|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Thu December 15, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
111215 |
1100.75 |
1114.00 |
1100.25 |
1111.75 |
+11.75 |
107,292 |
155,259 |
-12,120 |
Mar12 |
111215 |
1110.75 |
1123.50 |
1110.00 |
1121.25 |
+11.25 |
60,430 |
160,256 |
+10,371 |
May12 |
111215 |
1122.25 |
1134.00 |
1121.00 |
1131.75 |
+11.00 |
19,742 |
92,552 |
+2,167 |
Jul12 |
111215 |
1132.00 |
1144.00 |
1131.50 |
1142.25 |
+11.00 |
16,327 |
76,920 |
+920 |
Aug12 |
111215 |
1139.75 |
1141.00 |
1135.00 |
1141.00 |
+10.50 |
128 |
1,176 |
-50 |
Sep12 |
111215 |
1132.25 |
1134.25 |
1124.50 |
1134.00 |
+9.50 |
16 |
884 |
-1 |
Nov12 |
111215 |
1119.75 |
1132.00 |
1119.75 |
1130.25 |
+8.75 |
6,198 |
53,777 |
+431 |
Total Volume and Open Interest |
210,549 |
558,278 |
+1,768 |
Soybean Meal(CBOT) |
Jan12 |
111215 |
280.50 |
284.20 |
280.50 |
282.90 |
+0.70 |
41,317 |
59,894 |
-6,171 |
Mar12 |
111215 |
284.90 |
288.10 |
284.40 |
286.30 |
unch |
22,407 |
57,367 |
+3,289 |
May12 |
111215 |
288.70 |
291.70 |
288.30 |
290.00 |
-0.10 |
4,761 |
28,824 |
+51 |
Jul12 |
111215 |
292.50 |
295.50 |
292.10 |
293.90 |
unch |
3,209 |
29,741 |
-264 |
Aug12 |
111215 |
293.90 |
296.60 |
293.90 |
295.10 |
unch |
606 |
5,085 |
+65 |
Sep12 |
111215 |
294.80 |
297.30 |
294.80 |
295.10 |
-0.50 |
225 |
5,302 |
-7 |
Oct12 |
111215 |
293.30 |
293.80 |
292.80 |
292.80 |
-1.10 |
128 |
3,359 |
-22 |
Dec12 |
111215 |
293.20 |
295.60 |
292.30 |
292.90 |
-1.70 |
1,224 |
17,874 |
+36 |
Total Volume and Open Interest |
74,425 |
213,142 |
-2,994 |
Soybean Oil(CBOT) |
Jan12 |
111215 |
48.40 |
49.05 |
48.37 |
48.98 |
+0.58 |
62,387 |
83,140 |
-12,561 |
Mar12 |
111215 |
48.81 |
49.43 |
48.76 |
49.36 |
+0.56 |
35,832 |
116,736 |
+5,791 |
May12 |
111215 |
49.18 |
49.82 |
49.15 |
49.75 |
+0.57 |
4,965 |
48,093 |
+643 |
Jul12 |
111215 |
49.50 |
50.11 |
49.48 |
50.06 |
+0.56 |
3,058 |
34,096 |
+164 |
Aug12 |
111215 |
49.58 |
50.14 |
49.58 |
50.14 |
+0.56 |
278 |
4,363 |
+23 |
Sep12 |
111215 |
49.75 |
50.16 |
49.60 |
50.16 |
+0.56 |
175 |
5,012 |
-13 |
Oct12 |
111215 |
49.72 |
50.02 |
49.70 |
50.02 |
+0.56 |
201 |
5,010 |
+71 |
Dec12 |
111215 |
49.35 |
49.90 |
49.28 |
49.80 |
+0.52 |
915 |
17,767 |
+98 |
Total Volume and Open Interest |
107,979 |
314,868 |
-5,845 |
Canola(WCE) |
Jan12 |
111215 |
502.2 |
506.5 |
501.0 |
501.1 |
-0.9 |
8,563 |
38,445 |
-2,107 |
Mar12 |
111215 |
502.7 |
506.9 |
502.7 |
503.6 |
+0.9 |
10,566 |
57,485 |
+282 |
May12 |
111215 |
506.1 |
507.4 |
503.6 |
503.6 |
+0.1 |
1,299 |
16,133 |
-30 |
Jul12 |
111215 |
508.7 |
508.7 |
505.5 |
505.5 |
unch |
995 |
13,025 |
-59 |
Nov12 |
111215 |
481.9 |
485.9 |
481.9 |
482.5 |
+0.5 |
182 |
16,795 |
+16 |
Total Volume and Open Interest |
21,609 |
142,352 |
-1,898 |
Corn(CBOT) |
Mar12 |
111215 |
580.75 |
584.00 |
576.25 |
579.00 |
-1.75 |
99,802 |
564,415 |
+4,867 |
May12 |
111215 |
589.00 |
592.50 |
584.50 |
587.75 |
-1.50 |
20,371 |
165,627 |
+598 |
Jul12 |
111215 |
595.00 |
598.75 |
591.00 |
594.25 |
-1.50 |
16,538 |
154,675 |
+2,661 |
Sep12 |
111215 |
563.50 |
566.00 |
558.75 |
564.25 |
-0.25 |
2,760 |
39,516 |
+733 |
Dec12 |
111215 |
540.00 |
545.25 |
536.00 |
543.25 |
+2.75 |
13,764 |
185,886 |
+10 |
Mar13 |
111215 |
551.75 |
556.50 |
548.75 |
556.50 |
+3.75 |
996 |
34,752 |
+292 |
Total Volume and Open Interest |
157,014 |
1,166,155 |
+6,979 |
Wheat(CBOT) |
Mar12 |
111215 |
582.75 |
588.00 |
577.25 |
579.25 |
-1.50 |
31,825 |
176,095 |
-151 |
May12 |
111215 |
602.00 |
607.25 |
597.50 |
599.25 |
-2.00 |
4,591 |
67,072 |
+794 |
Jul12 |
111215 |
616.25 |
621.25 |
613.00 |
615.00 |
unch |
4,392 |
68,979 |
+225 |
Sep12 |
111215 |
634.25 |
637.25 |
631.25 |
634.50 |
+1.75 |
1,046 |
15,187 |
-110 |
Dec12 |
111215 |
654.75 |
659.75 |
651.50 |
657.50 |
+4.25 |
2,033 |
42,311 |
+525 |
Total Volume and Open Interest |
44,333 |
375,516 |
+1,221 |
Wheat(KCBT) |
Mar12 |
111215 |
637.50 |
644.00 |
635.00 |
637.50 |
+2.00 |
5,321 |
70,674 |
-590 |
May12 |
111215 |
646.25 |
652.75 |
644.75 |
646.00 |
+1.75 |
1,015 |
15,472 |
-109 |
Jul12 |
111215 |
652.50 |
659.75 |
652.00 |
653.75 |
+2.00 |
795 |
38,510 |
+97 |
Sep12 |
111215 |
669.00 |
673.75 |
667.50 |
668.75 |
+2.00 |
374 |
6,095 |
+137 |
Dec12 |
111215 |
691.00 |
694.75 |
688.50 |
690.25 |
+2.50 |
454 |
6,602 |
+249 |
Total Volume and Open Interest |
8,003 |
137,784 |
-233 |
Wheat(MGE) |
Dec11 |
111214 |
850.75 |
850.75 |
846.00 |
846.00 |
-5.50 |
7 |
34 |
-7 |
Mar12 |
111215 |
817.00 |
823.00 |
814.50 |
815.75 |
unch |
1,068 |
17,689 |
+94 |
May12 |
111215 |
796.50 |
803.25 |
795.75 |
796.00 |
unch |
378 |
7,850 |
+126 |
Jul12 |
111215 |
787.25 |
792.25 |
786.00 |
787.00 |
-1.50 |
188 |
7,575 |
+26 |
Sep12 |
111215 |
762.25 |
768.50 |
761.00 |
761.00 |
-0.50 |
79 |
4,158 |
-5 |
Total Volume and Open Interest |
1,833 |
40,184 |
+236 |
Oats(CBOT) |
Mar12 |
111215 |
303.25 |
306.00 |
298.50 |
299.00 |
-3.25 |
260 |
11,014 |
-15 |
May12 |
111215 |
308.25 |
309.00 |
302.50 |
303.00 |
-3.25 |
31 |
1,515 |
-2 |
Jul12 |
111215 |
308.25 |
308.75 |
308.25 |
308.25 |
-0.50 |
1 |
113 |
+0 |
Sep12 |
111215 |
314.00 |
314.50 |
314.00 |
314.00 |
-0.50 |
0 |
7 |
+0 |
Total Volume and Open Interest |
293 |
12,801 |
-18 |
Rough Rice(CBOT) |
Jan12 |
111215 |
13.73 |
13.74 |
13.51 |
13.66 |
+0.02 |
727 |
7,380 |
-462 |
Mar12 |
111215 |
14.00 |
14.00 |
13.78 |
13.94 |
+0.01 |
693 |
8,715 |
+353 |
May12 |
111215 |
14.28 |
14.28 |
14.12 |
14.23 |
unch |
89 |
890 |
+81 |
Jul12 |
111215 |
14.55 |
14.55 |
14.39 |
14.50 |
unch |
0 |
613 |
+0 |
Total Volume and Open Interest |
1,509 |
17,785 |
-28 |
Live Cattle(CME) |
Dec11 |
111215 |
118.250 |
118.850 |
117.750 |
118.750 |
+0.570 |
3,346 |
14,162 |
-1,086 |
Feb12 |
111215 |
118.750 |
119.750 |
118.330 |
119.150 |
+0.365 |
19,029 |
129,277 |
-1,374 |
Apr12 |
111215 |
122.535 |
123.430 |
122.000 |
122.980 |
+0.550 |
7,947 |
87,868 |
-352 |
Jun12 |
111215 |
121.150 |
121.950 |
120.650 |
121.400 |
+0.365 |
6,580 |
53,701 |
-121 |
Aug12 |
111215 |
121.950 |
122.600 |
121.535 |
122.350 |
+0.270 |
2,393 |
14,105 |
+589 |
Oct12 |
111215 |
124.830 |
125.330 |
124.580 |
124.850 |
-0.230 |
620 |
7,100 |
+57 |
Total Volume and Open Interest |
40,115 |
311,194 |
-2,259 |
Feeder Cattle(CME) |
Jan12 |
111215 |
143.735 |
144.250 |
143.150 |
143.985 |
+0.235 |
3,147 |
10,257 |
-494 |
Mar12 |
111215 |
145.785 |
146.350 |
145.200 |
146.150 |
+0.415 |
2,266 |
9,210 |
+437 |
Apr12 |
111215 |
147.000 |
147.575 |
146.550 |
147.485 |
+0.485 |
593 |
3,053 |
+1 |
May12 |
111215 |
147.950 |
148.450 |
147.435 |
148.250 |
+0.425 |
676 |
3,545 |
+118 |
Aug12 |
111215 |
149.550 |
150.050 |
149.185 |
150.000 |
+0.400 |
243 |
3,216 |
+76 |
Sep12 |
111215 |
150.130 |
150.200 |
149.500 |
150.000 |
unch |
48 |
559 |
+23 |
Oct12 |
111215 |
149.900 |
150.000 |
149.900 |
150.000 |
unch |
7 |
186 |
+5 |
Total Volume and Open Interest |
6,982 |
30,048 |
+168 |
Lean Hogs(CME) |
Feb12 |
111215 |
86.385 |
86.450 |
85.350 |
85.430 |
-0.900 |
12,305 |
91,303 |
-1,014 |
Apr12 |
111215 |
88.930 |
88.930 |
87.800 |
88.135 |
-0.465 |
6,826 |
62,461 |
-89 |
May12 |
111215 |
94.150 |
94.400 |
93.600 |
93.950 |
-0.730 |
49 |
2,552 |
+6 |
Jun12 |
111215 |
95.430 |
95.500 |
94.500 |
94.700 |
-0.585 |
5,149 |
46,202 |
+351 |
Jul12 |
111215 |
94.480 |
94.635 |
93.785 |
93.980 |
-0.420 |
2,490 |
13,265 |
+201 |
Aug12 |
111215 |
93.200 |
93.300 |
92.580 |
92.700 |
-0.650 |
601 |
14,222 |
+41 |
Oct12 |
111215 |
82.200 |
82.730 |
82.000 |
82.350 |
-0.400 |
273 |
8,853 |
+30 |
Dec12 |
111215 |
77.800 |
78.150 |
77.600 |
78.135 |
-0.265 |
246 |
3,483 |
+73 |
Total Volume and Open Interest |
29,851 |
249,711 |
-1,792 |
Class III Milk(CME) |
Dec11 |
111215 |
18.54 |
18.60 |
18.54 |
18.56 |
unch |
164 |
5,751 |
+24 |
Jan12 |
111215 |
16.63 |
16.79 |
16.58 |
16.67 |
+0.01 |
356 |
5,100 |
-33 |
Feb12 |
111215 |
16.95 |
17.08 |
16.91 |
17.03 |
+0.09 |
151 |
4,150 |
+61 |
Mar12 |
111215 |
17.02 |
17.10 |
17.01 |
17.08 |
+0.07 |
66 |
3,361 |
+24 |
Apr12 |
111215 |
16.90 |
16.96 |
16.88 |
16.96 |
+0.06 |
18 |
2,503 |
+7 |
Total Volume and Open Interest |
836 |
33,408 |
+111 |
Cocoa(ICE) |
Dec11 |
111214 |
2023 |
2023 |
2023 |
2023 |
-78 |
5 |
35 |
-16 |
Mar12 |
111215 |
2192 |
2210 |
2128 |
2151 |
-29 |
20,940 |
81,222 |
-2,668 |
May12 |
111215 |
2209 |
2224 |
2149 |
2172 |
-28 |
4,137 |
35,463 |
-117 |
Jul12 |
111215 |
2216 |
2238 |
2165 |
2188 |
-31 |
1,682 |
16,201 |
+282 |
Sep12 |
111215 |
2245 |
2251 |
2180 |
2198 |
-32 |
746 |
14,255 |
+98 |
Dec12 |
111215 |
2257 |
2261 |
2190 |
2213 |
-31 |
467 |
13,945 |
+14 |
Mar13 |
111215 |
2261 |
2276 |
2220 |
2232 |
-29 |
22 |
4,673 |
+1 |
Total Volume and Open Interest |
28,004 |
168,846 |
-2,423 |
Coffee "C"(ICE) |
Dec11 |
111215 |
215.00 |
215.00 |
213.75 |
213.75 |
-1.35 |
29 |
62 |
-9 |
Mar12 |
111215 |
219.00 |
220.50 |
216.55 |
217.75 |
-0.25 |
9,504 |
57,313 |
-604 |
May12 |
111215 |
222.05 |
223.00 |
219.40 |
220.55 |
-0.25 |
2,216 |
24,570 |
+411 |
Jul12 |
111215 |
224.50 |
225.40 |
221.95 |
223.15 |
-0.25 |
733 |
6,979 |
+64 |
Sep12 |
111215 |
226.55 |
227.30 |
224.00 |
225.20 |
-0.20 |
154 |
6,188 |
+90 |
Dec12 |
111215 |
228.65 |
229.00 |
226.75 |
227.45 |
unch |
169 |
6,734 |
+65 |
Total Volume and Open Interest |
12,847 |
103,082 |
+31 |
Orange Juice(ICE) |
Jan12 |
111215 |
167.55 |
168.65 |
165.15 |
166.40 |
-1.35 |
2,204 |
13,222 |
-1,273 |
Mar12 |
111215 |
163.65 |
164.55 |
161.50 |
162.80 |
-0.85 |
920 |
11,272 |
+524 |
May12 |
111215 |
161.30 |
161.95 |
161.30 |
161.95 |
-0.75 |
42 |
1,929 |
-17 |
Jul12 |
111215 |
161.90 |
161.90 |
161.90 |
161.90 |
-0.80 |
26 |
758 |
+6 |
Sep12 |
111215 |
161.55 |
161.55 |
161.55 |
161.55 |
-0.80 |
0 |
58 |
+0 |
Nov12 |
111215 |
159.90 |
159.90 |
159.90 |
159.90 |
-1.45 |
0 |
13 |
+0 |
Total Volume and Open Interest |
3,192 |
27,261 |
-760 |
Sugar #11(ICE) |
Mar12 |
111215 |
22.98 |
23.24 |
22.62 |
22.75 |
-0.05 |
27,433 |
212,209 |
+1,393 |
May12 |
111215 |
22.55 |
22.80 |
22.25 |
22.40 |
+0.04 |
7,062 |
91,218 |
-371 |
Jul12 |
111215 |
22.28 |
22.43 |
21.95 |
22.13 |
+0.09 |
6,477 |
93,026 |
+258 |
Oct12 |
111215 |
22.50 |
22.70 |
22.27 |
22.45 |
+0.12 |
2,781 |
49,101 |
+313 |
Mar13 |
111215 |
22.98 |
23.18 |
22.77 |
22.94 |
+0.12 |
938 |
31,307 |
+206 |
Total Volume and Open Interest |
46,497 |
525,763 |
+2,313 |
London Cocoa(LCE) |
Dec11 |
111213 |
1360 |
1404 |
1360 |
1403 |
+41 |
8,292 |
9,899 |
-5,304 |
Mar12 |
111215 |
1416 |
1433 |
1385 |
1394 |
-29 |
22,547 |
81,473 |
-2,255 |
May12 |
111215 |
1438 |
1451 |
1403 |
1412 |
-28 |
2,893 |
22,423 |
-312 |
Jul12 |
111215 |
1454 |
1469 |
1423 |
1437 |
-21 |
2,243 |
28,360 |
+433 |
Sep12 |
111215 |
1468 |
1484 |
1437 |
1452 |
-22 |
1,667 |
19,709 |
+153 |
Dec12 |
111215 |
1479 |
1492 |
1454 |
1465 |
-22 |
1,110 |
14,395 |
+419 |
Mar13 |
111215 |
1490 |
1508 |
1460 |
1474 |
-24 |
560 |
8,441 |
+474 |
Total Volume and Open Interest |
31,080 |
177,870 |
-5,493 |
London Sugar(LCE) |
Mar12 |
111215 |
599.60 |
605.40 |
594.40 |
596.30 |
-1.40 |
3,497 |
25,661 |
+272 |
May12 |
111215 |
591.00 |
596.40 |
587.00 |
588.20 |
-1.60 |
533 |
8,071 |
+168 |
Aug12 |
111215 |
585.00 |
589.60 |
581.20 |
582.10 |
-1.20 |
216 |
10,177 |
-7 |
Oct12 |
111215 |
585.30 |
592.40 |
583.60 |
584.40 |
-1.50 |
99 |
3,860 |
+25 |
Dec12 |
111215 |
592.20 |
593.50 |
588.60 |
588.60 |
-1.00 |
61 |
1,406 |
-1 |
Total Volume and Open Interest |
4,467 |
50,454 |
+507 |
Cotton(ICE) |
Mar12 |
111215 |
85.12 |
86.71 |
85.00 |
86.29 |
+1.17 |
7,808 |
92,302 |
+1,007 |
May12 |
111215 |
84.25 |
86.09 |
84.25 |
85.86 |
+1.07 |
1,496 |
24,581 |
+1,931 |
Jul12 |
111215 |
84.75 |
85.88 |
84.40 |
85.67 |
+1.11 |
566 |
20,075 |
-13 |
Oct12 |
111215 |
84.28 |
86.02 |
84.28 |
86.02 |
+0.76 |
0 |
84 |
+0 |
Dec12 |
111215 |
83.67 |
84.59 |
83.35 |
84.59 |
+0.87 |
52 |
10,921 |
+2,828 |
Mar13 |
111215 |
84.70 |
85.62 |
84.70 |
85.62 |
+0.95 |
2 |
426 |
-2 |
Total Volume and Open Interest |
9,926 |
149,255 |
+5,745 |
Lumber(CME) |
Jan12 |
111215 |
224.9 |
234.4 |
224.6 |
232.0 |
+7.3 |
1,561 |
4,856 |
-776 |
Mar12 |
111215 |
238.0 |
247.2 |
238.0 |
243.4 |
+5.9 |
1,625 |
4,539 |
-58 |
May12 |
111215 |
257.9 |
264.7 |
257.9 |
262.5 |
+7.5 |
652 |
1,382 |
+461 |
Jul12 |
111215 |
274.4 |
274.5 |
270.1 |
274.1 |
+9.6 |
22 |
291 |
+4 |
Total Volume and Open Interest |
3,860 |
11,183 |
-369 |
Crude Oil(NYM) |
Jan12 |
111215 |
94.89 |
95.99 |
93.31 |
93.87 |
-1.08 |
380,754 |
131,740 |
-27,593 |
Feb12 |
111215 |
95.02 |
96.19 |
93.50 |
94.07 |
-1.07 |
156,762 |
206,704 |
+21,683 |
Mar12 |
111215 |
95.32 |
96.42 |
93.75 |
94.31 |
-1.06 |
81,947 |
138,379 |
+10,731 |
Apr12 |
111215 |
95.57 |
96.53 |
94.01 |
94.55 |
-1.04 |
36,496 |
67,449 |
+6,355 |
May12 |
111215 |
95.72 |
96.59 |
94.35 |
94.71 |
-1.01 |
24,628 |
69,092 |
+4,996 |
Jun12 |
111215 |
95.66 |
96.75 |
94.22 |
94.72 |
-0.96 |
42,114 |
85,429 |
+1,091 |
Jul12 |
111215 |
96.07 |
96.50 |
94.16 |
94.61 |
-0.91 |
7,977 |
35,640 |
+448 |
Aug12 |
111215 |
96.07 |
96.07 |
94.38 |
94.42 |
-0.88 |
7,449 |
29,534 |
+1,005 |
Sep12 |
111215 |
95.89 |
95.90 |
94.06 |
94.21 |
-0.87 |
11,285 |
28,317 |
-1,656 |
Oct12 |
111215 |
95.73 |
95.90 |
93.89 |
94.04 |
-0.85 |
4,295 |
28,764 |
+9 |
Nov12 |
111215 |
95.46 |
95.60 |
93.93 |
93.93 |
-0.83 |
2,828 |
30,761 |
+67 |
Dec12 |
111215 |
94.54 |
95.60 |
93.32 |
93.81 |
-0.81 |
37,259 |
170,775 |
-382 |
Jan13 |
111215 |
93.54 |
93.54 |
93.54 |
93.54 |
-0.81 |
2,295 |
30,926 |
+104 |
Feb13 |
111215 |
93.23 |
93.23 |
93.23 |
93.23 |
-0.81 |
896 |
12,426 |
-348 |
Mar13 |
111215 |
92.94 |
92.94 |
92.94 |
92.94 |
-0.80 |
2,051 |
13,786 |
+1,064 |
Apr13 |
111215 |
92.64 |
92.64 |
92.64 |
92.64 |
-0.79 |
769 |
6,284 |
+223 |
Total Volume and Open Interest |
829,517 |
1,346,495 |
+20,709 |
e-miNY Crude Oil(NYM) |
Dec11 |
111117 |
101.675 |
103.375 |
98.375 |
98.825 |
-3.775 |
7,409 |
2,981 |
+164 |
Jan12 |
111215 |
94.900 |
95.975 |
93.300 |
93.875 |
-1.075 |
10,840 |
1,848 |
+20 |
Feb12 |
111215 |
95.100 |
96.150 |
93.500 |
94.075 |
-1.075 |
1,169 |
590 |
+100 |
Mar12 |
111215 |
95.250 |
96.325 |
93.875 |
94.300 |
-1.075 |
81 |
266 |
+22 |
Apr12 |
111215 |
95.525 |
95.525 |
94.550 |
94.550 |
-1.050 |
0 |
226 |
+0 |
May12 |
111215 |
94.700 |
94.700 |
94.700 |
94.700 |
-1.025 |
0 |
24 |
+0 |
Jun12 |
111215 |
95.000 |
95.000 |
94.725 |
94.725 |
-0.950 |
1 |
19 |
+0 |
Jul12 |
111215 |
94.600 |
94.600 |
94.600 |
94.600 |
-0.925 |
0 |
4 |
+0 |
Aug12 |
111215 |
94.425 |
94.425 |
94.425 |
94.425 |
-0.875 |
0 |
5 |
+0 |
Sep12 |
111215 |
94.200 |
94.200 |
94.200 |
94.200 |
-0.875 |
|
|
|
Total Volume and Open Interest |
12,100 |
3,204 |
+150 |
Heating Oil(NYM) |
Jan12 |
111215 |
282.77 |
287.91 |
281.06 |
282.25 |
-0.74 |
65,785 |
58,476 |
-6,071 |
Feb12 |
111215 |
283.79 |
288.75 |
281.98 |
283.20 |
-0.66 |
29,611 |
56,743 |
+3,596 |
Mar12 |
111215 |
285.20 |
288.94 |
282.30 |
283.31 |
-1.07 |
18,111 |
40,201 |
+2,312 |
Apr12 |
111215 |
284.16 |
287.09 |
281.55 |
282.45 |
-1.47 |
6,511 |
23,456 |
+253 |
May12 |
111215 |
285.15 |
287.14 |
280.25 |
281.17 |
-1.77 |
5,713 |
18,988 |
+177 |
Jun12 |
111215 |
284.54 |
286.73 |
279.19 |
280.20 |
-1.93 |
9,775 |
34,314 |
-292 |
Jul12 |
111215 |
285.50 |
285.50 |
279.67 |
280.47 |
-1.95 |
666 |
10,065 |
+130 |
Aug12 |
111215 |
286.00 |
286.00 |
280.45 |
280.97 |
-1.86 |
292 |
4,544 |
+13 |
Sep12 |
111215 |
286.00 |
286.00 |
281.42 |
281.74 |
-1.79 |
166 |
6,735 |
-9 |
Oct12 |
111215 |
287.50 |
287.50 |
282.50 |
282.81 |
-1.72 |
214 |
2,595 |
+40 |
Nov12 |
111215 |
288.50 |
288.50 |
283.36 |
283.84 |
-1.66 |
152 |
1,894 |
-8 |
Dec12 |
111215 |
289.06 |
289.22 |
284.00 |
284.62 |
-1.60 |
1,591 |
18,726 |
+224 |
Total Volume and Open Interest |
138,856 |
279,724 |
+513 |
Gasoline(NYMEX) |
Jan12 |
111215 |
250.35 |
254.79 |
248.44 |
248.77 |
-1.60 |
47,714 |
54,451 |
-3,043 |
Feb12 |
111215 |
252.49 |
255.87 |
249.31 |
249.61 |
-1.83 |
32,012 |
44,855 |
+3,550 |
Mar12 |
111215 |
254.65 |
257.26 |
250.71 |
250.99 |
-1.98 |
18,370 |
42,551 |
+1,882 |
Apr12 |
111215 |
269.77 |
270.55 |
264.16 |
264.36 |
-2.11 |
8,939 |
31,003 |
+636 |
May12 |
111215 |
269.12 |
269.46 |
264.15 |
264.28 |
-2.11 |
5,609 |
21,955 |
+196 |
Jun12 |
111215 |
265.16 |
268.30 |
262.40 |
262.61 |
-2.08 |
5,774 |
29,653 |
-647 |
Jul12 |
111215 |
265.25 |
265.25 |
260.40 |
260.45 |
-2.08 |
1,922 |
8,849 |
-257 |
Aug12 |
111215 |
262.75 |
262.75 |
258.00 |
258.09 |
-2.10 |
955 |
8,691 |
+41 |
Sep12 |
111215 |
260.50 |
260.50 |
255.28 |
255.28 |
-2.13 |
440 |
7,196 |
+148 |
Oct12 |
111215 |
246.95 |
247.12 |
242.68 |
242.68 |
-2.00 |
152 |
5,358 |
+10 |
Total Volume and Open Interest |
122,296 |
274,100 |
+2,503 |
e-miNY RBOB Gasoline(NYM) |
Jan12 |
111215 |
248.80 |
248.80 |
248.77 |
248.80 |
-1.60 |
0 |
1 |
+0 |
Feb12 |
111215 |
249.60 |
249.61 |
249.60 |
249.60 |
-1.80 |
0 |
1 |
+0 |
Mar12 |
111215 |
251.00 |
251.00 |
250.99 |
251.00 |
-2.00 |
|
|
|
Apr12 |
111215 |
264.40 |
264.40 |
264.36 |
264.40 |
-2.10 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Jan12 |
111215 |
3.141 |
3.204 |
3.100 |
3.127 |
-0.009 |
145,947 |
155,260 |
-20,531 |
Feb12 |
111215 |
3.196 |
3.243 |
3.150 |
3.177 |
-0.010 |
70,854 |
117,101 |
+6,651 |
Mar12 |
111215 |
3.233 |
3.270 |
3.186 |
3.208 |
-0.015 |
54,787 |
194,366 |
+15,029 |
Apr12 |
111215 |
3.290 |
3.319 |
3.246 |
3.266 |
-0.013 |
26,991 |
111,154 |
+3,702 |
May12 |
111215 |
3.337 |
3.367 |
3.292 |
3.311 |
-0.014 |
8,658 |
60,039 |
+980 |
Jun12 |
111215 |
3.376 |
3.414 |
3.330 |
3.356 |
-0.014 |
4,015 |
26,052 |
+445 |
Jul12 |
111215 |
3.411 |
3.451 |
3.392 |
3.409 |
-0.014 |
3,146 |
23,898 |
+847 |
Aug12 |
111215 |
3.439 |
3.479 |
3.417 |
3.436 |
-0.013 |
1,021 |
14,217 |
+195 |
Sep12 |
111215 |
3.439 |
3.483 |
3.419 |
3.440 |
-0.012 |
2,266 |
19,868 |
+547 |
Oct12 |
111215 |
3.490 |
3.523 |
3.453 |
3.474 |
-0.014 |
9,482 |
64,673 |
+1,320 |
Nov12 |
111215 |
3.600 |
3.652 |
3.592 |
3.609 |
-0.017 |
2,587 |
28,872 |
+585 |
Dec12 |
111215 |
3.900 |
3.923 |
3.868 |
3.877 |
-0.022 |
2,860 |
23,380 |
+249 |
Jan13 |
111215 |
4.010 |
4.044 |
3.989 |
3.997 |
-0.025 |
6,439 |
35,485 |
+1,819 |
Feb13 |
111215 |
4.016 |
4.027 |
3.985 |
3.992 |
-0.023 |
465 |
7,085 |
+167 |
Mar13 |
111215 |
3.981 |
4.028 |
3.956 |
3.956 |
-0.021 |
1,167 |
16,974 |
+440 |
Apr13 |
111215 |
3.890 |
3.919 |
3.872 |
3.878 |
-0.022 |
2,617 |
24,384 |
+1,166 |
Total Volume and Open Interest |
346,757 |
988,215 |
+14,892 |
Brent Crude Oil(ICE) |
Feb12 |
111215 |
104.07 |
105.79 |
103.02 |
103.60 |
-0.65 |
165,381 |
177,974 |
+3,824 |
Mar12 |
111215 |
103.72 |
105.43 |
102.68 |
103.22 |
-0.70 |
74,223 |
145,928 |
+10,323 |
Apr12 |
111215 |
103.48 |
105.20 |
102.49 |
102.99 |
-0.70 |
36,302 |
44,533 |
+541 |
May12 |
111215 |
103.47 |
104.94 |
102.39 |
102.81 |
-0.67 |
19,087 |
26,778 |
-522 |
Jun12 |
111215 |
103.46 |
104.81 |
102.12 |
102.63 |
-0.65 |
32,528 |
73,078 |
-331 |
Jul12 |
111215 |
103.73 |
104.33 |
102.00 |
102.43 |
-0.64 |
7,120 |
18,974 |
+236 |
Aug12 |
111215 |
103.47 |
104.06 |
101.76 |
102.18 |
-0.64 |
4,463 |
27,976 |
+158 |
Sep12 |
111215 |
103.16 |
103.73 |
101.45 |
101.87 |
-0.65 |
3,724 |
35,627 |
+137 |
Oct12 |
111215 |
102.06 |
102.06 |
101.61 |
101.61 |
-0.65 |
2,406 |
14,859 |
+109 |
Nov12 |
111215 |
101.37 |
101.37 |
101.37 |
101.37 |
-0.64 |
1,850 |
16,247 |
-112 |
Dec12 |
111215 |
102.34 |
103.00 |
100.52 |
101.09 |
-0.62 |
23,247 |
96,654 |
-789 |
Jan13 |
111215 |
100.80 |
100.80 |
100.80 |
100.80 |
-0.61 |
557 |
12,452 |
+223 |
Feb13 |
111215 |
100.46 |
100.46 |
100.46 |
100.46 |
-0.61 |
65 |
6,476 |
-9 |
Mar13 |
111215 |
100.09 |
100.09 |
100.09 |
100.09 |
-0.60 |
138 |
4,065 |
+1 |
Total Volume and Open Interest |
538,120 |
902,040 |
-8,457 |
Gas Oil(ICE) |
Jan12 |
111215 |
895.75 |
911.00 |
890.00 |
898.25 |
-6.50 |
87,895 |
137,789 |
-2,896 |
Feb12 |
111215 |
893.75 |
907.75 |
887.00 |
895.25 |
-7.00 |
63,170 |
86,146 |
+8,987 |
Mar12 |
111215 |
896.00 |
905.50 |
884.00 |
892.50 |
-7.50 |
30,619 |
53,878 |
+670 |
Apr12 |
111215 |
894.75 |
901.25 |
882.50 |
890.50 |
-8.00 |
14,791 |
26,090 |
+1,372 |
May12 |
111215 |
893.00 |
900.25 |
881.50 |
888.75 |
-8.75 |
7,039 |
28,618 |
+916 |
Jun12 |
111215 |
892.25 |
902.25 |
880.00 |
888.00 |
-9.50 |
13,779 |
41,972 |
+699 |
Jul12 |
111215 |
896.00 |
899.75 |
886.75 |
889.25 |
-9.75 |
2,459 |
16,803 |
-108 |
Aug12 |
111215 |
897.00 |
897.00 |
889.50 |
890.00 |
-9.75 |
1,675 |
13,803 |
+93 |
Sep12 |
111215 |
897.75 |
901.50 |
887.25 |
890.50 |
-9.75 |
1,154 |
14,672 |
-67 |
Oct12 |
111215 |
900.50 |
901.25 |
887.00 |
890.25 |
-9.75 |
1,233 |
9,958 |
+308 |
Total Volume and Open Interest |
230,830 |
510,719 |
+9,745 |
Ethanol(CBOT) |
Dec11 |
111205 |
2.503 |
2.503 |
2.485 |
2.500 |
-0.003 |
88 |
204 |
-29 |
Jan12 |
111215 |
2.070 |
2.075 |
2.057 |
2.062 |
-0.004 |
429 |
1,075 |
-135 |
Feb12 |
111215 |
2.053 |
2.074 |
2.050 |
2.055 |
+0.002 |
231 |
1,244 |
-77 |
Mar12 |
111215 |
2.075 |
2.102 |
2.070 |
2.079 |
+0.004 |
77 |
1,630 |
+0 |
Apr12 |
111215 |
2.101 |
2.101 |
2.088 |
2.090 |
+0.002 |
71 |
744 |
+7 |
May12 |
111215 |
2.107 |
2.107 |
2.095 |
2.101 |
-0.002 |
80 |
952 |
+14 |
Jun12 |
111215 |
2.123 |
2.123 |
2.116 |
2.117 |
-0.005 |
13 |
597 |
+5 |
Jul12 |
111215 |
2.130 |
2.135 |
2.130 |
2.135 |
-0.006 |
28 |
849 |
+4 |
Total Volume and Open Interest |
968 |
10,138 |
-192 |
WTI Crude Oil(ICE) |
Jan12 |
111215 |
94.91 |
95.99 |
93.27 |
93.87 |
-1.08 |
66,306 |
45,776 |
-6,347 |
Feb12 |
111215 |
95.05 |
96.19 |
93.44 |
94.07 |
-1.07 |
28,345 |
69,129 |
+2,757 |
Mar12 |
111215 |
95.30 |
96.40 |
93.81 |
94.31 |
-1.06 |
17,560 |
32,672 |
-1,715 |
Apr12 |
111215 |
95.81 |
96.47 |
94.12 |
94.55 |
-1.04 |
8,544 |
25,626 |
-8 |
May12 |
111215 |
96.49 |
96.49 |
94.29 |
94.71 |
-1.01 |
5,353 |
17,438 |
+2,074 |
Jun12 |
111215 |
95.93 |
96.59 |
94.25 |
94.72 |
-0.96 |
11,310 |
48,665 |
-1,034 |
Jul12 |
111215 |
96.13 |
96.13 |
94.31 |
94.61 |
-0.91 |
2,026 |
9,533 |
+31 |
Aug12 |
111215 |
95.93 |
95.93 |
94.26 |
94.42 |
-0.88 |
2,375 |
7,872 |
+726 |
Sep12 |
111215 |
95.73 |
95.73 |
93.97 |
94.21 |
-0.87 |
1,991 |
11,034 |
+90 |
Oct12 |
111215 |
94.04 |
94.04 |
94.04 |
94.04 |
-0.85 |
938 |
5,117 |
-86 |
Nov12 |
111215 |
93.93 |
93.93 |
93.93 |
93.93 |
-0.83 |
467 |
4,553 |
-67 |
Dec12 |
111215 |
94.60 |
95.58 |
93.47 |
93.81 |
-0.81 |
6,305 |
62,756 |
-194 |
Jan13 |
111215 |
93.54 |
93.54 |
93.54 |
93.54 |
-0.81 |
2 |
3,003 |
-2 |
Feb13 |
111215 |
93.23 |
93.23 |
93.23 |
93.23 |
-0.81 |
0 |
640 |
+0 |
Mar13 |
111215 |
92.94 |
92.94 |
92.94 |
92.94 |
-0.80 |
0 |
1,613 |
+0 |
Apr13 |
111215 |
92.64 |
92.64 |
92.64 |
92.64 |
-0.79 |
0 |
389 |
+0 |
Total Volume and Open Interest |
154,861 |
433,813 |
-3,635 |
US Dollar Index(ICE) |
Dec11 |
111215 |
80.565 |
80.630 |
80.130 |
80.340 |
-0.283 |
40,146 |
40,297 |
-9,724 |
Mar12 |
111215 |
81.225 |
81.315 |
80.770 |
80.993 |
-0.298 |
21,647 |
25,740 |
+13,706 |
Jun12 |
111215 |
81.493 |
81.493 |
81.488 |
81.493 |
-0.298 |
1 |
503 |
-1 |
Total Volume and Open Interest |
61,794 |
66,540 |
+3,981 |
Australian Dollar(CME) |
Dec11 |
111215 |
98.95 |
99.88 |
98.58 |
99.14 |
+0.27 |
147,545 |
70,255 |
-14,463 |
Mar12 |
111215 |
98.06 |
98.90 |
97.61 |
98.15 |
+0.24 |
42,903 |
82,918 |
+15,960 |
Jun12 |
111215 |
97.60 |
97.60 |
97.16 |
97.41 |
+0.25 |
1 |
5 |
-1 |
Total Volume and Open Interest |
190,449 |
153,296 |
+1,496 |
British Pound(CME) |
Dec11 |
111215 |
154.65 |
155.31 |
154.35 |
155.02 |
+0.35 |
128,415 |
107,969 |
-25,625 |
Mar12 |
111215 |
154.48 |
155.17 |
154.21 |
154.89 |
+0.36 |
57,415 |
110,212 |
+38,874 |
Jun12 |
111215 |
154.75 |
154.78 |
154.42 |
154.78 |
+0.36 |
13 |
17 |
+7 |
Total Volume and Open Interest |
185,843 |
218,203 |
+13,256 |
Canadian Dollar(CME) |
Dec11 |
111215 |
96.21 |
96.89 |
96.10 |
96.53 |
+0.43 |
94,028 |
84,324 |
-12,786 |
Mar12 |
111215 |
96.05 |
96.70 |
95.91 |
96.35 |
+0.43 |
44,629 |
85,492 |
+24,591 |
Jun12 |
111215 |
96.25 |
96.50 |
95.81 |
96.23 |
+0.42 |
197 |
2,208 |
+6 |
Sep12 |
111215 |
96.20 |
96.20 |
95.74 |
96.14 |
+0.40 |
0 |
1,155 |
+0 |
Total Volume and Open Interest |
138,857 |
173,429 |
+11,814 |
Japanese Yen(CME) |
Dec11 |
111215 |
128.09 |
128.67 |
127.97 |
128.37 |
+0.29 |
77,701 |
114,036 |
-9,926 |
Mar12 |
111215 |
128.40 |
128.95 |
128.28 |
128.67 |
+0.28 |
33,335 |
90,704 |
+19,283 |
Jun12 |
111215 |
128.98 |
128.98 |
128.69 |
128.98 |
+0.29 |
0 |
72 |
+0 |
Total Volume and Open Interest |
111,036 |
204,818 |
+9,357 |
Swiss Franc(CME) |
Dec11 |
111215 |
104.90 |
106.53 |
104.74 |
106.33 |
+1.43 |
35,851 |
33,777 |
-3,802 |
Mar12 |
111215 |
105.19 |
106.74 |
105.01 |
106.55 |
+1.37 |
12,242 |
22,314 |
+6,233 |
Jun12 |
111215 |
107.13 |
107.13 |
105.49 |
106.84 |
+1.35 |
1 |
6 |
+1 |
Total Volume and Open Interest |
48,094 |
56,102 |
+2,432 |
EuroFX(CME) |
Dec11 |
111215 |
129.85 |
130.51 |
129.58 |
130.12 |
+0.37 |
387,751 |
161,379 |
-54,445 |
Mar12 |
111215 |
130.00 |
130.65 |
129.76 |
130.25 |
+0.31 |
165,846 |
165,000 |
+63,476 |
Jun12 |
111215 |
130.19 |
130.95 |
130.10 |
130.39 |
+0.28 |
111 |
1,336 |
+31 |
Total Volume and Open Interest |
553,709 |
327,740 |
+9,061 |
Mexican Peso(CME) |
Dec11 |
111215 |
719.5 |
727.5 |
718.0 |
719.2 |
+1.2 |
44,977 |
50,376 |
-9,542 |
Jan12 |
111215 |
717.5 |
717.5 |
716.2 |
717.5 |
+1.2 |
0 |
95 |
+0 |
Total Volume and Open Interest |
65,977 |
125,833 |
+1,274 |
Brazilian Real(CME) |
Jan12 |
111215 |
535.40 |
536.60 |
535.40 |
535.40 |
+3.85 |
0 |
10,740 |
+0 |
Feb12 |
111215 |
532.15 |
532.15 |
532.15 |
532.15 |
+3.95 |
|
|
|
Mar12 |
111215 |
524.85 |
528.85 |
524.85 |
528.85 |
+4.00 |
42 |
2,563 |
+40 |
Apr12 |
111215 |
526.25 |
526.25 |
526.25 |
526.25 |
+4.00 |
|
|
|
Total Volume and Open Interest |
42 |
28,624 |
+40 |
30-Year T-Bonds(CBOT) |
Dec11 |
111215 |
144~250 |
145~100 |
144~060 |
144~150 |
-0~090 |
6,738 |
7,808 |
-2,558 |
Mar12 |
111215 |
144~120 |
145~040 |
143~240 |
144~050 |
-0~100 |
325,739 |
593,739 |
+12,888 |
Jun12 |
111215 |
143~080 |
143~160 |
142~230 |
142~230 |
-0~100 |
66 |
163 |
+8 |
Total Volume and Open Interest |
332,543 |
601,710 |
+10,338 |
10-Year T-Notes(CBOT) |
Dec11 |
111215 |
131~190 |
131~250 |
131~100 |
131~155 |
-0~040 |
27,620 |
20,676 |
-9,326 |
Mar12 |
111215 |
130~240 |
131~020 |
130~145 |
130~230 |
-0~030 |
927,737 |
1,432,314 |
+26,796 |
Jun12 |
111215 |
129~230 |
129~260 |
129~230 |
129~230 |
-0~030 |
|
|
|
Total Volume and Open Interest |
955,357 |
1,452,990 |
+17,470 |
5-Year T-Notes(CBOT) |
Dec11 |
111215 |
123~064 |
123~072 |
123~050 |
123~061 |
-0~001 |
14,489 |
43,359 |
-4,334 |
Mar12 |
111215 |
123~014 |
123~027 |
123~000 |
123~015 |
-0~001 |
391,364 |
1,271,147 |
-10,107 |
Jun12 |
111215 |
122~039 |
122~040 |
122~039 |
122~039 |
-0~001 |
|
|
|
Total Volume and Open Interest |
405,853 |
1,314,506 |
-14,441 |
2 Year T-Notes(CBOT) |
Dec11 |
111215 |
110~029 |
110~032 |
110~016 |
110~028 |
+0~001 |
5,139 |
26,913 |
-1,220 |
Mar12 |
111215 |
110~038 |
110~040 |
110~037 |
110~038 |
+0~001 |
103,265 |
694,058 |
+7,274 |
Jun12 |
111215 |
110~010 |
110~010 |
110~010 |
110~010 |
+0~001 |
|
|
|
Total Volume and Open Interest |
108,404 |
720,971 |
+6,054 |
Eurodollars(CME) |
Dec11 |
111215 |
99.430 |
99.435 |
99.425 |
99.430 |
-0.005 |
120,246 |
988,793 |
-3,068 |
Mar12 |
111215 |
99.305 |
99.330 |
99.280 |
99.320 |
+0.025 |
184,855 |
930,238 |
+4,227 |
Jun12 |
111215 |
99.270 |
99.285 |
99.245 |
99.275 |
+0.015 |
158,419 |
1,062,359 |
-10,342 |
Sep12 |
111215 |
99.265 |
99.280 |
99.240 |
99.265 |
+0.010 |
151,663 |
801,016 |
+9,159 |
Dec12 |
111215 |
99.270 |
99.280 |
99.245 |
99.265 |
+0.005 |
146,512 |
796,047 |
+18,917 |
Mar13 |
111215 |
99.280 |
99.285 |
99.260 |
99.270 |
unch |
94,834 |
752,948 |
-4,526 |
Jun13 |
111215 |
99.265 |
99.270 |
99.245 |
99.255 |
-0.005 |
77,793 |
593,966 |
+1,487 |
Sep13 |
111215 |
99.235 |
99.240 |
99.215 |
99.225 |
-0.010 |
86,254 |
478,900 |
+12,008 |
Dec13 |
111215 |
99.165 |
99.175 |
99.150 |
99.155 |
-0.015 |
69,813 |
543,441 |
+1,086 |
Mar14 |
111215 |
99.070 |
99.080 |
99.045 |
99.055 |
-0.020 |
58,436 |
374,601 |
-1,694 |
Jun14 |
111215 |
98.925 |
98.940 |
98.895 |
98.910 |
-0.020 |
47,007 |
307,791 |
+3,083 |
Sep14 |
111215 |
98.765 |
98.780 |
98.730 |
98.745 |
-0.020 |
43,230 |
217,846 |
-1,338 |
Dec14 |
111215 |
98.580 |
98.610 |
98.555 |
98.570 |
-0.025 |
36,593 |
183,300 |
+4,748 |
Mar15 |
111215 |
98.435 |
98.460 |
98.395 |
98.415 |
-0.025 |
21,723 |
137,624 |
+343 |
Jun15 |
111215 |
6.525 |
0.006 |
6.495 |
6.510 |
-0.025 |
17,310 |
111,012 |
+264 |
Sep15 |
111215 |
6.380 |
6.405 |
6.330 |
6.350 |
-0.025 |
18,580 |
76,773 |
-164 |
Dec15 |
111215 |
6.210 |
6.235 |
6.160 |
6.180 |
-0.025 |
18,628 |
55,982 |
+3,848 |
Mar16 |
111215 |
6.085 |
6.100 |
6.020 |
6.040 |
-0.025 |
14,877 |
47,385 |
+1,119 |
Total Volume and Open Interest |
1,408,087 |
8,677,126 |
+44,777 |
30 Day Federal Funds(CBOT) |
Dec11 |
111215 |
99.925 |
99.925 |
99.923 |
99.923 |
unch |
1,825 |
68,323 |
+759 |
Jan12 |
111215 |
99.915 |
99.920 |
99.915 |
99.915 |
unch |
1,785 |
68,486 |
+1,100 |
Feb12 |
111215 |
99.905 |
99.905 |
99.900 |
99.905 |
unch |
2,390 |
55,908 |
+675 |
Mar12 |
111215 |
99.895 |
99.900 |
99.895 |
99.895 |
unch |
1,759 |
34,924 |
+517 |
Apr12 |
111215 |
99.885 |
99.890 |
99.885 |
99.890 |
+0.005 |
1,430 |
38,840 |
+612 |
May12 |
111215 |
99.875 |
99.885 |
99.870 |
99.880 |
+0.005 |
196 |
45,100 |
-146 |
Total Volume and Open Interest |
14,354 |
573,418 |
+2,483 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111215 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
4 |
1,122 |
-4 |
Mar12 |
111215 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
40 |
+0 |
Jun12 |
111215 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Sep12 |
111215 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
111215 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar13 |
111215 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Jun13 |
111215 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
|
|
|
Sep13 |
111215 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
|
|
|
Dec13 |
111215 |
99.530 |
99.530 |
99.530 |
99.530 |
+0.040 |
|
|
|
Mar14 |
111215 |
99.390 |
99.390 |
99.390 |
99.390 |
+0.040 |
|
|
|
Total Volume and Open Interest |
4 |
1,162 |
-4 |
3-Mth Euro-Yen(SGX) |
Mar12 |
111214 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
2,277 |
-260 |
Jun12 |
111214 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
1,440 |
+0 |
Sep12 |
111214 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.00 |
0 |
711 |
+0 |
Dec12 |
111214 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
135 |
+0 |
Mar13 |
111214 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.01 |
0 |
131 |
+0 |
Jun13 |
111214 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.00 |
0 |
208 |
+0 |
Sep13 |
111214 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.00 |
0 |
105 |
+0 |
Dec13 |
111214 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
0 |
9,631 |
-260 |
Japanese Gov't Bonds(SGX) |
Mar12 |
111214 |
142.37 |
142.49 |
142.20 |
142.29 |
-0.05 |
1,477 |
15,636 |
+12 |
Jun12 |
111214 |
140.20 |
140.20 |
140.20 |
140.20 |
-0.05 |
|
|
|
Sep12 |
111214 |
138.11 |
138.11 |
138.11 |
138.11 |
-0.05 |
|
|
|
Total Volume and Open Interest |
1,477 |
15,640 |
+12 |
Euro-Bund(EUREX) |
Mar12 |
111215 |
138.18 |
138.21 |
137.43 |
137.63 |
-0.23 |
459,087 |
812,754 |
-20,992 |
Jun12 |
111215 |
136.03 |
136.21 |
135.91 |
135.93 |
-0.25 |
55 |
162 |
+3 |
Sep12 |
111215 |
135.93 |
135.93 |
135.93 |
135.93 |
-0.25 |
|
|
|
Total Volume and Open Interest |
459,142 |
812,916 |
-20,989 |
Euro-Bobl(EUREX) |
Mar12 |
111215 |
124.62 |
124.68 |
124.30 |
124.36 |
-0.11 |
209,799 |
633,630 |
-244 |
Jun12 |
111215 |
124.40 |
124.40 |
124.40 |
124.40 |
-0.11 |
|
|
|
Sep12 |
111215 |
124.40 |
124.40 |
124.40 |
124.40 |
-0.11 |
|
|
|
Total Volume and Open Interest |
209,799 |
633,630 |
-244 |
3-Mth Euribor(EUREX) |
Dec11 |
111215 |
98.585 |
98.590 |
98.585 |
98.590 |
+0.005 |
0 |
2,015 |
+0 |
Mar12 |
111215 |
98.815 |
98.840 |
98.815 |
98.835 |
+0.055 |
1 |
1,171 |
-1 |
Jun12 |
111215 |
98.955 |
98.955 |
98.955 |
98.955 |
+0.050 |
0 |
1,127 |
+0 |
Total Volume and Open Interest |
111 |
7,454 |
-111 |
Long Gilt(LIFFE) |
Dec11 |
111215 |
132~22 |
132~25 |
132~17 |
132~17 |
-0~03 |
7,160 |
7,260 |
-5,994 |
Mar12 |
111215 |
115~28 |
116~05 |
115~12 |
115~19 |
-0~05 |
94,344 |
292,834 |
-369 |
Total Volume and Open Interest |
101,504 |
300,094 |
-6,363 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111215 |
98.92 |
98.94 |
98.91 |
98.93 |
+0.01 |
13,867 |
318,038 |
-1,698 |
Mar12 |
111215 |
98.85 |
98.89 |
98.84 |
98.87 |
+0.02 |
39,746 |
303,405 |
-4,035 |
Jun12 |
111215 |
98.88 |
98.91 |
98.86 |
98.89 |
+0.01 |
37,334 |
219,838 |
-7,061 |
Sep12 |
111215 |
98.92 |
98.94 |
98.90 |
98.92 |
+0.01 |
50,003 |
231,087 |
+10,197 |
Dec12 |
111215 |
98.93 |
98.94 |
98.91 |
98.92 |
unch |
32,927 |
197,448 |
+5,498 |
Mar13 |
111215 |
98.96 |
98.98 |
98.93 |
98.94 |
-0.01 |
29,458 |
209,620 |
+6,854 |
Total Volume and Open Interest |
255,273 |
2,060,444 |
+9,810 |
3-Mth Euribor(LIFFE) |
Dec11 |
111215 |
98.590 |
98.590 |
98.585 |
98.590 |
+0.005 |
85,065 |
641,420 |
-17,347 |
Mar12 |
111215 |
98.780 |
98.860 |
98.770 |
98.835 |
+0.055 |
106,988 |
498,784 |
-6,350 |
Jun12 |
111215 |
98.915 |
98.985 |
98.895 |
98.955 |
+0.050 |
70,984 |
394,829 |
-3,970 |
Total Volume and Open Interest |
674,976 |
3,533,265 |
+1,848 |
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 |
111215 |
96.23 |
96.30 |
96.21 |
96.27 |
+0.03 |
14,185 |
239,446 |
-1,522 |
Jun12 |
111215 |
96.63 |
96.73 |
96.61 |
96.70 |
+0.07 |
10,558 |
178,346 |
-1,316 |
Sep12 |
111215 |
96.63 |
96.75 |
96.62 |
96.74 |
+0.09 |
8,189 |
114,037 |
-1,407 |
Dec12 |
111215 |
96.48 |
96.63 |
96.48 |
96.62 |
+0.12 |
3,112 |
70,025 |
+565 |
Mar13 |
111215 |
96.36 |
96.50 |
96.36 |
96.50 |
+0.12 |
1,312 |
51,271 |
+467 |
Jun13 |
111215 |
96.25 |
96.39 |
96.25 |
96.39 |
+0.11 |
1,375 |
44,340 |
+389 |
Sep13 |
111215 |
96.13 |
96.27 |
96.13 |
96.27 |
+0.12 |
647 |
25,497 |
-464 |
Dec13 |
111215 |
96.04 |
96.16 |
96.03 |
96.15 |
+0.11 |
917 |
15,473 |
+231 |
Mar14 |
111215 |
95.96 |
96.06 |
95.95 |
96.06 |
+0.11 |
0 |
1,289 |
-47 |
Total Volume and Open Interest |
40,295 |
739,877 |
-3,104 |
10-Year Aus T-Bonds(SFE) |
Dec11 |
111215 |
96.09 |
96.20 |
96.08 |
96.18 |
+0.08 |
116,062 |
162,719 |
-247,961 |
Mar12 |
111215 |
96.10 |
96.25 |
96.10 |
96.24 |
+0.13 |
104,183 |
329,325 |
+62,413 |
Total Volume and Open Interest |
220,245 |
492,044 |
-185,548 |
3-Year Aus T-Bonds(SFE) |
Dec11 |
111215 |
96.85 |
96.90 |
96.82 |
96.89 |
+0.04 |
177,656 |
301,874 |
-174,446 |
Mar12 |
111215 |
96.94 |
97.04 |
96.93 |
97.04 |
+0.10 |
137,219 |
364,568 |
+95,059 |
Total Volume and Open Interest |
314,875 |
666,442 |
-79,387 |
Gold(CMX) |
Dec11 |
111215 |
1571.4 |
1592.8 |
1565.6 |
1574.6 |
-9.7 |
274 |
1,810 |
-224 |
Feb12 |
111215 |
1580.0 |
1596.5 |
1562.5 |
1577.2 |
-9.7 |
182,892 |
259,454 |
-502 |
Apr12 |
111215 |
1582.8 |
1598.0 |
1564.6 |
1579.1 |
-9.7 |
3,877 |
36,124 |
+1,016 |
Jun12 |
111215 |
1584.5 |
1600.0 |
1570.7 |
1581.2 |
-9.6 |
2,324 |
25,243 |
+465 |
Aug12 |
111215 |
1581.0 |
1602.0 |
1574.1 |
1583.2 |
-9.7 |
526 |
13,691 |
+26 |
Oct12 |
111215 |
1582.2 |
1603.8 |
1578.8 |
1585.3 |
-9.7 |
129 |
8,683 |
+27 |
Dec12 |
111215 |
1592.4 |
1606.3 |
1576.0 |
1587.4 |
-9.7 |
1,311 |
23,031 |
+548 |
Feb13 |
111215 |
1588.8 |
1590.0 |
1588.8 |
1590.0 |
-9.7 |
14 |
2,956 |
+6 |
Apr13 |
111215 |
1592.5 |
1592.5 |
1592.5 |
1592.5 |
-9.8 |
75 |
1,377 |
+4 |
Jun13 |
111215 |
1595.4 |
1595.4 |
1595.4 |
1595.4 |
-9.9 |
918 |
9,464 |
-263 |
Aug13 |
111215 |
1598.6 |
1598.6 |
1598.6 |
1598.6 |
-10.0 |
0 |
45 |
+0 |
Oct13 |
111215 |
1602.0 |
1602.0 |
1602.0 |
1602.0 |
-10.1 |
|
|
|
Total Volume and Open Interest |
194,112 |
427,699 |
+1,564 |
Silver(CMX) |
Dec11 |
111215 |
2891.5 |
2922.5 |
2866.5 |
2922.5 |
+34.4 |
95 |
369 |
+25 |
Mar12 |
111215 |
2896.5 |
2935.0 |
2812.0 |
2927.4 |
+33.9 |
40,300 |
53,771 |
+621 |
May12 |
111215 |
2887.5 |
2933.1 |
2835.5 |
2933.1 |
+34.2 |
719 |
8,334 |
+322 |
Jul12 |
111215 |
2917.0 |
2937.6 |
2832.0 |
2937.6 |
+34.3 |
254 |
2,955 |
+16 |
Sep12 |
111215 |
2907.5 |
2941.3 |
2907.5 |
2941.3 |
+34.5 |
44 |
2,062 |
+8 |
Dec12 |
111215 |
2926.0 |
2945.8 |
2852.5 |
2945.8 |
+34.6 |
82 |
13,300 |
+16 |
Mar13 |
111215 |
2924.0 |
2944.5 |
2915.0 |
2944.5 |
+34.6 |
4 |
1,155 |
+0 |
Total Volume and Open Interest |
42,113 |
98,311 |
+1,049 |
Platinum(NYMEX) |
Jan12 |
111215 |
1423.0 |
1428.0 |
1376.0 |
1407.0 |
-19.3 |
6,571 |
27,939 |
-1,088 |
Apr12 |
111215 |
1431.8 |
1434.2 |
1391.5 |
1414.2 |
-19.1 |
2,249 |
15,045 |
+1,721 |
Jul12 |
111215 |
1428.6 |
1428.6 |
1418.0 |
1418.0 |
-19.3 |
11 |
557 |
+0 |
Oct12 |
111215 |
1423.0 |
1423.0 |
1423.0 |
1423.0 |
-19.3 |
0 |
59 |
+0 |
Total Volume and Open Interest |
8,831 |
43,600 |
+633 |
Palladium(NYMEX) |
Dec11 |
111215 |
614.70 |
618.90 |
614.60 |
618.85 |
+1.15 |
3 |
699 |
-1 |
Mar12 |
111215 |
620.40 |
629.00 |
606.85 |
620.65 |
+1.05 |
4,132 |
17,231 |
+275 |
Jun12 |
111215 |
625.75 |
625.75 |
617.90 |
622.05 |
+1.15 |
8 |
361 |
+6 |
Total Volume and Open Interest |
4,143 |
18,430 |
+280 |
Copper(CMX) |
Dec11 |
111215 |
328.70 |
331.00 |
325.00 |
325.95 |
-1.15 |
547 |
1,672 |
-105 |
Mar12 |
111215 |
327.70 |
333.00 |
323.25 |
326.70 |
-1.15 |
38,629 |
68,333 |
+367 |
May12 |
111215 |
329.50 |
334.00 |
325.40 |
327.85 |
-1.25 |
2,963 |
23,524 |
+578 |
Jul12 |
111215 |
327.50 |
330.15 |
327.50 |
328.45 |
-1.45 |
1,557 |
5,928 |
+426 |
Sep12 |
111215 |
330.25 |
330.50 |
328.00 |
329.00 |
-1.50 |
109 |
3,431 |
+15 |
Total Volume and Open Interest |
44,571 |
115,993 |
+1,435 |
DJIA Index(CBOT) |
Dec11 |
111215 |
11837 |
11955 |
11780 |
11899 |
+66 |
1,358 |
17,652 |
+29 |
Mar12 |
111215 |
11716 |
11885 |
11716 |
11822 |
+60 |
1,410 |
8,764 |
+502 |
Jun12 |
111215 |
11758 |
11758 |
11700 |
11758 |
+58 |
0 |
400 |
+0 |
Sep12 |
111215 |
11695 |
11695 |
11637 |
11695 |
+58 |
|
|
|
Total Volume and Open Interest |
2,768 |
26,816 |
+531 |
E-mini DJIA Index(CBOT) |
Dec11 |
111215 |
11830 |
11968 |
11765 |
11899 |
+66 |
32,181 |
82,521 |
-267 |
Mar12 |
111215 |
11760 |
11897 |
11694 |
11822 |
+60 |
150,326 |
76,146 |
+16,241 |
Jun12 |
111215 |
11706 |
11758 |
11706 |
11758 |
+58 |
5 |
26 |
+3 |
Sep12 |
111215 |
11695 |
11695 |
11695 |
11695 |
+58 |
0 |
9 |
+0 |
Total Volume and Open Interest |
182,512 |
158,702 |
+15,977 |
S & P 500(CME) |
Dec11 |
111215 |
1224.50 |
1225.50 |
1215.00 |
1218.10 |
+5.50 |
68,415 |
154,848 |
-34,936 |
Mar12 |
111215 |
1206.00 |
1220.40 |
1198.30 |
1211.70 |
+5.40 |
70,277 |
182,985 |
+41,092 |
Jun12 |
111215 |
1206.30 |
1212.80 |
1206.20 |
1206.30 |
+5.50 |
0 |
3,324 |
+16 |
Sep12 |
111215 |
1201.10 |
1207.30 |
1200.70 |
1201.10 |
+5.80 |
75 |
909 |
+0 |
Total Volume and Open Interest |
138,767 |
342,167 |
+6,172 |
S & P 500 E-Mini(Globex) |
Dec11 |
111215 |
1212.75 |
1227.00 |
1204.75 |
1218.00 |
+5.50 |
1,000,947 |
1,288,413 |
-394,929 |
Mar12 |
111215 |
1206.25 |
1220.50 |
1198.00 |
1211.75 |
+5.50 |
3,108,499 |
2,113,495 |
+443,935 |
Total Volume and Open Interest |
4,109,673 |
3,406,086 |
+49,140 |
NASDAQ 100(CME) |
Dec11 |
111215 |
2252.00 |
2252.00 |
2226.00 |
2227.00 |
-5.30 |
1,095 |
28,825 |
-350 |
Mar12 |
111215 |
2225.30 |
2251.50 |
2215.80 |
2223.30 |
-5.20 |
1,298 |
3,045 |
+869 |
Jun12 |
111215 |
2220.30 |
2221.50 |
2220.30 |
2220.30 |
-5.20 |
|
|
|
Total Volume and Open Interest |
2,393 |
31,870 |
+519 |
NASDAQ 100 E-Mini(Globex) |
Dec11 |
111215 |
2231.00 |
2255.80 |
2219.50 |
2227.00 |
-5.30 |
101,723 |
198,674 |
-31,318 |
Mar12 |
111215 |
2229.30 |
2252.00 |
2215.00 |
2223.30 |
-5.20 |
353,267 |
214,012 |
+64,527 |
Total Volume and Open Interest |
454,995 |
412,713 |
+33,208 |
S & P Midcap 400(CME) |
Dec11 |
111215 |
847.10 |
847.10 |
847.00 |
847.10 |
+7.60 |
245 |
5,861 |
-249 |
Mar12 |
111215 |
844.00 |
845.00 |
844.00 |
844.00 |
+7.60 |
202 |
317 |
+103 |
Jun12 |
111215 |
842.00 |
843.00 |
842.00 |
842.00 |
+7.60 |
|
|
|
Total Volume and Open Interest |
447 |
6,178 |
-146 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
111215 |
8435 |
8440 |
8375 |
8415 |
-20 |
3,544 |
22,548 |
-73 |
Jun12 |
111215 |
8360 |
8375 |
8340 |
8360 |
-15 |
2 |
4 |
+0 |
Total Volume and Open Interest |
3,546 |
22,552 |
-73 |
Nikkei 225(SGX) |
Mar12 |
111215 |
8385 |
8430 |
8365 |
8365 |
-140 |
75,950 |
174,544 |
+1,267 |
Jun12 |
111215 |
8320 |
8350 |
8290 |
8290 |
-140 |
2 |
270 |
+0 |
Sep12 |
111215 |
8285 |
8285 |
8285 |
8285 |
-140 |
0 |
30 |
+0 |
Total Volume and Open Interest |
76,538 |
184,140 |
+1,661 |
CAC 40(EURONEXT) |
Dec11 |
111215 |
2968.0 |
3022.0 |
2962.0 |
2998.5 |
+20.5 |
197,054 |
302,823 |
-4,210 |
Jan12 |
111215 |
2969.0 |
3017.0 |
2957.0 |
2994.0 |
+21.5 |
108,741 |
129,505 |
+58,643 |
Feb12 |
111215 |
3002.5 |
3010.5 |
2979.0 |
2995.0 |
+21.5 |
1 |
11 |
-2 |
Total Volume and Open Interest |
320,277 |
446,412 |
+66,449 |
Hang Seng Index(HKFE) |
Dec11 |
111215 |
18054 |
18120 |
17853 |
17960 |
-298 |
64,982 |
84,731 |
-311 |
Jan12 |
111215 |
18050 |
18114 |
17860 |
17962 |
-296 |
1,240 |
2,055 |
+619 |
Total Volume and Open Interest |
66,633 |
90,525 |
+417 |
DAX(EUREX) |
Dec11 |
111215 |
5659.5 |
5797.0 |
5650.0 |
5747.5 |
+62.0 |
230,487 |
133,032 |
-25,002 |
Mar12 |
111215 |
5662.0 |
5807.0 |
5658.0 |
5756.0 |
+62.0 |
77,402 |
71,185 |
+23,840 |
Jun12 |
111215 |
5676.0 |
5820.0 |
5676.0 |
5770.0 |
+62.0 |
7,208 |
4,066 |
+651 |
Total Volume and Open Interest |
315,097 |
208,283 |
-511 |
FT-SE 100(EURONEXT) |
Dec11 |
111215 |
5371.50 |
5434.00 |
5360.00 |
5411.00 |
+32.50 |
378,829 |
293,537 |
-180,123 |
Mar12 |
111215 |
5334.00 |
5397.00 |
5331.50 |
5374.00 |
+33.00 |
268,206 |
412,795 |
+209,231 |
Jun12 |
111215 |
5328.50 |
5328.50 |
5328.50 |
5328.50 |
+32.50 |
11 |
3,208 |
-11 |
Total Volume and Open Interest |
647,046 |
709,540 |
+29,097 |
SPI 200(SFE) |
Dec11 |
111215 |
4180.0 |
4194.0 |
4127.0 |
4153.0 |
-26.0 |
79,487 |
147,768 |
-94,103 |
Mar12 |
111215 |
4164.0 |
4179.0 |
4096.0 |
4116.0 |
-48.0 |
61,162 |
182,284 |
+40,485 |
Jun12 |
111215 |
4150.0 |
4150.0 |
4119.0 |
4122.0 |
-46.0 |
8 |
1,713 |
-5 |
Total Volume and Open Interest |
141,082 |
336,003 |
-53,731 |
GSCI(CME) |
Jan12 |
111215 |
625.25 |
625.25 |
618.00 |
618.00 |
-3.00 |
1,775 |
7,807 |
+1,616 |
Feb12 |
111215 |
619.00 |
626.00 |
619.00 |
619.00 |
-3.50 |
|
|
|
Mar12 |
111215 |
622.00 |
622.00 |
622.00 |
622.00 |
|
|
|
|
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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