|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon November 28, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
111128 |
1114.50 |
1127.25 |
1114.00 |
1121.00 |
+14.50 |
109,881 |
225,683 |
-8,798 |
Mar12 |
111128 |
1122.50 |
1136.00 |
1122.50 |
1131.00 |
+15.25 |
40,172 |
90,043 |
+3,044 |
May12 |
111128 |
1133.75 |
1145.25 |
1132.75 |
1140.75 |
+16.25 |
19,028 |
76,948 |
-1,282 |
Jul12 |
111128 |
1142.50 |
1155.25 |
1141.00 |
1150.00 |
+17.00 |
18,206 |
59,351 |
+237 |
Aug12 |
111128 |
1141.75 |
1150.50 |
1131.75 |
1149.00 |
+17.25 |
170 |
674 |
-22 |
Sep12 |
111128 |
1141.00 |
1141.00 |
1124.25 |
1141.00 |
+16.75 |
178 |
422 |
+3 |
Nov12 |
111128 |
1123.50 |
1141.00 |
1123.50 |
1136.00 |
+16.50 |
3,948 |
49,153 |
-262 |
Total Volume and Open Interest |
191,915 |
515,739 |
-6,871 |
Soybean Meal(CBOT) |
Dec11 |
111128 |
283.90 |
287.80 |
283.90 |
287.80 |
+5.10 |
32,020 |
30,235 |
-3,882 |
Jan12 |
111128 |
284.30 |
289.50 |
284.30 |
289.20 |
+6.20 |
29,985 |
60,764 |
+2,573 |
Mar12 |
111128 |
287.00 |
291.60 |
286.40 |
291.60 |
+6.10 |
12,291 |
38,704 |
+2,530 |
May12 |
111128 |
290.30 |
294.60 |
289.50 |
294.60 |
+6.10 |
4,994 |
28,453 |
+299 |
Jul12 |
111128 |
294.10 |
298.40 |
293.50 |
298.40 |
+6.00 |
4,076 |
23,794 |
+902 |
Aug12 |
111128 |
297.80 |
299.50 |
296.70 |
299.50 |
+6.00 |
297 |
4,457 |
+70 |
Sep12 |
111128 |
298.00 |
299.80 |
297.30 |
299.80 |
+6.10 |
440 |
4,771 |
+113 |
Oct12 |
111128 |
296.30 |
296.80 |
290.70 |
296.80 |
+6.10 |
206 |
3,167 |
+97 |
Total Volume and Open Interest |
86,330 |
213,497 |
+3,790 |
Soybean Oil(CBOT) |
Dec11 |
111128 |
48.71 |
49.16 |
48.50 |
48.91 |
+0.68 |
46,003 |
44,382 |
-5,018 |
Jan12 |
111128 |
48.91 |
49.36 |
48.66 |
49.15 |
+0.71 |
58,334 |
109,476 |
+8,241 |
Mar12 |
111128 |
49.23 |
49.75 |
49.12 |
49.58 |
+0.71 |
25,921 |
71,339 |
+4,289 |
May12 |
111128 |
49.57 |
50.05 |
49.53 |
49.90 |
+0.71 |
7,634 |
39,089 |
+1,566 |
Jul12 |
111128 |
49.86 |
50.33 |
49.79 |
50.14 |
+0.67 |
5,195 |
29,534 |
+1,758 |
Aug12 |
111128 |
50.33 |
50.33 |
49.98 |
50.20 |
+0.63 |
300 |
3,536 |
+38 |
Sep12 |
111128 |
50.23 |
50.40 |
49.96 |
50.22 |
+0.65 |
973 |
4,479 |
+535 |
Oct12 |
111128 |
50.09 |
50.20 |
49.42 |
50.02 |
+0.60 |
393 |
4,356 |
+223 |
Total Volume and Open Interest |
145,687 |
321,044 |
+11,928 |
Canola(WCE) |
Jan12 |
111128 |
503.7 |
506.4 |
503.0 |
503.4 |
+0.2 |
5,974 |
79,328 |
-831 |
Mar12 |
111128 |
507.0 |
508.7 |
505.9 |
506.4 |
+2.7 |
4,401 |
39,971 |
+253 |
May12 |
111128 |
510.8 |
510.8 |
506.1 |
507.4 |
+3.7 |
2,860 |
15,366 |
+636 |
Jul12 |
111128 |
508.7 |
511.0 |
507.6 |
509.8 |
+4.3 |
1,476 |
10,332 |
+109 |
Nov12 |
111128 |
483.1 |
488.1 |
481.0 |
486.6 |
+3.1 |
218 |
12,672 |
+109 |
Total Volume and Open Interest |
14,929 |
157,829 |
+276 |
Corn(CBOT) |
Dec11 |
111128 |
586.00 |
596.25 |
586.00 |
591.75 |
+9.25 |
167,576 |
217,322 |
-49,793 |
Mar12 |
111128 |
593.25 |
603.00 |
593.00 |
598.50 |
+8.50 |
152,598 |
513,915 |
+18,807 |
May12 |
111128 |
599.75 |
609.75 |
599.75 |
605.50 |
+8.25 |
30,979 |
142,685 |
+873 |
Jul12 |
111128 |
603.50 |
613.00 |
603.25 |
609.00 |
+9.75 |
26,177 |
137,194 |
-994 |
Sep12 |
111128 |
564.00 |
569.75 |
563.00 |
566.00 |
+8.50 |
1,606 |
35,391 |
-25 |
Dec12 |
111128 |
539.00 |
548.75 |
538.25 |
545.50 |
+10.00 |
15,724 |
171,250 |
+2,252 |
Total Volume and Open Interest |
396,046 |
1,270,383 |
-28,325 |
Wheat(CBOT) |
Dec11 |
111128 |
578.50 |
585.75 |
573.50 |
574.75 |
+0.25 |
30,447 |
54,260 |
-5,897 |
Mar12 |
111128 |
594.50 |
603.50 |
590.00 |
593.00 |
+4.00 |
43,087 |
170,362 |
+2,803 |
May12 |
111128 |
612.00 |
619.50 |
605.50 |
610.25 |
+4.75 |
8,755 |
58,120 |
+352 |
Jul12 |
111128 |
623.00 |
631.25 |
621.50 |
622.25 |
+4.50 |
4,455 |
62,864 |
+773 |
Sep12 |
111128 |
643.00 |
648.75 |
638.25 |
640.75 |
+2.50 |
694 |
13,092 |
+334 |
Total Volume and Open Interest |
89,028 |
401,969 |
-1,503 |
Wheat(KCBT) |
Dec11 |
111128 |
648.50 |
657.50 |
641.25 |
641.25 |
-2.25 |
8,306 |
17,511 |
-3,620 |
Mar12 |
111128 |
658.25 |
668.00 |
652.50 |
652.50 |
-1.50 |
7,894 |
68,595 |
+472 |
May12 |
111128 |
667.25 |
674.25 |
660.00 |
660.00 |
-1.25 |
833 |
12,555 |
+69 |
Jul12 |
111128 |
670.50 |
680.75 |
667.00 |
667.25 |
-1.25 |
1,291 |
34,698 |
+144 |
Sep12 |
111128 |
685.25 |
695.50 |
681.25 |
681.75 |
+0.25 |
373 |
5,619 |
+175 |
Total Volume and Open Interest |
18,861 |
144,562 |
-2,779 |
Wheat(MGE) |
Dec11 |
111128 |
827.00 |
835.00 |
820.00 |
831.00 |
+3.75 |
1,012 |
3,005 |
-837 |
Mar12 |
111128 |
811.50 |
819.00 |
803.75 |
815.50 |
+8.00 |
3,508 |
18,694 |
+137 |
May12 |
111128 |
788.00 |
798.00 |
785.00 |
796.75 |
+8.00 |
1,231 |
6,843 |
+73 |
Jul12 |
111128 |
781.25 |
794.50 |
779.50 |
788.50 |
+6.00 |
821 |
8,175 |
+97 |
Sep12 |
111128 |
770.25 |
779.00 |
765.75 |
770.50 |
+2.75 |
348 |
3,357 |
+82 |
Total Volume and Open Interest |
7,203 |
43,241 |
-463 |
Oats(CBOT) |
Dec11 |
111128 |
296.25 |
300.25 |
292.00 |
297.00 |
+5.00 |
1,267 |
3,378 |
-595 |
Mar12 |
111128 |
291.50 |
297.75 |
290.00 |
294.00 |
+7.00 |
1,334 |
11,309 |
+16 |
May12 |
111128 |
298.50 |
299.50 |
291.50 |
298.50 |
+7.00 |
113 |
1,255 |
-55 |
Jul12 |
111128 |
303.50 |
304.00 |
296.50 |
303.00 |
+6.50 |
12 |
50 |
-1 |
Total Volume and Open Interest |
2,735 |
16,143 |
-635 |
Rough Rice(CBOT) |
Jan12 |
111128 |
14.26 |
14.44 |
14.13 |
14.15 |
-0.09 |
1,129 |
11,809 |
-21 |
Mar12 |
111128 |
14.68 |
14.73 |
14.43 |
14.44 |
-0.09 |
585 |
4,945 |
+325 |
May12 |
111128 |
15.02 |
15.02 |
14.73 |
14.73 |
-0.09 |
79 |
580 |
-1 |
Jul12 |
111128 |
15.20 |
15.30 |
15.01 |
15.01 |
-0.09 |
10 |
594 |
+0 |
Total Volume and Open Interest |
1,804 |
18,109 |
+304 |
Live Cattle(CME) |
Dec11 |
111128 |
121.900 |
122.135 |
120.830 |
120.950 |
-0.150 |
19,917 |
47,161 |
-4,664 |
Feb12 |
111128 |
123.100 |
123.400 |
122.135 |
122.550 |
+0.250 |
20,177 |
125,146 |
+960 |
Apr12 |
111128 |
126.550 |
126.885 |
125.700 |
125.900 |
+0.200 |
8,474 |
84,060 |
-390 |
Jun12 |
111128 |
125.200 |
125.550 |
124.150 |
124.500 |
+0.200 |
4,691 |
44,430 |
+1,237 |
Aug12 |
111128 |
126.000 |
126.000 |
124.580 |
124.980 |
+0.080 |
1,143 |
9,395 |
+431 |
Oct12 |
111128 |
128.000 |
128.500 |
127.135 |
127.700 |
+0.350 |
711 |
5,571 |
+259 |
Total Volume and Open Interest |
55,645 |
320,407 |
-1,832 |
Feeder Cattle(CME) |
Jan12 |
111128 |
145.200 |
145.700 |
144.650 |
144.735 |
+0.105 |
3,109 |
16,365 |
-743 |
Mar12 |
111128 |
147.950 |
148.450 |
147.185 |
147.350 |
-0.100 |
1,421 |
6,369 |
+78 |
Apr12 |
111128 |
148.550 |
149.380 |
148.285 |
148.700 |
+0.320 |
574 |
2,750 |
+119 |
May12 |
111128 |
149.550 |
149.825 |
148.735 |
149.200 |
+0.375 |
304 |
2,877 |
+78 |
Aug12 |
111128 |
150.825 |
151.350 |
150.285 |
150.735 |
+0.185 |
378 |
3,241 |
+88 |
Sep12 |
111128 |
151.150 |
151.150 |
150.400 |
151.000 |
unch |
107 |
430 |
+3 |
Oct12 |
111128 |
151.100 |
151.500 |
150.850 |
151.500 |
unch |
8 |
99 |
+5 |
Total Volume and Open Interest |
5,902 |
32,134 |
-371 |
Lean Hogs(CME) |
Dec11 |
111128 |
88.385 |
88.430 |
87.430 |
87.550 |
-0.750 |
7,170 |
26,015 |
-1,511 |
Feb12 |
111128 |
92.000 |
92.200 |
90.500 |
90.580 |
-1.220 |
14,593 |
90,305 |
+858 |
Apr12 |
111128 |
94.330 |
94.480 |
92.900 |
92.980 |
-1.270 |
4,360 |
61,429 |
+701 |
May12 |
111128 |
98.635 |
99.100 |
98.150 |
99.100 |
-0.500 |
107 |
2,281 |
+47 |
Jun12 |
111128 |
100.400 |
100.700 |
99.200 |
99.285 |
-1.215 |
3,754 |
42,001 |
+1,425 |
Jul12 |
111128 |
98.930 |
99.150 |
97.885 |
98.200 |
-0.730 |
469 |
10,127 |
-129 |
Aug12 |
111128 |
97.430 |
97.650 |
96.430 |
97.150 |
-0.280 |
1,313 |
13,688 |
+534 |
Oct12 |
111128 |
85.750 |
86.000 |
85.050 |
85.650 |
-0.330 |
1,138 |
7,335 |
+524 |
Total Volume and Open Interest |
33,181 |
256,215 |
+2,606 |
Class III Milk(CME) |
Nov11 |
111128 |
19.08 |
19.12 |
19.07 |
19.11 |
unch |
9 |
5,752 |
-1 |
Dec11 |
111128 |
18.26 |
18.86 |
18.14 |
18.77 |
+0.64 |
244 |
5,951 |
-1 |
Jan12 |
111128 |
16.99 |
17.59 |
16.99 |
17.50 |
+0.52 |
416 |
4,598 |
+90 |
Feb12 |
111128 |
16.77 |
17.00 |
16.77 |
16.90 |
+0.19 |
241 |
3,171 |
+106 |
Mar12 |
111128 |
16.82 |
16.90 |
16.82 |
16.82 |
+0.05 |
106 |
2,767 |
+80 |
Total Volume and Open Interest |
1,508 |
35,160 |
+680 |
Cocoa(ICE) |
Dec11 |
111128 |
2256 |
2271 |
2221 |
2221 |
-17 |
7 |
174 |
-8 |
Mar12 |
111128 |
2385 |
2429 |
2351 |
2364 |
-17 |
7,048 |
79,389 |
+21 |
May12 |
111128 |
2403 |
2429 |
2362 |
2374 |
-14 |
1,308 |
29,518 |
+187 |
Jul12 |
111128 |
2447 |
2447 |
2377 |
2389 |
-14 |
423 |
14,467 |
+147 |
Sep12 |
111128 |
2445 |
2445 |
2390 |
2397 |
-14 |
200 |
12,312 |
-12 |
Dec12 |
111128 |
2458 |
2458 |
2404 |
2411 |
-13 |
66 |
12,841 |
+7 |
Mar13 |
111128 |
2453 |
2453 |
2422 |
2422 |
-12 |
126 |
3,864 |
+107 |
Total Volume and Open Interest |
9,311 |
155,436 |
+434 |
Coffee "C"(ICE) |
Dec11 |
111128 |
231.20 |
234.00 |
224.40 |
224.70 |
-4.90 |
112 |
421 |
-116 |
Mar12 |
111128 |
232.55 |
238.40 |
227.35 |
227.80 |
-4.75 |
10,536 |
57,060 |
+311 |
May12 |
111128 |
235.15 |
240.20 |
229.70 |
230.10 |
-4.60 |
2,180 |
20,712 |
-239 |
Jul12 |
111128 |
236.80 |
241.35 |
231.75 |
231.95 |
-4.50 |
1,603 |
6,775 |
+499 |
Sep12 |
111128 |
237.55 |
242.00 |
232.55 |
232.70 |
-4.60 |
452 |
5,667 |
+195 |
Dec12 |
111128 |
238.05 |
242.20 |
233.05 |
233.30 |
-4.45 |
158 |
6,519 |
+90 |
Total Volume and Open Interest |
15,075 |
98,272 |
+777 |
Orange Juice(ICE) |
Jan12 |
111128 |
177.80 |
180.30 |
176.00 |
179.05 |
+1.45 |
1,143 |
20,400 |
-6 |
Mar12 |
111128 |
171.40 |
175.10 |
171.10 |
174.35 |
+2.50 |
186 |
5,360 |
-3 |
May12 |
111128 |
172.25 |
172.85 |
171.85 |
172.85 |
+2.30 |
44 |
1,702 |
+21 |
Jul12 |
111128 |
172.00 |
172.95 |
172.00 |
172.95 |
+2.40 |
21 |
439 |
+21 |
Sep12 |
111128 |
172.35 |
172.35 |
172.35 |
172.35 |
+2.40 |
0 |
53 |
+0 |
Nov12 |
111128 |
172.00 |
172.00 |
172.00 |
172.00 |
+2.40 |
0 |
8 |
+0 |
Total Volume and Open Interest |
1,394 |
27,968 |
+33 |
Sugar #11(ICE) |
Mar12 |
111128 |
23.00 |
23.41 |
22.97 |
23.12 |
+0.22 |
53,060 |
207,988 |
-7,967 |
May12 |
111128 |
22.75 |
23.03 |
22.63 |
22.80 |
+0.27 |
11,430 |
85,038 |
-853 |
Jul12 |
111128 |
22.40 |
22.74 |
22.40 |
22.54 |
+0.25 |
6,952 |
85,916 |
+158 |
Oct12 |
111128 |
22.35 |
22.79 |
22.35 |
22.62 |
+0.27 |
3,021 |
45,625 |
+397 |
Mar13 |
111128 |
22.99 |
23.16 |
22.91 |
22.99 |
+0.27 |
1,459 |
31,490 |
-30 |
Total Volume and Open Interest |
78,866 |
496,297 |
-7,405 |
London Cocoa(LCE) |
Dec11 |
111128 |
1517 |
1521 |
1485 |
1488 |
-21 |
1,394 |
67,240 |
-637 |
Mar12 |
111128 |
1547 |
1550 |
1513 |
1516 |
-20 |
2,275 |
63,863 |
+436 |
May12 |
111128 |
1555 |
1562 |
1530 |
1532 |
-19 |
798 |
20,396 |
+213 |
Jul12 |
111128 |
1571 |
1577 |
1546 |
1548 |
-20 |
355 |
23,813 |
+8 |
Sep12 |
111128 |
1584 |
1586 |
1559 |
1559 |
-19 |
293 |
16,488 |
+135 |
Dec12 |
111128 |
1591 |
1597 |
1569 |
1570 |
-20 |
129 |
12,525 |
-35 |
Mar13 |
111128 |
1605 |
1605 |
1580 |
1580 |
-22 |
0 |
7,388 |
+0 |
Total Volume and Open Interest |
5,253 |
214,205 |
-301 |
London Sugar(LCE) |
Mar12 |
111128 |
602.80 |
606.40 |
600.30 |
601.10 |
+2.90 |
1,268 |
23,939 |
+478 |
May12 |
111128 |
596.20 |
598.30 |
592.50 |
593.70 |
+2.80 |
168 |
7,057 |
+42 |
Aug12 |
111128 |
589.60 |
592.50 |
587.00 |
589.50 |
+3.70 |
177 |
8,112 |
+47 |
Oct12 |
111128 |
588.10 |
593.50 |
587.60 |
590.90 |
+4.20 |
60 |
3,358 |
-21 |
Dec12 |
111128 |
593.00 |
598.20 |
592.50 |
595.80 |
+4.20 |
13 |
1,228 |
-6 |
Total Volume and Open Interest |
1,686 |
44,608 |
+540 |
Cotton(ICE) |
Dec11 |
111128 |
92.10 |
92.10 |
91.10 |
91.30 |
+0.48 |
210 |
602 |
-291 |
Mar12 |
111128 |
91.10 |
92.81 |
90.85 |
91.35 |
+0.48 |
10,232 |
91,430 |
-352 |
May12 |
111128 |
90.25 |
91.50 |
89.96 |
90.45 |
+0.32 |
2,257 |
18,135 |
+1 |
Jul12 |
111128 |
89.90 |
90.83 |
89.51 |
90.04 |
+0.12 |
1,173 |
18,127 |
+199 |
Oct12 |
111128 |
91.60 |
91.60 |
90.43 |
90.43 |
+0.26 |
3 |
85 |
+0 |
Dec12 |
111128 |
88.60 |
89.14 |
88.00 |
88.14 |
+0.22 |
290 |
7,197 |
+195 |
Total Volume and Open Interest |
14,169 |
136,858 |
-248 |
Lumber(CME) |
Jan12 |
111128 |
235.8 |
237.5 |
231.5 |
231.6 |
-3.7 |
396 |
6,425 |
+1 |
Mar12 |
111128 |
254.8 |
255.2 |
249.4 |
251.9 |
-3.3 |
147 |
2,303 |
+34 |
May12 |
111128 |
264.1 |
265.9 |
262.0 |
264.0 |
-2.0 |
14 |
445 |
-3 |
Jul12 |
111128 |
272.0 |
272.0 |
272.0 |
272.0 |
-2.5 |
3 |
267 |
+2 |
Total Volume and Open Interest |
562 |
9,555 |
+34 |
Crude Oil(NYM) |
Jan12 |
111128 |
97.50 |
100.74 |
97.13 |
98.21 |
+1.44 |
283,449 |
328,695 |
-6,952 |
Feb12 |
111128 |
97.50 |
100.80 |
97.30 |
98.33 |
+1.42 |
69,041 |
92,107 |
+2,487 |
Mar12 |
111128 |
97.72 |
100.89 |
97.37 |
98.43 |
+1.40 |
43,709 |
99,920 |
-394 |
Apr12 |
111128 |
98.15 |
100.41 |
97.47 |
98.45 |
+1.40 |
16,266 |
40,956 |
-2,220 |
May12 |
111128 |
98.83 |
100.55 |
97.38 |
98.37 |
+1.39 |
11,023 |
37,243 |
+480 |
Jun12 |
111128 |
97.29 |
100.24 |
97.17 |
98.18 |
+1.38 |
28,571 |
78,383 |
+842 |
Jul12 |
111128 |
97.89 |
99.92 |
97.16 |
97.92 |
+1.33 |
6,763 |
34,771 |
-1,166 |
Aug12 |
111128 |
98.84 |
98.84 |
96.63 |
97.60 |
+1.29 |
3,075 |
23,946 |
+21 |
Sep12 |
111128 |
97.78 |
97.80 |
97.18 |
97.29 |
+1.28 |
3,453 |
28,759 |
+144 |
Oct12 |
111128 |
97.60 |
97.60 |
96.99 |
96.99 |
+1.25 |
2,693 |
26,353 |
+249 |
Nov12 |
111128 |
96.74 |
96.74 |
96.74 |
96.74 |
+1.24 |
3,277 |
26,671 |
-363 |
Dec12 |
111128 |
95.94 |
98.31 |
95.60 |
96.48 |
+1.22 |
21,991 |
164,399 |
+892 |
Jan13 |
111128 |
96.10 |
96.10 |
96.10 |
96.10 |
+1.20 |
2,221 |
28,967 |
-400 |
Feb13 |
111128 |
95.69 |
95.69 |
95.69 |
95.69 |
+1.17 |
385 |
11,110 |
-95 |
Mar13 |
111128 |
95.27 |
95.27 |
95.27 |
95.27 |
+1.13 |
603 |
10,158 |
+293 |
Apr13 |
111128 |
94.88 |
94.88 |
94.88 |
94.88 |
+1.10 |
385 |
5,529 |
+206 |
Total Volume and Open Interest |
512,740 |
1,289,079 |
-6,539 |
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 |
111128 |
97.425 |
100.725 |
97.125 |
98.200 |
+1.425 |
11,203 |
1,768 |
+155 |
Feb12 |
111128 |
97.975 |
100.775 |
97.350 |
98.325 |
+1.425 |
209 |
343 |
+12 |
Mar12 |
111128 |
98.025 |
100.600 |
97.400 |
98.425 |
+1.400 |
75 |
188 |
+11 |
Apr12 |
111128 |
98.775 |
99.800 |
98.450 |
98.450 |
+1.400 |
2 |
22 |
+0 |
May12 |
111128 |
98.375 |
98.375 |
98.375 |
98.375 |
+1.400 |
2 |
8 |
+0 |
Jun12 |
111128 |
98.575 |
98.575 |
98.175 |
98.175 |
+1.375 |
10 |
14 |
+0 |
Jul12 |
111128 |
97.925 |
97.925 |
97.925 |
97.925 |
+1.325 |
0 |
4 |
+0 |
Aug12 |
111128 |
97.600 |
97.600 |
97.600 |
97.600 |
+1.300 |
0 |
5 |
+0 |
Total Volume and Open Interest |
11,505 |
2,573 |
+174 |
Heating Oil(NYM) |
Dec11 |
111128 |
294.95 |
299.66 |
294.22 |
296.99 |
+4.26 |
30,452 |
31,835 |
-3,787 |
Jan12 |
111128 |
294.86 |
301.00 |
294.86 |
298.27 |
+4.22 |
56,917 |
84,155 |
-1,253 |
Feb12 |
111128 |
295.50 |
301.18 |
295.33 |
298.50 |
+3.88 |
18,801 |
37,678 |
+215 |
Mar12 |
111128 |
296.23 |
300.42 |
295.61 |
297.65 |
+3.42 |
10,378 |
27,443 |
+629 |
Apr12 |
111128 |
295.58 |
297.98 |
294.30 |
295.21 |
+3.17 |
4,483 |
16,377 |
+431 |
May12 |
111128 |
291.25 |
295.36 |
291.25 |
292.57 |
+2.88 |
4,118 |
13,041 |
+522 |
Jun12 |
111128 |
288.80 |
293.81 |
288.07 |
290.95 |
+2.58 |
7,420 |
31,310 |
+15 |
Jul12 |
111128 |
293.45 |
293.45 |
287.74 |
290.62 |
+2.39 |
619 |
8,247 |
-6 |
Aug12 |
111128 |
292.65 |
293.48 |
290.46 |
290.67 |
+2.34 |
209 |
4,321 |
-17 |
Sep12 |
111128 |
293.45 |
293.45 |
291.05 |
291.27 |
+2.34 |
452 |
5,143 |
+58 |
Oct12 |
111128 |
292.95 |
292.95 |
291.86 |
292.02 |
+2.34 |
42 |
2,380 |
+19 |
Nov12 |
111128 |
292.77 |
292.77 |
289.89 |
292.77 |
+2.34 |
31 |
1,547 |
-1 |
Total Volume and Open Interest |
135,335 |
283,616 |
-3,132 |
Gasoline(NYMEX) |
Dec11 |
111128 |
247.61 |
254.71 |
247.02 |
251.81 |
+6.92 |
27,797 |
27,326 |
-5,946 |
Jan12 |
111128 |
247.85 |
254.66 |
247.34 |
251.77 |
+6.35 |
47,828 |
86,214 |
-1,693 |
Feb12 |
111128 |
249.28 |
255.74 |
249.28 |
253.10 |
+5.57 |
17,886 |
28,812 |
+148 |
Mar12 |
111128 |
253.08 |
257.33 |
251.83 |
254.90 |
+5.57 |
11,089 |
28,475 |
+908 |
Apr12 |
111128 |
265.14 |
271.35 |
265.14 |
269.22 |
+5.49 |
6,559 |
23,568 |
+324 |
May12 |
111128 |
268.35 |
269.89 |
266.42 |
269.22 |
+5.39 |
4,953 |
17,526 |
+794 |
Jun12 |
111128 |
266.49 |
268.95 |
264.19 |
267.27 |
+5.29 |
4,924 |
25,862 |
+663 |
Jul12 |
111128 |
263.55 |
264.85 |
263.00 |
264.85 |
+5.14 |
1,465 |
7,292 |
+55 |
Aug12 |
111128 |
260.60 |
262.27 |
260.60 |
262.27 |
+5.04 |
902 |
8,158 |
-5 |
Sep12 |
111128 |
260.00 |
260.00 |
259.57 |
259.57 |
+5.01 |
1,441 |
6,532 |
-286 |
Total Volume and Open Interest |
126,675 |
281,476 |
-4,293 |
e-miNY RBOB Gasoline(NYM) |
Dec11 |
111128 |
251.80 |
251.81 |
251.80 |
251.80 |
+6.90 |
|
|
|
Jan12 |
111128 |
251.80 |
251.80 |
251.77 |
251.80 |
+6.40 |
0 |
1 |
+0 |
Feb12 |
111128 |
253.10 |
253.10 |
253.10 |
253.10 |
+5.60 |
0 |
1 |
+0 |
Mar12 |
111128 |
254.90 |
254.90 |
254.90 |
254.90 |
+5.60 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Dec11 |
111128 |
3.529 |
3.580 |
3.350 |
3.364 |
-0.178 |
116,332 |
15,699 |
-19,154 |
Jan12 |
111128 |
3.659 |
3.720 |
3.521 |
3.525 |
-0.140 |
103,893 |
302,906 |
+2,287 |
Feb12 |
111128 |
3.681 |
3.741 |
3.549 |
3.555 |
-0.138 |
30,984 |
93,294 |
-1,144 |
Mar12 |
111128 |
3.673 |
3.741 |
3.553 |
3.560 |
-0.133 |
26,820 |
121,771 |
+1,463 |
Apr12 |
111128 |
3.700 |
3.766 |
3.591 |
3.597 |
-0.124 |
18,262 |
98,519 |
-93 |
May12 |
111128 |
3.774 |
3.804 |
3.638 |
3.642 |
-0.122 |
7,145 |
43,553 |
+87 |
Jun12 |
111128 |
3.820 |
3.851 |
3.680 |
3.689 |
-0.119 |
3,738 |
21,200 |
+321 |
Jul12 |
111128 |
3.872 |
3.901 |
3.732 |
3.742 |
-0.117 |
2,130 |
18,736 |
+48 |
Aug12 |
111128 |
3.897 |
3.927 |
3.760 |
3.771 |
-0.115 |
1,679 |
15,924 |
-17 |
Sep12 |
111128 |
3.925 |
3.925 |
3.764 |
3.772 |
-0.115 |
1,881 |
13,886 |
+367 |
Oct12 |
111128 |
3.960 |
3.965 |
3.799 |
3.807 |
-0.116 |
7,916 |
55,925 |
+230 |
Nov12 |
111128 |
4.077 |
4.095 |
3.938 |
3.947 |
-0.108 |
3,749 |
22,759 |
+126 |
Dec12 |
111128 |
4.350 |
4.355 |
4.209 |
4.225 |
-0.095 |
2,728 |
24,110 |
+159 |
Jan13 |
111128 |
4.482 |
4.482 |
4.340 |
4.359 |
-0.089 |
5,022 |
29,215 |
-1,204 |
Feb13 |
111128 |
4.432 |
4.470 |
4.327 |
4.344 |
-0.089 |
96 |
6,319 |
+10 |
Mar13 |
111128 |
4.376 |
4.385 |
4.274 |
4.291 |
-0.090 |
951 |
14,063 |
+309 |
Total Volume and Open Interest |
335,494 |
975,085 |
-15,953 |
Brent Crude Oil(ICE) |
Jan12 |
111128 |
107.40 |
109.49 |
106.63 |
109.00 |
+2.60 |
66,692 |
171,584 |
+6,228 |
Feb12 |
111128 |
106.71 |
108.60 |
105.98 |
108.02 |
+2.26 |
40,740 |
148,506 |
+2,192 |
Mar12 |
111128 |
106.11 |
107.82 |
105.41 |
107.19 |
+2.00 |
16,903 |
84,829 |
-492 |
Apr12 |
111128 |
105.81 |
107.34 |
105.05 |
106.62 |
+1.80 |
5,729 |
37,532 |
-84 |
May12 |
111128 |
105.84 |
106.99 |
104.75 |
106.20 |
+1.66 |
4,811 |
23,018 |
-737 |
Jun12 |
111128 |
105.55 |
106.72 |
104.41 |
105.84 |
+1.58 |
6,343 |
69,835 |
+61 |
Jul12 |
111128 |
105.30 |
106.36 |
104.78 |
105.52 |
+1.50 |
1,098 |
19,906 |
-105 |
Aug12 |
111128 |
105.32 |
106.02 |
104.44 |
105.15 |
+1.41 |
724 |
25,228 |
+76 |
Sep12 |
111128 |
105.01 |
105.59 |
103.66 |
104.71 |
+1.35 |
1,276 |
29,414 |
+236 |
Oct12 |
111128 |
103.92 |
104.32 |
103.92 |
104.32 |
+1.31 |
539 |
12,946 |
-152 |
Nov12 |
111128 |
103.96 |
103.96 |
103.96 |
103.96 |
+1.28 |
461 |
17,618 |
+139 |
Dec12 |
111128 |
103.90 |
104.45 |
102.19 |
103.58 |
+1.27 |
4,075 |
101,032 |
-633 |
Jan13 |
111128 |
103.24 |
103.24 |
103.24 |
103.24 |
+1.23 |
99 |
9,886 |
+16 |
Feb13 |
111128 |
102.86 |
102.86 |
102.86 |
102.86 |
+1.20 |
26 |
5,968 |
+12 |
Total Volume and Open Interest |
150,384 |
911,957 |
+6,280 |
Gas Oil(ICE) |
Dec11 |
111128 |
945.00 |
958.00 |
936.50 |
950.00 |
+11.25 |
21,896 |
121,928 |
-2,860 |
Jan12 |
111128 |
933.50 |
947.75 |
927.50 |
940.00 |
+10.25 |
25,815 |
108,935 |
-1,918 |
Feb12 |
111128 |
927.00 |
940.75 |
923.25 |
933.00 |
+9.50 |
9,863 |
46,782 |
-1,278 |
Mar12 |
111128 |
922.25 |
934.50 |
921.50 |
927.25 |
+9.00 |
6,203 |
40,007 |
+295 |
Apr12 |
111128 |
920.50 |
929.50 |
918.00 |
922.00 |
+7.75 |
4,591 |
22,037 |
+265 |
May12 |
111128 |
918.25 |
924.75 |
913.75 |
918.00 |
+7.00 |
4,860 |
26,923 |
+1,511 |
Jun12 |
111128 |
917.25 |
925.00 |
911.75 |
916.00 |
+6.00 |
5,698 |
49,929 |
-901 |
Jul12 |
111128 |
922.00 |
924.25 |
914.00 |
916.50 |
+5.50 |
1,452 |
17,972 |
+483 |
Aug12 |
111128 |
921.50 |
924.50 |
915.00 |
916.75 |
+5.00 |
391 |
12,121 |
+81 |
Sep12 |
111128 |
922.25 |
922.25 |
914.50 |
916.25 |
+4.75 |
440 |
12,558 |
-67 |
Total Volume and Open Interest |
83,075 |
550,116 |
-4,378 |
Ethanol(CBOT) |
Nov11 |
111103 |
2.806 |
2.845 |
2.790 |
2.790 |
+0.004 |
130 |
244 |
-76 |
Dec11 |
111128 |
2.510 |
2.530 |
2.466 |
2.478 |
+0.044 |
149 |
488 |
-62 |
Jan12 |
111128 |
2.247 |
2.274 |
2.231 |
2.246 |
+0.023 |
223 |
1,430 |
+10 |
Feb12 |
111128 |
2.168 |
2.176 |
2.165 |
2.171 |
+0.042 |
532 |
1,078 |
-70 |
Mar12 |
111128 |
2.174 |
2.180 |
2.174 |
2.179 |
+0.040 |
502 |
1,460 |
+262 |
Apr12 |
111128 |
2.180 |
2.180 |
2.175 |
2.178 |
+0.040 |
50 |
684 |
+0 |
May12 |
111128 |
2.194 |
2.194 |
2.176 |
2.194 |
+0.027 |
73 |
804 |
+17 |
Jun12 |
111128 |
2.199 |
2.199 |
2.195 |
2.196 |
+0.009 |
33 |
626 |
-6 |
Total Volume and Open Interest |
1,764 |
10,480 |
+172 |
WTI Crude Oil(ICE) |
Jan12 |
111128 |
98.29 |
100.73 |
97.15 |
98.21 |
+1.44 |
7,875 |
67,546 |
+260 |
Feb12 |
111128 |
98.21 |
100.76 |
97.31 |
98.33 |
+1.42 |
1,917 |
44,937 |
+646 |
Mar12 |
111128 |
98.64 |
100.86 |
97.46 |
98.43 |
+1.40 |
2,164 |
35,021 |
+861 |
Apr12 |
111128 |
99.05 |
100.80 |
97.75 |
98.45 |
+1.40 |
1,150 |
18,759 |
-22 |
May12 |
111128 |
99.48 |
100.45 |
97.55 |
98.37 |
+1.39 |
669 |
9,834 |
-198 |
Jun12 |
111128 |
98.70 |
100.37 |
97.30 |
98.18 |
+1.38 |
1,222 |
44,268 |
-104 |
Jul12 |
111128 |
99.62 |
100.02 |
97.21 |
97.92 |
+1.33 |
490 |
8,948 |
-42 |
Aug12 |
111128 |
98.96 |
99.63 |
96.89 |
97.60 |
+1.29 |
382 |
6,219 |
-20 |
Sep12 |
111128 |
98.58 |
99.28 |
96.50 |
97.29 |
+1.28 |
318 |
11,728 |
+65 |
Oct12 |
111128 |
96.99 |
96.99 |
96.99 |
96.99 |
+1.25 |
106 |
5,215 |
-26 |
Nov12 |
111128 |
96.74 |
96.74 |
96.74 |
96.74 |
+1.24 |
106 |
4,462 |
-63 |
Dec12 |
111128 |
97.30 |
98.29 |
95.77 |
96.48 |
+1.22 |
929 |
61,752 |
-326 |
Jan13 |
111128 |
96.10 |
96.10 |
96.10 |
96.10 |
+1.20 |
1 |
3,147 |
+0 |
Feb13 |
111128 |
95.69 |
95.69 |
95.69 |
95.69 |
+1.17 |
0 |
640 |
+0 |
Mar13 |
111128 |
95.27 |
95.27 |
95.27 |
95.27 |
+1.13 |
0 |
1,564 |
+0 |
Apr13 |
111128 |
94.88 |
94.88 |
94.88 |
94.88 |
+1.10 |
0 |
389 |
+0 |
Total Volume and Open Interest |
17,429 |
414,171 |
+955 |
US Dollar Index(ICE) |
Dec11 |
111128 |
79.450 |
79.580 |
78.950 |
79.435 |
-0.395 |
7,649 |
56,425 |
+2,688 |
Mar12 |
111128 |
79.935 |
79.950 |
79.330 |
79.815 |
-0.445 |
23 |
732 |
+27 |
Jun12 |
111128 |
80.245 |
80.245 |
80.245 |
80.245 |
-0.465 |
|
|
|
Total Volume and Open Interest |
7,672 |
57,157 |
+2,715 |
Australian Dollar(CME) |
Dec11 |
111128 |
97.78 |
99.51 |
97.75 |
98.62 |
+1.85 |
148,972 |
134,006 |
+6,996 |
Mar12 |
111128 |
96.78 |
98.51 |
95.85 |
97.68 |
+1.83 |
408 |
983 |
-37 |
Jun12 |
111128 |
96.00 |
97.01 |
95.21 |
97.01 |
+1.80 |
2 |
37 |
+2 |
Total Volume and Open Interest |
149,382 |
135,153 |
+6,961 |
British Pound(CME) |
Dec11 |
111128 |
154.89 |
155.92 |
154.32 |
154.90 |
+0.58 |
106,859 |
179,895 |
+20,042 |
Mar12 |
111128 |
154.70 |
155.66 |
154.19 |
154.77 |
+0.58 |
125 |
485 |
+59 |
Jun12 |
111128 |
155.28 |
155.28 |
154.09 |
154.67 |
+0.58 |
0 |
3 |
+0 |
Total Volume and Open Interest |
106,984 |
180,388 |
+20,101 |
Canadian Dollar(CME) |
Dec11 |
111128 |
95.66 |
96.99 |
95.23 |
96.43 |
+1.20 |
79,568 |
126,813 |
+4,291 |
Mar12 |
111128 |
95.42 |
96.80 |
95.08 |
96.26 |
+1.18 |
2,277 |
5,785 |
+1,313 |
Jun12 |
111128 |
95.88 |
96.67 |
95.00 |
96.17 |
+1.17 |
249 |
1,387 |
+139 |
Sep12 |
111128 |
96.50 |
96.50 |
94.94 |
96.08 |
+1.14 |
46 |
774 |
+23 |
Total Volume and Open Interest |
82,151 |
134,922 |
+5,771 |
Japanese Yen(CME) |
Dec11 |
111128 |
129.09 |
129.15 |
127.85 |
128.27 |
-0.46 |
67,130 |
155,707 |
+7,249 |
Mar12 |
111128 |
129.22 |
129.33 |
128.26 |
128.61 |
-0.50 |
337 |
1,067 |
-15 |
Jun12 |
111128 |
128.98 |
129.51 |
128.98 |
128.98 |
-0.53 |
1 |
26 |
+0 |
Total Volume and Open Interest |
67,468 |
156,805 |
+7,234 |
Swiss Franc(CME) |
Dec11 |
111128 |
107.69 |
109.05 |
107.48 |
108.32 |
+0.77 |
21,893 |
32,894 |
+2,524 |
Mar12 |
111128 |
108.03 |
109.25 |
107.80 |
108.62 |
+0.82 |
36 |
661 |
+19 |
Jun12 |
111128 |
109.32 |
109.32 |
108.11 |
108.91 |
+0.80 |
0 |
5 |
+0 |
Total Volume and Open Interest |
21,930 |
33,565 |
+2,543 |
EuroFX(CME) |
Dec11 |
111128 |
133.15 |
134.01 |
132.73 |
133.03 |
+0.64 |
319,717 |
260,828 |
+9,818 |
Mar12 |
111128 |
133.27 |
134.18 |
132.59 |
133.25 |
+0.66 |
1,984 |
8,370 |
+314 |
Jun12 |
111128 |
133.90 |
134.00 |
132.78 |
133.41 |
+0.63 |
11 |
988 |
+8 |
Total Volume and Open Interest |
321,712 |
270,204 |
+10,140 |
Mexican Peso(CME) |
Dec11 |
111128 |
702.8 |
715.2 |
698.8 |
710.2 |
+11.5 |
30,137 |
73,239 |
-1,134 |
Jan12 |
111128 |
708.8 |
708.8 |
697.2 |
708.8 |
+11.5 |
0 |
95 |
+0 |
Total Volume and Open Interest |
31,634 |
114,729 |
-1,806 |
Brazilian Real(CME) |
Dec11 |
111128 |
536.70 |
539.60 |
535.20 |
537.40 |
+8.10 |
894 |
4,195 |
-120 |
Jan12 |
111128 |
534.15 |
534.15 |
534.15 |
534.15 |
+8.10 |
0 |
10,149 |
+0 |
Feb12 |
111128 |
530.85 |
530.85 |
530.85 |
530.85 |
+8.10 |
|
|
|
Mar12 |
111128 |
522.00 |
529.70 |
522.00 |
527.60 |
+8.10 |
910 |
1,471 |
+856 |
Total Volume and Open Interest |
1,804 |
31,146 |
+736 |
30-Year T-Bonds(CBOT) |
Dec11 |
111128 |
143~070 |
144~030 |
141~250 |
144~000 |
+0~050 |
461,045 |
462,161 |
-64,319 |
Mar12 |
111128 |
143~030 |
143~310 |
141~170 |
143~270 |
+0~060 |
148,525 |
196,645 |
+72,173 |
Jun12 |
111128 |
141~080 |
142~150 |
141~080 |
142~120 |
-0~030 |
0 |
6 |
+0 |
Total Volume and Open Interest |
609,570 |
658,812 |
+7,854 |
10-Year T-Notes(CBOT) |
Dec11 |
111128 |
130~085 |
130~245 |
129~250 |
130~230 |
+0~020 |
1,513,855 |
1,183,467 |
-145,977 |
Mar12 |
111128 |
129~205 |
130~015 |
129~025 |
130~005 |
+0~005 |
377,200 |
388,803 |
+196,209 |
Jun12 |
111128 |
129~005 |
129~005 |
129~000 |
129~005 |
+0~005 |
|
|
|
Total Volume and Open Interest |
1,891,055 |
1,572,270 |
+50,232 |
5-Year T-Notes(CBOT) |
Dec11 |
111128 |
122~125 |
123~023 |
122~093 |
123~020 |
+0~012 |
811,116 |
1,011,898 |
-137,712 |
Mar12 |
111128 |
122~087 |
122~108 |
122~050 |
122~107 |
+0~013 |
281,167 |
284,230 |
+149,093 |
Jun12 |
111128 |
122~003 |
122~003 |
121~118 |
122~003 |
+0~013 |
|
|
|
Total Volume and Open Interest |
1,092,383 |
1,296,128 |
+11,381 |
2 Year T-Notes(CBOT) |
Dec11 |
111128 |
110~020 |
110~027 |
110~016 |
110~026 |
+0~005 |
336,767 |
592,846 |
-85,117 |
Mar12 |
111128 |
110~026 |
110~034 |
110~022 |
110~033 |
+0~006 |
154,776 |
158,277 |
+80,862 |
Jun12 |
111128 |
110~001 |
110~001 |
109~123 |
110~001 |
+0~006 |
|
|
|
Total Volume and Open Interest |
491,543 |
751,123 |
-4,255 |
Eurodollars(CME) |
Dec11 |
111128 |
99.372 |
99.390 |
99.368 |
99.385 |
+0.018 |
180,224 |
1,070,406 |
-1,220 |
Mar12 |
111128 |
99.185 |
99.230 |
99.180 |
99.205 |
+0.025 |
189,423 |
977,024 |
+4,840 |
Jun12 |
111128 |
99.130 |
99.190 |
99.130 |
99.160 |
+0.015 |
117,377 |
1,152,629 |
+5,941 |
Sep12 |
111128 |
99.130 |
99.185 |
99.130 |
99.155 |
+0.015 |
131,878 |
763,492 |
+3,717 |
Dec12 |
111128 |
99.140 |
99.185 |
99.130 |
99.160 |
+0.015 |
125,440 |
794,863 |
-4,575 |
Mar13 |
111128 |
99.145 |
99.185 |
99.135 |
99.165 |
+0.015 |
152,764 |
825,480 |
+2,590 |
Jun13 |
111128 |
99.140 |
99.170 |
99.120 |
99.150 |
+0.010 |
87,620 |
563,050 |
-1,692 |
Sep13 |
111128 |
99.090 |
99.130 |
99.085 |
99.115 |
+0.010 |
87,286 |
458,453 |
+7,045 |
Dec13 |
111128 |
99.015 |
99.040 |
98.995 |
99.035 |
+0.005 |
69,028 |
469,714 |
-5,023 |
Mar14 |
111128 |
98.910 |
98.935 |
98.880 |
98.935 |
+0.005 |
51,336 |
337,607 |
+1,837 |
Jun14 |
111128 |
98.765 |
98.790 |
98.720 |
98.790 |
unch |
43,408 |
285,417 |
+505 |
Sep14 |
111128 |
98.615 |
98.630 |
98.550 |
98.630 |
-0.005 |
40,836 |
186,035 |
+1,157 |
Dec14 |
111128 |
98.420 |
98.460 |
98.370 |
98.460 |
-0.005 |
27,230 |
171,549 |
-1,169 |
Mar15 |
111128 |
98.270 |
98.300 |
98.195 |
98.300 |
-0.005 |
21,951 |
118,795 |
+1,040 |
Jun15 |
111128 |
6.350 |
6.390 |
6.275 |
6.390 |
unch |
18,543 |
110,587 |
+6 |
Sep15 |
111128 |
6.160 |
6.225 |
6.100 |
6.220 |
unch |
17,005 |
79,842 |
-505 |
Dec15 |
111128 |
5.985 |
6.050 |
5.910 |
6.045 |
+0.005 |
13,414 |
46,643 |
-1,128 |
Mar16 |
111128 |
5.845 |
5.905 |
5.760 |
5.900 |
+0.005 |
12,748 |
47,072 |
-157 |
Total Volume and Open Interest |
1,424,003 |
8,655,546 |
+14,086 |
30 Day Federal Funds(CBOT) |
Nov11 |
111128 |
99.918 |
99.920 |
99.915 |
99.918 |
+0.003 |
1,044 |
65,703 |
+39 |
Dec11 |
111128 |
99.900 |
99.910 |
99.900 |
99.905 |
unch |
3,044 |
65,371 |
+1,703 |
Jan12 |
111128 |
99.885 |
99.890 |
99.880 |
99.885 |
unch |
1,254 |
59,923 |
-34 |
Feb12 |
111128 |
99.870 |
99.885 |
99.870 |
99.880 |
+0.005 |
1,067 |
47,410 |
-126 |
Mar12 |
111128 |
99.865 |
99.875 |
99.860 |
99.870 |
unch |
698 |
30,844 |
-133 |
Apr12 |
111128 |
99.865 |
99.875 |
99.860 |
99.870 |
+0.005 |
505 |
36,263 |
-148 |
Total Volume and Open Interest |
16,134 |
600,393 |
+2,878 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111128 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
327 |
+0 |
Mar12 |
111128 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
0 |
300 |
+0 |
Jun12 |
111128 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Sep12 |
111128 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Dec12 |
111128 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
111128 |
99.650 |
99.650 |
99.650 |
99.650 |
-0.010 |
|
|
|
Jun13 |
111128 |
99.605 |
99.605 |
99.605 |
99.605 |
-0.010 |
|
|
|
Sep13 |
111128 |
99.465 |
99.465 |
99.465 |
99.465 |
-0.010 |
|
|
|
Dec13 |
111128 |
99.325 |
99.325 |
99.325 |
99.325 |
-0.010 |
|
|
|
Mar14 |
111128 |
99.185 |
99.185 |
99.185 |
99.185 |
-0.010 |
|
|
|
Total Volume and Open Interest |
0 |
627 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111128 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
4,432 |
+0 |
Mar12 |
111128 |
99.65 |
99.66 |
99.65 |
99.66 |
unch |
0 |
1,937 |
+0 |
Jun12 |
111128 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,470 |
+0 |
Sep12 |
111128 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
711 |
+0 |
Dec12 |
111128 |
99.64 |
99.66 |
99.64 |
99.66 |
unch |
0 |
171 |
+0 |
Mar13 |
111128 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
0 |
101 |
+0 |
Jun13 |
111128 |
99.62 |
99.62 |
99.61 |
99.61 |
-0.01 |
0 |
156 |
+0 |
Sep13 |
111128 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.01 |
|
|
|
Total Volume and Open Interest |
0 |
8,981 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111128 |
142.16 |
142.16 |
141.68 |
141.72 |
-0.80 |
2,886 |
23,435 |
+15 |
Mar12 |
111128 |
141.37 |
141.47 |
141.10 |
141.10 |
-0.84 |
41 |
63 |
+33 |
Jun12 |
111128 |
139.01 |
139.01 |
139.01 |
139.01 |
-0.84 |
|
|
|
Total Volume and Open Interest |
2,930 |
23,501 |
+51 |
Euro-Bund(EUREX) |
Dec11 |
111128 |
134.03 |
134.52 |
133.36 |
133.88 |
-0.24 |
628,464 |
912,272 |
-17,767 |
Mar12 |
111128 |
134.10 |
134.48 |
133.26 |
133.81 |
-0.29 |
14,290 |
44,072 |
+6,193 |
Jun12 |
111128 |
133.68 |
133.68 |
133.68 |
133.68 |
-0.24 |
700 |
18 |
+0 |
Total Volume and Open Interest |
643,454 |
956,362 |
-11,574 |
Euro-Bobl(EUREX) |
Dec11 |
111128 |
122.05 |
122.41 |
121.80 |
122.00 |
-0.14 |
391,946 |
722,083 |
-19,578 |
Mar12 |
111128 |
122.26 |
122.47 |
121.94 |
122.12 |
-0.17 |
8,939 |
28,624 |
-5,300 |
Jun12 |
111128 |
122.15 |
122.15 |
122.15 |
122.15 |
-0.14 |
|
|
|
Total Volume and Open Interest |
400,885 |
750,707 |
-24,878 |
3-Mth Euribor(EUREX) |
Dec11 |
111128 |
98.600 |
98.625 |
98.600 |
98.625 |
+0.010 |
180 |
1,546 |
+0 |
Mar12 |
111128 |
98.800 |
98.800 |
98.800 |
98.800 |
+0.005 |
0 |
2,247 |
+0 |
Jun12 |
111128 |
98.830 |
98.830 |
98.830 |
98.830 |
+0.005 |
200 |
1,232 |
+0 |
Total Volume and Open Interest |
380 |
8,470 |
+0 |
Long Gilt(LIFFE) |
Dec11 |
111128 |
129~27 |
130~20 |
129~01 |
130~12 |
+0~21 |
134,147 |
166,291 |
-34,873 |
Mar12 |
111128 |
113~20 |
114~01 |
112~27 |
113~28 |
+0~10 |
68,103 |
170,581 |
+40,383 |
Total Volume and Open Interest |
202,250 |
336,872 |
+5,510 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111128 |
98.89 |
98.91 |
98.88 |
98.90 |
+0.01 |
28,012 |
336,990 |
-517 |
Mar12 |
111128 |
98.79 |
98.84 |
98.79 |
98.82 |
+0.03 |
40,912 |
338,228 |
-5,538 |
Jun12 |
111128 |
98.75 |
98.81 |
98.75 |
98.80 |
+0.05 |
30,696 |
199,399 |
-4,679 |
Sep12 |
111128 |
98.72 |
98.79 |
98.72 |
98.78 |
+0.06 |
26,782 |
204,994 |
-6,416 |
Dec12 |
111128 |
98.70 |
98.75 |
98.68 |
98.74 |
+0.06 |
28,521 |
188,593 |
-6,900 |
Mar13 |
111128 |
98.69 |
98.74 |
98.66 |
98.72 |
+0.05 |
29,213 |
200,216 |
-1,131 |
Total Volume and Open Interest |
248,682 |
1,984,601 |
-27,957 |
3-Mth Euribor(LIFFE) |
Dec11 |
111128 |
98.620 |
98.645 |
98.595 |
98.625 |
+0.010 |
127,962 |
662,289 |
+1,058 |
Mar12 |
111128 |
98.795 |
98.820 |
98.755 |
98.800 |
+0.005 |
126,782 |
530,871 |
+13,447 |
Jun12 |
111128 |
98.835 |
98.855 |
98.800 |
98.830 |
+0.005 |
69,488 |
373,955 |
+4,287 |
Total Volume and Open Interest |
622,246 |
3,355,937 |
+21,916 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111128 |
95.53 |
95.56 |
95.47 |
95.52 |
-0.02 |
15,020 |
196,496 |
+6,999 |
Mar12 |
111128 |
96.45 |
96.46 |
96.37 |
96.44 |
-0.02 |
12,516 |
205,044 |
+1,943 |
Jun12 |
111128 |
96.76 |
96.76 |
96.66 |
96.73 |
-0.03 |
8,330 |
156,223 |
+2,593 |
Sep12 |
111128 |
96.76 |
96.78 |
96.66 |
96.73 |
-0.04 |
3,515 |
96,948 |
+802 |
Dec12 |
111128 |
96.62 |
96.64 |
96.53 |
96.58 |
-0.05 |
2,833 |
60,015 |
+805 |
Mar13 |
111128 |
96.44 |
96.47 |
96.38 |
96.40 |
-0.06 |
1,282 |
50,791 |
+237 |
Jun13 |
111128 |
96.29 |
96.31 |
96.21 |
96.23 |
-0.06 |
1,775 |
41,335 |
+802 |
Sep13 |
111128 |
96.16 |
96.18 |
96.09 |
96.11 |
-0.05 |
249 |
20,261 |
+101 |
Dec13 |
111128 |
96.04 |
96.04 |
95.98 |
95.98 |
-0.08 |
222 |
3,655 |
+12 |
Mar14 |
111128 |
95.88 |
95.88 |
95.88 |
95.88 |
-0.09 |
18 |
591 |
+12 |
Total Volume and Open Interest |
45,760 |
831,416 |
+14,306 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111128 |
96.12 |
96.13 |
96.00 |
96.09 |
-0.03 |
25,571 |
370,582 |
-13,735 |
Mar12 |
111128 |
96.09 |
96.09 |
96.09 |
96.09 |
-0.03 |
|
|
|
Total Volume and Open Interest |
25,571 |
370,582 |
-13,735 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111128 |
96.97 |
96.99 |
96.85 |
96.93 |
-0.05 |
87,794 |
565,346 |
+12,348 |
Mar12 |
111128 |
96.93 |
96.93 |
96.93 |
96.93 |
-0.05 |
|
|
|
Total Volume and Open Interest |
87,794 |
565,346 |
+12,348 |
Gold(CMX) |
Dec11 |
111128 |
1685.4 |
1722.4 |
1684.0 |
1710.8 |
+25.1 |
173,328 |
120,623 |
-30,584 |
Feb12 |
111128 |
1687.3 |
1724.9 |
1686.7 |
1714.5 |
+26.0 |
63,630 |
170,659 |
+15,337 |
Apr12 |
111128 |
1693.9 |
1725.5 |
1693.9 |
1717.7 |
+26.0 |
6,991 |
28,824 |
+1,824 |
Jun12 |
111128 |
1700.6 |
1728.4 |
1700.6 |
1720.3 |
+26.2 |
2,264 |
21,092 |
-158 |
Aug12 |
111128 |
1717.9 |
1730.4 |
1717.9 |
1722.6 |
+26.2 |
1,066 |
12,137 |
+347 |
Oct12 |
111128 |
1725.4 |
1725.4 |
1725.4 |
1725.4 |
+26.2 |
492 |
7,594 |
+219 |
Dec12 |
111128 |
1712.3 |
1736.9 |
1712.3 |
1728.3 |
+26.2 |
855 |
20,119 |
+239 |
Feb13 |
111128 |
1731.3 |
1731.3 |
1731.3 |
1731.3 |
+26.2 |
25 |
3,443 |
-1,682 |
Apr13 |
111128 |
1734.3 |
1734.3 |
1734.3 |
1734.3 |
+26.1 |
133 |
769 |
+0 |
Jun13 |
111128 |
1740.0 |
1740.0 |
1738.5 |
1738.5 |
+26.2 |
353 |
11,246 |
+254 |
Aug13 |
111128 |
1742.4 |
1742.4 |
1742.4 |
1742.4 |
+26.3 |
0 |
45 |
+0 |
Total Volume and Open Interest |
250,426 |
442,641 |
-14,429 |
Silver(CMX) |
Dec11 |
111128 |
3126.0 |
3228.5 |
3124.5 |
3216.1 |
+114.7 |
64,910 |
18,944 |
-7,035 |
Mar12 |
111128 |
3124.0 |
3236.5 |
3124.0 |
3224.2 |
+115.0 |
31,026 |
45,175 |
+2,636 |
May12 |
111128 |
3177.0 |
3232.0 |
3177.0 |
3227.8 |
+115.0 |
1,566 |
5,839 |
+150 |
Jul12 |
111128 |
3181.0 |
3234.5 |
3181.0 |
3231.3 |
+115.0 |
174 |
2,556 |
+24 |
Sep12 |
111128 |
3242.0 |
3242.0 |
3228.0 |
3234.4 |
+115.0 |
183 |
1,899 |
+5 |
Dec12 |
111128 |
3196.0 |
3242.5 |
3155.0 |
3238.2 |
+115.0 |
234 |
13,692 |
+60 |
Mar13 |
111128 |
3234.4 |
3234.4 |
3234.4 |
3234.4 |
+114.4 |
81 |
1,123 |
+0 |
Total Volume and Open Interest |
99,284 |
104,689 |
-3,859 |
Platinum(NYMEX) |
Jan12 |
111128 |
1537.1 |
1567.5 |
1536.0 |
1539.5 |
+6.4 |
5,837 |
33,106 |
-582 |
Apr12 |
111128 |
1550.0 |
1568.6 |
1543.1 |
1544.3 |
+6.8 |
59 |
4,751 |
+32 |
Jul12 |
111128 |
1562.6 |
1562.6 |
1547.0 |
1547.0 |
+6.4 |
11 |
340 |
-2 |
Oct12 |
111128 |
1567.5 |
1567.5 |
1550.8 |
1550.8 |
+6.4 |
0 |
55 |
+0 |
Total Volume and Open Interest |
5,909 |
38,255 |
-552 |
Palladium(NYMEX) |
Dec11 |
111128 |
565.60 |
595.00 |
565.60 |
578.35 |
+8.25 |
6,105 |
5,382 |
-2,773 |
Mar12 |
111128 |
565.50 |
597.50 |
565.50 |
581.55 |
+9.35 |
4,331 |
13,937 |
+2,463 |
Jun12 |
111128 |
595.75 |
595.75 |
582.90 |
582.90 |
+9.35 |
3 |
167 |
+3 |
Total Volume and Open Interest |
10,439 |
19,486 |
-307 |
Copper(CMX) |
Dec11 |
111128 |
331.00 |
340.25 |
330.30 |
336.05 |
+9.05 |
46,539 |
19,822 |
-4,041 |
Mar12 |
111128 |
330.55 |
341.55 |
330.55 |
337.15 |
+8.75 |
17,328 |
65,763 |
+1,904 |
May12 |
111128 |
333.00 |
341.95 |
333.00 |
338.20 |
+8.70 |
609 |
16,624 |
+36 |
Jul12 |
111128 |
339.05 |
339.05 |
338.90 |
339.00 |
+8.75 |
465 |
6,020 |
+209 |
Sep12 |
111128 |
339.55 |
340.50 |
338.15 |
339.55 |
+8.85 |
125 |
2,388 |
+90 |
Total Volume and Open Interest |
65,985 |
122,632 |
-1,557 |
DJIA Index(CBOT) |
Dec11 |
111128 |
11333 |
11540 |
11317 |
11498 |
+311 |
262 |
16,853 |
+11 |
Mar12 |
111128 |
11445 |
11445 |
11427 |
11427 |
+310 |
1 |
409 |
+0 |
Jun12 |
111128 |
11360 |
11360 |
11050 |
11360 |
+310 |
0 |
400 |
+0 |
Sep12 |
111128 |
11297 |
11297 |
10987 |
11297 |
+310 |
|
|
|
Total Volume and Open Interest |
263 |
17,662 |
+11 |
E-mini DJIA Index(CBOT) |
Dec11 |
111128 |
11356 |
11541 |
11311 |
11498 |
+311 |
126,739 |
87,066 |
+49 |
Mar12 |
111128 |
11278 |
11463 |
11260 |
11427 |
+310 |
89 |
947 |
+10 |
Jun12 |
111128 |
11360 |
11360 |
11360 |
11360 |
+310 |
0 |
6 |
+0 |
Sep12 |
111128 |
11297 |
11297 |
11297 |
11297 |
+310 |
0 |
13 |
+0 |
Total Volume and Open Interest |
126,828 |
88,032 |
+59 |
S & P 500(CME) |
Dec11 |
111128 |
1172.00 |
1196.00 |
1170.00 |
1191.10 |
+37.70 |
18,473 |
270,525 |
-2,716 |
Mar12 |
111128 |
1183.00 |
1189.00 |
1178.40 |
1185.20 |
+37.80 |
157 |
19,386 |
-36 |
Jun12 |
111128 |
1180.00 |
1184.30 |
1180.00 |
1180.00 |
+37.70 |
72 |
1,709 |
+0 |
Sep12 |
111128 |
1177.00 |
1179.00 |
1168.00 |
1175.00 |
+38.00 |
3 |
7 |
+3 |
Total Volume and Open Interest |
18,705 |
291,727 |
-2,749 |
S & P 500 E-Mini(Globex) |
Dec11 |
111128 |
1172.00 |
1196.25 |
1169.25 |
1191.00 |
+37.50 |
2,325,948 |
2,994,170 |
+12,298 |
Mar12 |
111128 |
1165.50 |
1190.00 |
1164.00 |
1185.25 |
+37.75 |
6,810 |
53,537 |
+1,690 |
Total Volume and Open Interest |
2,332,786 |
3,049,513 |
+13,992 |
NASDAQ 100(CME) |
Dec11 |
111128 |
2173.80 |
2227.00 |
2173.80 |
2221.00 |
+73.50 |
1,373 |
29,991 |
-543 |
Mar12 |
111128 |
2207.00 |
2224.00 |
2205.00 |
2216.80 |
+73.50 |
0 |
110 |
+0 |
Jun12 |
111128 |
2213.80 |
2215.30 |
2213.80 |
2213.80 |
+73.50 |
|
|
|
Total Volume and Open Interest |
1,373 |
30,101 |
-543 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111128 |
2183.00 |
2228.00 |
2178.30 |
2221.00 |
+73.50 |
252,323 |
310,084 |
-9,047 |
Mar12 |
111128 |
2169.30 |
2222.50 |
2169.30 |
2216.80 |
+73.50 |
303 |
1,227 |
+5 |
Total Volume and Open Interest |
252,680 |
311,341 |
-9,027 |
S & P Midcap 400(CME) |
Dec11 |
111128 |
841.50 |
843.00 |
841.20 |
841.20 |
+31.40 |
474 |
6,062 |
+197 |
Mar12 |
111128 |
838.80 |
838.80 |
838.80 |
838.80 |
+31.40 |
|
|
|
Jun12 |
111128 |
836.80 |
836.80 |
836.80 |
836.80 |
+31.40 |
|
|
|
Total Volume and Open Interest |
474 |
6,062 |
+197 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111128 |
8205 |
8415 |
8200 |
8390 |
+260 |
6,223 |
29,737 |
-776 |
Mar12 |
111128 |
8220 |
8405 |
8220 |
8390 |
+260 |
20 |
63 |
+4 |
Total Volume and Open Interest |
6,243 |
29,800 |
-772 |
Nikkei 225(SGX) |
Dec11 |
111128 |
8295 |
8415 |
8290 |
8300 |
+145 |
34,524 |
230,513 |
-6,496 |
Mar12 |
111128 |
8290 |
8395 |
8285 |
8285 |
+140 |
43 |
20,264 |
+276 |
Jun12 |
111128 |
8210 |
8210 |
8210 |
8210 |
+145 |
0 |
19 |
+0 |
Total Volume and Open Interest |
34,567 |
256,619 |
-6,220 |
CAC 40(EURONEXT) |
Dec11 |
111128 |
2893.0 |
3010.5 |
2886.5 |
3009.0 |
+155.0 |
80,808 |
267,966 |
+2,444 |
Jan12 |
111128 |
2903.0 |
3004.0 |
2890.0 |
3004.0 |
+155.0 |
50 |
13,242 |
+35 |
Feb12 |
111128 |
3006.0 |
3006.0 |
3006.0 |
3006.0 |
+155.0 |
|
|
|
Total Volume and Open Interest |
80,863 |
281,222 |
+2,481 |
Hang Seng Index(HKFE) |
Nov11 |
111128 |
18088 |
18102 |
17937 |
18020 |
+375 |
92,558 |
73,430 |
-7,131 |
Dec11 |
111128 |
18043 |
18085 |
17923 |
17998 |
+367 |
14,582 |
29,273 |
+7,183 |
Total Volume and Open Interest |
107,189 |
105,209 |
+49 |
DAX(EUREX) |
Dec11 |
111128 |
5595.5 |
5757.5 |
5567.0 |
5738.5 |
+250.5 |
117,370 |
172,257 |
+2,996 |
Mar12 |
111128 |
5606.5 |
5765.0 |
5585.0 |
5747.0 |
+250.5 |
1,163 |
8,396 |
+116 |
Jun12 |
111128 |
5600.0 |
5769.5 |
5600.0 |
5765.0 |
+251.0 |
65 |
3,086 |
+35 |
Total Volume and Open Interest |
118,598 |
183,739 |
+3,147 |
FT-SE 100(EURONEXT) |
Dec11 |
111128 |
5204.50 |
5327.00 |
5193.50 |
5312.50 |
+148.50 |
73,866 |
634,013 |
+2,338 |
Mar12 |
111128 |
5189.00 |
5290.00 |
5161.50 |
5276.50 |
+149.00 |
32 |
13,949 |
+17 |
Jun12 |
111128 |
5162.50 |
5239.50 |
5162.50 |
5239.50 |
+149.00 |
10 |
530 |
+0 |
Total Volume and Open Interest |
73,908 |
648,492 |
+2,355 |
SPI 200(SFE) |
Dec11 |
111128 |
3997.0 |
4082.0 |
3977.0 |
4078.0 |
+75.0 |
31,006 |
214,939 |
+6,075 |
Mar12 |
111128 |
3979.0 |
4056.0 |
3979.0 |
4056.0 |
+75.0 |
344 |
3,492 |
+84 |
Jun12 |
111128 |
4060.0 |
4060.0 |
4060.0 |
4060.0 |
+73.0 |
42 |
1,456 |
+40 |
Total Volume and Open Interest |
31,418 |
221,140 |
+6,212 |
GSCI(CME) |
Dec11 |
111128 |
649.00 |
649.00 |
640.50 |
643.25 |
+9.25 |
115 |
8,098 |
-1 |
Jan12 |
111128 |
642.25 |
649.00 |
642.25 |
642.25 |
+8.25 |
4 |
1 |
+1 |
Feb12 |
111128 |
642.25 |
649.00 |
642.25 |
642.25 |
+8.25 |
|
|
|
Total Volume and Open Interest |
119 |
8,099 |
+0 |
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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