|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Tue December 13, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
111213 |
1112.00 |
1127.00 |
1106.25 |
1118.50 |
+6.50 |
154,898 |
181,819 |
-4,149 |
Mar12 |
111213 |
1122.00 |
1137.25 |
1117.75 |
1129.00 |
+6.75 |
80,597 |
138,420 |
+6,761 |
May12 |
111213 |
1133.00 |
1147.75 |
1127.00 |
1139.75 |
+7.00 |
24,347 |
92,076 |
+4,083 |
Jul12 |
111213 |
1142.25 |
1158.00 |
1138.25 |
1150.00 |
+7.00 |
20,517 |
74,433 |
+3,253 |
Aug12 |
111213 |
1148.00 |
1149.75 |
1142.50 |
1149.50 |
+7.00 |
188 |
1,222 |
+86 |
Sep12 |
111213 |
1150.00 |
1152.00 |
1138.00 |
1143.50 |
+5.50 |
116 |
887 |
+1 |
Nov12 |
111213 |
1136.00 |
1152.25 |
1134.75 |
1141.50 |
+4.50 |
6,236 |
52,824 |
+775 |
Total Volume and Open Interest |
287,704 |
559,020 |
+10,692 |
Soybean Meal(CBOT) |
Dec11 |
111213 |
278.80 |
286.00 |
277.60 |
282.20 |
+4.10 |
915 |
451 |
-491 |
Jan12 |
111213 |
280.00 |
284.70 |
277.90 |
283.40 |
+3.90 |
40,181 |
67,747 |
-135 |
Mar12 |
111213 |
284.40 |
289.40 |
282.50 |
287.90 |
+3.70 |
15,185 |
51,700 |
+2,326 |
May12 |
111213 |
288.20 |
293.20 |
287.30 |
291.70 |
+3.80 |
6,595 |
28,548 |
-510 |
Jul12 |
111213 |
291.70 |
296.90 |
290.20 |
295.40 |
+3.80 |
5,643 |
29,483 |
+1,159 |
Aug12 |
111213 |
295.00 |
296.90 |
293.90 |
296.70 |
+3.70 |
797 |
5,026 |
+138 |
Sep12 |
111213 |
295.20 |
298.00 |
293.90 |
297.40 |
+3.50 |
571 |
5,286 |
+47 |
Oct12 |
111213 |
295.00 |
296.20 |
293.50 |
296.20 |
+2.70 |
344 |
3,344 |
+46 |
Total Volume and Open Interest |
72,491 |
214,074 |
+3,855 |
Soybean Oil(CBOT) |
Dec11 |
111213 |
49.00 |
49.45 |
48.99 |
48.99 |
-0.07 |
178 |
251 |
-230 |
Jan12 |
111213 |
49.34 |
49.80 |
49.20 |
49.25 |
-0.07 |
64,473 |
100,442 |
-5,273 |
Mar12 |
111213 |
49.71 |
50.16 |
49.58 |
49.63 |
-0.09 |
31,720 |
106,437 |
+5,290 |
May12 |
111213 |
50.16 |
50.53 |
50.00 |
50.01 |
-0.09 |
8,416 |
46,836 |
+1,872 |
Jul12 |
111213 |
50.36 |
50.84 |
50.32 |
50.32 |
-0.08 |
4,372 |
33,912 |
+484 |
Aug12 |
111213 |
50.50 |
50.80 |
50.39 |
50.39 |
-0.08 |
224 |
4,302 |
+117 |
Sep12 |
111213 |
50.48 |
50.88 |
50.42 |
50.42 |
-0.05 |
80 |
4,913 |
+8 |
Oct12 |
111213 |
50.67 |
50.73 |
50.28 |
50.28 |
-0.12 |
58 |
4,774 |
+4 |
Total Volume and Open Interest |
110,462 |
319,943 |
+2,501 |
Canola(WCE) |
Jan12 |
111213 |
502.5 |
506.5 |
501.0 |
506.3 |
+5.4 |
12,028 |
42,721 |
-1,829 |
Mar12 |
111213 |
503.5 |
507.9 |
502.0 |
506.8 |
+5.4 |
6,590 |
55,039 |
+2,857 |
May12 |
111213 |
506.8 |
510.4 |
504.2 |
509.3 |
+5.1 |
1,547 |
16,473 |
+542 |
Jul12 |
111213 |
507.9 |
512.6 |
507.2 |
511.8 |
+4.8 |
867 |
13,133 |
+210 |
Nov12 |
111213 |
487.1 |
488.0 |
485.8 |
487.3 |
+1.9 |
620 |
16,749 |
+300 |
Total Volume and Open Interest |
21,667 |
144,584 |
+2,079 |
Corn(CBOT) |
Dec11 |
111213 |
585.75 |
592.00 |
583.50 |
588.50 |
+3.00 |
2,341 |
3,912 |
-1,307 |
Mar12 |
111213 |
594.00 |
601.50 |
591.50 |
594.50 |
+0.50 |
155,744 |
560,033 |
-175 |
May12 |
111213 |
602.75 |
609.75 |
600.25 |
603.25 |
+0.75 |
40,840 |
159,834 |
+1,421 |
Jul12 |
111213 |
609.25 |
615.25 |
606.25 |
609.25 |
+0.75 |
26,207 |
151,604 |
+2,401 |
Sep12 |
111213 |
574.75 |
580.00 |
572.00 |
578.50 |
+4.25 |
3,532 |
38,063 |
+1,120 |
Dec12 |
111213 |
549.00 |
554.75 |
546.25 |
554.75 |
+6.75 |
17,462 |
185,755 |
+1,696 |
Total Volume and Open Interest |
246,899 |
1,154,418 |
+5,280 |
Wheat(CBOT) |
Dec11 |
111213 |
577.75 |
597.00 |
574.25 |
591.75 |
+16.25 |
1,054 |
302 |
-727 |
Mar12 |
111213 |
594.25 |
609.00 |
593.25 |
600.50 |
+6.25 |
49,793 |
176,598 |
-2,245 |
May12 |
111213 |
613.25 |
627.25 |
613.25 |
620.25 |
+6.25 |
13,611 |
65,367 |
+3,266 |
Jul12 |
111213 |
626.25 |
640.50 |
625.25 |
633.25 |
+6.25 |
10,283 |
69,053 |
-318 |
Sep12 |
111213 |
645.00 |
657.25 |
643.50 |
651.50 |
+5.75 |
1,797 |
14,642 |
+465 |
Total Volume and Open Interest |
79,608 |
372,622 |
+360 |
Wheat(KCBT) |
Dec11 |
111213 |
652.00 |
652.00 |
649.75 |
649.75 |
+7.00 |
4 |
50 |
-3 |
Mar12 |
111213 |
653.25 |
664.00 |
651.75 |
656.00 |
+3.75 |
9,814 |
71,306 |
+328 |
May12 |
111213 |
661.75 |
670.75 |
660.75 |
664.25 |
+3.50 |
2,316 |
15,565 |
+395 |
Jul12 |
111213 |
669.00 |
680.25 |
668.00 |
672.50 |
+4.00 |
2,189 |
38,475 |
-139 |
Sep12 |
111213 |
683.75 |
693.50 |
683.50 |
687.50 |
+4.00 |
206 |
5,661 |
+37 |
Total Volume and Open Interest |
14,805 |
137,685 |
+516 |
Wheat(MGE) |
Dec11 |
111213 |
857.00 |
857.00 |
851.50 |
851.50 |
+6.75 |
17 |
41 |
-17 |
Mar12 |
111213 |
823.50 |
837.25 |
822.00 |
830.00 |
+6.50 |
2,342 |
18,235 |
+28 |
May12 |
111213 |
810.00 |
821.00 |
810.00 |
810.50 |
+2.50 |
581 |
7,528 |
-69 |
Jul12 |
111213 |
806.00 |
812.25 |
799.75 |
801.25 |
+2.00 |
268 |
7,588 |
-62 |
Sep12 |
111213 |
776.00 |
785.00 |
774.75 |
776.50 |
+1.75 |
111 |
4,122 |
-21 |
Total Volume and Open Interest |
3,440 |
40,258 |
-147 |
Oats(CBOT) |
Dec11 |
111213 |
305.00 |
306.50 |
300.00 |
306.50 |
+6.50 |
1 |
3 |
-1 |
Mar12 |
111213 |
308.25 |
311.50 |
305.50 |
309.50 |
+2.75 |
308 |
11,180 |
-52 |
May12 |
111213 |
312.00 |
313.75 |
308.50 |
312.75 |
+4.25 |
22 |
1,491 |
+2 |
Jul12 |
111213 |
314.00 |
315.50 |
312.00 |
315.50 |
+3.50 |
2 |
113 |
+1 |
Total Volume and Open Interest |
334 |
12,943 |
-50 |
Rough Rice(CBOT) |
Jan12 |
111213 |
13.85 |
13.95 |
13.78 |
13.85 |
+0.06 |
582 |
8,095 |
-160 |
Mar12 |
111213 |
14.13 |
14.23 |
14.06 |
14.13 |
+0.06 |
491 |
8,285 |
+196 |
May12 |
111213 |
14.41 |
14.44 |
14.37 |
14.43 |
+0.06 |
17 |
773 |
+7 |
Jul12 |
111213 |
14.69 |
14.69 |
14.64 |
14.69 |
+0.05 |
1 |
613 |
-4 |
Total Volume and Open Interest |
1,091 |
17,953 |
+36 |
Live Cattle(CME) |
Dec11 |
111213 |
118.500 |
119.000 |
117.785 |
117.900 |
-0.550 |
3,843 |
17,142 |
-2,481 |
Feb12 |
111213 |
118.750 |
119.430 |
118.400 |
118.650 |
unch |
16,168 |
131,922 |
-565 |
Apr12 |
111213 |
122.730 |
123.535 |
122.535 |
122.800 |
+0.070 |
9,234 |
88,783 |
+1,788 |
Jun12 |
111213 |
121.600 |
122.300 |
121.400 |
121.730 |
+0.250 |
5,814 |
53,132 |
+345 |
Aug12 |
111213 |
122.330 |
123.100 |
122.200 |
122.480 |
+0.030 |
1,820 |
13,133 |
+238 |
Oct12 |
111213 |
125.100 |
125.930 |
125.050 |
125.550 |
+0.470 |
397 |
6,794 |
+84 |
Total Volume and Open Interest |
37,388 |
315,820 |
-606 |
Feeder Cattle(CME) |
Jan12 |
111213 |
143.130 |
144.550 |
143.000 |
143.900 |
+0.900 |
2,640 |
11,337 |
-376 |
Mar12 |
111213 |
145.200 |
146.400 |
145.000 |
145.850 |
+1.025 |
1,930 |
8,531 |
+374 |
Apr12 |
111213 |
146.400 |
147.750 |
146.400 |
147.235 |
+0.855 |
532 |
3,063 |
-100 |
May12 |
111213 |
147.035 |
148.435 |
146.950 |
147.935 |
+0.900 |
557 |
3,344 |
+123 |
Aug12 |
111213 |
149.285 |
150.100 |
148.880 |
150.035 |
+0.750 |
121 |
3,158 |
-12 |
Sep12 |
111213 |
150.250 |
150.500 |
149.700 |
150.500 |
+1.000 |
26 |
526 |
+9 |
Oct12 |
111213 |
150.075 |
150.750 |
150.050 |
150.750 |
+1.450 |
3 |
176 |
+0 |
Total Volume and Open Interest |
5,809 |
30,154 |
+18 |
Lean Hogs(CME) |
Dec11 |
111213 |
86.100 |
86.150 |
85.635 |
85.800 |
-0.430 |
3,630 |
9,377 |
-978 |
Feb12 |
111213 |
86.700 |
86.700 |
86.000 |
86.400 |
-0.200 |
16,395 |
93,281 |
-217 |
Apr12 |
111213 |
88.730 |
88.980 |
88.100 |
88.900 |
+0.200 |
7,616 |
63,136 |
+459 |
May12 |
111213 |
94.500 |
94.785 |
94.300 |
94.750 |
-0.650 |
55 |
2,571 |
+10 |
Jun12 |
111213 |
95.600 |
95.950 |
95.150 |
95.785 |
+0.085 |
6,625 |
46,386 |
+129 |
Jul12 |
111213 |
95.300 |
95.580 |
94.885 |
95.480 |
-0.220 |
2,424 |
12,598 |
+553 |
Aug12 |
111213 |
93.680 |
94.035 |
93.430 |
93.980 |
-0.070 |
1,230 |
14,199 |
+20 |
Oct12 |
111213 |
83.285 |
83.350 |
82.800 |
83.250 |
-0.400 |
460 |
8,816 |
-34 |
Total Volume and Open Interest |
38,627 |
254,400 |
-69 |
Class III Milk(CME) |
Dec11 |
111213 |
18.58 |
18.58 |
18.54 |
18.56 |
unch |
265 |
5,776 |
-13 |
Jan12 |
111213 |
16.75 |
16.79 |
16.60 |
16.78 |
+0.03 |
478 |
5,142 |
-12 |
Feb12 |
111213 |
16.88 |
17.04 |
16.85 |
16.99 |
+0.11 |
318 |
3,967 |
+145 |
Mar12 |
111213 |
16.85 |
17.00 |
16.85 |
17.00 |
+0.13 |
125 |
3,324 |
+41 |
Apr12 |
111213 |
16.90 |
16.99 |
16.82 |
16.93 |
+0.11 |
72 |
2,475 |
+27 |
Total Volume and Open Interest |
1,425 |
33,138 |
+251 |
Cocoa(ICE) |
Dec11 |
111213 |
2143 |
2143 |
2101 |
2101 |
+80 |
25 |
51 |
-15 |
Mar12 |
111213 |
2182 |
2265 |
2175 |
2243 |
+62 |
10,048 |
84,215 |
+419 |
May12 |
111213 |
2200 |
2279 |
2190 |
2260 |
+67 |
2,029 |
34,463 |
+204 |
Jul12 |
111213 |
2231 |
2292 |
2227 |
2277 |
+67 |
418 |
15,809 |
+251 |
Sep12 |
111213 |
2228 |
2300 |
2228 |
2285 |
+68 |
194 |
13,771 |
+80 |
Dec12 |
111213 |
2275 |
2312 |
2275 |
2294 |
+68 |
83 |
13,661 |
-21 |
Mar13 |
111213 |
2290 |
2320 |
2290 |
2306 |
+64 |
13 |
4,601 |
+11 |
Total Volume and Open Interest |
12,810 |
169,567 |
+929 |
Coffee "C"(ICE) |
Dec11 |
111213 |
221.00 |
221.00 |
218.65 |
218.65 |
+0.15 |
14 |
70 |
-10 |
Mar12 |
111213 |
221.10 |
224.50 |
220.60 |
222.95 |
+1.90 |
9,544 |
58,351 |
+1,123 |
May12 |
111213 |
224.50 |
227.15 |
223.50 |
225.70 |
+1.85 |
1,695 |
23,366 |
+171 |
Jul12 |
111213 |
227.60 |
229.40 |
226.15 |
228.20 |
+1.75 |
523 |
6,854 |
+87 |
Sep12 |
111213 |
229.60 |
231.00 |
228.10 |
230.05 |
+1.75 |
262 |
5,965 |
+51 |
Dec12 |
111213 |
232.15 |
232.15 |
229.85 |
231.75 |
+1.70 |
154 |
6,613 |
+23 |
Total Volume and Open Interest |
12,229 |
102,422 |
+1,454 |
Orange Juice(ICE) |
Jan12 |
111213 |
166.45 |
168.85 |
164.65 |
167.35 |
+1.10 |
1,659 |
15,887 |
-919 |
Mar12 |
111213 |
162.80 |
165.00 |
160.75 |
163.15 |
+0.75 |
630 |
10,238 |
+410 |
May12 |
111213 |
163.80 |
164.00 |
160.30 |
162.25 |
+0.55 |
84 |
1,889 |
+71 |
Jul12 |
111213 |
161.50 |
162.35 |
160.35 |
162.35 |
+0.35 |
15 |
655 |
+14 |
Sep12 |
111213 |
162.05 |
162.05 |
162.05 |
162.05 |
+0.35 |
0 |
58 |
+0 |
Nov12 |
111213 |
161.25 |
161.25 |
161.25 |
161.25 |
+0.35 |
0 |
13 |
+0 |
Total Volume and Open Interest |
2,388 |
28,749 |
-424 |
Sugar #11(ICE) |
Mar12 |
111213 |
23.25 |
23.60 |
23.20 |
23.44 |
+0.15 |
42,720 |
211,457 |
-199 |
May12 |
111213 |
22.77 |
23.13 |
22.77 |
23.05 |
+0.17 |
12,007 |
91,729 |
-1,038 |
Jul12 |
111213 |
22.45 |
22.77 |
22.45 |
22.72 |
+0.23 |
6,555 |
92,479 |
-562 |
Oct12 |
111213 |
22.71 |
22.92 |
22.66 |
22.89 |
+0.28 |
2,983 |
48,692 |
-170 |
Mar13 |
111213 |
23.12 |
23.35 |
23.08 |
23.32 |
+0.30 |
1,884 |
30,865 |
-24 |
Total Volume and Open Interest |
67,436 |
523,518 |
-2,200 |
London Cocoa(LCE) |
Dec11 |
111213 |
1360 |
1404 |
1360 |
1403 |
+41 |
8,292 |
9,899 |
-5,304 |
Mar12 |
111213 |
1435 |
1485 |
1418 |
1473 |
+54 |
15,503 |
79,369 |
-397 |
May12 |
111213 |
1449 |
1495 |
1432 |
1490 |
+56 |
1,668 |
23,126 |
+255 |
Jul12 |
111213 |
1470 |
1513 |
1449 |
1508 |
+57 |
2,474 |
27,895 |
+1,960 |
Sep12 |
111213 |
1466 |
1535 |
1466 |
1524 |
+57 |
864 |
19,406 |
+177 |
Dec12 |
111213 |
1486 |
1540 |
1485 |
1538 |
+57 |
433 |
13,479 |
+123 |
Mar13 |
111213 |
1512 |
1555 |
1512 |
1550 |
+57 |
244 |
7,781 |
+177 |
Total Volume and Open Interest |
29,487 |
183,712 |
-3,000 |
London Sugar(LCE) |
Mar12 |
111213 |
605.70 |
612.50 |
603.80 |
608.60 |
+2.30 |
3,697 |
25,240 |
-91 |
May12 |
111213 |
597.40 |
603.80 |
596.50 |
601.00 |
+3.10 |
464 |
7,787 |
-7 |
Aug12 |
111213 |
590.00 |
595.20 |
590.00 |
594.50 |
+3.10 |
262 |
10,143 |
-9 |
Oct12 |
111213 |
597.50 |
597.50 |
592.10 |
596.40 |
+4.00 |
93 |
3,815 |
+12 |
Dec12 |
111213 |
601.50 |
601.50 |
596.20 |
600.00 |
+5.00 |
35 |
1,428 |
-4 |
Total Volume and Open Interest |
4,613 |
49,620 |
-49 |
Cotton(ICE) |
Mar12 |
111213 |
87.16 |
88.22 |
86.63 |
87.31 |
+0.15 |
8,266 |
90,299 |
+143 |
May12 |
111213 |
87.40 |
87.80 |
86.50 |
87.17 |
+0.11 |
1,673 |
22,140 |
-147 |
Jul12 |
111213 |
86.97 |
87.25 |
86.45 |
86.88 |
-0.01 |
661 |
19,451 |
-97 |
Oct12 |
111213 |
87.28 |
87.28 |
87.28 |
87.28 |
-0.18 |
0 |
84 |
+0 |
Dec12 |
111213 |
85.75 |
86.19 |
85.35 |
85.68 |
-0.37 |
189 |
7,837 |
+101 |
Mar13 |
111213 |
86.75 |
86.75 |
86.75 |
86.75 |
-0.43 |
0 |
426 |
+0 |
Total Volume and Open Interest |
10,794 |
141,120 |
+0 |
Lumber(CME) |
Jan12 |
111213 |
228.9 |
232.7 |
225.7 |
229.6 |
-0.1 |
1,052 |
5,793 |
-573 |
Mar12 |
111213 |
242.8 |
246.5 |
240.2 |
245.0 |
+2.2 |
602 |
4,613 |
+82 |
May12 |
111213 |
260.1 |
264.5 |
257.4 |
264.5 |
+2.5 |
222 |
911 |
+136 |
Jul12 |
111213 |
271.7 |
274.5 |
270.5 |
274.5 |
+3.8 |
29 |
285 |
+21 |
Total Volume and Open Interest |
1,905 |
11,717 |
-334 |
Crude Oil(NYM) |
Jan12 |
111213 |
97.85 |
101.25 |
97.64 |
100.14 |
+2.37 |
318,767 |
188,306 |
-24,865 |
Feb12 |
111213 |
98.06 |
101.45 |
97.86 |
100.32 |
+2.33 |
104,880 |
170,289 |
+15,858 |
Mar12 |
111213 |
98.21 |
101.60 |
98.03 |
100.48 |
+2.30 |
55,664 |
121,233 |
+2,287 |
Apr12 |
111213 |
98.56 |
101.66 |
98.29 |
100.65 |
+2.28 |
22,700 |
60,343 |
-355 |
May12 |
111213 |
98.50 |
101.69 |
98.50 |
100.72 |
+2.24 |
19,149 |
60,937 |
+3,272 |
Jun12 |
111213 |
98.29 |
101.56 |
98.28 |
100.60 |
+2.18 |
27,408 |
82,529 |
+2,112 |
Jul12 |
111213 |
98.53 |
101.30 |
98.53 |
100.36 |
+2.10 |
5,073 |
35,289 |
-181 |
Aug12 |
111213 |
98.63 |
100.62 |
98.63 |
100.07 |
+2.03 |
4,175 |
28,571 |
+432 |
Sep12 |
111213 |
98.15 |
99.98 |
98.11 |
99.77 |
+1.95 |
8,378 |
30,537 |
-813 |
Oct12 |
111213 |
98.02 |
100.41 |
98.02 |
99.50 |
+1.88 |
4,256 |
29,013 |
-396 |
Nov12 |
111213 |
100.20 |
100.20 |
99.26 |
99.29 |
+1.82 |
3,643 |
30,457 |
-353 |
Dec12 |
111213 |
97.29 |
100.21 |
97.25 |
99.07 |
+1.78 |
35,081 |
169,450 |
-422 |
Jan13 |
111213 |
98.72 |
98.72 |
98.72 |
98.72 |
+1.75 |
1,758 |
30,774 |
+666 |
Feb13 |
111213 |
98.36 |
98.36 |
98.36 |
98.36 |
+1.71 |
593 |
12,809 |
+125 |
Mar13 |
111213 |
98.02 |
98.02 |
98.02 |
98.02 |
+1.67 |
547 |
12,253 |
-78 |
Apr13 |
111213 |
97.68 |
97.68 |
97.68 |
97.68 |
+1.63 |
344 |
5,980 |
-36 |
Total Volume and Open Interest |
639,563 |
1,324,747 |
-2,607 |
e-miNY Crude Oil(NYM) |
Dec11 |
111117 |
101.675 |
103.375 |
98.375 |
98.825 |
-3.775 |
7,409 |
2,981 |
+164 |
Jan12 |
111213 |
97.850 |
101.250 |
97.625 |
100.150 |
+2.375 |
8,681 |
2,127 |
-22 |
Feb12 |
111213 |
98.000 |
101.475 |
97.850 |
100.325 |
+2.325 |
427 |
464 |
+19 |
Mar12 |
111213 |
98.250 |
101.025 |
98.200 |
100.475 |
+2.300 |
54 |
216 |
-8 |
Apr12 |
111213 |
100.650 |
100.650 |
100.650 |
100.650 |
+2.275 |
3 |
217 |
-1 |
May12 |
111213 |
100.725 |
100.725 |
100.725 |
100.725 |
+2.250 |
0 |
24 |
+0 |
Jun12 |
111213 |
100.650 |
100.650 |
100.600 |
100.600 |
+2.175 |
0 |
19 |
+0 |
Jul12 |
111213 |
100.350 |
100.350 |
100.350 |
100.350 |
+2.100 |
0 |
4 |
+0 |
Aug12 |
111213 |
100.075 |
100.075 |
100.075 |
100.075 |
+2.025 |
0 |
5 |
+0 |
Sep12 |
111213 |
99.775 |
99.775 |
99.775 |
99.775 |
+1.950 |
|
|
|
Total Volume and Open Interest |
9,175 |
3,301 |
-2 |
Heating Oil(NYM) |
Jan12 |
111213 |
289.05 |
298.29 |
288.92 |
292.88 |
+3.27 |
62,986 |
71,979 |
-6,822 |
Feb12 |
111213 |
290.16 |
299.06 |
289.82 |
294.00 |
+3.45 |
28,724 |
50,831 |
+2,833 |
Mar12 |
111213 |
290.45 |
299.29 |
290.45 |
294.63 |
+3.59 |
19,177 |
38,291 |
+1,246 |
Apr12 |
111213 |
289.88 |
298.43 |
289.88 |
294.31 |
+3.70 |
9,317 |
23,565 |
+540 |
May12 |
111213 |
289.35 |
297.61 |
289.35 |
293.67 |
+3.59 |
7,801 |
18,178 |
+999 |
Jun12 |
111213 |
288.65 |
296.97 |
288.30 |
293.09 |
+3.53 |
12,356 |
33,978 |
-128 |
Jul12 |
111213 |
296.43 |
296.43 |
292.80 |
293.50 |
+3.60 |
1,460 |
10,136 |
+167 |
Aug12 |
111213 |
290.56 |
297.59 |
290.56 |
293.95 |
+3.65 |
1,471 |
4,498 |
+28 |
Sep12 |
111213 |
297.80 |
297.80 |
294.00 |
294.65 |
+3.70 |
1,045 |
6,718 |
+203 |
Oct12 |
111213 |
293.25 |
296.58 |
292.60 |
295.68 |
+3.73 |
363 |
2,506 |
+88 |
Nov12 |
111213 |
292.55 |
298.26 |
292.55 |
296.63 |
+3.78 |
240 |
1,857 |
+55 |
Dec12 |
111213 |
292.38 |
300.35 |
292.30 |
297.33 |
+3.78 |
2,702 |
18,547 |
+156 |
Total Volume and Open Interest |
147,754 |
283,800 |
-581 |
Gasoline(NYMEX) |
Jan12 |
111213 |
256.45 |
267.54 |
256.45 |
262.54 |
+6.18 |
47,258 |
65,498 |
-2,364 |
Feb12 |
111213 |
258.18 |
268.17 |
258.18 |
263.70 |
+5.94 |
26,921 |
40,424 |
+3,420 |
Mar12 |
111213 |
260.69 |
269.87 |
260.67 |
265.32 |
+5.61 |
17,531 |
39,239 |
+1,562 |
Apr12 |
111213 |
274.73 |
283.46 |
274.68 |
278.76 |
+5.17 |
7,729 |
29,809 |
-5 |
May12 |
111213 |
274.36 |
282.25 |
274.36 |
278.59 |
+5.05 |
4,397 |
21,296 |
+772 |
Jun12 |
111213 |
272.90 |
281.43 |
272.20 |
276.76 |
+4.95 |
4,809 |
30,138 |
+243 |
Jul12 |
111213 |
271.41 |
275.10 |
271.37 |
274.45 |
+4.85 |
1,585 |
8,673 |
+155 |
Aug12 |
111213 |
272.54 |
272.54 |
271.19 |
272.02 |
+4.73 |
1,458 |
8,679 |
+33 |
Sep12 |
111213 |
267.00 |
269.15 |
267.00 |
269.15 |
+4.61 |
1,281 |
6,974 |
-30 |
Oct12 |
111213 |
256.50 |
256.50 |
256.11 |
256.38 |
+4.54 |
604 |
5,340 |
-135 |
Total Volume and Open Interest |
114,517 |
275,566 |
+3,702 |
e-miNY RBOB Gasoline(NYM) |
Jan12 |
111213 |
262.50 |
262.54 |
262.50 |
262.50 |
+6.10 |
0 |
1 |
+0 |
Feb12 |
111213 |
263.70 |
263.70 |
263.70 |
263.70 |
+5.90 |
0 |
1 |
+0 |
Mar12 |
111213 |
265.30 |
265.32 |
265.30 |
265.30 |
+5.60 |
|
|
|
Apr12 |
111213 |
278.80 |
278.80 |
278.76 |
278.80 |
+5.20 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Jan12 |
111213 |
3.247 |
3.299 |
3.231 |
3.279 |
+0.025 |
173,353 |
194,892 |
-6,767 |
Feb12 |
111213 |
3.294 |
3.337 |
3.270 |
3.321 |
+0.027 |
71,062 |
109,097 |
+8,394 |
Mar12 |
111213 |
3.310 |
3.356 |
3.291 |
3.343 |
+0.033 |
73,185 |
170,648 |
+13,509 |
Apr12 |
111213 |
3.354 |
3.402 |
3.337 |
3.392 |
+0.038 |
41,354 |
105,723 |
+492 |
May12 |
111213 |
3.430 |
3.444 |
3.380 |
3.436 |
+0.037 |
14,577 |
56,751 |
+2,774 |
Jun12 |
111213 |
3.453 |
3.485 |
3.422 |
3.478 |
+0.037 |
7,877 |
25,939 |
+95 |
Jul12 |
111213 |
3.503 |
3.537 |
3.475 |
3.530 |
+0.038 |
5,563 |
22,846 |
+560 |
Aug12 |
111213 |
3.530 |
3.562 |
3.501 |
3.555 |
+0.037 |
2,729 |
13,499 |
+355 |
Sep12 |
111213 |
3.522 |
3.568 |
3.504 |
3.559 |
+0.037 |
4,120 |
17,576 |
+1,088 |
Oct12 |
111213 |
3.556 |
3.601 |
3.540 |
3.594 |
+0.036 |
16,863 |
61,919 |
+821 |
Nov12 |
111213 |
3.728 |
3.734 |
3.677 |
3.727 |
+0.031 |
6,203 |
27,645 |
+745 |
Dec12 |
111213 |
3.995 |
4.004 |
3.950 |
3.996 |
+0.023 |
6,492 |
23,301 |
-795 |
Jan13 |
111213 |
4.107 |
4.127 |
4.075 |
4.117 |
+0.019 |
7,934 |
33,209 |
+898 |
Feb13 |
111213 |
4.100 |
4.111 |
4.070 |
4.108 |
+0.018 |
316 |
6,907 |
-19 |
Mar13 |
111213 |
4.026 |
4.073 |
4.026 |
4.067 |
+0.019 |
1,355 |
15,756 |
+866 |
Apr13 |
111213 |
3.975 |
3.991 |
3.945 |
3.984 |
+0.017 |
2,092 |
23,062 |
+275 |
Total Volume and Open Interest |
438,541 |
971,960 |
+25,612 |
Brent Crude Oil(ICE) |
Jan12 |
111213 |
107.23 |
111.10 |
107.07 |
109.50 |
+2.24 |
159,306 |
88,282 |
-18,425 |
Feb12 |
111213 |
107.15 |
110.77 |
106.90 |
109.08 |
+2.00 |
100,545 |
175,176 |
+7,640 |
Mar12 |
111213 |
106.90 |
110.37 |
106.76 |
108.79 |
+1.90 |
51,727 |
124,324 |
+8,805 |
Apr12 |
111213 |
106.79 |
110.13 |
106.65 |
108.59 |
+1.85 |
19,193 |
44,455 |
+354 |
May12 |
111213 |
106.51 |
109.90 |
106.51 |
108.38 |
+1.85 |
12,787 |
26,910 |
+212 |
Jun12 |
111213 |
106.43 |
109.65 |
106.38 |
108.16 |
+1.84 |
25,995 |
75,828 |
+506 |
Jul12 |
111213 |
106.48 |
109.15 |
106.44 |
107.92 |
+1.82 |
4,670 |
18,464 |
-246 |
Aug12 |
111213 |
106.22 |
108.86 |
106.18 |
107.63 |
+1.78 |
4,233 |
26,347 |
+541 |
Sep12 |
111213 |
105.85 |
108.50 |
105.80 |
107.27 |
+1.73 |
4,140 |
34,669 |
-303 |
Oct12 |
111213 |
106.75 |
106.94 |
106.64 |
106.94 |
+1.68 |
2,535 |
14,470 |
-338 |
Nov12 |
111213 |
106.63 |
106.63 |
106.63 |
106.63 |
+1.63 |
2,632 |
15,901 |
-839 |
Dec12 |
111213 |
104.76 |
107.75 |
104.66 |
106.28 |
+1.60 |
26,281 |
98,762 |
+797 |
Jan13 |
111213 |
105.92 |
105.92 |
105.92 |
105.92 |
+1.56 |
1,488 |
12,014 |
-44 |
Feb13 |
111213 |
105.53 |
105.53 |
105.53 |
105.53 |
+1.53 |
642 |
6,506 |
-39 |
Total Volume and Open Interest |
432,247 |
920,171 |
-3,319 |
Gas Oil(ICE) |
Jan12 |
111213 |
917.50 |
946.00 |
917.00 |
932.50 |
+9.50 |
120,418 |
144,207 |
+8,395 |
Feb12 |
111213 |
915.25 |
941.75 |
914.25 |
929.50 |
+9.75 |
51,195 |
75,862 |
+3,470 |
Mar12 |
111213 |
911.25 |
939.75 |
911.25 |
927.00 |
+10.00 |
25,749 |
53,407 |
+704 |
Apr12 |
111213 |
911.25 |
936.00 |
910.75 |
925.25 |
+10.00 |
16,361 |
25,261 |
+15 |
May12 |
111213 |
910.25 |
931.75 |
909.75 |
924.00 |
+9.75 |
10,436 |
27,622 |
+138 |
Jun12 |
111213 |
911.00 |
935.25 |
909.50 |
924.00 |
+9.75 |
18,839 |
43,058 |
-4,662 |
Jul12 |
111213 |
912.75 |
932.75 |
911.75 |
925.25 |
+9.50 |
2,788 |
16,970 |
+560 |
Aug12 |
111213 |
913.75 |
934.25 |
912.75 |
926.00 |
+9.00 |
1,947 |
13,671 |
+91 |
Sep12 |
111213 |
914.50 |
934.50 |
913.25 |
926.25 |
+8.50 |
2,008 |
14,574 |
+228 |
Oct12 |
111213 |
914.25 |
934.00 |
913.00 |
926.00 |
+8.25 |
1,438 |
9,504 |
+200 |
Total Volume and Open Interest |
311,528 |
520,921 |
-14,775 |
Ethanol(CBOT) |
Dec11 |
111205 |
2.503 |
2.503 |
2.485 |
2.500 |
-0.003 |
88 |
204 |
-29 |
Jan12 |
111213 |
2.120 |
2.129 |
2.102 |
2.111 |
-0.003 |
64 |
1,214 |
-17 |
Feb12 |
111213 |
2.110 |
2.110 |
2.082 |
2.089 |
+0.002 |
95 |
1,455 |
+39 |
Mar12 |
111213 |
2.136 |
2.136 |
2.106 |
2.119 |
+0.005 |
89 |
1,644 |
-9 |
Apr12 |
111213 |
2.140 |
2.147 |
2.127 |
2.132 |
+0.004 |
80 |
738 |
+1 |
May12 |
111213 |
2.167 |
2.167 |
2.143 |
2.147 |
+0.003 |
89 |
906 |
-22 |
Jun12 |
111213 |
2.170 |
2.170 |
2.145 |
2.154 |
+0.003 |
37 |
600 |
+4 |
Jul12 |
111213 |
2.162 |
2.173 |
2.162 |
2.169 |
+0.002 |
20 |
829 |
+20 |
Total Volume and Open Interest |
603 |
10,516 |
+42 |
WTI Crude Oil(ICE) |
Jan12 |
111213 |
97.86 |
101.26 |
97.66 |
100.14 |
+2.37 |
61,877 |
57,045 |
-88 |
Feb12 |
111213 |
98.10 |
101.44 |
97.91 |
100.32 |
+2.33 |
19,372 |
62,713 |
+2,899 |
Mar12 |
111213 |
98.22 |
101.54 |
98.09 |
100.48 |
+2.30 |
12,815 |
32,507 |
+196 |
Apr12 |
111213 |
99.04 |
101.41 |
99.00 |
100.65 |
+2.28 |
5,713 |
24,861 |
-203 |
May12 |
111213 |
99.26 |
101.49 |
99.26 |
100.72 |
+2.24 |
4,938 |
14,663 |
+1,536 |
Jun12 |
111213 |
98.52 |
101.63 |
98.52 |
100.60 |
+2.18 |
10,302 |
48,906 |
+387 |
Jul12 |
111213 |
98.87 |
101.12 |
98.87 |
100.36 |
+2.10 |
1,694 |
9,417 |
-91 |
Aug12 |
111213 |
98.62 |
100.33 |
98.54 |
100.07 |
+2.03 |
980 |
7,053 |
+21 |
Sep12 |
111213 |
98.35 |
100.21 |
98.25 |
99.77 |
+1.95 |
1,308 |
10,965 |
-72 |
Oct12 |
111213 |
99.50 |
99.50 |
99.50 |
99.50 |
+1.88 |
571 |
5,213 |
-158 |
Nov12 |
111213 |
99.29 |
99.29 |
99.29 |
99.29 |
+1.82 |
421 |
4,651 |
+71 |
Dec12 |
111213 |
97.11 |
100.20 |
97.11 |
99.07 |
+1.78 |
7,252 |
62,341 |
+367 |
Jan13 |
111213 |
98.72 |
98.72 |
98.72 |
98.72 |
+1.75 |
68 |
3,005 |
-47 |
Feb13 |
111213 |
98.36 |
98.36 |
98.36 |
98.36 |
+1.71 |
0 |
649 |
+0 |
Mar13 |
111213 |
98.02 |
98.02 |
98.02 |
98.02 |
+1.67 |
0 |
1,613 |
+0 |
Apr13 |
111213 |
97.68 |
97.68 |
97.68 |
97.68 |
+1.63 |
0 |
389 |
+0 |
Total Volume and Open Interest |
130,876 |
433,576 |
+4,570 |
US Dollar Index(ICE) |
Dec11 |
111213 |
79.635 |
80.455 |
79.350 |
80.290 |
+0.710 |
14,953 |
53,552 |
-552 |
Mar12 |
111213 |
80.285 |
81.105 |
80.000 |
80.950 |
+0.727 |
3,710 |
3,502 |
+1,282 |
Jun12 |
111213 |
80.710 |
81.430 |
80.710 |
81.430 |
+0.707 |
0 |
4 |
+0 |
Total Volume and Open Interest |
18,663 |
57,058 |
+730 |
Australian Dollar(CME) |
Dec11 |
111213 |
100.55 |
101.57 |
99.72 |
100.18 |
-0.38 |
137,529 |
91,707 |
-4,208 |
Mar12 |
111213 |
99.60 |
100.57 |
98.75 |
99.20 |
-0.37 |
18,932 |
61,500 |
+8,844 |
Jun12 |
111213 |
99.37 |
99.37 |
98.42 |
98.42 |
-0.38 |
2 |
6 |
-16 |
Total Volume and Open Interest |
156,463 |
153,331 |
+4,617 |
British Pound(CME) |
Dec11 |
111213 |
155.83 |
156.28 |
154.50 |
154.92 |
-0.88 |
91,127 |
146,112 |
-12,023 |
Mar12 |
111213 |
155.66 |
156.14 |
154.35 |
154.78 |
-0.88 |
11,638 |
49,292 |
+7,053 |
Jun12 |
111213 |
154.75 |
155.52 |
154.50 |
154.66 |
-0.86 |
0 |
10 |
+0 |
Total Volume and Open Interest |
102,765 |
195,419 |
-4,970 |
Canadian Dollar(CME) |
Dec11 |
111213 |
97.33 |
97.73 |
96.60 |
96.87 |
-0.54 |
78,870 |
109,307 |
-3,201 |
Mar12 |
111213 |
97.17 |
97.52 |
96.43 |
96.68 |
-0.53 |
10,700 |
45,352 |
+5,888 |
Jun12 |
111213 |
97.25 |
97.25 |
96.50 |
96.55 |
-0.52 |
255 |
2,040 |
+146 |
Sep12 |
111213 |
96.45 |
96.98 |
96.45 |
96.45 |
-0.53 |
3 |
1,155 |
+0 |
Total Volume and Open Interest |
89,833 |
158,101 |
+2,833 |
Japanese Yen(CME) |
Dec11 |
111213 |
128.31 |
128.81 |
128.17 |
128.23 |
-0.14 |
65,954 |
135,825 |
-6,849 |
Mar12 |
111213 |
128.65 |
129.10 |
128.47 |
128.52 |
-0.15 |
14,909 |
56,630 |
+9,375 |
Jun12 |
111213 |
128.80 |
128.95 |
128.80 |
128.80 |
-0.15 |
12 |
52 |
+12 |
Total Volume and Open Interest |
80,875 |
192,513 |
+2,538 |
Swiss Franc(CME) |
Dec11 |
111213 |
106.49 |
107.06 |
105.50 |
105.74 |
-1.01 |
23,957 |
39,629 |
-515 |
Mar12 |
111213 |
106.81 |
107.29 |
105.76 |
105.99 |
-0.97 |
2,874 |
8,868 |
+1,845 |
Jun12 |
111213 |
106.60 |
107.21 |
106.26 |
106.26 |
-0.95 |
0 |
5 |
+0 |
Total Volume and Open Interest |
26,831 |
48,507 |
+1,330 |
EuroFX(CME) |
Dec11 |
111213 |
131.73 |
132.37 |
130.09 |
130.38 |
-1.48 |
295,942 |
229,687 |
-20,152 |
Mar12 |
111213 |
131.86 |
132.54 |
130.25 |
130.55 |
-1.45 |
39,658 |
79,031 |
+21,324 |
Jun12 |
111213 |
132.12 |
132.51 |
130.68 |
130.68 |
-1.41 |
129 |
1,275 |
+57 |
Total Volume and Open Interest |
335,735 |
310,019 |
+1,233 |
Mexican Peso(CME) |
Dec11 |
111213 |
721.2 |
728.0 |
718.8 |
723.5 |
+1.5 |
49,653 |
63,159 |
-9,315 |
Jan12 |
111213 |
722.0 |
722.0 |
720.2 |
722.0 |
+1.8 |
0 |
95 |
+0 |
Total Volume and Open Interest |
68,377 |
127,370 |
-3,848 |
Brazilian Real(CME) |
Jan12 |
111213 |
535.85 |
535.85 |
535.85 |
535.85 |
-4.95 |
0 |
10,740 |
+0 |
Feb12 |
111213 |
532.75 |
532.75 |
532.75 |
532.75 |
-5.10 |
|
|
|
Mar12 |
111213 |
529.65 |
529.65 |
529.65 |
529.65 |
-5.20 |
40 |
2,544 |
+20 |
Apr12 |
111213 |
527.05 |
527.05 |
527.05 |
527.05 |
-5.20 |
|
|
|
Total Volume and Open Interest |
40 |
28,605 |
+10 |
30-Year T-Bonds(CBOT) |
Dec11 |
111213 |
142~040 |
143~190 |
141~230 |
143~130 |
+0~310 |
6,077 |
11,446 |
-2,027 |
Mar12 |
111213 |
141~310 |
143~090 |
141~100 |
143~030 |
+0~310 |
277,234 |
577,033 |
-1,729 |
Jun12 |
111213 |
140~030 |
141~250 |
140~030 |
141~210 |
+0~310 |
139 |
182 |
+38 |
Total Volume and Open Interest |
283,450 |
588,661 |
-3,718 |
10-Year T-Notes(CBOT) |
Dec11 |
111213 |
131~010 |
131~135 |
130~240 |
131~100 |
+0~090 |
18,484 |
46,079 |
-3,357 |
Mar12 |
111213 |
130~035 |
130~190 |
129~275 |
130~155 |
+0~090 |
778,149 |
1,389,536 |
-6,952 |
Jun12 |
111213 |
129~155 |
129~155 |
129~065 |
129~155 |
+0~090 |
|
|
|
Total Volume and Open Interest |
796,633 |
1,435,615 |
-10,309 |
5-Year T-Notes(CBOT) |
Dec11 |
111213 |
123~055 |
123~075 |
123~046 |
123~063 |
+0~001 |
13,684 |
51,472 |
-4,771 |
Mar12 |
111213 |
123~012 |
123~030 |
122~123 |
123~018 |
+0~001 |
350,264 |
1,279,859 |
+16,193 |
Jun12 |
111213 |
122~042 |
122~042 |
122~041 |
122~042 |
+0~001 |
|
|
|
Total Volume and Open Interest |
363,948 |
1,331,331 |
+11,422 |
2 Year T-Notes(CBOT) |
Dec11 |
111213 |
110~032 |
110~035 |
110~030 |
110~031 |
-0~002 |
4,862 |
28,953 |
+858 |
Mar12 |
111213 |
110~043 |
110~045 |
110~039 |
110~040 |
-0~003 |
143,565 |
677,688 |
+8,525 |
Jun12 |
111213 |
110~012 |
110~015 |
110~012 |
110~012 |
-0~003 |
|
|
|
Total Volume and Open Interest |
148,427 |
706,641 |
+9,383 |
Eurodollars(CME) |
Dec11 |
111213 |
99.448 |
99.448 |
99.438 |
99.442 |
-0.005 |
95,283 |
984,048 |
+543 |
Mar12 |
111213 |
99.375 |
99.380 |
99.345 |
99.355 |
-0.015 |
148,300 |
918,000 |
+5,489 |
Jun12 |
111213 |
99.335 |
99.340 |
99.305 |
99.310 |
-0.015 |
155,975 |
1,083,567 |
-7,968 |
Sep12 |
111213 |
99.325 |
99.330 |
99.290 |
99.295 |
-0.015 |
163,676 |
789,816 |
+9,992 |
Dec12 |
111213 |
99.325 |
99.330 |
99.285 |
99.290 |
-0.020 |
147,360 |
774,366 |
+13,342 |
Mar13 |
111213 |
99.330 |
99.340 |
99.295 |
99.300 |
-0.020 |
119,972 |
764,492 |
-6,440 |
Jun13 |
111213 |
99.320 |
99.330 |
99.275 |
99.290 |
-0.020 |
105,879 |
589,464 |
+11,507 |
Sep13 |
111213 |
99.290 |
99.295 |
99.240 |
99.260 |
-0.020 |
111,367 |
458,752 |
+9,151 |
Dec13 |
111213 |
99.210 |
99.215 |
99.160 |
99.190 |
-0.020 |
106,379 |
539,975 |
+13,302 |
Mar14 |
111213 |
99.095 |
99.100 |
99.045 |
99.085 |
-0.015 |
66,978 |
375,897 |
+3,610 |
Jun14 |
111213 |
98.935 |
98.945 |
98.885 |
98.930 |
-0.015 |
51,684 |
301,536 |
+264 |
Sep14 |
111213 |
98.755 |
98.770 |
98.710 |
98.760 |
-0.010 |
48,173 |
218,153 |
+2,268 |
Dec14 |
111213 |
98.570 |
98.590 |
98.520 |
98.580 |
-0.005 |
28,787 |
177,346 |
-216 |
Mar15 |
111213 |
98.405 |
98.425 |
98.350 |
98.415 |
unch |
19,464 |
136,996 |
+1,880 |
Jun15 |
111213 |
6.470 |
6.515 |
6.430 |
6.500 |
+0.010 |
19,414 |
110,671 |
-2,011 |
Sep15 |
111213 |
6.290 |
6.345 |
6.255 |
6.335 |
+0.020 |
16,141 |
77,429 |
+1,278 |
Dec15 |
111213 |
6.110 |
6.170 |
6.065 |
6.155 |
+0.025 |
10,356 |
50,237 |
+1,161 |
Mar16 |
111213 |
5.955 |
6.025 |
5.910 |
6.010 |
+0.035 |
8,136 |
46,297 |
+271 |
Total Volume and Open Interest |
1,441,285 |
8,606,042 |
+58,725 |
30 Day Federal Funds(CBOT) |
Dec11 |
111213 |
99.920 |
99.925 |
99.920 |
99.923 |
+0.003 |
4,551 |
67,507 |
-1,742 |
Jan12 |
111213 |
99.910 |
99.915 |
99.910 |
99.910 |
unch |
2,767 |
66,924 |
+1,315 |
Feb12 |
111213 |
99.905 |
99.910 |
99.900 |
99.905 |
unch |
1,091 |
54,623 |
+625 |
Mar12 |
111213 |
99.890 |
99.900 |
99.890 |
99.895 |
unch |
1,112 |
33,506 |
+665 |
Apr12 |
111213 |
99.885 |
99.890 |
99.885 |
99.885 |
unch |
650 |
38,389 |
-100 |
May12 |
111213 |
99.880 |
99.880 |
99.875 |
99.875 |
unch |
242 |
45,288 |
-80 |
Total Volume and Open Interest |
18,793 |
567,758 |
+1,730 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111213 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
500 |
826 |
+499 |
Mar12 |
111213 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
40 |
-260 |
Jun12 |
111213 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Sep12 |
111213 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Dec12 |
111213 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Mar13 |
111213 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
111213 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111213 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Dec13 |
111213 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Mar14 |
111213 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Total Volume and Open Interest |
500 |
866 |
+239 |
3-Mth Euro-Yen(SGX) |
Mar12 |
111212 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,937 |
+0 |
Jun12 |
111212 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,440 |
+0 |
Sep12 |
111212 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
711 |
+0 |
Dec12 |
111212 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
135 |
+0 |
Mar13 |
111212 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
111212 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
208 |
+0 |
Sep13 |
111212 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
2 |
2 |
+2 |
Dec13 |
111212 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
3 |
+0 |
Total Volume and Open Interest |
2 |
9,189 |
-8 |
Japanese Gov't Bonds(SGX) |
Mar12 |
111212 |
142.00 |
142.06 |
141.78 |
141.98 |
-0.06 |
2,118 |
15,091 |
+1,590 |
Jun12 |
111212 |
139.89 |
139.89 |
139.89 |
139.89 |
-0.06 |
|
|
|
Sep12 |
111212 |
137.80 |
137.80 |
137.80 |
137.80 |
-0.06 |
|
|
|
Total Volume and Open Interest |
3,233 |
15,095 |
-10,775 |
Euro-Bund(EUREX) |
Mar12 |
111213 |
136.62 |
136.91 |
135.97 |
136.61 |
+0.07 |
514,028 |
830,512 |
-11,778 |
Jun12 |
111213 |
134.50 |
134.95 |
134.50 |
134.93 |
+0.05 |
81 |
153 |
+29 |
Sep12 |
111213 |
134.93 |
134.93 |
134.93 |
134.93 |
+0.05 |
|
|
|
Total Volume and Open Interest |
514,109 |
830,665 |
-11,749 |
Euro-Bobl(EUREX) |
Mar12 |
111213 |
123.97 |
124.08 |
123.71 |
123.94 |
-0.03 |
279,860 |
635,522 |
-11,430 |
Jun12 |
111213 |
123.98 |
123.98 |
123.98 |
123.98 |
-0.03 |
|
|
|
Sep12 |
111213 |
123.98 |
123.98 |
123.98 |
123.98 |
-0.03 |
|
|
|
Total Volume and Open Interest |
279,860 |
635,522 |
-11,430 |
3-Mth Euribor(EUREX) |
Dec11 |
111213 |
98.590 |
98.590 |
98.590 |
98.590 |
+0.005 |
491 |
2,015 |
+411 |
Mar12 |
111213 |
98.795 |
98.810 |
98.795 |
98.810 |
-0.010 |
489 |
1,173 |
-801 |
Jun12 |
111213 |
98.940 |
98.940 |
98.940 |
98.940 |
-0.020 |
0 |
1,127 |
+0 |
Total Volume and Open Interest |
997 |
7,864 |
-390 |
Long Gilt(LIFFE) |
Dec11 |
111213 |
132~23 |
132~28 |
132~01 |
132~11 |
-0~12 |
3,503 |
14,093 |
-2,808 |
Mar12 |
111213 |
115~16 |
116~00 |
115~00 |
115~17 |
-0~05 |
84,486 |
305,094 |
+7,696 |
Total Volume and Open Interest |
87,989 |
319,187 |
+4,888 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111213 |
98.94 |
98.94 |
98.93 |
98.93 |
unch |
25,470 |
327,641 |
+3,897 |
Mar12 |
111213 |
98.87 |
98.89 |
98.86 |
98.87 |
unch |
35,014 |
308,945 |
-4,551 |
Jun12 |
111213 |
98.89 |
98.92 |
98.88 |
98.89 |
-0.01 |
44,483 |
219,331 |
+1,052 |
Sep12 |
111213 |
98.93 |
98.96 |
98.91 |
98.92 |
-0.01 |
50,519 |
216,099 |
+3,411 |
Dec12 |
111213 |
98.94 |
98.98 |
98.92 |
98.93 |
-0.01 |
58,742 |
184,582 |
-2,911 |
Mar13 |
111213 |
98.98 |
99.01 |
98.95 |
98.96 |
-0.01 |
42,362 |
196,322 |
+7,950 |
Total Volume and Open Interest |
350,061 |
2,027,811 |
+17,875 |
3-Mth Euribor(LIFFE) |
Dec11 |
111213 |
98.585 |
98.590 |
98.580 |
98.590 |
+0.005 |
160,118 |
663,010 |
-8,797 |
Mar12 |
111213 |
98.810 |
98.815 |
98.790 |
98.810 |
-0.010 |
225,201 |
507,240 |
-10,736 |
Jun12 |
111213 |
98.940 |
98.950 |
98.920 |
98.940 |
-0.020 |
132,772 |
402,760 |
+9,227 |
Total Volume and Open Interest |
1,016,523 |
3,515,408 |
+8,379 |
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 |
111213 |
96.22 |
96.27 |
96.22 |
96.25 |
+0.03 |
19,439 |
238,818 |
-3,384 |
Jun12 |
111213 |
96.56 |
96.68 |
96.54 |
96.64 |
+0.08 |
14,468 |
174,869 |
+488 |
Sep12 |
111213 |
96.55 |
96.70 |
96.53 |
96.65 |
+0.09 |
8,148 |
113,191 |
+565 |
Dec12 |
111213 |
96.44 |
96.56 |
96.42 |
96.51 |
+0.07 |
4,138 |
68,702 |
+2,550 |
Mar13 |
111213 |
96.35 |
96.43 |
96.33 |
96.40 |
+0.06 |
1,913 |
51,796 |
-994 |
Jun13 |
111213 |
96.26 |
96.32 |
96.23 |
96.29 |
+0.05 |
903 |
43,578 |
-438 |
Sep13 |
111213 |
96.17 |
96.20 |
96.09 |
96.17 |
+0.04 |
1,461 |
24,669 |
+593 |
Dec13 |
111213 |
95.97 |
96.09 |
95.97 |
96.06 |
+0.05 |
1,641 |
12,971 |
+814 |
Mar14 |
111213 |
95.85 |
95.99 |
95.85 |
95.98 |
+0.05 |
35 |
1,342 |
+15 |
Total Volume and Open Interest |
52,186 |
730,101 |
+208 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111213 |
96.07 |
96.18 |
96.05 |
96.15 |
+0.08 |
101,188 |
349,134 |
-25,936 |
Mar12 |
111213 |
96.08 |
96.19 |
96.08 |
96.16 |
+0.07 |
83,766 |
81,179 |
+58,438 |
Total Volume and Open Interest |
184,954 |
430,313 |
+32,502 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111213 |
96.84 |
96.96 |
96.82 |
96.90 |
+0.06 |
194,513 |
454,194 |
-62,287 |
Mar12 |
111213 |
96.92 |
97.05 |
96.92 |
96.99 |
+0.06 |
123,726 |
115,251 |
+104,117 |
Total Volume and Open Interest |
318,239 |
569,445 |
+41,830 |
Gold(CMX) |
Dec11 |
111213 |
1654.7 |
1671.8 |
1628.0 |
1659.9 |
-4.3 |
568 |
1,545 |
+189 |
Feb12 |
111213 |
1668.0 |
1681.7 |
1625.5 |
1663.1 |
-5.1 |
105,584 |
261,430 |
-865 |
Apr12 |
111213 |
1670.2 |
1683.6 |
1628.2 |
1665.2 |
-5.2 |
3,497 |
34,723 |
+292 |
Jun12 |
111213 |
1675.8 |
1680.3 |
1632.5 |
1667.5 |
-5.2 |
1,423 |
22,834 |
-201 |
Aug12 |
111213 |
1664.7 |
1676.6 |
1635.3 |
1669.6 |
-5.3 |
616 |
13,398 |
-169 |
Oct12 |
111213 |
1667.4 |
1671.8 |
1637.7 |
1671.8 |
-5.4 |
23 |
8,648 |
+0 |
Dec12 |
111213 |
1680.1 |
1691.0 |
1640.6 |
1674.0 |
-5.5 |
479 |
22,376 |
+310 |
Feb13 |
111213 |
1683.2 |
1684.7 |
1676.6 |
1676.6 |
-5.5 |
7 |
2,934 |
+4 |
Apr13 |
111213 |
1679.2 |
1679.2 |
1679.2 |
1679.2 |
-5.5 |
0 |
1,374 |
-5 |
Jun13 |
111213 |
1682.2 |
1682.2 |
1682.2 |
1682.2 |
-5.4 |
106 |
9,672 |
+106 |
Aug13 |
111213 |
1685.6 |
1685.6 |
1685.6 |
1685.6 |
-5.3 |
0 |
45 |
+0 |
Oct13 |
111213 |
1689.2 |
1689.2 |
1689.2 |
1689.2 |
-5.2 |
|
|
|
Total Volume and Open Interest |
113,304 |
424,055 |
-187 |
Silver(CMX) |
Dec11 |
111213 |
3127.5 |
3140.0 |
3045.0 |
3119.5 |
+26.0 |
109 |
376 |
-15 |
Mar12 |
111213 |
3134.0 |
3203.5 |
3045.5 |
3126.0 |
+25.8 |
30,861 |
52,576 |
-1,524 |
May12 |
111213 |
3142.0 |
3205.0 |
3070.5 |
3131.5 |
+26.1 |
1,923 |
7,692 |
+716 |
Jul12 |
111213 |
3157.0 |
3157.0 |
3074.0 |
3135.9 |
+26.2 |
164 |
2,944 |
-10 |
Sep12 |
111213 |
3141.0 |
3141.0 |
3080.0 |
3139.5 |
+26.3 |
164 |
2,017 |
+65 |
Dec12 |
111213 |
3157.0 |
3157.0 |
3069.0 |
3144.1 |
+26.5 |
924 |
13,248 |
+65 |
Mar13 |
111213 |
3115.5 |
3142.8 |
3085.5 |
3142.8 |
+26.8 |
1 |
1,155 |
-2 |
Total Volume and Open Interest |
35,454 |
96,348 |
-413 |
Platinum(NYMEX) |
Jan12 |
111213 |
1487.0 |
1506.0 |
1470.1 |
1492.3 |
+5.4 |
9,504 |
30,232 |
-1,983 |
Apr12 |
111213 |
1493.0 |
1512.0 |
1477.6 |
1499.9 |
+5.7 |
2,996 |
12,293 |
+2,306 |
Jul12 |
111213 |
1508.6 |
1511.0 |
1503.9 |
1503.9 |
+5.3 |
26 |
516 |
+12 |
Oct12 |
111213 |
1507.9 |
1507.9 |
1507.9 |
1507.9 |
+5.3 |
0 |
59 |
+0 |
Total Volume and Open Interest |
12,528 |
43,100 |
+333 |
Palladium(NYMEX) |
Dec11 |
111213 |
663.70 |
663.70 |
662.15 |
662.15 |
+1.15 |
32 |
700 |
-24 |
Mar12 |
111213 |
6.99 |
19.04 |
640.20 |
8.79 |
+1.15 |
4,918 |
17,085 |
-703 |
Jun12 |
111213 |
10.29 |
10.29 |
652.00 |
10.29 |
+1.15 |
7 |
339 |
+2 |
Total Volume and Open Interest |
4,967 |
18,264 |
-715 |
Copper(CMX) |
Dec11 |
111213 |
344.30 |
347.60 |
337.95 |
343.25 |
-2.20 |
327 |
1,898 |
-285 |
Mar12 |
111213 |
345.30 |
349.45 |
337.80 |
344.15 |
-2.25 |
38,109 |
68,796 |
-494 |
May12 |
111213 |
346.20 |
350.15 |
340.00 |
345.45 |
-2.20 |
2,730 |
21,478 |
+1,345 |
Jul12 |
111213 |
347.15 |
350.10 |
341.70 |
346.20 |
-2.25 |
839 |
5,458 |
+12 |
Sep12 |
111213 |
348.90 |
348.95 |
343.80 |
346.80 |
-2.20 |
10 |
3,397 |
+10 |
Total Volume and Open Interest |
44,039 |
114,085 |
+1,479 |
DJIA Index(CBOT) |
Dec11 |
111213 |
12057 |
12131 |
11920 |
11964 |
-47 |
5,304 |
17,165 |
-359 |
Mar12 |
111213 |
11951 |
12063 |
11830 |
11895 |
-48 |
3,570 |
6,412 |
+1,932 |
Jun12 |
111213 |
11838 |
11876 |
11838 |
11838 |
-38 |
0 |
400 |
+0 |
Sep12 |
111213 |
11775 |
11813 |
11775 |
11775 |
-38 |
|
|
|
Total Volume and Open Interest |
8,874 |
23,977 |
+1,573 |
E-mini DJIA Index(CBOT) |
Dec11 |
111213 |
12012 |
12144 |
11900 |
11964 |
-47 |
76,114 |
90,312 |
+1,716 |
Mar12 |
111213 |
11941 |
12075 |
11829 |
11895 |
-48 |
131,226 |
38,080 |
+15,738 |
Jun12 |
111213 |
11885 |
11970 |
11838 |
11838 |
-38 |
4 |
23 |
+1 |
Sep12 |
111213 |
11775 |
11775 |
11775 |
11775 |
-38 |
0 |
9 |
+0 |
Total Volume and Open Interest |
207,344 |
128,424 |
+17,455 |
S & P 500(CME) |
Dec11 |
111213 |
1242.50 |
1249.30 |
1219.50 |
1226.30 |
-8.90 |
50,079 |
233,041 |
-30,060 |
Mar12 |
111213 |
1229.00 |
1243.50 |
1213.00 |
1220.20 |
-9.10 |
47,666 |
92,461 |
+22,311 |
Jun12 |
111213 |
1214.70 |
1237.80 |
1208.80 |
1214.70 |
-9.10 |
25 |
3,312 |
-27 |
Sep12 |
111213 |
1209.40 |
1232.50 |
1203.50 |
1209.40 |
-9.10 |
0 |
909 |
-4 |
Total Volume and Open Interest |
97,770 |
329,824 |
-7,780 |
S & P 500 E-Mini(Globex) |
Dec11 |
111213 |
1235.00 |
1249.75 |
1218.50 |
1226.25 |
-9.00 |
1,143,695 |
2,048,005 |
-340,213 |
Mar12 |
111213 |
1229.25 |
1244.00 |
1212.50 |
1220.25 |
-9.00 |
2,410,241 |
1,205,923 |
+374,447 |
Total Volume and Open Interest |
3,554,003 |
3,257,958 |
+34,159 |
NASDAQ 100(CME) |
Dec11 |
111213 |
2310.00 |
2317.00 |
2259.00 |
2271.00 |
-23.00 |
1,447 |
28,913 |
-182 |
Mar12 |
111213 |
2292.30 |
2315.00 |
2255.00 |
2267.50 |
-23.00 |
658 |
1,168 |
+404 |
Jun12 |
111213 |
2264.50 |
2265.00 |
2264.50 |
2264.50 |
-23.00 |
|
|
|
Total Volume and Open Interest |
2,105 |
30,081 |
+222 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111213 |
2294.30 |
2318.00 |
2258.30 |
2271.00 |
-23.00 |
124,579 |
267,818 |
-26,516 |
Mar12 |
111213 |
2291.50 |
2314.80 |
2255.00 |
2267.50 |
-23.00 |
234,510 |
94,750 |
+51,547 |
Total Volume and Open Interest |
359,089 |
362,597 |
+25,031 |
S & P Midcap 400(CME) |
Dec11 |
111213 |
879.00 |
879.00 |
853.80 |
853.80 |
-17.50 |
448 |
6,199 |
-9 |
Mar12 |
111213 |
850.80 |
850.80 |
845.00 |
850.80 |
-17.80 |
175 |
142 |
+135 |
Jun12 |
111213 |
848.80 |
848.80 |
848.80 |
848.80 |
-17.80 |
|
|
|
Total Volume and Open Interest |
623 |
6,341 |
+126 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
111213 |
8580 |
8620 |
8460 |
8510 |
-45 |
3,023 |
22,326 |
+363 |
Jun12 |
111213 |
8560 |
8560 |
8450 |
8450 |
-45 |
10 |
5 |
+5 |
Total Volume and Open Interest |
3,033 |
22,331 |
-13,470 |
Nikkei 225(SGX) |
Dec11 |
111208 |
8730 |
8730 |
8610 |
8685 |
-20 |
146,620 |
217,883 |
+388 |
Mar12 |
111213 |
8570 |
8610 |
8555 |
8565 |
-50 |
108,755 |
173,619 |
+5,006 |
Jun12 |
111213 |
8450 |
8490 |
8450 |
8490 |
-50 |
256 |
268 |
+254 |
Total Volume and Open Interest |
109,480 |
182,794 |
-163,969 |
CAC 40(EURONEXT) |
Dec11 |
111213 |
3102.5 |
3112.5 |
3032.5 |
3078.5 |
-11.0 |
105,582 |
283,533 |
-5,778 |
Jan12 |
111213 |
3097.0 |
3106.5 |
3030.0 |
3073.0 |
-11.0 |
11,181 |
39,067 |
+8,424 |
Feb12 |
111213 |
3106.5 |
3106.5 |
3074.0 |
3074.0 |
-13.5 |
3 |
15 |
+1 |
Total Volume and Open Interest |
116,840 |
323,463 |
+2,699 |
Hang Seng Index(HKFE) |
Dec11 |
111213 |
18347 |
18483 |
18264 |
18439 |
-50 |
81,311 |
86,185 |
+1,794 |
Jan12 |
111213 |
18375 |
18474 |
18270 |
18441 |
-39 |
910 |
1,319 |
+143 |
Total Volume and Open Interest |
82,433 |
91,162 |
+1,971 |
DAX(EUREX) |
Dec11 |
111213 |
5819.0 |
5854.5 |
5700.0 |
5769.5 |
-28.0 |
191,434 |
163,180 |
+1,885 |
Mar12 |
111213 |
5816.5 |
5862.0 |
5708.0 |
5777.5 |
-28.0 |
8,136 |
19,805 |
+3,392 |
Jun12 |
111213 |
5842.5 |
5865.0 |
5745.0 |
5791.5 |
-29.0 |
1,516 |
3,115 |
+103 |
Total Volume and Open Interest |
201,086 |
186,100 |
+5,380 |
FT-SE 100(EURONEXT) |
Dec11 |
111213 |
5441.50 |
5527.50 |
5413.00 |
5486.50 |
+46.00 |
159,825 |
546,927 |
-35,451 |
Mar12 |
111213 |
5404.50 |
5490.50 |
5377.00 |
5449.00 |
+46.50 |
52,098 |
109,169 |
+41,418 |
Jun12 |
111213 |
5397.50 |
5404.50 |
5397.50 |
5404.50 |
+46.00 |
1,500 |
3,219 |
+1,378 |
Total Volume and Open Interest |
213,423 |
659,315 |
+7,345 |
SPI 200(SFE) |
Dec11 |
111213 |
4258.0 |
4261.0 |
4171.0 |
4184.0 |
-76.0 |
68,975 |
224,481 |
-9,237 |
Mar12 |
111213 |
4243.0 |
4243.0 |
4161.0 |
4169.0 |
-75.0 |
39,183 |
37,587 |
+30,648 |
Jun12 |
111213 |
4173.0 |
4173.0 |
4173.0 |
4173.0 |
-79.0 |
33 |
1,721 |
+17 |
Total Volume and Open Interest |
108,226 |
266,910 |
+21,414 |
GSCI(CME) |
Dec11 |
111213 |
641.30 |
652.00 |
638.95 |
648.20 |
+9.20 |
2,117 |
3,872 |
-1,644 |
Jan12 |
111213 |
642.00 |
652.75 |
639.70 |
649.00 |
+9.25 |
2,058 |
4,562 |
+1,802 |
Feb12 |
111213 |
650.50 |
654.00 |
641.20 |
650.50 |
+9.25 |
|
|
|
Total Volume and Open Interest |
4,175 |
8,434 |
+158 |
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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