|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue December 06, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
111206 |
1126.00 |
1131.75 |
1120.00 |
1129.50 |
+3.25 |
86,445 |
206,030 |
-1,418 |
Mar12 |
111206 |
1136.00 |
1141.50 |
1130.00 |
1139.50 |
+3.00 |
33,437 |
108,905 |
+1,932 |
May12 |
111206 |
1147.00 |
1152.00 |
1141.00 |
1149.75 |
+2.75 |
19,401 |
81,412 |
+176 |
Jul12 |
111206 |
1155.75 |
1162.25 |
1150.75 |
1159.75 |
+3.00 |
17,632 |
67,506 |
+1,047 |
Aug12 |
111206 |
1158.50 |
1159.75 |
1151.75 |
1159.75 |
+3.00 |
239 |
908 |
+107 |
Sep12 |
111206 |
1147.25 |
1155.75 |
1147.25 |
1155.75 |
+4.25 |
130 |
726 |
+48 |
Nov12 |
111206 |
1149.00 |
1155.00 |
1143.75 |
1154.50 |
+5.00 |
6,980 |
50,272 |
+367 |
Total Volume and Open Interest |
166,182 |
530,593 |
+3,004 |
Soybean Meal(CBOT) |
Dec11 |
111206 |
281.40 |
283.00 |
279.10 |
282.20 |
+1.10 |
5,208 |
2,464 |
-1,242 |
Jan12 |
111206 |
283.00 |
285.20 |
281.00 |
284.10 |
+1.10 |
32,992 |
71,654 |
-400 |
Mar12 |
111206 |
286.40 |
289.10 |
285.00 |
287.90 |
+1.30 |
10,890 |
46,317 |
-316 |
May12 |
111206 |
290.90 |
293.50 |
289.10 |
291.90 |
+1.30 |
3,436 |
29,657 |
+312 |
Jul12 |
111206 |
295.10 |
297.60 |
293.90 |
296.00 |
+1.20 |
3,722 |
26,059 |
+368 |
Aug12 |
111206 |
296.10 |
299.00 |
295.20 |
297.40 |
+1.20 |
405 |
4,679 |
-14 |
Sep12 |
111206 |
296.80 |
300.00 |
296.60 |
298.00 |
+1.10 |
128 |
5,122 |
+19 |
Oct12 |
111206 |
294.80 |
297.20 |
294.70 |
296.20 |
+1.10 |
323 |
3,229 |
-56 |
Total Volume and Open Interest |
58,086 |
209,904 |
-1,209 |
Soybean Oil(CBOT) |
Dec11 |
111206 |
49.81 |
50.07 |
49.72 |
49.98 |
-0.09 |
4,953 |
2,870 |
-826 |
Jan12 |
111206 |
50.25 |
50.29 |
49.90 |
50.23 |
-0.06 |
45,404 |
117,008 |
-788 |
Mar12 |
111206 |
50.62 |
50.65 |
50.30 |
50.64 |
-0.06 |
19,615 |
90,609 |
+681 |
May12 |
111206 |
51.06 |
51.06 |
50.66 |
51.01 |
-0.05 |
4,876 |
41,672 |
-279 |
Jul12 |
111206 |
51.37 |
51.37 |
51.01 |
51.31 |
-0.06 |
4,161 |
31,069 |
+527 |
Aug12 |
111206 |
51.15 |
51.44 |
51.11 |
51.40 |
-0.04 |
287 |
3,988 |
+55 |
Sep12 |
111206 |
51.14 |
51.44 |
51.10 |
51.44 |
-0.02 |
96 |
4,676 |
-11 |
Oct12 |
111206 |
50.95 |
51.26 |
50.95 |
51.25 |
-0.01 |
364 |
4,558 |
-125 |
Total Volume and Open Interest |
80,635 |
313,035 |
-456 |
Canola(WCE) |
Jan12 |
111206 |
504.0 |
506.9 |
502.1 |
503.2 |
+0.2 |
6,917 |
59,194 |
-3,289 |
Mar12 |
111206 |
503.0 |
506.0 |
501.0 |
502.8 |
+0.1 |
5,461 |
50,935 |
+1,873 |
May12 |
111206 |
503.9 |
505.8 |
502.5 |
503.8 |
-0.1 |
580 |
16,034 |
-97 |
Jul12 |
111206 |
506.3 |
509.0 |
505.6 |
506.1 |
+0.1 |
1,402 |
11,756 |
+451 |
Nov12 |
111206 |
487.0 |
487.0 |
482.7 |
483.9 |
-0.1 |
856 |
15,372 |
+212 |
Total Volume and Open Interest |
15,216 |
153,555 |
-850 |
Corn(CBOT) |
Dec11 |
111206 |
580.25 |
586.00 |
570.00 |
585.25 |
+5.00 |
15,518 |
14,005 |
-6,242 |
Mar12 |
111206 |
591.00 |
597.00 |
580.00 |
596.50 |
+5.50 |
138,262 |
568,702 |
-986 |
May12 |
111206 |
599.25 |
605.00 |
588.00 |
604.75 |
+5.50 |
21,111 |
149,778 |
+1,857 |
Jul12 |
111206 |
606.00 |
611.00 |
595.00 |
610.75 |
+4.75 |
32,910 |
145,213 |
+923 |
Sep12 |
111206 |
570.00 |
575.75 |
560.75 |
575.75 |
+4.75 |
2,076 |
35,765 |
+55 |
Dec12 |
111206 |
553.50 |
556.00 |
544.25 |
556.00 |
+2.25 |
18,725 |
178,698 |
+1,597 |
Total Volume and Open Interest |
229,349 |
1,146,242 |
-2,523 |
Wheat(CBOT) |
Dec11 |
111206 |
603.00 |
603.00 |
588.25 |
598.75 |
unch |
1,394 |
4,145 |
-332 |
Mar12 |
111206 |
613.25 |
617.00 |
600.25 |
613.00 |
+1.50 |
52,852 |
183,595 |
-665 |
May12 |
111206 |
630.00 |
636.25 |
618.25 |
632.50 |
+3.50 |
8,182 |
58,195 |
-523 |
Jul12 |
111206 |
643.50 |
650.00 |
632.75 |
647.25 |
+5.00 |
7,660 |
65,811 |
+747 |
Sep12 |
111206 |
657.50 |
667.50 |
651.50 |
664.50 |
+4.75 |
922 |
13,768 |
+149 |
Total Volume and Open Interest |
74,797 |
370,894 |
+384 |
Wheat(KCBT) |
Dec11 |
111206 |
661.50 |
668.00 |
661.50 |
667.00 |
+0.50 |
408 |
1,408 |
-184 |
Mar12 |
111206 |
672.25 |
678.25 |
662.00 |
676.00 |
+3.50 |
9,855 |
71,737 |
-172 |
May12 |
111206 |
681.50 |
687.00 |
671.25 |
684.75 |
+3.50 |
2,498 |
13,053 |
+264 |
Jul12 |
111206 |
690.00 |
695.25 |
679.75 |
692.75 |
+3.50 |
4,337 |
38,308 |
+910 |
Sep12 |
111206 |
702.25 |
708.00 |
693.25 |
706.50 |
+5.00 |
452 |
5,745 |
-81 |
Total Volume and Open Interest |
18,097 |
136,510 |
+881 |
Wheat(MGE) |
Dec11 |
111206 |
845.75 |
854.25 |
845.75 |
854.25 |
+6.00 |
18 |
91 |
-106 |
Mar12 |
111206 |
832.75 |
838.00 |
823.00 |
832.00 |
+1.25 |
1,701 |
18,775 |
+254 |
May12 |
111206 |
812.00 |
819.50 |
802.50 |
812.25 |
+2.75 |
324 |
7,121 |
+10 |
Jul12 |
111206 |
803.00 |
810.25 |
795.00 |
804.00 |
+3.00 |
208 |
8,406 |
-40 |
Sep12 |
111206 |
789.00 |
793.00 |
778.50 |
787.00 |
+0.75 |
127 |
3,672 |
+33 |
Total Volume and Open Interest |
2,542 |
41,380 |
+156 |
Oats(CBOT) |
Dec11 |
111206 |
294.25 |
300.00 |
294.00 |
300.00 |
unch |
41 |
36 |
-5 |
Mar12 |
111206 |
307.25 |
307.50 |
298.00 |
303.75 |
-3.25 |
284 |
11,260 |
-91 |
May12 |
111206 |
304.50 |
309.50 |
302.50 |
305.50 |
-4.00 |
94 |
1,475 |
+37 |
Jul12 |
111206 |
307.00 |
312.00 |
307.00 |
308.25 |
-3.75 |
2 |
100 |
+0 |
Total Volume and Open Interest |
421 |
13,025 |
-59 |
Rough Rice(CBOT) |
Jan12 |
111206 |
14.45 |
14.76 |
14.31 |
14.60 |
+0.21 |
1,094 |
9,740 |
-575 |
Mar12 |
111206 |
14.75 |
15.03 |
14.60 |
14.88 |
+0.20 |
802 |
6,967 |
+234 |
May12 |
111206 |
14.89 |
15.30 |
14.89 |
15.18 |
+0.22 |
9 |
602 |
+3 |
Jul12 |
111206 |
15.19 |
15.52 |
15.19 |
15.43 |
+0.19 |
0 |
614 |
+0 |
Total Volume and Open Interest |
1,906 |
18,110 |
-337 |
Live Cattle(CME) |
Dec11 |
111206 |
119.330 |
119.600 |
118.480 |
118.850 |
-0.050 |
15,448 |
34,231 |
+758 |
Feb12 |
111206 |
120.500 |
120.785 |
119.135 |
119.550 |
-0.700 |
22,012 |
138,510 |
+3,220 |
Apr12 |
111206 |
124.500 |
124.700 |
123.000 |
123.450 |
-0.600 |
8,186 |
85,045 |
+21 |
Jun12 |
111206 |
123.980 |
124.000 |
122.450 |
122.885 |
-0.695 |
7,016 |
49,071 |
+490 |
Aug12 |
111206 |
123.700 |
123.950 |
122.635 |
122.930 |
-1.070 |
1,555 |
10,965 |
+591 |
Oct12 |
111206 |
126.600 |
126.600 |
125.035 |
125.785 |
-0.815 |
627 |
6,048 |
+302 |
Total Volume and Open Interest |
55,029 |
328,760 |
+5,481 |
Feeder Cattle(CME) |
Jan12 |
111206 |
144.600 |
144.800 |
141.800 |
142.130 |
-2.170 |
2,595 |
15,203 |
+230 |
Mar12 |
111206 |
146.750 |
147.000 |
144.285 |
144.700 |
-1.750 |
1,341 |
7,412 |
+275 |
Apr12 |
111206 |
147.950 |
148.100 |
145.700 |
146.000 |
-1.450 |
431 |
2,912 |
+128 |
May12 |
111206 |
148.600 |
148.825 |
146.300 |
146.600 |
-1.850 |
449 |
3,076 |
+100 |
Aug12 |
111206 |
150.000 |
150.130 |
147.950 |
148.600 |
-1.400 |
137 |
3,379 |
+79 |
Sep12 |
111206 |
149.500 |
149.750 |
148.685 |
148.750 |
-1.650 |
27 |
503 |
+3 |
Oct12 |
111206 |
149.800 |
149.800 |
149.035 |
149.300 |
-1.700 |
13 |
138 |
+12 |
Total Volume and Open Interest |
4,998 |
32,641 |
+832 |
Lean Hogs(CME) |
Dec11 |
111206 |
85.200 |
86.700 |
85.035 |
86.150 |
+0.850 |
6,857 |
16,332 |
-1,409 |
Feb12 |
111206 |
88.000 |
89.400 |
87.785 |
89.080 |
+0.945 |
15,095 |
100,602 |
-278 |
Apr12 |
111206 |
91.035 |
91.950 |
90.750 |
91.850 |
+0.600 |
4,975 |
65,431 |
-994 |
May12 |
111206 |
96.980 |
97.980 |
96.700 |
97.785 |
+0.185 |
29 |
2,539 |
+14 |
Jun12 |
111206 |
98.330 |
99.035 |
97.950 |
98.950 |
+0.300 |
3,274 |
46,560 |
+329 |
Jul12 |
111206 |
97.400 |
98.050 |
96.900 |
97.950 |
+0.350 |
533 |
10,735 |
+7 |
Aug12 |
111206 |
96.035 |
96.250 |
95.450 |
96.200 |
unch |
432 |
14,591 |
+24 |
Oct12 |
111206 |
84.600 |
85.000 |
84.300 |
84.980 |
-0.120 |
550 |
8,211 |
+140 |
Total Volume and Open Interest |
31,882 |
268,657 |
-2,115 |
Class III Milk(CME) |
Dec11 |
111206 |
18.65 |
18.69 |
18.45 |
18.52 |
-0.17 |
126 |
5,864 |
-5 |
Jan12 |
111206 |
17.40 |
17.52 |
17.35 |
17.37 |
-0.11 |
333 |
4,813 |
+29 |
Feb12 |
111206 |
17.29 |
17.35 |
17.15 |
17.16 |
-0.12 |
187 |
3,521 |
+68 |
Mar12 |
111206 |
17.21 |
17.23 |
17.05 |
17.07 |
-0.14 |
108 |
2,946 |
+60 |
Apr12 |
111206 |
17.00 |
17.05 |
16.87 |
16.87 |
-0.18 |
86 |
2,253 |
+41 |
Total Volume and Open Interest |
1,393 |
31,160 |
-5,479 |
Cocoa(ICE) |
Dec11 |
111206 |
2000 |
2000 |
2000 |
2000 |
-35 |
15 |
85 |
-18 |
Mar12 |
111206 |
2200 |
2216 |
2161 |
2168 |
-38 |
13,631 |
80,961 |
-1,029 |
May12 |
111206 |
2218 |
2225 |
2179 |
2186 |
-35 |
3,076 |
31,955 |
+851 |
Jul12 |
111206 |
2237 |
2237 |
2197 |
2202 |
-35 |
1,280 |
15,072 |
+320 |
Sep12 |
111206 |
2250 |
2250 |
2209 |
2214 |
-33 |
311 |
12,861 |
+68 |
Dec12 |
111206 |
2259 |
2259 |
2222 |
2223 |
-35 |
343 |
13,176 |
+276 |
Mar13 |
111206 |
2273 |
2273 |
2235 |
2235 |
-37 |
13 |
4,131 |
+11 |
Total Volume and Open Interest |
18,686 |
161,162 |
+484 |
Coffee "C"(ICE) |
Dec11 |
111206 |
232.25 |
233.70 |
230.10 |
232.85 |
-1.10 |
10 |
103 |
-43 |
Mar12 |
111206 |
234.60 |
237.30 |
232.35 |
235.75 |
-0.65 |
15,340 |
58,299 |
-697 |
May12 |
111206 |
237.55 |
239.50 |
234.90 |
238.35 |
-0.60 |
1,946 |
20,173 |
+227 |
Jul12 |
111206 |
239.70 |
241.30 |
238.00 |
240.35 |
-0.65 |
686 |
6,840 |
+45 |
Sep12 |
111206 |
240.95 |
241.80 |
240.00 |
241.70 |
-0.65 |
213 |
5,794 |
-61 |
Dec12 |
111206 |
242.20 |
243.50 |
241.40 |
242.95 |
-0.80 |
58 |
6,711 |
+14 |
Total Volume and Open Interest |
18,275 |
99,059 |
-504 |
Orange Juice(ICE) |
Jan12 |
111206 |
178.40 |
178.50 |
175.65 |
176.30 |
-2.00 |
1,253 |
19,356 |
-121 |
Mar12 |
111206 |
173.35 |
173.35 |
171.35 |
172.05 |
-1.25 |
977 |
7,437 |
+416 |
May12 |
111206 |
171.50 |
171.50 |
170.55 |
170.80 |
-1.50 |
82 |
1,776 |
+40 |
Jul12 |
111206 |
171.25 |
171.25 |
170.35 |
170.95 |
-1.10 |
11 |
521 |
+11 |
Sep12 |
111206 |
170.75 |
170.75 |
170.75 |
170.75 |
-0.70 |
5 |
58 |
+5 |
Nov12 |
111206 |
170.15 |
170.15 |
170.15 |
170.15 |
-0.85 |
5 |
13 |
+5 |
Total Volume and Open Interest |
2,336 |
29,170 |
+359 |
Sugar #11(ICE) |
Mar12 |
111206 |
24.05 |
24.25 |
23.86 |
24.18 |
+0.10 |
31,694 |
216,211 |
+2,065 |
May12 |
111206 |
23.73 |
23.80 |
23.45 |
23.75 |
+0.05 |
9,654 |
89,732 |
+1,675 |
Jul12 |
111206 |
23.21 |
23.35 |
23.05 |
23.31 |
-0.01 |
7,545 |
86,114 |
+305 |
Oct12 |
111206 |
23.29 |
23.46 |
23.18 |
23.41 |
-0.01 |
3,117 |
48,928 |
+1,243 |
Mar13 |
111206 |
23.63 |
23.82 |
23.60 |
23.79 |
unch |
542 |
30,354 |
-92 |
Total Volume and Open Interest |
53,224 |
518,616 |
+5,522 |
London Cocoa(LCE) |
Dec11 |
111206 |
1380 |
1387 |
1352 |
1359 |
-21 |
2,533 |
47,532 |
-635 |
Mar12 |
111206 |
1419 |
1433 |
1398 |
1407 |
-13 |
6,622 |
68,064 |
+623 |
May12 |
111206 |
1437 |
1450 |
1413 |
1422 |
-15 |
2,042 |
22,270 |
+407 |
Jul12 |
111206 |
1456 |
1467 |
1436 |
1439 |
-15 |
1,698 |
25,579 |
+1,103 |
Sep12 |
111206 |
1468 |
1480 |
1449 |
1452 |
-15 |
716 |
17,255 |
+236 |
Dec12 |
111206 |
1471 |
1494 |
1463 |
1464 |
-16 |
344 |
12,844 |
-64 |
Mar13 |
111206 |
1487 |
1489 |
1475 |
1476 |
-16 |
184 |
7,455 |
+35 |
Total Volume and Open Interest |
14,156 |
203,637 |
+1,722 |
London Sugar(LCE) |
Mar12 |
111206 |
624.60 |
627.80 |
620.00 |
625.40 |
+1.00 |
2,182 |
24,444 |
+210 |
May12 |
111206 |
615.10 |
619.00 |
612.50 |
616.70 |
+0.80 |
621 |
7,237 |
+92 |
Aug12 |
111206 |
608.10 |
610.80 |
605.20 |
608.30 |
+0.30 |
344 |
9,107 |
+37 |
Oct12 |
111206 |
609.10 |
610.70 |
605.90 |
608.10 |
+0.40 |
56 |
3,723 |
-2 |
Dec12 |
111206 |
611.00 |
614.00 |
611.00 |
611.40 |
+1.40 |
3 |
1,377 |
+2 |
Total Volume and Open Interest |
3,206 |
46,804 |
+339 |
Cotton(ICE) |
Dec11 |
111206 |
91.93 |
93.65 |
91.93 |
93.31 |
+1.80 |
24 |
369 |
-19 |
Mar12 |
111206 |
92.75 |
93.93 |
91.51 |
93.81 |
+1.59 |
5,637 |
90,941 |
+54 |
May12 |
111206 |
92.44 |
93.54 |
91.79 |
93.42 |
+1.39 |
1,380 |
19,664 |
+509 |
Jul12 |
111206 |
91.97 |
92.85 |
91.50 |
92.82 |
+1.15 |
367 |
17,873 |
+119 |
Oct12 |
111206 |
93.07 |
93.07 |
93.07 |
93.07 |
+1.49 |
0 |
84 |
+0 |
Dec12 |
111206 |
89.56 |
90.34 |
89.56 |
90.17 |
+0.42 |
47 |
7,586 |
+9 |
Total Volume and Open Interest |
7,468 |
137,824 |
+679 |
Lumber(CME) |
Jan12 |
111206 |
232.8 |
233.4 |
225.9 |
230.0 |
-2.8 |
482 |
7,066 |
-8 |
Mar12 |
111206 |
247.1 |
249.4 |
242.3 |
245.6 |
-1.4 |
233 |
4,390 |
-29 |
May12 |
111206 |
257.0 |
261.4 |
257.0 |
260.9 |
-1.8 |
12 |
629 |
+7 |
Jul12 |
111206 |
269.5 |
269.5 |
269.5 |
269.5 |
-2.7 |
0 |
265 |
+0 |
Total Volume and Open Interest |
727 |
12,465 |
-30 |
Crude Oil(NYM) |
Jan12 |
111206 |
100.45 |
101.42 |
100.20 |
101.28 |
+0.29 |
245,915 |
283,789 |
-9,569 |
Feb12 |
111206 |
100.60 |
101.56 |
100.37 |
101.45 |
+0.32 |
54,240 |
117,874 |
+3,244 |
Mar12 |
111206 |
100.70 |
101.72 |
100.53 |
101.62 |
+0.35 |
35,852 |
114,405 |
+4,731 |
Apr12 |
111206 |
100.97 |
101.80 |
100.64 |
101.72 |
+0.38 |
17,933 |
48,180 |
+2,365 |
May12 |
111206 |
100.63 |
101.67 |
100.57 |
101.67 |
+0.39 |
11,672 |
42,339 |
+173 |
Jun12 |
111206 |
100.53 |
101.54 |
100.39 |
101.47 |
+0.39 |
31,825 |
79,326 |
+2,038 |
Jul12 |
111206 |
100.48 |
101.23 |
100.16 |
101.19 |
+0.38 |
6,285 |
35,167 |
+747 |
Aug12 |
111206 |
99.90 |
100.88 |
99.88 |
100.88 |
+0.38 |
4,449 |
26,021 |
+584 |
Sep12 |
111206 |
99.80 |
100.63 |
99.80 |
100.58 |
+0.39 |
4,310 |
30,776 |
+115 |
Oct12 |
111206 |
99.64 |
100.30 |
99.64 |
100.30 |
+0.40 |
3,024 |
28,360 |
+398 |
Nov12 |
111206 |
99.24 |
100.07 |
99.24 |
100.07 |
+0.42 |
3,934 |
30,246 |
+803 |
Dec12 |
111206 |
98.85 |
99.90 |
98.71 |
99.82 |
+0.45 |
24,810 |
168,603 |
-593 |
Jan13 |
111206 |
99.44 |
99.44 |
99.44 |
99.44 |
+0.46 |
1,534 |
29,272 |
+23 |
Feb13 |
111206 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.45 |
975 |
12,115 |
+269 |
Mar13 |
111206 |
98.57 |
98.57 |
98.57 |
98.57 |
+0.44 |
892 |
10,781 |
+91 |
Apr13 |
111206 |
98.13 |
98.13 |
98.13 |
98.13 |
+0.42 |
149 |
5,591 |
-84 |
Total Volume and Open Interest |
465,228 |
1,316,405 |
+5,658 |
e-miNY Crude Oil(NYM) |
Dec11 |
111117 |
101.675 |
103.375 |
98.375 |
98.825 |
-3.775 |
7,409 |
2,981 |
+164 |
Jan12 |
111206 |
100.475 |
101.400 |
100.200 |
101.275 |
+0.275 |
8,904 |
2,287 |
-50 |
Feb12 |
111206 |
100.600 |
101.450 |
100.375 |
101.450 |
+0.325 |
352 |
395 |
+2 |
Mar12 |
111206 |
100.875 |
101.625 |
100.700 |
101.625 |
+0.350 |
80 |
195 |
-5 |
Apr12 |
111206 |
100.925 |
101.725 |
100.925 |
101.725 |
+0.375 |
4 |
221 |
+0 |
May12 |
111206 |
101.675 |
101.675 |
101.675 |
101.675 |
+0.400 |
0 |
7 |
+0 |
Jun12 |
111206 |
101.475 |
101.475 |
101.475 |
101.475 |
+0.400 |
1 |
17 |
+1 |
Jul12 |
111206 |
101.200 |
101.200 |
101.200 |
101.200 |
+0.400 |
0 |
4 |
+0 |
Aug12 |
111206 |
100.875 |
100.875 |
100.875 |
100.875 |
+0.375 |
0 |
5 |
+0 |
Sep12 |
111206 |
100.575 |
100.575 |
100.575 |
100.575 |
+0.375 |
|
|
|
Total Volume and Open Interest |
9,341 |
3,362 |
-52 |
Heating Oil(NYM) |
Jan12 |
111206 |
298.87 |
302.46 |
298.00 |
302.17 |
+2.93 |
53,262 |
86,104 |
-1,770 |
Feb12 |
111206 |
299.30 |
303.25 |
299.10 |
303.07 |
+2.91 |
21,533 |
41,954 |
+425 |
Mar12 |
111206 |
299.50 |
303.32 |
299.50 |
303.18 |
+3.08 |
15,073 |
30,678 |
-1,204 |
Apr12 |
111206 |
299.13 |
301.95 |
298.88 |
301.84 |
+3.10 |
7,965 |
20,042 |
-31 |
May12 |
111206 |
295.80 |
300.22 |
295.80 |
300.15 |
+3.06 |
5,194 |
14,629 |
+1,538 |
Jun12 |
111206 |
294.82 |
299.04 |
294.41 |
298.98 |
+3.00 |
7,334 |
30,029 |
+77 |
Jul12 |
111206 |
297.74 |
299.03 |
297.74 |
298.99 |
+3.03 |
865 |
8,831 |
+309 |
Aug12 |
111206 |
298.49 |
299.17 |
297.83 |
299.17 |
+3.02 |
156 |
4,217 |
-18 |
Sep12 |
111206 |
298.57 |
299.83 |
298.46 |
299.83 |
+3.01 |
447 |
6,064 |
-30 |
Oct12 |
111206 |
299.58 |
300.85 |
298.26 |
300.85 |
+3.03 |
176 |
2,387 |
+8 |
Nov12 |
111206 |
299.18 |
301.81 |
299.18 |
301.81 |
+3.05 |
88 |
1,594 |
+0 |
Dec12 |
111206 |
300.80 |
302.56 |
298.60 |
302.56 |
+3.08 |
744 |
18,121 |
-383 |
Total Volume and Open Interest |
112,858 |
267,495 |
-1,059 |
Gasoline(NYMEX) |
Jan12 |
111206 |
260.31 |
264.86 |
259.42 |
264.54 |
+3.17 |
54,337 |
83,452 |
-3,797 |
Feb12 |
111206 |
260.38 |
265.25 |
260.08 |
264.94 |
+2.92 |
25,076 |
33,385 |
+798 |
Mar12 |
111206 |
262.59 |
266.71 |
262.32 |
266.57 |
+2.92 |
19,260 |
32,204 |
+1,789 |
Apr12 |
111206 |
276.87 |
280.60 |
276.87 |
280.54 |
+2.77 |
12,251 |
25,305 |
+1,121 |
May12 |
111206 |
278.74 |
280.33 |
277.77 |
280.33 |
+2.76 |
8,724 |
19,876 |
+555 |
Jun12 |
111206 |
274.89 |
278.84 |
273.93 |
278.62 |
+2.74 |
11,638 |
28,547 |
+1,510 |
Jul12 |
111206 |
274.47 |
276.70 |
273.98 |
276.36 |
+2.75 |
3,279 |
8,149 |
+333 |
Aug12 |
111206 |
273.77 |
273.77 |
273.77 |
273.77 |
+2.69 |
1,601 |
8,395 |
+185 |
Sep12 |
111206 |
270.37 |
270.90 |
269.60 |
270.90 |
+2.65 |
1,278 |
5,959 |
-245 |
Oct12 |
111206 |
256.31 |
258.17 |
256.31 |
258.17 |
+2.63 |
1,305 |
5,078 |
+345 |
Total Volume and Open Interest |
142,652 |
268,147 |
+2,848 |
e-miNY RBOB Gasoline(NYM) |
Jan12 |
111206 |
264.50 |
264.54 |
264.50 |
264.50 |
+3.10 |
0 |
1 |
+0 |
Feb12 |
111206 |
264.90 |
264.94 |
264.90 |
264.90 |
+2.90 |
0 |
1 |
+0 |
Mar12 |
111206 |
266.60 |
266.60 |
266.57 |
266.60 |
+2.90 |
|
|
|
Apr12 |
111206 |
280.50 |
280.54 |
280.50 |
280.50 |
+2.70 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Jan12 |
111206 |
3.463 |
3.507 |
3.405 |
3.487 |
+0.026 |
84,298 |
269,882 |
-3,064 |
Feb12 |
111206 |
3.484 |
3.535 |
3.435 |
3.523 |
+0.033 |
20,911 |
97,549 |
+491 |
Mar12 |
111206 |
3.500 |
3.544 |
3.449 |
3.533 |
+0.033 |
29,891 |
127,023 |
-1,974 |
Apr12 |
111206 |
3.530 |
3.585 |
3.491 |
3.577 |
+0.035 |
29,091 |
97,128 |
-1,240 |
May12 |
111206 |
3.585 |
3.624 |
3.538 |
3.618 |
+0.033 |
6,766 |
42,729 |
-734 |
Jun12 |
111206 |
3.631 |
3.665 |
3.584 |
3.660 |
+0.030 |
3,062 |
22,526 |
-60 |
Jul12 |
111206 |
3.657 |
3.720 |
3.639 |
3.713 |
+0.028 |
2,624 |
19,450 |
+24 |
Aug12 |
111206 |
3.700 |
3.749 |
3.693 |
3.742 |
+0.027 |
1,508 |
16,412 |
-158 |
Sep12 |
111206 |
3.700 |
3.752 |
3.700 |
3.747 |
+0.027 |
2,256 |
15,241 |
+142 |
Oct12 |
111206 |
3.711 |
3.790 |
3.711 |
3.785 |
+0.027 |
7,633 |
57,926 |
+670 |
Nov12 |
111206 |
3.865 |
3.934 |
3.865 |
3.930 |
+0.020 |
3,596 |
25,410 |
+297 |
Dec12 |
111206 |
4.204 |
4.225 |
4.159 |
4.219 |
+0.013 |
2,694 |
24,558 |
+126 |
Jan13 |
111206 |
4.300 |
4.358 |
4.298 |
4.349 |
+0.004 |
4,228 |
31,221 |
+998 |
Feb13 |
111206 |
4.290 |
4.338 |
4.290 |
4.338 |
+0.003 |
259 |
6,550 |
+168 |
Mar13 |
111206 |
4.240 |
4.294 |
4.240 |
4.289 |
+0.001 |
500 |
14,656 |
+124 |
Apr13 |
111206 |
4.199 |
4.221 |
4.175 |
4.210 |
-0.002 |
891 |
23,382 |
+235 |
Total Volume and Open Interest |
201,499 |
945,325 |
-2,778 |
Brent Crude Oil(ICE) |
Jan12 |
111206 |
109.19 |
110.96 |
109.04 |
110.81 |
+1.00 |
156,649 |
150,157 |
+112 |
Feb12 |
111206 |
108.92 |
110.64 |
108.77 |
110.51 |
+0.98 |
91,052 |
153,989 |
+3,332 |
Mar12 |
111206 |
108.50 |
110.20 |
108.50 |
110.13 |
+0.93 |
44,339 |
91,301 |
+281 |
Apr12 |
111206 |
107.75 |
109.89 |
107.75 |
109.83 |
+0.89 |
16,836 |
40,430 |
+217 |
May12 |
111206 |
107.95 |
109.54 |
107.91 |
109.48 |
+0.85 |
11,735 |
25,029 |
+450 |
Jun12 |
111206 |
107.72 |
109.16 |
107.54 |
109.10 |
+0.80 |
26,734 |
69,184 |
+447 |
Jul12 |
111206 |
107.24 |
108.71 |
107.19 |
108.71 |
+0.76 |
6,826 |
18,832 |
+558 |
Aug12 |
111206 |
107.17 |
108.30 |
106.99 |
108.30 |
+0.73 |
6,692 |
26,429 |
+129 |
Sep12 |
111206 |
106.75 |
107.85 |
106.57 |
107.85 |
+0.70 |
4,678 |
32,818 |
-182 |
Oct12 |
111206 |
106.51 |
107.46 |
106.51 |
107.46 |
+0.68 |
3,290 |
14,094 |
+196 |
Nov12 |
111206 |
107.09 |
107.09 |
107.09 |
107.09 |
+0.66 |
3,415 |
16,745 |
-363 |
Dec12 |
111206 |
105.49 |
106.77 |
105.35 |
106.69 |
+0.65 |
21,774 |
102,236 |
-1,633 |
Jan13 |
111206 |
106.29 |
106.29 |
106.29 |
106.29 |
+0.64 |
1,200 |
11,409 |
+349 |
Feb13 |
111206 |
105.84 |
105.84 |
105.84 |
105.84 |
+0.63 |
315 |
6,250 |
-62 |
Total Volume and Open Interest |
405,263 |
923,239 |
+2,818 |
Gas Oil(ICE) |
Dec11 |
111206 |
952.50 |
964.00 |
951.50 |
958.25 |
-6.25 |
35,402 |
99,045 |
-373 |
Jan12 |
111206 |
944.00 |
955.50 |
942.25 |
949.50 |
-6.25 |
83,533 |
122,149 |
-422 |
Feb12 |
111206 |
939.00 |
951.00 |
938.50 |
945.50 |
-5.75 |
30,789 |
55,481 |
+2,823 |
Mar12 |
111206 |
935.25 |
947.25 |
934.75 |
941.50 |
-5.50 |
12,863 |
46,874 |
-720 |
Apr12 |
111206 |
932.25 |
944.50 |
931.75 |
938.25 |
-5.50 |
7,533 |
23,340 |
+263 |
May12 |
111206 |
929.75 |
941.25 |
929.25 |
935.50 |
-5.00 |
6,163 |
26,528 |
-518 |
Jun12 |
111206 |
929.00 |
940.50 |
928.00 |
934.50 |
-4.50 |
11,226 |
52,030 |
+2,230 |
Jul12 |
111206 |
928.25 |
938.75 |
928.25 |
935.00 |
-4.00 |
2,409 |
17,207 |
-438 |
Aug12 |
111206 |
932.75 |
940.50 |
932.50 |
935.25 |
-3.75 |
1,303 |
13,412 |
+5 |
Sep12 |
111206 |
928.25 |
940.50 |
928.25 |
935.25 |
-3.75 |
1,444 |
13,643 |
+502 |
Total Volume and Open Interest |
196,028 |
562,332 |
+3,522 |
Ethanol(CBOT) |
Dec11 |
111205 |
2.503 |
2.503 |
2.485 |
2.500 |
-0.003 |
88 |
204 |
-29 |
Jan12 |
111206 |
2.185 |
2.200 |
2.173 |
2.181 |
-0.023 |
197 |
1,372 |
-50 |
Feb12 |
111206 |
2.162 |
2.162 |
2.136 |
2.144 |
-0.017 |
135 |
1,376 |
+67 |
Mar12 |
111206 |
2.143 |
2.170 |
2.143 |
2.165 |
-0.011 |
124 |
1,523 |
+17 |
Apr12 |
111206 |
2.172 |
2.182 |
2.167 |
2.169 |
-0.005 |
69 |
686 |
+24 |
May12 |
111206 |
2.182 |
2.196 |
2.180 |
2.186 |
-0.010 |
42 |
666 |
-35 |
Jun12 |
111206 |
2.201 |
2.210 |
2.194 |
2.203 |
-0.007 |
14 |
517 |
+13 |
Jul12 |
111206 |
2.203 |
2.217 |
2.196 |
2.215 |
-0.006 |
45 |
751 |
-9 |
Total Volume and Open Interest |
928 |
9,869 |
-16 |
WTI Crude Oil(ICE) |
Jan12 |
111206 |
100.55 |
101.43 |
100.21 |
101.28 |
+0.29 |
48,945 |
66,798 |
-2,384 |
Feb12 |
111206 |
100.60 |
101.56 |
100.39 |
101.45 |
+0.32 |
12,543 |
50,899 |
+289 |
Mar12 |
111206 |
100.84 |
101.62 |
100.64 |
101.62 |
+0.35 |
6,800 |
36,058 |
+374 |
Apr12 |
111206 |
101.09 |
101.72 |
100.79 |
101.72 |
+0.38 |
4,785 |
23,820 |
-603 |
May12 |
111206 |
101.01 |
101.67 |
100.78 |
101.67 |
+0.39 |
5,424 |
10,454 |
-1,159 |
Jun12 |
111206 |
100.79 |
101.47 |
100.52 |
101.47 |
+0.39 |
13,934 |
43,568 |
-831 |
Jul12 |
111206 |
100.59 |
101.19 |
100.59 |
101.19 |
+0.38 |
3,374 |
9,357 |
-406 |
Aug12 |
111206 |
100.27 |
100.88 |
100.27 |
100.88 |
+0.38 |
2,228 |
6,818 |
-555 |
Sep12 |
111206 |
99.96 |
100.58 |
99.96 |
100.58 |
+0.39 |
1,188 |
11,682 |
-87 |
Oct12 |
111206 |
100.30 |
100.30 |
100.30 |
100.30 |
+0.40 |
621 |
5,127 |
-167 |
Nov12 |
111206 |
100.07 |
100.07 |
100.07 |
100.07 |
+0.42 |
372 |
4,697 |
+35 |
Dec12 |
111206 |
99.45 |
99.91 |
98.74 |
99.82 |
+0.45 |
5,453 |
62,686 |
-392 |
Jan13 |
111206 |
99.44 |
99.44 |
99.44 |
99.44 |
+0.46 |
225 |
3,480 |
+201 |
Feb13 |
111206 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.45 |
0 |
649 |
+9 |
Mar13 |
111206 |
98.57 |
98.57 |
98.57 |
98.57 |
+0.44 |
0 |
1,584 |
+0 |
Apr13 |
111206 |
98.13 |
98.13 |
98.13 |
98.13 |
+0.42 |
0 |
389 |
+0 |
Total Volume and Open Interest |
107,512 |
427,785 |
-5,723 |
US Dollar Index(ICE) |
Dec11 |
111206 |
78.690 |
78.975 |
78.520 |
78.570 |
-0.100 |
20,893 |
54,982 |
+683 |
Mar12 |
111206 |
79.225 |
79.410 |
78.950 |
79.037 |
-0.062 |
346 |
978 |
+171 |
Jun12 |
111206 |
79.787 |
79.787 |
79.787 |
79.787 |
+0.247 |
0 |
2 |
+0 |
Total Volume and Open Interest |
21,239 |
55,962 |
+854 |
Australian Dollar(CME) |
Dec11 |
111206 |
102.46 |
102.64 |
101.41 |
102.46 |
-0.18 |
114,665 |
115,305 |
+618 |
Mar12 |
111206 |
101.46 |
101.51 |
100.43 |
101.46 |
-0.17 |
3,292 |
19,499 |
+2,133 |
Jun12 |
111206 |
100.23 |
100.83 |
100.23 |
100.67 |
-0.16 |
3 |
33 |
-3 |
Total Volume and Open Interest |
117,960 |
134,959 |
+2,748 |
British Pound(CME) |
Dec11 |
111206 |
156.43 |
156.64 |
155.60 |
156.03 |
-0.40 |
83,475 |
183,854 |
-1,278 |
Mar12 |
111206 |
156.34 |
156.47 |
155.47 |
155.89 |
-0.41 |
6,153 |
21,501 |
+5,887 |
Jun12 |
111206 |
155.77 |
156.16 |
155.77 |
155.77 |
-0.39 |
0 |
10 |
+0 |
Total Volume and Open Interest |
89,628 |
205,370 |
+4,609 |
Canadian Dollar(CME) |
Dec11 |
111206 |
98.31 |
99.14 |
97.93 |
99.09 |
+0.80 |
80,187 |
121,641 |
-515 |
Mar12 |
111206 |
98.10 |
98.93 |
97.75 |
98.89 |
+0.79 |
1,543 |
18,754 |
+229 |
Jun12 |
111206 |
98.01 |
98.77 |
97.80 |
98.77 |
+0.81 |
26 |
1,961 |
+18 |
Sep12 |
111206 |
98.29 |
98.65 |
97.87 |
98.65 |
+0.78 |
1 |
1,130 |
+0 |
Total Volume and Open Interest |
81,757 |
143,727 |
-268 |
Japanese Yen(CME) |
Dec11 |
111206 |
128.49 |
128.83 |
128.46 |
128.71 |
+0.10 |
63,697 |
152,945 |
-1,012 |
Mar12 |
111206 |
128.79 |
129.08 |
128.79 |
129.01 |
+0.08 |
4,874 |
22,193 |
+3,384 |
Jun12 |
111206 |
129.28 |
129.28 |
129.20 |
129.28 |
+0.08 |
0 |
40 |
+0 |
Total Volume and Open Interest |
68,571 |
175,183 |
+2,372 |
Swiss Franc(CME) |
Dec11 |
111206 |
108.62 |
108.67 |
107.55 |
108.03 |
-0.64 |
18,697 |
39,204 |
+655 |
Mar12 |
111206 |
108.88 |
108.88 |
107.94 |
108.23 |
-0.65 |
150 |
1,320 |
+31 |
Jun12 |
111206 |
108.48 |
109.13 |
108.48 |
108.48 |
-0.65 |
0 |
5 |
+0 |
Total Volume and Open Interest |
18,848 |
40,534 |
+686 |
EuroFX(CME) |
Dec11 |
111206 |
133.95 |
134.29 |
133.33 |
134.10 |
+0.10 |
281,905 |
255,082 |
-4,508 |
Mar12 |
111206 |
134.04 |
134.35 |
133.43 |
134.18 |
+0.08 |
11,049 |
21,069 |
+6,587 |
Jun12 |
111206 |
134.10 |
134.23 |
133.91 |
134.23 |
+0.08 |
4 |
1,071 |
+2 |
Total Volume and Open Interest |
292,959 |
277,240 |
+2,081 |
Mexican Peso(CME) |
Dec11 |
111206 |
738.2 |
744.0 |
737.0 |
742.2 |
+4.0 |
31,349 |
72,785 |
-999 |
Jan12 |
111206 |
740.5 |
740.5 |
736.5 |
740.5 |
+4.0 |
0 |
95 |
+0 |
Total Volume and Open Interest |
36,221 |
127,892 |
+3,227 |
Brazilian Real(CME) |
Jan12 |
111206 |
555.00 |
555.00 |
552.90 |
554.50 |
-2.50 |
5 |
10,726 |
+5 |
Feb12 |
111206 |
550.70 |
550.70 |
550.70 |
550.70 |
-3.10 |
|
|
|
Mar12 |
111206 |
546.90 |
546.90 |
546.90 |
546.90 |
-3.65 |
609 |
2,639 |
-579 |
Apr12 |
111206 |
544.30 |
544.30 |
544.30 |
544.30 |
-3.70 |
|
|
|
Total Volume and Open Interest |
614 |
28,696 |
-574 |
30-Year T-Bonds(CBOT) |
Dec11 |
111206 |
141~220 |
142~060 |
141~000 |
141~010 |
-0~250 |
27,324 |
31,150 |
-5,667 |
Mar12 |
111206 |
141~200 |
141~310 |
140~210 |
140~230 |
-0~260 |
324,270 |
574,494 |
+6,655 |
Jun12 |
111206 |
139~220 |
140~050 |
139~110 |
139~110 |
-0~260 |
178 |
78 |
-46 |
Total Volume and Open Interest |
351,772 |
605,722 |
+942 |
10-Year T-Notes(CBOT) |
Dec11 |
111206 |
130~115 |
130~170 |
130~030 |
130~050 |
-0~080 |
94,385 |
100,438 |
-24,832 |
Mar12 |
111206 |
129~170 |
129~225 |
129~075 |
129~105 |
-0~075 |
949,700 |
1,331,045 |
+20,924 |
Jun12 |
111206 |
128~105 |
128~180 |
128~105 |
128~105 |
-0~075 |
|
|
|
Total Volume and Open Interest |
1,044,085 |
1,431,483 |
-3,908 |
5-Year T-Notes(CBOT) |
Dec11 |
111206 |
123~004 |
123~021 |
122~126 |
123~011 |
-0~002 |
54,576 |
74,510 |
-20,209 |
Mar12 |
111206 |
122~086 |
122~101 |
122~074 |
122~089 |
-0~003 |
551,609 |
1,181,246 |
+11,713 |
Jun12 |
111206 |
121~113 |
121~116 |
121~113 |
121~113 |
-0~003 |
|
|
|
Total Volume and Open Interest |
606,185 |
1,255,756 |
-8,496 |
2 Year T-Notes(CBOT) |
Dec11 |
111206 |
110~023 |
110~026 |
110~023 |
110~025 |
+0~002 |
14,478 |
55,904 |
-7,403 |
Mar12 |
111206 |
110~030 |
110~033 |
110~029 |
110~032 |
+0~002 |
162,062 |
612,060 |
-705 |
Jun12 |
111206 |
110~000 |
110~000 |
109~126 |
110~000 |
+0~002 |
|
|
|
Total Volume and Open Interest |
176,540 |
667,964 |
-8,108 |
Eurodollars(CME) |
Dec11 |
111206 |
99.450 |
99.452 |
99.430 |
99.442 |
-0.013 |
227,765 |
999,266 |
-8,439 |
Mar12 |
111206 |
99.380 |
99.390 |
99.350 |
99.370 |
-0.015 |
321,049 |
917,962 |
-9,568 |
Jun12 |
111206 |
99.335 |
99.350 |
99.310 |
99.330 |
-0.005 |
224,031 |
1,097,643 |
-3,601 |
Sep12 |
111206 |
99.310 |
99.330 |
99.295 |
99.310 |
unch |
244,497 |
758,642 |
+12,962 |
Dec12 |
111206 |
99.295 |
99.320 |
99.285 |
99.300 |
+0.005 |
178,583 |
763,765 |
+3,865 |
Mar13 |
111206 |
99.285 |
99.310 |
99.275 |
99.290 |
+0.005 |
153,071 |
773,869 |
-39 |
Jun13 |
111206 |
99.245 |
99.280 |
99.240 |
99.260 |
+0.010 |
101,331 |
566,024 |
+862 |
Sep13 |
111206 |
99.180 |
99.230 |
99.180 |
99.210 |
+0.020 |
105,035 |
448,700 |
-6,903 |
Dec13 |
111206 |
99.090 |
99.135 |
99.080 |
99.115 |
+0.025 |
108,903 |
509,857 |
+10,912 |
Mar14 |
111206 |
98.965 |
99.010 |
98.950 |
98.990 |
+0.025 |
83,659 |
368,958 |
+6,494 |
Jun14 |
111206 |
98.795 |
98.840 |
98.780 |
98.820 |
+0.020 |
73,217 |
297,339 |
+1,397 |
Sep14 |
111206 |
98.660 |
98.660 |
98.600 |
98.635 |
+0.015 |
66,373 |
209,353 |
+444 |
Dec14 |
111206 |
98.440 |
98.465 |
98.410 |
98.440 |
+0.010 |
39,833 |
173,698 |
+353 |
Mar15 |
111206 |
98.270 |
98.295 |
98.240 |
98.265 |
unch |
33,184 |
133,361 |
+2,099 |
Jun15 |
111206 |
6.345 |
6.380 |
6.320 |
6.340 |
-0.010 |
23,720 |
111,948 |
+910 |
Sep15 |
111206 |
6.185 |
6.210 |
6.150 |
6.165 |
-0.015 |
20,818 |
77,839 |
+41 |
Dec15 |
111206 |
6.015 |
6.025 |
5.970 |
5.980 |
-0.025 |
13,779 |
50,701 |
-229 |
Mar16 |
111206 |
5.870 |
5.880 |
5.820 |
5.830 |
-0.030 |
10,251 |
46,526 |
-360 |
Total Volume and Open Interest |
2,060,865 |
8,509,390 |
+13,746 |
30 Day Federal Funds(CBOT) |
Dec11 |
111206 |
99.915 |
99.918 |
99.912 |
99.915 |
+0.003 |
1,749 |
74,279 |
-200 |
Jan12 |
111206 |
99.905 |
99.910 |
99.900 |
99.905 |
+0.005 |
2,854 |
64,493 |
+946 |
Feb12 |
111206 |
99.895 |
99.905 |
99.890 |
99.900 |
+0.010 |
1,861 |
52,061 |
+81 |
Mar12 |
111206 |
99.890 |
99.895 |
99.885 |
99.890 |
+0.005 |
3,330 |
31,696 |
-1,118 |
Apr12 |
111206 |
99.880 |
99.885 |
99.875 |
99.880 |
unch |
2,001 |
35,962 |
+240 |
May12 |
111206 |
99.875 |
99.875 |
99.870 |
99.870 |
unch |
1,906 |
44,774 |
-100 |
Total Volume and Open Interest |
20,181 |
557,108 |
-358 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111206 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
327 |
+0 |
Mar12 |
111206 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.002 |
0 |
300 |
+0 |
Jun12 |
111206 |
99.662 |
99.662 |
99.662 |
99.662 |
-0.003 |
|
|
|
Sep12 |
111206 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.002 |
|
|
|
Dec12 |
111206 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Mar13 |
111206 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
111206 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.015 |
|
|
|
Sep13 |
111206 |
99.485 |
99.485 |
99.485 |
99.485 |
+0.015 |
|
|
|
Dec13 |
111206 |
99.345 |
99.345 |
99.345 |
99.345 |
+0.015 |
|
|
|
Mar14 |
111206 |
99.205 |
99.205 |
99.205 |
99.205 |
+0.015 |
|
|
|
Total Volume and Open Interest |
0 |
627 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111206 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
4,632 |
+0 |
Mar12 |
111206 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
1,937 |
+0 |
Jun12 |
111206 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
1,440 |
+0 |
Sep12 |
111206 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
711 |
+0 |
Dec12 |
111206 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
135 |
+0 |
Mar13 |
111206 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
111206 |
99.64 |
99.64 |
99.62 |
99.62 |
+0.01 |
22 |
207 |
+22 |
Sep13 |
111206 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.01 |
|
|
|
Total Volume and Open Interest |
22 |
9,196 |
+22 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111206 |
142.14 |
142.27 |
142.08 |
142.16 |
-0.01 |
3,391 |
16,241 |
-1,384 |
Mar12 |
111206 |
141.57 |
141.74 |
141.50 |
141.63 |
+0.03 |
1,455 |
1,024 |
+574 |
Jun12 |
111206 |
139.54 |
139.54 |
139.54 |
139.54 |
+0.03 |
|
|
|
Total Volume and Open Interest |
4,846 |
17,268 |
-810 |
Euro-Bund(EUREX) |
Dec11 |
111206 |
134.37 |
134.98 |
134.04 |
134.78 |
-0.04 |
717,736 |
742,237 |
-65,701 |
Mar12 |
111206 |
134.50 |
135.18 |
134.15 |
135.02 |
+0.10 |
131,503 |
202,074 |
+62,102 |
Jun12 |
111206 |
133.76 |
134.14 |
133.76 |
134.12 |
-0.18 |
138 |
21 |
+0 |
Total Volume and Open Interest |
849,377 |
944,332 |
-3,599 |
Euro-Bobl(EUREX) |
Dec11 |
111206 |
122.83 |
123.01 |
122.67 |
122.93 |
-0.10 |
404,199 |
593,280 |
-40,426 |
Mar12 |
111206 |
123.06 |
123.20 |
122.87 |
123.08 |
-0.15 |
75,056 |
136,495 |
+37,031 |
Jun12 |
111206 |
123.12 |
123.12 |
123.12 |
123.12 |
-0.10 |
|
|
|
Total Volume and Open Interest |
479,255 |
729,775 |
-3,395 |
3-Mth Euribor(EUREX) |
Dec11 |
111206 |
98.695 |
98.695 |
98.695 |
98.695 |
-0.005 |
290 |
2,089 |
-1 |
Mar12 |
111206 |
98.915 |
98.925 |
98.915 |
98.925 |
+0.010 |
527 |
2,160 |
-209 |
Jun12 |
111206 |
98.980 |
98.980 |
98.980 |
98.980 |
+0.005 |
0 |
1,132 |
+0 |
Total Volume and Open Interest |
917 |
8,903 |
-110 |
Long Gilt(LIFFE) |
Dec11 |
111206 |
130~19 |
131~22 |
130~19 |
131~20 |
+1~04 |
3,368 |
19,737 |
-4,376 |
Mar12 |
111206 |
113~09 |
114~14 |
113~07 |
114~11 |
+1~00 |
98,547 |
276,341 |
-9,054 |
Total Volume and Open Interest |
101,915 |
296,078 |
-13,430 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111206 |
98.94 |
98.95 |
98.93 |
98.93 |
-0.01 |
42,120 |
331,809 |
+3,398 |
Mar12 |
111206 |
98.94 |
98.94 |
98.90 |
98.92 |
unch |
50,677 |
319,805 |
-3,141 |
Jun12 |
111206 |
98.93 |
98.95 |
98.90 |
98.94 |
+0.04 |
52,389 |
203,420 |
+3,874 |
Sep12 |
111206 |
98.93 |
98.97 |
98.91 |
98.96 |
+0.06 |
49,335 |
196,633 |
+1,862 |
Dec12 |
111206 |
98.91 |
98.96 |
98.90 |
98.94 |
+0.06 |
45,350 |
176,730 |
-466 |
Mar13 |
111206 |
98.90 |
98.96 |
98.89 |
98.94 |
+0.07 |
45,718 |
186,726 |
-9,729 |
Total Volume and Open Interest |
371,332 |
1,966,268 |
+14,256 |
3-Mth Euribor(LIFFE) |
Dec11 |
111206 |
98.710 |
98.720 |
98.660 |
98.695 |
-0.005 |
200,803 |
669,669 |
+10,642 |
Mar12 |
111206 |
98.915 |
98.930 |
98.900 |
98.925 |
+0.010 |
139,250 |
521,275 |
-3,615 |
Jun12 |
111206 |
98.975 |
98.990 |
98.960 |
98.980 |
+0.005 |
73,041 |
383,916 |
+472 |
Total Volume and Open Interest |
847,111 |
3,457,379 |
+14,709 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111206 |
95.46 |
95.54 |
95.42 |
95.52 |
+0.06 |
17,615 |
157,969 |
-10,396 |
Mar12 |
111206 |
96.24 |
96.37 |
96.19 |
96.33 |
+0.09 |
17,652 |
230,230 |
+3,195 |
Jun12 |
111206 |
96.48 |
96.61 |
96.41 |
96.55 |
+0.08 |
9,206 |
164,627 |
+2,447 |
Sep12 |
111206 |
96.47 |
96.61 |
96.41 |
96.56 |
+0.09 |
5,238 |
106,341 |
+2,853 |
Dec12 |
111206 |
96.35 |
96.48 |
96.30 |
96.44 |
+0.11 |
2,593 |
63,505 |
+169 |
Mar13 |
111206 |
96.14 |
96.34 |
96.14 |
96.33 |
+0.15 |
1,145 |
52,777 |
-209 |
Jun13 |
111206 |
96.01 |
96.22 |
96.00 |
96.20 |
+0.17 |
1,273 |
42,669 |
-127 |
Sep13 |
111206 |
95.91 |
96.10 |
95.88 |
96.09 |
+0.18 |
292 |
20,127 |
+140 |
Dec13 |
111206 |
95.83 |
96.01 |
95.83 |
96.01 |
+0.22 |
3 |
5,566 |
-1 |
Mar14 |
111206 |
95.76 |
95.92 |
95.76 |
95.90 |
+0.20 |
21 |
1,018 |
+21 |
Total Volume and Open Interest |
55,038 |
844,886 |
-1,908 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111206 |
96.00 |
96.06 |
95.92 |
96.04 |
+0.04 |
39,871 |
390,192 |
+13,617 |
Mar12 |
111206 |
96.05 |
96.05 |
96.05 |
96.05 |
+0.05 |
55 |
161 |
+45 |
Total Volume and Open Interest |
39,926 |
390,353 |
+13,662 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111206 |
96.75 |
96.89 |
96.70 |
96.88 |
+0.13 |
93,742 |
559,359 |
-8,611 |
Mar12 |
111206 |
96.81 |
96.97 |
96.81 |
96.97 |
+0.13 |
478 |
873 |
+478 |
Total Volume and Open Interest |
94,220 |
560,232 |
-8,133 |
Gold(CMX) |
Dec11 |
111206 |
1722.1 |
1731.8 |
1703.0 |
1727.9 |
-2.8 |
1,067 |
1,696 |
-2,138 |
Feb12 |
111206 |
1727.2 |
1736.9 |
1705.7 |
1731.8 |
-2.7 |
107,014 |
264,162 |
+1,907 |
Apr12 |
111206 |
1729.8 |
1739.6 |
1708.5 |
1734.6 |
-2.7 |
2,188 |
33,222 |
+25 |
Jun12 |
111206 |
1733.0 |
1742.2 |
1712.0 |
1737.1 |
-2.8 |
2,493 |
23,000 |
-76 |
Aug12 |
111206 |
1731.5 |
1740.4 |
1713.7 |
1739.6 |
-2.8 |
1,164 |
13,256 |
-232 |
Oct12 |
111206 |
1723.9 |
1746.9 |
1721.7 |
1742.2 |
-2.9 |
6 |
7,938 |
+0 |
Dec12 |
111206 |
1739.5 |
1749.4 |
1718.6 |
1744.8 |
-3.0 |
820 |
21,386 |
+474 |
Feb13 |
111206 |
1730.8 |
1747.7 |
1730.8 |
1747.7 |
-3.1 |
48 |
2,932 |
+11 |
Apr13 |
111206 |
1750.6 |
1750.6 |
1750.6 |
1750.6 |
-3.1 |
355 |
1,275 |
+305 |
Jun13 |
111206 |
1754.0 |
1754.0 |
1754.0 |
1754.0 |
-3.2 |
3,508 |
8,517 |
-2,715 |
Aug13 |
111206 |
1757.6 |
1757.6 |
1757.6 |
1757.6 |
-3.3 |
0 |
45 |
+0 |
Oct13 |
111206 |
1761.3 |
1761.3 |
1761.3 |
1761.3 |
-3.3 |
|
|
|
Total Volume and Open Interest |
123,158 |
421,068 |
-5,459 |
Silver(CMX) |
Dec11 |
111206 |
3209.0 |
3267.2 |
3170.0 |
3267.2 |
+36.6 |
297 |
549 |
-70 |
Mar12 |
111206 |
3212.0 |
3294.5 |
3165.0 |
3274.4 |
+37.2 |
33,546 |
55,503 |
-633 |
May12 |
111206 |
3210.0 |
3291.0 |
3171.0 |
3278.5 |
+37.4 |
1,046 |
5,511 |
-8 |
Jul12 |
111206 |
3204.5 |
3300.0 |
3204.5 |
3282.1 |
+37.4 |
40 |
2,665 |
+2 |
Sep12 |
111206 |
3285.3 |
3285.3 |
3285.3 |
3285.3 |
+37.4 |
161 |
1,837 |
-5 |
Dec12 |
111206 |
3211.5 |
3303.5 |
3185.5 |
3289.6 |
+37.4 |
295 |
13,264 |
+126 |
Mar13 |
111206 |
3287.2 |
3287.2 |
3287.2 |
3287.2 |
+37.5 |
3 |
1,148 |
+0 |
Total Volume and Open Interest |
35,882 |
96,080 |
-597 |
Platinum(NYMEX) |
Jan12 |
111206 |
1522.0 |
1528.8 |
1500.6 |
1524.0 |
-8.5 |
7,314 |
33,967 |
+29 |
Apr12 |
111206 |
1527.2 |
1534.2 |
1507.3 |
1530.4 |
-9.0 |
999 |
6,913 |
+767 |
Jul12 |
111206 |
1534.8 |
1534.9 |
1534.8 |
1534.8 |
-9.0 |
50 |
419 |
+49 |
Oct12 |
111206 |
1538.8 |
1538.9 |
1538.8 |
1538.8 |
-9.0 |
0 |
59 |
+0 |
Total Volume and Open Interest |
8,363 |
41,360 |
+845 |
Palladium(NYMEX) |
Dec11 |
111206 |
642.10 |
668.60 |
642.10 |
668.60 |
+24.10 |
15 |
694 |
-6 |
Mar12 |
111206 |
635.00 |
18.34 |
630.05 |
15.54 |
-630.96 |
3,823 |
18,830 |
+68 |
Jun12 |
111206 |
635.30 |
18.34 |
635.30 |
16.74 |
-631.16 |
4 |
277 |
+0 |
Total Volume and Open Interest |
3,848 |
19,902 |
+62 |
Copper(CMX) |
Dec11 |
111206 |
354.00 |
358.50 |
351.35 |
356.55 |
-3.85 |
705 |
3,114 |
-326 |
Mar12 |
111206 |
355.20 |
360.70 |
352.50 |
357.55 |
-4.00 |
39,535 |
70,713 |
+235 |
May12 |
111206 |
356.65 |
361.00 |
353.80 |
358.65 |
-4.00 |
985 |
19,187 |
+249 |
Jul12 |
111206 |
359.40 |
361.80 |
359.30 |
359.40 |
-4.00 |
244 |
6,272 |
+33 |
Sep12 |
111206 |
359.95 |
359.95 |
359.95 |
359.95 |
-3.95 |
11 |
2,393 |
+0 |
Total Volume and Open Interest |
42,398 |
112,885 |
+140 |
DJIA Index(CBOT) |
Dec11 |
111206 |
12064 |
12200 |
12000 |
12112 |
+46 |
144 |
18,050 |
-41 |
Mar12 |
111206 |
12022 |
12045 |
12010 |
12043 |
+45 |
1 |
444 |
+1 |
Jun12 |
111206 |
11976 |
11976 |
11931 |
11976 |
+45 |
0 |
400 |
+0 |
Sep12 |
111206 |
11913 |
11913 |
11868 |
11913 |
+45 |
|
|
|
Total Volume and Open Interest |
145 |
18,894 |
-40 |
E-mini DJIA Index(CBOT) |
Dec11 |
111206 |
12056 |
12206 |
11999 |
12112 |
+46 |
105,275 |
90,442 |
+758 |
Mar12 |
111206 |
11990 |
12137 |
11934 |
12043 |
+45 |
430 |
1,609 |
+119 |
Jun12 |
111206 |
12000 |
12050 |
11976 |
11976 |
+45 |
1 |
8 |
+1 |
Sep12 |
111206 |
11913 |
11913 |
11913 |
11913 |
+45 |
0 |
9 |
+0 |
Total Volume and Open Interest |
105,706 |
92,068 |
+878 |
S & P 500(CME) |
Dec11 |
111206 |
1253.50 |
1265.30 |
1245.30 |
1254.90 |
-0.10 |
18,542 |
279,437 |
+2,806 |
Mar12 |
111206 |
1250.50 |
1259.00 |
1247.10 |
1249.10 |
unch |
2,397 |
25,594 |
+1,967 |
Jun12 |
111206 |
1243.60 |
1252.60 |
1241.60 |
1243.60 |
unch |
108 |
3,024 |
+114 |
Sep12 |
111206 |
1241.50 |
1247.40 |
1236.40 |
1238.40 |
unch |
37 |
468 |
+4 |
Total Volume and Open Interest |
21,084 |
308,624 |
+4,891 |
S & P 500 E-Mini(Globex) |
Dec11 |
111206 |
1253.25 |
1265.75 |
1245.25 |
1255.00 |
unch |
2,179,603 |
2,842,871 |
-36,156 |
Mar12 |
111206 |
1247.75 |
1259.75 |
1239.50 |
1249.00 |
unch |
52,313 |
142,756 |
+40,400 |
Total Volume and Open Interest |
2,232,563 |
2,989,241 |
+4,594 |
NASDAQ 100(CME) |
Dec11 |
111206 |
2324.00 |
2341.00 |
2313.50 |
2321.50 |
-3.50 |
235 |
29,747 |
-38 |
Mar12 |
111206 |
2324.50 |
2328.00 |
2309.00 |
2317.00 |
-3.50 |
12 |
111 |
-4 |
Jun12 |
111206 |
2314.00 |
2316.00 |
2314.00 |
2314.00 |
-3.50 |
|
|
|
Total Volume and Open Interest |
247 |
29,858 |
-42 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111206 |
2320.00 |
2341.50 |
2312.80 |
2321.50 |
-3.50 |
201,365 |
308,489 |
+2,490 |
Mar12 |
111206 |
2319.00 |
2335.00 |
2308.30 |
2317.00 |
-3.50 |
854 |
2,140 |
+431 |
Total Volume and Open Interest |
202,220 |
310,657 |
+2,921 |
S & P Midcap 400(CME) |
Dec11 |
111206 |
885.30 |
891.00 |
885.30 |
885.30 |
-5.30 |
0 |
5,972 |
+0 |
Mar12 |
111206 |
882.80 |
882.80 |
882.80 |
882.80 |
-5.20 |
|
|
|
Jun12 |
111206 |
880.80 |
880.80 |
880.80 |
880.80 |
-5.20 |
|
|
|
Total Volume and Open Interest |
0 |
5,972 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111206 |
8620 |
8670 |
8550 |
8595 |
-75 |
5,699 |
27,305 |
-682 |
Mar12 |
111206 |
8665 |
8675 |
8560 |
8600 |
-75 |
1,314 |
2,374 |
+985 |
Total Volume and Open Interest |
7,013 |
29,679 |
+303 |
Nikkei 225(SGX) |
Dec11 |
111206 |
8690 |
8730 |
8570 |
8590 |
-90 |
80,982 |
222,489 |
-16,832 |
Mar12 |
111206 |
8685 |
8720 |
8560 |
8575 |
-95 |
3,042 |
30,139 |
+1,540 |
Jun12 |
111206 |
8500 |
8500 |
8500 |
8500 |
-95 |
0 |
19 |
+0 |
Total Volume and Open Interest |
84,749 |
259,919 |
-14,675 |
CAC 40(EURONEXT) |
Dec11 |
111206 |
3174.0 |
3207.5 |
3162.5 |
3178.5 |
-20.5 |
81,379 |
293,871 |
-3,561 |
Jan12 |
111206 |
3165.0 |
3202.5 |
3164.5 |
3173.0 |
-21.0 |
43 |
24,945 |
+51 |
Feb12 |
111206 |
3171.0 |
3201.0 |
3171.0 |
3182.0 |
-9.0 |
0 |
8 |
+0 |
Total Volume and Open Interest |
81,456 |
319,009 |
-3,486 |
Hang Seng Index(HKFE) |
Dec11 |
111206 |
18987 |
19040 |
18785 |
19024 |
-77 |
62,973 |
85,326 |
-5,458 |
Jan12 |
111206 |
19209 |
19209 |
18795 |
19025 |
-73 |
331 |
283 |
+103 |
Total Volume and Open Interest |
64,051 |
88,872 |
-4,880 |
DAX(EUREX) |
Dec11 |
111206 |
6049.0 |
6098.0 |
6007.0 |
6043.5 |
-71.0 |
148,634 |
165,361 |
-2,053 |
Mar12 |
111206 |
6064.0 |
6105.0 |
6020.5 |
6052.0 |
-71.5 |
789 |
11,692 |
+18 |
Jun12 |
111206 |
6076.5 |
6111.0 |
6046.5 |
6067.0 |
-72.0 |
99 |
3,322 |
+3 |
Total Volume and Open Interest |
149,522 |
180,375 |
-2,032 |
FT-SE 100(EURONEXT) |
Dec11 |
111206 |
5528.50 |
5591.00 |
5508.50 |
5579.50 |
+4.50 |
117,588 |
611,332 |
-5,459 |
Mar12 |
111206 |
5486.00 |
5552.50 |
5480.00 |
5541.50 |
+5.00 |
2,625 |
23,451 |
+964 |
Jun12 |
111206 |
5500.00 |
5503.00 |
5497.00 |
5503.00 |
+3.00 |
20 |
505 |
-10 |
Total Volume and Open Interest |
120,233 |
635,288 |
-4,505 |
SPI 200(SFE) |
Dec11 |
111206 |
4315.0 |
4361.0 |
4259.0 |
4268.0 |
-50.0 |
42,024 |
257,780 |
+8,702 |
Mar12 |
111206 |
4311.0 |
4334.0 |
4243.0 |
4250.0 |
-48.0 |
115 |
4,377 |
-156 |
Jun12 |
111206 |
4256.0 |
4256.0 |
4256.0 |
4256.0 |
-50.0 |
35 |
1,468 |
+35 |
Total Volume and Open Interest |
42,744 |
265,401 |
+9,105 |
GSCI(CME) |
Dec11 |
111206 |
659.50 |
659.50 |
653.50 |
659.50 |
+2.90 |
108 |
8,218 |
+9 |
Jan12 |
111206 |
660.00 |
660.00 |
654.00 |
660.00 |
+3.10 |
0 |
1 |
+0 |
Feb12 |
111206 |
661.00 |
661.00 |
655.00 |
661.00 |
+3.50 |
|
|
|
Total Volume and Open Interest |
108 |
8,219 |
+9 |
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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