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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 27, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan13 121127 1424.75 1451.00 1423.00 1449.25 +24.50 77,140 249,267 -5,512
Mar13 121127 1412.00 1439.00 1411.75 1437.50 +25.25 22,294 119,890 +3,581
May13 121127 1392.75 1415.00 1392.75 1414.25 +22.00 10,763 104,404 +873
Jul13 121127 1387.50 1408.25 1385.50 1407.00 +21.50 9,545 69,281 +692
Aug13 121127 1369.75 1382.50 1362.00 1382.00 +20.00 156 1,533 +4
Sep13 121127 1332.50 1345.25 1327.25 1345.25 +18.00 135 1,283 -10
Nov13 121127 1294.75 1312.00 1294.75 1310.75 +14.75 3,982 56,682 +326
Jan14 121127 1310.00 1316.75 1302.00 1316.75 +14.75 180 948 +139
Mar14 121127 1321.50 1321.50 1307.00 1321.50 +14.50 137 550 +62
May14 121127 1320.75 1324.75 1311.00 1324.75 +13.75 198 353 +98
Jul14 121127 1330.50 1330.50 1317.00 1330.50 +13.50 229 252 +131
Aug14 121127 1325.25 1325.25 1311.75 1325.25 +13.50      
Sep14 121127 1315.50 1315.50 1302.00 1315.50 +13.50      
Nov14 121127 1280.00 1280.25 1267.25 1280.25 +13.00 27 2,179 +3
Total Volume and Open Interest 124,786 606,713 +387
Soybean Meal(CBOT)
Dec12 121127 432.60 440.50 431.30 439.30 +7.60 21,416 29,190 -6,607
Jan13 121127 427.10 434.40 426.30 433.40 +6.50 26,229 63,930 +1,266
Mar13 121127 419.70 426.30 418.00 425.40 +7.10 8,342 49,519 +1,562
May13 121127 408.40 413.40 406.90 412.80 +5.90 3,407 28,398 +732
Jul13 121127 402.90 408.00 401.90 407.70 +5.80 2,126 20,344 +471
Aug13 121127 393.30 399.60 393.30 399.60 +5.30 105 2,028 +25
Sep13 121127 386.10 388.60 383.50 387.90 +4.40 61 2,191 -3
Oct13 121127 370.00 372.80 369.40 371.30 +1.90 218 3,047 +43
Dec13 121127 368.60 370.60 367.10 368.50 +1.40 579 11,267 +253
Jan14 121127 369.60 369.70 368.30 369.70 +1.40 0 442 +0
Total Volume and Open Interest 62,487 211,418 -2,259
Soybean Oil(CBOT)
Dec12 121127 49.27 50.18 49.13 50.12 +0.85 39,425 36,788 -11,966
Jan13 121127 49.58 50.45 49.43 50.41 +0.83 54,466 144,251 +3,751
Mar13 121127 49.95 50.88 49.89 50.84 +0.82 21,079 57,791 +3,053
May13 121127 50.28 51.30 50.28 51.26 +0.82 8,024 37,353 +525
Jul13 121127 50.97 51.68 50.68 51.64 +0.85 4,432 28,012 +293
Aug13 121127 50.80 51.63 50.78 51.63 +0.83 874 3,476 +141
Sep13 121127 50.94 51.50 50.69 51.50 +0.81 650 3,392 +1
Oct13 121127 50.47 51.10 50.32 51.10 +0.78 686 4,228 +66
Dec13 121127 50.50 50.97 50.17 50.94 +0.77 2,076 12,114 +23
Jan14 121127 51.13 51.13 50.37 51.13 +0.76 142 1,132 +57
Total Volume and Open Interest 131,925 329,790 -4,005
Canola(WCE)
Jan13 121127 582.4 593.0 582.4 592.0 +9.6 9,307 91,997 -3,884
Mar13 121127 583.8 592.2 582.2 591.4 +9.8 3,743 27,527 -381
May13 121127 582.2 591.2 581.8 590.7 +9.2 1,123 15,284 -428
Jul13 121127 584.2 588.0 580.3 588.0 +9.0 256 7,729 +30
Nov13 121127 538.0 542.7 535.0 542.0 +10.0 447 8,900 +439
Total Volume and Open Interest 14,876 151,899 -4,224
Corn(CBOT)
Dec12 121127 746.50 760.25 746.50 760.00 +12.75 133,413 158,313 -46,077
Mar13 121127 750.25 764.25 750.25 764.00 +12.75 129,188 592,933 +17,051
May13 121127 748.00 762.00 747.75 761.50 +12.75 16,465 142,354 +2,011
Jul13 121127 740.25 753.00 740.25 752.50 +12.25 18,611 162,587 -874
Sep13 121127 650.00 660.00 650.00 660.00 +9.25 2,447 32,892 +612
Dec13 121127 629.25 638.00 628.25 637.50 +8.50 8,163 162,808 +741
Mar14 121127 637.00 645.25 637.00 645.25 +8.00 73 3,553 +5
May14 121127 646.00 651.25 643.50 651.00 +7.50 27 1,024 +0
Jul14 121127 648.00 654.00 647.00 654.00 +7.00 78 1,229 +34
Sep14 121127 610.00 610.00 610.00 610.00 unch 0 93 +0
Total Volume and Open Interest 308,516 1,265,925 -26,570
Wheat(CBOT)
Dec12 121127 850.25 873.50 849.00 873.00 +24.00 42,575 48,903 -15,552
Mar13 121127 864.50 889.00 863.75 888.50 +24.75 52,025 223,625 +5,998
May13 121127 870.75 895.75 870.50 895.25 +24.75 7,463 50,066 +1,100
Jul13 121127 859.75 883.00 859.00 882.50 +23.25 4,102 73,850 -133
Sep13 121127 869.00 888.50 865.75 888.00 +22.25 227 10,397 +287
Dec13 121127 873.75 895.25 873.25 895.00 +21.75 1,675 47,279 +185
Total Volume and Open Interest 108,167 459,378 -8,065
Wheat(KCBT)
Dec12 121127 885.25 916.25 885.00 915.75 +31.50 16,427 17,882 -6,699
Mar13 121127 902.50 933.75 902.25 933.25 +31.50 18,212 101,527 +6,500
May13 121127 914.50 941.50 914.50 941.25 +31.25 2,634 17,870 +1,210
Jul13 121127 907.25 938.50 907.25 938.25 +30.75 2,287 23,973 +731
Sep13 121127 917.00 941.50 917.00 941.50 +29.75 80 3,383 +23
Dec13 121127 922.00 947.25 922.00 947.00 +28.75 175 3,508 +59
Total Volume and Open Interest 39,836 168,622 +1,831
Wheat(MGE)
Dec12 121127 917.75 939.50 916.00 936.25 +21.25 4,157 4,843 -2,590
Mar13 121127 928.25 952.00 928.00 950.50 +22.50 3,861 24,638 +1,432
May13 121127 938.50 959.50 938.50 958.50 +22.50 492 5,398 +212
Jul13 121127 945.75 961.00 943.25 960.25 +23.25 148 2,184 +102
Sep13 121127 935.00 950.75 933.00 950.00 +21.00 52 2,952 +17
Total Volume and Open Interest 8,840 41,539 -733
Oats(CBOT)
Dec12 121127 369.75 373.00 369.00 373.00 +4.25 810 1,876 -1,281
Mar13 121127 385.00 389.75 385.00 389.50 +4.25 771 7,991 +265
May13 121127 388.50 392.25 387.50 392.25 +4.75 42 524 +34
Jul13 121127 390.25 394.75 388.25 394.25 +6.00 0 48 +0
Total Volume and Open Interest 1,623 10,498 -982
Rough Rice(CBOT)
Jan13 121127 14.92 15.10 14.91 15.09 +0.16 393 13,031 -44
Mar13 121127 15.22 15.40 15.22 15.40 +0.16 202 1,261 +4
May13 121127 15.55 15.68 15.55 15.68 +0.16 8 89 +6
Jul13 121127 15.76 15.90 15.76 15.90 +0.16 12 51 -2
Total Volume and Open Interest 615 14,451 -36
Live Cattle(CME)
Dec12 121127 128.450 128.880 128.130 128.380 -0.020 13,621 53,028 -4,671
Feb13 121127 132.400 132.880 132.050 132.325 -0.075 25,818 142,120 +3,558
Apr13 121127 135.700 136.285 135.575 135.935 +0.085 6,765 74,432 +1,005
Jun13 121127 131.685 132.185 131.575 131.935 unch 3,158 39,881 +774
Aug13 121127 131.000 131.535 130.900 131.075 -0.210 1,441 18,558 -236
Oct13 121127 134.380 134.600 134.075 134.300 -0.050 117 4,067 +28
Total Volume and Open Interest 51,041 334,839 +476
Feeder Cattle(CME)
Jan13 121127 147.075 147.735 146.285 146.935 -0.415 1,988 15,821 -250
Mar13 121127 149.950 150.400 149.200 149.900 -0.200 945 4,561 +60
Apr13 121127 151.500 151.900 150.950 151.325 -0.225 254 2,402 +10
May13 121127 152.880 153.325 152.400 152.685 -0.265 165 1,755 +27
Aug13 121127 156.630 156.900 155.950 156.700 +0.070 60 930 +19
Sep13 121127 157.700 157.700 156.850 157.700 -0.300 1 98 +1
Oct13 121127 158.500 158.500 158.500 158.500 unch 0 45 +0
Total Volume and Open Interest 3,427 25,623 -125
Lean Hogs(CME)
Dec12 121127 82.450 82.980 81.800 82.385 -0.095 11,182 40,902 -1,564
Feb13 121127 86.930 87.430 86.300 86.730 -0.250 16,252 95,506 +509
Apr13 121127 91.400 91.535 90.830 90.950 -0.550 4,670 43,065 +13
May13 121127 98.300 98.600 98.100 98.600 -0.230 42 1,465 -7
Jun13 121127 100.785 100.785 100.080 100.200 -0.650 1,679 26,665 -36
Jul13 121127 99.980 100.300 99.750 99.980 -0.570 1,099 8,330 -124
Aug13 121127 98.900 99.200 98.650 98.885 -0.215 817 13,049 +198
Oct13 121127 87.600 88.050 87.350 87.550 -0.250 619 8,611 +62
Total Volume and Open Interest 36,598 242,751 -880
Class III Milk(CME)
Nov12 121127 20.73 20.74 20.70 20.73 unch 56 5,406 -3
Dec12 121127 19.01 19.15 18.80 18.90 -0.18 151 4,639 +53
Jan13 121127 18.60 18.65 18.50 18.52 -0.08 219 2,668 +69
Feb13 121127 18.41 18.57 18.35 18.40 -0.06 122 2,142 +51
Mar13 121127 18.45 18.55 18.36 18.43 -0.04 76 1,746 +48
Total Volume and Open Interest 677 24,258 +215
Cocoa(ICE)
Dec12 121127 2545 2546 2500 2502 -36 85 438 -76
Mar13 121127 2480 2499 2430 2447 -31 13,670 94,248 +643
May13 121127 2486 2503 2440 2454 -30 3,120 29,923 +256
Jul13 121127 2490 2504 2443 2459 -29 829 18,069 +178
Sep13 121127 2487 2503 2451 2461 -29 345 15,251 -18
Dec13 121127 2503 2503 2456 2463 -30 145 9,294 -18
Mar14 121127 2491 2511 2459 2466 -30 384 14,453 +135
Total Volume and Open Interest 18,991 190,966 +1,267
Coffee "C"(ICE)
Dec12 121127 137.15 142.00 137.10 139.80 -0.10 238 183 -151
Mar13 121127 148.60 151.30 148.25 149.15 +0.25 12,785 94,029 -936
May13 121127 152.30 154.10 151.30 152.05 +0.25 1,448 21,049 +419
Jul13 121127 154.90 156.90 154.70 155.00 +0.35 610 9,734 +223
Sep13 121127 158.10 159.90 157.25 157.90 +0.40 289 5,063 +95
Dec13 121127 162.40 163.50 161.90 161.90 +0.40 149 3,602 -15
Total Volume and Open Interest 15,564 134,915 -356
Orange Juice(ICE)
Jan13 121127 127.45 129.10 124.35 126.05 -1.40 1,762 15,441 -469
Mar13 121127 127.90 128.65 124.60 125.90 -2.00 636 4,388 +384
May13 121127 126.05 128.00 125.10 126.95 -2.00 76 1,266 +19
Jul13 121127 127.80 127.80 127.80 127.80 -3.15 30 613 +28
Sep13 121127 129.95 129.95 129.95 129.95 -3.15 0 69 +0
Nov13 121127 130.75 130.75 130.75 130.75 -3.15 0 59 +0
Total Volume and Open Interest 2,504 21,861 -38
Sugar #11(ICE)
Mar13 121127 19.22 19.47 19.10 19.23 +0.08 29,072 353,557 +962
May13 121127 19.29 19.49 19.14 19.28 +0.09 9,608 107,096 +252
Jul13 121127 19.38 19.54 19.18 19.35 +0.10 5,198 123,619 -245
Oct13 121127 19.58 19.79 19.44 19.61 +0.09 2,926 68,886 -96
Mar14 121127 20.05 20.25 19.92 20.10 +0.10 1,525 44,833 +456
May14 121127 19.93 20.12 19.83 20.00 +0.07 197 12,201 +53
Jul14 121127 19.99 20.01 19.75 19.90 +0.04 34 6,528 -9
Oct14 121127 20.09 20.09 19.85 19.99 +0.04 42 8,381 +2
Total Volume and Open Interest 48,671 734,931 +1,423
London Cocoa(LCE)
Dec12 121127 1585 1592 1556 1564 -22 1,721 37,837 +60
Mar13 121127 1581 1591 1552 1560 -24 6,410 72,814 -442
May13 121127 1587 1597 1560 1567 -23 959 29,225 -33
Jul13 121127 1592 1600 1569 1572 -23 280 20,614 +89
Sep13 121127 1597 1607 1570 1578 -22 1,080 20,050 +6
Dec13 121127 1577 1587 1552 1560 -24 532 11,510 +36
Mar14 121127 1576 1587 1553 1559 -23 986 14,710 +543
Total Volume and Open Interest 12,142 213,760 +469
London Sugar(LCE)
Mar13 121127 513.00 516.20 509.20 510.70 +1.30 1,219 42,036 +237
May13 121127 521.10 523.70 517.60 518.70 +1.10 581 15,363 -29
Aug13 121127 524.50 527.50 521.60 523.40 +1.60 329 6,895 +147
Oct13 121127 530.70 533.40 528.20 529.50 +2.60 113 4,383 +79
Dec13 121127 535.30 538.60 533.20 535.10 +3.30 49 1,731 +17
Total Volume and Open Interest 2,319 71,404 +454
Cotton(ICE)
Dec12 121127 71.48 71.48 71.04 71.04 -0.22 197 597 -557
Mar13 121127 72.46 72.92 72.31 72.52 -0.10 15,723 129,090 -1,091
May13 121127 73.29 73.70 73.09 73.28 -0.17 1,598 17,007 +378
Jul13 121127 74.43 74.63 74.01 74.18 -0.22 349 10,101 +34
Oct13 121127 75.90 75.90 75.90 75.90 -0.18 0 4 +0
Dec13 121127 76.16 76.95 76.16 76.57 -0.06 112 5,359 +40
Total Volume and Open Interest 17,980 162,238 -1,195
Lumber(CME)
Jan13 121127 321.5 329.1 321.2 329.1 +10.0 229 7,271 -73
Mar13 121127 329.0 336.0 329.0 336.0 +10.0 73 2,186 +26
May13 121127 332.7 340.0 332.0 339.8 +9.8 28 877 +9
Jul13 121127 336.5 339.6 336.5 339.6 +10.0 3 127 +2
Total Volume and Open Interest 333 10,477 -36
Crude Oil(NYM)
Jan13 121127 87.82 88.25 86.83 87.18 -0.56 156,593 322,874 -1,915
Feb13 121127 88.33 88.87 87.46 87.81 -0.56 29,664 148,108 +2,452
Mar13 121127 89.04 89.46 88.12 88.47 -0.55 23,050 104,954 +1,884
Apr13 121127 89.78 90.00 88.74 89.05 -0.54 13,454 61,432 +1,992
May13 121127 90.07 90.40 89.17 89.50 -0.54 8,657 51,505 +13
Jun13 121127 90.50 90.74 89.49 89.84 -0.54 18,206 112,394 +769
Jul13 121127 90.69 91.04 89.98 90.08 -0.55 3,169 39,965 -213
Aug13 121127 91.16 91.20 90.21 90.21 -0.57 2,024 27,202 -85
Sep13 121127 91.00 91.28 90.18 90.31 -0.57 3,854 40,628 +1,310
Oct13 121127 90.74 90.74 90.37 90.37 -0.58 1,568 29,651 +89
Nov13 121127 91.40 91.49 90.45 90.45 -0.59 1,198 29,705 +309
Dec13 121127 91.40 91.60 90.22 90.53 -0.59 15,480 174,330 +672
Jan14 121127 90.46 90.46 90.46 90.46 -0.58 921 28,372 +122
Feb14 121127 90.36 90.36 90.36 90.36 -0.57 347 12,442 +55
Mar14 121127 90.25 91.19 90.25 90.25 -0.56 544 16,664 -20
Apr14 121127 90.15 90.15 90.15 90.15 -0.55 62 10,134 +19
Total Volume and Open Interest 287,893 1,512,929 +7,211
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 121127 87.800 88.225 86.825 87.175 -0.575 4,239 3,019 -55
Feb13 121127 88.600 88.850 87.475 87.800 -0.575 80 1,302 +3
Mar13 121127 89.325 89.325 88.225 88.475 -0.550 14 347 -1
Apr13 121127 89.950 89.950 89.050 89.050 -0.550 2 10 +2
May13 121127 89.500 89.500 89.500 89.500 -0.550 0 5 +0
Jun13 121127 89.850 89.850 89.850 89.850 -0.525 0 45 +0
Jul13 121127 90.075 90.075 90.075 90.075 -0.550 0 2 +0
Aug13 121127 90.200 90.200 90.200 90.200 -0.575      
Total Volume and Open Interest 4,335 4,886 -51
Heating Oil(NYM)
Dec12 121127 304.51 305.70 300.15 300.94 -3.71 38,291 38,252 -12,856
Jan13 121127 305.89 307.07 301.56 302.47 -3.47 56,705 91,227 +7,786
Feb13 121127 306.03 307.27 302.16 302.99 -3.28 18,801 36,282 +2,001
Mar13 121127 305.01 306.46 301.47 302.21 -3.12 13,587 30,918 +6
Apr13 121127 303.50 304.56 299.60 300.32 -3.01 6,273 32,221 +1,083
May13 121127 305.91 306.41 302.42 302.50 -2.81 3,267 20,732 +730
Jun13 121127 304.30 304.32 299.66 300.47 -2.66 2,596 17,715 +391
Jul13 121127 302.14 302.14 299.43 299.54 -2.56 334 5,099 -96
Aug13 121127 299.58 300.28 299.14 299.14 -2.52 653 3,401 -165
Sep13 121127 299.46 302.24 298.97 298.97 -2.47 590 7,417 +263
Oct13 121127 299.79 300.55 298.90 298.90 -2.44 52 2,316 +29
Nov13 121127 300.11 300.17 298.85 298.85 -2.43 81 2,065 +27
Dec13 121127 301.60 301.60 297.84 298.66 -2.39 1,059 14,901 +22
Jan14 121127 298.26 298.26 298.26 298.26 -2.39 19 1,226 +18
Total Volume and Open Interest 142,337 305,042 -769
Gasoline(NYMEX)
Dec12 121127 272.65 274.85 270.53 273.21 +0.58 35,397 26,999 -9,833
Jan13 121127 270.09 271.45 267.14 269.56 -0.83 48,128 125,352 +1,613
Feb13 121127 270.89 271.77 267.29 269.69 -1.15 17,264 32,393 +1,560
Mar13 121127 272.98 273.41 269.21 271.45 -1.28 9,792 29,254 +1,838
Apr13 121127 287.55 288.14 284.06 286.25 -1.31 4,950 19,847 +352
May13 121127 287.14 287.48 283.53 285.57 -1.37 2,223 13,888 +86
Jun13 121127 284.93 285.07 280.76 282.83 -1.41 1,684 13,835 -472
Jul13 121127 280.84 281.49 279.33 279.33 -1.43 247 4,264 -31
Aug13 121127 277.27 277.27 275.58 275.66 -1.48 209 3,601 -42
Sep13 121127 273.33 273.38 270.27 271.76 -1.48 227 4,374 +42
Total Volume and Open Interest 120,450 283,119 -4,757
e-miNY RBOB Gasoline(NYM)
Dec12 121127 272.50 273.20 272.50 273.20 +0.60 0 1 +0
Jan13 121127 269.60 269.60 269.56 269.60 -0.80      
Feb13 121127 269.70 269.70 269.69 269.70 -1.10      
Mar13 121127 271.50 271.50 271.45 271.50 -1.20      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Dec12 121127 3.745 3.774 3.710 3.769 +0.039 85,879 24,913 -10,447
Jan13 121127 3.886 3.914 3.846 3.892 +0.024 100,753 307,901 -1,811
Feb13 121127 3.901 3.925 3.861 3.906 +0.023 26,695 78,402 +672
Mar13 121127 3.881 3.903 3.839 3.885 +0.023 21,721 129,141 +1,969
Apr13 121127 3.846 3.877 3.818 3.861 +0.023 29,175 147,101 -2,300
May13 121127 3.874 3.902 3.848 3.891 +0.022 7,368 45,517 +330
Jun13 121127 3.921 3.941 3.889 3.927 +0.022 2,649 22,154 +279
Jul13 121127 3.961 3.980 3.929 3.968 +0.023 3,196 27,369 +508
Aug13 121127 3.980 4.000 3.951 3.988 +0.023 1,050 22,794 -131
Sep13 121127 3.983 4.004 3.957 3.991 +0.022 1,305 22,424 -96
Oct13 121127 4.022 4.035 3.989 4.028 +0.022 13,052 95,563 +1,140
Nov13 121127 4.126 4.137 4.086 4.127 +0.022 1,951 27,544 -141
Dec13 121127 4.304 4.319 4.269 4.309 +0.021 2,081 30,349 -333
Jan14 121127 4.404 4.413 4.370 4.413 +0.022 6,122 74,767 +133
Feb14 121127 4.374 4.394 4.372 4.394 +0.022 218 5,809 +8
Mar14 121127 4.325 4.327 4.291 4.320 +0.023 748 12,633 +75
Total Volume and Open Interest 308,570 1,177,424 -8,383
Brent Crude Oil(ICE)
Jan13 121127 111.00 111.36 109.31 109.87 -1.05 134,485 290,809 -5,593
Feb13 121127 110.20 110.51 108.60 109.12 -0.97 61,785 179,455 +4,039
Mar13 121127 109.57 109.87 108.06 108.53 -0.91 25,346 93,507 -588
Apr13 121127 109.51 109.51 107.58 108.06 -0.87 11,129 44,188 +355
May13 121127 108.67 108.91 107.21 107.64 -0.85 7,179 48,103 -69
Jun13 121127 108.35 108.48 106.78 107.23 -0.83 19,141 93,758 +1,399
Jul13 121127 107.96 108.03 106.41 106.81 -0.82 3,953 32,088 +775
Aug13 121127 107.49 107.56 105.97 106.35 -0.82 3,658 42,317 +313
Sep13 121127 106.97 107.00 105.66 105.87 -0.80 4,846 43,356 -499
Oct13 121127 105.45 105.45 105.45 105.45 -0.79 2,011 40,626 -46
Nov13 121127 105.07 105.07 105.07 105.07 -0.78 1,631 29,772 +101
Dec13 121127 105.59 105.91 104.33 104.71 -0.78 16,712 118,822 +888
Jan14 121127 104.39 104.39 104.39 104.39 -0.77 557 19,778 +206
Feb14 121127 104.05 104.05 104.05 104.05 -0.76 175 11,710 +59
Total Volume and Open Interest 306,847 1,286,652 +3,549
Gas Oil(ICE)
Dec12 121127 950.25 952.50 935.50 940.25 -7.75 32,106 92,550 -2,849
Jan13 121127 953.00 955.00 938.50 943.00 -7.50 50,254 114,450 +987
Feb13 121127 951.00 953.25 937.25 941.50 -7.00 13,976 51,467 +451
Mar13 121127 949.50 949.75 934.25 938.25 -6.75 6,809 37,418 +844
Apr13 121127 944.00 944.75 930.75 934.25 -6.50 3,827 32,630 -463
May13 121127 939.25 940.00 927.00 930.25 -6.00 1,977 22,001 -112
Jun13 121127 936.50 938.00 924.00 927.25 -5.75 5,738 34,637 +509
Jul13 121127 934.00 934.00 923.75 925.25 -5.75 788 16,455 +219
Aug13 121127 932.25 934.00 920.50 923.50 -5.50 202 13,058 -14
Sep13 121127 930.50 930.50 919.50 922.00 -5.25 657 14,693 +76
Total Volume and Open Interest 121,424 533,397 -948
Ethanol(CBOT)
Nov12 121105 2.315 2.315 2.310 2.310 -0.030 100 97 -235
Dec12 121127 2.405 2.439 2.405 2.438 +0.032 210 634 -145
Jan13 121127 2.415 2.435 2.409 2.431 +0.023 222 1,302 -12
Feb13 121127 2.415 2.430 2.409 2.428 +0.021 183 1,497 +46
Mar13 121127 2.423 2.435 2.415 2.435 +0.025 96 1,972 +16
Apr13 121127 2.415 2.438 2.415 2.437 +0.021 42 721 +2
May13 121127 2.419 2.445 2.411 2.438 +0.027 213 1,262 -196
Jun13 121127 2.418 2.438 2.410 2.433 +0.018 227 1,101 -182
Total Volume and Open Interest 1,435 10,625 -625
WTI Crude Oil(ICE)
Jan13 121127 88.02 88.24 86.83 87.18 -0.56 28,302 79,852 +661
Feb13 121127 88.68 88.85 87.48 87.81 -0.56 10,741 55,272 +3,006
Mar13 121127 89.43 89.43 88.18 88.47 -0.55 7,969 43,734 +613
Apr13 121127 89.97 90.03 88.82 89.05 -0.54 4,806 19,801 +126
May13 121127 90.16 90.16 89.40 89.50 -0.54 2,756 16,911 +146
Jun13 121127 90.62 90.67 89.48 89.84 -0.54 6,022 51,291 -102
Jul13 121127 90.62 90.62 90.08 90.08 -0.55 772 8,894 -98
Aug13 121127 90.63 90.76 90.21 90.21 -0.57 765 5,866 -46
Sep13 121127 90.74 90.87 90.31 90.31 -0.57 828 9,296 -159
Oct13 121127 90.37 90.37 90.37 90.37 -0.58 430 5,562 -36
Nov13 121127 90.45 90.45 90.45 90.45 -0.59 298 5,633 +43
Dec13 121127 91.42 91.43 90.24 90.53 -0.59 2,974 72,996 +411
Jan14 121127 90.46 90.46 90.46 90.46 -0.58 119 6,146 +104
Feb14 121127 90.36 90.36 90.36 90.36 -0.57 18 1,893 -4
Mar14 121127 90.25 90.25 90.25 90.25 -0.56 9 3,626 +9
Apr14 121127 90.15 90.15 90.15 90.15 -0.55 0 2,119 +0
Total Volume and Open Interest 68,269 487,878 +5,034
US Dollar Index(ICE)
Dec12 121127 80.120 80.505 80.070 80.430 +0.165 13,152 34,401 -601
Mar13 121127 80.275 80.695 80.270 80.635 +0.165 140 2,505 +88
Jun13 121127 80.875 80.875 80.875 80.875 +0.165 0 4 +0
Total Volume and Open Interest 13,292 36,913 -513
Australian Dollar(CME)
Dec12 121127 104.50 104.73 104.19 104.32 -0.09 87,718 194,701 -444
Mar13 121127 103.75 103.97 103.44 103.56 -0.09 492 1,341 +193
Jun13 121127 102.83 102.92 102.83 102.83 -0.09 0 8 +0
Total Volume and Open Interest 88,210 196,055 -251
British Pound(CME)
Dec12 121127 160.32 160.57 160.09 160.17 -0.01 76,491 158,327 +7,608
Mar13 121127 160.32 160.53 160.12 160.15 unch 55 863 +34
Jun13 121127 160.10 160.11 160.10 160.10 -0.01 0 59 +0
Total Volume and Open Interest 76,546 159,251 +7,642
Canadian Dollar(CME)
Dec12 121127 100.68 100.91 100.47 100.53 -0.06 67,774 161,404 -993
Mar13 121127 100.46 100.70 100.27 100.33 -0.06 635 5,747 +370
Jun13 121127 100.42 100.42 100.09 100.13 -0.05 16 796 +4
Sep13 121127 100.12 100.23 99.88 99.91 -0.05 1 869 +0
Total Volume and Open Interest 68,426 168,957 -619
Japanese Yen(CME)
Dec12 121127 121.86 122.18 121.48 121.72 unch 98,561 201,394 +4,678
Mar13 121127 121.97 122.31 121.62 121.84 -0.01 988 2,809 +317
Jun13 121127 121.82 121.97 121.82 121.97 +0.02 2 82 -1
Total Volume and Open Interest 99,552 204,320 +4,995
Swiss Franc(CME)
Dec12 121127 107.94 108.04 107.27 107.47 -0.24 33,476 40,833 -2,720
Mar13 121127 108.03 108.07 107.47 107.64 -0.24 188 302 +166
Jun13 121127 107.83 108.07 107.83 107.83 -0.24 0 3 +0
Total Volume and Open Interest 33,664 41,138 -2,554
EuroFX(CME)
Dec12 121127 129.93 130.12 129.17 129.36 -0.29 180,265 212,140 -10,165
Mar13 121127 130.07 130.24 129.32 129.50 -0.28 1,157 3,369 +422
Jun13 121127 129.63 129.91 129.63 129.63 -0.28 1 646 +1
Total Volume and Open Interest 181,424 216,205 -9,741
Mexican Peso(CME)
Dec12 121127 767.50 770.25 765.00 766.75 unch 24,505 170,751 +456
Jan13 121127 764.50 764.50 764.50 764.50 unch      
Total Volume and Open Interest 24,627 172,201 +488
Brazilian Real(CME)
Dec12 121127 481.25 482.30 479.75 481.10 +1.40 494 5,545 -81
Jan13 121127 479.20 479.20 479.20 479.20 +1.40 230 440 +230
Feb13 121127 477.40 477.40 477.40 477.40 +1.40 0 1 +0
Mar13 121127 475.55 475.55 475.00 475.55 +1.40 161 499 +149
Total Volume and Open Interest 885 34,523 +298
30-Year T-Bonds(CBOT)
Dec12 121127 150~180 151~020 150~100 150~280 +0~090 404,915 495,951 -84,668
Mar13 121127 149~070 149~230 148~310 149~180 +0~090 190,066 163,033 +112,685
Jun13 121127 148~130 148~130 148~130 148~130 +0~090      
Total Volume and Open Interest 594,981 658,984 +28,017
10-Year T-Notes(CBOT)
Dec12 121127 133~170 133~250 133~130 133~230 +0~055 990,568 1,358,122 -273,726
Mar13 121127 133~015 133~095 132~290 133~070 +0~050 455,975 432,065 +248,504
Jun13 121127 132~120 132~120 132~120 132~120 +0~050      
Total Volume and Open Interest 1,446,543 1,790,187 -25,222
5-Year T-Notes(CBOT)
Dec12 121127 124~174 124~210 124~152 124~200 +0~020 643,482 1,082,221 -239,474
Mar13 121127 124~124 124~164 124~102 124~154 +0~024 399,594 450,579 +264,133
Jun13 121127 123~274 123~274 123~250 123~274 +0~024      
Total Volume and Open Interest 1,043,076 1,532,800 +24,659
2 Year T-Notes(CBOT)
Dec12 121127 110~062 110~070 110~060 110~066 +0~002 248,555 758,889 -79,351
Mar13 121127 110~060 110~066 110~054 110~062 +0~002 191,871 301,637 +106,175
Jun13 121127 109~226 109~226 109~226 109~226 +0~002      
Total Volume and Open Interest 440,426 1,060,526 +26,824
Eurodollars(CME)
Dec12 121127 99.677 99.680 99.677 99.677 unch 75,786 876,957 -7,149
Mar13 121127 99.665 99.675 99.665 99.670 +0.005 75,767 719,434 -18,008
Jun13 121127 99.645 99.660 99.640 99.655 +0.010 89,370 688,802 -9,815
Sep13 121127 99.625 99.640 99.620 99.635 +0.010 88,563 597,485 -18,743
Dec13 121127 99.595 99.610 99.590 99.605 +0.010 92,380 701,468 -15,790
Mar14 121127 99.570 99.585 99.560 99.580 +0.015 75,590 631,197 -13,499
Jun14 121127 99.525 99.545 99.520 99.540 +0.015 78,358 539,457 -131
Sep14 121127 99.480 99.505 99.480 99.500 +0.015 50,561 482,608 -5,887
Dec14 121127 99.430 99.455 99.425 99.450 +0.020 68,577 515,485 +6,373
Mar15 121127 99.375 99.405 99.375 99.400 +0.020 44,552 527,332 +557
Jun15 121127 99.310 99.340 99.300 99.335 +0.025 47,946 569,559 +138
Sep15 121127 99.225 99.255 99.215 99.250 +0.025 38,800 383,149 +3,273
Dec15 121127 99.115 99.145 99.100 99.140 +0.025 42,604 355,300 +1,403
Mar16 121127 99.000 99.035 98.985 99.030 +0.030 19,680 216,849 +380
Jun16 121127 98.875 98.905 98.855 98.900 +0.030 17,530 147,627 +2,140
Sep16 121127 98.730 98.770 98.715 98.765 +0.030 15,118 134,525 +796
Dec16 121127 98.575 98.620 98.565 98.615 +0.030 19,212 99,247 -635
Mar17 121127 98.440 98.490 98.430 98.480 +0.030 7,772 84,972 +494
Total Volume and Open Interest 979,036 8,485,093 -67,921
Ultra T-Bond(CBOT)
Dec12 121127 166~29 167~19 166~15 167~07 +0~09 163,488 308,327 -37,056
Mar13 121127 165~16 166~05 165~05 165~27 +0~09 128,195 77,263 +61,682
Jun13 121127 165~27 165~27 165~27 165~27 +0~09      
Total Volume and Open Interest 291,683 385,590 +24,626
30 Day Federal Funds(CBOT)
Nov12 121127 99.840 99.840 99.838 99.838 unch 2,234 71,470 -11
Dec12 121127 99.840 99.845 99.840 99.845 unch 15,514 44,738 +7,998
Jan13 121127 99.855 99.860 99.850 99.855 -0.005 2,435 25,232 -772
Feb13 121127 99.860 99.865 99.855 99.860 -0.005 1,874 24,258 -25
Mar13 121127 99.860 99.865 99.855 99.865 unch 844 22,240 -255
Apr13 121127 99.860 99.865 99.855 99.865 unch 534 22,746 -147
Total Volume and Open Interest 32,242 389,092 +5,715
3-Mth Euro-Yen(CME)
Dec12 121127 99.685 99.685 99.685 99.685 unch      
Mar13 121127 99.735 99.735 99.735 99.735 unch      
Jun13 121127 99.760 99.760 99.760 99.760 unch      
Sep13 121127 99.768 99.768 99.768 99.768 unch      
Dec13 121127 99.770 99.770 99.770 99.770 unch      
Mar14 121127 99.770 99.770 99.770 99.770 unch      
Jun14 121127 99.725 99.725 99.725 99.725 unch      
Sep14 121127 99.585 99.585 99.585 99.585 unch      
Dec14 121127 99.810 99.810 99.810 99.810 unch      
Mar15 121127 99.670 99.670 99.670 99.670 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec12 121127 99.68 99.68 99.68 99.68 unch 31 2,132 +0
Mar13 121127 99.74 99.74 99.74 99.74 unch 0 460 +0
Jun13 121127 99.76 99.76 99.76 99.76 unch 0 201 +0
Sep13 121127 99.77 99.77 99.77 99.77 unch 157 170 -135
Dec13 121127 99.77 99.77 99.77 99.77 unch 0 384 +0
Mar14 121127 99.77 99.77 99.77 99.77 unch 50 264 -50
Jun14 121127 99.72 99.72 99.72 99.72 unch      
Sep14 121127 99.58 99.58 99.58 99.58 unch      
Total Volume and Open Interest 238 3,615 -185
Japanese Gov't Bonds(SGX)
Dec12 121127 144.66 144.68 144.60 144.64 unch 3,686 25,004 +1,281
Mar13 121127 144.07 144.14 144.07 144.12 unch 52 67 +51
Jun13 121127 142.03 142.03 142.03 142.03 unch      
Total Volume and Open Interest 3,738 25,071 +1,332
Euro-Bund(EUREX)
Dec12 121127 142.12 142.36 141.84 142.23 -0.20 446,478 918,807 -25,243
Mar13 121127 143.80 144.01 143.48 143.89 -0.21 25,257 137,804 +9,193
Jun13 121127 141.95 142.23 141.95 142.23 -0.20 122 17 +0
Total Volume and Open Interest 471,857 1,056,628 -16,050
Euro-Bobl(EUREX)
Dec12 121127 126.17 126.28 125.95 126.17 -0.13 250,052 762,253 -25,281
Mar13 121127 126.89 126.97 126.63 126.87 -0.13 34,335 86,487 +9,832
Jun13 121127 126.87 126.87 126.87 126.87 -0.13      
Total Volume and Open Interest 284,387 848,740 -15,449
3-Mth Euribor(EUREX)
Dec12 121127 99.815 99.815 99.815 99.815 unch 0 2,379 +0
Mar13 121127 99.820 99.820 99.820 99.820 unch 0 2,025 +0
Jun13 121127 99.800 99.800 99.800 99.800 unch 0 1,066 +0
Total Volume and Open Interest 0 8,080 +0
Long Gilt(LIFFE)
Dec12 121127 119~05 119~15 119~01 119~10 -0~04 447,348 257,106 -74,838
Mar13 121127 118~13 118~23 118~09 118~18 -0~04 367,903 118,394 +88,747
Total Volume and Open Interest 815,251 375,500 +13,909
3-Mth Short Sterling(LIFFE)
Dec12 121127 99.47 99.48 99.46 99.47 unch 20,273 252,043 -7,860
Mar13 121127 99.43 99.46 99.43 99.44 +0.01 54,292 334,884 -2,179
Jun13 121127 99.41 99.44 99.41 99.42 +0.01 52,664 290,484 -15,039
Sep13 121127 99.39 99.43 99.39 99.40 unch 43,403 313,546 -7,009
Dec13 121127 99.37 99.40 99.36 99.37 -0.01 84,606 333,645 -9,831
Mar14 121127 99.34 99.37 99.33 99.35 unch 53,595 253,360 -5,973
Total Volume and Open Interest 408,257 2,629,672 -43,726
3-Mth Euribor(LIFFE)
Dec12 121127 99.815 99.820 99.810 99.815 unch 37,383 503,222 -1,294
Mar13 121127 99.820 99.825 99.815 99.820 unch 48,441 523,985 -5,451
Jun13 121127 99.800 99.805 99.780 99.800 unch 57,226 465,964 -4,131
Total Volume and Open Interest 465,208 4,170,559 -20,847
3-Mth Aus T-Bills(SFE)
Dec12 121127 96.78 96.79 96.75 96.77 -0.01 22,190 133,648 -8,643
Mar13 121127 96.88 96.91 96.86 96.87 -0.01 31,812 205,535 +4,296
Jun13 121127 96.99 97.03 96.95 96.96 -0.03 19,173 137,377 +1,555
Sep13 121127 97.03 97.06 96.98 97.00 -0.02 6,910 83,645 +43
Dec13 121127 97.00 97.04 96.96 96.97 -0.03 3,378 72,766 -912
Mar14 121127 96.94 96.97 96.90 96.91 -0.03 1,234 43,045 +262
Jun14 121127 96.89 96.91 96.83 96.84 -0.03 1,192 18,252 -950
Sep14 121127 96.83 96.83 96.76 96.77 -0.03 990 18,004 +57
Dec14 121127 96.71 96.71 96.70 96.70 -0.04 115 1,388 +10
Mar15 121127 96.64 96.64 96.64 96.64 -0.04 0 53 +0
Total Volume and Open Interest 86,997 714,099 -4,279
10-Year Aus T-Bonds(SFE)
Dec12 121127 96.81 96.88 96.79 96.79 -0.03 53,537 424,237 +1,844
Mar13 121127 96.76 96.76 96.76 96.76 -0.02 0 5 +0
Total Volume and Open Interest 53,537 424,242 +1,844
3-Year Aus T-Bonds(SFE)
Dec12 121127 97.28 97.35 97.26 97.27 -0.02 159,176 508,115 +3,159
Mar13 121127 97.27 97.27 97.27 97.27 -0.02      
Total Volume and Open Interest 159,176 508,115 +3,159
Gold(CMX)
Dec12 121127 1749.3 1751.9 1740.4 1742.3 -7.3 165,966 155,234 -36,996
Feb13 121127 1752.1 1754.2 1742.8 1744.8 -7.2 69,219 201,435 +33,530
Apr13 121127 1754.0 1755.9 1744.9 1746.8 -7.1 4,295 25,049 +1,042
Jun13 121127 1755.8 1758.4 1747.0 1748.9 -7.0 4,051 28,171 +1,063
Aug13 121127 1755.1 1757.0 1749.6 1750.8 -7.0 565 15,948 +150
Oct13 121127 1760.0 1760.0 1751.0 1752.8 -7.0 143 9,070 +65
Dec13 121127 1763.0 1763.0 1754.4 1754.9 -7.0 2,089 18,997 +989
Feb14 121127 1760.2 1760.2 1757.0 1757.4 -6.9 26 2,488 +9
Apr14 121127 1759.9 1759.9 1759.9 1759.9 -6.9 5 3,437 -2
Jun14 121127 1765.8 1765.8 1762.5 1762.5 -6.9 50 9,149 -43
Aug14 121127 1765.1 1765.1 1765.1 1765.1 -6.9 0 84 +0
Total Volume and Open Interest 247,546 492,435 -810
Silver(CMX)
Dec12 121127 3416.0 3427.5 3391.0 3398.1 -15.6 66,228 33,889 -10,028
Mar13 121127 3426.5 3437.0 3400.0 3407.4 -15.5 38,350 65,264 +8,295
May13 121127 3435.0 3440.5 3410.0 3412.1 -15.4 818 5,803 +28
Jul13 121127 3432.0 3432.5 3409.0 3416.1 -15.4 475 6,649 +69
Sep13 121127 3432.0 3432.5 3419.6 3419.6 -15.4 56 4,260 +16
Dec13 121127 3442.0 3442.0 3419.5 3424.0 -15.3 261 17,987 +59
Mar14 121127 3424.7 3424.7 3424.7 3424.7 -15.0 2 1,684 +0
Total Volume and Open Interest 106,629 153,396 -1,492
Platinum(NYMEX)
Jan13 121127 1615.9 1623.0 1611.1 1618.5 +7.5 8,139 55,886 -99
Apr13 121127 1617.9 1625.0 1615.0 1621.5 +7.5 291 4,785 +201
Jul13 121127 1623.7 1624.4 1623.7 1624.4 +7.5 1 321 +1
Oct13 121127 1626.4 1626.4 1626.4 1626.4 +7.5 1 42 +0
Total Volume and Open Interest 8,444 61,064 +94
Palladium(NYMEX)
Dec12 121127 665.60 672.30 663.05 668.20 +7.00 5,859 9,327 -2,645
Mar13 121127 662.50 673.80 662.50 670.05 +7.15 3,587 13,220 +2,807
Jun13 121127 673.10 673.10 671.30 671.30 +7.15 3 38 +4
Total Volume and Open Interest 9,449 22,587 +164
Copper(CMX)
Dec12 121127 353.50 355.30 351.75 353.65 unch 54,570 26,873 -5,393
Mar13 121127 355.00 356.50 352.95 355.10 +0.25 28,880 86,265 +5,560
May13 121127 357.15 357.30 355.20 355.95 +0.30 860 12,506 +114
Jul13 121127 357.00 357.15 355.85 356.60 +0.35 193 5,967 +70
Sep13 121127 357.10 357.10 357.10 357.10 +0.35 27 3,330 +4
Total Volume and Open Interest 86,520 145,854 +515
DJIA Index(CBOT)
Dec12 121127 12959 12962 12850 12862 -74 179 15,223 -47
Mar13 121127 12786 12861 12786 12786 -75 0 15 +0
Jun13 121127 12706 12781 12706 12706 -75      
Sep13 121127 12627 12702 12627 12627 -75      
Total Volume and Open Interest 179 15,238 -47
E-mini DJIA Index(CBOT)
Dec12 121127 12940 12971 12845 12862 -74 90,154 95,474 +632
Mar13 121127 12859 12911 12771 12786 -75 113 297 +34
Jun13 121127 12706 12706 12706 12706 -75 0 59 +0
Sep13 121127 12627 12627 12627 12627 -75      
Total Volume and Open Interest 90,267 95,830 +666
S & P 500(CME)
Dec12 121127 1404.20 1407.40 1396.60 1397.40 -5.90 6,745 217,747 -551
Mar13 121127 1395.00 1399.70 1388.70 1390.80 -5.90 428 3,936 +247
Jun13 121127 1384.10 1392.90 1381.90 1384.10 -5.80 110 1,848 +16
Sep13 121127 1377.60 1386.40 1375.40 1377.60 -5.80      
Total Volume and Open Interest 7,283 223,531 -288
S & P 500 E-Mini(Globex)
Dec12 121127 1404.00 1407.75 1395.50 1397.50 -5.75 1,220,715 3,055,794 +2,892
Mar13 121127 1397.75 1401.00 1389.00 1390.75 -6.00 4,936 56,649 +3,308
Total Volume and Open Interest 1,225,696 3,115,587 +6,242
NASDAQ 100(CME)
Dec12 121127 2652.80 2660.00 2635.00 2641.30 -4.50 656 28,492 +361
Mar13 121127 2634.80 2650.00 2634.80 2634.80 -4.70 13 95 +10
Jun13 121127 2629.30 2634.00 2629.30 2629.30 -4.70      
Total Volume and Open Interest 669 28,587 +371
NASDAQ 100 E-Mini(Globex)
Dec12 121127 2648.50 2658.80 2636.50 2641.30 -4.50 203,339 399,961 +644
Mar13 121127 2649.00 2649.80 2630.80 2634.80 -4.70 75 562 -17
Total Volume and Open Interest 203,414 400,534 +627
S & P Midcap 400(CME)
Dec12 121127 987.50 990.00 985.00 985.80 -1.50 4 3,029 -4
Mar13 121127 983.80 985.30 983.80 983.80 -1.50      
Jun13 121127 981.70 983.20 981.70 981.70 -1.50      
Total Volume and Open Interest 4 3,029 -4
Volatility Index(CBOE)
Nov12 121121 15.05 15.05 15.05 15.05 -0.10 38,384 0 -44,360
Dec12 121127 15.65 16.25 15.45 16.15 +0.55 43,350 156,648 -6,630
Jan13 121127 17.40 17.90 17.20 17.80 +0.35 25,393 0 +0
Feb13 121127 18.63 19.05 18.43 19.00 +0.25 13,249 40,153 +3,375
Total Volume and Open Interest 98,548 271,497 -3,536
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec12 121127 9415 9465 9355 9370 -30 5,869 40,641 +828
Mar13 121127 9445 9445 9365 9370 -35 74 150 +66
Total Volume and Open Interest 5,943 40,791 +894
Nikkei 225(SGX)
Dec12 121127 9390 9460 9340 9435 +55 78,624 267,855 +10,314
Mar13 121127 9365 9435 9365 9420 +55 43 2,237 -25
Jun13 121127 9335 9340 9310 9340 +55 0 1,207 +0
Total Volume and Open Interest 78,858 283,148 +10,319
CAC 40(EURONEXT)
Dec12 121127 3517.0 3523.5 3482.0 3493.0 +1.5 91,387 337,315 +2,865
Jan13 121127 3517.5 3521.5 3485.0 3492.5 +1.5 149 294 +42
Feb13 121127 3496.0 3496.0 3483.0 3493.0 +1.5 4 1 +0
Total Volume and Open Interest 91,557 338,030 +2,908
Hang Seng Index(HKFE)
Nov12 121127 21999 22037 21810 21822 -61 89,437 102,515 -13,306
Dec12 121127 22025 22065 21838 21854 -56 41,174 58,677 +22,772
Total Volume and Open Interest 130,915 167,423 +9,620
DAX(EUREX)
Dec12 121127 7330.5 7365.0 7306.5 7338.5 +45.5 87,595 147,256 -2,518
Mar13 121127 7335.5 7365.0 7315.5 7342.5 +45.5 2,480 13,401 -581
Jun13 121127 7350.0 7374.0 7322.5 7349.0 +45.5 421 4,441 -404
Total Volume and Open Interest 90,496 165,098 -3,503
FT-SE 100(EURONEXT)
Dec12 121127 5813.00 5824.00 5787.00 5800.00 +21.00 73,011 609,416 +7,466
Mar13 121127 5769.00 5779.00 5751.50 5756.50 +21.50 376 6,801 +23
Jun13 121127 5692.00 5692.00 5692.00 5692.00 +21.00 0 28 +0
Total Volume and Open Interest 73,410 616,255 +7,489
SPI 200(SFE)
Dec12 121127 4429.0 4475.0 4421.0 4473.0 +41.0 25,750 261,501 +5,560
Mar13 121127 4397.0 4444.0 4397.0 4443.0 +41.0 60 2,367 +36
Jun13 121127 4443.0 4443.0 4443.0 4443.0 +42.0 18 2,899 +14
Total Volume and Open Interest 25,829 267,593 +5,611
FTSE MIB(ISE)
Dec12 121127 15645.00 15690.00 15405.00 15472.00 -45.00 11,591 36,015 +311
Mar13 121127 15650.00 15675.00 15420.00 15479.00 -45.00 25 110 +2
Jun13 121127 15199.00 15199.00 15199.00 15199.00 -45.00 10 12 +10
Total Volume and Open Interest 11,626 36,137 +323
KOSPI 200(KFE)
Dec12 121127 253.65 254.00 253.40 253.75 +2.25 193,452 104,798 +3,332
Mar13 121127 251.45 253.55 251.25 253.00 +2.25 399 8,703 +524
Jun13 121127 254.50 254.50 254.50 254.50 +2.30 0 1,161 +10
Total Volume and Open Interest 193,851 114,672 +3,866
GSCI(CME)
Dec12 121127 647.00 648.75 644.25 644.50 -2.50 333 9,026 +243
Jan13 121127 648.00 649.50 645.20 645.20 -2.55 1 2 -1
Feb13 121127 647.25 651.00 647.25 647.25 -2.25      
Total Volume and Open Interest 334 9,028 +242
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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