|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Fri December 23, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
111223 |
1160.75 |
1167.25 |
1156.50 |
1163.00 |
+0.75 |
79,410 |
90,849 |
-11,578 |
Mar12 |
111223 |
1170.25 |
1176.25 |
1165.75 |
1172.50 |
+0.75 |
58,233 |
185,554 |
+3,547 |
May12 |
111223 |
1180.25 |
1186.00 |
1176.00 |
1182.25 |
+0.25 |
11,138 |
92,648 |
-535 |
Jul12 |
111223 |
1190.00 |
1195.50 |
1185.75 |
1192.00 |
+0.50 |
10,963 |
80,910 |
+202 |
Aug12 |
111223 |
1188.00 |
1189.25 |
1186.75 |
1189.25 |
+0.25 |
44 |
1,103 |
-1 |
Sep12 |
111223 |
1180.00 |
1185.50 |
1180.00 |
1182.50 |
+0.50 |
85 |
1,032 |
+20 |
Nov12 |
111223 |
1177.00 |
1182.75 |
1173.25 |
1179.00 |
+0.75 |
6,295 |
54,143 |
+7 |
Total Volume and Open Interest |
166,482 |
524,035 |
-8,203 |
Soybean Meal(CBOT) |
Jan12 |
111223 |
298.40 |
299.50 |
296.20 |
297.00 |
-1.40 |
42,389 |
24,374 |
-6,399 |
Mar12 |
111223 |
302.30 |
303.30 |
300.00 |
300.80 |
-1.50 |
39,460 |
79,801 |
+3,818 |
May12 |
111223 |
305.00 |
306.30 |
303.30 |
303.90 |
-1.70 |
4,119 |
30,522 |
+527 |
Jul12 |
111223 |
308.70 |
310.10 |
307.00 |
307.60 |
-1.60 |
3,893 |
30,771 |
+635 |
Aug12 |
111223 |
308.50 |
310.30 |
308.50 |
308.60 |
-1.70 |
227 |
5,258 |
+21 |
Sep12 |
111223 |
308.50 |
310.30 |
308.00 |
308.60 |
-1.70 |
297 |
5,411 |
-47 |
Oct12 |
111223 |
306.60 |
308.50 |
305.90 |
306.80 |
-1.70 |
112 |
3,484 |
-20 |
Dec12 |
111223 |
308.70 |
309.70 |
306.60 |
307.40 |
-1.90 |
2,067 |
17,417 |
-320 |
Total Volume and Open Interest |
92,750 |
202,855 |
-1,633 |
Soybean Oil(CBOT) |
Jan12 |
111223 |
50.45 |
51.05 |
50.14 |
50.96 |
+0.51 |
53,468 |
41,640 |
-8,055 |
Mar12 |
111223 |
50.80 |
51.42 |
50.48 |
51.37 |
+0.57 |
51,669 |
141,378 |
+8,668 |
May12 |
111223 |
51.16 |
51.79 |
50.89 |
51.73 |
+0.54 |
5,054 |
51,364 |
+462 |
Jul12 |
111223 |
51.38 |
52.05 |
51.17 |
52.02 |
+0.54 |
3,354 |
36,075 |
+42 |
Aug12 |
111223 |
51.81 |
52.07 |
51.56 |
52.07 |
+0.54 |
83 |
4,434 |
+15 |
Sep12 |
111223 |
51.81 |
52.10 |
51.60 |
52.10 |
+0.56 |
145 |
5,041 |
-40 |
Oct12 |
111223 |
51.44 |
51.93 |
51.42 |
51.93 |
+0.55 |
94 |
5,407 |
+12 |
Dec12 |
111223 |
50.96 |
51.83 |
50.94 |
51.80 |
+0.57 |
2,123 |
19,576 |
+508 |
Total Volume and Open Interest |
115,993 |
305,448 |
+1,612 |
Canola(WCE) |
Jan12 |
111223 |
518.7 |
522.2 |
517.1 |
521.2 |
+4.2 |
3,932 |
11,444 |
-2,898 |
Mar12 |
111223 |
515.6 |
518.0 |
514.0 |
517.1 |
+1.5 |
10,755 |
75,512 |
+2,799 |
May12 |
111223 |
518.0 |
519.8 |
515.9 |
518.3 |
+0.7 |
2,042 |
16,532 |
+315 |
Jul12 |
111223 |
518.3 |
520.4 |
516.9 |
518.5 |
-0.3 |
448 |
13,730 |
-43 |
Nov12 |
111223 |
498.0 |
501.9 |
497.5 |
501.1 |
+3.0 |
330 |
17,051 |
-237 |
Total Volume and Open Interest |
17,632 |
134,885 |
-24 |
Corn(CBOT) |
Mar12 |
111223 |
616.25 |
621.75 |
614.25 |
619.50 |
+2.00 |
116,715 |
531,141 |
-3,392 |
May12 |
111223 |
624.75 |
630.00 |
622.75 |
628.00 |
+1.75 |
21,692 |
182,805 |
+3,368 |
Jul12 |
111223 |
631.00 |
636.00 |
629.00 |
634.00 |
+1.75 |
29,410 |
163,112 |
+816 |
Sep12 |
111223 |
590.00 |
594.75 |
589.25 |
593.00 |
+1.50 |
3,155 |
41,268 |
+569 |
Dec12 |
111223 |
566.50 |
571.25 |
565.75 |
569.00 |
+2.50 |
21,352 |
192,022 |
+1,722 |
Mar13 |
111223 |
578.00 |
582.25 |
578.00 |
581.25 |
+2.50 |
1,577 |
36,108 |
-307 |
Total Volume and Open Interest |
194,652 |
1,168,259 |
+2,940 |
Wheat(CBOT) |
Mar12 |
111223 |
621.75 |
627.75 |
618.50 |
622.00 |
+0.25 |
41,643 |
174,689 |
-823 |
May12 |
111223 |
637.50 |
645.50 |
637.00 |
639.50 |
-0.50 |
5,401 |
69,992 |
-196 |
Jul12 |
111223 |
654.00 |
660.25 |
652.00 |
655.50 |
+0.25 |
5,169 |
71,027 |
+1,304 |
Sep12 |
111223 |
669.00 |
676.75 |
668.75 |
672.00 |
-0.50 |
863 |
15,553 |
-11 |
Dec12 |
111223 |
694.75 |
698.75 |
689.25 |
691.75 |
-1.75 |
2,078 |
43,117 |
+428 |
Total Volume and Open Interest |
55,225 |
380,371 |
+736 |
Wheat(KCBT) |
Mar12 |
111223 |
672.00 |
681.00 |
670.00 |
675.00 |
+2.50 |
6,413 |
67,909 |
-334 |
May12 |
111223 |
679.25 |
688.75 |
678.50 |
683.25 |
+2.25 |
1,706 |
16,907 |
+519 |
Jul12 |
111223 |
688.25 |
697.00 |
686.75 |
691.25 |
+2.25 |
2,176 |
37,821 |
-276 |
Sep12 |
111223 |
701.50 |
710.00 |
701.50 |
705.75 |
+2.25 |
346 |
6,756 |
+116 |
Dec12 |
111223 |
722.50 |
730.50 |
722.50 |
725.50 |
+2.25 |
580 |
7,947 |
+296 |
Total Volume and Open Interest |
11,229 |
137,819 |
+327 |
Wheat(MGE) |
Mar12 |
111223 |
843.75 |
849.75 |
836.50 |
844.50 |
+0.75 |
1,384 |
16,649 |
-184 |
May12 |
111223 |
817.75 |
824.00 |
817.50 |
818.50 |
unch |
374 |
7,462 |
+33 |
Jul12 |
111223 |
806.75 |
811.50 |
806.25 |
808.00 |
+0.25 |
305 |
7,657 |
-98 |
Sep12 |
111223 |
776.25 |
781.75 |
776.25 |
776.75 |
-0.75 |
216 |
4,527 |
+50 |
Dec12 |
111223 |
778.25 |
787.75 |
778.25 |
780.00 |
-0.25 |
251 |
3,146 |
+66 |
Total Volume and Open Interest |
2,533 |
39,590 |
-133 |
Oats(CBOT) |
Mar12 |
111223 |
312.25 |
313.00 |
310.50 |
311.25 |
+0.50 |
379 |
10,874 |
-145 |
May12 |
111223 |
317.00 |
317.00 |
314.75 |
315.25 |
+0.50 |
141 |
1,624 |
+110 |
Jul12 |
111223 |
319.75 |
319.75 |
318.50 |
319.75 |
+1.25 |
6 |
117 |
+0 |
Sep12 |
111223 |
325.50 |
325.50 |
324.25 |
325.50 |
+1.25 |
0 |
7 |
+0 |
Total Volume and Open Interest |
529 |
12,773 |
-35 |
Rough Rice(CBOT) |
Jan12 |
111223 |
14.01 |
14.06 |
13.89 |
13.90 |
-0.15 |
875 |
4,868 |
-595 |
Mar12 |
111223 |
14.27 |
14.30 |
14.12 |
14.15 |
-0.14 |
1,295 |
10,471 |
+415 |
May12 |
111223 |
14.47 |
14.51 |
14.43 |
14.43 |
-0.14 |
9 |
989 |
+0 |
Jul12 |
111223 |
14.77 |
14.79 |
14.69 |
14.69 |
-0.14 |
2 |
608 |
-1 |
Total Volume and Open Interest |
2,184 |
17,119 |
-181 |
Live Cattle(CME) |
Dec11 |
111223 |
123.650 |
124.350 |
122.950 |
124.300 |
+1.150 |
2,129 |
6,458 |
-879 |
Feb12 |
111223 |
123.635 |
124.350 |
123.200 |
124.330 |
+0.880 |
15,841 |
127,434 |
-353 |
Apr12 |
111223 |
127.035 |
127.900 |
126.350 |
127.850 |
+1.050 |
7,412 |
90,144 |
+922 |
Jun12 |
111223 |
125.650 |
126.400 |
124.885 |
126.300 |
+1.100 |
6,165 |
59,012 |
+676 |
Aug12 |
111223 |
125.930 |
126.600 |
125.285 |
126.580 |
+0.945 |
1,484 |
15,824 |
+451 |
Oct12 |
111223 |
128.500 |
129.200 |
127.930 |
129.200 |
+0.800 |
1,042 |
8,225 |
+346 |
Total Volume and Open Interest |
34,216 |
312,080 |
+1,176 |
Feeder Cattle(CME) |
Jan12 |
111223 |
147.185 |
147.750 |
146.985 |
147.630 |
+0.750 |
1,255 |
8,265 |
-366 |
Mar12 |
111223 |
150.000 |
150.575 |
149.535 |
150.450 |
+0.800 |
1,817 |
10,763 |
+222 |
Apr12 |
111223 |
150.825 |
151.500 |
150.630 |
151.300 |
+0.650 |
636 |
3,306 |
+253 |
May12 |
111223 |
151.550 |
152.100 |
151.150 |
152.075 |
+0.750 |
414 |
3,952 |
+95 |
Aug12 |
111223 |
152.650 |
153.250 |
152.350 |
153.250 |
+0.750 |
199 |
3,459 |
+61 |
Sep12 |
111223 |
152.630 |
153.250 |
152.450 |
153.250 |
+0.765 |
22 |
609 |
+10 |
Oct12 |
111223 |
152.800 |
153.350 |
152.650 |
153.350 |
+1.150 |
0 |
193 |
+0 |
Total Volume and Open Interest |
4,344 |
30,573 |
+276 |
Lean Hogs(CME) |
Feb12 |
111223 |
84.600 |
86.080 |
84.535 |
85.850 |
+1.300 |
12,170 |
85,811 |
-817 |
Apr12 |
111223 |
88.000 |
89.200 |
87.930 |
88.980 |
+1.030 |
4,966 |
60,340 |
-853 |
May12 |
111223 |
94.450 |
95.100 |
94.285 |
95.100 |
+1.050 |
21 |
2,511 |
-1 |
Jun12 |
111223 |
95.400 |
96.900 |
95.250 |
96.850 |
+1.400 |
2,537 |
46,056 |
-181 |
Jul12 |
111223 |
94.730 |
95.800 |
94.730 |
95.650 |
+1.265 |
593 |
13,113 |
-125 |
Aug12 |
111223 |
93.430 |
94.550 |
93.330 |
94.535 |
+1.105 |
696 |
13,278 |
-248 |
Oct12 |
111223 |
82.885 |
84.050 |
82.785 |
83.930 |
+1.045 |
324 |
8,960 |
-26 |
Dec12 |
111223 |
78.785 |
80.300 |
78.650 |
80.300 |
+1.800 |
247 |
3,572 |
+12 |
Total Volume and Open Interest |
21,630 |
234,349 |
-2,246 |
Class III Milk(CME) |
Dec11 |
111223 |
18.73 |
18.73 |
18.64 |
18.66 |
-0.02 |
91 |
5,763 |
+37 |
Jan12 |
111223 |
17.34 |
17.40 |
16.90 |
17.00 |
-0.34 |
290 |
4,647 |
-3 |
Feb12 |
111223 |
17.47 |
17.50 |
17.02 |
17.12 |
-0.35 |
127 |
4,444 |
+41 |
Mar12 |
111223 |
17.24 |
17.26 |
17.00 |
17.04 |
-0.20 |
55 |
3,564 |
+34 |
Apr12 |
111223 |
17.11 |
17.11 |
17.03 |
17.05 |
-0.10 |
56 |
2,631 |
+35 |
Total Volume and Open Interest |
720 |
33,958 |
+202 |
Cocoa(ICE) |
Mar12 |
111223 |
2210 |
2239 |
2199 |
2218 |
-3 |
10,920 |
76,709 |
-363 |
May12 |
111223 |
2231 |
2253 |
2220 |
2237 |
-2 |
1,617 |
35,588 |
-117 |
Jul12 |
111223 |
2243 |
2256 |
2234 |
2251 |
-1 |
807 |
17,420 |
+141 |
Sep12 |
111223 |
2259 |
2269 |
2247 |
2263 |
unch |
603 |
14,700 |
+83 |
Dec12 |
111223 |
2275 |
2279 |
2259 |
2276 |
+2 |
562 |
14,689 |
+221 |
Mar13 |
111223 |
2300 |
2300 |
2276 |
2289 |
+4 |
357 |
4,977 |
+180 |
May13 |
111223 |
2304 |
2304 |
2304 |
2304 |
+4 |
19 |
2,473 |
-5 |
Total Volume and Open Interest |
14,901 |
167,378 |
+129 |
Coffee "C"(ICE) |
Mar12 |
111223 |
220.90 |
222.85 |
217.40 |
219.65 |
-1.75 |
6,672 |
56,457 |
+587 |
May12 |
111223 |
224.00 |
225.20 |
220.30 |
222.40 |
-1.75 |
1,249 |
24,800 |
+52 |
Jul12 |
111223 |
226.10 |
226.70 |
223.55 |
224.95 |
-1.65 |
571 |
8,273 |
+256 |
Sep12 |
111223 |
228.15 |
228.40 |
226.60 |
226.95 |
-1.65 |
286 |
6,407 |
+192 |
Dec12 |
111223 |
229.90 |
230.05 |
228.85 |
228.85 |
-1.55 |
47 |
7,001 |
+21 |
Mar13 |
111223 |
232.45 |
232.45 |
231.35 |
231.35 |
-1.30 |
11 |
836 |
+1 |
Total Volume and Open Interest |
8,844 |
104,257 |
+1,114 |
Orange Juice(ICE) |
Jan12 |
111223 |
165.55 |
170.90 |
165.55 |
169.90 |
+4.35 |
1,682 |
4,723 |
-1,390 |
Mar12 |
111223 |
164.00 |
168.20 |
163.30 |
167.30 |
+3.30 |
1,928 |
18,093 |
+1,156 |
May12 |
111223 |
163.05 |
167.25 |
162.80 |
166.65 |
+3.60 |
38 |
1,814 |
+30 |
Jul12 |
111223 |
166.45 |
166.45 |
166.45 |
166.45 |
+3.40 |
7 |
769 |
+6 |
Sep12 |
111223 |
166.55 |
166.55 |
166.55 |
166.55 |
+3.30 |
0 |
58 |
+0 |
Nov12 |
111223 |
166.35 |
166.35 |
166.35 |
166.35 |
+3.40 |
0 |
13 |
+0 |
Total Volume and Open Interest |
3,655 |
25,479 |
-198 |
Sugar #11(ICE) |
Mar12 |
111223 |
23.50 |
23.86 |
23.50 |
23.59 |
+0.15 |
26,528 |
214,561 |
-1,008 |
May12 |
111223 |
23.12 |
23.36 |
23.03 |
23.09 |
+0.11 |
6,317 |
90,492 |
-880 |
Jul12 |
111223 |
22.71 |
22.99 |
22.67 |
22.70 |
+0.01 |
4,235 |
97,097 |
+1,018 |
Oct12 |
111223 |
23.00 |
23.24 |
22.94 |
22.97 |
-0.02 |
1,251 |
51,992 |
+197 |
Mar13 |
111223 |
23.50 |
23.72 |
23.45 |
23.46 |
-0.04 |
651 |
32,858 |
+152 |
Total Volume and Open Interest |
39,193 |
538,504 |
-591 |
London Cocoa(LCE) |
Mar12 |
111223 |
1405 |
1418 |
1399 |
1407 |
-7 |
8,091 |
79,176 |
-353 |
May12 |
111223 |
1422 |
1434 |
1416 |
1425 |
-7 |
2,447 |
21,990 |
-43 |
Jul12 |
111223 |
1440 |
1452 |
1434 |
1441 |
-9 |
1,263 |
29,618 |
+94 |
Sep12 |
111223 |
1454 |
1466 |
1448 |
1454 |
-8 |
506 |
21,024 |
+225 |
Dec12 |
111223 |
1462 |
1479 |
1460 |
1469 |
-1 |
670 |
15,638 |
+115 |
Mar13 |
111223 |
1476 |
1488 |
1476 |
1479 |
-3 |
416 |
9,747 |
+72 |
May13 |
111223 |
1492 |
1492 |
1483 |
1485 |
-3 |
0 |
2,153 |
+0 |
Total Volume and Open Interest |
13,393 |
180,394 |
+110 |
London Sugar(LCE) |
Mar12 |
111223 |
609.80 |
612.50 |
609.30 |
611.20 |
+2.40 |
3,164 |
25,930 |
-136 |
May12 |
111223 |
600.70 |
602.40 |
600.00 |
601.60 |
+2.50 |
427 |
8,870 |
+134 |
Aug12 |
111223 |
594.50 |
596.40 |
593.80 |
596.00 |
+2.50 |
195 |
10,737 |
+104 |
Oct12 |
111223 |
595.40 |
598.00 |
595.40 |
597.20 |
+1.70 |
75 |
3,994 |
+21 |
Dec12 |
111223 |
600.70 |
601.20 |
600.30 |
600.80 |
+0.40 |
34 |
1,615 |
+29 |
Total Volume and Open Interest |
3,899 |
52,510 |
+155 |
Cotton(ICE) |
Mar12 |
111223 |
87.12 |
87.65 |
86.86 |
87.24 |
unch |
5,403 |
94,778 |
+312 |
May12 |
111223 |
87.15 |
87.46 |
86.73 |
86.99 |
-0.09 |
1,724 |
25,310 |
+383 |
Jul12 |
111223 |
87.14 |
87.49 |
86.97 |
87.07 |
-0.05 |
1,068 |
21,147 |
-13 |
Oct12 |
111223 |
88.00 |
88.00 |
88.00 |
88.00 |
+0.05 |
0 |
86 |
+0 |
Dec12 |
111223 |
86.20 |
86.39 |
85.62 |
86.26 |
+0.14 |
185 |
8,244 |
+8 |
Mar13 |
111223 |
87.25 |
87.25 |
87.25 |
87.25 |
+0.16 |
2 |
441 |
+2 |
Total Volume and Open Interest |
8,382 |
150,878 |
+692 |
Lumber(CME) |
Jan12 |
111223 |
240.6 |
244.2 |
239.8 |
243.1 |
+2.1 |
1,078 |
1,913 |
-637 |
Mar12 |
111223 |
247.1 |
251.8 |
247.1 |
249.8 |
+1.5 |
903 |
5,782 |
+528 |
May12 |
111223 |
267.3 |
268.7 |
262.0 |
263.9 |
-2.0 |
119 |
1,751 |
+20 |
Jul12 |
111223 |
277.5 |
277.5 |
277.5 |
277.5 |
unch |
5 |
380 |
+2 |
Total Volume and Open Interest |
2,109 |
9,964 |
-87 |
Crude Oil(NYM) |
Feb12 |
111223 |
99.48 |
100.23 |
99.24 |
99.68 |
+0.15 |
219,505 |
247,928 |
-4,545 |
Mar12 |
111223 |
99.50 |
100.38 |
99.45 |
99.83 |
+0.13 |
53,947 |
152,702 |
+4,483 |
Apr12 |
111223 |
99.62 |
100.50 |
99.59 |
99.98 |
+0.12 |
30,343 |
73,208 |
+635 |
May12 |
111223 |
100.04 |
100.50 |
99.97 |
100.03 |
+0.10 |
19,152 |
78,313 |
+598 |
Jun12 |
111223 |
99.85 |
100.45 |
99.84 |
99.92 |
+0.10 |
26,623 |
91,933 |
+1,284 |
Jul12 |
111223 |
100.22 |
100.23 |
99.58 |
99.68 |
+0.10 |
5,806 |
38,166 |
+373 |
Aug12 |
111223 |
99.74 |
99.84 |
99.35 |
99.38 |
+0.10 |
4,260 |
29,721 |
+92 |
Sep12 |
111223 |
99.30 |
99.30 |
99.05 |
99.05 |
+0.09 |
6,403 |
30,874 |
+944 |
Oct12 |
111223 |
98.94 |
98.95 |
98.74 |
98.74 |
+0.08 |
2,903 |
29,234 |
+194 |
Nov12 |
111223 |
98.57 |
98.57 |
98.50 |
98.50 |
+0.06 |
2,677 |
30,839 |
-17 |
Dec12 |
111223 |
98.31 |
98.78 |
98.18 |
98.27 |
+0.05 |
22,899 |
170,932 |
+868 |
Jan13 |
111223 |
97.91 |
97.91 |
97.91 |
97.91 |
+0.05 |
1,641 |
30,935 |
-26 |
Feb13 |
111223 |
97.51 |
97.51 |
97.51 |
97.51 |
+0.05 |
685 |
12,952 |
-66 |
Mar13 |
111223 |
97.09 |
97.09 |
97.09 |
97.09 |
+0.02 |
517 |
13,889 |
-26 |
Apr13 |
111223 |
96.67 |
96.67 |
96.67 |
96.67 |
+0.01 |
402 |
6,366 |
-112 |
May13 |
111223 |
96.25 |
96.25 |
96.25 |
96.25 |
unch |
428 |
6,116 |
+4 |
Total Volume and Open Interest |
409,324 |
1,300,679 |
+4,884 |
e-miNY Crude Oil(NYM) |
Dec11 |
111117 |
101.675 |
103.375 |
98.375 |
98.825 |
-3.775 |
9,185 |
3,098 |
+117 |
Jan12 |
111219 |
93.625 |
94.400 |
92.575 |
93.875 |
+0.350 |
8,502 |
1,304 |
-454 |
Feb12 |
111223 |
99.500 |
100.225 |
99.250 |
99.675 |
+0.150 |
8,181 |
1,499 |
+192 |
Mar12 |
111223 |
99.800 |
100.375 |
99.500 |
99.825 |
+0.125 |
273 |
424 |
-1 |
Apr12 |
111223 |
99.925 |
100.525 |
99.625 |
99.975 |
+0.125 |
35 |
185 |
-11 |
May12 |
111223 |
100.325 |
100.400 |
100.025 |
100.025 |
+0.100 |
7 |
30 |
+1 |
Jun12 |
111223 |
99.925 |
100.275 |
99.925 |
99.925 |
+0.100 |
2 |
20 |
+0 |
Jul12 |
111223 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.100 |
0 |
4 |
+0 |
Aug12 |
111223 |
99.375 |
99.375 |
99.375 |
99.375 |
+0.100 |
0 |
5 |
+0 |
Sep12 |
111223 |
99.050 |
99.050 |
99.050 |
99.050 |
+0.100 |
|
|
|
Total Volume and Open Interest |
8,498 |
2,389 |
+181 |
Heating Oil(NYM) |
Jan12 |
111223 |
290.14 |
292.27 |
288.58 |
289.07 |
-1.69 |
30,834 |
36,274 |
-2,527 |
Feb12 |
111223 |
290.69 |
292.80 |
289.50 |
289.95 |
-1.59 |
44,741 |
69,144 |
+2,952 |
Mar12 |
111223 |
290.34 |
292.45 |
289.42 |
289.98 |
-1.35 |
21,233 |
47,214 |
+412 |
Apr12 |
111223 |
288.27 |
290.22 |
288.18 |
288.44 |
-1.09 |
10,037 |
22,525 |
-180 |
May12 |
111223 |
286.60 |
288.04 |
285.95 |
286.42 |
-0.91 |
5,808 |
18,736 |
-111 |
Jun12 |
111223 |
284.52 |
286.32 |
283.95 |
284.71 |
-0.81 |
10,867 |
34,044 |
+137 |
Jul12 |
111223 |
284.37 |
284.74 |
284.28 |
284.28 |
-0.86 |
3,040 |
9,427 |
-200 |
Aug12 |
111223 |
284.64 |
284.64 |
284.39 |
284.39 |
-0.89 |
1,075 |
4,506 |
+43 |
Sep12 |
111223 |
285.12 |
285.12 |
284.83 |
285.01 |
-0.84 |
1,492 |
7,108 |
+52 |
Oct12 |
111223 |
285.95 |
286.96 |
285.82 |
285.82 |
-0.81 |
854 |
3,051 |
+261 |
Nov12 |
111223 |
286.67 |
287.92 |
286.67 |
286.67 |
-0.79 |
346 |
2,141 |
+51 |
Dec12 |
111223 |
287.84 |
288.70 |
286.25 |
287.16 |
-0.76 |
2,383 |
16,285 |
+369 |
Total Volume and Open Interest |
132,762 |
273,689 |
+1,228 |
Gasoline(NYMEX) |
Jan12 |
111223 |
263.98 |
270.08 |
263.07 |
268.72 |
+4.74 |
27,701 |
31,530 |
-2,112 |
Feb12 |
111223 |
263.66 |
269.41 |
262.40 |
267.81 |
+4.13 |
37,076 |
67,801 |
+2,187 |
Mar12 |
111223 |
264.50 |
269.30 |
262.79 |
267.95 |
+3.83 |
15,353 |
46,347 |
+1,219 |
Apr12 |
111223 |
275.51 |
280.45 |
274.48 |
279.24 |
+3.18 |
12,967 |
34,545 |
+411 |
May12 |
111223 |
276.38 |
279.28 |
274.16 |
278.54 |
+2.92 |
8,301 |
24,841 |
-497 |
Jun12 |
111223 |
273.46 |
277.29 |
272.41 |
276.24 |
+2.74 |
5,377 |
29,271 |
+221 |
Jul12 |
111223 |
271.11 |
274.31 |
271.11 |
273.57 |
+2.58 |
1,933 |
10,519 |
+504 |
Aug12 |
111223 |
270.81 |
270.81 |
270.81 |
270.81 |
+2.47 |
769 |
9,742 |
+547 |
Sep12 |
111223 |
264.97 |
267.74 |
264.97 |
267.60 |
+2.36 |
110 |
7,358 |
-2 |
Oct12 |
111223 |
254.50 |
254.50 |
254.50 |
254.50 |
+2.36 |
366 |
5,327 |
+90 |
Total Volume and Open Interest |
110,389 |
287,339 |
+2,691 |
e-miNY RBOB Gasoline(NYM) |
Jan12 |
111223 |
268.70 |
268.72 |
268.70 |
268.70 |
+4.70 |
0 |
1 |
+0 |
Feb12 |
111223 |
267.80 |
267.81 |
267.80 |
267.80 |
+4.10 |
0 |
1 |
+0 |
Mar12 |
111223 |
268.00 |
268.00 |
267.95 |
268.00 |
+3.90 |
|
|
|
Apr12 |
111223 |
279.20 |
279.24 |
279.20 |
279.20 |
+3.10 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Jan12 |
111223 |
3.158 |
3.169 |
3.101 |
3.114 |
-0.055 |
102,365 |
52,218 |
-12,761 |
Feb12 |
111223 |
3.207 |
3.207 |
3.135 |
3.147 |
-0.059 |
58,598 |
167,580 |
+5,908 |
Mar12 |
111223 |
3.228 |
3.240 |
3.176 |
3.184 |
-0.057 |
38,223 |
219,835 |
+4,857 |
Apr12 |
111223 |
3.275 |
3.299 |
3.242 |
3.249 |
-0.053 |
34,943 |
120,807 |
+3,583 |
May12 |
111223 |
3.318 |
3.348 |
3.298 |
3.302 |
-0.051 |
8,290 |
64,685 |
+1,721 |
Jun12 |
111223 |
3.380 |
3.385 |
3.346 |
3.351 |
-0.049 |
4,416 |
27,343 |
-210 |
Jul12 |
111223 |
3.420 |
3.445 |
3.406 |
3.410 |
-0.048 |
4,670 |
24,109 |
+291 |
Aug12 |
111223 |
3.448 |
3.470 |
3.435 |
3.439 |
-0.046 |
3,745 |
15,089 |
-267 |
Sep12 |
111223 |
3.441 |
3.473 |
3.438 |
3.442 |
-0.046 |
4,446 |
25,507 |
+657 |
Oct12 |
111223 |
3.502 |
3.522 |
3.472 |
3.477 |
-0.046 |
10,570 |
73,072 |
+592 |
Nov12 |
111223 |
3.640 |
3.644 |
3.613 |
3.616 |
-0.044 |
3,124 |
28,038 |
+279 |
Dec12 |
111223 |
3.911 |
3.920 |
3.888 |
3.894 |
-0.043 |
2,981 |
23,939 |
+325 |
Jan13 |
111223 |
4.025 |
4.046 |
4.010 |
4.021 |
-0.040 |
6,088 |
39,529 |
+1,730 |
Feb13 |
111223 |
4.019 |
4.035 |
4.008 |
4.017 |
-0.039 |
549 |
7,075 |
-98 |
Mar13 |
111223 |
3.986 |
4.024 |
3.983 |
3.987 |
-0.037 |
1,808 |
19,299 |
+985 |
Apr13 |
111223 |
3.929 |
3.944 |
3.915 |
3.923 |
-0.034 |
4,783 |
26,210 |
+697 |
Total Volume and Open Interest |
290,989 |
1,003,360 |
+8,657 |
Brent Crude Oil(ICE) |
Feb12 |
111223 |
107.77 |
108.55 |
107.40 |
107.96 |
+0.07 |
145,091 |
164,266 |
-1,251 |
Mar12 |
111223 |
107.17 |
107.78 |
106.62 |
107.27 |
+0.08 |
76,498 |
167,157 |
+5,354 |
Apr12 |
111223 |
106.65 |
107.21 |
106.13 |
106.87 |
+0.12 |
30,957 |
44,143 |
-2,734 |
May12 |
111223 |
106.31 |
106.86 |
105.79 |
106.57 |
+0.14 |
17,924 |
27,542 |
-1,233 |
Jun12 |
111223 |
105.98 |
106.58 |
105.41 |
106.26 |
+0.14 |
29,717 |
73,881 |
-802 |
Jul12 |
111223 |
105.56 |
106.30 |
105.17 |
105.92 |
+0.12 |
5,864 |
22,155 |
+714 |
Aug12 |
111223 |
105.30 |
105.84 |
104.72 |
105.56 |
+0.12 |
3,320 |
28,940 |
+41 |
Sep12 |
111223 |
104.88 |
105.52 |
104.32 |
105.12 |
+0.09 |
3,723 |
37,410 |
+110 |
Oct12 |
111223 |
104.53 |
105.11 |
104.18 |
104.74 |
+0.06 |
2,071 |
16,976 |
+300 |
Nov12 |
111223 |
104.38 |
104.38 |
104.38 |
104.38 |
+0.03 |
1,642 |
16,913 |
+88 |
Dec12 |
111223 |
103.90 |
104.44 |
103.29 |
103.98 |
+0.01 |
16,691 |
96,214 |
+15 |
Jan13 |
111223 |
103.57 |
103.57 |
103.57 |
103.57 |
-0.01 |
960 |
11,909 |
+192 |
Feb13 |
111223 |
103.13 |
103.13 |
103.13 |
103.13 |
-0.03 |
486 |
7,093 |
+21 |
Mar13 |
111223 |
102.68 |
102.68 |
102.68 |
102.68 |
-0.03 |
370 |
3,983 |
-65 |
Total Volume and Open Interest |
345,079 |
872,024 |
+2,553 |
Gas Oil(ICE) |
Jan12 |
111223 |
916.25 |
923.75 |
913.00 |
914.50 |
-5.00 |
44,512 |
98,353 |
-6,493 |
Feb12 |
111223 |
912.75 |
920.00 |
909.75 |
911.25 |
-4.75 |
46,746 |
96,823 |
+1,910 |
Mar12 |
111223 |
910.75 |
915.50 |
905.50 |
907.00 |
-5.00 |
26,199 |
49,921 |
-425 |
Apr12 |
111223 |
908.50 |
910.25 |
902.25 |
903.00 |
-5.25 |
11,754 |
28,175 |
+1,661 |
May12 |
111223 |
904.75 |
906.50 |
899.00 |
899.50 |
-5.25 |
8,755 |
30,536 |
-865 |
Jun12 |
111223 |
901.75 |
903.50 |
895.25 |
896.75 |
-5.25 |
14,355 |
37,618 |
-1,541 |
Jul12 |
111223 |
901.25 |
902.25 |
895.75 |
896.25 |
-5.50 |
2,578 |
16,974 |
+17 |
Aug12 |
111223 |
901.00 |
902.25 |
895.50 |
896.00 |
-5.50 |
1,464 |
15,168 |
+353 |
Sep12 |
111223 |
901.00 |
902.50 |
895.50 |
896.00 |
-5.50 |
1,507 |
14,949 |
-26 |
Oct12 |
111223 |
900.50 |
902.00 |
895.50 |
895.75 |
-5.25 |
1,190 |
10,595 |
+475 |
Total Volume and Open Interest |
167,795 |
477,240 |
-5,897 |
Ethanol(CBOT) |
Dec11 |
111205 |
2.503 |
2.503 |
2.485 |
2.500 |
-0.003 |
88 |
204 |
-29 |
Jan12 |
111223 |
2.176 |
2.190 |
2.166 |
2.185 |
+0.012 |
150 |
505 |
-79 |
Feb12 |
111223 |
2.160 |
2.191 |
2.160 |
2.187 |
+0.017 |
138 |
1,221 |
-7 |
Mar12 |
111223 |
2.179 |
2.212 |
2.179 |
2.211 |
+0.018 |
156 |
1,596 |
-22 |
Apr12 |
111223 |
2.194 |
2.228 |
2.194 |
2.228 |
+0.018 |
67 |
737 |
-1 |
May12 |
111223 |
2.225 |
2.234 |
2.225 |
2.234 |
+0.011 |
151 |
964 |
+50 |
Jun12 |
111223 |
2.235 |
2.240 |
2.235 |
2.240 |
+0.005 |
142 |
611 |
+8 |
Jul12 |
111223 |
2.248 |
2.260 |
2.248 |
2.258 |
+0.010 |
177 |
1,060 |
+52 |
Total Volume and Open Interest |
1,268 |
9,857 |
-15 |
WTI Crude Oil(ICE) |
Feb12 |
111223 |
99.38 |
100.22 |
99.37 |
99.68 |
+0.15 |
46,377 |
63,640 |
-5,613 |
Mar12 |
111223 |
100.01 |
100.36 |
99.73 |
99.83 |
+0.13 |
15,981 |
35,482 |
+1,940 |
Apr12 |
111223 |
100.32 |
100.49 |
99.90 |
99.98 |
+0.12 |
8,325 |
23,812 |
+585 |
May12 |
111223 |
100.31 |
100.39 |
100.02 |
100.03 |
+0.10 |
6,181 |
23,045 |
+839 |
Jun12 |
111223 |
99.94 |
100.28 |
99.91 |
99.92 |
+0.10 |
9,495 |
50,035 |
-1,907 |
Jul12 |
111223 |
100.00 |
100.04 |
99.68 |
99.68 |
+0.10 |
1,370 |
8,832 |
-281 |
Aug12 |
111223 |
99.71 |
99.71 |
99.38 |
99.38 |
+0.10 |
1,118 |
8,354 |
-73 |
Sep12 |
111223 |
99.37 |
99.39 |
99.05 |
99.05 |
+0.09 |
1,042 |
12,151 |
+221 |
Oct12 |
111223 |
99.10 |
99.10 |
98.74 |
98.74 |
+0.08 |
530 |
5,389 |
+41 |
Nov12 |
111223 |
98.50 |
98.50 |
98.50 |
98.50 |
+0.06 |
288 |
4,627 |
+10 |
Dec12 |
111223 |
98.65 |
98.65 |
98.21 |
98.27 |
+0.05 |
4,876 |
55,590 |
-8,040 |
Jan13 |
111223 |
97.91 |
97.91 |
97.91 |
97.91 |
+0.05 |
68 |
3,046 |
+13 |
Feb13 |
111223 |
97.51 |
97.51 |
97.51 |
97.51 |
+0.05 |
1 |
740 |
+0 |
Mar13 |
111223 |
97.09 |
97.09 |
97.09 |
97.09 |
+0.02 |
0 |
1,613 |
+0 |
Apr13 |
111223 |
96.67 |
96.67 |
96.67 |
96.67 |
+0.01 |
0 |
389 |
+0 |
May13 |
111223 |
96.25 |
96.25 |
96.25 |
96.25 |
unch |
0 |
574 |
+0 |
Total Volume and Open Interest |
97,718 |
382,753 |
-12,198 |
US Dollar Index(ICE) |
Mar12 |
111223 |
80.210 |
80.375 |
80.060 |
80.235 |
-0.070 |
24,144 |
65,554 |
-1,002 |
Jun12 |
111223 |
80.735 |
80.735 |
80.735 |
80.735 |
-0.070 |
2 |
507 |
+1 |
Sep12 |
111223 |
81.335 |
81.335 |
81.335 |
81.335 |
-0.070 |
|
|
|
Total Volume and Open Interest |
24,146 |
66,061 |
-1,001 |
Australian Dollar(CME) |
Mar12 |
111223 |
100.35 |
100.90 |
100.34 |
100.75 |
+0.35 |
107,039 |
105,029 |
+342 |
Jun12 |
111223 |
99.64 |
99.94 |
99.59 |
99.94 |
+0.35 |
17 |
24 |
+12 |
Sep12 |
111223 |
99.24 |
99.24 |
98.90 |
99.24 |
+0.34 |
0 |
110 |
+0 |
Total Volume and Open Interest |
107,056 |
105,171 |
+354 |
British Pound(CME) |
Mar12 |
111223 |
156.66 |
156.96 |
155.70 |
156.16 |
-0.52 |
80,483 |
180,216 |
-3,711 |
Jun12 |
111223 |
155.90 |
156.54 |
155.90 |
156.02 |
-0.52 |
40 |
33 |
-5 |
Sep12 |
111223 |
155.87 |
156.38 |
155.87 |
155.87 |
-0.51 |
2 |
3 |
-2 |
Total Volume and Open Interest |
80,525 |
180,254 |
-3,718 |
Canadian Dollar(CME) |
Mar12 |
111223 |
97.78 |
98.05 |
97.71 |
98.02 |
+0.29 |
67,167 |
111,408 |
-1,305 |
Jun12 |
111223 |
97.70 |
97.89 |
97.59 |
97.88 |
+0.29 |
114 |
2,542 |
+19 |
Sep12 |
111223 |
97.60 |
97.77 |
97.48 |
97.77 |
+0.29 |
0 |
1,479 |
+0 |
Dec12 |
111223 |
97.70 |
97.73 |
97.42 |
97.73 |
+0.31 |
60 |
334 |
+20 |
Total Volume and Open Interest |
67,343 |
115,778 |
-1,264 |
Japanese Yen(CME) |
Mar12 |
111223 |
128.21 |
128.45 |
128.06 |
128.36 |
+0.21 |
56,791 |
131,063 |
-666 |
Jun12 |
111223 |
128.44 |
128.65 |
128.44 |
128.65 |
+0.21 |
57 |
287 |
+18 |
Sep12 |
111223 |
129.00 |
129.00 |
128.77 |
129.00 |
+0.23 |
0 |
7 |
+0 |
Total Volume and Open Interest |
56,848 |
131,358 |
-648 |
Swiss Franc(CME) |
Mar12 |
111223 |
107.04 |
107.34 |
106.72 |
107.01 |
-0.01 |
35,754 |
35,303 |
+2,296 |
Jun12 |
111223 |
107.29 |
107.29 |
107.29 |
107.29 |
unch |
9 |
8 |
+0 |
Sep12 |
111223 |
107.62 |
107.62 |
107.62 |
107.62 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
35,763 |
35,316 |
+2,296 |
EuroFX(CME) |
Mar12 |
111223 |
130.67 |
131.09 |
130.40 |
130.71 |
+0.13 |
235,154 |
271,048 |
+6,059 |
Jun12 |
111223 |
131.01 |
131.10 |
130.61 |
130.86 |
+0.15 |
324 |
1,666 |
+85 |
Sep12 |
111223 |
131.03 |
131.03 |
130.87 |
131.03 |
+0.16 |
0 |
14 |
+0 |
Total Volume and Open Interest |
235,479 |
272,742 |
+6,145 |
Mexican Peso(CME) |
Jan12 |
111223 |
723.0 |
723.0 |
722.0 |
723.0 |
+1.0 |
0 |
95 |
+0 |
Feb12 |
111223 |
721.2 |
721.2 |
720.5 |
721.2 |
+0.8 |
0 |
4,000 |
+0 |
Total Volume and Open Interest |
20,215 |
116,572 |
+220 |
Brazilian Real(CME) |
Jan12 |
111223 |
536.20 |
540.00 |
536.20 |
536.20 |
-3.80 |
0 |
10,742 |
+0 |
Feb12 |
111223 |
533.50 |
536.90 |
533.50 |
533.50 |
-3.40 |
|
|
|
Mar12 |
111223 |
530.75 |
533.75 |
530.75 |
530.75 |
-3.00 |
63 |
3,213 |
+39 |
Apr12 |
111223 |
528.00 |
531.00 |
528.00 |
528.00 |
-3.00 |
|
|
|
Total Volume and Open Interest |
63 |
27,571 |
+39 |
30-Year T-Bonds(CBOT) |
Mar12 |
111223 |
143~120 |
143~140 |
141~280 |
141~310 |
-1~160 |
218,001 |
594,861 |
-3,473 |
Jun12 |
111223 |
141~280 |
142~010 |
140~170 |
140~180 |
-1~150 |
22 |
188 |
+5 |
Sep12 |
111223 |
139~040 |
140~190 |
139~040 |
139~040 |
-1~150 |
|
|
|
Total Volume and Open Interest |
218,023 |
595,049 |
-3,468 |
10-Year T-Notes(CBOT) |
Mar12 |
111223 |
130~155 |
130~160 |
129~260 |
129~275 |
-0~190 |
762,998 |
1,493,365 |
+30,208 |
Jun12 |
111223 |
129~125 |
130~000 |
129~125 |
129~125 |
-0~195 |
16 |
16 |
+16 |
Sep12 |
111223 |
128~175 |
129~050 |
128~175 |
128~175 |
-0~195 |
|
|
|
Total Volume and Open Interest |
763,014 |
1,493,381 |
+30,224 |
5-Year T-Notes(CBOT) |
Dec11 |
111223 |
123~032 |
123~035 |
122~122 |
122~122 |
-0~041 |
4,024 |
33,248 |
-543 |
Mar12 |
111223 |
122~119 |
122~124 |
122~067 |
122~073 |
-0~046 |
381,387 |
1,193,378 |
-1,159 |
Jun12 |
111223 |
122~009 |
122~055 |
122~009 |
122~009 |
-0~046 |
|
|
|
Total Volume and Open Interest |
385,411 |
1,226,626 |
-1,702 |
2 Year T-Notes(CBOT) |
Dec11 |
111223 |
110~019 |
110~019 |
110~015 |
110~015 |
-0~004 |
1,281 |
14,544 |
-481 |
Mar12 |
111223 |
110~029 |
122~081 |
110~021 |
110~023 |
-0~005 |
120,547 |
705,743 |
+3,570 |
Jun12 |
111223 |
109~123 |
110~000 |
109~123 |
109~123 |
-0~005 |
|
|
|
Total Volume and Open Interest |
121,828 |
720,287 |
+3,089 |
Eurodollars(CME) |
Mar12 |
111223 |
99.330 |
99.335 |
99.290 |
99.310 |
-0.020 |
152,472 |
955,161 |
+1,907 |
Jun12 |
111223 |
99.260 |
99.265 |
99.215 |
99.240 |
-0.020 |
178,908 |
1,015,779 |
-12,577 |
Sep12 |
111223 |
99.230 |
99.235 |
99.180 |
99.205 |
-0.020 |
143,851 |
771,695 |
-5,322 |
Dec12 |
111223 |
99.210 |
99.220 |
99.160 |
99.185 |
-0.020 |
140,374 |
727,686 |
-11,735 |
Mar13 |
111223 |
99.220 |
99.230 |
99.165 |
99.195 |
-0.015 |
142,945 |
753,137 |
-3,496 |
Jun13 |
111223 |
99.210 |
99.220 |
99.150 |
99.175 |
-0.020 |
101,359 |
570,147 |
-962 |
Sep13 |
111223 |
99.170 |
99.185 |
99.115 |
99.135 |
-0.030 |
86,215 |
486,338 |
+997 |
Dec13 |
111223 |
99.105 |
99.120 |
99.040 |
99.060 |
-0.040 |
82,139 |
466,647 |
-242 |
Mar14 |
111223 |
99.010 |
99.020 |
98.935 |
98.955 |
-0.050 |
48,710 |
381,295 |
-3,365 |
Jun14 |
111223 |
98.870 |
98.875 |
98.785 |
98.800 |
-0.060 |
50,109 |
312,050 |
-532 |
Sep14 |
111223 |
98.700 |
98.710 |
98.610 |
98.625 |
-0.075 |
52,512 |
201,794 |
-6,528 |
Dec14 |
111223 |
98.530 |
98.535 |
98.435 |
98.445 |
-0.080 |
44,720 |
178,332 |
+6,497 |
Mar15 |
111223 |
98.385 |
98.385 |
98.280 |
98.290 |
-0.085 |
20,724 |
153,899 |
-814 |
Jun15 |
111223 |
6.480 |
6.480 |
6.375 |
6.380 |
-0.090 |
17,719 |
113,387 |
+49 |
Sep15 |
111223 |
6.315 |
6.320 |
6.210 |
6.215 |
-0.095 |
21,173 |
74,537 |
-3,092 |
Dec15 |
111223 |
6.145 |
6.145 |
6.035 |
6.040 |
-0.100 |
15,210 |
57,118 |
+1,143 |
Mar16 |
111223 |
6.010 |
6.010 |
5.900 |
5.905 |
-0.100 |
11,036 |
54,051 |
+792 |
Jun16 |
111223 |
5.880 |
5.880 |
5.770 |
5.775 |
-0.105 |
9,401 |
36,804 |
+154 |
Total Volume and Open Interest |
1,353,767 |
7,525,012 |
-35,254 |
30 Day Federal Funds(CBOT) |
Dec11 |
111223 |
99.927 |
99.930 |
99.927 |
99.927 |
unch |
3,457 |
66,613 |
+425 |
Jan12 |
111223 |
99.925 |
99.925 |
99.920 |
99.920 |
unch |
704 |
67,751 |
+380 |
Feb12 |
111223 |
99.915 |
99.915 |
99.910 |
99.910 |
unch |
548 |
54,726 |
+136 |
Mar12 |
111223 |
99.905 |
99.910 |
99.900 |
99.905 |
+0.005 |
577 |
34,338 |
+224 |
Apr12 |
111223 |
99.895 |
99.900 |
99.890 |
99.895 |
+0.005 |
255 |
37,935 |
-132 |
May12 |
111223 |
99.885 |
99.885 |
99.880 |
99.880 |
unch |
440 |
44,093 |
-347 |
Total Volume and Open Interest |
19,755 |
565,582 |
-334 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
111223 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
40 |
+0 |
Jun12 |
111223 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
111223 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec12 |
111223 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Mar13 |
111223 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
111223 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111223 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Dec13 |
111223 |
99.525 |
99.525 |
99.525 |
99.525 |
unch |
|
|
|
Mar14 |
111223 |
99.385 |
99.385 |
99.385 |
99.385 |
unch |
|
|
|
Jun14 |
111223 |
99.245 |
99.245 |
99.245 |
99.245 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
111222 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
363 |
2,349 |
+255 |
Jun12 |
111222 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,440 |
+0 |
Sep12 |
111222 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
711 |
+0 |
Dec12 |
111222 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
115 |
+0 |
Mar13 |
111222 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
111222 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
208 |
+0 |
Sep13 |
111222 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
325 |
+0 |
Dec13 |
111222 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
3 |
+0 |
Total Volume and Open Interest |
363 |
5,282 |
+255 |
Japanese Gov't Bonds(SGX) |
Mar12 |
111222 |
142.32 |
142.47 |
142.32 |
142.47 |
+0.14 |
960 |
19,134 |
+137 |
Jun12 |
111222 |
141.00 |
141.00 |
140.38 |
140.38 |
+0.14 |
|
|
|
Sep12 |
111222 |
140.00 |
140.00 |
138.29 |
138.29 |
+0.14 |
|
|
|
Total Volume and Open Interest |
960 |
19,138 |
+137 |
Euro-Bund(EUREX) |
Mar12 |
111223 |
137.58 |
137.94 |
137.45 |
137.55 |
-0.28 |
401,964 |
839,092 |
-3,135 |
Jun12 |
111223 |
136.17 |
136.17 |
135.86 |
135.86 |
-0.27 |
19 |
174 |
-1 |
Sep12 |
111223 |
135.85 |
135.85 |
135.85 |
135.85 |
-0.28 |
|
|
|
Total Volume and Open Interest |
401,983 |
839,266 |
-3,136 |
Euro-Bobl(EUREX) |
Mar12 |
111223 |
124.35 |
124.46 |
124.19 |
124.29 |
-0.11 |
202,926 |
640,967 |
-5,721 |
Jun12 |
111223 |
122.69 |
122.69 |
122.69 |
122.69 |
-0.11 |
|
|
|
Sep12 |
111223 |
122.69 |
122.69 |
122.69 |
122.69 |
-0.11 |
|
|
|
Total Volume and Open Interest |
202,926 |
640,967 |
-5,721 |
3-Mth Euribor(EUREX) |
Dec11 |
111219 |
98.585 |
98.585 |
98.582 |
98.582 |
-0.003 |
59 |
1,265 |
+0 |
Mar12 |
111223 |
98.830 |
98.840 |
98.830 |
98.840 |
+0.020 |
0 |
1,165 |
+0 |
Jun12 |
111223 |
98.955 |
98.955 |
98.955 |
98.955 |
+0.010 |
101 |
1,375 |
+50 |
Total Volume and Open Interest |
306 |
5,494 |
-54 |
Long Gilt(LIFFE) |
Dec11 |
111223 |
133~13 |
133~15 |
133~10 |
133~10 |
+0~04 |
22 |
6,887 |
-40 |
Mar12 |
111223 |
116~09 |
116~25 |
116~05 |
116~12 |
+0~03 |
63,673 |
297,008 |
-5,275 |
Total Volume and Open Interest |
63,695 |
303,895 |
-5,315 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
111223 |
98.87 |
98.88 |
98.85 |
98.87 |
unch |
51,063 |
303,715 |
+7,239 |
Jun12 |
111223 |
98.86 |
98.87 |
98.83 |
98.86 |
unch |
36,395 |
216,923 |
-1,302 |
Sep12 |
111223 |
98.88 |
98.89 |
98.86 |
98.88 |
unch |
39,082 |
268,577 |
+6,647 |
Dec12 |
111223 |
98.88 |
98.90 |
98.88 |
98.89 |
unch |
33,137 |
236,566 |
+22,835 |
Mar13 |
111223 |
98.92 |
98.93 |
98.90 |
98.91 |
unch |
17,388 |
218,321 |
+367 |
Jun13 |
111223 |
98.91 |
98.91 |
98.89 |
98.90 |
unch |
26,036 |
189,524 |
-3,761 |
Total Volume and Open Interest |
254,915 |
1,826,118 |
-267,089 |
3-Mth Euribor(LIFFE) |
Mar12 |
111223 |
98.830 |
98.840 |
98.805 |
98.840 |
+0.020 |
165,383 |
489,103 |
-8,873 |
Jun12 |
111223 |
98.955 |
98.965 |
98.935 |
98.955 |
+0.010 |
129,968 |
399,967 |
+2,908 |
Sep12 |
111223 |
99.005 |
99.025 |
98.990 |
99.010 |
+0.010 |
112,732 |
388,775 |
+6,285 |
Total Volume and Open Interest |
732,218 |
2,925,486 |
+6,813 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
111223 |
96.17 |
96.17 |
96.11 |
96.12 |
-0.06 |
9,444 |
225,551 |
-3,159 |
Jun12 |
111223 |
96.47 |
96.48 |
96.38 |
96.44 |
-0.05 |
10,553 |
174,119 |
-3,541 |
Sep12 |
111223 |
96.50 |
96.51 |
96.42 |
96.47 |
-0.05 |
7,098 |
114,728 |
+1,278 |
Dec12 |
111223 |
96.38 |
96.39 |
96.32 |
96.36 |
-0.05 |
4,022 |
69,660 |
-25 |
Mar13 |
111223 |
96.27 |
96.29 |
96.22 |
96.25 |
-0.05 |
3,114 |
51,598 |
-150 |
Jun13 |
111223 |
96.17 |
96.19 |
96.14 |
96.15 |
-0.05 |
1,127 |
45,558 |
+606 |
Sep13 |
111223 |
96.08 |
96.09 |
96.06 |
96.06 |
-0.05 |
467 |
26,334 |
+60 |
Dec13 |
111223 |
96.00 |
96.00 |
95.96 |
95.96 |
-0.05 |
666 |
16,897 |
+352 |
Mar14 |
111223 |
95.87 |
95.87 |
95.87 |
95.87 |
-0.05 |
50 |
1,376 |
+28 |
Jun14 |
111223 |
95.77 |
95.77 |
95.76 |
95.76 |
-0.05 |
27 |
106 |
+26 |
Total Volume and Open Interest |
36,645 |
726,079 |
-4,448 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
111223 |
96.20 |
96.26 |
96.18 |
96.22 |
+0.01 |
24,745 |
335,018 |
+813 |
Jun12 |
111223 |
96.22 |
96.22 |
96.22 |
96.22 |
+0.01 |
|
|
|
Total Volume and Open Interest |
24,745 |
335,018 |
+813 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
111223 |
96.94 |
96.98 |
96.91 |
96.93 |
-0.02 |
56,749 |
365,830 |
-4,365 |
Jun12 |
111223 |
96.93 |
96.93 |
96.93 |
96.93 |
-0.02 |
|
|
|
Total Volume and Open Interest |
56,749 |
365,830 |
-4,365 |
Gold(CMX) |
Dec11 |
111223 |
1612.0 |
1612.8 |
1604.7 |
1604.7 |
-4.2 |
38 |
199 |
-84 |
Feb12 |
111223 |
1607.8 |
1615.6 |
1604.0 |
1606.0 |
-4.6 |
125,152 |
243,246 |
-3,666 |
Apr12 |
111223 |
1612.0 |
1617.2 |
1607.4 |
1608.5 |
-4.5 |
5,397 |
39,738 |
+299 |
Jun12 |
111223 |
1615.1 |
1620.2 |
1609.5 |
1610.8 |
-4.4 |
1,567 |
28,062 |
+247 |
Aug12 |
111223 |
1615.4 |
1615.4 |
1613.1 |
1613.1 |
-4.4 |
297 |
13,777 |
+0 |
Oct12 |
111223 |
1615.4 |
1615.4 |
1615.4 |
1615.4 |
-4.4 |
544 |
10,057 |
+480 |
Dec12 |
111223 |
1625.8 |
1625.8 |
1617.8 |
1617.8 |
-4.3 |
591 |
24,655 |
+75 |
Feb13 |
111223 |
1620.7 |
1620.7 |
1620.7 |
1620.7 |
-4.2 |
12 |
2,960 |
+2 |
Apr13 |
111223 |
1623.5 |
1623.5 |
1623.5 |
1623.5 |
-4.2 |
0 |
1,377 |
+0 |
Jun13 |
111223 |
1626.8 |
1626.8 |
1626.8 |
1626.8 |
-4.1 |
67 |
9,813 |
+63 |
Aug13 |
111223 |
1630.2 |
1630.2 |
1630.2 |
1630.2 |
-4.1 |
0 |
45 |
+0 |
Oct13 |
111223 |
1633.9 |
1633.9 |
1633.9 |
1633.9 |
-4.1 |
|
|
|
Total Volume and Open Interest |
134,875 |
421,032 |
-2,433 |
Silver(CMX) |
Dec11 |
111223 |
2922.0 |
2928.0 |
2902.0 |
2904.6 |
+4.5 |
30 |
50 |
-4 |
Mar12 |
111223 |
2909.5 |
2945.0 |
2903.0 |
2908.4 |
+3.7 |
26,237 |
55,736 |
+95 |
May12 |
111223 |
2919.5 |
2948.0 |
2909.0 |
2913.3 |
+3.7 |
721 |
8,855 |
+46 |
Jul12 |
111223 |
2939.0 |
2939.0 |
2917.1 |
2917.1 |
+3.8 |
47 |
3,331 |
-10 |
Sep12 |
111223 |
2919.9 |
2919.9 |
2919.9 |
2919.9 |
+3.8 |
63 |
2,496 |
+25 |
Dec12 |
111223 |
2948.0 |
2959.5 |
2924.0 |
2924.0 |
+3.8 |
178 |
13,671 |
+87 |
Mar13 |
111223 |
2923.2 |
2923.2 |
2923.2 |
2923.2 |
+3.8 |
11 |
1,155 |
+0 |
Total Volume and Open Interest |
27,573 |
101,430 |
+265 |
Platinum(NYMEX) |
Jan12 |
111223 |
1425.0 |
1439.2 |
1424.3 |
1429.5 |
+5.1 |
6,837 |
17,305 |
-1,579 |
Apr12 |
111223 |
1430.7 |
1445.6 |
1428.8 |
1434.2 |
+3.0 |
2,677 |
25,439 |
+1,567 |
Jul12 |
111223 |
1440.8 |
1440.8 |
1434.6 |
1438.3 |
+3.1 |
4 |
614 |
+3 |
Oct12 |
111223 |
1441.8 |
1441.8 |
1441.8 |
1441.8 |
+3.1 |
10 |
98 |
+10 |
Total Volume and Open Interest |
9,538 |
43,467 |
+11 |
Palladium(NYMEX) |
Dec11 |
111223 |
664.95 |
665.55 |
664.95 |
665.55 |
+13.10 |
0 |
666 |
-4 |
Mar12 |
111223 |
1.94 |
11.59 |
648.15 |
10.89 |
-643.51 |
2,575 |
16,912 |
-192 |
Jun12 |
111223 |
1.44 |
12.89 |
1.24 |
12.39 |
+11.95 |
2 |
376 |
+2 |
Total Volume and Open Interest |
2,677 |
18,193 |
-94 |
Copper(CMX) |
Dec11 |
111223 |
342.50 |
346.35 |
342.50 |
346.35 |
+5.45 |
216 |
584 |
-114 |
Mar12 |
111223 |
341.85 |
347.90 |
341.35 |
346.95 |
+5.40 |
29,624 |
68,249 |
-78 |
May12 |
111223 |
344.10 |
348.65 |
342.75 |
348.00 |
+5.40 |
1,050 |
23,075 |
-245 |
Jul12 |
111223 |
345.50 |
348.60 |
345.50 |
348.55 |
+5.35 |
206 |
6,585 |
+29 |
Sep12 |
111223 |
349.25 |
349.25 |
349.00 |
349.00 |
+5.35 |
74 |
3,459 |
+39 |
Total Volume and Open Interest |
31,565 |
115,553 |
-497 |
DJIA Index(CBOT) |
Mar12 |
111223 |
12153 |
12225 |
12105 |
12217 |
+114 |
199 |
10,292 |
-44 |
Jun12 |
111223 |
12082 |
12151 |
12038 |
12151 |
+113 |
0 |
400 |
+0 |
Sep12 |
111223 |
12088 |
12088 |
11975 |
12088 |
+113 |
|
|
|
Dec12 |
111223 |
12011 |
12011 |
11898 |
12011 |
+113 |
|
|
|
Total Volume and Open Interest |
199 |
10,692 |
-44 |
E-mini DJIA Index(CBOT) |
Dec11 |
111216 |
11896 |
11988 |
11895 |
11949 |
+50 |
22,203 |
78,058 |
-4,463 |
Mar12 |
111223 |
12110 |
12230 |
12101 |
12217 |
+114 |
115,838 |
90,571 |
-395 |
Jun12 |
111223 |
12085 |
12151 |
12085 |
12151 |
+113 |
15 |
45 |
+2 |
Sep12 |
111223 |
12088 |
12088 |
12088 |
12088 |
+113 |
0 |
9 |
+0 |
Total Volume and Open Interest |
115,853 |
90,625 |
-393 |
S & P 500(CME) |
Mar12 |
111223 |
1249.00 |
1260.70 |
1248.80 |
1260.30 |
+11.20 |
12,429 |
231,873 |
+2,994 |
Jun12 |
111223 |
1255.00 |
1255.00 |
1254.80 |
1255.00 |
+11.20 |
0 |
3,366 |
+0 |
Sep12 |
111223 |
1249.70 |
1249.70 |
1249.50 |
1249.70 |
+11.20 |
0 |
782 |
+0 |
Dec12 |
111223 |
1244.10 |
1244.10 |
1243.90 |
1244.10 |
+11.20 |
0 |
101 |
-1 |
Total Volume and Open Interest |
12,429 |
236,122 |
+2,993 |
S & P 500 E-Mini(Globex) |
Mar12 |
111223 |
1249.50 |
1260.75 |
1248.75 |
1260.25 |
+11.25 |
1,986,543 |
2,567,911 |
+13,674 |
Jun12 |
111223 |
1246.00 |
1255.00 |
1245.00 |
1255.00 |
+11.25 |
778 |
7,044 |
+114 |
Total Volume and Open Interest |
1,987,322 |
2,575,097 |
+13,789 |
NASDAQ 100(CME) |
Mar12 |
111223 |
2269.00 |
2282.00 |
2263.00 |
2278.50 |
+17.70 |
2,570 |
8,106 |
+1,527 |
Jun12 |
111223 |
2275.00 |
2277.50 |
2275.00 |
2275.00 |
+17.70 |
|
|
|
Sep12 |
111223 |
2272.50 |
2275.00 |
2272.50 |
2272.50 |
+17.70 |
|
|
|
Total Volume and Open Interest |
2,570 |
8,106 |
+1,527 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
111223 |
2262.00 |
2283.30 |
2260.30 |
2278.50 |
+17.70 |
248,778 |
256,505 |
+715 |
Jun12 |
111223 |
2275.00 |
2275.00 |
2275.00 |
2275.00 |
+17.70 |
18 |
41 |
+8 |
Total Volume and Open Interest |
248,796 |
256,548 |
+723 |
S & P Midcap 400(CME) |
Mar12 |
111223 |
880.70 |
881.50 |
875.00 |
880.70 |
+4.10 |
0 |
692 |
+0 |
Jun12 |
111223 |
878.70 |
878.70 |
878.70 |
878.70 |
+4.10 |
|
|
|
Sep12 |
111223 |
876.70 |
876.70 |
876.70 |
876.70 |
+4.10 |
|
|
|
Total Volume and Open Interest |
0 |
692 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
111223 |
8495 |
8560 |
8485 |
8550 |
+50 |
3,208 |
22,373 |
+46 |
Jun12 |
111223 |
8495 |
8495 |
8445 |
8495 |
+50 |
4 |
11 |
+2 |
Total Volume and Open Interest |
3,212 |
22,384 |
+48 |
Nikkei 225(SGX) |
Mar12 |
111222 |
8460 |
8500 |
8370 |
8375 |
-70 |
55,279 |
182,592 |
+522 |
Jun12 |
111222 |
8355 |
8355 |
8300 |
8300 |
-70 |
27 |
306 |
+14 |
Sep12 |
111222 |
8295 |
8295 |
8295 |
8295 |
-70 |
0 |
30 |
+0 |
Total Volume and Open Interest |
55,972 |
192,298 |
+807 |
CAC 40(EURONEXT) |
Jan12 |
111223 |
3109.0 |
3115.0 |
3087.0 |
3102.5 |
+31.0 |
75,561 |
249,452 |
+603 |
Feb12 |
111223 |
3107.0 |
3111.0 |
3091.0 |
3103.5 |
+31.0 |
158 |
342 |
+95 |
Mar12 |
111223 |
3101.5 |
3116.5 |
3099.0 |
3104.0 |
+31.5 |
640 |
21,125 |
+211 |
Total Volume and Open Interest |
76,359 |
270,969 |
+909 |
Hang Seng Index(HKFE) |
Dec11 |
111223 |
18591 |
18649 |
18563 |
18590 |
+175 |
59,132 |
81,476 |
-2,075 |
Jan12 |
111223 |
18650 |
18650 |
18562 |
18588 |
+170 |
8,248 |
11,972 |
+4,988 |
Total Volume and Open Interest |
67,493 |
97,676 |
+2,936 |
DAX(EUREX) |
Dec11 |
111216 |
5783.0 |
5789.5 |
5714.5 |
5727.5 |
-20.0 |
219,442 |
98,018 |
-35,014 |
Mar12 |
111223 |
5927.5 |
5937.5 |
5851.5 |
5886.0 |
+26.0 |
152,533 |
141,189 |
-678 |
Jun12 |
111223 |
5927.5 |
5945.0 |
5868.0 |
5901.0 |
+26.0 |
425 |
5,583 |
-23 |
Total Volume and Open Interest |
152,965 |
146,778 |
-695 |
FT-SE 100(EURONEXT) |
Mar12 |
111223 |
5444.00 |
5479.00 |
5435.00 |
5475.50 |
+58.00 |
101,755 |
590,971 |
-6,121 |
Jun12 |
111223 |
5429.50 |
5429.50 |
5429.50 |
5429.50 |
+58.00 |
9 |
3,715 |
-4 |
Sep12 |
111223 |
5397.50 |
5397.50 |
5397.50 |
5397.50 |
+57.00 |
|
|
|
Total Volume and Open Interest |
101,764 |
594,686 |
-6,125 |
SPI 200(SFE) |
Mar12 |
111223 |
4084.0 |
4135.0 |
4081.0 |
4131.0 |
+48.0 |
27,002 |
190,956 |
-30 |
Jun12 |
111223 |
4113.0 |
4135.0 |
4113.0 |
4135.0 |
+49.0 |
221 |
1,789 |
+0 |
Sep12 |
111223 |
4098.0 |
4098.0 |
4098.0 |
4098.0 |
+49.0 |
17 |
1,071 |
+17 |
Total Volume and Open Interest |
27,249 |
196,895 |
-35 |
GSCI(CME) |
Jan12 |
111223 |
644.75 |
644.75 |
644.25 |
644.25 |
+0.50 |
139 |
8,293 |
+33 |
Feb12 |
111223 |
645.25 |
645.25 |
645.25 |
645.25 |
+0.25 |
2 |
0 |
+0 |
Mar12 |
111223 |
648.50 |
648.50 |
648.50 |
648.50 |
+0.50 |
|
|
|
Total Volume and Open Interest |
141 |
8,293 |
+33 |
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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