|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon March 26, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120326 |
1365.75 |
1388.50 |
1364.00 |
1379.50 |
+13.75 |
97,000 |
249,632 |
-3,664 |
Jul12 |
120326 |
1371.25 |
1393.50 |
1369.50 |
1384.25 |
+12.50 |
37,584 |
139,130 |
+1,241 |
Aug12 |
120326 |
1365.75 |
1382.25 |
1362.75 |
1373.00 |
+10.25 |
1,469 |
6,672 |
+299 |
Sep12 |
120326 |
1347.25 |
1359.25 |
1341.25 |
1349.50 |
+8.25 |
1,298 |
6,145 |
+226 |
Nov12 |
120326 |
1322.00 |
1339.50 |
1321.00 |
1329.50 |
+7.00 |
26,107 |
160,058 |
+671 |
Jan13 |
120326 |
1325.00 |
1337.75 |
1325.00 |
1328.25 |
+5.50 |
2,395 |
26,715 |
+179 |
Mar13 |
120326 |
1310.00 |
1325.00 |
1310.00 |
1315.00 |
+5.00 |
2,842 |
27,272 |
+784 |
May13 |
120326 |
1298.00 |
1313.00 |
1296.75 |
1302.50 |
+4.50 |
2,581 |
12,933 |
+757 |
Jul13 |
120326 |
1304.00 |
1313.00 |
1300.00 |
1303.00 |
+3.00 |
1,448 |
11,392 |
+261 |
Aug13 |
120326 |
1288.50 |
1288.50 |
1284.00 |
1288.50 |
+4.50 |
0 |
80 |
+0 |
Sep13 |
120326 |
1260.50 |
1260.50 |
1256.00 |
1260.50 |
+4.50 |
1 |
112 |
+0 |
Nov13 |
120326 |
1240.00 |
1245.00 |
1232.50 |
1235.50 |
+3.00 |
407 |
7,117 |
+64 |
Jan14 |
120326 |
1244.00 |
1245.25 |
1239.25 |
1243.00 |
+3.75 |
0 |
128 |
+0 |
Mar14 |
120326 |
1243.00 |
1243.00 |
1238.75 |
1243.00 |
+4.25 |
0 |
2 |
+0 |
Total Volume and Open Interest |
173,135 |
647,873 |
+818 |
Soybean Meal(CBOT) |
May12 |
120326 |
373.00 |
378.90 |
372.40 |
377.90 |
+4.90 |
35,116 |
126,549 |
-128 |
Jul12 |
120326 |
374.20 |
379.70 |
373.50 |
378.40 |
+4.50 |
10,085 |
44,988 |
+643 |
Aug12 |
120326 |
373.40 |
375.40 |
373.00 |
374.30 |
+3.90 |
845 |
8,290 |
+135 |
Sep12 |
120326 |
363.40 |
369.00 |
363.30 |
367.50 |
+3.20 |
698 |
7,962 |
+102 |
Oct12 |
120326 |
357.80 |
359.40 |
357.20 |
357.40 |
+1.90 |
196 |
5,246 |
-26 |
Dec12 |
120326 |
354.70 |
357.80 |
354.10 |
356.00 |
+1.60 |
4,568 |
29,755 |
-662 |
Jan13 |
120326 |
353.40 |
354.80 |
352.50 |
352.90 |
+1.00 |
55 |
3,752 |
+28 |
Mar13 |
120326 |
350.10 |
350.50 |
346.80 |
348.50 |
+0.30 |
191 |
5,076 |
+0 |
May13 |
120326 |
342.00 |
343.30 |
340.50 |
342.10 |
-0.40 |
79 |
2,878 |
+35 |
Jul13 |
120326 |
342.10 |
343.80 |
340.40 |
341.20 |
-0.50 |
36 |
1,510 |
+14 |
Total Volume and Open Interest |
52,141 |
238,787 |
+131 |
Soybean Oil(CBOT) |
May12 |
120326 |
54.75 |
55.82 |
54.66 |
55.43 |
+0.55 |
61,585 |
159,510 |
-1,005 |
Jul12 |
120326 |
55.20 |
56.21 |
55.09 |
55.83 |
+0.54 |
18,627 |
83,992 |
+2,203 |
Aug12 |
120326 |
55.65 |
56.33 |
55.60 |
55.99 |
+0.54 |
1,324 |
11,251 |
+112 |
Sep12 |
120326 |
55.76 |
56.50 |
55.76 |
56.15 |
+0.54 |
1,643 |
8,826 |
+382 |
Oct12 |
120326 |
55.91 |
56.54 |
55.86 |
56.23 |
+0.53 |
201 |
7,798 |
+7 |
Dec12 |
120326 |
55.89 |
56.81 |
55.80 |
56.47 |
+0.54 |
4,090 |
61,011 |
+398 |
Jan13 |
120326 |
56.61 |
56.83 |
56.00 |
56.54 |
+0.54 |
47 |
2,323 |
+8 |
Mar13 |
120326 |
56.72 |
56.92 |
56.05 |
56.59 |
+0.54 |
243 |
5,036 |
+88 |
May13 |
120326 |
56.58 |
56.62 |
56.05 |
56.59 |
+0.54 |
247 |
2,095 |
+136 |
Jul13 |
120326 |
56.11 |
56.89 |
56.11 |
56.66 |
+0.54 |
50 |
3,540 |
+13 |
Total Volume and Open Interest |
88,340 |
349,032 |
+2,338 |
Canola(WCE) |
May12 |
120326 |
598.5 |
609.6 |
598.5 |
608.1 |
+9.6 |
13,324 |
87,115 |
-352 |
Jul12 |
120326 |
596.8 |
606.9 |
596.8 |
605.9 |
+9.1 |
5,625 |
39,076 |
+968 |
Nov12 |
120326 |
558.9 |
566.4 |
555.9 |
564.7 |
+5.6 |
3,202 |
66,102 |
-148 |
Jan13 |
120326 |
562.6 |
570.2 |
562.5 |
568.9 |
+5.8 |
506 |
8,852 |
+348 |
Mar13 |
120326 |
568.2 |
574.5 |
567.4 |
572.6 |
+6.0 |
670 |
4,034 |
+164 |
Total Volume and Open Interest |
24,066 |
207,720 |
+1,518 |
Corn(CBOT) |
May12 |
120326 |
646.25 |
656.00 |
637.25 |
637.75 |
-8.75 |
127,940 |
484,161 |
+456 |
Jul12 |
120326 |
644.25 |
652.75 |
635.75 |
636.00 |
-8.50 |
45,754 |
296,153 |
+1,278 |
Sep12 |
120326 |
581.00 |
587.75 |
576.50 |
576.50 |
-5.75 |
22,246 |
137,435 |
+196 |
Dec12 |
120326 |
556.00 |
562.50 |
551.75 |
553.25 |
-4.25 |
32,374 |
315,732 |
+1,371 |
Mar13 |
120326 |
566.25 |
572.50 |
562.75 |
563.50 |
-4.50 |
2,648 |
49,783 |
+227 |
May13 |
120326 |
571.25 |
578.75 |
570.25 |
572.25 |
-3.00 |
550 |
4,584 |
+62 |
Jul13 |
120326 |
575.25 |
583.00 |
573.75 |
574.75 |
-4.25 |
530 |
7,313 |
+271 |
Sep13 |
120326 |
550.00 |
555.00 |
549.75 |
549.75 |
-2.00 |
49 |
1,074 |
+6 |
Dec13 |
120326 |
543.75 |
552.00 |
540.00 |
544.75 |
-2.75 |
646 |
21,223 |
+352 |
Mar14 |
120326 |
558.50 |
562.00 |
555.75 |
555.75 |
-3.00 |
0 |
487 |
+0 |
Total Volume and Open Interest |
232,763 |
1,321,276 |
+4,225 |
Wheat(CBOT) |
May12 |
120326 |
655.50 |
670.50 |
650.00 |
659.50 |
+5.25 |
54,660 |
185,762 |
-753 |
Jul12 |
120326 |
665.00 |
680.25 |
660.00 |
670.25 |
+5.75 |
20,151 |
111,906 |
+648 |
Sep12 |
120326 |
679.00 |
694.25 |
675.00 |
685.00 |
+6.00 |
5,340 |
54,666 |
-112 |
Dec12 |
120326 |
698.50 |
713.50 |
694.50 |
704.50 |
+6.00 |
7,313 |
73,176 |
-806 |
Mar13 |
120326 |
711.25 |
726.25 |
711.25 |
717.75 |
+5.75 |
1,091 |
12,356 |
+844 |
May13 |
120326 |
725.25 |
725.25 |
721.00 |
725.25 |
+4.25 |
64 |
767 |
+44 |
Total Volume and Open Interest |
88,846 |
447,304 |
-165 |
Wheat(KCBT) |
May12 |
120326 |
693.25 |
708.00 |
689.25 |
699.00 |
+4.50 |
10,111 |
42,795 |
+164 |
Jul12 |
120326 |
700.25 |
716.00 |
697.75 |
707.75 |
+5.50 |
5,755 |
59,793 |
+1,289 |
Sep12 |
120326 |
715.00 |
727.25 |
712.75 |
721.00 |
+5.00 |
753 |
13,052 |
+224 |
Dec12 |
120326 |
730.00 |
747.00 |
730.00 |
740.75 |
+5.00 |
1,478 |
17,013 |
+615 |
Mar13 |
120326 |
750.00 |
756.75 |
750.00 |
753.00 |
+4.25 |
36 |
749 |
+31 |
May13 |
120326 |
756.00 |
756.00 |
756.00 |
756.00 |
+4.25 |
2 |
62 |
+0 |
Total Volume and Open Interest |
18,138 |
134,017 |
+2,324 |
Wheat(MGE) |
May12 |
120326 |
815.00 |
830.75 |
814.00 |
822.00 |
+4.75 |
1,240 |
11,986 |
-129 |
Jul12 |
120326 |
808.75 |
825.75 |
808.75 |
816.75 |
+5.25 |
398 |
9,725 |
+87 |
Sep12 |
120326 |
794.75 |
806.00 |
794.00 |
799.00 |
+4.00 |
498 |
9,947 |
+169 |
Dec12 |
120326 |
798.00 |
809.00 |
798.00 |
801.25 |
+2.75 |
206 |
5,640 |
+81 |
Mar13 |
120326 |
810.00 |
813.75 |
807.25 |
807.25 |
+2.00 |
14 |
537 |
+4 |
Total Volume and Open Interest |
2,356 |
37,845 |
+212 |
Oats(CBOT) |
May12 |
120326 |
334.00 |
340.25 |
332.25 |
332.75 |
-0.25 |
511 |
6,097 |
-193 |
Jul12 |
120326 |
327.00 |
333.50 |
327.00 |
327.00 |
unch |
57 |
2,051 |
+20 |
Sep12 |
120326 |
330.50 |
332.00 |
324.75 |
328.25 |
+3.50 |
20 |
241 |
+14 |
Dec12 |
120326 |
337.50 |
341.00 |
332.50 |
335.25 |
+2.75 |
302 |
1,985 |
+2 |
Total Volume and Open Interest |
890 |
10,380 |
-157 |
Rough Rice(CBOT) |
May12 |
120326 |
14.64 |
14.82 |
14.57 |
14.81 |
+0.20 |
331 |
11,553 |
-39 |
Jul12 |
120326 |
14.89 |
15.07 |
14.85 |
15.07 |
+0.20 |
180 |
2,015 |
+126 |
Sep12 |
120326 |
15.20 |
15.32 |
15.10 |
15.31 |
+0.22 |
140 |
1,091 |
+96 |
Nov12 |
120326 |
15.33 |
15.55 |
15.33 |
15.55 |
+0.23 |
2 |
83 |
+2 |
Total Volume and Open Interest |
653 |
14,742 |
+185 |
Live Cattle(CME) |
Apr12 |
120326 |
124.450 |
125.385 |
124.150 |
124.550 |
+0.050 |
13,891 |
59,034 |
-2,176 |
Jun12 |
120326 |
121.000 |
121.750 |
120.750 |
121.100 |
unch |
18,204 |
141,887 |
+1,508 |
Aug12 |
120326 |
123.035 |
123.750 |
122.850 |
123.135 |
-0.065 |
10,140 |
77,036 |
+1,580 |
Oct12 |
120326 |
128.300 |
128.850 |
128.075 |
128.650 |
+0.270 |
5,281 |
40,868 |
+225 |
Dec12 |
120326 |
129.650 |
130.350 |
129.485 |
130.075 |
+0.195 |
4,332 |
22,835 |
+1,069 |
Feb13 |
120326 |
129.950 |
130.800 |
129.935 |
130.750 |
+0.015 |
602 |
6,864 |
+289 |
Total Volume and Open Interest |
52,575 |
352,014 |
+2,513 |
Feeder Cattle(CME) |
Mar12 |
120326 |
153.450 |
153.685 |
153.235 |
153.650 |
+0.350 |
491 |
3,226 |
-96 |
Apr12 |
120326 |
152.535 |
153.285 |
152.130 |
152.550 |
+0.115 |
1,797 |
9,958 |
-139 |
May12 |
120326 |
153.485 |
154.450 |
153.000 |
153.735 |
+0.250 |
2,445 |
17,240 |
+175 |
Aug12 |
120326 |
155.750 |
156.735 |
155.325 |
156.100 |
-0.050 |
1,104 |
14,066 |
-22 |
Sep12 |
120326 |
156.200 |
156.700 |
155.880 |
156.700 |
-0.100 |
352 |
2,920 |
+82 |
Oct12 |
120326 |
157.000 |
157.000 |
155.900 |
156.800 |
unch |
133 |
1,477 |
+23 |
Nov12 |
120326 |
156.350 |
156.950 |
155.800 |
156.650 |
-0.335 |
49 |
923 |
-5 |
Total Volume and Open Interest |
6,381 |
50,067 |
+22 |
Lean Hogs(CME) |
Apr12 |
120326 |
84.950 |
85.000 |
84.330 |
84.885 |
-0.150 |
7,384 |
33,297 |
-1,145 |
May12 |
120326 |
93.700 |
93.900 |
93.135 |
93.900 |
+0.150 |
150 |
2,902 |
-16 |
Jun12 |
120326 |
92.230 |
92.980 |
91.785 |
92.900 |
+0.670 |
17,407 |
100,097 |
+4,129 |
Jul12 |
120326 |
92.580 |
92.900 |
91.950 |
92.750 |
+0.250 |
3,255 |
26,888 |
-495 |
Aug12 |
120326 |
93.400 |
93.750 |
92.900 |
93.635 |
+0.135 |
7,115 |
37,396 |
+1,461 |
Oct12 |
120326 |
84.750 |
85.300 |
84.400 |
85.250 |
+0.300 |
3,103 |
32,185 |
+937 |
Dec12 |
120326 |
81.350 |
81.950 |
81.080 |
81.900 |
+0.320 |
2,089 |
22,154 |
+839 |
Feb13 |
120326 |
82.180 |
82.750 |
82.000 |
82.500 |
-0.100 |
298 |
6,921 |
+173 |
Total Volume and Open Interest |
41,432 |
268,089 |
+6,426 |
Class III Milk(CME) |
Mar12 |
120326 |
15.65 |
15.68 |
15.63 |
15.64 |
+0.01 |
389 |
5,996 |
-129 |
Apr12 |
120326 |
15.67 |
15.75 |
15.31 |
15.61 |
-0.07 |
932 |
4,881 |
+52 |
May12 |
120326 |
15.04 |
15.44 |
14.91 |
15.34 |
+0.23 |
410 |
4,201 |
+96 |
Jun12 |
120326 |
15.45 |
15.67 |
15.32 |
15.60 |
+0.16 |
208 |
3,478 |
+39 |
Jul12 |
120326 |
15.98 |
16.12 |
15.91 |
16.12 |
+0.14 |
118 |
2,576 |
+7 |
Total Volume and Open Interest |
2,248 |
32,135 |
+113 |
Cocoa(ICE) |
May12 |
120326 |
2304 |
2344 |
2290 |
2331 |
+24 |
12,703 |
63,060 |
-360 |
Jul12 |
120326 |
2331 |
2371 |
2318 |
2358 |
+26 |
5,055 |
35,822 |
+581 |
Sep12 |
120326 |
2333 |
2380 |
2332 |
2366 |
+26 |
1,180 |
20,835 |
+495 |
Dec12 |
120326 |
2354 |
2381 |
2347 |
2374 |
+26 |
684 |
22,316 |
+54 |
Mar13 |
120326 |
2357 |
2390 |
2357 |
2378 |
+25 |
772 |
21,091 |
+427 |
May13 |
120326 |
2392 |
2392 |
2392 |
2392 |
+26 |
125 |
3,977 |
-9 |
Jul13 |
120326 |
2402 |
2402 |
2402 |
2402 |
+27 |
53 |
1,202 |
+47 |
Total Volume and Open Interest |
20,572 |
169,353 |
+1,235 |
Coffee "C"(ICE) |
May12 |
120326 |
178.25 |
180.40 |
177.70 |
178.80 |
+0.05 |
20,905 |
78,311 |
+511 |
Jul12 |
120326 |
181.00 |
183.05 |
180.50 |
181.40 |
-0.15 |
8,693 |
32,784 |
+30 |
Sep12 |
120326 |
183.70 |
185.85 |
183.60 |
184.20 |
-0.15 |
3,646 |
25,506 |
+521 |
Dec12 |
120326 |
188.75 |
189.75 |
187.55 |
188.20 |
-0.10 |
1,900 |
13,175 |
+172 |
Mar13 |
120326 |
192.60 |
193.10 |
191.40 |
192.15 |
-0.05 |
723 |
4,519 |
+121 |
May13 |
120326 |
195.00 |
195.70 |
194.35 |
194.85 |
+0.05 |
704 |
2,019 |
+123 |
Total Volume and Open Interest |
37,278 |
158,081 |
+2,134 |
Orange Juice(ICE) |
May12 |
120326 |
168.85 |
169.20 |
165.00 |
168.15 |
+1.95 |
1,991 |
16,635 |
-954 |
Jul12 |
120326 |
162.50 |
165.20 |
161.50 |
164.20 |
+1.90 |
300 |
1,878 |
+69 |
Sep12 |
120326 |
160.00 |
162.50 |
159.80 |
162.20 |
+1.80 |
67 |
1,091 |
+17 |
Nov12 |
120326 |
155.00 |
157.35 |
155.00 |
157.35 |
+2.10 |
112 |
890 |
+61 |
Jan13 |
120326 |
155.00 |
156.70 |
155.00 |
156.70 |
+1.65 |
39 |
149 |
+39 |
Mar13 |
120326 |
156.70 |
156.70 |
156.70 |
156.70 |
+1.65 |
34 |
34 |
+24 |
Total Volume and Open Interest |
2,543 |
20,681 |
-744 |
Sugar #11(ICE) |
May12 |
120326 |
25.41 |
25.66 |
24.70 |
24.78 |
-0.85 |
47,959 |
251,487 |
+3,332 |
Jul12 |
120326 |
24.40 |
24.54 |
23.74 |
23.81 |
-0.69 |
29,470 |
214,166 |
-11 |
Oct12 |
120326 |
24.16 |
24.32 |
23.70 |
23.75 |
-0.52 |
13,102 |
119,781 |
+168 |
Mar13 |
120326 |
24.75 |
24.77 |
24.30 |
24.35 |
-0.37 |
4,930 |
85,258 |
+1,128 |
May13 |
120326 |
24.26 |
24.27 |
23.93 |
24.02 |
-0.20 |
1,147 |
18,499 |
+319 |
Jul13 |
120326 |
23.96 |
24.00 |
23.67 |
23.77 |
-0.15 |
1,042 |
18,123 |
+498 |
Oct13 |
120326 |
24.04 |
24.06 |
23.77 |
23.84 |
-0.16 |
978 |
20,408 |
+257 |
Mar14 |
120326 |
24.15 |
24.15 |
23.90 |
23.95 |
-0.13 |
477 |
14,559 |
+327 |
Total Volume and Open Interest |
99,506 |
753,141 |
+6,264 |
London Cocoa(LCE) |
May12 |
120326 |
1488 |
1516 |
1482 |
1513 |
+21 |
3,941 |
45,919 |
+374 |
Jul12 |
120326 |
1504 |
1527 |
1497 |
1525 |
+16 |
2,966 |
44,798 |
+384 |
Sep12 |
120326 |
1509 |
1529 |
1500 |
1527 |
+12 |
789 |
26,349 |
-42 |
Dec12 |
120326 |
1517 |
1533 |
1507 |
1530 |
+10 |
953 |
26,945 |
-61 |
Mar13 |
120326 |
1511 |
1519 |
1492 |
1515 |
+9 |
923 |
28,545 |
+37 |
May13 |
120326 |
1526 |
1526 |
1518 |
1521 |
+8 |
175 |
8,206 |
-160 |
Jul13 |
120326 |
1526 |
1526 |
1526 |
1526 |
+5 |
100 |
3,089 |
+884 |
Total Volume and Open Interest |
9,847 |
186,568 |
+1,416 |
London Sugar(LCE) |
May12 |
120326 |
658.80 |
659.90 |
646.30 |
648.80 |
-10.90 |
1,354 |
31,353 |
+1,122 |
Aug12 |
120326 |
641.00 |
642.60 |
630.10 |
633.50 |
-9.30 |
1,143 |
16,526 |
-369 |
Oct12 |
120326 |
628.50 |
629.50 |
620.70 |
623.30 |
-8.90 |
485 |
10,309 |
+5 |
Dec12 |
120326 |
631.10 |
632.40 |
622.90 |
627.20 |
-7.20 |
202 |
3,061 |
+30 |
Mar13 |
120326 |
634.50 |
635.80 |
626.70 |
631.10 |
-5.60 |
104 |
5,059 |
+300 |
Total Volume and Open Interest |
3,324 |
67,166 |
+1,096 |
Cotton(ICE) |
May12 |
120326 |
89.65 |
91.01 |
89.36 |
90.91 |
+1.28 |
11,366 |
88,834 |
-1,898 |
Jul12 |
120326 |
90.26 |
91.25 |
90.06 |
91.03 |
+0.76 |
5,389 |
50,323 |
+1,648 |
Oct12 |
120326 |
91.13 |
91.13 |
91.13 |
91.13 |
+0.72 |
2 |
86 |
+1 |
Dec12 |
120326 |
88.70 |
89.49 |
88.68 |
89.41 |
+0.70 |
2,137 |
46,205 |
+470 |
Mar13 |
120326 |
90.08 |
90.08 |
90.08 |
90.08 |
+0.70 |
54 |
2,172 |
+2 |
May13 |
120326 |
90.15 |
90.15 |
90.15 |
90.15 |
+0.66 |
12 |
669 |
+0 |
Total Volume and Open Interest |
18,980 |
189,321 |
+228 |
Lumber(CME) |
May12 |
120326 |
260.9 |
264.1 |
258.0 |
261.5 |
+2.9 |
1,157 |
6,412 |
+223 |
Jul12 |
120326 |
273.9 |
273.9 |
270.3 |
272.7 |
+3.2 |
346 |
2,197 |
-76 |
Sep12 |
120326 |
276.9 |
279.7 |
276.9 |
278.0 |
+1.9 |
115 |
1,000 |
-41 |
Nov12 |
120326 |
276.1 |
276.1 |
274.2 |
276.1 |
+1.9 |
25 |
605 |
-1 |
Total Volume and Open Interest |
1,644 |
10,253 |
+106 |
Crude Oil(NYM) |
May12 |
120326 |
106.79 |
107.32 |
106.19 |
107.03 |
+0.16 |
295,474 |
300,458 |
-5,429 |
Jun12 |
120326 |
107.45 |
107.81 |
106.70 |
107.55 |
+0.20 |
76,250 |
161,627 |
-3,009 |
Jul12 |
120326 |
107.76 |
108.26 |
107.20 |
108.02 |
+0.23 |
30,624 |
107,965 |
+1,415 |
Aug12 |
120326 |
107.95 |
108.53 |
107.51 |
108.36 |
+0.26 |
14,699 |
73,966 |
+723 |
Sep12 |
120326 |
108.04 |
108.67 |
107.70 |
108.55 |
+0.29 |
16,699 |
60,722 |
+1,560 |
Oct12 |
120326 |
107.90 |
108.78 |
107.90 |
108.68 |
+0.31 |
9,707 |
42,459 |
-1,830 |
Nov12 |
120326 |
108.23 |
108.87 |
108.18 |
108.81 |
+0.33 |
8,015 |
34,658 |
+511 |
Dec12 |
120326 |
108.49 |
109.01 |
107.99 |
108.91 |
+0.36 |
40,354 |
189,492 |
-1,848 |
Jan13 |
120326 |
108.98 |
109.00 |
108.92 |
108.93 |
+0.39 |
6,313 |
42,115 |
+78 |
Feb13 |
120326 |
108.35 |
108.81 |
108.34 |
108.81 |
+0.42 |
1,987 |
21,906 |
+330 |
Mar13 |
120326 |
108.36 |
108.56 |
108.36 |
108.56 |
+0.44 |
3,269 |
31,691 |
+1,581 |
Apr13 |
120326 |
108.04 |
108.26 |
108.04 |
108.18 |
+0.48 |
319 |
14,653 |
-39 |
May13 |
120326 |
107.76 |
107.76 |
107.76 |
107.76 |
+0.51 |
634 |
12,832 |
+205 |
Jun13 |
120326 |
106.99 |
107.37 |
106.98 |
107.37 |
+0.54 |
6,798 |
65,775 |
+668 |
Jul13 |
120326 |
106.88 |
106.88 |
106.88 |
106.88 |
+0.57 |
522 |
11,279 |
+261 |
Aug13 |
120326 |
106.42 |
106.42 |
106.42 |
106.42 |
+0.60 |
45 |
7,070 |
+1 |
Total Volume and Open Interest |
539,283 |
1,553,222 |
-7,820 |
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 |
120326 |
106.875 |
107.350 |
106.175 |
107.025 |
+0.150 |
8,064 |
1,332 |
-3 |
Jun12 |
120326 |
107.050 |
107.775 |
106.800 |
107.550 |
+0.200 |
199 |
203 |
+29 |
Jul12 |
120326 |
107.575 |
108.200 |
107.500 |
108.025 |
+0.225 |
24 |
72 |
+7 |
Aug12 |
120326 |
108.475 |
108.475 |
108.350 |
108.350 |
+0.250 |
0 |
13 |
+0 |
Sep12 |
120326 |
108.550 |
108.550 |
108.550 |
108.550 |
+0.300 |
1 |
31 |
+0 |
Oct12 |
120326 |
108.675 |
108.675 |
108.675 |
108.675 |
+0.300 |
0 |
9 |
+0 |
Nov12 |
120326 |
108.800 |
108.800 |
108.800 |
108.800 |
+0.325 |
1 |
0 |
+0 |
Dec12 |
120326 |
108.900 |
108.900 |
108.900 |
108.900 |
+0.350 |
2 |
231 |
+1 |
Total Volume and Open Interest |
8,295 |
2,066 |
+34 |
Heating Oil(NYM) |
Apr12 |
120326 |
320.99 |
323.11 |
319.82 |
322.88 |
+1.87 |
33,897 |
34,088 |
-6,182 |
May12 |
120326 |
322.14 |
324.80 |
321.37 |
324.65 |
+2.18 |
53,690 |
81,374 |
+754 |
Jun12 |
120326 |
323.11 |
325.94 |
322.40 |
325.78 |
+2.28 |
27,072 |
59,080 |
-1,244 |
Jul12 |
120326 |
324.23 |
326.94 |
324.23 |
326.88 |
+2.40 |
9,781 |
26,032 |
+1,558 |
Aug12 |
120326 |
325.80 |
327.84 |
325.80 |
327.82 |
+2.45 |
3,616 |
16,315 |
+102 |
Sep12 |
120326 |
325.72 |
328.59 |
325.72 |
328.56 |
+2.45 |
2,915 |
15,125 |
+347 |
Oct12 |
120326 |
328.30 |
329.30 |
328.30 |
329.24 |
+2.45 |
1,066 |
8,445 |
-164 |
Nov12 |
120326 |
329.25 |
329.83 |
329.20 |
329.83 |
+2.40 |
711 |
4,615 |
-86 |
Dec12 |
120326 |
327.76 |
330.32 |
327.76 |
330.28 |
+2.35 |
5,887 |
32,006 |
-405 |
Jan13 |
120326 |
330.10 |
330.48 |
329.83 |
330.48 |
+2.35 |
854 |
5,597 |
+52 |
Feb13 |
120326 |
329.63 |
329.63 |
329.63 |
329.63 |
+2.30 |
399 |
1,000 |
+128 |
Mar13 |
120326 |
327.53 |
327.53 |
327.53 |
327.53 |
+2.24 |
122 |
1,114 |
+4 |
Total Volume and Open Interest |
140,079 |
285,596 |
-5,100 |
Gasoline(NYMEX) |
Apr12 |
120326 |
338.52 |
341.83 |
337.60 |
341.66 |
+3.14 |
38,153 |
48,262 |
-5,677 |
May12 |
120326 |
336.75 |
339.98 |
335.86 |
339.87 |
+2.98 |
61,278 |
110,700 |
+3,209 |
Jun12 |
120326 |
332.07 |
335.22 |
331.59 |
335.14 |
+2.64 |
33,511 |
69,450 |
+452 |
Jul12 |
120326 |
326.90 |
330.09 |
326.90 |
330.03 |
+2.20 |
15,512 |
42,388 |
-452 |
Aug12 |
120326 |
322.00 |
324.47 |
321.42 |
324.40 |
+1.98 |
9,203 |
25,420 |
-966 |
Sep12 |
120326 |
315.86 |
318.31 |
315.62 |
318.24 |
+1.82 |
6,125 |
24,863 |
+1,249 |
Oct12 |
120326 |
299.21 |
301.14 |
298.18 |
301.06 |
+1.62 |
2,657 |
20,432 |
-473 |
Nov12 |
120326 |
294.00 |
295.95 |
294.00 |
295.95 |
+1.59 |
1,525 |
7,188 |
+377 |
Dec12 |
120326 |
291.40 |
293.13 |
291.40 |
293.05 |
+1.55 |
2,208 |
20,994 |
-588 |
Jan13 |
120326 |
290.75 |
291.85 |
290.26 |
291.85 |
+1.46 |
900 |
5,273 |
-368 |
Total Volume and Open Interest |
171,965 |
385,667 |
-2,968 |
e-miNY RBOB Gasoline(NYM) |
Apr12 |
120326 |
341.70 |
341.70 |
341.66 |
341.70 |
+3.20 |
|
|
|
May12 |
120326 |
339.90 |
339.90 |
339.87 |
339.90 |
+3.00 |
|
|
|
Jun12 |
120326 |
335.10 |
335.14 |
335.10 |
335.10 |
+2.60 |
|
|
|
Jul12 |
120326 |
330.00 |
330.03 |
330.00 |
330.00 |
+2.20 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Apr12 |
120326 |
2.286 |
2.318 |
2.213 |
2.226 |
-0.049 |
155,467 |
59,148 |
-16,066 |
May12 |
120326 |
2.382 |
2.419 |
2.305 |
2.319 |
-0.054 |
112,474 |
293,556 |
+12,842 |
Jun12 |
120326 |
2.493 |
2.526 |
2.424 |
2.437 |
-0.044 |
24,905 |
101,562 |
+3,050 |
Jul12 |
120326 |
2.606 |
2.629 |
2.534 |
2.551 |
-0.035 |
25,305 |
137,042 |
+460 |
Aug12 |
120326 |
2.674 |
2.690 |
2.604 |
2.619 |
-0.028 |
12,768 |
44,800 |
+956 |
Sep12 |
120326 |
2.688 |
2.713 |
2.628 |
2.646 |
-0.024 |
11,131 |
87,953 |
+1,818 |
Oct12 |
120326 |
2.765 |
2.775 |
2.699 |
2.716 |
-0.022 |
19,404 |
143,281 |
+1,664 |
Nov12 |
120326 |
2.973 |
2.992 |
2.927 |
2.942 |
-0.018 |
3,660 |
47,157 |
+356 |
Dec12 |
120326 |
3.319 |
3.335 |
3.268 |
3.283 |
-0.018 |
4,104 |
53,551 |
+198 |
Jan13 |
120326 |
3.460 |
3.480 |
3.407 |
3.423 |
-0.017 |
10,630 |
71,520 |
+696 |
Feb13 |
120326 |
3.461 |
3.461 |
3.420 |
3.434 |
-0.015 |
2,144 |
17,914 |
+358 |
Mar13 |
120326 |
3.446 |
3.446 |
3.400 |
3.414 |
-0.015 |
2,200 |
26,171 |
+53 |
Apr13 |
120326 |
3.420 |
3.434 |
3.371 |
3.387 |
-0.014 |
3,069 |
40,251 |
-308 |
May13 |
120326 |
3.414 |
3.438 |
3.414 |
3.426 |
-0.014 |
389 |
10,867 |
+13 |
Jun13 |
120326 |
3.464 |
3.481 |
3.464 |
3.478 |
-0.014 |
625 |
4,613 |
+54 |
Jul13 |
120326 |
3.518 |
3.537 |
3.518 |
3.526 |
-0.013 |
671 |
4,971 |
+2 |
Total Volume and Open Interest |
390,501 |
1,238,235 |
+6,323 |
Brent Crude Oil(ICE) |
May12 |
120326 |
125.04 |
125.89 |
124.58 |
125.65 |
+0.52 |
199,407 |
240,834 |
+2,284 |
Jun12 |
120326 |
124.30 |
125.19 |
123.83 |
124.98 |
+0.59 |
101,348 |
177,951 |
+5,748 |
Jul12 |
120326 |
123.61 |
124.53 |
123.17 |
124.36 |
+0.64 |
37,467 |
81,057 |
-294 |
Aug12 |
120326 |
122.91 |
123.83 |
122.55 |
123.70 |
+0.67 |
19,709 |
53,395 |
+566 |
Sep12 |
120326 |
122.12 |
122.98 |
121.85 |
122.94 |
+0.69 |
13,283 |
73,397 |
+1,552 |
Oct12 |
120326 |
121.32 |
122.18 |
121.00 |
122.16 |
+0.70 |
8,616 |
55,234 |
+1,094 |
Nov12 |
120326 |
120.62 |
121.51 |
120.35 |
121.49 |
+0.72 |
5,733 |
32,275 |
+100 |
Dec12 |
120326 |
119.91 |
120.84 |
119.51 |
120.81 |
+0.73 |
41,730 |
105,659 |
+628 |
Jan13 |
120326 |
119.34 |
120.17 |
119.34 |
120.17 |
+0.74 |
2,086 |
18,467 |
-337 |
Feb13 |
120326 |
119.30 |
119.53 |
119.30 |
119.53 |
+0.75 |
862 |
10,644 |
-72 |
Mar13 |
120326 |
118.80 |
118.86 |
118.80 |
118.86 |
+0.77 |
1,643 |
9,456 |
+61 |
Apr13 |
120326 |
118.15 |
118.15 |
118.15 |
118.15 |
+0.78 |
389 |
7,116 |
-128 |
May13 |
120326 |
117.47 |
117.47 |
117.43 |
117.43 |
+0.78 |
489 |
6,992 |
+38 |
Jun13 |
120326 |
115.38 |
116.72 |
115.38 |
116.69 |
+0.80 |
4,753 |
31,396 |
+1,078 |
Total Volume and Open Interest |
458,111 |
1,092,912 |
+14,078 |
Gas Oil(ICE) |
Apr12 |
120326 |
1026.00 |
1032.75 |
1024.25 |
1030.00 |
+1.00 |
68,640 |
107,261 |
-3,353 |
May12 |
120326 |
1026.50 |
1034.25 |
1024.75 |
1031.25 |
+1.75 |
90,754 |
116,048 |
+2,353 |
Jun12 |
120326 |
1026.00 |
1034.25 |
1024.50 |
1031.50 |
+2.25 |
52,733 |
62,262 |
+5,631 |
Jul12 |
120326 |
1026.00 |
1034.50 |
1024.50 |
1032.00 |
+3.00 |
19,153 |
29,828 |
-5 |
Aug12 |
120326 |
1026.75 |
1034.75 |
1025.25 |
1032.75 |
+3.50 |
9,380 |
28,496 |
+767 |
Sep12 |
120326 |
1026.25 |
1034.75 |
1025.25 |
1032.75 |
+3.50 |
8,515 |
24,573 |
+1,350 |
Oct12 |
120326 |
1026.25 |
1033.50 |
1024.25 |
1031.25 |
+3.50 |
2,705 |
15,057 |
+174 |
Nov12 |
120326 |
1023.00 |
1030.00 |
1022.25 |
1029.25 |
+3.50 |
2,554 |
12,532 |
+457 |
Dec12 |
120326 |
1020.00 |
1029.00 |
1019.50 |
1026.50 |
+3.50 |
16,566 |
44,520 |
+9 |
Jan13 |
120326 |
1024.50 |
1025.00 |
1023.50 |
1024.25 |
+3.75 |
1,246 |
14,239 |
+303 |
Total Volume and Open Interest |
278,855 |
521,016 |
+9,012 |
Ethanol(CBOT) |
Mar12 |
120305 |
2.270 |
2.289 |
2.270 |
2.289 |
+0.029 |
25 |
151 |
-37 |
Apr12 |
120326 |
2.297 |
2.306 |
2.270 |
2.275 |
-0.017 |
102 |
572 |
-40 |
May12 |
120326 |
2.302 |
2.315 |
2.280 |
2.281 |
-0.017 |
282 |
1,439 |
+7 |
Jun12 |
120326 |
2.310 |
2.321 |
2.287 |
2.289 |
-0.017 |
129 |
778 |
+10 |
Jul12 |
120326 |
2.315 |
2.333 |
2.298 |
2.301 |
-0.011 |
222 |
1,907 |
+6 |
Aug12 |
120326 |
2.301 |
2.314 |
2.274 |
2.279 |
-0.013 |
108 |
1,364 |
+49 |
Sep12 |
120326 |
2.249 |
2.253 |
2.225 |
2.227 |
-0.013 |
187 |
1,253 |
+14 |
Oct12 |
120326 |
2.160 |
2.160 |
2.142 |
2.142 |
-0.006 |
47 |
1,027 |
+22 |
Total Volume and Open Interest |
1,305 |
11,299 |
+167 |
WTI Crude Oil(ICE) |
May12 |
120326 |
106.89 |
107.33 |
106.22 |
107.03 |
+0.16 |
61,516 |
52,199 |
-6,173 |
Jun12 |
120326 |
107.04 |
107.80 |
106.73 |
107.55 |
+0.20 |
23,396 |
57,490 |
-348 |
Jul12 |
120326 |
107.50 |
108.21 |
107.20 |
108.02 |
+0.23 |
7,697 |
30,616 |
-305 |
Aug12 |
120326 |
107.65 |
108.45 |
107.57 |
108.36 |
+0.26 |
5,039 |
15,009 |
+412 |
Sep12 |
120326 |
107.82 |
108.63 |
107.78 |
108.55 |
+0.29 |
4,991 |
20,706 |
+828 |
Oct12 |
120326 |
107.91 |
108.75 |
107.91 |
108.68 |
+0.31 |
4,578 |
12,828 |
+98 |
Nov12 |
120326 |
108.75 |
108.88 |
108.45 |
108.81 |
+0.33 |
2,955 |
8,274 |
+581 |
Dec12 |
120326 |
108.10 |
109.00 |
108.10 |
108.91 |
+0.36 |
11,992 |
64,872 |
-211 |
Jan13 |
120326 |
108.80 |
108.93 |
108.80 |
108.93 |
+0.39 |
2,105 |
6,125 |
+513 |
Feb13 |
120326 |
108.81 |
108.81 |
108.81 |
108.81 |
+0.42 |
840 |
2,690 |
+371 |
Mar13 |
120326 |
108.56 |
108.56 |
108.56 |
108.56 |
+0.44 |
260 |
3,950 |
+52 |
Apr13 |
120326 |
108.18 |
108.18 |
108.18 |
108.18 |
+0.48 |
50 |
657 |
+31 |
May13 |
120326 |
107.76 |
107.76 |
107.76 |
107.76 |
+0.51 |
35 |
685 |
+9 |
Jun13 |
120326 |
107.10 |
107.40 |
107.10 |
107.37 |
+0.54 |
1,066 |
16,861 |
+310 |
Jul13 |
120326 |
106.88 |
106.88 |
106.88 |
106.88 |
+0.57 |
8 |
251 |
+0 |
Aug13 |
120326 |
106.42 |
106.42 |
106.42 |
106.42 |
+0.60 |
6 |
949 |
-1 |
Total Volume and Open Interest |
133,377 |
391,682 |
-2,510 |
US Dollar Index(ICE) |
Jun12 |
120326 |
79.495 |
79.940 |
79.060 |
79.180 |
-0.395 |
21,985 |
61,135 |
+1,672 |
Sep12 |
120326 |
79.760 |
79.760 |
79.575 |
79.580 |
-0.390 |
5 |
514 |
+0 |
Dec12 |
120326 |
80.010 |
80.010 |
80.010 |
80.010 |
-0.420 |
|
|
|
Total Volume and Open Interest |
21,990 |
61,649 |
+1,672 |
Australian Dollar(CME) |
Jun12 |
120326 |
103.71 |
104.49 |
103.29 |
104.30 |
+0.69 |
152,527 |
150,101 |
-3,478 |
Sep12 |
120326 |
102.66 |
103.31 |
102.40 |
103.29 |
+0.67 |
115 |
297 |
+13 |
Dec12 |
120326 |
102.31 |
102.31 |
101.65 |
102.31 |
+0.66 |
2 |
9 |
+1 |
Total Volume and Open Interest |
152,644 |
150,409 |
-3,464 |
British Pound(CME) |
Jun12 |
120326 |
158.62 |
159.65 |
157.92 |
159.44 |
+0.84 |
81,533 |
138,055 |
+898 |
Sep12 |
120326 |
158.55 |
159.41 |
157.88 |
159.33 |
+0.84 |
78 |
118 |
-7 |
Dec12 |
120326 |
159.21 |
159.21 |
158.38 |
159.21 |
+0.83 |
0 |
42 |
+0 |
Total Volume and Open Interest |
81,611 |
138,222 |
+891 |
Canadian Dollar(CME) |
Jun12 |
120326 |
99.95 |
100.75 |
99.82 |
100.58 |
+0.61 |
98,863 |
121,810 |
+477 |
Sep12 |
120326 |
99.90 |
100.50 |
99.77 |
100.37 |
+0.60 |
129 |
2,453 |
+52 |
Dec12 |
120326 |
99.92 |
100.30 |
99.55 |
100.16 |
+0.61 |
85 |
3,431 |
+43 |
Mar13 |
120326 |
100.00 |
100.00 |
99.33 |
99.94 |
+0.61 |
1 |
89 |
+0 |
Total Volume and Open Interest |
99,101 |
127,961 |
+582 |
Japanese Yen(CME) |
Jun12 |
120326 |
121.40 |
121.40 |
120.56 |
120.86 |
-0.46 |
136,454 |
137,022 |
-477 |
Sep12 |
120326 |
121.12 |
121.45 |
120.84 |
120.99 |
-0.46 |
109 |
161 |
+10 |
Dec12 |
120326 |
121.15 |
121.63 |
121.15 |
121.15 |
-0.48 |
0 |
34 |
+0 |
Total Volume and Open Interest |
136,565 |
137,220 |
-466 |
Swiss Franc(CME) |
Jun12 |
120326 |
110.26 |
110.95 |
109.56 |
110.79 |
+0.61 |
35,314 |
42,145 |
-148 |
Sep12 |
120326 |
110.65 |
110.93 |
110.33 |
110.93 |
+0.60 |
0 |
182 |
+0 |
Dec12 |
120326 |
111.09 |
111.09 |
110.48 |
111.09 |
+0.61 |
0 |
2 |
+0 |
Total Volume and Open Interest |
35,314 |
42,329 |
-148 |
EuroFX(CME) |
Jun12 |
120326 |
132.71 |
133.74 |
131.97 |
133.49 |
+0.79 |
243,903 |
263,226 |
+4,168 |
Sep12 |
120326 |
132.91 |
133.79 |
132.05 |
133.56 |
+0.79 |
36 |
635 |
+10 |
Dec12 |
120326 |
132.80 |
133.64 |
132.80 |
133.64 |
+0.79 |
8 |
53 |
+8 |
Total Volume and Open Interest |
243,947 |
263,924 |
+4,186 |
Mexican Peso(CME) |
Apr12 |
120326 |
788.2 |
788.2 |
781.8 |
788.2 |
+6.5 |
|
|
|
May12 |
120326 |
786.2 |
786.2 |
779.8 |
786.2 |
+6.5 |
|
|
|
Total Volume and Open Interest |
35,951 |
176,584 |
+1,368 |
Brazilian Real(CME) |
Apr12 |
120326 |
550.35 |
552.70 |
549.65 |
550.35 |
-0.10 |
30 |
2,994 |
-30 |
May12 |
120326 |
546.95 |
546.95 |
546.50 |
546.95 |
+0.45 |
0 |
550 |
+0 |
Jun12 |
120326 |
543.50 |
543.50 |
543.50 |
543.50 |
+1.00 |
1 |
2,355 |
+0 |
Jul12 |
120326 |
540.25 |
540.25 |
539.25 |
540.25 |
+1.00 |
0 |
100 |
+0 |
Total Volume and Open Interest |
51 |
19,570 |
-10 |
30-Year T-Bonds(CBOT) |
Jun12 |
120326 |
137~250 |
137~260 |
136~270 |
137~210 |
-0~050 |
345,234 |
569,297 |
-1,348 |
Sep12 |
120326 |
136~220 |
136~250 |
136~090 |
136~200 |
-0~050 |
4 |
110 |
+1 |
Dec12 |
120326 |
135~200 |
135~250 |
135~200 |
135~200 |
-0~050 |
|
|
|
Total Volume and Open Interest |
345,238 |
569,407 |
-1,347 |
10-Year T-Notes(CBOT) |
Jun12 |
120326 |
128~315 |
129~060 |
128~200 |
129~020 |
+0~005 |
1,151,317 |
1,756,637 |
-14,932 |
Sep12 |
120326 |
127~280 |
127~280 |
127~275 |
127~280 |
+0~005 |
1 |
2 |
+1 |
Dec12 |
120326 |
127~010 |
127~010 |
127~005 |
127~010 |
+0~005 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,151,318 |
1,756,640 |
-14,931 |
5-Year T-Notes(CBOT) |
Mar12 |
120326 |
122~043 |
122~060 |
122~021 |
122~058 |
+0~008 |
4,215 |
30,505 |
-1,450 |
Jun12 |
120326 |
122~013 |
122~032 |
121~117 |
122~024 |
+0~008 |
557,794 |
1,384,279 |
+3,314 |
Sep12 |
120326 |
121~048 |
121~048 |
121~040 |
121~048 |
+0~008 |
|
|
|
Total Volume and Open Interest |
562,009 |
1,414,784 |
+1,864 |
2 Year T-Notes(CBOT) |
Mar12 |
120326 |
110~017 |
110~018 |
110~015 |
110~018 |
+0~002 |
1,748 |
26,542 |
-1,309 |
Jun12 |
120326 |
110~000 |
110~004 |
109~124 |
110~003 |
+0~003 |
183,907 |
809,715 |
-14,062 |
Sep12 |
120326 |
109~083 |
109~083 |
109~080 |
109~083 |
+0~003 |
|
|
|
Total Volume and Open Interest |
185,655 |
836,257 |
-15,371 |
Eurodollars(CME) |
Jun12 |
120326 |
99.525 |
99.545 |
99.520 |
99.540 |
+0.015 |
125,492 |
1,065,600 |
-8,957 |
Sep12 |
120326 |
99.495 |
99.520 |
99.495 |
99.515 |
+0.020 |
106,903 |
883,028 |
+5,771 |
Dec12 |
120326 |
99.460 |
99.480 |
99.450 |
99.475 |
+0.020 |
118,855 |
950,396 |
+5,597 |
Mar13 |
120326 |
99.415 |
99.440 |
99.405 |
99.435 |
+0.025 |
116,348 |
635,904 |
+7,306 |
Jun13 |
120326 |
99.345 |
99.375 |
99.335 |
99.365 |
+0.020 |
144,715 |
674,047 |
-1,466 |
Sep13 |
120326 |
99.265 |
99.290 |
99.240 |
99.275 |
+0.015 |
117,769 |
572,291 |
+1,594 |
Dec13 |
120326 |
99.155 |
99.185 |
99.130 |
99.170 |
+0.010 |
143,394 |
542,885 |
-1,024 |
Mar14 |
120326 |
99.045 |
99.080 |
99.015 |
99.065 |
+0.010 |
120,300 |
450,646 |
-803 |
Jun14 |
120326 |
98.915 |
98.950 |
98.875 |
98.935 |
+0.015 |
117,885 |
334,054 |
-2,557 |
Sep14 |
120326 |
98.755 |
98.800 |
98.715 |
98.785 |
+0.020 |
97,530 |
327,207 |
+450 |
Dec14 |
120326 |
98.575 |
98.615 |
98.525 |
98.600 |
+0.020 |
106,483 |
305,129 |
+2,463 |
Mar15 |
120326 |
98.390 |
98.435 |
98.340 |
98.420 |
+0.025 |
88,642 |
226,571 |
-996 |
Jun15 |
120326 |
6.440 |
6.490 |
6.390 |
6.475 |
+0.025 |
87,041 |
263,012 |
-9,315 |
Sep15 |
120326 |
6.255 |
6.305 |
6.205 |
6.290 |
+0.025 |
47,268 |
172,326 |
-4,823 |
Dec15 |
120326 |
6.080 |
6.125 |
6.025 |
6.105 |
+0.020 |
40,117 |
169,299 |
-4,524 |
Mar16 |
120326 |
5.930 |
5.970 |
5.875 |
5.950 |
+0.015 |
43,721 |
89,502 |
-404 |
Jun16 |
120326 |
5.770 |
5.805 |
5.715 |
5.785 |
+0.010 |
25,726 |
97,633 |
+1,184 |
Sep16 |
120326 |
5.615 |
5.640 |
5.555 |
5.625 |
+0.005 |
15,970 |
72,690 |
-343 |
Total Volume and Open Interest |
1,714,090 |
8,087,108 |
-8,077 |
30 Day Federal Funds(CBOT) |
Mar12 |
120326 |
99.870 |
99.870 |
99.870 |
99.870 |
unch |
4,337 |
60,990 |
+1,839 |
Apr12 |
120326 |
99.870 |
99.875 |
99.865 |
99.865 |
unch |
3,207 |
50,604 |
+1,342 |
May12 |
120326 |
99.870 |
99.870 |
99.865 |
99.865 |
unch |
3,882 |
53,585 |
+517 |
Jun12 |
120326 |
99.865 |
99.865 |
99.855 |
99.860 |
unch |
1,329 |
41,035 |
+818 |
Jul12 |
120326 |
99.845 |
99.855 |
99.845 |
99.850 |
unch |
2,005 |
48,473 |
-249 |
Aug12 |
120326 |
99.840 |
99.850 |
99.840 |
99.840 |
unch |
1,777 |
37,856 |
+499 |
Total Volume and Open Interest |
29,495 |
563,760 |
+4,190 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120326 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
120326 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
120326 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
120326 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120326 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Sep13 |
120326 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Dec13 |
120326 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120326 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120326 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Sep14 |
120326 |
99.220 |
99.220 |
99.220 |
99.220 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun12 |
120326 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
200 |
2,671 |
+0 |
Sep12 |
120326 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
693 |
+0 |
Dec12 |
120326 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
415 |
+0 |
Mar13 |
120326 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
81 |
+0 |
Jun13 |
120326 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
217 |
+0 |
Sep13 |
120326 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
325 |
+0 |
Dec13 |
120326 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
406 |
+0 |
Mar14 |
120326 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
200 |
4,808 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120326 |
141.62 |
141.83 |
141.58 |
141.81 |
+0.25 |
4,598 |
17,435 |
-1,894 |
Sep12 |
120326 |
141.21 |
141.21 |
141.21 |
141.21 |
+0.25 |
0 |
5 |
+0 |
Dec12 |
120326 |
139.12 |
139.12 |
139.12 |
139.12 |
+0.25 |
0 |
4 |
+0 |
Total Volume and Open Interest |
4,598 |
17,444 |
-1,894 |
Euro-Bund(EUREX) |
Jun12 |
120326 |
137.46 |
137.59 |
136.59 |
136.74 |
-0.65 |
899,253 |
805,705 |
+6,624 |
Sep12 |
120326 |
136.05 |
136.08 |
135.31 |
135.31 |
-0.66 |
11 |
1,059 |
+8 |
Dec12 |
120326 |
135.29 |
135.29 |
135.29 |
135.29 |
-0.65 |
|
|
|
Total Volume and Open Interest |
899,264 |
806,764 |
+6,632 |
Euro-Bobl(EUREX) |
Jun12 |
120326 |
123.62 |
123.69 |
123.21 |
123.32 |
-0.25 |
526,486 |
789,170 |
+7,699 |
Sep12 |
120326 |
123.29 |
123.79 |
123.29 |
123.29 |
-0.24 |
0 |
52 |
+0 |
Dec12 |
120326 |
123.27 |
123.27 |
123.27 |
123.27 |
-0.25 |
|
|
|
Total Volume and Open Interest |
526,486 |
789,222 |
+7,699 |
3-Mth Euribor(EUREX) |
Mar12 |
120319 |
99.150 |
99.158 |
99.150 |
99.158 |
+0.007 |
331 |
1,109 |
-331 |
Jun12 |
120326 |
99.375 |
99.375 |
99.375 |
99.375 |
+0.015 |
0 |
1,702 |
+0 |
Sep12 |
120326 |
99.365 |
99.365 |
99.365 |
99.365 |
+0.010 |
3 |
1,348 |
+0 |
Total Volume and Open Interest |
8 |
5,924 |
+1 |
Long Gilt(LIFFE) |
Mar12 |
120326 |
115~13 |
115~13 |
114~22 |
114~22 |
-0~14 |
451 |
11,984 |
+17 |
Jun12 |
120326 |
113~14 |
113~27 |
112~28 |
112~32 |
-0~15 |
126,689 |
273,964 |
+12,243 |
Total Volume and Open Interest |
127,140 |
285,948 |
+12,260 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120326 |
99.04 |
99.06 |
99.03 |
99.05 |
+0.01 |
28,801 |
254,773 |
-6,545 |
Sep12 |
120326 |
99.07 |
99.08 |
99.05 |
99.07 |
unch |
58,569 |
281,048 |
+168 |
Dec12 |
120326 |
99.05 |
99.06 |
99.03 |
99.05 |
unch |
57,251 |
254,515 |
+3,640 |
Mar13 |
120326 |
99.02 |
99.03 |
98.99 |
99.02 |
unch |
49,923 |
227,246 |
-12,699 |
Jun13 |
120326 |
98.94 |
98.97 |
98.91 |
98.95 |
unch |
46,542 |
203,626 |
-2,992 |
Sep13 |
120326 |
98.86 |
98.89 |
98.83 |
98.87 |
unch |
29,205 |
172,680 |
+3,488 |
Total Volume and Open Interest |
408,618 |
1,842,839 |
-11,217 |
3-Mth Euribor(LIFFE) |
Jun12 |
120326 |
99.365 |
99.380 |
99.360 |
99.375 |
+0.015 |
72,184 |
524,794 |
+5,217 |
Sep12 |
120326 |
99.365 |
99.375 |
99.355 |
99.365 |
+0.010 |
105,681 |
502,965 |
-5,765 |
Dec12 |
120326 |
99.325 |
99.335 |
99.305 |
99.320 |
+0.005 |
95,087 |
362,499 |
-19,806 |
Total Volume and Open Interest |
698,851 |
3,019,810 |
-13,194 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120326 |
95.77 |
95.79 |
95.75 |
95.77 |
unch |
10,848 |
185,911 |
-1,798 |
Sep12 |
120326 |
95.88 |
95.91 |
95.85 |
95.89 |
unch |
14,134 |
162,897 |
+1,016 |
Dec12 |
120326 |
95.94 |
95.97 |
95.91 |
95.94 |
unch |
10,983 |
93,117 |
+1,038 |
Mar13 |
120326 |
95.93 |
95.96 |
95.89 |
95.93 |
unch |
4,877 |
56,946 |
+106 |
Jun13 |
120326 |
95.87 |
95.90 |
95.84 |
95.87 |
unch |
3,074 |
53,266 |
+358 |
Sep13 |
120326 |
95.80 |
95.82 |
95.75 |
95.79 |
-0.01 |
3,120 |
38,547 |
+1,005 |
Dec13 |
120326 |
95.72 |
95.74 |
95.66 |
95.69 |
-0.02 |
2,213 |
26,515 |
+1,086 |
Mar14 |
120326 |
95.63 |
95.65 |
95.57 |
95.60 |
-0.04 |
254 |
15,557 |
+1 |
Jun14 |
120326 |
95.56 |
95.56 |
95.53 |
95.53 |
-0.04 |
42 |
1,018 |
-24 |
Sep14 |
120326 |
95.48 |
95.48 |
95.47 |
95.47 |
-0.03 |
16 |
496 |
-5 |
Total Volume and Open Interest |
49,561 |
634,592 |
+2,743 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120326 |
95.77 |
95.83 |
95.75 |
95.77 |
+0.01 |
50,937 |
340,337 |
-8,718 |
Sep12 |
120326 |
95.77 |
95.77 |
95.77 |
95.77 |
+0.01 |
|
|
|
Total Volume and Open Interest |
50,937 |
340,337 |
-8,718 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120326 |
96.33 |
96.37 |
96.30 |
96.33 |
unch |
158,601 |
392,664 |
+7,847 |
Sep12 |
120326 |
96.33 |
96.33 |
96.33 |
96.33 |
unch |
|
|
|
Total Volume and Open Interest |
158,601 |
392,664 |
+7,847 |
Gold(CMX) |
Apr12 |
120326 |
1662.2 |
1693.4 |
1655.1 |
1685.6 |
+23.2 |
175,716 |
139,629 |
-5,017 |
Jun12 |
120326 |
1665.3 |
1696.0 |
1657.5 |
1688.2 |
+23.3 |
17,965 |
137,027 |
+1,957 |
Aug12 |
120326 |
1671.5 |
1696.7 |
1660.0 |
1690.6 |
+23.3 |
1,937 |
32,180 |
+78 |
Oct12 |
120326 |
1673.9 |
1700.4 |
1667.5 |
1692.8 |
+23.4 |
457 |
12,418 |
-140 |
Dec12 |
120326 |
1676.6 |
1701.4 |
1667.8 |
1694.9 |
+23.4 |
2,073 |
29,982 |
+207 |
Feb13 |
120326 |
1674.4 |
1703.5 |
1674.4 |
1697.1 |
+23.4 |
1,156 |
16,498 |
+4 |
Apr13 |
120326 |
1699.1 |
1699.1 |
1699.1 |
1699.1 |
+23.4 |
8 |
8,263 |
+2 |
Jun13 |
120326 |
1700.3 |
1707.7 |
1700.3 |
1701.7 |
+23.5 |
1,547 |
8,976 |
+121 |
Aug13 |
120326 |
1704.6 |
1704.6 |
1704.6 |
1704.6 |
+23.5 |
0 |
255 |
+0 |
Oct13 |
120326 |
1707.6 |
1707.6 |
1707.6 |
1707.6 |
+23.4 |
|
|
|
Dec13 |
120326 |
1711.5 |
1711.5 |
1710.8 |
1710.8 |
+23.3 |
726 |
9,123 |
+169 |
Total Volume and Open Interest |
204,513 |
431,964 |
-3,261 |
Silver(CMX) |
Mar12 |
120326 |
3214.0 |
3272.6 |
3212.0 |
3272.6 |
+47.8 |
124 |
289 |
-33 |
May12 |
120326 |
3225.5 |
3293.5 |
3202.0 |
3275.0 |
+47.8 |
51,616 |
54,609 |
+915 |
Jul12 |
120326 |
3240.0 |
3295.5 |
3210.0 |
3280.6 |
+47.9 |
3,162 |
15,873 |
+1,219 |
Sep12 |
120326 |
3270.5 |
3287.5 |
3270.5 |
3285.5 |
+48.2 |
1,013 |
5,534 |
-595 |
Dec12 |
120326 |
3251.0 |
3302.0 |
3230.5 |
3290.8 |
+48.4 |
482 |
15,821 |
-39 |
Mar13 |
120326 |
3292.9 |
3292.9 |
3292.9 |
3292.9 |
+48.8 |
14 |
2,370 |
+0 |
May13 |
120326 |
3293.3 |
3293.3 |
3293.3 |
3293.3 |
+48.7 |
1 |
1,284 |
-1 |
Total Volume and Open Interest |
56,606 |
112,365 |
+1,417 |
Platinum(NYMEX) |
Apr12 |
120326 |
1631.3 |
1650.4 |
1620.6 |
1646.7 |
+18.8 |
12,973 |
18,784 |
-2,801 |
Jul12 |
120326 |
1632.0 |
1654.8 |
1625.0 |
1651.0 |
+19.2 |
2,316 |
23,720 |
+1,173 |
Oct12 |
120326 |
1635.5 |
1656.2 |
1635.5 |
1654.8 |
+19.4 |
14 |
766 |
+11 |
Jan13 |
120326 |
1657.7 |
1657.7 |
1657.7 |
1657.7 |
+19.6 |
0 |
7 |
+0 |
Total Volume and Open Interest |
15,303 |
43,277 |
-1,617 |
Palladium(NYMEX) |
Mar12 |
120326 |
662.15 |
667.25 |
662.15 |
667.25 |
+8.85 |
13 |
36 |
+4 |
Jun12 |
120326 |
658.00 |
674.75 |
658.00 |
668.75 |
+8.85 |
10,064 |
19,928 |
-1,136 |
Sep12 |
120326 |
669.40 |
670.20 |
667.55 |
670.20 |
+8.85 |
39 |
488 |
+36 |
Total Volume and Open Interest |
10,122 |
20,490 |
-1,095 |
Copper(CMX) |
Mar12 |
120326 |
382.45 |
389.85 |
382.20 |
388.55 |
+7.60 |
542 |
1,395 |
-312 |
May12 |
120326 |
380.55 |
389.95 |
379.50 |
388.75 |
+7.90 |
54,481 |
82,330 |
-2,316 |
Jul12 |
120326 |
381.65 |
390.60 |
380.45 |
389.55 |
+7.85 |
4,147 |
27,915 |
+492 |
Sep12 |
120326 |
384.30 |
391.50 |
382.10 |
390.40 |
+7.85 |
1,052 |
19,122 |
+46 |
Dec12 |
120326 |
384.35 |
391.50 |
383.90 |
391.25 |
+7.80 |
875 |
10,044 |
+211 |
Total Volume and Open Interest |
61,548 |
153,941 |
-1,748 |
DJIA Index(CBOT) |
Jun12 |
120326 |
13057 |
13200 |
13035 |
13200 |
+168 |
572 |
11,226 |
+205 |
Sep12 |
120326 |
13137 |
13137 |
12971 |
13137 |
+166 |
0 |
2 |
+0 |
Dec12 |
120326 |
13056 |
13056 |
12890 |
13056 |
+166 |
0 |
1 |
+0 |
Mar13 |
120326 |
12989 |
12989 |
12823 |
12989 |
+166 |
|
|
|
Total Volume and Open Interest |
572 |
11,229 |
+205 |
E-mini DJIA Index(CBOT) |
Mar12 |
120316 |
13233 |
13302 |
13226 |
13302 |
+64 |
25,062 |
50,291 |
-5,458 |
Jun12 |
120326 |
13030 |
13204 |
13021 |
13200 |
+168 |
117,678 |
109,337 |
+3,973 |
Sep12 |
120326 |
12991 |
13137 |
12973 |
13137 |
+166 |
17 |
163 |
+12 |
Dec12 |
120326 |
13056 |
13056 |
13056 |
13056 |
+166 |
0 |
23 |
+0 |
Total Volume and Open Interest |
117,695 |
109,523 |
+3,985 |
S & P 500(CME) |
Jun12 |
120326 |
1394.10 |
1415.50 |
1392.60 |
1415.10 |
+21.00 |
10,291 |
221,793 |
-528 |
Sep12 |
120326 |
1399.40 |
1408.90 |
1399.40 |
1408.90 |
+21.00 |
1 |
1,284 |
+0 |
Dec12 |
120326 |
1394.00 |
1402.50 |
1390.50 |
1402.50 |
+21.00 |
72 |
835 |
+72 |
Mar13 |
120326 |
1396.50 |
1396.50 |
1396.50 |
1396.50 |
+21.00 |
|
|
|
Total Volume and Open Interest |
10,364 |
223,912 |
-456 |
S & P 500 E-Mini(Globex) |
Jun12 |
120326 |
1393.75 |
1415.50 |
1392.50 |
1415.00 |
+21.00 |
1,682,418 |
2,700,517 |
+1,348 |
Sep12 |
120326 |
1386.75 |
1409.00 |
1386.75 |
1409.00 |
+21.00 |
1,807 |
4,363 |
+1,490 |
Total Volume and Open Interest |
1,684,841 |
2,705,916 |
+3,354 |
NASDAQ 100(CME) |
Jun12 |
120326 |
2731.00 |
2778.00 |
2731.00 |
2777.00 |
+48.20 |
303 |
9,991 |
-561 |
Sep12 |
120326 |
2772.00 |
2772.00 |
2770.00 |
2772.00 |
+48.20 |
0 |
1 |
+0 |
Dec12 |
120326 |
2766.50 |
2766.50 |
2718.30 |
2766.50 |
+48.20 |
|
|
|
Total Volume and Open Interest |
303 |
9,992 |
-561 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120326 |
2729.80 |
2778.00 |
2729.00 |
2777.00 |
+48.20 |
233,139 |
440,336 |
+3,783 |
Sep12 |
120326 |
2751.50 |
2772.00 |
2751.50 |
2772.00 |
+48.20 |
14 |
36 |
+0 |
Total Volume and Open Interest |
233,153 |
440,390 |
+3,783 |
S & P Midcap 400(CME) |
Jun12 |
120326 |
1001.50 |
1004.50 |
1001.50 |
1004.30 |
+13.60 |
278 |
1,082 |
+268 |
Sep12 |
120326 |
1001.50 |
1001.50 |
987.90 |
1001.50 |
+13.60 |
|
|
|
Dec12 |
120326 |
999.50 |
999.50 |
985.90 |
999.50 |
+13.60 |
|
|
|
Total Volume and Open Interest |
278 |
1,082 |
+268 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120326 |
9980 |
10075 |
9960 |
10070 |
+110 |
3,870 |
45,622 |
-19,247 |
Sep12 |
120326 |
10085 |
10085 |
9975 |
10085 |
+110 |
|
|
|
Total Volume and Open Interest |
3,870 |
45,622 |
-19,247 |
Nikkei 225(SGX) |
Jun12 |
120326 |
9940 |
9990 |
9845 |
9960 |
+20 |
111,305 |
245,131 |
+4,959 |
Sep12 |
120326 |
9940 |
9960 |
9940 |
9960 |
+20 |
7 |
1,276 |
+0 |
Dec12 |
120326 |
9905 |
9905 |
9905 |
9905 |
+25 |
0 |
5,902 |
+0 |
Total Volume and Open Interest |
111,441 |
263,724 |
+4,966 |
CAC 40(EURONEXT) |
Apr12 |
120326 |
3499.5 |
3515.0 |
3456.0 |
3499.0 |
+21.5 |
101,814 |
351,220 |
-628 |
May12 |
120326 |
3416.5 |
3441.5 |
3401.5 |
3441.5 |
+21.0 |
64 |
3,151 |
+49 |
Jun12 |
120326 |
3410.5 |
3422.0 |
3374.0 |
3413.5 |
+20.5 |
139 |
29,360 |
+367 |
Total Volume and Open Interest |
102,017 |
383,847 |
-212 |
Hang Seng Index(HKFE) |
Mar12 |
120326 |
20677 |
20793 |
20552 |
20729 |
+115 |
80,895 |
96,757 |
+1,340 |
Apr12 |
120326 |
20680 |
20790 |
20555 |
20723 |
+111 |
5,413 |
13,131 |
+3,496 |
Total Volume and Open Interest |
86,527 |
115,834 |
+4,836 |
DAX(EUREX) |
Mar12 |
120316 |
7150.0 |
7196.5 |
7142.5 |
7193.0 |
+47.0 |
223,147 |
80,206 |
-30,186 |
Jun12 |
120326 |
7051.0 |
7124.5 |
6981.0 |
7093.0 |
+76.0 |
154,537 |
157,520 |
+700 |
Sep12 |
120326 |
7049.5 |
7130.0 |
6996.5 |
7102.0 |
+76.0 |
250 |
3,175 |
+46 |
Total Volume and Open Interest |
154,795 |
160,732 |
+752 |
FT-SE 100(EURONEXT) |
Jun12 |
120326 |
5851.00 |
5866.00 |
5806.50 |
5851.50 |
+33.50 |
106,587 |
633,073 |
-1,424 |
Sep12 |
120326 |
5795.00 |
5817.50 |
5775.00 |
5811.50 |
+34.00 |
9 |
526 |
+1 |
Dec12 |
120326 |
5784.50 |
5784.50 |
5784.50 |
5784.50 |
+31.50 |
0 |
92 |
+45 |
Total Volume and Open Interest |
106,596 |
633,691 |
-1,378 |
SPI 200(SFE) |
Mar12 |
120315 |
4288.0 |
4295.0 |
4258.0 |
4283.0 |
-10.0 |
97,969 |
170,192 |
-55,104 |
Jun12 |
120326 |
4280.0 |
4305.0 |
4253.0 |
4272.0 |
-13.0 |
26,555 |
188,669 |
-2,112 |
Sep12 |
120326 |
4230.0 |
4269.0 |
4230.0 |
4240.0 |
-13.0 |
209 |
2,094 |
+76 |
Total Volume and Open Interest |
26,812 |
194,176 |
-2,019 |
GSCI(CME) |
Apr12 |
120326 |
706.25 |
706.25 |
704.00 |
706.00 |
+2.75 |
22 |
10,081 |
-1 |
May12 |
120326 |
706.50 |
706.50 |
703.90 |
706.50 |
+2.50 |
2 |
79 |
+0 |
Jun12 |
120326 |
707.00 |
707.00 |
704.40 |
707.00 |
+2.50 |
|
|
|
Total Volume and Open Interest |
24 |
10,160 |
-1 |
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. |
|
|