|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon December 05, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
111205 |
1140.00 |
1148.50 |
1122.00 |
1126.25 |
-9.50 |
110,277 |
207,448 |
-4,781 |
Mar12 |
111205 |
1150.00 |
1158.75 |
1132.50 |
1136.50 |
-9.75 |
50,321 |
106,973 |
+2,930 |
May12 |
111205 |
1160.25 |
1168.25 |
1143.00 |
1147.00 |
-9.25 |
21,933 |
81,236 |
+982 |
Jul12 |
111205 |
1172.00 |
1178.25 |
1152.75 |
1156.75 |
-9.50 |
21,507 |
66,459 |
+2,151 |
Aug12 |
111205 |
1171.25 |
1172.00 |
1152.75 |
1156.75 |
-9.25 |
272 |
801 |
+114 |
Sep12 |
111205 |
1170.00 |
1170.00 |
1149.00 |
1151.50 |
-7.50 |
200 |
678 |
+164 |
Nov12 |
111205 |
1157.50 |
1168.50 |
1145.25 |
1149.50 |
-6.00 |
9,138 |
49,905 |
+590 |
Total Volume and Open Interest |
213,881 |
527,589 |
+2,305 |
Soybean Meal(CBOT) |
Dec11 |
111205 |
288.30 |
288.50 |
280.60 |
281.10 |
-5.30 |
6,220 |
3,706 |
-1,233 |
Jan12 |
111205 |
289.70 |
290.50 |
282.40 |
283.00 |
-5.30 |
44,280 |
72,054 |
+562 |
Mar12 |
111205 |
293.50 |
294.20 |
286.00 |
286.60 |
-5.40 |
14,992 |
46,633 |
+1,170 |
May12 |
111205 |
297.20 |
297.80 |
290.10 |
290.60 |
-5.00 |
4,687 |
29,345 |
+518 |
Jul12 |
111205 |
301.20 |
302.00 |
294.30 |
294.80 |
-4.90 |
3,171 |
25,691 |
+385 |
Aug12 |
111205 |
302.30 |
302.60 |
295.70 |
296.20 |
-4.80 |
618 |
4,693 |
+8 |
Sep12 |
111205 |
303.10 |
303.40 |
296.90 |
296.90 |
-4.70 |
180 |
5,103 |
+71 |
Oct12 |
111205 |
300.90 |
300.90 |
295.10 |
295.10 |
-4.20 |
103 |
3,285 |
+24 |
Total Volume and Open Interest |
75,648 |
211,113 |
+2,085 |
Soybean Oil(CBOT) |
Dec11 |
111205 |
50.04 |
50.63 |
49.85 |
50.07 |
+0.02 |
6,170 |
3,696 |
-5,190 |
Jan12 |
111205 |
50.27 |
50.84 |
50.01 |
50.29 |
+0.04 |
59,974 |
117,796 |
-2,895 |
Mar12 |
111205 |
50.65 |
51.23 |
50.41 |
50.70 |
+0.05 |
29,194 |
89,928 |
+198 |
May12 |
111205 |
50.99 |
51.58 |
50.80 |
51.06 |
+0.07 |
6,905 |
41,951 |
-31 |
Jul12 |
111205 |
51.29 |
51.88 |
51.09 |
51.37 |
+0.08 |
4,747 |
30,542 |
+601 |
Aug12 |
111205 |
51.51 |
51.80 |
51.15 |
51.44 |
+0.10 |
246 |
3,933 |
+78 |
Sep12 |
111205 |
51.75 |
51.75 |
51.25 |
51.46 |
+0.10 |
183 |
4,687 |
+10 |
Oct12 |
111205 |
51.58 |
51.68 |
51.26 |
51.26 |
+0.05 |
54 |
4,683 |
+28 |
Total Volume and Open Interest |
109,277 |
313,491 |
-6,546 |
Canola(WCE) |
Jan12 |
111205 |
502.3 |
508.5 |
502.2 |
503.0 |
+0.7 |
12,413 |
62,483 |
-7,708 |
Mar12 |
111205 |
502.2 |
508.1 |
502.2 |
502.7 |
+0.5 |
10,243 |
49,062 |
+4,604 |
May12 |
111205 |
506.0 |
508.0 |
502.7 |
503.9 |
+0.7 |
558 |
16,131 |
+50 |
Jul12 |
111205 |
507.5 |
508.8 |
506.0 |
506.0 |
+2.0 |
1,067 |
11,305 |
-33 |
Nov12 |
111205 |
485.0 |
487.2 |
481.0 |
484.0 |
+1.4 |
869 |
15,160 |
+453 |
Total Volume and Open Interest |
25,150 |
154,405 |
-2,634 |
Corn(CBOT) |
Dec11 |
111205 |
588.25 |
593.50 |
580.00 |
580.25 |
-6.25 |
19,065 |
20,247 |
-6,645 |
Mar12 |
111205 |
597.50 |
602.75 |
589.50 |
591.00 |
-4.25 |
132,332 |
569,688 |
+254 |
May12 |
111205 |
604.75 |
610.50 |
597.75 |
599.25 |
-3.75 |
32,879 |
147,921 |
+546 |
Jul12 |
111205 |
610.75 |
617.00 |
604.25 |
606.00 |
-2.75 |
36,757 |
144,290 |
-1,430 |
Sep12 |
111205 |
574.50 |
578.75 |
568.75 |
571.00 |
-0.75 |
1,399 |
35,710 |
+224 |
Dec12 |
111205 |
555.25 |
562.00 |
551.00 |
553.75 |
+0.50 |
18,140 |
177,101 |
+1,612 |
Total Volume and Open Interest |
241,557 |
1,148,765 |
-5,376 |
Wheat(CBOT) |
Dec11 |
111205 |
612.75 |
617.25 |
597.75 |
598.75 |
-13.50 |
2,304 |
4,477 |
-1,202 |
Mar12 |
111205 |
627.50 |
631.75 |
607.50 |
611.50 |
-14.00 |
49,880 |
184,260 |
+456 |
May12 |
111205 |
642.25 |
646.75 |
623.25 |
629.00 |
-12.25 |
10,432 |
58,718 |
+451 |
Jul12 |
111205 |
659.00 |
659.00 |
634.00 |
642.25 |
-11.75 |
6,877 |
65,064 |
+1,328 |
Sep12 |
111205 |
666.75 |
674.00 |
651.50 |
659.75 |
-12.25 |
677 |
13,619 |
+26 |
Total Volume and Open Interest |
72,996 |
370,510 |
+1,686 |
Wheat(KCBT) |
Dec11 |
111205 |
678.25 |
678.25 |
660.75 |
666.50 |
-9.50 |
761 |
1,592 |
-482 |
Mar12 |
111205 |
682.50 |
689.00 |
665.50 |
672.50 |
-9.00 |
10,134 |
71,909 |
+479 |
May12 |
111205 |
689.75 |
694.75 |
674.75 |
681.25 |
-7.75 |
3,158 |
12,789 |
-242 |
Jul12 |
111205 |
700.00 |
704.00 |
682.50 |
689.25 |
-8.75 |
3,976 |
37,398 |
+1,272 |
Sep12 |
111205 |
715.00 |
717.00 |
695.25 |
701.50 |
-10.00 |
356 |
5,826 |
-94 |
Total Volume and Open Interest |
18,984 |
135,629 |
+1,230 |
Wheat(MGE) |
Dec11 |
111205 |
850.00 |
850.00 |
848.25 |
848.25 |
-7.75 |
140 |
197 |
-127 |
Mar12 |
111205 |
843.75 |
851.50 |
823.00 |
830.75 |
-13.75 |
2,294 |
18,521 |
+1 |
May12 |
111205 |
825.25 |
829.75 |
802.00 |
809.50 |
-15.50 |
373 |
7,111 |
+60 |
Jul12 |
111205 |
814.50 |
820.75 |
792.50 |
801.00 |
-13.50 |
184 |
8,446 |
-36 |
Sep12 |
111205 |
800.00 |
804.00 |
779.75 |
786.25 |
-11.25 |
147 |
3,639 |
+98 |
Total Volume and Open Interest |
3,225 |
41,224 |
-57 |
Oats(CBOT) |
Dec11 |
111205 |
324.50 |
326.25 |
300.00 |
300.00 |
-18.00 |
74 |
41 |
-176 |
Mar12 |
111205 |
316.00 |
320.50 |
306.25 |
307.00 |
-8.00 |
594 |
11,351 |
-200 |
May12 |
111205 |
319.00 |
320.00 |
309.50 |
309.50 |
-5.50 |
128 |
1,438 |
+62 |
Jul12 |
111205 |
317.00 |
317.00 |
312.00 |
312.00 |
-4.25 |
1 |
100 |
+0 |
Total Volume and Open Interest |
797 |
13,084 |
-314 |
Rough Rice(CBOT) |
Jan12 |
111205 |
14.46 |
14.46 |
14.31 |
14.39 |
-0.07 |
2,281 |
10,315 |
-790 |
Mar12 |
111205 |
14.77 |
14.77 |
14.60 |
14.68 |
-0.07 |
1,820 |
6,733 |
+562 |
May12 |
111205 |
15.02 |
15.02 |
14.90 |
14.97 |
-0.07 |
19 |
599 |
-8 |
Jul12 |
111205 |
15.19 |
15.24 |
15.19 |
15.24 |
-0.07 |
2 |
614 |
+0 |
Total Volume and Open Interest |
4,122 |
18,447 |
-236 |
Live Cattle(CME) |
Dec11 |
111205 |
121.850 |
122.135 |
118.900 |
118.900 |
-3.000 |
10,341 |
33,473 |
-3,166 |
Feb12 |
111205 |
123.250 |
123.430 |
120.250 |
120.250 |
-3.000 |
21,187 |
135,290 |
+3,127 |
Apr12 |
111205 |
127.135 |
127.180 |
124.000 |
124.050 |
-2.850 |
6,459 |
85,024 |
+577 |
Jun12 |
111205 |
125.900 |
126.035 |
123.385 |
123.580 |
-2.470 |
4,887 |
48,581 |
+1,606 |
Aug12 |
111205 |
125.700 |
126.000 |
123.580 |
124.000 |
-2.035 |
1,734 |
10,374 |
+599 |
Oct12 |
111205 |
128.300 |
128.535 |
126.100 |
126.600 |
-1.900 |
632 |
5,746 |
+39 |
Total Volume and Open Interest |
45,442 |
323,279 |
+2,846 |
Feeder Cattle(CME) |
Jan12 |
111205 |
146.700 |
147.200 |
144.235 |
144.300 |
-2.775 |
2,150 |
14,973 |
-371 |
Mar12 |
111205 |
149.100 |
149.300 |
146.435 |
146.450 |
-2.800 |
1,624 |
7,137 |
+331 |
Apr12 |
111205 |
149.950 |
150.285 |
147.435 |
147.450 |
-2.625 |
536 |
2,784 |
+92 |
May12 |
111205 |
151.150 |
151.150 |
148.300 |
148.450 |
-2.850 |
390 |
2,976 |
+9 |
Aug12 |
111205 |
152.500 |
152.500 |
149.700 |
150.000 |
-2.450 |
106 |
3,300 |
+11 |
Sep12 |
111205 |
152.380 |
152.380 |
150.185 |
150.400 |
-2.300 |
36 |
500 |
+10 |
Oct12 |
111205 |
152.900 |
152.900 |
150.500 |
151.000 |
-1.100 |
16 |
126 |
+11 |
Total Volume and Open Interest |
4,859 |
31,809 |
+94 |
Lean Hogs(CME) |
Dec11 |
111205 |
86.350 |
86.400 |
84.800 |
85.300 |
-0.950 |
5,091 |
17,741 |
-1,594 |
Feb12 |
111205 |
89.200 |
89.200 |
87.850 |
88.135 |
-1.095 |
19,457 |
100,880 |
-268 |
Apr12 |
111205 |
92.000 |
92.000 |
90.950 |
91.250 |
-0.785 |
5,482 |
66,425 |
+745 |
May12 |
111205 |
97.800 |
97.800 |
96.900 |
97.600 |
-0.800 |
53 |
2,525 |
+37 |
Jun12 |
111205 |
99.100 |
99.100 |
98.200 |
98.650 |
-0.680 |
4,801 |
46,231 |
+1,567 |
Jul12 |
111205 |
98.400 |
98.400 |
97.330 |
97.600 |
-0.950 |
592 |
10,728 |
+228 |
Aug12 |
111205 |
96.600 |
96.600 |
95.650 |
96.200 |
-0.700 |
421 |
14,567 |
+18 |
Oct12 |
111205 |
85.100 |
85.150 |
84.600 |
85.100 |
-0.600 |
412 |
8,071 |
+50 |
Total Volume and Open Interest |
36,534 |
270,772 |
+930 |
Class III Milk(CME) |
Dec11 |
111205 |
18.72 |
18.73 |
18.66 |
18.69 |
+0.03 |
120 |
5,869 |
+24 |
Jan12 |
111205 |
17.24 |
17.50 |
17.24 |
17.48 |
+0.17 |
283 |
4,784 |
+34 |
Feb12 |
111205 |
17.21 |
17.36 |
17.19 |
17.28 |
+0.07 |
271 |
3,453 |
+125 |
Mar12 |
111205 |
17.17 |
17.22 |
17.10 |
17.21 |
+0.06 |
151 |
2,886 |
+65 |
Apr12 |
111205 |
17.02 |
17.05 |
17.01 |
17.05 |
+0.01 |
84 |
2,212 |
+36 |
Total Volume and Open Interest |
1,386 |
36,639 |
+615 |
Cocoa(ICE) |
Dec11 |
111205 |
2035 |
2035 |
2035 |
2035 |
+5 |
23 |
103 |
-10 |
Mar12 |
111205 |
2228 |
2249 |
2196 |
2206 |
-22 |
10,153 |
81,990 |
+291 |
May12 |
111205 |
2240 |
2259 |
2214 |
2221 |
-22 |
2,336 |
31,104 |
+581 |
Jul12 |
111205 |
2255 |
2268 |
2234 |
2237 |
-21 |
277 |
14,752 |
+58 |
Sep12 |
111205 |
2265 |
2277 |
2244 |
2247 |
-22 |
93 |
12,793 |
+7 |
Dec12 |
111205 |
2288 |
2289 |
2251 |
2258 |
-22 |
120 |
12,900 |
-21 |
Mar13 |
111205 |
2280 |
2299 |
2272 |
2272 |
-23 |
43 |
4,120 |
+2 |
Total Volume and Open Interest |
13,060 |
160,678 |
+911 |
Coffee "C"(ICE) |
Dec11 |
111205 |
229.40 |
235.20 |
228.50 |
233.95 |
+6.80 |
78 |
146 |
-41 |
Mar12 |
111205 |
229.95 |
237.70 |
229.75 |
236.40 |
+6.85 |
9,764 |
58,996 |
-586 |
May12 |
111205 |
233.15 |
240.00 |
232.85 |
238.95 |
+6.95 |
1,933 |
19,946 |
-251 |
Jul12 |
111205 |
236.35 |
241.75 |
235.15 |
241.00 |
+6.90 |
571 |
6,795 |
-42 |
Sep12 |
111205 |
237.70 |
242.85 |
236.55 |
242.35 |
+6.80 |
131 |
5,855 |
+46 |
Dec12 |
111205 |
238.95 |
243.80 |
238.00 |
243.75 |
+7.00 |
110 |
6,697 |
-29 |
Total Volume and Open Interest |
12,628 |
99,563 |
-886 |
Orange Juice(ICE) |
Jan12 |
111205 |
177.60 |
179.70 |
177.30 |
178.30 |
+0.70 |
1,425 |
19,477 |
-69 |
Mar12 |
111205 |
172.00 |
174.10 |
171.35 |
173.30 |
+0.50 |
691 |
7,021 |
+477 |
May12 |
111205 |
172.00 |
173.00 |
171.75 |
172.30 |
+0.35 |
34 |
1,736 |
+7 |
Jul12 |
111205 |
172.55 |
172.55 |
171.95 |
172.05 |
+0.15 |
18 |
510 |
+14 |
Sep12 |
111205 |
171.45 |
171.45 |
171.45 |
171.45 |
unch |
0 |
53 |
+0 |
Nov12 |
111205 |
171.00 |
171.00 |
171.00 |
171.00 |
-0.15 |
0 |
8 |
+0 |
Total Volume and Open Interest |
2,168 |
28,811 |
+429 |
Sugar #11(ICE) |
Mar12 |
111205 |
23.51 |
24.18 |
23.51 |
24.08 |
+0.63 |
32,092 |
214,146 |
-1,564 |
May12 |
111205 |
23.17 |
23.73 |
23.17 |
23.70 |
+0.61 |
10,128 |
88,057 |
+1,274 |
Jul12 |
111205 |
22.80 |
23.33 |
22.79 |
23.32 |
+0.54 |
6,385 |
85,809 |
+511 |
Oct12 |
111205 |
23.00 |
23.44 |
22.95 |
23.42 |
+0.47 |
3,088 |
47,685 |
+682 |
Mar13 |
111205 |
23.35 |
23.80 |
23.35 |
23.79 |
+0.43 |
1,091 |
30,446 |
-381 |
Total Volume and Open Interest |
55,058 |
513,094 |
+1,172 |
London Cocoa(LCE) |
Dec11 |
111205 |
1387 |
1398 |
1379 |
1380 |
-22 |
5,543 |
48,167 |
-1,951 |
Mar12 |
111205 |
1415 |
1432 |
1414 |
1420 |
-15 |
7,303 |
67,441 |
-1,534 |
May12 |
111205 |
1440 |
1448 |
1431 |
1437 |
-15 |
2,348 |
21,863 |
+429 |
Jul12 |
111205 |
1450 |
1464 |
1449 |
1454 |
-14 |
725 |
24,476 |
+45 |
Sep12 |
111205 |
1471 |
1477 |
1463 |
1467 |
-15 |
1,146 |
17,019 |
+117 |
Dec12 |
111205 |
1490 |
1491 |
1480 |
1480 |
-15 |
126 |
12,908 |
-62 |
Mar13 |
111205 |
1499 |
1501 |
1492 |
1492 |
-15 |
0 |
7,420 |
+0 |
Total Volume and Open Interest |
17,191 |
201,915 |
-2,956 |
London Sugar(LCE) |
Mar12 |
111205 |
616.00 |
626.30 |
615.70 |
624.40 |
+10.80 |
2,942 |
24,234 |
+432 |
May12 |
111205 |
608.20 |
617.90 |
607.80 |
615.90 |
+10.30 |
588 |
7,145 |
+115 |
Aug12 |
111205 |
601.30 |
610.50 |
600.80 |
608.00 |
+9.50 |
658 |
9,070 |
+500 |
Oct12 |
111205 |
603.60 |
608.60 |
603.60 |
607.70 |
+7.50 |
445 |
3,725 |
+237 |
Dec12 |
111205 |
610.00 |
613.30 |
608.80 |
610.00 |
+5.50 |
98 |
1,375 |
+35 |
Total Volume and Open Interest |
4,741 |
46,465 |
+1,312 |
Cotton(ICE) |
Dec11 |
111205 |
92.50 |
92.59 |
90.93 |
91.51 |
+0.16 |
28 |
388 |
-28 |
Mar12 |
111205 |
91.84 |
92.80 |
91.54 |
92.22 |
+0.38 |
10,039 |
90,887 |
-1,178 |
May12 |
111205 |
91.50 |
92.38 |
91.44 |
92.03 |
+0.57 |
2,195 |
19,155 |
+594 |
Jul12 |
111205 |
91.00 |
91.91 |
90.81 |
91.67 |
+0.74 |
1,467 |
17,754 |
+8 |
Oct12 |
111205 |
91.58 |
91.58 |
91.58 |
91.58 |
+1.05 |
0 |
84 |
-1 |
Dec12 |
111205 |
89.46 |
89.88 |
89.05 |
89.75 |
+0.82 |
101 |
7,577 |
+6 |
Total Volume and Open Interest |
13,843 |
137,145 |
-596 |
Lumber(CME) |
Jan12 |
111205 |
228.4 |
236.2 |
228.0 |
232.8 |
+5.8 |
1,691 |
7,074 |
+574 |
Mar12 |
111205 |
244.0 |
251.5 |
244.0 |
247.0 |
+4.5 |
1,111 |
4,419 |
+768 |
May12 |
111205 |
261.9 |
263.0 |
261.4 |
262.7 |
+4.7 |
13 |
622 |
+0 |
Jul12 |
111205 |
272.2 |
272.2 |
272.2 |
272.2 |
+6.1 |
1 |
265 |
+0 |
Total Volume and Open Interest |
2,816 |
12,495 |
+1,342 |
Crude Oil(NYM) |
Jan12 |
111205 |
101.23 |
102.44 |
100.24 |
100.99 |
+0.03 |
275,858 |
293,358 |
-10,727 |
Feb12 |
111205 |
101.30 |
102.56 |
100.38 |
101.13 |
+0.04 |
72,214 |
114,630 |
+4,772 |
Mar12 |
111205 |
101.60 |
102.68 |
100.58 |
101.27 |
+0.05 |
41,723 |
109,674 |
+2,597 |
Apr12 |
111205 |
101.88 |
102.55 |
100.58 |
101.34 |
+0.09 |
21,652 |
45,815 |
+618 |
May12 |
111205 |
101.46 |
102.45 |
100.72 |
101.28 |
+0.13 |
13,364 |
42,166 |
+748 |
Jun12 |
111205 |
101.18 |
102.30 |
100.30 |
101.08 |
+0.16 |
40,335 |
77,288 |
+0 |
Jul12 |
111205 |
101.00 |
101.71 |
100.81 |
100.81 |
+0.18 |
7,419 |
34,420 |
+464 |
Aug12 |
111205 |
100.90 |
101.48 |
99.91 |
100.50 |
+0.20 |
4,461 |
25,437 |
+190 |
Sep12 |
111205 |
100.80 |
101.06 |
100.19 |
100.19 |
+0.21 |
5,393 |
30,661 |
-133 |
Oct12 |
111205 |
100.20 |
100.40 |
99.11 |
99.90 |
+0.23 |
3,857 |
27,962 |
+755 |
Nov12 |
111205 |
99.94 |
100.15 |
99.65 |
99.65 |
+0.24 |
4,817 |
29,443 |
+2,649 |
Dec12 |
111205 |
99.65 |
100.30 |
98.59 |
99.37 |
+0.24 |
29,881 |
169,196 |
+3,579 |
Jan13 |
111205 |
99.40 |
99.40 |
98.98 |
98.98 |
+0.24 |
2,150 |
29,249 |
-372 |
Feb13 |
111205 |
98.55 |
98.55 |
98.55 |
98.55 |
+0.23 |
958 |
11,846 |
+511 |
Mar13 |
111205 |
98.13 |
98.13 |
98.13 |
98.13 |
+0.21 |
584 |
10,690 |
+187 |
Apr13 |
111205 |
97.71 |
97.71 |
97.71 |
97.71 |
+0.19 |
60 |
5,675 |
-18 |
Total Volume and Open Interest |
544,164 |
1,310,747 |
+7,257 |
e-miNY Crude Oil(NYM) |
Dec11 |
111117 |
101.675 |
103.375 |
98.375 |
98.825 |
-3.775 |
7,409 |
2,981 |
+164 |
Jan12 |
111205 |
101.500 |
102.425 |
100.250 |
101.000 |
+0.050 |
8,847 |
2,337 |
-104 |
Feb12 |
111205 |
101.500 |
102.550 |
100.650 |
101.125 |
+0.025 |
336 |
393 |
+22 |
Mar12 |
111205 |
101.700 |
102.600 |
100.575 |
101.275 |
+0.050 |
191 |
200 |
-2 |
Apr12 |
111205 |
102.475 |
102.475 |
100.625 |
101.350 |
+0.100 |
17 |
221 |
-5 |
May12 |
111205 |
101.275 |
101.275 |
101.275 |
101.275 |
+0.125 |
0 |
7 |
+0 |
Jun12 |
111205 |
101.925 |
101.925 |
101.075 |
101.075 |
+0.150 |
2 |
16 |
+2 |
Jul12 |
111205 |
100.800 |
100.800 |
100.800 |
100.800 |
+0.175 |
0 |
4 |
+0 |
Aug12 |
111205 |
100.500 |
100.500 |
100.500 |
100.500 |
+0.200 |
0 |
5 |
+0 |
Sep12 |
111205 |
100.200 |
100.200 |
100.200 |
100.200 |
+0.225 |
|
|
|
Total Volume and Open Interest |
9,393 |
3,414 |
-87 |
Heating Oil(NYM) |
Jan12 |
111205 |
299.05 |
308.07 |
298.33 |
299.24 |
+0.24 |
82,973 |
87,874 |
-6,228 |
Feb12 |
111205 |
300.36 |
308.68 |
299.29 |
300.16 |
+0.17 |
37,734 |
41,529 |
+3,322 |
Mar12 |
111205 |
301.54 |
308.02 |
299.76 |
300.10 |
+0.26 |
24,652 |
31,882 |
+2,049 |
Apr12 |
111205 |
301.98 |
306.12 |
298.02 |
298.74 |
+0.30 |
14,802 |
20,073 |
+1,011 |
May12 |
111205 |
299.39 |
304.03 |
296.53 |
297.09 |
+0.42 |
7,369 |
13,091 |
+67 |
Jun12 |
111205 |
296.29 |
302.23 |
295.32 |
295.98 |
+0.51 |
17,435 |
29,952 |
+240 |
Jul12 |
111205 |
297.36 |
302.41 |
295.32 |
295.96 |
+0.51 |
2,554 |
8,522 |
+544 |
Aug12 |
111205 |
299.89 |
300.22 |
295.52 |
296.15 |
+0.50 |
916 |
4,235 |
-145 |
Sep12 |
111205 |
300.87 |
300.87 |
296.70 |
296.82 |
+0.50 |
1,204 |
6,094 |
-259 |
Oct12 |
111205 |
299.51 |
300.17 |
297.82 |
297.82 |
+0.49 |
367 |
2,379 |
+32 |
Nov12 |
111205 |
298.76 |
298.76 |
298.76 |
298.76 |
+0.48 |
242 |
1,594 |
+22 |
Dec12 |
111205 |
300.33 |
300.33 |
299.48 |
299.48 |
+0.46 |
3,116 |
18,504 |
-43 |
Total Volume and Open Interest |
193,666 |
268,554 |
+645 |
Gasoline(NYMEX) |
Jan12 |
111205 |
263.13 |
267.77 |
259.83 |
261.37 |
-0.25 |
45,256 |
87,249 |
-3,940 |
Feb12 |
111205 |
265.40 |
268.00 |
260.60 |
262.02 |
-0.22 |
25,740 |
32,587 |
+1,773 |
Mar12 |
111205 |
266.43 |
269.18 |
263.05 |
263.65 |
-0.12 |
18,165 |
30,415 |
+897 |
Apr12 |
111205 |
280.59 |
282.93 |
277.00 |
277.77 |
-0.19 |
9,842 |
24,184 |
+200 |
May12 |
111205 |
280.43 |
280.49 |
277.28 |
277.57 |
-0.27 |
8,087 |
19,321 |
+598 |
Jun12 |
111205 |
278.64 |
281.38 |
275.49 |
275.88 |
-0.35 |
9,180 |
27,037 |
-62 |
Jul12 |
111205 |
275.80 |
275.96 |
273.05 |
273.61 |
-0.37 |
2,824 |
7,816 |
+260 |
Aug12 |
111205 |
270.50 |
271.08 |
270.50 |
271.08 |
-0.49 |
1,372 |
8,210 |
+65 |
Sep12 |
111205 |
267.60 |
268.25 |
267.60 |
268.25 |
-0.62 |
989 |
6,204 |
+21 |
Oct12 |
111205 |
257.85 |
257.85 |
255.54 |
255.54 |
-0.71 |
749 |
4,733 |
+267 |
Total Volume and Open Interest |
124,250 |
265,299 |
+256 |
e-miNY RBOB Gasoline(NYM) |
Jan12 |
111205 |
261.40 |
261.40 |
261.37 |
261.40 |
-0.20 |
0 |
1 |
+0 |
Feb12 |
111205 |
262.00 |
262.02 |
262.00 |
262.00 |
-0.20 |
0 |
1 |
+0 |
Mar12 |
111205 |
263.70 |
263.70 |
263.65 |
263.70 |
-0.10 |
|
|
|
Apr12 |
111205 |
277.80 |
277.80 |
277.77 |
277.80 |
-0.20 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Jan12 |
111205 |
3.570 |
3.572 |
3.444 |
3.461 |
-0.123 |
175,649 |
272,946 |
-13,705 |
Feb12 |
111205 |
3.600 |
3.600 |
3.475 |
3.490 |
-0.123 |
45,433 |
97,058 |
-182 |
Mar12 |
111205 |
3.604 |
3.607 |
3.487 |
3.500 |
-0.121 |
51,935 |
128,997 |
+1,639 |
Apr12 |
111205 |
3.636 |
3.638 |
3.531 |
3.542 |
-0.118 |
42,798 |
98,368 |
+1,108 |
May12 |
111205 |
3.681 |
3.681 |
3.575 |
3.585 |
-0.114 |
14,755 |
43,463 |
-1,023 |
Jun12 |
111205 |
3.734 |
3.734 |
3.622 |
3.630 |
-0.112 |
7,405 |
22,586 |
-78 |
Jul12 |
111205 |
3.790 |
3.790 |
3.678 |
3.685 |
-0.111 |
5,663 |
19,426 |
+258 |
Aug12 |
111205 |
3.794 |
3.794 |
3.707 |
3.715 |
-0.111 |
3,655 |
16,570 |
+688 |
Sep12 |
111205 |
3.797 |
3.797 |
3.710 |
3.720 |
-0.110 |
2,798 |
15,099 |
+18 |
Oct12 |
111205 |
3.841 |
3.841 |
3.749 |
3.758 |
-0.109 |
15,301 |
57,256 |
+1,893 |
Nov12 |
111205 |
3.982 |
3.994 |
3.903 |
3.910 |
-0.101 |
5,177 |
25,113 |
+1,130 |
Dec12 |
111205 |
4.254 |
4.255 |
4.198 |
4.206 |
-0.091 |
3,449 |
24,432 |
+66 |
Jan13 |
111205 |
4.388 |
4.395 |
4.331 |
4.345 |
-0.083 |
8,292 |
30,223 |
+925 |
Feb13 |
111205 |
4.364 |
4.368 |
4.333 |
4.335 |
-0.078 |
176 |
6,382 |
+120 |
Mar13 |
111205 |
4.325 |
4.325 |
4.286 |
4.288 |
-0.074 |
896 |
14,532 |
+176 |
Apr13 |
111205 |
4.228 |
4.236 |
4.206 |
4.212 |
-0.064 |
1,189 |
23,147 |
+97 |
Total Volume and Open Interest |
385,957 |
948,103 |
-6,302 |
Brent Crude Oil(ICE) |
Jan12 |
111205 |
110.55 |
111.62 |
109.20 |
109.81 |
-0.13 |
187,086 |
150,045 |
-378 |
Feb12 |
111205 |
110.21 |
111.25 |
108.90 |
109.53 |
-0.15 |
106,090 |
150,657 |
-635 |
Mar12 |
111205 |
109.86 |
110.80 |
108.60 |
109.20 |
-0.15 |
63,832 |
91,020 |
+1,079 |
Apr12 |
111205 |
109.58 |
110.42 |
108.48 |
108.94 |
-0.14 |
28,036 |
40,213 |
-1,415 |
May12 |
111205 |
109.49 |
109.95 |
108.21 |
108.63 |
-0.15 |
17,342 |
24,579 |
-1,183 |
Jun12 |
111205 |
109.03 |
109.82 |
107.86 |
108.30 |
-0.16 |
34,403 |
68,737 |
-1,879 |
Jul12 |
111205 |
108.66 |
109.45 |
107.51 |
107.95 |
-0.17 |
6,730 |
18,274 |
-279 |
Aug12 |
111205 |
108.27 |
109.04 |
107.13 |
107.57 |
-0.18 |
4,760 |
26,300 |
-380 |
Sep12 |
111205 |
107.83 |
108.57 |
106.70 |
107.15 |
-0.18 |
4,739 |
33,000 |
+56 |
Oct12 |
111205 |
107.27 |
107.30 |
106.78 |
106.78 |
-0.17 |
2,490 |
13,898 |
-162 |
Nov12 |
111205 |
106.43 |
106.43 |
106.43 |
106.43 |
-0.16 |
2,825 |
17,108 |
-549 |
Dec12 |
111205 |
106.61 |
107.32 |
105.55 |
106.04 |
-0.16 |
28,254 |
103,869 |
+2,207 |
Jan13 |
111205 |
106.47 |
106.47 |
105.65 |
105.65 |
-0.17 |
875 |
11,060 |
+393 |
Feb13 |
111205 |
105.21 |
105.21 |
105.21 |
105.21 |
-0.18 |
527 |
6,312 |
+163 |
Total Volume and Open Interest |
505,656 |
920,421 |
-1,201 |
Gas Oil(ICE) |
Dec11 |
111205 |
957.00 |
979.25 |
952.75 |
964.50 |
+13.25 |
62,101 |
99,418 |
+2,819 |
Jan12 |
111205 |
946.00 |
970.00 |
944.00 |
955.75 |
+12.75 |
122,665 |
122,571 |
+5,227 |
Feb12 |
111205 |
945.75 |
965.50 |
940.00 |
951.25 |
+12.25 |
48,113 |
52,658 |
+3,640 |
Mar12 |
111205 |
941.00 |
961.00 |
937.00 |
947.00 |
+11.50 |
32,755 |
47,594 |
+2,971 |
Apr12 |
111205 |
938.00 |
955.25 |
934.25 |
943.75 |
+11.25 |
14,948 |
23,077 |
+32 |
May12 |
111205 |
935.00 |
953.75 |
932.00 |
940.50 |
+10.75 |
8,256 |
27,046 |
+218 |
Jun12 |
111205 |
933.75 |
952.75 |
931.00 |
939.00 |
+10.25 |
19,819 |
49,800 |
-332 |
Jul12 |
111205 |
941.50 |
947.75 |
931.75 |
939.00 |
+9.75 |
2,324 |
17,645 |
-262 |
Aug12 |
111205 |
941.50 |
947.25 |
932.00 |
939.00 |
+9.25 |
1,544 |
13,407 |
+525 |
Sep12 |
111205 |
940.25 |
946.75 |
932.00 |
939.00 |
+9.00 |
1,741 |
13,141 |
+600 |
Total Volume and Open Interest |
322,661 |
558,810 |
+15,261 |
Ethanol(CBOT) |
Dec11 |
111205 |
2.503 |
2.503 |
2.485 |
2.500 |
-0.003 |
88 |
204 |
-29 |
Jan12 |
111205 |
2.218 |
2.250 |
2.192 |
2.204 |
-0.012 |
188 |
1,422 |
+19 |
Feb12 |
111205 |
2.165 |
2.190 |
2.150 |
2.161 |
-0.004 |
133 |
1,309 |
+72 |
Mar12 |
111205 |
2.177 |
2.180 |
2.169 |
2.176 |
-0.006 |
51 |
1,506 |
-29 |
Apr12 |
111205 |
2.184 |
2.189 |
2.173 |
2.174 |
-0.010 |
29 |
662 |
-8 |
May12 |
111205 |
2.197 |
2.197 |
2.190 |
2.196 |
-0.005 |
92 |
701 |
-94 |
Jun12 |
111205 |
2.229 |
2.229 |
2.208 |
2.210 |
+0.001 |
103 |
504 |
-127 |
Jul12 |
111205 |
2.215 |
2.221 |
2.214 |
2.221 |
-0.001 |
154 |
760 |
-103 |
Total Volume and Open Interest |
1,785 |
9,885 |
-470 |
WTI Crude Oil(ICE) |
Jan12 |
111205 |
101.36 |
102.44 |
100.23 |
100.99 |
+0.03 |
59,754 |
69,182 |
-1,193 |
Feb12 |
111205 |
101.37 |
102.53 |
100.41 |
101.13 |
+0.04 |
23,747 |
50,610 |
+2,992 |
Mar12 |
111205 |
101.49 |
102.65 |
100.77 |
101.27 |
+0.05 |
15,361 |
35,684 |
+699 |
Apr12 |
111205 |
101.64 |
102.57 |
101.13 |
101.34 |
+0.09 |
8,181 |
24,423 |
+2,386 |
May12 |
111205 |
101.53 |
102.30 |
101.01 |
101.28 |
+0.13 |
6,730 |
11,613 |
-386 |
Jun12 |
111205 |
101.35 |
102.15 |
100.58 |
101.08 |
+0.16 |
18,631 |
44,399 |
+1,776 |
Jul12 |
111205 |
100.98 |
100.98 |
100.81 |
100.81 |
+0.18 |
2,120 |
9,763 |
+148 |
Aug12 |
111205 |
101.02 |
101.02 |
100.50 |
100.50 |
+0.20 |
1,609 |
7,373 |
+414 |
Sep12 |
111205 |
100.29 |
100.94 |
100.19 |
100.19 |
+0.21 |
2,296 |
11,769 |
+207 |
Oct12 |
111205 |
99.90 |
99.90 |
99.90 |
99.90 |
+0.23 |
744 |
5,294 |
+19 |
Nov12 |
111205 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.24 |
583 |
4,662 |
+37 |
Dec12 |
111205 |
99.45 |
100.20 |
98.57 |
99.37 |
+0.24 |
8,499 |
63,078 |
+1,081 |
Jan13 |
111205 |
98.98 |
98.98 |
98.98 |
98.98 |
+0.24 |
121 |
3,279 |
+30 |
Feb13 |
111205 |
98.55 |
98.55 |
98.55 |
98.55 |
+0.23 |
0 |
640 |
+0 |
Mar13 |
111205 |
98.13 |
98.13 |
98.13 |
98.13 |
+0.21 |
0 |
1,584 |
+0 |
Apr13 |
111205 |
97.71 |
97.71 |
97.71 |
97.71 |
+0.19 |
0 |
389 |
+0 |
Total Volume and Open Interest |
151,867 |
433,508 |
+8,005 |
US Dollar Index(ICE) |
Dec11 |
111205 |
78.735 |
78.780 |
78.265 |
78.670 |
-0.060 |
21,204 |
54,299 |
-289 |
Mar12 |
111205 |
79.050 |
79.195 |
78.725 |
79.100 |
-0.060 |
146 |
807 |
+34 |
Jun12 |
111205 |
79.540 |
79.540 |
79.540 |
79.540 |
-0.060 |
0 |
2 |
+0 |
Total Volume and Open Interest |
21,350 |
55,108 |
-255 |
Australian Dollar(CME) |
Dec11 |
111205 |
102.16 |
102.88 |
101.83 |
102.64 |
+0.51 |
129,811 |
114,687 |
-1,814 |
Mar12 |
111205 |
101.30 |
101.82 |
100.82 |
101.63 |
+0.51 |
7,405 |
17,366 |
+5,271 |
Jun12 |
111205 |
100.83 |
100.83 |
100.34 |
100.83 |
+0.49 |
0 |
36 |
+0 |
Total Volume and Open Interest |
137,221 |
132,211 |
+3,457 |
British Pound(CME) |
Dec11 |
111205 |
155.99 |
157.21 |
155.86 |
156.43 |
+0.50 |
106,331 |
185,132 |
+4,930 |
Mar12 |
111205 |
155.98 |
157.07 |
155.77 |
156.30 |
+0.51 |
10,093 |
15,614 |
+9,688 |
Jun12 |
111205 |
156.16 |
156.16 |
155.66 |
156.16 |
+0.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
116,424 |
200,761 |
+14,618 |
Canadian Dollar(CME) |
Dec11 |
111205 |
98.14 |
98.77 |
98.06 |
98.29 |
+0.09 |
93,408 |
122,156 |
-2,956 |
Mar12 |
111205 |
98.10 |
98.55 |
97.90 |
98.10 |
+0.10 |
6,799 |
18,525 |
+4,866 |
Jun12 |
111205 |
98.35 |
98.35 |
97.81 |
97.96 |
+0.10 |
39 |
1,943 |
-4 |
Sep12 |
111205 |
97.87 |
97.87 |
97.76 |
97.87 |
+0.11 |
11 |
1,130 |
+5 |
Total Volume and Open Interest |
100,293 |
143,995 |
+1,935 |
Japanese Yen(CME) |
Dec11 |
111205 |
128.14 |
128.74 |
128.07 |
128.61 |
+0.47 |
75,803 |
153,957 |
+254 |
Mar12 |
111205 |
128.40 |
129.05 |
128.38 |
128.93 |
+0.47 |
7,458 |
18,809 |
+4,940 |
Jun12 |
111205 |
129.20 |
129.20 |
128.74 |
129.20 |
+0.46 |
1 |
40 |
+1 |
Total Volume and Open Interest |
83,262 |
172,811 |
+5,195 |
Swiss Franc(CME) |
Dec11 |
111205 |
108.51 |
109.13 |
108.35 |
108.67 |
+0.08 |
27,584 |
38,549 |
+976 |
Mar12 |
111205 |
109.05 |
109.26 |
108.69 |
108.88 |
+0.06 |
439 |
1,289 |
+366 |
Jun12 |
111205 |
109.13 |
109.13 |
109.04 |
109.13 |
+0.09 |
0 |
5 |
+0 |
Total Volume and Open Interest |
28,023 |
39,848 |
+1,342 |
EuroFX(CME) |
Dec11 |
111205 |
134.07 |
134.87 |
133.73 |
134.00 |
-0.04 |
280,158 |
259,590 |
-9,676 |
Mar12 |
111205 |
134.29 |
134.96 |
133.85 |
134.10 |
-0.04 |
6,715 |
14,482 |
+3,389 |
Jun12 |
111205 |
134.43 |
134.67 |
133.99 |
134.15 |
-0.05 |
3 |
1,069 |
+3 |
Total Volume and Open Interest |
286,876 |
275,159 |
-6,284 |
Mexican Peso(CME) |
Dec11 |
111205 |
733.0 |
742.8 |
733.0 |
738.2 |
unch |
29,778 |
73,784 |
-423 |
Jan12 |
111205 |
736.5 |
736.5 |
736.5 |
736.5 |
unch |
0 |
95 |
+0 |
Total Volume and Open Interest |
35,200 |
124,665 |
+4,767 |
Brazilian Real(CME) |
Jan12 |
111205 |
558.60 |
558.60 |
554.50 |
557.00 |
+4.00 |
12 |
10,721 |
-3 |
Feb12 |
111205 |
553.80 |
553.80 |
550.15 |
553.80 |
+3.65 |
|
|
|
Mar12 |
111205 |
550.55 |
550.55 |
547.30 |
550.55 |
+3.25 |
90 |
3,218 |
-86 |
Apr12 |
111205 |
548.00 |
548.00 |
545.00 |
548.00 |
+3.00 |
|
|
|
Total Volume and Open Interest |
102 |
29,270 |
-89 |
30-Year T-Bonds(CBOT) |
Dec11 |
111205 |
142~010 |
142~110 |
140~300 |
141~260 |
-0~080 |
64,036 |
36,817 |
-18,949 |
Mar12 |
111205 |
141~250 |
142~040 |
140~200 |
141~170 |
-0~090 |
353,262 |
567,839 |
-5,306 |
Jun12 |
111205 |
139~160 |
140~140 |
139~160 |
140~050 |
-0~090 |
208 |
124 |
+114 |
Total Volume and Open Interest |
417,506 |
604,780 |
-24,141 |
10-Year T-Notes(CBOT) |
Dec11 |
111205 |
130~145 |
130~180 |
129~310 |
130~130 |
-0~030 |
149,141 |
125,270 |
-47,800 |
Mar12 |
111205 |
129~200 |
129~235 |
129~035 |
129~180 |
-0~035 |
1,048,162 |
1,310,121 |
-5,608 |
Jun12 |
111205 |
128~180 |
128~215 |
128~180 |
128~180 |
-0~035 |
|
|
|
Total Volume and Open Interest |
1,197,303 |
1,435,391 |
-53,408 |
5-Year T-Notes(CBOT) |
Dec11 |
111205 |
123~020 |
123~020 |
122~117 |
123~013 |
-0~005 |
134,036 |
94,719 |
-43,755 |
Mar12 |
111205 |
122~101 |
122~101 |
122~065 |
122~092 |
-0~009 |
627,194 |
1,169,533 |
+17,915 |
Jun12 |
111205 |
121~116 |
121~125 |
121~116 |
121~116 |
-0~009 |
|
|
|
Total Volume and Open Interest |
761,230 |
1,264,252 |
-25,840 |
2 Year T-Notes(CBOT) |
Dec11 |
111205 |
110~026 |
110~027 |
110~022 |
110~023 |
-0~002 |
52,760 |
63,307 |
-11,878 |
Mar12 |
111205 |
110~033 |
110~034 |
110~027 |
110~030 |
-0~002 |
193,182 |
612,765 |
-16,452 |
Jun12 |
111205 |
109~126 |
110~000 |
109~126 |
109~126 |
-0~002 |
|
|
|
Total Volume and Open Interest |
245,942 |
676,072 |
-28,330 |
Eurodollars(CME) |
Dec11 |
111205 |
99.457 |
99.463 |
99.450 |
99.455 |
unch |
284,789 |
1,007,705 |
-21,298 |
Mar12 |
111205 |
99.385 |
99.400 |
99.370 |
99.385 |
+0.015 |
462,306 |
927,530 |
-39,291 |
Jun12 |
111205 |
99.335 |
99.355 |
99.325 |
99.335 |
+0.015 |
301,076 |
1,101,244 |
+637 |
Sep12 |
111205 |
99.305 |
99.330 |
99.300 |
99.310 |
+0.015 |
291,010 |
745,680 |
-17,878 |
Dec12 |
111205 |
99.285 |
99.325 |
99.280 |
99.295 |
+0.015 |
210,033 |
759,900 |
-3,933 |
Mar13 |
111205 |
99.265 |
99.305 |
99.265 |
99.285 |
+0.020 |
203,376 |
773,908 |
-24,805 |
Jun13 |
111205 |
99.225 |
99.265 |
99.225 |
99.250 |
+0.020 |
136,231 |
565,162 |
-4,372 |
Sep13 |
111205 |
99.175 |
99.205 |
99.160 |
99.190 |
+0.020 |
140,221 |
455,603 |
+5,165 |
Dec13 |
111205 |
99.080 |
99.105 |
99.055 |
99.090 |
+0.015 |
117,715 |
498,945 |
+12,522 |
Mar14 |
111205 |
98.950 |
98.975 |
98.925 |
98.965 |
+0.015 |
91,407 |
362,464 |
+5,864 |
Jun14 |
111205 |
98.775 |
98.810 |
98.750 |
98.800 |
+0.020 |
79,739 |
295,942 |
+6,193 |
Sep14 |
111205 |
98.595 |
98.635 |
98.565 |
98.620 |
+0.025 |
76,600 |
208,909 |
+7,467 |
Dec14 |
111205 |
98.405 |
98.445 |
98.365 |
98.430 |
+0.025 |
37,568 |
173,345 |
-1,528 |
Mar15 |
111205 |
98.225 |
98.280 |
98.190 |
98.265 |
+0.030 |
27,679 |
131,262 |
+2,465 |
Jun15 |
111205 |
6.305 |
6.365 |
6.270 |
6.350 |
+0.030 |
21,173 |
111,038 |
+621 |
Sep15 |
111205 |
6.145 |
6.200 |
6.095 |
6.180 |
+0.030 |
19,861 |
77,798 |
+586 |
Dec15 |
111205 |
5.965 |
6.025 |
5.915 |
6.005 |
+0.030 |
14,542 |
50,930 |
+861 |
Mar16 |
111205 |
5.815 |
5.880 |
5.770 |
5.860 |
+0.025 |
11,430 |
46,886 |
-497 |
Total Volume and Open Interest |
2,555,552 |
8,495,644 |
-68,825 |
30 Day Federal Funds(CBOT) |
Dec11 |
111205 |
99.912 |
99.915 |
99.910 |
99.912 |
+0.002 |
3,093 |
74,479 |
+1,326 |
Jan12 |
111205 |
99.905 |
99.905 |
99.900 |
99.900 |
unch |
4,626 |
63,547 |
+717 |
Feb12 |
111205 |
99.900 |
99.900 |
99.890 |
99.890 |
unch |
2,625 |
51,980 |
-388 |
Mar12 |
111205 |
99.890 |
99.890 |
99.885 |
99.885 |
unch |
3,293 |
32,814 |
-704 |
Apr12 |
111205 |
99.885 |
99.885 |
99.875 |
99.880 |
unch |
2,142 |
35,722 |
-407 |
May12 |
111205 |
99.875 |
99.880 |
99.865 |
99.870 |
-0.005 |
4,730 |
44,874 |
+221 |
Total Volume and Open Interest |
32,318 |
557,466 |
-63,147 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111205 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
327 |
+0 |
Mar12 |
111205 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
300 |
+0 |
Jun12 |
111205 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
111205 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
111205 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Mar13 |
111205 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
111205 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Sep13 |
111205 |
99.470 |
99.470 |
99.470 |
99.470 |
unch |
|
|
|
Dec13 |
111205 |
99.330 |
99.330 |
99.330 |
99.330 |
unch |
|
|
|
Mar14 |
111205 |
99.190 |
99.190 |
99.190 |
99.190 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
627 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111205 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
2,000 |
4,632 |
+999 |
Mar12 |
111205 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,937 |
+0 |
Jun12 |
111205 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,440 |
+0 |
Sep12 |
111205 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
711 |
+0 |
Dec12 |
111205 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
135 |
+0 |
Mar13 |
111205 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
111205 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
19 |
185 |
+19 |
Sep13 |
111205 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
Total Volume and Open Interest |
2,019 |
9,174 |
+1,018 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111205 |
141.97 |
142.31 |
141.93 |
142.17 |
+0.21 |
6,780 |
17,625 |
+641 |
Mar12 |
111205 |
141.30 |
141.75 |
141.30 |
141.60 |
+0.27 |
681 |
450 |
+289 |
Jun12 |
111205 |
139.51 |
139.51 |
139.51 |
139.51 |
+0.27 |
|
|
|
Total Volume and Open Interest |
7,461 |
18,078 |
+930 |
Euro-Bund(EUREX) |
Dec11 |
111205 |
135.35 |
135.40 |
134.06 |
134.82 |
-0.69 |
874,828 |
807,938 |
-39,711 |
Mar12 |
111205 |
135.48 |
135.48 |
134.13 |
134.92 |
-0.69 |
127,953 |
139,972 |
+46,715 |
Jun12 |
111205 |
134.40 |
134.40 |
134.30 |
134.30 |
-0.69 |
0 |
21 |
+0 |
Total Volume and Open Interest |
1,002,781 |
947,931 |
+7,004 |
Euro-Bobl(EUREX) |
Dec11 |
111205 |
123.26 |
123.29 |
122.70 |
123.03 |
-0.26 |
501,520 |
633,706 |
-39,181 |
Mar12 |
111205 |
123.45 |
123.45 |
122.88 |
123.23 |
-0.22 |
70,616 |
99,464 |
+21,828 |
Jun12 |
111205 |
123.22 |
123.22 |
123.22 |
123.22 |
-0.22 |
|
|
|
Total Volume and Open Interest |
572,136 |
733,170 |
-17,353 |
3-Mth Euribor(EUREX) |
Dec11 |
111205 |
98.710 |
98.715 |
98.695 |
98.700 |
-0.010 |
151 |
2,090 |
-952 |
Mar12 |
111205 |
98.915 |
98.915 |
98.900 |
98.915 |
-0.015 |
309 |
2,369 |
+22 |
Jun12 |
111205 |
98.970 |
98.975 |
98.970 |
98.975 |
-0.015 |
202 |
1,132 |
+0 |
Total Volume and Open Interest |
662 |
9,013 |
-930 |
Long Gilt(LIFFE) |
Dec11 |
111205 |
130~31 |
131~02 |
130~15 |
130~17 |
-0~07 |
9,602 |
24,113 |
-448 |
Mar12 |
111205 |
113~23 |
113~31 |
113~04 |
113~11 |
-0~13 |
170,986 |
285,395 |
-2,100 |
Total Volume and Open Interest |
180,588 |
309,508 |
-2,548 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111205 |
98.95 |
98.95 |
98.93 |
98.94 |
-0.01 |
45,303 |
328,411 |
+5,715 |
Mar12 |
111205 |
98.94 |
98.94 |
98.92 |
98.92 |
-0.01 |
80,452 |
322,946 |
-1,896 |
Jun12 |
111205 |
98.93 |
98.94 |
98.90 |
98.90 |
-0.02 |
70,647 |
199,546 |
+3,602 |
Sep12 |
111205 |
98.93 |
98.94 |
98.90 |
98.90 |
-0.02 |
54,693 |
194,771 |
-608 |
Dec12 |
111205 |
98.90 |
98.92 |
98.87 |
98.88 |
-0.01 |
51,612 |
177,196 |
+930 |
Mar13 |
111205 |
98.88 |
98.92 |
98.85 |
98.87 |
-0.01 |
55,426 |
196,455 |
+57 |
Total Volume and Open Interest |
479,346 |
1,952,012 |
+15,580 |
3-Mth Euribor(LIFFE) |
Dec11 |
111205 |
98.715 |
98.715 |
98.675 |
98.700 |
-0.010 |
187,521 |
659,027 |
+14,124 |
Mar12 |
111205 |
98.930 |
98.935 |
98.880 |
98.915 |
-0.015 |
154,184 |
524,890 |
-4,867 |
Jun12 |
111205 |
98.985 |
98.990 |
98.955 |
98.975 |
-0.015 |
124,322 |
383,444 |
-2,642 |
Total Volume and Open Interest |
897,209 |
3,442,670 |
+4,551 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111205 |
95.47 |
95.48 |
95.44 |
95.46 |
-0.02 |
15,337 |
168,365 |
-36,233 |
Mar12 |
111205 |
96.25 |
96.29 |
96.21 |
96.24 |
-0.02 |
15,125 |
227,035 |
-13,873 |
Jun12 |
111205 |
96.49 |
96.53 |
96.42 |
96.47 |
-0.02 |
10,025 |
162,180 |
-6,119 |
Sep12 |
111205 |
96.45 |
96.49 |
96.40 |
96.47 |
unch |
4,282 |
103,488 |
+330 |
Dec12 |
111205 |
96.31 |
96.36 |
96.27 |
96.33 |
+0.01 |
1,309 |
63,336 |
-154 |
Mar13 |
111205 |
96.15 |
96.20 |
96.10 |
96.18 |
+0.03 |
1,507 |
52,986 |
+472 |
Jun13 |
111205 |
95.94 |
96.04 |
95.94 |
96.03 |
+0.04 |
2,314 |
42,796 |
+406 |
Sep13 |
111205 |
95.85 |
95.91 |
95.85 |
95.91 |
+0.04 |
628 |
19,987 |
-166 |
Dec13 |
111205 |
95.80 |
95.80 |
95.79 |
95.79 |
+0.03 |
1,046 |
5,567 |
+179 |
Mar14 |
111205 |
95.71 |
95.72 |
95.70 |
95.70 |
+0.01 |
1 |
997 |
+1 |
Total Volume and Open Interest |
51,574 |
846,794 |
-55,157 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111205 |
95.96 |
96.01 |
95.89 |
96.00 |
+0.03 |
43,725 |
376,575 |
-13,064 |
Mar12 |
111205 |
95.93 |
96.01 |
95.93 |
96.00 |
+0.03 |
30 |
116 |
+15 |
Total Volume and Open Interest |
43,755 |
376,691 |
-13,049 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111205 |
96.72 |
96.76 |
96.67 |
96.75 |
+0.01 |
123,988 |
567,970 |
-108,113 |
Mar12 |
111205 |
96.81 |
96.85 |
96.81 |
96.84 |
-0.01 |
295 |
395 |
+295 |
Total Volume and Open Interest |
124,283 |
568,365 |
-107,818 |
Gold(CMX) |
Dec11 |
111205 |
1748.9 |
1752.6 |
1718.7 |
1730.7 |
-16.3 |
1,350 |
3,834 |
-2,981 |
Feb12 |
111205 |
1751.0 |
1758.8 |
1721.1 |
1734.5 |
-16.8 |
113,555 |
262,255 |
-1,984 |
Apr12 |
111205 |
1753.9 |
1761.6 |
1725.4 |
1737.3 |
-16.9 |
3,629 |
33,197 |
+363 |
Jun12 |
111205 |
1761.0 |
1763.3 |
1728.6 |
1739.9 |
-16.9 |
2,178 |
23,076 |
+247 |
Aug12 |
111205 |
1762.3 |
1762.3 |
1733.5 |
1742.4 |
-17.0 |
526 |
13,488 |
+286 |
Oct12 |
111205 |
1762.8 |
1763.0 |
1737.7 |
1745.1 |
-17.0 |
56 |
7,938 |
+13 |
Dec12 |
111205 |
1770.1 |
1770.7 |
1737.0 |
1747.8 |
-17.1 |
589 |
20,912 |
+145 |
Feb13 |
111205 |
1740.4 |
1750.8 |
1740.4 |
1750.8 |
-17.1 |
34 |
2,921 |
-3 |
Apr13 |
111205 |
1753.7 |
1753.7 |
1753.7 |
1753.7 |
-17.1 |
154 |
970 |
+150 |
Jun13 |
111205 |
1757.2 |
1757.2 |
1757.2 |
1757.2 |
-17.2 |
234 |
11,232 |
+104 |
Aug13 |
111205 |
1760.9 |
1760.9 |
1760.9 |
1760.9 |
-17.3 |
0 |
45 |
+0 |
Oct13 |
111205 |
1764.6 |
1764.6 |
1764.6 |
1764.6 |
-17.4 |
|
|
|
Total Volume and Open Interest |
123,457 |
426,527 |
-3,591 |
Silver(CMX) |
Dec11 |
111205 |
3273.5 |
3296.0 |
3185.0 |
3230.6 |
-31.5 |
629 |
619 |
-425 |
Mar12 |
111205 |
3267.0 |
3308.5 |
3191.5 |
3237.2 |
-31.4 |
32,523 |
56,136 |
-1,191 |
May12 |
111205 |
3271.0 |
3306.0 |
3200.0 |
3241.1 |
-31.4 |
373 |
5,519 |
+105 |
Jul12 |
111205 |
3311.5 |
3311.5 |
3200.0 |
3244.7 |
-31.2 |
39 |
2,663 |
-3 |
Sep12 |
111205 |
3287.0 |
3287.0 |
3247.9 |
3247.9 |
-31.2 |
5 |
1,842 |
+5 |
Dec12 |
111205 |
3279.5 |
3288.0 |
3252.2 |
3252.2 |
-31.2 |
231 |
13,138 |
+48 |
Mar13 |
111205 |
3249.7 |
3249.7 |
3249.7 |
3249.7 |
-31.1 |
27 |
1,148 |
+25 |
Total Volume and Open Interest |
34,472 |
96,677 |
-1,391 |
Platinum(NYMEX) |
Jan12 |
111205 |
1552.5 |
1560.0 |
1520.1 |
1532.5 |
-16.0 |
8,754 |
33,938 |
-1,103 |
Apr12 |
111205 |
1564.9 |
1564.9 |
1528.0 |
1539.4 |
-15.9 |
1,216 |
6,146 |
+838 |
Jul12 |
111205 |
1545.1 |
1550.5 |
1541.6 |
1543.8 |
-14.7 |
5 |
370 |
+5 |
Oct12 |
111205 |
1547.8 |
1547.8 |
1547.8 |
1547.8 |
-14.6 |
0 |
59 |
+0 |
Total Volume and Open Interest |
9,975 |
40,515 |
-260 |
Palladium(NYMEX) |
Dec11 |
111205 |
645.35 |
649.45 |
638.10 |
644.50 |
+0.90 |
128 |
700 |
-133 |
Mar12 |
111205 |
648.10 |
654.45 |
633.00 |
646.50 |
+0.65 |
5,394 |
18,762 |
-278 |
Jun12 |
111205 |
648.70 |
648.70 |
634.85 |
647.90 |
+0.65 |
2 |
277 |
+2 |
Total Volume and Open Interest |
5,539 |
19,840 |
-411 |
Copper(CMX) |
Dec11 |
111205 |
360.00 |
361.95 |
353.80 |
360.40 |
+3.15 |
1,795 |
3,440 |
-981 |
Mar12 |
111205 |
358.55 |
363.60 |
354.35 |
361.55 |
+3.10 |
40,703 |
70,478 |
-3,125 |
May12 |
111205 |
361.25 |
363.75 |
356.00 |
362.65 |
+3.15 |
2,718 |
18,938 |
+1,807 |
Jul12 |
111205 |
359.00 |
363.70 |
357.45 |
363.40 |
+3.20 |
216 |
6,239 |
+97 |
Sep12 |
111205 |
363.90 |
363.90 |
363.90 |
363.90 |
+3.20 |
54 |
2,393 |
+0 |
Total Volume and Open Interest |
47,284 |
112,745 |
-2,299 |
DJIA Index(CBOT) |
Dec11 |
111205 |
12045 |
12180 |
12045 |
12066 |
+66 |
355 |
18,091 |
+93 |
Mar12 |
111205 |
12000 |
12100 |
11980 |
11998 |
+68 |
8 |
443 |
+1 |
Jun12 |
111205 |
11931 |
11931 |
11863 |
11931 |
+68 |
0 |
400 |
+0 |
Sep12 |
111205 |
11868 |
11868 |
11800 |
11868 |
+68 |
|
|
|
Total Volume and Open Interest |
363 |
18,934 |
+94 |
E-mini DJIA Index(CBOT) |
Dec11 |
111205 |
12035 |
12183 |
12017 |
12066 |
+66 |
101,458 |
89,684 |
-1,061 |
Mar12 |
111205 |
11980 |
12109 |
11949 |
11998 |
+68 |
187 |
1,490 |
+42 |
Jun12 |
111205 |
11980 |
11980 |
11931 |
11931 |
+68 |
1 |
7 |
+1 |
Sep12 |
111205 |
11868 |
11868 |
11868 |
11868 |
+68 |
0 |
9 |
+0 |
Total Volume and Open Interest |
101,646 |
91,190 |
-1,018 |
S & P 500(CME) |
Dec11 |
111205 |
1249.80 |
1266.00 |
1249.00 |
1255.00 |
+11.50 |
17,729 |
276,631 |
-5,050 |
Mar12 |
111205 |
1257.00 |
1260.00 |
1243.50 |
1249.10 |
+11.50 |
106 |
23,627 |
+319 |
Jun12 |
111205 |
1250.00 |
1254.10 |
1238.30 |
1243.60 |
+11.50 |
27 |
2,910 |
+5 |
Sep12 |
111205 |
1249.00 |
1249.00 |
1233.00 |
1238.40 |
+11.60 |
21 |
464 |
+0 |
Total Volume and Open Interest |
17,885 |
303,733 |
-4,725 |
S & P 500 E-Mini(Globex) |
Dec11 |
111205 |
1248.00 |
1266.25 |
1248.00 |
1255.00 |
+11.50 |
2,110,759 |
2,879,027 |
-93,912 |
Mar12 |
111205 |
1243.00 |
1260.25 |
1243.00 |
1249.00 |
+11.50 |
16,684 |
102,356 |
+6,210 |
Total Volume and Open Interest |
2,127,453 |
2,984,647 |
-87,704 |
NASDAQ 100(CME) |
Dec11 |
111205 |
2315.30 |
2343.00 |
2312.00 |
2325.00 |
+21.70 |
531 |
29,785 |
+44 |
Mar12 |
111205 |
2323.00 |
2335.50 |
2316.00 |
2320.50 |
+21.70 |
31 |
115 |
+5 |
Jun12 |
111205 |
2317.50 |
2324.00 |
2317.50 |
2317.50 |
+21.70 |
|
|
|
Total Volume and Open Interest |
562 |
29,900 |
+49 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111205 |
2309.00 |
2343.80 |
2309.00 |
2325.00 |
+21.70 |
226,157 |
305,999 |
+5,965 |
Mar12 |
111205 |
2308.30 |
2338.00 |
2308.30 |
2320.50 |
+21.70 |
974 |
1,709 |
+97 |
Total Volume and Open Interest |
227,134 |
307,736 |
+6,062 |
S & P Midcap 400(CME) |
Dec11 |
111205 |
890.60 |
891.00 |
890.60 |
890.60 |
+11.00 |
2 |
5,972 |
+2 |
Mar12 |
111205 |
888.00 |
888.20 |
888.00 |
888.00 |
+11.20 |
|
|
|
Jun12 |
111205 |
886.00 |
886.20 |
886.00 |
886.00 |
+11.20 |
|
|
|
Total Volume and Open Interest |
2 |
5,972 |
+2 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111205 |
8660 |
8730 |
8650 |
8670 |
+15 |
5,853 |
27,987 |
-80 |
Mar12 |
111205 |
8645 |
8730 |
8645 |
8675 |
+20 |
1,069 |
1,389 |
+674 |
Total Volume and Open Interest |
6,922 |
29,376 |
+594 |
Nikkei 225(SGX) |
Dec11 |
111205 |
8650 |
8755 |
8650 |
8680 |
+30 |
134,346 |
239,321 |
+9,073 |
Mar12 |
111205 |
8650 |
8735 |
8650 |
8670 |
+35 |
2,102 |
28,599 |
+1,103 |
Jun12 |
111205 |
8640 |
8640 |
8595 |
8595 |
+35 |
2 |
19 |
+1 |
Total Volume and Open Interest |
136,908 |
274,594 |
+10,573 |
CAC 40(EURONEXT) |
Dec11 |
111205 |
3180.0 |
3215.0 |
3173.0 |
3199.0 |
+35.5 |
110,270 |
297,432 |
+453 |
Jan12 |
111205 |
3175.0 |
3209.0 |
3172.0 |
3194.0 |
+35.5 |
13,037 |
24,894 |
+10,983 |
Feb12 |
111205 |
3175.5 |
3200.0 |
3175.0 |
3191.0 |
+31.5 |
0 |
8 |
+0 |
Total Volume and Open Interest |
123,311 |
322,495 |
+11,438 |
Hang Seng Index(HKFE) |
Dec11 |
111205 |
19115 |
19190 |
18955 |
19101 |
-93 |
86,201 |
90,784 |
+6,819 |
Jan12 |
111205 |
19107 |
19182 |
18961 |
19098 |
-92 |
384 |
180 |
+47 |
Total Volume and Open Interest |
86,745 |
93,752 |
+6,900 |
DAX(EUREX) |
Dec11 |
111205 |
6115.5 |
6175.0 |
6053.5 |
6114.5 |
+36.5 |
165,924 |
167,414 |
-7,506 |
Mar12 |
111205 |
6130.0 |
6180.0 |
6064.5 |
6123.5 |
+37.5 |
4,968 |
11,674 |
+2,096 |
Jun12 |
111205 |
6136.5 |
6186.0 |
6080.0 |
6139.0 |
+37.5 |
283 |
3,319 |
+162 |
Total Volume and Open Interest |
171,175 |
182,407 |
-5,248 |
FT-SE 100(EURONEXT) |
Dec11 |
111205 |
5550.00 |
5605.00 |
5550.00 |
5575.00 |
+24.50 |
142,280 |
616,791 |
-12,094 |
Mar12 |
111205 |
5528.00 |
5563.50 |
5512.00 |
5536.50 |
+25.00 |
3,782 |
22,487 |
+1,454 |
Jun12 |
111205 |
5521.00 |
5521.00 |
5500.00 |
5500.00 |
+25.00 |
3 |
515 |
+0 |
Total Volume and Open Interest |
146,065 |
639,793 |
-10,640 |
SPI 200(SFE) |
Dec11 |
111205 |
4297.0 |
4352.0 |
4291.0 |
4318.0 |
+20.0 |
42,785 |
249,078 |
+6,372 |
Mar12 |
111205 |
4294.0 |
4324.0 |
4294.0 |
4298.0 |
+20.0 |
559 |
4,533 |
+414 |
Jun12 |
111205 |
4306.0 |
4306.0 |
4306.0 |
4306.0 |
+22.0 |
10 |
1,433 |
-142 |
Total Volume and Open Interest |
43,365 |
256,296 |
+6,440 |
GSCI(CME) |
Dec11 |
111205 |
667.50 |
667.80 |
654.00 |
656.60 |
-1.80 |
151 |
8,209 |
+27 |
Jan12 |
111205 |
667.50 |
667.80 |
654.50 |
656.90 |
-1.80 |
2 |
1 |
+0 |
Feb12 |
111205 |
657.50 |
667.00 |
655.50 |
657.50 |
-1.90 |
|
|
|
Total Volume and Open Interest |
153 |
8,210 |
+27 |
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. |
|
|