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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri October 12, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov12 121012 1548.00 1553.50 1510.00 1522.50 -26.00 209,081 215,819 -14,128
Jan13 121012 1547.50 1552.75 1509.50 1522.00 -26.50 89,065 175,968 +9,560
Mar13 121012 1520.00 1523.50 1481.00 1492.00 -28.75 26,266 101,961 +993
May13 121012 1478.25 1478.75 1442.00 1449.75 -28.50 16,940 89,642 +3,103
Jul13 121012 1465.50 1468.00 1432.50 1440.25 -27.00 18,685 76,414 +2,360
Aug13 121012 1433.75 1444.75 1413.75 1419.75 -25.00 496 1,129 +94
Sep13 121012 1396.00 1398.00 1370.50 1376.00 -22.00 565 1,174 -81
Nov13 121012 1355.00 1356.75 1331.00 1338.50 -15.00 8,584 46,383 +1,088
Jan14 121012 1347.00 1357.50 1342.50 1342.50 -15.00 4 377 -1
Mar14 121012 1342.75 1357.50 1342.75 1342.75 -14.75 0 103 +0
May14 121012 1343.50 1360.75 1343.50 1343.50 -17.25 0 118 +0
Jul14 121012 1346.50 1361.25 1346.50 1346.50 -14.75 0 57 +0
Aug14 121012 1341.25 1356.00 1341.25 1341.25 -14.75      
Sep14 121012 1331.50 1346.25 1331.50 1331.50 -14.75      
Total Volume and Open Interest 369,720 711,035 +2,984
Soybean Meal(CBOT)
Oct12 121012 480.00 480.00 473.00 474.30 -8.40 826 106 -637
Dec12 121012 472.00 473.80 460.50 465.20 -7.00 64,321 101,536 +614
Jan13 121012 467.90 468.80 455.50 459.50 -8.30 12,147 24,894 -10
Mar13 121012 454.20 454.80 442.00 444.40 -9.80 6,303 24,407 +632
May13 121012 432.60 433.30 422.40 422.90 -9.70 3,139 23,626 -170
Jul13 121012 426.90 426.90 416.80 417.90 -9.00 4,187 17,895 +692
Aug13 121012 419.80 419.80 411.50 412.50 -7.30 516 1,767 +9
Sep13 121012 405.30 405.30 399.00 399.50 -5.80 110 1,516 +21
Oct13 121012 384.90 386.50 381.60 381.60 -4.90 96 3,058 -23
Dec13 121012 383.00 385.10 379.40 379.60 -5.50 1,127 8,179 +55
Total Volume and Open Interest 92,772 207,910 +1,183
Soybean Oil(CBOT)
Oct12 121012 50.47 50.47 49.89 49.89 -0.99 414 416 -220
Dec12 121012 51.33 51.64 50.20 50.67 -0.66 110,824 136,312 -6,106
Jan13 121012 51.73 52.00 50.57 51.05 -0.66 36,431 83,725 +6,345
Mar13 121012 52.21 52.48 51.07 51.54 -0.64 13,590 40,751 +556
May13 121012 52.54 52.82 51.43 51.91 -0.63 5,499 24,375 +33
Jul13 121012 52.84 53.12 51.70 52.19 -0.62 3,494 20,002 +233
Aug13 121012 51.92 52.45 51.81 52.21 -0.59 328 2,510 -30
Sep13 121012 51.76 52.52 51.68 52.02 -0.50 129 2,156 +22
Oct13 121012 51.32 51.76 50.90 51.32 -0.44 173 3,984 +54
Dec13 121012 51.50 51.59 50.68 51.13 -0.46 957 9,293 +36
Total Volume and Open Interest 171,848 324,809 +930
Canola(WCE)
Nov12 121012 617.1 617.1 604.1 606.7 -14.5 11,799 69,748 -1,139
Jan13 121012 616.0 616.0 603.5 605.6 -14.4 9,968 89,554 +1,665
Mar13 121012 611.0 611.0 600.6 602.8 -12.4 1,043 17,616 +250
May13 121012 600.5 603.0 593.0 595.8 -13.0 350 19,941 +6
Jul13 121012 593.0 597.9 587.6 593.9 -8.0 465 5,511 +129
Total Volume and Open Interest 23,712 207,714 +939
Corn(CBOT)
Dec12 121012 772.00 772.75 749.50 752.75 -20.50 249,946 597,208 +21,287
Mar13 121012 772.00 772.50 749.25 752.75 -20.50 78,687 302,511 +17,461
May13 121012 765.50 767.75 743.75 747.25 -20.50 20,767 81,239 +470
Jul13 121012 759.25 759.25 737.00 740.50 -20.00 30,082 131,147 +7,052
Sep13 121012 675.00 675.50 658.00 662.50 -13.00 2,825 24,763 +948
Dec13 121012 645.75 646.00 628.75 634.00 -12.00 15,374 108,660 +2,467
Mar14 121012 653.00 653.75 638.75 641.75 -12.00 312 2,411 +123
May14 121012 647.50 659.25 645.50 647.50 -11.75 41 777 +3
Jul14 121012 647.00 660.50 645.75 649.25 -11.25 54 1,054 +40
Sep14 121012 598.75 610.00 597.50 598.75 -11.25 1 71 +1
Total Volume and Open Interest 398,255 1,256,391 +49,911
Wheat(CBOT)
Dec12 121012 886.25 886.50 853.25 856.75 -29.25 80,601 248,767 +8,586
Mar13 121012 897.00 897.00 865.25 869.25 -27.75 18,772 89,295 +1,945
May13 121012 895.00 895.00 868.75 872.75 -25.00 6,423 24,989 +968
Jul13 121012 861.50 861.50 837.00 841.25 -20.25 6,314 62,844 +1,058
Sep13 121012 858.75 860.00 843.50 844.75 -19.50 255 2,386 +7
Dec13 121012 866.75 868.50 849.00 853.00 -18.75 2,880 38,672 +888
Total Volume and Open Interest 115,489 470,470 +13,575
Wheat(KCBT)
Dec12 121012 915.25 917.75 888.00 890.25 -27.75 17,678 99,219 +1,793
Mar13 121012 930.50 930.50 901.00 903.50 -27.50 4,845 30,475 +1,018
May13 121012 931.25 931.25 907.75 907.75 -25.00 1,042 10,628 -31
Jul13 121012 892.75 895.00 873.75 877.75 -18.25 1,119 16,939 +229
Sep13 121012 892.25 893.00 877.75 880.25 -16.25 97 1,360 +51
Dec13 121012 906.00 906.00 889.75 892.25 -22.75 116 1,358 +81
Total Volume and Open Interest 24,908 160,256 +3,147
Wheat(MGE)
Dec12 121012 946.50 946.50 922.75 924.25 -22.50 3,529 25,719 -492
Mar13 121012 953.00 953.00 930.00 930.75 -22.25 1,694 10,303 +474
May13 121012 956.75 956.75 935.00 935.00 -22.00 240 3,061 -39
Jul13 121012 953.25 953.25 934.25 934.25 -20.50 59 1,930 +22
Sep13 121012 931.25 932.50 911.25 912.50 -23.75 121 2,741 +49
Total Volume and Open Interest 5,687 44,413 +43
Oats(CBOT)
Dec12 121012 389.25 394.25 387.00 392.00 +3.50 1,187 9,188 +183
Mar13 121012 393.50 397.00 391.50 395.00 +3.50 201 2,120 +62
May13 121012 394.00 394.00 390.25 393.50 +3.25 12 144 +0
Jul13 121012 393.00 393.00 389.75 393.00 +3.25 1 10 +0
Total Volume and Open Interest 1,401 11,504 +245
Rough Rice(CBOT)
Nov12 121012 14.98 15.05 14.83 15.02 +0.05 561 11,284 -90
Jan13 121012 15.31 15.36 15.15 15.35 +0.05 294 3,793 +29
Mar13 121012 15.51 15.67 15.49 15.67 +0.09 11 231 +7
May13 121012 15.90 15.90 15.80 15.90 +0.10 2 18 +0
Total Volume and Open Interest 869 15,350 -54
Live Cattle(CME)
Oct12 121012 124.885 124.885 123.635 123.900 -0.700 5,114 10,723 -1,175
Dec12 121012 125.930 126.180 125.350 125.500 -0.430 25,103 127,448 -1,137
Feb13 121012 129.900 129.900 129.235 129.350 -0.350 12,905 59,794 +294
Apr13 121012 133.500 133.600 133.100 133.300 -0.435 7,328 46,141 +724
Jun13 121012 130.500 130.550 129.880 130.050 -0.550 3,535 23,496 +315
Aug13 121012 130.550 130.550 130.000 130.100 -0.500 1,711 8,083 +730
Total Volume and Open Interest 55,972 278,738 -126
Feeder Cattle(CME)
Oct12 121012 142.950 144.100 142.550 143.100 +0.350 1,776 4,160 -354
Nov12 121012 144.000 145.200 143.735 144.235 +0.435 4,206 11,132 +48
Jan13 121012 146.685 147.380 146.130 146.150 -0.230 2,405 8,509 +832
Mar13 121012 149.285 150.100 149.000 149.100 -0.200 668 3,121 +133
Apr13 121012 150.750 151.600 150.685 150.700 +0.200 175 1,035 +42
May13 121012 152.050 153.000 151.950 152.130 +0.305 109 1,250 +17
Aug13 121012 155.035 156.000 155.035 156.000 unch 61 359 +26
Total Volume and Open Interest 9,402 29,569 +744
Lean Hogs(CME)
Oct12 121012 82.330 82.800 82.285 82.750 +0.420 2,802 10,730 -1,171
Dec12 121012 77.700 78.475 77.400 78.385 +0.885 25,111 102,801 -1,384
Feb13 121012 84.100 84.700 83.830 84.650 +0.515 11,751 42,441 -404
Apr13 121012 90.000 90.535 89.680 90.450 +0.315 4,511 27,206 -601
May13 121012 98.200 98.500 97.800 98.500 +0.250 92 1,213 +53
Jun13 121012 101.035 101.200 100.550 100.850 -0.400 3,451 23,892 +466
Jul13 121012 100.580 100.750 100.100 100.580 -0.055 1,114 6,126 +387
Aug13 121012 99.750 100.000 99.100 99.500 -0.500 1,219 5,870 +640
Total Volume and Open Interest 50,452 224,406 -1,766
Class III Milk(CME)
Oct12 121012 21.12 21.15 21.10 21.14 +0.02 148 5,493 -12
Nov12 121012 20.92 21.08 20.90 21.07 +0.17 186 5,208 -38
Dec12 121012 20.69 20.86 20.65 20.80 +0.15 200 4,442 +82
Jan13 121012 19.84 19.94 19.76 19.90 +0.08 56 1,646 +24
Feb13 121012 19.39 19.47 19.30 19.35 +0.03 43 1,391 +12
Total Volume and Open Interest 788 25,379 +145
Cocoa(ICE)
Dec12 121012 2341 2379 2338 2366 +15 11,979 89,173 -1,546
Mar13 121012 2356 2390 2354 2380 +13 4,240 47,250 +154
May13 121012 2376 2396 2369 2391 +13 759 21,469 +253
Jul13 121012 2394 2413 2381 2403 +13 590 14,537 +73
Sep13 121012 2397 2414 2391 2411 +12 177 5,516 +80
Dec13 121012 2420 2424 2420 2420 +12 7 6,865 +6
Mar14 121012 2431 2431 2428 2428 +12 3 10,020 +2
Total Volume and Open Interest 17,875 200,439 -858
Coffee "C"(ICE)
Dec12 121012 161.10 163.10 159.70 161.70 +0.95 15,844 77,824 +2,072
Mar13 121012 165.45 167.20 164.20 166.15 +1.05 6,600 43,846 +1,418
May13 121012 168.05 170.00 167.00 168.95 +1.05 1,579 11,081 +232
Jul13 121012 170.65 172.35 169.95 171.70 +1.15 507 6,571 -30
Sep13 121012 173.10 174.95 172.65 174.40 +1.15 168 3,435 +91
Dec13 121012 176.70 178.15 176.35 178.15 +1.25 74 2,723 +38
Total Volume and Open Interest 24,772 146,360 +3,821
Orange Juice(ICE)
Nov12 121012 113.40 114.45 112.20 112.60 -1.00 1,606 11,283 -153
Jan13 121012 113.50 114.15 112.35 112.80 -0.40 960 9,022 +352
Mar13 121012 115.00 116.20 114.25 114.75 -0.55 180 2,755 +76
May13 121012 116.75 117.00 116.15 116.35 -0.65 0 941 +0
Jul13 121012 118.35 118.35 118.35 118.35 -0.60 0 88 +0
Sep13 121012 120.10 120.10 120.10 120.10 -0.60 0 64 +0
Total Volume and Open Interest 2,746 24,236 +275
Sugar #11(ICE)
Mar13 121012 20.50 20.59 19.85 20.05 -0.40 74,766 371,797 +6,517
May13 121012 20.41 20.53 19.84 20.00 -0.38 25,079 84,024 +1,175
Jul13 121012 20.35 20.43 19.79 19.93 -0.35 26,315 110,295 +5,981
Oct13 121012 20.58 20.64 20.08 20.21 -0.31 8,860 59,639 +939
Mar14 121012 20.92 20.99 20.49 20.64 -0.23 4,833 36,686 +1,128
May14 121012 20.90 20.90 20.40 20.55 -0.25 1,591 10,968 +162
Jul14 121012 20.81 20.81 20.34 20.44 -0.29 383 6,743 +94
Oct14 121012 20.70 20.70 20.38 20.44 -0.31 154 7,818 +72
Total Volume and Open Interest 142,140 695,218 +16,111
London Cocoa(LCE)
Dec12 121012 1517 1528 1511 1523 +5 3,816 57,368 -1,609
Mar13 121012 1526 1537 1519 1532 +5 2,150 69,375 -362
May13 121012 1536 1546 1529 1541 +5 621 25,573 +19
Jul13 121012 1548 1553 1536 1549 +5 964 16,361 +533
Sep13 121012 1556 1556 1542 1555 +5 297 13,258 +241
Dec13 121012 1551 1552 1538 1549 +4 76 7,561 +81
Mar14 121012 1541 1547 1537 1547 +4 40 6,796 +0
Total Volume and Open Interest 7,964 201,558 -1,097
London Sugar(LCE)
Dec12 121012 569.00 571.60 555.00 557.80 -10.60 6,486 32,719 -280
Mar13 121012 554.00 557.90 542.40 546.80 -7.60 3,621 33,451 -251
May13 121012 555.10 557.40 543.70 547.70 -7.20 1,063 9,363 +196
Aug13 121012 554.40 556.60 544.00 547.40 -6.50 491 4,365 +2
Oct13 121012 553.80 553.80 543.00 547.20 -4.70 392 3,018 +35
Total Volume and Open Interest 12,103 84,916 -221
Cotton(ICE)
Dec12 121012 71.08 71.42 70.71 71.36 +0.65 19,264 118,894 +1,159
Mar13 121012 71.50 72.01 71.33 71.91 +0.51 4,679 55,315 +508
May13 121012 72.85 72.91 72.29 72.85 +0.37 563 8,468 +207
Jul13 121012 73.31 73.61 73.31 73.61 +0.35 265 8,356 +75
Oct13 121012 74.74 74.74 74.74 74.74 +0.36 0 3 +0
Dec13 121012 75.15 75.45 75.15 75.45 +0.43 184 4,298 -41
Total Volume and Open Interest 24,955 195,390 +1,908
Lumber(CME)
Nov12 121012 284.7 285.3 283.4 284.7 +1.3 1,164 2,926 -267
Jan13 121012 295.8 297.8 295.5 297.1 -0.8 793 3,549 +177
Mar13 121012 305.0 305.0 303.2 303.9 +1.1 37 699 +6
May13 121012 315.5 315.5 313.9 313.9 +1.1 4 94 +1
Total Volume and Open Interest 2,009 7,290 -78
Crude Oil(NYM)
Nov12 121012 92.41 92.64 91.16 91.86 -0.21 300,087 163,807 -28,772
Dec12 121012 92.84 93.06 91.58 92.28 -0.22 156,251 293,607 +25,743
Jan13 121012 93.31 93.53 92.07 92.76 -0.23 57,439 149,372 +8,433
Feb13 121012 93.70 94.00 92.56 93.24 -0.23 29,087 65,714 -446
Mar13 121012 94.37 94.37 93.00 93.66 -0.25 23,942 87,760 +4,320
Apr13 121012 94.45 94.66 93.47 93.97 -0.26 8,540 36,643 +1,012
May13 121012 94.77 94.77 94.06 94.21 -0.27 7,315 30,819 +131
Jun13 121012 94.88 95.07 93.78 94.37 -0.29 21,474 93,384 -900
Jul13 121012 94.86 94.88 94.07 94.43 -0.29 4,613 35,107 +938
Aug13 121012 94.68 94.68 94.14 94.39 -0.30 2,178 26,288 +330
Sep13 121012 94.27 94.33 94.03 94.33 -0.29 2,567 37,901 -317
Oct13 121012 93.97 94.23 93.97 94.23 -0.30 1,634 24,369 +144
Nov13 121012 94.12 94.12 94.12 94.12 -0.31 1,668 25,761 +203
Dec13 121012 94.20 94.58 93.47 93.99 -0.31 23,670 166,705 +468
Jan14 121012 93.72 93.72 93.72 93.72 -0.30 674 25,549 +258
Feb14 121012 93.45 93.45 93.45 93.45 -0.29 106 9,095 +34
Total Volume and Open Interest 652,165 1,571,534 +11,883
e-miNY Crude Oil(NYM)
Oct12 120919 95.525 96.150 91.250 91.975 -3.325 4,076 4,545 -251
Nov12 121012 92.425 92.675 91.150 91.850 -0.225 9,195 6,971 +166
Dec12 121012 92.950 93.050 91.600 92.275 -0.225 708 6,722 +154
Jan13 121012 92.650 93.300 92.400 92.750 -0.250 164 1,710 +34
Feb13 121012 93.750 93.900 92.775 93.250 -0.225 146 386 +31
Mar13 121012 93.175 93.650 93.175 93.650 -0.250 0 7 +0
Apr13 121012 93.975 93.975 93.975 93.975 -0.250 0 4 +0
May13 121012 93.950 94.200 93.700 94.200 -0.275 0 3 +0
Jun13 121012 94.375 94.375 94.375 94.375 -0.275 0 38 +0
Jul13 121012 94.425 94.425 94.425 94.425 -0.300      
Total Volume and Open Interest 10,213 15,993 +385
Heating Oil(NYM)
Nov12 121012 326.27 326.50 320.75 322.39 -3.32 56,441 80,759 +768
Dec12 121012 323.77 323.77 318.61 320.29 -2.94 46,205 77,624 +1,775
Jan13 121012 320.06 320.78 316.37 318.07 -2.40 30,074 44,224 +1,803
Feb13 121012 316.87 317.67 313.78 315.42 -1.86 10,886 22,894 -747
Mar13 121012 315.01 315.01 310.80 312.41 -1.52 9,374 26,034 -115
Apr13 121012 308.22 310.11 307.56 309.06 -1.29 5,755 22,884 -442
May13 121012 309.36 310.42 308.96 309.74 -1.30 2,676 12,876 +28
Jun13 121012 308.08 308.08 305.00 307.26 -1.16 4,424 14,775 -68
Jul13 121012 305.64 306.64 304.49 305.90 -1.07 952 3,679 +191
Aug13 121012 304.95 305.65 303.69 305.05 -0.95 717 2,257 -175
Sep13 121012 304.00 304.45 302.88 304.40 -0.84 561 4,752 +209
Oct13 121012 304.07 304.07 304.07 304.07 -0.75 60 1,774 +10
Nov13 121012 303.86 303.86 303.86 303.86 -0.71 93 1,771 +8
Dec13 121012 304.08 304.17 302.08 303.61 -0.71 826 7,969 +119
Total Volume and Open Interest 169,044 325,911 +3,364
Gasoline(NYMEX)
Nov12 121012 294.40 295.50 286.05 289.28 -6.28 66,380 72,652 -5,050
Dec12 121012 285.51 285.51 278.82 281.38 -4.50 52,438 88,291 +7,283
Jan13 121012 281.99 281.99 276.24 278.41 -3.55 23,432 44,774 +2,232
Feb13 121012 279.82 280.35 275.71 277.85 -2.94 11,468 19,857 +1,061
Mar13 121012 281.19 281.19 277.42 279.51 -2.47 8,752 17,615 +1,004
Apr13 121012 296.59 296.59 292.34 294.25 -2.15 3,168 10,936 +33
May13 121012 291.71 293.83 291.60 293.07 -1.85 1,658 6,561 +98
Jun13 121012 290.58 290.89 287.65 289.47 -1.82 1,942 8,021 +487
Jul13 121012 285.39 285.39 285.39 285.39 -1.75 324 2,078 +130
Aug13 121012 279.94 281.00 279.94 281.00 -1.69 231 1,825 +110
Total Volume and Open Interest 169,937 286,408 +7,480
e-miNY RBOB Gasoline(NYM)
Nov12 121012 289.30 289.30 289.28 289.30 -6.30      
Dec12 121012 281.40 281.40 281.38 281.40 -4.50      
Jan13 121012 278.40 278.41 278.40 278.40 -3.60      
Feb13 121012 277.90 277.90 277.85 277.90 -2.90      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov12 121012 3.611 3.638 3.563 3.611 +0.007 293,220 179,595 -22,829
Dec12 121012 3.903 3.915 3.834 3.877 -0.023 111,679 131,507 -2,365
Jan13 121012 4.037 4.042 3.954 3.995 -0.035 164,153 248,584 +18,895
Feb13 121012 4.031 4.052 3.960 4.001 -0.039 34,243 42,985 +1,109
Mar13 121012 3.994 4.006 3.914 3.954 -0.040 46,573 116,324 +7,153
Apr13 121012 3.924 3.948 3.859 3.895 -0.045 58,808 104,702 +4,383
May13 121012 3.936 3.963 3.879 3.913 -0.046 15,098 34,164 +543
Jun13 121012 3.976 3.998 3.913 3.949 -0.044 7,110 18,647 +1,536
Jul13 121012 4.006 4.033 3.950 3.988 -0.044 12,880 24,464 -1,913
Aug13 121012 4.022 4.052 3.975 4.005 -0.043 5,982 19,198 +1,529
Sep13 121012 4.026 4.026 3.973 4.008 -0.043 3,166 16,658 +150
Oct13 121012 4.044 4.045 4.015 4.044 -0.042 14,350 72,569 +4,909
Nov13 121012 4.122 4.138 4.105 4.138 -0.039 5,263 22,879 -784
Dec13 121012 4.343 4.354 4.290 4.324 -0.036 4,460 26,678 +522
Jan14 121012 4.429 4.430 4.397 4.430 -0.035 8,465 50,156 +965
Feb14 121012 4.380 4.396 4.372 4.396 -0.033 520 4,810 +278
Total Volume and Open Interest 792,388 1,202,153 +13,761
Brent Crude Oil(ICE)
Nov12 121012 115.96 115.96 113.94 114.62 -1.09 144,677 73,842 -23,121
Dec12 121012 114.94 114.94 112.93 113.61 -1.07 194,917 280,560 +10,316
Jan13 121012 114.05 114.09 112.23 112.89 -1.04 77,806 167,658 +8,270
Feb13 121012 113.40 113.40 111.62 112.26 -0.97 29,512 65,363 +2,851
Mar13 121012 112.74 112.76 111.03 111.67 -0.91 26,606 55,025 +1,652
Apr13 121012 112.12 112.12 110.48 111.12 -0.86 10,982 28,072 +1,885
May13 121012 111.56 111.56 109.92 110.56 -0.81 7,991 27,791 +1,147
Jun13 121012 110.85 110.88 109.35 109.99 -0.75 27,454 71,487 +2,422
Jul13 121012 109.96 109.97 109.10 109.44 -0.71 4,077 23,889 +215
Aug13 121012 108.69 108.87 108.69 108.87 -0.67 3,859 35,966 +181
Sep13 121012 108.29 108.29 108.29 108.29 -0.64 4,662 33,675 -733
Oct13 121012 107.34 107.74 107.34 107.74 -0.60 3,391 30,864 +302
Nov13 121012 107.16 107.30 107.13 107.24 -0.57 2,743 23,234 +542
Dec13 121012 107.08 107.49 106.13 106.78 -0.53 28,804 111,964 +321
Total Volume and Open Interest 582,136 1,219,458 +7,786
Gas Oil(ICE)
Nov12 121012 1016.00 1016.00 998.75 1001.00 -13.75 78,369 130,972 +1,362
Dec12 121012 1000.25 1001.00 985.50 988.00 -12.50 81,250 144,414 +8,796
Jan13 121012 990.00 990.25 976.25 978.75 -10.50 34,333 67,310 +373
Feb13 121012 978.25 979.00 968.25 971.25 -9.00 13,052 33,384 -387
Mar13 121012 970.50 970.50 961.00 964.00 -8.25 9,475 33,554 +298
Apr13 121012 963.50 964.25 954.50 957.00 -8.00 6,504 24,869 -727
May13 121012 957.75 957.75 949.75 951.50 -7.75 3,063 18,347 -318
Jun13 121012 953.75 953.75 945.25 947.75 -7.75 8,932 38,898 +956
Jul13 121012 947.25 947.25 942.75 945.00 -7.50 765 12,813 +300
Aug13 121012 944.75 944.75 940.00 942.25 -7.50 347 8,409 +180
Total Volume and Open Interest 244,010 610,043 +2,841
Ethanol(CBOT)
Oct12 121003 2.380 2.400 2.380 2.390 +0.018 60 133 -51
Nov12 121012 2.445 2.450 2.415 2.430 -0.037 289 708 +7
Dec12 121012 2.444 2.449 2.401 2.414 -0.039 310 1,957 -114
Jan13 121012 2.435 2.436 2.403 2.406 -0.036 131 1,327 -28
Feb13 121012 2.425 2.425 2.395 2.402 -0.033 110 912 +27
Mar13 121012 2.420 2.420 2.396 2.408 -0.032 172 1,780 -41
Apr13 121012 2.425 2.425 2.410 2.419 -0.032 50 475 -16
May13 121012 2.440 2.441 2.423 2.429 -0.029 42 1,012 -8
Total Volume and Open Interest 1,399 10,413 -111
WTI Crude Oil(ICE)
Nov12 121012 92.50 92.64 91.18 91.86 -0.21 50,961 49,404 -3,330
Dec12 121012 93.00 93.05 91.61 92.28 -0.22 38,979 115,016 -122
Jan13 121012 93.05 93.38 92.23 92.76 -0.23 16,174 40,857 +1,242
Feb13 121012 93.70 94.02 92.72 93.24 -0.23 7,650 20,916 +664
Mar13 121012 94.09 94.21 93.17 93.66 -0.25 5,913 29,273 +275
Apr13 121012 94.11 94.45 93.48 93.97 -0.26 4,382 10,840 +349
May13 121012 94.49 94.68 93.91 94.21 -0.27 2,966 9,100 -300
Jun13 121012 94.94 94.95 93.92 94.37 -0.29 6,280 47,972 +1,073
Jul13 121012 94.43 94.43 94.43 94.43 -0.29 690 4,132 +76
Aug13 121012 94.39 94.39 94.39 94.39 -0.30 517 5,200 +6
Sep13 121012 94.33 94.33 94.33 94.33 -0.29 595 9,397 +34
Oct13 121012 94.23 94.23 94.23 94.23 -0.30 555 4,505 +27
Nov13 121012 94.12 94.12 94.12 94.12 -0.31 496 4,626 +19
Dec13 121012 94.23 94.47 93.53 93.99 -0.31 6,311 70,852 +88
Jan14 121012 93.72 93.72 93.72 93.72 -0.30 37 4,222 -1
Feb14 121012 93.45 93.45 93.45 93.45 -0.29 13 1,855 -1
Total Volume and Open Interest 145,095 525,006 +237
US Dollar Index(ICE)
Dec12 121012 79.850 79.900 79.575 79.740 -0.120 17,275 43,771 +1,926
Mar13 121012 79.825 79.990 79.800 79.935 -0.125 2 688 +2
Jun13 121012 80.175 80.220 80.155 80.155 -0.125      
Total Volume and Open Interest 17,277 44,459 +1,928
Australian Dollar(CME)
Dec12 121012 102.10 102.36 101.63 101.76 -0.32 113,470 158,326 -1,549
Mar13 121012 101.57 101.57 101.06 101.06 -0.31 26 253 -5
Jun13 121012 100.41 100.71 100.41 100.41 -0.30 0 7 +0
Total Volume and Open Interest 113,496 158,591 -1,554
British Pound(CME)
Dec12 121012 160.42 160.93 160.14 160.70 +0.30 78,283 162,363 +1,876
Mar13 121012 160.37 160.72 160.34 160.64 +0.30 10 164 -7
Jun13 121012 160.58 160.58 160.29 160.58 +0.29 0 57 +0
Total Volume and Open Interest 78,293 162,585 +1,869
Canadian Dollar(CME)
Dec12 121012 102.03 102.24 101.80 101.93 -0.06 65,643 184,265 -1,865
Mar13 121012 101.81 102.00 101.59 101.69 -0.06 1,212 2,507 -377
Jun13 121012 101.44 101.50 101.44 101.44 -0.06 138 598 +9
Sep13 121012 101.19 101.25 101.19 101.19 -0.06 4 604 +3
Total Volume and Open Interest 66,997 188,051 -2,230
Japanese Yen(CME)
Dec12 121012 127.64 127.80 127.40 127.64 -0.08 94,067 129,961 +4,195
Mar13 121012 127.73 127.85 127.69 127.77 -0.08 12 369 -2
Jun13 121012 127.99 128.01 127.91 127.91 -0.10 0 17 +0
Total Volume and Open Interest 94,079 130,354 +4,193
Swiss Franc(CME)
Dec12 121012 107.08 107.56 106.98 107.29 +0.18 27,890 34,274 -1,025
Mar13 121012 107.47 107.67 107.29 107.47 +0.18 0 21 +0
Jun13 121012 107.66 107.66 107.49 107.66 +0.17 0 3 +0
Total Volume and Open Interest 27,890 34,298 -1,025
EuroFX(CME)
Dec12 121012 129.39 130.00 129.30 129.65 +0.27 223,709 221,925 -629
Mar13 121012 129.60 130.08 129.51 129.78 +0.27 71 776 +3
Jun13 121012 130.10 130.20 129.64 129.90 +0.26 0 534 +0
Total Volume and Open Interest 223,780 223,276 -626
Mexican Peso(CME)
Oct12 121012 776.75 776.75 774.25 776.75 +2.50      
Nov12 121012 774.25 774.25 771.75 774.25 +2.50      
Total Volume and Open Interest 29,843 205,133 -324
Brazilian Real(CME)
Nov12 121012 489.30 489.35 489.30 489.30 -0.05 15 2,871 +0
Dec12 121012 487.50 487.50 487.45 487.50 +0.05 173 2,234 -38
Jan13 121012 485.70 485.70 485.65 485.70 +0.05      
Feb13 121012 483.95 483.95 483.90 483.95 +0.05 0 1 +0
Total Volume and Open Interest 6,998 27,602 +6,772
30-Year T-Bonds(CBOT)
Dec12 121012 149~090 150~070 148~260 149~180 +0~100 424,829 572,934 -7,301
Mar13 121012 147~160 148~230 147~160 148~070 +0~110 49 102 +1
Jun13 121012 147~020 147~020 146~230 147~020 +0~110      
Total Volume and Open Interest 424,878 573,036 -7,300
10-Year T-Notes(CBOT)
Dec12 121012 133~090 133~170 133~030 133~100 +0~015 1,007,180 1,675,352 -2,981
Mar13 121012 132~200 132~280 132~180 132~240 +0~020 73 345 +47
Jun13 121012 131~290 131~290 131~270 131~290 +0~020      
Total Volume and Open Interest 1,007,253 1,675,697 -2,934
5-Year T-Notes(CBOT)
Dec12 121012 124~152 124~180 124~136 124~154 +0~004 452,586 1,433,208 +7,035
Mar13 121012 124~084 124~084 124~076 124~084 +0~006 0 30 +0
Jun13 121012 123~204 123~204 123~196 123~204 +0~006      
Total Volume and Open Interest 452,586 1,433,238 +7,035
2 Year T-Notes(CBOT)
Dec12 121012 110~066 110~070 110~062 110~070 +0~004 113,720 958,557 +6,896
Mar13 121012 110~050 110~062 110~050 110~062 +0~006 2 150 +2
Jun13 121012 109~226 109~226 109~220 109~226 +0~006      
Total Volume and Open Interest 113,722 958,707 +6,898
Eurodollars(CME)
Dec12 121012 99.685 99.700 99.685 99.695 +0.010 72,702 980,762 +4,434
Mar13 121012 99.675 99.700 99.675 99.685 +0.010 84,087 814,031 +5,142
Jun13 121012 99.650 99.675 99.645 99.660 +0.010 89,086 733,778 -4,643
Sep13 121012 99.625 99.655 99.625 99.640 +0.010 83,682 634,130 -2,714
Dec13 121012 99.600 99.615 99.595 99.605 +0.010 102,880 658,911 -512
Mar14 121012 99.575 99.585 99.570 99.575 +0.005 95,031 615,599 +4,875
Jun14 121012 99.535 99.545 99.530 99.535 +0.005 106,934 476,893 +6,664
Sep14 121012 99.495 99.505 99.485 99.490 unch 101,411 456,901 +1,939
Dec14 121012 99.435 99.445 99.425 99.430 -0.005 110,828 430,481 +8,448
Mar15 121012 99.385 99.390 99.365 99.375 -0.005 95,568 433,765 +8,872
Jun15 121012 99.310 99.320 99.290 99.300 -0.005 105,515 508,054 +12,470
Sep15 121012 99.215 99.225 99.195 99.200 -0.010 92,553 336,545 +6,780
Dec15 121012 99.100 99.100 99.075 99.080 -0.010 100,561 288,980 +1,083
Mar16 121012 98.970 98.975 98.950 98.955 -0.010 57,290 192,008 +258
Jun16 121012 98.830 98.830 98.805 98.810 -0.010 57,037 147,237 +277
Sep16 121012 98.675 98.680 98.655 98.660 -0.010 49,798 137,725 +2,332
Dec16 121012 98.510 98.520 98.490 98.500 -0.010 40,483 104,835 +1,087
Mar17 121012 98.365 98.375 98.350 98.355 -0.010 23,456 84,156 +277
Total Volume and Open Interest 1,522,793 8,264,065 +58,474
Ultra T-Bond(CBOT)
Dec12 121012 164~29 166~14 164~08 165~10 +0~17 55,965 369,499 -758
Mar13 121012 163~30 163~30 163~13 163~30 +0~17 0 2 +0
Jun13 121012 163~30 163~30 163~13 163~30 +0~17      
Total Volume and Open Interest 55,965 369,501 -758
30 Day Federal Funds(CBOT)
Oct12 121012 99.850 99.850 99.848 99.850 unch 1,161 60,224 +278
Nov12 121012 99.860 99.860 99.850 99.855 unch 5,672 52,361 -867
Dec12 121012 99.860 99.865 99.860 99.865 unch 3,409 30,770 -48
Jan13 121012 99.870 99.870 99.865 99.870 unch 521 19,338 +103
Feb13 121012 99.870 99.875 99.865 99.870 unch 905 21,059 +103
Mar13 121012 99.875 99.880 99.870 99.875 unch 2,056 18,657 +1,600
Total Volume and Open Interest 23,117 374,620 +1,393
3-Mth Euro-Yen(CME)
Dec12 121012 99.683 99.683 99.683 99.683 unch      
Mar13 121012 99.705 99.705 99.705 99.705 unch      
Jun13 121012 99.730 99.730 99.730 99.730 unch      
Sep13 121012 99.738 99.738 99.738 99.738 unch      
Dec13 121012 99.740 99.740 99.740 99.740 unch      
Mar14 121012 99.740 99.740 99.740 99.740 unch      
Jun14 121012 99.600 99.600 99.600 99.600 unch      
Sep14 121012 99.460 99.460 99.460 99.460 unch      
Dec14 121012 99.685 99.685 99.685 99.685 unch      
Mar15 121012 99.545 99.545 99.545 99.545 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec12 121012 99.68 99.68 99.68 99.68 unch 0 1,059 +0
Mar13 121012 99.71 99.71 99.71 99.71 unch 0 184 +0
Jun13 121012 99.73 99.73 99.73 99.73 unch 0 201 +0
Sep13 121012 99.74 99.74 99.74 99.74 unch 0 305 +0
Dec13 121012 99.74 99.74 99.74 99.74 unch 0 384 +0
Mar14 121012 99.74 99.74 99.74 99.74 unch 0 344 +0
Jun14 121012 99.60 99.60 99.60 99.60 unch      
Sep14 121012 99.46 99.46 99.46 99.46 unch      
Total Volume and Open Interest 0 2,481 +0
Japanese Gov't Bonds(SGX)
Dec12 121012 144.30 144.34 144.15 144.18 -0.12 2,929 23,834 +1,963
Mar13 121012 143.33 143.33 143.33 143.33 -0.12      
Jun13 121012 141.24 141.24 141.24 141.24 -0.12      
Total Volume and Open Interest 2,929 23,834 +1,963
Euro-Bund(EUREX)
Dec12 121012 141.41 141.91 141.21 141.70 +0.55 666,759 845,064 -3,144
Mar13 121012 142.99 143.50 142.75 143.28 +0.61 2,552 67,512 +363
Jun13 121012 143.28 143.28 143.28 143.28 +0.61      
Total Volume and Open Interest 669,311 912,576 -2,781
Euro-Bobl(EUREX)
Dec12 121012 125.68 125.84 125.57 125.78 +0.22 371,639 759,413 +21,815
Mar13 121012 126.27 126.38 126.25 126.38 +0.24 1,724 28,119 +1,641
Jun13 121012 126.38 126.38 126.38 126.38 +0.24      
Total Volume and Open Interest 373,363 787,532 +23,456
3-Mth Euribor(EUREX)
Dec12 121012 99.800 99.800 99.800 99.800 unch 0 1,757 +0
Mar13 121012 99.800 99.800 99.800 99.800 -0.005 2 1,249 +0
Jun13 121012 99.765 99.765 99.765 99.765 -0.005 0 758 +0
Total Volume and Open Interest 52 5,910 -50
Long Gilt(LIFFE)
Dec12 121012 120~00 120~16 119~27 120~12 +0~18 126,010 349,360 -1,407
Mar13 121012 119~06 119~17 119~06 119~17 +0~19 100 50 +0
Total Volume and Open Interest 126,110 349,410 -1,407
3-Mth Short Sterling(LIFFE)
Dec12 121012 99.49 99.50 99.47 99.47 -0.01 53,022 355,715 -1,134
Mar13 121012 99.51 99.52 99.49 99.49 -0.01 45,493 379,280 +3,371
Jun13 121012 99.51 99.53 99.49 99.50 -0.01 29,647 316,427 +2,714
Sep13 121012 99.51 99.53 99.49 99.50 unch 28,963 320,170 +5,429
Dec13 121012 99.48 99.50 99.46 99.48 unch 33,017 363,237 +6,786
Mar14 121012 99.46 99.48 99.44 99.45 unch 40,458 275,016 -894
Total Volume and Open Interest 320,606 2,813,981 +24,823
3-Mth Euribor(LIFFE)
Dec12 121012 99.800 99.805 99.795 99.800 unch 57,399 542,447 -2,610
Mar13 121012 99.805 99.810 99.790 99.800 -0.005 62,978 518,241 -1,660
Jun13 121012 99.775 99.780 99.755 99.765 -0.005 62,081 446,157 -4,629
Total Volume and Open Interest 527,433 3,888,244 +9,118
3-Mth Aus T-Bills(SFE)
Dec12 121012 96.98 96.99 96.96 96.98 unch 15,214 150,725 -2,884
Mar13 121012 97.28 97.29 97.25 97.27 -0.01 16,624 171,055 -4,173
Jun13 121012 97.41 97.42 97.37 97.39 -0.02 9,267 126,462 -89
Sep13 121012 97.41 97.41 97.35 97.36 -0.03 4,056 75,431 -898
Dec13 121012 97.30 97.33 97.28 97.30 -0.02 2,710 64,035 +466
Mar14 121012 97.27 97.27 97.22 97.23 -0.02 2,093 37,728 -16
Jun14 121012 97.20 97.20 97.14 97.16 -0.01 3,272 16,953 -154
Sep14 121012 97.09 97.11 97.08 97.09 -0.01 1,091 8,789 +589
Dec14 121012 97.02 97.02 97.02 97.02 +0.01 0 909 +0
Mar15 121012 96.95 96.95 96.95 96.95 unch 0 33 -7
Total Volume and Open Interest 54,327 652,323 -7,166
10-Year Aus T-Bonds(SFE)
Dec12 121012 97.07 97.08 97.02 97.06 -0.01 36,912 411,788 -10,374
Mar13 121012 97.06 97.06 97.06 97.06 -0.01      
Total Volume and Open Interest 36,912 411,788 -10,374
3-Year Aus T-Bonds(SFE)
Dec12 121012 97.65 97.66 97.60 97.63 -0.02 101,479 472,273 -10,527
Mar13 121012 97.63 97.63 97.63 97.63 -0.02      
Total Volume and Open Interest 101,479 472,273 -10,527
Gold(CMX)
Oct12 121012 1769.5 1769.5 1753.6 1758.0 -10.8 30 315 -20
Dec12 121012 1769.7 1775.0 1753.5 1759.7 -10.9 117,573 351,114 +4,073
Feb13 121012 1770.9 1776.2 1756.3 1761.8 -10.9 1,545 31,554 +118
Apr13 121012 1774.2 1776.6 1759.3 1763.9 -10.9 527 17,819 +263
Jun13 121012 1776.9 1778.5 1760.5 1765.9 -10.9 832 21,886 -548
Aug13 121012 1777.8 1779.2 1763.0 1767.8 -10.9 591 5,095 +409
Oct13 121012 1776.8 1777.2 1767.4 1769.9 -10.9 120 4,217 -13
Dec13 121012 1783.9 1783.9 1767.5 1772.2 -10.9 544 11,647 -242
Feb14 121012 1782.0 1782.0 1771.7 1774.8 -10.9 0 2,464 +0
Apr14 121012 1787.3 1789.6 1772.7 1777.2 -11.0 56 3,076 -4
Jun14 121012 1788.7 1788.7 1779.8 1779.8 -11.1 604 8,545 -603
Aug14 121012 1782.5 1782.5 1782.5 1782.5 -11.2      
Total Volume and Open Interest 122,915 480,287 +3,412
Silver(CMX)
Dec12 121012 3403.0 3416.5 3345.0 3366.9 -41.3 33,580 88,228 +397
Mar13 121012 3421.0 3421.0 3357.0 3374.7 -41.3 2,367 11,829 +369
May13 121012 3380.0 3380.0 3360.0 3378.4 -41.3 117 4,386 +15
Jul13 121012 3386.0 3386.0 3381.4 3381.4 -41.3 312 5,642 -151
Sep13 121012 3400.0 3419.5 3368.0 3384.2 -41.4 51 3,262 +20
Dec13 121012 3400.0 3400.0 3388.0 3388.0 -41.4 794 15,196 +37
Mar14 121012 3385.4 3385.4 3385.4 3385.4 -41.4 0 786 +0
Total Volume and Open Interest 38,628 142,591 +1,240
Platinum(NYMEX)
Oct12 121012 1657.1 1657.1 1654.4 1657.1 -30.7 13 104 -2
Jan13 121012 1680.9 1691.3 1654.7 1659.3 -30.3 7,130 62,291 +653
Apr13 121012 1690.7 1693.9 1658.0 1662.5 -30.5 48 3,058 +33
Jul13 121012 1664.8 1664.8 1664.8 1664.8 -30.5 0 105 +0
Total Volume and Open Interest 7,212 65,598 +666
Palladium(NYMEX)
Dec12 121012 650.10 653.45 633.35 639.05 -11.85 3,316 19,069 -88
Mar13 121012 650.55 652.85 637.70 640.40 -11.75 86 1,060 +80
Jun13 121012 641.35 641.35 641.35 641.35 -11.70 0 5 +0
Total Volume and Open Interest 3,403 20,143 -7
Copper(CMX)
Dec12 121012 374.50 375.65 369.30 370.30 -4.85 45,569 99,948 +3,861
Mar13 121012 375.35 376.40 369.95 370.95 -4.95 2,684 31,836 +1,308
May13 121012 376.30 376.30 371.30 371.40 -5.00 221 5,254 +36
Jul13 121012 373.85 373.85 371.30 371.85 -4.95 160 4,805 +35
Sep13 121012 375.35 375.35 372.10 372.10 -4.95 204 1,507 +89
Total Volume and Open Interest 49,260 156,432 +5,281
DJIA Index(CBOT)
Dec12 121012 13275 13328 13225 13245 -20 193 12,959 +49
Mar13 121012 13168 13188 13168 13168 -20 0 5 +0
Jun13 121012 13092 13112 13092 13092 -20      
Sep13 121012 13013 13033 13013 13013 -20      
Total Volume and Open Interest 193 12,964 +49
E-mini DJIA Index(CBOT)
Dec12 121012 13262 13334 13227 13245 -20 112,961 115,134 -447
Mar13 121012 13188 13188 13168 13168 -20 10 177 +2
Jun13 121012 13092 13092 13092 13092 -20 0 48 +0
Sep13 121012 13013 13013 13013 13013 -20      
Total Volume and Open Interest 112,971 115,359 -445
S & P 500(CME)
Dec12 121012 1428.40 1434.50 1420.50 1421.50 -6.90 6,821 195,860 +1,486
Mar13 121012 1414.70 1426.60 1414.60 1414.70 -6.90 64 2,210 +51
Jun13 121012 1407.60 1419.50 1407.50 1407.60 -6.90 100 560 +92
Sep13 121012 1401.10 1413.00 1401.00 1401.10 -6.90      
Total Volume and Open Interest 6,985 198,630 +1,629
S & P 500 E-Mini(Globex)
Dec12 121012 1428.25 1434.50 1420.00 1421.50 -7.00 1,585,045 2,894,922 +13,591
Mar13 121012 1421.50 1427.50 1414.00 1414.75 -6.75 893 24,333 +82
Total Volume and Open Interest 1,586,415 2,920,659 +14,068
NASDAQ 100(CME)
Dec12 121012 2715.50 2728.50 2707.00 2710.00 -3.30 2,284 12,412 +32
Mar13 121012 2703.50 2709.00 2703.50 2703.50 -3.30 0 3 +0
Jun13 121012 2698.00 2701.30 2698.00 2698.00 -3.30      
Total Volume and Open Interest 2,284 12,415 +32
NASDAQ 100 E-Mini(Globex)
Dec12 121012 2713.80 2728.30 2707.30 2710.00 -3.30 248,073 392,513 -1,183
Mar13 121012 2707.50 2718.00 2703.50 2703.50 -3.30 22 97 +1
Total Volume and Open Interest 248,096 392,619 -1,182
S & P Midcap 400(CME)
Dec12 121012 982.00 982.00 971.00 972.60 -7.50 0 499 +0
Mar13 121012 970.60 978.10 970.60 970.60 -7.50      
Jun13 121012 968.50 976.00 968.50 968.50 -7.50      
Total Volume and Open Interest 0 499 +0
Volatility Index(CBOE)
Oct12 121012 15.90 16.80 15.70 16.65 +0.45 38,666 67,099 -9,971
Nov12 121012 17.25 18.00 17.15 17.98 +0.46 35,121 146,241 +6,012
Dec12 121012 18.20 18.70 18.05 18.62 +0.15 12,930 60,719 +1,825
Jan13 121012 19.80 20.15 19.54 20.02 +0.10 9,153 0 +0
Total Volume and Open Interest 108,193 354,430 -1,411
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec12 121012 8615 8615 8535 8555 -30 4,212 21,486 +262
Mar13 121012 8555 8555 8555 8555 -30      
Total Volume and Open Interest 4,212 21,486 +262
Nikkei 225(SGX)
Dec12 121012 8570 8635 8520 8565 unch 110,146 216,480 +3,107
Mar13 121012 8575 8575 8515 8550 unch 2 1,752 +3
Jun13 121012 8470 8470 8470 8470 unch 0 1,205 +0
Total Volume and Open Interest 117,569 251,901 +7,318
CAC 40(EURONEXT)
Oct12 121012 3398.0 3420.0 3384.0 3389.0 -25.0 89,722 338,359 +6,304
Nov12 121012 3397.5 3415.5 3383.0 3387.5 -25.0 314 26,600 +8,175
Dec12 121012 3387.0 3405.0 3374.5 3378.0 -25.5 214 25,463 +95
Total Volume and Open Interest 90,252 390,629 +14,574
Hang Seng Index(HKFE)
Oct12 121012 20947 21224 20933 21096 +132 67,133 111,447 -42
Nov12 121012 21003 21214 20934 21086 +138 1,043 2,480 +151
Dec12 121012 20955 21202 20955 21095 +134 158 8,455 +37
Total Volume and Open Interest 68,396 123,939 +140
DAX(EUREX)
Dec12 121012 7270.5 7294.5 7232.5 7245.5 -40.0 126,473 149,273 +3,289
Mar13 121012 7270.0 7294.0 7237.5 7248.5 -39.5 154 5,812 +4
Jun13 121012 7288.0 7302.5 7245.5 7256.5 -40.5 56 725 +36
Total Volume and Open Interest 126,683 155,810 +3,329
FT-SE 100(EURONEXT)
Dec12 121012 5792.00 5802.50 5753.00 5769.00 -38.00 80,708 581,539 -1,990
Mar13 121012 5756.00 5756.00 5724.00 5726.00 -38.00 5 323 -2
Jun13 121012 5662.00 5662.00 5662.00 5662.00 -38.00 0 12 +0
Total Volume and Open Interest 80,713 581,874 -1,992
SPI 200(SFE)
Dec12 121012 4474.0 4503.0 4472.0 4488.0 +12.0 19,001 252,998 -3,485
Mar13 121012 4454.0 4457.0 4454.0 4457.0 +14.0 28 1,648 +22
Jun13 121012 4460.0 4460.0 4453.0 4453.0 +12.0 2 2,623 -22
Total Volume and Open Interest 19,562 260,330 -3,303
FTSE MIB(ISE)
Dec12 121012 15550.00 15670.00 15445.00 15492.00 -120.00 22,116 32,049 +1,036
Mar13 121012 15655.00 15655.00 15492.00 15492.00 -120.00 11 29 -2
Jun13 121012 15212.00 15212.00 15212.00 15212.00 -120.00 0 1 +0
Total Volume and Open Interest 22,127 32,079 +1,034
KOSPI 200(KFE)
Dec12 121012 254.90 256.15 252.85 253.40 -0.85 184,443 101,707 -209
Mar13 121012 253.70 254.20 252.00 252.85 -0.25 49 3,109 +58
Jun13 121012 254.15 254.15 254.15 254.15 -0.95 0 1,047 +0
Total Volume and Open Interest 184,492 105,866 -151
GSCI(CME)
Oct12 121012 668.50 670.50 663.00 665.40 -7.60 1,426 987 -1,354
Nov12 121012 668.00 670.25 663.00 665.00 -7.75 2,292 9,235 +2,159
Dec12 121012 666.50 673.80 664.00 666.50 -7.25 2 1 +1
Total Volume and Open Interest 3,720 10,223 +806
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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