|
 |
| MRCI's End of Day Prices |
|
| Daily Futures Price Listing Tue December 20, 2011 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan12 |
111220 |
1137.00 |
1149.75 |
1135.50 |
1144.50 |
+7.50 |
99,647 |
121,254 |
-11,721 |
| Mar12 |
111220 |
1146.50 |
1159.50 |
1145.00 |
1154.50 |
+7.75 |
55,743 |
177,975 |
+5,562 |
| May12 |
111220 |
1155.50 |
1169.75 |
1155.50 |
1164.75 |
+7.50 |
12,705 |
94,364 |
+1,765 |
| Jul12 |
111220 |
1165.75 |
1179.75 |
1165.25 |
1174.75 |
+7.50 |
17,472 |
79,657 |
+22 |
| Aug12 |
111220 |
1173.50 |
1176.50 |
1165.25 |
1173.25 |
+8.00 |
246 |
1,128 |
-19 |
| Sep12 |
111220 |
1167.75 |
1171.25 |
1159.75 |
1168.75 |
+9.00 |
184 |
950 |
+27 |
| Nov12 |
111220 |
1157.25 |
1170.00 |
1156.50 |
1166.50 |
+8.25 |
5,401 |
53,870 |
-401 |
| Total Volume and Open Interest |
191,622 |
546,759 |
-4,735 |
| Soybean Meal(CBOT) |
| Jan12 |
111220 |
292.50 |
296.60 |
292.30 |
295.20 |
+2.20 |
37,979 |
41,345 |
-8,012 |
| Mar12 |
111220 |
296.50 |
300.50 |
296.00 |
299.20 |
+2.70 |
25,246 |
69,153 |
+3,911 |
| May12 |
111220 |
299.80 |
304.20 |
299.60 |
302.80 |
+2.90 |
5,094 |
29,917 |
+944 |
| Jul12 |
111220 |
303.90 |
307.60 |
303.30 |
306.60 |
+2.90 |
3,818 |
29,987 |
+43 |
| Aug12 |
111220 |
308.50 |
308.70 |
305.40 |
307.90 |
+2.90 |
172 |
5,106 |
+21 |
| Sep12 |
111220 |
308.50 |
308.90 |
305.50 |
308.20 |
+2.90 |
107 |
5,447 |
+29 |
| Oct12 |
111220 |
306.70 |
307.30 |
304.10 |
307.30 |
+3.20 |
83 |
3,459 |
+37 |
| Dec12 |
111220 |
304.70 |
308.30 |
304.10 |
308.30 |
+3.30 |
835 |
18,586 |
-45 |
| Total Volume and Open Interest |
73,631 |
208,636 |
-2,981 |
| Soybean Oil(CBOT) |
| Jan12 |
111220 |
49.19 |
49.82 |
49.10 |
49.38 |
+0.33 |
51,943 |
62,370 |
-7,663 |
| Mar12 |
111220 |
49.50 |
50.19 |
49.46 |
49.75 |
+0.33 |
36,312 |
125,442 |
+2,393 |
| May12 |
111220 |
49.89 |
50.58 |
49.86 |
50.14 |
+0.32 |
6,716 |
49,852 |
+67 |
| Jul12 |
111220 |
50.27 |
50.88 |
50.22 |
50.45 |
+0.33 |
4,877 |
35,584 |
-13 |
| Aug12 |
111220 |
50.67 |
50.85 |
50.40 |
50.53 |
+0.33 |
504 |
4,356 |
-28 |
| Sep12 |
111220 |
50.73 |
50.85 |
50.45 |
50.56 |
+0.33 |
421 |
5,063 |
+40 |
| Oct12 |
111220 |
50.58 |
50.70 |
50.30 |
50.40 |
+0.33 |
391 |
5,203 |
+107 |
| Dec12 |
111220 |
50.00 |
50.64 |
49.98 |
50.21 |
+0.31 |
1,682 |
18,863 |
+656 |
| Total Volume and Open Interest |
102,859 |
307,263 |
-4,434 |
| Canola(WCE) |
| Jan12 |
111220 |
509.0 |
511.7 |
509.0 |
510.5 |
+2.8 |
5,698 |
26,010 |
-3,244 |
| Mar12 |
111220 |
509.0 |
513.3 |
509.0 |
511.6 |
+3.1 |
10,862 |
66,453 |
+2,864 |
| May12 |
111220 |
511.4 |
515.0 |
511.4 |
514.3 |
+2.9 |
1,880 |
15,619 |
-2 |
| Jul12 |
111220 |
515.6 |
517.0 |
513.5 |
515.9 |
+2.4 |
1,247 |
13,667 |
+414 |
| Nov12 |
111220 |
493.1 |
495.4 |
492.4 |
493.5 |
+1.2 |
797 |
16,959 |
+542 |
| Total Volume and Open Interest |
20,606 |
139,249 |
+623 |
| Corn(CBOT) |
| Mar12 |
111220 |
600.00 |
608.50 |
596.25 |
607.00 |
+6.00 |
115,007 |
549,995 |
-3,665 |
| May12 |
111220 |
608.75 |
617.00 |
605.00 |
615.75 |
+6.00 |
36,864 |
176,187 |
+7,404 |
| Jul12 |
111220 |
615.25 |
623.50 |
611.75 |
622.25 |
+6.00 |
24,737 |
158,562 |
+998 |
| Sep12 |
111220 |
580.00 |
586.25 |
578.50 |
584.50 |
+3.50 |
2,048 |
40,237 |
+96 |
| Dec12 |
111220 |
558.00 |
565.00 |
554.00 |
563.50 |
+4.50 |
13,903 |
190,066 |
-975 |
| Mar13 |
111220 |
570.50 |
577.00 |
570.25 |
576.00 |
+5.00 |
575 |
35,463 |
+317 |
| Total Volume and Open Interest |
193,468 |
1,171,874 |
+4,281 |
| Wheat(CBOT) |
| Mar12 |
111220 |
599.00 |
609.00 |
595.50 |
607.75 |
+8.00 |
29,368 |
173,445 |
-486 |
| May12 |
111220 |
619.00 |
628.00 |
615.00 |
626.75 |
+7.75 |
3,865 |
68,584 |
+200 |
| Jul12 |
111220 |
635.75 |
644.75 |
631.25 |
643.75 |
+7.75 |
4,345 |
68,399 |
-283 |
| Sep12 |
111220 |
650.75 |
662.75 |
649.00 |
661.75 |
+7.00 |
532 |
15,312 |
+32 |
| Dec12 |
111220 |
672.00 |
683.00 |
667.75 |
682.00 |
+6.25 |
2,541 |
42,271 |
-632 |
| Total Volume and Open Interest |
40,719 |
373,902 |
-1,170 |
| Wheat(KCBT) |
| Mar12 |
111220 |
658.00 |
668.50 |
654.75 |
668.00 |
+9.50 |
5,454 |
69,343 |
-1,607 |
| May12 |
111220 |
665.00 |
677.25 |
664.00 |
676.50 |
+9.50 |
1,897 |
15,446 |
-258 |
| Jul12 |
111220 |
673.25 |
684.50 |
671.00 |
683.75 |
+9.25 |
1,155 |
38,313 |
+59 |
| Sep12 |
111220 |
688.25 |
698.50 |
685.00 |
698.00 |
+9.50 |
187 |
6,534 |
+71 |
| Dec12 |
111220 |
710.00 |
719.50 |
706.50 |
718.75 |
+8.75 |
317 |
7,350 |
+130 |
| Total Volume and Open Interest |
9,019 |
137,437 |
-1,601 |
| Wheat(MGE) |
| Dec11 |
111214 |
850.75 |
850.75 |
846.00 |
846.00 |
-5.50 |
7 |
34 |
-7 |
| Mar12 |
111220 |
824.00 |
843.00 |
824.00 |
839.25 |
+12.00 |
1,912 |
17,605 |
+156 |
| May12 |
111220 |
803.75 |
822.00 |
803.75 |
819.50 |
+10.75 |
1,015 |
7,560 |
-324 |
| Jul12 |
111220 |
796.00 |
810.25 |
796.00 |
807.50 |
+11.50 |
512 |
7,776 |
+61 |
| Sep12 |
111220 |
766.75 |
785.50 |
766.75 |
781.25 |
+14.50 |
600 |
4,452 |
+311 |
| Total Volume and Open Interest |
4,555 |
40,638 |
+482 |
| Oats(CBOT) |
| Mar12 |
111220 |
308.00 |
311.00 |
304.50 |
309.00 |
+1.75 |
444 |
10,790 |
-224 |
| May12 |
111220 |
312.00 |
315.00 |
311.25 |
313.25 |
+2.00 |
36 |
1,509 |
-9 |
| Jul12 |
111220 |
317.50 |
317.50 |
313.50 |
317.50 |
+4.00 |
1 |
115 |
-1 |
| Sep12 |
111220 |
323.25 |
323.25 |
319.25 |
323.25 |
+4.00 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
483 |
12,571 |
-236 |
| Rough Rice(CBOT) |
| Jan12 |
111220 |
13.97 |
14.23 |
13.93 |
13.99 |
+0.11 |
536 |
6,357 |
-428 |
| Mar12 |
111220 |
14.22 |
14.48 |
14.19 |
14.24 |
+0.09 |
731 |
9,216 |
+222 |
| May12 |
111220 |
14.75 |
14.75 |
14.43 |
14.53 |
+0.10 |
15 |
969 |
+0 |
| Jul12 |
111220 |
14.82 |
14.92 |
14.69 |
14.80 |
+0.11 |
14 |
608 |
-4 |
| Total Volume and Open Interest |
1,305 |
17,333 |
-215 |
| Live Cattle(CME) |
| Dec11 |
111220 |
120.950 |
121.400 |
120.500 |
120.600 |
-0.550 |
2,829 |
9,743 |
-1,870 |
| Feb12 |
111220 |
121.330 |
121.730 |
120.600 |
120.650 |
-0.850 |
13,027 |
129,313 |
-43 |
| Apr12 |
111220 |
124.635 |
124.950 |
124.035 |
124.400 |
-0.550 |
5,933 |
89,497 |
+520 |
| Jun12 |
111220 |
122.700 |
123.200 |
122.135 |
122.950 |
-0.050 |
3,762 |
55,682 |
+334 |
| Aug12 |
111220 |
123.200 |
123.980 |
122.930 |
123.550 |
-0.300 |
1,616 |
14,803 |
+510 |
| Oct12 |
111220 |
126.000 |
126.450 |
125.650 |
126.250 |
-0.250 |
538 |
7,529 |
+153 |
| Total Volume and Open Interest |
27,870 |
311,489 |
-384 |
| Feeder Cattle(CME) |
| Jan12 |
111220 |
144.325 |
144.880 |
143.550 |
144.325 |
-0.360 |
1,470 |
9,516 |
-340 |
| Mar12 |
111220 |
147.450 |
147.850 |
146.685 |
147.535 |
-0.200 |
1,602 |
9,758 |
+236 |
| Apr12 |
111220 |
148.500 |
148.750 |
147.685 |
148.550 |
-0.185 |
276 |
3,023 |
-6 |
| May12 |
111220 |
149.000 |
149.250 |
148.300 |
149.075 |
-0.375 |
356 |
3,812 |
+128 |
| Aug12 |
111220 |
150.450 |
150.630 |
149.630 |
150.535 |
-0.345 |
128 |
3,270 |
+24 |
| Sep12 |
111220 |
150.150 |
150.500 |
150.000 |
150.450 |
-0.450 |
27 |
585 |
+4 |
| Oct12 |
111220 |
150.600 |
150.600 |
150.600 |
150.600 |
-0.300 |
8 |
194 |
+5 |
| Total Volume and Open Interest |
3,875 |
30,189 |
+59 |
| Lean Hogs(CME) |
| Feb12 |
111220 |
84.285 |
84.350 |
83.785 |
84.100 |
-0.250 |
20,506 |
89,005 |
-1,850 |
| Apr12 |
111220 |
87.100 |
87.350 |
86.550 |
87.135 |
-0.065 |
6,309 |
61,732 |
-1,068 |
| May12 |
111220 |
93.200 |
93.550 |
92.800 |
93.550 |
+0.120 |
121 |
2,524 |
-37 |
| Jun12 |
111220 |
94.150 |
94.385 |
93.480 |
94.350 |
+0.050 |
4,084 |
46,209 |
-464 |
| Jul12 |
111220 |
93.330 |
93.800 |
93.050 |
93.580 |
+0.130 |
844 |
13,368 |
-89 |
| Aug12 |
111220 |
92.300 |
92.785 |
91.730 |
92.730 |
+0.230 |
1,283 |
13,849 |
-86 |
| Oct12 |
111220 |
82.035 |
82.650 |
81.635 |
82.535 |
+0.150 |
434 |
8,957 |
-2 |
| Dec12 |
111220 |
78.000 |
78.750 |
77.700 |
78.300 |
+0.400 |
470 |
3,546 |
-1 |
| Total Volume and Open Interest |
34,062 |
239,857 |
-3,596 |
| Class III Milk(CME) |
| Dec11 |
111220 |
18.69 |
18.73 |
18.67 |
18.70 |
-0.01 |
257 |
5,831 |
-19 |
| Jan12 |
111220 |
17.30 |
17.41 |
17.13 |
17.24 |
-0.06 |
598 |
4,822 |
-189 |
| Feb12 |
111220 |
17.33 |
17.50 |
17.20 |
17.36 |
+0.02 |
296 |
4,232 |
+33 |
| Mar12 |
111220 |
17.15 |
17.25 |
17.15 |
17.20 |
+0.01 |
139 |
3,485 |
+44 |
| Apr12 |
111220 |
17.00 |
17.09 |
17.00 |
17.04 |
+0.05 |
61 |
2,554 |
+22 |
| Total Volume and Open Interest |
1,490 |
33,590 |
-37 |
| Cocoa(ICE) |
| Mar12 |
111220 |
2082 |
2191 |
2077 |
2185 |
+115 |
16,729 |
78,058 |
-2,615 |
| May12 |
111220 |
2116 |
2210 |
2100 |
2204 |
+114 |
2,192 |
35,777 |
-102 |
| Jul12 |
111220 |
2165 |
2222 |
2156 |
2217 |
+112 |
1,337 |
17,077 |
+533 |
| Sep12 |
111220 |
2175 |
2235 |
2172 |
2231 |
+112 |
1,107 |
14,643 |
-173 |
| Dec12 |
111220 |
2155 |
2250 |
2155 |
2246 |
+111 |
403 |
14,230 |
+152 |
| Mar13 |
111220 |
2230 |
2262 |
2223 |
2262 |
+104 |
115 |
4,771 |
-13 |
| May13 |
111220 |
2245 |
2275 |
2238 |
2275 |
+95 |
183 |
2,447 |
+23 |
| Total Volume and Open Interest |
22,172 |
167,840 |
-2,109 |
| Coffee "C"(ICE) |
| Dec11 |
111219 |
215.30 |
215.30 |
215.30 |
215.30 |
+4.35 |
1 |
39 |
-18 |
| Mar12 |
111220 |
220.00 |
224.05 |
219.00 |
222.80 |
+3.35 |
8,334 |
56,890 |
-8 |
| May12 |
111220 |
222.55 |
226.55 |
221.80 |
225.50 |
+3.40 |
1,576 |
24,912 |
+20 |
| Jul12 |
111220 |
225.20 |
228.75 |
224.15 |
227.95 |
+3.35 |
969 |
7,606 |
+258 |
| Sep12 |
111220 |
226.90 |
230.55 |
226.10 |
229.90 |
+3.40 |
89 |
6,259 |
-33 |
| Dec12 |
111220 |
229.40 |
232.65 |
228.40 |
231.90 |
+3.30 |
53 |
6,941 |
-16 |
| Total Volume and Open Interest |
11,066 |
103,941 |
+257 |
| Orange Juice(ICE) |
| Jan12 |
111220 |
167.00 |
168.30 |
165.35 |
166.75 |
-0.15 |
2,391 |
9,777 |
-1,511 |
| Mar12 |
111220 |
164.25 |
165.30 |
163.00 |
164.50 |
+0.40 |
1,428 |
14,059 |
+1,226 |
| May12 |
111220 |
162.40 |
163.75 |
161.50 |
163.30 |
+0.30 |
27 |
1,782 |
+6 |
| Jul12 |
111220 |
161.95 |
163.25 |
161.85 |
163.25 |
+0.35 |
11 |
754 |
-3 |
| Sep12 |
111220 |
163.00 |
163.00 |
163.00 |
163.00 |
+0.25 |
0 |
58 |
+0 |
| Nov12 |
111220 |
161.35 |
161.35 |
161.35 |
161.35 |
+0.25 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
3,857 |
26,452 |
-282 |
| Sugar #11(ICE) |
| Mar12 |
111220 |
23.11 |
23.70 |
23.11 |
23.49 |
+0.40 |
22,471 |
217,715 |
+347 |
| May12 |
111220 |
22.78 |
23.27 |
22.75 |
23.04 |
+0.30 |
5,636 |
90,278 |
+73 |
| Jul12 |
111220 |
22.53 |
22.93 |
22.48 |
22.72 |
+0.23 |
4,513 |
94,691 |
+275 |
| Oct12 |
111220 |
22.84 |
23.15 |
22.81 |
22.97 |
+0.18 |
1,987 |
51,388 |
+169 |
| Mar13 |
111220 |
23.31 |
23.62 |
23.28 |
23.43 |
+0.17 |
987 |
32,072 |
+28 |
| Total Volume and Open Interest |
36,925 |
536,045 |
+1,204 |
| London Cocoa(LCE) |
| Mar12 |
111220 |
1350 |
1408 |
1341 |
1400 |
+57 |
9,732 |
79,974 |
-2,264 |
| May12 |
111220 |
1360 |
1420 |
1360 |
1418 |
+56 |
2,303 |
21,835 |
-465 |
| Jul12 |
111220 |
1380 |
1437 |
1376 |
1434 |
+56 |
1,535 |
29,126 |
+486 |
| Sep12 |
111220 |
1395 |
1451 |
1390 |
1447 |
+55 |
1,425 |
20,588 |
+442 |
| Dec12 |
111220 |
1400 |
1456 |
1399 |
1456 |
+54 |
731 |
15,216 |
+308 |
| Mar13 |
111220 |
1418 |
1465 |
1418 |
1465 |
+52 |
168 |
8,817 |
+126 |
| May13 |
111220 |
1437 |
1471 |
1437 |
1471 |
+49 |
4 |
2,042 |
+0 |
| Total Volume and Open Interest |
15,904 |
178,648 |
-1,361 |
| London Sugar(LCE) |
| Mar12 |
111220 |
602.80 |
614.20 |
602.50 |
608.20 |
+8.80 |
2,852 |
24,510 |
+182 |
| May12 |
111220 |
595.70 |
605.00 |
595.70 |
600.20 |
+7.70 |
478 |
8,448 |
+271 |
| Aug12 |
111220 |
591.40 |
599.00 |
591.40 |
594.00 |
+6.90 |
253 |
10,494 |
+42 |
| Oct12 |
111220 |
594.40 |
601.00 |
594.40 |
596.70 |
+6.90 |
79 |
3,983 |
+19 |
| Dec12 |
111220 |
599.30 |
604.50 |
599.00 |
600.50 |
+6.70 |
65 |
1,562 |
+39 |
| Total Volume and Open Interest |
3,767 |
50,311 |
+574 |
| Cotton(ICE) |
| Mar12 |
111220 |
87.00 |
88.14 |
86.45 |
86.80 |
-0.29 |
5,069 |
94,348 |
+1,147 |
| May12 |
111220 |
86.72 |
87.80 |
86.25 |
86.64 |
-0.08 |
1,038 |
24,016 |
+189 |
| Jul12 |
111220 |
86.80 |
87.70 |
86.19 |
86.62 |
+0.02 |
503 |
20,517 |
+115 |
| Oct12 |
111220 |
87.53 |
87.53 |
87.53 |
87.53 |
-0.47 |
1 |
82 |
+0 |
| Dec12 |
111220 |
85.75 |
86.54 |
85.55 |
85.77 |
+0.27 |
42 |
8,180 |
+9 |
| Mar13 |
111220 |
87.04 |
87.78 |
86.93 |
86.93 |
+0.37 |
1 |
418 |
+0 |
| Total Volume and Open Interest |
6,655 |
148,427 |
+1,460 |
| Lumber(CME) |
| Jan12 |
111220 |
239.0 |
245.1 |
238.8 |
245.0 |
+7.9 |
1,129 |
3,324 |
-758 |
| Mar12 |
111220 |
250.5 |
257.2 |
250.0 |
253.7 |
+5.2 |
902 |
4,957 |
+130 |
| May12 |
111220 |
268.5 |
273.0 |
268.0 |
270.3 |
+5.3 |
123 |
1,505 |
+41 |
| Jul12 |
111220 |
280.9 |
281.8 |
279.0 |
281.3 |
+5.5 |
57 |
326 |
+26 |
| Total Volume and Open Interest |
2,243 |
10,243 |
-545 |
| Crude Oil(NYM) |
| Jan12 |
111220 |
94.14 |
97.45 |
94.14 |
97.22 |
+3.34 |
205,893 |
58,145 |
-19,504 |
| Feb12 |
111220 |
94.27 |
97.63 |
94.24 |
97.24 |
+3.19 |
128,464 |
232,761 |
+3,554 |
| Mar12 |
111220 |
94.54 |
97.81 |
94.53 |
97.42 |
+3.17 |
41,176 |
141,853 |
+1,130 |
| Apr12 |
111220 |
95.06 |
97.93 |
94.80 |
97.59 |
+3.14 |
25,011 |
72,988 |
-1,202 |
| May12 |
111220 |
95.03 |
98.01 |
95.03 |
97.67 |
+3.11 |
17,894 |
75,743 |
+2,674 |
| Jun12 |
111220 |
94.97 |
98.00 |
94.81 |
97.59 |
+3.06 |
29,274 |
87,858 |
-611 |
| Jul12 |
111220 |
94.80 |
97.76 |
94.65 |
97.39 |
+3.01 |
6,550 |
37,333 |
+395 |
| Aug12 |
111220 |
95.15 |
97.31 |
95.15 |
97.13 |
+2.99 |
4,372 |
29,503 |
-469 |
| Sep12 |
111220 |
95.59 |
97.27 |
95.59 |
96.86 |
+2.98 |
7,291 |
28,594 |
+425 |
| Oct12 |
111220 |
95.05 |
96.80 |
95.05 |
96.62 |
+2.96 |
2,511 |
29,011 |
+75 |
| Nov12 |
111220 |
94.17 |
96.75 |
94.17 |
96.45 |
+2.94 |
2,123 |
30,840 |
-352 |
| Dec12 |
111220 |
93.75 |
96.75 |
93.67 |
96.27 |
+2.92 |
20,424 |
166,705 |
-2,448 |
| Jan13 |
111220 |
95.95 |
95.95 |
95.95 |
95.95 |
+2.88 |
863 |
31,019 |
-139 |
| Feb13 |
111220 |
95.80 |
95.80 |
95.59 |
95.59 |
+2.85 |
107 |
12,761 |
+33 |
| Mar13 |
111220 |
95.24 |
95.24 |
95.24 |
95.24 |
+2.81 |
165 |
13,631 |
-20 |
| Apr13 |
111220 |
94.87 |
94.87 |
94.87 |
94.87 |
+2.76 |
51 |
6,289 |
-25 |
| Total Volume and Open Interest |
504,230 |
1,317,220 |
-16,576 |
| 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 |
111220 |
94.275 |
97.650 |
94.275 |
97.250 |
+3.200 |
2,638 |
1,231 |
+349 |
| Mar12 |
111220 |
94.525 |
97.800 |
94.525 |
97.425 |
+3.175 |
202 |
334 |
+70 |
| Apr12 |
111220 |
95.325 |
97.900 |
94.875 |
97.600 |
+3.150 |
21 |
198 |
-18 |
| May12 |
111220 |
98.000 |
98.000 |
97.675 |
97.675 |
+3.125 |
0 |
29 |
+0 |
| Jun12 |
111220 |
97.600 |
97.600 |
97.600 |
97.600 |
+3.075 |
0 |
19 |
+0 |
| Jul12 |
111220 |
97.400 |
97.400 |
97.400 |
97.400 |
+3.025 |
0 |
4 |
+0 |
| Aug12 |
111220 |
97.125 |
97.125 |
97.125 |
97.125 |
+2.975 |
0 |
5 |
+0 |
| Sep12 |
111220 |
96.850 |
96.850 |
96.850 |
96.850 |
+2.975 |
|
|
|
| Total Volume and Open Interest |
8,279 |
3,142 |
+197 |
| Heating Oil(NYM) |
| Jan12 |
111220 |
278.56 |
286.80 |
278.50 |
284.94 |
+6.90 |
55,975 |
45,869 |
-4,301 |
| Feb12 |
111220 |
279.50 |
287.82 |
279.43 |
285.92 |
+6.89 |
41,729 |
57,500 |
-3,171 |
| Mar12 |
111220 |
280.63 |
287.67 |
280.33 |
285.93 |
+6.95 |
18,855 |
42,619 |
-847 |
| Apr12 |
111220 |
281.58 |
286.20 |
281.58 |
284.75 |
+7.04 |
14,723 |
22,900 |
-1,730 |
| May12 |
111220 |
280.29 |
284.70 |
280.29 |
283.24 |
+6.93 |
8,651 |
18,381 |
-239 |
| Jun12 |
111220 |
278.15 |
283.50 |
278.11 |
281.94 |
+6.70 |
14,403 |
33,734 |
-1,102 |
| Jul12 |
111220 |
278.15 |
283.60 |
278.15 |
282.04 |
+6.47 |
1,376 |
8,972 |
-367 |
| Aug12 |
111220 |
281.94 |
284.05 |
281.94 |
282.47 |
+6.28 |
885 |
4,477 |
-18 |
| Sep12 |
111220 |
279.35 |
284.00 |
279.35 |
283.20 |
+6.11 |
1,023 |
6,875 |
+171 |
| Oct12 |
111220 |
282.98 |
285.73 |
282.98 |
284.10 |
+6.01 |
464 |
2,783 |
-59 |
| Nov12 |
111220 |
281.39 |
286.56 |
281.39 |
284.99 |
+5.94 |
89 |
2,018 |
-10 |
| Dec12 |
111220 |
282.30 |
287.18 |
282.30 |
285.57 |
+5.84 |
2,382 |
15,499 |
-1,399 |
| Total Volume and Open Interest |
160,633 |
264,688 |
-13,056 |
| Gasoline(NYMEX) |
| Jan12 |
111220 |
250.17 |
258.62 |
249.65 |
257.87 |
+8.96 |
41,194 |
40,885 |
-5,344 |
| Feb12 |
111220 |
251.33 |
259.26 |
250.66 |
258.40 |
+8.68 |
31,109 |
59,125 |
+5,641 |
| Mar12 |
111220 |
252.42 |
260.07 |
252.42 |
259.46 |
+8.55 |
12,878 |
43,850 |
+354 |
| Apr12 |
111220 |
265.29 |
272.93 |
265.29 |
272.29 |
+8.35 |
8,860 |
33,536 |
+382 |
| May12 |
111220 |
268.07 |
272.15 |
268.07 |
272.06 |
+8.20 |
5,840 |
25,107 |
+1,227 |
| Jun12 |
111220 |
263.43 |
270.98 |
263.38 |
270.26 |
+8.04 |
5,927 |
28,751 |
+479 |
| Jul12 |
111220 |
266.13 |
268.29 |
266.13 |
268.02 |
+7.95 |
2,607 |
9,563 |
+387 |
| Aug12 |
111220 |
263.87 |
265.48 |
263.87 |
265.48 |
+7.85 |
1,081 |
9,259 |
+241 |
| Sep12 |
111220 |
261.00 |
262.53 |
260.78 |
262.53 |
+7.77 |
641 |
7,502 |
+161 |
| Oct12 |
111220 |
245.50 |
250.20 |
245.50 |
249.65 |
+7.64 |
101 |
5,243 |
-22 |
| Total Volume and Open Interest |
110,704 |
282,383 |
+3,516 |
| e-miNY RBOB Gasoline(NYM) |
| Jan12 |
111220 |
257.90 |
257.90 |
257.87 |
257.90 |
+9.00 |
0 |
1 |
+0 |
| Feb12 |
111220 |
258.40 |
258.40 |
258.40 |
258.40 |
+8.70 |
0 |
1 |
+0 |
| Mar12 |
111220 |
259.50 |
259.50 |
259.46 |
259.50 |
+8.60 |
|
|
|
| Apr12 |
111220 |
272.30 |
272.30 |
272.29 |
272.30 |
+8.40 |
|
|
|
| Total Volume and Open Interest |
0 |
2 |
+0 |
| Natural Gas(NYM) |
| Jan12 |
111220 |
3.117 |
3.150 |
3.086 |
3.128 |
+0.032 |
103,928 |
107,012 |
-22,288 |
| Feb12 |
111220 |
3.165 |
3.191 |
3.130 |
3.170 |
+0.027 |
58,244 |
139,322 |
+12,941 |
| Mar12 |
111220 |
3.200 |
3.229 |
3.165 |
3.208 |
+0.031 |
30,399 |
209,234 |
+5,299 |
| Apr12 |
111220 |
3.259 |
3.291 |
3.227 |
3.271 |
+0.035 |
21,788 |
113,435 |
+2,460 |
| May12 |
111220 |
3.308 |
3.339 |
3.274 |
3.319 |
+0.037 |
5,621 |
60,769 |
+506 |
| Jun12 |
111220 |
3.337 |
3.385 |
3.321 |
3.365 |
+0.039 |
3,167 |
27,299 |
-23 |
| Jul12 |
111220 |
3.389 |
3.436 |
3.375 |
3.420 |
+0.040 |
2,612 |
23,355 |
+20 |
| Aug12 |
111220 |
3.426 |
3.461 |
3.402 |
3.446 |
+0.039 |
1,098 |
14,825 |
+107 |
| Sep12 |
111220 |
3.416 |
3.463 |
3.406 |
3.448 |
+0.038 |
2,459 |
23,927 |
+778 |
| Oct12 |
111220 |
3.463 |
3.497 |
3.444 |
3.482 |
+0.037 |
11,821 |
70,081 |
+2,920 |
| Nov12 |
111220 |
3.587 |
3.635 |
3.582 |
3.621 |
+0.037 |
2,271 |
27,876 |
-159 |
| Dec12 |
111220 |
3.862 |
3.913 |
3.853 |
3.898 |
+0.039 |
1,611 |
22,970 |
-387 |
| Jan13 |
111220 |
3.985 |
4.041 |
3.982 |
4.024 |
+0.038 |
2,729 |
36,540 |
+142 |
| Feb13 |
111220 |
4.010 |
4.038 |
3.982 |
4.021 |
+0.038 |
547 |
7,210 |
+83 |
| Mar13 |
111220 |
3.966 |
3.987 |
3.946 |
3.987 |
+0.036 |
1,055 |
18,191 |
+507 |
| Apr13 |
111220 |
3.900 |
3.936 |
3.880 |
3.919 |
+0.038 |
880 |
24,620 |
-50 |
| Total Volume and Open Interest |
252,429 |
995,082 |
+4,004 |
| Brent Crude Oil(ICE) |
| Feb12 |
111220 |
104.30 |
107.27 |
103.91 |
106.73 |
+3.09 |
140,067 |
166,959 |
-6,299 |
| Mar12 |
111220 |
103.57 |
106.44 |
103.17 |
106.00 |
+3.11 |
54,312 |
145,108 |
+161 |
| Apr12 |
111220 |
103.15 |
106.00 |
102.76 |
105.58 |
+3.12 |
22,631 |
44,215 |
+124 |
| May12 |
111220 |
102.92 |
105.67 |
102.48 |
105.31 |
+3.09 |
12,952 |
25,310 |
-560 |
| Jun12 |
111220 |
102.70 |
105.38 |
102.22 |
105.05 |
+3.05 |
25,594 |
74,859 |
-226 |
| Jul12 |
111220 |
102.46 |
105.02 |
102.01 |
104.76 |
+3.01 |
6,846 |
20,108 |
+1,113 |
| Aug12 |
111220 |
102.21 |
104.71 |
101.70 |
104.42 |
+2.96 |
3,814 |
28,796 |
-126 |
| Sep12 |
111220 |
101.85 |
104.31 |
101.32 |
104.01 |
+2.90 |
3,366 |
37,345 |
+351 |
| Oct12 |
111220 |
101.43 |
103.95 |
101.00 |
103.65 |
+2.84 |
2,375 |
15,987 |
+448 |
| Nov12 |
111220 |
103.33 |
103.33 |
103.33 |
103.33 |
+2.78 |
1,773 |
16,263 |
-5 |
| Dec12 |
111220 |
100.94 |
103.25 |
100.35 |
102.96 |
+2.73 |
20,045 |
96,500 |
-1,227 |
| Jan13 |
111220 |
102.60 |
102.60 |
102.60 |
102.60 |
+2.68 |
533 |
11,863 |
-62 |
| Feb13 |
111220 |
102.19 |
102.19 |
102.19 |
102.19 |
+2.61 |
383 |
6,826 |
+202 |
| Mar13 |
111220 |
101.77 |
101.77 |
101.77 |
101.77 |
+2.56 |
216 |
4,102 |
-41 |
| Total Volume and Open Interest |
306,320 |
846,572 |
-8,261 |
| Gas Oil(ICE) |
| Jan12 |
111220 |
885.00 |
908.25 |
884.00 |
902.25 |
+14.25 |
50,262 |
114,885 |
-9,316 |
| Feb12 |
111220 |
882.50 |
905.25 |
881.50 |
899.50 |
+14.25 |
52,862 |
94,190 |
+4,136 |
| Mar12 |
111220 |
879.75 |
901.75 |
879.00 |
896.50 |
+14.00 |
23,253 |
51,814 |
-878 |
| Apr12 |
111220 |
877.25 |
898.25 |
877.25 |
893.75 |
+14.00 |
10,424 |
25,860 |
+343 |
| May12 |
111220 |
876.00 |
896.25 |
874.50 |
891.00 |
+14.00 |
6,970 |
29,766 |
+71 |
| Jun12 |
111220 |
873.75 |
894.25 |
871.50 |
889.50 |
+14.25 |
13,727 |
38,112 |
-1,910 |
| Jul12 |
111220 |
876.50 |
891.75 |
872.25 |
890.00 |
+14.00 |
2,794 |
16,286 |
-76 |
| Aug12 |
111220 |
877.25 |
893.50 |
873.25 |
890.75 |
+14.25 |
1,249 |
14,839 |
+372 |
| Sep12 |
111220 |
878.00 |
895.00 |
874.25 |
891.25 |
+14.00 |
1,220 |
14,459 |
-34 |
| Oct12 |
111220 |
878.00 |
894.25 |
874.50 |
891.50 |
+14.25 |
985 |
9,932 |
-86 |
| Total Volume and Open Interest |
169,948 |
491,886 |
-7,128 |
| Ethanol(CBOT) |
| Dec11 |
111205 |
2.503 |
2.503 |
2.485 |
2.500 |
-0.003 |
88 |
204 |
-29 |
| Jan12 |
111220 |
2.122 |
2.144 |
2.115 |
2.140 |
+0.028 |
155 |
848 |
-74 |
| Feb12 |
111220 |
2.132 |
2.148 |
2.132 |
2.140 |
+0.032 |
47 |
1,315 |
-4 |
| Mar12 |
111220 |
2.158 |
2.165 |
2.146 |
2.160 |
+0.031 |
72 |
1,610 |
+9 |
| Apr12 |
111220 |
2.166 |
2.178 |
2.159 |
2.175 |
+0.033 |
72 |
698 |
-18 |
| May12 |
111220 |
2.187 |
2.192 |
2.175 |
2.189 |
+0.028 |
127 |
831 |
-50 |
| Jun12 |
111220 |
2.205 |
2.208 |
2.193 |
2.206 |
+0.026 |
60 |
594 |
+18 |
| Jul12 |
111220 |
2.215 |
2.223 |
2.208 |
2.222 |
+0.029 |
90 |
899 |
+11 |
| Total Volume and Open Interest |
834 |
9,975 |
-84 |
| WTI Crude Oil(ICE) |
| Feb12 |
111220 |
94.70 |
97.65 |
94.32 |
97.24 |
+3.19 |
33,423 |
72,946 |
-799 |
| Mar12 |
111220 |
94.72 |
97.79 |
94.56 |
97.42 |
+3.17 |
10,785 |
32,778 |
+270 |
| Apr12 |
111220 |
94.90 |
97.91 |
94.74 |
97.59 |
+3.14 |
9,373 |
24,597 |
-3,311 |
| May12 |
111220 |
95.40 |
98.05 |
95.40 |
97.67 |
+3.11 |
6,764 |
21,047 |
+2,195 |
| Jun12 |
111220 |
94.93 |
98.00 |
94.81 |
97.59 |
+3.06 |
9,440 |
51,584 |
+28 |
| Jul12 |
111220 |
96.04 |
97.58 |
96.04 |
97.39 |
+3.01 |
2,352 |
9,467 |
-34 |
| Aug12 |
111220 |
95.78 |
97.50 |
95.78 |
97.13 |
+2.99 |
1,026 |
8,030 |
-34 |
| Sep12 |
111220 |
95.50 |
97.24 |
95.50 |
96.86 |
+2.98 |
1,228 |
11,567 |
+18 |
| Oct12 |
111220 |
95.64 |
97.02 |
95.64 |
96.62 |
+2.96 |
433 |
5,369 |
+115 |
| Nov12 |
111220 |
96.45 |
96.45 |
96.45 |
96.45 |
+2.94 |
239 |
4,537 |
-44 |
| Dec12 |
111220 |
93.73 |
96.74 |
93.70 |
96.27 |
+2.92 |
5,255 |
64,124 |
-753 |
| Jan13 |
111220 |
95.95 |
95.95 |
95.95 |
95.95 |
+2.88 |
16 |
3,030 |
+16 |
| Feb13 |
111220 |
95.59 |
95.59 |
95.59 |
95.59 |
+2.85 |
0 |
740 |
+0 |
| Mar13 |
111220 |
95.24 |
95.24 |
95.24 |
95.24 |
+2.81 |
0 |
1,613 |
+0 |
| Apr13 |
111220 |
94.87 |
94.87 |
94.87 |
94.87 |
+2.76 |
0 |
389 |
+0 |
| May13 |
111220 |
94.50 |
94.50 |
94.50 |
94.50 |
+2.72 |
0 |
574 |
+0 |
| Total Volume and Open Interest |
104,510 |
431,331 |
-7,250 |
| US Dollar Index(ICE) |
| Mar12 |
111220 |
80.890 |
80.940 |
80.035 |
80.272 |
-0.535 |
35,693 |
66,781 |
+14,758 |
| Jun12 |
111220 |
80.875 |
80.875 |
80.808 |
80.808 |
-0.600 |
2 |
504 |
+1 |
| Sep12 |
111220 |
81.408 |
81.408 |
81.408 |
81.408 |
-0.600 |
|
|
|
| Total Volume and Open Interest |
48,849 |
83,073 |
+9,778 |
| Australian Dollar(CME) |
| Dec11 |
111219 |
99.66 |
99.74 |
99.02 |
99.45 |
-0.13 |
96,443 |
45,797 |
-8,933 |
| Mar12 |
111220 |
97.96 |
99.95 |
97.96 |
99.65 |
+1.46 |
107,832 |
102,372 |
+3,710 |
| Jun12 |
111220 |
98.02 |
99.00 |
97.44 |
98.87 |
+1.43 |
2 |
8 |
+0 |
| Total Volume and Open Interest |
125,263 |
142,833 |
-1,752 |
| British Pound(CME) |
| Dec11 |
111219 |
155.23 |
155.45 |
154.67 |
155.28 |
+0.30 |
93,019 |
76,646 |
-11,099 |
| Mar12 |
111220 |
154.83 |
156.88 |
154.77 |
156.48 |
+1.41 |
74,711 |
196,896 |
+6,813 |
| Jun12 |
111220 |
155.35 |
156.34 |
154.92 |
156.34 |
+1.42 |
26 |
34 |
+17 |
| Total Volume and Open Interest |
93,151 |
267,655 |
+904 |
| Canadian Dollar(CME) |
| Dec11 |
111220 |
96.26 |
97.38 |
96.26 |
97.37 |
+0.88 |
10,823 |
59,057 |
-3,045 |
| Mar12 |
111220 |
96.13 |
97.25 |
96.08 |
96.81 |
+0.51 |
62,260 |
110,815 |
+4,187 |
| Jun12 |
111220 |
96.50 |
97.05 |
96.11 |
96.67 |
+0.56 |
93 |
2,464 |
+64 |
| Sep12 |
111220 |
96.97 |
96.97 |
95.99 |
96.57 |
+0.58 |
69 |
1,347 |
+184 |
| Total Volume and Open Interest |
73,305 |
174,004 |
+1,442 |
| Japanese Yen(CME) |
| Dec11 |
111219 |
128.55 |
128.55 |
127.66 |
128.38 |
-0.04 |
59,107 |
89,901 |
-13,033 |
| Mar12 |
111220 |
128.48 |
128.93 |
128.36 |
128.65 |
+0.09 |
54,720 |
136,399 |
+7,048 |
| Jun12 |
111220 |
129.10 |
129.10 |
128.84 |
128.94 |
+0.10 |
10 |
147 |
+10 |
| Total Volume and Open Interest |
67,324 |
222,046 |
+2,650 |
| Swiss Franc(CME) |
| Dec11 |
111219 |
106.86 |
106.96 |
106.35 |
106.75 |
+0.05 |
35,251 |
30,904 |
-319 |
| Mar12 |
111220 |
106.89 |
108.13 |
106.83 |
107.60 |
+0.56 |
20,383 |
35,299 |
+2,181 |
| Jun12 |
111220 |
108.16 |
108.40 |
107.31 |
107.87 |
+0.56 |
1 |
6 |
-1 |
| Total Volume and Open Interest |
26,420 |
64,927 |
+893 |
| EuroFX(CME) |
| Dec11 |
111219 |
130.35 |
130.41 |
129.83 |
130.22 |
-0.04 |
210,055 |
120,836 |
-17,261 |
| Mar12 |
111220 |
130.07 |
131.42 |
130.03 |
130.84 |
+0.58 |
230,604 |
258,127 |
+13,143 |
| Jun12 |
111220 |
130.50 |
131.50 |
130.36 |
130.95 |
+0.59 |
148 |
1,560 |
+22 |
| Total Volume and Open Interest |
296,708 |
361,793 |
-5,590 |
| Mexican Peso(CME) |
| Dec11 |
111219 |
722.2 |
722.8 |
718.5 |
722.8 |
+2.8 |
23,573 |
34,196 |
-5,276 |
| Jan12 |
111220 |
723.8 |
723.8 |
719.5 |
723.8 |
+4.2 |
0 |
95 |
+0 |
| Total Volume and Open Interest |
26,052 |
143,404 |
-1,469 |
| Brazilian Real(CME) |
| Jan12 |
111220 |
540.90 |
541.60 |
540.90 |
540.90 |
+7.25 |
0 |
10,742 |
+0 |
| Feb12 |
111220 |
537.65 |
537.65 |
537.65 |
537.65 |
+7.05 |
|
|
|
| Mar12 |
111220 |
534.35 |
534.35 |
534.35 |
534.35 |
+6.85 |
549 |
2,412 |
-201 |
| Apr12 |
111220 |
531.75 |
531.75 |
531.75 |
531.75 |
+6.85 |
|
|
|
| Total Volume and Open Interest |
549 |
26,770 |
-201 |
| 30-Year T-Bonds(CBOT) |
| Dec11 |
111220 |
146~000 |
146~020 |
144~200 |
144~220 |
-1~200 |
2,775 |
4,441 |
-974 |
| Mar12 |
111220 |
146~020 |
146~030 |
144~000 |
144~030 |
-1~300 |
254,285 |
608,734 |
+4,743 |
| Jun12 |
111220 |
144~000 |
144~190 |
142~210 |
142~210 |
-1~300 |
34 |
180 |
+16 |
| Total Volume and Open Interest |
257,094 |
613,355 |
+3,785 |
| 10-Year T-Notes(CBOT) |
| Dec11 |
111220 |
132~045 |
132~045 |
131~185 |
131~190 |
-0~170 |
8,111 |
6,580 |
-2,963 |
| Mar12 |
111220 |
131~105 |
131~105 |
130~190 |
130~200 |
-0~225 |
754,393 |
1,476,342 |
+7,430 |
| Jun12 |
111220 |
129~250 |
130~105 |
129~250 |
129~250 |
-0~175 |
|
|
|
| Total Volume and Open Interest |
762,504 |
1,482,922 |
+4,467 |
| 5-Year T-Notes(CBOT) |
| Dec11 |
111220 |
123~072 |
123~088 |
123~020 |
123~059 |
-0~029 |
1,649 |
35,078 |
-273 |
| Mar12 |
111220 |
123~042 |
123~042 |
122~124 |
123~013 |
-0~032 |
361,835 |
1,228,633 |
+5,286 |
| Jun12 |
111220 |
122~037 |
122~069 |
122~037 |
122~037 |
-0~032 |
|
|
|
| Total Volume and Open Interest |
363,484 |
1,263,711 |
+5,013 |
| 2 Year T-Notes(CBOT) |
| Dec11 |
111220 |
110~025 |
110~030 |
110~023 |
110~025 |
-0~005 |
5,989 |
18,924 |
-4,561 |
| Mar12 |
111220 |
110~041 |
110~042 |
110~034 |
110~036 |
-0~005 |
108,404 |
688,394 |
+1,759 |
| Jun12 |
111220 |
110~008 |
110~013 |
110~008 |
110~008 |
-0~005 |
|
|
|
| Total Volume and Open Interest |
114,393 |
707,318 |
-2,802 |
| Eurodollars(CME) |
| Mar12 |
111220 |
99.330 |
99.345 |
99.330 |
99.330 |
+0.005 |
251,051 |
953,904 |
-4,664 |
| Jun12 |
111220 |
99.265 |
99.280 |
99.260 |
99.270 |
+0.005 |
231,109 |
1,027,928 |
-21,249 |
| Sep12 |
111220 |
99.235 |
99.255 |
99.230 |
99.245 |
+0.005 |
252,112 |
814,490 |
+2,831 |
| Dec12 |
111220 |
99.215 |
99.240 |
99.210 |
99.230 |
+0.005 |
412,207 |
779,431 |
-27,982 |
| Mar13 |
111220 |
99.230 |
99.250 |
99.215 |
99.240 |
unch |
361,721 |
764,479 |
+10,930 |
| Jun13 |
111220 |
99.225 |
99.240 |
99.205 |
99.230 |
-0.005 |
178,570 |
582,609 |
-5,365 |
| Sep13 |
111220 |
99.200 |
99.210 |
99.180 |
99.200 |
-0.015 |
152,874 |
482,706 |
+2,907 |
| Dec13 |
111220 |
99.145 |
99.155 |
99.125 |
99.135 |
-0.025 |
124,397 |
484,115 |
-77,467 |
| Mar14 |
111220 |
99.055 |
99.060 |
99.030 |
99.040 |
-0.030 |
76,452 |
383,555 |
+3,168 |
| Jun14 |
111220 |
98.920 |
98.920 |
98.885 |
98.895 |
-0.040 |
60,533 |
319,331 |
+9,579 |
| Sep14 |
111220 |
98.755 |
98.765 |
98.725 |
98.730 |
-0.050 |
61,106 |
217,050 |
+1,478 |
| Dec14 |
111220 |
98.600 |
98.600 |
98.555 |
98.560 |
-0.055 |
89,489 |
173,413 |
-14,382 |
| Mar15 |
111220 |
98.455 |
98.455 |
98.405 |
98.410 |
-0.060 |
44,213 |
154,392 |
+11,030 |
| Jun15 |
111220 |
0.006 |
0.006 |
6.495 |
6.505 |
+6.489 |
26,046 |
115,829 |
+3,135 |
| Sep15 |
111220 |
6.405 |
6.405 |
6.335 |
6.345 |
-0.070 |
18,783 |
79,241 |
+7 |
| Dec15 |
111220 |
6.225 |
6.230 |
6.160 |
6.175 |
-0.075 |
17,672 |
52,954 |
-2,585 |
| Mar16 |
111220 |
6.100 |
6.105 |
6.025 |
6.035 |
-0.085 |
9,456 |
50,176 |
+547 |
| Jun16 |
111220 |
5.985 |
5.985 |
5.895 |
5.905 |
-0.095 |
7,793 |
37,416 |
+466 |
| Total Volume and Open Interest |
2,543,526 |
8,618,042 |
-108,117 |
| 30 Day Federal Funds(CBOT) |
| Dec11 |
111220 |
99.925 |
99.927 |
99.925 |
99.925 |
unch |
4,312 |
67,004 |
-1,079 |
| Jan12 |
111220 |
99.925 |
99.925 |
99.920 |
99.920 |
unch |
2,696 |
66,601 |
-533 |
| Feb12 |
111220 |
99.915 |
99.915 |
99.910 |
99.910 |
unch |
2,250 |
56,104 |
+730 |
| Mar12 |
111220 |
99.905 |
99.910 |
99.900 |
99.900 |
unch |
840 |
34,918 |
-516 |
| Apr12 |
111220 |
99.890 |
99.900 |
99.885 |
99.890 |
unch |
1,013 |
39,242 |
-231 |
| May12 |
111220 |
99.880 |
99.890 |
99.875 |
99.880 |
unch |
1,669 |
45,481 |
+425 |
| Total Volume and Open Interest |
21,573 |
570,459 |
-549 |
| 30 Day Fed Funds(e-CBOT) |
| 3-Mth Euro-Yen(CME) |
| Mar12 |
111220 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
40 |
+0 |
| Jun12 |
111220 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
| Sep12 |
111220 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
| Dec12 |
111220 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
| Mar13 |
111220 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
| Jun13 |
111220 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
| Sep13 |
111220 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
| Dec13 |
111220 |
99.525 |
99.525 |
99.525 |
99.525 |
unch |
|
|
|
| Mar14 |
111220 |
99.385 |
99.385 |
99.385 |
99.385 |
unch |
|
|
|
| Jun14 |
111220 |
99.245 |
99.245 |
99.245 |
99.245 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
1,162 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar12 |
111219 |
99.67 |
99.67 |
99.66 |
99.66 |
unch |
0 |
2,094 |
+0 |
| Jun12 |
111219 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,440 |
+0 |
| Sep12 |
111219 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
711 |
+0 |
| Dec12 |
111219 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
2 |
115 |
+0 |
| Mar13 |
111219 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
| Jun13 |
111219 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
208 |
+0 |
| Sep13 |
111219 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
325 |
+0 |
| Dec13 |
111219 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
3 |
+0 |
| Total Volume and Open Interest |
2 |
9,648 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Mar12 |
111219 |
142.31 |
142.47 |
142.30 |
142.32 |
-0.01 |
2,061 |
17,748 |
+499 |
| Jun12 |
111219 |
140.23 |
140.23 |
140.23 |
140.23 |
-0.01 |
|
|
|
| Sep12 |
111219 |
138.14 |
138.14 |
138.14 |
138.14 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
2,061 |
17,752 |
+499 |
| Euro-Bund(EUREX) |
| Mar12 |
111220 |
138.23 |
138.36 |
137.39 |
137.50 |
-0.89 |
355,499 |
849,054 |
+10,025 |
| Jun12 |
111220 |
136.66 |
136.69 |
135.71 |
135.79 |
-0.90 |
10 |
173 |
+4 |
| Sep12 |
111220 |
135.79 |
135.79 |
135.79 |
135.79 |
-0.90 |
|
|
|
| Total Volume and Open Interest |
355,509 |
849,227 |
+10,029 |
| Euro-Bobl(EUREX) |
| Mar12 |
111220 |
124.68 |
124.77 |
124.23 |
124.40 |
-0.32 |
195,573 |
631,437 |
+7,729 |
| Jun12 |
111220 |
122.80 |
122.80 |
122.80 |
122.80 |
-0.32 |
|
|
|
| Sep12 |
111220 |
122.80 |
122.80 |
122.80 |
122.80 |
-0.32 |
|
|
|
| Total Volume and Open Interest |
195,573 |
631,437 |
+7,729 |
| 3-Mth Euribor(EUREX) |
| Dec11 |
111219 |
98.585 |
98.585 |
98.582 |
98.582 |
-0.003 |
59 |
1,265 |
+0 |
| Mar12 |
111220 |
98.860 |
98.880 |
98.860 |
98.880 |
+0.020 |
211 |
1,205 |
-8 |
| Jun12 |
111220 |
98.975 |
98.995 |
98.975 |
98.995 |
+0.010 |
200 |
1,267 |
+195 |
| Total Volume and Open Interest |
428 |
6,671 |
+188 |
| Long Gilt(LIFFE) |
| Dec11 |
111220 |
132~30 |
133~01 |
132~25 |
132~25 |
-0~06 |
40 |
7,040 |
+9 |
| Mar12 |
111220 |
115~32 |
116~02 |
115~19 |
115~26 |
-0~06 |
61,077 |
295,212 |
-8,476 |
| Total Volume and Open Interest |
61,117 |
302,252 |
-8,467 |
| 3-Mth Short Sterling(LIFFE) |
| Dec11 |
111220 |
98.92 |
98.94 |
98.92 |
98.93 |
unch |
20,551 |
293,357 |
-6,898 |
| Mar12 |
111220 |
98.90 |
98.91 |
98.87 |
98.91 |
+0.02 |
49,298 |
306,035 |
+4,535 |
| Jun12 |
111220 |
98.91 |
98.91 |
98.87 |
98.90 |
unch |
30,621 |
230,397 |
+905 |
| Sep12 |
111220 |
98.94 |
98.94 |
98.88 |
98.91 |
-0.02 |
36,440 |
240,599 |
-1,351 |
| Dec12 |
111220 |
98.96 |
98.96 |
98.89 |
98.91 |
-0.03 |
29,186 |
208,476 |
+3,966 |
| Mar13 |
111220 |
98.96 |
98.97 |
98.90 |
98.93 |
-0.03 |
23,987 |
219,557 |
+2,634 |
| Total Volume and Open Interest |
262,958 |
2,084,938 |
-5,187 |
| 3-Mth Euribor(LIFFE) |
| Mar12 |
111220 |
98.865 |
98.890 |
98.850 |
98.880 |
+0.020 |
106,016 |
496,584 |
-2,182 |
| Jun12 |
111220 |
98.985 |
99.010 |
98.965 |
98.995 |
+0.010 |
54,807 |
397,304 |
+2,249 |
| Sep12 |
111220 |
99.030 |
99.060 |
99.020 |
99.040 |
+0.005 |
70,877 |
378,418 |
+156 |
| Total Volume and Open Interest |
538,135 |
3,502,845 |
-25,515 |
| 3-Mth Aus T-Bills(SFE) |
| Mar12 |
111220 |
96.27 |
96.30 |
96.25 |
96.27 |
-0.01 |
13,215 |
229,960 |
-42 |
| Jun12 |
111220 |
96.68 |
96.70 |
96.62 |
96.65 |
-0.04 |
7,162 |
176,817 |
-1,219 |
| Sep12 |
111220 |
96.70 |
96.73 |
96.65 |
96.67 |
-0.04 |
5,366 |
114,296 |
+635 |
| Dec12 |
111220 |
96.58 |
96.63 |
96.56 |
96.57 |
-0.03 |
3,793 |
70,609 |
-204 |
| Mar13 |
111220 |
96.48 |
96.54 |
96.46 |
96.47 |
-0.02 |
1,658 |
50,910 |
-777 |
| Jun13 |
111220 |
96.38 |
96.40 |
96.37 |
96.37 |
-0.03 |
1,917 |
45,022 |
+323 |
| Sep13 |
111220 |
96.26 |
96.29 |
96.25 |
96.25 |
-0.04 |
613 |
26,006 |
+118 |
| Dec13 |
111220 |
96.14 |
96.19 |
96.14 |
96.14 |
-0.03 |
398 |
16,022 |
+108 |
| Mar14 |
111220 |
96.05 |
96.07 |
96.04 |
96.04 |
-0.03 |
30 |
1,328 |
+28 |
| Jun14 |
111220 |
95.94 |
95.94 |
95.94 |
95.94 |
-0.04 |
11 |
79 |
-1 |
| Total Volume and Open Interest |
34,163 |
731,124 |
-1,031 |
| 10-Year Aus T-Bonds(SFE) |
| Mar12 |
111220 |
96.23 |
96.27 |
96.21 |
96.23 |
unch |
23,272 |
331,437 |
-22,096 |
| Jun12 |
111220 |
96.23 |
96.23 |
96.23 |
96.23 |
unch |
|
|
|
| Total Volume and Open Interest |
23,272 |
331,437 |
-22,096 |
| 3-Year Aus T-Bonds(SFE) |
| Mar12 |
111220 |
97.06 |
97.09 |
97.02 |
97.05 |
-0.02 |
64,778 |
364,921 |
-2,521 |
| Jun12 |
111220 |
97.05 |
97.05 |
97.05 |
97.05 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
64,778 |
364,921 |
-2,521 |
| Gold(CMX) |
| Dec11 |
111220 |
1596.4 |
1617.0 |
1596.4 |
1615.6 |
+21.2 |
57 |
361 |
-620 |
| Feb12 |
111220 |
1595.5 |
1620.8 |
1594.1 |
1617.6 |
+20.9 |
137,428 |
253,512 |
-4,122 |
| Apr12 |
111220 |
1597.3 |
1622.1 |
1597.3 |
1619.8 |
+21.0 |
3,965 |
39,722 |
+442 |
| Jun12 |
111220 |
1601.0 |
1624.0 |
1601.0 |
1622.0 |
+21.0 |
1,902 |
25,551 |
+73 |
| Aug12 |
111220 |
1623.9 |
1625.0 |
1622.9 |
1624.2 |
+21.1 |
488 |
13,728 |
+102 |
| Oct12 |
111220 |
1610.2 |
1626.5 |
1606.3 |
1626.4 |
+21.1 |
215 |
9,278 |
+143 |
| Dec12 |
111220 |
1615.0 |
1628.7 |
1615.0 |
1628.7 |
+21.2 |
838 |
24,048 |
+222 |
| Feb13 |
111220 |
1631.4 |
1631.4 |
1629.8 |
1631.4 |
+21.2 |
30 |
2,939 |
-4 |
| Apr13 |
111220 |
1634.1 |
1634.1 |
1634.1 |
1634.1 |
+21.2 |
0 |
1,377 |
+0 |
| Jun13 |
111220 |
1637.2 |
1637.2 |
1637.2 |
1637.2 |
+21.2 |
458 |
9,720 |
-67 |
| Aug13 |
111220 |
1640.5 |
1640.5 |
1640.5 |
1640.5 |
+21.2 |
0 |
45 |
+0 |
| Oct13 |
111220 |
1644.1 |
1644.1 |
1644.1 |
1644.1 |
+21.2 |
|
|
|
| Total Volume and Open Interest |
146,429 |
427,087 |
-3,767 |
| Silver(CMX) |
| Dec11 |
111220 |
2923.0 |
2949.6 |
2920.0 |
2949.6 |
+67.4 |
57 |
231 |
-19 |
| Mar12 |
111220 |
2878.0 |
2962.5 |
2869.5 |
2953.6 |
+66.2 |
29,657 |
55,356 |
-2,703 |
| May12 |
111220 |
2894.0 |
2965.5 |
2894.0 |
2959.1 |
+66.1 |
942 |
8,702 |
+4 |
| Jul12 |
111220 |
2952.5 |
2963.3 |
2952.5 |
2963.3 |
+66.1 |
73 |
3,313 |
-89 |
| Sep12 |
111220 |
2966.5 |
2966.5 |
2966.5 |
2966.5 |
+66.1 |
832 |
2,457 |
+303 |
| Dec12 |
111220 |
2949.0 |
2971.0 |
2945.0 |
2971.0 |
+66.1 |
201 |
13,512 |
+67 |
| Mar13 |
111220 |
2970.0 |
2970.0 |
2970.0 |
2970.0 |
+66.4 |
0 |
1,155 |
+0 |
| Total Volume and Open Interest |
32,195 |
100,894 |
-2,568 |
| Platinum(NYMEX) |
| Jan12 |
111220 |
1410.1 |
1437.0 |
1407.6 |
1432.9 |
+19.3 |
6,599 |
23,191 |
-1,578 |
| Apr12 |
111220 |
1418.7 |
1442.5 |
1418.7 |
1439.8 |
+19.1 |
2,071 |
18,953 |
+1,207 |
| Jul12 |
111220 |
1443.9 |
1443.9 |
1443.9 |
1443.9 |
+19.1 |
42 |
593 |
+35 |
| Oct12 |
111220 |
1446.0 |
1447.3 |
1446.0 |
1447.3 |
+18.6 |
5 |
68 |
+5 |
| Total Volume and Open Interest |
8,717 |
42,806 |
-331 |
| Palladium(NYMEX) |
| Dec11 |
111220 |
622.45 |
626.65 |
622.45 |
626.65 |
+11.05 |
17 |
718 |
+13 |
| Mar12 |
111220 |
610.25 |
630.15 |
610.25 |
628.60 |
+10.90 |
1,440 |
17,391 |
-215 |
| Jun12 |
111220 |
629.90 |
629.90 |
629.90 |
629.90 |
+10.80 |
0 |
361 |
-2 |
| Total Volume and Open Interest |
1,457 |
18,609 |
-204 |
| Copper(CMX) |
| Dec11 |
111220 |
333.75 |
337.85 |
332.30 |
336.30 |
+6.20 |
276 |
895 |
-632 |
| Mar12 |
111220 |
330.30 |
339.00 |
328.55 |
336.95 |
+6.10 |
39,840 |
69,548 |
+731 |
| May12 |
111220 |
332.75 |
340.00 |
330.40 |
338.00 |
+6.10 |
4,510 |
23,697 |
-88 |
| Jul12 |
111220 |
338.80 |
338.80 |
338.60 |
338.60 |
+6.10 |
1,105 |
6,424 |
+211 |
| Sep12 |
111220 |
336.60 |
339.35 |
336.60 |
339.15 |
+6.15 |
114 |
3,574 |
-33 |
| Total Volume and Open Interest |
47,376 |
117,525 |
-157 |
| DJIA Index(CBOT) |
| Mar12 |
111220 |
11699 |
12040 |
11699 |
12031 |
+328 |
139 |
10,304 |
+17 |
| Jun12 |
111220 |
11967 |
11967 |
11639 |
11967 |
+328 |
0 |
400 |
+0 |
| Sep12 |
111220 |
11904 |
11904 |
11576 |
11904 |
+328 |
|
|
|
| Dec12 |
111220 |
11827 |
11827 |
11499 |
11827 |
+328 |
|
|
|
| Total Volume and Open Interest |
139 |
10,704 |
-18,291 |
| E-mini DJIA Index(CBOT) |
| Dec11 |
111216 |
11896 |
11988 |
11895 |
11949 |
+50 |
22,203 |
78,058 |
-4,463 |
| Mar12 |
111220 |
11705 |
12047 |
11693 |
12031 |
+328 |
108,448 |
86,686 |
-810 |
| Jun12 |
111220 |
11695 |
11967 |
11695 |
11967 |
+328 |
2 |
27 |
+2 |
| Sep12 |
111220 |
11904 |
11904 |
11904 |
11904 |
+328 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
108,450 |
86,722 |
-75,207 |
| S & P 500(CME) |
| Mar12 |
111220 |
1199.00 |
1237.20 |
1196.50 |
1236.00 |
+37.00 |
12,152 |
216,600 |
+335 |
| Jun12 |
111220 |
1230.70 |
1231.60 |
1229.60 |
1230.70 |
+37.10 |
74 |
3,343 |
+0 |
| Sep12 |
111220 |
1225.50 |
1226.40 |
1224.40 |
1225.50 |
+37.10 |
0 |
732 |
+0 |
| Dec12 |
111220 |
1219.80 |
1220.70 |
1218.70 |
1219.80 |
+37.10 |
0 |
102 |
+0 |
| Total Volume and Open Interest |
12,226 |
220,777 |
-132,188 |
| S & P 500 E-Mini(Globex) |
| Mar12 |
111220 |
1199.00 |
1237.25 |
1198.75 |
1236.00 |
+37.00 |
2,189,561 |
2,511,559 |
+41,869 |
| Jun12 |
111220 |
1193.50 |
1231.75 |
1193.50 |
1230.75 |
+37.25 |
1,922 |
5,930 |
+1,365 |
| Total Volume and Open Interest |
2,191,498 |
2,517,624 |
-865,279 |
| NASDAQ 100(CME) |
| Mar12 |
111220 |
2217.50 |
2284.00 |
2214.50 |
2266.80 |
+54.30 |
247 |
3,622 |
-29 |
| Jun12 |
111220 |
2263.30 |
2263.30 |
2210.00 |
2263.30 |
+53.30 |
|
|
|
| Sep12 |
111220 |
2260.80 |
2260.80 |
2207.50 |
2260.80 |
+53.30 |
|
|
|
| Total Volume and Open Interest |
247 |
3,622 |
-29,239 |
| NASDAQ 100 E-Mini(Globex) |
| Mar12 |
111220 |
2214.00 |
2283.30 |
2212.30 |
2266.80 |
+54.30 |
214,925 |
256,047 |
+848 |
| Jun12 |
111220 |
2251.30 |
2275.30 |
2251.30 |
2263.30 |
+53.30 |
6 |
29 |
+3 |
| Total Volume and Open Interest |
214,931 |
256,077 |
-165,875 |
| S & P Midcap 400(CME) |
| Mar12 |
111220 |
865.90 |
869.00 |
865.90 |
865.90 |
+29.50 |
10 |
328 |
-5 |
| Jun12 |
111220 |
863.90 |
863.90 |
863.90 |
863.90 |
+29.50 |
|
|
|
| Sep12 |
111220 |
861.90 |
861.90 |
861.90 |
861.90 |
+29.50 |
|
|
|
| Total Volume and Open Interest |
10 |
328 |
-5,895 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar12 |
111220 |
8325 |
8500 |
8325 |
8475 |
+190 |
3,858 |
22,072 |
-98 |
| Jun12 |
111220 |
8335 |
8420 |
8315 |
8420 |
+190 |
2 |
10 |
+2 |
| Total Volume and Open Interest |
3,860 |
22,082 |
-96 |
| Nikkei 225(SGX) |
| Mar12 |
111220 |
8330 |
8370 |
8320 |
8330 |
-10 |
68,184 |
177,085 |
+1,106 |
| Jun12 |
111220 |
8240 |
8255 |
8240 |
8255 |
-10 |
45 |
284 |
+11 |
| Sep12 |
111220 |
8250 |
8250 |
8250 |
8250 |
-10 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
68,566 |
186,418 |
+844 |
| CAC 40(EURONEXT) |
| Jan12 |
111220 |
2974.5 |
3071.0 |
2957.5 |
3057.0 |
+82.0 |
106,116 |
254,744 |
+19,071 |
| Feb12 |
111220 |
2970.5 |
3057.5 |
2970.5 |
3057.5 |
+82.5 |
45 |
209 |
+51 |
| Mar12 |
111220 |
2975.0 |
3061.5 |
2972.0 |
3060.0 |
+85.5 |
176 |
20,936 |
-198 |
| Total Volume and Open Interest |
106,337 |
275,939 |
-144,508 |
| Hang Seng Index(HKFE) |
| Dec11 |
111220 |
18031 |
18290 |
17966 |
17979 |
-90 |
68,506 |
92,267 |
-1,503 |
| Jan12 |
111220 |
18011 |
18288 |
17967 |
17985 |
-85 |
1,310 |
3,468 |
+119 |
| Total Volume and Open Interest |
70,532 |
99,795 |
-1,085 |
| DAX(EUREX) |
| Dec11 |
111216 |
5783.0 |
5789.5 |
5714.5 |
5727.5 |
-20.0 |
219,442 |
98,018 |
-35,014 |
| Mar12 |
111220 |
5675.0 |
5888.0 |
5643.5 |
5850.0 |
+176.0 |
155,942 |
138,616 |
+5,619 |
| Jun12 |
111220 |
5669.5 |
5901.0 |
5669.5 |
5865.0 |
+176.0 |
4,975 |
5,615 |
+38 |
| Total Volume and Open Interest |
180,439 |
144,231 |
-64,056 |
| FT-SE 100(EURONEXT) |
| Mar12 |
111220 |
5319.50 |
5406.00 |
5293.00 |
5380.50 |
+56.00 |
120,888 |
599,623 |
+11,298 |
| Jun12 |
111220 |
5277.50 |
5334.50 |
5277.50 |
5334.50 |
+55.50 |
70 |
3,718 |
+10 |
| Sep12 |
111220 |
5302.50 |
5302.50 |
5302.50 |
5302.50 |
+56.00 |
|
|
|
| Total Volume and Open Interest |
120,958 |
603,341 |
-99,113 |
| SPI 200(SFE) |
| Mar12 |
111220 |
4043.0 |
4097.0 |
4026.0 |
4039.0 |
-8.0 |
42,660 |
189,155 |
+1,147 |
| Jun12 |
111220 |
4075.0 |
4075.0 |
4040.0 |
4044.0 |
-8.0 |
14 |
1,725 |
+6 |
| Sep12 |
111220 |
4018.0 |
4018.0 |
4008.0 |
4008.0 |
-8.0 |
210 |
1,183 |
-22 |
| Total Volume and Open Interest |
43,568 |
194,921 |
-27,499 |
| GSCI(CME) |
| Jan12 |
111220 |
631.60 |
636.50 |
631.60 |
635.00 |
+14.75 |
203 |
8,103 |
-71 |
| Feb12 |
111220 |
632.50 |
637.40 |
632.50 |
636.00 |
+14.70 |
|
|
|
| Mar12 |
111220 |
638.50 |
639.50 |
638.50 |
638.50 |
+14.25 |
|
|
|
| Total Volume and Open Interest |
203 |
8,103 |
-71 |
| 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. |
|
|
