|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue January 17, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120117 |
1163.00 |
1187.00 |
1162.75 |
1183.50 |
+25.25 |
143,179 |
206,841 |
+299 |
May12 |
120117 |
1172.25 |
1196.25 |
1172.25 |
1192.50 |
+24.75 |
32,758 |
93,774 |
+1,300 |
Jul12 |
120117 |
1189.75 |
1206.50 |
1182.75 |
1202.00 |
+24.25 |
41,984 |
89,070 |
+7,159 |
Aug12 |
120117 |
1192.75 |
1202.25 |
1176.50 |
1200.75 |
+24.25 |
1,260 |
2,014 |
+210 |
Sep12 |
120117 |
1191.50 |
1195.25 |
1172.00 |
1194.00 |
+22.00 |
524 |
1,691 |
+9 |
Nov12 |
120117 |
1174.75 |
1197.75 |
1174.75 |
1189.00 |
+19.00 |
20,828 |
63,241 |
+1,983 |
Jan13 |
120117 |
1196.00 |
1198.50 |
1178.75 |
1198.50 |
+19.75 |
163 |
14,887 |
-26 |
Mar13 |
120117 |
1194.50 |
1205.50 |
1185.50 |
1205.50 |
+20.00 |
87 |
1,194 |
+11 |
May13 |
120117 |
1206.00 |
1207.00 |
1186.50 |
1207.00 |
+20.50 |
43 |
347 |
+26 |
Jul13 |
120117 |
1198.50 |
1209.00 |
1198.50 |
1209.00 |
+19.50 |
156 |
895 |
+115 |
Aug13 |
120117 |
1206.75 |
1206.75 |
1188.75 |
1206.75 |
+18.00 |
0 |
2 |
+0 |
Sep13 |
120117 |
1189.00 |
1189.00 |
1173.00 |
1189.00 |
+16.00 |
|
|
|
Nov13 |
120117 |
1163.00 |
1180.00 |
1163.00 |
1180.00 |
+16.00 |
48 |
2,363 |
+3 |
Jan14 |
120117 |
1186.75 |
1186.75 |
1171.00 |
1186.75 |
+15.75 |
0 |
2 |
+0 |
Total Volume and Open Interest |
241,776 |
477,015 |
+10,872 |
Soybean Meal(CBOT) |
Mar12 |
120117 |
301.60 |
311.00 |
301.50 |
310.50 |
+9.00 |
51,012 |
85,843 |
+3,071 |
May12 |
120117 |
305.20 |
313.60 |
304.60 |
313.10 |
+8.60 |
7,265 |
32,151 |
+359 |
Jul12 |
120117 |
308.60 |
317.00 |
307.80 |
316.20 |
+8.40 |
7,177 |
26,616 |
-507 |
Aug12 |
120117 |
312.30 |
316.50 |
308.40 |
316.50 |
+8.10 |
1,193 |
6,147 |
+94 |
Sep12 |
120117 |
313.20 |
316.00 |
308.40 |
315.80 |
+7.40 |
1,074 |
5,532 |
+51 |
Oct12 |
120117 |
308.50 |
312.30 |
308.50 |
312.30 |
+6.80 |
626 |
3,334 |
+47 |
Dec12 |
120117 |
308.20 |
312.20 |
307.60 |
312.00 |
+5.90 |
5,737 |
17,680 |
+1,293 |
Jan13 |
120117 |
310.10 |
313.50 |
307.60 |
313.50 |
+5.90 |
63 |
1,716 |
-5 |
Mar13 |
120117 |
313.40 |
316.60 |
310.70 |
316.60 |
+5.90 |
46 |
2,148 |
-3 |
May13 |
120117 |
318.30 |
318.30 |
312.40 |
318.30 |
+5.90 |
0 |
1,269 |
+0 |
Total Volume and Open Interest |
74,295 |
183,519 |
+4,295 |
Soybean Oil(CBOT) |
Mar12 |
120117 |
50.55 |
51.24 |
50.40 |
50.77 |
+0.48 |
67,419 |
150,674 |
+4,736 |
May12 |
120117 |
50.91 |
51.64 |
50.82 |
51.19 |
+0.49 |
10,009 |
53,309 |
+1,126 |
Jul12 |
120117 |
51.26 |
52.00 |
51.18 |
51.55 |
+0.49 |
10,275 |
40,293 |
+1,494 |
Aug12 |
120117 |
51.60 |
51.66 |
51.37 |
51.65 |
+0.49 |
1,714 |
6,204 |
+490 |
Sep12 |
120117 |
51.79 |
51.97 |
51.50 |
51.75 |
+0.50 |
1,438 |
5,348 |
+4 |
Oct12 |
120117 |
51.80 |
52.10 |
51.50 |
51.82 |
+0.54 |
623 |
5,661 |
-59 |
Dec12 |
120117 |
51.94 |
52.25 |
51.59 |
51.97 |
+0.55 |
5,718 |
24,634 |
+418 |
Jan13 |
120117 |
52.12 |
52.12 |
51.57 |
52.12 |
+0.55 |
64 |
150 |
+35 |
Mar13 |
120117 |
52.37 |
52.37 |
51.82 |
52.37 |
+0.55 |
6 |
261 |
+2 |
May13 |
120117 |
52.47 |
52.47 |
51.92 |
52.47 |
+0.55 |
59 |
119 |
+30 |
Total Volume and Open Interest |
97,651 |
287,588 |
+8,278 |
Canola(WCE) |
Jan12 |
120113 |
508.1 |
508.1 |
508.1 |
508.1 |
-5.2 |
|
|
|
Mar12 |
120117 |
515.8 |
521.9 |
515.8 |
521.1 |
+6.0 |
17,175 |
81,666 |
+774 |
May12 |
120117 |
523.0 |
524.7 |
520.5 |
524.1 |
+4.9 |
3,976 |
25,777 |
+332 |
Jul12 |
120117 |
523.3 |
525.6 |
521.2 |
524.7 |
+2.8 |
1,994 |
15,649 |
-161 |
Nov12 |
120117 |
503.0 |
503.1 |
499.9 |
502.0 |
+0.9 |
1,336 |
23,238 |
+829 |
Total Volume and Open Interest |
24,501 |
147,662 |
+1,780 |
Corn(CBOT) |
Mar12 |
120117 |
601.25 |
611.75 |
601.25 |
604.00 |
+4.50 |
147,198 |
478,804 |
-11,180 |
May12 |
120117 |
608.50 |
618.25 |
608.25 |
610.75 |
+4.25 |
52,991 |
225,464 |
+3,600 |
Jul12 |
120117 |
614.00 |
623.75 |
613.75 |
615.75 |
+3.75 |
67,228 |
184,957 |
-5,657 |
Sep12 |
120117 |
578.75 |
585.75 |
577.50 |
581.50 |
+3.50 |
13,602 |
49,626 |
+401 |
Dec12 |
120117 |
555.25 |
564.00 |
555.25 |
557.50 |
+2.25 |
97,426 |
200,312 |
+1,324 |
Mar13 |
120117 |
570.25 |
573.50 |
568.00 |
571.00 |
+6.00 |
1,388 |
38,214 |
+166 |
May13 |
120117 |
580.00 |
583.50 |
576.50 |
578.25 |
+6.00 |
185 |
1,872 |
+48 |
Jul13 |
120117 |
584.00 |
585.25 |
577.75 |
583.75 |
+6.00 |
245 |
2,595 |
+30 |
Sep13 |
120117 |
559.25 |
559.75 |
555.75 |
556.50 |
+0.75 |
14 |
581 |
+7 |
Dec13 |
120117 |
551.50 |
552.25 |
548.50 |
548.50 |
+0.25 |
980 |
16,230 |
+142 |
Total Volume and Open Interest |
381,344 |
1,200,823 |
-11,086 |
Wheat(CBOT) |
Mar12 |
120117 |
603.25 |
611.75 |
601.50 |
604.75 |
+2.50 |
99,046 |
182,354 |
+25 |
May12 |
120117 |
628.00 |
634.00 |
624.75 |
628.00 |
+3.75 |
35,754 |
74,566 |
+3,404 |
Jul12 |
120117 |
646.50 |
654.00 |
645.00 |
648.25 |
+2.50 |
30,627 |
87,576 |
+4,476 |
Sep12 |
120117 |
669.00 |
673.75 |
664.50 |
668.50 |
+1.75 |
6,932 |
25,984 |
+2,927 |
Dec12 |
120117 |
689.00 |
693.25 |
683.75 |
689.50 |
+2.75 |
9,851 |
48,938 |
+857 |
Mar13 |
120117 |
705.50 |
706.25 |
698.50 |
705.50 |
+7.00 |
777 |
2,898 |
+286 |
Total Volume and Open Interest |
183,281 |
426,758 |
+12,078 |
Wheat(KCBT) |
Mar12 |
120117 |
670.50 |
678.75 |
668.00 |
673.00 |
+3.00 |
20,176 |
60,655 |
-3,134 |
May12 |
120117 |
682.75 |
685.50 |
677.75 |
682.00 |
+2.75 |
8,578 |
19,152 |
+597 |
Jul12 |
120117 |
689.75 |
697.50 |
687.00 |
692.00 |
+3.25 |
6,769 |
41,932 |
+134 |
Sep12 |
120117 |
706.50 |
711.75 |
702.50 |
707.00 |
+3.25 |
1,119 |
7,511 |
-72 |
Dec12 |
120117 |
729.00 |
733.50 |
725.00 |
729.75 |
+3.25 |
1,107 |
10,896 |
-16 |
Mar13 |
120117 |
741.75 |
743.75 |
739.50 |
743.75 |
+3.25 |
6 |
269 |
+5 |
Total Volume and Open Interest |
37,762 |
140,736 |
-2,487 |
Wheat(MGE) |
Mar12 |
120117 |
802.00 |
813.25 |
799.50 |
808.50 |
+7.25 |
2,784 |
15,213 |
-3 |
May12 |
120117 |
785.75 |
799.25 |
785.75 |
792.25 |
+6.50 |
1,093 |
8,374 |
+431 |
Jul12 |
120117 |
786.50 |
789.75 |
782.75 |
783.25 |
+5.50 |
575 |
7,973 |
+212 |
Sep12 |
120117 |
769.00 |
773.00 |
766.00 |
767.25 |
+2.75 |
203 |
5,382 |
+59 |
Dec12 |
120117 |
773.25 |
780.25 |
772.00 |
772.00 |
+0.50 |
115 |
3,761 |
+33 |
Total Volume and Open Interest |
4,776 |
40,896 |
+735 |
Oats(CBOT) |
Mar12 |
120117 |
284.00 |
288.00 |
282.00 |
286.75 |
+4.25 |
1,154 |
10,158 |
-246 |
May12 |
120117 |
285.25 |
287.75 |
283.00 |
285.75 |
+2.75 |
331 |
2,361 |
+248 |
Jul12 |
120117 |
292.00 |
292.00 |
287.00 |
290.50 |
+3.50 |
15 |
253 |
+13 |
Sep12 |
120117 |
293.50 |
293.50 |
293.50 |
293.50 |
unch |
0 |
32 |
+0 |
Total Volume and Open Interest |
1,555 |
12,987 |
+33 |
Rough Rice(CBOT) |
Jan12 |
120113 |
14.38 |
14.45 |
14.36 |
14.39 |
+0.02 |
18 |
20 |
-6 |
Mar12 |
120117 |
14.44 |
14.90 |
14.42 |
14.81 |
+0.37 |
499 |
12,155 |
+48 |
May12 |
120117 |
14.74 |
15.14 |
14.74 |
15.08 |
+0.36 |
67 |
1,085 |
+25 |
Jul12 |
120117 |
15.44 |
15.44 |
15.23 |
15.33 |
+0.35 |
15 |
647 |
+12 |
Total Volume and Open Interest |
602 |
14,150 |
+89 |
Live Cattle(CME) |
Feb12 |
120117 |
123.250 |
123.800 |
123.135 |
123.535 |
+1.055 |
31,656 |
92,746 |
-8,460 |
Apr12 |
120117 |
126.900 |
127.450 |
126.650 |
126.800 |
+0.400 |
23,966 |
116,672 |
+5,044 |
Jun12 |
120117 |
125.600 |
126.100 |
125.330 |
125.635 |
+0.385 |
11,520 |
80,568 |
+2,188 |
Aug12 |
120117 |
127.135 |
127.535 |
126.700 |
127.180 |
+0.330 |
4,941 |
26,411 |
+577 |
Oct12 |
120117 |
129.950 |
130.250 |
129.235 |
129.785 |
+0.135 |
1,356 |
10,719 |
+209 |
Dec12 |
120117 |
130.250 |
130.800 |
129.880 |
130.150 |
+0.100 |
558 |
6,091 |
+90 |
Total Volume and Open Interest |
74,080 |
334,907 |
-321 |
Feeder Cattle(CME) |
Jan12 |
120117 |
150.735 |
151.285 |
150.550 |
150.650 |
+0.075 |
1,392 |
3,949 |
-215 |
Mar12 |
120117 |
152.950 |
153.485 |
152.380 |
152.380 |
unch |
3,106 |
17,446 |
+579 |
Apr12 |
120117 |
154.300 |
154.850 |
153.950 |
154.000 |
unch |
851 |
4,911 |
+140 |
May12 |
120117 |
155.000 |
155.800 |
154.700 |
154.825 |
+0.040 |
1,074 |
5,345 |
-41 |
Aug12 |
120117 |
156.000 |
157.000 |
156.000 |
156.235 |
+0.335 |
849 |
5,385 |
+253 |
Sep12 |
120117 |
156.100 |
156.880 |
155.900 |
156.350 |
+0.100 |
98 |
1,009 |
+43 |
Oct12 |
120117 |
155.900 |
156.700 |
155.735 |
156.150 |
+0.250 |
83 |
386 |
+28 |
Total Volume and Open Interest |
7,497 |
38,580 |
+828 |
Lean Hogs(CME) |
Feb12 |
120117 |
85.800 |
86.250 |
85.430 |
85.785 |
+0.185 |
24,560 |
53,317 |
-6,403 |
Apr12 |
120117 |
87.250 |
87.800 |
87.150 |
87.400 |
+0.350 |
17,279 |
78,499 |
+3,564 |
May12 |
120117 |
94.635 |
95.100 |
94.635 |
95.100 |
+0.250 |
45 |
2,359 |
-1 |
Jun12 |
120117 |
96.150 |
96.580 |
96.135 |
96.250 |
+0.150 |
10,006 |
53,162 |
+1,214 |
Jul12 |
120117 |
95.800 |
96.000 |
95.635 |
96.000 |
+0.500 |
2,872 |
13,996 |
+385 |
Aug12 |
120117 |
95.850 |
96.100 |
95.550 |
96.050 |
+0.150 |
2,553 |
18,156 |
+1,045 |
Oct12 |
120117 |
85.535 |
85.900 |
85.500 |
85.900 |
+0.220 |
1,230 |
12,124 |
+365 |
Dec12 |
120117 |
81.330 |
81.600 |
81.330 |
81.550 |
-0.050 |
620 |
5,003 |
+344 |
Total Volume and Open Interest |
59,663 |
237,817 |
+794 |
Class III Milk(CME) |
Jan12 |
120117 |
17.12 |
17.12 |
17.07 |
17.08 |
-0.03 |
67 |
4,339 |
-27 |
Feb12 |
120117 |
17.08 |
17.10 |
16.90 |
16.97 |
-0.11 |
626 |
5,713 |
+109 |
Mar12 |
120117 |
17.38 |
17.39 |
17.22 |
17.28 |
-0.11 |
327 |
4,722 |
+75 |
Apr12 |
120117 |
17.31 |
17.31 |
17.20 |
17.21 |
-0.10 |
47 |
3,133 |
+20 |
May12 |
120117 |
17.38 |
17.38 |
17.20 |
17.26 |
-0.09 |
23 |
2,842 |
+7 |
Total Volume and Open Interest |
1,270 |
32,325 |
+302 |
Cocoa(ICE) |
Mar12 |
120117 |
2266 |
2287 |
2230 |
2270 |
+1 |
10,520 |
74,823 |
-789 |
May12 |
120117 |
2283 |
2302 |
2249 |
2289 |
+5 |
3,271 |
36,619 |
-457 |
Jul12 |
120117 |
2297 |
2320 |
2273 |
2310 |
+7 |
1,599 |
19,716 |
+179 |
Sep12 |
120117 |
2315 |
2340 |
2302 |
2328 |
+7 |
322 |
14,837 |
-21 |
Dec12 |
120117 |
2322 |
2352 |
2322 |
2348 |
+8 |
37 |
15,303 |
+18 |
Mar13 |
120117 |
2364 |
2371 |
2364 |
2369 |
+10 |
11 |
5,300 |
-4 |
May13 |
120117 |
2380 |
2380 |
2377 |
2380 |
+13 |
2 |
2,455 |
-2 |
Total Volume and Open Interest |
15,770 |
169,832 |
-1,076 |
Coffee "C"(ICE) |
Mar12 |
120117 |
225.45 |
229.25 |
221.10 |
225.15 |
-0.10 |
13,689 |
57,793 |
-555 |
May12 |
120117 |
231.10 |
231.70 |
224.05 |
228.10 |
unch |
3,640 |
26,776 |
-558 |
Jul12 |
120117 |
232.40 |
234.45 |
226.90 |
230.85 |
+0.05 |
1,991 |
11,730 |
+292 |
Sep12 |
120117 |
235.15 |
235.20 |
229.30 |
233.00 |
+0.20 |
796 |
6,708 |
+42 |
Dec12 |
120117 |
237.05 |
237.05 |
234.45 |
235.20 |
+0.40 |
643 |
7,098 |
+54 |
Mar13 |
120117 |
239.15 |
240.00 |
237.55 |
237.55 |
+0.45 |
256 |
965 |
+51 |
Total Volume and Open Interest |
21,106 |
111,619 |
-642 |
Orange Juice(ICE) |
Mar12 |
120117 |
185.00 |
192.25 |
182.95 |
184.35 |
-0.25 |
2,355 |
21,795 |
-1,198 |
May12 |
120117 |
178.75 |
185.15 |
177.00 |
177.85 |
+0.10 |
412 |
3,728 |
+22 |
Jul12 |
120117 |
175.55 |
175.95 |
173.70 |
175.95 |
+1.10 |
110 |
1,078 |
+31 |
Sep12 |
120117 |
175.60 |
175.60 |
175.60 |
175.60 |
+2.25 |
15 |
345 |
-2 |
Nov12 |
120117 |
172.90 |
172.90 |
172.90 |
172.90 |
+1.00 |
16 |
158 |
+12 |
Jan13 |
120117 |
172.10 |
172.10 |
172.10 |
172.10 |
+1.00 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,908 |
27,113 |
-1,135 |
Sugar #11(ICE) |
Mar12 |
120117 |
23.97 |
24.22 |
23.52 |
23.86 |
+0.02 |
47,237 |
224,414 |
+3,214 |
May12 |
120117 |
23.45 |
23.64 |
22.99 |
23.33 |
unch |
15,332 |
97,792 |
+1,677 |
Jul12 |
120117 |
23.03 |
23.21 |
22.61 |
22.97 |
-0.06 |
13,642 |
122,386 |
+3,057 |
Oct12 |
120117 |
23.36 |
23.58 |
23.02 |
23.39 |
-0.04 |
6,267 |
61,613 |
+940 |
Mar13 |
120117 |
23.90 |
24.09 |
23.55 |
23.92 |
-0.01 |
3,603 |
40,774 |
+1,873 |
Total Volume and Open Interest |
86,678 |
600,612 |
+10,925 |
London Cocoa(LCE) |
Mar12 |
120117 |
1504 |
1507 |
1470 |
1504 |
-7 |
10,120 |
70,344 |
-2,823 |
May12 |
120117 |
1514 |
1518 |
1482 |
1517 |
-8 |
3,830 |
24,502 |
+699 |
Jul12 |
120117 |
1530 |
1530 |
1500 |
1530 |
-8 |
1,644 |
31,114 |
-21 |
Sep12 |
120117 |
1538 |
1544 |
1517 |
1544 |
-6 |
2,065 |
23,575 |
+1,003 |
Dec12 |
120117 |
1541 |
1555 |
1520 |
1555 |
-6 |
666 |
16,288 |
+188 |
Mar13 |
120117 |
1538 |
1562 |
1538 |
1562 |
-7 |
230 |
9,974 |
-167 |
May13 |
120117 |
1551 |
1565 |
1551 |
1565 |
-12 |
1,651 |
5,108 |
+1,651 |
Total Volume and Open Interest |
20,206 |
182,000 |
+530 |
London Sugar(LCE) |
Mar12 |
120117 |
630.00 |
633.30 |
622.10 |
628.70 |
+6.60 |
4,567 |
28,770 |
+89 |
May12 |
120117 |
609.00 |
614.00 |
604.20 |
610.60 |
+7.50 |
2,130 |
13,471 |
+385 |
Aug12 |
120117 |
602.00 |
603.90 |
595.40 |
601.60 |
+5.80 |
1,147 |
13,722 |
+344 |
Oct12 |
120117 |
601.80 |
605.00 |
596.70 |
602.40 |
+5.60 |
522 |
4,628 |
+129 |
Dec12 |
120117 |
605.00 |
607.90 |
599.80 |
605.40 |
+4.60 |
175 |
1,891 |
+88 |
Total Volume and Open Interest |
8,730 |
64,104 |
+1,074 |
Cotton(ICE) |
Mar12 |
120117 |
95.94 |
99.47 |
95.67 |
98.19 |
+2.72 |
18,474 |
80,064 |
-141 |
May12 |
120117 |
95.55 |
98.75 |
95.55 |
97.71 |
+2.63 |
3,904 |
28,899 |
+202 |
Jul12 |
120117 |
95.56 |
98.54 |
95.55 |
97.53 |
+2.43 |
2,303 |
26,716 |
+661 |
Oct12 |
120117 |
96.65 |
96.65 |
96.65 |
96.65 |
+2.00 |
1 |
88 |
+0 |
Dec12 |
120117 |
92.10 |
94.20 |
92.10 |
93.30 |
+1.35 |
839 |
13,814 |
+730 |
Mar13 |
120117 |
93.59 |
94.21 |
93.59 |
93.95 |
+1.30 |
1 |
454 |
-1 |
Total Volume and Open Interest |
25,532 |
150,970 |
+1,461 |
Lumber(CME) |
Mar12 |
120117 |
247.0 |
255.1 |
238.0 |
242.0 |
-3.7 |
1,361 |
6,253 |
+473 |
May12 |
120117 |
260.9 |
261.0 |
253.5 |
257.2 |
-3.2 |
208 |
1,891 |
-24 |
Jul12 |
120117 |
267.2 |
270.0 |
265.2 |
267.1 |
-2.0 |
32 |
636 |
-3 |
Sep12 |
120117 |
272.2 |
272.2 |
270.9 |
271.2 |
-2.0 |
1 |
251 |
+0 |
Total Volume and Open Interest |
1,651 |
9,095 |
+411 |
Crude Oil(NYM) |
Feb12 |
120117 |
98.95 |
101.01 |
98.60 |
100.71 |
+2.01 |
370,509 |
136,693 |
-21,080 |
Mar12 |
120117 |
99.05 |
101.20 |
98.79 |
100.87 |
+1.99 |
134,038 |
256,042 |
+14,021 |
Apr12 |
120117 |
99.40 |
101.48 |
99.10 |
101.14 |
+2.02 |
44,095 |
94,993 |
-3,897 |
May12 |
120117 |
99.50 |
101.76 |
99.50 |
101.43 |
+2.02 |
29,641 |
79,007 |
-2,174 |
Jun12 |
120117 |
99.85 |
102.03 |
99.75 |
101.66 |
+2.00 |
50,964 |
91,289 |
-1,429 |
Jul12 |
120117 |
100.56 |
102.10 |
100.42 |
101.77 |
+1.96 |
12,434 |
48,427 |
+995 |
Aug12 |
120117 |
101.17 |
101.94 |
101.12 |
101.75 |
+1.93 |
7,330 |
35,751 |
-145 |
Sep12 |
120117 |
100.39 |
102.08 |
100.36 |
101.64 |
+1.87 |
9,618 |
35,070 |
-5 |
Oct12 |
120117 |
101.50 |
101.50 |
101.50 |
101.50 |
+1.82 |
4,630 |
33,151 |
+703 |
Nov12 |
120117 |
100.34 |
101.78 |
100.34 |
101.36 |
+1.77 |
3,451 |
30,789 |
-215 |
Dec12 |
120117 |
99.75 |
101.76 |
99.51 |
101.23 |
+1.73 |
52,925 |
183,554 |
+5,120 |
Jan13 |
120117 |
100.95 |
100.95 |
100.95 |
100.95 |
+1.69 |
5,525 |
29,930 |
+782 |
Feb13 |
120117 |
100.66 |
100.66 |
100.66 |
100.66 |
+1.66 |
1,456 |
15,463 |
+407 |
Mar13 |
120117 |
100.35 |
100.35 |
100.35 |
100.35 |
+1.63 |
1,242 |
14,346 |
+248 |
Apr13 |
120117 |
100.03 |
100.03 |
100.03 |
100.03 |
+1.61 |
562 |
6,661 |
+106 |
May13 |
120117 |
99.71 |
99.71 |
99.71 |
99.71 |
+1.59 |
740 |
7,166 |
+135 |
Total Volume and Open Interest |
774,439 |
1,379,607 |
-3,351 |
e-miNY Crude Oil(NYM) |
Jan12 |
111219 |
93.625 |
94.400 |
92.575 |
93.875 |
+0.350 |
5,418 |
1,100 |
-204 |
Feb12 |
120117 |
98.950 |
103.100 |
98.625 |
100.700 |
+2.000 |
11,921 |
1,951 |
+113 |
Mar12 |
120117 |
99.150 |
102.825 |
98.775 |
100.875 |
+2.000 |
750 |
620 |
+52 |
Apr12 |
120117 |
99.300 |
101.450 |
99.125 |
101.150 |
+2.025 |
97 |
210 |
+8 |
May12 |
120117 |
101.075 |
101.425 |
101.075 |
101.425 |
+2.025 |
14 |
36 |
+1 |
Jun12 |
120117 |
100.400 |
101.650 |
100.400 |
101.650 |
+2.000 |
4 |
16 |
+0 |
Jul12 |
120117 |
101.775 |
101.775 |
101.775 |
101.775 |
+1.975 |
1 |
8 |
+1 |
Aug12 |
120117 |
101.750 |
101.750 |
101.750 |
101.750 |
+1.925 |
2 |
5 |
+0 |
Sep12 |
120117 |
101.300 |
101.650 |
101.300 |
101.650 |
+1.875 |
0 |
1 |
+0 |
Oct12 |
120117 |
101.500 |
101.500 |
101.500 |
101.500 |
+1.825 |
0 |
9 |
+0 |
Total Volume and Open Interest |
12,789 |
3,075 |
+175 |
Heating Oil(NYM) |
Feb12 |
120117 |
304.19 |
309.37 |
301.86 |
303.72 |
+1.00 |
63,006 |
62,500 |
-1,189 |
Mar12 |
120117 |
302.80 |
308.67 |
301.40 |
303.35 |
+1.34 |
26,385 |
57,237 |
-732 |
Apr12 |
120117 |
301.89 |
307.10 |
300.18 |
302.28 |
+1.94 |
14,382 |
29,458 |
+788 |
May12 |
120117 |
300.78 |
305.08 |
299.27 |
300.94 |
+2.60 |
7,956 |
24,534 |
+452 |
Jun12 |
120117 |
298.87 |
303.85 |
298.54 |
300.39 |
+2.87 |
15,878 |
43,731 |
+1,652 |
Jul12 |
120117 |
299.20 |
303.34 |
298.97 |
300.94 |
+2.99 |
2,686 |
10,801 |
-261 |
Aug12 |
120117 |
302.01 |
304.23 |
300.16 |
301.56 |
+3.08 |
2,437 |
4,726 |
-450 |
Sep12 |
120117 |
302.12 |
305.40 |
300.06 |
302.18 |
+3.21 |
1,564 |
10,156 |
+273 |
Oct12 |
120117 |
303.31 |
303.31 |
301.66 |
302.93 |
+3.31 |
737 |
3,175 |
-20 |
Nov12 |
120117 |
302.92 |
303.63 |
302.10 |
303.63 |
+3.36 |
351 |
2,182 |
+78 |
Dec12 |
120117 |
302.90 |
307.04 |
302.56 |
304.28 |
+3.41 |
3,272 |
22,216 |
+1,564 |
Jan13 |
120117 |
305.94 |
305.94 |
303.90 |
304.63 |
+3.46 |
527 |
3,085 |
+304 |
Total Volume and Open Interest |
139,190 |
274,943 |
+2,468 |
Gasoline(NYMEX) |
Feb12 |
120117 |
274.88 |
280.81 |
273.96 |
277.13 |
+3.71 |
46,122 |
69,301 |
-1,939 |
Mar12 |
120117 |
275.87 |
281.10 |
274.33 |
277.96 |
+3.99 |
32,677 |
67,927 |
+2,577 |
Apr12 |
120117 |
287.02 |
293.45 |
287.02 |
290.89 |
+4.30 |
18,877 |
37,577 |
-1,568 |
May12 |
120117 |
287.41 |
292.57 |
287.41 |
290.21 |
+4.29 |
14,381 |
34,152 |
+1,044 |
Jun12 |
120117 |
286.60 |
290.33 |
285.54 |
288.08 |
+4.24 |
13,330 |
32,663 |
+1,303 |
Jul12 |
120117 |
281.07 |
287.04 |
281.05 |
285.18 |
+4.19 |
6,134 |
16,932 |
+1,452 |
Aug12 |
120117 |
281.21 |
282.32 |
280.95 |
282.05 |
+4.10 |
2,852 |
11,521 |
+726 |
Sep12 |
120117 |
277.03 |
278.69 |
277.03 |
278.67 |
+4.00 |
2,288 |
9,702 |
+298 |
Oct12 |
120117 |
264.21 |
265.63 |
263.78 |
265.63 |
+3.91 |
1,909 |
7,169 |
+774 |
Nov12 |
120117 |
262.57 |
262.57 |
262.57 |
262.57 |
+3.88 |
1,294 |
3,747 |
+748 |
Total Volume and Open Interest |
142,109 |
311,386 |
+5,770 |
e-miNY RBOB Gasoline(NYM) |
Feb12 |
120117 |
277.10 |
277.13 |
277.10 |
277.10 |
+3.70 |
0 |
2 |
+0 |
Mar12 |
120117 |
278.00 |
278.00 |
277.96 |
278.00 |
+4.00 |
|
|
|
Apr12 |
120117 |
290.90 |
290.90 |
290.89 |
290.90 |
+4.30 |
|
|
|
May12 |
120117 |
290.20 |
290.21 |
290.20 |
290.20 |
+4.30 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Feb12 |
120117 |
2.569 |
2.587 |
2.439 |
2.488 |
-0.182 |
157,645 |
131,663 |
-10,452 |
Mar12 |
120117 |
2.628 |
2.634 |
2.485 |
2.528 |
-0.185 |
106,470 |
290,321 |
+3,255 |
Apr12 |
120117 |
2.749 |
2.749 |
2.575 |
2.617 |
-0.180 |
67,582 |
140,730 |
+42 |
May12 |
120117 |
2.762 |
2.776 |
2.645 |
2.690 |
-0.177 |
31,600 |
82,642 |
-338 |
Jun12 |
120117 |
2.850 |
2.850 |
2.702 |
2.744 |
-0.181 |
21,901 |
37,040 |
+1,881 |
Jul12 |
120117 |
2.923 |
2.923 |
2.756 |
2.797 |
-0.184 |
18,657 |
41,902 |
+3,538 |
Aug12 |
120117 |
2.950 |
2.950 |
2.789 |
2.824 |
-0.183 |
7,346 |
20,185 |
+646 |
Sep12 |
120117 |
2.910 |
2.918 |
2.794 |
2.830 |
-0.182 |
9,758 |
34,103 |
+916 |
Oct12 |
120117 |
3.000 |
3.000 |
2.837 |
2.877 |
-0.175 |
28,525 |
78,274 |
-1,055 |
Nov12 |
120117 |
3.130 |
3.133 |
3.011 |
3.048 |
-0.170 |
6,649 |
35,794 |
-423 |
Dec12 |
120117 |
3.469 |
3.469 |
3.320 |
3.359 |
-0.152 |
7,160 |
29,911 |
+662 |
Jan13 |
120117 |
3.570 |
3.585 |
3.470 |
3.501 |
-0.146 |
12,534 |
51,907 |
+2,283 |
Feb13 |
120117 |
3.524 |
3.571 |
3.470 |
3.500 |
-0.145 |
1,324 |
10,618 |
+489 |
Mar13 |
120117 |
3.550 |
3.552 |
3.444 |
3.473 |
-0.143 |
1,725 |
21,252 |
-104 |
Apr13 |
120117 |
3.500 |
3.830 |
3.407 |
3.436 |
-0.140 |
2,816 |
28,663 |
+528 |
May13 |
120117 |
3.505 |
3.780 |
3.438 |
3.459 |
-0.138 |
303 |
4,692 |
+93 |
Total Volume and Open Interest |
485,661 |
1,115,469 |
+3,181 |
Brent Crude Oil(ICE) |
Mar12 |
120117 |
111.42 |
112.76 |
110.56 |
111.53 |
+1.18 |
227,777 |
234,504 |
+5,960 |
Apr12 |
120117 |
111.25 |
112.58 |
110.45 |
111.44 |
+1.28 |
79,824 |
104,768 |
+4,097 |
May12 |
120117 |
111.05 |
112.40 |
110.29 |
111.30 |
+1.33 |
40,207 |
52,032 |
+3,678 |
Jun12 |
120117 |
111.14 |
112.13 |
110.07 |
111.09 |
+1.38 |
50,040 |
83,076 |
+347 |
Jul12 |
120117 |
111.00 |
111.85 |
109.86 |
110.87 |
+1.44 |
10,911 |
29,280 |
+1,452 |
Aug12 |
120117 |
110.91 |
111.43 |
109.54 |
110.56 |
+1.49 |
7,218 |
33,385 |
+932 |
Sep12 |
120117 |
110.48 |
111.04 |
109.24 |
110.14 |
+1.54 |
7,401 |
43,380 |
+1,395 |
Oct12 |
120117 |
110.33 |
110.52 |
108.90 |
109.76 |
+1.60 |
5,468 |
21,046 |
+641 |
Nov12 |
120117 |
109.93 |
110.12 |
108.52 |
109.37 |
+1.64 |
3,211 |
15,831 |
-167 |
Dec12 |
120117 |
109.26 |
109.79 |
107.93 |
108.94 |
+1.65 |
39,234 |
107,579 |
-1,806 |
Jan13 |
120117 |
108.52 |
108.52 |
108.52 |
108.52 |
+1.66 |
3,076 |
12,699 |
-226 |
Feb13 |
120117 |
108.10 |
108.10 |
108.10 |
108.10 |
+1.68 |
1,428 |
7,698 |
-188 |
Mar13 |
120117 |
107.68 |
107.68 |
107.68 |
107.68 |
+1.72 |
848 |
5,186 |
+354 |
Apr13 |
120117 |
107.25 |
107.25 |
107.25 |
107.25 |
+1.76 |
95 |
2,848 |
+37 |
Total Volume and Open Interest |
643,418 |
952,862 |
+3,055 |
Gas Oil(ICE) |
Feb12 |
120117 |
959.00 |
968.25 |
946.00 |
952.75 |
+0.25 |
89,648 |
130,618 |
-3,802 |
Mar12 |
120117 |
958.00 |
967.25 |
946.25 |
953.25 |
+2.00 |
75,480 |
89,660 |
+4,016 |
Apr12 |
120117 |
955.75 |
964.50 |
944.50 |
951.25 |
+2.75 |
36,193 |
48,824 |
+622 |
May12 |
120117 |
953.75 |
960.50 |
942.00 |
948.50 |
+3.25 |
19,560 |
39,279 |
+1,415 |
Jun12 |
120117 |
951.50 |
958.25 |
940.00 |
947.00 |
+4.25 |
17,198 |
38,916 |
-781 |
Jul12 |
120117 |
951.25 |
956.75 |
940.75 |
947.25 |
+5.00 |
4,052 |
18,522 |
-732 |
Aug12 |
120117 |
953.50 |
957.75 |
941.25 |
947.75 |
+5.75 |
2,982 |
16,026 |
-33 |
Sep12 |
120117 |
952.75 |
957.00 |
940.50 |
947.50 |
+6.50 |
3,148 |
16,661 |
+9 |
Oct12 |
120117 |
953.25 |
954.00 |
941.25 |
946.25 |
+7.00 |
2,257 |
11,536 |
-275 |
Nov12 |
120117 |
951.00 |
953.25 |
939.50 |
944.50 |
+7.25 |
1,285 |
8,021 |
+175 |
Total Volume and Open Interest |
258,514 |
495,914 |
-6,193 |
Ethanol(CBOT) |
Jan12 |
120105 |
2.195 |
2.195 |
2.185 |
2.185 |
-0.043 |
48 |
65 |
-37 |
Feb12 |
120117 |
2.140 |
2.145 |
2.134 |
2.142 |
+0.021 |
78 |
811 |
+9 |
Mar12 |
120117 |
2.144 |
2.164 |
2.144 |
2.159 |
+0.023 |
108 |
1,491 |
+3 |
Apr12 |
120117 |
2.178 |
2.178 |
2.178 |
2.178 |
+0.023 |
125 |
846 |
+5 |
May12 |
120117 |
2.190 |
2.200 |
2.190 |
2.198 |
+0.022 |
158 |
838 |
-108 |
Jun12 |
120117 |
2.210 |
2.222 |
2.210 |
2.219 |
+0.017 |
45 |
850 |
+4 |
Jul12 |
120117 |
2.230 |
2.234 |
2.223 |
2.229 |
+0.018 |
208 |
1,298 |
-63 |
Aug12 |
120117 |
2.227 |
2.230 |
2.224 |
2.228 |
+0.016 |
171 |
877 |
-92 |
Total Volume and Open Interest |
1,322 |
10,243 |
-66 |
WTI Crude Oil(ICE) |
Feb12 |
120117 |
99.65 |
101.00 |
99.49 |
100.71 |
+2.01 |
70,738 |
32,762 |
-4,361 |
Mar12 |
120117 |
99.84 |
101.20 |
99.67 |
100.87 |
+1.99 |
37,833 |
53,689 |
+3,852 |
Apr12 |
120117 |
100.21 |
101.43 |
99.99 |
101.14 |
+2.02 |
12,417 |
27,234 |
+1,017 |
May12 |
120117 |
101.05 |
101.70 |
100.70 |
101.43 |
+2.02 |
6,743 |
16,357 |
+150 |
Jun12 |
120117 |
101.62 |
101.88 |
100.54 |
101.66 |
+2.00 |
18,184 |
41,191 |
-392 |
Jul12 |
120117 |
102.08 |
102.08 |
100.64 |
101.77 |
+1.96 |
3,661 |
12,265 |
+149 |
Aug12 |
120117 |
101.43 |
102.08 |
100.64 |
101.75 |
+1.93 |
2,239 |
10,566 |
+747 |
Sep12 |
120117 |
102.01 |
102.01 |
100.56 |
101.64 |
+1.87 |
2,154 |
13,506 |
+716 |
Oct12 |
120117 |
101.81 |
101.81 |
101.00 |
101.50 |
+1.82 |
831 |
7,169 |
+197 |
Nov12 |
120117 |
101.36 |
101.36 |
101.36 |
101.36 |
+1.77 |
745 |
7,424 |
+5 |
Dec12 |
120117 |
101.01 |
101.70 |
100.24 |
101.23 |
+1.73 |
17,801 |
52,881 |
-5,964 |
Jan13 |
120117 |
100.95 |
100.95 |
100.95 |
100.95 |
+1.69 |
589 |
4,325 |
+286 |
Feb13 |
120117 |
100.66 |
100.66 |
100.66 |
100.66 |
+1.66 |
120 |
1,055 |
+105 |
Mar13 |
120117 |
100.35 |
100.35 |
100.35 |
100.35 |
+1.63 |
138 |
1,770 |
+124 |
Apr13 |
120117 |
100.03 |
100.03 |
100.03 |
100.03 |
+1.61 |
38 |
427 |
+38 |
May13 |
120117 |
99.71 |
99.71 |
99.71 |
99.71 |
+1.59 |
0 |
571 |
+0 |
Total Volume and Open Interest |
178,833 |
369,628 |
-2,221 |
US Dollar Index(ICE) |
Mar12 |
120117 |
81.670 |
81.680 |
81.010 |
81.430 |
-0.360 |
21,279 |
67,586 |
-1,576 |
Jun12 |
120117 |
81.675 |
81.925 |
81.675 |
81.925 |
-0.360 |
1 |
561 |
+0 |
Sep12 |
120117 |
82.525 |
82.525 |
82.525 |
82.525 |
-0.360 |
|
|
|
Total Volume and Open Interest |
21,280 |
68,147 |
-1,576 |
Australian Dollar(CME) |
Mar12 |
120117 |
102.22 |
103.77 |
101.81 |
103.00 |
+0.78 |
117,375 |
129,336 |
+1,161 |
Jun12 |
120117 |
101.02 |
102.62 |
101.02 |
102.06 |
+0.78 |
93 |
168 |
+78 |
Sep12 |
120117 |
101.21 |
101.21 |
100.46 |
101.21 |
+0.75 |
0 |
110 |
+0 |
Total Volume and Open Interest |
117,468 |
129,622 |
+1,239 |
British Pound(CME) |
Mar12 |
120117 |
152.86 |
153.96 |
152.73 |
153.18 |
+0.25 |
96,728 |
214,644 |
+6,367 |
Jun12 |
120117 |
152.90 |
153.60 |
152.79 |
153.03 |
+0.24 |
130 |
140 |
+82 |
Sep12 |
120117 |
152.89 |
152.89 |
152.66 |
152.89 |
+0.23 |
0 |
3 |
-1 |
Total Volume and Open Interest |
96,858 |
214,790 |
+6,448 |
Canadian Dollar(CME) |
Mar12 |
120117 |
97.53 |
98.75 |
97.38 |
98.30 |
+0.75 |
64,338 |
116,656 |
+335 |
Jun12 |
120117 |
97.21 |
98.52 |
97.21 |
98.10 |
+0.74 |
62 |
2,977 |
+25 |
Sep12 |
120117 |
98.18 |
98.18 |
97.18 |
97.91 |
+0.73 |
0 |
1,423 |
+0 |
Dec12 |
120117 |
97.87 |
98.05 |
97.04 |
97.75 |
+0.71 |
4 |
432 |
+0 |
Total Volume and Open Interest |
64,404 |
121,520 |
+360 |
Japanese Yen(CME) |
Mar12 |
120117 |
130.13 |
130.75 |
130.04 |
130.25 |
+0.21 |
51,608 |
167,386 |
+2,760 |
Jun12 |
120117 |
130.33 |
130.90 |
130.22 |
130.42 |
+0.20 |
13 |
337 |
+2 |
Sep12 |
120117 |
130.46 |
130.62 |
130.43 |
130.62 |
+0.19 |
1 |
11 |
-1 |
Total Volume and Open Interest |
51,622 |
167,735 |
+2,761 |
Swiss Franc(CME) |
Mar12 |
120117 |
104.80 |
105.94 |
104.57 |
105.32 |
+0.38 |
28,075 |
39,618 |
-2,166 |
Jun12 |
120117 |
105.02 |
105.51 |
105.02 |
105.51 |
+0.36 |
0 |
22 |
+0 |
Sep12 |
120117 |
105.78 |
105.78 |
105.42 |
105.78 |
+0.36 |
0 |
4 |
+0 |
Total Volume and Open Interest |
28,075 |
39,645 |
-2,166 |
EuroFX(CME) |
Mar12 |
120117 |
126.42 |
128.19 |
126.28 |
127.24 |
+0.52 |
321,518 |
290,209 |
-6,209 |
Jun12 |
120117 |
126.58 |
128.22 |
126.58 |
127.32 |
+0.49 |
265 |
2,673 |
+70 |
Sep12 |
120117 |
127.65 |
127.65 |
126.98 |
127.45 |
+0.47 |
8 |
42 |
+8 |
Total Volume and Open Interest |
321,798 |
292,949 |
-6,124 |
Mexican Peso(CME) |
Jan12 |
120113 |
731.5 |
737.0 |
731.5 |
731.5 |
-5.5 |
0 |
95 |
+0 |
Feb12 |
120117 |
742.0 |
742.0 |
732.0 |
742.0 |
+10.0 |
1,000 |
2,575 |
-1,000 |
Total Volume and Open Interest |
32,151 |
125,690 |
+2,002 |
Brazilian Real(CME) |
Feb12 |
120117 |
560.10 |
562.60 |
542.25 |
560.10 |
+3.50 |
2 |
734 |
+0 |
Mar12 |
120117 |
555.00 |
559.30 |
549.85 |
557.05 |
+4.10 |
1,114 |
3,532 |
-401 |
Apr12 |
120117 |
553.80 |
553.80 |
553.80 |
553.80 |
+4.10 |
|
|
|
May12 |
120117 |
550.60 |
550.60 |
550.60 |
550.60 |
+4.10 |
|
|
|
Total Volume and Open Interest |
1,116 |
17,882 |
-401 |
30-Year T-Bonds(CBOT) |
Mar12 |
120117 |
144~300 |
145~100 |
144~050 |
145~050 |
+0~050 |
327,001 |
619,498 |
+7,698 |
Jun12 |
120117 |
143~190 |
143~250 |
143~000 |
143~230 |
+0~050 |
1,911 |
1,377 |
+1,119 |
Sep12 |
120117 |
142~090 |
142~090 |
142~040 |
142~090 |
+0~050 |
|
|
|
Total Volume and Open Interest |
328,912 |
620,875 |
+8,817 |
10-Year T-Notes(CBOT) |
Mar12 |
120117 |
131~180 |
131~230 |
131~055 |
131~190 |
+0~015 |
885,679 |
1,663,305 |
+38,709 |
Jun12 |
120117 |
131~120 |
131~120 |
131~010 |
131~110 |
+0~015 |
481 |
1,135 |
+273 |
Sep12 |
120117 |
130~160 |
130~160 |
130~145 |
130~160 |
+0~015 |
|
|
|
Total Volume and Open Interest |
886,160 |
1,664,440 |
+38,982 |
5-Year T-Notes(CBOT) |
Mar12 |
120117 |
123~074 |
123~086 |
123~055 |
123~080 |
+0~003 |
413,327 |
1,401,892 |
+26,571 |
Jun12 |
120117 |
123~036 |
123~058 |
123~036 |
123~058 |
+0~005 |
1 |
56 |
+0 |
Sep12 |
120117 |
122~082 |
122~082 |
122~077 |
122~082 |
+0~005 |
|
|
|
Total Volume and Open Interest |
413,328 |
1,401,948 |
+26,571 |
2 Year T-Notes(CBOT) |
Mar12 |
120117 |
110~045 |
110~048 |
110~043 |
110~045 |
+0~001 |
144,907 |
733,538 |
+19,747 |
Jun12 |
120117 |
110~035 |
110~035 |
110~034 |
110~035 |
+0~001 |
5 |
5 |
+5 |
Sep12 |
120117 |
109~101 |
109~101 |
109~100 |
109~101 |
+0~001 |
|
|
|
Total Volume and Open Interest |
144,912 |
733,543 |
+19,752 |
Eurodollars(CME) |
Mar12 |
120117 |
99.540 |
99.545 |
99.505 |
99.525 |
+0.005 |
362,376 |
965,671 |
+10,670 |
Jun12 |
120117 |
99.485 |
99.510 |
99.470 |
99.490 |
+0.010 |
344,585 |
963,848 |
-12,865 |
Sep12 |
120117 |
99.450 |
99.480 |
99.445 |
99.465 |
+0.020 |
270,322 |
717,201 |
-16,995 |
Dec12 |
120117 |
99.465 |
99.465 |
99.430 |
99.450 |
+0.025 |
237,842 |
788,901 |
+17,118 |
Mar13 |
120117 |
99.470 |
99.470 |
99.430 |
99.450 |
+0.025 |
233,013 |
756,102 |
-4,141 |
Jun13 |
120117 |
99.430 |
99.450 |
99.410 |
99.430 |
+0.020 |
184,380 |
600,171 |
+1,406 |
Sep13 |
120117 |
99.415 |
99.415 |
99.370 |
99.395 |
+0.015 |
152,069 |
538,087 |
-992 |
Dec13 |
120117 |
99.345 |
99.350 |
99.310 |
99.335 |
+0.015 |
166,358 |
496,644 |
-5,802 |
Mar14 |
120117 |
99.265 |
99.270 |
99.225 |
99.255 |
+0.015 |
117,453 |
396,567 |
+4,918 |
Jun14 |
120117 |
99.135 |
99.150 |
99.100 |
99.135 |
+0.010 |
122,794 |
306,029 |
-14,227 |
Sep14 |
120117 |
98.995 |
99.010 |
98.955 |
98.995 |
+0.010 |
82,543 |
205,859 |
+5,567 |
Dec14 |
120117 |
98.830 |
98.850 |
98.785 |
98.830 |
+0.005 |
85,418 |
235,945 |
+4,611 |
Mar15 |
120117 |
98.675 |
98.695 |
98.625 |
98.675 |
+0.005 |
62,439 |
169,576 |
+1,843 |
Jun15 |
120117 |
0.201 |
0.226 |
0.146 |
0.206 |
+0.010 |
42,570 |
112,270 |
+1,294 |
Sep15 |
120117 |
0.036 |
0.041 |
6.520 |
0.031 |
+0.010 |
39,335 |
77,387 |
+304 |
Dec15 |
120117 |
6.405 |
6.415 |
6.335 |
6.405 |
+0.010 |
36,434 |
74,718 |
+7,041 |
Mar16 |
120117 |
6.250 |
6.270 |
6.180 |
6.255 |
+0.010 |
19,519 |
52,994 |
+878 |
Jun16 |
120117 |
6.105 |
6.125 |
6.030 |
6.110 |
+0.015 |
12,232 |
42,352 |
+858 |
Total Volume and Open Interest |
2,620,073 |
7,771,672 |
+2,672 |
30 Day Federal Funds(CBOT) |
Jan12 |
120117 |
99.923 |
99.925 |
99.920 |
99.923 |
-0.003 |
1,098 |
67,181 |
-17 |
Feb12 |
120117 |
99.920 |
99.925 |
99.915 |
99.920 |
unch |
710 |
53,514 |
-50 |
Mar12 |
120117 |
99.915 |
99.920 |
99.915 |
99.915 |
unch |
1,348 |
33,858 |
-700 |
Apr12 |
120117 |
99.910 |
99.915 |
99.910 |
99.910 |
unch |
1,004 |
37,027 |
+298 |
May12 |
120117 |
99.905 |
99.910 |
99.905 |
99.905 |
unch |
2,910 |
44,803 |
+1,069 |
Jun12 |
120117 |
99.905 |
99.910 |
99.905 |
99.905 |
unch |
2,001 |
32,358 |
-276 |
Total Volume and Open Interest |
20,216 |
515,069 |
+735 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120117 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
40 |
+0 |
Jun12 |
120117 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Sep12 |
120117 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec12 |
120117 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Mar13 |
120117 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Jun13 |
120117 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.010 |
|
|
|
Sep13 |
120117 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.010 |
|
|
|
Dec13 |
120117 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.010 |
|
|
|
Mar14 |
120117 |
99.500 |
99.500 |
99.500 |
99.500 |
+0.010 |
|
|
|
Jun14 |
120117 |
99.360 |
99.360 |
99.360 |
99.360 |
+0.010 |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120117 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,949 |
-5 |
Jun12 |
120117 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,447 |
+0 |
Sep12 |
120117 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
716 |
-2 |
Dec12 |
120117 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
116 |
+0 |
Mar13 |
120117 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
132 |
+0 |
Jun13 |
120117 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
0 |
208 |
+0 |
Sep13 |
120117 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
0 |
325 |
+0 |
Dec13 |
120117 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
80 |
83 |
+80 |
Total Volume and Open Interest |
80 |
4,976 |
+73 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120117 |
142.74 |
142.78 |
142.59 |
142.63 |
+0.01 |
2,797 |
25,586 |
+1,138 |
Jun12 |
120117 |
141.40 |
141.40 |
141.40 |
141.40 |
+0.12 |
0 |
2 |
+0 |
Sep12 |
120117 |
139.31 |
139.31 |
139.31 |
139.31 |
+0.12 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,797 |
25,597 |
+1,138 |
Euro-Bund(EUREX) |
Mar12 |
120117 |
139.72 |
139.88 |
139.24 |
139.68 |
-0.26 |
581,697 |
868,675 |
-12,094 |
Jun12 |
120117 |
137.92 |
138.14 |
137.55 |
137.97 |
-0.25 |
2,167 |
2,342 |
+2,008 |
Sep12 |
120117 |
137.98 |
137.98 |
137.98 |
137.98 |
-0.26 |
|
|
|
Total Volume and Open Interest |
583,864 |
871,017 |
-10,086 |
Euro-Bobl(EUREX) |
Mar12 |
120117 |
125.50 |
125.58 |
125.26 |
125.40 |
-0.17 |
319,503 |
696,360 |
-764 |
Jun12 |
120117 |
123.80 |
123.80 |
123.80 |
123.80 |
-0.17 |
45 |
45 |
+45 |
Sep12 |
120117 |
123.80 |
123.80 |
123.80 |
123.80 |
-0.17 |
|
|
|
Total Volume and Open Interest |
319,548 |
696,405 |
-719 |
3-Mth Euribor(EUREX) |
Mar12 |
120117 |
99.045 |
99.045 |
99.030 |
99.030 |
-0.015 |
0 |
1,426 |
-33 |
Jun12 |
120117 |
99.175 |
99.175 |
99.155 |
99.155 |
-0.025 |
0 |
1,451 |
+0 |
Sep12 |
120117 |
99.205 |
99.205 |
99.185 |
99.185 |
-0.030 |
0 |
878 |
-50 |
Total Volume and Open Interest |
1 |
5,985 |
-82 |
Long Gilt(LIFFE) |
Mar12 |
120117 |
117~01 |
117~11 |
116~20 |
117~06 |
+0~03 |
84,288 |
327,820 |
-575 |
Jun12 |
120117 |
116~06 |
116~06 |
116~06 |
116~06 |
+0~02 |
0 |
89 |
+0 |
Total Volume and Open Interest |
84,288 |
327,909 |
-575 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120117 |
99.01 |
99.03 |
98.97 |
98.99 |
+0.01 |
120,992 |
326,759 |
-2,863 |
Jun12 |
120117 |
99.06 |
99.09 |
99.03 |
99.05 |
+0.02 |
106,501 |
231,669 |
+4,894 |
Sep12 |
120117 |
99.10 |
99.12 |
99.07 |
99.09 |
+0.02 |
110,106 |
293,239 |
+15,344 |
Dec12 |
120117 |
99.11 |
99.13 |
99.07 |
99.10 |
+0.01 |
120,996 |
221,140 |
-5,799 |
Mar13 |
120117 |
99.12 |
99.13 |
99.07 |
99.10 |
-0.01 |
178,727 |
282,559 |
+27,201 |
Jun13 |
120117 |
99.10 |
99.11 |
99.04 |
99.07 |
-0.02 |
84,692 |
248,342 |
+34,813 |
Total Volume and Open Interest |
858,230 |
2,064,438 |
+78,301 |
3-Mth Euribor(LIFFE) |
Mar12 |
120117 |
99.070 |
99.070 |
99.030 |
99.030 |
-0.010 |
240,797 |
533,762 |
+6,505 |
Jun12 |
120117 |
99.205 |
99.215 |
99.155 |
99.155 |
-0.025 |
167,937 |
439,385 |
+8,746 |
Sep12 |
120117 |
99.230 |
99.235 |
99.185 |
99.185 |
-0.030 |
138,307 |
454,409 |
+7,920 |
Total Volume and Open Interest |
1,043,225 |
3,285,592 |
+45,329 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120117 |
95.92 |
95.93 |
95.84 |
95.86 |
unch |
10,550 |
219,394 |
-1,861 |
Jun12 |
120117 |
96.31 |
96.31 |
96.19 |
96.23 |
+0.03 |
21,095 |
171,319 |
+325 |
Sep12 |
120117 |
96.41 |
96.42 |
96.29 |
96.33 |
+0.03 |
10,513 |
117,408 |
+660 |
Dec12 |
120117 |
96.37 |
96.39 |
96.26 |
96.29 |
+0.04 |
8,062 |
76,815 |
+1,924 |
Mar13 |
120117 |
96.29 |
96.29 |
96.19 |
96.22 |
+0.04 |
4,058 |
52,210 |
-660 |
Jun13 |
120117 |
96.20 |
96.21 |
96.13 |
96.15 |
+0.04 |
1,384 |
50,577 |
+381 |
Sep13 |
120117 |
96.14 |
96.14 |
96.07 |
96.09 |
+0.05 |
1,632 |
30,276 |
+495 |
Dec13 |
120117 |
96.06 |
96.06 |
96.00 |
96.01 |
+0.03 |
1,402 |
23,223 |
-127 |
Mar14 |
120117 |
95.98 |
95.99 |
95.92 |
95.94 |
+0.02 |
209 |
2,342 |
-20 |
Jun14 |
120117 |
95.89 |
95.89 |
95.83 |
95.86 |
+0.02 |
5 |
627 |
-55 |
Total Volume and Open Interest |
58,910 |
744,354 |
+1,024 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120117 |
96.27 |
96.28 |
96.14 |
96.16 |
+0.06 |
41,147 |
358,195 |
-5,292 |
Jun12 |
120117 |
96.16 |
96.16 |
96.16 |
96.16 |
+0.06 |
|
|
|
Total Volume and Open Interest |
41,147 |
358,195 |
-5,292 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120117 |
96.90 |
96.90 |
96.76 |
96.79 |
+0.06 |
115,496 |
423,849 |
+25,161 |
Jun12 |
120117 |
96.79 |
96.79 |
96.79 |
96.79 |
+0.06 |
|
|
|
Total Volume and Open Interest |
115,496 |
423,849 |
+25,161 |
Gold(CMX) |
Feb12 |
120117 |
1635.8 |
1668.0 |
1631.9 |
1655.6 |
+24.8 |
146,826 |
174,222 |
-7,903 |
Apr12 |
120117 |
1641.7 |
1670.8 |
1613.0 |
1658.4 |
+24.8 |
21,469 |
76,347 |
+9,304 |
Jun12 |
120117 |
1640.8 |
1672.2 |
1639.8 |
1661.4 |
+24.8 |
4,638 |
40,786 |
+1,902 |
Aug12 |
120117 |
1642.8 |
1673.0 |
1642.8 |
1663.7 |
+24.8 |
1,306 |
16,101 |
-155 |
Oct12 |
120117 |
1675.9 |
1676.0 |
1666.0 |
1666.0 |
+24.8 |
916 |
11,569 |
-45 |
Dec12 |
120117 |
1651.2 |
1678.0 |
1647.3 |
1668.2 |
+24.8 |
3,890 |
32,066 |
-500 |
Feb13 |
120117 |
1669.5 |
1680.3 |
1665.7 |
1670.2 |
+24.8 |
1,768 |
6,501 |
+1,548 |
Apr13 |
120117 |
1672.4 |
1672.4 |
1672.4 |
1672.4 |
+24.8 |
25 |
2,462 |
+0 |
Jun13 |
120117 |
1675.1 |
1675.1 |
1675.1 |
1675.1 |
+24.8 |
61 |
11,093 |
+59 |
Aug13 |
120117 |
1677.8 |
1677.8 |
1677.8 |
1677.8 |
+24.7 |
0 |
160 |
+0 |
Oct13 |
120117 |
1680.9 |
1680.9 |
1680.9 |
1680.9 |
+24.7 |
|
|
|
Dec13 |
120117 |
1690.1 |
1690.7 |
1683.0 |
1684.2 |
+24.7 |
207 |
11,139 |
+65 |
Total Volume and Open Interest |
181,777 |
418,672 |
+4,383 |
Silver(CMX) |
Mar12 |
120117 |
2985.0 |
3057.0 |
2978.5 |
3013.5 |
+61.3 |
35,512 |
55,029 |
-620 |
May12 |
120117 |
2975.5 |
3058.0 |
2951.0 |
3018.6 |
+61.7 |
1,858 |
10,251 |
+493 |
Jul12 |
120117 |
2987.5 |
3054.0 |
2987.5 |
3022.4 |
+61.7 |
381 |
4,953 |
+53 |
Sep12 |
120117 |
3024.0 |
3024.6 |
3024.0 |
3024.6 |
+61.7 |
45 |
2,800 |
+14 |
Dec12 |
120117 |
2994.5 |
3066.5 |
2994.5 |
3027.8 |
+61.7 |
405 |
13,540 |
+7 |
Mar13 |
120117 |
3027.0 |
3027.0 |
3027.0 |
3027.0 |
+61.7 |
110 |
1,305 |
+110 |
May13 |
120117 |
3025.3 |
3025.3 |
3025.3 |
3025.3 |
+61.7 |
6 |
1,085 |
+0 |
Total Volume and Open Interest |
38,466 |
103,877 |
-5 |
Platinum(NYMEX) |
Jan12 |
120117 |
1498.1 |
1531.2 |
1497.6 |
1526.7 |
+39.9 |
43 |
88 |
-27 |
Apr12 |
120117 |
1493.6 |
1538.4 |
1418.3 |
1528.7 |
+39.9 |
7,658 |
42,180 |
-163 |
Jul12 |
120117 |
1493.2 |
1536.5 |
1493.2 |
1531.6 |
+39.3 |
34 |
1,080 |
+27 |
Oct12 |
120117 |
1535.2 |
1535.2 |
1535.2 |
1535.2 |
+39.3 |
3 |
126 |
+0 |
Total Volume and Open Interest |
7,738 |
43,475 |
-163 |
Palladium(NYMEX) |
Mar12 |
120117 |
633.25 |
8.34 |
631.05 |
0.14 |
-634.91 |
3,854 |
17,194 |
-194 |
Jun12 |
120117 |
9.84 |
9.84 |
1.69 |
1.69 |
-634.91 |
9 |
559 |
+4 |
Sep12 |
120117 |
1.64 |
2.89 |
1.64 |
2.89 |
-634.91 |
0 |
140 |
+0 |
Total Volume and Open Interest |
3,863 |
17,893 |
-190 |
Copper(CMX) |
Mar12 |
120117 |
363.40 |
375.90 |
359.40 |
372.95 |
+9.25 |
61,166 |
71,721 |
-940 |
May12 |
120117 |
363.75 |
376.65 |
341.75 |
373.95 |
+9.30 |
8,081 |
21,134 |
-784 |
Jul12 |
120117 |
362.65 |
376.15 |
342.55 |
374.85 |
+9.30 |
3,333 |
15,860 |
+1,685 |
Sep12 |
120117 |
365.65 |
376.35 |
365.65 |
375.50 |
+9.25 |
1,235 |
3,620 |
+50 |
Dec12 |
120117 |
376.15 |
376.95 |
374.00 |
376.05 |
+9.25 |
822 |
5,345 |
+578 |
Total Volume and Open Interest |
75,089 |
127,802 |
+610 |
DJIA Index(CBOT) |
Mar12 |
120117 |
12367 |
12515 |
12331 |
12420 |
+30 |
329 |
11,231 |
-11 |
Jun12 |
120117 |
12350 |
12350 |
12320 |
12350 |
+30 |
150 |
304 |
+0 |
Sep12 |
120117 |
12287 |
12287 |
12257 |
12287 |
+30 |
|
|
|
Dec12 |
120117 |
12210 |
12210 |
12180 |
12210 |
+30 |
|
|
|
Total Volume and Open Interest |
479 |
11,535 |
-11 |
E-mini DJIA Index(CBOT) |
Mar12 |
120117 |
12350 |
12514 |
12327 |
12420 |
+30 |
95,097 |
101,625 |
+867 |
Jun12 |
120117 |
12300 |
12420 |
12265 |
12350 |
+30 |
9 |
75 |
-2 |
Sep12 |
120117 |
12287 |
12287 |
12287 |
12287 |
+30 |
0 |
10 |
+0 |
Dec12 |
120117 |
12210 |
12210 |
12210 |
12210 |
+30 |
|
|
|
Total Volume and Open Interest |
95,106 |
101,710 |
+865 |
S & P 500(CME) |
Mar12 |
120117 |
1285.00 |
1302.30 |
1267.70 |
1289.30 |
+0.40 |
8,513 |
234,197 |
+1,938 |
Jun12 |
120117 |
1283.70 |
1292.30 |
1280.30 |
1283.70 |
+0.40 |
43 |
2,709 |
-10 |
Sep12 |
120117 |
1283.00 |
1286.60 |
1274.60 |
1277.90 |
+0.30 |
3 |
1,065 |
+0 |
Dec12 |
120117 |
1272.30 |
1281.00 |
1269.00 |
1272.30 |
+0.30 |
0 |
202 |
+0 |
Total Volume and Open Interest |
8,559 |
238,173 |
+1,928 |
S & P 500 E-Mini(Globex) |
Mar12 |
120117 |
1285.25 |
1302.50 |
1281.25 |
1289.25 |
+0.25 |
1,755,528 |
2,593,643 |
-4,140 |
Jun12 |
120117 |
1279.25 |
1296.25 |
1276.25 |
1283.75 |
+0.50 |
1,371 |
14,934 |
+136 |
Total Volume and Open Interest |
1,756,994 |
2,608,868 |
-3,937 |
NASDAQ 100(CME) |
Mar12 |
120117 |
2369.50 |
2402.00 |
2325.30 |
2389.80 |
+16.30 |
225 |
10,438 |
+15 |
Jun12 |
120117 |
2385.30 |
2392.00 |
2385.30 |
2385.30 |
+15.80 |
|
|
|
Sep12 |
120117 |
2382.80 |
2384.00 |
2382.80 |
2382.80 |
+15.80 |
|
|
|
Total Volume and Open Interest |
225 |
10,438 |
+15 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120117 |
2367.30 |
2401.00 |
2361.50 |
2389.80 |
+16.30 |
160,555 |
319,406 |
+6,699 |
Jun12 |
120117 |
2377.00 |
2394.50 |
2377.00 |
2385.30 |
+15.80 |
112 |
175 |
+104 |
Total Volume and Open Interest |
160,667 |
319,585 |
+6,803 |
S & P Midcap 400(CME) |
Mar12 |
120117 |
907.20 |
916.00 |
907.20 |
907.20 |
+0.50 |
0 |
1,023 |
+0 |
Jun12 |
120117 |
905.20 |
905.20 |
903.00 |
905.20 |
+0.50 |
|
|
|
Sep12 |
120117 |
903.20 |
903.20 |
901.00 |
903.20 |
+0.50 |
|
|
|
Total Volume and Open Interest |
0 |
1,023 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120117 |
8455 |
8510 |
8355 |
8480 |
+10 |
5,830 |
23,914 |
-15 |
Jun12 |
120117 |
8300 |
8425 |
8300 |
8425 |
+10 |
19 |
43 |
+16 |
Total Volume and Open Interest |
5,849 |
23,957 |
+1 |
Nikkei 225(SGX) |
Mar12 |
120117 |
8375 |
8475 |
8355 |
8465 |
-30 |
85,167 |
203,164 |
+5,913 |
Jun12 |
120117 |
8305 |
8395 |
8305 |
8390 |
-30 |
9 |
332 |
-6 |
Sep12 |
120117 |
8385 |
8385 |
8385 |
8385 |
-30 |
0 |
30 |
+0 |
Total Volume and Open Interest |
93,535 |
223,051 |
+11,150 |
CAC 40(EURONEXT) |
Jan12 |
120117 |
3224.5 |
3294.0 |
3224.5 |
3269.5 |
+73.0 |
80,391 |
279,018 |
-8,199 |
Feb12 |
120117 |
3221.0 |
3293.5 |
3221.0 |
3269.5 |
+72.5 |
1,029 |
7,350 |
+995 |
Mar12 |
120117 |
3243.0 |
3294.0 |
3243.0 |
3270.0 |
+73.0 |
283 |
20,251 |
-4 |
Total Volume and Open Interest |
81,703 |
306,669 |
-7,208 |
Hang Seng Index(HKFE) |
Jan12 |
120117 |
19148 |
19697 |
19138 |
19686 |
+412 |
67,605 |
84,563 |
-831 |
Feb12 |
120117 |
19122 |
19698 |
19122 |
19697 |
+420 |
527 |
1,651 |
+243 |
Mar12 |
120117 |
19144 |
19630 |
19093 |
19624 |
+410 |
664 |
3,855 |
+60 |
Total Volume and Open Interest |
68,881 |
92,077 |
-512 |
DAX(EUREX) |
Mar12 |
120117 |
6278.0 |
6349.0 |
6267.5 |
6327.5 |
+193.0 |
158,400 |
156,687 |
+2,442 |
Jun12 |
120117 |
6297.0 |
6355.0 |
6294.0 |
6339.5 |
+192.5 |
347 |
5,667 |
+10 |
Sep12 |
120117 |
6355.5 |
6355.5 |
6327.0 |
6346.5 |
+193.0 |
22 |
529 |
+1 |
Total Volume and Open Interest |
158,769 |
162,883 |
+2,453 |
FT-SE 100(EURONEXT) |
Mar12 |
120117 |
5630.50 |
5681.50 |
5630.00 |
5650.50 |
+68.50 |
104,620 |
626,540 |
+5,363 |
Jun12 |
120117 |
5632.50 |
5632.50 |
5603.00 |
5603.00 |
+69.50 |
519 |
5,258 |
-14 |
Sep12 |
120117 |
5570.50 |
5570.50 |
5570.50 |
5570.50 |
+68.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
105,139 |
631,808 |
+5,349 |
SPI 200(SFE) |
Mar12 |
120117 |
4122.0 |
4194.0 |
4115.0 |
4186.0 |
+6.0 |
20,934 |
194,200 |
+320 |
Jun12 |
120117 |
4195.0 |
4195.0 |
4195.0 |
4195.0 |
+6.0 |
20 |
1,979 |
-68 |
Sep12 |
120117 |
4159.0 |
4159.0 |
4159.0 |
4159.0 |
+5.0 |
42 |
1,124 |
+40 |
Total Volume and Open Interest |
21,113 |
200,414 |
+215 |
GSCI(CME) |
Feb12 |
120117 |
661.50 |
661.80 |
655.35 |
661.00 |
+9.00 |
2,026 |
6,850 |
+1,670 |
Mar12 |
120117 |
664.00 |
664.00 |
664.00 |
664.00 |
+9.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,010 |
9,488 |
+124 |
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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