|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon March 19, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120319 |
1374.25 |
1378.00 |
1362.50 |
1366.50 |
-7.50 |
99,612 |
263,121 |
+2,816 |
Jul12 |
120319 |
1380.75 |
1384.50 |
1369.50 |
1373.50 |
-7.25 |
38,566 |
131,462 |
+1,858 |
Aug12 |
120319 |
1371.75 |
1372.50 |
1359.25 |
1364.00 |
-5.25 |
794 |
5,446 |
+65 |
Sep12 |
120319 |
1349.00 |
1349.00 |
1340.00 |
1343.25 |
-4.00 |
542 |
5,371 |
+88 |
Nov12 |
120319 |
1327.50 |
1333.00 |
1321.00 |
1325.50 |
-2.75 |
28,049 |
150,309 |
+3,709 |
Jan13 |
120319 |
1327.50 |
1332.75 |
1323.75 |
1325.00 |
-3.75 |
3,496 |
24,653 |
+447 |
Mar13 |
120319 |
1318.00 |
1322.25 |
1312.50 |
1314.50 |
-3.75 |
5,672 |
21,150 |
+2,526 |
May13 |
120319 |
1308.00 |
1311.50 |
1301.00 |
1303.25 |
-5.25 |
3,655 |
9,209 |
+1,176 |
Jul13 |
120319 |
1311.50 |
1312.25 |
1305.25 |
1306.25 |
-4.00 |
1,602 |
10,287 |
+193 |
Aug13 |
120319 |
1293.25 |
1299.25 |
1293.25 |
1293.25 |
-6.00 |
0 |
80 |
+0 |
Sep13 |
120319 |
1263.75 |
1269.75 |
1263.75 |
1263.75 |
-6.00 |
1 |
110 |
+0 |
Nov13 |
120319 |
1240.50 |
1244.00 |
1235.00 |
1237.50 |
-6.50 |
1,649 |
7,072 |
+498 |
Jan14 |
120319 |
1244.25 |
1250.75 |
1244.25 |
1244.25 |
-6.50 |
0 |
128 |
+0 |
Mar14 |
120319 |
1243.75 |
1250.25 |
1243.75 |
1243.75 |
-6.50 |
0 |
2 |
+0 |
Total Volume and Open Interest |
183,642 |
628,880 |
+13,376 |
Soybean Meal(CBOT) |
May12 |
120319 |
373.20 |
374.10 |
370.00 |
370.90 |
-3.50 |
42,454 |
122,852 |
+1,863 |
Jul12 |
120319 |
374.30 |
375.30 |
371.20 |
372.10 |
-3.60 |
13,524 |
42,740 |
+1,514 |
Aug12 |
120319 |
371.00 |
371.80 |
368.20 |
368.80 |
-3.10 |
1,002 |
8,005 |
-34 |
Sep12 |
120319 |
363.70 |
365.90 |
362.30 |
363.00 |
-2.90 |
656 |
7,807 |
+101 |
Oct12 |
120319 |
357.30 |
357.50 |
354.00 |
354.90 |
-2.60 |
481 |
5,193 |
+80 |
Dec12 |
120319 |
354.80 |
356.50 |
352.50 |
353.60 |
-2.50 |
7,409 |
30,464 |
+1,284 |
Jan13 |
120319 |
354.00 |
354.10 |
350.70 |
351.50 |
-2.60 |
531 |
3,456 |
-113 |
Mar13 |
120319 |
348.90 |
351.20 |
346.80 |
348.20 |
-2.80 |
1,007 |
4,599 |
+211 |
May13 |
120319 |
345.60 |
345.70 |
341.40 |
342.80 |
-2.90 |
175 |
2,553 |
+19 |
Jul13 |
120319 |
341.90 |
344.70 |
341.20 |
342.10 |
-2.60 |
92 |
1,382 |
+49 |
Total Volume and Open Interest |
68,151 |
231,677 |
+5,209 |
Soybean Oil(CBOT) |
May12 |
120319 |
55.50 |
55.60 |
54.91 |
55.40 |
-0.10 |
60,187 |
164,141 |
+1,178 |
Jul12 |
120319 |
55.90 |
55.98 |
55.30 |
55.79 |
-0.10 |
21,504 |
84,767 |
+521 |
Aug12 |
120319 |
55.77 |
55.96 |
55.50 |
55.96 |
-0.10 |
2,374 |
11,222 |
-169 |
Sep12 |
120319 |
56.25 |
56.25 |
55.70 |
56.12 |
-0.09 |
2,712 |
7,182 |
+30 |
Oct12 |
120319 |
55.76 |
56.31 |
55.72 |
56.24 |
-0.07 |
1,029 |
7,744 |
+256 |
Dec12 |
120319 |
56.45 |
56.60 |
55.96 |
56.51 |
-0.02 |
9,615 |
57,758 |
+952 |
Jan13 |
120319 |
56.55 |
56.60 |
56.55 |
56.55 |
-0.05 |
207 |
2,302 |
+88 |
Mar13 |
120319 |
56.08 |
56.67 |
56.06 |
56.60 |
-0.07 |
747 |
4,059 |
+448 |
May13 |
120319 |
56.13 |
56.65 |
56.13 |
56.62 |
-0.03 |
125 |
1,723 |
+14 |
Jul13 |
120319 |
56.51 |
56.70 |
56.51 |
56.69 |
-0.01 |
298 |
3,239 |
+100 |
Total Volume and Open Interest |
100,207 |
347,490 |
+3,799 |
Canola(WCE) |
Mar12 |
120314 |
598.7 |
598.7 |
598.7 |
598.7 |
+0.9 |
0 |
15 |
+0 |
May12 |
120319 |
599.4 |
601.8 |
597.1 |
601.4 |
+1.6 |
16,806 |
91,548 |
-1,742 |
Jul12 |
120319 |
598.9 |
600.5 |
596.2 |
600.1 |
+1.2 |
10,117 |
35,335 |
+907 |
Nov12 |
120319 |
556.5 |
560.6 |
553.9 |
560.3 |
+3.0 |
4,777 |
64,507 |
+782 |
Jan13 |
120319 |
560.2 |
564.1 |
557.5 |
564.1 |
+3.3 |
1,013 |
6,188 |
+349 |
Total Volume and Open Interest |
33,787 |
202,497 |
+1,088 |
Corn(CBOT) |
May12 |
120319 |
673.00 |
675.75 |
662.00 |
663.50 |
-9.50 |
171,298 |
510,240 |
+9,333 |
Jul12 |
120319 |
670.00 |
673.25 |
659.75 |
661.50 |
-8.75 |
64,881 |
295,956 |
-181 |
Sep12 |
120319 |
605.25 |
607.00 |
598.00 |
601.00 |
-4.25 |
28,027 |
136,265 |
+1,636 |
Dec12 |
120319 |
574.25 |
575.00 |
568.25 |
570.25 |
-4.00 |
41,566 |
307,662 |
+2,784 |
Mar13 |
120319 |
584.00 |
584.75 |
578.25 |
580.50 |
-3.75 |
3,119 |
48,634 |
+324 |
May13 |
120319 |
590.00 |
590.75 |
585.50 |
587.50 |
-3.25 |
602 |
4,154 |
+42 |
Jul13 |
120319 |
594.50 |
595.00 |
589.75 |
591.50 |
-3.50 |
1,365 |
6,351 |
-335 |
Sep13 |
120319 |
564.00 |
567.25 |
563.00 |
564.25 |
-3.00 |
22 |
997 |
+9 |
Dec13 |
120319 |
559.75 |
561.25 |
555.00 |
559.25 |
-2.00 |
409 |
20,991 |
+84 |
Mar14 |
120319 |
567.75 |
572.50 |
567.50 |
570.50 |
-2.00 |
11 |
480 |
+4 |
Total Volume and Open Interest |
311,342 |
1,334,918 |
+13,721 |
Wheat(CBOT) |
May12 |
120319 |
671.50 |
675.25 |
651.25 |
652.25 |
-19.75 |
70,906 |
194,612 |
+2,443 |
Jul12 |
120319 |
675.25 |
681.00 |
660.00 |
661.00 |
-16.25 |
23,432 |
112,484 |
+1,296 |
Sep12 |
120319 |
688.00 |
693.50 |
674.00 |
676.75 |
-13.75 |
6,622 |
52,869 |
+740 |
Dec12 |
120319 |
705.00 |
710.00 |
691.00 |
695.25 |
-12.00 |
6,823 |
72,462 |
+1,188 |
Mar13 |
120319 |
720.00 |
720.25 |
704.25 |
708.00 |
-11.50 |
710 |
10,412 |
+163 |
May13 |
120319 |
713.25 |
726.25 |
713.25 |
715.75 |
-10.50 |
77 |
730 |
+2 |
Total Volume and Open Interest |
109,457 |
452,102 |
+6,057 |
Wheat(KCBT) |
May12 |
120319 |
702.75 |
710.00 |
691.00 |
691.50 |
-14.00 |
9,516 |
44,506 |
-377 |
Jul12 |
120319 |
712.00 |
718.00 |
699.00 |
700.25 |
-13.25 |
5,896 |
58,485 |
+751 |
Sep12 |
120319 |
724.25 |
729.00 |
710.75 |
711.75 |
-13.25 |
1,721 |
12,558 |
+104 |
Dec12 |
120319 |
741.00 |
745.25 |
728.25 |
728.50 |
-13.25 |
1,748 |
16,374 |
+222 |
Mar13 |
120319 |
743.00 |
746.75 |
740.00 |
740.00 |
-12.00 |
33 |
695 |
+13 |
May13 |
120319 |
743.00 |
743.00 |
743.00 |
743.00 |
-12.00 |
0 |
62 |
+0 |
Total Volume and Open Interest |
18,920 |
133,217 |
+717 |
Wheat(MGE) |
Mar12 |
120314 |
810.75 |
810.75 |
810.75 |
810.75 |
unch |
14 |
30 |
+0 |
May12 |
120319 |
820.50 |
825.00 |
805.00 |
807.00 |
-15.75 |
1,524 |
11,981 |
-182 |
Jul12 |
120319 |
818.50 |
822.25 |
802.00 |
803.75 |
-13.50 |
378 |
9,586 |
-32 |
Sep12 |
120319 |
801.00 |
805.75 |
789.75 |
790.50 |
-10.75 |
327 |
9,419 |
+53 |
Dec12 |
120319 |
805.00 |
807.25 |
792.25 |
793.75 |
-9.50 |
111 |
5,399 |
+29 |
Total Volume and Open Interest |
2,356 |
36,909 |
-129 |
Oats(CBOT) |
May12 |
120319 |
334.00 |
339.00 |
333.50 |
334.25 |
unch |
1,975 |
6,395 |
-719 |
Jul12 |
120319 |
323.00 |
327.50 |
321.25 |
322.00 |
-1.25 |
296 |
2,122 |
+120 |
Sep12 |
120319 |
318.50 |
319.25 |
318.50 |
318.50 |
-0.75 |
20 |
224 |
-5 |
Dec12 |
120319 |
327.25 |
327.25 |
323.50 |
323.50 |
-3.75 |
85 |
1,906 |
+7 |
Total Volume and Open Interest |
2,376 |
10,653 |
-597 |
Rough Rice(CBOT) |
Mar12 |
120314 |
13.85 |
13.95 |
13.85 |
13.95 |
-0.17 |
1 |
8 |
-1 |
May12 |
120319 |
14.51 |
14.74 |
14.40 |
14.60 |
+0.07 |
1,320 |
11,821 |
-100 |
Jul12 |
120319 |
14.80 |
14.95 |
14.69 |
14.87 |
+0.07 |
208 |
1,834 |
+39 |
Sep12 |
120319 |
15.07 |
15.23 |
15.03 |
15.11 |
+0.09 |
10 |
961 |
+7 |
Total Volume and Open Interest |
1,540 |
14,689 |
-52 |
Live Cattle(CME) |
Apr12 |
120319 |
125.700 |
126.230 |
124.900 |
125.180 |
-0.120 |
26,054 |
77,121 |
-4,487 |
Jun12 |
120319 |
122.700 |
123.250 |
121.900 |
122.150 |
-0.550 |
21,045 |
133,508 |
-44 |
Aug12 |
120319 |
124.635 |
125.080 |
123.730 |
124.080 |
-0.455 |
7,418 |
72,689 |
+802 |
Oct12 |
120319 |
130.035 |
130.285 |
128.880 |
129.400 |
-0.480 |
4,084 |
39,209 |
+506 |
Dec12 |
120319 |
131.435 |
131.650 |
130.200 |
130.500 |
-0.900 |
2,915 |
20,532 |
+763 |
Feb13 |
120319 |
132.000 |
132.200 |
130.750 |
131.500 |
-0.685 |
618 |
6,031 |
+163 |
Total Volume and Open Interest |
62,351 |
352,319 |
-2,177 |
Feeder Cattle(CME) |
Mar12 |
120319 |
153.100 |
153.700 |
152.500 |
152.950 |
-0.450 |
1,143 |
4,252 |
-476 |
Apr12 |
120319 |
154.300 |
154.600 |
153.235 |
153.350 |
-0.950 |
2,440 |
12,812 |
-146 |
May12 |
120319 |
155.600 |
156.000 |
154.550 |
154.785 |
-1.115 |
2,486 |
16,949 |
+387 |
Aug12 |
120319 |
157.535 |
157.685 |
156.300 |
156.575 |
-1.160 |
1,389 |
14,131 |
+129 |
Sep12 |
120319 |
156.575 |
157.735 |
156.575 |
157.000 |
-1.250 |
167 |
2,787 |
+73 |
Oct12 |
120319 |
157.000 |
157.950 |
156.700 |
157.100 |
-1.100 |
42 |
1,416 |
+3 |
Nov12 |
120319 |
157.050 |
157.250 |
156.825 |
157.250 |
-1.000 |
17 |
910 |
+8 |
Total Volume and Open Interest |
7,685 |
53,493 |
-21 |
Lean Hogs(CME) |
Apr12 |
120319 |
86.100 |
86.330 |
85.700 |
86.035 |
+0.150 |
14,017 |
42,689 |
-1,689 |
May12 |
120319 |
94.300 |
94.500 |
93.800 |
94.450 |
+0.050 |
80 |
3,094 |
+3 |
Jun12 |
120319 |
93.500 |
93.830 |
93.150 |
93.400 |
-0.200 |
14,725 |
84,976 |
+1,343 |
Jul12 |
120319 |
93.785 |
94.150 |
93.550 |
93.850 |
+0.065 |
4,101 |
28,438 |
-165 |
Aug12 |
120319 |
94.930 |
94.980 |
94.330 |
94.850 |
+0.050 |
3,908 |
33,960 |
+706 |
Oct12 |
120319 |
85.680 |
86.050 |
85.250 |
85.850 |
+0.215 |
3,162 |
32,375 |
+702 |
Dec12 |
120319 |
82.750 |
83.200 |
82.350 |
83.035 |
+0.185 |
1,222 |
20,583 |
+346 |
Feb13 |
120319 |
83.750 |
84.150 |
83.400 |
83.850 |
unch |
390 |
6,633 |
+277 |
Total Volume and Open Interest |
41,671 |
258,324 |
+1,588 |
Class III Milk(CME) |
Mar12 |
120319 |
15.63 |
15.66 |
15.61 |
15.63 |
+0.02 |
95 |
6,096 |
-38 |
Apr12 |
120319 |
15.80 |
16.00 |
15.36 |
15.84 |
+0.02 |
550 |
4,745 |
+81 |
May12 |
120319 |
15.50 |
15.56 |
15.09 |
15.30 |
-0.20 |
283 |
3,835 |
+39 |
Jun12 |
120319 |
15.75 |
15.88 |
15.51 |
15.68 |
-0.20 |
202 |
3,283 |
+25 |
Jul12 |
120319 |
16.38 |
16.46 |
16.15 |
16.28 |
-0.18 |
121 |
2,477 |
+15 |
Total Volume and Open Interest |
1,385 |
31,267 |
+148 |
Cocoa(ICE) |
May12 |
120319 |
2256 |
2304 |
2242 |
2289 |
+33 |
23,889 |
69,034 |
+468 |
Jul12 |
120319 |
2275 |
2326 |
2266 |
2313 |
+33 |
5,248 |
35,812 |
-310 |
Sep12 |
120319 |
2279 |
2335 |
2279 |
2326 |
+32 |
4,057 |
20,648 |
-1,164 |
Dec12 |
120319 |
2300 |
2334 |
2291 |
2334 |
+27 |
2,519 |
21,786 |
-42 |
Mar13 |
120319 |
2313 |
2350 |
2300 |
2340 |
+24 |
4,599 |
17,924 |
+1,088 |
May13 |
120319 |
2339 |
2358 |
2314 |
2354 |
+23 |
1,027 |
3,819 |
-198 |
Jul13 |
120319 |
2371 |
2371 |
2367 |
2367 |
+23 |
237 |
1,139 |
+46 |
Total Volume and Open Interest |
41,825 |
171,053 |
+33 |
Coffee "C"(ICE) |
Mar12 |
120319 |
183.90 |
184.80 |
182.50 |
182.50 |
+1.15 |
2 |
36 |
-11 |
May12 |
120319 |
182.00 |
185.25 |
182.00 |
183.50 |
+1.15 |
9,718 |
77,104 |
+547 |
Jul12 |
120319 |
184.90 |
188.00 |
184.90 |
186.30 |
+1.10 |
2,740 |
31,656 |
+411 |
Sep12 |
120319 |
188.70 |
190.70 |
188.00 |
189.15 |
+1.10 |
944 |
21,735 |
+15 |
Dec12 |
120319 |
193.00 |
194.60 |
192.00 |
193.10 |
+1.10 |
815 |
12,381 |
+12 |
Mar13 |
120319 |
196.40 |
198.05 |
195.70 |
196.65 |
+1.15 |
143 |
3,963 |
-6 |
Total Volume and Open Interest |
14,424 |
149,708 |
+964 |
Orange Juice(ICE) |
May12 |
120319 |
188.00 |
188.00 |
183.05 |
184.25 |
-2.65 |
420 |
19,263 |
+71 |
Jul12 |
120319 |
177.60 |
178.40 |
175.90 |
176.35 |
-4.05 |
31 |
1,554 |
+7 |
Sep12 |
120319 |
174.85 |
174.85 |
173.95 |
173.95 |
-3.65 |
5 |
963 |
+5 |
Nov12 |
120319 |
167.80 |
167.80 |
166.40 |
166.40 |
-2.60 |
25 |
671 |
+4 |
Jan13 |
120319 |
164.75 |
164.75 |
164.75 |
164.75 |
-2.50 |
0 |
65 |
+0 |
Mar13 |
120319 |
163.25 |
163.25 |
163.25 |
163.25 |
-2.50 |
|
|
|
Total Volume and Open Interest |
481 |
22,520 |
+87 |
Sugar #11(ICE) |
May12 |
120319 |
25.41 |
25.71 |
25.21 |
25.66 |
+0.25 |
77,297 |
243,878 |
+12,284 |
Jul12 |
120319 |
24.32 |
24.58 |
24.13 |
24.55 |
+0.28 |
49,041 |
211,160 |
-41 |
Oct12 |
120319 |
24.15 |
24.42 |
24.05 |
24.41 |
+0.27 |
27,838 |
112,515 |
+344 |
Mar13 |
120319 |
24.65 |
24.95 |
24.64 |
24.94 |
+0.20 |
11,785 |
81,095 |
+2,739 |
May13 |
120319 |
24.33 |
24.48 |
24.22 |
24.47 |
+0.08 |
2,525 |
16,107 |
+959 |
Jul13 |
120319 |
24.00 |
24.17 |
23.93 |
24.16 |
+0.06 |
1,063 |
17,855 |
+175 |
Oct13 |
120319 |
24.08 |
24.21 |
23.98 |
24.21 |
+0.05 |
540 |
19,714 |
+145 |
Mar14 |
120319 |
24.17 |
24.27 |
24.06 |
24.27 |
+0.03 |
320 |
13,590 |
+198 |
Total Volume and Open Interest |
170,707 |
726,263 |
+16,882 |
London Cocoa(LCE) |
May12 |
120319 |
1458 |
1480 |
1448 |
1477 |
+16 |
5,808 |
45,543 |
+2,645 |
Jul12 |
120319 |
1478 |
1497 |
1465 |
1495 |
+16 |
4,729 |
44,298 |
-737 |
Sep12 |
120319 |
1485 |
1504 |
1475 |
1502 |
+14 |
2,239 |
25,603 |
+433 |
Dec12 |
120319 |
1496 |
1505 |
1475 |
1504 |
+9 |
1,423 |
26,329 |
+451 |
Mar13 |
120319 |
1490 |
1496 |
1465 |
1486 |
-2 |
884 |
27,385 |
-70 |
May13 |
120319 |
1493 |
1497 |
1476 |
1495 |
-2 |
19 |
8,264 |
+225 |
Jul13 |
120319 |
1501 |
1501 |
1501 |
1501 |
-2 |
24 |
2,165 |
+37 |
Total Volume and Open Interest |
15,132 |
181,144 |
-2,688 |
London Sugar(LCE) |
May12 |
120319 |
666.40 |
669.00 |
661.00 |
668.00 |
+1.40 |
3,550 |
27,381 |
+821 |
Aug12 |
120319 |
641.00 |
646.60 |
638.10 |
645.70 |
+4.10 |
2,163 |
17,565 |
-176 |
Oct12 |
120319 |
630.10 |
634.40 |
626.10 |
633.40 |
+3.10 |
521 |
10,034 |
+459 |
Dec12 |
120319 |
632.50 |
636.90 |
629.50 |
636.20 |
+3.20 |
259 |
2,919 |
+29 |
Mar13 |
120319 |
636.80 |
640.00 |
633.40 |
640.00 |
+4.00 |
259 |
4,654 |
+241 |
Total Volume and Open Interest |
6,961 |
63,292 |
+1,526 |
Cotton(ICE) |
May12 |
120319 |
87.73 |
89.58 |
87.62 |
89.08 |
+1.60 |
11,189 |
90,980 |
-748 |
Jul12 |
120319 |
88.28 |
90.05 |
88.26 |
89.90 |
+1.85 |
3,746 |
46,832 |
+33 |
Oct12 |
120319 |
90.84 |
90.84 |
90.84 |
90.84 |
+1.58 |
7 |
85 |
+0 |
Dec12 |
120319 |
88.31 |
89.64 |
88.28 |
89.59 |
+1.31 |
2,342 |
42,232 |
+1,037 |
Mar13 |
120319 |
89.57 |
90.57 |
89.35 |
90.57 |
+1.26 |
55 |
1,990 |
-12 |
May13 |
120319 |
89.92 |
90.52 |
89.51 |
90.52 |
+1.01 |
20 |
541 |
-13 |
Total Volume and Open Interest |
17,374 |
183,543 |
+305 |
Lumber(CME) |
May12 |
120319 |
271.0 |
272.7 |
269.7 |
272.2 |
unch |
580 |
6,186 |
+7 |
Jul12 |
120319 |
282.5 |
284.8 |
281.4 |
284.6 |
+0.6 |
179 |
2,250 |
+4 |
Sep12 |
120319 |
286.7 |
289.4 |
285.4 |
289.4 |
+1.7 |
15 |
1,135 |
-3 |
Nov12 |
120319 |
283.5 |
283.5 |
280.5 |
283.5 |
+0.5 |
12 |
602 |
+2 |
Total Volume and Open Interest |
786 |
10,210 |
-50 |
Crude Oil(NYM) |
Apr12 |
120319 |
107.18 |
108.24 |
106.55 |
108.09 |
+1.03 |
371,039 |
75,742 |
-33,747 |
May12 |
120319 |
107.78 |
108.70 |
107.04 |
108.56 |
+0.98 |
166,094 |
274,044 |
+11,651 |
Jun12 |
120319 |
108.37 |
109.13 |
107.53 |
109.00 |
+0.93 |
85,914 |
158,762 |
+1,360 |
Jul12 |
120319 |
108.60 |
109.51 |
108.00 |
109.39 |
+0.86 |
42,116 |
96,982 |
+4,280 |
Aug12 |
120319 |
109.08 |
109.69 |
108.39 |
109.65 |
+0.78 |
30,988 |
67,580 |
+1,017 |
Sep12 |
120319 |
109.32 |
109.84 |
108.61 |
109.76 |
+0.72 |
24,910 |
58,036 |
+193 |
Oct12 |
120319 |
109.01 |
109.80 |
108.77 |
109.80 |
+0.70 |
16,214 |
43,081 |
+407 |
Nov12 |
120319 |
109.36 |
109.80 |
109.34 |
109.80 |
+0.66 |
11,420 |
34,729 |
+403 |
Dec12 |
120319 |
109.97 |
109.97 |
108.60 |
109.79 |
+0.62 |
45,975 |
189,601 |
+540 |
Jan13 |
120319 |
109.45 |
109.72 |
109.38 |
109.72 |
+0.57 |
3,286 |
41,459 |
-174 |
Feb13 |
120319 |
109.43 |
109.50 |
109.43 |
109.50 |
+0.52 |
1,064 |
20,742 |
-185 |
Mar13 |
120319 |
108.85 |
109.18 |
108.84 |
109.18 |
+0.48 |
4,062 |
28,488 |
+69 |
Apr13 |
120319 |
108.73 |
108.73 |
108.73 |
108.73 |
+0.42 |
2,249 |
14,526 |
+362 |
May13 |
120319 |
108.25 |
108.25 |
108.25 |
108.25 |
+0.36 |
1,697 |
12,256 |
+315 |
Jun13 |
120319 |
107.65 |
107.86 |
107.47 |
107.79 |
+0.31 |
7,201 |
62,847 |
+138 |
Jul13 |
120319 |
107.26 |
107.26 |
107.26 |
107.26 |
+0.27 |
841 |
10,567 |
+101 |
Total Volume and Open Interest |
842,057 |
1,559,075 |
-10,862 |
e-miNY Crude Oil(NYM) |
Mar12 |
120217 |
102.300 |
103.525 |
102.250 |
103.250 |
+0.950 |
4,042 |
1,644 |
-95 |
Apr12 |
120319 |
107.225 |
108.250 |
106.550 |
108.100 |
+1.050 |
10,868 |
1,515 |
+254 |
May12 |
120319 |
107.725 |
108.700 |
107.050 |
108.550 |
+0.975 |
2,039 |
813 |
+109 |
Jun12 |
120319 |
108.200 |
109.100 |
107.700 |
109.000 |
+0.925 |
116 |
132 |
-11 |
Jul12 |
120319 |
109.000 |
109.500 |
108.875 |
109.400 |
+0.875 |
19 |
46 |
-11 |
Aug12 |
120319 |
109.650 |
109.650 |
109.650 |
109.650 |
+0.775 |
1 |
14 |
+1 |
Sep12 |
120319 |
109.400 |
109.750 |
109.400 |
109.750 |
+0.700 |
2 |
32 |
+1 |
Oct12 |
120319 |
109.800 |
109.800 |
109.800 |
109.800 |
+0.700 |
0 |
9 |
+0 |
Nov12 |
120319 |
109.800 |
109.800 |
109.800 |
109.800 |
+0.650 |
|
|
|
Dec12 |
120319 |
109.800 |
109.800 |
109.400 |
109.800 |
+0.625 |
3 |
228 |
-2 |
Total Volume and Open Interest |
13,052 |
2,968 |
+343 |
Heating Oil(NYM) |
Apr12 |
120319 |
329.00 |
329.12 |
324.88 |
326.13 |
-2.06 |
60,503 |
63,800 |
-7,043 |
May12 |
120319 |
329.81 |
329.81 |
326.34 |
327.59 |
-1.51 |
29,106 |
65,083 |
+3,949 |
Jun12 |
120319 |
330.51 |
330.51 |
327.25 |
328.59 |
-1.19 |
21,304 |
51,821 |
+1,792 |
Jul12 |
120319 |
330.23 |
330.84 |
328.12 |
329.47 |
-0.97 |
7,718 |
22,177 |
+155 |
Aug12 |
120319 |
329.76 |
331.49 |
329.00 |
330.28 |
-0.73 |
3,537 |
14,954 |
+214 |
Sep12 |
120319 |
331.28 |
331.53 |
329.65 |
330.97 |
-0.59 |
2,978 |
14,008 |
-6 |
Oct12 |
120319 |
331.00 |
332.24 |
330.14 |
331.57 |
-0.57 |
1,201 |
7,269 |
+460 |
Nov12 |
120319 |
331.18 |
332.65 |
331.18 |
332.20 |
-0.59 |
571 |
4,298 |
+215 |
Dec12 |
120319 |
333.11 |
333.76 |
330.90 |
332.68 |
-0.61 |
4,805 |
30,659 |
+1,209 |
Jan13 |
120319 |
332.67 |
333.09 |
332.67 |
332.88 |
-0.65 |
70 |
5,239 |
+9 |
Feb13 |
120319 |
332.02 |
332.02 |
331.93 |
331.93 |
-0.65 |
64 |
792 |
-4 |
Mar13 |
120319 |
329.73 |
329.73 |
329.73 |
329.73 |
-0.65 |
112 |
1,133 |
+11 |
Total Volume and Open Interest |
131,969 |
281,881 |
+961 |
Gasoline(NYMEX) |
Apr12 |
120319 |
335.82 |
338.46 |
334.60 |
336.78 |
+1.09 |
52,897 |
78,313 |
-5,916 |
May12 |
120319 |
336.00 |
337.80 |
334.15 |
336.18 |
+0.83 |
46,887 |
91,634 |
+5,264 |
Jun12 |
120319 |
332.28 |
334.34 |
330.92 |
332.82 |
+0.54 |
33,376 |
69,950 |
+4,390 |
Jul12 |
120319 |
329.18 |
329.82 |
326.87 |
328.78 |
+0.40 |
18,502 |
38,687 |
-831 |
Aug12 |
120319 |
324.53 |
324.67 |
322.26 |
324.02 |
+0.38 |
10,882 |
25,389 |
+1,495 |
Sep12 |
120319 |
318.83 |
319.15 |
316.98 |
318.50 |
+0.32 |
7,238 |
20,721 |
-471 |
Oct12 |
120319 |
301.47 |
302.15 |
300.71 |
301.90 |
+0.18 |
5,102 |
20,310 |
+529 |
Nov12 |
120319 |
298.06 |
298.47 |
296.24 |
297.04 |
+0.22 |
2,953 |
7,190 |
+191 |
Dec12 |
120319 |
294.93 |
294.93 |
292.42 |
294.25 |
+0.23 |
4,724 |
21,315 |
+122 |
Jan13 |
120319 |
293.11 |
293.11 |
293.11 |
293.11 |
+0.23 |
475 |
5,548 |
+89 |
Total Volume and Open Interest |
184,013 |
389,135 |
+5,040 |
e-miNY RBOB Gasoline(NYM) |
Apr12 |
120319 |
335.70 |
336.80 |
335.70 |
336.80 |
+1.10 |
0 |
1 |
+0 |
May12 |
120319 |
336.20 |
336.20 |
336.18 |
336.20 |
+0.80 |
|
|
|
Jun12 |
120319 |
332.80 |
332.82 |
332.80 |
332.80 |
+0.50 |
|
|
|
Jul12 |
120319 |
328.80 |
328.80 |
328.78 |
328.80 |
+0.40 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Apr12 |
120319 |
2.322 |
2.393 |
2.285 |
2.351 |
+0.025 |
132,651 |
129,080 |
-15,876 |
May12 |
120319 |
2.436 |
2.502 |
2.393 |
2.466 |
+0.030 |
85,785 |
261,006 |
-810 |
Jun12 |
120319 |
2.524 |
2.607 |
2.501 |
2.571 |
+0.028 |
31,443 |
90,877 |
+3,138 |
Jul12 |
120319 |
2.626 |
2.705 |
2.603 |
2.674 |
+0.032 |
25,186 |
120,024 |
+2,449 |
Aug12 |
120319 |
2.702 |
2.757 |
2.659 |
2.729 |
+0.033 |
17,496 |
41,749 |
+2,497 |
Sep12 |
120319 |
2.726 |
2.785 |
2.690 |
2.755 |
+0.031 |
12,525 |
84,319 |
+379 |
Oct12 |
120319 |
2.798 |
2.852 |
2.758 |
2.823 |
+0.030 |
26,436 |
139,721 |
+1,174 |
Nov12 |
120319 |
3.018 |
3.065 |
2.986 |
3.043 |
+0.033 |
6,020 |
46,128 |
+144 |
Dec12 |
120319 |
3.356 |
3.401 |
3.326 |
3.387 |
+0.032 |
12,609 |
52,270 |
+2,891 |
Jan13 |
120319 |
3.492 |
3.546 |
3.463 |
3.525 |
+0.035 |
13,336 |
67,404 |
+1,070 |
Feb13 |
120319 |
3.502 |
3.552 |
3.485 |
3.535 |
+0.035 |
2,397 |
17,377 |
+156 |
Mar13 |
120319 |
3.478 |
3.529 |
3.451 |
3.514 |
+0.034 |
3,565 |
27,274 |
+112 |
Apr13 |
120319 |
3.447 |
3.489 |
3.422 |
3.478 |
+0.032 |
3,488 |
40,816 |
+37 |
May13 |
120319 |
3.462 |
3.526 |
3.462 |
3.516 |
+0.032 |
430 |
10,913 |
+169 |
Jun13 |
120319 |
3.533 |
3.567 |
3.533 |
3.567 |
+0.029 |
276 |
4,395 |
-13 |
Jul13 |
120319 |
3.613 |
3.633 |
3.610 |
3.611 |
+0.029 |
154 |
4,962 |
-54 |
Total Volume and Open Interest |
375,996 |
1,229,082 |
-1,123 |
Brent Crude Oil(ICE) |
May12 |
120319 |
125.60 |
126.05 |
124.82 |
125.71 |
-0.10 |
310,984 |
0 |
-238,869 |
Jun12 |
120319 |
125.35 |
125.46 |
124.33 |
125.24 |
-0.04 |
156,839 |
168,033 |
+4,965 |
Jul12 |
120319 |
124.86 |
124.95 |
123.80 |
124.73 |
-0.02 |
54,233 |
78,222 |
-411 |
Aug12 |
120319 |
124.26 |
124.39 |
123.26 |
124.15 |
unch |
33,858 |
52,041 |
-790 |
Sep12 |
120319 |
123.52 |
123.68 |
122.57 |
123.43 |
+0.01 |
27,231 |
70,306 |
+938 |
Oct12 |
120319 |
122.73 |
122.93 |
121.85 |
122.70 |
+0.02 |
19,783 |
52,942 |
+340 |
Nov12 |
120319 |
122.02 |
122.18 |
121.19 |
122.05 |
+0.04 |
10,827 |
30,265 |
+204 |
Dec12 |
120319 |
121.31 |
121.60 |
120.52 |
121.38 |
+0.04 |
59,781 |
103,167 |
-1,218 |
Jan13 |
120319 |
120.74 |
120.77 |
120.61 |
120.75 |
+0.04 |
2,891 |
17,666 |
-97 |
Feb13 |
120319 |
120.11 |
120.11 |
120.11 |
120.11 |
+0.04 |
1,730 |
10,196 |
-190 |
Mar13 |
120319 |
119.43 |
119.43 |
119.43 |
119.43 |
+0.04 |
1,388 |
9,094 |
+100 |
Apr13 |
120319 |
118.74 |
118.74 |
118.74 |
118.74 |
+0.04 |
538 |
6,867 |
+12 |
May13 |
120319 |
118.04 |
118.04 |
118.04 |
118.04 |
+0.04 |
402 |
6,471 |
+17 |
Jun13 |
120319 |
117.20 |
117.50 |
116.79 |
117.30 |
+0.03 |
7,148 |
28,835 |
+311 |
Total Volume and Open Interest |
399,051 |
816,046 |
-268,735 |
Gas Oil(ICE) |
Apr12 |
120319 |
1042.75 |
1045.25 |
1035.50 |
1043.50 |
+7.75 |
88,388 |
134,126 |
-1,989 |
May12 |
120319 |
1042.50 |
1043.75 |
1035.00 |
1042.00 |
+7.00 |
81,798 |
90,277 |
-985 |
Jun12 |
120319 |
1041.50 |
1042.75 |
1034.75 |
1040.75 |
+6.25 |
50,809 |
60,245 |
-1,985 |
Jul12 |
120319 |
1040.00 |
1042.25 |
1034.75 |
1040.25 |
+6.25 |
18,515 |
27,968 |
-2,216 |
Aug12 |
120319 |
1035.75 |
1042.25 |
1035.75 |
1040.25 |
+6.00 |
8,619 |
23,258 |
+1,059 |
Sep12 |
120319 |
1035.50 |
1041.25 |
1034.50 |
1039.50 |
+5.50 |
8,077 |
21,831 |
-289 |
Oct12 |
120319 |
1033.25 |
1039.50 |
1033.00 |
1037.75 |
+5.50 |
3,981 |
15,474 |
+97 |
Nov12 |
120319 |
1032.00 |
1036.00 |
1032.00 |
1035.25 |
+5.50 |
1,997 |
10,976 |
-70 |
Dec12 |
120319 |
1028.50 |
1035.00 |
1027.25 |
1032.50 |
+5.25 |
13,737 |
42,531 |
-947 |
Jan13 |
120319 |
1030.00 |
1030.00 |
1030.00 |
1030.00 |
+5.25 |
1,246 |
11,578 |
+59 |
Total Volume and Open Interest |
285,062 |
501,905 |
-6,570 |
Ethanol(CBOT) |
Mar12 |
120305 |
2.270 |
2.289 |
2.270 |
2.289 |
+0.029 |
25 |
151 |
-37 |
Apr12 |
120319 |
2.330 |
2.350 |
2.330 |
2.336 |
-0.019 |
209 |
891 |
-141 |
May12 |
120319 |
2.365 |
2.365 |
2.340 |
2.344 |
-0.016 |
153 |
1,413 |
+0 |
Jun12 |
120319 |
2.352 |
2.367 |
2.345 |
2.349 |
-0.018 |
71 |
714 |
-9 |
Jul12 |
120319 |
2.351 |
2.376 |
2.351 |
2.358 |
-0.014 |
117 |
1,848 |
-2 |
Aug12 |
120319 |
2.357 |
2.357 |
2.335 |
2.341 |
-0.012 |
80 |
1,346 |
+41 |
Sep12 |
120319 |
2.270 |
2.296 |
2.270 |
2.291 |
-0.006 |
45 |
1,174 |
+14 |
Oct12 |
120319 |
2.173 |
2.200 |
2.172 |
2.191 |
-0.006 |
42 |
978 |
+26 |
Total Volume and Open Interest |
945 |
11,045 |
-15 |
WTI Crude Oil(ICE) |
Apr12 |
120319 |
107.26 |
108.15 |
106.62 |
108.09 |
+1.03 |
47,669 |
24,846 |
-1,071 |
May12 |
120319 |
107.71 |
108.71 |
107.05 |
108.56 |
+0.98 |
61,068 |
55,746 |
+2,924 |
Jun12 |
120319 |
108.39 |
109.11 |
107.60 |
109.00 |
+0.93 |
24,849 |
54,229 |
+2,028 |
Jul12 |
120319 |
108.37 |
109.47 |
108.05 |
109.39 |
+0.86 |
10,487 |
29,050 |
+318 |
Aug12 |
120319 |
109.37 |
109.73 |
109.06 |
109.65 |
+0.78 |
7,712 |
14,434 |
+969 |
Sep12 |
120319 |
109.25 |
109.83 |
109.20 |
109.76 |
+0.72 |
7,504 |
20,091 |
+912 |
Oct12 |
120319 |
109.25 |
109.85 |
109.25 |
109.80 |
+0.70 |
3,823 |
10,801 |
+33 |
Nov12 |
120319 |
109.53 |
109.82 |
109.40 |
109.80 |
+0.66 |
2,430 |
7,414 |
+46 |
Dec12 |
120319 |
108.93 |
109.83 |
108.89 |
109.79 |
+0.62 |
12,782 |
62,936 |
+566 |
Jan13 |
120319 |
109.72 |
109.72 |
109.72 |
109.72 |
+0.57 |
677 |
5,775 |
+45 |
Feb13 |
120319 |
109.50 |
109.50 |
109.50 |
109.50 |
+0.52 |
190 |
2,262 |
+65 |
Mar13 |
120319 |
109.18 |
109.18 |
109.18 |
109.18 |
+0.48 |
200 |
3,850 |
+16 |
Apr13 |
120319 |
108.73 |
108.73 |
108.73 |
108.73 |
+0.42 |
95 |
611 |
+11 |
May13 |
120319 |
108.25 |
108.25 |
108.25 |
108.25 |
+0.36 |
276 |
670 |
-4 |
Jun13 |
120319 |
107.84 |
107.85 |
107.50 |
107.79 |
+0.31 |
796 |
15,983 |
-157 |
Jul13 |
120319 |
107.26 |
107.26 |
107.26 |
107.26 |
+0.27 |
50 |
246 |
+23 |
Total Volume and Open Interest |
183,815 |
406,158 |
+7,036 |
US Dollar Index(ICE) |
Mar12 |
120316 |
80.230 |
80.385 |
79.730 |
79.735 |
-0.400 |
38,980 |
18,060 |
-19,375 |
Jun12 |
120319 |
80.065 |
80.185 |
79.605 |
79.713 |
-0.370 |
39,472 |
60,176 |
+12,214 |
Sep12 |
120319 |
80.400 |
80.400 |
80.113 |
80.113 |
-0.430 |
0 |
503 |
+0 |
Total Volume and Open Interest |
60,983 |
71,282 |
+4,757 |
Australian Dollar(CME) |
Mar12 |
120319 |
105.89 |
106.19 |
105.61 |
105.72 |
-0.13 |
147,329 |
69,132 |
-11,712 |
Jun12 |
120319 |
104.89 |
105.29 |
104.49 |
105.11 |
+0.34 |
74,976 |
152,744 |
+29,523 |
Sep12 |
120319 |
103.92 |
104.10 |
103.73 |
104.07 |
+0.34 |
3 |
249 |
+0 |
Total Volume and Open Interest |
222,308 |
222,135 |
+17,811 |
British Pound(CME) |
Mar12 |
120319 |
158.43 |
158.88 |
158.25 |
158.64 |
+0.32 |
76,123 |
57,068 |
-17,307 |
Jun12 |
120319 |
158.35 |
159.05 |
158.12 |
158.89 |
+0.66 |
47,838 |
148,571 |
+16,687 |
Sep12 |
120319 |
158.15 |
158.81 |
158.11 |
158.77 |
+0.66 |
21 |
39 |
+15 |
Total Volume and Open Interest |
123,982 |
205,727 |
-605 |
Canadian Dollar(CME) |
Mar12 |
120319 |
100.86 |
101.40 |
100.68 |
101.35 |
+0.49 |
97,976 |
63,651 |
-13,160 |
Jun12 |
120319 |
100.68 |
101.22 |
100.50 |
101.15 |
+0.49 |
61,418 |
116,601 |
+19,514 |
Sep12 |
120319 |
100.50 |
100.95 |
100.39 |
100.95 |
+0.48 |
65 |
2,258 |
+53 |
Dec12 |
120319 |
100.78 |
100.78 |
100.24 |
100.74 |
+0.50 |
189 |
3,267 |
+107 |
Total Volume and Open Interest |
159,650 |
185,940 |
+6,514 |
Japanese Yen(CME) |
Mar12 |
120319 |
119.91 |
120.45 |
119.66 |
119.75 |
-0.20 |
109,237 |
80,772 |
-9,204 |
Jun12 |
120319 |
119.99 |
120.55 |
119.76 |
120.00 |
-0.05 |
64,395 |
135,558 |
+17,962 |
Sep12 |
120319 |
120.02 |
120.50 |
119.95 |
120.13 |
-0.05 |
21 |
137 |
+11 |
Total Volume and Open Interest |
173,655 |
216,500 |
+8,771 |
Swiss Franc(CME) |
Mar12 |
120319 |
109.23 |
109.25 |
108.97 |
109.04 |
-0.18 |
46,233 |
21,809 |
-6,165 |
Jun12 |
120319 |
109.39 |
110.11 |
109.06 |
109.85 |
+0.53 |
26,998 |
42,033 |
+5,466 |
Sep12 |
120319 |
109.94 |
109.98 |
109.45 |
109.98 |
+0.53 |
0 |
178 |
+0 |
Total Volume and Open Interest |
73,231 |
64,021 |
-699 |
EuroFX(CME) |
Mar12 |
120319 |
131.80 |
131.84 |
131.42 |
131.58 |
-0.15 |
214,767 |
100,244 |
-34,390 |
Jun12 |
120319 |
131.85 |
132.72 |
131.48 |
132.45 |
+0.66 |
139,122 |
236,061 |
+49,728 |
Sep12 |
120319 |
131.79 |
132.68 |
131.70 |
132.54 |
+0.66 |
58 |
297 |
+17 |
Total Volume and Open Interest |
353,949 |
336,650 |
+15,357 |
Mexican Peso(CME) |
Mar12 |
120319 |
787.5 |
790.2 |
787.2 |
789.8 |
+0.8 |
33,331 |
104,875 |
-8,851 |
Apr12 |
120319 |
791.0 |
791.0 |
787.2 |
791.0 |
+3.8 |
|
|
|
Total Volume and Open Interest |
63,174 |
275,680 |
-1,108 |
Brazilian Real(CME) |
Apr12 |
120319 |
551.50 |
552.35 |
547.45 |
551.95 |
-1.65 |
1,377 |
3,004 |
+43 |
May12 |
120319 |
548.00 |
549.95 |
548.00 |
548.00 |
-1.95 |
0 |
550 |
+0 |
Jun12 |
120319 |
544.00 |
546.30 |
544.00 |
544.00 |
-2.30 |
102 |
2,337 |
-86 |
Jul12 |
120319 |
540.75 |
543.05 |
540.75 |
540.75 |
-2.30 |
99 |
99 |
+99 |
Total Volume and Open Interest |
1,578 |
19,541 |
+56 |
30-Year T-Bonds(CBOT) |
Mar12 |
120319 |
138~060 |
138~100 |
136~210 |
136~260 |
-1~020 |
1,676 |
3,091 |
-982 |
Jun12 |
120319 |
136~140 |
137~000 |
135~050 |
135~120 |
-1~020 |
458,788 |
576,868 |
-12,402 |
Sep12 |
120319 |
135~220 |
135~280 |
134~120 |
134~120 |
-1~020 |
6 |
110 |
+0 |
Total Volume and Open Interest |
460,470 |
580,069 |
-13,384 |
10-Year T-Notes(CBOT) |
Mar12 |
120319 |
129~000 |
129~115 |
128~140 |
128~170 |
-0~165 |
10,972 |
19,354 |
-1,315 |
Jun12 |
120319 |
128~185 |
128~290 |
127~265 |
127~305 |
-0~210 |
1,537,304 |
1,796,309 |
+27,197 |
Sep12 |
120319 |
127~000 |
127~000 |
127~000 |
127~000 |
-0~210 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,548,276 |
1,815,665 |
+25,882 |
5-Year T-Notes(CBOT) |
Mar12 |
120319 |
122~046 |
122~046 |
121~116 |
121~116 |
-0~041 |
8,694 |
40,452 |
-3,229 |
Jun12 |
120319 |
121~124 |
122~020 |
121~071 |
121~080 |
-0~044 |
882,323 |
1,394,650 |
+17,878 |
Sep12 |
120319 |
120~104 |
120~104 |
120~104 |
120~104 |
-0~044 |
|
|
|
Total Volume and Open Interest |
891,017 |
1,435,102 |
+14,649 |
2 Year T-Notes(CBOT) |
Mar12 |
120319 |
110~013 |
110~015 |
110~007 |
110~007 |
-0~005 |
5,197 |
38,271 |
-3,115 |
Jun12 |
120319 |
109~124 |
110~003 |
109~117 |
109~119 |
-0~006 |
348,337 |
818,116 |
+173 |
Sep12 |
120319 |
109~071 |
109~077 |
109~071 |
109~071 |
-0~006 |
|
|
|
Total Volume and Open Interest |
353,534 |
856,387 |
-2,942 |
Eurodollars(CME) |
Mar12 |
120316 |
99.525 |
99.527 |
99.525 |
99.525 |
unch |
165,686 |
860,821 |
+4,474 |
Jun12 |
120319 |
99.540 |
99.550 |
99.525 |
99.535 |
-0.005 |
195,102 |
1,078,328 |
-225 |
Sep12 |
120319 |
99.500 |
99.515 |
99.485 |
99.500 |
-0.005 |
194,912 |
876,759 |
-2,476 |
Dec12 |
120319 |
99.455 |
99.475 |
99.435 |
99.445 |
-0.010 |
231,610 |
941,916 |
+4,629 |
Mar13 |
120319 |
99.405 |
99.430 |
99.380 |
99.390 |
-0.015 |
222,932 |
649,973 |
-9,036 |
Jun13 |
120319 |
99.330 |
99.365 |
99.300 |
99.310 |
-0.020 |
278,451 |
594,233 |
-12,575 |
Sep13 |
120319 |
99.225 |
99.270 |
99.200 |
99.205 |
-0.030 |
225,730 |
577,848 |
-12,935 |
Dec13 |
120319 |
99.120 |
99.160 |
99.070 |
99.080 |
-0.040 |
284,883 |
541,040 |
-24,440 |
Mar14 |
120319 |
99.010 |
99.050 |
98.945 |
98.960 |
-0.050 |
265,837 |
492,438 |
+4,794 |
Jun14 |
120319 |
98.880 |
98.925 |
98.800 |
98.820 |
-0.060 |
199,686 |
319,156 |
-5,929 |
Sep14 |
120319 |
98.735 |
98.785 |
98.640 |
98.660 |
-0.080 |
164,700 |
315,554 |
-4,977 |
Dec14 |
120319 |
98.555 |
98.610 |
98.445 |
98.470 |
-0.095 |
204,708 |
312,417 |
-28,858 |
Mar15 |
120319 |
98.385 |
98.435 |
98.255 |
98.280 |
-0.110 |
111,814 |
236,487 |
+6,050 |
Jun15 |
120319 |
6.445 |
6.495 |
6.295 |
6.325 |
-0.125 |
120,683 |
245,290 |
+10,988 |
Sep15 |
120319 |
6.260 |
6.310 |
6.100 |
6.130 |
-0.135 |
67,085 |
168,795 |
+2,817 |
Dec15 |
120319 |
6.080 |
6.125 |
5.910 |
5.935 |
-0.150 |
82,471 |
163,914 |
-392 |
Mar16 |
120319 |
5.920 |
5.970 |
5.745 |
5.770 |
-0.155 |
41,235 |
86,369 |
+4,872 |
Jun16 |
120319 |
5.745 |
5.800 |
5.570 |
5.600 |
-0.160 |
36,598 |
93,388 |
-743 |
Total Volume and Open Interest |
3,116,116 |
8,816,171 |
-82,098 |
30 Day Federal Funds(CBOT) |
Mar12 |
120319 |
99.875 |
99.878 |
99.870 |
99.872 |
-0.005 |
4,798 |
57,928 |
+292 |
Apr12 |
120319 |
99.865 |
99.870 |
99.860 |
99.865 |
-0.005 |
4,150 |
45,952 |
+1,071 |
May12 |
120319 |
99.870 |
99.870 |
99.860 |
99.865 |
-0.005 |
2,874 |
51,201 |
+176 |
Jun12 |
120319 |
99.855 |
99.860 |
99.850 |
99.855 |
-0.005 |
4,255 |
37,601 |
+1,561 |
Jul12 |
120319 |
99.845 |
99.850 |
99.840 |
99.845 |
-0.005 |
1,585 |
47,541 |
+217 |
Aug12 |
120319 |
99.840 |
99.845 |
99.830 |
99.840 |
-0.005 |
2,512 |
36,521 |
+680 |
Total Volume and Open Interest |
45,017 |
542,341 |
+6,600 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120316 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
0 |
58 |
+0 |
Jun12 |
120319 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
120319 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec12 |
120319 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Mar13 |
120319 |
99.658 |
99.658 |
99.658 |
99.658 |
-0.003 |
|
|
|
Jun13 |
120319 |
99.650 |
99.650 |
99.650 |
99.650 |
-0.005 |
|
|
|
Sep13 |
120319 |
99.650 |
99.650 |
99.650 |
99.650 |
-0.005 |
|
|
|
Dec13 |
120319 |
99.640 |
99.640 |
99.640 |
99.640 |
-0.005 |
|
|
|
Mar14 |
120319 |
99.500 |
99.500 |
99.500 |
99.500 |
-0.005 |
|
|
|
Jun14 |
120319 |
99.360 |
99.360 |
99.360 |
99.360 |
-0.005 |
|
|
|
Total Volume and Open Interest |
0 |
58 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120319 |
99.66 |
99.67 |
99.66 |
99.67 |
unch |
300 |
2,346 |
+288 |
Sep12 |
120319 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
1 |
684 |
+0 |
Dec12 |
120319 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
415 |
+0 |
Mar13 |
120319 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
81 |
+0 |
Jun13 |
120319 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
0 |
216 |
+0 |
Sep13 |
120319 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
0 |
325 |
+0 |
Dec13 |
120319 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
395 |
+0 |
Mar14 |
120319 |
99.50 |
99.50 |
99.50 |
99.50 |
0.00 |
|
|
|
Total Volume and Open Interest |
703 |
6,867 |
+595 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120319 |
141.22 |
141.57 |
141.00 |
141.50 |
+0.28 |
17,952 |
25,195 |
+2,096 |
Sep12 |
120319 |
140.65 |
140.65 |
140.65 |
140.65 |
+0.28 |
0 |
5 |
+0 |
Dec12 |
120319 |
138.56 |
138.56 |
138.56 |
138.56 |
+0.28 |
0 |
4 |
+0 |
Total Volume and Open Interest |
17,952 |
25,204 |
+2,096 |
Euro-Bund(EUREX) |
Jun12 |
120319 |
135.56 |
136.04 |
135.27 |
135.60 |
+0.14 |
856,516 |
800,709 |
-22,376 |
Sep12 |
120319 |
134.20 |
134.30 |
134.12 |
134.12 |
+0.14 |
55 |
20 |
+1 |
Dec12 |
120319 |
134.12 |
134.12 |
134.12 |
134.12 |
+0.14 |
|
|
|
Total Volume and Open Interest |
856,571 |
800,729 |
-22,496 |
Euro-Bobl(EUREX) |
Jun12 |
120319 |
122.58 |
122.85 |
122.51 |
122.63 |
+0.04 |
601,541 |
767,662 |
-3,776 |
Sep12 |
120319 |
122.90 |
122.90 |
122.54 |
122.54 |
+0.04 |
1 |
3 |
+1 |
Dec12 |
120319 |
122.54 |
122.54 |
122.54 |
122.54 |
+0.04 |
|
|
|
Total Volume and Open Interest |
601,542 |
767,665 |
-3,775 |
3-Mth Euribor(EUREX) |
Mar12 |
120319 |
99.150 |
99.158 |
99.150 |
99.158 |
+0.007 |
331 |
1,109 |
-331 |
Jun12 |
120319 |
99.345 |
99.345 |
99.345 |
99.345 |
+0.045 |
600 |
1,552 |
+35 |
Sep12 |
120319 |
99.320 |
99.330 |
99.320 |
99.330 |
+0.045 |
103 |
1,046 |
+98 |
Total Volume and Open Interest |
1,136 |
6,632 |
-361 |
Long Gilt(LIFFE) |
Mar12 |
120319 |
114~02 |
114~02 |
113~21 |
113~26 |
+0~09 |
699 |
14,142 |
+103 |
Jun12 |
120319 |
111~25 |
112~11 |
111~24 |
111~31 |
+0~08 |
156,403 |
286,414 |
+6,869 |
Total Volume and Open Interest |
157,102 |
300,556 |
+6,972 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120319 |
98.98 |
98.98 |
98.96 |
98.96 |
-0.01 |
24,280 |
275,430 |
-6,793 |
Jun12 |
120319 |
99.07 |
99.08 |
99.04 |
99.05 |
-0.02 |
58,854 |
251,923 |
-2,102 |
Sep12 |
120319 |
99.09 |
99.09 |
99.05 |
99.06 |
-0.01 |
75,344 |
320,787 |
-10,245 |
Dec12 |
120319 |
99.06 |
99.06 |
99.02 |
99.03 |
unch |
72,528 |
258,375 |
+6,305 |
Mar13 |
120319 |
99.01 |
99.02 |
98.97 |
98.99 |
+0.01 |
109,028 |
288,119 |
-11,424 |
Jun13 |
120319 |
98.93 |
98.95 |
98.89 |
98.91 |
unch |
96,827 |
217,132 |
+751 |
Total Volume and Open Interest |
651,684 |
2,168,170 |
-17,559 |
3-Mth Euribor(LIFFE) |
Mar12 |
120319 |
99.150 |
99.158 |
99.150 |
99.158 |
+0.007 |
42,438 |
516,755 |
-3,119 |
Jun12 |
120319 |
99.305 |
99.345 |
99.300 |
99.345 |
+0.045 |
198,939 |
465,419 |
-2,793 |
Sep12 |
120319 |
99.285 |
99.335 |
99.285 |
99.330 |
+0.045 |
180,391 |
468,926 |
-12,932 |
Total Volume and Open Interest |
1,426,619 |
3,492,605 |
-34,341 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120319 |
95.71 |
95.72 |
95.68 |
95.70 |
-0.01 |
21,047 |
204,486 |
-2,488 |
Sep12 |
120319 |
95.75 |
95.76 |
95.72 |
95.75 |
-0.01 |
25,950 |
161,149 |
+5,546 |
Dec12 |
120319 |
95.78 |
95.78 |
95.73 |
95.77 |
-0.01 |
16,677 |
94,274 |
+2,699 |
Mar13 |
120319 |
95.77 |
95.77 |
95.71 |
95.77 |
-0.01 |
9,543 |
59,409 |
+2,029 |
Jun13 |
120319 |
95.72 |
95.72 |
95.67 |
95.71 |
-0.02 |
4,960 |
52,833 |
+342 |
Sep13 |
120319 |
95.62 |
95.64 |
95.60 |
95.64 |
-0.03 |
1,225 |
36,920 |
-229 |
Dec13 |
120319 |
95.56 |
95.58 |
95.53 |
95.56 |
-0.04 |
627 |
25,924 |
-71 |
Mar14 |
120319 |
95.50 |
95.51 |
95.49 |
95.51 |
-0.03 |
587 |
15,804 |
-114 |
Jun14 |
120319 |
95.44 |
95.44 |
95.44 |
95.44 |
-0.04 |
21 |
1,040 |
+21 |
Sep14 |
120319 |
95.39 |
95.39 |
95.39 |
95.39 |
-0.02 |
0 |
341 |
+0 |
Total Volume and Open Interest |
80,637 |
652,482 |
+7,735 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120319 |
95.72 |
95.72 |
95.65 |
95.68 |
-0.03 |
79,683 |
351,165 |
+6,127 |
Sep12 |
120319 |
95.68 |
95.68 |
95.68 |
95.68 |
-0.03 |
|
|
|
Total Volume and Open Interest |
79,683 |
351,165 |
|
3-Year Aus T-Bonds(SFE) |
Jun12 |
120319 |
96.21 |
96.22 |
96.15 |
96.20 |
-0.01 |
164,811 |
380,069 |
-5,097 |
Sep12 |
120319 |
96.20 |
96.20 |
96.20 |
96.20 |
-0.01 |
|
|
|
Total Volume and Open Interest |
164,811 |
380,069 |
|
Gold(CMX) |
Apr12 |
120319 |
1659.0 |
1670.1 |
1652.3 |
1667.3 |
+11.5 |
180,716 |
170,082 |
-7,201 |
Jun12 |
120319 |
1662.0 |
1672.3 |
1654.9 |
1669.7 |
+11.6 |
25,557 |
117,701 |
+7,730 |
Aug12 |
120319 |
1666.4 |
1673.1 |
1660.0 |
1672.1 |
+11.6 |
8,513 |
28,989 |
+2,658 |
Oct12 |
120319 |
1665.4 |
1675.3 |
1663.4 |
1674.4 |
+11.6 |
664 |
12,472 |
+236 |
Dec12 |
120319 |
1672.9 |
1677.7 |
1662.3 |
1676.7 |
+11.5 |
2,391 |
29,116 |
+280 |
Feb13 |
120319 |
1675.5 |
1678.9 |
1667.9 |
1678.9 |
+11.5 |
1,015 |
16,400 |
+153 |
Apr13 |
120319 |
1667.9 |
1681.1 |
1667.9 |
1681.1 |
+11.5 |
244 |
6,283 |
+21 |
Jun13 |
120319 |
1680.0 |
1683.9 |
1679.5 |
1683.9 |
+11.4 |
266 |
10,119 |
+3 |
Aug13 |
120319 |
1686.9 |
1686.9 |
1686.9 |
1686.9 |
+11.5 |
100 |
255 |
+0 |
Oct13 |
120319 |
1690.3 |
1690.3 |
1690.3 |
1690.3 |
+11.6 |
|
|
|
Dec13 |
120319 |
1693.9 |
1693.9 |
1693.9 |
1693.9 |
+11.7 |
116 |
11,153 |
-2 |
Total Volume and Open Interest |
220,302 |
441,650 |
+4,057 |
Silver(CMX) |
Mar12 |
120319 |
3265.0 |
3299.0 |
3245.0 |
3292.6 |
+35.3 |
80 |
321 |
-3 |
May12 |
120319 |
3257.5 |
3309.0 |
3233.0 |
3295.5 |
+35.1 |
52,824 |
55,875 |
-783 |
Jul12 |
120319 |
3265.5 |
3313.0 |
3239.0 |
3300.9 |
+35.5 |
6,232 |
11,278 |
-2,174 |
Sep12 |
120319 |
3257.5 |
3305.2 |
3257.5 |
3305.2 |
+35.6 |
857 |
5,532 |
+176 |
Dec12 |
120319 |
3267.5 |
3316.0 |
3267.5 |
3310.3 |
+35.7 |
961 |
14,239 |
-400 |
Mar13 |
120319 |
3312.2 |
3312.2 |
3312.2 |
3312.2 |
+35.2 |
13 |
2,136 |
+0 |
May13 |
120319 |
3313.3 |
3313.3 |
3313.3 |
3313.3 |
+35.3 |
11 |
1,265 |
+11 |
Total Volume and Open Interest |
61,836 |
106,723 |
-2,873 |
Platinum(NYMEX) |
Apr12 |
120319 |
1676.5 |
1686.3 |
1670.5 |
1684.7 |
+9.2 |
5,251 |
28,137 |
-832 |
Jul12 |
120319 |
1676.0 |
1690.5 |
1675.3 |
1689.5 |
+9.2 |
1,557 |
14,567 |
+812 |
Oct12 |
120319 |
1691.8 |
1693.4 |
1691.8 |
1692.6 |
+9.2 |
9 |
684 |
+8 |
Jan13 |
120319 |
1695.6 |
1695.6 |
1695.6 |
1695.6 |
+9.2 |
0 |
8 |
+0 |
Total Volume and Open Interest |
6,817 |
43,396 |
-12 |
Palladium(NYMEX) |
Mar12 |
120319 |
50.74 |
50.74 |
50.74 |
50.74 |
+5.90 |
18 |
50 |
-8 |
Jun12 |
120319 |
45.64 |
53.89 |
42.64 |
52.24 |
+5.90 |
2,887 |
21,193 |
+502 |
Sep12 |
120319 |
47.64 |
54.64 |
47.64 |
53.54 |
+5.90 |
4 |
392 |
+1 |
Total Volume and Open Interest |
2,917 |
21,644 |
+491 |
Copper(CMX) |
Mar12 |
120319 |
386.80 |
391.45 |
385.75 |
390.60 |
+3.20 |
345 |
2,270 |
-154 |
May12 |
120319 |
388.45 |
391.95 |
385.50 |
390.90 |
+3.10 |
45,158 |
84,251 |
+2,519 |
Jul12 |
120319 |
388.75 |
392.45 |
386.35 |
391.60 |
+3.05 |
5,806 |
27,242 |
+143 |
Sep12 |
120319 |
389.75 |
393.10 |
387.75 |
392.30 |
+2.95 |
1,497 |
17,222 |
+150 |
Dec12 |
120319 |
391.90 |
393.25 |
391.15 |
392.80 |
+2.75 |
722 |
9,412 |
-167 |
Total Volume and Open Interest |
54,499 |
153,352 |
+2,731 |
DJIA Index(CBOT) |
Jun12 |
120319 |
13165 |
13206 |
13125 |
13167 |
+4 |
1,106 |
9,187 |
+808 |
Sep12 |
120319 |
13104 |
13104 |
13101 |
13104 |
+3 |
2 |
2 |
+2 |
Dec12 |
120319 |
13023 |
13023 |
13020 |
13023 |
+3 |
0 |
1 |
+0 |
Mar13 |
120319 |
12956 |
12956 |
12953 |
12956 |
+3 |
|
|
|
Total Volume and Open Interest |
2,094 |
20,785 |
|
E-mini DJIA Index(CBOT) |
Mar12 |
120316 |
13233 |
13302 |
13226 |
13302 |
+64 |
25,062 |
50,291 |
-5,458 |
Jun12 |
120319 |
13163 |
13208 |
13123 |
13167 |
+4 |
110,976 |
108,333 |
+8,155 |
Sep12 |
120319 |
13080 |
13104 |
13080 |
13104 |
+3 |
59 |
153 |
+8 |
Dec12 |
120319 |
13023 |
13023 |
13023 |
13023 |
+3 |
14 |
23 |
+3 |
Total Volume and Open Interest |
132,316 |
152,943 |
+2,309 |
S & P 500(CME) |
Jun12 |
120319 |
1397.80 |
1407.80 |
1393.70 |
1404.00 |
+5.50 |
23,861 |
214,883 |
+6,479 |
Sep12 |
120319 |
1401.00 |
1402.00 |
1391.50 |
1397.80 |
+5.30 |
8 |
1,292 |
+4 |
Dec12 |
120319 |
1389.00 |
1395.80 |
1385.30 |
1391.40 |
+5.10 |
9 |
664 |
+1 |
Mar13 |
120319 |
1385.40 |
1389.80 |
1379.30 |
1385.40 |
+5.10 |
|
|
|
Total Volume and Open Interest |
45,473 |
313,818 |
-3,950 |
S & P 500 E-Mini(Globex) |
Jun12 |
120319 |
1397.25 |
1408.00 |
1393.50 |
1404.00 |
+5.50 |
1,953,864 |
2,672,834 |
+109,737 |
Sep12 |
120319 |
1394.75 |
1401.50 |
1388.25 |
1397.75 |
+5.25 |
141 |
582 |
+38 |
Total Volume and Open Interest |
2,308,797 |
3,376,634 |
+25,042 |
NASDAQ 100(CME) |
Jun12 |
120319 |
2714.00 |
2734.80 |
2700.80 |
2727.80 |
+18.80 |
1,066 |
6,190 |
+600 |
Sep12 |
120319 |
2724.30 |
2730.00 |
2724.30 |
2724.30 |
+18.00 |
|
|
|
Dec12 |
120319 |
2722.50 |
2723.00 |
2722.50 |
2722.50 |
+18.00 |
|
|
|
Total Volume and Open Interest |
3,888 |
26,438 |
+3,657 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120319 |
2708.50 |
2735.00 |
2700.30 |
2727.80 |
+18.80 |
304,394 |
432,415 |
+12,605 |
Sep12 |
120319 |
2712.00 |
2727.30 |
2705.50 |
2724.30 |
+18.00 |
5 |
24 |
+2 |
Total Volume and Open Interest |
363,460 |
598,931 |
+560 |
S & P Midcap 400(CME) |
Jun12 |
120319 |
999.80 |
999.80 |
999.80 |
999.80 |
+3.00 |
130 |
248 |
+6 |
Sep12 |
120319 |
997.00 |
997.00 |
997.00 |
997.00 |
+3.00 |
|
|
|
Dec12 |
120319 |
995.00 |
995.00 |
995.00 |
995.00 |
+3.00 |
|
|
|
Total Volume and Open Interest |
260 |
2,772 |
-300 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120319 |
10085 |
10130 |
10025 |
10100 |
+40 |
4,785 |
45,614 |
+46 |
Sep12 |
120319 |
10115 |
10115 |
10075 |
10115 |
+40 |
|
|
|
Total Volume and Open Interest |
4,785 |
45,614 |
+46 |
Nikkei 225(SGX) |
Jun12 |
120319 |
10060 |
10120 |
10060 |
10085 |
+15 |
109,852 |
236,743 |
-41 |
Sep12 |
120319 |
10080 |
10085 |
10080 |
10085 |
+15 |
141 |
1,277 |
+0 |
Dec12 |
120319 |
10030 |
10030 |
10030 |
10030 |
+20 |
0 |
5,902 |
+0 |
Total Volume and Open Interest |
111,046 |
254,732 |
+678 |
CAC 40(EURONEXT) |
Apr12 |
120319 |
3593.0 |
3593.5 |
3561.5 |
3578.5 |
-10.5 |
91,052 |
324,098 |
+42,831 |
May12 |
120319 |
3534.0 |
3534.0 |
3506.0 |
3521.5 |
-10.0 |
18 |
2,971 |
+1,525 |
Jun12 |
120319 |
3501.0 |
3507.0 |
3483.0 |
3494.5 |
-8.5 |
876 |
32,522 |
+806 |
Total Volume and Open Interest |
109,870 |
462,925 |
-75,367 |
Hang Seng Index(HKFE) |
Mar12 |
120319 |
21481 |
21488 |
20992 |
20999 |
-341 |
73,418 |
98,005 |
-900 |
Apr12 |
120319 |
21490 |
21490 |
20993 |
20997 |
-339 |
3,389 |
6,153 |
+1,608 |
Total Volume and Open Interest |
77,432 |
109,158 |
+922 |
DAX(EUREX) |
Mar12 |
120316 |
7150.0 |
7196.5 |
7142.5 |
7193.0 |
+47.0 |
223,147 |
80,206 |
-30,186 |
Jun12 |
120319 |
7186.0 |
7188.0 |
7107.0 |
7166.5 |
-2.5 |
82,519 |
159,463 |
+18,107 |
Sep12 |
120319 |
7189.5 |
7189.5 |
7125.0 |
7176.0 |
-2.5 |
12,261 |
3,127 |
+251 |
Total Volume and Open Interest |
254,707 |
224,608 |
+170 |
FT-SE 100(EURONEXT) |
Jun12 |
120319 |
5926.50 |
5929.50 |
5876.50 |
5908.00 |
-9.50 |
114,413 |
631,992 |
+52,168 |
Sep12 |
120319 |
5885.00 |
5885.00 |
5863.50 |
5868.50 |
-10.00 |
2 |
522 |
-1 |
Dec12 |
120319 |
5844.00 |
5844.00 |
5844.00 |
5844.00 |
-10.00 |
0 |
47 |
+20 |
Total Volume and Open Interest |
125,682 |
716,192 |
-14,062 |
SPI 200(SFE) |
Mar12 |
120315 |
4288.0 |
4295.0 |
4258.0 |
4283.0 |
-10.0 |
97,969 |
170,192 |
-55,104 |
Jun12 |
120319 |
4287.0 |
4329.0 |
4285.0 |
4313.0 |
+28.0 |
26,602 |
185,981 |
-926 |
Sep12 |
120319 |
4260.0 |
4295.0 |
4260.0 |
4289.0 |
+34.0 |
25 |
1,901 |
+7 |
Total Volume and Open Interest |
27,068 |
191,017 |
-50,284 |
GSCI(CME) |
Apr12 |
120319 |
711.00 |
712.00 |
710.50 |
710.75 |
-0.75 |
675 |
10,774 |
+394 |
May12 |
120319 |
711.25 |
713.00 |
711.00 |
711.25 |
-0.75 |
0 |
79 |
+0 |
Jun12 |
120319 |
712.25 |
714.00 |
712.00 |
712.25 |
-0.75 |
|
|
|
Total Volume and Open Interest |
675 |
10,853 |
-1,235 |
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. |
|
|