|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu March 29, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120329 |
1369.00 |
1376.50 |
1351.00 |
1355.50 |
-12.00 |
122,644 |
248,157 |
-6,183 |
Jul12 |
120329 |
1374.50 |
1381.25 |
1356.00 |
1361.25 |
-11.75 |
61,233 |
151,852 |
+2,801 |
Aug12 |
120329 |
1364.75 |
1371.75 |
1347.00 |
1350.75 |
-13.25 |
2,620 |
7,996 |
+1,160 |
Sep12 |
120329 |
1341.25 |
1344.25 |
1321.25 |
1326.25 |
-14.25 |
1,313 |
6,458 |
+216 |
Nov12 |
120329 |
1320.00 |
1327.00 |
1298.75 |
1304.75 |
-15.75 |
34,508 |
171,588 |
+3,285 |
Jan13 |
120329 |
1318.00 |
1321.75 |
1299.00 |
1306.00 |
-13.25 |
4,432 |
28,612 |
+576 |
Mar13 |
120329 |
1305.75 |
1313.50 |
1288.50 |
1294.75 |
-12.75 |
6,431 |
32,799 |
+1,594 |
May13 |
120329 |
1297.75 |
1301.75 |
1278.00 |
1283.25 |
-12.00 |
3,182 |
15,169 |
+875 |
Jul13 |
120329 |
1299.00 |
1301.50 |
1277.25 |
1282.50 |
-14.00 |
2,829 |
13,237 |
+1,230 |
Aug13 |
120329 |
1268.50 |
1281.75 |
1268.50 |
1268.50 |
-13.25 |
0 |
80 |
+0 |
Sep13 |
120329 |
1240.50 |
1253.75 |
1240.50 |
1240.50 |
-13.25 |
0 |
112 |
+0 |
Nov13 |
120329 |
1227.75 |
1231.00 |
1213.00 |
1215.75 |
-13.25 |
419 |
7,877 |
+46 |
Jan14 |
120329 |
1222.75 |
1236.00 |
1222.75 |
1222.75 |
-13.25 |
4 |
158 |
+0 |
Mar14 |
120329 |
1222.75 |
1236.00 |
1222.75 |
1222.75 |
-13.25 |
0 |
3 |
+0 |
Total Volume and Open Interest |
239,623 |
684,581 |
+5,600 |
Soybean Meal(CBOT) |
May12 |
120329 |
377.00 |
382.10 |
374.30 |
375.00 |
-2.70 |
45,321 |
127,448 |
-2,472 |
Jul12 |
120329 |
377.90 |
381.20 |
374.10 |
374.70 |
-3.30 |
16,336 |
43,869 |
+180 |
Aug12 |
120329 |
373.60 |
376.00 |
369.40 |
369.70 |
-4.50 |
504 |
8,325 |
-117 |
Sep12 |
120329 |
367.40 |
368.40 |
362.00 |
362.30 |
-5.10 |
711 |
8,321 |
+94 |
Oct12 |
120329 |
356.60 |
358.00 |
351.90 |
353.00 |
-4.90 |
1,140 |
5,579 |
-75 |
Dec12 |
120329 |
355.60 |
357.60 |
350.00 |
351.40 |
-5.30 |
5,604 |
30,907 |
+159 |
Jan13 |
120329 |
352.00 |
353.40 |
348.40 |
348.40 |
-5.00 |
159 |
3,860 |
+27 |
Mar13 |
120329 |
348.70 |
349.20 |
342.30 |
344.10 |
-4.80 |
196 |
5,299 |
+66 |
May13 |
120329 |
343.10 |
343.80 |
338.10 |
338.10 |
-4.80 |
45 |
2,984 |
+17 |
Jul13 |
120329 |
341.00 |
342.70 |
336.60 |
336.60 |
-5.40 |
22 |
1,537 |
+5 |
Total Volume and Open Interest |
70,175 |
241,213 |
-2,124 |
Soybean Oil(CBOT) |
May12 |
120329 |
54.60 |
54.83 |
53.55 |
53.59 |
-1.01 |
48,499 |
160,455 |
-1,077 |
Jul12 |
120329 |
54.92 |
55.25 |
53.97 |
54.01 |
-1.01 |
22,075 |
94,842 |
+5,138 |
Aug12 |
120329 |
55.22 |
55.36 |
54.20 |
54.20 |
-1.00 |
1,455 |
11,923 |
+260 |
Sep12 |
120329 |
55.35 |
55.49 |
54.35 |
54.36 |
-0.99 |
1,076 |
9,443 |
+46 |
Oct12 |
120329 |
55.37 |
55.37 |
54.41 |
54.44 |
-0.98 |
330 |
8,264 |
+115 |
Dec12 |
120329 |
55.61 |
55.80 |
54.63 |
54.70 |
-0.94 |
6,657 |
62,367 |
+353 |
Jan13 |
120329 |
55.09 |
55.11 |
54.85 |
54.85 |
-0.89 |
57 |
2,576 |
+18 |
Mar13 |
120329 |
55.82 |
55.82 |
54.95 |
54.95 |
-0.87 |
199 |
5,634 |
+21 |
May13 |
120329 |
55.86 |
55.86 |
54.98 |
54.98 |
-0.85 |
302 |
2,480 |
+212 |
Jul13 |
120329 |
55.60 |
55.93 |
55.08 |
55.08 |
-0.85 |
42 |
3,723 |
+11 |
Total Volume and Open Interest |
80,870 |
365,795 |
+5,135 |
Canola(WCE) |
May12 |
120329 |
609.1 |
613.3 |
602.2 |
603.3 |
-5.8 |
12,403 |
80,619 |
-1,883 |
Jul12 |
120329 |
606.5 |
610.5 |
600.1 |
601.2 |
-5.3 |
6,858 |
41,239 |
+1,755 |
Nov12 |
120329 |
560.0 |
567.0 |
555.5 |
556.0 |
-4.5 |
6,206 |
70,854 |
+2,277 |
Jan13 |
120329 |
567.1 |
570.9 |
559.7 |
560.2 |
-4.6 |
219 |
9,679 |
+159 |
Mar13 |
120329 |
570.4 |
573.9 |
563.0 |
563.0 |
-4.9 |
71 |
4,819 |
+56 |
Total Volume and Open Interest |
25,771 |
210,289 |
+2,374 |
Corn(CBOT) |
May12 |
120329 |
620.25 |
623.50 |
603.00 |
604.00 |
-16.25 |
157,245 |
445,621 |
-19,526 |
Jul12 |
120329 |
619.50 |
622.50 |
602.50 |
603.75 |
-15.75 |
55,695 |
314,471 |
+4,325 |
Sep12 |
120329 |
561.50 |
565.00 |
543.50 |
545.75 |
-16.00 |
17,645 |
138,887 |
+464 |
Dec12 |
120329 |
536.25 |
540.00 |
523.50 |
524.25 |
-12.00 |
41,771 |
319,360 |
+833 |
Mar13 |
120329 |
547.50 |
551.00 |
535.00 |
535.25 |
-12.25 |
1,564 |
50,726 |
+233 |
May13 |
120329 |
555.50 |
556.25 |
544.00 |
544.00 |
-11.75 |
424 |
5,185 |
+148 |
Jul13 |
120329 |
560.00 |
562.75 |
548.75 |
548.75 |
-12.00 |
312 |
7,642 |
+163 |
Sep13 |
120329 |
539.25 |
540.00 |
529.50 |
529.50 |
-9.25 |
14 |
1,099 |
+8 |
Dec13 |
120329 |
530.00 |
533.50 |
520.50 |
520.75 |
-9.50 |
1,441 |
21,891 |
+204 |
Mar14 |
120329 |
541.00 |
541.75 |
532.00 |
532.00 |
-9.50 |
47 |
496 |
+5 |
Total Volume and Open Interest |
276,432 |
1,309,002 |
-12,963 |
Wheat(CBOT) |
May12 |
120329 |
633.25 |
635.00 |
611.25 |
612.50 |
-18.25 |
76,485 |
170,834 |
-11,026 |
Jul12 |
120329 |
645.25 |
647.00 |
626.25 |
627.25 |
-16.25 |
35,579 |
126,232 |
+9,849 |
Sep12 |
120329 |
663.00 |
663.00 |
643.00 |
644.50 |
-15.75 |
6,382 |
53,983 |
-114 |
Dec12 |
120329 |
682.00 |
683.75 |
665.75 |
666.75 |
-14.50 |
7,995 |
75,376 |
+1,353 |
Mar13 |
120329 |
698.00 |
698.00 |
681.75 |
683.25 |
-13.25 |
686 |
12,449 |
-9 |
May13 |
120329 |
698.50 |
704.00 |
692.00 |
692.00 |
-12.00 |
44 |
810 |
+16 |
Total Volume and Open Interest |
127,393 |
448,665 |
+111 |
Wheat(KCBT) |
May12 |
120329 |
671.50 |
673.00 |
651.00 |
654.00 |
-16.00 |
9,446 |
40,841 |
-1,128 |
Jul12 |
120329 |
680.50 |
682.25 |
661.25 |
664.00 |
-15.75 |
5,159 |
61,060 |
+993 |
Sep12 |
120329 |
694.00 |
694.00 |
676.75 |
679.00 |
-15.50 |
318 |
13,218 |
+45 |
Dec12 |
120329 |
715.25 |
715.25 |
698.75 |
700.75 |
-14.75 |
1,165 |
17,800 |
+377 |
Mar13 |
120329 |
724.00 |
724.75 |
713.00 |
715.00 |
-14.00 |
125 |
862 |
+89 |
May13 |
120329 |
723.25 |
723.75 |
719.00 |
719.00 |
-14.00 |
13 |
65 |
+3 |
Total Volume and Open Interest |
16,240 |
134,423 |
+382 |
Wheat(MGE) |
May12 |
120329 |
798.00 |
799.25 |
787.50 |
788.75 |
-9.00 |
2,310 |
11,698 |
+82 |
Jul12 |
120329 |
793.50 |
794.00 |
782.25 |
783.00 |
-9.50 |
1,042 |
10,160 |
+376 |
Sep12 |
120329 |
779.50 |
779.50 |
769.25 |
770.00 |
-8.75 |
375 |
9,915 |
-26 |
Dec12 |
120329 |
782.75 |
784.00 |
773.50 |
773.75 |
-8.00 |
315 |
5,772 |
+45 |
Mar13 |
120329 |
785.75 |
785.75 |
782.50 |
783.00 |
-6.50 |
40 |
566 |
+21 |
Total Volume and Open Interest |
4,082 |
38,123 |
+498 |
Oats(CBOT) |
May12 |
120329 |
341.25 |
346.00 |
333.00 |
335.50 |
-6.75 |
882 |
6,227 |
+286 |
Jul12 |
120329 |
337.00 |
339.50 |
326.50 |
335.25 |
-2.25 |
67 |
2,069 |
+23 |
Sep12 |
120329 |
336.50 |
336.50 |
332.00 |
332.50 |
-3.50 |
15 |
253 |
+6 |
Dec12 |
120329 |
344.75 |
345.00 |
334.00 |
338.25 |
-3.75 |
63 |
2,093 |
-38 |
Total Volume and Open Interest |
1,027 |
10,648 |
+277 |
Rough Rice(CBOT) |
May12 |
120329 |
14.71 |
15.07 |
14.71 |
14.90 |
+0.16 |
1,843 |
10,827 |
-254 |
Jul12 |
120329 |
15.01 |
15.30 |
15.01 |
15.17 |
+0.16 |
433 |
3,453 |
+81 |
Sep12 |
120329 |
15.39 |
15.50 |
15.18 |
15.37 |
+0.19 |
456 |
1,468 |
+300 |
Nov12 |
120329 |
15.67 |
15.71 |
15.44 |
15.62 |
+0.18 |
18 |
83 |
+2 |
Total Volume and Open Interest |
2,755 |
15,839 |
+132 |
Live Cattle(CME) |
Apr12 |
120329 |
124.300 |
124.680 |
122.000 |
122.500 |
-1.950 |
12,100 |
48,736 |
-2,088 |
Jun12 |
120329 |
120.400 |
120.750 |
117.730 |
118.480 |
-2.020 |
20,181 |
145,394 |
+1,472 |
Aug12 |
120329 |
123.000 |
123.100 |
120.480 |
121.200 |
-1.780 |
8,096 |
82,499 |
+773 |
Oct12 |
120329 |
128.235 |
128.630 |
126.180 |
126.730 |
-1.770 |
4,734 |
43,404 |
+759 |
Dec12 |
120329 |
129.735 |
130.075 |
127.635 |
128.050 |
-1.950 |
3,995 |
24,014 |
+1,168 |
Feb13 |
120329 |
130.200 |
130.500 |
128.325 |
128.950 |
-2.000 |
450 |
7,116 |
+50 |
Total Volume and Open Interest |
49,696 |
354,737 |
+2,184 |
Feeder Cattle(CME) |
Mar12 |
120329 |
153.850 |
154.300 |
153.850 |
154.250 |
+0.450 |
858 |
2,387 |
-213 |
Apr12 |
120329 |
153.050 |
153.850 |
151.130 |
151.285 |
-1.700 |
1,564 |
9,711 |
-161 |
May12 |
120329 |
153.785 |
154.300 |
151.380 |
151.825 |
-1.875 |
2,513 |
16,916 |
-374 |
Aug12 |
120329 |
156.535 |
157.235 |
154.285 |
154.785 |
-1.845 |
1,916 |
14,789 |
+426 |
Sep12 |
120329 |
157.075 |
157.600 |
155.235 |
155.750 |
-1.575 |
388 |
2,981 |
-1 |
Oct12 |
120329 |
157.200 |
157.880 |
155.350 |
156.100 |
-1.400 |
172 |
1,547 |
+35 |
Nov12 |
120329 |
157.235 |
157.700 |
155.450 |
156.000 |
-1.500 |
78 |
941 |
+13 |
Total Volume and Open Interest |
7,499 |
49,535 |
-269 |
Lean Hogs(CME) |
Apr12 |
120329 |
83.500 |
83.850 |
82.800 |
83.035 |
-0.750 |
10,976 |
26,656 |
-3,908 |
May12 |
120329 |
92.900 |
92.900 |
90.680 |
91.750 |
-1.480 |
376 |
2,806 |
-11 |
Jun12 |
120329 |
92.135 |
92.135 |
89.850 |
90.080 |
-2.100 |
23,722 |
97,677 |
-2,589 |
Jul12 |
120329 |
92.430 |
92.450 |
90.300 |
90.550 |
-2.130 |
7,051 |
30,043 |
+1,527 |
Aug12 |
120329 |
93.230 |
93.250 |
90.980 |
91.400 |
-1.900 |
4,774 |
40,410 |
+230 |
Oct12 |
120329 |
84.000 |
84.250 |
82.100 |
82.350 |
-1.830 |
3,051 |
32,880 |
+554 |
Dec12 |
120329 |
80.885 |
81.000 |
78.900 |
79.450 |
-1.500 |
2,477 |
21,777 |
-189 |
Feb13 |
120329 |
81.600 |
82.000 |
80.250 |
81.200 |
-0.800 |
670 |
7,151 |
+144 |
Total Volume and Open Interest |
53,500 |
265,875 |
-4,081 |
Class III Milk(CME) |
Mar12 |
120329 |
15.66 |
15.66 |
15.64 |
15.64 |
unch |
54 |
6,000 |
-12 |
Apr12 |
120329 |
15.68 |
15.68 |
15.50 |
15.62 |
-0.13 |
390 |
5,041 |
+138 |
May12 |
120329 |
15.43 |
15.46 |
15.18 |
15.29 |
-0.16 |
146 |
4,098 |
-10 |
Jun12 |
120329 |
15.66 |
15.66 |
15.49 |
15.52 |
-0.12 |
86 |
3,568 |
+13 |
Jul12 |
120329 |
16.17 |
16.17 |
16.07 |
16.12 |
-0.02 |
48 |
2,600 |
+5 |
Total Volume and Open Interest |
918 |
32,426 |
+158 |
Cocoa(ICE) |
May12 |
120329 |
2291 |
2297 |
2194 |
2223 |
-72 |
13,333 |
61,619 |
-1,978 |
Jul12 |
120329 |
2321 |
2322 |
2220 |
2250 |
-71 |
6,527 |
37,533 |
-151 |
Sep12 |
120329 |
2330 |
2330 |
2236 |
2263 |
-67 |
2,209 |
21,607 |
-98 |
Dec12 |
120329 |
2328 |
2338 |
2250 |
2276 |
-60 |
1,292 |
22,551 |
+105 |
Mar13 |
120329 |
2335 |
2340 |
2261 |
2280 |
-61 |
948 |
21,791 |
+423 |
May13 |
120329 |
2346 |
2348 |
2280 |
2298 |
-58 |
602 |
4,058 |
+76 |
Jul13 |
120329 |
2345 |
2355 |
2300 |
2312 |
-58 |
7 |
1,686 |
+2 |
Total Volume and Open Interest |
24,918 |
171,898 |
-1,621 |
Coffee "C"(ICE) |
May12 |
120329 |
181.50 |
183.25 |
175.90 |
176.45 |
-5.55 |
22,751 |
71,655 |
-4,199 |
Jul12 |
120329 |
183.90 |
185.90 |
178.60 |
179.15 |
-5.55 |
11,307 |
34,145 |
+207 |
Sep12 |
120329 |
187.20 |
188.30 |
181.65 |
182.05 |
-5.40 |
3,737 |
26,514 |
+301 |
Dec12 |
120329 |
192.00 |
192.20 |
185.65 |
185.95 |
-5.40 |
2,396 |
13,624 |
+330 |
Mar13 |
120329 |
195.00 |
195.90 |
189.75 |
190.10 |
-5.25 |
795 |
4,829 |
+114 |
May13 |
120329 |
198.40 |
198.45 |
192.90 |
192.95 |
-5.20 |
294 |
2,346 |
+114 |
Total Volume and Open Interest |
41,323 |
154,900 |
-3,125 |
Orange Juice(ICE) |
May12 |
120329 |
166.20 |
167.95 |
165.90 |
167.10 |
+0.10 |
550 |
16,179 |
-390 |
Jul12 |
120329 |
162.50 |
164.50 |
162.25 |
164.10 |
+0.80 |
141 |
2,280 |
+323 |
Sep12 |
120329 |
161.75 |
161.95 |
160.90 |
161.70 |
+0.45 |
5 |
1,121 |
+0 |
Nov12 |
120329 |
156.50 |
156.50 |
155.00 |
156.15 |
+0.15 |
1 |
955 |
+0 |
Jan13 |
120329 |
154.80 |
155.00 |
154.80 |
155.00 |
-0.05 |
0 |
195 |
+0 |
Mar13 |
120329 |
155.00 |
155.00 |
155.00 |
155.00 |
-0.05 |
0 |
34 |
+0 |
Total Volume and Open Interest |
697 |
20,768 |
-67 |
Sugar #11(ICE) |
May12 |
120329 |
24.35 |
24.65 |
24.18 |
24.60 |
+0.34 |
56,949 |
230,817 |
-9,053 |
Jul12 |
120329 |
23.45 |
23.74 |
23.34 |
23.68 |
+0.27 |
39,271 |
219,653 |
+4,388 |
Oct12 |
120329 |
23.47 |
23.75 |
23.38 |
23.68 |
+0.22 |
18,259 |
122,556 |
+1,651 |
Mar13 |
120329 |
24.20 |
24.36 |
24.05 |
24.31 |
+0.18 |
7,630 |
86,559 |
+710 |
May13 |
120329 |
23.88 |
24.08 |
23.79 |
24.05 |
+0.19 |
3,101 |
20,489 |
+908 |
Jul13 |
120329 |
23.64 |
23.84 |
23.56 |
23.83 |
+0.21 |
1,348 |
19,526 |
+578 |
Oct13 |
120329 |
23.67 |
23.92 |
23.58 |
23.87 |
+0.21 |
1,172 |
21,119 |
+268 |
Mar14 |
120329 |
23.63 |
24.00 |
23.63 |
23.95 |
+0.20 |
534 |
15,070 |
+342 |
Total Volume and Open Interest |
128,386 |
746,727 |
-172 |
London Cocoa(LCE) |
May12 |
120329 |
1502 |
1506 |
1455 |
1463 |
-50 |
11,938 |
44,738 |
-993 |
Jul12 |
120329 |
1513 |
1517 |
1470 |
1478 |
-45 |
9,200 |
46,209 |
+983 |
Sep12 |
120329 |
1515 |
1518 |
1474 |
1480 |
-44 |
2,773 |
27,042 |
+254 |
Dec12 |
120329 |
1516 |
1519 |
1476 |
1483 |
-41 |
1,261 |
27,274 |
+195 |
Mar13 |
120329 |
1501 |
1505 |
1462 |
1469 |
-39 |
1,368 |
29,155 |
+177 |
May13 |
120329 |
1505 |
1509 |
1473 |
1473 |
-39 |
456 |
8,552 |
+222 |
Jul13 |
120329 |
1478 |
1478 |
1478 |
1478 |
-39 |
500 |
3,949 |
+760 |
Total Volume and Open Interest |
27,746 |
190,136 |
+1,598 |
London Sugar(LCE) |
May12 |
120329 |
631.00 |
636.20 |
628.20 |
634.10 |
+1.80 |
6,219 |
30,157 |
-644 |
Aug12 |
120329 |
620.00 |
624.50 |
617.20 |
623.00 |
+1.70 |
2,964 |
16,773 |
+37 |
Oct12 |
120329 |
610.80 |
614.50 |
608.60 |
613.00 |
+0.80 |
806 |
10,257 |
-282 |
Dec12 |
120329 |
615.10 |
618.10 |
614.00 |
617.60 |
+1.20 |
258 |
3,189 |
+76 |
Mar13 |
120329 |
620.50 |
622.50 |
618.50 |
622.30 |
+0.80 |
82 |
5,165 |
+54 |
Total Volume and Open Interest |
10,421 |
66,426 |
-753 |
Cotton(ICE) |
May12 |
120329 |
94.00 |
94.39 |
93.07 |
93.54 |
-0.49 |
20,582 |
80,643 |
-5,493 |
Jul12 |
120329 |
93.63 |
94.19 |
93.28 |
93.73 |
-0.20 |
9,045 |
54,690 |
+1,786 |
Oct12 |
120329 |
92.30 |
92.68 |
92.30 |
92.68 |
-0.20 |
3 |
88 |
+2 |
Dec12 |
120329 |
90.05 |
90.79 |
89.99 |
90.72 |
+0.03 |
4,262 |
49,841 |
+2,094 |
Mar13 |
120329 |
91.37 |
91.40 |
90.83 |
91.40 |
+0.05 |
89 |
2,228 |
+31 |
May13 |
120329 |
91.05 |
91.25 |
91.05 |
91.25 |
+0.06 |
24 |
669 |
-1 |
Total Volume and Open Interest |
34,079 |
189,215 |
-1,561 |
Lumber(CME) |
May12 |
120329 |
262.9 |
265.0 |
261.0 |
261.0 |
-0.6 |
1,060 |
5,804 |
-574 |
Jul12 |
120329 |
272.1 |
273.5 |
270.0 |
273.5 |
+3.8 |
444 |
2,177 |
-40 |
Sep12 |
120329 |
277.1 |
279.4 |
277.0 |
278.1 |
+1.0 |
112 |
989 |
-5 |
Nov12 |
120329 |
276.0 |
276.2 |
275.0 |
276.0 |
+2.0 |
379 |
655 |
+50 |
Total Volume and Open Interest |
1,996 |
9,664 |
-569 |
Crude Oil(NYM) |
May12 |
120329 |
105.58 |
105.70 |
102.13 |
102.78 |
-2.63 |
209,036 |
297,487 |
+1,451 |
Jun12 |
120329 |
106.12 |
106.21 |
102.65 |
103.31 |
-2.65 |
53,510 |
161,867 |
+2,334 |
Jul12 |
120329 |
106.69 |
106.70 |
103.15 |
103.80 |
-2.65 |
21,578 |
109,827 |
+3,574 |
Aug12 |
120329 |
106.83 |
107.04 |
103.52 |
104.17 |
-2.64 |
8,962 |
76,737 |
+859 |
Sep12 |
120329 |
106.92 |
107.09 |
103.94 |
104.43 |
-2.61 |
10,635 |
59,527 |
-357 |
Oct12 |
120329 |
107.24 |
107.24 |
104.19 |
104.64 |
-2.59 |
4,065 |
44,255 |
+477 |
Nov12 |
120329 |
107.45 |
107.55 |
104.69 |
104.84 |
-2.58 |
3,835 |
34,852 |
-158 |
Dec12 |
120329 |
107.81 |
107.81 |
104.38 |
105.02 |
-2.56 |
34,362 |
189,243 |
+353 |
Jan13 |
120329 |
107.40 |
107.40 |
105.10 |
105.10 |
-2.54 |
3,253 |
43,006 |
-10 |
Feb13 |
120329 |
106.61 |
106.61 |
104.46 |
105.06 |
-2.51 |
1,736 |
22,590 |
+261 |
Mar13 |
120329 |
107.30 |
107.30 |
104.77 |
104.90 |
-2.48 |
2,562 |
32,446 |
+192 |
Apr13 |
120329 |
105.72 |
105.72 |
104.16 |
104.62 |
-2.43 |
393 |
14,893 |
+39 |
May13 |
120329 |
105.33 |
105.33 |
104.29 |
104.29 |
-2.38 |
335 |
12,908 |
+11 |
Jun13 |
120329 |
106.00 |
106.00 |
103.79 |
103.97 |
-2.35 |
11,214 |
67,225 |
-106 |
Jul13 |
120329 |
103.56 |
103.56 |
103.56 |
103.56 |
-2.31 |
197 |
11,506 |
-105 |
Aug13 |
120329 |
103.16 |
103.16 |
103.16 |
103.16 |
-2.29 |
252 |
7,241 |
+97 |
Total Volume and Open Interest |
403,832 |
1,562,147 |
+12,242 |
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 |
120329 |
105.575 |
105.700 |
102.125 |
102.775 |
-2.625 |
6,071 |
1,327 |
-63 |
Jun12 |
120329 |
106.000 |
106.250 |
102.675 |
103.300 |
-2.650 |
185 |
229 |
+4 |
Jul12 |
120329 |
106.475 |
106.500 |
103.600 |
103.800 |
-2.650 |
29 |
93 |
+15 |
Aug12 |
120329 |
105.025 |
105.025 |
103.675 |
104.175 |
-2.625 |
0 |
15 |
+0 |
Sep12 |
120329 |
104.425 |
104.425 |
104.425 |
104.425 |
-2.625 |
1 |
31 |
+0 |
Oct12 |
120329 |
104.650 |
104.650 |
104.650 |
104.650 |
-2.575 |
0 |
9 |
+0 |
Nov12 |
120329 |
104.850 |
104.850 |
104.850 |
104.850 |
-2.575 |
0 |
1 |
+0 |
Dec12 |
120329 |
104.875 |
105.025 |
104.875 |
105.025 |
-2.550 |
0 |
233 |
+0 |
Total Volume and Open Interest |
6,286 |
2,115 |
-44 |
Heating Oil(NYM) |
Apr12 |
120329 |
320.88 |
323.00 |
314.60 |
315.89 |
-4.90 |
28,049 |
17,217 |
-6,382 |
May12 |
120329 |
322.30 |
324.25 |
315.33 |
316.98 |
-5.24 |
49,721 |
92,085 |
-15 |
Jun12 |
120329 |
323.18 |
324.79 |
316.10 |
317.81 |
-5.37 |
21,182 |
62,064 |
+1,095 |
Jul12 |
120329 |
324.10 |
325.44 |
317.12 |
318.61 |
-5.47 |
10,286 |
29,536 |
+917 |
Aug12 |
120329 |
323.96 |
325.94 |
318.08 |
319.33 |
-5.52 |
6,675 |
16,385 |
-118 |
Sep12 |
120329 |
324.57 |
326.44 |
318.27 |
319.96 |
-5.53 |
5,256 |
14,948 |
-39 |
Oct12 |
120329 |
323.93 |
324.15 |
318.87 |
320.55 |
-5.54 |
1,756 |
8,882 |
+65 |
Nov12 |
120329 |
325.58 |
325.80 |
320.82 |
321.05 |
-5.57 |
1,154 |
4,656 |
-44 |
Dec12 |
120329 |
326.53 |
327.83 |
319.99 |
321.43 |
-5.60 |
4,421 |
33,857 |
+598 |
Jan13 |
120329 |
326.89 |
328.01 |
321.58 |
321.58 |
-5.62 |
887 |
5,875 |
+11 |
Feb13 |
120329 |
326.72 |
326.72 |
320.17 |
320.88 |
-5.59 |
174 |
1,038 |
+17 |
Mar13 |
120329 |
321.13 |
321.13 |
317.25 |
318.88 |
-5.54 |
183 |
1,217 |
+147 |
Total Volume and Open Interest |
129,744 |
288,588 |
-3,748 |
Gasoline(NYMEX) |
Apr12 |
120329 |
340.64 |
344.55 |
337.29 |
340.06 |
+0.51 |
28,097 |
21,148 |
-7,679 |
May12 |
120329 |
336.90 |
339.25 |
331.36 |
333.97 |
-2.24 |
51,665 |
116,941 |
+269 |
Jun12 |
120329 |
331.83 |
333.08 |
325.37 |
328.02 |
-3.20 |
28,451 |
70,631 |
+1,700 |
Jul12 |
120329 |
326.61 |
327.16 |
319.89 |
322.45 |
-3.65 |
15,633 |
43,509 |
-189 |
Aug12 |
120329 |
320.46 |
321.22 |
314.12 |
316.64 |
-3.83 |
8,937 |
25,769 |
+192 |
Sep12 |
120329 |
314.31 |
315.00 |
308.08 |
310.60 |
-3.90 |
6,667 |
25,680 |
-154 |
Oct12 |
120329 |
297.89 |
298.24 |
291.19 |
293.74 |
-3.98 |
2,968 |
19,615 |
-644 |
Nov12 |
120329 |
292.67 |
292.67 |
288.40 |
288.77 |
-3.97 |
1,576 |
7,482 |
-347 |
Dec12 |
120329 |
290.13 |
290.59 |
284.22 |
286.09 |
-3.89 |
1,571 |
21,783 |
+258 |
Jan13 |
120329 |
284.95 |
285.10 |
284.95 |
285.10 |
-3.89 |
494 |
5,363 |
+118 |
Total Volume and Open Interest |
146,888 |
368,825 |
-6,237 |
e-miNY RBOB Gasoline(NYM) |
Apr12 |
120329 |
340.10 |
340.10 |
340.06 |
340.10 |
+0.50 |
|
|
|
May12 |
120329 |
334.00 |
334.00 |
333.97 |
334.00 |
-2.20 |
|
|
|
Jun12 |
120329 |
328.00 |
328.02 |
328.00 |
328.00 |
-3.20 |
|
|
|
Jul12 |
120329 |
322.50 |
322.50 |
322.45 |
322.50 |
-3.60 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
May12 |
120329 |
2.267 |
2.277 |
2.132 |
2.149 |
-0.133 |
113,462 |
318,547 |
+1,752 |
Jun12 |
120329 |
2.391 |
2.391 |
2.253 |
2.270 |
-0.131 |
42,536 |
104,662 |
+279 |
Jul12 |
120329 |
2.504 |
2.510 |
2.373 |
2.390 |
-0.132 |
40,473 |
144,729 |
+5,866 |
Aug12 |
120329 |
2.580 |
2.580 |
2.443 |
2.459 |
-0.133 |
11,277 |
46,435 |
+727 |
Sep12 |
120329 |
2.603 |
2.603 |
2.471 |
2.486 |
-0.133 |
11,399 |
88,320 |
+4 |
Oct12 |
120329 |
2.673 |
2.679 |
2.544 |
2.559 |
-0.132 |
23,926 |
144,852 |
+1,205 |
Nov12 |
120329 |
2.898 |
2.898 |
2.788 |
2.801 |
-0.117 |
5,156 |
48,511 |
+390 |
Dec12 |
120329 |
3.244 |
3.244 |
3.135 |
3.150 |
-0.113 |
5,897 |
54,464 |
+224 |
Jan13 |
120329 |
3.380 |
3.380 |
3.282 |
3.298 |
-0.110 |
7,197 |
73,490 |
+1,014 |
Feb13 |
120329 |
3.375 |
3.387 |
3.298 |
3.309 |
-0.109 |
1,194 |
17,959 |
+38 |
Mar13 |
120329 |
3.359 |
3.360 |
3.277 |
3.292 |
-0.107 |
1,386 |
25,742 |
-261 |
Apr13 |
120329 |
3.346 |
3.348 |
3.261 |
3.274 |
-0.100 |
1,694 |
41,083 |
+112 |
May13 |
120329 |
3.373 |
3.377 |
3.306 |
3.320 |
-0.095 |
417 |
10,937 |
+62 |
Jun13 |
120329 |
3.428 |
3.428 |
3.360 |
3.375 |
-0.093 |
105 |
4,682 |
+18 |
Jul13 |
120329 |
3.478 |
3.478 |
3.414 |
3.429 |
-0.089 |
144 |
4,952 |
-18 |
Aug13 |
120329 |
3.497 |
3.497 |
3.435 |
3.451 |
-0.085 |
183 |
5,683 |
-28 |
Total Volume and Open Interest |
341,834 |
1,231,442 |
-5,476 |
Brent Crude Oil(ICE) |
May12 |
120329 |
124.23 |
124.64 |
121.37 |
122.39 |
-1.77 |
222,855 |
219,092 |
-6,711 |
Jun12 |
120329 |
123.62 |
123.89 |
120.66 |
121.63 |
-1.83 |
153,313 |
187,747 |
+5,301 |
Jul12 |
120329 |
122.97 |
123.23 |
120.06 |
120.99 |
-1.84 |
53,929 |
82,167 |
+2,468 |
Aug12 |
120329 |
122.36 |
122.56 |
119.55 |
120.34 |
-1.86 |
25,277 |
58,577 |
+475 |
Sep12 |
120329 |
121.30 |
121.76 |
118.66 |
119.58 |
-1.88 |
19,509 |
73,340 |
-1,325 |
Oct12 |
120329 |
120.84 |
120.96 |
117.93 |
118.81 |
-1.89 |
13,123 |
56,158 |
+173 |
Nov12 |
120329 |
119.94 |
120.28 |
117.48 |
118.16 |
-1.91 |
7,025 |
32,979 |
+96 |
Dec12 |
120329 |
119.26 |
119.74 |
116.64 |
117.52 |
-1.93 |
42,507 |
106,466 |
+1,782 |
Jan13 |
120329 |
118.75 |
118.89 |
116.93 |
116.93 |
-1.92 |
1,581 |
17,955 |
-87 |
Feb13 |
120329 |
116.34 |
116.34 |
116.34 |
116.34 |
-1.91 |
1,069 |
10,707 |
+57 |
Mar13 |
120329 |
115.72 |
115.72 |
115.72 |
115.72 |
-1.90 |
1,112 |
10,287 |
+247 |
Apr13 |
120329 |
115.00 |
115.06 |
115.00 |
115.06 |
-1.88 |
366 |
7,205 |
-59 |
May13 |
120329 |
114.88 |
114.88 |
114.38 |
114.38 |
-1.88 |
469 |
7,209 |
+38 |
Jun13 |
120329 |
115.59 |
115.59 |
113.09 |
113.67 |
-1.87 |
6,712 |
33,808 |
+1,251 |
Total Volume and Open Interest |
576,063 |
1,100,677 |
+5,303 |
Gas Oil(ICE) |
Apr12 |
120329 |
1024.00 |
1030.00 |
1005.50 |
1017.75 |
-6.25 |
46,878 |
91,435 |
-8,871 |
May12 |
120329 |
1025.25 |
1029.75 |
1004.75 |
1017.25 |
-7.00 |
80,507 |
125,675 |
-162 |
Jun12 |
120329 |
1024.00 |
1028.25 |
1003.75 |
1016.00 |
-7.75 |
40,763 |
62,387 |
-388 |
Jul12 |
120329 |
1024.00 |
1027.50 |
1003.00 |
1015.50 |
-8.00 |
17,408 |
35,218 |
+4,089 |
Aug12 |
120329 |
1022.00 |
1027.50 |
1003.50 |
1015.25 |
-8.75 |
7,763 |
28,687 |
-1,296 |
Sep12 |
120329 |
1024.00 |
1027.00 |
1003.00 |
1015.00 |
-9.00 |
7,525 |
24,918 |
-495 |
Oct12 |
120329 |
1022.00 |
1025.25 |
1001.50 |
1013.25 |
-9.25 |
2,650 |
16,425 |
+726 |
Nov12 |
120329 |
1020.25 |
1022.50 |
1000.75 |
1011.25 |
-9.25 |
1,677 |
13,112 |
+563 |
Dec12 |
120329 |
1017.75 |
1019.75 |
996.25 |
1008.50 |
-9.25 |
11,321 |
42,968 |
-1,632 |
Jan13 |
120329 |
1013.75 |
1017.25 |
994.50 |
1006.00 |
-9.50 |
2,005 |
15,538 |
+895 |
Total Volume and Open Interest |
222,659 |
525,578 |
-5,373 |
Ethanol(CBOT) |
Mar12 |
120305 |
2.270 |
2.289 |
2.270 |
2.289 |
+0.029 |
25 |
151 |
-37 |
Apr12 |
120329 |
2.208 |
2.208 |
2.147 |
2.150 |
-0.057 |
208 |
394 |
-104 |
May12 |
120329 |
2.221 |
2.221 |
2.157 |
2.161 |
-0.060 |
233 |
1,387 |
+45 |
Jun12 |
120329 |
2.232 |
2.232 |
2.175 |
2.181 |
-0.059 |
155 |
771 |
-14 |
Jul12 |
120329 |
2.239 |
2.239 |
2.185 |
2.194 |
-0.051 |
258 |
2,310 |
+9 |
Aug12 |
120329 |
2.225 |
2.226 |
2.176 |
2.184 |
-0.049 |
49 |
1,388 |
-9 |
Sep12 |
120329 |
2.160 |
2.160 |
2.127 |
2.127 |
-0.054 |
18 |
1,243 |
+9 |
Oct12 |
120329 |
2.073 |
2.088 |
2.038 |
2.045 |
-0.044 |
127 |
1,000 |
+30 |
Total Volume and Open Interest |
1,294 |
11,433 |
+23 |
WTI Crude Oil(ICE) |
May12 |
120329 |
105.62 |
105.71 |
102.13 |
102.78 |
-2.63 |
38,529 |
55,336 |
+747 |
Jun12 |
120329 |
106.20 |
106.23 |
102.65 |
103.31 |
-2.65 |
17,165 |
59,948 |
+238 |
Jul12 |
120329 |
106.41 |
106.72 |
103.17 |
103.80 |
-2.65 |
4,259 |
30,595 |
+405 |
Aug12 |
120329 |
106.80 |
107.02 |
103.82 |
104.17 |
-2.64 |
3,298 |
16,466 |
+273 |
Sep12 |
120329 |
106.96 |
107.14 |
104.15 |
104.43 |
-2.61 |
2,833 |
21,049 |
+546 |
Oct12 |
120329 |
107.20 |
107.20 |
104.29 |
104.64 |
-2.59 |
1,536 |
12,685 |
+201 |
Nov12 |
120329 |
106.90 |
107.30 |
104.45 |
104.84 |
-2.58 |
1,509 |
8,435 |
+98 |
Dec12 |
120329 |
107.55 |
107.68 |
104.50 |
105.02 |
-2.56 |
10,181 |
67,586 |
+1,081 |
Jan13 |
120329 |
105.69 |
105.70 |
104.97 |
105.10 |
-2.54 |
785 |
6,914 |
+375 |
Feb13 |
120329 |
105.06 |
105.06 |
105.06 |
105.06 |
-2.51 |
544 |
3,359 |
+237 |
Mar13 |
120329 |
104.90 |
104.90 |
104.90 |
104.90 |
-2.48 |
245 |
3,936 |
-68 |
Apr13 |
120329 |
104.62 |
104.62 |
104.62 |
104.62 |
-2.43 |
125 |
767 |
+51 |
May13 |
120329 |
104.29 |
104.29 |
104.29 |
104.29 |
-2.38 |
67 |
714 |
+19 |
Jun13 |
120329 |
105.88 |
105.88 |
103.74 |
103.97 |
-2.35 |
595 |
17,253 |
+208 |
Jul13 |
120329 |
103.56 |
103.56 |
103.56 |
103.56 |
-2.31 |
16 |
248 |
-3 |
Aug13 |
120329 |
103.16 |
103.16 |
103.16 |
103.16 |
-2.29 |
0 |
949 |
+0 |
Total Volume and Open Interest |
89,609 |
407,078 |
+4,950 |
US Dollar Index(ICE) |
Jun12 |
120329 |
79.275 |
79.530 |
79.125 |
79.357 |
+0.057 |
20,778 |
51,379 |
-4,646 |
Sep12 |
120329 |
79.675 |
79.732 |
79.675 |
79.732 |
+0.033 |
15 |
547 |
+5 |
Dec12 |
120329 |
80.162 |
80.162 |
80.162 |
80.162 |
+0.033 |
|
|
|
Total Volume and Open Interest |
20,793 |
51,926 |
-4,641 |
Australian Dollar(CME) |
Jun12 |
120329 |
102.98 |
103.14 |
102.14 |
102.68 |
-0.18 |
102,045 |
147,065 |
+1,549 |
Sep12 |
120329 |
101.89 |
101.89 |
101.44 |
101.73 |
-0.15 |
5 |
297 |
+2 |
Dec12 |
120329 |
100.83 |
100.94 |
100.83 |
100.83 |
-0.11 |
0 |
9 |
+0 |
Total Volume and Open Interest |
102,050 |
147,373 |
+1,551 |
British Pound(CME) |
Jun12 |
120329 |
158.81 |
159.51 |
158.52 |
159.24 |
+0.37 |
85,884 |
134,995 |
-3,517 |
Sep12 |
120329 |
158.80 |
159.30 |
158.45 |
159.15 |
+0.38 |
110 |
103 |
-16 |
Dec12 |
120329 |
159.03 |
159.03 |
158.65 |
159.03 |
+0.38 |
0 |
42 |
+0 |
Total Volume and Open Interest |
85,994 |
135,147 |
-3,533 |
Canadian Dollar(CME) |
Jun12 |
120329 |
99.97 |
100.19 |
99.63 |
99.99 |
+0.07 |
61,916 |
116,272 |
-1,755 |
Sep12 |
120329 |
99.85 |
99.95 |
99.45 |
99.79 |
+0.07 |
40 |
2,458 |
-5 |
Dec12 |
120329 |
99.22 |
99.72 |
99.22 |
99.56 |
+0.07 |
56 |
3,613 |
+20 |
Mar13 |
120329 |
99.08 |
99.45 |
99.08 |
99.35 |
+0.07 |
1 |
93 |
+0 |
Total Volume and Open Interest |
62,013 |
122,621 |
-1,740 |
Japanese Yen(CME) |
Jun12 |
120329 |
120.73 |
122.20 |
120.61 |
121.45 |
+0.56 |
99,844 |
145,201 |
+3,533 |
Sep12 |
120329 |
120.83 |
122.26 |
120.83 |
121.57 |
+0.56 |
134 |
259 |
+79 |
Dec12 |
120329 |
121.73 |
121.73 |
121.16 |
121.73 |
+0.57 |
1 |
34 |
+0 |
Total Volume and Open Interest |
99,979 |
145,497 |
+3,612 |
Swiss Franc(CME) |
Jun12 |
120329 |
110.57 |
110.83 |
110.08 |
110.34 |
-0.29 |
32,617 |
42,667 |
+1,039 |
Sep12 |
120329 |
110.48 |
110.77 |
110.48 |
110.48 |
-0.29 |
0 |
183 |
+0 |
Dec12 |
120329 |
110.65 |
110.93 |
110.65 |
110.65 |
-0.28 |
0 |
2 |
+0 |
Total Volume and Open Interest |
32,617 |
42,852 |
+1,039 |
EuroFX(CME) |
Jun12 |
120329 |
133.22 |
133.51 |
132.57 |
132.92 |
-0.36 |
182,687 |
238,721 |
+1,021 |
Sep12 |
120329 |
133.34 |
133.53 |
132.74 |
133.00 |
-0.35 |
83 |
656 |
-4 |
Dec12 |
120329 |
132.90 |
133.43 |
132.90 |
133.07 |
-0.36 |
10 |
59 |
+6 |
Total Volume and Open Interest |
182,780 |
239,446 |
+1,023 |
Mexican Peso(CME) |
Apr12 |
120329 |
778.8 |
781.2 |
778.8 |
778.8 |
-2.5 |
|
|
|
May12 |
120329 |
776.5 |
779.0 |
776.5 |
776.5 |
-2.5 |
|
|
|
Total Volume and Open Interest |
24,283 |
178,551 |
+817 |
Brazilian Real(CME) |
Apr12 |
120329 |
545.70 |
548.15 |
544.65 |
546.65 |
-0.90 |
759 |
2,280 |
-714 |
May12 |
120329 |
543.05 |
543.85 |
543.05 |
543.05 |
-0.80 |
726 |
1,276 |
+726 |
Jun12 |
120329 |
539.50 |
540.05 |
539.45 |
539.45 |
-0.65 |
17 |
2,308 |
+16 |
Jul12 |
120329 |
536.20 |
536.85 |
536.20 |
536.20 |
-0.65 |
0 |
100 |
+0 |
Total Volume and Open Interest |
1,502 |
19,535 |
+28 |
30-Year T-Bonds(CBOT) |
Jun12 |
120329 |
138~080 |
139~010 |
138~010 |
138~280 |
+0~180 |
289,264 |
570,625 |
+1,296 |
Sep12 |
120329 |
137~050 |
138~010 |
137~050 |
137~300 |
+0~200 |
88 |
142 |
+32 |
Dec12 |
120329 |
136~300 |
136~300 |
136~100 |
136~300 |
+0~200 |
|
|
|
Total Volume and Open Interest |
289,352 |
570,767 |
+1,328 |
10-Year T-Notes(CBOT) |
Jun12 |
120329 |
129~170 |
129~310 |
129~135 |
129~290 |
+0~105 |
973,085 |
1,750,460 |
-7,436 |
Sep12 |
120329 |
128~220 |
128~220 |
128~115 |
128~220 |
+0~105 |
45 |
27 |
+25 |
Dec12 |
120329 |
127~270 |
127~270 |
127~165 |
127~270 |
+0~105 |
0 |
1 |
+0 |
Total Volume and Open Interest |
973,130 |
1,750,488 |
-7,411 |
5-Year T-Notes(CBOT) |
Mar12 |
120329 |
122~104 |
122~113 |
122~090 |
122~113 |
+0~023 |
3,306 |
25,152 |
-1,415 |
Jun12 |
120329 |
122~056 |
122~087 |
122~050 |
122~085 |
+0~027 |
464,240 |
1,355,533 |
-5,840 |
Sep12 |
120329 |
121~109 |
121~109 |
121~082 |
121~109 |
+0~027 |
|
|
|
Total Volume and Open Interest |
467,546 |
1,380,685 |
-7,255 |
2 Year T-Notes(CBOT) |
Mar12 |
120329 |
110~020 |
110~021 |
110~020 |
110~021 |
unch |
3,357 |
21,900 |
-2,587 |
Jun12 |
120329 |
110~009 |
110~013 |
110~008 |
110~011 |
+0~001 |
203,857 |
794,824 |
-9,795 |
Sep12 |
120329 |
109~091 |
109~091 |
109~090 |
109~091 |
+0~001 |
|
|
|
Total Volume and Open Interest |
207,214 |
816,724 |
-12,382 |
Eurodollars(CME) |
Jun12 |
120329 |
99.550 |
99.555 |
99.525 |
99.535 |
-0.015 |
150,789 |
1,072,482 |
+3,884 |
Sep12 |
120329 |
99.525 |
99.530 |
99.500 |
99.510 |
-0.020 |
129,241 |
919,371 |
+13,861 |
Dec12 |
120329 |
99.495 |
99.495 |
99.470 |
99.480 |
-0.015 |
174,409 |
975,809 |
+15,298 |
Mar13 |
120329 |
99.455 |
99.460 |
99.440 |
99.450 |
-0.010 |
152,779 |
663,505 |
+16,357 |
Jun13 |
120329 |
99.395 |
99.405 |
99.380 |
99.395 |
-0.005 |
171,080 |
676,840 |
-6,086 |
Sep13 |
120329 |
99.320 |
99.325 |
99.300 |
99.320 |
unch |
158,432 |
573,778 |
-1,208 |
Dec13 |
120329 |
99.220 |
99.240 |
99.205 |
99.230 |
+0.005 |
158,177 |
550,190 |
+6,520 |
Mar14 |
120329 |
99.120 |
99.145 |
99.105 |
99.140 |
+0.015 |
162,951 |
467,413 |
+11,837 |
Jun14 |
120329 |
98.990 |
99.030 |
98.975 |
99.025 |
+0.025 |
151,328 |
356,139 |
+17,707 |
Sep14 |
120329 |
98.845 |
98.895 |
98.830 |
98.890 |
+0.035 |
116,802 |
342,338 |
+10,905 |
Dec14 |
120329 |
98.665 |
98.730 |
98.650 |
98.725 |
+0.050 |
112,612 |
309,853 |
+1,691 |
Mar15 |
120329 |
98.485 |
98.565 |
98.475 |
98.560 |
+0.060 |
80,635 |
225,049 |
+1,331 |
Jun15 |
120329 |
6.545 |
0.081 |
6.530 |
0.076 |
+0.070 |
86,577 |
263,606 |
-2,557 |
Sep15 |
120329 |
6.355 |
6.460 |
6.345 |
6.450 |
+0.075 |
51,388 |
180,105 |
+7,741 |
Dec15 |
120329 |
6.180 |
6.280 |
6.165 |
6.275 |
+0.080 |
34,786 |
164,234 |
-1,552 |
Mar16 |
120329 |
6.015 |
6.125 |
6.010 |
6.120 |
+0.080 |
21,928 |
87,946 |
-1,326 |
Jun16 |
120329 |
5.860 |
5.965 |
5.855 |
5.960 |
+0.080 |
12,268 |
96,321 |
+150 |
Sep16 |
120329 |
5.695 |
5.810 |
5.695 |
5.800 |
+0.080 |
13,742 |
74,435 |
+1,445 |
Total Volume and Open Interest |
1,968,081 |
8,259,216 |
+95,865 |
30 Day Federal Funds(CBOT) |
Mar12 |
120329 |
99.872 |
99.872 |
99.870 |
99.870 |
unch |
222 |
59,679 |
-45 |
Apr12 |
120329 |
99.870 |
99.875 |
99.870 |
99.870 |
unch |
6,187 |
53,590 |
+995 |
May12 |
120329 |
99.875 |
99.875 |
99.870 |
99.870 |
unch |
2,056 |
53,909 |
-16 |
Jun12 |
120329 |
99.865 |
99.870 |
99.865 |
99.865 |
unch |
833 |
42,762 |
-4 |
Jul12 |
120329 |
99.855 |
99.865 |
99.850 |
99.855 |
unch |
1,305 |
48,601 |
+347 |
Aug12 |
120329 |
99.850 |
99.855 |
99.845 |
99.850 |
unch |
1,417 |
37,509 |
-685 |
Total Volume and Open Interest |
26,016 |
571,439 |
+1,228 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120329 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
120329 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
120329 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
120329 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120329 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Sep13 |
120329 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Dec13 |
120329 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120329 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120329 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Sep14 |
120329 |
99.220 |
99.220 |
99.220 |
99.220 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun12 |
120329 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,570 |
+0 |
Sep12 |
120329 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
4 |
794 |
+0 |
Dec12 |
120329 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
515 |
+0 |
Mar13 |
120329 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
181 |
+0 |
Jun13 |
120329 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
217 |
+0 |
Sep13 |
120329 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
325 |
+0 |
Dec13 |
120329 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
406 |
+0 |
Mar14 |
120329 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
4 |
5,008 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120329 |
141.95 |
142.01 |
141.78 |
141.97 |
+0.04 |
3,995 |
16,795 |
-1,085 |
Sep12 |
120329 |
141.37 |
141.37 |
141.37 |
141.37 |
+0.04 |
0 |
5 |
+0 |
Dec12 |
120329 |
139.28 |
139.28 |
139.28 |
139.28 |
+0.04 |
0 |
4 |
+0 |
Total Volume and Open Interest |
3,995 |
16,804 |
-1,085 |
Euro-Bund(EUREX) |
Jun12 |
120329 |
137.88 |
138.43 |
137.73 |
138.31 |
+0.45 |
729,973 |
807,088 |
+8,349 |
Sep12 |
120329 |
136.55 |
136.95 |
136.38 |
136.87 |
+0.45 |
15 |
1,203 |
+3 |
Dec12 |
120329 |
136.86 |
136.86 |
136.86 |
136.86 |
+0.45 |
|
|
|
Total Volume and Open Interest |
729,988 |
808,291 |
+8,352 |
Euro-Bobl(EUREX) |
Jun12 |
120329 |
123.88 |
124.14 |
123.78 |
124.08 |
+0.22 |
360,583 |
778,012 |
-597 |
Sep12 |
120329 |
124.12 |
124.12 |
124.12 |
124.12 |
+0.29 |
52 |
57 |
+1 |
Dec12 |
120329 |
124.03 |
124.03 |
124.03 |
124.03 |
+0.22 |
|
|
|
Total Volume and Open Interest |
360,635 |
778,069 |
-596 |
3-Mth Euribor(EUREX) |
Mar12 |
120319 |
99.150 |
99.158 |
99.150 |
99.158 |
+0.007 |
331 |
1,109 |
-331 |
Jun12 |
120329 |
99.360 |
99.360 |
99.330 |
99.335 |
-0.025 |
61 |
1,668 |
-34 |
Sep12 |
120329 |
99.345 |
99.345 |
99.340 |
99.340 |
-0.020 |
46 |
1,404 |
-44 |
Total Volume and Open Interest |
184 |
5,829 |
-200 |
Long Gilt(LIFFE) |
Jun12 |
120329 |
114~05 |
114~20 |
114~04 |
114~13 |
+0~08 |
124,656 |
275,913 |
+3,660 |
Sep12 |
120329 |
113~15 |
113~15 |
113~15 |
113~15 |
-2~09 |
|
|
|
Total Volume and Open Interest |
124,679 |
287,166 |
+3,416 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120329 |
99.07 |
99.08 |
99.05 |
99.05 |
-0.02 |
34,575 |
263,096 |
+783 |
Sep12 |
120329 |
99.11 |
99.11 |
99.09 |
99.09 |
-0.01 |
72,290 |
288,945 |
+7,844 |
Dec12 |
120329 |
99.09 |
99.10 |
99.08 |
99.08 |
-0.01 |
41,780 |
240,942 |
-6,598 |
Mar13 |
120329 |
99.07 |
99.08 |
99.05 |
99.06 |
unch |
50,645 |
233,038 |
+6,850 |
Jun13 |
120329 |
99.01 |
99.03 |
98.99 |
99.02 |
+0.01 |
48,236 |
209,994 |
+7,304 |
Sep13 |
120329 |
98.95 |
98.97 |
98.93 |
98.96 |
+0.02 |
50,053 |
162,364 |
-4,124 |
Total Volume and Open Interest |
398,743 |
1,897,334 |
+19,865 |
3-Mth Euribor(LIFFE) |
Jun12 |
120329 |
99.360 |
99.365 |
99.325 |
99.335 |
-0.025 |
91,980 |
532,764 |
+2,200 |
Sep12 |
120329 |
99.365 |
99.370 |
99.325 |
99.340 |
-0.020 |
62,638 |
512,495 |
+4,675 |
Dec12 |
120329 |
99.325 |
99.335 |
99.285 |
99.300 |
-0.020 |
51,911 |
371,910 |
+2,340 |
Total Volume and Open Interest |
521,675 |
3,056,434 |
+11,071 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120329 |
95.81 |
95.91 |
95.79 |
95.89 |
+0.08 |
14,032 |
186,233 |
+1,329 |
Sep12 |
120329 |
95.92 |
96.04 |
95.90 |
96.03 |
+0.11 |
18,192 |
162,509 |
-627 |
Dec12 |
120329 |
95.98 |
96.12 |
95.95 |
96.11 |
+0.13 |
8,111 |
94,397 |
+371 |
Mar13 |
120329 |
95.98 |
96.14 |
95.96 |
96.12 |
+0.14 |
3,275 |
56,514 |
+196 |
Jun13 |
120329 |
95.93 |
96.07 |
95.91 |
96.07 |
+0.14 |
2,167 |
55,102 |
-42 |
Sep13 |
120329 |
95.85 |
95.99 |
95.85 |
95.99 |
+0.14 |
2,286 |
37,490 |
-765 |
Dec13 |
120329 |
95.76 |
95.90 |
95.75 |
95.90 |
+0.13 |
2,916 |
25,703 |
-111 |
Mar14 |
120329 |
95.69 |
95.82 |
95.69 |
95.82 |
+0.12 |
1,201 |
16,175 |
-146 |
Jun14 |
120329 |
95.64 |
95.73 |
95.64 |
95.73 |
+0.11 |
14 |
1,012 |
+0 |
Sep14 |
120329 |
95.55 |
95.65 |
95.55 |
95.65 |
+0.09 |
0 |
517 |
+0 |
Total Volume and Open Interest |
52,194 |
635,974 |
+205 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120329 |
95.86 |
95.95 |
95.84 |
95.95 |
+0.09 |
52,252 |
350,337 |
+10,386 |
Sep12 |
120329 |
95.95 |
95.95 |
95.95 |
95.95 |
+0.09 |
|
|
|
Total Volume and Open Interest |
52,252 |
350,337 |
+10,386 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120329 |
96.41 |
96.52 |
96.38 |
96.51 |
+0.10 |
168,445 |
427,537 |
+47,563 |
Sep12 |
120329 |
96.51 |
96.51 |
96.51 |
96.51 |
+0.10 |
|
|
|
Total Volume and Open Interest |
168,445 |
427,537 |
+47,563 |
Gold(CMX) |
Apr12 |
120329 |
1661.8 |
1664.5 |
1644.3 |
1652.2 |
-5.7 |
175,344 |
68,524 |
-44,875 |
Jun12 |
120329 |
1664.6 |
1666.9 |
1646.7 |
1654.9 |
-5.6 |
79,720 |
193,335 |
+24,052 |
Aug12 |
120329 |
1668.3 |
1668.3 |
1649.4 |
1657.2 |
-5.7 |
6,825 |
34,843 |
+2,038 |
Oct12 |
120329 |
1667.6 |
1667.6 |
1652.5 |
1659.2 |
-5.7 |
829 |
12,439 |
-88 |
Dec12 |
120329 |
1672.6 |
1673.5 |
1653.5 |
1661.3 |
-5.7 |
2,413 |
32,082 |
+432 |
Feb13 |
120329 |
1671.7 |
1671.7 |
1655.9 |
1663.3 |
-5.7 |
1,983 |
11,799 |
-1,367 |
Apr13 |
120329 |
1674.9 |
1674.9 |
1665.3 |
1665.3 |
-5.6 |
243 |
8,854 |
+122 |
Jun13 |
120329 |
1661.2 |
1667.8 |
1661.2 |
1667.8 |
-5.7 |
320 |
10,661 |
+53 |
Aug13 |
120329 |
1670.4 |
1670.4 |
1670.4 |
1670.4 |
-5.7 |
0 |
257 |
+0 |
Oct13 |
120329 |
1673.3 |
1673.3 |
1673.3 |
1673.3 |
-5.7 |
|
|
|
Dec13 |
120329 |
1669.0 |
1676.4 |
1669.0 |
1676.4 |
-5.6 |
1,760 |
8,405 |
-251 |
Feb14 |
120329 |
1680.0 |
1680.0 |
1680.0 |
1680.0 |
|
|
|
|
Silver(CMX) |
May12 |
120329 |
3205.5 |
3230.0 |
3163.0 |
3199.2 |
+16.1 |
33,102 |
51,111 |
-1,834 |
Jul12 |
120329 |
3206.0 |
3232.0 |
3170.0 |
3204.8 |
+16.3 |
4,037 |
16,959 |
+289 |
Sep12 |
120329 |
3216.0 |
3216.0 |
3196.5 |
3209.7 |
+16.4 |
1,185 |
5,127 |
-204 |
Dec12 |
120329 |
3215.0 |
3243.0 |
3180.0 |
3214.8 |
+16.6 |
514 |
16,043 |
+51 |
Mar13 |
120329 |
3220.0 |
3220.5 |
3216.8 |
3216.8 |
+16.8 |
10 |
2,395 |
+0 |
May13 |
120329 |
3216.8 |
3216.8 |
3216.8 |
3216.8 |
+16.7 |
10 |
1,279 |
+0 |
Jul13 |
120329 |
3202.0 |
3215.9 |
3202.0 |
3215.9 |
+16.8 |
52 |
3,005 |
-20 |
Total Volume and Open Interest |
39,764 |
109,859 |
-1,533 |
Platinum(NYMEX) |
Apr12 |
120329 |
1635.7 |
1643.7 |
1620.3 |
1622.7 |
-12.5 |
10,043 |
7,676 |
-4,450 |
Jul12 |
120329 |
1640.8 |
1650.0 |
1626.2 |
1628.3 |
-12.3 |
7,754 |
33,231 |
+3,985 |
Oct12 |
120329 |
1640.8 |
1650.4 |
1632.3 |
1632.3 |
-11.8 |
78 |
929 |
+72 |
Jan13 |
120329 |
1647.9 |
1649.0 |
1635.2 |
1635.2 |
-11.8 |
0 |
19 |
+0 |
Total Volume and Open Interest |
17,875 |
41,855 |
-393 |
Palladium(NYMEX) |
Jun12 |
120329 |
647.05 |
655.00 |
641.20 |
644.55 |
-2.80 |
2,812 |
19,882 |
-201 |
Sep12 |
120329 |
646.05 |
646.05 |
646.05 |
646.05 |
-2.80 |
10 |
501 |
+9 |
Dec12 |
120329 |
649.65 |
649.65 |
647.40 |
647.40 |
-2.80 |
5 |
34 |
+2 |
Total Volume and Open Interest |
2,853 |
20,439 |
-195 |
Copper(CMX) |
May12 |
120329 |
380.10 |
381.80 |
376.20 |
379.65 |
+0.40 |
43,659 |
77,184 |
-2,516 |
Jul12 |
120329 |
381.40 |
382.40 |
377.65 |
380.60 |
+0.35 |
9,094 |
31,088 |
+2,810 |
Sep12 |
120329 |
381.80 |
383.50 |
378.20 |
381.55 |
+0.35 |
2,215 |
19,249 |
-29 |
Dec12 |
120329 |
383.55 |
383.55 |
379.70 |
382.40 |
+0.25 |
1,302 |
10,614 |
+590 |
Mar13 |
120329 |
383.05 |
383.05 |
383.05 |
383.05 |
+0.15 |
11 |
1,854 |
+0 |
Total Volume and Open Interest |
57,297 |
152,037 |
+840 |
DJIA Index(CBOT) |
Jun12 |
120329 |
13064 |
13080 |
12970 |
13078 |
+25 |
1,647 |
10,994 |
-112 |
Sep12 |
120329 |
13009 |
13009 |
12984 |
13009 |
+25 |
0 |
2 |
+0 |
Dec12 |
120329 |
12928 |
12928 |
12903 |
12928 |
+25 |
0 |
1 |
+0 |
Mar13 |
120329 |
12861 |
12861 |
12836 |
12861 |
+25 |
|
|
|
Total Volume and Open Interest |
1,647 |
10,997 |
-112 |
E-mini DJIA Index(CBOT) |
Mar12 |
120316 |
13233 |
13302 |
13226 |
13302 |
+64 |
25,062 |
50,291 |
-5,458 |
Jun12 |
120329 |
13051 |
13087 |
12965 |
13078 |
+25 |
87,238 |
106,553 |
-4,819 |
Sep12 |
120329 |
12932 |
13009 |
12907 |
13009 |
+25 |
15 |
161 |
-1 |
Dec12 |
120329 |
12928 |
12928 |
12928 |
12928 |
+25 |
0 |
23 |
+0 |
Total Volume and Open Interest |
87,253 |
106,737 |
-4,820 |
S & P 500(CME) |
Jun12 |
120329 |
1399.40 |
1403.80 |
1386.50 |
1398.20 |
-2.00 |
11,056 |
223,952 |
+1,595 |
Sep12 |
120329 |
1390.00 |
1392.40 |
1380.40 |
1392.00 |
-1.90 |
1 |
1,392 |
-2 |
Dec12 |
120329 |
1385.50 |
1385.50 |
1373.90 |
1385.50 |
-1.90 |
0 |
835 |
+0 |
Mar13 |
120329 |
1379.50 |
1379.50 |
1367.90 |
1379.50 |
-1.90 |
|
|
|
Total Volume and Open Interest |
11,057 |
226,179 |
+1,593 |
S & P 500 E-Mini(Globex) |
Jun12 |
120329 |
1399.50 |
1404.00 |
1386.25 |
1398.25 |
-2.00 |
1,251,826 |
2,722,273 |
+19,928 |
Sep12 |
120329 |
1393.50 |
1397.25 |
1380.50 |
1392.00 |
-2.00 |
2,904 |
9,346 |
+1,754 |
Total Volume and Open Interest |
1,254,838 |
2,732,746 |
+21,778 |
NASDAQ 100(CME) |
Jun12 |
120329 |
2768.80 |
2773.00 |
2737.50 |
2758.30 |
-9.70 |
748 |
10,348 |
+499 |
Sep12 |
120329 |
2752.30 |
2762.00 |
2736.00 |
2752.30 |
-9.70 |
1 |
0 |
-1 |
Dec12 |
120329 |
2746.80 |
2756.50 |
2746.80 |
2746.80 |
-9.70 |
|
|
|
Total Volume and Open Interest |
749 |
10,348 |
+498 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120329 |
2765.30 |
2773.30 |
2737.00 |
2758.30 |
-9.70 |
179,109 |
434,823 |
-7,578 |
Sep12 |
120329 |
2755.50 |
2755.50 |
2735.00 |
2752.30 |
-9.70 |
814 |
827 |
+788 |
Total Volume and Open Interest |
179,923 |
435,674 |
-6,790 |
S & P Midcap 400(CME) |
Jun12 |
120329 |
993.40 |
995.00 |
981.00 |
993.40 |
+0.90 |
0 |
1,081 |
+0 |
Sep12 |
120329 |
990.60 |
990.60 |
989.70 |
990.60 |
+0.90 |
|
|
|
Dec12 |
120329 |
988.60 |
988.60 |
987.70 |
988.60 |
+0.90 |
|
|
|
Total Volume and Open Interest |
0 |
1,081 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120329 |
10160 |
10180 |
10035 |
10115 |
-35 |
3,955 |
45,659 |
-10 |
Sep12 |
120329 |
10130 |
10165 |
10130 |
10130 |
-35 |
|
|
|
Total Volume and Open Interest |
3,955 |
45,659 |
-10 |
Nikkei 225(SGX) |
Jun12 |
120329 |
10140 |
10190 |
10085 |
10110 |
-40 |
131,498 |
242,498 |
+4,317 |
Sep12 |
120329 |
10150 |
10150 |
10095 |
10110 |
-35 |
35 |
2,535 |
-173 |
Dec12 |
120329 |
10050 |
10050 |
10050 |
10050 |
-40 |
0 |
5,902 |
+0 |
Total Volume and Open Interest |
133,611 |
264,840 |
+5,337 |
CAC 40(EURONEXT) |
Apr12 |
120329 |
3423.5 |
3434.5 |
3372.0 |
3379.0 |
-49.5 |
89,534 |
359,385 |
-694 |
May12 |
120329 |
3367.5 |
3376.5 |
3316.5 |
3322.0 |
-49.0 |
72 |
3,268 |
+25 |
Jun12 |
120329 |
3336.5 |
3344.5 |
3293.5 |
3294.5 |
-49.0 |
236 |
29,654 |
+239 |
Total Volume and Open Interest |
89,842 |
392,425 |
-428 |
Hang Seng Index(HKFE) |
Mar12 |
120329 |
20688 |
20688 |
20585 |
20615 |
-287 |
115,403 |
60,326 |
-22,619 |
Apr12 |
120329 |
20688 |
20688 |
20495 |
20542 |
-358 |
56,548 |
68,467 |
+39,737 |
Total Volume and Open Interest |
172,960 |
135,400 |
+17,519 |
DAX(EUREX) |
Mar12 |
120316 |
7150.0 |
7196.5 |
7142.5 |
7193.0 |
+47.0 |
223,147 |
80,206 |
-30,186 |
Jun12 |
120329 |
6982.5 |
7007.5 |
6854.5 |
6893.0 |
-125.5 |
124,398 |
159,506 |
-2,711 |
Sep12 |
120329 |
6990.5 |
7004.0 |
6871.0 |
6902.0 |
-126.0 |
198 |
3,260 |
+60 |
Total Volume and Open Interest |
124,608 |
162,823 |
-2,641 |
FT-SE 100(EURONEXT) |
Jun12 |
120329 |
5752.00 |
5767.00 |
5679.00 |
5693.00 |
-75.00 |
114,314 |
627,578 |
-2,797 |
Sep12 |
120329 |
5686.50 |
5686.50 |
5640.00 |
5652.50 |
-75.00 |
2 |
536 |
+2 |
Dec12 |
120329 |
5615.50 |
5629.00 |
5615.50 |
5629.00 |
-75.00 |
61 |
92 |
+0 |
Total Volume and Open Interest |
114,377 |
628,206 |
-2,795 |
SPI 200(SFE) |
Mar12 |
120315 |
4288.0 |
4295.0 |
4258.0 |
4283.0 |
-10.0 |
97,969 |
170,192 |
-55,104 |
Jun12 |
120329 |
4357.0 |
4372.0 |
4314.0 |
4340.0 |
-15.0 |
35,301 |
194,631 |
+853 |
Sep12 |
120329 |
4319.0 |
4336.0 |
4298.0 |
4310.0 |
-17.0 |
130 |
2,148 |
+59 |
Total Volume and Open Interest |
35,593 |
200,506 |
+988 |
GSCI(CME) |
Apr12 |
120329 |
692.50 |
692.50 |
682.00 |
682.00 |
-12.50 |
238 |
10,021 |
+22 |
May12 |
120329 |
682.70 |
695.05 |
682.70 |
682.70 |
-12.30 |
102 |
179 |
+100 |
Jun12 |
120329 |
683.50 |
696.05 |
683.50 |
683.50 |
-12.50 |
|
|
|
Total Volume and Open Interest |
340 |
10,200 |
+122 |
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. |
|
|