|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue January 10, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
120110 |
1224.50 |
1228.50 |
1214.50 |
1223.75 |
-2.00 |
5,725 |
2,955 |
-1,358 |
Mar12 |
120110 |
1230.75 |
1237.00 |
1220.50 |
1232.00 |
-1.00 |
79,425 |
204,773 |
+66 |
May12 |
120110 |
1240.00 |
1246.25 |
1229.75 |
1241.00 |
-1.00 |
16,721 |
91,896 |
+61 |
Jul12 |
120110 |
1248.50 |
1254.25 |
1238.50 |
1250.25 |
-0.25 |
14,050 |
78,078 |
+459 |
Aug12 |
120110 |
1241.25 |
1244.25 |
1240.75 |
1244.25 |
unch |
129 |
1,706 |
+9 |
Sep12 |
120110 |
1230.00 |
1232.50 |
1220.50 |
1231.75 |
-0.50 |
89 |
1,670 |
-11 |
Nov12 |
120110 |
1218.75 |
1224.00 |
1210.00 |
1222.50 |
+0.75 |
5,028 |
59,521 |
+689 |
Jan13 |
120110 |
1227.00 |
1231.00 |
1220.00 |
1231.00 |
unch |
166 |
15,025 |
-57 |
Mar13 |
120110 |
1229.25 |
1237.75 |
1229.25 |
1237.75 |
+1.00 |
58 |
1,117 |
+5 |
May13 |
120110 |
1231.50 |
1238.00 |
1231.50 |
1238.00 |
+0.75 |
35 |
285 |
+20 |
Jul13 |
120110 |
1237.00 |
1239.50 |
1234.25 |
1239.50 |
+0.25 |
122 |
729 |
+58 |
Aug13 |
120110 |
1233.75 |
1234.75 |
1233.75 |
1233.75 |
-1.00 |
0 |
2 |
+0 |
Sep13 |
120110 |
1217.00 |
1218.00 |
1217.00 |
1217.00 |
-1.00 |
|
|
|
Nov13 |
120110 |
1205.00 |
1208.25 |
1196.00 |
1203.00 |
-1.00 |
477 |
2,326 |
+239 |
Total Volume and Open Interest |
122,035 |
460,433 |
+177 |
Soybean Meal(CBOT) |
Jan12 |
120110 |
318.00 |
319.90 |
316.80 |
319.00 |
-1.20 |
899 |
1,326 |
-493 |
Mar12 |
120110 |
323.00 |
324.50 |
319.60 |
322.50 |
-1.00 |
28,015 |
82,647 |
-2,071 |
May12 |
120110 |
326.00 |
326.80 |
322.10 |
325.10 |
-0.90 |
4,627 |
31,633 |
-1 |
Jul12 |
120110 |
328.60 |
329.30 |
324.90 |
328.00 |
-0.70 |
4,236 |
29,948 |
-530 |
Aug12 |
120110 |
325.90 |
327.10 |
325.50 |
327.00 |
-0.70 |
244 |
6,285 |
+33 |
Sep12 |
120110 |
322.50 |
325.20 |
322.50 |
325.20 |
-0.70 |
173 |
5,577 |
+5 |
Oct12 |
120110 |
319.00 |
320.60 |
319.00 |
320.60 |
-0.40 |
44 |
3,430 |
+4 |
Dec12 |
120110 |
319.90 |
320.20 |
316.50 |
319.70 |
-0.60 |
1,283 |
16,376 |
-203 |
Jan13 |
120110 |
321.20 |
321.70 |
321.20 |
321.20 |
-0.50 |
10 |
1,633 |
-2 |
Mar13 |
120110 |
324.30 |
325.00 |
324.30 |
324.30 |
-0.70 |
19 |
2,142 |
-4 |
Total Volume and Open Interest |
39,905 |
183,272 |
-3,053 |
Soybean Oil(CBOT) |
Jan12 |
120110 |
51.91 |
52.23 |
51.60 |
52.20 |
+0.18 |
1,919 |
1,109 |
-715 |
Mar12 |
120110 |
52.22 |
52.55 |
51.88 |
52.50 |
+0.17 |
53,798 |
148,642 |
+1,972 |
May12 |
120110 |
52.66 |
52.93 |
52.26 |
52.88 |
+0.17 |
9,744 |
51,886 |
-690 |
Jul12 |
120110 |
52.93 |
53.27 |
52.58 |
53.22 |
+0.17 |
5,978 |
36,020 |
+809 |
Aug12 |
120110 |
52.99 |
53.27 |
52.66 |
53.27 |
+0.18 |
1,183 |
5,351 |
+479 |
Sep12 |
120110 |
52.75 |
53.33 |
52.68 |
53.29 |
+0.19 |
805 |
5,340 |
+28 |
Oct12 |
120110 |
52.99 |
53.21 |
52.57 |
53.21 |
+0.21 |
28 |
5,754 |
-9 |
Dec12 |
120110 |
52.76 |
53.25 |
52.49 |
53.21 |
+0.23 |
1,608 |
21,923 |
+217 |
Jan13 |
120110 |
52.73 |
53.36 |
52.73 |
53.36 |
+0.23 |
3 |
97 |
-1 |
Mar13 |
120110 |
52.96 |
53.61 |
52.95 |
53.61 |
+0.23 |
0 |
253 |
+0 |
Total Volume and Open Interest |
75,338 |
277,168 |
+2,332 |
Canola(WCE) |
Jan12 |
120110 |
523.9 |
523.9 |
523.9 |
523.9 |
-2.4 |
|
|
|
Mar12 |
120110 |
533.2 |
533.5 |
529.2 |
530.9 |
-2.4 |
9,816 |
79,042 |
-186 |
May12 |
120110 |
535.3 |
538.7 |
534.6 |
536.1 |
-2.8 |
2,813 |
23,266 |
+1,103 |
Jul12 |
120110 |
542.6 |
542.6 |
539.0 |
540.6 |
-2.7 |
1,193 |
14,524 |
+53 |
Nov12 |
120110 |
519.8 |
519.8 |
517.4 |
518.4 |
-1.9 |
701 |
20,515 |
+404 |
Total Volume and Open Interest |
14,574 |
138,478 |
+1,401 |
Corn(CBOT) |
Mar12 |
120110 |
651.50 |
657.50 |
648.00 |
652.00 |
unch |
138,311 |
506,489 |
+1,198 |
May12 |
120110 |
659.00 |
664.75 |
655.50 |
659.25 |
-0.25 |
47,177 |
213,696 |
+4,367 |
Jul12 |
120110 |
664.00 |
670.00 |
660.50 |
664.50 |
unch |
30,315 |
184,673 |
+4,225 |
Sep12 |
120110 |
607.75 |
615.00 |
607.00 |
613.00 |
+2.75 |
3,717 |
46,925 |
+164 |
Dec12 |
120110 |
582.50 |
588.25 |
580.50 |
586.50 |
+3.00 |
16,252 |
192,868 |
+1,222 |
Mar13 |
120110 |
595.00 |
600.00 |
592.75 |
598.50 |
+3.25 |
272 |
37,278 |
+58 |
May13 |
120110 |
606.50 |
606.50 |
603.00 |
605.75 |
+3.25 |
111 |
1,788 |
-10 |
Jul13 |
120110 |
607.00 |
611.50 |
607.00 |
610.50 |
+3.50 |
185 |
2,451 |
-50 |
Sep13 |
120110 |
578.75 |
580.50 |
578.75 |
580.25 |
+0.75 |
2 |
558 |
+0 |
Dec13 |
120110 |
563.25 |
565.00 |
560.00 |
563.75 |
+1.25 |
275 |
15,817 |
+84 |
Total Volume and Open Interest |
236,635 |
1,204,639 |
+11,261 |
Wheat(CBOT) |
Mar12 |
120110 |
640.75 |
644.75 |
634.25 |
639.75 |
-2.00 |
41,967 |
179,586 |
+4,163 |
May12 |
120110 |
659.00 |
663.75 |
653.25 |
659.00 |
-1.75 |
7,118 |
69,489 |
-515 |
Jul12 |
120110 |
675.00 |
679.50 |
668.75 |
675.50 |
-1.25 |
8,487 |
80,476 |
+3,859 |
Sep12 |
120110 |
692.50 |
696.75 |
687.50 |
694.75 |
-0.25 |
718 |
16,796 |
+195 |
Dec12 |
120110 |
713.50 |
716.00 |
706.25 |
714.25 |
unch |
2,026 |
45,972 |
+394 |
Mar13 |
120110 |
723.00 |
727.75 |
719.25 |
727.00 |
-1.00 |
104 |
2,454 |
+57 |
Total Volume and Open Interest |
60,598 |
399,002 |
+8,183 |
Wheat(KCBT) |
Mar12 |
120110 |
697.00 |
700.00 |
690.50 |
698.00 |
unch |
8,986 |
63,229 |
-909 |
May12 |
120110 |
706.00 |
707.50 |
699.75 |
706.25 |
-0.50 |
1,823 |
17,977 |
+92 |
Jul12 |
120110 |
713.00 |
716.50 |
707.50 |
714.50 |
-0.50 |
3,686 |
39,778 |
+1,754 |
Sep12 |
120110 |
727.75 |
729.00 |
722.25 |
727.75 |
unch |
274 |
7,184 |
+113 |
Dec12 |
120110 |
746.50 |
749.00 |
741.00 |
747.00 |
-1.00 |
395 |
9,890 |
+114 |
Mar13 |
120110 |
754.50 |
762.25 |
754.25 |
759.00 |
-3.50 |
31 |
250 |
+8 |
Total Volume and Open Interest |
15,197 |
138,617 |
+1,174 |
Wheat(MGE) |
Mar12 |
120110 |
809.00 |
817.00 |
805.75 |
812.25 |
+2.50 |
4,286 |
14,987 |
-542 |
May12 |
120110 |
802.00 |
808.50 |
799.25 |
804.00 |
+1.25 |
1,338 |
7,426 |
-48 |
Jul12 |
120110 |
794.25 |
801.50 |
793.50 |
798.50 |
+1.25 |
773 |
7,473 |
+46 |
Sep12 |
120110 |
785.75 |
790.00 |
781.25 |
788.50 |
+1.50 |
394 |
5,029 |
+18 |
Dec12 |
120110 |
792.25 |
797.75 |
788.00 |
794.75 |
+2.00 |
458 |
3,605 |
+155 |
Total Volume and Open Interest |
7,291 |
38,699 |
-358 |
Oats(CBOT) |
Mar12 |
120110 |
295.75 |
299.75 |
295.50 |
299.25 |
+3.75 |
243 |
10,617 |
-15 |
May12 |
120110 |
299.00 |
303.00 |
298.50 |
302.75 |
+4.25 |
17 |
1,950 |
-2 |
Jul12 |
120110 |
306.00 |
308.50 |
304.25 |
308.00 |
+3.75 |
16 |
236 |
+16 |
Sep12 |
120110 |
309.50 |
309.50 |
305.25 |
309.50 |
+4.25 |
3 |
32 |
+3 |
Total Volume and Open Interest |
282 |
13,000 |
+3 |
Rough Rice(CBOT) |
Jan12 |
120110 |
14.62 |
14.62 |
14.56 |
14.56 |
-0.05 |
204 |
167 |
-79 |
Mar12 |
120110 |
14.80 |
14.90 |
14.71 |
14.77 |
-0.04 |
524 |
12,330 |
-20 |
May12 |
120110 |
15.08 |
15.09 |
15.00 |
15.04 |
-0.05 |
18 |
1,057 |
+13 |
Jul12 |
120110 |
15.31 |
15.35 |
15.31 |
15.31 |
-0.03 |
3 |
617 |
-2 |
Total Volume and Open Interest |
759 |
14,393 |
-85 |
Live Cattle(CME) |
Feb12 |
120110 |
120.480 |
121.800 |
120.035 |
121.200 |
+1.250 |
27,776 |
120,700 |
-2,711 |
Apr12 |
120110 |
124.600 |
126.035 |
124.450 |
125.450 |
+1.100 |
17,554 |
101,410 |
+1,225 |
Jun12 |
120110 |
124.450 |
125.700 |
124.385 |
125.180 |
+0.850 |
8,342 |
70,541 |
+2,450 |
Aug12 |
120110 |
126.135 |
127.150 |
126.135 |
126.900 |
+0.820 |
4,890 |
22,388 |
+669 |
Oct12 |
120110 |
128.900 |
129.750 |
128.700 |
129.735 |
+0.800 |
901 |
10,037 |
+43 |
Dec12 |
120110 |
129.600 |
130.450 |
129.600 |
130.300 |
+0.600 |
1,317 |
5,450 |
+254 |
Total Volume and Open Interest |
60,897 |
331,925 |
+1,968 |
Feeder Cattle(CME) |
Jan12 |
120110 |
148.350 |
149.075 |
148.300 |
148.850 |
+1.050 |
1,199 |
5,006 |
-563 |
Mar12 |
120110 |
150.130 |
151.535 |
150.130 |
151.435 |
+1.685 |
3,197 |
16,386 |
+374 |
Apr12 |
120110 |
151.700 |
152.900 |
151.650 |
152.735 |
+1.250 |
784 |
4,512 |
+128 |
May12 |
120110 |
152.600 |
153.750 |
152.600 |
153.600 |
+1.400 |
557 |
5,534 |
+152 |
Aug12 |
120110 |
154.000 |
155.050 |
153.825 |
154.900 |
+1.600 |
423 |
4,800 |
+75 |
Sep12 |
120110 |
154.735 |
155.000 |
154.485 |
154.985 |
+0.985 |
68 |
858 |
+54 |
Oct12 |
120110 |
154.000 |
155.100 |
154.000 |
155.100 |
+0.950 |
9 |
311 |
+1 |
Total Volume and Open Interest |
6,247 |
37,501 |
+226 |
Lean Hogs(CME) |
Feb12 |
120110 |
83.730 |
84.400 |
83.430 |
84.300 |
+0.915 |
17,094 |
77,563 |
-1,916 |
Apr12 |
120110 |
87.400 |
87.785 |
86.950 |
87.350 |
+0.370 |
12,814 |
67,522 |
+2,164 |
May12 |
120110 |
94.200 |
94.850 |
94.200 |
94.850 |
+0.650 |
34 |
2,368 |
-5 |
Jun12 |
120110 |
95.300 |
96.150 |
95.100 |
96.150 |
+1.100 |
6,039 |
50,715 |
+939 |
Jul12 |
120110 |
95.400 |
95.580 |
95.100 |
95.330 |
+0.500 |
1,679 |
13,265 |
+363 |
Aug12 |
120110 |
95.100 |
95.850 |
94.980 |
95.750 |
+0.600 |
1,435 |
15,227 |
+350 |
Oct12 |
120110 |
85.800 |
86.000 |
85.350 |
85.980 |
+0.445 |
1,234 |
10,060 |
+97 |
Dec12 |
120110 |
81.600 |
81.900 |
81.400 |
81.900 |
+0.250 |
347 |
4,212 |
+191 |
Total Volume and Open Interest |
40,693 |
241,787 |
+2,197 |
Class III Milk(CME) |
Jan12 |
120110 |
17.14 |
17.14 |
17.07 |
17.12 |
-0.02 |
272 |
4,639 |
+2 |
Feb12 |
120110 |
17.42 |
17.42 |
17.14 |
17.34 |
-0.06 |
418 |
5,318 |
+47 |
Mar12 |
120110 |
17.69 |
17.74 |
17.51 |
17.69 |
+0.05 |
293 |
4,281 |
+135 |
Apr12 |
120110 |
17.66 |
17.68 |
17.58 |
17.65 |
-0.02 |
105 |
2,976 |
+42 |
May12 |
120110 |
17.49 |
17.54 |
17.43 |
17.50 |
+0.02 |
59 |
2,786 |
+22 |
Total Volume and Open Interest |
1,373 |
31,314 |
+306 |
Cocoa(ICE) |
Mar12 |
120110 |
2188 |
2369 |
2180 |
2333 |
+163 |
9,487 |
82,724 |
+1,237 |
May12 |
120110 |
2195 |
2379 |
2195 |
2351 |
+162 |
2,661 |
36,928 |
+545 |
Jul12 |
120110 |
2225 |
2396 |
2225 |
2369 |
+162 |
1,102 |
19,862 |
+421 |
Sep12 |
120110 |
2340 |
2390 |
2332 |
2386 |
+162 |
171 |
14,955 |
+38 |
Dec12 |
120110 |
2278 |
2404 |
2278 |
2403 |
+160 |
20 |
15,243 |
+5 |
Mar13 |
120110 |
2290 |
2450 |
2290 |
2418 |
+160 |
5 |
5,350 |
+4 |
May13 |
120110 |
2428 |
2428 |
2428 |
2428 |
+160 |
4 |
2,458 |
-2 |
Total Volume and Open Interest |
13,455 |
178,302 |
+2,251 |
Coffee "C"(ICE) |
Mar12 |
120110 |
221.50 |
226.10 |
221.15 |
225.95 |
+4.10 |
9,980 |
58,387 |
+1,219 |
May12 |
120110 |
224.60 |
228.90 |
224.10 |
228.80 |
+4.15 |
2,063 |
26,053 |
+44 |
Jul12 |
120110 |
226.95 |
231.55 |
226.90 |
231.45 |
+4.15 |
1,030 |
10,997 |
+348 |
Sep12 |
120110 |
230.00 |
233.35 |
228.80 |
233.30 |
+4.15 |
336 |
6,608 |
-83 |
Dec12 |
120110 |
230.55 |
235.35 |
230.40 |
235.30 |
+4.15 |
46 |
7,011 |
+11 |
Mar13 |
120110 |
233.05 |
237.45 |
233.05 |
237.45 |
+3.85 |
19 |
874 |
-17 |
Total Volume and Open Interest |
13,487 |
110,427 |
+1,522 |
Orange Juice(ICE) |
Jan12 |
120110 |
195.00 |
212.75 |
195.00 |
212.75 |
+18.80 |
7 |
1,154 |
-7 |
Mar12 |
120110 |
187.75 |
207.75 |
187.75 |
207.75 |
+20.00 |
661 |
22,997 |
+179 |
May12 |
120110 |
184.50 |
204.60 |
184.50 |
204.60 |
+20.00 |
103 |
2,867 |
+36 |
Jul12 |
120110 |
194.00 |
204.00 |
194.00 |
203.60 |
+19.60 |
17 |
998 |
+1 |
Sep12 |
120110 |
202.80 |
202.80 |
197.45 |
202.25 |
+19.45 |
2 |
266 |
+1 |
Nov12 |
120110 |
197.45 |
197.45 |
196.90 |
196.90 |
+19.45 |
4 |
91 |
-2 |
Total Volume and Open Interest |
794 |
28,382 |
+208 |
Sugar #11(ICE) |
Mar12 |
120110 |
23.39 |
23.48 |
23.00 |
23.32 |
-0.02 |
30,487 |
217,519 |
-618 |
May12 |
120110 |
23.00 |
23.06 |
22.61 |
22.91 |
-0.04 |
9,449 |
97,450 |
+2,559 |
Jul12 |
120110 |
22.81 |
22.81 |
22.33 |
22.66 |
unch |
6,939 |
110,525 |
+803 |
Oct12 |
120110 |
22.95 |
23.09 |
22.62 |
22.97 |
+0.01 |
2,489 |
56,850 |
+307 |
Mar13 |
120110 |
23.45 |
23.55 |
23.07 |
23.43 |
+0.01 |
1,759 |
36,501 |
+543 |
Total Volume and Open Interest |
51,929 |
572,153 |
+3,595 |
London Cocoa(LCE) |
Mar12 |
120110 |
1472 |
1545 |
1471 |
1544 |
+116 |
7,798 |
80,449 |
-7 |
May12 |
120110 |
1482 |
1559 |
1482 |
1557 |
+115 |
1,352 |
21,737 |
-114 |
Jul12 |
120110 |
1484 |
1570 |
1484 |
1570 |
+113 |
1,149 |
30,742 |
+25 |
Sep12 |
120110 |
1514 |
1583 |
1509 |
1582 |
+111 |
914 |
22,108 |
+154 |
Dec12 |
120110 |
1528 |
1597 |
1528 |
1597 |
+109 |
477 |
16,130 |
-6 |
Mar13 |
120110 |
1535 |
1605 |
1535 |
1603 |
+108 |
509 |
10,447 |
+285 |
May13 |
120110 |
1519 |
1606 |
1519 |
1606 |
+107 |
0 |
2,443 |
+0 |
Total Volume and Open Interest |
12,220 |
185,151 |
+355 |
London Sugar(LCE) |
Mar12 |
120110 |
609.50 |
614.00 |
604.80 |
611.50 |
+6.50 |
3,599 |
28,333 |
+148 |
May12 |
120110 |
594.90 |
597.80 |
587.60 |
591.50 |
+1.90 |
1,642 |
11,091 |
+410 |
Aug12 |
120110 |
590.00 |
590.90 |
580.00 |
582.80 |
-1.30 |
660 |
12,336 |
+276 |
Oct12 |
120110 |
591.30 |
592.60 |
582.50 |
584.50 |
-1.40 |
232 |
4,141 |
+41 |
Dec12 |
120110 |
595.60 |
596.90 |
587.90 |
588.70 |
-0.60 |
93 |
1,708 |
-10 |
Total Volume and Open Interest |
6,297 |
59,123 |
+906 |
Cotton(ICE) |
Mar12 |
120110 |
96.50 |
97.08 |
95.70 |
96.96 |
+0.52 |
7,880 |
83,244 |
-1,423 |
May12 |
120110 |
95.99 |
96.57 |
95.32 |
96.52 |
+0.40 |
1,736 |
27,874 |
+186 |
Jul12 |
120110 |
96.16 |
96.59 |
95.55 |
96.55 |
+0.31 |
1,316 |
23,004 |
+94 |
Oct12 |
120110 |
96.26 |
96.26 |
96.20 |
96.20 |
+0.59 |
0 |
88 |
+0 |
Dec12 |
120110 |
92.50 |
93.03 |
92.20 |
93.03 |
+0.18 |
455 |
11,349 |
+315 |
Mar13 |
120110 |
93.00 |
93.75 |
93.00 |
93.75 |
+0.25 |
0 |
452 |
+0 |
Total Volume and Open Interest |
11,395 |
146,885 |
-826 |
Lumber(CME) |
Jan12 |
120110 |
246.3 |
251.4 |
246.3 |
249.9 |
+2.6 |
130 |
298 |
-61 |
Mar12 |
120110 |
249.3 |
252.5 |
247.2 |
250.9 |
+2.5 |
382 |
5,528 |
-41 |
May12 |
120110 |
265.9 |
268.0 |
264.6 |
266.1 |
+1.2 |
100 |
1,855 |
-5 |
Jul12 |
120110 |
278.0 |
278.5 |
275.5 |
278.0 |
+0.9 |
38 |
638 |
+10 |
Total Volume and Open Interest |
672 |
8,606 |
-77 |
Crude Oil(NYM) |
Feb12 |
120110 |
101.30 |
103.41 |
101.30 |
102.24 |
+0.93 |
290,458 |
215,536 |
-5,914 |
Mar12 |
120110 |
101.56 |
103.60 |
101.54 |
102.44 |
+0.92 |
95,204 |
202,413 |
+3,242 |
Apr12 |
120110 |
101.80 |
103.80 |
101.80 |
102.64 |
+0.86 |
53,129 |
96,443 |
-2,661 |
May12 |
120110 |
102.30 |
103.95 |
102.16 |
102.85 |
+0.79 |
30,995 |
90,937 |
+2,051 |
Jun12 |
120110 |
102.23 |
104.10 |
102.22 |
103.00 |
+0.74 |
41,777 |
100,049 |
-1,605 |
Jul12 |
120110 |
102.53 |
104.07 |
102.53 |
103.03 |
+0.68 |
12,102 |
45,861 |
+3,946 |
Aug12 |
120110 |
102.53 |
103.95 |
102.53 |
102.91 |
+0.62 |
7,221 |
34,599 |
-654 |
Sep12 |
120110 |
102.33 |
103.55 |
102.33 |
102.70 |
+0.58 |
7,298 |
35,947 |
-59 |
Oct12 |
120110 |
103.34 |
103.44 |
102.36 |
102.47 |
+0.54 |
2,856 |
31,303 |
+93 |
Nov12 |
120110 |
102.87 |
102.87 |
102.18 |
102.27 |
+0.50 |
2,815 |
30,579 |
-121 |
Dec12 |
120110 |
101.74 |
103.09 |
101.74 |
102.11 |
+0.46 |
40,010 |
175,159 |
+1,044 |
Jan13 |
120110 |
101.79 |
101.79 |
101.79 |
101.79 |
+0.42 |
2,709 |
30,920 |
+238 |
Feb13 |
120110 |
102.20 |
102.20 |
101.47 |
101.47 |
+0.37 |
1,021 |
13,864 |
+52 |
Mar13 |
120110 |
101.15 |
101.15 |
101.15 |
101.15 |
+0.32 |
886 |
14,176 |
+33 |
Apr13 |
120110 |
100.84 |
100.84 |
100.84 |
100.84 |
+0.26 |
220 |
6,324 |
+91 |
May13 |
120110 |
100.53 |
100.53 |
100.53 |
100.53 |
+0.20 |
101 |
6,880 |
+6 |
Total Volume and Open Interest |
612,945 |
1,403,409 |
+3,792 |
e-miNY Crude Oil(NYM) |
Jan12 |
111219 |
93.625 |
94.400 |
92.575 |
93.875 |
+0.350 |
8,502 |
1,304 |
-454 |
Feb12 |
120110 |
101.350 |
103.400 |
101.300 |
102.250 |
+0.950 |
7,019 |
2,017 |
-32 |
Mar12 |
120110 |
101.500 |
103.575 |
101.500 |
102.450 |
+0.925 |
388 |
556 |
+6 |
Apr12 |
120110 |
102.700 |
103.800 |
102.425 |
102.650 |
+0.875 |
21 |
204 |
-1 |
May12 |
120110 |
102.975 |
103.775 |
102.800 |
102.850 |
+0.800 |
5 |
39 |
+0 |
Jun12 |
120110 |
103.000 |
103.500 |
103.000 |
103.000 |
+0.750 |
2 |
14 |
+0 |
Jul12 |
120110 |
103.025 |
103.525 |
103.025 |
103.025 |
+0.675 |
0 |
7 |
+0 |
Aug12 |
120110 |
102.900 |
103.425 |
102.900 |
102.900 |
+0.600 |
0 |
5 |
+0 |
Sep12 |
120110 |
102.700 |
102.700 |
102.700 |
102.700 |
+0.575 |
4 |
1 |
+0 |
Oct12 |
120110 |
102.475 |
102.475 |
102.475 |
102.475 |
+0.550 |
0 |
9 |
+0 |
Total Volume and Open Interest |
7,439 |
3,071 |
-27 |
Heating Oil(NYM) |
Feb12 |
120110 |
307.05 |
311.88 |
307.01 |
310.14 |
+2.84 |
60,485 |
74,312 |
+1,350 |
Mar12 |
120110 |
306.64 |
311.23 |
306.48 |
309.39 |
+2.57 |
29,845 |
59,026 |
-587 |
Apr12 |
120110 |
306.60 |
309.23 |
306.01 |
307.46 |
+2.22 |
17,605 |
25,100 |
-473 |
May12 |
120110 |
302.88 |
306.68 |
302.88 |
305.24 |
+1.88 |
10,785 |
21,082 |
+599 |
Jun12 |
120110 |
302.24 |
305.44 |
302.10 |
303.91 |
+1.80 |
17,012 |
37,317 |
+1,602 |
Jul12 |
120110 |
304.33 |
304.79 |
302.72 |
303.75 |
+1.75 |
3,623 |
10,654 |
+174 |
Aug12 |
120110 |
305.11 |
305.11 |
303.82 |
304.02 |
+1.60 |
1,095 |
5,526 |
+181 |
Sep12 |
120110 |
305.55 |
305.55 |
304.30 |
304.64 |
+1.47 |
1,923 |
8,920 |
+350 |
Oct12 |
120110 |
306.00 |
306.00 |
305.34 |
305.34 |
+1.39 |
380 |
3,041 |
-157 |
Nov12 |
120110 |
307.00 |
307.10 |
305.76 |
306.04 |
+1.31 |
223 |
2,052 |
-36 |
Dec12 |
120110 |
306.11 |
307.80 |
306.10 |
306.54 |
+1.29 |
4,089 |
18,794 |
+333 |
Jan13 |
120110 |
306.79 |
306.79 |
306.79 |
306.79 |
+1.29 |
365 |
2,849 |
-4 |
Total Volume and Open Interest |
147,611 |
269,726 |
+3,361 |
Gasoline(NYMEX) |
Feb12 |
120110 |
275.58 |
279.81 |
275.33 |
277.28 |
+1.38 |
43,353 |
76,784 |
-2,595 |
Mar12 |
120110 |
276.61 |
280.49 |
276.22 |
277.92 |
+1.03 |
23,809 |
54,338 |
+1,672 |
Apr12 |
120110 |
291.07 |
293.35 |
289.94 |
290.42 |
+0.35 |
14,803 |
39,100 |
+633 |
May12 |
120110 |
291.61 |
292.87 |
289.51 |
289.93 |
+0.24 |
8,916 |
32,081 |
+880 |
Jun12 |
120110 |
287.64 |
290.83 |
287.53 |
287.92 |
+0.20 |
9,359 |
29,568 |
+317 |
Jul12 |
120110 |
285.36 |
287.90 |
284.79 |
285.25 |
+0.04 |
3,912 |
13,486 |
+124 |
Aug12 |
120110 |
282.90 |
284.25 |
282.15 |
282.47 |
-0.06 |
2,170 |
10,682 |
-301 |
Sep12 |
120110 |
281.61 |
281.65 |
279.07 |
279.45 |
-0.13 |
1,210 |
8,516 |
-209 |
Oct12 |
120110 |
267.94 |
267.94 |
266.20 |
266.68 |
+0.15 |
514 |
5,720 |
+4 |
Nov12 |
120110 |
263.81 |
263.81 |
263.81 |
263.81 |
+0.14 |
537 |
2,984 |
+46 |
Total Volume and Open Interest |
110,047 |
292,279 |
+1,137 |
e-miNY RBOB Gasoline(NYM) |
Feb12 |
120110 |
277.30 |
277.30 |
277.28 |
277.30 |
+1.40 |
0 |
2 |
+0 |
Mar12 |
120110 |
277.90 |
277.92 |
277.90 |
277.90 |
+1.00 |
|
|
|
Apr12 |
120110 |
290.40 |
290.42 |
290.40 |
290.40 |
+0.30 |
|
|
|
May12 |
120110 |
289.90 |
289.93 |
289.90 |
289.90 |
+0.20 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Feb12 |
120110 |
3.014 |
3.045 |
2.903 |
2.941 |
-0.070 |
115,519 |
165,717 |
-6,491 |
Mar12 |
120110 |
3.046 |
3.082 |
2.937 |
2.970 |
-0.080 |
61,508 |
264,879 |
+4,485 |
Apr12 |
120110 |
3.110 |
3.147 |
3.006 |
3.042 |
-0.073 |
41,947 |
132,102 |
+6,435 |
May12 |
120110 |
3.148 |
3.204 |
3.065 |
3.103 |
-0.069 |
22,688 |
80,965 |
+5,142 |
Jun12 |
120110 |
3.228 |
3.253 |
3.120 |
3.158 |
-0.069 |
7,445 |
30,404 |
-232 |
Jul12 |
120110 |
3.281 |
3.311 |
3.177 |
3.214 |
-0.069 |
5,222 |
27,384 |
+1,167 |
Aug12 |
120110 |
3.329 |
3.332 |
3.206 |
3.240 |
-0.069 |
3,747 |
15,648 |
+88 |
Sep12 |
120110 |
3.301 |
3.336 |
3.206 |
3.244 |
-0.069 |
2,326 |
28,685 |
+2 |
Oct12 |
120110 |
3.347 |
3.374 |
3.247 |
3.281 |
-0.068 |
9,581 |
77,787 |
+40 |
Nov12 |
120110 |
3.508 |
3.510 |
3.399 |
3.430 |
-0.058 |
3,370 |
31,084 |
+375 |
Dec12 |
120110 |
3.744 |
3.769 |
3.662 |
3.696 |
-0.055 |
3,244 |
27,012 |
+194 |
Jan13 |
120110 |
3.890 |
3.896 |
3.789 |
3.825 |
-0.053 |
6,314 |
47,222 |
+1,188 |
Feb13 |
120110 |
3.888 |
3.890 |
3.795 |
3.824 |
-0.054 |
825 |
8,862 |
+74 |
Mar13 |
120110 |
3.844 |
3.845 |
3.765 |
3.797 |
-0.053 |
1,739 |
21,826 |
-482 |
Apr13 |
120110 |
3.799 |
3.799 |
3.734 |
3.764 |
-0.045 |
6,538 |
27,365 |
-478 |
May13 |
120110 |
3.851 |
3.851 |
3.759 |
3.786 |
-0.043 |
160 |
4,204 |
+88 |
Total Volume and Open Interest |
297,559 |
1,064,301 |
+14,399 |
Brent Crude Oil(ICE) |
Feb12 |
120110 |
112.50 |
114.01 |
112.43 |
113.28 |
+0.83 |
190,829 |
123,310 |
-11,351 |
Mar12 |
120110 |
112.37 |
113.76 |
112.30 |
112.96 |
+0.64 |
152,733 |
219,071 |
+15,231 |
Apr12 |
120110 |
112.26 |
113.50 |
112.20 |
112.71 |
+0.56 |
68,075 |
84,951 |
+13,439 |
May12 |
120110 |
112.15 |
113.26 |
112.00 |
112.47 |
+0.52 |
26,381 |
40,777 |
+3,966 |
Jun12 |
120110 |
111.73 |
112.89 |
111.64 |
112.14 |
+0.48 |
34,058 |
86,388 |
+3,846 |
Jul12 |
120110 |
111.90 |
112.50 |
111.32 |
111.79 |
+0.46 |
6,125 |
25,237 |
+742 |
Aug12 |
120110 |
111.32 |
111.92 |
110.97 |
111.40 |
+0.43 |
4,246 |
31,092 |
+38 |
Sep12 |
120110 |
110.73 |
111.41 |
110.46 |
110.91 |
+0.39 |
4,968 |
41,331 |
-5 |
Oct12 |
120110 |
110.83 |
111.13 |
110.32 |
110.47 |
+0.37 |
3,391 |
17,922 |
+280 |
Nov12 |
120110 |
110.04 |
110.04 |
110.04 |
110.04 |
+0.33 |
2,328 |
15,554 |
-309 |
Dec12 |
120110 |
109.55 |
110.41 |
109.22 |
109.61 |
+0.30 |
24,381 |
106,204 |
-8 |
Jan13 |
120110 |
109.18 |
109.18 |
109.18 |
109.18 |
+0.29 |
1,547 |
12,904 |
+279 |
Feb13 |
120110 |
108.74 |
108.74 |
108.74 |
108.74 |
+0.27 |
844 |
7,777 |
+42 |
Mar13 |
120110 |
108.50 |
108.50 |
108.28 |
108.28 |
+0.24 |
211 |
4,836 |
+1 |
Total Volume and Open Interest |
530,118 |
974,132 |
+26,463 |
Gas Oil(ICE) |
Jan12 |
120110 |
962.50 |
976.25 |
962.50 |
974.00 |
+15.00 |
43,724 |
42,398 |
-12,188 |
Feb12 |
120110 |
963.75 |
976.75 |
963.00 |
974.00 |
+13.75 |
101,108 |
120,760 |
+5,400 |
Mar12 |
120110 |
961.00 |
973.00 |
960.50 |
970.25 |
+12.25 |
59,778 |
64,581 |
+4,612 |
Apr12 |
120110 |
961.25 |
968.50 |
959.75 |
965.75 |
+10.75 |
33,281 |
42,016 |
+337 |
May12 |
120110 |
956.50 |
963.50 |
956.50 |
961.50 |
+9.75 |
17,705 |
37,194 |
+2,428 |
Jun12 |
120110 |
953.50 |
962.25 |
952.25 |
958.75 |
+9.50 |
20,472 |
36,560 |
-495 |
Jul12 |
120110 |
953.75 |
960.25 |
953.75 |
958.00 |
+9.25 |
3,947 |
19,622 |
+1,667 |
Aug12 |
120110 |
956.75 |
957.75 |
955.25 |
957.25 |
+9.00 |
1,246 |
15,880 |
+66 |
Sep12 |
120110 |
953.50 |
959.25 |
953.50 |
956.50 |
+8.50 |
1,302 |
15,632 |
-29 |
Oct12 |
120110 |
952.50 |
955.75 |
952.50 |
955.00 |
+8.25 |
543 |
11,425 |
+17 |
Total Volume and Open Interest |
290,677 |
489,079 |
+2,250 |
Ethanol(CBOT) |
Jan12 |
120105 |
2.195 |
2.195 |
2.185 |
2.185 |
-0.043 |
48 |
65 |
-37 |
Feb12 |
120110 |
2.255 |
2.267 |
2.253 |
2.263 |
+0.005 |
194 |
965 |
-12 |
Mar12 |
120110 |
2.278 |
2.284 |
2.270 |
2.284 |
+0.006 |
151 |
1,476 |
+13 |
Apr12 |
120110 |
2.292 |
2.303 |
2.292 |
2.303 |
+0.006 |
47 |
810 |
-11 |
May12 |
120110 |
2.311 |
2.322 |
2.300 |
2.322 |
+0.002 |
150 |
998 |
-7 |
Jun12 |
120110 |
2.325 |
2.341 |
2.320 |
2.339 |
+0.002 |
32 |
847 |
+17 |
Jul12 |
120110 |
2.347 |
2.360 |
2.346 |
2.352 |
-0.005 |
125 |
1,219 |
+18 |
Aug12 |
120110 |
2.340 |
2.355 |
2.340 |
2.352 |
-0.003 |
205 |
946 |
+8 |
Total Volume and Open Interest |
1,465 |
10,282 |
+180 |
WTI Crude Oil(ICE) |
Feb12 |
120110 |
101.47 |
103.41 |
101.43 |
102.24 |
+0.93 |
53,974 |
53,866 |
-2,065 |
Mar12 |
120110 |
101.68 |
103.60 |
101.68 |
102.44 |
+0.92 |
23,830 |
43,382 |
+2,102 |
Apr12 |
120110 |
102.25 |
103.78 |
102.25 |
102.64 |
+0.86 |
11,324 |
25,511 |
+934 |
May12 |
120110 |
103.58 |
103.93 |
102.85 |
102.85 |
+0.79 |
8,808 |
22,082 |
-3,622 |
Jun12 |
120110 |
102.88 |
104.04 |
102.88 |
103.00 |
+0.74 |
17,380 |
46,806 |
-1,891 |
Jul12 |
120110 |
103.27 |
103.92 |
103.03 |
103.03 |
+0.68 |
2,997 |
12,227 |
+65 |
Aug12 |
120110 |
103.09 |
103.66 |
102.79 |
102.91 |
+0.62 |
1,861 |
8,476 |
-194 |
Sep12 |
120110 |
102.39 |
103.46 |
102.39 |
102.70 |
+0.58 |
1,654 |
12,829 |
-58 |
Oct12 |
120110 |
102.88 |
103.21 |
102.35 |
102.47 |
+0.54 |
671 |
6,676 |
-62 |
Nov12 |
120110 |
102.27 |
102.27 |
102.27 |
102.27 |
+0.50 |
374 |
6,499 |
+58 |
Dec12 |
120110 |
101.65 |
103.03 |
101.64 |
102.11 |
+0.46 |
11,232 |
56,249 |
+2,013 |
Jan13 |
120110 |
101.79 |
101.79 |
101.79 |
101.79 |
+0.42 |
331 |
3,795 |
-124 |
Feb13 |
120110 |
101.47 |
101.47 |
101.47 |
101.47 |
+0.37 |
269 |
1,023 |
-70 |
Mar13 |
120110 |
101.15 |
101.15 |
101.15 |
101.15 |
+0.32 |
0 |
1,617 |
+0 |
Apr13 |
120110 |
100.84 |
100.84 |
100.84 |
100.84 |
+0.26 |
0 |
393 |
+0 |
May13 |
120110 |
100.53 |
100.53 |
100.53 |
100.53 |
+0.20 |
0 |
574 |
+0 |
Total Volume and Open Interest |
138,079 |
389,510 |
-3,167 |
US Dollar Index(ICE) |
Mar12 |
120110 |
81.270 |
81.400 |
81.015 |
81.100 |
-0.287 |
26,719 |
66,881 |
+1,614 |
Jun12 |
120110 |
81.675 |
81.675 |
81.595 |
81.595 |
-0.253 |
4 |
524 |
+1 |
Sep12 |
120110 |
82.195 |
82.195 |
82.195 |
82.195 |
-0.253 |
|
|
|
Total Volume and Open Interest |
26,723 |
67,405 |
+1,615 |
Australian Dollar(CME) |
Mar12 |
120110 |
101.65 |
102.73 |
101.53 |
102.49 |
+0.96 |
95,720 |
120,706 |
+628 |
Jun12 |
120110 |
101.25 |
101.57 |
100.64 |
101.57 |
+0.93 |
12 |
83 |
+5 |
Sep12 |
120110 |
100.76 |
100.76 |
99.84 |
100.76 |
+0.92 |
0 |
110 |
+0 |
Total Volume and Open Interest |
95,732 |
120,907 |
+633 |
British Pound(CME) |
Mar12 |
120110 |
154.53 |
154.92 |
154.29 |
154.76 |
+0.47 |
79,764 |
201,428 |
+6,338 |
Jun12 |
120110 |
154.75 |
154.75 |
154.14 |
154.61 |
+0.47 |
44 |
48 |
-10 |
Sep12 |
120110 |
154.45 |
154.45 |
153.99 |
154.45 |
+0.46 |
0 |
3 |
+0 |
Total Volume and Open Interest |
79,808 |
201,482 |
+6,328 |
Canadian Dollar(CME) |
Mar12 |
120110 |
97.48 |
98.34 |
97.47 |
98.30 |
+0.83 |
68,563 |
113,503 |
+873 |
Jun12 |
120110 |
97.25 |
98.12 |
97.25 |
98.11 |
+0.82 |
141 |
2,754 |
+57 |
Sep12 |
120110 |
97.71 |
97.96 |
97.14 |
97.96 |
+0.82 |
28 |
1,383 |
+5 |
Dec12 |
120110 |
97.41 |
97.83 |
97.02 |
97.83 |
+0.81 |
1 |
363 |
+0 |
Total Volume and Open Interest |
68,745 |
118,028 |
+942 |
Japanese Yen(CME) |
Mar12 |
120110 |
130.20 |
130.36 |
130.13 |
130.31 |
+0.11 |
58,527 |
165,654 |
+2,158 |
Jun12 |
120110 |
130.46 |
130.52 |
130.41 |
130.50 |
+0.09 |
1 |
327 |
+0 |
Sep12 |
120110 |
130.73 |
130.73 |
130.66 |
130.73 |
+0.07 |
0 |
12 |
+0 |
Total Volume and Open Interest |
58,528 |
165,994 |
+2,158 |
Swiss Franc(CME) |
Mar12 |
120110 |
105.41 |
105.76 |
105.25 |
105.56 |
+0.28 |
22,520 |
41,959 |
-575 |
Jun12 |
120110 |
105.79 |
105.79 |
105.52 |
105.79 |
+0.27 |
7 |
18 |
-1 |
Sep12 |
120110 |
106.06 |
106.06 |
105.79 |
106.06 |
+0.27 |
0 |
5 |
+0 |
Total Volume and Open Interest |
22,527 |
41,983 |
-576 |
EuroFX(CME) |
Mar12 |
120110 |
127.73 |
128.24 |
127.47 |
127.95 |
+0.34 |
227,148 |
291,543 |
-5,119 |
Jun12 |
120110 |
128.03 |
128.30 |
127.75 |
128.05 |
+0.30 |
166 |
1,812 |
+50 |
Sep12 |
120110 |
128.20 |
128.20 |
127.91 |
128.20 |
+0.29 |
0 |
33 |
+0 |
Total Volume and Open Interest |
227,315 |
293,406 |
-5,070 |
Mexican Peso(CME) |
Jan12 |
120110 |
733.8 |
733.8 |
728.8 |
733.8 |
+5.0 |
48 |
95 |
+0 |
Feb12 |
120110 |
731.8 |
731.8 |
727.0 |
731.8 |
+4.8 |
0 |
4,000 |
+0 |
Total Volume and Open Interest |
22,298 |
123,706 |
+205 |
Brazilian Real(CME) |
Feb12 |
120110 |
552.10 |
553.35 |
552.10 |
552.10 |
+12.30 |
319 |
734 |
-50 |
Mar12 |
120110 |
540.00 |
548.50 |
540.00 |
548.50 |
+11.75 |
492 |
4,655 |
+425 |
Apr12 |
120110 |
545.25 |
545.25 |
545.25 |
545.25 |
+11.75 |
|
|
|
May12 |
120110 |
542.05 |
542.05 |
542.05 |
542.05 |
+11.75 |
|
|
|
Total Volume and Open Interest |
811 |
19,005 |
+375 |
30-Year T-Bonds(CBOT) |
Mar12 |
120110 |
142~240 |
143~060 |
142~010 |
142~270 |
-0~020 |
286,598 |
585,984 |
+899 |
Jun12 |
120110 |
141~070 |
141~150 |
141~070 |
141~130 |
-0~020 |
26 |
179 |
+0 |
Sep12 |
120110 |
139~310 |
140~010 |
139~310 |
139~310 |
-0~020 |
|
|
|
Total Volume and Open Interest |
286,624 |
586,163 |
+899 |
10-Year T-Notes(CBOT) |
Mar12 |
120110 |
130~255 |
130~285 |
130~145 |
130~230 |
-0~045 |
931,949 |
1,528,732 |
+10,888 |
Jun12 |
120110 |
130~090 |
130~165 |
130~090 |
130~125 |
-0~045 |
6 |
149 |
-3 |
Sep12 |
120110 |
129~175 |
129~220 |
129~175 |
129~175 |
-0~045 |
|
|
|
Total Volume and Open Interest |
931,955 |
1,528,881 |
+10,885 |
5-Year T-Notes(CBOT) |
Mar12 |
120110 |
123~035 |
123~041 |
123~017 |
123~031 |
-0~008 |
459,180 |
1,278,804 |
+6,397 |
Jun12 |
120110 |
123~005 |
123~011 |
123~005 |
123~005 |
-0~006 |
3 |
10 |
-1 |
Sep12 |
120110 |
122~029 |
122~035 |
122~029 |
122~029 |
-0~006 |
|
|
|
Total Volume and Open Interest |
459,183 |
1,278,814 |
+6,396 |
2 Year T-Notes(CBOT) |
Mar12 |
120110 |
110~036 |
110~038 |
110~033 |
110~036 |
unch |
131,573 |
672,670 |
-4,123 |
Jun12 |
120110 |
110~028 |
110~028 |
110~018 |
110~028 |
+0~010 |
|
|
|
Sep12 |
120110 |
109~094 |
109~094 |
109~084 |
109~094 |
+0~010 |
|
|
|
Total Volume and Open Interest |
131,573 |
672,670 |
-4,123 |
Eurodollars(CME) |
Mar12 |
120110 |
99.440 |
99.450 |
99.420 |
99.445 |
+0.005 |
280,184 |
942,652 |
-11,256 |
Jun12 |
120110 |
99.400 |
99.410 |
99.375 |
99.405 |
+0.005 |
284,797 |
945,116 |
-11,658 |
Sep12 |
120110 |
99.370 |
99.380 |
99.345 |
99.375 |
+0.005 |
245,058 |
724,401 |
-16,665 |
Dec12 |
120110 |
99.345 |
99.365 |
99.325 |
99.355 |
+0.005 |
200,595 |
737,962 |
+12,308 |
Mar13 |
120110 |
99.350 |
99.370 |
99.325 |
99.360 |
+0.010 |
180,732 |
763,543 |
-4,822 |
Jun13 |
120110 |
99.330 |
99.350 |
99.310 |
99.340 |
+0.010 |
146,475 |
587,369 |
-958 |
Sep13 |
120110 |
99.290 |
99.310 |
99.270 |
99.300 |
+0.005 |
148,646 |
495,078 |
-834 |
Dec13 |
120110 |
99.230 |
99.240 |
99.200 |
99.230 |
unch |
162,585 |
488,835 |
+5,917 |
Mar14 |
120110 |
99.140 |
99.150 |
99.105 |
99.135 |
-0.010 |
141,433 |
378,526 |
-13,212 |
Jun14 |
120110 |
99.020 |
99.020 |
98.975 |
99.005 |
-0.015 |
101,416 |
324,922 |
+1,437 |
Sep14 |
120110 |
98.870 |
98.875 |
98.825 |
98.855 |
-0.020 |
89,232 |
207,012 |
-320 |
Dec14 |
120110 |
98.705 |
98.705 |
98.655 |
98.690 |
-0.020 |
120,534 |
233,428 |
+19,920 |
Mar15 |
120110 |
98.550 |
98.550 |
98.500 |
98.535 |
-0.025 |
50,498 |
165,802 |
+2,306 |
Jun15 |
120110 |
0.081 |
0.086 |
0.026 |
0.066 |
-0.025 |
39,839 |
109,815 |
+1,277 |
Sep15 |
120110 |
6.465 |
6.470 |
6.405 |
6.450 |
-0.025 |
33,197 |
73,982 |
+1,718 |
Dec15 |
120110 |
6.275 |
6.290 |
6.225 |
6.270 |
-0.025 |
24,129 |
60,506 |
+1,151 |
Mar16 |
120110 |
6.130 |
6.145 |
6.075 |
6.120 |
-0.025 |
12,740 |
51,520 |
-249 |
Jun16 |
120110 |
5.975 |
5.995 |
5.930 |
5.970 |
-0.030 |
9,287 |
40,653 |
+1,080 |
Total Volume and Open Interest |
2,306,582 |
7,583,412 |
-7,491 |
30 Day Federal Funds(CBOT) |
Jan12 |
120110 |
99.927 |
99.927 |
99.925 |
99.927 |
unch |
992 |
68,918 |
-525 |
Feb12 |
120110 |
99.925 |
99.925 |
99.920 |
99.920 |
unch |
356 |
54,616 |
-30 |
Mar12 |
120110 |
99.920 |
99.920 |
99.915 |
99.915 |
unch |
859 |
34,486 |
+54 |
Apr12 |
120110 |
99.915 |
99.920 |
99.910 |
99.910 |
unch |
594 |
36,628 |
-221 |
May12 |
120110 |
99.910 |
99.910 |
99.905 |
99.905 |
unch |
2,160 |
43,986 |
+217 |
Jun12 |
120110 |
99.905 |
99.910 |
99.900 |
99.905 |
+0.005 |
437 |
32,764 |
+175 |
Total Volume and Open Interest |
18,026 |
516,545 |
+1,791 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120110 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
40 |
+0 |
Jun12 |
120110 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Sep12 |
120110 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
|
|
|
Dec12 |
120110 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Mar13 |
120110 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Jun13 |
120110 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
Sep13 |
120110 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
Dec13 |
120110 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
Mar14 |
120110 |
99.395 |
99.395 |
99.395 |
99.395 |
unch |
|
|
|
Jun14 |
120110 |
99.255 |
99.255 |
99.255 |
99.255 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120110 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,949 |
+0 |
Jun12 |
120110 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,440 |
+0 |
Sep12 |
120110 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
711 |
+0 |
Dec12 |
120110 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
115 |
+0 |
Mar13 |
120110 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
120110 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
208 |
+0 |
Sep13 |
120110 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
325 |
+0 |
Dec13 |
120110 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
3 |
+0 |
Total Volume and Open Interest |
0 |
4,882 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120110 |
142.40 |
142.56 |
142.35 |
142.42 |
+0.04 |
2,921 |
24,329 |
+593 |
Jun12 |
120110 |
141.00 |
141.00 |
141.00 |
141.00 |
+0.91 |
0 |
2 |
+0 |
Sep12 |
120110 |
138.91 |
138.91 |
138.91 |
138.91 |
+0.91 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,921 |
24,340 |
+593 |
Euro-Bund(EUREX) |
Mar12 |
120110 |
138.81 |
139.05 |
138.43 |
138.72 |
-0.38 |
420,617 |
877,625 |
-4,559 |
Jun12 |
120110 |
137.08 |
137.22 |
136.80 |
137.01 |
-0.39 |
158 |
223 |
+6 |
Sep12 |
120110 |
137.01 |
137.01 |
137.01 |
137.01 |
-0.39 |
|
|
|
Total Volume and Open Interest |
420,775 |
877,848 |
-4,553 |
Euro-Bobl(EUREX) |
Mar12 |
120110 |
124.97 |
125.09 |
124.71 |
124.83 |
-0.28 |
228,804 |
651,654 |
-1,595 |
Jun12 |
120110 |
123.23 |
123.23 |
123.23 |
123.23 |
-0.28 |
|
|
|
Sep12 |
120110 |
123.23 |
123.23 |
123.23 |
123.23 |
-0.28 |
|
|
|
Total Volume and Open Interest |
228,804 |
651,654 |
-1,595 |
3-Mth Euribor(EUREX) |
Mar12 |
120110 |
98.965 |
98.965 |
98.965 |
98.965 |
-0.025 |
0 |
1,259 |
+0 |
Jun12 |
120110 |
99.065 |
99.065 |
99.065 |
99.065 |
-0.015 |
50 |
1,451 |
+41 |
Sep12 |
120110 |
99.100 |
99.100 |
99.100 |
99.100 |
-0.015 |
0 |
928 |
+0 |
Total Volume and Open Interest |
50 |
5,973 |
+41 |
Long Gilt(LIFFE) |
Mar12 |
120110 |
116~20 |
116~21 |
116~02 |
116~04 |
-0~20 |
85,600 |
308,186 |
-5,132 |
Jun12 |
120110 |
115~09 |
115~09 |
115~06 |
115~06 |
-0~20 |
134 |
89 |
+84 |
Total Volume and Open Interest |
85,734 |
308,275 |
-5,048 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120110 |
98.90 |
98.90 |
98.88 |
98.89 |
-0.01 |
68,066 |
306,558 |
+5,284 |
Jun12 |
120110 |
98.95 |
98.96 |
98.92 |
98.94 |
-0.01 |
57,108 |
214,955 |
-6,473 |
Sep12 |
120110 |
98.98 |
99.00 |
98.95 |
98.97 |
-0.01 |
75,892 |
257,698 |
-3,628 |
Dec12 |
120110 |
98.99 |
99.01 |
98.95 |
98.97 |
-0.01 |
64,642 |
209,136 |
+8,450 |
Mar13 |
120110 |
99.00 |
99.02 |
98.95 |
98.98 |
-0.01 |
54,835 |
237,374 |
+9,253 |
Jun13 |
120110 |
98.99 |
99.00 |
98.94 |
98.96 |
-0.02 |
35,538 |
195,344 |
-234 |
Total Volume and Open Interest |
471,162 |
1,871,717 |
+17,993 |
3-Mth Euribor(LIFFE) |
Mar12 |
120110 |
98.995 |
98.995 |
98.945 |
98.965 |
-0.025 |
142,388 |
538,284 |
+23,589 |
Jun12 |
120110 |
99.080 |
99.090 |
99.035 |
99.065 |
-0.015 |
117,384 |
420,499 |
+6,737 |
Sep12 |
120110 |
99.110 |
99.125 |
99.075 |
99.100 |
-0.015 |
118,564 |
438,225 |
+9,416 |
Total Volume and Open Interest |
671,535 |
3,142,146 |
+59,972 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120110 |
95.93 |
95.93 |
95.87 |
95.89 |
-0.04 |
19,898 |
217,703 |
+2 |
Jun12 |
120110 |
96.29 |
96.30 |
96.25 |
96.27 |
-0.02 |
21,556 |
167,722 |
+1,954 |
Sep12 |
120110 |
96.39 |
96.42 |
96.35 |
96.38 |
-0.02 |
7,809 |
115,369 |
-900 |
Dec12 |
120110 |
96.35 |
96.35 |
96.28 |
96.30 |
-0.04 |
3,937 |
71,568 |
+727 |
Mar13 |
120110 |
96.26 |
96.28 |
96.21 |
96.23 |
-0.04 |
2,020 |
51,783 |
+246 |
Jun13 |
120110 |
96.17 |
96.20 |
96.14 |
96.15 |
-0.04 |
693 |
49,041 |
+299 |
Sep13 |
120110 |
96.10 |
96.12 |
96.06 |
96.08 |
-0.03 |
1,857 |
28,454 |
+1,439 |
Dec13 |
120110 |
96.03 |
96.05 |
96.00 |
96.02 |
-0.03 |
1,599 |
21,325 |
+1,330 |
Mar14 |
120110 |
95.95 |
95.95 |
95.95 |
95.95 |
-0.04 |
306 |
2,004 |
+306 |
Jun14 |
120110 |
95.88 |
95.88 |
95.88 |
95.88 |
-0.04 |
22 |
627 |
+1 |
Total Volume and Open Interest |
59,697 |
725,720 |
+5,404 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120110 |
96.20 |
96.22 |
96.15 |
96.16 |
-0.04 |
26,482 |
346,167 |
+349 |
Jun12 |
120110 |
96.16 |
96.16 |
96.16 |
96.16 |
-0.04 |
|
|
|
Total Volume and Open Interest |
26,482 |
346,167 |
+349 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120110 |
96.89 |
96.90 |
96.82 |
96.84 |
-0.05 |
83,367 |
373,816 |
-82 |
Jun12 |
120110 |
96.84 |
96.84 |
96.84 |
96.84 |
-0.05 |
|
|
|
Total Volume and Open Interest |
83,367 |
373,816 |
-82 |
Gold(CMX) |
Feb12 |
120110 |
1612.3 |
1641.4 |
1609.2 |
1631.5 |
+23.4 |
155,211 |
215,152 |
-5,028 |
Apr12 |
120110 |
1613.3 |
1644.1 |
1612.7 |
1634.4 |
+23.6 |
7,942 |
47,633 |
-364 |
Jun12 |
120110 |
1618.2 |
1646.6 |
1618.2 |
1637.3 |
+23.8 |
3,060 |
36,748 |
+808 |
Aug12 |
120110 |
1624.1 |
1646.3 |
1624.1 |
1639.6 |
+23.9 |
801 |
15,205 |
+166 |
Oct12 |
120110 |
1632.6 |
1648.0 |
1631.5 |
1641.9 |
+24.0 |
283 |
11,088 |
+22 |
Dec12 |
120110 |
1627.7 |
1652.9 |
1627.7 |
1644.6 |
+24.1 |
4,271 |
28,043 |
+1,515 |
Feb13 |
120110 |
1636.1 |
1649.0 |
1631.9 |
1646.8 |
+24.2 |
2,484 |
4,387 |
+234 |
Apr13 |
120110 |
1649.1 |
1649.1 |
1649.1 |
1649.1 |
+24.0 |
0 |
2,316 |
+0 |
Jun13 |
120110 |
1652.1 |
1652.1 |
1652.1 |
1652.1 |
+24.0 |
100 |
10,537 |
+100 |
Aug13 |
120110 |
1655.4 |
1655.4 |
1655.4 |
1655.4 |
+24.2 |
100 |
145 |
+100 |
Oct13 |
120110 |
1658.8 |
1658.8 |
1658.8 |
1658.8 |
+24.3 |
|
|
|
Dec13 |
120110 |
1662.3 |
1662.3 |
1662.3 |
1662.3 |
+24.4 |
200 |
10,771 |
+100 |
Total Volume and Open Interest |
174,894 |
417,864 |
-2,516 |
Silver(CMX) |
Mar12 |
120110 |
2898.0 |
3031.0 |
2890.5 |
2981.5 |
+103.3 |
38,605 |
57,768 |
+42 |
May12 |
120110 |
2895.0 |
3035.0 |
2895.0 |
2986.1 |
+103.7 |
1,492 |
10,391 |
-171 |
Jul12 |
120110 |
2914.5 |
3020.0 |
2913.5 |
2990.0 |
+104.3 |
927 |
4,593 |
+361 |
Sep12 |
120110 |
3016.5 |
3016.5 |
2989.5 |
2992.2 |
+104.4 |
82 |
2,731 |
+54 |
Dec12 |
120110 |
2930.0 |
3028.0 |
2930.0 |
2995.5 |
+104.8 |
664 |
13,900 |
-295 |
Mar13 |
120110 |
2994.7 |
2994.7 |
2994.7 |
2994.7 |
+104.9 |
47 |
1,194 |
+0 |
May13 |
120110 |
2993.1 |
2993.1 |
2993.1 |
2993.1 |
+105.0 |
0 |
1,085 |
+0 |
Total Volume and Open Interest |
41,989 |
106,526 |
+55 |
Platinum(NYMEX) |
Jan12 |
120110 |
1466.1 |
1471.2 |
1458.2 |
1462.4 |
+34.9 |
11 |
139 |
-9 |
Apr12 |
120110 |
1430.0 |
1475.0 |
1425.5 |
1464.6 |
+35.0 |
4,624 |
41,689 |
+382 |
Jul12 |
120110 |
1438.1 |
1476.2 |
1438.1 |
1468.4 |
+34.4 |
45 |
981 |
+45 |
Oct12 |
120110 |
1435.7 |
1473.9 |
1435.7 |
1472.1 |
+34.4 |
9 |
124 |
+9 |
Total Volume and Open Interest |
4,691 |
42,934 |
+427 |
Palladium(NYMEX) |
Mar12 |
120110 |
618.00 |
645.20 |
617.85 |
635.20 |
+17.35 |
4,440 |
16,693 |
-74 |
Jun12 |
120110 |
636.65 |
636.65 |
619.30 |
636.65 |
+17.35 |
4 |
525 |
-1 |
Sep12 |
120110 |
640.60 |
640.70 |
620.50 |
637.85 |
+17.10 |
0 |
138 |
+0 |
Total Volume and Open Interest |
4,444 |
17,356 |
-75 |
Copper(CMX) |
Mar12 |
120110 |
342.40 |
351.75 |
340.40 |
351.30 |
+9.70 |
37,019 |
71,124 |
-906 |
May12 |
120110 |
343.50 |
352.70 |
341.90 |
352.40 |
+9.65 |
3,261 |
24,259 |
-319 |
Jul12 |
120110 |
345.05 |
353.45 |
344.90 |
353.25 |
+9.60 |
1,762 |
8,673 |
+445 |
Sep12 |
120110 |
345.60 |
353.95 |
345.60 |
353.75 |
+9.45 |
856 |
4,796 |
+645 |
Dec12 |
120110 |
346.45 |
354.25 |
346.45 |
354.25 |
+9.35 |
41 |
2,918 |
-24 |
Total Volume and Open Interest |
43,275 |
122,046 |
-682 |
DJIA Index(CBOT) |
Mar12 |
120110 |
12367 |
12461 |
12348 |
12390 |
+53 |
1,175 |
11,289 |
+1,025 |
Jun12 |
120110 |
12320 |
12320 |
12320 |
12320 |
+53 |
0 |
404 |
+0 |
Sep12 |
120110 |
12257 |
12257 |
12257 |
12257 |
+53 |
|
|
|
Dec12 |
120110 |
12180 |
12180 |
12180 |
12180 |
+53 |
|
|
|
Total Volume and Open Interest |
1,175 |
11,693 |
+1,025 |
E-mini DJIA Index(CBOT) |
Mar12 |
120110 |
12335 |
12463 |
12327 |
12390 |
+53 |
96,123 |
99,306 |
-360 |
Jun12 |
120110 |
12391 |
12399 |
12320 |
12320 |
+53 |
15 |
62 |
+6 |
Sep12 |
120110 |
12289 |
12289 |
12257 |
12257 |
+53 |
0 |
9 |
+0 |
Dec12 |
120110 |
12180 |
12180 |
12180 |
12180 |
+53 |
|
|
|
Total Volume and Open Interest |
96,138 |
99,377 |
-354 |
S & P 500(CME) |
Mar12 |
120110 |
1275.30 |
1291.80 |
1274.60 |
1286.10 |
+10.50 |
8,571 |
229,334 |
+231 |
Jun12 |
120110 |
1284.00 |
1286.00 |
1280.10 |
1280.60 |
+10.50 |
540 |
2,759 |
-185 |
Sep12 |
120110 |
1280.00 |
1280.00 |
1274.80 |
1275.20 |
+10.40 |
2 |
965 |
+1 |
Dec12 |
120110 |
1275.50 |
1275.50 |
1269.20 |
1269.60 |
+10.40 |
0 |
201 |
+0 |
Total Volume and Open Interest |
9,113 |
233,259 |
+47 |
S & P 500 E-Mini(Globex) |
Mar12 |
120110 |
1275.00 |
1292.00 |
1274.50 |
1286.00 |
+10.50 |
1,691,991 |
2,571,183 |
-8,823 |
Jun12 |
120110 |
1270.25 |
1286.50 |
1269.25 |
1280.50 |
+10.50 |
936 |
12,276 |
-258 |
Total Volume and Open Interest |
1,692,928 |
2,583,667 |
-9,082 |
NASDAQ 100(CME) |
Mar12 |
120110 |
2348.80 |
2379.00 |
2348.80 |
2363.50 |
+16.70 |
443 |
8,729 |
+240 |
Jun12 |
120110 |
2359.50 |
2370.00 |
2358.00 |
2359.50 |
+16.70 |
|
|
|
Sep12 |
120110 |
2357.00 |
2357.00 |
2355.50 |
2357.00 |
+16.70 |
|
|
|
Total Volume and Open Interest |
443 |
8,729 |
+240 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120110 |
2346.50 |
2378.30 |
2346.30 |
2363.50 |
+16.70 |
158,875 |
290,923 |
+5,489 |
Jun12 |
120110 |
2362.00 |
2365.00 |
2359.30 |
2359.50 |
+16.70 |
9 |
72 |
+3 |
Total Volume and Open Interest |
158,884 |
290,998 |
+5,492 |
S & P Midcap 400(CME) |
Mar12 |
120110 |
904.60 |
907.00 |
904.60 |
904.60 |
+12.00 |
0 |
1,023 |
+182 |
Jun12 |
120110 |
902.60 |
903.00 |
902.60 |
902.60 |
+12.00 |
|
|
|
Sep12 |
120110 |
900.60 |
901.00 |
900.60 |
900.60 |
+12.00 |
|
|
|
Total Volume and Open Interest |
0 |
1,023 |
+182 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120110 |
8360 |
8480 |
8360 |
8445 |
+85 |
4,175 |
23,220 |
+393 |
Jun12 |
120110 |
8410 |
8410 |
8305 |
8390 |
+85 |
4 |
26 |
+1 |
Total Volume and Open Interest |
4,179 |
23,246 |
+394 |
Nikkei 225(SGX) |
Mar12 |
120110 |
8340 |
8440 |
8325 |
8425 |
+35 |
51,240 |
192,473 |
-2,922 |
Jun12 |
120110 |
8330 |
8350 |
8330 |
8345 |
+30 |
2 |
339 |
+1 |
Sep12 |
120110 |
8345 |
8345 |
8345 |
8345 |
+35 |
0 |
30 |
+0 |
Total Volume and Open Interest |
51,266 |
203,804 |
-2,920 |
CAC 40(EURONEXT) |
Jan12 |
120110 |
3159.5 |
3220.5 |
3156.0 |
3211.5 |
+82.5 |
69,987 |
275,061 |
+8,906 |
Feb12 |
120110 |
3173.5 |
3213.5 |
3163.5 |
3211.5 |
+83.0 |
188 |
1,068 |
+53 |
Mar12 |
120110 |
3163.5 |
3218.0 |
3157.0 |
3212.0 |
+83.0 |
271 |
20,342 |
-233 |
Total Volume and Open Interest |
70,446 |
296,521 |
+8,726 |
Hang Seng Index(HKFE) |
Jan12 |
120110 |
19050 |
19116 |
18873 |
19007 |
+87 |
59,135 |
84,744 |
+1,065 |
Feb12 |
120110 |
19005 |
19110 |
18884 |
19010 |
+89 |
925 |
1,165 |
+415 |
Mar12 |
120110 |
18940 |
19050 |
18835 |
18956 |
+96 |
2,078 |
3,802 |
-181 |
Total Volume and Open Interest |
62,200 |
91,621 |
+1,309 |
DAX(EUREX) |
Mar12 |
120110 |
6095.0 |
6198.0 |
6075.0 |
6169.5 |
+142.0 |
138,914 |
154,539 |
-662 |
Jun12 |
120110 |
6110.0 |
6205.0 |
6090.0 |
6182.5 |
+142.5 |
216 |
5,800 |
-57 |
Sep12 |
120110 |
6195.0 |
6204.0 |
6176.0 |
6190.5 |
+141.5 |
22 |
520 |
+20 |
Total Volume and Open Interest |
139,152 |
160,859 |
-699 |
FT-SE 100(EURONEXT) |
Mar12 |
120110 |
5600.00 |
5675.00 |
5600.00 |
5667.00 |
+93.00 |
80,239 |
619,475 |
+5,953 |
Jun12 |
120110 |
5612.00 |
5621.50 |
5611.50 |
5621.50 |
+93.00 |
1 |
3,710 |
-1 |
Sep12 |
120110 |
5590.00 |
5590.00 |
5590.00 |
5590.00 |
+93.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
80,240 |
623,195 |
+5,952 |
SPI 200(SFE) |
Mar12 |
120110 |
4074.0 |
4130.0 |
4073.0 |
4122.0 |
+50.0 |
30,332 |
196,722 |
+2,010 |
Jun12 |
120110 |
4116.0 |
4130.0 |
4116.0 |
4130.0 |
+50.0 |
49 |
2,130 |
+49 |
Sep12 |
120110 |
4092.0 |
4092.0 |
4092.0 |
4092.0 |
+51.0 |
0 |
1,085 |
+0 |
Total Volume and Open Interest |
30,919 |
202,944 |
+2,007 |
GSCI(CME) |
Jan12 |
120110 |
669.50 |
671.00 |
667.50 |
668.50 |
+5.50 |
344 |
9,203 |
+122 |
Feb12 |
120110 |
670.90 |
672.50 |
668.50 |
669.50 |
+4.75 |
0 |
102 |
+0 |
Mar12 |
120110 |
672.00 |
675.00 |
672.00 |
672.00 |
+4.75 |
0 |
1 |
+0 |
Total Volume and Open Interest |
344 |
9,306 |
+122 |
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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