|
 |
| 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. |
|
|
