|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Wed December 14, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
111214 |
1115.25 |
1119.25 |
1094.25 |
1100.00 |
-18.50 |
109,597 |
167,379 |
-14,440 |
Mar12 |
111214 |
1126.00 |
1129.75 |
1104.50 |
1110.00 |
-19.00 |
59,210 |
149,885 |
+11,465 |
May12 |
111214 |
1136.25 |
1140.00 |
1115.50 |
1120.75 |
-19.00 |
21,078 |
90,385 |
-1,691 |
Jul12 |
111214 |
1147.25 |
1150.75 |
1126.00 |
1131.25 |
-18.75 |
13,181 |
76,000 |
+1,567 |
Aug12 |
111214 |
1139.50 |
1149.50 |
1127.00 |
1130.50 |
-19.00 |
116 |
1,226 |
+4 |
Sep12 |
111214 |
1140.00 |
1143.50 |
1124.00 |
1124.50 |
-19.00 |
67 |
885 |
-2 |
Nov12 |
111214 |
1137.00 |
1142.50 |
1115.75 |
1121.50 |
-20.00 |
4,719 |
53,346 |
+522 |
Total Volume and Open Interest |
208,252 |
556,510 |
-2,510 |
Soybean Meal(CBOT) |
Dec11 |
111214 |
282.80 |
282.80 |
278.00 |
280.60 |
-1.60 |
548 |
325 |
-126 |
Jan12 |
111214 |
283.00 |
283.50 |
277.80 |
282.20 |
-1.20 |
35,047 |
66,065 |
-1,682 |
Mar12 |
111214 |
287.00 |
287.60 |
282.00 |
286.30 |
-1.60 |
15,600 |
54,078 |
+2,378 |
May12 |
111214 |
290.90 |
299.20 |
285.70 |
290.10 |
-1.60 |
4,388 |
28,773 |
+225 |
Jul12 |
111214 |
294.10 |
295.10 |
289.50 |
293.90 |
-1.50 |
4,747 |
30,005 |
+522 |
Aug12 |
111214 |
292.10 |
296.70 |
291.10 |
295.10 |
-1.60 |
269 |
5,020 |
-6 |
Sep12 |
111214 |
292.50 |
295.60 |
292.50 |
295.60 |
-1.80 |
438 |
5,309 |
+23 |
Oct12 |
111214 |
290.10 |
296.20 |
290.10 |
293.90 |
-2.30 |
113 |
3,381 |
+37 |
Total Volume and Open Interest |
63,305 |
216,136 |
+2,062 |
Soybean Oil(CBOT) |
Dec11 |
111214 |
48.65 |
48.99 |
48.25 |
48.58 |
-0.41 |
182 |
215 |
-36 |
Jan12 |
111214 |
49.25 |
49.57 |
48.34 |
48.40 |
-0.85 |
57,231 |
95,701 |
-4,741 |
Mar12 |
111214 |
49.65 |
49.94 |
48.71 |
48.80 |
-0.83 |
29,069 |
110,945 |
+4,508 |
May12 |
111214 |
50.06 |
50.30 |
49.10 |
49.18 |
-0.83 |
7,334 |
47,450 |
+614 |
Jul12 |
111214 |
50.42 |
50.62 |
49.42 |
49.50 |
-0.82 |
3,638 |
33,932 |
+20 |
Aug12 |
111214 |
49.99 |
50.15 |
49.56 |
49.58 |
-0.81 |
297 |
4,340 |
+38 |
Sep12 |
111214 |
50.19 |
50.19 |
49.53 |
49.60 |
-0.82 |
263 |
5,025 |
+112 |
Oct12 |
111214 |
50.46 |
50.51 |
49.46 |
49.46 |
-0.82 |
359 |
4,939 |
+165 |
Total Volume and Open Interest |
99,318 |
320,713 |
+770 |
Canola(WCE) |
Jan12 |
111214 |
505.3 |
509.0 |
501.0 |
502.0 |
-4.3 |
8,637 |
40,552 |
-2,169 |
Mar12 |
111214 |
505.8 |
510.5 |
501.6 |
502.7 |
-4.1 |
9,468 |
57,203 |
+2,164 |
May12 |
111214 |
509.2 |
512.2 |
503.5 |
503.5 |
-5.8 |
791 |
16,163 |
-310 |
Jul12 |
111214 |
511.3 |
512.0 |
505.3 |
505.5 |
-6.3 |
460 |
13,084 |
-49 |
Nov12 |
111214 |
485.3 |
487.0 |
481.1 |
482.0 |
-5.3 |
274 |
16,779 |
+30 |
Total Volume and Open Interest |
19,630 |
144,250 |
-334 |
Corn(CBOT) |
Dec11 |
111214 |
588.25 |
590.75 |
577.00 |
580.00 |
-8.50 |
2,335 |
2,544 |
-1,368 |
Mar12 |
111214 |
593.50 |
598.00 |
578.50 |
580.75 |
-13.75 |
112,129 |
559,548 |
-485 |
May12 |
111214 |
602.25 |
606.00 |
587.00 |
589.25 |
-14.00 |
27,064 |
165,029 |
+5,195 |
Jul12 |
111214 |
609.25 |
612.50 |
595.00 |
595.75 |
-13.50 |
18,201 |
152,014 |
+410 |
Sep12 |
111214 |
577.50 |
578.50 |
562.00 |
564.50 |
-14.00 |
2,986 |
38,783 |
+720 |
Dec12 |
111214 |
553.50 |
554.00 |
539.00 |
540.50 |
-14.25 |
11,812 |
185,876 |
+121 |
Total Volume and Open Interest |
175,401 |
1,159,176 |
+4,758 |
Wheat(CBOT) |
Dec11 |
111214 |
583.25 |
598.00 |
583.25 |
588.00 |
-3.75 |
87 |
280 |
-22 |
Mar12 |
111214 |
600.00 |
602.75 |
579.00 |
580.75 |
-19.75 |
37,892 |
176,246 |
-352 |
May12 |
111214 |
619.75 |
622.00 |
599.75 |
601.25 |
-19.00 |
8,146 |
66,278 |
+911 |
Jul12 |
111214 |
631.50 |
635.00 |
613.25 |
615.00 |
-18.25 |
10,138 |
68,754 |
-299 |
Sep12 |
111214 |
651.50 |
651.50 |
632.25 |
632.75 |
-18.75 |
2,666 |
15,297 |
+655 |
Total Volume and Open Interest |
62,071 |
374,295 |
+1,673 |
Wheat(KCBT) |
Dec11 |
111214 |
625.75 |
625.75 |
625.75 |
625.75 |
-24.00 |
30 |
32 |
-18 |
Mar12 |
111214 |
656.00 |
658.75 |
635.00 |
635.50 |
-20.50 |
6,161 |
71,264 |
-42 |
May12 |
111214 |
664.25 |
667.25 |
644.00 |
644.25 |
-20.00 |
1,512 |
15,581 |
+16 |
Jul12 |
111214 |
672.00 |
675.00 |
651.75 |
651.75 |
-20.75 |
1,100 |
38,413 |
-62 |
Sep12 |
111214 |
689.75 |
689.75 |
666.75 |
666.75 |
-20.75 |
433 |
5,958 |
+297 |
Total Volume and Open Interest |
9,578 |
138,017 |
+332 |
Wheat(MGE) |
Dec11 |
111214 |
850.75 |
850.75 |
846.00 |
846.00 |
-5.50 |
7 |
34 |
-7 |
Mar12 |
111214 |
830.00 |
831.00 |
813.50 |
815.75 |
-14.25 |
2,500 |
17,595 |
-640 |
May12 |
111214 |
810.00 |
812.00 |
794.00 |
796.00 |
-14.50 |
794 |
7,724 |
+196 |
Jul12 |
111214 |
793.00 |
794.00 |
785.25 |
788.50 |
-12.75 |
584 |
7,549 |
-39 |
Sep12 |
111214 |
770.00 |
770.00 |
760.00 |
761.50 |
-15.00 |
270 |
4,163 |
+41 |
Total Volume and Open Interest |
4,374 |
39,948 |
-310 |
Oats(CBOT) |
Dec11 |
111214 |
305.00 |
306.50 |
305.00 |
305.00 |
-1.50 |
0 |
1 |
-2 |
Mar12 |
111214 |
310.00 |
310.00 |
297.50 |
302.25 |
-7.25 |
416 |
11,029 |
-151 |
May12 |
111214 |
307.50 |
312.75 |
301.50 |
306.25 |
-6.50 |
56 |
1,517 |
+26 |
Jul12 |
111214 |
309.50 |
315.50 |
307.00 |
308.75 |
-6.75 |
0 |
113 |
+0 |
Total Volume and Open Interest |
477 |
12,819 |
-124 |
Rough Rice(CBOT) |
Jan12 |
111214 |
13.88 |
13.90 |
13.65 |
13.65 |
-0.20 |
891 |
7,842 |
-253 |
Mar12 |
111214 |
14.14 |
14.19 |
13.93 |
13.93 |
-0.20 |
536 |
8,362 |
+77 |
May12 |
111214 |
14.33 |
14.39 |
14.23 |
14.23 |
-0.20 |
50 |
809 |
+36 |
Jul12 |
111214 |
14.59 |
14.59 |
14.50 |
14.50 |
-0.19 |
0 |
613 |
+0 |
Total Volume and Open Interest |
1,477 |
17,813 |
-140 |
Live Cattle(CME) |
Dec11 |
111214 |
117.900 |
118.250 |
117.385 |
118.180 |
+0.280 |
3,975 |
15,248 |
-1,894 |
Feb12 |
111214 |
118.650 |
118.980 |
118.100 |
118.785 |
+0.135 |
24,691 |
130,651 |
-1,271 |
Apr12 |
111214 |
122.800 |
122.800 |
121.930 |
122.430 |
-0.370 |
10,512 |
88,220 |
-563 |
Jun12 |
111214 |
121.730 |
121.730 |
120.650 |
121.035 |
-0.695 |
6,705 |
53,822 |
+690 |
Aug12 |
111214 |
122.300 |
122.300 |
121.480 |
122.080 |
-0.400 |
2,119 |
13,516 |
+383 |
Oct12 |
111214 |
124.930 |
125.150 |
124.450 |
125.080 |
-0.470 |
772 |
7,043 |
+249 |
Total Volume and Open Interest |
49,029 |
313,453 |
-2,367 |
Feeder Cattle(CME) |
Jan12 |
111214 |
143.600 |
144.050 |
142.685 |
143.750 |
-0.150 |
2,880 |
10,751 |
-586 |
Mar12 |
111214 |
145.535 |
146.200 |
144.880 |
145.735 |
-0.115 |
2,024 |
8,773 |
+242 |
Apr12 |
111214 |
146.750 |
147.350 |
146.250 |
147.000 |
-0.235 |
572 |
3,052 |
-11 |
May12 |
111214 |
147.130 |
148.130 |
146.935 |
147.825 |
-0.110 |
534 |
3,427 |
+83 |
Aug12 |
111214 |
149.600 |
149.750 |
148.750 |
149.600 |
-0.435 |
242 |
3,140 |
-18 |
Sep12 |
111214 |
150.000 |
150.000 |
149.300 |
150.000 |
-0.500 |
32 |
536 |
+10 |
Oct12 |
111214 |
149.800 |
150.130 |
149.400 |
150.000 |
-0.750 |
7 |
181 |
+5 |
Total Volume and Open Interest |
6,292 |
29,880 |
-274 |
Lean Hogs(CME) |
Dec11 |
111214 |
85.750 |
85.800 |
85.550 |
85.700 |
-0.100 |
3,687 |
8,093 |
-1,284 |
Feb12 |
111214 |
86.300 |
86.785 |
85.700 |
86.330 |
-0.070 |
16,598 |
92,317 |
-964 |
Apr12 |
111214 |
88.830 |
89.200 |
88.100 |
88.600 |
-0.300 |
6,672 |
62,550 |
-586 |
May12 |
111214 |
94.800 |
94.850 |
93.850 |
94.680 |
-0.070 |
63 |
2,546 |
-25 |
Jun12 |
111214 |
95.800 |
95.980 |
95.150 |
95.285 |
-0.500 |
4,220 |
45,851 |
-535 |
Jul12 |
111214 |
95.250 |
95.250 |
94.300 |
94.400 |
-1.080 |
1,979 |
13,064 |
+466 |
Aug12 |
111214 |
93.480 |
93.850 |
93.000 |
93.350 |
-0.630 |
961 |
14,181 |
-18 |
Oct12 |
111214 |
82.700 |
83.200 |
82.200 |
82.750 |
-0.500 |
496 |
8,823 |
+7 |
Total Volume and Open Interest |
34,828 |
251,503 |
-2,897 |
Class III Milk(CME) |
Dec11 |
111214 |
18.54 |
18.57 |
18.54 |
18.56 |
unch |
180 |
5,727 |
-49 |
Jan12 |
111214 |
16.76 |
16.77 |
16.62 |
16.66 |
-0.12 |
504 |
5,133 |
-9 |
Feb12 |
111214 |
16.96 |
17.06 |
16.94 |
16.94 |
-0.05 |
235 |
4,089 |
+122 |
Mar12 |
111214 |
16.95 |
17.05 |
16.95 |
17.01 |
+0.01 |
123 |
3,337 |
+13 |
Apr12 |
111214 |
16.92 |
16.95 |
16.90 |
16.90 |
-0.03 |
50 |
2,496 |
+21 |
Total Volume and Open Interest |
1,334 |
33,297 |
+159 |
Cocoa(ICE) |
Dec11 |
111214 |
2023 |
2023 |
2023 |
2023 |
-78 |
5 |
35 |
-16 |
Mar12 |
111214 |
2256 |
2274 |
2155 |
2180 |
-63 |
33,992 |
83,890 |
-325 |
May12 |
111214 |
2262 |
2285 |
2173 |
2200 |
-60 |
6,215 |
35,580 |
+1,117 |
Jul12 |
111214 |
2289 |
2295 |
2200 |
2219 |
-58 |
1,767 |
15,919 |
+110 |
Sep12 |
111214 |
2299 |
2313 |
2210 |
2230 |
-55 |
977 |
14,157 |
+386 |
Dec12 |
111214 |
2309 |
2323 |
2222 |
2244 |
-50 |
445 |
13,931 |
+270 |
Mar13 |
111214 |
2333 |
2333 |
2240 |
2261 |
-45 |
189 |
4,672 |
+71 |
Total Volume and Open Interest |
43,739 |
171,269 |
+1,702 |
Coffee "C"(ICE) |
Dec11 |
111214 |
219.25 |
219.25 |
213.50 |
215.10 |
-3.55 |
53 |
71 |
+1 |
Mar12 |
111214 |
222.30 |
222.90 |
217.25 |
218.00 |
-4.95 |
12,916 |
57,917 |
-434 |
May12 |
111214 |
225.70 |
225.70 |
220.10 |
220.80 |
-4.90 |
3,138 |
24,159 |
+793 |
Jul12 |
111214 |
228.20 |
228.20 |
222.75 |
223.40 |
-4.80 |
1,641 |
6,915 |
+61 |
Sep12 |
111214 |
228.15 |
228.15 |
225.00 |
225.40 |
-4.65 |
790 |
6,098 |
+133 |
Dec12 |
111214 |
230.00 |
230.10 |
227.05 |
227.45 |
-4.30 |
194 |
6,669 |
+56 |
Total Volume and Open Interest |
18,760 |
103,051 |
+629 |
Orange Juice(ICE) |
Jan12 |
111214 |
167.35 |
168.00 |
166.00 |
167.75 |
+0.40 |
3,115 |
14,495 |
-1,392 |
Mar12 |
111214 |
163.25 |
163.95 |
162.60 |
163.65 |
+0.50 |
1,672 |
10,748 |
+510 |
May12 |
111214 |
162.25 |
162.70 |
161.85 |
162.70 |
+0.45 |
249 |
1,946 |
+57 |
Jul12 |
111214 |
162.00 |
162.70 |
162.00 |
162.70 |
+0.35 |
108 |
752 |
+97 |
Sep12 |
111214 |
162.35 |
162.35 |
162.35 |
162.35 |
+0.30 |
0 |
58 |
+0 |
Nov12 |
111214 |
161.35 |
161.35 |
161.35 |
161.35 |
+0.10 |
0 |
13 |
+0 |
Total Volume and Open Interest |
5,144 |
28,021 |
-728 |
Sugar #11(ICE) |
Mar12 |
111214 |
23.41 |
23.53 |
22.68 |
22.80 |
-0.64 |
27,518 |
210,816 |
-641 |
May12 |
111214 |
23.05 |
23.10 |
22.30 |
22.36 |
-0.69 |
7,513 |
91,589 |
-140 |
Jul12 |
111214 |
22.62 |
22.71 |
21.99 |
22.04 |
-0.68 |
5,175 |
92,768 |
+289 |
Oct12 |
111214 |
22.85 |
22.85 |
22.22 |
22.33 |
-0.56 |
1,462 |
48,788 |
+96 |
Mar13 |
111214 |
23.28 |
23.28 |
22.66 |
22.82 |
-0.50 |
616 |
31,101 |
+236 |
Total Volume and Open Interest |
42,864 |
523,450 |
-68 |
London Cocoa(LCE) |
Dec11 |
111213 |
1360 |
1404 |
1360 |
1403 |
+41 |
8,292 |
9,899 |
-5,304 |
Mar12 |
111214 |
1477 |
1482 |
1414 |
1423 |
-50 |
29,941 |
83,728 |
+4,359 |
May12 |
111214 |
1497 |
1499 |
1433 |
1440 |
-50 |
5,267 |
22,735 |
-391 |
Jul12 |
111214 |
1515 |
1515 |
1450 |
1458 |
-50 |
2,349 |
27,927 |
+32 |
Sep12 |
111214 |
1528 |
1528 |
1467 |
1474 |
-50 |
1,605 |
19,556 |
+150 |
Dec12 |
111214 |
1541 |
1543 |
1476 |
1487 |
-51 |
1,044 |
13,976 |
+497 |
Mar13 |
111214 |
1535 |
1535 |
1498 |
1498 |
-52 |
519 |
7,967 |
+186 |
Total Volume and Open Interest |
56,088 |
183,363 |
-349 |
London Sugar(LCE) |
Mar12 |
111214 |
610.00 |
610.30 |
592.60 |
597.70 |
-10.90 |
4,234 |
25,389 |
+149 |
May12 |
111214 |
601.50 |
601.80 |
586.00 |
589.80 |
-11.20 |
844 |
7,903 |
+116 |
Aug12 |
111214 |
594.90 |
595.60 |
580.00 |
583.30 |
-11.20 |
340 |
10,184 |
+41 |
Oct12 |
111214 |
596.60 |
596.70 |
582.50 |
585.90 |
-10.50 |
135 |
3,835 |
+20 |
Dec12 |
111214 |
594.20 |
594.20 |
589.60 |
589.60 |
-10.40 |
38 |
1,407 |
-21 |
Total Volume and Open Interest |
5,620 |
49,947 |
+327 |
Cotton(ICE) |
Mar12 |
111214 |
87.31 |
87.42 |
84.35 |
85.12 |
-2.19 |
12,339 |
91,295 |
+996 |
May12 |
111214 |
86.63 |
87.22 |
84.23 |
84.79 |
-2.38 |
2,415 |
22,650 |
+510 |
Jul12 |
111214 |
86.35 |
86.92 |
84.01 |
84.56 |
-2.32 |
1,825 |
20,088 |
+637 |
Oct12 |
111214 |
85.26 |
85.26 |
85.26 |
85.26 |
-2.02 |
0 |
84 |
+0 |
Dec12 |
111214 |
85.09 |
85.09 |
83.25 |
83.72 |
-1.96 |
377 |
8,093 |
+256 |
Mar13 |
111214 |
84.67 |
84.67 |
84.67 |
84.67 |
-2.08 |
17 |
428 |
+2 |
Total Volume and Open Interest |
17,004 |
143,510 |
+2,390 |
Lumber(CME) |
Jan12 |
111214 |
227.1 |
229.4 |
219.6 |
224.7 |
-4.9 |
913 |
5,632 |
-161 |
Mar12 |
111214 |
242.0 |
242.4 |
235.0 |
237.5 |
-7.5 |
646 |
4,597 |
-16 |
May12 |
111214 |
258.0 |
258.0 |
254.5 |
255.0 |
-9.5 |
63 |
921 |
+10 |
Jul12 |
111214 |
269.0 |
269.0 |
264.5 |
264.5 |
-10.0 |
10 |
287 |
+2 |
Total Volume and Open Interest |
1,633 |
11,552 |
-165 |
Crude Oil(NYM) |
Jan12 |
111214 |
100.33 |
100.33 |
94.21 |
94.95 |
-5.19 |
279,146 |
159,333 |
-28,973 |
Feb12 |
111214 |
100.45 |
100.45 |
94.43 |
95.14 |
-5.18 |
90,872 |
185,021 |
+14,732 |
Mar12 |
111214 |
100.47 |
100.47 |
94.65 |
95.37 |
-5.11 |
53,778 |
127,648 |
+6,415 |
Apr12 |
111214 |
100.50 |
100.51 |
94.90 |
95.59 |
-5.06 |
18,817 |
61,094 |
+751 |
May12 |
111214 |
100.58 |
100.61 |
95.02 |
95.72 |
-5.00 |
16,038 |
64,096 |
+3,159 |
Jun12 |
111214 |
100.63 |
100.63 |
95.00 |
95.68 |
-4.92 |
24,516 |
84,338 |
+1,809 |
Jul12 |
111214 |
99.67 |
99.68 |
94.77 |
95.52 |
-4.84 |
6,212 |
35,192 |
-97 |
Aug12 |
111214 |
99.58 |
99.69 |
94.99 |
95.30 |
-4.77 |
3,224 |
28,529 |
-42 |
Sep12 |
111214 |
98.88 |
98.88 |
94.90 |
95.08 |
-4.69 |
4,229 |
29,973 |
-564 |
Oct12 |
111214 |
96.73 |
96.73 |
94.89 |
94.89 |
-4.61 |
1,534 |
28,755 |
-258 |
Nov12 |
111214 |
98.05 |
98.05 |
94.45 |
94.76 |
-4.53 |
2,454 |
30,694 |
+237 |
Dec12 |
111214 |
98.57 |
98.82 |
93.99 |
94.62 |
-4.45 |
21,427 |
171,157 |
+1,707 |
Jan13 |
111214 |
94.35 |
94.35 |
94.35 |
94.35 |
-4.37 |
1,305 |
30,822 |
+48 |
Feb13 |
111214 |
94.04 |
94.04 |
94.04 |
94.04 |
-4.32 |
314 |
12,774 |
-35 |
Mar13 |
111214 |
94.00 |
94.00 |
93.74 |
93.74 |
-4.28 |
814 |
12,722 |
+469 |
Apr13 |
111214 |
93.43 |
93.43 |
93.43 |
93.43 |
-4.25 |
168 |
6,061 |
+81 |
Total Volume and Open Interest |
539,270 |
1,325,786 |
+1,039 |
e-miNY Crude Oil(NYM) |
Dec11 |
111117 |
101.675 |
103.375 |
98.375 |
98.825 |
-3.775 |
7,409 |
2,981 |
+164 |
Jan12 |
111214 |
100.275 |
100.300 |
94.225 |
94.950 |
-5.200 |
6,553 |
1,828 |
-299 |
Feb12 |
111214 |
100.425 |
100.425 |
94.450 |
95.150 |
-5.175 |
484 |
490 |
+26 |
Mar12 |
111214 |
100.200 |
100.300 |
94.900 |
95.375 |
-5.100 |
87 |
244 |
+28 |
Apr12 |
111214 |
96.275 |
96.275 |
95.600 |
95.600 |
-5.050 |
10 |
226 |
+9 |
May12 |
111214 |
95.725 |
95.725 |
95.725 |
95.725 |
-5.000 |
0 |
24 |
+0 |
Jun12 |
111214 |
97.700 |
97.700 |
95.675 |
95.675 |
-4.925 |
4 |
19 |
+0 |
Jul12 |
111214 |
95.525 |
95.525 |
95.525 |
95.525 |
-4.825 |
0 |
4 |
+0 |
Aug12 |
111214 |
95.300 |
95.300 |
95.300 |
95.300 |
-4.775 |
0 |
5 |
+0 |
Sep12 |
111214 |
95.075 |
95.075 |
95.075 |
95.075 |
-4.700 |
|
|
|
Total Volume and Open Interest |
7,150 |
3,054 |
-247 |
Heating Oil(NYM) |
Jan12 |
111214 |
293.15 |
293.35 |
281.75 |
282.99 |
-9.89 |
52,060 |
64,547 |
-7,432 |
Feb12 |
111214 |
293.91 |
294.38 |
282.74 |
283.86 |
-10.14 |
22,466 |
53,147 |
+2,316 |
Mar12 |
111214 |
294.63 |
294.83 |
283.39 |
284.38 |
-10.25 |
15,420 |
37,889 |
-402 |
Apr12 |
111214 |
292.00 |
292.00 |
283.35 |
283.92 |
-10.39 |
6,062 |
23,203 |
-362 |
May12 |
111214 |
292.20 |
292.20 |
282.41 |
282.94 |
-10.73 |
4,309 |
18,811 |
+633 |
Jun12 |
111214 |
292.16 |
292.90 |
281.50 |
282.13 |
-10.96 |
7,670 |
34,606 |
+628 |
Jul12 |
111214 |
287.50 |
288.48 |
282.06 |
282.42 |
-11.08 |
954 |
9,935 |
-201 |
Aug12 |
111214 |
288.88 |
288.88 |
282.41 |
282.83 |
-11.12 |
252 |
4,531 |
+33 |
Sep12 |
111214 |
289.20 |
289.20 |
283.00 |
283.53 |
-11.12 |
202 |
6,744 |
+26 |
Oct12 |
111214 |
292.00 |
293.06 |
283.99 |
284.53 |
-11.15 |
91 |
2,555 |
+49 |
Nov12 |
111214 |
291.22 |
291.22 |
285.00 |
285.50 |
-11.13 |
141 |
1,902 |
+45 |
Dec12 |
111214 |
291.26 |
292.01 |
285.85 |
286.22 |
-11.11 |
2,462 |
18,502 |
-45 |
Total Volume and Open Interest |
112,339 |
279,211 |
-4,589 |
Gasoline(NYMEX) |
Jan12 |
111214 |
263.00 |
263.12 |
248.80 |
250.37 |
-12.17 |
39,741 |
57,494 |
-8,004 |
Feb12 |
111214 |
262.94 |
263.62 |
250.00 |
251.44 |
-12.26 |
21,503 |
41,305 |
+881 |
Mar12 |
111214 |
265.37 |
265.37 |
251.69 |
252.97 |
-12.35 |
12,683 |
40,669 |
+1,430 |
Apr12 |
111214 |
277.29 |
277.29 |
265.18 |
266.47 |
-12.29 |
6,908 |
30,367 |
+558 |
May12 |
111214 |
278.38 |
278.38 |
265.10 |
266.39 |
-12.20 |
4,567 |
21,759 |
+463 |
Jun12 |
111214 |
276.30 |
276.75 |
263.77 |
264.69 |
-12.07 |
5,207 |
30,300 |
+162 |
Jul12 |
111214 |
273.00 |
273.00 |
262.46 |
262.53 |
-11.92 |
1,840 |
9,106 |
+433 |
Aug12 |
111214 |
268.00 |
268.00 |
260.16 |
260.19 |
-11.83 |
841 |
8,650 |
-29 |
Sep12 |
111214 |
264.50 |
264.50 |
257.41 |
257.41 |
-11.74 |
378 |
7,048 |
+74 |
Oct12 |
111214 |
250.40 |
250.40 |
244.48 |
244.68 |
-11.70 |
230 |
5,348 |
+8 |
Total Volume and Open Interest |
95,481 |
271,597 |
-3,969 |
e-miNY RBOB Gasoline(NYM) |
Jan12 |
111214 |
250.40 |
250.40 |
250.37 |
250.40 |
-12.10 |
0 |
1 |
+0 |
Feb12 |
111214 |
251.40 |
251.44 |
251.40 |
251.40 |
-12.30 |
0 |
1 |
+0 |
Mar12 |
111214 |
253.00 |
253.00 |
252.97 |
253.00 |
-12.30 |
|
|
|
Apr12 |
111214 |
266.50 |
266.50 |
266.47 |
266.50 |
-12.30 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Jan12 |
111214 |
3.285 |
3.287 |
3.126 |
3.136 |
-0.143 |
128,726 |
175,791 |
-19,101 |
Feb12 |
111214 |
3.328 |
3.330 |
3.175 |
3.187 |
-0.134 |
55,878 |
110,450 |
+1,353 |
Mar12 |
111214 |
3.347 |
3.350 |
3.210 |
3.223 |
-0.120 |
58,066 |
179,337 |
+8,689 |
Apr12 |
111214 |
3.395 |
3.395 |
3.268 |
3.279 |
-0.113 |
33,320 |
107,452 |
+1,729 |
May12 |
111214 |
3.435 |
3.435 |
3.315 |
3.325 |
-0.111 |
11,813 |
59,059 |
+2,308 |
Jun12 |
111214 |
3.466 |
3.466 |
3.359 |
3.370 |
-0.108 |
5,672 |
25,607 |
-332 |
Jul12 |
111214 |
3.485 |
3.485 |
3.413 |
3.423 |
-0.107 |
4,638 |
23,051 |
+205 |
Aug12 |
111214 |
3.530 |
3.530 |
3.437 |
3.449 |
-0.106 |
2,716 |
14,022 |
+523 |
Sep12 |
111214 |
3.536 |
3.536 |
3.443 |
3.452 |
-0.107 |
3,944 |
19,321 |
+1,745 |
Oct12 |
111214 |
3.568 |
3.568 |
3.477 |
3.488 |
-0.106 |
10,057 |
63,353 |
+1,434 |
Nov12 |
111214 |
3.695 |
3.695 |
3.616 |
3.626 |
-0.101 |
3,215 |
28,287 |
+642 |
Dec12 |
111214 |
3.958 |
3.976 |
3.885 |
3.899 |
-0.097 |
2,479 |
23,131 |
-170 |
Jan13 |
111214 |
4.100 |
4.100 |
4.010 |
4.022 |
-0.095 |
2,935 |
33,666 |
+457 |
Feb13 |
111214 |
4.068 |
4.068 |
4.009 |
4.015 |
-0.093 |
399 |
6,918 |
+11 |
Mar13 |
111214 |
4.037 |
4.037 |
3.972 |
3.977 |
-0.090 |
1,380 |
16,534 |
+778 |
Apr13 |
111214 |
3.984 |
3.984 |
3.890 |
3.900 |
-0.084 |
2,507 |
23,218 |
+156 |
Total Volume and Open Interest |
330,086 |
973,323 |
+1,363 |
Brent Crude Oil(ICE) |
Jan12 |
111214 |
109.47 |
109.50 |
104.36 |
105.02 |
-4.48 |
141,316 |
67,831 |
-20,451 |
Feb12 |
111214 |
109.04 |
109.08 |
103.61 |
104.25 |
-4.83 |
119,294 |
174,150 |
-1,026 |
Mar12 |
111214 |
108.48 |
108.79 |
103.34 |
103.92 |
-4.87 |
53,383 |
135,605 |
+11,281 |
Apr12 |
111214 |
108.13 |
108.34 |
103.14 |
103.69 |
-4.90 |
22,808 |
43,992 |
-463 |
May12 |
111214 |
108.05 |
108.11 |
103.11 |
103.48 |
-4.90 |
15,360 |
27,300 |
+390 |
Jun12 |
111214 |
107.69 |
108.12 |
102.75 |
103.28 |
-4.88 |
27,158 |
73,409 |
-2,419 |
Jul12 |
111214 |
107.39 |
107.49 |
102.72 |
103.07 |
-4.85 |
6,952 |
18,738 |
+274 |
Aug12 |
111214 |
107.10 |
107.20 |
102.47 |
102.82 |
-4.81 |
5,969 |
27,818 |
+1,471 |
Sep12 |
111214 |
106.74 |
106.85 |
102.17 |
102.52 |
-4.75 |
5,711 |
35,490 |
+821 |
Oct12 |
111214 |
106.06 |
106.06 |
102.10 |
102.26 |
-4.68 |
3,247 |
14,750 |
+280 |
Nov12 |
111214 |
102.01 |
102.01 |
102.01 |
102.01 |
-4.62 |
2,666 |
16,359 |
+458 |
Dec12 |
111214 |
105.77 |
106.14 |
101.18 |
101.71 |
-4.57 |
18,390 |
97,443 |
-1,319 |
Jan13 |
111214 |
101.41 |
101.41 |
101.41 |
101.41 |
-4.51 |
779 |
12,229 |
+215 |
Feb13 |
111214 |
101.07 |
101.07 |
101.07 |
101.07 |
-4.46 |
199 |
6,485 |
-21 |
Total Volume and Open Interest |
430,996 |
910,497 |
-9,674 |
Gas Oil(ICE) |
Jan12 |
111214 |
929.25 |
930.75 |
893.50 |
904.75 |
-27.75 |
87,996 |
140,685 |
-3,522 |
Feb12 |
111214 |
926.50 |
928.25 |
890.50 |
902.25 |
-27.25 |
53,902 |
77,159 |
+1,297 |
Mar12 |
111214 |
924.00 |
925.50 |
889.75 |
900.00 |
-27.00 |
22,985 |
53,208 |
-199 |
Apr12 |
111214 |
921.25 |
923.25 |
888.50 |
898.50 |
-26.75 |
13,128 |
24,718 |
-543 |
May12 |
111214 |
920.00 |
922.25 |
887.00 |
897.50 |
-26.50 |
9,370 |
27,702 |
+80 |
Jun12 |
111214 |
920.00 |
922.25 |
886.25 |
897.50 |
-26.50 |
13,023 |
41,273 |
-1,785 |
Jul12 |
111214 |
921.25 |
923.50 |
888.50 |
899.00 |
-26.25 |
3,167 |
16,911 |
-59 |
Aug12 |
111214 |
922.00 |
922.75 |
889.25 |
899.75 |
-26.25 |
2,252 |
13,710 |
+39 |
Sep12 |
111214 |
922.50 |
924.50 |
890.00 |
900.25 |
-26.00 |
1,361 |
14,739 |
+165 |
Oct12 |
111214 |
924.00 |
924.00 |
890.00 |
900.00 |
-26.00 |
894 |
9,650 |
+146 |
Total Volume and Open Interest |
216,425 |
500,974 |
-19,947 |
Ethanol(CBOT) |
Dec11 |
111205 |
2.503 |
2.503 |
2.485 |
2.500 |
-0.003 |
88 |
204 |
-29 |
Jan12 |
111214 |
2.100 |
2.100 |
2.055 |
2.066 |
-0.045 |
36 |
1,210 |
-4 |
Feb12 |
111214 |
2.070 |
2.070 |
2.043 |
2.053 |
-0.036 |
237 |
1,321 |
-134 |
Mar12 |
111214 |
2.085 |
2.085 |
2.070 |
2.075 |
-0.044 |
70 |
1,630 |
-14 |
Apr12 |
111214 |
2.088 |
2.088 |
2.088 |
2.088 |
-0.044 |
11 |
737 |
-1 |
May12 |
111214 |
2.120 |
2.120 |
2.100 |
2.103 |
-0.044 |
62 |
938 |
+32 |
Jun12 |
111214 |
2.126 |
2.130 |
2.120 |
2.122 |
-0.032 |
75 |
592 |
-8 |
Jul12 |
111214 |
2.145 |
2.145 |
2.140 |
2.141 |
-0.028 |
45 |
845 |
+16 |
Total Volume and Open Interest |
760 |
10,330 |
-186 |
WTI Crude Oil(ICE) |
Jan12 |
111214 |
99.88 |
100.07 |
94.24 |
94.95 |
-5.19 |
52,898 |
52,123 |
-4,922 |
Feb12 |
111214 |
100.20 |
100.25 |
94.45 |
95.14 |
-5.18 |
19,786 |
66,372 |
+3,659 |
Mar12 |
111214 |
100.13 |
100.39 |
94.68 |
95.37 |
-5.11 |
13,526 |
34,387 |
+1,880 |
Apr12 |
111214 |
100.06 |
100.07 |
94.95 |
95.59 |
-5.06 |
4,958 |
25,634 |
+773 |
May12 |
111214 |
100.12 |
100.13 |
95.08 |
95.72 |
-5.00 |
3,512 |
15,364 |
+701 |
Jun12 |
111214 |
100.00 |
100.01 |
95.03 |
95.68 |
-4.92 |
7,649 |
49,699 |
+793 |
Jul12 |
111214 |
98.91 |
98.91 |
95.52 |
95.52 |
-4.84 |
1,526 |
9,502 |
+85 |
Aug12 |
111214 |
98.63 |
98.63 |
95.30 |
95.30 |
-4.77 |
989 |
7,146 |
+93 |
Sep12 |
111214 |
98.33 |
98.35 |
94.43 |
95.08 |
-4.69 |
1,080 |
10,944 |
-21 |
Oct12 |
111214 |
94.89 |
94.89 |
94.89 |
94.89 |
-4.61 |
421 |
5,203 |
-10 |
Nov12 |
111214 |
94.76 |
94.76 |
94.76 |
94.76 |
-4.53 |
396 |
4,620 |
-31 |
Dec12 |
111214 |
98.79 |
98.83 |
93.97 |
94.62 |
-4.45 |
6,029 |
62,950 |
+609 |
Jan13 |
111214 |
94.35 |
94.35 |
94.35 |
94.35 |
-4.37 |
0 |
3,005 |
+0 |
Feb13 |
111214 |
94.04 |
94.04 |
94.04 |
94.04 |
-4.32 |
0 |
640 |
-9 |
Mar13 |
111214 |
93.74 |
93.74 |
93.74 |
93.74 |
-4.28 |
0 |
1,613 |
+0 |
Apr13 |
111214 |
93.43 |
93.43 |
93.43 |
93.43 |
-4.25 |
0 |
389 |
+0 |
Total Volume and Open Interest |
115,833 |
437,448 |
+3,872 |
US Dollar Index(ICE) |
Dec11 |
111214 |
80.290 |
80.775 |
80.140 |
80.622 |
+0.332 |
33,591 |
50,021 |
-3,531 |
Mar12 |
111214 |
80.980 |
81.415 |
80.780 |
81.290 |
+0.340 |
17,713 |
12,034 |
+8,532 |
Jun12 |
111214 |
81.790 |
81.790 |
81.790 |
81.790 |
+0.360 |
720 |
504 |
+500 |
Total Volume and Open Interest |
52,024 |
62,559 |
+5,501 |
Australian Dollar(CME) |
Dec11 |
111214 |
100.01 |
100.39 |
98.78 |
98.87 |
-1.31 |
103,358 |
84,718 |
-6,989 |
Mar12 |
111214 |
99.05 |
99.40 |
97.82 |
97.91 |
-1.29 |
22,159 |
66,958 |
+5,458 |
Jun12 |
111214 |
98.41 |
98.42 |
97.16 |
97.16 |
-1.26 |
1 |
6 |
+0 |
Total Volume and Open Interest |
125,518 |
151,800 |
-1,531 |
British Pound(CME) |
Dec11 |
111214 |
154.82 |
155.31 |
154.07 |
154.67 |
-0.25 |
100,879 |
133,594 |
-12,518 |
Mar12 |
111214 |
154.77 |
155.17 |
153.94 |
154.53 |
-0.25 |
30,802 |
71,338 |
+22,046 |
Jun12 |
111214 |
154.42 |
154.66 |
154.42 |
154.42 |
-0.24 |
0 |
10 |
+0 |
Total Volume and Open Interest |
131,681 |
204,947 |
+9,528 |
Canadian Dollar(CME) |
Dec11 |
111214 |
96.74 |
96.87 |
95.92 |
96.10 |
-0.77 |
76,786 |
97,110 |
-12,197 |
Mar12 |
111214 |
96.64 |
96.64 |
95.73 |
95.92 |
-0.76 |
22,783 |
60,901 |
+15,549 |
Jun12 |
111214 |
96.30 |
96.55 |
95.70 |
95.81 |
-0.74 |
247 |
2,202 |
+162 |
Sep12 |
111214 |
95.85 |
96.45 |
95.72 |
95.74 |
-0.71 |
0 |
1,155 |
+0 |
Total Volume and Open Interest |
99,816 |
161,615 |
+3,514 |
Japanese Yen(CME) |
Dec11 |
111214 |
128.21 |
128.34 |
127.93 |
128.08 |
-0.15 |
84,576 |
123,962 |
-11,863 |
Mar12 |
111214 |
128.52 |
128.64 |
128.24 |
128.39 |
-0.13 |
24,567 |
71,421 |
+14,791 |
Jun12 |
111214 |
128.66 |
128.80 |
128.66 |
128.69 |
-0.11 |
39 |
72 |
+20 |
Total Volume and Open Interest |
109,182 |
195,461 |
+2,948 |
Swiss Franc(CME) |
Dec11 |
111214 |
105.73 |
106.05 |
104.84 |
104.90 |
-0.84 |
31,067 |
37,579 |
-2,050 |
Mar12 |
111214 |
105.90 |
106.31 |
105.12 |
105.18 |
-0.81 |
13,369 |
16,081 |
+7,213 |
Jun12 |
111214 |
105.49 |
106.26 |
105.49 |
105.49 |
-0.77 |
1 |
5 |
+0 |
Total Volume and Open Interest |
44,437 |
53,670 |
+5,163 |
EuroFX(CME) |
Dec11 |
111214 |
130.33 |
130.65 |
129.45 |
129.75 |
-0.63 |
260,451 |
215,824 |
-13,863 |
Mar12 |
111214 |
130.47 |
130.83 |
129.65 |
129.94 |
-0.61 |
85,459 |
101,524 |
+22,493 |
Jun12 |
111214 |
130.45 |
130.80 |
129.97 |
130.11 |
-0.57 |
113 |
1,305 |
+30 |
Total Volume and Open Interest |
346,034 |
318,679 |
+8,660 |
Mexican Peso(CME) |
Dec11 |
111214 |
723.5 |
723.5 |
715.8 |
718.0 |
-5.5 |
29,793 |
59,918 |
-3,241 |
Jan12 |
111214 |
716.2 |
722.0 |
716.2 |
716.2 |
-5.8 |
0 |
95 |
+0 |
Total Volume and Open Interest |
42,826 |
124,559 |
-2,811 |
Brazilian Real(CME) |
Jan12 |
111214 |
530.70 |
532.20 |
529.20 |
531.55 |
-4.30 |
1 |
10,740 |
+0 |
Feb12 |
111214 |
528.20 |
528.20 |
528.20 |
528.20 |
-4.55 |
|
|
|
Mar12 |
111214 |
525.50 |
525.50 |
524.85 |
524.85 |
-4.80 |
52 |
2,523 |
-21 |
Apr12 |
111214 |
522.25 |
522.25 |
522.25 |
522.25 |
-4.80 |
|
|
|
Total Volume and Open Interest |
53 |
28,584 |
-21 |
30-Year T-Bonds(CBOT) |
Dec11 |
111214 |
143~040 |
144~270 |
142~310 |
144~240 |
+1~110 |
5,795 |
10,366 |
-1,080 |
Mar12 |
111214 |
142~310 |
144~190 |
142~170 |
144~150 |
+1~120 |
200,503 |
580,851 |
+3,818 |
Jun12 |
111214 |
142~000 |
143~010 |
141~210 |
143~010 |
+1~120 |
154 |
155 |
-27 |
Total Volume and Open Interest |
206,452 |
591,372 |
+2,711 |
10-Year T-Notes(CBOT) |
Dec11 |
111214 |
131~075 |
131~210 |
131~035 |
131~195 |
+0~095 |
27,423 |
30,002 |
-16,077 |
Mar12 |
111214 |
130~145 |
130~275 |
130~075 |
130~260 |
+0~105 |
544,443 |
1,405,518 |
+15,982 |
Jun12 |
111214 |
129~260 |
129~260 |
129~260 |
129~260 |
+0~105 |
|
|
|
Total Volume and Open Interest |
571,866 |
1,435,520 |
-95 |
5-Year T-Notes(CBOT) |
Dec11 |
111214 |
123~058 |
123~068 |
123~014 |
123~062 |
-0~001 |
6,877 |
47,693 |
-3,779 |
Mar12 |
111214 |
123~019 |
123~023 |
123~004 |
123~016 |
-0~002 |
262,639 |
1,281,254 |
+1,395 |
Jun12 |
111214 |
122~040 |
122~042 |
122~040 |
122~040 |
-0~002 |
|
|
|
Total Volume and Open Interest |
269,516 |
1,328,947 |
-2,384 |
2 Year T-Notes(CBOT) |
Dec11 |
111214 |
110~030 |
110~031 |
110~027 |
110~027 |
-0~004 |
3,954 |
28,133 |
-820 |
Mar12 |
111214 |
110~039 |
110~040 |
110~036 |
110~037 |
-0~003 |
111,214 |
686,784 |
+9,096 |
Jun12 |
111214 |
110~009 |
110~012 |
110~009 |
110~009 |
-0~003 |
|
|
|
Total Volume and Open Interest |
115,168 |
714,917 |
+8,276 |
Eurodollars(CME) |
Dec11 |
111214 |
99.440 |
99.440 |
99.420 |
99.435 |
-0.007 |
98,888 |
991,861 |
+7,813 |
Mar12 |
111214 |
99.360 |
99.360 |
99.290 |
99.295 |
-0.060 |
146,265 |
926,011 |
+8,011 |
Jun12 |
111214 |
99.310 |
99.310 |
99.245 |
99.260 |
-0.050 |
132,130 |
1,072,701 |
-10,866 |
Sep12 |
111214 |
99.290 |
99.295 |
99.235 |
99.255 |
-0.040 |
100,133 |
791,857 |
+2,041 |
Dec12 |
111214 |
99.290 |
99.290 |
99.240 |
99.260 |
-0.030 |
85,267 |
777,130 |
+2,764 |
Mar13 |
111214 |
99.295 |
99.300 |
99.255 |
99.270 |
-0.030 |
106,140 |
757,474 |
-7,018 |
Jun13 |
111214 |
99.285 |
99.285 |
99.245 |
99.260 |
-0.030 |
63,012 |
592,479 |
+3,015 |
Sep13 |
111214 |
99.255 |
99.255 |
99.215 |
99.235 |
-0.025 |
74,737 |
466,892 |
+8,140 |
Dec13 |
111214 |
99.190 |
99.190 |
99.150 |
99.170 |
-0.020 |
62,163 |
542,355 |
+2,380 |
Mar14 |
111214 |
99.080 |
99.085 |
99.050 |
99.075 |
-0.010 |
42,793 |
376,295 |
+398 |
Jun14 |
111214 |
98.930 |
98.930 |
98.900 |
98.930 |
unch |
35,844 |
304,708 |
+3,172 |
Sep14 |
111214 |
98.755 |
98.770 |
98.730 |
98.765 |
+0.005 |
36,870 |
219,184 |
+1,031 |
Dec14 |
111214 |
98.575 |
98.595 |
98.550 |
98.595 |
+0.015 |
29,194 |
178,552 |
+1,206 |
Mar15 |
111214 |
98.410 |
98.440 |
98.385 |
98.440 |
+0.025 |
18,296 |
137,281 |
+285 |
Jun15 |
111214 |
6.500 |
6.535 |
6.470 |
6.535 |
+0.035 |
15,310 |
110,748 |
+77 |
Sep15 |
111214 |
6.330 |
6.375 |
6.305 |
6.375 |
+0.040 |
17,581 |
76,937 |
-492 |
Dec15 |
111214 |
6.145 |
6.205 |
6.125 |
6.205 |
+0.050 |
15,645 |
52,134 |
+1,897 |
Mar16 |
111214 |
6.000 |
6.065 |
5.980 |
6.065 |
+0.055 |
10,904 |
46,266 |
-31 |
Total Volume and Open Interest |
1,114,039 |
8,632,349 |
+26,307 |
30 Day Federal Funds(CBOT) |
Dec11 |
111214 |
99.925 |
99.925 |
99.923 |
99.923 |
unch |
623 |
67,564 |
+57 |
Jan12 |
111214 |
99.915 |
99.920 |
99.910 |
99.915 |
+0.005 |
642 |
67,386 |
+462 |
Feb12 |
111214 |
99.910 |
99.910 |
99.900 |
99.905 |
unch |
1,661 |
55,233 |
+610 |
Mar12 |
111214 |
99.900 |
99.900 |
99.890 |
99.895 |
unch |
1,848 |
34,407 |
+901 |
Apr12 |
111214 |
99.885 |
99.890 |
99.880 |
99.885 |
unch |
449 |
38,228 |
-161 |
May12 |
111214 |
99.880 |
99.880 |
99.870 |
99.875 |
unch |
480 |
45,246 |
-42 |
Total Volume and Open Interest |
10,517 |
570,935 |
+3,177 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111214 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
1,126 |
+300 |
Mar12 |
111214 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.005 |
0 |
40 |
+0 |
Jun12 |
111214 |
99.668 |
99.668 |
99.668 |
99.668 |
+0.005 |
|
|
|
Sep12 |
111214 |
99.662 |
99.662 |
99.662 |
99.662 |
+0.005 |
|
|
|
Dec12 |
111214 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.005 |
|
|
|
Mar13 |
111214 |
99.660 |
99.660 |
99.660 |
99.660 |
+0.005 |
|
|
|
Jun13 |
111214 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.005 |
|
|
|
Sep13 |
111214 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.005 |
|
|
|
Dec13 |
111214 |
99.490 |
99.490 |
99.490 |
99.490 |
+0.005 |
|
|
|
Mar14 |
111214 |
99.350 |
99.350 |
99.350 |
99.350 |
+0.005 |
|
|
|
Total Volume and Open Interest |
0 |
1,166 |
+300 |
3-Mth Euro-Yen(SGX) |
Mar12 |
111213 |
99.67 |
99.67 |
99.66 |
99.66 |
unch |
700 |
2,537 |
+600 |
Jun12 |
111213 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,440 |
+0 |
Sep12 |
111213 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
711 |
+0 |
Dec12 |
111213 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
20 |
135 |
+0 |
Mar13 |
111213 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
111213 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
208 |
+0 |
Sep13 |
111213 |
99.63 |
99.63 |
99.62 |
99.62 |
unch |
103 |
105 |
+103 |
Dec13 |
111213 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
3 |
+0 |
Total Volume and Open Interest |
824 |
9,891 |
+702 |
Japanese Gov't Bonds(SGX) |
Mar12 |
111213 |
142.01 |
142.49 |
142.01 |
142.34 |
+0.36 |
3,780 |
15,624 |
+533 |
Jun12 |
111213 |
140.25 |
140.25 |
140.25 |
140.25 |
+0.36 |
|
|
|
Sep12 |
111213 |
138.16 |
138.16 |
138.16 |
138.16 |
+0.36 |
|
|
|
Total Volume and Open Interest |
3,780 |
15,628 |
+533 |
Euro-Bund(EUREX) |
Mar12 |
111214 |
136.76 |
138.08 |
136.61 |
137.86 |
+1.25 |
426,276 |
833,746 |
+3,234 |
Jun12 |
111214 |
135.70 |
136.20 |
135.56 |
136.18 |
+1.25 |
8 |
159 |
+6 |
Sep12 |
111214 |
136.18 |
136.18 |
136.18 |
136.18 |
+1.25 |
|
|
|
Total Volume and Open Interest |
426,284 |
833,905 |
+3,240 |
Euro-Bobl(EUREX) |
Mar12 |
111214 |
124.02 |
124.56 |
123.84 |
124.47 |
+0.53 |
225,062 |
633,874 |
-1,648 |
Jun12 |
111214 |
124.51 |
124.51 |
124.51 |
124.51 |
+0.53 |
|
|
|
Sep12 |
111214 |
124.51 |
124.51 |
124.51 |
124.51 |
+0.53 |
|
|
|
Total Volume and Open Interest |
225,062 |
633,874 |
-1,648 |
3-Mth Euribor(EUREX) |
Dec11 |
111214 |
98.580 |
98.590 |
98.580 |
98.585 |
-0.005 |
0 |
2,015 |
+0 |
Mar12 |
111214 |
98.795 |
98.795 |
98.780 |
98.780 |
-0.030 |
1 |
1,172 |
-1 |
Jun12 |
111214 |
98.930 |
98.930 |
98.905 |
98.905 |
-0.035 |
0 |
1,127 |
+0 |
Total Volume and Open Interest |
538 |
7,565 |
-299 |
Long Gilt(LIFFE) |
Dec11 |
111214 |
132~11 |
132~24 |
132~11 |
132~20 |
+0~09 |
1,073 |
13,254 |
-839 |
Mar12 |
111214 |
115~21 |
115~29 |
115~04 |
115~24 |
+0~08 |
77,787 |
293,203 |
-11,891 |
Total Volume and Open Interest |
78,860 |
306,457 |
-12,730 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111214 |
98.93 |
98.94 |
98.92 |
98.92 |
-0.01 |
33,946 |
319,736 |
-7,905 |
Mar12 |
111214 |
98.87 |
98.90 |
98.84 |
98.85 |
-0.02 |
54,477 |
307,440 |
-1,505 |
Jun12 |
111214 |
98.89 |
98.91 |
98.87 |
98.88 |
-0.01 |
47,732 |
226,899 |
+7,568 |
Sep12 |
111214 |
98.94 |
98.95 |
98.90 |
98.91 |
-0.01 |
40,434 |
220,890 |
+4,791 |
Dec12 |
111214 |
98.96 |
98.97 |
98.92 |
98.92 |
-0.01 |
44,309 |
191,950 |
+7,368 |
Mar13 |
111214 |
98.98 |
98.99 |
98.94 |
98.95 |
-0.01 |
45,456 |
202,766 |
+6,444 |
Total Volume and Open Interest |
321,584 |
2,050,634 |
+22,823 |
3-Mth Euribor(LIFFE) |
Dec11 |
111214 |
98.585 |
98.590 |
98.580 |
98.585 |
-0.005 |
70,567 |
658,767 |
-4,243 |
Mar12 |
111214 |
98.795 |
98.815 |
98.755 |
98.780 |
-0.030 |
107,144 |
505,134 |
-2,106 |
Jun12 |
111214 |
98.930 |
98.945 |
98.885 |
98.905 |
-0.035 |
72,062 |
398,799 |
-3,961 |
Total Volume and Open Interest |
563,104 |
3,531,417 |
+16,009 |
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 |
111214 |
96.24 |
96.26 |
96.21 |
96.24 |
-0.01 |
27,569 |
240,968 |
+2,150 |
Jun12 |
111214 |
96.63 |
96.65 |
96.57 |
96.63 |
-0.01 |
21,680 |
179,662 |
+4,793 |
Sep12 |
111214 |
96.64 |
96.67 |
96.57 |
96.65 |
unch |
12,559 |
115,444 |
+2,253 |
Dec12 |
111214 |
96.52 |
96.53 |
96.44 |
96.50 |
-0.01 |
3,485 |
69,460 |
+758 |
Mar13 |
111214 |
96.33 |
96.41 |
96.33 |
96.38 |
-0.02 |
1,363 |
50,804 |
-992 |
Jun13 |
111214 |
96.25 |
96.30 |
96.24 |
96.28 |
-0.01 |
670 |
43,951 |
+373 |
Sep13 |
111214 |
96.14 |
96.18 |
96.13 |
96.15 |
-0.02 |
1,825 |
25,961 |
+1,292 |
Dec13 |
111214 |
96.03 |
96.07 |
96.02 |
96.04 |
-0.02 |
3,441 |
15,242 |
+2,271 |
Mar14 |
111214 |
95.95 |
95.95 |
95.95 |
95.95 |
-0.03 |
115 |
1,336 |
-6 |
Total Volume and Open Interest |
72,715 |
742,981 |
+12,880 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111214 |
96.14 |
96.17 |
96.08 |
96.10 |
-0.05 |
337,212 |
410,680 |
+61,546 |
Mar12 |
111214 |
96.15 |
96.18 |
96.10 |
96.11 |
-0.05 |
319,850 |
266,912 |
+185,733 |
Total Volume and Open Interest |
657,062 |
677,592 |
+247,279 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111214 |
96.89 |
96.93 |
96.83 |
96.85 |
-0.06 |
237,622 |
476,320 |
+22,126 |
Mar12 |
111214 |
96.99 |
97.01 |
96.93 |
96.94 |
-0.04 |
171,956 |
269,509 |
+154,258 |
Total Volume and Open Interest |
409,578 |
745,829 |
+176,384 |
Gold(CMX) |
Dec11 |
111214 |
1636.5 |
1639.5 |
1565.8 |
1584.3 |
-75.6 |
894 |
2,034 |
+489 |
Feb12 |
111214 |
1631.6 |
1645.8 |
1565.7 |
1586.9 |
-76.2 |
165,096 |
259,956 |
-1,474 |
Apr12 |
111214 |
1633.3 |
1646.2 |
1568.8 |
1588.8 |
-76.4 |
4,029 |
35,108 |
+385 |
Jun12 |
111214 |
1635.5 |
1648.0 |
1571.0 |
1590.8 |
-76.7 |
4,666 |
24,778 |
+1,944 |
Aug12 |
111214 |
1639.1 |
1650.0 |
1575.7 |
1592.9 |
-76.7 |
1,101 |
13,665 |
+267 |
Oct12 |
111214 |
1637.4 |
1648.8 |
1575.6 |
1595.0 |
-76.8 |
104 |
8,656 |
+8 |
Dec12 |
111214 |
1639.0 |
1654.7 |
1577.5 |
1597.1 |
-76.9 |
859 |
22,483 |
+107 |
Feb13 |
111214 |
1654.2 |
1654.2 |
1586.0 |
1599.7 |
-76.9 |
26 |
2,950 |
+16 |
Apr13 |
111214 |
1602.3 |
1602.3 |
1602.3 |
1602.3 |
-76.9 |
1 |
1,373 |
-1 |
Jun13 |
111214 |
1605.3 |
1605.3 |
1605.3 |
1605.3 |
-76.9 |
55 |
9,727 |
+55 |
Aug13 |
111214 |
1608.6 |
1608.6 |
1608.6 |
1608.6 |
-77.0 |
0 |
45 |
+0 |
Oct13 |
111214 |
1612.1 |
1612.1 |
1612.1 |
1612.1 |
-77.1 |
|
|
|
Total Volume and Open Interest |
178,468 |
426,135 |
+2,080 |
Silver(CMX) |
Dec11 |
111214 |
3098.0 |
3099.0 |
2865.0 |
2888.1 |
-231.4 |
219 |
344 |
-32 |
Mar12 |
111214 |
3082.5 |
3107.0 |
2853.0 |
2893.5 |
-232.5 |
37,744 |
53,150 |
+574 |
May12 |
111214 |
3088.5 |
3103.0 |
2866.0 |
2898.9 |
-232.6 |
633 |
8,012 |
+320 |
Jul12 |
111214 |
3050.0 |
3050.0 |
2888.5 |
2903.3 |
-232.6 |
95 |
2,939 |
-5 |
Sep12 |
111214 |
3060.0 |
3060.0 |
2882.0 |
2906.8 |
-232.7 |
204 |
2,054 |
+37 |
Dec12 |
111214 |
3117.5 |
3117.5 |
2875.5 |
2911.2 |
-232.9 |
96 |
13,284 |
+36 |
Mar13 |
111214 |
2909.9 |
2909.9 |
2909.9 |
2909.9 |
-232.9 |
0 |
1,155 |
+0 |
Total Volume and Open Interest |
39,745 |
97,262 |
+914 |
Platinum(NYMEX) |
Jan12 |
111214 |
1474.7 |
1484.1 |
1408.5 |
1426.3 |
-66.0 |
7,133 |
29,027 |
-1,205 |
Apr12 |
111214 |
1482.3 |
1490.4 |
1416.1 |
1433.3 |
-66.6 |
2,028 |
13,324 |
+1,031 |
Jul12 |
111214 |
1447.0 |
1447.0 |
1430.0 |
1437.3 |
-66.6 |
41 |
557 |
+41 |
Oct12 |
111214 |
1450.0 |
1450.0 |
1436.0 |
1442.3 |
-65.6 |
0 |
59 |
+0 |
Total Volume and Open Interest |
9,202 |
42,967 |
-133 |
Palladium(NYMEX) |
Dec11 |
111214 |
617.35 |
617.70 |
614.00 |
617.70 |
-44.45 |
4 |
700 |
+0 |
Mar12 |
111214 |
644.85 |
649.50 |
600.50 |
619.60 |
+610.81 |
3,094 |
16,956 |
-129 |
Jun12 |
111214 |
631.20 |
631.20 |
614.00 |
620.90 |
+610.61 |
19 |
355 |
+16 |
Total Volume and Open Interest |
3,118 |
18,150 |
-114 |
Copper(CMX) |
Dec11 |
111214 |
337.50 |
340.95 |
325.20 |
327.10 |
-16.15 |
581 |
1,777 |
-121 |
Mar12 |
111214 |
338.65 |
342.60 |
325.65 |
327.85 |
-16.30 |
35,326 |
67,966 |
-830 |
May12 |
111214 |
340.45 |
343.20 |
327.35 |
329.10 |
-16.35 |
3,248 |
22,946 |
+1,468 |
Jul12 |
111214 |
338.10 |
338.10 |
328.00 |
329.90 |
-16.30 |
1,086 |
5,502 |
+44 |
Sep12 |
111214 |
340.00 |
340.00 |
328.90 |
330.50 |
-16.30 |
66 |
3,416 |
+19 |
Total Volume and Open Interest |
40,857 |
114,558 |
+473 |
DJIA Index(CBOT) |
Dec11 |
111214 |
11975 |
12000 |
11800 |
11833 |
-131 |
2,135 |
17,623 |
+458 |
Mar12 |
111214 |
11899 |
11924 |
11735 |
11762 |
-133 |
2,161 |
8,262 |
+1,850 |
Jun12 |
111214 |
11700 |
11838 |
11700 |
11700 |
-138 |
0 |
400 |
+0 |
Sep12 |
111214 |
11637 |
11775 |
11637 |
11637 |
-138 |
|
|
|
Total Volume and Open Interest |
4,296 |
26,285 |
+2,308 |
E-mini DJIA Index(CBOT) |
Dec11 |
111214 |
11970 |
12015 |
11789 |
11833 |
-131 |
47,911 |
82,788 |
-7,524 |
Mar12 |
111214 |
11889 |
11945 |
11716 |
11762 |
-133 |
134,117 |
59,905 |
+21,825 |
Jun12 |
111214 |
11686 |
11700 |
11676 |
11700 |
-138 |
0 |
23 |
+0 |
Sep12 |
111214 |
11637 |
11637 |
11637 |
11637 |
-138 |
0 |
9 |
+0 |
Total Volume and Open Interest |
182,028 |
142,725 |
+14,301 |
S & P 500(CME) |
Dec11 |
111214 |
1219.50 |
1224.00 |
1209.90 |
1212.60 |
-13.70 |
69,271 |
189,784 |
-43,257 |
Mar12 |
111214 |
1221.20 |
1226.30 |
1203.00 |
1206.30 |
-13.90 |
64,908 |
141,893 |
+49,432 |
Jun12 |
111214 |
1200.80 |
1200.80 |
1198.20 |
1200.80 |
-13.90 |
21 |
3,308 |
-4 |
Sep12 |
111214 |
1195.30 |
1195.40 |
1192.90 |
1195.30 |
-14.10 |
0 |
909 |
+0 |
Total Volume and Open Interest |
134,200 |
335,995 |
+6,171 |
S & P 500 E-Mini(Globex) |
Dec11 |
111214 |
1226.00 |
1232.50 |
1209.00 |
1212.50 |
-13.75 |
908,998 |
1,683,342 |
-364,663 |
Mar12 |
111214 |
1219.75 |
1226.50 |
1202.50 |
1206.25 |
-14.00 |
2,578,512 |
1,669,560 |
+463,637 |
Total Volume and Open Interest |
3,487,643 |
3,356,946 |
+98,988 |
NASDAQ 100(CME) |
Dec11 |
111214 |
2256.00 |
2259.00 |
2220.00 |
2232.30 |
-38.70 |
3,120 |
29,175 |
+262 |
Mar12 |
111214 |
2271.80 |
2276.00 |
2216.00 |
2228.50 |
-39.00 |
1,693 |
2,176 |
+1,008 |
Jun12 |
111214 |
2225.50 |
2229.50 |
2225.50 |
2225.50 |
-39.00 |
|
|
|
Total Volume and Open Interest |
4,813 |
31,351 |
+1,270 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111214 |
2271.00 |
2279.80 |
2220.00 |
2232.30 |
-38.70 |
95,705 |
229,992 |
-37,826 |
Mar12 |
111214 |
2266.80 |
2276.50 |
2216.00 |
2228.50 |
-39.00 |
282,062 |
149,485 |
+54,735 |
Total Volume and Open Interest |
377,768 |
379,505 |
+16,908 |
S & P Midcap 400(CME) |
Dec11 |
111214 |
839.50 |
847.00 |
839.50 |
839.50 |
-14.30 |
181 |
6,110 |
-89 |
Mar12 |
111214 |
840.50 |
844.50 |
836.40 |
836.40 |
-14.40 |
183 |
214 |
+72 |
Jun12 |
111214 |
834.40 |
848.80 |
834.40 |
834.40 |
-14.40 |
|
|
|
Total Volume and Open Interest |
364 |
6,324 |
-17 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
111214 |
8510 |
8530 |
8420 |
8435 |
-75 |
3,424 |
22,621 |
+295 |
Jun12 |
111214 |
8375 |
8450 |
8375 |
8375 |
-75 |
5 |
4 |
-1 |
Total Volume and Open Interest |
3,429 |
22,625 |
+294 |
Nikkei 225(SGX) |
Dec11 |
111208 |
8730 |
8730 |
8610 |
8685 |
-20 |
146,620 |
217,883 |
+388 |
Mar12 |
111214 |
8510 |
8520 |
8425 |
8505 |
-60 |
75,413 |
173,277 |
-342 |
Jun12 |
111214 |
8420 |
8430 |
8370 |
8430 |
-60 |
3 |
270 |
+2 |
Total Volume and Open Interest |
75,509 |
182,479 |
-315 |
CAC 40(EURONEXT) |
Dec11 |
111214 |
3050.5 |
3074.5 |
2974.0 |
2978.0 |
-100.5 |
127,095 |
307,033 |
+23,500 |
Jan12 |
111214 |
3045.5 |
3068.5 |
2969.5 |
2972.5 |
-100.5 |
43,080 |
70,862 |
+31,795 |
Feb12 |
111214 |
2977.0 |
2977.0 |
2973.0 |
2973.5 |
-100.5 |
2 |
13 |
-2 |
Total Volume and Open Interest |
171,636 |
379,963 |
+56,500 |
Hang Seng Index(HKFE) |
Dec11 |
111214 |
18315 |
18471 |
18250 |
18258 |
-181 |
64,312 |
85,042 |
-1,143 |
Jan12 |
111214 |
18315 |
18470 |
18250 |
18258 |
-183 |
709 |
1,436 |
+117 |
Total Volume and Open Interest |
65,203 |
90,108 |
-1,054 |
DAX(EUREX) |
Dec11 |
111214 |
5713.0 |
5772.0 |
5669.5 |
5685.5 |
-84.0 |
211,600 |
158,034 |
-5,146 |
Mar12 |
111214 |
5723.5 |
5779.5 |
5678.0 |
5694.0 |
-83.5 |
47,985 |
47,345 |
+27,540 |
Jun12 |
111214 |
5741.5 |
5781.0 |
5708.0 |
5708.0 |
-83.5 |
4,453 |
3,415 |
+300 |
Total Volume and Open Interest |
264,038 |
208,794 |
+22,694 |
FT-SE 100(EURONEXT) |
Dec11 |
111214 |
5441.50 |
5472.00 |
5365.50 |
5378.50 |
-108.00 |
230,567 |
473,660 |
-73,267 |
Mar12 |
111214 |
5407.00 |
5435.00 |
5328.00 |
5341.00 |
-108.00 |
130,505 |
203,564 |
+94,395 |
Jun12 |
111214 |
5296.00 |
5296.00 |
5296.00 |
5296.00 |
-108.50 |
0 |
3,219 |
+0 |
Total Volume and Open Interest |
361,072 |
680,443 |
+21,128 |
SPI 200(SFE) |
Dec11 |
111214 |
4183.0 |
4225.0 |
4158.0 |
4179.0 |
-5.0 |
157,665 |
241,871 |
+17,390 |
Mar12 |
111214 |
4165.0 |
4211.0 |
4145.0 |
4164.0 |
-5.0 |
128,914 |
141,799 |
+104,212 |
Jun12 |
111214 |
4191.0 |
4192.0 |
4168.0 |
4168.0 |
-5.0 |
9 |
1,718 |
-3 |
Total Volume and Open Interest |
288,000 |
389,734 |
+122,824 |
GSCI(CME) |
Dec11 |
111214 |
640.00 |
640.00 |
619.00 |
620.25 |
-27.95 |
1,860 |
2,322 |
-1,550 |
Jan12 |
111214 |
640.75 |
641.25 |
619.75 |
621.00 |
-28.00 |
1,845 |
6,191 |
+1,629 |
Feb12 |
111214 |
622.50 |
622.50 |
621.00 |
622.50 |
-28.00 |
|
|
|
Total Volume and Open Interest |
3,705 |
8,513 |
+79 |
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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