|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed November 23, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
111123 |
1155.00 |
1158.50 |
1120.50 |
1122.50 |
-30.50 |
84,219 |
236,630 |
-52 |
Mar12 |
111123 |
1164.50 |
1167.25 |
1130.00 |
1131.50 |
-31.25 |
20,918 |
86,169 |
+1,325 |
May12 |
111123 |
1175.50 |
1175.75 |
1138.50 |
1140.25 |
-31.75 |
10,275 |
78,893 |
+296 |
Jul12 |
111123 |
1184.25 |
1185.25 |
1146.75 |
1148.25 |
-32.50 |
8,435 |
58,841 |
+554 |
Aug12 |
111123 |
1161.75 |
1180.00 |
1147.25 |
1147.25 |
-32.75 |
102 |
688 |
+48 |
Sep12 |
111123 |
1175.00 |
1175.00 |
1140.25 |
1141.00 |
-31.50 |
5 |
419 |
+2 |
Nov12 |
111123 |
1170.00 |
1173.00 |
1136.50 |
1138.50 |
-30.50 |
3,317 |
49,565 |
-245 |
Total Volume and Open Interest |
127,495 |
524,359 |
+1,994 |
Soybean Meal(CBOT) |
Dec11 |
111123 |
291.50 |
292.20 |
282.30 |
282.50 |
-9.50 |
39,053 |
41,722 |
-5,720 |
Jan12 |
111123 |
292.60 |
292.90 |
282.90 |
282.90 |
-10.10 |
26,759 |
55,668 |
+5,309 |
Mar12 |
111123 |
295.60 |
295.60 |
285.50 |
285.50 |
-10.30 |
11,046 |
35,679 |
+1,052 |
May12 |
111123 |
299.00 |
299.00 |
288.50 |
288.50 |
-10.30 |
4,029 |
27,796 |
+1,004 |
Jul12 |
111123 |
303.00 |
303.00 |
292.40 |
292.40 |
-10.40 |
2,418 |
22,494 |
+582 |
Aug12 |
111123 |
304.00 |
304.00 |
293.50 |
293.50 |
-10.30 |
198 |
4,308 |
+22 |
Sep12 |
111123 |
304.00 |
304.00 |
293.80 |
293.80 |
-10.00 |
213 |
4,618 |
+77 |
Oct12 |
111123 |
300.00 |
300.00 |
290.80 |
290.80 |
-9.20 |
87 |
2,991 |
+31 |
Total Volume and Open Interest |
84,748 |
213,138 |
+2,661 |
Soybean Oil(CBOT) |
Dec11 |
111123 |
50.64 |
50.77 |
49.14 |
49.32 |
-1.46 |
59,255 |
58,269 |
-2,851 |
Jan12 |
111123 |
50.90 |
51.03 |
49.40 |
49.58 |
-1.45 |
46,055 |
94,091 |
+8,331 |
Mar12 |
111123 |
51.39 |
51.43 |
49.81 |
50.00 |
-1.43 |
15,178 |
61,643 |
+886 |
May12 |
111123 |
51.70 |
51.77 |
50.14 |
50.32 |
-1.44 |
4,804 |
36,881 |
+321 |
Jul12 |
111123 |
51.94 |
52.03 |
50.42 |
50.60 |
-1.46 |
3,163 |
26,347 |
+264 |
Aug12 |
111123 |
50.97 |
51.11 |
50.54 |
50.70 |
-1.46 |
226 |
3,420 |
+22 |
Sep12 |
111123 |
51.46 |
51.48 |
50.56 |
50.70 |
-1.48 |
429 |
3,961 |
+25 |
Oct12 |
111123 |
51.37 |
51.37 |
50.36 |
50.55 |
-1.45 |
286 |
4,064 |
+187 |
Total Volume and Open Interest |
130,598 |
303,227 |
+7,445 |
Canola(WCE) |
Jan12 |
111123 |
514.0 |
514.0 |
504.6 |
505.8 |
-7.8 |
8,777 |
85,233 |
-3,330 |
Mar12 |
111123 |
515.8 |
517.5 |
508.2 |
509.3 |
-9.2 |
4,076 |
34,699 |
+2,230 |
May12 |
111123 |
519.4 |
519.7 |
511.6 |
512.3 |
-9.8 |
1,232 |
14,626 |
-113 |
Jul12 |
111123 |
517.4 |
525.0 |
516.0 |
516.8 |
-10.4 |
1,240 |
9,011 |
+399 |
Nov12 |
111123 |
500.7 |
504.3 |
495.4 |
496.4 |
-8.9 |
640 |
12,623 |
-108 |
Total Volume and Open Interest |
15,965 |
156,344 |
-922 |
Corn(CBOT) |
Dec11 |
111123 |
600.00 |
601.25 |
584.25 |
588.75 |
-10.25 |
167,109 |
305,962 |
-15,160 |
Mar12 |
111123 |
607.00 |
608.00 |
591.00 |
595.50 |
-10.25 |
114,486 |
482,991 |
+2,198 |
May12 |
111123 |
613.50 |
614.50 |
597.75 |
602.50 |
-9.75 |
24,981 |
139,728 |
+3,329 |
Jul12 |
111123 |
616.50 |
617.00 |
601.25 |
605.75 |
-10.00 |
24,544 |
137,322 |
+1,055 |
Sep12 |
111123 |
570.25 |
572.50 |
560.00 |
565.00 |
-4.75 |
2,919 |
35,135 |
+1,040 |
Dec12 |
111123 |
550.50 |
551.50 |
537.75 |
542.25 |
-6.75 |
15,465 |
166,189 |
+2,128 |
Total Volume and Open Interest |
352,209 |
1,318,773 |
-4,096 |
Wheat(CBOT) |
Dec11 |
111123 |
594.50 |
595.50 |
577.25 |
579.25 |
-14.75 |
27,397 |
68,713 |
-5,290 |
Mar12 |
111123 |
603.00 |
606.50 |
588.00 |
594.25 |
-8.75 |
29,765 |
158,344 |
+2,083 |
May12 |
111123 |
620.75 |
622.50 |
605.25 |
612.00 |
-9.25 |
5,475 |
57,465 |
-140 |
Jul12 |
111123 |
635.75 |
636.00 |
619.50 |
625.25 |
-10.00 |
4,680 |
61,943 |
+131 |
Sep12 |
111123 |
649.25 |
649.25 |
640.00 |
645.25 |
-9.25 |
585 |
12,868 |
+201 |
Total Volume and Open Interest |
70,643 |
402,458 |
-2,911 |
Wheat(KCBT) |
Dec11 |
111123 |
660.00 |
664.00 |
648.00 |
649.00 |
-12.00 |
6,557 |
25,281 |
-3,054 |
Mar12 |
111123 |
670.50 |
673.50 |
656.00 |
659.50 |
-10.50 |
5,870 |
66,707 |
-567 |
May12 |
111123 |
677.75 |
678.25 |
664.75 |
666.75 |
-11.25 |
1,143 |
12,351 |
-89 |
Jul12 |
111123 |
684.00 |
686.00 |
671.50 |
673.25 |
-11.25 |
1,852 |
34,539 |
-573 |
Sep12 |
111123 |
700.75 |
701.00 |
686.50 |
687.75 |
-11.00 |
331 |
5,253 |
+193 |
Total Volume and Open Interest |
16,097 |
149,611 |
-3,931 |
Wheat(MGE) |
Dec11 |
111123 |
860.25 |
860.25 |
832.50 |
835.75 |
-24.50 |
1,518 |
4,387 |
-1,228 |
Mar12 |
111123 |
838.75 |
840.25 |
813.50 |
816.50 |
-20.75 |
2,847 |
18,427 |
-161 |
May12 |
111123 |
816.25 |
816.25 |
792.00 |
793.50 |
-22.75 |
420 |
6,219 |
+47 |
Jul12 |
111123 |
807.50 |
807.50 |
782.50 |
783.50 |
-20.00 |
275 |
8,043 |
+41 |
Sep12 |
111123 |
785.00 |
787.50 |
770.00 |
771.25 |
-8.75 |
180 |
3,288 |
+42 |
Total Volume and Open Interest |
5,395 |
43,544 |
-1,216 |
Oats(CBOT) |
Dec11 |
111123 |
302.00 |
302.50 |
288.75 |
292.50 |
-11.00 |
1,585 |
4,337 |
-1,142 |
Mar12 |
111123 |
293.25 |
297.00 |
284.75 |
287.00 |
-7.50 |
1,018 |
11,018 |
+274 |
May12 |
111123 |
295.00 |
298.50 |
290.00 |
292.00 |
-6.50 |
40 |
1,319 |
-12 |
Jul12 |
111123 |
299.00 |
303.50 |
296.25 |
297.00 |
-6.50 |
16 |
50 |
+6 |
Total Volume and Open Interest |
2,685 |
16,866 |
-855 |
Rough Rice(CBOT) |
Jan12 |
111123 |
14.31 |
14.58 |
14.10 |
14.55 |
+0.24 |
448 |
11,733 |
+52 |
Mar12 |
111123 |
14.60 |
14.86 |
14.40 |
14.85 |
+0.25 |
95 |
4,611 |
+27 |
May12 |
111123 |
14.79 |
15.13 |
14.69 |
15.13 |
+0.25 |
0 |
583 |
+0 |
Jul12 |
111123 |
15.03 |
15.39 |
15.03 |
15.39 |
+0.24 |
0 |
594 |
+0 |
Total Volume and Open Interest |
546 |
17,701 |
+82 |
Live Cattle(CME) |
Dec11 |
111123 |
121.285 |
122.200 |
120.050 |
121.400 |
-0.050 |
18,995 |
55,039 |
-6,237 |
Feb12 |
111123 |
123.200 |
123.750 |
121.900 |
122.750 |
-0.550 |
22,960 |
124,168 |
-1,587 |
Apr12 |
111123 |
126.885 |
127.400 |
125.480 |
126.350 |
-0.650 |
12,674 |
84,003 |
+1,140 |
Jun12 |
111123 |
125.750 |
126.035 |
124.300 |
124.600 |
-1.350 |
6,260 |
42,964 |
+720 |
Aug12 |
111123 |
125.830 |
125.950 |
124.900 |
125.650 |
-0.680 |
854 |
9,017 |
+103 |
Oct12 |
111123 |
128.400 |
128.535 |
127.500 |
128.050 |
-0.650 |
661 |
5,234 |
+296 |
Total Volume and Open Interest |
62,531 |
324,370 |
-5,484 |
Feeder Cattle(CME) |
Jan12 |
111123 |
147.050 |
147.130 |
145.630 |
145.800 |
-1.235 |
3,444 |
17,264 |
-879 |
Mar12 |
111123 |
148.900 |
149.035 |
147.700 |
148.235 |
-0.590 |
1,223 |
6,291 |
-60 |
Apr12 |
111123 |
149.850 |
150.000 |
148.800 |
149.235 |
-0.715 |
441 |
2,614 |
-74 |
May12 |
111123 |
150.150 |
150.450 |
149.380 |
149.485 |
-0.815 |
325 |
2,854 |
-3 |
Aug12 |
111123 |
151.500 |
152.000 |
150.750 |
151.250 |
-0.600 |
235 |
3,088 |
-6 |
Sep12 |
111123 |
151.500 |
152.000 |
151.130 |
151.300 |
-0.700 |
41 |
420 |
+9 |
Oct12 |
111123 |
151.000 |
152.000 |
151.000 |
151.500 |
-0.300 |
2 |
91 |
+2 |
Total Volume and Open Interest |
5,711 |
32,622 |
-1,011 |
Lean Hogs(CME) |
Dec11 |
111123 |
87.830 |
88.150 |
87.135 |
88.050 |
+0.220 |
7,138 |
29,972 |
-1,496 |
Feb12 |
111123 |
91.080 |
91.680 |
90.550 |
91.450 |
+0.350 |
13,038 |
88,108 |
+1,017 |
Apr12 |
111123 |
93.950 |
94.080 |
93.330 |
93.400 |
-0.600 |
4,008 |
60,237 |
+455 |
May12 |
111123 |
99.000 |
99.300 |
98.180 |
99.300 |
unch |
60 |
2,186 |
+11 |
Jun12 |
111123 |
100.650 |
100.800 |
99.850 |
99.980 |
-0.770 |
4,661 |
39,742 |
+1,243 |
Jul12 |
111123 |
98.900 |
99.330 |
98.300 |
98.650 |
-0.485 |
267 |
10,092 |
+86 |
Aug12 |
111123 |
97.450 |
98.035 |
96.885 |
97.330 |
-0.500 |
1,464 |
12,721 |
+360 |
Oct12 |
111123 |
85.800 |
86.330 |
85.400 |
85.785 |
-0.215 |
445 |
6,448 |
+194 |
Total Volume and Open Interest |
31,338 |
252,114 |
+2,029 |
Class III Milk(CME) |
Nov11 |
111123 |
19.11 |
19.11 |
19.10 |
19.11 |
unch |
250 |
5,739 |
+4 |
Dec11 |
111123 |
18.23 |
18.40 |
17.96 |
18.13 |
-0.19 |
604 |
6,011 |
-163 |
Jan12 |
111123 |
17.27 |
17.33 |
16.83 |
16.98 |
-0.33 |
559 |
4,443 |
+222 |
Feb12 |
111123 |
16.86 |
16.93 |
16.67 |
16.71 |
-0.12 |
127 |
2,959 |
+33 |
Mar12 |
111123 |
16.77 |
16.83 |
16.71 |
16.77 |
-0.01 |
90 |
2,627 |
+31 |
Total Volume and Open Interest |
1,901 |
34,031 |
+298 |
Cocoa(ICE) |
Dec11 |
111123 |
2250 |
2260 |
2246 |
2246 |
-4 |
24 |
192 |
-24 |
Mar12 |
111123 |
2405 |
2439 |
2398 |
2404 |
-17 |
8,611 |
80,084 |
+177 |
May12 |
111123 |
2416 |
2442 |
2408 |
2412 |
-17 |
1,896 |
29,439 |
-184 |
Jul12 |
111123 |
2431 |
2455 |
2423 |
2424 |
-19 |
537 |
14,597 |
+181 |
Sep12 |
111123 |
2440 |
2457 |
2432 |
2432 |
-19 |
201 |
12,280 |
+38 |
Dec12 |
111123 |
2457 |
2457 |
2443 |
2445 |
-19 |
159 |
12,819 |
+47 |
Mar13 |
111123 |
2473 |
2473 |
2458 |
2460 |
-16 |
64 |
3,697 |
+30 |
Total Volume and Open Interest |
11,541 |
155,992 |
+302 |
Coffee "C"(ICE) |
Dec11 |
111123 |
231.20 |
236.60 |
230.25 |
231.60 |
-1.30 |
694 |
878 |
-1,026 |
Mar12 |
111123 |
235.80 |
240.50 |
234.75 |
235.40 |
-1.50 |
6,783 |
56,940 |
+35 |
May12 |
111123 |
237.20 |
242.60 |
237.10 |
237.65 |
-1.45 |
1,614 |
20,823 |
+44 |
Jul12 |
111123 |
239.90 |
244.55 |
239.25 |
239.40 |
-1.55 |
282 |
6,228 |
+38 |
Sep12 |
111123 |
240.60 |
245.00 |
239.50 |
239.95 |
-1.65 |
105 |
5,446 |
+54 |
Dec12 |
111123 |
241.45 |
244.85 |
240.00 |
240.20 |
-1.70 |
16 |
6,399 |
-9 |
Total Volume and Open Interest |
9,503 |
97,793 |
-869 |
Orange Juice(ICE) |
Jan12 |
111123 |
179.80 |
179.90 |
174.80 |
176.85 |
-2.95 |
1,136 |
20,160 |
+348 |
Mar12 |
111123 |
173.30 |
173.65 |
169.75 |
171.30 |
-2.25 |
346 |
5,492 |
+160 |
May12 |
111123 |
171.50 |
171.50 |
168.90 |
170.20 |
-2.25 |
18 |
1,688 |
-1 |
Jul12 |
111123 |
171.50 |
171.50 |
169.05 |
170.20 |
-2.25 |
17 |
407 |
+16 |
Sep12 |
111123 |
169.60 |
169.60 |
169.60 |
169.60 |
-2.25 |
0 |
53 |
+0 |
Nov12 |
111123 |
169.25 |
169.25 |
169.25 |
169.25 |
-2.25 |
0 |
8 |
+0 |
Total Volume and Open Interest |
1,517 |
27,814 |
+523 |
Sugar #11(ICE) |
Mar12 |
111123 |
23.44 |
23.52 |
23.01 |
23.09 |
-0.35 |
29,295 |
215,480 |
-967 |
May12 |
111123 |
23.10 |
23.10 |
22.68 |
22.70 |
-0.32 |
7,394 |
85,162 |
-136 |
Jul12 |
111123 |
22.64 |
22.77 |
22.44 |
22.46 |
-0.23 |
3,761 |
84,098 |
+543 |
Oct12 |
111123 |
22.98 |
22.98 |
22.54 |
22.56 |
-0.21 |
1,381 |
45,097 |
+17 |
Mar13 |
111123 |
23.20 |
23.20 |
22.93 |
22.93 |
-0.21 |
1,037 |
31,075 |
+370 |
Total Volume and Open Interest |
43,200 |
498,924 |
-189 |
London Cocoa(LCE) |
Dec11 |
111123 |
1509 |
1529 |
1508 |
1516 |
+6 |
2,811 |
69,421 |
-806 |
Mar12 |
111123 |
1545 |
1560 |
1536 |
1544 |
+4 |
6,964 |
63,190 |
+439 |
May12 |
111123 |
1559 |
1572 |
1551 |
1558 |
+4 |
1,337 |
19,994 |
+386 |
Jul12 |
111123 |
1569 |
1578 |
1567 |
1574 |
+5 |
451 |
23,682 |
+66 |
Sep12 |
111123 |
1579 |
1592 |
1578 |
1585 |
+6 |
810 |
16,226 |
+282 |
Dec12 |
111123 |
1591 |
1602 |
1591 |
1596 |
+3 |
311 |
12,371 |
+114 |
Mar13 |
111123 |
1604 |
1617 |
1604 |
1611 |
+3 |
1,073 |
6,811 |
+1,018 |
Total Volume and Open Interest |
13,757 |
214,108 |
+1,499 |
London Sugar(LCE) |
Mar12 |
111123 |
610.00 |
613.00 |
604.10 |
605.40 |
-8.50 |
2,511 |
22,527 |
+133 |
May12 |
111123 |
601.00 |
602.70 |
595.50 |
596.20 |
-7.90 |
592 |
6,951 |
-23 |
Aug12 |
111123 |
595.10 |
596.30 |
588.50 |
589.70 |
-6.80 |
360 |
6,960 |
+231 |
Oct12 |
111123 |
595.10 |
596.30 |
589.50 |
590.90 |
-5.20 |
163 |
3,116 |
+28 |
Dec12 |
111123 |
601.00 |
601.10 |
593.90 |
595.10 |
-5.70 |
53 |
1,065 |
+30 |
Total Volume and Open Interest |
3,683 |
41,522 |
+399 |
Cotton(ICE) |
Dec11 |
111123 |
90.25 |
91.70 |
89.22 |
90.71 |
+0.76 |
6,631 |
2,999 |
-4,069 |
Mar12 |
111123 |
91.60 |
91.91 |
90.10 |
90.91 |
-0.21 |
18,213 |
91,498 |
+2,768 |
May12 |
111123 |
92.02 |
92.20 |
90.06 |
90.75 |
-0.87 |
4,245 |
17,214 |
+217 |
Jul12 |
111123 |
92.60 |
92.60 |
90.02 |
90.57 |
-1.46 |
1,619 |
17,617 |
+60 |
Oct12 |
111123 |
91.24 |
91.24 |
91.24 |
91.24 |
-1.89 |
4 |
86 |
-1 |
Dec12 |
111123 |
91.07 |
91.35 |
88.85 |
88.94 |
-1.75 |
368 |
6,529 |
+47 |
Total Volume and Open Interest |
31,128 |
137,209 |
-951 |
Lumber(CME) |
Jan12 |
111123 |
242.4 |
242.4 |
235.6 |
236.3 |
-5.3 |
452 |
6,430 |
-118 |
Mar12 |
111123 |
258.0 |
259.4 |
253.4 |
255.4 |
-4.4 |
236 |
2,260 |
+67 |
May12 |
111123 |
266.0 |
266.0 |
265.0 |
265.0 |
-3.9 |
117 |
437 |
+42 |
Jul12 |
111123 |
273.5 |
274.0 |
273.5 |
273.5 |
-2.5 |
73 |
265 |
+45 |
Total Volume and Open Interest |
893 |
9,507 |
+51 |
Crude Oil(NYM) |
Jan12 |
111123 |
97.79 |
97.87 |
95.35 |
96.17 |
-1.84 |
279,104 |
339,048 |
+7,445 |
Feb12 |
111123 |
97.92 |
97.95 |
95.54 |
96.37 |
-1.82 |
65,027 |
82,756 |
+3,928 |
Mar12 |
111123 |
98.00 |
98.04 |
95.74 |
96.56 |
-1.80 |
42,017 |
95,850 |
+370 |
Apr12 |
111123 |
97.35 |
97.51 |
96.04 |
96.70 |
-1.76 |
20,576 |
41,215 |
+1,900 |
May12 |
111123 |
97.42 |
97.63 |
96.12 |
96.78 |
-1.73 |
13,734 |
36,580 |
+167 |
Jun12 |
111123 |
97.84 |
97.84 |
95.96 |
96.77 |
-1.70 |
26,150 |
74,334 |
+1,140 |
Jul12 |
111123 |
96.82 |
97.19 |
95.98 |
96.66 |
-1.67 |
6,254 |
35,564 |
+560 |
Aug12 |
111123 |
96.87 |
96.91 |
95.90 |
96.49 |
-1.65 |
4,220 |
23,697 |
+361 |
Sep12 |
111123 |
96.15 |
96.29 |
96.13 |
96.29 |
-1.65 |
4,471 |
28,139 |
+768 |
Oct12 |
111123 |
96.59 |
96.59 |
95.58 |
96.10 |
-1.64 |
2,775 |
25,087 |
+368 |
Nov12 |
111123 |
95.94 |
95.94 |
95.94 |
95.94 |
-1.64 |
2,644 |
25,655 |
+80 |
Dec12 |
111123 |
96.92 |
96.92 |
95.08 |
95.77 |
-1.63 |
21,426 |
163,082 |
-610 |
Jan13 |
111123 |
95.48 |
95.48 |
95.48 |
95.48 |
-1.61 |
1,477 |
29,271 |
-339 |
Feb13 |
111123 |
95.46 |
95.46 |
95.16 |
95.16 |
-1.58 |
480 |
11,275 |
+3 |
Mar13 |
111123 |
94.84 |
94.84 |
94.84 |
94.84 |
-1.55 |
649 |
9,482 |
+334 |
Apr13 |
111123 |
94.54 |
94.54 |
94.54 |
94.54 |
-1.53 |
192 |
5,323 |
+74 |
Total Volume and Open Interest |
510,015 |
1,276,616 |
+16,489 |
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 |
111123 |
97.800 |
97.850 |
95.325 |
96.175 |
-1.825 |
9,612 |
1,643 |
-278 |
Feb12 |
111123 |
97.850 |
97.850 |
95.575 |
96.375 |
-1.825 |
307 |
299 |
+59 |
Mar12 |
111123 |
97.825 |
97.825 |
96.175 |
96.550 |
-1.800 |
74 |
139 |
+27 |
Apr12 |
111123 |
96.700 |
96.700 |
96.700 |
96.700 |
-1.750 |
0 |
23 |
+0 |
May12 |
111123 |
96.775 |
96.775 |
96.775 |
96.775 |
-1.725 |
0 |
6 |
+0 |
Jun12 |
111123 |
96.775 |
96.775 |
96.775 |
96.775 |
-1.700 |
8 |
19 |
+0 |
Jul12 |
111123 |
96.650 |
96.650 |
96.650 |
96.650 |
-1.675 |
0 |
4 |
+0 |
Aug12 |
111123 |
96.500 |
96.500 |
96.500 |
96.500 |
-1.650 |
0 |
5 |
+0 |
Total Volume and Open Interest |
10,001 |
2,361 |
-192 |
Heating Oil(NYM) |
Dec11 |
111123 |
303.00 |
303.00 |
295.47 |
295.91 |
-7.55 |
43,183 |
43,938 |
-6,809 |
Jan12 |
111123 |
303.88 |
304.06 |
296.73 |
297.14 |
-7.51 |
61,467 |
83,775 |
+2,015 |
Feb12 |
111123 |
303.38 |
303.80 |
297.14 |
297.55 |
-7.36 |
25,998 |
35,781 |
+1,321 |
Mar12 |
111123 |
301.24 |
301.59 |
296.79 |
297.13 |
-6.95 |
12,543 |
27,676 |
-665 |
Apr12 |
111123 |
298.28 |
298.42 |
294.93 |
294.99 |
-6.88 |
5,702 |
15,948 |
-128 |
May12 |
111123 |
294.95 |
296.19 |
292.38 |
292.74 |
-6.85 |
5,302 |
13,184 |
+353 |
Jun12 |
111123 |
296.00 |
296.15 |
291.23 |
291.62 |
-6.83 |
10,873 |
31,502 |
+157 |
Jul12 |
111123 |
293.95 |
294.40 |
291.59 |
291.59 |
-6.83 |
771 |
8,205 |
+171 |
Aug12 |
111123 |
293.95 |
294.64 |
291.77 |
291.77 |
-6.80 |
312 |
4,356 |
-59 |
Sep12 |
111123 |
295.28 |
295.28 |
292.40 |
292.40 |
-6.72 |
438 |
4,940 |
-138 |
Oct12 |
111123 |
296.18 |
296.27 |
293.22 |
293.22 |
-6.68 |
127 |
2,360 |
-4 |
Nov12 |
111123 |
297.12 |
297.12 |
294.02 |
294.02 |
-6.65 |
85 |
1,547 |
+11 |
Total Volume and Open Interest |
168,706 |
293,411 |
-3,717 |
Gasoline(NYMEX) |
Dec11 |
111123 |
253.13 |
254.50 |
249.70 |
251.77 |
-4.41 |
27,252 |
39,866 |
-3,616 |
Jan12 |
111123 |
253.30 |
255.11 |
249.95 |
252.05 |
-4.45 |
36,402 |
84,392 |
+2,077 |
Feb12 |
111123 |
254.49 |
255.45 |
251.11 |
253.20 |
-4.16 |
12,489 |
27,982 |
+1,779 |
Mar12 |
111123 |
255.87 |
257.05 |
253.03 |
254.86 |
-4.02 |
9,380 |
27,092 |
-886 |
Apr12 |
111123 |
271.47 |
271.47 |
267.38 |
269.02 |
-3.91 |
6,609 |
23,081 |
+357 |
May12 |
111123 |
269.60 |
269.74 |
267.85 |
268.79 |
-3.95 |
5,742 |
16,128 |
+330 |
Jun12 |
111123 |
267.08 |
268.39 |
265.53 |
266.70 |
-3.96 |
5,633 |
23,961 |
+1,397 |
Jul12 |
111123 |
264.00 |
264.50 |
263.20 |
264.13 |
-3.94 |
383 |
7,159 |
+115 |
Aug12 |
111123 |
261.25 |
261.83 |
261.11 |
261.48 |
-3.91 |
75 |
8,168 |
-29 |
Sep12 |
111123 |
259.25 |
259.50 |
258.00 |
258.76 |
-3.96 |
50 |
6,922 |
+0 |
Total Volume and Open Interest |
104,765 |
285,650 |
+1,612 |
e-miNY RBOB Gasoline(NYM) |
Dec11 |
111123 |
251.80 |
251.80 |
251.77 |
251.80 |
-4.40 |
|
|
|
Jan12 |
111123 |
252.10 |
252.10 |
252.05 |
252.10 |
-4.40 |
0 |
1 |
+0 |
Feb12 |
111123 |
253.20 |
253.20 |
253.20 |
253.20 |
-4.20 |
0 |
1 |
+0 |
Mar12 |
111123 |
254.90 |
254.90 |
254.86 |
254.90 |
-4.00 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Dec11 |
111123 |
3.408 |
3.483 |
3.352 |
3.460 |
+0.045 |
146,589 |
48,647 |
-27,058 |
Jan12 |
111123 |
3.552 |
3.637 |
3.490 |
3.608 |
+0.047 |
102,997 |
296,960 |
+4,791 |
Feb12 |
111123 |
3.580 |
3.658 |
3.510 |
3.632 |
+0.054 |
40,588 |
92,221 |
+6,909 |
Mar12 |
111123 |
3.564 |
3.655 |
3.501 |
3.628 |
+0.057 |
44,161 |
114,461 |
+7,031 |
Apr12 |
111123 |
3.581 |
3.682 |
3.538 |
3.660 |
+0.053 |
31,092 |
99,220 |
-2,405 |
May12 |
111123 |
3.615 |
3.727 |
3.585 |
3.704 |
+0.051 |
7,032 |
44,098 |
+272 |
Jun12 |
111123 |
3.690 |
3.770 |
3.638 |
3.748 |
+0.048 |
6,657 |
21,460 |
+1,069 |
Jul12 |
111123 |
3.736 |
3.820 |
3.688 |
3.799 |
+0.048 |
3,321 |
18,712 |
-178 |
Aug12 |
111123 |
3.727 |
3.829 |
3.716 |
3.825 |
+0.048 |
3,147 |
15,795 |
-129 |
Sep12 |
111123 |
3.729 |
3.835 |
3.715 |
3.825 |
+0.048 |
2,629 |
12,601 |
+266 |
Oct12 |
111123 |
3.769 |
3.871 |
3.749 |
3.860 |
+0.048 |
10,002 |
55,116 |
-705 |
Nov12 |
111123 |
3.944 |
4.015 |
3.880 |
3.992 |
+0.045 |
4,270 |
22,480 |
+69 |
Dec12 |
111123 |
4.219 |
4.277 |
4.158 |
4.263 |
+0.038 |
4,085 |
23,818 |
+476 |
Jan13 |
111123 |
4.309 |
4.405 |
4.285 |
4.393 |
+0.039 |
3,154 |
29,229 |
-624 |
Feb13 |
111123 |
4.282 |
4.378 |
4.277 |
4.378 |
+0.036 |
130 |
6,238 |
+46 |
Mar13 |
111123 |
4.237 |
4.328 |
4.236 |
4.328 |
+0.032 |
298 |
13,700 |
+27 |
Total Volume and Open Interest |
411,506 |
991,623 |
-9,998 |
Brent Crude Oil(ICE) |
Jan12 |
111123 |
108.61 |
108.85 |
106.82 |
107.02 |
-2.01 |
183,497 |
181,716 |
-10,698 |
Feb12 |
111123 |
108.30 |
108.35 |
106.50 |
106.70 |
-1.95 |
77,672 |
156,751 |
-432 |
Mar12 |
111123 |
107.54 |
107.96 |
106.13 |
106.36 |
-1.91 |
37,025 |
92,281 |
-2,883 |
Apr12 |
111123 |
107.19 |
107.71 |
105.93 |
106.12 |
-1.87 |
17,773 |
37,382 |
-811 |
May12 |
111123 |
106.91 |
107.52 |
105.75 |
105.90 |
-1.87 |
14,253 |
22,483 |
+420 |
Jun12 |
111123 |
106.55 |
107.30 |
105.46 |
105.66 |
-1.86 |
25,437 |
68,341 |
+905 |
Jul12 |
111123 |
106.63 |
106.93 |
105.27 |
105.43 |
-1.84 |
4,022 |
20,052 |
-24 |
Aug12 |
111123 |
106.05 |
106.66 |
105.00 |
105.15 |
-1.84 |
2,940 |
24,905 |
+822 |
Sep12 |
111123 |
105.67 |
106.28 |
104.62 |
104.77 |
-1.84 |
4,070 |
28,790 |
+769 |
Oct12 |
111123 |
105.16 |
105.16 |
104.41 |
104.41 |
-1.84 |
2,409 |
12,761 |
-42 |
Nov12 |
111123 |
104.07 |
104.07 |
104.07 |
104.07 |
-1.83 |
2,426 |
18,220 |
+353 |
Dec12 |
111123 |
104.73 |
105.24 |
103.48 |
103.69 |
-1.83 |
20,909 |
97,154 |
-833 |
Jan13 |
111123 |
103.38 |
103.38 |
103.38 |
103.38 |
-1.82 |
787 |
9,793 |
+151 |
Feb13 |
111123 |
103.02 |
103.02 |
103.02 |
103.02 |
-1.81 |
628 |
5,695 |
+459 |
Total Volume and Open Interest |
405,835 |
932,943 |
-12,322 |
Gas Oil(ICE) |
Dec11 |
111123 |
959.25 |
960.50 |
940.75 |
946.00 |
-6.00 |
74,585 |
125,803 |
-2,586 |
Jan12 |
111123 |
951.50 |
953.00 |
932.75 |
938.25 |
-6.00 |
77,355 |
107,252 |
-76 |
Feb12 |
111123 |
943.00 |
946.50 |
927.00 |
932.50 |
-6.25 |
28,957 |
48,419 |
+1,289 |
Mar12 |
111123 |
937.50 |
937.50 |
922.50 |
928.25 |
-6.25 |
14,434 |
39,414 |
+157 |
Apr12 |
111123 |
937.00 |
937.00 |
919.00 |
924.75 |
-6.25 |
6,122 |
22,266 |
-192 |
May12 |
111123 |
933.75 |
933.75 |
916.75 |
922.50 |
-6.00 |
5,166 |
23,748 |
+130 |
Jun12 |
111123 |
933.75 |
933.75 |
916.50 |
922.25 |
-6.00 |
13,171 |
53,001 |
+54 |
Jul12 |
111123 |
932.25 |
932.25 |
919.00 |
923.25 |
-6.00 |
1,637 |
16,848 |
+305 |
Aug12 |
111123 |
933.00 |
933.00 |
919.75 |
924.00 |
-6.00 |
830 |
12,278 |
+176 |
Sep12 |
111123 |
932.75 |
933.25 |
918.00 |
923.75 |
-6.00 |
1,659 |
12,211 |
+123 |
Total Volume and Open Interest |
231,510 |
551,616 |
-1,603 |
Ethanol(CBOT) |
Nov11 |
111103 |
2.806 |
2.845 |
2.790 |
2.790 |
+0.004 |
130 |
244 |
-76 |
Dec11 |
111123 |
2.520 |
2.525 |
2.486 |
2.497 |
-0.059 |
136 |
613 |
-46 |
Jan12 |
111123 |
2.266 |
2.270 |
2.237 |
2.256 |
-0.049 |
763 |
1,438 |
-463 |
Feb12 |
111123 |
2.170 |
2.193 |
2.157 |
2.164 |
-0.045 |
224 |
1,154 |
-65 |
Mar12 |
111123 |
2.167 |
2.195 |
2.165 |
2.174 |
-0.039 |
113 |
1,200 |
-42 |
Apr12 |
111123 |
2.175 |
2.185 |
2.165 |
2.169 |
-0.045 |
157 |
679 |
+16 |
May12 |
111123 |
2.171 |
2.194 |
2.170 |
2.178 |
-0.046 |
64 |
786 |
+33 |
Jun12 |
111123 |
2.178 |
2.198 |
2.170 |
2.196 |
-0.041 |
51 |
630 |
+33 |
Total Volume and Open Interest |
1,700 |
10,400 |
-483 |
WTI Crude Oil(ICE) |
Jan12 |
111123 |
97.69 |
97.69 |
95.35 |
96.17 |
-1.84 |
66,833 |
67,986 |
+723 |
Feb12 |
111123 |
97.48 |
97.48 |
95.55 |
96.37 |
-1.82 |
20,224 |
46,580 |
-115 |
Mar12 |
111123 |
97.68 |
97.68 |
95.78 |
96.56 |
-1.80 |
16,769 |
29,305 |
-1,797 |
Apr12 |
111123 |
97.42 |
97.42 |
95.97 |
96.70 |
-1.76 |
8,202 |
17,900 |
+790 |
May12 |
111123 |
97.01 |
97.50 |
96.05 |
96.78 |
-1.73 |
5,184 |
9,994 |
-311 |
Jun12 |
111123 |
97.59 |
97.60 |
96.04 |
96.77 |
-1.70 |
11,082 |
43,361 |
+932 |
Jul12 |
111123 |
96.84 |
97.13 |
96.05 |
96.66 |
-1.67 |
2,287 |
9,359 |
+50 |
Aug12 |
111123 |
96.97 |
96.97 |
96.05 |
96.49 |
-1.65 |
1,762 |
5,894 |
+83 |
Sep12 |
111123 |
96.43 |
96.47 |
95.86 |
96.29 |
-1.65 |
1,235 |
10,946 |
+81 |
Oct12 |
111123 |
96.10 |
96.10 |
96.10 |
96.10 |
-1.64 |
876 |
4,833 |
+156 |
Nov12 |
111123 |
95.94 |
95.94 |
95.94 |
95.94 |
-1.64 |
747 |
4,262 |
+240 |
Dec12 |
111123 |
96.32 |
96.54 |
95.14 |
95.77 |
-1.63 |
8,224 |
60,416 |
+922 |
Jan13 |
111123 |
95.48 |
95.48 |
95.48 |
95.48 |
-1.61 |
154 |
2,555 |
+117 |
Feb13 |
111123 |
95.16 |
95.16 |
95.16 |
95.16 |
-1.58 |
0 |
640 |
+0 |
Mar13 |
111123 |
94.84 |
94.84 |
94.84 |
94.84 |
-1.55 |
0 |
1,564 |
+0 |
Apr13 |
111123 |
94.54 |
94.54 |
94.54 |
94.54 |
-1.53 |
0 |
389 |
+0 |
Total Volume and Open Interest |
145,874 |
408,781 |
+706 |
US Dollar Index(ICE) |
Dec11 |
111123 |
78.330 |
79.400 |
78.330 |
79.350 |
+0.915 |
21,501 |
54,305 |
+501 |
Mar12 |
111123 |
79.000 |
79.800 |
78.975 |
79.730 |
+0.915 |
19 |
694 |
+6 |
Jun12 |
111123 |
80.150 |
80.150 |
80.150 |
80.150 |
+0.915 |
|
|
|
Total Volume and Open Interest |
21,520 |
54,999 |
+507 |
Australian Dollar(CME) |
Dec11 |
111123 |
98.12 |
98.26 |
96.33 |
96.52 |
-1.56 |
124,679 |
129,552 |
-2,835 |
Mar12 |
111123 |
97.24 |
97.24 |
95.60 |
95.61 |
-1.54 |
240 |
1,020 |
+21 |
Jun12 |
111123 |
95.05 |
96.46 |
94.96 |
94.96 |
-1.50 |
0 |
35 |
+0 |
Total Volume and Open Interest |
124,919 |
130,734 |
-2,814 |
British Pound(CME) |
Dec11 |
111123 |
156.39 |
156.52 |
154.91 |
155.05 |
-1.16 |
84,107 |
160,189 |
+3,316 |
Mar12 |
111123 |
155.91 |
156.06 |
154.84 |
154.91 |
-1.15 |
40 |
380 |
+3 |
Jun12 |
111123 |
154.78 |
155.91 |
154.78 |
154.78 |
-1.13 |
0 |
3 |
+0 |
Total Volume and Open Interest |
84,147 |
160,577 |
+3,319 |
Canadian Dollar(CME) |
Dec11 |
111123 |
96.27 |
96.33 |
95.20 |
95.35 |
-1.00 |
72,166 |
122,655 |
+1,623 |
Mar12 |
111123 |
96.00 |
96.20 |
95.05 |
95.20 |
-1.00 |
611 |
4,389 |
+163 |
Jun12 |
111123 |
95.72 |
96.13 |
95.03 |
95.14 |
-0.99 |
156 |
1,214 |
+82 |
Sep12 |
111123 |
95.35 |
96.11 |
95.00 |
95.11 |
-1.00 |
72 |
743 |
+29 |
Total Volume and Open Interest |
73,041 |
129,145 |
+1,908 |
Japanese Yen(CME) |
Dec11 |
111123 |
130.00 |
130.05 |
128.94 |
129.35 |
-0.62 |
58,041 |
148,433 |
+1,673 |
Mar12 |
111123 |
130.28 |
130.32 |
129.52 |
129.70 |
-0.62 |
99 |
1,056 |
-7 |
Jun12 |
111123 |
130.11 |
130.72 |
130.11 |
130.11 |
-0.61 |
0 |
25 |
+0 |
Total Volume and Open Interest |
58,140 |
149,519 |
+1,666 |
Swiss Franc(CME) |
Dec11 |
111123 |
109.40 |
109.59 |
108.47 |
108.65 |
-0.70 |
19,739 |
29,929 |
-353 |
Mar12 |
111123 |
109.80 |
109.80 |
108.75 |
108.87 |
-0.71 |
17 |
642 |
-1 |
Jun12 |
111123 |
109.19 |
109.90 |
109.19 |
109.19 |
-0.71 |
0 |
5 |
+0 |
Total Volume and Open Interest |
19,756 |
30,580 |
-354 |
EuroFX(CME) |
Dec11 |
111123 |
135.15 |
135.31 |
133.19 |
133.28 |
-1.78 |
272,027 |
251,748 |
-1,942 |
Mar12 |
111123 |
135.33 |
135.45 |
133.43 |
133.46 |
-1.76 |
1,206 |
7,245 |
+398 |
Jun12 |
111123 |
134.10 |
135.33 |
133.43 |
133.60 |
-1.73 |
4 |
977 |
+4 |
Total Volume and Open Interest |
273,237 |
259,988 |
-1,540 |
Mexican Peso(CME) |
Dec11 |
111123 |
714.0 |
715.0 |
701.2 |
704.2 |
-10.8 |
35,685 |
72,725 |
-2,327 |
Jan12 |
111123 |
702.8 |
713.5 |
702.8 |
702.8 |
-10.8 |
0 |
95 |
+0 |
Total Volume and Open Interest |
35,807 |
114,768 |
-2,228 |
Brazilian Real(CME) |
Dec11 |
111123 |
536.20 |
539.90 |
533.20 |
538.35 |
-14.65 |
427 |
3,893 |
-238 |
Jan12 |
111123 |
535.00 |
535.00 |
535.00 |
535.00 |
-14.60 |
0 |
10,149 |
+0 |
Feb12 |
111123 |
531.60 |
531.60 |
531.60 |
531.60 |
-14.55 |
|
|
|
Mar12 |
111123 |
532.30 |
532.30 |
528.25 |
528.25 |
-14.50 |
536 |
568 |
+534 |
Total Volume and Open Interest |
963 |
29,941 |
+296 |
30-Year T-Bonds(CBOT) |
Dec11 |
111123 |
144~130 |
145~140 |
143~280 |
145~110 |
+1~080 |
315,114 |
566,437 |
-49,986 |
Mar12 |
111123 |
144~060 |
145~080 |
143~230 |
145~060 |
+1~090 |
79,296 |
75,396 |
+50,076 |
Jun12 |
111123 |
144~000 |
144~000 |
142~230 |
144~000 |
+1~090 |
1 |
6 |
+0 |
Total Volume and Open Interest |
394,411 |
641,839 |
+90 |
10-Year T-Notes(CBOT) |
Dec11 |
111123 |
130~270 |
131~095 |
130~065 |
131~070 |
+0~135 |
770,172 |
1,396,793 |
-21,994 |
Mar12 |
111123 |
130~055 |
130~200 |
129~280 |
130~180 |
+0~140 |
79,323 |
98,216 |
+52,261 |
Jun12 |
111123 |
129~180 |
129~180 |
129~040 |
129~180 |
+0~140 |
|
|
|
Total Volume and Open Interest |
849,495 |
1,495,009 |
+30,267 |
5-Year T-Notes(CBOT) |
Dec11 |
111123 |
123~022 |
123~040 |
123~004 |
123~036 |
+0~016 |
434,361 |
1,204,371 |
-33,367 |
Mar12 |
111123 |
122~103 |
122~123 |
122~087 |
122~121 |
+0~019 |
39,959 |
50,303 |
+25,503 |
Jun12 |
111123 |
122~017 |
122~017 |
121~126 |
122~017 |
+0~019 |
|
|
|
Total Volume and Open Interest |
474,320 |
1,254,674 |
-7,864 |
2 Year T-Notes(CBOT) |
Dec11 |
111123 |
110~025 |
110~027 |
110~021 |
110~023 |
-0~002 |
264,418 |
714,765 |
+3,335 |
Mar12 |
111123 |
110~028 |
110~031 |
110~024 |
110~029 |
unch |
67,214 |
53,012 |
+30,115 |
Jun12 |
111123 |
109~125 |
109~125 |
109~125 |
109~125 |
unch |
|
|
|
Total Volume and Open Interest |
331,632 |
767,777 |
+33,450 |
Eurodollars(CME) |
Dec11 |
111123 |
99.363 |
99.368 |
99.342 |
99.355 |
-0.010 |
134,199 |
1,072,830 |
+5,566 |
Mar12 |
111123 |
99.210 |
99.210 |
99.165 |
99.180 |
-0.025 |
155,241 |
965,060 |
+983 |
Jun12 |
111123 |
99.180 |
99.180 |
99.135 |
99.150 |
-0.025 |
136,731 |
1,165,294 |
-937 |
Sep12 |
111123 |
99.180 |
99.185 |
99.135 |
99.150 |
-0.030 |
134,181 |
760,006 |
+724 |
Dec12 |
111123 |
99.195 |
99.200 |
99.140 |
99.155 |
-0.035 |
110,274 |
800,142 |
+769 |
Mar13 |
111123 |
99.205 |
99.205 |
99.145 |
99.160 |
-0.040 |
120,186 |
815,101 |
+8,800 |
Jun13 |
111123 |
99.190 |
99.195 |
99.135 |
99.150 |
-0.035 |
72,986 |
567,788 |
-709 |
Sep13 |
111123 |
99.150 |
99.160 |
99.110 |
99.120 |
-0.025 |
74,746 |
453,404 |
-4,319 |
Dec13 |
111123 |
99.065 |
99.080 |
99.035 |
99.050 |
-0.010 |
53,952 |
476,720 |
-5,504 |
Mar14 |
111123 |
98.965 |
98.980 |
98.930 |
98.955 |
unch |
45,811 |
336,957 |
+58 |
Jun14 |
111123 |
98.815 |
98.835 |
98.785 |
98.820 |
+0.010 |
56,161 |
284,565 |
-5,507 |
Sep14 |
111123 |
98.655 |
98.685 |
98.625 |
98.670 |
+0.015 |
34,112 |
184,735 |
-900 |
Dec14 |
111123 |
98.485 |
98.515 |
98.455 |
98.505 |
+0.020 |
21,808 |
173,103 |
+870 |
Mar15 |
111123 |
98.330 |
98.360 |
98.295 |
98.350 |
+0.025 |
12,131 |
117,271 |
-364 |
Jun15 |
111123 |
6.440 |
6.450 |
6.380 |
6.440 |
+0.025 |
11,130 |
110,218 |
-193 |
Sep15 |
111123 |
6.270 |
6.285 |
6.205 |
6.275 |
+0.025 |
9,976 |
79,705 |
-1,125 |
Dec15 |
111123 |
6.085 |
6.110 |
6.025 |
6.100 |
+0.030 |
5,724 |
47,481 |
-522 |
Mar16 |
111123 |
5.955 |
5.970 |
5.875 |
5.955 |
+0.030 |
6,448 |
46,837 |
+153 |
Total Volume and Open Interest |
1,210,618 |
8,651,679 |
-1,283 |
30 Day Federal Funds(CBOT) |
Nov11 |
111123 |
99.918 |
99.918 |
99.915 |
99.915 |
unch |
353 |
65,719 |
-116 |
Dec11 |
111123 |
99.910 |
99.915 |
99.905 |
99.910 |
unch |
3,049 |
61,636 |
-445 |
Jan12 |
111123 |
99.895 |
99.900 |
99.890 |
99.895 |
unch |
1,252 |
59,698 |
-127 |
Feb12 |
111123 |
99.885 |
99.890 |
99.880 |
99.890 |
unch |
803 |
46,921 |
-188 |
Mar12 |
111123 |
99.885 |
99.890 |
99.880 |
99.885 |
unch |
1,281 |
31,246 |
+500 |
Apr12 |
111123 |
99.885 |
99.885 |
99.875 |
99.880 |
unch |
585 |
36,559 |
+39 |
Total Volume and Open Interest |
15,382 |
595,736 |
-1,354 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111123 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
327 |
+0 |
Mar12 |
111123 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
0 |
300 |
+0 |
Jun12 |
111123 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Sep12 |
111123 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Dec12 |
111123 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
111123 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Jun13 |
111123 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Sep13 |
111123 |
99.475 |
99.475 |
99.475 |
99.475 |
unch |
|
|
|
Dec13 |
111123 |
99.335 |
99.335 |
99.335 |
99.335 |
unch |
|
|
|
Mar14 |
111123 |
99.195 |
99.195 |
99.195 |
99.195 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
627 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111123 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
4,445 |
+0 |
Mar12 |
111123 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
400 |
1,937 |
+0 |
Jun12 |
111123 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,470 |
+0 |
Sep12 |
111123 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
200 |
711 |
+0 |
Dec12 |
111123 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
171 |
+0 |
Mar13 |
111123 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
101 |
+0 |
Jun13 |
111123 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
|
|
|
Sep13 |
111123 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
Total Volume and Open Interest |
600 |
8,838 |
+0 |
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 |
111123 |
137.50 |
137.79 |
135.27 |
135.81 |
-1.44 |
599,258 |
890,290 |
+1,204 |
Mar12 |
111123 |
137.48 |
137.93 |
135.36 |
135.91 |
-1.50 |
8,135 |
30,504 |
+5,018 |
Jun12 |
111123 |
135.50 |
135.61 |
135.50 |
135.61 |
-1.44 |
0 |
18 |
+0 |
Total Volume and Open Interest |
607,393 |
920,812 |
+6,222 |
Euro-Bobl(EUREX) |
Dec11 |
111123 |
123.41 |
123.61 |
122.59 |
122.80 |
-0.52 |
315,427 |
752,308 |
+7,032 |
Mar12 |
111123 |
123.82 |
123.82 |
122.82 |
123.02 |
-0.57 |
2,260 |
24,591 |
+1,453 |
Jun12 |
111123 |
122.95 |
122.95 |
122.95 |
122.95 |
-0.52 |
|
|
|
Total Volume and Open Interest |
317,687 |
776,899 |
+8,485 |
3-Mth Euribor(EUREX) |
Dec11 |
111123 |
98.595 |
98.595 |
98.595 |
98.595 |
-0.020 |
2 |
1,595 |
+0 |
Mar12 |
111123 |
98.755 |
98.755 |
98.755 |
98.755 |
-0.020 |
81 |
2,295 |
+28 |
Jun12 |
111123 |
98.815 |
98.815 |
98.790 |
98.800 |
-0.030 |
1 |
1,053 |
+0 |
Total Volume and Open Interest |
96 |
8,276 |
+29 |
Long Gilt(LIFFE) |
Dec11 |
111123 |
131~10 |
131~18 |
130~16 |
131~04 |
+0~06 |
100,652 |
300,518 |
-1,738 |
Mar12 |
111123 |
115~09 |
115~16 |
114~17 |
115~05 |
+0~08 |
9,424 |
27,732 |
+5,435 |
Total Volume and Open Interest |
110,076 |
328,250 |
+3,697 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111123 |
98.90 |
98.91 |
98.88 |
98.89 |
unch |
25,943 |
333,829 |
-3,286 |
Mar12 |
111123 |
98.77 |
98.79 |
98.76 |
98.77 |
unch |
34,122 |
350,398 |
-7,005 |
Jun12 |
111123 |
98.72 |
98.75 |
98.71 |
98.72 |
unch |
31,765 |
201,930 |
-1,237 |
Sep12 |
111123 |
98.70 |
98.73 |
98.68 |
98.69 |
unch |
29,462 |
208,818 |
-3,634 |
Dec12 |
111123 |
98.66 |
98.69 |
98.64 |
98.65 |
unch |
20,711 |
196,165 |
+835 |
Mar13 |
111123 |
98.66 |
98.70 |
98.63 |
98.65 |
unch |
20,122 |
189,746 |
-859 |
Total Volume and Open Interest |
211,977 |
1,981,458 |
-21,095 |
3-Mth Euribor(LIFFE) |
Dec11 |
111123 |
98.615 |
98.630 |
98.580 |
98.595 |
-0.020 |
78,855 |
678,459 |
-5,472 |
Mar12 |
111123 |
98.785 |
98.805 |
98.735 |
98.755 |
-0.020 |
75,871 |
500,756 |
-12,066 |
Jun12 |
111123 |
98.835 |
98.860 |
98.785 |
98.800 |
-0.030 |
60,090 |
367,431 |
-199 |
Total Volume and Open Interest |
483,325 |
3,353,684 |
-31,612 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111123 |
95.51 |
95.55 |
95.49 |
95.54 |
+0.02 |
20,647 |
185,425 |
+2,514 |
Mar12 |
111123 |
96.37 |
96.44 |
96.34 |
96.43 |
+0.05 |
18,728 |
199,547 |
+1,568 |
Jun12 |
111123 |
96.65 |
96.71 |
96.61 |
96.70 |
+0.05 |
9,976 |
148,298 |
+2,548 |
Sep12 |
111123 |
96.65 |
96.71 |
96.63 |
96.70 |
+0.04 |
6,206 |
95,637 |
-1,118 |
Dec12 |
111123 |
96.53 |
96.58 |
96.50 |
96.57 |
+0.04 |
4,676 |
56,959 |
+1,493 |
Mar13 |
111123 |
96.37 |
96.42 |
96.34 |
96.40 |
+0.03 |
1,585 |
49,025 |
+748 |
Jun13 |
111123 |
96.19 |
96.26 |
96.19 |
96.25 |
+0.03 |
2,126 |
39,925 |
+1,530 |
Sep13 |
111123 |
96.11 |
96.14 |
96.09 |
96.13 |
+0.02 |
737 |
20,089 |
+429 |
Dec13 |
111123 |
96.02 |
96.03 |
96.01 |
96.02 |
+0.03 |
321 |
3,742 |
-32 |
Mar14 |
111123 |
95.90 |
95.93 |
95.90 |
95.92 |
+0.04 |
134 |
693 |
+34 |
Total Volume and Open Interest |
65,140 |
799,401 |
+9,718 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111123 |
96.01 |
96.09 |
95.98 |
96.07 |
+0.05 |
54,168 |
379,119 |
+16,550 |
Mar12 |
111123 |
96.07 |
96.07 |
96.07 |
96.07 |
+0.05 |
|
|
|
Total Volume and Open Interest |
54,168 |
379,119 |
+16,550 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111123 |
96.86 |
96.96 |
96.83 |
96.93 |
+0.06 |
168,265 |
563,921 |
-2,925 |
Mar12 |
111123 |
96.93 |
96.93 |
96.93 |
96.93 |
+0.06 |
|
|
|
Total Volume and Open Interest |
168,265 |
563,921 |
-2,925 |
Gold(CMX) |
Dec11 |
111123 |
1699.9 |
1710.8 |
1677.1 |
1695.9 |
-6.5 |
209,402 |
166,545 |
-11,819 |
Feb12 |
111123 |
1703.2 |
1713.8 |
1680.1 |
1698.8 |
-6.7 |
27,799 |
147,747 |
+6,685 |
Apr12 |
111123 |
1704.2 |
1715.5 |
1684.0 |
1702.0 |
-6.6 |
6,395 |
26,392 |
+2,660 |
Jun12 |
111123 |
1706.0 |
1718.4 |
1687.1 |
1704.3 |
-6.5 |
3,318 |
21,085 |
+635 |
Aug12 |
111123 |
1717.5 |
1717.8 |
1701.6 |
1706.5 |
-6.4 |
671 |
11,580 |
+376 |
Oct12 |
111123 |
1709.3 |
1709.3 |
1709.3 |
1709.3 |
-6.3 |
147 |
7,323 |
+90 |
Dec12 |
111123 |
1713.5 |
1725.4 |
1694.8 |
1712.2 |
-6.4 |
950 |
18,884 |
+109 |
Feb13 |
111123 |
1715.1 |
1715.1 |
1715.1 |
1715.1 |
-6.3 |
43 |
3,417 |
+2 |
Apr13 |
111123 |
1718.1 |
1718.1 |
1718.1 |
1718.1 |
-6.2 |
0 |
669 |
+0 |
Jun13 |
111123 |
1728.0 |
1728.0 |
1722.1 |
1722.1 |
-6.0 |
238 |
10,968 |
+236 |
Aug13 |
111123 |
1725.9 |
1725.9 |
1725.9 |
1725.9 |
-5.9 |
0 |
45 |
+0 |
Total Volume and Open Interest |
249,611 |
460,387 |
-814 |
Silver(CMX) |
Dec11 |
111123 |
3278.5 |
3287.0 |
3122.0 |
3188.4 |
-106.7 |
53,532 |
33,585 |
+997 |
Mar12 |
111123 |
3282.0 |
3292.5 |
3131.0 |
3196.4 |
-106.7 |
13,631 |
40,472 |
+3,231 |
May12 |
111123 |
3278.0 |
3298.0 |
3140.0 |
3200.2 |
-106.7 |
521 |
5,131 |
+112 |
Jul12 |
111123 |
3274.0 |
3274.0 |
3193.5 |
3203.7 |
-106.7 |
137 |
2,732 |
-79 |
Sep12 |
111123 |
3206.7 |
3206.7 |
3206.6 |
3206.7 |
-106.6 |
23 |
1,912 |
+2 |
Dec12 |
111123 |
3202.0 |
3220.5 |
3164.5 |
3210.5 |
-106.5 |
258 |
13,953 |
+30 |
Mar13 |
111123 |
3207.1 |
3207.1 |
3207.1 |
3207.1 |
-106.4 |
2 |
1,098 |
+0 |
Total Volume and Open Interest |
68,803 |
114,020 |
+4,405 |
Platinum(NYMEX) |
Jan12 |
111123 |
1574.2 |
1574.7 |
1539.2 |
1558.3 |
-12.7 |
7,686 |
33,804 |
-49 |
Apr12 |
111123 |
1569.5 |
1570.0 |
1547.0 |
1562.6 |
-12.6 |
189 |
4,701 |
+112 |
Jul12 |
111123 |
1557.2 |
1565.9 |
1551.8 |
1565.9 |
-13.1 |
22 |
341 |
+17 |
Oct12 |
111123 |
1569.7 |
1569.7 |
1569.7 |
1569.7 |
-13.1 |
1 |
56 |
+0 |
Total Volume and Open Interest |
7,898 |
38,904 |
+80 |
Palladium(NYMEX) |
Dec11 |
111123 |
605.20 |
608.80 |
580.65 |
589.85 |
-11.30 |
5,455 |
10,044 |
-1,130 |
Mar12 |
111123 |
607.60 |
607.60 |
582.80 |
592.30 |
-11.10 |
1,873 |
9,954 |
+1,209 |
Jun12 |
111123 |
591.00 |
593.60 |
590.95 |
593.60 |
-11.05 |
20 |
164 |
+20 |
Total Volume and Open Interest |
7,348 |
20,164 |
+95 |
Copper(CMX) |
Dec11 |
111123 |
331.00 |
336.70 |
323.40 |
327.90 |
-5.40 |
46,115 |
27,209 |
-2,829 |
Mar12 |
111123 |
332.60 |
338.10 |
324.80 |
329.25 |
-5.55 |
13,417 |
62,218 |
+1,765 |
May12 |
111123 |
339.20 |
339.20 |
326.25 |
330.35 |
-5.60 |
337 |
16,359 |
+70 |
Jul12 |
111123 |
327.50 |
331.25 |
327.00 |
331.20 |
-5.55 |
225 |
5,805 |
+43 |
Sep12 |
111123 |
327.65 |
331.60 |
327.65 |
331.60 |
-5.60 |
49 |
2,276 |
-2 |
Total Volume and Open Interest |
61,335 |
125,477 |
-1,439 |
DJIA Index(CBOT) |
Dec11 |
111123 |
11407 |
11407 |
11225 |
11234 |
-213 |
465 |
17,350 |
-119 |
Mar12 |
111123 |
11164 |
11377 |
11164 |
11164 |
-213 |
0 |
408 |
+0 |
Jun12 |
111123 |
11097 |
11310 |
11097 |
11097 |
-213 |
0 |
400 |
+0 |
Sep12 |
111123 |
11034 |
11247 |
11034 |
11034 |
-213 |
|
|
|
Total Volume and Open Interest |
465 |
18,158 |
-119 |
E-mini DJIA Index(CBOT) |
Dec11 |
111123 |
11450 |
11467 |
11215 |
11234 |
-213 |
153,397 |
88,452 |
+890 |
Mar12 |
111123 |
11365 |
11375 |
11149 |
11164 |
-213 |
335 |
689 |
+251 |
Jun12 |
111123 |
11097 |
11097 |
11097 |
11097 |
-213 |
0 |
6 |
+0 |
Sep12 |
111123 |
11034 |
11034 |
11034 |
11034 |
-213 |
0 |
13 |
+0 |
Total Volume and Open Interest |
153,732 |
89,160 |
+1,141 |
S & P 500(CME) |
Dec11 |
111123 |
1182.60 |
1185.00 |
1159.00 |
1159.90 |
-22.90 |
16,753 |
276,584 |
+3,010 |
Mar12 |
111123 |
1169.50 |
1169.50 |
1153.00 |
1154.00 |
-22.90 |
947 |
17,757 |
+512 |
Jun12 |
111123 |
1156.00 |
1157.70 |
1147.70 |
1148.90 |
-22.80 |
107 |
1,729 |
+20 |
Sep12 |
111123 |
1155.00 |
1155.00 |
1142.40 |
1143.60 |
-22.80 |
0 |
4 |
+0 |
Total Volume and Open Interest |
17,807 |
296,174 |
+3,542 |
S & P 500 E-Mini(Globex) |
Dec11 |
111123 |
1182.75 |
1185.00 |
1158.50 |
1160.00 |
-22.75 |
2,401,770 |
2,949,110 |
+905 |
Mar12 |
111123 |
1177.00 |
1180.00 |
1152.50 |
1154.00 |
-23.00 |
6,387 |
49,112 |
+2,214 |
Total Volume and Open Interest |
2,408,168 |
2,999,920 |
+3,120 |
NASDAQ 100(CME) |
Dec11 |
111123 |
2208.00 |
2215.50 |
2160.00 |
2161.00 |
-53.30 |
1,119 |
30,953 |
-343 |
Mar12 |
111123 |
2156.80 |
2160.00 |
2156.80 |
2156.80 |
-53.20 |
0 |
110 |
+0 |
Jun12 |
111123 |
2153.80 |
2157.00 |
2153.80 |
2153.80 |
-53.20 |
|
|
|
Total Volume and Open Interest |
1,119 |
31,063 |
-343 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111123 |
2214.00 |
2216.80 |
2161.00 |
2161.00 |
-53.30 |
300,992 |
324,872 |
-3,069 |
Mar12 |
111123 |
2204.00 |
2214.80 |
2156.80 |
2156.80 |
-53.20 |
89 |
1,193 |
+7 |
Total Volume and Open Interest |
301,081 |
326,079 |
-3,062 |
S & P Midcap 400(CME) |
Dec11 |
111123 |
813.00 |
819.00 |
813.00 |
814.90 |
-20.70 |
0 |
5,683 |
+0 |
Mar12 |
111123 |
812.50 |
812.50 |
811.10 |
812.50 |
-20.70 |
|
|
|
Jun12 |
111123 |
810.50 |
810.50 |
809.10 |
810.50 |
-20.70 |
|
|
|
Total Volume and Open Interest |
0 |
5,683 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111123 |
8270 |
8295 |
8140 |
8155 |
-110 |
5,373 |
30,752 |
+228 |
Mar12 |
111123 |
8195 |
8195 |
8155 |
8155 |
-110 |
22 |
62 |
+5 |
Total Volume and Open Interest |
5,395 |
30,814 |
+233 |
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 |
111123 |
2838.0 |
2879.5 |
2812.0 |
2818.0 |
-52.0 |
104,174 |
248,484 |
+2,354 |
Jan12 |
111123 |
2844.5 |
2870.0 |
2810.0 |
2813.0 |
-52.5 |
4,647 |
4,126 |
+4,096 |
Feb12 |
111123 |
2813.5 |
2813.5 |
2813.5 |
2813.5 |
-52.5 |
|
|
|
Total Volume and Open Interest |
108,821 |
252,622 |
+6,450 |
Hang Seng Index(HKFE) |
Nov11 |
111123 |
17900 |
17962 |
17789 |
17803 |
-367 |
71,729 |
81,284 |
+794 |
Dec11 |
111123 |
17925 |
17950 |
17780 |
17790 |
-375 |
2,365 |
13,903 |
+283 |
Total Volume and Open Interest |
74,531 |
97,494 |
+1,153 |
DAX(EUREX) |
Dec11 |
111123 |
5483.5 |
5592.5 |
5453.0 |
5479.5 |
-78.0 |
176,653 |
167,429 |
+4,683 |
Mar12 |
111123 |
5500.0 |
5595.0 |
5467.5 |
5489.5 |
-78.5 |
499 |
7,714 |
+141 |
Jun12 |
111123 |
5508.5 |
5581.0 |
5503.0 |
5507.5 |
-78.5 |
88 |
2,513 |
+18 |
Total Volume and Open Interest |
177,240 |
177,656 |
+4,842 |
FT-SE 100(EURONEXT) |
Dec11 |
111123 |
5217.00 |
5226.00 |
5114.50 |
5149.50 |
-60.00 |
116,224 |
628,509 |
+2,846 |
Mar12 |
111123 |
5150.00 |
5150.00 |
5100.00 |
5114.00 |
-60.00 |
3,792 |
8,344 |
+11 |
Jun12 |
111123 |
5104.50 |
5104.50 |
5077.00 |
5077.00 |
-60.00 |
10 |
530 |
+10 |
Total Volume and Open Interest |
120,026 |
637,383 |
+2,867 |
SPI 200(SFE) |
Dec11 |
111123 |
4153.0 |
4159.0 |
4058.0 |
4064.0 |
-88.0 |
35,740 |
200,738 |
-87 |
Mar12 |
111123 |
4100.0 |
4118.0 |
4042.0 |
4043.0 |
-88.0 |
64 |
3,169 |
+10 |
Jun12 |
111123 |
4048.0 |
4048.0 |
4048.0 |
4048.0 |
-88.0 |
0 |
1,422 |
+0 |
Total Volume and Open Interest |
35,849 |
206,573 |
-32 |
GSCI(CME) |
Dec11 |
111123 |
636.00 |
648.05 |
635.00 |
638.00 |
-10.00 |
205 |
8,086 |
-38 |
Jan12 |
111123 |
636.00 |
648.05 |
635.00 |
638.00 |
-10.00 |
|
|
|
Feb12 |
111123 |
638.00 |
648.55 |
635.25 |
638.00 |
-10.50 |
|
|
|
Total Volume and Open Interest |
205 |
8,086 |
-38 |
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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