|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed December 07, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
111207 |
1130.50 |
1137.00 |
1123.75 |
1131.00 |
+1.50 |
88,752 |
201,222 |
-4,808 |
Mar12 |
111207 |
1139.50 |
1146.75 |
1133.50 |
1141.00 |
+1.50 |
31,846 |
114,549 |
+5,644 |
May12 |
111207 |
1150.00 |
1157.00 |
1143.75 |
1151.25 |
+1.50 |
13,211 |
82,276 |
+864 |
Jul12 |
111207 |
1162.00 |
1166.75 |
1154.00 |
1161.00 |
+1.25 |
14,235 |
68,872 |
+1,366 |
Aug12 |
111207 |
1157.50 |
1160.75 |
1157.50 |
1160.75 |
+1.00 |
260 |
998 |
+90 |
Sep12 |
111207 |
1157.25 |
1157.25 |
1155.75 |
1157.25 |
+1.50 |
41 |
735 |
+9 |
Nov12 |
111207 |
1155.25 |
1161.50 |
1149.50 |
1156.00 |
+1.50 |
4,677 |
51,238 |
+966 |
Total Volume and Open Interest |
154,056 |
535,273 |
+4,680 |
Soybean Meal(CBOT) |
Dec11 |
111207 |
283.00 |
284.40 |
280.90 |
283.70 |
+1.50 |
2,876 |
1,976 |
-488 |
Jan12 |
111207 |
284.70 |
286.40 |
282.60 |
285.20 |
+1.10 |
30,362 |
70,884 |
-770 |
Mar12 |
111207 |
288.50 |
290.00 |
286.40 |
288.90 |
+1.00 |
10,597 |
47,446 |
+1,129 |
May12 |
111207 |
293.10 |
294.00 |
290.30 |
292.40 |
+0.50 |
2,798 |
29,734 |
+77 |
Jul12 |
111207 |
297.80 |
298.20 |
294.40 |
296.20 |
+0.20 |
2,772 |
26,249 |
+190 |
Aug12 |
111207 |
299.00 |
299.10 |
296.00 |
297.70 |
+0.30 |
567 |
4,729 |
+50 |
Sep12 |
111207 |
299.50 |
299.60 |
296.80 |
298.40 |
+0.40 |
128 |
5,145 |
+23 |
Oct12 |
111207 |
297.90 |
297.90 |
296.20 |
297.20 |
+1.00 |
68 |
3,235 |
+6 |
Total Volume and Open Interest |
50,751 |
210,229 |
+325 |
Soybean Oil(CBOT) |
Dec11 |
111207 |
50.00 |
50.24 |
49.85 |
50.24 |
+0.26 |
3,434 |
2,016 |
-854 |
Jan12 |
111207 |
50.23 |
50.50 |
50.01 |
50.48 |
+0.25 |
44,414 |
114,756 |
-2,252 |
Mar12 |
111207 |
50.64 |
50.91 |
50.43 |
50.91 |
+0.27 |
14,213 |
91,545 |
+936 |
May12 |
111207 |
51.05 |
51.28 |
50.80 |
51.28 |
+0.27 |
4,589 |
42,016 |
+344 |
Jul12 |
111207 |
51.31 |
51.60 |
51.11 |
51.60 |
+0.29 |
4,254 |
32,002 |
+933 |
Aug12 |
111207 |
51.29 |
51.67 |
51.29 |
51.67 |
+0.27 |
402 |
4,136 |
+148 |
Sep12 |
111207 |
51.40 |
51.69 |
51.40 |
51.69 |
+0.25 |
52 |
4,707 |
+31 |
Oct12 |
111207 |
51.24 |
51.52 |
51.17 |
51.51 |
+0.26 |
35 |
4,588 |
+30 |
Total Volume and Open Interest |
71,851 |
312,349 |
-686 |
Canola(WCE) |
Jan12 |
111207 |
503.2 |
507.6 |
503.2 |
507.0 |
+3.8 |
4,176 |
56,215 |
-2,979 |
Mar12 |
111207 |
502.8 |
506.6 |
502.8 |
506.5 |
+3.7 |
4,337 |
49,007 |
-1,928 |
May12 |
111207 |
503.1 |
509.3 |
503.1 |
509.1 |
+5.3 |
465 |
15,683 |
-351 |
Jul12 |
111207 |
508.0 |
511.7 |
506.7 |
510.9 |
+4.8 |
371 |
11,922 |
+166 |
Nov12 |
111207 |
483.6 |
491.0 |
483.6 |
490.4 |
+6.5 |
325 |
15,421 |
+49 |
Total Volume and Open Interest |
9,693 |
148,531 |
-5,024 |
Corn(CBOT) |
Dec11 |
111207 |
586.00 |
588.75 |
578.50 |
582.25 |
-3.00 |
8,571 |
10,462 |
-3,543 |
Mar12 |
111207 |
596.50 |
600.00 |
588.25 |
592.75 |
-3.75 |
124,213 |
567,101 |
-1,601 |
May12 |
111207 |
604.50 |
608.00 |
596.25 |
601.25 |
-3.50 |
27,698 |
151,607 |
+1,829 |
Jul12 |
111207 |
610.75 |
614.00 |
601.75 |
606.75 |
-4.00 |
32,705 |
146,907 |
+1,694 |
Sep12 |
111207 |
575.75 |
578.50 |
566.75 |
571.50 |
-4.25 |
1,335 |
35,670 |
-95 |
Dec12 |
111207 |
556.00 |
558.75 |
545.50 |
551.00 |
-5.00 |
12,681 |
180,876 |
+2,178 |
Total Volume and Open Interest |
207,702 |
1,146,891 |
+649 |
Wheat(CBOT) |
Dec11 |
111207 |
593.00 |
598.75 |
582.00 |
583.00 |
-15.75 |
883 |
3,713 |
-432 |
Mar12 |
111207 |
612.50 |
615.75 |
598.75 |
600.50 |
-12.50 |
47,552 |
182,717 |
-878 |
May12 |
111207 |
632.50 |
635.25 |
619.00 |
621.25 |
-11.25 |
11,103 |
58,222 |
+27 |
Jul12 |
111207 |
646.25 |
649.75 |
634.75 |
637.25 |
-10.00 |
9,572 |
66,990 |
+1,179 |
Sep12 |
111207 |
664.75 |
664.75 |
654.00 |
654.75 |
-9.75 |
1,837 |
14,171 |
+403 |
Total Volume and Open Interest |
73,749 |
371,632 |
+738 |
Wheat(KCBT) |
Dec11 |
111207 |
652.25 |
652.25 |
652.25 |
652.25 |
-14.75 |
498 |
317 |
-1,091 |
Mar12 |
111207 |
675.00 |
677.00 |
661.00 |
661.25 |
-14.75 |
8,709 |
72,127 |
+390 |
May12 |
111207 |
684.00 |
684.25 |
670.00 |
670.25 |
-14.50 |
1,934 |
13,770 |
+717 |
Jul12 |
111207 |
689.75 |
692.50 |
678.00 |
678.00 |
-14.75 |
2,393 |
38,301 |
-7 |
Sep12 |
111207 |
704.00 |
704.00 |
691.75 |
691.75 |
-14.75 |
315 |
5,461 |
-284 |
Total Volume and Open Interest |
14,242 |
136,121 |
-389 |
Wheat(MGE) |
Dec11 |
111207 |
853.75 |
854.00 |
844.00 |
846.75 |
-7.50 |
9 |
90 |
-1 |
Mar12 |
111207 |
830.75 |
832.00 |
818.50 |
823.25 |
-8.75 |
2,133 |
18,756 |
-19 |
May12 |
111207 |
804.00 |
809.50 |
800.25 |
804.25 |
-8.00 |
855 |
7,458 |
+337 |
Jul12 |
111207 |
799.25 |
800.50 |
794.25 |
795.25 |
-8.75 |
530 |
8,479 |
+73 |
Sep12 |
111207 |
776.50 |
783.25 |
775.00 |
777.75 |
-9.25 |
261 |
3,744 |
+72 |
Total Volume and Open Interest |
3,969 |
41,750 |
+370 |
Oats(CBOT) |
Dec11 |
111207 |
300.00 |
300.00 |
294.00 |
294.25 |
-5.75 |
24 |
40 |
+4 |
Mar12 |
111207 |
305.00 |
306.50 |
296.25 |
298.00 |
-5.75 |
496 |
11,200 |
-60 |
May12 |
111207 |
302.50 |
305.50 |
299.50 |
299.75 |
-5.75 |
9 |
1,475 |
+0 |
Jul12 |
111207 |
305.00 |
308.25 |
302.50 |
302.50 |
-5.75 |
4 |
104 |
+4 |
Total Volume and Open Interest |
533 |
12,972 |
-53 |
Rough Rice(CBOT) |
Jan12 |
111207 |
14.73 |
14.73 |
14.38 |
14.39 |
-0.21 |
990 |
9,412 |
-328 |
Mar12 |
111207 |
15.02 |
15.02 |
14.66 |
14.66 |
-0.22 |
701 |
7,403 |
+436 |
May12 |
111207 |
15.07 |
15.11 |
14.96 |
14.96 |
-0.22 |
28 |
601 |
-1 |
Jul12 |
111207 |
15.36 |
15.36 |
15.23 |
15.23 |
-0.20 |
0 |
614 |
+0 |
Total Volume and Open Interest |
1,719 |
18,217 |
+107 |
Live Cattle(CME) |
Dec11 |
111207 |
118.900 |
119.300 |
118.450 |
119.150 |
+0.300 |
22,308 |
24,268 |
-9,963 |
Feb12 |
111207 |
119.550 |
119.980 |
118.980 |
119.785 |
+0.235 |
27,543 |
140,088 |
+1,578 |
Apr12 |
111207 |
123.500 |
123.980 |
122.900 |
123.680 |
+0.230 |
12,215 |
86,239 |
+1,194 |
Jun12 |
111207 |
122.930 |
123.080 |
122.135 |
122.600 |
-0.285 |
5,165 |
49,874 |
+803 |
Aug12 |
111207 |
123.000 |
123.400 |
122.285 |
123.300 |
+0.370 |
1,549 |
11,349 |
+384 |
Oct12 |
111207 |
126.000 |
126.000 |
125.180 |
125.830 |
+0.045 |
660 |
6,246 |
+198 |
Total Volume and Open Interest |
69,543 |
322,974 |
-5,786 |
Feeder Cattle(CME) |
Jan12 |
111207 |
142.325 |
143.075 |
141.300 |
142.735 |
+0.605 |
3,414 |
14,661 |
-542 |
Mar12 |
111207 |
144.735 |
145.325 |
144.000 |
145.185 |
+0.485 |
1,966 |
7,554 |
+142 |
Apr12 |
111207 |
146.150 |
146.630 |
145.380 |
146.500 |
+0.500 |
462 |
3,044 |
+132 |
May12 |
111207 |
146.700 |
147.300 |
146.185 |
147.000 |
+0.400 |
581 |
3,134 |
+58 |
Aug12 |
111207 |
148.750 |
149.450 |
147.900 |
149.435 |
+0.835 |
192 |
3,397 |
+18 |
Sep12 |
111207 |
148.450 |
149.800 |
148.325 |
149.800 |
+1.050 |
51 |
514 |
+11 |
Oct12 |
111207 |
149.300 |
149.825 |
149.300 |
149.300 |
unch |
35 |
153 |
+15 |
Total Volume and Open Interest |
6,701 |
32,475 |
-166 |
Lean Hogs(CME) |
Dec11 |
111207 |
86.450 |
86.500 |
85.750 |
86.000 |
-0.150 |
6,392 |
14,814 |
-1,518 |
Feb12 |
111207 |
89.135 |
89.200 |
88.550 |
88.800 |
-0.280 |
14,116 |
98,524 |
-2,078 |
Apr12 |
111207 |
91.750 |
91.900 |
91.000 |
91.050 |
-0.800 |
4,592 |
65,304 |
-127 |
May12 |
111207 |
97.350 |
97.400 |
96.800 |
97.100 |
-0.685 |
30 |
2,548 |
+9 |
Jun12 |
111207 |
98.800 |
98.885 |
98.000 |
98.050 |
-0.900 |
3,994 |
46,502 |
-58 |
Jul12 |
111207 |
97.550 |
98.050 |
97.100 |
97.885 |
-0.065 |
296 |
10,726 |
-9 |
Aug12 |
111207 |
95.930 |
96.600 |
95.480 |
96.500 |
+0.300 |
407 |
14,585 |
-6 |
Oct12 |
111207 |
84.700 |
85.150 |
84.300 |
85.050 |
+0.070 |
165 |
8,199 |
-12 |
Total Volume and Open Interest |
30,119 |
264,883 |
-3,774 |
Class III Milk(CME) |
Dec11 |
111207 |
18.47 |
18.55 |
18.43 |
18.49 |
-0.03 |
108 |
5,804 |
-60 |
Jan12 |
111207 |
17.35 |
17.40 |
17.20 |
17.22 |
-0.15 |
247 |
4,878 |
+65 |
Feb12 |
111207 |
17.15 |
17.24 |
17.10 |
17.13 |
-0.03 |
208 |
3,595 |
+74 |
Mar12 |
111207 |
17.04 |
17.10 |
17.02 |
17.02 |
-0.05 |
164 |
3,006 |
+60 |
Apr12 |
111207 |
16.79 |
16.88 |
16.74 |
16.88 |
+0.01 |
71 |
2,297 |
+44 |
Total Volume and Open Interest |
1,084 |
31,466 |
+306 |
Cocoa(ICE) |
Dec11 |
111207 |
1974 |
1974 |
1974 |
1974 |
-26 |
0 |
72 |
-13 |
Mar12 |
111207 |
2178 |
2211 |
2137 |
2142 |
-26 |
10,307 |
82,201 |
+1,240 |
May12 |
111207 |
2195 |
2230 |
2157 |
2162 |
-24 |
2,583 |
32,590 |
+635 |
Jul12 |
111207 |
2209 |
2245 |
2175 |
2179 |
-23 |
359 |
15,187 |
+115 |
Sep12 |
111207 |
2226 |
2250 |
2183 |
2188 |
-26 |
267 |
13,017 |
+156 |
Dec12 |
111207 |
2238 |
2260 |
2197 |
2197 |
-26 |
169 |
13,286 |
+110 |
Mar13 |
111207 |
2252 |
2274 |
2209 |
2209 |
-26 |
110 |
4,183 |
+52 |
Total Volume and Open Interest |
13,830 |
163,492 |
+2,330 |
Coffee "C"(ICE) |
Dec11 |
111207 |
231.70 |
231.70 |
226.75 |
226.75 |
-6.10 |
28 |
90 |
-13 |
Mar12 |
111207 |
235.95 |
236.25 |
229.15 |
229.85 |
-5.90 |
11,893 |
58,148 |
-151 |
May12 |
111207 |
238.95 |
238.95 |
231.90 |
232.60 |
-5.75 |
2,123 |
20,960 |
+787 |
Jul12 |
111207 |
239.65 |
239.95 |
234.20 |
234.75 |
-5.60 |
1,009 |
6,867 |
+27 |
Sep12 |
111207 |
241.25 |
241.45 |
235.50 |
236.15 |
-5.55 |
85 |
5,806 |
+12 |
Dec12 |
111207 |
241.50 |
241.50 |
236.90 |
237.40 |
-5.55 |
60 |
6,639 |
-72 |
Total Volume and Open Interest |
15,249 |
99,665 |
+606 |
Orange Juice(ICE) |
Jan12 |
111207 |
176.90 |
177.45 |
173.95 |
174.35 |
-1.95 |
1,207 |
18,914 |
-442 |
Mar12 |
111207 |
171.35 |
172.90 |
169.75 |
170.10 |
-1.95 |
565 |
7,890 |
+453 |
May12 |
111207 |
170.60 |
170.60 |
168.50 |
168.70 |
-2.10 |
135 |
1,795 |
+19 |
Jul12 |
111207 |
170.75 |
170.75 |
168.60 |
168.60 |
-2.35 |
61 |
582 |
+61 |
Sep12 |
111207 |
168.30 |
168.30 |
168.30 |
168.30 |
-2.45 |
0 |
58 |
+0 |
Nov12 |
111207 |
167.60 |
167.60 |
167.60 |
167.60 |
-2.55 |
0 |
13 |
+0 |
Total Volume and Open Interest |
1,968 |
29,261 |
+91 |
Sugar #11(ICE) |
Mar12 |
111207 |
24.23 |
24.25 |
22.99 |
23.05 |
-1.13 |
33,031 |
213,021 |
-3,190 |
May12 |
111207 |
23.80 |
23.81 |
22.67 |
22.76 |
-0.99 |
9,838 |
90,742 |
+1,010 |
Jul12 |
111207 |
23.35 |
23.38 |
22.33 |
22.43 |
-0.88 |
7,967 |
87,654 |
+1,540 |
Oct12 |
111207 |
23.47 |
23.47 |
22.49 |
22.59 |
-0.82 |
3,445 |
48,801 |
-127 |
Mar13 |
111207 |
23.75 |
23.82 |
22.92 |
22.99 |
-0.80 |
1,703 |
30,699 |
+345 |
Total Volume and Open Interest |
58,539 |
519,135 |
+519 |
London Cocoa(LCE) |
Dec11 |
111207 |
1362 |
1370 |
1333 |
1334 |
-25 |
17,903 |
32,413 |
-15,119 |
Mar12 |
111207 |
1410 |
1422 |
1381 |
1383 |
-24 |
12,650 |
68,863 |
+799 |
May12 |
111207 |
1422 |
1437 |
1398 |
1400 |
-22 |
3,989 |
22,926 |
+656 |
Jul12 |
111207 |
1436 |
1453 |
1415 |
1417 |
-22 |
3,106 |
25,506 |
-73 |
Sep12 |
111207 |
1452 |
1466 |
1430 |
1431 |
-21 |
2,351 |
18,371 |
+1,116 |
Dec12 |
111207 |
1461 |
1477 |
1440 |
1441 |
-23 |
634 |
13,143 |
+299 |
Mar13 |
111207 |
1471 |
1476 |
1451 |
1452 |
-24 |
174 |
7,457 |
+2 |
Total Volume and Open Interest |
40,828 |
191,325 |
-12,312 |
London Sugar(LCE) |
Mar12 |
111207 |
628.80 |
628.80 |
602.60 |
603.60 |
-21.80 |
1,384 |
24,532 |
+88 |
May12 |
111207 |
620.00 |
620.00 |
596.50 |
597.20 |
-19.50 |
733 |
7,427 |
+190 |
Aug12 |
111207 |
611.00 |
611.30 |
590.00 |
590.60 |
-17.70 |
827 |
9,552 |
+445 |
Oct12 |
111207 |
610.30 |
611.50 |
590.80 |
591.50 |
-16.60 |
174 |
3,741 |
+18 |
Dec12 |
111207 |
614.00 |
614.00 |
595.50 |
595.50 |
-15.90 |
65 |
1,419 |
+42 |
Total Volume and Open Interest |
3,206 |
47,606 |
+802 |
Cotton(ICE) |
Dec11 |
111207 |
91.60 |
91.60 |
91.60 |
91.60 |
-1.71 |
19 |
228 |
-141 |
Mar12 |
111207 |
93.48 |
93.80 |
91.75 |
92.31 |
-1.50 |
7,206 |
90,886 |
-55 |
May12 |
111207 |
92.80 |
93.42 |
91.45 |
92.27 |
-1.15 |
1,704 |
20,796 |
+1,132 |
Jul12 |
111207 |
92.50 |
92.60 |
91.13 |
92.01 |
-0.81 |
546 |
18,161 |
+288 |
Oct12 |
111207 |
92.26 |
92.26 |
92.26 |
92.26 |
-0.81 |
0 |
84 |
+0 |
Dec12 |
111207 |
89.01 |
89.61 |
88.66 |
89.61 |
-0.56 |
79 |
7,597 |
+11 |
Total Volume and Open Interest |
9,562 |
139,061 |
+1,237 |
Lumber(CME) |
Jan12 |
111207 |
229.9 |
235.5 |
228.0 |
231.0 |
+1.0 |
512 |
6,972 |
-94 |
Mar12 |
111207 |
247.4 |
251.4 |
243.5 |
250.0 |
+4.4 |
231 |
4,386 |
-4 |
May12 |
111207 |
260.9 |
264.0 |
259.7 |
262.0 |
+1.1 |
61 |
636 |
+7 |
Jul12 |
111207 |
273.4 |
275.0 |
273.4 |
273.4 |
+3.9 |
4 |
264 |
-1 |
Total Volume and Open Interest |
808 |
12,373 |
-92 |
Crude Oil(NYM) |
Jan12 |
111207 |
101.11 |
101.94 |
99.67 |
100.49 |
-0.79 |
239,380 |
272,551 |
-11,238 |
Feb12 |
111207 |
101.27 |
102.09 |
99.85 |
100.68 |
-0.77 |
51,715 |
125,036 |
+7,162 |
Mar12 |
111207 |
101.60 |
102.28 |
100.03 |
100.86 |
-0.76 |
33,854 |
116,831 |
+2,426 |
Apr12 |
111207 |
101.98 |
102.30 |
100.20 |
101.03 |
-0.69 |
17,515 |
51,329 |
+3,149 |
May12 |
111207 |
101.90 |
102.22 |
100.11 |
101.06 |
-0.61 |
9,889 |
43,619 |
+1,280 |
Jun12 |
111207 |
101.47 |
102.01 |
99.91 |
100.92 |
-0.55 |
24,883 |
78,112 |
-1,214 |
Jul12 |
111207 |
101.01 |
101.04 |
100.04 |
100.69 |
-0.50 |
5,242 |
35,765 |
+598 |
Aug12 |
111207 |
100.80 |
100.80 |
99.80 |
100.43 |
-0.45 |
4,441 |
28,002 |
+1,981 |
Sep12 |
111207 |
100.40 |
100.48 |
99.36 |
100.17 |
-0.41 |
2,991 |
30,876 |
+100 |
Oct12 |
111207 |
99.44 |
100.11 |
99.44 |
99.92 |
-0.38 |
2,061 |
28,573 |
+213 |
Nov12 |
111207 |
99.65 |
99.73 |
99.65 |
99.73 |
-0.34 |
3,621 |
31,849 |
+1,603 |
Dec12 |
111207 |
99.77 |
100.35 |
98.38 |
99.52 |
-0.30 |
33,170 |
170,366 |
+1,763 |
Jan13 |
111207 |
99.20 |
99.20 |
99.20 |
99.20 |
-0.24 |
1,149 |
29,742 |
+470 |
Feb13 |
111207 |
98.83 |
98.83 |
98.83 |
98.83 |
-0.17 |
350 |
12,154 |
+39 |
Mar13 |
111207 |
98.46 |
98.46 |
98.46 |
98.46 |
-0.11 |
851 |
11,125 |
+344 |
Apr13 |
111207 |
98.09 |
98.09 |
98.09 |
98.09 |
-0.04 |
181 |
5,588 |
-3 |
Total Volume and Open Interest |
452,704 |
1,327,334 |
+10,929 |
e-miNY Crude Oil(NYM) |
Dec11 |
111117 |
101.675 |
103.375 |
98.375 |
98.825 |
-3.775 |
7,409 |
2,981 |
+164 |
Jan12 |
111207 |
101.100 |
101.950 |
99.700 |
100.500 |
-0.775 |
8,011 |
2,292 |
+5 |
Feb12 |
111207 |
101.575 |
102.025 |
99.900 |
100.675 |
-0.775 |
321 |
403 |
+8 |
Mar12 |
111207 |
101.850 |
102.175 |
100.150 |
100.850 |
-0.775 |
176 |
219 |
+24 |
Apr12 |
111207 |
102.050 |
102.050 |
101.025 |
101.025 |
-0.700 |
9 |
221 |
+0 |
May12 |
111207 |
101.050 |
101.050 |
101.050 |
101.050 |
-0.625 |
0 |
7 |
+0 |
Jun12 |
111207 |
100.925 |
100.925 |
100.925 |
100.925 |
-0.550 |
2 |
17 |
+0 |
Jul12 |
111207 |
100.700 |
100.700 |
100.700 |
100.700 |
-0.500 |
0 |
4 |
+0 |
Aug12 |
111207 |
100.425 |
100.425 |
100.425 |
100.425 |
-0.450 |
0 |
5 |
+0 |
Sep12 |
111207 |
100.175 |
100.175 |
100.175 |
100.175 |
-0.400 |
|
|
|
Total Volume and Open Interest |
8,519 |
3,387 |
+25 |
Heating Oil(NYM) |
Jan12 |
111207 |
302.20 |
304.09 |
297.98 |
298.24 |
-3.93 |
54,232 |
86,967 |
+863 |
Feb12 |
111207 |
303.60 |
304.88 |
299.00 |
299.27 |
-3.80 |
15,737 |
41,491 |
-463 |
Mar12 |
111207 |
304.27 |
304.95 |
299.50 |
299.75 |
-3.43 |
11,687 |
30,537 |
-141 |
Apr12 |
111207 |
302.60 |
302.60 |
298.50 |
298.75 |
-3.09 |
5,228 |
20,207 |
+165 |
May12 |
111207 |
299.46 |
300.17 |
296.84 |
297.27 |
-2.88 |
4,252 |
15,230 |
+601 |
Jun12 |
111207 |
300.60 |
300.62 |
295.61 |
296.27 |
-2.71 |
5,914 |
30,074 |
+45 |
Jul12 |
111207 |
300.30 |
300.30 |
295.77 |
296.39 |
-2.60 |
1,811 |
9,064 |
+233 |
Aug12 |
111207 |
300.00 |
300.00 |
296.19 |
296.63 |
-2.54 |
565 |
4,183 |
-34 |
Sep12 |
111207 |
298.95 |
299.53 |
297.29 |
297.29 |
-2.54 |
706 |
6,164 |
+100 |
Oct12 |
111207 |
300.74 |
300.74 |
298.30 |
298.30 |
-2.55 |
137 |
2,385 |
-2 |
Nov12 |
111207 |
300.45 |
300.45 |
299.26 |
299.26 |
-2.55 |
109 |
1,637 |
+43 |
Dec12 |
111207 |
303.45 |
304.20 |
299.46 |
300.01 |
-2.55 |
453 |
18,312 |
+191 |
Total Volume and Open Interest |
101,160 |
268,959 |
+1,464 |
Gasoline(NYMEX) |
Jan12 |
111207 |
263.60 |
264.96 |
258.15 |
258.69 |
-5.85 |
42,823 |
80,951 |
-2,501 |
Feb12 |
111207 |
264.00 |
265.44 |
259.26 |
259.98 |
-4.96 |
19,862 |
35,140 |
+1,755 |
Mar12 |
111207 |
266.01 |
267.06 |
261.40 |
262.04 |
-4.53 |
12,406 |
32,232 |
+28 |
Apr12 |
111207 |
279.69 |
279.93 |
275.90 |
276.43 |
-4.11 |
7,767 |
25,800 |
+495 |
May12 |
111207 |
279.43 |
279.62 |
276.21 |
276.47 |
-3.86 |
4,224 |
20,355 |
+479 |
Jun12 |
111207 |
278.24 |
279.40 |
273.75 |
274.93 |
-3.69 |
5,464 |
28,445 |
-102 |
Jul12 |
111207 |
272.72 |
273.05 |
272.70 |
272.87 |
-3.49 |
2,030 |
8,109 |
-40 |
Aug12 |
111207 |
270.54 |
270.54 |
270.54 |
270.54 |
-3.23 |
1,062 |
8,442 |
+47 |
Sep12 |
111207 |
269.05 |
270.30 |
267.70 |
267.81 |
-3.09 |
1,536 |
6,385 |
+426 |
Oct12 |
111207 |
255.00 |
255.50 |
255.00 |
255.19 |
-2.98 |
952 |
5,074 |
-4 |
Total Volume and Open Interest |
102,065 |
269,285 |
+1,138 |
e-miNY RBOB Gasoline(NYM) |
Jan12 |
111207 |
258.70 |
258.70 |
258.69 |
258.70 |
-5.80 |
0 |
1 |
+0 |
Feb12 |
111207 |
260.00 |
260.00 |
259.98 |
260.00 |
-4.90 |
0 |
1 |
+0 |
Mar12 |
111207 |
262.00 |
262.04 |
262.00 |
262.00 |
-4.60 |
|
|
|
Apr12 |
111207 |
276.40 |
276.43 |
276.40 |
276.40 |
-4.10 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Jan12 |
111207 |
3.497 |
3.504 |
3.409 |
3.421 |
-0.066 |
114,253 |
268,940 |
-942 |
Feb12 |
111207 |
3.536 |
3.536 |
3.451 |
3.458 |
-0.065 |
31,048 |
98,360 |
+811 |
Mar12 |
111207 |
3.540 |
3.546 |
3.462 |
3.470 |
-0.063 |
36,580 |
130,553 |
+3,530 |
Apr12 |
111207 |
3.586 |
3.589 |
3.506 |
3.518 |
-0.059 |
32,596 |
95,916 |
-1,212 |
May12 |
111207 |
3.628 |
3.628 |
3.547 |
3.560 |
-0.058 |
9,718 |
42,585 |
-144 |
Jun12 |
111207 |
3.675 |
3.675 |
3.588 |
3.602 |
-0.058 |
5,788 |
23,835 |
+1,309 |
Jul12 |
111207 |
3.727 |
3.727 |
3.647 |
3.655 |
-0.058 |
6,101 |
20,297 |
+847 |
Aug12 |
111207 |
3.729 |
3.731 |
3.670 |
3.683 |
-0.059 |
2,460 |
16,421 |
+9 |
Sep12 |
111207 |
3.748 |
3.749 |
3.676 |
3.688 |
-0.059 |
3,350 |
15,565 |
+324 |
Oct12 |
111207 |
3.781 |
3.781 |
3.714 |
3.726 |
-0.059 |
11,322 |
57,407 |
-519 |
Nov12 |
111207 |
3.898 |
3.898 |
3.859 |
3.871 |
-0.059 |
3,685 |
25,399 |
-11 |
Dec12 |
111207 |
4.230 |
4.230 |
4.148 |
4.161 |
-0.058 |
3,050 |
24,441 |
-117 |
Jan13 |
111207 |
4.323 |
4.326 |
4.282 |
4.291 |
-0.058 |
5,382 |
31,919 |
+698 |
Feb13 |
111207 |
4.315 |
4.325 |
4.271 |
4.280 |
-0.058 |
155 |
6,546 |
-4 |
Mar13 |
111207 |
4.252 |
4.252 |
4.232 |
4.232 |
-0.057 |
405 |
14,641 |
-15 |
Apr13 |
111207 |
4.187 |
4.187 |
4.145 |
4.155 |
-0.055 |
1,066 |
23,002 |
-380 |
Total Volume and Open Interest |
267,923 |
950,156 |
+4,831 |
Brent Crude Oil(ICE) |
Jan12 |
111207 |
110.70 |
111.49 |
109.00 |
109.53 |
-1.28 |
145,847 |
138,596 |
-11,561 |
Feb12 |
111207 |
110.40 |
111.14 |
108.79 |
109.28 |
-1.23 |
85,054 |
150,014 |
-3,975 |
Mar12 |
111207 |
110.02 |
110.70 |
108.45 |
108.97 |
-1.16 |
44,114 |
95,697 |
+4,396 |
Apr12 |
111207 |
109.70 |
110.36 |
108.17 |
108.75 |
-1.08 |
20,111 |
41,208 |
+778 |
May12 |
111207 |
109.29 |
109.97 |
107.86 |
108.48 |
-1.00 |
14,089 |
25,642 |
+613 |
Jun12 |
111207 |
108.90 |
109.56 |
107.47 |
108.18 |
-0.92 |
25,442 |
69,446 |
+262 |
Jul12 |
111207 |
108.49 |
109.07 |
107.15 |
107.85 |
-0.86 |
7,386 |
20,035 |
+1,203 |
Aug12 |
111207 |
108.05 |
108.62 |
106.79 |
107.48 |
-0.82 |
4,199 |
26,177 |
-252 |
Sep12 |
111207 |
107.57 |
108.14 |
106.30 |
107.08 |
-0.77 |
4,196 |
33,023 |
+205 |
Oct12 |
111207 |
106.60 |
106.72 |
106.60 |
106.72 |
-0.74 |
1,756 |
14,455 |
+361 |
Nov12 |
111207 |
106.39 |
106.39 |
106.39 |
106.39 |
-0.70 |
1,858 |
17,028 |
+283 |
Dec12 |
111207 |
106.32 |
106.95 |
105.21 |
106.01 |
-0.68 |
21,627 |
99,768 |
-2,468 |
Jan13 |
111207 |
105.64 |
105.64 |
105.64 |
105.64 |
-0.65 |
1,225 |
12,014 |
+605 |
Feb13 |
111207 |
105.22 |
105.22 |
105.22 |
105.22 |
-0.62 |
522 |
6,366 |
+116 |
Total Volume and Open Interest |
391,348 |
912,851 |
-10,388 |
Gas Oil(ICE) |
Dec11 |
111207 |
964.50 |
969.00 |
953.00 |
957.25 |
-1.00 |
49,291 |
88,219 |
-10,826 |
Jan12 |
111207 |
955.75 |
959.75 |
943.00 |
947.75 |
-1.75 |
96,831 |
122,728 |
+579 |
Feb12 |
111207 |
952.00 |
956.00 |
939.25 |
944.25 |
-1.25 |
39,601 |
51,351 |
-4,130 |
Mar12 |
111207 |
948.00 |
952.00 |
935.75 |
940.75 |
-0.75 |
22,093 |
47,370 |
+496 |
Apr12 |
111207 |
945.25 |
949.00 |
933.75 |
938.25 |
unch |
11,419 |
23,663 |
+323 |
May12 |
111207 |
942.50 |
944.75 |
930.75 |
935.50 |
unch |
6,618 |
26,410 |
-118 |
Jun12 |
111207 |
941.50 |
945.00 |
929.00 |
934.25 |
-0.25 |
11,650 |
51,651 |
-379 |
Jul12 |
111207 |
933.75 |
934.75 |
930.00 |
934.75 |
-0.25 |
3,493 |
16,629 |
-578 |
Aug12 |
111207 |
932.75 |
935.00 |
932.75 |
935.00 |
-0.25 |
1,849 |
13,350 |
-62 |
Sep12 |
111207 |
942.00 |
942.75 |
933.50 |
935.00 |
-0.25 |
1,898 |
13,695 |
+52 |
Total Volume and Open Interest |
252,138 |
547,992 |
-14,340 |
Ethanol(CBOT) |
Dec11 |
111205 |
2.503 |
2.503 |
2.485 |
2.500 |
-0.003 |
88 |
204 |
-29 |
Jan12 |
111207 |
2.170 |
2.170 |
2.119 |
2.125 |
-0.056 |
168 |
1,353 |
-19 |
Feb12 |
111207 |
2.134 |
2.135 |
2.085 |
2.091 |
-0.053 |
38 |
1,371 |
-5 |
Mar12 |
111207 |
2.148 |
2.150 |
2.110 |
2.127 |
-0.038 |
72 |
1,532 |
+9 |
Apr12 |
111207 |
2.154 |
2.154 |
2.131 |
2.131 |
-0.038 |
114 |
697 |
+11 |
May12 |
111207 |
2.170 |
2.170 |
2.148 |
2.149 |
-0.037 |
111 |
660 |
-6 |
Jun12 |
111207 |
2.166 |
2.166 |
2.161 |
2.161 |
-0.042 |
66 |
527 |
+10 |
Jul12 |
111207 |
2.192 |
2.192 |
2.168 |
2.169 |
-0.046 |
16 |
748 |
-3 |
Total Volume and Open Interest |
647 |
9,719 |
-150 |
WTI Crude Oil(ICE) |
Jan12 |
111207 |
101.31 |
101.94 |
99.66 |
100.49 |
-0.79 |
47,589 |
64,628 |
-2,170 |
Feb12 |
111207 |
101.48 |
102.06 |
99.88 |
100.68 |
-0.77 |
12,725 |
53,273 |
+2,374 |
Mar12 |
111207 |
101.76 |
102.27 |
100.06 |
100.86 |
-0.76 |
8,498 |
35,507 |
-551 |
Apr12 |
111207 |
102.30 |
102.30 |
100.29 |
101.03 |
-0.69 |
4,064 |
23,767 |
-53 |
May12 |
111207 |
102.03 |
102.06 |
100.17 |
101.06 |
-0.61 |
3,448 |
10,071 |
-383 |
Jun12 |
111207 |
102.00 |
102.00 |
99.94 |
100.92 |
-0.55 |
8,573 |
42,632 |
-936 |
Jul12 |
111207 |
101.53 |
101.53 |
99.76 |
100.69 |
-0.50 |
1,903 |
9,138 |
-219 |
Aug12 |
111207 |
101.18 |
101.23 |
99.46 |
100.43 |
-0.45 |
1,052 |
6,997 |
+179 |
Sep12 |
111207 |
100.49 |
100.49 |
99.09 |
100.17 |
-0.41 |
1,128 |
11,665 |
-17 |
Oct12 |
111207 |
99.92 |
99.92 |
99.92 |
99.92 |
-0.38 |
927 |
5,378 |
+251 |
Nov12 |
111207 |
99.73 |
99.73 |
99.73 |
99.73 |
-0.34 |
612 |
5,032 |
+335 |
Dec12 |
111207 |
100.15 |
100.20 |
98.47 |
99.52 |
-0.30 |
6,287 |
62,714 |
+28 |
Jan13 |
111207 |
99.20 |
99.20 |
99.20 |
99.20 |
-0.24 |
42 |
3,444 |
-36 |
Feb13 |
111207 |
98.83 |
98.83 |
98.83 |
98.83 |
-0.17 |
0 |
649 |
+0 |
Mar13 |
111207 |
98.46 |
98.46 |
98.46 |
98.46 |
-0.11 |
0 |
1,584 |
+0 |
Apr13 |
111207 |
98.09 |
98.09 |
98.09 |
98.09 |
-0.04 |
0 |
389 |
+0 |
Total Volume and Open Interest |
100,217 |
426,624 |
-1,161 |
US Dollar Index(ICE) |
Dec11 |
111207 |
78.575 |
78.810 |
78.355 |
78.552 |
-0.018 |
20,669 |
56,880 |
+1,898 |
Mar12 |
111207 |
79.035 |
79.240 |
78.815 |
79.033 |
-0.005 |
638 |
1,192 |
+214 |
Jun12 |
111207 |
79.512 |
79.512 |
79.512 |
79.512 |
-0.275 |
0 |
2 |
+0 |
Total Volume and Open Interest |
21,307 |
58,074 |
+2,112 |
Australian Dollar(CME) |
Dec11 |
111207 |
102.26 |
102.92 |
102.20 |
102.66 |
+0.20 |
106,918 |
108,649 |
-6,656 |
Mar12 |
111207 |
101.33 |
101.85 |
101.20 |
101.65 |
+0.19 |
14,056 |
31,649 |
+12,150 |
Jun12 |
111207 |
100.86 |
100.86 |
100.67 |
100.86 |
+0.19 |
0 |
33 |
+0 |
Total Volume and Open Interest |
120,974 |
140,453 |
+5,494 |
British Pound(CME) |
Dec11 |
111207 |
155.99 |
157.25 |
155.86 |
156.93 |
+0.90 |
90,151 |
178,343 |
-5,511 |
Mar12 |
111207 |
155.89 |
157.11 |
155.82 |
156.80 |
+0.91 |
4,790 |
25,625 |
+4,124 |
Jun12 |
111207 |
156.68 |
156.68 |
155.77 |
156.68 |
+0.91 |
0 |
10 |
+0 |
Total Volume and Open Interest |
94,941 |
203,983 |
-1,387 |
Canadian Dollar(CME) |
Dec11 |
111207 |
98.99 |
99.36 |
98.65 |
98.90 |
-0.19 |
55,329 |
121,519 |
-122 |
Mar12 |
111207 |
98.85 |
99.15 |
98.45 |
98.69 |
-0.20 |
5,183 |
22,889 |
+4,135 |
Jun12 |
111207 |
99.00 |
99.00 |
98.35 |
98.56 |
-0.21 |
12 |
1,966 |
+5 |
Sep12 |
111207 |
98.43 |
98.65 |
98.43 |
98.43 |
-0.22 |
0 |
1,130 |
+0 |
Total Volume and Open Interest |
60,524 |
147,745 |
+4,018 |
Japanese Yen(CME) |
Dec11 |
111207 |
128.68 |
128.84 |
128.56 |
128.78 |
+0.07 |
57,783 |
151,412 |
-1,533 |
Mar12 |
111207 |
128.96 |
129.11 |
128.85 |
129.04 |
+0.03 |
6,418 |
24,844 |
+2,651 |
Jun12 |
111207 |
129.30 |
129.30 |
129.28 |
129.30 |
+0.02 |
0 |
40 |
+0 |
Total Volume and Open Interest |
64,201 |
176,301 |
+1,118 |
Swiss Franc(CME) |
Dec11 |
111207 |
108.03 |
108.39 |
107.66 |
108.19 |
+0.16 |
19,497 |
39,181 |
-23 |
Mar12 |
111207 |
108.35 |
108.50 |
107.88 |
108.36 |
+0.13 |
707 |
1,874 |
+554 |
Jun12 |
111207 |
108.59 |
108.59 |
108.48 |
108.59 |
+0.11 |
0 |
5 |
+0 |
Total Volume and Open Interest |
20,204 |
41,065 |
+531 |
EuroFX(CME) |
Dec11 |
111207 |
134.03 |
134.53 |
133.50 |
133.96 |
-0.14 |
249,473 |
249,432 |
-5,650 |
Mar12 |
111207 |
134.14 |
134.60 |
133.57 |
134.02 |
-0.16 |
9,301 |
26,786 |
+5,717 |
Jun12 |
111207 |
133.61 |
134.23 |
133.41 |
134.07 |
-0.16 |
18 |
1,087 |
+16 |
Total Volume and Open Interest |
258,793 |
277,324 |
+84 |
Mexican Peso(CME) |
Dec11 |
111207 |
742.0 |
743.5 |
737.0 |
738.0 |
-4.2 |
31,675 |
74,994 |
+2,209 |
Jan12 |
111207 |
736.2 |
740.5 |
736.2 |
736.2 |
-4.2 |
0 |
95 |
+0 |
Total Volume and Open Interest |
32,580 |
130,364 |
+2,472 |
Brazilian Real(CME) |
Jan12 |
111207 |
554.15 |
555.30 |
551.85 |
554.15 |
-0.35 |
359 |
10,740 |
+14 |
Feb12 |
111207 |
551.60 |
551.60 |
551.60 |
551.60 |
+0.90 |
|
|
|
Mar12 |
111207 |
549.00 |
549.00 |
546.60 |
549.00 |
+2.10 |
44 |
2,597 |
-42 |
Apr12 |
111207 |
546.40 |
546.40 |
546.40 |
546.40 |
+2.10 |
|
|
|
Total Volume and Open Interest |
403 |
28,668 |
-28 |
30-Year T-Bonds(CBOT) |
Dec11 |
111207 |
141~020 |
142~060 |
140~150 |
142~040 |
+1~030 |
21,069 |
23,889 |
-7,261 |
Mar12 |
111207 |
140~250 |
141~300 |
140~030 |
141~280 |
+1~050 |
265,684 |
572,378 |
-2,116 |
Jun12 |
111207 |
140~000 |
140~140 |
139~110 |
140~140 |
+1~030 |
83 |
79 |
+1 |
Total Volume and Open Interest |
286,836 |
596,346 |
-9,376 |
10-Year T-Notes(CBOT) |
Dec11 |
111207 |
130~060 |
130~260 |
129~310 |
130~245 |
+0~195 |
66,909 |
76,898 |
-23,540 |
Mar12 |
111207 |
129~110 |
130~010 |
129~035 |
129~310 |
+0~205 |
770,617 |
1,328,713 |
-2,332 |
Jun12 |
111207 |
128~310 |
128~310 |
128~105 |
128~310 |
+0~205 |
|
|
|
Total Volume and Open Interest |
837,526 |
1,405,611 |
-25,872 |
5-Year T-Notes(CBOT) |
Dec11 |
111207 |
123~014 |
123~054 |
123~003 |
123~050 |
+0~039 |
23,585 |
69,609 |
-4,901 |
Mar12 |
111207 |
122~089 |
123~009 |
122~077 |
123~003 |
+0~042 |
410,160 |
1,167,476 |
-13,770 |
Jun12 |
111207 |
122~027 |
122~027 |
121~113 |
122~027 |
+0~042 |
|
|
|
Total Volume and Open Interest |
433,745 |
1,237,085 |
-18,671 |
2 Year T-Notes(CBOT) |
Dec11 |
111207 |
110~025 |
110~030 |
110~024 |
110~030 |
+0~005 |
25,947 |
43,601 |
-12,303 |
Mar12 |
111207 |
110~032 |
110~039 |
110~031 |
110~038 |
+0~006 |
110,480 |
614,433 |
+2,373 |
Jun12 |
111207 |
110~006 |
110~006 |
110~000 |
110~006 |
+0~006 |
|
|
|
Total Volume and Open Interest |
136,427 |
658,034 |
-9,930 |
Eurodollars(CME) |
Dec11 |
111207 |
99.442 |
99.457 |
99.440 |
99.442 |
unch |
129,408 |
995,870 |
-3,396 |
Mar12 |
111207 |
99.375 |
99.405 |
99.370 |
99.380 |
+0.010 |
161,875 |
913,889 |
-4,073 |
Jun12 |
111207 |
99.340 |
99.370 |
99.330 |
99.345 |
+0.015 |
152,132 |
1,089,880 |
-7,763 |
Sep12 |
111207 |
99.315 |
99.355 |
99.315 |
99.330 |
+0.020 |
141,636 |
755,883 |
-2,759 |
Dec12 |
111207 |
99.305 |
99.340 |
99.305 |
99.330 |
+0.030 |
107,748 |
764,423 |
+658 |
Mar13 |
111207 |
99.300 |
99.345 |
99.295 |
99.340 |
+0.050 |
86,365 |
765,993 |
-7,876 |
Jun13 |
111207 |
99.275 |
99.325 |
99.265 |
99.320 |
+0.060 |
64,158 |
561,991 |
-4,033 |
Sep13 |
111207 |
99.220 |
99.285 |
99.210 |
99.280 |
+0.070 |
73,564 |
445,323 |
-3,377 |
Dec13 |
111207 |
99.125 |
99.195 |
99.110 |
99.195 |
+0.080 |
63,272 |
515,135 |
+5,278 |
Mar14 |
111207 |
98.995 |
99.085 |
98.980 |
99.080 |
+0.090 |
62,737 |
367,661 |
-1,297 |
Jun14 |
111207 |
98.825 |
98.930 |
98.805 |
98.920 |
+0.100 |
69,151 |
291,773 |
-5,566 |
Sep14 |
111207 |
98.640 |
98.755 |
98.620 |
98.745 |
+0.110 |
48,290 |
207,794 |
-1,559 |
Dec14 |
111207 |
98.450 |
98.570 |
98.420 |
98.560 |
+0.120 |
26,986 |
172,524 |
-1,174 |
Mar15 |
111207 |
98.275 |
98.405 |
98.240 |
98.395 |
+0.130 |
19,702 |
132,925 |
-436 |
Jun15 |
111207 |
6.345 |
6.490 |
6.310 |
6.475 |
+0.135 |
22,796 |
109,529 |
-2,419 |
Sep15 |
111207 |
6.170 |
6.315 |
6.130 |
6.300 |
+0.135 |
18,533 |
77,013 |
-826 |
Dec15 |
111207 |
5.995 |
6.130 |
5.940 |
6.115 |
+0.135 |
13,221 |
51,166 |
+465 |
Mar16 |
111207 |
5.840 |
5.980 |
5.785 |
5.965 |
+0.135 |
10,880 |
47,080 |
+554 |
Total Volume and Open Interest |
1,313,687 |
8,471,388 |
-38,002 |
30 Day Federal Funds(CBOT) |
Dec11 |
111207 |
99.918 |
99.918 |
99.915 |
99.915 |
unch |
3,934 |
76,165 |
+1,886 |
Jan12 |
111207 |
99.910 |
99.915 |
99.905 |
99.905 |
unch |
1,201 |
64,131 |
-362 |
Feb12 |
111207 |
99.905 |
99.910 |
99.900 |
99.900 |
unch |
604 |
52,093 |
+32 |
Mar12 |
111207 |
99.895 |
99.895 |
99.890 |
99.890 |
unch |
655 |
31,995 |
+299 |
Apr12 |
111207 |
99.885 |
99.885 |
99.875 |
99.880 |
unch |
2,140 |
37,544 |
+1,582 |
May12 |
111207 |
99.875 |
99.875 |
99.865 |
99.870 |
unch |
1,298 |
44,161 |
-613 |
Total Volume and Open Interest |
20,443 |
560,612 |
+3,504 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111207 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
327 |
+0 |
Mar12 |
111207 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
300 |
+0 |
Jun12 |
111207 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Sep12 |
111207 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec12 |
111207 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Mar13 |
111207 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
111207 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111207 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Dec13 |
111207 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Mar14 |
111207 |
99.205 |
99.205 |
99.205 |
99.205 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
627 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec11 |
111207 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
4,632 |
+0 |
Mar12 |
111207 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,937 |
+0 |
Jun12 |
111207 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,440 |
+0 |
Sep12 |
111207 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
711 |
+0 |
Dec12 |
111207 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
135 |
+0 |
Mar13 |
111207 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
111207 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
207 |
+0 |
Sep13 |
111207 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
9,196 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec11 |
111207 |
142.15 |
142.26 |
142.10 |
142.11 |
-0.05 |
6,129 |
16,236 |
-5 |
Mar12 |
111207 |
141.61 |
141.66 |
141.55 |
141.55 |
-0.08 |
4,260 |
4,259 |
+3,235 |
Jun12 |
111207 |
139.46 |
139.46 |
139.46 |
139.46 |
-0.08 |
|
|
|
Total Volume and Open Interest |
10,389 |
20,498 |
+3,230 |
Euro-Bund(EUREX) |
Dec11 |
111207 |
134.65 |
135.92 |
134.32 |
135.51 |
+0.73 |
1,008,537 |
519,565 |
-222,672 |
Mar12 |
111207 |
134.81 |
136.21 |
134.54 |
135.80 |
+0.78 |
517,759 |
448,324 |
+246,250 |
Jun12 |
111207 |
133.91 |
135.08 |
133.85 |
134.80 |
+0.68 |
1 |
22 |
+1 |
Total Volume and Open Interest |
1,526,297 |
967,911 |
+23,579 |
Euro-Bobl(EUREX) |
Dec11 |
111207 |
122.80 |
123.49 |
122.68 |
123.27 |
+0.34 |
612,899 |
408,018 |
-185,262 |
Mar12 |
111207 |
122.98 |
123.64 |
122.83 |
123.43 |
+0.35 |
332,589 |
330,742 |
+194,247 |
Jun12 |
111207 |
123.47 |
123.47 |
123.47 |
123.47 |
+0.35 |
|
|
|
Total Volume and Open Interest |
945,488 |
738,760 |
+8,985 |
3-Mth Euribor(EUREX) |
Dec11 |
111207 |
98.705 |
98.745 |
98.705 |
98.720 |
+0.025 |
71 |
2,019 |
-70 |
Mar12 |
111207 |
98.950 |
98.965 |
98.940 |
98.960 |
+0.035 |
107 |
2,055 |
-105 |
Jun12 |
111207 |
99.025 |
99.025 |
99.020 |
99.020 |
+0.040 |
5 |
1,127 |
-5 |
Total Volume and Open Interest |
198 |
8,713 |
-190 |
Long Gilt(LIFFE) |
Dec11 |
111207 |
131~23 |
132~17 |
131~14 |
131~28 |
+0~07 |
2,605 |
18,763 |
-974 |
Mar12 |
111207 |
114~08 |
114~25 |
113~29 |
114~11 |
0~00 |
81,680 |
278,571 |
+2,230 |
Total Volume and Open Interest |
84,285 |
297,334 |
+1,256 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111207 |
98.94 |
98.95 |
98.93 |
98.94 |
+0.01 |
38,000 |
330,190 |
-1,619 |
Mar12 |
111207 |
98.93 |
98.95 |
98.92 |
98.94 |
+0.02 |
39,903 |
312,037 |
-7,768 |
Jun12 |
111207 |
98.96 |
98.98 |
98.95 |
98.97 |
+0.03 |
40,790 |
215,625 |
+12,205 |
Sep12 |
111207 |
98.98 |
99.01 |
98.96 |
98.99 |
+0.03 |
29,925 |
199,768 |
+3,135 |
Dec12 |
111207 |
98.96 |
99.00 |
98.95 |
98.98 |
+0.04 |
33,198 |
178,734 |
+2,004 |
Mar13 |
111207 |
98.97 |
99.01 |
98.95 |
98.98 |
+0.04 |
37,291 |
191,402 |
+4,676 |
Total Volume and Open Interest |
302,371 |
1,982,413 |
+16,145 |
3-Mth Euribor(LIFFE) |
Dec11 |
111207 |
98.700 |
98.750 |
98.695 |
98.720 |
+0.025 |
92,376 |
670,515 |
+846 |
Mar12 |
111207 |
98.935 |
98.990 |
98.920 |
98.960 |
+0.035 |
96,809 |
508,652 |
-12,623 |
Jun12 |
111207 |
98.980 |
99.050 |
98.970 |
99.020 |
+0.040 |
76,151 |
385,846 |
+1,930 |
Total Volume and Open Interest |
581,003 |
3,455,261 |
-2,118 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111207 |
95.52 |
95.53 |
95.49 |
95.51 |
-0.01 |
54,152 |
159,711 |
+1,742 |
Mar12 |
111207 |
96.32 |
96.33 |
96.24 |
96.26 |
-0.07 |
37,394 |
232,105 |
+1,875 |
Jun12 |
111207 |
96.54 |
96.54 |
96.45 |
96.49 |
-0.06 |
15,854 |
165,591 |
+964 |
Sep12 |
111207 |
96.54 |
96.56 |
96.46 |
96.50 |
-0.06 |
9,983 |
108,592 |
+2,251 |
Dec12 |
111207 |
96.42 |
96.46 |
96.36 |
96.39 |
-0.05 |
5,069 |
64,075 |
+570 |
Mar13 |
111207 |
96.30 |
96.36 |
96.25 |
96.29 |
-0.04 |
3,685 |
54,455 |
+1,678 |
Jun13 |
111207 |
96.19 |
96.19 |
96.12 |
96.17 |
-0.03 |
2,877 |
43,228 |
+559 |
Sep13 |
111207 |
96.06 |
96.14 |
96.02 |
96.06 |
-0.03 |
1,672 |
20,970 |
+843 |
Dec13 |
111207 |
95.99 |
96.05 |
95.96 |
95.98 |
-0.03 |
328 |
5,654 |
+88 |
Mar14 |
111207 |
95.90 |
95.97 |
95.87 |
95.89 |
-0.01 |
53 |
1,051 |
+33 |
Total Volume and Open Interest |
131,068 |
855,490 |
+10,604 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111207 |
96.03 |
96.05 |
95.97 |
96.00 |
-0.04 |
43,246 |
383,886 |
-6,306 |
Mar12 |
111207 |
96.05 |
96.05 |
95.99 |
96.01 |
-0.04 |
96 |
164 |
+3 |
Total Volume and Open Interest |
43,342 |
384,050 |
-6,303 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111207 |
96.86 |
96.89 |
96.77 |
96.80 |
-0.08 |
152,930 |
558,563 |
-796 |
Mar12 |
111207 |
96.97 |
96.97 |
96.88 |
96.88 |
-0.09 |
100 |
703 |
-170 |
Total Volume and Open Interest |
153,030 |
559,266 |
-966 |
Gold(CMX) |
Dec11 |
111207 |
1730.6 |
1741.8 |
1720.0 |
1740.9 |
+13.0 |
756 |
1,223 |
-473 |
Feb12 |
111207 |
1733.0 |
1747.0 |
1723.6 |
1744.8 |
+13.0 |
117,520 |
262,795 |
-1,367 |
Apr12 |
111207 |
1736.2 |
1749.3 |
1727.5 |
1747.5 |
+12.9 |
3,945 |
33,811 |
+589 |
Jun12 |
111207 |
1736.2 |
1750.7 |
1729.8 |
1750.1 |
+13.0 |
686 |
23,036 |
+36 |
Aug12 |
111207 |
1738.9 |
1754.0 |
1736.1 |
1752.5 |
+12.9 |
191 |
13,287 |
+31 |
Oct12 |
111207 |
1738.2 |
1756.4 |
1738.2 |
1754.9 |
+12.7 |
28 |
7,941 |
+3 |
Dec12 |
111207 |
1746.5 |
1759.6 |
1742.7 |
1757.5 |
+12.7 |
640 |
21,596 |
+210 |
Feb13 |
111207 |
1760.3 |
1761.5 |
1760.3 |
1760.3 |
+12.6 |
7 |
2,934 |
+2 |
Apr13 |
111207 |
1763.2 |
1763.2 |
1763.2 |
1763.2 |
+12.6 |
0 |
1,275 |
+0 |
Jun13 |
111207 |
1766.4 |
1766.4 |
1766.4 |
1766.4 |
+12.4 |
69 |
8,564 |
+47 |
Aug13 |
111207 |
1769.8 |
1769.8 |
1769.8 |
1769.8 |
+12.2 |
0 |
45 |
+0 |
Oct13 |
111207 |
1773.5 |
1773.5 |
1773.5 |
1773.5 |
+12.2 |
|
|
|
Total Volume and Open Interest |
125,503 |
420,391 |
-677 |
Silver(CMX) |
Dec11 |
111207 |
3253.0 |
3266.5 |
3236.0 |
3255.5 |
-11.7 |
402 |
434 |
-115 |
Mar12 |
111207 |
3274.5 |
3286.0 |
3226.5 |
3262.7 |
-11.7 |
30,957 |
54,909 |
-594 |
May12 |
111207 |
3271.5 |
3284.5 |
3232.5 |
3267.3 |
-11.2 |
605 |
5,631 |
+120 |
Jul12 |
111207 |
3272.0 |
3289.0 |
3263.0 |
3270.9 |
-11.2 |
49 |
2,665 |
+0 |
Sep12 |
111207 |
3274.0 |
3274.0 |
3274.0 |
3274.0 |
-11.3 |
60 |
1,841 |
+4 |
Dec12 |
111207 |
3275.0 |
3278.2 |
3255.0 |
3278.2 |
-11.4 |
74 |
13,235 |
-29 |
Mar13 |
111207 |
3276.0 |
3276.0 |
3276.0 |
3276.0 |
-11.2 |
0 |
1,148 |
+0 |
Total Volume and Open Interest |
32,648 |
95,479 |
-601 |
Platinum(NYMEX) |
Jan12 |
111207 |
1523.6 |
1538.4 |
1510.0 |
1522.0 |
-2.0 |
7,215 |
33,400 |
-567 |
Apr12 |
111207 |
1539.5 |
1544.1 |
1519.0 |
1529.4 |
-1.0 |
1,221 |
7,869 |
+956 |
Jul12 |
111207 |
1529.8 |
1535.7 |
1529.8 |
1533.9 |
-0.9 |
121 |
482 |
+63 |
Oct12 |
111207 |
1537.9 |
1537.9 |
1537.9 |
1537.9 |
-0.9 |
0 |
59 |
+0 |
Total Volume and Open Interest |
8,557 |
41,812 |
+452 |
Palladium(NYMEX) |
Dec11 |
111207 |
680.00 |
683.20 |
674.90 |
683.20 |
+14.60 |
49 |
686 |
-8 |
Mar12 |
111207 |
18.49 |
34.64 |
15.89 |
30.09 |
+14.55 |
2,935 |
18,548 |
-282 |
Jun12 |
111207 |
23.04 |
32.44 |
23.04 |
31.29 |
+14.55 |
37 |
299 |
+22 |
Total Volume and Open Interest |
3,050 |
19,663 |
-239 |
Copper(CMX) |
Dec11 |
111207 |
356.55 |
360.20 |
351.70 |
354.50 |
-2.05 |
659 |
2,801 |
-313 |
Mar12 |
111207 |
358.35 |
361.45 |
352.15 |
355.60 |
-1.95 |
36,125 |
70,729 |
+16 |
May12 |
111207 |
359.50 |
362.00 |
354.00 |
356.75 |
-1.90 |
1,881 |
19,079 |
-108 |
Jul12 |
111207 |
355.80 |
357.65 |
355.30 |
357.55 |
-1.85 |
514 |
6,390 |
+118 |
Sep12 |
111207 |
356.85 |
358.20 |
356.85 |
358.15 |
-1.80 |
35 |
2,393 |
+0 |
Total Volume and Open Interest |
39,624 |
112,623 |
-262 |
DJIA Index(CBOT) |
Dec11 |
111207 |
12123 |
12245 |
12055 |
12214 |
+102 |
473 |
17,913 |
-137 |
Mar12 |
111207 |
12075 |
12153 |
12075 |
12146 |
+103 |
61 |
470 |
+26 |
Jun12 |
111207 |
12079 |
12079 |
11976 |
12079 |
+103 |
0 |
400 |
+0 |
Sep12 |
111207 |
12016 |
12016 |
11913 |
12016 |
+103 |
|
|
|
Total Volume and Open Interest |
534 |
18,783 |
-111 |
E-mini DJIA Index(CBOT) |
Dec11 |
111207 |
12115 |
12251 |
12054 |
12214 |
+102 |
122,508 |
92,145 |
+1,703 |
Mar12 |
111207 |
12060 |
12172 |
11990 |
12146 |
+103 |
1,143 |
2,284 |
+675 |
Jun12 |
111207 |
11950 |
12079 |
11950 |
12079 |
+103 |
1 |
7 |
-1 |
Sep12 |
111207 |
12016 |
12016 |
12016 |
12016 |
+103 |
0 |
9 |
+0 |
Total Volume and Open Interest |
123,652 |
94,445 |
+2,377 |
S & P 500(CME) |
Dec11 |
111207 |
1255.40 |
1268.00 |
1244.10 |
1264.00 |
+9.10 |
15,809 |
284,960 |
+5,523 |
Mar12 |
111207 |
1247.50 |
1261.50 |
1239.00 |
1258.20 |
+9.10 |
3,075 |
27,518 |
+1,924 |
Jun12 |
111207 |
1252.70 |
1254.60 |
1236.60 |
1252.70 |
+9.10 |
688 |
3,222 |
+198 |
Sep12 |
111207 |
1247.50 |
1249.40 |
1231.40 |
1247.50 |
+9.10 |
321 |
767 |
+299 |
Total Volume and Open Interest |
19,893 |
316,568 |
+7,944 |
S & P 500 E-Mini(Globex) |
Dec11 |
111207 |
1255.50 |
1268.00 |
1244.00 |
1264.00 |
+9.00 |
2,333,966 |
2,828,861 |
-14,010 |
Mar12 |
111207 |
1249.25 |
1262.25 |
1238.25 |
1258.25 |
+9.25 |
42,777 |
172,440 |
+29,684 |
Total Volume and Open Interest |
2,377,323 |
3,005,517 |
+16,276 |
NASDAQ 100(CME) |
Dec11 |
111207 |
2322.50 |
2343.50 |
2292.50 |
2321.50 |
unch |
334 |
29,708 |
-39 |
Mar12 |
111207 |
2295.00 |
2329.00 |
2290.00 |
2317.80 |
+0.80 |
11 |
113 |
+2 |
Jun12 |
111207 |
2314.80 |
2314.80 |
2314.00 |
2314.80 |
+0.80 |
|
|
|
Total Volume and Open Interest |
345 |
29,821 |
-37 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111207 |
2322.00 |
2343.80 |
2291.50 |
2321.50 |
unch |
228,283 |
309,449 |
+960 |
Mar12 |
111207 |
2319.80 |
2339.50 |
2288.00 |
2317.80 |
+0.80 |
1,417 |
2,846 |
+706 |
Total Volume and Open Interest |
229,700 |
312,323 |
+1,666 |
S & P Midcap 400(CME) |
Dec11 |
111207 |
890.60 |
890.60 |
888.00 |
890.60 |
+5.30 |
0 |
5,972 |
+0 |
Mar12 |
111207 |
882.50 |
888.30 |
882.50 |
888.30 |
+5.50 |
|
|
|
Jun12 |
111207 |
886.30 |
886.30 |
886.30 |
886.30 |
+5.50 |
|
|
|
Total Volume and Open Interest |
0 |
5,972 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111207 |
8605 |
8725 |
8595 |
8710 |
+115 |
11,222 |
22,468 |
-4,837 |
Mar12 |
111207 |
8590 |
8725 |
8590 |
8715 |
+115 |
6,861 |
7,559 |
+5,185 |
Total Volume and Open Interest |
18,083 |
30,027 |
+348 |
Nikkei 225(SGX) |
Dec11 |
111207 |
8570 |
8725 |
8540 |
8705 |
+115 |
81,375 |
217,495 |
-4,994 |
Mar12 |
111207 |
8560 |
8720 |
8535 |
8690 |
+115 |
10,689 |
36,629 |
+6,490 |
Jun12 |
111207 |
8620 |
8620 |
8620 |
8620 |
+120 |
2 |
21 |
+2 |
Total Volume and Open Interest |
92,603 |
261,700 |
+1,781 |
CAC 40(EURONEXT) |
Dec11 |
111207 |
3208.0 |
3244.0 |
3127.5 |
3175.0 |
-3.5 |
69,861 |
284,321 |
-9,550 |
Jan12 |
111207 |
3208.0 |
3234.0 |
3144.0 |
3170.0 |
-3.0 |
1,120 |
25,477 |
+532 |
Feb12 |
111207 |
3211.0 |
3211.0 |
3156.0 |
3175.5 |
-6.5 |
8 |
16 |
+8 |
Total Volume and Open Interest |
71,069 |
310,052 |
-8,957 |
Hang Seng Index(HKFE) |
Dec11 |
111207 |
19080 |
19267 |
18982 |
19189 |
+165 |
63,963 |
86,580 |
+1,254 |
Jan12 |
111207 |
19098 |
19266 |
19008 |
19196 |
+171 |
582 |
650 |
+367 |
Total Volume and Open Interest |
64,634 |
90,507 |
+1,635 |
DAX(EUREX) |
Dec11 |
111207 |
6098.0 |
6138.5 |
5919.5 |
5999.5 |
-44.0 |
140,708 |
162,714 |
-2,647 |
Mar12 |
111207 |
6109.5 |
6145.5 |
5928.0 |
6007.0 |
-45.0 |
1,893 |
12,568 |
+876 |
Jun12 |
111207 |
6141.0 |
6145.0 |
5943.0 |
6022.0 |
-45.0 |
665 |
2,866 |
-456 |
Total Volume and Open Interest |
143,266 |
178,148 |
-2,227 |
FT-SE 100(EURONEXT) |
Dec11 |
111207 |
5590.50 |
5633.50 |
5497.00 |
5554.50 |
-25.00 |
85,328 |
605,343 |
-5,989 |
Mar12 |
111207 |
5570.00 |
5593.00 |
5458.50 |
5515.50 |
-26.00 |
3,045 |
30,915 |
+7,464 |
Jun12 |
111207 |
5534.50 |
5534.50 |
5474.50 |
5474.50 |
-28.50 |
125 |
610 |
+105 |
Total Volume and Open Interest |
88,498 |
636,868 |
+1,580 |
SPI 200(SFE) |
Dec11 |
111207 |
4279.0 |
4324.0 |
4260.0 |
4308.0 |
+40.0 |
34,543 |
259,893 |
+2,113 |
Mar12 |
111207 |
4261.0 |
4306.0 |
4253.0 |
4290.0 |
+40.0 |
1,116 |
4,844 |
+467 |
Jun12 |
111207 |
4296.0 |
4296.0 |
4296.0 |
4296.0 |
+40.0 |
27 |
1,484 |
+16 |
Total Volume and Open Interest |
36,757 |
268,943 |
+3,542 |
GSCI(CME) |
Dec11 |
111207 |
652.00 |
652.00 |
651.35 |
651.35 |
-8.15 |
81 |
8,235 |
+17 |
Jan12 |
111207 |
652.00 |
652.00 |
652.00 |
652.00 |
-8.00 |
2 |
1 |
+0 |
Feb12 |
111207 |
653.50 |
653.50 |
653.50 |
653.50 |
-7.50 |
|
|
|
Total Volume and Open Interest |
83 |
8,236 |
+17 |
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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