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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu December 27, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan13 121227 1423.75 1437.00 1415.75 1418.75 -5.75 16,653 49,201 -7,046
Mar13 121227 1417.00 1429.50 1411.25 1414.00 -4.50 24,765 245,594 +2,015
May13 121227 1407.00 1419.00 1402.50 1405.00 -4.25 4,404 122,922 -405
Jul13 121227 1406.00 1412.75 1398.00 1401.50 -2.50 1,937 78,544 +109
Aug13 121227 1378.75 1384.75 1372.75 1377.50 -0.25 66 2,294 -6
Sep13 121227 1336.00 1340.50 1334.50 1338.00 +1.00 49 1,603 -3
Nov13 121227 1299.00 1306.00 1294.50 1302.50 +2.25 1,241 63,693 +55
Jan14 121227 1305.75 1309.75 1304.25 1308.75 +2.75 134 1,850 -3
Mar14 121227 1314.25 1314.25 1311.00 1314.25 +3.25 52 760 +12
May14 121227 1315.75 1315.75 1312.50 1315.75 +3.25 36 562 +17
Jul14 121227 1320.75 1320.75 1317.75 1320.75 +3.00 4 380 +0
Aug14 121227 1318.00 1318.00 1303.00 1315.50 +3.00 0 1 +0
Sep14 121227 1302.25 1302.25 1299.25 1302.25 +3.00 0 1 +0
Nov14 121227 1290.00 1292.00 1290.00 1291.50 +1.50 5 2,459 -3
Total Volume and Open Interest 49,346 569,969 -5,258
Soybean Meal(CBOT)
Jan13 121227 431.70 434.40 429.20 429.80 -1.50 3,807 19,443 -969
Mar13 121227 428.50 431.60 425.50 426.60 -1.80 7,796 107,362 -1,151
May13 121227 419.90 423.00 417.90 418.60 -1.50 1,151 37,443 +125
Jul13 121227 415.90 417.70 412.90 414.30 -1.30 510 24,865 +27
Aug13 121227 406.80 406.80 403.50 405.50 -1.10 22 2,927 +0
Sep13 121227 390.50 392.50 389.60 390.60 -1.70 15 2,680 +6
Oct13 121227 372.90 374.20 371.00 372.50 -0.90 7 3,965 +0
Dec13 121227 369.70 371.30 368.00 369.60 -0.10 139 16,013 +25
Jan14 121227 370.80 370.90 370.80 370.80 -0.10 10 850 +4
Mar14 121227 373.10 373.90 372.50 373.80 -0.10 1 1,098 +1
Total Volume and Open Interest 13,460 217,123 -1,932
Soybean Oil(CBOT)
Jan13 121227 48.23 48.81 48.09 48.29 unch 8,331 27,451 -5,944
Mar13 121227 48.62 49.22 48.51 48.72 +0.02 16,617 167,195 +497
May13 121227 49.13 49.67 48.97 49.18 +0.01 3,013 49,314 -556
Jul13 121227 49.60 50.07 49.42 49.60 +0.01 1,781 34,141 +529
Aug13 121227 49.63 50.13 49.59 49.69 +0.02 44 4,514 +1
Sep13 121227 49.64 50.07 49.60 49.72 +0.06 96 4,089 +23
Oct13 121227 49.61 49.66 49.36 49.46 +0.10 58 5,344 -17
Dec13 121227 49.10 49.68 49.08 49.34 +0.20 303 18,881 +97
Jan14 121227 49.56 49.56 49.35 49.56 +0.21 102 1,603 +87
Mar14 121227 50.10 50.10 49.70 49.90 +0.20 0 558 +0
Total Volume and Open Interest 30,347 314,237 -5,284
Canola(WCE)
Jan13 121227 586.8 592.8 585.3 591.3 +0.9 12,066 22,276 -7,102
Mar13 121227 582.2 587.0 580.0 585.6 +0.2 9,126 76,939 +1,486
May13 121227 579.2 581.2 576.4 581.2 -1.1 2,511 18,511 -463
Jul13 121227 577.7 577.8 573.3 577.8 -2.9 2,005 11,512 -32
Nov13 121227 535.7 537.6 533.2 537.6 -0.1 435 11,217 +277
Total Volume and Open Interest 26,153 141,027 -5,826
Corn(CBOT)
Mar13 121227 693.25 695.50 689.25 691.50 -1.75 21,068 550,210 -1,296
May13 121227 696.75 698.25 691.75 694.50 -2.00 5,603 185,395 +645
Jul13 121227 693.75 696.00 689.25 692.00 -2.25 3,599 151,226 +224
Sep13 121227 619.00 622.00 614.50 617.50 -2.00 569 40,725 +155
Dec13 121227 599.00 603.25 594.25 596.00 -3.25 1,955 190,488 +105
Mar14 121227 612.50 612.50 604.00 605.75 -3.25 585 6,505 +311
May14 121227 614.00 614.50 611.00 612.75 -3.25 34 1,715 -1
Jul14 121227 617.25 618.50 613.75 615.50 -3.00 26 1,514 +18
Sep14 121227 585.00 585.00 581.00 581.00 -3.00 3 122 +1
Dec14 121227 583.50 586.50 583.50 584.50 +0.50 74 8,548 +4
Total Volume and Open Interest 33,519 1,137,584 +168
Wheat(CBOT)
Mar13 121227 775.25 778.00 764.50 772.25 -2.25 9,187 240,799 +446
May13 121227 785.50 788.00 775.25 782.25 -2.25 3,148 64,643 -150
Jul13 121227 791.50 793.75 783.00 790.00 -1.50 2,234 73,403 +163
Sep13 121227 801.00 805.25 797.00 803.50 -0.75 463 12,365 +242
Dec13 121227 817.75 819.75 811.00 816.50 -0.50 761 50,668 +97
Mar14 121227 828.50 829.25 822.00 827.75 +0.50 14 3,727 +3
Total Volume and Open Interest 15,829 448,550 +807
Wheat(KCBT)
Mar13 121227 826.00 829.50 815.75 823.25 -1.25 1,742 89,245 -402
May13 121227 836.25 839.25 826.00 833.25 -1.25 431 24,320 +38
Jul13 121227 843.25 845.00 833.75 840.50 -1.25 268 30,571 -174
Sep13 121227 854.00 854.00 846.75 853.75 -1.00 185 5,960 +32
Dec13 121227 868.75 868.75 859.00 866.25 -1.50 52 4,717 +22
Mar14 121227 871.75 873.00 868.00 873.00 -1.25 3 300 +1
Total Volume and Open Interest 2,696 155,602 -469
Wheat(MGE)
Mar13 121227 869.00 872.00 857.00 864.75 -4.25 684 25,347 -294
May13 121227 880.00 882.75 868.75 876.50 -4.25 119 8,041 +40
Jul13 121227 889.50 890.25 877.25 884.50 -3.75 20 3,130 -12
Sep13 121227 890.00 890.00 880.00 882.75 -6.50 20 4,254 +1
Dec13 121227 885.00 889.50 884.00 888.25 -5.00 23 2,606 +16
Total Volume and Open Interest 866 43,421 -249
Oats(CBOT)
Mar13 121227 360.50 360.50 351.75 353.00 -7.00 236 8,465 -58
May13 121227 365.50 367.75 360.25 360.50 -7.25 62 1,251 +22
Jul13 121227 361.75 368.75 361.75 361.75 -7.00 0 217 +0
Sep13 121227 351.25 358.25 351.25 351.25 -7.00 0 7 +0
Total Volume and Open Interest 298 10,040 -36
Rough Rice(CBOT)
Jan13 121227 15.15 15.15 14.98 14.99 -0.15 733 4,674 -267
Mar13 121227 15.47 15.52 15.28 15.30 -0.16 699 9,750 +240
May13 121227 15.77 15.77 15.61 15.62 -0.16 137 776 +100
Jul13 121227 15.91 15.96 15.88 15.88 -0.10 0 60 +0
Total Volume and Open Interest 1,578 15,311 +79
Live Cattle(CME)
Dec12 121227 129.400 129.400 128.400 128.850 -0.500 563 5,040 -307
Feb13 121227 133.825 133.850 132.825 133.050 -0.735 6,626 143,252 +119
Apr13 121227 137.380 137.380 136.350 136.880 -0.370 2,514 82,311 +193
Jun13 121227 131.950 131.950 131.035 131.435 -0.390 2,046 58,216 +591
Aug13 121227 131.450 131.535 130.575 131.000 -0.400 1,067 29,023 +487
Oct13 121227 134.630 134.880 134.100 134.485 -0.590 186 8,008 +40
Total Volume and Open Interest 13,082 329,903 +1,136
Feeder Cattle(CME)
Jan13 121227 152.450 152.485 150.785 151.285 -0.790 750 8,069 -186
Mar13 121227 155.100 155.200 153.600 153.750 -1.130 659 12,466 +152
Apr13 121227 156.750 156.880 155.535 155.825 -1.025 24 2,345 +0
May13 121227 158.250 158.250 157.250 157.550 -0.700 45 3,398 +4
Aug13 121227 162.400 162.400 161.325 161.700 -0.800 36 2,765 +11
Sep13 121227 162.500 162.500 162.100 162.500 -0.650 6 458 +0
Oct13 121227 162.350 163.300 162.350 163.300 -0.550 3 283 -1
Total Volume and Open Interest 1,525 29,949 -18
Lean Hogs(CME)
Feb13 121227 87.250 87.350 86.650 87.035 -0.415 11,189 101,026 +536
Apr13 121227 91.400 91.400 90.550 90.950 -0.530 4,531 51,103 +1,783
May13 121227 97.980 98.330 97.600 98.330 -0.420 16 1,607 -6
Jun13 121227 100.430 100.535 99.850 100.150 -0.500 2,840 37,959 +394
Jul13 121227 99.850 99.950 99.385 99.700 -0.185 319 11,990 +14
Aug13 121227 98.800 98.800 98.150 98.535 -0.350 395 16,540 +87
Oct13 121227 87.800 88.100 87.350 87.750 -0.550 323 14,260 +195
Dec13 121227 83.900 84.050 83.480 84.050 -0.050 217 6,386 +70
Total Volume and Open Interest 19,893 243,122 +3,111
Class III Milk(CME)
Dec12 121227 18.55 18.60 18.55 18.56 unch 2 4,166 +2
Jan13 121227 18.10 18.45 18.00 18.12 +0.04 329 3,245 +89
Feb13 121227 18.32 18.68 18.30 18.36 +0.01 148 2,489 -24
Mar13 121227 18.35 18.57 18.29 18.34 -0.01 34 2,143 +3
Apr13 121227 18.40 18.51 18.35 18.41 -0.08 20 1,544 +4
Total Volume and Open Interest 575 20,938 +96
Cocoa(ICE)
Mar13 121227 2273 2289 2250 2255 -8 5,422 84,965 -32
May13 121227 2285 2296 2259 2265 -7 1,070 32,338 +169
Jul13 121227 2291 2304 2268 2273 -7 273 19,167 -84
Sep13 121227 2291 2292 2276 2283 -6 243 16,829 +206
Dec13 121227 2295 2301 2287 2289 -7 192 10,413 +39
Mar14 121227 2304 2306 2293 2293 -9 41 16,025 +40
May14 121227 2309 2311 2298 2298 -10 2 7,489 +0
Total Volume and Open Interest 7,245 189,131 +338
Coffee "C"(ICE)
Mar13 121227 148.00 148.75 146.80 147.90 -0.40 3,768 88,508 -440
May13 121227 150.20 151.25 149.70 150.70 -0.25 658 26,416 +43
Jul13 121227 153.45 153.95 152.40 153.40 -0.25 223 14,142 -7
Sep13 121227 155.90 156.75 155.50 156.25 -0.10 58 5,711 +42
Dec13 121227 159.80 160.25 159.80 160.20 -0.10 12 4,298 +2
Mar14 121227 164.20 164.20 164.20 164.20 -0.05 8 729 +7
Total Volume and Open Interest 4,727 140,711 -353
Orange Juice(ICE)
Jan13 121227 130.60 132.90 129.35 130.30 -0.30 677 3,203 -547
Mar13 121227 132.20 134.25 130.60 131.80 unch 767 17,563 +367
May13 121227 134.10 135.25 132.15 133.00 +0.05 52 3,463 +28
Jul13 121227 133.75 134.40 133.65 134.40 -0.40 19 838 +13
Sep13 121227 135.00 135.75 135.00 135.75 -0.30 2 111 +2
Nov13 121227 135.95 135.95 135.95 135.95 -0.30 0 60 +0
Total Volume and Open Interest 1,517 25,265 -137
Sugar #11(ICE)
Mar13 121227 19.10 19.55 19.02 19.45 +0.40 10,766 335,500 -913
May13 121227 19.23 19.63 19.20 19.58 +0.36 4,405 126,801 -1,448
Jul13 121227 19.42 19.76 19.38 19.74 +0.34 4,122 126,884 +28
Oct13 121227 19.75 20.05 19.70 20.02 +0.30 2,257 75,203 -511
Mar14 121227 20.30 20.58 20.27 20.54 +0.27 1,068 52,619 +489
May14 121227 20.24 20.45 20.24 20.41 +0.24 4 13,598 -2
Jul14 121227 20.32 20.36 20.32 20.32 +0.24 0 6,481 +0
Oct14 121227 20.34 20.38 20.34 20.35 +0.25 0 9,351 +0
Total Volume and Open Interest 22,642 756,985 -2,367
London Cocoa(LCE)
Mar13 121227 1451 1455 1439 1441 -19 992 77,277 +314
May13 121227 1461 1464 1447 1448 -21 584 30,834 -305
Jul13 121227 1470 1473 1457 1459 -19 686 26,196 +124
Sep13 121227 1479 1480 1465 1466 -19 174 25,976 +655
Dec13 121227 1473 1476 1465 1465 -15 68 23,669 +148
Mar14 121227 1475 1476 1459 1463 -13 56 18,243 -337
May14 121227 1477 1477 1468 1468 -13 27 6,139 +0
Total Volume and Open Interest 2,642 210,570 +600
London Sugar(LCE)
Mar13 121227 514.70 523.70 514.30 522.40 +5.90 443 42,147 -631
May13 121227 521.30 528.30 520.60 526.90 +5.70 224 13,831 +104
Aug13 121227 524.70 531.00 524.30 530.00 +5.00 119 9,508 +61
Oct13 121227 528.50 534.80 528.50 532.80 +4.00 16 5,230 +39
Dec13 121227 536.80 541.50 536.50 540.80 +4.00 21 2,096 -32
Total Volume and Open Interest 838 74,126 -359
Cotton(ICE)
Mar13 121227 77.06 77.10 75.42 76.01 -1.05 6,520 121,922 -1,211
May13 121227 77.57 77.59 75.99 76.63 -0.95 802 22,884 +40
Jul13 121227 78.07 78.07 76.61 77.40 -0.71 396 13,940 +171
Oct13 121227 78.70 78.70 78.52 78.52 -0.23 0 5 +0
Dec13 121227 78.80 78.85 77.57 78.49 -0.52 108 7,089 +59
Mar14 121227 79.55 79.55 79.14 79.14 -0.58 0 31 +0
Total Volume and Open Interest 7,826 166,099 -941
Lumber(CME)
Jan13 121227 391.2 392.8 384.8 386.4 -4.1 388 2,154 -106
Mar13 121227 397.9 399.1 391.3 393.2 -1.3 451 6,335 +94
May13 121227 391.0 391.1 384.2 387.7 -2.8 216 1,875 +24
Jul13 121227 379.8 380.7 374.0 374.5 -4.2 40 322 +13
Total Volume and Open Interest 1,097 10,703 +24
Crude Oil(NYM)
Feb13 121227 91.00 91.44 90.05 90.87 -0.11 48,516 298,836 -2,031
Mar13 121227 91.47 91.92 90.55 91.37 -0.12 8,169 165,303 +1,187
Apr13 121227 91.90 92.42 91.08 91.91 -0.10 4,126 64,877 -586
May13 121227 92.33 92.84 91.57 92.39 -0.08 3,355 72,970 +216
Jun13 121227 92.70 93.14 91.97 92.75 -0.06 4,912 131,207 +78
Jul13 121227 93.32 93.36 92.15 92.97 -0.06 2,024 51,316 +211
Aug13 121227 93.34 93.35 92.30 93.04 -0.04 936 25,330 +22
Sep13 121227 93.13 93.32 92.30 93.01 -0.03 814 47,501 -38
Oct13 121227 92.68 93.08 92.20 92.90 -0.04 471 30,712 +121
Nov13 121227 93.01 93.08 92.40 92.80 -0.05 326 31,437 -5
Dec13 121227 92.50 93.06 91.92 92.71 -0.05 2,238 171,501 -364
Jan14 121227 92.61 92.61 92.55 92.55 -0.06 256 30,609 -189
Feb14 121227 92.40 92.40 92.40 92.40 -0.06 162 12,036 +26
Mar14 121227 92.26 92.46 92.05 92.26 -0.06 61 17,014 +2
Apr14 121227 92.13 92.13 92.13 92.13 -0.06 49 9,453 -45
May14 121227 92.02 92.02 92.02 92.02 -0.05 30 10,048 -20
Total Volume and Open Interest 77,204 1,476,652 -1,413
e-miNY Crude Oil(NYM)
Dec12 121115 86.350 86.825 84.700 85.450 -0.875 6,240 9,686 -598
Jan13 121218 87.400 88.175 87.200 87.925 +0.725 5,019 3,241 -443
Feb13 121227 91.025 91.450 90.050 90.875 -0.100 1,160 2,821 +0
Mar13 121227 91.450 91.800 90.550 91.375 -0.125 11 392 +0
Apr13 121227 92.200 92.300 91.900 91.900 -0.100 22 113 +16
May13 121227 92.275 92.400 91.575 92.400 -0.075 0 3 +0
Jun13 121227 92.750 92.750 92.750 92.750 -0.050 0 46 +0
Jul13 121227 92.975 92.975 92.975 92.975 -0.050 0 1 +0
Aug13 121227 93.050 93.050 93.050 93.050 -0.025      
Sep13 121227 93.000 93.000 93.000 93.000 -0.050 0 1 +0
Total Volume and Open Interest 1,193 3,531 +16
Heating Oil(NYM)
Jan13 121227 305.40 308.20 304.69 307.23 +2.10 18,639 23,724 -450
Feb13 121227 304.12 305.75 302.88 304.89 +1.32 22,661 69,866 +1,087
Mar13 121227 301.90 303.46 300.73 302.59 +0.98 6,577 44,025 +576
Apr13 121227 299.34 300.50 298.33 299.89 +0.64 2,831 42,362 -1
May13 121227 301.83 303.15 301.48 302.68 +0.56 1,088 26,908 -4
Jun13 121227 300.46 301.71 299.50 301.00 +0.58 1,905 23,226 +135
Jul13 121227 300.43 300.81 299.02 300.40 +0.57 345 6,193 +41
Aug13 121227 300.40 300.40 298.66 299.90 +0.53 132 3,040 -43
Sep13 121227 299.92 299.92 298.38 299.50 +0.51 140 9,133 +73
Oct13 121227 299.75 299.75 298.24 299.19 +0.50 115 2,491 +2
Nov13 121227 299.00 299.00 298.00 298.87 +0.50 71 2,171 +40
Dec13 121227 298.61 298.99 296.92 298.40 +0.51 150 16,439 -9
Jan14 121227 298.21 298.21 298.21 298.21 +0.52 18 1,784 +4
Feb14 121227 297.51 297.51 297.51 297.51 +0.52 0 168 +0
Total Volume and Open Interest 54,672 272,956 +1,451
Gasoline(NYMEX)
Jan13 121227 281.35 283.92 279.59 282.13 +0.55 14,396 24,629 -2,509
Feb13 121227 278.63 281.23 276.83 278.93 +0.08 19,997 100,695 +345
Mar13 121227 279.51 281.31 277.07 278.91 -0.23 5,234 50,308 +820
Apr13 121227 291.90 294.49 290.12 291.93 -0.19 2,087 31,170 +343
May13 121227 290.97 291.61 289.26 291.05 -0.17 2,156 21,972 +741
Jun13 121227 288.35 289.73 285.81 287.67 -0.14 1,057 17,187 +244
Jul13 121227 284.64 285.58 281.69 283.65 -0.10 304 9,238 +122
Aug13 121227 279.10 279.36 277.90 279.28 -0.08 263 4,116 +205
Sep13 121227 274.65 274.80 273.50 274.80 -0.19 265 7,542 +7
Oct13 121227 260.18 260.97 259.98 260.97 -0.20 101 6,123 +7
Total Volume and Open Interest 46,245 293,239 +486
e-miNY RBOB Gasoline(NYM)
Jan13 121227 282.10 282.13 282.10 282.10 +0.50 0 1 +0
Feb13 121227 278.90 278.93 278.90 278.90 unch      
Mar13 121227 278.90 278.91 278.90 278.90 -0.20      
Apr13 121227 291.90 291.93 291.90 291.90 -0.20      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan13 121227 3.352 3.380 3.317 3.354 -0.038 30,887 21,475 -3,763
Feb13 121227 3.392 3.428 3.356 3.412 -0.013 36,574 195,586 +6,118
Mar13 121227 3.408 3.445 3.376 3.426 -0.014 17,034 264,209 -1,330
Apr13 121227 3.446 3.477 3.415 3.458 -0.016 10,729 138,126 +970
May13 121227 3.493 3.519 3.459 3.501 -0.016 6,844 70,891 +316
Jun13 121227 3.527 3.569 3.510 3.554 -0.014 5,075 23,118 +310
Jul13 121227 3.561 3.610 3.561 3.605 -0.014 3,192 35,661 +432
Aug13 121227 3.596 3.637 3.592 3.632 -0.014 1,827 24,903 -11
Sep13 121227 3.640 3.652 3.601 3.641 -0.015 1,764 22,516 +119
Oct13 121227 3.632 3.677 3.630 3.674 -0.016 7,121 101,418 -24
Nov13 121227 3.752 3.792 3.743 3.782 -0.016 1,520 27,361 -220
Dec13 121227 3.954 3.984 3.935 3.978 -0.017 3,839 30,842 +899
Jan14 121227 4.053 4.080 4.044 4.080 -0.017 3,464 69,906 -25
Feb14 121227 4.050 4.074 4.043 4.074 -0.016 4 5,977 -1
Mar14 121227 3.995 4.031 3.995 4.026 -0.011 394 17,713 -39
Apr14 121227 3.903 3.932 3.900 3.932 -0.012 338 31,813 +25
Total Volume and Open Interest 130,624 1,164,624 +3,779
Brent Crude Oil(ICE)
Feb13 121227 110.78 111.33 110.10 110.80 -0.27 49,454 297,397 -3,691
Mar13 121227 110.01 110.36 109.16 109.83 -0.29 24,242 197,934 +4,120
Apr13 121227 109.21 109.64 108.45 109.13 -0.28 8,317 67,687 +543
May13 121227 108.63 109.07 107.91 108.58 -0.27 3,283 54,644 -563
Jun13 121227 108.09 108.53 107.38 108.06 -0.25 4,685 106,843 -59
Jul13 121227 107.72 107.88 106.86 107.51 -0.23 1,789 35,459 -487
Aug13 121227 107.04 107.30 106.29 106.93 -0.21 1,138 50,773 +241
Sep13 121227 106.49 106.67 105.68 106.30 -0.20 1,928 46,486 +173
Oct13 121227 105.92 106.06 105.11 105.74 -0.17 410 37,645 +159
Nov13 121227 105.23 105.23 105.23 105.23 -0.16 911 28,855 -473
Dec13 121227 104.98 105.15 104.16 104.78 -0.14 2,647 133,642 +758
Jan14 121227 104.40 104.40 104.40 104.40 -0.13 202 23,929 +19
Feb14 121227 104.05 104.05 104.05 104.05 -0.11 136 13,334 +82
Mar14 121227 103.69 103.69 103.69 103.69 -0.11 37 12,131 +0
Total Volume and Open Interest 100,765 1,311,476 +1,056
Gas Oil(ICE)
Jan13 121227 942.00 945.00 937.00 937.50 -3.75 15,576 98,630 -876
Feb13 121227 940.25 945.25 936.75 937.50 -4.25 19,278 91,823 +498
Mar13 121227 940.50 942.50 934.25 935.00 -4.75 5,643 58,296 +1,063
Apr13 121227 936.00 937.50 930.25 930.75 -4.75 2,266 34,491 +330
May13 121227 929.50 932.75 926.00 926.25 -4.50 874 28,525 -129
Jun13 121227 925.00 928.25 921.50 922.00 -4.50 1,670 36,096 +295
Jul13 121227 922.75 925.50 919.75 919.75 -4.50 228 17,371 +5
Aug13 121227 923.50 923.75 918.00 918.00 -4.50 151 14,959 +28
Sep13 121227 921.75 922.00 916.25 916.25 -4.75 294 18,378 -7
Oct13 121227 916.50 916.75 914.50 914.50 -5.00 295 9,321 +111
Total Volume and Open Interest 46,977 512,510 +1,452
Ethanol(CBOT)
Dec12 121205 2.434 2.445 2.425 2.427 +0.003 41 354 -28
Jan13 121227 2.204 2.206 2.200 2.203 -0.003 99 540 -60
Feb13 121227 2.216 2.218 2.211 2.215 -0.003 125 1,405 +42
Mar13 121227 2.231 2.234 2.227 2.231 -0.003 66 1,757 -10
Apr13 121227 2.235 2.238 2.229 2.238 -0.003 12 874 +8
May13 121227 2.223 2.234 2.223 2.226 -0.006 7 823 +0
Jun13 121227 2.220 2.220 2.212 2.213 -0.007 6 912 +1
Jul13 121227 2.192 2.198 2.189 2.192 -0.004 3 1,161 +0
Total Volume and Open Interest 318 8,624 -19
WTI Crude Oil(ICE)
Feb13 121227 90.82 91.44 90.05 90.87 -0.11 7,902 76,376 -694
Mar13 121227 91.32 91.92 90.61 91.37 -0.12 2,558 50,942 +54
Apr13 121227 91.80 92.40 91.12 91.91 -0.10 1,258 20,160 -162
May13 121227 92.65 92.79 91.68 92.39 -0.08 884 17,350 +49
Jun13 121227 93.02 93.14 92.03 92.75 -0.06 1,327 63,692 +106
Jul13 121227 93.26 93.26 92.20 92.97 -0.06 467 11,248 +23
Aug13 121227 93.21 93.21 93.04 93.04 -0.04 202 7,225 +48
Sep13 121227 93.17 93.17 92.72 93.01 -0.03 93 10,851 +7
Oct13 121227 92.88 92.90 92.88 92.90 -0.04 79 9,297 +30
Nov13 121227 92.80 92.80 92.80 92.80 -0.05 73 5,933 +15
Dec13 121227 92.62 92.94 92.16 92.71 -0.05 587 69,526 +57
Jan14 121227 92.55 92.55 92.55 92.55 -0.06 7 6,611 +6
Feb14 121227 92.40 92.40 92.40 92.40 -0.06 2 2,246 +1
Mar14 121227 92.26 92.26 92.26 92.26 -0.06 1 3,743 +1
Apr14 121227 92.13 92.13 92.13 92.13 -0.06 0 2,181 +0
May14 121227 92.02 92.02 92.02 92.02 -0.05 0 2,005 +0
Total Volume and Open Interest 15,582 458,807 -627
US Dollar Index(ICE)
Mar13 121227 79.640 79.890 79.420 79.720 +0.015 8,263 42,750 -863
Jun13 121227 79.815 79.815 79.815 79.815 +0.025 18 555 +2
Sep13 121227 79.955 79.955 79.955 79.955 +0.153 0 3 +0
Total Volume and Open Interest 8,281 43,308 -861
Australian Dollar(CME)
Mar13 121227 103.12 103.28 102.85 103.15 +0.09 32,045 172,941 -5,280
Jun13 121227 102.50 102.50 102.41 102.50 +0.09 34 171 +6
Sep13 121227 101.91 101.91 101.80 101.91 +0.11 0 1 +0
Total Volume and Open Interest 32,079 173,118 -5,274
British Pound(CME)
Mar13 121227 161.35 162.01 160.65 161.06 -0.20 35,338 181,136 -4,352
Jun13 121227 161.58 161.58 161.01 161.01 -0.19 8 81 -1
Sep13 121227 160.97 161.16 160.97 160.97 -0.19 0 1 +0
Total Volume and Open Interest 35,346 181,219 -4,353
Canadian Dollar(CME)
Mar13 121227 100.43 100.75 100.22 100.33 -0.06 21,991 138,371 -3,135
Jun13 121227 100.52 100.52 100.08 100.12 -0.06 47 1,275 +1
Sep13 121227 99.88 99.95 99.88 99.89 -0.06 2 961 -2
Dec13 121227 99.71 99.71 99.64 99.64 -0.06 0 347 +0
Total Volume and Open Interest 22,040 140,965 -3,136
Japanese Yen(CME)
Mar13 121227 117.05 117.07 116.13 116.32 -0.56 38,760 195,395 +3,044
Jun13 121227 116.93 116.97 116.27 116.40 -0.57 28 205 +10
Sep13 121227 116.52 117.09 116.44 116.52 -0.57 3 88 -5
Total Volume and Open Interest 38,791 195,705 +3,049
Swiss Franc(CME)
Mar13 121227 109.67 110.13 109.38 109.63 -0.06 8,474 48,597 +898
Jun13 121227 110.16 110.16 109.84 109.84 -0.07 0 37 +0
Sep13 121227 110.06 110.13 110.06 110.06 -0.07      
Total Volume and Open Interest 8,474 48,634 +898
EuroFX(CME)
Mar13 121227 132.35 132.95 132.13 132.49 +0.17 59,433 201,502 +1,462
Jun13 121227 132.63 133.04 132.28 132.61 +0.18 27 1,043 +5
Sep13 121227 132.75 132.75 132.57 132.75 +0.18 0 26 +0
Total Volume and Open Interest 59,460 202,591 +1,467
Mexican Peso(CME)
Jan13 121227 769.25 769.25 767.50 769.25 +1.75      
Feb13 121227 767.00 767.00 765.25 767.00 +1.75      
Total Volume and Open Interest 21,534 200,460 -7,759
Brazilian Real(CME)
Jan13 121227 486.60 489.75 486.60 488.00 +1.25 0 3,404 +0
Feb13 121227 486.00 487.80 484.55 486.25 +1.60 0 6,778 +0
Mar13 121227 483.25 485.75 483.25 484.20 +1.40 23 2,836 +0
Apr13 121227 482.15 482.15 482.15 482.15 +1.40      
Total Volume and Open Interest 23 41,054 +0
30-Year T-Bonds(CBOT)
Mar13 121227 147~200 148~180 146~300 148~110 +0~280 26,095 539,018 +104
Jun13 121227 146~260 147~000 146~020 146~300 +0~280 0 5 +0
Sep13 121227 146~300 146~300 146~020 146~300 +0~280      
Total Volume and Open Interest 26,095 539,023 +104
10-Year T-Notes(CBOT)
Mar13 121227 132~170 133~005 132~100 132~295 +0~135 74,527 1,600,200 -2,754
Jun13 121227 132~020 132~020 131~205 132~020 +0~135      
Sep13 121227 132~020 132~020 131~205 132~020 +0~135      
Total Volume and Open Interest 74,527 1,600,200 -2,754
5-Year T-Notes(CBOT)
Dec12 121227 124~102 124~170 124~094 124~170 +0~064 13,970 32,715 -1,550
Mar13 121227 124~054 124~130 124~030 124~120 +0~064 80,511 1,507,698 +8,585
Jun13 121227 123~240 123~240 123~174 123~240 +0~064      
Total Volume and Open Interest 94,481 1,540,413 +7,035
2 Year T-Notes(CBOT)
Dec12 121227 110~074 110~080 110~072 110~080 +0~006 18 20,142 -1
Mar13 121227 110~064 110~072 110~062 110~070 +0~006 29,217 1,022,713 +1,189
Jun13 121227 109~234 109~234 109~226 109~234 +0~006      
Total Volume and Open Interest 29,235 1,042,855 +1,188
Eurodollars(CME)
Mar13 121227 99.675 99.690 99.670 99.675 -0.005 43,887 776,490 +2,888
Jun13 121227 99.645 99.660 99.640 99.645 -0.005 70,114 633,168 -8,357
Sep13 121227 99.620 99.635 99.615 99.625 unch 78,061 584,542 -2,025
Dec13 121227 99.595 99.605 99.585 99.600 unch 77,079 691,489 +18,943
Mar14 121227 99.565 99.580 99.550 99.575 +0.010 38,550 617,453 -2,189
Jun14 121227 99.515 99.540 99.500 99.535 +0.015 21,668 547,961 -204
Sep14 121227 99.465 99.490 99.445 99.485 +0.020 19,170 441,152 -627
Dec14 121227 99.400 99.430 99.380 99.425 +0.025 14,855 558,627 -2,452
Mar15 121227 99.340 99.375 99.315 99.370 +0.030 15,121 449,610 -1,835
Jun15 121227 99.265 99.305 99.240 99.300 +0.035 13,024 582,417 -2,557
Sep15 121227 99.180 99.225 99.155 99.220 +0.040 10,851 426,465 -2,873
Dec15 121227 99.070 99.115 99.040 99.115 +0.045 10,605 453,899 -1,084
Mar16 121227 98.945 98.995 98.920 98.995 +0.045 8,540 273,137 +321
Jun16 121227 98.805 98.860 98.775 98.855 +0.050 6,247 178,211 -558
Sep16 121227 98.640 98.710 98.620 98.705 +0.055 5,467 160,893 -1,017
Dec16 121227 98.485 98.545 98.455 98.545 +0.060 4,492 101,455 -152
Mar17 121227 98.335 98.395 98.305 98.395 +0.060 2,512 90,087 +189
Jun17 121227 98.160 98.235 98.145 98.235 +0.065 1,721 62,723 +567
Total Volume and Open Interest 448,661 7,864,799 -1,097
Ultra T-Bond(CBOT)
Dec12 121219 162~01 162~23 161~19 162~23 +1~04 851 10,482 -778
Mar13 121227 162~25 164~06 161~22 163~28 +1~13 4,691 350,241 -179
Jun13 121227 163~28 163~28 162~15 163~28 +1~13      
Total Volume and Open Interest 4,691 350,241 -179
30 Day Federal Funds(CBOT)
Dec12 121227 99.835 99.835 99.832 99.832 unch 0 102,736 +0
Jan13 121227 99.840 99.840 99.830 99.835 -0.005 1,333 49,226 +520
Feb13 121227 99.850 99.855 99.845 99.850 unch 638 28,441 +161
Mar13 121227 99.850 99.855 99.850 99.855 unch 1,162 31,488 +745
Apr13 121227 99.860 99.860 99.855 99.860 unch 338 26,916 +251
May13 121227 99.860 99.865 99.860 99.865 unch 399 28,119 -293
Total Volume and Open Interest 8,143 439,297 +1,042
3-Mth Euro-Yen(CME)
Mar13 121227 99.705 99.705 99.705 99.705 unch      
Jun13 121227 99.770 99.770 99.770 99.770 unch      
Sep13 121227 99.790 99.790 99.790 99.790 unch      
Dec13 121227 99.800 99.800 99.800 99.800 unch      
Mar14 121227 99.800 99.800 99.800 99.800 unch      
Jun14 121227 99.755 99.755 99.755 99.755 unch      
Sep14 121227 99.615 99.615 99.615 99.615 unch      
Dec14 121227 99.800 99.800 99.800 99.800 unch      
Mar15 121227 99.660 99.660 99.660 99.660 unch      
Jun15 121227 99.520 99.520 99.520 99.520 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar13 121227 99.71 99.71 99.71 99.71 unch 0 1,380 +9
Jun13 121227 99.77 99.77 99.77 99.77 unch 0 202 +0
Sep13 121227 99.79 99.79 99.79 99.79 unch 0 120 +0
Dec13 121227 99.80 99.80 99.80 99.80 unch 0 384 +0
Mar14 121227 99.80 99.80 99.80 99.80 unch 0 214 +0
Jun14 121227 99.75 99.75 99.75 99.75 unch      
Sep14 121227 99.61 99.61 99.61 99.61 unch      
Dec14 121227 99.80 99.80 99.80 99.80 unch 0 4 +0
Total Volume and Open Interest 0 2,304 +9
Japanese Gov't Bonds(SGX)
Mar13 121227 143.64 143.72 143.49 143.56 -0.06 752 16,988 -1,338
Jun13 121227 141.46 141.46 141.46 141.46 -0.06      
Sep13 121227 139.37 139.37 139.37 139.37 -0.06      
Total Volume and Open Interest 752 16,988 -1,338
Euro-Bund(EUREX)
Mar13 121227 144.78 145.63 144.62 145.54 +0.77 425,826 842,332 +7,679
Jun13 121227 142.90 143.70 142.90 143.67 +0.77 0 192 -5
Sep13 121227 143.67 143.67 143.67 143.67 +0.77      
Total Volume and Open Interest 425,826 842,524 +7,674
Euro-Bobl(EUREX)
Mar13 121227 127.36 127.79 127.30 127.67 +0.25 269,534 752,683 +3,575
Jun13 121227 125.92 125.95 125.92 125.95 +0.25 24 146 +0
Sep13 121227 125.95 125.95 125.95 125.95 +0.25      
Total Volume and Open Interest 269,558 752,829 +3,575
3-Mth Euribor(EUREX)
Dec12 121217 99.815 99.815 99.815 99.815 unch 0 2,454 +0
Mar13 121227 99.820 99.820 99.815 99.820 -0.010 4 2,952 -15
Jun13 121227 99.810 99.815 99.810 99.815 -0.025 0 1,004 +0
Total Volume and Open Interest 24 6,955 +5
Long Gilt(LIFFE)
Dec12 121227 118~29 118~29 118~27 118~27 -0~04 15 14,297 -4,162
Mar13 121227 118~04 119~01 118~02 119~00 +0~25 5,114 328,868 +3,584
Total Volume and Open Interest 5,129 343,165 -578
3-Mth Short Sterling(LIFFE)
Mar13 121227 99.45 99.47 99.44 99.46 +0.01 18,181 314,863 -5,401
Jun13 121227 99.44 99.46 99.43 99.45 +0.01 7,614 273,268 -2,192
Sep13 121227 99.42 99.45 99.41 99.44 +0.01 5,741 272,823 -27
Dec13 121227 99.40 99.44 99.38 99.42 +0.01 2,818 258,142 -3,207
Mar14 121227 99.40 99.42 99.36 99.40 +0.01 3,199 260,110 -3,196
Jun14 121227 99.34 99.39 99.32 99.36 +0.01 3,371 178,170 -211
Total Volume and Open Interest 50,306 2,241,161 -20,076
3-Mth Euribor(LIFFE)
Mar13 121227 99.815 99.830 99.720 99.820 +0.005 13,184 503,028 -1,691
Jun13 121227 99.815 99.830 99.720 99.815 unch 13,623 529,345 -2,326
Sep13 121227 99.790 99.805 99.695 99.785 -0.005 7,825 417,858 -351
Total Volume and Open Interest 64,090 3,751,695 -11,423
3-Mth Aus T-Bills(SFE)
Mar13 121227 97.17 97.19 97.16 97.18 +0.03 7,574 207,398 +1,398
Jun13 121227 97.29 97.32 97.28 97.31 +0.04 5,382 168,071 +1,563
Sep13 121227 97.29 97.32 97.29 97.32 +0.04 2,415 108,869 +36
Dec13 121227 97.24 97.26 97.23 97.25 +0.03 2,203 88,993 +1,231
Mar14 121227 97.14 97.16 97.14 97.16 +0.03 374 51,772 -29
Jun14 121227 97.05 97.07 97.05 97.06 +0.03 320 30,003 -76
Sep14 121227 96.96 96.97 96.95 96.97 +0.04 413 18,322 +101
Dec14 121227 96.88 96.88 96.88 96.88 +0.03 184 6,177 -76
Mar15 121227 96.78 96.78 96.78 96.78 +0.03 10 631 -3
Jun15 121227 96.70 96.70 96.70 96.70 +0.03 0 365 -3
Total Volume and Open Interest 18,875 680,787 +4,142
10-Year Aus T-Bonds(SFE)
Mar13 121227 96.72 96.73 96.66 96.67 -0.01 12,082 394,531 -9,812
Jun13 121227 96.67 96.67 96.67 96.67 -0.01      
Total Volume and Open Interest 12,082 394,531 -9,812
3-Year Aus T-Bonds(SFE)
Mar13 121227 97.28 97.30 97.24 97.27 unch 23,946 427,251 -17,522
Jun13 121227 97.27 97.27 97.27 97.27 unch      
Total Volume and Open Interest 23,946 427,251 -17,522
Gold(CMX)
Dec12 121227 1656.2 1662.6 1656.2 1662.6 +2.8 73 102 -89
Feb13 121227 1659.8 1666.1 1653.1 1663.7 +3.0 44,006 256,004 -880
Apr13 121227 1660.3 1668.3 1655.5 1665.9 +3.0 1,421 46,780 +236
Jun13 121227 1662.0 1669.6 1658.0 1667.9 +3.1 1,141 30,342 +150
Aug13 121227 1664.1 1669.9 1662.0 1669.8 +3.1 1,218 17,997 +759
Oct13 121227 1666.8 1671.8 1666.8 1671.8 +3.2 213 11,385 +264
Dec13 121227 1666.5 1675.2 1666.0 1673.8 +3.2 947 23,423 +548
Feb14 121227 1667.5 1677.2 1667.5 1675.9 +3.3 46 3,017 +3
Apr14 121227 1678.2 1678.2 1678.2 1678.2 +3.3 0 3,516 +0
Jun14 121227 1680.6 1680.6 1680.6 1680.6 +3.2 0 8,930 +0
Aug14 121227 1683.1 1683.1 1683.1 1683.1 +3.2 0 93 +0
Oct14 121227 1685.6 1685.6 1685.6 1685.6 +3.2      
Total Volume and Open Interest 49,510 426,300 +1,050
Silver(CMX)
Dec12 121227 2995.0 3018.4 2995.0 3018.4 +20.1 7 467 -101
Mar13 121227 3005.0 3053.0 2971.5 3024.0 +20.5 13,072 78,902 +92
May13 121227 3020.0 3053.0 2995.5 3029.1 +20.6 457 9,146 +46
Jul13 121227 3034.5 3034.5 3028.0 3033.5 +20.7 160 7,116 +69
Sep13 121227 3041.5 3041.5 3037.3 3037.3 +20.8 87 4,990 +60
Dec13 121227 3008.0 3067.0 3000.0 3042.5 +20.9 102 19,194 -4
Mar14 121227 3045.6 3045.6 3045.6 3045.6 +20.8 23 1,689 -22
Total Volume and Open Interest 14,127 140,751 +134
Platinum(NYMEX)
Jan13 121227 1536.8 1547.5 1528.6 1531.8 -3.1 6,435 16,303 -3,274
Apr13 121227 1541.0 1551.5 1532.4 1536.0 -3.0 5,161 45,383 +2,903
Jul13 121227 1538.0 1541.7 1535.8 1539.2 -3.7 42 727 +26
Oct13 121227 1542.7 1542.7 1542.7 1542.7 -3.7 0 46 +0
Total Volume and Open Interest 11,640 62,466 -343
Palladium(NYMEX)
Mar13 121227 692.40 710.00 689.35 708.50 +16.10 542 26,148 -25
Jun13 121227 703.45 710.50 703.45 709.75 +16.10 2 154 +2
Sep13 121227 709.95 709.95 709.95 709.95 +16.10      
Total Volume and Open Interest 545 26,325 -25
Copper(CMX)
Dec12 121226 356.45 360.20 356.45 358.30 +4.90 297 702 -329
Mar13 121227 359.45 361.20 358.95 360.10 +0.35 14,265 100,361 +687
May13 121227 360.55 362.20 360.55 361.15 +0.30 567 20,132 -242
Jul13 121227 362.25 362.65 361.50 362.10 +0.25 425 9,783 +106
Sep13 121227 363.00 363.00 362.90 362.90 +0.25 108 4,346 -23
Total Volume and Open Interest 15,763 148,449 +446
DJIA Index(CBOT)
Mar13 121227 13043 13070 12895 13003 -45 46 8,448 +6
Jun13 121227 12922 12976 12922 12922 -54      
Sep13 121227 12843 12897 12843 12843 -54      
Dec13 121227 12788 12842 12788 12788 -54      
Total Volume and Open Interest 46 8,448 +6
E-mini DJIA Index(CBOT)
Dec12 121221 13312 13313 13021 13249 -73 34,263 46,878 -1,127
Mar13 121227 13050 13079 12894 13003 -45 22,366 96,020 -208
Jun13 121227 12970 12970 12822 12922 -54 4 86 +1
Sep13 121227 12843 12843 12843 12843 -54      
Total Volume and Open Interest 22,370 96,106 -207
S & P 500(CME)
Mar13 121227 1413.10 1418.00 1410.70 1410.70 -2.80 2,775 170,884 -22
Jun13 121227 1403.80 1410.60 1391.10 1403.80 -2.80 0 5,047 +0
Sep13 121227 1397.40 1403.90 1384.40 1397.40 -2.50 0 175 +0
Dec13 121227 1390.40 1396.90 1377.40 1390.40 -2.50      
Total Volume and Open Interest 2,775 176,106 -22
S & P 500 E-Mini(Globex)
Mar13 121227 1413.25 1418.50 1396.00 1410.75 -2.75 318,126 2,755,660 +9,858
Jun13 121227 1405.75 1410.75 1389.75 1403.75 -2.75 537 8,026 +438
Total Volume and Open Interest 318,670 2,763,921 +10,301
NASDAQ 100(CME)
Mar13 121227 2629.50 2637.30 2594.00 2622.50 -6.00 457 4,117 +126
Jun13 121227 2615.30 2623.00 2615.30 2615.30 -7.70      
Sep13 121227 2609.80 2617.50 2609.80 2609.80 -7.70      
Total Volume and Open Interest 457 4,117 +122
NASDAQ 100 E-Mini(Globex)
Mar13 121227 2631.80 2637.80 2593.50 2622.50 -6.00 40,306 293,932 -1,672
Jun13 121227 2627.00 2627.00 2591.00 2615.30 -7.70 53 157 -13
Total Volume and Open Interest 40,389 294,127 -1,655
S & P Midcap 400(CME)
Mar13 121227 1010.00 1011.00 999.00 1006.40 -1.30 5 347 +3
Jun13 121227 1004.30 1005.60 1004.30 1004.30 -1.30      
Sep13 121227 1002.30 1003.60 1002.30 1002.30 -1.30      
Total Volume and Open Interest 5 347 +3
Volatility Index(CBOE)
Dec12 121219 16.69 16.69 16.69 16.69 +1.14 48,337 55,112 -16,566
Jan13 121227 19.30 20.65 19.05 19.09 -0.40 22,490 0 +0
Feb13 121227 19.30 20.60 19.30 19.40 -0.15 15,902 54,004 -2,199
Mar13 121227 20.00 20.95 19.92 20.10 -0.10 4,017 0 +0
Total Volume and Open Interest 52,663 318,607 -3,423
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar13 121227 10350 10460 10335 10435 +80 1,150 52,474 +421
Jun13 121227 10390 10390 10390 10390 +80 0 58 -6
Total Volume and Open Interest 1,150 52,532 +415
Nikkei 225(SGX)
Mar13 121227 10260 10395 10255 10365 +100 40,063 250,166 -3,258
Jun13 121227 10325 10325 10250 10290 +100 7 1,802 +50
Sep13 121227 10280 10280 10280 10280 +95      
Total Volume and Open Interest 40,793 275,018 -3,084
CAC 40(EURONEXT)
Jan13 121227 3657.0 3688.5 3657.0 3677.0 +20.0 10,454 328,793 +23,750
Feb13 121227 3665.5 3686.0 3660.0 3677.0 +20.0 83 7,215 +120
Mar13 121227 3660.5 3689.0 3660.5 3678.0 +20.5 66 22,189 +557
Total Volume and Open Interest 10,603 358,230 -90,767
Hang Seng Index(HKFE)
Dec12 121227 22690 22800 22629 22666 +110 112,272 89,857 -16,522
Jan13 121227 22794 22820 22662 22710 +133 59,664 90,119 +44,164
Total Volume and Open Interest 172,392 187,763 +27,812
DAX(EUREX)
Dec12 121221 7610.0 7650.0 7596.0 7629.0 -42.5 186,180 83,549 -26,248
Mar13 121227 7631.5 7685.5 7630.0 7657.5 +4.0 78,334 146,942 +8,282
Jun13 121227 7641.5 7693.5 7641.5 7667.5 +4.5 9,382 8,854 +640
Total Volume and Open Interest 209,664 223,753 -6,670
FT-SE 100(EURONEXT)
Mar13 121227 5905.50 5963.50 5904.00 5917.00 +2.50 7,303 614,530 +1,762
Jun13 121227 5865.00 5865.00 5852.50 5852.50 +2.50 10 238 +35
Sep13 121227 5805.00 5805.00 5805.00 5805.00 +2.50 0 80 +0
Total Volume and Open Interest 7,313 614,848 -67,925
SPI 200(SFE)
Mar13 121227 4593.0 4634.0 4593.0 4628.0 +15.0 10,439 247,821 -1,509
Jun13 121227 4625.0 4625.0 4625.0 4625.0 +16.0 0 3,066 +0
Sep13 121227 4586.0 4586.0 4586.0 4586.0 +16.0 0 1,517 +0
Total Volume and Open Interest 10,471 254,739 -1,519
FTSE MIB(ISE)
Mar13 121227 16350.00 16535.00 16345.00 16430.00 +78.00 14,031 38,810 +2,903
Jun13 121227 16210.00 16240.00 16155.00 16155.00 +70.00 20 47 +18
Total Volume and Open Interest 36,592 52,939 +791
KOSPI 200(KFE)
Mar13 121227 264.45 264.55 264.30 264.35 +0.75 113,657 110,718 +899
Jun13 121227 265.05 266.15 263.85 265.85 +1.05 34 1,331 +1
Sep13 121227 265.05 267.10 265.05 267.10 +0.10 0 16 +1
Total Volume and Open Interest 113,691 112,117 +901
GSCI(CME)
Jan13 121227 647.00 647.00 643.75 645.75 -0.25 5 9,786 +3
Feb13 121227 648.50 648.50 645.00 647.00 -0.50 0 1 +0
Mar13 121227 649.00 650.00 647.00 649.00 unch      
Total Volume and Open Interest 5 9,787 +3
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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