|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed March 28, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120328 |
1370.75 |
1379.00 |
1364.00 |
1367.50 |
-2.25 |
109,894 |
254,340 |
+1,918 |
Jul12 |
120328 |
1377.00 |
1385.25 |
1369.50 |
1373.00 |
-3.25 |
55,369 |
149,051 |
+6,382 |
Aug12 |
120328 |
1367.75 |
1375.75 |
1361.25 |
1364.00 |
-3.50 |
1,301 |
6,836 |
+43 |
Sep12 |
120328 |
1352.75 |
1352.75 |
1340.00 |
1340.50 |
-5.50 |
743 |
6,242 |
+97 |
Nov12 |
120328 |
1327.50 |
1335.50 |
1317.50 |
1320.50 |
-7.25 |
31,466 |
168,303 |
+4,125 |
Jan13 |
120328 |
1334.00 |
1334.00 |
1316.75 |
1319.25 |
-8.50 |
4,648 |
28,036 |
+859 |
Mar13 |
120328 |
1313.00 |
1321.25 |
1304.75 |
1307.50 |
-7.25 |
5,907 |
31,205 |
+2,328 |
May13 |
120328 |
1301.75 |
1307.25 |
1292.75 |
1295.25 |
-5.75 |
3,245 |
14,294 |
+685 |
Jul13 |
120328 |
1306.00 |
1306.00 |
1296.25 |
1296.50 |
-4.50 |
1,958 |
12,007 |
+421 |
Aug13 |
120328 |
1281.75 |
1288.50 |
1281.75 |
1281.75 |
-6.75 |
0 |
80 |
+0 |
Sep13 |
120328 |
1253.75 |
1260.50 |
1253.75 |
1253.75 |
-6.75 |
0 |
112 |
+0 |
Nov13 |
120328 |
1235.00 |
1240.00 |
1228.00 |
1229.00 |
-6.75 |
797 |
7,831 |
+317 |
Jan14 |
120328 |
1236.00 |
1242.75 |
1236.00 |
1236.00 |
-6.75 |
49 |
158 |
+29 |
Mar14 |
120328 |
1236.00 |
1242.75 |
1236.00 |
1236.00 |
-6.75 |
0 |
3 |
+0 |
Total Volume and Open Interest |
215,383 |
678,981 |
+17,206 |
Soybean Meal(CBOT) |
May12 |
120328 |
375.70 |
378.90 |
374.80 |
377.70 |
+1.70 |
43,509 |
129,920 |
+1,294 |
Jul12 |
120328 |
376.80 |
379.30 |
375.40 |
378.00 |
+1.20 |
17,374 |
43,689 |
-13 |
Aug12 |
120328 |
374.50 |
375.60 |
373.00 |
374.20 |
+1.20 |
1,045 |
8,442 |
+102 |
Sep12 |
120328 |
366.40 |
369.00 |
365.50 |
367.40 |
+1.00 |
1,278 |
8,227 |
+118 |
Oct12 |
120328 |
358.60 |
359.00 |
356.50 |
357.90 |
+0.40 |
791 |
5,654 |
+329 |
Dec12 |
120328 |
356.90 |
359.00 |
354.30 |
356.70 |
-0.10 |
6,306 |
30,748 |
+503 |
Jan13 |
120328 |
354.50 |
354.50 |
351.20 |
353.40 |
-0.40 |
264 |
3,833 |
+67 |
Mar13 |
120328 |
350.00 |
350.50 |
346.60 |
348.90 |
-0.60 |
383 |
5,233 |
+100 |
May13 |
120328 |
343.30 |
343.90 |
340.80 |
342.90 |
-0.30 |
176 |
2,967 |
+86 |
Jul13 |
120328 |
342.60 |
342.60 |
340.20 |
342.00 |
-0.20 |
79 |
1,532 |
+22 |
Total Volume and Open Interest |
71,732 |
243,337 |
+2,795 |
Soybean Oil(CBOT) |
May12 |
120328 |
55.02 |
55.35 |
54.53 |
54.60 |
-0.50 |
64,706 |
161,532 |
+1,466 |
Jul12 |
120328 |
55.47 |
55.75 |
54.94 |
55.02 |
-0.50 |
31,328 |
89,704 |
+710 |
Aug12 |
120328 |
55.74 |
55.92 |
55.14 |
55.20 |
-0.50 |
1,594 |
11,663 |
+330 |
Sep12 |
120328 |
55.85 |
55.98 |
55.27 |
55.35 |
-0.51 |
1,679 |
9,397 |
+104 |
Oct12 |
120328 |
56.15 |
56.15 |
55.42 |
55.42 |
-0.53 |
448 |
8,149 |
+148 |
Dec12 |
120328 |
56.17 |
56.41 |
55.53 |
55.64 |
-0.56 |
7,195 |
62,014 |
+422 |
Jan13 |
120328 |
56.03 |
56.20 |
55.74 |
55.74 |
-0.56 |
42 |
2,558 |
+12 |
Mar13 |
120328 |
56.50 |
56.50 |
55.75 |
55.82 |
-0.56 |
235 |
5,613 |
+128 |
May13 |
120328 |
56.12 |
56.38 |
55.83 |
55.83 |
-0.55 |
22 |
2,268 |
-1 |
Jul13 |
120328 |
56.16 |
56.42 |
55.93 |
55.93 |
-0.49 |
320 |
3,712 |
+159 |
Total Volume and Open Interest |
108,474 |
360,660 |
+3,740 |
Canola(WCE) |
May12 |
120328 |
606.9 |
613.7 |
606.9 |
609.1 |
+2.2 |
9,516 |
82,502 |
-2,264 |
Jul12 |
120328 |
604.9 |
611.2 |
604.7 |
606.5 |
+1.6 |
5,875 |
39,484 |
+206 |
Nov12 |
120328 |
562.4 |
567.5 |
559.5 |
560.5 |
-1.9 |
5,630 |
68,577 |
+2,428 |
Jan13 |
120328 |
568.8 |
571.4 |
564.8 |
564.8 |
-1.6 |
887 |
9,520 |
+323 |
Mar13 |
120328 |
574.1 |
574.1 |
567.9 |
567.9 |
-1.7 |
150 |
4,763 |
+76 |
Total Volume and Open Interest |
22,247 |
207,915 |
+866 |
Corn(CBOT) |
May12 |
120328 |
630.50 |
634.75 |
619.00 |
620.25 |
-10.50 |
178,914 |
465,147 |
-7,692 |
Jul12 |
120328 |
630.00 |
634.50 |
618.25 |
619.50 |
-11.25 |
75,355 |
310,146 |
+9,264 |
Sep12 |
120328 |
572.00 |
574.00 |
561.25 |
561.75 |
-12.75 |
15,920 |
138,423 |
+374 |
Dec12 |
120328 |
549.00 |
550.50 |
535.00 |
536.25 |
-14.00 |
40,735 |
318,527 |
-600 |
Mar13 |
120328 |
559.50 |
560.25 |
547.25 |
547.50 |
-13.00 |
2,221 |
50,493 |
+393 |
May13 |
120328 |
566.00 |
567.25 |
555.25 |
555.75 |
-11.50 |
487 |
5,037 |
+227 |
Jul13 |
120328 |
569.50 |
571.50 |
560.00 |
560.75 |
-10.75 |
375 |
7,479 |
+67 |
Sep13 |
120328 |
546.00 |
546.00 |
538.75 |
538.75 |
-7.25 |
34 |
1,091 |
+8 |
Dec13 |
120328 |
542.50 |
542.75 |
530.00 |
530.25 |
-12.25 |
616 |
21,687 |
+242 |
Mar14 |
120328 |
550.50 |
553.25 |
541.50 |
541.50 |
-11.75 |
11 |
491 |
+1 |
Total Volume and Open Interest |
314,874 |
1,321,965 |
+2,394 |
Wheat(CBOT) |
May12 |
120328 |
639.50 |
646.25 |
630.00 |
630.75 |
-9.00 |
67,814 |
181,860 |
-2,092 |
Jul12 |
120328 |
652.00 |
659.00 |
642.50 |
643.50 |
-9.25 |
25,903 |
116,383 |
+2,495 |
Sep12 |
120328 |
668.50 |
675.00 |
659.25 |
660.25 |
-9.25 |
6,632 |
54,097 |
-427 |
Dec12 |
120328 |
689.00 |
696.50 |
680.25 |
681.25 |
-8.75 |
8,025 |
74,023 |
+925 |
Mar13 |
120328 |
705.00 |
710.75 |
695.50 |
696.50 |
-8.75 |
265 |
12,458 |
+34 |
May13 |
120328 |
715.25 |
715.25 |
703.00 |
704.00 |
-8.75 |
67 |
794 |
+7 |
Total Volume and Open Interest |
108,979 |
448,554 |
+1,031 |
Wheat(KCBT) |
May12 |
120328 |
677.50 |
684.00 |
668.25 |
670.00 |
-9.00 |
9,511 |
41,969 |
-520 |
Jul12 |
120328 |
688.00 |
693.50 |
678.00 |
679.75 |
-8.75 |
5,715 |
60,067 |
+539 |
Sep12 |
120328 |
703.00 |
708.25 |
693.00 |
694.50 |
-7.50 |
582 |
13,173 |
+38 |
Dec12 |
120328 |
722.50 |
728.00 |
713.25 |
715.50 |
-7.00 |
668 |
17,423 |
+116 |
Mar13 |
120328 |
735.75 |
741.00 |
724.50 |
729.00 |
-6.50 |
15 |
773 |
+5 |
May13 |
120328 |
740.50 |
740.50 |
727.00 |
733.00 |
-5.50 |
0 |
62 |
+0 |
Total Volume and Open Interest |
16,515 |
134,041 |
+187 |
Wheat(MGE) |
May12 |
120328 |
804.25 |
809.50 |
796.50 |
797.75 |
-8.50 |
1,881 |
11,616 |
-236 |
Jul12 |
120328 |
802.25 |
803.75 |
792.00 |
792.50 |
-10.00 |
484 |
9,784 |
+46 |
Sep12 |
120328 |
787.00 |
789.25 |
778.25 |
778.75 |
-8.25 |
292 |
9,941 |
+98 |
Dec12 |
120328 |
790.00 |
792.50 |
781.00 |
781.75 |
-7.75 |
210 |
5,727 |
+60 |
Mar13 |
120328 |
796.25 |
796.25 |
789.50 |
789.50 |
-4.75 |
31 |
545 |
+2 |
Total Volume and Open Interest |
2,900 |
37,625 |
-28 |
Oats(CBOT) |
May12 |
120328 |
339.50 |
345.00 |
339.00 |
342.25 |
+2.25 |
607 |
5,941 |
-176 |
Jul12 |
120328 |
335.00 |
337.50 |
333.25 |
337.50 |
+3.75 |
256 |
2,046 |
-20 |
Sep12 |
120328 |
336.50 |
337.50 |
332.75 |
336.00 |
+3.25 |
27 |
247 |
+7 |
Dec12 |
120328 |
342.00 |
345.00 |
339.00 |
342.00 |
+2.00 |
159 |
2,131 |
+34 |
Total Volume and Open Interest |
1,049 |
10,371 |
-155 |
Rough Rice(CBOT) |
May12 |
120328 |
15.09 |
15.16 |
14.62 |
14.74 |
-0.36 |
1,766 |
11,081 |
-284 |
Jul12 |
120328 |
15.35 |
15.44 |
14.94 |
15.01 |
-0.35 |
1,238 |
3,372 |
+1,130 |
Sep12 |
120328 |
15.59 |
15.65 |
15.12 |
15.18 |
-0.41 |
59 |
1,168 |
+43 |
Nov12 |
120328 |
15.46 |
15.84 |
15.44 |
15.44 |
-0.41 |
2 |
81 |
+0 |
Total Volume and Open Interest |
3,072 |
15,707 |
+894 |
Live Cattle(CME) |
Apr12 |
120328 |
125.480 |
125.885 |
123.750 |
124.450 |
-1.150 |
13,038 |
50,824 |
-2,769 |
Jun12 |
120328 |
122.000 |
122.200 |
120.035 |
120.500 |
-1.480 |
21,204 |
143,922 |
-532 |
Aug12 |
120328 |
124.250 |
124.300 |
122.500 |
122.980 |
-1.350 |
10,913 |
81,726 |
+3,125 |
Oct12 |
120328 |
129.450 |
129.450 |
127.980 |
128.500 |
-0.985 |
3,661 |
42,645 |
+628 |
Dec12 |
120328 |
131.035 |
131.035 |
129.485 |
130.000 |
-1.035 |
2,710 |
22,846 |
+370 |
Feb13 |
120328 |
131.185 |
131.185 |
130.100 |
130.950 |
-0.850 |
316 |
7,066 |
+146 |
Total Volume and Open Interest |
52,052 |
352,553 |
+1,005 |
Feeder Cattle(CME) |
Mar12 |
120328 |
153.850 |
153.880 |
153.650 |
153.800 |
-0.025 |
894 |
2,600 |
-115 |
Apr12 |
120328 |
154.400 |
154.400 |
152.550 |
152.985 |
-1.050 |
1,699 |
9,872 |
-98 |
May12 |
120328 |
155.400 |
155.400 |
153.450 |
153.700 |
-1.375 |
2,283 |
17,290 |
+96 |
Aug12 |
120328 |
157.750 |
157.750 |
156.050 |
156.630 |
-0.920 |
1,423 |
14,363 |
+156 |
Sep12 |
120328 |
158.200 |
158.200 |
156.550 |
157.325 |
-0.960 |
186 |
2,982 |
+29 |
Oct12 |
120328 |
158.000 |
158.000 |
156.850 |
157.500 |
-1.075 |
102 |
1,512 |
+8 |
Nov12 |
120328 |
158.000 |
158.000 |
156.900 |
157.500 |
-1.000 |
87 |
928 |
+12 |
Total Volume and Open Interest |
6,677 |
49,804 |
+89 |
Lean Hogs(CME) |
Apr12 |
120328 |
84.800 |
84.930 |
83.400 |
83.785 |
-1.015 |
9,836 |
30,564 |
-816 |
May12 |
120328 |
93.750 |
93.980 |
92.635 |
93.230 |
-1.250 |
202 |
2,817 |
-38 |
Jun12 |
120328 |
93.800 |
93.885 |
91.885 |
92.180 |
-1.550 |
20,306 |
100,266 |
-1,410 |
Jul12 |
120328 |
93.885 |
93.980 |
92.285 |
92.680 |
-1.070 |
6,874 |
28,516 |
+1,816 |
Aug12 |
120328 |
94.600 |
94.635 |
93.080 |
93.300 |
-1.150 |
5,111 |
40,180 |
+1,511 |
Oct12 |
120328 |
85.800 |
85.800 |
84.000 |
84.180 |
-1.570 |
1,398 |
32,326 |
+107 |
Dec12 |
120328 |
81.980 |
81.980 |
80.750 |
80.950 |
-1.130 |
788 |
21,966 |
-59 |
Feb13 |
120328 |
82.400 |
82.400 |
81.900 |
82.000 |
-1.200 |
249 |
7,007 |
+102 |
Total Volume and Open Interest |
44,883 |
269,956 |
+1,259 |
Class III Milk(CME) |
Mar12 |
120328 |
15.65 |
15.65 |
15.64 |
15.64 |
unch |
45 |
6,012 |
+1 |
Apr12 |
120328 |
15.55 |
15.76 |
15.40 |
15.75 |
+0.35 |
484 |
4,903 |
+34 |
May12 |
120328 |
15.25 |
15.49 |
15.04 |
15.45 |
+0.35 |
484 |
4,108 |
-122 |
Jun12 |
120328 |
15.47 |
15.64 |
15.40 |
15.64 |
+0.17 |
165 |
3,555 |
+17 |
Jul12 |
120328 |
16.02 |
16.17 |
15.92 |
16.14 |
+0.12 |
24 |
2,595 |
+5 |
Total Volume and Open Interest |
1,278 |
32,268 |
-68 |
Cocoa(ICE) |
May12 |
120328 |
2332 |
2375 |
2285 |
2295 |
-61 |
9,061 |
63,597 |
-438 |
Jul12 |
120328 |
2366 |
2399 |
2310 |
2321 |
-61 |
3,632 |
37,684 |
+623 |
Sep12 |
120328 |
2361 |
2402 |
2321 |
2330 |
-59 |
1,310 |
21,705 |
+270 |
Dec12 |
120328 |
2370 |
2409 |
2336 |
2336 |
-61 |
317 |
22,446 |
+45 |
Mar13 |
120328 |
2400 |
2408 |
2335 |
2341 |
-57 |
187 |
21,368 |
+91 |
May13 |
120328 |
2411 |
2423 |
2350 |
2356 |
-54 |
21 |
3,982 |
+1 |
Jul13 |
120328 |
2375 |
2375 |
2370 |
2370 |
-51 |
506 |
1,684 |
+504 |
Total Volume and Open Interest |
15,034 |
173,519 |
+1,096 |
Coffee "C"(ICE) |
May12 |
120328 |
186.90 |
187.85 |
181.25 |
182.00 |
-5.35 |
11,379 |
75,854 |
-1,966 |
Jul12 |
120328 |
188.95 |
190.25 |
184.00 |
184.70 |
-5.15 |
7,432 |
33,938 |
+1,027 |
Sep12 |
120328 |
191.95 |
192.90 |
186.80 |
187.45 |
-5.05 |
1,655 |
26,213 |
+117 |
Dec12 |
120328 |
194.85 |
196.15 |
190.60 |
191.35 |
-4.95 |
740 |
13,294 |
-5 |
Mar13 |
120328 |
199.05 |
199.75 |
194.60 |
195.35 |
-4.85 |
541 |
4,715 |
+125 |
May13 |
120328 |
201.00 |
201.00 |
197.40 |
198.15 |
-4.75 |
230 |
2,232 |
+179 |
Total Volume and Open Interest |
21,998 |
158,025 |
-520 |
Orange Juice(ICE) |
May12 |
120328 |
167.45 |
168.85 |
166.25 |
167.00 |
-0.20 |
495 |
16,569 |
+68 |
Jul12 |
120328 |
163.95 |
164.95 |
162.50 |
163.30 |
-0.25 |
97 |
1,957 |
+27 |
Sep12 |
120328 |
163.25 |
163.25 |
161.25 |
161.25 |
-0.25 |
21 |
1,121 |
+18 |
Nov12 |
120328 |
156.00 |
156.00 |
156.00 |
156.00 |
-0.35 |
31 |
955 |
+29 |
Jan13 |
120328 |
155.05 |
155.05 |
155.05 |
155.05 |
-0.15 |
12 |
195 |
+12 |
Mar13 |
120328 |
155.05 |
155.05 |
155.05 |
155.05 |
-0.15 |
0 |
34 |
+0 |
Total Volume and Open Interest |
656 |
20,835 |
+154 |
Sugar #11(ICE) |
May12 |
120328 |
24.40 |
24.56 |
24.11 |
24.26 |
-0.04 |
59,198 |
239,870 |
-7,689 |
Jul12 |
120328 |
23.61 |
23.67 |
23.25 |
23.41 |
-0.07 |
34,809 |
215,265 |
+500 |
Oct12 |
120328 |
23.66 |
23.67 |
23.31 |
23.46 |
-0.09 |
17,917 |
120,905 |
-333 |
Mar13 |
120328 |
24.25 |
24.28 |
23.93 |
24.13 |
-0.07 |
6,896 |
85,849 |
-180 |
May13 |
120328 |
23.95 |
24.00 |
23.64 |
23.86 |
-0.08 |
2,763 |
19,581 |
+928 |
Jul13 |
120328 |
23.83 |
23.83 |
23.48 |
23.62 |
-0.11 |
1,081 |
18,948 |
+470 |
Oct13 |
120328 |
23.87 |
23.87 |
23.54 |
23.66 |
-0.13 |
659 |
20,851 |
+120 |
Mar14 |
120328 |
23.90 |
23.90 |
23.65 |
23.75 |
-0.15 |
198 |
14,728 |
+94 |
Total Volume and Open Interest |
123,753 |
746,899 |
-6,053 |
London Cocoa(LCE) |
May12 |
120328 |
1519 |
1546 |
1504 |
1513 |
-13 |
6,342 |
45,731 |
-410 |
Jul12 |
120328 |
1530 |
1555 |
1516 |
1523 |
-15 |
5,234 |
45,226 |
-54 |
Sep12 |
120328 |
1531 |
1552 |
1517 |
1524 |
-16 |
1,387 |
26,788 |
+409 |
Dec12 |
120328 |
1535 |
1552 |
1519 |
1524 |
-18 |
982 |
27,079 |
+48 |
Mar13 |
120328 |
1516 |
1534 |
1504 |
1508 |
-17 |
2,053 |
28,978 |
+6 |
May13 |
120328 |
1532 |
1540 |
1506 |
1512 |
-18 |
410 |
8,330 |
+5 |
Jul13 |
120328 |
1540 |
1540 |
1517 |
1517 |
-18 |
760 |
3,189 |
+0 |
Total Volume and Open Interest |
17,168 |
188,538 |
+504 |
London Sugar(LCE) |
May12 |
120328 |
634.00 |
635.80 |
627.60 |
632.30 |
-5.40 |
3,942 |
30,801 |
-451 |
Aug12 |
120328 |
621.90 |
624.10 |
616.10 |
621.30 |
-3.70 |
2,299 |
16,736 |
+191 |
Oct12 |
120328 |
612.00 |
615.20 |
606.80 |
612.20 |
-3.60 |
838 |
10,539 |
+88 |
Dec12 |
120328 |
614.70 |
616.40 |
611.10 |
616.40 |
-2.90 |
543 |
3,113 |
+28 |
Mar13 |
120328 |
619.20 |
621.50 |
616.30 |
621.50 |
-2.20 |
297 |
5,111 |
+45 |
Total Volume and Open Interest |
7,964 |
67,179 |
-98 |
Cotton(ICE) |
May12 |
120328 |
92.38 |
94.08 |
91.90 |
94.03 |
+1.44 |
12,810 |
86,136 |
-2,390 |
Jul12 |
120328 |
92.70 |
93.99 |
92.27 |
93.93 |
+0.92 |
5,561 |
52,904 |
+998 |
Oct12 |
120328 |
92.51 |
92.88 |
91.84 |
92.88 |
+0.22 |
0 |
86 |
+0 |
Dec12 |
120328 |
90.00 |
90.71 |
90.00 |
90.69 |
+0.21 |
2,047 |
47,747 |
+1,256 |
Mar13 |
120328 |
91.04 |
91.38 |
90.71 |
91.35 |
+0.20 |
4 |
2,197 |
+3 |
May13 |
120328 |
90.60 |
91.19 |
90.60 |
91.19 |
+0.11 |
1 |
670 |
+0 |
Total Volume and Open Interest |
20,423 |
190,776 |
-133 |
Lumber(CME) |
May12 |
120328 |
259.2 |
262.9 |
259.2 |
261.6 |
+2.3 |
234 |
6,378 |
-7 |
Jul12 |
120328 |
270.1 |
272.2 |
269.2 |
269.7 |
-1.6 |
110 |
2,217 |
+5 |
Sep12 |
120328 |
278.4 |
278.4 |
275.4 |
277.1 |
-1.1 |
34 |
994 |
+0 |
Nov12 |
120328 |
274.6 |
274.6 |
274.0 |
274.0 |
-2.6 |
0 |
605 |
+0 |
Total Volume and Open Interest |
378 |
10,233 |
-2 |
Crude Oil(NYM) |
May12 |
120328 |
106.81 |
106.94 |
104.67 |
105.41 |
-1.92 |
162,276 |
296,036 |
-3,207 |
Jun12 |
120328 |
107.36 |
107.45 |
105.21 |
105.96 |
-1.89 |
41,171 |
159,533 |
-1,291 |
Jul12 |
120328 |
107.87 |
107.91 |
105.72 |
106.45 |
-1.88 |
18,141 |
106,253 |
-538 |
Aug12 |
120328 |
108.19 |
108.24 |
106.10 |
106.81 |
-1.86 |
7,957 |
75,878 |
+1,193 |
Sep12 |
120328 |
108.19 |
108.19 |
106.36 |
107.04 |
-1.83 |
5,199 |
59,884 |
+374 |
Oct12 |
120328 |
108.60 |
108.60 |
106.55 |
107.23 |
-1.79 |
3,215 |
43,778 |
+162 |
Nov12 |
120328 |
108.69 |
108.69 |
106.95 |
107.42 |
-1.75 |
3,399 |
35,010 |
+136 |
Dec12 |
120328 |
108.85 |
108.90 |
106.84 |
107.58 |
-1.71 |
19,687 |
188,890 |
-241 |
Jan13 |
120328 |
107.70 |
107.70 |
107.06 |
107.64 |
-1.68 |
846 |
43,016 |
-105 |
Feb13 |
120328 |
107.32 |
107.57 |
107.32 |
107.57 |
-1.63 |
484 |
22,329 |
+70 |
Mar13 |
120328 |
108.09 |
108.09 |
107.16 |
107.38 |
-1.57 |
1,143 |
32,254 |
+579 |
Apr13 |
120328 |
107.05 |
107.05 |
107.05 |
107.05 |
-1.52 |
632 |
14,854 |
-10 |
May13 |
120328 |
106.67 |
106.67 |
106.67 |
106.67 |
-1.47 |
545 |
12,897 |
+36 |
Jun13 |
120328 |
107.03 |
107.03 |
105.55 |
106.32 |
-1.41 |
3,121 |
67,331 |
+278 |
Jul13 |
120328 |
105.87 |
105.87 |
105.87 |
105.87 |
-1.36 |
334 |
11,611 |
+231 |
Aug13 |
120328 |
105.45 |
105.45 |
105.45 |
105.45 |
-1.31 |
263 |
7,144 |
+21 |
Total Volume and Open Interest |
284,980 |
1,549,905 |
-1,757 |
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 |
120328 |
106.775 |
106.925 |
104.700 |
105.400 |
-1.925 |
5,278 |
1,390 |
+93 |
Jun12 |
120328 |
107.375 |
107.450 |
105.250 |
105.950 |
-1.900 |
88 |
225 |
-5 |
Jul12 |
120328 |
107.000 |
107.000 |
105.900 |
106.450 |
-1.875 |
39 |
78 |
+2 |
Aug12 |
120328 |
106.300 |
106.800 |
106.300 |
106.800 |
-1.875 |
2 |
15 |
+2 |
Sep12 |
120328 |
107.300 |
107.300 |
106.775 |
107.050 |
-1.825 |
0 |
31 |
+0 |
Oct12 |
120328 |
106.700 |
107.225 |
106.700 |
107.225 |
-1.800 |
0 |
9 |
+0 |
Nov12 |
120328 |
107.425 |
107.425 |
107.425 |
107.425 |
-1.750 |
0 |
1 |
+0 |
Dec12 |
120328 |
107.575 |
107.575 |
107.575 |
107.575 |
-1.725 |
0 |
233 |
+0 |
Total Volume and Open Interest |
5,407 |
2,159 |
+92 |
Heating Oil(NYM) |
Apr12 |
120328 |
320.91 |
321.34 |
318.86 |
320.79 |
-1.07 |
38,818 |
23,599 |
-8,274 |
May12 |
120328 |
323.23 |
323.23 |
320.38 |
322.22 |
-1.38 |
55,415 |
92,100 |
+7,689 |
Jun12 |
120328 |
323.13 |
323.87 |
321.29 |
323.18 |
-1.54 |
23,970 |
60,969 |
+2,825 |
Jul12 |
120328 |
324.26 |
324.57 |
322.45 |
324.08 |
-1.76 |
11,809 |
28,619 |
+1,269 |
Aug12 |
120328 |
324.17 |
324.98 |
323.34 |
324.85 |
-1.91 |
5,130 |
16,503 |
+388 |
Sep12 |
120328 |
326.22 |
326.82 |
323.93 |
325.49 |
-1.98 |
3,125 |
14,987 |
-16 |
Oct12 |
120328 |
324.67 |
326.09 |
324.67 |
326.09 |
-2.04 |
918 |
8,817 |
+48 |
Nov12 |
120328 |
325.66 |
326.62 |
325.66 |
326.62 |
-2.10 |
456 |
4,700 |
+85 |
Dec12 |
120328 |
327.63 |
327.63 |
325.39 |
327.03 |
-2.14 |
3,016 |
33,259 |
+571 |
Jan13 |
120328 |
326.95 |
327.59 |
325.70 |
327.20 |
-2.15 |
155 |
5,864 |
+72 |
Feb13 |
120328 |
326.61 |
326.93 |
325.70 |
326.47 |
-2.13 |
12 |
1,021 |
-1 |
Mar13 |
120328 |
324.42 |
324.42 |
324.42 |
324.42 |
-2.16 |
50 |
1,070 |
-35 |
Total Volume and Open Interest |
142,909 |
292,336 |
+4,624 |
Gasoline(NYMEX) |
Apr12 |
120328 |
338.70 |
340.54 |
334.39 |
339.55 |
-1.01 |
33,183 |
28,827 |
-9,321 |
May12 |
120328 |
337.00 |
337.16 |
332.50 |
336.21 |
-2.43 |
48,771 |
116,672 |
+2,221 |
Jun12 |
120328 |
332.28 |
332.39 |
328.37 |
331.22 |
-2.93 |
25,374 |
68,931 |
+40 |
Jul12 |
120328 |
327.50 |
327.50 |
323.73 |
326.10 |
-3.16 |
16,042 |
43,698 |
-106 |
Aug12 |
120328 |
319.84 |
320.57 |
318.59 |
320.47 |
-3.17 |
8,487 |
25,577 |
+640 |
Sep12 |
120328 |
313.95 |
314.52 |
312.66 |
314.50 |
-3.00 |
4,837 |
25,834 |
+641 |
Oct12 |
120328 |
299.25 |
299.36 |
295.86 |
297.72 |
-2.72 |
2,457 |
20,259 |
+25 |
Nov12 |
120328 |
292.42 |
292.74 |
291.51 |
292.74 |
-2.63 |
2,220 |
7,829 |
+164 |
Dec12 |
120328 |
290.00 |
290.16 |
288.18 |
289.98 |
-2.56 |
1,351 |
21,525 |
+88 |
Jan13 |
120328 |
287.43 |
288.99 |
287.34 |
288.99 |
-2.44 |
80 |
5,245 |
+44 |
Total Volume and Open Interest |
143,061 |
375,062 |
-5,614 |
e-miNY RBOB Gasoline(NYM) |
Apr12 |
120328 |
339.60 |
339.60 |
339.55 |
339.60 |
-1.00 |
|
|
|
May12 |
120328 |
336.20 |
336.21 |
336.20 |
336.20 |
-2.40 |
|
|
|
Jun12 |
120328 |
331.20 |
331.22 |
331.20 |
331.20 |
-3.00 |
|
|
|
Jul12 |
120328 |
326.10 |
326.10 |
326.10 |
326.10 |
-3.20 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Apr12 |
120328 |
2.196 |
2.210 |
2.163 |
2.191 |
-0.017 |
64,976 |
24,550 |
-8,299 |
May12 |
120328 |
2.288 |
2.307 |
2.251 |
2.282 |
-0.012 |
77,194 |
316,795 |
+11,904 |
Jun12 |
120328 |
2.403 |
2.425 |
2.370 |
2.401 |
-0.013 |
21,867 |
104,383 |
+2,733 |
Jul12 |
120328 |
2.524 |
2.543 |
2.490 |
2.522 |
-0.014 |
19,313 |
138,863 |
+474 |
Aug12 |
120328 |
2.585 |
2.610 |
2.561 |
2.592 |
-0.012 |
9,791 |
45,708 |
+41 |
Sep12 |
120328 |
2.620 |
2.638 |
2.590 |
2.619 |
-0.012 |
9,179 |
88,316 |
+487 |
Oct12 |
120328 |
2.684 |
2.705 |
2.660 |
2.691 |
-0.010 |
14,335 |
143,647 |
+954 |
Nov12 |
120328 |
2.912 |
2.935 |
2.888 |
2.918 |
-0.011 |
3,518 |
48,121 |
+104 |
Dec12 |
120328 |
3.260 |
3.272 |
3.231 |
3.263 |
-0.010 |
3,282 |
54,240 |
+316 |
Jan13 |
120328 |
3.400 |
3.417 |
3.378 |
3.408 |
-0.010 |
5,630 |
72,476 |
+40 |
Feb13 |
120328 |
3.407 |
3.425 |
3.392 |
3.418 |
-0.011 |
935 |
17,921 |
+130 |
Mar13 |
120328 |
3.388 |
3.402 |
3.375 |
3.399 |
-0.010 |
1,722 |
26,003 |
-166 |
Apr13 |
120328 |
3.365 |
3.387 |
3.349 |
3.374 |
-0.009 |
3,320 |
40,971 |
+663 |
May13 |
120328 |
3.418 |
3.418 |
3.394 |
3.415 |
-0.008 |
332 |
10,875 |
+6 |
Jun13 |
120328 |
3.449 |
3.469 |
3.446 |
3.468 |
-0.006 |
291 |
4,664 |
+56 |
Jul13 |
120328 |
3.507 |
3.518 |
3.492 |
3.518 |
-0.005 |
153 |
4,970 |
-7 |
Total Volume and Open Interest |
238,762 |
1,236,918 |
+10,040 |
Brent Crude Oil(ICE) |
May12 |
120328 |
125.18 |
125.18 |
123.53 |
124.16 |
-1.38 |
139,980 |
225,803 |
-6,705 |
Jun12 |
120328 |
124.33 |
124.40 |
122.82 |
123.46 |
-1.31 |
87,134 |
182,446 |
-1,593 |
Jul12 |
120328 |
123.55 |
123.64 |
122.22 |
122.83 |
-1.27 |
36,386 |
79,699 |
+403 |
Aug12 |
120328 |
123.00 |
123.05 |
121.68 |
122.20 |
-1.23 |
18,937 |
58,102 |
+3,416 |
Sep12 |
120328 |
122.22 |
122.28 |
120.94 |
121.46 |
-1.20 |
11,647 |
74,665 |
+844 |
Oct12 |
120328 |
121.38 |
121.48 |
120.15 |
120.70 |
-1.17 |
6,251 |
55,985 |
+295 |
Nov12 |
120328 |
120.56 |
120.75 |
119.52 |
120.07 |
-1.13 |
3,878 |
32,883 |
-157 |
Dec12 |
120328 |
120.07 |
120.13 |
118.83 |
119.45 |
-1.08 |
26,670 |
104,684 |
-964 |
Jan13 |
120328 |
119.17 |
119.19 |
118.47 |
118.85 |
-1.04 |
1,262 |
18,042 |
-15 |
Feb13 |
120328 |
118.25 |
118.25 |
118.25 |
118.25 |
-0.99 |
620 |
10,650 |
+72 |
Mar13 |
120328 |
117.62 |
117.62 |
117.62 |
117.62 |
-0.95 |
650 |
10,040 |
+195 |
Apr13 |
120328 |
116.94 |
116.94 |
116.94 |
116.94 |
-0.91 |
439 |
7,264 |
+113 |
May13 |
120328 |
116.26 |
116.26 |
116.26 |
116.26 |
-0.85 |
654 |
7,171 |
+62 |
Jun13 |
120328 |
115.66 |
115.95 |
114.97 |
115.54 |
-0.82 |
4,121 |
32,557 |
+146 |
Total Volume and Open Interest |
351,888 |
1,095,374 |
-3,536 |
Gas Oil(ICE) |
Apr12 |
120328 |
1027.25 |
1027.75 |
1019.00 |
1024.00 |
-1.75 |
41,991 |
100,306 |
-4,744 |
May12 |
120328 |
1027.75 |
1028.25 |
1019.75 |
1024.25 |
-2.25 |
67,410 |
125,837 |
+6,354 |
Jun12 |
120328 |
1027.00 |
1027.75 |
1019.50 |
1023.75 |
-2.75 |
40,487 |
62,775 |
+298 |
Jul12 |
120328 |
1027.25 |
1027.50 |
1019.50 |
1023.50 |
-3.25 |
18,637 |
31,129 |
+2,525 |
Aug12 |
120328 |
1027.50 |
1027.75 |
1020.00 |
1024.00 |
-3.25 |
6,458 |
29,983 |
+793 |
Sep12 |
120328 |
1026.50 |
1026.50 |
1019.50 |
1024.00 |
-3.25 |
5,624 |
25,413 |
+960 |
Oct12 |
120328 |
1025.00 |
1025.00 |
1017.75 |
1022.50 |
-3.25 |
2,411 |
15,699 |
+510 |
Nov12 |
120328 |
1023.25 |
1023.25 |
1015.50 |
1020.50 |
-3.25 |
2,463 |
12,549 |
+9 |
Dec12 |
120328 |
1022.00 |
1022.25 |
1012.75 |
1017.75 |
-3.25 |
7,716 |
44,600 |
+166 |
Jan13 |
120328 |
1015.25 |
1017.25 |
1012.00 |
1015.50 |
-3.00 |
795 |
14,643 |
+169 |
Total Volume and Open Interest |
197,229 |
530,951 |
+8,051 |
Ethanol(CBOT) |
Mar12 |
120305 |
2.270 |
2.289 |
2.270 |
2.289 |
+0.029 |
25 |
151 |
-37 |
Apr12 |
120328 |
2.236 |
2.237 |
2.202 |
2.207 |
-0.041 |
183 |
498 |
-60 |
May12 |
120328 |
2.259 |
2.259 |
2.217 |
2.221 |
-0.038 |
223 |
1,342 |
-22 |
Jun12 |
120328 |
2.270 |
2.270 |
2.232 |
2.240 |
-0.031 |
91 |
785 |
-1 |
Jul12 |
120328 |
2.269 |
2.269 |
2.238 |
2.245 |
-0.034 |
602 |
2,301 |
+393 |
Aug12 |
120328 |
2.250 |
2.251 |
2.227 |
2.233 |
-0.036 |
103 |
1,397 |
+19 |
Sep12 |
120328 |
2.195 |
2.196 |
2.171 |
2.181 |
-0.037 |
55 |
1,234 |
-4 |
Oct12 |
120328 |
2.115 |
2.116 |
2.087 |
2.089 |
-0.040 |
52 |
970 |
+10 |
Total Volume and Open Interest |
1,753 |
11,410 |
+175 |
WTI Crude Oil(ICE) |
May12 |
120328 |
106.88 |
106.93 |
104.68 |
105.41 |
-1.92 |
29,815 |
54,589 |
+452 |
Jun12 |
120328 |
107.25 |
107.32 |
105.23 |
105.96 |
-1.89 |
11,120 |
59,710 |
-19 |
Jul12 |
120328 |
107.88 |
107.88 |
105.86 |
106.45 |
-1.88 |
5,958 |
30,190 |
+252 |
Aug12 |
120328 |
108.22 |
108.22 |
106.22 |
106.81 |
-1.86 |
2,657 |
16,193 |
+670 |
Sep12 |
120328 |
108.21 |
108.24 |
106.47 |
107.04 |
-1.83 |
1,570 |
20,503 |
+171 |
Oct12 |
120328 |
108.33 |
108.33 |
106.66 |
107.23 |
-1.79 |
903 |
12,484 |
+134 |
Nov12 |
120328 |
108.73 |
108.73 |
106.87 |
107.42 |
-1.75 |
837 |
8,337 |
+19 |
Dec12 |
120328 |
108.88 |
108.88 |
106.95 |
107.58 |
-1.71 |
4,443 |
66,505 |
+203 |
Jan13 |
120328 |
107.64 |
107.64 |
107.64 |
107.64 |
-1.68 |
217 |
6,539 |
+17 |
Feb13 |
120328 |
107.57 |
107.57 |
107.57 |
107.57 |
-1.63 |
156 |
3,122 |
+13 |
Mar13 |
120328 |
107.38 |
107.38 |
107.38 |
107.38 |
-1.57 |
137 |
4,004 |
+4 |
Apr13 |
120328 |
107.05 |
107.05 |
107.05 |
107.05 |
-1.52 |
121 |
716 |
+6 |
May13 |
120328 |
106.67 |
106.67 |
106.67 |
106.67 |
-1.47 |
415 |
695 |
+4 |
Jun13 |
120328 |
106.00 |
106.39 |
105.85 |
106.32 |
-1.41 |
765 |
17,045 |
+223 |
Jul13 |
120328 |
105.87 |
105.87 |
105.87 |
105.87 |
-1.36 |
18 |
251 |
+0 |
Aug13 |
120328 |
105.45 |
105.45 |
105.45 |
105.45 |
-1.31 |
8 |
949 |
+0 |
Total Volume and Open Interest |
62,776 |
402,128 |
+2,640 |
US Dollar Index(ICE) |
Jun12 |
120328 |
79.290 |
79.515 |
79.050 |
79.300 |
+0.077 |
19,124 |
56,025 |
-2,688 |
Sep12 |
120328 |
79.655 |
79.700 |
79.655 |
79.700 |
+0.077 |
16 |
542 |
+12 |
Dec12 |
120328 |
80.130 |
80.130 |
80.130 |
80.130 |
+0.077 |
|
|
|
Total Volume and Open Interest |
19,140 |
56,567 |
-2,676 |
Australian Dollar(CME) |
Jun12 |
120328 |
103.63 |
103.88 |
102.61 |
102.86 |
-1.02 |
118,634 |
145,516 |
-1,071 |
Sep12 |
120328 |
102.34 |
102.87 |
101.70 |
101.88 |
-0.99 |
25 |
295 |
-2 |
Dec12 |
120328 |
100.99 |
101.90 |
100.94 |
100.94 |
-0.96 |
0 |
9 |
+0 |
Total Volume and Open Interest |
118,659 |
145,822 |
-1,073 |
British Pound(CME) |
Jun12 |
120328 |
159.41 |
159.56 |
158.33 |
158.87 |
-0.66 |
96,398 |
138,512 |
+854 |
Sep12 |
120328 |
159.23 |
159.42 |
158.25 |
158.77 |
-0.65 |
114 |
119 |
+10 |
Dec12 |
120328 |
158.18 |
159.31 |
158.18 |
158.65 |
-0.66 |
0 |
42 |
+0 |
Total Volume and Open Interest |
96,512 |
138,680 |
+864 |
Canadian Dollar(CME) |
Jun12 |
120328 |
100.27 |
100.40 |
99.82 |
99.92 |
-0.48 |
81,562 |
118,027 |
-991 |
Sep12 |
120328 |
100.05 |
100.19 |
99.65 |
99.72 |
-0.47 |
154 |
2,463 |
-31 |
Dec12 |
120328 |
99.79 |
99.98 |
99.48 |
99.49 |
-0.49 |
57 |
3,593 |
+29 |
Mar13 |
120328 |
99.33 |
99.76 |
99.28 |
99.28 |
-0.48 |
11 |
93 |
+4 |
Total Volume and Open Interest |
81,788 |
124,361 |
-989 |
Japanese Yen(CME) |
Jun12 |
120328 |
120.29 |
121.13 |
120.29 |
120.89 |
+0.43 |
92,190 |
141,668 |
+5,925 |
Sep12 |
120328 |
120.72 |
121.11 |
120.53 |
121.01 |
+0.43 |
48 |
180 |
+9 |
Dec12 |
120328 |
120.99 |
121.16 |
120.73 |
121.16 |
+0.43 |
0 |
34 |
+0 |
Total Volume and Open Interest |
92,238 |
141,885 |
+5,934 |
Swiss Franc(CME) |
Jun12 |
120328 |
110.62 |
111.01 |
110.21 |
110.63 |
-0.10 |
37,723 |
41,628 |
-423 |
Sep12 |
120328 |
110.77 |
110.87 |
110.77 |
110.77 |
-0.10 |
6 |
183 |
+2 |
Dec12 |
120328 |
110.93 |
111.02 |
110.93 |
110.93 |
-0.09 |
0 |
2 |
+0 |
Total Volume and Open Interest |
37,729 |
41,813 |
-421 |
EuroFX(CME) |
Jun12 |
120328 |
133.22 |
133.79 |
132.82 |
133.28 |
-0.13 |
261,180 |
237,700 |
-12,602 |
Sep12 |
120328 |
133.32 |
133.72 |
133.00 |
133.35 |
-0.13 |
113 |
660 |
+25 |
Dec12 |
120328 |
133.43 |
133.56 |
133.43 |
133.43 |
-0.13 |
7 |
53 |
-2 |
Total Volume and Open Interest |
261,300 |
238,423 |
-12,579 |
Mexican Peso(CME) |
Apr12 |
120328 |
781.2 |
787.0 |
781.2 |
781.2 |
-5.8 |
|
|
|
May12 |
120328 |
779.0 |
784.8 |
779.0 |
779.0 |
-5.8 |
|
|
|
Total Volume and Open Interest |
38,244 |
177,734 |
+1,995 |
Brazilian Real(CME) |
Apr12 |
120328 |
548.50 |
549.85 |
547.15 |
547.55 |
-3.95 |
0 |
2,994 |
+0 |
May12 |
120328 |
543.85 |
548.10 |
543.85 |
543.85 |
-4.25 |
0 |
550 |
+0 |
Jun12 |
120328 |
543.50 |
543.50 |
540.00 |
540.10 |
-4.55 |
288 |
2,292 |
-61 |
Jul12 |
120328 |
536.85 |
541.40 |
536.85 |
536.85 |
-4.55 |
0 |
100 |
+0 |
Total Volume and Open Interest |
288 |
19,507 |
-61 |
30-Year T-Bonds(CBOT) |
Jun12 |
120328 |
138~110 |
138~270 |
137~230 |
138~100 |
unch |
274,564 |
569,329 |
-2,943 |
Sep12 |
120328 |
137~120 |
137~180 |
137~030 |
137~100 |
+0~010 |
2 |
110 |
-1 |
Dec12 |
120328 |
136~100 |
136~100 |
136~090 |
136~100 |
+0~010 |
|
|
|
Total Volume and Open Interest |
274,566 |
569,439 |
-2,944 |
10-Year T-Notes(CBOT) |
Jun12 |
120328 |
129~195 |
129~270 |
129~110 |
129~185 |
-0~005 |
894,885 |
1,757,896 |
-16,166 |
Sep12 |
120328 |
128~165 |
128~175 |
128~100 |
128~115 |
+0~015 |
0 |
2 |
+0 |
Dec12 |
120328 |
127~165 |
127~165 |
127~150 |
127~165 |
+0~015 |
0 |
1 |
+0 |
Total Volume and Open Interest |
894,885 |
1,757,899 |
-16,166 |
5-Year T-Notes(CBOT) |
Mar12 |
120328 |
122~082 |
122~104 |
122~082 |
122~090 |
-0~003 |
3,711 |
26,567 |
-2,929 |
Jun12 |
120328 |
122~063 |
122~079 |
122~047 |
122~058 |
-0~004 |
392,671 |
1,361,373 |
-24,438 |
Sep12 |
120328 |
121~082 |
121~086 |
121~082 |
121~082 |
-0~004 |
|
|
|
Total Volume and Open Interest |
396,382 |
1,387,940 |
-27,367 |
2 Year T-Notes(CBOT) |
Mar12 |
120328 |
110~019 |
110~025 |
110~019 |
110~021 |
-0~002 |
3,376 |
24,487 |
-2,050 |
Jun12 |
120328 |
110~010 |
110~013 |
110~007 |
110~010 |
unch |
156,206 |
804,619 |
-597 |
Sep12 |
120328 |
109~090 |
109~090 |
109~090 |
109~090 |
unch |
|
|
|
Total Volume and Open Interest |
159,582 |
829,106 |
-2,647 |
Eurodollars(CME) |
Jun12 |
120328 |
99.550 |
99.560 |
99.545 |
99.550 |
-0.005 |
129,673 |
1,068,598 |
+1,051 |
Sep12 |
120328 |
99.535 |
99.540 |
99.525 |
99.530 |
-0.005 |
127,159 |
905,510 |
+18,998 |
Dec12 |
120328 |
99.500 |
99.505 |
99.490 |
99.495 |
-0.005 |
125,856 |
960,511 |
+5,631 |
Mar13 |
120328 |
99.470 |
99.475 |
99.455 |
99.460 |
-0.005 |
116,529 |
647,148 |
+10,680 |
Jun13 |
120328 |
99.410 |
99.420 |
99.390 |
99.400 |
-0.005 |
128,007 |
682,926 |
-58 |
Sep13 |
120328 |
99.330 |
99.345 |
99.310 |
99.320 |
-0.010 |
116,043 |
574,986 |
-1,323 |
Dec13 |
120328 |
99.240 |
99.255 |
99.210 |
99.225 |
-0.010 |
133,637 |
543,670 |
-2,242 |
Mar14 |
120328 |
99.150 |
99.160 |
99.115 |
99.125 |
-0.015 |
115,693 |
455,576 |
+9,341 |
Jun14 |
120328 |
99.025 |
99.040 |
98.985 |
99.000 |
-0.020 |
154,285 |
338,432 |
+1,851 |
Sep14 |
120328 |
98.880 |
98.900 |
98.830 |
98.855 |
-0.020 |
92,155 |
331,433 |
+979 |
Dec14 |
120328 |
98.700 |
98.725 |
98.650 |
98.675 |
-0.020 |
96,319 |
308,162 |
+4,753 |
Mar15 |
120328 |
98.525 |
98.550 |
98.470 |
98.500 |
-0.015 |
71,246 |
223,718 |
+1,157 |
Jun15 |
120328 |
0.031 |
0.056 |
6.525 |
0.006 |
-0.010 |
61,613 |
266,163 |
+2,306 |
Sep15 |
120328 |
6.390 |
6.430 |
6.340 |
6.375 |
-0.010 |
28,301 |
172,364 |
-721 |
Dec15 |
120328 |
6.215 |
6.250 |
6.160 |
6.195 |
-0.010 |
27,481 |
165,786 |
-3,117 |
Mar16 |
120328 |
6.060 |
6.100 |
6.005 |
6.040 |
-0.010 |
23,412 |
89,272 |
-231 |
Jun16 |
120328 |
5.895 |
5.935 |
5.840 |
5.880 |
-0.005 |
12,790 |
96,171 |
-1,599 |
Sep16 |
120328 |
5.730 |
5.775 |
5.680 |
5.720 |
-0.005 |
9,871 |
72,990 |
-241 |
Total Volume and Open Interest |
1,610,549 |
8,163,351 |
+49,605 |
30 Day Federal Funds(CBOT) |
Mar12 |
120328 |
99.872 |
99.872 |
99.870 |
99.870 |
unch |
637 |
59,724 |
+41 |
Apr12 |
120328 |
99.875 |
99.875 |
99.870 |
99.870 |
unch |
2,744 |
52,595 |
+963 |
May12 |
120328 |
99.875 |
99.875 |
99.865 |
99.870 |
unch |
3,268 |
53,925 |
-741 |
Jun12 |
120328 |
99.870 |
99.875 |
99.860 |
99.865 |
unch |
4,038 |
42,766 |
+1,146 |
Jul12 |
120328 |
99.860 |
99.865 |
99.850 |
99.855 |
unch |
862 |
48,254 |
+144 |
Aug12 |
120328 |
99.855 |
99.860 |
99.845 |
99.850 |
unch |
1,487 |
38,194 |
+631 |
Total Volume and Open Interest |
30,086 |
570,211 |
+6,602 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120328 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
120328 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
120328 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
120328 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120328 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Sep13 |
120328 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Dec13 |
120328 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120328 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120328 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Sep14 |
120328 |
99.220 |
99.220 |
99.220 |
99.220 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun12 |
120328 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,570 |
+0 |
Sep12 |
120328 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
794 |
+0 |
Dec12 |
120328 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
515 |
+0 |
Mar13 |
120328 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
181 |
+0 |
Jun13 |
120328 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
217 |
+0 |
Sep13 |
120328 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
325 |
+0 |
Dec13 |
120328 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
406 |
+0 |
Mar14 |
120328 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
5,008 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120328 |
141.82 |
141.98 |
141.80 |
141.93 |
+0.13 |
4,675 |
17,880 |
+816 |
Sep12 |
120328 |
141.33 |
141.33 |
141.33 |
141.33 |
+0.13 |
0 |
5 |
+0 |
Dec12 |
120328 |
139.24 |
139.24 |
139.24 |
139.24 |
+0.13 |
0 |
4 |
+0 |
Total Volume and Open Interest |
4,675 |
17,889 |
+816 |
Euro-Bund(EUREX) |
Jun12 |
120328 |
137.45 |
138.06 |
137.12 |
137.86 |
+0.55 |
681,101 |
798,739 |
-31,740 |
Sep12 |
120328 |
136.00 |
136.58 |
135.94 |
136.42 |
+0.56 |
31 |
1,200 |
+5 |
Dec12 |
120328 |
136.41 |
136.41 |
136.41 |
136.41 |
+0.55 |
|
|
|
Total Volume and Open Interest |
681,132 |
799,939 |
-31,735 |
Euro-Bobl(EUREX) |
Jun12 |
120328 |
123.68 |
123.94 |
123.49 |
123.86 |
+0.25 |
343,246 |
778,609 |
-4,485 |
Sep12 |
120328 |
123.85 |
123.85 |
123.83 |
123.83 |
+0.22 |
1 |
56 |
+1 |
Dec12 |
120328 |
123.81 |
123.81 |
123.81 |
123.81 |
+0.25 |
|
|
|
Total Volume and Open Interest |
343,247 |
778,665 |
-4,484 |
3-Mth Euribor(EUREX) |
Mar12 |
120319 |
99.150 |
99.158 |
99.150 |
99.158 |
+0.007 |
331 |
1,109 |
-331 |
Jun12 |
120328 |
99.350 |
99.360 |
99.350 |
99.360 |
-0.005 |
1 |
1,702 |
+0 |
Sep12 |
120328 |
99.360 |
99.360 |
99.355 |
99.360 |
-0.005 |
0 |
1,448 |
+0 |
Total Volume and Open Interest |
1 |
6,029 |
+0 |
Long Gilt(LIFFE) |
Mar12 |
120328 |
115~17 |
115~19 |
115~17 |
115~17 |
+0~03 |
295 |
11,497 |
-595 |
Jun12 |
120328 |
113~26 |
114~10 |
113~15 |
114~05 |
+0~14 |
121,514 |
272,253 |
-5,154 |
Total Volume and Open Interest |
121,809 |
283,750 |
-5,749 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120328 |
99.06 |
99.08 |
99.04 |
99.07 |
+0.01 |
20,874 |
262,313 |
+3,420 |
Sep12 |
120328 |
99.09 |
99.11 |
99.07 |
99.10 |
+0.01 |
36,450 |
281,101 |
+2,215 |
Dec12 |
120328 |
99.08 |
99.10 |
99.05 |
99.09 |
+0.01 |
37,164 |
247,540 |
-127 |
Mar13 |
120328 |
99.05 |
99.07 |
99.02 |
99.06 |
+0.01 |
47,605 |
226,188 |
-11,554 |
Jun13 |
120328 |
99.00 |
99.02 |
98.96 |
99.01 |
+0.02 |
54,728 |
202,690 |
+3,159 |
Sep13 |
120328 |
98.94 |
98.96 |
98.89 |
98.94 |
+0.02 |
41,645 |
166,488 |
-612 |
Total Volume and Open Interest |
337,025 |
1,877,469 |
+11,975 |
3-Mth Euribor(LIFFE) |
Jun12 |
120328 |
99.365 |
99.370 |
99.350 |
99.360 |
-0.005 |
85,569 |
530,564 |
+8,569 |
Sep12 |
120328 |
99.370 |
99.375 |
99.345 |
99.360 |
-0.005 |
99,699 |
507,820 |
+4,530 |
Dec12 |
120328 |
99.320 |
99.335 |
99.300 |
99.320 |
unch |
73,256 |
369,570 |
-816 |
Total Volume and Open Interest |
718,962 |
3,045,363 |
-2,646 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120328 |
95.77 |
95.81 |
95.76 |
95.81 |
+0.04 |
14,297 |
184,904 |
+1,644 |
Sep12 |
120328 |
95.87 |
95.92 |
95.86 |
95.92 |
+0.04 |
15,292 |
163,136 |
+2,329 |
Dec12 |
120328 |
95.91 |
95.99 |
95.90 |
95.98 |
+0.06 |
13,098 |
94,026 |
+2,356 |
Mar13 |
120328 |
95.90 |
95.98 |
95.89 |
95.98 |
+0.07 |
6,335 |
56,318 |
-1,296 |
Jun13 |
120328 |
95.84 |
95.93 |
95.84 |
95.93 |
+0.08 |
5,255 |
55,144 |
+1,508 |
Sep13 |
120328 |
95.78 |
95.86 |
95.75 |
95.85 |
+0.08 |
3,027 |
38,255 |
+271 |
Dec13 |
120328 |
95.65 |
95.78 |
95.65 |
95.77 |
+0.10 |
1,951 |
25,814 |
+691 |
Mar14 |
120328 |
95.60 |
95.70 |
95.60 |
95.70 |
+0.11 |
753 |
16,321 |
+438 |
Jun14 |
120328 |
95.54 |
95.62 |
95.54 |
95.62 |
+0.11 |
18 |
1,012 |
-11 |
Sep14 |
120328 |
95.56 |
95.56 |
95.56 |
95.56 |
+0.12 |
2 |
517 |
+0 |
Total Volume and Open Interest |
60,028 |
635,769 |
+7,915 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120328 |
95.77 |
95.87 |
95.76 |
95.86 |
+0.08 |
55,404 |
339,951 |
+3,188 |
Sep12 |
120328 |
95.86 |
95.86 |
95.86 |
95.86 |
+0.08 |
|
|
|
Total Volume and Open Interest |
55,404 |
339,951 |
+3,188 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120328 |
96.32 |
96.41 |
96.30 |
96.41 |
+0.09 |
147,539 |
379,974 |
-16,773 |
Sep12 |
120328 |
96.41 |
96.41 |
96.41 |
96.41 |
+0.09 |
|
|
|
Total Volume and Open Interest |
147,539 |
379,974 |
-16,773 |
Gold(CMX) |
Apr12 |
120328 |
1679.3 |
1684.5 |
1654.0 |
1657.9 |
-27.0 |
195,612 |
113,399 |
-21,443 |
Jun12 |
120328 |
1682.7 |
1687.2 |
1656.2 |
1660.5 |
-27.2 |
71,810 |
169,283 |
+23,427 |
Aug12 |
120328 |
1683.0 |
1687.3 |
1661.0 |
1662.9 |
-27.2 |
4,424 |
32,805 |
+467 |
Oct12 |
120328 |
1687.7 |
1687.7 |
1663.0 |
1664.9 |
-27.3 |
268 |
12,527 |
-6 |
Dec12 |
120328 |
1689.5 |
1690.2 |
1665.4 |
1667.0 |
-27.3 |
2,912 |
31,650 |
+1,604 |
Feb13 |
120328 |
1687.4 |
1688.6 |
1668.2 |
1669.0 |
-27.3 |
1,038 |
13,166 |
-609 |
Apr13 |
120328 |
1688.1 |
1688.1 |
1670.9 |
1670.9 |
-27.4 |
552 |
8,732 |
+550 |
Jun13 |
120328 |
1673.5 |
1676.3 |
1673.5 |
1673.5 |
-27.2 |
1,562 |
10,608 |
+1,381 |
Aug13 |
120328 |
1682.9 |
1682.9 |
1676.1 |
1676.1 |
-27.3 |
0 |
257 |
+0 |
Oct13 |
120328 |
1679.0 |
1679.0 |
1679.0 |
1679.0 |
-27.3 |
|
|
|
Dec13 |
120328 |
1692.0 |
1692.0 |
1682.0 |
1682.0 |
-27.4 |
1,297 |
8,656 |
-422 |
Total Volume and Open Interest |
281,511 |
437,137 |
+5,699 |
Silver(CMX) |
Mar12 |
120328 |
3245.0 |
3245.0 |
3181.6 |
3181.6 |
-78.5 |
35 |
162 |
-127 |
May12 |
120328 |
3257.0 |
3268.5 |
3176.5 |
3183.1 |
-78.5 |
31,716 |
52,945 |
-467 |
Jul12 |
120328 |
3260.0 |
3272.0 |
3187.0 |
3188.5 |
-78.7 |
3,362 |
16,670 |
-102 |
Sep12 |
120328 |
3194.5 |
3199.0 |
3193.3 |
3193.3 |
-78.8 |
1,217 |
5,331 |
-235 |
Dec12 |
120328 |
3275.0 |
3276.0 |
3196.0 |
3198.2 |
-79.1 |
457 |
15,992 |
+59 |
Mar13 |
120328 |
3198.0 |
3200.0 |
3198.0 |
3200.0 |
-79.3 |
88 |
2,395 |
+25 |
May13 |
120328 |
3200.1 |
3200.1 |
3200.1 |
3200.1 |
-79.6 |
8 |
1,279 |
-2 |
Total Volume and Open Interest |
37,047 |
111,392 |
-844 |
Platinum(NYMEX) |
Apr12 |
120328 |
1654.3 |
1656.7 |
1630.8 |
1635.2 |
-22.3 |
10,267 |
12,126 |
-3,666 |
Jul12 |
120328 |
1660.1 |
1660.5 |
1634.0 |
1640.6 |
-21.5 |
7,047 |
29,246 |
+3,551 |
Oct12 |
120328 |
1663.8 |
1663.8 |
1640.1 |
1644.1 |
-21.7 |
65 |
857 |
+48 |
Jan13 |
120328 |
1654.7 |
1654.7 |
1644.5 |
1647.0 |
-21.7 |
13 |
19 |
+12 |
Total Volume and Open Interest |
17,393 |
42,248 |
-56 |
Palladium(NYMEX) |
Jun12 |
120328 |
658.80 |
659.50 |
644.35 |
647.35 |
-15.65 |
3,716 |
20,083 |
+467 |
Sep12 |
120328 |
650.90 |
650.90 |
647.65 |
648.85 |
-15.60 |
5 |
492 |
+3 |
Dec12 |
120328 |
650.20 |
650.20 |
650.20 |
650.20 |
-15.60 |
1 |
32 |
+0 |
Total Volume and Open Interest |
3,739 |
20,634 |
+467 |
Copper(CMX) |
Mar12 |
120328 |
386.40 |
386.55 |
378.70 |
378.70 |
-9.20 |
784 |
798 |
-224 |
May12 |
120328 |
386.75 |
387.00 |
378.25 |
379.25 |
-8.75 |
48,328 |
79,700 |
+386 |
Jul12 |
120328 |
387.10 |
387.90 |
379.45 |
380.25 |
-8.65 |
9,264 |
28,278 |
-31 |
Sep12 |
120328 |
387.80 |
387.80 |
381.00 |
381.20 |
-8.55 |
1,506 |
19,278 |
+147 |
Dec12 |
120328 |
388.20 |
388.20 |
381.95 |
382.15 |
-8.35 |
824 |
10,024 |
-36 |
Total Volume and Open Interest |
61,269 |
151,197 |
+192 |
DJIA Index(CBOT) |
Jun12 |
120328 |
13132 |
13174 |
13005 |
13053 |
-71 |
238 |
11,106 |
-111 |
Sep12 |
120328 |
12984 |
13061 |
12984 |
12984 |
-77 |
0 |
2 |
+0 |
Dec12 |
120328 |
12903 |
12980 |
12903 |
12903 |
-77 |
0 |
1 |
+0 |
Mar13 |
120328 |
12836 |
12913 |
12836 |
12836 |
-77 |
|
|
|
Total Volume and Open Interest |
238 |
11,109 |
-111 |
E-mini DJIA Index(CBOT) |
Mar12 |
120316 |
13233 |
13302 |
13226 |
13302 |
+64 |
25,062 |
50,291 |
-5,458 |
Jun12 |
120328 |
13124 |
13177 |
13003 |
13053 |
-71 |
97,619 |
111,372 |
+1,793 |
Sep12 |
120328 |
13060 |
13060 |
12982 |
12984 |
-77 |
17 |
162 |
-2 |
Dec12 |
120328 |
12903 |
12903 |
12903 |
12903 |
-77 |
0 |
23 |
+0 |
Total Volume and Open Interest |
97,636 |
111,557 |
+1,791 |
S & P 500(CME) |
Jun12 |
120328 |
1406.20 |
1412.00 |
1392.10 |
1400.20 |
-6.20 |
9,264 |
222,357 |
+1,317 |
Sep12 |
120328 |
1398.00 |
1401.10 |
1387.10 |
1393.90 |
-6.20 |
111 |
1,394 |
+103 |
Dec12 |
120328 |
1395.00 |
1395.50 |
1380.60 |
1387.40 |
-6.20 |
1 |
835 |
+0 |
Mar13 |
120328 |
1381.40 |
1388.60 |
1374.60 |
1381.40 |
-6.20 |
|
|
|
Total Volume and Open Interest |
9,376 |
224,586 |
+1,420 |
S & P 500 E-Mini(Globex) |
Jun12 |
120328 |
1406.25 |
1412.25 |
1392.00 |
1400.25 |
-6.25 |
1,456,063 |
2,702,345 |
+5,038 |
Sep12 |
120328 |
1399.50 |
1404.75 |
1387.00 |
1394.00 |
-6.00 |
2,023 |
7,592 |
+1,138 |
Total Volume and Open Interest |
1,458,221 |
2,710,968 |
+6,142 |
NASDAQ 100(CME) |
Jun12 |
120328 |
2771.50 |
2790.00 |
2749.00 |
2768.00 |
-7.80 |
835 |
9,849 |
+71 |
Sep12 |
120328 |
2762.00 |
2780.00 |
2748.00 |
2762.00 |
-7.80 |
0 |
1 |
+0 |
Dec12 |
120328 |
2756.50 |
2764.30 |
2756.50 |
2756.50 |
-7.80 |
|
|
|
Total Volume and Open Interest |
835 |
9,850 |
+71 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120328 |
2776.30 |
2790.30 |
2750.30 |
2768.00 |
-7.80 |
202,381 |
442,401 |
+4,207 |
Sep12 |
120328 |
2770.00 |
2772.30 |
2752.00 |
2762.00 |
-7.80 |
6 |
39 |
+3 |
Total Volume and Open Interest |
202,407 |
442,464 |
+4,216 |
S & P Midcap 400(CME) |
Jun12 |
120328 |
992.50 |
992.50 |
987.00 |
992.50 |
-5.90 |
1 |
1,081 |
-1 |
Sep12 |
120328 |
989.70 |
995.60 |
989.70 |
989.70 |
-5.90 |
|
|
|
Dec12 |
120328 |
987.70 |
993.60 |
987.70 |
987.70 |
-5.90 |
|
|
|
Total Volume and Open Interest |
1 |
1,081 |
-1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120328 |
10155 |
10230 |
10105 |
10150 |
unch |
2,885 |
45,669 |
+542 |
Sep12 |
120328 |
10165 |
10165 |
10165 |
10165 |
unch |
|
|
|
Total Volume and Open Interest |
2,885 |
45,669 |
+542 |
Nikkei 225(SGX) |
Jun12 |
120328 |
10170 |
10215 |
10135 |
10150 |
-35 |
85,443 |
238,181 |
-4,297 |
Sep12 |
120328 |
10145 |
10145 |
10145 |
10145 |
-40 |
77 |
2,708 |
+1,431 |
Dec12 |
120328 |
10090 |
10090 |
10090 |
10090 |
-35 |
0 |
5,902 |
+0 |
Total Volume and Open Interest |
86,863 |
259,503 |
-1,647 |
CAC 40(EURONEXT) |
Apr12 |
120328 |
3452.0 |
3484.5 |
3407.5 |
3428.5 |
-40.0 |
88,492 |
360,079 |
+2,154 |
May12 |
120328 |
3400.0 |
3415.5 |
3352.5 |
3371.0 |
-40.5 |
32 |
3,243 |
+51 |
Jun12 |
120328 |
3369.0 |
3395.5 |
3333.0 |
3343.5 |
-40.0 |
507 |
29,415 |
+28 |
Total Volume and Open Interest |
89,033 |
392,853 |
+2,233 |
Hang Seng Index(HKFE) |
Mar12 |
120328 |
21056 |
21056 |
20799 |
20902 |
-252 |
78,998 |
82,945 |
-17,810 |
Apr12 |
120328 |
21025 |
21052 |
20799 |
20900 |
-256 |
17,630 |
28,730 |
+13,453 |
Total Volume and Open Interest |
97,863 |
117,881 |
-4,193 |
DAX(EUREX) |
Mar12 |
120316 |
7150.0 |
7196.5 |
7142.5 |
7193.0 |
+47.0 |
223,147 |
80,206 |
-30,186 |
Jun12 |
120328 |
7065.0 |
7124.5 |
6962.5 |
7018.5 |
-73.5 |
126,656 |
162,217 |
+2,046 |
Sep12 |
120328 |
7073.0 |
7127.0 |
6971.5 |
7028.0 |
-73.0 |
397 |
3,200 |
+19 |
Total Volume and Open Interest |
127,057 |
165,464 |
+2,064 |
FT-SE 100(EURONEXT) |
Jun12 |
120328 |
5811.00 |
5833.00 |
5726.50 |
5768.00 |
-59.50 |
96,036 |
630,375 |
-3,123 |
Sep12 |
120328 |
5792.00 |
5792.00 |
5727.50 |
5727.50 |
-59.50 |
4 |
534 |
+1 |
Dec12 |
120328 |
5759.50 |
5759.50 |
5704.00 |
5704.00 |
-59.50 |
0 |
92 |
+0 |
Total Volume and Open Interest |
96,040 |
631,001 |
-3,122 |
SPI 200(SFE) |
Mar12 |
120315 |
4288.0 |
4295.0 |
4258.0 |
4283.0 |
-10.0 |
97,969 |
170,192 |
-55,104 |
Jun12 |
120328 |
4328.0 |
4363.0 |
4302.0 |
4355.0 |
+27.0 |
31,786 |
193,778 |
+5,195 |
Sep12 |
120328 |
4305.0 |
4333.0 |
4294.0 |
4327.0 |
+31.0 |
51 |
2,089 |
+19 |
Total Volume and Open Interest |
32,232 |
199,518 |
+5,274 |
GSCI(CME) |
Apr12 |
120328 |
696.00 |
703.80 |
694.50 |
694.50 |
-9.25 |
138 |
9,999 |
-39 |
May12 |
120328 |
697.00 |
704.30 |
695.00 |
695.00 |
-9.25 |
0 |
79 |
+0 |
Jun12 |
120328 |
696.00 |
704.80 |
696.00 |
696.00 |
-8.75 |
|
|
|
Total Volume and Open Interest |
138 |
10,078 |
-39 |
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. |
|
|