|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu March 22, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120322 |
1355.00 |
1360.00 |
1338.50 |
1349.50 |
-5.50 |
117,640 |
253,838 |
-5,833 |
Jul12 |
120322 |
1362.00 |
1366.75 |
1345.75 |
1356.75 |
-5.25 |
48,441 |
135,584 |
-1,800 |
Aug12 |
120322 |
1353.25 |
1356.00 |
1338.75 |
1348.50 |
-4.00 |
2,363 |
6,185 |
+92 |
Sep12 |
120322 |
1337.00 |
1337.00 |
1321.25 |
1328.25 |
-5.25 |
810 |
5,706 |
+109 |
Nov12 |
120322 |
1316.75 |
1322.00 |
1304.25 |
1311.75 |
-6.00 |
31,782 |
157,661 |
+2,547 |
Jan13 |
120322 |
1319.50 |
1322.00 |
1306.25 |
1312.50 |
-4.75 |
3,082 |
26,379 |
+473 |
Mar13 |
120322 |
1306.50 |
1311.00 |
1295.25 |
1301.50 |
-5.00 |
4,308 |
24,964 |
+397 |
May13 |
120322 |
1298.00 |
1301.00 |
1285.00 |
1291.25 |
-5.25 |
2,571 |
11,100 |
+242 |
Jul13 |
120322 |
1300.00 |
1301.00 |
1290.00 |
1293.75 |
-5.25 |
890 |
10,832 |
+312 |
Aug13 |
120322 |
1282.00 |
1287.00 |
1282.00 |
1282.00 |
-5.00 |
1 |
80 |
+0 |
Sep13 |
120322 |
1260.00 |
1260.00 |
1252.00 |
1252.00 |
-4.75 |
2 |
110 |
+0 |
Nov13 |
120322 |
1232.00 |
1232.00 |
1221.00 |
1225.00 |
-5.00 |
545 |
6,958 |
+139 |
Jan14 |
120322 |
1231.75 |
1236.75 |
1231.75 |
1231.75 |
-5.00 |
0 |
128 |
+0 |
Mar14 |
120322 |
1231.25 |
1236.25 |
1231.25 |
1231.25 |
-5.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
212,443 |
640,011 |
-3,324 |
Soybean Meal(CBOT) |
May12 |
120322 |
369.80 |
371.00 |
365.80 |
370.10 |
+0.30 |
47,327 |
125,423 |
+1,826 |
Jul12 |
120322 |
370.90 |
372.00 |
366.80 |
371.10 |
+0.20 |
11,021 |
43,407 |
+535 |
Aug12 |
120322 |
365.50 |
368.80 |
365.50 |
368.00 |
+0.10 |
823 |
8,082 |
+58 |
Sep12 |
120322 |
363.10 |
363.10 |
359.70 |
362.20 |
-0.30 |
503 |
7,902 |
+63 |
Oct12 |
120322 |
352.70 |
355.20 |
352.30 |
354.00 |
-0.60 |
190 |
5,250 |
-24 |
Dec12 |
120322 |
353.90 |
354.60 |
350.60 |
352.70 |
-0.90 |
3,993 |
31,260 |
+88 |
Jan13 |
120322 |
352.00 |
352.00 |
349.90 |
350.70 |
-0.80 |
161 |
3,763 |
+28 |
Mar13 |
120322 |
347.80 |
349.40 |
346.20 |
347.50 |
-0.70 |
101 |
5,075 |
-1 |
May13 |
120322 |
343.20 |
344.40 |
341.60 |
342.60 |
-0.60 |
362 |
2,764 |
+159 |
Jul13 |
120322 |
343.00 |
343.00 |
341.20 |
342.40 |
-0.30 |
34 |
1,485 |
+15 |
Total Volume and Open Interest |
64,846 |
237,159 |
+2,869 |
Soybean Oil(CBOT) |
May12 |
120322 |
54.40 |
54.85 |
53.66 |
53.96 |
-0.42 |
54,286 |
159,927 |
-3,633 |
Jul12 |
120322 |
54.76 |
55.07 |
54.06 |
54.37 |
-0.39 |
12,927 |
84,218 |
+292 |
Aug12 |
120322 |
55.04 |
55.04 |
54.24 |
54.55 |
-0.39 |
1,424 |
11,009 |
+59 |
Sep12 |
120322 |
55.21 |
55.38 |
54.40 |
54.73 |
-0.38 |
1,431 |
8,115 |
+446 |
Oct12 |
120322 |
55.32 |
55.32 |
54.57 |
54.85 |
-0.36 |
175 |
7,821 |
+52 |
Dec12 |
120322 |
55.57 |
55.66 |
54.77 |
55.10 |
-0.37 |
5,988 |
59,532 |
+235 |
Jan13 |
120322 |
55.57 |
55.57 |
54.90 |
55.17 |
-0.37 |
48 |
2,312 |
+5 |
Mar13 |
120322 |
55.34 |
55.57 |
54.89 |
55.20 |
-0.37 |
138 |
4,625 |
+63 |
May13 |
120322 |
55.60 |
55.80 |
54.91 |
55.22 |
-0.37 |
243 |
1,822 |
+58 |
Jul13 |
120322 |
55.68 |
55.70 |
55.20 |
55.29 |
-0.35 |
152 |
3,399 |
+82 |
Total Volume and Open Interest |
77,271 |
346,344 |
-2,169 |
Canola(WCE) |
Mar12 |
120314 |
598.7 |
598.7 |
598.7 |
598.7 |
+0.9 |
0 |
15 |
+0 |
May12 |
120322 |
590.0 |
590.5 |
585.2 |
588.6 |
-0.9 |
15,787 |
88,055 |
+893 |
Jul12 |
120322 |
588.5 |
588.5 |
583.7 |
586.9 |
-1.1 |
7,853 |
36,670 |
+518 |
Nov12 |
120322 |
549.6 |
550.6 |
546.2 |
549.1 |
-0.5 |
6,382 |
64,045 |
+228 |
Jan13 |
120322 |
553.4 |
553.7 |
549.8 |
553.0 |
-0.5 |
838 |
8,108 |
+399 |
Total Volume and Open Interest |
31,383 |
202,210 |
+2,307 |
Corn(CBOT) |
May12 |
120322 |
643.50 |
647.50 |
636.75 |
644.50 |
+2.50 |
188,010 |
495,774 |
-14,363 |
Jul12 |
120322 |
643.00 |
646.50 |
636.00 |
642.75 |
+1.50 |
62,555 |
291,816 |
-927 |
Sep12 |
120322 |
585.00 |
588.75 |
576.00 |
582.50 |
-2.50 |
18,818 |
137,388 |
+1,070 |
Dec12 |
120322 |
556.00 |
559.75 |
550.50 |
555.75 |
-0.25 |
43,102 |
313,226 |
+2,222 |
Mar13 |
120322 |
565.00 |
569.25 |
560.50 |
566.00 |
+1.50 |
1,912 |
49,465 |
+139 |
May13 |
120322 |
575.00 |
576.75 |
568.75 |
574.00 |
+1.75 |
563 |
4,438 |
+80 |
Jul13 |
120322 |
577.25 |
580.00 |
571.75 |
577.75 |
+1.00 |
435 |
6,588 |
+141 |
Sep13 |
120322 |
555.00 |
555.00 |
549.00 |
551.50 |
-1.50 |
40 |
1,044 |
+18 |
Dec13 |
120322 |
548.50 |
550.00 |
543.50 |
547.25 |
-2.00 |
760 |
21,051 |
+58 |
Mar14 |
120322 |
558.25 |
560.25 |
558.25 |
558.25 |
-2.00 |
16 |
487 |
+4 |
Total Volume and Open Interest |
316,268 |
1,324,553 |
-11,539 |
Wheat(CBOT) |
May12 |
120322 |
636.75 |
647.50 |
631.25 |
646.25 |
+10.00 |
50,433 |
185,884 |
-2,690 |
Jul12 |
120322 |
646.00 |
657.00 |
641.25 |
655.50 |
+9.75 |
14,738 |
111,751 |
-118 |
Sep12 |
120322 |
662.50 |
671.50 |
657.50 |
670.25 |
+8.75 |
6,462 |
55,539 |
+1,790 |
Dec12 |
120322 |
683.25 |
691.25 |
676.75 |
689.75 |
+8.75 |
5,270 |
73,103 |
+625 |
Mar13 |
120322 |
695.00 |
703.00 |
689.75 |
703.00 |
+9.00 |
411 |
11,416 |
+215 |
May13 |
120322 |
710.50 |
710.50 |
699.00 |
710.50 |
+9.00 |
39 |
723 |
-1 |
Total Volume and Open Interest |
77,409 |
447,102 |
-187 |
Wheat(KCBT) |
May12 |
120322 |
676.50 |
684.00 |
667.25 |
684.00 |
+9.00 |
7,346 |
43,575 |
+113 |
Jul12 |
120322 |
684.00 |
692.00 |
676.00 |
692.00 |
+8.25 |
3,656 |
58,627 |
+158 |
Sep12 |
120322 |
701.25 |
705.75 |
689.50 |
705.75 |
+9.25 |
861 |
12,762 |
+196 |
Dec12 |
120322 |
718.25 |
725.50 |
708.75 |
725.50 |
+10.25 |
551 |
16,475 |
+76 |
Mar13 |
120322 |
725.50 |
737.75 |
721.75 |
737.75 |
+10.75 |
7 |
717 |
-1 |
May13 |
120322 |
741.75 |
741.75 |
741.75 |
741.75 |
+14.75 |
1 |
62 |
+0 |
Total Volume and Open Interest |
12,423 |
132,771 |
+542 |
Wheat(MGE) |
Mar12 |
120314 |
810.75 |
810.75 |
810.75 |
810.75 |
unch |
14 |
30 |
+0 |
May12 |
120322 |
799.00 |
808.00 |
795.00 |
807.00 |
+8.25 |
1,579 |
12,006 |
-124 |
Jul12 |
120322 |
793.00 |
802.50 |
790.50 |
801.75 |
+9.25 |
363 |
9,604 |
+12 |
Sep12 |
120322 |
781.25 |
786.25 |
773.25 |
785.50 |
+8.75 |
640 |
9,737 |
+199 |
Dec12 |
120322 |
782.75 |
788.75 |
775.75 |
788.00 |
+8.50 |
278 |
5,502 |
+63 |
Total Volume and Open Interest |
2,872 |
37,385 |
+155 |
Oats(CBOT) |
May12 |
120322 |
325.25 |
328.50 |
322.00 |
328.25 |
+2.75 |
650 |
6,215 |
-18 |
Jul12 |
120322 |
321.00 |
322.75 |
315.75 |
321.75 |
+1.50 |
679 |
2,047 |
-119 |
Sep12 |
120322 |
318.25 |
318.25 |
314.25 |
317.75 |
unch |
7 |
224 |
-4 |
Dec12 |
120322 |
320.50 |
323.75 |
320.50 |
323.75 |
+0.50 |
98 |
1,985 |
+56 |
Total Volume and Open Interest |
1,434 |
10,477 |
-85 |
Rough Rice(CBOT) |
May12 |
120322 |
14.38 |
14.47 |
14.22 |
14.40 |
+0.06 |
1,104 |
11,644 |
-270 |
Jul12 |
120322 |
14.60 |
14.69 |
14.50 |
14.67 |
+0.07 |
131 |
1,883 |
+57 |
Sep12 |
120322 |
14.84 |
14.95 |
14.78 |
14.89 |
+0.05 |
51 |
995 |
-4 |
Nov12 |
120322 |
15.01 |
15.12 |
15.01 |
15.12 |
+0.02 |
6 |
81 |
+5 |
Total Volume and Open Interest |
1,292 |
14,603 |
-212 |
Live Cattle(CME) |
Apr12 |
120322 |
125.000 |
125.800 |
124.785 |
125.250 |
+0.300 |
22,215 |
66,565 |
-3,587 |
Jun12 |
120322 |
122.180 |
122.850 |
121.785 |
122.180 |
+0.230 |
23,647 |
139,155 |
+1,692 |
Aug12 |
120322 |
123.885 |
124.600 |
123.700 |
124.285 |
+0.385 |
9,532 |
73,684 |
+985 |
Oct12 |
120322 |
128.825 |
129.500 |
128.650 |
129.000 |
+0.100 |
4,919 |
40,482 |
+52 |
Dec12 |
120322 |
129.950 |
130.650 |
129.785 |
130.285 |
+0.285 |
1,824 |
21,074 |
+215 |
Feb13 |
120322 |
130.325 |
131.050 |
130.250 |
130.935 |
+0.085 |
422 |
6,425 |
+52 |
Total Volume and Open Interest |
62,614 |
350,752 |
-579 |
Feeder Cattle(CME) |
Mar12 |
120322 |
153.435 |
153.950 |
153.100 |
153.450 |
+0.150 |
859 |
3,550 |
-370 |
Apr12 |
120322 |
153.285 |
154.600 |
153.100 |
153.600 |
+0.500 |
2,901 |
10,615 |
-390 |
May12 |
120322 |
154.735 |
155.735 |
154.350 |
154.700 |
+0.300 |
2,573 |
17,119 |
+0 |
Aug12 |
120322 |
156.950 |
157.935 |
156.500 |
156.900 |
+0.325 |
1,626 |
14,070 |
-109 |
Sep12 |
120322 |
157.000 |
158.185 |
156.950 |
157.380 |
+0.280 |
311 |
2,821 |
+29 |
Oct12 |
120322 |
156.985 |
158.130 |
156.950 |
157.400 |
+0.300 |
171 |
1,434 |
+25 |
Nov12 |
120322 |
157.100 |
158.000 |
157.100 |
157.380 |
+0.380 |
87 |
922 |
+0 |
Total Volume and Open Interest |
8,535 |
50,777 |
-810 |
Lean Hogs(CME) |
Apr12 |
120322 |
84.900 |
85.785 |
84.885 |
85.400 |
+0.420 |
13,509 |
36,497 |
-1,083 |
May12 |
120322 |
93.480 |
94.135 |
93.450 |
94.100 |
+0.420 |
484 |
2,917 |
-127 |
Jun12 |
120322 |
92.385 |
93.080 |
92.180 |
92.830 |
+0.630 |
14,761 |
92,064 |
+596 |
Jul12 |
120322 |
92.950 |
93.535 |
92.750 |
93.250 |
+0.465 |
3,575 |
27,490 |
-597 |
Aug12 |
120322 |
94.200 |
94.650 |
93.930 |
94.100 |
-0.050 |
3,305 |
35,111 |
+946 |
Oct12 |
120322 |
84.900 |
85.535 |
84.900 |
85.250 |
+0.200 |
2,145 |
31,484 |
+6 |
Dec12 |
120322 |
81.700 |
81.900 |
81.450 |
81.785 |
-0.015 |
1,596 |
21,208 |
+215 |
Feb13 |
120322 |
82.650 |
82.700 |
82.480 |
82.600 |
-0.450 |
123 |
6,682 |
-5 |
Total Volume and Open Interest |
39,663 |
259,062 |
-38 |
Class III Milk(CME) |
Mar12 |
120322 |
15.64 |
15.67 |
15.60 |
15.63 |
-0.01 |
26 |
6,098 |
-3 |
Apr12 |
120322 |
16.21 |
16.59 |
16.15 |
16.31 |
+0.05 |
349 |
4,899 |
+67 |
May12 |
120322 |
15.65 |
15.70 |
15.15 |
15.21 |
-0.34 |
376 |
4,129 |
+99 |
Jun12 |
120322 |
15.87 |
15.95 |
15.45 |
15.54 |
-0.32 |
170 |
3,470 |
+80 |
Jul12 |
120322 |
16.42 |
16.42 |
16.02 |
16.11 |
-0.20 |
96 |
2,546 |
+42 |
Total Volume and Open Interest |
1,090 |
32,059 |
+305 |
Cocoa(ICE) |
May12 |
120322 |
2340 |
2354 |
2279 |
2285 |
-74 |
13,626 |
64,377 |
-2,655 |
Jul12 |
120322 |
2379 |
2379 |
2303 |
2309 |
-71 |
4,058 |
35,114 |
-102 |
Sep12 |
120322 |
2348 |
2376 |
2312 |
2315 |
-71 |
1,788 |
20,401 |
+0 |
Dec12 |
120322 |
2363 |
2381 |
2318 |
2320 |
-69 |
1,200 |
22,035 |
-65 |
Mar13 |
120322 |
2360 |
2378 |
2321 |
2323 |
-68 |
1,855 |
20,289 |
+1,016 |
May13 |
120322 |
2371 |
2395 |
2335 |
2336 |
-71 |
467 |
3,985 |
+187 |
Jul13 |
120322 |
2378 |
2378 |
2344 |
2344 |
-71 |
45 |
1,155 |
+17 |
Total Volume and Open Interest |
23,230 |
168,406 |
-1,524 |
Coffee "C"(ICE) |
May12 |
120322 |
184.15 |
185.30 |
174.45 |
176.95 |
-7.75 |
9,565 |
77,971 |
+514 |
Jul12 |
120322 |
186.55 |
187.80 |
177.30 |
179.75 |
-7.60 |
4,080 |
32,476 |
-234 |
Sep12 |
120322 |
189.00 |
190.30 |
180.45 |
182.60 |
-7.55 |
2,506 |
24,732 |
+518 |
Dec12 |
120322 |
193.00 |
194.20 |
184.55 |
186.50 |
-7.45 |
844 |
13,139 |
+35 |
Mar13 |
120322 |
197.80 |
197.85 |
188.55 |
190.40 |
-7.20 |
296 |
4,249 |
+85 |
May13 |
120322 |
199.90 |
199.90 |
191.60 |
193.00 |
-6.90 |
93 |
1,896 |
+21 |
Total Volume and Open Interest |
17,429 |
155,554 |
+976 |
Orange Juice(ICE) |
May12 |
120322 |
168.60 |
170.90 |
165.00 |
166.40 |
-3.40 |
2,021 |
18,487 |
-805 |
Jul12 |
120322 |
163.65 |
163.70 |
161.50 |
162.20 |
-2.50 |
320 |
1,626 |
+26 |
Sep12 |
120322 |
160.70 |
162.25 |
159.00 |
159.85 |
-2.35 |
44 |
992 |
+3 |
Nov12 |
120322 |
155.50 |
156.00 |
154.75 |
155.55 |
-0.50 |
71 |
752 |
+58 |
Jan13 |
120322 |
154.35 |
155.55 |
154.35 |
155.55 |
+0.90 |
10 |
75 |
+10 |
Mar13 |
120322 |
154.55 |
154.55 |
154.55 |
154.55 |
+1.40 |
0 |
10 |
+0 |
Total Volume and Open Interest |
2,466 |
21,946 |
-708 |
Sugar #11(ICE) |
May12 |
120322 |
25.33 |
26.10 |
25.28 |
25.91 |
+0.58 |
54,842 |
244,250 |
-611 |
Jul12 |
120322 |
24.16 |
24.89 |
24.15 |
24.72 |
+0.52 |
45,226 |
213,347 |
+1,004 |
Oct12 |
120322 |
23.95 |
24.59 |
23.95 |
24.43 |
+0.44 |
26,927 |
117,010 |
+347 |
Mar13 |
120322 |
24.47 |
25.03 |
24.42 |
24.87 |
+0.40 |
12,927 |
83,489 |
+1,661 |
May13 |
120322 |
23.95 |
24.50 |
23.95 |
24.35 |
+0.34 |
2,524 |
18,183 |
+513 |
Jul13 |
120322 |
23.76 |
24.15 |
23.72 |
24.03 |
+0.26 |
1,282 |
17,592 |
-329 |
Oct13 |
120322 |
23.79 |
24.14 |
23.78 |
24.08 |
+0.28 |
854 |
20,102 |
-133 |
Mar14 |
120322 |
23.71 |
24.15 |
23.71 |
24.14 |
+0.27 |
443 |
14,123 |
+230 |
Total Volume and Open Interest |
145,518 |
738,649 |
+2,750 |
London Cocoa(LCE) |
May12 |
120322 |
1504 |
1518 |
1475 |
1479 |
-35 |
8,885 |
46,432 |
-280 |
Jul12 |
120322 |
1516 |
1531 |
1490 |
1494 |
-33 |
6,650 |
43,857 |
-259 |
Sep12 |
120322 |
1522 |
1537 |
1497 |
1500 |
-34 |
2,617 |
26,020 |
-95 |
Dec12 |
120322 |
1522 |
1539 |
1505 |
1506 |
-33 |
1,171 |
27,023 |
+900 |
Mar13 |
120322 |
1510 |
1529 |
1494 |
1496 |
-33 |
1,879 |
28,116 |
+273 |
May13 |
120322 |
1519 |
1530 |
1500 |
1501 |
-35 |
952 |
7,976 |
-326 |
Jul13 |
120322 |
1522 |
1526 |
1506 |
1506 |
-36 |
41 |
2,204 |
+23 |
Total Volume and Open Interest |
22,507 |
184,084 |
+1,108 |
London Sugar(LCE) |
May12 |
120322 |
655.60 |
669.50 |
652.50 |
663.00 |
+7.60 |
4,666 |
28,984 |
+510 |
Aug12 |
120322 |
637.50 |
651.50 |
636.60 |
646.20 |
+7.90 |
1,786 |
17,029 |
-357 |
Oct12 |
120322 |
624.10 |
639.00 |
624.10 |
633.80 |
+8.40 |
379 |
10,286 |
+86 |
Dec12 |
120322 |
627.00 |
640.80 |
625.80 |
636.20 |
+8.50 |
89 |
3,046 |
-73 |
Mar13 |
120322 |
630.00 |
642.20 |
629.00 |
639.30 |
+8.80 |
94 |
4,738 |
+16 |
Total Volume and Open Interest |
7,042 |
64,950 |
+199 |
Cotton(ICE) |
May12 |
120322 |
88.50 |
89.74 |
88.05 |
89.58 |
+1.27 |
11,116 |
91,196 |
+993 |
Jul12 |
120322 |
89.09 |
90.42 |
88.86 |
90.23 |
+1.15 |
4,687 |
48,183 |
+393 |
Oct12 |
120322 |
89.59 |
90.47 |
89.59 |
90.47 |
+0.84 |
0 |
85 |
+0 |
Dec12 |
120322 |
88.25 |
89.29 |
88.25 |
88.95 |
+0.39 |
2,284 |
45,398 |
+1,063 |
Mar13 |
120322 |
89.73 |
90.11 |
89.71 |
89.80 |
+0.49 |
116 |
2,167 |
+123 |
May13 |
120322 |
89.93 |
90.17 |
89.78 |
89.97 |
+0.58 |
35 |
669 |
+22 |
Total Volume and Open Interest |
18,274 |
188,724 |
+2,616 |
Lumber(CME) |
May12 |
120322 |
260.2 |
261.5 |
254.0 |
255.0 |
-4.7 |
869 |
6,283 |
+53 |
Jul12 |
120322 |
271.9 |
273.0 |
266.3 |
267.0 |
-4.5 |
345 |
2,267 |
-32 |
Sep12 |
120322 |
278.0 |
278.1 |
272.0 |
273.0 |
-5.0 |
12 |
1,149 |
+4 |
Nov12 |
120322 |
275.0 |
276.1 |
270.0 |
270.1 |
-5.9 |
38 |
609 |
+7 |
Total Volume and Open Interest |
1,264 |
10,345 |
+32 |
Crude Oil(NYM) |
May12 |
120322 |
106.81 |
107.12 |
104.50 |
105.35 |
-1.92 |
329,535 |
305,581 |
+654 |
Jun12 |
120322 |
107.31 |
107.60 |
105.01 |
105.84 |
-1.91 |
100,933 |
163,590 |
+849 |
Jul12 |
120322 |
107.90 |
108.03 |
105.48 |
106.29 |
-1.89 |
34,012 |
104,707 |
+4,830 |
Aug12 |
120322 |
108.22 |
108.34 |
105.81 |
106.61 |
-1.86 |
18,254 |
71,191 |
+645 |
Sep12 |
120322 |
108.00 |
108.00 |
106.12 |
106.78 |
-1.82 |
19,008 |
59,976 |
+259 |
Oct12 |
120322 |
108.25 |
108.25 |
106.24 |
106.89 |
-1.79 |
10,769 |
44,316 |
+390 |
Nov12 |
120322 |
108.09 |
108.09 |
106.24 |
107.00 |
-1.71 |
8,696 |
34,372 |
-598 |
Dec12 |
120322 |
108.37 |
108.37 |
106.30 |
107.09 |
-1.66 |
53,194 |
189,896 |
-2,325 |
Jan13 |
120322 |
107.79 |
107.88 |
106.51 |
107.09 |
-1.63 |
3,194 |
41,989 |
+125 |
Feb13 |
120322 |
106.80 |
106.96 |
106.80 |
106.96 |
-1.59 |
1,587 |
21,341 |
+246 |
Mar13 |
120322 |
106.44 |
106.72 |
106.20 |
106.72 |
-1.55 |
3,014 |
29,045 |
+295 |
Apr13 |
120322 |
106.34 |
106.34 |
106.34 |
106.34 |
-1.52 |
937 |
14,609 |
+51 |
May13 |
120322 |
105.93 |
105.93 |
105.93 |
105.93 |
-1.49 |
383 |
12,830 |
-17 |
Jun13 |
120322 |
106.26 |
106.37 |
104.93 |
105.53 |
-1.46 |
9,762 |
64,308 |
+599 |
Jul13 |
120322 |
104.50 |
105.04 |
104.50 |
105.04 |
-1.46 |
797 |
11,029 |
+103 |
Aug13 |
120322 |
104.59 |
104.59 |
104.58 |
104.59 |
-1.46 |
514 |
7,064 |
+209 |
Total Volume and Open Interest |
640,103 |
1,554,831 |
-10,214 |
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 |
120322 |
106.875 |
107.125 |
104.500 |
105.350 |
-1.925 |
8,499 |
1,329 |
+96 |
Jun12 |
120322 |
107.100 |
107.100 |
105.050 |
105.850 |
-1.900 |
202 |
164 |
+8 |
Jul12 |
120322 |
107.525 |
107.525 |
105.825 |
106.300 |
-1.875 |
19 |
66 |
+7 |
Aug12 |
120322 |
106.600 |
106.600 |
106.600 |
106.600 |
-1.875 |
0 |
13 |
+0 |
Sep12 |
120322 |
106.775 |
106.775 |
106.775 |
106.775 |
-1.825 |
0 |
31 |
-1 |
Oct12 |
120322 |
106.900 |
106.900 |
106.900 |
106.900 |
-1.775 |
0 |
9 |
+0 |
Nov12 |
120322 |
107.000 |
107.000 |
107.000 |
107.000 |
-1.700 |
|
|
|
Dec12 |
120322 |
106.525 |
107.500 |
106.525 |
107.100 |
-1.650 |
1 |
230 |
+1 |
Total Volume and Open Interest |
8,721 |
2,021 |
+111 |
Heating Oil(NYM) |
Apr12 |
120322 |
321.83 |
322.06 |
315.75 |
317.87 |
-3.75 |
46,315 |
44,285 |
-6,310 |
May12 |
120322 |
323.20 |
323.51 |
317.28 |
319.28 |
-3.82 |
40,009 |
79,639 |
+3,656 |
Jun12 |
120322 |
324.25 |
324.52 |
318.65 |
320.47 |
-3.85 |
23,306 |
59,082 |
+2,486 |
Jul12 |
120322 |
325.37 |
325.37 |
319.86 |
321.54 |
-3.84 |
8,799 |
24,854 |
+852 |
Aug12 |
120322 |
324.67 |
325.49 |
320.95 |
322.44 |
-3.85 |
4,353 |
15,770 |
+212 |
Sep12 |
120322 |
326.19 |
326.19 |
321.69 |
323.18 |
-3.83 |
2,573 |
14,430 |
+228 |
Oct12 |
120322 |
326.91 |
326.91 |
323.09 |
323.83 |
-3.81 |
1,933 |
8,245 |
+86 |
Nov12 |
120322 |
327.07 |
327.07 |
323.35 |
324.43 |
-3.81 |
1,279 |
4,830 |
+280 |
Dec12 |
120322 |
328.71 |
328.71 |
323.36 |
324.90 |
-3.81 |
7,191 |
31,965 |
+798 |
Jan13 |
120322 |
327.61 |
327.61 |
323.89 |
325.17 |
-3.79 |
382 |
5,524 |
+40 |
Feb13 |
120322 |
326.84 |
326.84 |
323.38 |
324.37 |
-3.74 |
222 |
878 |
+88 |
Mar13 |
120322 |
321.75 |
322.32 |
321.42 |
322.32 |
-3.74 |
349 |
1,143 |
+2 |
Total Volume and Open Interest |
136,854 |
291,410 |
+2,535 |
Gasoline(NYMEX) |
Apr12 |
120322 |
335.42 |
335.69 |
329.53 |
333.96 |
-1.75 |
50,399 |
56,697 |
-9,088 |
May12 |
120322 |
333.73 |
334.16 |
328.55 |
332.57 |
-1.95 |
57,517 |
103,250 |
+3,589 |
Jun12 |
120322 |
330.21 |
330.28 |
324.92 |
328.34 |
-2.28 |
31,532 |
69,694 |
-639 |
Jul12 |
120322 |
325.12 |
325.12 |
320.88 |
323.81 |
-2.50 |
19,583 |
42,971 |
+2,392 |
Aug12 |
120322 |
319.85 |
320.67 |
315.98 |
318.53 |
-2.77 |
12,010 |
26,425 |
+776 |
Sep12 |
120322 |
314.03 |
314.93 |
310.62 |
312.60 |
-2.97 |
7,477 |
22,334 |
+902 |
Oct12 |
120322 |
298.01 |
298.01 |
293.59 |
295.66 |
-3.05 |
4,283 |
20,782 |
+191 |
Nov12 |
120322 |
291.71 |
291.71 |
289.51 |
290.65 |
-3.06 |
3,045 |
6,659 |
-663 |
Dec12 |
120322 |
288.57 |
289.30 |
286.16 |
287.85 |
-3.05 |
3,857 |
22,008 |
+744 |
Jan13 |
120322 |
286.78 |
286.78 |
286.78 |
286.78 |
-3.00 |
477 |
5,707 |
-55 |
Total Volume and Open Interest |
190,766 |
386,886 |
-1,687 |
e-miNY RBOB Gasoline(NYM) |
Apr12 |
120322 |
334.00 |
334.00 |
333.96 |
334.00 |
-1.70 |
|
|
|
May12 |
120322 |
332.60 |
332.60 |
332.57 |
332.60 |
-1.90 |
|
|
|
Jun12 |
120322 |
328.30 |
328.34 |
328.30 |
328.30 |
-2.30 |
|
|
|
Jul12 |
120322 |
323.80 |
323.81 |
323.80 |
323.80 |
-2.50 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Apr12 |
120322 |
2.342 |
2.380 |
2.250 |
2.269 |
-0.091 |
96,071 |
86,603 |
-14,073 |
May12 |
120322 |
2.444 |
2.474 |
2.345 |
2.372 |
-0.082 |
60,005 |
284,543 |
+6,901 |
Jun12 |
120322 |
2.539 |
2.570 |
2.447 |
2.477 |
-0.076 |
19,635 |
94,652 |
+861 |
Jul12 |
120322 |
2.637 |
2.664 |
2.552 |
2.583 |
-0.073 |
15,565 |
133,484 |
+2,449 |
Aug12 |
120322 |
2.693 |
2.726 |
2.600 |
2.642 |
-0.068 |
10,219 |
43,666 |
+1,095 |
Sep12 |
120322 |
2.733 |
2.733 |
2.658 |
2.667 |
-0.066 |
5,872 |
85,489 |
+954 |
Oct12 |
120322 |
2.774 |
2.813 |
2.692 |
2.736 |
-0.063 |
18,373 |
140,896 |
-894 |
Nov12 |
120322 |
2.995 |
3.026 |
2.950 |
2.961 |
-0.054 |
4,859 |
46,659 |
+88 |
Dec12 |
120322 |
3.329 |
3.353 |
3.250 |
3.304 |
-0.044 |
5,423 |
53,287 |
+137 |
Jan13 |
120322 |
3.460 |
3.491 |
3.415 |
3.442 |
-0.042 |
12,708 |
70,543 |
+2,451 |
Feb13 |
120322 |
3.498 |
3.498 |
3.432 |
3.452 |
-0.041 |
962 |
17,629 |
+240 |
Mar13 |
120322 |
3.459 |
3.462 |
3.415 |
3.432 |
-0.042 |
2,455 |
26,174 |
-854 |
Apr13 |
120322 |
3.442 |
3.443 |
3.377 |
3.403 |
-0.036 |
1,985 |
41,429 |
-177 |
May13 |
120322 |
3.453 |
3.455 |
3.418 |
3.442 |
-0.036 |
366 |
10,792 |
-95 |
Jun13 |
120322 |
3.505 |
3.507 |
3.467 |
3.494 |
-0.036 |
346 |
4,540 |
+113 |
Jul13 |
120322 |
3.576 |
3.576 |
3.517 |
3.541 |
-0.035 |
240 |
4,964 |
-37 |
Total Volume and Open Interest |
257,023 |
1,238,679 |
+123 |
Brent Crude Oil(ICE) |
May12 |
120322 |
124.04 |
124.25 |
122.30 |
123.14 |
-1.06 |
193,844 |
238,605 |
-5,478 |
Jun12 |
120322 |
123.50 |
123.71 |
121.74 |
122.58 |
-1.10 |
99,601 |
173,241 |
+677 |
Jul12 |
120322 |
122.99 |
123.18 |
121.21 |
122.04 |
-1.12 |
36,203 |
78,584 |
-752 |
Aug12 |
120322 |
122.50 |
122.63 |
120.65 |
121.47 |
-1.15 |
21,370 |
51,620 |
-428 |
Sep12 |
120322 |
121.84 |
121.94 |
120.00 |
120.78 |
-1.17 |
17,743 |
70,957 |
+163 |
Oct12 |
120322 |
121.12 |
121.22 |
119.30 |
120.06 |
-1.18 |
11,957 |
53,473 |
+662 |
Nov12 |
120322 |
120.49 |
120.59 |
118.69 |
119.44 |
-1.18 |
8,375 |
31,661 |
+987 |
Dec12 |
120322 |
119.84 |
119.96 |
118.04 |
118.80 |
-1.19 |
44,902 |
105,886 |
+666 |
Jan13 |
120322 |
118.22 |
118.79 |
117.52 |
118.19 |
-1.20 |
2,564 |
18,550 |
+240 |
Feb13 |
120322 |
117.58 |
117.58 |
117.58 |
117.58 |
-1.21 |
1,090 |
10,312 |
-16 |
Mar13 |
120322 |
116.94 |
116.94 |
116.94 |
116.94 |
-1.23 |
1,942 |
9,445 |
+281 |
Apr13 |
120322 |
116.28 |
116.28 |
116.28 |
116.28 |
-1.24 |
588 |
7,168 |
+180 |
May13 |
120322 |
115.61 |
115.61 |
115.61 |
115.61 |
-1.25 |
598 |
6,873 |
+122 |
Jun13 |
120322 |
115.31 |
115.69 |
114.29 |
114.89 |
-1.26 |
5,843 |
29,289 |
+500 |
Total Volume and Open Interest |
464,143 |
1,072,435 |
-1,386 |
Gas Oil(ICE) |
Apr12 |
120322 |
1026.75 |
1027.00 |
1011.25 |
1013.75 |
-13.00 |
80,835 |
117,938 |
-14,903 |
May12 |
120322 |
1027.50 |
1027.75 |
1011.50 |
1014.25 |
-13.00 |
83,538 |
110,554 |
+9,515 |
Jun12 |
120322 |
1027.50 |
1028.50 |
1011.75 |
1014.25 |
-13.00 |
50,048 |
53,128 |
-4,406 |
Jul12 |
120322 |
1027.25 |
1027.50 |
1012.00 |
1014.75 |
-13.00 |
18,131 |
27,903 |
+140 |
Aug12 |
120322 |
1029.25 |
1030.25 |
1013.25 |
1015.50 |
-12.75 |
10,830 |
26,661 |
+1,553 |
Sep12 |
120322 |
1029.00 |
1030.00 |
1013.25 |
1015.50 |
-12.75 |
7,285 |
23,336 |
+367 |
Oct12 |
120322 |
1027.25 |
1028.25 |
1012.50 |
1013.75 |
-13.00 |
4,212 |
14,919 |
-136 |
Nov12 |
120322 |
1021.75 |
1021.75 |
1009.50 |
1011.75 |
-12.50 |
2,759 |
11,596 |
+214 |
Dec12 |
120322 |
1022.25 |
1023.25 |
1006.75 |
1009.25 |
-12.50 |
12,850 |
44,356 |
+953 |
Jan13 |
120322 |
1015.25 |
1015.25 |
1006.00 |
1007.00 |
-12.50 |
541 |
13,933 |
+191 |
Total Volume and Open Interest |
273,892 |
508,770 |
-6,131 |
Ethanol(CBOT) |
Mar12 |
120305 |
2.270 |
2.289 |
2.270 |
2.289 |
+0.029 |
25 |
151 |
-37 |
Apr12 |
120322 |
2.283 |
2.286 |
2.268 |
2.283 |
-0.003 |
161 |
655 |
-53 |
May12 |
120322 |
2.290 |
2.297 |
2.275 |
2.290 |
-0.001 |
253 |
1,409 |
+64 |
Jun12 |
120322 |
2.299 |
2.304 |
2.285 |
2.300 |
unch |
45 |
753 |
+14 |
Jul12 |
120322 |
2.300 |
2.310 |
2.292 |
2.305 |
+0.007 |
132 |
1,870 |
+13 |
Aug12 |
120322 |
2.288 |
2.292 |
2.275 |
2.287 |
-0.001 |
115 |
1,319 |
-45 |
Sep12 |
120322 |
2.231 |
2.241 |
2.219 |
2.236 |
-0.005 |
109 |
1,259 |
+4 |
Oct12 |
120322 |
2.140 |
2.142 |
2.134 |
2.140 |
-0.004 |
53 |
1,042 |
+30 |
Total Volume and Open Interest |
1,017 |
11,103 |
+38 |
WTI Crude Oil(ICE) |
May12 |
120322 |
106.98 |
107.12 |
104.51 |
105.35 |
-1.92 |
59,710 |
59,684 |
-1,268 |
Jun12 |
120322 |
107.49 |
107.61 |
105.02 |
105.84 |
-1.91 |
23,861 |
57,309 |
-389 |
Jul12 |
120322 |
107.97 |
108.04 |
105.48 |
106.29 |
-1.89 |
9,981 |
29,358 |
-511 |
Aug12 |
120322 |
107.40 |
107.67 |
105.85 |
106.61 |
-1.86 |
6,270 |
14,046 |
-50 |
Sep12 |
120322 |
107.62 |
107.70 |
106.20 |
106.78 |
-1.82 |
4,212 |
19,612 |
+35 |
Oct12 |
120322 |
108.04 |
108.04 |
106.25 |
106.89 |
-1.79 |
3,562 |
12,747 |
+362 |
Nov12 |
120322 |
107.58 |
107.60 |
106.34 |
107.00 |
-1.71 |
2,954 |
7,459 |
+146 |
Dec12 |
120322 |
108.37 |
108.37 |
106.39 |
107.09 |
-1.66 |
12,330 |
64,817 |
+1,397 |
Jan13 |
120322 |
106.76 |
107.09 |
106.76 |
107.09 |
-1.63 |
533 |
5,739 |
-5 |
Feb13 |
120322 |
106.96 |
106.96 |
106.96 |
106.96 |
-1.59 |
230 |
2,265 |
-25 |
Mar13 |
120322 |
106.72 |
106.72 |
106.72 |
106.72 |
-1.55 |
143 |
3,869 |
+7 |
Apr13 |
120322 |
106.34 |
106.34 |
106.34 |
106.34 |
-1.52 |
22 |
627 |
+11 |
May13 |
120322 |
105.93 |
105.93 |
105.93 |
105.93 |
-1.49 |
239 |
671 |
+4 |
Jun13 |
120322 |
104.98 |
105.68 |
104.98 |
105.53 |
-1.46 |
1,491 |
16,305 |
+129 |
Jul13 |
120322 |
105.04 |
105.04 |
105.04 |
105.04 |
-1.46 |
10 |
251 |
+5 |
Aug13 |
120322 |
104.59 |
104.59 |
104.59 |
104.59 |
-1.46 |
25 |
950 |
+11 |
Total Volume and Open Interest |
130,078 |
391,954 |
-662 |
US Dollar Index(ICE) |
Jun12 |
120322 |
79.770 |
80.195 |
79.650 |
79.997 |
+0.103 |
13,886 |
60,038 |
-353 |
Sep12 |
120322 |
80.210 |
80.393 |
80.210 |
80.393 |
+0.103 |
4 |
510 |
+4 |
Dec12 |
120322 |
80.853 |
80.853 |
80.853 |
80.853 |
+0.103 |
|
|
|
Total Volume and Open Interest |
13,890 |
60,548 |
-349 |
Australian Dollar(CME) |
Jun12 |
120322 |
103.49 |
103.83 |
102.36 |
102.76 |
-0.63 |
151,233 |
160,140 |
+861 |
Sep12 |
120322 |
102.61 |
102.61 |
101.52 |
101.77 |
-0.61 |
7 |
236 |
-5 |
Dec12 |
120322 |
101.01 |
101.42 |
100.82 |
100.82 |
-0.60 |
0 |
9 |
+0 |
Total Volume and Open Interest |
151,240 |
160,387 |
+856 |
British Pound(CME) |
Jun12 |
120322 |
158.59 |
158.83 |
157.61 |
158.09 |
-0.40 |
67,749 |
141,236 |
-2,197 |
Sep12 |
120322 |
158.00 |
158.39 |
157.60 |
157.99 |
-0.40 |
52 |
126 |
+5 |
Dec12 |
120322 |
157.88 |
158.27 |
157.88 |
157.88 |
-0.39 |
0 |
42 |
+0 |
Total Volume and Open Interest |
67,801 |
141,411 |
-2,192 |
Canadian Dollar(CME) |
Jun12 |
120322 |
100.60 |
100.69 |
99.72 |
99.77 |
-0.78 |
90,662 |
121,284 |
-2,370 |
Sep12 |
120322 |
100.20 |
100.34 |
99.55 |
99.56 |
-0.78 |
90 |
2,400 |
+57 |
Dec12 |
120322 |
99.85 |
100.12 |
99.30 |
99.35 |
-0.77 |
91 |
3,343 |
+35 |
Mar13 |
120322 |
99.15 |
99.87 |
99.12 |
99.12 |
-0.75 |
2 |
80 |
+0 |
Total Volume and Open Interest |
90,872 |
127,225 |
-65,096 |
Japanese Yen(CME) |
Jun12 |
120322 |
119.97 |
121.57 |
119.90 |
121.19 |
+1.29 |
70,409 |
139,594 |
-1,128 |
Sep12 |
120322 |
120.21 |
121.64 |
120.03 |
121.32 |
+1.29 |
12 |
139 |
-4 |
Dec12 |
120322 |
121.50 |
121.50 |
120.21 |
121.50 |
+1.29 |
2 |
34 |
+0 |
Total Volume and Open Interest |
70,423 |
139,769 |
-1,132 |
Swiss Franc(CME) |
Jun12 |
120322 |
109.71 |
110.08 |
109.05 |
109.46 |
-0.18 |
29,304 |
43,433 |
-511 |
Sep12 |
120322 |
109.61 |
109.79 |
109.61 |
109.61 |
-0.18 |
4 |
181 |
-1 |
Dec12 |
120322 |
109.77 |
109.95 |
109.77 |
109.77 |
-0.18 |
0 |
2 |
+0 |
Total Volume and Open Interest |
29,308 |
43,616 |
-512 |
EuroFX(CME) |
Jun12 |
120322 |
132.20 |
132.61 |
131.40 |
131.88 |
-0.22 |
208,459 |
257,885 |
+373 |
Sep12 |
120322 |
132.46 |
132.46 |
131.57 |
131.96 |
-0.22 |
105 |
596 |
+58 |
Dec12 |
120322 |
132.00 |
132.27 |
132.00 |
132.05 |
-0.22 |
0 |
44 |
+0 |
Total Volume and Open Interest |
208,564 |
258,535 |
+431 |
Mexican Peso(CME) |
Apr12 |
120322 |
778.2 |
784.5 |
778.2 |
778.2 |
-6.2 |
|
|
|
May12 |
120322 |
776.2 |
782.5 |
776.2 |
776.2 |
-6.2 |
|
|
|
Total Volume and Open Interest |
34,969 |
174,691 |
+94 |
Brazilian Real(CME) |
Apr12 |
120322 |
547.15 |
548.70 |
545.00 |
547.40 |
unch |
0 |
3,024 |
+0 |
May12 |
120322 |
544.30 |
544.30 |
542.30 |
544.30 |
unch |
0 |
550 |
+0 |
Jun12 |
120322 |
540.65 |
541.15 |
537.10 |
540.65 |
-0.50 |
11 |
2,359 |
-3 |
Jul12 |
120322 |
537.40 |
537.90 |
533.85 |
537.40 |
-0.50 |
0 |
100 |
+0 |
Total Volume and Open Interest |
11 |
19,584 |
-3 |
30-Year T-Bonds(CBOT) |
Jun12 |
120322 |
136~230 |
137~130 |
136~150 |
137~020 |
+0~090 |
300,306 |
573,163 |
-6,926 |
Sep12 |
120322 |
136~010 |
136~070 |
136~000 |
136~010 |
+0~090 |
22 |
110 |
-1 |
Dec12 |
120322 |
135~010 |
135~010 |
135~010 |
135~010 |
+0~090 |
|
|
|
Total Volume and Open Interest |
302,961 |
573,955 |
-8,084 |
10-Year T-Notes(CBOT) |
Jun12 |
120322 |
128~170 |
128~310 |
128~130 |
128~235 |
+0~055 |
1,161,991 |
1,778,466 |
-16,503 |
Sep12 |
120322 |
127~220 |
127~220 |
127~120 |
127~175 |
+0~055 |
0 |
1 |
+0 |
Dec12 |
120322 |
126~225 |
126~225 |
126~170 |
126~225 |
+0~055 |
2 |
1 |
+0 |
Total Volume and Open Interest |
1,173,167 |
1,786,732 |
-22,059 |
5-Year T-Notes(CBOT) |
Mar12 |
120322 |
122~037 |
122~042 |
122~016 |
122~032 |
+0~016 |
3,365 |
34,232 |
-1,540 |
Jun12 |
120322 |
121~108 |
122~015 |
121~098 |
121~126 |
+0~016 |
627,454 |
1,380,874 |
-8,987 |
Sep12 |
120322 |
121~022 |
121~022 |
121~006 |
121~022 |
+0~016 |
|
|
|
Total Volume and Open Interest |
630,819 |
1,415,106 |
-10,527 |
2 Year T-Notes(CBOT) |
Mar12 |
120322 |
110~013 |
110~014 |
110~012 |
110~012 |
unch |
2,817 |
31,804 |
-2,402 |
Jun12 |
120322 |
109~124 |
110~000 |
109~122 |
109~124 |
+0~001 |
226,126 |
811,288 |
-5,292 |
Sep12 |
120322 |
109~076 |
109~076 |
109~075 |
109~076 |
+0~001 |
|
|
|
Total Volume and Open Interest |
228,943 |
843,092 |
-7,694 |
Eurodollars(CME) |
Jun12 |
120322 |
99.515 |
99.515 |
99.495 |
99.510 |
unch |
267,983 |
1,082,690 |
-936 |
Sep12 |
120322 |
99.485 |
99.490 |
99.470 |
99.480 |
unch |
187,935 |
864,467 |
-2,118 |
Dec12 |
120322 |
99.440 |
99.445 |
99.425 |
99.435 |
+0.005 |
228,172 |
937,087 |
+6,641 |
Mar13 |
120322 |
99.390 |
99.400 |
99.375 |
99.385 |
+0.010 |
224,005 |
616,410 |
+3,984 |
Jun13 |
120322 |
99.315 |
99.330 |
99.305 |
99.315 |
+0.015 |
250,097 |
660,480 |
+7,803 |
Sep13 |
120322 |
99.225 |
99.245 |
99.215 |
99.230 |
+0.020 |
197,519 |
558,689 |
+5,788 |
Dec13 |
120322 |
99.115 |
99.145 |
99.105 |
99.125 |
+0.020 |
204,814 |
534,288 |
+4,512 |
Mar14 |
120322 |
99.005 |
99.040 |
98.995 |
99.020 |
+0.025 |
171,160 |
454,421 |
-13,402 |
Jun14 |
120322 |
98.870 |
98.910 |
98.860 |
98.885 |
+0.025 |
182,537 |
319,711 |
-8,038 |
Sep14 |
120322 |
98.710 |
98.760 |
98.695 |
98.730 |
+0.030 |
143,864 |
328,081 |
+4,305 |
Dec14 |
120322 |
98.515 |
98.580 |
98.500 |
98.545 |
+0.035 |
112,255 |
306,344 |
-6,566 |
Mar15 |
120322 |
98.325 |
98.400 |
98.310 |
98.365 |
+0.040 |
89,280 |
226,061 |
+1,874 |
Jun15 |
120322 |
6.370 |
6.455 |
6.355 |
6.420 |
+0.045 |
96,886 |
270,872 |
+4,070 |
Sep15 |
120322 |
6.180 |
6.270 |
6.165 |
6.240 |
+0.055 |
68,543 |
170,435 |
+7,967 |
Dec15 |
120322 |
6.000 |
6.090 |
5.980 |
6.060 |
+0.060 |
52,986 |
164,468 |
+45 |
Mar16 |
120322 |
5.845 |
5.940 |
5.830 |
5.910 |
+0.065 |
43,709 |
87,605 |
+1,203 |
Jun16 |
120322 |
5.685 |
5.780 |
5.685 |
5.755 |
+0.070 |
20,667 |
95,515 |
+338 |
Sep16 |
120322 |
5.530 |
5.625 |
5.515 |
5.605 |
+0.070 |
18,557 |
70,794 |
+492 |
Total Volume and Open Interest |
2,613,891 |
7,996,487 |
+23,667 |
30 Day Federal Funds(CBOT) |
Mar12 |
120322 |
99.870 |
99.872 |
99.868 |
99.870 |
+0.003 |
5,276 |
58,258 |
+2,537 |
Apr12 |
120322 |
99.860 |
99.870 |
99.860 |
99.865 |
+0.005 |
6,143 |
48,386 |
+1,308 |
May12 |
120322 |
99.860 |
99.870 |
99.855 |
99.865 |
+0.005 |
2,521 |
52,810 |
+692 |
Jun12 |
120322 |
99.850 |
99.865 |
99.850 |
99.855 |
+0.005 |
1,042 |
38,580 |
+441 |
Jul12 |
120322 |
99.840 |
99.855 |
99.840 |
99.850 |
+0.010 |
1,814 |
48,249 |
+387 |
Aug12 |
120322 |
99.835 |
99.845 |
99.830 |
99.840 |
+0.010 |
959 |
36,899 |
+357 |
Total Volume and Open Interest |
29,008 |
553,560 |
+6,345 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120322 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.005 |
|
|
|
Sep12 |
120322 |
99.658 |
99.658 |
99.658 |
99.658 |
-0.003 |
|
|
|
Dec12 |
120322 |
99.655 |
99.655 |
99.655 |
99.655 |
-0.003 |
|
|
|
Mar13 |
120322 |
99.650 |
99.650 |
99.650 |
99.650 |
-0.002 |
|
|
|
Jun13 |
120322 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Sep13 |
120322 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Dec13 |
120322 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Mar14 |
120322 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Jun14 |
120322 |
99.355 |
99.355 |
99.355 |
99.355 |
unch |
|
|
|
Sep14 |
120322 |
99.215 |
99.215 |
99.215 |
99.215 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun12 |
120322 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
2,671 |
+0 |
Sep12 |
120322 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
1 |
693 |
+0 |
Dec12 |
120322 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
0 |
415 |
+0 |
Mar13 |
120322 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
0 |
81 |
+0 |
Jun13 |
120322 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
216 |
+0 |
Sep13 |
120322 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
325 |
+0 |
Dec13 |
120322 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
395 |
+0 |
Mar14 |
120322 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
1 |
4,796 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120322 |
141.48 |
141.75 |
141.46 |
141.62 |
+0.12 |
4,239 |
19,448 |
-2,335 |
Sep12 |
120322 |
141.02 |
141.02 |
141.02 |
141.02 |
+0.12 |
0 |
5 |
+0 |
Dec12 |
120322 |
138.93 |
138.93 |
138.93 |
138.93 |
+0.12 |
0 |
4 |
+0 |
Total Volume and Open Interest |
4,239 |
19,457 |
-2,335 |
Euro-Bund(EUREX) |
Jun12 |
120322 |
136.43 |
137.26 |
136.32 |
137.09 |
+0.76 |
663,880 |
812,649 |
+2,440 |
Sep12 |
120322 |
135.50 |
135.66 |
135.50 |
135.64 |
+0.76 |
152 |
138 |
+33 |
Dec12 |
120322 |
135.64 |
135.64 |
135.64 |
135.64 |
+0.76 |
|
|
|
Total Volume and Open Interest |
664,032 |
812,787 |
+2,473 |
Euro-Bobl(EUREX) |
Jun12 |
120322 |
123.11 |
123.52 |
123.04 |
123.42 |
+0.36 |
417,589 |
783,326 |
+2,083 |
Sep12 |
120322 |
123.37 |
123.37 |
123.37 |
123.37 |
+0.36 |
250 |
51 |
+48 |
Dec12 |
120322 |
123.37 |
123.37 |
123.37 |
123.37 |
+0.36 |
|
|
|
Total Volume and Open Interest |
417,839 |
783,377 |
+2,131 |
3-Mth Euribor(EUREX) |
Mar12 |
120319 |
99.150 |
99.158 |
99.150 |
99.158 |
+0.007 |
331 |
1,109 |
-331 |
Jun12 |
120322 |
99.355 |
99.355 |
99.355 |
99.355 |
-0.010 |
150 |
1,702 |
+150 |
Sep12 |
120322 |
99.360 |
99.360 |
99.355 |
99.355 |
-0.005 |
400 |
1,448 |
+400 |
Total Volume and Open Interest |
667 |
6,075 |
+545 |
Long Gilt(LIFFE) |
Mar12 |
120322 |
115~00 |
115~01 |
114~19 |
114~25 |
+0~13 |
1,561 |
12,803 |
-2,802 |
Jun12 |
120322 |
112~20 |
113~10 |
112~19 |
113~00 |
+0~15 |
139,883 |
262,666 |
-588 |
Total Volume and Open Interest |
141,444 |
275,469 |
-3,390 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120322 |
99.05 |
99.06 |
99.02 |
99.05 |
+0.01 |
42,995 |
262,314 |
+3,577 |
Sep12 |
120322 |
99.05 |
99.07 |
99.02 |
99.06 |
+0.01 |
62,756 |
282,596 |
-6,747 |
Dec12 |
120322 |
99.01 |
99.05 |
98.98 |
99.04 |
+0.03 |
60,007 |
257,150 |
+292 |
Mar13 |
120322 |
98.96 |
99.00 |
98.93 |
99.00 |
+0.04 |
101,336 |
256,425 |
-12,619 |
Jun13 |
120322 |
98.88 |
98.94 |
98.87 |
98.93 |
+0.04 |
106,677 |
202,401 |
-2,895 |
Sep13 |
120322 |
98.80 |
98.86 |
98.79 |
98.85 |
+0.04 |
73,792 |
168,097 |
+1,119 |
Total Volume and Open Interest |
581,069 |
2,123,438 |
-1,237 |
3-Mth Euribor(LIFFE) |
Jun12 |
120322 |
99.370 |
99.380 |
99.350 |
99.355 |
-0.010 |
135,283 |
518,865 |
+16,955 |
Sep12 |
120322 |
99.370 |
99.385 |
99.350 |
99.355 |
-0.005 |
142,871 |
495,078 |
+17,941 |
Dec12 |
120322 |
99.320 |
99.345 |
99.305 |
99.310 |
+0.005 |
106,736 |
380,925 |
-4,413 |
Total Volume and Open Interest |
1,046,666 |
3,026,714 |
+42,837 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120322 |
95.72 |
95.78 |
95.71 |
95.76 |
+0.03 |
14,876 |
193,951 |
-3,112 |
Sep12 |
120322 |
95.80 |
95.89 |
95.79 |
95.85 |
+0.04 |
16,790 |
160,078 |
-592 |
Dec12 |
120322 |
95.83 |
95.93 |
95.80 |
95.89 |
+0.06 |
7,917 |
91,976 |
+397 |
Mar13 |
120322 |
95.81 |
95.91 |
95.79 |
95.88 |
+0.07 |
3,754 |
57,740 |
+339 |
Jun13 |
120322 |
95.75 |
95.85 |
95.72 |
95.82 |
+0.07 |
2,255 |
53,140 |
-66 |
Sep13 |
120322 |
95.67 |
95.77 |
95.65 |
95.75 |
+0.07 |
2,306 |
37,904 |
-544 |
Dec13 |
120322 |
95.58 |
95.70 |
95.58 |
95.66 |
+0.07 |
1,854 |
26,126 |
+117 |
Mar14 |
120322 |
95.52 |
95.62 |
95.52 |
95.61 |
+0.08 |
1,191 |
15,429 |
-1,417 |
Jun14 |
120322 |
95.45 |
95.53 |
95.45 |
95.53 |
+0.07 |
52 |
1,016 |
-29 |
Sep14 |
120322 |
95.38 |
95.46 |
95.38 |
95.46 |
+0.07 |
0 |
461 |
+0 |
Total Volume and Open Interest |
50,995 |
638,123 |
-4,907 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120322 |
95.66 |
95.76 |
95.63 |
95.73 |
+0.07 |
65,097 |
344,460 |
+3,924 |
Sep12 |
120322 |
95.73 |
95.73 |
95.73 |
95.73 |
+0.07 |
|
|
|
Total Volume and Open Interest |
65,097 |
344,460 |
+3,924 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120322 |
96.24 |
96.34 |
96.21 |
96.30 |
+0.06 |
142,386 |
364,293 |
-7,561 |
Sep12 |
120322 |
96.30 |
96.30 |
96.30 |
96.30 |
+0.06 |
|
|
|
Total Volume and Open Interest |
142,386 |
364,293 |
-7,561 |
Gold(CMX) |
Apr12 |
120322 |
1649.6 |
1656.6 |
1627.5 |
1642.5 |
-7.8 |
154,433 |
146,734 |
-7,132 |
Jun12 |
120322 |
1652.8 |
1658.4 |
1629.8 |
1644.9 |
-7.8 |
20,632 |
127,470 |
+2,152 |
Aug12 |
120322 |
1655.0 |
1660.0 |
1632.9 |
1647.2 |
-7.8 |
2,074 |
31,367 |
+772 |
Oct12 |
120322 |
1658.0 |
1658.0 |
1635.2 |
1649.3 |
-7.9 |
390 |
12,541 |
-18 |
Dec12 |
120322 |
1659.0 |
1660.8 |
1638.0 |
1651.4 |
-8.0 |
1,750 |
29,603 |
+159 |
Feb13 |
120322 |
1653.0 |
1654.2 |
1648.0 |
1653.5 |
-8.0 |
275 |
16,517 |
+79 |
Apr13 |
120322 |
1645.2 |
1655.5 |
1645.2 |
1655.5 |
-8.2 |
359 |
7,696 |
+307 |
Jun13 |
120322 |
1657.9 |
1657.9 |
1657.9 |
1657.9 |
-8.6 |
298 |
9,825 |
+196 |
Aug13 |
120322 |
1660.8 |
1660.8 |
1660.8 |
1660.8 |
-8.7 |
0 |
255 |
+0 |
Oct13 |
120322 |
1663.8 |
1663.8 |
1663.8 |
1663.8 |
-8.9 |
|
|
|
Dec13 |
120322 |
1667.0 |
1667.1 |
1667.0 |
1667.0 |
-9.1 |
920 |
10,869 |
-280 |
Total Volume and Open Interest |
182,758 |
431,039 |
-3,187 |
Silver(CMX) |
Mar12 |
120322 |
3229.5 |
3229.5 |
3119.0 |
3131.9 |
-88.0 |
70 |
310 |
-22 |
May12 |
120322 |
3215.5 |
3235.0 |
3109.0 |
3134.5 |
-88.2 |
43,973 |
55,169 |
-255 |
Jul12 |
120322 |
3221.0 |
3239.5 |
3118.0 |
3139.5 |
-88.6 |
5,664 |
14,018 |
+1,614 |
Sep12 |
120322 |
3219.5 |
3223.0 |
3124.0 |
3143.9 |
-88.7 |
3,505 |
6,223 |
+232 |
Dec12 |
120322 |
3200.0 |
3208.0 |
3131.5 |
3148.8 |
-88.8 |
2,017 |
15,660 |
+1,048 |
Mar13 |
120322 |
3135.0 |
3150.5 |
3135.0 |
3150.5 |
-89.1 |
359 |
2,341 |
+135 |
May13 |
120322 |
3197.5 |
3197.5 |
3151.0 |
3151.0 |
-89.1 |
3 |
1,277 |
-1 |
Total Volume and Open Interest |
56,582 |
111,422 |
+3,154 |
Platinum(NYMEX) |
Apr12 |
120322 |
1641.0 |
1645.0 |
1604.0 |
1612.1 |
-28.3 |
8,766 |
22,734 |
-2,717 |
Jul12 |
120322 |
1646.5 |
1648.5 |
1608.4 |
1616.6 |
-28.5 |
3,266 |
20,026 |
+2,547 |
Oct12 |
120322 |
1615.0 |
1623.5 |
1615.0 |
1620.1 |
-28.6 |
30 |
735 |
+14 |
Jan13 |
120322 |
1623.1 |
1623.1 |
1623.1 |
1623.1 |
-28.6 |
0 |
7 |
+0 |
Total Volume and Open Interest |
12,064 |
43,503 |
-155 |
Palladium(NYMEX) |
Mar12 |
120322 |
663.00 |
663.00 |
649.55 |
649.55 |
-37.60 |
0 |
33 |
-10 |
Jun12 |
120322 |
688.50 |
689.30 |
650.40 |
651.05 |
-37.60 |
2,782 |
21,139 |
-84 |
Sep12 |
120322 |
674.40 |
674.40 |
652.30 |
652.50 |
-37.55 |
14 |
448 |
-7 |
Total Volume and Open Interest |
2,802 |
21,656 |
-100 |
Copper(CMX) |
Mar12 |
120322 |
383.50 |
383.65 |
376.00 |
376.75 |
-8.20 |
612 |
1,847 |
-229 |
May12 |
120322 |
383.60 |
385.70 |
375.25 |
376.55 |
-8.00 |
42,191 |
85,044 |
-1,903 |
Jul12 |
120322 |
384.40 |
386.25 |
376.30 |
377.40 |
-7.90 |
2,606 |
26,050 |
-44 |
Sep12 |
120322 |
385.85 |
386.70 |
377.70 |
378.25 |
-7.85 |
1,722 |
18,941 |
-175 |
Dec12 |
120322 |
381.50 |
381.50 |
378.40 |
379.10 |
-7.65 |
486 |
9,695 |
+200 |
Total Volume and Open Interest |
48,370 |
154,394 |
-2,172 |
DJIA Index(CBOT) |
Jun12 |
120322 |
13075 |
13084 |
12950 |
13001 |
-65 |
200 |
11,025 |
+35 |
Sep12 |
120322 |
12940 |
13005 |
12940 |
12940 |
-65 |
0 |
2 |
+0 |
Dec12 |
120322 |
12859 |
12924 |
12859 |
12859 |
-65 |
0 |
1 |
+0 |
Mar13 |
120322 |
12792 |
12857 |
12792 |
12792 |
-65 |
|
|
|
Total Volume and Open Interest |
200 |
11,028 |
+35 |
E-mini DJIA Index(CBOT) |
Mar12 |
120316 |
13233 |
13302 |
13226 |
13302 |
+64 |
25,062 |
50,291 |
-5,458 |
Jun12 |
120322 |
13070 |
13091 |
12948 |
13001 |
-65 |
105,425 |
106,240 |
-2,638 |
Sep12 |
120322 |
13020 |
13020 |
12940 |
12940 |
-65 |
6 |
147 |
+1 |
Dec12 |
120322 |
12859 |
12859 |
12859 |
12859 |
-65 |
0 |
23 |
+0 |
Total Volume and Open Interest |
105,431 |
106,410 |
-2,637 |
S & P 500(CME) |
Jun12 |
120322 |
1397.40 |
1400.70 |
1382.60 |
1388.90 |
-8.60 |
6,397 |
220,320 |
-164 |
Sep12 |
120322 |
1380.00 |
1384.20 |
1376.20 |
1382.60 |
-8.60 |
0 |
1,284 |
+0 |
Dec12 |
120322 |
1376.20 |
1376.20 |
1369.80 |
1376.20 |
-8.60 |
0 |
663 |
+0 |
Mar13 |
120322 |
1370.20 |
1370.20 |
1363.80 |
1370.20 |
-8.60 |
|
|
|
Total Volume and Open Interest |
6,397 |
222,267 |
-164 |
S & P 500 E-Mini(Globex) |
Jun12 |
120322 |
1397.75 |
1400.75 |
1382.50 |
1389.00 |
-8.50 |
1,583,682 |
2,692,793 |
+12,292 |
Sep12 |
120322 |
1393.50 |
1394.00 |
1377.00 |
1382.50 |
-8.75 |
133 |
1,332 |
-8 |
Total Volume and Open Interest |
1,583,822 |
2,694,315 |
+12,284 |
NASDAQ 100(CME) |
Jun12 |
120322 |
2736.50 |
2739.80 |
2715.00 |
2731.30 |
-4.00 |
2,250 |
8,995 |
+1,259 |
Sep12 |
120322 |
2726.30 |
2726.30 |
2718.00 |
2726.30 |
-4.00 |
0 |
1 |
+0 |
Dec12 |
120322 |
2720.80 |
2721.30 |
2720.80 |
2720.80 |
-4.50 |
|
|
|
Total Volume and Open Interest |
2,250 |
8,996 |
+1,259 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120322 |
2734.80 |
2740.80 |
2715.50 |
2731.30 |
-4.00 |
212,356 |
441,649 |
+82 |
Sep12 |
120322 |
2718.00 |
2730.00 |
2717.80 |
2726.30 |
-4.00 |
19 |
35 |
+9 |
Total Volume and Open Interest |
212,375 |
441,701 |
+91 |
S & P Midcap 400(CME) |
Jun12 |
120322 |
980.50 |
982.20 |
980.00 |
982.20 |
-9.60 |
0 |
259 |
+0 |
Sep12 |
120322 |
979.40 |
979.40 |
979.40 |
979.40 |
-9.60 |
|
|
|
Dec12 |
120322 |
977.40 |
977.40 |
977.40 |
977.40 |
-9.60 |
|
|
|
Total Volume and Open Interest |
0 |
259 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120322 |
10025 |
10090 |
9940 |
9960 |
-65 |
4,090 |
44,910 |
+769 |
Sep12 |
120322 |
9975 |
10040 |
9975 |
9975 |
-65 |
|
|
|
Total Volume and Open Interest |
4,090 |
44,910 |
+769 |
Nikkei 225(SGX) |
Jun12 |
120322 |
10020 |
10070 |
9985 |
10035 |
+25 |
68,970 |
234,421 |
-313 |
Sep12 |
120322 |
10010 |
10035 |
10010 |
10035 |
+25 |
14 |
1,277 |
+0 |
Dec12 |
120322 |
9980 |
9980 |
9980 |
9980 |
+30 |
0 |
5,902 |
+0 |
Total Volume and Open Interest |
69,027 |
252,995 |
-343 |
CAC 40(EURONEXT) |
Apr12 |
120322 |
3519.0 |
3527.0 |
3455.5 |
3471.5 |
-56.0 |
97,737 |
353,332 |
+14,139 |
May12 |
120322 |
3461.0 |
3467.0 |
3403.0 |
3414.5 |
-55.5 |
80 |
3,076 |
+26 |
Jun12 |
120322 |
3433.5 |
3435.0 |
3370.5 |
3387.0 |
-56.0 |
154 |
36,424 |
+4,039 |
Total Volume and Open Interest |
97,971 |
392,948 |
+18,205 |
Hang Seng Index(HKFE) |
Mar12 |
120322 |
20890 |
20982 |
20779 |
20875 |
-34 |
103,986 |
96,320 |
-651 |
Apr12 |
120322 |
20895 |
20982 |
20780 |
20880 |
-32 |
2,136 |
8,881 |
+1,213 |
Total Volume and Open Interest |
106,471 |
111,143 |
+582 |
DAX(EUREX) |
Mar12 |
120316 |
7150.0 |
7196.5 |
7142.5 |
7193.0 |
+47.0 |
223,147 |
80,206 |
-30,186 |
Jun12 |
120322 |
7066.5 |
7091.5 |
6951.0 |
6996.5 |
-92.0 |
124,483 |
159,671 |
+606 |
Sep12 |
120322 |
7097.0 |
7097.0 |
6965.0 |
7005.5 |
-92.5 |
136 |
3,124 |
+21 |
Total Volume and Open Interest |
124,619 |
162,795 |
+627 |
FT-SE 100(EURONEXT) |
Jun12 |
120322 |
5849.00 |
5854.50 |
5777.00 |
5793.50 |
-61.50 |
98,726 |
635,510 |
-2,123 |
Sep12 |
120322 |
5775.00 |
5775.00 |
5753.00 |
5753.00 |
-62.00 |
0 |
525 |
+2 |
Dec12 |
120322 |
5732.50 |
5733.50 |
5728.50 |
5728.50 |
-61.00 |
0 |
47 |
+0 |
Total Volume and Open Interest |
98,726 |
636,082 |
-2,121 |
SPI 200(SFE) |
Mar12 |
120315 |
4288.0 |
4295.0 |
4258.0 |
4283.0 |
-10.0 |
97,969 |
170,192 |
-55,104 |
Jun12 |
120322 |
4261.0 |
4298.0 |
4252.0 |
4295.0 |
+31.0 |
30,287 |
190,074 |
-758 |
Sep12 |
120322 |
4236.0 |
4266.0 |
4228.0 |
4264.0 |
+32.0 |
35 |
2,014 |
-10 |
Total Volume and Open Interest |
30,372 |
195,382 |
-781 |
GSCI(CME) |
Apr12 |
120322 |
700.00 |
700.00 |
692.00 |
695.25 |
-7.00 |
316 |
10,297 |
+20 |
May12 |
120322 |
700.80 |
700.80 |
692.75 |
696.00 |
-7.00 |
2 |
79 |
+0 |
Jun12 |
120322 |
697.00 |
697.00 |
693.50 |
697.00 |
-6.75 |
|
|
|
Total Volume and Open Interest |
318 |
10,376 |
+20 |
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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