MRCI Logo
MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Mon January 02, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111230 1186.00 1206.50 1185.00 1198.50 +11.00 46,741 15,596 -10,887
Mar12 111230 1195.75 1215.75 1194.25 1207.75 +10.75 93,262 202,290 +2,842
May12 111230 1206.00 1225.00 1204.50 1217.50 +10.25 17,736 93,572 +1,739
Jul12 111230 1217.00 1235.00 1214.25 1227.00 +9.75 16,901 74,756 -2,061
Aug12 111230 1225.25 1226.25 1220.00 1223.00 +9.25 130 1,151 +32
Sep12 111230 1206.75 1218.25 1206.25 1212.75 +6.25 47 1,152 -42
Nov12 111230 1201.00 1212.25 1198.00 1204.25 +3.75 7,322 55,188 +230
Jan13 111230 1214.50 1221.00 1209.00 1213.00 +4.00 168 14,239 +93
Mar13 111230 1226.00 1228.25 1218.00 1224.00 +6.00 32 977 +0
May13 111230 1224.75 1224.75 1220.75 1224.75 +4.00 32 224 +6
Jul13 111230 1231.00 1231.00 1224.50 1228.50 +4.00 44 416 +15
Aug13 111230 1224.75 1224.75 1220.75 1224.75 +4.00 1 1 +1
Sep13 111230 1207.50 1207.50 1203.50 1207.50 +4.00      
Nov13 111230 1189.00 1193.50 1186.00 1186.00 -2.50 18 2,023 +5
Total Volume and Open Interest 182,439 461,919 -8,029
Soybean Meal(CBOT)
Jan12 111230 306.70 311.90 305.60 309.40 +2.80 14,722 7,786 -3,116
Mar12 111230 311.00 315.90 309.60 313.10 +2.30 33,870 88,083 +2,158
May12 111230 313.90 318.50 312.30 315.80 +2.00 2,834 31,259 -19
Jul12 111230 317.30 321.00 315.50 319.00 +1.90 2,406 31,013 +87
Aug12 111230 319.80 321.10 317.50 319.40 +1.90 670 5,952 +216
Sep12 111230 317.10 320.00 316.20 318.50 +1.40 66 5,357 +3
Oct12 111230 313.90 315.00 313.90 315.00 +0.90 29 3,447 +1
Dec12 111230 314.90 316.40 313.40 314.90 +0.80 785 17,583 +279
Jan13 111230 316.70 316.70 315.80 316.70 +0.90 0 1,647 +0
Mar13 111230 320.40 320.40 319.30 320.40 +1.10 0 2,136 +0
Total Volume and Open Interest 55,382 196,312 -391
Soybean Oil(CBOT)
Jan12 111230 51.14 52.16 51.14 52.09 +0.95 17,293 7,519 -5,293
Mar12 111230 51.45 52.50 51.45 52.42 +0.90 43,163 148,203 +1,980
May12 111230 51.87 52.85 51.85 52.78 +0.91 4,929 51,905 +359
Jul12 111230 52.20 53.12 52.20 53.05 +0.91 2,622 35,627 +216
Aug12 111230 52.65 53.10 52.57 53.10 +0.89 142 4,626 +34
Sep12 111230 52.28 53.11 52.28 53.11 +0.89 80 4,835 -1
Oct12 111230 52.35 52.91 52.35 52.91 +0.90 82 5,591 -11
Dec12 111230 51.93 52.77 51.20 52.77 +0.85 708 19,762 +33
Jan13 111230 52.92 52.92 52.07 52.92 +0.85 11 97 +0
Mar13 111230 52.85 53.17 52.32 53.17 +0.85 34 150 +12
Total Volume and Open Interest 69,064 278,687 -2,671
Canola(WCE)
Jan12 111230 523.5 528.5 523.5 525.8 +2.8 758 881 -783
Mar12 111230 519.5 526.8 519.5 524.3 +4.3 6,839 80,328 -795
May12 111230 523.8 528.7 522.5 527.2 +5.8 1,490 17,516 +668
Jul12 111230 524.5 529.9 523.4 528.5 +6.3 215 14,341 +46
Nov12 111230 500.6 509.0 500.6 508.3 +8.1 322 18,769 +98
Total Volume and Open Interest 9,637 132,584 -765
Corn(CBOT)
Mar12 111230 637.25 648.50 635.25 646.50 +8.50 99,957 500,084 -9,621
May12 111230 645.25 656.50 643.75 654.75 +8.50 22,248 188,951 +2,479
Jul12 111230 651.50 663.00 649.75 661.25 +8.75 26,225 164,023 +2,531
Sep12 111230 605.00 613.25 603.25 613.25 +7.25 3,234 42,448 +822
Dec12 111230 581.00 588.75 580.25 586.25 +4.25 14,050 188,757 -871
Mar13 111230 592.75 600.25 592.75 600.25 +6.25 601 36,741 +133
May13 111230 604.50 607.50 601.25 607.50 +6.25 61 1,738 -14
Jul13 111230 610.00 612.50 606.50 612.50 +6.00 68 2,342 +16
Sep13 111230 585.00 585.75 583.50 585.75 +2.25 0 525 -5
Dec13 111230 565.00 569.00 565.00 567.75 +0.75 489 15,657 +118
Total Volume and Open Interest 166,954 1,143,326 -4,415
Wheat(CBOT)
Mar12 111230 644.50 654.50 630.00 652.75 +7.50 34,521 171,230 -2,007
May12 111230 664.00 673.75 661.50 671.25 +6.50 6,276 69,537 +713
Jul12 111230 677.25 690.00 677.00 686.25 +6.50 6,288 75,360 +1,352
Sep12 111230 692.75 705.25 692.00 701.75 +6.00 1,016 15,833 +192
Dec12 111230 710.00 724.00 710.00 720.00 +6.75 2,692 44,563 +106
Mar13 111230 735.00 735.00 728.00 734.00 +6.00 17 2,363 -10
Total Volume and Open Interest 50,948 382,808 +393
Wheat(KCBT)
Mar12 111230 695.75 717.00 693.75 717.00 +19.00 6,459 65,712 -630
May12 111230 704.25 725.00 704.25 725.00 +18.25 2,088 17,484 +454
Jul12 111230 711.50 732.00 711.00 732.00 +17.50 1,875 38,565 +143
Sep12 111230 726.25 745.00 725.50 745.00 +17.25 226 6,808 +5
Dec12 111230 745.00 765.00 744.00 765.00 +18.25 629 9,000 +349
Mar13 111230 769.00 774.00 763.25 774.00 +14.00 2 224 +0
Total Volume and Open Interest 11,280 138,080 +322
Wheat(MGE)
Mar12 111230 854.00 860.00 846.00 849.50 -5.75 1,322 16,808 +199
May12 111230 828.50 834.75 822.50 825.25 -3.50 367 7,380 +128
Jul12 111230 819.75 822.75 809.25 813.50 -1.25 318 7,426 -99
Sep12 111230 788.50 795.25 785.50 790.25 +2.50 258 4,574 +62
Dec12 111230 795.00 803.50 792.50 797.50 +3.00 193 3,354 +60
Total Volume and Open Interest 2,468 39,688 +344
Oats(CBOT)
Mar12 111230 306.00 314.00 306.00 309.50 +3.50 334 10,506 -83
May12 111230 317.75 317.75 310.50 313.25 +2.75 30 1,733 +10
Jul12 111230 318.50 318.50 316.25 318.50 +2.25 3 119 +2
Sep12 111230 324.25 324.25 322.00 324.25 +2.25 0 7 +0
Total Volume and Open Interest 367 12,514 -71
Rough Rice(CBOT)
Jan12 111230 14.27 14.63 14.25 14.60 +0.35 1,024 2,006 -206
Mar12 111230 14.62 14.93 14.57 14.86 +0.34 1,609 12,368 +365
May12 111230 14.93 15.13 14.90 15.13 +0.34 70 1,025 +23
Jul12 111230 15.15 15.37 15.14 15.37 +0.34 7 608 +5
Total Volume and Open Interest 2,715 16,189 +192
Live Cattle(CME)
Feb12 111230 122.350 123.000 121.400 121.450 -0.900 15,470 124,437 -929
Apr12 111230 126.285 126.750 125.350 125.450 -0.780 8,765 93,873 +521
Jun12 111230 125.580 126.000 124.500 124.580 -0.850 4,394 62,756 +130
Aug12 111230 126.250 126.730 125.680 125.900 -0.550 1,417 17,655 +318
Oct12 111230 128.700 128.950 127.900 128.400 -0.100 439 9,337 +33
Dec12 111230 129.400 129.600 128.900 129.500 unch 114 4,565 +91
Total Volume and Open Interest 32,339 314,624 -976
Feeder Cattle(CME)
Jan12 111230 146.575 147.100 146.325 146.350 -0.530 1,303 6,747 -341
Mar12 111230 149.450 149.950 148.785 148.800 -1.000 1,931 13,565 +271
Apr12 111230 150.500 150.950 150.150 150.185 -0.850 710 3,818 +169
May12 111230 151.500 151.500 151.100 151.130 -0.470 492 4,434 +79
Aug12 111230 152.750 152.800 152.400 152.800 +0.115 285 3,971 +17
Sep12 111230 152.550 152.600 152.500 152.600 -0.200 35 717 +13
Oct12 111230 152.500 152.500 152.500 152.500 -0.100 9 245 +3
Total Volume and Open Interest 4,768 33,555 +211
Lean Hogs(CME)
Feb12 111230 84.535 85.080 84.250 84.300 +0.320 15,279 81,934 -1,674
Apr12 111230 88.000 88.600 87.650 87.700 -0.030 6,151 62,871 +530
May12 111230 94.400 94.850 94.200 94.830 +0.430 95 2,506 -32
Jun12 111230 95.650 96.250 95.430 95.500 +0.215 4,392 46,564 -482
Jul12 111230 95.200 95.500 94.785 94.830 +0.250 484 12,309 -20
Aug12 111230 93.900 94.535 93.900 94.350 +0.200 648 13,554 -64
Oct12 111230 83.300 84.000 83.300 83.850 +0.250 458 9,439 +54
Dec12 111230 79.680 79.900 79.450 79.650 +0.150 31 3,787 +1
Total Volume and Open Interest 27,552 233,769 -1,674
Class III Milk(CME)
Jan12 111230 17.45 17.47 17.20 17.26 -0.19 273 4,726 +4
Feb12 111230 17.59 17.75 17.41 17.43 -0.18 300 4,679 +117
Mar12 111230 17.53 17.65 17.42 17.46 -0.08 197 3,824 +87
Apr12 111230 17.35 17.43 17.35 17.36 +0.01 129 2,808 +63
May12 111230 17.21 17.25 17.19 17.25 +0.05 76 2,650 +54
Total Volume and Open Interest 1,536 35,804 +700
Cocoa(ICE)
Mar12 111230 2082 2145 2073 2109 +26 5,245 77,133 +625
May12 111230 2101 2151 2095 2131 +26 1,343 36,339 +550
Jul12 111230 2120 2161 2120 2148 +26 471 17,777 -19
Sep12 111230 2131 2169 2131 2162 +24 225 14,807 +42
Dec12 111230 2150 2188 2150 2181 +26 158 14,829 +120
Mar13 111230 2168 2199 2168 2199 +22 98 5,284 +35
May13 111230 2211 2211 2211 2211 +19 54 2,479 +4
Total Volume and Open Interest 7,611 169,439 +1,356
Coffee "C"(ICE)
Mar12 111230 224.45 227.60 224.20 226.85 +2.60 3,598 55,049 +91
May12 111230 227.60 230.20 226.95 229.65 +2.60 692 25,431 +229
Jul12 111230 229.45 232.60 229.45 232.20 +2.75 132 8,323 +4
Sep12 111230 231.50 234.85 231.50 234.25 +2.90 113 6,579 -7
Dec12 111230 233.50 236.10 233.50 236.00 +2.95 121 7,041 +21
Mar13 111230 236.00 237.95 236.00 237.95 +2.95 2 847 +0
Total Volume and Open Interest 4,658 103,758 +338
Orange Juice(ICE)
Jan12 111230 168.40 169.20 167.40 169.00 +0.10 489 1,699 -425
Mar12 111230 168.25 169.10 167.20 169.00 +0.45 826 20,867 +287
May12 111230 168.05 168.50 166.90 168.20 +0.15 45 2,057 +13
Jul12 111230 168.40 168.75 167.45 168.60 +0.35 3 902 +0
Sep12 111230 168.70 169.00 167.90 168.35 -0.20 30 141 +30
Nov12 111230 167.85 167.85 167.85 167.85 -0.20 0 14 +0
Total Volume and Open Interest 1,393 25,689 -95
Sugar #11(ICE)
Mar12 111230 23.40 23.40 23.00 23.30 -0.21 18,022 219,630 -445
May12 111230 23.06 23.06 22.64 22.95 -0.20 9,997 95,414 +4,541
Jul12 111230 22.65 22.65 22.27 22.56 -0.24 3,138 100,762 +447
Oct12 111230 22.78 22.92 22.54 22.83 -0.26 1,647 53,517 +218
Mar13 111230 23.12 23.41 23.07 23.36 -0.25 616 34,218 +243
May13 111230 22.89 23.16 22.84 23.10 -0.22 154 9,876 -44
Jul13 111230 22.71 22.95 22.71 22.94 -0.22 114 14,542 +60
Oct13 111230 22.90 22.95 22.88 22.90 -0.21 48 11,334 +19
Total Volume and Open Interest 33,785 555,680 +5,074
London Cocoa(LCE)
Mar12 111230 1364 1385 1355 1380 +16 5,660 80,604 -276
May12 111230 1382 1401 1374 1397 +15 1,348 21,998 +414
Jul12 111230 1400 1414 1390 1414 +14 304 30,093 +88
Sep12 111230 1406 1428 1405 1427 +13 328 21,267 +121
Dec12 111230 1427 1439 1419 1439 +13 178 15,811 +99
Mar13 111230 1436 1447 1428 1447 +12 120 9,715 +29
May13 111230 1436 1452 1436 1452 +13 80 2,468 +74
Total Volume and Open Interest 8,024 183,004 +549
London Sugar(LCE)
Mar12 111230 601.70 605.00 600.90 602.00 -2.60 1,467 26,389 +23
May12 111230 592.00 594.60 590.80 591.60 -2.20 557 9,304 +170
Aug12 111230 587.80 588.10 583.80 584.60 -3.90 342 11,413 +188
Oct12 111230 589.40 590.90 586.40 586.80 -4.70 60 4,093 +5
Dec12 111230 593.40 594.50 591.80 591.80 -4.40 52 1,635 -11
Total Volume and Open Interest 2,478 54,208 +375
Cotton(ICE)
Mar12 111230 91.57 91.85 90.80 91.80 +0.17 6,924 93,266 -753
May12 111230 91.70 91.70 90.49 91.68 +0.32 1,993 26,878 +538
Jul12 111230 90.98 91.35 90.26 91.31 +0.33 852 21,731 +110
Oct12 111230 90.65 90.65 90.65 90.65 +0.18 4 87 +1
Dec12 111230 87.86 88.19 87.80 87.84 +0.02 175 8,450 +11
Mar13 111230 88.51 88.51 88.51 88.51 +0.16 8 447 +6
Total Volume and Open Interest 9,956 151,731 -87
Lumber(CME)
Jan12 111230 248.5 252.0 246.0 247.1 -2.2 463 950 -218
Mar12 111230 259.4 266.3 259.4 261.1 +3.2 1,491 5,069 -395
May12 111230 278.3 280.9 275.6 275.6 -3.5 715 1,856 -5
Jul12 111230 287.0 287.1 286.8 286.8 -3.1 192 592 +109
Total Volume and Open Interest 2,961 8,720 -441
Crude Oil(NYM)
Feb12 111230 99.78 100.16 98.61 98.83 -0.82 153,915 237,466 -8,633
Mar12 111230 100.01 100.33 98.78 99.00 -0.82 50,489 165,982 +2,839
Apr12 111230 100.19 100.50 98.96 99.21 -0.80 18,969 83,459 +3,078
May12 111230 100.45 100.55 99.17 99.41 -0.75 12,274 81,081 +302
Jun12 111230 100.40 100.57 99.11 99.48 -0.68 19,752 96,816 +415
Jul12 111230 100.25 100.25 99.21 99.38 -0.63 5,205 38,844 +410
Aug12 111230 100.13 100.13 99.15 99.15 -0.61 2,466 29,940 -51
Sep12 111230 99.09 99.40 98.37 98.87 -0.60 2,198 32,417 +28
Oct12 111230 99.09 99.09 98.50 98.58 -0.60 1,387 29,611 -48
Nov12 111230 98.79 98.79 98.33 98.33 -0.61 1,122 31,682 -144
Dec12 111230 99.00 99.00 97.56 98.11 -0.61 12,305 168,799 -932
Jan13 111230 97.79 97.79 97.79 97.79 -0.61 790 31,058 -159
Feb13 111230 97.48 97.48 97.48 97.48 -0.60 715 13,555 -60
Mar13 111230 98.00 98.00 97.16 97.16 -0.61 245 13,782 -41
Apr13 111230 96.86 96.86 96.86 96.86 -0.60 445 6,008 -394
May13 111230 96.57 96.57 96.57 96.57 -0.58 181 6,349 +42
Total Volume and Open Interest 291,175 1,324,080 -3,770
e-miNY Crude Oil(NYM)
Jan12 111219 93.625 94.400 92.575 93.875 +0.350 5,418 1,100 -204
Feb12 111230 99.800 100.150 98.600 98.825 -0.825 5,548 1,322 -106
Mar12 111230 99.975 100.300 98.800 99.000 -0.825 268 468 +2
Apr12 111230 100.425 100.450 99.175 99.200 -0.800 20 188 +2
May12 111230 99.650 99.750 99.400 99.400 -0.750 3 32 +3
Jun12 111230 99.475 99.475 99.475 99.475 -0.675 0 21 +0
Jul12 111230 99.375 99.375 99.375 99.375 -0.625 0 4 +0
Aug12 111230 99.150 99.150 99.150 99.150 -0.600 0 5 +0
Sep12 111230 98.875 98.875 98.875 98.875 -0.600      
Oct12 111230 98.575 98.575 98.575 98.575 -0.600 0 9 +0
Total Volume and Open Interest 5,839 2,268 -99
Heating Oil(NYM)
Feb12 111230 292.75 295.31 289.32 291.42 -0.59 42,564 86,817 +4,562
Mar12 111230 292.43 294.29 288.69 290.59 -0.97 14,562 54,115 +1,748
Apr12 111230 288.76 292.25 286.80 288.66 -1.30 5,901 25,024 +462
May12 111230 288.70 289.77 285.65 286.33 -1.67 4,780 19,522 -291
Jun12 111230 286.47 288.22 283.03 284.59 -1.95 6,937 34,977 -59
Jul12 111230 283.75 287.53 282.85 284.27 -1.97 1,912 9,684 +135
Aug12 111230 284.66 287.37 283.85 284.37 -1.93 252 4,243 +28
Sep12 111230 285.25 287.00 284.50 284.89 -1.91 216 7,479 +88
Oct12 111230 285.74 288.50 285.00 285.75 -1.91 94 3,052 -6
Nov12 111230 288.79 289.40 286.62 286.62 -1.94 100 2,197 -24
Dec12 111230 289.09 290.82 286.75 287.14 -1.95 934 16,646 -34
Jan13 111230 289.20 289.20 287.34 287.34 -1.95 206 2,889 +110
Feb13 111230 286.88 286.88 286.54 286.54 -1.80 4 216 +2
Mar13 111230 284.59 284.59 284.59 284.59 -1.80 0 400 +0
Total Volume and Open Interest 107,000 273,412 -3,125
Gasoline(NYMEX)
Feb12 111230 267.39 268.86 263.52 265.74 -1.20 34,617 80,057 +1,926
Mar12 111230 267.47 268.14 263.43 265.52 -1.45 12,533 45,977 +379
Apr12 111230 278.43 279.35 275.00 276.81 -1.63 5,869 33,561 +1,119
May12 111230 278.00 278.37 274.51 276.26 -1.63 3,991 26,209 +263
Jun12 111230 274.64 276.67 272.29 274.10 -1.71 4,348 29,603 +813
Jul12 111230 273.88 273.88 269.78 271.47 -1.75 1,552 11,651 +364
Aug12 111230 267.33 269.50 267.33 268.70 -1.79 878 10,143 -19
Sep12 111230 265.63 265.63 265.63 265.63 -1.79 331 7,787 +23
Oct12 111230 253.95 253.95 252.74 252.74 -1.88 83 5,514 +26
Nov12 111230 250.80 250.80 249.88 249.88 -1.93 97 2,564 +0
Total Volume and Open Interest 89,616 274,718 -2,570
e-miNY RBOB Gasoline(NYM)
Feb12 111230 265.70 265.74 265.70 265.70 -1.20 0 1 +0
Mar12 111230 265.50 265.52 265.50 265.50 -1.50      
Apr12 111230 276.80 276.81 276.80 276.80 -1.60      
May12 111230 276.30 276.30 276.26 276.30 -1.60      
Total Volume and Open Interest 0 1 -1
Natural Gas(NYM)
Feb12 111230 3.020 3.042 2.957 2.989 -0.038 87,068 187,124 +3,622
Mar12 111230 3.049 3.065 2.985 3.016 -0.039 40,175 232,751 +1,417
Apr12 111230 3.110 3.126 3.050 3.079 -0.041 26,569 122,621 -930
May12 111230 3.151 3.174 3.101 3.131 -0.039 10,818 69,875 +1,858
Jun12 111230 3.200 3.220 3.150 3.182 -0.037 4,713 28,805 +504
Jul12 111230 3.271 3.281 3.210 3.243 -0.036 3,940 25,146 +289
Aug12 111230 3.288 3.313 3.248 3.276 -0.035 2,737 15,511 +341
Sep12 111230 3.300 3.319 3.249 3.283 -0.034 2,530 26,925 -11
Oct12 111230 3.336 3.359 3.293 3.322 -0.033 9,008 74,984 +595
Nov12 111230 3.485 3.510 3.450 3.479 -0.025 3,501 28,714 +16
Dec12 111230 3.759 3.791 3.730 3.757 -0.027 1,485 25,168 +88
Jan13 111230 3.887 3.915 3.858 3.883 -0.029 4,340 42,928 +718
Feb13 111230 3.881 3.907 3.879 3.882 -0.027 666 7,576 +205
Mar13 111230 3.876 3.880 3.861 3.865 -0.024 810 19,964 +32
Apr13 111230 3.833 3.835 3.810 3.815 -0.018 893 26,704 -130
May13 111230 3.857 3.857 3.835 3.836 -0.018 64 3,808 -1
Total Volume and Open Interest 200,406 1,006,736 +9,123
Brent Crude Oil(ICE)
Feb12 111230 108.00 108.25 106.62 107.38 -0.63 108,319 152,581 +2,685
Mar12 111230 107.56 107.75 106.15 106.87 -0.65 64,762 171,557 -1,692
Apr12 111230 107.26 107.45 105.87 106.59 -0.62 24,220 44,291 -2,104
May12 111230 107.01 107.15 105.62 106.31 -0.64 9,329 29,084 -649
Jun12 111230 106.48 106.84 105.23 105.97 -0.67 17,254 74,795 +668
Jul12 111230 106.42 106.46 104.95 105.63 -0.69 3,605 23,591 +87
Aug12 111230 106.10 106.12 104.63 105.31 -0.68 2,291 29,140 +118
Sep12 111230 105.72 105.72 104.24 104.92 -0.68 2,121 37,847 +347
Oct12 111230 105.39 105.39 103.92 104.57 -0.70 2,128 17,911 +442
Nov12 111230 104.25 104.25 104.25 104.25 -0.70 1,456 16,563 +63
Dec12 111230 104.41 104.75 103.14 103.89 -0.70 9,700 98,312 +245
Jan13 111230 103.50 103.50 103.50 103.50 -0.69 564 12,002 -96
Feb13 111230 103.11 103.11 103.11 103.11 -0.67 334 7,306 +86
Mar13 111230 102.70 102.70 102.70 102.70 -0.66 86 3,947 +36
Total Volume and Open Interest 249,353 871,753 -45
Gas Oil(ICE)
Jan12 111230 930.00 934.75 919.00 924.00 +2.50 34,868 78,022 -7,136
Feb12 111230 924.50 929.25 913.00 918.00 +1.50 44,450 97,532 +903
Mar12 111230 918.75 922.75 906.75 912.00 +1.00 17,794 49,303 +332
Apr12 111230 911.75 916.25 901.75 906.75 +0.50 9,795 30,932 +310
May12 111230 907.50 912.75 899.00 902.75 +0.50 5,105 29,957 +231
Jun12 111230 904.75 909.75 894.50 900.00 +0.75 7,001 34,821 -720
Jul12 111230 905.50 908.75 895.25 899.50 +0.75 1,598 17,565 +317
Aug12 111230 905.25 908.00 894.75 899.00 +0.75 1,107 15,572 +195
Sep12 111230 904.50 908.00 894.50 898.75 +0.75 2,222 14,835 -132
Oct12 111230 904.00 907.25 895.25 898.00 +0.50 668 10,710 +127
Total Volume and Open Interest 128,186 458,326 -5,125
Ethanol(CBOT)
Jan12 111230 2.210 2.220 2.194 2.203 +0.001 149 125 -71
Feb12 111230 2.230 2.244 2.218 2.223 +0.004 192 1,135 -8
Mar12 111230 2.250 2.268 2.237 2.248 +0.006 118 1,540 +5
Apr12 111230 2.276 2.276 2.256 2.267 +0.008 21 762 +5
May12 111230 2.278 2.291 2.272 2.288 +0.017 12 1,036 +3
Jun12 111230 2.290 2.310 2.290 2.306 +0.021 38 734 +23
Jul12 111230 2.299 2.344 2.299 2.320 +0.021 50 1,080 -3
Aug12 111230 2.322 2.336 2.310 2.317 +0.020 50 880 +35
Total Volume and Open Interest 821 9,861 +115
WTI Crude Oil(ICE)
Feb12 111230 99.78 100.14 98.61 98.83 -0.82 26,413 61,698 +46
Mar12 111230 99.99 100.21 98.79 99.00 -0.82 8,388 34,193 -815
Apr12 111230 99.66 100.34 98.97 99.21 -0.80 4,047 22,760 -1,750
May12 111230 99.90 100.36 99.41 99.41 -0.75 2,449 24,876 +235
Jun12 111230 99.89 100.38 99.31 99.48 -0.68 4,199 49,017 -371
Jul12 111230 99.74 99.85 99.29 99.38 -0.63 1,043 9,246 -329
Aug12 111230 99.47 99.57 99.03 99.15 -0.61 564 7,973 -187
Sep12 111230 99.18 99.25 98.73 98.87 -0.60 512 12,928 -89
Oct12 111230 98.45 98.93 98.40 98.58 -0.60 311 5,560 +2
Nov12 111230 98.33 98.33 98.33 98.33 -0.61 183 4,471 -24
Dec12 111230 98.43 98.75 97.64 98.11 -0.61 2,937 58,678 -296
Jan13 111230 97.79 97.79 97.79 97.79 -0.61 5 3,184 +2
Feb13 111230 97.48 97.48 97.48 97.48 -0.60 0 1,012 +0
Mar13 111230 97.16 97.16 97.16 97.16 -0.61 0 1,617 +0
Apr13 111230 96.86 96.86 96.86 96.86 -0.60 0 393 +0
May13 111230 96.57 96.57 96.57 96.57 -0.58 0 574 +0
Total Volume and Open Interest 52,213 384,130 -3,703
US Dollar Index(ICE)
Mar12 111230 80.830 81.025 80.360 80.522 -0.388 15,454 68,493 +1,391
Jun12 111230 80.875 81.022 80.875 81.022 -0.388 0 507 +0
Sep12 111230 81.622 81.622 81.622 81.622 -0.388      
Total Volume and Open Interest 15,454 69,000 +1,391
Australian Dollar(CME)
Mar12 111230 100.46 101.83 100.40 101.71 +1.30 55,558 108,956 -750
Jun12 111230 99.98 100.88 99.58 100.88 +1.30 0 24 +0
Sep12 111230 100.12 100.12 98.85 100.12 +1.27 0 110 +0
Total Volume and Open Interest 55,558 109,098 -750
British Pound(CME)
Mar12 111230 153.98 155.62 153.82 155.00 +1.18 56,278 206,581 +5,309
Jun12 111230 153.89 155.15 153.68 154.86 +1.18 90 46 +28
Sep12 111230 154.70 154.70 153.54 154.70 +1.16 0 3 +0
Total Volume and Open Interest 56,368 206,632 +5,337
Canadian Dollar(CME)
Mar12 111230 97.80 98.28 97.68 98.21 +0.49 34,608 114,107 +482
Jun12 111230 97.66 98.13 97.56 98.04 +0.48 59 2,653 +23
Sep12 111230 97.80 97.96 97.45 97.92 +0.47 1 1,488 +0
Dec12 111230 97.80 97.80 97.34 97.80 +0.46 0 345 +0
Total Volume and Open Interest 34,668 118,608 +505
Japanese Yen(CME)
Mar12 111230 129.01 130.24 128.81 130.10 +1.12 47,379 139,029 +3,823
Jun12 111230 129.55 130.40 129.28 130.39 +1.11 1 302 +1
Sep12 111230 130.71 130.71 129.62 130.71 +1.09 1 9 +1
Total Volume and Open Interest 47,381 139,341 +3,825
Swiss Franc(CME)
Mar12 111230 106.47 107.23 106.25 106.70 +0.35 11,321 38,047 -831
Jun12 111230 106.97 106.97 106.62 106.97 +0.35 0 8 +0
Sep12 111230 107.28 107.28 106.94 107.28 +0.34 0 4 +0
Total Volume and Open Interest 11,321 38,060 -831
EuroFX(CME)
Mar12 111230 129.61 130.08 129.15 129.68 +0.21 141,379 280,275 -4,163
Jun12 111230 129.40 130.20 129.39 129.86 +0.21 259 1,734 +45
Sep12 111230 129.89 130.18 129.89 130.07 +0.18 3 27 +1
Total Volume and Open Interest 141,641 282,054 -4,117
Mexican Peso(CME)
Jan12 111230 717.25 717.25 713.25 717.25 +4.00 0 95 +0
Feb12 111230 715.25 715.25 711.50 715.25 +3.75 0 4,000 +0
Total Volume and Open Interest 14,608 116,201 -1,129
Brazilian Real(CME)
Feb12 111230 531.90 531.90 531.90 531.90 unch 0 547 +0
Mar12 111230 529.00 529.00 529.00 529.00 unch 329 3,669 -20
Apr12 111230 526.10 526.10 526.10 526.10 unch      
May12 111230 523.15 523.15 523.15 523.15 unch      
Total Volume and Open Interest 329 28,455 -20
30-Year T-Bonds(CBOT)
Mar12 111230 144~180 145~080 144~060 144~260 +0~100 99,610 592,262 -1,236
Jun12 111230 143~110 143~250 143~020 143~120 +0~100 39 191 +16
Sep12 111230 141~300 141~300 141~200 141~300 +0~100      
Total Volume and Open Interest 99,649 592,453 -1,220
10-Year T-Notes(CBOT)
Mar12 111230 130~245 131~075 130~190 131~040 +0~090 276,282 1,488,047 +73
Jun12 111230 130~235 130~240 130~150 130~240 +0~090 27 75 +19
Sep12 111230 129~290 129~290 129~200 129~290 +0~090      
Total Volume and Open Interest 276,309 1,488,122 +92
5-Year T-Notes(CBOT)
Mar12 111230 123~004 123~040 122~119 123~033 +0~022 211,580 1,206,265 +14,366
Jun12 111230 122~105 122~105 122~083 122~105 +0~022      
Sep12 111230 122~001 122~001 121~107 122~001 +0~022      
Total Volume and Open Interest 217,380 1,239,472 +14,393
2 Year T-Notes(CBOT)
Mar12 111230 110~028 110~037 110~027 110~035 +0~005 76,944 680,322 -4,358
Jun12 111230 110~007 110~008 110~002 110~007 +0~005      
Sep12 111230 109~073 109~074 109~068 109~073 +0~005      
Total Volume and Open Interest 79,030 690,939 -5,536
Eurodollars(CME)
Mar12 111230 99.340 99.365 99.330 99.355 +0.020 89,690 954,940 +9,849
Jun12 111230 99.270 99.305 99.255 99.295 +0.035 85,615 980,435 -9,060
Sep12 111230 99.235 99.275 99.220 99.265 +0.040 75,028 747,878 -8,262
Dec12 111230 99.210 99.250 99.195 99.245 +0.045 74,854 727,783 +2,503
Mar13 111230 99.220 99.255 99.195 99.250 +0.045 72,237 764,588 -1,214
Jun13 111230 99.205 99.245 99.175 99.235 +0.040 58,115 578,758 +6,723
Sep13 111230 99.175 99.220 99.145 99.210 +0.045 56,741 481,694 -2,063
Dec13 111230 99.115 99.170 99.090 99.155 +0.045 52,767 454,555 -2,007
Mar14 111230 99.025 99.085 99.000 99.070 +0.050 34,863 379,491 +3,464
Jun14 111230 98.890 98.950 98.865 98.935 +0.050 24,831 316,163 +1,140
Sep14 111230 98.730 98.800 98.715 98.780 +0.045 21,414 204,108 +966
Dec14 111230 98.565 98.635 98.550 98.615 +0.045 22,787 184,035 -777
Mar15 111230 98.430 98.495 98.415 98.475 +0.040 12,327 152,507 -35
Jun15 111230 98.285 98.345 98.270 98.325 +0.035 9,105 110,403 -1,120
Sep15 111230 98.130 98.195 98.130 98.170 +0.025 8,903 70,900 +52
Dec15 111230 97.975 98.035 97.960 98.005 +0.020 7,482 59,762 +552
Mar16 111230 97.850 97.910 97.850 97.880 +0.020 5,290 51,423 -539
Jun16 111230 97.730 97.790 97.725 97.755 +0.015 4,742 37,632 +234
Total Volume and Open Interest 734,522 7,472,650 -458
Ultra T-Bond(CBOT)
Mar12 111230 159.68750 160.81250 159.25000 160.18750 +0.56250 16,992 361,760 -158
Jun12 111230 160.78125 160.78125 159.87500 160.78125 +0.90625 0 53 +0
Sep12 111230 160.78125 160.78125 159.87500 160.78125 +0.90625      
Total Volume and Open Interest 16,992 361,813 -158
30 Day Federal Funds(CBOT)
Jan12 111230 99.925 99.925 99.920 99.920 unch 1,646 69,273 +34
Feb12 111230 99.915 99.920 99.910 99.915 +0.005 2,811 55,493 +299
Mar12 111230 99.910 99.915 99.905 99.910 +0.005 1,087 34,657 -100
Apr12 111230 99.905 99.910 99.895 99.905 +0.005 1,444 36,803 -472
May12 111230 99.890 99.900 99.885 99.895 +0.010 1,049 43,386 -4
Jun12 111230 99.885 99.895 99.880 99.890 +0.010 895 29,605 +169
Total Volume and Open Interest 16,407 571,587 -1,728
3-Mth Euro-Yen(CME)
Mar12 111230 99.655 99.655 99.655 99.655 -0.007 0 40 +0
Jun12 111230 99.658 99.658 99.658 99.658 -0.007      
Sep12 111230 99.652 99.652 99.652 99.652 -0.008      
Dec12 111230 99.658 99.658 99.658 99.658 -0.007      
Mar13 111230 99.650 99.650 99.650 99.650 -0.005      
Jun13 111230 99.620 99.620 99.620 99.620 -0.005      
Sep13 111230 99.620 99.620 99.620 99.620 -0.005      
Dec13 111230 99.535 99.535 99.535 99.535 -0.005      
Mar14 111230 99.395 99.395 99.395 99.395 -0.005      
Jun14 111230 99.255 99.255 99.255 99.255 -0.005      
Total Volume and Open Interest 0 40 +0
3-Mth Euro-Yen(SGX)
Mar12 111230 99.65 99.65 99.65 99.65 -0.01 0 2,349 +0
Jun12 111230 99.66 99.66 99.66 99.66 -0.01 0 1,440 +0
Sep12 111230 99.65 99.65 99.65 99.65 -0.01 0 711 +0
Dec12 111230 99.66 99.66 99.66 99.66 -0.01 0 115 +0
Mar13 111230 99.65 99.65 99.65 99.65 0.00 0 131 +0
Jun13 111230 99.62 99.62 99.62 99.62 0.00 0 208 +0
Sep13 111230 99.62 99.62 99.62 99.62 0.00 0 325 +0
Dec13 111230 99.54 99.54 99.54 99.54 0.00 0 3 +0
Total Volume and Open Interest 0 5,282 +0
Japanese Gov't Bonds(SGX)
Mar12 111230 142.30 142.54 142.30 142.51 +0.22 1,031 20,536 +311
Jun12 111230 140.40 140.40 140.40 140.40 +0.22 0 2 +0
Sep12 111230 138.31 138.31 138.31 138.31 +0.22 0 2 +0
Total Volume and Open Interest 1,031 20,544 +311
Euro-Bund(EUREX)
Mar12 120102 139.30 139.32 138.09 138.19 -0.85 114,998 856,321 +5,643
Jun12 120102 137.60 137.60 136.45 136.48 -0.87 23 186 +4
Sep12 120102 136.49 136.49 136.49 136.49 -0.85      
Total Volume and Open Interest 115,021 856,507 +5,647
Euro-Bobl(EUREX)
Mar12 120102 125.28 125.28 124.69 124.75 -0.36 72,533 661,962 +11,011
Jun12 120102 123.15 123.15 123.15 123.15 -0.36      
Sep12 120102 123.15 123.15 123.15 123.15 -0.36      
Total Volume and Open Interest 72,533 661,962 +11,011
3-Mth Euribor(EUREX)
Mar12 120102 98.915 98.915 98.915 98.915 -0.005 0 1,260 +0
Jun12 120102 99.035 99.035 99.035 99.035 -0.025 0 1,425 +0
Sep12 120102 99.075 99.075 99.075 99.075 -0.030 0 944 +0
Total Volume and Open Interest 1 5,858 +0
Long Gilt(LIFFE)
Mar12 120102 116~30 116~30 116~30 116~30 unch 23,524 294,463 -623
Jun12 120102 116~28 116~28 116~28 116~28 unch      
Total Volume and Open Interest 23,524 294,463 -623
3-Mth Short Sterling(LIFFE)
Mar12 111230 98.89 98.90 98.88 98.89 +0.01 27,756 285,816 -8,191
Jun12 111230 98.90 98.92 98.89 98.91 +0.01 26,278 214,720 -1,026
Sep12 111230 98.94 98.95 98.93 98.94 +0.01 29,100 258,307 -3,248
Dec12 111230 98.94 98.96 98.93 98.94 unch 29,327 214,728 +2,454
Mar13 111230 98.96 98.97 98.94 98.95 unch 18,574 222,346 -3,077
Jun13 111230 98.92 98.94 98.91 98.93 unch 14,117 194,872 +1,144
Total Volume and Open Interest 173,167 1,794,548 -9,589
3-Mth Euribor(LIFFE)
Mar12 120102 98.915 98.925 98.900 98.915 -0.005 36,615 485,116 +113
Jun12 120102 99.060 99.070 99.025 99.035 -0.025 33,757 405,745 -1,162
Sep12 120102 99.100 99.110 99.065 99.075 -0.030 35,825 415,658 +1,039
Total Volume and Open Interest 185,748 3,003,823 +9,139
3-Mth Aus T-Bills(SFE)
Mar12 111230 96.10 96.10 96.05 96.08 -0.02 8,142 225,452 +390
Jun12 111230 96.38 96.40 96.34 96.39 unch 5,437 162,187 -152
Sep12 111230 96.42 96.45 96.38 96.45 +0.02 2,580 114,221 -85
Dec12 111230 96.31 96.35 96.28 96.34 +0.01 1,116 68,709 -98
Mar13 111230 96.19 96.25 96.18 96.22 unch 1,222 50,418 +574
Jun13 111230 96.09 96.14 96.06 96.06 -0.05 724 46,020 +328
Sep13 111230 95.98 96.03 95.95 95.95 -0.05 272 26,226 +118
Dec13 111230 95.87 95.92 95.83 95.83 -0.05 392 17,164 +130
Mar14 111230 95.77 95.77 95.75 95.75 -0.03 40 1,356 -2
Jun14 111230 95.64 95.64 95.64 95.64 -0.03 0 86 -2
Total Volume and Open Interest 19,925 711,963 +1,201
10-Year Aus T-Bonds(SFE)
Mar12 111230 96.25 96.30 96.22 96.28 +0.03 11,032 332,001 +1,693
Jun12 111230 96.28 96.28 96.28 96.28 +0.03      
Total Volume and Open Interest 11,032 332,001 +1,693
3-Year Aus T-Bonds(SFE)
Mar12 111230 96.90 96.96 96.86 96.93 +0.03 37,300 370,442 -2,327
Jun12 111230 96.93 96.93 96.93 96.93 +0.03      
Total Volume and Open Interest 37,300 370,442 -2,327
Gold(CMX)
Feb12 111230 1547.3 1582.8 1546.2 1566.8 +25.9 132,782 240,297 +1,031
Apr12 111230 1549.8 1585.0 1549.8 1569.4 +26.1 5,122 41,658 +573
Jun12 111230 1557.0 1585.8 1556.0 1571.6 +26.1 1,620 28,911 +571
Aug12 111230 1563.0 1581.3 1563.0 1573.8 +26.2 535 13,739 +15
Oct12 111230 1581.8 1583.5 1575.1 1575.9 +26.2 289 10,377 -11
Dec12 111230 1571.2 1587.7 1568.3 1578.1 +26.4 661 25,041 +123
Feb13 111230 1571.8 1580.6 1571.8 1580.5 +26.3 79 3,023 +7
Apr13 111230 1583.2 1583.2 1583.2 1583.2 +26.3 14 1,371 -5
Jun13 111230 1586.3 1586.3 1586.3 1586.3 +26.3 450 10,379 +300
Aug13 111230 1589.5 1589.5 1589.5 1589.5 +26.3 0 45 +0
Oct13 111230 1592.9 1592.9 1592.9 1592.9 +26.3      
Dec13 111230 1597.0 1605.0 1593.5 1596.4 +26.2 644 10,642 +500
Total Volume and Open Interest 143,463 422,079 +3,172
Silver(CMX)
Mar12 111230 2747.5 2846.0 2726.0 2791.5 +60.0 37,097 59,565 +566
May12 111230 2756.5 2836.0 2738.0 2796.0 +60.2 720 9,009 -120
Jul12 111230 2761.0 2844.5 2750.0 2799.7 +60.3 473 3,708 +151
Sep12 111230 2809.0 2809.0 2802.7 2802.7 +60.3 350 2,497 +7
Dec12 111230 2777.5 2850.5 2774.5 2806.2 +60.2 709 14,070 +195
Mar13 111230 2805.5 2805.5 2805.5 2805.5 +60.2 7 1,156 +0
May13 111230 2803.8 2803.8 2803.8 2803.8 +60.2 0 1,078 +0
Total Volume and Open Interest 39,637 105,982 +737
Platinum(NYMEX)
Jan12 111230 1387.4 1399.7 1372.4 1399.7 +36.3 3,711 835 -2,442
Apr12 111230 1382.5 1410.0 1376.5 1404.9 +38.1 10,676 40,402 +1,547
Jul12 111230 1385.4 1409.8 1385.4 1409.4 +38.1 63 765 +26
Oct12 111230 1413.4 1413.4 1413.4 1413.4 +38.1 2 111 +2
Total Volume and Open Interest 14,452 42,114 -867
Palladium(NYMEX)
Mar12 111230 624.65 659.10 624.65 656.15 +32.40 2,284 17,576 +193
Jun12 111230 657.05 657.60 656.70 657.60 +32.40 39 473 +36
Sep12 111230 659.05 659.05 659.05 659.05 +32.40 28 138 +0
Total Volume and Open Interest 2,351 18,188 +229
Copper(CMX)
Mar12 111230 338.75 345.85 337.75 343.60 +6.60 23,309 70,688 +1,350
May12 111230 339.90 345.45 339.85 344.75 +6.60 3,249 24,887 +965
Jul12 111230 342.00 346.45 342.00 345.50 +6.65 382 6,970 +198
Sep12 111230 344.40 347.00 344.40 346.00 +6.60 17 3,388 +3
Dec12 111230 346.15 346.30 346.00 346.30 +6.50 56 3,264 -32
Total Volume and Open Interest 27,631 119,911 +2,646
DJIA Index(CBOT)
Mar12 111230 12210 12237 12140 12150 -67 203 10,053 -14
Jun12 111230 12082 12149 12082 12082 -67 0 404 +0
Sep12 111230 12019 12086 12019 12019 -67      
Dec12 111230 11942 12009 11942 11942 -67      
Total Volume and Open Interest 203 10,457 -14
E-mini DJIA Index(CBOT)
Mar12 111230 12208 12250 12134 12150 -67 60,957 90,503 +4,107
Jun12 111230 12167 12173 12082 12082 -67 0 55 +0
Sep12 111230 12019 12019 12019 12019 -67 0 9 +0
Dec12 111230 11942 11942 11942 11942 -67      
Total Volume and Open Interest 60,957 90,567 +4,107
S & P 500(CME)
Mar12 111230 1257.20 1260.40 1251.00 1252.60 -4.80 10,193 240,223 +2,149
Jun12 111230 1247.20 1247.20 1247.00 1247.20 -4.80 13 3,290 +0
Sep12 111230 1241.90 1241.90 1241.70 1241.90 -4.80 0 967 +0
Dec12 111230 1236.30 1236.30 1236.10 1236.30 -4.80 0 201 +0
Total Volume and Open Interest 10,206 244,681 +2,149
S & P 500 E-Mini(Globex)
Mar12 111230 1256.75 1260.50 1250.75 1252.50 -5.00 878,740 2,603,862 +4,943
Jun12 111230 1251.00 1254.00 1245.00 1247.25 -4.75 1,635 12,452 +1,339
Total Volume and Open Interest 880,376 2,616,446 +6,282
NASDAQ 100(CME)
Mar12 111230 2277.50 2285.00 2270.00 2274.50 -2.80 1,254 7,101 +147
Jun12 111230 2271.30 2280.00 2271.30 2271.30 -3.00      
Sep12 111230 2268.80 2271.80 2268.80 2268.80 -3.00      
Total Volume and Open Interest 1,254 7,101 +147
NASDAQ 100 E-Mini(Globex)
Mar12 111230 2278.30 2284.50 2270.30 2274.50 -2.80 100,733 253,950 -1,015
Jun12 111230 2274.30 2274.50 2271.30 2271.30 -3.00 8 33 -3
Total Volume and Open Interest 100,742 253,986 -1,017
S & P Midcap 400(CME)
Mar12 111230 877.00 881.00 877.00 877.30 -3.40 18 837 +18
Jun12 111230 875.30 878.70 875.30 875.30 -3.40      
Sep12 111230 873.30 876.70 873.30 873.30 -3.40      
Total Volume and Open Interest 18 837 +18
Volatility Index(CBOE)
Jan12 111230 25.95 26.75 25.80 26.70 +0.75 5,891 50,313 +136
Feb12 111230 26.60 27.25 26.50 27.15 +0.60 4,158 21,906 +440
Mar12 111230 27.30 27.81 27.28 27.75 +0.40 667 14,072 -105
Apr12 111230 27.95 28.40 27.89 28.40 +0.35 1,378 15,077 -183
Total Volume and Open Interest 13,950 125,325 +641
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar12 111230 8455 8480 8395 8415 -45 1,928 23,160 -96
Jun12 111230 8355 8405 8355 8355 -50 0 11 +0
Total Volume and Open Interest 1,928 23,171 -96
Nikkei 225(SGX)
Mar12 111230 8400 8460 8365 8460 +65 52,036 193,598 +5,971
Jun12 111230 8360 8380 8360 8380 +60 19 312 +8
Sep12 111230 8385 8385 8385 8385 +70 0 30 +0
Total Volume and Open Interest 52,092 204,681 +5,992
CAC 40(EURONEXT)
Jan12 120102 3148.5 3223.5 3140.5 3222.5 +57.0 29,522 245,015 +948
Feb12 120102 3169.5 3223.0 3169.5 3222.5 +57.0 33 860 +13
Mar12 120102 3160.0 3224.0 3158.0 3224.0 +56.5 557 20,796 +221
Total Volume and Open Interest 30,112 266,721 +1,182
Hang Seng Index(HKFE)
Jan12 111230 18479 18499 18360 18456 +145 39,040 81,848 +2,379
Feb12 111230 18537 18537 18390 18454        
Mar12 111230 18420 18420 18299 18388 +136 214 3,429 +27
Total Volume and Open Interest 48,991 108,901 -7,479
DAX(EUREX)
Mar12 120102 5890.0 6081.5 5880.0 6073.5 +173.5 35,988 148,433 -1,348
Jun12 120102 5911.0 6093.0 5910.0 6087.5 +173.5 150 5,742 +24
Sep12 120102 5980.0 6100.0 5980.0 6098.5 +172.5 42 442 +30
Total Volume and Open Interest 36,180 154,617 -1,294
FT-SE 100(EURONEXT)
Mar12 111230 5543.00 5552.00 5492.00 5536.00 +27.50 39,464 592,634 -1,575
Jun12 111230 5490.50 5490.50 5490.50 5490.50 +27.50 0 3,721 +0
Sep12 111230 5459.00 5459.00 5459.00 5459.00 +28.50      
Total Volume and Open Interest 39,464 596,355 -1,575
SPI 200(SFE)
Mar12 111230 4036.0 4079.0 4015.0 4019.0 -16.0 13,174 189,319 -879
Jun12 111230 4042.0 4042.0 4024.0 4024.0 -16.0 44 1,927 +40
Sep12 111230 3985.0 3985.0 3985.0 3985.0 -16.0 4 1,076 +0
Total Volume and Open Interest 13,227 195,396 -844
FTSE MIB(ISE)
Mar12 120102 15085.00 15490.00 15085.00 15467.00 +354.00 6,264 31,541 -10
Jun12 120102 14990.00 15195.00 14990.00 15195.00 +362.00 9 45 +6
Total Volume and Open Interest 6,273 31,586 -4
KOSPI 200(KFE)
Mar12 120102 238.30 240.50 237.05 239.25 +0.65 182,121 78,467 -1,174
Jun12 120102 240.65 241.50 238.40 240.80 +1.55 76 2,031 +27
Sep12 120102 243.00 243.00 243.00 243.00 +0.65 0 266 -5
Total Volume and Open Interest 182,197 80,772 -1,150
GSCI(CME)
Jan12 111230 645.00 650.50 643.00 647.00 +1.00 128 8,693 -95
Feb12 111230 648.00 651.50 644.00 648.00 +1.00 0 100 +0
Mar12 111230 648.50 654.00 646.50 650.50 +1.00 2 0 +0
Total Volume and Open Interest 130 8,793 -95
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.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Copyright © 2024 Moore Research Center, Inc. All Rights Reserved.
www.mrci.comsales@mrci.com
Phone: 541-525-0521