|
 |
| MRCI's End of Day Prices |
|
| Daily Futures Price Listing Mon December 12, 2011 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan12 |
111212 |
1108.00 |
1115.00 |
1095.00 |
1112.00 |
+5.00 |
115,642 |
185,968 |
-6,071 |
| Mar12 |
111212 |
1116.50 |
1124.75 |
1104.75 |
1122.25 |
+5.75 |
61,484 |
131,659 |
+4,526 |
| May12 |
111212 |
1130.25 |
1135.50 |
1115.75 |
1132.75 |
+5.75 |
19,425 |
87,993 |
+2,248 |
| Jul12 |
111212 |
1139.00 |
1145.50 |
1125.50 |
1143.00 |
+6.00 |
11,641 |
71,180 |
+846 |
| Aug12 |
111212 |
1138.00 |
1142.50 |
1137.50 |
1142.50 |
+5.00 |
75 |
1,136 |
+23 |
| Sep12 |
111212 |
1125.00 |
1138.00 |
1125.00 |
1138.00 |
+3.00 |
11 |
886 |
+3 |
| Nov12 |
111212 |
1135.25 |
1141.00 |
1123.00 |
1137.00 |
+1.75 |
6,647 |
52,049 |
+750 |
| Total Volume and Open Interest |
216,249 |
548,328 |
+3,432 |
| Soybean Meal(CBOT) |
| Dec11 |
111212 |
276.20 |
278.60 |
273.50 |
278.10 |
+2.60 |
671 |
942 |
-216 |
| Jan12 |
111212 |
277.40 |
280.40 |
275.40 |
279.50 |
+2.60 |
26,698 |
67,882 |
+520 |
| Mar12 |
111212 |
281.70 |
285.00 |
279.50 |
284.20 |
+3.00 |
9,646 |
49,374 |
+1,261 |
| May12 |
111212 |
285.80 |
289.00 |
284.10 |
287.90 |
+2.60 |
5,653 |
29,058 |
-38 |
| Jul12 |
111212 |
289.90 |
293.00 |
288.20 |
291.60 |
+2.20 |
3,869 |
28,324 |
+783 |
| Aug12 |
111212 |
291.40 |
293.70 |
290.40 |
293.00 |
+2.10 |
112 |
4,888 |
-14 |
| Sep12 |
111212 |
294.10 |
297.00 |
293.30 |
293.90 |
+2.00 |
101 |
5,239 |
+4 |
| Oct12 |
111212 |
293.70 |
296.00 |
293.10 |
293.50 |
+1.50 |
82 |
3,298 |
+37 |
| Total Volume and Open Interest |
47,418 |
210,219 |
+2,333 |
| Soybean Oil(CBOT) |
| Dec11 |
111212 |
49.30 |
49.30 |
48.49 |
49.06 |
-0.28 |
650 |
481 |
-129 |
| Jan12 |
111212 |
49.66 |
49.77 |
48.71 |
49.32 |
-0.28 |
46,430 |
105,715 |
-3,100 |
| Mar12 |
111212 |
49.97 |
50.14 |
49.09 |
49.72 |
-0.26 |
18,878 |
101,147 |
+4,080 |
| May12 |
111212 |
50.25 |
50.50 |
49.49 |
50.10 |
-0.25 |
5,002 |
44,964 |
+712 |
| Jul12 |
111212 |
50.64 |
50.82 |
49.78 |
50.40 |
-0.24 |
3,946 |
33,428 |
+258 |
| Aug12 |
111212 |
50.17 |
50.56 |
49.86 |
50.47 |
-0.22 |
272 |
4,185 |
+45 |
| Sep12 |
111212 |
50.81 |
50.81 |
50.00 |
50.47 |
-0.25 |
242 |
4,905 |
+130 |
| Oct12 |
111212 |
50.11 |
50.41 |
50.05 |
50.40 |
-0.12 |
204 |
4,770 |
+91 |
| Total Volume and Open Interest |
77,611 |
317,442 |
+2,848 |
| Canola(WCE) |
| Jan12 |
111212 |
500.0 |
503.1 |
496.5 |
500.9 |
+1.4 |
13,176 |
44,550 |
-1,021 |
| Mar12 |
111212 |
502.1 |
504.1 |
497.0 |
501.4 |
+0.8 |
9,379 |
52,182 |
+788 |
| May12 |
111212 |
505.9 |
507.0 |
500.4 |
504.2 |
-0.1 |
848 |
15,931 |
+147 |
| Jul12 |
111212 |
505.0 |
509.9 |
504.9 |
507.0 |
-0.4 |
1,076 |
12,923 |
+438 |
| Nov12 |
111212 |
482.1 |
488.5 |
482.0 |
485.4 |
-1.8 |
1,092 |
16,449 |
+584 |
| Total Volume and Open Interest |
25,700 |
142,505 |
+1,065 |
| Corn(CBOT) |
| Dec11 |
111212 |
584.00 |
588.50 |
576.50 |
585.50 |
unch |
2,776 |
5,219 |
-1,388 |
| Mar12 |
111212 |
592.75 |
597.25 |
585.00 |
594.00 |
-0.25 |
132,958 |
560,208 |
-767 |
| May12 |
111212 |
600.75 |
605.50 |
593.75 |
602.50 |
-0.50 |
24,065 |
158,413 |
+2,150 |
| Jul12 |
111212 |
607.25 |
611.00 |
599.50 |
608.50 |
-0.50 |
23,134 |
149,203 |
+1,518 |
| Sep12 |
111212 |
574.25 |
575.00 |
565.50 |
574.25 |
-0.75 |
3,126 |
36,943 |
+688 |
| Dec12 |
111212 |
550.00 |
553.25 |
545.00 |
548.00 |
-3.75 |
17,619 |
184,059 |
+379 |
| Total Volume and Open Interest |
204,485 |
1,149,138 |
+2,850 |
| Wheat(CBOT) |
| Dec11 |
111212 |
574.00 |
579.00 |
572.00 |
575.50 |
+2.00 |
1,337 |
1,029 |
-1,076 |
| Mar12 |
111212 |
594.75 |
601.75 |
587.25 |
594.25 |
-1.75 |
44,663 |
178,843 |
-4,224 |
| May12 |
111212 |
617.25 |
620.50 |
608.50 |
614.00 |
-3.75 |
9,003 |
62,101 |
+1,463 |
| Jul12 |
111212 |
631.50 |
634.50 |
623.00 |
627.00 |
-6.25 |
10,561 |
69,371 |
-331 |
| Sep12 |
111212 |
651.75 |
652.00 |
641.00 |
645.75 |
-6.00 |
1,442 |
14,177 |
+108 |
| Total Volume and Open Interest |
69,893 |
372,262 |
-3,720 |
| Wheat(KCBT) |
| Dec11 |
111212 |
644.75 |
646.50 |
642.75 |
642.75 |
-11.00 |
10 |
53 |
-85 |
| Mar12 |
111212 |
659.00 |
663.00 |
650.00 |
652.25 |
-9.25 |
9,128 |
70,978 |
+220 |
| May12 |
111212 |
669.00 |
671.50 |
659.25 |
660.75 |
-9.50 |
1,351 |
15,170 |
+298 |
| Jul12 |
111212 |
675.75 |
678.50 |
667.50 |
668.50 |
-9.50 |
3,953 |
38,614 |
+122 |
| Sep12 |
111212 |
693.75 |
693.75 |
682.25 |
683.50 |
-8.00 |
392 |
5,624 |
+71 |
| Total Volume and Open Interest |
15,789 |
137,169 |
+963 |
| Wheat(MGE) |
| Dec11 |
111212 |
843.00 |
846.25 |
843.00 |
844.75 |
+1.75 |
16 |
58 |
-14 |
| Mar12 |
111212 |
827.00 |
828.00 |
821.00 |
823.50 |
-3.75 |
1,720 |
18,207 |
-213 |
| May12 |
111212 |
809.00 |
814.00 |
805.00 |
808.00 |
-1.00 |
411 |
7,597 |
+146 |
| Jul12 |
111212 |
796.25 |
808.25 |
795.00 |
799.25 |
+1.00 |
843 |
7,650 |
-748 |
| Sep12 |
111212 |
774.50 |
787.00 |
771.25 |
774.75 |
+2.50 |
564 |
4,143 |
+241 |
| Total Volume and Open Interest |
4,280 |
40,405 |
-1,058 |
| Oats(CBOT) |
| Dec11 |
111212 |
300.00 |
300.00 |
300.00 |
300.00 |
unch |
2 |
4 |
-56 |
| Mar12 |
111212 |
302.50 |
309.75 |
298.75 |
306.75 |
+4.75 |
399 |
11,232 |
+75 |
| May12 |
111212 |
308.00 |
312.50 |
304.00 |
308.50 |
+4.50 |
11 |
1,489 |
+8 |
| Jul12 |
111212 |
312.00 |
312.00 |
307.00 |
312.00 |
+5.00 |
3 |
112 |
+3 |
| Total Volume and Open Interest |
415 |
12,993 |
+30 |
| Rough Rice(CBOT) |
| Jan12 |
111212 |
14.03 |
14.19 |
13.77 |
13.80 |
-0.22 |
467 |
8,255 |
-110 |
| Mar12 |
111212 |
14.34 |
14.38 |
14.05 |
14.07 |
-0.21 |
239 |
8,089 |
+9 |
| May12 |
111212 |
14.43 |
14.58 |
14.37 |
14.37 |
-0.21 |
11 |
766 |
+3 |
| Jul12 |
111212 |
14.72 |
14.72 |
14.64 |
14.64 |
-0.21 |
5 |
617 |
+3 |
| Total Volume and Open Interest |
727 |
17,917 |
-92 |
| Live Cattle(CME) |
| Dec11 |
111212 |
118.000 |
118.535 |
116.580 |
118.450 |
+0.150 |
2,975 |
19,623 |
-1,141 |
| Feb12 |
111212 |
117.980 |
118.950 |
116.850 |
118.650 |
+0.200 |
17,228 |
132,487 |
-1,466 |
| Apr12 |
111212 |
122.430 |
122.950 |
121.035 |
122.730 |
+0.030 |
10,084 |
86,995 |
+49 |
| Jun12 |
111212 |
121.250 |
121.700 |
119.930 |
121.480 |
+0.080 |
6,474 |
52,787 |
+1,327 |
| Aug12 |
111212 |
121.400 |
122.500 |
120.450 |
122.450 |
+0.400 |
2,587 |
12,895 |
+608 |
| Oct12 |
111212 |
124.000 |
125.100 |
123.080 |
125.080 |
+0.330 |
603 |
6,710 |
+145 |
| Total Volume and Open Interest |
40,143 |
316,426 |
-471 |
| Feeder Cattle(CME) |
| Jan12 |
111212 |
141.785 |
143.150 |
140.900 |
143.000 |
+0.900 |
2,188 |
11,713 |
-486 |
| Mar12 |
111212 |
143.950 |
145.130 |
142.935 |
144.825 |
+0.675 |
1,997 |
8,157 |
+228 |
| Apr12 |
111212 |
145.100 |
146.500 |
144.350 |
146.380 |
+0.780 |
665 |
3,163 |
-118 |
| May12 |
111212 |
145.825 |
147.250 |
145.130 |
147.035 |
+0.835 |
543 |
3,221 |
+39 |
| Aug12 |
111212 |
147.935 |
149.300 |
147.035 |
149.285 |
+0.885 |
136 |
3,170 |
-8 |
| Sep12 |
111212 |
148.000 |
149.500 |
147.380 |
149.500 |
+0.700 |
25 |
517 |
+5 |
| Oct12 |
111212 |
148.750 |
149.300 |
148.100 |
149.300 |
unch |
27 |
176 |
+18 |
| Total Volume and Open Interest |
5,581 |
30,136 |
-322 |
| Lean Hogs(CME) |
| Dec11 |
111212 |
85.750 |
86.250 |
85.700 |
86.230 |
+0.830 |
5,571 |
10,355 |
-1,792 |
| Feb12 |
111212 |
86.430 |
87.230 |
85.700 |
86.600 |
+0.170 |
16,864 |
93,498 |
-1,552 |
| Apr12 |
111212 |
88.750 |
89.300 |
88.100 |
88.700 |
-0.050 |
6,073 |
62,677 |
-629 |
| May12 |
111212 |
94.550 |
95.400 |
94.250 |
95.400 |
+0.750 |
82 |
2,561 |
+1 |
| Jun12 |
111212 |
95.600 |
96.080 |
95.080 |
95.700 |
+0.220 |
6,334 |
46,257 |
+81 |
| Jul12 |
111212 |
95.250 |
95.800 |
94.750 |
95.700 |
+0.300 |
2,462 |
12,045 |
+719 |
| Aug12 |
111212 |
94.000 |
94.135 |
93.350 |
94.050 |
unch |
1,710 |
14,179 |
+46 |
| Oct12 |
111212 |
82.830 |
83.800 |
82.700 |
83.650 |
unch |
887 |
8,850 |
+213 |
| Total Volume and Open Interest |
40,539 |
254,469 |
-2,718 |
| Class III Milk(CME) |
| Dec11 |
111212 |
18.59 |
18.60 |
18.55 |
18.56 |
-0.03 |
261 |
5,789 |
+42 |
| Jan12 |
111212 |
16.85 |
16.89 |
16.56 |
16.75 |
-0.11 |
358 |
5,154 |
+108 |
| Feb12 |
111212 |
16.88 |
16.95 |
16.70 |
16.88 |
+0.02 |
133 |
3,822 |
+30 |
| Mar12 |
111212 |
16.83 |
16.87 |
16.70 |
16.87 |
+0.04 |
170 |
3,283 |
+98 |
| Apr12 |
111212 |
16.75 |
16.89 |
16.68 |
16.82 |
+0.07 |
62 |
2,448 |
+29 |
| Total Volume and Open Interest |
1,190 |
32,887 |
+418 |
| Cocoa(ICE) |
| Dec11 |
111212 |
1947 |
2021 |
1947 |
2021 |
+85 |
8 |
66 |
-5 |
| Mar12 |
111212 |
2057 |
2246 |
1983 |
2181 |
+114 |
12,354 |
83,796 |
+2,025 |
| May12 |
111212 |
2086 |
2259 |
2005 |
2193 |
+107 |
2,664 |
34,259 |
+635 |
| Jul12 |
111212 |
2067 |
2274 |
2027 |
2210 |
+106 |
1,246 |
15,558 |
+136 |
| Sep12 |
111212 |
2113 |
2260 |
2038 |
2217 |
+101 |
676 |
13,691 |
+543 |
| Dec12 |
111212 |
2119 |
2289 |
2064 |
2226 |
+103 |
188 |
13,682 |
+83 |
| Mar13 |
111212 |
2129 |
2300 |
2057 |
2242 |
+106 |
30 |
4,590 |
+18 |
| Total Volume and Open Interest |
17,180 |
168,638 |
+3,448 |
| Coffee "C"(ICE) |
| Dec11 |
111212 |
224.00 |
224.00 |
218.00 |
218.50 |
-6.15 |
10 |
80 |
-4 |
| Mar12 |
111212 |
227.15 |
227.60 |
220.20 |
221.05 |
-6.70 |
7,214 |
57,228 |
-677 |
| May12 |
111212 |
229.55 |
229.95 |
223.05 |
223.85 |
-6.65 |
1,183 |
23,195 |
+38 |
| Jul12 |
111212 |
230.90 |
230.90 |
225.65 |
226.45 |
-6.35 |
882 |
6,767 |
-353 |
| Sep12 |
111212 |
231.65 |
231.65 |
228.25 |
228.30 |
-6.15 |
543 |
5,914 |
+58 |
| Dec12 |
111212 |
230.10 |
231.95 |
230.00 |
230.05 |
-5.80 |
57 |
6,590 |
-29 |
| Total Volume and Open Interest |
9,901 |
100,968 |
-961 |
| Orange Juice(ICE) |
| Jan12 |
111212 |
170.00 |
170.35 |
163.50 |
166.25 |
-3.70 |
1,821 |
16,806 |
-538 |
| Mar12 |
111212 |
166.75 |
166.75 |
160.00 |
162.40 |
-3.25 |
645 |
9,828 |
+459 |
| May12 |
111212 |
164.35 |
164.35 |
160.00 |
161.70 |
-3.25 |
9 |
1,818 |
-3 |
| Jul12 |
111212 |
163.70 |
163.70 |
160.75 |
162.00 |
-3.10 |
20 |
641 |
+20 |
| Sep12 |
111212 |
161.70 |
161.70 |
161.70 |
161.70 |
-3.10 |
0 |
58 |
+0 |
| Nov12 |
111212 |
160.90 |
160.90 |
160.90 |
160.90 |
-3.10 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
2,495 |
29,173 |
-62 |
| Sugar #11(ICE) |
| Mar12 |
111212 |
23.46 |
23.89 |
23.17 |
23.29 |
-0.11 |
55,063 |
211,656 |
-5,996 |
| May12 |
111212 |
23.11 |
23.41 |
22.73 |
22.88 |
-0.08 |
14,408 |
92,767 |
-105 |
| Jul12 |
111212 |
22.53 |
22.96 |
22.32 |
22.49 |
-0.05 |
9,993 |
93,041 |
+1,881 |
| Oct12 |
111212 |
22.66 |
23.03 |
22.44 |
22.61 |
-0.04 |
4,581 |
48,862 |
+821 |
| Mar13 |
111212 |
23.04 |
23.39 |
22.85 |
23.02 |
-0.04 |
1,745 |
30,889 |
-55 |
| Total Volume and Open Interest |
87,927 |
525,718 |
-3,485 |
| London Cocoa(LCE) |
| Dec11 |
111212 |
1281 |
1383 |
1232 |
1362 |
+81 |
26,236 |
15,203 |
-12,526 |
| Mar12 |
111212 |
1330 |
1464 |
1287 |
1419 |
+81 |
31,924 |
79,766 |
+9,929 |
| May12 |
111212 |
1350 |
1467 |
1304 |
1434 |
+82 |
3,558 |
22,871 |
-41 |
| Jul12 |
111212 |
1364 |
1483 |
1323 |
1451 |
+80 |
2,127 |
25,935 |
+371 |
| Sep12 |
111212 |
1382 |
1493 |
1339 |
1467 |
+80 |
1,198 |
19,229 |
+184 |
| Dec12 |
111212 |
1400 |
1510 |
1352 |
1481 |
+80 |
426 |
13,356 |
+103 |
| Mar13 |
111212 |
1403 |
1500 |
1361 |
1493 |
+82 |
188 |
7,604 |
+41 |
| Total Volume and Open Interest |
65,796 |
186,712 |
-1,865 |
| London Sugar(LCE) |
| Mar12 |
111212 |
607.00 |
618.60 |
605.00 |
606.30 |
+1.10 |
3,759 |
25,331 |
+55 |
| May12 |
111212 |
598.60 |
609.70 |
596.40 |
597.90 |
+0.70 |
433 |
7,794 |
+86 |
| Aug12 |
111212 |
593.70 |
599.70 |
588.00 |
591.40 |
+2.10 |
397 |
10,152 |
+56 |
| Oct12 |
111212 |
595.50 |
598.10 |
589.50 |
592.40 |
+2.20 |
248 |
3,803 |
+33 |
| Dec12 |
111212 |
598.50 |
601.00 |
592.60 |
595.00 |
+0.90 |
37 |
1,432 |
+12 |
| Total Volume and Open Interest |
4,952 |
49,669 |
+283 |
| Cotton(ICE) |
| Mar12 |
111212 |
90.45 |
90.84 |
87.06 |
87.16 |
-3.27 |
4,321 |
90,156 |
-475 |
| May12 |
111212 |
90.25 |
90.50 |
86.81 |
87.06 |
-2.99 |
1,146 |
22,287 |
+372 |
| Jul12 |
111212 |
90.60 |
90.60 |
86.40 |
86.89 |
-2.94 |
1,230 |
19,548 |
+706 |
| Oct12 |
111212 |
87.46 |
87.46 |
87.46 |
87.46 |
-2.92 |
2 |
84 |
+0 |
| Dec12 |
111212 |
87.10 |
87.15 |
85.63 |
86.05 |
-1.78 |
20 |
7,736 |
+3 |
| Mar13 |
111212 |
87.92 |
87.93 |
87.18 |
87.18 |
-1.58 |
1 |
426 |
+0 |
| Total Volume and Open Interest |
6,723 |
141,120 |
+605 |
| Lumber(CME) |
| Jan12 |
111212 |
238.2 |
241.1 |
229.6 |
229.7 |
-9.9 |
536 |
6,366 |
-101 |
| Mar12 |
111212 |
255.0 |
255.0 |
242.3 |
242.8 |
-9.2 |
292 |
4,531 |
-1 |
| May12 |
111212 |
268.6 |
268.6 |
262.0 |
262.0 |
-10.0 |
161 |
775 |
+77 |
| Jul12 |
111212 |
274.0 |
274.6 |
270.7 |
270.7 |
-7.8 |
4 |
264 |
+0 |
| Total Volume and Open Interest |
993 |
12,051 |
-25 |
| Crude Oil(NYM) |
| Jan12 |
111212 |
99.58 |
99.68 |
97.54 |
97.77 |
-1.64 |
340,677 |
213,171 |
-19,896 |
| Feb12 |
111212 |
99.76 |
99.87 |
97.74 |
97.99 |
-1.61 |
90,135 |
154,431 |
+14,556 |
| Mar12 |
111212 |
99.90 |
99.92 |
97.99 |
98.18 |
-1.57 |
56,258 |
118,946 |
+820 |
| Apr12 |
111212 |
100.02 |
100.02 |
98.19 |
98.37 |
-1.52 |
30,037 |
60,698 |
+2,968 |
| May12 |
111212 |
99.83 |
99.83 |
98.24 |
98.48 |
-1.45 |
23,219 |
57,665 |
+4,922 |
| Jun12 |
111212 |
99.62 |
99.80 |
98.13 |
98.42 |
-1.38 |
32,380 |
80,417 |
+2,418 |
| Jul12 |
111212 |
99.30 |
99.30 |
98.05 |
98.26 |
-1.31 |
5,257 |
35,470 |
-193 |
| Aug12 |
111212 |
99.12 |
99.12 |
97.85 |
98.04 |
-1.26 |
2,581 |
28,139 |
+1 |
| Sep12 |
111212 |
98.00 |
98.30 |
97.49 |
97.82 |
-1.22 |
4,915 |
31,350 |
+935 |
| Oct12 |
111212 |
97.58 |
97.75 |
97.30 |
97.62 |
-1.18 |
1,986 |
29,409 |
+249 |
| Nov12 |
111212 |
98.20 |
98.20 |
97.47 |
97.47 |
-1.14 |
1,625 |
30,810 |
+28 |
| Dec12 |
111212 |
98.44 |
98.44 |
96.89 |
97.29 |
-1.10 |
28,947 |
169,872 |
-381 |
| Jan13 |
111212 |
96.97 |
96.97 |
96.97 |
96.97 |
-1.07 |
1,414 |
30,108 |
-197 |
| Feb13 |
111212 |
96.65 |
96.65 |
96.65 |
96.65 |
-1.02 |
250 |
12,684 |
-45 |
| Mar13 |
111212 |
96.35 |
96.35 |
96.35 |
96.35 |
-0.96 |
295 |
12,331 |
-73 |
| Apr13 |
111212 |
96.05 |
96.05 |
96.05 |
96.05 |
-0.90 |
268 |
6,016 |
+25 |
| Total Volume and Open Interest |
647,193 |
1,327,354 |
+6,468 |
| e-miNY Crude Oil(NYM) |
| Dec11 |
111117 |
101.675 |
103.375 |
98.375 |
98.825 |
-3.775 |
7,409 |
2,981 |
+164 |
| Jan12 |
111212 |
99.725 |
99.725 |
97.525 |
97.775 |
-1.625 |
10,539 |
2,149 |
-82 |
| Feb12 |
111212 |
99.725 |
99.850 |
97.775 |
98.000 |
-1.600 |
615 |
445 |
+14 |
| Mar12 |
111212 |
99.650 |
99.650 |
98.000 |
98.175 |
-1.575 |
162 |
224 |
-1 |
| Apr12 |
111212 |
98.775 |
98.775 |
98.325 |
98.375 |
-1.525 |
4 |
218 |
-4 |
| May12 |
111212 |
98.475 |
98.475 |
98.475 |
98.475 |
-1.450 |
18 |
24 |
+18 |
| Jun12 |
111212 |
98.450 |
98.450 |
98.425 |
98.425 |
-1.375 |
2 |
19 |
+2 |
| Jul12 |
111212 |
98.250 |
98.250 |
98.250 |
98.250 |
-1.325 |
0 |
4 |
+0 |
| Aug12 |
111212 |
98.050 |
98.050 |
98.050 |
98.050 |
-1.250 |
0 |
5 |
+0 |
| Sep12 |
111212 |
97.825 |
97.825 |
97.825 |
97.825 |
-1.225 |
|
|
|
| Total Volume and Open Interest |
11,342 |
3,303 |
-55 |
| Heating Oil(NYM) |
| Jan12 |
111212 |
291.03 |
291.77 |
288.35 |
289.61 |
-1.64 |
63,286 |
78,801 |
-2,992 |
| Feb12 |
111212 |
291.85 |
292.70 |
289.54 |
290.55 |
-1.92 |
25,879 |
47,998 |
+3,314 |
| Mar12 |
111212 |
293.18 |
293.32 |
290.37 |
291.04 |
-2.25 |
20,137 |
37,045 |
+3,202 |
| Apr12 |
111212 |
290.07 |
292.48 |
290.00 |
290.61 |
-2.38 |
9,419 |
23,025 |
+521 |
| May12 |
111212 |
291.60 |
291.80 |
289.69 |
290.08 |
-2.54 |
6,621 |
17,179 |
+1,048 |
| Jun12 |
111212 |
290.70 |
291.94 |
289.10 |
289.56 |
-2.65 |
10,114 |
34,106 |
+334 |
| Jul12 |
111212 |
289.76 |
291.28 |
289.40 |
289.90 |
-2.72 |
1,162 |
9,969 |
+212 |
| Aug12 |
111212 |
291.05 |
291.68 |
289.90 |
290.30 |
-2.76 |
949 |
4,470 |
+179 |
| Sep12 |
111212 |
292.67 |
292.75 |
290.95 |
290.95 |
-2.81 |
895 |
6,515 |
+60 |
| Oct12 |
111212 |
292.51 |
293.26 |
291.95 |
291.95 |
-2.86 |
495 |
2,418 |
+15 |
| Nov12 |
111212 |
293.57 |
294.69 |
292.85 |
292.85 |
-2.96 |
429 |
1,802 |
+76 |
| Dec12 |
111212 |
294.30 |
295.40 |
293.45 |
293.55 |
-3.06 |
1,487 |
18,391 |
+79 |
| Total Volume and Open Interest |
140,908 |
284,381 |
+6,046 |
| Gasoline(NYMEX) |
| Jan12 |
111212 |
259.95 |
261.51 |
256.00 |
256.36 |
-3.25 |
45,504 |
67,862 |
-6,134 |
| Feb12 |
111212 |
260.95 |
262.41 |
257.45 |
257.76 |
-3.16 |
22,461 |
37,004 |
+848 |
| Mar12 |
111212 |
262.14 |
262.81 |
259.41 |
259.71 |
-3.16 |
17,272 |
37,677 |
+2,122 |
| Apr12 |
111212 |
275.92 |
277.08 |
273.48 |
273.59 |
-3.26 |
10,368 |
29,814 |
+1,092 |
| May12 |
111212 |
276.54 |
277.33 |
273.32 |
273.54 |
-3.27 |
9,776 |
20,524 |
-1,666 |
| Jun12 |
111212 |
274.92 |
275.91 |
271.57 |
271.81 |
-3.28 |
7,039 |
29,895 |
+616 |
| Jul12 |
111212 |
272.67 |
272.67 |
269.39 |
269.60 |
-3.34 |
2,279 |
8,518 |
+180 |
| Aug12 |
111212 |
267.90 |
269.00 |
267.29 |
267.29 |
-3.34 |
2,072 |
8,646 |
+115 |
| Sep12 |
111212 |
266.09 |
266.20 |
264.54 |
264.54 |
-3.33 |
1,690 |
7,004 |
+210 |
| Oct12 |
111212 |
253.46 |
253.46 |
251.84 |
251.84 |
-3.39 |
535 |
5,475 |
-149 |
| Total Volume and Open Interest |
122,274 |
271,864 |
-2,593 |
| e-miNY RBOB Gasoline(NYM) |
| Jan12 |
111212 |
256.40 |
256.40 |
256.36 |
256.40 |
-3.20 |
0 |
1 |
+0 |
| Feb12 |
111212 |
257.80 |
257.80 |
257.76 |
257.80 |
-3.10 |
0 |
1 |
+0 |
| Mar12 |
111212 |
259.70 |
259.71 |
259.70 |
259.70 |
-3.20 |
|
|
|
| Apr12 |
111212 |
273.60 |
273.60 |
273.59 |
273.60 |
-3.30 |
|
|
|
| Total Volume and Open Interest |
0 |
2 |
+0 |
| Natural Gas(NYM) |
| Jan12 |
111212 |
3.253 |
3.271 |
3.217 |
3.254 |
-0.063 |
171,867 |
201,659 |
-28,133 |
| Feb12 |
111212 |
3.299 |
3.305 |
3.255 |
3.294 |
-0.059 |
72,198 |
100,703 |
+2,658 |
| Mar12 |
111212 |
3.320 |
3.322 |
3.272 |
3.310 |
-0.057 |
84,850 |
157,139 |
+12,873 |
| Apr12 |
111212 |
3.370 |
3.370 |
3.310 |
3.354 |
-0.057 |
43,140 |
105,231 |
+2,598 |
| May12 |
111212 |
3.410 |
3.410 |
3.360 |
3.399 |
-0.056 |
20,986 |
53,977 |
+8,432 |
| Jun12 |
111212 |
3.467 |
3.467 |
3.407 |
3.441 |
-0.056 |
7,440 |
25,844 |
-197 |
| Jul12 |
111212 |
3.510 |
3.510 |
3.458 |
3.492 |
-0.055 |
6,029 |
22,286 |
+526 |
| Aug12 |
111212 |
3.510 |
3.532 |
3.482 |
3.518 |
-0.055 |
9,002 |
13,144 |
-2,734 |
| Sep12 |
111212 |
3.510 |
3.536 |
3.489 |
3.522 |
-0.055 |
5,050 |
16,488 |
+839 |
| Oct12 |
111212 |
3.584 |
3.584 |
3.528 |
3.558 |
-0.055 |
15,471 |
61,098 |
+2,990 |
| Nov12 |
111212 |
3.739 |
3.739 |
3.675 |
3.696 |
-0.054 |
5,339 |
26,900 |
+1,572 |
| Dec12 |
111212 |
4.010 |
4.010 |
3.948 |
3.973 |
-0.054 |
4,498 |
24,096 |
+261 |
| Jan13 |
111212 |
4.125 |
4.125 |
4.069 |
4.098 |
-0.052 |
6,845 |
32,311 |
-510 |
| Feb13 |
111212 |
4.082 |
4.105 |
4.068 |
4.090 |
-0.051 |
686 |
6,926 |
+66 |
| Mar13 |
111212 |
4.049 |
4.057 |
4.017 |
4.048 |
-0.046 |
870 |
14,890 |
+192 |
| Apr13 |
111212 |
3.961 |
3.985 |
3.941 |
3.967 |
-0.046 |
1,576 |
22,787 |
-75 |
| Total Volume and Open Interest |
462,039 |
946,348 |
+7,149 |
| Brent Crude Oil(ICE) |
| Jan12 |
111212 |
108.65 |
108.75 |
107.00 |
107.26 |
-1.36 |
172,097 |
106,707 |
-3,455 |
| Feb12 |
111212 |
108.51 |
108.55 |
106.93 |
107.08 |
-1.39 |
122,191 |
167,536 |
+1,255 |
| Mar12 |
111212 |
108.35 |
108.39 |
106.79 |
106.89 |
-1.43 |
62,393 |
115,519 |
+3,976 |
| Apr12 |
111212 |
108.23 |
108.24 |
106.65 |
106.74 |
-1.43 |
27,957 |
44,101 |
-314 |
| May12 |
111212 |
108.03 |
108.03 |
106.43 |
106.53 |
-1.43 |
16,976 |
26,698 |
+21 |
| Jun12 |
111212 |
107.77 |
107.87 |
106.21 |
106.32 |
-1.39 |
40,954 |
75,322 |
+2,981 |
| Jul12 |
111212 |
107.54 |
107.56 |
106.01 |
106.10 |
-1.36 |
6,670 |
18,710 |
-773 |
| Aug12 |
111212 |
106.84 |
106.94 |
105.74 |
105.85 |
-1.34 |
6,674 |
25,806 |
-617 |
| Sep12 |
111212 |
106.50 |
106.99 |
105.39 |
105.54 |
-1.31 |
8,158 |
34,972 |
+742 |
| Oct12 |
111212 |
105.25 |
105.26 |
105.25 |
105.26 |
-1.27 |
3,950 |
14,808 |
-65 |
| Nov12 |
111212 |
105.00 |
105.00 |
105.00 |
105.00 |
-1.22 |
3,092 |
16,740 |
-494 |
| Dec12 |
111212 |
105.52 |
106.12 |
104.47 |
104.68 |
-1.18 |
29,404 |
97,965 |
-498 |
| Jan13 |
111212 |
104.36 |
104.36 |
104.36 |
104.36 |
-1.15 |
696 |
12,058 |
+98 |
| Feb13 |
111212 |
104.00 |
104.00 |
104.00 |
104.00 |
-1.10 |
516 |
6,545 |
+138 |
| Total Volume and Open Interest |
520,597 |
923,490 |
+1,305 |
| Gas Oil(ICE) |
| Dec11 |
111212 |
931.25 |
932.00 |
922.00 |
932.00 |
unch |
43,237 |
37,344 |
-19,652 |
| Jan12 |
111212 |
925.75 |
926.25 |
915.00 |
923.00 |
-2.00 |
104,046 |
135,812 |
+860 |
| Feb12 |
111212 |
923.00 |
924.00 |
913.00 |
919.75 |
-3.00 |
49,595 |
72,392 |
+11,171 |
| Mar12 |
111212 |
921.50 |
922.25 |
911.75 |
917.00 |
-4.00 |
27,528 |
52,703 |
+2,401 |
| Apr12 |
111212 |
919.50 |
920.00 |
910.75 |
915.25 |
-4.50 |
13,266 |
25,246 |
+307 |
| May12 |
111212 |
919.00 |
919.50 |
910.50 |
914.25 |
-4.75 |
5,253 |
27,484 |
-14 |
| Jun12 |
111212 |
919.50 |
920.00 |
910.00 |
914.25 |
-4.75 |
13,933 |
47,720 |
-3,708 |
| Jul12 |
111212 |
919.50 |
920.75 |
912.00 |
915.75 |
-4.75 |
1,723 |
16,410 |
-56 |
| Aug12 |
111212 |
920.50 |
922.25 |
913.25 |
917.00 |
-4.75 |
1,973 |
13,580 |
+202 |
| Sep12 |
111212 |
921.25 |
921.25 |
914.00 |
917.75 |
-4.75 |
1,819 |
14,346 |
+681 |
| Total Volume and Open Interest |
269,658 |
535,696 |
-8,207 |
| Ethanol(CBOT) |
| Dec11 |
111205 |
2.503 |
2.503 |
2.485 |
2.500 |
-0.003 |
88 |
204 |
-29 |
| Jan12 |
111212 |
2.106 |
2.122 |
2.106 |
2.114 |
-0.001 |
106 |
1,231 |
-26 |
| Feb12 |
111212 |
2.080 |
2.095 |
2.080 |
2.087 |
-0.001 |
203 |
1,416 |
+132 |
| Mar12 |
111212 |
2.111 |
2.115 |
2.102 |
2.114 |
+0.001 |
193 |
1,653 |
+135 |
| Apr12 |
111212 |
2.128 |
2.128 |
2.128 |
2.128 |
-0.005 |
33 |
737 |
+5 |
| May12 |
111212 |
2.128 |
2.145 |
2.128 |
2.144 |
-0.001 |
241 |
928 |
+152 |
| Jun12 |
111212 |
2.140 |
2.151 |
2.138 |
2.151 |
-0.004 |
89 |
596 |
+30 |
| Jul12 |
111212 |
2.149 |
2.167 |
2.149 |
2.167 |
+0.003 |
47 |
809 |
+17 |
| Total Volume and Open Interest |
1,248 |
10,474 |
+502 |
| WTI Crude Oil(ICE) |
| Jan12 |
111212 |
99.54 |
99.63 |
97.54 |
97.77 |
-1.64 |
59,966 |
57,133 |
+986 |
| Feb12 |
111212 |
99.35 |
99.68 |
97.74 |
97.99 |
-1.61 |
16,330 |
59,814 |
-534 |
| Mar12 |
111212 |
99.68 |
99.68 |
97.98 |
98.18 |
-1.57 |
14,706 |
32,311 |
-548 |
| Apr12 |
111212 |
98.68 |
98.90 |
98.20 |
98.37 |
-1.52 |
8,104 |
25,064 |
-886 |
| May12 |
111212 |
99.74 |
99.74 |
98.43 |
98.48 |
-1.45 |
6,456 |
13,127 |
+1,936 |
| Jun12 |
111212 |
98.91 |
99.34 |
98.21 |
98.42 |
-1.38 |
14,319 |
48,519 |
+3,741 |
| Jul12 |
111212 |
98.13 |
98.54 |
98.03 |
98.26 |
-1.31 |
1,789 |
9,508 |
+424 |
| Aug12 |
111212 |
98.20 |
98.34 |
97.78 |
98.04 |
-1.26 |
711 |
7,032 |
-211 |
| Sep12 |
111212 |
97.67 |
98.08 |
97.54 |
97.82 |
-1.22 |
1,027 |
11,037 |
-258 |
| Oct12 |
111212 |
97.62 |
97.62 |
97.62 |
97.62 |
-1.18 |
376 |
5,371 |
+16 |
| Nov12 |
111212 |
97.47 |
97.47 |
97.47 |
97.47 |
-1.14 |
192 |
4,580 |
+26 |
| Dec12 |
111212 |
98.20 |
98.20 |
96.90 |
97.29 |
-1.10 |
8,903 |
61,974 |
+1,315 |
| Jan13 |
111212 |
96.97 |
96.97 |
96.97 |
96.97 |
-1.07 |
400 |
3,052 |
-392 |
| Feb13 |
111212 |
96.65 |
96.65 |
96.65 |
96.65 |
-1.02 |
0 |
649 |
+0 |
| Mar13 |
111212 |
96.35 |
96.35 |
96.35 |
96.35 |
-0.96 |
0 |
1,613 |
+0 |
| Apr13 |
111212 |
96.05 |
96.05 |
96.05 |
96.05 |
-0.90 |
0 |
389 |
+0 |
| Total Volume and Open Interest |
137,368 |
429,006 |
+5,350 |
| US Dollar Index(ICE) |
| Dec11 |
111212 |
78.780 |
79.705 |
78.690 |
79.580 |
+0.900 |
22,613 |
54,104 |
-506 |
| Mar12 |
111212 |
79.360 |
80.360 |
79.210 |
80.223 |
+1.053 |
3,856 |
2,220 |
+192 |
| Jun12 |
111212 |
80.723 |
80.723 |
80.723 |
80.723 |
+1.053 |
3 |
4 |
+2 |
| Total Volume and Open Interest |
26,472 |
56,328 |
-312 |
| Australian Dollar(CME) |
| Dec11 |
111212 |
101.82 |
102.07 |
100.43 |
100.56 |
-1.51 |
171,573 |
95,915 |
-3,011 |
| Mar12 |
111212 |
100.87 |
101.00 |
99.44 |
99.57 |
-1.50 |
13,718 |
52,656 |
+6,244 |
| Jun12 |
111212 |
99.06 |
100.28 |
98.80 |
98.80 |
-1.48 |
0 |
22 |
+0 |
| Total Volume and Open Interest |
185,291 |
148,714 |
+3,233 |
| British Pound(CME) |
| Dec11 |
111212 |
156.46 |
156.61 |
155.36 |
155.80 |
-0.81 |
103,543 |
158,135 |
-3,386 |
| Mar12 |
111212 |
156.36 |
156.47 |
155.24 |
155.66 |
-0.81 |
5,744 |
42,239 |
+3,118 |
| Jun12 |
111212 |
155.52 |
156.33 |
155.52 |
155.52 |
-0.81 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
109,287 |
200,389 |
-268 |
| Canadian Dollar(CME) |
| Dec11 |
111212 |
98.02 |
98.18 |
97.21 |
97.41 |
-0.77 |
96,012 |
112,508 |
-818 |
| Mar12 |
111212 |
97.87 |
97.98 |
97.02 |
97.21 |
-0.77 |
9,668 |
39,464 |
+4,301 |
| Jun12 |
111212 |
97.25 |
97.82 |
96.90 |
97.07 |
-0.75 |
298 |
1,894 |
-116 |
| Sep12 |
111212 |
96.98 |
97.74 |
96.98 |
96.98 |
-0.76 |
39 |
1,155 |
+25 |
| Total Volume and Open Interest |
106,027 |
155,268 |
+3,400 |
| Japanese Yen(CME) |
| Dec11 |
111212 |
128.84 |
129.01 |
128.19 |
128.37 |
-0.64 |
106,935 |
142,674 |
-1,942 |
| Mar12 |
111212 |
129.09 |
129.31 |
128.49 |
128.67 |
-0.64 |
19,726 |
47,255 |
+13,091 |
| Jun12 |
111212 |
129.00 |
129.53 |
128.95 |
128.95 |
-0.58 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
126,663 |
189,975 |
+11,149 |
| Swiss Franc(CME) |
| Dec11 |
111212 |
107.96 |
108.19 |
106.52 |
106.75 |
-1.44 |
37,584 |
40,144 |
+1,349 |
| Mar12 |
111212 |
108.15 |
108.40 |
106.69 |
106.96 |
-1.44 |
4,074 |
7,023 |
+2,414 |
| Jun12 |
111212 |
107.32 |
108.66 |
107.21 |
107.21 |
-1.45 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
41,658 |
47,177 |
+3,763 |
| EuroFX(CME) |
| Dec11 |
111212 |
133.61 |
133.77 |
131.63 |
131.86 |
-1.85 |
366,724 |
249,839 |
-4,937 |
| Mar12 |
111212 |
133.70 |
133.86 |
131.77 |
132.00 |
-1.81 |
32,736 |
57,707 |
+16,599 |
| Jun12 |
111212 |
132.76 |
133.89 |
131.95 |
132.09 |
-1.80 |
348 |
1,218 |
+108 |
| Total Volume and Open Interest |
399,808 |
308,786 |
+11,769 |
| Mexican Peso(CME) |
| Dec11 |
111212 |
737.8 |
737.8 |
719.8 |
722.0 |
-13.2 |
43,601 |
72,474 |
+1,563 |
| Jan12 |
111212 |
720.2 |
733.5 |
720.2 |
720.2 |
-13.2 |
0 |
95 |
+0 |
| Total Volume and Open Interest |
51,272 |
131,218 |
+3,352 |
| Brazilian Real(CME) |
| Jan12 |
111212 |
540.75 |
540.80 |
540.75 |
540.80 |
-9.00 |
1 |
10,740 |
+0 |
| Feb12 |
111212 |
537.85 |
537.85 |
537.85 |
537.85 |
-8.55 |
|
|
|
| Mar12 |
111212 |
534.85 |
534.85 |
534.85 |
534.85 |
-8.15 |
59 |
2,524 |
-15 |
| Apr12 |
111212 |
532.25 |
532.25 |
532.25 |
532.25 |
-8.15 |
|
|
|
| Total Volume and Open Interest |
60 |
28,595 |
-15 |
| 30-Year T-Bonds(CBOT) |
| Dec11 |
111212 |
141~100 |
142~220 |
141~080 |
142~140 |
+0~300 |
9,526 |
13,473 |
-2,884 |
| Mar12 |
111212 |
141~020 |
142~140 |
140~250 |
142~040 |
+0~310 |
325,738 |
578,762 |
+2,051 |
| Jun12 |
111212 |
140~230 |
140~230 |
139~230 |
140~220 |
+0~310 |
273 |
144 |
+15 |
| Total Volume and Open Interest |
335,537 |
592,379 |
-818 |
| 10-Year T-Notes(CBOT) |
| Dec11 |
111212 |
130~160 |
131~040 |
130~160 |
131~010 |
+0~125 |
20,372 |
49,436 |
-6,465 |
| Mar12 |
111212 |
129~250 |
130~110 |
129~210 |
130~065 |
+0~115 |
1,025,848 |
1,396,488 |
+20,557 |
| Jun12 |
111212 |
129~065 |
129~065 |
128~270 |
129~065 |
+0~115 |
|
|
|
| Total Volume and Open Interest |
1,046,220 |
1,445,924 |
+14,092 |
| 5-Year T-Notes(CBOT) |
| Dec11 |
111212 |
123~042 |
123~069 |
123~042 |
123~062 |
+0~011 |
15,535 |
56,243 |
-5,676 |
| Mar12 |
111212 |
123~000 |
123~028 |
122~119 |
123~017 |
+0~013 |
492,838 |
1,263,666 |
+33,101 |
| Jun12 |
111212 |
122~041 |
122~041 |
122~028 |
122~041 |
+0~013 |
|
|
|
| Total Volume and Open Interest |
508,373 |
1,319,909 |
+27,425 |
| 2 Year T-Notes(CBOT) |
| Dec11 |
111212 |
110~032 |
110~034 |
110~031 |
110~033 |
+0~002 |
4,235 |
28,095 |
-1,136 |
| Mar12 |
111212 |
110~042 |
110~044 |
110~040 |
110~043 |
+0~002 |
147,634 |
669,163 |
+10,777 |
| Jun12 |
111212 |
110~015 |
110~015 |
110~013 |
110~015 |
+0~002 |
|
|
|
| Total Volume and Open Interest |
151,869 |
697,258 |
+9,641 |
| Eurodollars(CME) |
| Dec11 |
111212 |
99.445 |
99.450 |
99.438 |
99.448 |
unch |
161,691 |
983,505 |
+10,216 |
| Mar12 |
111212 |
99.385 |
99.390 |
99.360 |
99.370 |
-0.020 |
216,232 |
912,511 |
+6,178 |
| Jun12 |
111212 |
99.350 |
99.360 |
99.320 |
99.325 |
-0.030 |
209,180 |
1,091,535 |
-894 |
| Sep12 |
111212 |
99.345 |
99.350 |
99.305 |
99.310 |
-0.035 |
153,187 |
779,824 |
+428 |
| Dec12 |
111212 |
99.345 |
99.350 |
99.305 |
99.310 |
-0.035 |
142,889 |
761,024 |
+2,943 |
| Mar13 |
111212 |
99.355 |
99.360 |
99.315 |
99.320 |
-0.035 |
142,555 |
770,932 |
+320 |
| Jun13 |
111212 |
99.320 |
99.340 |
99.305 |
99.310 |
-0.030 |
122,372 |
577,957 |
+8,879 |
| Sep13 |
111212 |
99.290 |
99.310 |
99.275 |
99.280 |
-0.025 |
93,003 |
449,601 |
+4,263 |
| Dec13 |
111212 |
99.220 |
99.235 |
99.200 |
99.210 |
-0.015 |
92,781 |
526,673 |
+4,856 |
| Mar14 |
111212 |
99.105 |
99.120 |
99.090 |
99.100 |
-0.010 |
73,083 |
372,287 |
+6,792 |
| Jun14 |
111212 |
98.940 |
98.965 |
98.930 |
98.945 |
unch |
62,401 |
301,272 |
-3,036 |
| Sep14 |
111212 |
98.755 |
98.795 |
98.750 |
98.770 |
+0.010 |
60,202 |
215,885 |
+1,702 |
| Dec14 |
111212 |
98.555 |
98.605 |
98.555 |
98.585 |
+0.020 |
48,830 |
177,562 |
+2,362 |
| Mar15 |
111212 |
98.380 |
98.435 |
98.370 |
98.415 |
+0.030 |
27,298 |
135,116 |
+962 |
| Jun15 |
111212 |
6.450 |
6.510 |
6.435 |
6.490 |
+0.035 |
20,331 |
112,682 |
+150 |
| Sep15 |
111212 |
6.270 |
6.330 |
6.245 |
6.315 |
+0.045 |
18,787 |
76,151 |
+44 |
| Dec15 |
111212 |
6.075 |
6.140 |
6.050 |
6.130 |
+0.050 |
11,954 |
49,076 |
-355 |
| Mar16 |
111212 |
5.920 |
5.985 |
5.915 |
5.975 |
+0.050 |
10,284 |
46,026 |
+361 |
| Total Volume and Open Interest |
1,693,434 |
8,547,317 |
+46,794 |
| 30 Day Federal Funds(CBOT) |
| Dec11 |
111212 |
99.920 |
99.925 |
99.920 |
99.920 |
unch |
6,380 |
69,249 |
-3,135 |
| Jan12 |
111212 |
99.915 |
99.915 |
99.910 |
99.910 |
unch |
2,084 |
65,609 |
-110 |
| Feb12 |
111212 |
99.905 |
99.910 |
99.905 |
99.905 |
unch |
994 |
53,998 |
+407 |
| Mar12 |
111212 |
99.895 |
99.905 |
99.895 |
99.895 |
unch |
873 |
32,841 |
+314 |
| Apr12 |
111212 |
99.890 |
99.890 |
99.885 |
99.885 |
unch |
1,859 |
38,489 |
-784 |
| May12 |
111212 |
99.880 |
99.880 |
99.875 |
99.875 |
unch |
1,826 |
45,368 |
-514 |
| Total Volume and Open Interest |
24,346 |
566,028 |
-1,996 |
| 30 Day Fed Funds(e-CBOT) |
| 3-Mth Euro-Yen(CME) |
| Dec11 |
111212 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
327 |
+0 |
| Mar12 |
111212 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
300 |
+0 |
| Jun12 |
111212 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
| Sep12 |
111212 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
| Dec12 |
111212 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
| Mar13 |
111212 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
| Jun13 |
111212 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
| Sep13 |
111212 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
| Dec13 |
111212 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
| Mar14 |
111212 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
627 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Dec11 |
111209 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
10 |
4,632 |
+0 |
| Mar12 |
111209 |
99.67 |
99.67 |
99.66 |
99.66 |
unch |
10 |
1,937 |
+0 |
| Jun12 |
111209 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,440 |
+0 |
| Sep12 |
111209 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
711 |
+0 |
| Dec12 |
111209 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
135 |
+0 |
| Mar13 |
111209 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
| Jun13 |
111209 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
1 |
208 |
+1 |
| Sep13 |
111209 |
99.63 |
99.63 |
99.62 |
99.62 |
+0.14 |
|
|
|
| Total Volume and Open Interest |
21 |
9,197 |
+1 |
| Japanese Gov't Bonds(SGX) |
| Mar12 |
111209 |
141.73 |
142.09 |
141.70 |
142.04 |
+0.49 |
11,692 |
13,501 |
+9,242 |
| Jun12 |
111209 |
139.95 |
139.95 |
139.95 |
139.95 |
+0.49 |
|
|
|
| Sep12 |
111209 |
137.86 |
137.86 |
137.86 |
137.86 |
+0.49 |
|
|
|
| Total Volume and Open Interest |
24,477 |
25,870 |
+5,372 |
| Euro-Bund(EUREX) |
| Dec11 |
111208 |
135.52 |
135.73 |
135.23 |
135.54 |
+0.03 |
1,163,064 |
282,129 |
-237,436 |
| Mar12 |
111212 |
135.22 |
136.83 |
135.22 |
136.54 |
+1.17 |
673,339 |
842,290 |
-3,538 |
| Jun12 |
111212 |
134.18 |
135.13 |
134.18 |
134.88 |
+1.17 |
113 |
124 |
+94 |
| Total Volume and Open Interest |
703,999 |
842,414 |
-15,897 |
| Euro-Bobl(EUREX) |
| Dec11 |
111208 |
123.35 |
123.55 |
123.25 |
123.51 |
+0.24 |
782,610 |
216,151 |
-191,867 |
| Mar12 |
111212 |
123.40 |
124.12 |
123.40 |
123.97 |
+0.56 |
476,183 |
646,952 |
+8,734 |
| Jun12 |
111212 |
124.01 |
124.01 |
124.01 |
124.01 |
+0.56 |
|
|
|
| Total Volume and Open Interest |
497,705 |
646,952 |
-9,535 |
| 3-Mth Euribor(EUREX) |
| Dec11 |
111212 |
98.585 |
98.585 |
98.585 |
98.585 |
unch |
108 |
1,604 |
-100 |
| Mar12 |
111212 |
98.825 |
98.825 |
98.820 |
98.820 |
-0.005 |
1,158 |
1,974 |
-43 |
| Jun12 |
111212 |
98.960 |
98.960 |
98.960 |
98.960 |
+0.020 |
0 |
1,127 |
+0 |
| Total Volume and Open Interest |
1,285 |
8,254 |
-136 |
| Long Gilt(LIFFE) |
| Dec11 |
111212 |
132~19 |
132~26 |
132~13 |
132~23 |
+0~23 |
1,732 |
16,901 |
-828 |
| Mar12 |
111212 |
115~16 |
116~00 |
115~12 |
115~22 |
+0~20 |
131,426 |
297,398 |
+6,151 |
| Total Volume and Open Interest |
133,158 |
314,299 |
+5,323 |
| 3-Mth Short Sterling(LIFFE) |
| Dec11 |
111212 |
98.94 |
98.94 |
98.92 |
98.93 |
unch |
33,843 |
323,744 |
+6,053 |
| Mar12 |
111212 |
98.90 |
98.92 |
98.86 |
98.87 |
-0.03 |
62,124 |
313,496 |
-3,161 |
| Jun12 |
111212 |
98.93 |
98.96 |
98.89 |
98.90 |
-0.03 |
64,982 |
218,279 |
-48 |
| Sep12 |
111212 |
98.97 |
99.00 |
98.93 |
98.93 |
-0.03 |
87,325 |
212,688 |
+9,644 |
| Dec12 |
111212 |
98.98 |
99.01 |
98.94 |
98.94 |
-0.02 |
83,637 |
187,493 |
+5,019 |
| Mar13 |
111212 |
98.98 |
99.03 |
98.96 |
98.97 |
unch |
61,707 |
188,372 |
+5,069 |
| Total Volume and Open Interest |
506,036 |
2,009,936 |
+20,676 |
| 3-Mth Euribor(LIFFE) |
| Dec11 |
111212 |
98.585 |
98.595 |
98.575 |
98.585 |
unch |
383,353 |
671,807 |
-14,165 |
| Mar12 |
111212 |
98.825 |
98.845 |
98.800 |
98.820 |
-0.005 |
278,453 |
517,976 |
+996 |
| Jun12 |
111212 |
98.950 |
98.985 |
98.935 |
98.960 |
+0.015 |
172,623 |
393,533 |
+714 |
| Total Volume and Open Interest |
1,545,269 |
3,507,029 |
-19,398 |
| 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 |
111212 |
96.27 |
96.29 |
96.21 |
96.22 |
-0.05 |
31,168 |
242,202 |
+3,378 |
| Jun12 |
111212 |
96.63 |
96.65 |
96.55 |
96.56 |
-0.07 |
23,209 |
174,381 |
+6,417 |
| Sep12 |
111212 |
96.62 |
96.63 |
96.55 |
96.56 |
-0.06 |
10,402 |
112,626 |
+2,668 |
| Dec12 |
111212 |
96.51 |
96.51 |
96.43 |
96.44 |
-0.07 |
4,106 |
66,152 |
+549 |
| Mar13 |
111212 |
96.41 |
96.42 |
96.34 |
96.34 |
-0.07 |
4,263 |
52,790 |
-1,627 |
| Jun13 |
111212 |
96.31 |
96.32 |
96.23 |
96.24 |
-0.08 |
2,221 |
44,016 |
+769 |
| Sep13 |
111212 |
96.17 |
96.18 |
96.13 |
96.13 |
-0.08 |
3,247 |
24,076 |
+2,664 |
| Dec13 |
111212 |
96.08 |
96.09 |
96.01 |
96.01 |
-0.12 |
2,785 |
12,157 |
+2,396 |
| Mar14 |
111212 |
96.00 |
96.00 |
95.93 |
95.93 |
-0.14 |
209 |
1,327 |
+195 |
| Total Volume and Open Interest |
81,694 |
729,893 |
+15,323 |
| 10-Year Aus T-Bonds(SFE) |
| Dec11 |
111212 |
96.16 |
96.17 |
96.07 |
96.07 |
-0.09 |
51,071 |
375,070 |
+11,689 |
| Mar12 |
111212 |
96.18 |
96.18 |
96.06 |
96.09 |
-0.09 |
16,341 |
22,741 |
+11,346 |
| Total Volume and Open Interest |
67,412 |
397,811 |
+23,035 |
| 3-Year Aus T-Bonds(SFE) |
| Dec11 |
111212 |
96.91 |
96.93 |
96.83 |
96.85 |
-0.07 |
143,669 |
516,481 |
+3,670 |
| Mar12 |
111212 |
97.00 |
97.00 |
96.92 |
96.93 |
-0.07 |
8,383 |
11,134 |
+6,930 |
| Total Volume and Open Interest |
152,052 |
527,615 |
+10,600 |
| Gold(CMX) |
| Dec11 |
111212 |
1707.5 |
1708.2 |
1659.5 |
1664.2 |
-48.6 |
942 |
1,356 |
+496 |
| Feb12 |
111212 |
1716.8 |
1718.6 |
1660.3 |
1668.2 |
-48.6 |
173,374 |
262,295 |
-2 |
| Apr12 |
111212 |
1718.8 |
1719.7 |
1664.0 |
1670.4 |
-48.8 |
6,779 |
34,431 |
+5 |
| Jun12 |
111212 |
1720.4 |
1723.3 |
1666.9 |
1672.7 |
-49.0 |
3,430 |
23,035 |
-65 |
| Aug12 |
111212 |
1706.8 |
1706.8 |
1668.0 |
1674.9 |
-49.3 |
588 |
13,567 |
+43 |
| Oct12 |
111212 |
1711.2 |
1712.9 |
1672.6 |
1677.2 |
-49.4 |
699 |
8,648 |
+388 |
| Dec12 |
111212 |
1725.0 |
1725.0 |
1673.0 |
1679.5 |
-49.6 |
454 |
22,066 |
+5 |
| Feb13 |
111212 |
1686.4 |
1686.4 |
1681.5 |
1682.1 |
-49.7 |
21 |
2,930 |
-9 |
| Apr13 |
111212 |
1687.9 |
1687.9 |
1684.7 |
1684.7 |
-49.8 |
0 |
1,379 |
+0 |
| Jun13 |
111212 |
1687.6 |
1687.6 |
1687.6 |
1687.6 |
-49.9 |
781 |
9,566 |
+667 |
| Aug13 |
111212 |
1690.9 |
1690.9 |
1690.9 |
1690.9 |
-50.0 |
0 |
45 |
+0 |
| Oct13 |
111212 |
1694.4 |
1694.4 |
1694.4 |
1694.4 |
-50.1 |
|
|
|
| Total Volume and Open Interest |
190,009 |
424,242 |
+2,150 |
| Silver(CMX) |
| Dec11 |
111212 |
3175.5 |
3175.5 |
3093.5 |
3093.5 |
-123.8 |
161 |
391 |
-23 |
| Mar12 |
111212 |
3225.0 |
3230.0 |
3092.0 |
3100.2 |
-125.1 |
51,194 |
54,100 |
+417 |
| May12 |
111212 |
3195.5 |
3195.5 |
3100.0 |
3105.4 |
-125.2 |
1,957 |
6,976 |
+761 |
| Jul12 |
111212 |
3120.5 |
3120.5 |
3109.0 |
3109.7 |
-125.4 |
633 |
2,954 |
+240 |
| Sep12 |
111212 |
3135.0 |
3135.0 |
3110.0 |
3113.2 |
-125.5 |
232 |
1,952 |
+124 |
| Dec12 |
111212 |
3154.5 |
3154.5 |
3115.0 |
3117.6 |
-125.7 |
345 |
13,183 |
+145 |
| Mar13 |
111212 |
3116.0 |
3116.0 |
3116.0 |
3116.0 |
-125.7 |
25 |
1,157 |
+2 |
| Total Volume and Open Interest |
56,186 |
96,761 |
+1,762 |
| Platinum(NYMEX) |
| Jan12 |
111212 |
1513.1 |
1520.0 |
1483.4 |
1486.9 |
-28.9 |
9,587 |
32,215 |
-316 |
| Apr12 |
111212 |
1521.7 |
1525.1 |
1490.8 |
1494.2 |
-29.1 |
977 |
9,987 |
+643 |
| Jul12 |
111212 |
1498.5 |
1499.5 |
1498.1 |
1498.6 |
-28.6 |
16 |
504 |
+13 |
| Oct12 |
111212 |
1502.6 |
1502.6 |
1502.1 |
1502.6 |
-28.6 |
0 |
59 |
+0 |
| Total Volume and Open Interest |
10,580 |
42,767 |
+340 |
| Palladium(NYMEX) |
| Dec11 |
111212 |
655.60 |
661.00 |
655.60 |
661.00 |
-23.65 |
10 |
724 |
+3 |
| Mar12 |
111212 |
29.49 |
29.54 |
653.25 |
7.64 |
-23.50 |
3,852 |
17,788 |
+61 |
| Jun12 |
111212 |
10.64 |
10.64 |
2.79 |
9.14 |
-23.30 |
14 |
337 |
+4 |
| Total Volume and Open Interest |
3,876 |
18,979 |
+68 |
| Copper(CMX) |
| Dec11 |
111212 |
350.45 |
350.45 |
343.80 |
345.45 |
-9.25 |
894 |
2,183 |
-191 |
| Mar12 |
111212 |
356.70 |
357.15 |
343.50 |
346.40 |
-9.35 |
47,224 |
69,290 |
-889 |
| May12 |
111212 |
357.60 |
357.60 |
344.75 |
347.65 |
-9.35 |
1,300 |
20,133 |
+754 |
| Jul12 |
111212 |
348.90 |
349.65 |
347.70 |
348.45 |
-9.30 |
330 |
5,446 |
-58 |
| Sep12 |
111212 |
349.60 |
349.60 |
348.10 |
349.00 |
-9.30 |
13 |
3,387 |
+10 |
| Total Volume and Open Interest |
51,146 |
112,606 |
+291 |
| DJIA Index(CBOT) |
| Dec11 |
111212 |
12170 |
12170 |
11940 |
12011 |
-199 |
2,404 |
17,524 |
-159 |
| Mar12 |
111212 |
12143 |
12143 |
11870 |
11943 |
-200 |
2,203 |
4,480 |
+2,368 |
| Jun12 |
111212 |
11876 |
12076 |
11876 |
11876 |
-200 |
0 |
400 |
+0 |
| Sep12 |
111212 |
11813 |
12013 |
11813 |
11813 |
-200 |
|
|
|
| Total Volume and Open Interest |
4,607 |
22,404 |
+2,209 |
| E-mini DJIA Index(CBOT) |
| Dec11 |
111212 |
12194 |
12220 |
11932 |
12011 |
-199 |
135,583 |
88,596 |
-829 |
| Mar12 |
111212 |
12129 |
12153 |
11864 |
11943 |
-200 |
51,706 |
22,342 |
+12,094 |
| Jun12 |
111212 |
11876 |
11876 |
11876 |
11876 |
-200 |
7 |
22 |
+2 |
| Sep12 |
111212 |
11813 |
11813 |
11813 |
11813 |
-200 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
187,296 |
110,969 |
+11,267 |
| S & P 500(CME) |
| Dec11 |
111212 |
1244.00 |
1244.00 |
1227.00 |
1235.20 |
-23.60 |
38,740 |
263,101 |
-20,787 |
| Mar12 |
111212 |
1250.70 |
1254.30 |
1220.80 |
1229.30 |
-23.70 |
39,500 |
70,150 |
+24,214 |
| Jun12 |
111212 |
1223.80 |
1223.80 |
1215.50 |
1223.80 |
-23.70 |
470 |
3,339 |
+66 |
| Sep12 |
111212 |
1218.50 |
1218.50 |
1210.20 |
1218.50 |
-23.70 |
254 |
913 |
+143 |
| Total Volume and Open Interest |
78,964 |
337,604 |
+3,636 |
| S & P 500 E-Mini(Globex) |
| Dec11 |
111212 |
1256.00 |
1260.50 |
1226.00 |
1235.25 |
-23.50 |
2,442,801 |
2,388,218 |
-265,960 |
| Mar12 |
111212 |
1250.25 |
1254.50 |
1220.00 |
1229.25 |
-23.75 |
1,282,789 |
831,476 |
+418,066 |
| Total Volume and Open Interest |
3,725,698 |
3,223,799 |
+151,881 |
| NASDAQ 100(CME) |
| Dec11 |
111212 |
2296.00 |
2296.00 |
2275.00 |
2294.00 |
-28.00 |
1,015 |
29,095 |
-395 |
| Mar12 |
111212 |
2317.00 |
2321.30 |
2270.00 |
2290.50 |
-28.00 |
810 |
764 |
+448 |
| Jun12 |
111212 |
2287.50 |
2290.50 |
2287.50 |
2287.50 |
-28.00 |
|
|
|
| Total Volume and Open Interest |
1,825 |
29,859 |
+53 |
| NASDAQ 100 E-Mini(Globex) |
| Dec11 |
111212 |
2321.50 |
2325.50 |
2273.30 |
2294.00 |
-28.00 |
215,994 |
294,334 |
-20,028 |
| Mar12 |
111212 |
2316.00 |
2322.00 |
2270.30 |
2290.50 |
-28.00 |
105,370 |
43,203 |
+26,893 |
| Total Volume and Open Interest |
321,364 |
337,566 |
+6,865 |
| S & P Midcap 400(CME) |
| Dec11 |
111212 |
865.50 |
871.30 |
865.50 |
871.30 |
-15.80 |
97 |
6,208 |
+56 |
| Mar12 |
111212 |
861.00 |
868.60 |
860.50 |
868.60 |
-16.00 |
7 |
7 |
+7 |
| Jun12 |
111212 |
866.60 |
866.60 |
866.60 |
866.60 |
-16.00 |
|
|
|
| Total Volume and Open Interest |
104 |
6,215 |
+63 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar12 |
111212 |
8670 |
8685 |
8505 |
8555 |
-110 |
6,783 |
21,963 |
-2,927 |
| Jun12 |
111212 |
8510 |
8510 |
8475 |
8495 |
-115 |
|
|
|
| Total Volume and Open Interest |
11,292 |
35,801 |
-9,120 |
| Nikkei 225(SGX) |
| Dec11 |
111208 |
8730 |
8730 |
8610 |
8685 |
-20 |
146,620 |
217,883 |
+388 |
| Mar12 |
111212 |
8600 |
8615 |
8505 |
8615 |
+95 |
97,875 |
168,613 |
+34,319 |
| Jun12 |
111212 |
8560 |
8560 |
8540 |
8540 |
+95 |
12 |
14 |
-4 |
| Total Volume and Open Interest |
221,912 |
346,763 |
+4,077 |
| CAC 40(EURONEXT) |
| Dec11 |
111212 |
3169.5 |
3169.5 |
3075.0 |
3089.5 |
-81.5 |
128,213 |
289,311 |
+3,342 |
| Jan12 |
111212 |
3163.5 |
3163.5 |
3070.0 |
3084.0 |
-81.5 |
1,931 |
30,643 |
+1,348 |
| Feb12 |
111212 |
3134.0 |
3134.0 |
3087.5 |
3087.5 |
-86.0 |
5 |
14 |
+2 |
| Total Volume and Open Interest |
130,385 |
320,764 |
+4,780 |
| Hang Seng Index(HKFE) |
| Dec11 |
111212 |
18899 |
18925 |
18465 |
18489 |
-55 |
64,549 |
84,391 |
-1,195 |
| Jan12 |
111212 |
18881 |
18923 |
18470 |
18480 |
-67 |
520 |
1,176 |
+74 |
| Total Volume and Open Interest |
65,302 |
89,191 |
-999 |
| DAX(EUREX) |
| Dec11 |
111212 |
6001.5 |
6010.0 |
5759.0 |
5797.5 |
-192.5 |
209,350 |
161,295 |
-112 |
| Mar12 |
111212 |
6014.5 |
6014.5 |
5767.0 |
5805.5 |
-192.5 |
5,149 |
16,413 |
+2,129 |
| Jun12 |
111212 |
6025.5 |
6025.5 |
5795.0 |
5820.5 |
-193.0 |
884 |
3,012 |
+98 |
| Total Volume and Open Interest |
215,383 |
180,720 |
+2,115 |
| FT-SE 100(EURONEXT) |
| Dec11 |
111212 |
5546.00 |
5548.00 |
5406.00 |
5440.50 |
-95.00 |
141,238 |
582,378 |
-9,202 |
| Mar12 |
111212 |
5507.50 |
5508.00 |
5369.00 |
5402.50 |
-95.00 |
19,001 |
67,751 |
+11,542 |
| Jun12 |
111212 |
5358.50 |
5358.50 |
5358.50 |
5358.50 |
-95.00 |
500 |
1,841 |
+0 |
| Total Volume and Open Interest |
160,739 |
651,970 |
+2,340 |
| SPI 200(SFE) |
| Dec11 |
111212 |
4188.0 |
4278.0 |
4169.0 |
4260.0 |
+71.0 |
48,198 |
233,718 |
+4,427 |
| Mar12 |
111212 |
4207.0 |
4262.0 |
4154.0 |
4244.0 |
+72.0 |
3,725 |
6,939 |
+1,954 |
| Jun12 |
111212 |
4252.0 |
4252.0 |
4252.0 |
4252.0 |
+74.0 |
176 |
1,704 |
+175 |
| Total Volume and Open Interest |
52,547 |
245,496 |
+6,749 |
| GSCI(CME) |
| Dec11 |
111212 |
640.00 |
640.00 |
639.00 |
639.00 |
-7.00 |
1,424 |
5,516 |
-1,346 |
| Jan12 |
111212 |
640.80 |
640.80 |
639.75 |
639.75 |
-7.20 |
1,341 |
2,760 |
+1,310 |
| Feb12 |
111212 |
641.25 |
641.25 |
641.25 |
641.25 |
-7.00 |
|
|
|
| Total Volume and Open Interest |
2,765 |
8,276 |
-36 |
| 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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