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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue November 20, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan13 121120 1384.50 1414.50 1383.50 1412.75 +18.00 76,443 253,583 -2,836
Mar13 121120 1397.00 1397.50 1396.25 1396.25 +14.25 15,968 114,074 -175
May13 121120 1379.00 1379.00 1365.75 1379.00 +13.25 11,341 101,302 +96
Jul13 121120 1372.25 1372.25 1358.75 1372.25 +13.50 7,069 67,978 -373
Aug13 121120 1349.50 1349.50 1336.25 1349.50 +13.25 156 1,482 -40
Sep13 121120 1319.25 1319.25 1304.00 1319.25 +15.25 154 1,338 +27
Nov13 121120 1289.00 1292.00 1289.00 1291.75 +15.00 2,095 55,063 -6
Jan14 121120 1297.75 1297.75 1282.50 1297.75 +15.25 41 786 +1
Mar14 121120 1302.75 1302.75 1287.75 1302.75 +15.00 50 452 +28
May14 121120 1307.50 1307.50 1293.25 1307.50 +14.25 0 254 +0
Jul14 121120 1315.00 1315.00 1301.00 1315.00 +14.00 0 121 +0
Aug14 121120 1309.75 1309.75 1295.75 1309.75 +14.00      
Sep14 121120 1300.00 1300.00 1286.00 1300.00 +14.00      
Nov14 121120 1264.50 1264.50 1249.50 1264.50 +15.00 23 2,107 +13
Total Volume and Open Interest 113,341 598,632 -3,266
Soybean Meal(CBOT)
Dec12 121120 420.80 430.50 420.80 429.60 +5.00 27,658 50,924 -7,089
Jan13 121120 417.00 425.50 417.00 424.80 +4.80 20,087 54,261 +3,890
Mar13 121120 410.80 416.50 410.80 416.20 +4.50 6,617 45,361 +126
May13 121120 405.80 405.80 402.10 405.80 +3.70 2,724 26,577 +144
Jul13 121120 401.00 401.00 397.00 401.00 +4.00 1,203 19,384 +205
Aug13 121120 392.30 392.30 388.10 392.30 +4.20 111 1,949 +37
Sep13 121120 381.50 381.50 377.10 381.50 +4.40 66 2,141 +26
Oct13 121120 368.10 368.10 361.40 368.10 +6.70 25 3,064 +13
Dec13 121120 365.90 365.90 358.60 365.90 +7.30 205 11,051 +49
Jan14 121120 367.30 367.30 359.90 367.30 +7.40 2 417 +2
Total Volume and Open Interest 58,736 216,072 -2,559
Soybean Oil(CBOT)
Dec12 121120 47.75 48.40 47.75 48.32 +0.43 46,178 84,837 -6,686
Jan13 121120 48.08 48.74 48.08 48.66 +0.44 37,488 129,910 +2,420
Mar13 121120 48.74 49.21 48.74 49.12 +0.43 13,483 51,302 +769
May13 121120 49.15 49.65 49.15 49.58 +0.42 6,238 37,424 +339
Jul13 121120 49.68 50.05 49.68 50.00 +0.43 4,910 27,021 +673
Aug13 121120 49.84 50.15 49.84 50.13 +0.43 156 3,380 -17
Sep13 121120 49.98 50.20 49.98 50.19 +0.37 107 3,236 -9
Oct13 121120 49.98 50.08 49.98 50.08 +0.27 157 3,972 +67
Dec13 121120 50.15 50.15 49.91 50.15 +0.24 438 11,052 +61
Jan14 121120 50.37 50.37 50.13 50.37 +0.24 0 1,070 +0
Total Volume and Open Interest 109,155 354,282 -2,383
Canola(WCE)
Nov12 121114 587.1 587.1 587.1 587.1 +9.8      
Jan13 121120 580.0 582.6 576.4 579.6 -0.4 9,776 96,113 -3,900
Mar13 121120 578.0 579.7 574.0 577.1 -0.3 3,435 24,386 +2,226
May13 121120 576.5 577.9 573.0 575.6 -0.6 922 18,652 -254
Jul13 121120 572.3 575.4 569.3 572.7 -0.2 97 7,541 +52
Total Volume and Open Interest 14,682 154,627 -1,576
Corn(CBOT)
Dec12 121120 736.50 747.00 736.00 743.25 +4.50 156,748 259,809 -11,308
Mar13 121120 739.50 750.00 739.50 747.25 +4.75 90,725 544,877 +15,788
May13 121120 743.00 743.00 737.75 743.00 +5.25 17,160 133,354 +2,267
Jul13 121120 734.50 734.50 731.75 732.25 +5.50 11,680 160,511 +242
Sep13 121120 643.00 643.00 638.00 643.00 +5.00 2,166 31,617 +385
Dec13 121120 623.25 623.25 622.50 623.00 +4.00 10,049 159,418 +986
Mar14 121120 631.25 631.25 627.25 631.25 +4.00 516 3,423 +136
May14 121120 637.75 637.75 633.75 637.75 +4.00 9 999 +2
Jul14 121120 641.75 641.75 637.75 641.75 +4.00 30 1,182 +16
Sep14 121120 610.00 610.00 607.25 610.00 +2.75 2 93 +1
Total Volume and Open Interest 289,254 1,303,298 +8,505
Wheat(CBOT)
Dec12 121120 846.00 849.75 845.00 845.00 +3.25 52,363 106,490 -3,196
Mar13 121120 860.75 862.00 859.50 860.50 +2.75 40,238 208,317 +5,992
May13 121120 866.25 866.25 864.00 866.25 +2.25 6,697 47,284 +289
Jul13 121120 852.75 852.75 851.25 852.75 +1.50 4,082 74,502 +94
Sep13 121120 859.25 859.25 858.25 859.25 +1.00 306 9,975 +15
Dec13 121120 866.75 866.75 864.75 866.75 +2.00 1,496 46,667 +94
Total Volume and Open Interest 105,230 498,371 +3,313
Wheat(KCBT)
Dec12 121120 878.00 878.00 877.50 877.50 +1.50 7,733 33,211 -2,430
Mar13 121120 894.50 894.50 894.50 894.50 +1.75 7,838 87,894 +1,461
May13 121120 902.50 902.50 902.50 902.50 +2.00 1,344 15,938 +141
Jul13 121120 897.50 897.50 897.50 897.50 +1.25 985 22,742 +136
Sep13 121120 902.75 902.75 902.75 902.75 +4.00 65 3,210 +25
Dec13 121120 910.00 910.00 910.00 910.00 +7.00 83 3,367 -5
Total Volume and Open Interest 18,051 166,820 -672
Wheat(MGE)
Dec12 121120 910.25 919.50 908.25 912.75 +2.50 2,430 9,311 -861
Mar13 121120 921.00 930.00 919.00 923.75 +2.50 2,616 21,997 +210
May13 121120 927.00 937.25 925.75 932.25 +2.75 225 5,040 +56
Jul13 121120 929.00 938.75 927.25 934.00 +2.00 130 2,084 +74
Sep13 121120 917.25 926.25 913.75 924.75 +5.50 77 2,834 +35
Total Volume and Open Interest 5,536 42,614 -510
Oats(CBOT)
Dec12 121120 376.25 376.75 372.25 376.50 +1.00 695 3,825 -287
Mar13 121120 386.00 388.50 383.00 387.75 +1.75 642 7,152 +120
May13 121120 385.50 390.00 385.50 389.25 +1.75 49 411 +25
Jul13 121120 390.75 390.75 389.00 390.75 +1.75 24 48 +23
Total Volume and Open Interest 1,410 11,495 -119
Rough Rice(CBOT)
Nov12 121114 14.38 14.52 14.38 14.38 -0.14      
Jan13 121120 14.82 14.94 14.80 14.93 +0.08 143 13,191 +23
Mar13 121120 15.12 15.26 15.11 15.24 +0.08 33 1,002 +16
May13 121120 15.46 15.52 15.44 15.52 +0.08 6 74 +5
Total Volume and Open Interest 182 14,339 +44
Live Cattle(CME)
Dec12 121120 126.800 127.200 126.450 127.050 +0.450 17,109 70,095 -5,306
Feb13 121120 130.200 130.685 129.950 130.535 +0.385 19,370 132,947 +4,471
Apr13 121120 134.050 134.700 133.850 134.575 +0.540 5,619 70,042 +747
Jun13 121120 130.185 130.850 130.050 130.785 +0.600 3,002 35,964 +871
Aug13 121120 129.650 130.250 129.650 130.100 +0.275 1,255 17,161 +542
Oct13 121120 132.735 133.285 132.735 133.250 +0.750 161 3,777 +48
Total Volume and Open Interest 46,572 332,448 +1,383
Feeder Cattle(CME)
Jan13 121120 146.000 146.350 145.800 146.050 +0.050 1,977 16,945 -130
Mar13 121120 148.500 148.735 148.200 148.485 +0.085 638 4,376 -50
Apr13 121120 149.950 150.250 149.785 149.950 +0.015 364 2,360 +26
May13 121120 151.325 151.575 151.185 151.325 +0.025 253 1,726 +27
Aug13 121120 155.200 155.200 155.200 155.200 +0.300 86 858 +35
Sep13 121120 155.750 155.750 155.750 155.750 unch 15 80 -2
Oct13 121120 156.500 156.500 156.500 156.500 unch 0 43 +0
Total Volume and Open Interest 3,333 26,388 -94
Lean Hogs(CME)
Dec12 121120 81.300 81.900 80.900 81.650 +0.200 17,721 44,931 -2,866
Feb13 121120 87.350 87.980 87.150 87.700 +0.270 14,845 91,686 +3,856
Apr13 121120 91.930 92.500 91.800 92.500 +0.520 5,083 41,557 +1,333
May13 121120 98.500 98.900 98.250 98.900 +0.450 106 1,441 +2
Jun13 121120 100.680 101.100 100.550 101.080 +0.445 3,731 25,572 +20
Jul13 121120 100.035 100.635 99.950 100.550 +0.550 985 7,803 +199
Aug13 121120 99.135 99.350 99.080 99.250 +0.250 1,305 11,934 +416
Oct13 121120 87.830 88.100 87.680 88.100 +0.270 597 8,152 +220
Total Volume and Open Interest 45,199 237,936 +3,506
Class III Milk(CME)
Nov12 121120 20.72 20.73 20.70 20.71 +0.01 185 5,320 +101
Dec12 121120 19.28 19.44 19.21 19.40 +0.10 150 4,581 -18
Jan13 121120 18.82 19.05 18.71 18.98 +0.16 154 2,593 +58
Feb13 121120 18.45 18.63 18.41 18.60 +0.15 97 2,048 +46
Mar13 121120 18.52 18.61 18.50 18.60 +0.10 76 1,650 +46
Total Volume and Open Interest 786 23,633 +285
Cocoa(ICE)
Dec12 121120 2492 2506 2467 2506 +25 105 530 -102
Mar13 121120 2422 2473 2421 2456 +35 11,254 90,026 -425
May13 121120 2416 2477 2416 2461 +34 2,330 29,124 -65
Jul13 121120 2436 2480 2436 2467 +35 1,264 17,652 +304
Sep13 121120 2461 2471 2457 2470 +35 484 15,215 +84
Dec13 121120 2475 2478 2464 2474 +36 359 9,259 -77
Mar14 121120 2480 2490 2478 2478 +36 258 13,492 +114
Total Volume and Open Interest 16,133 184,419 -122
Coffee "C"(ICE)
Dec12 121120 150.65 151.00 143.20 143.75 -7.65 11,016 8,679 -3,207
Mar13 121120 156.90 157.15 151.90 152.45 -4.95 20,645 90,905 +2,657
May13 121120 160.15 160.15 154.80 155.25 -4.90 1,399 19,668 +134
Jul13 121120 162.05 162.15 157.70 158.10 -4.85 789 8,868 +102
Sep13 121120 163.75 163.75 160.50 160.95 -4.80 529 4,874 +195
Dec13 121120 166.50 166.50 164.50 164.95 -4.80 94 3,548 +17
Total Volume and Open Interest 34,518 137,806 -75
Orange Juice(ICE)
Jan13 121120 116.60 123.30 115.80 122.00 +4.95 904 16,235 -93
Mar13 121120 117.60 124.25 117.60 123.05 +4.20 262 3,985 +138
May13 121120 122.00 124.95 121.70 124.55 +4.00 141 1,353 -59
Jul13 121120 124.35 127.00 124.35 127.00 +3.80 140 415 +125
Sep13 121120 129.15 129.15 129.15 129.15 +3.80 0 69 +0
Nov13 121120 129.95 129.95 129.95 129.95 +3.80 0 59 +0
Total Volume and Open Interest 1,447 22,141 +111
Sugar #11(ICE)
Mar13 121120 19.94 20.03 19.73 19.90 -0.04 70,820 350,620 +1,281
May13 121120 19.79 19.96 19.69 19.85 -0.02 26,902 105,777 -199
Jul13 121120 19.79 19.92 19.65 19.84 unch 17,697 121,216 +95
Oct13 121120 20.00 20.15 19.90 20.08 unch 10,162 68,167 +2,674
Mar14 121120 20.35 20.56 20.31 20.51 unch 5,594 43,618 +1,014
May14 121120 20.05 20.32 20.05 20.29 -0.04 1,504 11,934 +590
Jul14 121120 20.05 20.14 19.97 20.10 -0.09 1,103 6,839 +53
Oct14 121120 20.08 20.20 20.02 20.14 -0.10 374 8,299 +259
Total Volume and Open Interest 134,516 725,758 +5,818
London Cocoa(LCE)
Dec12 121120 1560 1585 1559 1579 +19 3,153 38,708 +243
Mar13 121120 1556 1584 1556 1577 +21 5,905 73,316 +1,093
May13 121120 1565 1591 1563 1583 +21 1,044 28,242 +2
Jul13 121120 1573 1596 1573 1590 +21 455 20,166 -396
Sep13 121120 1580 1603 1579 1596 +20 322 20,170 +55
Dec13 121120 1560 1582 1559 1578 +21 65 11,261 +0
Mar14 121120 1581 1581 1578 1578 +22 30 13,709 +201
Total Volume and Open Interest 10,974 212,421 +1,201
London Sugar(LCE)
Mar13 121120 524.30 526.80 521.00 523.90 -2.40 4,389 41,922 +906
May13 121120 530.70 534.00 528.00 531.30 -1.20 696 15,113 -131
Aug13 121120 530.80 535.40 530.30 533.60 -0.80 224 6,564 +80
Oct13 121120 536.90 538.80 536.20 538.10 +0.30 46 4,214 -22
Dec13 121120 542.20 543.60 541.10 542.40 +0.20 39 1,695 +79
Total Volume and Open Interest 5,448 70,393 +908
Cotton(ICE)
Dec12 121120 71.99 72.84 71.71 72.50 +0.45 5,969 16,792 -4,766
Mar13 121120 72.06 72.87 71.71 72.49 +0.43 15,308 122,869 +821
May13 121120 73.15 73.75 72.95 73.34 +0.34 1,369 15,370 +682
Jul13 121120 74.10 74.70 74.02 74.31 +0.39 427 9,950 +125
Oct13 121120 75.99 75.99 75.99 75.99 +0.49 0 3 +0
Dec13 121120 76.00 76.80 76.00 76.44 +0.55 185 5,291 +55
Total Volume and Open Interest 23,261 170,343 -3,080
Lumber(CME)
Jan13 121120 330.9 332.8 322.6 324.1 -6.1 293 7,725 +46
Mar13 121120 337.8 338.0 330.0 332.7 -4.5 77 2,147 +25
May13 121120 339.2 340.5 332.0 336.5 -3.8 55 864 +25
Jul13 121120 338.0 339.3 333.0 334.4 -4.8 1 111 +0
Total Volume and Open Interest 426 10,863 +96
Crude Oil(NYM)
Jan13 121120 89.15 89.19 86.17 86.75 -2.53 247,078 324,459 -16,034
Feb13 121120 89.60 89.71 86.73 87.35 -2.45 51,249 134,660 +1,101
Mar13 121120 90.16 90.24 87.33 87.98 -2.35 35,182 102,242 -3,189
Apr13 121120 90.66 90.76 87.88 88.55 -2.26 20,695 56,221 +455
May13 121120 91.03 91.14 88.38 89.02 -2.19 17,034 50,960 +618
Jun13 121120 91.23 91.49 88.73 89.38 -2.12 36,207 110,401 +2,411
Jul13 121120 91.52 91.65 89.13 89.64 -2.05 6,461 40,124 -356
Aug13 121120 91.65 91.65 89.48 89.80 -1.99 2,974 26,846 -95
Sep13 121120 91.70 91.79 89.60 89.90 -1.93 6,484 38,342 -46
Oct13 121120 91.48 91.48 89.91 89.95 -1.87 1,529 28,660 +132
Nov13 121120 91.61 91.65 89.97 90.01 -1.80 2,162 28,182 +165
Dec13 121120 91.76 91.92 89.39 90.05 -1.75 38,233 166,380 +1,151
Jan14 121120 89.94 89.94 89.94 89.94 -1.71 1,296 27,927 +80
Feb14 121120 89.82 89.82 89.82 89.82 -1.68 830 11,240 -36
Mar14 121120 89.69 91.36 89.69 89.69 -1.65 1,377 15,685 -317
Apr14 121120 89.57 89.57 89.57 89.57 -1.63 229 9,584 -104
Total Volume and Open Interest 492,706 1,470,912 -12,007
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 121120 89.100 89.200 86.175 86.750 -2.525 6,953 3,466 +295
Feb13 121120 89.475 89.625 86.800 87.350 -2.450 246 1,222 +3
Mar13 121120 90.075 90.075 87.400 87.975 -2.350 50 321 +0
Apr13 121120 89.800 89.800 88.550 88.550 -2.250 3 5 +0
May13 121120 89.025 89.025 89.025 89.025 -2.175 0 5 +0
Jun13 121120 90.650 90.650 89.375 89.375 -2.125 5 44 +2
Jul13 121120 91.375 91.375 89.650 89.650 -2.050 1 1 +1
Aug13 121120 89.800 89.800 89.800 89.800 -2.000 1 0 +0
Total Volume and Open Interest 7,263 5,220 +303
Heating Oil(NYM)
Dec12 121120 308.01 308.84 301.80 303.92 -3.59 46,505 62,512 -2,094
Jan13 121120 308.71 309.62 302.75 304.83 -3.51 47,267 77,959 +3,194
Feb13 121120 308.58 309.38 302.60 304.82 -3.37 20,186 32,490 +423
Mar13 121120 306.96 307.97 301.66 303.75 -3.31 13,231 29,959 +28
Apr13 121120 304.70 305.49 299.43 301.60 -3.36 6,961 27,864 +524
May13 121120 306.75 307.02 302.99 303.02 -3.49 3,697 18,257 +177
Jun13 121120 303.57 304.77 298.95 300.79 -3.62 5,192 18,004 +589
Jul13 121120 303.82 303.83 299.90 299.90 -3.68 241 4,797 -15
Aug13 121120 303.54 303.57 299.40 299.40 -3.63 126 3,563 -79
Sep13 121120 303.17 303.22 298.23 299.03 -3.57 463 7,155 +47
Oct13 121120 303.17 303.48 298.15 298.92 -3.55 13 2,236 +5
Nov13 121120 303.73 303.73 298.90 298.90 -3.52 36 1,995 -8
Dec13 121120 302.60 302.71 296.86 298.64 -3.47 3,074 15,666 +1,266
Jan14 121120 298.34 298.34 298.34 298.34 -3.42 8 1,167 +3
Total Volume and Open Interest 147,305 304,877 +4,066
Gasoline(NYMEX)
Dec12 121120 275.60 275.60 268.08 271.25 -4.20 31,268 48,736 -3,599
Jan13 121120 272.57 273.24 265.95 268.84 -4.37 40,233 116,662 +5,597
Feb13 121120 272.84 272.88 266.12 268.96 -4.23 15,364 28,666 +375
Mar13 121120 274.18 274.45 267.98 270.57 -4.24 8,619 26,507 +587
Apr13 121120 289.03 289.18 282.95 285.33 -4.26 5,095 18,547 +702
May13 121120 289.01 289.21 282.46 284.79 -4.27 4,320 12,575 -168
Jun13 121120 284.53 285.81 279.81 282.09 -4.13 3,522 14,083 +710
Jul13 121120 281.65 281.65 276.46 278.55 -3.93 1,764 4,221 -367
Aug13 121120 278.51 278.51 274.85 274.85 -3.79 497 3,718 +40
Sep13 121120 274.27 274.27 268.82 270.78 -3.58 587 4,308 +129
Total Volume and Open Interest 111,787 286,851 +4,143
e-miNY RBOB Gasoline(NYM)
Dec12 121120 271.30 271.30 271.25 271.30 -4.20 0 1 +0
Jan13 121120 268.80 268.84 268.80 268.80 -4.40      
Feb13 121120 269.00 269.00 268.96 269.00 -4.20      
Mar13 121120 270.60 270.60 270.57 270.60 -4.20      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Dec12 121120 3.730 3.842 3.725 3.832 +0.113 119,997 71,714 -12,484
Jan13 121120 3.847 3.954 3.843 3.944 +0.107 70,060 285,213 +2,991
Feb13 121120 3.867 3.961 3.856 3.954 +0.102 24,629 71,782 +4,870
Mar13 121120 3.826 3.928 3.826 3.921 +0.098 21,054 120,721 -427
Apr13 121120 3.816 3.896 3.806 3.891 +0.092 13,951 142,276 +554
May13 121120 3.865 3.920 3.846 3.917 +0.087 3,830 42,969 +229
Jun13 121120 3.871 3.953 3.870 3.950 +0.085 1,763 21,317 +273
Jul13 121120 3.916 3.989 3.916 3.988 +0.085 1,281 26,464 -33
Aug13 121120 3.965 4.007 3.939 4.007 +0.084 799 22,408 +61
Sep13 121120 3.961 4.012 3.942 4.010 +0.085 560 22,112 +25
Oct13 121120 4.000 4.045 3.975 4.044 +0.085 5,422 89,660 +314
Nov13 121120 4.086 4.136 4.070 4.135 +0.082 1,317 26,287 +79
Dec13 121120 4.245 4.318 4.238 4.316 +0.078 1,265 30,025 +31
Jan14 121120 4.356 4.417 4.353 4.417 +0.078 2,064 71,455 +404
Feb14 121120 4.342 4.393 4.342 4.393 +0.076 424 5,723 +171
Mar14 121120 4.270 4.319 4.270 4.319 +0.075 352 12,862 -86
Total Volume and Open Interest 270,487 1,159,457 -2,863
Brent Crude Oil(ICE)
Jan13 121120 111.80 111.85 109.01 109.83 -1.87 232,659 314,046 +2,934
Feb13 121120 111.00 111.09 108.29 109.08 -1.82 98,287 161,288 +701
Mar13 121120 110.34 110.43 107.67 108.44 -1.80 51,519 89,892 +4,425
Apr13 121120 109.80 109.89 107.14 107.90 -1.80 22,197 42,495 +5
May13 121120 109.34 109.37 106.77 107.44 -1.78 13,257 47,020 +1,170
Jun13 121120 108.87 108.96 106.26 107.00 -1.74 39,400 89,795 -166
Jul13 121120 108.28 108.30 105.81 106.55 -1.71 6,440 31,279 -29
Aug13 121120 107.79 107.85 105.34 106.07 -1.68 5,908 41,872 +1,503
Sep13 121120 107.28 107.42 104.93 105.55 -1.66 9,713 44,500 +567
Oct13 121120 105.09 105.09 105.09 105.09 -1.63 3,805 40,450 +160
Nov13 121120 104.63 104.67 104.63 104.67 -1.60 3,250 29,942 -561
Dec13 121120 106.05 106.18 103.62 104.27 -1.58 38,815 115,246 +2,525
Jan14 121120 103.90 103.90 103.90 103.90 -1.55 2,103 18,991 -589
Feb14 121120 103.52 103.52 103.52 103.52 -1.52 1,093 11,606 +37
Total Volume and Open Interest 555,928 1,269,594 +16,559
Gas Oil(ICE)
Dec12 121120 954.25 958.00 936.00 944.75 -7.25 63,216 112,279 -2,915
Jan13 121120 958.50 959.75 938.25 947.25 -6.25 73,323 101,783 +4,106
Feb13 121120 956.25 957.75 937.25 945.75 -6.00 31,471 44,676 -961
Mar13 121120 953.00 953.75 934.00 942.75 -5.50 15,991 32,401 -475
Apr13 121120 946.00 949.25 930.50 939.00 -5.25 8,119 34,188 -57
May13 121120 942.00 944.75 927.00 934.75 -4.75 3,382 20,273 +180
Jun13 121120 937.50 940.75 923.00 931.00 -4.75 11,507 35,259 -238
Jul13 121120 931.50 938.00 920.75 928.25 -4.75 2,128 16,122 +186
Aug13 121120 929.00 933.00 925.50 926.00 -4.50 1,842 12,662 +16
Sep13 121120 926.75 931.75 916.25 923.75 -4.25 1,342 14,485 +43
Total Volume and Open Interest 225,983 525,226 +1,173
Ethanol(CBOT)
Nov12 121105 2.315 2.315 2.310 2.310 -0.030 100 97 -235
Dec12 121120 2.387 2.387 2.387 2.387 +0.004 245 1,181 -118
Jan13 121120 2.386 2.386 2.386 2.386 +0.013 166 1,186 +46
Feb13 121120 2.388 2.388 2.388 2.388 +0.013 127 1,394 +63
Mar13 121120 2.398 2.398 2.398 2.398 +0.012 134 2,004 +24
Apr13 121120 2.404 2.404 2.404 2.404 +0.014 209 615 +30
May13 121120 2.392 2.392 2.392 2.392 +0.007 108 1,546 +6
Jun13 121120 2.391 2.391 2.391 2.391 +0.016 78 1,581 +6
Total Volume and Open Interest 1,119 11,823 +69
WTI Crude Oil(ICE)
Jan13 121120 88.99 89.17 86.18 86.75 -2.53 48,674 83,391 -2,934
Feb13 121120 89.55 89.70 86.76 87.35 -2.45 13,366 50,677 +868
Mar13 121120 90.19 90.24 87.36 87.98 -2.35 10,490 39,071 -52
Apr13 121120 90.59 90.72 87.92 88.55 -2.26 7,347 19,248 -1,184
May13 121120 90.62 91.10 88.83 89.02 -2.19 5,576 16,047 +397
Jun13 121120 91.15 91.45 88.76 89.38 -2.12 7,973 49,526 +196
Jul13 121120 91.61 91.61 89.57 89.64 -2.05 2,114 9,097 -183
Aug13 121120 91.47 91.47 89.73 89.80 -1.99 1,555 5,582 +94
Sep13 121120 91.55 91.55 89.55 89.90 -1.93 777 9,304 +40
Oct13 121120 89.95 89.95 89.95 89.95 -1.87 878 5,681 +125
Nov13 121120 90.01 90.01 90.01 90.01 -1.80 733 5,262 -3
Dec13 121120 91.80 91.89 89.45 90.05 -1.75 7,329 71,203 +697
Jan14 121120 89.94 89.94 89.94 89.94 -1.71 417 5,685 +13
Feb14 121120 89.82 89.82 89.82 89.82 -1.68 194 1,940 -13
Mar14 121120 89.69 89.69 89.69 89.69 -1.65 25 3,644 +3
Apr14 121120 89.57 89.57 89.57 89.57 -1.63 0 2,107 +0
Total Volume and Open Interest 111,890 475,192 -1,249
US Dollar Index(ICE)
Dec12 121120 81.025 81.075 80.845 81.000 +0.077 17,494 36,993 -1,381
Mar13 121120 81.190 81.255 81.100 81.190 +0.068 359 1,918 +190
Jun13 121120 81.430 81.430 81.430 81.430 +0.067 0 4 +0
Total Volume and Open Interest 17,853 38,918 -1,191
Australian Dollar(CME)
Dec12 121120 103.85 104.03 103.35 103.50 -0.37 108,010 182,980 +10,444
Mar13 121120 103.10 103.22 102.63 102.75 -0.37 85 957 +13
Jun13 121120 102.03 102.40 102.03 102.03 -0.37 0 10 +0
Total Volume and Open Interest 108,095 183,952 +10,457
British Pound(CME)
Dec12 121120 159.06 159.34 158.90 159.14 +0.13 73,103 148,741 -1,732
Mar13 121120 159.06 159.30 158.98 159.11 +0.13 17 657 +6
Jun13 121120 159.08 159.08 158.96 159.08 +0.12 0 59 +0
Total Volume and Open Interest 73,120 149,459 -1,726
Canadian Dollar(CME)
Dec12 121120 100.25 100.39 100.03 100.13 -0.17 64,958 159,591 -2,328
Mar13 121120 100.08 100.17 99.86 99.93 -0.17 370 5,334 -7
Jun13 121120 99.72 99.91 99.72 99.72 -0.19 17 763 +4
Sep13 121120 99.69 99.69 99.51 99.51 -0.18 75 860 -60
Total Volume and Open Interest 65,420 166,676 -2,391
Japanese Yen(CME)
Dec12 121120 122.97 123.27 122.33 122.41 -0.53 83,803 174,981 +4,778
Mar13 121120 123.10 123.38 122.46 122.54 -0.54 282 1,538 +97
Jun13 121120 122.68 123.22 122.68 122.68 -0.54 0 83 -5
Total Volume and Open Interest 84,088 176,630 +4,873
Swiss Franc(CME)
Dec12 121120 106.24 106.51 106.09 106.35 -0.05 28,583 45,846 -1,911
Mar13 121120 106.38 106.58 106.38 106.52 -0.06 9 80 -4
Jun13 121120 106.71 106.78 106.71 106.71 -0.07 0 3 +0
Total Volume and Open Interest 28,592 45,929 -1,915
EuroFX(CME)
Dec12 121120 127.87 128.32 127.68 128.09 -0.02 215,057 230,540 -4,898
Mar13 121120 128.02 128.42 127.92 128.23 -0.02 250 2,233 +46
Jun13 121120 128.36 128.50 128.36 128.37 -0.03 17 626 +11
Total Volume and Open Interest 215,326 233,449 -4,840
Mexican Peso(CME)
Nov12 121119 764.75 764.75 760.75 764.75 +4.00      
Dec12 121120 762.75 767.00 761.50 765.50 +1.75 27,252 160,457 -3,180
Total Volume and Open Interest 27,890 161,938 -2,819
Brazilian Real(CME)
Dec12 121120 479.00 479.85 479.00 479.85 -0.40 358 5,397 -15
Jan13 121120 478.05 478.05 478.05 478.05 -0.40      
Feb13 121120 476.30 476.30 476.30 476.30 -0.40 0 1 +0
Mar13 121120 474.50 474.50 474.50 474.50 -0.40 160 187 +140
Total Volume and Open Interest 518 32,592 +125
30-Year T-Bonds(CBOT)
Dec12 121120 151~230 151~230 150~090 150~170 -0~290 216,019 619,062 -9,292
Mar13 121120 150~100 150~100 148~310 149~060 -0~290 9,912 17,595 +6,632
Jun13 121120 148~010 148~010 148~010 148~010 -0~290      
Total Volume and Open Interest 225,931 636,657 -2,660
10-Year T-Notes(CBOT)
Dec12 121120 133~305 134~005 133~165 133~195 -0~095 585,943 1,771,719 -6,271
Mar13 121120 133~155 133~155 133~005 133~030 -0~095 27,065 74,059 +16,386
Jun13 121120 132~080 132~175 132~080 132~080 -0~095      
Total Volume and Open Interest 613,008 1,845,778 +10,115
5-Year T-Notes(CBOT)
Dec12 121120 124~242 124~246 124~180 124~194 -0~040 317,237 1,438,283 -4,892
Mar13 121120 124~176 124~180 124~124 124~140 -0~040 40,269 94,296 +24,087
Jun13 121120 123~260 123~300 123~260 123~260 -0~040      
Total Volume and Open Interest 357,506 1,532,579 +19,195
2 Year T-Notes(CBOT)
Dec12 121120 110~080 110~082 110~070 110~070 -0~010 72,505 946,999 -8,077
Mar13 121120 110~074 110~076 110~062 110~064 -0~010 20,415 137,986 +9,665
Jun13 121120 109~230 109~240 109~230 109~230 -0~010      
Total Volume and Open Interest 92,920 1,084,985 +1,588
Eurodollars(CME)
Dec12 121120 99.677 99.685 99.675 99.680 +0.003 98,378 869,850 +4,656
Mar13 121120 99.675 99.685 99.670 99.675 +0.005 105,665 729,639 -1,891
Jun13 121120 99.660 99.670 99.660 99.665 +0.005 77,940 717,159 +3,851
Sep13 121120 99.650 99.660 99.645 99.650 unch 60,757 616,777 +8,019
Dec13 121120 99.630 99.635 99.620 99.625 unch 58,557 728,666 -1,912
Mar14 121120 99.605 99.610 99.590 99.595 -0.005 41,188 649,975 +2,697
Jun14 121120 99.565 99.570 99.550 99.555 -0.010 43,394 548,150 -1,158
Sep14 121120 99.525 99.530 99.505 99.515 -0.010 37,646 498,791 -244
Dec14 121120 99.475 99.475 99.450 99.460 -0.010 47,338 509,356 +2,114
Mar15 121120 99.420 99.420 99.395 99.405 -0.010 35,387 520,826 +852
Jun15 121120 99.350 99.350 99.320 99.330 -0.015 51,625 568,819 +2,142
Sep15 121120 99.260 99.260 99.230 99.240 -0.015 43,707 378,987 +6,714
Dec15 121120 99.145 99.150 99.115 99.125 -0.020 50,649 341,498 +11,690
Mar16 121120 99.030 99.030 98.995 99.005 -0.020 18,431 211,600 +2,926
Jun16 121120 98.900 98.900 98.855 98.870 -0.025 15,498 141,207 -271
Sep16 121120 98.765 98.765 98.715 98.730 -0.025 11,252 131,165 +103
Dec16 121120 98.615 98.615 98.565 98.580 -0.025 16,150 101,412 -2,890
Mar17 121120 98.470 98.475 98.430 98.445 -0.030 6,225 85,663 -477
Total Volume and Open Interest 852,382 8,553,338 +46,457
Ultra T-Bond(CBOT)
Dec12 121120 168~06 168~12 166~08 166~21 -1~09 33,098 354,342 -2,278
Mar13 121120 166~10 166~10 165~08 165~08 -1~09 3,225 4,297 +2,712
Jun13 121120 165~08 165~08 165~08 165~08 -1~09      
Total Volume and Open Interest 36,323 358,639 +434
30 Day Federal Funds(CBOT)
Nov12 121120 99.838 99.838 99.838 99.838 unch 293 70,958 -188
Dec12 121120 99.845 99.850 99.845 99.845 unch 677 37,140 +92
Jan13 121120 99.860 99.865 99.860 99.860 unch 346 25,919 -19
Feb13 121120 99.865 99.870 99.865 99.865 unch 571 24,751 -300
Mar13 121120 99.865 99.870 99.865 99.865 unch 129 20,941 +35
Apr13 121120 99.875 99.875 99.865 99.865 unch 1,107 22,077 +217
Total Volume and Open Interest 6,627 380,079 +771
3-Mth Euro-Yen(CME)
Dec12 121120 99.683 99.683 99.683 99.683 -0.007      
Mar13 121120 99.725 99.725 99.725 99.725 -0.003      
Jun13 121120 99.750 99.750 99.750 99.750 -0.003      
Sep13 121120 99.757 99.757 99.757 99.757 -0.003      
Dec13 121120 99.760 99.760 99.760 99.760 unch      
Mar14 121120 99.755 99.755 99.755 99.755 unch      
Jun14 121120 99.710 99.710 99.710 99.710 unch      
Sep14 121120 99.570 99.570 99.570 99.570 unch      
Dec14 121120 99.795 99.795 99.795 99.795 unch      
Mar15 121120 99.655 99.655 99.655 99.655 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec12 121120 99.69 99.69 99.68 99.68 -0.01 0 2,083 +0
Mar13 121120 99.72 99.72 99.72 99.72 0.00 0 343 +0
Jun13 121120 99.75 99.75 99.75 99.75 0.00 0 201 +0
Sep13 121120 99.76 99.76 99.76 99.76 0.00 0 305 +0
Dec13 121120 99.76 99.76 99.76 99.76 unch 0 384 +0
Mar14 121120 99.75 99.75 99.75 99.75 unch 0 344 +0
Jun14 121120 99.71 99.71 99.71 99.71 unch      
Sep14 121120 99.57 99.57 99.57 99.57 unch      
Total Volume and Open Interest 0 3,664 +0
Japanese Gov't Bonds(SGX)
Dec12 121120 144.57 144.67 144.52 144.59 +0.01 2,077 23,965 -297
Mar13 121120 144.05 144.05 144.05 144.05 +0.01 0 1 +0
Jun13 121120 141.96 141.96 141.96 141.96 +0.01      
Total Volume and Open Interest 2,077 23,966 -297
Euro-Bund(EUREX)
Dec12 121120 143.06 143.22 142.33 142.38 -0.62 406,537 957,240 -9,170
Mar13 121120 144.87 144.99 144.05 144.08 -0.69 6,380 102,135 +1,068
Jun13 121120 142.38 142.38 142.38 142.38 -0.62      
Total Volume and Open Interest 412,917 1,059,375 -8,102
Euro-Bobl(EUREX)
Dec12 121120 126.58 126.64 126.26 126.30 -0.24 224,565 814,665 +18,476
Mar13 121120 127.35 127.36 127.00 127.01 -0.26 1,502 63,156 +348
Jun13 121120 127.01 127.01 127.01 127.01 -0.26      
Total Volume and Open Interest 226,067 877,821 +18,824
3-Mth Euribor(EUREX)
Dec12 121120 99.815 99.815 99.815 99.815 unch 0 2,395 +0
Mar13 121120 99.835 99.835 99.830 99.830 -0.005 0 1,935 +0
Jun13 121120 99.825 99.825 99.815 99.815 -0.015 0 1,051 +0
Total Volume and Open Interest 0 7,848 +0
Long Gilt(LIFFE)
Dec12 121120 120~07 120~08 119~12 119~13 -0~20 153,788 365,914 -2,831
Mar13 121120 119~14 119~14 118~18 118~20 -0~20 2,202 11,151 +965
Total Volume and Open Interest 155,990 377,065 -1,866
3-Mth Short Sterling(LIFFE)
Dec12 121120 99.49 99.50 99.48 99.49 +0.01 19,954 260,129 -3,577
Mar13 121120 99.50 99.51 99.48 99.50 unch 45,192 327,945 -3,154
Jun13 121120 99.51 99.52 99.48 99.50 -0.01 66,139 330,011 +8,175
Sep13 121120 99.51 99.52 99.47 99.49 -0.02 58,983 340,790 +2,167
Dec13 121120 99.49 99.51 99.45 99.46 -0.03 115,108 366,511 +9,303
Mar14 121120 99.47 99.48 99.42 99.43 -0.04 100,218 286,680 +6,427
Total Volume and Open Interest 591,113 2,775,222 +22,190
3-Mth Euribor(LIFFE)
Dec12 121120 99.815 99.820 99.810 99.815 unch 55,522 504,622 +4,424
Mar13 121120 99.835 99.840 99.825 99.830 -0.005 50,479 547,861 -15,751
Jun13 121120 99.825 99.840 99.810 99.815 -0.015 71,171 456,776 -5,568
Total Volume and Open Interest 600,882 4,222,363 -21,813
3-Mth Aus T-Bills(SFE)
Dec12 121120 96.79 96.80 96.76 96.79 unch 28,625 140,426 -6,063
Mar13 121120 96.95 96.96 96.90 96.93 -0.03 35,284 183,321 +1,208
Jun13 121120 97.09 97.09 97.03 97.06 -0.03 16,281 130,695 -551
Sep13 121120 97.13 97.13 97.06 97.10 -0.03 9,973 82,240 +233
Dec13 121120 97.10 97.10 97.04 97.08 -0.02 5,098 66,350 -1,018
Mar14 121120 97.02 97.02 96.97 97.01 -0.02 2,232 41,146 +307
Jun14 121120 96.93 96.94 96.89 96.92 -0.03 633 18,339 +37
Sep14 121120 96.84 96.84 96.80 96.83 -0.03 418 17,881 +220
Dec14 121120 96.77 96.77 96.75 96.77 -0.03 155 1,499 +50
Mar15 121120 96.70 96.71 96.70 96.71 -0.04 66 100 +48
Total Volume and Open Interest 98,841 682,400 -5,463
10-Year Aus T-Bonds(SFE)
Dec12 121120 96.99 97.00 96.91 96.92 -0.07 60,551 438,191 -2,152
Mar13 121120 96.89 96.89 96.89 96.89 -0.06 0 5 +0
Total Volume and Open Interest 60,551 438,196 -2,152
3-Year Aus T-Bonds(SFE)
Dec12 121120 97.46 97.46 97.39 97.41 -0.05 161,270 485,680 -23,291
Mar13 121120 97.41 97.41 97.41 97.41 -0.05      
Total Volume and Open Interest 161,270 485,680 -23,291
Gold(CMX)
Dec12 121120 1731.5 1736.0 1721.8 1723.6 -10.8 125,525 225,566 +1,075
Feb13 121120 1734.0 1738.3 1724.3 1725.9 -10.8 11,158 118,582 +11,700
Apr13 121120 1734.6 1740.0 1726.9 1727.9 -10.8 322 21,180 +38
Jun13 121120 1736.2 1740.1 1729.0 1729.9 -10.8 2,090 26,850 +780
Aug13 121120 1741.2 1741.2 1731.5 1731.7 -10.9 1,504 15,271 +598
Oct13 121120 1741.2 1741.2 1733.6 1733.6 -10.9 349 8,133 +337
Dec13 121120 1742.2 1743.4 1735.0 1735.7 -10.9 1,143 16,511 +687
Feb14 121120 1738.1 1738.1 1738.1 1738.1 -10.9 2 2,469 -2
Apr14 121120 1740.5 1740.5 1740.5 1740.5 -10.8 0 3,445 +0
Jun14 121120 1743.0 1743.0 1743.0 1743.0 -10.8 2 9,167 -2
Aug14 121120 1745.3 1745.3 1745.3 1745.3 -10.7 0 84 +0
Total Volume and Open Interest 142,242 470,855 +15,286
Silver(CMX)
Dec12 121120 3308.0 3326.0 3286.0 3293.0 -25.9 49,041 50,841 +616
Mar13 121120 3313.0 3333.0 3295.5 3301.7 -25.7 11,989 44,694 +2,173
May13 121120 3328.0 3330.5 3306.0 3306.0 -25.6 1,039 5,814 +290
Jul13 121120 3332.0 3334.5 3309.8 3309.8 -25.5 774 6,288 +242
Sep13 121120 3313.0 3313.0 3313.0 3313.0 -25.4 435 4,020 +138
Dec13 121120 3339.5 3340.5 3315.5 3316.8 -25.4 904 17,897 +139
Mar14 121120 3316.5 3316.5 3316.5 3316.5 -25.1 40 1,601 +40
Total Volume and Open Interest 64,654 148,714 +3,806
Platinum(NYMEX)
Jan13 121120 1577.1 1585.8 1569.8 1573.0 -10.8 6,753 56,237 +662
Apr13 121120 1580.6 1588.1 1575.0 1575.9 -10.8 165 4,263 -8
Jul13 121120 1578.8 1578.8 1578.8 1578.8 -10.8 50 292 +50
Oct13 121120 1580.8 1580.8 1580.8 1580.8 -10.8 0 42 +0
Total Volume and Open Interest 6,968 60,880 +704
Palladium(NYMEX)
Dec12 121120 640.75 644.00 635.15 638.35 -6.95 3,843 14,700 -245
Mar13 121120 643.25 645.55 637.00 640.00 -6.75 808 6,447 +655
Jun13 121120 641.25 641.25 641.25 641.25 -6.75 0 21 +0
Total Volume and Open Interest 4,532 21,728 +314
Copper(CMX)
Dec12 121120 352.45 353.45 350.35 351.65 -1.10 55,615 42,418 -5,008
Mar13 121120 353.00 354.35 351.30 352.65 -1.00 15,263 74,734 +3,547
May13 121120 353.30 354.85 353.15 353.35 -0.95 936 12,063 +40
Jul13 121120 354.00 354.00 353.90 353.90 -0.95 169 5,870 +29
Sep13 121120 354.30 354.90 354.30 354.30 -0.95 7 3,389 +1
Total Volume and Open Interest 72,594 149,151 -1,383
DJIA Index(CBOT)
Dec12 121120 12702 12769 12670 12759 +21 1,511 14,922 +488
Mar13 121120 12684 12684 12658 12684 +26 0 7 +0
Jun13 121120 12604 12604 12578 12604 +26      
Sep13 121120 12525 12525 12499 12525 +26      
Total Volume and Open Interest 1,511 14,929 +488
E-mini DJIA Index(CBOT)
Dec12 121120 12733 12777 12666 12759 +21 126,099 95,051 +706
Mar13 121120 12642 12690 12617 12684 +26 101 320 +33
Jun13 121120 12550 12604 12550 12604 +26 2 51 +0
Sep13 121120 12525 12525 12525 12525 +26      
Total Volume and Open Interest 126,202 95,422 +739
S & P 500(CME)
Dec12 121120 1379.90 1386.40 1378.20 1386.30 +3.80 13,174 220,451 +3,087
Mar13 121120 1379.00 1383.90 1365.90 1379.60 +3.70 451 3,426 -386
Jun13 121120 1372.70 1377.00 1359.00 1372.70 +3.70 429 1,821 +254
Sep13 121120 1366.20 1370.50 1352.50 1366.20 +3.70      
Total Volume and Open Interest 14,054 225,698 +2,955
S & P 500 E-Mini(Globex)
Dec12 121120 1380.00 1387.50 1374.00 1386.25 +3.75 1,741,462 3,045,985 -2,464
Mar13 121120 1374.50 1380.75 1367.75 1379.50 +3.50 7,227 49,853 +869
Total Volume and Open Interest 1,748,890 3,098,932 -1,714
NASDAQ 100(CME)
Dec12 121120 2584.50 2597.00 2568.00 2593.50 +8.00 4,193 27,100 +3,831
Mar13 121120 2587.30 2587.30 2586.00 2587.30 +7.80 0 80 +0
Jun13 121120 2581.80 2581.80 2574.00 2581.80 +7.80      
Total Volume and Open Interest 4,193 27,180 +3,831
NASDAQ 100 E-Mini(Globex)
Dec12 121120 2584.80 2596.80 2568.00 2593.50 +8.00 271,966 400,763 +7,828
Mar13 121120 2575.00 2590.00 2565.80 2587.30 +7.80 179 543 +8
Total Volume and Open Interest 272,145 401,315 +7,836
S & P Midcap 400(CME)
Dec12 121120 966.00 975.30 966.00 975.30 +6.80 6 3,028 -4
Mar13 121120 973.30 973.30 966.50 973.30 +6.80      
Jun13 121120 971.20 971.20 964.40 971.20 +6.80      
Total Volume and Open Interest 6 3,028 -4
Volatility Index(CBOE)
Nov12 121120 15.35 15.60 14.95 15.15 -0.10 47,467 44,360 -1,819
Dec12 121120 16.80 16.82 16.25 16.40 -0.20 81,746 157,693 +14,682
Jan13 121120 18.55 18.60 18.00 18.05 -0.60 20,172 0 +0
Feb13 121120 19.60 19.72 19.15 19.20 -0.45 11,416 34,098 +3,423
Total Volume and Open Interest 176,197 309,558 +18,764
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec12 121120 9200 9225 9100 9225 +5 7,057 35,522 +1,031
Mar13 121120 9170 9225 9120 9225 +5 17 22 +15
Total Volume and Open Interest 7,074 35,544 +1,046
Nikkei 225(SGX)
Dec12 121120 9140 9220 9110 9110 -35 136,017 244,073 +8,703
Mar13 121120 9115 9195 9090 9090 -40 24 2,206 -14
Jun13 121120 9015 9015 9015 9015 -35 3 1,207 +1
Total Volume and Open Interest 136,476 258,962 +8,759
CAC 40(EURONEXT)
Dec12 121120 3419.0 3459.5 3406.0 3451.5 +21.5 82,572 335,928 +6,580
Jan13 121120 3418.0 3454.0 3407.0 3452.0 +21.5 73 137 +28
Feb13 121120 3451.5 3451.5 3451.5 3451.5 +21.5 0 1  
Total Volume and Open Interest 82,647 336,490  
Hang Seng Index(HKFE)
Nov12 121120 21468 21490 21210 21268 +28 65,698 113,510 -43
Dec12 121120 21510 21510 21228 21278 +25 4,553 18,714 +1,076
Total Volume and Open Interest 70,631 136,572 +1,070
DAX(EUREX)
Dec12 121120 7103.5 7188.0 7092.5 7174.5 +49.5 113,355 149,907 -2,259
Mar13 121120 7110.0 7191.0 7096.5 7179.0 +50.0 702 13,995 +409
Jun13 121120 7117.0 7192.5 7117.0 7184.5 +49.5 152 4,788 +11
Total Volume and Open Interest 114,209 168,690 -1,839
FT-SE 100(EURONEXT)
Dec12 121120 5725.00 5753.50 5699.50 5742.00 +12.00 79,087 600,997 +1,876
Mar13 121120 5684.00 5705.50 5660.00 5698.00 +12.00 23 4,058 +20
Jun13 121120 5633.00 5633.00 5633.00 5633.00 +11.00 0 13 +0
Total Volume and Open Interest 79,110 605,078 +1,896
SPI 200(SFE)
Dec12 121120 4378.0 4408.0 4368.0 4398.0 +19.0 26,981 257,303 -15,925
Mar13 121120 4350.0 4372.0 4350.0 4368.0 +20.0 35 2,279 -87
Jun13 121120 4368.0 4368.0 4368.0 4368.0 +20.0 0 2,643 +0
Total Volume and Open Interest 27,020 262,898 -16,008
FTSE MIB(ISE)
Dec12 121120 15215.00 15305.00 15130.00 15264.00 -30.00 18,102 32,809 -71
Mar13 121120 15220.00 15280.00 15175.00 15271.00 -30.00 17 111 +8
Jun13 121120 14991.00 14991.00 14991.00 14991.00 -30.00 0 2 +0
Total Volume and Open Interest 18,119 32,922 -63
KOSPI 200(KFE)
Dec12 121120 248.05 248.30 247.90 248.30 +1.80 151,674 102,279 -616
Mar13 121120 245.90 247.85 245.90 247.40 +1.65 470 7,180 +303
Jun13 121120 248.95 248.95 248.95 248.95 +1.65 0 1,149 +0
Total Volume and Open Interest 152,144 110,618 -313
GSCI(CME)
Dec12 121120 648.50 648.50 640.75 643.00 -8.40 147 8,685 +104
Jan13 121120 643.60 644.00 641.50 643.60 -8.40 1 0 -1
Feb13 121120 645.00 645.00 643.00 645.00 -8.00      
Total Volume and Open Interest 148 8,685 +103
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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