|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu December 08, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
111208 |
1131.50 |
1136.50 |
1121.00 |
1132.50 |
+1.50 |
82,019 |
198,236 |
-2,986 |
Mar12 |
111208 |
1140.50 |
1146.00 |
1130.75 |
1142.25 |
+1.25 |
33,960 |
119,476 |
+4,927 |
May12 |
111208 |
1150.75 |
1156.00 |
1141.00 |
1152.50 |
+1.25 |
15,241 |
84,086 |
+1,810 |
Jul12 |
111208 |
1161.50 |
1165.50 |
1151.00 |
1162.25 |
+1.25 |
15,746 |
70,189 |
+1,317 |
Aug12 |
111208 |
1155.50 |
1161.50 |
1155.50 |
1161.50 |
+0.75 |
170 |
1,019 |
+21 |
Sep12 |
111208 |
1156.50 |
1158.00 |
1156.50 |
1158.00 |
+0.75 |
213 |
807 |
+72 |
Nov12 |
111208 |
1154.75 |
1161.50 |
1146.00 |
1157.00 |
+1.00 |
5,794 |
51,766 |
+528 |
Total Volume and Open Interest |
154,872 |
541,370 |
+6,097 |
Soybean Meal(CBOT) |
Dec11 |
111208 |
283.10 |
284.90 |
281.50 |
282.70 |
-1.00 |
1,656 |
1,652 |
-324 |
Jan12 |
111208 |
285.00 |
286.60 |
282.70 |
284.30 |
-0.90 |
33,132 |
68,561 |
-2,323 |
Mar12 |
111208 |
288.90 |
290.20 |
286.30 |
288.00 |
-0.90 |
11,748 |
46,737 |
-709 |
May12 |
111208 |
291.90 |
293.30 |
289.90 |
291.50 |
-0.90 |
4,081 |
29,248 |
-486 |
Jul12 |
111208 |
295.40 |
297.30 |
293.80 |
295.30 |
-0.90 |
4,136 |
26,706 |
+457 |
Aug12 |
111208 |
296.00 |
298.00 |
296.00 |
296.60 |
-1.10 |
506 |
4,898 |
+169 |
Sep12 |
111208 |
297.70 |
299.10 |
297.00 |
297.20 |
-1.20 |
300 |
5,209 |
+64 |
Oct12 |
111208 |
296.80 |
298.50 |
295.90 |
295.90 |
-1.30 |
113 |
3,252 |
+17 |
Total Volume and Open Interest |
56,805 |
207,046 |
-3,183 |
Soybean Oil(CBOT) |
Dec11 |
111208 |
49.75 |
50.24 |
49.70 |
50.20 |
-0.04 |
2,808 |
1,606 |
-410 |
Jan12 |
111208 |
50.42 |
50.54 |
49.80 |
50.45 |
-0.03 |
38,685 |
113,657 |
-1,099 |
Mar12 |
111208 |
50.88 |
50.96 |
50.24 |
50.88 |
-0.03 |
12,779 |
93,745 |
+2,200 |
May12 |
111208 |
51.14 |
51.33 |
50.61 |
51.25 |
-0.03 |
5,210 |
43,014 |
+998 |
Jul12 |
111208 |
51.49 |
51.63 |
50.91 |
51.57 |
-0.03 |
4,282 |
32,982 |
+980 |
Aug12 |
111208 |
51.24 |
51.70 |
51.20 |
51.62 |
-0.05 |
77 |
4,191 |
+55 |
Sep12 |
111208 |
51.24 |
51.69 |
51.24 |
51.62 |
-0.07 |
170 |
4,768 |
+61 |
Oct12 |
111208 |
51.14 |
51.55 |
51.10 |
51.42 |
-0.09 |
105 |
4,656 |
+68 |
Total Volume and Open Interest |
65,747 |
315,566 |
+3,217 |
Canola(WCE) |
Jan12 |
111208 |
506.0 |
511.0 |
504.3 |
510.6 |
+3.6 |
7,004 |
47,349 |
-8,866 |
Mar12 |
111208 |
505.1 |
511.2 |
503.1 |
510.5 |
+4.0 |
5,622 |
50,399 |
+1,392 |
May12 |
111208 |
506.7 |
513.5 |
505.7 |
513.3 |
+4.2 |
1,048 |
15,921 |
+238 |
Jul12 |
111208 |
508.1 |
516.0 |
507.3 |
515.7 |
+4.8 |
496 |
12,272 |
+350 |
Nov12 |
111208 |
483.2 |
495.0 |
483.2 |
494.7 |
+4.3 |
294 |
15,622 |
+201 |
Total Volume and Open Interest |
14,464 |
141,846 |
-6,685 |
Corn(CBOT) |
Dec11 |
111208 |
582.00 |
591.50 |
575.00 |
590.00 |
+7.75 |
7,532 |
7,864 |
-2,598 |
Mar12 |
111208 |
591.75 |
602.00 |
585.00 |
600.25 |
+7.50 |
168,419 |
564,191 |
-2,910 |
May12 |
111208 |
600.50 |
610.25 |
593.25 |
608.75 |
+7.50 |
45,684 |
154,226 |
+2,619 |
Jul12 |
111208 |
605.75 |
616.00 |
595.50 |
614.50 |
+7.75 |
36,952 |
147,462 |
+555 |
Sep12 |
111208 |
569.75 |
581.25 |
566.00 |
581.25 |
+9.75 |
3,807 |
36,078 |
+408 |
Dec12 |
111208 |
550.00 |
561.50 |
546.50 |
561.00 |
+10.00 |
14,314 |
182,600 |
+1,724 |
Total Volume and Open Interest |
277,479 |
1,146,906 |
+15 |
Wheat(CBOT) |
Dec11 |
111208 |
583.00 |
583.50 |
575.50 |
576.75 |
-6.25 |
1,724 |
2,852 |
-861 |
Mar12 |
111208 |
600.25 |
603.00 |
590.75 |
597.00 |
-3.50 |
48,773 |
183,202 |
+485 |
May12 |
111208 |
621.25 |
623.75 |
612.00 |
618.75 |
-2.50 |
12,207 |
59,338 |
+1,116 |
Jul12 |
111208 |
636.75 |
640.75 |
628.50 |
635.25 |
-2.00 |
7,230 |
68,564 |
+1,574 |
Sep12 |
111208 |
653.50 |
657.75 |
647.00 |
653.00 |
-1.75 |
1,324 |
14,175 |
+4 |
Total Volume and Open Interest |
72,973 |
374,207 |
+2,575 |
Wheat(KCBT) |
Dec11 |
111208 |
651.25 |
653.50 |
650.50 |
650.50 |
-1.75 |
37 |
305 |
-12 |
Mar12 |
111208 |
662.00 |
666.25 |
653.50 |
658.50 |
-2.75 |
5,611 |
72,139 |
+12 |
May12 |
111208 |
670.50 |
674.50 |
664.75 |
667.50 |
-2.75 |
1,086 |
14,268 |
+498 |
Jul12 |
111208 |
679.00 |
682.00 |
671.00 |
674.25 |
-3.75 |
1,095 |
38,185 |
-116 |
Sep12 |
111208 |
692.50 |
693.75 |
687.00 |
689.00 |
-2.75 |
135 |
5,553 |
+92 |
Total Volume and Open Interest |
8,093 |
136,635 |
+514 |
Wheat(MGE) |
Dec11 |
111208 |
843.00 |
847.00 |
840.00 |
844.75 |
-2.00 |
17 |
72 |
-18 |
Mar12 |
111208 |
823.00 |
828.00 |
816.75 |
821.25 |
-2.00 |
1,605 |
18,421 |
-335 |
May12 |
111208 |
801.00 |
807.00 |
798.25 |
802.75 |
-1.50 |
543 |
7,404 |
-54 |
Jul12 |
111208 |
792.00 |
798.75 |
790.00 |
797.25 |
+2.00 |
326 |
8,411 |
-68 |
Sep12 |
111208 |
776.50 |
779.50 |
765.00 |
767.25 |
-10.50 |
281 |
3,851 |
+107 |
Total Volume and Open Interest |
2,903 |
41,369 |
-381 |
Oats(CBOT) |
Dec11 |
111208 |
295.00 |
295.00 |
294.25 |
295.00 |
+0.75 |
23 |
55 |
+15 |
Mar12 |
111208 |
298.00 |
303.00 |
296.50 |
302.00 |
+4.00 |
772 |
11,147 |
-53 |
May12 |
111208 |
302.75 |
304.00 |
299.75 |
304.00 |
+4.25 |
18 |
1,485 |
+10 |
Jul12 |
111208 |
306.00 |
307.50 |
302.50 |
307.50 |
+5.00 |
5 |
106 |
+2 |
Total Volume and Open Interest |
818 |
12,946 |
-26 |
Rough Rice(CBOT) |
Jan12 |
111208 |
14.38 |
14.59 |
14.21 |
14.22 |
-0.16 |
1,335 |
8,584 |
-828 |
Mar12 |
111208 |
14.65 |
14.86 |
14.48 |
14.50 |
-0.16 |
1,091 |
8,060 |
+657 |
May12 |
111208 |
14.98 |
15.02 |
14.80 |
14.80 |
-0.16 |
142 |
669 |
+68 |
Jul12 |
111208 |
15.25 |
15.25 |
15.06 |
15.06 |
-0.16 |
0 |
614 |
+0 |
Total Volume and Open Interest |
2,568 |
18,114 |
-103 |
Live Cattle(CME) |
Dec11 |
111208 |
119.050 |
119.535 |
118.730 |
119.430 |
+0.280 |
8,485 |
21,544 |
-2,724 |
Feb12 |
111208 |
119.700 |
120.200 |
119.230 |
119.600 |
-0.185 |
28,521 |
136,210 |
-3,878 |
Apr12 |
111208 |
123.700 |
124.150 |
123.350 |
123.950 |
+0.270 |
11,548 |
86,909 |
+670 |
Jun12 |
111208 |
122.600 |
122.930 |
122.050 |
122.400 |
-0.200 |
7,351 |
51,191 |
+1,317 |
Aug12 |
111208 |
123.050 |
123.350 |
122.500 |
123.080 |
-0.220 |
1,721 |
11,836 |
+487 |
Oct12 |
111208 |
125.635 |
125.785 |
125.300 |
125.350 |
-0.480 |
596 |
6,384 |
+138 |
Total Volume and Open Interest |
58,350 |
319,039 |
-3,935 |
Feeder Cattle(CME) |
Jan12 |
111208 |
143.000 |
143.735 |
142.350 |
142.485 |
-0.250 |
5,816 |
12,982 |
-1,679 |
Mar12 |
111208 |
145.250 |
145.735 |
144.325 |
144.700 |
-0.485 |
2,558 |
7,674 |
+120 |
Apr12 |
111208 |
146.435 |
147.035 |
145.785 |
146.000 |
-0.500 |
1,063 |
3,322 |
+278 |
May12 |
111208 |
147.285 |
147.685 |
146.435 |
146.700 |
-0.300 |
986 |
3,193 |
+59 |
Aug12 |
111208 |
149.250 |
149.535 |
148.485 |
148.850 |
-0.585 |
292 |
3,291 |
-106 |
Sep12 |
111208 |
149.735 |
149.800 |
149.075 |
149.500 |
-0.300 |
32 |
513 |
-1 |
Oct12 |
111208 |
150.000 |
150.000 |
149.300 |
149.300 |
unch |
12 |
158 |
+5 |
Total Volume and Open Interest |
10,760 |
31,152 |
-1,323 |
Lean Hogs(CME) |
Dec11 |
111208 |
85.750 |
85.950 |
84.750 |
84.830 |
-1.170 |
8,113 |
13,578 |
-1,236 |
Feb12 |
111208 |
88.650 |
88.930 |
87.200 |
87.250 |
-1.550 |
18,302 |
96,761 |
-1,763 |
Apr12 |
111208 |
90.885 |
91.230 |
89.500 |
89.600 |
-1.450 |
5,093 |
64,580 |
-724 |
May12 |
111208 |
96.800 |
96.800 |
95.400 |
95.885 |
-1.215 |
44 |
2,548 |
+0 |
Jun12 |
111208 |
98.050 |
98.100 |
96.350 |
96.385 |
-1.665 |
4,689 |
46,587 |
+85 |
Jul12 |
111208 |
97.535 |
97.600 |
96.135 |
96.385 |
-1.500 |
726 |
10,807 |
+81 |
Aug12 |
111208 |
95.900 |
95.950 |
94.600 |
94.850 |
-1.650 |
1,587 |
14,204 |
-381 |
Oct12 |
111208 |
84.800 |
85.000 |
83.900 |
84.350 |
-0.700 |
518 |
8,317 |
+118 |
Total Volume and Open Interest |
39,474 |
261,218 |
-3,665 |
Class III Milk(CME) |
Dec11 |
111208 |
18.49 |
18.57 |
18.45 |
18.54 |
+0.05 |
314 |
5,766 |
-38 |
Jan12 |
111208 |
17.22 |
17.40 |
17.16 |
17.25 |
+0.03 |
375 |
4,985 |
+107 |
Feb12 |
111208 |
17.18 |
17.22 |
17.11 |
17.18 |
+0.05 |
235 |
3,721 |
+126 |
Mar12 |
111208 |
17.01 |
17.10 |
16.98 |
17.07 |
+0.05 |
180 |
3,140 |
+134 |
Apr12 |
111208 |
16.83 |
16.83 |
16.77 |
16.81 |
-0.07 |
111 |
2,383 |
+86 |
Total Volume and Open Interest |
1,545 |
32,089 |
+623 |
Cocoa(ICE) |
Dec11 |
111208 |
1968 |
1968 |
1968 |
1968 |
-6 |
1 |
71 |
-1 |
Mar12 |
111208 |
2140 |
2154 |
2078 |
2131 |
-11 |
10,926 |
81,488 |
-713 |
May12 |
111208 |
2161 |
2169 |
2100 |
2148 |
-14 |
3,250 |
33,174 |
+584 |
Jul12 |
111208 |
2169 |
2179 |
2124 |
2166 |
-13 |
688 |
15,281 |
+94 |
Sep12 |
111208 |
2175 |
2191 |
2139 |
2180 |
-8 |
229 |
13,048 |
+31 |
Dec12 |
111208 |
2166 |
2199 |
2143 |
2186 |
-11 |
143 |
13,415 |
+129 |
Mar13 |
111208 |
2197 |
2202 |
2197 |
2199 |
-10 |
137 |
4,319 |
+136 |
Total Volume and Open Interest |
15,374 |
163,752 |
+260 |
Coffee "C"(ICE) |
Dec11 |
111208 |
226.40 |
227.35 |
225.40 |
225.70 |
-1.05 |
28 |
89 |
-1 |
Mar12 |
111208 |
230.00 |
232.30 |
227.20 |
228.65 |
-1.20 |
8,226 |
58,162 |
+14 |
May12 |
111208 |
232.45 |
234.90 |
229.90 |
231.40 |
-1.20 |
1,994 |
21,693 |
+733 |
Jul12 |
111208 |
235.25 |
236.00 |
232.30 |
233.65 |
-1.10 |
548 |
7,012 |
+145 |
Sep12 |
111208 |
236.75 |
236.75 |
234.60 |
235.35 |
-0.80 |
144 |
5,849 |
+43 |
Dec12 |
111208 |
238.00 |
238.00 |
236.25 |
236.75 |
-0.65 |
128 |
6,619 |
-20 |
Total Volume and Open Interest |
11,111 |
100,602 |
+937 |
Orange Juice(ICE) |
Jan12 |
111208 |
174.35 |
174.60 |
171.45 |
172.50 |
-1.85 |
1,535 |
18,252 |
-662 |
Mar12 |
111208 |
170.00 |
170.00 |
167.10 |
168.10 |
-2.00 |
728 |
8,512 |
+622 |
May12 |
111208 |
166.80 |
166.95 |
166.30 |
166.95 |
-1.75 |
38 |
1,807 |
+12 |
Jul12 |
111208 |
167.50 |
167.50 |
166.50 |
166.70 |
-1.90 |
28 |
610 |
+28 |
Sep12 |
111208 |
166.40 |
166.40 |
166.40 |
166.40 |
-1.90 |
0 |
58 |
+0 |
Nov12 |
111208 |
165.60 |
165.60 |
165.60 |
165.60 |
-2.00 |
0 |
13 |
+0 |
Total Volume and Open Interest |
2,329 |
29,261 |
+0 |
Sugar #11(ICE) |
Mar12 |
111208 |
23.15 |
24.22 |
23.15 |
24.13 |
+1.08 |
29,080 |
209,970 |
-3,051 |
May12 |
111208 |
22.93 |
23.84 |
22.86 |
23.69 |
+0.93 |
8,462 |
91,656 |
+914 |
Jul12 |
111208 |
22.57 |
23.41 |
22.55 |
23.30 |
+0.87 |
5,541 |
88,795 |
+1,141 |
Oct12 |
111208 |
22.83 |
23.52 |
22.69 |
23.40 |
+0.81 |
1,680 |
48,653 |
-148 |
Mar13 |
111208 |
23.18 |
23.87 |
23.14 |
23.79 |
+0.80 |
982 |
30,618 |
-81 |
Total Volume and Open Interest |
46,472 |
517,967 |
-1,168 |
London Cocoa(LCE) |
Dec11 |
111208 |
1330 |
1337 |
1294 |
1317 |
-17 |
3,915 |
30,568 |
-1,845 |
Mar12 |
111208 |
1383 |
1389 |
1347 |
1369 |
-14 |
12,301 |
69,901 |
+1,038 |
May12 |
111208 |
1399 |
1404 |
1366 |
1385 |
-15 |
1,818 |
23,016 |
+90 |
Jul12 |
111208 |
1415 |
1421 |
1385 |
1403 |
-14 |
564 |
25,577 |
+71 |
Sep12 |
111208 |
1429 |
1429 |
1399 |
1417 |
-14 |
842 |
18,342 |
-29 |
Dec12 |
111208 |
1440 |
1442 |
1414 |
1430 |
-11 |
176 |
13,170 |
+27 |
Mar13 |
111208 |
1451 |
1451 |
1422 |
1440 |
-12 |
67 |
7,481 |
+24 |
Total Volume and Open Interest |
19,695 |
190,713 |
-612 |
London Sugar(LCE) |
Mar12 |
111208 |
605.80 |
625.40 |
605.80 |
623.40 |
+19.80 |
2,400 |
24,738 |
+206 |
May12 |
111208 |
602.60 |
617.90 |
600.00 |
617.00 |
+19.80 |
229 |
7,487 |
+60 |
Aug12 |
111208 |
593.50 |
610.40 |
593.10 |
609.70 |
+19.10 |
290 |
9,755 |
+203 |
Oct12 |
111208 |
593.60 |
610.70 |
593.60 |
610.00 |
+18.50 |
44 |
3,756 |
+15 |
Dec12 |
111208 |
601.40 |
614.00 |
600.40 |
613.60 |
+18.10 |
37 |
1,446 |
+27 |
Total Volume and Open Interest |
3,060 |
48,171 |
+565 |
Cotton(ICE) |
Dec11 |
111207 |
91.60 |
91.60 |
91.60 |
91.60 |
-1.71 |
19 |
228 |
-141 |
Mar12 |
111208 |
92.59 |
92.99 |
91.66 |
92.05 |
-0.26 |
9,583 |
90,565 |
-321 |
May12 |
111208 |
92.23 |
92.70 |
91.47 |
91.99 |
-0.28 |
1,384 |
21,420 |
+624 |
Jul12 |
111208 |
91.85 |
92.36 |
91.10 |
91.68 |
-0.33 |
825 |
18,607 |
+446 |
Oct12 |
111208 |
91.95 |
92.04 |
91.95 |
92.04 |
-0.22 |
1 |
84 |
+0 |
Dec12 |
111208 |
89.66 |
89.66 |
88.75 |
89.26 |
-0.35 |
88 |
7,642 |
+45 |
Total Volume and Open Interest |
11,898 |
139,821 |
+760 |
Lumber(CME) |
Jan12 |
111208 |
231.1 |
235.3 |
229.5 |
232.4 |
+1.4 |
538 |
6,923 |
-49 |
Mar12 |
111208 |
248.7 |
249.7 |
246.0 |
246.6 |
-3.4 |
143 |
4,389 |
+3 |
May12 |
111208 |
262.8 |
262.8 |
262.4 |
262.8 |
+0.8 |
85 |
675 |
+39 |
Jul12 |
111208 |
272.3 |
272.3 |
272.0 |
272.0 |
-1.4 |
0 |
264 |
+0 |
Total Volume and Open Interest |
766 |
12,366 |
-7 |
Crude Oil(NYM) |
Jan12 |
111208 |
100.84 |
101.73 |
97.71 |
98.34 |
-2.15 |
217,029 |
260,854 |
-11,697 |
Feb12 |
111208 |
100.99 |
101.88 |
97.91 |
98.54 |
-2.14 |
61,846 |
133,579 |
+8,543 |
Mar12 |
111208 |
101.14 |
102.02 |
98.10 |
98.74 |
-2.12 |
36,848 |
116,905 |
+74 |
Apr12 |
111208 |
101.21 |
102.13 |
98.50 |
98.93 |
-2.10 |
17,340 |
54,179 |
+2,850 |
May12 |
111208 |
100.81 |
102.13 |
98.50 |
99.05 |
-2.01 |
14,000 |
46,195 |
+2,576 |
Jun12 |
111208 |
100.86 |
101.99 |
98.43 |
99.01 |
-1.91 |
24,176 |
78,797 |
+685 |
Jul12 |
111208 |
100.98 |
100.98 |
98.29 |
98.86 |
-1.83 |
3,722 |
35,777 |
+12 |
Aug12 |
111208 |
100.90 |
100.90 |
98.67 |
98.67 |
-1.76 |
2,765 |
27,738 |
-264 |
Sep12 |
111208 |
101.20 |
101.20 |
98.33 |
98.47 |
-1.70 |
5,032 |
30,470 |
-406 |
Oct12 |
111208 |
98.81 |
98.81 |
98.25 |
98.28 |
-1.64 |
2,597 |
28,813 |
+240 |
Nov12 |
111208 |
98.14 |
98.14 |
97.80 |
98.14 |
-1.59 |
2,376 |
31,649 |
-200 |
Dec12 |
111208 |
99.30 |
100.67 |
97.45 |
97.98 |
-1.54 |
27,160 |
172,204 |
+1,838 |
Jan13 |
111208 |
97.70 |
97.70 |
97.70 |
97.70 |
-1.50 |
1,373 |
30,192 |
+450 |
Feb13 |
111208 |
97.38 |
97.38 |
97.38 |
97.38 |
-1.45 |
1,588 |
12,637 |
+483 |
Mar13 |
111208 |
97.07 |
97.07 |
97.07 |
97.07 |
-1.39 |
2,868 |
12,363 |
+1,238 |
Apr13 |
111208 |
96.76 |
96.76 |
96.76 |
96.76 |
-1.33 |
1,520 |
5,944 |
+356 |
Total Volume and Open Interest |
446,498 |
1,332,544 |
+5,210 |
e-miNY Crude Oil(NYM) |
Dec11 |
111117 |
101.675 |
103.375 |
98.375 |
98.825 |
-3.775 |
7,409 |
2,981 |
+164 |
Jan12 |
111208 |
100.800 |
101.700 |
97.700 |
98.350 |
-2.150 |
6,774 |
2,300 |
+8 |
Feb12 |
111208 |
100.725 |
101.850 |
97.950 |
98.550 |
-2.125 |
310 |
408 |
+5 |
Mar12 |
111208 |
100.925 |
102.000 |
98.200 |
98.750 |
-2.100 |
30 |
217 |
-2 |
Apr12 |
111208 |
98.925 |
98.925 |
98.925 |
98.925 |
-2.100 |
2 |
221 |
+0 |
May12 |
111208 |
99.050 |
99.050 |
99.050 |
99.050 |
-2.000 |
0 |
7 |
+0 |
Jun12 |
111208 |
99.000 |
99.000 |
99.000 |
99.000 |
-1.925 |
0 |
17 |
+0 |
Jul12 |
111208 |
98.850 |
98.850 |
98.850 |
98.850 |
-1.850 |
0 |
4 |
+0 |
Aug12 |
111208 |
98.675 |
98.675 |
98.675 |
98.675 |
-1.750 |
0 |
5 |
+0 |
Sep12 |
111208 |
98.475 |
98.475 |
98.475 |
98.475 |
-1.700 |
|
|
|
Total Volume and Open Interest |
7,116 |
3,398 |
+11 |
Heating Oil(NYM) |
Jan12 |
111208 |
298.60 |
302.27 |
291.07 |
292.98 |
-5.26 |
44,872 |
86,562 |
-405 |
Feb12 |
111208 |
299.67 |
303.12 |
292.28 |
294.01 |
-5.26 |
18,475 |
42,543 |
+1,052 |
Mar12 |
111208 |
301.68 |
303.30 |
292.97 |
294.50 |
-5.25 |
14,513 |
31,413 |
+876 |
Apr12 |
111208 |
298.65 |
298.90 |
292.65 |
293.72 |
-5.03 |
5,658 |
20,873 |
+666 |
May12 |
111208 |
299.59 |
299.59 |
291.63 |
292.65 |
-4.62 |
3,617 |
15,670 |
+440 |
Jun12 |
111208 |
297.26 |
299.82 |
290.20 |
291.96 |
-4.31 |
7,565 |
32,042 |
+1,968 |
Jul12 |
111208 |
298.25 |
298.52 |
291.22 |
292.26 |
-4.13 |
686 |
9,345 |
+281 |
Aug12 |
111208 |
296.05 |
296.06 |
291.60 |
292.60 |
-4.03 |
240 |
4,213 |
+30 |
Sep12 |
111208 |
299.64 |
299.64 |
292.34 |
293.26 |
-4.03 |
409 |
6,193 |
+29 |
Oct12 |
111208 |
297.44 |
297.44 |
294.21 |
294.21 |
-4.09 |
88 |
2,403 |
+18 |
Nov12 |
111208 |
297.90 |
297.90 |
295.12 |
295.12 |
-4.14 |
231 |
1,730 |
+93 |
Dec12 |
111208 |
298.69 |
298.69 |
295.83 |
295.83 |
-4.18 |
1,440 |
18,223 |
-89 |
Total Volume and Open Interest |
98,066 |
273,933 |
+4,974 |
Gasoline(NYMEX) |
Jan12 |
111208 |
259.61 |
261.83 |
254.96 |
256.66 |
-2.03 |
42,591 |
78,380 |
-2,571 |
Feb12 |
111208 |
261.00 |
263.15 |
256.47 |
258.07 |
-1.91 |
18,851 |
36,604 |
+1,464 |
Mar12 |
111208 |
263.50 |
264.96 |
258.76 |
260.12 |
-1.92 |
11,039 |
32,113 |
-119 |
Apr12 |
111208 |
276.78 |
278.61 |
273.35 |
274.28 |
-2.15 |
5,125 |
26,603 |
+803 |
May12 |
111208 |
277.05 |
278.61 |
273.30 |
274.35 |
-2.12 |
3,869 |
20,733 |
+378 |
Jun12 |
111208 |
275.09 |
277.50 |
271.69 |
272.83 |
-2.10 |
4,841 |
28,100 |
-345 |
Jul12 |
111208 |
274.18 |
274.18 |
269.50 |
270.79 |
-2.08 |
876 |
8,253 |
+144 |
Aug12 |
111208 |
268.65 |
268.71 |
266.85 |
268.48 |
-2.06 |
484 |
8,498 |
+56 |
Sep12 |
111208 |
266.16 |
266.43 |
264.00 |
265.76 |
-2.05 |
943 |
6,722 |
+337 |
Oct12 |
111208 |
253.39 |
253.57 |
251.50 |
253.13 |
-2.06 |
743 |
5,362 |
+288 |
Total Volume and Open Interest |
93,044 |
270,399 |
+1,114 |
e-miNY RBOB Gasoline(NYM) |
Jan12 |
111208 |
256.70 |
256.70 |
256.66 |
256.70 |
-2.00 |
0 |
1 |
+0 |
Feb12 |
111208 |
258.10 |
258.10 |
258.07 |
258.10 |
-1.90 |
0 |
1 |
+0 |
Mar12 |
111208 |
260.10 |
260.12 |
260.10 |
260.10 |
-1.90 |
|
|
|
Apr12 |
111208 |
274.30 |
274.30 |
274.28 |
274.30 |
-2.10 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Jan12 |
111208 |
3.422 |
3.545 |
3.410 |
3.457 |
+0.036 |
122,829 |
253,841 |
-15,099 |
Feb12 |
111208 |
3.458 |
3.574 |
3.449 |
3.486 |
+0.028 |
46,201 |
97,439 |
-921 |
Mar12 |
111208 |
3.470 |
3.578 |
3.462 |
3.493 |
+0.023 |
43,439 |
134,479 |
+3,926 |
Apr12 |
111208 |
3.525 |
3.616 |
3.518 |
3.536 |
+0.018 |
30,363 |
97,992 |
+2,076 |
May12 |
111208 |
3.562 |
3.651 |
3.557 |
3.576 |
+0.016 |
10,355 |
43,664 |
+1,079 |
Jun12 |
111208 |
3.607 |
3.686 |
3.601 |
3.617 |
+0.015 |
5,916 |
25,580 |
+1,745 |
Jul12 |
111208 |
3.651 |
3.736 |
3.651 |
3.666 |
+0.011 |
5,508 |
21,177 |
+880 |
Aug12 |
111208 |
3.701 |
3.755 |
3.676 |
3.691 |
+0.008 |
4,563 |
15,637 |
-784 |
Sep12 |
111208 |
3.706 |
3.743 |
3.683 |
3.696 |
+0.008 |
2,018 |
15,828 |
+263 |
Oct12 |
111208 |
3.726 |
3.803 |
3.726 |
3.734 |
+0.008 |
8,974 |
56,914 |
-493 |
Nov12 |
111208 |
3.880 |
3.937 |
3.866 |
3.872 |
+0.001 |
3,084 |
25,501 |
+102 |
Dec12 |
111208 |
4.164 |
4.217 |
4.138 |
4.152 |
-0.009 |
3,377 |
24,154 |
-287 |
Jan13 |
111208 |
4.287 |
4.350 |
4.269 |
4.276 |
-0.015 |
6,036 |
32,201 |
+282 |
Feb13 |
111208 |
4.285 |
4.319 |
4.265 |
4.265 |
-0.015 |
520 |
6,821 |
+275 |
Mar13 |
111208 |
4.248 |
4.248 |
4.211 |
4.213 |
-0.019 |
390 |
14,658 |
+17 |
Apr13 |
111208 |
4.170 |
4.213 |
4.125 |
4.132 |
-0.023 |
620 |
22,812 |
-190 |
Total Volume and Open Interest |
295,463 |
943,649 |
-6,507 |
Brent Crude Oil(ICE) |
Jan12 |
111208 |
109.60 |
110.67 |
107.28 |
108.11 |
-1.42 |
135,048 |
127,268 |
-11,328 |
Feb12 |
111208 |
109.41 |
110.50 |
107.11 |
107.94 |
-1.34 |
79,539 |
156,868 |
+6,854 |
Mar12 |
111208 |
109.03 |
110.24 |
106.87 |
107.70 |
-1.27 |
44,212 |
102,985 |
+7,288 |
Apr12 |
111208 |
108.78 |
109.89 |
106.69 |
107.51 |
-1.24 |
19,507 |
44,665 |
+3,457 |
May12 |
111208 |
108.50 |
109.55 |
106.56 |
107.30 |
-1.18 |
13,240 |
26,363 |
+721 |
Jun12 |
111208 |
108.18 |
109.53 |
106.29 |
107.07 |
-1.11 |
21,142 |
70,842 |
+1,396 |
Jul12 |
111208 |
108.55 |
109.24 |
106.50 |
106.82 |
-1.03 |
4,523 |
19,646 |
-389 |
Aug12 |
111208 |
108.06 |
108.92 |
106.26 |
106.53 |
-0.95 |
3,067 |
26,376 |
+199 |
Sep12 |
111208 |
107.65 |
108.53 |
105.69 |
106.19 |
-0.89 |
3,263 |
33,201 |
+178 |
Oct12 |
111208 |
105.80 |
105.88 |
105.80 |
105.88 |
-0.84 |
2,101 |
14,609 |
+154 |
Nov12 |
111208 |
105.58 |
105.58 |
105.58 |
105.58 |
-0.81 |
2,002 |
17,066 |
+38 |
Dec12 |
111208 |
106.29 |
107.50 |
104.50 |
105.23 |
-0.78 |
15,455 |
99,829 |
+61 |
Jan13 |
111208 |
104.91 |
104.91 |
104.91 |
104.91 |
-0.73 |
892 |
11,901 |
-113 |
Feb13 |
111208 |
104.54 |
104.54 |
104.54 |
104.54 |
-0.68 |
1,151 |
6,371 |
+5 |
Total Volume and Open Interest |
356,825 |
920,893 |
+8,042 |
Gas Oil(ICE) |
Dec11 |
111208 |
954.75 |
965.50 |
935.00 |
948.25 |
-9.00 |
42,222 |
73,883 |
-14,336 |
Jan12 |
111208 |
948.00 |
956.00 |
925.25 |
938.75 |
-9.00 |
82,303 |
128,331 |
+5,603 |
Feb12 |
111208 |
942.75 |
952.25 |
922.25 |
935.00 |
-9.25 |
32,773 |
56,842 |
+5,491 |
Mar12 |
111208 |
938.75 |
948.75 |
919.50 |
931.75 |
-9.00 |
20,780 |
50,503 |
+3,133 |
Apr12 |
111208 |
940.75 |
944.00 |
920.25 |
929.75 |
-8.50 |
9,612 |
24,516 |
+853 |
May12 |
111208 |
938.75 |
941.50 |
918.75 |
927.75 |
-7.75 |
5,864 |
26,828 |
+418 |
Jun12 |
111208 |
933.00 |
942.50 |
914.75 |
927.25 |
-7.00 |
8,819 |
50,384 |
-1,267 |
Jul12 |
111208 |
937.75 |
938.25 |
916.00 |
928.00 |
-6.75 |
2,072 |
16,385 |
-244 |
Aug12 |
111208 |
938.00 |
938.00 |
917.25 |
928.50 |
-6.50 |
826 |
13,441 |
+91 |
Sep12 |
111208 |
938.00 |
938.00 |
925.00 |
928.75 |
-6.25 |
870 |
13,649 |
-46 |
Total Volume and Open Interest |
209,603 |
547,982 |
-10 |
Ethanol(CBOT) |
Dec11 |
111205 |
2.503 |
2.503 |
2.485 |
2.500 |
-0.003 |
88 |
204 |
-29 |
Jan12 |
111208 |
2.118 |
2.139 |
2.086 |
2.133 |
+0.008 |
223 |
1,359 |
+6 |
Feb12 |
111208 |
2.075 |
2.122 |
2.075 |
2.104 |
+0.013 |
151 |
1,365 |
-6 |
Mar12 |
111208 |
2.105 |
2.132 |
2.100 |
2.131 |
+0.004 |
191 |
1,533 |
+1 |
Apr12 |
111208 |
2.125 |
2.145 |
2.125 |
2.135 |
+0.004 |
79 |
742 |
+45 |
May12 |
111208 |
2.138 |
2.160 |
2.138 |
2.156 |
+0.007 |
141 |
716 |
+56 |
Jun12 |
111208 |
2.150 |
2.170 |
2.148 |
2.164 |
+0.003 |
76 |
565 |
+38 |
Jul12 |
111208 |
2.150 |
2.175 |
2.150 |
2.173 |
+0.004 |
117 |
832 |
+84 |
Total Volume and Open Interest |
1,260 |
10,072 |
+353 |
WTI Crude Oil(ICE) |
Jan12 |
111208 |
100.94 |
101.73 |
97.71 |
98.34 |
-2.15 |
44,657 |
62,615 |
-2,013 |
Feb12 |
111208 |
101.10 |
101.88 |
97.98 |
98.54 |
-2.14 |
13,556 |
55,257 |
+1,984 |
Mar12 |
111208 |
101.25 |
102.02 |
98.15 |
98.74 |
-2.12 |
11,939 |
34,368 |
-1,139 |
Apr12 |
111208 |
101.37 |
101.83 |
98.35 |
98.93 |
-2.10 |
5,365 |
24,423 |
+656 |
May12 |
111208 |
101.37 |
101.85 |
98.47 |
99.05 |
-2.01 |
2,586 |
9,920 |
-151 |
Jun12 |
111208 |
101.20 |
101.97 |
98.44 |
99.01 |
-1.91 |
7,279 |
44,449 |
+1,817 |
Jul12 |
111208 |
101.51 |
101.51 |
98.36 |
98.86 |
-1.83 |
950 |
9,157 |
+19 |
Aug12 |
111208 |
99.02 |
99.09 |
98.17 |
98.67 |
-1.76 |
665 |
6,971 |
-26 |
Sep12 |
111208 |
100.99 |
100.99 |
97.97 |
98.47 |
-1.70 |
1,160 |
11,507 |
-158 |
Oct12 |
111208 |
98.28 |
98.28 |
98.28 |
98.28 |
-1.64 |
490 |
5,324 |
-54 |
Nov12 |
111208 |
98.14 |
98.14 |
98.14 |
98.14 |
-1.59 |
387 |
5,144 |
+112 |
Dec12 |
111208 |
99.59 |
100.64 |
97.48 |
97.98 |
-1.54 |
6,087 |
62,356 |
-358 |
Jan13 |
111208 |
97.70 |
97.70 |
97.70 |
97.70 |
-1.50 |
11 |
3,443 |
-1 |
Feb13 |
111208 |
97.38 |
97.38 |
97.38 |
97.38 |
-1.45 |
0 |
649 |
+0 |
Mar13 |
111208 |
97.07 |
97.07 |
97.07 |
97.07 |
-1.39 |
100 |
1,613 |
+29 |
Apr13 |
111208 |
96.76 |
96.76 |
96.76 |
96.76 |
-1.33 |
0 |
389 |
+0 |
Total Volume and Open Interest |
97,889 |
427,389 |
+765 |
US Dollar Index(ICE) |
Dec11 |
111208 |
78.490 |
79.090 |
78.150 |
78.912 |
+0.360 |
16,645 |
55,446 |
-1,434 |
Mar12 |
111208 |
78.995 |
79.545 |
78.625 |
79.395 |
+0.362 |
1,043 |
1,924 |
+732 |
Jun12 |
111208 |
79.550 |
79.875 |
79.375 |
79.875 |
+0.363 |
0 |
2 |
+0 |
Total Volume and Open Interest |
17,688 |
57,372 |
-702 |
Australian Dollar(CME) |
Dec11 |
111208 |
102.78 |
103.70 |
101.34 |
101.61 |
-1.05 |
96,850 |
107,008 |
-1,641 |
Mar12 |
111208 |
101.75 |
102.68 |
100.36 |
100.60 |
-1.05 |
5,554 |
35,644 |
+3,995 |
Jun12 |
111208 |
99.83 |
100.86 |
99.83 |
99.83 |
-1.03 |
2 |
33 |
+0 |
Total Volume and Open Interest |
102,406 |
142,807 |
+2,354 |
British Pound(CME) |
Dec11 |
111208 |
157.06 |
157.69 |
156.08 |
156.41 |
-0.52 |
94,502 |
176,819 |
-1,524 |
Mar12 |
111208 |
156.89 |
157.53 |
155.96 |
156.28 |
-0.52 |
8,120 |
32,680 |
+7,055 |
Jun12 |
111208 |
156.15 |
156.68 |
156.15 |
156.15 |
-0.53 |
0 |
10 |
+0 |
Total Volume and Open Interest |
102,622 |
209,514 |
+5,531 |
Canadian Dollar(CME) |
Dec11 |
111208 |
99.06 |
99.45 |
97.68 |
97.97 |
-0.93 |
76,174 |
118,875 |
-2,644 |
Mar12 |
111208 |
98.90 |
99.23 |
97.48 |
97.77 |
-0.92 |
6,728 |
28,074 |
+5,185 |
Jun12 |
111208 |
98.61 |
99.00 |
97.37 |
97.63 |
-0.93 |
59 |
2,006 |
+40 |
Sep12 |
111208 |
97.80 |
98.43 |
97.52 |
97.52 |
-0.91 |
1 |
1,130 |
+0 |
Total Volume and Open Interest |
82,966 |
150,326 |
+2,581 |
Japanese Yen(CME) |
Dec11 |
111208 |
128.78 |
129.69 |
128.53 |
128.76 |
-0.02 |
60,210 |
148,459 |
-2,953 |
Mar12 |
111208 |
129.07 |
130.13 |
128.82 |
129.05 |
+0.01 |
7,181 |
30,121 |
+5,277 |
Jun12 |
111208 |
129.31 |
129.31 |
129.30 |
129.31 |
+0.01 |
0 |
40 |
+0 |
Total Volume and Open Interest |
67,391 |
178,625 |
+2,324 |
Swiss Franc(CME) |
Dec11 |
111208 |
108.26 |
108.98 |
107.64 |
107.88 |
-0.31 |
23,323 |
39,325 |
+144 |
Mar12 |
111208 |
108.36 |
109.15 |
107.84 |
108.08 |
-0.28 |
1,644 |
3,213 |
+1,339 |
Jun12 |
111208 |
108.32 |
108.59 |
108.32 |
108.32 |
-0.27 |
0 |
5 |
+0 |
Total Volume and Open Interest |
24,968 |
42,548 |
+1,483 |
EuroFX(CME) |
Dec11 |
111208 |
134.15 |
134.61 |
132.88 |
133.36 |
-0.60 |
231,102 |
250,788 |
+1,356 |
Mar12 |
111208 |
134.19 |
134.68 |
132.96 |
133.44 |
-0.58 |
8,759 |
31,396 |
+4,610 |
Jun12 |
111208 |
134.06 |
134.40 |
133.30 |
133.50 |
-0.57 |
22 |
1,102 |
+15 |
Total Volume and Open Interest |
239,887 |
283,309 |
+5,985 |
Mexican Peso(CME) |
Dec11 |
111208 |
739.0 |
743.2 |
727.5 |
731.0 |
-7.0 |
25,236 |
74,144 |
-850 |
Jan12 |
111208 |
729.2 |
736.2 |
729.2 |
729.2 |
-7.0 |
0 |
95 |
+0 |
Total Volume and Open Interest |
28,731 |
130,231 |
-133 |
Brazilian Real(CME) |
Jan12 |
111208 |
546.40 |
557.05 |
544.85 |
547.10 |
-7.05 |
177 |
10,740 |
+0 |
Feb12 |
111208 |
544.35 |
544.35 |
544.10 |
544.35 |
-7.25 |
|
|
|
Mar12 |
111208 |
544.55 |
544.55 |
541.60 |
541.60 |
-7.40 |
63 |
2,540 |
-57 |
Apr12 |
111208 |
539.00 |
539.00 |
538.45 |
539.00 |
-7.40 |
|
|
|
Total Volume and Open Interest |
240 |
28,611 |
-57 |
30-Year T-Bonds(CBOT) |
Dec11 |
111208 |
141~260 |
142~310 |
140~250 |
142~270 |
+0~230 |
14,787 |
20,281 |
-3,608 |
Mar12 |
111208 |
141~190 |
142~250 |
140~140 |
142~190 |
+0~230 |
251,456 |
571,405 |
-973 |
Jun12 |
111208 |
139~170 |
141~110 |
139~170 |
141~050 |
+0~230 |
144 |
175 |
+96 |
Total Volume and Open Interest |
266,387 |
591,861 |
-4,485 |
10-Year T-Notes(CBOT) |
Dec11 |
111208 |
130~210 |
131~065 |
130~070 |
131~055 |
+0~130 |
56,262 |
61,461 |
-15,437 |
Mar12 |
111208 |
129~270 |
130~135 |
129~125 |
130~120 |
+0~130 |
742,751 |
1,345,439 |
+16,726 |
Jun12 |
111208 |
129~120 |
129~120 |
128~310 |
129~120 |
+0~130 |
|
|
|
Total Volume and Open Interest |
799,013 |
1,406,900 |
+1,289 |
5-Year T-Notes(CBOT) |
Dec11 |
111208 |
123~040 |
123~076 |
123~020 |
123~073 |
+0~023 |
19,212 |
66,265 |
-3,344 |
Mar12 |
111208 |
122~124 |
123~031 |
122~099 |
123~027 |
+0~024 |
382,402 |
1,178,096 |
+10,620 |
Jun12 |
111208 |
122~051 |
122~051 |
122~027 |
122~051 |
+0~024 |
|
|
|
Total Volume and Open Interest |
401,614 |
1,244,361 |
+7,276 |
2 Year T-Notes(CBOT) |
Dec11 |
111208 |
110~028 |
110~033 |
110~026 |
110~033 |
+0~003 |
13,137 |
37,919 |
-5,682 |
Mar12 |
111208 |
110~037 |
110~042 |
110~034 |
110~042 |
+0~004 |
109,748 |
631,447 |
+17,014 |
Jun12 |
111208 |
110~014 |
110~014 |
110~006 |
110~014 |
+0~008 |
|
|
|
Total Volume and Open Interest |
122,885 |
669,366 |
+11,332 |
Eurodollars(CME) |
Dec11 |
111208 |
99.442 |
99.465 |
99.435 |
99.448 |
+0.005 |
129,860 |
988,390 |
-7,480 |
Mar12 |
111208 |
99.385 |
99.420 |
99.365 |
99.390 |
+0.010 |
171,973 |
908,126 |
-5,763 |
Jun12 |
111208 |
99.350 |
99.390 |
99.325 |
99.360 |
+0.015 |
136,308 |
1,099,124 |
+9,244 |
Sep12 |
111208 |
99.335 |
99.375 |
99.315 |
99.350 |
+0.020 |
179,371 |
766,930 |
+11,047 |
Dec12 |
111208 |
99.335 |
99.375 |
99.320 |
99.350 |
+0.020 |
145,570 |
760,315 |
-4,108 |
Mar13 |
111208 |
99.340 |
99.375 |
99.325 |
99.360 |
+0.020 |
127,161 |
777,761 |
+11,768 |
Jun13 |
111208 |
99.320 |
99.355 |
99.310 |
99.345 |
+0.025 |
67,353 |
560,837 |
-1,154 |
Sep13 |
111208 |
99.280 |
99.320 |
99.265 |
99.315 |
+0.035 |
70,846 |
444,848 |
-475 |
Dec13 |
111208 |
99.185 |
99.245 |
99.175 |
99.240 |
+0.045 |
72,089 |
521,440 |
+6,305 |
Mar14 |
111208 |
99.070 |
99.135 |
99.045 |
99.130 |
+0.050 |
64,101 |
361,145 |
-6,516 |
Jun14 |
111208 |
98.910 |
98.985 |
98.880 |
98.975 |
+0.055 |
65,568 |
297,375 |
+5,602 |
Sep14 |
111208 |
98.725 |
98.810 |
98.700 |
98.805 |
+0.060 |
48,150 |
210,711 |
+2,917 |
Dec14 |
111208 |
98.540 |
98.625 |
98.510 |
98.620 |
+0.060 |
27,039 |
172,319 |
-205 |
Mar15 |
111208 |
98.360 |
98.460 |
98.335 |
98.450 |
+0.055 |
15,740 |
132,843 |
-82 |
Jun15 |
111208 |
6.440 |
6.535 |
6.410 |
6.530 |
+0.055 |
18,245 |
111,124 |
+1,595 |
Sep15 |
111208 |
6.265 |
6.360 |
6.230 |
6.355 |
+0.055 |
13,417 |
77,229 |
+216 |
Dec15 |
111208 |
6.085 |
6.170 |
6.035 |
6.165 |
+0.050 |
11,901 |
51,162 |
-4 |
Mar16 |
111208 |
5.930 |
6.020 |
5.880 |
6.010 |
+0.045 |
8,152 |
46,814 |
-266 |
Total Volume and Open Interest |
1,399,961 |
8,495,479 |
+24,091 |
30 Day Federal Funds(CBOT) |
Dec11 |
111208 |
99.918 |
99.920 |
99.915 |
99.918 |
+0.003 |
6,944 |
72,693 |
-3,472 |
Jan12 |
111208 |
99.910 |
99.915 |
99.905 |
99.910 |
+0.005 |
3,978 |
64,815 |
+684 |
Feb12 |
111208 |
99.905 |
99.910 |
99.900 |
99.900 |
unch |
5,250 |
51,759 |
-334 |
Mar12 |
111208 |
99.895 |
99.895 |
99.890 |
99.890 |
unch |
2,906 |
31,765 |
-230 |
Apr12 |
111208 |
99.885 |
99.890 |
99.880 |
99.880 |
unch |
2,655 |
38,851 |
+1,307 |
May12 |
111208 |
99.875 |
99.880 |
99.870 |
99.875 |
+0.005 |
932 |
44,171 |
+10 |
Total Volume and Open Interest |
28,695 |
559,953 |
-659 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111208 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
327 |
+0 |
Mar12 |
111208 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
300 |
+0 |
Jun12 |
111208 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Sep12 |
111208 |
99.658 |
99.658 |
99.658 |
99.658 |
-0.003 |
|
|
|
Dec12 |
111208 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Mar13 |
111208 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
111208 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111208 |
99.600 |
99.600 |
99.600 |
99.600 |
+0.115 |
|
|
|
Dec13 |
111208 |
99.460 |
99.460 |
99.460 |
99.460 |
+0.115 |
|
|
|
Mar14 |
111208 |
99.320 |
99.320 |
99.320 |
99.320 |
+0.115 |
|
|
|
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) |
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 |
|
|
|
Sep12 |
111207 |
137.37 |
137.37 |
137.37 |
137.37 |
-0.08 |
|
|
|
Total Volume and Open Interest |
10,389 |
20,498 |
+3,230 |
Euro-Bund(EUREX) |
Dec11 |
111208 |
135.52 |
135.73 |
135.23 |
135.54 |
+0.03 |
1,163,064 |
282,129 |
-237,436 |
Mar12 |
111208 |
135.74 |
137.00 |
135.18 |
136.91 |
+1.11 |
733,136 |
808,290 |
+359,966 |
Jun12 |
111208 |
134.75 |
135.55 |
134.50 |
135.55 |
+0.75 |
7 |
25 |
+3 |
Total Volume and Open Interest |
1,896,207 |
1,090,444 |
+122,533 |
Euro-Bobl(EUREX) |
Dec11 |
111208 |
123.35 |
123.55 |
123.25 |
123.51 |
+0.24 |
782,610 |
216,151 |
-191,867 |
Mar12 |
111208 |
123.50 |
124.06 |
123.34 |
124.04 |
+0.61 |
497,284 |
607,191 |
+276,449 |
Jun12 |
111208 |
124.08 |
124.08 |
124.08 |
124.08 |
+0.61 |
|
|
|
Total Volume and Open Interest |
1,279,894 |
823,342 |
+84,582 |
3-Mth Euribor(EUREX) |
Dec11 |
111208 |
98.720 |
98.735 |
98.615 |
98.615 |
-0.105 |
101 |
1,919 |
-100 |
Mar12 |
111208 |
98.945 |
98.950 |
98.920 |
98.920 |
-0.040 |
100 |
2,105 |
+50 |
Jun12 |
111208 |
99.025 |
99.025 |
99.010 |
99.010 |
-0.010 |
0 |
1,127 |
+0 |
Total Volume and Open Interest |
286 |
8,694 |
-19 |
Long Gilt(LIFFE) |
Dec11 |
111208 |
132~00 |
132~13 |
131~18 |
132~12 |
+0~16 |
486 |
18,341 |
-422 |
Mar12 |
111208 |
114~15 |
115~20 |
114~07 |
115~13 |
+1~03 |
137,215 |
300,602 |
+22,031 |
Total Volume and Open Interest |
137,701 |
318,943 |
+21,609 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111208 |
98.95 |
98.97 |
98.93 |
98.94 |
unch |
29,417 |
327,658 |
-2,532 |
Mar12 |
111208 |
98.94 |
98.99 |
98.92 |
98.93 |
-0.01 |
60,631 |
314,598 |
+2,561 |
Jun12 |
111208 |
98.99 |
99.02 |
98.95 |
98.97 |
unch |
52,438 |
220,144 |
+4,519 |
Sep12 |
111208 |
99.02 |
99.05 |
98.97 |
99.00 |
+0.01 |
53,310 |
196,755 |
-3,013 |
Dec12 |
111208 |
99.00 |
99.04 |
98.97 |
99.00 |
+0.02 |
40,283 |
179,080 |
+346 |
Mar13 |
111208 |
99.01 |
99.04 |
98.98 |
99.01 |
+0.03 |
51,052 |
182,552 |
-8,850 |
Total Volume and Open Interest |
378,237 |
1,980,512 |
-1,901 |
3-Mth Euribor(LIFFE) |
Dec11 |
111208 |
98.720 |
98.740 |
98.610 |
98.615 |
-0.105 |
91,612 |
673,801 |
+3,286 |
Mar12 |
111208 |
98.960 |
99.005 |
98.880 |
98.920 |
-0.040 |
92,626 |
508,365 |
-287 |
Jun12 |
111208 |
99.035 |
99.090 |
98.975 |
99.010 |
-0.010 |
60,404 |
386,821 |
+975 |
Total Volume and Open Interest |
617,819 |
3,472,898 |
+17,637 |
3-Mth Aus T-Bills(SFE) |
Dec11 |
111208 |
95.51 |
95.56 |
95.49 |
95.52 |
+0.01 |
54,705 |
88,552 |
-71,159 |
Mar12 |
111208 |
96.25 |
96.33 |
96.20 |
96.27 |
+0.01 |
29,389 |
232,933 |
+828 |
Jun12 |
111208 |
96.48 |
96.59 |
96.42 |
96.56 |
+0.07 |
15,021 |
164,512 |
-1,079 |
Sep12 |
111208 |
96.49 |
96.59 |
96.42 |
96.56 |
+0.06 |
11,789 |
108,913 |
+321 |
Dec12 |
111208 |
96.37 |
96.48 |
96.31 |
96.45 |
+0.06 |
3,443 |
64,203 |
+128 |
Mar13 |
111208 |
96.26 |
96.37 |
96.24 |
96.34 |
+0.05 |
1,358 |
54,413 |
-42 |
Jun13 |
111208 |
96.14 |
96.25 |
96.13 |
96.23 |
+0.06 |
777 |
43,255 |
+27 |
Sep13 |
111208 |
96.07 |
96.15 |
96.01 |
96.12 |
+0.06 |
715 |
20,225 |
-745 |
Dec13 |
111208 |
95.99 |
96.06 |
95.91 |
96.04 |
+0.06 |
951 |
6,310 |
+656 |
Mar14 |
111208 |
95.90 |
95.95 |
95.82 |
95.95 |
+0.06 |
99 |
1,140 |
+89 |
Total Volume and Open Interest |
118,287 |
784,553 |
-70,937 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111208 |
96.00 |
96.08 |
95.94 |
96.04 |
+0.04 |
41,311 |
381,119 |
-2,767 |
Mar12 |
111208 |
95.98 |
96.09 |
95.96 |
96.05 |
+0.04 |
5,627 |
5,688 |
+5,524 |
Total Volume and Open Interest |
46,938 |
386,807 |
+2,757 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111208 |
96.79 |
96.89 |
96.72 |
96.84 |
+0.04 |
142,451 |
566,011 |
+7,448 |
Mar12 |
111208 |
96.88 |
96.97 |
96.88 |
96.92 |
+0.04 |
3,331 |
3,815 |
+3,112 |
Total Volume and Open Interest |
145,782 |
569,826 |
+10,560 |
Gold(CMX) |
Dec11 |
111208 |
1742.0 |
1752.3 |
1705.4 |
1709.8 |
-31.1 |
648 |
1,095 |
-128 |
Feb12 |
111208 |
1746.8 |
1760.5 |
1707.8 |
1713.4 |
-31.4 |
133,426 |
263,107 |
+312 |
Apr12 |
111208 |
1748.8 |
1762.6 |
1711.0 |
1715.9 |
-31.6 |
4,632 |
34,556 |
+745 |
Jun12 |
111208 |
1746.0 |
1764.2 |
1715.0 |
1718.4 |
-31.7 |
2,035 |
23,099 |
+63 |
Aug12 |
111208 |
1753.1 |
1766.1 |
1720.8 |
1720.8 |
-31.7 |
818 |
13,458 |
+171 |
Oct12 |
111208 |
1755.3 |
1755.3 |
1723.1 |
1723.1 |
-31.8 |
512 |
8,268 |
+327 |
Dec12 |
111208 |
1759.4 |
1764.7 |
1721.5 |
1725.6 |
-31.9 |
1,091 |
21,943 |
+347 |
Feb13 |
111208 |
1728.3 |
1728.3 |
1728.3 |
1728.3 |
-32.0 |
4 |
2,936 |
+2 |
Apr13 |
111208 |
1731.0 |
1731.0 |
1731.0 |
1731.0 |
-32.2 |
138 |
1,379 |
+104 |
Jun13 |
111208 |
1774.0 |
1774.0 |
1734.0 |
1734.0 |
-32.4 |
483 |
8,897 |
+333 |
Aug13 |
111208 |
1737.3 |
1737.3 |
1737.3 |
1737.3 |
-32.5 |
0 |
45 |
+0 |
Oct13 |
111208 |
1740.9 |
1740.9 |
1740.9 |
1740.9 |
-32.6 |
|
|
|
Total Volume and Open Interest |
145,868 |
422,956 |
+2,565 |
Silver(CMX) |
Dec11 |
111208 |
3258.0 |
3315.0 |
3146.0 |
3146.7 |
-108.8 |
192 |
419 |
-15 |
Mar12 |
111208 |
3260.5 |
3330.0 |
3142.5 |
3153.8 |
-108.9 |
37,193 |
54,653 |
-256 |
May12 |
111208 |
3270.5 |
3328.0 |
3150.0 |
3158.6 |
-108.7 |
674 |
5,895 |
+264 |
Jul12 |
111208 |
3212.0 |
3212.0 |
3162.6 |
3162.6 |
-108.3 |
125 |
2,674 |
+9 |
Sep12 |
111208 |
3165.8 |
3165.8 |
3165.8 |
3165.8 |
-108.2 |
176 |
1,836 |
-5 |
Dec12 |
111208 |
3283.5 |
3336.5 |
3163.0 |
3170.0 |
-108.2 |
275 |
13,116 |
-119 |
Mar13 |
111208 |
3168.0 |
3168.0 |
3168.0 |
3168.0 |
-108.0 |
10 |
1,150 |
+2 |
Total Volume and Open Interest |
40,012 |
95,684 |
+205 |
Platinum(NYMEX) |
Jan12 |
111208 |
1528.2 |
1537.5 |
1491.0 |
1494.4 |
-27.6 |
9,064 |
32,828 |
-572 |
Apr12 |
111208 |
1524.8 |
1541.3 |
1500.0 |
1501.8 |
-27.6 |
1,952 |
8,522 |
+653 |
Jul12 |
111208 |
1529.4 |
1532.5 |
1506.5 |
1506.5 |
-27.4 |
0 |
482 |
+0 |
Oct12 |
111208 |
1510.5 |
1510.5 |
1510.5 |
1510.5 |
-27.4 |
0 |
59 |
+0 |
Total Volume and Open Interest |
11,016 |
41,893 |
+81 |
Palladium(NYMEX) |
Dec11 |
111208 |
668.55 |
673.20 |
668.55 |
673.20 |
-10.00 |
47 |
704 |
+18 |
Mar12 |
111208 |
26.69 |
28.59 |
5.14 |
19.94 |
-10.15 |
5,131 |
18,611 |
+63 |
Jun12 |
111208 |
22.99 |
22.99 |
12.69 |
21.14 |
-10.15 |
55 |
329 |
+30 |
Total Volume and Open Interest |
5,233 |
19,774 |
+111 |
Copper(CMX) |
Dec11 |
111208 |
355.00 |
359.10 |
347.60 |
348.95 |
-5.55 |
723 |
2,494 |
-307 |
Mar12 |
111208 |
355.85 |
360.45 |
347.90 |
350.00 |
-5.60 |
37,445 |
70,096 |
-633 |
May12 |
111208 |
355.80 |
360.90 |
350.60 |
351.20 |
-5.55 |
3,227 |
19,788 |
+709 |
Jul12 |
111208 |
358.75 |
360.75 |
351.60 |
351.95 |
-5.60 |
1,981 |
5,469 |
-921 |
Sep12 |
111208 |
352.65 |
352.65 |
352.55 |
352.55 |
-5.60 |
1,158 |
3,372 |
+979 |
Total Volume and Open Interest |
46,352 |
113,252 |
+629 |
DJIA Index(CBOT) |
Dec11 |
111208 |
12215 |
12282 |
11980 |
12012 |
-202 |
575 |
17,730 |
-183 |
Mar12 |
111208 |
12200 |
12200 |
11935 |
11944 |
-202 |
148 |
590 |
+120 |
Jun12 |
111208 |
11877 |
12079 |
11877 |
11877 |
-202 |
0 |
400 |
+0 |
Sep12 |
111208 |
11814 |
12016 |
11814 |
11814 |
-202 |
|
|
|
Total Volume and Open Interest |
723 |
18,720 |
-63 |
E-mini DJIA Index(CBOT) |
Dec11 |
111208 |
12211 |
12293 |
11957 |
12012 |
-202 |
116,937 |
92,973 |
+828 |
Mar12 |
111208 |
12143 |
12226 |
11890 |
11944 |
-202 |
1,548 |
3,057 |
+773 |
Jun12 |
111208 |
12030 |
12124 |
11877 |
11877 |
-202 |
9 |
7 |
+0 |
Sep12 |
111208 |
11814 |
11814 |
11814 |
11814 |
-202 |
0 |
9 |
+0 |
Total Volume and Open Interest |
118,494 |
96,046 |
+1,601 |
S & P 500(CME) |
Dec11 |
111208 |
1263.80 |
1271.70 |
1230.50 |
1236.00 |
-28.00 |
28,563 |
283,880 |
-1,080 |
Mar12 |
111208 |
1247.00 |
1249.50 |
1225.00 |
1230.20 |
-28.00 |
10,293 |
35,617 |
+8,099 |
Jun12 |
111208 |
1224.70 |
1224.70 |
1222.70 |
1224.70 |
-28.00 |
0 |
3,212 |
-10 |
Sep12 |
111208 |
1223.20 |
1223.20 |
1217.50 |
1219.40 |
-28.10 |
8 |
770 |
+3 |
Total Volume and Open Interest |
38,864 |
323,580 |
+7,012 |
S & P 500 E-Mini(Globex) |
Dec11 |
111208 |
1263.75 |
1272.00 |
1230.75 |
1236.00 |
-28.00 |
2,187,368 |
2,789,338 |
-39,523 |
Mar12 |
111208 |
1257.75 |
1266.00 |
1224.75 |
1230.25 |
-28.00 |
71,529 |
223,483 |
+51,043 |
Total Volume and Open Interest |
2,258,908 |
3,017,064 |
+11,547 |
NASDAQ 100(CME) |
Dec11 |
111208 |
2322.50 |
2340.50 |
2277.00 |
2285.30 |
-36.20 |
1,545 |
29,574 |
-134 |
Mar12 |
111208 |
2306.00 |
2320.00 |
2275.00 |
2281.50 |
-36.30 |
111 |
314 |
+201 |
Jun12 |
111208 |
2278.50 |
2278.50 |
2275.80 |
2278.50 |
-36.30 |
|
|
|
Total Volume and Open Interest |
1,656 |
29,888 |
+67 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111208 |
2322.80 |
2341.00 |
2277.80 |
2285.30 |
-36.20 |
212,669 |
315,824 |
+6,375 |
Mar12 |
111208 |
2318.50 |
2337.00 |
2274.30 |
2281.50 |
-36.30 |
4,619 |
5,750 |
+2,904 |
Total Volume and Open Interest |
217,292 |
321,602 |
+9,279 |
S & P Midcap 400(CME) |
Dec11 |
111208 |
866.10 |
866.10 |
865.00 |
866.10 |
-24.50 |
0 |
5,972 |
+0 |
Mar12 |
111208 |
863.50 |
863.50 |
863.00 |
863.50 |
-24.80 |
|
|
|
Jun12 |
111208 |
861.50 |
861.50 |
861.00 |
861.50 |
-24.80 |
|
|
|
Total Volume and Open Interest |
0 |
5,972 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec11 |
111208 |
8710 |
8710 |
8505 |
8530 |
-180 |
12,950 |
15,704 |
-6,764 |
Mar12 |
111208 |
8720 |
8720 |
8515 |
8540 |
-175 |
9,402 |
14,972 |
+7,413 |
Total Volume and Open Interest |
22,352 |
30,676 |
+649 |
Nikkei 225(SGX) |
Dec11 |
111208 |
8730 |
8730 |
8610 |
8685 |
-20 |
146,620 |
217,883 |
+388 |
Mar12 |
111208 |
8670 |
8690 |
8555 |
8670 |
-20 |
78,925 |
96,302 |
+59,673 |
Jun12 |
111208 |
8605 |
8605 |
8590 |
8595 |
-25 |
0 |
21 |
+0 |
Total Volume and Open Interest |
225,870 |
321,888 |
+60,188 |
CAC 40(EURONEXT) |
Dec11 |
111208 |
3214.5 |
3221.5 |
3065.5 |
3091.0 |
-84.0 |
75,793 |
291,211 |
+6,890 |
Jan12 |
111208 |
3208.5 |
3212.0 |
3060.5 |
3086.0 |
-84.0 |
731 |
26,041 |
+564 |
Feb12 |
111208 |
3164.5 |
3164.5 |
3089.0 |
3089.5 |
-86.0 |
13 |
20 |
+4 |
Total Volume and Open Interest |
76,568 |
317,541 |
+7,489 |
Hang Seng Index(HKFE) |
Dec11 |
111208 |
19102 |
19165 |
18939 |
19100 |
-89 |
63,469 |
86,646 |
+66 |
Jan12 |
111208 |
19111 |
19162 |
18944 |
19103 |
-93 |
544 |
743 |
+93 |
Total Volume and Open Interest |
64,244 |
90,763 |
+256 |
DAX(EUREX) |
Dec11 |
111208 |
6070.0 |
6080.5 |
5815.5 |
5879.0 |
-120.5 |
139,078 |
162,903 |
+189 |
Mar12 |
111208 |
6077.0 |
6086.5 |
5827.0 |
5887.0 |
-120.0 |
1,433 |
13,287 |
+719 |
Jun12 |
111208 |
6076.0 |
6089.0 |
5850.0 |
5902.5 |
-119.5 |
38 |
2,886 |
+20 |
Total Volume and Open Interest |
140,549 |
179,076 |
+928 |
FT-SE 100(EURONEXT) |
Dec11 |
111208 |
5570.00 |
5600.50 |
5442.00 |
5493.00 |
-61.50 |
95,573 |
599,781 |
-5,562 |
Mar12 |
111208 |
5550.00 |
5558.00 |
5426.50 |
5454.00 |
-61.50 |
1,880 |
38,506 |
+7,591 |
Jun12 |
111208 |
5447.00 |
5447.00 |
5411.50 |
5411.50 |
-63.00 |
1,042 |
1,317 |
+707 |
Total Volume and Open Interest |
98,495 |
639,604 |
+2,736 |
SPI 200(SFE) |
Dec11 |
111208 |
4300.0 |
4334.0 |
4259.0 |
4283.0 |
-25.0 |
32,607 |
227,771 |
-32,122 |
Mar12 |
111208 |
4316.0 |
4316.0 |
4244.0 |
4265.0 |
-25.0 |
1,249 |
5,386 |
+542 |
Jun12 |
111208 |
4271.0 |
4271.0 |
4271.0 |
4271.0 |
-25.0 |
3 |
1,481 |
-3 |
Total Volume and Open Interest |
35,303 |
238,427 |
-30,516 |
GSCI(CME) |
Dec11 |
111208 |
655.00 |
656.00 |
645.00 |
645.00 |
-6.35 |
48 |
8,240 |
+5 |
Jan12 |
111208 |
655.75 |
656.50 |
645.75 |
645.75 |
-6.25 |
0 |
1 |
+0 |
Feb12 |
111208 |
647.00 |
657.50 |
647.00 |
647.00 |
-6.50 |
|
|
|
Total Volume and Open Interest |
48 |
8,241 |
+5 |
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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