|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri November 25, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
111125 |
1120.50 |
1125.75 |
1102.75 |
1106.50 |
-16.00 |
96,590 |
234,481 |
-2,149 |
Mar12 |
111125 |
1127.50 |
1135.00 |
1111.75 |
1115.75 |
-15.75 |
24,582 |
86,999 |
+830 |
May12 |
111125 |
1136.50 |
1143.50 |
1121.75 |
1124.50 |
-15.75 |
11,839 |
78,230 |
-663 |
Jul12 |
111125 |
1146.75 |
1151.75 |
1129.75 |
1133.00 |
-15.25 |
8,660 |
59,114 |
+273 |
Aug12 |
111125 |
1138.00 |
1147.25 |
1131.75 |
1131.75 |
-15.50 |
27 |
696 |
+8 |
Sep12 |
111125 |
1133.00 |
1141.00 |
1124.25 |
1124.25 |
-16.75 |
6 |
419 |
+0 |
Nov12 |
111125 |
1134.25 |
1141.75 |
1119.50 |
1119.50 |
-19.00 |
3,085 |
49,415 |
-150 |
Total Volume and Open Interest |
144,984 |
522,610 |
-1,749 |
Soybean Meal(CBOT) |
Dec11 |
111125 |
283.70 |
285.50 |
280.60 |
282.70 |
+0.20 |
46,334 |
34,117 |
-7,605 |
Jan12 |
111125 |
283.80 |
285.90 |
280.80 |
283.00 |
+0.10 |
36,511 |
58,191 |
+2,523 |
Mar12 |
111125 |
286.10 |
288.50 |
283.40 |
285.50 |
unch |
14,720 |
36,174 |
+495 |
May12 |
111125 |
290.00 |
291.50 |
286.70 |
288.50 |
unch |
4,195 |
28,154 |
+358 |
Jul12 |
111125 |
294.10 |
295.50 |
290.70 |
292.40 |
unch |
3,230 |
22,892 |
+398 |
Aug12 |
111125 |
295.00 |
295.10 |
293.00 |
293.50 |
unch |
187 |
4,387 |
+79 |
Sep12 |
111125 |
295.00 |
296.00 |
293.00 |
293.70 |
-0.10 |
108 |
4,658 |
+40 |
Oct12 |
111125 |
293.00 |
293.90 |
290.70 |
290.70 |
-0.10 |
110 |
3,070 |
+79 |
Total Volume and Open Interest |
106,158 |
209,707 |
-3,431 |
Soybean Oil(CBOT) |
Dec11 |
111125 |
49.13 |
49.25 |
48.11 |
48.23 |
-1.09 |
61,695 |
49,400 |
-8,869 |
Jan12 |
111125 |
49.39 |
49.48 |
48.35 |
48.44 |
-1.14 |
50,788 |
101,235 |
+7,144 |
Mar12 |
111125 |
49.81 |
49.90 |
48.78 |
48.87 |
-1.13 |
18,695 |
67,050 |
+5,407 |
May12 |
111125 |
50.06 |
50.23 |
49.17 |
49.19 |
-1.13 |
5,424 |
37,523 |
+642 |
Jul12 |
111125 |
50.37 |
50.50 |
49.42 |
49.47 |
-1.13 |
6,098 |
27,776 |
+1,429 |
Aug12 |
111125 |
50.00 |
50.36 |
49.57 |
49.57 |
-1.13 |
345 |
3,498 |
+78 |
Sep12 |
111125 |
50.50 |
50.52 |
49.57 |
49.57 |
-1.13 |
336 |
3,944 |
-17 |
Oct12 |
111125 |
50.38 |
50.55 |
49.42 |
49.42 |
-1.13 |
121 |
4,133 |
+69 |
Total Volume and Open Interest |
144,041 |
309,116 |
+5,889 |
Canola(WCE) |
Jan12 |
111125 |
498.0 |
504.3 |
496.1 |
503.2 |
+3.4 |
12,427 |
80,159 |
-4,991 |
Mar12 |
111125 |
499.8 |
505.1 |
498.6 |
503.7 |
+3.2 |
5,568 |
39,718 |
+3,828 |
May12 |
111125 |
500.5 |
506.8 |
498.3 |
503.7 |
+3.2 |
2,101 |
14,730 |
+417 |
Jul12 |
111125 |
502.5 |
508.6 |
501.0 |
505.5 |
+1.8 |
1,997 |
10,223 |
+795 |
Nov12 |
111125 |
479.0 |
486.9 |
479.0 |
483.5 |
+2.8 |
670 |
12,563 |
-55 |
Total Volume and Open Interest |
22,776 |
157,553 |
+2 |
Corn(CBOT) |
Dec11 |
111125 |
588.00 |
594.50 |
580.50 |
582.50 |
-6.25 |
185,101 |
267,115 |
-38,847 |
Mar12 |
111125 |
595.00 |
600.75 |
587.00 |
590.00 |
-5.50 |
129,569 |
495,108 |
+12,117 |
May12 |
111125 |
601.50 |
607.75 |
595.00 |
597.25 |
-5.25 |
18,541 |
141,812 |
+2,084 |
Jul12 |
111125 |
605.00 |
611.00 |
598.50 |
599.25 |
-6.50 |
18,892 |
138,188 |
+866 |
Sep12 |
111125 |
561.75 |
568.25 |
557.50 |
557.50 |
-7.50 |
1,721 |
35,416 |
+281 |
Dec12 |
111125 |
540.75 |
545.50 |
535.00 |
535.50 |
-6.75 |
12,632 |
168,998 |
+2,809 |
Total Volume and Open Interest |
367,756 |
1,298,708 |
-20,065 |
Wheat(CBOT) |
Dec11 |
111125 |
578.50 |
586.25 |
572.25 |
574.50 |
-4.75 |
31,348 |
60,157 |
-8,556 |
Mar12 |
111125 |
594.50 |
598.00 |
586.00 |
589.00 |
-5.25 |
43,410 |
167,559 |
+9,215 |
May12 |
111125 |
612.75 |
614.50 |
604.25 |
605.50 |
-6.50 |
5,555 |
57,768 |
+303 |
Jul12 |
111125 |
625.00 |
627.75 |
616.50 |
617.75 |
-7.50 |
4,024 |
62,091 |
+148 |
Sep12 |
111125 |
639.25 |
646.50 |
635.00 |
638.25 |
-7.00 |
601 |
12,758 |
-110 |
Total Volume and Open Interest |
85,892 |
403,472 |
+1,014 |
Wheat(KCBT) |
Dec11 |
111125 |
649.75 |
650.75 |
639.50 |
643.50 |
-5.50 |
8,781 |
21,131 |
-4,150 |
Mar12 |
111125 |
660.00 |
660.00 |
649.50 |
654.00 |
-5.50 |
9,962 |
68,123 |
+1,416 |
May12 |
111125 |
666.75 |
667.00 |
657.75 |
661.25 |
-5.50 |
1,413 |
12,486 |
+135 |
Jul12 |
111125 |
674.25 |
674.50 |
665.00 |
668.50 |
-4.75 |
1,159 |
34,554 |
+15 |
Sep12 |
111125 |
687.00 |
689.25 |
680.00 |
681.50 |
-6.25 |
278 |
5,444 |
+191 |
Total Volume and Open Interest |
21,814 |
147,341 |
-2,270 |
Wheat(MGE) |
Dec11 |
111125 |
830.00 |
837.50 |
825.25 |
827.25 |
-8.50 |
1,230 |
3,842 |
-545 |
Mar12 |
111125 |
815.25 |
816.00 |
803.50 |
807.50 |
-9.00 |
4,499 |
18,557 |
+130 |
May12 |
111125 |
795.00 |
795.75 |
785.00 |
788.75 |
-4.75 |
1,300 |
6,770 |
+551 |
Jul12 |
111125 |
782.50 |
784.75 |
778.00 |
782.50 |
-1.00 |
723 |
8,078 |
+35 |
Sep12 |
111125 |
771.00 |
774.25 |
765.00 |
767.75 |
-3.50 |
315 |
3,275 |
-13 |
Total Volume and Open Interest |
8,330 |
43,704 |
+160 |
Oats(CBOT) |
Dec11 |
111125 |
292.75 |
298.00 |
289.00 |
292.00 |
-0.50 |
818 |
3,973 |
-364 |
Mar12 |
111125 |
287.75 |
290.75 |
285.00 |
287.00 |
unch |
943 |
11,293 |
+275 |
May12 |
111125 |
292.00 |
293.50 |
290.00 |
291.50 |
-0.50 |
64 |
1,310 |
-9 |
Jul12 |
111125 |
296.50 |
297.00 |
296.50 |
296.50 |
-0.50 |
23 |
51 |
+1 |
Total Volume and Open Interest |
1,865 |
16,778 |
-88 |
Rough Rice(CBOT) |
Jan12 |
111125 |
14.56 |
14.57 |
14.17 |
14.23 |
-0.32 |
729 |
11,830 |
+97 |
Mar12 |
111125 |
14.85 |
14.85 |
14.46 |
14.53 |
-0.32 |
273 |
4,620 |
+9 |
May12 |
111125 |
14.81 |
15.13 |
14.81 |
14.82 |
-0.31 |
2 |
581 |
-2 |
Jul12 |
111125 |
15.09 |
15.39 |
15.09 |
15.10 |
-0.29 |
0 |
594 |
+0 |
Total Volume and Open Interest |
1,005 |
17,805 |
+104 |
Live Cattle(CME) |
Dec11 |
111125 |
121.400 |
121.900 |
121.000 |
121.100 |
-0.300 |
12,160 |
51,825 |
-3,214 |
Feb12 |
111125 |
122.680 |
123.180 |
122.250 |
122.300 |
-0.450 |
14,838 |
124,186 |
+18 |
Apr12 |
111125 |
126.230 |
126.730 |
125.650 |
125.700 |
-0.650 |
5,895 |
84,450 |
+447 |
Jun12 |
111125 |
124.650 |
125.250 |
124.250 |
124.300 |
-0.300 |
2,591 |
43,193 |
+229 |
Aug12 |
111125 |
124.750 |
125.535 |
124.600 |
124.900 |
-0.750 |
1,130 |
8,964 |
-53 |
Oct12 |
111125 |
127.850 |
127.930 |
127.300 |
127.350 |
-0.700 |
769 |
5,312 |
+78 |
Total Volume and Open Interest |
37,952 |
322,239 |
-2,131 |
Feeder Cattle(CME) |
Jan12 |
111125 |
145.750 |
146.075 |
144.600 |
144.630 |
-1.170 |
1,529 |
17,108 |
-156 |
Mar12 |
111125 |
148.200 |
148.450 |
147.300 |
147.450 |
-0.785 |
842 |
6,291 |
+0 |
Apr12 |
111125 |
148.900 |
149.185 |
148.285 |
148.380 |
-0.855 |
298 |
2,631 |
+17 |
May12 |
111125 |
149.285 |
149.700 |
148.825 |
148.825 |
-0.660 |
473 |
2,799 |
-55 |
Aug12 |
111125 |
151.150 |
151.435 |
150.350 |
150.550 |
-0.700 |
280 |
3,153 |
+65 |
Sep12 |
111125 |
151.235 |
151.235 |
150.550 |
151.000 |
-0.300 |
41 |
427 |
+7 |
Oct12 |
111125 |
151.500 |
151.500 |
151.500 |
151.500 |
unch |
4 |
94 |
+3 |
Total Volume and Open Interest |
3,469 |
32,505 |
-117 |
Lean Hogs(CME) |
Dec11 |
111125 |
88.250 |
88.400 |
87.900 |
88.300 |
+0.250 |
7,678 |
27,526 |
-2,446 |
Feb12 |
111125 |
91.980 |
92.250 |
91.480 |
91.800 |
+0.350 |
10,148 |
89,447 |
+1,339 |
Apr12 |
111125 |
93.785 |
94.400 |
93.580 |
94.250 |
+0.850 |
4,241 |
60,728 |
+491 |
May12 |
111125 |
98.900 |
99.600 |
98.900 |
99.600 |
+0.300 |
71 |
2,234 |
+48 |
Jun12 |
111125 |
100.135 |
100.700 |
100.035 |
100.500 |
+0.520 |
3,459 |
40,576 |
+834 |
Jul12 |
111125 |
98.650 |
99.050 |
98.650 |
98.930 |
+0.280 |
440 |
10,256 |
+164 |
Aug12 |
111125 |
97.200 |
97.600 |
97.150 |
97.430 |
+0.100 |
1,268 |
13,154 |
+433 |
Oct12 |
111125 |
85.500 |
86.200 |
85.400 |
85.980 |
+0.195 |
609 |
6,811 |
+363 |
Total Volume and Open Interest |
28,527 |
253,609 |
+1,495 |
Class III Milk(CME) |
Nov11 |
111125 |
19.11 |
19.11 |
19.11 |
19.11 |
unch |
87 |
5,753 |
+14 |
Dec11 |
111125 |
18.13 |
18.13 |
18.13 |
18.13 |
unch |
311 |
5,952 |
-59 |
Jan12 |
111125 |
16.98 |
16.98 |
16.98 |
16.98 |
unch |
258 |
4,508 |
+65 |
Feb12 |
111125 |
16.71 |
16.71 |
16.71 |
16.71 |
unch |
216 |
3,065 |
+106 |
Mar12 |
111125 |
16.77 |
16.77 |
16.77 |
16.77 |
unch |
81 |
2,687 |
+60 |
Total Volume and Open Interest |
1,294 |
34,480 |
+449 |
Cocoa(ICE) |
Dec11 |
111125 |
2238 |
2256 |
2238 |
2238 |
-8 |
22 |
182 |
-10 |
Mar12 |
111125 |
2406 |
2411 |
2378 |
2381 |
-23 |
13,508 |
79,368 |
-716 |
May12 |
111125 |
2417 |
2418 |
2387 |
2388 |
-24 |
2,306 |
29,331 |
-108 |
Jul12 |
111125 |
2412 |
2425 |
2402 |
2403 |
-21 |
1,483 |
14,320 |
-277 |
Sep12 |
111125 |
2420 |
2423 |
2410 |
2411 |
-21 |
254 |
12,324 |
+44 |
Dec12 |
111125 |
2436 |
2436 |
2424 |
2424 |
-21 |
76 |
12,834 |
+15 |
Mar13 |
111125 |
2465 |
2465 |
2427 |
2434 |
-26 |
70 |
3,757 |
+60 |
Total Volume and Open Interest |
17,726 |
155,002 |
-990 |
Coffee "C"(ICE) |
Dec11 |
111125 |
231.00 |
231.45 |
229.50 |
229.60 |
-2.00 |
195 |
537 |
-341 |
Mar12 |
111125 |
235.40 |
236.35 |
232.10 |
232.55 |
-2.85 |
8,326 |
56,749 |
-191 |
May12 |
111125 |
238.00 |
238.00 |
234.40 |
234.70 |
-2.95 |
1,548 |
20,951 |
+128 |
Jul12 |
111125 |
238.55 |
238.55 |
236.30 |
236.45 |
-2.95 |
230 |
6,276 |
+48 |
Sep12 |
111125 |
239.15 |
239.40 |
237.20 |
237.30 |
-2.65 |
87 |
5,472 |
+26 |
Dec12 |
111125 |
239.10 |
239.35 |
237.50 |
237.75 |
-2.45 |
45 |
6,429 |
+30 |
Total Volume and Open Interest |
10,435 |
97,495 |
-298 |
Orange Juice(ICE) |
Jan12 |
111125 |
176.30 |
179.00 |
175.45 |
177.60 |
+0.75 |
677 |
20,406 |
+246 |
Mar12 |
111125 |
171.00 |
173.00 |
171.00 |
171.85 |
+0.55 |
217 |
5,363 |
-129 |
May12 |
111125 |
170.60 |
170.60 |
170.55 |
170.55 |
+0.35 |
27 |
1,681 |
-7 |
Jul12 |
111125 |
170.55 |
170.55 |
170.55 |
170.55 |
+0.35 |
14 |
418 |
+11 |
Sep12 |
111125 |
169.95 |
169.95 |
169.95 |
169.95 |
+0.35 |
0 |
53 |
+0 |
Nov12 |
111125 |
169.60 |
169.60 |
169.60 |
169.60 |
+0.35 |
0 |
8 |
+0 |
Total Volume and Open Interest |
935 |
27,935 |
+121 |
Sugar #11(ICE) |
Mar12 |
111125 |
23.08 |
23.16 |
22.71 |
22.90 |
-0.19 |
44,693 |
215,955 |
+475 |
May12 |
111125 |
22.80 |
22.80 |
22.43 |
22.53 |
-0.17 |
10,071 |
85,891 |
+729 |
Jul12 |
111125 |
22.47 |
22.55 |
22.25 |
22.29 |
-0.17 |
7,889 |
85,758 |
+1,660 |
Oct12 |
111125 |
22.50 |
22.62 |
22.32 |
22.35 |
-0.21 |
3,288 |
45,228 |
+131 |
Mar13 |
111125 |
22.88 |
22.96 |
22.70 |
22.72 |
-0.21 |
1,996 |
31,520 |
+445 |
Total Volume and Open Interest |
70,374 |
503,702 |
+4,778 |
London Cocoa(LCE) |
Dec11 |
111125 |
1518 |
1518 |
1504 |
1509 |
-9 |
1,884 |
67,877 |
-429 |
Mar12 |
111125 |
1545 |
1546 |
1530 |
1536 |
-9 |
4,610 |
63,427 |
+707 |
May12 |
111125 |
1558 |
1558 |
1545 |
1551 |
-9 |
389 |
20,183 |
-201 |
Jul12 |
111125 |
1573 |
1573 |
1562 |
1568 |
-8 |
257 |
23,805 |
+131 |
Sep12 |
111125 |
1585 |
1585 |
1572 |
1578 |
-9 |
387 |
16,353 |
+87 |
Dec12 |
111125 |
1594 |
1594 |
1582 |
1590 |
-9 |
300 |
12,560 |
+210 |
Mar13 |
111125 |
1607 |
1607 |
1592 |
1602 |
-7 |
120 |
7,388 |
+59 |
Total Volume and Open Interest |
8,447 |
214,506 |
+1,064 |
London Sugar(LCE) |
Mar12 |
111125 |
601.20 |
606.50 |
598.00 |
598.20 |
-4.40 |
3,785 |
23,461 |
+535 |
May12 |
111125 |
592.80 |
598.50 |
590.00 |
590.90 |
-3.70 |
859 |
7,015 |
+159 |
Aug12 |
111125 |
586.00 |
592.20 |
583.90 |
585.80 |
-1.80 |
753 |
8,065 |
+522 |
Oct12 |
111125 |
584.80 |
592.40 |
584.80 |
586.70 |
-1.30 |
272 |
3,379 |
+176 |
Dec12 |
111125 |
590.00 |
595.90 |
590.00 |
591.60 |
-0.40 |
201 |
1,234 |
+104 |
Total Volume and Open Interest |
5,892 |
44,068 |
+1,506 |
Cotton(ICE) |
Dec11 |
111125 |
91.55 |
91.55 |
90.40 |
90.82 |
+0.11 |
4,051 |
893 |
-2,106 |
Mar12 |
111125 |
90.80 |
91.89 |
90.01 |
90.87 |
-0.04 |
14,588 |
91,782 |
+284 |
May12 |
111125 |
90.70 |
91.65 |
89.62 |
90.13 |
-0.62 |
3,248 |
18,134 |
+920 |
Jul12 |
111125 |
90.60 |
91.60 |
89.60 |
89.92 |
-0.65 |
1,149 |
17,928 |
+311 |
Oct12 |
111125 |
90.49 |
90.49 |
90.17 |
90.17 |
-1.07 |
3 |
85 |
-1 |
Dec12 |
111125 |
89.40 |
89.40 |
87.85 |
87.92 |
-1.02 |
764 |
7,002 |
+473 |
Total Volume and Open Interest |
23,835 |
137,106 |
-103 |
Lumber(CME) |
Jan12 |
111125 |
235.9 |
239.8 |
233.7 |
235.3 |
-1.0 |
521 |
6,424 |
-6 |
Mar12 |
111125 |
253.5 |
256.5 |
251.0 |
255.2 |
-0.2 |
149 |
2,269 |
+9 |
May12 |
111125 |
266.0 |
266.0 |
263.0 |
266.0 |
+1.0 |
14 |
448 |
+11 |
Jul12 |
111125 |
274.5 |
274.5 |
273.5 |
274.5 |
+1.0 |
1 |
265 |
+0 |
Total Volume and Open Interest |
685 |
9,521 |
+14 |
Crude Oil(NYM) |
Jan12 |
111125 |
96.27 |
97.55 |
94.99 |
96.77 |
+0.60 |
319,245 |
335,647 |
-3,401 |
Feb12 |
111125 |
96.52 |
97.60 |
95.16 |
96.91 |
+0.54 |
77,128 |
89,620 |
+6,864 |
Mar12 |
111125 |
96.72 |
97.71 |
95.30 |
97.03 |
+0.47 |
52,570 |
100,314 |
+4,464 |
Apr12 |
111125 |
97.10 |
97.74 |
95.56 |
97.05 |
+0.35 |
18,373 |
43,176 |
+1,961 |
May12 |
111125 |
97.28 |
97.68 |
95.87 |
96.98 |
+0.20 |
11,660 |
36,763 |
+183 |
Jun12 |
111125 |
97.36 |
97.51 |
95.50 |
96.80 |
+0.03 |
35,573 |
77,541 |
+3,207 |
Jul12 |
111125 |
96.68 |
97.15 |
95.85 |
96.59 |
-0.07 |
8,380 |
35,937 |
+373 |
Aug12 |
111125 |
96.21 |
96.76 |
95.50 |
96.31 |
-0.18 |
4,467 |
23,925 |
+228 |
Sep12 |
111125 |
96.86 |
96.88 |
95.76 |
96.01 |
-0.28 |
6,338 |
28,615 |
+476 |
Oct12 |
111125 |
95.40 |
96.44 |
95.40 |
95.74 |
-0.36 |
2,916 |
26,104 |
+1,017 |
Nov12 |
111125 |
95.50 |
95.50 |
95.50 |
95.50 |
-0.44 |
2,861 |
27,034 |
+1,379 |
Dec12 |
111125 |
95.89 |
96.36 |
94.41 |
95.26 |
-0.51 |
27,730 |
163,507 |
+425 |
Jan13 |
111125 |
94.90 |
94.90 |
94.90 |
94.90 |
-0.58 |
1,423 |
29,367 |
+96 |
Feb13 |
111125 |
94.52 |
94.52 |
94.52 |
94.52 |
-0.64 |
289 |
11,205 |
-70 |
Mar13 |
111125 |
94.14 |
94.14 |
94.14 |
94.14 |
-0.70 |
657 |
9,865 |
+383 |
Apr13 |
111125 |
93.78 |
93.78 |
93.78 |
93.78 |
-0.76 |
33 |
5,323 |
+0 |
Total Volume and Open Interest |
589,348 |
1,295,618 |
+19,002 |
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 |
111125 |
96.300 |
97.775 |
95.000 |
96.775 |
+0.600 |
10,122 |
1,613 |
-30 |
Feb12 |
111125 |
96.425 |
97.475 |
95.150 |
96.900 |
+0.525 |
222 |
331 |
+32 |
Mar12 |
111125 |
96.925 |
97.600 |
95.625 |
97.025 |
+0.475 |
115 |
177 |
+38 |
Apr12 |
111125 |
97.050 |
97.050 |
97.050 |
97.050 |
+0.350 |
2 |
22 |
-1 |
May12 |
111125 |
96.975 |
96.975 |
96.975 |
96.975 |
+0.200 |
2 |
8 |
+2 |
Jun12 |
111125 |
96.800 |
96.800 |
96.800 |
96.800 |
+0.025 |
10 |
14 |
-5 |
Jul12 |
111125 |
96.600 |
96.600 |
96.600 |
96.600 |
-0.050 |
0 |
4 |
+0 |
Aug12 |
111125 |
96.300 |
96.300 |
96.300 |
96.300 |
-0.200 |
0 |
5 |
+0 |
Total Volume and Open Interest |
10,475 |
2,399 |
+38 |
Heating Oil(NYM) |
Dec11 |
111125 |
296.76 |
299.22 |
291.75 |
292.73 |
-3.18 |
44,008 |
35,622 |
-8,316 |
Jan12 |
111125 |
298.05 |
300.35 |
292.88 |
294.05 |
-3.09 |
65,599 |
85,408 |
+1,633 |
Feb12 |
111125 |
298.21 |
300.74 |
293.34 |
294.62 |
-2.93 |
22,735 |
37,463 |
+1,682 |
Mar12 |
111125 |
297.90 |
300.01 |
293.24 |
294.23 |
-2.90 |
12,707 |
26,814 |
-862 |
Apr12 |
111125 |
295.21 |
297.30 |
290.88 |
292.04 |
-2.95 |
6,274 |
15,946 |
-2 |
May12 |
111125 |
293.18 |
293.87 |
289.69 |
289.69 |
-3.05 |
5,226 |
12,519 |
-665 |
Jun12 |
111125 |
292.42 |
293.56 |
287.29 |
288.37 |
-3.25 |
10,396 |
31,295 |
-207 |
Jul12 |
111125 |
291.97 |
291.97 |
288.23 |
288.23 |
-3.36 |
666 |
8,253 |
+48 |
Aug12 |
111125 |
290.54 |
290.54 |
288.33 |
288.33 |
-3.44 |
152 |
4,338 |
-18 |
Sep12 |
111125 |
288.93 |
288.93 |
288.93 |
288.93 |
-3.47 |
699 |
5,085 |
+145 |
Oct12 |
111125 |
289.68 |
289.68 |
289.68 |
289.68 |
-3.54 |
57 |
2,361 |
+1 |
Nov12 |
111125 |
290.00 |
290.43 |
290.00 |
290.43 |
-3.59 |
63 |
1,548 |
+1 |
Total Volume and Open Interest |
170,151 |
286,748 |
-6,663 |
Gasoline(NYMEX) |
Dec11 |
111125 |
253.43 |
255.18 |
244.40 |
244.89 |
-6.88 |
37,717 |
33,272 |
-6,594 |
Jan12 |
111125 |
253.64 |
255.49 |
244.80 |
245.42 |
-6.63 |
44,849 |
87,907 |
+3,515 |
Feb12 |
111125 |
255.92 |
255.92 |
246.77 |
247.53 |
-5.67 |
14,449 |
28,664 |
+682 |
Mar12 |
111125 |
257.47 |
257.47 |
248.46 |
249.33 |
-5.53 |
10,123 |
27,567 |
+475 |
Apr12 |
111125 |
269.30 |
270.40 |
263.50 |
263.73 |
-5.29 |
7,900 |
23,244 |
+163 |
May12 |
111125 |
268.80 |
268.80 |
263.61 |
263.83 |
-4.96 |
5,096 |
16,732 |
+604 |
Jun12 |
111125 |
268.48 |
269.10 |
261.98 |
261.98 |
-4.72 |
5,208 |
25,199 |
+1,238 |
Jul12 |
111125 |
262.25 |
262.75 |
259.02 |
259.71 |
-4.42 |
1,125 |
7,237 |
+78 |
Aug12 |
111125 |
257.23 |
257.23 |
257.23 |
257.23 |
-4.25 |
477 |
8,163 |
-5 |
Sep12 |
111125 |
258.00 |
258.00 |
254.56 |
254.56 |
-4.20 |
240 |
6,818 |
-104 |
Total Volume and Open Interest |
128,132 |
285,769 |
+119 |
e-miNY RBOB Gasoline(NYM) |
Dec11 |
111125 |
244.90 |
244.90 |
244.89 |
244.90 |
-6.90 |
|
|
|
Jan12 |
111125 |
245.40 |
245.42 |
245.40 |
245.40 |
-6.70 |
0 |
1 |
+0 |
Feb12 |
111125 |
247.50 |
247.53 |
247.50 |
247.50 |
-5.70 |
0 |
1 |
+0 |
Mar12 |
111125 |
249.30 |
249.33 |
249.30 |
249.30 |
-5.60 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Dec11 |
111125 |
3.461 |
3.549 |
3.415 |
3.542 |
+0.082 |
100,397 |
34,853 |
-13,794 |
Jan12 |
111125 |
3.618 |
3.675 |
3.554 |
3.665 |
+0.057 |
79,545 |
300,619 |
+3,659 |
Feb12 |
111125 |
3.642 |
3.699 |
3.585 |
3.693 |
+0.061 |
27,598 |
94,438 |
+2,217 |
Mar12 |
111125 |
3.637 |
3.696 |
3.582 |
3.693 |
+0.065 |
30,179 |
120,308 |
+5,847 |
Apr12 |
111125 |
3.665 |
3.722 |
3.611 |
3.721 |
+0.061 |
21,402 |
98,612 |
-608 |
May12 |
111125 |
3.713 |
3.766 |
3.713 |
3.764 |
+0.060 |
5,600 |
43,466 |
-632 |
Jun12 |
111125 |
3.721 |
3.810 |
3.716 |
3.808 |
+0.060 |
3,054 |
20,879 |
-581 |
Jul12 |
111125 |
3.823 |
3.859 |
3.823 |
3.859 |
+0.060 |
2,003 |
18,688 |
-24 |
Aug12 |
111125 |
3.833 |
3.886 |
3.833 |
3.886 |
+0.061 |
1,572 |
15,941 |
+146 |
Sep12 |
111125 |
3.799 |
3.887 |
3.799 |
3.887 |
+0.062 |
2,493 |
13,519 |
+918 |
Oct12 |
111125 |
3.825 |
3.926 |
3.825 |
3.923 |
+0.063 |
7,195 |
55,695 |
+579 |
Nov12 |
111125 |
4.036 |
4.055 |
4.028 |
4.055 |
+0.063 |
1,537 |
22,633 |
+153 |
Dec12 |
111125 |
4.245 |
4.320 |
4.219 |
4.320 |
+0.057 |
1,668 |
23,951 |
+133 |
Jan13 |
111125 |
4.350 |
4.451 |
4.350 |
4.448 |
+0.055 |
3,000 |
30,419 |
+1,190 |
Feb13 |
111125 |
4.416 |
4.433 |
4.416 |
4.433 |
+0.055 |
194 |
6,309 |
+71 |
Mar13 |
111125 |
4.366 |
4.381 |
4.366 |
4.381 |
+0.053 |
590 |
13,754 |
+54 |
Total Volume and Open Interest |
289,013 |
991,038 |
-585 |
Brent Crude Oil(ICE) |
Jan12 |
111125 |
107.50 |
107.79 |
105.85 |
106.40 |
-1.38 |
193,006 |
165,356 |
-1,180 |
Feb12 |
111125 |
107.05 |
107.29 |
105.24 |
105.76 |
-1.54 |
93,356 |
146,314 |
-6,390 |
Mar12 |
111125 |
106.46 |
106.80 |
104.69 |
105.19 |
-1.64 |
55,992 |
85,321 |
-2,613 |
Apr12 |
111125 |
106.25 |
106.45 |
104.34 |
104.82 |
-1.68 |
24,929 |
37,616 |
+905 |
May12 |
111125 |
105.99 |
106.19 |
104.07 |
104.54 |
-1.69 |
14,335 |
23,755 |
+969 |
Jun12 |
111125 |
105.75 |
105.93 |
103.80 |
104.26 |
-1.70 |
27,904 |
69,774 |
+142 |
Jul12 |
111125 |
105.36 |
105.62 |
103.66 |
104.02 |
-1.70 |
5,214 |
20,011 |
-377 |
Aug12 |
111125 |
105.11 |
105.11 |
103.41 |
103.74 |
-1.69 |
3,044 |
25,152 |
-90 |
Sep12 |
111125 |
104.73 |
104.73 |
103.04 |
103.36 |
-1.68 |
3,716 |
29,178 |
-418 |
Oct12 |
111125 |
103.73 |
103.73 |
103.01 |
103.01 |
-1.67 |
1,680 |
13,098 |
+95 |
Nov12 |
111125 |
102.68 |
102.68 |
102.68 |
102.68 |
-1.66 |
2,091 |
17,479 |
-349 |
Dec12 |
111125 |
103.70 |
103.97 |
102.00 |
102.31 |
-1.65 |
20,978 |
101,665 |
+3,103 |
Jan13 |
111125 |
102.01 |
102.01 |
102.01 |
102.01 |
-1.63 |
1,691 |
9,870 |
+183 |
Feb13 |
111125 |
101.66 |
101.66 |
101.66 |
101.66 |
-1.61 |
552 |
5,956 |
+18 |
Total Volume and Open Interest |
458,034 |
905,677 |
-6,892 |
Gas Oil(ICE) |
Dec11 |
111125 |
947.00 |
949.25 |
931.50 |
938.75 |
-10.75 |
53,913 |
124,788 |
-843 |
Jan12 |
111125 |
938.25 |
940.50 |
922.50 |
929.75 |
-11.00 |
83,954 |
110,853 |
-197 |
Feb12 |
111125 |
931.00 |
934.75 |
916.75 |
923.50 |
-11.25 |
23,039 |
48,060 |
+1,088 |
Mar12 |
111125 |
927.75 |
929.75 |
911.50 |
918.25 |
-11.75 |
12,512 |
39,712 |
-593 |
Apr12 |
111125 |
926.00 |
926.00 |
908.25 |
914.25 |
-12.00 |
8,270 |
21,772 |
-527 |
May12 |
111125 |
923.50 |
923.50 |
904.75 |
911.00 |
-12.50 |
8,967 |
25,412 |
+1,478 |
Jun12 |
111125 |
922.00 |
922.75 |
903.75 |
910.00 |
-12.75 |
16,047 |
50,830 |
-1,626 |
Jul12 |
111125 |
914.50 |
916.00 |
904.75 |
911.00 |
-13.00 |
3,263 |
17,489 |
+674 |
Aug12 |
111125 |
915.25 |
915.25 |
905.50 |
911.75 |
-13.00 |
784 |
12,040 |
+127 |
Sep12 |
111125 |
918.50 |
918.50 |
905.25 |
911.50 |
-12.75 |
1,588 |
12,625 |
+451 |
Total Volume and Open Interest |
218,202 |
554,494 |
+599 |
Ethanol(CBOT) |
Nov11 |
111103 |
2.806 |
2.845 |
2.790 |
2.790 |
+0.004 |
130 |
244 |
-76 |
Dec11 |
111125 |
2.494 |
2.494 |
2.431 |
2.434 |
-0.063 |
120 |
550 |
-63 |
Jan12 |
111125 |
2.264 |
2.264 |
2.201 |
2.223 |
-0.033 |
275 |
1,420 |
-18 |
Feb12 |
111125 |
2.157 |
2.157 |
2.121 |
2.129 |
-0.035 |
139 |
1,148 |
-6 |
Mar12 |
111125 |
2.161 |
2.161 |
2.139 |
2.139 |
-0.035 |
47 |
1,198 |
-2 |
Apr12 |
111125 |
2.130 |
2.138 |
2.130 |
2.138 |
-0.031 |
14 |
684 |
+5 |
May12 |
111125 |
2.168 |
2.168 |
2.165 |
2.167 |
-0.011 |
1 |
787 |
+1 |
Jun12 |
111125 |
2.187 |
2.187 |
2.187 |
2.187 |
-0.009 |
2 |
632 |
+2 |
Total Volume and Open Interest |
725 |
10,308 |
-92 |
WTI Crude Oil(ICE) |
Jan12 |
111125 |
96.36 |
97.53 |
95.00 |
96.77 |
-0.37 |
69,360 |
67,286 |
-239 |
Feb12 |
111125 |
96.67 |
97.63 |
95.14 |
96.91 |
-0.38 |
19,835 |
44,291 |
-1,678 |
Mar12 |
111125 |
96.66 |
97.72 |
95.41 |
97.03 |
-0.40 |
15,202 |
34,160 |
+1,171 |
Apr12 |
111125 |
96.27 |
97.65 |
95.55 |
97.05 |
-0.46 |
7,671 |
18,781 |
-333 |
May12 |
111125 |
96.33 |
97.30 |
95.61 |
96.98 |
-0.57 |
4,644 |
10,032 |
+246 |
Jun12 |
111125 |
96.39 |
97.63 |
95.58 |
96.80 |
-0.69 |
10,990 |
44,372 |
+982 |
Jul12 |
111125 |
96.17 |
97.42 |
95.95 |
96.59 |
-0.74 |
2,418 |
8,990 |
-354 |
Aug12 |
111125 |
95.99 |
96.83 |
95.28 |
96.31 |
-0.80 |
1,726 |
6,239 |
+316 |
Sep12 |
111125 |
95.79 |
96.92 |
95.59 |
96.01 |
-0.87 |
1,617 |
11,663 |
+313 |
Oct12 |
111125 |
95.74 |
95.74 |
95.74 |
95.74 |
-0.90 |
885 |
5,241 |
+178 |
Nov12 |
111125 |
95.50 |
95.50 |
95.50 |
95.50 |
-0.93 |
668 |
4,525 |
+110 |
Dec12 |
111125 |
95.87 |
96.28 |
94.63 |
95.26 |
-0.97 |
9,561 |
62,078 |
+352 |
Jan13 |
111125 |
94.90 |
94.90 |
94.90 |
94.90 |
-1.04 |
635 |
3,147 |
+73 |
Feb13 |
111125 |
94.52 |
94.52 |
94.52 |
94.52 |
-1.10 |
0 |
640 |
+0 |
Mar13 |
111125 |
94.14 |
94.14 |
94.14 |
94.14 |
-1.16 |
1 |
1,564 |
+0 |
Apr13 |
111125 |
93.78 |
93.78 |
93.78 |
93.78 |
-1.21 |
0 |
389 |
+0 |
Total Volume and Open Interest |
150,095 |
413,216 |
-936 |
US Dollar Index(ICE) |
Dec11 |
111125 |
79.390 |
79.875 |
79.330 |
79.830 |
+0.480 |
22,876 |
53,737 |
-568 |
Mar12 |
111125 |
79.875 |
80.325 |
79.875 |
80.260 |
+0.530 |
28 |
705 |
+11 |
Jun12 |
111125 |
80.710 |
80.710 |
80.710 |
80.710 |
+0.560 |
|
|
|
Total Volume and Open Interest |
22,904 |
54,442 |
-557 |
Australian Dollar(CME) |
Dec11 |
111125 |
96.88 |
97.60 |
96.42 |
96.77 |
+0.25 |
116,660 |
127,010 |
-2,542 |
Mar12 |
111125 |
95.92 |
96.64 |
95.48 |
95.85 |
+0.24 |
408 |
1,020 |
+0 |
Jun12 |
111125 |
95.21 |
95.21 |
94.96 |
95.21 |
+0.25 |
0 |
35 |
+0 |
Total Volume and Open Interest |
117,068 |
128,192 |
-2,542 |
British Pound(CME) |
Dec11 |
111125 |
155.41 |
155.63 |
154.20 |
154.32 |
-0.73 |
73,460 |
159,853 |
-336 |
Mar12 |
111125 |
155.25 |
155.35 |
154.15 |
154.19 |
-0.72 |
213 |
426 |
+46 |
Jun12 |
111125 |
155.00 |
155.00 |
154.09 |
154.09 |
-0.69 |
0 |
3 |
+0 |
Total Volume and Open Interest |
73,673 |
160,287 |
-290 |
Canadian Dollar(CME) |
Dec11 |
111125 |
95.39 |
95.74 |
94.97 |
95.23 |
-0.12 |
67,695 |
122,522 |
-133 |
Mar12 |
111125 |
95.49 |
95.59 |
94.85 |
95.08 |
-0.12 |
425 |
4,472 |
+83 |
Jun12 |
111125 |
95.34 |
95.34 |
94.84 |
95.00 |
-0.14 |
78 |
1,248 |
+34 |
Sep12 |
111125 |
94.80 |
95.11 |
94.80 |
94.94 |
-0.17 |
43 |
751 |
+8 |
Total Volume and Open Interest |
68,267 |
129,151 |
+6 |
Japanese Yen(CME) |
Dec11 |
111125 |
129.68 |
129.92 |
128.58 |
128.73 |
-0.62 |
68,980 |
148,458 |
+25 |
Mar12 |
111125 |
130.14 |
130.22 |
129.02 |
129.11 |
-0.59 |
203 |
1,082 |
+26 |
Jun12 |
111125 |
130.28 |
130.54 |
129.51 |
129.51 |
-0.60 |
1 |
26 |
+1 |
Total Volume and Open Interest |
69,184 |
149,571 |
+52 |
Swiss Franc(CME) |
Dec11 |
111125 |
108.81 |
109.27 |
107.05 |
107.55 |
-1.10 |
18,363 |
30,370 |
+441 |
Mar12 |
111125 |
109.23 |
109.23 |
107.38 |
107.80 |
-1.07 |
0 |
642 |
+0 |
Jun12 |
111125 |
108.11 |
109.19 |
108.11 |
108.11 |
-1.08 |
0 |
5 |
+0 |
Total Volume and Open Interest |
18,364 |
31,022 |
+442 |
EuroFX(CME) |
Dec11 |
111125 |
133.59 |
134.12 |
132.12 |
132.39 |
-0.89 |
270,548 |
251,010 |
-738 |
Mar12 |
111125 |
133.78 |
134.29 |
132.37 |
132.59 |
-0.87 |
1,637 |
8,056 |
+811 |
Jun12 |
111125 |
134.17 |
134.17 |
132.60 |
132.78 |
-0.82 |
5 |
980 |
+3 |
Total Volume and Open Interest |
272,190 |
260,064 |
+76 |
Mexican Peso(CME) |
Dec11 |
111125 |
706.0 |
710.5 |
697.2 |
698.8 |
-5.5 |
41,104 |
74,373 |
+1,648 |
Jan12 |
111125 |
697.2 |
702.8 |
697.2 |
697.2 |
-5.5 |
0 |
95 |
+0 |
Total Volume and Open Interest |
41,356 |
116,535 |
+1,767 |
Brazilian Real(CME) |
Dec11 |
111125 |
530.00 |
530.00 |
527.00 |
529.30 |
-9.05 |
70 |
4,315 |
+422 |
Jan12 |
111125 |
526.05 |
535.00 |
526.05 |
526.05 |
-8.95 |
0 |
10,149 |
+0 |
Feb12 |
111125 |
522.75 |
531.60 |
522.75 |
522.75 |
-8.85 |
|
|
|
Mar12 |
111125 |
519.50 |
528.25 |
519.50 |
519.50 |
-8.75 |
48 |
615 |
+47 |
Total Volume and Open Interest |
118 |
30,410 |
+469 |
30-Year T-Bonds(CBOT) |
Dec11 |
111125 |
144~280 |
145~060 |
143~240 |
143~270 |
-1~160 |
396,472 |
526,480 |
-39,957 |
Mar12 |
111125 |
144~230 |
145~000 |
143~190 |
143~210 |
-1~170 |
84,143 |
124,472 |
+49,076 |
Jun12 |
111125 |
142~150 |
142~150 |
142~150 |
142~150 |
-1~170 |
0 |
6 |
+0 |
Total Volume and Open Interest |
480,615 |
650,958 |
+9,119 |
10-Year T-Notes(CBOT) |
Dec11 |
111125 |
130~310 |
131~050 |
130~140 |
130~210 |
-0~180 |
1,117,491 |
1,329,444 |
-67,349 |
Mar12 |
111125 |
130~095 |
130~180 |
129~245 |
130~000 |
-0~180 |
175,244 |
192,594 |
+94,378 |
Jun12 |
111125 |
129~000 |
129~180 |
129~000 |
129~000 |
-0~180 |
|
|
|
Total Volume and Open Interest |
1,292,735 |
1,522,038 |
+27,029 |
5-Year T-Notes(CBOT) |
Dec11 |
111125 |
123~022 |
123~033 |
123~001 |
123~008 |
-0~028 |
656,643 |
1,149,610 |
-54,761 |
Mar12 |
111125 |
122~105 |
122~121 |
122~085 |
122~094 |
-0~027 |
126,080 |
135,137 |
+84,834 |
Jun12 |
111125 |
121~118 |
122~017 |
121~118 |
121~118 |
-0~027 |
|
|
|
Total Volume and Open Interest |
782,723 |
1,284,747 |
+30,073 |
2 Year T-Notes(CBOT) |
Dec11 |
111125 |
110~023 |
110~026 |
110~019 |
110~021 |
-0~002 |
194,658 |
677,963 |
-36,802 |
Mar12 |
111125 |
110~028 |
110~032 |
110~025 |
110~027 |
-0~002 |
58,316 |
77,415 |
+24,403 |
Jun12 |
111125 |
109~123 |
109~123 |
109~123 |
109~123 |
-0~002 |
|
|
|
Total Volume and Open Interest |
252,974 |
755,378 |
-12,399 |
Eurodollars(CME) |
Dec11 |
111125 |
99.360 |
99.375 |
99.335 |
99.368 |
+0.012 |
281,717 |
1,071,626 |
-1,204 |
Mar12 |
111125 |
99.180 |
99.215 |
99.150 |
99.180 |
unch |
251,816 |
972,184 |
+7,124 |
Jun12 |
111125 |
99.155 |
99.190 |
99.120 |
99.145 |
-0.005 |
214,848 |
1,146,688 |
-18,606 |
Sep12 |
111125 |
99.150 |
99.190 |
99.120 |
99.140 |
-0.010 |
149,211 |
759,775 |
-231 |
Dec12 |
111125 |
99.155 |
99.190 |
99.130 |
99.145 |
-0.010 |
140,327 |
799,438 |
-704 |
Mar13 |
111125 |
99.160 |
99.190 |
99.140 |
99.150 |
-0.010 |
169,054 |
822,890 |
+7,789 |
Jun13 |
111125 |
99.150 |
99.175 |
99.125 |
99.140 |
-0.010 |
116,292 |
564,742 |
-3,046 |
Sep13 |
111125 |
99.120 |
99.135 |
99.095 |
99.105 |
-0.015 |
109,254 |
451,408 |
-1,996 |
Dec13 |
111125 |
99.050 |
99.060 |
99.015 |
99.030 |
-0.020 |
84,741 |
474,737 |
-1,983 |
Mar14 |
111125 |
98.955 |
98.965 |
98.915 |
98.930 |
-0.025 |
85,180 |
335,770 |
-1,187 |
Jun14 |
111125 |
98.820 |
98.820 |
98.770 |
98.790 |
-0.030 |
77,611 |
284,912 |
+347 |
Sep14 |
111125 |
98.660 |
98.675 |
98.610 |
98.635 |
-0.035 |
55,632 |
184,878 |
+143 |
Dec14 |
111125 |
98.495 |
98.510 |
98.435 |
98.465 |
-0.040 |
29,880 |
172,718 |
-385 |
Mar15 |
111125 |
98.335 |
98.340 |
98.270 |
98.305 |
-0.045 |
17,041 |
117,755 |
+484 |
Jun15 |
111125 |
6.420 |
6.445 |
6.355 |
6.390 |
-0.050 |
15,036 |
110,581 |
+363 |
Sep15 |
111125 |
6.220 |
6.275 |
6.185 |
6.220 |
-0.055 |
14,286 |
80,347 |
+642 |
Dec15 |
111125 |
6.050 |
6.095 |
6.010 |
6.040 |
-0.060 |
10,331 |
47,771 |
+290 |
Mar16 |
111125 |
5.925 |
5.955 |
5.865 |
5.895 |
-0.060 |
9,685 |
47,229 |
+392 |
Total Volume and Open Interest |
1,858,941 |
8,641,460 |
-10,219 |
30 Day Federal Funds(CBOT) |
Nov11 |
111125 |
99.918 |
99.918 |
99.915 |
99.915 |
unch |
970 |
65,664 |
-55 |
Dec11 |
111125 |
99.905 |
99.915 |
99.900 |
99.905 |
-0.005 |
3,146 |
63,668 |
+2,032 |
Jan12 |
111125 |
99.895 |
99.900 |
99.880 |
99.885 |
-0.010 |
1,164 |
59,957 |
+259 |
Feb12 |
111125 |
99.885 |
99.890 |
99.870 |
99.875 |
-0.015 |
1,750 |
47,536 |
+615 |
Mar12 |
111125 |
99.880 |
99.885 |
99.865 |
99.870 |
-0.015 |
1,002 |
30,977 |
-269 |
Apr12 |
111125 |
99.875 |
99.880 |
99.860 |
99.865 |
-0.015 |
642 |
36,411 |
-148 |
Total Volume and Open Interest |
15,240 |
597,515 |
+1,779 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111125 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
327 |
+0 |
Mar12 |
111125 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
0 |
300 |
+0 |
Jun12 |
111125 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Sep12 |
111125 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Dec12 |
111125 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
111125 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Jun13 |
111125 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Sep13 |
111125 |
99.475 |
99.475 |
99.475 |
99.475 |
unch |
|
|
|
Dec13 |
111125 |
99.335 |
99.335 |
99.335 |
99.335 |
unch |
|
|
|
Mar14 |
111125 |
99.195 |
99.195 |
99.195 |
99.195 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
627 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111124 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
4,432 |
-13 |
Mar12 |
111124 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,937 |
+0 |
Jun12 |
111124 |
99.65 |
99.66 |
99.65 |
99.66 |
unch |
0 |
1,470 |
+0 |
Sep12 |
111124 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
711 |
+0 |
Dec12 |
111124 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
171 |
+0 |
Mar13 |
111124 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
101 |
+0 |
Jun13 |
111124 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
156 |
156 |
+156 |
Sep13 |
111124 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
Total Volume and Open Interest |
156 |
8,981 |
+143 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111124 |
142.96 |
143.06 |
142.47 |
142.52 |
-0.45 |
2,786 |
23,420 |
-1,004 |
Mar12 |
111124 |
142.35 |
142.35 |
141.94 |
141.94 |
-0.46 |
0 |
30 |
+0 |
Jun12 |
111124 |
139.85 |
139.85 |
139.85 |
139.85 |
-0.46 |
|
|
|
Total Volume and Open Interest |
2,786 |
23,450 |
-1,004 |
Euro-Bund(EUREX) |
Dec11 |
111125 |
134.80 |
135.40 |
134.06 |
134.12 |
-0.93 |
1,045,742 |
930,039 |
+18,752 |
Mar12 |
111125 |
134.91 |
135.39 |
134.09 |
134.10 |
-0.99 |
13,652 |
37,879 |
+4,214 |
Jun12 |
111125 |
134.12 |
134.12 |
133.92 |
133.92 |
-0.93 |
419 |
18 |
+0 |
Total Volume and Open Interest |
1,059,813 |
967,936 |
+22,966 |
Euro-Bobl(EUREX) |
Dec11 |
111125 |
122.30 |
122.57 |
122.10 |
122.14 |
-0.22 |
531,871 |
741,661 |
-14,501 |
Mar12 |
111125 |
122.75 |
122.75 |
122.26 |
122.29 |
-0.26 |
14,046 |
33,924 |
+6,280 |
Jun12 |
111125 |
122.29 |
122.29 |
122.29 |
122.29 |
-0.22 |
|
|
|
Total Volume and Open Interest |
545,917 |
775,585 |
-8,221 |
3-Mth Euribor(EUREX) |
Dec11 |
111125 |
98.635 |
98.635 |
98.615 |
98.615 |
unch |
0 |
1,546 |
+0 |
Mar12 |
111125 |
98.795 |
98.795 |
98.795 |
98.795 |
+0.015 |
0 |
2,247 |
+0 |
Jun12 |
111125 |
98.825 |
98.825 |
98.825 |
98.825 |
+0.015 |
102 |
1,232 |
+0 |
Total Volume and Open Interest |
128 |
8,470 |
+16 |
Long Gilt(LIFFE) |
Dec11 |
111125 |
131~02 |
131~05 |
129~13 |
129~23 |
-1~07 |
254,370 |
201,164 |
-74,895 |
Mar12 |
111125 |
115~03 |
115~06 |
113~10 |
113~18 |
-1~13 |
116,561 |
130,198 |
+67,768 |
Total Volume and Open Interest |
370,931 |
331,362 |
-7,127 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111125 |
98.88 |
98.90 |
98.88 |
98.89 |
unch |
33,702 |
337,507 |
+11,673 |
Mar12 |
111125 |
98.80 |
98.82 |
98.77 |
98.79 |
-0.02 |
41,447 |
343,766 |
+8,715 |
Jun12 |
111125 |
98.77 |
98.79 |
98.73 |
98.75 |
-0.02 |
28,001 |
204,078 |
+6,350 |
Sep12 |
111125 |
98.74 |
98.76 |
98.71 |
98.72 |
-0.02 |
41,005 |
211,410 |
+13,816 |
Dec12 |
111125 |
98.70 |
98.72 |
98.67 |
98.68 |
-0.02 |
46,504 |
195,493 |
+10,207 |
Mar13 |
111125 |
98.70 |
98.72 |
98.65 |
98.67 |
-0.02 |
46,496 |
201,347 |
+11,507 |
Total Volume and Open Interest |
332,194 |
2,012,558 |
+76,307 |
3-Mth Euribor(LIFFE) |
Dec11 |
111125 |
98.620 |
98.645 |
98.600 |
98.615 |
unch |
117,803 |
661,231 |
+10,158 |
Mar12 |
111125 |
98.780 |
98.825 |
98.780 |
98.795 |
+0.015 |
118,776 |
517,424 |
+3,771 |
Jun12 |
111125 |
98.800 |
98.860 |
98.800 |
98.825 |
+0.015 |
79,738 |
369,668 |
-564 |
Total Volume and Open Interest |
685,229 |
3,334,021 |
-309 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111125 |
95.53 |
95.56 |
95.52 |
95.54 |
unch |
12,187 |
189,497 |
-8,069 |
Mar12 |
111125 |
96.45 |
96.47 |
96.40 |
96.46 |
+0.02 |
16,348 |
203,101 |
-514 |
Jun12 |
111125 |
96.72 |
96.78 |
96.69 |
96.76 |
+0.04 |
9,119 |
153,630 |
+804 |
Sep12 |
111125 |
96.71 |
96.77 |
96.69 |
96.77 |
+0.04 |
3,886 |
96,146 |
-1,272 |
Dec12 |
111125 |
96.58 |
96.64 |
96.57 |
96.63 |
+0.03 |
3,190 |
59,210 |
+1,522 |
Mar13 |
111125 |
96.40 |
96.46 |
96.39 |
96.46 |
+0.03 |
2,242 |
50,554 |
+194 |
Jun13 |
111125 |
96.24 |
96.29 |
96.23 |
96.29 |
+0.02 |
1,090 |
40,533 |
+244 |
Sep13 |
111125 |
96.12 |
96.16 |
96.11 |
96.16 |
+0.01 |
313 |
20,160 |
-26 |
Dec13 |
111125 |
95.99 |
96.06 |
95.99 |
96.06 |
unch |
33 |
3,643 |
+1 |
Mar14 |
111125 |
95.88 |
95.97 |
95.88 |
95.97 |
-0.01 |
31 |
579 |
+2 |
Total Volume and Open Interest |
48,439 |
817,110 |
-7,114 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111125 |
96.10 |
96.13 |
96.03 |
96.12 |
+0.01 |
47,350 |
384,317 |
-1,593 |
Mar12 |
111125 |
96.12 |
96.12 |
96.12 |
96.12 |
+0.01 |
|
|
|
Total Volume and Open Interest |
47,350 |
384,317 |
-1,593 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111125 |
96.95 |
96.99 |
96.89 |
96.98 |
+0.03 |
83,507 |
552,998 |
-33,520 |
Mar12 |
111125 |
96.98 |
96.98 |
96.98 |
96.98 |
+0.03 |
|
|
|
Total Volume and Open Interest |
83,507 |
552,998 |
-33,520 |
Gold(CMX) |
Dec11 |
111125 |
1693.9 |
1702.7 |
1672.6 |
1685.7 |
-10.2 |
182,848 |
151,207 |
-15,338 |
Feb12 |
111125 |
1697.4 |
1705.5 |
1675.4 |
1688.5 |
-10.3 |
30,236 |
155,322 |
+7,575 |
Apr12 |
111125 |
1701.3 |
1706.2 |
1679.3 |
1691.7 |
-10.3 |
4,319 |
27,000 |
+608 |
Jun12 |
111125 |
1703.7 |
1707.0 |
1685.1 |
1694.1 |
-10.2 |
1,112 |
21,250 |
+165 |
Aug12 |
111125 |
1708.5 |
1708.5 |
1693.0 |
1696.4 |
-10.1 |
418 |
11,790 |
+210 |
Oct12 |
111125 |
1699.2 |
1699.2 |
1699.2 |
1699.2 |
-10.1 |
142 |
7,375 |
+52 |
Dec12 |
111125 |
1714.2 |
1718.0 |
1690.0 |
1702.1 |
-10.1 |
1,532 |
19,880 |
+996 |
Feb13 |
111125 |
1705.1 |
1705.1 |
1705.1 |
1705.1 |
-10.0 |
55 |
5,125 |
+1,708 |
Apr13 |
111125 |
1708.2 |
1708.2 |
1708.2 |
1708.2 |
-9.9 |
133 |
769 |
+100 |
Jun13 |
111125 |
1712.3 |
1712.3 |
1712.3 |
1712.3 |
-9.8 |
26 |
10,992 |
+24 |
Aug13 |
111125 |
1716.1 |
1716.1 |
1716.1 |
1716.1 |
-9.8 |
0 |
45 |
+0 |
Total Volume and Open Interest |
222,689 |
457,070 |
-3,317 |
Silver(CMX) |
Dec11 |
111125 |
3177.0 |
3222.0 |
3093.5 |
3101.4 |
-87.0 |
60,917 |
25,979 |
-7,606 |
Mar12 |
111125 |
3184.0 |
3229.5 |
3101.5 |
3109.2 |
-87.2 |
20,284 |
42,539 |
+2,067 |
May12 |
111125 |
3212.0 |
3214.5 |
3112.0 |
3112.8 |
-87.4 |
2,540 |
5,689 |
+558 |
Jul12 |
111125 |
3130.0 |
3182.0 |
3116.0 |
3116.3 |
-87.4 |
1,520 |
2,532 |
-200 |
Sep12 |
111125 |
3119.4 |
3119.4 |
3119.4 |
3119.4 |
-87.3 |
81 |
1,894 |
-18 |
Dec12 |
111125 |
3236.5 |
3236.5 |
3123.2 |
3123.2 |
-87.3 |
810 |
13,632 |
-321 |
Mar13 |
111125 |
3120.0 |
3120.0 |
3120.0 |
3120.0 |
-87.1 |
81 |
1,123 |
+25 |
Total Volume and Open Interest |
86,712 |
108,548 |
-5,472 |
Platinum(NYMEX) |
Jan12 |
111125 |
1547.7 |
1565.8 |
1526.1 |
1533.1 |
-25.2 |
5,929 |
33,688 |
-116 |
Apr12 |
111125 |
1558.0 |
1560.4 |
1532.7 |
1537.5 |
-25.1 |
139 |
4,719 |
+18 |
Jul12 |
111125 |
1550.5 |
1551.7 |
1536.3 |
1540.6 |
-25.3 |
4 |
342 |
+1 |
Oct12 |
111125 |
1544.4 |
1544.4 |
1544.4 |
1544.4 |
-25.3 |
0 |
55 |
-1 |
Total Volume and Open Interest |
6,076 |
38,807 |
-97 |
Palladium(NYMEX) |
Dec11 |
111125 |
584.55 |
590.00 |
566.65 |
570.10 |
-19.75 |
5,502 |
8,155 |
-1,889 |
Mar12 |
111125 |
587.65 |
592.25 |
567.20 |
572.20 |
-20.10 |
2,649 |
11,474 |
+1,520 |
Jun12 |
111125 |
573.55 |
573.55 |
573.50 |
573.55 |
-20.05 |
0 |
164 |
+0 |
Total Volume and Open Interest |
8,151 |
19,793 |
-371 |
Copper(CMX) |
Dec11 |
111125 |
328.00 |
331.80 |
320.40 |
327.00 |
-0.90 |
43,336 |
23,863 |
-3,346 |
Mar12 |
111125 |
329.90 |
333.20 |
321.85 |
328.40 |
-0.85 |
10,168 |
63,859 |
+1,641 |
May12 |
111125 |
330.90 |
334.20 |
323.95 |
329.50 |
-0.85 |
528 |
16,588 |
+229 |
Jul12 |
111125 |
333.25 |
335.00 |
327.00 |
330.25 |
-0.95 |
388 |
5,811 |
+6 |
Sep12 |
111125 |
332.35 |
332.35 |
327.00 |
330.70 |
-0.90 |
53 |
2,298 |
+22 |
Total Volume and Open Interest |
55,516 |
124,189 |
-1,288 |
DJIA Index(CBOT) |
Dec11 |
111125 |
11251 |
11340 |
11132 |
11187 |
-47 |
758 |
16,842 |
-508 |
Mar12 |
111125 |
11117 |
11117 |
11117 |
11117 |
-47 |
1 |
409 |
+1 |
Jun12 |
111125 |
11050 |
11050 |
11050 |
11050 |
-47 |
0 |
400 |
+0 |
Sep12 |
111125 |
10987 |
10987 |
10987 |
10987 |
-47 |
|
|
|
Total Volume and Open Interest |
759 |
17,651 |
-507 |
E-mini DJIA Index(CBOT) |
Dec11 |
111125 |
11259 |
11349 |
11128 |
11187 |
-47 |
124,353 |
87,017 |
-1,435 |
Mar12 |
111125 |
11222 |
11222 |
11077 |
11117 |
-47 |
384 |
937 |
+248 |
Jun12 |
111125 |
11050 |
11050 |
11050 |
11050 |
-47 |
0 |
6 |
+0 |
Sep12 |
111125 |
10987 |
10987 |
10987 |
10987 |
-47 |
0 |
13 |
+0 |
Total Volume and Open Interest |
124,737 |
87,973 |
-1,187 |
S & P 500(CME) |
Dec11 |
111125 |
1161.30 |
1173.70 |
1147.50 |
1153.40 |
-6.50 |
16,837 |
273,241 |
-3,343 |
Mar12 |
111125 |
1159.50 |
1164.80 |
1147.40 |
1147.40 |
-6.60 |
2,269 |
19,422 |
+1,665 |
Jun12 |
111125 |
1158.50 |
1159.70 |
1142.30 |
1142.30 |
-6.60 |
155 |
1,709 |
-20 |
Sep12 |
111125 |
1137.00 |
1154.40 |
1137.00 |
1137.00 |
-6.60 |
0 |
4 |
+0 |
Total Volume and Open Interest |
19,261 |
294,476 |
-1,698 |
S & P 500 E-Mini(Globex) |
Dec11 |
111125 |
1162.50 |
1173.75 |
1147.50 |
1153.50 |
-6.50 |
2,306,860 |
2,981,872 |
+32,762 |
Mar12 |
111125 |
1157.25 |
1167.75 |
1141.75 |
1147.50 |
-6.50 |
7,775 |
51,847 |
+2,735 |
Total Volume and Open Interest |
2,314,644 |
3,035,521 |
+35,601 |
NASDAQ 100(CME) |
Dec11 |
111125 |
2170.00 |
2183.00 |
2136.00 |
2147.50 |
-13.50 |
926 |
30,534 |
-419 |
Mar12 |
111125 |
2143.30 |
2180.00 |
2143.30 |
2143.30 |
-13.50 |
0 |
110 |
+0 |
Jun12 |
111125 |
2140.30 |
2141.80 |
2140.30 |
2140.30 |
-13.50 |
|
|
|
Total Volume and Open Interest |
926 |
30,644 |
-419 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111125 |
2169.00 |
2184.50 |
2135.80 |
2147.50 |
-13.50 |
264,163 |
319,131 |
-5,741 |
Mar12 |
111125 |
2170.30 |
2182.80 |
2135.00 |
2143.30 |
-13.50 |
116 |
1,222 |
+29 |
Total Volume and Open Interest |
264,281 |
320,368 |
-5,711 |
S & P Midcap 400(CME) |
Dec11 |
111125 |
811.50 |
820.00 |
809.80 |
809.80 |
-5.10 |
186 |
5,865 |
+182 |
Mar12 |
111125 |
807.40 |
807.40 |
807.40 |
807.40 |
-5.10 |
|
|
|
Jun12 |
111125 |
805.40 |
805.40 |
805.40 |
805.40 |
-5.10 |
|
|
|
Total Volume and Open Interest |
186 |
5,865 |
+182 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111125 |
8165 |
8220 |
8105 |
8130 |
-25 |
5,099 |
30,513 |
-239 |
Mar12 |
111125 |
8190 |
8205 |
8110 |
8130 |
-25 |
4 |
59 |
-3 |
Total Volume and Open Interest |
5,103 |
30,572 |
-242 |
Nikkei 225(SGX) |
Dec11 |
111125 |
8165 |
8205 |
8110 |
8155 |
+15 |
100,016 |
237,009 |
+3,826 |
Mar12 |
111125 |
8155 |
8190 |
8105 |
8145 |
+15 |
1,887 |
19,988 |
+1,121 |
Jun12 |
111125 |
8065 |
8065 |
8065 |
8065 |
+10 |
0 |
19 |
+0 |
Total Volume and Open Interest |
102,003 |
262,839 |
+5,047 |
CAC 40(EURONEXT) |
Dec11 |
111125 |
2815.0 |
2870.0 |
2789.5 |
2854.0 |
+35.0 |
112,299 |
265,522 |
+13,551 |
Jan12 |
111125 |
2824.5 |
2858.5 |
2793.0 |
2849.0 |
+34.5 |
11,978 |
13,207 |
+9,046 |
Feb12 |
111125 |
2851.0 |
2851.0 |
2851.0 |
2851.0 |
+36.5 |
|
|
|
Total Volume and Open Interest |
124,277 |
278,741 |
+22,597 |
Hang Seng Index(HKFE) |
Nov11 |
111125 |
17602 |
17828 |
17568 |
17645 |
-223 |
78,895 |
80,561 |
-2,574 |
Dec11 |
111125 |
17560 |
17808 |
17554 |
17631 |
-224 |
10,519 |
22,090 |
+6,828 |
Total Volume and Open Interest |
89,663 |
105,160 |
+4,435 |
DAX(EUREX) |
Dec11 |
111125 |
5435.0 |
5532.0 |
5366.0 |
5488.0 |
+47.0 |
189,102 |
169,261 |
+2,519 |
Mar12 |
111125 |
5464.5 |
5537.0 |
5382.0 |
5496.5 |
+46.0 |
1,506 |
8,280 |
+586 |
Jun12 |
111125 |
5409.0 |
5525.0 |
5409.0 |
5514.0 |
+46.0 |
555 |
3,051 |
+524 |
Total Volume and Open Interest |
191,163 |
180,592 |
+3,629 |
FT-SE 100(EURONEXT) |
Dec11 |
111125 |
5110.00 |
5200.00 |
5071.50 |
5164.00 |
+27.50 |
112,442 |
631,675 |
+2,036 |
Mar12 |
111125 |
5068.00 |
5162.00 |
5040.00 |
5127.50 |
+26.50 |
15 |
13,932 |
+13 |
Jun12 |
111125 |
5118.00 |
5118.00 |
5090.50 |
5090.50 |
+26.50 |
10 |
530 |
+10 |
Total Volume and Open Interest |
112,467 |
646,137 |
+2,059 |
SPI 200(SFE) |
Dec11 |
111125 |
4044.0 |
4067.0 |
3981.0 |
4003.0 |
-45.0 |
40,431 |
208,864 |
+5,912 |
Mar12 |
111125 |
4016.0 |
4016.0 |
3963.0 |
3981.0 |
-46.0 |
90 |
3,408 |
+40 |
Jun12 |
111125 |
3987.0 |
3987.0 |
3987.0 |
3987.0 |
-46.0 |
10 |
1,416 |
-240 |
Total Volume and Open Interest |
40,531 |
214,928 |
+5,712 |
GSCI(CME) |
Dec11 |
111125 |
632.00 |
638.00 |
631.00 |
634.00 |
-4.00 |
164 |
8,099 |
+13 |
Jan12 |
111125 |
634.00 |
638.05 |
631.00 |
634.00 |
-4.00 |
|
|
|
Feb12 |
111125 |
634.00 |
638.05 |
631.00 |
634.00 |
-4.00 |
|
|
|
Total Volume and Open Interest |
164 |
8,099 |
+13 |
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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