|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Thu December 29, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
111229 |
1196.75 |
1201.75 |
1183.50 |
1187.50 |
-10.75 |
72,938 |
41,657 |
-24,046 |
Mar12 |
111229 |
1206.00 |
1211.50 |
1193.00 |
1197.00 |
-11.00 |
104,931 |
191,216 |
+5,452 |
May12 |
111229 |
1214.75 |
1221.00 |
1202.75 |
1207.25 |
-10.25 |
15,481 |
93,596 |
-183 |
Jul12 |
111229 |
1224.50 |
1230.25 |
1212.25 |
1217.25 |
-9.75 |
18,223 |
78,315 |
-385 |
Aug12 |
111229 |
1216.00 |
1223.25 |
1213.75 |
1213.75 |
-9.50 |
300 |
1,057 |
-37 |
Sep12 |
111229 |
1205.50 |
1213.50 |
1205.50 |
1206.50 |
-7.00 |
451 |
1,160 |
+120 |
Nov12 |
111229 |
1202.50 |
1209.75 |
1191.50 |
1200.50 |
-4.50 |
9,632 |
55,064 |
-298 |
Total Volume and Open Interest |
222,271 |
480,007 |
-19,308 |
Soybean Meal(CBOT) |
Jan12 |
111229 |
308.70 |
311.20 |
305.40 |
306.60 |
-3.50 |
19,375 |
14,581 |
-4,532 |
Mar12 |
111229 |
313.00 |
315.30 |
309.30 |
310.80 |
-3.30 |
42,539 |
82,728 |
+1,836 |
May12 |
111229 |
315.10 |
317.70 |
312.10 |
313.80 |
-2.90 |
5,316 |
31,029 |
+352 |
Jul12 |
111229 |
316.90 |
320.80 |
315.10 |
317.10 |
-2.70 |
6,174 |
30,666 |
-365 |
Aug12 |
111229 |
319.60 |
320.00 |
317.00 |
317.50 |
-2.70 |
915 |
5,636 |
+390 |
Sep12 |
111229 |
316.10 |
320.00 |
315.60 |
317.10 |
-2.10 |
663 |
5,365 |
+13 |
Oct12 |
111229 |
315.70 |
315.70 |
313.00 |
314.10 |
-1.20 |
656 |
3,446 |
+5 |
Dec12 |
111229 |
312.60 |
316.40 |
311.20 |
314.10 |
-0.90 |
1,993 |
17,317 |
+57 |
Total Volume and Open Interest |
77,645 |
196,580 |
-2,249 |
Soybean Oil(CBOT) |
Jan12 |
111229 |
51.57 |
51.66 |
51.04 |
51.14 |
-0.64 |
27,350 |
21,931 |
-9,459 |
Mar12 |
111229 |
51.99 |
52.07 |
51.41 |
51.52 |
-0.64 |
57,960 |
145,507 |
+2,185 |
May12 |
111229 |
52.36 |
52.39 |
51.78 |
51.87 |
-0.64 |
7,789 |
51,730 |
-14 |
Jul12 |
111229 |
52.56 |
52.65 |
52.04 |
52.14 |
-0.63 |
5,390 |
35,701 |
-626 |
Aug12 |
111229 |
52.28 |
52.60 |
52.15 |
52.21 |
-0.61 |
216 |
4,503 |
-13 |
Sep12 |
111229 |
52.60 |
52.65 |
52.15 |
52.22 |
-0.61 |
592 |
4,886 |
+26 |
Oct12 |
111229 |
52.32 |
52.62 |
52.01 |
52.01 |
-0.61 |
670 |
5,572 |
+157 |
Dec12 |
111229 |
52.24 |
52.43 |
51.86 |
51.92 |
-0.57 |
3,656 |
19,902 |
+56 |
Total Volume and Open Interest |
103,623 |
290,339 |
-7,688 |
Canola(WCE) |
Jan12 |
111229 |
527.5 |
528.1 |
522.6 |
523.0 |
-6.7 |
2,830 |
4,053 |
-2,720 |
Mar12 |
111229 |
522.0 |
525.8 |
519.0 |
520.0 |
-4.7 |
5,448 |
82,438 |
+1,775 |
May12 |
111229 |
523.2 |
526.7 |
520.6 |
521.4 |
-5.0 |
849 |
16,687 |
-80 |
Jul12 |
111229 |
524.8 |
527.7 |
521.2 |
522.2 |
-4.5 |
1,322 |
14,140 |
+382 |
Nov12 |
111229 |
503.8 |
506.1 |
497.3 |
500.2 |
-6.5 |
617 |
17,792 |
+266 |
Total Volume and Open Interest |
11,091 |
135,778 |
-377 |
Corn(CBOT) |
Mar12 |
111229 |
640.00 |
645.75 |
635.25 |
638.00 |
-4.50 |
91,819 |
517,126 |
-4,284 |
May12 |
111229 |
647.00 |
654.00 |
643.50 |
646.25 |
-4.00 |
20,446 |
185,379 |
+1,010 |
Jul12 |
111229 |
653.00 |
660.00 |
649.75 |
652.50 |
-3.50 |
19,715 |
161,152 |
-1,463 |
Sep12 |
111229 |
605.00 |
610.00 |
601.75 |
606.00 |
-2.25 |
3,451 |
41,584 |
+248 |
Dec12 |
111229 |
581.50 |
585.00 |
577.50 |
582.00 |
-1.50 |
13,628 |
190,410 |
-579 |
Mar13 |
111229 |
594.75 |
597.00 |
590.00 |
594.00 |
-1.50 |
396 |
36,256 |
+5 |
Total Volume and Open Interest |
149,826 |
1,153,978 |
-4,998 |
Wheat(CBOT) |
Mar12 |
111229 |
649.75 |
654.50 |
641.75 |
645.25 |
-6.00 |
33,464 |
173,855 |
-1,566 |
May12 |
111229 |
667.00 |
672.75 |
660.75 |
664.75 |
-3.75 |
4,081 |
69,161 |
-354 |
Jul12 |
111229 |
681.00 |
686.25 |
670.50 |
679.75 |
-3.00 |
2,504 |
72,249 |
+144 |
Sep12 |
111229 |
696.00 |
701.25 |
691.50 |
695.75 |
-2.75 |
315 |
15,509 |
-40 |
Dec12 |
111229 |
713.50 |
719.50 |
708.75 |
713.25 |
-3.00 |
1,306 |
43,927 |
+395 |
Total Volume and Open Interest |
41,734 |
380,892 |
-1,386 |
Wheat(KCBT) |
Mar12 |
111229 |
698.00 |
705.00 |
692.75 |
698.00 |
-1.25 |
5,557 |
66,514 |
-362 |
May12 |
111229 |
703.50 |
713.50 |
702.25 |
706.75 |
-0.75 |
1,162 |
17,019 |
+14 |
Jul12 |
111229 |
713.50 |
721.50 |
709.75 |
714.50 |
-0.75 |
1,436 |
37,985 |
-164 |
Sep12 |
111229 |
728.50 |
734.75 |
724.00 |
727.75 |
-1.25 |
238 |
6,775 |
+83 |
Dec12 |
111229 |
747.75 |
753.75 |
743.25 |
746.75 |
-1.25 |
386 |
8,505 |
+286 |
Total Volume and Open Interest |
8,795 |
137,302 |
-136 |
Wheat(MGE) |
Mar12 |
111229 |
860.00 |
867.00 |
853.25 |
855.25 |
-7.75 |
1,754 |
16,737 |
+295 |
May12 |
111229 |
832.50 |
839.00 |
826.25 |
828.75 |
-6.75 |
495 |
7,408 |
-13 |
Jul12 |
111229 |
822.00 |
825.75 |
814.50 |
814.75 |
-8.50 |
154 |
7,599 |
-28 |
Sep12 |
111229 |
793.75 |
796.00 |
785.00 |
787.75 |
-6.25 |
290 |
4,493 |
+20 |
Dec12 |
111229 |
800.00 |
801.75 |
791.00 |
794.50 |
-5.25 |
322 |
3,243 |
-11 |
Total Volume and Open Interest |
3,023 |
39,632 |
+260 |
Oats(CBOT) |
Mar12 |
111229 |
316.50 |
317.75 |
305.00 |
306.00 |
-10.50 |
287 |
10,636 |
-123 |
May12 |
111229 |
320.00 |
322.25 |
310.50 |
310.50 |
-10.00 |
50 |
1,711 |
+27 |
Jul12 |
111229 |
325.00 |
327.00 |
316.25 |
316.25 |
-8.75 |
7 |
115 |
-2 |
Sep12 |
111229 |
322.00 |
330.75 |
322.00 |
322.00 |
-8.75 |
0 |
7 |
+0 |
Total Volume and Open Interest |
344 |
12,618 |
-98 |
Rough Rice(CBOT) |
Jan12 |
111229 |
13.73 |
14.26 |
13.70 |
14.25 |
+0.50 |
1,049 |
3,187 |
-651 |
Mar12 |
111229 |
14.02 |
14.52 |
13.95 |
14.52 |
+0.50 |
1,174 |
11,647 |
+422 |
May12 |
111229 |
14.26 |
14.79 |
14.26 |
14.79 |
+0.50 |
11 |
1,001 |
+8 |
Jul12 |
111229 |
14.69 |
15.03 |
14.55 |
15.03 |
+0.50 |
2 |
610 |
+1 |
Total Volume and Open Interest |
2,236 |
16,632 |
-220 |
Live Cattle(CME) |
Dec11 |
111229 |
122.900 |
123.250 |
122.285 |
122.580 |
-0.520 |
1,694 |
3,144 |
-997 |
Feb12 |
111229 |
123.150 |
123.330 |
122.230 |
122.350 |
-0.800 |
14,004 |
127,583 |
-647 |
Apr12 |
111229 |
126.850 |
127.150 |
126.050 |
126.230 |
-0.620 |
7,833 |
92,423 |
+295 |
Jun12 |
111229 |
125.900 |
126.300 |
125.350 |
125.430 |
-0.620 |
6,338 |
61,742 |
+102 |
Aug12 |
111229 |
126.450 |
126.900 |
126.100 |
126.450 |
-0.435 |
1,438 |
16,871 |
+286 |
Oct12 |
111229 |
128.900 |
129.200 |
128.380 |
128.500 |
-0.700 |
475 |
9,205 |
+80 |
Total Volume and Open Interest |
31,939 |
316,393 |
-840 |
Feeder Cattle(CME) |
Jan12 |
111229 |
147.300 |
147.650 |
146.700 |
146.880 |
-0.320 |
1,514 |
7,665 |
-169 |
Mar12 |
111229 |
150.435 |
150.700 |
149.575 |
149.800 |
-0.550 |
2,226 |
12,414 |
+833 |
Apr12 |
111229 |
151.450 |
151.600 |
150.550 |
151.035 |
-0.415 |
302 |
3,514 |
+72 |
May12 |
111229 |
151.900 |
152.035 |
151.200 |
151.600 |
-0.385 |
226 |
4,168 |
+48 |
Aug12 |
111229 |
153.050 |
153.130 |
152.250 |
152.685 |
-0.365 |
108 |
3,845 |
+21 |
Sep12 |
111229 |
152.880 |
152.900 |
152.300 |
152.800 |
-0.350 |
39 |
685 |
+10 |
Oct12 |
111229 |
153.000 |
153.000 |
152.500 |
152.600 |
-0.150 |
18 |
234 |
+3 |
Total Volume and Open Interest |
4,445 |
32,581 |
+821 |
Lean Hogs(CME) |
Feb12 |
111229 |
85.350 |
85.480 |
83.850 |
83.980 |
-1.570 |
8,062 |
84,785 |
-1,288 |
Apr12 |
111229 |
88.650 |
88.930 |
87.580 |
87.730 |
-1.220 |
4,524 |
62,436 |
+469 |
May12 |
111229 |
94.900 |
94.900 |
93.785 |
94.400 |
-1.000 |
17 |
2,570 |
+0 |
Jun12 |
111229 |
96.400 |
96.650 |
95.135 |
95.285 |
-1.445 |
2,685 |
47,202 |
+123 |
Jul12 |
111229 |
95.580 |
95.650 |
94.450 |
94.580 |
-1.205 |
564 |
12,436 |
-173 |
Aug12 |
111229 |
94.750 |
94.950 |
93.635 |
94.150 |
-1.000 |
326 |
13,472 |
+16 |
Oct12 |
111229 |
83.750 |
84.100 |
83.080 |
83.600 |
-0.785 |
101 |
9,169 |
+11 |
Dec12 |
111229 |
80.300 |
80.300 |
79.135 |
79.500 |
-0.650 |
81 |
3,761 |
+32 |
Total Volume and Open Interest |
16,408 |
236,617 |
-813 |
Class III Milk(CME) |
Dec11 |
111229 |
18.66 |
18.67 |
18.65 |
18.66 |
unch |
85 |
5,948 |
+45 |
Jan12 |
111229 |
17.25 |
17.46 |
17.20 |
17.45 |
+0.31 |
116 |
4,676 |
-2 |
Feb12 |
111229 |
17.35 |
17.67 |
17.28 |
17.61 |
+0.33 |
201 |
4,573 |
+27 |
Mar12 |
111229 |
17.30 |
17.54 |
17.25 |
17.54 |
+0.31 |
33 |
3,628 |
+8 |
Apr12 |
111229 |
17.25 |
17.35 |
17.21 |
17.35 |
+0.12 |
20 |
2,652 |
+9 |
Total Volume and Open Interest |
587 |
34,695 |
+172 |
Cocoa(ICE) |
Mar12 |
111229 |
2123 |
2145 |
2076 |
2083 |
-50 |
3,067 |
76,480 |
+151 |
May12 |
111229 |
2140 |
2162 |
2099 |
2105 |
-49 |
495 |
35,619 |
-112 |
Jul12 |
111229 |
2155 |
2161 |
2116 |
2122 |
-48 |
48 |
17,713 |
+10 |
Sep12 |
111229 |
2171 |
2189 |
2132 |
2138 |
-47 |
17 |
14,721 |
-9 |
Dec12 |
111229 |
2188 |
2195 |
2150 |
2155 |
-47 |
6 |
14,726 |
+0 |
Mar13 |
111229 |
2210 |
2210 |
2177 |
2177 |
-43 |
6 |
5,208 |
+2 |
May13 |
111229 |
2215 |
2215 |
2192 |
2192 |
-44 |
12 |
2,475 |
+1 |
Total Volume and Open Interest |
3,662 |
167,753 |
+32 |
Coffee "C"(ICE) |
Mar12 |
111229 |
225.75 |
227.20 |
224.10 |
224.25 |
-2.50 |
3,532 |
55,857 |
-215 |
May12 |
111229 |
228.70 |
229.90 |
227.00 |
227.05 |
-2.45 |
589 |
25,100 |
+212 |
Jul12 |
111229 |
231.00 |
232.00 |
229.45 |
229.45 |
-2.50 |
261 |
8,267 |
-25 |
Sep12 |
111229 |
232.20 |
233.50 |
231.35 |
231.35 |
-2.50 |
134 |
6,541 |
+33 |
Dec12 |
111229 |
234.00 |
235.25 |
233.05 |
233.05 |
-2.65 |
25 |
7,008 |
+2 |
Mar13 |
111229 |
235.00 |
235.00 |
235.00 |
235.00 |
-2.40 |
0 |
844 |
+0 |
Total Volume and Open Interest |
4,542 |
104,103 |
+8 |
Orange Juice(ICE) |
Jan12 |
111229 |
170.00 |
170.00 |
167.50 |
168.90 |
-0.40 |
530 |
2,864 |
-472 |
Mar12 |
111229 |
168.45 |
168.95 |
167.05 |
168.55 |
+0.40 |
1,229 |
19,865 |
+754 |
May12 |
111229 |
167.50 |
168.15 |
166.80 |
168.05 |
+0.90 |
205 |
1,995 |
+131 |
Jul12 |
111229 |
167.45 |
168.35 |
167.45 |
168.25 |
+1.10 |
23 |
785 |
+16 |
Sep12 |
111229 |
167.75 |
168.65 |
167.25 |
168.55 |
+1.30 |
0 |
58 |
+0 |
Nov12 |
111229 |
168.05 |
168.05 |
168.05 |
168.05 |
+1.30 |
0 |
13 |
+0 |
Total Volume and Open Interest |
1,987 |
25,589 |
+429 |
Sugar #11(ICE) |
Mar12 |
111229 |
23.13 |
23.60 |
22.85 |
23.51 |
+0.38 |
9,817 |
217,196 |
+834 |
May12 |
111229 |
22.68 |
23.23 |
22.46 |
23.15 |
+0.41 |
4,208 |
90,654 |
+142 |
Jul12 |
111229 |
22.40 |
22.89 |
22.16 |
22.80 |
+0.37 |
2,505 |
98,630 |
+874 |
Oct12 |
111229 |
22.67 |
23.13 |
22.44 |
23.09 |
+0.41 |
1,195 |
52,927 |
+323 |
Mar13 |
111229 |
23.20 |
23.63 |
22.98 |
23.61 |
+0.38 |
483 |
33,623 |
+180 |
Total Volume and Open Interest |
18,381 |
544,792 |
+2,320 |
London Cocoa(LCE) |
Mar12 |
111229 |
1398 |
1398 |
1362 |
1364 |
-26 |
3,529 |
80,546 |
+169 |
May12 |
111229 |
1408 |
1408 |
1380 |
1382 |
-25 |
819 |
21,613 |
-122 |
Jul12 |
111229 |
1416 |
1422 |
1398 |
1400 |
-23 |
841 |
29,847 |
+199 |
Sep12 |
111229 |
1433 |
1441 |
1412 |
1414 |
-24 |
337 |
21,079 |
+111 |
Dec12 |
111229 |
1447 |
1453 |
1425 |
1426 |
-25 |
241 |
15,684 |
+56 |
Mar13 |
111229 |
1450 |
1456 |
1435 |
1435 |
-25 |
279 |
9,681 |
+135 |
May13 |
111229 |
1461 |
1461 |
1439 |
1439 |
-21 |
89 |
2,394 |
+40 |
Total Volume and Open Interest |
6,135 |
181,892 |
+588 |
London Sugar(LCE) |
Mar12 |
111229 |
599.00 |
605.40 |
596.20 |
604.60 |
+5.50 |
658 |
26,599 |
+113 |
May12 |
111229 |
588.40 |
594.20 |
585.70 |
593.80 |
+5.70 |
100 |
9,037 |
-25 |
Aug12 |
111229 |
582.10 |
588.70 |
581.50 |
588.50 |
+3.40 |
126 |
10,873 |
+76 |
Oct12 |
111229 |
585.70 |
591.70 |
584.30 |
591.50 |
+4.50 |
38 |
4,052 |
+5 |
Dec12 |
111229 |
590.70 |
596.20 |
590.30 |
596.20 |
+5.10 |
6 |
1,625 |
+3 |
Total Volume and Open Interest |
931 |
53,555 |
+175 |
Cotton(ICE) |
Mar12 |
111229 |
90.43 |
92.09 |
89.53 |
91.63 |
+0.95 |
2,306 |
94,691 |
-53 |
May12 |
111229 |
90.65 |
91.80 |
89.39 |
91.36 |
+0.79 |
596 |
25,634 |
+169 |
Jul12 |
111229 |
90.64 |
91.38 |
88.99 |
90.98 |
+0.59 |
197 |
21,361 |
+57 |
Oct12 |
111229 |
90.00 |
90.47 |
89.95 |
90.47 |
-0.41 |
0 |
86 |
+0 |
Dec12 |
111229 |
89.20 |
89.20 |
87.02 |
87.82 |
-1.11 |
40 |
8,258 |
-1 |
Mar13 |
111229 |
88.98 |
88.98 |
88.35 |
88.35 |
-1.39 |
1 |
446 |
+0 |
Total Volume and Open Interest |
3,140 |
151,348 |
+172 |
Lumber(CME) |
Jan12 |
111229 |
254.9 |
259.6 |
247.2 |
249.3 |
-7.4 |
208 |
1,492 |
-125 |
Mar12 |
111229 |
265.0 |
272.9 |
256.0 |
257.9 |
-6.2 |
305 |
5,748 |
-94 |
May12 |
111229 |
280.9 |
287.0 |
276.2 |
279.1 |
-0.9 |
98 |
1,785 |
+16 |
Jul12 |
111229 |
289.5 |
294.2 |
285.6 |
289.9 |
+1.5 |
18 |
393 |
+12 |
Total Volume and Open Interest |
632 |
9,559 |
-188 |
Crude Oil(NYM) |
Feb12 |
111229 |
99.59 |
99.92 |
98.30 |
99.65 |
+0.29 |
124,238 |
248,262 |
+2,241 |
Mar12 |
111229 |
99.76 |
100.07 |
98.45 |
99.82 |
+0.31 |
34,297 |
163,567 |
+4,021 |
Apr12 |
111229 |
100.00 |
100.23 |
98.70 |
100.01 |
+0.31 |
13,264 |
79,017 |
+3,851 |
May12 |
111229 |
100.26 |
100.28 |
98.88 |
100.16 |
+0.34 |
6,402 |
79,296 |
-90 |
Jun12 |
111229 |
100.05 |
100.27 |
98.83 |
100.16 |
+0.39 |
11,987 |
95,764 |
+1,773 |
Jul12 |
111229 |
100.00 |
100.07 |
98.90 |
100.01 |
+0.42 |
1,890 |
38,320 |
+47 |
Aug12 |
111229 |
99.43 |
99.76 |
99.43 |
99.76 |
+0.43 |
1,449 |
29,843 |
-102 |
Sep12 |
111229 |
99.23 |
99.52 |
98.28 |
99.47 |
+0.44 |
1,824 |
31,508 |
+209 |
Oct12 |
111229 |
99.15 |
99.21 |
99.15 |
99.18 |
+0.45 |
873 |
29,642 |
+147 |
Nov12 |
111229 |
98.94 |
98.94 |
98.94 |
98.94 |
+0.45 |
938 |
31,727 |
+242 |
Dec12 |
111229 |
98.48 |
98.91 |
97.42 |
98.72 |
+0.46 |
11,693 |
170,446 |
+812 |
Jan13 |
111229 |
98.40 |
98.40 |
98.40 |
98.40 |
+0.47 |
925 |
31,409 |
+74 |
Feb13 |
111229 |
98.08 |
98.08 |
98.08 |
98.08 |
+0.50 |
185 |
13,395 |
+54 |
Mar13 |
111229 |
97.77 |
97.77 |
97.77 |
97.77 |
+0.54 |
309 |
13,889 |
+0 |
Apr13 |
111229 |
97.46 |
97.46 |
97.46 |
97.46 |
+0.59 |
495 |
6,394 |
+171 |
May13 |
111229 |
97.15 |
97.15 |
97.15 |
97.15 |
+0.63 |
491 |
6,309 |
+76 |
Total Volume and Open Interest |
216,467 |
1,325,562 |
+13,987 |
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 |
111229 |
99.550 |
99.900 |
98.300 |
99.650 |
+0.300 |
4,001 |
1,796 |
+229 |
Mar12 |
111229 |
99.825 |
100.025 |
98.450 |
99.825 |
+0.325 |
165 |
445 |
+29 |
Apr12 |
111229 |
99.975 |
100.175 |
99.200 |
100.000 |
+0.300 |
3 |
187 |
+1 |
May12 |
111229 |
99.100 |
100.150 |
99.075 |
100.150 |
+0.325 |
0 |
29 |
+0 |
Jun12 |
111229 |
100.150 |
100.150 |
100.150 |
100.150 |
+0.375 |
3 |
22 |
+1 |
Jul12 |
111229 |
100.000 |
100.000 |
100.000 |
100.000 |
+0.400 |
0 |
4 |
+0 |
Aug12 |
111229 |
99.750 |
99.750 |
99.750 |
99.750 |
+0.425 |
0 |
5 |
+0 |
Sep12 |
111229 |
99.475 |
99.475 |
99.475 |
99.475 |
+0.450 |
|
|
|
Total Volume and Open Interest |
4,172 |
2,710 |
+260 |
Heating Oil(NYM) |
Jan12 |
111229 |
289.65 |
293.06 |
289.05 |
291.75 |
+2.41 |
26,839 |
22,948 |
-6,052 |
Feb12 |
111229 |
290.12 |
293.27 |
289.49 |
292.01 |
+1.89 |
38,799 |
78,216 |
+2,966 |
Mar12 |
111229 |
290.71 |
292.78 |
289.20 |
291.56 |
+1.35 |
11,853 |
51,871 |
+1,989 |
Apr12 |
111229 |
290.00 |
291.11 |
287.77 |
289.96 |
+1.13 |
4,034 |
23,471 |
+520 |
May12 |
111229 |
288.49 |
289.00 |
285.86 |
288.00 |
+1.06 |
2,076 |
19,506 |
+121 |
Jun12 |
111229 |
286.30 |
287.42 |
284.13 |
286.54 |
+1.17 |
3,772 |
34,397 |
+429 |
Jul12 |
111229 |
286.32 |
286.94 |
284.00 |
286.24 |
+1.32 |
416 |
9,392 |
-33 |
Aug12 |
111229 |
286.28 |
286.80 |
284.16 |
286.30 |
+1.40 |
322 |
4,351 |
-3 |
Sep12 |
111229 |
285.98 |
287.23 |
285.05 |
286.80 |
+1.43 |
529 |
7,243 |
+37 |
Oct12 |
111229 |
287.33 |
288.50 |
285.95 |
287.66 |
+1.42 |
162 |
3,059 |
+4 |
Nov12 |
111229 |
287.36 |
289.45 |
286.38 |
288.56 |
+1.41 |
154 |
2,220 |
+6 |
Dec12 |
111229 |
288.71 |
289.10 |
287.62 |
289.09 |
+1.40 |
937 |
16,740 |
+239 |
Total Volume and Open Interest |
90,024 |
277,118 |
+209 |
Gasoline(NYMEX) |
Jan12 |
111229 |
264.97 |
268.15 |
263.65 |
268.01 |
+2.88 |
16,522 |
15,097 |
-5,781 |
Feb12 |
111229 |
264.60 |
267.38 |
263.01 |
266.94 |
+2.38 |
30,483 |
73,871 |
+835 |
Mar12 |
111229 |
265.20 |
267.33 |
263.22 |
266.97 |
+2.22 |
10,154 |
46,078 |
+530 |
Apr12 |
111229 |
277.19 |
278.53 |
274.62 |
278.44 |
+2.12 |
4,348 |
32,036 |
+339 |
May12 |
111229 |
276.20 |
278.02 |
274.28 |
277.89 |
+2.16 |
1,598 |
25,532 |
+291 |
Jun12 |
111229 |
274.50 |
275.96 |
272.29 |
275.81 |
+2.23 |
2,124 |
28,463 |
-307 |
Jul12 |
111229 |
271.18 |
273.26 |
269.70 |
273.22 |
+2.29 |
1,296 |
10,670 |
+235 |
Aug12 |
111229 |
268.90 |
270.49 |
267.17 |
270.49 |
+2.29 |
740 |
10,211 |
+307 |
Sep12 |
111229 |
267.42 |
267.42 |
267.42 |
267.42 |
+2.33 |
504 |
7,704 |
+279 |
Oct12 |
111229 |
252.52 |
254.62 |
252.52 |
254.62 |
+2.26 |
167 |
5,445 |
-16 |
Total Volume and Open Interest |
68,423 |
275,110 |
-3,197 |
e-miNY RBOB Gasoline(NYM) |
Jan12 |
111229 |
268.00 |
268.01 |
268.00 |
268.00 |
+2.90 |
0 |
1 |
+0 |
Feb12 |
111229 |
266.90 |
266.94 |
266.90 |
266.90 |
+2.30 |
0 |
1 |
+0 |
Mar12 |
111229 |
267.00 |
267.00 |
266.97 |
267.00 |
+2.20 |
|
|
|
Apr12 |
111229 |
278.40 |
278.44 |
278.40 |
278.40 |
+2.10 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Feb12 |
111229 |
3.139 |
3.148 |
3.001 |
3.027 |
-0.094 |
61,884 |
183,914 |
+1,355 |
Mar12 |
111229 |
3.174 |
3.174 |
3.033 |
3.055 |
-0.093 |
14,047 |
229,092 |
+1,636 |
Apr12 |
111229 |
3.223 |
3.231 |
3.102 |
3.120 |
-0.088 |
8,745 |
121,629 |
+28 |
May12 |
111229 |
3.275 |
3.275 |
3.155 |
3.170 |
-0.088 |
3,572 |
67,198 |
+389 |
Jun12 |
111229 |
3.309 |
3.323 |
3.201 |
3.219 |
-0.086 |
2,287 |
28,258 |
+178 |
Jul12 |
111229 |
3.375 |
3.375 |
3.262 |
3.279 |
-0.087 |
1,657 |
24,124 |
-73 |
Aug12 |
111229 |
3.378 |
3.393 |
3.299 |
3.311 |
-0.086 |
1,111 |
14,833 |
+74 |
Sep12 |
111229 |
3.402 |
3.410 |
3.303 |
3.317 |
-0.085 |
1,054 |
26,258 |
+251 |
Oct12 |
111229 |
3.457 |
3.457 |
3.340 |
3.355 |
-0.084 |
3,369 |
73,733 |
+370 |
Nov12 |
111229 |
3.568 |
3.570 |
3.490 |
3.504 |
-0.079 |
1,212 |
28,406 |
+205 |
Dec12 |
111229 |
3.877 |
3.877 |
3.772 |
3.784 |
-0.079 |
982 |
24,813 |
+179 |
Jan13 |
111229 |
3.995 |
3.995 |
3.899 |
3.912 |
-0.078 |
2,654 |
41,775 |
+550 |
Feb13 |
111229 |
3.991 |
3.991 |
3.905 |
3.909 |
-0.078 |
139 |
7,114 |
+37 |
Mar13 |
111229 |
3.937 |
3.946 |
3.889 |
3.889 |
-0.072 |
726 |
19,671 |
+366 |
Apr13 |
111229 |
3.900 |
3.900 |
3.821 |
3.833 |
-0.063 |
1,194 |
26,675 |
+430 |
May13 |
111229 |
3.884 |
3.889 |
3.850 |
3.854 |
-0.063 |
5 |
3,790 |
-5 |
Total Volume and Open Interest |
161,223 |
1,000,237 |
-5,597 |
Brent Crude Oil(ICE) |
Feb12 |
111229 |
107.41 |
108.10 |
106.50 |
108.01 |
+0.45 |
50,667 |
162,889 |
+220 |
Mar12 |
111229 |
106.95 |
107.62 |
106.12 |
107.52 |
+0.49 |
21,880 |
175,076 |
+332 |
Apr12 |
111229 |
106.61 |
107.29 |
105.82 |
107.21 |
+0.51 |
11,016 |
46,522 |
+1,690 |
May12 |
111229 |
106.33 |
107.00 |
105.64 |
106.95 |
+0.51 |
5,633 |
27,437 |
-278 |
Jun12 |
111229 |
105.92 |
106.70 |
105.27 |
106.64 |
+0.51 |
7,489 |
72,658 |
+222 |
Jul12 |
111229 |
105.62 |
106.32 |
105.09 |
106.32 |
+0.51 |
1,634 |
22,764 |
+347 |
Aug12 |
111229 |
105.67 |
105.99 |
104.74 |
105.99 |
+0.50 |
755 |
28,911 |
+90 |
Sep12 |
111229 |
105.29 |
105.63 |
104.32 |
105.60 |
+0.51 |
862 |
37,442 |
+33 |
Oct12 |
111229 |
104.96 |
105.29 |
104.06 |
105.27 |
+0.52 |
798 |
17,086 |
+81 |
Nov12 |
111229 |
104.95 |
104.95 |
104.95 |
104.95 |
+0.52 |
425 |
16,422 |
-18 |
Dec12 |
111229 |
104.20 |
104.63 |
103.22 |
104.59 |
+0.53 |
5,443 |
97,440 |
+762 |
Jan13 |
111229 |
104.19 |
104.19 |
104.19 |
104.19 |
+0.53 |
114 |
12,095 |
+7 |
Feb13 |
111229 |
103.78 |
103.78 |
103.78 |
103.78 |
+0.54 |
118 |
7,179 |
-2 |
Mar13 |
111229 |
103.36 |
103.36 |
103.36 |
103.36 |
+0.57 |
277 |
3,947 |
-74 |
Total Volume and Open Interest |
109,205 |
881,066 |
+3,961 |
Gas Oil(ICE) |
Jan12 |
111229 |
918.50 |
929.75 |
918.50 |
921.50 |
+3.25 |
11,018 |
90,149 |
-2,544 |
Feb12 |
111229 |
916.25 |
925.00 |
914.50 |
916.50 |
+2.00 |
22,702 |
97,178 |
+1,154 |
Mar12 |
111229 |
911.25 |
918.75 |
909.00 |
911.00 |
+1.25 |
8,113 |
49,421 |
+1,075 |
Apr12 |
111229 |
907.75 |
913.75 |
904.50 |
906.25 |
+1.00 |
3,798 |
30,446 |
+1,006 |
May12 |
111229 |
903.75 |
909.50 |
900.75 |
902.25 |
+0.75 |
2,704 |
30,730 |
+218 |
Jun12 |
111229 |
901.50 |
907.00 |
897.50 |
899.25 |
+0.25 |
1,996 |
37,437 |
-114 |
Jul12 |
111229 |
902.25 |
904.75 |
897.25 |
898.75 |
+0.25 |
617 |
17,141 |
-9 |
Aug12 |
111229 |
904.00 |
904.25 |
897.00 |
898.25 |
unch |
187 |
15,458 |
+11 |
Sep12 |
111229 |
900.50 |
904.25 |
897.00 |
898.00 |
unch |
225 |
15,005 |
-18 |
Oct12 |
111229 |
899.00 |
901.75 |
896.75 |
897.50 |
+0.25 |
228 |
10,590 |
-17 |
Total Volume and Open Interest |
52,343 |
471,854 |
+852 |
Ethanol(CBOT) |
Dec11 |
111205 |
2.503 |
2.503 |
2.485 |
2.500 |
-0.003 |
88 |
204 |
-29 |
Jan12 |
111229 |
2.230 |
2.230 |
2.198 |
2.202 |
-0.029 |
85 |
305 |
-44 |
Feb12 |
111229 |
2.236 |
2.242 |
2.215 |
2.219 |
-0.017 |
74 |
1,159 |
-24 |
Mar12 |
111229 |
2.263 |
2.263 |
2.235 |
2.242 |
-0.016 |
67 |
1,585 |
-15 |
Apr12 |
111229 |
2.278 |
2.278 |
2.259 |
2.259 |
-0.016 |
10 |
751 |
+10 |
May12 |
111229 |
2.278 |
2.289 |
2.267 |
2.271 |
-0.017 |
5 |
984 |
-5 |
Jun12 |
111229 |
2.294 |
2.294 |
2.282 |
2.285 |
-0.012 |
14 |
664 |
+9 |
Jul12 |
111229 |
2.301 |
2.301 |
2.296 |
2.299 |
-0.011 |
3 |
1,088 |
-1 |
Total Volume and Open Interest |
380 |
9,798 |
-69 |
WTI Crude Oil(ICE) |
Feb12 |
111229 |
99.49 |
99.90 |
98.26 |
99.65 |
+0.29 |
16,681 |
63,157 |
-129 |
Mar12 |
111229 |
99.56 |
100.06 |
98.50 |
99.82 |
+0.31 |
3,867 |
36,836 |
+838 |
Apr12 |
111229 |
99.89 |
100.19 |
98.73 |
100.01 |
+0.31 |
1,603 |
25,455 |
+126 |
May12 |
111229 |
99.90 |
100.16 |
98.92 |
100.16 |
+0.34 |
1,277 |
24,297 |
+450 |
Jun12 |
111229 |
99.97 |
100.27 |
98.84 |
100.16 |
+0.39 |
2,575 |
50,074 |
-119 |
Jul12 |
111229 |
99.63 |
100.10 |
98.79 |
100.01 |
+0.42 |
489 |
9,291 |
+171 |
Aug12 |
111229 |
99.32 |
99.86 |
98.56 |
99.76 |
+0.43 |
686 |
8,550 |
+102 |
Sep12 |
111229 |
99.11 |
99.48 |
98.28 |
99.47 |
+0.44 |
953 |
13,002 |
+671 |
Oct12 |
111229 |
98.75 |
99.33 |
98.00 |
99.18 |
+0.45 |
155 |
5,495 |
+10 |
Nov12 |
111229 |
98.94 |
98.94 |
98.94 |
98.94 |
+0.45 |
205 |
4,594 |
-62 |
Dec12 |
111229 |
98.31 |
98.93 |
97.43 |
98.72 |
+0.46 |
2,033 |
58,487 |
+960 |
Jan13 |
111229 |
98.40 |
98.40 |
98.40 |
98.40 |
+0.47 |
81 |
3,191 |
-33 |
Feb13 |
111229 |
98.08 |
98.08 |
98.08 |
98.08 |
+0.50 |
0 |
1,005 |
+0 |
Mar13 |
111229 |
97.77 |
97.77 |
97.77 |
97.77 |
+0.54 |
0 |
1,613 |
+0 |
Apr13 |
111229 |
97.46 |
97.46 |
97.46 |
97.46 |
+0.59 |
0 |
389 |
+0 |
May13 |
111229 |
97.15 |
97.15 |
97.15 |
97.15 |
+0.63 |
0 |
574 |
+0 |
Total Volume and Open Interest |
31,089 |
392,513 |
+3,080 |
US Dollar Index(ICE) |
Mar12 |
111229 |
81.085 |
81.310 |
80.770 |
80.910 |
+0.028 |
5,655 |
64,138 |
+393 |
Jun12 |
111229 |
81.410 |
81.410 |
81.410 |
81.410 |
+0.028 |
1 |
508 |
+1 |
Sep12 |
111229 |
82.010 |
82.010 |
82.010 |
82.010 |
+0.028 |
|
|
|
Total Volume and Open Interest |
5,656 |
64,646 |
+394 |
Australian Dollar(CME) |
Mar12 |
111229 |
100.05 |
100.62 |
99.57 |
100.41 |
+0.39 |
21,265 |
111,068 |
+3,287 |
Jun12 |
111229 |
99.58 |
99.58 |
99.18 |
99.58 |
+0.40 |
0 |
24 |
+0 |
Sep12 |
111229 |
98.85 |
98.85 |
98.47 |
98.85 |
+0.38 |
0 |
110 |
+0 |
Total Volume and Open Interest |
21,265 |
111,210 |
+3,287 |
British Pound(CME) |
Mar12 |
111229 |
154.50 |
154.65 |
153.50 |
153.82 |
-0.58 |
21,226 |
183,090 |
-234 |
Jun12 |
111229 |
154.05 |
154.25 |
153.39 |
153.68 |
-0.57 |
0 |
24 |
+0 |
Sep12 |
111229 |
153.54 |
154.10 |
153.54 |
153.54 |
-0.56 |
0 |
3 |
+0 |
Total Volume and Open Interest |
21,226 |
183,119 |
-234 |
Canadian Dollar(CME) |
Mar12 |
111229 |
97.42 |
97.85 |
97.21 |
97.72 |
+0.22 |
15,445 |
114,256 |
-29 |
Jun12 |
111229 |
97.20 |
97.65 |
97.06 |
97.56 |
+0.22 |
25 |
2,631 |
-1 |
Sep12 |
111229 |
97.34 |
97.45 |
97.25 |
97.45 |
+0.20 |
0 |
1,492 |
+0 |
Dec12 |
111229 |
97.34 |
97.34 |
97.17 |
97.34 |
+0.17 |
0 |
341 |
+0 |
Total Volume and Open Interest |
15,470 |
118,735 |
-30 |
Japanese Yen(CME) |
Mar12 |
111229 |
128.51 |
129.06 |
128.46 |
128.98 |
+0.45 |
21,784 |
132,252 |
+3,055 |
Jun12 |
111229 |
129.04 |
129.28 |
128.84 |
129.28 |
+0.44 |
0 |
296 |
+0 |
Sep12 |
111229 |
129.49 |
129.62 |
129.17 |
129.62 |
+0.45 |
0 |
8 |
+0 |
Total Volume and Open Interest |
21,784 |
132,557 |
+3,055 |
Swiss Franc(CME) |
Mar12 |
111229 |
106.29 |
106.64 |
105.76 |
106.35 |
+0.06 |
6,022 |
35,728 |
-16 |
Jun12 |
111229 |
106.62 |
106.62 |
106.56 |
106.62 |
+0.06 |
0 |
8 |
+0 |
Sep12 |
111229 |
106.94 |
106.94 |
106.88 |
106.94 |
+0.06 |
0 |
4 |
+0 |
Total Volume and Open Interest |
6,022 |
35,741 |
-16 |
EuroFX(CME) |
Mar12 |
111229 |
129.54 |
129.79 |
128.69 |
129.47 |
-0.06 |
37,818 |
274,303 |
+1,320 |
Jun12 |
111229 |
129.33 |
129.95 |
128.97 |
129.65 |
-0.06 |
6 |
1,687 |
+1 |
Sep12 |
111229 |
129.64 |
130.13 |
129.58 |
129.89 |
-0.04 |
0 |
14 |
+0 |
Total Volume and Open Interest |
37,824 |
276,022 |
+1,321 |
Mexican Peso(CME) |
Jan12 |
111229 |
713.2 |
714.5 |
713.2 |
713.2 |
-1.2 |
0 |
95 |
+0 |
Feb12 |
111229 |
711.5 |
712.8 |
711.5 |
711.5 |
-1.2 |
0 |
4,000 |
+0 |
Total Volume and Open Interest |
22,118 |
117,370 |
+162 |
Brazilian Real(CME) |
Jan12 |
111229 |
533.10 |
542.50 |
531.20 |
533.10 |
+0.05 |
50 |
10,692 |
-50 |
Feb12 |
111229 |
531.90 |
531.90 |
531.90 |
531.90 |
+1.95 |
50 |
327 |
+50 |
Mar12 |
111229 |
527.50 |
529.00 |
527.05 |
529.00 |
+2.20 |
181 |
3,318 |
-63 |
Apr12 |
111229 |
526.10 |
526.10 |
526.10 |
526.10 |
+2.05 |
|
|
|
Total Volume and Open Interest |
281 |
27,953 |
-63 |
30-Year T-Bonds(CBOT) |
Mar12 |
111229 |
144~060 |
144~230 |
143~270 |
144~160 |
-0~010 |
50,783 |
581,196 |
-5,962 |
Jun12 |
111229 |
142~210 |
143~080 |
142~070 |
143~020 |
-0~010 |
5 |
170 |
+0 |
Sep12 |
111229 |
141~200 |
141~210 |
141~200 |
141~200 |
-0~010 |
|
|
|
Total Volume and Open Interest |
50,788 |
581,366 |
-5,962 |
10-Year T-Notes(CBOT) |
Mar12 |
111229 |
130~185 |
130~295 |
130~135 |
130~270 |
+0~045 |
173,791 |
1,474,729 |
-704 |
Jun12 |
111229 |
130~065 |
130~150 |
130~065 |
130~150 |
+0~065 |
1 |
45 |
+0 |
Sep12 |
111229 |
129~200 |
129~200 |
129~135 |
129~200 |
+0~065 |
|
|
|
Total Volume and Open Interest |
173,792 |
1,474,774 |
-704 |
5-Year T-Notes(CBOT) |
Dec11 |
111229 |
123~024 |
123~049 |
123~024 |
123~049 |
+0~013 |
581 |
33,180 |
-76 |
Mar12 |
111229 |
122~115 |
123~013 |
122~106 |
123~011 |
+0~016 |
117,062 |
1,190,509 |
-5,602 |
Jun12 |
111229 |
122~083 |
122~083 |
122~059 |
122~083 |
+0~024 |
|
|
|
Total Volume and Open Interest |
117,643 |
1,223,689 |
-5,678 |
2 Year T-Notes(CBOT) |
Dec11 |
111229 |
110~023 |
110~023 |
110~021 |
110~022 |
+0~001 |
1,927 |
12,536 |
-1,796 |
Mar12 |
111229 |
110~029 |
110~031 |
110~026 |
110~030 |
+0~001 |
67,245 |
679,168 |
-13,304 |
Jun12 |
111229 |
110~002 |
110~002 |
110~001 |
110~002 |
+0~001 |
|
|
|
Total Volume and Open Interest |
69,172 |
691,704 |
-15,100 |
Eurodollars(CME) |
Mar12 |
111229 |
99.320 |
99.345 |
99.315 |
99.335 |
+0.015 |
31,085 |
934,550 |
-1,499 |
Jun12 |
111229 |
99.240 |
99.270 |
99.235 |
99.260 |
+0.020 |
26,325 |
994,349 |
-108 |
Sep12 |
111229 |
99.200 |
99.240 |
99.195 |
99.225 |
+0.025 |
27,301 |
767,845 |
+1,087 |
Dec12 |
111229 |
99.185 |
99.215 |
99.165 |
99.200 |
+0.025 |
28,397 |
715,728 |
+352 |
Mar13 |
111229 |
99.185 |
99.220 |
99.170 |
99.205 |
+0.020 |
31,321 |
762,618 |
-1,228 |
Jun13 |
111229 |
99.175 |
99.210 |
99.155 |
99.195 |
+0.025 |
33,606 |
564,437 |
+2,035 |
Sep13 |
111229 |
99.145 |
99.180 |
99.125 |
99.165 |
+0.025 |
31,876 |
485,305 |
-5,913 |
Dec13 |
111229 |
99.080 |
99.120 |
99.065 |
99.110 |
+0.030 |
33,115 |
458,358 |
-4,704 |
Mar14 |
111229 |
98.995 |
99.035 |
98.975 |
99.020 |
+0.030 |
19,852 |
376,924 |
-232 |
Jun14 |
111229 |
98.840 |
98.905 |
98.835 |
98.885 |
+0.030 |
14,872 |
315,127 |
-574 |
Sep14 |
111229 |
98.690 |
98.750 |
98.680 |
98.735 |
+0.035 |
13,896 |
201,220 |
+766 |
Dec14 |
111229 |
98.520 |
98.585 |
98.515 |
98.570 |
+0.035 |
14,136 |
185,350 |
+372 |
Mar15 |
111229 |
98.385 |
98.450 |
98.380 |
98.435 |
+0.040 |
8,128 |
152,968 |
+343 |
Jun15 |
111229 |
6.480 |
0.001 |
6.480 |
6.540 |
+0.040 |
7,066 |
113,143 |
-656 |
Sep15 |
111229 |
6.330 |
6.410 |
6.325 |
6.395 |
+0.045 |
5,335 |
72,357 |
-676 |
Dec15 |
111229 |
6.170 |
6.255 |
6.165 |
6.235 |
+0.045 |
5,544 |
60,296 |
-410 |
Mar16 |
111229 |
6.040 |
6.130 |
6.035 |
6.110 |
+0.045 |
5,786 |
54,975 |
+520 |
Jun16 |
111229 |
5.920 |
6.010 |
5.915 |
5.990 |
+0.045 |
3,181 |
37,666 |
-126 |
Total Volume and Open Interest |
349,470 |
7,467,044 |
-11,536 |
30 Day Federal Funds(CBOT) |
Dec11 |
111229 |
99.927 |
99.927 |
99.925 |
99.927 |
unch |
1,495 |
69,561 |
+776 |
Jan12 |
111229 |
99.920 |
99.925 |
99.915 |
99.920 |
unch |
152 |
69,442 |
+17 |
Feb12 |
111229 |
99.915 |
99.915 |
99.910 |
99.910 |
unch |
79 |
55,275 |
+49 |
Mar12 |
111229 |
99.910 |
99.910 |
99.905 |
99.905 |
unch |
139 |
34,946 |
-46 |
Apr12 |
111229 |
99.895 |
99.905 |
99.895 |
99.900 |
unch |
98 |
37,603 |
-37 |
May12 |
111229 |
99.885 |
99.890 |
99.885 |
99.885 |
unch |
58 |
43,299 |
-27 |
Total Volume and Open Interest |
8,492 |
575,653 |
+1,633 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
111229 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
40 |
+0 |
Jun12 |
111229 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
111229 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec12 |
111229 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Mar13 |
111229 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
111229 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep13 |
111229 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Dec13 |
111229 |
99.540 |
99.540 |
99.540 |
99.540 |
unch |
|
|
|
Mar14 |
111229 |
99.400 |
99.400 |
99.400 |
99.400 |
unch |
|
|
|
Jun14 |
111229 |
99.260 |
99.260 |
99.260 |
99.260 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
111228 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
2,349 |
+0 |
Jun12 |
111228 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,440 |
+0 |
Sep12 |
111228 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
711 |
+0 |
Dec12 |
111228 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
115 |
+0 |
Mar13 |
111228 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
111228 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
208 |
+0 |
Sep13 |
111228 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
325 |
+0 |
Dec13 |
111228 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
3 |
+0 |
Total Volume and Open Interest |
0 |
5,282 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar12 |
111228 |
142.26 |
142.32 |
142.14 |
142.18 |
-0.11 |
344 |
19,263 |
+532 |
Jun12 |
111228 |
140.07 |
140.07 |
140.07 |
140.07 |
-0.11 |
0 |
2 |
+2 |
Sep12 |
111228 |
137.98 |
137.98 |
137.98 |
137.98 |
-0.11 |
0 |
2 |
+2 |
Total Volume and Open Interest |
344 |
19,271 |
+536 |
Euro-Bund(EUREX) |
Mar12 |
111229 |
138.45 |
138.96 |
138.13 |
138.92 |
+0.71 |
90,892 |
831,758 |
+4,880 |
Jun12 |
111229 |
136.58 |
137.26 |
136.53 |
137.24 |
+0.69 |
5 |
175 |
+1 |
Sep12 |
111229 |
137.22 |
137.22 |
137.22 |
137.22 |
+0.71 |
|
|
|
Total Volume and Open Interest |
90,897 |
831,933 |
+4,881 |
Euro-Bobl(EUREX) |
Mar12 |
111229 |
124.73 |
124.98 |
124.53 |
124.95 |
+0.34 |
76,530 |
639,318 |
-568 |
Jun12 |
111229 |
123.35 |
123.35 |
123.35 |
123.35 |
+0.34 |
|
|
|
Sep12 |
111229 |
123.35 |
123.35 |
123.35 |
123.35 |
+0.34 |
|
|
|
Total Volume and Open Interest |
76,530 |
639,318 |
-568 |
3-Mth Euribor(EUREX) |
Dec11 |
111219 |
98.585 |
98.585 |
98.582 |
98.582 |
-0.003 |
59 |
1,265 |
+0 |
Mar12 |
111229 |
98.915 |
98.915 |
98.915 |
98.915 |
+0.035 |
0 |
1,260 |
+100 |
Jun12 |
111229 |
99.055 |
99.055 |
99.055 |
99.055 |
+0.030 |
0 |
1,425 |
+0 |
Total Volume and Open Interest |
11 |
5,859 |
+105 |
Long Gilt(LIFFE) |
Mar12 |
111229 |
116~08 |
117~06 |
116~06 |
117~02 |
+0~18 |
12,073 |
294,710 |
-922 |
Jun12 |
111229 |
117~00 |
117~00 |
117~00 |
117~00 |
+0~18 |
|
|
|
Total Volume and Open Interest |
12,087 |
296,652 |
+0 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
111229 |
98.85 |
98.89 |
98.84 |
98.88 |
+0.02 |
9,714 |
294,994 |
-2,500 |
Jun12 |
111229 |
98.86 |
98.92 |
98.84 |
98.90 |
+0.04 |
8,471 |
216,383 |
-2,141 |
Sep12 |
111229 |
98.88 |
98.95 |
98.87 |
98.93 |
+0.04 |
9,778 |
266,153 |
-2,048 |
Dec12 |
111229 |
98.89 |
98.96 |
98.87 |
98.94 |
+0.04 |
7,964 |
216,264 |
-650 |
Mar13 |
111229 |
98.90 |
98.97 |
98.89 |
98.95 |
+0.03 |
5,297 |
221,437 |
+936 |
Jun13 |
111229 |
98.90 |
98.95 |
98.88 |
98.93 |
+0.02 |
5,318 |
194,046 |
+2,278 |
Total Volume and Open Interest |
60,201 |
1,807,395 |
-3,351 |
3-Mth Euribor(LIFFE) |
Mar12 |
111229 |
98.900 |
98.920 |
98.880 |
98.915 |
+0.035 |
30,767 |
488,833 |
+6,261 |
Jun12 |
111229 |
99.030 |
99.065 |
99.030 |
99.055 |
+0.030 |
21,818 |
400,541 |
+2,433 |
Sep12 |
111229 |
99.090 |
99.110 |
99.085 |
99.100 |
+0.015 |
27,107 |
399,465 |
+4,824 |
Total Volume and Open Interest |
169,725 |
2,952,979 |
+23,040 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
111229 |
96.02 |
96.10 |
96.01 |
96.10 |
+0.06 |
11,613 |
225,741 |
-220 |
Jun12 |
111229 |
96.33 |
96.41 |
96.31 |
96.39 |
+0.05 |
6,317 |
169,496 |
-3,958 |
Sep12 |
111229 |
96.37 |
96.46 |
96.34 |
96.43 |
+0.05 |
3,088 |
113,687 |
-235 |
Dec12 |
111229 |
96.28 |
96.35 |
96.25 |
96.33 |
+0.05 |
1,433 |
68,868 |
-438 |
Mar13 |
111229 |
96.18 |
96.22 |
96.15 |
96.22 |
+0.05 |
1,000 |
50,144 |
+146 |
Jun13 |
111229 |
96.05 |
96.11 |
96.04 |
96.11 |
+0.05 |
450 |
45,796 |
-42 |
Sep13 |
111229 |
95.99 |
96.02 |
95.94 |
96.00 |
+0.05 |
36 |
26,105 |
-354 |
Dec13 |
111229 |
95.88 |
95.93 |
95.88 |
95.88 |
+0.03 |
15 |
17,009 |
-65 |
Mar14 |
111229 |
95.79 |
95.79 |
95.78 |
95.78 |
+0.03 |
0 |
1,356 |
-32 |
Jun14 |
111229 |
95.70 |
95.70 |
95.67 |
95.67 |
+0.03 |
0 |
86 |
+0 |
Total Volume and Open Interest |
23,952 |
718,412 |
-5,198 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
111229 |
96.18 |
96.26 |
96.14 |
96.25 |
+0.07 |
8,656 |
330,994 |
-5,530 |
Jun12 |
111229 |
96.25 |
96.25 |
96.25 |
96.25 |
+0.07 |
|
|
|
Total Volume and Open Interest |
8,656 |
330,994 |
-5,530 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
111229 |
96.84 |
96.91 |
96.80 |
96.90 |
+0.05 |
30,084 |
367,722 |
-1,163 |
Jun12 |
111229 |
96.90 |
96.90 |
96.90 |
96.90 |
+0.05 |
|
|
|
Total Volume and Open Interest |
30,084 |
367,722 |
-1,163 |
Gold(CMX) |
Feb12 |
111229 |
1557.1 |
1562.8 |
1523.9 |
1540.9 |
-23.2 |
46,351 |
240,040 |
-4,058 |
Apr12 |
111229 |
1559.0 |
1565.0 |
1526.2 |
1543.3 |
-23.2 |
1,770 |
40,112 |
+341 |
Jun12 |
111229 |
1562.4 |
1563.7 |
1528.6 |
1545.5 |
-23.3 |
702 |
28,324 |
-167 |
Aug12 |
111229 |
1561.0 |
1563.0 |
1537.0 |
1547.6 |
-23.4 |
157 |
13,730 |
-52 |
Oct12 |
111229 |
1560.4 |
1560.4 |
1536.2 |
1549.7 |
-23.5 |
78 |
10,391 |
-19 |
Dec12 |
111229 |
1569.9 |
1569.9 |
1535.0 |
1551.7 |
-23.7 |
266 |
24,924 |
+65 |
Feb13 |
111229 |
1563.3 |
1563.3 |
1554.2 |
1554.2 |
-23.9 |
30 |
3,013 |
+27 |
Apr13 |
111229 |
1556.9 |
1556.9 |
1556.9 |
1556.9 |
-24.0 |
0 |
1,376 |
+0 |
Jun13 |
111229 |
1560.0 |
1560.0 |
1560.0 |
1560.0 |
-24.1 |
38 |
10,079 |
+38 |
Aug13 |
111229 |
1563.2 |
1563.2 |
1563.2 |
1563.2 |
-24.2 |
0 |
45 |
+0 |
Oct13 |
111229 |
1566.6 |
1566.6 |
1566.6 |
1566.6 |
-24.3 |
|
|
|
Dec13 |
111229 |
1561.1 |
1570.2 |
1558.0 |
1570.2 |
-24.4 |
31 |
10,141 |
-1 |
Total Volume and Open Interest |
50,038 |
418,945 |
-3,802 |
Silver(CMX) |
Mar12 |
111229 |
2708.0 |
2784.0 |
2614.5 |
2731.5 |
+8.1 |
11,568 |
57,891 |
+1,604 |
May12 |
111229 |
2714.0 |
2760.0 |
2627.0 |
2735.8 |
+7.6 |
823 |
8,956 |
+83 |
Jul12 |
111229 |
2698.5 |
2782.5 |
2650.0 |
2739.4 |
+7.3 |
36 |
3,510 |
+2 |
Sep12 |
111229 |
2698.5 |
2742.4 |
2667.0 |
2742.4 |
+7.4 |
18 |
2,491 |
-17 |
Dec12 |
111229 |
2707.0 |
2794.5 |
2656.5 |
2746.0 |
+7.2 |
31 |
13,869 |
-2 |
Mar13 |
111229 |
2745.3 |
2745.3 |
2745.3 |
2745.3 |
+7.2 |
0 |
1,156 |
+0 |
May13 |
111229 |
2743.6 |
2743.6 |
2743.6 |
2743.6 |
+7.1 |
0 |
1,076 |
+0 |
Total Volume and Open Interest |
12,750 |
103,993 |
+1,663 |
Platinum(NYMEX) |
Jan12 |
111229 |
1387.2 |
1387.2 |
1347.0 |
1363.4 |
-24.3 |
4,031 |
7,889 |
-1,010 |
Apr12 |
111229 |
1390.0 |
1390.0 |
1347.6 |
1366.8 |
-25.6 |
2,640 |
34,287 |
+1,109 |
Jul12 |
111229 |
1376.0 |
1385.0 |
1354.7 |
1371.3 |
-25.7 |
30 |
659 |
+23 |
Oct12 |
111229 |
1375.3 |
1375.3 |
1374.0 |
1375.3 |
-25.7 |
2 |
102 |
-1 |
Total Volume and Open Interest |
6,703 |
42,938 |
+121 |
Palladium(NYMEX) |
Mar12 |
111229 |
637.00 |
641.30 |
621.05 |
623.75 |
-23.40 |
984 |
16,950 |
+113 |
Jun12 |
111229 |
628.00 |
628.00 |
624.00 |
625.20 |
-23.50 |
29 |
426 |
+28 |
Sep12 |
111229 |
626.65 |
626.65 |
626.65 |
626.65 |
-23.50 |
0 |
138 |
+0 |
Total Volume and Open Interest |
1,013 |
17,523 |
+138 |
Copper(CMX) |
Mar12 |
111229 |
335.50 |
340.15 |
332.50 |
337.00 |
+0.45 |
11,850 |
68,958 |
+669 |
May12 |
111229 |
335.80 |
340.65 |
334.00 |
338.15 |
+0.50 |
674 |
23,806 |
+135 |
Jul12 |
111229 |
340.10 |
340.10 |
338.85 |
338.85 |
+0.55 |
55 |
6,617 |
+10 |
Sep12 |
111229 |
339.10 |
339.90 |
339.10 |
339.40 |
+0.60 |
26 |
3,482 |
+10 |
Dec12 |
111229 |
340.25 |
340.25 |
339.80 |
339.80 |
+0.70 |
71 |
3,509 |
-8 |
Total Volume and Open Interest |
13,293 |
117,153 |
+784 |
DJIA Index(CBOT) |
Mar12 |
111229 |
12099 |
12225 |
12092 |
12217 |
+136 |
84 |
10,077 |
+17 |
Jun12 |
111229 |
12149 |
12149 |
12013 |
12149 |
+136 |
6 |
408 |
+6 |
Sep12 |
111229 |
12086 |
12086 |
11950 |
12086 |
+136 |
|
|
|
Dec12 |
111229 |
12009 |
12009 |
11873 |
12009 |
+136 |
|
|
|
Total Volume and Open Interest |
90 |
10,485 |
+23 |
E-mini DJIA Index(CBOT) |
Dec11 |
111216 |
11896 |
11988 |
11895 |
11949 |
+50 |
22,203 |
78,058 |
-4,463 |
Mar12 |
111229 |
12080 |
12229 |
12078 |
12217 |
+136 |
35,166 |
89,472 |
+1,135 |
Jun12 |
111229 |
12149 |
12149 |
12149 |
12149 |
+136 |
8 |
48 |
+0 |
Sep12 |
111229 |
12086 |
12086 |
12086 |
12086 |
+136 |
0 |
9 |
+0 |
Total Volume and Open Interest |
35,174 |
89,529 |
+1,135 |
S & P 500(CME) |
Mar12 |
111229 |
1245.10 |
1258.50 |
1244.20 |
1257.40 |
+12.90 |
6,671 |
238,190 |
+2,165 |
Jun12 |
111229 |
1252.00 |
1252.20 |
1252.00 |
1252.00 |
+12.80 |
0 |
3,293 |
-1 |
Sep12 |
111229 |
1246.70 |
1246.90 |
1246.70 |
1246.70 |
+12.80 |
0 |
965 |
+0 |
Dec12 |
111229 |
1241.10 |
1241.30 |
1241.10 |
1241.10 |
+12.80 |
0 |
201 |
+0 |
Total Volume and Open Interest |
6,671 |
242,649 |
+2,164 |
S & P 500 E-Mini(Globex) |
Mar12 |
111229 |
1244.00 |
1258.50 |
1243.75 |
1257.50 |
+13.00 |
508,261 |
2,599,518 |
+5,151 |
Jun12 |
111229 |
1240.25 |
1252.50 |
1240.25 |
1252.00 |
+12.75 |
199 |
10,908 |
+16 |
Total Volume and Open Interest |
508,460 |
2,610,560 |
+5,162 |
NASDAQ 100(CME) |
Mar12 |
111229 |
2262.80 |
2280.50 |
2258.00 |
2277.30 |
+17.80 |
398 |
6,838 |
-229 |
Jun12 |
111229 |
2274.30 |
2274.30 |
2273.50 |
2274.30 |
+17.80 |
|
|
|
Sep12 |
111229 |
2271.80 |
2271.80 |
2271.00 |
2271.80 |
+17.80 |
|
|
|
Total Volume and Open Interest |
398 |
6,838 |
-229 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
111229 |
2262.30 |
2281.30 |
2258.30 |
2277.30 |
+17.80 |
73,764 |
255,946 |
+1,837 |
Jun12 |
111229 |
2257.50 |
2276.80 |
2257.50 |
2274.30 |
+17.80 |
8 |
35 |
-5 |
Total Volume and Open Interest |
73,772 |
255,983 |
+1,832 |
S & P Midcap 400(CME) |
Mar12 |
111229 |
881.50 |
881.50 |
880.70 |
880.70 |
+11.40 |
73 |
892 |
+73 |
Jun12 |
111229 |
878.70 |
878.70 |
878.70 |
878.70 |
+11.40 |
|
|
|
Sep12 |
111229 |
876.70 |
876.70 |
876.70 |
876.70 |
+11.40 |
|
|
|
Total Volume and Open Interest |
73 |
892 |
+73 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
111229 |
8385 |
8465 |
8350 |
8460 |
+70 |
888 |
23,093 |
+55 |
Jun12 |
111229 |
8405 |
8405 |
8335 |
8405 |
+70 |
0 |
11 |
+0 |
Total Volume and Open Interest |
888 |
23,104 |
+55 |
Nikkei 225(SGX) |
Mar12 |
111228 |
8440 |
8470 |
8410 |
8415 |
-30 |
27,610 |
187,880 |
+195 |
Jun12 |
111228 |
8340 |
8340 |
8340 |
8340 |
-30 |
0 |
303 |
-3 |
Sep12 |
111228 |
8335 |
8335 |
8335 |
8335 |
-30 |
0 |
30 |
+0 |
Total Volume and Open Interest |
27,657 |
198,630 |
+199 |
CAC 40(EURONEXT) |
Jan12 |
111229 |
3070.5 |
3149.5 |
3065.0 |
3130.0 |
+60.0 |
18,143 |
239,241 |
-397 |
Feb12 |
111229 |
3071.5 |
3146.0 |
3068.0 |
3130.5 |
+60.0 |
82 |
627 |
-56 |
Mar12 |
111229 |
3079.0 |
3140.5 |
3074.0 |
3132.5 |
+61.5 |
303 |
20,726 |
+75 |
Total Volume and Open Interest |
18,528 |
260,644 |
-378 |
Hang Seng Index(HKFE) |
Dec11 |
111229 |
18273 |
18373 |
18244 |
18365 |
-75 |
67,528 |
51,471 |
-18,920 |
Jan12 |
111229 |
18230 |
18387 |
18222 |
18311 |
-118 |
41,889 |
61,342 |
+29,877 |
Total Volume and Open Interest |
110,230 |
117,295 |
+11,071 |
DAX(EUREX) |
Dec11 |
111216 |
5783.0 |
5789.5 |
5714.5 |
5727.5 |
-20.0 |
219,442 |
98,018 |
-35,014 |
Mar12 |
111229 |
5795.0 |
5886.5 |
5780.5 |
5834.5 |
+44.0 |
32,515 |
143,037 |
-433 |
Jun12 |
111229 |
5820.0 |
5900.0 |
5800.0 |
5849.0 |
+44.0 |
781 |
5,605 |
-18 |
Total Volume and Open Interest |
33,311 |
148,919 |
-439 |
FT-SE 100(EURONEXT) |
Mar12 |
111229 |
5465.00 |
5557.00 |
5454.50 |
5508.50 |
+32.00 |
20,461 |
594,459 |
-6 |
Jun12 |
111229 |
5463.00 |
5463.00 |
5463.00 |
5463.00 |
+32.00 |
0 |
3,715 |
+0 |
Sep12 |
111229 |
5430.50 |
5430.50 |
5430.50 |
5430.50 |
+32.00 |
|
|
|
Total Volume and Open Interest |
20,461 |
598,174 |
-6 |
SPI 200(SFE) |
Mar12 |
111229 |
4064.0 |
4098.0 |
4016.0 |
4035.0 |
-31.0 |
16,965 |
191,303 |
-4,919 |
Jun12 |
111229 |
4093.0 |
4097.0 |
4034.0 |
4040.0 |
-30.0 |
57 |
1,880 |
+26 |
Sep12 |
111229 |
3985.0 |
4001.0 |
3985.0 |
4001.0 |
-32.0 |
0 |
1,071 |
+0 |
Total Volume and Open Interest |
17,022 |
197,333 |
-4,893 |
GSCI(CME) |
Jan12 |
111229 |
646.75 |
646.75 |
641.50 |
646.00 |
-0.40 |
194 |
8,711 |
+14 |
Feb12 |
111229 |
647.00 |
648.00 |
642.50 |
647.00 |
-0.50 |
2 |
100 |
+0 |
Mar12 |
111229 |
650.25 |
650.25 |
645.00 |
649.50 |
-0.25 |
|
|
|
Total Volume and Open Interest |
196 |
8,811 |
+14 |
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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