|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed April 04, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120404 |
1414.50 |
1429.75 |
1408.25 |
1419.50 |
+2.75 |
136,790 |
231,089 |
-5,461 |
Jul12 |
120404 |
1419.00 |
1433.75 |
1412.75 |
1423.75 |
+2.50 |
74,212 |
165,373 |
+4,116 |
Aug12 |
120404 |
1412.25 |
1425.00 |
1406.00 |
1416.75 |
+3.25 |
5,981 |
10,451 |
+589 |
Sep12 |
120404 |
1393.25 |
1401.50 |
1387.25 |
1392.75 |
-0.25 |
2,295 |
7,146 |
+197 |
Nov12 |
120404 |
1376.00 |
1385.00 |
1369.75 |
1375.50 |
-3.25 |
77,619 |
199,951 |
+10,438 |
Jan13 |
120404 |
1377.00 |
1382.50 |
1368.50 |
1374.50 |
-2.25 |
10,372 |
34,665 |
+3,536 |
Mar13 |
120404 |
1360.00 |
1366.25 |
1352.50 |
1361.50 |
-0.25 |
11,332 |
42,740 |
+4,406 |
May13 |
120404 |
1341.75 |
1349.50 |
1335.50 |
1347.50 |
+3.25 |
5,936 |
20,014 |
+220 |
Jul13 |
120404 |
1337.00 |
1346.50 |
1333.50 |
1344.50 |
+5.25 |
6,185 |
21,276 |
+2,937 |
Aug13 |
120404 |
1317.25 |
1317.25 |
1317.25 |
1317.25 |
unch |
24 |
90 |
+10 |
Sep13 |
120404 |
1287.00 |
1288.00 |
1287.00 |
1287.00 |
-1.00 |
72 |
127 |
+15 |
Nov13 |
120404 |
1260.75 |
1266.00 |
1252.25 |
1259.50 |
-1.50 |
1,086 |
8,472 |
+322 |
Jan14 |
120404 |
1263.75 |
1265.25 |
1263.75 |
1263.75 |
-1.50 |
9 |
158 |
+0 |
Mar14 |
120404 |
1263.75 |
1265.25 |
1263.75 |
1263.75 |
-1.50 |
0 |
3 |
+0 |
Total Volume and Open Interest |
331,933 |
742,061 |
+21,337 |
Soybean Meal(CBOT) |
May12 |
120404 |
386.70 |
392.70 |
385.80 |
388.20 |
+1.70 |
46,376 |
126,857 |
-2,428 |
Jul12 |
120404 |
388.10 |
393.50 |
387.20 |
389.00 |
+1.10 |
18,226 |
48,433 |
-152 |
Aug12 |
120404 |
384.90 |
389.60 |
384.80 |
385.80 |
+0.90 |
1,282 |
8,650 |
+34 |
Sep12 |
120404 |
379.70 |
383.30 |
378.50 |
379.50 |
+0.20 |
1,340 |
9,257 |
+320 |
Oct12 |
120404 |
372.10 |
376.00 |
370.20 |
371.20 |
-0.70 |
930 |
5,503 |
+38 |
Dec12 |
120404 |
371.60 |
376.40 |
369.80 |
370.90 |
-0.70 |
13,414 |
34,779 |
+337 |
Jan13 |
120404 |
368.00 |
369.40 |
367.10 |
367.10 |
unch |
863 |
3,916 |
-64 |
Mar13 |
120404 |
360.60 |
365.80 |
359.90 |
361.50 |
+0.90 |
1,068 |
5,850 |
-129 |
May13 |
120404 |
354.40 |
357.30 |
352.80 |
354.70 |
+1.90 |
931 |
3,333 |
-3 |
Jul13 |
120404 |
352.60 |
356.70 |
351.20 |
353.40 |
+2.20 |
741 |
2,311 |
+292 |
Total Volume and Open Interest |
85,555 |
252,062 |
-1,741 |
Soybean Oil(CBOT) |
May12 |
120404 |
56.00 |
56.45 |
55.71 |
56.02 |
+0.12 |
66,919 |
152,069 |
-12 |
Jul12 |
120404 |
56.39 |
56.86 |
56.11 |
56.43 |
+0.14 |
26,383 |
98,307 |
+17 |
Aug12 |
120404 |
56.70 |
57.01 |
56.31 |
56.62 |
+0.13 |
2,355 |
14,487 |
+83 |
Sep12 |
120404 |
56.71 |
57.14 |
56.45 |
56.76 |
+0.11 |
2,220 |
11,059 |
+429 |
Oct12 |
120404 |
56.90 |
57.20 |
56.75 |
56.83 |
+0.08 |
446 |
8,593 |
+168 |
Dec12 |
120404 |
57.12 |
57.46 |
56.80 |
57.06 |
+0.04 |
13,424 |
59,554 |
-532 |
Jan13 |
120404 |
57.55 |
57.57 |
57.19 |
57.26 |
+0.07 |
300 |
2,623 |
-54 |
Mar13 |
120404 |
57.20 |
57.74 |
57.20 |
57.51 |
+0.13 |
1,932 |
6,690 |
+318 |
May13 |
120404 |
57.28 |
57.77 |
57.27 |
57.56 |
+0.16 |
601 |
2,879 |
+126 |
Jul13 |
120404 |
57.41 |
57.78 |
57.09 |
57.60 |
+0.15 |
416 |
3,558 |
+159 |
Total Volume and Open Interest |
115,769 |
364,433 |
+986 |
Canola(WCE) |
May12 |
120404 |
621.6 |
625.4 |
616.8 |
620.7 |
+0.2 |
11,527 |
65,929 |
-2,915 |
Jul12 |
120404 |
617.5 |
621.6 |
613.5 |
616.6 |
-0.9 |
7,848 |
49,641 |
+1,782 |
Nov12 |
120404 |
580.0 |
586.1 |
575.5 |
581.1 |
+0.2 |
6,776 |
77,994 |
+2,501 |
Jan13 |
120404 |
582.0 |
589.9 |
579.7 |
585.5 |
+1.1 |
518 |
10,986 |
+71 |
Mar13 |
120404 |
587.1 |
593.4 |
587.1 |
590.1 |
+2.3 |
152 |
5,453 |
+94 |
Total Volume and Open Interest |
26,854 |
213,363 |
+1,549 |
Corn(CBOT) |
May12 |
120404 |
661.00 |
663.75 |
650.75 |
656.75 |
-1.50 |
213,267 |
423,185 |
-11,437 |
Jul12 |
120404 |
655.00 |
658.00 |
645.00 |
650.75 |
-2.25 |
106,549 |
350,529 |
+8,431 |
Sep12 |
120404 |
569.25 |
571.25 |
558.75 |
564.75 |
-3.75 |
34,207 |
148,695 |
+4,559 |
Dec12 |
120404 |
545.00 |
548.00 |
538.00 |
544.25 |
-1.25 |
62,910 |
322,500 |
+404 |
Mar13 |
120404 |
555.00 |
558.25 |
549.25 |
554.75 |
-0.75 |
3,411 |
50,286 |
+321 |
May13 |
120404 |
563.00 |
563.50 |
559.25 |
562.75 |
-0.75 |
676 |
7,860 |
+294 |
Jul13 |
120404 |
571.00 |
571.00 |
564.25 |
569.25 |
-1.75 |
951 |
9,080 |
+516 |
Sep13 |
120404 |
546.00 |
549.50 |
545.00 |
549.00 |
-0.50 |
67 |
1,224 |
+46 |
Dec13 |
120404 |
549.00 |
549.00 |
540.25 |
546.25 |
-1.00 |
1,593 |
24,293 |
+851 |
Mar14 |
120404 |
557.50 |
558.50 |
557.50 |
557.50 |
-1.00 |
7 |
527 |
-2 |
Total Volume and Open Interest |
423,711 |
1,341,955 |
+3,968 |
Wheat(CBOT) |
May12 |
120404 |
658.50 |
658.75 |
635.50 |
639.25 |
-18.75 |
79,665 |
159,459 |
-4,278 |
Jul12 |
120404 |
669.25 |
669.50 |
645.75 |
649.75 |
-19.25 |
39,325 |
145,210 |
+5,960 |
Sep12 |
120404 |
684.00 |
684.00 |
660.75 |
663.75 |
-19.75 |
9,388 |
58,837 |
+1,796 |
Dec12 |
120404 |
705.00 |
705.25 |
682.00 |
685.50 |
-19.50 |
11,039 |
78,794 |
+1,477 |
Mar13 |
120404 |
720.25 |
720.50 |
698.75 |
701.50 |
-19.00 |
777 |
12,608 |
+15 |
May13 |
120404 |
716.00 |
727.50 |
708.00 |
712.25 |
-15.25 |
219 |
807 |
-21 |
Total Volume and Open Interest |
140,645 |
464,773 |
+4,924 |
Wheat(KCBT) |
May12 |
120404 |
690.00 |
690.50 |
669.00 |
669.50 |
-20.50 |
10,860 |
40,287 |
-1,304 |
Jul12 |
120404 |
699.00 |
700.00 |
678.75 |
679.00 |
-20.50 |
9,443 |
65,260 |
+2,301 |
Sep12 |
120404 |
714.25 |
714.25 |
694.00 |
694.50 |
-20.00 |
1,778 |
14,604 |
+703 |
Dec12 |
120404 |
735.00 |
735.00 |
715.50 |
715.75 |
-19.75 |
1,045 |
19,195 |
+101 |
Mar13 |
120404 |
746.25 |
746.25 |
729.50 |
730.25 |
-19.75 |
154 |
1,166 |
+86 |
May13 |
120404 |
743.50 |
745.00 |
733.00 |
734.25 |
-23.75 |
1 |
236 |
+0 |
Total Volume and Open Interest |
23,291 |
141,404 |
+1,897 |
Wheat(MGE) |
May12 |
120404 |
848.75 |
849.50 |
843.25 |
845.75 |
-4.50 |
3,298 |
10,572 |
-434 |
Jul12 |
120404 |
843.00 |
845.00 |
838.00 |
840.75 |
-4.75 |
1,732 |
11,142 |
+372 |
Sep12 |
120404 |
833.00 |
833.00 |
824.50 |
828.25 |
-5.00 |
1,738 |
10,078 |
+233 |
Dec12 |
120404 |
825.00 |
827.50 |
817.75 |
819.00 |
-9.00 |
1,138 |
6,357 |
+106 |
Mar13 |
120404 |
821.00 |
826.50 |
814.50 |
815.25 |
-11.00 |
238 |
741 |
+40 |
Total Volume and Open Interest |
8,145 |
38,905 |
+317 |
Oats(CBOT) |
May12 |
120404 |
336.75 |
338.00 |
332.25 |
335.00 |
-1.00 |
1,161 |
4,817 |
-650 |
Jul12 |
120404 |
335.75 |
335.75 |
330.50 |
333.25 |
-2.50 |
750 |
3,338 |
+423 |
Sep12 |
120404 |
333.25 |
335.00 |
333.25 |
333.25 |
-1.75 |
5 |
246 |
-1 |
Dec12 |
120404 |
340.00 |
341.00 |
336.00 |
339.00 |
-2.00 |
29 |
2,228 |
+21 |
Total Volume and Open Interest |
1,945 |
10,636 |
-207 |
Rough Rice(CBOT) |
May12 |
120404 |
14.93 |
14.96 |
14.65 |
14.90 |
-0.03 |
1,120 |
9,603 |
-27 |
Jul12 |
120404 |
15.20 |
15.22 |
14.92 |
15.18 |
-0.02 |
731 |
5,048 |
+431 |
Sep12 |
120404 |
15.43 |
15.43 |
15.20 |
15.40 |
-0.04 |
40 |
1,481 |
-7 |
Nov12 |
120404 |
15.65 |
15.65 |
15.46 |
15.63 |
-0.02 |
5 |
78 |
-4 |
Total Volume and Open Interest |
1,896 |
16,218 |
+393 |
Live Cattle(CME) |
Apr12 |
120404 |
119.750 |
120.230 |
117.550 |
117.900 |
-1.900 |
11,337 |
37,351 |
-1,889 |
Jun12 |
120404 |
115.980 |
116.400 |
114.400 |
115.135 |
-0.915 |
33,243 |
150,350 |
+321 |
Aug12 |
120404 |
119.000 |
119.450 |
117.500 |
117.885 |
-1.150 |
13,968 |
89,541 |
+1,148 |
Oct12 |
120404 |
124.750 |
125.430 |
123.200 |
123.450 |
-1.800 |
7,580 |
47,402 |
+823 |
Dec12 |
120404 |
126.635 |
127.150 |
125.080 |
125.385 |
-1.715 |
3,694 |
26,166 |
+921 |
Feb13 |
120404 |
127.350 |
127.730 |
125.950 |
126.330 |
-1.600 |
347 |
7,245 |
+91 |
Total Volume and Open Interest |
70,343 |
361,742 |
+1,473 |
Feeder Cattle(CME) |
Apr12 |
120404 |
149.185 |
149.800 |
147.100 |
148.685 |
-0.565 |
2,199 |
7,383 |
-635 |
May12 |
120404 |
148.300 |
148.935 |
146.200 |
148.200 |
-0.035 |
5,081 |
14,394 |
-1,107 |
Aug12 |
120404 |
151.325 |
151.850 |
149.250 |
150.700 |
-0.600 |
3,398 |
13,790 |
-105 |
Sep12 |
120404 |
152.800 |
153.150 |
150.685 |
151.800 |
-1.200 |
739 |
3,319 |
+64 |
Oct12 |
120404 |
153.100 |
153.650 |
151.550 |
152.550 |
-1.350 |
361 |
1,694 |
+118 |
Nov12 |
120404 |
153.235 |
153.450 |
151.500 |
152.935 |
-1.065 |
200 |
1,009 |
+58 |
Jan13 |
120404 |
153.000 |
153.600 |
152.400 |
153.600 |
-1.000 |
27 |
324 |
+13 |
Total Volume and Open Interest |
12,013 |
41,918 |
-1,589 |
Lean Hogs(CME) |
Apr12 |
120404 |
83.930 |
84.500 |
83.635 |
83.850 |
-0.185 |
4,715 |
18,426 |
-807 |
May12 |
120404 |
92.480 |
93.200 |
92.400 |
92.750 |
-0.480 |
356 |
2,719 |
-65 |
Jun12 |
120404 |
91.330 |
92.650 |
91.250 |
92.000 |
+0.350 |
24,050 |
99,995 |
-2,534 |
Jul12 |
120404 |
91.680 |
92.680 |
91.430 |
91.900 |
-0.050 |
4,620 |
28,719 |
-1,372 |
Aug12 |
120404 |
92.230 |
92.800 |
91.785 |
92.480 |
+0.280 |
4,961 |
38,569 |
-368 |
Oct12 |
120404 |
83.750 |
84.500 |
83.350 |
84.330 |
+0.480 |
4,624 |
36,040 |
+698 |
Dec12 |
120404 |
80.800 |
81.500 |
80.550 |
81.300 |
+0.350 |
1,593 |
22,114 |
+450 |
Feb13 |
120404 |
81.950 |
82.550 |
81.700 |
82.050 |
+0.150 |
235 |
7,083 |
+10 |
Total Volume and Open Interest |
45,446 |
260,390 |
-3,874 |
Class III Milk(CME) |
Apr12 |
120404 |
15.91 |
15.91 |
15.51 |
15.71 |
-0.16 |
311 |
5,072 |
-30 |
May12 |
120404 |
15.59 |
15.67 |
15.30 |
15.47 |
-0.12 |
298 |
4,247 |
+46 |
Jun12 |
120404 |
15.81 |
15.84 |
15.49 |
15.58 |
-0.23 |
103 |
3,593 |
+6 |
Jul12 |
120404 |
16.39 |
16.39 |
16.18 |
16.22 |
-0.14 |
26 |
2,618 |
+5 |
Aug12 |
120404 |
16.80 |
16.87 |
16.70 |
16.83 |
-0.04 |
17 |
2,590 |
+2 |
Total Volume and Open Interest |
823 |
26,928 |
+47 |
Cocoa(ICE) |
May12 |
120404 |
2129 |
2139 |
2060 |
2083 |
-60 |
22,683 |
56,434 |
-3,438 |
Jul12 |
120404 |
2163 |
2165 |
2087 |
2109 |
-60 |
14,371 |
42,634 |
+4,636 |
Sep12 |
120404 |
2183 |
2184 |
2107 |
2130 |
-59 |
3,001 |
23,515 |
+1,053 |
Dec12 |
120404 |
2207 |
2207 |
2127 |
2148 |
-59 |
1,396 |
22,397 |
+66 |
Mar13 |
120404 |
2214 |
2214 |
2141 |
2164 |
-55 |
1,191 |
23,211 |
+56 |
May13 |
120404 |
2225 |
2225 |
2150 |
2174 |
-55 |
471 |
4,210 |
+99 |
Jul13 |
120404 |
2194 |
2203 |
2164 |
2186 |
-58 |
52 |
1,701 |
-5 |
Total Volume and Open Interest |
43,326 |
175,348 |
+2,551 |
Coffee "C"(ICE) |
May12 |
120404 |
184.00 |
190.45 |
178.70 |
184.75 |
-0.60 |
16,442 |
65,765 |
-2,420 |
Jul12 |
120404 |
186.75 |
193.00 |
181.60 |
187.35 |
-0.70 |
8,197 |
38,216 |
+2,160 |
Sep12 |
120404 |
189.00 |
195.55 |
184.85 |
190.20 |
-0.65 |
2,654 |
28,981 |
+499 |
Dec12 |
120404 |
193.05 |
199.10 |
188.00 |
194.15 |
-0.40 |
968 |
14,072 |
+122 |
Mar13 |
120404 |
194.60 |
202.60 |
192.75 |
198.25 |
-0.30 |
319 |
5,372 |
+78 |
May13 |
120404 |
195.50 |
204.60 |
195.50 |
201.10 |
-0.20 |
173 |
2,623 |
+75 |
Total Volume and Open Interest |
28,844 |
157,036 |
+524 |
Orange Juice(ICE) |
May12 |
120404 |
161.90 |
163.25 |
160.15 |
160.65 |
-1.85 |
939 |
13,879 |
-646 |
Jul12 |
120404 |
158.60 |
160.05 |
157.50 |
158.30 |
-1.75 |
436 |
3,782 |
+430 |
Sep12 |
120404 |
157.00 |
159.75 |
156.60 |
157.20 |
-1.80 |
105 |
1,196 |
+32 |
Nov12 |
120404 |
156.00 |
156.75 |
154.45 |
154.45 |
-1.55 |
2 |
1,047 |
+2 |
Jan13 |
120404 |
153.80 |
153.80 |
153.80 |
153.80 |
-1.80 |
0 |
227 |
+0 |
Mar13 |
120404 |
153.70 |
153.70 |
153.70 |
153.70 |
-1.80 |
0 |
34 |
+0 |
Total Volume and Open Interest |
1,482 |
20,169 |
-182 |
Sugar #11(ICE) |
May12 |
120404 |
24.25 |
24.72 |
24.15 |
24.42 |
+0.17 |
38,887 |
207,230 |
-5,429 |
Jul12 |
120404 |
23.41 |
23.79 |
23.35 |
23.54 |
+0.08 |
28,083 |
230,375 |
+6,038 |
Oct12 |
120404 |
23.63 |
23.93 |
23.53 |
23.77 |
+0.13 |
14,316 |
126,777 |
+4,233 |
Mar13 |
120404 |
24.42 |
24.68 |
24.32 |
24.55 |
+0.12 |
5,488 |
87,274 |
+569 |
May13 |
120404 |
24.05 |
24.35 |
24.04 |
24.22 |
+0.06 |
1,580 |
21,419 |
-102 |
Jul13 |
120404 |
23.86 |
24.04 |
23.78 |
23.90 |
-0.04 |
601 |
20,153 |
+246 |
Oct13 |
120404 |
23.86 |
24.01 |
23.68 |
23.86 |
-0.10 |
346 |
21,318 |
+128 |
Mar14 |
120404 |
24.00 |
24.06 |
23.69 |
23.86 |
-0.15 |
153 |
15,815 |
+69 |
Total Volume and Open Interest |
89,684 |
741,696 |
+5,847 |
London Cocoa(LCE) |
May12 |
120404 |
1412 |
1416 |
1375 |
1398 |
-21 |
4,309 |
43,347 |
-528 |
Jul12 |
120404 |
1424 |
1426 |
1388 |
1409 |
-21 |
3,074 |
50,963 |
-102 |
Sep12 |
120404 |
1431 |
1433 |
1398 |
1417 |
-19 |
1,203 |
27,544 |
+191 |
Dec12 |
120404 |
1437 |
1437 |
1405 |
1422 |
-18 |
962 |
26,984 |
-1,152 |
Mar13 |
120404 |
1429 |
1429 |
1399 |
1417 |
-15 |
1,054 |
30,196 |
-514 |
May13 |
120404 |
1431 |
1431 |
1407 |
1423 |
-14 |
471 |
9,145 |
+35 |
Jul13 |
120404 |
1423 |
1423 |
1423 |
1423 |
-22 |
167 |
3,943 |
+5 |
Total Volume and Open Interest |
11,379 |
196,184 |
-1,470 |
London Sugar(LCE) |
May12 |
120404 |
633.10 |
642.10 |
631.00 |
638.50 |
+3.90 |
6,666 |
24,188 |
-899 |
Aug12 |
120404 |
623.50 |
632.10 |
621.40 |
628.70 |
+3.70 |
3,856 |
19,349 |
+751 |
Oct12 |
120404 |
615.30 |
622.10 |
613.40 |
619.00 |
+2.10 |
814 |
10,299 |
+170 |
Dec12 |
120404 |
620.50 |
627.60 |
619.10 |
624.70 |
+2.20 |
331 |
3,188 |
+1 |
Mar13 |
120404 |
630.00 |
632.10 |
628.00 |
629.90 |
+1.60 |
45 |
5,041 |
+6 |
Total Volume and Open Interest |
11,712 |
62,954 |
+27 |
Cotton(ICE) |
May12 |
120404 |
92.54 |
92.64 |
88.92 |
89.32 |
-3.32 |
13,827 |
70,705 |
-2,440 |
Jul12 |
120404 |
92.70 |
92.75 |
88.84 |
89.26 |
-3.44 |
6,929 |
61,668 |
+811 |
Oct12 |
120404 |
90.03 |
90.03 |
89.76 |
89.76 |
-2.58 |
1 |
89 |
+1 |
Dec12 |
120404 |
90.40 |
90.45 |
87.90 |
88.26 |
-2.28 |
2,359 |
55,314 |
+1,232 |
Mar13 |
120404 |
91.00 |
91.00 |
88.60 |
89.02 |
-2.22 |
145 |
2,293 |
+35 |
May13 |
120404 |
89.62 |
89.62 |
88.92 |
88.92 |
-2.27 |
5 |
651 |
-4 |
Total Volume and Open Interest |
23,271 |
191,818 |
-366 |
Lumber(CME) |
May12 |
120404 |
258.8 |
262.4 |
255.7 |
259.1 |
+0.3 |
1,066 |
5,025 |
-398 |
Jul12 |
120404 |
263.5 |
267.6 |
262.0 |
264.7 |
+1.4 |
982 |
3,746 |
+539 |
Sep12 |
120404 |
268.7 |
274.8 |
268.2 |
272.0 |
+2.4 |
81 |
1,142 |
+6 |
Nov12 |
120404 |
269.9 |
272.2 |
268.4 |
271.0 |
+2.5 |
1 |
648 |
+1 |
Total Volume and Open Interest |
2,130 |
10,604 |
+148 |
Crude Oil(NYM) |
May12 |
120404 |
104.09 |
104.12 |
101.08 |
101.47 |
-2.54 |
278,097 |
266,465 |
-9,989 |
Jun12 |
120404 |
104.62 |
104.63 |
101.65 |
102.03 |
-2.52 |
68,170 |
173,872 |
+6,285 |
Jul12 |
120404 |
105.14 |
105.14 |
102.26 |
102.61 |
-2.47 |
37,590 |
118,174 |
-310 |
Aug12 |
120404 |
105.51 |
105.54 |
102.66 |
103.08 |
-2.43 |
23,343 |
81,232 |
+3,635 |
Sep12 |
120404 |
105.52 |
105.54 |
103.07 |
103.45 |
-2.40 |
21,546 |
61,522 |
+2,890 |
Oct12 |
120404 |
106.11 |
106.11 |
103.57 |
103.74 |
-2.38 |
9,218 |
43,779 |
+963 |
Nov12 |
120404 |
106.08 |
106.08 |
103.60 |
103.95 |
-2.37 |
6,128 |
33,028 |
-9 |
Dec12 |
120404 |
106.37 |
106.44 |
103.81 |
104.12 |
-2.37 |
38,254 |
193,887 |
+4,144 |
Jan13 |
120404 |
106.16 |
106.16 |
104.16 |
104.19 |
-2.38 |
2,440 |
41,140 |
-683 |
Feb13 |
120404 |
104.75 |
104.75 |
104.04 |
104.17 |
-2.38 |
2,331 |
22,146 |
-446 |
Mar13 |
120404 |
105.28 |
105.28 |
103.91 |
104.11 |
-2.35 |
936 |
33,396 |
+153 |
Apr13 |
120404 |
104.61 |
104.61 |
103.94 |
103.94 |
-2.32 |
645 |
15,000 |
-11 |
May13 |
120404 |
103.80 |
103.80 |
103.74 |
103.74 |
-2.28 |
604 |
13,068 |
-3 |
Jun13 |
120404 |
104.81 |
104.92 |
103.44 |
103.53 |
-2.26 |
3,410 |
67,799 |
+255 |
Jul13 |
120404 |
103.22 |
103.22 |
103.22 |
103.22 |
-2.22 |
274 |
11,743 |
+166 |
Aug13 |
120404 |
102.92 |
102.92 |
102.92 |
102.92 |
-2.17 |
28 |
7,201 |
+0 |
Total Volume and Open Interest |
526,360 |
1,562,665 |
+11,731 |
e-miNY Crude Oil(NYM) |
Apr12 |
120319 |
107.225 |
108.250 |
106.550 |
108.100 |
+1.050 |
10,868 |
1,515 |
+254 |
May12 |
120404 |
104.050 |
104.125 |
101.075 |
101.475 |
-2.525 |
9,100 |
1,477 |
-146 |
Jun12 |
120404 |
104.550 |
104.550 |
101.675 |
102.025 |
-2.525 |
334 |
297 |
-4 |
Jul12 |
120404 |
104.000 |
104.000 |
102.600 |
102.600 |
-2.475 |
18 |
75 |
-1 |
Aug12 |
120404 |
104.350 |
104.375 |
103.000 |
103.075 |
-2.425 |
2 |
13 |
+0 |
Sep12 |
120404 |
103.450 |
103.450 |
103.450 |
103.450 |
-2.400 |
1 |
34 |
+0 |
Oct12 |
120404 |
103.750 |
103.750 |
103.750 |
103.750 |
-2.375 |
1 |
10 |
-1 |
Nov12 |
120404 |
103.950 |
103.950 |
103.950 |
103.950 |
-2.375 |
1 |
1 |
+0 |
Dec12 |
120404 |
105.250 |
105.650 |
104.125 |
104.125 |
-2.375 |
7 |
240 |
+7 |
Jan13 |
120404 |
104.200 |
104.200 |
104.200 |
104.200 |
-2.375 |
0 |
6 |
+0 |
Total Volume and Open Interest |
9,464 |
2,324 |
-145 |
Heating Oil(NYM) |
May12 |
120404 |
323.67 |
323.74 |
315.87 |
316.09 |
-6.66 |
60,350 |
94,319 |
-481 |
Jun12 |
120404 |
324.42 |
324.42 |
316.69 |
316.89 |
-6.62 |
27,721 |
61,802 |
+539 |
Jul12 |
120404 |
324.52 |
324.52 |
317.60 |
317.81 |
-6.55 |
14,455 |
34,966 |
+1,412 |
Aug12 |
120404 |
325.57 |
325.57 |
318.55 |
318.76 |
-6.49 |
7,595 |
20,351 |
+1,320 |
Sep12 |
120404 |
325.85 |
326.15 |
319.42 |
319.60 |
-6.43 |
5,732 |
17,160 |
-313 |
Oct12 |
120404 |
326.11 |
326.11 |
320.22 |
320.39 |
-6.27 |
1,600 |
9,473 |
-35 |
Nov12 |
120404 |
326.76 |
326.76 |
320.99 |
321.05 |
-6.13 |
805 |
4,916 |
+43 |
Dec12 |
120404 |
327.07 |
327.46 |
321.41 |
321.59 |
-6.01 |
8,397 |
31,269 |
+294 |
Jan13 |
120404 |
327.00 |
327.00 |
321.63 |
321.79 |
-5.98 |
337 |
6,304 |
+144 |
Feb13 |
120404 |
322.82 |
322.82 |
321.09 |
321.09 |
-5.92 |
117 |
1,118 |
+10 |
Mar13 |
120404 |
319.44 |
319.44 |
319.44 |
319.44 |
-5.61 |
491 |
1,671 |
+415 |
Apr13 |
120404 |
318.60 |
318.60 |
317.14 |
317.14 |
-5.56 |
17 |
843 |
+13 |
Total Volume and Open Interest |
127,617 |
284,192 |
+3,361 |
Gasoline(NYMEX) |
May12 |
120404 |
340.17 |
341.13 |
330.49 |
333.36 |
-6.18 |
76,259 |
112,419 |
-1,930 |
Jun12 |
120404 |
332.40 |
332.79 |
324.46 |
326.28 |
-5.18 |
49,164 |
65,799 |
+871 |
Jul12 |
120404 |
325.25 |
326.01 |
318.82 |
319.85 |
-5.09 |
35,838 |
46,894 |
+468 |
Aug12 |
120404 |
319.44 |
319.89 |
313.41 |
314.29 |
-5.10 |
24,840 |
27,597 |
+917 |
Sep12 |
120404 |
314.05 |
314.17 |
308.19 |
308.92 |
-5.07 |
16,650 |
28,174 |
+359 |
Oct12 |
120404 |
297.98 |
298.51 |
292.62 |
293.23 |
-4.88 |
7,967 |
20,050 |
+232 |
Nov12 |
120404 |
292.31 |
292.31 |
288.87 |
289.11 |
-4.56 |
3,883 |
7,395 |
-628 |
Dec12 |
120404 |
291.31 |
291.83 |
286.47 |
287.13 |
-4.25 |
5,308 |
23,059 |
+237 |
Jan13 |
120404 |
286.55 |
286.55 |
286.55 |
286.55 |
-4.20 |
167 |
5,370 |
+40 |
Feb13 |
120404 |
287.40 |
287.40 |
287.40 |
287.40 |
-4.13 |
100 |
1,987 |
+0 |
Total Volume and Open Interest |
220,386 |
348,435 |
+761 |
e-miNY RBOB Gasoline(NYM) |
May12 |
120404 |
340.00 |
340.50 |
332.80 |
333.40 |
-6.10 |
|
|
|
Jun12 |
120404 |
326.30 |
326.30 |
326.28 |
326.30 |
-5.20 |
|
|
|
Jul12 |
120404 |
319.90 |
319.90 |
319.85 |
319.90 |
-5.00 |
|
|
|
Aug12 |
120404 |
314.30 |
314.30 |
314.29 |
314.30 |
-5.10 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
May12 |
120404 |
2.171 |
2.198 |
2.130 |
2.141 |
-0.046 |
130,252 |
291,566 |
-14,250 |
Jun12 |
120404 |
2.298 |
2.324 |
2.257 |
2.267 |
-0.051 |
47,282 |
111,349 |
+3,476 |
Jul12 |
120404 |
2.432 |
2.456 |
2.394 |
2.406 |
-0.051 |
42,324 |
147,345 |
-722 |
Aug12 |
120404 |
2.510 |
2.533 |
2.473 |
2.485 |
-0.051 |
23,055 |
51,945 |
+2,379 |
Sep12 |
120404 |
2.552 |
2.565 |
2.506 |
2.520 |
-0.048 |
14,948 |
88,363 |
-177 |
Oct12 |
120404 |
2.632 |
2.646 |
2.590 |
2.604 |
-0.044 |
22,728 |
149,245 |
-121 |
Nov12 |
120404 |
2.887 |
2.889 |
2.847 |
2.859 |
-0.036 |
9,451 |
50,649 |
+355 |
Dec12 |
120404 |
3.252 |
3.254 |
3.217 |
3.230 |
-0.028 |
7,626 |
53,844 |
-610 |
Jan13 |
120404 |
3.406 |
3.412 |
3.372 |
3.385 |
-0.031 |
9,206 |
73,010 |
+590 |
Feb13 |
120404 |
3.414 |
3.422 |
3.386 |
3.396 |
-0.031 |
1,964 |
18,630 |
+281 |
Mar13 |
120404 |
3.390 |
3.400 |
3.362 |
3.372 |
-0.033 |
2,815 |
27,962 |
+541 |
Apr13 |
120404 |
3.372 |
3.380 |
3.346 |
3.354 |
-0.032 |
3,307 |
40,985 |
+369 |
May13 |
120404 |
3.400 |
3.421 |
3.388 |
3.396 |
-0.034 |
1,087 |
11,604 |
+193 |
Jun13 |
120404 |
3.450 |
3.465 |
3.447 |
3.449 |
-0.036 |
199 |
4,605 |
-17 |
Jul13 |
120404 |
3.502 |
3.520 |
3.495 |
3.503 |
-0.037 |
175 |
5,009 |
+40 |
Aug13 |
120404 |
3.527 |
3.545 |
3.519 |
3.527 |
-0.036 |
196 |
5,682 |
-35 |
Total Volume and Open Interest |
320,628 |
1,226,974 |
-6,015 |
Brent Crude Oil(ICE) |
May12 |
120404 |
124.88 |
124.99 |
122.30 |
122.34 |
-2.52 |
241,581 |
178,475 |
-14,950 |
Jun12 |
120404 |
124.35 |
124.45 |
121.82 |
121.86 |
-2.52 |
150,015 |
204,864 |
+8,605 |
Jul12 |
120404 |
123.83 |
123.91 |
121.37 |
121.40 |
-2.47 |
69,148 |
109,084 |
+10,936 |
Aug12 |
120404 |
123.23 |
123.31 |
120.85 |
120.88 |
-2.39 |
31,257 |
72,825 |
+5,661 |
Sep12 |
120404 |
122.47 |
122.52 |
120.16 |
120.21 |
-2.32 |
23,050 |
79,645 |
+2,253 |
Oct12 |
120404 |
121.40 |
121.69 |
119.38 |
119.45 |
-2.27 |
14,890 |
61,011 |
+1,222 |
Nov12 |
120404 |
120.93 |
121.05 |
118.72 |
118.77 |
-2.24 |
9,929 |
34,545 |
-181 |
Dec12 |
120404 |
120.23 |
120.35 |
118.02 |
118.08 |
-2.22 |
41,893 |
107,948 |
-115 |
Jan13 |
120404 |
119.35 |
119.39 |
117.43 |
117.43 |
-2.20 |
2,173 |
17,160 |
-65 |
Feb13 |
120404 |
116.79 |
116.79 |
116.79 |
116.79 |
-2.18 |
2,356 |
10,518 |
-183 |
Mar13 |
120404 |
116.21 |
116.21 |
116.21 |
116.21 |
-2.13 |
1,379 |
10,846 |
-53 |
Apr13 |
120404 |
115.59 |
115.59 |
115.59 |
115.59 |
-2.08 |
488 |
7,188 |
+1 |
May13 |
120404 |
115.47 |
115.47 |
114.94 |
114.94 |
-2.04 |
260 |
8,371 |
-74 |
Jun13 |
120404 |
116.22 |
116.22 |
114.29 |
114.29 |
-2.00 |
3,773 |
35,272 |
-276 |
Total Volume and Open Interest |
615,689 |
1,146,603 |
+16,256 |
Gas Oil(ICE) |
Apr12 |
120404 |
1027.00 |
1028.00 |
1006.50 |
1012.75 |
-20.75 |
50,243 |
68,565 |
-6,800 |
May12 |
120404 |
1028.75 |
1029.00 |
1007.50 |
1014.00 |
-19.50 |
91,024 |
132,721 |
+4,467 |
Jun12 |
120404 |
1027.25 |
1027.50 |
1006.75 |
1013.25 |
-19.25 |
42,666 |
67,798 |
+2,147 |
Jul12 |
120404 |
1027.75 |
1027.75 |
1007.00 |
1013.75 |
-18.75 |
20,655 |
41,423 |
+4,282 |
Aug12 |
120404 |
1025.25 |
1027.00 |
1007.75 |
1014.25 |
-18.25 |
10,630 |
31,465 |
+2,267 |
Sep12 |
120404 |
1025.25 |
1025.25 |
1007.25 |
1014.25 |
-18.00 |
5,757 |
24,456 |
+664 |
Oct12 |
120404 |
1025.50 |
1025.50 |
1006.00 |
1012.75 |
-17.75 |
2,497 |
16,137 |
-31 |
Nov12 |
120404 |
1020.75 |
1021.50 |
1004.50 |
1010.50 |
-17.75 |
1,660 |
12,900 |
-47 |
Dec12 |
120404 |
1019.00 |
1021.50 |
1001.50 |
1007.50 |
-17.50 |
11,150 |
42,204 |
-328 |
Jan13 |
120404 |
1014.25 |
1016.00 |
1005.00 |
1005.25 |
-17.25 |
361 |
15,658 |
+44 |
Total Volume and Open Interest |
240,476 |
526,953 |
+7,451 |
Ethanol(CBOT) |
Apr12 |
120404 |
2.280 |
2.280 |
2.260 |
2.266 |
-0.015 |
38 |
185 |
-5 |
May12 |
120404 |
2.296 |
2.296 |
2.263 |
2.275 |
-0.022 |
191 |
1,571 |
-17 |
Jun12 |
120404 |
2.305 |
2.311 |
2.280 |
2.295 |
-0.021 |
99 |
854 |
+8 |
Jul12 |
120404 |
2.320 |
2.320 |
2.278 |
2.297 |
-0.027 |
172 |
2,454 |
-73 |
Aug12 |
120404 |
2.286 |
2.290 |
2.254 |
2.270 |
-0.020 |
133 |
1,607 |
+61 |
Sep12 |
120404 |
2.189 |
2.195 |
2.175 |
2.180 |
-0.026 |
134 |
1,257 |
+17 |
Oct12 |
120404 |
2.085 |
2.103 |
2.085 |
2.102 |
-0.007 |
139 |
1,134 |
+29 |
Nov12 |
120404 |
2.052 |
2.066 |
2.047 |
2.057 |
-0.014 |
157 |
1,659 |
+14 |
Total Volume and Open Interest |
1,187 |
12,146 |
+68 |
WTI Crude Oil(ICE) |
May12 |
120404 |
103.95 |
103.99 |
101.08 |
101.47 |
-2.54 |
58,050 |
51,248 |
-1,059 |
Jun12 |
120404 |
104.41 |
104.41 |
101.63 |
102.03 |
-2.52 |
18,746 |
59,509 |
-255 |
Jul12 |
120404 |
104.90 |
104.90 |
102.30 |
102.61 |
-2.47 |
10,181 |
31,011 |
+709 |
Aug12 |
120404 |
105.05 |
105.15 |
102.94 |
103.08 |
-2.43 |
4,525 |
18,955 |
+61 |
Sep12 |
120404 |
105.39 |
105.42 |
103.19 |
103.45 |
-2.40 |
4,103 |
20,866 |
+44 |
Oct12 |
120404 |
105.69 |
105.69 |
103.49 |
103.74 |
-2.38 |
3,197 |
13,140 |
-333 |
Nov12 |
120404 |
105.30 |
105.45 |
103.69 |
103.95 |
-2.37 |
2,358 |
7,716 |
-41 |
Dec12 |
120404 |
106.23 |
106.23 |
103.87 |
104.12 |
-2.37 |
12,221 |
66,873 |
-473 |
Jan13 |
120404 |
105.23 |
105.23 |
104.19 |
104.19 |
-2.38 |
725 |
7,038 |
+63 |
Feb13 |
120404 |
104.17 |
104.17 |
104.17 |
104.17 |
-2.38 |
328 |
3,499 |
+6 |
Mar13 |
120404 |
104.11 |
104.11 |
104.11 |
104.11 |
-2.35 |
196 |
4,413 |
-7 |
Apr13 |
120404 |
103.94 |
103.94 |
103.94 |
103.94 |
-2.32 |
89 |
880 |
+43 |
May13 |
120404 |
103.74 |
103.74 |
103.74 |
103.74 |
-2.28 |
67 |
855 |
+46 |
Jun13 |
120404 |
104.81 |
104.81 |
103.46 |
103.53 |
-2.26 |
535 |
17,150 |
+76 |
Jul13 |
120404 |
103.22 |
103.22 |
103.22 |
103.22 |
-2.22 |
6 |
253 |
+1 |
Aug13 |
120404 |
102.92 |
102.92 |
102.92 |
102.92 |
-2.17 |
4 |
958 |
-2 |
Total Volume and Open Interest |
120,884 |
407,649 |
+259 |
US Dollar Index(ICE) |
Jun12 |
120404 |
79.565 |
80.095 |
79.540 |
79.950 |
+0.310 |
19,340 |
44,709 |
+777 |
Sep12 |
120404 |
80.010 |
80.340 |
80.010 |
80.340 |
+0.310 |
16 |
586 |
+12 |
Dec12 |
120404 |
80.770 |
80.770 |
80.770 |
80.770 |
+0.310 |
|
|
|
Total Volume and Open Interest |
19,356 |
45,295 |
+789 |
Australian Dollar(CME) |
Jun12 |
120404 |
102.46 |
102.51 |
101.63 |
101.76 |
-0.42 |
112,436 |
149,507 |
-641 |
Sep12 |
120404 |
101.51 |
101.51 |
100.77 |
100.83 |
-0.40 |
77 |
321 |
+19 |
Dec12 |
120404 |
99.97 |
100.33 |
99.97 |
99.97 |
-0.36 |
0 |
14 |
+0 |
Total Volume and Open Interest |
112,513 |
149,844 |
-622 |
British Pound(CME) |
Jun12 |
120404 |
159.04 |
159.09 |
158.26 |
158.82 |
-0.06 |
90,454 |
144,081 |
+3,705 |
Sep12 |
120404 |
158.78 |
158.80 |
158.29 |
158.72 |
-0.05 |
59 |
132 |
+13 |
Dec12 |
120404 |
158.62 |
158.69 |
158.62 |
158.62 |
-0.07 |
0 |
44 |
+0 |
Total Volume and Open Interest |
90,519 |
144,258 |
+3,712 |
Canadian Dollar(CME) |
Jun12 |
120404 |
100.76 |
100.77 |
100.11 |
100.20 |
-0.43 |
85,982 |
116,468 |
+4,657 |
Sep12 |
120404 |
100.27 |
100.42 |
99.95 |
100.00 |
-0.42 |
163 |
2,551 |
-13 |
Dec12 |
120404 |
99.75 |
100.21 |
99.75 |
99.79 |
-0.42 |
139 |
3,845 |
+67 |
Mar13 |
120404 |
99.62 |
99.97 |
99.56 |
99.56 |
-0.41 |
13 |
151 |
+1 |
Total Volume and Open Interest |
86,356 |
123,238 |
+4,745 |
Japanese Yen(CME) |
Jun12 |
120404 |
120.83 |
121.89 |
120.58 |
121.15 |
+0.57 |
123,832 |
144,295 |
-4,968 |
Sep12 |
120404 |
121.20 |
121.95 |
120.71 |
121.28 |
+0.57 |
25 |
284 |
-2 |
Dec12 |
120404 |
121.71 |
121.71 |
120.88 |
121.46 |
+0.58 |
0 |
35 |
+0 |
Total Volume and Open Interest |
123,857 |
144,617 |
-4,970 |
Swiss Franc(CME) |
Jun12 |
120404 |
110.02 |
110.08 |
108.98 |
109.25 |
-0.59 |
34,246 |
43,175 |
-532 |
Sep12 |
120404 |
109.56 |
109.99 |
109.41 |
109.41 |
-0.58 |
0 |
184 |
+0 |
Dec12 |
120404 |
109.58 |
110.16 |
109.58 |
109.58 |
-0.58 |
0 |
2 |
+0 |
Total Volume and Open Interest |
34,246 |
43,361 |
-532 |
EuroFX(CME) |
Jun12 |
120404 |
132.41 |
132.45 |
131.12 |
131.41 |
-0.79 |
240,814 |
237,656 |
+3,542 |
Sep12 |
120404 |
132.36 |
132.43 |
131.38 |
131.50 |
-0.78 |
180 |
681 |
+24 |
Dec12 |
120404 |
131.75 |
132.37 |
131.47 |
131.59 |
-0.78 |
18 |
58 |
-5 |
Total Volume and Open Interest |
241,012 |
238,405 |
+3,561 |
Mexican Peso(CME) |
Apr12 |
120404 |
780.5 |
780.5 |
780.0 |
780.5 |
+0.5 |
|
|
|
May12 |
120404 |
778.5 |
778.5 |
778.0 |
778.5 |
+0.5 |
|
|
|
Total Volume and Open Interest |
32,074 |
178,026 |
+99 |
Brazilian Real(CME) |
May12 |
120404 |
544.15 |
544.45 |
542.75 |
544.15 |
+1.40 |
32 |
1,499 |
+32 |
Jun12 |
120404 |
539.40 |
540.25 |
539.40 |
540.25 |
+0.75 |
21 |
2,331 |
-5 |
Jul12 |
120404 |
537.00 |
537.00 |
536.25 |
537.00 |
+0.75 |
|
|
|
Aug12 |
120404 |
533.75 |
533.75 |
533.00 |
533.75 |
+0.75 |
|
|
|
Total Volume and Open Interest |
53 |
17,401 |
+27 |
30-Year T-Bonds(CBOT) |
Jun12 |
120404 |
136~160 |
137~210 |
136~120 |
137~090 |
+0~150 |
290,652 |
567,975 |
+1,591 |
Sep12 |
120404 |
136~080 |
136~110 |
135~270 |
136~110 |
+0~160 |
28 |
212 |
+8 |
Dec12 |
120404 |
135~110 |
135~110 |
134~270 |
135~110 |
+0~160 |
|
|
|
Total Volume and Open Interest |
290,680 |
568,187 |
+1,599 |
10-Year T-Notes(CBOT) |
Jun12 |
120404 |
128~265 |
129~175 |
128~245 |
129~120 |
+0~145 |
979,399 |
1,747,878 |
+17,178 |
Sep12 |
120404 |
128~010 |
128~035 |
127~210 |
128~035 |
+0~145 |
406 |
1,035 |
+213 |
Dec12 |
120404 |
127~085 |
127~085 |
126~260 |
127~085 |
+0~145 |
0 |
1 |
+0 |
Total Volume and Open Interest |
979,805 |
1,748,914 |
+17,391 |
5-Year T-Notes(CBOT) |
Jun12 |
120404 |
122~022 |
122~074 |
122~019 |
122~065 |
+0~037 |
462,677 |
1,289,039 |
-6,674 |
Sep12 |
120404 |
121~115 |
121~115 |
121~060 |
121~115 |
+0~055 |
|
|
|
Dec12 |
120404 |
121~011 |
121~011 |
120~084 |
121~011 |
+0~055 |
|
|
|
Total Volume and Open Interest |
462,677 |
1,289,039 |
-6,674 |
2 Year T-Notes(CBOT) |
Jun12 |
120404 |
110~000 |
110~007 |
109~127 |
110~005 |
+0~004 |
183,135 |
784,944 |
-11,285 |
Sep12 |
120404 |
109~112 |
109~115 |
109~112 |
109~112 |
-0~003 |
|
|
|
Dec12 |
120404 |
109~050 |
109~053 |
109~050 |
109~050 |
-0~003 |
|
|
|
Total Volume and Open Interest |
183,135 |
784,944 |
-11,285 |
Eurodollars(CME) |
Jun12 |
120404 |
99.510 |
99.515 |
99.490 |
99.505 |
-0.005 |
67,028 |
1,071,061 |
+2,190 |
Sep12 |
120404 |
99.485 |
99.490 |
99.460 |
99.470 |
-0.015 |
98,472 |
913,018 |
+8,755 |
Dec12 |
120404 |
99.445 |
99.450 |
99.420 |
99.430 |
-0.015 |
94,257 |
999,152 |
+10,681 |
Mar13 |
120404 |
99.405 |
99.420 |
99.390 |
99.395 |
-0.015 |
80,514 |
683,953 |
+3,800 |
Jun13 |
120404 |
99.350 |
99.365 |
99.335 |
99.340 |
-0.010 |
89,006 |
674,752 |
+2,821 |
Sep13 |
120404 |
99.270 |
99.300 |
99.265 |
99.265 |
-0.005 |
82,122 |
592,776 |
-284 |
Dec13 |
120404 |
99.165 |
99.210 |
99.160 |
99.175 |
+0.010 |
95,527 |
540,876 |
+3,482 |
Mar14 |
120404 |
99.055 |
99.110 |
99.055 |
99.080 |
+0.025 |
84,360 |
484,062 |
+8,785 |
Jun14 |
120404 |
98.920 |
98.985 |
98.915 |
98.960 |
+0.040 |
87,267 |
380,441 |
+4,852 |
Sep14 |
120404 |
98.765 |
98.840 |
98.760 |
98.820 |
+0.055 |
62,464 |
355,412 |
+4,425 |
Dec14 |
120404 |
98.575 |
98.665 |
98.575 |
98.645 |
+0.065 |
65,731 |
310,212 |
+474 |
Mar15 |
120404 |
98.390 |
98.485 |
98.390 |
98.465 |
+0.070 |
55,619 |
224,949 |
+3,538 |
Jun15 |
120404 |
6.450 |
6.540 |
6.440 |
6.520 |
+0.075 |
54,164 |
263,872 |
+6,565 |
Sep15 |
120404 |
6.250 |
6.355 |
6.250 |
6.335 |
+0.080 |
32,578 |
188,227 |
+1,046 |
Dec15 |
120404 |
6.075 |
6.170 |
6.065 |
6.150 |
+0.080 |
28,003 |
168,483 |
+2,962 |
Mar16 |
120404 |
5.910 |
6.015 |
5.910 |
5.995 |
+0.085 |
19,790 |
89,682 |
+565 |
Jun16 |
120404 |
5.740 |
5.855 |
5.735 |
5.830 |
+0.085 |
14,179 |
97,941 |
+2,255 |
Sep16 |
120404 |
5.585 |
5.695 |
5.580 |
5.665 |
+0.085 |
10,863 |
77,013 |
-81 |
Total Volume and Open Interest |
1,152,609 |
8,385,420 |
+66,650 |
30 Day Federal Funds(CBOT) |
Apr12 |
120404 |
99.865 |
99.868 |
99.857 |
99.863 |
-0.005 |
8,829 |
51,228 |
-3,331 |
May12 |
120404 |
99.865 |
99.870 |
99.860 |
99.865 |
-0.005 |
4,935 |
56,634 |
+2,045 |
Jun12 |
120404 |
99.860 |
99.860 |
99.850 |
99.855 |
-0.005 |
2,777 |
44,836 |
+1,066 |
Jul12 |
120404 |
99.845 |
99.850 |
99.840 |
99.845 |
-0.005 |
1,009 |
48,782 |
+178 |
Aug12 |
120404 |
99.840 |
99.840 |
99.835 |
99.840 |
unch |
574 |
37,424 |
-142 |
Sep12 |
120404 |
99.830 |
99.835 |
99.830 |
99.835 |
unch |
287 |
29,866 |
+14 |
Total Volume and Open Interest |
21,981 |
519,960 |
-275 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120404 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
120404 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
120404 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
120404 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120404 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Sep13 |
120404 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Dec13 |
120404 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120404 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120404 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Sep14 |
120404 |
99.220 |
99.220 |
99.220 |
99.220 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun12 |
120404 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,570 |
+0 |
Sep12 |
120404 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
793 |
+0 |
Dec12 |
120404 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
515 |
+0 |
Mar13 |
120404 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
181 |
+0 |
Jun13 |
120404 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
217 |
+0 |
Sep13 |
120404 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
325 |
+0 |
Dec13 |
120404 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
413 |
+0 |
Mar14 |
120404 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
5,014 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120404 |
141.58 |
141.68 |
141.29 |
141.65 |
+0.06 |
3,827 |
17,127 |
-113 |
Sep12 |
120404 |
141.05 |
141.05 |
141.05 |
141.05 |
+0.06 |
0 |
5 |
+0 |
Dec12 |
120404 |
138.96 |
138.96 |
138.96 |
138.96 |
+0.06 |
0 |
4 |
+0 |
Total Volume and Open Interest |
3,827 |
17,136 |
-113 |
Euro-Bund(EUREX) |
Jun12 |
120404 |
137.84 |
138.74 |
137.80 |
138.42 |
+0.13 |
684,911 |
857,859 |
+20,768 |
Sep12 |
120404 |
136.52 |
137.30 |
136.40 |
137.00 |
+0.12 |
542 |
1,724 |
+506 |
Dec12 |
120404 |
136.97 |
136.97 |
136.97 |
136.97 |
+0.13 |
|
|
|
Total Volume and Open Interest |
685,453 |
859,583 |
+21,274 |
Euro-Bobl(EUREX) |
Jun12 |
120404 |
123.86 |
124.33 |
123.82 |
124.19 |
+0.14 |
402,322 |
773,569 |
+7,975 |
Sep12 |
120404 |
124.33 |
124.33 |
124.26 |
124.26 |
+0.20 |
1 |
57 |
+0 |
Dec12 |
120404 |
124.14 |
124.14 |
124.14 |
124.14 |
+0.14 |
|
|
|
Total Volume and Open Interest |
402,323 |
773,626 |
+7,975 |
3-Mth Euribor(EUREX) |
Jun12 |
120404 |
99.315 |
99.315 |
99.305 |
99.305 |
-0.015 |
0 |
1,332 |
+0 |
Sep12 |
120404 |
99.305 |
99.305 |
99.305 |
99.305 |
-0.010 |
0 |
1,539 |
+0 |
Dec12 |
120404 |
99.270 |
99.270 |
99.270 |
99.270 |
unch |
0 |
819 |
+0 |
Total Volume and Open Interest |
17 |
5,294 |
+10 |
Long Gilt(LIFFE) |
Jun12 |
120404 |
114~08 |
114~24 |
114~02 |
114~04 |
-0~15 |
142,010 |
277,421 |
+3,551 |
Sep12 |
120404 |
113~05 |
113~05 |
113~05 |
113~05 |
-0~15 |
|
|
|
Total Volume and Open Interest |
142,010 |
277,421 |
+3,551 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120404 |
99.04 |
99.05 |
99.02 |
99.02 |
-0.02 |
20,258 |
264,811 |
+1,688 |
Sep12 |
120404 |
99.09 |
99.10 |
99.05 |
99.05 |
-0.04 |
33,500 |
301,271 |
+4,547 |
Dec12 |
120404 |
99.09 |
99.09 |
99.04 |
99.05 |
-0.04 |
33,016 |
260,252 |
+3,494 |
Mar13 |
120404 |
99.08 |
99.09 |
99.02 |
99.04 |
-0.04 |
36,449 |
262,664 |
+1,863 |
Jun13 |
120404 |
99.04 |
99.04 |
98.98 |
99.00 |
-0.04 |
26,039 |
214,338 |
+1,669 |
Sep13 |
120404 |
98.98 |
99.00 |
98.93 |
98.94 |
-0.05 |
24,799 |
177,401 |
+1,045 |
Total Volume and Open Interest |
254,010 |
2,007,891 |
+22,753 |
3-Mth Euribor(LIFFE) |
Jun12 |
120404 |
99.320 |
99.325 |
99.300 |
99.305 |
-0.015 |
114,396 |
505,689 |
+7,428 |
Sep12 |
120404 |
99.315 |
99.325 |
99.300 |
99.305 |
-0.010 |
74,724 |
502,445 |
-76 |
Dec12 |
120404 |
99.265 |
99.285 |
99.250 |
99.270 |
unch |
69,930 |
375,901 |
-474 |
Total Volume and Open Interest |
558,220 |
3,037,520 |
+3,404 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120404 |
95.92 |
95.98 |
95.91 |
95.94 |
+0.02 |
46,753 |
185,912 |
+6,793 |
Sep12 |
120404 |
96.09 |
96.15 |
96.06 |
96.11 |
+0.02 |
35,094 |
164,230 |
-1,163 |
Dec12 |
120404 |
96.18 |
96.25 |
96.15 |
96.21 |
+0.03 |
24,002 |
98,546 |
-64 |
Mar13 |
120404 |
96.19 |
96.25 |
96.15 |
96.21 |
+0.02 |
9,035 |
62,003 |
+2,384 |
Jun13 |
120404 |
96.13 |
96.18 |
96.08 |
96.14 |
+0.01 |
6,730 |
58,622 |
+2,332 |
Sep13 |
120404 |
96.02 |
96.08 |
96.01 |
96.05 |
+0.01 |
3,251 |
39,815 |
+1,068 |
Dec13 |
120404 |
95.94 |
95.98 |
95.91 |
95.94 |
unch |
1,759 |
26,536 |
-176 |
Mar14 |
120404 |
95.84 |
95.88 |
95.84 |
95.87 |
unch |
268 |
16,438 |
-706 |
Jun14 |
120404 |
95.77 |
95.79 |
95.77 |
95.79 |
+0.01 |
0 |
1,012 |
-1 |
Sep14 |
120404 |
95.71 |
95.71 |
95.71 |
95.71 |
unch |
0 |
521 |
+0 |
Total Volume and Open Interest |
126,892 |
653,962 |
+10,467 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120404 |
96.00 |
96.01 |
95.90 |
95.98 |
-0.02 |
65,567 |
346,468 |
+7,666 |
Sep12 |
120404 |
95.98 |
95.98 |
95.98 |
95.98 |
-0.02 |
|
|
|
Total Volume and Open Interest |
65,567 |
346,468 |
+7,666 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120404 |
96.57 |
96.62 |
96.50 |
96.58 |
unch |
208,417 |
397,393 |
+2,667 |
Sep12 |
120404 |
96.58 |
96.58 |
96.58 |
96.58 |
unch |
|
|
|
Total Volume and Open Interest |
208,417 |
397,393 |
+2,667 |
Gold(CMX) |
Apr12 |
120404 |
1646.5 |
1647.0 |
1612.3 |
1612.3 |
-57.7 |
2,531 |
4,664 |
-1,327 |
Jun12 |
120404 |
1645.8 |
1649.5 |
1613.0 |
1614.1 |
-57.9 |
110,017 |
240,600 |
+3,750 |
Aug12 |
120404 |
1649.4 |
1650.8 |
1616.3 |
1616.4 |
-58.0 |
4,553 |
36,966 |
+170 |
Oct12 |
120404 |
1652.6 |
1652.6 |
1618.4 |
1618.4 |
-58.1 |
190 |
12,621 |
+47 |
Dec12 |
120404 |
1654.6 |
1654.7 |
1620.0 |
1620.5 |
-58.2 |
1,849 |
35,947 |
+532 |
Feb13 |
120404 |
1656.8 |
1656.8 |
1622.5 |
1622.5 |
-58.2 |
1,985 |
13,148 |
+1,289 |
Apr13 |
120404 |
1643.0 |
1645.0 |
1624.4 |
1624.4 |
-58.3 |
209 |
8,899 |
+41 |
Jun13 |
120404 |
1626.8 |
1626.8 |
1626.8 |
1626.8 |
-58.3 |
159 |
10,428 |
+100 |
Aug13 |
120404 |
1629.5 |
1629.5 |
1629.5 |
1629.5 |
-58.3 |
0 |
255 |
+0 |
Oct13 |
120404 |
1632.4 |
1632.4 |
1632.4 |
1632.4 |
-58.3 |
0 |
1 |
+0 |
Dec13 |
120404 |
1646.6 |
1646.7 |
1635.5 |
1635.5 |
-58.3 |
112 |
8,107 |
+65 |
Feb14 |
120404 |
1639.0 |
1639.0 |
1639.0 |
1639.0 |
-58.3 |
|
|
|
Total Volume and Open Interest |
122,298 |
409,333 |
+4,653 |
Silver(CMX) |
May12 |
120404 |
3265.0 |
3268.0 |
3098.0 |
3104.4 |
-222.1 |
38,384 |
49,433 |
+627 |
Jul12 |
120404 |
3269.0 |
3272.0 |
3104.5 |
3110.1 |
-222.5 |
5,541 |
21,745 |
+2,722 |
Sep12 |
120404 |
3216.0 |
3216.0 |
3113.5 |
3115.4 |
-222.8 |
793 |
4,452 |
-60 |
Dec12 |
120404 |
3280.5 |
3280.5 |
3118.0 |
3121.0 |
-223.0 |
1,015 |
15,688 |
-39 |
Mar13 |
120404 |
3175.0 |
3175.0 |
3120.0 |
3123.4 |
-223.1 |
21 |
2,526 |
+5 |
May13 |
120404 |
3146.0 |
3146.0 |
3123.6 |
3123.6 |
-223.1 |
1 |
1,224 |
-1 |
Jul13 |
120404 |
3123.0 |
3123.0 |
3123.0 |
3123.0 |
-223.1 |
10 |
3,032 |
+10 |
Total Volume and Open Interest |
45,897 |
113,035 |
+3,342 |
Platinum(NYMEX) |
Apr12 |
120404 |
1624.3 |
1624.3 |
1593.7 |
1593.9 |
-61.3 |
124 |
190 |
-349 |
Jul12 |
120404 |
1651.3 |
1652.0 |
1598.0 |
1598.6 |
-61.9 |
4,245 |
39,257 |
+150 |
Oct12 |
120404 |
1644.0 |
1644.0 |
1602.4 |
1602.4 |
-62.0 |
103 |
1,191 |
+77 |
Jan13 |
120404 |
1616.9 |
1622.2 |
1605.3 |
1605.3 |
-62.0 |
6 |
130 |
+5 |
Total Volume and Open Interest |
4,488 |
40,772 |
-117 |
Palladium(NYMEX) |
Jun12 |
120404 |
653.00 |
657.70 |
630.75 |
632.75 |
-26.85 |
2,671 |
20,052 |
+168 |
Sep12 |
120404 |
650.00 |
650.00 |
634.25 |
634.25 |
-26.90 |
7 |
535 |
-1 |
Dec12 |
120404 |
649.95 |
649.95 |
635.60 |
635.60 |
-26.90 |
0 |
34 |
+0 |
Total Volume and Open Interest |
2,678 |
20,624 |
+166 |
Copper(CMX) |
May12 |
120404 |
388.90 |
389.35 |
378.90 |
379.05 |
-12.85 |
58,034 |
74,419 |
+3,939 |
Jul12 |
120404 |
389.90 |
390.00 |
379.85 |
380.00 |
-12.75 |
10,131 |
34,642 |
+2,585 |
Sep12 |
120404 |
390.85 |
390.85 |
380.85 |
380.95 |
-12.75 |
1,274 |
20,333 |
+441 |
Dec12 |
120404 |
386.65 |
386.65 |
381.85 |
381.95 |
-12.65 |
1,136 |
11,204 |
+409 |
Mar13 |
120404 |
383.95 |
383.95 |
382.70 |
382.70 |
-12.55 |
1 |
1,877 |
+1 |
Total Volume and Open Interest |
70,969 |
153,877 |
+7,241 |
DJIA Index(CBOT) |
Jun12 |
120404 |
13118 |
13122 |
12960 |
13005 |
-127 |
115 |
11,227 |
+28 |
Sep12 |
120404 |
12936 |
13063 |
12936 |
12936 |
-127 |
0 |
2 |
+0 |
Dec12 |
120404 |
12855 |
12982 |
12855 |
12855 |
-127 |
0 |
1 |
+0 |
Mar13 |
120404 |
12788 |
12915 |
12788 |
12788 |
-127 |
|
|
|
Total Volume and Open Interest |
115 |
11,230 |
+28 |
E-mini DJIA Index(CBOT) |
Jun12 |
120404 |
13133 |
13135 |
12951 |
13005 |
-127 |
111,056 |
106,892 |
+1,316 |
Sep12 |
120404 |
13007 |
13007 |
12936 |
12936 |
-127 |
4 |
164 |
-1 |
Dec12 |
120404 |
13003 |
13003 |
12855 |
12855 |
-127 |
2 |
23 |
+0 |
Mar13 |
120404 |
12788 |
12788 |
12788 |
12788 |
-127 |
|
|
|
Total Volume and Open Interest |
111,062 |
107,079 |
+1,315 |
S & P 500(CME) |
Jun12 |
120404 |
1408.60 |
1408.60 |
1389.00 |
1393.20 |
-15.60 |
15,156 |
224,415 |
+3,446 |
Sep12 |
120404 |
1385.00 |
1389.70 |
1382.70 |
1387.10 |
-15.60 |
25 |
1,518 |
+125 |
Dec12 |
120404 |
1380.60 |
1381.20 |
1376.20 |
1380.60 |
-15.60 |
25 |
966 |
+21 |
Mar13 |
120404 |
1374.60 |
1375.20 |
1370.20 |
1374.60 |
-15.60 |
|
|
|
Total Volume and Open Interest |
15,206 |
226,899 |
+3,592 |
S & P 500 E-Mini(Globex) |
Jun12 |
120404 |
1409.00 |
1409.00 |
1388.50 |
1393.25 |
-15.50 |
1,718,652 |
2,738,339 |
+28,749 |
Sep12 |
120404 |
1402.50 |
1402.50 |
1382.75 |
1387.00 |
-15.75 |
2,766 |
15,039 |
+2,078 |
Total Volume and Open Interest |
1,721,575 |
2,755,411 |
+30,982 |
NASDAQ 100(CME) |
Jun12 |
120404 |
2778.00 |
2780.00 |
2724.00 |
2736.50 |
-42.50 |
279 |
10,391 |
+27 |
Sep12 |
120404 |
2731.00 |
2735.00 |
2720.00 |
2731.00 |
-42.50 |
|
|
|
Dec12 |
120404 |
2725.50 |
2768.00 |
2725.50 |
2725.50 |
-42.50 |
|
|
|
Total Volume and Open Interest |
279 |
10,391 |
+27 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120404 |
2780.50 |
2781.00 |
2724.80 |
2736.50 |
-42.50 |
210,984 |
452,176 |
+4,465 |
Sep12 |
120404 |
2771.00 |
2771.00 |
2722.50 |
2731.00 |
-42.50 |
4 |
832 |
-1 |
Total Volume and Open Interest |
210,989 |
453,032 |
+4,464 |
S & P Midcap 400(CME) |
Jun12 |
120404 |
985.10 |
985.10 |
981.50 |
985.10 |
-14.50 |
182 |
1,263 |
+182 |
Sep12 |
120404 |
982.10 |
996.60 |
982.10 |
982.10 |
-14.50 |
|
|
|
Dec12 |
120404 |
980.10 |
994.60 |
980.10 |
980.10 |
-14.50 |
|
|
|
Total Volume and Open Interest |
182 |
1,263 |
+182 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120404 |
10085 |
10100 |
9710 |
9775 |
-320 |
3,940 |
48,981 |
+321 |
Sep12 |
120404 |
9790 |
9790 |
9790 |
9790 |
-320 |
|
|
|
Total Volume and Open Interest |
3,940 |
48,981 |
+321 |
Nikkei 225(SGX) |
Jun12 |
120404 |
10040 |
10080 |
9815 |
9830 |
-210 |
116,622 |
249,616 |
+11,777 |
Sep12 |
120404 |
10035 |
10055 |
9825 |
9825 |
-215 |
15 |
2,549 |
+5 |
Dec12 |
120404 |
9770 |
9770 |
9770 |
9770 |
-210 |
0 |
5,902 |
+0 |
Total Volume and Open Interest |
117,099 |
273,040 |
+12,542 |
CAC 40(EURONEXT) |
Apr12 |
120404 |
3380.5 |
3393.5 |
3307.5 |
3313.0 |
-88.5 |
101,874 |
377,671 |
+9,109 |
May12 |
120404 |
3326.0 |
3327.5 |
3251.5 |
3255.0 |
-89.5 |
90 |
8,577 |
+25 |
Jun12 |
120404 |
3298.0 |
3307.0 |
3223.0 |
3227.0 |
-90.0 |
178 |
27,979 |
-1,449 |
Total Volume and Open Interest |
102,142 |
414,345 |
+7,685 |
Hang Seng Index(HKFE) |
Apr12 |
120403 |
20642 |
20818 |
20543 |
20778 |
+318 |
69,135 |
92,871 |
+764 |
May12 |
120403 |
20460 |
20653 |
20381 |
20619 |
+325 |
390 |
182 |
+182 |
Jun12 |
120403 |
20191 |
20450 |
20191 |
20429 |
+322 |
334 |
5,387 |
+24 |
Total Volume and Open Interest |
69,928 |
99,821 |
-18,898 |
DAX(EUREX) |
Jun12 |
120404 |
6932.0 |
6958.0 |
6782.0 |
6786.5 |
-211.0 |
173,502 |
164,042 |
+3,460 |
Sep12 |
120404 |
6956.0 |
6956.0 |
6795.5 |
6795.5 |
-211.0 |
232 |
3,297 |
+25 |
Dec12 |
120404 |
6943.0 |
6943.0 |
6804.5 |
6804.5 |
-210.0 |
37 |
160 |
+31 |
Total Volume and Open Interest |
173,771 |
167,499 |
+3,516 |
FT-SE 100(EURONEXT) |
Jun12 |
120404 |
5788.50 |
5788.50 |
5636.00 |
5642.00 |
-147.50 |
104,237 |
606,107 |
-146 |
Sep12 |
120404 |
5735.50 |
5735.50 |
5600.00 |
5602.50 |
-147.50 |
8 |
600 |
-3 |
Dec12 |
120404 |
5580.00 |
5580.00 |
5580.00 |
5580.00 |
-147.50 |
0 |
165 |
+1 |
Total Volume and Open Interest |
104,245 |
606,872 |
-148 |
SPI 200(SFE) |
Jun12 |
120404 |
4338.0 |
4353.0 |
4318.0 |
4349.0 |
+7.0 |
32,954 |
197,504 |
+3,011 |
Sep12 |
120404 |
4310.0 |
4320.0 |
4298.0 |
4319.0 |
+6.0 |
17 |
2,217 |
+6 |
Dec12 |
120404 |
4327.0 |
4327.0 |
4327.0 |
4327.0 |
+7.0 |
2 |
1,687 |
+0 |
Total Volume and Open Interest |
33,047 |
203,662 |
+3,042 |
GSCI(CME) |
Apr12 |
120404 |
691.00 |
691.40 |
683.40 |
683.45 |
-13.05 |
389 |
9,283 |
-183 |
May12 |
120404 |
691.50 |
691.75 |
684.00 |
684.00 |
-13.00 |
79 |
985 |
+73 |
Jun12 |
120404 |
685.25 |
698.05 |
685.25 |
685.25 |
-12.75 |
|
|
|
Total Volume and Open Interest |
468 |
10,268 |
-110 |
Reuters CCI(ICE) |
Jun12 |
120404 |
305.00 |
305.00 |
305.00 |
305.00 |
-5.80 |
|
|
|
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|