|
 |
| MRCI's End of Day Prices |
|
| Daily Futures Price Listing Fri December 09, 2011 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan12 |
111209 |
1131.25 |
1133.50 |
1100.25 |
1107.00 |
-25.50 |
88,796 |
192,039 |
-6,197 |
| Mar12 |
111209 |
1139.50 |
1142.25 |
1110.25 |
1116.50 |
-25.75 |
45,590 |
127,133 |
+7,657 |
| May12 |
111209 |
1151.25 |
1152.25 |
1120.50 |
1127.00 |
-25.50 |
16,983 |
85,745 |
+1,659 |
| Jul12 |
111209 |
1159.00 |
1162.75 |
1130.50 |
1137.00 |
-25.25 |
9,558 |
70,334 |
+145 |
| Aug12 |
111209 |
1143.75 |
1161.50 |
1134.25 |
1137.50 |
-24.00 |
147 |
1,113 |
+94 |
| Sep12 |
111209 |
1140.00 |
1158.00 |
1135.00 |
1135.00 |
-23.00 |
136 |
883 |
+76 |
| Nov12 |
111209 |
1153.00 |
1156.00 |
1130.25 |
1135.25 |
-21.75 |
4,773 |
51,299 |
-467 |
| Total Volume and Open Interest |
167,045 |
544,896 |
+3,526 |
| Soybean Meal(CBOT) |
| Dec11 |
111209 |
282.50 |
283.50 |
274.90 |
275.50 |
-7.20 |
1,177 |
1,158 |
-494 |
| Jan12 |
111209 |
284.40 |
285.30 |
275.50 |
276.90 |
-7.40 |
26,721 |
67,362 |
-1,199 |
| Mar12 |
111209 |
288.00 |
288.90 |
280.20 |
281.20 |
-6.80 |
10,443 |
48,113 |
+1,376 |
| May12 |
111209 |
291.00 |
292.10 |
284.20 |
285.30 |
-6.20 |
3,696 |
29,096 |
-152 |
| Jul12 |
111209 |
295.30 |
296.40 |
288.20 |
289.40 |
-5.90 |
3,535 |
27,541 |
+835 |
| Aug12 |
111209 |
295.00 |
295.00 |
289.90 |
290.90 |
-5.70 |
98 |
4,902 |
+4 |
| Sep12 |
111209 |
297.20 |
297.20 |
291.60 |
291.90 |
-5.30 |
127 |
5,235 |
+26 |
| Oct12 |
111209 |
295.20 |
295.90 |
291.60 |
292.00 |
-3.90 |
54 |
3,261 |
+9 |
| Total Volume and Open Interest |
46,978 |
207,886 |
+840 |
| Soybean Oil(CBOT) |
| Dec11 |
111209 |
50.10 |
50.20 |
49.04 |
49.34 |
-0.86 |
644 |
610 |
-996 |
| Jan12 |
111209 |
50.49 |
50.49 |
49.21 |
49.60 |
-0.85 |
42,542 |
108,815 |
-4,842 |
| Mar12 |
111209 |
50.90 |
50.90 |
49.62 |
49.98 |
-0.90 |
17,966 |
97,067 |
+3,322 |
| May12 |
111209 |
51.27 |
51.27 |
50.00 |
50.35 |
-0.90 |
5,976 |
44,252 |
+1,238 |
| Jul12 |
111209 |
51.43 |
51.54 |
50.30 |
50.64 |
-0.93 |
2,591 |
33,170 |
+188 |
| Aug12 |
111209 |
50.50 |
50.80 |
50.45 |
50.69 |
-0.93 |
255 |
4,140 |
-51 |
| Sep12 |
111209 |
50.50 |
51.62 |
50.50 |
50.72 |
-0.90 |
50 |
4,775 |
+7 |
| Oct12 |
111209 |
51.20 |
51.42 |
50.39 |
50.52 |
-0.90 |
55 |
4,679 |
+23 |
| Total Volume and Open Interest |
70,851 |
314,594 |
-972 |
| Canola(WCE) |
| Jan12 |
111209 |
510.6 |
511.5 |
498.5 |
499.5 |
-11.1 |
5,233 |
45,571 |
-1,778 |
| Mar12 |
111209 |
510.9 |
511.1 |
500.0 |
500.6 |
-9.9 |
3,652 |
51,394 |
+995 |
| May12 |
111209 |
507.6 |
509.4 |
503.0 |
504.3 |
-9.0 |
874 |
15,784 |
-137 |
| Jul12 |
111209 |
510.8 |
510.8 |
506.0 |
507.4 |
-8.3 |
590 |
12,485 |
+213 |
| Nov12 |
111209 |
491.3 |
491.3 |
486.0 |
487.2 |
-7.5 |
522 |
15,865 |
+243 |
| Total Volume and Open Interest |
10,929 |
141,440 |
-406 |
| Corn(CBOT) |
| Dec11 |
111209 |
589.00 |
593.00 |
577.00 |
585.50 |
-4.50 |
3,382 |
6,607 |
-1,257 |
| Mar12 |
111209 |
600.00 |
603.25 |
585.25 |
594.25 |
-6.00 |
105,879 |
560,975 |
-3,216 |
| May12 |
111209 |
608.50 |
611.50 |
593.75 |
603.00 |
-5.75 |
28,170 |
156,263 |
+2,037 |
| Jul12 |
111209 |
614.00 |
617.25 |
600.00 |
609.00 |
-5.50 |
19,885 |
147,685 |
+223 |
| Sep12 |
111209 |
581.00 |
581.00 |
566.00 |
575.00 |
-6.25 |
2,651 |
36,255 |
+177 |
| Dec12 |
111209 |
559.75 |
560.50 |
548.25 |
551.75 |
-9.25 |
12,553 |
183,680 |
+1,080 |
| Total Volume and Open Interest |
173,749 |
1,146,288 |
-618 |
| Wheat(CBOT) |
| Dec11 |
111209 |
573.50 |
575.75 |
567.75 |
573.50 |
-3.25 |
586 |
2,105 |
-747 |
| Mar12 |
111209 |
595.25 |
599.50 |
584.00 |
596.00 |
-1.00 |
39,674 |
183,067 |
-135 |
| May12 |
111209 |
617.00 |
620.25 |
605.25 |
617.75 |
-1.00 |
7,719 |
60,638 |
+1,300 |
| Jul12 |
111209 |
633.75 |
637.00 |
622.00 |
633.25 |
-2.00 |
5,671 |
69,702 |
+1,138 |
| Sep12 |
111209 |
651.00 |
654.75 |
640.50 |
651.75 |
-1.25 |
1,289 |
14,069 |
-106 |
| Total Volume and Open Interest |
56,975 |
375,982 |
+1,775 |
| Wheat(KCBT) |
| Dec11 |
111209 |
653.75 |
653.75 |
653.75 |
653.75 |
+3.25 |
0 |
138 |
-167 |
| Mar12 |
111209 |
656.50 |
663.75 |
649.50 |
661.50 |
+3.00 |
8,039 |
70,758 |
-1,381 |
| May12 |
111209 |
666.50 |
672.25 |
658.00 |
670.25 |
+2.75 |
1,266 |
14,872 |
+604 |
| Jul12 |
111209 |
672.25 |
679.50 |
665.75 |
678.00 |
+3.75 |
804 |
38,492 |
+307 |
| Sep12 |
111209 |
688.00 |
693.00 |
680.50 |
691.50 |
+2.50 |
182 |
5,553 |
+0 |
| Total Volume and Open Interest |
10,641 |
136,206 |
-429 |
| Wheat(MGE) |
| Dec11 |
111209 |
842.50 |
843.00 |
839.00 |
843.00 |
-1.75 |
14 |
72 |
+0 |
| Mar12 |
111209 |
820.00 |
832.25 |
814.75 |
827.25 |
+6.00 |
1,862 |
18,420 |
-1 |
| May12 |
111209 |
800.00 |
812.50 |
796.25 |
809.00 |
+6.25 |
261 |
7,451 |
+47 |
| Jul12 |
111209 |
787.00 |
803.25 |
787.00 |
798.25 |
+1.00 |
157 |
8,398 |
-13 |
| Sep12 |
111209 |
768.75 |
776.75 |
762.50 |
772.25 |
+5.00 |
133 |
3,902 |
+51 |
| Total Volume and Open Interest |
2,493 |
41,463 |
+94 |
| Oats(CBOT) |
| Dec11 |
111209 |
300.00 |
300.00 |
295.00 |
300.00 |
+5.00 |
31 |
60 |
+5 |
| Mar12 |
111209 |
304.00 |
304.00 |
296.50 |
302.00 |
unch |
409 |
11,157 |
+10 |
| May12 |
111209 |
301.50 |
304.00 |
300.50 |
304.00 |
unch |
9 |
1,481 |
-4 |
| Jul12 |
111209 |
306.00 |
307.50 |
306.00 |
307.00 |
-0.50 |
5 |
109 |
+3 |
| Total Volume and Open Interest |
457 |
12,963 |
+17 |
| Rough Rice(CBOT) |
| Jan12 |
111209 |
14.21 |
14.35 |
14.01 |
14.01 |
-0.21 |
525 |
8,365 |
-219 |
| Mar12 |
111209 |
14.56 |
14.59 |
14.28 |
14.28 |
-0.22 |
371 |
8,080 |
+20 |
| May12 |
111209 |
14.80 |
14.85 |
14.58 |
14.58 |
-0.22 |
186 |
763 |
+94 |
| Jul12 |
111209 |
14.98 |
15.09 |
14.85 |
14.85 |
-0.21 |
0 |
614 |
+0 |
| Total Volume and Open Interest |
1,082 |
18,009 |
-105 |
| Live Cattle(CME) |
| Dec11 |
111209 |
118.700 |
118.900 |
118.100 |
118.300 |
-1.130 |
2,581 |
20,764 |
-780 |
| Feb12 |
111209 |
119.200 |
119.450 |
118.400 |
118.450 |
-1.150 |
16,385 |
133,953 |
-2,257 |
| Apr12 |
111209 |
123.480 |
123.480 |
122.580 |
122.700 |
-1.250 |
5,838 |
86,946 |
+37 |
| Jun12 |
111209 |
122.080 |
122.080 |
121.385 |
121.400 |
-1.000 |
5,102 |
51,460 |
+269 |
| Aug12 |
111209 |
122.535 |
122.535 |
121.900 |
122.050 |
-1.030 |
2,678 |
12,287 |
+451 |
| Oct12 |
111209 |
125.385 |
125.385 |
124.500 |
124.750 |
-0.600 |
443 |
6,565 |
+181 |
| Total Volume and Open Interest |
33,177 |
316,897 |
-2,142 |
| Feeder Cattle(CME) |
| Jan12 |
111209 |
142.535 |
142.685 |
141.535 |
142.100 |
-0.385 |
3,900 |
12,199 |
-783 |
| Mar12 |
111209 |
144.650 |
144.800 |
143.650 |
144.150 |
-0.550 |
2,468 |
7,929 |
+255 |
| Apr12 |
111209 |
145.550 |
145.850 |
144.985 |
145.600 |
-0.400 |
860 |
3,281 |
-41 |
| May12 |
111209 |
146.300 |
146.600 |
145.750 |
146.200 |
-0.500 |
576 |
3,182 |
-11 |
| Aug12 |
111209 |
148.250 |
148.500 |
147.950 |
148.400 |
-0.450 |
247 |
3,178 |
-113 |
| Sep12 |
111209 |
148.750 |
148.800 |
148.500 |
148.800 |
-0.700 |
34 |
512 |
-1 |
| Oct12 |
111209 |
149.000 |
149.300 |
148.850 |
149.300 |
unch |
2 |
158 |
+0 |
| Total Volume and Open Interest |
8,087 |
30,458 |
-694 |
| Lean Hogs(CME) |
| Dec11 |
111209 |
85.300 |
85.650 |
85.200 |
85.400 |
+0.570 |
5,102 |
12,147 |
-1,431 |
| Feb12 |
111209 |
87.330 |
87.730 |
86.350 |
86.430 |
-0.820 |
12,114 |
95,050 |
-1,711 |
| Apr12 |
111209 |
89.830 |
90.035 |
88.600 |
88.750 |
-0.850 |
5,748 |
63,306 |
-1,274 |
| May12 |
111209 |
95.550 |
95.635 |
94.500 |
94.650 |
-1.235 |
24 |
2,560 |
+12 |
| Jun12 |
111209 |
96.800 |
96.800 |
95.430 |
95.480 |
-0.905 |
4,759 |
46,176 |
-411 |
| Jul12 |
111209 |
96.330 |
96.430 |
95.150 |
95.400 |
-0.985 |
2,419 |
11,326 |
+519 |
| Aug12 |
111209 |
94.680 |
94.800 |
93.680 |
94.050 |
-0.800 |
1,078 |
14,133 |
-71 |
| Oct12 |
111209 |
83.980 |
83.980 |
83.000 |
83.650 |
-0.700 |
927 |
8,637 |
+320 |
| Total Volume and Open Interest |
32,225 |
257,187 |
-4,031 |
| Class III Milk(CME) |
| Dec11 |
111209 |
18.51 |
18.61 |
18.51 |
18.59 |
+0.05 |
127 |
5,747 |
-19 |
| Jan12 |
111209 |
17.19 |
17.25 |
16.82 |
16.86 |
-0.39 |
336 |
5,046 |
+61 |
| Feb12 |
111209 |
17.11 |
17.18 |
16.82 |
16.86 |
-0.32 |
165 |
3,792 |
+71 |
| Mar12 |
111209 |
16.99 |
17.07 |
16.77 |
16.83 |
-0.24 |
99 |
3,185 |
+45 |
| Apr12 |
111209 |
16.76 |
16.81 |
16.72 |
16.75 |
-0.06 |
67 |
2,419 |
+36 |
| Total Volume and Open Interest |
1,070 |
32,469 |
+380 |
| Cocoa(ICE) |
| Dec11 |
111209 |
1920 |
1947 |
1898 |
1936 |
-32 |
0 |
71 |
+0 |
| Mar12 |
111209 |
2128 |
2154 |
2053 |
2067 |
-64 |
11,375 |
81,771 |
+283 |
| May12 |
111209 |
2148 |
2167 |
2075 |
2086 |
-62 |
3,451 |
33,624 |
+450 |
| Jul12 |
111209 |
2166 |
2166 |
2094 |
2104 |
-62 |
886 |
15,422 |
+141 |
| Sep12 |
111209 |
2180 |
2184 |
2103 |
2116 |
-64 |
299 |
13,148 |
+100 |
| Dec12 |
111209 |
2186 |
2192 |
2122 |
2123 |
-63 |
268 |
13,599 |
+184 |
| Mar13 |
111209 |
2125 |
2136 |
2125 |
2136 |
-63 |
376 |
4,572 |
+253 |
| Total Volume and Open Interest |
16,735 |
165,190 |
+1,438 |
| Coffee "C"(ICE) |
| Dec11 |
111209 |
225.50 |
226.00 |
224.65 |
224.65 |
-1.05 |
23 |
84 |
-5 |
| Mar12 |
111209 |
229.00 |
232.00 |
225.85 |
227.75 |
-0.90 |
11,223 |
57,905 |
-257 |
| May12 |
111209 |
231.70 |
234.50 |
228.60 |
230.50 |
-0.90 |
2,711 |
23,157 |
+1,464 |
| Jul12 |
111209 |
233.85 |
236.15 |
231.00 |
232.80 |
-0.85 |
436 |
7,120 |
+108 |
| Sep12 |
111209 |
236.75 |
238.15 |
233.45 |
234.45 |
-0.90 |
71 |
5,856 |
+7 |
| Dec12 |
111209 |
238.35 |
238.55 |
235.05 |
235.85 |
-0.90 |
32 |
6,619 |
+0 |
| Total Volume and Open Interest |
14,508 |
101,929 |
+1,327 |
| Orange Juice(ICE) |
| Jan12 |
111209 |
171.80 |
172.35 |
169.55 |
169.95 |
-2.55 |
1,907 |
17,344 |
-908 |
| Mar12 |
111209 |
166.50 |
166.80 |
165.20 |
165.65 |
-2.45 |
999 |
9,369 |
+857 |
| May12 |
111209 |
166.05 |
166.05 |
164.40 |
164.95 |
-2.00 |
24 |
1,821 |
+14 |
| Jul12 |
111209 |
166.50 |
166.50 |
165.00 |
165.10 |
-1.60 |
12 |
621 |
+11 |
| Sep12 |
111209 |
164.80 |
164.80 |
164.80 |
164.80 |
-1.60 |
0 |
58 |
+0 |
| Nov12 |
111209 |
164.00 |
164.00 |
164.00 |
164.00 |
-1.60 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
2,942 |
29,235 |
-26 |
| Sugar #11(ICE) |
| Mar12 |
111209 |
23.95 |
24.13 |
23.16 |
23.40 |
-0.73 |
60,249 |
217,652 |
+7,682 |
| May12 |
111209 |
23.55 |
23.69 |
22.79 |
22.96 |
-0.73 |
14,776 |
92,872 |
+1,216 |
| Jul12 |
111209 |
23.18 |
23.29 |
22.40 |
22.54 |
-0.76 |
12,050 |
91,160 |
+2,365 |
| Oct12 |
111209 |
23.36 |
23.38 |
22.56 |
22.65 |
-0.75 |
3,684 |
48,041 |
-612 |
| Mar13 |
111209 |
23.56 |
23.74 |
22.97 |
23.06 |
-0.73 |
2,087 |
30,944 |
+326 |
| Total Volume and Open Interest |
94,246 |
529,203 |
+11,236 |
| London Cocoa(LCE) |
| Dec11 |
111209 |
1315 |
1328 |
1279 |
1281 |
-36 |
9,969 |
27,729 |
-2,839 |
| Mar12 |
111209 |
1368 |
1383 |
1336 |
1338 |
-31 |
9,105 |
69,837 |
-64 |
| May12 |
111209 |
1386 |
1396 |
1351 |
1352 |
-33 |
1,935 |
22,912 |
-104 |
| Jul12 |
111209 |
1406 |
1412 |
1371 |
1371 |
-32 |
392 |
25,564 |
-13 |
| Sep12 |
111209 |
1417 |
1428 |
1387 |
1387 |
-30 |
1,228 |
19,045 |
+703 |
| Dec12 |
111209 |
1428 |
1441 |
1400 |
1401 |
-29 |
394 |
13,253 |
+83 |
| Mar13 |
111209 |
1447 |
1448 |
1410 |
1411 |
-29 |
139 |
7,563 |
+82 |
| Total Volume and Open Interest |
23,178 |
188,577 |
-2,136 |
| London Sugar(LCE) |
| Mar12 |
111209 |
620.50 |
624.40 |
605.00 |
605.20 |
-18.20 |
4,378 |
25,276 |
+538 |
| May12 |
111209 |
614.80 |
617.00 |
596.70 |
597.20 |
-19.80 |
981 |
7,708 |
+221 |
| Aug12 |
111209 |
607.20 |
608.10 |
589.00 |
589.30 |
-20.40 |
753 |
10,096 |
+341 |
| Oct12 |
111209 |
605.80 |
607.20 |
590.00 |
590.20 |
-19.80 |
238 |
3,770 |
+14 |
| Dec12 |
111209 |
611.00 |
611.00 |
593.70 |
594.10 |
-19.50 |
97 |
1,420 |
-26 |
| Total Volume and Open Interest |
6,649 |
49,386 |
+1,215 |
| Cotton(ICE) |
| Mar12 |
111209 |
91.95 |
92.75 |
90.15 |
90.43 |
-1.62 |
6,375 |
90,631 |
+66 |
| May12 |
111209 |
92.36 |
92.60 |
89.95 |
90.05 |
-1.94 |
1,923 |
21,915 |
+495 |
| Jul12 |
111209 |
92.00 |
92.20 |
89.70 |
89.83 |
-1.85 |
463 |
18,842 |
+235 |
| Oct12 |
111209 |
90.38 |
90.38 |
90.38 |
90.38 |
-1.66 |
0 |
84 |
+0 |
| Dec12 |
111209 |
89.30 |
89.30 |
87.40 |
87.83 |
-1.43 |
94 |
7,733 |
+91 |
| Mar13 |
111209 |
88.76 |
88.76 |
88.76 |
88.76 |
-1.58 |
0 |
426 |
+0 |
| Total Volume and Open Interest |
8,855 |
140,515 |
+694 |
| Lumber(CME) |
| Jan12 |
111209 |
232.3 |
241.1 |
231.1 |
239.6 |
+7.2 |
892 |
6,467 |
-456 |
| Mar12 |
111209 |
247.1 |
255.7 |
247.1 |
252.0 |
+5.4 |
622 |
4,532 |
+143 |
| May12 |
111209 |
265.2 |
272.7 |
264.5 |
272.0 |
+9.2 |
29 |
698 |
+23 |
| Jul12 |
111209 |
275.5 |
280.1 |
272.0 |
278.5 |
+6.5 |
0 |
264 |
+0 |
| Total Volume and Open Interest |
1,543 |
12,076 |
-290 |
| Crude Oil(NYM) |
| Jan12 |
111209 |
98.08 |
99.91 |
97.36 |
99.41 |
+1.07 |
330,533 |
233,067 |
-27,787 |
| Feb12 |
111209 |
98.23 |
100.08 |
97.57 |
99.60 |
+1.06 |
111,896 |
139,875 |
+6,296 |
| Mar12 |
111209 |
98.47 |
100.20 |
97.78 |
99.75 |
+1.01 |
90,191 |
118,126 |
+1,221 |
| Apr12 |
111209 |
98.76 |
100.19 |
98.00 |
99.89 |
+0.96 |
48,891 |
57,730 |
+3,551 |
| May12 |
111209 |
98.29 |
100.12 |
98.10 |
99.93 |
+0.88 |
32,013 |
52,743 |
+6,548 |
| Jun12 |
111209 |
99.09 |
100.08 |
98.07 |
99.80 |
+0.79 |
36,853 |
77,999 |
-798 |
| Jul12 |
111209 |
98.50 |
99.85 |
98.22 |
99.57 |
+0.71 |
6,085 |
35,663 |
-114 |
| Aug12 |
111209 |
98.13 |
99.60 |
98.13 |
99.30 |
+0.63 |
4,268 |
28,138 |
+400 |
| Sep12 |
111209 |
98.24 |
99.08 |
97.76 |
99.04 |
+0.57 |
6,458 |
30,415 |
-55 |
| Oct12 |
111209 |
97.55 |
98.82 |
97.55 |
98.80 |
+0.52 |
2,905 |
29,160 |
+347 |
| Nov12 |
111209 |
97.99 |
98.61 |
97.99 |
98.61 |
+0.47 |
3,211 |
30,782 |
-867 |
| Dec12 |
111209 |
97.79 |
98.59 |
97.22 |
98.39 |
+0.41 |
40,862 |
170,253 |
-1,951 |
| Jan13 |
111209 |
98.04 |
98.04 |
98.04 |
98.04 |
+0.34 |
1,721 |
30,305 |
+113 |
| Feb13 |
111209 |
97.67 |
97.67 |
97.67 |
97.67 |
+0.29 |
831 |
12,729 |
+92 |
| Mar13 |
111209 |
97.31 |
97.31 |
97.31 |
97.31 |
+0.24 |
730 |
12,404 |
+41 |
| Apr13 |
111209 |
96.95 |
96.95 |
96.95 |
96.95 |
+0.19 |
169 |
5,991 |
+47 |
| Total Volume and Open Interest |
752,889 |
1,320,886 |
-11,658 |
| e-miNY Crude Oil(NYM) |
| Dec11 |
111117 |
101.675 |
103.375 |
98.375 |
98.825 |
-3.775 |
7,409 |
2,981 |
+164 |
| Jan12 |
111209 |
98.075 |
99.900 |
97.375 |
99.400 |
+1.050 |
9,507 |
2,231 |
-69 |
| Feb12 |
111209 |
98.300 |
100.100 |
97.600 |
99.600 |
+1.050 |
472 |
431 |
+23 |
| Mar12 |
111209 |
98.700 |
99.975 |
97.900 |
99.750 |
+1.000 |
30 |
225 |
+8 |
| Apr12 |
111209 |
98.425 |
99.900 |
98.425 |
99.900 |
+0.975 |
5 |
222 |
+1 |
| May12 |
111209 |
99.925 |
99.925 |
99.925 |
99.925 |
+0.875 |
0 |
6 |
-1 |
| Jun12 |
111209 |
99.800 |
99.800 |
99.800 |
99.800 |
+0.800 |
0 |
17 |
+0 |
| Jul12 |
111209 |
99.575 |
99.575 |
99.575 |
99.575 |
+0.725 |
0 |
4 |
+0 |
| Aug12 |
111209 |
99.300 |
99.300 |
99.300 |
99.300 |
+0.625 |
0 |
5 |
+0 |
| Sep12 |
111209 |
99.050 |
99.050 |
99.050 |
99.050 |
+0.575 |
|
|
|
| Total Volume and Open Interest |
10,016 |
3,358 |
-40 |
| Heating Oil(NYM) |
| Jan12 |
111209 |
291.85 |
295.40 |
289.58 |
291.25 |
-1.73 |
55,375 |
81,793 |
-4,769 |
| Feb12 |
111209 |
292.64 |
296.39 |
290.92 |
292.47 |
-1.54 |
25,933 |
44,684 |
+2,141 |
| Mar12 |
111209 |
293.70 |
296.50 |
291.96 |
293.29 |
-1.21 |
24,006 |
33,843 |
+2,430 |
| Apr12 |
111209 |
292.96 |
294.80 |
291.80 |
292.99 |
-0.73 |
12,906 |
22,504 |
+1,631 |
| May12 |
111209 |
291.74 |
294.61 |
291.00 |
292.62 |
-0.03 |
7,717 |
16,131 |
+461 |
| Jun12 |
111209 |
291.27 |
295.00 |
289.88 |
292.21 |
+0.25 |
11,632 |
33,772 |
+1,730 |
| Jul12 |
111209 |
293.74 |
293.74 |
291.34 |
292.62 |
+0.36 |
1,489 |
9,757 |
+412 |
| Aug12 |
111209 |
294.10 |
294.14 |
291.82 |
293.06 |
+0.46 |
696 |
4,291 |
+78 |
| Sep12 |
111209 |
294.89 |
295.26 |
292.16 |
293.76 |
+0.50 |
1,054 |
6,455 |
+262 |
| Oct12 |
111209 |
295.19 |
295.97 |
293.80 |
294.81 |
+0.60 |
39 |
2,403 |
+0 |
| Nov12 |
111209 |
296.22 |
296.22 |
295.20 |
295.81 |
+0.69 |
49 |
1,726 |
-4 |
| Dec12 |
111209 |
294.99 |
298.90 |
294.18 |
296.61 |
+0.78 |
2,013 |
18,312 |
+89 |
| Total Volume and Open Interest |
143,073 |
278,335 |
+4,402 |
| Gasoline(NYMEX) |
| Jan12 |
111209 |
255.95 |
261.31 |
254.76 |
259.61 |
+2.95 |
55,932 |
73,996 |
-4,384 |
| Feb12 |
111209 |
258.50 |
262.25 |
256.34 |
260.92 |
+2.85 |
31,082 |
36,156 |
-448 |
| Mar12 |
111209 |
259.31 |
264.23 |
258.06 |
262.87 |
+2.75 |
25,081 |
35,555 |
+3,442 |
| Apr12 |
111209 |
273.94 |
278.06 |
273.44 |
276.85 |
+2.57 |
12,870 |
28,722 |
+2,119 |
| May12 |
111209 |
273.59 |
277.65 |
273.59 |
276.81 |
+2.46 |
7,583 |
22,190 |
+1,457 |
| Jun12 |
111209 |
273.04 |
275.95 |
271.55 |
275.09 |
+2.26 |
7,147 |
29,279 |
+1,179 |
| Jul12 |
111209 |
268.88 |
273.33 |
268.88 |
272.94 |
+2.15 |
2,219 |
8,338 |
+85 |
| Aug12 |
111209 |
268.91 |
271.50 |
268.91 |
270.63 |
+2.15 |
2,119 |
8,531 |
+33 |
| Sep12 |
111209 |
265.90 |
268.24 |
264.60 |
267.87 |
+2.11 |
2,034 |
6,794 |
+72 |
| Oct12 |
111209 |
253.58 |
255.23 |
253.49 |
255.23 |
+2.10 |
980 |
5,624 |
+262 |
| Total Volume and Open Interest |
150,759 |
274,457 |
+4,058 |
| e-miNY RBOB Gasoline(NYM) |
| Jan12 |
111209 |
259.60 |
259.61 |
259.60 |
259.60 |
+2.90 |
0 |
1 |
+0 |
| Feb12 |
111209 |
260.90 |
260.92 |
260.90 |
260.90 |
+2.80 |
0 |
1 |
+0 |
| Mar12 |
111209 |
262.90 |
262.90 |
262.87 |
262.90 |
+2.80 |
|
|
|
| Apr12 |
111209 |
276.90 |
276.90 |
276.85 |
276.90 |
+2.60 |
|
|
|
| Total Volume and Open Interest |
0 |
2 |
+0 |
| Natural Gas(NYM) |
| Jan12 |
111209 |
3.435 |
3.441 |
3.309 |
3.317 |
-0.140 |
138,854 |
229,792 |
-24,049 |
| Feb12 |
111209 |
3.462 |
3.471 |
3.343 |
3.353 |
-0.133 |
63,192 |
98,045 |
+606 |
| Mar12 |
111209 |
3.470 |
3.479 |
3.356 |
3.367 |
-0.126 |
73,779 |
144,266 |
+9,787 |
| Apr12 |
111209 |
3.510 |
3.523 |
3.400 |
3.411 |
-0.125 |
36,157 |
102,633 |
+4,641 |
| May12 |
111209 |
3.561 |
3.561 |
3.446 |
3.455 |
-0.121 |
11,301 |
45,545 |
+1,881 |
| Jun12 |
111209 |
3.606 |
3.606 |
3.490 |
3.497 |
-0.120 |
3,919 |
26,041 |
+461 |
| Jul12 |
111209 |
3.651 |
3.651 |
3.539 |
3.547 |
-0.119 |
3,058 |
21,760 |
+583 |
| Aug12 |
111209 |
3.674 |
3.674 |
3.563 |
3.573 |
-0.118 |
1,819 |
15,878 |
+241 |
| Sep12 |
111209 |
3.676 |
3.676 |
3.569 |
3.577 |
-0.119 |
2,846 |
15,649 |
-179 |
| Oct12 |
111209 |
3.714 |
3.714 |
3.604 |
3.613 |
-0.121 |
8,570 |
58,108 |
+1,194 |
| Nov12 |
111209 |
3.850 |
3.850 |
3.741 |
3.750 |
-0.122 |
2,853 |
25,328 |
-173 |
| Dec12 |
111209 |
4.144 |
4.144 |
4.019 |
4.027 |
-0.125 |
2,333 |
23,835 |
-319 |
| Jan13 |
111209 |
4.245 |
4.245 |
4.142 |
4.150 |
-0.126 |
3,204 |
32,821 |
+620 |
| Feb13 |
111209 |
4.219 |
4.221 |
4.137 |
4.141 |
-0.124 |
151 |
6,860 |
+39 |
| Mar13 |
111209 |
4.172 |
4.172 |
4.090 |
4.094 |
-0.119 |
303 |
14,698 |
+40 |
| Apr13 |
111209 |
4.110 |
4.110 |
4.009 |
4.013 |
-0.119 |
463 |
22,862 |
+50 |
| Total Volume and Open Interest |
353,333 |
939,199 |
-4,450 |
| Brent Crude Oil(ICE) |
| Jan12 |
111209 |
107.66 |
108.99 |
107.11 |
108.62 |
+0.51 |
167,441 |
110,162 |
-17,106 |
| Feb12 |
111209 |
107.50 |
108.88 |
106.98 |
108.47 |
+0.53 |
120,281 |
166,281 |
+9,413 |
| Mar12 |
111209 |
107.27 |
108.74 |
106.77 |
108.32 |
+0.62 |
53,993 |
111,543 |
+8,558 |
| Apr12 |
111209 |
107.44 |
108.50 |
106.64 |
108.17 |
+0.66 |
23,726 |
44,415 |
-250 |
| May12 |
111209 |
106.95 |
108.35 |
106.48 |
107.96 |
+0.66 |
16,626 |
26,677 |
+314 |
| Jun12 |
111209 |
106.78 |
108.12 |
106.30 |
107.71 |
+0.64 |
31,880 |
72,341 |
+1,499 |
| Jul12 |
111209 |
106.52 |
107.75 |
106.07 |
107.46 |
+0.64 |
9,802 |
19,483 |
-163 |
| Aug12 |
111209 |
106.20 |
107.42 |
105.76 |
107.19 |
+0.66 |
4,866 |
26,423 |
+47 |
| Sep12 |
111209 |
105.84 |
107.09 |
105.59 |
106.85 |
+0.66 |
6,629 |
34,230 |
+1,029 |
| Oct12 |
111209 |
105.60 |
106.60 |
105.60 |
106.53 |
+0.65 |
2,449 |
14,873 |
+264 |
| Nov12 |
111209 |
106.22 |
106.22 |
106.22 |
106.22 |
+0.64 |
2,223 |
17,234 |
+168 |
| Dec12 |
111209 |
104.71 |
106.20 |
104.58 |
105.86 |
+0.63 |
24,593 |
98,463 |
-1,366 |
| Jan13 |
111209 |
105.51 |
105.51 |
105.51 |
105.51 |
+0.60 |
275 |
11,960 |
+59 |
| Feb13 |
111209 |
105.10 |
105.10 |
105.10 |
105.10 |
+0.56 |
203 |
6,407 |
+36 |
| Total Volume and Open Interest |
482,369 |
922,185 |
+1,292 |
| Gas Oil(ICE) |
| Dec11 |
111209 |
941.50 |
944.75 |
927.00 |
932.00 |
-16.25 |
46,818 |
56,996 |
-16,887 |
| Jan12 |
111209 |
929.50 |
937.75 |
919.25 |
925.00 |
-13.75 |
92,803 |
134,952 |
+6,621 |
| Feb12 |
111209 |
926.50 |
934.25 |
916.75 |
922.75 |
-12.25 |
34,685 |
61,221 |
+4,379 |
| Mar12 |
111209 |
922.75 |
931.75 |
915.00 |
921.00 |
-10.75 |
17,094 |
50,302 |
-201 |
| Apr12 |
111209 |
922.50 |
930.25 |
915.25 |
919.75 |
-10.00 |
6,746 |
24,939 |
+423 |
| May12 |
111209 |
921.00 |
929.00 |
914.50 |
919.00 |
-8.75 |
4,606 |
27,498 |
+670 |
| Jun12 |
111209 |
921.00 |
929.25 |
914.00 |
919.00 |
-8.25 |
10,106 |
51,428 |
+1,044 |
| Jul12 |
111209 |
919.25 |
930.50 |
917.50 |
920.50 |
-7.50 |
960 |
16,466 |
+81 |
| Aug12 |
111209 |
919.25 |
931.50 |
918.25 |
921.75 |
-6.75 |
429 |
13,378 |
-63 |
| Sep12 |
111209 |
920.00 |
932.00 |
918.25 |
922.50 |
-6.25 |
1,082 |
13,665 |
+16 |
| Total Volume and Open Interest |
219,585 |
543,903 |
-4,079 |
| Ethanol(CBOT) |
| Dec11 |
111205 |
2.503 |
2.503 |
2.485 |
2.500 |
-0.003 |
88 |
204 |
-29 |
| Jan12 |
111209 |
2.136 |
2.136 |
2.104 |
2.115 |
-0.018 |
195 |
1,257 |
-102 |
| Feb12 |
111209 |
2.091 |
2.092 |
2.082 |
2.088 |
-0.016 |
259 |
1,284 |
-81 |
| Mar12 |
111209 |
2.136 |
2.136 |
2.109 |
2.113 |
-0.018 |
192 |
1,518 |
-15 |
| Apr12 |
111209 |
2.154 |
2.154 |
2.119 |
2.133 |
-0.002 |
41 |
732 |
-10 |
| May12 |
111209 |
2.156 |
2.156 |
2.129 |
2.145 |
-0.011 |
63 |
776 |
+60 |
| Jun12 |
111209 |
2.145 |
2.155 |
2.145 |
2.155 |
-0.009 |
13 |
566 |
+1 |
| Jul12 |
111209 |
2.160 |
2.165 |
2.160 |
2.164 |
-0.009 |
72 |
792 |
-40 |
| Total Volume and Open Interest |
1,189 |
9,972 |
-100 |
| WTI Crude Oil(ICE) |
| Jan12 |
111209 |
98.19 |
99.90 |
97.37 |
99.41 |
+1.07 |
60,867 |
56,147 |
-6,468 |
| Feb12 |
111209 |
98.52 |
100.06 |
97.59 |
99.60 |
+1.06 |
24,856 |
60,348 |
+5,091 |
| Mar12 |
111209 |
98.48 |
100.12 |
97.80 |
99.75 |
+1.01 |
19,089 |
32,859 |
-1,509 |
| Apr12 |
111209 |
98.43 |
100.27 |
98.43 |
99.89 |
+0.96 |
10,111 |
25,950 |
+1,527 |
| May12 |
111209 |
98.81 |
100.30 |
98.09 |
99.93 |
+0.88 |
5,265 |
11,191 |
+1,271 |
| Jun12 |
111209 |
98.89 |
100.16 |
98.10 |
99.80 |
+0.79 |
12,567 |
44,778 |
+329 |
| Jul12 |
111209 |
98.23 |
99.57 |
98.23 |
99.57 |
+0.71 |
1,936 |
9,084 |
-73 |
| Aug12 |
111209 |
98.65 |
99.30 |
98.05 |
99.30 |
+0.63 |
1,474 |
7,243 |
+272 |
| Sep12 |
111209 |
98.46 |
99.07 |
98.18 |
99.04 |
+0.57 |
1,872 |
11,295 |
-212 |
| Oct12 |
111209 |
98.80 |
98.80 |
98.80 |
98.80 |
+0.52 |
415 |
5,355 |
+31 |
| Nov12 |
111209 |
98.61 |
98.61 |
98.61 |
98.61 |
+0.47 |
962 |
4,554 |
-590 |
| Dec12 |
111209 |
97.92 |
98.64 |
97.31 |
98.39 |
+0.41 |
11,411 |
60,659 |
-1,697 |
| Jan13 |
111209 |
98.04 |
98.04 |
98.04 |
98.04 |
+0.34 |
7 |
3,444 |
+1 |
| Feb13 |
111209 |
97.67 |
97.67 |
97.67 |
97.67 |
+0.29 |
0 |
649 |
+0 |
| Mar13 |
111209 |
97.31 |
97.31 |
97.31 |
97.31 |
+0.24 |
0 |
1,613 |
+0 |
| Apr13 |
111209 |
96.95 |
96.95 |
96.95 |
96.95 |
+0.19 |
0 |
389 |
+0 |
| Total Volume and Open Interest |
159,943 |
423,656 |
-3,733 |
| US Dollar Index(ICE) |
| Dec11 |
111209 |
78.875 |
79.185 |
78.485 |
78.680 |
-0.232 |
15,682 |
54,610 |
-836 |
| Mar12 |
111209 |
79.370 |
79.660 |
78.975 |
79.170 |
-0.225 |
380 |
2,028 |
+104 |
| Jun12 |
111209 |
79.670 |
79.670 |
79.670 |
79.670 |
-0.205 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
16,062 |
56,640 |
-732 |
| Australian Dollar(CME) |
| Dec11 |
111209 |
101.57 |
102.19 |
100.39 |
102.07 |
+0.46 |
96,938 |
98,926 |
-8,082 |
| Mar12 |
111209 |
100.59 |
101.15 |
99.45 |
101.07 |
+0.47 |
14,717 |
46,412 |
+10,768 |
| Jun12 |
111209 |
99.83 |
100.28 |
99.83 |
100.28 |
+0.45 |
0 |
22 |
-11 |
| Total Volume and Open Interest |
111,655 |
145,481 |
+2,674 |
| British Pound(CME) |
| Dec11 |
111209 |
156.25 |
157.34 |
155.84 |
156.61 |
+0.20 |
99,923 |
161,521 |
-15,298 |
| Mar12 |
111209 |
156.22 |
157.20 |
155.72 |
156.47 |
+0.19 |
8,077 |
39,121 |
+6,441 |
| Jun12 |
111209 |
156.33 |
156.33 |
156.15 |
156.33 |
+0.18 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
108,000 |
200,657 |
-8,857 |
| Canadian Dollar(CME) |
| Dec11 |
111209 |
97.68 |
98.31 |
97.42 |
98.18 |
+0.21 |
70,022 |
113,326 |
-5,549 |
| Mar12 |
111209 |
97.50 |
98.10 |
97.23 |
97.98 |
+0.21 |
12,182 |
35,163 |
+7,089 |
| Jun12 |
111209 |
97.35 |
97.86 |
97.15 |
97.82 |
+0.19 |
61 |
2,010 |
+4 |
| Sep12 |
111209 |
97.74 |
97.74 |
97.52 |
97.74 |
+0.22 |
0 |
1,130 |
+0 |
| Total Volume and Open Interest |
82,265 |
151,868 |
+1,542 |
| Japanese Yen(CME) |
| Dec11 |
111209 |
128.81 |
129.07 |
128.57 |
129.01 |
+0.25 |
47,870 |
144,616 |
-3,843 |
| Mar12 |
111209 |
129.06 |
129.35 |
128.88 |
129.31 |
+0.26 |
8,734 |
34,164 |
+4,043 |
| Jun12 |
111209 |
129.15 |
129.53 |
129.15 |
129.53 |
+0.22 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
56,605 |
178,826 |
+201 |
| Swiss Franc(CME) |
| Dec11 |
111209 |
107.96 |
108.93 |
107.71 |
108.19 |
+0.31 |
22,664 |
38,795 |
-530 |
| Mar12 |
111209 |
108.08 |
109.15 |
107.97 |
108.40 |
+0.32 |
2,059 |
4,609 |
+1,396 |
| Jun12 |
111209 |
108.66 |
108.66 |
108.32 |
108.66 |
+0.34 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
24,723 |
43,414 |
+866 |
| EuroFX(CME) |
| Dec11 |
111209 |
133.50 |
134.34 |
132.81 |
133.71 |
+0.35 |
259,934 |
254,776 |
+3,988 |
| Mar12 |
111209 |
133.56 |
134.47 |
132.91 |
133.81 |
+0.37 |
15,824 |
41,108 |
+9,712 |
| Jun12 |
111209 |
134.10 |
134.10 |
133.50 |
133.89 |
+0.39 |
11 |
1,110 |
+8 |
| Total Volume and Open Interest |
275,774 |
297,017 |
+13,708 |
| Mexican Peso(CME) |
| Dec11 |
111209 |
729.5 |
737.2 |
726.0 |
735.2 |
+4.2 |
27,354 |
70,911 |
-3,233 |
| Jan12 |
111209 |
733.5 |
733.5 |
729.2 |
733.5 |
+4.2 |
0 |
95 |
+0 |
| Total Volume and Open Interest |
34,976 |
127,866 |
-2,365 |
| Brazilian Real(CME) |
| Jan12 |
111209 |
549.80 |
552.60 |
547.00 |
549.80 |
+2.70 |
0 |
10,740 |
+0 |
| Feb12 |
111209 |
546.40 |
546.40 |
546.40 |
546.40 |
+2.05 |
|
|
|
| Mar12 |
111209 |
543.00 |
543.05 |
541.30 |
543.00 |
+1.40 |
15 |
2,539 |
-1 |
| Apr12 |
111209 |
540.40 |
540.40 |
540.40 |
540.40 |
+1.40 |
|
|
|
| Total Volume and Open Interest |
15 |
28,610 |
-1 |
| 30-Year T-Bonds(CBOT) |
| Dec11 |
111209 |
143~010 |
143~010 |
141~100 |
141~160 |
-1~110 |
12,787 |
16,357 |
-3,924 |
| Mar12 |
111209 |
142~210 |
142~260 |
140~280 |
141~050 |
-1~140 |
284,527 |
576,711 |
+5,306 |
| Jun12 |
111209 |
141~070 |
141~070 |
139~220 |
139~230 |
-1~140 |
134 |
129 |
-46 |
| Total Volume and Open Interest |
297,448 |
593,197 |
+1,336 |
| 10-Year T-Notes(CBOT) |
| Dec11 |
111209 |
131~010 |
131~080 |
130~170 |
130~205 |
-0~170 |
30,651 |
55,901 |
-5,560 |
| Mar12 |
111209 |
130~115 |
130~155 |
129~225 |
129~270 |
-0~170 |
845,656 |
1,375,931 |
+30,492 |
| Jun12 |
111209 |
128~270 |
129~120 |
128~270 |
128~270 |
-0~170 |
|
|
|
| Total Volume and Open Interest |
876,307 |
1,431,832 |
+24,932 |
| 5-Year T-Notes(CBOT) |
| Dec11 |
111209 |
123~063 |
123~076 |
123~046 |
123~051 |
-0~022 |
16,732 |
61,919 |
-4,346 |
| Mar12 |
111209 |
123~026 |
123~035 |
122~124 |
123~004 |
-0~023 |
470,616 |
1,230,565 |
+52,469 |
| Jun12 |
111209 |
122~028 |
122~051 |
122~028 |
122~028 |
-0~023 |
|
|
|
| Total Volume and Open Interest |
487,348 |
1,292,484 |
+48,123 |
| 2 Year T-Notes(CBOT) |
| Dec11 |
111209 |
110~033 |
110~035 |
110~031 |
110~031 |
-0~002 |
19,314 |
29,231 |
-8,688 |
| Mar12 |
111209 |
110~042 |
110~045 |
110~040 |
110~041 |
-0~001 |
157,750 |
658,386 |
+26,939 |
| Jun12 |
111209 |
110~013 |
110~014 |
110~013 |
110~013 |
-0~001 |
|
|
|
| Total Volume and Open Interest |
177,064 |
687,617 |
+18,251 |
| Eurodollars(CME) |
| Dec11 |
111209 |
99.435 |
99.450 |
99.435 |
99.448 |
unch |
163,205 |
973,289 |
-15,101 |
| Mar12 |
111209 |
99.390 |
99.395 |
99.370 |
99.390 |
unch |
236,703 |
906,333 |
-1,793 |
| Jun12 |
111209 |
99.360 |
99.370 |
99.340 |
99.355 |
-0.005 |
169,961 |
1,092,429 |
-6,695 |
| Sep12 |
111209 |
99.355 |
99.370 |
99.330 |
99.345 |
-0.005 |
160,977 |
779,396 |
+12,466 |
| Dec12 |
111209 |
99.360 |
99.365 |
99.335 |
99.345 |
-0.005 |
137,551 |
758,081 |
-2,234 |
| Mar13 |
111209 |
99.365 |
99.375 |
99.340 |
99.355 |
-0.005 |
124,471 |
770,612 |
-7,149 |
| Jun13 |
111209 |
99.350 |
99.355 |
99.325 |
99.340 |
-0.005 |
95,404 |
569,078 |
+8,241 |
| Sep13 |
111209 |
99.315 |
99.320 |
99.290 |
99.305 |
-0.010 |
81,986 |
445,338 |
+490 |
| Dec13 |
111209 |
99.235 |
99.245 |
99.210 |
99.225 |
-0.015 |
82,980 |
521,817 |
+377 |
| Mar14 |
111209 |
99.120 |
99.135 |
99.090 |
99.110 |
-0.020 |
57,821 |
365,495 |
+4,350 |
| Jun14 |
111209 |
98.970 |
98.980 |
98.920 |
98.945 |
-0.030 |
57,909 |
304,308 |
+6,933 |
| Sep14 |
111209 |
98.795 |
98.805 |
98.740 |
98.760 |
-0.045 |
42,154 |
214,183 |
+3,472 |
| Dec14 |
111209 |
98.610 |
98.625 |
98.550 |
98.565 |
-0.055 |
39,700 |
175,200 |
+2,881 |
| Mar15 |
111209 |
98.440 |
98.455 |
98.375 |
98.385 |
-0.065 |
18,940 |
134,154 |
+1,311 |
| Jun15 |
111209 |
6.515 |
6.530 |
6.445 |
6.455 |
-0.075 |
23,061 |
112,532 |
+1,408 |
| Sep15 |
111209 |
6.335 |
6.355 |
6.260 |
6.270 |
-0.085 |
18,860 |
76,107 |
-1,122 |
| Dec15 |
111209 |
6.150 |
6.165 |
6.065 |
6.080 |
-0.085 |
15,871 |
49,431 |
-1,731 |
| Mar16 |
111209 |
5.995 |
6.010 |
5.910 |
5.925 |
-0.085 |
11,717 |
45,665 |
-1,149 |
| Total Volume and Open Interest |
1,563,226 |
8,500,523 |
+5,044 |
| 30 Day Federal Funds(CBOT) |
| Dec11 |
111209 |
99.918 |
99.920 |
99.918 |
99.920 |
+0.002 |
4,099 |
72,384 |
-309 |
| Jan12 |
111209 |
99.910 |
99.915 |
99.910 |
99.910 |
unch |
3,671 |
65,719 |
+904 |
| Feb12 |
111209 |
99.900 |
99.910 |
99.900 |
99.905 |
+0.005 |
3,541 |
53,591 |
+1,832 |
| Mar12 |
111209 |
99.895 |
99.895 |
99.890 |
99.895 |
+0.005 |
2,550 |
32,527 |
+762 |
| Apr12 |
111209 |
99.880 |
99.885 |
99.880 |
99.885 |
+0.005 |
1,650 |
39,273 |
+422 |
| May12 |
111209 |
99.875 |
99.880 |
99.875 |
99.875 |
unch |
4,125 |
45,882 |
+1,711 |
| Total Volume and Open Interest |
35,228 |
568,024 |
+8,071 |
| 30 Day Fed Funds(e-CBOT) |
| 3-Mth Euro-Yen(CME) |
| Dec11 |
111209 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
327 |
+0 |
| Mar12 |
111209 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
300 |
+0 |
| Jun12 |
111209 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
| Sep12 |
111209 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
| Dec12 |
111209 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
| Mar13 |
111209 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
| Jun13 |
111209 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
| Sep13 |
111209 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.025 |
|
|
|
| Dec13 |
111209 |
99.485 |
99.485 |
99.485 |
99.485 |
+0.025 |
|
|
|
| Mar14 |
111209 |
99.345 |
99.345 |
99.345 |
99.345 |
+0.025 |
|
|
|
| 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 |
111209 |
137.10 |
137.12 |
135.30 |
135.37 |
-1.54 |
867,431 |
845,828 |
+37,538 |
| Jun12 |
111209 |
135.27 |
135.27 |
133.70 |
133.71 |
-1.84 |
8 |
30 |
+5 |
| Total Volume and Open Interest |
1,288,438 |
858,311 |
-232,133 |
| Euro-Bobl(EUREX) |
| Dec11 |
111208 |
123.35 |
123.55 |
123.25 |
123.51 |
+0.24 |
782,610 |
216,151 |
-191,867 |
| Mar12 |
111209 |
124.08 |
124.09 |
123.38 |
123.41 |
-0.63 |
648,371 |
638,218 |
+31,027 |
| Jun12 |
111209 |
123.45 |
123.45 |
123.45 |
123.45 |
-0.63 |
|
|
|
| Total Volume and Open Interest |
970,842 |
656,487 |
-166,855 |
| 3-Mth Euribor(EUREX) |
| Dec11 |
111209 |
98.580 |
98.585 |
98.580 |
98.585 |
-0.030 |
225 |
1,704 |
-215 |
| Mar12 |
111209 |
98.835 |
98.850 |
98.825 |
98.825 |
-0.095 |
49 |
2,017 |
-88 |
| Jun12 |
111209 |
98.940 |
98.940 |
98.940 |
98.940 |
-0.070 |
5 |
1,127 |
+0 |
| Total Volume and Open Interest |
284 |
8,390 |
-304 |
| Long Gilt(LIFFE) |
| Dec11 |
111209 |
132~04 |
132~20 |
132~00 |
132~00 |
-0~12 |
6,653 |
17,729 |
-612 |
| Mar12 |
111209 |
115~20 |
115~26 |
114~30 |
115~02 |
-0~11 |
157,220 |
291,247 |
-9,355 |
| Total Volume and Open Interest |
163,873 |
308,976 |
-9,967 |
| 3-Mth Short Sterling(LIFFE) |
| Dec11 |
111209 |
98.94 |
98.94 |
98.92 |
98.93 |
-0.01 |
24,250 |
317,691 |
-9,967 |
| Mar12 |
111209 |
98.93 |
98.93 |
98.89 |
98.90 |
-0.03 |
48,707 |
316,657 |
+2,059 |
| Jun12 |
111209 |
98.97 |
98.97 |
98.92 |
98.93 |
-0.04 |
49,894 |
218,327 |
-1,817 |
| Sep12 |
111209 |
99.00 |
99.01 |
98.94 |
98.96 |
-0.04 |
46,281 |
203,044 |
+6,289 |
| Dec12 |
111209 |
99.00 |
99.01 |
98.93 |
98.96 |
-0.04 |
49,772 |
182,474 |
+3,394 |
| Mar13 |
111209 |
99.01 |
99.03 |
98.94 |
98.97 |
-0.04 |
57,010 |
183,303 |
+751 |
| Total Volume and Open Interest |
358,245 |
1,989,260 |
+8,748 |
| 3-Mth Euribor(LIFFE) |
| Dec11 |
111209 |
98.615 |
98.620 |
98.575 |
98.585 |
-0.030 |
170,951 |
685,972 |
+12,171 |
| Mar12 |
111209 |
98.890 |
98.900 |
98.815 |
98.825 |
-0.095 |
143,414 |
516,980 |
+8,615 |
| Jun12 |
111209 |
98.985 |
98.995 |
98.920 |
98.945 |
-0.065 |
109,355 |
392,819 |
+5,998 |
| Total Volume and Open Interest |
884,258 |
3,526,427 |
+53,529 |
| 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 |
111209 |
96.26 |
96.30 |
96.22 |
96.27 |
unch |
38,545 |
238,824 |
+5,891 |
| Jun12 |
111209 |
96.55 |
96.64 |
96.50 |
96.63 |
+0.07 |
21,492 |
167,964 |
+3,452 |
| Sep12 |
111209 |
96.55 |
96.63 |
96.49 |
96.62 |
+0.06 |
9,041 |
109,958 |
+1,045 |
| Dec12 |
111209 |
96.43 |
96.51 |
96.39 |
96.51 |
+0.06 |
4,465 |
65,603 |
+1,400 |
| Mar13 |
111209 |
96.31 |
96.42 |
96.28 |
96.41 |
+0.07 |
5,982 |
54,417 |
+4 |
| Jun13 |
111209 |
96.18 |
96.32 |
96.17 |
96.32 |
+0.09 |
1,099 |
43,247 |
-8 |
| Sep13 |
111209 |
96.11 |
96.21 |
96.06 |
96.21 |
+0.09 |
2,553 |
21,412 |
+1,187 |
| Dec13 |
111209 |
96.01 |
96.13 |
96.01 |
96.13 |
+0.09 |
4,556 |
9,761 |
+3,451 |
| Mar14 |
111209 |
95.95 |
96.07 |
95.95 |
96.07 |
+0.12 |
24 |
1,132 |
-8 |
| Total Volume and Open Interest |
106,137 |
714,570 |
-69,983 |
| 10-Year Aus T-Bonds(SFE) |
| Dec11 |
111209 |
96.04 |
96.16 |
96.00 |
96.16 |
+0.12 |
44,886 |
363,381 |
-17,738 |
| Mar12 |
111209 |
96.05 |
96.18 |
96.01 |
96.18 |
+0.13 |
5,917 |
11,395 |
+5,707 |
| Total Volume and Open Interest |
50,803 |
374,776 |
-12,031 |
| 3-Year Aus T-Bonds(SFE) |
| Dec11 |
111209 |
96.84 |
96.93 |
96.79 |
96.92 |
+0.08 |
145,205 |
512,811 |
-53,200 |
| Mar12 |
111209 |
96.87 |
97.01 |
96.87 |
97.00 |
+0.08 |
659 |
4,204 |
+389 |
| Total Volume and Open Interest |
145,864 |
517,015 |
-52,811 |
| Gold(CMX) |
| Dec11 |
111209 |
1713.3 |
1720.7 |
1705.7 |
1712.8 |
+3.0 |
300 |
860 |
-235 |
| Feb12 |
111209 |
1708.9 |
1727.9 |
1704.9 |
1716.8 |
+3.4 |
105,726 |
262,297 |
-810 |
| Apr12 |
111209 |
1716.9 |
1729.9 |
1710.6 |
1719.2 |
+3.3 |
2,830 |
34,426 |
-130 |
| Jun12 |
111209 |
1718.0 |
1730.6 |
1710.0 |
1721.7 |
+3.3 |
1,466 |
23,100 |
+1 |
| Aug12 |
111209 |
1721.9 |
1727.9 |
1721.9 |
1724.2 |
+3.4 |
626 |
13,524 |
+66 |
| Oct12 |
111209 |
1721.6 |
1726.6 |
1721.2 |
1726.6 |
+3.5 |
144 |
8,260 |
-8 |
| Dec12 |
111209 |
1728.8 |
1739.9 |
1721.1 |
1729.1 |
+3.5 |
389 |
22,061 |
+118 |
| Feb13 |
111209 |
1730.8 |
1733.0 |
1730.8 |
1731.8 |
+3.5 |
14 |
2,939 |
+3 |
| Apr13 |
111209 |
1734.5 |
1734.5 |
1734.5 |
1734.5 |
+3.5 |
1 |
1,379 |
+0 |
| Jun13 |
111209 |
1736.9 |
1737.5 |
1736.9 |
1737.5 |
+3.5 |
27 |
8,899 |
+2 |
| Aug13 |
111209 |
1740.9 |
1740.9 |
1740.9 |
1740.9 |
+3.6 |
0 |
45 |
+0 |
| Oct13 |
111209 |
1744.5 |
1744.5 |
1744.5 |
1744.5 |
+3.6 |
|
|
|
| Total Volume and Open Interest |
112,554 |
422,092 |
-864 |
| Silver(CMX) |
| Dec11 |
111209 |
3197.0 |
3225.5 |
3183.0 |
3217.3 |
+70.6 |
209 |
414 |
-5 |
| Mar12 |
111209 |
3161.0 |
3239.5 |
3150.5 |
3225.3 |
+71.5 |
30,969 |
53,683 |
-970 |
| May12 |
111209 |
3177.0 |
3237.5 |
3160.0 |
3230.6 |
+72.0 |
1,084 |
6,215 |
+320 |
| Jul12 |
111209 |
3235.0 |
3237.5 |
3235.0 |
3235.1 |
+72.5 |
357 |
2,714 |
+40 |
| Sep12 |
111209 |
3238.7 |
3238.7 |
3238.7 |
3238.7 |
+72.9 |
43 |
1,828 |
-8 |
| Dec12 |
111209 |
3195.5 |
3245.0 |
3195.0 |
3243.3 |
+73.3 |
299 |
13,038 |
-78 |
| Mar13 |
111209 |
3241.7 |
3241.7 |
3241.7 |
3241.7 |
+73.7 |
10 |
1,155 |
+5 |
| Total Volume and Open Interest |
34,030 |
94,999 |
-685 |
| Platinum(NYMEX) |
| Jan12 |
111209 |
1497.0 |
1517.8 |
1488.6 |
1515.8 |
+21.4 |
9,283 |
32,531 |
-297 |
| Apr12 |
111209 |
1513.6 |
1525.0 |
1496.5 |
1523.3 |
+21.5 |
1,859 |
9,344 |
+822 |
| Jul12 |
111209 |
1512.3 |
1527.5 |
1512.3 |
1527.2 |
+20.7 |
11 |
491 |
+9 |
| Oct12 |
111209 |
1531.2 |
1531.2 |
1531.2 |
1531.2 |
+20.7 |
0 |
59 |
+0 |
| Total Volume and Open Interest |
11,153 |
42,427 |
+534 |
| Palladium(NYMEX) |
| Dec11 |
111209 |
684.65 |
684.65 |
684.65 |
684.65 |
+11.45 |
37 |
721 |
+17 |
| Mar12 |
111209 |
19.59 |
33.34 |
4.64 |
31.14 |
+11.20 |
6,159 |
17,727 |
-884 |
| Jun12 |
111209 |
19.79 |
32.44 |
17.99 |
32.44 |
+11.30 |
6 |
333 |
+4 |
| Total Volume and Open Interest |
6,202 |
18,911 |
-863 |
| Copper(CMX) |
| Dec11 |
111209 |
347.20 |
356.30 |
347.20 |
354.70 |
+5.75 |
641 |
2,374 |
-120 |
| Mar12 |
111209 |
348.95 |
359.50 |
347.55 |
355.75 |
+5.75 |
36,345 |
70,179 |
+83 |
| May12 |
111209 |
350.40 |
360.10 |
350.25 |
357.00 |
+5.80 |
3,257 |
19,379 |
-409 |
| Jul12 |
111209 |
352.85 |
360.35 |
350.60 |
357.75 |
+5.80 |
326 |
5,504 |
+35 |
| Sep12 |
111209 |
358.30 |
358.30 |
358.30 |
358.30 |
+5.75 |
117 |
3,377 |
+5 |
| Total Volume and Open Interest |
42,664 |
112,315 |
-937 |
| DJIA Index(CBOT) |
| Dec11 |
111209 |
11964 |
12210 |
11942 |
12210 |
+198 |
1,955 |
17,683 |
-47 |
| Mar12 |
111209 |
11940 |
12143 |
11924 |
12143 |
+199 |
1,747 |
2,112 |
+1,522 |
| Jun12 |
111209 |
12076 |
12076 |
11877 |
12076 |
+199 |
0 |
400 |
+0 |
| Sep12 |
111209 |
12013 |
12013 |
11814 |
12013 |
+199 |
|
|
|
| Total Volume and Open Interest |
3,702 |
20,195 |
+1,475 |
| E-mini DJIA Index(CBOT) |
| Dec11 |
111209 |
12008 |
12218 |
11957 |
12210 |
+198 |
139,165 |
89,425 |
-3,548 |
| Mar12 |
111209 |
11934 |
12150 |
11890 |
12143 |
+199 |
9,176 |
10,248 |
+7,191 |
| Jun12 |
111209 |
11875 |
12076 |
11875 |
12076 |
+199 |
40 |
20 |
+13 |
| Sep12 |
111209 |
12013 |
12013 |
12013 |
12013 |
+199 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
148,381 |
99,702 |
+3,656 |
| S & P 500(CME) |
| Dec11 |
111209 |
1240.00 |
1260.70 |
1238.50 |
1258.80 |
+22.80 |
33,766 |
283,888 |
+8 |
| Mar12 |
111209 |
1229.60 |
1254.00 |
1223.00 |
1253.00 |
+22.80 |
14,666 |
45,936 |
+10,319 |
| Jun12 |
111209 |
1247.50 |
1247.50 |
1246.70 |
1247.50 |
+22.80 |
105 |
3,273 |
+61 |
| Sep12 |
111209 |
1242.20 |
1242.20 |
1241.40 |
1242.20 |
+22.80 |
0 |
770 |
+0 |
| Total Volume and Open Interest |
48,537 |
333,968 |
+10,388 |
| S & P 500 E-Mini(Globex) |
| Dec11 |
111209 |
1235.50 |
1260.50 |
1228.50 |
1258.75 |
+22.75 |
2,724,649 |
2,654,178 |
-135,160 |
| Mar12 |
111209 |
1229.75 |
1254.75 |
1222.75 |
1253.00 |
+22.75 |
280,631 |
413,410 |
+189,927 |
| Total Volume and Open Interest |
3,005,442 |
3,071,918 |
+54,854 |
| NASDAQ 100(CME) |
| Dec11 |
111209 |
2314.00 |
2326.00 |
2314.00 |
2322.00 |
+36.70 |
859 |
29,490 |
-84 |
| Mar12 |
111209 |
2278.80 |
2323.00 |
2265.50 |
2318.50 |
+37.00 |
37 |
316 |
+2 |
| Jun12 |
111209 |
2315.50 |
2317.50 |
2315.50 |
2315.50 |
+37.00 |
|
|
|
| Total Volume and Open Interest |
896 |
29,806 |
-82 |
| NASDAQ 100 E-Mini(Globex) |
| Dec11 |
111209 |
2284.30 |
2327.00 |
2269.00 |
2322.00 |
+36.70 |
265,639 |
314,362 |
-1,462 |
| Mar12 |
111209 |
2280.80 |
2323.00 |
2265.00 |
2318.50 |
+37.00 |
15,446 |
16,310 |
+10,560 |
| Total Volume and Open Interest |
281,087 |
330,701 |
+9,099 |
| S & P Midcap 400(CME) |
| Dec11 |
111209 |
887.10 |
887.10 |
887.10 |
887.10 |
+21.00 |
294 |
6,152 |
+180 |
| Mar12 |
111209 |
884.60 |
884.60 |
884.60 |
884.60 |
+21.10 |
5 |
0 |
+0 |
| Jun12 |
111209 |
882.60 |
882.60 |
882.60 |
882.60 |
+21.10 |
|
|
|
| Total Volume and Open Interest |
299 |
6,152 |
+180 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar12 |
111209 |
8535 |
8670 |
8515 |
8665 |
+125 |
7,595 |
24,890 |
+9,918 |
| Jun12 |
111209 |
8605 |
8610 |
8540 |
8610 |
+70 |
|
|
|
| Total Volume and Open Interest |
17,893 |
44,921 |
+14,245 |
| Nikkei 225(SGX) |
| Dec11 |
111208 |
8730 |
8730 |
8610 |
8685 |
-20 |
146,620 |
217,883 |
+388 |
| Mar12 |
111209 |
8495 |
8630 |
8490 |
8520 |
-150 |
72,945 |
134,294 |
+37,992 |
| Jun12 |
111209 |
8455 |
8455 |
8445 |
8445 |
-150 |
0 |
18 |
-3 |
| Total Volume and Open Interest |
223,336 |
342,686 |
+20,798 |
| CAC 40(EURONEXT) |
| Dec11 |
111209 |
3063.5 |
3184.5 |
3050.0 |
3171.0 |
+80.0 |
122,847 |
285,969 |
-5,242 |
| Jan12 |
111209 |
3060.0 |
3178.0 |
3047.5 |
3165.5 |
+79.5 |
12,515 |
29,295 |
+3,254 |
| Feb12 |
111209 |
3107.5 |
3173.5 |
3107.5 |
3173.5 |
+84.0 |
3 |
12 |
-8 |
| Total Volume and Open Interest |
135,991 |
315,984 |
-1,557 |
| Hang Seng Index(HKFE) |
| Dec11 |
111209 |
18688 |
18819 |
18465 |
18544 |
-556 |
59,842 |
85,586 |
-1,060 |
| Jan12 |
111209 |
18690 |
18820 |
18470 |
18547 |
-556 |
754 |
1,102 |
+359 |
| Total Volume and Open Interest |
61,048 |
90,190 |
-573 |
| DAX(EUREX) |
| Dec11 |
111209 |
5798.0 |
6029.0 |
5770.0 |
5990.0 |
+111.0 |
173,109 |
161,407 |
-1,496 |
| Mar12 |
111209 |
5837.5 |
6030.0 |
5783.0 |
5998.0 |
+111.0 |
2,638 |
14,284 |
+997 |
| Jun12 |
111209 |
5842.0 |
6025.0 |
5812.0 |
6013.5 |
+111.0 |
170 |
2,914 |
+28 |
| Total Volume and Open Interest |
175,917 |
178,605 |
-471 |
| FT-SE 100(EURONEXT) |
| Dec11 |
111209 |
5474.00 |
5560.50 |
5416.00 |
5535.50 |
+42.50 |
135,625 |
591,580 |
-8,201 |
| Mar12 |
111209 |
5401.50 |
5520.00 |
5380.00 |
5497.50 |
+43.50 |
19,734 |
56,209 |
+17,703 |
| Jun12 |
111209 |
5453.50 |
5453.50 |
5453.50 |
5453.50 |
+42.00 |
1,954 |
1,841 |
+524 |
| Total Volume and Open Interest |
157,313 |
649,630 |
+10,026 |
| SPI 200(SFE) |
| Dec11 |
111209 |
4286.0 |
4312.0 |
4186.0 |
4189.0 |
-94.0 |
34,800 |
229,291 |
+1,520 |
| Mar12 |
111209 |
4271.0 |
4294.0 |
4171.0 |
4172.0 |
-93.0 |
2,079 |
4,985 |
-401 |
| Jun12 |
111209 |
4194.0 |
4194.0 |
4178.0 |
4178.0 |
-93.0 |
51 |
1,529 |
+48 |
| Total Volume and Open Interest |
37,620 |
238,747 |
+320 |
| GSCI(CME) |
| Dec11 |
111209 |
643.00 |
646.00 |
640.00 |
646.00 |
+1.00 |
1,617 |
6,862 |
-1,378 |
| Jan12 |
111209 |
643.80 |
646.95 |
640.70 |
646.95 |
+1.20 |
1,526 |
1,450 |
+1,449 |
| Feb12 |
111209 |
648.25 |
648.25 |
643.00 |
648.25 |
+1.25 |
|
|
|
| Total Volume and Open Interest |
3,143 |
8,312 |
+71 |
| 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. |
|
|
