306,511 |
+4,563 |
Mar12 |
111118 |
114~26 |
114~31 |
113~28 |
114~01 |
-0~09 |
6,354 |
22,174 |
+2,586 |
Total Volume and Open Interest |
153,199 |
328,685 |
+7,149 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111118 |
98.85 |
98.89 |
98.83 |
98.88 |
+0.02 |
31,570 |
343,946 |
-2,488 |
Mar12 |
111118 |
98.69 |
98.77 |
98.67 |
98.76 |
+0.04 |
43,404 |
368,960 |
-3,635 |
Jun12 |
111118 |
98.62 |
98.73 |
98.59 |
98.71 |
+0.05 |
54,538 |
212,754 |
-5,512 |
Sep12 |
111118 |
98.60 |
98.70 |
98.55 |
98.66 |
+0.04 |
51,327 |
219,138 |
-8,902 |
Dec12 |
111118 |
98.52 |
98.64 |
98.51 |
98.60 |
+0.02 |
46,418 |
198,286 |
+2,619 |
Mar13 |
111118 |
98.51 |
98.62 |
98.49 |
98.58 |
+0.01 |
31,394 |
203,568 |
-4,058 |
Total Volume and Open Interest |
349,589 |
2,062,213 |
-22,296 |
3-Mth Euribor(LIFFE) |
Dec11 |
111118 |
98.610 |
98.650 |
98.580 |
98.620 |
+0.015 |
208,456 |
733,180 |
-26,631 |
Mar12 |
111118 |
98.755 |
98.785 |
98.670 |
98.755 |
+0.010 |
132,754 |
517,091 |
-9,791 |
Jun12 |
111118 |
98.790 |
98.825 |
98.705 |
98.795 |
+0.005 |
94,813 |
375,057 |
+4,726 |
Total Volume and Open Interest |
832,600 |
3,486,899 |
-24,047 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111118 |
95.54 |
95.56 |
95.52 |
95.54 |
-0.01 |
15,589 |
187,740 |
-1,882 |
Mar12 |
111118 |
96.32 |
96.37 |
96.30 |
96.36 |
+0.03 |
23,108 |
192,783 |
+1,780 |
Jun12 |
111118 |
96.58 |
96.67 |
96.58 |
96.64 |
+0.03 |
15,827 |
141,277 |
-1,770 |
Sep12 |
111118 |
96.59 |
96.67 |
96.59 |
96.65 |
+0.03 |
5,382 |
93,357 |
+1,229 |
Dec12 |
111118 |
96.50 |
96.53 |
96.46 |
96.52 |
+0.04 |
3,933 |
55,269 |
+783 |
Mar13 |
111118 |
96.33 |
96.37 |
96.30 |
96.37 |
+0.05 |
1,128 |
47,674 |
-19 |
Jun13 |
111118 |
96.18 |
96.22 |
96.15 |
96.22 |
+0.05 |
601 |
37,983 |
+177 |
Sep13 |
111118 |
96.06 |
96.10 |
96.04 |
96.10 |
+0.05 |
102 |
19,223 |
-59 |
Dec13 |
111118 |
95.94 |
95.99 |
95.92 |
95.99 |
+0.05 |
38 |
3,658 |
-212 |
Mar14 |
111118 |
95.78 |
95.84 |
95.78 |
95.84 |
+0.03 |
1 |
555 |
+1 |
Total Volume and Open Interest |
65,709 |
779,594 |
+28 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111118 |
95.90 |
95.99 |
95.88 |
95.99 |
+0.08 |
60,918 |
379,154 |
+4,839 |
Mar12 |
111118 |
95.99 |
95.99 |
95.99 |
95.99 |
+0.08 |
|
|
|
Total Volume and Open Interest |
60,918 |
379,154 |
+4,839 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111118 |
96.67 |
96.78 |
96.65 |
96.78 |
+0.10 |
163,380 |
585,264 |
+29,963 |
Mar12 |
111118 |
96.78 |
96.78 |
96.78 |
96.78 |
+0.10 |
|
|
|
Total Volume and Open Interest |
163,380 |
585,264 |
+29,963 |
Gold(CMX) |
Dec11 |
111118 |
1721.5 |
1738.5 |
1711.4 |
1725.1 |
+4.9 |
172,664 |
211,893 |
-14,213 |
Feb12 |
111118 |
1722.9 |
1741.2 |
1715.2 |
1727.9 |
+5.0 |
28,609 |
118,385 |
+9,947 |
Apr12 |
111118 |
1728.8 |
1743.6 |
1719.1 |
1730.5 |
+5.1 |
2,381 |
22,424 |
+854 |
Jun12 |
111118 |
1724.6 |
1742.8 |
1719.8 |
1732.6 |
+5.1 |
1,565 |
19,629 |
+162 |
Aug12 |
111118 |
1729.5 |
1736.2 |
1729.5 |
1734.7 |
+5.2 |
311 |
11,118 |
+34 |
Oct12 |
111118 |
1736.6 |
1744.5 |
1736.6 |
1737.5 |
+5.3 |
61 |
6,945 |
+49 |
Dec12 |
111118 |
1738.7 |
1747.2 |
1727.0 |
1740.3 |
+5.4 |
604 |
18,319 |
+447 |
Feb13 |
111118 |
1743.0 |
1743.0 |
1743.0 |
1743.0 |
+5.3 |
0 |
3,415 |
-24 |
Apr13 |
111118 |
1745.9 |
1745.9 |
1745.9 |
1745.9 |
+5.2 |
0 |
469 |
+0 |
Jun13 |
111118 |
1749.7 |
1749.7 |
1749.7 |
1749.7 |
+5.2 |
431 |
10,637 |
+210 |
Aug13 |
111118 |
1753.3 |
1753.3 |
1753.3 |
1753.3 |
+5.1 |
0 |
45 |
+0 |
Total Volume and Open Interest |
207,631 |
468,305 |
-2,185 |
Silver(CMX) |
Dec11 |
111118 |
3168.0 |
3260.0 |
3092.5 |
3241.7 |
+92.0 |
47,858 |
34,826 |
-2,330 |
Mar12 |
111118 |
3180.0 |
3265.5 |
3100.0 |
3248.9 |
+92.0 |
11,822 |
34,702 |
+764 |
May12 |
111118 |
3149.0 |
3255.5 |
3149.0 |
3252.5 |
+91.9 |
4,756 |
4,925 |
+16 |
Jul12 |
111118 |
3166.0 |
3264.5 |
3149.5 |
3255.8 |
+91.9 |
1,899 |
2,362 |
-1,030 |
Sep12 |
111118 |
3258.6 |
3258.6 |
3258.6 |
3258.6 |
+91.8 |
380 |
1,871 |
+132 |
Dec12 |
111118 |
3199.0 |
3263.5 |
3175.0 |
3262.2 |
+91.9 |
2,093 |
14,032 |
+584 |
Mar13 |
111118 |
3257.4 |
3257.4 |
3257.4 |
3257.4 |
+91.9 |
12 |
1,098 |
+12 |
Total Volume and Open Interest |
69,362 |
108,846 |
-1,667 |
Platinum(NYMEX) |
Jan12 |
111118 |
1585.9 |
1605.0 |
1570.0 |
1588.7 |
+7.6 |
6,202 |
34,731 |
+165 |
Apr12 |
111118 |
1577.8 |
1605.5 |
1577.8 |
1592.1 |
+7.6 |
92 |
3,684 |
+61 |
Jul12 |
111118 |
1592.0 |
1595.3 |
1592.0 |
1595.3 |
+7.5 |
21 |
319 |
+13 |
Oct12 |
111118 |
1602.6 |
1602.6 |
1599.1 |
1599.1 |
+7.7 |
1 |
56 |
+1 |
Total Volume and Open Interest |
6,316 |
38,792 |
+240 |
Palladium(NYMEX) |
Dec11 |
111118 |
610.00 |
615.65 |
597.00 |
605.15 |
+1.45 |
3,738 |
11,565 |
-877 |
Mar12 |
111118 |
612.50 |
616.00 |
599.10 |
607.35 |
+1.55 |
1,019 |
7,059 |
+798 |
Jun12 |
111118 |
613.00 |
613.00 |
608.55 |
608.55 |
+1.50 |
0 |
144 |
+0 |
Total Volume and Open Interest |
4,761 |
18,772 |
-75 |
Copper(CMX) |
Dec11 |
111118 |
336.80 |
344.05 |
333.10 |
340.20 |
+1.95 |
42,432 |
35,185 |
-2,179 |
Mar12 |
111118 |
339.35 |
345.90 |
335.00 |
342.05 |
+1.95 |
8,468 |
58,249 |
+601 |
May12 |
111118 |
342.80 |
345.70 |
341.40 |
343.10 |
+1.85 |
166 |
15,505 |
+3 |
Jul12 |
111118 |
340.10 |
347.45 |
339.95 |
343.85 |
+1.80 |
69 |
5,684 |
-25 |
Sep12 |
111118 |
344.25 |
344.25 |
344.25 |
344.25 |
+1.75 |
20 |
2,214 |
+0 |
Total Volume and Open Interest |
51,605 |
128,448 |
-1,543 |
DJIA Index(CBOT) |
Dec11 |
111118 |
11745 |
11851 |
11710 |
11767 |
+28 |
351 |
16,438 |
+16 |
Mar12 |
111118 |
11685 |
11696 |
11685 |
11696 |
+27 |
0 |
403 |
+0 |
Jun12 |
111118 |
11629 |
11629 |
11602 |
11629 |
+27 |
0 |
400 |
+0 |
Sep12 |
111118 |
11566 |
11566 |
11539 |
11566 |
+27 |
|
|
|
Total Volume and Open Interest |
351 |
17,241 |
+16 |
E-mini DJIA Index(CBOT) |
Dec11 |
111118 |
11741 |
11859 |
11696 |
11767 |
+28 |
151,392 |
88,224 |
-2,580 |
Mar12 |
111118 |
11685 |
11790 |
11648 |
11696 |
+27 |
51 |
216 |
+3 |
Jun12 |
111118 |
11629 |
11629 |
11629 |
11629 |
+27 |
0 |
6 |
+0 |
Sep12 |
111118 |
11566 |
11566 |
11566 |
11566 |
+27 |
0 |
13 |
+0 |
Total Volume and Open Interest |
151,443 |
88,459 |
-2,577 |
S & P 500(CME) |
Dec11 |
111118 |
1215.60 |
1229.70 |
1209.00 |
1213.90 |
-0.90 |
16,625 |
280,500 |
-7,606 |
Mar12 |
111118 |
1214.50 |
1214.50 |
1204.90 |
1208.10 |
-0.80 |
313 |
15,639 |
+269 |
Jun12 |
111118 |
1203.00 |
1209.40 |
1199.90 |
1203.00 |
-0.90 |
121 |
1,787 |
-2 |
Sep12 |
111118 |
1197.70 |
1204.10 |
1194.60 |
1197.70 |
-0.90 |
0 |
19 |
+17 |
Total Volume and Open Interest |
17,061 |
298,045 |
-7,324 |
S & P 500 E-Mini(Globex) |
Dec11 |
111118 |
1215.00 |
1229.75 |
1208.75 |
1214.00 |
-0.75 |
2,711,882 |
2,945,937 |
+21,032 |
Mar12 |
111118 |
1209.75 |
1224.00 |
1203.00 |
1208.00 |
-1.00 |
2,887 |
36,921 |
+674 |
Total Volume and Open Interest |
2,714,859 |
2,984,375 |
+21,796 |
NASDAQ 100(CME) |
Dec11 |
111118 |
2267.80 |
2289.50 |
2248.00 |
2249.80 |
-18.50 |
2,235 |
32,200 |
-361 |
Mar12 |
111118 |
2245.50 |
2248.00 |
2245.50 |
2245.50 |
-18.50 |
0 |
110 |
+0 |
Jun12 |
111118 |
2242.50 |
2245.00 |
2242.50 |
2242.50 |
-18.50 |
|
|
|
Total Volume and Open Interest |
2,235 |
32,310 |
-361 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111118 |
2270.00 |
2290.00 |
2249.00 |
2249.80 |
-18.50 |
285,487 |
336,664 |
-8,813 |
Mar12 |
111118 |
2266.00 |
2280.50 |
2245.50 |
2245.50 |
-18.50 |
52 |
1,162 |
-1 |
Total Volume and Open Interest |
285,540 |
337,839 |
-8,814 |
S & P Midcap 400(CME) |
Dec11 |
111118 |
863.50 |
863.50 |
857.00 |
859.90 |
unch |
5 |
5,773 |
-369 |
Mar12 |
111118 |
857.50 |
857.50 |
856.60 |
857.50 |
unch |
|
|
|
Jun12 |
111118 |
855.50 |
855.50 |
854.60 |
855.50 |
unch |
|
|
|
Total Volume and Open Interest |
5 |
5,773 |
-369 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111118 |
8400 |
8460 |
8365 |
8400 |
+10 |
6,291 |
30,352 |
+369 |
Mar12 |
111118 |
8400 |
8400 |
8390 |
8400 |
+10 |
15 |
61 |
+3 |
Total Volume and Open Interest |
6,306 |
30,413 |
+372 |
Nikkei 225(SGX) |
Dec11 |
111118 |
8475 |
8480 |
8360 |
8390 |
-75 |
87,424 |
231,645 |
+3,828 |
Mar12 |
111118 |
8460 |
8460 |
8355 |
8380 |
-75 |
170 |
18,747 |
+140 |
Jun12 |
111118 |
8305 |
8305 |
8305 |
8305 |
-75 |
0 |
19 |
+0 |
Total Volume and Open Interest |
87,755 |
255,878 |
+4,103 |
CAC 40(EURONEXT) |
Nov11 |
111118 |
2967.0 |
3027.5 |
2966.5 |
2989.0 |
-18.0 |
207,857 |
266,022 |
-27,567 |
Dec11 |
111118 |
2970.0 |
3024.5 |
2966.5 |
2994.5 |
-10.0 |
122,683 |
206,966 |
+89,762 |
Jan12 |
111118 |
3005.0 |
3005.0 |
2976.0 |
2990.0 |
-8.5 |
1 |
1 |
+1 |
Total Volume and Open Interest |
330,543 |
473,001 |
+62,196 |
Hang Seng Index(HKFE) |
Nov11 |
111118 |
18450 |
18502 |
18335 |
18439 |
-434 |
103,559 |
80,970 |
+1,526 |
Dec11 |
111118 |
18430 |
18485 |
18340 |
18433 |
-431 |
2,018 |
12,736 |
+564 |
Total Volume and Open Interest |
105,783 |
96,101 |
+1,975 |
DAX(EUREX) |
Dec11 |
111118 |
5758.0 |
5904.0 |
5755.0 |
5820.0 |
-29.0 |
193,455 |
159,908 |
+2,329 |
Mar12 |
111118 |
5782.0 |
5911.5 |
5782.0 |
5830.5 |
-29.5 |
285 |
7,528 |
+55 |
Jun12 |
111118 |
5817.0 |
5928.5 |
5813.0 |
5849.5 |
-29.0 |
30 |
2,350 |
+12 |
Total Volume and Open Interest |
193,770 |
169,786 |
+2,396 |
FT-SE 100(EURONEXT) |
Dec11 |
111118 |
5363.50 |
5414.00 |
5333.00 |
5369.50 |
-43.50 |
134,891 |
622,288 |
+284 |
Mar12 |
111118 |
5361.00 |
5361.00 |
5310.00 |
5335.00 |
-43.50 |
1,074 |
8,336 |
+948 |
Jun12 |
111118 |
5295.00 |
5297.50 |
5295.00 |
5297.50 |
-44.00 |
0 |
500 |
+0 |
Total Volume and Open Interest |
135,965 |
631,124 |
+1,232 |
SPI 200(SFE) |
Dec11 |
111118 |
4263.0 |
4273.0 |
4177.0 |
4181.0 |
-78.0 |
40,499 |
214,102 |
+5,361 |
Mar12 |
111118 |
4203.0 |
4203.0 |
4161.0 |
4161.0 |
-78.0 |
145 |
3,099 |
+47 |
Jun12 |
111118 |
4188.0 |
4188.0 |
4169.0 |
4169.0 |
-79.0 |
52 |
1,420 |
+25 |
Total Volume and Open Interest |
40,843 |
222,554 |
+2,770 |
GSCI(CME) |
Dec11 |
111118 |
659.00 |
659.00 |
645.00 |
648.50 |
-3.30 |
81 |
8,117 |
+22 |
Jan12 |
111118 |
658.70 |
658.70 |
644.75 |
648.00 |
-3.50 |
|
|
|
Feb12 |
111118 |
648.25 |
658.00 |
645.50 |
648.25 |
-3.25 |
|
|
|
Total Volume and Open Interest |
81 |
8,117 |
+22 |
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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