|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue January 24, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120124 |
1213.75 |
1229.50 |
1203.75 |
1220.00 |
+2.50 |
87,860 |
201,488 |
+908 |
May12 |
120124 |
1222.00 |
1238.00 |
1212.00 |
1228.75 |
+3.25 |
22,987 |
96,276 |
+2,200 |
Jul12 |
120124 |
1230.50 |
1246.75 |
1221.00 |
1238.00 |
+3.75 |
28,606 |
91,982 |
+302 |
Aug12 |
120124 |
1222.00 |
1240.00 |
1218.00 |
1234.00 |
+4.00 |
327 |
2,383 |
+27 |
Sep12 |
120124 |
1213.25 |
1227.50 |
1213.00 |
1222.50 |
+5.00 |
265 |
1,762 |
-7 |
Nov12 |
120124 |
1202.50 |
1221.00 |
1194.50 |
1213.00 |
+5.50 |
10,417 |
65,590 |
+629 |
Jan13 |
120124 |
1214.00 |
1225.00 |
1206.75 |
1220.00 |
+5.75 |
502 |
14,677 |
+40 |
Mar13 |
120124 |
1219.75 |
1227.00 |
1218.50 |
1227.00 |
+8.00 |
62 |
1,403 |
+18 |
May13 |
120124 |
1215.75 |
1226.25 |
1215.75 |
1226.25 |
+7.75 |
42 |
483 |
+35 |
Jul13 |
120124 |
1218.75 |
1231.25 |
1218.75 |
1228.00 |
+7.50 |
25 |
1,112 |
+6 |
Aug13 |
120124 |
1223.75 |
1223.75 |
1215.75 |
1223.75 |
+8.00 |
0 |
2 |
+0 |
Sep13 |
120124 |
1202.00 |
1202.00 |
1194.00 |
1202.00 |
+8.00 |
|
|
|
Nov13 |
120124 |
1176.75 |
1193.50 |
1176.75 |
1190.00 |
+8.00 |
31 |
2,614 |
+20 |
Jan14 |
120124 |
1196.75 |
1196.75 |
1188.75 |
1196.75 |
+8.00 |
0 |
30 |
+0 |
Total Volume and Open Interest |
151,124 |
480,177 |
+4,178 |
Soybean Meal(CBOT) |
Mar12 |
120124 |
320.70 |
327.30 |
318.20 |
323.50 |
+2.50 |
36,635 |
89,424 |
-3,918 |
May12 |
120124 |
322.70 |
329.00 |
320.40 |
325.30 |
+2.50 |
9,296 |
33,728 |
+35 |
Jul12 |
120124 |
324.40 |
331.20 |
323.00 |
327.50 |
+2.60 |
6,078 |
30,195 |
+396 |
Aug12 |
120124 |
323.00 |
329.80 |
322.30 |
326.40 |
+2.60 |
680 |
6,418 |
+103 |
Sep12 |
120124 |
320.90 |
327.40 |
320.70 |
324.30 |
+2.60 |
183 |
5,813 |
+7 |
Oct12 |
120124 |
315.60 |
319.10 |
315.60 |
319.10 |
+2.70 |
133 |
3,625 |
+35 |
Dec12 |
120124 |
315.00 |
321.20 |
313.00 |
317.70 |
+2.60 |
1,716 |
21,529 |
+200 |
Jan13 |
120124 |
319.10 |
319.10 |
316.50 |
319.10 |
+2.60 |
50 |
1,732 |
-13 |
Mar13 |
120124 |
320.20 |
322.00 |
319.40 |
322.00 |
+2.60 |
49 |
2,211 |
+12 |
May13 |
120124 |
322.90 |
322.90 |
320.30 |
322.90 |
+2.60 |
19 |
1,282 |
+4 |
Total Volume and Open Interest |
54,844 |
197,245 |
-3,085 |
Soybean Oil(CBOT) |
Mar12 |
120124 |
51.44 |
51.59 |
51.00 |
51.35 |
-0.07 |
54,713 |
156,155 |
+2,888 |
May12 |
120124 |
51.90 |
52.01 |
51.43 |
51.78 |
-0.07 |
16,460 |
65,209 |
+4,407 |
Jul12 |
120124 |
52.31 |
52.41 |
51.87 |
52.21 |
-0.05 |
11,026 |
44,323 |
+2,206 |
Aug12 |
120124 |
52.37 |
52.48 |
51.94 |
52.31 |
-0.04 |
202 |
6,233 |
-41 |
Sep12 |
120124 |
52.43 |
52.55 |
52.19 |
52.41 |
-0.02 |
167 |
5,270 |
+26 |
Oct12 |
120124 |
52.26 |
52.50 |
52.26 |
52.43 |
unch |
268 |
5,455 |
-108 |
Dec12 |
120124 |
52.50 |
52.69 |
52.23 |
52.63 |
+0.10 |
2,847 |
26,898 |
+610 |
Jan13 |
120124 |
52.78 |
52.78 |
52.68 |
52.78 |
+0.10 |
211 |
370 |
+200 |
Mar13 |
120124 |
52.78 |
53.03 |
52.78 |
53.03 |
+0.10 |
10 |
278 |
+10 |
May13 |
120124 |
53.13 |
53.13 |
53.03 |
53.13 |
+0.10 |
0 |
119 |
+0 |
Total Volume and Open Interest |
85,947 |
311,307 |
+10,237 |
Canola(WCE) |
Mar12 |
120124 |
527.2 |
530.7 |
523.9 |
526.0 |
-0.9 |
5,929 |
78,606 |
+378 |
May12 |
120124 |
529.8 |
536.1 |
528.6 |
531.8 |
+0.2 |
3,394 |
30,578 |
+755 |
Jul12 |
120124 |
529.5 |
535.2 |
527.6 |
531.1 |
unch |
1,163 |
18,984 |
+373 |
Nov12 |
120124 |
505.8 |
511.9 |
504.0 |
507.8 |
unch |
1,151 |
24,962 |
+509 |
Jan13 |
120124 |
510.9 |
514.1 |
510.9 |
513.2 |
unch |
28 |
1,057 |
+15 |
Total Volume and Open Interest |
11,710 |
154,690 |
+2,073 |
Corn(CBOT) |
Mar12 |
120124 |
619.50 |
636.00 |
614.50 |
630.25 |
+10.25 |
145,652 |
444,379 |
-4,505 |
May12 |
120124 |
625.00 |
640.50 |
620.50 |
635.25 |
+9.50 |
36,630 |
233,478 |
-696 |
Jul12 |
120124 |
629.00 |
644.00 |
624.50 |
638.50 |
+8.75 |
48,662 |
202,288 |
+2,775 |
Sep12 |
120124 |
579.75 |
588.25 |
574.25 |
586.25 |
+6.00 |
7,514 |
58,648 |
+1,738 |
Dec12 |
120124 |
555.00 |
564.75 |
550.00 |
562.50 |
+6.25 |
25,845 |
208,248 |
+659 |
Mar13 |
120124 |
568.00 |
577.00 |
563.25 |
574.75 |
+6.00 |
826 |
40,618 |
+429 |
May13 |
120124 |
572.00 |
581.75 |
571.25 |
581.75 |
+6.00 |
82 |
1,973 |
-6 |
Jul13 |
120124 |
576.50 |
587.75 |
575.50 |
587.00 |
+6.00 |
223 |
2,556 |
-85 |
Sep13 |
120124 |
561.00 |
564.00 |
560.75 |
564.00 |
+3.25 |
5 |
579 |
-5 |
Dec13 |
120124 |
546.50 |
555.00 |
546.50 |
553.50 |
+3.25 |
718 |
16,634 |
+141 |
Total Volume and Open Interest |
266,217 |
1,211,669 |
+461 |
Wheat(CBOT) |
Mar12 |
120124 |
620.00 |
638.00 |
614.00 |
633.50 |
+13.75 |
49,910 |
193,025 |
+976 |
May12 |
120124 |
637.25 |
652.00 |
632.75 |
650.75 |
+13.00 |
16,405 |
81,998 |
-890 |
Jul12 |
120124 |
653.75 |
667.50 |
649.00 |
666.25 |
+12.00 |
14,384 |
93,268 |
-252 |
Sep12 |
120124 |
672.00 |
683.25 |
666.75 |
683.00 |
+10.25 |
1,501 |
29,847 |
-159 |
Dec12 |
120124 |
690.00 |
702.25 |
685.25 |
701.25 |
+9.00 |
4,619 |
50,786 |
+97 |
Mar13 |
120124 |
706.75 |
718.75 |
706.75 |
718.25 |
+9.00 |
590 |
3,283 |
+165 |
Total Volume and Open Interest |
88,628 |
457,159 |
+359 |
Wheat(KCBT) |
Mar12 |
120124 |
673.50 |
690.00 |
669.00 |
686.00 |
+12.50 |
7,089 |
59,160 |
-340 |
May12 |
120124 |
681.25 |
698.75 |
679.75 |
695.25 |
+12.25 |
1,677 |
20,785 |
+40 |
Jul12 |
120124 |
692.00 |
707.50 |
689.00 |
704.25 |
+12.00 |
3,795 |
42,073 |
-910 |
Sep12 |
120124 |
704.00 |
720.25 |
701.50 |
717.75 |
+11.75 |
471 |
8,318 |
+236 |
Dec12 |
120124 |
723.50 |
739.25 |
721.50 |
737.00 |
+11.50 |
989 |
11,478 |
+3 |
Mar13 |
120124 |
738.50 |
752.25 |
738.50 |
750.50 |
+11.00 |
28 |
450 |
+9 |
Total Volume and Open Interest |
14,069 |
142,623 |
-961 |
Wheat(MGE) |
Mar12 |
120124 |
803.00 |
812.75 |
801.75 |
803.75 |
+0.50 |
1,535 |
14,424 |
-93 |
May12 |
120124 |
786.00 |
798.00 |
786.00 |
791.00 |
+5.00 |
799 |
9,249 |
+216 |
Jul12 |
120124 |
783.00 |
789.25 |
783.00 |
784.25 |
+5.75 |
720 |
8,436 |
+98 |
Sep12 |
120124 |
758.50 |
770.00 |
756.75 |
764.50 |
+6.50 |
362 |
5,527 |
+57 |
Dec12 |
120124 |
761.75 |
775.00 |
760.50 |
770.75 |
+8.75 |
372 |
4,157 |
+53 |
Total Volume and Open Interest |
3,805 |
42,091 |
+341 |
Oats(CBOT) |
Mar12 |
120124 |
294.50 |
298.50 |
292.00 |
294.50 |
-1.00 |
913 |
9,197 |
-475 |
May12 |
120124 |
296.00 |
301.00 |
295.50 |
296.00 |
-1.00 |
244 |
3,339 |
+80 |
Jul12 |
120124 |
304.50 |
305.75 |
300.00 |
301.00 |
+1.00 |
23 |
259 |
-4 |
Sep12 |
120124 |
306.75 |
306.75 |
300.00 |
306.75 |
+6.75 |
0 |
32 |
+0 |
Total Volume and Open Interest |
1,606 |
13,551 |
+11 |
Rough Rice(CBOT) |
Mar12 |
120124 |
14.68 |
14.71 |
14.44 |
14.61 |
-0.07 |
230 |
11,969 |
-44 |
May12 |
120124 |
14.89 |
14.98 |
14.74 |
14.90 |
-0.06 |
30 |
1,032 |
+19 |
Jul12 |
120124 |
15.06 |
15.20 |
15.05 |
15.16 |
-0.03 |
6 |
661 |
+6 |
Sep12 |
120124 |
15.02 |
15.16 |
15.01 |
15.07 |
-0.13 |
0 |
247 |
+0 |
Total Volume and Open Interest |
266 |
13,914 |
-19 |
Live Cattle(CME) |
Feb12 |
120124 |
124.650 |
125.950 |
124.635 |
125.800 |
+1.200 |
22,855 |
67,219 |
-7,308 |
Apr12 |
120124 |
128.325 |
129.450 |
128.235 |
129.185 |
+1.000 |
21,999 |
126,653 |
+810 |
Jun12 |
120124 |
127.035 |
127.950 |
126.930 |
127.500 |
+0.500 |
11,262 |
86,300 |
+1,653 |
Aug12 |
120124 |
127.950 |
129.200 |
127.950 |
129.185 |
+1.055 |
5,341 |
30,770 |
+1,008 |
Oct12 |
120124 |
130.500 |
131.700 |
130.400 |
131.685 |
+1.035 |
1,909 |
12,381 |
+344 |
Dec12 |
120124 |
131.050 |
132.050 |
131.035 |
132.050 |
+0.750 |
959 |
7,140 |
+310 |
Total Volume and Open Interest |
64,611 |
332,553 |
-3,032 |
Feeder Cattle(CME) |
Jan12 |
120124 |
151.950 |
152.350 |
151.900 |
152.325 |
+0.425 |
749 |
2,695 |
-358 |
Mar12 |
120124 |
153.700 |
155.100 |
153.630 |
154.880 |
+1.130 |
2,655 |
19,379 |
+454 |
Apr12 |
120124 |
155.400 |
156.800 |
155.130 |
156.785 |
+1.385 |
998 |
5,865 |
+187 |
May12 |
120124 |
156.250 |
157.550 |
156.100 |
157.535 |
+1.210 |
1,022 |
5,932 |
+158 |
Aug12 |
120124 |
157.650 |
158.880 |
157.500 |
158.825 |
+1.140 |
1,151 |
6,610 |
+382 |
Sep12 |
120124 |
157.500 |
158.750 |
157.500 |
158.750 |
+1.150 |
110 |
1,198 |
+31 |
Oct12 |
120124 |
157.630 |
158.650 |
157.550 |
158.650 |
+1.250 |
47 |
525 |
+28 |
Total Volume and Open Interest |
6,762 |
42,413 |
+897 |
Lean Hogs(CME) |
Feb12 |
120124 |
86.330 |
86.885 |
85.550 |
86.035 |
-0.445 |
13,050 |
36,014 |
-765 |
Apr12 |
120124 |
88.500 |
89.250 |
87.750 |
87.850 |
-0.650 |
12,880 |
92,934 |
+1,888 |
May12 |
120124 |
96.250 |
96.600 |
95.800 |
95.800 |
-0.450 |
36 |
2,389 |
+4 |
Jun12 |
120124 |
97.535 |
98.600 |
97.500 |
97.800 |
+0.150 |
4,057 |
55,855 |
+1,248 |
Jul12 |
120124 |
97.250 |
97.930 |
97.250 |
97.750 |
+0.500 |
1,213 |
15,545 |
+106 |
Aug12 |
120124 |
96.700 |
97.300 |
96.000 |
96.350 |
-0.350 |
1,739 |
19,449 |
+342 |
Oct12 |
120124 |
86.480 |
86.850 |
86.250 |
86.580 |
+0.180 |
779 |
14,637 |
+68 |
Dec12 |
120124 |
82.200 |
82.600 |
82.000 |
82.450 |
+0.150 |
687 |
7,336 |
+325 |
Total Volume and Open Interest |
34,950 |
246,718 |
+3,588 |
Class III Milk(CME) |
Jan12 |
120124 |
17.09 |
17.10 |
17.09 |
17.10 |
+0.01 |
79 |
4,212 |
-12 |
Feb12 |
120124 |
16.30 |
16.60 |
16.27 |
16.50 |
+0.22 |
411 |
5,306 |
+38 |
Mar12 |
120124 |
16.53 |
16.95 |
16.49 |
16.82 |
+0.28 |
355 |
5,128 |
+33 |
Apr12 |
120124 |
16.56 |
16.89 |
16.56 |
16.82 |
+0.26 |
102 |
3,201 |
+24 |
May12 |
120124 |
16.76 |
16.92 |
16.76 |
16.83 |
+0.09 |
58 |
2,928 |
+2 |
Total Volume and Open Interest |
1,132 |
32,770 |
+117 |
Cocoa(ICE) |
Mar12 |
120124 |
2269 |
2425 |
2257 |
2413 |
+144 |
11,302 |
73,895 |
-181 |
May12 |
120124 |
2300 |
2448 |
2280 |
2434 |
+143 |
3,976 |
36,009 |
-425 |
Jul12 |
120124 |
2328 |
2465 |
2301 |
2454 |
+143 |
2,179 |
21,320 |
+1,384 |
Sep12 |
120124 |
2333 |
2483 |
2321 |
2473 |
+142 |
346 |
15,040 |
+131 |
Dec12 |
120124 |
2358 |
2503 |
2341 |
2493 |
+140 |
787 |
14,774 |
-481 |
Mar13 |
120124 |
2363 |
2520 |
2359 |
2511 |
+137 |
804 |
5,974 |
+439 |
May13 |
120124 |
2389 |
2527 |
2387 |
2525 |
+138 |
45 |
2,495 |
-23 |
Total Volume and Open Interest |
19,443 |
170,288 |
+845 |
Coffee "C"(ICE) |
Mar12 |
120124 |
219.75 |
221.30 |
217.55 |
220.45 |
+1.00 |
10,815 |
52,455 |
-895 |
May12 |
120124 |
222.65 |
224.25 |
220.65 |
223.50 |
+0.95 |
4,203 |
29,294 |
+448 |
Jul12 |
120124 |
225.75 |
226.75 |
223.60 |
226.40 |
+0.95 |
1,869 |
13,361 |
+779 |
Sep12 |
120124 |
228.65 |
229.05 |
226.60 |
229.00 |
+0.95 |
795 |
7,697 |
+373 |
Dec12 |
120124 |
230.40 |
231.65 |
230.10 |
231.65 |
+1.00 |
158 |
7,240 |
+1 |
Mar13 |
120124 |
233.20 |
234.35 |
231.95 |
234.35 |
+1.00 |
107 |
1,046 |
+33 |
Total Volume and Open Interest |
17,983 |
111,667 |
+745 |
Orange Juice(ICE) |
Mar12 |
120124 |
218.95 |
221.00 |
210.15 |
218.00 |
-1.95 |
1,200 |
19,442 |
-852 |
May12 |
120124 |
197.90 |
199.00 |
192.10 |
196.45 |
-3.15 |
1,012 |
4,350 |
+208 |
Jul12 |
120124 |
190.85 |
190.85 |
185.55 |
187.45 |
-5.25 |
142 |
1,053 |
+6 |
Sep12 |
120124 |
183.95 |
183.95 |
183.95 |
183.95 |
-5.70 |
20 |
353 |
+0 |
Nov12 |
120124 |
176.35 |
181.00 |
176.35 |
179.40 |
-6.75 |
0 |
158 |
+0 |
Jan13 |
120124 |
177.55 |
177.55 |
177.55 |
177.55 |
-7.80 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,374 |
25,365 |
-638 |
Sugar #11(ICE) |
Mar12 |
120124 |
24.87 |
25.21 |
24.74 |
24.89 |
-0.07 |
53,923 |
212,287 |
-5,858 |
May12 |
120124 |
24.29 |
24.50 |
24.14 |
24.27 |
-0.04 |
35,072 |
113,042 |
+5,597 |
Jul12 |
120124 |
23.68 |
23.83 |
23.54 |
23.67 |
-0.02 |
22,407 |
134,021 |
+1,734 |
Oct12 |
120124 |
23.86 |
24.00 |
23.78 |
23.91 |
unch |
6,146 |
69,619 |
+971 |
Mar13 |
120124 |
24.26 |
24.42 |
24.22 |
24.36 |
+0.02 |
3,971 |
45,086 |
+1,343 |
Total Volume and Open Interest |
123,637 |
629,186 |
+3,913 |
London Cocoa(LCE) |
Mar12 |
120124 |
1493 |
1587 |
1477 |
1584 |
+101 |
6,107 |
67,945 |
+33 |
May12 |
120124 |
1507 |
1597 |
1491 |
1595 |
+98 |
1,784 |
23,904 |
-181 |
Jul12 |
120124 |
1521 |
1611 |
1506 |
1610 |
+97 |
849 |
31,030 |
-299 |
Sep12 |
120124 |
1532 |
1625 |
1520 |
1623 |
+96 |
671 |
23,970 |
+95 |
Dec12 |
120124 |
1544 |
1634 |
1530 |
1631 |
+94 |
1,102 |
17,826 |
+124 |
Mar13 |
120124 |
1552 |
1640 |
1540 |
1640 |
+97 |
304 |
10,156 |
+13 |
May13 |
120124 |
1550 |
1646 |
1550 |
1646 |
+95 |
900 |
5,560 |
-20 |
Total Volume and Open Interest |
12,217 |
181,886 |
-235 |
London Sugar(LCE) |
Mar12 |
120124 |
652.50 |
658.30 |
651.80 |
657.70 |
+6.50 |
3,015 |
29,296 |
-269 |
May12 |
120124 |
631.90 |
637.00 |
631.50 |
636.70 |
+5.90 |
2,668 |
15,846 |
+871 |
Aug12 |
120124 |
618.70 |
622.70 |
618.70 |
622.00 |
+4.30 |
886 |
14,176 |
+145 |
Oct12 |
120124 |
617.40 |
621.50 |
617.40 |
621.00 |
+3.90 |
614 |
5,114 |
+50 |
Dec12 |
120124 |
620.80 |
622.00 |
619.90 |
622.00 |
+4.20 |
389 |
1,913 |
-5 |
Total Volume and Open Interest |
7,850 |
68,142 |
+912 |
Cotton(ICE) |
Mar12 |
120124 |
99.00 |
99.47 |
97.13 |
98.18 |
-1.19 |
9,072 |
77,816 |
-89 |
May12 |
120124 |
99.15 |
99.54 |
97.41 |
98.54 |
-0.92 |
4,639 |
33,116 |
+233 |
Jul12 |
120124 |
99.15 |
99.42 |
97.50 |
98.65 |
-0.72 |
2,453 |
30,211 |
+545 |
Oct12 |
120124 |
97.65 |
97.65 |
97.65 |
97.65 |
-0.30 |
1 |
89 |
+0 |
Dec12 |
120124 |
94.23 |
95.05 |
94.00 |
94.41 |
-0.56 |
476 |
15,773 |
+135 |
Mar13 |
120124 |
95.59 |
95.60 |
94.79 |
94.89 |
-0.66 |
12 |
473 |
+0 |
Total Volume and Open Interest |
16,654 |
158,439 |
+825 |
Lumber(CME) |
Mar12 |
120124 |
240.5 |
240.5 |
234.6 |
235.3 |
-5.8 |
422 |
6,456 |
+138 |
May12 |
120124 |
256.0 |
256.0 |
250.0 |
250.1 |
-7.6 |
141 |
2,122 |
+24 |
Jul12 |
120124 |
265.5 |
265.5 |
261.0 |
262.6 |
-4.4 |
44 |
596 |
-23 |
Sep12 |
120124 |
267.0 |
267.0 |
267.0 |
267.0 |
-5.8 |
2 |
258 |
+0 |
Total Volume and Open Interest |
609 |
9,465 |
+139 |
Crude Oil(NYM) |
Mar12 |
120124 |
99.88 |
100.18 |
98.25 |
98.95 |
-0.63 |
304,986 |
304,838 |
+1,586 |
Apr12 |
120124 |
100.10 |
100.41 |
98.56 |
99.29 |
-0.57 |
83,872 |
90,794 |
-590 |
May12 |
120124 |
100.54 |
100.66 |
98.93 |
99.66 |
-0.52 |
56,056 |
91,825 |
+3,907 |
Jun12 |
120124 |
100.48 |
100.80 |
99.26 |
99.99 |
-0.48 |
60,837 |
95,324 |
-4,183 |
Jul12 |
120124 |
100.71 |
101.15 |
99.53 |
100.22 |
-0.42 |
17,845 |
46,865 |
-2,010 |
Aug12 |
120124 |
100.47 |
100.54 |
99.79 |
100.33 |
-0.36 |
10,099 |
38,605 |
-533 |
Sep12 |
120124 |
100.86 |
100.86 |
100.02 |
100.36 |
-0.31 |
13,315 |
39,337 |
-52 |
Oct12 |
120124 |
100.19 |
100.36 |
100.17 |
100.36 |
-0.26 |
7,907 |
32,098 |
-1,436 |
Nov12 |
120124 |
100.92 |
100.92 |
100.28 |
100.36 |
-0.22 |
5,622 |
32,024 |
+72 |
Dec12 |
120124 |
100.57 |
100.84 |
99.51 |
100.34 |
-0.18 |
48,950 |
187,852 |
+2,669 |
Jan13 |
120124 |
100.06 |
100.16 |
100.06 |
100.16 |
-0.14 |
2,568 |
30,211 |
+152 |
Feb13 |
120124 |
99.91 |
99.97 |
99.91 |
99.97 |
-0.10 |
915 |
15,618 |
-261 |
Mar13 |
120124 |
99.22 |
99.76 |
99.22 |
99.76 |
-0.06 |
1,082 |
14,486 |
-246 |
Apr13 |
120124 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.02 |
799 |
6,981 |
+79 |
May13 |
120124 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.01 |
461 |
7,201 |
-19 |
Jun13 |
120124 |
98.41 |
99.02 |
98.27 |
99.02 |
+0.05 |
7,477 |
47,361 |
+441 |
Total Volume and Open Interest |
652,751 |
1,335,097 |
-17,278 |
e-miNY Crude Oil(NYM) |
Jan12 |
111219 |
93.625 |
94.400 |
92.575 |
93.875 |
+0.350 |
5,418 |
1,100 |
-204 |
Feb12 |
120119 |
101.100 |
102.075 |
100.050 |
100.400 |
-0.200 |
6,357 |
1,305 |
-91 |
Mar12 |
120124 |
99.875 |
100.175 |
98.275 |
98.950 |
-0.625 |
7,172 |
1,461 |
+84 |
Apr12 |
120124 |
100.025 |
100.300 |
98.600 |
99.300 |
-0.550 |
302 |
248 |
-11 |
May12 |
120124 |
100.400 |
100.550 |
99.025 |
99.650 |
-0.525 |
28 |
43 |
+6 |
Jun12 |
120124 |
100.225 |
100.225 |
99.400 |
100.000 |
-0.475 |
4 |
17 |
+2 |
Jul12 |
120124 |
100.225 |
100.225 |
100.225 |
100.225 |
-0.425 |
1 |
9 |
+0 |
Aug12 |
120124 |
100.050 |
100.325 |
100.050 |
100.325 |
-0.375 |
1 |
7 |
+1 |
Sep12 |
120124 |
100.350 |
100.350 |
100.350 |
100.350 |
-0.325 |
0 |
1 |
+0 |
Oct12 |
120124 |
100.350 |
100.350 |
100.350 |
100.350 |
-0.275 |
0 |
9 |
+0 |
Total Volume and Open Interest |
7,508 |
2,016 |
+82 |
Heating Oil(NYM) |
Feb12 |
120124 |
302.04 |
303.90 |
301.04 |
302.42 |
+1.44 |
38,285 |
48,738 |
-2,676 |
Mar12 |
120124 |
301.39 |
303.05 |
300.47 |
301.51 |
+1.16 |
48,461 |
70,203 |
+2,503 |
Apr12 |
120124 |
299.90 |
301.40 |
298.63 |
299.51 |
+0.73 |
16,787 |
31,525 |
+905 |
May12 |
120124 |
297.89 |
298.74 |
296.80 |
297.41 |
+0.51 |
8,475 |
26,059 |
+785 |
Jun12 |
120124 |
296.96 |
297.77 |
295.26 |
296.11 |
+0.22 |
14,939 |
42,186 |
-401 |
Jul12 |
120124 |
297.20 |
297.96 |
295.73 |
296.12 |
unch |
1,774 |
11,575 |
-18 |
Aug12 |
120124 |
298.49 |
298.49 |
296.52 |
296.52 |
-0.14 |
867 |
4,436 |
+188 |
Sep12 |
120124 |
298.20 |
299.34 |
296.99 |
297.17 |
-0.21 |
1,385 |
10,208 |
+22 |
Oct12 |
120124 |
299.00 |
299.02 |
297.50 |
297.96 |
-0.21 |
318 |
3,595 |
+112 |
Nov12 |
120124 |
300.48 |
300.48 |
298.50 |
298.70 |
-0.21 |
772 |
2,699 |
+347 |
Dec12 |
120124 |
300.20 |
301.40 |
298.88 |
299.40 |
-0.21 |
2,367 |
20,916 |
-139 |
Jan13 |
120124 |
299.50 |
300.00 |
299.50 |
300.00 |
-0.16 |
62 |
3,126 |
-3 |
Total Volume and Open Interest |
134,547 |
276,529 |
+1,641 |
Gasoline(NYMEX) |
Feb12 |
120124 |
278.31 |
281.57 |
276.21 |
280.50 |
+2.71 |
27,903 |
38,532 |
-4,061 |
Mar12 |
120124 |
279.59 |
282.13 |
276.98 |
281.05 |
+2.49 |
39,951 |
92,455 |
+5,219 |
Apr12 |
120124 |
292.64 |
295.17 |
290.64 |
293.99 |
+1.61 |
18,434 |
46,031 |
+2,654 |
May12 |
120124 |
292.30 |
293.65 |
289.99 |
292.64 |
+1.18 |
11,376 |
33,108 |
+710 |
Jun12 |
120124 |
289.20 |
290.60 |
287.00 |
289.79 |
+0.91 |
11,497 |
40,040 |
+1,752 |
Jul12 |
120124 |
286.46 |
286.88 |
284.04 |
286.33 |
+0.81 |
4,871 |
19,734 |
+369 |
Aug12 |
120124 |
281.64 |
283.50 |
280.49 |
282.78 |
+0.73 |
1,886 |
12,782 |
+305 |
Sep12 |
120124 |
279.50 |
279.60 |
276.75 |
279.08 |
+0.70 |
2,009 |
11,609 |
+255 |
Oct12 |
120124 |
263.64 |
265.36 |
263.35 |
265.36 |
+0.51 |
1,569 |
8,082 |
+108 |
Nov12 |
120124 |
260.72 |
261.90 |
260.72 |
261.90 |
+0.30 |
618 |
3,871 |
-222 |
Total Volume and Open Interest |
122,467 |
329,764 |
+8,000 |
e-miNY RBOB Gasoline(NYM) |
Feb12 |
120124 |
280.50 |
280.50 |
280.50 |
280.50 |
+2.70 |
0 |
2 |
+0 |
Mar12 |
120124 |
281.10 |
281.10 |
281.05 |
281.10 |
+2.50 |
|
|
|
Apr12 |
120124 |
294.00 |
294.00 |
293.99 |
294.00 |
+1.60 |
|
|
|
May12 |
120124 |
292.60 |
292.64 |
292.60 |
292.60 |
+1.10 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Feb12 |
120124 |
2.577 |
2.650 |
2.512 |
2.554 |
+0.029 |
133,816 |
64,134 |
-12,692 |
Mar12 |
120124 |
2.629 |
2.704 |
2.555 |
2.601 |
+0.021 |
98,677 |
328,403 |
+2,162 |
Apr12 |
120124 |
2.777 |
2.851 |
2.712 |
2.754 |
+0.035 |
63,281 |
141,640 |
-5,188 |
May12 |
120124 |
2.870 |
2.950 |
2.810 |
2.848 |
+0.036 |
36,971 |
95,132 |
+2,263 |
Jun12 |
120124 |
2.929 |
3.027 |
2.886 |
2.920 |
+0.036 |
20,216 |
44,064 |
+531 |
Jul12 |
120124 |
2.976 |
3.089 |
2.946 |
2.979 |
+0.037 |
12,350 |
56,242 |
+755 |
Aug12 |
120124 |
3.015 |
3.117 |
2.973 |
3.006 |
+0.038 |
6,102 |
23,221 |
+236 |
Sep12 |
120124 |
3.030 |
3.121 |
2.976 |
3.009 |
+0.038 |
6,573 |
40,183 |
+155 |
Oct12 |
120124 |
3.049 |
3.165 |
3.018 |
3.051 |
+0.038 |
22,135 |
84,247 |
+1,968 |
Nov12 |
120124 |
3.211 |
3.320 |
3.190 |
3.216 |
+0.044 |
8,060 |
36,447 |
+130 |
Dec12 |
120124 |
3.499 |
3.600 |
3.473 |
3.498 |
+0.053 |
5,291 |
33,891 |
+782 |
Jan13 |
120124 |
3.605 |
3.760 |
3.592 |
3.618 |
+0.058 |
10,865 |
51,531 |
+838 |
Feb13 |
120124 |
3.628 |
3.772 |
3.597 |
3.623 |
+0.060 |
2,173 |
13,876 |
+146 |
Mar13 |
120124 |
3.582 |
3.697 |
3.570 |
3.593 |
+0.066 |
2,239 |
23,309 |
+970 |
Apr13 |
120124 |
3.533 |
3.700 |
3.533 |
3.550 |
+0.078 |
3,762 |
32,338 |
+1,024 |
May13 |
120124 |
3.571 |
3.723 |
3.559 |
3.576 |
+0.086 |
439 |
5,408 |
+158 |
Total Volume and Open Interest |
439,228 |
1,158,879 |
-3,674 |
Brent Crude Oil(ICE) |
Mar12 |
120124 |
110.84 |
111.11 |
109.70 |
110.03 |
-0.55 |
161,670 |
216,945 |
-8,076 |
Apr12 |
120124 |
110.65 |
111.01 |
109.63 |
110.00 |
-0.42 |
63,948 |
129,778 |
+7,297 |
May12 |
120124 |
110.53 |
110.90 |
109.56 |
109.96 |
-0.30 |
34,113 |
64,422 |
-84 |
Jun12 |
120124 |
110.13 |
110.75 |
109.43 |
109.87 |
-0.22 |
47,637 |
78,964 |
-266 |
Jul12 |
120124 |
110.01 |
110.37 |
109.36 |
109.72 |
-0.16 |
10,606 |
35,362 |
+1,276 |
Aug12 |
120124 |
109.61 |
110.10 |
109.10 |
109.46 |
-0.13 |
4,548 |
37,310 |
-8 |
Sep12 |
120124 |
109.19 |
109.70 |
108.70 |
109.09 |
-0.10 |
4,963 |
45,841 |
-226 |
Oct12 |
120124 |
108.81 |
109.34 |
108.36 |
108.76 |
-0.06 |
3,353 |
25,377 |
+149 |
Nov12 |
120124 |
108.45 |
108.99 |
108.03 |
108.45 |
-0.01 |
3,435 |
17,732 |
+469 |
Dec12 |
120124 |
108.06 |
108.75 |
107.58 |
108.11 |
+0.04 |
29,380 |
109,342 |
-839 |
Jan13 |
120124 |
107.83 |
107.90 |
107.75 |
107.75 |
+0.07 |
1,157 |
13,277 |
-41 |
Feb13 |
120124 |
107.50 |
107.50 |
107.38 |
107.38 |
+0.10 |
390 |
8,361 |
+97 |
Mar13 |
120124 |
107.03 |
107.03 |
107.03 |
107.03 |
+0.13 |
399 |
5,662 |
+154 |
Apr13 |
120124 |
106.63 |
106.63 |
106.63 |
106.63 |
+0.15 |
68 |
3,061 |
+10 |
Total Volume and Open Interest |
376,351 |
957,768 |
+777 |
Gas Oil(ICE) |
Feb12 |
120124 |
940.25 |
946.75 |
937.50 |
941.75 |
+4.75 |
44,000 |
96,284 |
-2,429 |
Mar12 |
120124 |
942.50 |
948.75 |
938.75 |
943.50 |
+4.00 |
64,712 |
105,267 |
-790 |
Apr12 |
120124 |
940.75 |
946.25 |
936.50 |
942.00 |
+3.00 |
33,450 |
53,025 |
-1,834 |
May12 |
120124 |
938.25 |
941.25 |
933.50 |
939.00 |
+2.00 |
19,931 |
45,581 |
+183 |
Jun12 |
120124 |
936.00 |
939.75 |
931.25 |
937.00 |
+1.50 |
14,508 |
48,364 |
+142 |
Jul12 |
120124 |
936.25 |
940.00 |
931.75 |
937.00 |
+1.25 |
2,561 |
19,296 |
-66 |
Aug12 |
120124 |
937.00 |
940.25 |
933.00 |
937.50 |
+1.00 |
1,833 |
18,653 |
+278 |
Sep12 |
120124 |
936.75 |
940.00 |
932.25 |
937.25 |
+1.00 |
1,276 |
18,970 |
+147 |
Oct12 |
120124 |
935.75 |
938.75 |
932.00 |
936.00 |
+1.00 |
982 |
12,102 |
-5 |
Nov12 |
120124 |
934.25 |
937.25 |
930.25 |
934.25 |
+0.75 |
988 |
8,529 |
+135 |
Total Volume and Open Interest |
190,905 |
505,745 |
-3,117 |
Ethanol(CBOT) |
Jan12 |
120105 |
2.195 |
2.195 |
2.185 |
2.185 |
-0.043 |
48 |
65 |
-37 |
Feb12 |
120124 |
2.145 |
2.181 |
2.145 |
2.175 |
+0.022 |
128 |
644 |
-9 |
Mar12 |
120124 |
2.174 |
2.205 |
2.174 |
2.196 |
+0.023 |
184 |
1,059 |
+9 |
Apr12 |
120124 |
2.199 |
2.228 |
2.199 |
2.215 |
+0.016 |
84 |
897 |
+53 |
May12 |
120124 |
2.228 |
2.250 |
2.224 |
2.241 |
+0.022 |
140 |
868 |
-85 |
Jun12 |
120124 |
2.260 |
2.260 |
2.258 |
2.258 |
+0.022 |
50 |
825 |
+0 |
Jul12 |
120124 |
2.260 |
2.270 |
2.245 |
2.261 |
+0.019 |
47 |
1,500 |
+10 |
Aug12 |
120124 |
2.249 |
2.265 |
2.235 |
2.252 |
+0.020 |
31 |
901 |
+17 |
Total Volume and Open Interest |
867 |
10,288 |
+115 |
WTI Crude Oil(ICE) |
Mar12 |
120124 |
99.75 |
100.16 |
98.26 |
98.95 |
-0.63 |
68,236 |
58,683 |
-1,650 |
Apr12 |
120124 |
100.00 |
100.43 |
98.59 |
99.29 |
-0.57 |
22,637 |
28,589 |
-1,260 |
May12 |
120124 |
100.40 |
100.61 |
98.95 |
99.66 |
-0.52 |
15,432 |
19,084 |
+3,799 |
Jun12 |
120124 |
100.46 |
100.71 |
99.26 |
99.99 |
-0.48 |
22,048 |
41,106 |
+7 |
Jul12 |
120124 |
100.62 |
100.88 |
99.99 |
100.22 |
-0.42 |
4,184 |
14,280 |
-378 |
Aug12 |
120124 |
100.67 |
100.67 |
100.02 |
100.33 |
-0.36 |
2,613 |
13,570 |
-471 |
Sep12 |
120124 |
100.90 |
100.90 |
99.58 |
100.36 |
-0.31 |
2,975 |
12,282 |
-192 |
Oct12 |
120124 |
100.83 |
100.83 |
99.57 |
100.36 |
-0.26 |
1,537 |
7,498 |
-18 |
Nov12 |
120124 |
100.78 |
100.78 |
99.56 |
100.36 |
-0.22 |
1,253 |
7,493 |
+105 |
Dec12 |
120124 |
100.57 |
100.72 |
99.53 |
100.34 |
-0.18 |
14,312 |
56,983 |
+2,925 |
Jan13 |
120124 |
100.16 |
100.16 |
100.16 |
100.16 |
-0.14 |
471 |
4,746 |
+148 |
Feb13 |
120124 |
99.97 |
99.97 |
99.97 |
99.97 |
-0.10 |
66 |
1,353 |
+28 |
Mar13 |
120124 |
99.76 |
99.76 |
99.76 |
99.76 |
-0.06 |
4 |
1,771 |
-4 |
Apr13 |
120124 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.02 |
0 |
427 |
+0 |
May13 |
120124 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.01 |
0 |
571 |
+0 |
Jun13 |
120124 |
98.58 |
99.02 |
98.58 |
99.02 |
+0.05 |
1,007 |
16,052 |
-92 |
Total Volume and Open Interest |
160,073 |
356,470 |
+2,901 |
US Dollar Index(ICE) |
Mar12 |
120124 |
79.925 |
80.345 |
79.785 |
80.025 |
+0.090 |
14,822 |
66,477 |
+1,036 |
Jun12 |
120124 |
80.505 |
80.505 |
80.505 |
80.505 |
+0.095 |
10 |
564 |
+0 |
Sep12 |
120124 |
80.955 |
80.955 |
80.955 |
80.955 |
+0.095 |
|
|
|
Total Volume and Open Interest |
14,832 |
67,041 |
+1,036 |
Australian Dollar(CME) |
Mar12 |
120124 |
104.60 |
104.68 |
103.65 |
104.21 |
-0.46 |
125,215 |
139,327 |
+2,549 |
Jun12 |
120124 |
103.00 |
103.70 |
102.86 |
103.26 |
-0.44 |
38 |
237 |
+15 |
Sep12 |
120124 |
102.39 |
102.83 |
102.39 |
102.39 |
-0.44 |
0 |
110 |
+0 |
Total Volume and Open Interest |
125,253 |
139,682 |
+2,564 |
British Pound(CME) |
Mar12 |
120124 |
155.57 |
156.24 |
155.25 |
155.97 |
+0.42 |
88,814 |
193,198 |
-6,369 |
Jun12 |
120124 |
155.64 |
155.84 |
155.40 |
155.84 |
+0.44 |
7 |
178 |
+2 |
Sep12 |
120124 |
155.68 |
155.68 |
155.26 |
155.68 |
+0.42 |
0 |
3 |
+0 |
Total Volume and Open Interest |
88,822 |
193,381 |
-6,368 |
Canadian Dollar(CME) |
Mar12 |
120124 |
99.05 |
99.17 |
98.48 |
98.89 |
-0.19 |
58,676 |
115,312 |
-745 |
Jun12 |
120124 |
98.91 |
98.91 |
98.35 |
98.69 |
-0.19 |
34 |
3,149 |
+7 |
Sep12 |
120124 |
98.40 |
98.69 |
98.40 |
98.51 |
-0.18 |
8 |
1,474 |
+2 |
Dec12 |
120124 |
98.44 |
98.50 |
98.33 |
98.33 |
-0.17 |
19 |
476 |
+5 |
Total Volume and Open Interest |
58,737 |
120,443 |
-731 |
Japanese Yen(CME) |
Mar12 |
120124 |
129.94 |
130.00 |
128.50 |
128.71 |
-1.23 |
69,833 |
163,452 |
+2,966 |
Jun12 |
120124 |
130.02 |
130.11 |
128.75 |
128.88 |
-1.23 |
25 |
441 |
+12 |
Sep12 |
120124 |
129.53 |
130.31 |
128.89 |
129.08 |
-1.23 |
0 |
13 |
+0 |
Total Volume and Open Interest |
69,858 |
163,908 |
+2,978 |
Swiss Franc(CME) |
Mar12 |
120124 |
107.91 |
108.36 |
107.47 |
107.77 |
-0.14 |
21,031 |
40,432 |
+450 |
Jun12 |
120124 |
107.94 |
108.10 |
107.94 |
107.96 |
-0.14 |
3 |
48 |
+0 |
Sep12 |
120124 |
108.19 |
108.34 |
108.19 |
108.19 |
-0.15 |
0 |
4 |
+0 |
Total Volume and Open Interest |
21,035 |
40,485 |
+450 |
EuroFX(CME) |
Mar12 |
120124 |
130.17 |
130.66 |
129.56 |
130.25 |
+0.05 |
241,537 |
312,052 |
+8,483 |
Jun12 |
120124 |
130.38 |
130.71 |
129.67 |
130.32 |
+0.04 |
156 |
3,499 |
+5 |
Sep12 |
120124 |
130.43 |
130.43 |
130.42 |
130.43 |
+0.01 |
0 |
65 |
+0 |
Total Volume and Open Interest |
241,693 |
315,634 |
+8,488 |
Mexican Peso(CME) |
Feb12 |
120124 |
760.0 |
760.0 |
759.0 |
760.0 |
+1.0 |
2,500 |
930 |
-1,645 |
Mar12 |
120124 |
756.5 |
760.0 |
751.0 |
758.0 |
+1.0 |
32,451 |
138,115 |
+5,074 |
Total Volume and Open Interest |
34,951 |
139,402 |
+3,429 |
Brazilian Real(CME) |
Feb12 |
120124 |
568.25 |
569.40 |
564.90 |
568.25 |
-0.65 |
0 |
736 |
+0 |
Mar12 |
120124 |
565.00 |
565.00 |
561.20 |
565.00 |
-0.85 |
619 |
3,094 |
-64 |
Apr12 |
120124 |
561.75 |
561.75 |
561.75 |
561.75 |
-0.85 |
|
|
|
May12 |
120124 |
558.55 |
558.55 |
558.55 |
558.55 |
-0.85 |
|
|
|
Total Volume and Open Interest |
619 |
17,446 |
-64 |
30-Year T-Bonds(CBOT) |
Mar12 |
120124 |
141~140 |
141~250 |
140~250 |
141~050 |
unch |
306,557 |
619,548 |
-2,713 |
Jun12 |
120124 |
140~010 |
140~060 |
139~190 |
139~230 |
unch |
148 |
2,142 |
+8 |
Sep12 |
120124 |
138~190 |
138~190 |
138~190 |
138~190 |
unch |
|
|
|
Total Volume and Open Interest |
306,705 |
621,690 |
-2,705 |
10-Year T-Notes(CBOT) |
Mar12 |
120124 |
130~015 |
130~070 |
129~275 |
130~030 |
+0~035 |
1,015,232 |
1,666,481 |
+20,202 |
Jun12 |
120124 |
129~180 |
129~305 |
129~180 |
129~240 |
+0~035 |
165 |
1,691 |
-22 |
Sep12 |
120124 |
128~290 |
128~290 |
128~255 |
128~290 |
+0~035 |
|
|
|
Total Volume and Open Interest |
1,015,397 |
1,668,172 |
+20,180 |
5-Year T-Notes(CBOT) |
Mar12 |
120124 |
123~011 |
123~018 |
123~002 |
123~014 |
+0~007 |
463,669 |
1,435,438 |
+7,808 |
Jun12 |
120124 |
122~115 |
122~115 |
122~108 |
122~113 |
+0~005 |
31 |
455 |
+28 |
Sep12 |
120124 |
122~009 |
122~009 |
122~004 |
122~009 |
+0~005 |
|
|
|
Total Volume and Open Interest |
463,700 |
1,435,893 |
+7,836 |
2 Year T-Notes(CBOT) |
Mar12 |
120124 |
110~041 |
110~043 |
110~039 |
110~040 |
unch |
160,430 |
793,715 |
-12,564 |
Jun12 |
120124 |
110~028 |
110~028 |
110~027 |
110~028 |
unch |
20 |
1,597 |
+10 |
Sep12 |
120124 |
109~094 |
109~094 |
109~094 |
109~094 |
unch |
|
|
|
Total Volume and Open Interest |
160,450 |
795,312 |
-12,554 |
Eurodollars(CME) |
Mar12 |
120124 |
99.495 |
99.505 |
99.490 |
99.500 |
+0.005 |
205,000 |
970,322 |
-18,044 |
Jun12 |
120124 |
99.480 |
99.495 |
99.470 |
99.480 |
unch |
176,494 |
941,985 |
+9,675 |
Sep12 |
120124 |
99.460 |
99.480 |
99.450 |
99.455 |
-0.005 |
148,605 |
687,631 |
+10,109 |
Dec12 |
120124 |
99.435 |
99.455 |
99.420 |
99.430 |
-0.010 |
118,898 |
796,171 |
+4,857 |
Mar13 |
120124 |
99.425 |
99.445 |
99.410 |
99.420 |
-0.010 |
162,498 |
769,340 |
-3,769 |
Jun13 |
120124 |
99.395 |
99.415 |
99.375 |
99.395 |
-0.005 |
112,612 |
605,958 |
+3,148 |
Sep13 |
120124 |
99.350 |
99.365 |
99.330 |
99.350 |
unch |
127,643 |
577,014 |
-3,040 |
Dec13 |
120124 |
99.275 |
99.295 |
99.260 |
99.280 |
+0.005 |
125,035 |
543,162 |
-6,468 |
Mar14 |
120124 |
99.175 |
99.195 |
99.160 |
99.185 |
+0.010 |
85,770 |
409,639 |
+1,019 |
Jun14 |
120124 |
99.035 |
99.055 |
99.020 |
99.050 |
+0.015 |
86,582 |
313,611 |
-4,420 |
Sep14 |
120124 |
98.870 |
98.895 |
98.855 |
98.890 |
+0.020 |
67,344 |
215,750 |
+7,778 |
Dec14 |
120124 |
98.685 |
98.710 |
98.670 |
98.705 |
+0.025 |
81,347 |
239,064 |
+6,065 |
Mar15 |
120124 |
98.500 |
98.525 |
98.485 |
98.525 |
+0.030 |
51,407 |
163,755 |
-3,733 |
Jun15 |
120124 |
0.011 |
0.031 |
6.545 |
0.031 |
+0.030 |
32,741 |
111,316 |
-2,526 |
Sep15 |
120124 |
6.390 |
6.395 |
6.355 |
6.395 |
+0.030 |
19,185 |
81,223 |
-164 |
Dec15 |
120124 |
6.195 |
6.205 |
6.160 |
6.200 |
+0.030 |
28,047 |
88,855 |
+2,644 |
Mar16 |
120124 |
6.030 |
6.040 |
5.995 |
6.035 |
+0.030 |
9,799 |
51,077 |
-356 |
Jun16 |
120124 |
5.870 |
5.880 |
5.830 |
5.875 |
+0.030 |
9,476 |
42,410 |
-1,074 |
Total Volume and Open Interest |
1,684,275 |
7,828,571 |
+11,421 |
30 Day Federal Funds(CBOT) |
Jan12 |
120124 |
99.918 |
99.918 |
99.915 |
99.918 |
unch |
9,903 |
66,712 |
-31 |
Feb12 |
120124 |
99.915 |
99.915 |
99.910 |
99.915 |
unch |
6,724 |
55,806 |
+815 |
Mar12 |
120124 |
99.910 |
99.915 |
99.905 |
99.910 |
unch |
6,620 |
34,587 |
-470 |
Apr12 |
120124 |
99.905 |
99.905 |
99.900 |
99.905 |
unch |
946 |
36,925 |
-130 |
May12 |
120124 |
99.905 |
99.905 |
99.895 |
99.905 |
unch |
1,417 |
44,290 |
+261 |
Jun12 |
120124 |
99.900 |
99.905 |
99.895 |
99.900 |
-0.005 |
1,631 |
31,239 |
-742 |
Total Volume and Open Interest |
39,853 |
528,218 |
+3,350 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120124 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
40 |
+0 |
Jun12 |
120124 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
120124 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
120124 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
120124 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120124 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep13 |
120124 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Dec13 |
120124 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120124 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120124 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120124 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,949 |
+0 |
Jun12 |
120124 |
99.66 |
99.67 |
99.66 |
99.67 |
0.00 |
0 |
1,440 |
+0 |
Sep12 |
120124 |
99.66 |
99.66 |
99.66 |
99.66 |
-0.01 |
0 |
711 |
+0 |
Dec12 |
120124 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
115 |
+0 |
Mar13 |
120124 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
0 |
131 |
-2 |
Jun13 |
120124 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
208 |
+0 |
Sep13 |
120124 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
325 |
+0 |
Dec13 |
120124 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
265 |
+0 |
Total Volume and Open Interest |
0 |
5,144 |
-2 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120124 |
142.19 |
142.20 |
142.05 |
142.12 |
-0.12 |
1,979 |
25,262 |
-290 |
Jun12 |
120124 |
141.50 |
141.50 |
141.50 |
141.50 |
unch |
0 |
2 |
+0 |
Sep12 |
120124 |
139.41 |
139.41 |
139.41 |
139.41 |
unch |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,979 |
25,273 |
-290 |
Euro-Bund(EUREX) |
Mar12 |
120124 |
137.52 |
137.90 |
137.18 |
137.30 |
-0.14 |
785,424 |
852,906 |
-15,909 |
Jun12 |
120124 |
135.95 |
136.09 |
135.52 |
135.59 |
-0.12 |
1,842 |
3,510 |
+402 |
Sep12 |
120124 |
135.50 |
135.50 |
135.50 |
135.50 |
-0.14 |
0 |
1 |
+0 |
Total Volume and Open Interest |
787,266 |
856,417 |
-15,507 |
Euro-Bobl(EUREX) |
Mar12 |
120124 |
124.56 |
124.75 |
124.40 |
124.45 |
-0.11 |
438,778 |
691,974 |
+5,174 |
Jun12 |
120124 |
123.01 |
123.01 |
122.86 |
122.86 |
-0.10 |
5,000 |
5,059 |
+5,000 |
Sep12 |
120124 |
122.84 |
122.84 |
122.84 |
122.84 |
-0.11 |
|
|
|
Total Volume and Open Interest |
443,778 |
697,033 |
+10,174 |
3-Mth Euribor(EUREX) |
Mar12 |
120124 |
99.100 |
99.100 |
99.095 |
99.095 |
-0.025 |
100 |
1,759 |
+100 |
Jun12 |
120124 |
99.185 |
99.185 |
99.180 |
99.180 |
-0.040 |
0 |
1,200 |
+0 |
Sep12 |
120124 |
99.195 |
99.200 |
99.195 |
99.195 |
-0.050 |
5 |
973 |
+0 |
Total Volume and Open Interest |
105 |
6,282 |
+100 |
Long Gilt(LIFFE) |
Mar12 |
120124 |
115~09 |
115~20 |
114~31 |
115~02 |
-0~04 |
139,360 |
345,034 |
-9,687 |
Jun12 |
120124 |
114~02 |
114~02 |
114~02 |
114~02 |
-0~04 |
0 |
89 |
+0 |
Total Volume and Open Interest |
139,360 |
345,123 |
-9,687 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120124 |
98.96 |
98.97 |
98.95 |
98.96 |
unch |
31,445 |
345,425 |
-614 |
Jun12 |
120124 |
99.02 |
99.03 |
98.99 |
99.01 |
unch |
48,894 |
275,147 |
+10,593 |
Sep12 |
120124 |
99.04 |
99.06 |
99.02 |
99.04 |
unch |
46,302 |
319,391 |
+6,594 |
Dec12 |
120124 |
99.05 |
99.07 |
99.02 |
99.04 |
unch |
42,946 |
230,922 |
+1,662 |
Mar13 |
120124 |
99.05 |
99.07 |
99.02 |
99.04 |
unch |
59,685 |
282,762 |
-2,637 |
Jun13 |
120124 |
99.01 |
99.03 |
98.98 |
99.00 |
unch |
46,151 |
228,617 |
-5,409 |
Total Volume and Open Interest |
400,188 |
2,182,508 |
+12,349 |
3-Mth Euribor(LIFFE) |
Mar12 |
120124 |
99.115 |
99.150 |
99.080 |
99.095 |
-0.025 |
96,560 |
526,868 |
-5,196 |
Jun12 |
120124 |
99.215 |
99.245 |
99.160 |
99.180 |
-0.040 |
107,898 |
515,102 |
+9,323 |
Sep12 |
120124 |
99.235 |
99.260 |
99.180 |
99.195 |
-0.050 |
97,358 |
470,243 |
+9,003 |
Total Volume and Open Interest |
730,443 |
3,393,150 |
+43,403 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120124 |
95.85 |
95.88 |
95.84 |
95.87 |
+0.01 |
11,679 |
223,090 |
-3,224 |
Jun12 |
120124 |
96.19 |
96.22 |
96.16 |
96.22 |
+0.03 |
17,243 |
171,079 |
-632 |
Sep12 |
120124 |
96.33 |
96.36 |
96.29 |
96.35 |
+0.02 |
7,364 |
115,240 |
-3,294 |
Dec12 |
120124 |
96.29 |
96.33 |
96.26 |
96.33 |
+0.03 |
2,955 |
78,618 |
+397 |
Mar13 |
120124 |
96.26 |
96.28 |
96.21 |
96.27 |
+0.02 |
1,029 |
51,122 |
-272 |
Jun13 |
120124 |
96.17 |
96.20 |
96.16 |
96.20 |
+0.02 |
801 |
52,731 |
+549 |
Sep13 |
120124 |
96.10 |
96.13 |
96.09 |
96.13 |
+0.02 |
425 |
31,180 |
+306 |
Dec13 |
120124 |
96.03 |
96.07 |
96.03 |
96.06 |
+0.02 |
326 |
23,476 |
+80 |
Mar14 |
120124 |
95.99 |
96.02 |
95.99 |
96.00 |
+0.02 |
24 |
2,344 |
-22 |
Jun14 |
120124 |
95.89 |
95.92 |
95.89 |
95.92 |
+0.01 |
10 |
446 |
+10 |
Total Volume and Open Interest |
41,876 |
749,509 |
-6,082 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120124 |
96.08 |
96.09 |
95.99 |
96.06 |
-0.02 |
35,623 |
350,316 |
-3,249 |
Jun12 |
120124 |
96.06 |
96.06 |
96.06 |
96.06 |
-0.02 |
|
|
|
Total Volume and Open Interest |
35,623 |
350,316 |
-3,249 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120124 |
96.74 |
96.76 |
96.68 |
96.75 |
+0.01 |
81,673 |
403,428 |
-1,633 |
Jun12 |
120124 |
96.75 |
96.75 |
96.75 |
96.75 |
+0.01 |
|
|
|
Total Volume and Open Interest |
81,673 |
403,428 |
-1,633 |
Gold(CMX) |
Feb12 |
120124 |
1677.1 |
1680.0 |
1661.0 |
1664.5 |
-13.8 |
127,005 |
148,309 |
-8,312 |
Apr12 |
120124 |
1680.4 |
1682.7 |
1663.8 |
1667.4 |
-13.7 |
17,282 |
113,699 |
+5,518 |
Jun12 |
120124 |
1684.9 |
1685.4 |
1668.3 |
1670.2 |
-13.9 |
4,351 |
48,121 |
-597 |
Aug12 |
120124 |
1683.1 |
1683.1 |
1671.1 |
1672.6 |
-14.0 |
878 |
16,311 |
-153 |
Oct12 |
120124 |
1687.3 |
1687.7 |
1674.9 |
1675.0 |
-14.0 |
191 |
11,693 |
-8 |
Dec12 |
120124 |
1691.5 |
1691.5 |
1675.3 |
1677.3 |
-14.1 |
1,395 |
29,181 |
-165 |
Feb13 |
120124 |
1690.1 |
1690.1 |
1679.4 |
1679.4 |
-14.1 |
781 |
10,194 |
+557 |
Apr13 |
120124 |
1681.8 |
1681.8 |
1681.8 |
1681.8 |
-14.1 |
300 |
2,762 |
+300 |
Jun13 |
120124 |
1684.6 |
1684.6 |
1684.6 |
1684.6 |
-14.0 |
160 |
11,215 |
+0 |
Aug13 |
120124 |
1687.5 |
1687.5 |
1687.5 |
1687.5 |
-13.9 |
0 |
155 |
+0 |
Oct13 |
120124 |
1690.7 |
1690.7 |
1690.7 |
1690.7 |
-13.9 |
|
|
|
Dec13 |
120124 |
1696.5 |
1696.5 |
1694.0 |
1694.2 |
-13.8 |
337 |
11,145 |
+8 |
Total Volume and Open Interest |
153,097 |
438,487 |
-2,833 |
Silver(CMX) |
Mar12 |
120124 |
3234.5 |
3247.0 |
3185.5 |
3197.5 |
-29.5 |
42,779 |
53,024 |
+1,673 |
May12 |
120124 |
3238.0 |
3248.0 |
3194.5 |
3202.6 |
-29.7 |
1,248 |
11,541 |
+154 |
Jul12 |
120124 |
3230.0 |
3240.0 |
3205.5 |
3206.5 |
-30.0 |
761 |
4,992 |
+463 |
Sep12 |
120124 |
3209.1 |
3209.1 |
3209.1 |
3209.1 |
-30.0 |
277 |
3,185 |
+52 |
Dec12 |
120124 |
3261.0 |
3261.0 |
3208.0 |
3212.4 |
-30.0 |
499 |
14,321 |
+52 |
Mar13 |
120124 |
3233.0 |
3233.0 |
3212.3 |
3212.3 |
-29.8 |
3 |
1,355 |
+1 |
May13 |
120124 |
3211.0 |
3211.0 |
3211.0 |
3211.0 |
-29.8 |
0 |
1,085 |
+0 |
Total Volume and Open Interest |
45,852 |
104,406 |
+2,351 |
Platinum(NYMEX) |
Jan12 |
120124 |
1547.0 |
1552.2 |
1543.7 |
1550.2 |
-8.9 |
0 |
87 |
+0 |
Apr12 |
120124 |
1566.1 |
1572.0 |
1541.1 |
1552.4 |
-8.7 |
7,255 |
42,259 |
+420 |
Jul12 |
120124 |
1561.6 |
1561.6 |
1550.0 |
1555.9 |
-8.5 |
37 |
1,484 |
+20 |
Oct12 |
120124 |
1549.4 |
1562.0 |
1548.9 |
1559.1 |
-8.7 |
0 |
126 |
+0 |
Total Volume and Open Interest |
7,292 |
43,959 |
+440 |
Palladium(NYMEX) |
Mar12 |
120124 |
29.84 |
34.64 |
14.64 |
25.19 |
-8.30 |
3,250 |
16,959 |
+99 |
Jun12 |
120124 |
26.84 |
26.84 |
26.84 |
26.84 |
-8.20 |
11 |
627 |
+11 |
Sep12 |
120124 |
27.84 |
27.84 |
27.84 |
27.84 |
-8.45 |
1 |
154 |
+1 |
Total Volume and Open Interest |
3,262 |
17,740 |
+111 |
Copper(CMX) |
Mar12 |
120124 |
381.50 |
382.60 |
374.95 |
380.75 |
+0.90 |
48,079 |
73,299 |
+826 |
May12 |
120124 |
382.20 |
383.50 |
376.20 |
381.95 |
+1.00 |
10,316 |
25,831 |
-571 |
Jul12 |
120124 |
383.10 |
383.30 |
377.90 |
382.95 |
+1.05 |
3,321 |
19,845 |
+1,579 |
Sep12 |
120124 |
383.50 |
383.80 |
383.50 |
383.55 |
+1.10 |
825 |
3,725 |
-155 |
Dec12 |
120124 |
383.25 |
385.40 |
378.70 |
384.05 |
+1.10 |
680 |
5,571 |
+247 |
Total Volume and Open Interest |
63,991 |
138,836 |
+2,079 |
DJIA Index(CBOT) |
Mar12 |
120124 |
12655 |
12655 |
12570 |
12626 |
-24 |
680 |
11,032 |
-84 |
Jun12 |
120124 |
12557 |
12581 |
12557 |
12557 |
-24 |
1 |
283 |
+1 |
Sep12 |
120124 |
12494 |
12518 |
12494 |
12494 |
-24 |
|
|
|
Dec12 |
120124 |
12417 |
12441 |
12417 |
12417 |
-24 |
|
|
|
Total Volume and Open Interest |
681 |
11,315 |
-83 |
E-mini DJIA Index(CBOT) |
Mar12 |
120124 |
12650 |
12653 |
12561 |
12626 |
-24 |
74,606 |
105,568 |
+1,152 |
Jun12 |
120124 |
12588 |
12588 |
12527 |
12557 |
-24 |
21 |
63 |
-4 |
Sep12 |
120124 |
12494 |
12494 |
12494 |
12494 |
-24 |
0 |
10 |
+0 |
Dec12 |
120124 |
12429 |
12429 |
12374 |
12417 |
-24 |
|
|
|
Total Volume and Open Interest |
74,627 |
105,641 |
+1,148 |
S & P 500(CME) |
Mar12 |
120124 |
1311.40 |
1311.80 |
1301.70 |
1311.40 |
+0.30 |
12,535 |
253,960 |
+4,888 |
Jun12 |
120124 |
1299.00 |
1306.50 |
1296.50 |
1305.80 |
+0.30 |
15 |
2,830 |
-10 |
Sep12 |
120124 |
1299.80 |
1300.50 |
1290.50 |
1299.80 |
+0.30 |
11 |
1,067 |
+0 |
Dec12 |
120124 |
1294.00 |
1294.70 |
1284.70 |
1294.00 |
+0.30 |
26 |
226 |
+24 |
Total Volume and Open Interest |
12,587 |
258,083 |
+4,902 |
S & P 500 E-Mini(Globex) |
Mar12 |
120124 |
1311.25 |
1311.75 |
1301.50 |
1311.50 |
+0.50 |
1,420,429 |
2,659,069 |
+2,258 |
Jun12 |
120124 |
1304.50 |
1306.00 |
1296.00 |
1305.75 |
+0.25 |
5,461 |
24,383 |
+4,970 |
Total Volume and Open Interest |
1,425,896 |
2,683,783 |
+7,230 |
NASDAQ 100(CME) |
Mar12 |
120124 |
2435.50 |
2439.00 |
2419.00 |
2437.50 |
+2.50 |
1,382 |
14,749 |
+797 |
Jun12 |
120124 |
2433.50 |
2433.50 |
2420.00 |
2433.50 |
+2.50 |
|
|
|
Sep12 |
120124 |
2431.00 |
2431.00 |
2429.50 |
2431.00 |
+2.50 |
|
|
|
Total Volume and Open Interest |
1,382 |
14,749 |
+797 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120124 |
2435.50 |
2439.80 |
2419.50 |
2437.50 |
+2.50 |
153,095 |
367,921 |
+9,658 |
Jun12 |
120124 |
2430.00 |
2433.50 |
2426.50 |
2433.50 |
+2.50 |
27 |
195 |
+2 |
Total Volume and Open Interest |
153,122 |
368,120 |
+9,660 |
S & P Midcap 400(CME) |
Mar12 |
120124 |
933.00 |
933.00 |
920.00 |
933.00 |
+4.10 |
91 |
1,170 |
+0 |
Jun12 |
120124 |
931.00 |
931.00 |
931.00 |
931.00 |
+4.10 |
|
|
|
Sep12 |
120124 |
929.00 |
929.00 |
929.00 |
929.00 |
+4.10 |
|
|
|
Total Volume and Open Interest |
91 |
1,170 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120124 |
8805 |
8820 |
8760 |
8815 |
+15 |
4,505 |
22,818 |
-346 |
Jun12 |
120124 |
8755 |
8755 |
8740 |
8755 |
+15 |
2 |
42 |
+0 |
Total Volume and Open Interest |
4,507 |
22,860 |
-346 |
Nikkei 225(SGX) |
Mar12 |
120124 |
8760 |
8820 |
8745 |
8780 |
+20 |
114,467 |
201,643 |
-403 |
Jun12 |
120124 |
8725 |
8735 |
8695 |
8705 |
+20 |
71 |
1,572 |
-88 |
Sep12 |
120124 |
8700 |
8700 |
8700 |
8700 |
+20 |
0 |
30 |
+0 |
Total Volume and Open Interest |
114,584 |
209,642 |
-523 |
CAC 40(EURONEXT) |
Feb12 |
120124 |
3330.0 |
3332.0 |
3292.0 |
3321.5 |
-18.0 |
77,972 |
265,100 |
+16,326 |
Mar12 |
120124 |
3330.5 |
3330.5 |
3296.5 |
3321.5 |
-19.0 |
738 |
24,959 |
+128 |
Apr12 |
120124 |
3309.5 |
3309.5 |
3309.5 |
3309.5 |
-27.0 |
|
|
|
Total Volume and Open Interest |
78,710 |
290,109 |
|
Hang Seng Index(HKFE) |
Jan12 |
120120 |
20068 |
20209 |
19947 |
20185 |
+220 |
70,861 |
81,445 |
-3,055 |
Feb12 |
120120 |
20066 |
20211 |
19956 |
20192 |
+224 |
3,806 |
6,749 |
+2,683 |
Mar12 |
120120 |
20022 |
20140 |
19900 |
20132 |
+219 |
618 |
4,886 |
+394 |
Total Volume and Open Interest |
75,637 |
95,254 |
+196 |
DAX(EUREX) |
Mar12 |
120124 |
6412.0 |
6429.5 |
6338.0 |
6416.0 |
-21.0 |
142,089 |
157,963 |
-753 |
Jun12 |
120124 |
6426.5 |
6440.0 |
6358.0 |
6428.5 |
-21.0 |
522 |
5,324 |
-325 |
Sep12 |
120124 |
6415.0 |
6437.0 |
6415.0 |
6436.0 |
-20.0 |
11 |
498 |
+2 |
Total Volume and Open Interest |
142,622 |
163,785 |
-1,076 |
FT-SE 100(EURONEXT) |
Mar12 |
120124 |
5740.00 |
5745.50 |
5675.50 |
5703.50 |
-34.00 |
99,231 |
626,895 |
+2,080 |
Jun12 |
120124 |
5700.00 |
5700.00 |
5634.50 |
5655.50 |
-34.50 |
1 |
6,260 |
+1 |
Sep12 |
120124 |
5623.00 |
5623.00 |
5623.00 |
5623.00 |
-34.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
99,232 |
633,165 |
+2,081 |
SPI 200(SFE) |
Mar12 |
120124 |
4193.0 |
4225.0 |
4181.0 |
4192.0 |
unch |
16,802 |
184,833 |
-2,486 |
Jun12 |
120124 |
4203.0 |
4203.0 |
4203.0 |
4203.0 |
unch |
0 |
2,162 |
+0 |
Sep12 |
120124 |
4167.0 |
4167.0 |
4167.0 |
4167.0 |
unch |
0 |
1,226 |
+0 |
Total Volume and Open Interest |
16,963 |
189,817 |
-5,528 |
GSCI(CME) |
Feb12 |
120124 |
656.00 |
660.00 |
655.00 |
659.50 |
+1.00 |
37 |
8,936 |
+11 |
Mar12 |
120124 |
659.00 |
663.50 |
658.00 |
663.00 |
+1.00 |
4 |
1 |
-1 |
Apr12 |
120124 |
664.50 |
665.00 |
659.50 |
664.50 |
+1.00 |
|
|
|
Total Volume and Open Interest |
41 |
8,937 |
+10 |
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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