Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Wed December 19, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan13 121219 1468.00 1472.25 1433.00 1437.00 -29.00 92,953 121,074 -5,854
Mar13 121219 1460.50 1466.50 1426.25 1431.00 -29.50 84,253 225,706 +12,096
May13 121219 1448.00 1449.50 1413.25 1419.50 -25.00 21,382 120,478 -623
Jul13 121219 1436.00 1438.00 1405.00 1414.00 -18.50 14,057 78,257 +138
Aug13 121219 1396.00 1401.75 1379.50 1386.25 -14.25 304 2,261 -13
Sep13 121219 1352.50 1354.25 1336.50 1341.00 -11.75 272 1,556 +11
Nov13 121219 1310.00 1315.75 1298.00 1301.00 -9.00 8,521 62,651 -723
Jan14 121219 1317.50 1318.00 1304.50 1307.00 -8.75 61 1,064 +39
Mar14 121219 1311.25 1319.50 1311.25 1311.25 -8.25 19 597 +19
May14 121219 1310.25 1315.50 1310.25 1310.25 -5.25 0 465 +0
Jul14 121219 1311.00 1318.25 1311.00 1316.50 -1.75 23 372 +20
Aug14 121219 1311.25 1313.00 1311.25 1311.25 -1.75 0 1 +0
Sep14 121219 1298.00 1299.75 1298.00 1298.00 -1.75 0 1 +0
Nov14 121219 1284.25 1286.50 1271.00 1275.00 -8.75 10 2,417 +6
Total Volume and Open Interest 221,855 617,006 +5,116
Soybean Meal(CBOT)
Jan13 121219 445.10 447.00 432.80 436.50 -8.40 31,244 49,079 -5,318
Mar13 121219 442.90 444.50 430.00 434.10 -8.60 30,067 97,583 +6,796
May13 121219 432.00 433.00 420.70 425.00 -6.80 6,312 36,433 +556
Jul13 121219 424.50 424.70 414.70 419.60 -4.10 4,316 28,227 +761
Aug13 121219 409.20 412.10 405.00 409.70 -2.00 1,007 2,848 +35
Sep13 121219 393.40 393.50 389.70 393.30 +0.50 606 2,557 +40
Oct13 121219 370.00 373.40 369.70 372.20 +1.30 261 3,739 +3
Dec13 121219 367.00 371.50 365.80 368.80 +0.20 922 15,235 -171
Jan14 121219 369.80 369.80 369.60 369.80 +0.20 26 837 +20
Mar14 121219 372.70 374.70 370.00 371.50 +0.30 0 695 +0
Total Volume and Open Interest 74,761 237,651 +2,722
Soybean Oil(CBOT)
Jan13 121219 49.21 49.49 48.28 48.41 -0.76 51,500 71,563 -9,344
Mar13 121219 49.65 49.89 48.62 48.75 -0.80 47,466 133,407 +10,289
May13 121219 50.10 50.35 49.10 49.22 -0.80 8,268 44,877 +854
Jul13 121219 50.57 50.75 49.55 49.66 -0.79 4,015 31,467 +184
Aug13 121219 50.69 50.77 49.74 49.74 -0.80 748 4,181 +47
Sep13 121219 50.69 50.72 49.72 49.72 -0.84 414 3,858 +2
Oct13 121219 50.40 50.42 49.41 49.41 -0.88 333 4,956 -8
Dec13 121219 50.10 50.31 49.10 49.25 -0.87 1,274 15,707 +519
Jan14 121219 50.00 50.31 49.45 49.45 -0.86 0 1,366 +0
Mar14 121219 50.51 50.59 49.74 49.74 -0.85 0 485 +0
Total Volume and Open Interest 114,018 312,987 +2,543
Canola(WCE)
Jan13 121219 585.6 588.0 577.6 578.8 -6.7 9,686 42,584 -5,308
Mar13 121219 583.3 584.8 574.1 575.3 -7.0 9,634 65,548 +4,200
May13 121219 581.4 582.8 571.1 572.1 -8.1 738 17,457 +54
Jul13 121219 578.5 579.3 568.3 569.1 -8.1 219 10,209 -2
Nov13 121219 531.6 531.7 521.5 522.3 -7.6 136 10,606 +80
Total Volume and Open Interest 20,416 146,953 -973
Corn(CBOT)
Mar13 121219 721.25 723.00 701.50 703.00 -17.00 85,027 581,580 -5,974
May13 121219 724.25 726.50 705.50 707.00 -16.75 17,543 183,542 +851
Jul13 121219 723.00 724.50 704.50 705.75 -16.00 12,314 146,489 -454
Sep13 121219 643.00 646.00 631.00 632.00 -11.25 2,231 39,345 -96
Dec13 121219 623.00 626.25 611.75 613.50 -9.50 10,392 190,506 +1,224
Mar14 121219 630.25 634.00 621.25 622.25 -9.25 260 4,809 +105
May14 121219 638.75 640.00 629.00 629.00 -8.50 56 1,400 +4
Jul14 121219 639.75 639.75 632.50 633.00 -5.75 68 1,380 +38
Sep14 121219 600.00 600.00 593.75 593.75 -4.50 16 115 +9
Dec14 121219 596.00 598.00 591.00 591.50 -4.50 200 8,240 -3
Total Volume and Open Interest 128,107 1,158,492 -4,296
Wheat(CBOT)
Mar13 121219 813.00 822.75 802.00 805.75 -5.50 31,789 238,726 -1,099
May13 121219 824.00 833.75 813.50 817.25 -5.75 6,934 62,010 +492
Jul13 121219 831.50 838.00 819.00 823.00 -6.00 5,731 71,830 -458
Sep13 121219 838.75 848.25 830.00 834.00 -7.00 695 11,670 -148
Dec13 121219 854.75 859.50 841.00 845.25 -7.75 2,286 48,169 +472
Mar14 121219 864.00 867.00 850.00 854.75 -7.25 157 3,530 +38
Total Volume and Open Interest 47,756 438,818 -725
Wheat(KCBT)
Mar13 121219 861.50 873.25 852.00 858.00 -2.50 8,590 95,795 +359
May13 121219 871.50 883.00 862.00 867.75 -3.00 1,826 22,348 -130
Jul13 121219 877.50 887.25 867.00 873.00 -3.75 2,319 28,915 +93
Sep13 121219 888.75 895.75 878.00 882.75 -3.75 367 5,314 -47
Dec13 121219 897.50 905.25 888.25 893.75 -5.00 353 4,537 -178
Mar14 121219 905.50 906.00 895.75 900.00 -5.50 17 220 +9
Total Volume and Open Interest 13,472 157,504 +106
Wheat(MGE)
Dec12 121214 884.75 884.75 884.75 884.75 unch 3 20 -3
Mar13 121219 901.00 911.50 893.75 895.50 -6.00 3,078 28,533 +643
May13 121219 910.25 920.00 902.50 905.00 -5.25 815 7,641 +153
Jul13 121219 920.25 924.00 909.00 911.25 -5.00 637 3,005 +23
Sep13 121219 920.00 922.25 906.50 907.75 -6.50 436 4,091 +49
Total Volume and Open Interest 5,108 45,808 +853
Oats(CBOT)
Mar13 121219 381.50 383.50 375.00 375.25 -5.25 425 9,802 +95
May13 121219 387.25 389.00 382.50 382.50 -3.75 103 1,054 +29
Jul13 121219 385.00 386.75 382.00 383.75 -3.00 20 140 +19
Sep13 121219 373.25 376.25 373.25 373.25 -3.00 0 7 +0
Total Volume and Open Interest 548 11,060 +143
Rough Rice(CBOT)
Jan13 121219 15.21 15.21 15.12 15.19 +0.04 1,041 6,458 -561
Mar13 121219 15.51 15.52 15.42 15.50 +0.03 950 7,943 +574
May13 121219 15.79 15.81 15.77 15.81 +0.03 76 743 +21
Jul13 121219 16.00 16.00 15.97 16.00 +0.03 0 59 +0
Total Volume and Open Interest 2,073 15,245 +40
Live Cattle(CME)
Dec12 121219 128.500 129.550 128.130 129.485 +1.250 8,693 11,175 -3,179
Feb13 121219 132.985 134.500 132.985 134.350 +1.400 27,590 146,381 +783
Apr13 121219 137.285 138.000 137.100 137.950 +0.820 11,824 77,523 +919
Jun13 121219 132.500 133.130 132.235 133.050 +0.615 6,937 51,830 +1,889
Aug13 121219 132.250 132.685 131.985 132.550 +0.515 4,912 28,055 -826
Oct13 121219 136.000 136.350 135.685 136.000 +0.250 1,047 6,932 +416
Total Volume and Open Interest 61,709 325,660 +325
Feeder Cattle(CME)
Jan13 121219 152.300 153.650 152.150 153.485 +1.285 2,349 10,040 -322
Mar13 121219 154.550 155.900 154.435 155.750 +1.350 1,562 10,202 +339
Apr13 121219 156.050 157.535 156.050 157.485 +1.410 335 2,074 +10
May13 121219 157.575 158.800 157.450 158.750 +1.000 602 3,263 +263
Aug13 121219 161.435 162.650 161.285 162.535 +0.835 358 2,544 +128
Sep13 121219 162.050 163.100 161.850 162.880 +0.630 150 409 +29
Oct13 121219 163.100 163.500 163.100 163.435 +0.335 90 240 +47
Total Volume and Open Interest 5,475 28,914 +521
Lean Hogs(CME)
Feb13 121219 85.850 86.785 85.480 86.580 +1.295 11,309 99,045 -551
Apr13 121219 90.730 91.550 90.350 91.450 +1.165 3,935 44,719 +278
May13 121219 98.230 98.950 98.035 98.950 +0.950 10 1,564 -3
Jun13 121219 100.180 100.785 99.930 100.600 +0.600 2,936 34,478 +410
Jul13 121219 99.980 100.300 99.750 100.250 +0.320 221 11,018 +6
Aug13 121219 98.785 99.100 98.550 99.100 +0.250 240 15,330 +83
Oct13 121219 88.000 88.700 87.650 88.535 +0.400 135 12,727 +22
Dec13 121219 84.480 84.600 83.980 84.400 +0.100 77 5,501 -7
Total Volume and Open Interest 18,903 226,063 +255
Class III Milk(CME)
Dec12 121219 18.66 18.68 18.58 18.65 -0.03 72 4,233 -10
Jan13 121219 18.06 18.15 17.81 17.93 -0.13 172 3,126 +39
Feb13 121219 18.42 18.50 18.25 18.38 -0.04 118 2,426 -4
Mar13 121219 18.73 18.74 18.55 18.69 -0.05 55 2,050 +10
Apr13 121219 18.64 18.70 18.58 18.66 -0.13 67 1,483 +42
Total Volume and Open Interest 672 20,378 +120
Cocoa(ICE)
Mar13 121219 2401 2408 2345 2358 -39 8,577 89,317 -378
May13 121219 2412 2412 2355 2367 -37 1,143 32,307 -13
Jul13 121219 2412 2414 2365 2374 -38 262 18,865 +1
Sep13 121219 2416 2416 2371 2380 -36 205 16,413 +13
Dec13 121219 2417 2417 2379 2386 -35 138 9,954 +7
Mar14 121219 2422 2422 2388 2391 -36 10 15,891 +0
May14 121219 2392 2402 2392 2397 -35 32 7,496 -9
Total Volume and Open Interest 10,367 192,148 -379
Coffee "C"(ICE)
Dec12 121218 133.50 133.50 133.50 133.50 -4.45 11 17 -39
Mar13 121219 143.55 145.85 142.70 144.90 +0.90 9,217 90,959 -404
May13 121219 146.55 148.50 145.55 147.70 +0.85 1,503 26,679 -68
Jul13 121219 149.25 150.95 148.45 150.45 +0.85 806 13,978 +356
Sep13 121219 151.35 153.60 151.30 153.25 +0.85 158 5,625 -4
Dec13 121219 156.75 157.80 155.65 157.25 +0.85 47 4,268 -2
Total Volume and Open Interest 11,749 143,143 -124
Orange Juice(ICE)
Jan13 121219 139.00 144.00 138.65 141.50 +1.95 1,801 7,402 -1,082
Mar13 121219 140.05 144.50 139.15 142.00 +2.00 1,387 14,012 +1,077
May13 121219 140.25 144.15 140.25 142.40 +2.05 38 3,543 +20
Jul13 121219 139.85 143.35 139.85 143.35 +3.30 46 836 +31
Sep13 121219 143.95 143.95 143.95 143.95 +2.30 14 100 +12
Nov13 121219 145.60 145.60 144.15 144.15 +1.30 0 60 +0
Total Volume and Open Interest 3,286 25,980 +58
Sugar #11(ICE)
Mar13 121219 19.37 19.46 19.15 19.23 -0.16 44,576 337,143 +2,030
May13 121219 19.50 19.57 19.27 19.34 -0.18 13,478 128,753 +1,098
Jul13 121219 19.54 19.65 19.37 19.45 -0.19 8,272 123,806 +161
Oct13 121219 19.83 19.94 19.66 19.75 -0.18 4,096 72,051 +1,046
Mar14 121219 20.48 20.55 20.31 20.40 -0.16 1,659 52,599 -10
May14 121219 20.36 20.36 20.30 20.31 -0.13 168 13,507 -18
Jul14 121219 20.22 20.22 20.22 20.22 -0.11 137 6,687 +69
Oct14 121219 20.25 20.25 20.25 20.25 -0.10 8 9,287 -8
Total Volume and Open Interest 72,520 754,256 +4,467
London Cocoa(LCE)
Mar13 121219 1512 1514 1481 1484 -27 5,805 75,765 -225
May13 121219 1520 1520 1490 1492 -27 2,189 30,386 +382
Jul13 121219 1525 1525 1498 1499 -26 1,896 23,239 +25
Sep13 121219 1529 1529 1502 1505 -25 1,689 24,725 -159
Dec13 121219 1525 1527 1500 1503 -22 855 21,730 -25
Mar14 121219 1520 1522 1490 1495 -26 2,370 18,935 -3
May14 121219 1525 1525 1500 1500 -26 32 5,997 +3
Total Volume and Open Interest 14,856 202,599 -2
London Sugar(LCE)
Mar13 121219 519.30 522.00 515.90 517.80 -3.10 4,325 43,596 +2,449
May13 121219 524.40 526.30 521.00 522.60 -3.40 1,752 14,240 -161
Aug13 121219 527.50 529.50 523.90 525.50 -3.50 868 9,111 +34
Oct13 121219 531.60 532.40 526.80 528.80 -3.60 547 4,953 +39
Dec13 121219 538.60 539.70 535.40 538.10 -1.80 171 2,023 +7
Total Volume and Open Interest 7,696 75,096 +2,355
Cotton(ICE)
Mar13 121219 75.95 76.05 75.41 75.89 -0.06 15,797 123,356 +1,879
May13 121219 76.62 76.80 76.26 76.62 -0.11 1,874 23,128 +167
Jul13 121219 77.00 77.29 76.80 77.13 -0.16 941 12,863 +433
Oct13 121219 77.85 77.85 77.85 77.85 -0.23 0 6 +0
Dec13 121219 78.30 78.40 78.08 78.25 -0.25 310 6,926 -47
Mar14 121219 78.80 78.80 78.80 78.80 -0.25 0 30 +0
Total Volume and Open Interest 18,924 166,536 +2,433
Lumber(CME)
Jan13 121219 359.6 359.7 353.0 358.7 unch 914 4,287 -272
Mar13 121219 366.6 366.6 360.0 364.9 -0.8 587 4,493 +200
May13 121219 361.5 364.0 357.0 363.4 +0.3 196 1,708 +0
Jul13 121219 352.5 355.0 348.0 351.1 -1.4 15 241 +7
Total Volume and Open Interest 1,712 10,742 -65
Crude Oil(NYM)
Jan13 121219 87.94 89.90 87.81 89.51 +1.58 157,226 61,422 -30,383
Feb13 121219 88.39 90.33 88.26 89.98 +1.58 149,480 288,447 +15,278
Mar13 121219 88.90 90.79 88.77 90.46 +1.54 55,821 161,155 +6,081
Apr13 121219 89.47 91.25 89.29 90.96 +1.53 19,801 68,302 -569
May13 121219 89.90 91.68 89.77 91.44 +1.54 13,066 74,306 -349
Jun13 121219 90.30 91.99 90.13 91.78 +1.53 28,841 127,085 -225
Jul13 121219 90.34 92.15 90.32 92.00 +1.53 4,925 48,781 -672
Aug13 121219 91.14 92.14 90.40 92.08 +1.51 2,525 24,089 +80
Sep13 121219 90.61 92.23 90.47 92.12 +1.49 4,595 46,616 +1,280
Oct13 121219 91.13 92.09 90.91 92.09 +1.46 1,199 31,690 +273
Nov13 121219 91.53 92.06 90.46 92.06 +1.44 1,498 31,062 -419
Dec13 121219 90.51 92.19 90.43 92.03 +1.42 27,390 170,099 +1,293
Jan14 121219 91.92 91.92 91.92 91.92 +1.40 620 30,731 +119
Feb14 121219 91.58 91.79 91.58 91.79 +1.38 484 11,893 -16
Mar14 121219 91.67 91.67 90.25 91.67 +1.36 1,143 17,001 +290
Apr14 121219 91.53 91.53 91.53 91.53 +1.34 13 9,156 +1
Total Volume and Open Interest 489,772 1,511,946 -6,732
e-miNY Crude Oil(NYM)
Dec12 121115 86.350 86.825 84.700 85.450 -0.875 6,240 9,686 -598
Jan13 121218 87.400 88.175 87.200 87.925 +0.725 5,019 3,241 -443
Feb13 121219 88.450 90.325 88.250 89.975 +1.575 2,370 2,702 +438
Mar13 121219 88.850 90.775 88.850 90.450 +1.525 102 243 +51
Apr13 121219 90.150 91.000 90.150 90.950 +1.525 4 59 +0
May13 121219 91.225 91.450 91.225 91.450 +1.550 0 3 +0
Jun13 121219 91.775 91.775 91.775 91.775 +1.525 0 46 +0
Jul13 121219 92.000 92.000 92.000 92.000 +1.525 0 1 +0
Aug13 121219 92.075 92.075 92.075 92.075 +1.500      
Sep13 121219 92.125 92.125 92.125 92.125 +1.500 0 1 +0
Total Volume and Open Interest 6,166 6,320 +358
Heating Oil(NYM)
Jan13 121219 299.87 303.93 299.72 303.56 +3.91 44,058 47,043 -4,432
Feb13 121219 299.77 303.50 299.32 303.13 +3.74 30,021 56,694 +4,179
Mar13 121219 298.45 302.14 298.23 301.76 +3.53 14,878 42,822 -295
Apr13 121219 296.31 300.02 296.00 299.65 +3.52 7,305 39,323 +179
May13 121219 299.25 302.88 298.92 302.58 +3.55 3,913 26,271 +485
Jun13 121219 297.19 300.95 297.19 300.77 +3.52 5,313 21,535 +415
Jul13 121219 298.75 300.04 298.29 300.04 +3.45 942 5,949 -226
Aug13 121219 297.57 299.51 297.57 299.51 +3.41 322 3,057 -33
Sep13 121219 297.18 299.25 296.60 299.09 +3.43 1,011 8,731 +246
Oct13 121219 296.44 298.76 296.20 298.76 +3.36 134 2,487 -25
Nov13 121219 295.98 298.43 295.98 298.43 +3.29 78 2,066 +25
Dec13 121219 296.73 298.17 295.48 298.00 +3.24 1,519 16,744 -241
Jan14 121219 297.65 297.65 296.10 297.65 +3.20 86 1,621 +44
Feb14 121219 296.90 296.90 296.90 296.90 +3.13 36 156 +28
Total Volume and Open Interest 109,661 275,877 +385
Gasoline(NYMEX)
Jan13 121219 269.26 274.85 269.01 274.31 +5.22 48,897 52,613 -6,277
Feb13 121219 268.66 273.90 268.41 273.38 +4.96 37,546 82,125 +5,838
Mar13 121219 269.43 274.64 269.40 274.12 +4.95 19,657 45,120 -945
Apr13 121219 283.30 288.44 283.20 287.92 +5.02 10,073 28,431 -1,171
May13 121219 282.62 287.53 282.61 287.19 +4.99 5,445 18,025 +1,491
Jun13 121219 279.50 284.56 279.16 284.06 +4.86 3,106 14,906 +120
Jul13 121219 276.44 280.24 275.91 280.24 +4.68 843 7,511 +123
Aug13 121219 273.64 276.19 273.25 276.19 +4.41 525 3,737 -33
Sep13 121219 269.91 272.30 269.38 272.14 +4.12 849 7,315 +402
Oct13 121219 258.38 258.75 257.57 258.73 +4.01 814 5,239 +210
Total Volume and Open Interest 129,625 284,602 -72
e-miNY RBOB Gasoline(NYM)
Jan13 121219 274.30 274.31 274.30 274.30 +5.20 0 1 +0
Feb13 121219 273.40 273.40 273.38 273.40 +5.00      
Mar13 121219 274.10 274.12 274.10 274.10 +4.90      
Apr13 121219 287.90 287.92 287.90 287.90 +5.00      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan13 121219 3.399 3.414 3.284 3.320 -0.098 135,758 99,345 -16,322
Feb13 121219 3.429 3.455 3.324 3.366 -0.089 89,108 151,171 +14,020
Mar13 121219 3.454 3.470 3.341 3.387 -0.082 47,934 244,494 +243
Apr13 121219 3.500 3.500 3.381 3.427 -0.072 34,772 131,258 +2,156
May13 121219 3.522 3.522 3.430 3.471 -0.071 11,531 70,173 +1,812
Jun13 121219 3.572 3.572 3.477 3.517 -0.070 3,283 22,217 +270
Jul13 121219 3.616 3.617 3.520 3.563 -0.070 4,260 30,936 +1,073
Aug13 121219 3.580 3.612 3.553 3.590 -0.068 1,816 24,341 +364
Sep13 121219 3.585 3.617 3.565 3.596 -0.067 1,024 22,112 +6
Oct13 121219 3.671 3.671 3.585 3.630 -0.065 15,241 99,179 -1,076
Nov13 121219 3.720 3.746 3.706 3.736 -0.065 1,460 27,837 +90
Dec13 121219 3.966 3.966 3.901 3.923 -0.063 2,195 28,867 -36
Jan14 121219 4.020 4.049 3.989 4.026 -0.063 10,804 67,891 -3,169
Feb14 121219 4.020 4.037 4.010 4.020 -0.062 525 5,549 -19
Mar14 121219 3.944 3.984 3.944 3.967 -0.061 1,645 18,323 -70
Apr14 121219 3.862 3.880 3.842 3.864 -0.050 1,827 34,154 +175
Total Volume and Open Interest 364,302 1,162,509 -232
Brent Crude Oil(ICE)
Feb13 121219 108.90 110.48 108.74 110.36 +1.52 129,067 310,466 -9,631
Mar13 121219 108.01 109.59 107.90 109.47 +1.52 64,772 183,645 +1,139
Apr13 121219 107.27 108.89 107.13 108.76 +1.55 30,980 58,418 +2,578
May13 121219 106.54 108.25 106.54 108.16 +1.56 16,971 52,067 +1,028
Jun13 121219 106.10 107.74 105.98 107.62 +1.56 27,280 103,576 +557
Jul13 121219 105.63 107.15 105.48 107.08 +1.54 6,977 33,586 -48
Aug13 121219 105.10 106.58 104.95 106.52 +1.50 4,249 47,747 +365
Sep13 121219 104.42 105.99 104.40 105.94 +1.46 7,346 43,331 +1,232
Oct13 121219 103.94 105.46 103.92 105.42 +1.42 2,815 36,443 +294
Nov13 121219 104.30 104.95 104.30 104.95 +1.37 3,059 30,645 -786
Dec13 121219 103.14 104.60 103.08 104.52 +1.34 25,155 127,293 -596
Jan14 121219 104.15 104.15 104.15 104.15 +1.31 1,740 23,005 +87
Feb14 121219 103.79 103.79 103.79 103.79 +1.29 801 12,966 -20
Mar14 121219 103.43 103.43 103.43 103.43 +1.28 400 12,041 +89
Total Volume and Open Interest 339,572 1,273,963 -682
Gas Oil(ICE)
Jan13 121219 929.50 941.00 928.25 937.00 +8.75 35,108 108,907 -3,119
Feb13 121219 928.75 941.00 928.75 937.25 +8.50 31,318 82,601 +585
Mar13 121219 926.50 938.75 926.50 934.75 +8.00 11,674 50,218 +638
Apr13 121219 920.75 934.25 920.75 930.25 +7.25 4,825 36,087 +502
May13 121219 918.25 929.75 918.25 925.75 +6.75 1,118 27,034 +22
Jun13 121219 915.00 925.50 914.75 921.50 +6.25 4,399 38,298 +97
Jul13 121219 912.50 921.75 912.50 919.00 +6.00 945 16,888 +10
Aug13 121219 913.25 919.00 913.25 917.00 +5.75 447 14,971 +70
Sep13 121219 911.25 917.00 911.00 915.00 +5.75 559 17,586 -47
Oct13 121219 909.00 914.75 908.75 912.75 +5.75 335 8,627 +106
Total Volume and Open Interest 93,979 503,403 -629
Ethanol(CBOT)
Dec12 121205 2.434 2.445 2.425 2.427 +0.003 41 354 -28
Jan13 121219 2.250 2.265 2.206 2.214 -0.041 149 942 -78
Feb13 121219 2.269 2.279 2.223 2.231 -0.040 206 1,587 -111
Mar13 121219 2.285 2.290 2.239 2.240 -0.047 398 1,769 -122
Apr13 121219 2.281 2.290 2.243 2.243 -0.047 236 646 -51
May13 121219 2.270 2.278 2.243 2.245 -0.039 102 809 +4
Jun13 121219 2.280 2.280 2.235 2.237 -0.040 231 876 -119
Jul13 121219 2.239 2.244 2.210 2.216 -0.037 215 1,159 -105
Total Volume and Open Interest 1,676 8,774 -506
WTI Crude Oil(ICE)
Feb13 121219 88.41 90.33 88.26 89.98 +1.58 38,713 81,754 +4,671
Mar13 121219 88.88 90.79 88.77 90.46 +1.54 12,269 49,684 +366
Apr13 121219 89.36 91.22 89.36 90.96 +1.53 7,341 20,784 +608
May13 121219 89.82 91.69 89.82 91.44 +1.54 4,734 17,662 -179
Jun13 121219 90.15 91.88 90.15 91.78 +1.53 8,516 59,373 +82
Jul13 121219 90.35 92.08 90.35 92.00 +1.53 1,810 9,913 +212
Aug13 121219 91.18 92.08 90.87 92.08 +1.51 735 6,599 +217
Sep13 121219 90.53 92.12 90.53 92.12 +1.49 1,082 11,045 +164
Oct13 121219 91.23 92.09 90.98 92.09 +1.46 697 6,992 +40
Nov13 121219 92.06 92.06 92.06 92.06 +1.44 311 5,636 +1
Dec13 121219 90.47 92.07 90.47 92.03 +1.42 7,687 64,974 +33
Jan14 121219 91.92 91.92 91.92 91.92 +1.40 48 6,378 -10
Feb14 121219 91.79 91.79 91.79 91.79 +1.38 15 2,160 +0
Mar14 121219 91.67 91.67 91.67 91.67 +1.36 10 3,560 +0
Apr14 121219 91.53 91.53 91.53 91.53 +1.34 3 2,193 +0
May14 121219 91.41 91.41 91.41 91.41 +1.32 0 2,005 +0
Total Volume and Open Interest 112,516 479,744 -4,482
US Dollar Index(ICE)
Mar13 121219 79.380 79.405 79.015 79.312 -0.075 18,637 39,767 +1,469
Jun13 121219 79.145 79.470 79.145 79.433 -0.090 1 553 +1
Sep13 121219 79.592 79.592 79.592 79.592 -0.065 0 3 +0
Total Volume and Open Interest 18,638 40,323 -12,146
Australian Dollar(CME)
Mar13 121219 104.50 104.64 104.07 104.24 -0.35 66,791 202,346 -585
Jun13 121219 103.57 103.91 103.57 103.57 -0.34 2 122 +2
Sep13 121219 102.95 103.26 102.95 102.95 -0.31 0 1 +0
Total Volume and Open Interest 66,793 202,473 -59,063
British Pound(CME)
Mar13 121219 162.45 163.04 162.40 162.55 +0.11 74,531 183,133 +2,973
Jun13 121219 162.70 162.80 162.39 162.50 +0.11 4 75 +1
Sep13 121219 162.45 162.45 162.34 162.45 +0.11 0 1 +0
Total Volume and Open Interest 74,535 183,210 -60,893
Canadian Dollar(CME)
Mar13 121219 101.23 101.33 100.93 101.06 -0.23 65,963 149,351 +4,358
Jun13 121219 101.00 101.06 100.75 100.84 -0.22 64 1,096 +36
Sep13 121219 100.63 100.82 100.55 100.60 -0.22 5 934 -3
Dec13 121219 100.32 100.56 100.30 100.34 -0.22 28 344 +28
Total Volume and Open Interest 70,020 228,620 +2,839
Japanese Yen(CME)
Mar13 121219 118.77 118.85 118.27 118.58 -0.30 118,687 192,664 -1,799
Jun13 121219 118.62 118.98 118.49 118.68 -0.30 9 160 +8
Sep13 121219 119.16 119.16 118.81 118.81 -0.30 6 70 +6
Total Volume and Open Interest 118,702 192,895 -116,288
Swiss Franc(CME)
Mar13 121219 109.67 110.21 109.62 109.83 +0.19 23,230 41,207 +1,890
Jun13 121219 109.86 110.02 109.79 110.02 +0.19 0 7 +0
Sep13 121219 110.24 110.24 110.05 110.24 +0.19      
Total Volume and Open Interest 23,230 41,214 -17,056
EuroFX(CME)
Mar13 121219 132.35 133.21 132.31 132.59 +0.28 160,781 184,432 +6,290
Jun13 121219 132.54 133.26 132.43 132.71 +0.28 8 833 +4
Sep13 121219 133.38 133.38 132.57 132.86 +0.29 2 28 -13
Total Volume and Open Interest 160,791 185,313 -63,607
Mexican Peso(CME)
Jan13 121219 782.25 785.25 782.25 782.25 -3.00      
Feb13 121219 779.75 782.75 779.75 779.75 -3.00      
Total Volume and Open Interest 31,066 212,440 -98,344
Brazilian Real(CME)
Jan13 121219 480.65 483.00 480.65 482.70 +4.40 774 4,982 +310
Feb13 121219 480.60 480.60 480.40 480.40 +4.40 0 3,458 +527
Mar13 121219 476.55 478.45 476.55 478.40 +4.20 68 2,229 -42
Apr13 121219 476.50 476.50 476.50 476.50 +4.20      
Total Volume and Open Interest 842 38,705 +795
30-Year T-Bonds(CBOT)
Dec12 121219 147~170 148~080 147~100 148~010 +0~230 3,076 4,308 -1,874
Mar13 121219 146~050 146~310 145~270 146~180 +0~200 319,764 570,333 +6,173
Jun13 121219 145~100 145~100 144~220 145~100 +0~200 1 5 +0
Total Volume and Open Interest 322,841 574,646 +4,299
10-Year T-Notes(CBOT)
Dec12 121219 132~215 132~310 132~185 132~280 +0~095 7,132 12,407 -3,484
Mar13 121219 132~005 132~110 131~280 132~050 +0~070 824,976 1,706,022 +3,548
Jun13 121219 131~100 131~100 131~030 131~100 +0~070      
Total Volume and Open Interest 832,108 1,718,429 +64
5-Year T-Notes(CBOT)
Dec12 121219 124~074 124~104 124~062 124~092 +0~030 12,206 51,049 -3,690
Mar13 121219 124~006 124~052 123~304 124~026 +0~026 450,829 1,405,390 -8,748
Jun13 121219 123~146 123~146 123~120 123~146 +0~026      
Total Volume and Open Interest 463,035 1,456,439 -12,438
2 Year T-Notes(CBOT)
Dec12 121219 110~066 110~070 110~064 110~066 unch 7,883 26,005 -3,846
Mar13 121219 110~062 110~066 110~054 110~060 unch 231,716 1,036,102 +12,753
Jun13 121219 109~224 109~224 109~224 109~224 unch      
Total Volume and Open Interest 239,599 1,062,107 +8,907
Eurodollars(CME)
Mar13 121219 99.685 99.695 99.685 99.685 -0.010 182,795 741,318 +39,343
Jun13 121219 99.670 99.675 99.660 99.665 -0.010 100,208 703,686 +9,003
Sep13 121219 99.645 99.650 99.635 99.640 -0.010 123,158 587,691 -20,262
Dec13 121219 99.615 99.615 99.600 99.605 -0.010 173,524 715,132 +3,586
Mar14 121219 99.580 99.585 99.565 99.570 -0.010 121,957 608,169 -15,053
Jun14 121219 99.530 99.540 99.515 99.525 -0.005 120,887 554,767 -17,418
Sep14 121219 99.480 99.485 99.460 99.475 unch 119,498 477,032 -8,979
Dec14 121219 99.410 99.420 99.390 99.410 +0.005 186,190 574,648 +2,277
Mar15 121219 99.335 99.355 99.320 99.345 +0.010 151,235 497,696 +39
Jun15 121219 99.260 99.285 99.235 99.265 +0.010 105,865 591,258 -1,912
Sep15 121219 99.165 99.190 99.140 99.170 +0.010 108,074 445,268 -199
Dec15 121219 99.045 99.080 99.020 99.055 +0.015 123,872 443,202 +11,450
Mar16 121219 98.915 98.955 98.890 98.925 +0.015 58,034 265,310 +5,818
Jun16 121219 98.770 98.805 98.740 98.780 +0.020 32,708 182,208 +1,098
Sep16 121219 98.610 98.650 98.580 98.625 +0.025 41,891 165,069 -1,855
Dec16 121219 98.445 98.485 98.415 98.460 +0.025 40,224 107,593 -5,025
Mar17 121219 98.290 98.335 98.265 98.310 +0.030 17,749 88,846 +420
Jun17 121219 98.125 98.175 98.105 98.145 +0.030 15,760 57,767 -1,230
Total Volume and Open Interest 1,874,387 8,017,077 +13,032
Ultra T-Bond(CBOT)
Dec12 121219 162~01 162~23 161~19 162~23 +1~04 851 10,482 -778
Mar13 121219 160~18 161~27 160~05 161~01 +0~27 41,939 359,820 -402
Jun13 121219 161~01 161~01 160~06 161~01 +0~27      
Total Volume and Open Interest 42,790 370,302 -1,180
30 Day Federal Funds(CBOT)
Dec12 121219 99.835 99.838 99.832 99.835 -0.003 13,090 58,131 +8,787
Jan13 121219 99.840 99.845 99.835 99.845 unch 5,785 33,088 -764
Feb13 121219 99.850 99.855 99.845 99.855 unch 1,555 24,585 +308
Mar13 121219 99.860 99.860 99.850 99.860 unch 2,087 24,485 +880
Apr13 121219 99.865 99.870 99.860 99.865 -0.005 855 27,101 +431
May13 121219 99.870 99.875 99.865 99.870 -0.005 904 28,031 +247
Total Volume and Open Interest 34,827 371,228 +11,286
3-Mth Euro-Yen(CME)
Mar13 121219 99.720 99.720 99.720 99.720 unch      
Jun13 121219 99.745 99.745 99.745 99.745 unch      
Sep13 121219 99.753 99.753 99.753 99.753 unch      
Dec13 121219 99.805 99.805 99.805 99.805 unch      
Mar14 121219 99.815 99.815 99.815 99.815 unch      
Jun14 121219 99.770 99.770 99.770 99.770 unch      
Sep14 121219 99.630 99.630 99.630 99.630 unch      
Dec14 121219 99.855 99.855 99.855 99.855 unch      
Mar15 121219 99.715 99.715 99.715 99.715 unch      
Jun15 121219 99.575 99.575 99.575 99.575 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar13 121219 99.72 99.72 99.72 99.72 unch 1 1,672 +1
Jun13 121219 99.75 99.75 99.75 99.75 unch 0 202 +0
Sep13 121219 99.75 99.75 99.75 99.75 unch 0 120 +0
Dec13 121219 99.81 99.81 99.81 99.81 unch 0 384 +0
Mar14 121219 99.82 99.82 99.82 99.82 unch 0 214 +0
Jun14 121219 99.77 99.77 99.77 99.77 unch      
Sep14 121219 99.63 99.63 99.63 99.63 unch      
Dec14 121219 99.86 99.86 99.86 99.86 unch 0 4 +0
Total Volume and Open Interest 1 2,596 -1,161
Japanese Gov't Bonds(SGX)
Mar13 121219 143.90 144.00 143.64 143.89 -0.10 2,451 22,471 -306
Jun13 121219 141.80 141.80 141.80 141.80 -0.10      
Sep13 121219 139.71 139.71 139.71 139.71 -0.10      
Total Volume and Open Interest 2,451 22,471 -306
Euro-Bund(EUREX)
Mar13 121219 144.26 144.41 143.80 144.15 -0.26 357,625 861,946 +187
Jun13 121219 142.23 142.28 142.05 142.28 -0.25 7 122 +0
Sep13 121219 142.28 142.28 142.28 142.28 -0.25      
Total Volume and Open Interest 357,632 862,068 +187
Euro-Bobl(EUREX)
Mar13 121219 127.14 127.28 126.94 127.16 -0.02 255,150 771,272 +17,093
Jun13 121219 125.43 125.45 125.43 125.45 -0.06 1 2 +1
Sep13 121219 125.45 125.45 125.45 125.45 -0.06      
Total Volume and Open Interest 255,151 771,274 +17,094
3-Mth Euribor(EUREX)
Dec12 121217 99.815 99.815 99.815 99.815 unch 0 2,454 +0
Mar13 121219 99.830 99.830 99.830 99.830 -0.005 768 2,977 +556
Jun13 121219 99.840 99.840 99.840 99.840 -0.005 60 1,009 +47
Total Volume and Open Interest 1,827 6,965 -1,851
Long Gilt(LIFFE)
Dec12 121219 118~06 118~12 118~01 118~07 -0~05 668 20,306 -533
Mar13 121219 117~13 117~22 117~06 117~14 -0~05 118,398 338,035 -738
Total Volume and Open Interest 119,066 358,341 -1,271
3-Mth Short Sterling(LIFFE)
Dec12 121219 99.48 99.49 99.48 99.48 unch 8,024 218,373 -2,972
Mar13 121219 99.48 99.49 99.47 99.47 -0.01 35,936 333,680 -1,644
Jun13 121219 99.48 99.48 99.45 99.46 -0.02 29,685 300,866 -4,430
Sep13 121219 99.47 99.47 99.44 99.44 -0.03 41,770 309,530 +2,957
Dec13 121219 99.44 99.44 99.41 99.41 -0.04 31,132 285,007 -3,562
Mar14 121219 99.41 99.42 99.38 99.39 -0.03 31,969 280,564 +11,995
Total Volume and Open Interest 362,956 2,624,252 +5,394
3-Mth Euribor(LIFFE)
Mar13 121219 99.835 99.850 99.825 99.830 -0.005 161,841 523,166 +6,406
Jun13 121219 99.840 99.855 99.830 99.840 -0.005 152,764 520,158 -1,544
Sep13 121219 99.825 99.835 99.815 99.820 -0.010 115,221 436,846 -13,331
Total Volume and Open Interest 1,283,995 3,846,250 -492,190
3-Mth Aus T-Bills(SFE)
Dec12 121213 96.90 96.91 96.88 96.90 unch 28,325 36,411 -22,846
Mar13 121219 97.11 97.13 97.09 97.12 +0.01 20,481 211,374 -8,102
Jun13 121219 97.20 97.23 97.19 97.22 +0.02 15,528 163,463 -6,056
Sep13 121219 97.22 97.24 97.20 97.22 +0.01 10,726 108,462 +376
Dec13 121219 97.16 97.18 97.13 97.16 unch 6,266 85,989 +908
Mar14 121219 97.08 97.10 97.05 97.08 unch 3,230 53,702 +319
Jun14 121219 97.00 97.00 96.95 96.98 unch 1,030 30,532 -1,325
Sep14 121219 96.89 96.91 96.86 96.88 unch 1,130 18,457 +215
Dec14 121219 96.80 96.82 96.77 96.80 +0.01 1,322 6,497 +589
Mar15 121219 96.72 96.73 96.70 96.71 unch 111 147 +72
Total Volume and Open Interest 59,832 679,162 -12,996
10-Year Aus T-Bonds(SFE)
Mar13 121219 96.65 96.69 96.61 96.63 -0.01 71,492 415,674 +534
Jun13 121219 96.63 96.63 96.63 96.63 -0.01      
Total Volume and Open Interest 71,492 415,674  
3-Year Aus T-Bonds(SFE)
Mar13 121219 97.22 97.26 97.19 97.22 unch 127,802 461,147 +4,998
Jun13 121219 97.22 97.22 97.22 97.22 unch      
Total Volume and Open Interest 127,802 461,147  
Gold(CMX)
Dec12 121219 1675.3 1676.0 1664.6 1666.5 -3.0 65 332 -29
Feb13 121219 1671.7 1677.8 1664.2 1667.7 -3.0 93,926 274,564 -371
Apr13 121219 1674.9 1679.4 1666.9 1669.8 -3.0 3,495 40,398 +1,321
Jun13 121219 1681.1 1681.3 1668.4 1671.8 -3.0 1,000 28,157 -290
Aug13 121219 1682.5 1682.5 1672.0 1673.6 -3.0 82 15,568 +32
Oct13 121219 1684.0 1684.0 1674.0 1675.4 -3.1 38 10,947 +3
Dec13 121219 1685.7 1685.9 1675.6 1677.4 -3.0 603 22,477 +80
Feb14 121219 1679.4 1688.0 1679.4 1679.4 -3.0 14 2,616 +11
Apr14 121219 1681.7 1681.7 1681.7 1681.7 -3.0 10 3,512 +10
Jun14 121219 1684.1 1684.1 1684.1 1684.1 -3.1 0 8,962 +0
Aug14 121219 1686.6 1686.6 1686.6 1686.6 -3.1 0 88 +0
Oct14 121219 1689.1 1689.1 1689.1 1689.1 -3.1      
Total Volume and Open Interest 99,858 431,733 +745
Silver(CMX)
Dec12 121219 3171.0 3172.5 3098.0 3104.5 -55.0 72 584 -6
Mar13 121219 3172.0 3187.0 3103.0 3111.6 -55.3 28,031 82,214 -279
May13 121219 3183.0 3188.0 3111.5 3116.6 -55.3 502 9,031 +365
Jul13 121219 3190.5 3194.0 3120.7 3120.7 -55.3 244 6,832 +1
Sep13 121219 3188.5 3188.5 3124.4 3124.4 -55.3 14 4,787 +14
Dec13 121219 3190.0 3190.0 3129.5 3129.5 -55.4 263 17,878 +31
Mar14 121219 3166.5 3166.5 3132.6 3132.6 -55.2 43 1,668 +11
Total Volume and Open Interest 30,634 142,017 +307
Platinum(NYMEX)
Jan13 121219 1593.4 1602.9 1588.1 1592.9 -0.8 8,639 42,444 -2,975
Apr13 121219 1598.2 1606.5 1592.1 1596.9 -0.9 3,184 21,550 +2,798
Jul13 121219 1605.8 1605.8 1600.1 1600.1 -0.9 77 582 +64
Oct13 121219 1602.1 1602.1 1602.1 1602.1 -0.9 0 42 +0
Total Volume and Open Interest 11,900 64,623 -116
Palladium(NYMEX)
Dec12 121219 697.35 697.35 697.35 697.35 +7.50 13 51 -2
Mar13 121219 688.10 699.60 687.30 698.35 +7.40 2,248 26,303 -325
Jun13 121219 699.50 699.70 695.60 699.70 +7.40 11 134 +10
Total Volume and Open Interest 2,283 26,493 -316
Copper(CMX)
Dec12 121219 363.95 364.05 359.00 359.50 -4.15 405 2,024 -93
Mar13 121219 365.20 366.15 359.80 360.55 -4.80 43,145 103,718 -1,394
May13 121219 366.80 367.10 360.95 361.60 -4.95 5,274 19,845 +401
Jul13 121219 367.20 367.25 362.55 362.55 -4.95 228 9,579 +40
Sep13 121219 368.00 368.00 363.35 363.35 -4.90 41 4,038 +4
Total Volume and Open Interest 49,637 152,160 -1,010
DJIA Index(CBOT)
Dec12 121219 13365 13365 13268 13268 -61 2,685 12,585 -640
Mar13 121219 13280 13314 13205 13219 -57 1,621 4,067 +1,147
Jun13 121219 13147 13204 13147 13147 -57      
Sep13 121219 13068 13125 13068 13068 -57      
Total Volume and Open Interest 4,306 16,652 +507
E-mini DJIA Index(CBOT)
Dec12 121219 13331 13374 13229 13268 -61 39,749 54,628 -13,575
Mar13 121219 13276 13318 13181 13219 -57 127,818 61,859 +18,716
Jun13 121219 13180 13180 13147 13147 -57 2 84 +0
Sep13 121219 13068 13068 13068 13068 -57      
Total Volume and Open Interest 167,569 116,571 +5,141
S & P 500(CME)
Dec12 121219 1448.00 1448.00 1435.50 1437.30 -8.40 56,134 118,871 -17,865
Mar13 121219 1440.50 1445.80 1428.30 1433.10 -8.00 50,550 114,837 +34,368
Jun13 121219 1435.00 1435.50 1426.50 1426.50 -8.00 214 4,937 +56
Sep13 121219 1419.70 1428.90 1419.70 1419.70 -8.20 0 193 +18
Total Volume and Open Interest 106,898 238,838 +16,577
S & P 500 E-Mini(Globex)
Dec12 121219 1445.00 1450.50 1432.75 1437.25 -8.50 856,691 1,335,441 -456,740
Mar13 121219 1440.50 1446.00 1428.25 1433.00 -8.00 2,057,385 1,983,093 +530,040
Total Volume and Open Interest 2,914,394 3,324,333 +73,443
NASDAQ 100(CME)
Dec12 121219 2709.00 2711.00 2693.00 2694.30 -9.70 2,014 23,293 +773
Mar13 121219 2704.50 2713.50 2691.00 2693.00 -8.50 2,026 2,911 +1,436
Jun13 121219 2689.00 2696.00 2689.00 2689.00 -7.00      
Total Volume and Open Interest 4,040 26,204 +2,209
NASDAQ 100 E-Mini(Globex)
Dec12 121219 2704.50 2716.00 2688.50 2694.30 -9.70 113,569 275,508 -43,375
Mar13 121219 2702.00 2713.80 2687.50 2693.00 -8.50 328,783 163,836 +60,129
Total Volume and Open Interest 442,353 439,358 +16,755
S & P Midcap 400(CME)
Dec12 121219 1026.20 1026.20 1025.30 1026.20 +0.90 107 2,520 -30
Mar13 121219 1024.00 1029.00 1022.00 1024.00 +0.30 107 343 +122
Jun13 121219 1021.90 1021.90 1021.60 1021.90 +0.30      
Total Volume and Open Interest 214 2,863 +92
Volatility Index(CBOE)
Dec12 121219 16.69 16.69 16.69 16.69 +1.14 48,337 55,112 -16,566
Jan13 121219 16.10 17.10 15.90 17.10 +0.97 47,372 0 +0
Feb13 121219 17.00 17.90 16.85 17.90 +0.80 17,535 53,698 +2,234
Mar13 121219 18.05 18.90 17.88 18.75 +0.60 11,263 0 +0
Total Volume and Open Interest 141,798 128,778 -13,640
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar13 121219 10070 10220 10040 10160 +95 7,823 50,852 +1,494
Jun13 121219 10165 10165 10020 10115 +95 1 1 +1
Total Volume and Open Interest 7,824 50,853 +1,495
Nikkei 225(SGX)
Mar13 121219 9935 10190 9925 10170 +225 117,748 242,793 +14,978
Jun13 121219 10095 10095 10095 10095 +225 10 1,560 +9
Sep13 121219 10085 10085 10085 10085 +220      
Total Volume and Open Interest 119,205 263,857 +15,208
CAC 40(EURONEXT)
Dec12 121219 3660.0 3672.0 3651.0 3667.0 +17.0 238,018 378,890 +19,782
Jan13 121219 3661.5 3676.5 3652.5 3670.5 +19.0 160,950 97,123 +61,440
Feb13 121219 3661.0 3672.0 3654.5 3671.0 +19.0 122 77 +13
Total Volume and Open Interest 408,522 487,204 +82,146
Hang Seng Index(HKFE)
Dec12 121219 22635 22708 22552 22615 +108 60,115 129,676 -735
Jan13 121219 22666 22730 22579 22643 +116 2,751 8,224 +1,692
Total Volume and Open Interest 63,314 144,720 +1,063
DAX(EUREX)
Dec12 121219 7673.0 7683.0 7654.0 7673.0 +11.5 140,395 146,223 -22,608
Mar13 121219 7681.5 7690.0 7663.0 7681.0 +13.5 55,300 75,206 +25,727
Jun13 121219 7687.5 7699.5 7673.0 7690.5 +13.5 2,533 8,367 +534
Total Volume and Open Interest 198,228 229,796 +3,653
FT-SE 100(EURONEXT)
Dec12 121219 5954.50 5979.00 5945.50 5963.00 +16.50 284,862 351,022 -191,499
Mar13 121219 5915.50 5943.00 5907.50 5928.50 +21.00 224,321 349,294 +196,292
Jun13 121219 5872.50 5876.00 5855.00 5862.50 +20.00 3 193 +5
Total Volume and Open Interest 509,186 700,562 +4,798
SPI 200(SFE)
Dec12 121219 4602.0 4636.0 4602.0 4626.0 +24.0 168,166 246,435 -30,143
Mar13 121219 4579.0 4614.0 4579.0 4603.0 +25.0 148,108 182,593 +107,114
Jun13 121219 4600.0 4600.0 4600.0 4600.0 +26.0 0 3,069 +0
Total Volume and Open Interest 317,107 434,510 +77,750
FTSE MIB(ISE)
Dec12 121219 16195.00 16385.00 16175.00 16320.00 +160.00 28,876 33,674 -2,481
Mar13 121219 16200.00 16420.00 16185.00 16360.00 +188.00 13,635 12,309 +8,165
Jun13 121219 15925.00 16090.00 15925.00 16060.00 +190.00 14 29 +9
Total Volume and Open Interest 42,525 46,012 +5,693
KOSPI 200(KFE)
Mar13 121218 264.80 264.90 264.55 264.70 +1.40 156,797 102,672 +2,215
Jun13 121218 265.50 266.30 263.80 266.00 +1.25 33 1,288 +5
Sep13 121218 268.10 268.10 268.10 268.10 +1.40 0 15 +0
Total Volume and Open Interest 156,830 103,975 +2,220
GSCI(CME)
Jan13 121219 642.50 645.50 641.75 644.75 +4.50 146 9,033 +13
Feb13 121219 644.00 646.75 643.25 646.25 +4.25      
Mar13 121219 648.75 648.75 643.95 648.75 +4.75      
Total Volume and Open Interest 146 9,033 -347
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.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy