|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Fri December 16, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
111216 |
1112.25 |
1132.00 |
1111.50 |
1130.00 |
+18.25 |
130,074 |
143,443 |
-11,816 |
Mar12 |
111216 |
1121.00 |
1142.00 |
1121.00 |
1139.50 |
+18.25 |
83,324 |
164,980 |
+4,724 |
May12 |
111216 |
1132.25 |
1151.50 |
1132.25 |
1150.25 |
+18.50 |
26,484 |
93,671 |
+1,119 |
Jul12 |
111216 |
1142.00 |
1160.50 |
1142.00 |
1159.75 |
+17.50 |
25,876 |
77,741 |
+821 |
Aug12 |
111216 |
1150.00 |
1158.00 |
1141.00 |
1158.00 |
+17.00 |
78 |
1,165 |
-11 |
Sep12 |
111216 |
1145.75 |
1153.00 |
1134.00 |
1153.00 |
+19.00 |
89 |
900 |
+16 |
Nov12 |
111216 |
1130.00 |
1150.50 |
1130.00 |
1150.50 |
+20.25 |
5,800 |
54,181 |
+404 |
Total Volume and Open Interest |
271,984 |
553,571 |
-4,707 |
Soybean Meal(CBOT) |
Jan12 |
111216 |
282.90 |
290.50 |
282.90 |
290.30 |
+7.40 |
37,587 |
55,756 |
-4,138 |
Mar12 |
111216 |
286.00 |
293.50 |
286.00 |
293.50 |
+7.20 |
20,643 |
59,730 |
+2,363 |
May12 |
111216 |
290.40 |
297.00 |
290.20 |
297.00 |
+7.00 |
3,839 |
28,677 |
-147 |
Jul12 |
111216 |
294.40 |
300.90 |
294.10 |
300.90 |
+7.00 |
3,268 |
29,501 |
-240 |
Aug12 |
111216 |
296.80 |
302.10 |
296.80 |
302.10 |
+7.00 |
242 |
5,142 |
+57 |
Sep12 |
111216 |
297.70 |
302.40 |
296.90 |
302.40 |
+7.30 |
240 |
5,368 |
+66 |
Oct12 |
111216 |
296.10 |
300.70 |
295.00 |
300.70 |
+7.90 |
64 |
3,384 |
+25 |
Dec12 |
111216 |
294.20 |
301.40 |
294.20 |
301.40 |
+8.50 |
861 |
18,217 |
+343 |
Total Volume and Open Interest |
66,765 |
211,298 |
-1,844 |
Soybean Oil(CBOT) |
Jan12 |
111216 |
48.98 |
49.61 |
48.92 |
49.55 |
+0.57 |
57,054 |
75,625 |
-7,515 |
Mar12 |
111216 |
49.36 |
49.97 |
49.29 |
49.93 |
+0.57 |
30,109 |
118,807 |
+2,071 |
May12 |
111216 |
49.69 |
50.32 |
49.69 |
50.31 |
+0.56 |
5,041 |
48,896 |
+803 |
Jul12 |
111216 |
50.00 |
50.62 |
50.00 |
50.62 |
+0.56 |
3,807 |
34,970 |
+874 |
Aug12 |
111216 |
50.52 |
50.68 |
50.25 |
50.68 |
+0.54 |
104 |
4,380 |
+17 |
Sep12 |
111216 |
50.32 |
50.71 |
50.32 |
50.71 |
+0.55 |
162 |
5,013 |
+1 |
Oct12 |
111216 |
50.11 |
50.56 |
50.11 |
50.56 |
+0.54 |
337 |
5,073 |
+63 |
Dec12 |
111216 |
49.97 |
50.41 |
49.89 |
50.41 |
+0.61 |
1,666 |
18,063 |
+296 |
Total Volume and Open Interest |
98,287 |
311,350 |
-3,518 |
Canola(WCE) |
Jan12 |
111216 |
502.4 |
508.1 |
502.4 |
506.3 |
+5.2 |
5,664 |
34,550 |
-3,895 |
Mar12 |
111216 |
505.0 |
509.4 |
503.8 |
507.7 |
+4.1 |
10,502 |
59,333 |
+1,848 |
May12 |
111216 |
504.9 |
511.8 |
504.9 |
510.5 |
+6.9 |
1,513 |
15,555 |
-578 |
Jul12 |
111216 |
507.3 |
513.6 |
507.3 |
512.4 |
+6.9 |
469 |
13,204 |
+179 |
Nov12 |
111216 |
484.0 |
493.4 |
484.0 |
491.6 |
+9.1 |
500 |
16,443 |
-352 |
Total Volume and Open Interest |
18,665 |
139,571 |
-2,781 |
Corn(CBOT) |
Mar12 |
111216 |
578.50 |
587.50 |
577.50 |
583.00 |
+4.00 |
140,087 |
561,444 |
-2,971 |
May12 |
111216 |
587.25 |
596.00 |
586.50 |
591.75 |
+4.00 |
19,718 |
169,271 |
+3,644 |
Jul12 |
111216 |
594.25 |
602.50 |
593.00 |
598.50 |
+4.25 |
17,214 |
156,235 |
+1,560 |
Sep12 |
111216 |
564.75 |
571.75 |
564.75 |
569.25 |
+5.00 |
1,538 |
39,628 |
+112 |
Dec12 |
111216 |
542.75 |
551.25 |
541.50 |
548.00 |
+4.75 |
15,428 |
187,298 |
+1,412 |
Mar13 |
111216 |
556.00 |
563.25 |
556.00 |
560.25 |
+3.75 |
1,165 |
34,991 |
+239 |
Total Volume and Open Interest |
195,832 |
1,169,864 |
+3,709 |
Wheat(CBOT) |
Mar12 |
111216 |
578.75 |
587.50 |
577.25 |
583.75 |
+4.50 |
47,018 |
174,818 |
-1,277 |
May12 |
111216 |
598.75 |
606.50 |
597.50 |
603.50 |
+4.25 |
9,098 |
67,357 |
+285 |
Jul12 |
111216 |
614.00 |
621.25 |
613.00 |
620.00 |
+5.00 |
7,280 |
68,523 |
-456 |
Sep12 |
111216 |
635.00 |
640.50 |
633.25 |
639.50 |
+5.00 |
2,382 |
15,400 |
+213 |
Dec12 |
111216 |
657.50 |
663.00 |
655.00 |
662.00 |
+4.50 |
2,336 |
42,415 |
+104 |
Total Volume and Open Interest |
68,329 |
374,308 |
-1,208 |
Wheat(KCBT) |
Mar12 |
111216 |
637.25 |
647.00 |
635.75 |
639.50 |
+2.00 |
9,897 |
71,021 |
+347 |
May12 |
111216 |
647.00 |
654.75 |
644.00 |
648.00 |
+2.00 |
2,161 |
15,704 |
+232 |
Jul12 |
111216 |
654.00 |
662.25 |
652.00 |
655.25 |
+1.50 |
3,912 |
38,071 |
-439 |
Sep12 |
111216 |
668.75 |
676.50 |
666.50 |
670.25 |
+1.50 |
1,001 |
6,463 |
+368 |
Dec12 |
111216 |
690.25 |
698.50 |
689.25 |
691.75 |
+1.50 |
1,022 |
7,062 |
+460 |
Total Volume and Open Interest |
18,028 |
138,777 |
+993 |
Wheat(MGE) |
Dec11 |
111214 |
850.75 |
850.75 |
846.00 |
846.00 |
-5.50 |
7 |
34 |
-7 |
Mar12 |
111216 |
817.50 |
820.25 |
811.00 |
811.25 |
-4.50 |
1,740 |
17,702 |
+13 |
May12 |
111216 |
797.50 |
799.25 |
790.00 |
793.75 |
-2.25 |
761 |
7,906 |
+56 |
Jul12 |
111216 |
792.00 |
792.00 |
777.75 |
783.50 |
-3.50 |
697 |
7,794 |
+219 |
Sep12 |
111216 |
767.50 |
770.75 |
754.00 |
757.00 |
-4.00 |
287 |
4,197 |
+39 |
Total Volume and Open Interest |
3,795 |
40,655 |
+471 |
Oats(CBOT) |
Mar12 |
111216 |
299.00 |
307.00 |
298.75 |
301.25 |
+2.25 |
400 |
11,012 |
-2 |
May12 |
111216 |
304.75 |
310.00 |
303.00 |
305.25 |
+2.25 |
38 |
1,521 |
+6 |
Jul12 |
111216 |
312.00 |
312.00 |
308.25 |
310.25 |
+2.00 |
6 |
116 |
+3 |
Sep12 |
111216 |
316.00 |
316.00 |
314.00 |
316.00 |
+2.00 |
0 |
7 |
+0 |
Total Volume and Open Interest |
447 |
12,808 |
+7 |
Rough Rice(CBOT) |
Jan12 |
111216 |
13.73 |
13.88 |
13.56 |
13.69 |
+0.02 |
526 |
7,086 |
-294 |
Mar12 |
111216 |
14.00 |
14.15 |
13.84 |
13.94 |
+0.00 |
300 |
8,809 |
+94 |
May12 |
111216 |
14.38 |
14.38 |
14.13 |
14.23 |
0.00 |
22 |
903 |
+13 |
Jul12 |
111216 |
14.69 |
14.69 |
14.45 |
14.49 |
-0.01 |
2 |
611 |
-2 |
Total Volume and Open Interest |
851 |
17,597 |
-188 |
Live Cattle(CME) |
Dec11 |
111216 |
118.330 |
118.430 |
117.230 |
118.150 |
-0.600 |
3,221 |
12,622 |
-1,540 |
Feb12 |
111216 |
118.885 |
118.980 |
117.550 |
118.500 |
-0.650 |
15,584 |
130,088 |
+811 |
Apr12 |
111216 |
122.750 |
122.885 |
121.550 |
122.230 |
-0.750 |
7,539 |
87,653 |
-215 |
Jun12 |
111216 |
120.885 |
121.300 |
120.230 |
120.900 |
-0.500 |
5,336 |
53,468 |
-233 |
Aug12 |
111216 |
121.680 |
122.100 |
121.150 |
122.050 |
-0.300 |
1,513 |
14,119 |
+14 |
Oct12 |
111216 |
124.500 |
124.800 |
124.080 |
124.650 |
-0.200 |
684 |
7,206 |
+106 |
Total Volume and Open Interest |
33,980 |
310,123 |
-1,071 |
Feeder Cattle(CME) |
Jan12 |
111216 |
143.880 |
143.880 |
142.500 |
143.050 |
-0.935 |
1,763 |
10,072 |
-185 |
Mar12 |
111216 |
146.000 |
146.000 |
144.825 |
145.700 |
-0.450 |
1,331 |
9,403 |
+193 |
Apr12 |
111216 |
147.130 |
147.150 |
146.130 |
146.800 |
-0.685 |
340 |
2,988 |
-65 |
May12 |
111216 |
148.000 |
148.075 |
146.850 |
147.535 |
-0.715 |
384 |
3,604 |
+59 |
Aug12 |
111216 |
149.600 |
149.600 |
148.500 |
149.100 |
-0.900 |
171 |
3,195 |
-21 |
Sep12 |
111216 |
149.150 |
149.150 |
148.750 |
149.075 |
-0.925 |
40 |
578 |
+19 |
Oct12 |
111216 |
149.100 |
150.000 |
148.900 |
150.000 |
unch |
14 |
189 |
+3 |
Total Volume and Open Interest |
4,043 |
30,051 |
+3 |
Lean Hogs(CME) |
Feb12 |
111216 |
85.450 |
85.480 |
82.635 |
83.150 |
-2.280 |
12,013 |
90,924 |
-379 |
Apr12 |
111216 |
87.930 |
88.000 |
85.450 |
85.900 |
-2.235 |
5,126 |
62,662 |
+201 |
May12 |
111216 |
93.650 |
93.980 |
91.385 |
92.100 |
-1.850 |
65 |
2,563 |
+11 |
Jun12 |
111216 |
94.550 |
94.600 |
92.350 |
92.550 |
-2.150 |
2,850 |
46,537 |
+335 |
Jul12 |
111216 |
93.750 |
93.900 |
91.700 |
91.785 |
-2.195 |
1,731 |
13,336 |
+71 |
Aug12 |
111216 |
92.385 |
92.500 |
90.550 |
90.930 |
-1.770 |
776 |
13,929 |
-293 |
Oct12 |
111216 |
82.000 |
82.150 |
80.350 |
80.850 |
-1.500 |
718 |
8,970 |
+117 |
Dec12 |
111216 |
77.450 |
77.550 |
76.330 |
76.850 |
-1.285 |
60 |
3,503 |
+20 |
Total Volume and Open Interest |
23,346 |
243,092 |
-6,619 |
Class III Milk(CME) |
Dec11 |
111216 |
18.57 |
18.70 |
18.56 |
18.66 |
+0.10 |
229 |
5,746 |
-5 |
Jan12 |
111216 |
16.68 |
17.12 |
16.63 |
17.09 |
+0.42 |
397 |
5,036 |
-64 |
Feb12 |
111216 |
17.03 |
17.35 |
17.02 |
17.26 |
+0.23 |
162 |
4,176 |
+26 |
Mar12 |
111216 |
17.08 |
17.17 |
17.05 |
17.12 |
+0.04 |
149 |
3,407 |
+46 |
Apr12 |
111216 |
16.96 |
17.00 |
16.89 |
16.97 |
+0.01 |
46 |
2,523 |
+20 |
Total Volume and Open Interest |
1,074 |
33,465 |
+57 |
Cocoa(ICE) |
Dec11 |
111214 |
2023 |
2023 |
2023 |
2023 |
-78 |
5 |
35 |
-16 |
Mar12 |
111216 |
2157 |
2177 |
2095 |
2101 |
-50 |
12,033 |
80,777 |
-445 |
May12 |
111216 |
2173 |
2191 |
2115 |
2121 |
-51 |
2,126 |
35,510 |
+47 |
Jul12 |
111216 |
2199 |
2203 |
2128 |
2135 |
-53 |
669 |
16,418 |
+217 |
Sep12 |
111216 |
2195 |
2213 |
2141 |
2148 |
-50 |
1,020 |
14,352 |
+97 |
Dec12 |
111216 |
2211 |
2230 |
2160 |
2165 |
-48 |
355 |
14,026 |
+81 |
Mar13 |
111216 |
2240 |
2240 |
2179 |
2181 |
-51 |
345 |
4,770 |
+97 |
Total Volume and Open Interest |
16,641 |
169,002 |
+156 |
Coffee "C"(ICE) |
Dec11 |
111216 |
213.40 |
214.25 |
210.95 |
210.95 |
-2.80 |
8 |
57 |
-5 |
Mar12 |
111216 |
217.75 |
219.05 |
214.20 |
215.10 |
-2.65 |
10,954 |
56,907 |
-406 |
May12 |
111216 |
220.60 |
221.30 |
217.10 |
217.85 |
-2.70 |
1,969 |
24,867 |
+297 |
Jul12 |
111216 |
222.95 |
223.70 |
219.65 |
220.45 |
-2.70 |
774 |
7,185 |
+206 |
Sep12 |
111216 |
225.60 |
225.80 |
221.75 |
222.55 |
-2.65 |
262 |
6,202 |
+14 |
Dec12 |
111216 |
227.50 |
227.90 |
224.00 |
224.80 |
-2.65 |
313 |
6,899 |
+165 |
Total Volume and Open Interest |
14,307 |
103,363 |
+281 |
Orange Juice(ICE) |
Jan12 |
111216 |
166.40 |
169.75 |
165.30 |
167.05 |
+0.65 |
1,325 |
12,795 |
-427 |
Mar12 |
111216 |
162.80 |
166.20 |
162.00 |
163.65 |
+0.85 |
669 |
11,589 |
+317 |
May12 |
111216 |
163.00 |
165.00 |
162.00 |
162.75 |
+0.80 |
159 |
1,776 |
-153 |
Jul12 |
111216 |
162.00 |
162.65 |
162.00 |
162.65 |
+0.75 |
2 |
757 |
-1 |
Sep12 |
111216 |
162.30 |
162.30 |
162.30 |
162.30 |
+0.75 |
0 |
58 |
+0 |
Nov12 |
111216 |
160.65 |
160.65 |
160.65 |
160.65 |
+0.75 |
0 |
13 |
+0 |
Total Volume and Open Interest |
2,155 |
26,997 |
-264 |
Sugar #11(ICE) |
Mar12 |
111216 |
23.10 |
23.14 |
22.76 |
23.08 |
+0.33 |
47,924 |
216,959 |
+4,750 |
May12 |
111216 |
22.50 |
22.74 |
22.41 |
22.69 |
+0.29 |
17,787 |
89,717 |
-1,501 |
Jul12 |
111216 |
22.25 |
22.45 |
22.17 |
22.41 |
+0.28 |
10,309 |
93,687 |
+661 |
Oct12 |
111216 |
22.57 |
22.76 |
22.45 |
22.71 |
+0.26 |
4,419 |
50,594 |
+1,493 |
Mar13 |
111216 |
22.95 |
23.24 |
22.92 |
23.20 |
+0.26 |
1,617 |
31,699 |
+392 |
Total Volume and Open Interest |
83,267 |
532,009 |
+6,246 |
London Cocoa(LCE) |
Mar12 |
111216 |
1407 |
1407 |
1364 |
1369 |
-25 |
11,019 |
81,762 |
+289 |
May12 |
111216 |
1412 |
1425 |
1382 |
1387 |
-25 |
1,866 |
22,607 |
+184 |
Jul12 |
111216 |
1428 |
1442 |
1401 |
1404 |
-33 |
1,139 |
28,402 |
+42 |
Sep12 |
111216 |
1458 |
1458 |
1415 |
1418 |
-34 |
1,077 |
19,990 |
+281 |
Dec12 |
111216 |
1471 |
1471 |
1425 |
1428 |
-37 |
517 |
14,567 |
+172 |
Mar13 |
111216 |
1470 |
1480 |
1439 |
1439 |
-35 |
34 |
8,466 |
+25 |
May13 |
111216 |
1479 |
1479 |
1448 |
1448 |
-33 |
5 |
2,025 |
+0 |
Total Volume and Open Interest |
15,657 |
178,863 |
+993 |
London Sugar(LCE) |
Mar12 |
111216 |
603.00 |
603.20 |
595.10 |
599.70 |
+3.40 |
6,658 |
24,743 |
-918 |
May12 |
111216 |
594.00 |
594.00 |
587.30 |
591.00 |
+2.80 |
1,224 |
7,956 |
-115 |
Aug12 |
111216 |
587.70 |
587.70 |
581.50 |
584.90 |
+2.80 |
630 |
10,285 |
+108 |
Oct12 |
111216 |
587.80 |
589.00 |
584.40 |
587.80 |
+3.40 |
431 |
3,926 |
+66 |
Dec12 |
111216 |
591.80 |
593.40 |
590.90 |
591.90 |
+3.30 |
118 |
1,486 |
+80 |
Total Volume and Open Interest |
9,085 |
49,686 |
-768 |
Cotton(ICE) |
Mar12 |
111216 |
86.80 |
88.29 |
85.58 |
86.29 |
unch |
10,647 |
92,989 |
+687 |
May12 |
111216 |
85.75 |
87.94 |
85.27 |
85.93 |
+0.07 |
1,410 |
23,592 |
-989 |
Jul12 |
111216 |
86.00 |
87.73 |
85.27 |
85.78 |
+0.11 |
820 |
20,339 |
+264 |
Oct12 |
111216 |
87.00 |
87.00 |
86.28 |
86.28 |
+0.26 |
0 |
84 |
+0 |
Dec12 |
111216 |
84.95 |
86.00 |
84.00 |
84.51 |
-0.08 |
225 |
8,139 |
-2,782 |
Mar13 |
111216 |
86.22 |
86.22 |
85.54 |
85.54 |
-0.08 |
0 |
426 |
+0 |
Total Volume and Open Interest |
13,106 |
146,435 |
-2,820 |
Lumber(CME) |
Jan12 |
111216 |
232.1 |
242.0 |
232.1 |
235.2 |
+3.2 |
771 |
4,654 |
-202 |
Mar12 |
111216 |
245.2 |
253.4 |
245.1 |
245.8 |
+2.4 |
475 |
4,599 |
+60 |
May12 |
111216 |
261.9 |
270.6 |
261.9 |
263.0 |
+0.5 |
91 |
1,372 |
-10 |
Jul12 |
111216 |
279.0 |
279.0 |
272.1 |
274.2 |
+0.1 |
13 |
293 |
+2 |
Total Volume and Open Interest |
1,350 |
11,033 |
-150 |
Crude Oil(NYM) |
Jan12 |
111216 |
93.42 |
94.79 |
92.52 |
93.53 |
-0.34 |
377,475 |
108,125 |
-23,615 |
Feb12 |
111216 |
93.63 |
94.97 |
92.70 |
93.75 |
-0.32 |
154,950 |
222,579 |
+15,875 |
Mar12 |
111216 |
94.02 |
95.15 |
92.95 |
93.98 |
-0.33 |
65,621 |
136,607 |
-1,772 |
Apr12 |
111216 |
94.26 |
95.22 |
93.28 |
94.22 |
-0.33 |
31,202 |
74,378 |
+6,929 |
May12 |
111216 |
94.97 |
95.29 |
93.52 |
94.39 |
-0.32 |
17,604 |
69,642 |
+550 |
Jun12 |
111216 |
94.49 |
95.62 |
93.50 |
94.43 |
-0.29 |
33,358 |
86,897 |
+1,468 |
Jul12 |
111216 |
94.97 |
95.17 |
93.45 |
94.33 |
-0.28 |
4,359 |
35,458 |
-182 |
Aug12 |
111216 |
94.77 |
94.93 |
93.46 |
94.14 |
-0.28 |
2,989 |
29,257 |
-277 |
Sep12 |
111216 |
94.57 |
95.01 |
93.45 |
93.92 |
-0.29 |
4,970 |
28,775 |
+458 |
Oct12 |
111216 |
94.23 |
94.86 |
93.00 |
93.74 |
-0.30 |
2,463 |
28,929 |
+165 |
Nov12 |
111216 |
93.79 |
94.30 |
93.21 |
93.63 |
-0.30 |
2,745 |
31,388 |
+627 |
Dec12 |
111216 |
93.65 |
94.65 |
92.65 |
93.51 |
-0.30 |
30,621 |
170,826 |
+51 |
Jan13 |
111216 |
93.27 |
93.27 |
93.27 |
93.27 |
-0.27 |
1,874 |
31,259 |
+333 |
Feb13 |
111216 |
92.99 |
92.99 |
92.99 |
92.99 |
-0.24 |
548 |
12,659 |
+233 |
Mar13 |
111216 |
92.73 |
92.73 |
92.73 |
92.73 |
-0.21 |
324 |
13,778 |
-8 |
Apr13 |
111216 |
92.46 |
92.46 |
92.46 |
92.46 |
-0.18 |
183 |
6,294 |
+10 |
Total Volume and Open Interest |
759,946 |
1,348,048 |
+1,553 |
e-miNY Crude Oil(NYM) |
Dec11 |
111117 |
101.675 |
103.375 |
98.375 |
98.825 |
-3.775 |
7,409 |
2,981 |
+164 |
Jan12 |
111216 |
93.475 |
94.800 |
92.525 |
93.525 |
-0.350 |
13,478 |
1,758 |
-90 |
Feb12 |
111216 |
93.725 |
94.950 |
92.725 |
93.750 |
-0.325 |
1,363 |
725 |
+135 |
Mar12 |
111216 |
94.125 |
94.900 |
93.125 |
93.975 |
-0.325 |
191 |
264 |
-2 |
Apr12 |
111216 |
94.600 |
94.600 |
94.225 |
94.225 |
-0.325 |
2 |
226 |
+0 |
May12 |
111216 |
94.400 |
94.400 |
94.400 |
94.400 |
-0.300 |
0 |
24 |
+0 |
Jun12 |
111216 |
94.425 |
94.425 |
94.425 |
94.425 |
-0.300 |
1 |
18 |
-1 |
Jul12 |
111216 |
94.325 |
94.325 |
94.325 |
94.325 |
-0.275 |
0 |
4 |
+0 |
Aug12 |
111216 |
94.150 |
94.150 |
94.150 |
94.150 |
-0.275 |
0 |
5 |
+0 |
Sep12 |
111216 |
93.925 |
93.925 |
93.925 |
93.925 |
-0.275 |
|
|
|
Total Volume and Open Interest |
15,035 |
3,246 |
+42 |
Heating Oil(NYM) |
Jan12 |
111216 |
281.73 |
285.06 |
279.75 |
280.05 |
-2.20 |
61,297 |
57,297 |
-1,179 |
Feb12 |
111216 |
282.89 |
285.99 |
280.70 |
281.06 |
-2.14 |
27,253 |
58,533 |
+1,790 |
Mar12 |
111216 |
282.81 |
285.56 |
280.59 |
280.88 |
-2.43 |
19,087 |
40,623 |
+422 |
Apr12 |
111216 |
284.00 |
284.20 |
279.36 |
279.46 |
-2.99 |
10,724 |
24,837 |
+1,381 |
May12 |
111216 |
281.88 |
282.53 |
277.96 |
278.07 |
-3.10 |
6,376 |
18,642 |
-346 |
Jun12 |
111216 |
281.06 |
281.75 |
276.97 |
277.14 |
-3.06 |
12,001 |
34,517 |
+203 |
Jul12 |
111216 |
281.45 |
281.50 |
277.33 |
277.43 |
-3.04 |
1,146 |
10,124 |
+59 |
Aug12 |
111216 |
282.50 |
282.50 |
277.79 |
277.96 |
-3.01 |
763 |
4,507 |
-37 |
Sep12 |
111216 |
283.50 |
283.50 |
278.81 |
278.81 |
-2.93 |
702 |
6,735 |
+0 |
Oct12 |
111216 |
284.41 |
284.42 |
279.64 |
279.84 |
-2.97 |
607 |
2,853 |
+258 |
Nov12 |
111216 |
285.74 |
285.75 |
280.83 |
280.83 |
-3.01 |
205 |
1,924 |
+30 |
Dec12 |
111216 |
284.62 |
285.44 |
281.29 |
281.54 |
-3.08 |
1,994 |
17,932 |
-794 |
Total Volume and Open Interest |
142,276 |
281,534 |
+1,810 |
Gasoline(NYMEX) |
Jan12 |
111216 |
248.87 |
252.74 |
247.33 |
248.70 |
-0.07 |
51,487 |
50,137 |
-4,314 |
Feb12 |
111216 |
250.48 |
253.41 |
247.95 |
249.49 |
-0.12 |
32,658 |
49,930 |
+5,075 |
Mar12 |
111216 |
251.75 |
254.04 |
249.09 |
250.73 |
-0.26 |
16,914 |
43,085 |
+534 |
Apr12 |
111216 |
266.51 |
267.27 |
262.43 |
263.91 |
-0.45 |
13,074 |
31,799 |
+796 |
May12 |
111216 |
266.08 |
266.08 |
262.30 |
263.85 |
-0.43 |
7,119 |
22,784 |
+829 |
Jun12 |
111216 |
263.84 |
265.37 |
260.38 |
262.23 |
-0.38 |
9,783 |
29,121 |
-532 |
Jul12 |
111216 |
262.00 |
262.00 |
260.01 |
260.15 |
-0.30 |
1,521 |
9,166 |
+317 |
Aug12 |
111216 |
259.02 |
259.02 |
257.75 |
257.75 |
-0.34 |
795 |
8,748 |
+57 |
Sep12 |
111216 |
256.50 |
256.55 |
253.19 |
254.92 |
-0.36 |
614 |
7,343 |
+147 |
Oct12 |
111216 |
242.27 |
242.27 |
242.27 |
242.27 |
-0.41 |
758 |
5,260 |
-98 |
Total Volume and Open Interest |
135,468 |
276,987 |
+2,887 |
e-miNY RBOB Gasoline(NYM) |
Jan12 |
111216 |
248.70 |
248.70 |
248.70 |
248.70 |
-0.10 |
0 |
1 |
+0 |
Feb12 |
111216 |
249.50 |
249.50 |
249.49 |
249.50 |
-0.10 |
0 |
1 |
+0 |
Mar12 |
111216 |
250.70 |
250.73 |
250.70 |
250.70 |
-0.30 |
|
|
|
Apr12 |
111216 |
263.90 |
263.91 |
263.90 |
263.90 |
-0.50 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Jan12 |
111216 |
3.124 |
3.173 |
3.084 |
3.127 |
unch |
145,439 |
146,928 |
-8,332 |
Feb12 |
111216 |
3.176 |
3.220 |
3.137 |
3.174 |
-0.003 |
59,490 |
123,677 |
+6,576 |
Mar12 |
111216 |
3.209 |
3.249 |
3.172 |
3.204 |
-0.004 |
44,566 |
198,447 |
+4,081 |
Apr12 |
111216 |
3.280 |
3.300 |
3.230 |
3.263 |
-0.003 |
39,197 |
110,857 |
-297 |
May12 |
111216 |
3.324 |
3.343 |
3.276 |
3.308 |
-0.003 |
14,637 |
60,549 |
+510 |
Jun12 |
111216 |
3.349 |
3.385 |
3.321 |
3.353 |
-0.003 |
8,346 |
27,212 |
+1,160 |
Jul12 |
111216 |
3.425 |
3.443 |
3.377 |
3.407 |
-0.002 |
4,016 |
23,668 |
-230 |
Aug12 |
111216 |
3.410 |
3.463 |
3.403 |
3.434 |
-0.002 |
2,291 |
14,543 |
+326 |
Sep12 |
111216 |
3.421 |
3.470 |
3.410 |
3.437 |
-0.003 |
2,826 |
20,903 |
+1,035 |
Oct12 |
111216 |
3.490 |
3.500 |
3.440 |
3.471 |
-0.003 |
11,579 |
65,723 |
+1,050 |
Nov12 |
111216 |
3.590 |
3.632 |
3.575 |
3.608 |
-0.001 |
2,299 |
28,391 |
-481 |
Dec12 |
111216 |
3.867 |
3.898 |
3.845 |
3.881 |
+0.004 |
1,944 |
23,380 |
+0 |
Jan13 |
111216 |
3.990 |
4.020 |
3.962 |
4.003 |
+0.006 |
6,074 |
35,948 |
+463 |
Feb13 |
111216 |
3.988 |
4.013 |
3.966 |
3.999 |
+0.007 |
403 |
7,122 |
+37 |
Mar13 |
111216 |
3.940 |
3.983 |
3.940 |
3.964 |
+0.008 |
1,213 |
17,251 |
+277 |
Apr13 |
111216 |
3.866 |
3.902 |
3.866 |
3.888 |
+0.010 |
1,770 |
24,169 |
-215 |
Total Volume and Open Interest |
348,174 |
994,809 |
+6,594 |
Brent Crude Oil(ICE) |
Feb12 |
111216 |
103.51 |
104.56 |
102.46 |
103.35 |
-0.25 |
206,311 |
178,051 |
+77 |
Mar12 |
111216 |
103.25 |
104.10 |
102.03 |
102.85 |
-0.37 |
65,705 |
146,637 |
+709 |
Apr12 |
111216 |
103.00 |
103.79 |
101.75 |
102.54 |
-0.45 |
25,926 |
44,799 |
+266 |
May12 |
111216 |
102.79 |
103.53 |
101.60 |
102.33 |
-0.48 |
12,095 |
26,112 |
-666 |
Jun12 |
111216 |
102.84 |
103.35 |
101.35 |
102.13 |
-0.50 |
32,577 |
75,679 |
+2,601 |
Jul12 |
111216 |
102.80 |
102.90 |
101.19 |
101.92 |
-0.51 |
5,398 |
18,893 |
-81 |
Aug12 |
111216 |
102.40 |
102.63 |
100.93 |
101.67 |
-0.51 |
4,570 |
28,570 |
+594 |
Sep12 |
111216 |
101.93 |
102.50 |
100.62 |
101.36 |
-0.51 |
5,755 |
36,110 |
+483 |
Oct12 |
111216 |
101.67 |
102.23 |
100.63 |
101.10 |
-0.51 |
4,061 |
14,901 |
+42 |
Nov12 |
111216 |
100.88 |
100.88 |
100.88 |
100.88 |
-0.49 |
2,789 |
16,448 |
+201 |
Dec12 |
111216 |
101.26 |
101.69 |
99.87 |
100.61 |
-0.48 |
25,580 |
98,572 |
+1,918 |
Jan13 |
111216 |
100.33 |
100.33 |
100.33 |
100.33 |
-0.47 |
831 |
12,404 |
-48 |
Feb13 |
111216 |
100.00 |
100.00 |
100.00 |
100.00 |
-0.46 |
587 |
6,513 |
+37 |
Mar13 |
111216 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.44 |
313 |
4,119 |
+54 |
Total Volume and Open Interest |
507,181 |
889,577 |
-12,463 |
Gas Oil(ICE) |
Jan12 |
111216 |
893.25 |
900.50 |
885.50 |
894.25 |
-4.00 |
64,711 |
133,031 |
-4,758 |
Feb12 |
111216 |
890.50 |
897.25 |
882.75 |
891.25 |
-4.00 |
44,115 |
87,664 |
+1,518 |
Mar12 |
111216 |
890.00 |
894.00 |
879.75 |
888.25 |
-4.25 |
13,922 |
53,781 |
-97 |
Apr12 |
111216 |
887.50 |
891.00 |
876.75 |
885.25 |
-5.25 |
7,698 |
25,923 |
-167 |
May12 |
111216 |
885.75 |
888.50 |
874.50 |
882.75 |
-6.00 |
6,781 |
28,998 |
+380 |
Jun12 |
111216 |
885.25 |
887.75 |
873.50 |
881.75 |
-6.25 |
11,800 |
40,885 |
-1,087 |
Jul12 |
111216 |
886.25 |
887.50 |
875.25 |
882.75 |
-6.50 |
3,126 |
16,884 |
+81 |
Aug12 |
111216 |
887.00 |
888.25 |
876.50 |
883.50 |
-6.50 |
1,003 |
13,822 |
+19 |
Sep12 |
111216 |
887.75 |
889.50 |
877.50 |
884.25 |
-6.25 |
1,398 |
14,628 |
-44 |
Oct12 |
111216 |
887.50 |
888.75 |
878.00 |
884.25 |
-6.00 |
1,183 |
10,168 |
+210 |
Total Volume and Open Interest |
162,437 |
507,052 |
-3,667 |
Ethanol(CBOT) |
Dec11 |
111205 |
2.503 |
2.503 |
2.485 |
2.500 |
-0.003 |
88 |
204 |
-29 |
Jan12 |
111216 |
2.070 |
2.088 |
2.060 |
2.075 |
+0.013 |
224 |
1,079 |
+4 |
Feb12 |
111216 |
2.070 |
2.075 |
2.068 |
2.069 |
+0.014 |
42 |
1,241 |
-3 |
Mar12 |
111216 |
2.099 |
2.104 |
2.085 |
2.087 |
+0.008 |
74 |
1,600 |
-30 |
Apr12 |
111216 |
2.106 |
2.110 |
2.097 |
2.098 |
+0.008 |
12 |
732 |
-12 |
May12 |
111216 |
2.115 |
2.123 |
2.106 |
2.117 |
+0.016 |
95 |
915 |
-37 |
Jun12 |
111216 |
2.139 |
2.140 |
2.128 |
2.133 |
+0.016 |
56 |
591 |
-6 |
Jul12 |
111216 |
2.153 |
2.165 |
2.144 |
2.151 |
+0.016 |
34 |
867 |
+18 |
Total Volume and Open Interest |
834 |
10,166 |
+28 |
WTI Crude Oil(ICE) |
Jan12 |
111216 |
93.72 |
94.78 |
92.53 |
93.53 |
-0.34 |
67,222 |
42,226 |
-3,550 |
Feb12 |
111216 |
93.95 |
94.96 |
92.71 |
93.75 |
-0.32 |
30,376 |
70,888 |
+1,759 |
Mar12 |
111216 |
94.38 |
95.13 |
93.01 |
93.98 |
-0.33 |
20,670 |
32,195 |
-477 |
Apr12 |
111216 |
94.83 |
94.98 |
93.58 |
94.22 |
-0.33 |
10,859 |
28,308 |
+2,682 |
May12 |
111216 |
94.73 |
95.17 |
93.77 |
94.39 |
-0.32 |
6,117 |
17,627 |
+189 |
Jun12 |
111216 |
94.76 |
95.63 |
93.50 |
94.43 |
-0.29 |
12,212 |
50,742 |
+2,077 |
Jul12 |
111216 |
94.85 |
94.89 |
93.80 |
94.33 |
-0.28 |
1,536 |
9,554 |
+21 |
Aug12 |
111216 |
94.49 |
94.85 |
94.00 |
94.14 |
-0.28 |
943 |
7,976 |
+104 |
Sep12 |
111216 |
94.45 |
94.62 |
93.41 |
93.92 |
-0.29 |
1,581 |
11,470 |
+436 |
Oct12 |
111216 |
93.74 |
93.74 |
93.74 |
93.74 |
-0.30 |
612 |
5,247 |
+130 |
Nov12 |
111216 |
93.63 |
93.63 |
93.63 |
93.63 |
-0.30 |
584 |
4,583 |
+30 |
Dec12 |
111216 |
93.76 |
94.68 |
92.65 |
93.51 |
-0.30 |
8,113 |
63,810 |
+1,054 |
Jan13 |
111216 |
93.27 |
93.27 |
93.27 |
93.27 |
-0.27 |
24 |
3,021 |
+18 |
Feb13 |
111216 |
92.99 |
92.99 |
92.99 |
92.99 |
-0.24 |
100 |
740 |
+100 |
Mar13 |
111216 |
92.73 |
92.73 |
92.73 |
92.73 |
-0.21 |
0 |
1,613 |
+0 |
Apr13 |
111216 |
92.46 |
92.46 |
92.46 |
92.46 |
-0.18 |
0 |
389 |
+0 |
Total Volume and Open Interest |
164,734 |
438,525 |
+4,712 |
US Dollar Index(ICE) |
Dec11 |
111216 |
80.175 |
80.395 |
79.935 |
80.250 |
-0.090 |
36,532 |
29,528 |
-10,769 |
Mar12 |
111216 |
80.840 |
81.025 |
80.595 |
80.840 |
-0.153 |
30,169 |
40,966 |
+15,226 |
Jun12 |
111216 |
81.375 |
81.440 |
81.375 |
81.440 |
-0.052 |
0 |
503 |
+0 |
Total Volume and Open Interest |
66,701 |
70,997 |
+4,457 |
Australian Dollar(CME) |
Dec11 |
111216 |
99.31 |
100.28 |
99.14 |
99.58 |
+0.44 |
126,230 |
54,730 |
-15,525 |
Mar12 |
111216 |
98.28 |
99.28 |
98.20 |
98.58 |
+0.43 |
61,147 |
95,064 |
+12,146 |
Jun12 |
111216 |
97.92 |
97.92 |
97.41 |
97.82 |
+0.41 |
5 |
6 |
+1 |
Total Volume and Open Interest |
187,382 |
149,918 |
-3,378 |
British Pound(CME) |
Dec11 |
111216 |
155.17 |
155.62 |
154.85 |
154.98 |
-0.04 |
124,576 |
87,745 |
-20,224 |
Mar12 |
111216 |
155.00 |
155.45 |
154.69 |
154.85 |
-0.04 |
76,864 |
155,993 |
+45,781 |
Jun12 |
111216 |
155.37 |
155.37 |
154.72 |
154.72 |
-0.06 |
10 |
10 |
-7 |
Total Volume and Open Interest |
201,452 |
243,753 |
+25,550 |
Canadian Dollar(CME) |
Dec11 |
111216 |
96.66 |
97.10 |
96.10 |
96.31 |
-0.22 |
80,568 |
72,092 |
-12,232 |
Mar12 |
111216 |
96.48 |
96.92 |
95.89 |
96.12 |
-0.23 |
45,750 |
95,821 |
+10,329 |
Jun12 |
111216 |
96.60 |
96.75 |
95.86 |
96.02 |
-0.21 |
254 |
2,415 |
+207 |
Sep12 |
111216 |
95.85 |
96.14 |
95.85 |
95.92 |
-0.22 |
20 |
1,163 |
+8 |
Total Volume and Open Interest |
126,619 |
171,760 |
-1,669 |
Japanese Yen(CME) |
Dec11 |
111216 |
128.37 |
128.85 |
128.27 |
128.42 |
+0.05 |
85,432 |
102,934 |
-11,102 |
Mar12 |
111216 |
128.68 |
129.12 |
128.55 |
128.70 |
+0.03 |
46,358 |
117,866 |
+27,162 |
Jun12 |
111216 |
128.98 |
128.98 |
128.98 |
128.98 |
unch |
7 |
72 |
+0 |
Total Volume and Open Interest |
131,797 |
220,878 |
+16,060 |
Swiss Franc(CME) |
Dec11 |
111216 |
106.38 |
107.03 |
106.22 |
106.70 |
+0.37 |
32,290 |
31,223 |
-2,554 |
Mar12 |
111216 |
106.64 |
107.16 |
106.44 |
106.91 |
+0.36 |
18,245 |
27,781 |
+5,467 |
Jun12 |
111216 |
107.20 |
107.20 |
106.84 |
107.20 |
+0.36 |
0 |
6 |
+0 |
Total Volume and Open Interest |
50,535 |
59,015 |
+2,913 |
EuroFX(CME) |
Dec11 |
111216 |
130.19 |
130.85 |
129.95 |
130.26 |
+0.14 |
273,640 |
138,097 |
-23,282 |
Mar12 |
111216 |
130.31 |
130.96 |
130.06 |
130.37 |
+0.12 |
131,473 |
211,277 |
+46,277 |
Jun12 |
111216 |
130.62 |
131.10 |
130.26 |
130.48 |
+0.09 |
155 |
1,377 |
+41 |
Total Volume and Open Interest |
405,268 |
350,776 |
+23,036 |
Mexican Peso(CME) |
Dec11 |
111216 |
718.5 |
725.2 |
718.5 |
720.0 |
+0.8 |
59,343 |
39,472 |
-10,904 |
Jan12 |
111216 |
718.2 |
718.2 |
717.5 |
718.2 |
+0.8 |
0 |
95 |
+0 |
Total Volume and Open Interest |
113,080 |
141,623 |
+15,790 |
Brazilian Real(CME) |
Jan12 |
111216 |
536.55 |
540.20 |
535.15 |
536.55 |
+1.15 |
3 |
10,742 |
+2 |
Feb12 |
111216 |
533.30 |
533.30 |
533.30 |
533.30 |
+1.15 |
|
|
|
Mar12 |
111216 |
530.05 |
534.50 |
530.05 |
530.05 |
+1.20 |
27 |
2,585 |
+22 |
Apr12 |
111216 |
527.45 |
527.45 |
527.45 |
527.45 |
+1.20 |
|
|
|
Total Volume and Open Interest |
30 |
28,648 |
+24 |
30-Year T-Bonds(CBOT) |
Dec11 |
111216 |
144~190 |
145~270 |
144~090 |
145~180 |
+1~030 |
4,134 |
7,164 |
-644 |
Mar12 |
111216 |
144~050 |
145~190 |
143~250 |
145~090 |
+1~040 |
350,500 |
606,775 |
+13,036 |
Jun12 |
111216 |
142~250 |
144~030 |
142~230 |
143~270 |
+1~040 |
5 |
166 |
+3 |
Total Volume and Open Interest |
354,639 |
614,105 |
+12,395 |
10-Year T-Notes(CBOT) |
Dec11 |
111216 |
131~175 |
132~030 |
131~110 |
131~305 |
+0~150 |
18,550 |
13,125 |
-7,551 |
Mar12 |
111216 |
130~225 |
131~110 |
130~175 |
131~055 |
+0~145 |
872,092 |
1,482,770 |
+50,456 |
Jun12 |
111216 |
130~055 |
130~055 |
129~230 |
130~055 |
+0~145 |
|
|
|
Total Volume and Open Interest |
890,642 |
1,495,895 |
+42,905 |
5-Year T-Notes(CBOT) |
Dec11 |
111216 |
123~069 |
123~094 |
123~057 |
123~085 |
+0~024 |
2,664 |
41,746 |
-1,613 |
Mar12 |
111216 |
123~016 |
123~050 |
123~007 |
123~040 |
+0~025 |
433,978 |
1,232,720 |
-38,427 |
Jun12 |
111216 |
122~064 |
122~064 |
122~039 |
122~064 |
+0~025 |
|
|
|
Total Volume and Open Interest |
436,642 |
1,274,466 |
-40,040 |
2 Year T-Notes(CBOT) |
Dec11 |
111216 |
110~029 |
110~033 |
110~028 |
110~031 |
+0~003 |
1,947 |
25,972 |
-941 |
Mar12 |
111216 |
110~038 |
110~044 |
110~037 |
110~041 |
+0~003 |
124,977 |
685,300 |
-8,758 |
Jun12 |
111216 |
110~013 |
110~013 |
110~010 |
110~013 |
+0~003 |
|
|
|
Total Volume and Open Interest |
126,924 |
711,272 |
-9,699 |
Eurodollars(CME) |
Dec11 |
111216 |
99.430 |
99.435 |
99.427 |
99.430 |
unch |
190,794 |
966,260 |
-22,533 |
Mar12 |
111216 |
99.325 |
99.345 |
99.315 |
99.330 |
+0.010 |
341,798 |
960,636 |
+30,398 |
Jun12 |
111216 |
99.285 |
99.295 |
99.260 |
99.275 |
unch |
245,821 |
1,065,376 |
+3,017 |
Sep12 |
111216 |
99.275 |
99.290 |
99.235 |
99.255 |
-0.010 |
205,250 |
808,684 |
+7,668 |
Dec12 |
111216 |
99.275 |
99.295 |
99.225 |
99.245 |
-0.020 |
163,184 |
805,706 |
+9,659 |
Mar13 |
111216 |
99.280 |
99.310 |
99.235 |
99.255 |
-0.015 |
132,343 |
750,474 |
-2,474 |
Jun13 |
111216 |
99.265 |
99.295 |
99.235 |
99.250 |
-0.005 |
97,999 |
596,673 |
+2,707 |
Sep13 |
111216 |
99.230 |
99.270 |
99.220 |
99.235 |
+0.010 |
111,392 |
479,218 |
+318 |
Dec13 |
111216 |
99.165 |
99.205 |
99.155 |
99.185 |
+0.030 |
84,756 |
559,233 |
+15,792 |
Mar14 |
111216 |
99.065 |
99.110 |
99.050 |
99.095 |
+0.040 |
51,240 |
376,958 |
+2,357 |
Jun14 |
111216 |
98.915 |
98.965 |
98.900 |
98.960 |
+0.050 |
33,837 |
310,259 |
+2,468 |
Sep14 |
111216 |
98.755 |
98.810 |
98.735 |
98.800 |
+0.055 |
33,392 |
217,266 |
-580 |
Dec14 |
111216 |
98.580 |
98.635 |
98.555 |
98.630 |
+0.060 |
26,392 |
184,553 |
+1,253 |
Mar15 |
111216 |
98.420 |
98.490 |
98.400 |
98.480 |
+0.065 |
19,576 |
138,524 |
+900 |
Jun15 |
111216 |
6.530 |
0.031 |
6.490 |
0.026 |
-6.484 |
16,143 |
111,922 |
+910 |
Sep15 |
111216 |
6.365 |
6.425 |
6.325 |
6.420 |
+0.070 |
20,140 |
80,189 |
+3,416 |
Dec15 |
111216 |
6.200 |
6.255 |
6.150 |
6.250 |
+0.070 |
15,300 |
55,663 |
-319 |
Mar16 |
111216 |
6.040 |
6.125 |
6.010 |
6.115 |
+0.075 |
15,683 |
48,712 |
+1,327 |
Total Volume and Open Interest |
1,846,927 |
8,741,145 |
+64,019 |
30 Day Federal Funds(CBOT) |
Dec11 |
111216 |
99.925 |
99.927 |
99.923 |
99.925 |
+0.003 |
940 |
67,994 |
-329 |
Jan12 |
111216 |
99.915 |
99.920 |
99.915 |
99.920 |
+0.005 |
4,512 |
67,099 |
-1,387 |
Feb12 |
111216 |
99.910 |
99.915 |
99.905 |
99.910 |
+0.005 |
2,408 |
55,991 |
+83 |
Mar12 |
111216 |
99.900 |
99.900 |
99.895 |
99.895 |
unch |
787 |
35,345 |
+421 |
Apr12 |
111216 |
99.890 |
99.895 |
99.885 |
99.890 |
unch |
1,528 |
39,252 |
+412 |
May12 |
111216 |
99.885 |
99.885 |
99.880 |
99.880 |
unch |
1,116 |
45,005 |
-95 |
Total Volume and Open Interest |
18,525 |
572,291 |
-1,127 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111216 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.003 |
0 |
1,122 |
+0 |
Mar12 |
111216 |
99.662 |
99.662 |
99.662 |
99.662 |
-0.003 |
0 |
40 |
+0 |
Jun12 |
111216 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.003 |
|
|
|
Sep12 |
111216 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.002 |
|
|
|
Dec12 |
111216 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.005 |
|
|
|
Mar13 |
111216 |
99.655 |
99.655 |
99.655 |
99.655 |
-0.005 |
|
|
|
Jun13 |
111216 |
99.625 |
99.625 |
99.625 |
99.625 |
-0.005 |
|
|
|
Sep13 |
111216 |
99.625 |
99.625 |
99.625 |
99.625 |
-0.005 |
|
|
|
Dec13 |
111216 |
99.525 |
99.525 |
99.525 |
99.525 |
-0.005 |
|
|
|
Mar14 |
111216 |
99.385 |
99.385 |
99.385 |
99.385 |
-0.005 |
|
|
|
Total Volume and Open Interest |
0 |
1,162 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
111215 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
87 |
2,190 |
-87 |
Jun12 |
111215 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,440 |
+0 |
Sep12 |
111215 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
711 |
+0 |
Dec12 |
111215 |
99.64 |
99.67 |
99.64 |
99.67 |
unch |
0 |
115 |
-20 |
Mar13 |
111215 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
131 |
+0 |
Jun13 |
111215 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
208 |
+0 |
Sep13 |
111215 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
220 |
325 |
+220 |
Dec13 |
111215 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.04 |
0 |
3 |
+0 |
Total Volume and Open Interest |
307 |
9,744 |
+113 |
Japanese Gov't Bonds(SGX) |
Mar12 |
111215 |
142.29 |
142.49 |
142.25 |
142.27 |
-0.02 |
2,311 |
16,751 |
+1,115 |
Jun12 |
111215 |
140.18 |
140.18 |
140.18 |
140.18 |
-0.02 |
|
|
|
Sep12 |
111215 |
138.09 |
138.09 |
138.09 |
138.09 |
-0.02 |
|
|
|
Total Volume and Open Interest |
2,311 |
16,755 |
+1,115 |
Euro-Bund(EUREX) |
Mar12 |
111216 |
137.77 |
138.86 |
137.60 |
138.58 |
+0.95 |
505,610 |
836,145 |
+23,391 |
Jun12 |
111216 |
136.68 |
137.09 |
136.68 |
136.88 |
+0.95 |
63 |
168 |
+6 |
Sep12 |
111216 |
136.88 |
136.88 |
136.88 |
136.88 |
+0.95 |
|
|
|
Total Volume and Open Interest |
505,673 |
836,313 |
+23,397 |
Euro-Bobl(EUREX) |
Mar12 |
111216 |
124.46 |
124.82 |
124.36 |
124.78 |
+0.42 |
255,644 |
632,502 |
-1,128 |
Jun12 |
111216 |
124.82 |
124.82 |
124.82 |
124.82 |
+0.42 |
|
|
|
Sep12 |
111216 |
124.82 |
124.82 |
124.82 |
124.82 |
+0.42 |
|
|
|
Total Volume and Open Interest |
255,644 |
632,502 |
-1,128 |
3-Mth Euribor(EUREX) |
Dec11 |
111216 |
98.585 |
98.585 |
98.585 |
98.585 |
-0.005 |
908 |
1,265 |
-750 |
Mar12 |
111216 |
98.845 |
98.875 |
98.845 |
98.865 |
+0.030 |
50 |
1,221 |
+50 |
Jun12 |
111216 |
98.995 |
98.995 |
98.995 |
98.995 |
+0.040 |
50 |
1,127 |
+0 |
Total Volume and Open Interest |
1,335 |
6,830 |
-624 |
Long Gilt(LIFFE) |
Dec11 |
111216 |
132~20 |
133~06 |
132~20 |
133~04 |
+0~20 |
30 |
7,232 |
-28 |
Mar12 |
111216 |
115~28 |
116~12 |
115~14 |
116~07 |
+0~20 |
113,110 |
296,470 |
+3,636 |
Total Volume and Open Interest |
113,140 |
303,702 |
+3,608 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111216 |
98.93 |
98.93 |
98.92 |
98.93 |
unch |
22,462 |
315,316 |
-2,722 |
Mar12 |
111216 |
98.89 |
98.91 |
98.88 |
98.90 |
+0.03 |
40,264 |
300,321 |
-3,084 |
Jun12 |
111216 |
98.91 |
98.93 |
98.89 |
98.92 |
+0.03 |
42,627 |
226,467 |
+6,629 |
Sep12 |
111216 |
98.93 |
98.96 |
98.92 |
98.95 |
+0.03 |
46,931 |
239,464 |
+8,377 |
Dec12 |
111216 |
98.93 |
98.97 |
98.92 |
98.96 |
+0.04 |
41,618 |
202,706 |
+5,258 |
Mar13 |
111216 |
98.96 |
98.99 |
98.93 |
98.98 |
+0.04 |
27,541 |
213,377 |
+3,757 |
Total Volume and Open Interest |
270,593 |
2,085,082 |
+24,638 |
3-Mth Euribor(LIFFE) |
Dec11 |
111216 |
98.590 |
98.590 |
98.585 |
98.585 |
-0.005 |
75,426 |
625,277 |
-16,143 |
Mar12 |
111216 |
98.850 |
98.880 |
98.840 |
98.865 |
+0.030 |
121,175 |
496,127 |
-2,657 |
Jun12 |
111216 |
98.970 |
99.005 |
98.965 |
98.995 |
+0.040 |
90,910 |
393,982 |
-847 |
Total Volume and Open Interest |
640,909 |
3,518,263 |
-15,002 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
111216 |
96.27 |
96.28 |
96.24 |
96.26 |
-0.01 |
24,258 |
235,080 |
-4,366 |
Jun12 |
111216 |
96.71 |
96.72 |
96.65 |
96.67 |
-0.03 |
16,326 |
177,189 |
-1,157 |
Sep12 |
111216 |
96.73 |
96.75 |
96.67 |
96.68 |
-0.06 |
11,274 |
115,999 |
+1,962 |
Dec12 |
111216 |
96.62 |
96.64 |
96.54 |
96.56 |
-0.06 |
5,625 |
71,216 |
+1,191 |
Mar13 |
111216 |
96.51 |
96.51 |
96.42 |
96.46 |
-0.04 |
638 |
51,436 |
+165 |
Jun13 |
111216 |
96.38 |
96.39 |
96.34 |
96.36 |
-0.03 |
546 |
44,193 |
-147 |
Sep13 |
111216 |
96.27 |
96.32 |
96.22 |
96.24 |
-0.03 |
366 |
25,717 |
+220 |
Dec13 |
111216 |
96.16 |
96.21 |
96.09 |
96.09 |
-0.06 |
952 |
15,944 |
+471 |
Mar14 |
111216 |
96.07 |
96.13 |
96.00 |
96.00 |
-0.06 |
6 |
1,287 |
-2 |
Jun14 |
111216 |
95.96 |
96.03 |
95.91 |
95.91 |
-0.06 |
0 |
78 |
+0 |
Total Volume and Open Interest |
59,991 |
738,214 |
-1,663 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
111216 |
96.23 |
96.25 |
96.17 |
96.18 |
-0.06 |
58,359 |
335,811 |
+6,486 |
Jun12 |
111216 |
96.18 |
96.18 |
96.18 |
96.18 |
|
|
|
|
3-Year Aus T-Bonds(SFE) |
Mar12 |
111216 |
97.05 |
97.06 |
96.98 |
97.00 |
-0.04 |
127,571 |
389,387 |
+24,819 |
Jun12 |
111216 |
97.00 |
97.00 |
97.00 |
97.00 |
|
|
|
|
Gold(CMX) |
Dec11 |
111216 |
1587.4 |
1595.9 |
1586.0 |
1595.6 |
+21.0 |
890 |
2,327 |
+517 |
Feb12 |
111216 |
1573.3 |
1603.5 |
1572.1 |
1597.9 |
+20.7 |
283,563 |
261,629 |
+2,175 |
Apr12 |
111216 |
1576.3 |
1604.6 |
1576.3 |
1599.9 |
+20.8 |
11,035 |
39,251 |
+3,127 |
Jun12 |
111216 |
1579.0 |
1605.9 |
1578.0 |
1602.0 |
+20.8 |
2,990 |
24,968 |
-275 |
Aug12 |
111216 |
1594.4 |
1607.7 |
1594.4 |
1604.1 |
+20.9 |
554 |
13,710 |
+19 |
Oct12 |
111216 |
1587.1 |
1610.1 |
1587.1 |
1606.2 |
+20.9 |
739 |
8,970 |
+287 |
Dec12 |
111216 |
1588.8 |
1612.1 |
1588.8 |
1608.4 |
+21.0 |
2,183 |
23,910 |
+879 |
Feb13 |
111216 |
1611.0 |
1611.0 |
1611.0 |
1611.0 |
+21.0 |
62 |
2,969 |
+13 |
Apr13 |
111216 |
1613.6 |
1613.6 |
1613.6 |
1613.6 |
+21.1 |
300 |
1,677 |
+300 |
Jun13 |
111216 |
1613.3 |
1616.6 |
1613.3 |
1616.6 |
+21.2 |
1,122 |
9,775 |
+311 |
Aug13 |
111216 |
1619.9 |
1619.9 |
1619.9 |
1619.9 |
+21.3 |
0 |
45 |
+0 |
Oct13 |
111216 |
1623.4 |
1623.4 |
1623.4 |
1623.4 |
+21.4 |
|
|
|
Total Volume and Open Interest |
306,684 |
435,998 |
+8,299 |
Silver(CMX) |
Dec11 |
111216 |
2975.0 |
2975.0 |
2947.5 |
2961.5 |
+39.0 |
90 |
269 |
-100 |
Mar12 |
111216 |
2928.0 |
2993.0 |
2912.0 |
2967.1 |
+39.7 |
80,388 |
57,037 |
+3,266 |
May12 |
111216 |
2934.5 |
2987.0 |
2932.0 |
2972.7 |
+39.6 |
2,181 |
8,698 |
+364 |
Jul12 |
111216 |
2960.0 |
2981.0 |
2954.5 |
2976.9 |
+39.3 |
913 |
3,470 |
+515 |
Sep12 |
111216 |
2980.1 |
2980.1 |
2980.1 |
2980.1 |
+38.8 |
194 |
2,130 |
+68 |
Dec12 |
111216 |
2970.0 |
3004.0 |
2958.0 |
2984.6 |
+38.8 |
304 |
13,436 |
+136 |
Mar13 |
111216 |
2983.3 |
2983.3 |
2983.3 |
2983.3 |
+38.8 |
5 |
1,155 |
+0 |
Total Volume and Open Interest |
85,866 |
102,578 |
+4,267 |
Platinum(NYMEX) |
Jan12 |
111216 |
1401.7 |
1432.0 |
1400.5 |
1417.3 |
+10.3 |
15,389 |
25,110 |
-2,829 |
Apr12 |
111216 |
1414.9 |
1436.3 |
1408.0 |
1424.1 |
+9.9 |
2,792 |
17,066 |
+2,021 |
Jul12 |
111216 |
1427.6 |
1429.0 |
1426.0 |
1428.1 |
+10.1 |
24 |
550 |
-7 |
Oct12 |
111216 |
1432.1 |
1432.1 |
1432.1 |
1432.1 |
+9.1 |
15 |
63 |
+4 |
Total Volume and Open Interest |
18,221 |
42,790 |
-810 |
Palladium(NYMEX) |
Dec11 |
111216 |
622.60 |
623.65 |
622.30 |
623.65 |
+4.80 |
15 |
710 |
+11 |
Mar12 |
111216 |
620.00 |
630.50 |
618.05 |
625.50 |
+4.85 |
7,883 |
17,312 |
+81 |
Jun12 |
111216 |
626.90 |
626.90 |
626.90 |
626.90 |
+4.85 |
13 |
362 |
+1 |
Total Volume and Open Interest |
7,913 |
18,523 |
+93 |
Copper(CMX) |
Dec11 |
111216 |
328.75 |
335.00 |
328.75 |
332.40 |
+6.45 |
475 |
1,580 |
-92 |
Mar12 |
111216 |
326.80 |
337.75 |
326.80 |
333.10 |
+6.40 |
61,191 |
68,280 |
-53 |
May12 |
111216 |
328.30 |
336.50 |
328.30 |
334.20 |
+6.35 |
877 |
23,692 |
+168 |
Jul12 |
111216 |
337.15 |
337.25 |
334.25 |
334.80 |
+6.35 |
1,016 |
5,934 |
+6 |
Sep12 |
111216 |
337.85 |
338.30 |
335.25 |
335.25 |
+6.25 |
225 |
3,537 |
+106 |
Total Volume and Open Interest |
65,527 |
116,803 |
+810 |
DJIA Index(CBOT) |
Mar12 |
111216 |
11872 |
11896 |
11750 |
11778 |
-44 |
2,164 |
9,978 |
+1,214 |
Jun12 |
111216 |
11714 |
11758 |
11714 |
11714 |
-44 |
0 |
400 |
+0 |
Sep12 |
111216 |
11651 |
11695 |
11651 |
11651 |
-44 |
|
|
|
Dec12 |
111216 |
11574 |
11663 |
11574 |
11574 |
|
|
|
|
E-mini DJIA Index(CBOT) |
Dec11 |
111216 |
11896 |
11988 |
11895 |
11949 |
+50 |
22,203 |
78,058 |
-4,463 |
Mar12 |
111216 |
11820 |
11909 |
11746 |
11778 |
-44 |
148,958 |
84,166 |
+8,020 |
Jun12 |
111216 |
11730 |
11730 |
11714 |
11714 |
-44 |
8 |
25 |
-1 |
Sep12 |
111216 |
11651 |
11651 |
11651 |
11651 |
-44 |
0 |
9 |
+0 |
Total Volume and Open Interest |
171,169 |
162,258 |
+3,556 |
S & P 500(CME) |
Mar12 |
111216 |
1212.10 |
1224.80 |
1208.50 |
1210.90 |
-0.80 |
46,744 |
204,803 |
+21,818 |
Jun12 |
111216 |
1205.50 |
1219.30 |
1202.30 |
1205.50 |
-0.80 |
53 |
3,407 |
+83 |
Sep12 |
111216 |
1200.30 |
1214.10 |
1197.10 |
1200.30 |
-0.80 |
170 |
809 |
-100 |
Dec12 |
111216 |
1194.60 |
1208.40 |
1191.40 |
1194.60 |
-0.80 |
0 |
101 |
+0 |
Total Volume and Open Interest |
95,877 |
346,926 |
+4,759 |
S & P 500 E-Mini(Globex) |
Mar12 |
111216 |
1212.25 |
1225.00 |
1208.25 |
1211.00 |
-0.75 |
2,855,128 |
2,371,298 |
+257,803 |
Jun12 |
111216 |
1210.00 |
1218.50 |
1203.75 |
1205.50 |
-0.75 |
586 |
4,510 |
+456 |
Total Volume and Open Interest |
3,449,392 |
3,425,258 |
+19,172 |
NASDAQ 100(CME) |
Mar12 |
111216 |
2226.80 |
2264.00 |
2222.30 |
2232.80 |
+9.50 |
1,133 |
3,107 |
+62 |
Jun12 |
111216 |
2229.80 |
2240.00 |
2229.80 |
2229.80 |
+9.50 |
|
|
|
Sep12 |
111216 |
2227.30 |
2228.80 |
2227.30 |
2227.30 |
+9.50 |
|
|
|
Total Volume and Open Interest |
2,055 |
31,936 |
+66 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
111216 |
2223.30 |
2264.30 |
2221.80 |
2232.80 |
+9.50 |
341,733 |
246,099 |
+32,087 |
Jun12 |
111216 |
2234.30 |
2252.80 |
2229.80 |
2229.80 |
+9.50 |
5 |
25 |
-1 |
Total Volume and Open Interest |
421,818 |
427,646 |
+14,933 |
S & P Midcap 400(CME) |
Mar12 |
111216 |
854.50 |
864.00 |
850.00 |
851.20 |
+7.20 |
31 |
333 |
+16 |
Jun12 |
111216 |
849.20 |
852.00 |
849.20 |
849.20 |
+7.20 |
|
|
|
Sep12 |
111216 |
847.20 |
850.00 |
847.20 |
847.20 |
+7.20 |
|
|
|
Total Volume and Open Interest |
342 |
6,456 |
+278 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
111216 |
8415 |
8455 |
8360 |
8375 |
-40 |
3,817 |
22,043 |
-505 |
Jun12 |
111216 |
8380 |
8380 |
8320 |
8320 |
-40 |
0 |
4 |
+0 |
Total Volume and Open Interest |
3,817 |
22,047 |
-505 |
Nikkei 225(SGX) |
Mar12 |
111216 |
8420 |
8445 |
8350 |
8420 |
+55 |
68,624 |
177,376 |
+2,832 |
Jun12 |
111216 |
8325 |
8340 |
8290 |
8340 |
+50 |
5 |
273 |
+3 |
Sep12 |
111216 |
8340 |
8340 |
8340 |
8340 |
+55 |
0 |
30 |
+0 |
Total Volume and Open Interest |
68,957 |
186,969 |
+2,829 |
CAC 40(EURONEXT) |
Dec11 |
111216 |
3016.0 |
3023.0 |
2975.5 |
2982.0 |
-16.5 |
220,333 |
244,794 |
-58,029 |
Jan12 |
111216 |
3012.0 |
3018.5 |
2943.5 |
2968.0 |
-26.0 |
113,672 |
203,918 |
+74,413 |
Feb12 |
111216 |
2989.5 |
3001.0 |
2946.0 |
2969.0 |
-26.0 |
101 |
111 |
+100 |
Total Volume and Open Interest |
341,317 |
469,101 |
+22,689 |
Hang Seng Index(HKFE) |
Dec11 |
111216 |
17963 |
18397 |
17963 |
18260 |
+300 |
58,606 |
84,596 |
-135 |
Jan12 |
111216 |
18007 |
18392 |
18007 |
18266 |
+304 |
1,151 |
2,562 |
+507 |
Total Volume and Open Interest |
59,981 |
90,938 |
+413 |
DAX(EUREX) |
Dec11 |
111216 |
5783.0 |
5789.5 |
5714.5 |
5727.5 |
-20.0 |
219,442 |
98,018 |
-35,014 |
Mar12 |
111216 |
5791.5 |
5798.0 |
5659.0 |
5720.0 |
-36.0 |
82,018 |
110,439 |
+39,254 |
Jun12 |
111216 |
5806.0 |
5811.0 |
5675.0 |
5734.5 |
-35.5 |
10,201 |
4,939 |
+873 |
Total Volume and Open Interest |
311,661 |
213,396 |
+5,113 |
FT-SE 100(EURONEXT) |
Dec11 |
111216 |
5425.50 |
5444.50 |
5412.00 |
5428.00 |
+17.00 |
262,662 |
168,504 |
-125,033 |
Mar12 |
111216 |
5388.50 |
5416.00 |
5311.50 |
5363.50 |
-10.50 |
182,138 |
539,553 |
+126,758 |
Jun12 |
111216 |
5338.50 |
5338.50 |
5304.50 |
5318.00 |
-10.50 |
0 |
3,208 |
+0 |
Total Volume and Open Interest |
444,800 |
711,265 |
+1,725 |
SPI 200(SFE) |
Mar12 |
111216 |
4107.0 |
4162.0 |
4105.0 |
4134.0 |
+18.0 |
40,247 |
189,112 |
+6,828 |
Jun12 |
111216 |
4139.0 |
4139.0 |
4139.0 |
4139.0 |
+17.0 |
12 |
1,715 |
+2 |
Sep12 |
111216 |
4103.0 |
4103.0 |
4103.0 |
4103.0 |
+17.0 |
7 |
1,205 |
-37 |
Total Volume and Open Interest |
51,400 |
276,355 |
-59,648 |
GSCI(CME) |
Jan12 |
111216 |
620.50 |
620.50 |
618.25 |
618.25 |
+0.25 |
289 |
7,910 |
+103 |
Feb12 |
111216 |
619.75 |
619.75 |
619.75 |
619.75 |
+0.75 |
|
|
|
Mar12 |
111216 |
622.50 |
622.50 |
622.50 |
622.50 |
+0.50 |
|
|
|
Total Volume and Open Interest |
479 |
8,593 |
|
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. |
|
|