|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue November 15, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
111115 |
1178.25 |
1206.25 |
1178.25 |
1200.25 |
+22.00 |
63,947 |
240,549 |
-2,762 |
Mar12 |
111115 |
1188.50 |
1216.00 |
1188.50 |
1210.25 |
+21.50 |
18,711 |
85,983 |
+929 |
May12 |
111115 |
1199.75 |
1225.75 |
1199.75 |
1219.75 |
+20.75 |
14,903 |
78,898 |
+2,787 |
Jul12 |
111115 |
1209.25 |
1233.75 |
1209.00 |
1228.25 |
+20.50 |
10,758 |
56,796 |
+566 |
Aug12 |
111115 |
1216.50 |
1229.50 |
1204.25 |
1224.50 |
+20.25 |
60 |
605 |
-18 |
Sep12 |
111115 |
1220.00 |
1220.00 |
1196.50 |
1215.50 |
+19.00 |
10 |
418 |
+0 |
Nov12 |
111115 |
1193.00 |
1216.00 |
1193.00 |
1211.25 |
+18.25 |
3,900 |
49,575 |
+213 |
Total Volume and Open Interest |
113,824 |
526,394 |
+1,183 |
Soybean Meal(CBOT) |
Dec11 |
111115 |
299.00 |
305.10 |
299.00 |
301.40 |
+2.20 |
36,862 |
66,299 |
-3,042 |
Jan12 |
111115 |
301.30 |
306.90 |
301.30 |
303.20 |
+1.90 |
18,122 |
40,945 |
+2,456 |
Mar12 |
111115 |
304.80 |
309.90 |
304.80 |
306.30 |
+1.90 |
7,655 |
30,665 |
+1,050 |
May12 |
111115 |
308.10 |
313.00 |
308.00 |
309.40 |
+1.90 |
3,710 |
25,439 |
+543 |
Jul12 |
111115 |
311.90 |
316.90 |
311.70 |
313.30 |
+2.10 |
3,975 |
19,369 |
+313 |
Aug12 |
111115 |
315.80 |
317.20 |
311.90 |
314.00 |
+2.10 |
228 |
3,834 |
-1 |
Sep12 |
111115 |
315.80 |
317.30 |
311.30 |
313.40 |
+2.10 |
189 |
4,231 |
+88 |
Oct12 |
111115 |
312.30 |
313.60 |
307.30 |
309.40 |
+2.10 |
272 |
2,801 |
+47 |
Total Volume and Open Interest |
72,230 |
209,275 |
+1,959 |
Soybean Oil(CBOT) |
Dec11 |
111115 |
51.22 |
52.65 |
51.12 |
52.60 |
+1.38 |
32,045 |
89,133 |
-3,148 |
Jan12 |
111115 |
51.41 |
52.90 |
51.33 |
52.84 |
+1.41 |
12,027 |
74,332 |
-475 |
Mar12 |
111115 |
51.75 |
53.20 |
51.70 |
53.20 |
+1.44 |
7,327 |
51,721 |
+935 |
May12 |
111115 |
52.13 |
53.53 |
52.08 |
53.53 |
+1.41 |
3,782 |
35,412 |
+1,277 |
Jul12 |
111115 |
52.41 |
53.83 |
52.41 |
53.83 |
+1.39 |
2,060 |
24,387 |
+111 |
Aug12 |
111115 |
53.00 |
53.89 |
53.00 |
53.89 |
+1.37 |
39 |
3,427 |
-2 |
Sep12 |
111115 |
53.15 |
53.90 |
53.05 |
53.90 |
+1.32 |
41 |
3,593 |
+5 |
Oct12 |
111115 |
52.69 |
53.74 |
52.69 |
53.74 |
+1.24 |
211 |
3,801 |
+24 |
Total Volume and Open Interest |
58,296 |
299,334 |
-1,079 |
Canola(WCE) |
Nov11 |
111114 |
517.9 |
517.9 |
517.9 |
517.9 |
+4.4 |
|
|
|
Jan12 |
111115 |
519.0 |
531.5 |
519.0 |
529.0 |
+9.1 |
15,318 |
107,753 |
+492 |
Mar12 |
111115 |
531.1 |
538.6 |
531.0 |
536.0 |
+9.0 |
2,601 |
26,836 |
+798 |
May12 |
111115 |
534.0 |
542.7 |
534.0 |
540.0 |
+8.6 |
1,147 |
14,568 |
+246 |
Jul12 |
111115 |
537.3 |
547.5 |
537.3 |
545.6 |
+8.2 |
1,105 |
7,367 |
+503 |
Total Volume and Open Interest |
20,963 |
170,096 |
+2,478 |
Corn(CBOT) |
Dec11 |
111115 |
633.50 |
645.75 |
631.25 |
645.50 |
+12.00 |
192,167 |
385,165 |
-6,378 |
Mar12 |
111115 |
643.00 |
655.25 |
640.75 |
654.75 |
+11.50 |
113,801 |
430,013 |
+8,393 |
May12 |
111115 |
649.25 |
661.25 |
646.75 |
660.50 |
+11.25 |
32,820 |
126,075 |
+6,578 |
Jul12 |
111115 |
651.50 |
663.25 |
649.75 |
663.00 |
+11.75 |
22,095 |
131,811 |
-3,550 |
Sep12 |
111115 |
602.00 |
609.00 |
600.00 |
608.50 |
+8.50 |
2,166 |
32,846 |
-74 |
Dec12 |
111115 |
575.00 |
583.75 |
573.00 |
583.50 |
+10.50 |
17,906 |
160,666 |
-532 |
Total Volume and Open Interest |
381,678 |
1,315,639 |
+4,847 |
Wheat(CBOT) |
Dec11 |
111115 |
615.75 |
634.25 |
612.25 |
632.75 |
+17.00 |
59,681 |
117,807 |
-6,216 |
Mar12 |
111115 |
639.00 |
650.50 |
635.00 |
647.75 |
+9.50 |
42,945 |
138,277 |
+6,088 |
May12 |
111115 |
659.75 |
667.75 |
653.50 |
664.00 |
+6.50 |
11,713 |
54,927 |
+2,367 |
Jul12 |
111115 |
672.50 |
681.75 |
668.00 |
678.50 |
+6.00 |
7,483 |
66,223 |
+860 |
Sep12 |
111115 |
693.25 |
703.50 |
690.00 |
701.00 |
+6.00 |
415 |
11,973 |
+118 |
Total Volume and Open Interest |
124,934 |
432,689 |
+3,502 |
Wheat(KCBT) |
Dec11 |
111115 |
693.00 |
705.50 |
690.50 |
705.00 |
+13.00 |
10,293 |
39,285 |
-1,246 |
Mar12 |
111115 |
704.00 |
715.50 |
701.50 |
715.25 |
+11.75 |
9,355 |
62,209 |
+2,825 |
May12 |
111115 |
714.25 |
724.00 |
710.50 |
723.75 |
+11.25 |
2,747 |
12,031 |
+886 |
Jul12 |
111115 |
722.50 |
732.00 |
719.00 |
732.00 |
+10.50 |
1,655 |
34,897 |
-9 |
Sep12 |
111115 |
735.75 |
747.00 |
734.00 |
747.00 |
+11.50 |
86 |
3,674 |
+5 |
Total Volume and Open Interest |
24,262 |
156,523 |
+2,471 |
Wheat(MGE) |
Dec11 |
111115 |
932.50 |
937.25 |
928.25 |
931.25 |
+3.75 |
1,178 |
8,461 |
-380 |
Mar12 |
111115 |
875.00 |
885.00 |
874.00 |
882.25 |
+7.00 |
2,265 |
18,630 |
-132 |
May12 |
111115 |
850.50 |
858.75 |
849.50 |
854.00 |
+5.00 |
267 |
6,139 |
+76 |
Jul12 |
111115 |
832.50 |
841.50 |
832.50 |
837.00 |
+5.25 |
146 |
8,022 |
-28 |
Sep12 |
111115 |
811.25 |
819.00 |
811.25 |
814.50 |
+3.50 |
105 |
3,257 |
+8 |
Total Volume and Open Interest |
4,102 |
47,582 |
-446 |
Oats(CBOT) |
Dec11 |
111115 |
318.50 |
322.50 |
316.75 |
322.00 |
+3.00 |
670 |
6,605 |
-67 |
Mar12 |
111115 |
324.50 |
327.50 |
321.50 |
327.00 |
+2.00 |
475 |
9,659 |
+150 |
May12 |
111115 |
329.00 |
333.00 |
329.00 |
333.00 |
+2.00 |
12 |
1,243 |
+1 |
Jul12 |
111115 |
335.00 |
339.00 |
335.00 |
339.00 |
+2.00 |
0 |
25 |
+0 |
Total Volume and Open Interest |
1,157 |
17,654 |
+84 |
Rough Rice(CBOT) |
Nov11 |
111114 |
15.05 |
15.05 |
15.01 |
15.05 |
+0.05 |
4 |
14 |
-23 |
Jan12 |
111115 |
15.23 |
15.23 |
15.11 |
15.23 |
+0.01 |
633 |
11,376 |
-10 |
Mar12 |
111115 |
15.51 |
15.52 |
15.45 |
15.52 |
unch |
137 |
4,397 |
+46 |
May12 |
111115 |
15.81 |
15.82 |
15.78 |
15.81 |
unch |
216 |
570 |
-132 |
Total Volume and Open Interest |
1,220 |
17,104 |
+41 |
Live Cattle(CME) |
Dec11 |
111115 |
120.600 |
122.000 |
119.900 |
121.730 |
+1.630 |
26,194 |
78,497 |
-7,112 |
Feb12 |
111115 |
122.680 |
124.450 |
122.135 |
124.050 |
+1.820 |
22,013 |
117,795 |
+6,474 |
Apr12 |
111115 |
126.785 |
128.450 |
126.450 |
128.250 |
+1.770 |
9,002 |
81,294 |
+1,441 |
Jun12 |
111115 |
125.600 |
127.250 |
125.550 |
127.200 |
+1.600 |
5,063 |
37,305 |
+658 |
Aug12 |
111115 |
125.580 |
127.500 |
125.580 |
127.450 |
+1.850 |
847 |
7,699 |
+51 |
Oct12 |
111115 |
128.075 |
129.650 |
127.850 |
129.600 |
+1.800 |
411 |
4,449 |
+94 |
Total Volume and Open Interest |
63,897 |
329,461 |
+1,938 |
Feeder Cattle(CME) |
Nov11 |
111115 |
142.685 |
143.500 |
142.685 |
143.500 |
+0.965 |
868 |
3,643 |
-338 |
Jan12 |
111115 |
145.900 |
148.500 |
145.900 |
148.380 |
+2.580 |
1,917 |
15,885 |
+24 |
Mar12 |
111115 |
147.235 |
149.485 |
147.150 |
149.400 |
+2.465 |
675 |
5,967 |
-60 |
Apr12 |
111115 |
148.350 |
150.400 |
148.350 |
150.400 |
+2.400 |
366 |
2,152 |
-3 |
May12 |
111115 |
148.935 |
150.900 |
148.935 |
150.850 |
+2.400 |
260 |
2,551 |
-44 |
Aug12 |
111115 |
149.950 |
152.100 |
149.950 |
152.075 |
+2.225 |
258 |
2,648 |
+144 |
Sep12 |
111115 |
150.150 |
152.500 |
150.150 |
152.500 |
+2.400 |
27 |
283 |
+8 |
Total Volume and Open Interest |
4,379 |
33,172 |
-265 |
Lean Hogs(CME) |
Dec11 |
111115 |
87.000 |
87.285 |
85.500 |
86.450 |
-0.130 |
19,671 |
49,049 |
-3,999 |
Feb12 |
111115 |
89.250 |
89.850 |
88.230 |
89.800 |
+0.900 |
18,353 |
78,903 |
+3,081 |
Apr12 |
111115 |
91.930 |
92.580 |
91.230 |
92.450 |
+0.870 |
6,336 |
58,399 |
+1,490 |
May12 |
111115 |
96.550 |
98.150 |
96.550 |
98.150 |
+0.950 |
34 |
1,960 |
+20 |
Jun12 |
111115 |
98.730 |
99.800 |
97.980 |
99.700 |
+1.120 |
4,040 |
33,923 |
+455 |
Jul12 |
111115 |
97.250 |
98.700 |
96.950 |
98.650 |
+1.000 |
658 |
8,808 |
+61 |
Aug12 |
111115 |
97.135 |
97.700 |
96.400 |
97.650 |
+0.720 |
852 |
11,272 |
+177 |
Oct12 |
111115 |
86.500 |
86.850 |
85.900 |
86.550 |
+0.100 |
554 |
5,131 |
+197 |
Total Volume and Open Interest |
50,635 |
249,308 |
+1,501 |
Class III Milk(CME) |
Nov11 |
111115 |
19.14 |
19.17 |
19.10 |
19.16 |
+0.03 |
213 |
5,452 |
+121 |
Dec11 |
111115 |
19.27 |
19.78 |
19.24 |
19.54 |
+0.22 |
477 |
6,151 |
+40 |
Jan12 |
111115 |
17.68 |
17.96 |
17.63 |
17.93 |
+0.20 |
139 |
3,426 |
+30 |
Feb12 |
111115 |
16.90 |
17.00 |
16.88 |
16.99 |
+0.08 |
50 |
2,599 |
+18 |
Mar12 |
111115 |
16.59 |
16.61 |
16.58 |
16.61 |
+0.04 |
27 |
2,263 |
+14 |
Total Volume and Open Interest |
1,000 |
30,841 |
+251 |
Cocoa(ICE) |
Dec11 |
111115 |
2442 |
2448 |
2227 |
2253 |
-191 |
9,094 |
8,754 |
-5,066 |
Mar12 |
111115 |
2567 |
2580 |
2520 |
2537 |
-18 |
14,532 |
81,347 |
+1,596 |
May12 |
111115 |
2561 |
2593 |
2535 |
2550 |
-18 |
2,236 |
28,834 |
+733 |
Jul12 |
111115 |
2572 |
2603 |
2548 |
2562 |
-21 |
1,204 |
13,646 |
+584 |
Sep12 |
111115 |
2581 |
2610 |
2565 |
2574 |
-21 |
284 |
11,963 |
-30 |
Dec12 |
111115 |
2580 |
2624 |
2578 |
2586 |
-21 |
170 |
12,524 |
+81 |
Mar13 |
111115 |
2603 |
2627 |
2598 |
2598 |
-21 |
223 |
3,478 |
+160 |
Total Volume and Open Interest |
27,770 |
163,147 |
-1,942 |
Coffee "C"(ICE) |
Dec11 |
111115 |
233.15 |
240.00 |
230.40 |
239.50 |
+8.55 |
21,170 |
22,313 |
-14,330 |
Mar12 |
111115 |
235.45 |
243.30 |
233.60 |
242.70 |
+8.55 |
10,028 |
48,789 |
+1,678 |
May12 |
111115 |
236.50 |
245.30 |
235.95 |
244.85 |
+8.55 |
1,691 |
18,456 |
+136 |
Jul12 |
111115 |
238.25 |
247.15 |
238.25 |
246.70 |
+8.55 |
716 |
5,521 |
+313 |
Sep12 |
111115 |
239.25 |
247.75 |
239.10 |
247.25 |
+8.40 |
204 |
5,288 |
-2 |
Dec12 |
111115 |
239.45 |
248.25 |
239.45 |
247.80 |
+8.40 |
3,672 |
6,262 |
+3,487 |
Total Volume and Open Interest |
37,510 |
107,701 |
-8,731 |
Orange Juice(ICE) |
Jan12 |
111115 |
168.00 |
169.75 |
167.15 |
169.00 |
+0.95 |
1,081 |
19,265 |
-536 |
Mar12 |
111115 |
164.35 |
165.95 |
163.75 |
165.50 |
+1.15 |
461 |
4,988 |
+304 |
May12 |
111115 |
163.40 |
164.95 |
163.40 |
164.75 |
+1.15 |
33 |
1,655 |
-1 |
Jul12 |
111115 |
165.65 |
165.65 |
165.30 |
165.30 |
+1.15 |
52 |
376 |
+47 |
Sep12 |
111115 |
164.70 |
164.70 |
164.70 |
164.70 |
+1.15 |
0 |
53 |
+0 |
Nov12 |
111115 |
164.40 |
164.40 |
164.40 |
164.40 |
+1.15 |
0 |
8 |
+0 |
Total Volume and Open Interest |
1,627 |
26,351 |
-186 |
Sugar #11(ICE) |
Mar12 |
111115 |
24.90 |
25.00 |
24.50 |
24.81 |
+0.06 |
42,605 |
219,018 |
-3,359 |
May12 |
111115 |
24.37 |
24.37 |
23.90 |
24.16 |
+0.03 |
12,667 |
79,880 |
+267 |
Jul12 |
111115 |
23.98 |
23.98 |
23.51 |
23.75 |
-0.04 |
8,324 |
80,424 |
+1,241 |
Oct12 |
111115 |
23.79 |
23.79 |
23.42 |
23.65 |
-0.04 |
3,182 |
45,356 |
+619 |
Mar13 |
111115 |
23.96 |
24.07 |
23.74 |
23.97 |
+0.02 |
1,271 |
30,820 |
-48 |
Total Volume and Open Interest |
68,780 |
489,646 |
-1,094 |
London Cocoa(LCE) |
Dec11 |
111115 |
1575 |
1580 |
1552 |
1579 |
+3 |
5,717 |
74,340 |
-1,230 |
Mar12 |
111115 |
1601 |
1611 |
1579 |
1610 |
+11 |
8,673 |
58,235 |
+1,499 |
May12 |
111115 |
1610 |
1625 |
1594 |
1625 |
+11 |
1,647 |
18,523 |
+29 |
Jul12 |
111115 |
1629 |
1642 |
1609 |
1641 |
+12 |
1,057 |
20,210 |
+81 |
Sep12 |
111115 |
1644 |
1652 |
1623 |
1652 |
+11 |
817 |
15,178 |
-167 |
Dec12 |
111115 |
1651 |
1662 |
1630 |
1662 |
+8 |
340 |
12,313 |
-43 |
Mar13 |
111115 |
1678 |
1678 |
1678 |
1678 |
+11 |
28 |
3,020 |
-4 |
Total Volume and Open Interest |
18,283 |
202,726 |
+165 |
London Sugar(LCE) |
Mar12 |
111115 |
638.30 |
641.90 |
632.00 |
640.90 |
+1.40 |
4,945 |
22,232 |
+403 |
May12 |
111115 |
628.70 |
631.00 |
622.30 |
629.70 |
+0.90 |
393 |
7,338 |
-41 |
Aug12 |
111115 |
621.30 |
623.20 |
614.30 |
621.80 |
+0.20 |
287 |
5,320 |
+183 |
Oct12 |
111115 |
618.90 |
619.40 |
613.20 |
619.00 |
+1.30 |
94 |
2,767 |
+47 |
Dec12 |
111115 |
626.40 |
626.40 |
618.00 |
622.00 |
-0.30 |
9 |
1,005 |
+0 |
Total Volume and Open Interest |
12,658 |
46,629 |
-1,902 |
Cotton(ICE) |
Dec11 |
111115 |
100.11 |
104.69 |
100.11 |
102.66 |
+1.87 |
19,615 |
33,825 |
-19,318 |
Mar12 |
111115 |
96.65 |
100.62 |
96.57 |
100.62 |
+4.00 |
11,119 |
74,271 |
+2,188 |
May12 |
111115 |
97.33 |
100.67 |
97.21 |
100.57 |
+3.34 |
1,686 |
14,113 |
+390 |
Jul12 |
111115 |
97.34 |
100.03 |
97.30 |
100.03 |
+2.73 |
867 |
15,421 |
+97 |
Oct12 |
111115 |
99.51 |
99.51 |
99.51 |
99.51 |
+1.37 |
0 |
82 |
+0 |
Dec12 |
111115 |
95.50 |
96.51 |
95.10 |
96.51 |
+1.15 |
52 |
6,391 |
+19 |
Total Volume and Open Interest |
33,364 |
145,304 |
-16,613 |
Lumber(CME) |
Nov11 |
111115 |
221.0 |
221.0 |
214.0 |
219.6 |
+2.1 |
128 |
273 |
-85 |
Jan12 |
111115 |
226.8 |
228.4 |
225.2 |
227.8 |
+1.0 |
609 |
6,985 |
-46 |
Mar12 |
111115 |
243.8 |
245.5 |
242.5 |
245.3 |
+1.5 |
56 |
1,911 |
+17 |
May12 |
111115 |
257.1 |
257.1 |
257.0 |
257.1 |
+0.6 |
1 |
207 |
+1 |
Total Volume and Open Interest |
794 |
9,479 |
-113 |
Crude Oil(NYM) |
Dec11 |
111115 |
98.04 |
99.84 |
97.51 |
99.37 |
+1.23 |
282,786 |
189,100 |
-12,827 |
Jan12 |
111115 |
98.11 |
99.86 |
97.61 |
99.43 |
+1.21 |
132,019 |
292,616 |
+12,914 |
Feb12 |
111115 |
98.11 |
99.73 |
97.65 |
99.35 |
+1.20 |
51,346 |
85,773 |
+7,278 |
Mar12 |
111115 |
98.05 |
99.62 |
97.60 |
99.27 |
+1.17 |
36,252 |
84,593 |
+5,117 |
Apr12 |
111115 |
98.08 |
99.38 |
97.68 |
99.12 |
+1.13 |
14,785 |
36,571 |
+1,843 |
May12 |
111115 |
97.50 |
99.15 |
97.50 |
98.93 |
+1.09 |
10,827 |
34,996 |
+511 |
Jun12 |
111115 |
97.83 |
99.07 |
97.23 |
98.69 |
+1.06 |
29,251 |
81,918 |
-747 |
Jul12 |
111115 |
98.30 |
98.69 |
97.98 |
98.45 |
+1.03 |
4,679 |
31,650 |
+234 |
Aug12 |
111115 |
97.85 |
98.42 |
97.85 |
98.19 |
+1.00 |
4,019 |
21,436 |
+280 |
Sep12 |
111115 |
96.86 |
98.18 |
96.86 |
97.93 |
+0.98 |
4,729 |
23,668 |
+603 |
Oct12 |
111115 |
97.47 |
98.00 |
97.37 |
97.71 |
+0.97 |
3,028 |
24,796 |
+343 |
Nov12 |
111115 |
97.80 |
97.80 |
97.54 |
97.54 |
+0.96 |
2,498 |
24,569 |
+357 |
Dec12 |
111115 |
96.55 |
97.81 |
96.04 |
97.39 |
+0.95 |
24,392 |
162,749 |
+763 |
Jan13 |
111115 |
97.32 |
97.32 |
97.11 |
97.11 |
+0.94 |
369 |
28,278 |
+93 |
Feb13 |
111115 |
97.00 |
97.00 |
96.80 |
96.80 |
+0.93 |
239 |
11,011 |
+74 |
Mar13 |
111115 |
96.52 |
96.52 |
96.52 |
96.52 |
+0.90 |
152 |
8,886 |
-63 |
Total Volume and Open Interest |
613,848 |
1,408,101 |
+18,784 |
e-miNY Crude Oil(NYM) |
Nov11 |
111019 |
88.200 |
89.500 |
86.100 |
86.100 |
-2.250 |
5,853 |
2,683 |
-142 |
Dec11 |
111115 |
98.050 |
99.825 |
97.525 |
99.375 |
+1.225 |
7,087 |
2,935 |
-56 |
Jan12 |
111115 |
97.825 |
99.850 |
97.650 |
99.425 |
+1.200 |
624 |
666 |
+104 |
Feb12 |
111115 |
97.850 |
99.650 |
97.725 |
99.350 |
+1.200 |
54 |
103 |
-3 |
Mar12 |
111115 |
98.350 |
99.600 |
98.350 |
99.275 |
+1.175 |
4 |
63 |
+0 |
Apr12 |
111115 |
99.125 |
99.125 |
99.125 |
99.125 |
+1.125 |
5 |
24 |
-1 |
May12 |
111115 |
98.925 |
98.925 |
98.925 |
98.925 |
+1.075 |
0 |
7 |
+0 |
Jun12 |
111115 |
98.475 |
98.900 |
98.475 |
98.700 |
+1.075 |
2 |
16 |
+0 |
Jul12 |
111115 |
98.450 |
98.450 |
98.450 |
98.450 |
+1.025 |
0 |
4 |
+0 |
Aug12 |
111115 |
98.200 |
98.200 |
98.200 |
98.200 |
+1.000 |
0 |
1 |
+0 |
Total Volume and Open Interest |
7,776 |
4,048 |
+44 |
Heating Oil(NYM) |
Dec11 |
111115 |
316.45 |
319.25 |
315.27 |
317.13 |
+0.91 |
49,930 |
76,148 |
-722 |
Jan12 |
111115 |
316.75 |
319.00 |
315.57 |
317.40 |
+1.20 |
29,201 |
68,206 |
+2,227 |
Feb12 |
111115 |
316.10 |
317.53 |
314.52 |
316.32 |
+1.48 |
15,354 |
31,755 |
+0 |
Mar12 |
111115 |
313.31 |
315.54 |
312.99 |
314.63 |
+1.66 |
12,368 |
27,305 |
-131 |
Apr12 |
111115 |
311.56 |
312.40 |
310.03 |
311.68 |
+1.86 |
9,368 |
15,499 |
-1,322 |
May12 |
111115 |
308.75 |
309.50 |
307.15 |
308.74 |
+2.07 |
4,908 |
11,666 |
+11 |
Jun12 |
111115 |
304.22 |
307.69 |
304.22 |
307.04 |
+2.29 |
9,243 |
30,645 |
-718 |
Jul12 |
111115 |
306.00 |
307.39 |
304.99 |
306.75 |
+2.42 |
1,647 |
7,683 |
-60 |
Aug12 |
111115 |
305.99 |
307.32 |
304.92 |
306.73 |
+2.51 |
699 |
4,148 |
+230 |
Sep12 |
111115 |
306.10 |
306.96 |
305.03 |
306.96 |
+2.61 |
357 |
5,186 |
-102 |
Oct12 |
111115 |
306.62 |
307.50 |
305.70 |
307.50 |
+2.65 |
362 |
2,193 |
+11 |
Nov12 |
111115 |
307.08 |
308.14 |
307.08 |
308.14 |
+2.67 |
560 |
1,529 |
+184 |
Total Volume and Open Interest |
136,522 |
300,652 |
-372 |
Gasoline(NYMEX) |
Dec11 |
111115 |
253.33 |
259.85 |
251.66 |
258.57 |
+5.04 |
57,530 |
70,157 |
-3,442 |
Jan12 |
111115 |
253.74 |
260.49 |
252.92 |
259.21 |
+4.97 |
39,581 |
72,507 |
+160 |
Feb12 |
111115 |
255.09 |
261.52 |
255.05 |
260.36 |
+4.74 |
15,230 |
26,085 |
-323 |
Mar12 |
111115 |
257.50 |
263.20 |
257.50 |
262.07 |
+4.57 |
11,338 |
28,538 |
+834 |
Apr12 |
111115 |
272.92 |
278.08 |
271.39 |
277.05 |
+4.19 |
7,901 |
28,770 |
+1,701 |
May12 |
111115 |
272.39 |
277.62 |
271.73 |
277.05 |
+3.99 |
5,315 |
13,384 |
-344 |
Jun12 |
111115 |
271.59 |
276.52 |
270.34 |
275.34 |
+3.74 |
7,182 |
21,217 |
+252 |
Jul12 |
111115 |
269.65 |
273.21 |
269.30 |
273.21 |
+3.61 |
947 |
5,848 |
+31 |
Aug12 |
111115 |
270.16 |
271.00 |
269.78 |
270.86 |
+3.42 |
1,050 |
5,687 |
+278 |
Sep12 |
111115 |
267.36 |
268.46 |
266.67 |
268.25 |
+3.27 |
616 |
6,522 |
+27 |
Total Volume and Open Interest |
151,169 |
299,279 |
-18 |
e-miNY RBOB Gasoline(NYM) |
Dec11 |
111115 |
258.60 |
258.60 |
258.57 |
258.60 |
+5.10 |
|
|
|
Jan12 |
111115 |
259.20 |
259.21 |
259.20 |
259.20 |
+5.00 |
0 |
1 |
+0 |
Feb12 |
111115 |
260.40 |
260.40 |
260.36 |
260.40 |
+4.80 |
0 |
1 |
+0 |
Mar12 |
111115 |
262.10 |
262.10 |
262.07 |
262.10 |
+4.60 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Dec11 |
111115 |
3.445 |
3.483 |
3.390 |
3.404 |
-0.054 |
101,195 |
118,591 |
-1,380 |
Jan12 |
111115 |
3.586 |
3.613 |
3.529 |
3.542 |
-0.058 |
67,309 |
262,254 |
+1,113 |
Feb12 |
111115 |
3.605 |
3.627 |
3.545 |
3.558 |
-0.060 |
26,534 |
80,099 |
+2,702 |
Mar12 |
111115 |
3.584 |
3.607 |
3.532 |
3.545 |
-0.059 |
20,144 |
97,969 |
-808 |
Apr12 |
111115 |
3.601 |
3.624 |
3.546 |
3.561 |
-0.058 |
18,963 |
99,191 |
+468 |
May12 |
111115 |
3.630 |
3.669 |
3.593 |
3.607 |
-0.058 |
9,151 |
41,327 |
+3,152 |
Jun12 |
111115 |
3.686 |
3.711 |
3.642 |
3.653 |
-0.057 |
3,441 |
19,152 |
+432 |
Jul12 |
111115 |
3.738 |
3.754 |
3.693 |
3.702 |
-0.056 |
1,566 |
17,455 |
-122 |
Aug12 |
111115 |
3.750 |
3.783 |
3.722 |
3.731 |
-0.054 |
1,363 |
13,617 |
+19 |
Sep12 |
111115 |
3.769 |
3.781 |
3.728 |
3.732 |
-0.055 |
1,703 |
11,168 |
+605 |
Oct12 |
111115 |
3.807 |
3.825 |
3.755 |
3.769 |
-0.055 |
8,097 |
57,126 |
-173 |
Nov12 |
111115 |
3.940 |
3.962 |
3.915 |
3.915 |
-0.045 |
2,532 |
20,219 |
+826 |
Dec12 |
111115 |
4.215 |
4.231 |
4.177 |
4.194 |
-0.035 |
2,056 |
20,597 |
+44 |
Jan13 |
111115 |
4.320 |
4.366 |
4.313 |
4.324 |
-0.029 |
4,238 |
31,446 |
+64 |
Feb13 |
111115 |
4.350 |
4.351 |
4.311 |
4.311 |
-0.031 |
142 |
5,718 |
+98 |
Mar13 |
111115 |
4.268 |
4.309 |
4.268 |
4.268 |
-0.029 |
1,060 |
14,112 |
+615 |
Total Volume and Open Interest |
270,933 |
985,657 |
+8,010 |
Brent Crude Oil(ICE) |
Dec11 |
111115 |
112.03 |
113.14 |
111.62 |
112.39 |
+0.50 |
132,503 |
77,116 |
-21,716 |
Jan12 |
111115 |
111.36 |
112.70 |
111.05 |
112.18 |
+0.90 |
143,787 |
191,473 |
+8,483 |
Feb12 |
111115 |
110.72 |
112.14 |
110.63 |
111.75 |
+0.98 |
59,378 |
132,761 |
+9,383 |
Mar12 |
111115 |
110.30 |
111.70 |
110.21 |
111.32 |
+1.00 |
28,919 |
89,582 |
+3,164 |
Apr12 |
111115 |
109.92 |
111.31 |
109.85 |
110.95 |
+0.97 |
14,473 |
36,951 |
+1,292 |
May12 |
111115 |
109.59 |
110.98 |
109.51 |
110.61 |
+0.93 |
10,166 |
19,800 |
+589 |
Jun12 |
111115 |
109.24 |
110.68 |
109.16 |
110.27 |
+0.90 |
26,389 |
58,202 |
-772 |
Jul12 |
111115 |
108.90 |
110.04 |
108.80 |
109.92 |
+0.86 |
4,605 |
20,421 |
+113 |
Aug12 |
111115 |
109.21 |
109.67 |
108.69 |
109.54 |
+0.85 |
4,610 |
21,995 |
+1,010 |
Sep12 |
111115 |
109.07 |
109.07 |
109.07 |
109.07 |
+0.85 |
3,510 |
26,922 |
+147 |
Oct12 |
111115 |
108.41 |
108.64 |
108.41 |
108.64 |
+0.86 |
3,096 |
13,605 |
+154 |
Nov12 |
111115 |
108.24 |
108.24 |
108.24 |
108.24 |
+0.88 |
2,462 |
16,847 |
+70 |
Dec12 |
111115 |
107.05 |
108.16 |
106.67 |
107.78 |
+0.88 |
25,060 |
104,054 |
-824 |
Jan13 |
111115 |
107.35 |
107.35 |
107.35 |
107.35 |
+0.87 |
509 |
8,777 |
-28 |
Total Volume and Open Interest |
474,380 |
980,556 |
+3,410 |
Gas Oil(ICE) |
Dec11 |
111115 |
994.00 |
1001.50 |
990.75 |
993.75 |
-5.50 |
86,143 |
147,940 |
-9,813 |
Jan12 |
111115 |
982.50 |
990.25 |
981.00 |
984.00 |
-3.50 |
78,559 |
101,383 |
+4,147 |
Feb12 |
111115 |
975.50 |
981.25 |
973.25 |
976.50 |
-2.00 |
39,800 |
51,330 |
-908 |
Mar12 |
111115 |
968.75 |
974.50 |
967.75 |
970.00 |
-1.00 |
27,221 |
37,292 |
+828 |
Apr12 |
111115 |
963.50 |
969.25 |
962.25 |
964.75 |
-0.25 |
14,575 |
21,808 |
-1,204 |
May12 |
111115 |
962.50 |
965.75 |
958.25 |
960.50 |
unch |
7,104 |
23,714 |
+933 |
Jun12 |
111115 |
960.00 |
965.25 |
957.00 |
959.25 |
+0.25 |
14,987 |
53,077 |
+802 |
Jul12 |
111115 |
961.50 |
966.00 |
958.75 |
959.75 |
+0.50 |
1,841 |
16,457 |
+295 |
Aug12 |
111115 |
961.75 |
966.25 |
959.00 |
960.00 |
+0.50 |
870 |
11,261 |
+149 |
Sep12 |
111115 |
959.25 |
961.25 |
957.00 |
959.00 |
+0.75 |
1,261 |
11,698 |
-118 |
Total Volume and Open Interest |
282,914 |
568,387 |
-4,375 |
Ethanol(CBOT) |
Nov11 |
111103 |
2.806 |
2.845 |
2.790 |
2.790 |
+0.004 |
130 |
244 |
-76 |
Dec11 |
111115 |
2.685 |
2.687 |
2.657 |
2.680 |
+0.028 |
163 |
1,291 |
+30 |
Jan12 |
111115 |
2.475 |
2.487 |
2.470 |
2.481 |
+0.022 |
128 |
1,845 |
-37 |
Feb12 |
111115 |
2.390 |
2.395 |
2.380 |
2.392 |
+0.021 |
105 |
1,220 |
-34 |
Mar12 |
111115 |
2.385 |
2.397 |
2.370 |
2.393 |
+0.021 |
154 |
1,182 |
+114 |
Apr12 |
111115 |
2.385 |
2.402 |
2.385 |
2.402 |
+0.019 |
35 |
697 |
+1 |
May12 |
111115 |
2.412 |
2.412 |
2.412 |
2.412 |
+0.019 |
24 |
668 |
+16 |
Jun12 |
111115 |
2.368 |
2.424 |
2.368 |
2.415 |
+0.015 |
10 |
550 |
+7 |
Total Volume and Open Interest |
815 |
11,166 |
+106 |
WTI Crude Oil(ICE) |
Dec11 |
111115 |
98.21 |
99.84 |
97.51 |
99.37 |
+1.23 |
70,920 |
75,570 |
-6,740 |
Jan12 |
111115 |
98.29 |
99.85 |
97.61 |
99.43 |
+1.21 |
28,728 |
59,924 |
+3,264 |
Feb12 |
111115 |
98.14 |
99.74 |
97.64 |
99.35 |
+1.20 |
13,981 |
33,290 |
+2,039 |
Mar12 |
111115 |
97.80 |
99.65 |
97.63 |
99.27 |
+1.17 |
11,029 |
22,751 |
+2,432 |
Apr12 |
111115 |
97.70 |
99.48 |
97.50 |
99.12 |
+1.13 |
6,771 |
11,414 |
+452 |
May12 |
111115 |
97.67 |
99.05 |
97.67 |
98.93 |
+1.09 |
6,274 |
10,917 |
+531 |
Jun12 |
111115 |
97.47 |
99.06 |
97.47 |
98.69 |
+1.06 |
10,055 |
40,756 |
-379 |
Jul12 |
111115 |
97.50 |
98.48 |
97.47 |
98.45 |
+1.03 |
2,398 |
8,123 |
+395 |
Aug12 |
111115 |
97.27 |
98.23 |
97.24 |
98.19 |
+1.00 |
977 |
4,607 |
+39 |
Sep12 |
111115 |
97.93 |
97.93 |
97.93 |
97.93 |
+0.98 |
1,050 |
8,412 |
+20 |
Oct12 |
111115 |
97.71 |
97.71 |
97.71 |
97.71 |
+0.97 |
887 |
3,427 |
+291 |
Nov12 |
111115 |
97.54 |
97.54 |
97.54 |
97.54 |
+0.96 |
697 |
3,686 |
+16 |
Dec12 |
111115 |
96.28 |
97.81 |
96.28 |
97.39 |
+0.95 |
11,860 |
53,079 |
-2,175 |
Jan13 |
111115 |
97.11 |
97.11 |
97.11 |
97.11 |
+0.94 |
0 |
2,201 |
+0 |
Feb13 |
111115 |
96.80 |
96.80 |
96.80 |
96.80 |
+0.93 |
0 |
603 |
+0 |
Mar13 |
111115 |
96.52 |
96.52 |
96.52 |
96.52 |
+0.90 |
200 |
1,526 |
+50 |
Total Volume and Open Interest |
170,257 |
436,305 |
+242 |
US Dollar Index(ICE) |
Dec11 |
111115 |
77.660 |
78.315 |
77.620 |
78.062 |
+0.310 |
17,019 |
57,950 |
+61 |
Mar12 |
111115 |
78.355 |
78.530 |
78.350 |
78.463 |
+0.295 |
53 |
666 |
+10 |
Jun12 |
111115 |
78.902 |
78.902 |
78.902 |
78.902 |
+0.295 |
|
|
|
Total Volume and Open Interest |
17,072 |
58,616 |
+71 |
Australian Dollar(CME) |
Dec11 |
111115 |
101.61 |
101.86 |
100.71 |
101.51 |
+0.23 |
84,060 |
139,753 |
-1,587 |
Mar12 |
111115 |
100.65 |
100.72 |
99.92 |
100.53 |
+0.23 |
157 |
726 |
+14 |
Jun12 |
111115 |
99.78 |
99.78 |
99.55 |
99.78 |
+0.23 |
0 |
19 |
+0 |
Total Volume and Open Interest |
84,217 |
140,622 |
+0 |
British Pound(CME) |
Dec11 |
111115 |
158.95 |
159.27 |
157.93 |
158.27 |
-0.60 |
80,812 |
146,088 |
-3,601 |
Mar12 |
111115 |
158.24 |
158.73 |
157.81 |
158.14 |
-0.59 |
64 |
349 |
+6 |
Jun12 |
111115 |
157.98 |
158.58 |
157.98 |
157.98 |
-0.60 |
0 |
3 |
+0 |
Total Volume and Open Interest |
80,876 |
146,445 |
+0 |
Canadian Dollar(CME) |
Dec11 |
111115 |
98.29 |
98.36 |
97.35 |
97.96 |
-0.22 |
51,463 |
117,603 |
+220 |
Mar12 |
111115 |
97.85 |
98.01 |
97.25 |
97.80 |
-0.21 |
171 |
3,611 |
-75 |
Jun12 |
111115 |
97.49 |
97.90 |
97.44 |
97.71 |
-0.19 |
3 |
841 |
+0 |
Sep12 |
111115 |
97.51 |
97.82 |
97.36 |
97.65 |
-0.17 |
0 |
680 |
+0 |
Total Volume and Open Interest |
51,671 |
122,867 |
+0 |
Japanese Yen(CME) |
Dec11 |
111115 |
129.80 |
130.11 |
128.85 |
129.89 |
+0.14 |
55,635 |
139,634 |
+2,503 |
Mar12 |
111115 |
129.79 |
130.34 |
129.16 |
130.19 |
+0.16 |
41 |
983 |
+14 |
Jun12 |
111115 |
130.53 |
130.53 |
130.32 |
130.53 |
+0.21 |
0 |
22 |
+0 |
Total Volume and Open Interest |
55,676 |
140,643 |
+0 |
Swiss Franc(CME) |
Dec11 |
111115 |
110.15 |
110.17 |
108.76 |
109.33 |
-0.84 |
16,589 |
27,746 |
+224 |
Mar12 |
111115 |
110.03 |
110.40 |
109.10 |
109.57 |
-0.83 |
5 |
638 |
-1 |
Jun12 |
111115 |
109.91 |
110.74 |
109.91 |
109.91 |
-0.83 |
0 |
5 |
+0 |
Total Volume and Open Interest |
16,594 |
28,393 |
+0 |
EuroFX(CME) |
Dec11 |
111115 |
136.22 |
136.40 |
134.95 |
135.42 |
-0.69 |
236,711 |
238,602 |
-5,837 |
Mar12 |
111115 |
136.26 |
136.30 |
135.09 |
135.53 |
-0.66 |
591 |
4,393 |
+137 |
Jun12 |
111115 |
136.41 |
136.41 |
135.12 |
135.64 |
-0.64 |
11 |
912 |
+11 |
Total Volume and Open Interest |
237,313 |
243,922 |
+0 |
Mexican Peso(CME) |
Nov11 |
111114 |
740.0 |
743.8 |
740.0 |
740.0 |
-3.8 |
|
|
|
Dec11 |
111115 |
738.5 |
740.2 |
732.0 |
735.2 |
-1.0 |
36,701 |
95,711 |
+422 |
Total Volume and Open Interest |
36,701 |
104,099 |
+0 |
Brazilian Real(CME) |
Dec11 |
111115 |
558.00 |
563.80 |
558.00 |
563.80 |
-0.20 |
83 |
4,469 |
-81 |
Jan12 |
111115 |
560.40 |
560.40 |
560.40 |
560.40 |
-0.20 |
0 |
10,149 |
+0 |
Feb12 |
111115 |
556.95 |
556.95 |
556.95 |
556.95 |
-0.20 |
|
|
|
Mar12 |
111115 |
553.55 |
553.55 |
553.55 |
553.55 |
-0.20 |
|
|
|
Total Volume and Open Interest |
83 |
29,944 |
+0 |
30-Year T-Bonds(CBOT) |
Dec11 |
111115 |
141~170 |
142~210 |
141~070 |
141~160 |
-0~090 |
42,064 |
621,032 |
-3,190 |
Mar12 |
111115 |
141~080 |
142~070 |
140~300 |
141~050 |
-0~080 |
508 |
8,995 |
+24 |
Jun12 |
111115 |
139~310 |
140~070 |
139~310 |
139~310 |
-0~080 |
2 |
6 |
+2 |
Total Volume and Open Interest |
42,574 |
630,033 |
+0 |
10-Year T-Notes(CBOT) |
Dec11 |
111115 |
130~125 |
130~270 |
130~070 |
130~105 |
-0~040 |
158,529 |
1,461,857 |
-4,529 |
Mar12 |
111115 |
129~240 |
130~020 |
129~160 |
129~190 |
-0~035 |
1,548 |
29,650 |
+955 |
Jun12 |
111115 |
128~190 |
128~225 |
128~190 |
128~190 |
-0~035 |
|
|
|
Total Volume and Open Interest |
160,077 |
1,491,507 |
+0 |
5-Year T-Notes(CBOT) |
Dec11 |
111115 |
123~006 |
123~029 |
122~122 |
123~002 |
-0~008 |
64,122 |
1,244,714 |
-5,583 |
Mar12 |
111115 |
122~092 |
122~101 |
122~082 |
122~084 |
-0~007 |
203 |
15,401 |
-24 |
Jun12 |
111115 |
121~108 |
121~115 |
121~108 |
121~108 |
-0~007 |
|
|
|
Total Volume and Open Interest |
64,325 |
1,260,115 |
+0 |
2 Year T-Notes(CBOT) |
Dec11 |
111115 |
110~028 |
110~030 |
110~024 |
110~025 |
-0~003 |
32,518 |
752,431 |
-1,792 |
Mar12 |
111115 |
110~032 |
110~032 |
110~027 |
110~028 |
-0~003 |
17 |
12,571 |
-5 |
Jun12 |
111115 |
109~124 |
109~127 |
109~124 |
109~124 |
-0~003 |
|
|
|
Total Volume and Open Interest |
32,535 |
765,002 |
+0 |
Eurodollars(CME) |
Dec11 |
111115 |
99.415 |
99.425 |
99.393 |
99.402 |
-0.010 |
84,705 |
1,045,866 |
+23,690 |
Mar12 |
111115 |
99.300 |
99.315 |
99.260 |
99.275 |
-0.025 |
79,477 |
944,924 |
+1,284 |
Jun12 |
111115 |
99.285 |
99.305 |
99.255 |
99.270 |
-0.015 |
103,110 |
1,129,180 |
+13,256 |
Sep12 |
111115 |
99.275 |
99.295 |
99.260 |
99.270 |
unch |
88,376 |
752,579 |
-5,482 |
Dec12 |
111115 |
99.265 |
99.290 |
99.260 |
99.270 |
+0.010 |
73,361 |
782,414 |
-1,477 |
Mar13 |
111115 |
99.265 |
99.295 |
99.260 |
99.265 |
+0.005 |
80,474 |
838,500 |
-20,178 |
Jun13 |
111115 |
99.240 |
99.270 |
99.230 |
99.240 |
+0.005 |
34,502 |
570,450 |
-1,439 |
Sep13 |
111115 |
99.195 |
99.220 |
99.180 |
99.190 |
+0.005 |
32,664 |
473,157 |
-5,924 |
Dec13 |
111115 |
99.090 |
99.115 |
99.080 |
99.085 |
+0.005 |
39,066 |
483,544 |
+10,971 |
Mar14 |
111115 |
98.955 |
98.995 |
98.945 |
98.960 |
+0.010 |
15,376 |
322,415 |
+740 |
Jun14 |
111115 |
98.775 |
98.825 |
98.775 |
98.790 |
+0.010 |
9,307 |
282,151 |
+123 |
Sep14 |
111115 |
98.590 |
98.645 |
98.590 |
98.610 |
+0.010 |
6,476 |
183,741 |
-657 |
Dec14 |
111115 |
98.405 |
98.460 |
98.395 |
98.415 |
+0.005 |
29,289 |
181,418 |
-5,334 |
Mar15 |
111115 |
98.230 |
98.290 |
98.220 |
98.235 |
unch |
3,715 |
120,549 |
-69 |
Jun15 |
111115 |
6.310 |
6.370 |
6.290 |
6.305 |
-0.005 |
4,098 |
111,667 |
-90 |
Sep15 |
111115 |
6.135 |
6.200 |
6.110 |
6.125 |
-0.005 |
3,860 |
84,191 |
-3 |
Dec15 |
111115 |
5.950 |
6.020 |
5.920 |
5.935 |
-0.010 |
3,162 |
55,034 |
+370 |
Mar16 |
111115 |
5.795 |
5.865 |
5.765 |
5.780 |
-0.015 |
1,182 |
52,936 |
-94 |
Total Volume and Open Interest |
699,084 |
8,654,345 |
+0 |
30 Day Federal Funds(CBOT) |
Nov11 |
111115 |
99.918 |
99.918 |
99.915 |
99.918 |
unch |
339 |
65,193 |
-112 |
Dec11 |
111115 |
99.915 |
99.920 |
99.915 |
99.920 |
unch |
617 |
61,484 |
+16 |
Jan12 |
111115 |
99.910 |
99.915 |
99.905 |
99.910 |
unch |
373 |
55,874 |
-58 |
Feb12 |
111115 |
99.900 |
99.905 |
99.900 |
99.905 |
unch |
160 |
43,919 |
-6 |
Mar12 |
111115 |
99.900 |
99.900 |
99.895 |
99.900 |
unch |
175 |
31,280 |
-42 |
Apr12 |
111115 |
99.895 |
99.900 |
99.895 |
99.900 |
unch |
166 |
35,305 |
+35 |
Total Volume and Open Interest |
3,291 |
594,169 |
+0 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111115 |
99.603 |
99.750 |
99.603 |
99.675 |
unch |
0 |
328 |
+0 |
Mar12 |
111115 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
300 |
+0 |
Jun12 |
111115 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Sep12 |
111115 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Dec12 |
111115 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar13 |
111115 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun13 |
111115 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111115 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Dec13 |
111115 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Mar14 |
111115 |
99.205 |
99.205 |
99.205 |
99.205 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
628 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111115 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
183 |
2,477 |
-57 |
Mar12 |
111115 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
271 |
1,954 |
-224 |
Jun12 |
111115 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,470 |
+0 |
Sep12 |
111115 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
710 |
+0 |
Dec12 |
111115 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
151 |
+0 |
Mar13 |
111115 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1 |
+0 |
Jun13 |
111115 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
Sep13 |
111115 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
Total Volume and Open Interest |
454 |
6,765 |
-281 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111115 |
142.89 |
142.94 |
142.80 |
142.86 |
+0.01 |
1,173 |
23,354 |
+462 |
Mar12 |
111115 |
142.28 |
142.28 |
142.28 |
142.28 |
+0.01 |
0 |
35 |
+0 |
Jun12 |
111115 |
140.19 |
140.19 |
140.19 |
140.19 |
+0.01 |
|
|
|
Total Volume and Open Interest |
1,173 |
23,389 |
+462 |
Euro-Bund(EUREX) |
Dec11 |
111115 |
138.60 |
139.07 |
138.23 |
138.71 |
+0.45 |
548,663 |
863,652 |
-10,103 |
Mar12 |
111115 |
138.77 |
139.33 |
138.44 |
138.97 |
+0.49 |
1,267 |
10,374 |
+374 |
Jun12 |
111115 |
138.51 |
138.51 |
138.51 |
138.51 |
+0.45 |
0 |
18 |
+0 |
Total Volume and Open Interest |
549,930 |
874,044 |
-9,729 |
Euro-Bobl(EUREX) |
Dec11 |
111115 |
123.86 |
124.09 |
123.69 |
123.91 |
+0.26 |
288,443 |
727,865 |
-229 |
Mar12 |
111115 |
124.20 |
124.41 |
124.16 |
124.30 |
+0.30 |
136 |
21,862 |
+17 |
Jun12 |
111115 |
124.06 |
124.06 |
124.06 |
124.06 |
+0.26 |
|
|
|
Total Volume and Open Interest |
288,579 |
749,727 |
-212 |
3-Mth Euribor(EUREX) |
Dec11 |
111115 |
98.730 |
98.735 |
98.730 |
98.735 |
unch |
0 |
1,868 |
+0 |
Mar12 |
111115 |
98.930 |
98.935 |
98.930 |
98.935 |
+0.010 |
100 |
2,220 |
+100 |
Jun12 |
111115 |
98.985 |
98.990 |
98.985 |
98.990 |
+0.015 |
30 |
1,063 |
+0 |
Total Volume and Open Interest |
330 |
8,492 |
-15 |
Long Gilt(LIFFE) |
Dec11 |
111115 |
131~04 |
131~24 |
130~28 |
131~13 |
+0~18 |
67,827 |
295,081 |
-2,864 |
Mar12 |
111115 |
114~29 |
115~14 |
114~27 |
115~06 |
+0~18 |
613 |
18,012 |
+101 |
Total Volume and Open Interest |
68,440 |
313,093 |
-2,763 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111115 |
98.89 |
98.89 |
98.86 |
98.87 |
-0.01 |
29,288 |
353,854 |
-772 |
Mar12 |
111115 |
98.78 |
98.79 |
98.74 |
98.75 |
-0.03 |
37,595 |
370,320 |
+2,975 |
Jun12 |
111115 |
98.77 |
98.78 |
98.71 |
98.73 |
-0.03 |
29,628 |
219,415 |
-2,132 |
Sep12 |
111115 |
98.76 |
98.76 |
98.69 |
98.72 |
-0.03 |
26,340 |
231,746 |
-1,244 |
Dec12 |
111115 |
98.72 |
98.73 |
98.66 |
98.69 |
-0.02 |
24,856 |
202,358 |
-4,011 |
Mar13 |
111115 |
98.71 |
98.73 |
98.65 |
98.68 |
-0.02 |
34,916 |
207,021 |
+1,618 |
Total Volume and Open Interest |
266,193 |
2,090,745 |
-6,461 |
3-Mth Euribor(LIFFE) |
Dec11 |
111115 |
98.735 |
98.745 |
98.720 |
98.735 |
unch |
76,160 |
742,894 |
+292 |
Mar12 |
111115 |
98.930 |
98.950 |
98.920 |
98.935 |
+0.010 |
62,208 |
526,739 |
+3,497 |
Jun12 |
111115 |
98.980 |
99.005 |
98.970 |
98.990 |
+0.015 |
41,802 |
368,490 |
+3,552 |
Total Volume and Open Interest |
411,319 |
3,523,282 |
-3,074 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111115 |
95.54 |
95.56 |
95.48 |
95.54 |
+0.01 |
11,146 |
192,869 |
-8,345 |
Mar12 |
111115 |
96.22 |
96.31 |
96.21 |
96.28 |
+0.06 |
12,236 |
189,335 |
+4,433 |
Jun12 |
111115 |
96.47 |
96.57 |
96.46 |
96.55 |
+0.08 |
8,425 |
137,695 |
+3,471 |
Sep12 |
111115 |
96.46 |
96.59 |
96.46 |
96.56 |
+0.09 |
2,706 |
87,151 |
-1,091 |
Dec12 |
111115 |
96.36 |
96.46 |
96.35 |
96.43 |
+0.09 |
1,619 |
53,463 |
+545 |
Mar13 |
111115 |
96.20 |
96.29 |
96.20 |
96.28 |
+0.09 |
1,020 |
46,295 |
+409 |
Jun13 |
111115 |
96.07 |
96.16 |
96.06 |
96.14 |
+0.08 |
2,146 |
36,992 |
+694 |
Sep13 |
111115 |
95.95 |
96.05 |
95.95 |
96.04 |
+0.08 |
533 |
18,348 |
-264 |
Dec13 |
111115 |
95.82 |
95.91 |
95.82 |
95.91 |
+0.08 |
1 |
3,660 |
-1 |
Mar14 |
111115 |
95.79 |
95.79 |
95.79 |
95.79 |
+0.07 |
7 |
554 |
-2 |
Total Volume and Open Interest |
39,839 |
766,437 |
-151 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111115 |
95.77 |
95.91 |
95.77 |
95.90 |
+0.13 |
17,808 |
360,348 |
-6,381 |
Mar12 |
111115 |
95.90 |
95.90 |
95.90 |
95.90 |
+0.13 |
|
|
|
Total Volume and Open Interest |
17,808 |
360,348 |
-6,381 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111115 |
96.46 |
96.63 |
96.45 |
96.60 |
+0.13 |
69,444 |
550,400 |
-39,293 |
Mar12 |
111115 |
96.60 |
96.60 |
96.60 |
96.60 |
+0.13 |
|
|
|
Total Volume and Open Interest |
69,444 |
550,400 |
-39,293 |
Gold(CMX) |
Dec11 |
111115 |
1782.0 |
1787.8 |
1760.9 |
1782.2 |
+3.8 |
106,879 |
233,241 |
-5,910 |
Feb12 |
111115 |
1784.0 |
1790.0 |
1763.5 |
1784.7 |
+3.8 |
13,773 |
97,974 |
+3,845 |
Apr12 |
111115 |
1788.0 |
1791.5 |
1767.7 |
1786.9 |
+3.9 |
2,035 |
20,195 |
+695 |
Jun12 |
111115 |
1789.3 |
1791.9 |
1768.5 |
1788.7 |
+3.9 |
720 |
19,677 |
+161 |
Aug12 |
111115 |
1774.7 |
1791.4 |
1774.7 |
1790.6 |
+4.0 |
1,026 |
10,565 |
+860 |
Oct12 |
111115 |
1780.1 |
1793.5 |
1779.9 |
1793.1 |
+4.3 |
96 |
6,708 |
+60 |
Dec12 |
111115 |
1795.6 |
1799.5 |
1775.7 |
1795.7 |
+4.7 |
502 |
17,783 |
+197 |
Feb13 |
111115 |
1791.1 |
1798.3 |
1791.1 |
1798.3 |
+4.8 |
0 |
3,404 |
+0 |
Apr13 |
111115 |
1801.1 |
1801.1 |
1801.1 |
1801.1 |
+4.9 |
0 |
469 |
+0 |
Jun13 |
111115 |
1804.6 |
1804.6 |
1804.6 |
1804.6 |
+5.0 |
80 |
10,299 |
+29 |
Aug13 |
111115 |
1808.2 |
1808.2 |
1808.2 |
1808.2 |
+5.1 |
0 |
45 |
+0 |
Total Volume and Open Interest |
125,269 |
464,610 |
-73 |
Silver(CMX) |
Dec11 |
111115 |
3424.0 |
3483.5 |
3375.0 |
3445.6 |
+43.2 |
37,626 |
40,535 |
-621 |
Mar12 |
111115 |
3438.0 |
3487.5 |
3382.5 |
3452.6 |
+43.4 |
11,281 |
31,336 |
+3,492 |
May12 |
111115 |
3409.5 |
3469.0 |
3409.5 |
3456.0 |
+43.5 |
1,067 |
4,963 |
+372 |
Jul12 |
111115 |
3459.3 |
3459.3 |
3459.3 |
3459.3 |
+43.7 |
367 |
3,213 |
-40 |
Sep12 |
111115 |
3462.5 |
3462.5 |
3462.1 |
3462.1 |
+43.8 |
18 |
1,729 |
-3 |
Dec12 |
111115 |
3417.0 |
3483.0 |
3417.0 |
3465.0 |
+43.8 |
435 |
13,331 |
+94 |
Mar13 |
111115 |
3459.7 |
3459.7 |
3459.6 |
3459.7 |
+43.9 |
12 |
1,087 |
+12 |
Total Volume and Open Interest |
51,199 |
110,897 |
+3,370 |
Platinum(NYMEX) |
Jan12 |
111115 |
1644.2 |
1657.0 |
1623.1 |
1642.7 |
-1.4 |
3,891 |
35,374 |
-166 |
Apr12 |
111115 |
1659.0 |
1659.0 |
1631.1 |
1645.9 |
-1.6 |
389 |
3,732 |
+223 |
Jul12 |
111115 |
1649.8 |
1649.8 |
1648.6 |
1649.4 |
-1.6 |
67 |
145 |
+49 |
Oct12 |
111115 |
1657.8 |
1657.8 |
1653.0 |
1653.0 |
-1.6 |
1 |
53 |
+0 |
Total Volume and Open Interest |
4,356 |
39,311 |
+111 |
Palladium(NYMEX) |
Dec11 |
111115 |
663.45 |
670.80 |
656.80 |
667.05 |
+2.75 |
2,583 |
13,937 |
-1,245 |
Mar12 |
111115 |
10.14 |
17.49 |
3.64 |
13.74 |
+2.60 |
1,007 |
4,708 |
+1,043 |
Jun12 |
111115 |
14.99 |
14.99 |
14.99 |
14.99 |
+2.70 |
0 |
4 |
+0 |
Total Volume and Open Interest |
3,590 |
18,649 |
-202 |
Copper(CMX) |
Dec11 |
111115 |
348.90 |
352.15 |
345.40 |
350.15 |
+1.35 |
41,296 |
41,596 |
-4,099 |
Mar12 |
111115 |
350.70 |
354.05 |
347.35 |
352.00 |
+1.30 |
14,768 |
54,606 |
+5,429 |
May12 |
111115 |
351.90 |
353.30 |
351.90 |
353.15 |
+1.25 |
1,426 |
15,542 |
+656 |
Jul12 |
111115 |
354.00 |
354.00 |
354.00 |
354.00 |
+1.30 |
569 |
5,657 |
+378 |
Sep12 |
111115 |
354.35 |
354.35 |
354.35 |
354.35 |
+1.30 |
134 |
2,219 |
+82 |
Total Volume and Open Interest |
59,095 |
131,167 |
+2,759 |
DJIA Index(CBOT) |
Dec11 |
111115 |
12055 |
12120 |
11918 |
12038 |
-22 |
171 |
16,407 |
-37 |
Mar12 |
111115 |
11971 |
11993 |
11971 |
11971 |
-22 |
1 |
403 |
+0 |
Jun12 |
111115 |
11904 |
11926 |
11904 |
11904 |
-22 |
0 |
400 |
+0 |
Sep12 |
111115 |
11841 |
11863 |
11841 |
11841 |
-22 |
|
|
|
Total Volume and Open Interest |
172 |
17,210 |
-37 |
E-mini DJIA Index(CBOT) |
Dec11 |
111115 |
12054 |
12129 |
11916 |
12038 |
-22 |
104,052 |
89,026 |
+5,523 |
Mar12 |
111115 |
11980 |
12010 |
11872 |
11971 |
-22 |
13 |
198 |
+7 |
Jun12 |
111115 |
12039 |
12039 |
11904 |
11904 |
-22 |
0 |
6 |
+0 |
Sep12 |
111115 |
11841 |
11841 |
11841 |
11841 |
-22 |
0 |
13 |
+0 |
Total Volume and Open Interest |
104,065 |
89,243 |
+5,530 |
S & P 500(CME) |
Dec11 |
111115 |
1251.70 |
1262.00 |
1234.00 |
1254.10 |
+1.70 |
14,458 |
282,727 |
+5,876 |
Mar12 |
111115 |
1245.00 |
1254.50 |
1236.50 |
1248.10 |
+1.60 |
128 |
13,855 |
+49 |
Jun12 |
111115 |
1243.10 |
1249.50 |
1231.50 |
1243.10 |
+1.60 |
0 |
1,589 |
+0 |
Sep12 |
111115 |
1237.80 |
1243.50 |
1225.50 |
1237.80 |
+2.30 |
0 |
2 |
+0 |
Total Volume and Open Interest |
14,586 |
298,283 |
+5,925 |
S & P 500 E-Mini(Globex) |
Dec11 |
111115 |
1251.50 |
1262.25 |
1234.00 |
1254.00 |
+1.50 |
1,603,127 |
2,910,203 |
+32,113 |
Mar12 |
111115 |
1245.50 |
1255.50 |
1228.75 |
1248.00 |
+1.50 |
3,545 |
27,589 |
+1,383 |
Total Volume and Open Interest |
1,606,675 |
2,939,229 |
+33,497 |
NASDAQ 100(CME) |
Dec11 |
111115 |
2343.00 |
2374.00 |
2310.30 |
2359.80 |
+16.80 |
2,294 |
31,441 |
+2,062 |
Mar12 |
111115 |
2355.50 |
2365.00 |
2330.00 |
2355.50 |
+16.70 |
0 |
50 |
+0 |
Jun12 |
111115 |
2352.50 |
2356.80 |
2352.50 |
2352.50 |
+16.70 |
|
|
|
Total Volume and Open Interest |
2,294 |
31,491 |
+2,062 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111115 |
2343.30 |
2374.00 |
2310.00 |
2359.80 |
+16.80 |
187,760 |
328,212 |
+3,919 |
Mar12 |
111115 |
2340.50 |
2369.00 |
2310.00 |
2355.50 |
+16.70 |
8 |
594 |
+0 |
Total Volume and Open Interest |
187,768 |
328,819 |
+3,919 |
S & P Midcap 400(CME) |
Dec11 |
111115 |
888.00 |
893.00 |
876.00 |
888.00 |
+3.50 |
291 |
5,473 |
-109 |
Mar12 |
111115 |
885.60 |
890.60 |
885.60 |
885.60 |
+3.50 |
|
|
|
Jun12 |
111115 |
883.60 |
888.60 |
883.60 |
883.60 |
+3.50 |
|
|
|
Total Volume and Open Interest |
291 |
5,473 |
-109 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111115 |
8550 |
8595 |
8500 |
8540 |
-40 |
4,596 |
28,968 |
-10 |
Mar12 |
111115 |
8560 |
8585 |
8545 |
8545 |
-40 |
43 |
57 |
+40 |
Total Volume and Open Interest |
4,639 |
29,025 |
+30 |
Nikkei 225(SGX) |
Dec11 |
111115 |
8630 |
8645 |
8535 |
8555 |
-70 |
112,343 |
231,935 |
-4,306 |
Mar12 |
111115 |
8620 |
8620 |
8530 |
8540 |
-75 |
3,872 |
16,208 |
+3,676 |
Jun12 |
111115 |
8465 |
8465 |
8465 |
8465 |
-75 |
0 |
19 |
+0 |
Total Volume and Open Interest |
116,290 |
253,430 |
-9,111 |
CAC 40(EURONEXT) |
Nov11 |
111115 |
3086.0 |
3097.5 |
3028.0 |
3049.0 |
-60.0 |
76,073 |
258,088 |
-7,759 |
Dec11 |
111115 |
3086.0 |
3094.0 |
3028.5 |
3047.0 |
-60.0 |
1,543 |
38,722 |
+910 |
Jan12 |
111115 |
3043.5 |
3043.5 |
3043.5 |
3043.5 |
-61.0 |
|
|
|
Total Volume and Open Interest |
77,616 |
296,822 |
-6,849 |
Hang Seng Index(HKFE) |
Nov11 |
111115 |
19380 |
19398 |
19193 |
19295 |
-211 |
77,094 |
79,904 |
-276 |
Dec11 |
111115 |
19438 |
19438 |
19188 |
19286 |
-220 |
1,292 |
11,666 |
+354 |
Total Volume and Open Interest |
78,773 |
93,747 |
+62 |
DAX(EUREX) |
Dec11 |
111115 |
5928.0 |
6018.0 |
5817.5 |
5949.5 |
-51.5 |
150,396 |
161,062 |
+1,429 |
Mar12 |
111115 |
5941.0 |
6018.0 |
5830.0 |
5960.5 |
-52.0 |
261 |
7,587 |
+86 |
Jun12 |
111115 |
5982.0 |
6024.5 |
5850.0 |
5978.0 |
-52.5 |
20 |
2,331 |
-4 |
Total Volume and Open Interest |
150,677 |
170,980 |
+1,511 |
FT-SE 100(EURONEXT) |
Dec11 |
111115 |
5501.00 |
5563.00 |
5415.50 |
5523.00 |
+16.50 |
96,165 |
627,491 |
-4,205 |
Mar12 |
111115 |
5471.00 |
5505.00 |
5397.00 |
5489.00 |
+16.50 |
79 |
4,187 |
+44 |
Jun12 |
111115 |
5452.00 |
5452.00 |
5452.00 |
5452.00 |
+17.00 |
0 |
500 |
+0 |
Total Volume and Open Interest |
96,244 |
632,178 |
-4,161 |
SPI 200(SFE) |
Dec11 |
111115 |
4323.0 |
4334.0 |
4273.0 |
4307.0 |
-20.0 |
35,917 |
205,044 |
+5,828 |
Mar12 |
111115 |
4287.0 |
4290.0 |
4281.0 |
4290.0 |
-19.0 |
34 |
2,882 |
+24 |
Jun12 |
111115 |
4297.0 |
4297.0 |
4297.0 |
4297.0 |
-22.0 |
51 |
1,370 |
+23 |
Total Volume and Open Interest |
36,627 |
213,002 |
+6,395 |
GSCI(CME) |
Dec11 |
111115 |
661.50 |
668.00 |
661.00 |
667.50 |
+7.25 |
1,774 |
7,985 |
+1,571 |
Jan12 |
111115 |
666.50 |
666.50 |
658.95 |
666.50 |
+7.50 |
|
|
|
Feb12 |
111115 |
666.50 |
666.50 |
666.50 |
666.50 |
|
|
|
|
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. |
|
|