|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue March 20, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120320 |
1367.00 |
1368.00 |
1341.75 |
1345.00 |
-21.50 |
96,440 |
257,281 |
-5,840 |
Jul12 |
120320 |
1373.25 |
1374.25 |
1349.00 |
1352.25 |
-21.25 |
47,462 |
134,625 |
+3,163 |
Aug12 |
120320 |
1364.00 |
1364.00 |
1341.25 |
1343.50 |
-20.50 |
1,192 |
5,625 |
+179 |
Sep12 |
120320 |
1343.25 |
1343.25 |
1321.75 |
1324.00 |
-19.25 |
995 |
5,448 |
+77 |
Nov12 |
120320 |
1326.00 |
1327.75 |
1304.50 |
1307.25 |
-18.25 |
25,711 |
152,199 |
+1,890 |
Jan13 |
120320 |
1325.00 |
1326.50 |
1305.00 |
1307.50 |
-17.50 |
3,070 |
24,679 |
+26 |
Mar13 |
120320 |
1315.00 |
1315.00 |
1294.50 |
1297.00 |
-17.50 |
5,001 |
22,649 |
+1,499 |
May13 |
120320 |
1304.00 |
1304.00 |
1284.00 |
1286.50 |
-16.75 |
3,833 |
10,195 |
+986 |
Jul13 |
120320 |
1307.00 |
1307.00 |
1286.00 |
1289.00 |
-17.25 |
1,804 |
10,357 |
+70 |
Aug13 |
120320 |
1278.00 |
1293.25 |
1278.00 |
1278.00 |
-15.25 |
0 |
80 |
+0 |
Sep13 |
120320 |
1248.75 |
1263.75 |
1248.75 |
1248.75 |
-15.00 |
0 |
110 |
+0 |
Nov13 |
120320 |
1237.00 |
1237.50 |
1219.50 |
1222.50 |
-15.00 |
902 |
6,820 |
-252 |
Jan14 |
120320 |
1229.25 |
1244.25 |
1229.25 |
1229.25 |
-15.00 |
0 |
128 |
+0 |
Mar14 |
120320 |
1228.75 |
1243.75 |
1228.75 |
1228.75 |
-15.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
186,421 |
630,684 |
+1,804 |
Soybean Meal(CBOT) |
May12 |
120320 |
370.70 |
371.00 |
363.80 |
365.60 |
-5.30 |
35,363 |
118,233 |
-4,619 |
Jul12 |
120320 |
371.90 |
372.20 |
365.20 |
366.70 |
-5.40 |
10,190 |
41,585 |
-1,155 |
Aug12 |
120320 |
368.80 |
368.80 |
362.50 |
363.80 |
-5.00 |
1,618 |
7,931 |
-74 |
Sep12 |
120320 |
362.50 |
362.90 |
357.50 |
358.40 |
-4.60 |
1,087 |
7,775 |
-32 |
Oct12 |
120320 |
351.30 |
352.10 |
350.10 |
350.80 |
-4.10 |
940 |
5,247 |
+54 |
Dec12 |
120320 |
353.40 |
354.30 |
348.50 |
349.50 |
-4.10 |
5,089 |
31,307 |
+843 |
Jan13 |
120320 |
347.90 |
351.50 |
347.40 |
347.40 |
-4.10 |
993 |
3,734 |
+278 |
Mar13 |
120320 |
344.30 |
348.20 |
343.00 |
344.10 |
-4.10 |
1,234 |
5,037 |
+438 |
May13 |
120320 |
339.20 |
342.80 |
337.90 |
338.70 |
-4.10 |
155 |
2,585 |
+32 |
Jul13 |
120320 |
338.10 |
342.10 |
338.00 |
338.00 |
-4.10 |
191 |
1,423 |
+41 |
Total Volume and Open Interest |
56,867 |
227,484 |
-4,193 |
Soybean Oil(CBOT) |
May12 |
120320 |
55.39 |
55.40 |
54.33 |
54.33 |
-1.07 |
38,165 |
159,933 |
-4,208 |
Jul12 |
120320 |
55.79 |
55.79 |
54.72 |
54.72 |
-1.07 |
10,144 |
84,056 |
-711 |
Aug12 |
120320 |
55.96 |
55.96 |
54.90 |
54.90 |
-1.06 |
810 |
10,924 |
-298 |
Sep12 |
120320 |
56.12 |
56.12 |
55.08 |
55.08 |
-1.04 |
1,452 |
7,338 |
+156 |
Oct12 |
120320 |
55.50 |
55.53 |
55.20 |
55.20 |
-1.04 |
614 |
7,753 |
+9 |
Dec12 |
120320 |
56.47 |
56.47 |
55.45 |
55.45 |
-1.06 |
5,141 |
58,340 |
+582 |
Jan13 |
120320 |
55.50 |
56.55 |
55.50 |
55.50 |
-1.05 |
28 |
2,307 |
+5 |
Mar13 |
120320 |
55.83 |
56.60 |
55.54 |
55.54 |
-1.06 |
622 |
4,466 |
+407 |
May13 |
120320 |
55.85 |
56.62 |
55.55 |
55.55 |
-1.07 |
74 |
1,737 |
+14 |
Jul13 |
120320 |
55.81 |
56.69 |
55.62 |
55.62 |
-1.07 |
129 |
3,309 |
+70 |
Total Volume and Open Interest |
57,207 |
343,531 |
-3,959 |
Canola(WCE) |
Mar12 |
120314 |
598.7 |
598.7 |
598.7 |
598.7 |
+0.9 |
0 |
15 |
+0 |
May12 |
120320 |
600.7 |
600.7 |
590.1 |
590.7 |
-10.7 |
9,524 |
91,271 |
-277 |
Jul12 |
120320 |
599.5 |
599.5 |
589.5 |
589.7 |
-10.4 |
5,461 |
35,309 |
-26 |
Nov12 |
120320 |
559.5 |
559.5 |
550.5 |
550.7 |
-9.6 |
2,759 |
64,600 |
+93 |
Jan13 |
120320 |
563.0 |
563.0 |
554.6 |
554.6 |
-9.5 |
764 |
6,746 |
+558 |
Total Volume and Open Interest |
18,587 |
202,895 |
+398 |
Corn(CBOT) |
May12 |
120320 |
663.25 |
663.50 |
643.25 |
647.50 |
-16.00 |
124,654 |
514,768 |
+4,528 |
Jul12 |
120320 |
661.00 |
661.50 |
642.25 |
646.00 |
-15.50 |
49,048 |
297,079 |
+1,123 |
Sep12 |
120320 |
600.00 |
600.50 |
586.50 |
590.75 |
-10.25 |
21,893 |
135,579 |
-686 |
Dec12 |
120320 |
569.00 |
570.00 |
557.00 |
560.25 |
-10.00 |
32,574 |
309,792 |
+2,130 |
Mar13 |
120320 |
579.00 |
579.75 |
567.75 |
570.50 |
-10.00 |
2,034 |
49,060 |
+426 |
May13 |
120320 |
582.00 |
587.50 |
575.00 |
579.00 |
-8.50 |
767 |
4,188 |
+34 |
Jul13 |
120320 |
589.50 |
589.50 |
580.00 |
584.50 |
-7.00 |
327 |
6,384 |
+33 |
Sep13 |
120320 |
560.00 |
564.25 |
556.50 |
556.50 |
-7.75 |
34 |
1,016 |
+19 |
Dec13 |
120320 |
558.00 |
558.00 |
548.25 |
552.25 |
-7.00 |
595 |
21,004 |
+13 |
Mar14 |
120320 |
566.25 |
570.50 |
563.50 |
563.50 |
-7.00 |
3 |
480 |
+0 |
Total Volume and Open Interest |
231,992 |
1,342,584 |
+7,666 |
Wheat(CBOT) |
May12 |
120320 |
652.50 |
653.25 |
640.00 |
642.50 |
-9.75 |
46,883 |
192,522 |
-2,090 |
Jul12 |
120320 |
661.25 |
661.50 |
649.00 |
651.50 |
-9.50 |
18,073 |
113,660 |
+1,176 |
Sep12 |
120320 |
676.75 |
676.75 |
665.00 |
667.25 |
-9.50 |
3,670 |
52,497 |
-372 |
Dec12 |
120320 |
694.50 |
694.50 |
683.75 |
686.75 |
-8.50 |
3,797 |
72,715 |
+253 |
Mar13 |
120320 |
703.25 |
703.25 |
697.00 |
699.50 |
-8.50 |
454 |
10,558 |
+146 |
May13 |
120320 |
710.25 |
715.75 |
705.75 |
707.25 |
-8.50 |
83 |
740 |
+10 |
Total Volume and Open Interest |
73,401 |
451,356 |
-746 |
Wheat(KCBT) |
May12 |
120320 |
691.50 |
692.25 |
679.75 |
680.50 |
-11.00 |
8,343 |
44,510 |
+4 |
Jul12 |
120320 |
700.25 |
700.25 |
688.50 |
689.50 |
-10.75 |
4,826 |
58,527 |
+42 |
Sep12 |
120320 |
707.75 |
708.00 |
701.25 |
702.25 |
-9.50 |
1,589 |
12,370 |
-188 |
Dec12 |
120320 |
724.50 |
725.50 |
719.50 |
720.75 |
-7.75 |
866 |
16,615 |
+241 |
Mar13 |
120320 |
731.00 |
735.25 |
731.00 |
732.50 |
-7.50 |
7 |
700 |
+5 |
May13 |
120320 |
738.00 |
738.00 |
732.50 |
732.50 |
-10.50 |
0 |
62 |
+0 |
Total Volume and Open Interest |
15,654 |
133,339 |
+122 |
Wheat(MGE) |
Mar12 |
120314 |
810.75 |
810.75 |
810.75 |
810.75 |
unch |
14 |
30 |
+0 |
May12 |
120320 |
804.50 |
806.50 |
797.25 |
799.25 |
-7.75 |
1,135 |
12,142 |
+161 |
Jul12 |
120320 |
800.00 |
800.00 |
793.75 |
796.50 |
-7.25 |
380 |
9,649 |
+63 |
Sep12 |
120320 |
784.75 |
787.00 |
778.00 |
780.50 |
-10.00 |
265 |
9,480 |
+61 |
Dec12 |
120320 |
787.50 |
789.00 |
781.00 |
783.75 |
-10.00 |
210 |
5,458 |
+59 |
Total Volume and Open Interest |
1,999 |
37,259 |
+350 |
Oats(CBOT) |
May12 |
120320 |
334.00 |
334.25 |
324.50 |
331.00 |
-3.25 |
1,233 |
6,256 |
-139 |
Jul12 |
120320 |
321.50 |
324.75 |
312.75 |
323.25 |
+1.25 |
143 |
2,152 |
+30 |
Sep12 |
120320 |
312.50 |
318.50 |
312.50 |
317.25 |
-1.25 |
6 |
226 |
+2 |
Dec12 |
120320 |
321.00 |
324.75 |
313.75 |
323.50 |
unch |
75 |
1,929 |
+23 |
Total Volume and Open Interest |
1,457 |
10,569 |
-84 |
Rough Rice(CBOT) |
Mar12 |
120314 |
13.85 |
13.95 |
13.85 |
13.95 |
-0.17 |
1 |
8 |
-1 |
May12 |
120320 |
14.64 |
14.71 |
14.15 |
14.36 |
-0.24 |
1,205 |
11,886 |
+65 |
Jul12 |
120320 |
14.87 |
14.97 |
14.43 |
14.62 |
-0.24 |
78 |
1,829 |
-5 |
Sep12 |
120320 |
15.11 |
15.11 |
14.71 |
14.88 |
-0.24 |
30 |
967 |
+6 |
Total Volume and Open Interest |
1,322 |
14,763 |
+74 |
Live Cattle(CME) |
Apr12 |
120320 |
125.200 |
125.480 |
124.350 |
124.535 |
-0.645 |
23,700 |
74,591 |
-2,530 |
Jun12 |
120320 |
122.080 |
122.430 |
121.285 |
121.450 |
-0.700 |
24,154 |
171,481 |
+37,973 |
Aug12 |
120320 |
123.885 |
124.300 |
123.285 |
123.750 |
-0.330 |
9,514 |
72,829 |
+140 |
Oct12 |
120320 |
128.880 |
129.235 |
128.285 |
128.700 |
-0.700 |
4,587 |
39,995 |
+786 |
Dec12 |
120320 |
130.185 |
130.500 |
129.650 |
130.000 |
-0.500 |
2,666 |
20,791 |
+259 |
Feb13 |
120320 |
130.785 |
131.050 |
130.250 |
130.685 |
-0.815 |
549 |
6,071 |
+40 |
Total Volume and Open Interest |
65,306 |
389,014 |
+36,695 |
Feeder Cattle(CME) |
Mar12 |
120320 |
152.750 |
153.000 |
151.880 |
152.735 |
-0.215 |
1,121 |
4,071 |
-181 |
Apr12 |
120320 |
153.300 |
153.400 |
151.850 |
152.485 |
-0.865 |
3,692 |
11,519 |
-1,293 |
May12 |
120320 |
154.700 |
154.750 |
153.400 |
153.850 |
-0.935 |
3,300 |
17,195 |
+246 |
Aug12 |
120320 |
156.500 |
156.785 |
155.325 |
155.950 |
-0.625 |
1,511 |
14,151 |
+20 |
Sep12 |
120320 |
156.650 |
156.850 |
155.700 |
156.300 |
-0.700 |
222 |
2,786 |
-1 |
Oct12 |
120320 |
156.750 |
156.750 |
155.700 |
156.300 |
-0.800 |
106 |
1,405 |
-11 |
Nov12 |
120320 |
156.400 |
156.785 |
155.700 |
156.350 |
-0.900 |
69 |
928 |
+18 |
Total Volume and Open Interest |
10,028 |
52,296 |
-1,197 |
Lean Hogs(CME) |
Apr12 |
120320 |
85.750 |
85.800 |
84.580 |
84.950 |
-1.085 |
13,244 |
41,484 |
-1,205 |
May12 |
120320 |
93.800 |
93.830 |
93.150 |
93.680 |
-0.770 |
211 |
3,049 |
-45 |
Jun12 |
120320 |
93.230 |
93.230 |
92.300 |
92.650 |
-0.750 |
12,925 |
87,516 |
+2,540 |
Jul12 |
120320 |
93.600 |
93.785 |
92.950 |
93.150 |
-0.700 |
3,907 |
28,176 |
-262 |
Aug12 |
120320 |
94.580 |
94.635 |
93.850 |
94.230 |
-0.620 |
3,232 |
34,025 |
+65 |
Oct12 |
120320 |
85.580 |
85.580 |
84.830 |
85.035 |
-0.815 |
3,404 |
31,727 |
-648 |
Dec12 |
120320 |
82.700 |
82.700 |
81.950 |
82.330 |
-0.705 |
2,337 |
20,886 |
+303 |
Feb13 |
120320 |
83.535 |
83.535 |
83.050 |
83.300 |
-0.550 |
68 |
6,673 |
+40 |
Total Volume and Open Interest |
39,400 |
259,127 |
+803 |
Class III Milk(CME) |
Mar12 |
120320 |
15.64 |
15.65 |
15.63 |
15.64 |
+0.01 |
146 |
6,111 |
+15 |
Apr12 |
120320 |
15.84 |
15.90 |
15.65 |
15.89 |
+0.05 |
459 |
4,815 |
+70 |
May12 |
120320 |
15.22 |
15.30 |
15.00 |
15.24 |
-0.06 |
293 |
3,942 |
+107 |
Jun12 |
120320 |
15.60 |
15.68 |
15.40 |
15.56 |
-0.12 |
130 |
3,346 |
+63 |
Jul12 |
120320 |
16.15 |
16.17 |
15.99 |
16.10 |
-0.18 |
61 |
2,480 |
+3 |
Total Volume and Open Interest |
1,270 |
31,580 |
+313 |
Cocoa(ICE) |
May12 |
120320 |
2298 |
2388 |
2285 |
2372 |
+83 |
13,339 |
66,928 |
-2,106 |
Jul12 |
120320 |
2320 |
2412 |
2310 |
2394 |
+81 |
3,707 |
35,838 |
+26 |
Sep12 |
120320 |
2335 |
2421 |
2324 |
2402 |
+76 |
1,611 |
20,358 |
-290 |
Dec12 |
120320 |
2340 |
2423 |
2330 |
2404 |
+70 |
944 |
21,956 |
+170 |
Mar13 |
120320 |
2343 |
2423 |
2330 |
2403 |
+63 |
2,064 |
19,319 |
+1,395 |
May13 |
120320 |
2356 |
2422 |
2350 |
2416 |
+62 |
162 |
3,784 |
-35 |
Jul13 |
120320 |
2364 |
2424 |
2363 |
2424 |
+57 |
69 |
1,144 |
+5 |
Total Volume and Open Interest |
22,026 |
170,275 |
-778 |
Coffee "C"(ICE) |
Mar12 |
120320 |
182.75 |
185.10 |
182.75 |
183.10 |
+0.60 |
13 |
28 |
-8 |
May12 |
120320 |
183.25 |
185.50 |
182.35 |
183.60 |
+0.10 |
11,598 |
77,882 |
+778 |
Jul12 |
120320 |
185.70 |
188.25 |
185.15 |
186.35 |
+0.05 |
5,991 |
32,525 |
+869 |
Sep12 |
120320 |
188.50 |
190.85 |
188.05 |
189.20 |
+0.05 |
3,244 |
22,265 |
+530 |
Dec12 |
120320 |
192.50 |
194.70 |
192.00 |
193.10 |
unch |
1,884 |
12,978 |
+597 |
Mar13 |
120320 |
196.10 |
197.80 |
195.55 |
196.65 |
unch |
375 |
4,138 |
+175 |
Total Volume and Open Interest |
23,175 |
152,654 |
+2,946 |
Orange Juice(ICE) |
May12 |
120320 |
183.50 |
183.50 |
174.25 |
176.85 |
-7.40 |
977 |
19,339 |
+76 |
Jul12 |
120320 |
175.85 |
175.85 |
168.20 |
169.95 |
-6.40 |
42 |
1,555 |
+1 |
Sep12 |
120320 |
171.75 |
171.75 |
166.25 |
167.55 |
-6.40 |
25 |
976 |
+13 |
Nov12 |
120320 |
166.00 |
166.00 |
160.00 |
160.20 |
-6.20 |
23 |
683 |
+12 |
Jan13 |
120320 |
164.75 |
164.75 |
158.10 |
158.10 |
-6.65 |
0 |
65 |
+0 |
Mar13 |
120320 |
156.60 |
156.60 |
156.60 |
156.60 |
-6.65 |
|
|
|
Total Volume and Open Interest |
1,067 |
22,622 |
+102 |
Sugar #11(ICE) |
May12 |
120320 |
25.68 |
26.20 |
25.38 |
25.61 |
-0.05 |
50,499 |
241,516 |
-2,362 |
Jul12 |
120320 |
24.53 |
25.00 |
24.33 |
24.56 |
+0.01 |
34,890 |
210,674 |
-486 |
Oct12 |
120320 |
24.45 |
24.67 |
24.15 |
24.38 |
-0.03 |
24,747 |
115,141 |
+2,626 |
Mar13 |
120320 |
24.87 |
25.11 |
24.64 |
24.87 |
-0.07 |
11,419 |
80,473 |
-622 |
May13 |
120320 |
24.43 |
24.55 |
24.13 |
24.36 |
-0.11 |
3,053 |
16,482 |
+375 |
Jul13 |
120320 |
24.11 |
24.23 |
23.86 |
24.05 |
-0.11 |
1,388 |
18,096 |
+241 |
Oct13 |
120320 |
24.16 |
24.22 |
23.85 |
24.06 |
-0.15 |
1,143 |
20,224 |
+510 |
Mar14 |
120320 |
24.22 |
24.27 |
23.88 |
24.09 |
-0.18 |
479 |
13,875 |
+285 |
Total Volume and Open Interest |
127,890 |
726,954 |
+691 |
London Cocoa(LCE) |
May12 |
120320 |
1479 |
1532 |
1474 |
1519 |
+42 |
5,326 |
46,353 |
+810 |
Jul12 |
120320 |
1498 |
1547 |
1492 |
1536 |
+41 |
3,570 |
43,692 |
-606 |
Sep12 |
120320 |
1504 |
1554 |
1499 |
1545 |
+43 |
1,088 |
26,131 |
+528 |
Dec12 |
120320 |
1505 |
1553 |
1501 |
1547 |
+43 |
1,205 |
26,231 |
-98 |
Mar13 |
120320 |
1487 |
1540 |
1484 |
1534 |
+48 |
923 |
27,336 |
-49 |
May13 |
120320 |
1496 |
1544 |
1492 |
1542 |
+47 |
47 |
8,271 |
+7 |
Jul13 |
120320 |
1513 |
1550 |
1511 |
1550 |
+49 |
0 |
2,181 |
+16 |
Total Volume and Open Interest |
12,185 |
181,758 |
+614 |
London Sugar(LCE) |
May12 |
120320 |
669.50 |
674.60 |
661.50 |
665.70 |
-2.30 |
2,906 |
28,231 |
+850 |
Aug12 |
120320 |
646.30 |
655.00 |
643.00 |
647.00 |
+1.30 |
960 |
17,592 |
+27 |
Oct12 |
120320 |
635.00 |
640.10 |
630.00 |
633.30 |
-0.10 |
421 |
10,196 |
+162 |
Dec12 |
120320 |
637.40 |
641.20 |
631.80 |
635.30 |
-0.90 |
165 |
3,066 |
+147 |
Mar13 |
120320 |
640.00 |
644.00 |
635.70 |
638.20 |
-1.80 |
101 |
4,688 |
+34 |
Total Volume and Open Interest |
4,553 |
64,623 |
+1,331 |
Cotton(ICE) |
May12 |
120320 |
88.96 |
89.10 |
87.43 |
87.90 |
-1.18 |
7,715 |
91,437 |
+457 |
Jul12 |
120320 |
89.90 |
89.95 |
88.30 |
88.72 |
-1.18 |
2,903 |
46,717 |
-115 |
Oct12 |
120320 |
89.36 |
89.36 |
89.36 |
89.36 |
-1.48 |
0 |
85 |
+0 |
Dec12 |
120320 |
89.00 |
89.44 |
87.89 |
88.46 |
-1.13 |
2,085 |
42,877 |
+645 |
Mar13 |
120320 |
89.98 |
90.08 |
89.03 |
89.32 |
-1.25 |
243 |
2,035 |
+45 |
May13 |
120320 |
89.40 |
89.60 |
89.40 |
89.60 |
-0.92 |
112 |
646 |
+105 |
Total Volume and Open Interest |
13,112 |
184,782 |
+1,239 |
Lumber(CME) |
May12 |
120320 |
272.2 |
272.3 |
262.3 |
264.4 |
-7.8 |
272 |
6,223 |
+37 |
Jul12 |
120320 |
283.5 |
284.7 |
274.6 |
274.9 |
-9.7 |
78 |
2,282 |
+32 |
Sep12 |
120320 |
283.6 |
289.5 |
280.1 |
281.0 |
-8.4 |
7 |
1,138 |
+3 |
Nov12 |
120320 |
279.0 |
283.6 |
276.5 |
278.0 |
-5.5 |
0 |
602 |
+0 |
Total Volume and Open Interest |
357 |
10,282 |
+72 |
Crude Oil(NYM) |
Apr12 |
120320 |
107.82 |
107.91 |
105.35 |
105.61 |
-2.48 |
192,992 |
59,355 |
-16,387 |
May12 |
120320 |
108.36 |
108.37 |
105.70 |
106.07 |
-2.49 |
150,002 |
291,902 |
+17,858 |
Jun12 |
120320 |
108.73 |
108.75 |
106.20 |
106.59 |
-2.41 |
63,009 |
165,699 |
+6,937 |
Jul12 |
120320 |
109.10 |
109.10 |
106.67 |
107.07 |
-2.32 |
25,468 |
95,839 |
-1,143 |
Aug12 |
120320 |
109.36 |
109.37 |
107.00 |
107.40 |
-2.25 |
16,847 |
69,742 |
+2,162 |
Sep12 |
120320 |
109.43 |
109.43 |
107.18 |
107.57 |
-2.19 |
16,637 |
57,508 |
-528 |
Oct12 |
120320 |
109.30 |
109.31 |
107.50 |
107.68 |
-2.12 |
9,550 |
43,326 |
+245 |
Nov12 |
120320 |
109.21 |
109.30 |
107.51 |
107.75 |
-2.05 |
5,473 |
35,116 |
+387 |
Dec12 |
120320 |
109.50 |
109.50 |
107.48 |
107.81 |
-1.98 |
33,201 |
190,028 |
+427 |
Jan13 |
120320 |
109.00 |
109.11 |
107.64 |
107.81 |
-1.91 |
3,808 |
41,524 |
+65 |
Feb13 |
120320 |
108.00 |
108.00 |
107.67 |
107.67 |
-1.83 |
810 |
20,732 |
-10 |
Mar13 |
120320 |
107.80 |
107.84 |
107.42 |
107.42 |
-1.76 |
1,389 |
28,613 |
+125 |
Apr13 |
120320 |
107.25 |
107.25 |
107.05 |
107.05 |
-1.68 |
1,626 |
13,945 |
-581 |
May13 |
120320 |
107.00 |
107.00 |
106.65 |
106.65 |
-1.60 |
1,062 |
12,911 |
+655 |
Jun13 |
120320 |
107.03 |
107.30 |
106.09 |
106.27 |
-1.52 |
4,586 |
63,637 |
+790 |
Jul13 |
120320 |
105.81 |
105.81 |
105.81 |
105.81 |
-1.45 |
726 |
10,912 |
+345 |
Total Volume and Open Interest |
556,689 |
1,574,114 |
+15,039 |
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 |
120320 |
108.350 |
108.350 |
105.700 |
106.075 |
-2.475 |
2,487 |
987 |
+174 |
Jun12 |
120320 |
108.700 |
108.700 |
106.250 |
106.600 |
-2.400 |
118 |
136 |
+4 |
Jul12 |
120320 |
109.000 |
109.000 |
106.900 |
107.075 |
-2.325 |
1 |
46 |
+0 |
Aug12 |
120320 |
107.400 |
107.400 |
107.400 |
107.400 |
-2.250 |
1 |
13 |
-1 |
Sep12 |
120320 |
107.575 |
107.575 |
107.575 |
107.575 |
-2.175 |
0 |
32 |
+0 |
Oct12 |
120320 |
107.675 |
107.675 |
107.675 |
107.675 |
-2.125 |
0 |
9 |
+0 |
Nov12 |
120320 |
107.750 |
107.750 |
107.750 |
107.750 |
-2.050 |
|
|
|
Dec12 |
120320 |
108.350 |
108.350 |
107.800 |
107.800 |
-2.000 |
0 |
228 |
+0 |
Total Volume and Open Interest |
7,592 |
2,733 |
-235 |
Heating Oil(NYM) |
Apr12 |
120320 |
325.24 |
325.24 |
320.38 |
323.67 |
-2.46 |
48,797 |
57,528 |
-6,272 |
May12 |
120320 |
326.24 |
326.67 |
321.88 |
324.99 |
-2.60 |
28,063 |
68,717 |
+3,634 |
Jun12 |
120320 |
327.39 |
327.53 |
322.98 |
325.98 |
-2.61 |
15,737 |
53,176 |
+1,355 |
Jul12 |
120320 |
327.92 |
327.92 |
323.99 |
326.90 |
-2.57 |
5,893 |
23,079 |
+902 |
Aug12 |
120320 |
328.74 |
328.74 |
325.03 |
327.71 |
-2.57 |
2,639 |
15,291 |
+337 |
Sep12 |
120320 |
330.30 |
330.30 |
326.15 |
328.35 |
-2.62 |
2,531 |
13,580 |
-428 |
Oct12 |
120320 |
329.95 |
330.01 |
326.75 |
328.94 |
-2.63 |
765 |
7,396 |
+127 |
Nov12 |
120320 |
330.53 |
330.86 |
327.26 |
329.52 |
-2.68 |
552 |
4,474 |
+176 |
Dec12 |
120320 |
330.54 |
331.06 |
327.41 |
329.98 |
-2.70 |
1,921 |
31,166 |
+507 |
Jan13 |
120320 |
330.18 |
330.42 |
330.16 |
330.16 |
-2.72 |
148 |
5,362 |
+123 |
Feb13 |
120320 |
329.27 |
329.27 |
329.27 |
329.27 |
-2.66 |
29 |
790 |
-2 |
Mar13 |
120320 |
327.49 |
327.49 |
327.22 |
327.22 |
-2.51 |
66 |
1,139 |
+6 |
Total Volume and Open Interest |
107,151 |
282,346 |
+465 |
Gasoline(NYMEX) |
Apr12 |
120320 |
336.00 |
336.83 |
331.87 |
336.31 |
-0.47 |
53,742 |
68,934 |
-9,379 |
May12 |
120320 |
335.52 |
335.70 |
330.99 |
335.13 |
-1.05 |
42,843 |
95,999 |
+4,365 |
Jun12 |
120320 |
331.79 |
331.98 |
327.21 |
330.98 |
-1.84 |
18,382 |
71,398 |
+1,448 |
Jul12 |
120320 |
327.69 |
327.80 |
323.24 |
326.54 |
-2.24 |
9,316 |
39,590 |
+903 |
Aug12 |
120320 |
322.78 |
323.15 |
318.52 |
321.70 |
-2.32 |
5,179 |
24,876 |
-513 |
Sep12 |
120320 |
317.23 |
317.38 |
312.95 |
316.10 |
-2.40 |
3,412 |
21,109 |
+388 |
Oct12 |
120320 |
300.08 |
300.08 |
296.89 |
299.37 |
-2.53 |
3,682 |
20,508 |
+198 |
Nov12 |
120320 |
292.24 |
294.80 |
292.24 |
294.43 |
-2.61 |
1,474 |
7,508 |
+318 |
Dec12 |
120320 |
292.70 |
292.70 |
289.17 |
291.65 |
-2.60 |
1,406 |
21,453 |
+138 |
Jan13 |
120320 |
288.43 |
290.52 |
288.40 |
290.52 |
-2.59 |
511 |
5,757 |
+209 |
Total Volume and Open Interest |
140,014 |
387,253 |
-1,882 |
e-miNY RBOB Gasoline(NYM) |
Apr12 |
120320 |
336.30 |
336.31 |
336.30 |
336.30 |
-0.50 |
0 |
1 |
+0 |
May12 |
120320 |
335.10 |
335.13 |
335.10 |
335.10 |
-1.10 |
|
|
|
Jun12 |
120320 |
331.00 |
331.00 |
330.98 |
331.00 |
-1.80 |
|
|
|
Jul12 |
120320 |
326.50 |
326.54 |
326.50 |
326.50 |
-2.30 |
|
|
|
Total Volume and Open Interest |
1 |
1 |
-1 |
Natural Gas(NYM) |
Apr12 |
120320 |
2.339 |
2.369 |
2.318 |
2.335 |
-0.016 |
127,344 |
112,483 |
-16,597 |
May12 |
120320 |
2.450 |
2.477 |
2.424 |
2.432 |
-0.034 |
78,711 |
273,373 |
+12,367 |
Jun12 |
120320 |
2.556 |
2.581 |
2.527 |
2.535 |
-0.036 |
26,164 |
92,760 |
+1,883 |
Jul12 |
120320 |
2.660 |
2.682 |
2.628 |
2.638 |
-0.036 |
17,757 |
121,963 |
+1,939 |
Aug12 |
120320 |
2.722 |
2.734 |
2.685 |
2.691 |
-0.038 |
8,229 |
42,393 |
+644 |
Sep12 |
120320 |
2.760 |
2.761 |
2.706 |
2.713 |
-0.042 |
6,253 |
84,198 |
-121 |
Oct12 |
120320 |
2.829 |
2.829 |
2.772 |
2.779 |
-0.044 |
14,427 |
139,880 |
+159 |
Nov12 |
120320 |
3.026 |
3.028 |
2.986 |
2.999 |
-0.044 |
4,759 |
46,300 |
+172 |
Dec12 |
120320 |
3.387 |
3.392 |
3.313 |
3.338 |
-0.049 |
5,374 |
52,918 |
+648 |
Jan13 |
120320 |
3.535 |
3.535 |
3.449 |
3.475 |
-0.050 |
7,823 |
67,491 |
+87 |
Feb13 |
120320 |
3.531 |
3.531 |
3.460 |
3.485 |
-0.050 |
1,056 |
17,377 |
+0 |
Mar13 |
120320 |
3.501 |
3.501 |
3.438 |
3.465 |
-0.049 |
1,520 |
27,256 |
-18 |
Apr13 |
120320 |
3.462 |
3.462 |
3.404 |
3.429 |
-0.049 |
1,810 |
41,103 |
+287 |
May13 |
120320 |
3.490 |
3.490 |
3.455 |
3.467 |
-0.049 |
307 |
10,926 |
+13 |
Jun13 |
120320 |
3.540 |
3.540 |
3.518 |
3.519 |
-0.048 |
369 |
4,424 |
+29 |
Jul13 |
120320 |
3.588 |
3.588 |
3.562 |
3.564 |
-0.047 |
236 |
4,973 |
+11 |
Total Volume and Open Interest |
307,866 |
1,231,553 |
+2,471 |
Brent Crude Oil(ICE) |
May12 |
120320 |
125.27 |
125.44 |
123.20 |
124.12 |
-1.59 |
170,802 |
244,668 |
+244,668 |
Jun12 |
120320 |
124.90 |
124.93 |
122.80 |
123.72 |
-1.52 |
89,427 |
169,284 |
+1,251 |
Jul12 |
120320 |
124.30 |
124.36 |
122.36 |
123.27 |
-1.46 |
37,751 |
76,638 |
-1,584 |
Aug12 |
120320 |
123.73 |
123.80 |
121.88 |
122.75 |
-1.40 |
19,700 |
51,634 |
-407 |
Sep12 |
120320 |
123.10 |
123.10 |
121.24 |
122.08 |
-1.35 |
14,661 |
70,790 |
+484 |
Oct12 |
120320 |
122.30 |
122.39 |
120.65 |
121.38 |
-1.32 |
10,920 |
53,043 |
+101 |
Nov12 |
120320 |
121.74 |
121.74 |
120.04 |
120.76 |
-1.29 |
5,467 |
30,446 |
+181 |
Dec12 |
120320 |
120.96 |
121.10 |
119.36 |
120.13 |
-1.25 |
32,259 |
103,298 |
+131 |
Jan13 |
120320 |
119.72 |
119.89 |
118.94 |
119.53 |
-1.22 |
2,832 |
18,032 |
+366 |
Feb13 |
120320 |
118.94 |
118.94 |
118.94 |
118.94 |
-1.17 |
946 |
10,307 |
+111 |
Mar13 |
120320 |
118.31 |
118.31 |
118.31 |
118.31 |
-1.12 |
1,030 |
9,264 |
+170 |
Apr13 |
120320 |
117.66 |
117.66 |
117.66 |
117.66 |
-1.08 |
573 |
6,920 |
+53 |
May13 |
120320 |
117.00 |
117.00 |
117.00 |
117.00 |
-1.04 |
239 |
6,554 |
+83 |
Jun13 |
120320 |
116.58 |
116.66 |
115.63 |
116.29 |
-1.01 |
4,094 |
28,398 |
-437 |
Total Volume and Open Interest |
408,083 |
1,064,308 |
+248,262 |
Gas Oil(ICE) |
Apr12 |
120320 |
1039.50 |
1040.25 |
1023.50 |
1032.00 |
-11.50 |
61,843 |
135,972 |
+1,846 |
May12 |
120320 |
1038.25 |
1038.50 |
1023.50 |
1032.50 |
-9.50 |
52,783 |
98,064 |
+7,787 |
Jun12 |
120320 |
1037.00 |
1037.50 |
1022.75 |
1032.25 |
-8.50 |
34,081 |
58,741 |
-1,504 |
Jul12 |
120320 |
1036.25 |
1036.25 |
1023.00 |
1032.50 |
-7.75 |
11,915 |
27,808 |
-160 |
Aug12 |
120320 |
1035.25 |
1035.50 |
1023.75 |
1033.00 |
-7.25 |
8,630 |
24,086 |
+828 |
Sep12 |
120320 |
1036.00 |
1036.00 |
1023.50 |
1032.75 |
-6.75 |
6,221 |
23,016 |
+1,185 |
Oct12 |
120320 |
1033.00 |
1033.25 |
1023.50 |
1031.25 |
-6.50 |
2,910 |
15,651 |
+177 |
Nov12 |
120320 |
1029.25 |
1031.00 |
1022.00 |
1029.00 |
-6.25 |
1,550 |
10,996 |
+20 |
Dec12 |
120320 |
1026.75 |
1028.75 |
1017.50 |
1026.75 |
-5.75 |
7,001 |
42,709 |
+178 |
Jan13 |
120320 |
1020.75 |
1025.25 |
1019.00 |
1024.50 |
-5.50 |
801 |
11,912 |
+334 |
Total Volume and Open Interest |
189,992 |
513,013 |
+11,108 |
Ethanol(CBOT) |
Mar12 |
120305 |
2.270 |
2.289 |
2.270 |
2.289 |
+0.029 |
25 |
151 |
-37 |
Apr12 |
120320 |
2.300 |
2.310 |
2.286 |
2.300 |
-0.036 |
301 |
828 |
-63 |
May12 |
120320 |
2.315 |
2.325 |
2.295 |
2.307 |
-0.037 |
230 |
1,340 |
-73 |
Jun12 |
120320 |
2.322 |
2.338 |
2.315 |
2.317 |
-0.032 |
101 |
733 |
+19 |
Jul12 |
120320 |
2.330 |
2.340 |
2.316 |
2.319 |
-0.039 |
102 |
1,865 |
+17 |
Aug12 |
120320 |
2.300 |
2.305 |
2.300 |
2.301 |
-0.040 |
43 |
1,348 |
+2 |
Sep12 |
120320 |
2.275 |
2.275 |
2.250 |
2.254 |
-0.037 |
78 |
1,223 |
+49 |
Oct12 |
120320 |
2.170 |
2.178 |
2.157 |
2.161 |
-0.030 |
53 |
1,012 |
+34 |
Total Volume and Open Interest |
1,135 |
11,071 |
+26 |
WTI Crude Oil(ICE) |
May12 |
120320 |
108.23 |
108.28 |
105.71 |
106.07 |
-2.49 |
47,311 |
58,304 |
+2,558 |
Jun12 |
120320 |
108.67 |
108.67 |
106.21 |
106.59 |
-2.41 |
18,412 |
55,396 |
+1,167 |
Jul12 |
120320 |
109.03 |
109.05 |
106.69 |
107.07 |
-2.32 |
7,029 |
28,548 |
-502 |
Aug12 |
120320 |
108.99 |
109.15 |
107.00 |
107.40 |
-2.25 |
4,175 |
14,490 |
+56 |
Sep12 |
120320 |
109.27 |
109.29 |
107.30 |
107.57 |
-2.19 |
4,186 |
19,766 |
-325 |
Oct12 |
120320 |
109.34 |
109.34 |
107.40 |
107.68 |
-2.12 |
3,458 |
11,790 |
+989 |
Nov12 |
120320 |
109.05 |
109.36 |
107.52 |
107.75 |
-2.05 |
1,572 |
7,331 |
-83 |
Dec12 |
120320 |
109.35 |
109.36 |
107.48 |
107.81 |
-1.98 |
6,979 |
63,201 |
+265 |
Jan13 |
120320 |
107.81 |
107.81 |
107.81 |
107.81 |
-1.91 |
331 |
5,738 |
-37 |
Feb13 |
120320 |
107.67 |
107.67 |
107.67 |
107.67 |
-1.83 |
217 |
2,252 |
-10 |
Mar13 |
120320 |
107.42 |
107.42 |
107.42 |
107.42 |
-1.76 |
105 |
3,850 |
+0 |
Apr13 |
120320 |
107.05 |
107.05 |
107.05 |
107.05 |
-1.68 |
5 |
612 |
+1 |
May13 |
120320 |
106.65 |
106.65 |
106.65 |
106.65 |
-1.60 |
7 |
665 |
-5 |
Jun13 |
120320 |
107.31 |
107.31 |
106.06 |
106.27 |
-1.52 |
355 |
15,973 |
-10 |
Jul13 |
120320 |
105.81 |
105.81 |
105.81 |
105.81 |
-1.45 |
0 |
246 |
+0 |
Aug13 |
120320 |
105.40 |
105.40 |
105.40 |
105.40 |
-1.35 |
10 |
939 |
-2 |
Total Volume and Open Interest |
122,896 |
406,524 |
+366 |
US Dollar Index(ICE) |
Jun12 |
120320 |
79.755 |
80.100 |
79.685 |
79.825 |
+0.112 |
28,949 |
60,005 |
-171 |
Sep12 |
120320 |
80.395 |
80.395 |
80.225 |
80.225 |
+0.112 |
13 |
504 |
+1 |
Dec12 |
120320 |
80.685 |
80.685 |
80.685 |
80.685 |
+0.112 |
|
|
|
Total Volume and Open Interest |
28,962 |
60,509 |
-10,773 |
Australian Dollar(CME) |
Mar12 |
120319 |
105.89 |
106.19 |
105.61 |
105.72 |
-0.13 |
147,329 |
69,132 |
-11,712 |
Jun12 |
120320 |
105.04 |
105.17 |
103.51 |
103.67 |
-1.44 |
110,479 |
146,104 |
-6,640 |
Sep12 |
120320 |
102.70 |
104.07 |
102.66 |
102.66 |
-1.41 |
5 |
251 |
+2 |
Total Volume and Open Interest |
134,872 |
211,826 |
-10,309 |
British Pound(CME) |
Mar12 |
120319 |
158.43 |
158.88 |
158.25 |
158.64 |
+0.32 |
76,123 |
57,068 |
-17,307 |
Jun12 |
120320 |
158.82 |
158.89 |
158.21 |
158.59 |
-0.30 |
103,021 |
147,206 |
-1,365 |
Sep12 |
120320 |
158.85 |
158.85 |
158.15 |
158.48 |
-0.29 |
100 |
97 |
+58 |
Total Volume and Open Interest |
129,039 |
200,705 |
-5,022 |
Canadian Dollar(CME) |
Mar12 |
120320 |
101.29 |
101.35 |
100.33 |
100.62 |
-0.73 |
17,502 |
63,738 |
+87 |
Jun12 |
120320 |
101.12 |
101.13 |
100.11 |
100.65 |
-0.50 |
62,157 |
119,387 |
+2,786 |
Sep12 |
120320 |
100.75 |
100.95 |
99.95 |
100.44 |
-0.51 |
107 |
2,337 |
+79 |
Dec12 |
120320 |
100.09 |
100.74 |
99.83 |
100.22 |
-0.52 |
56 |
3,300 |
+33 |
Total Volume and Open Interest |
79,822 |
188,925 |
+2,985 |
Japanese Yen(CME) |
Mar12 |
120319 |
119.91 |
120.45 |
119.66 |
119.75 |
-0.20 |
109,237 |
80,772 |
-9,204 |
Jun12 |
120320 |
120.02 |
120.13 |
119.38 |
119.58 |
-0.42 |
96,059 |
143,114 |
+7,556 |
Sep12 |
120320 |
120.25 |
120.32 |
119.71 |
119.71 |
-0.42 |
11 |
138 |
+1 |
Total Volume and Open Interest |
118,085 |
220,837 |
+4,337 |
Swiss Franc(CME) |
Mar12 |
120319 |
109.23 |
109.25 |
108.97 |
109.04 |
-0.18 |
46,233 |
21,809 |
-6,165 |
Jun12 |
120320 |
109.88 |
110.01 |
109.37 |
109.83 |
-0.02 |
47,653 |
43,657 |
+1,624 |
Sep12 |
120320 |
109.85 |
109.98 |
109.85 |
109.98 |
unch |
2 |
180 |
+2 |
Total Volume and Open Interest |
56,828 |
63,704 |
-317 |
EuroFX(CME) |
Mar12 |
120319 |
131.80 |
131.84 |
131.42 |
131.58 |
-0.15 |
214,767 |
100,244 |
-34,390 |
Jun12 |
120320 |
132.44 |
132.59 |
131.78 |
132.36 |
-0.09 |
254,334 |
257,559 |
+21,498 |
Sep12 |
120320 |
132.54 |
132.60 |
132.10 |
132.45 |
-0.09 |
313 |
542 |
+245 |
Total Volume and Open Interest |
316,551 |
352,816 |
+16,166 |
Mexican Peso(CME) |
Mar12 |
120319 |
787.5 |
790.2 |
787.2 |
789.8 |
+0.8 |
33,331 |
104,875 |
-8,851 |
Apr12 |
120320 |
787.2 |
791.0 |
787.2 |
787.2 |
-3.8 |
|
|
|
Total Volume and Open Interest |
38,205 |
274,758 |
-922 |
Brazilian Real(CME) |
Apr12 |
120320 |
547.35 |
551.95 |
543.45 |
547.35 |
-4.60 |
20 |
3,024 |
+20 |
May12 |
120320 |
544.20 |
548.00 |
544.20 |
544.20 |
-3.80 |
0 |
550 |
+0 |
Jun12 |
120320 |
541.00 |
544.00 |
541.00 |
541.00 |
-3.00 |
63 |
2,356 |
+19 |
Jul12 |
120320 |
537.75 |
540.75 |
537.75 |
537.75 |
-3.00 |
1 |
100 |
+1 |
Total Volume and Open Interest |
84 |
19,581 |
+40 |
30-Year T-Bonds(CBOT) |
Mar12 |
120320 |
137~070 |
137~150 |
136~260 |
137~020 |
+0~080 |
1,243 |
2,297 |
-794 |
Jun12 |
120320 |
135~140 |
136~040 |
135~070 |
135~200 |
+0~080 |
357,047 |
577,934 |
+1,066 |
Sep12 |
120320 |
134~300 |
134~300 |
134~080 |
134~200 |
+0~080 |
11 |
110 |
+0 |
Total Volume and Open Interest |
358,301 |
580,341 |
+272 |
10-Year T-Notes(CBOT) |
Mar12 |
120320 |
128~175 |
128~300 |
128~140 |
128~175 |
+0~005 |
9,866 |
18,849 |
-505 |
Jun12 |
120320 |
127~295 |
128~130 |
127~230 |
127~295 |
-0~010 |
1,294,185 |
1,782,378 |
-13,931 |
Sep12 |
120320 |
126~270 |
127~000 |
126~270 |
126~270 |
-0~050 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,304,051 |
1,801,229 |
-14,436 |
5-Year T-Notes(CBOT) |
Mar12 |
120320 |
121~110 |
122~009 |
121~098 |
121~108 |
-0~008 |
9,459 |
36,608 |
-3,844 |
Jun12 |
120320 |
121~074 |
121~109 |
121~054 |
121~071 |
-0~009 |
578,686 |
1,389,904 |
-4,746 |
Sep12 |
120320 |
120~095 |
120~104 |
120~095 |
120~095 |
-0~009 |
|
|
|
Total Volume and Open Interest |
588,145 |
1,426,512 |
-8,590 |
2 Year T-Notes(CBOT) |
Mar12 |
120320 |
110~010 |
110~010 |
110~003 |
110~005 |
-0~002 |
3,546 |
37,058 |
-1,213 |
Jun12 |
120320 |
109~118 |
109~124 |
109~112 |
109~116 |
-0~003 |
226,175 |
822,020 |
+3,904 |
Sep12 |
120320 |
109~068 |
109~068 |
109~068 |
109~068 |
-0~003 |
|
|
|
Total Volume and Open Interest |
229,721 |
859,078 |
+2,691 |
Eurodollars(CME) |
Jun12 |
120320 |
99.530 |
99.535 |
99.500 |
99.510 |
-0.025 |
194,280 |
1,084,707 |
+6,379 |
Sep12 |
120320 |
99.495 |
99.500 |
99.460 |
99.475 |
-0.025 |
214,511 |
875,095 |
-1,664 |
Dec12 |
120320 |
99.445 |
99.455 |
99.395 |
99.415 |
-0.030 |
297,756 |
939,322 |
-2,594 |
Mar13 |
120320 |
99.390 |
99.410 |
99.335 |
99.355 |
-0.035 |
371,949 |
637,523 |
-12,450 |
Jun13 |
120320 |
99.305 |
99.335 |
99.245 |
99.270 |
-0.040 |
445,150 |
657,354 |
+63,121 |
Sep13 |
120320 |
99.210 |
99.235 |
99.140 |
99.170 |
-0.035 |
263,681 |
570,454 |
-7,394 |
Dec13 |
120320 |
99.080 |
99.115 |
99.010 |
99.050 |
-0.030 |
234,667 |
531,713 |
-9,327 |
Mar14 |
120320 |
98.960 |
99.000 |
98.890 |
98.930 |
-0.030 |
306,365 |
462,753 |
-29,685 |
Jun14 |
120320 |
98.815 |
98.860 |
98.745 |
98.785 |
-0.035 |
180,346 |
315,358 |
-3,798 |
Sep14 |
120320 |
98.650 |
98.705 |
98.580 |
98.620 |
-0.040 |
156,924 |
325,659 |
+10,105 |
Dec14 |
120320 |
98.450 |
98.515 |
98.385 |
98.425 |
-0.045 |
119,440 |
316,803 |
+4,386 |
Mar15 |
120320 |
98.255 |
98.330 |
98.190 |
98.230 |
-0.050 |
118,727 |
237,249 |
+762 |
Jun15 |
120320 |
6.300 |
6.375 |
6.230 |
6.275 |
-0.050 |
97,570 |
259,242 |
+13,952 |
Sep15 |
120320 |
6.105 |
6.180 |
6.035 |
6.080 |
-0.050 |
60,774 |
163,806 |
-4,989 |
Dec15 |
120320 |
5.910 |
5.980 |
5.845 |
5.890 |
-0.045 |
54,953 |
161,783 |
-2,131 |
Mar16 |
120320 |
5.735 |
5.815 |
5.690 |
5.730 |
-0.040 |
32,951 |
86,598 |
+229 |
Jun16 |
120320 |
5.580 |
5.645 |
5.525 |
5.565 |
-0.035 |
23,568 |
94,840 |
+1,452 |
Sep16 |
120320 |
5.430 |
5.475 |
5.370 |
5.410 |
-0.025 |
23,613 |
69,481 |
+982 |
Total Volume and Open Interest |
3,362,560 |
8,851,415 |
+35,244 |
30 Day Federal Funds(CBOT) |
Mar12 |
120320 |
99.872 |
99.872 |
99.863 |
99.868 |
-0.005 |
1,979 |
57,265 |
-663 |
Apr12 |
120320 |
99.860 |
99.865 |
99.855 |
99.860 |
-0.005 |
4,373 |
48,022 |
+2,070 |
May12 |
120320 |
99.860 |
99.865 |
99.850 |
99.860 |
-0.005 |
4,191 |
51,667 |
+466 |
Jun12 |
120320 |
99.850 |
99.855 |
99.845 |
99.850 |
-0.005 |
2,164 |
37,740 |
+139 |
Jul12 |
120320 |
99.840 |
99.845 |
99.830 |
99.840 |
-0.005 |
1,306 |
47,883 |
+342 |
Aug12 |
120320 |
99.835 |
99.840 |
99.830 |
99.830 |
-0.010 |
604 |
36,485 |
-36 |
Total Volume and Open Interest |
33,622 |
548,139 |
+5,798 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120320 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
120320 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec12 |
120320 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Mar13 |
120320 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Jun13 |
120320 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Sep13 |
120320 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Dec13 |
120320 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120320 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120320 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Sep14 |
120320 |
99.220 |
99.220 |
99.220 |
99.220 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun12 |
120320 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,346 |
+0 |
Sep12 |
120320 |
99.68 |
99.68 |
99.66 |
99.66 |
unch |
1 |
684 |
+0 |
Dec12 |
120320 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
415 |
+0 |
Mar13 |
120320 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
81 |
+0 |
Jun13 |
120320 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
216 |
+0 |
Sep13 |
120320 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
325 |
+0 |
Dec13 |
120320 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
395 |
+0 |
Mar14 |
120320 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
1 |
4,462 |
-2,405 |
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 |
120320 |
135.51 |
135.89 |
135.45 |
135.64 |
+0.04 |
920,153 |
811,418 |
+10,709 |
Sep12 |
120320 |
134.28 |
134.34 |
134.01 |
134.16 |
+0.04 |
189 |
97 |
+77 |
Dec12 |
120320 |
134.16 |
134.16 |
134.16 |
134.16 |
+0.04 |
|
|
|
Total Volume and Open Interest |
920,342 |
811,515 |
+10,786 |
Euro-Bobl(EUREX) |
Jun12 |
120320 |
122.60 |
122.80 |
122.58 |
122.66 |
+0.03 |
575,679 |
784,645 |
+16,983 |
Sep12 |
120320 |
122.55 |
122.58 |
122.55 |
122.58 |
+0.04 |
0 |
3 |
+0 |
Dec12 |
120320 |
122.58 |
122.58 |
122.58 |
122.58 |
+0.04 |
|
|
|
Total Volume and Open Interest |
575,679 |
784,648 |
+16,983 |
3-Mth Euribor(EUREX) |
Mar12 |
120319 |
99.150 |
99.158 |
99.150 |
99.158 |
+0.007 |
331 |
1,109 |
-331 |
Jun12 |
120320 |
99.350 |
99.350 |
99.350 |
99.350 |
+0.005 |
0 |
1,552 |
+0 |
Sep12 |
120320 |
99.340 |
99.340 |
99.340 |
99.340 |
+0.010 |
0 |
948 |
-98 |
Total Volume and Open Interest |
51 |
6,424 |
-208 |
Long Gilt(LIFFE) |
Mar12 |
120320 |
113~28 |
113~28 |
113~21 |
113~24 |
-0~02 |
1,818 |
13,887 |
-255 |
Jun12 |
120320 |
112~03 |
112~09 |
111~19 |
111~25 |
-0~06 |
123,148 |
274,603 |
-11,811 |
Total Volume and Open Interest |
124,966 |
288,490 |
-12,066 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120320 |
98.96 |
98.97 |
98.96 |
98.97 |
+0.01 |
12,201 |
263,984 |
-11,446 |
Jun12 |
120320 |
99.06 |
99.07 |
99.04 |
99.05 |
unch |
46,377 |
254,790 |
+2,867 |
Sep12 |
120320 |
99.07 |
99.08 |
99.05 |
99.06 |
unch |
48,979 |
303,075 |
-17,712 |
Dec12 |
120320 |
99.03 |
99.05 |
99.01 |
99.03 |
unch |
52,311 |
249,004 |
-9,371 |
Mar13 |
120320 |
98.98 |
99.00 |
98.96 |
98.99 |
unch |
74,912 |
278,933 |
-9,186 |
Jun13 |
120320 |
98.90 |
98.93 |
98.88 |
98.91 |
unch |
48,859 |
203,690 |
-13,442 |
Total Volume and Open Interest |
392,633 |
2,137,226 |
-30,944 |
3-Mth Euribor(LIFFE) |
Jun12 |
120320 |
99.335 |
99.375 |
99.335 |
99.350 |
+0.005 |
201,112 |
471,653 |
+6,234 |
Sep12 |
120320 |
99.325 |
99.370 |
99.320 |
99.340 |
+0.010 |
180,506 |
469,574 |
+648 |
Dec12 |
120320 |
99.255 |
99.305 |
99.250 |
99.275 |
+0.015 |
118,137 |
386,791 |
-15,628 |
Total Volume and Open Interest |
1,066,329 |
3,465,690 |
-26,915 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120320 |
95.70 |
95.72 |
95.69 |
95.72 |
+0.02 |
19,614 |
194,343 |
-10,143 |
Sep12 |
120320 |
95.75 |
95.80 |
95.73 |
95.80 |
+0.05 |
15,103 |
163,809 |
+2,660 |
Dec12 |
120320 |
95.76 |
95.82 |
95.74 |
95.82 |
+0.05 |
7,815 |
92,019 |
-2,255 |
Mar13 |
120320 |
95.77 |
95.80 |
95.72 |
95.80 |
+0.03 |
3,039 |
58,480 |
-929 |
Jun13 |
120320 |
95.71 |
95.74 |
95.67 |
95.74 |
+0.03 |
1,743 |
53,039 |
+206 |
Sep13 |
120320 |
95.64 |
95.68 |
95.59 |
95.67 |
+0.03 |
1,612 |
37,395 |
+475 |
Dec13 |
120320 |
95.60 |
95.62 |
95.51 |
95.58 |
+0.02 |
1,112 |
26,257 |
+333 |
Mar14 |
120320 |
95.51 |
95.53 |
95.46 |
95.53 |
+0.02 |
3 |
15,805 |
+1 |
Jun14 |
120320 |
95.40 |
95.46 |
95.40 |
95.46 |
+0.02 |
0 |
1,040 |
+0 |
Sep14 |
120320 |
95.41 |
95.41 |
95.41 |
95.41 |
+0.02 |
0 |
341 |
+0 |
Total Volume and Open Interest |
50,041 |
642,830 |
-9,652 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120320 |
95.68 |
95.73 |
95.60 |
95.68 |
unch |
36,161 |
334,505 |
-16,660 |
Sep12 |
120320 |
95.68 |
95.68 |
95.68 |
95.68 |
unch |
|
|
|
Total Volume and Open Interest |
36,161 |
334,505 |
-16,660 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120320 |
96.20 |
96.24 |
96.13 |
96.23 |
+0.03 |
92,875 |
374,638 |
-5,431 |
Sep12 |
120320 |
96.23 |
96.23 |
96.23 |
96.23 |
+0.03 |
|
|
|
Total Volume and Open Interest |
92,875 |
374,638 |
-5,431 |
Gold(CMX) |
Apr12 |
120320 |
1664.6 |
1664.9 |
1641.2 |
1647.0 |
-20.3 |
160,610 |
163,517 |
-6,565 |
Jun12 |
120320 |
1666.1 |
1667.0 |
1643.8 |
1649.4 |
-20.3 |
29,411 |
120,651 |
+2,950 |
Aug12 |
120320 |
1665.7 |
1665.7 |
1648.3 |
1651.7 |
-20.4 |
1,840 |
29,570 |
+581 |
Oct12 |
120320 |
1663.5 |
1664.2 |
1652.8 |
1653.8 |
-20.6 |
323 |
12,523 |
+51 |
Dec12 |
120320 |
1673.4 |
1673.6 |
1651.0 |
1656.0 |
-20.7 |
1,112 |
29,180 |
+64 |
Feb13 |
120320 |
1654.8 |
1666.8 |
1654.8 |
1658.1 |
-20.8 |
270 |
16,425 |
+25 |
Apr13 |
120320 |
1677.5 |
1677.5 |
1660.2 |
1660.2 |
-20.9 |
559 |
6,820 |
+537 |
Jun13 |
120320 |
1663.0 |
1663.0 |
1663.0 |
1663.0 |
-20.9 |
25 |
10,094 |
-25 |
Aug13 |
120320 |
1666.0 |
1666.0 |
1666.0 |
1666.0 |
-20.9 |
0 |
255 |
+0 |
Oct13 |
120320 |
1669.3 |
1669.3 |
1669.3 |
1669.3 |
-21.0 |
|
|
|
Dec13 |
120320 |
1672.8 |
1672.8 |
1672.8 |
1672.8 |
-21.1 |
125 |
11,053 |
-100 |
Total Volume and Open Interest |
195,925 |
438,190 |
-3,460 |
Silver(CMX) |
Mar12 |
120320 |
3213.0 |
3227.0 |
3180.5 |
3180.5 |
-112.1 |
14 |
320 |
-1 |
May12 |
120320 |
3293.5 |
3296.0 |
3175.0 |
3183.4 |
-112.1 |
36,722 |
55,591 |
-284 |
Jul12 |
120320 |
3284.0 |
3284.0 |
3185.5 |
3188.6 |
-112.3 |
5,650 |
11,803 |
+525 |
Sep12 |
120320 |
3275.0 |
3275.0 |
3192.0 |
3193.0 |
-112.2 |
2,227 |
5,572 |
+40 |
Dec12 |
120320 |
3303.0 |
3308.0 |
3196.5 |
3197.9 |
-112.4 |
860 |
14,358 |
+119 |
Mar13 |
120320 |
3199.4 |
3199.4 |
3199.4 |
3199.4 |
-112.8 |
32 |
2,136 |
+0 |
May13 |
120320 |
3200.3 |
3200.3 |
3200.3 |
3200.3 |
-113.0 |
39 |
1,275 |
+10 |
Total Volume and Open Interest |
46,202 |
107,309 |
+586 |
Platinum(NYMEX) |
Apr12 |
120320 |
1681.6 |
1681.6 |
1646.6 |
1654.3 |
-30.4 |
5,554 |
27,159 |
-978 |
Jul12 |
120320 |
1684.2 |
1684.2 |
1652.8 |
1658.9 |
-30.6 |
1,651 |
15,945 |
+1,378 |
Oct12 |
120320 |
1663.5 |
1669.0 |
1661.7 |
1662.3 |
-30.3 |
8 |
692 |
+8 |
Jan13 |
120320 |
1665.3 |
1665.3 |
1665.3 |
1665.3 |
-30.3 |
0 |
8 |
+0 |
Total Volume and Open Interest |
7,213 |
43,804 |
+408 |
Palladium(NYMEX) |
Mar12 |
120320 |
40.19 |
40.19 |
40.19 |
40.19 |
-10.55 |
0 |
43 |
-7 |
Jun12 |
120320 |
52.29 |
52.99 |
37.14 |
41.69 |
-10.55 |
1,521 |
21,217 |
+24 |
Sep12 |
120320 |
50.04 |
50.04 |
40.34 |
43.04 |
-10.50 |
1 |
393 |
+1 |
Total Volume and Open Interest |
1,525 |
21,662 |
+18 |
Copper(CMX) |
Mar12 |
120320 |
388.65 |
388.65 |
381.20 |
382.80 |
-7.80 |
414 |
2,132 |
-138 |
May12 |
120320 |
390.50 |
391.00 |
381.35 |
383.05 |
-7.85 |
49,325 |
85,172 |
+921 |
Jul12 |
120320 |
390.80 |
391.65 |
382.25 |
383.80 |
-7.80 |
8,436 |
26,009 |
-1,233 |
Sep12 |
120320 |
391.65 |
392.05 |
383.10 |
384.60 |
-7.70 |
3,628 |
19,085 |
+1,863 |
Dec12 |
120320 |
390.90 |
390.90 |
384.05 |
385.25 |
-7.55 |
478 |
9,497 |
+85 |
Total Volume and Open Interest |
62,765 |
154,738 |
+1,386 |
DJIA Index(CBOT) |
Jun12 |
120320 |
13174 |
13176 |
13062 |
13108 |
-59 |
214 |
9,255 |
+68 |
Sep12 |
120320 |
13045 |
13104 |
13045 |
13045 |
-59 |
0 |
2 |
+0 |
Dec12 |
120320 |
12964 |
13023 |
12964 |
12964 |
-59 |
0 |
1 |
+0 |
Mar13 |
120320 |
12897 |
12956 |
12897 |
12897 |
-59 |
|
|
|
Total Volume and Open Interest |
214 |
9,258 |
-11,527 |
E-mini DJIA Index(CBOT) |
Mar12 |
120316 |
13233 |
13302 |
13226 |
13302 |
+64 |
25,062 |
50,291 |
-5,458 |
Jun12 |
120320 |
13166 |
13176 |
13053 |
13108 |
-59 |
73,406 |
108,280 |
-53 |
Sep12 |
120320 |
13085 |
13085 |
13038 |
13045 |
-59 |
74 |
153 |
+0 |
Dec12 |
120320 |
12964 |
12964 |
12964 |
12964 |
-59 |
0 |
23 |
+0 |
Total Volume and Open Interest |
73,480 |
108,456 |
-44,487 |
S & P 500(CME) |
Jun12 |
120320 |
1404.00 |
1404.80 |
1391.80 |
1400.00 |
-4.00 |
14,432 |
218,011 |
+3,128 |
Sep12 |
120320 |
1393.80 |
1393.80 |
1385.80 |
1393.80 |
-4.00 |
1 |
1,291 |
-1 |
Dec12 |
120320 |
1387.50 |
1387.50 |
1379.40 |
1387.50 |
-3.90 |
1 |
664 |
+0 |
Mar13 |
120320 |
1381.50 |
1381.50 |
1373.40 |
1381.50 |
-3.90 |
|
|
|
Total Volume and Open Interest |
14,434 |
219,966 |
-93,852 |
S & P 500 E-Mini(Globex) |
Jun12 |
120320 |
1404.00 |
1405.00 |
1391.75 |
1400.00 |
-4.00 |
1,384,158 |
2,681,911 |
+9,077 |
Sep12 |
120320 |
1397.75 |
1398.25 |
1385.50 |
1393.75 |
-4.00 |
251 |
786 |
+204 |
Total Volume and Open Interest |
1,384,475 |
2,682,881 |
-693,753 |
NASDAQ 100(CME) |
Jun12 |
120320 |
2729.50 |
2738.00 |
2707.50 |
2735.50 |
+7.70 |
1,459 |
7,411 |
+1,221 |
Sep12 |
120320 |
2730.50 |
2730.50 |
2708.00 |
2730.50 |
+6.20 |
1 |
1 |
+1 |
Dec12 |
120320 |
2728.80 |
2729.50 |
2728.80 |
2728.80 |
+6.30 |
|
|
|
Total Volume and Open Interest |
1,460 |
7,412 |
-19,026 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120320 |
2729.30 |
2738.00 |
2707.30 |
2735.50 |
+7.70 |
196,864 |
441,184 |
+8,769 |
Sep12 |
120320 |
2711.00 |
2730.50 |
2704.30 |
2730.50 |
+6.20 |
9 |
23 |
-1 |
Total Volume and Open Interest |
196,873 |
441,223 |
-157,708 |
S & P Midcap 400(CME) |
Jun12 |
120320 |
993.30 |
993.30 |
992.00 |
993.30 |
-6.50 |
11 |
259 |
+11 |
Sep12 |
120320 |
990.50 |
990.50 |
989.20 |
990.50 |
-6.50 |
|
|
|
Dec12 |
120320 |
988.50 |
988.50 |
987.20 |
988.50 |
-6.50 |
|
|
|
Total Volume and Open Interest |
11 |
259 |
-2,513 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120320 |
10110 |
10135 |
10005 |
10080 |
-20 |
7,296 |
44,078 |
-1,536 |
Sep12 |
120320 |
10095 |
10115 |
10095 |
10095 |
-20 |
|
|
|
Total Volume and Open Interest |
7,296 |
44,078 |
-1,536 |
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 |
120320 |
3572.0 |
3573.0 |
3522.5 |
3529.0 |
-49.5 |
69,744 |
335,342 |
+11,244 |
May12 |
120320 |
3499.0 |
3499.0 |
3466.5 |
3472.0 |
-49.5 |
227 |
2,986 |
+15 |
Jun12 |
120320 |
3485.0 |
3485.0 |
3443.5 |
3445.0 |
-49.5 |
45 |
33,066 |
+544 |
Total Volume and Open Interest |
70,016 |
371,509 |
-91,416 |
Hang Seng Index(HKFE) |
Mar12 |
120320 |
21122 |
21147 |
20754 |
20888 |
-111 |
64,885 |
98,637 |
+632 |
Apr12 |
120320 |
21134 |
21138 |
20750 |
20885 |
-112 |
1,112 |
6,651 |
+498 |
Total Volume and Open Interest |
66,493 |
110,475 |
+1,317 |
DAX(EUREX) |
Mar12 |
120316 |
7150.0 |
7196.5 |
7142.5 |
7193.0 |
+47.0 |
223,147 |
80,206 |
-30,186 |
Jun12 |
120320 |
7161.0 |
7165.0 |
7045.0 |
7067.5 |
-99.0 |
138,305 |
159,458 |
-5 |
Sep12 |
120320 |
7155.5 |
7156.5 |
7063.5 |
7077.0 |
-99.0 |
1,999 |
3,079 |
-48 |
Total Volume and Open Interest |
176,508 |
162,537 |
-62,071 |
FT-SE 100(EURONEXT) |
Jun12 |
120320 |
5905.50 |
5907.00 |
5824.50 |
5835.00 |
-73.00 |
79,762 |
636,075 |
+4,083 |
Sep12 |
120320 |
5820.00 |
5820.00 |
5794.50 |
5794.50 |
-74.00 |
4 |
523 |
+1 |
Dec12 |
120320 |
5769.00 |
5769.00 |
5769.00 |
5769.00 |
-75.00 |
0 |
47 |
+0 |
Total Volume and Open Interest |
79,766 |
636,645 |
-79,547 |
SPI 200(SFE) |
Mar12 |
120315 |
4288.0 |
4295.0 |
4258.0 |
4283.0 |
-10.0 |
97,969 |
170,192 |
-55,104 |
Jun12 |
120320 |
4316.0 |
4328.0 |
4278.0 |
4284.0 |
-29.0 |
29,106 |
189,050 |
+3,069 |
Sep12 |
120320 |
4283.0 |
4284.0 |
4255.0 |
4255.0 |
-34.0 |
45 |
1,904 |
+3 |
Total Volume and Open Interest |
29,214 |
194,114 |
+3,097 |
GSCI(CME) |
Apr12 |
120320 |
700.00 |
705.00 |
700.00 |
701.00 |
-9.75 |
142 |
10,715 |
-59 |
May12 |
120320 |
705.50 |
705.50 |
701.00 |
702.00 |
-9.25 |
2 |
79 |
+0 |
Jun12 |
120320 |
703.00 |
703.00 |
702.00 |
703.00 |
-9.25 |
|
|
|
Total Volume and Open Interest |
144 |
10,794 |
-59 |
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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