|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Wed December 28, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
111228 |
1196.25 |
1209.00 |
1183.75 |
1198.25 |
-1.50 |
38,893 |
65,703 |
-11,642 |
Mar12 |
111228 |
1204.75 |
1219.00 |
1193.00 |
1208.00 |
-1.50 |
42,336 |
185,764 |
+879 |
May12 |
111228 |
1214.75 |
1227.75 |
1202.50 |
1217.50 |
-1.75 |
11,420 |
93,779 |
+418 |
Jul12 |
111228 |
1224.50 |
1237.00 |
1212.00 |
1227.00 |
-1.50 |
11,393 |
78,700 |
-394 |
Aug12 |
111228 |
1214.50 |
1226.25 |
1214.50 |
1223.25 |
-1.25 |
53 |
1,094 |
-9 |
Sep12 |
111228 |
1203.50 |
1216.75 |
1203.50 |
1213.50 |
-0.50 |
21 |
1,040 |
+6 |
Nov12 |
111228 |
1202.25 |
1214.00 |
1192.00 |
1205.00 |
-1.00 |
2,444 |
55,362 |
+345 |
Total Volume and Open Interest |
106,744 |
499,315 |
-10,340 |
Soybean Meal(CBOT) |
Jan12 |
111228 |
307.70 |
312.60 |
304.80 |
310.10 |
+2.40 |
12,958 |
19,113 |
-1,288 |
Mar12 |
111228 |
311.70 |
315.80 |
308.70 |
314.10 |
+2.40 |
18,818 |
80,892 |
+208 |
May12 |
111228 |
314.40 |
318.40 |
311.50 |
316.70 |
+2.30 |
2,239 |
30,677 |
+247 |
Jul12 |
111228 |
317.70 |
321.40 |
314.90 |
319.80 |
+2.20 |
1,411 |
31,031 |
-89 |
Aug12 |
111228 |
316.30 |
321.00 |
316.20 |
320.20 |
+2.20 |
143 |
5,246 |
-31 |
Sep12 |
111228 |
315.30 |
320.50 |
315.30 |
319.20 |
+2.00 |
57 |
5,352 |
-18 |
Oct12 |
111228 |
311.50 |
315.30 |
311.50 |
315.30 |
+2.00 |
60 |
3,441 |
-11 |
Dec12 |
111228 |
313.50 |
317.00 |
311.30 |
315.00 |
+1.80 |
593 |
17,260 |
+123 |
Total Volume and Open Interest |
36,312 |
198,829 |
-860 |
Soybean Oil(CBOT) |
Jan12 |
111228 |
51.89 |
52.10 |
51.23 |
51.78 |
-0.06 |
24,903 |
31,390 |
-2,795 |
Mar12 |
111228 |
52.22 |
52.50 |
51.61 |
52.16 |
-0.07 |
39,607 |
143,322 |
+686 |
May12 |
111228 |
52.43 |
52.85 |
52.02 |
52.51 |
-0.07 |
5,623 |
51,744 |
-574 |
Jul12 |
111228 |
52.61 |
53.08 |
52.22 |
52.77 |
-0.07 |
1,747 |
36,327 |
+89 |
Aug12 |
111228 |
52.58 |
53.12 |
52.57 |
52.82 |
-0.07 |
55 |
4,516 |
-1 |
Sep12 |
111228 |
52.35 |
53.05 |
52.35 |
52.83 |
-0.07 |
56 |
4,860 |
+10 |
Oct12 |
111228 |
52.39 |
52.85 |
52.08 |
52.62 |
-0.08 |
60 |
5,415 |
+26 |
Dec12 |
111228 |
52.42 |
52.81 |
51.99 |
52.49 |
-0.05 |
780 |
19,846 |
+18 |
Total Volume and Open Interest |
72,909 |
298,027 |
-2,469 |
Canola(WCE) |
Jan12 |
111228 |
523.8 |
531.4 |
522.2 |
529.7 |
+8.5 |
5,161 |
6,773 |
-4,671 |
Mar12 |
111228 |
519.9 |
526.4 |
518.1 |
524.7 |
+7.6 |
13,498 |
80,663 |
+5,151 |
May12 |
111228 |
518.5 |
528.1 |
518.5 |
526.4 |
+8.1 |
1,679 |
16,767 |
+235 |
Jul12 |
111228 |
519.2 |
529.0 |
519.2 |
526.7 |
+8.2 |
164 |
13,758 |
+28 |
Nov12 |
111228 |
501.9 |
510.8 |
501.7 |
506.7 |
+5.6 |
703 |
17,526 |
+475 |
Total Volume and Open Interest |
21,257 |
136,155 |
+1,270 |
Corn(CBOT) |
Mar12 |
111228 |
632.00 |
646.25 |
630.25 |
642.50 |
+9.25 |
67,761 |
521,410 |
-1,754 |
May12 |
111228 |
639.25 |
654.00 |
638.50 |
650.25 |
+9.00 |
14,521 |
184,369 |
+124 |
Jul12 |
111228 |
645.50 |
659.50 |
644.25 |
656.00 |
+8.75 |
15,089 |
162,615 |
+1,137 |
Sep12 |
111228 |
600.50 |
612.00 |
599.00 |
608.25 |
+7.00 |
820 |
41,336 |
+199 |
Dec12 |
111228 |
576.50 |
587.25 |
574.50 |
583.50 |
+6.25 |
5,260 |
190,989 |
+600 |
Mar13 |
111228 |
588.00 |
599.00 |
588.00 |
595.50 |
+6.50 |
241 |
36,251 |
+41 |
Total Volume and Open Interest |
103,892 |
1,158,976 |
+413 |
Wheat(CBOT) |
Mar12 |
111228 |
643.75 |
656.00 |
641.25 |
651.25 |
+6.50 |
22,013 |
175,421 |
+49 |
May12 |
111228 |
661.00 |
672.00 |
658.75 |
668.50 |
+6.50 |
2,970 |
69,515 |
-79 |
Jul12 |
111228 |
674.75 |
686.50 |
673.75 |
682.75 |
+6.75 |
2,882 |
72,105 |
+537 |
Sep12 |
111228 |
688.50 |
700.75 |
688.50 |
698.50 |
+6.25 |
227 |
15,549 |
+25 |
Dec12 |
111228 |
708.75 |
719.75 |
708.25 |
716.25 |
+5.25 |
861 |
43,532 |
+197 |
Total Volume and Open Interest |
29,134 |
382,278 |
+821 |
Wheat(KCBT) |
Mar12 |
111228 |
693.50 |
705.00 |
692.50 |
699.25 |
+3.50 |
3,631 |
66,876 |
-157 |
May12 |
111228 |
701.25 |
713.50 |
701.25 |
707.50 |
+3.00 |
1,015 |
17,005 |
+33 |
Jul12 |
111228 |
709.75 |
721.75 |
709.25 |
715.25 |
+3.00 |
854 |
38,149 |
-74 |
Sep12 |
111228 |
732.00 |
735.25 |
727.25 |
729.00 |
+2.75 |
97 |
6,692 |
+28 |
Dec12 |
111228 |
746.25 |
754.50 |
746.25 |
748.00 |
+2.25 |
202 |
8,219 |
+66 |
Total Volume and Open Interest |
5,821 |
137,438 |
-92 |
Wheat(MGE) |
Mar12 |
111228 |
861.50 |
871.25 |
859.00 |
863.00 |
+0.50 |
1,079 |
16,442 |
+111 |
May12 |
111228 |
841.00 |
844.00 |
833.50 |
835.50 |
+1.00 |
544 |
7,421 |
-39 |
Jul12 |
111228 |
828.50 |
830.00 |
822.25 |
823.25 |
+1.00 |
357 |
7,627 |
+7 |
Sep12 |
111228 |
799.50 |
800.00 |
792.75 |
794.00 |
-0.75 |
224 |
4,473 |
+3 |
Dec12 |
111228 |
800.00 |
805.00 |
798.25 |
799.75 |
-2.00 |
262 |
3,254 |
+32 |
Total Volume and Open Interest |
2,482 |
39,372 |
+119 |
Oats(CBOT) |
Mar12 |
111228 |
317.50 |
318.50 |
314.50 |
316.50 |
-1.50 |
157 |
10,759 |
-36 |
May12 |
111228 |
321.25 |
322.25 |
318.75 |
320.50 |
-1.25 |
55 |
1,684 |
+48 |
Jul12 |
111228 |
325.00 |
325.50 |
324.75 |
325.00 |
+0.25 |
1 |
117 |
+1 |
Sep12 |
111228 |
330.75 |
330.75 |
330.50 |
330.75 |
+0.25 |
0 |
7 |
+0 |
Total Volume and Open Interest |
213 |
12,716 |
+13 |
Rough Rice(CBOT) |
Jan12 |
111228 |
13.77 |
13.87 |
13.61 |
13.75 |
-0.05 |
856 |
3,838 |
-541 |
Mar12 |
111228 |
14.02 |
14.19 |
13.88 |
14.02 |
-0.03 |
904 |
11,225 |
+423 |
May12 |
111228 |
14.31 |
14.33 |
14.18 |
14.29 |
-0.04 |
15 |
993 |
+10 |
Jul12 |
111228 |
14.43 |
14.60 |
14.40 |
14.53 |
-0.07 |
7 |
609 |
+1 |
Total Volume and Open Interest |
1,795 |
16,852 |
-103 |
Live Cattle(CME) |
Dec11 |
111228 |
123.500 |
123.600 |
122.550 |
123.100 |
-0.150 |
2,342 |
4,141 |
-1,167 |
Feb12 |
111228 |
123.285 |
123.600 |
122.750 |
123.150 |
-0.050 |
19,593 |
128,230 |
+1,615 |
Apr12 |
111228 |
126.730 |
127.000 |
126.350 |
126.850 |
+0.300 |
10,699 |
92,128 |
+676 |
Jun12 |
111228 |
125.580 |
126.180 |
125.500 |
126.050 |
+0.350 |
6,275 |
61,640 |
+1,724 |
Aug12 |
111228 |
126.150 |
126.900 |
126.150 |
126.885 |
+0.535 |
1,528 |
16,585 |
+119 |
Oct12 |
111228 |
128.825 |
129.200 |
128.500 |
129.200 |
+0.415 |
612 |
9,125 |
+204 |
Total Volume and Open Interest |
41,349 |
317,233 |
+3,318 |
Feeder Cattle(CME) |
Jan12 |
111228 |
146.985 |
147.735 |
146.535 |
147.200 |
+0.050 |
1,326 |
7,834 |
-153 |
Mar12 |
111228 |
150.000 |
150.800 |
149.400 |
150.350 |
+0.065 |
1,799 |
11,581 |
+147 |
Apr12 |
111228 |
151.050 |
151.750 |
150.400 |
151.450 |
+0.415 |
625 |
3,442 |
+151 |
May12 |
111228 |
151.380 |
152.150 |
150.900 |
151.985 |
+0.435 |
434 |
4,120 |
+29 |
Aug12 |
111228 |
152.850 |
153.300 |
152.600 |
153.050 |
unch |
361 |
3,824 |
+171 |
Sep12 |
111228 |
152.500 |
153.250 |
152.500 |
153.150 |
+0.150 |
64 |
675 |
+44 |
Oct12 |
111228 |
153.000 |
153.250 |
152.750 |
152.750 |
unch |
25 |
231 |
+18 |
Total Volume and Open Interest |
4,652 |
31,760 |
+421 |
Lean Hogs(CME) |
Feb12 |
111228 |
85.885 |
86.535 |
85.080 |
85.550 |
-0.200 |
12,963 |
86,073 |
-44 |
Apr12 |
111228 |
88.700 |
89.500 |
88.500 |
88.950 |
+0.200 |
6,622 |
61,967 |
+1,254 |
May12 |
111228 |
94.900 |
95.600 |
94.850 |
95.400 |
+0.500 |
106 |
2,570 |
+18 |
Jun12 |
111228 |
96.580 |
97.350 |
96.300 |
96.730 |
+0.130 |
5,758 |
47,079 |
+982 |
Jul12 |
111228 |
95.700 |
96.250 |
95.430 |
95.785 |
+0.335 |
1,285 |
12,609 |
-307 |
Aug12 |
111228 |
95.000 |
95.250 |
94.580 |
95.150 |
+0.650 |
753 |
13,456 |
+70 |
Oct12 |
111228 |
84.035 |
84.500 |
83.900 |
84.385 |
+0.335 |
285 |
9,158 |
+125 |
Dec12 |
111228 |
79.975 |
80.450 |
79.975 |
80.150 |
+0.150 |
143 |
3,729 |
+63 |
Total Volume and Open Interest |
27,981 |
237,430 |
+2,204 |
Class III Milk(CME) |
Dec11 |
111228 |
18.65 |
18.66 |
18.65 |
18.66 |
unch |
104 |
5,903 |
+46 |
Jan12 |
111228 |
17.10 |
17.25 |
17.05 |
17.14 |
+0.09 |
379 |
4,678 |
+47 |
Feb12 |
111228 |
17.22 |
17.33 |
17.21 |
17.28 |
+0.06 |
295 |
4,546 |
+29 |
Mar12 |
111228 |
17.14 |
17.30 |
17.11 |
17.23 |
+0.12 |
186 |
3,620 |
+17 |
Apr12 |
111228 |
17.13 |
17.25 |
17.12 |
17.23 |
+0.11 |
55 |
2,643 |
+11 |
Total Volume and Open Interest |
1,251 |
34,523 |
+267 |
Cocoa(ICE) |
Mar12 |
111228 |
2213 |
2231 |
2118 |
2133 |
-83 |
2,943 |
76,329 |
-334 |
May12 |
111228 |
2229 |
2248 |
2140 |
2154 |
-83 |
804 |
35,731 |
-48 |
Jul12 |
111228 |
2252 |
2263 |
2156 |
2170 |
-84 |
191 |
17,703 |
-3 |
Sep12 |
111228 |
2257 |
2261 |
2175 |
2185 |
-81 |
68 |
14,730 |
-10 |
Dec12 |
111228 |
2276 |
2283 |
2190 |
2202 |
-78 |
57 |
14,726 |
+5 |
Mar13 |
111228 |
2250 |
2250 |
2210 |
2220 |
-74 |
21 |
5,206 |
+1 |
May13 |
111228 |
2251 |
2251 |
2236 |
2236 |
-72 |
1 |
2,474 |
+1 |
Total Volume and Open Interest |
4,085 |
167,721 |
-388 |
Coffee "C"(ICE) |
Mar12 |
111228 |
221.90 |
229.30 |
221.00 |
226.75 |
+3.90 |
3,527 |
56,072 |
+58 |
May12 |
111228 |
224.60 |
231.80 |
224.00 |
229.50 |
+3.90 |
456 |
24,888 |
+30 |
Jul12 |
111228 |
228.00 |
234.20 |
228.00 |
231.95 |
+3.90 |
228 |
8,292 |
-25 |
Sep12 |
111228 |
229.90 |
236.20 |
229.85 |
233.85 |
+3.85 |
138 |
6,508 |
+96 |
Dec12 |
111228 |
237.85 |
237.90 |
235.00 |
235.70 |
+3.75 |
16 |
7,006 |
-1 |
Mar13 |
111228 |
240.00 |
240.00 |
237.40 |
237.40 |
+3.20 |
10 |
844 |
+6 |
Total Volume and Open Interest |
4,384 |
104,095 |
+166 |
Orange Juice(ICE) |
Jan12 |
111228 |
173.50 |
173.50 |
167.00 |
169.30 |
-3.15 |
978 |
3,336 |
-495 |
Mar12 |
111228 |
169.95 |
171.00 |
165.10 |
168.15 |
-1.80 |
1,461 |
19,111 |
+682 |
May12 |
111228 |
169.25 |
170.00 |
166.00 |
167.15 |
-2.20 |
61 |
1,864 |
+37 |
Jul12 |
111228 |
170.00 |
170.00 |
166.50 |
167.15 |
-2.00 |
7 |
769 |
+0 |
Sep12 |
111228 |
170.00 |
170.00 |
166.25 |
167.25 |
-1.70 |
0 |
58 |
+0 |
Nov12 |
111228 |
166.25 |
166.75 |
166.25 |
166.75 |
-2.00 |
0 |
13 |
+0 |
Total Volume and Open Interest |
2,507 |
25,160 |
+224 |
Sugar #11(ICE) |
Mar12 |
111228 |
23.61 |
24.00 |
22.81 |
23.13 |
-0.48 |
17,770 |
216,362 |
+1,482 |
May12 |
111228 |
23.06 |
23.47 |
22.43 |
22.74 |
-0.40 |
5,136 |
90,512 |
-180 |
Jul12 |
111228 |
22.73 |
23.00 |
22.10 |
22.43 |
-0.30 |
3,424 |
97,756 |
+859 |
Oct12 |
111228 |
23.00 |
23.21 |
22.35 |
22.68 |
-0.30 |
1,433 |
52,604 |
+184 |
Mar13 |
111228 |
23.53 |
23.72 |
22.89 |
23.23 |
-0.25 |
909 |
33,443 |
+451 |
Total Volume and Open Interest |
29,974 |
542,472 |
+2,993 |
London Cocoa(LCE) |
Mar12 |
111228 |
1426 |
1427 |
1387 |
1390 |
-17 |
7,276 |
80,377 |
+1,201 |
May12 |
111228 |
1433 |
1444 |
1405 |
1407 |
-18 |
1,467 |
21,735 |
-255 |
Jul12 |
111228 |
1450 |
1459 |
1421 |
1423 |
-18 |
1,233 |
29,648 |
+30 |
Sep12 |
111228 |
1472 |
1472 |
1436 |
1438 |
-16 |
755 |
20,968 |
-56 |
Dec12 |
111228 |
1475 |
1478 |
1450 |
1451 |
-18 |
681 |
15,628 |
-10 |
Mar13 |
111228 |
1474 |
1478 |
1460 |
1460 |
-19 |
555 |
9,546 |
-201 |
May13 |
111228 |
1460 |
1460 |
1460 |
1460 |
-25 |
201 |
2,354 |
+201 |
Total Volume and Open Interest |
12,168 |
181,304 |
+910 |
London Sugar(LCE) |
Mar12 |
111228 |
612.50 |
620.00 |
595.10 |
599.10 |
-12.10 |
2,536 |
26,486 |
+556 |
May12 |
111228 |
603.60 |
607.20 |
585.00 |
588.10 |
-13.50 |
493 |
9,062 |
+192 |
Aug12 |
111228 |
597.50 |
599.50 |
579.10 |
585.10 |
-10.90 |
341 |
10,797 |
+60 |
Oct12 |
111228 |
597.30 |
600.00 |
582.10 |
587.00 |
-10.20 |
136 |
4,047 |
+53 |
Dec12 |
111228 |
603.00 |
603.00 |
587.00 |
591.10 |
-9.70 |
49 |
1,622 |
+7 |
Total Volume and Open Interest |
3,557 |
53,380 |
+870 |
Cotton(ICE) |
Mar12 |
111228 |
87.88 |
91.91 |
87.75 |
90.68 |
+2.77 |
1,921 |
94,744 |
-144 |
May12 |
111228 |
87.64 |
91.80 |
87.64 |
90.57 |
+2.77 |
616 |
25,465 |
+25 |
Jul12 |
111228 |
87.79 |
91.86 |
87.79 |
90.39 |
+2.53 |
224 |
21,304 |
+82 |
Oct12 |
111228 |
92.00 |
92.60 |
90.88 |
90.88 |
+2.28 |
0 |
86 |
+0 |
Dec12 |
111228 |
87.22 |
90.21 |
87.19 |
88.93 |
+2.07 |
45 |
8,259 |
+8 |
Mar13 |
111228 |
89.65 |
89.74 |
89.65 |
89.74 |
+1.89 |
0 |
446 |
+0 |
Total Volume and Open Interest |
2,806 |
151,176 |
-29 |
Lumber(CME) |
Jan12 |
111228 |
246.0 |
256.8 |
245.1 |
256.7 |
+9.9 |
168 |
1,617 |
-76 |
Mar12 |
111228 |
255.6 |
264.1 |
255.0 |
264.1 |
+10.0 |
108 |
5,842 |
+63 |
May12 |
111228 |
271.8 |
281.8 |
271.0 |
280.0 |
+7.4 |
30 |
1,769 |
+6 |
Jul12 |
111228 |
282.2 |
288.8 |
282.0 |
288.4 |
+6.6 |
0 |
381 |
+0 |
Total Volume and Open Interest |
306 |
9,747 |
-7 |
Crude Oil(NYM) |
Feb12 |
111228 |
101.30 |
101.71 |
99.11 |
99.36 |
-1.98 |
95,270 |
246,021 |
-3,581 |
Mar12 |
111228 |
101.44 |
101.82 |
99.25 |
99.51 |
-1.95 |
23,034 |
159,546 |
+4,603 |
Apr12 |
111228 |
101.38 |
101.89 |
99.43 |
99.70 |
-1.90 |
8,766 |
75,166 |
-3 |
May12 |
111228 |
101.53 |
101.89 |
99.69 |
99.82 |
-1.80 |
6,349 |
79,386 |
-16 |
Jun12 |
111228 |
101.62 |
101.66 |
99.39 |
99.77 |
-1.71 |
10,546 |
93,991 |
+1,197 |
Jul12 |
111228 |
101.14 |
101.22 |
99.34 |
99.59 |
-1.63 |
2,837 |
38,273 |
+93 |
Aug12 |
111228 |
100.19 |
100.38 |
99.17 |
99.33 |
-1.54 |
2,157 |
29,945 |
+173 |
Sep12 |
111228 |
99.15 |
99.20 |
98.95 |
99.03 |
-1.45 |
1,529 |
31,299 |
+393 |
Oct12 |
111228 |
100.08 |
100.08 |
98.42 |
98.73 |
-1.38 |
624 |
29,495 |
+49 |
Nov12 |
111228 |
98.02 |
98.63 |
98.02 |
98.49 |
-1.32 |
965 |
31,485 |
+409 |
Dec12 |
111228 |
99.33 |
99.77 |
97.70 |
98.26 |
-1.26 |
9,639 |
169,634 |
-529 |
Jan13 |
111228 |
98.00 |
98.00 |
97.93 |
97.93 |
-1.20 |
927 |
31,335 |
+335 |
Feb13 |
111228 |
97.58 |
97.58 |
97.58 |
97.58 |
-1.12 |
416 |
13,341 |
+240 |
Mar13 |
111228 |
97.23 |
97.23 |
97.23 |
97.23 |
-1.04 |
262 |
13,889 |
+5 |
Apr13 |
111228 |
96.87 |
96.87 |
96.87 |
96.87 |
-0.96 |
165 |
6,223 |
-148 |
May13 |
111228 |
96.52 |
96.52 |
96.52 |
96.52 |
-0.88 |
112 |
6,233 |
+106 |
Total Volume and Open Interest |
167,547 |
1,311,575 |
+3,087 |
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 |
111228 |
101.250 |
101.700 |
99.125 |
99.350 |
-2.000 |
2,831 |
1,567 |
-30 |
Mar12 |
111228 |
101.400 |
101.725 |
99.275 |
99.500 |
-1.950 |
125 |
416 |
+31 |
Apr12 |
111228 |
101.375 |
101.800 |
99.675 |
99.700 |
-1.900 |
28 |
186 |
+1 |
May12 |
111228 |
99.825 |
101.725 |
99.825 |
99.825 |
-1.800 |
1 |
29 |
-1 |
Jun12 |
111228 |
101.175 |
101.175 |
99.775 |
99.775 |
-1.700 |
0 |
21 |
+0 |
Jul12 |
111228 |
99.600 |
99.600 |
99.600 |
99.600 |
-1.625 |
0 |
4 |
+0 |
Aug12 |
111228 |
99.325 |
99.325 |
99.325 |
99.325 |
-1.550 |
0 |
5 |
+0 |
Sep12 |
111228 |
99.025 |
99.025 |
99.025 |
99.025 |
-1.450 |
|
|
|
Total Volume and Open Interest |
2,985 |
2,450 |
+1 |
Heating Oil(NYM) |
Jan12 |
111228 |
290.10 |
292.52 |
288.38 |
289.34 |
-1.51 |
19,338 |
29,000 |
-2,901 |
Feb12 |
111228 |
290.92 |
293.29 |
289.05 |
290.12 |
-1.47 |
30,784 |
75,250 |
+1,994 |
Mar12 |
111228 |
291.55 |
293.40 |
289.20 |
290.21 |
-1.71 |
8,676 |
49,882 |
-90 |
Apr12 |
111228 |
290.48 |
291.89 |
287.76 |
288.83 |
-1.82 |
3,542 |
22,951 |
+658 |
May12 |
111228 |
288.78 |
289.34 |
286.50 |
286.94 |
-1.86 |
2,559 |
19,385 |
+135 |
Jun12 |
111228 |
286.82 |
288.47 |
284.13 |
285.37 |
-1.86 |
4,052 |
33,968 |
+375 |
Jul12 |
111228 |
286.70 |
287.20 |
284.50 |
284.92 |
-1.84 |
544 |
9,425 |
-24 |
Aug12 |
111228 |
286.56 |
286.56 |
284.36 |
284.90 |
-1.86 |
686 |
4,354 |
-37 |
Sep12 |
111228 |
287.22 |
287.22 |
285.30 |
285.37 |
-1.89 |
264 |
7,206 |
-5 |
Oct12 |
111228 |
287.30 |
287.30 |
285.99 |
286.24 |
-1.84 |
139 |
3,055 |
+94 |
Nov12 |
111228 |
288.49 |
288.49 |
286.00 |
287.15 |
-1.78 |
38 |
2,214 |
+6 |
Dec12 |
111228 |
289.88 |
290.75 |
286.97 |
287.69 |
-1.74 |
472 |
16,501 |
+193 |
Total Volume and Open Interest |
71,116 |
276,909 |
+398 |
Gasoline(NYMEX) |
Jan12 |
111228 |
268.15 |
269.12 |
263.88 |
265.13 |
-3.75 |
19,056 |
20,878 |
-4,889 |
Feb12 |
111228 |
267.60 |
268.82 |
263.25 |
264.56 |
-3.54 |
30,966 |
73,036 |
+5,016 |
Mar12 |
111228 |
268.10 |
268.99 |
263.51 |
264.75 |
-3.79 |
13,271 |
45,548 |
+707 |
Apr12 |
111228 |
278.20 |
280.35 |
275.08 |
276.32 |
-3.78 |
8,310 |
31,697 |
-1,809 |
May12 |
111228 |
277.31 |
279.41 |
275.24 |
275.73 |
-3.68 |
4,906 |
25,241 |
+183 |
Jun12 |
111228 |
277.14 |
277.51 |
272.83 |
273.58 |
-3.56 |
3,665 |
28,770 |
-617 |
Jul12 |
111228 |
273.91 |
274.81 |
270.35 |
270.93 |
-3.47 |
1,088 |
10,435 |
-260 |
Aug12 |
111228 |
267.75 |
268.20 |
267.75 |
268.20 |
-3.41 |
625 |
9,904 |
+5 |
Sep12 |
111228 |
267.62 |
267.70 |
265.00 |
265.09 |
-3.28 |
432 |
7,425 |
+12 |
Oct12 |
111228 |
252.36 |
252.36 |
252.36 |
252.36 |
-3.18 |
74 |
5,461 |
+13 |
Total Volume and Open Interest |
83,071 |
278,307 |
-1,681 |
e-miNY RBOB Gasoline(NYM) |
Jan12 |
111228 |
265.10 |
265.13 |
265.10 |
265.10 |
-3.80 |
0 |
1 |
+0 |
Feb12 |
111228 |
264.60 |
264.60 |
264.56 |
264.60 |
-3.50 |
0 |
1 |
+0 |
Mar12 |
111228 |
264.80 |
264.80 |
264.75 |
264.80 |
-3.70 |
|
|
|
Apr12 |
111228 |
276.30 |
276.32 |
276.30 |
276.30 |
-3.80 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Jan12 |
111228 |
3.102 |
3.140 |
3.065 |
3.084 |
-0.028 |
39,814 |
24,779 |
-8,001 |
Feb12 |
111228 |
3.147 |
3.185 |
3.105 |
3.121 |
-0.029 |
36,527 |
182,559 |
+3,840 |
Mar12 |
111228 |
3.177 |
3.209 |
3.136 |
3.148 |
-0.032 |
14,110 |
227,456 |
+2,249 |
Apr12 |
111228 |
3.245 |
3.265 |
3.200 |
3.208 |
-0.036 |
10,347 |
121,601 |
+544 |
May12 |
111228 |
3.285 |
3.313 |
3.253 |
3.258 |
-0.038 |
4,634 |
66,809 |
+88 |
Jun12 |
111228 |
3.345 |
3.359 |
3.304 |
3.305 |
-0.040 |
3,767 |
28,080 |
+292 |
Jul12 |
111228 |
3.382 |
3.419 |
3.361 |
3.366 |
-0.038 |
2,129 |
24,197 |
-51 |
Aug12 |
111228 |
3.430 |
3.449 |
3.391 |
3.397 |
-0.037 |
1,329 |
14,759 |
-242 |
Sep12 |
111228 |
3.432 |
3.453 |
3.396 |
3.402 |
-0.036 |
772 |
26,007 |
+128 |
Oct12 |
111228 |
3.475 |
3.491 |
3.432 |
3.439 |
-0.035 |
3,974 |
73,363 |
-125 |
Nov12 |
111228 |
3.609 |
3.631 |
3.582 |
3.583 |
-0.035 |
1,061 |
28,201 |
+248 |
Dec12 |
111228 |
3.894 |
3.910 |
3.859 |
3.863 |
-0.035 |
783 |
24,634 |
+10 |
Jan13 |
111228 |
4.014 |
4.041 |
3.986 |
3.990 |
-0.033 |
3,580 |
41,225 |
+999 |
Feb13 |
111228 |
4.015 |
4.032 |
3.984 |
3.987 |
-0.032 |
275 |
7,077 |
+42 |
Mar13 |
111228 |
3.982 |
4.011 |
3.961 |
3.961 |
-0.030 |
1,488 |
19,305 |
-219 |
Apr13 |
111228 |
3.918 |
3.940 |
3.896 |
3.896 |
-0.031 |
330 |
26,245 |
+59 |
Total Volume and Open Interest |
125,146 |
1,005,834 |
-163 |
Brent Crude Oil(ICE) |
Feb12 |
111228 |
108.93 |
109.50 |
106.77 |
107.56 |
-1.71 |
64,609 |
162,669 |
-195 |
Mar12 |
111228 |
108.43 |
108.75 |
106.21 |
107.03 |
-1.54 |
32,017 |
174,744 |
+3,122 |
Apr12 |
111228 |
107.99 |
108.31 |
105.87 |
106.70 |
-1.49 |
11,898 |
44,832 |
+675 |
May12 |
111228 |
107.71 |
108.02 |
105.57 |
106.44 |
-1.45 |
6,251 |
27,715 |
-133 |
Jun12 |
111228 |
107.36 |
107.70 |
105.22 |
106.13 |
-1.42 |
10,202 |
72,436 |
+103 |
Jul12 |
111228 |
106.99 |
107.29 |
104.86 |
105.81 |
-1.36 |
2,071 |
22,417 |
+21 |
Aug12 |
111228 |
106.60 |
106.91 |
104.50 |
105.49 |
-1.29 |
1,476 |
28,821 |
-10 |
Sep12 |
111228 |
106.14 |
106.47 |
104.08 |
105.09 |
-1.23 |
1,642 |
37,409 |
+81 |
Oct12 |
111228 |
105.74 |
106.08 |
103.74 |
104.75 |
-1.16 |
697 |
17,005 |
+0 |
Nov12 |
111228 |
104.43 |
105.53 |
104.43 |
104.43 |
-1.10 |
1,047 |
16,440 |
-236 |
Dec12 |
111228 |
104.90 |
105.26 |
103.05 |
104.06 |
-1.05 |
6,945 |
96,678 |
-83 |
Jan13 |
111228 |
103.66 |
104.67 |
103.66 |
103.66 |
-1.01 |
623 |
12,088 |
+96 |
Feb13 |
111228 |
103.24 |
104.20 |
103.24 |
103.24 |
-0.96 |
222 |
7,181 |
+88 |
Mar13 |
111228 |
102.79 |
103.71 |
102.79 |
102.79 |
-0.92 |
78 |
4,021 |
+28 |
Total Volume and Open Interest |
143,454 |
877,105 |
+3,202 |
Gas Oil(ICE) |
Jan12 |
111228 |
921.75 |
929.00 |
915.50 |
918.25 |
-6.25 |
21,351 |
92,693 |
-1,711 |
Feb12 |
111228 |
917.50 |
925.00 |
911.25 |
914.50 |
-6.75 |
28,600 |
96,024 |
-1,371 |
Mar12 |
111228 |
916.75 |
920.25 |
906.50 |
909.75 |
-7.75 |
10,663 |
48,346 |
+32 |
Apr12 |
111228 |
914.25 |
915.25 |
902.00 |
905.25 |
-8.50 |
6,327 |
29,440 |
+994 |
May12 |
111228 |
910.50 |
911.50 |
899.00 |
901.50 |
-9.50 |
3,529 |
30,512 |
-182 |
Jun12 |
111228 |
909.00 |
909.50 |
895.75 |
899.00 |
-9.75 |
4,058 |
37,551 |
+140 |
Jul12 |
111228 |
905.25 |
909.00 |
895.25 |
898.50 |
-10.00 |
759 |
17,150 |
+84 |
Aug12 |
111228 |
907.50 |
908.50 |
898.25 |
898.25 |
-10.00 |
228 |
15,447 |
+55 |
Sep12 |
111228 |
908.25 |
908.25 |
898.00 |
898.00 |
-10.25 |
468 |
15,023 |
+197 |
Oct12 |
111228 |
907.75 |
907.75 |
897.25 |
897.25 |
-10.50 |
359 |
10,607 |
+1 |
Total Volume and Open Interest |
78,276 |
471,002 |
-2,294 |
Ethanol(CBOT) |
Dec11 |
111205 |
2.503 |
2.503 |
2.485 |
2.500 |
-0.003 |
88 |
204 |
-29 |
Jan12 |
111228 |
2.217 |
2.240 |
2.210 |
2.231 |
+0.008 |
133 |
349 |
-94 |
Feb12 |
111228 |
2.220 |
2.240 |
2.211 |
2.236 |
+0.015 |
104 |
1,183 |
+20 |
Mar12 |
111228 |
2.233 |
2.261 |
2.228 |
2.258 |
+0.018 |
47 |
1,600 |
-3 |
Apr12 |
111228 |
2.262 |
2.275 |
2.262 |
2.275 |
+0.018 |
38 |
741 |
+2 |
May12 |
111228 |
2.261 |
2.293 |
2.258 |
2.288 |
+0.025 |
69 |
989 |
+3 |
Jun12 |
111228 |
2.268 |
2.297 |
2.265 |
2.297 |
+0.028 |
84 |
655 |
+23 |
Jul12 |
111228 |
2.284 |
2.310 |
2.277 |
2.310 |
+0.022 |
90 |
1,089 |
+17 |
Total Volume and Open Interest |
709 |
9,867 |
+29 |
WTI Crude Oil(ICE) |
Feb12 |
111228 |
101.18 |
101.87 |
99.11 |
99.36 |
-1.98 |
18,575 |
63,286 |
-1,101 |
Mar12 |
111228 |
101.40 |
101.72 |
99.25 |
99.51 |
-1.95 |
6,834 |
35,998 |
+197 |
Apr12 |
111228 |
101.90 |
101.90 |
99.43 |
99.70 |
-1.90 |
2,976 |
25,329 |
+628 |
May12 |
111228 |
101.16 |
101.31 |
99.71 |
99.82 |
-1.80 |
1,581 |
23,847 |
+646 |
Jun12 |
111228 |
101.84 |
101.84 |
99.61 |
99.77 |
-1.71 |
3,542 |
50,193 |
+562 |
Jul12 |
111228 |
100.75 |
100.94 |
99.59 |
99.59 |
-1.63 |
491 |
9,120 |
-55 |
Aug12 |
111228 |
100.75 |
100.78 |
99.33 |
99.33 |
-1.54 |
240 |
8,448 |
+68 |
Sep12 |
111228 |
100.26 |
100.26 |
98.80 |
99.03 |
-1.45 |
402 |
12,331 |
+169 |
Oct12 |
111228 |
99.68 |
100.02 |
98.73 |
98.73 |
-1.38 |
197 |
5,485 |
+63 |
Nov12 |
111228 |
98.49 |
98.49 |
98.49 |
98.49 |
-1.32 |
112 |
4,656 |
-17 |
Dec12 |
111228 |
99.28 |
99.72 |
97.99 |
98.26 |
-1.26 |
4,329 |
57,527 |
+848 |
Jan13 |
111228 |
97.93 |
97.93 |
97.93 |
97.93 |
-1.20 |
154 |
3,224 |
+147 |
Feb13 |
111228 |
97.58 |
97.58 |
97.58 |
97.58 |
-1.12 |
250 |
1,005 |
+250 |
Mar13 |
111228 |
97.23 |
97.23 |
97.23 |
97.23 |
-1.04 |
0 |
1,613 |
+0 |
Apr13 |
111228 |
96.87 |
96.87 |
96.87 |
96.87 |
-0.96 |
0 |
389 |
+0 |
May13 |
111228 |
96.52 |
96.52 |
96.52 |
96.52 |
-0.88 |
0 |
574 |
+0 |
Total Volume and Open Interest |
40,690 |
389,433 |
+2,821 |
US Dollar Index(ICE) |
Mar12 |
111228 |
80.140 |
81.025 |
80.055 |
80.882 |
+0.747 |
7,170 |
63,745 |
-2,233 |
Jun12 |
111228 |
80.490 |
81.382 |
80.490 |
81.382 |
+0.747 |
0 |
507 |
+0 |
Sep12 |
111228 |
81.982 |
81.982 |
81.982 |
81.982 |
+0.747 |
|
|
|
Total Volume and Open Interest |
7,170 |
64,252 |
-2,233 |
Australian Dollar(CME) |
Mar12 |
111228 |
100.51 |
101.13 |
99.80 |
100.02 |
-0.81 |
33,558 |
107,781 |
+1,393 |
Jun12 |
111228 |
99.30 |
100.01 |
99.18 |
99.18 |
-0.83 |
2 |
24 |
+1 |
Sep12 |
111228 |
98.47 |
99.32 |
98.47 |
98.47 |
-0.85 |
0 |
110 |
+0 |
Total Volume and Open Interest |
33,560 |
107,923 |
+1,394 |
British Pound(CME) |
Mar12 |
111228 |
156.47 |
156.81 |
154.27 |
154.40 |
-2.17 |
38,875 |
183,324 |
+2,635 |
Jun12 |
111228 |
154.93 |
156.43 |
154.13 |
154.25 |
-2.18 |
10 |
24 |
-10 |
Sep12 |
111228 |
154.10 |
156.28 |
154.10 |
154.10 |
-2.18 |
0 |
3 |
+0 |
Total Volume and Open Interest |
38,885 |
183,353 |
+2,625 |
Canadian Dollar(CME) |
Mar12 |
111228 |
97.99 |
98.58 |
97.38 |
97.50 |
-0.55 |
27,794 |
114,285 |
+811 |
Jun12 |
111228 |
97.90 |
98.40 |
97.25 |
97.34 |
-0.55 |
38 |
2,632 |
+9 |
Sep12 |
111228 |
98.20 |
98.20 |
97.25 |
97.25 |
-0.55 |
2 |
1,492 |
+2 |
Dec12 |
111228 |
98.10 |
98.10 |
97.15 |
97.17 |
-0.57 |
1 |
341 |
+0 |
Total Volume and Open Interest |
27,835 |
118,765 |
+822 |
Japanese Yen(CME) |
Mar12 |
111228 |
128.63 |
129.18 |
128.33 |
128.53 |
-0.14 |
20,448 |
129,197 |
-156 |
Jun12 |
111228 |
128.84 |
128.97 |
128.84 |
128.84 |
-0.13 |
13 |
296 |
+6 |
Sep12 |
111228 |
129.17 |
129.31 |
129.17 |
129.17 |
-0.14 |
0 |
8 |
+0 |
Total Volume and Open Interest |
20,461 |
129,502 |
-150 |
Swiss Franc(CME) |
Mar12 |
111228 |
107.29 |
107.50 |
106.09 |
106.29 |
-1.00 |
8,847 |
35,744 |
+531 |
Jun12 |
111228 |
106.53 |
107.56 |
106.53 |
106.56 |
-1.00 |
0 |
8 |
+0 |
Sep12 |
111228 |
106.88 |
107.87 |
106.88 |
106.88 |
-0.99 |
0 |
4 |
+0 |
Total Volume and Open Interest |
8,847 |
35,757 |
+531 |
EuroFX(CME) |
Mar12 |
111228 |
130.81 |
130.95 |
129.24 |
129.53 |
-1.30 |
77,608 |
272,983 |
+452 |
Jun12 |
111228 |
130.96 |
131.07 |
129.53 |
129.71 |
-1.28 |
23 |
1,686 |
+5 |
Sep12 |
111228 |
130.06 |
131.19 |
129.93 |
129.93 |
-1.26 |
0 |
14 |
+0 |
Total Volume and Open Interest |
77,631 |
274,701 |
+457 |
Mexican Peso(CME) |
Jan12 |
111228 |
714.5 |
714.5 |
712.5 |
714.5 |
+2.0 |
0 |
95 |
+0 |
Feb12 |
111228 |
712.8 |
712.8 |
711.0 |
712.8 |
+1.8 |
0 |
4,000 |
+0 |
Total Volume and Open Interest |
8,197 |
117,208 |
-169 |
Brazilian Real(CME) |
Jan12 |
111228 |
534.45 |
537.60 |
529.75 |
533.05 |
-4.00 |
277 |
10,742 |
+0 |
Feb12 |
111228 |
529.95 |
529.95 |
529.95 |
529.95 |
-3.95 |
277 |
277 |
+277 |
Mar12 |
111228 |
533.00 |
533.00 |
520.50 |
526.80 |
-3.95 |
149 |
3,381 |
-33 |
Apr12 |
111228 |
524.05 |
524.05 |
524.05 |
524.05 |
-3.95 |
|
|
|
Total Volume and Open Interest |
703 |
28,016 |
+244 |
30-Year T-Bonds(CBOT) |
Mar12 |
111228 |
142~160 |
144~180 |
142~130 |
144~170 |
+2~030 |
129,813 |
587,158 |
-3,853 |
Jun12 |
111228 |
141~110 |
143~040 |
141~010 |
143~030 |
+2~020 |
77 |
170 |
-23 |
Sep12 |
111228 |
141~210 |
141~210 |
139~190 |
141~210 |
+2~020 |
|
|
|
Total Volume and Open Interest |
129,890 |
587,328 |
-3,876 |
10-Year T-Notes(CBOT) |
Mar12 |
111228 |
129~315 |
130~230 |
129~300 |
130~225 |
+0~240 |
312,889 |
1,475,433 |
-10,459 |
Jun12 |
111228 |
129~180 |
130~085 |
129~155 |
130~085 |
+0~250 |
26 |
45 |
+26 |
Sep12 |
111228 |
129~135 |
129~135 |
128~205 |
129~135 |
+0~250 |
|
|
|
Total Volume and Open Interest |
312,915 |
1,475,478 |
-10,433 |
5-Year T-Notes(CBOT) |
Dec11 |
111228 |
123~008 |
123~036 |
123~003 |
123~036 |
+0~033 |
1,269 |
33,256 |
+1 |
Mar12 |
111228 |
122~085 |
122~125 |
122~081 |
122~123 |
+0~039 |
225,982 |
1,196,111 |
-7,747 |
Jun12 |
111228 |
122~060 |
122~060 |
122~059 |
122~059 |
+0~039 |
|
|
|
Total Volume and Open Interest |
227,251 |
1,229,367 |
-7,746 |
2 Year T-Notes(CBOT) |
Dec11 |
111228 |
110~016 |
110~021 |
110~014 |
110~021 |
+0~006 |
20 |
14,332 |
-19 |
Mar12 |
111228 |
110~022 |
110~030 |
110~021 |
110~029 |
+0~006 |
107,924 |
692,472 |
-10,917 |
Jun12 |
111228 |
110~001 |
110~001 |
109~123 |
110~001 |
+0~006 |
|
|
|
Total Volume and Open Interest |
107,944 |
706,804 |
-10,936 |
Eurodollars(CME) |
Mar12 |
111228 |
99.320 |
99.335 |
99.315 |
99.320 |
unch |
77,817 |
936,049 |
-11,173 |
Jun12 |
111228 |
99.240 |
99.255 |
99.230 |
99.240 |
-0.005 |
49,636 |
994,457 |
-3,715 |
Sep12 |
111228 |
99.205 |
99.215 |
99.185 |
99.200 |
-0.005 |
62,277 |
766,758 |
+3,123 |
Dec12 |
111228 |
99.175 |
99.185 |
99.160 |
99.175 |
-0.005 |
51,974 |
715,376 |
-1,118 |
Mar13 |
111228 |
99.180 |
99.190 |
99.165 |
99.185 |
unch |
55,396 |
763,846 |
+2,351 |
Jun13 |
111228 |
99.160 |
99.180 |
99.150 |
99.170 |
+0.005 |
51,007 |
562,402 |
-1,657 |
Sep13 |
111228 |
99.125 |
99.150 |
99.115 |
99.140 |
+0.015 |
43,829 |
491,218 |
+254 |
Dec13 |
111228 |
99.055 |
99.090 |
99.045 |
99.080 |
+0.025 |
68,317 |
463,062 |
-3,721 |
Mar14 |
111228 |
98.955 |
98.995 |
98.940 |
98.990 |
+0.040 |
29,668 |
377,156 |
-1,157 |
Jun14 |
111228 |
98.805 |
98.860 |
98.795 |
98.855 |
+0.055 |
18,510 |
315,701 |
+0 |
Sep14 |
111228 |
98.635 |
98.705 |
98.630 |
98.700 |
+0.065 |
20,020 |
200,454 |
+1,088 |
Dec14 |
111228 |
98.470 |
98.545 |
98.455 |
98.535 |
+0.075 |
24,128 |
184,978 |
+3,612 |
Mar15 |
111228 |
98.315 |
98.405 |
98.310 |
98.395 |
+0.085 |
15,027 |
152,625 |
-526 |
Jun15 |
111228 |
6.410 |
6.510 |
6.405 |
6.500 |
+0.095 |
10,063 |
113,799 |
-912 |
Sep15 |
111228 |
6.255 |
6.355 |
6.250 |
6.350 |
+0.105 |
9,559 |
73,033 |
-493 |
Dec15 |
111228 |
6.085 |
6.200 |
6.080 |
6.190 |
+0.115 |
10,095 |
60,706 |
+2,299 |
Mar16 |
111228 |
5.955 |
6.075 |
5.950 |
6.065 |
+0.120 |
9,030 |
54,455 |
+963 |
Jun16 |
111228 |
5.830 |
5.955 |
5.830 |
5.945 |
+0.125 |
5,618 |
37,792 |
+1,040 |
Total Volume and Open Interest |
630,372 |
7,478,580 |
-9,089 |
30 Day Federal Funds(CBOT) |
Dec11 |
111228 |
99.925 |
99.927 |
99.925 |
99.927 |
unch |
1,587 |
68,785 |
+1,160 |
Jan12 |
111228 |
99.925 |
99.925 |
99.920 |
99.920 |
unch |
714 |
69,425 |
+631 |
Feb12 |
111228 |
99.915 |
99.915 |
99.910 |
99.910 |
unch |
794 |
55,226 |
+494 |
Mar12 |
111228 |
99.905 |
99.910 |
99.905 |
99.905 |
unch |
1,346 |
34,992 |
+515 |
Apr12 |
111228 |
99.900 |
99.900 |
99.895 |
99.900 |
+0.005 |
423 |
37,640 |
-75 |
May12 |
111228 |
99.885 |
99.890 |
99.880 |
99.885 |
+0.005 |
1,195 |
43,326 |
-526 |
Total Volume and Open Interest |
16,015 |
574,020 |
+4,793 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
111228 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
40 |
+0 |
Jun12 |
111228 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
111228 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec12 |
111228 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Mar13 |
111228 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
111228 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111228 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Dec13 |
111228 |
99.540 |
99.540 |
99.540 |
99.540 |
unch |
|
|
|
Mar14 |
111228 |
99.400 |
99.400 |
99.400 |
99.400 |
unch |
|
|
|
Jun14 |
111228 |
99.260 |
99.260 |
99.260 |
99.260 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
111227 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
2,349 |
+0 |
Jun12 |
111227 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,440 |
+0 |
Sep12 |
111227 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
711 |
+0 |
Dec12 |
111227 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
115 |
+0 |
Mar13 |
111227 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
111227 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
208 |
+0 |
Sep13 |
111227 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
325 |
+0 |
Dec13 |
111227 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
0 |
3 |
+0 |
Total Volume and Open Interest |
0 |
5,282 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar12 |
111227 |
142.46 |
142.48 |
142.27 |
142.29 |
-0.18 |
1,531 |
18,731 |
-403 |
Jun12 |
111227 |
140.18 |
140.18 |
140.18 |
140.18 |
-0.20 |
|
|
|
Sep12 |
111227 |
138.09 |
138.09 |
138.09 |
138.09 |
-0.20 |
|
|
|
Total Volume and Open Interest |
1,531 |
18,735 |
-403 |
Euro-Bund(EUREX) |
Mar12 |
111228 |
138.19 |
138.50 |
137.74 |
138.21 |
+0.23 |
99,827 |
826,878 |
-16,501 |
Jun12 |
111228 |
136.61 |
136.65 |
136.55 |
136.55 |
+0.20 |
1 |
174 |
+1 |
Sep12 |
111228 |
136.51 |
136.51 |
136.51 |
136.51 |
+0.23 |
|
|
|
Total Volume and Open Interest |
99,828 |
827,052 |
-16,500 |
Euro-Bobl(EUREX) |
Mar12 |
111228 |
124.66 |
124.71 |
124.41 |
124.58 |
-0.02 |
68,527 |
639,886 |
-3,392 |
Jun12 |
111227 |
123.00 |
123.00 |
123.00 |
123.00 |
+0.31 |
|
|
|
Sep12 |
111227 |
123.00 |
123.00 |
123.00 |
123.00 |
+0.31 |
|
|
|
Total Volume and Open Interest |
139,510 |
643,278 |
+2,311 |
3-Mth Euribor(EUREX) |
Dec11 |
111219 |
98.585 |
98.585 |
98.582 |
98.582 |
-0.003 |
59 |
1,265 |
+0 |
Mar12 |
111228 |
98.880 |
98.880 |
98.880 |
98.880 |
-0.005 |
150 |
1,160 |
+150 |
Jun12 |
111228 |
99.025 |
99.025 |
99.025 |
99.025 |
unch |
0 |
1,425 |
-50 |
Total Volume and Open Interest |
150 |
5,754 |
+100 |
Long Gilt(LIFFE) |
Dec11 |
111228 |
133~13 |
133~20 |
133~09 |
133~09 |
0~00 |
14 |
1,944 |
-11 |
Mar12 |
111228 |
116~12 |
116~24 |
116~08 |
116~16 |
+0~05 |
12,073 |
295,632 |
+595 |
Total Volume and Open Interest |
0 |
296,652 |
-340 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
111228 |
98.86 |
98.87 |
98.85 |
98.86 |
-0.01 |
37,451 |
297,494 |
-6,221 |
Jun12 |
111228 |
98.86 |
98.87 |
98.84 |
98.86 |
unch |
33,941 |
218,524 |
+1,601 |
Sep12 |
111228 |
98.89 |
98.90 |
98.86 |
98.89 |
+0.01 |
25,365 |
268,201 |
-376 |
Dec12 |
111228 |
98.89 |
98.91 |
98.87 |
98.90 |
+0.01 |
15,859 |
216,914 |
-19,652 |
Mar13 |
111228 |
98.91 |
98.93 |
98.89 |
98.92 |
+0.01 |
17,657 |
220,501 |
+2,180 |
Jun13 |
111228 |
98.89 |
98.92 |
98.88 |
98.91 |
+0.01 |
14,160 |
191,768 |
+2,244 |
Total Volume and Open Interest |
166,928 |
1,810,746 |
-15,372 |
3-Mth Euribor(LIFFE) |
Mar12 |
111228 |
98.890 |
98.890 |
98.860 |
98.880 |
-0.005 |
33,518 |
482,572 |
+3,356 |
Jun12 |
111228 |
99.020 |
99.030 |
99.000 |
99.025 |
unch |
17,476 |
398,108 |
-1,352 |
Sep12 |
111228 |
99.080 |
99.095 |
99.065 |
99.085 |
-0.005 |
18,967 |
394,641 |
-882 |
Total Volume and Open Interest |
167,153 |
2,929,939 |
+9,705 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
111228 |
96.08 |
96.08 |
96.02 |
96.04 |
-0.08 |
5,034 |
225,961 |
+410 |
Jun12 |
111228 |
96.39 |
96.39 |
96.32 |
96.34 |
-0.10 |
7,222 |
173,454 |
-665 |
Sep12 |
111228 |
96.42 |
96.42 |
96.35 |
96.38 |
-0.09 |
4,341 |
113,922 |
-806 |
Dec12 |
111228 |
96.31 |
96.31 |
96.25 |
96.28 |
-0.08 |
1,486 |
69,306 |
-354 |
Mar13 |
111228 |
96.20 |
96.20 |
96.16 |
96.17 |
-0.08 |
1,460 |
49,998 |
-1,600 |
Jun13 |
111228 |
96.09 |
96.11 |
96.04 |
96.06 |
-0.09 |
829 |
45,838 |
+280 |
Sep13 |
111228 |
95.99 |
96.02 |
95.95 |
95.95 |
-0.11 |
414 |
26,459 |
+125 |
Dec13 |
111228 |
95.88 |
95.93 |
95.85 |
95.85 |
-0.11 |
344 |
17,074 |
+177 |
Mar14 |
111228 |
95.75 |
95.75 |
95.75 |
95.75 |
-0.12 |
32 |
1,388 |
+12 |
Jun14 |
111228 |
95.64 |
95.64 |
95.64 |
95.64 |
-0.12 |
12 |
86 |
-20 |
Total Volume and Open Interest |
21,198 |
723,610 |
-2,469 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
111228 |
96.18 |
96.20 |
96.15 |
96.18 |
-0.04 |
10,535 |
336,524 |
+1,506 |
Jun12 |
111228 |
96.18 |
96.18 |
96.18 |
96.18 |
-0.04 |
|
|
|
Total Volume and Open Interest |
10,535 |
336,524 |
+1,506 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
111228 |
96.90 |
96.90 |
96.84 |
96.85 |
-0.08 |
21,909 |
368,885 |
+3,055 |
Jun12 |
111228 |
96.85 |
96.85 |
96.85 |
96.85 |
-0.08 |
|
|
|
Total Volume and Open Interest |
21,909 |
368,885 |
+3,055 |
Gold(CMX) |
Dec11 |
111228 |
1584.9 |
1588.6 |
1561.5 |
1562.9 |
-31.3 |
62 |
138 |
-599 |
Feb12 |
111228 |
1594.0 |
1595.0 |
1550.9 |
1564.1 |
-31.4 |
40,681 |
244,098 |
-912 |
Apr12 |
111228 |
1596.4 |
1597.0 |
1553.6 |
1566.5 |
-31.5 |
2,836 |
39,771 |
-260 |
Jun12 |
111228 |
1596.5 |
1597.3 |
1556.6 |
1568.8 |
-31.5 |
934 |
28,491 |
+416 |
Aug12 |
111228 |
1590.3 |
1590.3 |
1561.9 |
1571.0 |
-31.6 |
153 |
13,782 |
-14 |
Oct12 |
111228 |
1598.5 |
1601.3 |
1573.2 |
1573.2 |
-31.7 |
208 |
10,410 |
+202 |
Dec12 |
111228 |
1600.6 |
1603.9 |
1563.5 |
1575.4 |
-31.9 |
566 |
24,859 |
-155 |
Feb13 |
111228 |
1605.1 |
1605.1 |
1578.1 |
1578.1 |
-32.0 |
17 |
2,986 |
+14 |
Apr13 |
111228 |
1580.9 |
1580.9 |
1580.9 |
1580.9 |
-32.1 |
0 |
1,376 |
+0 |
Jun13 |
111228 |
1584.1 |
1584.1 |
1584.1 |
1584.1 |
-32.2 |
25 |
10,041 |
-25 |
Aug13 |
111228 |
1587.4 |
1587.4 |
1587.4 |
1587.4 |
-32.3 |
0 |
45 |
+0 |
Oct13 |
111228 |
1590.9 |
1590.9 |
1590.9 |
1590.9 |
-32.4 |
|
|
|
Total Volume and Open Interest |
47,070 |
422,747 |
-2,217 |
Silver(CMX) |
Dec11 |
111228 |
2859.5 |
2859.5 |
2719.2 |
2719.2 |
-150.5 |
53 |
18 |
-9 |
Mar12 |
111228 |
2868.5 |
2879.0 |
2684.5 |
2723.4 |
-150.6 |
10,066 |
56,287 |
+159 |
May12 |
111228 |
2871.0 |
2871.0 |
2707.0 |
2728.2 |
-150.7 |
304 |
8,873 |
-44 |
Jul12 |
111228 |
2830.5 |
2830.5 |
2702.0 |
2732.1 |
-150.7 |
21 |
3,508 |
+10 |
Sep12 |
111228 |
2808.0 |
2808.0 |
2732.0 |
2735.0 |
-150.7 |
11 |
2,508 |
+2 |
Dec12 |
111228 |
2873.0 |
2873.0 |
2721.5 |
2738.8 |
-150.7 |
55 |
13,871 |
+18 |
Mar13 |
111228 |
2738.1 |
2738.1 |
2738.1 |
2738.1 |
-150.6 |
0 |
1,156 |
+0 |
Total Volume and Open Interest |
10,708 |
102,330 |
+105 |
Platinum(NYMEX) |
Jan12 |
111228 |
1430.9 |
1431.1 |
1383.9 |
1387.7 |
-46.2 |
7,107 |
8,899 |
-4,110 |
Apr12 |
111228 |
1436.3 |
1436.3 |
1384.2 |
1392.4 |
-45.5 |
5,744 |
33,178 |
+3,496 |
Jul12 |
111228 |
1431.2 |
1431.2 |
1392.3 |
1397.0 |
-44.9 |
36 |
636 |
+15 |
Oct12 |
111228 |
1429.0 |
1429.0 |
1396.3 |
1401.0 |
-44.4 |
7 |
103 |
+0 |
Total Volume and Open Interest |
12,894 |
42,817 |
-599 |
Palladium(NYMEX) |
Mar12 |
111228 |
10.99 |
11.34 |
632.20 |
647.15 |
+635.91 |
1,656 |
16,837 |
-125 |
Jun12 |
111228 |
11.34 |
11.34 |
641.10 |
648.70 |
+635.96 |
14 |
398 |
+11 |
Sep12 |
111228 |
650.15 |
650.15 |
650.15 |
650.15 |
+635.91 |
0 |
138 |
+0 |
Total Volume and Open Interest |
1,672 |
17,385 |
-864 |
Copper(CMX) |
Dec11 |
111228 |
339.95 |
339.95 |
336.00 |
336.00 |
-4.40 |
363 |
332 |
-151 |
Mar12 |
111228 |
340.90 |
344.90 |
334.95 |
336.55 |
-4.35 |
15,917 |
68,289 |
-55 |
May12 |
111228 |
342.20 |
345.20 |
336.45 |
337.65 |
-4.30 |
890 |
23,671 |
+59 |
Jul12 |
111228 |
342.60 |
342.60 |
337.80 |
338.30 |
-4.20 |
54 |
6,607 |
+20 |
Sep12 |
111228 |
344.95 |
344.95 |
338.70 |
338.80 |
-4.20 |
12 |
3,472 |
+3 |
Total Volume and Open Interest |
17,772 |
116,369 |
-147 |
DJIA Index(CBOT) |
Mar12 |
111228 |
12220 |
12242 |
12081 |
12081 |
-138 |
159 |
10,060 |
-9 |
Jun12 |
111228 |
12013 |
12153 |
12013 |
12013 |
-140 |
2 |
402 |
+2 |
Sep12 |
111228 |
11950 |
12090 |
11950 |
11950 |
-140 |
|
|
|
Dec12 |
111228 |
11873 |
12013 |
11873 |
11873 |
-140 |
|
|
|
Total Volume and Open Interest |
161 |
10,462 |
-7 |
E-mini DJIA Index(CBOT) |
Dec11 |
111216 |
11896 |
11988 |
11895 |
11949 |
+50 |
22,203 |
78,058 |
-4,463 |
Mar12 |
111228 |
12217 |
12254 |
12069 |
12081 |
-138 |
43,867 |
88,337 |
-986 |
Jun12 |
111228 |
12041 |
12041 |
12013 |
12013 |
-140 |
2 |
48 |
+1 |
Sep12 |
111228 |
11950 |
11950 |
11950 |
11950 |
-140 |
0 |
9 |
+0 |
Total Volume and Open Interest |
43,869 |
88,394 |
-985 |
S & P 500(CME) |
Mar12 |
111228 |
1259.50 |
1264.30 |
1243.10 |
1244.50 |
-15.70 |
10,435 |
236,025 |
+4,505 |
Jun12 |
111228 |
1239.20 |
1255.90 |
1237.90 |
1239.20 |
-15.70 |
1 |
3,294 |
+0 |
Sep12 |
111228 |
1233.90 |
1250.60 |
1232.60 |
1233.90 |
-15.70 |
300 |
965 |
+84 |
Dec12 |
111228 |
1228.30 |
1245.00 |
1227.00 |
1228.30 |
-15.70 |
50 |
201 |
+50 |
Total Volume and Open Interest |
10,786 |
240,485 |
+4,639 |
S & P 500 E-Mini(Globex) |
Mar12 |
111228 |
1260.00 |
1264.50 |
1243.00 |
1244.50 |
-15.75 |
693,965 |
2,594,367 |
+6,570 |
Jun12 |
111228 |
1254.50 |
1258.50 |
1238.00 |
1239.25 |
-15.75 |
1,794 |
10,892 |
+1,409 |
Total Volume and Open Interest |
695,759 |
2,605,398 |
+7,979 |
NASDAQ 100(CME) |
Mar12 |
111228 |
2282.30 |
2292.00 |
2256.00 |
2259.50 |
-25.00 |
626 |
7,067 |
-463 |
Jun12 |
111228 |
2256.50 |
2259.00 |
2256.50 |
2256.50 |
-24.50 |
|
|
|
Sep12 |
111228 |
2254.00 |
2256.50 |
2254.00 |
2254.00 |
-24.50 |
|
|
|
Total Volume and Open Interest |
626 |
7,067 |
-463 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
111228 |
2284.50 |
2292.30 |
2256.30 |
2259.50 |
-25.00 |
72,450 |
254,109 |
+4,000 |
Jun12 |
111228 |
2277.50 |
2282.00 |
2254.80 |
2256.50 |
-24.50 |
0 |
40 |
+0 |
Total Volume and Open Interest |
72,450 |
254,151 |
+4,000 |
S & P Midcap 400(CME) |
Mar12 |
111228 |
869.30 |
875.00 |
868.00 |
869.30 |
-14.10 |
76 |
819 |
+0 |
Jun12 |
111228 |
867.30 |
867.30 |
867.30 |
867.30 |
-14.10 |
|
|
|
Sep12 |
111228 |
865.30 |
865.30 |
865.30 |
865.30 |
-14.10 |
|
|
|
Total Volume and Open Interest |
76 |
819 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
111228 |
8460 |
8465 |
8360 |
8390 |
-70 |
1,347 |
23,038 |
+17 |
Jun12 |
111228 |
8335 |
8405 |
8335 |
8335 |
-70 |
0 |
11 |
+0 |
Total Volume and Open Interest |
1,347 |
23,049 |
+17 |
Nikkei 225(SGX) |
Mar12 |
111227 |
8455 |
8460 |
8415 |
8445 |
+70 |
65,012 |
187,685 |
+5,093 |
Jun12 |
111227 |
8360 |
8370 |
8360 |
8370 |
+70 |
0 |
306 |
+0 |
Sep12 |
111227 |
8365 |
8365 |
8365 |
8365 |
+70 |
0 |
30 |
+0 |
Total Volume and Open Interest |
66,077 |
198,431 |
+6,133 |
CAC 40(EURONEXT) |
Jan12 |
111228 |
3094.5 |
3132.5 |
3063.0 |
3070.0 |
-34.5 |
23,517 |
239,638 |
-4,273 |
Feb12 |
111228 |
3091.0 |
3132.0 |
3068.5 |
3070.5 |
-35.0 |
233 |
683 |
+325 |
Mar12 |
111228 |
3096.0 |
3130.5 |
3069.0 |
3071.0 |
-35.5 |
216 |
20,651 |
-110 |
Total Volume and Open Interest |
23,966 |
261,022 |
-4,058 |
Hang Seng Index(HKFE) |
Dec11 |
111228 |
18590 |
18609 |
18368 |
18440 |
-150 |
71,987 |
70,391 |
-11,085 |
Jan12 |
111228 |
18628 |
18628 |
18360 |
18429 |
-159 |
22,441 |
31,465 |
+19,493 |
Total Volume and Open Interest |
94,887 |
106,224 |
+8,548 |
DAX(EUREX) |
Dec11 |
111216 |
5783.0 |
5789.5 |
5714.5 |
5727.5 |
-20.0 |
219,442 |
98,018 |
-35,014 |
Mar12 |
111228 |
5865.5 |
5910.0 |
5774.0 |
5790.5 |
-116.0 |
50,623 |
143,470 |
+981 |
Jun12 |
111228 |
5800.0 |
5920.0 |
5795.5 |
5805.0 |
-116.0 |
247 |
5,623 |
+11 |
Total Volume and Open Interest |
50,993 |
149,358 |
+1,101 |
FT-SE 100(EURONEXT) |
Mar12 |
111228 |
5478.00 |
5530.00 |
5449.50 |
5476.50 |
+1.00 |
58,683 |
594,465 |
+3,494 |
Jun12 |
111228 |
5461.50 |
5462.50 |
5431.00 |
5431.00 |
+1.50 |
0 |
3,715 |
+0 |
Sep12 |
111228 |
5398.50 |
5398.50 |
5398.50 |
5398.50 |
+1.00 |
|
|
|
Total Volume and Open Interest |
58,683 |
598,180 |
+3,494 |
SPI 200(SFE) |
Mar12 |
111228 |
4146.0 |
4146.0 |
4063.0 |
4066.0 |
-65.0 |
18,001 |
196,222 |
+5,266 |
Jun12 |
111228 |
4103.0 |
4103.0 |
4070.0 |
4070.0 |
-65.0 |
83 |
1,854 |
+65 |
Sep12 |
111228 |
4033.0 |
4033.0 |
4033.0 |
4033.0 |
-65.0 |
4 |
1,071 |
+0 |
Total Volume and Open Interest |
18,093 |
202,226 |
+5,331 |
GSCI(CME) |
Jan12 |
111228 |
651.00 |
654.50 |
643.50 |
646.40 |
-5.60 |
208 |
8,697 |
+10 |
Feb12 |
111228 |
651.80 |
655.25 |
644.25 |
647.50 |
-5.50 |
1 |
100 |
+0 |
Mar12 |
111228 |
649.75 |
657.25 |
646.50 |
649.75 |
-5.25 |
|
|
|
Total Volume and Open Interest |
209 |
8,797 |
+10 |
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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