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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 November 15, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan13 121115 1420.00 1427.75 1401.00 1402.00 -17.00 86,458 259,285 -340
Mar13 121115 1399.50 1408.75 1382.75 1384.00 -14.75 24,634 113,109 -1,584
May13 121115 1378.75 1389.00 1361.50 1362.25 -15.00 13,989 100,307 -1,199
Jul13 121115 1367.50 1377.25 1353.50 1354.50 -11.75 11,152 67,826 -60
Aug13 121115 1342.75 1350.75 1331.00 1331.00 -9.50 463 1,672 -18
Sep13 121115 1313.25 1313.25 1299.00 1299.00 -8.75 281 1,376 +56
Nov13 121115 1276.75 1287.25 1269.50 1270.75 -4.50 5,477 53,431 -542
Jan14 121115 1286.00 1286.00 1277.00 1277.00 -4.25 30 650 -1
Mar14 121115 1281.50 1285.50 1281.50 1281.50 -4.00 6 174 +4
May14 121115 1287.75 1287.75 1284.25 1284.25 -1.25 23 146 +12
Jul14 121115 1288.50 1289.50 1288.50 1288.50 -1.00 17 65 +7
Aug14 121115 1283.25 1284.25 1283.25 1283.25 -1.00      
Sep14 121115 1273.50 1274.50 1273.50 1273.50 -1.00      
Nov14 121115 1258.50 1258.50 1243.00 1243.00 -6.25 97 2,080 +30
Total Volume and Open Interest 142,627 600,211 -3,951
Soybean Meal(CBOT)
Dec12 121115 436.60 438.70 429.80 430.50 -5.50 34,051 63,079 -3,460
Jan13 121115 431.30 433.90 424.80 425.40 -5.90 15,405 46,142 +457
Mar13 121115 420.80 423.00 414.60 415.00 -5.50 8,125 42,262 +934
May13 121115 408.70 411.80 402.20 402.70 -6.00 5,294 26,449 +607
Jul13 121115 401.40 405.00 396.50 397.20 -4.20 4,097 18,972 +416
Aug13 121115 394.80 395.80 387.40 387.40 -3.50 313 1,732 +65
Sep13 121115 379.50 380.90 376.10 376.10 -2.60 157 2,062 +45
Oct13 121115 363.30 364.90 361.00 361.00 -1.80 306 3,040 +52
Dec13 121115 363.30 363.30 358.40 358.70 -1.90 811 10,991 +116
Jan14 121115 362.50 362.50 360.10 360.10 -1.70 16 379 +10
Total Volume and Open Interest 68,646 215,852 -698
Soybean Oil(CBOT)
Dec12 121115 47.71 48.17 47.42 47.46 -0.21 56,316 110,450 -5,015
Jan13 121115 48.06 48.51 47.76 47.79 -0.22 28,247 117,307 -105
Mar13 121115 48.53 48.97 48.22 48.26 -0.22 15,064 46,838 -67
May13 121115 49.02 49.42 48.70 48.73 -0.23 5,290 35,902 -86
Jul13 121115 49.50 49.82 49.13 49.17 -0.25 6,161 25,948 +468
Aug13 121115 49.64 49.96 49.33 49.33 -0.23 576 3,420 +39
Sep13 121115 49.75 50.02 49.45 49.45 -0.22 351 3,108 +42
Oct13 121115 49.65 49.97 49.40 49.40 -0.21 403 3,808 +68
Dec13 121115 50.03 50.05 49.41 49.45 -0.18 1,646 10,927 -507
Jan14 121115 49.66 49.85 49.66 49.66 -0.19 10 871 -10
Total Volume and Open Interest 114,106 359,619 -5,173
Canola(WCE)
Nov12 121114 587.1 587.1 587.1 587.1 +9.8      
Jan13 121115 584.6 589.5 579.3 580.5 -4.1 8,668 101,775 -2,574
Mar13 121115 584.5 587.7 577.3 578.5 -4.4 3,470 19,929 +362
May13 121115 582.8 587.1 575.4 576.9 -4.4 1,937 18,888 -80
Jul13 121115 580.7 583.9 572.1 573.7 -4.5 283 7,656 +177
Total Volume and Open Interest 14,566 155,424 -2,062
Corn(CBOT)
Dec12 121115 725.75 727.75 720.25 721.25 -4.50 153,645 307,484 -21,724
Mar13 121115 729.50 731.75 724.00 725.00 -4.25 97,761 506,557 +23,680
May13 121115 725.25 727.25 719.50 720.25 -4.75 13,485 127,513 +2,597
Jul13 121115 713.50 716.00 708.00 708.75 -4.75 11,302 157,090 +310
Sep13 121115 628.50 632.00 627.00 627.25 -2.25 2,073 30,893 +401
Dec13 121115 608.00 611.50 606.00 606.75 -1.75 6,707 157,122 +19
Mar14 121115 616.50 619.25 615.25 615.75 -1.25 110 3,187 +53
May14 121115 622.00 623.50 622.00 622.00 -1.50 50 972 +30
Jul14 121115 626.50 627.00 625.00 625.50 -1.50 2 1,168 +0
Sep14 121115 595.00 595.00 595.00 595.00 unch 0 90 +0
Total Volume and Open Interest 285,253 1,300,000 +5,426
Wheat(CBOT)
Dec12 121115 849.00 856.50 843.25 845.50 -3.25 69,446 128,051 -3,744
Mar13 121115 864.25 871.75 859.00 861.25 -2.75 40,876 188,789 +6,287
May13 121115 870.25 878.00 865.50 867.75 -3.00 6,677 45,362 +900
Jul13 121115 858.00 864.25 852.00 854.50 -4.25 4,801 73,768 -236
Sep13 121115 865.50 870.50 860.50 862.25 -5.25 724 10,025 +373
Dec13 121115 871.50 878.25 866.50 868.00 -5.50 1,355 45,886 +287
Total Volume and Open Interest 123,920 496,964 +3,887
Wheat(KCBT)
Dec12 121115 890.25 894.25 881.50 886.50 -3.25 15,129 46,770 -5,524
Mar13 121115 907.00 911.25 898.25 903.50 -2.75 10,898 78,108 +4,229
May13 121115 913.75 916.50 904.75 909.75 -3.50 1,194 15,445 +47
Jul13 121115 902.75 907.50 895.25 899.75 -2.50 1,087 22,386 +261
Sep13 121115 902.50 909.00 899.00 900.75 -3.50 27 3,217 -5
Dec13 121115 914.00 914.00 905.00 906.50 -3.75 77 3,334 +28
Total Volume and Open Interest 28,435 169,702 -948
Wheat(MGE)
Dec12 121115 923.50 929.25 916.50 920.25 -3.25 3,082 12,344 -530
Mar13 121115 933.25 939.00 927.00 930.75 -2.50 2,621 21,238 +856
May13 121115 941.25 945.25 934.50 937.75 -2.75 271 5,029 -130
Jul13 121115 942.00 945.00 936.25 938.00 -2.75 92 1,889 +30
Sep13 121115 926.00 926.00 918.25 920.50 -2.50 57 2,791 +30
Total Volume and Open Interest 6,161 44,658 +272
Oats(CBOT)
Dec12 121115 367.25 367.75 362.00 364.50 -3.00 245 5,106 -58
Mar13 121115 376.50 376.75 371.50 374.00 -2.50 223 6,257 +123
May13 121115 375.25 377.25 375.25 375.25 -2.00 8 392 +3
Jul13 121115 373.75 378.75 373.75 373.75 -5.00 0 7 +0
Total Volume and Open Interest 483 11,816 +74
Rough Rice(CBOT)
Nov12 121114 14.38 14.52 14.38 14.38 -0.14      
Jan13 121115 14.66 14.87 14.63 14.86 +0.22 756 13,211 +161
Mar13 121115 14.98 15.19 14.94 15.19 +0.22 108 980 +28
May13 121115 15.29 15.47 15.29 15.47 +0.23 4 58 +2
Total Volume and Open Interest 868 14,321 +191
Live Cattle(CME)
Dec12 121115 125.450 126.035 125.230 125.600 +0.170 23,858 87,194 -6,677
Feb13 121115 129.050 129.575 128.850 129.380 +0.250 21,256 121,268 +4,394
Apr13 121115 133.000 133.575 132.800 133.350 +0.250 6,377 66,814 +1,451
Jun13 121115 129.000 129.600 128.880 129.485 +0.355 2,390 33,486 +413
Aug13 121115 128.950 129.535 128.880 129.380 +0.345 1,016 16,300 +523
Oct13 121115 131.825 132.350 131.800 132.100 +0.600 160 3,569 +73
Total Volume and Open Interest 55,197 331,014 +188
Feeder Cattle(CME)
Nov12 121115 143.250 143.485 143.250 143.400 +0.200 841 1,840 -396
Jan13 121115 144.750 145.250 144.300 145.150 +0.270 2,132 16,451 +645
Mar13 121115 147.130 147.700 146.825 147.600 +0.250 936 4,307 +58
Apr13 121115 149.235 149.685 148.785 149.435 +0.335 382 2,215 +62
May13 121115 150.350 151.100 150.300 150.700 +0.375 260 1,695 +93
Aug13 121115 154.300 154.880 154.300 154.500 -0.100 123 796 +41
Sep13 121115 155.400 155.750 155.400 155.750 unch 22 72 +14
Total Volume and Open Interest 4,717 27,412 +535
Lean Hogs(CME)
Dec12 121115 79.930 80.430 79.680 80.080 -0.020 19,322 54,177 -3,182
Feb13 121115 86.050 86.535 85.450 86.150 +0.100 18,382 81,491 +3,732
Apr13 121115 90.900 91.385 90.450 91.150 +0.150 4,876 38,635 +608
May13 121115 97.650 97.800 97.300 97.730 -0.070 62 1,422 -3
Jun13 121115 99.900 100.100 99.700 100.000 -0.150 1,817 24,891 +520
Jul13 121115 99.400 99.900 99.400 99.800 -0.130 473 7,518 +171
Aug13 121115 98.600 98.950 98.450 98.830 -0.250 706 10,922 +267
Oct13 121115 87.400 87.800 87.330 87.800 unch 679 7,398 +269
Total Volume and Open Interest 46,644 229,830 +2,531
Class III Milk(CME)
Nov12 121115 20.90 20.90 20.70 20.79 -0.11 81 5,274 -24
Dec12 121115 19.68 19.74 18.95 18.97 -0.72 465 4,605 -216
Jan13 121115 18.95 18.97 18.46 18.54 -0.40 119 2,449 +0
Feb13 121115 18.69 18.72 18.35 18.40 -0.29 80 1,923 -8
Mar13 121115 18.52 18.63 18.35 18.41 -0.14 83 1,517 +34
Total Volume and Open Interest 1,276 22,948 -60
Cocoa(ICE)
Dec12 121115 2468 2521 2456 2502 +34 14,439 2,316 -10,359
Mar13 121115 2450 2488 2441 2483 +26 26,107 88,436 +5,210
May13 121115 2450 2493 2450 2488 +26 4,918 28,338 -397
Jul13 121115 2462 2497 2458 2493 +24 1,650 17,294 +117
Sep13 121115 2470 2500 2464 2496 +23 7,210 14,432 +6,512
Dec13 121115 2490 2502 2467 2496 +20 579 9,096 +286
Mar14 121115 2476 2508 2473 2503 +23 1,015 12,519 +201
Total Volume and Open Interest 56,153 181,315 +1,614
Coffee "C"(ICE)
Dec12 121115 148.25 149.35 144.50 149.00 +1.30 10,901 19,566 -6,626
Mar13 121115 152.50 154.40 149.45 154.00 +1.25 16,084 81,665 +4,066
May13 121115 155.75 157.15 152.45 156.80 +1.20 1,952 19,058 +23
Jul13 121115 158.75 159.85 155.35 159.70 +1.20 497 8,449 +20
Sep13 121115 161.05 162.55 158.85 162.55 +1.25 257 4,512 +21
Dec13 121115 165.00 166.50 163.10 166.50 +1.25 158 3,492 +29
Total Volume and Open Interest 29,871 137,971 -2,455
Orange Juice(ICE)
Jan13 121115 113.00 118.00 112.55 116.25 +3.45 1,137 16,671 -241
Mar13 121115 113.90 119.10 113.90 117.25 +3.50 383 3,882 +57
May13 121115 117.80 120.50 117.80 119.50 +3.25 45 1,380 +0
Jul13 121115 120.65 123.00 120.65 122.40 +3.35 15 184 +15
Sep13 121115 124.55 124.55 124.55 124.55 +3.60 0 65 +0
Nov13 121115 125.35 125.35 125.35 125.35 +3.60 0 59 +0
Total Volume and Open Interest 1,580 22,266 -169
Sugar #11(ICE)
Mar13 121115 19.21 19.26 18.96 19.04 -0.20 29,826 350,706 -2,419
May13 121115 19.26 19.29 19.03 19.09 -0.20 8,179 103,805 +424
Jul13 121115 19.28 19.32 19.10 19.14 -0.17 4,537 121,688 +447
Oct13 121115 19.58 19.59 19.41 19.46 -0.14 1,731 65,995 +36
Mar14 121115 20.09 20.09 19.91 19.95 -0.16 1,112 43,685 -379
May14 121115 20.00 20.00 19.85 19.88 -0.14 185 11,380 +78
Jul14 121115 19.93 19.93 19.81 19.84 -0.10 47 6,733 +12
Oct14 121115 20.00 20.01 19.90 19.92 -0.07 61 8,005 +9
Total Volume and Open Interest 45,693 721,073 -1,782
London Cocoa(LCE)
Dec12 121115 1604 1612 1590 1604 +7 2,831 40,010 -1,043
Mar13 121115 1592 1610 1584 1602 +10 8,040 70,457 +113
May13 121115 1597 1615 1589 1607 +10 3,096 28,606 +488
Jul13 121115 1602 1620 1594 1613 +11 1,106 20,469 +269
Sep13 121115 1608 1623 1599 1618 +10 331 19,698 +346
Dec13 121115 1584 1602 1584 1600 +12 2,183 10,883 +741
Mar14 121115 1585 1602 1579 1598 +14 635 12,962 +1,225
Total Volume and Open Interest 18,349 209,798 +2,726
London Sugar(LCE)
Mar13 121115 511.10 511.90 504.50 506.70 -6.70 12,923 42,911 -16
May13 121115 517.80 519.30 513.00 514.40 -5.10 926 14,322 +334
Aug13 121115 519.60 521.00 516.40 517.30 -4.20 589 6,002 +166
Oct13 121115 523.80 524.80 520.90 521.80 -3.20 108 4,217 +1
Dec13 121115 530.00 530.90 527.60 527.60 -3.30 183 1,527 -15
Total Volume and Open Interest 26,611 86,879 -1,121
Cotton(ICE)
Dec12 121115 71.51 74.63 71.51 73.96 +2.33 9,936 35,850 -6,857
Mar13 121115 71.55 72.49 71.32 72.24 +0.98 13,591 116,020 +1,540
May13 121115 72.80 73.30 72.44 73.12 +0.72 987 14,066 +242
Jul13 121115 73.95 74.35 73.25 74.10 +0.60 187 9,687 +76
Oct13 121115 75.92 75.92 75.92 75.92 +0.60 0 3 +0
Dec13 121115 76.20 76.80 76.00 76.53 +0.63 69 5,253 +27
Total Volume and Open Interest 24,772 180,944 -4,971
Lumber(CME)
Nov12 121115 320.8 324.8 318.1 324.0 +3.9 180 122 -138
Jan13 121115 325.8 330.0 322.2 325.4 -1.6 398 7,540 +141
Mar13 121115 332.8 336.0 330.5 332.0 -2.0 86 1,927 +39
May13 121115 337.0 338.5 334.0 336.5 -1.1 31 788 +3
Total Volume and Open Interest 698 10,504 +46
Crude Oil(NYM)
Dec12 121115 86.36 86.83 84.68 85.45 -0.87 265,306 85,411 -29,375
Jan13 121115 86.77 87.25 85.10 85.87 -0.88 195,104 314,064 +18,938
Feb13 121115 87.24 87.83 85.70 86.44 -0.87 66,622 132,439 +1,319
Mar13 121115 87.84 88.42 86.27 87.04 -0.86 42,530 107,763 -4
Apr13 121115 88.50 88.99 86.86 87.60 -0.87 21,564 56,658 -1,166
May13 121115 88.81 89.48 87.50 88.08 -0.86 13,211 48,682 +857
Jun13 121115 89.28 89.91 87.89 88.47 -0.86 31,864 106,444 +1,136
Jul13 121115 89.61 89.89 88.32 88.78 -0.84 4,148 40,053 -214
Aug13 121115 89.81 89.81 88.98 88.99 -0.82 3,223 27,172 +484
Sep13 121115 89.86 90.01 89.07 89.14 -0.79 5,345 38,591 +132
Oct13 121115 90.37 90.37 89.22 89.23 -0.76 1,879 27,040 +150
Nov13 121115 89.33 89.33 89.31 89.31 -0.74 1,856 27,891 -116
Dec13 121115 90.02 90.80 88.70 89.39 -0.73 28,854 161,337 -951
Jan14 121115 89.33 89.33 89.33 89.33 -0.72 464 28,145 -29
Feb14 121115 89.27 89.27 89.27 89.27 -0.72 219 11,025 +76
Mar14 121115 89.20 90.47 89.20 89.20 -0.71 263 15,797 -64
Total Volume and Open Interest 700,161 1,534,962 -4,701
e-miNY Crude Oil(NYM)
Nov12 121019 92.050 93.025 89.950 90.050 -2.050 4,278 7,295 -73
Dec12 121115 86.350 86.825 84.700 85.450 -0.875 6,240 9,686 -598
Jan13 121115 86.775 87.250 85.100 85.875 -0.875 2,927 2,795 -12
Feb13 121115 87.250 87.700 85.850 86.450 -0.850 155 1,027 +60
Mar13 121115 87.700 88.200 86.450 87.050 -0.850 56 292 -35
Apr13 121115 88.600 88.600 87.600 87.600 -0.875 8 6 +0
May13 121115 89.075 89.075 88.075 88.075 -0.875 1 7 -1
Jun13 121115 89.475 89.475 88.475 88.475 -0.850 2 42 +2
Jul13 121115 88.775 88.775 88.775 88.775 -0.850 1 0 +0
Aug13 121115 89.000 89.000 89.000 89.000 -0.800      
Total Volume and Open Interest 9,390 14,009 -584
Heating Oil(NYM)
Dec12 121115 299.82 301.60 295.04 297.35 -1.47 34,719 72,013 -1,692
Jan13 121115 300.70 302.48 296.00 298.20 -1.55 15,411 68,751 +2,136
Feb13 121115 300.08 302.42 296.00 298.16 -1.65 8,146 33,529 -1,559
Mar13 121115 299.38 301.67 295.35 297.47 -1.75 6,355 27,366 +281
Apr13 121115 297.88 299.99 293.81 295.82 -1.78 3,380 27,329 +172
May13 121115 301.11 301.27 296.53 297.69 -1.86 1,477 17,847 +196
Jun13 121115 298.35 300.12 294.71 295.97 -1.95 2,101 17,552 -165
Jul13 121115 295.47 295.47 295.47 295.47 -2.01 117 4,909 +22
Aug13 121115 295.20 295.20 295.20 295.20 -2.00 57 3,547 +25
Sep13 121115 299.07 299.07 293.93 295.02 -2.00 52 7,119 -13
Oct13 121115 295.04 295.04 295.04 295.04 -2.02 91 2,225 +3
Nov13 121115 295.17 295.17 295.17 295.17 -2.02 39 1,984 +12
Dec13 121115 297.97 298.00 293.20 295.04 -2.02 1,096 14,790 +171
Jan14 121115 294.84 294.84 294.84 294.84 -2.02 0 1,157 +0
Total Volume and Open Interest 73,044 301,353 -409
Gasoline(NYMEX)
Dec12 121115 268.60 270.90 265.27 269.62 +1.72 44,853 63,452 -5,453
Jan13 121115 265.56 268.10 262.59 266.12 +0.91 35,380 103,184 +4,801
Feb13 121115 265.91 268.15 262.71 265.82 +0.40 13,348 25,413 -103
Mar13 121115 267.89 269.91 264.45 267.16 +0.01 8,600 25,379 +391
Apr13 121115 282.12 284.72 279.60 281.82 -0.34 2,580 16,371 +214
May13 121115 281.13 284.20 278.97 281.15 -0.40 1,217 11,812 -19
Jun13 121115 278.90 281.61 276.61 278.49 -0.46 914 12,803 -37
Jul13 121115 276.40 276.40 273.94 275.02 -0.58 94 4,493 -32
Aug13 121115 271.25 271.25 271.25 271.25 -0.63 34 3,648 -4
Sep13 121115 269.67 270.07 265.15 266.90 -0.67 31 4,116 +1
Total Volume and Open Interest 107,220 279,190 -243
e-miNY RBOB Gasoline(NYM)
Dec12 121115 269.60 269.62 269.60 269.60 +1.70      
Jan13 121115 266.10 266.12 266.10 266.10 +0.90      
Feb13 121115 265.80 265.82 265.80 265.80 +0.40      
Mar13 121115 267.20 267.20 267.16 267.20 unch      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec12 121115 3.760 3.830 3.680 3.703 -0.057 137,195 107,615 -12,555
Jan13 121115 3.871 3.944 3.798 3.821 -0.058 85,570 273,949 +7,267
Feb13 121115 3.892 3.951 3.810 3.834 -0.056 25,108 64,492 -1,119
Mar13 121115 3.867 3.918 3.786 3.807 -0.057 31,456 119,110 +4,340
Apr13 121115 3.850 3.881 3.760 3.782 -0.058 46,913 139,763 +4,290
May13 121115 3.873 3.905 3.793 3.812 -0.056 10,241 42,620 +135
Jun13 121115 3.908 3.928 3.828 3.847 -0.056 5,085 21,215 +644
Jul13 121115 3.929 3.969 3.869 3.886 -0.056 3,603 25,644 +771
Aug13 121115 3.988 3.988 3.885 3.907 -0.055 2,646 22,616 -267
Sep13 121115 3.990 3.990 3.894 3.910 -0.054 2,487 22,138 +425
Oct13 121115 3.988 4.022 3.925 3.945 -0.052 23,372 86,542 +2,856
Nov13 121115 4.106 4.125 4.027 4.042 -0.055 6,196 25,419 +330
Dec13 121115 4.290 4.302 4.210 4.228 -0.057 5,943 30,510 +127
Jan14 121115 4.385 4.410 4.313 4.331 -0.056 9,624 68,090 +715
Feb14 121115 4.367 4.372 4.311 4.311 -0.056 505 5,474 +16
Mar14 121115 4.273 4.305 4.236 4.236 -0.053 3,547 12,623 +1,165
Total Volume and Open Interest 409,902 1,160,831 +10,127
Brent Crude Oil(ICE)
Dec12 121115 109.68 111.12 109.66 110.98 +1.37 113,913 43,160 -30,422
Jan13 121115 108.62 109.58 107.30 108.01 -0.47 256,583 299,406 +13,129
Feb13 121115 107.96 108.91 106.62 107.33 -0.51 92,150 152,402 -3,612
Mar13 121115 107.48 108.40 106.13 106.82 -0.54 48,757 79,926 +972
Apr13 121115 106.91 107.96 105.71 106.39 -0.55 26,404 40,813 +2,716
May13 121115 106.67 107.58 105.39 106.00 -0.57 16,417 46,734 +859
Jun13 121115 106.24 107.18 104.95 105.60 -0.58 39,219 91,549 +3,659
Jul13 121115 106.01 106.61 104.64 105.21 -0.57 7,092 31,113 -421
Aug13 121115 105.65 106.10 104.23 104.79 -0.56 6,480 39,606 +1,382
Sep13 121115 105.45 105.80 104.35 104.35 -0.55 12,014 42,585 +773
Oct13 121115 103.94 103.94 103.94 103.94 -0.55 6,383 40,083 +790
Nov13 121115 103.51 103.59 103.51 103.59 -0.53 3,809 30,472 +389
Dec13 121115 104.00 104.77 102.61 103.25 -0.53 32,429 111,867 +689
Jan14 121115 102.92 102.92 102.92 102.92 -0.53 646 19,450 +280
Total Volume and Open Interest 681,309 1,265,674 -6,813
Gas Oil(ICE)
Dec12 121115 930.00 938.25 918.75 931.00 +2.75 54,408 118,537 -716
Jan13 121115 933.25 940.25 921.00 933.00 +3.00 43,065 92,671 +2,742
Feb13 121115 933.00 939.00 920.00 932.00 +2.75 20,496 43,513 +703
Mar13 121115 931.50 936.75 917.75 929.75 +2.50 11,093 33,376 -1,154
Apr13 121115 926.75 933.75 915.50 926.50 +2.00 4,663 33,742 -420
May13 121115 926.25 930.00 913.50 922.75 +1.75 3,193 18,663 +241
Jun13 121115 922.50 926.75 909.00 919.50 +1.50 9,175 35,572 +226
Jul13 121115 922.50 923.50 906.50 917.25 +1.50 1,165 15,613 +2
Aug13 121115 918.00 918.25 905.00 914.75 +1.25 1,010 12,850 +231
Sep13 121115 918.25 918.50 903.25 913.00 +1.50 1,528 14,355 -67
Total Volume and Open Interest 159,210 518,152 +2,943
Ethanol(CBOT)
Nov12 121105 2.315 2.315 2.310 2.310 -0.030 100 97 -235
Dec12 121115 2.351 2.351 2.328 2.335 -0.008 116 1,500 -16
Jan13 121115 2.337 2.342 2.329 2.332 -0.007 307 1,084 -52
Feb13 121115 2.326 2.336 2.326 2.333 -0.008 251 1,166 +144
Mar13 121115 2.350 2.350 2.335 2.343 -0.007 171 2,000 +54
Apr13 121115 2.350 2.355 2.344 2.352 -0.007 142 576 +18
May13 121115 2.349 2.357 2.349 2.355 -0.009 85 1,484 +15
Jun13 121115 2.350 2.350 2.347 2.349 -0.012 72 1,567 -2
Total Volume and Open Interest 1,211 11,654 +174
WTI Crude Oil(ICE)
Dec12 121115 86.21 86.83 84.70 85.45 -0.87 49,136 43,223 -8,675
Jan13 121115 86.62 87.25 85.12 85.87 -0.88 49,660 75,431 +226
Feb13 121115 87.22 87.79 85.74 86.44 -0.87 17,401 46,648 +1,400
Mar13 121115 87.87 88.36 86.49 87.04 -0.86 10,270 37,562 -427
Apr13 121115 88.43 88.97 86.96 87.60 -0.87 8,885 18,135 +1,169
May13 121115 88.96 89.39 87.50 88.08 -0.86 6,711 16,764 -12
Jun13 121115 89.27 89.92 88.11 88.47 -0.86 7,240 49,972 +20
Jul13 121115 89.73 89.80 88.73 88.78 -0.84 2,044 9,100 +64
Aug13 121115 88.99 88.99 88.98 88.99 -0.82 1,882 5,246 +308
Sep13 121115 89.14 89.14 89.14 89.14 -0.79 1,060 9,271 +130
Oct13 121115 89.23 89.23 89.23 89.23 -0.76 774 5,519 +105
Nov13 121115 89.31 89.31 89.31 89.31 -0.74 552 5,207 +12
Dec13 121115 90.08 90.78 88.74 89.39 -0.73 8,253 69,570 +891
Jan14 121115 89.33 89.33 89.33 89.33 -0.72 171 5,690 +72
Feb14 121115 89.27 89.27 89.27 89.27 -0.72 49 1,964 +26
Mar14 121115 89.20 89.20 89.20 89.20 -0.71 4 3,638 +0
Total Volume and Open Interest 165,416 501,794 -4,621
US Dollar Index(ICE)
Dec12 121115 81.205 81.250 80.975 81.137 +0.037 23,305 35,034 -1,548
Mar13 121115 81.400 81.470 81.190 81.348 +0.033 95 1,754 -50
Jun13 121115 81.588 81.588 81.588 81.588 +0.033 0 4 +0
Total Volume and Open Interest 23,400 36,795 -1,598
Australian Dollar(CME)
Dec12 121115 103.42 103.62 102.82 103.05 -0.50 131,868 180,520 -2,058
Mar13 121115 102.56 102.81 102.12 102.31 -0.50 201 873 +27
Jun13 121115 101.62 102.11 101.62 101.62 -0.49 0 10 +0
Total Volume and Open Interest 132,069 181,408 -2,031
British Pound(CME)
Dec12 121115 158.45 158.78 158.22 158.49 -0.03 101,676 148,823 +350
Mar13 121115 158.42 158.73 158.28 158.46 -0.03 12 637 -2
Jun13 121115 158.43 158.46 158.43 158.43 -0.03 0 59 +0
Total Volume and Open Interest 101,688 149,521 +348
Canadian Dollar(CME)
Dec12 121115 99.60 99.88 99.52 99.76 +0.14 58,746 164,215 +2,371
Mar13 121115 99.37 99.65 99.37 99.56 +0.14 837 5,152 +354
Jun13 121115 99.35 99.37 99.22 99.36 +0.14 28 628 +9
Sep13 121115 99.20 99.20 99.01 99.15 +0.14 54 915 -39
Total Volume and Open Interest 59,676 171,038 +2,699
Japanese Yen(CME)
Dec12 121115 124.78 124.83 122.78 123.17 -1.60 118,391 159,125 +4,142
Mar13 121115 124.78 124.90 122.93 123.31 -1.59 584 1,077 +189
Jun13 121115 124.00 125.04 123.45 123.45 -1.59 2 38 +0
Total Volume and Open Interest 118,979 160,264 +4,333
Swiss Franc(CME)
Dec12 121115 105.85 106.39 105.71 106.17 +0.22 24,038 47,169 +307
Mar13 121115 106.36 106.36 106.12 106.34 +0.22 14 81 +6
Jun13 121115 106.54 106.54 106.31 106.54 +0.23 0 3 +0
Total Volume and Open Interest 24,052 47,253 +313
EuroFX(CME)
Dec12 121115 127.38 128.07 127.21 127.77 +0.27 269,791 232,951 +3,803
Mar13 121115 127.52 128.19 127.45 127.91 +0.28 318 1,993 +125
Jun13 121115 128.25 128.25 127.77 128.06 +0.29 33 610 +17
Total Volume and Open Interest 270,142 235,605 +3,945
Mexican Peso(CME)
Nov12 121115 755.25 755.25 754.25 755.25 +1.00      
Dec12 121115 751.00 755.00 750.25 753.00 +1.00 33,805 167,440 -1,459
Total Volume and Open Interest 33,808 168,555 -1,456
Brazilian Real(CME)
Dec12 121115 483.00 483.00 482.20 482.75 +0.20 151 5,395 -2
Jan13 121115 480.95 480.95 480.95 480.95 +0.20      
Feb13 121115 479.20 479.20 479.20 479.20 +0.20 0 1 +0
Mar13 121115 477.40 477.40 477.40 477.40 +0.20 9 47 +8
Total Volume and Open Interest 180 32,450 +26
30-Year T-Bonds(CBOT)
Dec12 121115 152~010 152~150 151~170 152~020 +0~010 358,405 617,638 +9,283
Mar13 121115 150~260 151~020 150~080 150~230 +0~010 3,617 7,480 +773
Jun13 121115 149~180 149~180 149~170 149~180 +0~010      
Total Volume and Open Interest 362,022 625,118 +10,056
10-Year T-Notes(CBOT)
Dec12 121115 134~000 134~050 133~260 134~010 -0~005 970,543 1,753,963 +21,841
Mar13 121115 133~180 133~200 133~105 133~170 -0~010 12,692 40,184 +7,706
Jun13 121115 132~220 132~230 132~220 132~220 -0~010      
Total Volume and Open Interest 983,235 1,794,147 +29,547
5-Year T-Notes(CBOT)
Dec12 121115 124~234 124~260 124~224 124~246 +0~002 470,565 1,431,554 +24,315
Mar13 121115 124~190 124~200 124~170 124~192 +0~002 4,783 36,249 +693
Jun13 121115 123~312 123~312 123~310 123~312 +0~002      
Total Volume and Open Interest 475,348 1,467,803 +25,008
2 Year T-Notes(CBOT)
Dec12 121115 110~080 110~086 110~076 110~082 +0~002 202,202 970,978 +14,967
Mar13 121115 110~074 110~082 110~072 110~074 +0~002 35,610 94,956 +13,505
Jun13 121115 109~240 109~240 109~236 109~240 +0~002      
Total Volume and Open Interest 237,812 1,065,934 +28,472
Eurodollars(CME)
Dec12 121115 99.690 99.695 99.675 99.685 -0.005 110,773 867,215 -8,126
Mar13 121115 99.685 99.690 99.665 99.670 -0.015 146,141 735,929 -17,241
Jun13 121115 99.675 99.680 99.655 99.660 -0.015 132,510 734,781 +11,956
Sep13 121115 99.660 99.665 99.645 99.650 -0.010 112,077 607,897 +1,303
Dec13 121115 99.635 99.635 99.620 99.625 -0.010 118,033 706,784 +5,652
Mar14 121115 99.605 99.610 99.595 99.600 -0.010 106,445 651,715 +8,460
Jun14 121115 99.570 99.575 99.555 99.565 -0.005 94,595 556,230 +6,903
Sep14 121115 99.530 99.535 99.515 99.525 -0.005 88,519 487,515 +1,999
Dec14 121115 99.480 99.485 99.465 99.475 -0.005 75,172 510,911 +11,963
Mar15 121115 99.425 99.435 99.410 99.420 -0.005 74,812 501,987 +4,102
Jun15 121115 99.355 99.360 99.340 99.350 -0.005 62,318 553,902 +2,939
Sep15 121115 99.265 99.275 99.250 99.265 -0.005 65,039 365,422 +3,529
Dec15 121115 99.155 99.165 99.140 99.155 -0.005 46,361 330,123 +4,960
Mar16 121115 99.040 99.045 99.020 99.040 -0.005 30,457 209,944 -1,734
Jun16 121115 98.910 98.915 98.890 98.910 -0.005 21,469 135,269 -4,568
Sep16 121115 98.775 98.780 98.755 98.775 -0.005 18,597 130,660 +496
Dec16 121115 98.630 98.635 98.605 98.625 -0.010 20,709 106,636 -389
Mar17 121115 98.500 98.505 98.470 98.495 -0.010 10,375 84,901 -324
Total Volume and Open Interest 1,365,321 8,505,374 +25,075
Ultra T-Bond(CBOT)
Dec12 121115 168~25 169~19 168~00 168~31 +0~04 53,095 356,119 -1,167
Mar13 121115 167~18 168~03 166~24 167~18 +0~04 1,100 1,228 +1,070
Jun13 121115 167~18 167~18 167~14 167~18 +0~04      
Total Volume and Open Interest 54,195 357,347 -97
30 Day Federal Funds(CBOT)
Nov12 121115 99.840 99.840 99.832 99.838 unch 2,004 69,873 -386
Dec12 121115 99.845 99.850 99.845 99.845 unch 2,043 35,292 -468
Jan13 121115 99.860 99.860 99.855 99.860 unch 1,415 25,289 -587
Feb13 121115 99.865 99.865 99.860 99.865 unch 1,674 25,207 -359
Mar13 121115 99.865 99.870 99.865 99.865 unch 1,380 20,017 -155
Apr13 121115 99.870 99.870 99.865 99.865 unch 969 21,811 +119
Total Volume and Open Interest 20,977 373,897 +1,799
3-Mth Euro-Yen(CME)
Dec12 121115 99.690 99.690 99.690 99.690 unch      
Mar13 121115 99.720 99.720 99.720 99.720 +0.005      
Jun13 121115 99.745 99.745 99.745 99.745 +0.005      
Sep13 121115 99.753 99.753 99.753 99.753 +0.005      
Dec13 121115 99.755 99.755 99.755 99.755 +0.005      
Mar14 121115 99.750 99.750 99.750 99.750 +0.005      
Jun14 121115 99.705 99.705 99.705 99.705 +0.005      
Sep14 121115 99.565 99.565 99.565 99.565 +0.005      
Dec14 121115 99.790 99.790 99.790 99.790 +0.005      
Mar15 121115 99.650 99.650 99.650 99.650 +0.005      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec12 121115 99.69 99.69 99.69 99.69 unch 0 2,083 +0
Mar13 121115 99.72 99.72 99.72 99.72 +0.01 0 343 +0
Jun13 121115 99.75 99.75 99.75 99.75 +0.01 0 201 +0
Sep13 121115 99.75 99.75 99.75 99.75 +0.01 0 305 +0
Dec13 121115 99.75 99.75 99.75 99.75 +0.00 0 384 +0
Mar14 121115 99.75 99.75 99.75 99.75 +0.00 0 344 +0
Jun14 121115 99.71 99.71 99.71 99.71 +0.01      
Sep14 121115 99.57 99.57 99.57 99.57 +0.01      
Total Volume and Open Interest 0 3,664 +0
Japanese Gov't Bonds(SGX)
Dec12 121115 144.36 144.65 144.26 144.57 +0.21 2,753 23,771 +260
Mar13 121115 144.03 144.03 144.03 144.03 +0.30      
Jun13 121115 141.94 141.94 141.94 141.94 +0.30      
Total Volume and Open Interest 2,753 23,771 +260
Euro-Bund(EUREX)
Dec12 121115 143.34 143.37 142.91 143.13 -0.01 680,923 960,386 +21,398
Mar13 121115 145.09 145.09 144.67 144.89 -0.01 9,765 97,686 +2,476
Jun13 121115 143.13 143.13 143.13 143.13 -0.01      
Total Volume and Open Interest 690,688 1,058,072 +23,874
Euro-Bobl(EUREX)
Dec12 121115 126.62 126.68 126.45 126.57 +0.03 304,629 816,262 +14,012
Mar13 121115 127.29 127.33 127.22 127.31 +0.04 6,521 60,004 +1,548
Jun13 121115 127.31 127.31 127.31 127.31 +0.04      
Total Volume and Open Interest 311,150 876,266 +15,560
3-Mth Euribor(EUREX)
Dec12 121115 99.820 99.820 99.820 99.820 unch 9 2,399 -5
Mar13 121115 99.845 99.845 99.845 99.845 unch 0 1,923 +0
Jun13 121115 99.840 99.840 99.835 99.835 unch 0 1,076 +0
Total Volume and Open Interest 9 7,837 -5
Long Gilt(LIFFE)
Dec12 121115 120~12 120~17 120~04 120~13 +0~05 167,533 358,144 -2,181
Mar13 121115 119~16 119~24 119~15 119~20 +0~05 3,139 3,716 +309
Total Volume and Open Interest 170,672 361,860 -1,872
3-Mth Short Sterling(LIFFE)
Dec12 121115 99.49 99.50 99.48 99.49 unch 12,273 260,413 -8,942
Mar13 121115 99.52 99.52 99.51 99.51 -0.01 17,407 332,749 -5,931
Jun13 121115 99.53 99.54 99.52 99.53 unch 22,746 309,443 +3,207
Sep13 121115 99.53 99.55 99.52 99.54 +0.02 32,650 335,207 +2,249
Dec13 121115 99.50 99.53 99.50 99.52 +0.02 39,239 363,149 +4,940
Mar14 121115 99.48 99.51 99.47 99.49 +0.01 36,832 281,654 +4,034
Total Volume and Open Interest 270,293 2,741,210 -7,942
3-Mth Euribor(LIFFE)
Dec12 121115 99.825 99.825 99.815 99.820 unch 31,435 509,917 +2,875
Mar13 121115 99.845 99.850 99.840 99.845 unch 59,458 573,547 +13,553
Jun13 121115 99.835 99.840 99.830 99.835 unch 48,559 457,892 +10,811
Total Volume and Open Interest 388,813 4,215,404 +51,126
3-Mth Aus T-Bills(SFE)
Dec12 121115 96.79 96.83 96.78 96.82 +0.02 19,545 145,106 +426
Mar13 121115 96.97 97.01 96.95 97.00 +0.02 24,402 179,143 -3,465
Jun13 121115 97.11 97.16 97.09 97.16 +0.04 13,899 129,604 +3,652
Sep13 121115 97.14 97.20 97.12 97.20 +0.05 9,071 81,505 +1,392
Dec13 121115 97.10 97.17 97.07 97.17 +0.06 8,235 65,820 -1,370
Mar14 121115 97.00 97.09 97.00 97.09 +0.06 2,218 41,374 +990
Jun14 121115 96.93 97.00 96.93 97.00 +0.04 1,171 18,642 +120
Sep14 121115 96.87 96.93 96.87 96.92 +0.04 394 17,310 +294
Dec14 121115 96.87 96.87 96.87 96.87 +0.04 0 1,386 -197
Mar15 121115 96.82 96.82 96.82 96.82 +0.03 0 43 +0
Total Volume and Open Interest 78,935 680,205 +1,842
10-Year Aus T-Bonds(SFE)
Dec12 121115 97.01 97.06 96.98 97.06 +0.04 57,150 430,048 -7,308
Mar13 121115 97.02 97.02 97.02 97.02 +0.04 0 5 +0
Total Volume and Open Interest 57,150 430,053 -7,308
3-Year Aus T-Bonds(SFE)
Dec12 121115 97.46 97.53 97.43 97.53 +0.06 175,500 498,186 +20,921
Mar13 121115 97.53 97.53 97.53 97.53 +0.06      
Total Volume and Open Interest 175,500 498,186 +20,921
Gold(CMX)
Dec12 121115 1727.2 1727.9 1704.5 1713.8 -16.3 143,227 244,379 -2,710
Feb13 121115 1728.6 1729.9 1707.0 1716.1 -16.4 7,051 94,621 +2,479
Apr13 121115 1730.8 1730.8 1708.8 1718.1 -16.4 2,322 20,829 +974
Jun13 121115 1734.0 1734.0 1712.7 1720.1 -16.4 1,363 24,786 +802
Aug13 121115 1734.7 1734.7 1715.3 1722.0 -16.4 299 15,551 +109
Oct13 121115 1728.7 1728.7 1723.7 1723.9 -16.4 421 8,119 +217
Dec13 121115 1736.8 1737.8 1717.0 1726.0 -16.4 1,030 15,264 +188
Feb14 121115 1733.0 1733.0 1728.3 1728.3 -16.4 3 2,472 +0
Apr14 121115 1730.6 1730.6 1730.6 1730.6 -16.5 1 3,445 +0
Jun14 121115 1733.1 1733.1 1733.1 1733.1 -16.5 53 8,914 +0
Aug14 121115 1735.3 1735.3 1735.3 1735.3 -16.5 0 84 +0
Total Volume and Open Interest 156,590 461,941 +2,180
Silver(CMX)
Dec12 121115 3274.5 3277.5 3215.0 3267.4 -20.6 44,597 55,989 -3,605
Mar13 121115 3268.0 3285.0 3225.0 3275.9 -20.6 9,836 36,454 +3,486
May13 121115 3273.5 3288.0 3246.0 3280.0 -20.6 258 6,059 -27
Jul13 121115 3265.5 3283.6 3265.0 3283.6 -20.6 242 6,536 +84
Sep13 121115 3279.5 3286.5 3274.5 3286.5 -20.6 24 3,800 +20
Dec13 121115 3281.5 3290.1 3267.0 3290.1 -20.6 146 17,699 +42
Mar14 121115 3289.0 3289.0 3289.0 3289.0 -20.6 55 1,561 +50
Total Volume and Open Interest 55,263 144,620 +53
Platinum(NYMEX)
Jan13 121115 1587.6 1589.1 1563.0 1573.3 -18.3 8,290 56,043 +115
Apr13 121115 1583.6 1589.0 1566.8 1576.2 -17.9 133 4,237 -49
Jul13 121115 1584.2 1584.2 1577.9 1579.4 -17.7 43 203 +32
Oct13 121115 1581.5 1581.5 1581.5 1581.5 -17.7 0 42 +0
Total Volume and Open Interest 8,475 60,571 +101
Palladium(NYMEX)
Dec12 121115 635.80 642.35 628.00 631.20 -10.35 7,028 16,695 -529
Mar13 121115 635.35 642.25 630.00 632.90 -10.30 811 5,121 +633
Jun13 121115 636.00 636.00 634.15 634.15 -10.30 1 20 +0
Total Volume and Open Interest 7,840 21,837 -96
Copper(CMX)
Dec12 121115 345.35 347.90 344.10 346.25 +0.90 46,794 50,730 -4,842
Mar13 121115 346.05 348.85 345.35 347.35 +0.85 10,956 67,683 +2,922
May13 121115 347.25 349.50 347.15 348.05 +0.80 507 11,912 +179
Jul13 121115 348.60 348.80 348.60 348.60 +0.80 324 5,722 +26
Sep13 121115 348.95 349.00 348.95 349.00 +0.75 219 3,369 -71
Total Volume and Open Interest 59,284 150,091 -1,793
DJIA Index(CBOT)
Dec12 121115 12562 12572 12465 12522 -22 119 14,359 +23
Mar13 121115 12449 12470 12449 12449 -21 0 6 +0
Jun13 121115 12369 12390 12369 12369 -21      
Sep13 121115 12290 12311 12290 12290 -21      
Total Volume and Open Interest 119 14,365 +23
E-mini DJIA Index(CBOT)
Dec12 121115 12545 12581 12464 12522 -22 167,420 101,319 +314
Mar13 121115 12465 12509 12400 12449 -21 30 230 +15
Jun13 121115 12354 12369 12342 12369 -21 2 50 +0
Sep13 121115 12290 12290 12290 12290 -21      
Total Volume and Open Interest 167,452 101,599 +329
S & P 500(CME)
Dec12 121115 1354.10 1358.90 1345.40 1351.30 -1.70 13,083 210,117 +1,521
Mar13 121115 1346.80 1350.60 1338.50 1344.50 -1.60 1,456 3,577 +766
Jun13 121115 1337.50 1343.70 1331.20 1337.50 -1.70 216 1,523 +19
Sep13 121115 1331.00 1337.20 1324.70 1331.00 -1.70      
Total Volume and Open Interest 14,755 215,217 +2,306
S & P 500 E-Mini(Globex)
Dec12 121115 1354.00 1359.00 1345.25 1351.25 -1.75 2,448,722 3,074,002 +41,138
Mar13 121115 1347.25 1352.00 1338.50 1344.50 -1.50 6,688 39,705 -1,168
Total Volume and Open Interest 2,455,673 3,115,885 +39,983
NASDAQ 100(CME)
Dec12 121115 2531.50 2540.00 2512.00 2522.00 -7.50 4,749 20,531 +3,023
Mar13 121115 2515.50 2515.50 2515.00 2515.50 -7.50 80 80 +79
Jun13 121115 2510.00 2517.50 2510.00 2510.00 -7.50      
Total Volume and Open Interest 4,829 20,611 +3,102
NASDAQ 100 E-Mini(Globex)
Dec12 121115 2531.30 2541.00 2512.80 2522.00 -7.50 365,096 376,659 +14,808
Mar13 121115 2521.50 2535.80 2507.00 2515.50 -7.50 249 698 +389
Total Volume and Open Interest 365,345 377,367 +15,197
S & P Midcap 400(CME)
Dec12 121115 944.40 949.00 942.00 944.40 -2.90 765 2,630 +765
Mar13 121115 942.40 945.30 942.40 942.40 -2.90      
Jun13 121115 940.30 943.20 940.30 940.30 -2.90      
Total Volume and Open Interest 765 2,630 +765
Volatility Index(CBOE)
Nov12 121115 17.70 18.75 17.30 18.05 +0.20 55,010 65,936 -6,386
Dec12 121115 18.90 19.75 18.65 19.15 +0.15 54,838 135,689 +6,631
Jan13 121115 20.52 21.07 20.15 20.60 +0.10 24,268 0 +0
Feb13 121115 21.20 21.74 20.95 21.35 +0.10 15,045 29,130 -1,372
Total Volume and Open Interest 169,351 297,119 -71
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec12 121115 8675 8895 8670 8880 +195 8,510 32,924 +1,281
Mar13 121115 8775 8885 8690 8885 +195 1 4 +1
Total Volume and Open Interest 8,511 32,928 +1,282
Nikkei 225(SGX)
Dec12 121115 8705 8830 8680 8790 +125 57,880 238,757 +3,599
Mar13 121115 8685 8810 8685 8775 +125 23 2,133 -11
Jun13 121115 8700 8700 8700 8700 +125 0 1,206 +0
Total Volume and Open Interest 57,903 253,186 +3,578
CAC 40(EURONEXT)
Nov12 121115 3371.5 3401.5 3365.0 3382.0 -17.5 171,079 269,629 -46,556
Dec12 121115 3362.5 3392.0 3355.5 3373.0 -17.5 114,105 259,427 +114,244
Jan13 121115 3365.0 3382.5 3356.5 3372.5 -17.5 14 55 +10
Total Volume and Open Interest 285,199 529,525 +67,892
Hang Seng Index(HKFE)
Nov12 121115 21189 21299 21090 21169 -251 61,323 116,681 -1,199
Dec12 121115 21225 21308 21103 21178 -257 2,321 17,104 +377
Total Volume and Open Interest 64,772 137,846 -106
DAX(EUREX)
Dec12 121115 7050.0 7080.0 7011.5 7045.5 -70.5 132,046 150,486 -290
Mar13 121115 7057.5 7080.0 7021.0 7048.5 -71.0 2,206 13,182 +2,027
Jun13 121115 7058.0 7086.0 7022.0 7055.5 -71.0 2,129 3,994 +2,034
Total Volume and Open Interest 136,381 167,662 +3,771
FT-SE 100(EURONEXT)
Dec12 121115 5674.00 5700.00 5648.50 5665.00 -69.50 104,313 609,354 +11,720
Mar13 121115 5640.00 5652.50 5615.00 5621.50 -69.00 3,487 815 -36
Jun13 121115 5556.50 5556.50 5556.50 5556.50 -69.50 0 13 +0
Total Volume and Open Interest 107,800 610,192 +11,684
SPI 200(SFE)
Dec12 121115 4399.0 4409.0 4348.0 4351.0 -49.0 33,782 270,907 +1,977
Mar13 121115 4350.0 4350.0 4321.0 4321.0 -47.0 650 2,325 +357
Jun13 121115 4321.0 4321.0 4321.0 4321.0 -49.0 0 2,645 +0
Total Volume and Open Interest 34,858 285,448 +2,212
FTSE MIB(ISE)
Dec12 121115 15140.00 15245.00 15095.00 15144.00 -79.00 17,760 32,911 +873
Mar13 121115 15120.00 15250.00 15110.00 15151.00 -79.00 16 83 -6
Jun13 121115 14875.00 14875.00 14871.00 14871.00 -79.00 0 1 +0
Total Volume and Open Interest 17,776 32,995 +867
KOSPI 200(KFE)
Dec12 121115 244.75 244.90 244.40 244.40 -3.90 211,920 103,266 +4,563
Mar13 121115 248.00 248.00 243.00 243.50 -4.30 143 5,518 +43
Jun13 121115 249.70 249.70 243.60 243.60 -5.35 4 1,149 +1
Total Volume and Open Interest 212,067 109,942 +4,606
GSCI(CME)
Dec12 121115 640.10 640.10 633.50 633.50 -4.55 143 8,548 +54
Jan13 121115 634.00 634.00 634.00 634.00 -5.00      
Feb13 121115 636.00 636.00 636.00 636.00        
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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