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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu October 11, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov12 121011 1523.00 1568.00 1521.25 1548.50 +25.25 153,713 229,947 -21,786
Jan13 121011 1523.00 1566.75 1521.75 1548.50 +24.75 74,068 166,408 +11,301
Mar13 121011 1487.00 1531.00 1486.75 1520.75 +33.50 22,127 100,968 +970
May13 121011 1440.00 1483.50 1439.50 1478.25 +38.75 11,475 86,539 -155
Jul13 121011 1428.50 1472.25 1428.50 1467.25 +38.75 11,094 74,054 -729
Aug13 121011 1408.75 1446.00 1407.50 1444.75 +37.25 394 1,035 -60
Sep13 121011 1369.75 1400.00 1369.25 1398.00 +28.50 511 1,255 -81
Nov13 121011 1336.25 1361.75 1335.25 1353.50 +18.25 5,794 45,295 +81
Jan14 121011 1357.25 1357.50 1338.50 1357.50 +19.00 19 378 +4
Mar14 121011 1357.50 1357.50 1338.75 1357.50 +18.75 0 103 +0
May14 121011 1360.75 1360.75 1342.00 1360.75 +18.75 0 118 +0
Jul14 121011 1361.25 1361.25 1342.50 1361.25 +18.75 5 57 +0
Aug14 121011 1356.00 1356.00 1337.25 1356.00 +18.75      
Sep14 121011 1346.25 1346.25 1327.50 1346.25 +18.75      
Total Volume and Open Interest 279,201 708,051 -10,455
Soybean Meal(CBOT)
Oct12 121011 481.70 485.00 475.60 482.70 +12.60 1,149 743 -649
Dec12 121011 462.70 479.50 461.80 472.20 +9.60 48,129 100,922 +1,289
Jan13 121011 458.30 474.20 458.20 467.80 +9.10 4,803 24,904 -65
Mar13 121011 442.60 457.60 441.80 454.20 +11.90 5,804 23,775 +862
May13 121011 419.70 434.00 418.80 432.60 +13.70 4,953 23,796 -743
Jul13 121011 413.30 427.90 413.30 426.90 +13.60 2,957 17,203 -353
Aug13 121011 410.10 420.40 407.10 419.80 +12.70 232 1,758 -31
Sep13 121011 401.00 407.80 396.00 405.30 +9.30 170 1,495 +47
Oct13 121011 384.50 388.60 381.70 386.50 +4.80 110 3,081 +3
Dec13 121011 382.00 388.20 380.40 385.10 +4.70 1,252 8,124 +184
Total Volume and Open Interest 69,569 206,727 +534
Soybean Oil(CBOT)
Oct12 121011 50.80 51.30 50.17 50.88 +0.71 565 636 -398
Dec12 121011 50.63 52.29 50.59 51.33 +0.70 84,643 142,418 -891
Jan13 121011 51.01 52.67 51.01 51.71 +0.71 32,552 77,380 +8,039
Mar13 121011 51.50 53.14 51.50 52.18 +0.71 12,893 40,195 +460
May13 121011 51.81 53.51 51.81 52.54 +0.72 7,802 24,342 -211
Jul13 121011 52.18 53.69 52.09 52.81 +0.75 4,196 19,769 +290
Aug13 121011 52.63 53.23 52.03 52.80 +0.77 138 2,540 +18
Sep13 121011 52.37 52.75 52.37 52.52 +0.75 68 2,134 +22
Oct13 121011 51.68 51.95 50.98 51.76 +0.78 70 3,930 +12
Dec13 121011 51.19 52.21 51.05 51.59 +0.77 643 9,257 +99
Total Volume and Open Interest 143,598 323,879 +7,467
Canola(WCE)
Nov12 121011 607.0 622.0 603.9 621.2 +13.8 7,763 70,887 -2,575
Jan13 121011 608.1 620.6 600.0 620.0 +13.7 4,904 87,889 +606
Mar13 121011 598.0 615.3 598.0 615.2 +14.2 968 17,366 -332
May13 121011 589.4 609.4 589.4 608.8 +15.7 224 19,935 -1
Jul13 121011 580.6 602.2 580.6 601.9 +16.4 239 5,382 +173
Total Volume and Open Interest 14,110 206,775 -2,124
Corn(CBOT)
Dec12 121011 736.50 776.00 733.75 773.25 +36.50 120,747 575,921 -4,191
Mar13 121011 737.00 775.75 734.50 773.25 +35.50 37,442 285,050 +6,776
May13 121011 732.75 769.75 729.00 767.75 +35.25 8,443 80,769 +512
Jul13 121011 726.75 762.50 722.00 760.50 +33.75 10,455 124,095 -183
Sep13 121011 655.00 677.00 652.00 675.50 +19.75 1,280 23,815 +241
Dec13 121011 628.50 647.00 626.50 646.00 +15.50 6,688 106,193 +1,377
Mar14 121011 635.00 654.50 635.00 653.75 +15.25 73 2,288 +31
May14 121011 652.75 660.00 644.25 659.25 +15.00 3 774 +0
Jul14 121011 650.00 660.50 646.25 660.50 +14.25 17 1,014 +13
Sep14 121011 600.00 610.00 599.00 610.00 +11.00 0 70 +0
Total Volume and Open Interest 185,265 1,206,480 +4,633
Wheat(CBOT)
Dec12 121011 870.00 894.00 859.00 886.00 +16.25 43,498 240,181 -151
Mar13 121011 881.50 904.50 870.50 897.00 +16.00 10,796 87,350 +1,011
May13 121011 880.75 904.25 873.00 897.75 +16.25 4,587 24,021 -224
Jul13 121011 845.00 867.25 836.75 861.50 +15.25 5,891 61,786 +1,850
Sep13 121011 844.50 867.00 844.50 864.25 +15.00 290 2,379 +25
Dec13 121011 856.25 876.00 850.00 871.75 +14.50 1,781 37,784 +615
Total Volume and Open Interest 66,967 456,895 +3,155
Wheat(KCBT)
Dec12 121011 896.50 925.50 886.25 918.00 +20.50 5,945 97,426 -49
Mar13 121011 910.25 939.00 900.75 931.00 +20.00 1,820 29,457 +31
May13 121011 914.00 940.25 905.50 932.75 +18.75 691 10,659 -160
Jul13 121011 878.00 900.25 871.75 896.00 +15.75 347 16,710 +56
Sep13 121011 878.00 900.25 878.00 896.50 +13.25 29 1,309 +9
Dec13 121011 888.75 915.00 885.50 915.00 +16.50 28 1,277 -19
Total Volume and Open Interest 8,863 157,109 -131
Wheat(MGE)
Dec12 121011 933.75 956.00 930.75 946.75 +13.00 2,418 26,211 -233
Mar13 121011 939.00 962.25 937.50 953.00 +12.50 928 9,829 +20
May13 121011 944.00 966.75 943.75 957.00 +10.25 172 3,100 -25
Jul13 121011 944.25 960.75 943.75 954.75 +13.00 74 1,908 +12
Sep13 121011 923.50 945.00 919.75 936.25 +15.75 67 2,692 +29
Total Volume and Open Interest 3,676 44,370 -193
Oats(CBOT)
Dec12 121011 383.50 395.00 381.50 388.50 +5.00 787 9,005 +104
Mar13 121011 387.00 397.50 385.00 391.50 +4.50 105 2,058 +43
May13 121011 389.25 395.00 388.50 390.25 +1.75 0 144 +0
Jul13 121011 390.00 392.75 388.75 389.75 +1.00 0 10 +0
Total Volume and Open Interest 892 11,259 +147
Rough Rice(CBOT)
Nov12 121011 15.03 15.12 14.95 14.98 -0.05 521 11,374 -81
Jan13 121011 15.36 15.46 15.28 15.30 -0.05 170 3,764 +96
Mar13 121011 15.74 15.74 15.58 15.58 -0.05 11 224 -2
May13 121011 15.86 15.86 15.80 15.80 -0.05 5 18 +0
Total Volume and Open Interest 708 15,404 +12
Live Cattle(CME)
Oct12 121011 125.150 125.750 124.400 124.600 -0.330 4,697 11,898 -1,508
Dec12 121011 126.635 127.350 125.650 125.930 -0.650 13,270 128,585 -608
Feb13 121011 130.300 131.035 129.535 129.700 -0.375 5,949 59,500 +845
Apr13 121011 133.600 134.450 133.325 133.735 +0.250 2,939 45,417 +513
Jun13 121011 130.500 131.325 130.300 130.600 +0.065 2,190 23,181 +873
Aug13 121011 130.650 131.400 130.350 130.600 -0.085 549 7,353 +249
Total Volume and Open Interest 29,767 278,864 +466
Feeder Cattle(CME)
Oct12 121011 144.600 144.700 142.500 142.750 -1.985 506 4,514 -182
Nov12 121011 146.400 146.550 143.735 143.800 -2.900 1,900 11,084 -615
Jan13 121011 149.185 149.300 146.380 146.380 -3.000 1,921 7,677 +369
Mar13 121011 151.985 152.150 149.300 149.300 -3.000 286 2,988 -11
Apr13 121011 153.300 153.380 150.500 150.500 -2.900 58 993 -8
May13 121011 154.825 154.825 151.825 151.825 -3.000 29 1,233 +2
Aug13 121011 157.450 157.450 154.800 156.000 -1.450 1 333 +0
Total Volume and Open Interest 4,701 28,825 -445
Lean Hogs(CME)
Oct12 121011 82.230 82.750 82.200 82.330 -0.250 3,270 11,901 -218
Dec12 121011 77.850 78.000 76.550 77.500 -0.600 22,490 104,185 +932
Feb13 121011 83.600 84.150 82.950 84.135 +0.285 6,618 42,845 +365
Apr13 121011 88.885 90.200 88.885 90.135 +0.985 3,700 27,807 +79
May13 121011 98.000 98.250 97.450 98.250 +0.650 45 1,160 +28
Jun13 121011 100.200 101.480 99.950 101.250 +0.865 3,177 23,426 +1,213
Jul13 121011 99.700 100.950 99.700 100.635 +0.085 1,034 5,739 +528
Aug13 121011 98.950 100.050 98.650 100.000 +0.800 696 5,230 +453
Total Volume and Open Interest 41,305 226,172 +3,587
Class III Milk(CME)
Oct12 121011 21.05 21.16 21.02 21.12 +0.07 173 5,505 -56
Nov12 121011 20.71 20.97 20.65 20.90 +0.19 346 5,246 -4
Dec12 121011 20.40 20.69 20.37 20.65 +0.28 249 4,360 +27
Jan13 121011 19.70 19.91 19.66 19.82 +0.16 59 1,622 -11
Feb13 121011 19.30 19.38 19.24 19.32 +0.08 28 1,379 +2
Total Volume and Open Interest 934 25,234 -14
Cocoa(ICE)
Dec12 121011 2374 2394 2341 2351 -21 12,862 90,719 -576
Mar13 121011 2383 2408 2357 2367 -21 5,444 47,096 +855
May13 121011 2404 2418 2368 2378 -20 1,345 21,216 +342
Jul13 121011 2424 2430 2381 2390 -20 496 14,464 +340
Sep13 121011 2420 2438 2390 2399 -19 29 5,436 +2
Dec13 121011 2428 2428 2400 2408 -18 0 6,859 +0
Mar14 121011 2416 2416 2416 2416 -17 0 10,018 +3
Total Volume and Open Interest 20,196 201,297 +984
Coffee "C"(ICE)
Dec12 121011 163.30 163.70 160.30 160.75 -2.70 14,360 75,752 +22
Mar13 121011 168.00 168.00 164.70 165.10 -2.75 7,808 42,428 +1,876
May13 121011 170.10 170.20 167.50 167.90 -2.75 1,564 10,849 -46
Jul13 121011 173.00 173.00 170.30 170.55 -2.75 639 6,601 +256
Sep13 121011 175.50 175.60 173.00 173.25 -2.75 73 3,344 +30
Dec13 121011 177.20 177.35 176.70 176.90 -2.80 64 2,685 -4
Total Volume and Open Interest 24,514 142,539 +2,135
Orange Juice(ICE)
Nov12 121011 110.50 119.95 108.70 113.60 +2.30 1,137 11,436 +137
Jan13 121011 110.75 119.00 110.00 113.20 +1.95 347 8,670 +127
Mar13 121011 112.50 118.45 112.00 115.30 +2.20 117 2,679 +78
May13 121011 117.00 117.00 117.00 117.00 +1.80 15 941 +9
Jul13 121011 118.95 118.95 118.95 118.95 +1.80 1 88 +0
Sep13 121011 120.70 120.70 120.70 120.70 +1.80 0 64 +0
Total Volume and Open Interest 1,618 23,961 +351
Sugar #11(ICE)
Mar13 121011 21.17 21.18 20.21 20.45 -0.81 40,868 365,280 -2,361
May13 121011 21.14 21.14 20.18 20.38 -0.85 11,784 82,849 +1,058
Jul13 121011 21.10 21.10 20.11 20.28 -0.90 6,495 104,314 +948
Oct13 121011 21.30 21.31 20.39 20.52 -0.90 2,210 58,700 +285
Mar14 121011 21.63 21.66 20.78 20.87 -0.90 915 35,558 -57
May14 121011 21.45 21.46 20.75 20.80 -0.77 149 10,806 -16
Jul14 121011 20.85 20.85 20.67 20.73 -0.64 22 6,649 -4
Oct14 121011 20.79 20.81 20.67 20.75 -0.54 8 7,746 +0
Total Volume and Open Interest 62,461 679,107 -154
London Cocoa(LCE)
Dec12 121011 1534 1549 1513 1518 -17 5,923 58,977 +33
Mar13 121011 1546 1555 1523 1527 -16 4,573 69,737 +493
May13 121011 1550 1563 1531 1536 -15 3,677 25,554 +35
Jul13 121011 1558 1568 1539 1544 -15 2,147 15,828 -2
Sep13 121011 1562 1575 1545 1550 -16 757 13,017 +182
Dec13 121011 1564 1566 1543 1545 -14 102 7,480 +3
Mar14 121011 1543 1543 1543 1543 -14 0 6,796 +3
Total Volume and Open Interest 17,179 202,655 +747
London Sugar(LCE)
Dec12 121011 587.10 589.90 566.50 568.40 -22.00 3,398 32,999 +431
Mar13 121011 571.30 573.20 551.70 554.40 -18.80 2,298 33,702 +338
May13 121011 571.80 572.90 552.30 554.90 -18.00 1,104 9,167 +382
Aug13 121011 570.90 572.00 550.60 553.90 -18.50 360 4,363 +69
Oct13 121011 569.90 570.60 550.10 551.90 -19.50 179 2,983 +1
Total Volume and Open Interest 7,526 85,137 +1,241
Cotton(ICE)
Dec12 121011 72.00 72.00 70.41 70.71 -1.39 9,396 117,735 +413
Mar13 121011 72.75 72.75 71.26 71.40 -1.62 2,701 54,807 +482
May13 121011 73.24 73.40 72.33 72.48 -1.57 495 8,261 +105
Jul13 121011 74.15 74.31 73.22 73.26 -1.67 450 8,281 +181
Oct13 121011 74.38 74.38 74.38 74.38 -1.59 0 3 +0
Dec13 121011 76.07 76.07 74.98 75.02 -1.65 71 4,339 +18
Total Volume and Open Interest 13,113 193,482 +1,199
Lumber(CME)
Nov12 121011 279.8 287.4 279.0 283.4 +5.8 531 3,193 +1
Jan13 121011 291.7 298.0 290.3 297.9 +7.9 347 3,372 +236
Mar13 121011 302.1 305.4 301.0 302.8 +2.5 22 693 +10
May13 121011 311.8 314.9 311.8 312.8 +3.8 7 93 +3
Total Volume and Open Interest 911 7,368 +252
Crude Oil(NYM)
Nov12 121011 91.27 92.94 91.09 92.07 +0.82 303,502 192,579 -16,113
Dec12 121011 91.58 93.33 91.50 92.50 +0.86 131,742 267,864 +19,344
Jan13 121011 92.10 93.77 92.06 92.99 +0.88 52,417 140,939 +9,560
Feb13 121011 92.58 94.20 92.52 93.47 +0.89 29,878 66,160 -1,925
Mar13 121011 92.96 94.57 92.95 93.91 +0.91 27,614 83,440 +30
Apr13 121011 93.30 94.80 93.26 94.23 +0.93 12,351 35,631 +112
May13 121011 94.00 94.96 94.00 94.48 +0.94 9,875 30,688 +1,047
Jun13 121011 93.60 95.20 93.60 94.66 +0.96 33,029 94,284 -1,365
Jul13 121011 94.69 94.81 94.68 94.72 +0.98 6,081 34,169 +1,016
Aug13 121011 94.71 94.77 94.49 94.69 +0.99 3,496 25,958 -389
Sep13 121011 94.80 94.88 94.18 94.62 +0.99 6,112 38,218 +385
Oct13 121011 94.53 94.53 94.53 94.53 +0.99 4,340 24,225 -280
Nov13 121011 94.43 94.43 94.43 94.43 +0.99 3,818 25,558 +752
Dec13 121011 93.29 94.52 93.29 94.30 +0.98 32,337 166,237 +215
Jan14 121011 94.02 94.02 94.02 94.02 +0.97 1,774 25,291 +191
Feb14 121011 93.74 93.74 93.74 93.74 +0.96 171 9,061 +8
Total Volume and Open Interest 681,415 1,559,651 +16,765
e-miNY Crude Oil(NYM)
Oct12 120919 95.525 96.150 91.250 91.975 -3.325 4,076 4,545 -251
Nov12 121011 91.200 92.925 91.100 92.075 +0.825 11,723 6,805 +251
Dec12 121011 91.600 93.300 91.550 92.500 +0.850 1,388 6,568 +160
Jan13 121011 93.250 93.525 92.575 93.000 +0.900 129 1,676 -75
Feb13 121011 93.675 94.025 93.200 93.475 +0.900 62 355 +48
Mar13 121011 93.900 93.900 93.900 93.900 +0.900 3 7 -1
Apr13 121011 94.225 94.225 94.225 94.225 +0.925 0 4 +0
May13 121011 94.475 94.475 94.475 94.475 +0.925 0 3 +0
Jun13 121011 94.650 94.650 94.650 94.650 +0.950 0 38 +0
Jul13 121011 94.725 94.725 94.725 94.725 +0.975      
Total Volume and Open Interest 13,305 15,608 +383
Heating Oil(NYM)
Nov12 121011 321.84 326.68 321.30 325.71 +4.40 69,078 79,991 -5,451
Dec12 121011 319.07 324.12 318.87 323.23 +4.24 49,358 75,849 +3,241
Jan13 121011 316.45 321.44 316.45 320.47 +3.96 27,887 42,421 +1,254
Feb13 121011 313.93 317.98 313.93 317.28 +3.71 13,471 23,641 +1,060
Mar13 121011 312.14 315.00 312.10 313.93 +3.44 12,105 26,149 -905
Apr13 121011 309.19 311.27 308.67 310.35 +3.11 7,062 23,326 -264
May13 121011 311.03 311.42 309.88 311.04 +2.92 2,367 12,848 +298
Jun13 121011 307.51 309.29 307.35 308.42 +2.77 3,717 14,843 -222
Jul13 121011 306.67 306.97 306.67 306.97 +2.64 174 3,488 +26
Aug13 121011 306.33 306.75 305.45 306.00 +2.57 58 2,432 +9
Sep13 121011 305.83 305.90 304.92 305.24 +2.50 34 4,543 +0
Oct13 121011 304.82 304.82 304.82 304.82 +2.46 61 1,764 +32
Nov13 121011 304.57 304.57 304.57 304.57 +2.41 52 1,763 +47
Dec13 121011 303.93 305.31 303.37 304.32 +2.36 946 7,850 +109
Total Volume and Open Interest 186,387 322,547 -766
Gasoline(NYMEX)
Nov12 121011 295.70 297.35 292.58 295.56 -0.37 52,185 77,702 -4,698
Dec12 121011 283.88 286.20 282.73 285.88 +2.44 44,053 81,008 +4,274
Jan13 121011 278.60 282.41 278.52 281.96 +3.70 21,836 42,542 +376
Feb13 121011 277.52 280.87 277.12 280.79 +3.94 10,170 18,796 +328
Mar13 121011 278.10 282.53 277.91 281.98 +4.16 6,958 16,611 +201
Apr13 121011 292.18 296.77 292.05 296.40 +4.21 3,057 10,903 +225
May13 121011 292.73 294.92 292.70 294.92 +4.22 2,185 6,463 -235
Jun13 121011 287.93 291.84 287.59 291.29 +4.14 1,963 7,534 +329
Jul13 121011 287.14 287.14 287.14 287.14 +4.08 886 1,948 +243
Aug13 121011 282.75 282.75 282.69 282.69 +4.04 628 1,715 -100
Total Volume and Open Interest 145,094 278,928 +1,111
e-miNY RBOB Gasoline(NYM)
Nov12 121011 295.60 295.60 295.56 295.60 -0.30 1 0 -1
Dec12 121011 285.90 285.90 285.88 285.90 +2.50      
Jan13 121011 282.00 282.00 281.96 282.00 +3.70      
Feb13 121011 280.80 280.80 280.79 280.80 +3.90      
Total Volume and Open Interest 1    
Natural Gas(NYM)
Nov12 121011 3.483 3.634 3.468 3.604 +0.129 211,274 202,424 -24,249
Dec12 121011 3.793 3.919 3.778 3.900 +0.117 90,771 133,872 +1,118
Jan13 121011 3.927 4.048 3.916 4.030 +0.107 106,246 229,689 +10,880
Feb13 121011 3.945 4.055 3.934 4.040 +0.103 17,959 41,876 +1,081
Mar13 121011 3.906 4.009 3.902 3.994 +0.088 20,484 109,171 +4,139
Apr13 121011 3.870 3.954 3.862 3.940 +0.070 19,392 100,319 +396
May13 121011 3.888 3.962 3.883 3.959 +0.066 5,274 33,621 +458
Jun13 121011 3.934 3.996 3.917 3.993 +0.063 2,070 17,111 -6
Jul13 121011 3.970 4.035 3.957 4.032 +0.061 4,327 26,377 -85
Aug13 121011 3.991 4.054 3.975 4.048 +0.062 1,927 17,669 +375
Sep13 121011 3.990 4.055 3.976 4.051 +0.063 2,660 16,508 +906
Oct13 121011 4.024 4.091 4.009 4.086 +0.064 10,058 67,660 +2,745
Nov13 121011 4.122 4.177 4.101 4.177 +0.062 2,069 23,663 -286
Dec13 121011 4.301 4.360 4.284 4.360 +0.059 2,999 26,156 +975
Jan14 121011 4.408 4.473 4.389 4.465 +0.062 3,562 49,191 +1,165
Feb14 121011 4.361 4.429 4.361 4.429 +0.055 263 4,532 -3
Total Volume and Open Interest 504,831 1,188,392 +1,014
Brent Crude Oil(ICE)
Nov12 121011 114.56 116.02 114.42 115.71 +1.38 180,307 96,963 -17,983
Dec12 121011 113.56 114.95 113.26 114.68 +1.50 222,240 270,244 +11,165
Jan13 121011 112.56 114.18 112.43 113.93 +1.58 92,859 159,388 +11,394
Feb13 121011 111.91 113.46 111.67 113.23 +1.63 37,240 62,512 +3,583
Mar13 121011 111.09 112.82 111.01 112.58 +1.63 28,101 53,373 +10
Apr13 121011 110.48 112.19 110.40 111.98 +1.61 13,079 26,187 -84
May13 121011 109.87 111.57 109.87 111.37 +1.58 8,220 26,644 +853
Jun13 121011 109.60 110.94 109.48 110.74 +1.54 33,220 69,065 +928
Jul13 121011 109.38 110.28 109.31 110.15 +1.51 3,723 23,674 -398
Aug13 121011 109.00 109.54 109.00 109.54 +1.48 3,638 35,785 -42
Sep13 121011 108.93 108.93 108.93 108.93 +1.45 6,520 34,408 -1,155
Oct13 121011 108.34 108.34 108.34 108.34 +1.41 7,100 30,562 -443
Nov13 121011 107.81 107.81 107.81 107.81 +1.37 5,360 22,692 -582
Dec13 121011 106.15 107.50 106.15 107.31 +1.35 33,926 111,643 +535
Total Volume and Open Interest 687,907 1,211,672 +8,804
Gas Oil(ICE)
Nov12 121011 1004.25 1016.25 1001.25 1014.75 +7.00 137,955 129,610 -546
Dec12 121011 987.50 1001.75 987.50 1000.50 +7.25 110,151 135,618 +2,767
Jan13 121011 976.50 991.00 976.50 989.25 +6.75 45,862 66,937 -5,633
Feb13 121011 967.75 982.00 967.50 980.25 +6.25 23,174 33,771 -765
Mar13 121011 964.00 973.75 964.00 972.25 +6.00 17,411 33,256 +1,018
Apr13 121011 957.00 965.00 957.00 965.00 +5.75 11,275 25,596 +165
May13 121011 951.75 961.00 951.75 959.25 +5.50 3,065 18,665 +203
Jun13 121011 948.00 957.25 948.00 955.50 +5.25 9,695 37,942 -1,669
Jul13 121011 948.00 952.50 947.50 952.50 +5.00 692 12,513 +154
Aug13 121011 948.00 949.75 948.00 949.75 +5.00 312 8,229 +42
Total Volume and Open Interest 409,238 607,202 -28,368
Ethanol(CBOT)
Oct12 121003 2.380 2.400 2.380 2.390 +0.018 60 133 -51
Nov12 121011 2.460 2.472 2.451 2.467 +0.070 163 701 +55
Dec12 121011 2.460 2.460 2.440 2.453 +0.064 252 2,071 -42
Jan13 121011 2.450 2.454 2.439 2.442 +0.059 86 1,355 +12
Feb13 121011 2.430 2.447 2.430 2.435 +0.055 29 885 -1
Mar13 121011 2.430 2.448 2.430 2.440 +0.053 127 1,821 -12
Apr13 121011 2.462 2.462 2.445 2.451 +0.053 28 491 +11
May13 121011 2.450 2.466 2.450 2.458 +0.052 56 1,020 +17
Total Volume and Open Interest 921 10,524 +65
WTI Crude Oil(ICE)
Nov12 121011 91.28 92.95 91.10 92.07 +0.82 62,981 52,734 -4,349
Dec12 121011 91.62 93.34 91.60 92.50 +0.86 39,995 115,138 +2,010
Jan13 121011 92.43 93.80 92.29 92.99 +0.88 14,192 39,615 +1,810
Feb13 121011 92.93 94.23 92.75 93.47 +0.89 11,015 20,252 +209
Mar13 121011 93.34 94.37 93.15 93.91 +0.91 8,094 28,998 +689
Apr13 121011 93.65 94.67 93.42 94.23 +0.93 5,431 10,491 +943
May13 121011 93.85 94.87 93.62 94.48 +0.94 3,577 9,400 +550
Jun13 121011 94.00 94.98 93.75 94.66 +0.96 7,445 46,899 -167
Jul13 121011 94.72 94.94 94.72 94.72 +0.98 1,073 4,056 -31
Aug13 121011 94.69 94.69 94.69 94.69 +0.99 754 5,194 +73
Sep13 121011 93.62 94.62 93.62 94.62 +0.99 649 9,363 +171
Oct13 121011 94.60 94.60 94.53 94.53 +0.99 607 4,478 +80
Nov13 121011 94.43 94.43 94.43 94.43 +0.99 773 4,607 +9
Dec13 121011 93.70 94.49 93.42 94.30 +0.98 9,266 70,764 +751
Jan14 121011 94.02 94.02 94.02 94.02 +0.97 224 4,223 +12
Feb14 121011 93.74 93.74 93.74 93.74 +0.96 4 1,856 +4
Total Volume and Open Interest 170,061 524,769 +4,267
US Dollar Index(ICE)
Dec12 121011 80.145 80.295 79.780 79.860 -0.158 18,391 41,845 +77
Mar13 121011 80.170 80.170 80.030 80.060 -0.158 2 686 +2
Jun13 121011 80.280 80.280 80.280 80.280 -0.158      
Total Volume and Open Interest 18,393 42,531 +79
Australian Dollar(CME)
Dec12 121011 101.68 102.39 101.56 102.08 +0.30 104,504 159,875 -2,660
Mar13 121011 100.85 101.57 100.85 101.37 +0.29 38 258 +3
Jun13 121011 100.71 100.71 100.42 100.71 +0.29 0 7 +0
Total Volume and Open Interest 104,542 160,145 -2,657
British Pound(CME)
Dec12 121011 159.96 160.50 159.81 160.40 +0.39 84,352 160,487 -742
Mar13 121011 160.02 160.36 159.96 160.34 +0.38 16 171 +1
Jun13 121011 160.29 160.29 159.90 160.29 +0.39 0 57 +0
Total Volume and Open Interest 84,368 160,716 -741
Canadian Dollar(CME)
Dec12 121011 101.70 102.26 101.53 101.99 +0.22 67,741 186,130 -2,317
Mar13 121011 101.47 102.00 101.47 101.75 +0.21 106 2,884 -8
Jun13 121011 101.63 101.63 101.29 101.50 +0.21 3 589 +0
Sep13 121011 101.43 101.43 101.03 101.25 +0.22 13 601 +11
Total Volume and Open Interest 67,865 190,281 -2,312
Japanese Yen(CME)
Dec12 121011 128.02 128.36 127.30 127.72 -0.25 54,194 125,766 -1,293
Mar13 121011 128.23 128.30 127.68 127.85 -0.26 25 371 +12
Jun13 121011 128.01 128.26 128.01 128.01 -0.25 0 17 +0
Total Volume and Open Interest 54,219 126,161 -1,281
Swiss Franc(CME)
Dec12 121011 106.59 107.23 106.28 107.11 +0.45 25,867 35,299 +58
Mar13 121011 107.29 107.29 106.84 107.29 +0.45 1 21 +1
Jun13 121011 107.49 107.49 107.04 107.49 +0.45 0 3 +0
Total Volume and Open Interest 25,868 35,323 +59
EuroFX(CME)
Dec12 121011 128.66 129.60 128.33 129.38 +0.33 217,687 222,554 -3,653
Mar13 121011 128.78 129.65 128.60 129.51 +0.33 93 773 +13
Jun13 121011 129.64 129.64 129.30 129.64 +0.34 1 534 +1
Total Volume and Open Interest 217,781 223,902 -3,639
Mexican Peso(CME)
Oct12 121011 774.25 774.25 772.50 774.25 +1.75      
Nov12 121011 771.75 771.75 770.25 771.75 +1.50      
Total Volume and Open Interest 36,944 205,457 -3,800
Brazilian Real(CME)
Nov12 121011 490.00 490.00 488.30 489.35 +0.40 93 2,871 -88
Dec12 121011 487.10 487.95 486.40 487.45 +0.35 138 2,272 +123
Jan13 121011 485.65 485.65 485.30 485.65 +0.35      
Feb13 121011 483.90 483.90 483.55 483.90 +0.35 0 1 +0
Total Volume and Open Interest 231 20,830 +35
30-Year T-Bonds(CBOT)
Dec12 121011 148~300 149~130 147~310 149~080 +0~170 316,345 580,235 +2,611
Mar13 121011 147~080 148~000 146~230 147~280 +0~170 25 101 +1
Jun13 121011 146~230 146~230 146~060 146~230 +0~170      
Total Volume and Open Interest 316,370 580,336 +2,612
10-Year T-Notes(CBOT)
Dec12 121011 133~110 133~125 132~265 133~085 +0~015 839,163 1,678,333 +7,055
Mar13 121011 132~160 132~230 132~090 132~220 +0~015 158 298 +98
Jun13 121011 131~270 131~270 131~255 131~270 +0~015      
Total Volume and Open Interest 839,321 1,678,631 +7,153
5-Year T-Notes(CBOT)
Dec12 121011 124~172 124~180 124~104 124~150 -0~002 366,182 1,426,173 +65
Mar13 121011 124~076 124~080 124~076 124~076 -0~002 9 30 +4
Jun13 121011 123~196 123~200 123~196 123~196 -0~002      
Total Volume and Open Interest 366,191 1,426,203 +69
2 Year T-Notes(CBOT)
Dec12 121011 110~066 110~072 110~060 110~064 -0~002 114,763 951,661 +23,574
Mar13 121011 110~054 110~054 110~054 110~054 -0~002 0 148 +0
Jun13 121011 109~220 109~220 109~220 109~220 -0~002      
Total Volume and Open Interest 114,763 951,809 +23,574
Eurodollars(CME)
Dec12 121011 99.680 99.690 99.680 99.685 +0.005 99,354 976,328 -7,661
Mar13 121011 99.670 99.680 99.670 99.675 +0.005 101,735 808,889 -2,316
Jun13 121011 99.650 99.660 99.645 99.650 +0.005 108,030 738,421 -5,731
Sep13 121011 99.630 99.640 99.625 99.630 +0.005 85,309 636,844 -14,114
Dec13 121011 99.600 99.610 99.590 99.595 unch 87,265 659,423 -14,383
Mar14 121011 99.575 99.585 99.560 99.570 unch 85,714 610,724 +3,456
Jun14 121011 99.540 99.545 99.515 99.530 unch 89,206 470,229 -3,673
Sep14 121011 99.500 99.505 99.470 99.490 unch 88,977 454,962 +3,811
Dec14 121011 99.445 99.450 99.415 99.435 unch 145,086 422,033 -4,353
Mar15 121011 99.395 99.400 99.355 99.380 unch 104,456 424,893 +4,899
Jun15 121011 99.320 99.325 99.280 99.305 unch 107,980 495,584 +1,124
Sep15 121011 99.230 99.230 99.180 99.210 unch 103,030 329,765 +6,424
Dec15 121011 99.105 99.115 99.055 99.090 unch 108,964 287,897 -1,628
Mar16 121011 98.980 98.990 98.930 98.965 +0.005 61,281 191,750 +3,286
Jun16 121011 98.845 98.845 98.785 98.820 +0.005 57,320 146,960 +2,678
Sep16 121011 98.695 98.695 98.635 98.670 +0.005 49,695 135,393 +2,515
Dec16 121011 98.530 98.535 98.465 98.510 +0.010 24,958 103,748 +1,235
Mar17 121011 98.380 98.385 98.315 98.365 +0.015 15,638 83,879 +272
Total Volume and Open Interest 1,561,711 8,205,591 -20,417
Ultra T-Bond(CBOT)
Dec12 121011 164~05 165~01 162~23 164~25 +1~00 44,122 370,257 -359
Mar13 121011 163~13 163~13 162~13 163~13 +1~00 0 2 +0
Jun13 121011 163~13 163~13 162~13 163~13 +1~00      
Total Volume and Open Interest 44,122 370,259 -359
30 Day Federal Funds(CBOT)
Oct12 121011 99.850 99.853 99.848 99.850 unch 1,625 59,946 +756
Nov12 121011 99.855 99.865 99.855 99.855 unch 2,093 53,228 -1,097
Dec12 121011 99.865 99.870 99.860 99.865 unch 1,051 30,818 -253
Jan13 121011 99.870 99.875 99.865 99.870 unch 484 19,235 -290
Feb13 121011 99.870 99.875 99.865 99.870 unch 527 20,956 -36
Mar13 121011 99.875 99.875 99.870 99.875 unch 155 17,057 +48
Total Volume and Open Interest 12,866 373,227 -1,066
3-Mth Euro-Yen(CME)
Dec12 121011 99.683 99.683 99.683 99.683 unch      
Mar13 121011 99.705 99.705 99.705 99.705 unch      
Jun13 121011 99.730 99.730 99.730 99.730 unch      
Sep13 121011 99.738 99.738 99.738 99.738 unch      
Dec13 121011 99.740 99.740 99.740 99.740 unch      
Mar14 121011 99.740 99.740 99.740 99.740 unch      
Jun14 121011 99.600 99.600 99.600 99.600 unch      
Sep14 121011 99.460 99.460 99.460 99.460 unch      
Dec14 121011 99.685 99.685 99.685 99.685 unch      
Mar15 121011 99.545 99.545 99.545 99.545 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec12 121011 99.68 99.68 99.68 99.68 unch 0 1,059 +0
Mar13 121011 99.71 99.71 99.71 99.71 unch 0 184 +0
Jun13 121011 99.73 99.73 99.73 99.73 unch 0 201 +0
Sep13 121011 99.74 99.74 99.74 99.74 unch 0 305 +0
Dec13 121011 99.74 99.74 99.74 99.74 unch 0 384 +0
Mar14 121011 99.74 99.74 99.74 99.74 unch 0 344 +0
Jun14 121011 99.60 99.60 99.60 99.60 unch      
Sep14 121011 99.46 99.46 99.46 99.46 unch      
Total Volume and Open Interest 0 2,481 +0
Japanese Gov't Bonds(SGX)
Dec12 121011 144.14 144.34 144.09 144.30 +0.14 823 21,871 +92
Mar13 121011 143.45 143.45 143.45 143.45 +0.14      
Jun13 121011 141.36 141.36 141.36 141.36 +0.14      
Total Volume and Open Interest 823 21,871 +92
Euro-Bund(EUREX)
Dec12 121011 141.68 141.90 140.98 141.15 -0.08 645,012 848,208 -7,255
Mar13 121011 143.35 143.40 142.51 142.67 -0.07 20,474 67,149 +13,384
Jun13 121011 142.67 142.67 142.67 142.67 -0.07      
Total Volume and Open Interest 665,486 915,357 +6,129
Euro-Bobl(EUREX)
Dec12 121011 125.75 125.91 125.50 125.56 -0.02 415,763 737,598 +14,187
Mar13 121011 126.48 126.48 126.14 126.14 -0.02 1,669 26,478 +1,662
Jun13 121011 126.14 126.14 126.14 126.14 -0.02      
Total Volume and Open Interest 417,432 764,076 +15,849
3-Mth Euribor(EUREX)
Dec12 121011 99.800 99.800 99.800 99.800 -0.010 1 1,757 +1
Mar13 121011 99.805 99.805 99.805 99.805 -0.010 1 1,249 -1
Jun13 121011 99.770 99.770 99.770 99.770 -0.015 1 758 +1
Total Volume and Open Interest 3 5,960 +1
Long Gilt(LIFFE)
Dec12 121011 120~11 120~12 119~21 119~26 -0~03 148,811 350,767 -5,879
Mar13 121011 118~30 118~30 118~30 118~30 -0~04 0 50 +0
Total Volume and Open Interest 148,811 350,817 -5,879
3-Mth Short Sterling(LIFFE)
Dec12 121011 99.51 99.51 99.48 99.48 -0.01 43,083 356,849 -9,408
Mar13 121011 99.52 99.53 99.50 99.50 -0.01 42,135 375,909 +871
Jun13 121011 99.52 99.53 99.50 99.51 unch 48,800 313,713 -4,858
Sep13 121011 99.51 99.53 99.49 99.50 unch 35,799 314,741 +932
Dec13 121011 99.49 99.50 99.47 99.48 unch 43,602 356,451 +2,938
Mar14 121011 99.47 99.47 99.44 99.45 unch 27,947 275,910 -7,048
Total Volume and Open Interest 429,113 2,789,158 -10,337
3-Mth Euribor(LIFFE)
Dec12 121011 99.810 99.815 99.800 99.800 -0.010 48,351 545,057 +1,375
Mar13 121011 99.810 99.825 99.800 99.805 -0.010 55,444 519,901 +13,265
Jun13 121011 99.780 99.795 99.765 99.770 -0.015 53,565 450,786 +453
Total Volume and Open Interest 525,553 3,879,126 +6,460
3-Mth Aus T-Bills(SFE)
Dec12 121011 96.96 97.00 96.94 96.98 +0.01 28,593 153,609 -3,060
Mar13 121011 97.29 97.33 97.23 97.28 -0.01 32,122 175,228 +4,215
Jun13 121011 97.40 97.44 97.34 97.41 +0.01 28,651 126,551 +2,561
Sep13 121011 97.38 97.43 97.33 97.39 +0.01 12,866 76,329 +1,297
Dec13 121011 97.31 97.34 97.26 97.32 +0.01 8,412 63,569 +3,045
Mar14 121011 97.23 97.26 97.19 97.25 +0.02 2,462 37,744 +484
Jun14 121011 97.16 97.18 97.12 97.17 +0.02 2,501 17,107 +972
Sep14 121011 97.08 97.11 97.05 97.10 +0.02 1,663 8,200 +205
Dec14 121011 96.98 97.01 96.98 97.01 +0.02 10 909 +0
Mar15 121011 96.91 96.95 96.91 96.95 +0.04 10 40 +2
Total Volume and Open Interest 117,290 659,489 +9,721
10-Year Aus T-Bonds(SFE)
Dec12 121011 97.02 97.10 97.00 97.07 +0.05 72,065 422,162 -10,297
Mar13 121011 97.07 97.07 97.07 97.07 +0.05      
Total Volume and Open Interest 72,065 422,162 -10,297
3-Year Aus T-Bonds(SFE)
Dec12 121011 97.61 97.69 97.58 97.65 +0.02 177,946 482,800 -27,708
Mar13 121011 97.65 97.65 97.65 97.65 +0.02      
Total Volume and Open Interest 177,946 482,800 -27,708
Gold(CMX)
Oct12 121011 1761.6 1771.0 1761.6 1768.8 +5.6 29 335 -2
Dec12 121011 1764.9 1776.6 1760.2 1770.6 +5.5 129,541 347,041 -5,108
Feb13 121011 1764.5 1776.9 1763.3 1772.7 +5.5 4,573 31,436 -1,811
Apr13 121011 1767.1 1779.3 1765.5 1774.8 +5.6 813 17,556 -62
Jun13 121011 1768.7 1780.7 1767.2 1776.8 +5.6 422 22,434 -7
Aug13 121011 1773.8 1778.7 1773.8 1778.7 +5.6 255 4,686 -6
Oct13 121011 1772.8 1782.8 1772.8 1780.8 +5.6 212 4,230 +18
Dec13 121011 1775.3 1787.5 1773.2 1783.1 +5.6 213 11,889 -65
Feb14 121011 1785.7 1785.7 1785.7 1785.7 +5.7 2 2,464 -1
Apr14 121011 1779.9 1790.9 1779.9 1788.2 +5.7 0 3,080 +0
Jun14 121011 1789.1 1790.9 1789.1 1790.9 +5.7 350 9,148 +175
Aug14 121011 1793.7 1793.7 1793.7 1793.7 +5.7      
Total Volume and Open Interest 137,481 476,875 -7,484
Silver(CMX)
Dec12 121011 3401.0 3438.0 3381.5 3408.2 -2.7 37,533 87,831 +588
Mar13 121011 3404.0 3440.0 3389.5 3416.0 -2.7 3,259 11,460 +449
May13 121011 3430.0 3435.5 3419.7 3419.7 -2.7 518 4,371 +28
Jul13 121011 3440.0 3443.0 3422.5 3422.7 -2.7 2,231 5,793 -198
Sep13 121011 3407.0 3425.6 3407.0 3425.6 -2.7 119 3,242 +52
Dec13 121011 3414.0 3439.5 3414.0 3429.4 -2.7 1,673 15,159 -634
Mar14 121011 3426.8 3426.8 3426.8 3426.8 -2.3 365 786 +364
Total Volume and Open Interest 46,781 141,351 +925
Platinum(NYMEX)
Oct12 121011 1669.0 1689.0 1668.9 1687.8 +11.1 17 106 -2
Jan13 121011 1678.5 1696.0 1663.4 1689.6 +11.1 8,714 61,638 +214
Apr13 121011 1676.9 1697.0 1668.0 1693.0 +11.1 113 3,025 +49
Jul13 121011 1695.3 1695.3 1695.3 1695.3 +11.1 0 105 +0
Total Volume and Open Interest 8,854 64,932 +258
Palladium(NYMEX)
Dec12 121011 650.00 657.00 646.00 650.90 +1.00 2,740 19,157 -171
Mar13 121011 651.00 656.85 649.15 652.15 +0.90 68 980 +26
Jun13 121011 653.05 653.05 653.05 653.05 +0.90 0 5 +0
Total Volume and Open Interest 2,808 20,150 -145
Copper(CMX)
Dec12 121011 371.15 377.85 369.20 375.15 +3.35 40,272 96,087 -1,136
Mar13 121011 371.15 378.55 369.90 375.90 +3.30 1,680 30,528 +304
May13 121011 376.80 377.55 375.95 376.40 +3.30 231 5,218 +6
Jul13 121011 377.25 377.25 376.80 376.80 +3.25 228 4,770 +13
Sep13 121011 377.00 377.05 377.00 377.05 +3.25 4 1,418 -1
Total Volume and Open Interest 42,841 151,151 -853
DJIA Index(CBOT)
Dec12 121011 13261 13370 13231 13265 -3 836 12,910 -268
Mar13 121011 13188 13191 13188 13188 -3 0 5 +0
Jun13 121011 13112 13115 13112 13112 -3      
Sep13 121011 13033 13036 13033 13033 -3      
Total Volume and Open Interest 836 12,915 -268
E-mini DJIA Index(CBOT)
Dec12 121011 13266 13361 13227 13265 -3 132,756 115,581 +189
Mar13 121011 13185 13275 13185 13188 -3 8 175 +2
Jun13 121011 13112 13112 13112 13112 -3 7 48 +0
Sep13 121011 13033 13033 13033 13033 -3      
Total Volume and Open Interest 132,771 115,804 +191
S & P 500(CME)
Dec12 121011 1425.90 1439.00 1421.50 1428.40 +2.10 8,247 194,374 +2,019
Mar13 121011 1429.30 1430.00 1421.60 1421.60 +2.10 151 2,159 +115
Jun13 121011 1414.50 1423.00 1414.50 1414.50 +2.00 0 468 +0
Sep13 121011 1408.00 1416.50 1408.00 1408.00 +2.00      
Total Volume and Open Interest 8,398 197,001 +2,134
S & P 500 E-Mini(Globex)
Dec12 121011 1425.75 1439.25 1421.25 1428.50 +2.25 1,672,672 2,881,331 +4,221
Mar13 121011 1418.50 1432.25 1414.50 1421.50 +2.00 893 24,251 +273
Total Volume and Open Interest 1,673,583 2,906,591 +4,494
NASDAQ 100(CME)
Dec12 121011 2718.00 2744.50 2712.50 2713.30 -9.50 2,442 12,380 +1,871
Mar13 121011 2706.80 2716.30 2706.80 2706.80 -9.50 0 3 +0
Jun13 121011 2701.30 2710.80 2701.30 2701.30 -9.50      
Total Volume and Open Interest 2,442 12,383 +1,871
NASDAQ 100 E-Mini(Globex)
Dec12 121011 2722.50 2745.50 2712.00 2713.30 -9.50 258,892 393,696 -4,993
Mar13 121011 2716.30 2716.30 2706.80 2706.80 -9.50 6 96 +2
Total Volume and Open Interest 258,898 393,801 -4,991
S & P Midcap 400(CME)
Dec12 121011 980.10 985.00 975.40 980.10 +4.70 2 499 -2
Mar13 121011 978.10 978.10 973.40 978.10 +4.70      
Jun13 121011 976.00 976.00 971.30 976.00 +4.70      
Total Volume and Open Interest 2 499 -2
Volatility Index(CBOE)
Oct12 121011 16.50 16.55 15.85 16.20 -0.55 38,616 77,070 -8,433
Nov12 121011 17.95 17.95 17.40 17.52 -0.58 45,018 140,229 +15,460
Dec12 121011 18.65 18.77 18.20 18.47 -0.51 14,749 58,894 +1,519
Jan13 121011 20.20 20.25 19.68 19.92 -0.46 9,522 0 +0
Total Volume and Open Interest 124,754 355,841 +10,795
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec12 121011 8550 8645 8525 8585 +25 3,896 21,224 +439
Mar13 121011 8585 8585 8560 8585 +25      
Total Volume and Open Interest 3,896 21,224 +439
Nikkei 225(SGX)
Dec12 121011 8600 8620 8515 8565 -20 123,169 213,373 +7,901
Mar13 121011 8505 8550 8505 8550 -20 319 1,749 +219
Jun13 121011 8470 8470 8470 8470 -20 0 1,205 +0
Total Volume and Open Interest 130,448 244,583 +12,141
CAC 40(EURONEXT)
Oct12 121011 3354.5 3424.0 3350.5 3414.0 +49.5 111,529 332,055 -6,961
Nov12 121011 3356.0 3420.5 3349.5 3412.5 +49.5 8,265 18,425 +137
Dec12 121011 3343.5 3412.0 3341.0 3403.5 +49.5 274 25,368 +138
Total Volume and Open Interest 120,068 376,055 -6,686
Hang Seng Index(HKFE)
Oct12 121011 20730 20995 20725 20964 +50 55,230 111,489 -2,290
Nov12 121011 20671 20981 20671 20948 +43 919 2,329 +64
Dec12 121011 20739 20990 20739 20961 +45 325 8,418 +81
Total Volume and Open Interest 56,528 123,799 -2,149
DAX(EUREX)
Dec12 121011 7193.5 7308.5 7183.0 7285.5 +68.0 108,595 145,984 -2,983
Mar13 121011 7200.0 7310.0 7200.0 7288.0 +68.0 95 5,808 +35
Jun13 121011 7209.0 7318.5 7209.0 7297.0 +68.5 40 689 +29
Total Volume and Open Interest 108,730 152,481 -2,919
FT-SE 100(EURONEXT)
Dec12 121011 5733.50 5820.50 5733.50 5807.00 +49.00 84,065 583,529 -1,647
Mar13 121011 5715.00 5764.00 5715.00 5764.00 +48.00 10 325 -1
Jun13 121011 5700.00 5700.00 5700.00 5700.00 +49.00 0 12 +0
Total Volume and Open Interest 84,075 583,866 -1,648
SPI 200(SFE)
Dec12 121011 4483.0 4491.0 4448.0 4476.0 -8.0 26,517 256,483 +1,644
Mar13 121011 4443.0 4443.0 4443.0 4443.0 -8.0 66 1,626 +54
Jun13 121011 4441.0 4441.0 4441.0 4441.0 -6.0 23 2,645 +21
Total Volume and Open Interest 27,400 263,633 +1,846
FTSE MIB(ISE)
Dec12 121011 15305.00 15665.00 15265.00 15612.00 +211.00 15,160 31,013 +43
Mar13 121011 15290.00 15640.00 15275.00 15612.00 +211.00 13 31 +1
Jun13 121011 15332.00 15332.00 15332.00 15332.00 +211.00 0 1 +0
Total Volume and Open Interest 15,173 31,045 +44
KOSPI 200(KFE)
Dec12 121011 256.75 256.90 252.05 254.25 -2.45 396,773 101,916 -2,488
Mar13 121011 255.60 255.65 251.40 253.10 -2.55 106 3,051 +208
Jun13 121011 255.10 255.10 255.10 255.10 -2.65 0 1,047 +0
Total Volume and Open Interest 396,879 106,017 -2,280
GSCI(CME)
Oct12 121011 671.50 675.65 669.50 673.00 +8.00 2,132 2,341 -1,692
Nov12 121011 670.90 675.00 669.00 672.75 +8.40 1,953 7,076 +1,905
Dec12 121011 673.75 675.50 664.95 673.75 +8.75      
Total Volume and Open Interest 4,085 9,417 +213
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.

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