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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed November 28, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan13 121128 1450.25 1456.75 1440.00 1446.25 -3.00 91,378 242,927 -6,340
Mar13 121128 1438.75 1445.50 1428.00 1435.00 -2.50 29,682 121,299 +1,409
May13 121128 1415.50 1421.00 1405.00 1410.50 -3.75 13,512 104,691 +287
Jul13 121128 1408.25 1412.50 1396.00 1401.75 -5.25 10,354 70,351 +1,070
Aug13 121128 1384.75 1387.00 1373.00 1377.75 -4.25 113 1,523 -10
Sep13 121128 1341.25 1345.25 1335.50 1340.75 -4.50 140 1,300 +17
Nov13 121128 1311.50 1315.00 1299.00 1305.00 -5.75 4,525 56,988 +306
Jan14 121128 1311.00 1316.75 1305.50 1310.75 -6.00 41 891 -57
Mar14 121128 1315.75 1321.50 1315.75 1315.75 -5.75 12 521 -29
May14 121128 1317.50 1324.75 1317.50 1317.50 -7.25 3 355 +2
Jul14 121128 1320.00 1330.50 1319.00 1322.50 -8.00 0 252 +0
Aug14 121128 1317.25 1325.25 1317.25 1317.25 -8.00      
Sep14 121128 1307.50 1315.50 1307.50 1307.50 -8.00      
Nov14 121128 1276.00 1280.25 1273.50 1277.50 -2.75 29 2,197 +18
Total Volume and Open Interest 149,789 603,386 -3,327
Soybean Meal(CBOT)
Dec12 121128 440.00 442.90 438.30 439.90 +0.60 33,595 23,916 -5,274
Jan13 121128 434.30 436.70 431.90 432.70 -0.70 39,726 65,628 +1,698
Mar13 121128 426.00 428.70 424.20 425.30 -0.10 11,125 51,694 +2,175
May13 121128 412.80 416.00 411.00 411.70 -1.10 5,630 28,858 +460
Jul13 121128 408.20 410.00 404.50 405.90 -1.80 3,767 20,617 +273
Aug13 121128 401.10 401.70 396.50 397.90 -1.70 236 2,050 +22
Sep13 121128 386.50 387.80 385.50 386.20 -1.70 145 2,221 +30
Oct13 121128 371.30 371.70 369.00 370.30 -1.00 153 3,060 +13
Dec13 121128 369.80 370.40 364.80 367.70 -0.80 1,466 11,717 +450
Jan14 121128 367.20 369.70 367.10 368.80 -0.90 1 443 +1
Total Volume and Open Interest 95,845 211,266 -152
Soybean Oil(CBOT)
Dec12 121128 50.12 50.20 49.66 50.11 -0.01 38,191 25,404 -11,384
Jan13 121128 50.40 50.49 49.92 50.38 -0.03 72,601 143,743 -508
Mar13 121128 50.84 50.93 50.36 50.77 -0.07 27,500 60,400 +2,609
May13 121128 51.26 51.35 50.77 51.15 -0.11 9,024 37,134 -219
Jul13 121128 51.65 51.74 51.11 51.47 -0.17 5,972 26,968 -1,044
Aug13 121128 51.64 51.64 51.08 51.39 -0.24 651 3,489 +13
Sep13 121128 51.19 51.50 50.90 51.21 -0.29 476 3,441 +49
Oct13 121128 50.94 51.10 50.55 50.73 -0.37 494 4,199 -29
Dec13 121128 50.97 51.01 50.40 50.53 -0.41 2,177 12,224 +110
Jan14 121128 50.69 51.13 50.69 50.69 -0.44 90 1,143 +11
Total Volume and Open Interest 157,371 319,556 -10,234
Canola(WCE)
Jan13 121128 590.0 597.0 589.9 592.9 +0.9 8,668 90,163 -1,834
Mar13 121128 590.5 596.7 589.4 592.6 +1.2 2,144 28,417 +890
May13 121128 588.6 596.3 588.6 591.2 +0.5 1,303 15,211 -73
Jul13 121128 585.8 591.8 585.8 587.7 -0.3 400 7,712 -17
Nov13 121128 540.0 544.2 540.0 540.4 -1.6 12 8,906 +6
Total Volume and Open Interest 12,534 150,871 -1,028
Corn(CBOT)
Dec12 121128 758.75 763.25 754.75 760.25 +0.25 142,387 107,356 -50,957
Mar13 121128 762.75 767.50 758.75 764.00 unch 163,459 610,363 +17,430
May13 121128 760.00 765.00 756.25 762.00 +0.50 21,995 147,989 +5,635
Jul13 121128 751.00 755.75 747.50 753.00 +0.50 12,893 163,438 +851
Sep13 121128 658.75 661.50 654.75 660.75 +0.75 1,899 33,038 +146
Dec13 121128 637.00 641.75 632.50 639.75 +2.25 10,216 164,223 +1,415
Mar14 121128 645.00 649.00 640.50 647.50 +2.25 232 3,593 +40
May14 121128 650.00 655.00 650.00 653.25 +2.25 22 1,023 -1
Jul14 121128 650.50 655.75 650.50 655.75 +1.75 73 1,230 +1
Sep14 121128 610.00 610.00 610.00 610.00 unch 0 93 +0
Total Volume and Open Interest 353,367 1,240,603 -25,322
Wheat(CBOT)
Dec12 121128 872.25 880.00 864.75 876.00 +3.00 44,351 32,716 -16,187
Mar13 121128 887.00 895.50 879.75 891.25 +2.75 76,972 241,637 +18,012
May13 121128 894.00 902.00 886.50 897.75 +2.50 9,150 51,039 +973
Jul13 121128 880.00 890.00 876.25 887.50 +5.00 6,597 73,410 -440
Sep13 121128 888.00 894.00 881.50 892.00 +4.00 531 10,156 -241
Dec13 121128 891.50 900.25 888.00 898.50 +3.50 3,688 47,423 +144
Total Volume and Open Interest 141,442 461,646 +2,268
Wheat(KCBT)
Dec12 121128 912.75 922.00 906.00 918.25 +2.50 11,866 13,074 -4,808
Mar13 121128 930.50 940.00 923.50 936.25 +3.00 19,348 107,958 +6,431
May13 121128 940.25 948.00 932.25 944.50 +3.25 3,364 19,258 +1,388
Jul13 121128 935.00 944.25 930.50 943.00 +4.75 4,014 25,497 +1,524
Sep13 121128 941.25 946.75 932.50 945.00 +3.50 859 3,482 +99
Dec13 121128 943.00 952.50 938.00 949.50 +2.50 806 3,943 +435
Total Volume and Open Interest 40,286 173,713 +5,091
Wheat(MGE)
Dec12 121128 939.00 943.25 928.75 938.75 +2.50 3,241 2,879 -1,964
Mar13 121128 950.50 957.00 942.00 952.75 +2.25 4,574 25,738 +1,100
May13 121128 958.50 965.50 950.25 961.00 +2.50 275 5,374 -24
Jul13 121128 959.25 966.00 952.00 962.25 +2.00 148 2,233 +49
Sep13 121128 950.00 956.50 942.50 951.75 +1.75 141 2,972 +20
Total Volume and Open Interest 8,709 40,961 -578
Oats(CBOT)
Dec12 121128 374.00 376.25 369.75 370.75 -2.25 933 1,618 -258
Mar13 121128 390.50 393.00 386.25 387.25 -2.25 861 8,366 +375
May13 121128 395.00 396.00 390.00 390.00 -2.25 122 598 +74
Jul13 121128 392.50 394.25 389.50 389.50 -4.75 26 69 +21
Total Volume and Open Interest 1,942 10,710 +212
Rough Rice(CBOT)
Jan13 121128 15.06 15.20 14.94 15.19 +0.10 625 12,904 -127
Mar13 121128 15.34 15.56 15.27 15.51 +0.11 277 1,309 +48
May13 121128 15.56 15.79 15.56 15.79 +0.11 2 91 +2
Jul13 121128 15.88 16.00 15.88 16.00 +0.10 0 51 +0
Total Volume and Open Interest 905 14,373 -78
Live Cattle(CME)
Dec12 121128 128.300 128.785 127.635 127.830 -0.550 13,073 50,710 -2,318
Feb13 121128 132.235 132.750 131.485 131.650 -0.675 24,307 143,934 +1,814
Apr13 121128 135.735 136.185 135.200 135.350 -0.585 6,447 74,155 -277
Jun13 121128 131.650 132.130 131.235 131.380 -0.555 3,318 40,931 +1,050
Aug13 121128 130.850 131.285 130.400 130.575 -0.500 1,948 19,433 +875
Oct13 121128 134.325 134.500 133.850 134.100 -0.200 247 4,128 +61
Total Volume and Open Interest 49,617 336,064 +1,225
Feeder Cattle(CME)
Jan13 121128 146.485 147.075 145.735 146.075 -0.860 2,528 15,703 -118
Mar13 121128 149.600 150.035 148.850 149.300 -0.600 879 4,803 +242
Apr13 121128 151.150 151.300 150.450 150.550 -0.775 216 2,410 +8
May13 121128 152.535 152.700 151.950 151.950 -0.735 191 1,838 +83
Aug13 121128 156.350 156.535 155.900 156.350 -0.350 95 960 +30
Sep13 121128 157.200 157.250 156.850 157.250 -0.450 6 102 +4
Oct13 121128 158.000 158.150 158.000 158.150 -0.350 1 45 +0
Total Volume and Open Interest 3,916 25,872 +249
Lean Hogs(CME)
Dec12 121128 82.850 83.885 82.700 83.830 +1.445 10,471 38,793 -2,109
Feb13 121128 87.285 87.830 87.000 87.580 +0.850 17,528 98,128 +2,622
Apr13 121128 91.580 91.885 91.300 91.550 +0.600 5,225 43,368 +303
May13 121128 98.600 99.150 98.600 99.000 +0.400 27 1,465 +0
Jun13 121128 100.600 101.150 100.500 101.080 +0.880 2,301 26,797 +132
Jul13 121128 100.300 100.830 100.100 100.785 +0.805 631 8,509 +179
Aug13 121128 99.100 99.600 98.850 99.535 +0.650 1,227 13,519 +470
Oct13 121128 87.650 88.450 87.650 88.330 +0.780 1,020 9,118 +507
Total Volume and Open Interest 38,780 244,993 +2,242
Class III Milk(CME)
Nov12 121128 20.72 20.81 20.72 20.77 +0.04 74 5,390 -16
Dec12 121128 18.93 19.26 18.85 19.15 +0.25 280 4,600 -39
Jan13 121128 18.54 18.92 18.54 18.85 +0.33 119 2,713 +45
Feb13 121128 18.40 18.75 18.40 18.68 +0.28 99 2,182 +40
Mar13 121128 18.49 18.73 18.43 18.72 +0.29 36 1,765 +19
Total Volume and Open Interest 816 24,362 +104
Cocoa(ICE)
Dec12 121128 2508 2508 2508 2508 +6 15 433 -5
Mar13 121128 2460 2470 2428 2458 +11 11,114 94,531 +283
May13 121128 2459 2477 2437 2464 +10 2,370 30,573 +650
Jul13 121128 2442 2480 2442 2470 +11 1,193 18,349 +280
Sep13 121128 2447 2484 2447 2473 +12 597 15,238 -13
Dec13 121128 2448 2482 2448 2475 +12 489 9,451 +157
Mar14 121128 2463 2488 2450 2478 +12 675 14,833 +380
Total Volume and Open Interest 16,633 192,742 +1,776
Coffee "C"(ICE)
Dec12 121128 138.25 144.70 137.35 144.65 +4.85 66 134 -49
Mar13 121128 148.80 155.35 147.10 154.85 +5.70 10,256 93,605 -424
May13 121128 151.80 157.75 150.05 157.70 +5.65 1,992 21,379 +330
Jul13 121128 154.80 160.65 153.00 160.60 +5.60 812 10,065 +331
Sep13 121128 157.05 163.45 155.90 163.40 +5.50 292 5,129 +66
Dec13 121128 161.70 167.55 160.00 167.45 +5.55 100 3,599 -3
Total Volume and Open Interest 13,615 135,236 +321
Orange Juice(ICE)
Jan13 121128 124.90 125.40 120.50 123.25 -2.80 1,538 15,464 +23
Mar13 121128 124.95 125.00 121.10 123.75 -2.15 731 4,515 +127
May13 121128 125.45 125.90 123.00 125.45 -1.50 49 1,291 +25
Jul13 121128 126.65 126.85 124.75 126.85 -0.95 0 613 +0
Sep13 121128 129.00 129.00 129.00 129.00 -0.95 0 69 +0
Nov13 121128 129.80 129.80 129.80 129.80 -0.95 0 59 +0
Total Volume and Open Interest 2,318 22,036 +175
Sugar #11(ICE)
Mar13 121128 19.29 19.36 19.07 19.16 -0.07 36,692 355,919 +2,362
May13 121128 19.33 19.39 19.12 19.21 -0.07 11,925 108,588 +1,492
Jul13 121128 19.35 19.44 19.19 19.27 -0.08 8,088 122,881 -738
Oct13 121128 19.65 19.68 19.46 19.53 -0.08 4,200 68,849 -37
Mar14 121128 20.14 20.19 19.96 20.04 -0.06 2,225 44,755 -78
May14 121128 19.99 20.08 19.87 19.94 -0.06 140 12,152 -49
Jul14 121128 19.90 20.00 19.80 19.87 -0.03 88 6,498 -30
Oct14 121128 20.00 20.06 19.90 19.94 -0.05 32 8,377 -4
Total Volume and Open Interest 63,434 737,882 +2,951
London Cocoa(LCE)
Dec12 121128 1574 1583 1556 1577 +13 2,215 37,676 -161
Mar13 121128 1569 1578 1551 1571 +11 8,687 73,508 +694
May13 121128 1569 1585 1558 1578 +11 3,425 29,129 -96
Jul13 121128 1573 1587 1565 1583 +11 1,255 20,543 -71
Sep13 121128 1578 1593 1571 1589 +11 1,421 20,552 +502
Dec13 121128 1564 1581 1552 1572 +12 2,274 11,626 +116
Mar14 121128 1559 1575 1552 1571 +12 126 15,289 +579
Total Volume and Open Interest 19,468 215,461 +1,701
London Sugar(LCE)
Mar13 121128 511.20 513.00 508.10 509.60 -1.10 1,929 41,966 -70
May13 121128 519.20 520.20 516.50 517.70 -1.00 612 15,374 +11
Aug13 121128 522.90 524.60 520.80 522.00 -1.40 349 7,004 +109
Oct13 121128 529.00 530.80 527.00 528.20 -1.30 175 4,432 +49
Dec13 121128 536.00 537.50 533.80 535.50 +0.40 93 1,741 +10
Total Volume and Open Interest 3,171 71,518 +114
Cotton(ICE)
Dec12 121128 70.71 71.30 70.71 71.23 +0.19 51 496 -101
Mar13 121128 72.48 72.79 71.65 72.63 +0.11 11,012 127,742 -1,348
May13 121128 73.19 73.53 72.49 73.45 +0.17 1,004 17,346 +339
Jul13 121128 73.64 74.36 73.43 74.32 +0.14 167 10,125 +24
Oct13 121128 76.03 76.03 76.03 76.03 +0.13 0 4 +0
Dec13 121128 76.00 76.67 75.73 76.67 +0.10 40 5,385 +26
Total Volume and Open Interest 12,274 161,178 -1,060
Lumber(CME)
Jan13 121128 330.3 339.1 330.2 339.1 +10.0 686 7,315 +44
Mar13 121128 337.0 345.5 337.0 345.1 +9.1 287 2,259 +73
May13 121128 339.7 346.5 339.7 345.9 +6.1 90 892 +15
Jul13 121128 341.9 343.9 341.0 343.9 +4.3 8 125 -2
Total Volume and Open Interest 1,071 10,607 +130
Crude Oil(NYM)
Jan13 121128 87.33 87.34 85.36 86.49 -0.69 210,470 320,285 -2,589
Feb13 121128 87.94 87.96 86.01 87.13 -0.68 39,114 153,173 +5,065
Mar13 121128 88.57 88.57 86.70 87.80 -0.67 27,028 107,938 +2,984
Apr13 121128 89.01 89.08 87.32 88.37 -0.68 19,677 60,099 -1,333
May13 121128 89.55 89.55 87.85 88.84 -0.66 9,882 53,356 +1,851
Jun13 121128 89.78 89.92 88.22 89.20 -0.64 16,861 112,492 +98
Jul13 121128 89.61 90.11 88.57 89.45 -0.63 3,317 40,408 +443
Aug13 121128 89.94 90.24 89.31 89.61 -0.60 2,752 26,841 -361
Sep13 121128 90.26 90.34 88.90 89.73 -0.58 3,726 40,792 +164
Oct13 121128 89.00 89.81 89.00 89.81 -0.56 2,440 30,080 +429
Nov13 121128 89.83 90.51 89.63 89.90 -0.55 1,941 30,030 +325
Dec13 121128 90.50 90.63 89.08 89.98 -0.55 12,698 175,131 +801
Jan14 121128 89.92 89.92 89.92 89.92 -0.54 917 28,642 +270
Feb14 121128 89.83 89.83 89.83 89.83 -0.53 306 12,446 +4
Mar14 121128 89.73 89.73 88.99 89.73 -0.52 251 16,787 +123
Apr14 121128 89.64 89.64 89.64 89.64 -0.51 37 10,149 +15
Total Volume and Open Interest 358,626 1,522,133 +9,204
e-miNY Crude Oil(NYM)
Nov12 121019 92.050 93.025 89.950 90.050 -2.050 4,278 7,295 -73
Dec12 121115 86.350 86.825 84.700 85.450 -0.875 6,240 9,686 -598
Jan13 121128 87.350 87.400 85.350 86.500 -0.675 5,924 3,193 +174
Feb13 121128 87.800 87.800 86.025 87.125 -0.675 77 1,305 +3
Mar13 121128 88.250 88.250 87.000 87.800 -0.675 14 350 +3
Apr13 121128 88.100 88.375 87.500 88.375 -0.675 3 7 -3
May13 121128 88.975 89.225 88.850 88.850 -0.650 0 5 +0
Jun13 121128 89.200 89.200 89.200 89.200 -0.650 0 45 +0
Jul13 121128 89.450 89.450 89.450 89.450 -0.625 0 2 +0
Aug13 121128 89.600 89.600 89.600 89.600 -0.600      
Total Volume and Open Interest 6,018 5,063 +177
Heating Oil(NYM)
Dec12 121128 301.75 301.93 297.45 300.80 -0.14 41,376 23,525 -14,727
Jan13 121128 303.48 303.51 298.85 302.09 -0.38 66,017 98,368 +7,141
Feb13 121128 303.75 303.81 299.30 302.30 -0.69 21,417 38,430 +2,148
Mar13 121128 301.55 301.80 298.49 301.21 -1.00 14,627 31,275 +357
Apr13 121128 298.93 300.95 296.57 299.04 -1.28 7,406 32,812 +591
May13 121128 302.13 303.16 299.05 301.26 -1.24 3,924 20,786 +54
Jun13 121128 300.91 301.13 296.85 299.44 -1.03 3,405 18,137 +422
Jul13 121128 296.95 298.61 296.30 298.61 -0.93 171 5,092 -7
Aug13 121128 297.18 298.21 296.71 298.21 -0.93 809 2,865 -536
Sep13 121128 298.65 299.28 296.55 298.03 -0.94 772 7,578 +161
Oct13 121128 296.88 297.93 296.46 297.93 -0.97 62 2,334 +18
Nov13 121128 297.10 297.88 296.38 297.88 -0.97 134 2,064 -1
Dec13 121128 296.60 298.92 295.18 297.68 -0.98 2,161 14,533 -368
Jan14 121128 297.00 297.33 297.00 297.33 -0.93 124 1,201 -25
Total Volume and Open Interest 162,469 300,276 -4,766
Gasoline(NYMEX)
Dec12 121128 273.51 273.85 268.32 273.39 +0.18 42,662 17,440 -9,559
Jan13 121128 269.82 270.00 264.85 268.77 -0.79 63,462 126,020 +668
Feb13 121128 269.64 270.05 265.15 268.86 -0.83 23,776 34,667 +2,274
Mar13 121128 270.41 270.84 267.05 270.49 -0.96 9,247 30,135 +881
Apr13 121128 285.25 285.26 281.83 285.23 -1.02 4,830 19,929 +82
May13 121128 284.35 284.64 281.14 284.64 -0.93 2,125 13,719 -169
Jun13 121128 282.65 282.95 278.45 282.03 -0.80 1,975 13,589 -246
Jul13 121128 278.60 278.87 275.72 278.57 -0.76 595 4,084 -180
Aug13 121128 273.26 274.98 273.26 274.98 -0.68 299 3,616 +15
Sep13 121128 269.09 271.11 267.79 271.11 -0.65 349 4,427 +53
Total Volume and Open Interest 150,267 277,063 -6,056
e-miNY RBOB Gasoline(NYM)
Dec12 121128 273.40 273.40 273.39 273.40 +0.20 1 1 +0
Jan13 121128 268.80 268.80 268.77 268.80 -0.80      
Feb13 121128 268.90 268.90 268.86 268.90 -0.80      
Mar13 121128 270.50 270.50 270.49 270.50 -1.00      
Total Volume and Open Interest 1 1 +0
Natural Gas(NYM)
Dec12 121128 3.761 3.769 3.626 3.696 -0.073 73,618 11,535 -13,378
Jan13 121128 3.887 3.891 3.737 3.801 -0.091 103,164 302,947 -4,954
Feb13 121128 3.899 3.899 3.749 3.816 -0.090 25,053 77,587 -815
Mar13 121128 3.880 3.880 3.729 3.794 -0.091 22,917 131,984 +2,843
Apr13 121128 3.841 3.845 3.714 3.777 -0.084 28,676 145,378 -1,723
May13 121128 3.865 3.865 3.751 3.811 -0.080 5,480 45,987 +470
Jun13 121128 3.947 3.947 3.793 3.848 -0.079 2,788 21,983 -171
Jul13 121128 3.942 3.942 3.835 3.889 -0.079 1,924 27,790 +421
Aug13 121128 3.930 3.937 3.855 3.910 -0.078 1,237 23,262 +468
Sep13 121128 3.933 3.933 3.856 3.913 -0.078 835 22,661 +237
Oct13 121128 4.001 4.001 3.890 3.948 -0.080 7,759 96,113 +550
Nov13 121128 4.095 4.095 3.996 4.051 -0.076 1,075 27,632 +88
Dec13 121128 4.291 4.291 4.183 4.238 -0.071 1,494 30,431 +82
Jan14 121128 4.335 4.357 4.296 4.342 -0.071 3,425 75,943 +1,176
Feb14 121128 4.340 4.340 4.285 4.325 -0.069 481 5,960 +151
Mar14 121128 4.258 4.260 4.212 4.257 -0.063 851 12,962 +329
Total Volume and Open Interest 286,359 1,164,799 -12,625
Brent Crude Oil(ICE)
Jan13 121128 109.95 110.17 108.44 109.51 -0.36 178,244 282,016 -8,793
Feb13 121128 109.20 109.41 107.63 108.64 -0.48 84,229 192,021 +12,566
Mar13 121128 108.61 108.76 107.00 108.00 -0.53 37,799 92,144 -1,363
Apr13 121128 108.14 108.36 106.57 107.53 -0.53 15,614 43,708 -480
May13 121128 107.68 107.95 106.12 107.13 -0.51 9,238 48,475 +372
Jun13 121128 107.28 107.54 105.71 106.74 -0.49 24,829 92,222 -1,536
Jul13 121128 107.11 107.11 105.37 106.34 -0.47 5,260 32,284 +196
Aug13 121128 106.67 106.67 104.93 105.90 -0.45 4,239 42,125 -192
Sep13 121128 106.11 106.11 104.45 105.44 -0.43 5,770 43,205 -151
Oct13 121128 105.03 105.03 105.03 105.03 -0.42 3,136 40,730 +104
Nov13 121128 104.66 104.66 104.66 104.66 -0.41 2,358 30,141 +369
Dec13 121128 104.94 104.94 103.31 104.31 -0.40 21,173 119,392 +570
Jan14 121128 104.01 104.01 104.01 104.01 -0.38 1,397 20,515 +737
Feb14 121128 103.69 103.69 103.69 103.69 -0.36 430 11,868 +158
Total Volume and Open Interest 406,676 1,290,690 +4,038
Gas Oil(ICE)
Dec12 121128 939.75 942.00 928.25 932.00 -8.25 42,067 87,767 -4,783
Jan13 121128 942.50 944.75 930.75 934.50 -8.50 75,961 111,707 -2,743
Feb13 121128 942.50 943.50 929.50 933.25 -8.25 27,879 54,032 +2,565
Mar13 121128 939.25 939.50 926.00 930.25 -8.00 10,712 38,218 +800
Apr13 121128 935.25 935.25 922.25 926.25 -8.00 6,045 32,602 -28
May13 121128 929.75 929.75 918.50 922.25 -8.00 4,315 21,968 -33
Jun13 121128 926.75 927.00 915.50 919.00 -8.25 9,751 32,761 -1,876
Jul13 121128 924.75 924.75 915.25 917.25 -8.00 1,124 16,593 +138
Aug13 121128 923.00 923.00 913.00 915.50 -8.00 887 13,196 +138
Sep13 121128 921.50 921.50 911.50 914.00 -8.00 764 14,758 +65
Total Volume and Open Interest 186,816 528,084 -5,313
Ethanol(CBOT)
Nov12 121105 2.315 2.315 2.310 2.310 -0.030 100 97 -235
Dec12 121128 2.435 2.447 2.435 2.446 +0.008 315 559 -75
Jan13 121128 2.428 2.443 2.422 2.436 +0.005 278 1,321 +19
Feb13 121128 2.424 2.436 2.418 2.435 +0.007 115 1,579 +82
Mar13 121128 2.433 2.443 2.425 2.439 +0.004 29 1,989 +17
Apr13 121128 2.439 2.444 2.435 2.438 +0.001 106 741 +20
May13 121128 2.429 2.442 2.421 2.442 +0.004 50 1,267 +5
Jun13 121128 2.431 2.441 2.430 2.436 +0.003 42 1,108 +7
Total Volume and Open Interest 1,089 10,761 +136
WTI Crude Oil(ICE)
Jan13 121128 87.20 87.25 85.37 86.49 -0.69 41,956 81,030 +1,178
Feb13 121128 87.76 87.87 86.02 87.13 -0.68 14,874 57,211 +1,939
Mar13 121128 88.41 88.48 86.80 87.80 -0.67 9,220 44,117 +383
Apr13 121128 88.86 88.86 87.35 88.37 -0.68 7,388 21,802 +2,001
May13 121128 89.36 89.43 87.80 88.84 -0.66 3,036 16,923 +12
Jun13 121128 89.88 89.93 88.28 89.20 -0.64 5,771 51,392 +101
Jul13 121128 89.62 89.62 88.95 89.45 -0.63 821 8,876 -18
Aug13 121128 89.12 89.61 89.12 89.61 -0.60 640 5,900 +34
Sep13 121128 89.43 89.73 89.25 89.73 -0.58 783 9,345 +49
Oct13 121128 89.81 89.81 89.81 89.81 -0.56 1,043 5,880 +318
Nov13 121128 89.90 89.90 89.90 89.90 -0.55 637 5,799 +166
Dec13 121128 90.66 90.66 89.13 89.98 -0.55 4,193 72,800 -196
Jan14 121128 89.92 89.92 89.92 89.92 -0.54 222 6,130 -16
Feb14 121128 89.83 89.83 89.83 89.83 -0.53 27 1,889 -4
Mar14 121128 89.73 89.73 89.73 89.73 -0.52 7 3,630 +4
Apr14 121128 89.64 89.64 89.64 89.64 -0.51 0 2,119 +0
Total Volume and Open Interest 91,321 493,925 +6,047
US Dollar Index(ICE)
Dec12 121128 80.390 80.610 80.275 80.355 -0.075 18,601 32,940 -1,461
Mar13 121128 80.625 80.820 80.495 80.545 -0.090 210 2,583 +78
Jun13 121128 80.785 80.785 80.785 80.785 -0.090 0 4 +0
Total Volume and Open Interest 18,811 35,530 -1,383
Australian Dollar(CME)
Dec12 121128 104.28 104.67 104.12 104.61 +0.29 101,727 194,531 -170
Mar13 121128 103.54 103.91 103.37 103.86 +0.30 964 1,976 +635
Jun13 121128 103.14 103.15 102.83 103.14 +0.31 0 8 +0
Total Volume and Open Interest 102,691 196,520 +465
British Pound(CME)
Dec12 121128 160.16 160.22 159.60 160.15 -0.02 78,234 156,748 -1,579
Mar13 121128 160.18 160.18 159.60 160.13 -0.02 99 892 +29
Jun13 121128 160.08 160.10 160.08 160.08 -0.02 0 59 +0
Total Volume and Open Interest 78,333 157,701 -1,550
Canadian Dollar(CME)
Dec12 121128 100.49 100.79 100.35 100.71 +0.18 69,393 162,476 +1,072
Mar13 121128 100.30 100.59 100.16 100.51 +0.18 919 6,154 +407
Jun13 121128 100.09 100.35 100.09 100.30 +0.17 94 845 +49
Sep13 121128 100.10 100.10 99.91 100.08 +0.17 77 879 +10
Total Volume and Open Interest 70,485 170,497 +1,540
Japanese Yen(CME)
Dec12 121128 121.80 122.43 121.64 122.09 +0.37 81,108 205,048 +3,654
Mar13 121128 121.89 122.53 121.80 122.21 +0.37 908 2,965 +156
Jun13 121128 122.38 122.38 121.97 122.34 +0.37 1 82 +0
Total Volume and Open Interest 82,021 208,130 +3,810
Swiss Franc(CME)
Dec12 121128 107.49 107.66 107.08 107.48 +0.01 29,404 42,451 +1,618
Mar13 121128 107.65 107.72 107.36 107.65 +0.01 37 313 +11
Jun13 121128 107.84 107.84 107.83 107.84 +0.01 0 3 +0
Total Volume and Open Interest 29,441 42,767 +1,629
EuroFX(CME)
Dec12 121128 129.41 129.57 128.81 129.34 -0.02 243,441 205,943 -6,197
Mar13 121128 129.54 129.72 128.99 129.48 -0.02 1,318 3,595 +226
Jun13 121128 129.60 129.75 129.13 129.61 -0.02 0 646 +0
Total Volume and Open Interest 244,759 210,234 -5,971
Mexican Peso(CME)
Dec12 121128 766.00 769.50 763.00 768.25 +1.50 33,422 167,881 -2,870
Jan13 121128 766.00 766.00 764.50 766.00 +1.50      
Total Volume and Open Interest 37,618 173,160 +959
Brazilian Real(CME)
Dec12 121128 477.55 479.25 477.45 479.25 -1.85 903 4,948 -597
Jan13 121128 477.40 477.40 477.40 477.40 -1.80 0 440 +0
Feb13 121128 475.50 475.50 475.50 475.50 -1.90 0 1 +0
Mar13 121128 473.60 473.60 473.40 473.60 -1.95 829 1,202 +703
Total Volume and Open Interest 1,732 34,629 +106
30-Year T-Bonds(CBOT)
Dec12 121128 150~310 151~250 150~290 151~120 +0~160 489,987 392,092 -103,859
Mar13 121128 149~200 150~140 149~190 150~020 +0~160 223,655 296,659 +133,626
Jun13 121128 148~290 148~290 148~020 148~290 +0~160      
Total Volume and Open Interest 713,642 688,751 +29,767
10-Year T-Notes(CBOT)
Dec12 121128 133~245 134~020 133~240 133~315 +0~085 1,272,769 1,102,862 -255,260
Mar13 121128 133~085 133~185 133~085 133~155 +0~085 589,718 746,025 +313,960
Jun13 121128 132~205 132~205 132~205 132~205 +0~085      
Total Volume and Open Interest 1,862,487 1,848,887 +58,700
5-Year T-Notes(CBOT)
Dec12 121128 124~202 124~244 124~200 124~240 +0~040 853,934 849,975 -232,246
Mar13 121128 124~156 124~202 124~156 124~196 +0~042 634,677 748,746 +298,167
Jun13 121128 123~316 123~316 123~274 123~316 +0~042      
Total Volume and Open Interest 1,488,611 1,598,721 +65,921
2 Year T-Notes(CBOT)
Dec12 121128 110~064 110~072 110~062 110~072 +0~004 365,024 648,425 -110,464
Mar13 121128 110~062 110~070 110~062 110~066 +0~004 330,229 440,891 +139,254
Jun13 121128 109~232 109~232 109~226 109~232 +0~004      
Total Volume and Open Interest 695,253 1,089,316 +28,790
Eurodollars(CME)
Dec12 121128 99.677 99.685 99.677 99.683 +0.005 99,413 890,571 +13,614
Mar13 121128 99.675 99.685 99.670 99.675 +0.005 89,483 718,410 -1,024
Jun13 121128 99.655 99.670 99.655 99.660 +0.005 115,101 691,229 +2,427
Sep13 121128 99.640 99.655 99.635 99.645 +0.010 84,238 597,777 +292
Dec13 121128 99.610 99.630 99.605 99.620 +0.015 87,368 704,629 +3,161
Mar14 121128 99.585 99.610 99.580 99.595 +0.015 74,000 631,979 +782
Jun14 121128 99.545 99.575 99.540 99.560 +0.020 112,029 536,988 -2,469
Sep14 121128 99.500 99.535 99.500 99.520 +0.020 67,418 482,815 +207
Dec14 121128 99.445 99.485 99.445 99.470 +0.020 60,130 517,731 +2,246
Mar15 121128 99.395 99.435 99.395 99.425 +0.025 52,247 528,159 +827
Jun15 121128 99.335 99.370 99.335 99.360 +0.025 60,405 577,409 +7,850
Sep15 121128 99.250 99.285 99.250 99.275 +0.025 50,013 387,707 +4,558
Dec15 121128 99.145 99.180 99.145 99.165 +0.025 45,447 358,224 +2,924
Mar16 121128 99.035 99.065 99.030 99.055 +0.025 25,862 219,363 +2,514
Jun16 121128 98.910 98.935 98.910 98.930 +0.030 17,690 150,447 +2,820
Sep16 121128 98.770 98.800 98.770 98.795 +0.030 17,405 134,907 +382
Dec16 121128 98.620 98.655 98.620 98.645 +0.030 15,156 98,337 -910
Mar17 121128 98.495 98.525 98.490 98.515 +0.035 9,309 84,429 -543
Total Volume and Open Interest 1,105,888 8,525,648 +40,555
Ultra T-Bond(CBOT)
Dec12 121128 167~14 168~17 166~27 167~19 +0~12 183,541 214,434 -93,893
Mar13 121128 165~28 167~05 165~15 166~07 +0~12 146,910 175,026 +97,763
Jun13 121128 166~07 166~07 166~07 166~07 +0~12      
Total Volume and Open Interest 330,451 389,460 +3,870
30 Day Federal Funds(CBOT)
Nov12 121128 99.840 99.840 99.838 99.838 unch 179 71,492 +22
Dec12 121128 99.840 99.845 99.840 99.845 unch 3,650 46,904 +2,166
Jan13 121128 99.850 99.855 99.850 99.855 unch 542 25,189 -43
Feb13 121128 99.855 99.860 99.855 99.860 unch 899 24,308 +50
Mar13 121128 99.860 99.865 99.855 99.865 unch 1,215 22,029 -211
Apr13 121128 99.860 99.865 99.860 99.865 unch 1,572 23,384 +638
Total Volume and Open Interest 16,287 392,895 +3,803
3-Mth Euro-Yen(CME)
Dec12 121128 99.685 99.685 99.685 99.685 unch      
Mar13 121128 99.735 99.735 99.735 99.735 unch      
Jun13 121128 99.760 99.760 99.760 99.760 unch      
Sep13 121128 99.768 99.768 99.768 99.768 unch      
Dec13 121128 99.770 99.770 99.770 99.770 unch      
Mar14 121128 99.770 99.770 99.770 99.770 unch      
Jun14 121128 99.725 99.725 99.725 99.725 unch      
Sep14 121128 99.585 99.585 99.585 99.585 unch      
Dec14 121128 99.810 99.810 99.810 99.810 unch      
Mar15 121128 99.670 99.670 99.670 99.670 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec12 121128 99.68 99.68 99.68 99.68 unch 0 2,101 -31
Mar13 121128 99.74 99.74 99.74 99.74 unch 0 460 +0
Jun13 121128 99.76 99.76 99.76 99.76 unch 0 201 +0
Sep13 121128 99.77 99.77 99.77 99.77 unch 0 170 +0
Dec13 121128 99.77 99.77 99.77 99.77 unch 0 384 +0
Mar14 121128 99.77 99.77 99.77 99.77 unch 0 264 +0
Jun14 121128 99.72 99.72 99.72 99.72 unch      
Sep14 121128 99.58 99.58 99.58 99.58 unch      
Total Volume and Open Interest 0 3,584 -31
Japanese Gov't Bonds(SGX)
Dec12 121128 144.66 144.81 144.64 144.79 +0.15 1,841 22,820 -2,184
Mar13 121128 144.19 144.30 144.19 144.28 +0.16 257 179 +112
Jun13 121128 142.19 142.19 142.19 142.19 +0.16      
Total Volume and Open Interest 2,098 22,999 -2,072
Euro-Bund(EUREX)
Dec12 121128 142.40 143.15 142.32 142.95 +0.72 641,010 882,598 -36,209
Mar13 121128 144.07 144.87 143.98 144.65 +0.76 37,114 144,992 +7,188
Jun13 121128 142.50 142.82 142.05 142.82 +0.59 2 19 +2
Total Volume and Open Interest 678,126 1,027,609 -29,019
Euro-Bobl(EUREX)
Dec12 121128 126.25 126.58 126.20 126.49 +0.32 368,208 749,287 -12,966
Mar13 121128 126.94 127.34 126.91 127.24 +0.37 38,875 95,756 +9,269
Jun13 121128 127.24 127.24 127.24 127.24 +0.37 41 0 +0
Total Volume and Open Interest 407,124 845,043 -3,697
3-Mth Euribor(EUREX)
Dec12 121128 99.815 99.815 99.815 99.815 unch 0 2,379 +0
Mar13 121128 99.825 99.835 99.825 99.835 +0.015 0 2,025 +0
Jun13 121128 99.825 99.825 99.825 99.825 +0.025 101 1,067 +1
Total Volume and Open Interest 101 8,081 +1
Long Gilt(LIFFE)
Dec12 121128 119~15 120~10 119~14 120~05 +0~27 217,221 108,439 -148,667
Mar13 121128 118~23 119~18 118~22 119~13 +0~27 188,909 307,993 +189,599
Total Volume and Open Interest 406,130 416,432 +40,932
3-Mth Short Sterling(LIFFE)
Dec12 121128 99.47 99.48 99.47 99.48 +0.01 49,333 252,316 +273
Mar13 121128 99.44 99.47 99.44 99.47 +0.03 47,583 331,286 -3,598
Jun13 121128 99.42 99.47 99.42 99.46 +0.04 61,732 290,956 +472
Sep13 121128 99.40 99.46 99.40 99.45 +0.05 62,984 305,460 -8,086
Dec13 121128 99.38 99.43 99.37 99.42 +0.05 72,428 332,770 -875
Mar14 121128 99.35 99.41 99.34 99.39 +0.04 67,401 250,288 -3,072
Total Volume and Open Interest 568,206 2,595,344 -34,328
3-Mth Euribor(LIFFE)
Dec12 121128 99.810 99.820 99.810 99.815 unch 25,557 507,690 +4,468
Mar13 121128 99.820 99.840 99.820 99.835 +0.015 78,967 525,271 +1,286
Jun13 121128 99.800 99.825 99.795 99.825 +0.025 61,788 466,254 +290
Total Volume and Open Interest 651,277 4,153,216 -17,343
3-Mth Aus T-Bills(SFE)
Dec12 121128 96.77 96.80 96.76 96.79 +0.02 15,550 132,709 -939
Mar13 121128 96.87 96.92 96.86 96.91 +0.04 25,472 206,964 +1,429
Jun13 121128 96.96 97.01 96.95 97.01 +0.05 17,155 140,399 +3,022
Sep13 121128 97.00 97.05 96.98 97.05 +0.05 7,416 84,699 +1,054
Dec13 121128 96.98 97.04 96.96 97.03 +0.06 2,400 72,986 +220
Mar14 121128 96.92 96.97 96.91 96.97 +0.06 3,607 44,512 +1,467
Jun14 121128 96.84 96.90 96.84 96.90 +0.06 1,111 18,619 +367
Sep14 121128 96.78 96.83 96.78 96.83 +0.06 659 18,170 +166
Dec14 121128 96.76 96.76 96.76 96.76 +0.06 96 1,430 +42
Mar15 121128 96.70 96.70 96.70 96.70 +0.06 0 53 +0
Total Volume and Open Interest 73,466 720,924 +6,825
10-Year Aus T-Bonds(SFE)
Dec12 121128 96.79 96.88 96.78 96.87 +0.08 59,967 426,858 +2,621
Mar13 121128 96.83 96.83 96.83 96.83 +0.07 0 5 +0
Total Volume and Open Interest 59,967 426,863 +2,621
3-Year Aus T-Bonds(SFE)
Dec12 121128 97.26 97.34 97.25 97.34 +0.07 117,012 507,683 -432
Mar13 121128 97.34 97.34 97.34 97.34 +0.07      
Total Volume and Open Interest 117,012 507,683 -432
Gold(CMX)
Dec12 121128 1741.5 1743.1 1705.5 1716.5 -25.8 198,873 97,808 -57,426
Feb13 121128 1743.9 1745.5 1707.9 1718.8 -26.0 100,103 241,410 +39,975
Apr13 121128 1746.7 1747.1 1710.0 1720.8 -26.0 4,897 27,716 +2,667
Jun13 121128 1747.8 1747.9 1712.9 1722.9 -26.0 2,817 28,506 +335
Aug13 121128 1749.3 1749.3 1716.4 1724.8 -26.0 946 16,793 +845
Oct13 121128 1745.5 1745.5 1721.6 1726.7 -26.1 506 9,477 +407
Dec13 121128 1753.2 1753.5 1718.8 1728.8 -26.1 1,139 19,018 +21
Feb14 121128 1726.0 1731.2 1726.0 1731.2 -26.2 15 2,499 +11
Apr14 121128 1733.6 1733.6 1733.6 1733.6 -26.3 0 3,437 +0
Jun14 121128 1736.1 1736.1 1736.1 1736.1 -26.4 56 9,094 -55
Aug14 121128 1738.6 1738.6 1738.6 1738.6 -26.5 0 84 +0
Total Volume and Open Interest 309,948 479,373 -13,062
Silver(CMX)
Dec12 121128 3399.5 3404.0 3290.0 3368.4 -29.7 64,031 21,789 -12,100
Mar13 121128 3408.0 3413.5 3299.5 3377.0 -30.4 36,898 75,304 +10,040
May13 121128 3416.5 3416.5 3308.0 3381.7 -30.4 709 5,855 +52
Jul13 121128 3413.0 3415.5 3334.0 3385.7 -30.4 358 6,656 +7
Sep13 121128 3385.0 3389.5 3353.0 3389.2 -30.4 139 4,239 -21
Dec13 121128 3413.5 3421.0 3331.5 3393.6 -30.4 1,618 17,269 -718
Mar14 121128 3394.1 3394.1 3394.1 3394.1 -30.6 50 1,694 +10
Total Volume and Open Interest 104,427 150,727 -2,669
Platinum(NYMEX)
Jan13 121128 1614.0 1616.9 1583.0 1611.7 -6.8 6,127 55,981 +95
Apr13 121128 1614.2 1617.0 1586.3 1614.6 -6.9 195 4,896 +111
Jul13 121128 1601.5 1617.5 1593.8 1617.5 -6.9 2 322 +1
Oct13 121128 1619.5 1619.5 1619.5 1619.5 -6.9 0 42 +0
Total Volume and Open Interest 6,338 61,261 +197
Palladium(NYMEX)
Dec12 121128 667.25 673.75 645.00 673.15 +4.95 7,589 5,629 -3,698
Mar13 121128 669.00 676.00 646.90 675.20 +5.15 5,817 17,104 +3,884
Jun13 121128 652.10 676.45 652.10 676.45 +5.15 13 51 +13
Total Volume and Open Interest 13,419 22,786 +199
Copper(CMX)
Dec12 121128 353.15 353.75 348.10 352.45 -1.20 57,902 20,575 -6,298
Mar13 121128 354.80 355.25 349.45 353.75 -1.35 35,295 91,750 +5,485
May13 121128 356.00 356.00 350.40 354.55 -1.40 1,993 12,581 +75
Jul13 121128 355.00 355.55 351.00 355.25 -1.35 104 5,989 +22
Sep13 121128 352.05 355.75 352.05 355.75 -1.35 2 3,328 -2
Total Volume and Open Interest 97,007 145,313 -541
DJIA Index(CBOT)
Dec12 121128 12841 12962 12740 12957 +95 376 14,968 -255
Mar13 121128 12780 12882 12780 12882 +96 0 15 +0
Jun13 121128 12802 12802 12706 12802 +96      
Sep13 121128 12723 12723 12627 12723 +96      
Total Volume and Open Interest 376 14,983 -255
E-mini DJIA Index(CBOT)
Dec12 121128 12867 12967 12740 12957 +95 125,648 95,845 +371
Mar13 121128 12783 12886 12664 12882 +96 126 316 +19
Jun13 121128 12802 12802 12802 12802 +96 0 59 +0
Sep13 121128 12723 12723 12723 12723 +96      
Total Volume and Open Interest 125,774 96,220 +390
S & P 500(CME)
Dec12 121128 1397.40 1407.10 1383.20 1407.10 +9.70 14,975 216,620 -1,127
Mar13 121128 1383.50 1401.00 1376.50 1400.40 +9.60 1,192 5,017 +1,081
Jun13 121128 1393.70 1394.10 1369.60 1393.70 +9.60 1,160 2,428 +580
Sep13 121128 1387.20 1387.60 1363.10 1387.20 +9.60      
Total Volume and Open Interest 17,327 224,065 +534
S & P 500 E-Mini(Globex)
Dec12 121128 1397.50 1408.75 1383.00 1407.00 +9.50 1,639,215 3,055,499 -295
Mar13 121128 1390.00 1402.25 1376.50 1400.50 +9.75 6,773 58,553 +1,904
Total Volume and Open Interest 1,646,357 3,117,207 +1,620
NASDAQ 100(CME)
Dec12 121128 2641.30 2666.00 2610.00 2660.50 +19.20 232 28,498 +6
Mar13 121128 2654.00 2656.50 2620.00 2654.00 +19.20 0 95 +0
Jun13 121128 2648.50 2648.50 2629.30 2648.50 +19.20      
Total Volume and Open Interest 232 28,593 +6
NASDAQ 100 E-Mini(Globex)
Dec12 121128 2640.00 2665.50 2611.50 2660.50 +19.20 266,935 399,067 -894
Mar13 121128 2631.80 2659.00 2606.00 2654.00 +19.20 102 549 -13
Total Volume and Open Interest 267,037 399,627 -907
S & P Midcap 400(CME)
Dec12 121128 980.00 992.10 973.00 992.10 +6.30 6 3,033 +4
Mar13 121128 990.30 990.30 990.30 990.30 +6.50      
Jun13 121128 988.20 988.20 988.20 988.20 +6.50      
Total Volume and Open Interest 6 3,033 +4
Volatility Index(CBOE)
Nov12 121121 15.05 15.05 15.05 15.05 -0.10 38,384 0 -44,360
Dec12 121128 16.20 16.70 15.45 15.50 -0.65 46,783 150,514 -6,134
Jan13 121128 17.83 18.38 17.25 17.30 -0.50 25,086 0 +0
Feb13 121128 19.09 19.47 18.40 18.55 -0.45 10,176 39,818 -335
Total Volume and Open Interest 96,731 265,784 -5,713
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec12 121128 9365 9415 9225 9355 -15 6,246 41,026 +385
Mar13 121128 9370 9370 9250 9355 -15 16 157 +7
Total Volume and Open Interest 6,262 41,183 +392
Nikkei 225(SGX)
Dec12 121128 9435 9455 9295 9305 -130 103,225 275,152 +7,297
Mar13 121128 9415 9415 9290 9290 -130 559 2,636 +399
Jun13 121128 9210 9210 9210 9210 -130 2 1,209 +2
Total Volume and Open Interest 103,834 290,873 +7,725
CAC 40(EURONEXT)
Dec12 121128 3479.5 3531.5 3470.0 3507.5 +14.5 81,339 343,439 +6,124
Jan13 121128 3487.0 3528.5 3475.5 3507.0 +14.5 68 402 +108
Feb13 121128 3480.0 3507.5 3477.0 3507.5 +14.5 12 2 +1
Total Volume and Open Interest 81,491 344,279 +6,249
Hang Seng Index(HKFE)
Nov12 121128 21740 21758 21613 21711 -111 131,378 63,845 -38,670
Dec12 121128 21733 21785 21620 21718 -136 82,950 98,834 +40,157
Total Volume and Open Interest 214,900 169,161 +1,738
DAX(EUREX)
Dec12 121128 7315.0 7387.0 7265.0 7349.0 +10.5 107,589 152,282 +5,026
Mar13 121128 7322.0 7390.0 7271.5 7353.0 +10.5 940 13,577 +176
Jun13 121128 7323.0 7394.0 7291.0 7360.0 +11.0 374 4,587 +146
Total Volume and Open Interest 108,903 170,446 +5,348
FT-SE 100(EURONEXT)
Dec12 121128 5788.50 5828.00 5755.50 5806.50 +6.50 84,267 614,588 +5,172
Mar13 121128 5739.00 5781.00 5713.00 5764.00 +7.50 484 6,964 +163
Jun13 121128 5699.50 5699.50 5699.50 5699.50 +7.50 0 28 +0
Total Volume and Open Interest 84,751 621,613 +5,358
SPI 200(SFE)
Dec12 121128 4472.0 4473.0 4442.0 4451.0 -22.0 17,912 259,911 -1,590
Mar13 121128 4418.0 4425.0 4418.0 4422.0 -21.0 7 2,369 +2
Jun13 121128 4421.0 4421.0 4421.0 4421.0 -22.0 0 2,899 +0
Total Volume and Open Interest 18,049 266,135 -1,458
FTSE MIB(ISE)
Dec12 121128 15420.00 15490.00 15255.00 15449.00 -23.00 15,276 35,622 -393
Mar13 121128 15440.00 15460.00 15270.00 15456.00 -23.00 34 112 +2
Jun13 121128 15176.00 15176.00 15176.00 15176.00 -23.00 0 12 +0
Total Volume and Open Interest 15,310 35,746 -391
KOSPI 200(KFE)
Dec12 121128 252.35 252.35 252.15 252.35 -1.40 140,319 101,021 -3,777
Mar13 121128 251.65 251.65 250.60 251.50 -1.50 238 8,955 +252
Jun13 121128 253.05 253.05 253.05 253.05 -1.45 0 1,162 +1
Total Volume and Open Interest 140,557 111,148 -3,524
GSCI(CME)
Dec12 121128 641.00 644.55 638.00 643.00 -1.50 193 8,973 -53
Jan13 121128 642.00 645.25 639.00 643.80 -1.40 2 4 +2
Feb13 121128 645.75 647.30 641.00 645.75 -1.50      
Total Volume and Open Interest 195 8,977 -51
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.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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