|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue November 29, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
111129 |
1124.25 |
1138.50 |
1115.00 |
1125.00 |
+4.00 |
70,938 |
223,251 |
-2,432 |
Mar12 |
111129 |
1133.50 |
1148.00 |
1125.00 |
1135.00 |
+4.00 |
17,610 |
91,578 |
+1,535 |
May12 |
111129 |
1143.75 |
1157.25 |
1134.50 |
1144.75 |
+4.00 |
10,596 |
77,855 |
+907 |
Jul12 |
111129 |
1152.50 |
1166.75 |
1143.25 |
1154.00 |
+4.00 |
11,261 |
60,298 |
+947 |
Aug12 |
111129 |
1160.00 |
1163.25 |
1149.00 |
1153.00 |
+4.00 |
169 |
709 |
+35 |
Sep12 |
111129 |
1145.50 |
1145.50 |
1141.00 |
1145.50 |
+4.50 |
239 |
509 |
+87 |
Nov12 |
111129 |
1138.00 |
1153.75 |
1130.00 |
1141.00 |
+5.00 |
3,645 |
49,240 |
+87 |
Total Volume and Open Interest |
114,752 |
517,072 |
+1,333 |
Soybean Meal(CBOT) |
Dec11 |
111129 |
287.00 |
289.70 |
284.80 |
286.10 |
-1.70 |
23,955 |
25,204 |
-5,031 |
Jan12 |
111129 |
288.70 |
291.70 |
286.50 |
288.00 |
-1.20 |
22,870 |
63,271 |
+2,507 |
Mar12 |
111129 |
290.90 |
300.00 |
288.90 |
290.50 |
-1.10 |
6,465 |
39,438 |
+734 |
May12 |
111129 |
294.30 |
297.20 |
291.70 |
293.30 |
-1.30 |
3,015 |
28,536 |
+83 |
Jul12 |
111129 |
298.00 |
301.00 |
295.50 |
297.10 |
-1.30 |
3,235 |
24,333 |
+539 |
Aug12 |
111129 |
299.50 |
302.10 |
297.30 |
298.20 |
-1.30 |
91 |
4,476 |
+19 |
Sep12 |
111129 |
299.80 |
302.50 |
297.50 |
298.50 |
-1.30 |
255 |
4,852 |
+81 |
Oct12 |
111129 |
294.30 |
299.60 |
294.30 |
295.50 |
-1.30 |
84 |
3,217 |
+50 |
Total Volume and Open Interest |
61,555 |
213,061 |
-436 |
Soybean Oil(CBOT) |
Dec11 |
111129 |
48.93 |
49.73 |
48.45 |
49.18 |
+0.27 |
38,130 |
43,477 |
-905 |
Jan12 |
111129 |
49.16 |
49.99 |
48.68 |
49.43 |
+0.28 |
42,701 |
116,773 |
+7,297 |
Mar12 |
111129 |
49.58 |
50.43 |
49.11 |
49.86 |
+0.28 |
16,215 |
73,475 |
+2,136 |
May12 |
111129 |
49.92 |
50.76 |
49.45 |
50.19 |
+0.29 |
7,093 |
39,642 |
+553 |
Jul12 |
111129 |
49.78 |
50.99 |
49.76 |
50.45 |
+0.31 |
4,746 |
30,281 |
+747 |
Aug12 |
111129 |
50.50 |
51.00 |
50.50 |
50.50 |
+0.30 |
636 |
3,677 |
+141 |
Sep12 |
111129 |
50.54 |
51.00 |
50.52 |
50.53 |
+0.31 |
421 |
4,675 |
+196 |
Oct12 |
111129 |
50.35 |
50.70 |
50.35 |
50.35 |
+0.33 |
219 |
4,425 |
+69 |
Total Volume and Open Interest |
111,140 |
331,463 |
+10,419 |
Canola(WCE) |
Jan12 |
111129 |
504.0 |
510.8 |
503.1 |
507.2 |
+3.8 |
7,263 |
78,384 |
-944 |
Mar12 |
111129 |
507.9 |
512.5 |
506.0 |
509.0 |
+2.6 |
3,873 |
39,652 |
-319 |
May12 |
111129 |
506.2 |
513.4 |
506.2 |
509.2 |
+1.8 |
2,005 |
14,854 |
-512 |
Jul12 |
111129 |
509.9 |
516.7 |
509.3 |
510.6 |
+0.8 |
1,374 |
10,401 |
+69 |
Nov12 |
111129 |
486.0 |
492.0 |
486.0 |
487.6 |
+1.0 |
1,017 |
13,366 |
+694 |
Total Volume and Open Interest |
15,566 |
156,851 |
-978 |
Corn(CBOT) |
Dec11 |
111129 |
591.75 |
605.50 |
588.25 |
598.00 |
+6.25 |
103,202 |
203,945 |
-13,377 |
Mar12 |
111129 |
598.25 |
612.50 |
595.00 |
605.50 |
+7.00 |
100,716 |
520,287 |
+6,372 |
May12 |
111129 |
605.50 |
619.25 |
601.75 |
612.50 |
+7.00 |
17,076 |
143,596 |
+911 |
Jul12 |
111129 |
609.25 |
623.00 |
605.25 |
615.75 |
+6.75 |
13,176 |
138,022 |
+828 |
Sep12 |
111129 |
566.00 |
577.50 |
564.50 |
572.75 |
+6.75 |
1,043 |
35,484 |
+93 |
Dec12 |
111129 |
546.00 |
556.50 |
543.75 |
550.00 |
+4.50 |
10,233 |
174,025 |
+2,775 |
Total Volume and Open Interest |
246,827 |
1,268,774 |
-1,609 |
Wheat(CBOT) |
Dec11 |
111129 |
574.75 |
599.25 |
572.50 |
594.50 |
+19.75 |
20,635 |
37,609 |
-16,651 |
Mar12 |
111129 |
591.50 |
619.00 |
591.25 |
616.00 |
+23.00 |
27,607 |
175,944 |
+5,582 |
May12 |
111129 |
609.75 |
635.25 |
607.75 |
631.75 |
+21.50 |
4,479 |
57,396 |
-724 |
Jul12 |
111129 |
621.50 |
647.00 |
620.75 |
643.75 |
+21.50 |
2,273 |
63,009 |
+145 |
Sep12 |
111129 |
640.75 |
663.50 |
639.75 |
661.25 |
+20.50 |
337 |
13,189 |
+97 |
Total Volume and Open Interest |
56,295 |
390,499 |
-11,470 |
Wheat(KCBT) |
Dec11 |
111129 |
641.50 |
660.00 |
640.00 |
656.00 |
+14.75 |
5,145 |
13,908 |
-3,603 |
Mar12 |
111129 |
653.00 |
673.00 |
650.75 |
670.00 |
+17.50 |
6,906 |
69,861 |
+1,266 |
May12 |
111129 |
660.00 |
681.00 |
660.00 |
678.75 |
+18.75 |
592 |
12,671 |
+116 |
Jul12 |
111129 |
666.50 |
688.25 |
666.00 |
687.00 |
+19.75 |
933 |
34,985 |
+287 |
Sep12 |
111129 |
682.50 |
701.00 |
680.00 |
701.00 |
+19.25 |
177 |
5,726 |
+107 |
Total Volume and Open Interest |
13,831 |
142,768 |
-1,794 |
Wheat(MGE) |
Dec11 |
111129 |
827.75 |
842.00 |
825.00 |
838.75 |
+7.75 |
1,278 |
2,821 |
-184 |
Mar12 |
111129 |
814.75 |
840.00 |
812.75 |
833.50 |
+18.00 |
1,601 |
18,765 |
+71 |
May12 |
111129 |
796.00 |
820.50 |
796.00 |
814.50 |
+17.75 |
387 |
6,897 |
+54 |
Jul12 |
111129 |
790.00 |
813.50 |
790.00 |
808.25 |
+19.75 |
304 |
8,349 |
+174 |
Sep12 |
111129 |
771.50 |
792.75 |
771.50 |
792.00 |
+21.50 |
200 |
3,439 |
+82 |
Total Volume and Open Interest |
3,846 |
43,464 |
+223 |
Oats(CBOT) |
Dec11 |
111129 |
297.25 |
317.50 |
297.25 |
317.50 |
+20.50 |
421 |
3,236 |
-142 |
Mar12 |
111129 |
294.25 |
307.50 |
293.75 |
307.50 |
+13.50 |
686 |
11,454 |
+145 |
May12 |
111129 |
298.25 |
309.50 |
298.25 |
309.50 |
+11.00 |
131 |
1,256 |
+1 |
Jul12 |
111129 |
302.25 |
313.25 |
301.00 |
313.25 |
+10.25 |
0 |
50 |
+0 |
Total Volume and Open Interest |
1,239 |
16,148 |
+5 |
Rough Rice(CBOT) |
Jan12 |
111129 |
14.14 |
14.42 |
14.09 |
14.37 |
+0.22 |
986 |
11,640 |
-169 |
Mar12 |
111129 |
14.47 |
14.69 |
14.38 |
14.66 |
+0.22 |
364 |
5,140 |
+195 |
May12 |
111129 |
14.78 |
14.94 |
14.72 |
14.94 |
+0.20 |
4 |
577 |
-3 |
Jul12 |
111129 |
14.91 |
15.19 |
14.91 |
15.19 |
+0.18 |
0 |
594 |
+0 |
Total Volume and Open Interest |
1,354 |
18,132 |
+23 |
Live Cattle(CME) |
Dec11 |
111129 |
121.000 |
121.350 |
120.430 |
120.580 |
-0.370 |
9,714 |
44,752 |
-2,409 |
Feb12 |
111129 |
122.385 |
122.885 |
122.135 |
122.450 |
-0.100 |
14,344 |
126,141 |
+995 |
Apr12 |
111129 |
125.900 |
126.150 |
125.285 |
125.450 |
-0.450 |
4,270 |
83,433 |
-627 |
Jun12 |
111129 |
124.400 |
124.930 |
124.100 |
124.285 |
-0.215 |
3,189 |
45,239 |
+809 |
Aug12 |
111129 |
124.750 |
125.000 |
124.330 |
124.650 |
-0.330 |
397 |
9,430 |
+35 |
Oct12 |
111129 |
127.500 |
127.650 |
127.035 |
127.385 |
-0.315 |
125 |
5,597 |
+26 |
Total Volume and Open Interest |
32,108 |
319,239 |
-1,168 |
Feeder Cattle(CME) |
Jan12 |
111129 |
145.035 |
145.380 |
144.550 |
144.825 |
+0.090 |
2,423 |
15,814 |
-551 |
Mar12 |
111129 |
147.685 |
147.785 |
146.825 |
147.250 |
-0.100 |
623 |
6,458 |
+89 |
Apr12 |
111129 |
148.685 |
148.900 |
148.100 |
148.450 |
-0.250 |
115 |
2,802 |
+52 |
May12 |
111129 |
149.100 |
149.325 |
148.685 |
149.035 |
-0.165 |
41 |
2,882 |
+5 |
Aug12 |
111129 |
150.600 |
150.650 |
150.100 |
150.600 |
-0.135 |
43 |
3,235 |
-6 |
Sep12 |
111129 |
150.650 |
151.000 |
150.600 |
151.000 |
unch |
13 |
436 |
+6 |
Oct12 |
111129 |
150.950 |
151.500 |
150.950 |
151.500 |
unch |
0 |
99 |
+0 |
Total Volume and Open Interest |
3,258 |
31,729 |
-405 |
Lean Hogs(CME) |
Dec11 |
111129 |
87.700 |
88.080 |
87.400 |
88.000 |
+0.450 |
4,548 |
24,921 |
-1,094 |
Feb12 |
111129 |
90.730 |
91.500 |
90.330 |
91.200 |
+0.620 |
11,638 |
92,339 |
+2,034 |
Apr12 |
111129 |
92.800 |
93.580 |
92.650 |
93.200 |
+0.220 |
3,644 |
62,332 |
+903 |
May12 |
111129 |
98.050 |
99.250 |
98.000 |
98.980 |
-0.120 |
45 |
2,291 |
+10 |
Jun12 |
111129 |
99.135 |
100.350 |
99.035 |
100.180 |
+0.895 |
2,528 |
42,438 |
+437 |
Jul12 |
111129 |
97.900 |
99.050 |
97.900 |
99.035 |
+0.835 |
215 |
10,187 |
+60 |
Aug12 |
111129 |
97.150 |
97.900 |
96.885 |
97.885 |
+0.735 |
483 |
13,870 |
+182 |
Oct12 |
111129 |
85.400 |
86.400 |
85.400 |
86.250 |
+0.600 |
299 |
7,476 |
+141 |
Total Volume and Open Interest |
23,586 |
259,041 |
+2,826 |
Class III Milk(CME) |
Nov11 |
111129 |
19.08 |
19.11 |
19.08 |
19.11 |
unch |
0 |
5,749 |
-3 |
Dec11 |
111129 |
18.78 |
18.87 |
18.63 |
18.80 |
+0.03 |
0 |
5,948 |
-3 |
Jan12 |
111129 |
17.50 |
17.58 |
17.35 |
17.52 |
+0.02 |
0 |
4,598 |
+0 |
Feb12 |
111129 |
16.90 |
17.05 |
16.90 |
17.02 |
+0.12 |
0 |
3,171 |
+0 |
Mar12 |
111129 |
16.85 |
16.95 |
16.84 |
16.87 |
+0.05 |
0 |
2,769 |
+2 |
Total Volume and Open Interest |
0 |
35,156 |
-4 |
Cocoa(ICE) |
Dec11 |
111129 |
2177 |
2177 |
2177 |
2177 |
-44 |
1 |
164 |
-10 |
Mar12 |
111129 |
2356 |
2366 |
2287 |
2320 |
-44 |
4,566 |
80,303 |
+914 |
May12 |
111129 |
2372 |
2372 |
2303 |
2332 |
-42 |
492 |
29,581 |
+63 |
Jul12 |
111129 |
2382 |
2387 |
2323 |
2346 |
-43 |
252 |
14,508 |
+41 |
Sep12 |
111129 |
2391 |
2391 |
2333 |
2354 |
-43 |
250 |
12,400 |
+88 |
Dec12 |
111129 |
2400 |
2404 |
2340 |
2366 |
-45 |
44 |
12,876 |
+35 |
Mar13 |
111129 |
2411 |
2411 |
2371 |
2378 |
-44 |
261 |
4,112 |
+248 |
Total Volume and Open Interest |
5,881 |
156,828 |
+1,392 |
Coffee "C"(ICE) |
Dec11 |
111129 |
226.00 |
228.50 |
224.20 |
225.25 |
+0.55 |
107 |
345 |
-76 |
Mar12 |
111129 |
228.50 |
232.05 |
227.30 |
227.55 |
-0.25 |
5,356 |
57,492 |
+432 |
May12 |
111129 |
231.50 |
233.95 |
229.60 |
229.85 |
-0.25 |
1,015 |
20,343 |
-369 |
Jul12 |
111129 |
231.75 |
235.70 |
231.50 |
231.80 |
-0.15 |
760 |
6,856 |
+81 |
Sep12 |
111129 |
233.15 |
236.25 |
232.45 |
232.80 |
+0.10 |
173 |
5,665 |
-2 |
Dec12 |
111129 |
233.30 |
236.25 |
233.30 |
233.80 |
+0.50 |
72 |
6,519 |
+0 |
Total Volume and Open Interest |
7,518 |
98,319 |
+47 |
Orange Juice(ICE) |
Jan12 |
111129 |
180.05 |
180.50 |
175.60 |
176.45 |
-2.60 |
327 |
20,538 |
+138 |
Mar12 |
111129 |
174.95 |
175.30 |
171.75 |
172.60 |
-1.75 |
56 |
5,374 |
+14 |
May12 |
111129 |
172.40 |
172.40 |
170.75 |
171.50 |
-1.35 |
1 |
1,702 |
+0 |
Jul12 |
111129 |
171.25 |
171.25 |
171.25 |
171.25 |
-1.70 |
0 |
439 |
+0 |
Sep12 |
111129 |
170.65 |
170.65 |
170.65 |
170.65 |
-1.70 |
0 |
53 |
+0 |
Nov12 |
111129 |
170.30 |
170.30 |
170.30 |
170.30 |
-1.70 |
0 |
8 |
+0 |
Total Volume and Open Interest |
384 |
28,120 |
+152 |
Sugar #11(ICE) |
Mar12 |
111129 |
23.15 |
23.64 |
22.89 |
23.49 |
+0.37 |
28,066 |
211,388 |
+3,400 |
May12 |
111129 |
22.90 |
23.20 |
22.54 |
23.06 |
+0.26 |
10,354 |
83,016 |
-2,022 |
Jul12 |
111129 |
22.54 |
22.82 |
22.27 |
22.70 |
+0.16 |
5,635 |
86,561 |
+645 |
Oct12 |
111129 |
22.61 |
22.95 |
22.40 |
22.80 |
+0.18 |
2,927 |
46,167 |
+542 |
Mar13 |
111129 |
22.87 |
23.30 |
22.86 |
23.14 |
+0.15 |
718 |
31,580 |
+90 |
Total Volume and Open Interest |
48,635 |
499,465 |
+3,168 |
London Cocoa(LCE) |
Dec11 |
111129 |
1484 |
1490 |
1449 |
1460 |
-28 |
1,658 |
66,617 |
-623 |
Mar12 |
111129 |
1508 |
1516 |
1473 |
1483 |
-33 |
4,787 |
65,081 |
+1,218 |
May12 |
111129 |
1530 |
1532 |
1490 |
1499 |
-33 |
1,609 |
20,796 |
+400 |
Jul12 |
111129 |
1539 |
1548 |
1506 |
1514 |
-34 |
645 |
23,808 |
-5 |
Sep12 |
111129 |
1550 |
1556 |
1519 |
1527 |
-32 |
404 |
16,564 |
+76 |
Dec12 |
111129 |
1562 |
1567 |
1537 |
1540 |
-30 |
255 |
12,571 |
+46 |
Mar13 |
111129 |
1578 |
1578 |
1550 |
1553 |
-27 |
339 |
7,463 |
+75 |
Total Volume and Open Interest |
9,719 |
215,414 |
+1,209 |
London Sugar(LCE) |
Mar12 |
111129 |
598.50 |
607.80 |
594.00 |
604.20 |
+3.10 |
1,590 |
23,939 |
+0 |
May12 |
111129 |
590.20 |
599.40 |
587.40 |
596.70 |
+3.00 |
688 |
6,856 |
-201 |
Aug12 |
111129 |
587.00 |
594.80 |
583.30 |
592.80 |
+3.30 |
658 |
8,217 |
+105 |
Oct12 |
111129 |
587.00 |
595.90 |
585.30 |
594.40 |
+3.50 |
386 |
3,415 |
+57 |
Dec12 |
111129 |
592.00 |
600.90 |
590.20 |
599.10 |
+3.30 |
46 |
1,233 |
+5 |
Total Volume and Open Interest |
3,368 |
44,574 |
-34 |
Cotton(ICE) |
Dec11 |
111129 |
91.24 |
92.73 |
88.39 |
92.69 |
+1.39 |
44 |
555 |
-47 |
Mar12 |
111129 |
91.34 |
92.94 |
88.50 |
92.75 |
+1.40 |
6,473 |
91,870 |
+440 |
May12 |
111129 |
90.25 |
91.88 |
87.80 |
91.78 |
+1.33 |
994 |
17,848 |
-287 |
Jul12 |
111129 |
89.88 |
91.16 |
87.54 |
90.96 |
+0.92 |
676 |
18,055 |
-72 |
Oct12 |
111129 |
89.00 |
90.93 |
88.73 |
90.93 |
+0.50 |
1 |
85 |
+0 |
Dec12 |
111129 |
87.73 |
89.26 |
86.17 |
89.03 |
+0.89 |
157 |
7,317 |
+120 |
Total Volume and Open Interest |
8,349 |
137,009 |
+151 |
Lumber(CME) |
Jan12 |
111129 |
231.7 |
232.6 |
223.0 |
223.0 |
-8.6 |
290 |
6,486 |
+61 |
Mar12 |
111129 |
250.9 |
250.9 |
241.9 |
241.9 |
-10.0 |
65 |
2,319 |
+16 |
May12 |
111129 |
260.9 |
260.9 |
255.2 |
255.6 |
-8.4 |
0 |
445 |
+0 |
Jul12 |
111129 |
271.0 |
271.0 |
265.0 |
265.0 |
-7.0 |
0 |
267 |
+0 |
Total Volume and Open Interest |
355 |
9,632 |
+77 |
Crude Oil(NYM) |
Jan12 |
111129 |
97.75 |
100.15 |
97.23 |
99.79 |
+1.58 |
185,841 |
326,170 |
-2,525 |
Feb12 |
111129 |
97.84 |
100.20 |
97.39 |
99.88 |
+1.55 |
40,697 |
94,322 |
+2,215 |
Mar12 |
111129 |
98.05 |
100.25 |
97.54 |
99.95 |
+1.52 |
28,180 |
102,793 |
+2,873 |
Apr12 |
111129 |
98.33 |
100.05 |
97.67 |
99.91 |
+1.46 |
10,794 |
42,260 |
+1,304 |
May12 |
111129 |
98.29 |
99.79 |
97.78 |
99.76 |
+1.39 |
7,753 |
37,600 |
+357 |
Jun12 |
111129 |
97.50 |
99.73 |
97.47 |
99.48 |
+1.30 |
15,669 |
78,451 |
+68 |
Jul12 |
111129 |
97.64 |
99.34 |
97.44 |
99.11 |
+1.19 |
3,659 |
34,314 |
-457 |
Aug12 |
111129 |
98.50 |
98.84 |
98.25 |
98.69 |
+1.09 |
2,825 |
24,124 |
+178 |
Sep12 |
111129 |
97.68 |
98.33 |
97.68 |
98.27 |
+0.98 |
2,803 |
28,756 |
-3 |
Oct12 |
111129 |
97.13 |
98.20 |
97.13 |
97.86 |
+0.87 |
1,983 |
26,379 |
+26 |
Nov12 |
111129 |
97.62 |
97.62 |
97.39 |
97.50 |
+0.76 |
1,702 |
26,753 |
+82 |
Dec12 |
111129 |
95.79 |
97.58 |
95.68 |
97.14 |
+0.66 |
10,230 |
164,562 |
+163 |
Jan13 |
111129 |
96.21 |
97.00 |
96.21 |
96.68 |
+0.58 |
138 |
28,944 |
-23 |
Feb13 |
111129 |
96.19 |
96.19 |
96.19 |
96.19 |
+0.50 |
71 |
11,108 |
-2 |
Mar13 |
111129 |
95.71 |
95.71 |
95.71 |
95.71 |
+0.44 |
1 |
10,159 |
+1 |
Apr13 |
111129 |
95.25 |
95.25 |
95.25 |
95.25 |
+0.37 |
1 |
5,530 |
+1 |
Total Volume and Open Interest |
316,448 |
1,292,989 |
+3,910 |
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 |
111129 |
97.700 |
100.150 |
97.225 |
99.800 |
+1.600 |
7,770 |
1,965 |
+197 |
Feb12 |
111129 |
98.025 |
100.225 |
97.400 |
99.875 |
+1.550 |
191 |
339 |
-4 |
Mar12 |
111129 |
97.950 |
100.200 |
97.775 |
99.950 |
+1.525 |
58 |
190 |
+2 |
Apr12 |
111129 |
99.200 |
99.900 |
99.150 |
99.900 |
+1.450 |
0 |
22 |
+0 |
May12 |
111129 |
99.750 |
99.750 |
99.750 |
99.750 |
+1.375 |
0 |
8 |
+0 |
Jun12 |
111129 |
99.575 |
99.575 |
99.475 |
99.475 |
+1.300 |
0 |
14 |
+0 |
Jul12 |
111129 |
99.100 |
99.100 |
99.100 |
99.100 |
+1.175 |
0 |
4 |
+0 |
Aug12 |
111129 |
98.700 |
98.700 |
98.700 |
98.700 |
+1.100 |
0 |
5 |
+0 |
Total Volume and Open Interest |
8,019 |
2,768 |
+195 |
Heating Oil(NYM) |
Dec11 |
111129 |
296.30 |
303.44 |
296.21 |
302.11 |
+5.12 |
16,511 |
28,388 |
-3,447 |
Jan12 |
111129 |
297.40 |
304.64 |
297.10 |
303.36 |
+5.09 |
31,753 |
83,838 |
-317 |
Feb12 |
111129 |
298.05 |
304.84 |
297.72 |
303.70 |
+5.20 |
10,364 |
36,782 |
-896 |
Mar12 |
111129 |
296.54 |
303.94 |
296.48 |
302.83 |
+5.18 |
4,748 |
27,815 |
+372 |
Apr12 |
111129 |
294.66 |
301.05 |
294.66 |
300.16 |
+4.95 |
1,380 |
16,320 |
-57 |
May12 |
111129 |
292.55 |
297.62 |
292.55 |
297.24 |
+4.67 |
978 |
13,213 |
+172 |
Jun12 |
111129 |
290.10 |
296.59 |
290.10 |
295.33 |
+4.38 |
1,142 |
31,385 |
+75 |
Jul12 |
111129 |
294.35 |
294.84 |
294.35 |
294.84 |
+4.22 |
95 |
8,223 |
-24 |
Aug12 |
111129 |
294.77 |
294.79 |
294.33 |
294.79 |
+4.12 |
124 |
4,275 |
-46 |
Sep12 |
111129 |
295.22 |
296.10 |
294.91 |
295.32 |
+4.05 |
147 |
5,202 |
+59 |
Oct12 |
111129 |
295.64 |
296.09 |
295.55 |
296.09 |
+4.07 |
65 |
2,381 |
+1 |
Nov12 |
111129 |
296.36 |
296.85 |
296.36 |
296.85 |
+4.08 |
111 |
1,535 |
-12 |
Total Volume and Open Interest |
68,251 |
279,506 |
-4,110 |
Gasoline(NYMEX) |
Dec11 |
111129 |
250.75 |
256.45 |
250.50 |
253.91 |
+2.10 |
10,628 |
22,927 |
-4,399 |
Jan12 |
111129 |
250.80 |
256.42 |
250.40 |
253.98 |
+2.21 |
26,806 |
84,251 |
-1,963 |
Feb12 |
111129 |
252.16 |
257.77 |
251.84 |
255.68 |
+2.58 |
7,818 |
28,826 |
+14 |
Mar12 |
111129 |
253.56 |
259.56 |
253.49 |
257.69 |
+2.79 |
4,216 |
29,022 |
+547 |
Apr12 |
111129 |
268.07 |
273.78 |
268.07 |
272.33 |
+3.11 |
1,556 |
23,538 |
-30 |
May12 |
111129 |
271.01 |
273.58 |
270.87 |
272.29 |
+3.07 |
1,309 |
17,677 |
+151 |
Jun12 |
111129 |
265.74 |
271.39 |
265.74 |
270.39 |
+3.12 |
1,360 |
26,030 |
+168 |
Jul12 |
111129 |
267.40 |
268.10 |
267.33 |
267.88 |
+3.03 |
398 |
7,437 |
+145 |
Aug12 |
111129 |
265.23 |
265.23 |
265.23 |
265.23 |
+2.96 |
144 |
8,159 |
+1 |
Sep12 |
111129 |
262.43 |
262.43 |
262.43 |
262.43 |
+2.86 |
68 |
6,571 |
+39 |
Total Volume and Open Interest |
54,589 |
276,285 |
-5,191 |
e-miNY RBOB Gasoline(NYM) |
Dec11 |
111129 |
253.90 |
253.91 |
253.90 |
253.90 |
+2.10 |
|
|
|
Jan12 |
111129 |
254.00 |
254.00 |
253.98 |
254.00 |
+2.20 |
0 |
1 |
+0 |
Feb12 |
111129 |
255.70 |
255.70 |
255.68 |
255.70 |
+2.60 |
0 |
1 |
+0 |
Mar12 |
111129 |
257.70 |
257.70 |
257.69 |
257.70 |
+2.80 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Jan12 |
111129 |
3.552 |
3.640 |
3.525 |
3.633 |
+0.108 |
54,634 |
304,117 |
+1,211 |
Feb12 |
111129 |
3.578 |
3.658 |
3.552 |
3.653 |
+0.098 |
10,764 |
94,670 |
+1,376 |
Mar12 |
111129 |
3.584 |
3.658 |
3.555 |
3.653 |
+0.093 |
11,297 |
125,130 |
+3,359 |
Apr12 |
111129 |
3.615 |
3.686 |
3.590 |
3.681 |
+0.084 |
4,961 |
98,538 |
+19 |
May12 |
111129 |
3.679 |
3.726 |
3.635 |
3.721 |
+0.079 |
1,782 |
43,736 |
+183 |
Jun12 |
111129 |
3.709 |
3.766 |
3.709 |
3.764 |
+0.075 |
1,080 |
21,240 |
+40 |
Jul12 |
111129 |
3.749 |
3.818 |
3.736 |
3.815 |
+0.073 |
610 |
18,751 |
+15 |
Aug12 |
111129 |
3.808 |
3.848 |
3.799 |
3.843 |
+0.072 |
440 |
15,900 |
-24 |
Sep12 |
111129 |
3.767 |
3.845 |
3.767 |
3.844 |
+0.072 |
378 |
13,967 |
+81 |
Oct12 |
111129 |
3.819 |
3.883 |
3.801 |
3.879 |
+0.072 |
2,928 |
56,184 |
+259 |
Nov12 |
111129 |
4.001 |
4.019 |
3.973 |
4.018 |
+0.071 |
502 |
22,768 |
+9 |
Dec12 |
111129 |
4.240 |
4.296 |
4.240 |
4.296 |
+0.071 |
813 |
24,102 |
-8 |
Jan13 |
111129 |
4.359 |
4.432 |
4.359 |
4.429 |
+0.070 |
2,069 |
29,093 |
-122 |
Feb13 |
111129 |
4.340 |
4.414 |
4.340 |
4.414 |
+0.070 |
137 |
6,378 |
+59 |
Mar13 |
111129 |
4.332 |
4.366 |
4.325 |
4.361 |
+0.070 |
68 |
14,101 |
+38 |
Apr13 |
111129 |
4.242 |
4.271 |
4.231 |
4.264 |
+0.067 |
137 |
23,148 |
-17 |
Total Volume and Open Interest |
107,340 |
976,038 |
+953 |
Brent Crude Oil(ICE) |
Jan12 |
111129 |
108.52 |
111.00 |
108.39 |
110.82 |
+1.82 |
128,579 |
174,937 |
+3,353 |
Feb12 |
111129 |
107.52 |
110.00 |
107.41 |
109.86 |
+1.84 |
67,652 |
147,374 |
-1,132 |
Mar12 |
111129 |
106.67 |
109.16 |
106.57 |
109.04 |
+1.85 |
37,050 |
85,891 |
+1,062 |
Apr12 |
111129 |
106.09 |
108.57 |
105.97 |
108.43 |
+1.81 |
16,796 |
36,895 |
-637 |
May12 |
111129 |
105.63 |
108.08 |
105.63 |
107.90 |
+1.70 |
10,191 |
24,175 |
+1,157 |
Jun12 |
111129 |
105.29 |
107.61 |
105.29 |
107.42 |
+1.58 |
16,672 |
69,573 |
-262 |
Jul12 |
111129 |
104.97 |
107.15 |
104.97 |
106.98 |
+1.46 |
3,085 |
20,126 |
+220 |
Aug12 |
111129 |
104.61 |
106.65 |
104.61 |
106.53 |
+1.38 |
2,663 |
25,615 |
+387 |
Sep12 |
111129 |
104.18 |
106.18 |
104.18 |
106.01 |
+1.30 |
2,960 |
29,696 |
+282 |
Oct12 |
111129 |
105.53 |
105.53 |
105.53 |
105.53 |
+1.21 |
1,898 |
13,066 |
+120 |
Nov12 |
111129 |
104.45 |
105.08 |
104.45 |
105.08 |
+1.12 |
1,569 |
17,919 |
+301 |
Dec12 |
111129 |
103.09 |
105.30 |
103.05 |
104.61 |
+1.03 |
11,168 |
102,113 |
+1,081 |
Jan13 |
111129 |
104.18 |
104.18 |
104.18 |
104.18 |
+0.94 |
280 |
9,851 |
-35 |
Feb13 |
111129 |
103.71 |
103.71 |
103.71 |
103.71 |
+0.85 |
57 |
6,012 |
+44 |
Total Volume and Open Interest |
305,010 |
918,750 |
+6,793 |
Gas Oil(ICE) |
Dec11 |
111129 |
946.75 |
966.00 |
946.50 |
962.00 |
+12.00 |
33,472 |
117,813 |
-4,115 |
Jan12 |
111129 |
935.75 |
957.00 |
935.75 |
952.50 |
+12.50 |
49,588 |
107,969 |
-966 |
Feb12 |
111129 |
930.50 |
950.50 |
930.50 |
946.00 |
+13.00 |
18,926 |
45,080 |
-1,702 |
Mar12 |
111129 |
927.75 |
944.75 |
926.00 |
940.25 |
+13.00 |
10,043 |
41,849 |
+1,842 |
Apr12 |
111129 |
920.00 |
938.50 |
920.00 |
934.75 |
+12.75 |
5,452 |
21,965 |
-72 |
May12 |
111129 |
915.75 |
934.25 |
915.75 |
930.25 |
+12.25 |
3,973 |
26,731 |
-192 |
Jun12 |
111129 |
913.75 |
932.50 |
913.50 |
927.75 |
+11.75 |
6,737 |
49,501 |
-428 |
Jul12 |
111129 |
914.50 |
932.00 |
914.25 |
928.00 |
+11.50 |
1,110 |
18,063 |
+91 |
Aug12 |
111129 |
914.50 |
931.75 |
914.25 |
928.00 |
+11.25 |
708 |
12,281 |
+160 |
Sep12 |
111129 |
914.00 |
930.75 |
913.50 |
927.00 |
+10.75 |
681 |
12,490 |
-68 |
Total Volume and Open Interest |
134,873 |
544,715 |
-5,401 |
Ethanol(CBOT) |
Nov11 |
111103 |
2.806 |
2.845 |
2.790 |
2.790 |
+0.004 |
130 |
244 |
-76 |
Dec11 |
111129 |
2.490 |
2.510 |
2.476 |
2.485 |
+0.007 |
18 |
495 |
+7 |
Jan12 |
111129 |
2.273 |
2.276 |
2.240 |
2.266 |
+0.020 |
45 |
1,446 |
+16 |
Feb12 |
111129 |
2.189 |
2.205 |
2.180 |
2.197 |
+0.026 |
46 |
1,093 |
+15 |
Mar12 |
111129 |
2.179 |
2.210 |
2.179 |
2.208 |
+0.029 |
21 |
1,464 |
+4 |
Apr12 |
111129 |
2.196 |
2.208 |
2.196 |
2.208 |
+0.030 |
4 |
682 |
-2 |
May12 |
111129 |
2.200 |
2.214 |
2.200 |
2.213 |
+0.019 |
2 |
805 |
+1 |
Jun12 |
111129 |
2.220 |
2.220 |
2.216 |
2.218 |
+0.022 |
3 |
626 |
+0 |
Total Volume and Open Interest |
196 |
10,543 |
+63 |
WTI Crude Oil(ICE) |
Jan12 |
111129 |
97.64 |
100.14 |
97.25 |
99.79 |
+1.58 |
33,255 |
69,875 |
+2,329 |
Feb12 |
111129 |
97.77 |
100.20 |
97.51 |
99.88 |
+1.55 |
11,261 |
46,538 |
+1,601 |
Mar12 |
111129 |
98.18 |
100.23 |
97.70 |
99.95 |
+1.52 |
8,704 |
35,379 |
+358 |
Apr12 |
111129 |
98.26 |
99.98 |
98.26 |
99.91 |
+1.46 |
3,178 |
18,846 |
+87 |
May12 |
111129 |
97.79 |
99.83 |
97.79 |
99.76 |
+1.39 |
2,158 |
9,829 |
-5 |
Jun12 |
111129 |
97.79 |
99.65 |
97.57 |
99.48 |
+1.30 |
5,095 |
43,792 |
-476 |
Jul12 |
111129 |
97.98 |
99.12 |
97.98 |
99.11 |
+1.19 |
1,140 |
8,804 |
-144 |
Aug12 |
111129 |
98.02 |
98.72 |
97.92 |
98.69 |
+1.09 |
650 |
6,245 |
+26 |
Sep12 |
111129 |
97.35 |
98.34 |
97.35 |
98.27 |
+0.98 |
886 |
11,705 |
-23 |
Oct12 |
111129 |
97.86 |
97.86 |
97.86 |
97.86 |
+0.87 |
479 |
5,273 |
+58 |
Nov12 |
111129 |
97.50 |
97.50 |
97.50 |
97.50 |
+0.76 |
433 |
4,455 |
-7 |
Dec12 |
111129 |
97.24 |
97.59 |
96.39 |
97.14 |
+0.66 |
2,838 |
61,928 |
+176 |
Jan13 |
111129 |
96.68 |
96.68 |
96.68 |
96.68 |
+0.58 |
9 |
3,147 |
+0 |
Feb13 |
111129 |
96.19 |
96.19 |
96.19 |
96.19 |
+0.50 |
0 |
640 |
+0 |
Mar13 |
111129 |
95.71 |
95.71 |
95.71 |
95.71 |
+0.44 |
0 |
1,564 |
+0 |
Apr13 |
111129 |
95.25 |
95.25 |
95.25 |
95.25 |
+0.37 |
0 |
389 |
+0 |
Total Volume and Open Interest |
71,224 |
418,231 |
+4,060 |
US Dollar Index(ICE) |
Dec11 |
111129 |
79.460 |
79.530 |
78.695 |
79.150 |
-0.285 |
14,688 |
55,844 |
-581 |
Mar12 |
111129 |
79.875 |
79.875 |
79.100 |
79.530 |
-0.285 |
41 |
735 |
+3 |
Jun12 |
111129 |
79.940 |
79.940 |
79.940 |
79.940 |
-0.305 |
|
|
|
Total Volume and Open Interest |
14,729 |
56,579 |
-578 |
Australian Dollar(CME) |
Dec11 |
111129 |
98.76 |
100.55 |
98.40 |
100.01 |
+1.39 |
117,141 |
135,398 |
+1,392 |
Mar12 |
111129 |
97.77 |
99.50 |
97.57 |
99.05 |
+1.37 |
260 |
1,017 |
+34 |
Jun12 |
111129 |
98.33 |
98.33 |
97.01 |
98.33 |
+1.32 |
0 |
37 |
+0 |
Total Volume and Open Interest |
117,401 |
136,579 |
+1,426 |
British Pound(CME) |
Dec11 |
111129 |
155.03 |
156.56 |
154.67 |
156.02 |
+1.12 |
83,526 |
184,251 |
+4,356 |
Mar12 |
111129 |
154.80 |
156.33 |
154.52 |
155.89 |
+1.12 |
378 |
606 |
+121 |
Jun12 |
111129 |
155.79 |
155.79 |
154.67 |
155.79 |
+1.12 |
53 |
7 |
+4 |
Total Volume and Open Interest |
83,957 |
184,869 |
+4,481 |
Canadian Dollar(CME) |
Dec11 |
111129 |
96.57 |
97.42 |
96.44 |
97.02 |
+0.59 |
63,274 |
127,061 |
+248 |
Mar12 |
111129 |
96.48 |
97.22 |
96.26 |
96.84 |
+0.58 |
1,654 |
6,574 |
+789 |
Jun12 |
111129 |
96.75 |
97.00 |
96.17 |
96.73 |
+0.56 |
681 |
1,769 |
+382 |
Sep12 |
111129 |
96.66 |
96.66 |
96.08 |
96.66 |
+0.58 |
98 |
803 |
+29 |
Total Volume and Open Interest |
65,719 |
136,376 |
+1,454 |
Japanese Yen(CME) |
Dec11 |
111129 |
128.23 |
128.87 |
127.78 |
128.38 |
+0.11 |
105,250 |
164,729 |
+9,022 |
Mar12 |
111129 |
128.48 |
129.20 |
128.12 |
128.71 |
+0.10 |
568 |
1,093 |
+26 |
Jun12 |
111129 |
129.10 |
129.10 |
128.98 |
129.05 |
+0.07 |
3 |
29 |
+3 |
Total Volume and Open Interest |
105,821 |
165,856 |
+9,051 |
Swiss Franc(CME) |
Dec11 |
111129 |
108.37 |
109.46 |
108.21 |
108.71 |
+0.39 |
29,977 |
35,982 |
+3,088 |
Mar12 |
111129 |
108.54 |
109.69 |
108.54 |
109.03 |
+0.41 |
150 |
680 |
+19 |
Jun12 |
111129 |
109.36 |
109.36 |
108.91 |
109.36 |
+0.45 |
0 |
5 |
+0 |
Total Volume and Open Interest |
30,127 |
36,672 |
+3,107 |
EuroFX(CME) |
Dec11 |
111129 |
133.12 |
134.44 |
132.86 |
133.30 |
+0.27 |
305,688 |
265,046 |
+4,218 |
Mar12 |
111129 |
133.42 |
134.64 |
133.11 |
133.54 |
+0.29 |
3,392 |
9,148 |
+778 |
Jun12 |
111129 |
133.50 |
134.00 |
133.41 |
133.75 |
+0.34 |
4 |
986 |
-2 |
Total Volume and Open Interest |
309,084 |
275,198 |
+4,994 |
Mexican Peso(CME) |
Dec11 |
111129 |
712.5 |
726.8 |
710.2 |
715.5 |
+5.2 |
28,662 |
74,843 |
+1,604 |
Jan12 |
111129 |
714.0 |
714.0 |
708.8 |
714.0 |
+5.2 |
0 |
95 |
+0 |
Total Volume and Open Interest |
31,492 |
118,351 |
+3,622 |
Brazilian Real(CME) |
Dec11 |
111129 |
543.30 |
543.30 |
540.15 |
541.75 |
+4.35 |
410 |
4,138 |
-57 |
Jan12 |
111129 |
538.50 |
538.50 |
538.50 |
538.50 |
+4.35 |
50 |
10,199 |
+50 |
Feb12 |
111129 |
535.20 |
535.20 |
535.20 |
535.20 |
+4.35 |
|
|
|
Mar12 |
111129 |
530.10 |
531.95 |
530.10 |
531.95 |
+4.35 |
348 |
1,775 |
+304 |
Total Volume and Open Interest |
808 |
31,443 |
+297 |
30-Year T-Bonds(CBOT) |
Dec11 |
111129 |
143~210 |
143~290 |
142~150 |
143~090 |
-0~230 |
331,033 |
362,729 |
-99,432 |
Mar12 |
111129 |
143~150 |
143~250 |
142~090 |
143~040 |
-0~230 |
171,252 |
281,271 |
+84,626 |
Jun12 |
111129 |
141~210 |
142~120 |
141~210 |
141~210 |
-0~230 |
0 |
6 |
+0 |
Total Volume and Open Interest |
502,285 |
644,006 |
-14,806 |
10-Year T-Notes(CBOT) |
Dec11 |
111129 |
130~190 |
130~220 |
130~015 |
130~150 |
-0~080 |
933,243 |
1,077,187 |
-106,280 |
Mar12 |
111129 |
129~290 |
129~310 |
129~100 |
129~235 |
-0~090 |
372,049 |
556,752 |
+167,949 |
Jun12 |
111129 |
128~235 |
128~235 |
128~235 |
128~235 |
-0~090 |
|
|
|
Total Volume and Open Interest |
1,305,292 |
1,633,939 |
+61,669 |
5-Year T-Notes(CBOT) |
Dec11 |
111129 |
123~012 |
123~036 |
122~109 |
123~010 |
-0~010 |
525,634 |
953,606 |
-58,292 |
Mar12 |
111129 |
122~100 |
122~105 |
122~065 |
122~094 |
-0~013 |
262,639 |
401,919 |
+117,689 |
Jun12 |
111129 |
121~118 |
122~003 |
121~118 |
121~118 |
-0~013 |
|
|
|
Total Volume and Open Interest |
788,273 |
1,355,525 |
+59,397 |
2 Year T-Notes(CBOT) |
Dec11 |
111129 |
110~025 |
110~027 |
110~022 |
110~024 |
-0~002 |
218,266 |
487,237 |
-105,609 |
Mar12 |
111129 |
110~033 |
110~034 |
110~030 |
110~032 |
-0~001 |
163,741 |
248,383 |
+90,106 |
Jun12 |
111129 |
110~000 |
110~001 |
110~000 |
110~000 |
-0~001 |
|
|
|
Total Volume and Open Interest |
382,007 |
735,620 |
-15,503 |
Eurodollars(CME) |
Dec11 |
111129 |
99.385 |
99.410 |
99.380 |
99.395 |
+0.010 |
143,961 |
1,066,355 |
-4,051 |
Mar12 |
111129 |
99.210 |
99.255 |
99.205 |
99.240 |
+0.035 |
153,330 |
976,325 |
-699 |
Jun12 |
111129 |
99.165 |
99.210 |
99.165 |
99.195 |
+0.035 |
102,307 |
1,152,509 |
-120 |
Sep12 |
111129 |
99.160 |
99.205 |
99.150 |
99.190 |
+0.035 |
73,893 |
763,416 |
-76 |
Dec12 |
111129 |
99.165 |
99.210 |
99.155 |
99.195 |
+0.035 |
63,991 |
797,187 |
+2,324 |
Mar13 |
111129 |
99.165 |
99.210 |
99.155 |
99.200 |
+0.035 |
66,873 |
815,769 |
-9,711 |
Jun13 |
111129 |
99.150 |
99.195 |
99.135 |
99.185 |
+0.035 |
43,602 |
564,552 |
+1,502 |
Sep13 |
111129 |
99.105 |
99.155 |
99.095 |
99.145 |
+0.030 |
52,273 |
457,067 |
-1,386 |
Dec13 |
111129 |
99.030 |
99.075 |
99.010 |
99.060 |
+0.025 |
42,666 |
465,157 |
-4,557 |
Mar14 |
111129 |
98.920 |
98.965 |
98.905 |
98.950 |
+0.015 |
39,174 |
340,531 |
+2,924 |
Jun14 |
111129 |
98.775 |
98.810 |
98.750 |
98.795 |
+0.005 |
26,445 |
286,388 |
+971 |
Sep14 |
111129 |
98.605 |
98.645 |
98.575 |
98.625 |
-0.005 |
23,286 |
189,069 |
+3,034 |
Dec14 |
111129 |
98.430 |
98.465 |
98.390 |
98.445 |
-0.015 |
19,581 |
173,735 |
+2,186 |
Mar15 |
111129 |
98.260 |
98.305 |
98.215 |
98.285 |
-0.015 |
11,359 |
119,956 |
+1,161 |
Jun15 |
111129 |
6.365 |
6.400 |
6.305 |
6.375 |
-0.015 |
10,636 |
111,310 |
+723 |
Sep15 |
111129 |
6.185 |
6.235 |
6.130 |
6.210 |
-0.010 |
8,358 |
79,534 |
-308 |
Dec15 |
111129 |
6.015 |
6.065 |
5.950 |
6.040 |
-0.005 |
5,551 |
47,396 |
+753 |
Mar16 |
111129 |
5.875 |
5.925 |
5.800 |
5.900 |
unch |
6,940 |
46,748 |
-324 |
Total Volume and Open Interest |
905,489 |
8,650,662 |
-4,884 |
30 Day Federal Funds(CBOT) |
Nov11 |
111129 |
99.920 |
99.920 |
99.918 |
99.918 |
unch |
2,346 |
64,492 |
-1,211 |
Dec11 |
111129 |
99.910 |
99.915 |
99.905 |
99.910 |
+0.005 |
6,947 |
69,573 |
+4,202 |
Jan12 |
111129 |
99.885 |
99.895 |
99.885 |
99.885 |
unch |
2,395 |
59,788 |
-135 |
Feb12 |
111129 |
99.880 |
99.890 |
99.875 |
99.880 |
unch |
3,079 |
48,507 |
+1,097 |
Mar12 |
111129 |
99.875 |
99.880 |
99.870 |
99.875 |
+0.005 |
2,014 |
30,706 |
-138 |
Apr12 |
111129 |
99.870 |
99.880 |
99.870 |
99.875 |
+0.005 |
1,731 |
36,261 |
-2 |
Total Volume and Open Interest |
26,638 |
603,712 |
+3,319 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111129 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
327 |
+0 |
Mar12 |
111129 |
99.655 |
99.655 |
99.655 |
99.655 |
-0.003 |
0 |
300 |
+0 |
Jun12 |
111129 |
99.658 |
99.658 |
99.658 |
99.658 |
-0.003 |
|
|
|
Sep12 |
111129 |
99.655 |
99.655 |
99.655 |
99.655 |
-0.003 |
|
|
|
Dec12 |
111129 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
111129 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Jun13 |
111129 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
Sep13 |
111129 |
99.465 |
99.465 |
99.465 |
99.465 |
unch |
|
|
|
Dec13 |
111129 |
99.325 |
99.325 |
99.325 |
99.325 |
unch |
|
|
|
Mar14 |
111129 |
99.185 |
99.185 |
99.185 |
99.185 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
627 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111129 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
3,632 |
-800 |
Mar12 |
111129 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
0 |
1,937 |
+0 |
Jun12 |
111129 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
1,490 |
+20 |
Sep12 |
111129 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
0 |
711 |
+0 |
Dec12 |
111129 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
171 |
+0 |
Mar13 |
111129 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
101 |
+0 |
Jun13 |
111129 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
156 |
+0 |
Sep13 |
111129 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
8,201 |
-780 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111129 |
141.62 |
141.95 |
141.58 |
141.74 |
+0.02 |
8,183 |
21,180 |
-2,255 |
Mar12 |
111129 |
140.90 |
141.11 |
140.90 |
141.11 |
+0.01 |
20 |
80 |
+17 |
Jun12 |
111129 |
139.02 |
139.02 |
139.02 |
139.02 |
+0.01 |
|
|
|
Total Volume and Open Interest |
8,203 |
21,263 |
-2,238 |
Euro-Bund(EUREX) |
Dec11 |
111129 |
133.94 |
134.37 |
132.99 |
133.39 |
-0.49 |
561,242 |
910,787 |
-1,485 |
Mar12 |
111129 |
133.81 |
134.35 |
132.87 |
133.28 |
-0.53 |
14,678 |
48,952 |
+4,880 |
Jun12 |
111129 |
133.24 |
133.24 |
133.24 |
133.24 |
-0.44 |
2 |
19 |
+1 |
Total Volume and Open Interest |
575,922 |
959,758 |
+3,396 |
Euro-Bobl(EUREX) |
Dec11 |
111129 |
122.02 |
122.20 |
121.61 |
121.85 |
-0.15 |
339,092 |
720,528 |
-1,555 |
Mar12 |
111129 |
122.21 |
122.31 |
121.66 |
121.89 |
-0.23 |
18,733 |
35,877 |
+7,253 |
Jun12 |
111129 |
122.00 |
122.00 |
122.00 |
122.00 |
-0.15 |
|
|
|
Total Volume and Open Interest |
357,825 |
756,405 |
+5,698 |
3-Mth Euribor(EUREX) |
Dec11 |
111129 |
98.630 |
98.675 |
98.630 |
98.670 |
+0.045 |
2 |
1,546 |
+0 |
Mar12 |
111129 |
98.865 |
98.865 |
98.865 |
98.865 |
+0.065 |
0 |
2,247 |
+0 |
Jun12 |
111129 |
98.895 |
98.895 |
98.895 |
98.895 |
+0.065 |
0 |
1,232 |
+0 |
Total Volume and Open Interest |
2 |
8,470 |
+0 |
Long Gilt(LIFFE) |
Dec11 |
111129 |
130~21 |
131~04 |
130~17 |
130~20 |
+0~09 |
230,399 |
89,231 |
-77,060 |
Mar12 |
111129 |
114~08 |
114~17 |
113~29 |
114~06 |
+0~11 |
152,438 |
242,654 |
+72,073 |
Total Volume and Open Interest |
382,837 |
331,885 |
-4,987 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111129 |
98.90 |
98.93 |
98.90 |
98.92 |
+0.02 |
16,071 |
331,726 |
-5,264 |
Mar12 |
111129 |
98.82 |
98.86 |
98.82 |
98.85 |
+0.03 |
21,983 |
335,689 |
-2,539 |
Jun12 |
111129 |
98.80 |
98.84 |
98.80 |
98.82 |
+0.02 |
29,179 |
196,559 |
-2,840 |
Sep12 |
111129 |
98.79 |
98.82 |
98.77 |
98.80 |
+0.02 |
23,452 |
207,978 |
+2,984 |
Dec12 |
111129 |
98.75 |
98.79 |
98.73 |
98.76 |
+0.02 |
25,869 |
188,274 |
-319 |
Mar13 |
111129 |
98.75 |
98.77 |
98.72 |
98.74 |
+0.02 |
21,032 |
198,675 |
-1,541 |
Total Volume and Open Interest |
234,412 |
1,978,314 |
-6,287 |
3-Mth Euribor(LIFFE) |
Dec11 |
111129 |
98.635 |
98.700 |
98.625 |
98.670 |
+0.045 |
97,826 |
650,210 |
-12,079 |
Mar12 |
111129 |
98.805 |
98.915 |
98.795 |
98.865 |
+0.065 |
107,267 |
526,180 |
-4,691 |
Jun12 |
111129 |
98.835 |
98.950 |
98.820 |
98.895 |
+0.065 |
66,180 |
377,130 |
+3,175 |
Total Volume and Open Interest |
538,182 |
3,346,053 |
-9,884 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111129 |
95.51 |
95.52 |
95.49 |
95.51 |
-0.01 |
22,405 |
181,156 |
-15,340 |
Mar12 |
111129 |
96.43 |
96.44 |
96.36 |
96.36 |
-0.08 |
17,097 |
206,178 |
+1,134 |
Jun12 |
111129 |
96.72 |
96.73 |
96.64 |
96.65 |
-0.08 |
11,916 |
157,548 |
+1,325 |
Sep12 |
111129 |
96.72 |
96.73 |
96.63 |
96.65 |
-0.08 |
5,202 |
99,340 |
+2,392 |
Dec12 |
111129 |
96.59 |
96.59 |
96.47 |
96.49 |
-0.09 |
3,401 |
61,150 |
+1,135 |
Mar13 |
111129 |
96.37 |
96.37 |
96.30 |
96.31 |
-0.09 |
1,568 |
51,390 |
+599 |
Jun13 |
111129 |
96.12 |
96.19 |
96.12 |
96.14 |
-0.09 |
539 |
41,577 |
+242 |
Sep13 |
111129 |
96.08 |
96.08 |
95.98 |
96.01 |
-0.10 |
1,546 |
19,933 |
-328 |
Dec13 |
111129 |
95.96 |
95.96 |
95.89 |
95.90 |
-0.08 |
401 |
3,907 |
+252 |
Mar14 |
111129 |
95.81 |
95.81 |
95.81 |
95.81 |
-0.07 |
0 |
591 |
+0 |
Total Volume and Open Interest |
64,075 |
822,827 |
-8,589 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111129 |
96.08 |
96.09 |
95.99 |
96.00 |
-0.09 |
41,129 |
354,135 |
-16,447 |
Mar12 |
111129 |
96.01 |
96.01 |
96.01 |
96.01 |
-0.08 |
|
|
|
Total Volume and Open Interest |
41,129 |
354,135 |
-16,447 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111129 |
96.92 |
96.93 |
96.84 |
96.86 |
-0.07 |
108,383 |
574,239 |
+8,893 |
Mar12 |
111129 |
96.96 |
96.96 |
96.96 |
96.96 |
+0.03 |
|
|
|
Total Volume and Open Interest |
108,383 |
574,239 |
+8,893 |
Gold(CMX) |
Dec11 |
111129 |
1711.3 |
1718.4 |
1704.0 |
1713.4 |
+2.6 |
139,442 |
97,458 |
-23,165 |
Feb12 |
111129 |
1715.3 |
1724.1 |
1707.2 |
1718.9 |
+4.4 |
64,868 |
186,848 |
+16,189 |
Apr12 |
111129 |
1716.4 |
1726.9 |
1710.8 |
1721.8 |
+4.1 |
4,518 |
30,050 |
+1,226 |
Jun12 |
111129 |
1722.0 |
1729.1 |
1713.8 |
1724.2 |
+3.9 |
1,061 |
21,280 |
+188 |
Aug12 |
111129 |
1719.4 |
1730.7 |
1719.4 |
1726.5 |
+3.9 |
1,206 |
13,029 |
+892 |
Oct12 |
111129 |
1727.0 |
1730.4 |
1722.7 |
1729.3 |
+3.9 |
283 |
7,809 |
+215 |
Dec12 |
111129 |
1732.0 |
1734.8 |
1725.8 |
1732.2 |
+3.9 |
534 |
20,420 |
+301 |
Feb13 |
111129 |
1735.2 |
1735.2 |
1735.2 |
1735.2 |
+3.9 |
172 |
3,296 |
-147 |
Apr13 |
111129 |
1738.2 |
1738.2 |
1738.2 |
1738.2 |
+3.9 |
30 |
794 |
+25 |
Jun13 |
111129 |
1742.1 |
1742.1 |
1742.1 |
1742.1 |
+3.6 |
0 |
11,246 |
+0 |
Aug13 |
111129 |
1745.9 |
1745.9 |
1745.9 |
1745.9 |
+3.5 |
0 |
45 |
+0 |
Oct13 |
111129 |
1749.8 |
1749.8 |
1749.8 |
1749.8 |
|
|
|
|
Silver(CMX) |
Dec11 |
111129 |
3200.0 |
3214.5 |
3144.0 |
3185.3 |
-30.8 |
45,578 |
14,857 |
-4,087 |
Mar12 |
111129 |
3212.0 |
3224.0 |
3153.0 |
3195.0 |
-29.2 |
26,827 |
48,835 |
+3,660 |
May12 |
111129 |
3215.0 |
3222.5 |
3169.5 |
3198.6 |
-29.2 |
1,113 |
5,784 |
-55 |
Jul12 |
111129 |
3212.0 |
3218.5 |
3199.0 |
3202.1 |
-29.2 |
70 |
2,577 |
+21 |
Sep12 |
111129 |
3209.5 |
3209.5 |
3205.2 |
3205.2 |
-29.2 |
15 |
1,899 |
+0 |
Dec12 |
111129 |
3225.5 |
3229.0 |
3182.0 |
3209.1 |
-29.1 |
150 |
13,677 |
-15 |
Mar13 |
111129 |
3205.8 |
3205.8 |
3205.8 |
3205.8 |
-28.6 |
0 |
1,123 |
+0 |
Total Volume and Open Interest |
75,182 |
104,191 |
-498 |
Platinum(NYMEX) |
Jan12 |
111129 |
1546.0 |
1551.6 |
1533.4 |
1540.7 |
+1.2 |
6,537 |
33,572 |
+466 |
Apr12 |
111129 |
1552.3 |
1554.8 |
1540.0 |
1546.2 |
+1.9 |
197 |
4,744 |
-7 |
Jul12 |
111129 |
1548.9 |
1548.9 |
1542.7 |
1548.6 |
+1.6 |
6 |
340 |
+0 |
Oct12 |
111129 |
1552.4 |
1552.4 |
1552.4 |
1552.4 |
+1.6 |
0 |
55 |
+0 |
Total Volume and Open Interest |
6,750 |
38,724 |
+469 |
Palladium(NYMEX) |
Dec11 |
111129 |
579.00 |
587.90 |
577.00 |
581.75 |
+3.40 |
3,499 |
4,281 |
-1,101 |
Mar12 |
111129 |
581.55 |
590.95 |
580.20 |
584.25 |
+2.70 |
3,377 |
15,165 |
+1,228 |
Jun12 |
111129 |
583.25 |
590.30 |
583.25 |
585.65 |
+2.75 |
24 |
191 |
+24 |
Total Volume and Open Interest |
6,900 |
19,637 |
+151 |
Copper(CMX) |
Dec11 |
111129 |
335.40 |
340.20 |
333.40 |
337.60 |
+1.55 |
45,743 |
17,219 |
-2,603 |
Mar12 |
111129 |
336.50 |
341.40 |
334.55 |
339.05 |
+1.90 |
16,344 |
67,111 |
+1,348 |
May12 |
111129 |
337.55 |
342.00 |
335.80 |
340.05 |
+1.85 |
330 |
16,644 |
+20 |
Jul12 |
111129 |
339.90 |
340.95 |
339.90 |
340.80 |
+1.80 |
51 |
6,019 |
-1 |
Sep12 |
111129 |
341.35 |
341.35 |
341.35 |
341.35 |
+1.80 |
44 |
2,426 |
+38 |
Total Volume and Open Interest |
63,103 |
121,344 |
-1,288 |
DJIA Index(CBOT) |
Dec11 |
111129 |
11490 |
11606 |
11454 |
11565 |
+67 |
189 |
16,880 |
+27 |
Mar12 |
111129 |
11500 |
11515 |
11460 |
11494 |
+67 |
0 |
409 |
+0 |
Jun12 |
111129 |
11427 |
11427 |
11360 |
11427 |
+67 |
0 |
400 |
+0 |
Sep12 |
111129 |
11364 |
11364 |
11297 |
11364 |
+67 |
|
|
|
Total Volume and Open Interest |
189 |
17,689 |
+27 |
E-mini DJIA Index(CBOT) |
Dec11 |
111129 |
11497 |
11615 |
11454 |
11565 |
+67 |
67,934 |
86,111 |
-955 |
Mar12 |
111129 |
11404 |
11536 |
11400 |
11494 |
+67 |
63 |
991 |
+44 |
Jun12 |
111129 |
11427 |
11427 |
11427 |
11427 |
+67 |
0 |
6 |
+0 |
Sep12 |
111129 |
11364 |
11364 |
11364 |
11364 |
+67 |
0 |
13 |
+0 |
Total Volume and Open Interest |
67,997 |
87,121 |
-911 |
S & P 500(CME) |
Dec11 |
111129 |
1190.30 |
1206.00 |
1186.40 |
1196.50 |
+5.40 |
12,044 |
269,932 |
-593 |
Mar12 |
111129 |
1189.30 |
1196.50 |
1186.00 |
1190.60 |
+5.40 |
13 |
19,400 |
+14 |
Jun12 |
111129 |
1185.30 |
1192.00 |
1179.00 |
1185.30 |
+5.30 |
6 |
1,710 |
+1 |
Sep12 |
111129 |
1180.30 |
1187.00 |
1174.00 |
1180.30 |
+5.30 |
0 |
7 |
+0 |
Total Volume and Open Interest |
12,063 |
291,149 |
-578 |
S & P 500 E-Mini(Globex) |
Dec11 |
111129 |
1190.75 |
1206.00 |
1186.25 |
1196.50 |
+5.50 |
1,518,196 |
2,989,734 |
-4,436 |
Mar12 |
111129 |
1184.50 |
1200.00 |
1181.00 |
1190.50 |
+5.25 |
8,165 |
56,189 |
+2,652 |
Total Volume and Open Interest |
1,526,442 |
3,047,800 |
-1,713 |
NASDAQ 100(CME) |
Dec11 |
111129 |
2221.00 |
2244.80 |
2205.00 |
2212.50 |
-8.50 |
510 |
29,751 |
-240 |
Mar12 |
111129 |
2207.80 |
2222.00 |
2203.00 |
2207.80 |
-9.00 |
0 |
110 |
+0 |
Jun12 |
111129 |
2204.80 |
2207.30 |
2204.80 |
2204.80 |
-9.00 |
|
|
|
Total Volume and Open Interest |
510 |
29,861 |
-240 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111129 |
2221.00 |
2245.00 |
2205.30 |
2212.50 |
-8.50 |
162,261 |
304,863 |
-5,221 |
Mar12 |
111129 |
2208.30 |
2239.00 |
2203.00 |
2207.80 |
-9.00 |
146 |
1,241 |
+14 |
Total Volume and Open Interest |
162,408 |
306,133 |
-5,208 |
S & P Midcap 400(CME) |
Dec11 |
111129 |
843.40 |
844.00 |
838.00 |
843.40 |
+2.20 |
184 |
6,243 |
+181 |
Mar12 |
111129 |
841.10 |
841.10 |
841.10 |
841.10 |
+2.30 |
|
|
|
Jun12 |
111129 |
839.10 |
839.10 |
839.10 |
839.10 |
+2.30 |
|
|
|
Total Volume and Open Interest |
184 |
6,243 |
+181 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111129 |
8385 |
8500 |
8355 |
8445 |
+55 |
5,924 |
29,736 |
-1 |
Mar12 |
111129 |
8465 |
8480 |
8390 |
8450 |
+60 |
41 |
73 |
+10 |
Total Volume and Open Interest |
5,965 |
29,809 |
+9 |
Nikkei 225(SGX) |
Dec11 |
111129 |
8295 |
8480 |
8290 |
8480 |
+180 |
80,334 |
235,717 |
+5,204 |
Mar12 |
111129 |
8290 |
8465 |
8290 |
8465 |
+180 |
643 |
21,217 |
+953 |
Jun12 |
111129 |
8390 |
8390 |
8390 |
8390 |
+180 |
0 |
18 |
-1 |
Total Volume and Open Interest |
81,039 |
262,767 |
+6,148 |
CAC 40(EURONEXT) |
Dec11 |
111129 |
3010.5 |
3047.0 |
2970.0 |
3024.5 |
+15.5 |
73,837 |
267,895 |
-71 |
Jan12 |
111129 |
3006.5 |
3041.0 |
2999.5 |
3020.0 |
+16.0 |
55 |
13,274 |
+32 |
Feb12 |
111129 |
3004.0 |
3024.5 |
3004.0 |
3024.5 |
+18.5 |
|
|
|
Total Volume and Open Interest |
74,007 |
281,296 |
+74 |
Hang Seng Index(HKFE) |
Nov11 |
111129 |
18185 |
18236 |
18054 |
18206 |
+186 |
93,133 |
59,840 |
-13,590 |
Dec11 |
111129 |
18133 |
18360 |
18013 |
18107 |
+109 |
38,548 |
53,772 |
+24,499 |
Total Volume and Open Interest |
131,931 |
116,261 |
+11,052 |
DAX(EUREX) |
Dec11 |
111129 |
5757.0 |
5829.0 |
5692.0 |
5796.0 |
+57.5 |
140,265 |
177,580 |
+5,323 |
Mar12 |
111129 |
5770.0 |
5832.5 |
5703.0 |
5804.0 |
+57.0 |
2,100 |
9,357 |
+961 |
Jun12 |
111129 |
5725.0 |
5840.0 |
5725.0 |
5821.5 |
+56.5 |
46 |
3,091 |
+5 |
Total Volume and Open Interest |
142,411 |
190,028 |
+6,289 |
FT-SE 100(EURONEXT) |
Dec11 |
111129 |
5305.00 |
5343.00 |
5275.00 |
5327.50 |
+15.00 |
92,774 |
638,299 |
+4,286 |
Mar12 |
111129 |
5290.00 |
5304.00 |
5241.50 |
5290.00 |
+13.50 |
3,283 |
14,680 |
+731 |
Jun12 |
111129 |
5222.00 |
5253.50 |
5222.00 |
5253.50 |
+14.00 |
5 |
525 |
-5 |
Total Volume and Open Interest |
96,062 |
653,504 |
+5,012 |
SPI 200(SFE) |
Dec11 |
111129 |
4090.0 |
4135.0 |
4047.0 |
4134.0 |
+56.0 |
36,037 |
210,349 |
-4,590 |
Mar12 |
111129 |
4054.0 |
4112.0 |
4050.0 |
4112.0 |
+56.0 |
159 |
3,303 |
-189 |
Jun12 |
111129 |
4118.0 |
4118.0 |
4118.0 |
4118.0 |
+58.0 |
32 |
1,488 |
+32 |
Total Volume and Open Interest |
36,228 |
216,380 |
-4,760 |
GSCI(CME) |
Dec11 |
111129 |
653.00 |
655.50 |
642.25 |
655.50 |
+12.25 |
113 |
8,077 |
-21 |
Jan12 |
111129 |
655.50 |
655.50 |
642.20 |
655.50 |
+13.25 |
0 |
1 |
+0 |
Feb12 |
111129 |
655.50 |
655.50 |
642.20 |
655.50 |
+13.25 |
|
|
|
Total Volume and Open Interest |
113 |
8,078 |
-21 |
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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