|
 |
| MRCI's End of Day Prices |
|
| Daily Futures Price Listing Tue November 06, 2012 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov12 |
121106 |
1506.75 |
1525.75 |
1505.75 |
1516.75 |
+12.50 |
9,670 |
6,136 |
-3,795 |
| Jan13 |
121106 |
1503.00 |
1523.00 |
1502.50 |
1515.50 |
+12.25 |
81,755 |
275,416 |
-2,462 |
| Mar13 |
121106 |
1482.00 |
1503.25 |
1482.00 |
1491.00 |
+8.50 |
18,805 |
117,884 |
-1,365 |
| May13 |
121106 |
1458.50 |
1474.00 |
1456.50 |
1465.25 |
+8.75 |
14,085 |
95,977 |
+1,551 |
| Jul13 |
121106 |
1442.50 |
1457.00 |
1440.50 |
1450.00 |
+9.50 |
13,944 |
71,801 |
-499 |
| Aug13 |
121106 |
1412.75 |
1422.00 |
1407.75 |
1418.25 |
+10.50 |
285 |
1,745 |
-8 |
| Sep13 |
121106 |
1382.00 |
1382.00 |
1366.75 |
1378.50 |
+11.75 |
335 |
1,274 |
+33 |
| Nov13 |
121106 |
1334.00 |
1349.50 |
1333.00 |
1344.50 |
+10.25 |
3,624 |
53,670 |
+785 |
| Jan14 |
121106 |
1342.75 |
1350.25 |
1339.75 |
1350.25 |
+10.50 |
36 |
473 |
-1 |
| Mar14 |
121106 |
1353.50 |
1353.50 |
1343.75 |
1353.50 |
+9.75 |
28 |
138 |
+10 |
| May14 |
121106 |
1350.00 |
1350.00 |
1342.50 |
1350.00 |
+7.50 |
31 |
129 |
+11 |
| Jul14 |
121106 |
1353.25 |
1353.25 |
1345.50 |
1353.25 |
+7.75 |
0 |
57 |
+0 |
| Aug14 |
121106 |
1348.00 |
1348.00 |
1340.25 |
1348.00 |
+7.75 |
|
|
|
| Sep14 |
121106 |
1338.25 |
1338.25 |
1330.50 |
1338.25 |
+7.75 |
|
|
|
| Total Volume and Open Interest |
142,619 |
626,668 |
-5,730 |
| Soybean Meal(CBOT) |
| Dec12 |
121106 |
469.80 |
474.20 |
469.00 |
472.70 |
+3.70 |
30,604 |
93,941 |
-2,809 |
| Jan13 |
121106 |
464.80 |
469.40 |
464.80 |
467.30 |
+2.80 |
11,755 |
35,778 |
+1,560 |
| Mar13 |
121106 |
454.40 |
460.00 |
454.10 |
456.10 |
+1.70 |
8,386 |
33,454 |
+635 |
| May13 |
121106 |
437.30 |
442.00 |
437.20 |
439.60 |
+2.40 |
3,908 |
25,972 |
+227 |
| Jul13 |
121106 |
427.90 |
432.60 |
427.90 |
431.00 |
+2.80 |
2,276 |
17,771 |
-125 |
| Aug13 |
121106 |
419.70 |
420.60 |
416.60 |
419.30 |
+2.70 |
198 |
1,430 |
+4 |
| Sep13 |
121106 |
404.10 |
405.90 |
401.00 |
404.40 |
+3.40 |
126 |
1,740 |
+9 |
| Oct13 |
121106 |
388.90 |
389.00 |
385.80 |
388.20 |
+2.40 |
29 |
3,184 |
-7 |
| Dec13 |
121106 |
385.00 |
388.20 |
384.00 |
386.40 |
+2.40 |
276 |
10,017 |
-105 |
| Jan14 |
121106 |
387.10 |
387.10 |
384.70 |
387.10 |
+2.40 |
0 |
313 |
+0 |
| Total Volume and Open Interest |
57,558 |
224,222 |
-611 |
| Soybean Oil(CBOT) |
| Dec12 |
121106 |
48.49 |
48.98 |
48.35 |
48.68 |
+0.36 |
75,147 |
134,238 |
+1,489 |
| Jan13 |
121106 |
48.86 |
49.35 |
48.74 |
49.06 |
+0.36 |
28,106 |
107,694 |
+1,629 |
| Mar13 |
121106 |
49.36 |
49.83 |
49.18 |
49.52 |
+0.34 |
17,301 |
45,083 |
+1,175 |
| May13 |
121106 |
49.84 |
50.33 |
49.68 |
50.02 |
+0.35 |
8,690 |
30,114 |
+1,654 |
| Jul13 |
121106 |
50.29 |
50.74 |
50.17 |
50.48 |
+0.37 |
5,967 |
22,888 |
+822 |
| Aug13 |
121106 |
50.52 |
50.78 |
50.23 |
50.59 |
+0.36 |
551 |
3,444 |
+156 |
| Sep13 |
121106 |
50.74 |
50.87 |
50.25 |
50.67 |
+0.42 |
550 |
2,717 |
+145 |
| Oct13 |
121106 |
50.30 |
50.52 |
49.95 |
50.47 |
+0.52 |
342 |
3,918 |
-24 |
| Dec13 |
121106 |
50.27 |
50.58 |
49.85 |
50.38 |
+0.53 |
2,021 |
11,105 |
+708 |
| Jan14 |
121106 |
50.34 |
50.56 |
50.02 |
50.56 |
+0.54 |
15 |
648 |
+15 |
| Total Volume and Open Interest |
138,720 |
362,690 |
+7,774 |
| Canola(WCE) |
| Nov12 |
121106 |
592.1 |
604.3 |
592.1 |
603.0 |
+9.2 |
49 |
264 |
-34 |
| Jan13 |
121106 |
591.3 |
603.2 |
591.2 |
600.5 |
+10.7 |
11,644 |
112,248 |
+505 |
| Mar13 |
121106 |
588.0 |
600.7 |
588.0 |
597.3 |
+11.3 |
3,371 |
19,598 |
+472 |
| May13 |
121106 |
579.8 |
595.6 |
579.0 |
592.5 |
+14.0 |
1,035 |
20,212 |
-20 |
| Jul13 |
121106 |
583.3 |
592.7 |
583.2 |
589.8 |
+14.2 |
129 |
6,828 |
+53 |
| Total Volume and Open Interest |
16,309 |
165,704 |
+968 |
| Corn(CBOT) |
| Dec12 |
121106 |
735.50 |
741.50 |
735.50 |
741.00 |
+5.50 |
123,788 |
453,547 |
-13,585 |
| Mar13 |
121106 |
738.00 |
744.25 |
738.00 |
743.00 |
+5.00 |
48,682 |
406,734 |
+1,668 |
| May13 |
121106 |
735.50 |
740.75 |
735.50 |
739.75 |
+4.25 |
11,322 |
101,391 |
+821 |
| Jul13 |
121106 |
726.75 |
732.25 |
726.75 |
731.00 |
+4.25 |
16,251 |
147,900 |
+961 |
| Sep13 |
121106 |
653.50 |
658.00 |
652.50 |
658.00 |
+5.50 |
1,653 |
29,323 |
-156 |
| Dec13 |
121106 |
631.50 |
638.25 |
631.50 |
637.25 |
+5.75 |
19,251 |
135,519 |
+4,102 |
| Mar14 |
121106 |
639.00 |
644.00 |
638.25 |
644.00 |
+5.75 |
60 |
2,640 |
+23 |
| May14 |
121106 |
649.50 |
649.50 |
643.75 |
649.50 |
+5.75 |
13 |
830 |
-1 |
| Jul14 |
121106 |
652.00 |
652.00 |
646.25 |
652.00 |
+5.75 |
15 |
1,121 |
-1 |
| Sep14 |
121106 |
602.00 |
606.25 |
600.50 |
606.25 |
+5.75 |
0 |
86 |
+0 |
| Total Volume and Open Interest |
221,114 |
1,286,641 |
-6,163 |
| Wheat(CBOT) |
| Dec12 |
121106 |
867.00 |
879.75 |
867.00 |
877.00 |
+11.00 |
56,177 |
189,920 |
-4,617 |
| Mar13 |
121106 |
880.00 |
893.00 |
880.00 |
890.50 |
+11.25 |
30,597 |
122,959 |
+4,501 |
| May13 |
121106 |
892.50 |
899.75 |
886.25 |
897.50 |
+11.25 |
11,561 |
31,361 |
+583 |
| Jul13 |
121106 |
874.00 |
881.25 |
873.75 |
879.50 |
+5.50 |
8,855 |
66,996 |
-698 |
| Sep13 |
121106 |
885.25 |
888.75 |
882.25 |
887.50 |
+5.25 |
622 |
6,558 |
-94 |
| Dec13 |
121106 |
892.00 |
897.00 |
890.25 |
895.75 |
+5.25 |
3,982 |
42,601 |
-266 |
| Total Volume and Open Interest |
111,936 |
464,852 |
-598 |
| Wheat(KCBT) |
| Dec12 |
121106 |
909.25 |
920.50 |
909.25 |
919.50 |
+10.50 |
14,045 |
84,955 |
-3,880 |
| Mar13 |
121106 |
924.50 |
936.00 |
924.50 |
935.25 |
+10.75 |
9,947 |
46,135 |
+4,341 |
| May13 |
121106 |
935.25 |
941.00 |
934.50 |
941.00 |
+10.75 |
881 |
12,322 |
-21 |
| Jul13 |
121106 |
920.00 |
926.50 |
919.00 |
924.50 |
+3.75 |
2,281 |
20,452 |
+1,268 |
| Sep13 |
121106 |
923.00 |
927.00 |
920.00 |
925.75 |
+4.00 |
344 |
2,742 |
+66 |
| Dec13 |
121106 |
929.00 |
933.75 |
926.25 |
932.50 |
+4.75 |
350 |
2,490 |
+199 |
| Total Volume and Open Interest |
27,848 |
169,453 |
+1,973 |
| Wheat(MGE) |
| Dec12 |
121106 |
940.00 |
949.25 |
940.00 |
948.00 |
+8.00 |
2,481 |
16,702 |
-759 |
| Mar13 |
121106 |
946.25 |
956.00 |
946.25 |
954.75 |
+8.50 |
1,303 |
15,106 |
+152 |
| May13 |
121106 |
958.25 |
961.25 |
956.75 |
960.75 |
+7.75 |
137 |
3,873 |
+13 |
| Jul13 |
121106 |
958.00 |
959.00 |
955.25 |
958.25 |
+6.00 |
37 |
2,104 |
+0 |
| Sep13 |
121106 |
938.00 |
942.25 |
937.00 |
941.00 |
+5.00 |
36 |
2,831 |
+10 |
| Total Volume and Open Interest |
4,043 |
41,619 |
-579 |
| Oats(CBOT) |
| Dec12 |
121106 |
358.75 |
363.75 |
353.50 |
360.00 |
+2.00 |
1,358 |
6,529 |
-752 |
| Mar13 |
121106 |
369.75 |
372.00 |
363.00 |
368.75 |
+1.50 |
433 |
5,053 |
+279 |
| May13 |
121106 |
364.50 |
368.00 |
364.50 |
368.00 |
unch |
13 |
331 |
+5 |
| Jul13 |
121106 |
366.00 |
366.00 |
365.25 |
366.00 |
+0.75 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
1,805 |
11,967 |
-468 |
| Rough Rice(CBOT) |
| Nov12 |
121106 |
14.85 |
15.03 |
14.85 |
15.03 |
+0.18 |
7 |
21 |
-23 |
| Jan13 |
121106 |
15.18 |
15.32 |
15.11 |
15.32 |
+0.16 |
312 |
12,876 |
+2 |
| Mar13 |
121106 |
15.50 |
15.63 |
15.45 |
15.63 |
+0.16 |
26 |
849 |
-12 |
| May13 |
121106 |
15.74 |
15.91 |
15.74 |
15.91 |
+0.16 |
4 |
41 |
+2 |
| Total Volume and Open Interest |
352 |
13,844 |
-31 |
| Live Cattle(CME) |
| Dec12 |
121106 |
125.450 |
125.850 |
125.200 |
125.680 |
+0.395 |
16,767 |
123,749 |
-2,837 |
| Feb13 |
121106 |
129.035 |
129.500 |
128.800 |
129.380 |
+0.380 |
11,348 |
83,540 |
+1,578 |
| Apr13 |
121106 |
133.130 |
133.400 |
132.735 |
133.285 |
+0.210 |
4,859 |
57,723 |
+360 |
| Jun13 |
121106 |
129.500 |
129.785 |
129.000 |
129.600 |
+0.200 |
2,462 |
31,865 |
-21 |
| Aug13 |
121106 |
129.380 |
129.785 |
129.075 |
129.700 |
+0.300 |
1,120 |
13,780 |
+441 |
| Oct13 |
121106 |
132.800 |
133.300 |
132.630 |
133.300 |
+0.250 |
97 |
2,744 |
+26 |
| Total Volume and Open Interest |
36,731 |
315,088 |
-412 |
| Feeder Cattle(CME) |
| Nov12 |
121106 |
144.900 |
145.150 |
144.550 |
144.850 |
-0.050 |
956 |
3,959 |
-221 |
| Jan13 |
121106 |
146.785 |
146.935 |
146.130 |
146.735 |
-0.050 |
2,208 |
13,999 |
+419 |
| Mar13 |
121106 |
148.800 |
149.050 |
148.400 |
148.950 |
unch |
697 |
4,071 |
+26 |
| Apr13 |
121106 |
150.300 |
150.630 |
149.950 |
150.550 |
-0.025 |
249 |
1,353 |
+61 |
| May13 |
121106 |
151.285 |
152.000 |
151.285 |
152.000 |
unch |
91 |
1,315 |
+29 |
| Aug13 |
121106 |
154.650 |
155.050 |
154.600 |
155.050 |
+0.015 |
33 |
551 |
+7 |
| Sep13 |
121106 |
155.400 |
156.000 |
155.400 |
156.000 |
unch |
0 |
25 |
+0 |
| Total Volume and Open Interest |
4,234 |
25,276 |
+321 |
| Lean Hogs(CME) |
| Dec12 |
121106 |
77.150 |
77.975 |
76.650 |
77.580 |
+0.650 |
23,960 |
84,826 |
-2,479 |
| Feb13 |
121106 |
83.035 |
83.680 |
82.580 |
83.430 |
+0.480 |
12,180 |
49,123 |
-44 |
| Apr13 |
121106 |
88.200 |
88.800 |
87.700 |
88.600 |
+0.620 |
5,818 |
32,453 |
+248 |
| May13 |
121106 |
95.000 |
95.900 |
94.950 |
95.450 |
-1.000 |
17 |
1,517 |
+1 |
| Jun13 |
121106 |
98.180 |
98.535 |
97.550 |
98.150 |
+0.015 |
3,750 |
24,896 |
-1,278 |
| Jul13 |
121106 |
98.700 |
98.700 |
97.680 |
98.300 |
-0.235 |
860 |
6,953 |
+162 |
| Aug13 |
121106 |
98.400 |
98.400 |
97.250 |
97.700 |
-0.200 |
1,309 |
7,992 |
+6 |
| Oct13 |
121106 |
87.200 |
87.200 |
86.500 |
87.000 |
-0.100 |
503 |
4,595 |
+65 |
| Total Volume and Open Interest |
48,648 |
214,066 |
-3,382 |
| Class III Milk(CME) |
| Nov12 |
121106 |
21.14 |
21.28 |
21.14 |
21.27 |
+0.08 |
169 |
5,192 |
+27 |
| Dec12 |
121106 |
20.34 |
20.50 |
20.34 |
20.47 |
+0.05 |
322 |
5,275 |
+170 |
| Jan13 |
121106 |
19.41 |
19.47 |
19.39 |
19.45 |
unch |
70 |
2,119 |
+35 |
| Feb13 |
121106 |
19.03 |
19.03 |
19.00 |
19.03 |
unch |
17 |
1,693 |
+9 |
| Mar13 |
121106 |
18.90 |
18.95 |
18.90 |
18.94 |
-0.01 |
8 |
1,410 |
+4 |
| Total Volume and Open Interest |
640 |
22,280 |
+262 |
| Cocoa(ICE) |
| Dec12 |
121106 |
2444 |
2470 |
2435 |
2462 |
+18 |
19,889 |
54,001 |
-9,402 |
| Mar13 |
121106 |
2445 |
2473 |
2442 |
2466 |
+14 |
15,186 |
65,561 |
+7,241 |
| May13 |
121106 |
2451 |
2477 |
2451 |
2474 |
+13 |
1,285 |
28,126 |
+293 |
| Jul13 |
121106 |
2474 |
2486 |
2469 |
2484 |
+14 |
693 |
15,791 |
+205 |
| Sep13 |
121106 |
2479 |
2493 |
2475 |
2491 |
+15 |
325 |
6,664 |
+57 |
| Dec13 |
121106 |
2481 |
2498 |
2478 |
2496 |
+14 |
376 |
7,836 |
+211 |
| Mar14 |
121106 |
2485 |
2500 |
2480 |
2498 |
+14 |
164 |
11,833 |
-103 |
| Total Volume and Open Interest |
38,669 |
198,112 |
-922 |
| Coffee "C"(ICE) |
| Dec12 |
121106 |
151.00 |
152.50 |
150.35 |
150.60 |
-0.30 |
14,643 |
67,472 |
-793 |
| Mar13 |
121106 |
156.20 |
157.15 |
155.20 |
155.40 |
-0.40 |
8,435 |
52,789 |
+1,558 |
| May13 |
121106 |
158.60 |
159.95 |
158.15 |
158.20 |
-0.45 |
1,885 |
15,753 |
+28 |
| Jul13 |
121106 |
161.60 |
162.75 |
161.00 |
161.05 |
-0.50 |
927 |
7,765 |
+171 |
| Sep13 |
121106 |
164.55 |
165.45 |
163.80 |
163.80 |
-0.55 |
509 |
4,322 |
-138 |
| Dec13 |
121106 |
168.60 |
169.35 |
167.80 |
167.80 |
-0.50 |
265 |
3,208 |
+81 |
| Total Volume and Open Interest |
26,724 |
152,455 |
+918 |
| Orange Juice(ICE) |
| Nov12 |
121106 |
111.10 |
111.10 |
110.40 |
110.40 |
+2.90 |
44 |
1,239 |
-25 |
| Jan13 |
121106 |
106.75 |
110.15 |
106.75 |
109.70 |
+2.95 |
394 |
17,214 |
+20 |
| Mar13 |
121106 |
109.00 |
111.80 |
109.00 |
111.65 |
+3.25 |
52 |
3,284 |
-3 |
| May13 |
121106 |
111.40 |
114.20 |
111.40 |
114.15 |
+3.25 |
20 |
1,127 |
+15 |
| Jul13 |
121106 |
115.50 |
116.70 |
115.50 |
116.70 |
+3.35 |
0 |
120 |
+0 |
| Sep13 |
121106 |
117.90 |
117.90 |
117.90 |
117.90 |
+3.15 |
0 |
65 |
+0 |
| Total Volume and Open Interest |
510 |
23,133 |
+7 |
| Sugar #11(ICE) |
| Mar13 |
121106 |
19.37 |
19.77 |
19.26 |
19.59 |
+0.26 |
35,481 |
365,126 |
-2,157 |
| May13 |
121106 |
19.39 |
19.76 |
19.24 |
19.64 |
+0.32 |
16,851 |
93,593 |
+3,104 |
| Jul13 |
121106 |
19.38 |
19.76 |
19.21 |
19.67 |
+0.37 |
10,301 |
121,638 |
+726 |
| Oct13 |
121106 |
19.66 |
20.02 |
19.49 |
19.94 |
+0.35 |
3,986 |
58,981 |
-78 |
| Mar14 |
121106 |
20.04 |
20.53 |
19.98 |
20.41 |
+0.34 |
2,780 |
42,115 |
+608 |
| May14 |
121106 |
20.24 |
20.35 |
20.19 |
20.30 |
+0.32 |
282 |
11,087 |
+14 |
| Jul14 |
121106 |
20.17 |
20.27 |
20.17 |
20.21 |
+0.28 |
106 |
6,697 |
+26 |
| Oct14 |
121106 |
20.22 |
20.31 |
20.21 |
20.24 |
+0.23 |
55 |
7,927 |
-20 |
| Total Volume and Open Interest |
69,982 |
715,574 |
+2,327 |
| London Cocoa(LCE) |
| Dec12 |
121106 |
1576 |
1592 |
1573 |
1587 |
+8 |
2,081 |
43,831 |
-1,829 |
| Mar13 |
121106 |
1576 |
1588 |
1573 |
1586 |
+6 |
2,992 |
69,869 |
+1,102 |
| May13 |
121106 |
1584 |
1594 |
1579 |
1592 |
+4 |
879 |
27,592 |
+251 |
| Jul13 |
121106 |
1598 |
1601 |
1587 |
1598 |
+3 |
256 |
19,852 |
-67 |
| Sep13 |
121106 |
1597 |
1606 |
1594 |
1604 |
+4 |
236 |
18,140 |
+25 |
| Dec13 |
121106 |
1589 |
1593 |
1585 |
1592 |
+4 |
168 |
8,715 |
+111 |
| Mar14 |
121106 |
1580 |
1586 |
1579 |
1584 |
+5 |
136 |
11,008 |
+5 |
| Total Volume and Open Interest |
6,748 |
204,844 |
+0 |
| London Sugar(LCE) |
| Dec12 |
121106 |
535.90 |
547.50 |
535.80 |
541.40 |
+3.80 |
3,694 |
25,391 |
-1,199 |
| Mar13 |
121106 |
517.20 |
527.70 |
515.90 |
523.90 |
+5.20 |
4,674 |
35,516 |
+866 |
| May13 |
121106 |
522.90 |
534.00 |
522.20 |
530.90 |
+6.20 |
1,038 |
11,213 |
+77 |
| Aug13 |
121106 |
524.60 |
534.80 |
523.80 |
532.30 |
+6.40 |
453 |
5,180 |
-39 |
| Oct13 |
121106 |
527.50 |
536.00 |
526.80 |
533.40 |
+6.60 |
232 |
3,761 |
+11 |
| Total Volume and Open Interest |
10,199 |
83,317 |
-284 |
| Cotton(ICE) |
| Dec12 |
121106 |
70.40 |
71.10 |
70.01 |
70.10 |
-0.30 |
12,149 |
93,676 |
-3,072 |
| Mar13 |
121106 |
71.65 |
72.34 |
71.16 |
71.24 |
-0.41 |
7,575 |
83,308 |
+1,812 |
| May13 |
121106 |
72.75 |
73.35 |
72.30 |
72.38 |
-0.37 |
1,348 |
11,358 |
+491 |
| Jul13 |
121106 |
73.72 |
74.30 |
73.20 |
73.25 |
-0.45 |
711 |
9,568 |
-38 |
| Oct13 |
121106 |
74.92 |
74.92 |
74.92 |
74.92 |
-0.39 |
0 |
3 |
+0 |
| Dec13 |
121106 |
76.00 |
76.31 |
75.48 |
75.64 |
-0.27 |
51 |
4,806 |
+18 |
| Total Volume and Open Interest |
21,834 |
202,779 |
-789 |
| Lumber(CME) |
| Nov12 |
121106 |
317.8 |
325.0 |
317.3 |
324.7 |
+10.3 |
240 |
774 |
-207 |
| Jan13 |
121106 |
325.5 |
333.3 |
325.5 |
333.3 |
+10.0 |
539 |
7,330 |
+85 |
| Mar13 |
121106 |
327.9 |
338.0 |
327.9 |
338.0 |
+10.0 |
250 |
1,926 |
+47 |
| May13 |
121106 |
333.7 |
341.8 |
333.7 |
341.2 |
+6.8 |
38 |
732 |
+12 |
| Total Volume and Open Interest |
1,068 |
10,858 |
-63 |
| Crude Oil(NYM) |
| Dec12 |
121106 |
85.67 |
89.22 |
85.42 |
88.71 |
+3.06 |
221,397 |
328,132 |
-22,203 |
| Jan13 |
121106 |
86.20 |
89.67 |
85.92 |
89.17 |
+3.03 |
80,598 |
205,524 |
+12,845 |
| Feb13 |
121106 |
86.88 |
90.22 |
86.53 |
89.73 |
+3.00 |
51,698 |
103,898 |
+5,295 |
| Mar13 |
121106 |
87.30 |
90.77 |
87.14 |
90.32 |
+2.98 |
32,904 |
103,511 |
-1,785 |
| Apr13 |
121106 |
87.92 |
91.29 |
87.71 |
90.87 |
+2.96 |
15,971 |
48,495 |
+730 |
| May13 |
121106 |
88.36 |
91.71 |
88.20 |
91.33 |
+2.92 |
9,592 |
43,597 |
+766 |
| Jun13 |
121106 |
88.75 |
92.03 |
88.53 |
91.64 |
+2.86 |
21,519 |
101,835 |
+2,606 |
| Jul13 |
121106 |
89.43 |
92.00 |
88.84 |
91.86 |
+2.81 |
2,231 |
41,180 |
+358 |
| Aug13 |
121106 |
89.87 |
92.32 |
89.87 |
91.97 |
+2.77 |
2,813 |
26,261 |
+20 |
| Sep13 |
121106 |
89.40 |
92.05 |
89.26 |
92.05 |
+2.74 |
2,933 |
39,960 |
+251 |
| Oct13 |
121106 |
89.86 |
92.07 |
89.86 |
92.07 |
+2.71 |
1,648 |
25,396 |
-157 |
| Nov13 |
121106 |
91.84 |
92.20 |
91.54 |
92.09 |
+2.68 |
1,681 |
28,180 |
+282 |
| Dec13 |
121106 |
89.50 |
92.44 |
89.10 |
92.11 |
+2.66 |
18,714 |
163,132 |
-711 |
| Jan14 |
121106 |
91.99 |
91.99 |
91.99 |
91.99 |
+2.64 |
1,134 |
27,544 |
+359 |
| Feb14 |
121106 |
91.86 |
91.86 |
91.86 |
91.86 |
+2.62 |
212 |
9,482 |
+19 |
| Mar14 |
121106 |
91.71 |
91.71 |
88.87 |
91.71 |
+2.60 |
310 |
17,123 |
-31 |
| Total Volume and Open Interest |
477,577 |
1,608,918 |
+232 |
| e-miNY Crude Oil(NYM) |
| Nov12 |
121019 |
92.050 |
93.025 |
89.950 |
90.050 |
-2.050 |
4,278 |
7,295 |
-73 |
| Dec12 |
121106 |
85.700 |
89.225 |
85.400 |
88.700 |
+3.050 |
6,074 |
10,939 |
+360 |
| Jan13 |
121106 |
86.175 |
89.600 |
86.050 |
89.175 |
+3.025 |
821 |
2,624 |
+492 |
| Feb13 |
121106 |
87.450 |
89.725 |
87.450 |
89.725 |
+3.000 |
78 |
690 |
+39 |
| Mar13 |
121106 |
87.800 |
90.450 |
87.800 |
90.325 |
+2.975 |
55 |
367 |
+33 |
| Apr13 |
121106 |
90.875 |
90.875 |
90.875 |
90.875 |
+2.975 |
0 |
4 |
+0 |
| May13 |
121106 |
90.300 |
91.325 |
90.300 |
91.325 |
+2.925 |
0 |
5 |
+0 |
| Jun13 |
121106 |
89.875 |
91.700 |
89.875 |
91.650 |
+2.875 |
0 |
39 |
+0 |
| Jul13 |
121106 |
91.850 |
91.850 |
91.850 |
91.850 |
+2.800 |
|
|
|
| Aug13 |
121106 |
91.975 |
91.975 |
91.975 |
91.975 |
+2.775 |
|
|
|
| Total Volume and Open Interest |
7,028 |
14,820 |
+924 |
| Heating Oil(NYM) |
| Dec12 |
121106 |
298.20 |
306.00 |
296.73 |
305.29 |
+7.00 |
60,734 |
90,678 |
-3,354 |
| Jan13 |
121106 |
298.56 |
306.55 |
297.19 |
305.87 |
+7.05 |
28,992 |
54,050 |
+2,003 |
| Feb13 |
121106 |
298.71 |
306.32 |
297.25 |
305.66 |
+7.17 |
21,283 |
40,053 |
+998 |
| Mar13 |
121106 |
297.66 |
305.18 |
297.66 |
304.60 |
+7.34 |
16,713 |
25,393 |
+832 |
| Apr13 |
121106 |
294.99 |
302.42 |
293.65 |
302.10 |
+7.55 |
9,149 |
29,415 |
+313 |
| May13 |
121106 |
297.65 |
304.03 |
294.79 |
303.71 |
+7.55 |
5,164 |
15,628 |
+305 |
| Jun13 |
121106 |
295.71 |
302.49 |
295.65 |
302.03 |
+7.39 |
4,769 |
17,209 |
+214 |
| Jul13 |
121106 |
296.10 |
302.03 |
295.60 |
301.55 |
+7.26 |
569 |
4,689 |
+181 |
| Aug13 |
121106 |
296.10 |
301.33 |
296.10 |
301.33 |
+7.08 |
174 |
3,395 |
+22 |
| Sep13 |
121106 |
294.16 |
301.20 |
294.16 |
301.20 |
+6.94 |
345 |
7,217 |
+46 |
| Oct13 |
121106 |
301.36 |
301.36 |
301.36 |
301.36 |
+6.85 |
122 |
2,188 |
+20 |
| Nov13 |
121106 |
295.06 |
301.59 |
295.06 |
301.59 |
+6.78 |
231 |
1,993 |
+6 |
| Dec13 |
121106 |
295.08 |
301.55 |
293.97 |
301.55 |
+6.69 |
1,753 |
12,207 |
+374 |
| Jan14 |
121106 |
301.30 |
301.30 |
301.30 |
301.30 |
+6.64 |
6 |
1,068 |
+4 |
| Total Volume and Open Interest |
150,006 |
306,283 |
+1,965 |
| Gasoline(NYMEX) |
| Dec12 |
121106 |
262.03 |
271.50 |
261.50 |
269.89 |
+7.87 |
50,713 |
99,637 |
-5,539 |
| Jan13 |
121106 |
261.01 |
269.24 |
259.05 |
268.09 |
+8.08 |
33,971 |
62,250 |
+2,959 |
| Feb13 |
121106 |
260.15 |
269.74 |
259.74 |
268.83 |
+8.17 |
15,431 |
25,328 |
+1,409 |
| Mar13 |
121106 |
263.24 |
271.68 |
262.46 |
270.96 |
+8.11 |
9,998 |
22,351 |
+332 |
| Apr13 |
121106 |
277.27 |
286.50 |
276.94 |
285.99 |
+7.79 |
3,849 |
14,340 |
-169 |
| May13 |
121106 |
277.32 |
285.85 |
276.38 |
285.25 |
+7.62 |
2,266 |
10,273 |
+70 |
| Jun13 |
121106 |
275.65 |
283.40 |
273.71 |
282.54 |
+7.43 |
2,234 |
12,142 |
+464 |
| Jul13 |
121106 |
274.60 |
279.35 |
274.43 |
279.04 |
+7.21 |
1,018 |
3,681 |
+233 |
| Aug13 |
121106 |
275.40 |
275.40 |
275.40 |
275.40 |
+7.11 |
756 |
2,923 |
+220 |
| Sep13 |
121106 |
266.85 |
271.00 |
266.74 |
271.00 |
+7.04 |
582 |
4,078 |
+67 |
| Total Volume and Open Interest |
125,357 |
265,267 |
-2,722 |
| e-miNY RBOB Gasoline(NYM) |
| Dec12 |
121106 |
269.90 |
269.90 |
269.89 |
269.90 |
+7.90 |
0 |
1 |
+0 |
| Jan13 |
121106 |
268.10 |
268.10 |
268.09 |
268.10 |
+8.10 |
|
|
|
| Feb13 |
121106 |
268.80 |
268.83 |
268.80 |
268.80 |
+8.10 |
|
|
|
| Mar13 |
121106 |
271.00 |
271.00 |
270.96 |
271.00 |
+8.10 |
|
|
|
| Total Volume and Open Interest |
0 |
1 |
+0 |
| Natural Gas(NYM) |
| Dec12 |
121106 |
3.568 |
3.620 |
3.513 |
3.617 |
+0.063 |
85,735 |
162,688 |
-8,546 |
| Jan13 |
121106 |
3.680 |
3.751 |
3.635 |
3.748 |
+0.070 |
48,361 |
264,326 |
-2,680 |
| Feb13 |
121106 |
3.688 |
3.756 |
3.640 |
3.754 |
+0.071 |
19,304 |
65,251 |
+3,205 |
| Mar13 |
121106 |
3.659 |
3.730 |
3.615 |
3.729 |
+0.070 |
16,677 |
126,804 |
-379 |
| Apr13 |
121106 |
3.639 |
3.710 |
3.598 |
3.710 |
+0.069 |
20,387 |
131,896 |
+1,530 |
| May13 |
121106 |
3.673 |
3.744 |
3.641 |
3.744 |
+0.067 |
3,190 |
36,731 |
+345 |
| Jun13 |
121106 |
3.721 |
3.785 |
3.679 |
3.784 |
+0.065 |
1,607 |
20,415 |
+19 |
| Jul13 |
121106 |
3.741 |
3.827 |
3.738 |
3.827 |
+0.066 |
1,856 |
24,184 |
+111 |
| Aug13 |
121106 |
3.773 |
3.847 |
3.764 |
3.847 |
+0.066 |
1,084 |
23,052 |
-173 |
| Sep13 |
121106 |
3.763 |
3.849 |
3.745 |
3.849 |
+0.065 |
812 |
21,922 |
+7 |
| Oct13 |
121106 |
3.806 |
3.885 |
3.788 |
3.885 |
+0.064 |
7,273 |
83,196 |
-710 |
| Nov13 |
121106 |
3.936 |
3.998 |
3.906 |
3.996 |
+0.061 |
3,149 |
25,097 |
+121 |
| Dec13 |
121106 |
4.123 |
4.193 |
4.094 |
4.190 |
+0.061 |
1,952 |
31,156 |
-86 |
| Jan14 |
121106 |
4.236 |
4.294 |
4.236 |
4.294 |
+0.063 |
3,028 |
55,024 |
-119 |
| Feb14 |
121106 |
4.240 |
4.284 |
4.235 |
4.284 |
+0.063 |
91 |
5,277 |
-4 |
| Mar14 |
121106 |
4.156 |
4.205 |
4.155 |
4.205 |
+0.063 |
369 |
11,504 |
-144 |
| Total Volume and Open Interest |
217,603 |
1,176,496 |
-8,706 |
| Brent Crude Oil(ICE) |
| Dec12 |
121106 |
107.93 |
111.31 |
107.13 |
111.07 |
+3.34 |
217,310 |
195,869 |
-13,411 |
| Jan13 |
121106 |
106.85 |
110.39 |
106.26 |
110.14 |
+3.23 |
122,728 |
227,136 |
+3,062 |
| Feb13 |
121106 |
106.19 |
109.65 |
105.59 |
109.43 |
+3.16 |
53,267 |
103,461 |
+3,147 |
| Mar13 |
121106 |
105.62 |
109.04 |
105.06 |
108.87 |
+3.10 |
34,455 |
60,518 |
-845 |
| Apr13 |
121106 |
105.20 |
108.60 |
104.64 |
108.42 |
+3.06 |
21,731 |
38,336 |
+646 |
| May13 |
121106 |
104.83 |
108.09 |
104.27 |
108.02 |
+3.02 |
14,152 |
40,022 |
+2,115 |
| Jun13 |
121106 |
104.41 |
107.79 |
103.90 |
107.62 |
+2.98 |
39,437 |
84,018 |
+2,976 |
| Jul13 |
121106 |
104.04 |
107.30 |
103.52 |
107.19 |
+2.93 |
10,297 |
33,058 |
+3,431 |
| Aug13 |
121106 |
103.64 |
106.73 |
103.13 |
106.73 |
+2.89 |
4,515 |
38,406 |
-448 |
| Sep13 |
121106 |
103.70 |
106.24 |
103.70 |
106.24 |
+2.85 |
6,771 |
42,200 |
-698 |
| Oct13 |
121106 |
105.97 |
105.97 |
105.78 |
105.78 |
+2.81 |
4,742 |
39,061 |
-655 |
| Nov13 |
121106 |
105.70 |
105.70 |
105.36 |
105.36 |
+2.76 |
3,353 |
28,422 |
+601 |
| Dec13 |
121106 |
102.06 |
105.13 |
101.60 |
104.96 |
+2.71 |
31,739 |
114,307 |
+457 |
| Jan14 |
121106 |
104.57 |
104.57 |
104.57 |
104.57 |
+2.66 |
1,498 |
18,002 |
+68 |
| Total Volume and Open Interest |
576,699 |
1,252,228 |
+1,553 |
| Gas Oil(ICE) |
| Nov12 |
121106 |
932.25 |
953.75 |
927.25 |
937.00 |
+14.50 |
31,939 |
58,498 |
-8,861 |
| Dec12 |
121106 |
932.00 |
953.25 |
925.00 |
936.75 |
+16.75 |
104,521 |
139,560 |
-4,892 |
| Jan13 |
121106 |
928.50 |
953.00 |
923.25 |
936.75 |
+18.75 |
52,983 |
72,457 |
-614 |
| Feb13 |
121106 |
924.75 |
949.75 |
919.75 |
933.75 |
+19.75 |
22,097 |
39,703 |
+3,465 |
| Mar13 |
121106 |
921.50 |
946.00 |
917.00 |
930.25 |
+20.00 |
11,060 |
33,459 |
-139 |
| Apr13 |
121106 |
917.75 |
941.75 |
912.50 |
926.50 |
+20.00 |
5,044 |
27,675 |
-77 |
| May13 |
121106 |
909.50 |
937.50 |
909.50 |
922.75 |
+19.75 |
4,457 |
18,043 |
-189 |
| Jun13 |
121106 |
909.00 |
934.00 |
905.75 |
919.25 |
+19.25 |
9,414 |
37,856 |
-34 |
| Jul13 |
121106 |
912.25 |
926.75 |
912.25 |
916.50 |
+19.00 |
2,834 |
14,993 |
+582 |
| Aug13 |
121106 |
901.00 |
921.50 |
901.00 |
913.75 |
+18.75 |
1,472 |
11,305 |
+112 |
| Total Volume and Open Interest |
254,215 |
563,828 |
-9,849 |
| Ethanol(CBOT) |
| Nov12 |
121105 |
2.315 |
2.315 |
2.310 |
2.310 |
-0.030 |
100 |
97 |
-235 |
| Dec12 |
121106 |
2.348 |
2.348 |
2.330 |
2.345 |
+0.013 |
339 |
1,683 |
-59 |
| Jan13 |
121106 |
2.343 |
2.343 |
2.332 |
2.338 |
+0.011 |
278 |
1,161 |
-40 |
| Feb13 |
121106 |
2.348 |
2.351 |
2.345 |
2.351 |
+0.013 |
124 |
949 |
+78 |
| Mar13 |
121106 |
2.340 |
2.358 |
2.340 |
2.355 |
+0.012 |
46 |
1,931 |
+2 |
| Apr13 |
121106 |
2.363 |
2.364 |
2.360 |
2.364 |
+0.010 |
33 |
589 |
-2 |
| May13 |
121106 |
2.378 |
2.378 |
2.378 |
2.378 |
+0.013 |
30 |
1,366 |
+11 |
| Jun13 |
121106 |
2.385 |
2.387 |
2.383 |
2.384 |
+0.014 |
13 |
1,533 |
+3 |
| Total Volume and Open Interest |
903 |
11,218 |
-86 |
| WTI Crude Oil(ICE) |
| Dec12 |
121106 |
85.69 |
89.22 |
85.43 |
88.71 |
+3.06 |
50,872 |
94,015 |
-8,717 |
| Jan13 |
121106 |
86.10 |
89.62 |
85.94 |
89.17 |
+3.03 |
20,213 |
71,060 |
+3,548 |
| Feb13 |
121106 |
86.69 |
90.12 |
86.55 |
89.73 |
+3.00 |
18,351 |
36,988 |
+5,668 |
| Mar13 |
121106 |
87.23 |
90.65 |
87.23 |
90.32 |
+2.98 |
10,271 |
36,978 |
-1,631 |
| Apr13 |
121106 |
88.30 |
90.87 |
88.30 |
90.87 |
+2.96 |
5,990 |
16,002 |
+1,750 |
| May13 |
121106 |
88.97 |
91.41 |
88.97 |
91.33 |
+2.92 |
3,637 |
12,173 |
+425 |
| Jun13 |
121106 |
88.67 |
92.03 |
88.67 |
91.64 |
+2.86 |
4,750 |
49,163 |
-65 |
| Jul13 |
121106 |
91.86 |
91.86 |
91.86 |
91.86 |
+2.81 |
1,102 |
7,526 |
+296 |
| Aug13 |
121106 |
91.97 |
91.97 |
91.97 |
91.97 |
+2.77 |
707 |
4,717 |
+78 |
| Sep13 |
121106 |
92.05 |
92.05 |
92.05 |
92.05 |
+2.74 |
586 |
8,944 |
+6 |
| Oct13 |
121106 |
92.07 |
92.07 |
92.07 |
92.07 |
+2.71 |
317 |
4,461 |
-11 |
| Nov13 |
121106 |
92.09 |
92.09 |
92.09 |
92.09 |
+2.68 |
292 |
5,212 |
+28 |
| Dec13 |
121106 |
89.25 |
92.40 |
89.25 |
92.11 |
+2.66 |
4,576 |
67,331 |
+134 |
| Jan14 |
121106 |
91.99 |
91.99 |
91.99 |
91.99 |
+2.64 |
542 |
5,378 |
+244 |
| Feb14 |
121106 |
91.86 |
91.86 |
91.86 |
91.86 |
+2.62 |
21 |
1,866 |
-5 |
| Mar14 |
121106 |
91.71 |
91.71 |
91.71 |
91.71 |
+2.60 |
25 |
3,672 |
+0 |
| Total Volume and Open Interest |
122,898 |
523,174 |
+1,723 |
| US Dollar Index(ICE) |
| Dec12 |
121106 |
80.800 |
80.920 |
80.650 |
80.715 |
-0.128 |
18,155 |
37,870 |
-848 |
| Mar13 |
121106 |
81.070 |
81.110 |
80.885 |
80.945 |
-0.113 |
43 |
1,067 |
+35 |
| Jun13 |
121106 |
81.185 |
81.185 |
81.185 |
81.185 |
-0.113 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
18,198 |
38,943 |
-813 |
| Australian Dollar(CME) |
| Dec12 |
121106 |
103.37 |
104.13 |
103.25 |
104.02 |
+0.77 |
69,228 |
174,524 |
-1,113 |
| Mar13 |
121106 |
102.71 |
103.27 |
102.52 |
103.27 |
+0.75 |
10 |
662 |
+4 |
| Jun13 |
121106 |
102.54 |
102.54 |
101.84 |
102.54 |
+0.70 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
69,238 |
175,200 |
-1,109 |
| British Pound(CME) |
| Dec12 |
121106 |
159.79 |
160.06 |
159.63 |
159.92 |
+0.23 |
95,316 |
163,115 |
-4,831 |
| Mar13 |
121106 |
159.72 |
160.00 |
159.64 |
159.87 |
+0.23 |
55 |
456 |
+50 |
| Jun13 |
121106 |
159.85 |
159.85 |
159.60 |
159.85 |
+0.25 |
0 |
59 |
+0 |
| Total Volume and Open Interest |
95,371 |
163,632 |
-4,781 |
| Canadian Dollar(CME) |
| Dec12 |
121106 |
100.28 |
100.82 |
100.22 |
100.74 |
+0.52 |
49,977 |
162,871 |
-1,618 |
| Mar13 |
121106 |
100.22 |
100.58 |
100.01 |
100.53 |
+0.52 |
42 |
3,426 |
+9 |
| Jun13 |
121106 |
100.15 |
100.32 |
99.80 |
100.32 |
+0.52 |
1 |
608 |
+1 |
| Sep13 |
121106 |
100.10 |
100.10 |
99.58 |
100.10 |
+0.52 |
8 |
895 |
+2 |
| Total Volume and Open Interest |
50,032 |
167,902 |
-1,606 |
| Japanese Yen(CME) |
| Dec12 |
121106 |
124.65 |
125.10 |
124.34 |
124.40 |
-0.22 |
63,828 |
155,266 |
+2,018 |
| Mar13 |
121106 |
125.00 |
125.12 |
124.52 |
124.52 |
-0.22 |
32 |
587 |
+3 |
| Jun13 |
121106 |
124.82 |
124.86 |
124.64 |
124.64 |
-0.22 |
1 |
26 |
+0 |
| Total Volume and Open Interest |
63,861 |
155,901 |
+2,021 |
| Swiss Franc(CME) |
| Dec12 |
121106 |
106.06 |
106.21 |
105.80 |
106.08 |
+0.04 |
26,990 |
38,483 |
+329 |
| Mar13 |
121106 |
106.25 |
106.25 |
106.21 |
106.25 |
+0.04 |
0 |
65 |
+0 |
| Jun13 |
121106 |
106.44 |
106.44 |
106.40 |
106.44 |
+0.04 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
26,990 |
38,551 |
+329 |
| EuroFX(CME) |
| Dec12 |
121106 |
128.00 |
128.32 |
127.67 |
128.21 |
+0.28 |
219,459 |
223,251 |
+670 |
| Mar13 |
121106 |
128.09 |
128.41 |
127.85 |
128.34 |
+0.29 |
259 |
1,094 |
-31 |
| Jun13 |
121106 |
128.18 |
128.47 |
128.15 |
128.45 |
+0.29 |
1 |
549 |
+0 |
| Total Volume and Open Interest |
219,721 |
224,942 |
+637 |
| Mexican Peso(CME) |
| Nov12 |
121106 |
771.50 |
771.50 |
765.50 |
771.50 |
+6.00 |
|
|
|
| Dec12 |
121106 |
763.75 |
770.00 |
763.00 |
769.00 |
+6.00 |
18,365 |
187,298 |
-886 |
| Total Volume and Open Interest |
18,368 |
188,221 |
-883 |
| Brazilian Real(CME) |
| Dec12 |
121106 |
490.40 |
490.75 |
490.40 |
490.45 |
+0.50 |
179 |
5,355 |
-172 |
| Jan13 |
121106 |
488.65 |
488.65 |
488.65 |
488.65 |
+0.50 |
|
|
|
| Feb13 |
121106 |
486.90 |
486.90 |
486.90 |
486.90 |
+0.50 |
0 |
201 |
+0 |
| Mar13 |
121106 |
485.10 |
485.10 |
485.10 |
485.10 |
+0.50 |
44 |
44 |
+43 |
| Total Volume and Open Interest |
4,715 |
32,587 |
+4,363 |
| 30-Year T-Bonds(CBOT) |
| Dec12 |
121106 |
149~050 |
149~080 |
148~030 |
148~090 |
-0~310 |
245,166 |
551,329 |
+5,890 |
| Mar13 |
121106 |
147~240 |
147~290 |
146~250 |
146~300 |
-0~310 |
1,023 |
1,721 |
+480 |
| Jun13 |
121106 |
145~250 |
146~240 |
145~250 |
145~250 |
-0~310 |
|
|
|
| Total Volume and Open Interest |
246,189 |
553,050 |
+6,370 |
| 10-Year T-Notes(CBOT) |
| Dec12 |
121106 |
133~040 |
133~055 |
132~200 |
132~225 |
-0~140 |
724,924 |
1,697,067 |
+493 |
| Mar13 |
121106 |
132~155 |
132~170 |
132~020 |
132~040 |
-0~145 |
5,419 |
13,822 |
+1,747 |
| Jun13 |
121106 |
131~090 |
131~090 |
131~090 |
131~090 |
-0~145 |
|
|
|
| Total Volume and Open Interest |
730,343 |
1,710,889 |
+2,240 |
| 5-Year T-Notes(CBOT) |
| Dec12 |
121106 |
124~110 |
124~122 |
124~022 |
124~040 |
-0~082 |
361,307 |
1,343,134 |
+3,580 |
| Mar13 |
121106 |
124~010 |
124~052 |
123~284 |
123~284 |
-0~086 |
2,948 |
3,643 |
+2,065 |
| Jun13 |
121106 |
123~084 |
123~172 |
123~084 |
123~084 |
-0~086 |
|
|
|
| Total Volume and Open Interest |
364,255 |
1,346,777 |
+5,645 |
| 2 Year T-Notes(CBOT) |
| Dec12 |
121106 |
110~062 |
110~062 |
110~042 |
110~052 |
-0~010 |
142,190 |
923,786 |
+15,643 |
| Mar13 |
121106 |
110~046 |
110~050 |
110~030 |
110~036 |
-0~012 |
18,356 |
59,817 |
+4,233 |
| Jun13 |
121106 |
109~202 |
109~214 |
109~202 |
109~202 |
-0~012 |
|
|
|
| Total Volume and Open Interest |
160,546 |
983,603 |
+19,876 |
| Eurodollars(CME) |
| Dec12 |
121106 |
99.690 |
99.695 |
99.685 |
99.690 |
-0.005 |
83,634 |
915,512 |
-12,124 |
| Mar13 |
121106 |
99.690 |
99.695 |
99.675 |
99.680 |
-0.010 |
97,620 |
782,923 |
+1,665 |
| Jun13 |
121106 |
99.670 |
99.675 |
99.650 |
99.655 |
-0.015 |
130,975 |
756,142 |
+5,155 |
| Sep13 |
121106 |
99.655 |
99.660 |
99.625 |
99.630 |
-0.025 |
119,352 |
638,752 |
-2,280 |
| Dec13 |
121106 |
99.620 |
99.630 |
99.585 |
99.590 |
-0.035 |
149,572 |
703,469 |
-10,463 |
| Mar14 |
121106 |
99.590 |
99.595 |
99.540 |
99.550 |
-0.045 |
128,156 |
622,274 |
+4,361 |
| Jun14 |
121106 |
99.545 |
99.550 |
99.490 |
99.500 |
-0.050 |
128,120 |
505,891 |
-1,372 |
| Sep14 |
121106 |
99.495 |
99.500 |
99.435 |
99.445 |
-0.055 |
139,844 |
463,594 |
+5,916 |
| Dec14 |
121106 |
99.435 |
99.440 |
99.365 |
99.380 |
-0.060 |
107,139 |
475,603 |
+2,669 |
| Mar15 |
121106 |
99.370 |
99.375 |
99.305 |
99.315 |
-0.065 |
91,075 |
479,332 |
+9,391 |
| Jun15 |
121106 |
99.295 |
99.295 |
99.215 |
99.230 |
-0.070 |
91,314 |
535,620 |
+5,778 |
| Sep15 |
121106 |
99.195 |
99.200 |
99.115 |
99.130 |
-0.075 |
74,637 |
355,676 |
+6,952 |
| Dec15 |
121106 |
99.070 |
99.070 |
98.990 |
99.005 |
-0.075 |
74,843 |
320,010 |
-7,263 |
| Mar16 |
121106 |
98.945 |
98.945 |
98.865 |
98.880 |
-0.075 |
39,594 |
199,480 |
+1,438 |
| Jun16 |
121106 |
98.805 |
98.810 |
98.725 |
98.745 |
-0.075 |
28,298 |
141,457 |
-1,310 |
| Sep16 |
121106 |
98.665 |
98.670 |
98.585 |
98.605 |
-0.075 |
26,898 |
140,716 |
+3,037 |
| Dec16 |
121106 |
98.515 |
98.520 |
98.430 |
98.455 |
-0.075 |
30,770 |
98,029 |
+1,379 |
| Mar17 |
121106 |
98.380 |
98.390 |
98.300 |
98.320 |
-0.075 |
18,831 |
84,875 |
+110 |
| Total Volume and Open Interest |
1,594,759 |
8,452,620 |
+12,101 |
| Ultra T-Bond(CBOT) |
| Dec12 |
121106 |
164~10 |
164~13 |
162~31 |
163~09 |
-1~09 |
35,713 |
347,440 |
-315 |
| Mar13 |
121106 |
162~26 |
163~01 |
161~28 |
161~28 |
-1~09 |
107 |
122 |
+100 |
| Jun13 |
121106 |
161~28 |
161~28 |
161~28 |
161~28 |
-1~09 |
|
|
|
| Total Volume and Open Interest |
35,820 |
347,562 |
-215 |
| 30 Day Federal Funds(CBOT) |
| Nov12 |
121106 |
99.838 |
99.838 |
99.832 |
99.838 |
unch |
743 |
66,538 |
-52 |
| Dec12 |
121106 |
99.840 |
99.850 |
99.840 |
99.845 |
unch |
1,247 |
35,220 |
+399 |
| Jan13 |
121106 |
99.855 |
99.860 |
99.855 |
99.855 |
unch |
265 |
23,729 |
-84 |
| Feb13 |
121106 |
99.865 |
99.865 |
99.855 |
99.860 |
unch |
983 |
24,369 |
-413 |
| Mar13 |
121106 |
99.860 |
99.870 |
99.855 |
99.865 |
+0.005 |
482 |
18,714 |
+92 |
| Apr13 |
121106 |
99.865 |
99.870 |
99.855 |
99.860 |
unch |
842 |
21,824 |
+180 |
| Total Volume and Open Interest |
12,882 |
356,432 |
+1,322 |
| 3-Mth Euro-Yen(CME) |
| Dec12 |
121106 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
| Mar13 |
121106 |
99.710 |
99.710 |
99.710 |
99.710 |
+0.005 |
|
|
|
| Jun13 |
121106 |
99.735 |
99.735 |
99.735 |
99.735 |
+0.005 |
|
|
|
| Sep13 |
121106 |
99.743 |
99.743 |
99.743 |
99.743 |
+0.005 |
|
|
|
| Dec13 |
121106 |
99.745 |
99.745 |
99.745 |
99.745 |
+0.005 |
|
|
|
| Mar14 |
121106 |
99.745 |
99.745 |
99.745 |
99.745 |
+0.005 |
|
|
|
| Jun14 |
121106 |
99.605 |
99.605 |
99.605 |
99.605 |
+0.005 |
|
|
|
| Sep14 |
121106 |
99.465 |
99.465 |
99.465 |
99.465 |
+0.005 |
|
|
|
| Dec14 |
121106 |
99.690 |
99.690 |
99.690 |
99.690 |
+0.005 |
|
|
|
| Mar15 |
121106 |
99.550 |
99.550 |
99.550 |
99.550 |
+0.005 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec12 |
121106 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
2,092 |
+0 |
| Mar13 |
121106 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.00 |
0 |
343 |
+0 |
| Jun13 |
121106 |
99.74 |
99.74 |
99.74 |
99.74 |
+0.00 |
0 |
201 |
+0 |
| Sep13 |
121106 |
99.74 |
99.74 |
99.74 |
99.74 |
+0.00 |
0 |
305 |
+0 |
| Dec13 |
121106 |
99.75 |
99.75 |
99.75 |
99.75 |
+0.01 |
0 |
384 |
+0 |
| Mar14 |
121106 |
99.75 |
99.75 |
99.75 |
99.75 |
+0.01 |
0 |
344 |
+0 |
| Jun14 |
121106 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
|
|
|
| Sep14 |
121106 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.00 |
|
|
|
| Total Volume and Open Interest |
0 |
3,673 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Dec12 |
121106 |
144.25 |
144.33 |
144.23 |
144.31 |
+0.08 |
2,007 |
22,693 |
+137 |
| Mar13 |
121106 |
143.61 |
143.61 |
143.61 |
143.61 |
+0.08 |
|
|
|
| Jun13 |
121106 |
141.52 |
141.52 |
141.52 |
141.52 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
2,007 |
22,693 |
+137 |
| Euro-Bund(EUREX) |
| Dec12 |
121106 |
142.05 |
142.30 |
141.65 |
142.09 |
-0.04 |
547,385 |
855,463 |
+31,063 |
| Mar13 |
121106 |
143.73 |
143.90 |
143.28 |
143.71 |
-0.06 |
4,637 |
72,670 |
+2,333 |
| Jun13 |
121106 |
142.09 |
142.09 |
142.09 |
142.09 |
-0.04 |
72 |
0 |
+0 |
| Total Volume and Open Interest |
552,094 |
928,133 |
+33,396 |
| Euro-Bobl(EUREX) |
| Dec12 |
121106 |
126.13 |
126.24 |
125.97 |
126.16 |
+0.02 |
304,684 |
771,871 |
+2,499 |
| Mar13 |
121106 |
126.89 |
126.89 |
126.65 |
126.83 |
unch |
1,828 |
38,055 |
-257 |
| Jun13 |
121106 |
126.83 |
126.83 |
126.83 |
126.83 |
unch |
|
|
|
| Total Volume and Open Interest |
306,512 |
809,926 |
+2,242 |
| 3-Mth Euribor(EUREX) |
| Dec12 |
121106 |
99.810 |
99.810 |
99.810 |
99.810 |
unch |
0 |
2,803 |
+0 |
| Mar13 |
121106 |
99.820 |
99.820 |
99.820 |
99.820 |
unch |
0 |
1,858 |
+0 |
| Jun13 |
121106 |
99.795 |
99.795 |
99.795 |
99.795 |
unch |
0 |
703 |
+0 |
| Total Volume and Open Interest |
82 |
7,578 |
+42 |
| Long Gilt(LIFFE) |
| Dec12 |
121106 |
119~17 |
119~24 |
119~13 |
119~20 |
+0~02 |
150,075 |
344,870 |
+632 |
| Mar13 |
121106 |
118~26 |
118~26 |
118~26 |
118~26 |
+0~02 |
0 |
368 |
+50 |
| Total Volume and Open Interest |
150,075 |
345,238 |
+682 |
| 3-Mth Short Sterling(LIFFE) |
| Dec12 |
121106 |
99.48 |
99.49 |
99.48 |
99.48 |
unch |
30,239 |
278,797 |
+4,444 |
| Mar13 |
121106 |
99.51 |
99.52 |
99.50 |
99.50 |
unch |
45,693 |
336,390 |
+468 |
| Jun13 |
121106 |
99.52 |
99.52 |
99.51 |
99.51 |
unch |
29,580 |
278,957 |
+4,176 |
| Sep13 |
121106 |
99.52 |
99.52 |
99.50 |
99.50 |
-0.01 |
28,035 |
313,646 |
+9,672 |
| Dec13 |
121106 |
99.49 |
99.50 |
99.48 |
99.48 |
-0.01 |
20,552 |
323,582 |
+891 |
| Mar14 |
121106 |
99.46 |
99.47 |
99.45 |
99.45 |
-0.01 |
31,684 |
259,617 |
+10,189 |
| Total Volume and Open Interest |
267,713 |
2,619,263 |
+41,933 |
| 3-Mth Euribor(LIFFE) |
| Dec12 |
121106 |
99.810 |
99.820 |
99.805 |
99.810 |
unch |
77,572 |
524,230 |
+10,131 |
| Mar13 |
121106 |
99.820 |
99.830 |
99.815 |
99.820 |
unch |
124,359 |
510,884 |
+8,784 |
| Jun13 |
121106 |
99.795 |
99.805 |
99.790 |
99.795 |
unch |
93,237 |
432,906 |
+9,714 |
| Total Volume and Open Interest |
728,864 |
3,962,179 |
+57,143 |
| 3-Mth Aus T-Bills(SFE) |
| Dec12 |
121106 |
96.89 |
96.91 |
96.78 |
96.81 |
-0.09 |
40,111 |
149,430 |
+5,506 |
| Mar13 |
121106 |
97.08 |
97.11 |
96.96 |
96.99 |
-0.10 |
42,472 |
192,684 |
+7,459 |
| Jun13 |
121106 |
97.18 |
97.21 |
97.06 |
97.08 |
-0.10 |
24,719 |
139,031 |
-975 |
| Sep13 |
121106 |
97.17 |
97.19 |
97.07 |
97.09 |
-0.09 |
9,320 |
87,902 |
+1,087 |
| Dec13 |
121106 |
97.11 |
97.13 |
97.01 |
97.02 |
-0.09 |
5,008 |
67,845 |
+2,392 |
| Mar14 |
121106 |
97.02 |
97.04 |
96.94 |
96.94 |
-0.08 |
3,566 |
41,535 |
+688 |
| Jun14 |
121106 |
96.95 |
96.96 |
96.86 |
96.86 |
-0.08 |
2,462 |
20,287 |
+587 |
| Sep14 |
121106 |
96.85 |
96.87 |
96.77 |
96.78 |
-0.07 |
1,087 |
13,909 |
+778 |
| Dec14 |
121106 |
96.79 |
96.79 |
96.70 |
96.70 |
-0.07 |
11 |
1,616 |
+5 |
| Mar15 |
121106 |
96.64 |
96.64 |
96.64 |
96.64 |
-0.07 |
10 |
54 |
+10 |
| Total Volume and Open Interest |
128,786 |
714,516 |
+17,557 |
| 10-Year Aus T-Bonds(SFE) |
| Dec12 |
121106 |
96.92 |
96.98 |
96.89 |
96.90 |
-0.03 |
48,965 |
417,480 |
+3,413 |
| Mar13 |
121106 |
96.90 |
96.90 |
96.90 |
96.90 |
-0.03 |
5 |
5 |
+0 |
| Total Volume and Open Interest |
48,970 |
417,485 |
+3,413 |
| 3-Year Aus T-Bonds(SFE) |
| Dec12 |
121106 |
97.41 |
97.49 |
97.33 |
97.35 |
-0.07 |
152,411 |
473,280 |
+18,690 |
| Mar13 |
121106 |
97.35 |
97.35 |
97.35 |
97.35 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
152,411 |
473,280 |
+18,690 |
| Gold(CMX) |
| Dec12 |
121106 |
1685.4 |
1720.9 |
1683.5 |
1715.0 |
+31.8 |
120,547 |
277,932 |
-11,683 |
| Feb13 |
121106 |
1688.5 |
1722.4 |
1686.1 |
1717.2 |
+31.8 |
4,993 |
59,129 |
+1,266 |
| Apr13 |
121106 |
1690.6 |
1722.4 |
1690.2 |
1719.2 |
+31.8 |
1,060 |
17,545 |
+187 |
| Jun13 |
121106 |
1690.3 |
1725.0 |
1690.3 |
1721.2 |
+31.9 |
884 |
21,700 |
+633 |
| Aug13 |
121106 |
1700.0 |
1724.0 |
1700.0 |
1723.2 |
+32.0 |
3,096 |
10,413 |
+845 |
| Oct13 |
121106 |
1700.6 |
1727.0 |
1700.6 |
1725.1 |
+32.0 |
161 |
5,605 |
+58 |
| Dec13 |
121106 |
1703.7 |
1729.9 |
1702.1 |
1727.3 |
+32.1 |
215 |
11,794 |
-72 |
| Feb14 |
121106 |
1705.0 |
1729.8 |
1705.0 |
1729.8 |
+32.1 |
0 |
2,422 |
+0 |
| Apr14 |
121106 |
1732.3 |
1732.3 |
1732.3 |
1732.3 |
+32.2 |
1 |
3,377 |
+1 |
| Jun14 |
121106 |
1737.5 |
1737.5 |
1734.8 |
1734.8 |
+32.2 |
172 |
8,993 |
-10 |
| Aug14 |
121106 |
1737.3 |
1737.3 |
1737.3 |
1737.3 |
+32.2 |
0 |
83 |
+0 |
| Total Volume and Open Interest |
131,581 |
441,944 |
-8,589 |
| Silver(CMX) |
| Dec12 |
121106 |
3120.0 |
3227.5 |
3107.0 |
3203.4 |
+90.6 |
35,628 |
71,185 |
-3,115 |
| Mar13 |
121106 |
3126.5 |
3232.5 |
3116.0 |
3211.1 |
+90.9 |
3,342 |
17,852 |
+414 |
| May13 |
121106 |
3143.5 |
3225.0 |
3124.5 |
3214.9 |
+91.1 |
351 |
5,644 |
+178 |
| Jul13 |
121106 |
3141.5 |
3220.0 |
3132.5 |
3218.3 |
+91.2 |
214 |
6,172 |
+16 |
| Sep13 |
121106 |
3221.0 |
3221.0 |
3221.0 |
3221.0 |
+91.3 |
181 |
3,487 |
+87 |
| Dec13 |
121106 |
3153.5 |
3233.5 |
3153.5 |
3224.4 |
+91.4 |
985 |
16,286 |
+251 |
| Mar14 |
121106 |
3222.9 |
3222.9 |
3222.9 |
3222.9 |
+91.5 |
245 |
1,241 |
+245 |
| Total Volume and Open Interest |
41,092 |
137,416 |
-1,887 |
| Platinum(NYMEX) |
| Jan13 |
121106 |
1545.3 |
1564.5 |
1539.1 |
1558.3 |
+15.6 |
6,253 |
56,406 |
-781 |
| Apr13 |
121106 |
1553.9 |
1565.5 |
1542.8 |
1561.4 |
+15.6 |
80 |
3,693 |
+49 |
| Jul13 |
121106 |
1564.1 |
1564.2 |
1560.0 |
1564.2 |
+15.5 |
1 |
127 |
+1 |
| Oct13 |
121106 |
1566.3 |
1566.3 |
1566.3 |
1566.3 |
+15.5 |
0 |
42 |
+0 |
| Total Volume and Open Interest |
6,337 |
60,312 |
-731 |
| Palladium(NYMEX) |
| Dec12 |
121106 |
611.15 |
621.65 |
610.75 |
620.15 |
+17.15 |
3,037 |
18,761 |
+12 |
| Mar13 |
121106 |
616.15 |
622.15 |
614.15 |
621.90 |
+17.05 |
201 |
2,227 |
+38 |
| Jun13 |
121106 |
623.15 |
623.15 |
623.15 |
623.15 |
+17.05 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
3,238 |
20,998 |
+56 |
| Copper(CMX) |
| Dec12 |
121106 |
347.50 |
352.20 |
347.00 |
350.60 |
+3.60 |
42,853 |
81,072 |
-2,951 |
| Mar13 |
121106 |
348.85 |
353.25 |
348.15 |
351.70 |
+3.65 |
4,676 |
45,448 |
+662 |
| May13 |
121106 |
350.05 |
352.75 |
350.05 |
352.40 |
+3.65 |
821 |
7,407 |
+307 |
| Jul13 |
121106 |
350.65 |
353.65 |
350.15 |
352.85 |
+3.65 |
818 |
5,704 |
+51 |
| Sep13 |
121106 |
351.20 |
353.25 |
351.20 |
353.25 |
+3.65 |
374 |
1,970 |
-18 |
| Total Volume and Open Interest |
51,576 |
152,107 |
-2,552 |
| DJIA Index(CBOT) |
| Dec12 |
121106 |
13037 |
13212 |
13037 |
13201 |
+148 |
139 |
13,272 |
+25 |
| Mar13 |
121106 |
13122 |
13122 |
12975 |
13122 |
+147 |
0 |
6 |
+0 |
| Jun13 |
121106 |
13041 |
13041 |
12894 |
13041 |
+147 |
|
|
|
| Sep13 |
121106 |
12962 |
12962 |
12815 |
12962 |
+147 |
|
|
|
| Total Volume and Open Interest |
139 |
13,278 |
+25 |
| E-mini DJIA Index(CBOT) |
| Dec12 |
121106 |
13045 |
13229 |
13034 |
13201 |
+148 |
83,754 |
102,374 |
-2,859 |
| Mar13 |
121106 |
12980 |
13131 |
12980 |
13122 |
+147 |
6 |
192 |
+0 |
| Jun13 |
121106 |
12955 |
13045 |
12949 |
13041 |
+147 |
0 |
45 |
+0 |
| Sep13 |
121106 |
12962 |
12962 |
12962 |
12962 |
+147 |
|
|
|
| Total Volume and Open Interest |
83,760 |
102,611 |
-2,859 |
| S & P 500(CME) |
| Dec12 |
121106 |
1410.00 |
1429.00 |
1409.90 |
1425.20 |
+13.20 |
7,107 |
205,342 |
-184 |
| Mar13 |
121106 |
1418.40 |
1420.20 |
1417.20 |
1418.40 |
+13.20 |
346 |
2,618 |
+194 |
| Jun13 |
121106 |
1411.50 |
1413.20 |
1410.20 |
1411.50 |
+13.30 |
200 |
1,351 |
+105 |
| Sep13 |
121106 |
1405.00 |
1406.70 |
1403.70 |
1405.00 |
+13.30 |
|
|
|
| Total Volume and Open Interest |
7,653 |
209,311 |
+115 |
| S & P 500 E-Mini(Globex) |
| Dec12 |
121106 |
1411.00 |
1429.25 |
1409.75 |
1425.25 |
+13.25 |
1,388,947 |
2,985,203 |
+6,407 |
| Mar13 |
121106 |
1403.50 |
1422.00 |
1403.50 |
1418.50 |
+13.25 |
4,714 |
36,412 |
+4,848 |
| Total Volume and Open Interest |
1,393,689 |
3,023,478 |
+11,292 |
| NASDAQ 100(CME) |
| Dec12 |
121106 |
2658.30 |
2693.00 |
2654.00 |
2675.80 |
+13.50 |
2,145 |
15,678 |
+174 |
| Mar13 |
121106 |
2669.50 |
2675.00 |
2669.50 |
2669.50 |
+13.50 |
0 |
1 |
+0 |
| Jun13 |
121106 |
2664.00 |
2664.00 |
2650.50 |
2664.00 |
+13.50 |
|
|
|
| Total Volume and Open Interest |
2,145 |
15,679 |
+174 |
| NASDAQ 100 E-Mini(Globex) |
| Dec12 |
121106 |
2661.30 |
2691.80 |
2653.30 |
2675.80 |
+13.50 |
251,300 |
363,186 |
-3,393 |
| Mar13 |
121106 |
2658.00 |
2685.80 |
2658.00 |
2669.50 |
+13.50 |
23 |
211 |
+5 |
| Total Volume and Open Interest |
251,323 |
363,407 |
-3,388 |
| S & P Midcap 400(CME) |
| Dec12 |
121106 |
1000.70 |
1000.70 |
1000.70 |
1000.70 |
+8.90 |
1 |
979 |
+0 |
| Mar13 |
121106 |
998.70 |
998.70 |
989.80 |
998.70 |
+8.90 |
|
|
|
| Jun13 |
121106 |
996.60 |
996.60 |
987.70 |
996.60 |
+8.90 |
|
|
|
| Total Volume and Open Interest |
1 |
979 |
+0 |
| Volatility Index(CBOE) |
| Nov12 |
121106 |
17.95 |
18.07 |
16.85 |
17.05 |
-1.05 |
45,229 |
106,075 |
-7,761 |
| Dec12 |
121106 |
18.70 |
18.85 |
17.75 |
18.10 |
-0.80 |
28,136 |
102,746 |
+2,055 |
| Jan13 |
121106 |
20.10 |
20.19 |
19.20 |
19.45 |
-0.80 |
9,399 |
0 |
+0 |
| Feb13 |
121106 |
20.80 |
20.85 |
19.95 |
20.15 |
-0.80 |
6,358 |
33,318 |
+39 |
| Total Volume and Open Interest |
102,279 |
302,145 |
-4,315 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec12 |
121106 |
9030 |
9080 |
8975 |
9065 |
+35 |
2,540 |
31,539 |
-101 |
| Mar13 |
121106 |
9070 |
9070 |
9035 |
9070 |
+35 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2,540 |
31,540 |
-101 |
| Nikkei 225(SGX) |
| Dec12 |
121106 |
9010 |
9015 |
8955 |
8995 |
-15 |
74,475 |
226,816 |
-4,904 |
| Mar13 |
121106 |
8960 |
8980 |
8960 |
8980 |
-15 |
4 |
2,113 |
+4 |
| Jun13 |
121106 |
8905 |
8905 |
8905 |
8905 |
-10 |
0 |
1,205 |
+0 |
| Total Volume and Open Interest |
75,845 |
243,639 |
-4,158 |
| CAC 40(EURONEXT) |
| Nov12 |
121106 |
3457.5 |
3493.5 |
3443.5 |
3477.5 |
+30.0 |
74,203 |
315,744 |
-1,055 |
| Dec12 |
121106 |
3446.0 |
3482.0 |
3437.0 |
3468.0 |
+30.0 |
650 |
27,204 |
+118 |
| Jan13 |
121106 |
3463.5 |
3478.5 |
3463.5 |
3468.5 |
+30.0 |
4 |
14 |
-3 |
| Total Volume and Open Interest |
74,857 |
343,174 |
-941 |
| Hang Seng Index(HKFE) |
| Nov12 |
121106 |
21994 |
22042 |
21858 |
21955 |
-95 |
50,083 |
124,893 |
-2,062 |
| Dec12 |
121106 |
22028 |
22036 |
21880 |
21970 |
-92 |
598 |
15,138 |
-120 |
| Total Volume and Open Interest |
50,796 |
143,171 |
-2,162 |
| DAX(EUREX) |
| Dec12 |
121106 |
7356.5 |
7420.0 |
7320.0 |
7375.5 |
+47.5 |
93,703 |
151,411 |
+2,864 |
| Mar13 |
121106 |
7359.0 |
7418.5 |
7331.5 |
7379.5 |
+47.0 |
1,541 |
8,972 |
+25 |
| Jun13 |
121106 |
7353.5 |
7423.0 |
7349.5 |
7387.5 |
+47.0 |
26 |
1,666 |
-2 |
| Total Volume and Open Interest |
95,270 |
162,049 |
+2,887 |
| FT-SE 100(EURONEXT) |
| Dec12 |
121106 |
5819.00 |
5888.00 |
5819.00 |
5857.50 |
+38.50 |
69,901 |
589,601 |
+1,156 |
| Mar13 |
121106 |
5783.00 |
5840.00 |
5783.00 |
5814.50 |
+38.00 |
13 |
893 |
+229 |
| Jun13 |
121106 |
5751.00 |
5751.00 |
5751.00 |
5751.00 |
+38.00 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
69,914 |
590,507 |
+1,385 |
| SPI 200(SFE) |
| Dec12 |
121106 |
4457.0 |
4478.0 |
4441.0 |
4473.0 |
+15.0 |
20,520 |
258,811 |
-2,319 |
| Mar13 |
121106 |
4413.0 |
4443.0 |
4413.0 |
4443.0 |
+14.0 |
7 |
1,824 |
+1 |
| Jun13 |
121106 |
4442.0 |
4442.0 |
4442.0 |
4442.0 |
+16.0 |
0 |
2,642 |
+0 |
| Total Volume and Open Interest |
21,592 |
269,630 |
-1,693 |
| FTSE MIB(ISE) |
| Dec12 |
121106 |
15560.00 |
15680.00 |
15490.00 |
15665.00 |
+127.00 |
15,870 |
35,150 |
-1,059 |
| Mar13 |
121106 |
15530.00 |
15672.00 |
15530.00 |
15672.00 |
+127.00 |
15 |
83 |
+4 |
| Jun13 |
121106 |
15392.00 |
15392.00 |
15392.00 |
15392.00 |
+127.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
15,885 |
35,234 |
-1,055 |
| KOSPI 200(KFE) |
| Dec12 |
121106 |
252.60 |
253.40 |
252.60 |
252.90 |
+2.65 |
210,794 |
104,533 |
+935 |
| Mar13 |
121106 |
249.50 |
252.25 |
249.50 |
252.00 |
+2.50 |
104 |
5,116 |
-46 |
| Jun13 |
121106 |
253.60 |
253.60 |
253.60 |
253.60 |
+2.65 |
0 |
1,147 |
+0 |
| Total Volume and Open Interest |
210,902 |
110,805 |
+890 |
| GSCI(CME) |
| Nov12 |
121106 |
635.00 |
646.00 |
634.00 |
644.00 |
+13.50 |
338 |
8,800 |
+0 |
| Dec12 |
121106 |
637.50 |
648.50 |
636.50 |
647.20 |
+13.10 |
0 |
53 |
+0 |
| Jan13 |
121106 |
647.50 |
649.00 |
647.50 |
647.50 |
+13.00 |
|
|
|
| Total Volume and Open Interest |
338 |
8,853 |
+0 |
| 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. |
|
|
