|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue November 22, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
111122 |
1147.50 |
1155.75 |
1141.00 |
1153.00 |
+5.00 |
81,760 |
236,682 |
-2,686 |
Mar12 |
111122 |
1157.50 |
1165.50 |
1150.75 |
1162.75 |
+4.75 |
17,115 |
84,844 |
+727 |
May12 |
111122 |
1167.75 |
1174.75 |
1161.25 |
1172.00 |
+4.25 |
12,889 |
78,597 |
+1,050 |
Jul12 |
111122 |
1177.25 |
1183.75 |
1169.50 |
1180.75 |
+4.00 |
8,667 |
58,287 |
+158 |
Aug12 |
111122 |
1181.75 |
1181.75 |
1172.00 |
1180.00 |
+4.00 |
113 |
640 |
+36 |
Sep12 |
111122 |
1169.00 |
1172.50 |
1167.75 |
1172.50 |
+4.75 |
52 |
417 |
+1 |
Nov12 |
111122 |
1163.25 |
1171.00 |
1158.00 |
1169.00 |
+4.75 |
3,410 |
49,810 |
+102 |
Total Volume and Open Interest |
124,089 |
522,365 |
-574 |
Soybean Meal(CBOT) |
Dec11 |
111122 |
290.40 |
292.40 |
288.60 |
292.00 |
+2.40 |
36,131 |
47,442 |
-5,384 |
Jan12 |
111122 |
291.80 |
294.10 |
289.60 |
293.00 |
+1.70 |
26,073 |
50,359 |
+3,261 |
Mar12 |
111122 |
294.90 |
297.20 |
292.70 |
295.80 |
+1.40 |
9,547 |
34,627 |
+1,719 |
May12 |
111122 |
298.00 |
300.20 |
295.90 |
298.80 |
+1.30 |
6,119 |
26,792 |
+25 |
Jul12 |
111122 |
304.20 |
304.20 |
300.00 |
302.80 |
+1.30 |
3,619 |
21,912 |
+372 |
Aug12 |
111122 |
303.60 |
304.40 |
301.40 |
303.80 |
+1.30 |
602 |
4,286 |
+69 |
Sep12 |
111122 |
303.00 |
304.50 |
302.30 |
303.80 |
+1.10 |
277 |
4,541 |
+116 |
Oct12 |
111122 |
301.10 |
302.10 |
299.20 |
300.00 |
+0.80 |
99 |
2,960 |
+27 |
Total Volume and Open Interest |
83,359 |
210,477 |
+395 |
Soybean Oil(CBOT) |
Dec11 |
111122 |
49.96 |
50.78 |
49.63 |
50.78 |
+0.89 |
61,591 |
61,120 |
-3,681 |
Jan12 |
111122 |
50.13 |
51.05 |
49.87 |
51.03 |
+0.90 |
42,438 |
85,760 |
+1,883 |
Mar12 |
111122 |
50.54 |
51.43 |
50.27 |
51.43 |
+0.92 |
11,592 |
60,757 |
+1,791 |
May12 |
111122 |
50.86 |
51.76 |
50.59 |
51.76 |
+0.91 |
5,625 |
36,560 |
+381 |
Jul12 |
111122 |
51.16 |
52.06 |
50.95 |
52.06 |
+0.91 |
4,373 |
26,083 |
+741 |
Aug12 |
111122 |
51.45 |
52.16 |
51.40 |
52.16 |
+0.93 |
181 |
3,398 |
+51 |
Sep12 |
111122 |
51.25 |
52.18 |
51.25 |
52.18 |
+0.93 |
267 |
3,936 |
+116 |
Oct12 |
111122 |
51.46 |
52.00 |
51.17 |
52.00 |
+0.93 |
154 |
3,877 |
+77 |
Total Volume and Open Interest |
127,506 |
295,782 |
+1,380 |
Canola(WCE) |
Nov11 |
111114 |
517.9 |
517.9 |
517.9 |
517.9 |
+4.4 |
|
|
|
Jan12 |
111122 |
514.0 |
519.9 |
512.5 |
513.6 |
+1.1 |
7,951 |
88,563 |
-1,149 |
Mar12 |
111122 |
518.1 |
523.5 |
517.7 |
518.5 |
+0.4 |
2,819 |
32,469 |
+289 |
May12 |
111122 |
521.6 |
526.5 |
521.0 |
522.1 |
+0.7 |
1,712 |
14,739 |
+13 |
Jul12 |
111122 |
527.0 |
531.9 |
525.5 |
527.2 |
+0.1 |
1,663 |
8,612 |
+73 |
Total Volume and Open Interest |
15,240 |
157,266 |
-1,189 |
Corn(CBOT) |
Dec11 |
111122 |
598.25 |
601.50 |
594.25 |
599.00 |
+1.25 |
189,169 |
321,122 |
-22,345 |
Mar12 |
111122 |
605.25 |
608.50 |
601.50 |
605.75 |
+0.75 |
128,193 |
480,793 |
+10,127 |
May12 |
111122 |
612.50 |
615.00 |
608.25 |
612.25 |
+0.75 |
25,154 |
136,399 |
+2,544 |
Jul12 |
111122 |
615.50 |
618.75 |
611.75 |
615.75 |
+0.25 |
26,431 |
136,267 |
+3,540 |
Sep12 |
111122 |
571.00 |
573.00 |
568.00 |
569.75 |
+0.75 |
1,675 |
34,095 |
+283 |
Dec12 |
111122 |
550.00 |
553.50 |
546.50 |
549.00 |
-1.00 |
18,691 |
164,061 |
-703 |
Total Volume and Open Interest |
390,515 |
1,322,869 |
-5,911 |
Wheat(CBOT) |
Dec11 |
111122 |
592.25 |
597.00 |
586.00 |
594.00 |
+2.50 |
37,746 |
74,003 |
-7,780 |
Mar12 |
111122 |
609.00 |
613.25 |
601.00 |
603.00 |
-6.00 |
35,659 |
156,261 |
+5,706 |
May12 |
111122 |
627.50 |
632.00 |
619.50 |
621.25 |
-6.25 |
9,011 |
57,605 |
+464 |
Jul12 |
111122 |
641.25 |
645.75 |
632.75 |
635.25 |
-6.25 |
6,702 |
61,812 |
-194 |
Sep12 |
111122 |
659.75 |
664.75 |
653.00 |
654.50 |
-5.25 |
1,334 |
12,667 |
+283 |
Total Volume and Open Interest |
94,130 |
405,369 |
-667 |
Wheat(KCBT) |
Dec11 |
111122 |
666.75 |
671.00 |
654.75 |
661.00 |
-6.00 |
6,928 |
28,335 |
-2,640 |
Mar12 |
111122 |
678.00 |
682.25 |
665.75 |
670.00 |
-8.00 |
8,295 |
67,274 |
+800 |
May12 |
111122 |
689.25 |
690.50 |
674.75 |
678.00 |
-7.50 |
1,486 |
12,440 |
+129 |
Jul12 |
111122 |
694.00 |
698.25 |
682.50 |
684.50 |
-8.25 |
1,954 |
35,112 |
-206 |
Sep12 |
111122 |
710.75 |
712.00 |
697.75 |
698.75 |
-8.25 |
718 |
5,060 |
+414 |
Total Volume and Open Interest |
20,139 |
153,542 |
-1,147 |
Wheat(MGE) |
Dec11 |
111122 |
895.25 |
900.00 |
856.00 |
860.25 |
-36.25 |
1,237 |
5,615 |
-1,168 |
Mar12 |
111122 |
862.00 |
862.50 |
835.00 |
837.25 |
-25.25 |
3,393 |
18,588 |
-367 |
May12 |
111122 |
834.25 |
834.25 |
813.25 |
816.25 |
-18.00 |
813 |
6,172 |
-217 |
Jul12 |
111122 |
816.75 |
820.00 |
801.25 |
803.50 |
-14.75 |
558 |
8,002 |
-129 |
Sep12 |
111122 |
790.25 |
795.50 |
780.00 |
780.00 |
-13.50 |
324 |
3,246 |
+29 |
Total Volume and Open Interest |
6,560 |
44,760 |
-1,796 |
Oats(CBOT) |
Dec11 |
111122 |
300.25 |
305.00 |
300.25 |
303.50 |
+3.50 |
1,879 |
5,479 |
-953 |
Mar12 |
111122 |
297.50 |
301.00 |
291.75 |
294.50 |
-0.50 |
1,336 |
10,744 |
+497 |
May12 |
111122 |
300.00 |
300.50 |
296.75 |
298.50 |
-1.00 |
53 |
1,331 |
+17 |
Jul12 |
111122 |
301.00 |
305.00 |
298.50 |
303.50 |
-1.50 |
6 |
44 |
+3 |
Total Volume and Open Interest |
3,274 |
17,721 |
-436 |
Rough Rice(CBOT) |
Jan12 |
111122 |
14.45 |
14.57 |
14.22 |
14.31 |
-0.14 |
715 |
11,681 |
+93 |
Mar12 |
111122 |
14.82 |
14.87 |
14.50 |
14.60 |
-0.15 |
179 |
4,584 |
+64 |
May12 |
111122 |
15.03 |
15.03 |
14.85 |
14.88 |
-0.16 |
8 |
583 |
-2 |
Jul12 |
111122 |
15.31 |
15.31 |
15.12 |
15.15 |
-0.16 |
2 |
594 |
+1 |
Total Volume and Open Interest |
904 |
17,619 |
+156 |
Live Cattle(CME) |
Dec11 |
111122 |
120.180 |
121.500 |
120.000 |
121.450 |
+1.470 |
16,717 |
61,276 |
-2,367 |
Feb12 |
111122 |
122.000 |
123.400 |
121.785 |
123.300 |
+1.500 |
22,005 |
125,755 |
-1,628 |
Apr12 |
111122 |
126.230 |
127.200 |
125.885 |
127.000 |
+0.950 |
8,609 |
82,863 |
+1,194 |
Jun12 |
111122 |
125.135 |
126.100 |
124.900 |
125.950 |
+0.665 |
4,173 |
42,244 |
+699 |
Aug12 |
111122 |
125.180 |
126.350 |
125.135 |
126.330 |
+0.780 |
554 |
8,914 |
+139 |
Oct12 |
111122 |
127.535 |
128.700 |
127.535 |
128.700 |
+0.600 |
431 |
4,938 |
+40 |
Total Volume and Open Interest |
52,571 |
329,854 |
-1,920 |
Feeder Cattle(CME) |
Jan12 |
111122 |
146.185 |
147.450 |
146.000 |
147.035 |
+0.850 |
3,643 |
18,143 |
-131 |
Mar12 |
111122 |
148.100 |
149.200 |
147.735 |
148.825 |
+0.825 |
805 |
6,351 |
+85 |
Apr12 |
111122 |
149.235 |
150.200 |
149.235 |
149.950 |
+0.850 |
428 |
2,688 |
+100 |
May12 |
111122 |
149.200 |
150.450 |
149.200 |
150.300 |
+1.000 |
262 |
2,857 |
+24 |
Aug12 |
111122 |
150.500 |
151.850 |
150.350 |
151.850 |
+1.100 |
158 |
3,094 |
+29 |
Sep12 |
111122 |
150.550 |
152.000 |
150.500 |
152.000 |
+1.000 |
15 |
411 |
-1 |
Oct12 |
111122 |
151.500 |
151.985 |
151.500 |
151.800 |
+1.000 |
0 |
89 |
+0 |
Total Volume and Open Interest |
5,311 |
33,633 |
+106 |
Lean Hogs(CME) |
Dec11 |
111122 |
87.680 |
88.080 |
87.500 |
87.830 |
-0.120 |
10,177 |
31,468 |
-2,482 |
Feb12 |
111122 |
90.885 |
91.580 |
90.730 |
91.100 |
+0.100 |
14,123 |
87,091 |
+2,693 |
Apr12 |
111122 |
94.050 |
94.500 |
93.750 |
94.000 |
-0.050 |
4,061 |
59,782 |
+313 |
May12 |
111122 |
99.285 |
99.450 |
98.600 |
99.300 |
-0.100 |
33 |
2,175 |
+17 |
Jun12 |
111122 |
100.700 |
101.300 |
100.500 |
100.750 |
-0.285 |
5,497 |
38,499 |
+1,300 |
Jul12 |
111122 |
99.250 |
99.750 |
98.885 |
99.135 |
-0.165 |
383 |
10,006 |
+228 |
Aug12 |
111122 |
97.730 |
98.200 |
97.550 |
97.830 |
-0.100 |
1,040 |
12,361 |
+432 |
Oct12 |
111122 |
86.000 |
86.700 |
85.830 |
86.000 |
unch |
397 |
6,254 |
+218 |
Total Volume and Open Interest |
35,943 |
250,085 |
+2,854 |
Class III Milk(CME) |
Nov11 |
111122 |
19.10 |
19.12 |
19.07 |
19.11 |
-0.01 |
124 |
5,735 |
+166 |
Dec11 |
111122 |
18.60 |
18.65 |
18.22 |
18.32 |
-0.33 |
564 |
6,174 |
-85 |
Jan12 |
111122 |
17.49 |
17.65 |
17.20 |
17.31 |
-0.21 |
438 |
4,221 |
+119 |
Feb12 |
111122 |
16.90 |
17.00 |
16.75 |
16.83 |
-0.07 |
94 |
2,926 |
+40 |
Mar12 |
111122 |
16.89 |
16.89 |
16.78 |
16.78 |
-0.02 |
68 |
2,596 |
+36 |
Total Volume and Open Interest |
1,483 |
33,733 |
+434 |
Cocoa(ICE) |
Dec11 |
111122 |
2278 |
2314 |
2250 |
2250 |
-14 |
86 |
216 |
-52 |
Mar12 |
111122 |
2418 |
2466 |
2395 |
2421 |
+7 |
9,891 |
79,907 |
+81 |
May12 |
111122 |
2427 |
2474 |
2403 |
2429 |
+9 |
909 |
29,623 |
+107 |
Jul12 |
111122 |
2438 |
2485 |
2414 |
2443 |
+12 |
398 |
14,416 |
+115 |
Sep12 |
111122 |
2447 |
2492 |
2425 |
2451 |
+13 |
488 |
12,242 |
+42 |
Dec12 |
111122 |
2463 |
2500 |
2442 |
2464 |
+10 |
83 |
12,772 |
+14 |
Mar13 |
111122 |
2480 |
2494 |
2476 |
2476 |
+8 |
102 |
3,667 |
+13 |
Total Volume and Open Interest |
12,242 |
155,690 |
+518 |
Coffee "C"(ICE) |
Dec11 |
111122 |
233.50 |
233.80 |
230.85 |
232.90 |
+0.70 |
6,987 |
1,904 |
-3,908 |
Mar12 |
111122 |
237.10 |
237.90 |
234.60 |
236.90 |
-0.10 |
10,688 |
56,905 |
+1,385 |
May12 |
111122 |
239.85 |
240.05 |
237.00 |
239.10 |
-0.25 |
2,598 |
20,779 |
+320 |
Jul12 |
111122 |
241.95 |
241.95 |
239.10 |
240.95 |
-0.20 |
363 |
6,190 |
-2 |
Sep12 |
111122 |
242.20 |
242.20 |
239.85 |
241.60 |
-0.15 |
175 |
5,392 |
+50 |
Dec12 |
111122 |
242.50 |
242.50 |
240.85 |
241.90 |
-0.20 |
124 |
6,408 |
+4 |
Total Volume and Open Interest |
20,983 |
98,662 |
-2,166 |
Orange Juice(ICE) |
Jan12 |
111122 |
179.25 |
181.00 |
178.10 |
179.80 |
+1.25 |
1,370 |
19,812 |
+466 |
Mar12 |
111122 |
174.05 |
174.50 |
172.90 |
173.55 |
+1.10 |
340 |
5,332 |
+15 |
May12 |
111122 |
173.25 |
173.25 |
172.45 |
172.45 |
+1.15 |
25 |
1,689 |
+3 |
Jul12 |
111122 |
172.05 |
173.30 |
172.05 |
172.45 |
+0.95 |
17 |
391 |
+3 |
Sep12 |
111122 |
171.85 |
171.85 |
171.85 |
171.85 |
+0.95 |
0 |
53 |
+0 |
Nov12 |
111122 |
171.50 |
171.50 |
171.50 |
171.50 |
+0.95 |
0 |
8 |
+0 |
Total Volume and Open Interest |
1,752 |
27,291 |
+487 |
Sugar #11(ICE) |
Mar12 |
111122 |
24.28 |
24.28 |
23.33 |
23.44 |
-0.65 |
35,510 |
216,447 |
+3,692 |
May12 |
111122 |
23.79 |
23.79 |
22.96 |
23.02 |
-0.56 |
10,954 |
85,298 |
+133 |
Jul12 |
111122 |
23.26 |
23.33 |
22.63 |
22.69 |
-0.50 |
6,718 |
83,555 |
+39 |
Oct12 |
111122 |
23.30 |
23.30 |
22.71 |
22.77 |
-0.43 |
3,597 |
45,080 |
-99 |
Mar13 |
111122 |
23.61 |
23.62 |
23.05 |
23.14 |
-0.40 |
1,154 |
30,705 |
-64 |
Total Volume and Open Interest |
59,067 |
499,113 |
+4,542 |
London Cocoa(LCE) |
Dec11 |
111122 |
1516 |
1541 |
1496 |
1510 |
-4 |
1,835 |
70,227 |
-763 |
Mar12 |
111122 |
1540 |
1572 |
1525 |
1540 |
-1 |
9,595 |
62,751 |
+1,470 |
May12 |
111122 |
1555 |
1587 |
1541 |
1554 |
-3 |
1,144 |
19,608 |
+83 |
Jul12 |
111122 |
1569 |
1599 |
1557 |
1569 |
-2 |
419 |
23,616 |
+18 |
Sep12 |
111122 |
1580 |
1606 |
1566 |
1579 |
-3 |
719 |
15,944 |
+251 |
Dec12 |
111122 |
1588 |
1611 |
1580 |
1593 |
+2 |
276 |
12,257 |
+6 |
Mar13 |
111122 |
1601 |
1626 |
1591 |
1608 |
+6 |
3,288 |
5,793 |
+2,637 |
Total Volume and Open Interest |
17,792 |
212,609 |
+4,208 |
London Sugar(LCE) |
Mar12 |
111122 |
628.00 |
629.90 |
610.30 |
613.90 |
-10.80 |
3,411 |
22,394 |
+739 |
May12 |
111122 |
617.80 |
618.20 |
600.50 |
604.10 |
-9.70 |
830 |
6,974 |
-188 |
Aug12 |
111122 |
609.80 |
609.80 |
593.20 |
596.50 |
-9.70 |
1,524 |
6,729 |
+886 |
Oct12 |
111122 |
607.80 |
607.80 |
593.10 |
596.10 |
-8.90 |
630 |
3,088 |
+95 |
Dec12 |
111122 |
607.10 |
610.10 |
596.30 |
600.80 |
-7.40 |
96 |
1,035 |
+9 |
Total Volume and Open Interest |
6,492 |
41,123 |
+1,541 |
Cotton(ICE) |
Dec11 |
111122 |
90.70 |
90.75 |
87.50 |
89.95 |
-0.86 |
5,294 |
7,068 |
-3,088 |
Mar12 |
111122 |
90.76 |
92.10 |
89.33 |
91.12 |
+0.71 |
16,397 |
88,730 |
+2,024 |
May12 |
111122 |
91.50 |
92.40 |
89.85 |
91.62 |
+0.92 |
2,674 |
16,997 |
-138 |
Jul12 |
111122 |
91.74 |
92.84 |
90.40 |
92.03 |
+1.10 |
1,184 |
17,557 |
-99 |
Oct12 |
111122 |
91.00 |
93.13 |
91.00 |
93.13 |
+1.05 |
2 |
87 |
+2 |
Dec12 |
111122 |
90.30 |
91.50 |
89.00 |
90.69 |
+1.06 |
128 |
6,482 |
+50 |
Total Volume and Open Interest |
25,679 |
138,160 |
-1,249 |
Lumber(CME) |
Jan12 |
111122 |
244.5 |
246.0 |
238.8 |
241.6 |
-4.9 |
871 |
6,548 |
-271 |
Mar12 |
111122 |
260.3 |
263.7 |
256.2 |
259.8 |
-4.1 |
434 |
2,193 |
+167 |
May12 |
111122 |
270.3 |
273.3 |
267.0 |
268.9 |
-5.1 |
320 |
395 |
+137 |
Jul12 |
111122 |
274.5 |
276.0 |
274.5 |
276.0 |
-3.0 |
169 |
220 |
+86 |
Total Volume and Open Interest |
1,858 |
9,456 |
+180 |
Crude Oil(NYM) |
Dec11 |
111118 |
98.61 |
100.15 |
96.64 |
97.41 |
-1.41 |
379,612 |
81,174 |
-28,056 |
Jan12 |
111122 |
97.20 |
98.70 |
96.55 |
98.01 |
+1.09 |
341,638 |
331,603 |
-2,535 |
Feb12 |
111122 |
97.10 |
98.82 |
96.63 |
98.19 |
+1.20 |
71,851 |
78,828 |
-2,481 |
Mar12 |
111122 |
97.01 |
98.91 |
96.95 |
98.36 |
+1.30 |
44,239 |
95,480 |
-114 |
Apr12 |
111122 |
97.01 |
98.88 |
96.80 |
98.46 |
+1.37 |
18,204 |
39,315 |
+287 |
May12 |
111122 |
97.40 |
98.98 |
97.27 |
98.51 |
+1.43 |
15,556 |
36,413 |
+625 |
Jun12 |
111122 |
97.39 |
98.86 |
96.86 |
98.47 |
+1.47 |
45,191 |
73,194 |
-1,752 |
Jul12 |
111122 |
97.32 |
98.50 |
97.13 |
98.33 |
+1.48 |
12,701 |
35,004 |
-393 |
Aug12 |
111122 |
98.15 |
98.15 |
97.80 |
98.14 |
+1.49 |
6,529 |
23,336 |
+447 |
Sep12 |
111122 |
97.45 |
98.20 |
97.45 |
97.94 |
+1.50 |
7,223 |
27,371 |
-200 |
Oct12 |
111122 |
96.91 |
97.74 |
96.91 |
97.74 |
+1.49 |
4,347 |
24,719 |
-218 |
Nov12 |
111122 |
97.32 |
97.58 |
97.32 |
97.58 |
+1.48 |
3,679 |
25,575 |
-170 |
Dec12 |
111122 |
96.24 |
97.80 |
95.60 |
97.40 |
+1.47 |
33,838 |
163,692 |
-1,388 |
Jan13 |
111122 |
97.09 |
97.09 |
97.09 |
97.09 |
+1.47 |
1,597 |
29,610 |
-272 |
Feb13 |
111122 |
96.74 |
96.74 |
96.74 |
96.74 |
+1.47 |
759 |
11,272 |
-86 |
Mar13 |
111122 |
96.39 |
96.39 |
96.39 |
96.39 |
+1.47 |
1,241 |
9,148 |
+343 |
Total Volume and Open Interest |
637,590 |
1,260,127 |
-47,389 |
e-miNY Crude Oil(NYM) |
Nov11 |
111019 |
88.200 |
89.500 |
86.100 |
86.100 |
-2.250 |
5,853 |
2,683 |
-142 |
Dec11 |
111117 |
101.675 |
103.375 |
98.375 |
98.825 |
-3.775 |
7,409 |
2,981 |
+164 |
Jan12 |
111122 |
97.125 |
98.700 |
96.525 |
98.000 |
+1.075 |
11,106 |
1,921 |
+236 |
Feb12 |
111122 |
96.825 |
98.775 |
96.750 |
98.200 |
+1.200 |
280 |
240 |
+27 |
Mar12 |
111122 |
96.975 |
98.725 |
96.975 |
98.350 |
+1.300 |
134 |
112 |
+10 |
Apr12 |
111122 |
98.450 |
98.450 |
98.450 |
98.450 |
+1.350 |
5 |
23 |
+0 |
May12 |
111122 |
98.500 |
98.500 |
98.500 |
98.500 |
+1.425 |
4 |
6 |
-1 |
Jun12 |
111122 |
98.475 |
98.475 |
98.475 |
98.475 |
+1.475 |
9 |
19 |
+5 |
Jul12 |
111122 |
98.325 |
98.325 |
98.325 |
98.325 |
+1.475 |
0 |
4 |
+0 |
Aug12 |
111122 |
98.150 |
98.150 |
98.150 |
98.150 |
+1.500 |
0 |
5 |
+0 |
Total Volume and Open Interest |
11,538 |
2,553 |
+277 |
Heating Oil(NYM) |
Dec11 |
111122 |
298.43 |
303.80 |
297.40 |
303.46 |
+4.03 |
48,111 |
50,747 |
-6,530 |
Jan12 |
111122 |
299.39 |
304.94 |
298.45 |
304.65 |
+4.22 |
46,909 |
81,760 |
+3,668 |
Feb12 |
111122 |
300.04 |
305.17 |
299.37 |
304.91 |
+4.41 |
17,668 |
34,460 |
+956 |
Mar12 |
111122 |
299.00 |
304.18 |
298.72 |
304.08 |
+4.59 |
10,440 |
28,341 |
+464 |
Apr12 |
111122 |
297.25 |
301.89 |
297.25 |
301.87 |
+4.71 |
5,885 |
16,076 |
-501 |
May12 |
111122 |
293.77 |
299.59 |
293.77 |
299.59 |
+4.88 |
3,549 |
12,831 |
-154 |
Jun12 |
111122 |
292.59 |
298.57 |
292.59 |
298.45 |
+4.86 |
10,001 |
31,345 |
-120 |
Jul12 |
111122 |
294.86 |
298.42 |
294.11 |
298.42 |
+4.86 |
1,174 |
8,034 |
-37 |
Aug12 |
111122 |
295.12 |
298.57 |
294.73 |
298.57 |
+4.86 |
565 |
4,415 |
+115 |
Sep12 |
111122 |
297.77 |
299.12 |
297.36 |
299.12 |
+4.87 |
537 |
5,078 |
-59 |
Oct12 |
111122 |
299.90 |
299.90 |
299.52 |
299.90 |
+4.86 |
507 |
2,364 |
-66 |
Nov12 |
111122 |
300.67 |
300.67 |
300.67 |
300.67 |
+4.82 |
91 |
1,536 |
-17 |
Total Volume and Open Interest |
147,198 |
297,128 |
-2,319 |
Gasoline(NYMEX) |
Dec11 |
111122 |
249.30 |
256.50 |
248.50 |
256.18 |
+7.28 |
35,473 |
43,482 |
-5,102 |
Jan12 |
111122 |
250.41 |
256.81 |
249.26 |
256.50 |
+6.63 |
41,641 |
82,315 |
+2,192 |
Feb12 |
111122 |
250.57 |
257.55 |
250.57 |
257.36 |
+6.40 |
14,446 |
26,203 |
-41 |
Mar12 |
111122 |
253.88 |
259.11 |
253.88 |
258.88 |
+6.21 |
9,860 |
27,978 |
-53 |
Apr12 |
111122 |
266.48 |
273.03 |
266.48 |
272.93 |
+5.69 |
8,191 |
22,724 |
-90 |
May12 |
111122 |
269.69 |
272.74 |
268.48 |
272.74 |
+5.60 |
5,927 |
15,798 |
+573 |
Jun12 |
111122 |
264.20 |
271.14 |
264.20 |
270.66 |
+5.46 |
5,611 |
22,564 |
+1,101 |
Jul12 |
111122 |
267.38 |
268.07 |
265.50 |
268.07 |
+5.27 |
2,218 |
7,044 |
+717 |
Aug12 |
111122 |
264.14 |
265.39 |
264.00 |
265.39 |
+5.10 |
1,113 |
8,197 |
+60 |
Sep12 |
111122 |
261.00 |
262.72 |
261.00 |
262.72 |
+5.07 |
640 |
6,922 |
+54 |
Total Volume and Open Interest |
126,355 |
284,038 |
-737 |
e-miNY RBOB Gasoline(NYM) |
Dec11 |
111122 |
256.20 |
256.20 |
256.18 |
256.20 |
+7.30 |
|
|
|
Jan12 |
111122 |
256.50 |
256.50 |
256.50 |
256.50 |
+6.60 |
0 |
1 |
+0 |
Feb12 |
111122 |
257.40 |
257.40 |
257.36 |
257.40 |
+6.40 |
0 |
1 |
+0 |
Mar12 |
111122 |
258.90 |
258.90 |
258.88 |
258.90 |
+6.20 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Dec11 |
111122 |
3.404 |
3.455 |
3.362 |
3.415 |
+0.016 |
148,707 |
75,705 |
-5,379 |
Jan12 |
111122 |
3.568 |
3.600 |
3.510 |
3.561 |
+0.003 |
98,591 |
292,169 |
-1,364 |
Feb12 |
111122 |
3.576 |
3.614 |
3.534 |
3.578 |
+0.005 |
33,653 |
85,312 |
-874 |
Mar12 |
111122 |
3.576 |
3.607 |
3.531 |
3.571 |
+0.004 |
26,830 |
107,430 |
+2,069 |
Apr12 |
111122 |
3.608 |
3.645 |
3.562 |
3.607 |
+0.003 |
27,239 |
101,625 |
+659 |
May12 |
111122 |
3.647 |
3.686 |
3.620 |
3.653 |
+0.005 |
7,976 |
43,826 |
+50 |
Jun12 |
111122 |
3.694 |
3.721 |
3.664 |
3.700 |
+0.005 |
6,810 |
20,391 |
+35 |
Jul12 |
111122 |
3.773 |
3.775 |
3.718 |
3.751 |
+0.006 |
3,068 |
18,890 |
+98 |
Aug12 |
111122 |
3.794 |
3.800 |
3.744 |
3.777 |
+0.006 |
2,168 |
15,924 |
-180 |
Sep12 |
111122 |
3.794 |
3.805 |
3.750 |
3.777 |
+0.006 |
1,913 |
12,335 |
+218 |
Oct12 |
111122 |
3.800 |
3.850 |
3.773 |
3.812 |
+0.006 |
9,291 |
55,821 |
+215 |
Nov12 |
111122 |
3.953 |
3.964 |
3.922 |
3.947 |
+0.001 |
3,185 |
22,411 |
+40 |
Dec12 |
111122 |
4.227 |
4.255 |
4.200 |
4.225 |
-0.006 |
3,250 |
23,342 |
+345 |
Jan13 |
111122 |
4.362 |
4.376 |
4.327 |
4.354 |
-0.008 |
4,471 |
29,853 |
-106 |
Feb13 |
111122 |
4.341 |
4.343 |
4.324 |
4.342 |
-0.008 |
123 |
6,192 |
+50 |
Mar13 |
111122 |
4.293 |
4.299 |
4.279 |
4.296 |
-0.008 |
861 |
13,673 |
+76 |
Total Volume and Open Interest |
381,947 |
1,001,621 |
-2,994 |
Brent Crude Oil(ICE) |
Jan12 |
111122 |
106.62 |
109.45 |
106.62 |
109.03 |
+2.15 |
207,453 |
192,414 |
-4,834 |
Feb12 |
111122 |
106.50 |
109.11 |
106.50 |
108.65 |
+1.99 |
76,455 |
157,183 |
-3,828 |
Mar12 |
111122 |
106.21 |
108.71 |
106.21 |
108.27 |
+1.89 |
43,706 |
95,164 |
-810 |
Apr12 |
111122 |
106.00 |
108.46 |
106.00 |
107.99 |
+1.83 |
22,976 |
38,193 |
+48 |
May12 |
111122 |
105.95 |
108.24 |
105.94 |
107.77 |
+1.84 |
14,337 |
22,063 |
-170 |
Jun12 |
111122 |
105.70 |
107.99 |
105.65 |
107.52 |
+1.86 |
30,528 |
67,436 |
-1,562 |
Jul12 |
111122 |
105.85 |
107.75 |
105.62 |
107.27 |
+1.86 |
7,367 |
20,076 |
+771 |
Aug12 |
111122 |
105.57 |
107.48 |
105.34 |
106.99 |
+1.84 |
3,781 |
24,083 |
-504 |
Sep12 |
111122 |
105.21 |
107.10 |
104.96 |
106.61 |
+1.83 |
4,223 |
28,021 |
-381 |
Oct12 |
111122 |
106.25 |
106.25 |
106.25 |
106.25 |
+1.81 |
3,376 |
12,803 |
+103 |
Nov12 |
111122 |
105.90 |
105.90 |
105.90 |
105.90 |
+1.80 |
3,393 |
17,867 |
-732 |
Dec12 |
111122 |
103.73 |
106.03 |
103.70 |
105.52 |
+1.79 |
29,184 |
97,987 |
-3,538 |
Jan13 |
111122 |
105.20 |
105.20 |
105.20 |
105.20 |
+1.77 |
1,003 |
9,642 |
-10 |
Feb13 |
111122 |
104.83 |
104.83 |
104.83 |
104.83 |
+1.76 |
444 |
5,236 |
+75 |
Total Volume and Open Interest |
461,544 |
945,265 |
-15,673 |
Gas Oil(ICE) |
Dec11 |
111122 |
947.25 |
964.00 |
944.75 |
952.00 |
+2.50 |
72,055 |
128,389 |
-1,557 |
Jan12 |
111122 |
938.75 |
956.25 |
936.50 |
944.25 |
+3.50 |
72,532 |
107,328 |
+1,114 |
Feb12 |
111122 |
932.75 |
950.50 |
931.75 |
938.75 |
+4.50 |
23,990 |
47,130 |
-1,567 |
Mar12 |
111122 |
927.75 |
945.75 |
927.75 |
934.50 |
+5.50 |
13,188 |
39,257 |
+580 |
Apr12 |
111122 |
924.50 |
941.25 |
924.50 |
931.00 |
+6.25 |
8,916 |
22,458 |
+671 |
May12 |
111122 |
922.25 |
939.00 |
922.25 |
928.50 |
+6.50 |
6,334 |
23,618 |
-153 |
Jun12 |
111122 |
922.25 |
940.00 |
922.25 |
928.25 |
+6.75 |
13,626 |
52,947 |
-1,363 |
Jul12 |
111122 |
929.25 |
939.25 |
927.50 |
929.25 |
+7.00 |
3,614 |
16,543 |
-107 |
Aug12 |
111122 |
931.00 |
938.50 |
928.25 |
930.00 |
+7.00 |
1,848 |
12,102 |
+324 |
Sep12 |
111122 |
930.50 |
939.50 |
928.00 |
929.75 |
+7.25 |
1,334 |
12,088 |
+100 |
Total Volume and Open Interest |
227,438 |
553,219 |
-3,398 |
Ethanol(CBOT) |
Nov11 |
111103 |
2.806 |
2.845 |
2.790 |
2.790 |
+0.004 |
130 |
244 |
-76 |
Dec11 |
111122 |
2.555 |
2.570 |
2.548 |
2.556 |
+0.012 |
186 |
659 |
+93 |
Jan12 |
111122 |
2.307 |
2.310 |
2.300 |
2.305 |
+0.003 |
212 |
1,901 |
-12 |
Feb12 |
111122 |
2.214 |
2.226 |
2.205 |
2.209 |
-0.005 |
304 |
1,219 |
-33 |
Mar12 |
111122 |
2.210 |
2.215 |
2.205 |
2.213 |
-0.001 |
467 |
1,242 |
-54 |
Apr12 |
111122 |
2.210 |
2.217 |
2.210 |
2.214 |
-0.007 |
174 |
663 |
-50 |
May12 |
111122 |
2.231 |
2.231 |
2.224 |
2.224 |
-0.007 |
7 |
753 |
+7 |
Jun12 |
111122 |
2.237 |
2.237 |
2.237 |
2.237 |
+0.004 |
41 |
597 |
+18 |
Total Volume and Open Interest |
1,603 |
10,883 |
+53 |
WTI Crude Oil(ICE) |
Jan12 |
111122 |
96.94 |
98.70 |
96.54 |
98.01 |
+1.09 |
79,539 |
67,263 |
-1,772 |
Feb12 |
111122 |
97.13 |
98.82 |
96.75 |
98.19 |
+1.20 |
17,532 |
46,695 |
+2,039 |
Mar12 |
111122 |
97.18 |
98.91 |
96.94 |
98.36 |
+1.30 |
15,366 |
31,102 |
-1,294 |
Apr12 |
111122 |
98.28 |
98.89 |
97.33 |
98.46 |
+1.37 |
8,575 |
17,110 |
+2,581 |
May12 |
111122 |
98.03 |
98.93 |
97.45 |
98.51 |
+1.43 |
7,020 |
10,305 |
-173 |
Jun12 |
111122 |
97.48 |
98.86 |
97.24 |
98.47 |
+1.47 |
15,832 |
42,429 |
+361 |
Jul12 |
111122 |
97.55 |
98.48 |
97.55 |
98.33 |
+1.48 |
4,214 |
9,309 |
-252 |
Aug12 |
111122 |
97.33 |
98.29 |
97.09 |
98.14 |
+1.49 |
2,113 |
5,811 |
-154 |
Sep12 |
111122 |
98.06 |
98.13 |
96.90 |
97.94 |
+1.50 |
1,504 |
10,865 |
+29 |
Oct12 |
111122 |
97.74 |
97.74 |
97.74 |
97.74 |
+1.49 |
1,115 |
4,677 |
+181 |
Nov12 |
111122 |
97.58 |
97.58 |
97.58 |
97.58 |
+1.48 |
876 |
4,022 |
+164 |
Dec12 |
111122 |
95.61 |
97.76 |
95.54 |
97.40 |
+1.47 |
13,301 |
59,494 |
+2,704 |
Jan13 |
111122 |
97.09 |
97.09 |
97.09 |
97.09 |
+1.47 |
232 |
2,438 |
+219 |
Feb13 |
111122 |
96.74 |
96.74 |
96.74 |
96.74 |
+1.47 |
2 |
640 |
-1 |
Mar13 |
111122 |
96.39 |
96.39 |
96.39 |
96.39 |
+1.47 |
0 |
1,564 |
+0 |
Apr13 |
111122 |
96.07 |
96.07 |
96.07 |
96.07 |
+1.48 |
0 |
389 |
+0 |
Total Volume and Open Interest |
172,346 |
408,075 |
+4,072 |
US Dollar Index(ICE) |
Dec11 |
111122 |
78.460 |
78.610 |
78.160 |
78.435 |
-0.028 |
25,826 |
53,804 |
-872 |
Mar12 |
111122 |
78.980 |
78.980 |
78.545 |
78.815 |
-0.027 |
14 |
688 |
+4 |
Jun12 |
111122 |
79.235 |
79.235 |
79.235 |
79.235 |
-0.027 |
|
|
|
Total Volume and Open Interest |
25,840 |
54,492 |
-868 |
Australian Dollar(CME) |
Dec11 |
111122 |
98.05 |
98.69 |
97.82 |
98.08 |
+0.08 |
114,669 |
132,387 |
-643 |
Mar12 |
111122 |
97.33 |
97.65 |
96.98 |
97.15 |
+0.09 |
78 |
999 |
+1 |
Jun12 |
111122 |
96.46 |
96.46 |
96.42 |
96.46 |
+0.04 |
0 |
35 |
+0 |
Total Volume and Open Interest |
114,747 |
133,548 |
-642 |
British Pound(CME) |
Dec11 |
111122 |
156.42 |
156.88 |
155.77 |
156.21 |
-0.20 |
78,187 |
156,873 |
-76 |
Mar12 |
111122 |
156.20 |
156.47 |
155.61 |
156.06 |
-0.20 |
75 |
377 |
-3 |
Jun12 |
111122 |
155.91 |
156.13 |
155.91 |
155.91 |
-0.22 |
0 |
3 |
+0 |
Total Volume and Open Interest |
78,262 |
157,258 |
-79 |
Canadian Dollar(CME) |
Dec11 |
111122 |
96.18 |
96.59 |
95.97 |
96.35 |
+0.10 |
66,544 |
121,032 |
+441 |
Mar12 |
111122 |
96.03 |
96.42 |
95.87 |
96.20 |
+0.10 |
221 |
4,226 |
+58 |
Jun12 |
111122 |
96.06 |
96.26 |
95.80 |
96.13 |
+0.09 |
4 |
1,132 |
+1 |
Sep12 |
111122 |
95.80 |
96.28 |
95.80 |
96.11 |
+0.11 |
5 |
714 |
+0 |
Total Volume and Open Interest |
66,774 |
127,237 |
+500 |
Japanese Yen(CME) |
Dec11 |
111122 |
130.09 |
130.20 |
129.34 |
129.97 |
-0.07 |
80,848 |
146,760 |
+3,244 |
Mar12 |
111122 |
130.33 |
130.51 |
129.87 |
130.32 |
-0.10 |
109 |
1,063 |
+29 |
Jun12 |
111122 |
130.72 |
130.83 |
130.72 |
130.72 |
-0.11 |
0 |
25 |
+0 |
Total Volume and Open Interest |
80,958 |
147,853 |
+3,274 |
Swiss Franc(CME) |
Dec11 |
111122 |
109.09 |
109.83 |
108.90 |
109.35 |
+0.23 |
23,355 |
30,282 |
+466 |
Mar12 |
111122 |
109.58 |
109.58 |
109.37 |
109.58 |
+0.21 |
16 |
643 |
-2 |
Jun12 |
111122 |
109.90 |
109.90 |
109.70 |
109.90 |
+0.20 |
0 |
5 |
+0 |
Total Volume and Open Interest |
23,371 |
30,934 |
+464 |
EuroFX(CME) |
Dec11 |
111122 |
134.88 |
135.69 |
134.68 |
135.06 |
+0.10 |
288,299 |
253,690 |
+5,810 |
Mar12 |
111122 |
135.08 |
135.76 |
134.91 |
135.22 |
+0.10 |
771 |
6,847 |
+258 |
Jun12 |
111122 |
135.16 |
135.43 |
135.01 |
135.33 |
+0.09 |
14 |
973 |
+13 |
Total Volume and Open Interest |
289,084 |
261,528 |
+6,081 |
Mexican Peso(CME) |
Dec11 |
111122 |
711.8 |
717.2 |
708.2 |
715.0 |
+3.0 |
37,084 |
75,052 |
-7,730 |
Jan12 |
111122 |
713.5 |
713.5 |
710.5 |
713.5 |
+3.0 |
0 |
95 |
+0 |
Total Volume and Open Interest |
50,784 |
116,996 |
+5,470 |
Brazilian Real(CME) |
Dec11 |
111122 |
552.95 |
553.55 |
546.20 |
553.00 |
+2.00 |
41 |
4,131 |
-3 |
Jan12 |
111122 |
549.60 |
549.60 |
549.60 |
549.60 |
+2.00 |
0 |
10,149 |
+0 |
Feb12 |
111122 |
546.15 |
546.15 |
546.15 |
546.15 |
+2.00 |
|
|
|
Mar12 |
111122 |
542.75 |
542.75 |
542.75 |
542.75 |
+2.00 |
0 |
34 |
+0 |
Total Volume and Open Interest |
41 |
29,645 |
-3 |
30-Year T-Bonds(CBOT) |
Dec11 |
111122 |
143~200 |
144~150 |
143~010 |
144~030 |
+0~160 |
291,572 |
616,423 |
-9,999 |
Mar12 |
111122 |
143~150 |
144~100 |
142~280 |
143~290 |
+0~170 |
17,975 |
25,320 |
+7,983 |
Jun12 |
111122 |
142~230 |
142~230 |
142~060 |
142~230 |
+0~170 |
0 |
6 |
+0 |
Total Volume and Open Interest |
309,547 |
641,749 |
-2,016 |
10-Year T-Notes(CBOT) |
Dec11 |
111122 |
130~210 |
130~280 |
130~105 |
130~255 |
+0~070 |
870,981 |
1,418,787 |
-38,672 |
Mar12 |
111122 |
130~000 |
130~065 |
129~220 |
130~040 |
+0~075 |
9,493 |
45,955 |
+3,736 |
Jun12 |
111122 |
129~040 |
129~040 |
128~285 |
129~040 |
+0~075 |
|
|
|
Total Volume and Open Interest |
880,474 |
1,464,742 |
-34,936 |
5-Year T-Notes(CBOT) |
Dec11 |
111122 |
123~008 |
123~124 |
122~120 |
123~020 |
+0~018 |
426,725 |
1,237,738 |
-27,186 |
Mar12 |
111122 |
122~090 |
122~105 |
122~075 |
122~102 |
+0~016 |
3,733 |
24,800 |
+679 |
Jun12 |
111122 |
121~126 |
121~126 |
121~110 |
121~126 |
+0~016 |
|
|
|
Total Volume and Open Interest |
430,458 |
1,262,538 |
-26,507 |
2 Year T-Notes(CBOT) |
Dec11 |
111122 |
110~022 |
110~026 |
110~021 |
110~025 |
+0~005 |
186,688 |
711,430 |
-13,247 |
Mar12 |
111122 |
110~026 |
110~030 |
110~024 |
110~029 |
+0~005 |
8,699 |
22,897 |
+4,522 |
Jun12 |
111122 |
109~125 |
109~125 |
109~120 |
109~125 |
+0~005 |
|
|
|
Total Volume and Open Interest |
195,387 |
734,327 |
-8,725 |
Eurodollars(CME) |
Dec11 |
111122 |
99.332 |
99.382 |
99.330 |
99.365 |
+0.040 |
263,628 |
1,067,264 |
-15,749 |
Mar12 |
111122 |
99.190 |
99.240 |
99.180 |
99.205 |
+0.030 |
350,468 |
964,077 |
-19,081 |
Jun12 |
111122 |
99.175 |
99.205 |
99.155 |
99.175 |
+0.025 |
307,351 |
1,166,231 |
-2,474 |
Sep12 |
111122 |
99.170 |
99.200 |
99.155 |
99.180 |
+0.030 |
229,024 |
759,282 |
+1,550 |
Dec12 |
111122 |
99.175 |
99.200 |
99.165 |
99.190 |
+0.030 |
185,183 |
799,373 |
-8,699 |
Mar13 |
111122 |
99.180 |
99.205 |
99.170 |
99.200 |
+0.035 |
178,447 |
806,301 |
+12,759 |
Jun13 |
111122 |
99.160 |
99.195 |
99.155 |
99.185 |
+0.035 |
125,356 |
568,497 |
-3,837 |
Sep13 |
111122 |
99.125 |
99.160 |
99.115 |
99.145 |
+0.035 |
116,950 |
457,723 |
-3,261 |
Dec13 |
111122 |
99.040 |
99.075 |
99.030 |
99.060 |
+0.030 |
91,793 |
482,224 |
-1,074 |
Mar14 |
111122 |
98.935 |
98.975 |
98.920 |
98.955 |
+0.030 |
73,410 |
336,899 |
+63 |
Jun14 |
111122 |
98.790 |
98.830 |
98.770 |
98.810 |
+0.025 |
73,025 |
290,072 |
+8,012 |
Sep14 |
111122 |
98.630 |
98.670 |
98.610 |
98.655 |
+0.025 |
45,209 |
185,635 |
-1,090 |
Dec14 |
111122 |
98.465 |
98.500 |
98.440 |
98.485 |
+0.020 |
25,254 |
172,233 |
+672 |
Mar15 |
111122 |
98.305 |
98.340 |
98.280 |
98.325 |
+0.015 |
18,220 |
117,635 |
+197 |
Jun15 |
111122 |
6.395 |
6.435 |
6.370 |
6.415 |
+0.015 |
18,016 |
110,411 |
+1,401 |
Sep15 |
111122 |
6.235 |
6.270 |
6.200 |
6.250 |
+0.015 |
16,067 |
80,830 |
+153 |
Dec15 |
111122 |
6.045 |
6.095 |
6.015 |
6.070 |
+0.015 |
7,922 |
48,003 |
+182 |
Mar16 |
111122 |
5.905 |
5.955 |
5.865 |
5.925 |
+0.015 |
8,401 |
46,684 |
+870 |
Total Volume and Open Interest |
2,148,501 |
8,652,962 |
-28,852 |
30 Day Federal Funds(CBOT) |
Nov11 |
111122 |
99.918 |
99.918 |
99.915 |
99.915 |
unch |
830 |
65,835 |
-16 |
Dec11 |
111122 |
99.905 |
99.910 |
99.905 |
99.910 |
unch |
8,710 |
62,081 |
-611 |
Jan12 |
111122 |
99.895 |
99.895 |
99.890 |
99.895 |
unch |
2,770 |
59,825 |
+642 |
Feb12 |
111122 |
99.885 |
99.890 |
99.880 |
99.890 |
unch |
1,196 |
47,109 |
-174 |
Mar12 |
111122 |
99.880 |
99.885 |
99.870 |
99.885 |
+0.005 |
2,017 |
30,746 |
+173 |
Apr12 |
111122 |
99.875 |
99.880 |
99.870 |
99.880 |
unch |
1,988 |
36,520 |
-177 |
Total Volume and Open Interest |
38,781 |
597,090 |
-1,879 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111122 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
327 |
+0 |
Mar12 |
111122 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
0 |
300 |
+0 |
Jun12 |
111122 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Sep12 |
111122 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Dec12 |
111122 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
111122 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Jun13 |
111122 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Sep13 |
111122 |
99.475 |
99.475 |
99.475 |
99.475 |
unch |
|
|
|
Dec13 |
111122 |
99.335 |
99.335 |
99.335 |
99.335 |
unch |
|
|
|
Mar14 |
111122 |
99.195 |
99.195 |
99.195 |
99.195 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
627 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111122 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
570 |
4,445 |
-3 |
Mar12 |
111122 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
570 |
1,937 |
-17 |
Jun12 |
111122 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
80 |
1,470 |
+0 |
Sep12 |
111122 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
711 |
+0 |
Dec12 |
111122 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
42 |
171 |
+20 |
Mar13 |
111122 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
100 |
101 |
+100 |
Jun13 |
111122 |
99.64 |
99.64 |
99.61 |
99.61 |
unch |
|
|
|
Sep13 |
111122 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
Total Volume and Open Interest |
1,362 |
8,838 |
+100 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111122 |
143.11 |
143.16 |
142.93 |
142.97 |
-0.10 |
1,820 |
24,424 |
+212 |
Mar12 |
111122 |
142.42 |
142.43 |
142.40 |
142.40 |
-0.10 |
0 |
30 |
+0 |
Jun12 |
111122 |
140.31 |
140.31 |
140.31 |
140.31 |
-0.10 |
|
|
|
Total Volume and Open Interest |
1,820 |
24,454 |
+212 |
Euro-Bund(EUREX) |
Dec11 |
111122 |
137.15 |
137.48 |
136.73 |
137.25 |
+0.10 |
812,651 |
889,086 |
+29,583 |
Mar12 |
111122 |
137.35 |
137.62 |
136.98 |
137.41 |
+0.07 |
6,300 |
25,486 |
+785 |
Jun12 |
111122 |
137.05 |
137.05 |
137.05 |
137.05 |
+0.10 |
0 |
18 |
+0 |
Total Volume and Open Interest |
818,951 |
914,590 |
+30,368 |
Euro-Bobl(EUREX) |
Dec11 |
111122 |
123.10 |
123.44 |
122.93 |
123.32 |
+0.20 |
398,280 |
745,276 |
+8,049 |
Mar12 |
111122 |
123.26 |
123.62 |
123.26 |
123.59 |
+0.19 |
753 |
23,138 |
+500 |
Jun12 |
111122 |
123.47 |
123.47 |
123.47 |
123.47 |
+0.20 |
|
|
|
Total Volume and Open Interest |
399,033 |
768,414 |
+8,549 |
3-Mth Euribor(EUREX) |
Dec11 |
111122 |
98.610 |
98.625 |
98.610 |
98.615 |
-0.005 |
0 |
1,595 |
+0 |
Mar12 |
111122 |
98.780 |
98.785 |
98.775 |
98.775 |
+0.010 |
3 |
2,267 |
-1 |
Jun12 |
111122 |
98.825 |
98.830 |
98.825 |
98.830 |
+0.020 |
0 |
1,053 |
+0 |
Total Volume and Open Interest |
3 |
8,247 |
-1 |
Long Gilt(LIFFE) |
Dec11 |
111122 |
130~16 |
131~06 |
130~08 |
130~30 |
+0~06 |
117,297 |
302,256 |
-2,785 |
Mar12 |
111122 |
114~12 |
115~06 |
114~05 |
114~28 |
+0~09 |
2,939 |
22,297 |
-344 |
Total Volume and Open Interest |
120,236 |
324,553 |
-3,129 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111122 |
98.89 |
98.90 |
98.88 |
98.89 |
-0.01 |
38,742 |
337,115 |
-8,510 |
Mar12 |
111122 |
98.76 |
98.79 |
98.75 |
98.77 |
+0.01 |
77,650 |
357,403 |
-8,178 |
Jun12 |
111122 |
98.71 |
98.74 |
98.69 |
98.72 |
+0.01 |
67,460 |
203,167 |
-5,405 |
Sep12 |
111122 |
98.67 |
98.71 |
98.64 |
98.69 |
+0.02 |
82,758 |
212,452 |
-1,066 |
Dec12 |
111122 |
98.62 |
98.67 |
98.59 |
98.65 |
+0.03 |
61,307 |
195,330 |
-1,296 |
Mar13 |
111122 |
98.60 |
98.67 |
98.58 |
98.65 |
+0.04 |
56,147 |
190,605 |
-9,455 |
Total Volume and Open Interest |
515,796 |
2,002,553 |
-44,299 |
3-Mth Euribor(LIFFE) |
Dec11 |
111122 |
98.615 |
98.630 |
98.605 |
98.615 |
-0.005 |
194,813 |
683,931 |
-17,964 |
Mar12 |
111122 |
98.770 |
98.790 |
98.750 |
98.775 |
+0.010 |
183,128 |
512,822 |
-3,037 |
Jun12 |
111122 |
98.815 |
98.845 |
98.790 |
98.830 |
+0.020 |
151,566 |
367,630 |
-2,789 |
Total Volume and Open Interest |
1,068,931 |
3,385,296 |
-64,436 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111122 |
95.50 |
95.54 |
95.50 |
95.52 |
+0.01 |
15,732 |
182,911 |
-3,377 |
Mar12 |
111122 |
96.35 |
96.45 |
96.34 |
96.38 |
+0.03 |
14,527 |
197,979 |
+3,025 |
Jun12 |
111122 |
96.62 |
96.74 |
96.61 |
96.65 |
+0.03 |
11,465 |
145,750 |
+2,059 |
Sep12 |
111122 |
96.62 |
96.75 |
96.62 |
96.66 |
+0.03 |
4,389 |
96,755 |
+1,232 |
Dec12 |
111122 |
96.51 |
96.64 |
96.49 |
96.53 |
+0.03 |
1,704 |
55,466 |
-224 |
Mar13 |
111122 |
96.36 |
96.49 |
96.33 |
96.37 |
+0.03 |
1,008 |
48,277 |
+275 |
Jun13 |
111122 |
96.22 |
96.31 |
96.18 |
96.22 |
+0.02 |
334 |
38,395 |
-501 |
Sep13 |
111122 |
96.10 |
96.19 |
96.08 |
96.11 |
+0.03 |
353 |
19,660 |
-408 |
Dec13 |
111122 |
96.03 |
96.05 |
95.96 |
95.99 |
+0.03 |
100 |
3,774 |
+0 |
Mar14 |
111122 |
95.89 |
95.89 |
95.83 |
95.88 |
+0.07 |
100 |
659 |
+80 |
Total Volume and Open Interest |
49,712 |
789,683 |
+2,161 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111122 |
95.96 |
96.06 |
95.95 |
96.02 |
+0.06 |
31,861 |
362,569 |
-12,581 |
Mar12 |
111122 |
96.02 |
96.02 |
96.02 |
96.02 |
+0.06 |
|
|
|
Total Volume and Open Interest |
31,861 |
362,569 |
-12,581 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111122 |
96.79 |
96.93 |
96.79 |
96.87 |
+0.07 |
143,468 |
566,846 |
-7,636 |
Mar12 |
111122 |
96.87 |
96.87 |
96.87 |
96.87 |
+0.07 |
|
|
|
Total Volume and Open Interest |
143,468 |
566,846 |
-7,636 |
Gold(CMX) |
Dec11 |
111122 |
1678.5 |
1706.4 |
1667.5 |
1702.4 |
+23.8 |
147,927 |
178,364 |
-12,554 |
Feb12 |
111122 |
1681.6 |
1709.3 |
1676.0 |
1705.5 |
+23.9 |
16,550 |
141,062 |
+7,272 |
Apr12 |
111122 |
1685.6 |
1710.2 |
1680.8 |
1708.6 |
+24.1 |
1,369 |
23,732 |
+152 |
Jun12 |
111122 |
1685.6 |
1714.2 |
1683.6 |
1710.8 |
+24.2 |
362 |
20,450 |
+3 |
Aug12 |
111122 |
1695.0 |
1715.0 |
1695.0 |
1712.9 |
+24.3 |
46 |
11,204 |
+10 |
Oct12 |
111122 |
1712.7 |
1715.6 |
1712.7 |
1715.6 |
+24.3 |
26 |
7,233 |
+20 |
Dec12 |
111122 |
1689.3 |
1721.9 |
1689.3 |
1718.6 |
+24.5 |
296 |
18,775 |
+46 |
Feb13 |
111122 |
1719.0 |
1721.4 |
1719.0 |
1721.4 |
+24.6 |
4 |
3,415 |
+0 |
Apr13 |
111122 |
1724.3 |
1724.3 |
1724.3 |
1724.3 |
+24.6 |
300 |
669 |
+200 |
Jun13 |
111122 |
1722.9 |
1728.1 |
1722.9 |
1728.1 |
+24.7 |
2 |
10,732 |
-3 |
Aug13 |
111122 |
1731.8 |
1731.8 |
1731.8 |
1731.8 |
+24.8 |
25 |
45 |
+0 |
Total Volume and Open Interest |
167,215 |
461,201 |
-4,867 |
Silver(CMX) |
Dec11 |
111122 |
3157.5 |
3304.0 |
3116.0 |
3295.1 |
+183.5 |
60,207 |
32,588 |
-1,711 |
Mar12 |
111122 |
3159.5 |
3312.0 |
3125.0 |
3303.1 |
+184.4 |
15,027 |
37,241 |
+1,352 |
May12 |
111122 |
3160.0 |
3306.9 |
3157.5 |
3306.9 |
+184.7 |
1,204 |
5,019 |
+71 |
Jul12 |
111122 |
3184.0 |
3310.4 |
3184.0 |
3310.4 |
+184.8 |
376 |
2,811 |
+174 |
Sep12 |
111122 |
3313.3 |
3313.3 |
3313.3 |
3313.3 |
+185.0 |
21 |
1,910 |
+9 |
Dec12 |
111122 |
3173.0 |
3317.0 |
3168.0 |
3317.0 |
+184.8 |
1,593 |
13,923 |
-280 |
Mar13 |
111122 |
3313.5 |
3313.5 |
3313.5 |
3313.5 |
+185.6 |
0 |
1,098 |
+0 |
Total Volume and Open Interest |
78,878 |
109,615 |
-387 |
Platinum(NYMEX) |
Jan12 |
111122 |
1553.9 |
1574.0 |
1542.0 |
1571.0 |
+27.2 |
6,110 |
33,853 |
-532 |
Apr12 |
111122 |
1560.5 |
1577.5 |
1559.5 |
1575.2 |
+27.4 |
191 |
4,589 |
+177 |
Jul12 |
111122 |
1577.5 |
1579.0 |
1577.5 |
1579.0 |
+28.1 |
3 |
324 |
+0 |
Oct12 |
111122 |
1582.8 |
1582.8 |
1581.9 |
1582.8 |
+28.1 |
1 |
56 |
+0 |
Total Volume and Open Interest |
6,305 |
38,824 |
-355 |
Palladium(NYMEX) |
Dec11 |
111122 |
585.80 |
610.15 |
584.95 |
601.15 |
+15.35 |
4,921 |
11,174 |
-369 |
Mar12 |
111122 |
588.55 |
610.55 |
587.75 |
603.40 |
+15.50 |
1,192 |
8,745 |
+839 |
Jun12 |
111122 |
604.65 |
604.65 |
604.65 |
604.65 |
+15.50 |
1 |
144 |
+0 |
Total Volume and Open Interest |
6,114 |
20,069 |
+420 |
Copper(CMX) |
Dec11 |
111122 |
330.75 |
337.35 |
329.35 |
333.30 |
+3.00 |
39,246 |
30,038 |
-2,093 |
Mar12 |
111122 |
332.10 |
338.75 |
331.40 |
334.80 |
+2.85 |
7,425 |
60,453 |
+201 |
May12 |
111122 |
332.75 |
338.70 |
332.75 |
335.95 |
+2.90 |
1,751 |
16,289 |
+886 |
Jul12 |
111122 |
334.60 |
339.15 |
334.60 |
336.75 |
+2.90 |
281 |
5,762 |
+28 |
Sep12 |
111122 |
340.80 |
341.05 |
335.70 |
337.20 |
+2.90 |
35 |
2,278 |
-25 |
Total Volume and Open Interest |
49,356 |
126,916 |
-975 |
DJIA Index(CBOT) |
Dec11 |
111122 |
11492 |
11579 |
11420 |
11447 |
-78 |
1,320 |
17,469 |
+1,017 |
Mar12 |
111122 |
11380 |
11380 |
11377 |
11377 |
-78 |
2 |
408 |
+2 |
Jun12 |
111122 |
11310 |
11388 |
11310 |
11310 |
-78 |
0 |
400 |
+0 |
Sep12 |
111122 |
11247 |
11325 |
11247 |
11247 |
-78 |
|
|
|
Total Volume and Open Interest |
1,322 |
18,277 |
+1,019 |
E-mini DJIA Index(CBOT) |
Dec11 |
111122 |
11528 |
11583 |
11405 |
11447 |
-78 |
114,426 |
87,562 |
-133 |
Mar12 |
111122 |
11425 |
11507 |
11354 |
11377 |
-78 |
259 |
438 |
+222 |
Jun12 |
111122 |
11310 |
11310 |
11310 |
11310 |
-78 |
0 |
6 |
+0 |
Sep12 |
111122 |
11247 |
11247 |
11247 |
11247 |
-78 |
0 |
13 |
+0 |
Total Volume and Open Interest |
114,685 |
88,019 |
+89 |
S & P 500(CME) |
Dec11 |
111122 |
1189.00 |
1198.90 |
1179.50 |
1182.80 |
-7.90 |
15,987 |
273,574 |
+1,274 |
Mar12 |
111122 |
1182.00 |
1187.90 |
1174.40 |
1176.90 |
-8.00 |
3,033 |
17,245 |
+1,178 |
Jun12 |
111122 |
1171.70 |
1183.80 |
1169.30 |
1171.70 |
-8.10 |
670 |
1,709 |
+60 |
Sep12 |
111122 |
1166.40 |
1178.50 |
1164.00 |
1166.40 |
-8.10 |
0 |
4 |
-15 |
Total Volume and Open Interest |
19,690 |
292,632 |
+2,497 |
S & P 500 E-Mini(Globex) |
Dec11 |
111122 |
1190.75 |
1199.00 |
1179.25 |
1182.75 |
-8.00 |
2,178,618 |
2,948,205 |
-7,916 |
Mar12 |
111122 |
1184.00 |
1192.75 |
1173.50 |
1177.00 |
-8.00 |
8,664 |
46,898 |
+1,384 |
Total Volume and Open Interest |
2,187,286 |
2,996,800 |
-6,353 |
NASDAQ 100(CME) |
Dec11 |
111122 |
2214.80 |
2226.00 |
2190.50 |
2214.30 |
+0.80 |
1,514 |
31,296 |
-860 |
Mar12 |
111122 |
2210.00 |
2218.00 |
2193.00 |
2210.00 |
+0.70 |
0 |
110 |
+0 |
Jun12 |
111122 |
2207.00 |
2209.00 |
2207.00 |
2207.00 |
+0.70 |
|
|
|
Total Volume and Open Interest |
1,514 |
31,406 |
-860 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111122 |
2215.30 |
2226.80 |
2190.80 |
2214.30 |
+0.80 |
257,930 |
327,941 |
-2,570 |
Mar12 |
111122 |
2209.00 |
2224.00 |
2192.00 |
2210.00 |
+0.70 |
46 |
1,186 |
+6 |
Total Volume and Open Interest |
257,980 |
329,141 |
-2,564 |
S & P Midcap 400(CME) |
Dec11 |
111122 |
832.00 |
839.00 |
832.00 |
835.60 |
-7.30 |
1 |
5,683 |
+0 |
Mar12 |
111122 |
833.20 |
833.20 |
832.60 |
833.20 |
-7.30 |
|
|
|
Jun12 |
111122 |
831.20 |
831.20 |
830.60 |
831.20 |
-7.30 |
|
|
|
Total Volume and Open Interest |
1 |
5,683 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111122 |
8280 |
8355 |
8250 |
8265 |
unch |
4,973 |
30,524 |
+198 |
Mar12 |
111122 |
8335 |
8335 |
8265 |
8265 |
-5 |
0 |
57 |
+0 |
Total Volume and Open Interest |
4,973 |
30,581 |
+198 |
Nikkei 225(SGX) |
Dec11 |
111122 |
8360 |
8365 |
8225 |
8315 |
-35 |
85,843 |
234,601 |
+1,474 |
Mar12 |
111122 |
8300 |
8330 |
8225 |
8305 |
-30 |
84 |
18,799 |
+24 |
Jun12 |
111122 |
8230 |
8230 |
8230 |
8230 |
-30 |
0 |
19 |
+0 |
Total Volume and Open Interest |
86,197 |
259,142 |
+1,748 |
CAC 40(EURONEXT) |
Dec11 |
111122 |
2923.0 |
2940.0 |
2862.0 |
2870.0 |
-24.0 |
95,716 |
246,130 |
+19,917 |
Jan12 |
111122 |
2918.0 |
2928.5 |
2861.0 |
2865.5 |
-24.0 |
42 |
30 |
+29 |
Feb12 |
111122 |
2866.0 |
2866.0 |
2866.0 |
2866.0 |
-24.0 |
|
|
|
Total Volume and Open Interest |
95,762 |
246,172 |
|
Hang Seng Index(HKFE) |
Nov11 |
111122 |
18100 |
18345 |
17967 |
18170 |
+60 |
70,455 |
80,490 |
+1,343 |
Dec11 |
111122 |
18017 |
18327 |
17964 |
18165 |
+65 |
2,200 |
13,620 |
+621 |
Total Volume and Open Interest |
73,204 |
96,341 |
+1,800 |
DAX(EUREX) |
Dec11 |
111122 |
5656.5 |
5685.0 |
5535.5 |
5557.5 |
-64.5 |
165,706 |
162,746 |
-1,045 |
Mar12 |
111122 |
5673.0 |
5695.5 |
5550.0 |
5568.0 |
-64.0 |
247 |
7,573 |
+45 |
Jun12 |
111122 |
5674.0 |
5714.5 |
5576.0 |
5586.0 |
-64.5 |
74 |
2,495 |
+57 |
Total Volume and Open Interest |
166,027 |
172,814 |
-943 |
FT-SE 100(EURONEXT) |
Dec11 |
111122 |
5248.50 |
5277.00 |
5193.00 |
5209.50 |
-17.50 |
121,398 |
625,663 |
-3,566 |
Mar12 |
111122 |
5220.00 |
5240.00 |
5173.00 |
5174.00 |
-18.50 |
9 |
8,333 |
+0 |
Jun12 |
111122 |
5136.50 |
5137.00 |
5136.50 |
5137.00 |
-18.00 |
20 |
520 |
+20 |
Total Volume and Open Interest |
121,427 |
634,516 |
-3,546 |
SPI 200(SFE) |
Dec11 |
111122 |
4183.0 |
4190.0 |
4097.0 |
4152.0 |
-34.0 |
30,376 |
200,825 |
-11,727 |
Mar12 |
111122 |
4160.0 |
4160.0 |
4100.0 |
4131.0 |
-36.0 |
128 |
3,159 |
+51 |
Jun12 |
111122 |
4136.0 |
4136.0 |
4136.0 |
4136.0 |
-38.0 |
6 |
1,422 |
-15 |
Total Volume and Open Interest |
30,521 |
206,605 |
-14,212 |
GSCI(CME) |
Dec11 |
111122 |
645.00 |
648.00 |
642.25 |
648.00 |
+6.00 |
301 |
8,124 |
-53 |
Jan12 |
111122 |
648.00 |
648.00 |
641.75 |
648.00 |
+6.00 |
2 |
0 |
+0 |
Feb12 |
111122 |
648.50 |
648.50 |
642.25 |
648.50 |
+6.00 |
|
|
|
Total Volume and Open Interest |
303 |
8,124 |
-53 |
Reuters CCI(ICE) |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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