|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri November 11, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov11 |
111111 |
1160.00 |
1168.00 |
1159.25 |
1166.00 |
+8.00 |
3,910 |
2,057 |
-702 |
Jan12 |
111111 |
1168.00 |
1181.00 |
1168.00 |
1175.50 |
+8.00 |
96,136 |
239,191 |
+337 |
Mar12 |
111111 |
1179.00 |
1190.75 |
1179.00 |
1185.75 |
+8.50 |
25,151 |
85,300 |
+1,959 |
May12 |
111111 |
1188.50 |
1201.00 |
1188.25 |
1196.00 |
+9.00 |
12,985 |
74,999 |
+1,040 |
Jul12 |
111111 |
1197.25 |
1210.00 |
1197.25 |
1205.25 |
+8.75 |
10,999 |
54,707 |
+462 |
Aug12 |
111111 |
1201.00 |
1202.75 |
1195.00 |
1202.75 |
+7.75 |
125 |
629 |
+18 |
Sep12 |
111111 |
1194.00 |
1195.50 |
1188.00 |
1195.50 |
+7.50 |
63 |
426 |
-14 |
Total Volume and Open Interest |
155,826 |
519,382 |
+3,559 |
Soybean Meal(CBOT) |
Dec11 |
111111 |
298.00 |
301.00 |
296.20 |
299.50 |
+1.60 |
47,743 |
71,290 |
-1,064 |
Jan12 |
111111 |
300.30 |
303.20 |
298.50 |
301.60 |
+1.50 |
21,381 |
35,364 |
+3,908 |
Mar12 |
111111 |
303.00 |
305.90 |
301.60 |
304.80 |
+1.90 |
7,841 |
28,397 |
+456 |
May12 |
111111 |
306.20 |
308.80 |
305.00 |
307.60 |
+2.00 |
3,634 |
23,828 |
+410 |
Jul12 |
111111 |
309.70 |
312.70 |
308.40 |
311.50 |
+2.40 |
3,832 |
18,223 |
+789 |
Aug12 |
111111 |
310.70 |
312.20 |
309.80 |
312.20 |
+2.40 |
175 |
3,738 |
+72 |
Sep12 |
111111 |
310.90 |
311.90 |
310.00 |
311.70 |
+2.10 |
167 |
4,046 |
+85 |
Oct12 |
111111 |
308.20 |
308.80 |
306.30 |
308.20 |
+1.90 |
65 |
2,606 |
+57 |
Total Volume and Open Interest |
87,272 |
202,247 |
+5,382 |
Soybean Oil(CBOT) |
Dec11 |
111111 |
50.54 |
51.02 |
50.48 |
50.98 |
+0.46 |
65,041 |
93,325 |
-6,749 |
Jan12 |
111111 |
50.77 |
51.25 |
50.71 |
51.20 |
+0.46 |
32,077 |
71,237 |
-381 |
Mar12 |
111111 |
51.08 |
51.53 |
51.07 |
51.52 |
+0.45 |
12,015 |
50,816 |
+1,562 |
May12 |
111111 |
51.44 |
51.89 |
51.42 |
51.89 |
+0.46 |
6,445 |
33,312 |
+825 |
Jul12 |
111111 |
51.77 |
52.22 |
51.76 |
52.22 |
+0.45 |
4,886 |
24,013 |
+1,117 |
Aug12 |
111111 |
52.31 |
52.32 |
52.13 |
52.32 |
+0.43 |
448 |
3,414 |
+160 |
Sep12 |
111111 |
52.41 |
52.41 |
52.25 |
52.40 |
+0.41 |
533 |
3,588 |
+131 |
Oct12 |
111111 |
52.01 |
52.34 |
51.98 |
52.34 |
+0.35 |
467 |
3,699 |
+123 |
Total Volume and Open Interest |
123,402 |
296,677 |
-3,370 |
Canola(WCE) |
Nov11 |
111110 |
513.5 |
513.5 |
513.5 |
513.5 |
-9.0 |
|
|
|
Jan12 |
111110 |
524.5 |
528.6 |
511.5 |
515.5 |
-9.0 |
5,703 |
106,777 |
-323 |
Mar12 |
111110 |
532.4 |
534.4 |
518.2 |
522.2 |
-8.7 |
1,999 |
25,463 |
+232 |
May12 |
111110 |
535.8 |
537.5 |
522.2 |
526.4 |
-9.0 |
455 |
14,256 |
+91 |
Jul12 |
111110 |
541.3 |
542.1 |
528.7 |
532.5 |
-8.7 |
1,261 |
5,859 |
+325 |
Total Volume and Open Interest |
10,532 |
164,708 |
+739 |
Corn(CBOT) |
Dec11 |
111111 |
646.00 |
650.50 |
636.50 |
638.50 |
-7.00 |
328,584 |
407,685 |
-26,232 |
Mar12 |
111111 |
655.00 |
660.00 |
645.50 |
647.75 |
-7.00 |
189,205 |
395,404 |
+30,474 |
May12 |
111111 |
663.50 |
666.50 |
652.25 |
654.50 |
-7.25 |
54,309 |
115,953 |
+11,156 |
Jul12 |
111111 |
665.75 |
668.75 |
654.00 |
656.25 |
-7.25 |
43,120 |
134,410 |
+8,472 |
Sep12 |
111111 |
612.00 |
612.75 |
599.00 |
603.25 |
-5.25 |
1,614 |
31,892 |
+310 |
Dec12 |
111111 |
584.25 |
585.00 |
569.00 |
574.00 |
-8.50 |
27,587 |
163,071 |
+4,400 |
Total Volume and Open Interest |
645,261 |
1,296,476 |
+28,903 |
Wheat(CBOT) |
Dec11 |
111111 |
620.00 |
625.75 |
609.50 |
616.75 |
-3.25 |
74,145 |
130,987 |
-12,311 |
Mar12 |
111111 |
648.00 |
652.75 |
636.25 |
646.00 |
-1.00 |
48,859 |
122,963 |
+4,944 |
May12 |
111111 |
668.25 |
672.00 |
656.00 |
666.75 |
unch |
12,269 |
51,060 |
+3,196 |
Jul12 |
111111 |
678.50 |
685.00 |
670.25 |
681.00 |
+0.75 |
12,195 |
64,683 |
+50 |
Sep12 |
111111 |
704.75 |
706.50 |
693.00 |
704.50 |
+1.75 |
1,755 |
11,739 |
+142 |
Total Volume and Open Interest |
155,757 |
423,906 |
-2,488 |
Wheat(KCBT) |
Dec11 |
111111 |
697.25 |
705.25 |
688.25 |
704.00 |
+7.00 |
13,224 |
42,726 |
-2,216 |
Mar12 |
111111 |
710.75 |
717.75 |
702.25 |
715.50 |
+4.50 |
9,149 |
58,887 |
+1,787 |
May12 |
111111 |
722.25 |
726.75 |
712.25 |
725.00 |
+4.50 |
1,389 |
10,912 |
+87 |
Jul12 |
111111 |
729.25 |
735.25 |
720.50 |
732.50 |
+3.25 |
2,887 |
34,528 |
+366 |
Sep12 |
111111 |
741.75 |
749.00 |
735.00 |
746.00 |
+4.50 |
257 |
3,629 |
-50 |
Total Volume and Open Interest |
27,303 |
155,080 |
-72 |
Wheat(MGE) |
Dec11 |
111111 |
948.50 |
950.00 |
928.00 |
934.25 |
-11.25 |
735 |
9,108 |
-201 |
Mar12 |
111111 |
871.50 |
883.00 |
871.00 |
880.00 |
+8.75 |
3,375 |
19,139 |
+736 |
May12 |
111111 |
845.00 |
857.25 |
844.75 |
855.25 |
+10.25 |
871 |
5,917 |
-177 |
Jul12 |
111111 |
828.75 |
842.25 |
826.75 |
838.00 |
+11.00 |
940 |
8,036 |
+72 |
Sep12 |
111111 |
807.50 |
819.25 |
804.00 |
816.25 |
+12.00 |
306 |
3,249 |
+2 |
Total Volume and Open Interest |
6,727 |
48,476 |
+620 |
Oats(CBOT) |
Dec11 |
111111 |
322.00 |
325.00 |
318.25 |
321.50 |
-0.25 |
1,176 |
6,785 |
-483 |
Mar12 |
111111 |
329.25 |
330.25 |
322.50 |
327.50 |
unch |
953 |
9,171 |
+208 |
May12 |
111111 |
333.00 |
335.00 |
332.00 |
333.75 |
unch |
265 |
1,216 |
+134 |
Jul12 |
111111 |
339.50 |
339.50 |
339.50 |
339.50 |
unch |
0 |
25 |
+0 |
Total Volume and Open Interest |
2,395 |
17,319 |
-140 |
Rough Rice(CBOT) |
Nov11 |
111111 |
14.93 |
15.15 |
14.93 |
15.01 |
-0.03 |
33 |
37 |
-148 |
Jan12 |
111111 |
15.39 |
15.40 |
15.11 |
15.22 |
-0.05 |
1,595 |
11,227 |
+180 |
Mar12 |
111111 |
15.64 |
15.64 |
15.42 |
15.52 |
-0.05 |
495 |
4,115 |
+243 |
May12 |
111111 |
15.84 |
15.85 |
15.81 |
15.81 |
-0.03 |
34 |
777 |
+12 |
Total Volume and Open Interest |
2,228 |
16,775 |
+288 |
Live Cattle(CME) |
Dec11 |
111111 |
122.000 |
122.300 |
120.500 |
120.550 |
-1.050 |
26,471 |
95,473 |
-6,569 |
Feb12 |
111111 |
123.950 |
124.385 |
122.700 |
122.730 |
-0.920 |
21,013 |
103,997 |
+7,633 |
Apr12 |
111111 |
127.830 |
127.950 |
126.550 |
126.800 |
-0.650 |
7,694 |
78,381 |
+1,537 |
Jun12 |
111111 |
126.050 |
126.480 |
125.330 |
125.450 |
-0.550 |
3,426 |
36,292 |
+402 |
Aug12 |
111111 |
125.950 |
126.385 |
125.350 |
125.500 |
-0.580 |
1,088 |
7,744 |
-146 |
Oct12 |
111111 |
128.380 |
128.750 |
127.800 |
128.100 |
-0.200 |
884 |
4,405 |
+578 |
Total Volume and Open Interest |
60,639 |
328,283 |
+3,473 |
Feeder Cattle(CME) |
Nov11 |
111111 |
142.450 |
142.880 |
142.035 |
142.150 |
+0.075 |
600 |
4,145 |
-192 |
Jan12 |
111111 |
145.535 |
146.350 |
145.100 |
145.685 |
unch |
1,801 |
15,818 |
-195 |
Mar12 |
111111 |
146.535 |
147.250 |
146.400 |
146.630 |
+0.130 |
716 |
6,077 |
-117 |
Apr12 |
111111 |
148.000 |
148.500 |
147.735 |
147.735 |
unch |
379 |
2,108 |
+5 |
May12 |
111111 |
148.200 |
148.950 |
148.200 |
148.400 |
+0.020 |
183 |
2,571 |
+41 |
Aug12 |
111111 |
149.600 |
150.000 |
149.400 |
149.600 |
unch |
199 |
2,379 |
+59 |
Sep12 |
111111 |
150.000 |
150.250 |
149.650 |
150.235 |
+0.050 |
57 |
247 |
+27 |
Total Volume and Open Interest |
3,949 |
33,372 |
-364 |
Lean Hogs(CME) |
Dec11 |
111111 |
85.950 |
86.750 |
85.450 |
86.450 |
+0.700 |
23,068 |
59,833 |
-5,038 |
Feb12 |
111111 |
87.480 |
88.885 |
87.230 |
87.750 |
+0.465 |
21,279 |
74,305 |
+1,400 |
Apr12 |
111111 |
89.850 |
91.250 |
89.600 |
91.050 |
+1.370 |
7,038 |
55,585 |
+1,670 |
May12 |
111111 |
96.400 |
96.800 |
96.400 |
96.800 |
+1.200 |
31 |
1,932 |
-5 |
Jun12 |
111111 |
96.900 |
98.300 |
96.535 |
98.150 |
+1.100 |
5,359 |
34,400 |
+1,618 |
Jul12 |
111111 |
96.230 |
97.600 |
95.650 |
97.480 |
+1.095 |
1,008 |
8,707 |
+202 |
Aug12 |
111111 |
95.480 |
96.850 |
95.480 |
96.580 |
+1.180 |
1,054 |
11,091 |
+257 |
Oct12 |
111111 |
84.700 |
86.100 |
84.700 |
86.100 |
+1.300 |
131 |
4,753 |
+27 |
Total Volume and Open Interest |
59,037 |
252,391 |
+161 |
Class III Milk(CME) |
Nov11 |
111111 |
18.92 |
19.03 |
18.92 |
19.00 |
+0.06 |
198 |
5,362 |
+1 |
Dec11 |
111111 |
18.35 |
18.76 |
18.34 |
18.75 |
+0.39 |
340 |
6,130 |
+81 |
Jan12 |
111111 |
17.31 |
17.55 |
17.26 |
17.52 |
+0.23 |
220 |
3,353 |
+128 |
Feb12 |
111111 |
16.73 |
16.83 |
16.69 |
16.82 |
+0.10 |
69 |
2,572 |
+41 |
Mar12 |
111111 |
16.50 |
16.58 |
16.47 |
16.53 |
+0.01 |
29 |
2,234 |
+16 |
Total Volume and Open Interest |
1,084 |
30,545 |
+450 |
Cocoa(ICE) |
Dec11 |
111111 |
2505 |
2520 |
2465 |
2489 |
-15 |
17,634 |
19,860 |
-11,274 |
Mar12 |
111111 |
2559 |
2588 |
2544 |
2559 |
unch |
20,702 |
80,606 |
-2,210 |
May12 |
111111 |
2561 |
2602 |
2556 |
2570 |
unch |
2,206 |
27,867 |
+426 |
Jul12 |
111111 |
2580 |
2618 |
2577 |
2585 |
-1 |
465 |
12,425 |
+77 |
Sep12 |
111111 |
2598 |
2619 |
2590 |
2597 |
-1 |
312 |
11,921 |
-9 |
Dec12 |
111111 |
2610 |
2631 |
2600 |
2612 |
unch |
439 |
12,414 |
+303 |
Mar13 |
111111 |
2615 |
2629 |
2610 |
2624 |
-1 |
60 |
3,281 |
+48 |
Total Volume and Open Interest |
41,829 |
170,981 |
-12,632 |
Coffee "C"(ICE) |
Dec11 |
111111 |
230.70 |
235.05 |
229.25 |
233.95 |
+3.95 |
11,909 |
38,180 |
-3,025 |
Mar12 |
111111 |
234.05 |
238.35 |
233.00 |
237.30 |
+3.90 |
7,973 |
44,511 |
+2,238 |
May12 |
111111 |
235.90 |
240.25 |
235.00 |
239.35 |
+4.10 |
2,371 |
18,022 |
+108 |
Jul12 |
111111 |
237.10 |
242.00 |
237.05 |
241.20 |
+4.20 |
779 |
4,822 |
+333 |
Sep12 |
111111 |
237.80 |
242.25 |
237.60 |
241.90 |
+4.15 |
114 |
5,252 |
+19 |
Dec12 |
111111 |
239.00 |
242.60 |
239.00 |
242.45 |
+4.35 |
10 |
2,709 |
+5 |
Total Volume and Open Interest |
23,168 |
114,586 |
-310 |
Orange Juice(ICE) |
Jan12 |
111111 |
170.75 |
173.00 |
168.75 |
169.60 |
-1.45 |
774 |
19,946 |
-63 |
Mar12 |
111111 |
167.10 |
167.35 |
164.55 |
165.95 |
-0.25 |
256 |
4,633 |
+167 |
May12 |
111111 |
165.20 |
165.75 |
164.70 |
164.80 |
-0.60 |
6 |
1,656 |
+4 |
Jul12 |
111111 |
164.85 |
165.50 |
164.65 |
165.35 |
-0.80 |
1 |
330 |
+1 |
Sep12 |
111111 |
164.75 |
164.75 |
164.75 |
164.75 |
-0.80 |
0 |
53 |
+0 |
Nov12 |
111111 |
164.45 |
164.45 |
164.45 |
164.45 |
-0.80 |
1 |
8 |
+0 |
Total Volume and Open Interest |
1,038 |
26,632 |
-1 |
Sugar #11(ICE) |
Mar12 |
111111 |
25.47 |
25.53 |
24.80 |
25.00 |
-0.39 |
36,104 |
224,625 |
-3,495 |
May12 |
111111 |
24.91 |
24.91 |
24.15 |
24.39 |
-0.38 |
11,897 |
79,509 |
+823 |
Jul12 |
111111 |
24.31 |
24.32 |
23.73 |
24.02 |
-0.26 |
7,213 |
78,411 |
+1,000 |
Oct12 |
111111 |
24.00 |
24.12 |
23.57 |
23.95 |
-0.13 |
1,516 |
44,588 |
-227 |
Mar13 |
111111 |
24.19 |
24.39 |
23.85 |
24.24 |
-0.07 |
275 |
30,495 |
-45 |
Total Volume and Open Interest |
58,179 |
491,104 |
-1,219 |
London Cocoa(LCE) |
Dec11 |
111111 |
1583 |
1594 |
1565 |
1575 |
-8 |
6,395 |
76,226 |
-1,380 |
Mar12 |
111111 |
1606 |
1614 |
1584 |
1596 |
-9 |
7,279 |
56,314 |
-90 |
May12 |
111111 |
1622 |
1629 |
1600 |
1610 |
-10 |
2,269 |
18,734 |
+536 |
Jul12 |
111111 |
1638 |
1645 |
1615 |
1625 |
-12 |
677 |
19,736 |
+246 |
Sep12 |
111111 |
1652 |
1656 |
1627 |
1638 |
-13 |
682 |
15,165 |
+67 |
Dec12 |
111111 |
1667 |
1670 |
1642 |
1651 |
-15 |
366 |
12,255 |
-203 |
Mar13 |
111111 |
1681 |
1681 |
1662 |
1664 |
-15 |
179 |
2,989 |
+27 |
Total Volume and Open Interest |
17,847 |
202,326 |
-797 |
London Sugar(LCE) |
Mar12 |
111111 |
653.20 |
653.90 |
637.50 |
639.60 |
-16.40 |
3,431 |
20,798 |
+731 |
May12 |
111111 |
637.90 |
639.70 |
625.70 |
628.50 |
-12.70 |
392 |
7,322 |
+66 |
Aug12 |
111111 |
629.40 |
629.70 |
617.50 |
621.00 |
-11.70 |
225 |
5,083 |
+178 |
Oct12 |
111111 |
625.90 |
625.90 |
614.80 |
618.30 |
-9.90 |
71 |
2,704 |
+49 |
Dec12 |
111111 |
620.00 |
623.60 |
620.00 |
623.60 |
-7.70 |
10 |
979 |
+9 |
Total Volume and Open Interest |
7,171 |
49,038 |
-262 |
Cotton(ICE) |
Dec11 |
111111 |
99.27 |
99.99 |
98.42 |
99.24 |
-0.26 |
12,632 |
64,436 |
-5 |
Mar12 |
111111 |
99.08 |
99.08 |
97.12 |
98.04 |
-0.84 |
9,517 |
68,934 |
+3,164 |
May12 |
111111 |
98.60 |
98.70 |
97.30 |
98.46 |
-0.60 |
2,225 |
13,279 |
-367 |
Jul12 |
111111 |
98.21 |
98.70 |
97.16 |
98.18 |
-0.65 |
470 |
14,525 |
+222 |
Oct12 |
111111 |
98.76 |
98.76 |
98.76 |
98.76 |
-1.15 |
0 |
82 |
+0 |
Dec12 |
111111 |
96.01 |
96.50 |
95.36 |
95.73 |
-0.91 |
83 |
6,325 |
+69 |
Total Volume and Open Interest |
24,927 |
168,672 |
+3,083 |
Lumber(CME) |
Nov11 |
111111 |
212.1 |
221.9 |
212.1 |
220.0 |
+7.5 |
222 |
469 |
-183 |
Jan12 |
111111 |
223.0 |
230.4 |
221.4 |
229.0 |
+7.1 |
787 |
7,021 |
+272 |
Mar12 |
111111 |
239.9 |
248.0 |
239.7 |
247.0 |
+7.1 |
76 |
1,900 |
+16 |
May12 |
111111 |
257.2 |
258.0 |
257.2 |
258.0 |
+6.0 |
3 |
202 |
+2 |
Total Volume and Open Interest |
1,088 |
9,695 |
+107 |
Crude Oil(NYM) |
Dec11 |
111111 |
97.51 |
99.40 |
97.35 |
98.99 |
+1.21 |
445,712 |
223,737 |
-15,587 |
Jan12 |
111111 |
97.43 |
99.30 |
97.25 |
98.89 |
+1.21 |
154,676 |
263,309 |
+19,901 |
Feb12 |
111111 |
97.21 |
99.00 |
97.14 |
98.74 |
+1.18 |
57,659 |
77,539 |
+3,961 |
Mar12 |
111111 |
97.10 |
98.87 |
97.02 |
98.63 |
+1.18 |
45,208 |
76,652 |
+3,789 |
Apr12 |
111111 |
97.53 |
98.51 |
97.32 |
98.49 |
+1.17 |
17,831 |
33,109 |
+38 |
May12 |
111111 |
96.83 |
98.36 |
96.83 |
98.33 |
+1.15 |
15,647 |
32,531 |
+2,203 |
Jun12 |
111111 |
96.60 |
98.30 |
96.54 |
98.12 |
+1.12 |
34,422 |
78,940 |
+2,589 |
Jul12 |
111111 |
97.28 |
98.00 |
96.94 |
97.89 |
+1.08 |
7,198 |
31,543 |
-645 |
Aug12 |
111111 |
97.41 |
97.67 |
96.83 |
97.63 |
+1.03 |
5,219 |
20,907 |
-32 |
Sep12 |
111111 |
96.65 |
97.36 |
96.65 |
97.36 |
+0.97 |
3,868 |
22,912 |
-35 |
Oct12 |
111111 |
96.10 |
97.11 |
96.09 |
97.11 |
+0.91 |
3,602 |
23,853 |
-428 |
Nov12 |
111111 |
96.75 |
96.93 |
96.56 |
96.91 |
+0.86 |
2,635 |
24,443 |
-127 |
Dec12 |
111111 |
95.85 |
96.77 |
95.67 |
96.72 |
+0.82 |
33,990 |
160,555 |
+480 |
Jan13 |
111111 |
96.41 |
96.41 |
96.41 |
96.41 |
+0.79 |
771 |
27,995 |
-115 |
Feb13 |
111111 |
96.07 |
96.07 |
96.07 |
96.07 |
+0.75 |
561 |
11,214 |
+105 |
Mar13 |
111111 |
95.78 |
95.78 |
95.78 |
95.78 |
+0.71 |
179 |
9,042 |
-234 |
Total Volume and Open Interest |
844,565 |
1,382,455 |
+16,250 |
e-miNY Crude Oil(NYM) |
Nov11 |
111019 |
88.200 |
89.500 |
86.100 |
86.100 |
-2.250 |
5,853 |
2,683 |
-142 |
Dec11 |
111111 |
97.600 |
99.400 |
97.350 |
99.000 |
+1.225 |
15,618 |
2,799 |
-108 |
Jan12 |
111111 |
97.500 |
99.050 |
97.250 |
98.900 |
+1.225 |
676 |
511 |
+29 |
Feb12 |
111111 |
97.275 |
98.750 |
97.275 |
98.750 |
+1.200 |
180 |
111 |
-29 |
Mar12 |
111111 |
98.500 |
98.625 |
98.500 |
98.625 |
+1.175 |
104 |
64 |
-72 |
Apr12 |
111111 |
98.500 |
98.500 |
98.500 |
98.500 |
+1.175 |
2 |
24 |
+0 |
May12 |
111111 |
98.325 |
98.325 |
98.325 |
98.325 |
+1.150 |
0 |
7 |
+0 |
Jun12 |
111111 |
96.625 |
98.125 |
96.625 |
98.125 |
+1.125 |
1 |
14 |
+1 |
Jul12 |
111111 |
97.900 |
97.900 |
97.900 |
97.900 |
+1.100 |
0 |
4 |
+0 |
Aug12 |
111111 |
97.625 |
97.625 |
97.625 |
97.625 |
+1.025 |
0 |
1 |
+0 |
Total Volume and Open Interest |
16,581 |
3,764 |
-179 |
Heating Oil(NYM) |
Dec11 |
111111 |
314.15 |
319.95 |
313.37 |
317.16 |
+2.05 |
65,037 |
82,624 |
-2,716 |
Jan12 |
111111 |
313.80 |
319.48 |
313.69 |
316.82 |
+2.19 |
39,047 |
63,157 |
+1,278 |
Feb12 |
111111 |
311.68 |
317.76 |
311.68 |
315.26 |
+2.25 |
19,939 |
31,358 |
+565 |
Mar12 |
111111 |
310.27 |
315.50 |
310.09 |
313.25 |
+2.31 |
19,121 |
25,842 |
-303 |
Apr12 |
111111 |
308.31 |
311.73 |
308.31 |
310.08 |
+2.41 |
7,462 |
15,471 |
+999 |
May12 |
111111 |
305.06 |
308.85 |
305.06 |
306.97 |
+2.67 |
4,413 |
11,104 |
+146 |
Jun12 |
111111 |
302.34 |
306.69 |
302.34 |
304.99 |
+2.84 |
11,268 |
30,968 |
-2,064 |
Jul12 |
111111 |
304.00 |
306.04 |
303.82 |
304.51 |
+2.91 |
733 |
8,106 |
+226 |
Aug12 |
111111 |
303.76 |
305.41 |
303.51 |
304.33 |
+2.88 |
203 |
3,907 |
-34 |
Sep12 |
111111 |
303.57 |
305.67 |
303.54 |
304.33 |
+2.83 |
185 |
4,895 |
+38 |
Oct12 |
111111 |
303.87 |
305.98 |
303.87 |
304.76 |
+2.71 |
115 |
1,977 |
+1 |
Nov12 |
111111 |
304.62 |
306.34 |
304.62 |
305.36 |
+2.59 |
112 |
1,369 |
-7 |
Total Volume and Open Interest |
170,137 |
299,408 |
-1,753 |
Gasoline(NYMEX) |
Dec11 |
111111 |
262.55 |
265.90 |
258.76 |
260.38 |
-3.30 |
51,159 |
77,525 |
+326 |
Jan12 |
111111 |
262.20 |
265.83 |
259.35 |
260.70 |
-2.86 |
34,456 |
66,130 |
+5,483 |
Feb12 |
111111 |
264.50 |
266.55 |
260.62 |
261.73 |
-2.70 |
16,333 |
26,229 |
+267 |
Mar12 |
111111 |
264.40 |
267.30 |
262.23 |
263.41 |
-2.56 |
12,494 |
26,560 |
+397 |
Apr12 |
111111 |
281.52 |
281.54 |
277.02 |
278.14 |
-2.30 |
8,839 |
25,549 |
+2,201 |
May12 |
111111 |
279.63 |
281.40 |
277.97 |
277.97 |
-2.29 |
4,400 |
13,018 |
+662 |
Jun12 |
111111 |
278.27 |
279.83 |
275.50 |
276.32 |
-2.27 |
5,145 |
21,416 |
+692 |
Jul12 |
111111 |
274.16 |
274.16 |
274.16 |
274.16 |
-2.31 |
1,634 |
5,867 |
-401 |
Aug12 |
111111 |
271.97 |
271.97 |
271.63 |
271.95 |
-2.28 |
979 |
5,403 |
-39 |
Sep12 |
111111 |
270.57 |
272.68 |
269.29 |
269.57 |
-2.30 |
112 |
6,437 |
-50 |
Total Volume and Open Interest |
137,882 |
293,603 |
+10,117 |
e-miNY RBOB Gasoline(NYM) |
Dec11 |
111111 |
260.40 |
260.40 |
260.38 |
260.40 |
-3.30 |
|
|
|
Jan12 |
111111 |
260.70 |
260.70 |
260.70 |
260.70 |
-2.90 |
0 |
1 |
+0 |
Feb12 |
111111 |
261.70 |
261.73 |
261.70 |
261.70 |
-2.70 |
0 |
1 |
+0 |
Mar12 |
111111 |
263.40 |
263.41 |
263.40 |
263.40 |
-2.60 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Dec11 |
111111 |
3.631 |
3.659 |
3.557 |
3.584 |
-0.065 |
122,315 |
126,687 |
-2,810 |
Jan12 |
111111 |
3.725 |
3.758 |
3.671 |
3.696 |
-0.051 |
50,985 |
257,145 |
+5,466 |
Feb12 |
111111 |
3.745 |
3.767 |
3.688 |
3.714 |
-0.050 |
17,096 |
77,727 |
+1,333 |
Mar12 |
111111 |
3.740 |
3.740 |
3.666 |
3.690 |
-0.046 |
15,948 |
102,110 |
-103 |
Apr12 |
111111 |
3.722 |
3.744 |
3.673 |
3.698 |
-0.042 |
19,254 |
96,315 |
+287 |
May12 |
111111 |
3.751 |
3.766 |
3.716 |
3.739 |
-0.039 |
8,176 |
36,549 |
+963 |
Jun12 |
111111 |
3.796 |
3.805 |
3.758 |
3.781 |
-0.037 |
4,967 |
18,664 |
+86 |
Jul12 |
111111 |
3.820 |
3.849 |
3.800 |
3.827 |
-0.036 |
6,878 |
17,413 |
-1,551 |
Aug12 |
111111 |
3.865 |
3.879 |
3.830 |
3.854 |
-0.036 |
1,010 |
13,048 |
+84 |
Sep12 |
111111 |
3.892 |
3.892 |
3.830 |
3.855 |
-0.036 |
681 |
10,319 |
+40 |
Oct12 |
111111 |
3.907 |
3.913 |
3.867 |
3.890 |
-0.036 |
6,695 |
55,162 |
-469 |
Nov12 |
111111 |
4.040 |
4.040 |
3.995 |
4.020 |
-0.038 |
1,443 |
18,379 |
-203 |
Dec12 |
111111 |
4.300 |
4.320 |
4.265 |
4.284 |
-0.038 |
2,279 |
19,824 |
+224 |
Jan13 |
111111 |
4.420 |
4.420 |
4.380 |
4.400 |
-0.037 |
3,897 |
30,399 |
-72 |
Feb13 |
111111 |
4.410 |
4.410 |
4.370 |
4.389 |
-0.037 |
545 |
5,584 |
+388 |
Mar13 |
111111 |
4.360 |
4.360 |
4.325 |
4.341 |
-0.037 |
429 |
13,410 |
+70 |
Total Volume and Open Interest |
267,146 |
975,308 |
+3,509 |
Brent Crude Oil(ICE) |
Dec11 |
111111 |
113.07 |
114.91 |
113.06 |
114.16 |
+0.45 |
271,918 |
121,726 |
-15,447 |
Jan12 |
111111 |
111.90 |
113.54 |
111.89 |
112.93 |
+0.40 |
205,563 |
175,775 |
+5,890 |
Feb12 |
111111 |
111.31 |
112.74 |
111.25 |
112.22 |
+0.41 |
83,997 |
116,242 |
+8,984 |
Mar12 |
111111 |
110.68 |
112.08 |
110.61 |
111.62 |
+0.44 |
57,350 |
91,897 |
+1,575 |
Apr12 |
111111 |
110.11 |
111.56 |
110.11 |
111.16 |
+0.48 |
22,164 |
34,079 |
+1,298 |
May12 |
111111 |
110.13 |
111.17 |
109.79 |
110.80 |
+0.53 |
15,888 |
19,290 |
+596 |
Jun12 |
111111 |
109.72 |
110.81 |
109.39 |
110.43 |
+0.57 |
45,720 |
58,190 |
-2,762 |
Jul12 |
111111 |
109.37 |
110.35 |
109.23 |
110.04 |
+0.60 |
7,945 |
20,344 |
-88 |
Aug12 |
111111 |
108.92 |
109.90 |
108.78 |
109.62 |
+0.63 |
7,030 |
19,379 |
+911 |
Sep12 |
111111 |
109.11 |
109.11 |
109.11 |
109.11 |
+0.63 |
6,813 |
25,594 |
+1,365 |
Oct12 |
111111 |
108.04 |
108.63 |
108.04 |
108.63 |
+0.64 |
4,903 |
13,440 |
+986 |
Nov12 |
111111 |
108.17 |
108.17 |
108.17 |
108.17 |
+0.65 |
4,227 |
15,847 |
+1,051 |
Dec12 |
111111 |
107.02 |
107.95 |
106.64 |
107.67 |
+0.65 |
41,542 |
103,577 |
+624 |
Jan13 |
111111 |
107.22 |
107.22 |
107.22 |
107.22 |
+0.63 |
2,178 |
8,906 |
-347 |
Total Volume and Open Interest |
796,466 |
982,412 |
+6,602 |
Gas Oil(ICE) |
Dec11 |
111111 |
983.00 |
1001.75 |
982.00 |
999.25 |
+20.75 |
136,762 |
169,667 |
+15,306 |
Jan12 |
111111 |
971.50 |
989.75 |
971.50 |
988.00 |
+18.75 |
85,796 |
93,041 |
+8,444 |
Feb12 |
111111 |
963.50 |
980.75 |
963.25 |
979.25 |
+17.25 |
36,504 |
54,937 |
+1,187 |
Mar12 |
111111 |
957.50 |
973.00 |
955.00 |
972.00 |
+16.50 |
23,019 |
38,151 |
-352 |
Apr12 |
111111 |
951.50 |
966.25 |
949.25 |
966.00 |
+16.00 |
11,665 |
22,224 |
+420 |
May12 |
111111 |
946.75 |
961.25 |
946.75 |
961.00 |
+15.50 |
7,435 |
22,213 |
+475 |
Jun12 |
111111 |
945.00 |
959.75 |
945.00 |
958.75 |
+15.25 |
16,172 |
53,884 |
+3,466 |
Jul12 |
111111 |
949.50 |
959.00 |
949.50 |
959.00 |
+15.00 |
2,170 |
16,506 |
+305 |
Aug12 |
111111 |
948.00 |
958.75 |
948.00 |
958.75 |
+14.50 |
2,196 |
11,122 |
-406 |
Sep12 |
111111 |
951.00 |
957.50 |
951.00 |
957.50 |
+14.25 |
1,922 |
11,873 |
+222 |
Total Volume and Open Interest |
381,523 |
594,720 |
+5,312 |
Ethanol(CBOT) |
Nov11 |
111103 |
2.806 |
2.845 |
2.790 |
2.790 |
+0.004 |
130 |
244 |
-76 |
Dec11 |
111111 |
2.660 |
2.660 |
2.636 |
2.646 |
+0.009 |
129 |
1,267 |
+4 |
Jan12 |
111111 |
2.467 |
2.468 |
2.456 |
2.466 |
+0.001 |
116 |
1,885 |
+27 |
Feb12 |
111111 |
2.389 |
2.389 |
2.370 |
2.372 |
-0.014 |
94 |
1,268 |
+28 |
Mar12 |
111111 |
2.396 |
2.400 |
2.369 |
2.374 |
-0.011 |
25 |
1,046 |
-2 |
Apr12 |
111111 |
2.395 |
2.395 |
2.378 |
2.385 |
-0.010 |
5 |
684 |
+0 |
May12 |
111111 |
2.401 |
2.401 |
2.397 |
2.400 |
-0.019 |
17 |
652 |
-4 |
Jun12 |
111111 |
2.430 |
2.430 |
2.407 |
2.408 |
-0.023 |
18 |
543 |
+2 |
Total Volume and Open Interest |
422 |
10,959 |
+65 |
WTI Crude Oil(ICE) |
Dec11 |
111111 |
97.58 |
99.40 |
97.46 |
98.99 |
+1.21 |
97,625 |
87,022 |
-4,822 |
Jan12 |
111111 |
97.48 |
99.26 |
97.38 |
98.89 |
+1.21 |
29,493 |
55,411 |
+1,509 |
Feb12 |
111111 |
97.34 |
99.06 |
97.34 |
98.74 |
+1.18 |
19,386 |
31,141 |
-1,798 |
Mar12 |
111111 |
97.93 |
98.63 |
97.64 |
98.63 |
+1.18 |
15,637 |
20,357 |
+720 |
Apr12 |
111111 |
97.58 |
98.49 |
97.33 |
98.49 |
+1.17 |
6,744 |
10,381 |
+1,038 |
May12 |
111111 |
97.60 |
98.36 |
97.18 |
98.33 |
+1.15 |
6,975 |
9,963 |
+1,120 |
Jun12 |
111111 |
97.40 |
98.14 |
97.00 |
98.12 |
+1.12 |
15,070 |
40,904 |
+455 |
Jul12 |
111111 |
97.89 |
97.89 |
97.89 |
97.89 |
+1.08 |
1,787 |
7,359 |
-67 |
Aug12 |
111111 |
97.63 |
97.63 |
97.63 |
97.63 |
+1.03 |
1,561 |
4,610 |
+251 |
Sep12 |
111111 |
97.36 |
97.36 |
97.36 |
97.36 |
+0.97 |
1,339 |
8,394 |
-16 |
Oct12 |
111111 |
97.11 |
97.11 |
97.11 |
97.11 |
+0.91 |
1,169 |
2,940 |
+415 |
Nov12 |
111111 |
96.91 |
96.91 |
96.91 |
96.91 |
+0.86 |
874 |
3,559 |
+367 |
Dec12 |
111111 |
96.46 |
96.76 |
95.85 |
96.72 |
+0.82 |
12,028 |
54,788 |
-1,277 |
Jan13 |
111111 |
96.41 |
96.41 |
96.41 |
96.41 |
+0.79 |
0 |
2,201 |
+0 |
Feb13 |
111111 |
96.07 |
96.07 |
96.07 |
96.07 |
+0.75 |
0 |
603 |
+0 |
Mar13 |
111111 |
95.78 |
95.78 |
95.78 |
95.78 |
+0.71 |
0 |
1,476 |
+0 |
Total Volume and Open Interest |
216,081 |
439,987 |
-1,804 |
US Dollar Index(ICE) |
Dec11 |
111111 |
77.885 |
77.960 |
76.920 |
77.130 |
-0.843 |
33,772 |
57,981 |
-1,287 |
Mar12 |
111111 |
78.010 |
78.010 |
77.375 |
77.550 |
-0.902 |
38 |
615 |
+22 |
Jun12 |
111111 |
78.010 |
78.010 |
78.010 |
78.010 |
-0.902 |
|
|
|
Total Volume and Open Interest |
33,810 |
58,596 |
-1,265 |
Australian Dollar(CME) |
Dec11 |
111111 |
101.10 |
102.61 |
100.62 |
102.44 |
+1.59 |
157,760 |
144,236 |
-2,608 |
Mar12 |
111111 |
100.01 |
101.59 |
99.80 |
101.51 |
+1.62 |
69 |
711 |
+14 |
Jun12 |
111111 |
100.75 |
100.75 |
100.75 |
100.75 |
+1.60 |
0 |
19 |
+0 |
Total Volume and Open Interest |
157,829 |
145,090 |
-2,594 |
British Pound(CME) |
Dec11 |
111111 |
159.30 |
160.87 |
158.90 |
160.56 |
+1.56 |
110,232 |
149,926 |
+2,192 |
Mar12 |
111111 |
159.06 |
160.59 |
159.06 |
160.42 |
+1.56 |
55 |
226 |
-10 |
Jun12 |
111111 |
160.25 |
160.25 |
160.25 |
160.25 |
+1.56 |
0 |
3 |
+0 |
Total Volume and Open Interest |
110,287 |
150,160 |
+2,182 |
Canadian Dollar(CME) |
Dec11 |
111111 |
98.28 |
98.95 |
97.66 |
98.69 |
+0.66 |
95,667 |
116,496 |
-350 |
Mar12 |
111111 |
97.50 |
98.65 |
97.50 |
98.52 |
+0.65 |
398 |
3,710 |
+99 |
Jun12 |
111111 |
98.30 |
98.50 |
98.30 |
98.41 |
+0.65 |
22 |
835 |
+10 |
Sep12 |
111111 |
98.34 |
98.34 |
98.34 |
98.34 |
+0.67 |
37 |
675 |
+16 |
Total Volume and Open Interest |
96,128 |
121,847 |
-222 |
Japanese Yen(CME) |
Dec11 |
111111 |
128.85 |
129.88 |
128.79 |
129.64 |
+0.78 |
55,878 |
136,466 |
-1,544 |
Mar12 |
111111 |
129.22 |
130.08 |
129.22 |
129.92 |
+0.79 |
167 |
963 |
+18 |
Jun12 |
111111 |
130.21 |
130.21 |
130.21 |
130.21 |
+0.77 |
0 |
22 |
+0 |
Total Volume and Open Interest |
56,045 |
137,455 |
-1,526 |
Swiss Franc(CME) |
Dec11 |
111111 |
110.45 |
111.75 |
110.13 |
111.02 |
+0.78 |
25,951 |
26,221 |
+1,323 |
Mar12 |
111111 |
110.66 |
111.25 |
110.66 |
111.25 |
+0.77 |
52 |
638 |
+6 |
Jun12 |
111111 |
111.57 |
111.57 |
111.57 |
111.57 |
+0.77 |
0 |
5 |
+0 |
Total Volume and Open Interest |
26,003 |
26,868 |
+1,329 |
EuroFX(CME) |
Dec11 |
111111 |
136.08 |
137.95 |
135.78 |
137.48 |
+1.66 |
424,486 |
242,468 |
+15,859 |
Mar12 |
111111 |
135.92 |
137.95 |
135.88 |
137.54 |
+1.66 |
1,483 |
4,129 |
+188 |
Jun12 |
111111 |
136.20 |
137.85 |
136.20 |
137.62 |
+1.66 |
5 |
883 |
+4 |
Total Volume and Open Interest |
425,976 |
247,495 |
+16,050 |
Mexican Peso(CME) |
Nov11 |
111111 |
743.8 |
743.8 |
743.8 |
743.8 |
+8.0 |
|
|
|
Dec11 |
111111 |
736.8 |
744.8 |
734.0 |
742.0 |
+8.0 |
36,981 |
95,538 |
+4,165 |
Total Volume and Open Interest |
37,403 |
102,926 |
+4,586 |
Brazilian Real(CME) |
Dec11 |
111111 |
570.20 |
570.20 |
570.20 |
570.20 |
+6.10 |
239 |
4,651 |
-135 |
Jan12 |
111111 |
566.80 |
566.80 |
566.80 |
566.80 |
+6.10 |
0 |
10,149 |
+0 |
Feb12 |
111111 |
563.35 |
563.35 |
563.35 |
563.35 |
+6.10 |
|
|
|
Mar12 |
111111 |
559.95 |
559.95 |
559.95 |
559.95 |
+6.10 |
|
|
|
Total Volume and Open Interest |
239 |
30,126 |
-140 |
30-Year T-Bonds(CBOT) |
Dec11 |
111111 |
141~120 |
141~150 |
140~110 |
140~140 |
-0~280 |
417,501 |
623,495 |
+8,918 |
Mar12 |
111111 |
140~250 |
140~310 |
139~300 |
140~000 |
-0~290 |
2,521 |
8,403 |
+1,388 |
Jun12 |
111111 |
138~310 |
138~310 |
138~260 |
138~260 |
-0~290 |
0 |
4 |
+0 |
Total Volume and Open Interest |
420,022 |
631,902 |
+10,306 |
10-Year T-Notes(CBOT) |
Dec11 |
111111 |
130~120 |
130~120 |
129~220 |
129~250 |
-0~180 |
1,247,039 |
1,478,851 |
+16,509 |
Mar12 |
111111 |
129~175 |
129~175 |
128~300 |
129~000 |
-0~185 |
4,861 |
24,874 |
+2,529 |
Jun12 |
111111 |
128~000 |
128~000 |
128~000 |
128~000 |
-0~185 |
|
|
|
Total Volume and Open Interest |
1,251,900 |
1,503,725 |
+19,038 |
5-Year T-Notes(CBOT) |
Dec11 |
111111 |
123~005 |
123~006 |
122~096 |
122~100 |
-0~034 |
593,008 |
1,272,038 |
+21,424 |
Mar12 |
111111 |
122~056 |
122~056 |
122~049 |
122~049 |
-0~034 |
2,920 |
13,612 |
+582 |
Jun12 |
111111 |
121~073 |
121~073 |
121~073 |
121~073 |
-0~034 |
|
|
|
Total Volume and Open Interest |
595,928 |
1,285,650 |
+22,006 |
2 Year T-Notes(CBOT) |
Dec11 |
111111 |
110~028 |
110~029 |
110~020 |
110~022 |
-0~006 |
163,137 |
754,244 |
-1,254 |
Mar12 |
111111 |
110~026 |
110~026 |
110~023 |
110~024 |
-0~007 |
4,917 |
13,822 |
-502 |
Jun12 |
111111 |
109~116 |
109~116 |
109~116 |
109~116 |
-0~007 |
|
|
|
Total Volume and Open Interest |
168,054 |
768,066 |
-1,756 |
Eurodollars(CME) |
Dec11 |
111111 |
99.420 |
99.435 |
99.400 |
99.420 |
unch |
263,822 |
1,012,778 |
+6,161 |
Mar12 |
111111 |
99.320 |
99.345 |
99.295 |
99.320 |
unch |
307,265 |
942,019 |
+26,926 |
Jun12 |
111111 |
99.310 |
99.325 |
99.275 |
99.290 |
-0.015 |
231,052 |
1,091,629 |
+2,950 |
Sep12 |
111111 |
99.295 |
99.315 |
99.250 |
99.260 |
-0.035 |
205,142 |
752,933 |
+5,352 |
Dec12 |
111111 |
99.295 |
99.305 |
99.235 |
99.245 |
-0.045 |
168,088 |
775,430 |
-2,703 |
Mar13 |
111111 |
99.295 |
99.310 |
99.230 |
99.245 |
-0.055 |
147,558 |
874,398 |
-2,263 |
Jun13 |
111111 |
99.275 |
99.285 |
99.205 |
99.220 |
-0.055 |
120,354 |
573,178 |
+1,535 |
Sep13 |
111111 |
99.225 |
99.230 |
99.145 |
99.165 |
-0.055 |
120,670 |
485,892 |
+6,190 |
Dec13 |
111111 |
99.120 |
99.125 |
99.035 |
99.055 |
-0.055 |
97,868 |
473,798 |
-225 |
Mar14 |
111111 |
98.985 |
98.995 |
98.900 |
98.920 |
-0.060 |
77,706 |
323,295 |
-2,175 |
Jun14 |
111111 |
98.820 |
98.820 |
98.730 |
98.745 |
-0.065 |
81,801 |
279,304 |
-5,345 |
Sep14 |
111111 |
98.630 |
98.635 |
98.545 |
98.560 |
-0.065 |
71,098 |
183,918 |
+3,511 |
Dec14 |
111111 |
98.440 |
98.445 |
98.345 |
98.365 |
-0.065 |
98,065 |
184,324 |
-9,953 |
Mar15 |
111111 |
98.265 |
98.265 |
98.170 |
98.180 |
-0.070 |
38,483 |
121,268 |
-2,098 |
Jun15 |
111111 |
6.340 |
6.340 |
6.240 |
6.250 |
-0.075 |
44,210 |
110,205 |
-1,440 |
Sep15 |
111111 |
6.140 |
6.145 |
6.065 |
6.070 |
-0.075 |
30,082 |
88,198 |
-1,843 |
Dec15 |
111111 |
5.960 |
5.960 |
5.880 |
5.885 |
-0.075 |
21,201 |
56,221 |
+826 |
Mar16 |
111111 |
5.815 |
5.815 |
5.730 |
5.735 |
-0.070 |
16,431 |
54,226 |
+2,454 |
Total Volume and Open Interest |
2,184,503 |
8,621,474 |
+32,522 |
30 Day Federal Funds(CBOT) |
Nov11 |
111111 |
99.915 |
99.918 |
99.915 |
99.918 |
unch |
840 |
65,126 |
+165 |
Dec11 |
111111 |
99.915 |
99.920 |
99.915 |
99.920 |
unch |
1,796 |
61,428 |
+1,068 |
Jan12 |
111111 |
99.910 |
99.915 |
99.910 |
99.910 |
unch |
815 |
56,314 |
+302 |
Feb12 |
111111 |
99.905 |
99.910 |
99.905 |
99.905 |
unch |
427 |
43,803 |
-113 |
Mar12 |
111111 |
99.905 |
99.905 |
99.900 |
99.900 |
unch |
418 |
31,545 |
+68 |
Apr12 |
111111 |
99.900 |
99.905 |
99.900 |
99.900 |
+0.005 |
1,403 |
35,058 |
-714 |
Total Volume and Open Interest |
20,062 |
587,724 |
+780 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111111 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.005 |
1 |
283 |
+1 |
Mar12 |
111111 |
99.673 |
99.673 |
99.673 |
99.673 |
+0.005 |
0 |
300 |
+0 |
Jun12 |
111111 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.005 |
|
|
|
Sep12 |
111111 |
99.673 |
99.673 |
99.673 |
99.673 |
+0.005 |
|
|
|
Dec12 |
111111 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.005 |
|
|
|
Mar13 |
111111 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.005 |
|
|
|
Jun13 |
111111 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.005 |
|
|
|
Sep13 |
111111 |
99.485 |
99.485 |
99.485 |
99.485 |
+0.005 |
|
|
|
Dec13 |
111111 |
99.345 |
99.345 |
99.345 |
99.345 |
+0.005 |
|
|
|
Mar14 |
111111 |
99.205 |
99.205 |
99.205 |
99.205 |
+0.005 |
|
|
|
Total Volume and Open Interest |
1 |
583 |
+1 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111111 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
684 |
2,489 |
+8 |
Mar12 |
111111 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
2,178 |
+0 |
Jun12 |
111111 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
0 |
1,470 |
+0 |
Sep12 |
111111 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
710 |
+0 |
Dec12 |
111111 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
151 |
+0 |
Mar13 |
111111 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
1 |
+0 |
Jun13 |
111111 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
|
|
|
Sep13 |
111111 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.00 |
|
|
|
Total Volume and Open Interest |
684 |
7,001 |
+8 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111111 |
142.84 |
142.99 |
142.81 |
142.88 |
+0.04 |
1,872 |
21,230 |
+743 |
Mar12 |
111111 |
142.30 |
142.30 |
142.30 |
142.30 |
+0.04 |
33 |
38 |
+33 |
Jun12 |
111111 |
140.21 |
140.21 |
140.21 |
140.21 |
+0.04 |
|
|
|
Total Volume and Open Interest |
1,905 |
21,268 |
+776 |
Euro-Bund(EUREX) |
Dec11 |
111111 |
138.35 |
138.43 |
136.92 |
137.26 |
-1.29 |
1,003,941 |
874,662 |
+15,304 |
Mar12 |
111111 |
138.53 |
138.61 |
137.23 |
137.44 |
-1.36 |
3,434 |
7,190 |
+2,546 |
Jun12 |
111111 |
137.06 |
137.06 |
137.06 |
137.06 |
-1.29 |
0 |
18 |
+0 |
Total Volume and Open Interest |
1,007,375 |
881,870 |
+17,850 |
Euro-Bobl(EUREX) |
Dec11 |
111111 |
123.65 |
123.68 |
122.99 |
123.18 |
-0.52 |
538,988 |
722,304 |
+7,969 |
Mar12 |
111111 |
123.97 |
123.97 |
123.35 |
123.49 |
-0.56 |
2,321 |
21,149 |
-233 |
Jun12 |
111111 |
123.33 |
123.33 |
123.33 |
123.33 |
-0.52 |
|
|
|
Total Volume and Open Interest |
541,309 |
743,453 |
+7,736 |
3-Mth Euribor(EUREX) |
Dec11 |
111111 |
98.690 |
98.690 |
98.690 |
98.690 |
unch |
2 |
1,864 |
-2 |
Mar12 |
111111 |
98.865 |
98.875 |
98.865 |
98.875 |
-0.015 |
3 |
2,116 |
-3 |
Jun12 |
111111 |
98.920 |
98.930 |
98.920 |
98.930 |
-0.025 |
2 |
1,061 |
+2 |
Total Volume and Open Interest |
18 |
8,491 |
+8 |
Long Gilt(LIFFE) |
Dec11 |
111111 |
130~20 |
130~23 |
129~28 |
129~30 |
-0~30 |
148,008 |
304,052 |
+3,650 |
Mar12 |
111111 |
114~04 |
114~09 |
113~22 |
113~22 |
-0~30 |
1,663 |
17,940 |
-278 |
Total Volume and Open Interest |
149,671 |
321,992 |
+3,372 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111111 |
98.86 |
98.87 |
98.84 |
98.86 |
unch |
58,835 |
353,885 |
-7,079 |
Mar12 |
111111 |
98.74 |
98.76 |
98.72 |
98.76 |
+0.02 |
88,574 |
369,689 |
+4,976 |
Jun12 |
111111 |
98.71 |
98.74 |
98.69 |
98.73 |
+0.02 |
78,842 |
228,085 |
+7,843 |
Sep12 |
111111 |
98.69 |
98.72 |
98.68 |
98.71 |
+0.02 |
82,401 |
234,816 |
+2,511 |
Dec12 |
111111 |
98.65 |
98.69 |
98.64 |
98.67 |
+0.01 |
71,325 |
207,892 |
+3,047 |
Mar13 |
111111 |
98.65 |
98.67 |
98.63 |
98.65 |
-0.01 |
89,215 |
206,797 |
+30,336 |
Total Volume and Open Interest |
625,300 |
2,102,636 |
+61,357 |
3-Mth Euribor(LIFFE) |
Dec11 |
111111 |
98.680 |
98.720 |
98.665 |
98.690 |
unch |
233,438 |
746,556 |
-330 |
Mar12 |
111111 |
98.880 |
98.905 |
98.860 |
98.875 |
-0.015 |
173,722 |
518,633 |
-13,281 |
Jun12 |
111111 |
98.945 |
98.960 |
98.920 |
98.930 |
-0.025 |
123,758 |
365,124 |
+998 |
Total Volume and Open Interest |
925,348 |
3,520,912 |
-561 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111111 |
95.61 |
95.70 |
95.55 |
95.60 |
-0.02 |
29,709 |
218,390 |
+6,452 |
Mar12 |
111111 |
96.30 |
96.37 |
96.23 |
96.28 |
-0.01 |
23,545 |
189,714 |
+3,828 |
Jun12 |
111111 |
96.59 |
96.67 |
96.50 |
96.55 |
-0.03 |
22,698 |
134,175 |
+7,973 |
Sep12 |
111111 |
96.57 |
96.66 |
96.52 |
96.54 |
-0.04 |
8,367 |
89,258 |
+2,526 |
Dec12 |
111111 |
96.52 |
96.53 |
96.39 |
96.41 |
-0.04 |
4,395 |
52,246 |
+783 |
Mar13 |
111111 |
96.32 |
96.39 |
96.25 |
96.27 |
-0.05 |
1,683 |
45,935 |
+505 |
Jun13 |
111111 |
96.20 |
96.25 |
96.12 |
96.13 |
-0.05 |
1,335 |
35,846 |
-49 |
Sep13 |
111111 |
96.15 |
96.15 |
96.02 |
96.02 |
-0.07 |
1,217 |
18,697 |
+762 |
Dec13 |
111111 |
96.03 |
96.03 |
95.88 |
95.89 |
-0.05 |
564 |
3,892 |
+229 |
Mar14 |
111111 |
95.78 |
95.78 |
95.77 |
95.78 |
-0.04 |
111 |
562 |
+104 |
Total Volume and Open Interest |
93,664 |
788,830 |
+23,153 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111111 |
95.90 |
95.93 |
95.82 |
95.84 |
-0.05 |
46,030 |
368,792 |
+6,341 |
Mar12 |
111111 |
95.84 |
95.84 |
95.84 |
95.84 |
-0.05 |
|
|
|
Total Volume and Open Interest |
46,030 |
368,792 |
+6,341 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111111 |
96.61 |
96.66 |
96.54 |
96.55 |
-0.06 |
164,817 |
573,072 |
+18,675 |
Mar12 |
111111 |
96.55 |
96.55 |
96.55 |
96.55 |
-0.06 |
|
|
|
Total Volume and Open Interest |
164,817 |
573,072 |
+18,675 |
Gold(CMX) |
Dec11 |
111111 |
1759.6 |
1791.1 |
1745.0 |
1788.1 |
+28.5 |
161,799 |
243,712 |
-12,925 |
Feb12 |
111111 |
1761.9 |
1793.0 |
1748.0 |
1790.6 |
+28.6 |
21,436 |
90,029 |
+8,079 |
Apr12 |
111111 |
1758.1 |
1794.5 |
1758.0 |
1792.7 |
+28.6 |
2,816 |
18,508 |
+666 |
Jun12 |
111111 |
1752.0 |
1796.5 |
1752.0 |
1794.5 |
+28.7 |
1,607 |
19,605 |
-327 |
Aug12 |
111111 |
1762.6 |
1797.4 |
1762.5 |
1796.3 |
+28.8 |
1,348 |
9,173 |
+856 |
Oct12 |
111111 |
1778.3 |
1798.4 |
1776.6 |
1798.4 |
+28.8 |
400 |
6,192 |
+205 |
Dec12 |
111111 |
1765.7 |
1801.5 |
1765.7 |
1800.5 |
+28.9 |
1,098 |
17,428 |
+495 |
Feb13 |
111111 |
1803.0 |
1803.0 |
1803.0 |
1803.0 |
+28.9 |
192 |
3,401 |
+111 |
Apr13 |
111111 |
1806.0 |
1806.0 |
1806.0 |
1806.0 |
+28.9 |
290 |
469 |
-3 |
Jun13 |
111111 |
1809.5 |
1809.5 |
1809.5 |
1809.5 |
+29.0 |
680 |
10,102 |
+535 |
Aug13 |
111111 |
1813.1 |
1813.1 |
1813.1 |
1813.1 |
+29.2 |
0 |
45 |
+0 |
Total Volume and Open Interest |
192,264 |
462,683 |
-2,299 |
Silver(CMX) |
Dec11 |
111111 |
3407.0 |
3485.0 |
3366.5 |
3468.2 |
+57.6 |
52,723 |
43,958 |
-4,598 |
Mar12 |
111111 |
3410.0 |
3491.0 |
3383.5 |
3475.1 |
+58.2 |
14,994 |
26,880 |
+2,203 |
May12 |
111111 |
3455.0 |
3479.0 |
3455.0 |
3478.5 |
+58.2 |
1,789 |
4,698 |
+108 |
Jul12 |
111111 |
3470.0 |
3481.7 |
3470.0 |
3481.7 |
+58.4 |
170 |
3,168 |
-33 |
Sep12 |
111111 |
3484.4 |
3484.4 |
3484.4 |
3484.4 |
+58.8 |
215 |
1,760 |
+75 |
Dec12 |
111111 |
3425.0 |
3495.0 |
3425.0 |
3487.4 |
+59.3 |
891 |
13,559 |
+156 |
Mar13 |
111111 |
3482.0 |
3482.0 |
3482.0 |
3482.0 |
+59.4 |
42 |
1,018 |
+26 |
Total Volume and Open Interest |
71,455 |
109,689 |
-2,152 |
Platinum(NYMEX) |
Jan12 |
111111 |
1624.5 |
1649.0 |
1611.9 |
1646.7 |
+19.4 |
6,580 |
35,570 |
+333 |
Apr12 |
111111 |
1623.8 |
1652.1 |
1623.8 |
1650.2 |
+19.7 |
131 |
3,499 |
+53 |
Jul12 |
111111 |
1652.0 |
1653.7 |
1652.0 |
1653.7 |
+20.0 |
2 |
96 |
+2 |
Oct12 |
111111 |
1657.2 |
1657.2 |
1657.2 |
1657.2 |
+20.0 |
0 |
53 |
+0 |
Total Volume and Open Interest |
6,713 |
39,220 |
+368 |
Palladium(NYMEX) |
Dec11 |
111111 |
647.00 |
663.80 |
645.30 |
662.80 |
+15.00 |
4,030 |
16,157 |
-230 |
Mar12 |
111111 |
649.00 |
9.49 |
649.00 |
9.44 |
-640.31 |
309 |
3,102 |
+166 |
Jun12 |
111111 |
10.59 |
10.59 |
10.59 |
10.59 |
-640.31 |
1 |
4 |
+0 |
Total Volume and Open Interest |
4,340 |
19,263 |
-64 |
Copper(CMX) |
Dec11 |
111111 |
337.60 |
347.90 |
334.30 |
346.35 |
+8.95 |
54,056 |
48,504 |
-1,961 |
Mar12 |
111111 |
339.65 |
349.85 |
336.75 |
348.30 |
+8.85 |
10,371 |
44,693 |
+2,678 |
May12 |
111111 |
341.40 |
350.00 |
341.40 |
349.50 |
+8.85 |
1,506 |
14,189 |
+1,065 |
Jul12 |
111111 |
342.00 |
351.00 |
342.00 |
350.35 |
+8.85 |
570 |
5,025 |
+201 |
Sep12 |
111111 |
351.05 |
351.05 |
350.70 |
350.70 |
+8.85 |
540 |
2,120 |
+54 |
Total Volume and Open Interest |
67,851 |
125,808 |
+2,236 |
DJIA Index(CBOT) |
Dec11 |
111111 |
11839 |
12130 |
11839 |
12112 |
+257 |
331 |
17,445 |
+1,037 |
Mar12 |
111111 |
11968 |
12043 |
11968 |
12043 |
+258 |
2 |
403 |
+2 |
Jun12 |
111111 |
11976 |
11976 |
11718 |
11976 |
+258 |
0 |
400 |
+0 |
Sep12 |
111111 |
11913 |
11913 |
11655 |
11913 |
+258 |
|
|
|
Total Volume and Open Interest |
333 |
18,248 |
+1,039 |
E-mini DJIA Index(CBOT) |
Dec11 |
111111 |
11855 |
12142 |
11823 |
12112 |
+257 |
173,635 |
83,783 |
-1,381 |
Mar12 |
111111 |
11995 |
12066 |
11985 |
12043 |
+258 |
50 |
174 |
+6 |
Jun12 |
111111 |
11976 |
11976 |
11976 |
11976 |
+258 |
3 |
5 |
+0 |
Sep12 |
111111 |
11913 |
11913 |
11913 |
11913 |
+258 |
0 |
13 |
+0 |
Total Volume and Open Interest |
173,688 |
83,975 |
-1,375 |
S & P 500(CME) |
Dec11 |
111111 |
1238.80 |
1264.50 |
1233.90 |
1261.60 |
+24.20 |
25,267 |
275,263 |
-7,438 |
Mar12 |
111111 |
1253.00 |
1259.40 |
1252.40 |
1255.60 |
+24.20 |
1,641 |
13,848 |
+1,512 |
Jun12 |
111111 |
1250.50 |
1254.30 |
1248.30 |
1250.50 |
+24.20 |
155 |
1,611 |
+184 |
Sep12 |
111111 |
1244.50 |
1248.30 |
1242.30 |
1244.50 |
+24.20 |
0 |
2 |
+0 |
Total Volume and Open Interest |
27,063 |
290,834 |
-5,742 |
S & P 500 E-Mini(Globex) |
Dec11 |
111111 |
1237.50 |
1264.75 |
1233.75 |
1261.50 |
+24.00 |
3,248,837 |
2,886,130 |
+15,953 |
Mar12 |
111111 |
1233.00 |
1258.00 |
1228.75 |
1255.50 |
+24.00 |
3,405 |
21,720 |
+1,382 |
Total Volume and Open Interest |
3,252,382 |
2,909,286 |
+17,471 |
NASDAQ 100(CME) |
Dec11 |
111111 |
2310.00 |
2360.00 |
2302.50 |
2350.30 |
+46.80 |
2,848 |
30,376 |
-885 |
Mar12 |
111111 |
2345.80 |
2352.00 |
2345.80 |
2345.80 |
+46.80 |
0 |
50 |
+0 |
Jun12 |
111111 |
2342.80 |
2343.00 |
2342.80 |
2342.80 |
+46.80 |
|
|
|
Total Volume and Open Interest |
2,848 |
30,426 |
-885 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111111 |
2308.50 |
2360.30 |
2301.50 |
2350.30 |
+46.80 |
337,138 |
333,198 |
-12,743 |
Mar12 |
111111 |
2330.00 |
2354.00 |
2330.00 |
2345.80 |
+46.80 |
38 |
586 |
-3 |
Total Volume and Open Interest |
337,177 |
333,797 |
-12,746 |
S & P Midcap 400(CME) |
Dec11 |
111111 |
889.50 |
891.00 |
889.00 |
889.50 |
+20.90 |
110 |
5,583 |
+0 |
Mar12 |
111111 |
887.10 |
887.10 |
887.10 |
887.10 |
+20.50 |
|
|
|
Jun12 |
111111 |
885.10 |
885.10 |
885.10 |
885.10 |
+20.50 |
|
|
|
Total Volume and Open Interest |
110 |
5,583 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111111 |
8515 |
8620 |
8470 |
8600 |
+70 |
9,240 |
29,082 |
+98 |
Mar12 |
111111 |
8585 |
8615 |
8585 |
8605 |
+70 |
2 |
20 |
+1 |
Total Volume and Open Interest |
9,242 |
29,102 |
+99 |
Nikkei 225(SGX) |
Dec11 |
111111 |
8470 |
8575 |
8465 |
8500 |
+10 |
88,719 |
223,678 |
-342 |
Mar12 |
111111 |
8475 |
8545 |
8465 |
8490 |
+10 |
67 |
10,507 |
-3 |
Jun12 |
111111 |
8415 |
8415 |
8415 |
8415 |
+10 |
0 |
18 |
+0 |
Total Volume and Open Interest |
89,250 |
243,769 |
-273 |
CAC 40(EURONEXT) |
Nov11 |
111111 |
3084.5 |
3156.0 |
3055.0 |
3146.0 |
+83.0 |
132,504 |
260,530 |
+10,877 |
Dec11 |
111111 |
3076.0 |
3152.5 |
3062.0 |
3144.0 |
+83.0 |
798 |
37,145 |
+429 |
Jan12 |
111111 |
3140.5 |
3140.5 |
3140.5 |
3140.5 |
+83.0 |
|
|
|
Total Volume and Open Interest |
133,302 |
297,683 |
+11,306 |
Hang Seng Index(HKFE) |
Nov11 |
111111 |
19123 |
19186 |
18974 |
19071 |
+38 |
78,138 |
86,325 |
+4,607 |
Dec11 |
111111 |
19122 |
19165 |
18970 |
19058 |
+35 |
1,716 |
11,310 |
+120 |
Total Volume and Open Interest |
80,093 |
99,773 |
+4,820 |
DAX(EUREX) |
Dec11 |
111111 |
5921.5 |
6070.5 |
5856.5 |
6048.5 |
+177.5 |
232,221 |
156,995 |
+5,569 |
Mar12 |
111111 |
5940.0 |
6078.5 |
5886.5 |
6060.0 |
+178.0 |
1,448 |
8,074 |
+295 |
Jun12 |
111111 |
5906.5 |
6095.0 |
5906.5 |
6078.5 |
+178.0 |
411 |
1,456 |
+344 |
Total Volume and Open Interest |
234,080 |
166,525 |
+6,208 |
FT-SE 100(EURONEXT) |
Dec11 |
111111 |
5449.00 |
5543.50 |
5427.50 |
5533.00 |
+106.50 |
170,238 |
636,648 |
+8,735 |
Mar12 |
111111 |
5435.00 |
5501.50 |
5416.00 |
5498.50 |
+107.00 |
2,527 |
4,103 |
+2,208 |
Jun12 |
111111 |
5461.50 |
5461.50 |
5461.50 |
5461.50 |
+106.50 |
20 |
500 |
+20 |
Total Volume and Open Interest |
172,785 |
641,251 |
+10,963 |
SPI 200(SFE) |
Dec11 |
111111 |
4252.0 |
4319.0 |
4222.0 |
4309.0 |
+45.0 |
41,024 |
200,700 |
+6,051 |
Mar12 |
111111 |
4236.0 |
4290.0 |
4236.0 |
4290.0 |
+45.0 |
83 |
2,861 |
+39 |
Jun12 |
111111 |
4300.0 |
4300.0 |
4300.0 |
4300.0 |
+45.0 |
118 |
1,429 |
-148 |
Total Volume and Open Interest |
41,317 |
208,114 |
+5,724 |
GSCI(CME) |
Nov11 |
111111 |
664.50 |
666.50 |
659.65 |
665.25 |
+5.55 |
1,781 |
3,526 |
-1,279 |
Dec11 |
111111 |
665.50 |
667.50 |
660.45 |
666.25 |
+5.75 |
1,719 |
4,898 |
+1,539 |
Jan12 |
111111 |
665.25 |
666.50 |
660.45 |
665.25 |
+4.75 |
|
|
|
Total Volume and Open Interest |
3,500 |
8,424 |
+260 |
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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