|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon November 21, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
111121 |
1171.00 |
1174.25 |
1145.00 |
1148.00 |
-20.25 |
99,484 |
239,368 |
+1,421 |
Mar12 |
111121 |
1181.00 |
1183.75 |
1155.25 |
1158.00 |
-20.25 |
32,411 |
84,117 |
-1,820 |
May12 |
111121 |
1192.50 |
1193.00 |
1165.25 |
1167.75 |
-20.25 |
17,136 |
77,547 |
-111 |
Jul12 |
111121 |
1201.75 |
1201.75 |
1174.00 |
1176.75 |
-20.25 |
11,487 |
58,129 |
-587 |
Aug12 |
111121 |
1180.25 |
1195.50 |
1175.00 |
1176.00 |
-19.50 |
316 |
604 |
+18 |
Sep12 |
111121 |
1170.00 |
1186.50 |
1167.75 |
1167.75 |
-18.75 |
48 |
416 |
-8 |
Nov12 |
111121 |
1182.75 |
1186.50 |
1162.00 |
1164.25 |
-17.25 |
5,078 |
49,708 |
-544 |
Total Volume and Open Interest |
166,205 |
522,939 |
-1,639 |
Soybean Meal(CBOT) |
Dec11 |
111121 |
297.10 |
297.50 |
289.50 |
289.60 |
-8.80 |
35,640 |
52,826 |
-4,676 |
Jan12 |
111121 |
298.90 |
299.40 |
291.00 |
291.30 |
-9.00 |
26,272 |
47,098 |
+2,834 |
Mar12 |
111121 |
302.10 |
302.50 |
294.40 |
294.40 |
-9.20 |
11,821 |
32,908 |
+608 |
May12 |
111121 |
305.60 |
305.60 |
297.50 |
297.50 |
-9.40 |
3,923 |
26,767 |
+298 |
Jul12 |
111121 |
309.50 |
309.70 |
301.50 |
301.50 |
-9.30 |
2,975 |
21,540 |
+423 |
Aug12 |
111121 |
306.50 |
307.30 |
302.50 |
302.50 |
-9.20 |
318 |
4,217 |
+116 |
Sep12 |
111121 |
307.00 |
308.20 |
302.70 |
302.70 |
-8.90 |
288 |
4,425 |
+82 |
Oct12 |
111121 |
304.60 |
305.50 |
299.20 |
299.20 |
-8.70 |
178 |
2,933 |
+96 |
Total Volume and Open Interest |
83,304 |
210,082 |
+309 |
Soybean Oil(CBOT) |
Dec11 |
111121 |
50.88 |
51.00 |
49.51 |
49.89 |
-0.99 |
56,736 |
64,801 |
-5,881 |
Jan12 |
111121 |
51.12 |
51.24 |
49.71 |
50.13 |
-0.99 |
37,465 |
83,877 |
+3,416 |
Mar12 |
111121 |
51.50 |
51.60 |
50.07 |
50.51 |
-0.97 |
14,312 |
58,966 |
+1,034 |
May12 |
111121 |
51.90 |
51.90 |
50.40 |
50.85 |
-0.97 |
5,518 |
36,179 |
+720 |
Jul12 |
111121 |
52.11 |
52.22 |
50.71 |
51.15 |
-0.96 |
3,678 |
25,342 |
-387 |
Aug12 |
111121 |
51.63 |
51.63 |
50.90 |
51.23 |
-0.95 |
70 |
3,347 |
+4 |
Sep12 |
111121 |
52.26 |
52.26 |
50.90 |
51.25 |
-0.95 |
118 |
3,820 |
+9 |
Oct12 |
111121 |
50.83 |
51.42 |
50.82 |
51.07 |
-0.97 |
52 |
3,800 |
+27 |
Total Volume and Open Interest |
118,893 |
294,402 |
-962 |
Canola(WCE) |
Nov11 |
111114 |
517.9 |
517.9 |
517.9 |
517.9 |
+4.4 |
|
|
|
Jan12 |
111121 |
520.0 |
520.1 |
512.0 |
512.5 |
-6.2 |
13,236 |
89,712 |
-4,524 |
Mar12 |
111121 |
525.8 |
525.9 |
517.7 |
518.1 |
-6.6 |
6,641 |
32,180 |
+3,889 |
May12 |
111121 |
528.3 |
528.9 |
520.8 |
521.4 |
-6.1 |
1,285 |
14,726 |
+24 |
Jul12 |
111121 |
533.1 |
535.0 |
526.5 |
527.1 |
-6.2 |
1,381 |
8,539 |
+376 |
Total Volume and Open Interest |
23,548 |
158,455 |
-431 |
Corn(CBOT) |
Dec11 |
111121 |
610.00 |
611.25 |
593.25 |
597.75 |
-12.50 |
202,446 |
343,467 |
-3,130 |
Mar12 |
111121 |
617.75 |
618.75 |
600.50 |
605.00 |
-13.00 |
125,406 |
470,666 |
+6,312 |
May12 |
111121 |
624.50 |
625.00 |
607.50 |
611.50 |
-13.00 |
26,079 |
133,855 |
+992 |
Jul12 |
111121 |
628.00 |
628.75 |
611.25 |
615.50 |
-12.50 |
26,287 |
132,727 |
+701 |
Sep12 |
111121 |
583.00 |
583.00 |
568.00 |
569.00 |
-14.00 |
2,936 |
33,812 |
+365 |
Dec12 |
111121 |
559.50 |
560.25 |
547.25 |
550.00 |
-9.00 |
24,038 |
164,764 |
+2,455 |
Total Volume and Open Interest |
408,177 |
1,328,780 |
+7,871 |
Wheat(CBOT) |
Dec11 |
111121 |
597.75 |
602.00 |
584.50 |
591.50 |
-6.75 |
52,299 |
81,783 |
-5,505 |
Mar12 |
111121 |
614.75 |
618.25 |
600.50 |
609.00 |
-5.75 |
43,384 |
150,555 |
+5,658 |
May12 |
111121 |
633.25 |
633.25 |
619.00 |
627.50 |
-6.00 |
9,249 |
57,141 |
+301 |
Jul12 |
111121 |
646.75 |
648.75 |
632.00 |
641.50 |
-4.50 |
8,200 |
62,006 |
-1,408 |
Sep12 |
111121 |
665.00 |
665.00 |
651.50 |
659.75 |
-4.25 |
1,663 |
12,384 |
+563 |
Total Volume and Open Interest |
119,008 |
406,036 |
-734 |
Wheat(KCBT) |
Dec11 |
111121 |
668.00 |
670.75 |
658.50 |
667.00 |
-1.50 |
7,979 |
30,975 |
-2,184 |
Mar12 |
111121 |
679.25 |
681.50 |
669.25 |
678.00 |
-1.25 |
9,154 |
66,474 |
+288 |
May12 |
111121 |
681.75 |
688.50 |
676.75 |
685.50 |
-1.25 |
1,952 |
12,311 |
+82 |
Jul12 |
111121 |
694.75 |
695.25 |
684.00 |
692.75 |
-0.75 |
2,315 |
35,318 |
+155 |
Sep12 |
111121 |
707.25 |
708.75 |
698.50 |
707.00 |
-0.50 |
883 |
4,646 |
+644 |
Total Volume and Open Interest |
23,376 |
154,689 |
-675 |
Wheat(MGE) |
Dec11 |
111121 |
915.25 |
916.25 |
895.00 |
896.50 |
-20.75 |
969 |
6,783 |
-419 |
Mar12 |
111121 |
873.00 |
875.50 |
859.00 |
862.50 |
-12.75 |
2,747 |
18,955 |
+62 |
May12 |
111121 |
843.00 |
843.00 |
830.25 |
834.25 |
-8.75 |
586 |
6,389 |
+261 |
Jul12 |
111121 |
824.75 |
824.75 |
815.50 |
818.25 |
-6.50 |
723 |
8,131 |
+110 |
Sep12 |
111121 |
798.50 |
798.50 |
790.00 |
793.50 |
-5.25 |
546 |
3,217 |
+3 |
Total Volume and Open Interest |
6,145 |
46,556 |
+52 |
Oats(CBOT) |
Dec11 |
111121 |
304.50 |
307.00 |
298.50 |
300.00 |
-4.00 |
1,494 |
6,432 |
+31 |
Mar12 |
111121 |
305.50 |
305.75 |
294.00 |
295.00 |
-9.00 |
813 |
10,247 |
+298 |
May12 |
111121 |
306.75 |
309.50 |
299.50 |
299.50 |
-10.00 |
18 |
1,314 |
+5 |
Jul12 |
111121 |
310.75 |
315.50 |
305.00 |
305.00 |
-10.50 |
12 |
41 |
+11 |
Total Volume and Open Interest |
2,337 |
18,157 |
+345 |
Rough Rice(CBOT) |
Nov11 |
111114 |
15.05 |
15.05 |
15.01 |
15.05 |
+0.05 |
4 |
14 |
-23 |
Jan12 |
111121 |
14.68 |
14.81 |
14.45 |
14.45 |
-0.23 |
912 |
11,588 |
-125 |
Mar12 |
111121 |
14.97 |
15.08 |
14.75 |
14.75 |
-0.22 |
342 |
4,520 |
+22 |
May12 |
111121 |
15.16 |
15.16 |
15.04 |
15.04 |
-0.20 |
15 |
585 |
+0 |
Total Volume and Open Interest |
1,297 |
17,463 |
-93 |
Live Cattle(CME) |
Dec11 |
111121 |
119.800 |
120.330 |
118.450 |
119.980 |
+0.280 |
18,369 |
63,643 |
-3,974 |
Feb12 |
111121 |
121.700 |
122.350 |
120.180 |
121.800 |
+0.015 |
19,434 |
127,383 |
+2,598 |
Apr12 |
111121 |
125.535 |
126.500 |
124.100 |
126.050 |
+0.265 |
6,518 |
81,669 |
+674 |
Jun12 |
111121 |
124.730 |
125.350 |
123.535 |
125.285 |
+0.435 |
3,813 |
41,545 |
+573 |
Aug12 |
111121 |
125.000 |
125.550 |
123.930 |
125.550 |
+0.220 |
1,171 |
8,775 |
+366 |
Oct12 |
111121 |
127.400 |
128.100 |
126.450 |
128.100 |
+0.300 |
710 |
4,898 |
+14 |
Total Volume and Open Interest |
50,625 |
331,774 |
+575 |
Feeder Cattle(CME) |
Jan12 |
111121 |
147.435 |
147.630 |
145.535 |
146.185 |
-1.250 |
3,521 |
18,274 |
+1,128 |
Mar12 |
111121 |
148.485 |
148.735 |
146.850 |
148.000 |
-0.700 |
863 |
6,266 |
+155 |
Apr12 |
111121 |
149.800 |
149.800 |
148.100 |
149.100 |
-0.835 |
622 |
2,588 |
+176 |
May12 |
111121 |
150.000 |
150.000 |
148.600 |
149.300 |
-0.950 |
392 |
2,833 |
+113 |
Aug12 |
111121 |
150.750 |
151.000 |
149.600 |
150.750 |
-0.800 |
226 |
3,065 |
+141 |
Sep12 |
111121 |
150.435 |
151.000 |
149.880 |
151.000 |
-0.800 |
53 |
412 |
+27 |
Oct12 |
111121 |
150.075 |
150.800 |
150.075 |
150.800 |
-1.200 |
17 |
89 |
+12 |
Total Volume and Open Interest |
5,694 |
33,527 |
-945 |
Lean Hogs(CME) |
Dec11 |
111121 |
87.480 |
88.000 |
87.150 |
87.950 |
+0.470 |
16,180 |
33,950 |
-3,162 |
Feb12 |
111121 |
90.980 |
91.500 |
90.400 |
91.000 |
+0.020 |
15,339 |
84,398 |
+458 |
Apr12 |
111121 |
93.750 |
94.330 |
93.300 |
94.050 |
+0.500 |
5,280 |
59,469 |
+542 |
May12 |
111121 |
98.850 |
99.400 |
98.500 |
99.400 |
+0.800 |
56 |
2,158 |
+32 |
Jun12 |
111121 |
100.150 |
101.050 |
99.930 |
101.035 |
+0.785 |
5,903 |
37,199 |
+812 |
Jul12 |
111121 |
98.750 |
99.400 |
98.330 |
99.300 |
+0.400 |
534 |
9,778 |
+96 |
Aug12 |
111121 |
97.200 |
98.000 |
96.930 |
97.930 |
+0.480 |
1,066 |
11,929 |
+280 |
Oct12 |
111121 |
85.800 |
86.050 |
85.300 |
86.000 |
+0.200 |
587 |
6,036 |
+449 |
Total Volume and Open Interest |
45,207 |
247,231 |
-361 |
Class III Milk(CME) |
Nov11 |
111121 |
19.07 |
19.12 |
19.04 |
19.12 |
+0.03 |
79 |
5,569 |
-11 |
Dec11 |
111121 |
18.30 |
18.85 |
18.07 |
18.65 |
+0.38 |
759 |
6,259 |
-129 |
Jan12 |
111121 |
17.30 |
17.74 |
17.22 |
17.52 |
+0.25 |
608 |
4,102 |
+300 |
Feb12 |
111121 |
16.94 |
17.00 |
16.75 |
16.90 |
+0.15 |
221 |
2,886 |
+79 |
Mar12 |
111121 |
16.75 |
16.90 |
16.66 |
16.80 |
+0.14 |
203 |
2,560 |
+134 |
Total Volume and Open Interest |
2,162 |
33,299 |
+532 |
Cocoa(ICE) |
Dec11 |
111121 |
2295 |
2295 |
2240 |
2264 |
-44 |
246 |
268 |
-383 |
Mar12 |
111121 |
2440 |
2440 |
2403 |
2414 |
-44 |
12,781 |
79,826 |
-413 |
May12 |
111121 |
2441 |
2441 |
2412 |
2420 |
-44 |
2,140 |
29,516 |
+479 |
Jul12 |
111121 |
2443 |
2447 |
2428 |
2431 |
-48 |
542 |
14,301 |
+7 |
Sep12 |
111121 |
2469 |
2469 |
2438 |
2438 |
-53 |
162 |
12,200 |
+38 |
Dec12 |
111121 |
2485 |
2485 |
2454 |
2454 |
-53 |
55 |
12,758 |
+29 |
Mar13 |
111121 |
2513 |
2513 |
2468 |
2468 |
-53 |
6 |
3,654 |
+6 |
Total Volume and Open Interest |
15,978 |
155,172 |
-208 |
Coffee "C"(ICE) |
Dec11 |
111121 |
233.70 |
234.50 |
231.95 |
232.20 |
-2.00 |
9,336 |
5,812 |
-5,015 |
Mar12 |
111121 |
238.25 |
238.55 |
236.10 |
237.00 |
-1.85 |
12,298 |
55,520 |
+1,939 |
May12 |
111121 |
240.10 |
240.40 |
238.50 |
239.35 |
-1.70 |
1,898 |
20,459 |
+306 |
Jul12 |
111121 |
242.10 |
242.20 |
240.85 |
241.15 |
-1.65 |
403 |
6,192 |
+22 |
Sep12 |
111121 |
242.85 |
242.90 |
241.30 |
241.75 |
-1.75 |
148 |
5,342 |
-15 |
Dec12 |
111121 |
243.15 |
243.15 |
241.60 |
242.10 |
-1.85 |
90 |
6,404 |
+43 |
Total Volume and Open Interest |
24,232 |
100,828 |
-2,703 |
Orange Juice(ICE) |
Jan12 |
111121 |
176.90 |
180.00 |
176.90 |
178.55 |
+1.65 |
1,185 |
19,346 |
+386 |
Mar12 |
111121 |
171.65 |
173.75 |
171.65 |
172.45 |
+0.80 |
263 |
5,317 |
+96 |
May12 |
111121 |
170.55 |
172.00 |
170.55 |
171.30 |
+0.85 |
17 |
1,686 |
-1 |
Jul12 |
111121 |
172.25 |
172.75 |
171.50 |
171.50 |
+0.75 |
0 |
388 |
+0 |
Sep12 |
111121 |
170.90 |
170.90 |
170.90 |
170.90 |
+0.75 |
0 |
53 |
+0 |
Nov12 |
111121 |
170.55 |
170.55 |
170.55 |
170.55 |
+0.70 |
0 |
8 |
+0 |
Total Volume and Open Interest |
1,465 |
26,804 |
+481 |
Sugar #11(ICE) |
Mar12 |
111121 |
24.06 |
24.32 |
23.86 |
24.09 |
+0.12 |
49,691 |
212,755 |
-474 |
May12 |
111121 |
23.69 |
23.80 |
23.41 |
23.58 |
+0.09 |
11,115 |
85,165 |
+2,573 |
Jul12 |
111121 |
23.22 |
23.43 |
23.04 |
23.19 |
+0.09 |
7,244 |
83,516 |
+947 |
Oct12 |
111121 |
23.09 |
23.45 |
23.06 |
23.20 |
+0.07 |
3,438 |
45,179 |
-193 |
Mar13 |
111121 |
23.47 |
23.78 |
23.40 |
23.54 |
+0.05 |
2,307 |
30,769 |
+30 |
Total Volume and Open Interest |
77,268 |
494,571 |
+4,644 |
London Cocoa(LCE) |
Dec11 |
111121 |
1533 |
1534 |
1510 |
1514 |
-23 |
2,486 |
70,990 |
-52 |
Mar12 |
111121 |
1561 |
1562 |
1536 |
1541 |
-24 |
8,489 |
61,281 |
+852 |
May12 |
111121 |
1578 |
1578 |
1552 |
1557 |
-24 |
814 |
19,525 |
+136 |
Jul12 |
111121 |
1593 |
1593 |
1568 |
1571 |
-25 |
868 |
23,598 |
+99 |
Sep12 |
111121 |
1603 |
1603 |
1579 |
1582 |
-24 |
436 |
15,693 |
+234 |
Dec12 |
111121 |
1617 |
1617 |
1591 |
1591 |
-32 |
96 |
12,251 |
+15 |
Mar13 |
111121 |
1635 |
1635 |
1602 |
1602 |
-33 |
2 |
3,156 |
+2 |
Total Volume and Open Interest |
13,191 |
208,401 |
+1,286 |
London Sugar(LCE) |
Mar12 |
111121 |
623.00 |
632.60 |
620.70 |
624.70 |
+1.70 |
3,042 |
21,655 |
+179 |
May12 |
111121 |
614.40 |
621.70 |
609.30 |
613.80 |
+1.40 |
569 |
7,162 |
-67 |
Aug12 |
111121 |
610.10 |
610.20 |
602.70 |
606.20 |
+1.10 |
407 |
5,843 |
+184 |
Oct12 |
111121 |
609.10 |
609.20 |
601.20 |
605.00 |
unch |
286 |
2,993 |
+62 |
Dec12 |
111121 |
610.20 |
610.20 |
605.70 |
608.20 |
+0.20 |
76 |
1,026 |
+22 |
Total Volume and Open Interest |
4,390 |
39,582 |
+380 |
Cotton(ICE) |
Dec11 |
111121 |
95.16 |
95.78 |
90.81 |
90.81 |
-4.00 |
5,723 |
10,156 |
-2,986 |
Mar12 |
111121 |
93.44 |
93.71 |
90.16 |
90.41 |
-2.86 |
13,715 |
86,706 |
+2,163 |
May12 |
111121 |
93.40 |
93.51 |
90.25 |
90.70 |
-2.72 |
1,604 |
17,135 |
+111 |
Jul12 |
111121 |
93.00 |
93.64 |
90.35 |
90.93 |
-2.66 |
766 |
17,656 |
-18 |
Oct12 |
111121 |
91.80 |
92.20 |
91.80 |
92.08 |
-1.81 |
0 |
85 |
+0 |
Dec12 |
111121 |
91.32 |
91.32 |
89.11 |
89.63 |
-1.37 |
90 |
6,432 |
+23 |
Total Volume and Open Interest |
21,952 |
139,409 |
-686 |
Lumber(CME) |
Jan12 |
111121 |
248.5 |
254.0 |
244.0 |
246.5 |
-1.0 |
861 |
6,819 |
-348 |
Mar12 |
111121 |
267.0 |
270.2 |
261.2 |
263.9 |
-0.6 |
286 |
2,026 |
+26 |
May12 |
111121 |
275.0 |
279.5 |
271.3 |
274.0 |
unch |
110 |
258 |
+56 |
Jul12 |
111121 |
284.8 |
285.0 |
277.4 |
279.0 |
-1.0 |
63 |
134 |
+44 |
Total Volume and Open Interest |
1,352 |
9,276 |
-199 |
Crude Oil(NYM) |
Dec11 |
111118 |
98.61 |
100.15 |
96.64 |
97.41 |
-1.41 |
379,612 |
81,174 |
-28,056 |
Jan12 |
111121 |
97.54 |
97.86 |
95.24 |
96.92 |
-0.75 |
420,238 |
334,138 |
+6,042 |
Feb12 |
111121 |
97.32 |
97.83 |
95.31 |
96.99 |
-0.64 |
58,205 |
81,309 |
-791 |
Mar12 |
111121 |
97.30 |
97.83 |
95.40 |
97.06 |
-0.56 |
44,347 |
95,594 |
+1,999 |
Apr12 |
111121 |
97.52 |
97.80 |
95.51 |
97.09 |
-0.52 |
20,307 |
39,028 |
-34 |
May12 |
111121 |
96.77 |
97.53 |
95.45 |
97.08 |
-0.49 |
17,669 |
35,788 |
-625 |
Jun12 |
111121 |
97.00 |
97.72 |
95.44 |
97.00 |
-0.46 |
44,403 |
74,946 |
-2,709 |
Jul12 |
111121 |
96.86 |
97.26 |
95.38 |
96.85 |
-0.43 |
9,772 |
35,397 |
+1,192 |
Aug12 |
111121 |
96.02 |
96.65 |
95.50 |
96.65 |
-0.42 |
8,654 |
22,889 |
-518 |
Sep12 |
111121 |
96.44 |
96.44 |
96.44 |
96.44 |
-0.41 |
7,545 |
27,571 |
+467 |
Oct12 |
111121 |
96.11 |
96.25 |
96.11 |
96.25 |
-0.40 |
5,399 |
24,937 |
+664 |
Nov12 |
111121 |
95.20 |
96.10 |
95.20 |
96.10 |
-0.38 |
5,088 |
25,745 |
+438 |
Dec12 |
111121 |
96.26 |
96.58 |
94.46 |
95.93 |
-0.36 |
45,165 |
165,080 |
-6,822 |
Jan13 |
111121 |
94.89 |
95.62 |
94.55 |
95.62 |
-0.35 |
1,758 |
29,882 |
+385 |
Feb13 |
111121 |
95.27 |
95.27 |
95.27 |
95.27 |
-0.34 |
385 |
11,358 |
+60 |
Mar13 |
111121 |
94.92 |
94.92 |
94.92 |
94.92 |
-0.34 |
177 |
8,805 |
+10 |
Total Volume and Open Interest |
919,012 |
1,307,516 |
-44,224 |
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 |
111121 |
97.525 |
97.875 |
95.225 |
96.925 |
-0.750 |
13,351 |
1,685 |
+323 |
Feb12 |
111121 |
97.650 |
97.725 |
95.450 |
97.000 |
-0.625 |
205 |
213 |
+43 |
Mar12 |
111121 |
97.100 |
97.300 |
96.075 |
97.050 |
-0.575 |
49 |
102 |
+31 |
Apr12 |
111121 |
97.100 |
97.100 |
97.100 |
97.100 |
-0.500 |
2 |
23 |
+2 |
May12 |
111121 |
97.075 |
97.075 |
97.075 |
97.075 |
-0.500 |
1 |
7 |
+0 |
Jun12 |
111121 |
95.650 |
97.000 |
95.650 |
97.000 |
-0.450 |
7 |
14 |
-2 |
Jul12 |
111121 |
96.850 |
96.850 |
96.850 |
96.850 |
-0.425 |
0 |
4 |
+0 |
Aug12 |
111121 |
96.650 |
96.650 |
96.650 |
96.650 |
-0.425 |
12 |
5 |
+4 |
Total Volume and Open Interest |
13,643 |
2,276 |
-2,701 |
Heating Oil(NYM) |
Dec11 |
111121 |
304.91 |
305.90 |
296.83 |
299.43 |
-3.82 |
60,358 |
57,277 |
-7,348 |
Jan12 |
111121 |
305.74 |
306.74 |
297.78 |
300.43 |
-3.70 |
53,400 |
78,092 |
+4,173 |
Feb12 |
111121 |
304.36 |
305.61 |
297.79 |
300.50 |
-3.21 |
25,091 |
33,504 |
+2,082 |
Mar12 |
111121 |
302.66 |
303.43 |
296.54 |
299.49 |
-2.75 |
19,081 |
27,877 |
+1,128 |
Apr12 |
111121 |
299.94 |
300.62 |
294.78 |
297.16 |
-2.48 |
8,113 |
16,577 |
+999 |
May12 |
111121 |
297.36 |
297.92 |
291.91 |
294.71 |
-2.28 |
4,286 |
12,985 |
+103 |
Jun12 |
111121 |
295.59 |
297.40 |
290.59 |
293.59 |
-2.00 |
12,251 |
31,465 |
+420 |
Jul12 |
111121 |
295.33 |
295.33 |
292.00 |
293.56 |
-1.85 |
1,478 |
8,071 |
+197 |
Aug12 |
111121 |
295.54 |
295.54 |
290.85 |
293.71 |
-1.74 |
1,154 |
4,300 |
+458 |
Sep12 |
111121 |
296.12 |
296.12 |
292.04 |
294.25 |
-1.68 |
1,190 |
5,137 |
+91 |
Oct12 |
111121 |
297.20 |
297.20 |
293.30 |
295.04 |
-1.65 |
820 |
2,430 |
+230 |
Nov12 |
111121 |
297.96 |
297.97 |
294.10 |
295.85 |
-1.62 |
188 |
1,553 |
+9 |
Total Volume and Open Interest |
190,501 |
299,447 |
+3,119 |
Gasoline(NYMEX) |
Dec11 |
111121 |
248.98 |
250.64 |
245.27 |
248.90 |
+1.06 |
46,307 |
48,584 |
-6,917 |
Jan12 |
111121 |
249.48 |
251.26 |
246.13 |
249.87 |
+1.07 |
50,571 |
80,123 |
+3,849 |
Feb12 |
111121 |
251.01 |
252.00 |
247.27 |
250.96 |
+0.94 |
18,374 |
26,244 |
+987 |
Mar12 |
111121 |
252.90 |
253.59 |
249.10 |
252.67 |
+0.82 |
12,705 |
28,031 |
-772 |
Apr12 |
111121 |
266.20 |
267.94 |
264.08 |
267.24 |
+0.61 |
9,154 |
22,814 |
-523 |
May12 |
111121 |
267.39 |
267.70 |
263.83 |
267.14 |
+0.57 |
5,805 |
15,225 |
+661 |
Jun12 |
111121 |
263.97 |
265.84 |
261.95 |
265.20 |
+0.55 |
7,148 |
21,463 |
+173 |
Jul12 |
111121 |
263.10 |
263.10 |
261.00 |
262.80 |
+0.47 |
1,354 |
6,327 |
+83 |
Aug12 |
111121 |
258.32 |
260.29 |
257.81 |
260.29 |
+0.43 |
874 |
8,137 |
+225 |
Sep12 |
111121 |
258.00 |
258.00 |
257.65 |
257.65 |
+0.41 |
750 |
6,868 |
+112 |
Total Volume and Open Interest |
154,217 |
284,775 |
-2,184 |
e-miNY RBOB Gasoline(NYM) |
Dec11 |
111121 |
248.90 |
248.90 |
248.90 |
248.90 |
+1.10 |
|
|
|
Jan12 |
111121 |
249.90 |
249.90 |
249.87 |
249.90 |
+1.10 |
0 |
1 |
-1 |
Feb12 |
111121 |
251.00 |
251.00 |
250.96 |
251.00 |
+1.00 |
0 |
1 |
-1 |
Mar12 |
111121 |
252.70 |
252.70 |
252.67 |
252.70 |
+0.80 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
-2 |
Natural Gas(NYM) |
Dec11 |
111121 |
3.329 |
3.440 |
3.285 |
3.399 |
+0.083 |
169,142 |
81,084 |
-12,275 |
Jan12 |
111121 |
3.505 |
3.589 |
3.461 |
3.558 |
+0.062 |
90,217 |
293,533 |
+5,644 |
Feb12 |
111121 |
3.511 |
3.602 |
3.478 |
3.573 |
+0.061 |
24,516 |
86,186 |
+3,153 |
Mar12 |
111121 |
3.505 |
3.587 |
3.470 |
3.567 |
+0.066 |
23,389 |
105,361 |
+1,966 |
Apr12 |
111121 |
3.529 |
3.624 |
3.493 |
3.604 |
+0.077 |
26,418 |
100,966 |
-242 |
May12 |
111121 |
3.525 |
3.665 |
3.525 |
3.648 |
+0.076 |
7,192 |
43,776 |
+357 |
Jun12 |
111121 |
3.615 |
3.708 |
3.603 |
3.695 |
+0.077 |
3,924 |
20,356 |
+275 |
Jul12 |
111121 |
3.664 |
3.758 |
3.658 |
3.745 |
+0.076 |
3,021 |
18,792 |
+232 |
Aug12 |
111121 |
3.661 |
3.788 |
3.661 |
3.771 |
+0.075 |
2,704 |
16,104 |
+132 |
Sep12 |
111121 |
3.680 |
3.784 |
3.677 |
3.771 |
+0.075 |
2,163 |
12,117 |
+504 |
Oct12 |
111121 |
3.715 |
3.821 |
3.705 |
3.806 |
+0.074 |
9,700 |
55,606 |
+807 |
Nov12 |
111121 |
3.857 |
3.960 |
3.853 |
3.946 |
+0.071 |
4,648 |
22,371 |
+633 |
Dec12 |
111121 |
4.135 |
4.244 |
4.135 |
4.231 |
+0.064 |
2,784 |
22,997 |
+376 |
Jan13 |
111121 |
4.288 |
4.375 |
4.275 |
4.362 |
+0.062 |
7,682 |
29,959 |
-1,926 |
Feb13 |
111121 |
4.270 |
4.362 |
4.266 |
4.350 |
+0.062 |
449 |
6,142 |
+223 |
Mar13 |
111121 |
4.223 |
4.315 |
4.223 |
4.304 |
+0.061 |
458 |
13,597 |
+74 |
Total Volume and Open Interest |
382,896 |
1,004,615 |
+394 |
Brent Crude Oil(ICE) |
Jan12 |
111121 |
107.46 |
107.74 |
105.65 |
106.88 |
-0.68 |
269,899 |
197,248 |
-1,243 |
Feb12 |
111121 |
107.31 |
107.52 |
105.47 |
106.66 |
-0.74 |
129,094 |
161,011 |
+10,166 |
Mar12 |
111121 |
107.00 |
107.18 |
105.23 |
106.38 |
-0.70 |
78,900 |
95,974 |
+7,286 |
Apr12 |
111121 |
106.46 |
106.89 |
105.01 |
106.16 |
-0.64 |
35,468 |
38,145 |
+2,451 |
May12 |
111121 |
106.40 |
106.59 |
104.77 |
105.93 |
-0.58 |
26,253 |
22,233 |
+2,237 |
Jun12 |
111121 |
106.07 |
106.27 |
104.50 |
105.66 |
-0.53 |
58,586 |
68,998 |
+6,492 |
Jul12 |
111121 |
105.77 |
106.02 |
104.29 |
105.41 |
-0.49 |
12,102 |
19,305 |
+871 |
Aug12 |
111121 |
105.46 |
105.70 |
104.01 |
105.15 |
-0.44 |
7,384 |
24,587 |
+736 |
Sep12 |
111121 |
105.07 |
105.37 |
103.65 |
104.78 |
-0.41 |
7,377 |
28,402 |
+459 |
Oct12 |
111121 |
104.44 |
104.44 |
104.44 |
104.44 |
-0.39 |
2,886 |
12,700 |
+371 |
Nov12 |
111121 |
104.10 |
104.10 |
104.10 |
104.10 |
-0.38 |
3,064 |
18,599 |
-318 |
Dec12 |
111121 |
103.99 |
104.32 |
102.60 |
103.73 |
-0.38 |
43,722 |
101,525 |
-1,033 |
Jan13 |
111121 |
103.43 |
103.43 |
103.43 |
103.43 |
-0.35 |
1,924 |
9,652 |
+502 |
Feb13 |
111121 |
103.07 |
103.07 |
103.07 |
103.07 |
-0.33 |
474 |
5,161 |
+2 |
Total Volume and Open Interest |
703,878 |
960,938 |
+29,418 |
Gas Oil(ICE) |
Dec11 |
111121 |
958.00 |
962.25 |
941.50 |
949.50 |
-23.50 |
95,303 |
129,946 |
-6,176 |
Jan12 |
111121 |
949.50 |
953.75 |
932.75 |
940.75 |
-23.00 |
110,424 |
106,214 |
+4,839 |
Feb12 |
111121 |
942.25 |
946.75 |
926.25 |
934.25 |
-22.50 |
39,800 |
48,697 |
-2,483 |
Mar12 |
111121 |
937.00 |
941.00 |
921.50 |
929.00 |
-21.75 |
26,258 |
38,677 |
+556 |
Apr12 |
111121 |
933.00 |
937.00 |
918.50 |
924.75 |
-21.50 |
12,040 |
21,787 |
-284 |
May12 |
111121 |
930.25 |
934.00 |
915.25 |
922.00 |
-20.75 |
9,205 |
23,771 |
-794 |
Jun12 |
111121 |
929.50 |
933.50 |
915.00 |
921.50 |
-20.25 |
17,927 |
54,310 |
-907 |
Jul12 |
111121 |
930.75 |
934.25 |
918.00 |
922.25 |
-20.25 |
2,083 |
16,650 |
+127 |
Aug12 |
111121 |
931.25 |
934.75 |
918.75 |
923.00 |
-19.75 |
1,872 |
11,778 |
+412 |
Sep12 |
111121 |
930.25 |
934.00 |
918.25 |
922.50 |
-19.25 |
2,084 |
11,988 |
-59 |
Total Volume and Open Interest |
330,199 |
556,617 |
-4,483 |
Ethanol(CBOT) |
Nov11 |
111103 |
2.806 |
2.845 |
2.790 |
2.790 |
+0.004 |
130 |
244 |
-76 |
Dec11 |
111121 |
2.580 |
2.580 |
2.530 |
2.544 |
-0.056 |
127 |
566 |
-333 |
Jan12 |
111121 |
2.339 |
2.339 |
2.290 |
2.302 |
-0.055 |
142 |
1,913 |
-111 |
Feb12 |
111121 |
2.237 |
2.237 |
2.202 |
2.214 |
-0.044 |
111 |
1,252 |
-5 |
Mar12 |
111121 |
2.217 |
2.220 |
2.206 |
2.214 |
-0.045 |
101 |
1,296 |
-47 |
Apr12 |
111121 |
2.229 |
2.230 |
2.215 |
2.221 |
-0.039 |
111 |
713 |
-91 |
May12 |
111121 |
2.224 |
2.235 |
2.224 |
2.231 |
-0.039 |
13 |
746 |
+3 |
Jun12 |
111121 |
2.235 |
2.250 |
2.225 |
2.233 |
-0.054 |
44 |
579 |
-4 |
Total Volume and Open Interest |
803 |
10,830 |
-523 |
WTI Crude Oil(ICE) |
Dec11 |
111117 |
102.30 |
103.38 |
98.41 |
98.82 |
-3.77 |
61,140 |
58,670 |
-5,939 |
Jan12 |
111121 |
97.46 |
97.86 |
95.23 |
96.92 |
-0.75 |
124,740 |
69,035 |
-3,906 |
Feb12 |
111121 |
97.53 |
97.67 |
95.31 |
96.99 |
-0.64 |
27,535 |
44,656 |
+1,041 |
Mar12 |
111121 |
97.16 |
97.67 |
95.35 |
97.06 |
-0.56 |
23,742 |
32,396 |
+1,813 |
Apr12 |
111121 |
97.06 |
97.39 |
95.51 |
97.09 |
-0.52 |
10,321 |
14,529 |
+1,184 |
May12 |
111121 |
97.21 |
97.32 |
95.48 |
97.08 |
-0.49 |
9,535 |
10,478 |
-465 |
Jun12 |
111121 |
97.01 |
97.51 |
95.36 |
97.00 |
-0.46 |
25,429 |
42,068 |
+1,201 |
Jul12 |
111121 |
96.30 |
96.85 |
95.37 |
96.85 |
-0.43 |
4,815 |
9,561 |
+775 |
Aug12 |
111121 |
95.69 |
96.65 |
95.16 |
96.65 |
-0.42 |
3,190 |
5,965 |
+722 |
Sep12 |
111121 |
95.78 |
96.44 |
94.98 |
96.44 |
-0.41 |
2,327 |
10,836 |
+125 |
Oct12 |
111121 |
96.25 |
96.25 |
96.25 |
96.25 |
-0.40 |
1,070 |
4,496 |
+44 |
Nov12 |
111121 |
96.10 |
96.10 |
96.10 |
96.10 |
-0.38 |
804 |
3,858 |
+7 |
Dec12 |
111121 |
96.30 |
96.51 |
94.45 |
95.93 |
-0.36 |
23,867 |
56,790 |
+1,167 |
Jan13 |
111121 |
95.62 |
95.62 |
95.62 |
95.62 |
-0.35 |
57 |
2,219 |
+0 |
Feb13 |
111121 |
95.27 |
95.27 |
95.27 |
95.27 |
-0.34 |
0 |
641 |
+0 |
Mar13 |
111121 |
94.92 |
94.92 |
94.92 |
94.92 |
-0.34 |
0 |
1,564 |
+0 |
Total Volume and Open Interest |
266,130 |
404,003 |
-46,808 |
US Dollar Index(ICE) |
Dec11 |
111121 |
78.230 |
78.710 |
78.145 |
78.463 |
+0.208 |
23,037 |
54,676 |
-879 |
Mar12 |
111121 |
78.610 |
78.995 |
78.610 |
78.842 |
+0.217 |
19 |
684 |
+6 |
Jun12 |
111121 |
79.262 |
79.262 |
79.262 |
79.262 |
+0.197 |
|
|
|
Total Volume and Open Interest |
23,056 |
55,360 |
-873 |
Australian Dollar(CME) |
Dec11 |
111121 |
99.64 |
99.65 |
97.76 |
98.00 |
-1.71 |
145,525 |
133,030 |
-1,756 |
Mar12 |
111121 |
98.35 |
98.75 |
96.85 |
97.06 |
-1.69 |
287 |
998 |
+172 |
Jun12 |
111121 |
96.42 |
98.05 |
96.42 |
96.42 |
-1.63 |
0 |
35 |
+0 |
Total Volume and Open Interest |
145,812 |
134,190 |
-1,584 |
British Pound(CME) |
Dec11 |
111121 |
157.83 |
157.87 |
156.07 |
156.41 |
-1.39 |
91,834 |
156,949 |
+2,634 |
Mar12 |
111121 |
157.37 |
157.66 |
155.96 |
156.26 |
-1.40 |
107 |
380 |
+24 |
Jun12 |
111121 |
156.13 |
157.51 |
156.13 |
156.13 |
-1.38 |
0 |
3 |
+0 |
Total Volume and Open Interest |
91,941 |
157,337 |
+2,658 |
Canadian Dollar(CME) |
Dec11 |
111121 |
97.24 |
97.26 |
95.92 |
96.25 |
-1.08 |
81,618 |
120,591 |
+2,058 |
Mar12 |
111121 |
97.00 |
97.17 |
95.77 |
96.10 |
-1.07 |
595 |
4,168 |
+165 |
Jun12 |
111121 |
96.90 |
97.09 |
95.74 |
96.04 |
-1.05 |
17 |
1,131 |
+11 |
Sep12 |
111121 |
96.61 |
97.04 |
95.75 |
96.00 |
-1.04 |
16 |
714 |
+5 |
Total Volume and Open Interest |
82,246 |
126,737 |
+2,239 |
Japanese Yen(CME) |
Dec11 |
111121 |
130.05 |
130.34 |
129.94 |
130.04 |
+0.04 |
53,534 |
143,516 |
+1,677 |
Mar12 |
111121 |
130.40 |
130.60 |
130.32 |
130.42 |
+0.05 |
44 |
1,034 |
-4 |
Jun12 |
111121 |
130.83 |
130.83 |
130.76 |
130.83 |
+0.07 |
0 |
25 |
+0 |
Total Volume and Open Interest |
53,578 |
144,579 |
+1,673 |
Swiss Franc(CME) |
Dec11 |
111121 |
109.07 |
109.45 |
108.63 |
109.12 |
+0.11 |
26,321 |
29,816 |
+137 |
Mar12 |
111121 |
108.91 |
109.66 |
108.91 |
109.37 |
+0.11 |
10 |
645 |
+2 |
Jun12 |
111121 |
109.70 |
109.70 |
109.57 |
109.70 |
+0.13 |
0 |
5 |
+0 |
Total Volume and Open Interest |
26,331 |
30,470 |
+139 |
EuroFX(CME) |
Dec11 |
111121 |
135.22 |
135.43 |
134.30 |
134.96 |
-0.17 |
324,009 |
247,880 |
+7,651 |
Mar12 |
111121 |
135.34 |
135.56 |
134.50 |
135.12 |
-0.14 |
1,920 |
6,589 |
+687 |
Jun12 |
111121 |
134.85 |
135.36 |
134.85 |
135.24 |
-0.12 |
25 |
960 |
+11 |
Total Volume and Open Interest |
325,954 |
255,447 |
+8,349 |
Mexican Peso(CME) |
Dec11 |
111121 |
725.2 |
726.2 |
709.8 |
712.0 |
-14.2 |
57,436 |
82,782 |
-14,041 |
Jan12 |
111121 |
710.5 |
724.8 |
710.5 |
710.5 |
-14.2 |
0 |
95 |
+0 |
Total Volume and Open Interest |
75,688 |
111,526 |
+4,309 |
Brazilian Real(CME) |
Dec11 |
111121 |
551.00 |
552.65 |
548.85 |
551.00 |
-7.75 |
106 |
4,134 |
-49 |
Jan12 |
111121 |
547.60 |
547.60 |
547.60 |
547.60 |
-7.75 |
0 |
10,149 |
+0 |
Feb12 |
111121 |
544.15 |
544.15 |
544.15 |
544.15 |
-7.75 |
|
|
|
Mar12 |
111121 |
540.75 |
540.75 |
540.75 |
540.75 |
-7.75 |
0 |
34 |
+0 |
Total Volume and Open Interest |
106 |
29,648 |
-49 |
30-Year T-Bonds(CBOT) |
Dec11 |
111121 |
142~260 |
143~300 |
142~260 |
143~190 |
+0~260 |
393,745 |
626,422 |
+9,649 |
Mar12 |
111121 |
142~310 |
143~240 |
142~190 |
143~120 |
+0~250 |
7,785 |
17,337 |
+1,968 |
Jun12 |
111121 |
142~080 |
142~080 |
141~130 |
142~060 |
+0~250 |
0 |
6 |
+0 |
Total Volume and Open Interest |
401,530 |
643,765 |
+11,617 |
10-Year T-Notes(CBOT) |
Dec11 |
111121 |
130~115 |
130~240 |
130~110 |
130~185 |
+0~090 |
1,277,088 |
1,457,459 |
+14,992 |
Mar12 |
111121 |
129~230 |
130~020 |
129~230 |
129~285 |
+0~095 |
18,167 |
42,219 |
+4,404 |
Jun12 |
111121 |
128~285 |
128~285 |
128~190 |
128~285 |
+0~095 |
|
|
|
Total Volume and Open Interest |
1,295,255 |
1,499,678 |
+19,396 |
5-Year T-Notes(CBOT) |
Dec11 |
111121 |
122~122 |
123~016 |
122~122 |
123~002 |
+0~010 |
674,277 |
1,264,924 |
+11,072 |
Mar12 |
111121 |
122~094 |
122~101 |
122~081 |
122~086 |
+0~010 |
9,217 |
24,121 |
+4,457 |
Jun12 |
111121 |
121~110 |
121~110 |
121~110 |
121~110 |
+0~010 |
|
|
|
Total Volume and Open Interest |
683,494 |
1,289,045 |
+15,529 |
2 Year T-Notes(CBOT) |
Dec11 |
111121 |
110~017 |
110~023 |
110~014 |
110~020 |
+0~005 |
245,639 |
724,677 |
-18,682 |
Mar12 |
111121 |
110~019 |
110~027 |
110~019 |
110~024 |
+0~005 |
7,234 |
18,375 |
+2,108 |
Jun12 |
111121 |
109~120 |
109~120 |
109~115 |
109~120 |
+0~005 |
|
|
|
Total Volume and Open Interest |
252,873 |
743,052 |
-16,574 |
Eurodollars(CME) |
Dec11 |
111121 |
99.340 |
99.342 |
99.320 |
99.325 |
-0.015 |
436,533 |
1,083,013 |
-2,735 |
Mar12 |
111121 |
99.205 |
99.205 |
99.165 |
99.175 |
-0.025 |
500,551 |
983,158 |
+35,907 |
Jun12 |
111121 |
99.190 |
99.195 |
99.145 |
99.150 |
-0.035 |
378,657 |
1,168,705 |
+18,443 |
Sep12 |
111121 |
99.190 |
99.195 |
99.145 |
99.150 |
-0.035 |
369,783 |
757,732 |
-9,965 |
Dec12 |
111121 |
99.195 |
99.205 |
99.155 |
99.160 |
-0.030 |
364,971 |
808,072 |
-10,782 |
Mar13 |
111121 |
99.200 |
99.205 |
99.160 |
99.165 |
-0.030 |
316,291 |
793,542 |
-28,405 |
Jun13 |
111121 |
99.185 |
99.185 |
99.140 |
99.150 |
-0.025 |
185,336 |
572,334 |
-2,497 |
Sep13 |
111121 |
99.130 |
99.150 |
99.105 |
99.110 |
-0.025 |
177,837 |
460,984 |
-7,212 |
Dec13 |
111121 |
99.045 |
99.070 |
99.020 |
99.030 |
-0.020 |
117,918 |
483,298 |
-5,611 |
Mar14 |
111121 |
98.935 |
98.975 |
98.915 |
98.925 |
-0.020 |
93,846 |
336,836 |
+5,737 |
Jun14 |
111121 |
98.800 |
98.830 |
98.775 |
98.785 |
-0.015 |
73,085 |
282,060 |
-1,854 |
Sep14 |
111121 |
98.640 |
98.670 |
98.620 |
98.630 |
-0.010 |
65,633 |
186,725 |
+1,399 |
Dec14 |
111121 |
98.460 |
98.500 |
98.450 |
98.465 |
unch |
40,448 |
171,561 |
+371 |
Mar15 |
111121 |
98.285 |
98.345 |
98.285 |
98.310 |
+0.010 |
30,352 |
117,438 |
-1,385 |
Jun15 |
111121 |
6.375 |
6.435 |
6.375 |
6.400 |
+0.015 |
27,953 |
109,010 |
-1,626 |
Sep15 |
111121 |
6.230 |
6.270 |
6.220 |
6.235 |
+0.020 |
23,281 |
80,677 |
-1,131 |
Dec15 |
111121 |
6.050 |
6.095 |
6.040 |
6.055 |
+0.020 |
17,440 |
47,821 |
-979 |
Mar16 |
111121 |
5.920 |
5.950 |
5.895 |
5.910 |
+0.025 |
15,254 |
45,814 |
-836 |
Total Volume and Open Interest |
3,270,636 |
8,681,814 |
-10,748 |
30 Day Federal Funds(CBOT) |
Nov11 |
111121 |
99.915 |
99.918 |
99.915 |
99.915 |
unch |
5,968 |
65,851 |
+83 |
Dec11 |
111121 |
99.905 |
99.915 |
99.905 |
99.910 |
unch |
10,339 |
62,692 |
+669 |
Jan12 |
111121 |
99.895 |
99.895 |
99.890 |
99.895 |
unch |
6,513 |
59,183 |
+756 |
Feb12 |
111121 |
99.885 |
99.890 |
99.875 |
99.890 |
unch |
4,504 |
47,283 |
+1,989 |
Mar12 |
111121 |
99.880 |
99.880 |
99.870 |
99.880 |
unch |
1,728 |
30,573 |
+222 |
Apr12 |
111121 |
99.880 |
99.880 |
99.870 |
99.880 |
unch |
1,545 |
36,697 |
+79 |
Total Volume and Open Interest |
41,870 |
598,969 |
-2,972 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111121 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
327 |
-1 |
Mar12 |
111121 |
99.658 |
99.658 |
99.658 |
99.658 |
-0.005 |
0 |
300 |
+0 |
Jun12 |
111121 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.005 |
|
|
|
Sep12 |
111121 |
99.658 |
99.658 |
99.658 |
99.658 |
-0.005 |
|
|
|
Dec12 |
111121 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.005 |
|
|
|
Mar13 |
111121 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.005 |
|
|
|
Jun13 |
111121 |
99.615 |
99.615 |
99.615 |
99.615 |
-0.005 |
|
|
|
Sep13 |
111121 |
99.475 |
99.475 |
99.475 |
99.475 |
-0.005 |
|
|
|
Dec13 |
111121 |
99.335 |
99.335 |
99.335 |
99.335 |
-0.005 |
|
|
|
Mar14 |
111121 |
99.195 |
99.195 |
99.195 |
99.195 |
-0.005 |
|
|
|
Total Volume and Open Interest |
0 |
627 |
-1 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111121 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
2,000 |
4,448 |
+1,971 |
Mar12 |
111121 |
99.69 |
99.69 |
99.66 |
99.66 |
0.00 |
50 |
1,954 |
+0 |
Jun12 |
111121 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
1,470 |
+0 |
Sep12 |
111121 |
99.69 |
99.69 |
99.66 |
99.66 |
0.00 |
1 |
711 |
+1 |
Dec12 |
111121 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
151 |
+0 |
Mar13 |
111121 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
1 |
+0 |
Jun13 |
111121 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
|
|
|
Sep13 |
111121 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.01 |
|
|
|
Total Volume and Open Interest |
2,052 |
8,738 |
+1,973 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111121 |
143.07 |
143.09 |
142.93 |
143.07 |
-0.05 |
2,383 |
24,212 |
+219 |
Mar12 |
111121 |
142.50 |
142.50 |
142.50 |
142.50 |
-0.05 |
18 |
30 |
+0 |
Jun12 |
111121 |
140.41 |
140.41 |
140.41 |
140.41 |
-0.05 |
|
|
|
Total Volume and Open Interest |
2,401 |
24,242 |
+219 |
Euro-Bund(EUREX) |
Dec11 |
111121 |
136.84 |
137.70 |
136.68 |
137.15 |
+0.65 |
933,174 |
859,503 |
-3,492 |
Mar12 |
111121 |
137.00 |
137.85 |
136.91 |
137.34 |
+0.69 |
5,732 |
24,701 |
+2,724 |
Jun12 |
111121 |
136.95 |
136.95 |
136.95 |
136.95 |
+0.65 |
0 |
18 |
+0 |
Total Volume and Open Interest |
938,906 |
884,222 |
-768 |
Euro-Bobl(EUREX) |
Dec11 |
111121 |
122.88 |
123.35 |
122.83 |
123.12 |
+0.35 |
513,927 |
737,227 |
-6,806 |
Mar12 |
111121 |
123.10 |
123.60 |
123.10 |
123.40 |
+0.38 |
806 |
22,638 |
-65 |
Jun12 |
111121 |
123.27 |
123.27 |
123.27 |
123.27 |
+0.35 |
|
|
|
Total Volume and Open Interest |
514,733 |
759,865 |
-6,871 |
3-Mth Euribor(EUREX) |
Dec11 |
111121 |
98.630 |
98.630 |
98.620 |
98.620 |
unch |
292 |
1,595 |
-294 |
Mar12 |
111121 |
98.785 |
98.795 |
98.765 |
98.765 |
+0.010 |
327 |
2,268 |
+69 |
Jun12 |
111121 |
98.810 |
98.810 |
98.810 |
98.810 |
+0.015 |
25 |
1,053 |
-3 |
Total Volume and Open Interest |
697 |
8,248 |
-234 |
Long Gilt(LIFFE) |
Dec11 |
111121 |
130~19 |
131~06 |
130~18 |
130~24 |
+0~16 |
132,018 |
305,041 |
-1,470 |
Mar12 |
111121 |
114~16 |
114~32 |
114~16 |
114~20 |
+0~19 |
3,284 |
22,641 |
+467 |
Total Volume and Open Interest |
135,302 |
327,682 |
-1,003 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111121 |
98.88 |
98.90 |
98.87 |
98.90 |
+0.02 |
39,414 |
345,625 |
+1,679 |
Mar12 |
111121 |
98.75 |
98.77 |
98.73 |
98.76 |
unch |
60,458 |
365,581 |
-3,379 |
Jun12 |
111121 |
98.70 |
98.72 |
98.67 |
98.71 |
unch |
72,106 |
208,572 |
-4,182 |
Sep12 |
111121 |
98.66 |
98.68 |
98.63 |
98.67 |
+0.01 |
67,036 |
213,518 |
-5,620 |
Dec12 |
111121 |
98.60 |
98.64 |
98.57 |
98.62 |
+0.02 |
70,959 |
196,626 |
-1,660 |
Mar13 |
111121 |
98.58 |
98.64 |
98.56 |
98.61 |
+0.03 |
59,549 |
200,060 |
-3,508 |
Total Volume and Open Interest |
497,483 |
2,046,852 |
-15,361 |
3-Mth Euribor(LIFFE) |
Dec11 |
111121 |
98.620 |
98.640 |
98.610 |
98.620 |
unch |
313,175 |
701,895 |
-31,285 |
Mar12 |
111121 |
98.755 |
98.800 |
98.720 |
98.765 |
+0.010 |
342,357 |
515,859 |
-1,232 |
Jun12 |
111121 |
98.795 |
98.855 |
98.780 |
98.810 |
+0.015 |
184,565 |
370,419 |
-4,638 |
Total Volume and Open Interest |
1,496,373 |
3,449,732 |
-37,167 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111121 |
95.54 |
95.55 |
95.47 |
95.51 |
-0.03 |
16,585 |
186,288 |
-1,452 |
Mar12 |
111121 |
96.35 |
96.37 |
96.28 |
96.35 |
-0.01 |
13,086 |
194,954 |
+2,171 |
Jun12 |
111121 |
96.65 |
96.65 |
96.55 |
96.62 |
-0.02 |
12,129 |
143,691 |
+2,414 |
Sep12 |
111121 |
96.66 |
96.67 |
96.56 |
96.63 |
-0.02 |
8,552 |
95,523 |
+2,166 |
Dec12 |
111121 |
96.53 |
96.54 |
96.42 |
96.50 |
-0.02 |
3,390 |
55,690 |
+421 |
Mar13 |
111121 |
96.38 |
96.38 |
96.30 |
96.34 |
-0.03 |
1,431 |
48,002 |
+328 |
Jun13 |
111121 |
96.18 |
96.22 |
96.17 |
96.20 |
-0.02 |
1,453 |
38,896 |
+913 |
Sep13 |
111121 |
96.06 |
96.08 |
96.05 |
96.08 |
-0.02 |
1,138 |
20,068 |
+845 |
Dec13 |
111121 |
95.96 |
95.96 |
95.96 |
95.96 |
-0.03 |
145 |
3,774 |
+116 |
Mar14 |
111121 |
95.81 |
95.81 |
95.81 |
95.81 |
-0.03 |
24 |
579 |
+24 |
Total Volume and Open Interest |
57,935 |
787,522 |
+7,928 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111121 |
95.98 |
95.99 |
95.86 |
95.96 |
-0.03 |
41,471 |
375,150 |
-4,004 |
Mar12 |
111121 |
95.96 |
95.96 |
95.96 |
95.96 |
-0.03 |
|
|
|
Total Volume and Open Interest |
41,471 |
375,150 |
-4,004 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111121 |
96.78 |
96.84 |
96.65 |
96.80 |
+0.02 |
106,688 |
574,482 |
-10,782 |
Mar12 |
111121 |
96.80 |
96.80 |
96.80 |
96.80 |
+0.02 |
|
|
|
Total Volume and Open Interest |
106,688 |
574,482 |
-10,782 |
Gold(CMX) |
Dec11 |
111121 |
1725.1 |
1727.4 |
1667.1 |
1678.6 |
-46.5 |
229,938 |
190,918 |
-20,975 |
Feb12 |
111121 |
1729.0 |
1729.0 |
1670.5 |
1681.6 |
-46.3 |
32,076 |
133,790 |
+15,405 |
Apr12 |
111121 |
1725.2 |
1731.1 |
1677.1 |
1684.5 |
-46.0 |
2,640 |
23,580 |
+1,156 |
Jun12 |
111121 |
1727.1 |
1731.6 |
1678.2 |
1686.6 |
-46.0 |
2,671 |
20,447 |
+818 |
Aug12 |
111121 |
1727.7 |
1727.7 |
1681.3 |
1688.6 |
-46.1 |
398 |
11,194 |
+76 |
Oct12 |
111121 |
1691.3 |
1691.3 |
1691.3 |
1691.3 |
-46.2 |
495 |
7,213 |
+268 |
Dec12 |
111121 |
1736.0 |
1739.8 |
1683.4 |
1694.1 |
-46.2 |
873 |
18,729 |
+410 |
Feb13 |
111121 |
1696.8 |
1696.8 |
1696.8 |
1696.8 |
-46.2 |
0 |
3,415 |
+0 |
Apr13 |
111121 |
1699.7 |
1699.7 |
1699.7 |
1699.7 |
-46.2 |
0 |
469 |
+0 |
Jun13 |
111121 |
1700.0 |
1703.4 |
1699.8 |
1703.4 |
-46.3 |
321 |
10,735 |
+98 |
Aug13 |
111121 |
1707.0 |
1707.0 |
1707.0 |
1707.0 |
-46.3 |
0 |
45 |
+0 |
Total Volume and Open Interest |
270,433 |
466,068 |
-2,237 |
Silver(CMX) |
Dec11 |
111121 |
3240.0 |
3241.5 |
3065.0 |
3111.6 |
-130.1 |
71,571 |
34,299 |
-527 |
Mar12 |
111121 |
3225.0 |
3230.5 |
3074.0 |
3118.7 |
-130.2 |
11,085 |
35,889 |
+1,187 |
May12 |
111121 |
3220.0 |
3222.0 |
3098.5 |
3122.2 |
-130.3 |
1,278 |
4,948 |
+23 |
Jul12 |
111121 |
3136.0 |
3136.0 |
3100.0 |
3125.6 |
-130.2 |
932 |
2,637 |
+275 |
Sep12 |
111121 |
3150.0 |
3155.5 |
3128.3 |
3128.3 |
-130.3 |
69 |
1,901 |
+30 |
Dec12 |
111121 |
3241.0 |
3241.0 |
3099.0 |
3132.2 |
-130.0 |
1,117 |
14,203 |
+171 |
Mar13 |
111121 |
3127.9 |
3127.9 |
3127.9 |
3127.9 |
-129.5 |
0 |
1,098 |
+0 |
Total Volume and Open Interest |
86,527 |
110,002 |
+1,156 |
Platinum(NYMEX) |
Jan12 |
111121 |
1591.1 |
1593.0 |
1538.5 |
1543.8 |
-44.9 |
8,481 |
34,385 |
-346 |
Apr12 |
111121 |
1583.5 |
1595.3 |
1543.5 |
1547.8 |
-44.3 |
789 |
4,412 |
+728 |
Jul12 |
111121 |
1570.2 |
1570.2 |
1550.9 |
1550.9 |
-44.4 |
7 |
324 |
+5 |
Oct12 |
111121 |
1588.0 |
1588.0 |
1554.7 |
1554.7 |
-44.4 |
0 |
56 |
+0 |
Total Volume and Open Interest |
9,312 |
39,179 |
+387 |
Palladium(NYMEX) |
Dec11 |
111121 |
600.35 |
605.25 |
582.20 |
585.80 |
-19.35 |
6,645 |
11,543 |
-22 |
Mar12 |
111121 |
602.45 |
602.45 |
585.00 |
587.90 |
-19.45 |
1,375 |
7,906 |
+847 |
Jun12 |
111121 |
589.15 |
589.15 |
589.15 |
589.15 |
-19.40 |
0 |
144 |
+0 |
Total Volume and Open Interest |
8,073 |
19,649 |
+877 |
Copper(CMX) |
Dec11 |
111121 |
339.85 |
340.95 |
327.20 |
330.30 |
-9.90 |
52,912 |
32,131 |
-3,054 |
Mar12 |
111121 |
342.55 |
342.55 |
328.85 |
331.95 |
-10.10 |
14,809 |
60,252 |
+2,003 |
May12 |
111121 |
339.80 |
340.25 |
330.00 |
333.05 |
-10.05 |
620 |
15,403 |
-102 |
Jul12 |
111121 |
341.15 |
341.15 |
333.30 |
333.85 |
-10.00 |
201 |
5,734 |
+50 |
Sep12 |
111121 |
337.55 |
337.65 |
333.75 |
334.30 |
-9.95 |
148 |
2,303 |
+89 |
Total Volume and Open Interest |
70,115 |
127,891 |
-557 |
DJIA Index(CBOT) |
Dec11 |
111121 |
11740 |
11740 |
11427 |
11525 |
-242 |
346 |
16,452 |
+14 |
Mar12 |
111121 |
11455 |
11696 |
11455 |
11455 |
-241 |
5 |
406 |
+3 |
Jun12 |
111121 |
11388 |
11629 |
11388 |
11388 |
-241 |
0 |
400 |
+0 |
Sep12 |
111121 |
11325 |
11566 |
11325 |
11325 |
-241 |
|
|
|
Total Volume and Open Interest |
351 |
17,258 |
+17 |
E-mini DJIA Index(CBOT) |
Dec11 |
111121 |
11721 |
11725 |
11420 |
11525 |
-242 |
175,347 |
87,695 |
-529 |
Mar12 |
111121 |
11622 |
11630 |
11360 |
11455 |
-241 |
33 |
216 |
+0 |
Jun12 |
111121 |
11388 |
11388 |
11388 |
11388 |
-241 |
0 |
6 |
+0 |
Sep12 |
111121 |
11325 |
11325 |
11325 |
11325 |
-241 |
0 |
13 |
+0 |
Total Volume and Open Interest |
175,380 |
87,930 |
-529 |
S & P 500(CME) |
Dec11 |
111121 |
1209.00 |
1209.00 |
1181.00 |
1190.70 |
-23.20 |
25,193 |
272,300 |
-8,200 |
Mar12 |
111121 |
1185.00 |
1190.50 |
1176.00 |
1184.90 |
-23.20 |
498 |
16,067 |
+428 |
Jun12 |
111121 |
1179.80 |
1179.80 |
1171.00 |
1179.80 |
-23.20 |
585 |
1,649 |
-138 |
Sep12 |
111121 |
1174.50 |
1174.50 |
1165.70 |
1174.50 |
-23.20 |
0 |
19 |
+0 |
Total Volume and Open Interest |
26,276 |
290,135 |
-7,910 |
S & P 500 E-Mini(Globex) |
Dec11 |
111121 |
1208.00 |
1209.00 |
1180.75 |
1190.75 |
-23.25 |
3,096,973 |
2,956,121 |
+10,184 |
Mar12 |
111121 |
1203.50 |
1203.50 |
1175.00 |
1185.00 |
-23.00 |
17,084 |
45,514 |
+8,593 |
Total Volume and Open Interest |
3,114,067 |
3,003,153 |
+18,778 |
NASDAQ 100(CME) |
Dec11 |
111121 |
2248.00 |
2248.00 |
2186.00 |
2213.50 |
-36.30 |
2,732 |
32,156 |
-44 |
Mar12 |
111121 |
2209.30 |
2210.00 |
2183.00 |
2209.30 |
-36.20 |
0 |
110 |
+0 |
Jun12 |
111121 |
2206.30 |
2207.00 |
2206.30 |
2206.30 |
-36.20 |
|
|
|
Total Volume and Open Interest |
2,732 |
32,266 |
-44 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111121 |
2244.00 |
2244.00 |
2187.00 |
2213.50 |
-36.30 |
369,831 |
330,511 |
-6,153 |
Mar12 |
111121 |
2243.50 |
2243.50 |
2186.30 |
2209.30 |
-36.20 |
114 |
1,180 |
+18 |
Total Volume and Open Interest |
369,947 |
331,705 |
-6,134 |
S & P Midcap 400(CME) |
Dec11 |
111121 |
842.90 |
842.90 |
834.00 |
842.90 |
-17.00 |
0 |
5,683 |
-90 |
Mar12 |
111121 |
840.50 |
840.50 |
840.50 |
840.50 |
-17.00 |
|
|
|
Jun12 |
111121 |
838.50 |
838.50 |
838.50 |
838.50 |
-17.00 |
|
|
|
Total Volume and Open Interest |
0 |
5,683 |
-90 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111121 |
8390 |
8400 |
8230 |
8265 |
-135 |
8,153 |
30,326 |
-26 |
Mar12 |
111121 |
8345 |
8400 |
8245 |
8270 |
-130 |
18 |
57 |
-4 |
Total Volume and Open Interest |
8,171 |
30,383 |
-30 |
Nikkei 225(SGX) |
Dec11 |
111121 |
8395 |
8455 |
8345 |
8350 |
-40 |
90,143 |
233,127 |
+1,482 |
Mar12 |
111121 |
8390 |
8420 |
8335 |
8335 |
-45 |
187 |
18,775 |
+28 |
Jun12 |
111121 |
8300 |
8300 |
8260 |
8260 |
-45 |
0 |
19 |
+0 |
Total Volume and Open Interest |
90,360 |
257,394 |
+1,516 |
CAC 40(EURONEXT) |
Dec11 |
111121 |
2971.5 |
2985.0 |
2885.0 |
2894.0 |
-100.5 |
62,333 |
226,213 |
+19,247 |
Jan12 |
111121 |
2969.0 |
2973.0 |
2889.5 |
2889.5 |
-100.5 |
0 |
1 |
+0 |
Feb12 |
111121 |
2890.0 |
2890.0 |
2890.0 |
2890.0 |
|
|
|
|
Hang Seng Index(HKFE) |
Nov11 |
111121 |
18160 |
18273 |
18005 |
18110 |
-329 |
80,732 |
79,147 |
-1,823 |
Dec11 |
111121 |
18233 |
18263 |
17999 |
18100 |
-333 |
1,495 |
12,999 |
+263 |
Total Volume and Open Interest |
82,346 |
94,541 |
-1,560 |
DAX(EUREX) |
Dec11 |
111121 |
5750.0 |
5783.5 |
5590.0 |
5622.0 |
-198.0 |
212,335 |
163,791 |
+3,883 |
Mar12 |
111121 |
5776.0 |
5789.0 |
5610.0 |
5632.0 |
-198.5 |
546 |
7,528 |
+0 |
Jun12 |
111121 |
5791.0 |
5793.0 |
5636.0 |
5650.5 |
-199.0 |
116 |
2,438 |
+88 |
Total Volume and Open Interest |
212,997 |
173,757 |
+3,971 |
FT-SE 100(EURONEXT) |
Dec11 |
111121 |
5322.50 |
5331.50 |
5200.00 |
5227.00 |
-142.50 |
155,944 |
629,229 |
+6,941 |
Mar12 |
111121 |
5286.50 |
5286.50 |
5168.00 |
5192.50 |
-142.50 |
201 |
8,333 |
-3 |
Jun12 |
111121 |
5175.50 |
5175.50 |
5155.00 |
5155.00 |
-142.50 |
0 |
500 |
+0 |
Total Volume and Open Interest |
156,145 |
638,062 |
+6,938 |
SPI 200(SFE) |
Dec11 |
111121 |
4180.0 |
4227.0 |
4151.0 |
4186.0 |
+5.0 |
34,483 |
212,552 |
-1,550 |
Mar12 |
111121 |
4183.0 |
4183.0 |
4134.0 |
4167.0 |
+6.0 |
50 |
3,108 |
+9 |
Jun12 |
111121 |
4150.0 |
4174.0 |
4150.0 |
4174.0 |
+5.0 |
32 |
1,437 |
+17 |
Total Volume and Open Interest |
34,565 |
220,817 |
-1,737 |
GSCI(CME) |
Dec11 |
111121 |
642.00 |
648.55 |
637.00 |
642.00 |
-6.50 |
179 |
8,177 |
+60 |
Jan12 |
111121 |
642.00 |
648.05 |
637.00 |
642.00 |
-6.00 |
2 |
0 |
+0 |
Feb12 |
111121 |
642.50 |
648.30 |
637.50 |
642.50 |
-5.75 |
|
|
|
Total Volume and Open Interest |
181 |
8,177 |
+60 |
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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