|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Mon December 19, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
111219 |
1137.25 |
1148.75 |
1131.75 |
1137.00 |
+7.00 |
85,020 |
132,975 |
-10,468 |
Mar12 |
111219 |
1144.50 |
1158.25 |
1141.50 |
1146.75 |
+7.25 |
52,790 |
172,413 |
+7,433 |
May12 |
111219 |
1156.00 |
1168.25 |
1153.00 |
1157.25 |
+7.00 |
14,188 |
92,599 |
-1,072 |
Jul12 |
111219 |
1165.75 |
1177.75 |
1162.25 |
1167.25 |
+7.50 |
18,953 |
79,635 |
+1,894 |
Aug12 |
111219 |
1160.00 |
1171.25 |
1158.00 |
1165.25 |
+7.25 |
142 |
1,147 |
-18 |
Sep12 |
111219 |
1168.50 |
1168.50 |
1153.00 |
1159.75 |
+6.75 |
57 |
923 |
+23 |
Nov12 |
111219 |
1153.00 |
1168.00 |
1153.00 |
1158.25 |
+7.75 |
3,726 |
54,271 |
+90 |
Total Volume and Open Interest |
175,176 |
551,494 |
-2,077 |
Soybean Meal(CBOT) |
Jan12 |
111219 |
290.10 |
294.30 |
289.60 |
293.00 |
+2.70 |
27,192 |
49,357 |
-6,399 |
Mar12 |
111219 |
293.50 |
298.40 |
293.00 |
296.50 |
+3.00 |
18,474 |
65,242 |
+5,512 |
May12 |
111219 |
298.90 |
301.10 |
296.90 |
299.90 |
+2.90 |
2,843 |
28,973 |
+296 |
Jul12 |
111219 |
300.50 |
304.90 |
300.30 |
303.70 |
+2.80 |
3,390 |
29,944 |
+443 |
Aug12 |
111219 |
305.00 |
306.00 |
304.30 |
305.00 |
+2.90 |
341 |
5,085 |
-57 |
Sep12 |
111219 |
305.50 |
306.40 |
304.60 |
305.30 |
+2.90 |
230 |
5,418 |
+50 |
Oct12 |
111219 |
300.00 |
305.00 |
300.00 |
304.10 |
+3.40 |
113 |
3,422 |
+38 |
Dec12 |
111219 |
303.40 |
306.00 |
301.40 |
305.00 |
+3.60 |
1,519 |
18,631 |
+414 |
Total Volume and Open Interest |
54,134 |
211,617 |
+319 |
Soybean Oil(CBOT) |
Jan12 |
111219 |
49.75 |
50.05 |
49.05 |
49.05 |
-0.50 |
45,615 |
70,033 |
-5,592 |
Mar12 |
111219 |
50.22 |
50.44 |
49.40 |
49.42 |
-0.51 |
24,669 |
123,049 |
+4,242 |
May12 |
111219 |
50.57 |
50.79 |
49.82 |
49.82 |
-0.49 |
4,902 |
49,785 |
+889 |
Jul12 |
111219 |
50.93 |
51.10 |
50.12 |
50.12 |
-0.50 |
3,209 |
35,597 |
+627 |
Aug12 |
111219 |
51.01 |
51.05 |
50.20 |
50.20 |
-0.48 |
103 |
4,384 |
+4 |
Sep12 |
111219 |
51.07 |
51.14 |
50.23 |
50.23 |
-0.48 |
53 |
5,023 |
+10 |
Oct12 |
111219 |
50.60 |
50.60 |
50.07 |
50.07 |
-0.49 |
113 |
5,096 |
+23 |
Dec12 |
111219 |
50.50 |
50.89 |
49.90 |
49.90 |
-0.51 |
1,230 |
18,207 |
+144 |
Total Volume and Open Interest |
79,898 |
311,697 |
+347 |
Canola(WCE) |
Jan12 |
111219 |
506.3 |
511.2 |
506.3 |
507.7 |
+1.4 |
7,929 |
29,254 |
-5,296 |
Mar12 |
111219 |
508.3 |
512.0 |
508.0 |
508.5 |
+0.8 |
9,359 |
63,589 |
+4,256 |
May12 |
111219 |
512.0 |
513.5 |
511.0 |
511.4 |
+0.9 |
507 |
15,621 |
+66 |
Jul12 |
111219 |
512.5 |
515.7 |
512.5 |
513.5 |
+1.1 |
494 |
13,253 |
+49 |
Nov12 |
111219 |
487.6 |
494.8 |
487.6 |
492.3 |
+0.7 |
316 |
16,417 |
-26 |
Total Volume and Open Interest |
18,611 |
138,626 |
-945 |
Corn(CBOT) |
Mar12 |
111219 |
586.25 |
604.00 |
584.25 |
601.00 |
+18.00 |
131,715 |
553,660 |
-7,784 |
May12 |
111219 |
595.00 |
612.75 |
593.00 |
609.75 |
+18.00 |
37,960 |
168,783 |
-488 |
Jul12 |
111219 |
601.25 |
618.75 |
599.50 |
616.25 |
+17.75 |
28,387 |
157,564 |
+1,329 |
Sep12 |
111219 |
568.25 |
582.75 |
568.25 |
581.00 |
+11.75 |
1,720 |
40,141 |
+513 |
Dec12 |
111219 |
550.00 |
561.00 |
547.00 |
559.00 |
+11.00 |
18,326 |
191,041 |
+3,743 |
Mar13 |
111219 |
560.50 |
572.00 |
560.25 |
571.00 |
+10.75 |
670 |
35,146 |
+155 |
Total Volume and Open Interest |
219,500 |
1,167,593 |
-2,271 |
Wheat(CBOT) |
Mar12 |
111219 |
585.00 |
603.00 |
581.75 |
599.75 |
+16.00 |
34,549 |
173,931 |
-887 |
May12 |
111219 |
603.50 |
622.00 |
602.00 |
619.00 |
+15.50 |
6,822 |
68,384 |
+1,027 |
Jul12 |
111219 |
621.50 |
638.00 |
617.50 |
636.00 |
+16.00 |
4,836 |
68,682 |
+159 |
Sep12 |
111219 |
645.25 |
655.25 |
637.25 |
654.75 |
+15.25 |
700 |
15,280 |
-120 |
Dec12 |
111219 |
668.00 |
677.50 |
658.50 |
675.75 |
+13.75 |
2,762 |
42,903 |
+488 |
Total Volume and Open Interest |
49,957 |
375,072 |
+764 |
Wheat(KCBT) |
Mar12 |
111219 |
640.00 |
661.00 |
637.25 |
658.50 |
+19.00 |
6,688 |
70,950 |
-71 |
May12 |
111219 |
648.00 |
669.25 |
648.00 |
667.00 |
+19.00 |
725 |
15,704 |
+0 |
Jul12 |
111219 |
657.75 |
676.00 |
656.75 |
674.50 |
+19.25 |
1,495 |
38,254 |
+183 |
Sep12 |
111219 |
670.25 |
689.50 |
667.75 |
688.50 |
+18.25 |
272 |
6,463 |
+0 |
Dec12 |
111219 |
697.00 |
712.25 |
690.50 |
710.00 |
+18.25 |
532 |
7,220 |
+158 |
Total Volume and Open Interest |
9,726 |
139,038 |
+261 |
Wheat(MGE) |
Dec11 |
111214 |
850.75 |
850.75 |
846.00 |
846.00 |
-5.50 |
7 |
34 |
-7 |
Mar12 |
111219 |
812.25 |
831.00 |
805.00 |
827.25 |
+16.00 |
1,655 |
17,449 |
-253 |
May12 |
111219 |
797.00 |
808.75 |
795.00 |
808.75 |
+15.00 |
636 |
7,884 |
-22 |
Jul12 |
111219 |
777.50 |
798.75 |
777.50 |
796.00 |
+12.50 |
167 |
7,715 |
-79 |
Sep12 |
111219 |
752.50 |
771.75 |
752.50 |
766.75 |
+9.75 |
380 |
4,141 |
-56 |
Total Volume and Open Interest |
3,108 |
40,156 |
-499 |
Oats(CBOT) |
Mar12 |
111219 |
302.75 |
308.00 |
301.25 |
307.25 |
+6.00 |
310 |
11,014 |
+2 |
May12 |
111219 |
305.75 |
311.25 |
305.25 |
311.25 |
+6.00 |
31 |
1,518 |
-3 |
Jul12 |
111219 |
315.00 |
315.00 |
310.25 |
313.50 |
+3.25 |
0 |
116 |
+0 |
Sep12 |
111219 |
319.25 |
319.25 |
316.00 |
319.25 |
+3.25 |
0 |
7 |
+0 |
Total Volume and Open Interest |
346 |
12,807 |
-1 |
Rough Rice(CBOT) |
Jan12 |
111219 |
13.76 |
13.90 |
13.63 |
13.88 |
+0.19 |
701 |
6,785 |
-301 |
Mar12 |
111219 |
14.02 |
14.16 |
13.90 |
14.15 |
+0.21 |
596 |
8,994 |
+185 |
May12 |
111219 |
14.34 |
14.43 |
14.30 |
14.43 |
+0.20 |
121 |
969 |
+66 |
Jul12 |
111219 |
14.57 |
14.69 |
14.57 |
14.69 |
+0.19 |
1 |
612 |
+1 |
Total Volume and Open Interest |
1,419 |
17,548 |
-49 |
Live Cattle(CME) |
Dec11 |
111219 |
118.830 |
121.150 |
118.785 |
121.150 |
+3.000 |
2,418 |
11,613 |
-1,009 |
Feb12 |
111219 |
119.385 |
121.500 |
119.200 |
121.500 |
+3.000 |
17,912 |
129,356 |
-732 |
Apr12 |
111219 |
122.535 |
125.000 |
122.500 |
124.950 |
+2.720 |
6,587 |
88,977 |
+1,324 |
Jun12 |
111219 |
121.100 |
123.250 |
121.100 |
123.000 |
+2.100 |
5,604 |
55,348 |
+1,880 |
Aug12 |
111219 |
122.050 |
123.850 |
121.900 |
123.850 |
+1.800 |
1,280 |
14,293 |
+174 |
Oct12 |
111219 |
125.135 |
126.500 |
124.750 |
126.500 |
+1.850 |
338 |
7,376 |
+170 |
Total Volume and Open Interest |
34,502 |
311,873 |
+1,750 |
Feeder Cattle(CME) |
Jan12 |
111219 |
142.900 |
145.100 |
142.735 |
144.685 |
+1.635 |
1,141 |
9,856 |
-216 |
Mar12 |
111219 |
145.185 |
147.950 |
145.150 |
147.735 |
+2.035 |
1,134 |
9,522 |
+119 |
Apr12 |
111219 |
146.400 |
148.825 |
146.250 |
148.735 |
+1.935 |
249 |
3,029 |
+41 |
May12 |
111219 |
147.535 |
149.500 |
147.535 |
149.450 |
+1.915 |
307 |
3,684 |
+80 |
Aug12 |
111219 |
149.050 |
150.900 |
149.050 |
150.880 |
+1.780 |
182 |
3,246 |
+51 |
Sep12 |
111219 |
149.500 |
150.900 |
149.300 |
150.900 |
+1.825 |
22 |
581 |
+3 |
Oct12 |
111219 |
149.750 |
151.000 |
149.550 |
150.900 |
+0.900 |
1 |
189 |
+0 |
Total Volume and Open Interest |
3,037 |
30,130 |
+79 |
Lean Hogs(CME) |
Feb12 |
111219 |
83.200 |
84.750 |
83.150 |
84.350 |
+1.200 |
15,133 |
90,855 |
-69 |
Apr12 |
111219 |
86.050 |
87.550 |
86.000 |
87.200 |
+1.300 |
3,873 |
62,800 |
+138 |
May12 |
111219 |
92.200 |
93.480 |
92.200 |
93.430 |
+1.330 |
37 |
2,561 |
-2 |
Jun12 |
111219 |
92.950 |
94.450 |
92.850 |
94.300 |
+1.750 |
2,514 |
46,673 |
+136 |
Jul12 |
111219 |
92.180 |
93.830 |
92.180 |
93.450 |
+1.665 |
481 |
13,457 |
+121 |
Aug12 |
111219 |
90.850 |
92.600 |
90.850 |
92.500 |
+1.570 |
534 |
13,935 |
+6 |
Oct12 |
111219 |
80.850 |
82.450 |
80.850 |
82.385 |
+1.535 |
372 |
8,959 |
-11 |
Dec12 |
111219 |
76.830 |
78.100 |
76.830 |
77.900 |
+1.050 |
588 |
3,547 |
+44 |
Total Volume and Open Interest |
23,536 |
243,453 |
+361 |
Class III Milk(CME) |
Dec11 |
111219 |
18.70 |
18.74 |
18.66 |
18.71 |
+0.05 |
156 |
5,850 |
+104 |
Jan12 |
111219 |
17.05 |
17.36 |
17.05 |
17.30 |
+0.21 |
301 |
5,011 |
-25 |
Feb12 |
111219 |
17.26 |
17.50 |
17.26 |
17.34 |
+0.08 |
93 |
4,199 |
+23 |
Mar12 |
111219 |
17.12 |
17.22 |
17.07 |
17.19 |
+0.07 |
84 |
3,441 |
+34 |
Apr12 |
111219 |
16.97 |
17.00 |
16.92 |
16.99 |
+0.02 |
25 |
2,532 |
+9 |
Total Volume and Open Interest |
795 |
33,627 |
+162 |
Cocoa(ICE) |
Mar12 |
111219 |
2090 |
2130 |
2065 |
2070 |
-31 |
9,619 |
80,673 |
-104 |
May12 |
111219 |
2097 |
2145 |
2085 |
2090 |
-31 |
1,643 |
35,879 |
+369 |
Jul12 |
111219 |
2112 |
2154 |
2100 |
2105 |
-30 |
770 |
16,544 |
+126 |
Sep12 |
111219 |
2134 |
2134 |
2118 |
2119 |
-29 |
951 |
14,816 |
+464 |
Dec12 |
111219 |
2140 |
2180 |
2134 |
2135 |
-30 |
221 |
14,078 |
+52 |
Mar13 |
111219 |
2162 |
2170 |
2153 |
2158 |
-23 |
106 |
4,784 |
+14 |
May13 |
111219 |
2185 |
2195 |
2175 |
2180 |
-18 |
31 |
2,424 |
+26 |
Total Volume and Open Interest |
13,341 |
169,949 |
+947 |
Coffee "C"(ICE) |
Dec11 |
111219 |
215.30 |
215.30 |
215.30 |
215.30 |
+4.35 |
1 |
39 |
-18 |
Mar12 |
111219 |
216.10 |
219.95 |
212.35 |
219.45 |
+4.35 |
7,155 |
56,898 |
-9 |
May12 |
111219 |
218.90 |
222.30 |
215.25 |
222.10 |
+4.25 |
1,366 |
24,892 |
+25 |
Jul12 |
111219 |
220.45 |
224.95 |
217.65 |
224.60 |
+4.15 |
806 |
7,348 |
+163 |
Sep12 |
111219 |
220.00 |
226.75 |
220.00 |
226.50 |
+3.95 |
296 |
6,292 |
+90 |
Dec12 |
111219 |
222.30 |
228.60 |
222.30 |
228.60 |
+3.80 |
167 |
6,957 |
+58 |
Total Volume and Open Interest |
9,823 |
103,684 |
+321 |
Orange Juice(ICE) |
Jan12 |
111219 |
167.25 |
173.20 |
165.85 |
166.90 |
-0.15 |
2,207 |
11,288 |
-1,507 |
Mar12 |
111219 |
164.25 |
170.00 |
162.85 |
164.10 |
+0.45 |
1,807 |
12,833 |
+1,244 |
May12 |
111219 |
166.00 |
166.00 |
163.00 |
163.00 |
+0.25 |
3 |
1,776 |
+0 |
Jul12 |
111219 |
165.00 |
165.00 |
162.90 |
162.90 |
+0.25 |
0 |
757 |
+0 |
Sep12 |
111219 |
162.75 |
162.75 |
162.75 |
162.75 |
+0.45 |
0 |
58 |
+0 |
Nov12 |
111219 |
161.10 |
161.10 |
161.10 |
161.10 |
+0.45 |
0 |
13 |
+0 |
Total Volume and Open Interest |
4,017 |
26,734 |
-263 |
Sugar #11(ICE) |
Mar12 |
111219 |
23.08 |
23.18 |
22.78 |
23.09 |
+0.01 |
29,439 |
217,368 |
+409 |
May12 |
111219 |
22.63 |
22.82 |
22.38 |
22.74 |
+0.05 |
9,039 |
90,205 |
+488 |
Jul12 |
111219 |
22.35 |
22.56 |
22.11 |
22.49 |
+0.08 |
6,630 |
94,416 |
+729 |
Oct12 |
111219 |
22.57 |
22.87 |
22.55 |
22.79 |
+0.08 |
2,646 |
51,219 |
+625 |
Mar13 |
111219 |
23.05 |
23.32 |
23.04 |
23.26 |
+0.06 |
1,459 |
32,044 |
+345 |
Total Volume and Open Interest |
50,713 |
534,841 |
+2,832 |
London Cocoa(LCE) |
Mar12 |
111219 |
1359 |
1379 |
1340 |
1343 |
-26 |
6,596 |
82,238 |
+476 |
May12 |
111219 |
1378 |
1391 |
1359 |
1362 |
-25 |
1,564 |
22,300 |
-307 |
Jul12 |
111219 |
1394 |
1409 |
1376 |
1378 |
-26 |
1,427 |
28,640 |
+238 |
Sep12 |
111219 |
1412 |
1422 |
1389 |
1392 |
-26 |
1,862 |
20,146 |
+156 |
Dec12 |
111219 |
1420 |
1431 |
1399 |
1402 |
-26 |
683 |
14,908 |
+341 |
Mar13 |
111219 |
1420 |
1432 |
1413 |
1413 |
-26 |
292 |
8,691 |
+225 |
May13 |
111219 |
1429 |
1444 |
1422 |
1422 |
-26 |
70 |
2,042 |
+17 |
Total Volume and Open Interest |
12,494 |
180,009 |
+1,146 |
London Sugar(LCE) |
Mar12 |
111219 |
600.10 |
603.30 |
596.70 |
599.40 |
-0.30 |
3,552 |
24,328 |
-415 |
May12 |
111219 |
591.40 |
595.60 |
589.40 |
592.50 |
+1.50 |
650 |
8,177 |
+221 |
Aug12 |
111219 |
585.40 |
588.70 |
583.00 |
587.10 |
+2.20 |
411 |
10,452 |
+167 |
Oct12 |
111219 |
586.80 |
592.20 |
586.70 |
589.80 |
+2.00 |
135 |
3,964 |
+38 |
Dec12 |
111219 |
592.20 |
596.20 |
591.80 |
593.80 |
+1.90 |
54 |
1,523 |
+37 |
Total Volume and Open Interest |
4,811 |
49,737 |
+51 |
Cotton(ICE) |
Mar12 |
111219 |
86.24 |
87.50 |
85.90 |
87.09 |
+0.80 |
6,627 |
93,201 |
+212 |
May12 |
111219 |
85.90 |
86.95 |
85.50 |
86.72 |
+0.79 |
1,069 |
23,827 |
+235 |
Jul12 |
111219 |
86.11 |
86.71 |
85.40 |
86.60 |
+0.82 |
574 |
20,402 |
+63 |
Oct12 |
111219 |
88.00 |
88.00 |
88.00 |
88.00 |
+1.72 |
5 |
82 |
-2 |
Dec12 |
111219 |
83.90 |
85.50 |
83.90 |
85.50 |
+0.99 |
215 |
8,171 |
+32 |
Mar13 |
111219 |
86.56 |
86.56 |
86.56 |
86.56 |
+1.02 |
12 |
418 |
-8 |
Total Volume and Open Interest |
8,503 |
146,967 |
+532 |
Lumber(CME) |
Jan12 |
111219 |
236.7 |
240.0 |
235.0 |
237.1 |
+1.9 |
1,170 |
4,082 |
-572 |
Mar12 |
111219 |
247.1 |
252.0 |
246.8 |
248.5 |
+2.7 |
904 |
4,827 |
+228 |
May12 |
111219 |
264.8 |
266.7 |
263.0 |
265.0 |
+2.0 |
204 |
1,464 |
+92 |
Jul12 |
111219 |
275.1 |
276.0 |
273.0 |
275.8 |
+1.6 |
18 |
300 |
+7 |
Total Volume and Open Interest |
2,296 |
10,788 |
-245 |
Crude Oil(NYM) |
Jan12 |
111219 |
93.76 |
94.42 |
92.54 |
93.88 |
+0.35 |
273,761 |
77,649 |
-30,476 |
Feb12 |
111219 |
93.77 |
94.63 |
92.77 |
94.05 |
+0.30 |
120,784 |
229,207 |
+6,628 |
Mar12 |
111219 |
93.96 |
94.81 |
93.00 |
94.25 |
+0.27 |
43,529 |
140,723 |
+4,116 |
Apr12 |
111219 |
94.19 |
95.00 |
93.29 |
94.45 |
+0.23 |
22,904 |
74,190 |
-188 |
May12 |
111219 |
94.68 |
95.05 |
93.80 |
94.56 |
+0.17 |
22,970 |
73,069 |
+3,427 |
Jun12 |
111219 |
94.26 |
95.04 |
93.40 |
94.53 |
+0.10 |
26,210 |
88,469 |
+1,572 |
Jul12 |
111219 |
93.50 |
94.78 |
93.50 |
94.38 |
+0.05 |
7,139 |
36,938 |
+1,480 |
Aug12 |
111219 |
93.40 |
94.58 |
93.40 |
94.14 |
unch |
4,476 |
29,972 |
+715 |
Sep12 |
111219 |
94.08 |
94.08 |
93.44 |
93.88 |
-0.04 |
5,323 |
28,169 |
-606 |
Oct12 |
111219 |
92.81 |
93.92 |
92.79 |
93.66 |
-0.08 |
1,530 |
28,936 |
+7 |
Nov12 |
111219 |
93.40 |
93.51 |
93.19 |
93.51 |
-0.12 |
2,218 |
31,192 |
-196 |
Dec12 |
111219 |
93.23 |
94.00 |
92.55 |
93.35 |
-0.16 |
18,267 |
169,153 |
-1,673 |
Jan13 |
111219 |
93.07 |
93.07 |
93.07 |
93.07 |
-0.20 |
1,078 |
31,158 |
-101 |
Feb13 |
111219 |
92.74 |
92.74 |
92.74 |
92.74 |
-0.25 |
436 |
12,728 |
+69 |
Mar13 |
111219 |
92.43 |
92.43 |
92.43 |
92.43 |
-0.30 |
222 |
13,651 |
-127 |
Apr13 |
111219 |
92.11 |
92.11 |
92.11 |
92.11 |
-0.35 |
530 |
6,314 |
+20 |
Total Volume and Open Interest |
564,037 |
1,333,796 |
-14,252 |
e-miNY Crude Oil(NYM) |
Dec11 |
111117 |
101.675 |
103.375 |
98.375 |
98.825 |
-3.775 |
9,185 |
3,098 |
+117 |
Jan12 |
111219 |
93.625 |
94.400 |
92.575 |
93.875 |
+0.350 |
8,502 |
1,304 |
-454 |
Feb12 |
111219 |
93.750 |
94.650 |
92.800 |
94.050 |
+0.300 |
1,462 |
882 |
+157 |
Mar12 |
111219 |
93.600 |
94.800 |
93.025 |
94.250 |
+0.275 |
104 |
264 |
+0 |
Apr12 |
111219 |
93.575 |
94.725 |
93.350 |
94.450 |
+0.225 |
14 |
216 |
-10 |
May12 |
111219 |
93.925 |
94.550 |
93.550 |
94.550 |
+0.150 |
5 |
29 |
+5 |
Jun12 |
111219 |
94.000 |
94.525 |
93.750 |
94.525 |
+0.100 |
5 |
19 |
+1 |
Jul12 |
111219 |
94.375 |
94.375 |
94.375 |
94.375 |
+0.050 |
0 |
4 |
+0 |
Aug12 |
111219 |
94.150 |
94.150 |
94.150 |
94.150 |
unch |
0 |
5 |
+0 |
Sep12 |
111219 |
93.875 |
93.875 |
93.875 |
93.875 |
-0.050 |
|
|
|
Total Volume and Open Interest |
10,092 |
2,945 |
-301 |
Heating Oil(NYM) |
Jan12 |
111219 |
280.04 |
283.62 |
277.71 |
278.04 |
-2.01 |
61,555 |
50,170 |
-7,127 |
Feb12 |
111219 |
281.06 |
284.53 |
278.59 |
279.03 |
-2.03 |
40,125 |
60,671 |
+2,138 |
Mar12 |
111219 |
280.63 |
284.21 |
278.48 |
278.98 |
-1.90 |
22,676 |
43,466 |
+2,843 |
Apr12 |
111219 |
279.16 |
282.24 |
277.22 |
277.71 |
-1.75 |
8,621 |
24,630 |
-207 |
May12 |
111219 |
278.61 |
280.61 |
276.00 |
276.31 |
-1.76 |
7,043 |
18,620 |
-22 |
Jun12 |
111219 |
276.93 |
279.98 |
274.71 |
275.24 |
-1.90 |
14,533 |
34,836 |
+319 |
Jul12 |
111219 |
277.00 |
279.39 |
275.00 |
275.57 |
-1.86 |
2,643 |
9,339 |
-785 |
Aug12 |
111219 |
277.41 |
278.73 |
276.00 |
276.19 |
-1.77 |
488 |
4,495 |
-12 |
Sep12 |
111219 |
278.00 |
279.50 |
276.91 |
277.09 |
-1.72 |
674 |
6,704 |
-31 |
Oct12 |
111219 |
278.99 |
281.79 |
278.09 |
278.09 |
-1.75 |
217 |
2,842 |
-11 |
Nov12 |
111219 |
280.00 |
282.60 |
279.05 |
279.05 |
-1.78 |
240 |
2,028 |
+104 |
Dec12 |
111219 |
280.50 |
284.28 |
279.60 |
279.73 |
-1.81 |
2,277 |
16,898 |
-1,034 |
Total Volume and Open Interest |
161,171 |
277,744 |
-3,790 |
Gasoline(NYMEX) |
Jan12 |
111219 |
249.40 |
252.80 |
247.65 |
248.91 |
+0.21 |
35,872 |
46,229 |
-3,908 |
Feb12 |
111219 |
249.95 |
253.20 |
248.17 |
249.72 |
+0.23 |
24,165 |
53,484 |
+3,554 |
Mar12 |
111219 |
251.12 |
254.23 |
249.62 |
250.91 |
+0.18 |
11,418 |
43,496 |
+411 |
Apr12 |
111219 |
265.86 |
266.90 |
263.07 |
263.94 |
+0.03 |
6,877 |
33,154 |
+1,355 |
May12 |
111219 |
265.37 |
266.27 |
263.24 |
263.86 |
+0.01 |
4,304 |
23,880 |
+1,096 |
Jun12 |
111219 |
262.12 |
264.85 |
260.40 |
262.22 |
-0.01 |
4,266 |
28,272 |
-849 |
Jul12 |
111219 |
259.60 |
260.25 |
259.60 |
260.07 |
-0.08 |
1,240 |
9,176 |
+10 |
Aug12 |
111219 |
257.35 |
257.82 |
257.35 |
257.63 |
-0.12 |
545 |
9,018 |
+270 |
Sep12 |
111219 |
255.88 |
256.94 |
254.07 |
254.76 |
-0.16 |
360 |
7,341 |
-2 |
Oct12 |
111219 |
242.25 |
242.25 |
242.01 |
242.01 |
-0.26 |
262 |
5,265 |
+5 |
Total Volume and Open Interest |
89,957 |
278,867 |
+1,880 |
e-miNY RBOB Gasoline(NYM) |
Jan12 |
111219 |
248.90 |
248.91 |
248.90 |
248.90 |
+0.20 |
0 |
1 |
+0 |
Feb12 |
111219 |
249.70 |
249.72 |
249.70 |
249.70 |
+0.20 |
0 |
1 |
+0 |
Mar12 |
111219 |
250.90 |
250.91 |
250.90 |
250.90 |
+0.20 |
|
|
|
Apr12 |
111219 |
263.90 |
263.94 |
263.90 |
263.90 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Jan12 |
111219 |
3.093 |
3.123 |
3.050 |
3.096 |
-0.031 |
139,649 |
129,300 |
-17,628 |
Feb12 |
111219 |
3.148 |
3.170 |
3.100 |
3.143 |
-0.031 |
66,678 |
126,381 |
+2,704 |
Mar12 |
111219 |
3.187 |
3.203 |
3.131 |
3.177 |
-0.027 |
41,214 |
203,935 |
+5,488 |
Apr12 |
111219 |
3.230 |
3.262 |
3.191 |
3.236 |
-0.027 |
32,138 |
110,975 |
+118 |
May12 |
111219 |
3.284 |
3.306 |
3.238 |
3.282 |
-0.026 |
9,945 |
60,263 |
-286 |
Jun12 |
111219 |
3.319 |
3.347 |
3.284 |
3.326 |
-0.027 |
4,737 |
27,322 |
+110 |
Jul12 |
111219 |
3.372 |
3.401 |
3.341 |
3.380 |
-0.027 |
3,480 |
23,335 |
-333 |
Aug12 |
111219 |
3.401 |
3.429 |
3.366 |
3.407 |
-0.027 |
1,857 |
14,718 |
+175 |
Sep12 |
111219 |
3.400 |
3.432 |
3.366 |
3.410 |
-0.027 |
7,471 |
23,149 |
+2,246 |
Oct12 |
111219 |
3.440 |
3.466 |
3.400 |
3.445 |
-0.026 |
12,057 |
67,161 |
+1,438 |
Nov12 |
111219 |
3.580 |
3.595 |
3.542 |
3.584 |
-0.024 |
2,979 |
28,035 |
-356 |
Dec12 |
111219 |
3.841 |
3.873 |
3.816 |
3.859 |
-0.022 |
2,699 |
23,357 |
-23 |
Jan13 |
111219 |
3.980 |
4.007 |
3.938 |
3.986 |
-0.017 |
4,207 |
36,398 |
+450 |
Feb13 |
111219 |
3.963 |
4.002 |
3.937 |
3.983 |
-0.016 |
92 |
7,127 |
+5 |
Mar13 |
111219 |
3.911 |
3.968 |
3.901 |
3.951 |
-0.013 |
1,194 |
17,684 |
+433 |
Apr13 |
111219 |
3.838 |
3.899 |
3.810 |
3.881 |
-0.007 |
1,586 |
24,670 |
+501 |
Total Volume and Open Interest |
334,147 |
991,078 |
-3,731 |
Brent Crude Oil(ICE) |
Feb12 |
111219 |
103.07 |
104.57 |
102.37 |
103.64 |
+0.29 |
156,605 |
173,258 |
-4,793 |
Mar12 |
111219 |
102.50 |
103.90 |
101.86 |
102.89 |
+0.04 |
48,319 |
144,947 |
-1,690 |
Apr12 |
111219 |
102.13 |
103.49 |
101.55 |
102.46 |
-0.08 |
20,924 |
44,091 |
-708 |
May12 |
111219 |
101.95 |
103.21 |
101.33 |
102.22 |
-0.11 |
13,538 |
25,870 |
-242 |
Jun12 |
111219 |
101.75 |
102.94 |
101.10 |
102.00 |
-0.13 |
23,046 |
75,085 |
-594 |
Jul12 |
111219 |
101.53 |
102.57 |
100.93 |
101.75 |
-0.17 |
2,725 |
18,995 |
+102 |
Aug12 |
111219 |
100.95 |
102.24 |
100.64 |
101.46 |
-0.21 |
2,621 |
28,922 |
+352 |
Sep12 |
111219 |
100.64 |
101.91 |
100.29 |
101.11 |
-0.25 |
4,304 |
36,994 |
+884 |
Oct12 |
111219 |
100.12 |
101.64 |
100.04 |
100.81 |
-0.29 |
2,537 |
15,539 |
+638 |
Nov12 |
111219 |
100.55 |
100.55 |
100.55 |
100.55 |
-0.33 |
1,880 |
16,268 |
-180 |
Dec12 |
111219 |
100.07 |
101.24 |
99.43 |
100.23 |
-0.38 |
16,836 |
97,727 |
-845 |
Jan13 |
111219 |
99.92 |
99.92 |
99.92 |
99.92 |
-0.41 |
1,225 |
11,925 |
-479 |
Feb13 |
111219 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.42 |
512 |
6,624 |
+111 |
Mar13 |
111219 |
99.21 |
99.21 |
99.21 |
99.21 |
-0.44 |
332 |
4,143 |
+24 |
Total Volume and Open Interest |
306,081 |
854,833 |
-34,744 |
Gas Oil(ICE) |
Jan12 |
111219 |
886.00 |
898.25 |
881.00 |
888.00 |
-6.25 |
59,671 |
124,201 |
-8,830 |
Feb12 |
111219 |
882.75 |
895.25 |
878.25 |
885.25 |
-6.00 |
51,259 |
90,054 |
+2,390 |
Mar12 |
111219 |
879.50 |
892.00 |
875.50 |
882.50 |
-5.75 |
22,424 |
52,692 |
-1,089 |
Apr12 |
111219 |
876.75 |
889.00 |
874.00 |
879.75 |
-5.50 |
11,648 |
25,517 |
-406 |
May12 |
111219 |
874.00 |
886.25 |
871.25 |
877.00 |
-5.75 |
6,189 |
29,695 |
+697 |
Jun12 |
111219 |
872.25 |
884.75 |
869.25 |
875.25 |
-6.50 |
12,395 |
40,022 |
-863 |
Jul12 |
111219 |
875.00 |
885.25 |
875.00 |
876.00 |
-6.75 |
3,013 |
16,362 |
-522 |
Aug12 |
111219 |
875.75 |
886.00 |
875.75 |
876.50 |
-7.00 |
1,926 |
14,467 |
+645 |
Sep12 |
111219 |
876.75 |
886.75 |
875.00 |
877.25 |
-7.00 |
1,232 |
14,493 |
-135 |
Oct12 |
111219 |
877.00 |
886.75 |
877.00 |
877.25 |
-7.00 |
547 |
10,018 |
-150 |
Total Volume and Open Interest |
175,941 |
499,014 |
-8,038 |
Ethanol(CBOT) |
Dec11 |
111205 |
2.503 |
2.503 |
2.485 |
2.500 |
-0.003 |
88 |
204 |
-29 |
Jan12 |
111219 |
2.080 |
2.118 |
2.080 |
2.112 |
+0.037 |
160 |
922 |
-157 |
Feb12 |
111219 |
2.085 |
2.111 |
2.085 |
2.108 |
+0.039 |
247 |
1,319 |
+78 |
Mar12 |
111219 |
2.120 |
2.134 |
2.119 |
2.129 |
+0.042 |
122 |
1,601 |
+1 |
Apr12 |
111219 |
2.140 |
2.145 |
2.140 |
2.142 |
+0.044 |
73 |
716 |
-16 |
May12 |
111219 |
2.144 |
2.170 |
2.144 |
2.161 |
+0.044 |
108 |
881 |
-34 |
Jun12 |
111219 |
2.181 |
2.181 |
2.179 |
2.180 |
+0.047 |
51 |
576 |
-15 |
Jul12 |
111219 |
2.187 |
2.193 |
2.180 |
2.193 |
+0.042 |
22 |
888 |
+21 |
Total Volume and Open Interest |
805 |
10,059 |
-107 |
WTI Crude Oil(ICE) |
Jan12 |
111219 |
93.60 |
94.40 |
92.60 |
93.88 |
+0.35 |
41,903 |
35,988 |
-6,238 |
Feb12 |
111219 |
93.68 |
94.62 |
92.79 |
94.05 |
+0.30 |
43,037 |
73,745 |
+2,857 |
Mar12 |
111219 |
93.61 |
94.78 |
93.10 |
94.25 |
+0.27 |
12,545 |
32,508 |
+313 |
Apr12 |
111219 |
94.22 |
94.90 |
93.80 |
94.45 |
+0.23 |
6,660 |
27,908 |
-400 |
May12 |
111219 |
94.36 |
94.89 |
94.17 |
94.56 |
+0.17 |
6,731 |
18,852 |
+1,225 |
Jun12 |
111219 |
93.89 |
95.05 |
93.89 |
94.53 |
+0.10 |
9,639 |
51,556 |
+814 |
Jul12 |
111219 |
94.03 |
94.39 |
94.03 |
94.38 |
+0.05 |
1,785 |
9,501 |
-53 |
Aug12 |
111219 |
94.39 |
94.66 |
94.14 |
94.14 |
unch |
1,049 |
8,064 |
+88 |
Sep12 |
111219 |
93.88 |
94.40 |
93.73 |
93.88 |
-0.04 |
1,059 |
11,549 |
+79 |
Oct12 |
111219 |
93.66 |
93.66 |
93.66 |
93.66 |
-0.08 |
226 |
5,254 |
+7 |
Nov12 |
111219 |
93.51 |
93.51 |
93.51 |
93.51 |
-0.12 |
96 |
4,581 |
-2 |
Dec12 |
111219 |
92.67 |
94.00 |
92.67 |
93.35 |
-0.16 |
6,528 |
64,877 |
+1,067 |
Jan13 |
111219 |
93.07 |
93.07 |
93.07 |
93.07 |
-0.20 |
7 |
3,014 |
-7 |
Feb13 |
111219 |
92.74 |
92.74 |
92.74 |
92.74 |
-0.25 |
0 |
740 |
+0 |
Mar13 |
111219 |
92.43 |
92.43 |
92.43 |
92.43 |
-0.30 |
0 |
1,613 |
+0 |
Apr13 |
111219 |
92.11 |
92.11 |
92.11 |
92.11 |
-0.35 |
0 |
389 |
+0 |
Total Volume and Open Interest |
133,431 |
438,581 |
+56 |
US Dollar Index(ICE) |
Dec11 |
111219 |
80.300 |
80.470 |
80.125 |
80.207 |
-0.043 |
22,853 |
20,769 |
-8,759 |
Mar12 |
111219 |
80.830 |
81.070 |
80.680 |
80.808 |
-0.032 |
25,983 |
52,023 |
+11,057 |
Jun12 |
111219 |
81.430 |
81.430 |
81.408 |
81.408 |
-0.033 |
0 |
503 |
+0 |
Total Volume and Open Interest |
48,836 |
73,295 |
+2,298 |
Australian Dollar(CME) |
Dec11 |
111219 |
99.66 |
99.74 |
99.02 |
99.45 |
-0.13 |
96,443 |
45,797 |
-8,933 |
Mar12 |
111219 |
98.59 |
98.77 |
97.83 |
98.19 |
-0.39 |
64,739 |
98,662 |
+3,598 |
Jun12 |
111219 |
97.87 |
97.87 |
97.44 |
97.44 |
-0.38 |
2 |
8 |
+2 |
Total Volume and Open Interest |
161,184 |
144,585 |
-5,333 |
British Pound(CME) |
Dec11 |
111219 |
155.23 |
155.45 |
154.67 |
155.28 |
+0.30 |
93,019 |
76,646 |
-11,099 |
Mar12 |
111219 |
155.12 |
155.32 |
154.51 |
155.07 |
+0.22 |
76,817 |
190,083 |
+34,090 |
Jun12 |
111219 |
155.02 |
155.02 |
154.35 |
154.92 |
+0.20 |
16 |
17 |
+7 |
Total Volume and Open Interest |
169,852 |
266,751 |
+22,998 |
Canadian Dollar(CME) |
Dec11 |
111219 |
96.23 |
96.73 |
96.05 |
96.49 |
+0.18 |
57,695 |
62,102 |
-9,990 |
Mar12 |
111219 |
96.04 |
96.57 |
95.82 |
96.30 |
+0.18 |
41,187 |
106,628 |
+10,807 |
Jun12 |
111219 |
95.75 |
96.35 |
95.75 |
96.11 |
+0.09 |
62 |
2,400 |
-15 |
Sep12 |
111219 |
96.14 |
96.14 |
95.92 |
95.99 |
+0.07 |
12 |
1,163 |
+0 |
Total Volume and Open Interest |
98,959 |
172,562 |
+802 |
Japanese Yen(CME) |
Dec11 |
111219 |
128.55 |
128.55 |
127.66 |
128.38 |
-0.04 |
59,107 |
89,901 |
-13,033 |
Mar12 |
111219 |
128.86 |
128.86 |
126.99 |
128.56 |
-0.14 |
44,178 |
129,351 |
+11,485 |
Jun12 |
111219 |
128.84 |
128.98 |
128.84 |
128.84 |
-0.14 |
132 |
137 |
+65 |
Total Volume and Open Interest |
103,418 |
219,396 |
-1,482 |
Swiss Franc(CME) |
Dec11 |
111219 |
106.86 |
106.96 |
106.35 |
106.75 |
+0.05 |
35,251 |
30,904 |
-319 |
Mar12 |
111219 |
106.99 |
107.22 |
106.57 |
107.04 |
+0.13 |
23,439 |
33,118 |
+5,337 |
Jun12 |
111219 |
107.31 |
107.31 |
107.20 |
107.31 |
+0.11 |
1 |
7 |
+1 |
Total Volume and Open Interest |
58,691 |
64,034 |
+5,019 |
EuroFX(CME) |
Dec11 |
111219 |
130.35 |
130.41 |
129.83 |
130.22 |
-0.04 |
210,055 |
120,836 |
-17,261 |
Mar12 |
111219 |
130.47 |
130.55 |
129.93 |
130.26 |
-0.11 |
144,989 |
244,984 |
+33,707 |
Jun12 |
111219 |
130.42 |
130.72 |
130.10 |
130.36 |
-0.12 |
256 |
1,538 |
+161 |
Total Volume and Open Interest |
355,300 |
367,383 |
+16,607 |
Mexican Peso(CME) |
Dec11 |
111219 |
722.2 |
722.8 |
718.5 |
722.8 |
+2.8 |
23,573 |
34,196 |
-5,276 |
Jan12 |
111219 |
719.5 |
719.5 |
718.2 |
719.5 |
+1.2 |
0 |
95 |
+0 |
Total Volume and Open Interest |
52,533 |
144,873 |
+3,250 |
Brazilian Real(CME) |
Jan12 |
111219 |
533.65 |
533.65 |
533.25 |
533.65 |
-2.90 |
0 |
10,742 |
+0 |
Feb12 |
111219 |
530.60 |
530.60 |
530.60 |
530.60 |
-2.70 |
|
|
|
Mar12 |
111219 |
527.50 |
530.50 |
527.50 |
527.50 |
-2.55 |
42 |
2,613 |
+28 |
Apr12 |
111219 |
524.90 |
524.90 |
524.90 |
524.90 |
-2.55 |
|
|
|
Total Volume and Open Interest |
1,747 |
26,971 |
-1,677 |
30-Year T-Bonds(CBOT) |
Dec11 |
111219 |
145~270 |
146~180 |
145~100 |
146~100 |
+0~240 |
2,956 |
5,415 |
-1,749 |
Mar12 |
111219 |
145~050 |
146~110 |
144~280 |
146~010 |
+0~240 |
274,693 |
603,991 |
-2,784 |
Jun12 |
111219 |
143~300 |
144~230 |
143~170 |
144~190 |
+0~240 |
23 |
164 |
-2 |
Total Volume and Open Interest |
277,672 |
609,570 |
-4,535 |
10-Year T-Notes(CBOT) |
Dec11 |
111219 |
132~005 |
132~070 |
131~250 |
132~040 |
+0~055 |
12,646 |
9,543 |
-3,582 |
Mar12 |
111219 |
131~055 |
131~140 |
130~310 |
131~105 |
+0~050 |
830,857 |
1,468,912 |
-13,858 |
Jun12 |
111219 |
130~105 |
130~105 |
130~055 |
130~105 |
+0~050 |
|
|
|
Total Volume and Open Interest |
843,503 |
1,478,455 |
-17,440 |
5-Year T-Notes(CBOT) |
Dec11 |
111219 |
123~092 |
123~096 |
123~080 |
123~088 |
+0~003 |
9,629 |
35,351 |
-6,395 |
Mar12 |
111219 |
123~045 |
123~051 |
123~027 |
123~045 |
+0~005 |
359,039 |
1,223,347 |
-9,373 |
Jun12 |
111219 |
122~069 |
122~069 |
122~064 |
122~069 |
+0~005 |
|
|
|
Total Volume and Open Interest |
368,668 |
1,258,698 |
-15,768 |
2 Year T-Notes(CBOT) |
Dec11 |
111219 |
110~028 |
110~031 |
110~027 |
110~030 |
-0~001 |
6,301 |
23,485 |
-2,487 |
Mar12 |
111219 |
110~043 |
110~044 |
110~039 |
110~041 |
unch |
72,077 |
686,635 |
+1,335 |
Jun12 |
111219 |
110~013 |
110~013 |
110~013 |
110~013 |
unch |
|
|
|
Total Volume and Open Interest |
78,378 |
710,120 |
-1,152 |
Eurodollars(CME) |
Dec11 |
111216 |
99.430 |
99.435 |
99.427 |
99.430 |
unch |
190,794 |
966,260 |
-22,533 |
Mar12 |
111219 |
99.335 |
99.360 |
99.320 |
99.325 |
-0.005 |
256,171 |
958,568 |
-2,068 |
Jun12 |
111219 |
99.285 |
99.300 |
99.260 |
99.265 |
-0.010 |
176,386 |
1,049,177 |
-16,199 |
Sep12 |
111219 |
99.265 |
99.270 |
99.230 |
99.240 |
-0.015 |
164,593 |
811,659 |
+2,975 |
Dec12 |
111219 |
99.245 |
99.255 |
99.210 |
99.225 |
-0.020 |
119,082 |
807,413 |
+1,707 |
Mar13 |
111219 |
99.255 |
99.265 |
99.220 |
99.240 |
-0.015 |
104,820 |
753,549 |
+3,075 |
Jun13 |
111219 |
99.260 |
99.265 |
99.215 |
99.235 |
-0.015 |
91,362 |
587,974 |
-8,699 |
Sep13 |
111219 |
99.240 |
99.245 |
99.195 |
99.215 |
-0.020 |
78,116 |
479,799 |
+581 |
Dec13 |
111219 |
99.185 |
99.190 |
99.140 |
99.160 |
-0.025 |
60,509 |
561,582 |
+2,349 |
Mar14 |
111219 |
99.095 |
99.105 |
99.050 |
99.070 |
-0.025 |
50,920 |
380,387 |
+3,429 |
Jun14 |
111219 |
98.955 |
98.965 |
98.910 |
98.935 |
-0.025 |
43,729 |
309,752 |
-507 |
Sep14 |
111219 |
98.800 |
98.810 |
98.760 |
98.780 |
-0.020 |
43,419 |
215,572 |
-1,694 |
Dec14 |
111219 |
98.630 |
98.635 |
98.590 |
98.615 |
-0.015 |
39,768 |
187,795 |
+3,242 |
Mar15 |
111219 |
98.480 |
98.490 |
98.445 |
98.470 |
-0.010 |
32,838 |
143,362 |
+4,838 |
Jun15 |
111219 |
0.026 |
0.036 |
6.540 |
0.016 |
-0.010 |
17,274 |
112,694 |
+772 |
Sep15 |
111219 |
6.420 |
6.435 |
6.380 |
6.415 |
-0.005 |
17,267 |
79,234 |
-955 |
Dec15 |
111219 |
6.245 |
6.275 |
6.215 |
6.250 |
unch |
13,999 |
55,539 |
-124 |
Mar16 |
111219 |
6.110 |
6.150 |
6.080 |
6.120 |
+0.005 |
11,888 |
49,629 |
+917 |
Total Volume and Open Interest |
1,475,722 |
8,726,159 |
-14,986 |
30 Day Federal Funds(CBOT) |
Dec11 |
111219 |
99.925 |
99.927 |
99.925 |
99.925 |
unch |
495 |
68,083 |
+89 |
Jan12 |
111219 |
99.920 |
99.925 |
99.915 |
99.920 |
unch |
380 |
67,134 |
+35 |
Feb12 |
111219 |
99.910 |
99.915 |
99.910 |
99.910 |
unch |
1,401 |
55,374 |
-617 |
Mar12 |
111219 |
99.900 |
99.905 |
99.895 |
99.900 |
+0.005 |
610 |
35,434 |
+89 |
Apr12 |
111219 |
99.890 |
99.890 |
99.885 |
99.890 |
unch |
680 |
39,473 |
+221 |
May12 |
111219 |
99.880 |
99.885 |
99.880 |
99.880 |
unch |
1,220 |
45,056 |
+51 |
Total Volume and Open Interest |
13,228 |
571,008 |
-1,283 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Dec11 |
111219 |
98.670 |
98.670 |
98.582 |
98.670 |
-1.000 |
0 |
1,122 |
+0 |
Mar12 |
111219 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
40 |
+0 |
Jun12 |
111219 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
111219 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec12 |
111219 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Mar13 |
111219 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
111219 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111219 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Dec13 |
111219 |
99.525 |
99.525 |
99.525 |
99.525 |
unch |
|
|
|
Mar14 |
111219 |
99.385 |
99.385 |
99.385 |
99.385 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
1,162 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
111216 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
100 |
2,094 |
-96 |
Jun12 |
111216 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
1,440 |
+0 |
Sep12 |
111216 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
711 |
+0 |
Dec12 |
111216 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
115 |
+0 |
Mar13 |
111216 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
0 |
131 |
+0 |
Jun13 |
111216 |
99.62 |
99.62 |
99.62 |
99.62 |
0.00 |
0 |
208 |
+0 |
Sep13 |
111216 |
99.62 |
99.62 |
99.62 |
99.62 |
0.00 |
0 |
325 |
+0 |
Dec13 |
111216 |
99.53 |
99.53 |
99.53 |
99.53 |
0.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
104 |
9,648 |
-96 |
Japanese Gov't Bonds(SGX) |
Mar12 |
111216 |
142.29 |
142.45 |
142.25 |
142.33 |
+0.06 |
1,488 |
17,249 |
+498 |
Jun12 |
111216 |
140.24 |
140.24 |
140.24 |
140.24 |
+0.06 |
|
|
|
Sep12 |
111216 |
138.15 |
138.15 |
138.15 |
138.15 |
+0.06 |
|
|
|
Total Volume and Open Interest |
1,488 |
17,253 |
+498 |
Euro-Bund(EUREX) |
Mar12 |
111219 |
138.65 |
138.69 |
138.08 |
138.39 |
-0.19 |
455,732 |
839,029 |
+2,884 |
Jun12 |
111219 |
136.87 |
136.87 |
136.56 |
136.69 |
-0.19 |
19 |
169 |
+1 |
Sep12 |
111219 |
136.69 |
136.69 |
136.69 |
136.69 |
-0.19 |
|
|
|
Total Volume and Open Interest |
455,751 |
839,198 |
+2,885 |
Euro-Bobl(EUREX) |
Mar12 |
111219 |
124.80 |
124.82 |
124.57 |
124.72 |
-0.06 |
272,328 |
623,708 |
-8,794 |
Jun12 |
111219 |
123.12 |
123.12 |
123.12 |
123.12 |
-1.70 |
|
|
|
Sep12 |
111219 |
123.12 |
123.12 |
123.12 |
123.12 |
-1.70 |
|
|
|
Total Volume and Open Interest |
272,328 |
623,708 |
-8,794 |
3-Mth Euribor(EUREX) |
Dec11 |
111219 |
98.585 |
98.585 |
98.582 |
98.582 |
-0.003 |
59 |
1,265 |
+0 |
Mar12 |
111219 |
98.850 |
98.860 |
98.850 |
98.860 |
-0.005 |
69 |
1,213 |
-8 |
Jun12 |
111219 |
98.990 |
98.990 |
98.980 |
98.985 |
-0.010 |
55 |
1,072 |
-55 |
Total Volume and Open Interest |
746 |
6,483 |
-347 |
Long Gilt(LIFFE) |
Dec11 |
111219 |
133~07 |
133~07 |
132~22 |
132~31 |
-0~05 |
276 |
7,031 |
-201 |
Mar12 |
111219 |
116~04 |
116~10 |
115~23 |
115~31 |
-0~08 |
86,201 |
303,688 |
+7,218 |
Total Volume and Open Interest |
86,477 |
310,719 |
+7,017 |
3-Mth Short Sterling(LIFFE) |
Dec11 |
111219 |
98.92 |
98.93 |
98.92 |
98.93 |
unch |
36,923 |
300,255 |
-15,061 |
Mar12 |
111219 |
98.90 |
98.91 |
98.88 |
98.89 |
-0.01 |
45,598 |
301,500 |
+1,179 |
Jun12 |
111219 |
98.93 |
98.93 |
98.89 |
98.90 |
-0.02 |
25,516 |
229,492 |
+3,025 |
Sep12 |
111219 |
98.96 |
98.97 |
98.92 |
98.93 |
-0.02 |
33,019 |
241,950 |
+2,486 |
Dec12 |
111219 |
98.96 |
98.98 |
98.93 |
98.94 |
-0.02 |
25,905 |
204,510 |
+1,804 |
Mar13 |
111219 |
99.00 |
99.00 |
98.95 |
98.96 |
-0.02 |
26,648 |
216,923 |
+3,546 |
Total Volume and Open Interest |
262,764 |
2,090,125 |
+5,043 |
3-Mth Euribor(LIFFE) |
Dec11 |
111219 |
98.585 |
98.590 |
98.580 |
98.582 |
-0.003 |
68,851 |
621,328 |
-3,949 |
Mar12 |
111219 |
98.860 |
98.875 |
98.835 |
98.860 |
-0.005 |
147,731 |
498,766 |
+2,639 |
Jun12 |
111219 |
98.980 |
99.000 |
98.965 |
98.985 |
-0.010 |
100,367 |
395,055 |
+1,073 |
Total Volume and Open Interest |
693,137 |
3,528,360 |
+10,097 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
111219 |
96.25 |
96.30 |
96.23 |
96.28 |
+0.02 |
13,139 |
230,002 |
-5,078 |
Jun12 |
111219 |
96.67 |
96.71 |
96.65 |
96.69 |
+0.02 |
11,926 |
178,036 |
+847 |
Sep12 |
111219 |
96.68 |
96.73 |
96.66 |
96.71 |
+0.03 |
6,609 |
113,661 |
-2,338 |
Dec12 |
111219 |
96.56 |
96.62 |
96.54 |
96.60 |
+0.04 |
3,227 |
70,813 |
-403 |
Mar13 |
111219 |
96.45 |
96.50 |
96.44 |
96.49 |
+0.03 |
3,384 |
51,687 |
+251 |
Jun13 |
111219 |
96.35 |
96.41 |
96.35 |
96.40 |
+0.04 |
1,304 |
44,699 |
+506 |
Sep13 |
111219 |
96.22 |
96.30 |
96.22 |
96.29 |
+0.05 |
414 |
25,888 |
+171 |
Dec13 |
111219 |
96.10 |
96.20 |
96.10 |
96.17 |
+0.08 |
167 |
15,914 |
-30 |
Mar14 |
111219 |
96.01 |
96.08 |
96.01 |
96.07 |
+0.07 |
35 |
1,300 |
+13 |
Jun14 |
111219 |
95.92 |
95.98 |
95.92 |
95.98 |
+0.07 |
2 |
80 |
+2 |
Total Volume and Open Interest |
40,207 |
732,155 |
-6,059 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
111219 |
96.18 |
96.26 |
96.16 |
96.23 |
+0.05 |
44,747 |
353,533 |
+17,722 |
Jun12 |
111219 |
96.23 |
96.23 |
96.23 |
96.23 |
+0.05 |
|
|
|
Total Volume and Open Interest |
44,747 |
353,533 |
|
3-Year Aus T-Bonds(SFE) |
Mar12 |
111219 |
97.00 |
97.08 |
96.96 |
97.07 |
+0.07 |
79,040 |
367,442 |
-21,945 |
Jun12 |
111219 |
97.07 |
97.07 |
97.07 |
97.07 |
+0.07 |
|
|
|
Total Volume and Open Interest |
79,040 |
367,442 |
|
Gold(CMX) |
Dec11 |
111219 |
1596.4 |
1603.4 |
1589.7 |
1594.4 |
-1.2 |
589 |
981 |
-1,346 |
Feb12 |
111219 |
1603.5 |
1611.5 |
1585.5 |
1596.7 |
-1.2 |
189,916 |
257,634 |
-3,995 |
Apr12 |
111219 |
1609.0 |
1611.2 |
1587.7 |
1598.8 |
-1.1 |
4,033 |
39,280 |
+29 |
Jun12 |
111219 |
1611.8 |
1613.2 |
1592.8 |
1601.0 |
-1.0 |
1,791 |
25,478 |
+510 |
Aug12 |
111219 |
1600.0 |
1613.3 |
1600.0 |
1603.1 |
-1.0 |
360 |
13,626 |
-84 |
Oct12 |
111219 |
1605.3 |
1605.3 |
1603.0 |
1605.3 |
-0.9 |
257 |
9,135 |
+165 |
Dec12 |
111219 |
1615.6 |
1618.0 |
1600.2 |
1607.5 |
-0.9 |
735 |
23,826 |
-84 |
Feb13 |
111219 |
1610.2 |
1610.2 |
1610.2 |
1610.2 |
-0.8 |
90 |
2,943 |
-26 |
Apr13 |
111219 |
1612.9 |
1612.9 |
1612.9 |
1612.9 |
-0.7 |
0 |
1,377 |
-300 |
Jun13 |
111219 |
1616.0 |
1616.0 |
1616.0 |
1616.0 |
-0.6 |
18 |
9,787 |
+12 |
Aug13 |
111219 |
1619.3 |
1619.3 |
1619.3 |
1619.3 |
-0.6 |
0 |
45 |
+0 |
Oct13 |
111219 |
1622.9 |
1622.9 |
1622.9 |
1622.9 |
-0.5 |
|
|
|
Total Volume and Open Interest |
199,179 |
430,854 |
-5,144 |
Silver(CMX) |
Dec11 |
111219 |
2960.0 |
2960.0 |
2868.0 |
2882.2 |
-79.3 |
82 |
250 |
-19 |
Mar12 |
111219 |
2977.0 |
2979.5 |
2868.0 |
2887.4 |
-79.7 |
44,295 |
58,059 |
+1,022 |
May12 |
111219 |
2980.5 |
2980.5 |
2877.5 |
2893.0 |
-79.7 |
802 |
8,698 |
+0 |
Jul12 |
111219 |
2920.5 |
2943.5 |
2896.5 |
2897.2 |
-79.7 |
273 |
3,402 |
-68 |
Sep12 |
111219 |
2916.5 |
2921.5 |
2900.4 |
2900.4 |
-79.7 |
91 |
2,154 |
+24 |
Dec12 |
111219 |
2928.5 |
2930.0 |
2892.0 |
2904.9 |
-79.7 |
1,180 |
13,445 |
+9 |
Mar13 |
111219 |
2903.6 |
2903.6 |
2903.6 |
2903.6 |
-79.7 |
10 |
1,155 |
+0 |
Total Volume and Open Interest |
47,650 |
103,462 |
+884 |
Platinum(NYMEX) |
Jan12 |
111219 |
1422.0 |
1427.5 |
1405.1 |
1413.6 |
-3.7 |
10,228 |
24,769 |
-341 |
Apr12 |
111219 |
1431.2 |
1432.5 |
1412.8 |
1420.7 |
-3.4 |
1,131 |
17,746 |
+680 |
Jul12 |
111219 |
1425.9 |
1425.9 |
1420.3 |
1424.8 |
-3.3 |
9 |
558 |
+8 |
Oct12 |
111219 |
1428.7 |
1428.7 |
1428.7 |
1428.7 |
-3.4 |
0 |
63 |
+0 |
Total Volume and Open Interest |
11,368 |
43,137 |
+347 |
Palladium(NYMEX) |
Dec11 |
111219 |
615.60 |
615.60 |
615.60 |
615.60 |
-8.05 |
10 |
705 |
-5 |
Mar12 |
111219 |
623.00 |
630.75 |
608.00 |
617.70 |
-7.80 |
3,216 |
17,606 |
+294 |
Jun12 |
111219 |
623.00 |
623.20 |
619.10 |
619.10 |
-7.80 |
2 |
363 |
+1 |
Total Volume and Open Interest |
3,228 |
18,813 |
+290 |
Copper(CMX) |
Dec11 |
111219 |
328.45 |
332.10 |
327.90 |
330.10 |
-2.30 |
243 |
1,527 |
-53 |
Mar12 |
111219 |
334.50 |
335.65 |
326.25 |
330.85 |
-2.25 |
42,330 |
68,817 |
+537 |
May12 |
111219 |
335.95 |
335.95 |
328.35 |
331.90 |
-2.30 |
2,884 |
23,785 |
+93 |
Jul12 |
111219 |
334.80 |
334.80 |
328.70 |
332.50 |
-2.30 |
1,933 |
6,213 |
+279 |
Sep12 |
111219 |
335.25 |
335.25 |
333.00 |
333.00 |
-2.25 |
168 |
3,607 |
+70 |
Total Volume and Open Interest |
48,372 |
117,682 |
+879 |
DJIA Index(CBOT) |
Mar12 |
111219 |
11784 |
11850 |
11690 |
11703 |
-75 |
2,541 |
10,287 |
+309 |
Jun12 |
111219 |
11639 |
11714 |
11639 |
11639 |
-75 |
0 |
400 |
+0 |
Sep12 |
111219 |
11576 |
11651 |
11576 |
11576 |
-75 |
|
|
|
Dec12 |
111219 |
11499 |
11574 |
11499 |
11499 |
-75 |
|
|
|
Total Volume and Open Interest |
4,967 |
28,995 |
|
E-mini DJIA Index(CBOT) |
Dec11 |
111216 |
11896 |
11988 |
11895 |
11949 |
+50 |
22,203 |
78,058 |
-4,463 |
Mar12 |
111219 |
11793 |
11857 |
11661 |
11703 |
-75 |
106,121 |
87,496 |
+3,330 |
Jun12 |
111219 |
11738 |
11828 |
11639 |
11639 |
-75 |
6 |
25 |
+0 |
Sep12 |
111219 |
11576 |
11576 |
11576 |
11576 |
-75 |
0 |
9 |
+0 |
Total Volume and Open Interest |
118,160 |
161,929 |
-329 |
S & P 500(CME) |
Mar12 |
111219 |
1212.10 |
1219.70 |
1195.50 |
1199.00 |
-11.90 |
24,418 |
216,265 |
+11,462 |
Jun12 |
111219 |
1193.60 |
1212.50 |
1190.50 |
1193.60 |
-11.90 |
187 |
3,343 |
-64 |
Sep12 |
111219 |
1188.40 |
1207.30 |
1185.30 |
1188.40 |
-11.90 |
85 |
732 |
-77 |
Dec12 |
111219 |
1182.70 |
1201.60 |
1179.60 |
1182.70 |
-11.90 |
0 |
102 |
+1 |
Total Volume and Open Interest |
46,974 |
352,965 |
+6,039 |
S & P 500 E-Mini(Globex) |
Mar12 |
111219 |
1212.00 |
1219.75 |
1195.50 |
1199.00 |
-12.00 |
2,299,656 |
2,469,690 |
+98,392 |
Jun12 |
111219 |
1206.00 |
1213.25 |
1190.00 |
1193.50 |
-12.00 |
165 |
4,565 |
+55 |
Total Volume and Open Interest |
2,627,149 |
3,382,903 |
-42,355 |
NASDAQ 100(CME) |
Mar12 |
111219 |
2238.50 |
2250.50 |
2203.00 |
2212.50 |
-20.30 |
841 |
3,651 |
+544 |
Jun12 |
111219 |
2210.00 |
2210.00 |
2210.00 |
2210.00 |
-19.80 |
|
|
|
Sep12 |
111219 |
2207.50 |
2207.50 |
2207.50 |
2207.50 |
-19.80 |
|
|
|
Total Volume and Open Interest |
2,095 |
32,861 |
+925 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
111219 |
2235.00 |
2251.00 |
2204.30 |
2212.50 |
-20.30 |
243,508 |
255,199 |
+9,100 |
Jun12 |
111219 |
2206.50 |
2210.00 |
2206.50 |
2210.00 |
-19.80 |
1 |
26 |
+1 |
Total Volume and Open Interest |
283,078 |
421,952 |
-5,694 |
S & P Midcap 400(CME) |
Mar12 |
111219 |
836.40 |
836.40 |
836.40 |
836.40 |
-14.80 |
0 |
333 |
+0 |
Jun12 |
111219 |
834.40 |
834.40 |
834.40 |
834.40 |
-14.80 |
|
|
|
Sep12 |
111219 |
832.40 |
832.40 |
832.40 |
832.40 |
-14.80 |
|
|
|
Total Volume and Open Interest |
73 |
6,223 |
-233 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
111219 |
8365 |
8370 |
8275 |
8285 |
-90 |
5,304 |
22,170 |
+127 |
Jun12 |
111219 |
8230 |
8230 |
8230 |
8230 |
-90 |
11 |
8 |
+4 |
Total Volume and Open Interest |
5,315 |
22,178 |
+131 |
Nikkei 225(SGX) |
Mar12 |
111219 |
8335 |
8355 |
8285 |
8340 |
-80 |
72,369 |
175,979 |
-1,397 |
Jun12 |
111219 |
8240 |
8265 |
8240 |
8265 |
-75 |
14 |
273 |
+0 |
Sep12 |
111219 |
8260 |
8260 |
8260 |
8260 |
-80 |
0 |
30 |
+0 |
Total Volume and Open Interest |
72,633 |
185,574 |
-1,395 |
CAC 40(EURONEXT) |
Jan12 |
111219 |
2935.0 |
3012.0 |
2928.0 |
2975.0 |
+7.0 |
75,624 |
235,673 |
+31,755 |
Feb12 |
111219 |
2937.0 |
3006.0 |
2937.0 |
2975.0 |
+6.0 |
56 |
158 |
+47 |
Mar12 |
111219 |
2941.5 |
3003.5 |
2941.5 |
2974.5 |
+5.0 |
1,247 |
21,134 |
+906 |
Total Volume and Open Interest |
201,732 |
420,447 |
-48,654 |
Hang Seng Index(HKFE) |
Dec11 |
111219 |
18010 |
18101 |
17778 |
18069 |
-191 |
77,804 |
93,770 |
+9,174 |
Jan12 |
111219 |
18019 |
18100 |
17780 |
18070 |
-196 |
1,419 |
3,349 |
+787 |
Total Volume and Open Interest |
79,487 |
100,880 |
+9,942 |
DAX(EUREX) |
Dec11 |
111216 |
5783.0 |
5789.5 |
5714.5 |
5727.5 |
-20.0 |
219,442 |
98,018 |
-35,014 |
Mar12 |
111219 |
5632.0 |
5786.0 |
5614.5 |
5674.0 |
-46.0 |
117,277 |
132,997 |
+22,558 |
Jun12 |
111219 |
5649.5 |
5793.5 |
5643.0 |
5689.0 |
-45.5 |
13,612 |
5,577 |
+638 |
Total Volume and Open Interest |
353,458 |
208,287 |
-5,109 |
FT-SE 100(EURONEXT) |
Mar12 |
111219 |
5320.50 |
5374.00 |
5281.50 |
5324.50 |
-39.00 |
106,852 |
588,325 |
+48,772 |
Jun12 |
111219 |
5294.00 |
5294.00 |
5279.00 |
5279.00 |
-39.00 |
0 |
3,708 |
+500 |
Sep12 |
111219 |
5246.50 |
5246.50 |
5246.50 |
5246.50 |
-41.00 |
|
|
|
Total Volume and Open Interest |
261,816 |
702,454 |
-8,811 |
SPI 200(SFE) |
Mar12 |
111219 |
4134.0 |
4165.0 |
4034.0 |
4047.0 |
-87.0 |
31,132 |
188,008 |
-1,104 |
Jun12 |
111219 |
4107.0 |
4107.0 |
4050.0 |
4052.0 |
-87.0 |
4 |
1,719 |
+4 |
Sep12 |
111219 |
4069.0 |
4070.0 |
4016.0 |
4016.0 |
-87.0 |
7 |
1,205 |
+0 |
Total Volume and Open Interest |
31,147 |
222,420 |
-53,935 |
GSCI(CME) |
Jan12 |
111219 |
621.00 |
621.25 |
620.25 |
620.25 |
+2.00 |
586 |
8,174 |
+264 |
Feb12 |
111219 |
622.00 |
622.00 |
621.30 |
621.30 |
+1.55 |
|
|
|
Mar12 |
111219 |
624.25 |
624.25 |
624.25 |
624.25 |
+1.75 |
|
|
|
Total Volume and Open Interest |
586 |
8,174 |
-419 |
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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