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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 November 16, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan13 121116 1403.25 1409.25 1372.25 1383.25 -18.75 75,222 261,295 +2,010
Mar13 121116 1384.00 1390.25 1356.00 1368.00 -16.00 22,992 114,181 +1,072
May13 121116 1361.50 1367.75 1337.75 1351.50 -10.75 10,342 100,786 +479
Jul13 121116 1354.25 1358.75 1331.75 1343.50 -11.00 8,355 68,139 +313
Aug13 121116 1331.75 1331.75 1312.25 1320.25 -10.75 706 1,538 -134
Sep13 121116 1299.50 1299.50 1283.25 1289.75 -9.25 263 1,380 +4
Nov13 121116 1269.75 1270.00 1255.25 1262.50 -8.25 4,901 54,472 +1,041
Jan14 121116 1274.00 1277.00 1262.25 1268.25 -8.75 138 656 +6
Mar14 121116 1275.00 1281.50 1273.50 1273.50 -8.00 43 204 +30
May14 121116 1271.25 1284.25 1270.00 1279.50 -4.75 22 157 +11
Jul14 121116 1284.00 1288.50 1284.00 1287.50 -1.00 12 66 +1
Aug14 121116 1282.25 1283.25 1282.25 1282.25 -1.00      
Sep14 121116 1272.50 1273.50 1272.50 1272.50 -1.00      
Nov14 121116 1241.00 1243.00 1229.50 1235.50 -7.50 26 2,086 +6
Total Volume and Open Interest 123,024 605,052 +4,841
Soybean Meal(CBOT)
Dec12 121116 431.00 432.30 420.90 424.60 -5.90 26,995 60,687 -2,392
Jan13 121116 425.60 427.20 415.70 419.00 -6.40 14,508 45,763 -379
Mar13 121116 415.00 416.50 406.50 409.20 -5.80 8,175 43,393 +1,131
May13 121116 402.10 403.30 395.80 399.50 -3.20 2,984 26,601 +152
Jul13 121116 396.30 398.20 390.80 394.20 -3.00 2,067 18,912 -60
Aug13 121116 387.20 387.40 382.70 385.40 -2.00 413 1,840 +108
Sep13 121116 377.00 377.00 373.30 374.00 -2.10 130 2,084 +22
Oct13 121116 361.00 362.90 359.30 359.60 -1.40 48 3,046 +6
Dec13 121116 356.70 360.40 355.50 356.10 -2.60 387 11,053 +62
Jan14 121116 361.60 361.90 357.40 357.40 -2.70 55 409 +30
Total Volume and Open Interest 55,910 214,636 -1,216
Soybean Oil(CBOT)
Dec12 121116 47.49 47.70 46.61 47.05 -0.41 50,081 107,231 -3,219
Jan13 121116 47.79 48.03 46.94 47.37 -0.42 36,306 120,952 +3,645
Mar13 121116 48.27 48.46 47.40 47.83 -0.43 11,502 48,524 +1,686
May13 121116 48.68 48.91 47.88 48.32 -0.41 5,127 36,240 +338
Jul13 121116 49.27 49.39 48.32 48.74 -0.43 3,567 26,302 +354
Aug13 121116 49.48 49.48 48.60 48.91 -0.42 460 3,371 -49
Sep13 121116 49.64 49.64 48.72 49.02 -0.43 185 3,130 +22
Oct13 121116 49.44 49.44 48.76 48.97 -0.43 158 3,850 +42
Dec13 121116 49.25 49.33 48.72 49.09 -0.36 522 10,943 +16
Jan14 121116 49.17 49.66 49.08 49.31 -0.35 2 871 +0
Total Volume and Open Interest 107,932 362,462 +2,843
Canola(WCE)
Nov12 121114 587.1 587.1 587.1 587.1 +9.8      
Jan13 121116 580.0 582.5 573.5 575.7 -4.8 8,196 100,474 -1,301
Mar13 121116 580.0 582.1 571.0 573.3 -5.2 3,329 20,691 +762
May13 121116 579.1 580.5 569.3 571.6 -5.3 1,139 18,536 -352
Jul13 121116 577.4 577.4 565.8 568.3 -5.4 253 7,552 -104
Total Volume and Open Interest 13,062 154,566 -858
Corn(CBOT)
Dec12 121116 721.25 729.75 711.00 727.00 +5.75 112,562 294,710 -12,774
Mar13 121116 725.00 733.75 714.50 731.00 +6.00 79,396 513,248 +6,691
May13 121116 720.25 729.25 710.25 726.75 +6.50 12,362 129,068 +1,555
Jul13 121116 708.50 717.75 700.00 715.25 +6.50 9,626 158,541 +1,451
Sep13 121116 625.75 630.25 620.25 628.50 +1.25 1,055 30,812 -81
Dec13 121116 606.75 610.75 600.75 608.75 +2.00 4,799 157,800 +678
Mar14 121116 612.50 618.50 609.50 617.25 +1.50 122 3,229 +42
May14 121116 616.50 623.75 616.50 623.75 +1.75 8 976 +4
Jul14 121116 625.00 627.25 622.00 627.25 +1.75 30 1,174 +6
Sep14 121116 595.00 596.75 595.00 596.75 +1.75 0 90 +0
Total Volume and Open Interest 220,041 1,297,618 -2,382
Wheat(CBOT)
Dec12 121116 844.50 850.00 829.50 838.00 -7.50 60,914 119,248 -8,803
Mar13 121116 860.25 865.50 845.00 853.75 -7.50 44,630 197,751 +8,962
May13 121116 870.00 872.00 851.25 860.25 -7.50 6,731 45,835 +473
Jul13 121116 852.75 855.75 838.00 845.75 -8.75 3,452 74,095 +327
Sep13 121116 858.50 862.25 846.00 852.25 -10.00 473 10,085 +60
Dec13 121116 868.00 868.25 851.25 858.50 -9.50 1,611 46,042 +156
Total Volume and Open Interest 117,832 498,159 +1,195
Wheat(KCBT)
Dec12 121116 885.75 888.75 869.00 876.00 -10.50 15,515 41,268 -5,502
Mar13 121116 902.50 905.50 886.00 892.75 -10.75 13,203 82,310 +4,202
May13 121116 910.75 911.00 893.50 900.25 -9.50 974 15,465 +20
Jul13 121116 898.25 900.00 884.75 891.00 -8.75 836 22,479 +93
Sep13 121116 899.00 900.00 888.00 893.25 -7.50 102 3,197 -20
Dec13 121116 905.50 909.00 895.50 900.75 -5.75 83 3,364 +30
Total Volume and Open Interest 30,729 168,538 -1,164
Wheat(MGE)
Dec12 121116 920.00 923.50 906.00 909.75 -10.50 3,221 10,913 -1,431
Mar13 121116 932.00 934.00 916.50 921.00 -9.75 2,659 21,635 +397
May13 121116 937.50 940.25 925.00 926.75 -11.00 118 5,009 -20
Jul13 121116 936.00 936.00 925.00 927.75 -10.25 22 1,890 +1
Sep13 121116 919.50 920.00 909.00 916.25 -4.25 54 2,822 +31
Total Volume and Open Interest 6,103 43,638 -1,020
Oats(CBOT)
Dec12 121116 364.50 365.25 360.50 364.50 unch 490 4,658 -448
Mar13 121116 372.50 376.00 370.00 374.50 +0.50 263 6,383 +126
May13 121116 374.50 377.25 374.50 377.25 +2.00 21 400 +8
Jul13 121116 379.25 379.25 373.75 379.25 +5.50 0 7 +0
Total Volume and Open Interest 774 11,502 -314
Rough Rice(CBOT)
Nov12 121114 14.38 14.52 14.38 14.38 -0.14      
Jan13 121116 14.88 14.93 14.77 14.85 -0.02 445 13,217 +6
Mar13 121116 15.15 15.20 15.09 15.16 -0.03 61 978 -2
May13 121116 15.39 15.44 15.39 15.44 -0.03 2 60 +2
Total Volume and Open Interest 508 14,327 +6
Live Cattle(CME)
Dec12 121116 125.600 126.450 125.430 126.150 +0.550 21,457 77,711 -9,483
Feb13 121116 129.325 130.235 128.985 130.035 +0.655 22,321 126,185 +4,917
Apr13 121116 133.435 134.235 132.900 134.075 +0.725 7,402 67,663 +849
Jun13 121116 129.485 130.185 128.985 129.985 +0.500 2,436 33,965 +479
Aug13 121116 129.400 129.850 128.850 129.685 +0.305 1,618 16,230 -70
Oct13 121116 132.075 132.575 131.850 132.400 +0.300 290 3,698 +129
Total Volume and Open Interest 55,668 327,848 -3,166
Feeder Cattle(CME)
Jan13 121116 145.250 145.685 144.850 145.600 +0.450 1,810 16,957 +506
Mar13 121116 147.685 148.200 147.380 148.130 +0.530 892 4,425 +118
Apr13 121116 149.650 150.000 149.400 149.800 +0.365 242 2,273 +58
May13 121116 151.100 151.435 151.000 151.200 +0.500 111 1,703 +8
Aug13 121116 154.880 155.200 154.685 154.900 +0.400 32 806 +10
Sep13 121116 155.500 155.750 155.325 155.750 unch 2 73 +1
Oct13 121116 156.050 156.500 156.050 156.500 unch 1 37 +1
Total Volume and Open Interest 3,090 26,274 -1,138
Lean Hogs(CME)
Dec12 121116 80.200 80.725 79.975 80.330 +0.250 16,518 50,313 -3,864
Feb13 121116 86.180 86.980 86.150 86.450 +0.300 15,330 86,506 +5,015
Apr13 121116 91.150 91.700 90.980 91.250 +0.100 3,417 39,479 +844
May13 121116 97.680 97.800 97.300 97.785 +0.055 9 1,420 -2
Jun13 121116 99.930 100.200 99.550 99.980 -0.020 1,319 25,134 +243
Jul13 121116 99.500 99.650 99.100 99.350 -0.450 150 7,551 +33
Aug13 121116 98.650 98.885 98.250 98.600 -0.230 679 11,196 +274
Oct13 121116 87.400 87.500 87.000 87.480 -0.320 673 7,753 +355
Total Volume and Open Interest 39,177 233,445 +3,615
Class III Milk(CME)
Nov12 121116 20.80 20.80 20.72 20.74 -0.05 168 5,233 -41
Dec12 121116 19.01 19.27 18.90 19.04 +0.07 659 4,491 -114
Jan13 121116 18.50 18.80 18.42 18.56 +0.02 267 2,496 +47
Feb13 121116 18.32 18.52 18.32 18.33 -0.07 123 1,980 +57
Mar13 121116 18.31 18.55 18.31 18.45 +0.04 159 1,578 +61
Total Volume and Open Interest 1,750 23,095 +147
Cocoa(ICE)
Dec12 121116 2510 2510 2446 2457 -45 2,283 854 -1,462
Mar13 121116 2465 2480 2384 2398 -85 14,069 91,621 +3,185
May13 121116 2471 2485 2391 2406 -82 2,072 28,621 +283
Jul13 121116 2485 2485 2399 2412 -81 1,173 17,608 +314
Sep13 121116 2484 2484 2413 2415 -81 1,130 15,056 +624
Dec13 121116 2471 2471 2405 2417 -79 508 9,344 +248
Mar14 121116 2450 2450 2417 2423 -80 1,339 13,478 +959
Total Volume and Open Interest 22,719 185,587 +4,272
Coffee "C"(ICE)
Dec12 121116 148.60 149.00 146.50 147.30 -1.70 8,556 14,627 -4,939
Mar13 121116 153.90 154.00 151.40 152.50 -1.50 17,407 85,689 +4,024
May13 121116 156.30 156.65 154.50 155.35 -1.45 1,800 19,390 +332
Jul13 121116 159.25 159.70 157.85 158.25 -1.45 652 8,594 +145
Sep13 121116 161.40 161.65 160.15 161.10 -1.45 416 4,686 +174
Dec13 121116 165.35 165.65 164.90 165.10 -1.40 173 3,517 +25
Total Volume and Open Interest 29,012 137,734 -237
Orange Juice(ICE)
Jan13 121116 117.45 119.35 116.00 117.30 +1.05 1,429 16,452 -219
Mar13 121116 118.25 120.60 117.65 118.20 +0.95 516 3,829 -53
May13 121116 121.10 121.10 119.80 120.10 +0.60 118 1,425 +45
Jul13 121116 123.05 123.05 122.55 122.55 +0.15 101 283 +99
Sep13 121116 124.70 124.70 124.70 124.70 +0.15 0 65 +0
Nov13 121116 125.50 125.50 125.50 125.50 +0.15 0 59 +0
Total Volume and Open Interest 2,164 22,138 -128
Sugar #11(ICE)
Mar13 121116 19.02 19.20 18.91 19.15 +0.11 38,987 352,058 +1,352
May13 121116 19.09 19.22 18.97 19.18 +0.09 13,668 104,927 +1,122
Jul13 121116 19.11 19.29 19.04 19.23 +0.09 10,943 121,578 -110
Oct13 121116 19.43 19.56 19.35 19.54 +0.08 4,675 66,631 +636
Mar14 121116 19.92 20.04 19.84 20.02 +0.07 1,879 43,347 -338
May14 121116 19.85 19.96 19.79 19.96 +0.08 182 11,370 -10
Jul14 121116 19.88 19.93 19.78 19.93 +0.09 97 6,729 -4
Oct14 121116 19.97 20.03 19.90 20.03 +0.11 96 8,017 +12
Total Volume and Open Interest 70,586 723,773 +2,700
London Cocoa(LCE)
Dec12 121116 1598 1598 1550 1556 -48 4,893 39,249 -761
Mar13 121116 1601 1601 1542 1553 -49 9,906 72,545 +2,088
May13 121116 1601 1601 1552 1559 -48 1,661 28,029 -577
Jul13 121116 1611 1611 1561 1566 -47 920 20,555 +86
Sep13 121116 1615 1617 1570 1573 -45 764 19,799 +101
Dec13 121116 1581 1587 1543 1555 -45 740 11,149 +266
Mar14 121116 1587 1587 1543 1553 -45 633 13,438 +476
Total Volume and Open Interest 19,535 211,604 +1,806
London Sugar(LCE)
Mar13 121116 507.50 510.20 503.80 509.30 +2.60 2,751 39,530 -3,381
May13 121116 514.20 517.60 511.60 515.50 +1.10 1,213 14,781 +459
Aug13 121116 516.50 519.60 514.10 518.40 +1.10 262 6,382 +380
Oct13 121116 522.40 524.60 519.00 523.30 +1.50 81 4,222 +5
Dec13 121116 527.60 530.10 526.10 528.70 +1.10 45 1,621 +94
Total Volume and Open Interest 4,361 67,421 -19,458
Cotton(ICE)
Dec12 121116 73.76 74.47 72.18 72.73 -1.23 17,177 27,767 -8,083
Mar13 121116 72.12 72.74 71.77 72.64 +0.40 21,292 118,767 +2,747
May13 121116 72.78 73.62 72.62 73.54 +0.42 1,502 14,392 +326
Jul13 121116 73.76 74.60 73.63 74.53 +0.43 692 9,725 +38
Oct13 121116 76.25 76.25 76.25 76.25 +0.33 0 3 +0
Dec13 121116 76.25 76.85 75.98 76.78 +0.25 375 5,344 +91
Total Volume and Open Interest 41,038 176,063 -4,881
Lumber(CME)
Jan13 121116 324.5 329.1 322.4 325.5 +0.1 412 7,605 +65
Mar13 121116 332.5 334.5 330.0 333.8 +1.8 131 1,957 +30
May13 121116 336.0 338.0 334.0 337.0 +0.5 57 821 +33
Jul13 121116 336.0 337.1 336.0 336.0 -1.0 6 111 +0
Total Volume and Open Interest 608 10,510 +6
Crude Oil(NYM)
Dec12 121116 85.28 87.01 85.02 86.67 +1.22 168,098 25,472 -59,939
Jan13 121116 85.80 87.39 85.41 86.92 +1.05 275,993 332,832 +18,768
Feb13 121116 86.38 87.91 86.00 87.47 +1.03 43,627 133,725 +1,286
Mar13 121116 87.01 88.41 86.59 88.04 +1.00 31,097 107,227 -536
Apr13 121116 87.54 88.90 87.17 88.57 +0.97 16,459 56,967 +309
May13 121116 87.93 89.29 87.69 89.01 +0.93 11,036 49,828 +1,146
Jun13 121116 88.34 89.63 87.97 89.36 +0.89 25,239 107,521 +1,077
Jul13 121116 89.50 89.61 88.48 89.61 +0.83 2,803 40,555 +502
Aug13 121116 89.61 89.80 89.35 89.77 +0.78 2,941 26,949 -223
Sep13 121116 89.46 89.88 88.79 89.88 +0.74 4,735 39,395 +804
Oct13 121116 88.72 89.94 88.72 89.92 +0.69 4,009 28,415 +1,375
Nov13 121116 89.96 89.96 89.96 89.96 +0.65 3,128 28,512 +621
Dec13 121116 89.15 90.16 88.83 89.99 +0.60 25,819 164,360 +3,023
Jan14 121116 89.88 89.88 89.88 89.88 +0.55 1,469 28,210 +65
Feb14 121116 89.77 89.77 89.77 89.77 +0.50 150 11,009 -16
Mar14 121116 89.65 89.65 89.65 89.65 +0.45 1,249 15,826 +29
Total Volume and Open Interest 640,713 1,505,664 -29,298
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 121116 85.925 87.400 85.425 86.925 +1.050 6,037 3,143 +348
Feb13 121116 86.350 87.900 86.000 87.475 +1.025 235 1,128 +101
Mar13 121116 87.750 88.400 87.550 88.050 +1.000 36 306 +14
Apr13 121116 88.700 88.700 88.575 88.575 +0.975 1 5 -1
May13 121116 89.000 89.000 89.000 89.000 +0.925 2 5 -2
Jun13 121116 89.350 89.350 89.350 89.350 +0.875 1 42 +0
Jul13 121116 89.600 89.600 89.600 89.600 +0.825      
Aug13 121116 89.775 89.775 89.775 89.775 +0.775      
Total Volume and Open Interest 6,312 4,783 -9,226
Heating Oil(NYM)
Dec12 121116 296.38 299.69 295.12 298.68 +1.33 43,112 70,234 -1,779
Jan13 121116 298.20 300.31 296.03 299.46 +1.26 30,467 72,900 +4,149
Feb13 121116 297.83 300.29 296.18 299.41 +1.25 13,462 31,669 -1,860
Mar13 121116 297.30 299.23 295.58 298.62 +1.15 9,354 28,743 +1,377
Apr13 121116 295.82 297.70 294.38 296.89 +1.07 4,486 27,366 +37
May13 121116 298.40 298.98 296.63 298.76 +1.07 1,455 18,192 +345
Jun13 121116 295.79 297.73 294.50 297.06 +1.09 1,076 17,836 +284
Jul13 121116 294.23 296.76 294.23 296.54 +1.07 170 4,860 -49
Aug13 121116 296.15 296.44 294.37 296.24 +1.04 231 3,562 +15
Sep13 121116 295.77 296.17 293.77 296.05 +1.03 128 7,222 +103
Oct13 121116 295.68 296.29 295.68 296.05 +1.01 16 2,237 +12
Nov13 121116 296.39 296.39 296.13 296.13 +0.96 14 1,995 +11
Dec13 121116 295.53 296.47 293.85 295.98 +0.94 216 14,804 +14
Jan14 121116 295.78 295.78 295.78 295.78 +0.94 0 1,162 +5
Total Volume and Open Interest 104,187 304,017 +2,664
Gasoline(NYMEX)
Dec12 121116 268.20 272.22 267.73 271.01 +1.39 52,071 60,425 -3,027
Jan13 121116 264.72 269.16 264.31 268.19 +2.07 47,226 110,679 +7,495
Feb13 121116 265.00 268.84 264.84 268.07 +2.25 17,461 26,716 +1,303
Mar13 121116 266.79 270.00 266.65 269.55 +2.39 8,534 25,914 +535
Apr13 121116 281.59 284.46 281.40 284.17 +2.35 5,349 17,032 +661
May13 121116 280.63 283.83 279.92 283.49 +2.34 4,019 11,643 -169
Jun13 121116 278.67 281.11 277.93 280.59 +2.10 3,479 13,076 +273
Jul13 121116 276.99 276.99 274.67 276.99 +1.97 768 4,657 +164
Aug13 121116 273.18 273.18 273.18 273.18 +1.93 119 3,636 -12
Sep13 121116 267.40 268.86 266.69 268.84 +1.94 213 4,120 +4
Total Volume and Open Interest 139,621 286,529 +7,339
e-miNY RBOB Gasoline(NYM)
Dec12 121116 271.00 271.00 271.00 271.00 +1.40      
Jan13 121116 268.20 268.20 268.19 268.20 +2.10      
Feb13 121116 268.10 268.10 268.07 268.10 +2.30      
Mar13 121116 269.60 269.60 269.55 269.60 +2.40      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec12 121116 3.715 3.803 3.662 3.790 +0.087 162,224 97,018 -10,597
Jan13 121116 3.830 3.917 3.780 3.904 +0.083 85,566 276,906 +2,957
Feb13 121116 3.845 3.923 3.794 3.913 +0.079 23,081 65,263 +771
Mar13 121116 3.827 3.889 3.771 3.880 +0.073 21,895 120,959 +1,849
Apr13 121116 3.798 3.859 3.750 3.850 +0.068 29,056 139,479 -284
May13 121116 3.821 3.884 3.776 3.876 +0.064 6,749 42,427 -193
Jun13 121116 3.822 3.912 3.816 3.910 +0.063 3,898 21,456 +241
Jul13 121116 3.864 3.949 3.857 3.947 +0.061 3,371 26,083 +439
Aug13 121116 3.880 3.973 3.879 3.967 +0.060 2,079 22,749 +133
Sep13 121116 3.923 3.976 3.883 3.969 +0.059 1,782 22,069 -69
Oct13 121116 3.922 4.007 3.918 4.003 +0.058 15,196 87,128 +586
Nov13 121116 4.054 4.100 4.019 4.095 +0.053 3,150 25,688 +269
Dec13 121116 4.236 4.285 4.208 4.279 +0.051 2,434 30,251 -259
Jan14 121116 4.345 4.389 4.300 4.380 +0.049 6,288 69,433 +1,343
Feb14 121116 4.321 4.355 4.320 4.355 +0.044 769 5,486 +12
Mar14 121116 4.252 4.288 4.246 4.282 +0.046 1,642 12,876 +253
Total Volume and Open Interest 373,513 1,159,655 -1,176
Brent Crude Oil(ICE)
Dec12 121115 109.68 111.12 109.66 110.98 +1.37 113,913 43,160 -30,422
Jan13 121116 107.69 109.25 107.66 108.95 +0.94 226,346 313,908 +14,502
Feb13 121116 107.02 108.45 107.02 108.20 +0.87 78,629 156,463 +4,061
Mar13 121116 106.51 107.80 106.49 107.61 +0.79 39,354 82,790 +2,864
Apr13 121116 106.14 107.27 106.05 107.11 +0.72 16,384 40,629 -184
May13 121116 105.72 106.86 105.64 106.69 +0.69 12,075 47,070 +336
Jun13 121116 105.33 106.42 105.22 106.27 +0.67 30,723 90,247 -1,302
Jul13 121116 104.84 105.99 104.83 105.83 +0.62 4,832 30,939 -174
Aug13 121116 104.45 105.60 104.40 105.36 +0.57 5,129 39,801 +195
Sep13 121116 104.16 105.01 103.93 104.86 +0.51 7,078 43,653 +1,068
Oct13 121116 104.41 104.41 104.41 104.41 +0.47 4,788 39,874 -209
Nov13 121116 103.89 104.01 103.89 104.01 +0.42 3,268 30,649 +177
Dec13 121116 103.00 103.85 102.72 103.64 +0.39 25,114 111,868 +1
Jan14 121116 103.28 103.28 103.28 103.28 +0.36 841 19,566 +116
Total Volume and Open Interest 474,040 1,245,006 -20,668
Gas Oil(ICE)
Dec12 121116 922.00 932.25 919.75 920.50 -10.50 47,272 116,360 -2,177
Jan13 121116 925.50 934.25 921.75 922.75 -10.25 46,267 96,160 +3,489
Feb13 121116 924.50 933.25 921.25 922.00 -10.00 13,428 43,503 -10
Mar13 121116 924.25 930.75 919.25 919.75 -10.00 6,663 33,214 -162
Apr13 121116 919.75 927.00 916.25 916.75 -9.75 4,480 34,103 +361
May13 121116 917.25 919.25 913.00 913.00 -9.75 2,891 19,949 +1,286
Jun13 121116 912.75 919.50 909.75 910.00 -9.50 7,203 35,638 +66
Jul13 121116 912.75 913.50 908.00 908.00 -9.25 1,830 15,784 +171
Aug13 121116 908.00 910.75 905.75 906.00 -8.75 1,500 13,380 +530
Sep13 121116 908.00 909.00 904.25 904.50 -8.50 951 14,412 +57
Total Volume and Open Interest 140,404 522,399 +4,247
Ethanol(CBOT)
Nov12 121105 2.315 2.315 2.310 2.310 -0.030 100 97 -235
Dec12 121116 2.317 2.354 2.309 2.351 +0.016 272 1,377 -123
Jan13 121116 2.306 2.355 2.300 2.352 +0.020 238 1,132 +48
Feb13 121116 2.320 2.356 2.314 2.350 +0.017 160 1,260 +94
Mar13 121116 2.327 2.365 2.327 2.359 +0.016 161 2,006 +6
Apr13 121116 2.327 2.372 2.327 2.370 +0.018 68 576 +0
May13 121116 2.333 2.375 2.327 2.371 +0.016 47 1,503 +19
Jun13 121116 2.343 2.361 2.343 2.352 +0.003 42 1,560 -7
Total Volume and Open Interest 1,027 11,707 +53
WTI Crude Oil(ICE)
Dec12 121115 86.21 86.83 84.70 85.45 -0.87 49,136 43,223 -8,675
Jan13 121116 85.80 87.37 85.43 86.92 +1.05 60,774 81,911 +6,480
Feb13 121116 86.39 87.90 86.07 87.47 +1.03 16,864 47,136 +488
Mar13 121116 86.95 88.40 86.62 88.04 +1.00 8,673 37,434 -128
Apr13 121116 87.52 88.88 87.18 88.57 +0.97 4,453 17,710 -425
May13 121116 87.87 89.30 87.64 89.01 +0.93 3,212 16,683 -81
Jun13 121116 88.30 89.64 87.97 89.36 +0.89 6,307 49,179 -793
Jul13 121116 88.49 89.87 88.49 89.61 +0.83 1,310 9,148 +48
Aug13 121116 89.59 89.77 89.09 89.77 +0.78 952 5,477 +231
Sep13 121116 89.69 89.88 89.20 89.88 +0.74 776 9,218 -53
Oct13 121116 89.92 89.92 89.92 89.92 +0.69 734 5,466 -53
Nov13 121116 89.96 89.96 89.96 89.96 +0.65 725 5,257 +50
Dec13 121116 89.01 90.17 89.01 89.99 +0.60 7,378 70,124 +554
Jan14 121116 89.88 89.88 89.88 89.88 +0.55 10 5,687 -3
Feb14 121116 89.77 89.77 89.77 89.77 +0.50 8 1,964 +0
Mar14 121116 89.65 89.65 89.65 89.65 +0.45 4 3,636 -2
Total Volume and Open Interest 113,583 464,824 -36,970
US Dollar Index(ICE)
Dec12 121116 81.095 81.515 81.080 81.310 +0.173 24,280 34,968 -66
Mar13 121116 81.420 81.700 81.410 81.520 +0.172 91 1,723 -31
Jun13 121116 81.760 81.760 81.760 81.760 +0.173 0 4 +0
Total Volume and Open Interest 24,371 36,698 -97
Australian Dollar(CME)
Dec12 121116 103.11 103.27 102.63 103.09 +0.04 137,213 174,861 -5,659
Mar13 121116 102.40 102.46 102.03 102.35 +0.04 257 881 +8
Jun13 121116 101.66 101.66 101.62 101.66 +0.04 0 10 +0
Total Volume and Open Interest 137,470 175,757 -5,651
British Pound(CME)
Dec12 121116 158.63 159.00 158.34 158.80 +0.31 100,003 149,182 +359
Mar13 121116 158.54 158.90 158.42 158.77 +0.31 53 644 +7
Jun13 121116 158.75 158.75 158.43 158.75 +0.32 0 59 +0
Total Volume and Open Interest 100,056 149,887 +366
Canadian Dollar(CME)
Dec12 121116 99.91 99.97 99.36 99.76 unch 66,814 162,077 -2,138
Mar13 121116 99.74 99.75 99.19 99.56 unch 640 5,334 +182
Jun13 121116 99.45 99.45 99.00 99.37 +0.01 27 646 +18
Sep13 121116 99.23 99.28 98.99 99.16 +0.01 5 920 +5
Total Volume and Open Interest 67,486 169,105 -1,933
Japanese Yen(CME)
Dec12 121116 123.26 123.64 122.81 123.14 -0.03 153,906 166,766 +7,641
Mar13 121116 123.41 123.75 122.96 123.28 -0.03 327 1,196 +119
Jun13 121116 123.52 123.80 123.29 123.42 -0.03 1 88 +50
Total Volume and Open Interest 154,236 168,075 +7,811
Swiss Franc(CME)
Dec12 121116 106.16 106.18 105.40 105.70 -0.47 23,557 46,450 -719
Mar13 121116 105.98 106.34 105.63 105.88 -0.46 5 82 +1
Jun13 121116 106.08 106.54 106.08 106.08 -0.46 0 3 +0
Total Volume and Open Interest 23,562 46,535 -718
EuroFX(CME)
Dec12 121116 127.84 127.88 126.93 127.30 -0.47 243,579 227,760 -5,191
Mar13 121116 127.92 127.92 127.13 127.44 -0.47 348 2,174 +181
Jun13 121116 128.02 128.06 127.37 127.60 -0.46 65 613 +3
Total Volume and Open Interest 243,994 230,596 -5,009
Mexican Peso(CME)
Nov12 121116 760.75 760.75 755.25 760.75 +5.50      
Dec12 121116 755.25 760.00 752.00 758.50 +5.50 38,863 163,071 -4,369
Total Volume and Open Interest 38,895 164,192 -4,363
Brazilian Real(CME)
Dec12 121116 481.25 481.25 478.35 480.50 -2.25 61 5,395 +0
Jan13 121116 478.70 480.95 478.70 478.70 -2.25      
Feb13 121116 476.95 479.20 476.95 476.95 -2.25 0 1 +0
Mar13 121116 475.15 477.40 475.15 475.15 -2.25 0 47 +0
Total Volume and Open Interest 61 32,450 +0
30-Year T-Bonds(CBOT)
Dec12 121116 152~000 152~210 151~250 152~070 +0~050 340,663 628,827 +11,189
Mar13 121116 150~180 151~100 150~150 150~280 +0~050 5,058 10,125 +2,645
Jun13 121116 149~230 149~230 149~180 149~230 +0~050      
Total Volume and Open Interest 345,721 638,952 +13,834
10-Year T-Notes(CBOT)
Dec12 121116 134~010 134~115 133~300 134~060 +0~050 916,188 1,758,094 +4,131
Mar13 121116 133~165 133~275 133~150 133~225 +0~055 21,602 49,586 +9,402
Jun13 121116 132~275 132~275 132~220 132~275 +0~055      
Total Volume and Open Interest 937,790 1,807,680 +13,533
5-Year T-Notes(CBOT)
Dec12 121116 124~244 124~282 124~232 124~266 +0~020 435,522 1,438,629 +7,075
Mar13 121116 124~190 124~224 124~182 124~214 +0~022 17,371 50,228 +13,979
Jun13 121116 124~014 124~014 123~312 124~014 +0~022      
Total Volume and Open Interest 452,893 1,488,857 +21,054
2 Year T-Notes(CBOT)
Dec12 121116 110~080 110~084 110~076 110~082 unch 275,717 986,876 +15,898
Mar13 121116 110~074 110~080 110~072 110~074 unch 54,633 128,822 +33,866
Jun13 121116 109~240 109~240 109~240 109~240 unch      
Total Volume and Open Interest 330,350 1,115,698 +49,764
Eurodollars(CME)
Dec12 121116 99.680 99.680 99.665 99.675 -0.010 124,942 860,941 -6,274
Mar13 121116 99.665 99.670 99.650 99.665 -0.005 169,519 746,671 +10,742
Jun13 121116 99.655 99.660 99.640 99.650 -0.010 124,509 738,767 +3,986
Sep13 121116 99.645 99.650 99.630 99.640 -0.010 93,432 607,465 -432
Dec13 121116 99.620 99.625 99.610 99.620 -0.005 95,915 717,095 +10,311
Mar14 121116 99.595 99.605 99.585 99.600 unch 91,650 657,981 +6,266
Jun14 121116 99.560 99.575 99.550 99.565 unch 85,524 561,421 +5,191
Sep14 121116 99.520 99.540 99.510 99.530 +0.005 100,473 494,956 +7,441
Dec14 121116 99.470 99.490 99.455 99.480 +0.005 79,280 517,153 +6,242
Mar15 121116 99.420 99.440 99.405 99.430 +0.010 67,915 515,242 +13,255
Jun15 121116 99.350 99.375 99.335 99.360 +0.010 63,057 565,437 +11,535
Sep15 121116 99.265 99.290 99.250 99.275 +0.010 47,821 367,986 +2,564
Dec15 121116 99.155 99.180 99.140 99.165 +0.010 48,585 334,996 +4,873
Mar16 121116 99.040 99.070 99.025 99.055 +0.015 25,300 209,613 -331
Jun16 121116 98.910 98.940 98.895 98.925 +0.015 20,007 140,203 +4,934
Sep16 121116 98.775 98.805 98.760 98.790 +0.015 13,880 130,894 +234
Dec16 121116 98.625 98.655 98.610 98.645 +0.020 23,461 103,394 -3,242
Mar17 121116 98.500 98.530 98.485 98.515 +0.020 10,924 86,271 +1,370
Total Volume and Open Interest 1,317,604 8,585,211 +79,837
Ultra T-Bond(CBOT)
Dec12 121116 168~26 169~26 168~16 169~02 +0~03 41,815 355,794 -325
Mar13 121116 167~21 168~13 167~16 167~21 +0~03 498 1,540 +312
Jun13 121116 167~21 167~21 167~18 167~21 +0~03      
Total Volume and Open Interest 42,313 357,334 -13
30 Day Federal Funds(CBOT)
Nov12 121116 99.835 99.840 99.835 99.838 unch 8,729 76,160 +6,287
Dec12 121116 99.840 99.850 99.840 99.845 unch 6,591 37,411 +2,119
Jan13 121116 99.855 99.860 99.855 99.860 unch 1,291 25,736 +447
Feb13 121116 99.865 99.870 99.860 99.865 unch 290 25,244 +37
Mar13 121116 99.865 99.870 99.860 99.865 unch 125 19,988 -29
Apr13 121116 99.865 99.870 99.860 99.865 unch 1,289 21,893 +82
Total Volume and Open Interest 22,259 382,901 +9,004
3-Mth Euro-Yen(CME)
Dec12 121116 99.690 99.690 99.690 99.690 unch      
Mar13 121116 99.720 99.720 99.720 99.720 unch      
Jun13 121116 99.745 99.745 99.745 99.745 unch      
Sep13 121116 99.753 99.753 99.753 99.753 unch      
Dec13 121116 99.755 99.755 99.755 99.755 unch      
Mar14 121116 99.750 99.750 99.750 99.750 unch      
Jun14 121116 99.705 99.705 99.705 99.705 unch      
Sep14 121116 99.565 99.565 99.565 99.565 unch      
Dec14 121116 99.790 99.790 99.790 99.790 unch      
Mar15 121116 99.650 99.650 99.650 99.650 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec12 121116 99.69 99.69 99.69 99.69 unch 0 2,083 +0
Mar13 121116 99.72 99.72 99.72 99.72 unch 0 343 +0
Jun13 121116 99.75 99.75 99.75 99.75 unch 0 201 +0
Sep13 121116 99.75 99.75 99.75 99.75 unch 0 305 +0
Dec13 121116 99.75 99.75 99.75 99.75 unch 0 384 +0
Mar14 121116 99.75 99.75 99.75 99.75 unch 0 344 +0
Jun14 121116 99.71 99.71 99.71 99.71 unch      
Sep14 121116 99.57 99.57 99.57 99.57 unch      
Total Volume and Open Interest 0 3,664 +0
Japanese Gov't Bonds(SGX)
Dec12 121116 144.55 144.74 144.54 144.69 +0.12 4,186 24,083 +312
Mar13 121116 144.15 144.15 144.15 144.15 +0.12 1 1 +1
Jun13 121116 142.06 142.06 142.06 142.06 +0.12      
Total Volume and Open Interest 4,187 24,084 +313
Euro-Bund(EUREX)
Dec12 121116 143.32 143.45 143.00 143.31 +0.18 610,745 956,973 -3,413
Mar13 121116 145.06 145.21 144.78 145.08 +0.19 6,788 98,165 +479
Jun13 121116 143.31 143.31 143.31 143.31 +0.18      
Total Volume and Open Interest 617,533 1,055,138 -2,934
Euro-Bobl(EUREX)
Dec12 121116 126.65 126.74 126.53 126.67 +0.10 308,217 810,972 -5,290
Mar13 121116 127.31 127.47 127.28 127.41 +0.10 5,886 63,890 +3,886
Jun13 121116 127.41 127.41 127.41 127.41 +0.10      
Total Volume and Open Interest 314,103 874,862 -1,404
3-Mth Euribor(EUREX)
Dec12 121116 99.815 99.815 99.815 99.815 -0.005 12 2,395 -4
Mar13 121116 99.845 99.845 99.835 99.835 -0.010 12 1,935 +12
Jun13 121116 99.825 99.830 99.825 99.830 -0.005 12 1,087 +11
Total Volume and Open Interest 98 7,884 +47
Long Gilt(LIFFE)
Dec12 121116 120~14 120~20 120~09 120~16 +0~04 107,390 364,476 +6,332
Mar13 121116 119~19 119~28 119~19 119~24 +0~04 3,555 6,785 +3,069
Total Volume and Open Interest 110,945 371,261 +9,401
3-Mth Short Sterling(LIFFE)
Dec12 121116 99.49 99.50 99.48 99.50 +0.01 28,914 256,176 -4,237
Mar13 121116 99.52 99.52 99.50 99.51 unch 40,546 332,529 -220
Jun13 121116 99.54 99.54 99.51 99.52 -0.01 49,138 313,312 +3,869
Sep13 121116 99.53 99.54 99.51 99.53 -0.01 31,794 336,460 +1,253
Dec13 121116 99.53 99.53 99.50 99.51 -0.01 42,757 362,211 -938
Mar14 121116 99.50 99.50 99.47 99.49 unch 53,859 289,032 +7,378
Total Volume and Open Interest 306,236 2,747,462 +6,252
3-Mth Euribor(LIFFE)
Dec12 121116 99.820 99.820 99.810 99.815 -0.005 59,103 509,724 -193
Mar13 121116 99.845 99.850 99.830 99.835 -0.010 86,038 569,062 -4,485
Jun13 121116 99.835 99.840 99.820 99.830 -0.005 53,461 459,743 +1,851
Total Volume and Open Interest 489,348 4,240,186 +24,782
3-Mth Aus T-Bills(SFE)
Dec12 121116 96.81 96.82 96.79 96.80 -0.02 10,974 144,344 -762
Mar13 121116 97.00 97.02 96.97 96.99 -0.01 21,287 182,707 +3,564
Jun13 121116 97.15 97.18 97.12 97.14 -0.02 14,119 130,397 +793
Sep13 121116 97.19 97.22 97.17 97.18 -0.02 8,501 81,410 -95
Dec13 121116 97.16 97.18 97.13 97.15 -0.02 4,077 65,637 -183
Mar14 121116 97.07 97.11 97.06 97.08 -0.01 530 40,643 -731
Jun14 121116 97.00 97.02 96.98 96.99 -0.01 628 18,460 -182
Sep14 121116 96.91 96.92 96.89 96.90 -0.02 212 17,384 +74
Dec14 121116 96.85 96.85 96.85 96.85 -0.02 0 1,386 +0
Mar15 121116 96.80 96.80 96.80 96.80 -0.02 0 43 +0
Total Volume and Open Interest 60,328 682,683 +2,478
10-Year Aus T-Bonds(SFE)
Dec12 121116 97.06 97.07 97.02 97.05 -0.01 41,138 432,892 +2,844
Mar13 121116 97.01 97.01 97.01 97.01 -0.01 0 5 +0
Total Volume and Open Interest 41,138 432,897 +2,844
3-Year Aus T-Bonds(SFE)
Dec12 121116 97.52 97.54 97.48 97.52 -0.01 123,736 512,276 +14,090
Mar13 121116 97.52 97.52 97.52 97.52 -0.01      
Total Volume and Open Interest 123,736 512,276 +14,090
Gold(CMX)
Dec12 121116 1715.5 1717.2 1705.6 1714.7 +0.9 181,712 227,167 -17,212
Feb13 121116 1719.0 1719.3 1707.9 1716.9 +0.8 22,128 111,902 +17,281
Apr13 121116 1719.1 1719.9 1710.0 1718.9 +0.8 3,093 21,278 +449
Jun13 121116 1722.6 1722.6 1714.0 1720.9 +0.8 3,367 26,116 +1,330
Aug13 121116 1718.8 1722.8 1718.6 1722.8 +0.8 2,360 14,723 -828
Oct13 121116 1724.7 1724.7 1724.7 1724.7 +0.8 524 7,795 -324
Dec13 121116 1728.0 1728.0 1720.3 1726.7 +0.7 1,095 15,777 +513
Feb14 121116 1723.8 1729.4 1723.8 1729.0 +0.7 1 2,472 +0
Apr14 121116 1723.1 1731.3 1722.5 1731.3 +0.7 0 3,445 +0
Jun14 121116 1733.8 1733.8 1733.8 1733.8 +0.7 66 8,978 +64
Aug14 121116 1736.0 1736.0 1736.0 1736.0 +0.7 0 84 +0
Total Volume and Open Interest 215,088 463,123 +1,182
Silver(CMX)
Dec12 121116 3258.5 3268.0 3201.5 3237.0 -30.4 55,180 51,721 -4,268
Mar13 121116 3271.5 3272.0 3211.0 3245.2 -30.7 13,860 41,840 +5,386
May13 121116 3260.5 3260.5 3237.5 3249.2 -30.8 385 6,141 +82
Jul13 121116 3258.0 3258.0 3252.8 3252.8 -30.8 89 6,563 +27
Sep13 121116 3255.7 3255.7 3255.7 3255.7 -30.8 43 3,821 +21
Dec13 121116 3245.5 3261.5 3239.5 3259.2 -30.9 120 17,704 +5
Mar14 121116 3258.3 3258.3 3258.3 3258.3 -30.7 0 1,561 +0
Total Volume and Open Interest 69,959 145,883 +1,263
Platinum(NYMEX)
Jan13 121116 1573.3 1576.7 1546.4 1561.8 -11.5 8,659 55,734 -309
Apr13 121116 1574.0 1574.0 1550.4 1564.6 -11.6 120 4,222 -15
Jul13 121116 1569.9 1569.9 1560.3 1567.6 -11.8 34 237 +34
Oct13 121116 1569.6 1569.6 1569.6 1569.6 -11.9 0 42 +0
Total Volume and Open Interest 8,813 60,281 -290
Palladium(NYMEX)
Dec12 121116 632.80 633.15 619.30 626.45 -4.75 5,589 16,143 -552
Mar13 121116 633.80 633.80 622.40 627.90 -5.00 1,006 5,792 +671
Jun13 121116 629.15 629.15 629.15 629.15 -5.00 1 21 +1
Total Volume and Open Interest 6,596 21,957 +120
Copper(CMX)
Dec12 121116 346.85 347.40 342.25 345.15 -1.10 41,452 48,209 -2,521
Mar13 121116 348.00 348.40 343.45 346.15 -1.20 9,719 69,551 +1,868
May13 121116 349.00 349.00 346.15 346.85 -1.20 1,136 12,056 +144
Jul13 121116 348.75 348.75 345.50 347.40 -1.20 26 5,731 +9
Sep13 121116 345.50 348.85 345.50 347.80 -1.20 6 3,370 +1
Total Volume and Open Interest 52,831 149,581 -510
DJIA Index(CBOT)
Dec12 121116 12495 12570 12450 12570 +48 126 14,380 +21
Mar13 121116 12495 12495 12449 12495 +46 0 6 +0
Jun13 121116 12415 12415 12369 12415 +46      
Sep13 121116 12336 12336 12290 12336 +46      
Total Volume and Open Interest 126 14,386 +21
E-mini DJIA Index(CBOT)
Dec12 121116 12520 12573 12435 12570 +48 152,927 100,484 -835
Mar13 121116 12435 12495 12380 12495 +46 71 281 +51
Jun13 121116 12360 12415 12358 12415 +46 7 51 +1
Sep13 121116 12336 12336 12336 12336 +46      
Total Volume and Open Interest 153,005 100,816 -783
S & P 500(CME)
Dec12 121116 1351.50 1361.00 1340.30 1359.80 +8.50 13,499 211,625 +1,508
Mar13 121116 1340.00 1353.10 1336.50 1353.10 +8.60 252 3,760 +183
Jun13 121116 1346.10 1346.10 1329.50 1346.10 +8.60 205 1,517 -6
Sep13 121116 1339.60 1339.60 1323.00 1339.60 +8.60      
Total Volume and Open Interest 13,956 216,902 +1,685
S & P 500 E-Mini(Globex)
Dec12 121116 1351.50 1360.50 1340.25 1359.75 +8.50 2,416,674 3,066,032 -7,970
Mar13 121116 1344.00 1353.50 1333.75 1353.00 +8.50 7,104 44,380 +4,675
Total Volume and Open Interest 2,423,960 3,112,567 -3,318
NASDAQ 100(CME)
Dec12 121116 2522.00 2539.00 2491.00 2533.00 +11.00 3,058 20,874 +343
Mar13 121116 2526.80 2526.80 2515.50 2526.80 +11.30 0 80 +0
Jun13 121116 2521.30 2521.30 2510.00 2521.30 +11.30      
Total Volume and Open Interest 3,058 20,954 +343
NASDAQ 100 E-Mini(Globex)
Dec12 121116 2522.80 2539.30 2492.00 2533.00 +11.00 337,005 387,195 +10,536
Mar13 121116 2520.80 2532.00 2502.00 2526.80 +11.30 163 802 +104
Total Volume and Open Interest 337,168 388,007 +10,640
S & P Midcap 400(CME)
Dec12 121116 945.00 952.10 937.00 952.10 +7.70 109 2,739 +109
Mar13 121116 950.10 950.10 950.10 950.10 +7.70      
Jun13 121116 948.00 948.00 948.00 948.00 +7.70      
Total Volume and Open Interest 109 2,739 +109
Volatility Index(CBOE)
Nov12 121116 18.00 18.51 16.70 16.75 -1.30 59,416 54,027 -11,909
Dec12 121116 19.15 19.60 18.15 18.20 -0.95 59,554 138,483 +2,794
Jan13 121116 20.49 21.00 19.70 19.90 -0.70 24,279 0 +0
Feb13 121116 21.28 21.74 20.60 20.70 -0.65 10,847 29,189 +59
Total Volume and Open Interest 172,725 291,830 -5,289
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec12 121116 8880 9105 8880 9100 +220 10,265 34,544 +1,620
Mar13 121116 9045 9100 8885 9100 +215 5 6 +2
Total Volume and Open Interest 10,270 34,550 +1,622
Nikkei 225(SGX)
Dec12 121116 8805 9040 8800 9020 +230 122,889 239,343 +586
Mar13 121116 8855 9005 8855 9005 +230 93 2,209 +76
Jun13 121116 8930 8930 8930 8930 +230 0 1,206 +0
Total Volume and Open Interest 123,621 253,885 +699
CAC 40(EURONEXT)
Nov12 121116 3372.5 3392.5 3357.5 3376.0 -6.0 24,616 91,038 -178,591
Dec12 121116 3360.5 3383.5 3330.0 3332.0 -41.0 153,387 308,035 +48,608
Jan13 121116 3369.5 3383.0 3332.0 3332.0 -40.5 60 65 +10
Total Volume and Open Interest 178,068 399,544 -129,981
Hang Seng Index(HKFE)
Nov12 121116 21195 21220 21076 21124 -45 70,298 115,130 -1,551
Dec12 121116 21216 21230 21097 21128 -50 2,005 17,729 +625
Total Volume and Open Interest 72,964 137,128 -718
DAX(EUREX)
Dec12 121116 7034.0 7060.0 6948.0 6958.5 -87.0 130,573 150,899 +413
Mar13 121116 7046.0 7062.0 6953.0 6962.5 -86.0 895 13,329 +147
Jun13 121116 7052.0 7067.5 6959.0 6968.0 -87.5 932 4,271 +277
Total Volume and Open Interest 132,400 168,499 +837
FT-SE 100(EURONEXT)
Dec12 121116 5664.50 5675.00 5591.50 5600.50 -64.50 131,901 598,348 -11,006
Mar13 121116 5600.00 5602.00 5556.50 5556.50 -65.00 22 4,038 +3,223
Jun13 121116 5492.50 5492.50 5492.50 5492.50 -64.00 0 13 +0
Total Volume and Open Interest 131,923 602,409 -7,783
SPI 200(SFE)
Dec12 121116 4350.0 4365.0 4341.0 4348.0 -3.0 23,718 267,970 -2,937
Mar13 121116 4333.0 4334.0 4315.0 4318.0 -3.0 134 2,356 +31
Jun13 121116 4318.0 4318.0 4318.0 4318.0 -3.0 104 2,643 -2
Total Volume and Open Interest 23,957 273,639 -11,809
FTSE MIB(ISE)
Dec12 121116 15150.00 15175.00 14810.00 14849.00 -295.00 14,592 33,401 +490
Mar13 121116 15090.00 15090.00 14830.00 14856.00 -295.00 27 86 +3
Jun13 121116 14576.00 14576.00 14576.00 14576.00 -295.00 1 2 +1
Total Volume and Open Interest 14,620 33,489 +494
KOSPI 200(KFE)
Dec12 121116 243.80 243.90 243.00 243.65 -0.75 195,997 106,380 +3,114
Mar13 121116 243.40 244.00 242.40 242.75 -0.75 247 5,596 +78
Jun13 121116 244.25 244.25 244.25 244.25 +0.65 0 1,149 +0
Total Volume and Open Interest 196,244 113,134 +3,192
GSCI(CME)
Dec12 121116 637.00 637.50 633.25 637.50 +4.00 86 8,581 +33
Jan13 121116 637.60 638.00 633.75 638.00 +4.00      
Feb13 121116 640.00 640.00 635.25 640.00 +4.00      
Total Volume and Open Interest 86 8,581  
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.
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