|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri December 02, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
111202 |
1130.25 |
1144.50 |
1128.25 |
1135.75 |
+7.75 |
114,768 |
212,229 |
-7,190 |
Mar12 |
111202 |
1140.00 |
1154.75 |
1138.75 |
1146.25 |
+7.75 |
39,384 |
104,043 |
+7,357 |
May12 |
111202 |
1152.25 |
1165.00 |
1149.50 |
1156.25 |
+7.25 |
14,721 |
80,254 |
+709 |
Jul12 |
111202 |
1160.00 |
1175.00 |
1159.75 |
1166.25 |
+7.50 |
14,921 |
64,308 |
+1,285 |
Aug12 |
111202 |
1165.00 |
1172.50 |
1158.50 |
1166.00 |
+7.50 |
101 |
687 |
+1 |
Sep12 |
111202 |
1156.25 |
1159.00 |
1152.25 |
1159.00 |
+6.75 |
51 |
514 |
+7 |
Nov12 |
111202 |
1152.00 |
1165.50 |
1151.75 |
1155.50 |
+6.50 |
3,481 |
49,315 |
+328 |
Total Volume and Open Interest |
187,545 |
525,284 |
+2,543 |
Soybean Meal(CBOT) |
Dec11 |
111202 |
287.10 |
290.10 |
285.70 |
286.40 |
-0.80 |
8,787 |
4,939 |
-1,446 |
Jan12 |
111202 |
289.00 |
291.90 |
287.30 |
288.30 |
-0.70 |
42,884 |
71,492 |
-588 |
Mar12 |
111202 |
292.00 |
295.00 |
290.30 |
292.00 |
-0.10 |
12,565 |
45,463 |
+958 |
May12 |
111202 |
295.30 |
298.40 |
293.70 |
295.60 |
+0.30 |
2,934 |
28,827 |
-129 |
Jul12 |
111202 |
299.00 |
302.30 |
298.10 |
299.70 |
+0.30 |
2,205 |
25,306 |
+557 |
Aug12 |
111202 |
300.50 |
303.30 |
299.50 |
301.00 |
+0.30 |
183 |
4,685 |
+97 |
Sep12 |
111202 |
301.00 |
303.80 |
300.80 |
301.60 |
+0.20 |
175 |
5,032 |
+132 |
Oct12 |
111202 |
299.70 |
301.50 |
299.30 |
299.30 |
-0.40 |
15 |
3,261 |
+14 |
Total Volume and Open Interest |
70,010 |
209,028 |
-333 |
Soybean Oil(CBOT) |
Dec11 |
111202 |
49.60 |
50.05 |
49.52 |
50.05 |
+0.53 |
9,981 |
8,886 |
-2,643 |
Jan12 |
111202 |
49.70 |
50.35 |
49.65 |
50.25 |
+0.55 |
71,924 |
120,691 |
-5,232 |
Mar12 |
111202 |
50.18 |
50.76 |
50.05 |
50.65 |
+0.54 |
23,447 |
89,730 |
+6,265 |
May12 |
111202 |
50.52 |
51.09 |
50.46 |
50.99 |
+0.54 |
6,001 |
41,982 |
+1,013 |
Jul12 |
111202 |
50.74 |
51.38 |
50.66 |
51.29 |
+0.59 |
2,867 |
29,941 |
-69 |
Aug12 |
111202 |
51.10 |
51.36 |
51.00 |
51.34 |
+0.56 |
457 |
3,855 |
+103 |
Sep12 |
111202 |
51.27 |
51.36 |
50.80 |
51.36 |
+0.56 |
59 |
4,677 |
+0 |
Oct12 |
111202 |
50.95 |
51.21 |
50.89 |
51.21 |
+0.59 |
56 |
4,655 |
+33 |
Total Volume and Open Interest |
115,248 |
320,037 |
-354 |
Canola(WCE) |
Jan12 |
111202 |
500.0 |
504.4 |
496.2 |
502.3 |
+2.4 |
12,015 |
70,191 |
-2,578 |
Mar12 |
111202 |
499.9 |
504.0 |
496.5 |
502.2 |
+2.4 |
13,395 |
44,458 |
+2,920 |
May12 |
111202 |
499.5 |
505.0 |
499.1 |
503.2 |
+3.0 |
2,057 |
16,081 |
+386 |
Jul12 |
111202 |
500.1 |
507.9 |
499.3 |
504.0 |
+2.7 |
1,429 |
11,338 |
+242 |
Nov12 |
111202 |
479.6 |
487.3 |
478.8 |
482.6 |
+2.9 |
997 |
14,707 |
+526 |
Total Volume and Open Interest |
29,902 |
157,039 |
+1,505 |
Corn(CBOT) |
Dec11 |
111202 |
595.50 |
598.00 |
585.25 |
586.50 |
-8.25 |
50,378 |
26,892 |
-11,940 |
Mar12 |
111202 |
602.00 |
605.75 |
593.75 |
595.25 |
-6.25 |
162,674 |
569,434 |
+3,698 |
May12 |
111202 |
609.50 |
613.00 |
601.75 |
603.00 |
-6.25 |
24,471 |
147,375 |
+2,932 |
Jul12 |
111202 |
614.50 |
618.50 |
607.00 |
608.75 |
-5.50 |
22,598 |
145,720 |
+2,287 |
Sep12 |
111202 |
575.00 |
579.25 |
571.50 |
571.75 |
-3.00 |
2,051 |
35,486 |
+166 |
Dec12 |
111202 |
555.50 |
561.00 |
552.25 |
553.25 |
-1.00 |
13,518 |
175,489 |
+240 |
Total Volume and Open Interest |
277,074 |
1,154,141 |
-2,801 |
Wheat(CBOT) |
Dec11 |
111202 |
600.25 |
620.00 |
600.25 |
612.25 |
+10.25 |
5,131 |
5,679 |
-3,203 |
Mar12 |
111202 |
615.75 |
632.00 |
611.50 |
625.50 |
+11.25 |
58,504 |
183,804 |
+1,041 |
May12 |
111202 |
633.50 |
648.25 |
629.75 |
641.25 |
+9.25 |
8,509 |
58,267 |
+569 |
Jul12 |
111202 |
647.50 |
661.50 |
642.50 |
654.00 |
+8.50 |
7,130 |
63,736 |
+393 |
Sep12 |
111202 |
666.50 |
679.00 |
662.00 |
672.00 |
+7.25 |
1,019 |
13,593 |
+295 |
Total Volume and Open Interest |
82,916 |
368,824 |
-351 |
Wheat(KCBT) |
Dec11 |
111202 |
665.00 |
683.00 |
665.00 |
676.00 |
+13.00 |
965 |
2,074 |
-440 |
Mar12 |
111202 |
669.25 |
688.75 |
665.00 |
681.50 |
+12.50 |
10,137 |
71,430 |
-643 |
May12 |
111202 |
682.00 |
697.50 |
675.25 |
689.00 |
+11.75 |
1,741 |
13,031 |
+21 |
Jul12 |
111202 |
688.00 |
706.25 |
683.00 |
698.00 |
+12.25 |
2,707 |
36,126 |
+591 |
Sep12 |
111202 |
703.00 |
718.75 |
697.00 |
711.50 |
+11.75 |
154 |
5,920 |
+49 |
Total Volume and Open Interest |
15,907 |
134,399 |
-370 |
Wheat(MGE) |
Dec11 |
111202 |
853.00 |
868.00 |
853.00 |
856.00 |
+1.50 |
627 |
324 |
-345 |
Mar12 |
111202 |
831.00 |
849.00 |
830.50 |
844.50 |
+12.25 |
1,828 |
18,520 |
-385 |
May12 |
111202 |
818.00 |
830.00 |
813.75 |
825.00 |
+12.75 |
564 |
7,051 |
+134 |
Jul12 |
111202 |
809.25 |
821.00 |
809.25 |
814.50 |
+10.00 |
347 |
8,482 |
+89 |
Sep12 |
111202 |
789.75 |
807.00 |
789.75 |
797.50 |
+9.00 |
268 |
3,541 |
+18 |
Total Volume and Open Interest |
3,869 |
41,281 |
-447 |
Oats(CBOT) |
Dec11 |
111202 |
316.00 |
322.00 |
310.25 |
318.00 |
-4.00 |
638 |
217 |
-610 |
Mar12 |
111202 |
319.75 |
320.00 |
312.75 |
315.00 |
-5.00 |
895 |
11,551 |
-129 |
May12 |
111202 |
313.50 |
318.00 |
313.00 |
315.00 |
-1.75 |
220 |
1,376 |
+87 |
Jul12 |
111202 |
314.25 |
316.75 |
314.25 |
316.25 |
-0.50 |
12 |
100 |
-4 |
Total Volume and Open Interest |
1,765 |
13,398 |
-656 |
Rough Rice(CBOT) |
Jan12 |
111202 |
14.84 |
14.88 |
14.42 |
14.45 |
-0.32 |
1,434 |
11,105 |
-17 |
Mar12 |
111202 |
15.05 |
15.14 |
14.72 |
14.74 |
-0.32 |
755 |
6,171 |
+447 |
May12 |
111202 |
15.10 |
15.25 |
15.03 |
15.03 |
-0.31 |
57 |
607 |
+26 |
Jul12 |
111202 |
15.53 |
15.53 |
15.31 |
15.31 |
-0.31 |
19 |
614 |
-2 |
Total Volume and Open Interest |
2,274 |
18,683 |
+454 |
Live Cattle(CME) |
Dec11 |
111202 |
122.400 |
122.980 |
121.700 |
121.900 |
unch |
8,467 |
36,639 |
-2,063 |
Feb12 |
111202 |
124.200 |
124.680 |
123.050 |
123.250 |
-0.480 |
21,235 |
132,163 |
+3,834 |
Apr12 |
111202 |
127.350 |
127.800 |
126.750 |
126.900 |
+0.050 |
6,292 |
84,447 |
+477 |
Jun12 |
111202 |
126.080 |
126.300 |
125.600 |
126.050 |
+0.200 |
4,708 |
46,975 |
+991 |
Aug12 |
111202 |
125.900 |
126.200 |
125.550 |
126.035 |
+0.135 |
524 |
9,775 |
+128 |
Oct12 |
111202 |
128.350 |
128.750 |
128.150 |
128.500 |
+0.300 |
263 |
5,707 |
+69 |
Total Volume and Open Interest |
41,597 |
320,433 |
+3,509 |
Feeder Cattle(CME) |
Jan12 |
111202 |
146.130 |
147.380 |
146.130 |
147.075 |
+0.975 |
2,210 |
15,344 |
-255 |
Mar12 |
111202 |
148.600 |
149.285 |
148.435 |
149.250 |
+0.900 |
1,103 |
6,806 |
+125 |
Apr12 |
111202 |
149.800 |
150.300 |
149.600 |
150.075 |
+0.500 |
610 |
2,692 |
-91 |
May12 |
111202 |
150.600 |
151.300 |
150.535 |
151.300 |
+0.800 |
445 |
2,967 |
+77 |
Aug12 |
111202 |
151.880 |
152.450 |
151.700 |
152.450 |
+0.550 |
174 |
3,289 |
+42 |
Sep12 |
111202 |
152.300 |
152.700 |
152.130 |
152.700 |
+0.450 |
66 |
490 |
+35 |
Oct12 |
111202 |
152.380 |
152.550 |
152.100 |
152.100 |
unch |
25 |
115 |
+13 |
Total Volume and Open Interest |
4,642 |
31,715 |
-45 |
Lean Hogs(CME) |
Dec11 |
111202 |
87.600 |
87.730 |
86.200 |
86.250 |
-1.330 |
7,082 |
19,335 |
-1,678 |
Feb12 |
111202 |
90.480 |
90.800 |
89.100 |
89.230 |
-1.055 |
18,563 |
101,148 |
+4,581 |
Apr12 |
111202 |
93.285 |
93.285 |
91.850 |
92.035 |
-0.765 |
6,726 |
65,680 |
+1,374 |
May12 |
111202 |
98.750 |
98.750 |
98.050 |
98.400 |
-0.400 |
273 |
2,488 |
+166 |
Jun12 |
111202 |
100.000 |
100.000 |
98.950 |
99.330 |
-0.705 |
4,178 |
44,664 |
+650 |
Jul12 |
111202 |
98.650 |
98.750 |
97.980 |
98.550 |
-0.300 |
440 |
10,500 |
+182 |
Aug12 |
111202 |
97.430 |
97.430 |
96.500 |
96.900 |
-0.400 |
682 |
14,549 |
+171 |
Oct12 |
111202 |
85.800 |
85.800 |
85.100 |
85.700 |
-0.100 |
330 |
8,021 |
+57 |
Total Volume and Open Interest |
38,484 |
269,842 |
+5,611 |
Class III Milk(CME) |
Dec11 |
111202 |
18.63 |
18.71 |
18.47 |
18.66 |
+0.05 |
252 |
5,845 |
-57 |
Jan12 |
111202 |
17.34 |
17.42 |
17.20 |
17.31 |
-0.03 |
391 |
4,750 |
+104 |
Feb12 |
111202 |
17.09 |
17.30 |
17.09 |
17.21 |
+0.07 |
251 |
3,328 |
+87 |
Mar12 |
111202 |
17.05 |
17.17 |
17.03 |
17.15 |
+0.12 |
132 |
2,821 |
+50 |
Apr12 |
111202 |
16.93 |
17.05 |
16.93 |
17.04 |
+0.11 |
68 |
2,176 |
+39 |
Total Volume and Open Interest |
1,349 |
36,024 |
+355 |
Cocoa(ICE) |
Dec11 |
111202 |
2157 |
2166 |
2030 |
2030 |
-49 |
0 |
113 |
+0 |
Mar12 |
111202 |
2295 |
2311 |
2218 |
2228 |
-59 |
11,733 |
81,699 |
+310 |
May12 |
111202 |
2307 |
2316 |
2233 |
2243 |
-55 |
2,329 |
30,523 |
+505 |
Jul12 |
111202 |
2335 |
2335 |
2250 |
2258 |
-56 |
445 |
14,694 |
+57 |
Sep12 |
111202 |
2312 |
2313 |
2262 |
2269 |
-55 |
337 |
12,786 |
+76 |
Dec12 |
111202 |
2307 |
2307 |
2277 |
2280 |
-56 |
16 |
12,921 |
-3 |
Mar13 |
111202 |
2350 |
2350 |
2294 |
2295 |
-56 |
17 |
4,118 |
-2 |
Total Volume and Open Interest |
14,879 |
159,767 |
+941 |
Coffee "C"(ICE) |
Dec11 |
111202 |
234.00 |
234.00 |
223.90 |
227.15 |
-6.05 |
83 |
187 |
-84 |
Mar12 |
111202 |
235.70 |
238.40 |
225.50 |
229.55 |
-6.15 |
14,823 |
59,582 |
+820 |
May12 |
111202 |
237.00 |
240.75 |
228.00 |
232.00 |
-6.00 |
1,722 |
20,197 |
+90 |
Jul12 |
111202 |
240.85 |
242.10 |
230.00 |
234.10 |
-5.85 |
445 |
6,837 |
-45 |
Sep12 |
111202 |
242.00 |
242.75 |
232.00 |
235.55 |
-5.55 |
217 |
5,809 |
+16 |
Dec12 |
111202 |
243.45 |
243.90 |
233.75 |
236.75 |
-5.65 |
104 |
6,726 |
+64 |
Total Volume and Open Interest |
17,407 |
100,449 |
+866 |
Orange Juice(ICE) |
Jan12 |
111202 |
178.00 |
178.00 |
175.15 |
177.60 |
+0.35 |
1,009 |
19,546 |
-297 |
Mar12 |
111202 |
172.05 |
172.80 |
169.85 |
172.80 |
+0.10 |
421 |
6,544 |
+364 |
May12 |
111202 |
171.05 |
171.95 |
169.75 |
171.95 |
+0.20 |
79 |
1,729 |
+15 |
Jul12 |
111202 |
171.10 |
171.90 |
170.00 |
171.90 |
-0.05 |
50 |
496 |
+45 |
Sep12 |
111202 |
170.25 |
171.45 |
170.25 |
171.45 |
+0.10 |
0 |
53 |
+0 |
Nov12 |
111202 |
170.25 |
171.15 |
170.25 |
171.15 |
+0.15 |
0 |
8 |
+0 |
Total Volume and Open Interest |
1,559 |
28,382 |
+127 |
Sugar #11(ICE) |
Mar12 |
111202 |
23.60 |
23.94 |
23.40 |
23.45 |
-0.14 |
44,441 |
215,710 |
+1,423 |
May12 |
111202 |
23.42 |
23.51 |
23.06 |
23.09 |
-0.19 |
14,480 |
86,783 |
+3,080 |
Jul12 |
111202 |
23.02 |
23.11 |
22.74 |
22.78 |
-0.23 |
7,227 |
85,298 |
-495 |
Oct12 |
111202 |
23.14 |
23.22 |
22.92 |
22.95 |
-0.20 |
4,084 |
47,003 |
-79 |
Mar13 |
111202 |
23.52 |
23.61 |
23.31 |
23.36 |
-0.18 |
1,848 |
30,827 |
-71 |
Total Volume and Open Interest |
80,181 |
511,922 |
+7,093 |
London Cocoa(LCE) |
Dec11 |
111202 |
1431 |
1443 |
1399 |
1402 |
-27 |
5,530 |
50,118 |
-15,766 |
Mar12 |
111202 |
1462 |
1473 |
1429 |
1435 |
-25 |
12,408 |
68,975 |
+2,412 |
May12 |
111202 |
1477 |
1490 |
1448 |
1452 |
-25 |
1,358 |
21,434 |
+13 |
Jul12 |
111202 |
1490 |
1506 |
1464 |
1468 |
-25 |
930 |
24,431 |
+264 |
Sep12 |
111202 |
1507 |
1520 |
1478 |
1482 |
-23 |
433 |
16,902 |
-79 |
Dec12 |
111202 |
1530 |
1534 |
1490 |
1495 |
-23 |
188 |
12,970 |
+109 |
Mar13 |
111202 |
1538 |
1539 |
1502 |
1507 |
-24 |
56 |
7,420 |
+16 |
Total Volume and Open Interest |
20,915 |
204,871 |
-13,019 |
London Sugar(LCE) |
Mar12 |
111202 |
616.40 |
623.10 |
612.50 |
613.60 |
-3.60 |
4,697 |
23,802 |
-394 |
May12 |
111202 |
609.20 |
612.80 |
605.00 |
605.60 |
-4.10 |
849 |
7,030 |
-16 |
Aug12 |
111202 |
600.90 |
606.60 |
598.50 |
598.50 |
-4.70 |
292 |
8,570 |
+92 |
Oct12 |
111202 |
607.50 |
607.50 |
600.20 |
600.20 |
-3.70 |
69 |
3,488 |
+5 |
Dec12 |
111202 |
609.00 |
609.00 |
604.50 |
604.50 |
-3.90 |
37 |
1,340 |
+3 |
Total Volume and Open Interest |
5,955 |
45,153 |
-307 |
Cotton(ICE) |
Dec11 |
111202 |
91.28 |
91.74 |
90.90 |
91.35 |
+0.65 |
13 |
416 |
-18 |
Mar12 |
111202 |
91.24 |
92.27 |
90.92 |
91.84 |
+0.54 |
11,125 |
92,065 |
-1,414 |
May12 |
111202 |
90.66 |
91.60 |
90.59 |
91.46 |
+0.47 |
2,407 |
18,561 |
+655 |
Jul12 |
111202 |
90.00 |
91.15 |
90.00 |
90.93 |
+0.27 |
946 |
17,746 |
+219 |
Oct12 |
111202 |
90.53 |
90.53 |
90.53 |
90.53 |
+0.28 |
0 |
85 |
+0 |
Dec12 |
111202 |
88.50 |
88.94 |
88.42 |
88.93 |
+0.10 |
181 |
7,571 |
+69 |
Total Volume and Open Interest |
14,730 |
137,741 |
-473 |
Lumber(CME) |
Jan12 |
111202 |
224.2 |
228.0 |
222.0 |
227.0 |
+7.4 |
2,903 |
6,500 |
-197 |
Mar12 |
111202 |
242.0 |
245.5 |
241.0 |
242.5 |
+1.1 |
1,905 |
3,651 |
+1,041 |
May12 |
111202 |
255.6 |
258.0 |
255.6 |
258.0 |
+5.5 |
206 |
622 |
+92 |
Jul12 |
111202 |
266.1 |
266.1 |
266.1 |
266.1 |
+4.1 |
5 |
265 |
-2 |
Total Volume and Open Interest |
5,019 |
11,153 |
+934 |
Crude Oil(NYM) |
Jan12 |
111202 |
100.00 |
101.56 |
99.76 |
100.96 |
+0.76 |
302,863 |
304,085 |
-5,379 |
Feb12 |
111202 |
100.10 |
101.68 |
99.89 |
101.09 |
+0.76 |
71,561 |
109,858 |
+4,315 |
Mar12 |
111202 |
100.25 |
101.78 |
100.05 |
101.22 |
+0.77 |
44,314 |
107,077 |
+1,158 |
Apr12 |
111202 |
100.62 |
101.74 |
100.07 |
101.25 |
+0.76 |
23,090 |
45,197 |
+443 |
May12 |
111202 |
100.20 |
101.59 |
99.97 |
101.15 |
+0.73 |
18,406 |
41,418 |
+864 |
Jun12 |
111202 |
100.02 |
101.35 |
99.88 |
100.92 |
+0.69 |
42,796 |
77,288 |
+402 |
Jul12 |
111202 |
99.95 |
101.00 |
99.61 |
100.63 |
+0.66 |
10,172 |
33,956 |
-38 |
Aug12 |
111202 |
100.42 |
100.42 |
99.20 |
100.30 |
+0.62 |
6,601 |
25,247 |
+122 |
Sep12 |
111202 |
99.48 |
100.20 |
99.06 |
99.98 |
+0.59 |
8,004 |
30,794 |
+809 |
Oct12 |
111202 |
98.72 |
99.68 |
98.72 |
99.67 |
+0.57 |
3,378 |
27,207 |
-213 |
Nov12 |
111202 |
99.50 |
99.50 |
99.41 |
99.41 |
+0.56 |
3,127 |
26,794 |
-433 |
Dec12 |
111202 |
98.24 |
99.55 |
97.99 |
99.13 |
+0.55 |
38,482 |
165,617 |
-275 |
Jan13 |
111202 |
98.65 |
98.74 |
98.65 |
98.74 |
+0.56 |
1,703 |
29,621 |
+18 |
Feb13 |
111202 |
98.32 |
98.32 |
98.32 |
98.32 |
+0.57 |
778 |
11,335 |
+230 |
Mar13 |
111202 |
97.92 |
97.92 |
97.92 |
97.92 |
+0.58 |
348 |
10,503 |
+55 |
Apr13 |
111202 |
97.52 |
97.52 |
97.52 |
97.52 |
+0.58 |
90 |
5,693 |
+27 |
Total Volume and Open Interest |
619,621 |
1,303,490 |
+978 |
e-miNY Crude Oil(NYM) |
Dec11 |
111117 |
101.675 |
103.375 |
98.375 |
98.825 |
-3.775 |
7,409 |
2,981 |
+164 |
Jan12 |
111202 |
100.000 |
101.525 |
99.750 |
100.950 |
+0.750 |
10,266 |
2,441 |
+162 |
Feb12 |
111202 |
100.225 |
101.500 |
99.950 |
101.100 |
+0.775 |
420 |
371 |
+15 |
Mar12 |
111202 |
100.400 |
101.625 |
100.350 |
101.225 |
+0.775 |
71 |
202 |
-2 |
Apr12 |
111202 |
101.075 |
101.250 |
101.075 |
101.250 |
+0.750 |
2 |
226 |
+1 |
May12 |
111202 |
101.150 |
101.150 |
101.150 |
101.150 |
+0.725 |
1 |
7 |
-1 |
Jun12 |
111202 |
100.650 |
100.925 |
100.650 |
100.925 |
+0.700 |
0 |
14 |
+0 |
Jul12 |
111202 |
100.625 |
100.625 |
100.625 |
100.625 |
+0.650 |
0 |
4 |
+0 |
Aug12 |
111202 |
100.300 |
100.300 |
100.300 |
100.300 |
+0.625 |
0 |
5 |
+0 |
Sep12 |
111202 |
99.975 |
99.975 |
99.975 |
99.975 |
+0.575 |
|
|
|
Total Volume and Open Interest |
10,772 |
3,501 |
+175 |
Heating Oil(NYM) |
Jan12 |
111202 |
300.00 |
302.86 |
296.79 |
299.00 |
+2.05 |
69,945 |
94,102 |
+2,002 |
Feb12 |
111202 |
300.60 |
303.48 |
297.75 |
299.99 |
+1.85 |
27,152 |
38,207 |
-450 |
Mar12 |
111202 |
299.68 |
302.66 |
297.67 |
299.84 |
+1.70 |
20,099 |
29,833 |
+2,176 |
Apr12 |
111202 |
300.25 |
300.63 |
295.97 |
298.44 |
+1.69 |
9,054 |
19,062 |
+1,748 |
May12 |
111202 |
295.78 |
298.41 |
295.78 |
296.67 |
+1.96 |
4,665 |
13,024 |
+251 |
Jun12 |
111202 |
294.41 |
297.02 |
292.78 |
295.47 |
+2.11 |
9,901 |
29,712 |
-459 |
Jul12 |
111202 |
295.15 |
296.43 |
295.15 |
295.45 |
+2.16 |
747 |
7,978 |
+80 |
Aug12 |
111202 |
295.25 |
295.65 |
295.25 |
295.65 |
+2.16 |
211 |
4,380 |
+54 |
Sep12 |
111202 |
296.05 |
296.35 |
295.94 |
296.32 |
+2.13 |
796 |
6,353 |
+307 |
Oct12 |
111202 |
296.21 |
297.33 |
296.21 |
297.33 |
+2.11 |
182 |
2,347 |
-87 |
Nov12 |
111202 |
297.53 |
298.28 |
296.56 |
298.28 |
+2.08 |
150 |
1,572 |
+10 |
Dec12 |
111202 |
297.85 |
299.04 |
297.01 |
299.02 |
+2.06 |
1,513 |
18,547 |
+502 |
Total Volume and Open Interest |
144,459 |
267,909 |
-3,290 |
Gasoline(NYMEX) |
Jan12 |
111202 |
260.44 |
265.00 |
258.23 |
261.62 |
+5.83 |
46,321 |
91,189 |
+3,661 |
Feb12 |
111202 |
260.21 |
264.78 |
258.96 |
262.24 |
+4.99 |
23,844 |
30,814 |
+1,217 |
Mar12 |
111202 |
261.67 |
266.00 |
260.57 |
263.77 |
+4.65 |
15,010 |
29,518 |
-972 |
Apr12 |
111202 |
277.78 |
279.95 |
274.78 |
277.96 |
+4.17 |
7,411 |
23,984 |
-584 |
May12 |
111202 |
274.91 |
279.72 |
274.91 |
277.84 |
+4.08 |
3,641 |
18,723 |
+582 |
Jun12 |
111202 |
272.38 |
278.27 |
272.22 |
276.23 |
+4.05 |
3,043 |
27,099 |
+452 |
Jul12 |
111202 |
272.38 |
274.07 |
272.31 |
273.98 |
+4.02 |
317 |
7,556 |
+51 |
Aug12 |
111202 |
269.66 |
271.57 |
269.61 |
271.57 |
+3.97 |
215 |
8,145 |
+27 |
Sep12 |
111202 |
267.24 |
268.87 |
266.82 |
268.87 |
+3.97 |
268 |
6,183 |
+23 |
Oct12 |
111202 |
256.25 |
256.25 |
256.23 |
256.25 |
+3.91 |
210 |
4,466 |
-17 |
Total Volume and Open Interest |
100,605 |
265,043 |
-1,223 |
e-miNY RBOB Gasoline(NYM) |
Jan12 |
111202 |
261.60 |
261.62 |
261.60 |
261.60 |
+5.80 |
0 |
1 |
+0 |
Feb12 |
111202 |
262.20 |
262.24 |
262.20 |
262.20 |
+4.90 |
0 |
1 |
+0 |
Mar12 |
111202 |
263.80 |
263.80 |
263.77 |
263.80 |
+4.70 |
|
|
|
Apr12 |
111202 |
278.00 |
278.00 |
277.96 |
278.00 |
+4.20 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Jan12 |
111202 |
3.644 |
3.663 |
3.568 |
3.584 |
-0.064 |
126,796 |
286,651 |
-3,703 |
Feb12 |
111202 |
3.678 |
3.688 |
3.600 |
3.613 |
-0.062 |
33,793 |
97,240 |
-46 |
Mar12 |
111202 |
3.689 |
3.694 |
3.607 |
3.621 |
-0.059 |
36,494 |
127,358 |
+1,154 |
Apr12 |
111202 |
3.710 |
3.712 |
3.646 |
3.660 |
-0.050 |
25,109 |
97,260 |
-909 |
May12 |
111202 |
3.718 |
3.735 |
3.688 |
3.699 |
-0.047 |
8,670 |
44,486 |
+1,094 |
Jun12 |
111202 |
3.786 |
3.786 |
3.730 |
3.742 |
-0.044 |
3,899 |
22,664 |
+340 |
Jul12 |
111202 |
3.809 |
3.830 |
3.789 |
3.796 |
-0.043 |
2,797 |
19,168 |
+98 |
Aug12 |
111202 |
3.845 |
3.858 |
3.810 |
3.826 |
-0.043 |
1,925 |
15,882 |
+86 |
Sep12 |
111202 |
3.860 |
3.860 |
3.825 |
3.830 |
-0.042 |
2,275 |
15,081 |
+668 |
Oct12 |
111202 |
3.883 |
3.898 |
3.861 |
3.867 |
-0.042 |
11,470 |
55,363 |
-84 |
Nov12 |
111202 |
4.036 |
4.036 |
4.000 |
4.011 |
-0.035 |
5,417 |
23,983 |
+959 |
Dec12 |
111202 |
4.327 |
4.333 |
4.289 |
4.297 |
-0.027 |
3,886 |
24,366 |
+28 |
Jan13 |
111202 |
4.427 |
4.445 |
4.417 |
4.428 |
-0.024 |
5,430 |
29,298 |
+491 |
Feb13 |
111202 |
4.403 |
4.420 |
4.403 |
4.413 |
-0.024 |
296 |
6,262 |
-200 |
Mar13 |
111202 |
4.359 |
4.362 |
4.359 |
4.362 |
-0.022 |
1,208 |
14,356 |
-75 |
Apr13 |
111202 |
4.270 |
4.278 |
4.258 |
4.276 |
-0.014 |
1,137 |
23,050 |
+106 |
Total Volume and Open Interest |
272,645 |
954,405 |
-690 |
Brent Crude Oil(ICE) |
Jan12 |
111202 |
109.09 |
110.41 |
108.62 |
109.94 |
+0.95 |
231,067 |
150,423 |
-7,301 |
Feb12 |
111202 |
108.82 |
110.07 |
108.35 |
109.68 |
+0.97 |
143,670 |
151,292 |
+6,447 |
Mar12 |
111202 |
108.50 |
109.74 |
108.05 |
109.35 |
+0.96 |
76,801 |
89,941 |
+3,019 |
Apr12 |
111202 |
108.27 |
109.49 |
107.82 |
109.08 |
+0.89 |
40,216 |
41,628 |
+544 |
May12 |
111202 |
108.02 |
109.20 |
107.57 |
108.78 |
+0.81 |
22,523 |
25,762 |
-148 |
Jun12 |
111202 |
107.72 |
108.89 |
107.25 |
108.46 |
+0.75 |
45,028 |
70,616 |
+2,739 |
Jul12 |
111202 |
108.10 |
108.42 |
106.94 |
108.12 |
+0.70 |
9,040 |
18,553 |
-828 |
Aug12 |
111202 |
107.73 |
108.06 |
106.57 |
107.75 |
+0.68 |
6,152 |
26,680 |
-146 |
Sep12 |
111202 |
107.31 |
107.62 |
106.14 |
107.33 |
+0.68 |
6,265 |
32,944 |
+390 |
Oct12 |
111202 |
106.55 |
106.95 |
106.55 |
106.95 |
+0.68 |
2,930 |
14,060 |
+581 |
Nov12 |
111202 |
106.59 |
106.59 |
106.59 |
106.59 |
+0.68 |
2,148 |
17,657 |
-131 |
Dec12 |
111202 |
105.63 |
106.61 |
104.97 |
106.20 |
+0.70 |
40,298 |
101,662 |
-2,039 |
Jan13 |
111202 |
105.82 |
105.82 |
105.82 |
105.82 |
+0.70 |
2,644 |
10,667 |
+673 |
Feb13 |
111202 |
105.39 |
105.39 |
105.39 |
105.39 |
+0.69 |
1,157 |
6,149 |
+32 |
Total Volume and Open Interest |
654,240 |
921,622 |
+6,905 |
Gas Oil(ICE) |
Dec11 |
111202 |
952.00 |
961.75 |
946.00 |
951.25 |
+5.25 |
54,504 |
96,599 |
-7,352 |
Jan12 |
111202 |
943.75 |
953.00 |
937.75 |
943.00 |
+4.75 |
99,584 |
117,344 |
+2,884 |
Feb12 |
111202 |
938.50 |
949.00 |
933.75 |
939.00 |
+5.00 |
32,065 |
49,018 |
-276 |
Mar12 |
111202 |
935.50 |
944.25 |
930.25 |
935.50 |
+5.00 |
21,394 |
44,623 |
+1,898 |
Apr12 |
111202 |
931.75 |
940.75 |
927.00 |
932.50 |
+5.25 |
9,906 |
23,045 |
-397 |
May12 |
111202 |
928.50 |
938.00 |
924.25 |
929.75 |
+5.75 |
7,306 |
26,828 |
+535 |
Jun12 |
111202 |
926.75 |
936.25 |
923.25 |
928.75 |
+6.50 |
13,667 |
50,132 |
-943 |
Jul12 |
111202 |
927.25 |
936.75 |
927.25 |
929.25 |
+6.25 |
2,543 |
17,907 |
-31 |
Aug12 |
111202 |
927.75 |
937.25 |
927.75 |
929.75 |
+6.25 |
2,383 |
12,882 |
+356 |
Sep12 |
111202 |
928.00 |
937.50 |
927.75 |
930.00 |
+6.25 |
1,862 |
12,541 |
+225 |
Total Volume and Open Interest |
253,849 |
543,549 |
-2,731 |
Ethanol(CBOT) |
Dec11 |
111202 |
2.510 |
2.555 |
2.500 |
2.503 |
-0.024 |
78 |
233 |
-28 |
Jan12 |
111202 |
2.230 |
2.255 |
2.202 |
2.216 |
-0.021 |
359 |
1,403 |
-35 |
Feb12 |
111202 |
2.181 |
2.189 |
2.159 |
2.165 |
-0.011 |
159 |
1,237 |
+116 |
Mar12 |
111202 |
2.195 |
2.207 |
2.177 |
2.182 |
-0.006 |
175 |
1,535 |
+60 |
Apr12 |
111202 |
2.201 |
2.211 |
2.180 |
2.184 |
-0.003 |
56 |
670 |
+3 |
May12 |
111202 |
2.206 |
2.217 |
2.201 |
2.201 |
-0.003 |
138 |
795 |
-4 |
Jun12 |
111202 |
2.226 |
2.226 |
2.209 |
2.209 |
-0.005 |
64 |
631 |
+12 |
Jul12 |
111202 |
2.214 |
2.236 |
2.214 |
2.222 |
-0.004 |
19 |
863 |
+10 |
Total Volume and Open Interest |
1,178 |
10,355 |
+211 |
WTI Crude Oil(ICE) |
Jan12 |
111202 |
100.06 |
101.55 |
99.76 |
100.96 |
+0.76 |
65,396 |
70,375 |
+1,346 |
Feb12 |
111202 |
100.18 |
101.61 |
99.91 |
101.09 |
+0.76 |
20,105 |
47,618 |
+277 |
Mar12 |
111202 |
100.32 |
101.66 |
100.04 |
101.22 |
+0.77 |
11,664 |
34,985 |
+193 |
Apr12 |
111202 |
100.83 |
101.68 |
100.35 |
101.25 |
+0.76 |
7,315 |
22,037 |
+1,464 |
May12 |
111202 |
101.38 |
101.38 |
100.28 |
101.15 |
+0.73 |
5,794 |
11,999 |
+407 |
Jun12 |
111202 |
100.77 |
101.37 |
99.85 |
100.92 |
+0.69 |
17,671 |
42,623 |
+1,113 |
Jul12 |
111202 |
100.21 |
100.63 |
100.04 |
100.63 |
+0.66 |
3,436 |
9,615 |
+835 |
Aug12 |
111202 |
99.90 |
100.50 |
99.72 |
100.30 |
+0.62 |
1,615 |
6,959 |
-1 |
Sep12 |
111202 |
99.60 |
99.98 |
99.31 |
99.98 |
+0.59 |
2,063 |
11,562 |
-477 |
Oct12 |
111202 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.57 |
839 |
5,275 |
-154 |
Nov12 |
111202 |
99.41 |
99.41 |
99.41 |
99.41 |
+0.56 |
635 |
4,625 |
+42 |
Dec12 |
111202 |
99.24 |
99.57 |
98.08 |
99.13 |
+0.55 |
12,787 |
61,997 |
+50 |
Jan13 |
111202 |
98.74 |
98.74 |
98.74 |
98.74 |
+0.56 |
99 |
3,249 |
+39 |
Feb13 |
111202 |
98.32 |
98.32 |
98.32 |
98.32 |
+0.57 |
0 |
640 |
+0 |
Mar13 |
111202 |
97.92 |
97.92 |
97.92 |
97.92 |
+0.58 |
0 |
1,584 |
+0 |
Apr13 |
111202 |
97.52 |
97.52 |
97.52 |
97.52 |
+0.58 |
0 |
389 |
+0 |
Total Volume and Open Interest |
153,191 |
425,503 |
+5,241 |
US Dollar Index(ICE) |
Dec11 |
111202 |
78.295 |
78.890 |
78.060 |
78.730 |
+0.298 |
30,418 |
54,588 |
-3,236 |
Mar12 |
111202 |
78.850 |
79.315 |
78.520 |
79.160 |
+0.298 |
946 |
773 |
-44 |
Jun12 |
111202 |
79.600 |
79.600 |
79.600 |
79.600 |
+0.317 |
2 |
2 |
+2 |
Total Volume and Open Interest |
31,366 |
55,363 |
-3,278 |
Australian Dollar(CME) |
Dec11 |
111202 |
102.01 |
103.08 |
101.78 |
102.13 |
-0.07 |
199,709 |
116,501 |
-738 |
Mar12 |
111202 |
100.98 |
102.05 |
100.78 |
101.12 |
-0.07 |
6,585 |
12,095 |
+4,737 |
Jun12 |
111202 |
100.55 |
100.55 |
100.34 |
100.34 |
-0.06 |
0 |
36 |
+0 |
Total Volume and Open Interest |
206,299 |
128,754 |
+3,994 |
British Pound(CME) |
Dec11 |
111202 |
156.87 |
157.27 |
155.74 |
155.93 |
-0.90 |
142,802 |
180,202 |
-4,832 |
Mar12 |
111202 |
156.69 |
157.00 |
155.62 |
155.79 |
-0.91 |
757 |
5,926 |
+247 |
Jun12 |
111202 |
155.66 |
156.55 |
155.66 |
155.66 |
-0.89 |
0 |
10 |
+0 |
Total Volume and Open Interest |
143,559 |
186,143 |
-4,585 |
Canadian Dollar(CME) |
Dec11 |
111202 |
98.58 |
99.17 |
98.02 |
98.20 |
-0.32 |
118,420 |
125,112 |
-2,056 |
Mar12 |
111202 |
98.32 |
98.95 |
97.85 |
98.00 |
-0.32 |
3,178 |
13,659 |
+542 |
Jun12 |
111202 |
98.50 |
98.70 |
97.85 |
97.86 |
-0.30 |
150 |
1,947 |
+59 |
Sep12 |
111202 |
98.20 |
98.20 |
97.76 |
97.76 |
-0.29 |
280 |
1,125 |
+273 |
Total Volume and Open Interest |
122,063 |
142,060 |
-1,171 |
Japanese Yen(CME) |
Dec11 |
111202 |
128.71 |
128.71 |
128.09 |
128.14 |
-0.41 |
110,291 |
153,703 |
-6,871 |
Mar12 |
111202 |
128.85 |
128.91 |
128.41 |
128.46 |
-0.36 |
10,158 |
13,869 |
+8,208 |
Jun12 |
111202 |
128.74 |
129.07 |
128.74 |
128.74 |
-0.33 |
0 |
39 |
+0 |
Total Volume and Open Interest |
120,449 |
167,616 |
+1,337 |
Swiss Franc(CME) |
Dec11 |
111202 |
109.18 |
109.79 |
108.21 |
108.59 |
-0.53 |
39,075 |
37,573 |
+1,074 |
Mar12 |
111202 |
109.41 |
109.90 |
108.50 |
108.82 |
-0.51 |
571 |
923 |
+209 |
Jun12 |
111202 |
109.04 |
109.58 |
109.04 |
109.04 |
-0.54 |
1 |
5 |
-1 |
Total Volume and Open Interest |
39,647 |
38,506 |
+1,282 |
EuroFX(CME) |
Dec11 |
111202 |
134.60 |
135.50 |
133.62 |
134.04 |
-0.52 |
441,324 |
269,266 |
+3,083 |
Mar12 |
111202 |
134.76 |
135.50 |
133.75 |
134.14 |
-0.51 |
8,449 |
11,093 |
+790 |
Jun12 |
111202 |
135.22 |
135.55 |
133.83 |
134.20 |
-0.52 |
61 |
1,066 |
+59 |
Total Volume and Open Interest |
449,834 |
281,443 |
+3,932 |
Mexican Peso(CME) |
Dec11 |
111202 |
734.2 |
742.5 |
731.5 |
738.2 |
+1.8 |
49,274 |
74,207 |
-1,118 |
Jan12 |
111202 |
736.5 |
736.5 |
734.8 |
736.5 |
+1.8 |
0 |
95 |
+0 |
Total Volume and Open Interest |
49,503 |
119,898 |
-996 |
Brazilian Real(CME) |
Jan12 |
111202 |
553.00 |
557.80 |
553.00 |
553.00 |
+5.05 |
539 |
10,724 |
+525 |
Feb12 |
111202 |
550.15 |
550.15 |
550.15 |
550.15 |
+4.50 |
|
|
|
Mar12 |
111202 |
547.30 |
547.30 |
547.30 |
547.30 |
+3.95 |
46 |
3,304 |
+6 |
Apr12 |
111202 |
545.00 |
545.00 |
545.00 |
545.00 |
+3.95 |
|
|
|
Total Volume and Open Interest |
585 |
29,359 |
-2,336 |
30-Year T-Bonds(CBOT) |
Dec11 |
111202 |
141~060 |
142~080 |
140~030 |
142~020 |
+1~130 |
142,329 |
55,766 |
-32,586 |
Mar12 |
111202 |
140~240 |
142~020 |
139~240 |
141~260 |
+1~160 |
477,597 |
573,145 |
+3,371 |
Jun12 |
111202 |
140~040 |
140~140 |
138~310 |
140~140 |
+1~150 |
18 |
10 |
-5 |
Total Volume and Open Interest |
619,944 |
628,921 |
-29,220 |
10-Year T-Notes(CBOT) |
Dec11 |
111202 |
130~035 |
130~195 |
129~160 |
130~160 |
+0~165 |
448,830 |
173,070 |
-107,656 |
Mar12 |
111202 |
129~075 |
129~250 |
128~200 |
129~215 |
+0~170 |
1,385,647 |
1,315,729 |
+40,012 |
Jun12 |
111202 |
128~215 |
128~215 |
128~045 |
128~215 |
+0~170 |
|
|
|
Total Volume and Open Interest |
1,834,477 |
1,488,799 |
-67,644 |
5-Year T-Notes(CBOT) |
Dec11 |
111202 |
122~127 |
123~023 |
122~088 |
123~018 |
+0~027 |
299,136 |
138,474 |
-84,409 |
Mar12 |
111202 |
122~073 |
122~106 |
122~034 |
122~101 |
+0~031 |
824,491 |
1,151,618 |
+37,332 |
Jun12 |
111202 |
121~125 |
121~125 |
121~094 |
121~125 |
+0~031 |
|
|
|
Total Volume and Open Interest |
1,123,627 |
1,290,092 |
-47,077 |
2 Year T-Notes(CBOT) |
Dec11 |
111202 |
110~023 |
110~026 |
110~017 |
110~025 |
+0~002 |
155,556 |
75,185 |
-44,122 |
Mar12 |
111202 |
110~030 |
110~033 |
110~022 |
110~032 |
+0~003 |
303,344 |
629,217 |
+7,727 |
Jun12 |
111202 |
110~000 |
110~000 |
109~125 |
110~000 |
+0~003 |
|
|
|
Total Volume and Open Interest |
458,900 |
704,402 |
-36,395 |
Eurodollars(CME) |
Dec11 |
111202 |
99.470 |
99.475 |
99.442 |
99.455 |
-0.018 |
457,303 |
1,029,003 |
-28,812 |
Mar12 |
111202 |
99.400 |
99.410 |
99.345 |
99.370 |
-0.040 |
591,545 |
966,821 |
-16,978 |
Jun12 |
111202 |
99.350 |
99.365 |
99.295 |
99.320 |
-0.035 |
439,944 |
1,100,607 |
-33,362 |
Sep12 |
111202 |
99.315 |
99.340 |
99.270 |
99.295 |
-0.030 |
415,538 |
763,558 |
-8,133 |
Dec12 |
111202 |
99.295 |
99.320 |
99.255 |
99.280 |
-0.025 |
367,472 |
763,833 |
-23,469 |
Mar13 |
111202 |
99.275 |
99.305 |
99.240 |
99.265 |
-0.025 |
281,404 |
798,713 |
-38,370 |
Jun13 |
111202 |
99.235 |
99.260 |
99.195 |
99.230 |
-0.020 |
203,225 |
569,534 |
-2,389 |
Sep13 |
111202 |
99.180 |
99.195 |
99.120 |
99.170 |
-0.015 |
197,065 |
450,438 |
-26,471 |
Dec13 |
111202 |
99.070 |
99.090 |
99.010 |
99.075 |
-0.010 |
153,382 |
486,423 |
+2,811 |
Mar14 |
111202 |
98.940 |
98.960 |
98.870 |
98.950 |
-0.005 |
111,438 |
356,600 |
+8,848 |
Jun14 |
111202 |
98.770 |
98.790 |
98.695 |
98.780 |
unch |
93,472 |
289,749 |
+6,079 |
Sep14 |
111202 |
98.585 |
98.610 |
98.500 |
98.595 |
+0.005 |
80,016 |
201,442 |
+2,020 |
Dec14 |
111202 |
98.380 |
98.425 |
98.295 |
98.405 |
+0.020 |
43,634 |
174,873 |
+418 |
Mar15 |
111202 |
98.200 |
98.260 |
98.115 |
98.235 |
+0.030 |
31,293 |
128,797 |
+1,663 |
Jun15 |
111202 |
6.275 |
6.345 |
6.180 |
6.320 |
+0.045 |
25,940 |
110,417 |
-832 |
Sep15 |
111202 |
6.090 |
6.175 |
5.995 |
6.150 |
+0.055 |
24,033 |
77,212 |
-503 |
Dec15 |
111202 |
5.910 |
6.000 |
5.835 |
5.975 |
+0.070 |
19,345 |
50,069 |
+1,193 |
Mar16 |
111202 |
5.750 |
5.855 |
5.695 |
5.835 |
+0.085 |
16,739 |
47,383 |
+909 |
Total Volume and Open Interest |
3,590,265 |
8,564,469 |
-157,138 |
30 Day Federal Funds(CBOT) |
Dec11 |
111202 |
99.915 |
99.915 |
99.910 |
99.910 |
unch |
1,667 |
73,153 |
+363 |
Jan12 |
111202 |
99.900 |
99.910 |
99.900 |
99.900 |
unch |
6,306 |
62,830 |
+847 |
Feb12 |
111202 |
99.895 |
99.900 |
99.890 |
99.890 |
unch |
5,199 |
52,368 |
+2,242 |
Mar12 |
111202 |
99.885 |
99.895 |
99.885 |
99.885 |
unch |
3,120 |
33,518 |
+994 |
Apr12 |
111202 |
99.880 |
99.890 |
99.875 |
99.880 |
unch |
2,661 |
36,129 |
-76 |
May12 |
111202 |
99.875 |
99.880 |
99.870 |
99.875 |
unch |
4,718 |
44,653 |
-379 |
Total Volume and Open Interest |
37,741 |
620,613 |
+4,220 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111202 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
327 |
+0 |
Mar12 |
111202 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
300 |
+0 |
Jun12 |
111202 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
111202 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
111202 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Mar13 |
111202 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
111202 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Sep13 |
111202 |
99.470 |
99.470 |
99.470 |
99.470 |
unch |
|
|
|
Dec13 |
111202 |
99.330 |
99.330 |
99.330 |
99.330 |
unch |
|
|
|
Mar14 |
111202 |
99.190 |
99.190 |
99.190 |
99.190 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
627 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111202 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
1 |
3,633 |
+1 |
Mar12 |
111202 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,937 |
+0 |
Jun12 |
111202 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,440 |
+0 |
Sep12 |
111202 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
711 |
+0 |
Dec12 |
111202 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
135 |
-10 |
Mar13 |
111202 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
111202 |
99.64 |
99.64 |
99.61 |
99.61 |
unch |
0 |
166 |
+0 |
Sep13 |
111202 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
Total Volume and Open Interest |
1 |
8,156 |
-9 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111202 |
141.86 |
142.14 |
141.68 |
141.96 |
+0.01 |
3,611 |
16,984 |
-697 |
Mar12 |
111202 |
141.22 |
141.48 |
141.07 |
141.33 |
+0.03 |
37 |
161 |
+12 |
Jun12 |
111202 |
139.24 |
139.24 |
139.24 |
139.24 |
+0.03 |
|
|
|
Total Volume and Open Interest |
3,648 |
17,148 |
-685 |
Euro-Bund(EUREX) |
Dec11 |
111202 |
134.90 |
135.62 |
134.53 |
135.51 |
+0.63 |
1,001,653 |
847,649 |
-74,798 |
Mar12 |
111202 |
134.88 |
135.71 |
134.57 |
135.61 |
+0.69 |
59,606 |
93,257 |
+22,281 |
Jun12 |
111202 |
134.99 |
134.99 |
134.99 |
134.99 |
+0.73 |
1 |
21 |
+0 |
Total Volume and Open Interest |
1,061,260 |
940,927 |
-52,517 |
Euro-Bobl(EUREX) |
Dec11 |
111202 |
123.26 |
123.34 |
122.90 |
123.29 |
+0.16 |
673,005 |
672,887 |
-14,802 |
Mar12 |
111202 |
123.38 |
123.52 |
123.04 |
123.45 |
+0.15 |
40,795 |
77,636 |
+10,132 |
Jun12 |
111202 |
123.44 |
123.44 |
123.44 |
123.44 |
+0.16 |
|
|
|
Total Volume and Open Interest |
713,800 |
750,523 |
-4,670 |
3-Mth Euribor(EUREX) |
Dec11 |
111202 |
98.770 |
98.770 |
98.710 |
98.710 |
-0.070 |
1,607 |
3,042 |
+1,087 |
Mar12 |
111202 |
98.940 |
98.950 |
98.930 |
98.930 |
-0.055 |
239 |
2,347 |
+100 |
Jun12 |
111202 |
98.990 |
98.990 |
98.990 |
98.990 |
-0.040 |
0 |
1,132 |
+0 |
Total Volume and Open Interest |
1,864 |
9,943 |
+1,195 |
Long Gilt(LIFFE) |
Dec11 |
111202 |
130~27 |
131~07 |
130~16 |
130~24 |
-0~07 |
10,282 |
24,561 |
-6,763 |
Mar12 |
111202 |
113~25 |
114~06 |
113~06 |
113~23 |
-0~05 |
172,048 |
287,495 |
+2,980 |
Total Volume and Open Interest |
182,330 |
312,056 |
-3,783 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111202 |
98.96 |
98.97 |
98.94 |
98.95 |
-0.01 |
54,519 |
322,696 |
-5,987 |
Mar12 |
111202 |
98.96 |
98.96 |
98.91 |
98.93 |
-0.01 |
79,655 |
324,842 |
-7,493 |
Jun12 |
111202 |
98.93 |
98.95 |
98.89 |
98.92 |
unch |
77,780 |
195,944 |
-3,191 |
Sep12 |
111202 |
98.91 |
98.94 |
98.88 |
98.92 |
+0.03 |
70,651 |
195,379 |
-10,284 |
Dec12 |
111202 |
98.86 |
98.90 |
98.84 |
98.89 |
+0.05 |
68,677 |
176,266 |
-5,169 |
Mar13 |
111202 |
98.82 |
98.89 |
98.82 |
98.88 |
+0.06 |
40,925 |
196,398 |
-4,827 |
Total Volume and Open Interest |
489,447 |
1,936,432 |
-32,121 |
3-Mth Euribor(LIFFE) |
Dec11 |
111202 |
98.770 |
98.785 |
98.705 |
98.710 |
-0.070 |
269,415 |
644,903 |
+12,710 |
Mar12 |
111202 |
98.990 |
99.005 |
98.915 |
98.930 |
-0.055 |
251,206 |
529,757 |
+8,461 |
Jun12 |
111202 |
99.040 |
99.055 |
98.970 |
98.990 |
-0.040 |
189,512 |
386,086 |
+6,174 |
Total Volume and Open Interest |
1,366,069 |
3,438,119 |
+55,535 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111202 |
95.49 |
95.49 |
95.45 |
95.48 |
-0.01 |
30,029 |
204,598 |
+1,014 |
Mar12 |
111202 |
96.29 |
96.30 |
96.24 |
96.26 |
-0.03 |
30,561 |
240,908 |
+10,674 |
Jun12 |
111202 |
96.54 |
96.56 |
96.47 |
96.49 |
-0.05 |
15,885 |
168,299 |
+2,458 |
Sep12 |
111202 |
96.53 |
96.54 |
96.45 |
96.47 |
-0.06 |
6,503 |
103,158 |
+1,472 |
Dec12 |
111202 |
96.39 |
96.39 |
96.31 |
96.32 |
-0.05 |
2,576 |
63,490 |
+437 |
Mar13 |
111202 |
96.21 |
96.21 |
96.13 |
96.15 |
-0.03 |
2,231 |
52,514 |
+519 |
Jun13 |
111202 |
96.02 |
96.02 |
95.98 |
95.99 |
-0.02 |
760 |
42,390 |
+59 |
Sep13 |
111202 |
95.89 |
95.89 |
95.85 |
95.87 |
-0.01 |
1,427 |
20,153 |
+41 |
Dec13 |
111202 |
95.76 |
95.77 |
95.74 |
95.76 |
unch |
781 |
5,388 |
+769 |
Mar14 |
111202 |
95.65 |
95.69 |
95.65 |
95.69 |
-0.01 |
300 |
996 |
+300 |
Total Volume and Open Interest |
91,053 |
901,951 |
+17,743 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111202 |
95.96 |
95.99 |
95.88 |
95.97 |
+0.01 |
58,697 |
389,639 |
+13,897 |
Mar12 |
111202 |
95.94 |
95.97 |
95.94 |
95.97 |
+0.01 |
100 |
101 |
+100 |
Total Volume and Open Interest |
58,797 |
389,740 |
+13,997 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111202 |
96.74 |
96.78 |
96.68 |
96.74 |
unch |
209,241 |
676,083 |
+44,970 |
Mar12 |
111202 |
96.81 |
96.85 |
96.81 |
96.85 |
+0.01 |
0 |
100 |
+0 |
Total Volume and Open Interest |
209,241 |
676,183 |
+44,970 |
Gold(CMX) |
Dec11 |
111202 |
1744.8 |
1762.9 |
1741.6 |
1747.0 |
+11.7 |
15,463 |
6,815 |
-11,343 |
Feb12 |
111202 |
1748.5 |
1767.1 |
1741.7 |
1751.3 |
+11.5 |
187,239 |
264,239 |
+15,196 |
Apr12 |
111202 |
1748.4 |
1769.7 |
1747.5 |
1754.2 |
+11.6 |
5,806 |
32,834 |
+2,456 |
Jun12 |
111202 |
1754.9 |
1772.0 |
1747.6 |
1756.8 |
+11.7 |
4,035 |
22,829 |
+1,034 |
Aug12 |
111202 |
1756.9 |
1762.5 |
1754.0 |
1759.4 |
+12.0 |
470 |
13,202 |
-53 |
Oct12 |
111202 |
1757.7 |
1765.1 |
1757.7 |
1762.1 |
+12.0 |
446 |
7,925 |
+49 |
Dec12 |
111202 |
1757.7 |
1780.5 |
1756.7 |
1764.9 |
+12.1 |
791 |
20,767 |
+104 |
Feb13 |
111202 |
1767.9 |
1767.9 |
1767.9 |
1767.9 |
+12.1 |
511 |
2,924 |
-429 |
Apr13 |
111202 |
1770.8 |
1770.8 |
1770.8 |
1770.8 |
+12.2 |
50 |
820 |
-25 |
Jun13 |
111202 |
1774.4 |
1774.4 |
1774.4 |
1774.4 |
+12.2 |
6 |
11,128 |
+4 |
Aug13 |
111202 |
1778.2 |
1778.2 |
1778.2 |
1778.2 |
+12.3 |
0 |
45 |
+0 |
Oct13 |
111202 |
1782.0 |
1782.0 |
1782.0 |
1782.0 |
+12.4 |
|
|
|
Total Volume and Open Interest |
216,335 |
430,118 |
+6,942 |
Silver(CMX) |
Dec11 |
111202 |
3281.5 |
3355.5 |
3238.0 |
3262.1 |
-7.4 |
2,427 |
1,044 |
-1,087 |
Mar12 |
111202 |
3286.0 |
3374.0 |
3236.5 |
3268.6 |
-7.3 |
49,804 |
57,327 |
+916 |
May12 |
111202 |
3277.0 |
3366.5 |
3260.0 |
3272.5 |
-7.0 |
841 |
5,414 |
-25 |
Jul12 |
111202 |
3350.5 |
3352.0 |
3275.9 |
3275.9 |
-6.8 |
95 |
2,666 |
-5 |
Sep12 |
111202 |
3277.0 |
3279.1 |
3277.0 |
3279.1 |
-6.6 |
49 |
1,837 |
-10 |
Dec12 |
111202 |
3335.5 |
3380.0 |
3276.5 |
3283.4 |
-6.2 |
1,005 |
13,090 |
-630 |
Mar13 |
111202 |
3331.0 |
3345.0 |
3280.8 |
3280.8 |
-5.6 |
36 |
1,123 |
+0 |
Total Volume and Open Interest |
55,395 |
98,068 |
-891 |
Platinum(NYMEX) |
Jan12 |
111202 |
1562.3 |
1573.0 |
1546.0 |
1548.5 |
-8.7 |
12,794 |
35,041 |
+1,809 |
Apr12 |
111202 |
1565.0 |
1577.2 |
1554.9 |
1555.3 |
-8.5 |
783 |
5,308 |
+143 |
Jul12 |
111202 |
1561.0 |
1561.0 |
1558.5 |
1558.5 |
-8.0 |
15 |
365 |
+4 |
Oct12 |
111202 |
1562.4 |
1562.4 |
1562.4 |
1562.4 |
-8.0 |
0 |
59 |
+0 |
Total Volume and Open Interest |
13,592 |
40,775 |
+1,955 |
Palladium(NYMEX) |
Dec11 |
111202 |
638.80 |
660.70 |
638.80 |
643.60 |
+15.95 |
217 |
833 |
-135 |
Mar12 |
111202 |
631.05 |
7.64 |
630.10 |
645.85 |
+15.65 |
6,472 |
19,040 |
+509 |
Jun12 |
111202 |
655.30 |
655.30 |
647.25 |
647.25 |
+15.65 |
35 |
275 |
+29 |
Total Volume and Open Interest |
6,727 |
20,251 |
+404 |
Copper(CMX) |
Dec11 |
111202 |
353.15 |
360.85 |
352.00 |
357.25 |
+5.05 |
5,184 |
4,421 |
-196 |
Mar12 |
111202 |
354.10 |
363.35 |
352.75 |
358.45 |
+5.05 |
64,580 |
73,603 |
+2,101 |
May12 |
111202 |
354.60 |
363.15 |
354.50 |
359.50 |
+5.10 |
2,834 |
17,131 |
+501 |
Jul12 |
111202 |
355.55 |
361.00 |
354.70 |
360.20 |
+5.10 |
691 |
6,142 |
+54 |
Sep12 |
111202 |
361.85 |
361.95 |
359.90 |
360.70 |
+5.10 |
212 |
2,393 |
-76 |
Total Volume and Open Interest |
75,436 |
115,044 |
+2,670 |
DJIA Index(CBOT) |
Dec11 |
111202 |
12044 |
12170 |
12000 |
12000 |
-3 |
1,666 |
17,998 |
+1,136 |
Mar12 |
111202 |
12020 |
12020 |
11930 |
11930 |
-2 |
46 |
442 |
+22 |
Jun12 |
111202 |
11863 |
11865 |
11863 |
11863 |
-2 |
0 |
400 |
+0 |
Sep12 |
111202 |
11800 |
11802 |
11800 |
11800 |
-2 |
4 |
0 |
+0 |
Total Volume and Open Interest |
1,716 |
18,840 |
+1,158 |
E-mini DJIA Index(CBOT) |
Dec11 |
111202 |
12001 |
12178 |
11992 |
12000 |
-3 |
157,013 |
90,745 |
+8,230 |
Mar12 |
111202 |
11951 |
12129 |
11930 |
11930 |
-2 |
278 |
1,448 |
+107 |
Jun12 |
111202 |
11940 |
11940 |
11863 |
11863 |
-2 |
0 |
6 |
+0 |
Sep12 |
111202 |
11800 |
11800 |
11800 |
11800 |
-2 |
6 |
9 |
-4 |
Total Volume and Open Interest |
157,297 |
92,208 |
+8,333 |
S & P 500(CME) |
Dec11 |
111202 |
1243.30 |
1262.70 |
1242.40 |
1243.50 |
-0.10 |
32,665 |
281,681 |
+6,853 |
Mar12 |
111202 |
1250.50 |
1253.00 |
1237.50 |
1237.60 |
-0.10 |
3,180 |
23,308 |
+2,302 |
Jun12 |
111202 |
1232.10 |
1247.20 |
1231.70 |
1232.10 |
-0.10 |
467 |
2,905 |
+87 |
Sep12 |
111202 |
1241.00 |
1241.90 |
1226.40 |
1226.80 |
-0.10 |
119 |
464 |
+108 |
Total Volume and Open Interest |
36,431 |
308,458 |
+9,350 |
S & P 500 E-Mini(Globex) |
Dec11 |
111202 |
1243.50 |
1262.75 |
1242.00 |
1243.50 |
unch |
3,298,494 |
2,972,939 |
+22,786 |
Mar12 |
111202 |
1237.25 |
1257.00 |
1234.25 |
1237.50 |
-0.25 |
50,882 |
96,146 |
+33,866 |
Total Volume and Open Interest |
3,349,880 |
3,072,351 |
+56,486 |
NASDAQ 100(CME) |
Dec11 |
111202 |
2309.30 |
2344.30 |
2300.00 |
2303.30 |
-6.00 |
2,204 |
29,741 |
+778 |
Mar12 |
111202 |
2305.50 |
2324.00 |
2296.00 |
2298.80 |
-6.00 |
0 |
110 |
+0 |
Jun12 |
111202 |
2295.80 |
2301.80 |
2295.80 |
2295.80 |
-6.00 |
|
|
|
Total Volume and Open Interest |
2,204 |
29,851 |
+778 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111202 |
2309.30 |
2344.80 |
2300.80 |
2303.30 |
-6.00 |
296,698 |
300,034 |
+5,822 |
Mar12 |
111202 |
2311.00 |
2339.30 |
2297.30 |
2298.80 |
-6.00 |
642 |
1,612 |
+210 |
Total Volume and Open Interest |
297,343 |
301,674 |
+6,031 |
S & P Midcap 400(CME) |
Dec11 |
111202 |
879.60 |
891.00 |
879.60 |
879.60 |
+0.60 |
364 |
5,970 |
-274 |
Mar12 |
111202 |
876.80 |
876.80 |
876.30 |
876.80 |
+0.50 |
|
|
|
Jun12 |
111202 |
874.80 |
874.80 |
874.30 |
874.80 |
+0.50 |
|
|
|
Total Volume and Open Interest |
364 |
5,970 |
-274 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111202 |
8610 |
8750 |
8595 |
8655 |
+60 |
10,676 |
28,067 |
+360 |
Mar12 |
111202 |
8620 |
8755 |
8600 |
8655 |
+55 |
363 |
715 |
+103 |
Total Volume and Open Interest |
11,039 |
28,782 |
+463 |
Nikkei 225(SGX) |
Dec11 |
111202 |
8600 |
8660 |
8560 |
8650 |
+50 |
94,185 |
230,248 |
+2,497 |
Mar12 |
111202 |
8585 |
8645 |
8555 |
8635 |
+45 |
289 |
27,496 |
+91 |
Jun12 |
111202 |
8560 |
8560 |
8560 |
8560 |
+50 |
0 |
18 |
+0 |
Total Volume and Open Interest |
94,703 |
264,021 |
+2,804 |
CAC 40(EURONEXT) |
Dec11 |
111202 |
3157.0 |
3201.5 |
3143.0 |
3163.5 |
+35.5 |
143,990 |
296,979 |
+18,620 |
Jan12 |
111202 |
3156.0 |
3191.5 |
3148.0 |
3158.5 |
+35.5 |
615 |
13,911 |
+565 |
Feb12 |
111202 |
3159.5 |
3159.5 |
3159.5 |
3159.5 |
+31.5 |
7 |
8 |
+7 |
Total Volume and Open Interest |
144,659 |
311,057 |
+19,197 |
Hang Seng Index(HKFE) |
Dec11 |
111202 |
19020 |
19199 |
18882 |
19194 |
+271 |
84,678 |
83,965 |
-5,427 |
Jan12 |
111202 |
19013 |
19190 |
18889 |
19190 |
+262 |
333 |
133 |
+133 |
Total Volume and Open Interest |
85,175 |
86,852 |
-21,055 |
DAX(EUREX) |
Dec11 |
111202 |
6090.0 |
6175.0 |
6046.5 |
6078.0 |
+38.0 |
261,312 |
174,920 |
-436 |
Mar12 |
111202 |
6103.5 |
6175.5 |
6059.5 |
6086.0 |
+38.5 |
1,084 |
9,578 |
-64 |
Jun12 |
111202 |
6146.0 |
6180.0 |
6094.0 |
6101.5 |
+38.0 |
163 |
3,157 |
-85 |
Total Volume and Open Interest |
262,559 |
187,655 |
-585 |
FT-SE 100(EURONEXT) |
Dec11 |
111202 |
5505.00 |
5598.50 |
5503.00 |
5550.50 |
+56.00 |
215,930 |
628,885 |
+1,049 |
Mar12 |
111202 |
5476.00 |
5551.50 |
5476.00 |
5511.50 |
+55.00 |
2,723 |
21,033 |
-318 |
Jun12 |
111202 |
5479.50 |
5507.00 |
5473.50 |
5475.00 |
+53.00 |
0 |
515 |
+0 |
Total Volume and Open Interest |
218,653 |
650,433 |
+731 |
SPI 200(SFE) |
Dec11 |
111202 |
4236.0 |
4303.0 |
4205.0 |
4298.0 |
+61.0 |
51,007 |
242,706 |
+9,659 |
Mar12 |
111202 |
4215.0 |
4278.0 |
4190.0 |
4278.0 |
+61.0 |
1,137 |
4,119 |
+442 |
Jun12 |
111202 |
4284.0 |
4284.0 |
4284.0 |
4284.0 |
+61.0 |
37 |
1,575 |
+7 |
Total Volume and Open Interest |
52,326 |
249,856 |
+10,220 |
GSCI(CME) |
Dec11 |
111202 |
656.50 |
659.00 |
654.50 |
658.40 |
+3.65 |
557 |
8,182 |
+84 |
Jan12 |
111202 |
658.70 |
659.00 |
654.50 |
658.70 |
+3.70 |
0 |
1 |
+0 |
Feb12 |
111202 |
659.40 |
660.00 |
655.50 |
659.40 |
+3.40 |
|
|
|
Total Volume and Open Interest |
557 |
8,183 |
+84 |
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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