|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu December 01, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
111201 |
1133.25 |
1143.75 |
1116.25 |
1128.00 |
-3.25 |
95,258 |
219,419 |
+534 |
Mar12 |
111201 |
1142.75 |
1153.00 |
1126.50 |
1138.50 |
-2.50 |
32,081 |
96,686 |
+2,142 |
May12 |
111201 |
1154.00 |
1162.50 |
1137.00 |
1149.00 |
-2.00 |
14,624 |
79,545 |
+807 |
Jul12 |
111201 |
1163.25 |
1171.50 |
1146.75 |
1158.75 |
-1.00 |
14,646 |
63,023 |
+2,224 |
Aug12 |
111201 |
1165.50 |
1165.50 |
1150.50 |
1158.50 |
-0.25 |
80 |
686 |
-10 |
Sep12 |
111201 |
1152.25 |
1152.25 |
1151.25 |
1152.25 |
+1.00 |
40 |
507 |
-1 |
Nov12 |
111201 |
1151.00 |
1158.50 |
1137.00 |
1149.00 |
+2.25 |
3,629 |
48,987 |
-245 |
Total Volume and Open Interest |
160,639 |
522,741 |
+5,658 |
Soybean Meal(CBOT) |
Dec11 |
111201 |
289.70 |
291.60 |
283.30 |
287.20 |
-3.20 |
26,113 |
6,385 |
-8,879 |
Jan12 |
111201 |
291.50 |
293.40 |
285.20 |
289.00 |
-3.20 |
45,482 |
72,080 |
+4,396 |
Mar12 |
111201 |
293.90 |
296.00 |
288.00 |
292.10 |
-2.60 |
16,453 |
44,505 |
+2,252 |
May12 |
111201 |
297.40 |
298.50 |
291.40 |
295.30 |
-2.40 |
6,607 |
28,956 |
+585 |
Jul12 |
111201 |
300.70 |
302.30 |
295.50 |
299.40 |
-2.10 |
2,731 |
24,749 |
+396 |
Aug12 |
111201 |
303.10 |
303.10 |
297.00 |
300.70 |
-2.00 |
159 |
4,588 |
+49 |
Sep12 |
111201 |
303.80 |
303.80 |
297.90 |
301.40 |
-1.80 |
159 |
4,900 |
+0 |
Oct12 |
111201 |
301.40 |
301.40 |
295.90 |
299.70 |
-1.00 |
67 |
3,247 |
+11 |
Total Volume and Open Interest |
98,349 |
209,361 |
-1,139 |
Soybean Oil(CBOT) |
Dec11 |
111201 |
49.60 |
49.75 |
48.97 |
49.52 |
+0.25 |
33,103 |
11,529 |
-13,162 |
Jan12 |
111201 |
49.55 |
50.09 |
49.17 |
49.70 |
+0.20 |
68,415 |
125,923 |
+5,638 |
Mar12 |
111201 |
50.07 |
50.50 |
49.57 |
50.11 |
+0.18 |
30,106 |
83,465 |
+6,899 |
May12 |
111201 |
50.30 |
50.78 |
49.91 |
50.45 |
+0.21 |
6,546 |
40,969 |
+789 |
Jul12 |
111201 |
50.57 |
50.97 |
50.16 |
50.70 |
+0.24 |
3,208 |
30,010 |
+181 |
Aug12 |
111201 |
50.68 |
50.78 |
50.27 |
50.78 |
+0.24 |
182 |
3,752 |
+64 |
Sep12 |
111201 |
50.90 |
50.90 |
50.32 |
50.80 |
+0.25 |
199 |
4,677 |
-44 |
Oct12 |
111201 |
50.68 |
50.68 |
50.14 |
50.62 |
+0.27 |
117 |
4,622 |
+85 |
Total Volume and Open Interest |
142,773 |
320,391 |
+595 |
Canola(WCE) |
Jan12 |
111201 |
506.8 |
509.8 |
496.5 |
499.9 |
-2.6 |
7,061 |
72,769 |
-1,497 |
Mar12 |
111201 |
506.0 |
507.5 |
495.8 |
499.8 |
-3.0 |
7,393 |
41,538 |
+2,017 |
May12 |
111201 |
505.5 |
505.5 |
496.6 |
500.2 |
-3.9 |
1,863 |
15,695 |
+281 |
Jul12 |
111201 |
507.0 |
507.3 |
498.6 |
501.3 |
-4.8 |
2,051 |
11,096 |
+605 |
Nov12 |
111201 |
483.7 |
484.7 |
477.0 |
479.7 |
-3.2 |
1,064 |
14,181 |
+738 |
Total Volume and Open Interest |
19,436 |
155,534 |
+2,148 |
Corn(CBOT) |
Dec11 |
111201 |
602.00 |
606.00 |
590.75 |
594.75 |
-6.50 |
178,800 |
38,832 |
-72,122 |
Mar12 |
111201 |
608.75 |
612.50 |
597.50 |
601.50 |
-6.50 |
210,652 |
565,736 |
+24,137 |
May12 |
111201 |
615.25 |
619.25 |
605.00 |
609.25 |
-6.00 |
27,239 |
144,443 |
+1,110 |
Jul12 |
111201 |
619.25 |
623.00 |
609.50 |
614.25 |
-4.50 |
23,811 |
143,433 |
+3,150 |
Sep12 |
111201 |
575.00 |
578.25 |
570.50 |
574.75 |
unch |
2,067 |
35,320 |
-194 |
Dec12 |
111201 |
551.50 |
557.00 |
548.75 |
554.25 |
+2.25 |
12,390 |
175,249 |
-163 |
Total Volume and Open Interest |
455,627 |
1,156,942 |
-44,065 |
Wheat(CBOT) |
Dec11 |
111201 |
598.75 |
607.50 |
594.00 |
602.00 |
+6.25 |
23,141 |
8,882 |
-11,521 |
Mar12 |
111201 |
614.25 |
625.00 |
605.75 |
614.25 |
+0.25 |
63,277 |
182,763 |
+2,471 |
May12 |
111201 |
634.00 |
639.25 |
620.50 |
632.00 |
+2.00 |
5,863 |
57,698 |
-219 |
Jul12 |
111201 |
642.00 |
650.75 |
632.25 |
645.50 |
+3.50 |
8,012 |
63,343 |
+671 |
Sep12 |
111201 |
662.75 |
664.75 |
651.00 |
664.75 |
+3.50 |
632 |
13,298 |
+34 |
Total Volume and Open Interest |
104,809 |
369,175 |
-8,438 |
Wheat(KCBT) |
Dec11 |
111201 |
657.75 |
666.00 |
647.75 |
663.00 |
+12.00 |
9,327 |
2,514 |
-4,755 |
Mar12 |
111201 |
661.50 |
672.50 |
656.25 |
669.00 |
+8.00 |
15,371 |
72,073 |
-233 |
May12 |
111201 |
670.50 |
680.50 |
665.00 |
677.25 |
+7.50 |
2,194 |
13,010 |
+458 |
Jul12 |
111201 |
680.00 |
689.50 |
673.25 |
685.75 |
+7.25 |
4,006 |
35,535 |
+755 |
Sep12 |
111201 |
702.25 |
702.25 |
687.25 |
699.75 |
+7.75 |
437 |
5,871 |
+98 |
Total Volume and Open Interest |
31,494 |
134,769 |
-3,586 |
Wheat(MGE) |
Dec11 |
111201 |
836.25 |
854.50 |
836.00 |
854.50 |
+18.50 |
1,081 |
669 |
-762 |
Mar12 |
111201 |
823.25 |
833.75 |
820.00 |
832.25 |
+8.75 |
3,030 |
18,905 |
-160 |
May12 |
111201 |
813.00 |
815.00 |
802.25 |
812.25 |
+8.75 |
696 |
6,917 |
+50 |
Jul12 |
111201 |
802.25 |
804.75 |
795.50 |
804.50 |
+6.25 |
444 |
8,393 |
+39 |
Sep12 |
111201 |
782.00 |
790.00 |
777.00 |
788.50 |
+8.25 |
155 |
3,523 |
+32 |
Total Volume and Open Interest |
5,521 |
41,728 |
-729 |
Oats(CBOT) |
Dec11 |
111201 |
344.25 |
344.75 |
321.00 |
322.00 |
-21.75 |
667 |
827 |
-389 |
Mar12 |
111201 |
318.00 |
322.50 |
310.00 |
320.00 |
unch |
1,498 |
11,680 |
-100 |
May12 |
111201 |
315.00 |
317.00 |
311.00 |
316.75 |
-0.25 |
322 |
1,289 |
+19 |
Jul12 |
111201 |
316.75 |
320.00 |
316.75 |
316.75 |
-3.25 |
102 |
104 |
+52 |
Total Volume and Open Interest |
2,591 |
14,054 |
-416 |
Rough Rice(CBOT) |
Jan12 |
111201 |
14.80 |
14.95 |
14.64 |
14.77 |
-0.06 |
1,445 |
11,122 |
-542 |
Mar12 |
111201 |
15.13 |
15.24 |
14.94 |
15.07 |
-0.06 |
997 |
5,724 |
+772 |
May12 |
111201 |
15.53 |
15.53 |
15.26 |
15.35 |
-0.06 |
22 |
581 |
+2 |
Jul12 |
111201 |
15.72 |
15.72 |
15.59 |
15.62 |
-0.05 |
16 |
616 |
+6 |
Total Volume and Open Interest |
2,491 |
18,229 |
+243 |
Live Cattle(CME) |
Dec11 |
111201 |
121.950 |
122.450 |
121.480 |
121.900 |
+0.300 |
8,125 |
38,702 |
-2,436 |
Feb12 |
111201 |
123.800 |
124.180 |
123.150 |
123.730 |
+0.130 |
13,421 |
128,329 |
+734 |
Apr12 |
111201 |
126.785 |
127.400 |
126.450 |
126.850 |
+0.150 |
8,029 |
83,970 |
-125 |
Jun12 |
111201 |
125.200 |
126.080 |
124.950 |
125.850 |
+0.565 |
3,106 |
45,984 |
+707 |
Aug12 |
111201 |
125.285 |
126.000 |
125.000 |
125.900 |
+0.350 |
684 |
9,647 |
+154 |
Oct12 |
111201 |
127.900 |
128.325 |
127.650 |
128.200 |
+0.015 |
367 |
5,638 |
+14 |
Total Volume and Open Interest |
33,773 |
316,924 |
-939 |
Feeder Cattle(CME) |
Jan12 |
111201 |
146.450 |
146.685 |
145.300 |
146.100 |
+0.065 |
2,059 |
15,599 |
-637 |
Mar12 |
111201 |
148.400 |
148.800 |
147.685 |
148.350 |
+0.165 |
1,288 |
6,681 |
+127 |
Apr12 |
111201 |
149.235 |
149.800 |
148.935 |
149.575 |
+0.500 |
127 |
2,783 |
+6 |
May12 |
111201 |
150.000 |
150.735 |
149.600 |
150.500 |
+0.500 |
123 |
2,890 |
+12 |
Aug12 |
111201 |
151.300 |
151.900 |
150.985 |
151.900 |
+0.415 |
114 |
3,247 |
+16 |
Sep12 |
111201 |
151.750 |
152.250 |
151.200 |
152.250 |
+0.250 |
20 |
455 |
+10 |
Oct12 |
111201 |
151.900 |
152.400 |
151.900 |
152.100 |
unch |
2 |
102 |
+0 |
Total Volume and Open Interest |
3,733 |
31,760 |
-466 |
Lean Hogs(CME) |
Dec11 |
111201 |
88.180 |
88.480 |
87.450 |
87.580 |
-0.600 |
6,249 |
21,013 |
-2,378 |
Feb12 |
111201 |
91.750 |
91.950 |
90.250 |
90.285 |
-1.295 |
16,013 |
96,567 |
+2,190 |
Apr12 |
111201 |
93.650 |
93.830 |
92.750 |
92.800 |
-0.500 |
5,575 |
64,306 |
+1,294 |
May12 |
111201 |
98.400 |
98.800 |
98.300 |
98.800 |
-0.350 |
74 |
2,322 |
+16 |
Jun12 |
111201 |
100.330 |
100.650 |
99.650 |
100.035 |
-0.395 |
3,652 |
44,014 |
+987 |
Jul12 |
111201 |
98.830 |
98.900 |
98.350 |
98.850 |
-0.380 |
246 |
10,318 |
+64 |
Aug12 |
111201 |
97.600 |
97.930 |
96.980 |
97.300 |
-0.630 |
921 |
14,378 |
+183 |
Oct12 |
111201 |
85.730 |
86.100 |
85.200 |
85.800 |
-0.500 |
577 |
7,964 |
+220 |
Total Volume and Open Interest |
33,632 |
264,231 |
+2,687 |
Class III Milk(CME) |
Dec11 |
111201 |
18.50 |
18.64 |
18.41 |
18.61 |
+0.18 |
246 |
5,902 |
-33 |
Jan12 |
111201 |
17.27 |
17.36 |
17.10 |
17.34 |
+0.15 |
236 |
4,646 |
+50 |
Feb12 |
111201 |
16.89 |
17.15 |
16.89 |
17.14 |
+0.24 |
117 |
3,241 |
+49 |
Mar12 |
111201 |
16.98 |
17.07 |
16.93 |
17.03 |
+0.10 |
43 |
2,771 |
+8 |
Apr12 |
111201 |
16.90 |
16.93 |
16.83 |
16.93 |
+0.08 |
58 |
2,137 |
+30 |
Total Volume and Open Interest |
834 |
35,669 |
+140 |
Cocoa(ICE) |
Dec11 |
111201 |
2164 |
2177 |
2077 |
2079 |
-83 |
0 |
113 |
-22 |
Mar12 |
111201 |
2305 |
2324 |
2275 |
2287 |
-18 |
12,029 |
81,389 |
+358 |
May12 |
111201 |
2317 |
2329 |
2291 |
2298 |
-19 |
1,430 |
30,018 |
+484 |
Jul12 |
111201 |
2328 |
2337 |
2310 |
2314 |
-17 |
477 |
14,637 |
+31 |
Sep12 |
111201 |
2329 |
2331 |
2320 |
2324 |
-17 |
428 |
12,710 |
+208 |
Dec12 |
111201 |
2342 |
2342 |
2332 |
2336 |
-18 |
254 |
12,924 |
+36 |
Mar13 |
111201 |
2353 |
2356 |
2351 |
2351 |
-17 |
36 |
4,120 |
+7 |
Total Volume and Open Interest |
14,694 |
158,826 |
+1,133 |
Coffee "C"(ICE) |
Dec11 |
111201 |
233.20 |
235.70 |
231.55 |
233.20 |
-0.60 |
128 |
271 |
-45 |
Mar12 |
111201 |
236.10 |
238.95 |
233.60 |
235.70 |
-1.20 |
8,746 |
58,762 |
+203 |
May12 |
111201 |
238.00 |
240.80 |
236.00 |
238.00 |
-1.15 |
2,145 |
20,107 |
-340 |
Jul12 |
111201 |
238.45 |
242.55 |
238.10 |
239.95 |
-1.05 |
624 |
6,882 |
-97 |
Sep12 |
111201 |
239.65 |
243.40 |
239.65 |
241.10 |
-0.90 |
360 |
5,793 |
-53 |
Dec12 |
111201 |
240.95 |
244.50 |
240.95 |
242.40 |
-0.85 |
107 |
6,662 |
+89 |
Total Volume and Open Interest |
12,123 |
99,583 |
-238 |
Orange Juice(ICE) |
Jan12 |
111201 |
176.45 |
178.00 |
176.05 |
177.25 |
+1.15 |
991 |
19,843 |
-621 |
Mar12 |
111201 |
172.80 |
173.50 |
172.00 |
172.70 |
+0.35 |
571 |
6,180 |
+607 |
May12 |
111201 |
171.80 |
171.80 |
171.00 |
171.75 |
+0.65 |
4 |
1,714 |
+1 |
Jul12 |
111201 |
171.70 |
171.95 |
170.55 |
171.95 |
+0.80 |
0 |
451 |
+0 |
Sep12 |
111201 |
171.35 |
171.35 |
171.35 |
171.35 |
+0.80 |
0 |
53 |
+0 |
Nov12 |
111201 |
171.00 |
171.00 |
171.00 |
171.00 |
+0.80 |
0 |
8 |
+0 |
Total Volume and Open Interest |
1,566 |
28,255 |
-13 |
Sugar #11(ICE) |
Mar12 |
111201 |
23.69 |
23.88 |
23.44 |
23.59 |
-0.10 |
37,134 |
214,287 |
+403 |
May12 |
111201 |
23.36 |
23.46 |
23.06 |
23.28 |
-0.05 |
14,822 |
83,703 |
+988 |
Jul12 |
111201 |
23.02 |
23.06 |
22.70 |
23.01 |
+0.05 |
8,224 |
85,793 |
-677 |
Oct12 |
111201 |
23.07 |
23.16 |
22.82 |
23.15 |
+0.08 |
5,167 |
47,082 |
+823 |
Mar13 |
111201 |
23.31 |
23.57 |
23.16 |
23.54 |
+0.11 |
2,280 |
30,898 |
-628 |
Total Volume and Open Interest |
75,331 |
504,829 |
+2,748 |
London Cocoa(LCE) |
Dec11 |
111201 |
1443 |
1450 |
1428 |
1429 |
-11 |
3,716 |
65,884 |
-900 |
Mar12 |
111201 |
1466 |
1479 |
1456 |
1460 |
-5 |
10,740 |
66,563 |
+556 |
May12 |
111201 |
1482 |
1491 |
1472 |
1477 |
-4 |
2,049 |
21,421 |
+313 |
Jul12 |
111201 |
1497 |
1505 |
1488 |
1493 |
-3 |
1,721 |
24,167 |
+243 |
Sep12 |
111201 |
1509 |
1520 |
1501 |
1505 |
-3 |
823 |
16,981 |
+197 |
Dec12 |
111201 |
1515 |
1530 |
1515 |
1518 |
-2 |
628 |
12,861 |
+18 |
Mar13 |
111201 |
1531 |
1531 |
1531 |
1531 |
-1 |
219 |
7,404 |
-49 |
Total Volume and Open Interest |
20,122 |
217,890 |
+449 |
London Sugar(LCE) |
Mar12 |
111201 |
610.00 |
618.80 |
608.00 |
617.20 |
+3.60 |
3,497 |
24,196 |
-76 |
May12 |
111201 |
603.00 |
610.20 |
601.20 |
609.70 |
+3.10 |
499 |
7,046 |
+62 |
Aug12 |
111201 |
598.10 |
604.30 |
596.80 |
603.20 |
+2.00 |
390 |
8,478 |
+45 |
Oct12 |
111201 |
597.10 |
604.80 |
597.10 |
603.90 |
+2.40 |
216 |
3,483 |
+31 |
Dec12 |
111201 |
606.00 |
608.40 |
603.40 |
608.40 |
+3.00 |
112 |
1,337 |
+43 |
Total Volume and Open Interest |
4,722 |
45,460 |
+113 |
Cotton(ICE) |
Dec11 |
111201 |
92.00 |
92.00 |
90.70 |
90.70 |
+0.39 |
98 |
434 |
-78 |
Mar12 |
111201 |
91.02 |
92.77 |
90.83 |
91.30 |
+0.39 |
13,568 |
93,479 |
+1,747 |
May12 |
111201 |
90.40 |
92.10 |
90.30 |
90.99 |
+0.60 |
2,983 |
17,906 |
+136 |
Jul12 |
111201 |
90.21 |
91.30 |
89.70 |
90.66 |
+0.85 |
881 |
17,527 |
-313 |
Oct12 |
111201 |
90.25 |
90.25 |
90.25 |
90.25 |
+0.77 |
3 |
85 |
+0 |
Dec12 |
111201 |
89.27 |
89.27 |
88.00 |
88.83 |
+0.40 |
271 |
7,502 |
+147 |
Total Volume and Open Interest |
17,815 |
138,214 |
+1,641 |
Lumber(CME) |
Jan12 |
111201 |
221.3 |
226.8 |
218.7 |
219.6 |
+1.4 |
1,027 |
6,697 |
+69 |
Mar12 |
111201 |
240.0 |
245.1 |
237.6 |
241.4 |
-1.6 |
532 |
2,610 |
+205 |
May12 |
111201 |
256.8 |
256.8 |
252.1 |
252.5 |
-2.9 |
253 |
530 |
+61 |
Jul12 |
111201 |
269.0 |
269.0 |
262.0 |
262.0 |
-2.8 |
3 |
267 |
-1 |
Total Volume and Open Interest |
1,816 |
10,219 |
+334 |
Crude Oil(NYM) |
Jan12 |
111201 |
100.51 |
101.17 |
98.87 |
100.20 |
-0.16 |
320,858 |
309,464 |
-8,694 |
Feb12 |
111201 |
100.49 |
101.20 |
98.96 |
100.33 |
-0.13 |
74,483 |
105,543 |
+5,279 |
Mar12 |
111201 |
100.70 |
101.29 |
99.03 |
100.45 |
-0.10 |
46,618 |
105,919 |
+1,053 |
Apr12 |
111201 |
100.67 |
101.12 |
99.05 |
100.49 |
-0.07 |
17,682 |
44,754 |
+2,188 |
May12 |
111201 |
100.63 |
100.88 |
98.98 |
100.42 |
-0.03 |
14,055 |
40,554 |
+1,920 |
Jun12 |
111201 |
100.33 |
100.84 |
98.79 |
100.23 |
+0.02 |
38,888 |
76,886 |
-88 |
Jul12 |
111201 |
99.62 |
100.08 |
98.63 |
99.97 |
+0.10 |
6,844 |
33,994 |
+29 |
Aug12 |
111201 |
99.78 |
99.95 |
98.40 |
99.68 |
+0.19 |
4,663 |
25,125 |
+754 |
Sep12 |
111201 |
98.86 |
99.40 |
97.88 |
99.39 |
+0.27 |
7,833 |
29,985 |
+497 |
Oct12 |
111201 |
98.87 |
99.10 |
97.77 |
99.10 |
+0.36 |
3,791 |
27,420 |
+389 |
Nov12 |
111201 |
98.54 |
98.85 |
97.53 |
98.85 |
+0.45 |
2,798 |
27,227 |
+157 |
Dec12 |
111201 |
98.35 |
98.77 |
96.95 |
98.58 |
+0.51 |
36,783 |
165,892 |
+1,949 |
Jan13 |
111201 |
98.18 |
98.18 |
98.18 |
98.18 |
+0.56 |
1,234 |
29,603 |
+396 |
Feb13 |
111201 |
97.75 |
97.75 |
97.75 |
97.75 |
+0.62 |
479 |
11,105 |
-183 |
Mar13 |
111201 |
97.20 |
97.34 |
97.20 |
97.34 |
+0.68 |
695 |
10,448 |
+129 |
Apr13 |
111201 |
96.94 |
96.94 |
96.94 |
96.94 |
+0.72 |
495 |
5,666 |
+136 |
Total Volume and Open Interest |
611,677 |
1,302,512 |
+7,062 |
e-miNY Crude Oil(NYM) |
Dec11 |
111117 |
101.675 |
103.375 |
98.375 |
98.825 |
-3.775 |
7,409 |
2,981 |
+164 |
Jan12 |
111201 |
100.550 |
101.150 |
98.850 |
100.200 |
-0.150 |
9,817 |
2,279 |
+164 |
Feb12 |
111201 |
100.625 |
101.125 |
99.000 |
100.325 |
-0.125 |
235 |
356 |
+34 |
Mar12 |
111201 |
100.800 |
101.175 |
99.200 |
100.450 |
-0.100 |
74 |
204 |
-2 |
Apr12 |
111201 |
100.175 |
100.500 |
99.450 |
100.500 |
-0.050 |
204 |
225 |
+203 |
May12 |
111201 |
100.425 |
100.425 |
100.425 |
100.425 |
-0.025 |
0 |
8 |
+0 |
Jun12 |
111201 |
99.175 |
100.225 |
99.025 |
100.225 |
+0.025 |
1 |
14 |
+1 |
Jul12 |
111201 |
99.975 |
99.975 |
99.975 |
99.975 |
+0.100 |
0 |
4 |
+0 |
Aug12 |
111201 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.175 |
0 |
5 |
+0 |
Sep12 |
111201 |
99.400 |
99.400 |
99.400 |
99.400 |
+0.275 |
|
|
|
Total Volume and Open Interest |
10,341 |
3,326 |
+410 |
Heating Oil(NYM) |
Jan12 |
111201 |
302.51 |
304.01 |
296.20 |
296.95 |
-5.56 |
65,516 |
92,100 |
+7,348 |
Feb12 |
111201 |
303.90 |
304.82 |
297.24 |
298.14 |
-5.15 |
22,678 |
38,657 |
+1,485 |
Mar12 |
111201 |
303.08 |
303.57 |
297.10 |
298.14 |
-4.59 |
13,014 |
27,657 |
-11 |
Apr12 |
111201 |
299.76 |
301.46 |
295.52 |
296.75 |
-3.78 |
6,357 |
17,314 |
+700 |
May12 |
111201 |
299.05 |
299.05 |
294.00 |
294.71 |
-3.24 |
5,264 |
12,773 |
-486 |
Jun12 |
111201 |
297.06 |
298.04 |
291.91 |
293.36 |
-2.87 |
10,562 |
30,171 |
-928 |
Jul12 |
111201 |
295.34 |
296.46 |
292.68 |
293.29 |
-2.59 |
572 |
7,898 |
-103 |
Aug12 |
111201 |
296.55 |
296.55 |
292.10 |
293.49 |
-2.45 |
367 |
4,326 |
+15 |
Sep12 |
111201 |
298.24 |
298.24 |
292.80 |
294.19 |
-2.39 |
976 |
6,046 |
+703 |
Oct12 |
111201 |
296.88 |
298.19 |
293.70 |
295.22 |
-2.28 |
230 |
2,434 |
+14 |
Nov12 |
111201 |
295.70 |
296.30 |
295.57 |
296.20 |
-2.17 |
197 |
1,562 |
+33 |
Dec12 |
111201 |
298.93 |
298.93 |
295.36 |
296.96 |
-2.07 |
1,184 |
18,045 |
+197 |
Total Volume and Open Interest |
160,302 |
271,199 |
+602 |
Gasoline(NYMEX) |
Jan12 |
111201 |
256.00 |
261.86 |
252.64 |
255.79 |
-0.05 |
49,842 |
87,528 |
+4,255 |
Feb12 |
111201 |
257.65 |
261.31 |
254.19 |
257.25 |
-0.19 |
21,146 |
29,597 |
+1,387 |
Mar12 |
111201 |
259.37 |
262.28 |
256.28 |
259.12 |
-0.27 |
12,610 |
30,490 |
+541 |
Apr12 |
111201 |
275.22 |
275.98 |
270.78 |
273.79 |
-0.23 |
5,933 |
24,568 |
+412 |
May12 |
111201 |
274.50 |
275.63 |
272.27 |
273.76 |
-0.25 |
5,010 |
18,141 |
+445 |
Jun12 |
111201 |
272.50 |
274.38 |
269.32 |
272.18 |
-0.02 |
4,562 |
26,647 |
+536 |
Jul12 |
111201 |
270.30 |
271.97 |
269.79 |
269.96 |
+0.18 |
789 |
7,505 |
+25 |
Aug12 |
111201 |
267.16 |
267.60 |
267.10 |
267.60 |
+0.37 |
401 |
8,118 |
-7 |
Sep12 |
111201 |
264.55 |
264.90 |
264.42 |
264.90 |
+0.40 |
769 |
6,160 |
-381 |
Oct12 |
111201 |
251.90 |
252.34 |
251.90 |
252.34 |
+0.49 |
1,000 |
4,483 |
-599 |
Total Volume and Open Interest |
132,583 |
266,266 |
+207 |
e-miNY RBOB Gasoline(NYM) |
Jan12 |
111201 |
255.80 |
255.80 |
255.79 |
255.80 |
unch |
0 |
1 |
+0 |
Feb12 |
111201 |
257.30 |
257.30 |
257.25 |
257.30 |
-0.10 |
0 |
1 |
+0 |
Mar12 |
111201 |
259.10 |
259.12 |
259.10 |
259.10 |
-0.30 |
|
|
|
Apr12 |
111201 |
273.80 |
273.80 |
273.79 |
273.80 |
-0.20 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Jan12 |
111201 |
3.575 |
3.689 |
3.541 |
3.648 |
+0.098 |
128,907 |
290,354 |
-7,563 |
Feb12 |
111201 |
3.587 |
3.711 |
3.572 |
3.675 |
+0.097 |
35,217 |
97,286 |
+976 |
Mar12 |
111201 |
3.601 |
3.711 |
3.576 |
3.680 |
+0.099 |
34,865 |
126,204 |
+1,218 |
Apr12 |
111201 |
3.635 |
3.740 |
3.615 |
3.710 |
+0.094 |
22,082 |
98,169 |
+1,112 |
May12 |
111201 |
3.676 |
3.777 |
3.658 |
3.746 |
+0.088 |
8,270 |
43,392 |
+442 |
Jun12 |
111201 |
3.717 |
3.812 |
3.700 |
3.786 |
+0.084 |
5,167 |
22,324 |
+810 |
Jul12 |
111201 |
3.780 |
3.868 |
3.753 |
3.839 |
+0.084 |
4,250 |
19,070 |
+84 |
Aug12 |
111201 |
3.796 |
3.893 |
3.781 |
3.869 |
+0.085 |
2,186 |
15,796 |
-231 |
Sep12 |
111201 |
3.799 |
3.895 |
3.783 |
3.872 |
+0.086 |
2,847 |
14,413 |
+425 |
Oct12 |
111201 |
3.834 |
3.933 |
3.820 |
3.909 |
+0.087 |
8,355 |
55,447 |
-140 |
Nov12 |
111201 |
4.000 |
4.065 |
3.965 |
4.046 |
+0.082 |
3,237 |
23,024 |
+193 |
Dec12 |
111201 |
4.272 |
4.341 |
4.250 |
4.324 |
+0.072 |
3,814 |
24,338 |
+15 |
Jan13 |
111201 |
4.400 |
4.468 |
4.373 |
4.452 |
+0.069 |
7,632 |
28,807 |
+152 |
Feb13 |
111201 |
4.396 |
4.459 |
4.367 |
4.437 |
+0.068 |
236 |
6,462 |
+58 |
Mar13 |
111201 |
4.345 |
4.384 |
4.321 |
4.384 |
+0.067 |
609 |
14,431 |
+235 |
Apr13 |
111201 |
4.250 |
4.290 |
4.225 |
4.290 |
+0.063 |
935 |
22,944 |
-451 |
Total Volume and Open Interest |
270,281 |
955,095 |
-1,826 |
Brent Crude Oil(ICE) |
Jan12 |
111201 |
110.75 |
111.24 |
108.18 |
108.99 |
-1.53 |
223,508 |
157,724 |
-13,079 |
Feb12 |
111201 |
109.91 |
110.63 |
107.89 |
108.71 |
-1.27 |
124,915 |
144,845 |
-48 |
Mar12 |
111201 |
109.43 |
110.07 |
107.53 |
108.39 |
-1.09 |
79,648 |
86,922 |
+5,589 |
Apr12 |
111201 |
109.06 |
109.62 |
107.27 |
108.19 |
-0.89 |
42,697 |
41,084 |
+2,405 |
May12 |
111201 |
108.45 |
109.19 |
107.01 |
107.97 |
-0.70 |
24,558 |
25,910 |
+1,776 |
Jun12 |
111201 |
107.99 |
108.75 |
106.67 |
107.71 |
-0.52 |
50,696 |
67,877 |
-357 |
Jul12 |
111201 |
107.50 |
108.27 |
106.39 |
107.42 |
-0.40 |
8,377 |
19,381 |
-991 |
Aug12 |
111201 |
107.81 |
107.81 |
106.02 |
107.07 |
-0.31 |
5,095 |
26,826 |
+359 |
Sep12 |
111201 |
107.29 |
107.29 |
105.58 |
106.65 |
-0.23 |
7,225 |
32,554 |
+957 |
Oct12 |
111201 |
106.27 |
106.27 |
106.27 |
106.27 |
-0.15 |
3,582 |
13,479 |
-90 |
Nov12 |
111201 |
105.91 |
105.91 |
105.91 |
105.91 |
-0.07 |
2,146 |
17,788 |
-65 |
Dec12 |
111201 |
105.44 |
105.98 |
104.39 |
105.50 |
-0.02 |
35,824 |
103,701 |
+1,500 |
Jan13 |
111201 |
105.12 |
105.12 |
105.12 |
105.12 |
+0.02 |
1,684 |
9,994 |
+284 |
Feb13 |
111201 |
104.70 |
104.70 |
104.70 |
104.70 |
+0.05 |
487 |
6,117 |
+79 |
Total Volume and Open Interest |
633,424 |
914,717 |
+4,063 |
Gas Oil(ICE) |
Dec11 |
111201 |
961.00 |
968.75 |
943.50 |
946.00 |
-19.25 |
66,187 |
103,951 |
-4,744 |
Jan12 |
111201 |
953.25 |
959.50 |
936.00 |
938.25 |
-18.25 |
114,328 |
114,460 |
+5,655 |
Feb12 |
111201 |
949.00 |
953.75 |
932.00 |
934.00 |
-16.75 |
41,557 |
49,294 |
+4,024 |
Mar12 |
111201 |
943.75 |
948.50 |
928.50 |
930.50 |
-15.50 |
26,152 |
42,725 |
+2 |
Apr12 |
111201 |
939.25 |
944.00 |
925.50 |
927.25 |
-14.00 |
12,757 |
23,442 |
+944 |
May12 |
111201 |
939.75 |
939.75 |
922.25 |
924.00 |
-13.25 |
7,932 |
26,293 |
-535 |
Jun12 |
111201 |
932.75 |
937.75 |
921.00 |
922.25 |
-12.50 |
17,333 |
51,075 |
+512 |
Jul12 |
111201 |
935.00 |
937.75 |
921.50 |
923.00 |
-12.00 |
2,978 |
17,938 |
+294 |
Aug12 |
111201 |
931.00 |
931.25 |
922.75 |
923.50 |
-11.50 |
1,717 |
12,526 |
+325 |
Sep12 |
111201 |
931.00 |
931.00 |
922.25 |
923.75 |
-10.75 |
1,419 |
12,316 |
-101 |
Total Volume and Open Interest |
301,945 |
546,280 |
+6,883 |
Ethanol(CBOT) |
Dec11 |
111201 |
2.490 |
2.540 |
2.490 |
2.527 |
+0.043 |
232 |
261 |
-126 |
Jan12 |
111201 |
2.258 |
2.260 |
2.225 |
2.237 |
-0.021 |
414 |
1,438 |
-37 |
Feb12 |
111201 |
2.195 |
2.200 |
2.173 |
2.176 |
-0.019 |
147 |
1,121 |
+51 |
Mar12 |
111201 |
2.193 |
2.195 |
2.183 |
2.188 |
-0.022 |
55 |
1,475 |
+5 |
Apr12 |
111201 |
2.197 |
2.197 |
2.187 |
2.187 |
-0.015 |
14 |
667 |
-2 |
May12 |
111201 |
2.212 |
2.212 |
2.200 |
2.204 |
-0.013 |
14 |
799 |
+0 |
Jun12 |
111201 |
2.214 |
2.222 |
2.211 |
2.214 |
-0.017 |
11 |
619 |
+3 |
Jul12 |
111201 |
2.237 |
2.237 |
2.215 |
2.226 |
-0.015 |
4 |
853 |
+4 |
Total Volume and Open Interest |
1,236 |
10,144 |
-319 |
WTI Crude Oil(ICE) |
Jan12 |
111201 |
100.61 |
101.16 |
98.88 |
100.20 |
-0.16 |
67,715 |
69,029 |
-1,011 |
Feb12 |
111201 |
100.62 |
101.23 |
98.98 |
100.33 |
-0.13 |
19,060 |
47,341 |
+1,447 |
Mar12 |
111201 |
100.65 |
101.28 |
99.11 |
100.45 |
-0.10 |
16,490 |
34,792 |
-1,005 |
Apr12 |
111201 |
100.87 |
101.09 |
99.25 |
100.49 |
-0.07 |
9,182 |
20,573 |
+1,403 |
May12 |
111201 |
100.47 |
100.96 |
99.15 |
100.42 |
-0.03 |
6,954 |
11,592 |
+1,388 |
Jun12 |
111201 |
100.20 |
100.84 |
98.87 |
100.23 |
+0.02 |
18,158 |
41,510 |
-545 |
Jul12 |
111201 |
99.33 |
100.38 |
98.64 |
99.97 |
+0.10 |
3,154 |
8,780 |
+117 |
Aug12 |
111201 |
99.47 |
100.02 |
98.31 |
99.68 |
+0.19 |
1,736 |
6,960 |
+245 |
Sep12 |
111201 |
99.39 |
99.66 |
97.98 |
99.39 |
+0.27 |
2,418 |
12,039 |
+165 |
Oct12 |
111201 |
99.10 |
99.10 |
99.10 |
99.10 |
+0.36 |
1,047 |
5,429 |
+156 |
Nov12 |
111201 |
98.85 |
98.85 |
98.85 |
98.85 |
+0.45 |
750 |
4,583 |
+169 |
Dec12 |
111201 |
98.29 |
98.78 |
97.03 |
98.58 |
+0.51 |
7,207 |
61,947 |
+65 |
Jan13 |
111201 |
98.18 |
98.18 |
98.18 |
98.18 |
+0.56 |
44 |
3,210 |
+20 |
Feb13 |
111201 |
97.75 |
97.75 |
97.75 |
97.75 |
+0.62 |
0 |
640 |
+0 |
Mar13 |
111201 |
97.34 |
97.34 |
97.34 |
97.34 |
+0.68 |
0 |
1,584 |
+0 |
Apr13 |
111201 |
96.94 |
96.94 |
96.94 |
96.94 |
+0.72 |
0 |
389 |
+0 |
Total Volume and Open Interest |
157,990 |
420,262 |
+2,752 |
US Dollar Index(ICE) |
Dec11 |
111201 |
78.485 |
78.640 |
78.145 |
78.433 |
-0.057 |
20,979 |
57,824 |
-825 |
Mar12 |
111201 |
78.870 |
79.005 |
78.620 |
78.863 |
-0.027 |
164 |
817 |
+36 |
Jun12 |
111201 |
79.283 |
79.283 |
79.283 |
79.283 |
-0.027 |
|
|
|
Total Volume and Open Interest |
21,143 |
58,641 |
-789 |
Australian Dollar(CME) |
Dec11 |
111201 |
102.51 |
102.51 |
101.32 |
102.20 |
-0.19 |
144,209 |
117,239 |
-14,255 |
Mar12 |
111201 |
101.45 |
101.45 |
100.33 |
101.19 |
-0.20 |
6,757 |
7,358 |
+6,218 |
Jun12 |
111201 |
100.40 |
100.60 |
100.40 |
100.40 |
-0.20 |
0 |
36 |
+0 |
Total Volume and Open Interest |
150,966 |
124,760 |
-8,037 |
British Pound(CME) |
Dec11 |
111201 |
156.97 |
157.53 |
156.34 |
156.83 |
-0.14 |
90,570 |
185,034 |
-5,949 |
Mar12 |
111201 |
156.85 |
157.25 |
156.23 |
156.70 |
-0.14 |
3,647 |
5,679 |
+3,461 |
Jun12 |
111201 |
156.55 |
156.71 |
156.55 |
156.55 |
-0.16 |
5 |
10 |
+0 |
Total Volume and Open Interest |
94,222 |
190,728 |
-2,488 |
Canadian Dollar(CME) |
Dec11 |
111201 |
98.11 |
98.61 |
97.78 |
98.52 |
+0.51 |
77,817 |
127,168 |
+513 |
Mar12 |
111201 |
97.92 |
98.40 |
97.58 |
98.32 |
+0.51 |
6,184 |
13,117 |
+5,594 |
Jun12 |
111201 |
97.95 |
98.25 |
97.67 |
98.16 |
+0.49 |
133 |
1,888 |
+110 |
Sep12 |
111201 |
97.58 |
98.05 |
97.54 |
98.05 |
+0.51 |
57 |
852 |
+47 |
Total Volume and Open Interest |
84,226 |
143,231 |
+6,291 |
Japanese Yen(CME) |
Dec11 |
111201 |
128.92 |
129.10 |
128.52 |
128.55 |
-0.44 |
81,073 |
160,574 |
-2,770 |
Mar12 |
111201 |
129.12 |
129.30 |
128.80 |
128.82 |
-0.43 |
5,287 |
5,661 |
+4,558 |
Jun12 |
111201 |
129.20 |
129.51 |
129.07 |
129.07 |
-0.44 |
10 |
39 |
+10 |
Total Volume and Open Interest |
86,370 |
166,279 |
+1,798 |
Swiss Franc(CME) |
Dec11 |
111201 |
109.47 |
110.27 |
108.77 |
109.12 |
-0.44 |
19,089 |
36,499 |
+884 |
Mar12 |
111201 |
109.62 |
110.47 |
109.04 |
109.33 |
-0.40 |
75 |
714 |
+20 |
Jun12 |
111201 |
109.58 |
110.00 |
109.58 |
109.58 |
-0.42 |
0 |
6 |
+0 |
Total Volume and Open Interest |
19,164 |
37,224 |
+904 |
EuroFX(CME) |
Dec11 |
111201 |
134.42 |
135.22 |
134.17 |
134.56 |
+0.20 |
306,908 |
266,183 |
+5,796 |
Mar12 |
111201 |
134.50 |
135.30 |
134.33 |
134.65 |
+0.18 |
2,757 |
10,303 |
+515 |
Jun12 |
111201 |
134.83 |
135.18 |
134.62 |
134.72 |
+0.10 |
6 |
1,007 |
+0 |
Total Volume and Open Interest |
309,672 |
277,511 |
+6,311 |
Mexican Peso(CME) |
Dec11 |
111201 |
733.2 |
738.0 |
730.0 |
736.5 |
+6.2 |
35,627 |
75,325 |
-425 |
Jan12 |
111201 |
734.8 |
734.8 |
728.5 |
734.8 |
+6.2 |
0 |
95 |
+0 |
Total Volume and Open Interest |
38,431 |
120,894 |
+1,591 |
Brazilian Real(CME) |
Jan12 |
111201 |
552.05 |
556.40 |
547.95 |
547.95 |
+0.25 |
0 |
10,199 |
+0 |
Feb12 |
111201 |
545.65 |
545.65 |
545.65 |
545.65 |
+1.30 |
|
|
|
Mar12 |
111201 |
546.50 |
546.50 |
543.35 |
543.35 |
+1.30 |
392 |
3,298 |
+62 |
Apr12 |
111201 |
541.05 |
541.05 |
541.05 |
541.05 |
+1.30 |
|
|
|
Total Volume and Open Interest |
669 |
31,695 |
+48 |
30-Year T-Bonds(CBOT) |
Dec11 |
111201 |
141~170 |
142~000 |
140~060 |
140~210 |
-0~310 |
493,664 |
88,352 |
-85,096 |
Mar12 |
111201 |
141~110 |
141~240 |
139~270 |
140~100 |
-1~020 |
316,079 |
569,774 |
+105,594 |
Jun12 |
111201 |
139~290 |
140~130 |
138~260 |
138~310 |
-1~030 |
0 |
15 |
+0 |
Total Volume and Open Interest |
809,743 |
658,141 |
+20,498 |
10-Year T-Notes(CBOT) |
Dec11 |
111201 |
130~040 |
130~115 |
129~240 |
129~315 |
-0~055 |
1,398,799 |
280,726 |
-349,637 |
Mar12 |
111201 |
129~105 |
129~175 |
128~285 |
129~045 |
-0~065 |
857,707 |
1,275,717 |
+248,082 |
Jun12 |
111201 |
128~045 |
128~045 |
128~045 |
128~045 |
-0~065 |
|
|
|
Total Volume and Open Interest |
2,256,506 |
1,556,443 |
-101,555 |
5-Year T-Notes(CBOT) |
Dec11 |
111201 |
122~127 |
123~016 |
122~110 |
122~119 |
-0~010 |
910,309 |
222,883 |
-263,517 |
Mar12 |
111201 |
122~080 |
122~095 |
122~059 |
122~070 |
-0~012 |
715,886 |
1,114,286 |
+235,623 |
Jun12 |
111201 |
121~094 |
121~106 |
121~094 |
121~094 |
-0~012 |
|
|
|
Total Volume and Open Interest |
1,626,195 |
1,337,169 |
-27,894 |
2 Year T-Notes(CBOT) |
Dec11 |
111201 |
110~025 |
110~027 |
110~022 |
110~023 |
-0~002 |
395,005 |
119,307 |
-153,327 |
Mar12 |
111201 |
110~031 |
110~033 |
110~028 |
110~029 |
-0~003 |
333,394 |
621,490 |
+146,609 |
Jun12 |
111201 |
109~125 |
110~000 |
109~125 |
109~125 |
-0~003 |
|
|
|
Total Volume and Open Interest |
728,399 |
740,797 |
-6,718 |
Eurodollars(CME) |
Dec11 |
111201 |
99.467 |
99.482 |
99.460 |
99.473 |
+0.005 |
203,125 |
1,057,815 |
-3,435 |
Mar12 |
111201 |
99.400 |
99.435 |
99.385 |
99.410 |
+0.010 |
293,154 |
983,799 |
+994 |
Jun12 |
111201 |
99.360 |
99.395 |
99.340 |
99.355 |
-0.005 |
171,625 |
1,133,969 |
-11,318 |
Sep12 |
111201 |
99.340 |
99.380 |
99.315 |
99.325 |
-0.020 |
144,705 |
771,691 |
+823 |
Dec12 |
111201 |
99.330 |
99.365 |
99.290 |
99.305 |
-0.030 |
133,453 |
787,302 |
-12,584 |
Mar13 |
111201 |
99.325 |
99.350 |
99.275 |
99.290 |
-0.030 |
131,116 |
837,083 |
+16,560 |
Jun13 |
111201 |
99.270 |
99.305 |
99.235 |
99.250 |
-0.030 |
91,404 |
571,923 |
+903 |
Sep13 |
111201 |
99.210 |
99.235 |
99.170 |
99.185 |
-0.035 |
117,596 |
476,909 |
+15,269 |
Dec13 |
111201 |
99.105 |
99.130 |
99.070 |
99.085 |
-0.035 |
118,121 |
483,612 |
+13,662 |
Mar14 |
111201 |
98.970 |
98.995 |
98.940 |
98.955 |
-0.035 |
90,037 |
347,752 |
+2,786 |
Jun14 |
111201 |
98.800 |
98.825 |
98.760 |
98.780 |
-0.040 |
72,089 |
283,670 |
+629 |
Sep14 |
111201 |
98.615 |
98.645 |
98.565 |
98.590 |
-0.050 |
72,963 |
199,422 |
+3,281 |
Dec14 |
111201 |
98.420 |
98.455 |
98.360 |
98.385 |
-0.060 |
44,594 |
174,455 |
+3,083 |
Mar15 |
111201 |
98.250 |
98.285 |
98.180 |
98.205 |
-0.065 |
44,882 |
127,134 |
+7,311 |
Jun15 |
111201 |
6.325 |
6.365 |
6.250 |
6.275 |
-0.070 |
25,937 |
111,249 |
+293 |
Sep15 |
111201 |
6.145 |
6.190 |
6.065 |
6.095 |
-0.070 |
26,394 |
77,715 |
-1,477 |
Dec15 |
111201 |
5.965 |
6.000 |
5.875 |
5.905 |
-0.075 |
14,149 |
48,876 |
+957 |
Mar16 |
111201 |
5.815 |
5.855 |
5.720 |
5.750 |
-0.080 |
14,895 |
46,474 |
+839 |
Total Volume and Open Interest |
1,842,202 |
8,721,607 |
+38,984 |
30 Day Federal Funds(CBOT) |
Dec11 |
111201 |
99.910 |
99.915 |
99.910 |
99.910 |
unch |
2,332 |
72,790 |
+627 |
Jan12 |
111201 |
99.895 |
99.905 |
99.895 |
99.900 |
+0.005 |
2,099 |
61,983 |
+723 |
Feb12 |
111201 |
99.890 |
99.895 |
99.885 |
99.890 |
+0.005 |
3,465 |
50,126 |
+363 |
Mar12 |
111201 |
99.880 |
99.890 |
99.875 |
99.885 |
+0.005 |
2,627 |
32,524 |
+916 |
Apr12 |
111201 |
99.870 |
99.885 |
99.865 |
99.880 |
+0.005 |
1,360 |
36,205 |
+256 |
May12 |
111201 |
99.870 |
99.880 |
99.865 |
99.875 |
+0.005 |
3,915 |
45,032 |
+1,677 |
Total Volume and Open Interest |
29,855 |
616,393 |
+5,815 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111201 |
99.673 |
99.673 |
99.673 |
99.673 |
+0.007 |
0 |
327 |
+0 |
Mar12 |
111201 |
99.662 |
99.662 |
99.662 |
99.662 |
+0.007 |
0 |
300 |
+0 |
Jun12 |
111201 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.007 |
|
|
|
Sep12 |
111201 |
99.662 |
99.662 |
99.662 |
99.662 |
+0.007 |
|
|
|
Dec12 |
111201 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.005 |
|
|
|
Mar13 |
111201 |
99.655 |
99.655 |
99.655 |
99.655 |
+0.005 |
|
|
|
Jun13 |
111201 |
99.610 |
99.610 |
99.610 |
99.610 |
+0.005 |
|
|
|
Sep13 |
111201 |
99.470 |
99.470 |
99.470 |
99.470 |
+0.005 |
|
|
|
Dec13 |
111201 |
99.330 |
99.330 |
99.330 |
99.330 |
+0.005 |
|
|
|
Mar14 |
111201 |
99.190 |
99.190 |
99.190 |
99.190 |
+0.005 |
|
|
|
Total Volume and Open Interest |
0 |
627 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111201 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
3,632 |
+0 |
Mar12 |
111201 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.01 |
0 |
1,937 |
+0 |
Jun12 |
111201 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
1,440 |
+0 |
Sep12 |
111201 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.01 |
0 |
711 |
+0 |
Dec12 |
111201 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
145 |
+0 |
Mar13 |
111201 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
0 |
131 |
+0 |
Jun13 |
111201 |
99.62 |
99.64 |
99.61 |
99.61 |
+0.00 |
0 |
166 |
+0 |
Sep13 |
111201 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.01 |
|
|
|
Total Volume and Open Interest |
0 |
8,165 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111201 |
141.76 |
142.01 |
141.53 |
141.95 |
+0.16 |
5,272 |
17,681 |
-1,821 |
Mar12 |
111201 |
141.02 |
141.33 |
140.89 |
141.30 |
+0.15 |
153 |
149 |
+76 |
Jun12 |
111201 |
139.21 |
139.21 |
139.21 |
139.21 |
+0.15 |
|
|
|
Total Volume and Open Interest |
5,425 |
17,833 |
-1,745 |
Euro-Bund(EUREX) |
Dec11 |
111201 |
133.67 |
135.21 |
133.56 |
134.88 |
+1.06 |
823,334 |
922,447 |
+7,597 |
Mar12 |
111201 |
133.61 |
135.24 |
133.50 |
134.92 |
+1.15 |
40,454 |
70,976 |
+13,641 |
Jun12 |
111201 |
134.26 |
134.26 |
134.26 |
134.26 |
+1.06 |
2 |
21 |
+2 |
Total Volume and Open Interest |
863,790 |
993,444 |
+21,240 |
Euro-Bobl(EUREX) |
Dec11 |
111201 |
122.54 |
123.35 |
122.49 |
123.13 |
+0.50 |
481,629 |
687,689 |
-28,677 |
Mar12 |
111201 |
122.63 |
123.50 |
122.63 |
123.30 |
+0.59 |
25,302 |
67,504 |
+10,534 |
Jun12 |
111201 |
123.28 |
123.28 |
123.28 |
123.28 |
+0.50 |
33 |
0 |
+0 |
Total Volume and Open Interest |
506,964 |
755,193 |
-18,143 |
3-Mth Euribor(EUREX) |
Dec11 |
111201 |
98.750 |
98.780 |
98.750 |
98.780 |
+0.015 |
206 |
1,955 |
+200 |
Mar12 |
111201 |
98.990 |
99.000 |
98.935 |
98.985 |
-0.005 |
0 |
2,247 |
+0 |
Jun12 |
111201 |
98.985 |
99.030 |
98.985 |
99.030 |
unch |
0 |
1,132 |
+0 |
Total Volume and Open Interest |
220 |
8,748 |
+209 |
Long Gilt(LIFFE) |
Dec11 |
111201 |
130~11 |
131~07 |
129~18 |
130~31 |
+0~23 |
27,302 |
31,324 |
-15,002 |
Mar12 |
111201 |
113~10 |
114~08 |
112~13 |
113~29 |
+0~13 |
158,017 |
284,515 |
+8,859 |
Total Volume and Open Interest |
185,319 |
315,839 |
-6,143 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111201 |
98.97 |
98.98 |
98.94 |
98.96 |
unch |
32,226 |
328,683 |
-7,266 |
Mar12 |
111201 |
98.94 |
98.97 |
98.92 |
98.94 |
+0.01 |
40,704 |
332,335 |
-3,128 |
Jun12 |
111201 |
98.92 |
98.95 |
98.90 |
98.92 |
+0.02 |
35,421 |
199,135 |
+1,918 |
Sep12 |
111201 |
98.89 |
98.93 |
98.87 |
98.89 |
+0.03 |
30,994 |
205,663 |
-3,040 |
Dec12 |
111201 |
98.83 |
98.87 |
98.82 |
98.84 |
+0.03 |
25,567 |
181,435 |
-1,965 |
Mar13 |
111201 |
98.81 |
98.85 |
98.78 |
98.82 |
+0.04 |
17,710 |
201,225 |
+2,494 |
Total Volume and Open Interest |
233,168 |
1,968,553 |
-11,321 |
3-Mth Euribor(LIFFE) |
Dec11 |
111201 |
98.780 |
98.790 |
98.735 |
98.780 |
+0.015 |
149,675 |
632,193 |
-12,254 |
Mar12 |
111201 |
98.990 |
99.015 |
98.920 |
98.985 |
-0.005 |
139,425 |
521,296 |
+2,189 |
Jun12 |
111201 |
99.010 |
99.060 |
98.960 |
99.030 |
unch |
102,995 |
379,912 |
+2,120 |
Total Volume and Open Interest |
858,526 |
3,382,584 |
+19,242 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111201 |
95.51 |
95.52 |
95.46 |
95.49 |
-0.02 |
32,319 |
203,584 |
+6,237 |
Mar12 |
111201 |
96.35 |
96.39 |
96.26 |
96.29 |
-0.06 |
32,466 |
230,234 |
+8,039 |
Jun12 |
111201 |
96.63 |
96.68 |
96.52 |
96.54 |
-0.09 |
14,651 |
165,841 |
+3,094 |
Sep12 |
111201 |
96.64 |
96.68 |
96.50 |
96.53 |
-0.09 |
6,818 |
101,686 |
+306 |
Dec12 |
111201 |
96.48 |
96.50 |
96.35 |
96.37 |
-0.08 |
3,301 |
63,053 |
+638 |
Mar13 |
111201 |
96.29 |
96.30 |
96.17 |
96.18 |
-0.08 |
1,049 |
51,995 |
+584 |
Jun13 |
111201 |
96.13 |
96.13 |
96.00 |
96.01 |
-0.07 |
1,152 |
42,331 |
+330 |
Sep13 |
111201 |
95.93 |
95.95 |
95.88 |
95.88 |
-0.07 |
891 |
20,112 |
-95 |
Dec13 |
111201 |
95.80 |
95.82 |
95.76 |
95.76 |
-0.09 |
590 |
4,619 |
+587 |
Mar14 |
111201 |
95.70 |
95.70 |
95.70 |
95.70 |
-0.06 |
105 |
696 |
+105 |
Total Volume and Open Interest |
93,342 |
884,208 |
+19,825 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111201 |
96.05 |
96.10 |
95.93 |
95.96 |
-0.08 |
55,879 |
375,742 |
+10,739 |
Mar12 |
111201 |
95.93 |
95.96 |
95.93 |
95.96 |
-0.08 |
1 |
1 |
+1 |
Total Volume and Open Interest |
55,880 |
375,743 |
+10,740 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111201 |
96.85 |
96.91 |
96.72 |
96.74 |
-0.11 |
190,336 |
631,113 |
+11,254 |
Mar12 |
111201 |
96.84 |
96.84 |
96.84 |
96.84 |
-0.11 |
100 |
100 |
+100 |
Total Volume and Open Interest |
190,436 |
631,213 |
+11,354 |
Gold(CMX) |
Dec11 |
111201 |
1747.0 |
1753.3 |
1734.5 |
1735.3 |
-10.2 |
64,786 |
18,158 |
-21,390 |
Feb12 |
111201 |
1752.5 |
1758.0 |
1737.2 |
1739.8 |
-10.5 |
158,257 |
249,043 |
+19,512 |
Apr12 |
111201 |
1755.0 |
1760.6 |
1741.7 |
1742.6 |
-10.5 |
5,248 |
30,378 |
-1,257 |
Jun12 |
111201 |
1758.1 |
1762.8 |
1744.4 |
1745.1 |
-10.3 |
4,277 |
21,795 |
+192 |
Aug12 |
111201 |
1757.5 |
1762.6 |
1747.1 |
1747.4 |
-10.2 |
1,174 |
13,255 |
-289 |
Oct12 |
111201 |
1764.3 |
1764.3 |
1750.1 |
1750.1 |
-10.2 |
175 |
7,876 |
-23 |
Dec12 |
111201 |
1764.1 |
1768.5 |
1751.1 |
1752.8 |
-10.2 |
593 |
20,663 |
+114 |
Feb13 |
111201 |
1755.8 |
1755.8 |
1755.8 |
1755.8 |
-10.2 |
37 |
3,353 |
-1 |
Apr13 |
111201 |
1758.6 |
1758.6 |
1758.6 |
1758.6 |
-10.1 |
105 |
845 |
+51 |
Jun13 |
111201 |
1762.2 |
1762.2 |
1762.2 |
1762.2 |
-10.1 |
402 |
11,124 |
-72 |
Aug13 |
111201 |
1765.9 |
1765.9 |
1765.9 |
1765.9 |
-10.1 |
0 |
45 |
+0 |
Oct13 |
111201 |
1769.6 |
1769.6 |
1769.6 |
1769.6 |
-10.1 |
|
|
|
Total Volume and Open Interest |
237,179 |
423,176 |
-3,004 |
Silver(CMX) |
Dec11 |
111201 |
3271.5 |
3338.0 |
3249.0 |
3269.5 |
-3.6 |
16,524 |
2,131 |
-3,937 |
Mar12 |
111201 |
3286.5 |
3349.5 |
3253.0 |
3275.9 |
-4.5 |
34,558 |
56,411 |
+3,719 |
May12 |
111201 |
3271.0 |
3343.5 |
3261.5 |
3279.5 |
-4.4 |
847 |
5,439 |
+43 |
Jul12 |
111201 |
3280.0 |
3337.5 |
3278.0 |
3282.7 |
-4.4 |
156 |
2,671 |
+1 |
Sep12 |
111201 |
3285.7 |
3285.7 |
3285.7 |
3285.7 |
-4.2 |
73 |
1,847 |
-51 |
Dec12 |
111201 |
3304.0 |
3347.0 |
3289.6 |
3289.6 |
-4.0 |
303 |
13,720 |
+40 |
Mar13 |
111201 |
3280.0 |
3286.4 |
3280.0 |
3286.4 |
-3.8 |
3 |
1,123 |
-1 |
Total Volume and Open Interest |
53,560 |
98,959 |
-94 |
Platinum(NYMEX) |
Jan12 |
111201 |
1560.9 |
1574.9 |
1548.4 |
1557.2 |
-3.6 |
4,655 |
33,232 |
-9 |
Apr12 |
111201 |
1578.6 |
1579.4 |
1554.2 |
1563.8 |
-2.7 |
393 |
5,165 |
+263 |
Jul12 |
111201 |
1570.1 |
1573.0 |
1566.3 |
1566.5 |
-2.6 |
30 |
361 |
+20 |
Oct12 |
111201 |
1570.4 |
1570.4 |
1570.2 |
1570.4 |
-2.5 |
0 |
59 |
+0 |
Total Volume and Open Interest |
5,078 |
38,820 |
+274 |
Palladium(NYMEX) |
Dec11 |
111201 |
616.05 |
643.80 |
611.10 |
627.65 |
+17.65 |
2,123 |
968 |
-1,267 |
Mar12 |
111201 |
612.65 |
649.90 |
608.00 |
630.20 |
+17.60 |
3,837 |
18,531 |
+1,329 |
Jun12 |
111201 |
635.50 |
635.50 |
631.60 |
631.60 |
+17.60 |
52 |
246 |
+47 |
Total Volume and Open Interest |
6,114 |
19,847 |
+211 |
Copper(CMX) |
Dec11 |
111201 |
355.85 |
358.15 |
350.60 |
352.20 |
-4.10 |
14,053 |
4,617 |
-3,870 |
Mar12 |
111201 |
356.90 |
359.95 |
351.75 |
353.40 |
-4.15 |
37,131 |
71,502 |
+1,487 |
May12 |
111201 |
360.15 |
360.15 |
353.00 |
354.40 |
-4.10 |
720 |
16,630 |
-50 |
Jul12 |
111201 |
357.10 |
357.55 |
354.25 |
355.10 |
-4.05 |
192 |
6,088 |
+65 |
Sep12 |
111201 |
356.20 |
357.05 |
355.60 |
355.60 |
-4.00 |
1 |
2,469 |
+1 |
Total Volume and Open Interest |
53,341 |
112,374 |
-2,169 |
DJIA Index(CBOT) |
Dec11 |
111201 |
12015 |
12062 |
11960 |
12003 |
-31 |
214 |
16,862 |
-28 |
Mar12 |
111201 |
12004 |
12004 |
11900 |
11932 |
-31 |
2 |
420 |
+1 |
Jun12 |
111201 |
11865 |
11896 |
11865 |
11865 |
-31 |
0 |
400 |
+0 |
Sep12 |
111201 |
11802 |
11833 |
11802 |
11802 |
-31 |
|
|
|
Total Volume and Open Interest |
216 |
17,682 |
-27 |
E-mini DJIA Index(CBOT) |
Dec11 |
111201 |
12017 |
12069 |
11961 |
12003 |
-31 |
125,534 |
82,515 |
+27 |
Mar12 |
111201 |
11932 |
11999 |
11900 |
11932 |
-31 |
124 |
1,341 |
+9 |
Jun12 |
111201 |
11925 |
11925 |
11865 |
11865 |
-31 |
0 |
6 |
+0 |
Sep12 |
111201 |
11802 |
11802 |
11802 |
11802 |
-31 |
0 |
13 |
+0 |
Total Volume and Open Interest |
125,658 |
83,875 |
+36 |
S & P 500(CME) |
Dec11 |
111201 |
1243.40 |
1250.70 |
1236.00 |
1243.60 |
-2.40 |
20,256 |
274,828 |
+2,367 |
Mar12 |
111201 |
1237.00 |
1244.50 |
1234.00 |
1237.70 |
-2.40 |
1,769 |
21,006 |
+923 |
Jun12 |
111201 |
1232.20 |
1238.50 |
1228.50 |
1232.20 |
-2.30 |
30 |
2,818 |
+40 |
Sep12 |
111201 |
1225.50 |
1233.20 |
1223.20 |
1226.90 |
-2.30 |
0 |
356 |
+0 |
Total Volume and Open Interest |
22,055 |
299,108 |
+3,330 |
S & P 500 E-Mini(Globex) |
Dec11 |
111201 |
1243.75 |
1251.00 |
1235.75 |
1243.50 |
-2.50 |
2,423,915 |
2,950,153 |
-37,462 |
Mar12 |
111201 |
1237.25 |
1244.25 |
1229.75 |
1237.75 |
-2.25 |
14,701 |
62,280 |
+2,543 |
Total Volume and Open Interest |
2,438,639 |
3,015,865 |
-35,167 |
NASDAQ 100(CME) |
Dec11 |
111201 |
2295.00 |
2316.00 |
2284.50 |
2309.30 |
+14.30 |
749 |
28,963 |
-494 |
Mar12 |
111201 |
2304.50 |
2309.00 |
2303.50 |
2304.80 |
+14.30 |
0 |
110 |
+0 |
Jun12 |
111201 |
2301.80 |
2302.50 |
2301.80 |
2301.80 |
+14.30 |
|
|
|
Total Volume and Open Interest |
749 |
29,073 |
-494 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111201 |
2293.30 |
2315.50 |
2284.00 |
2309.30 |
+14.30 |
272,608 |
294,212 |
-2,301 |
Mar12 |
111201 |
2283.30 |
2308.80 |
2280.50 |
2304.80 |
+14.30 |
168 |
1,402 |
+33 |
Total Volume and Open Interest |
272,776 |
295,643 |
-2,268 |
S & P Midcap 400(CME) |
Dec11 |
111201 |
880.20 |
880.20 |
879.00 |
879.00 |
-4.10 |
0 |
6,244 |
+0 |
Mar12 |
111201 |
876.30 |
876.30 |
876.30 |
876.30 |
-3.90 |
|
|
|
Jun12 |
111201 |
874.30 |
874.30 |
874.30 |
874.30 |
-3.90 |
|
|
|
Total Volume and Open Interest |
0 |
6,244 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111201 |
8640 |
8675 |
8565 |
8595 |
-45 |
6,690 |
27,707 |
-464 |
Mar12 |
111201 |
8645 |
8645 |
8565 |
8600 |
-40 |
551 |
612 |
+541 |
Total Volume and Open Interest |
7,241 |
28,319 |
+77 |
Nikkei 225(SGX) |
Dec11 |
111201 |
8405 |
8680 |
8395 |
8600 |
+180 |
96,454 |
227,751 |
-6,114 |
Mar12 |
111201 |
8385 |
8655 |
8385 |
8590 |
+180 |
5,233 |
27,405 |
+3,926 |
Jun12 |
111201 |
8480 |
8580 |
8480 |
8510 |
+180 |
0 |
18 |
+0 |
Total Volume and Open Interest |
101,691 |
261,217 |
-2,188 |
CAC 40(EURONEXT) |
Dec11 |
111201 |
3170.0 |
3172.0 |
3117.5 |
3128.0 |
-23.0 |
88,976 |
278,359 |
+2,555 |
Jan12 |
111201 |
3136.5 |
3155.0 |
3118.0 |
3123.0 |
-23.5 |
40 |
13,346 |
+27 |
Feb12 |
111201 |
3128.0 |
3128.0 |
3128.0 |
3128.0 |
-23.0 |
1 |
1 |
+1 |
Total Volume and Open Interest |
89,019 |
291,860 |
+2,583 |
Hang Seng Index(HKFE) |
Dec11 |
111201 |
19048 |
19078 |
18867 |
18923 |
+841 |
77,935 |
89,392 |
+8,878 |
Jan12 |
111201 |
19000 |
19043 |
18877 |
18928 |
+844 |
|
|
|
Total Volume and Open Interest |
96,642 |
107,907 |
|
DAX(EUREX) |
Dec11 |
111201 |
6118.5 |
6126.5 |
6017.5 |
6040.0 |
-42.5 |
179,644 |
175,356 |
+601 |
Mar12 |
111201 |
6130.0 |
6134.0 |
6030.0 |
6047.5 |
-43.5 |
797 |
9,642 |
-150 |
Jun12 |
111201 |
6145.0 |
6145.0 |
6059.5 |
6063.5 |
-43.0 |
18 |
3,242 |
-8 |
Total Volume and Open Interest |
180,459 |
188,240 |
+443 |
FT-SE 100(EURONEXT) |
Dec11 |
111201 |
5528.00 |
5558.50 |
5483.00 |
5494.50 |
+1.50 |
107,849 |
627,836 |
-6,719 |
Mar12 |
111201 |
5499.00 |
5512.50 |
5448.00 |
5456.50 |
+1.50 |
16,197 |
21,351 |
+6,975 |
Jun12 |
111201 |
5459.00 |
5459.50 |
5422.00 |
5422.00 |
+1.50 |
10 |
515 |
-10 |
Total Volume and Open Interest |
124,056 |
649,702 |
+246 |
SPI 200(SFE) |
Dec11 |
111201 |
4107.0 |
4264.0 |
4084.0 |
4237.0 |
+123.0 |
51,417 |
233,047 |
+14,956 |
Mar12 |
111201 |
4065.0 |
4237.0 |
4065.0 |
4217.0 |
+125.0 |
128 |
3,677 |
+107 |
Jun12 |
111201 |
4223.0 |
4223.0 |
4223.0 |
4223.0 |
+125.0 |
135 |
1,568 |
+55 |
Total Volume and Open Interest |
51,784 |
239,636 |
+15,222 |
GSCI(CME) |
Dec11 |
111201 |
657.50 |
660.75 |
650.00 |
654.75 |
-4.25 |
113 |
8,098 |
+22 |
Jan12 |
111201 |
657.50 |
660.75 |
651.00 |
655.00 |
-4.00 |
0 |
1 |
+0 |
Feb12 |
111201 |
656.00 |
660.75 |
652.00 |
656.00 |
-3.00 |
|
|
|
Total Volume and Open Interest |
113 |
8,099 |
+22 |
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. |
|
|