Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Mon January 07, 2013
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan13 130107 1381.00 1411.75 1381.00 1410.75 +21.75 6,272 7,036 -2,373
Mar13 130107 1367.00 1389.50 1357.00 1388.50 +21.25 85,127 248,407 -6,316
May13 130107 1355.50 1379.00 1347.75 1377.75 +19.25 21,805 128,435 +1,512
Jul13 130107 1352.25 1374.75 1345.50 1373.50 +18.50 17,596 80,631 +857
Aug13 130107 1330.00 1352.50 1330.00 1352.50 +15.50 358 2,224 +84
Sep13 130107 1300.00 1316.25 1299.75 1316.00 +11.50 267 1,739 +32
Nov13 130107 1275.00 1289.00 1268.00 1284.75 +7.75 9,051 68,662 +1,442
Jan14 130107 1290.75 1292.00 1281.50 1292.00 +8.00 216 2,466 +82
Mar14 130107 1295.50 1297.50 1289.25 1297.50 +8.25 189 1,061 +145
May14 130107 1301.00 1301.00 1293.50 1301.00 +7.50 28 682 +9
Jul14 130107 1307.50 1307.50 1300.25 1307.50 +7.25 22 443 +7
Aug14 130107 1302.25 1302.25 1295.00 1302.25 +7.25 5 1 -1
Sep14 130107 1281.75 1281.75 1281.75 1281.75 unch 0 1 +0
Nov14 130107 1261.50 1269.25 1256.00 1269.25 +7.25 26 2,525 +9
Total Volume and Open Interest 140,964 544,419 -4,513
Soybean Meal(CBOT)
Jan13 130107 403.10 408.50 398.00 408.50 +10.30 3,347 2,441 -1,557
Mar13 130107 399.40 409.40 396.40 408.90 +9.90 43,271 109,806 -2,171
May13 130107 393.00 402.10 390.10 401.80 +8.80 10,529 38,986 +438
Jul13 130107 388.50 397.80 386.70 397.50 +8.00 9,699 25,897 +841
Aug13 130107 382.30 389.50 382.20 389.50 +6.50 523 3,191 +44
Sep13 130107 373.60 378.00 372.10 377.80 +4.40 314 2,651 +3
Oct13 130107 363.80 364.10 360.40 364.10 +3.70 272 4,381 +68
Dec13 130107 358.40 362.70 357.80 361.60 +3.20 4,014 22,387 +3,600
Jan14 130107 362.20 363.10 360.00 363.10 +3.10 81 1,235 +26
Mar14 130107 366.80 367.00 363.30 366.30 +3.00 61 1,701 +56
Total Volume and Open Interest 72,147 213,587 +1,367
Soybean Oil(CBOT)
Jan13 130107 49.33 49.88 49.32 49.50 +0.08 4,050 3,804 -1,635
Mar13 130107 49.83 50.57 49.25 49.96 +0.06 54,402 174,940 -4,089
May13 130107 50.24 50.99 49.69 50.38 +0.05 21,823 46,002 -1,291
Jul13 130107 50.50 51.34 50.05 50.75 +0.06 14,807 37,941 +1,743
Aug13 130107 50.98 51.14 50.66 50.73 +0.07 978 4,599 -51
Sep13 130107 50.35 51.20 50.35 50.68 +0.09 633 3,871 -62
Oct13 130107 50.64 50.66 50.21 50.37 +0.05 449 5,363 -60
Dec13 130107 50.10 50.70 50.00 50.20 +0.05 3,334 20,770 +754
Jan14 130107 50.43 50.43 50.38 50.43 +0.05 52 1,662 +12
Mar14 130107 50.76 50.76 50.70 50.76 +0.06 25 676 +25
Total Volume and Open Interest 100,561 300,862 -4,648
Canola(WCE)
Jan13 130107 609.2 612.0 608.4 609.6 +11.2 927 487 -820
Mar13 130107 580.0 589.8 580.0 588.3 +9.9 7,551 89,512 +698
May13 130107 575.8 581.6 573.9 579.9 +9.0 2,238 22,593 +982
Jul13 130107 573.0 576.5 571.3 575.3 +6.9 1,257 12,542 +236
Nov13 130107 532.0 538.9 532.0 537.2 +8.1 990 11,104 -235
Total Volume and Open Interest 12,991 136,835 +877
Corn(CBOT)
Mar13 130107 680.50 690.00 678.00 685.50 +5.25 108,074 532,916 -3,777
May13 130107 681.50 690.00 678.50 685.25 +4.50 24,159 187,297 +1,592
Jul13 130107 675.25 683.25 672.00 678.50 +3.75 23,423 160,229 +340
Sep13 130107 594.00 600.50 592.00 596.75 +2.25 4,146 43,753 +727
Dec13 130107 572.00 577.75 570.00 574.50 +2.75 21,401 197,071 -592
Mar14 130107 582.00 587.50 580.75 584.50 +2.50 775 8,238 +453
May14 130107 591.00 593.75 589.25 591.75 +2.50 44 2,208 -6
Jul14 130107 592.25 597.00 592.25 595.50 +2.75 60 1,589 +41
Sep14 130107 574.00 574.00 574.00 574.00 unch 0 126 +0
Dec14 130107 561.00 566.25 560.00 562.00 +0.75 269 8,643 +121
Total Volume and Open Interest 182,356 1,143,232 -1,099
Wheat(CBOT)
Mar13 130107 749.50 760.50 743.50 751.25 +4.00 52,889 251,570 +179
May13 130107 756.50 769.75 753.00 761.00 +4.25 13,378 65,535 +54
Jul13 130107 764.00 774.50 759.25 767.75 +4.50 13,001 75,267 +1,711
Sep13 130107 773.00 786.00 771.75 781.00 +6.25 1,427 14,214 +73
Dec13 130107 789.50 798.75 784.50 795.00 +7.50 4,525 50,725 +197
Mar14 130107 802.25 806.25 798.25 806.25 +8.00 209 3,991 +51
Total Volume and Open Interest 85,544 464,450 +2,311
Wheat(KCBT)
Mar13 130107 806.75 816.50 801.50 807.50 +3.00 8,868 90,337 +3
May13 130107 815.00 824.25 811.25 816.50 +3.25 2,612 25,458 +13
Jul13 130107 820.00 828.50 798.25 821.75 +4.00 3,450 31,307 -278
Sep13 130107 829.75 835.75 825.75 834.00 +6.00 527 6,335 -24
Dec13 130107 842.50 850.00 839.00 847.25 +5.50 462 5,209 +63
Mar14 130107 852.25 852.25 850.00 851.50 +4.75 8 308 +3
Total Volume and Open Interest 15,944 159,452 -212
Wheat(MGE)
Mar13 130107 842.50 851.50 837.50 846.50 +5.50 2,764 24,393 +45
May13 130107 850.25 860.50 847.25 855.00 +4.75 903 8,724 +127
Jul13 130107 859.00 869.00 859.00 863.75 +4.50 399 3,541 +154
Sep13 130107 863.25 865.00 857.25 862.75 +4.75 130 4,441 +56
Dec13 130107 861.50 868.00 860.00 867.25 +5.25 286 2,775 +133
Total Volume and Open Interest 4,484 43,918 +515
Oats(CBOT)
Mar13 130107 334.50 338.50 328.50 331.50 -1.25 589 8,411 +63
May13 130107 340.25 345.50 335.75 337.50 -1.00 117 1,624 +104
Jul13 130107 341.00 344.00 341.00 341.50 -2.50 12 256 +12
Sep13 130107 345.00 348.50 345.00 346.25 +1.25 0 7 +0
Total Volume and Open Interest 718 10,403 +179
Rough Rice(CBOT)
Jan13 130107 14.98 15.03 14.98 14.98 -0.05 17 24 -5
Mar13 130107 15.32 15.32 15.18 15.21 -0.07 924 13,232 +103
May13 130107 15.60 15.60 15.52 15.55 -0.05 77 1,096 +39
Jul13 130107 15.87 15.87 15.82 15.82 -0.06 3 60 +0
Total Volume and Open Interest 1,021 14,470 +137
Live Cattle(CME)
Feb13 130107 133.100 133.400 132.535 133.000 +0.050 28,357 135,649 -2,799
Apr13 130107 136.785 137.075 136.150 136.700 -0.085 15,012 93,663 +3,014
Jun13 130107 132.000 132.235 131.400 131.880 -0.055 7,880 64,374 +2,461
Aug13 130107 131.700 131.935 131.285 131.785 +0.035 3,505 32,971 +640
Oct13 130107 135.150 135.185 134.685 135.075 +0.075 626 8,550 +104
Dec13 130107 136.350 136.685 136.000 136.450 +0.150 539 3,885 +306
Total Volume and Open Interest 56,172 340,203 +3,898
Feeder Cattle(CME)
Jan13 130107 153.150 153.450 152.650 153.250 +0.065 1,007 7,356 -57
Mar13 130107 156.050 156.450 155.485 156.100 -0.225 2,483 12,903 -39
Apr13 130107 157.985 158.150 157.285 157.935 +0.055 408 2,474 +73
May13 130107 159.400 159.750 158.950 159.685 +0.135 580 3,532 -42
Aug13 130107 163.735 164.000 163.250 164.000 +0.215 303 3,023 +67
Sep13 130107 163.700 164.250 163.500 164.250 +0.100 55 551 +12
Oct13 130107 164.380 164.750 164.050 164.750 +0.250 16 298 +4
Total Volume and Open Interest 4,882 30,360 +44
Lean Hogs(CME)
Feb13 130107 86.150 86.830 85.830 86.300 +0.070 24,858 91,050 -5,271
Apr13 130107 89.850 90.000 89.035 89.550 -0.300 15,048 58,337 +2,150
May13 130107 96.500 96.930 96.100 96.930 -0.050 150 1,896 +105
Jun13 130107 98.750 99.000 98.330 98.550 -0.200 7,937 42,223 +1,520
Jul13 130107 98.080 98.550 97.930 98.180 -0.170 1,626 13,947 +144
Aug13 130107 97.330 97.930 97.330 97.700 -0.030 2,160 18,287 +686
Oct13 130107 86.650 87.180 86.635 86.950 -0.100 2,668 16,614 +1,110
Dec13 130107 83.000 83.230 82.730 83.100 -0.050 2,394 8,550 +1,254
Total Volume and Open Interest 57,456 253,388 +1,850
Class III Milk(CME)
Jan13 130107 18.03 18.15 17.97 17.97 -0.06 238 3,212 -64
Feb13 130107 18.35 18.55 18.01 18.04 -0.36 274 2,743 +46
Mar13 130107 18.41 18.50 18.31 18.35 -0.06 111 2,215 +22
Apr13 130107 18.45 18.49 18.29 18.31 -0.14 50 1,579 +3
May13 130107 18.45 18.49 18.39 18.39 -0.07 67 1,443 +4
Total Volume and Open Interest 838 17,329 -4,113
Cocoa(ICE)
Mar13 130107 2220 2274 2213 2267 +47 10,060 83,752 +228
May13 130107 2229 2280 2222 2275 +46 2,047 33,463 -359
Jul13 130107 2240 2290 2236 2285 +46 865 19,545 +166
Sep13 130107 2250 2300 2250 2296 +46 452 18,305 +65
Dec13 130107 2266 2310 2258 2305 +45 490 11,339 +355
Mar14 130107 2264 2315 2262 2312 +45 179 16,247 +0
May14 130107 2318 2318 2318 2318 +43 25 7,579 -12
Total Volume and Open Interest 14,118 192,135 +443
Coffee "C"(ICE)
Mar13 130107 147.35 151.00 146.60 150.40 +3.05 19,811 89,052 +150
May13 130107 150.65 153.60 149.45 153.15 +3.00 4,079 26,580 -293
Jul13 130107 153.50 156.30 152.70 155.95 +3.00 1,128 14,850 +44
Sep13 130107 156.25 159.00 155.65 158.75 +2.95 725 6,426 +196
Dec13 130107 160.00 163.05 160.00 162.70 +2.85 490 4,761 +158
Mar14 130107 165.45 166.55 165.05 166.55 +2.85 49 779 +2
Total Volume and Open Interest 26,283 143,392 +258
Orange Juice(ICE)
Jan13 130107 112.70 112.70 109.65 109.65 -2.95 292 404 -269
Mar13 130107 113.00 114.45 110.50 110.60 -2.35 2,952 15,807 -476
May13 130107 114.25 115.90 112.00 112.05 -2.50 536 3,719 +158
Jul13 130107 116.00 116.50 113.75 113.95 -2.35 126 855 -28
Sep13 130107 117.00 117.50 115.50 115.50 -2.00 125 231 +79
Nov13 130107 116.75 116.75 115.75 115.75 -2.00 0 60 +0
Total Volume and Open Interest 4,031 21,103 -536
Sugar #11(ICE)
Mar13 130107 18.94 19.05 18.67 18.86 +0.01 68,039 339,557 -1,240
May13 130107 19.15 19.19 18.89 19.08 +0.08 17,087 125,183 -499
Jul13 130107 19.14 19.38 19.13 19.31 +0.12 9,881 124,193 -927
Oct13 130107 19.62 19.71 19.46 19.65 +0.13 6,289 76,750 +508
Mar14 130107 20.17 20.29 20.07 20.25 +0.14 2,522 52,990 +801
May14 130107 20.11 20.20 20.02 20.16 +0.13 119 13,515 -18
Jul14 130107 20.04 20.14 20.00 20.10 +0.13 151 6,613 +56
Oct14 130107 20.10 20.18 20.05 20.15 +0.12 71 9,611 +45
Total Volume and Open Interest 104,247 759,260 -1,225
London Cocoa(LCE)
Mar13 130107 1420 1444 1416 1441 +19 6,087 77,519 +345
May13 130107 1430 1454 1426 1451 +19 2,412 32,919 -159
Jul13 130107 1439 1462 1434 1459 +18 944 29,590 +417
Sep13 130107 1449 1470 1444 1467 +17 1,059 26,384 +202
Dec13 130107 1446 1470 1443 1465 +16 988 24,977 +289
Mar14 130107 1445 1468 1442 1465 +18 509 19,925 +17
May14 130107 1450 1472 1448 1471 +21 300 6,339 +14
Total Volume and Open Interest 12,529 220,465 +1,101
London Sugar(LCE)
Mar13 130107 513.20 514.60 506.70 510.80 +0.40 2,573 40,948 -162
May13 130107 518.90 519.60 513.60 517.40 +1.80 531 12,932 +112
Aug13 130107 522.20 522.80 517.60 521.20 +2.10 313 10,149 +15
Oct13 130107 525.90 526.30 520.90 524.50 +2.10 156 5,291 +38
Dec13 130107 534.20 534.20 529.80 533.70 +2.70 76 2,094 -1
Total Volume and Open Interest 3,750 72,862 +72
Cotton(ICE)
Mar13 130107 75.15 75.87 74.64 75.71 +0.66 13,944 122,055 -1,217
May13 130107 75.92 76.60 75.46 76.53 +0.64 2,937 24,597 +287
Jul13 130107 76.86 77.55 76.41 77.47 +0.62 1,709 15,801 +269
Oct13 130107 78.26 78.58 78.26 78.58 +0.41 0 8 +0
Dec13 130107 79.00 79.50 78.67 79.41 +0.31 717 9,054 +303
Mar14 130107 80.56 80.56 80.56 80.56 +0.46 44 97 +31
Total Volume and Open Interest 19,356 171,855 -324
Lumber(CME)
Jan13 130107 372.5 376.5 371.8 375.0 +5.6 481 817 -167
Mar13 130107 378.0 383.2 376.6 381.9 +5.9 887 6,615 +120
May13 130107 372.4 377.8 371.9 377.1 +5.1 135 1,985 +25
Jul13 130107 369.1 369.1 367.0 369.0 +7.8 43 347 -5
Total Volume and Open Interest 1,546 9,780 -27
Crude Oil(NYM)
Feb13 130107 93.21 93.35 92.42 93.19 +0.10 189,812 247,577 -13,876
Mar13 130107 93.70 93.77 92.86 93.63 +0.12 72,819 185,556 +6,694
Apr13 130107 93.94 94.13 93.28 94.02 +0.11 27,994 69,348 +4,079
May13 130107 94.01 94.45 93.61 94.33 +0.12 14,846 70,865 -198
Jun13 130107 94.18 94.64 93.78 94.54 +0.14 32,692 136,194 +282
Jul13 130107 94.04 94.77 93.91 94.67 +0.16 13,505 55,503 +4,355
Aug13 130107 94.31 94.67 93.91 94.67 +0.19 6,261 26,995 +526
Sep13 130107 94.32 94.57 93.82 94.57 +0.21 7,936 51,831 +1,756
Oct13 130107 94.24 94.38 93.69 94.38 +0.23 2,560 30,017 -145
Nov13 130107 93.47 94.18 93.38 94.18 +0.25 3,390 32,058 +84
Dec13 130107 93.73 94.10 93.18 94.00 +0.26 33,962 169,603 -1,046
Jan14 130107 93.58 93.85 93.01 93.75 +0.28 1,364 31,830 +152
Feb14 130107 93.50 93.50 93.50 93.50 +0.29 285 12,852 +78
Mar14 130107 93.26 93.26 92.52 93.26 +0.29 1,415 17,020 -140
Apr14 130107 93.03 93.03 93.03 93.03 +0.29 324 9,725 +203
May14 130107 92.84 92.84 92.84 92.84 +0.30 541 10,082 +21
Total Volume and Open Interest 434,724 1,481,633 +5,154
e-miNY Crude Oil(NYM)
Jan13 121218 87.400 88.175 87.200 87.925 +0.725 5,019 3,241 -443
Feb13 130107 93.325 93.350 92.425 93.200 +0.100 4,051 3,180 +82
Mar13 130107 93.500 93.725 92.975 93.625 +0.125 268 584 +55
Apr13 130107 93.875 94.025 93.425 94.025 +0.125 112 228 +20
May13 130107 94.325 94.325 94.325 94.325 +0.125 2 16 +2
Jun13 130107 94.550 94.550 94.550 94.550 +0.150 4 52 +4
Jul13 130107 94.675 94.675 94.675 94.675 +0.175 0 1 +0
Aug13 130107 94.675 94.675 94.675 94.675 +0.200      
Sep13 130107 94.575 94.575 94.575 94.575 +0.225 0 1 +0
Oct13 130107 94.375 94.375 94.375 94.375 +0.225 0 1 +0
Total Volume and Open Interest 4,441 4,225 +167
Heating Oil(NYM)
Feb13 130107 301.85 304.55 300.86 303.21 +1.44 60,441 79,585 +3,286
Mar13 130107 300.56 302.52 299.12 301.30 +1.39 35,351 50,329 +1,330
Apr13 130107 298.10 300.12 297.06 298.98 +1.23 21,133 45,884 +2,043
May13 130107 301.17 302.67 299.80 301.66 +1.12 7,157 26,567 +966
Jun13 130107 299.05 300.73 298.04 299.96 +1.07 6,972 24,441 +355
Jul13 130107 297.53 300.00 297.50 299.25 +1.00 916 6,349 -183
Aug13 130107 297.17 299.58 297.17 298.74 +0.93 295 3,167 +90
Sep13 130107 296.72 299.15 296.70 298.40 +0.87 169 9,433 +34
Oct13 130107 296.80 298.75 296.80 298.19 +0.87 76 2,577 +19
Nov13 130107 296.65 298.29 296.65 298.00 +0.89 31 2,337 +5
Dec13 130107 296.15 298.28 295.88 297.73 +0.92 1,723 17,323 +262
Jan14 130107 297.59 297.59 297.40 297.40 +0.84 64 2,045 -21
Feb14 130107 295.80 296.40 295.80 296.40 +0.79 13 254 +9
Mar14 130107 294.98 294.98 294.98 294.98 +0.79 3 92 +2
Total Volume and Open Interest 134,363 272,135 +8,209
Gasoline(NYMEX)
Feb13 130107 276.47 278.95 274.33 277.74 +1.31 41,474 106,098 -1,127
Mar13 130107 276.82 279.35 274.95 278.32 +1.50 26,296 56,412 +1,601
Apr13 130107 290.60 293.40 289.26 292.42 +1.35 11,584 29,145 -1,161
May13 130107 290.15 292.31 288.45 291.52 +1.26 4,486 24,016 +595
Jun13 130107 286.45 288.77 285.00 288.13 +1.20 2,646 19,233 +517
Jul13 130107 283.58 285.00 281.34 284.32 +1.15 979 9,813 -4
Aug13 130107 277.91 280.26 277.81 280.26 +1.13 722 4,606 +191
Sep13 130107 272.94 276.12 272.94 275.76 +0.98 340 7,898 +22
Oct13 130107 260.34 261.86 260.34 261.86 +0.62 471 6,303 +109
Nov13 130107 257.10 257.99 255.78 257.98 +0.52 442 10,455 +7
Total Volume and Open Interest 90,039 284,201 +858
e-miNY RBOB Gasoline(NYM)
Feb13 130107 277.70 277.74 277.70 277.70 +1.30 2 2 +2
Mar13 130107 278.30 278.32 278.30 278.30 +1.50      
Apr13 130107 292.40 292.42 292.40 292.40 +1.30      
May13 130107 291.50 291.52 291.50 291.50 +1.20      
Total Volume and Open Interest 2 2 +2
Natural Gas(NYM)
Feb13 130107 3.277 3.352 3.238 3.266 -0.021 91,042 191,960 -3,115
Mar13 130107 3.290 3.365 3.255 3.281 -0.022 52,541 284,658 +4,901
Apr13 130107 3.342 3.396 3.293 3.318 -0.019 40,201 137,135 -4,866
May13 130107 3.390 3.447 3.347 3.374 -0.019 16,037 74,756 +1,218
Jun13 130107 3.458 3.500 3.405 3.430 -0.018 8,086 25,297 +751
Jul13 130107 3.518 3.556 3.464 3.487 -0.018 7,282 39,889 +1,555
Aug13 130107 3.548 3.583 3.490 3.519 -0.018 3,276 26,476 +499
Sep13 130107 3.561 3.595 3.509 3.533 -0.018 2,558 23,887 -259
Oct13 130107 3.612 3.633 3.540 3.568 -0.018 14,463 99,233 -82
Nov13 130107 3.744 3.745 3.672 3.688 -0.012 2,515 26,995 -517
Dec13 130107 3.918 3.950 3.878 3.898 -0.006 2,440 30,282 -185
Jan14 130107 4.044 4.054 3.982 4.004 -0.004 4,699 70,543 +707
Feb14 130107 4.034 4.038 3.993 4.005 unch 408 6,519 +76
Mar14 130107 4.003 4.005 3.945 3.957 -0.002 1,697 19,031 +104
Apr14 130107 3.912 3.915 3.866 3.878 +0.001 4,910 31,169 -1,779
May14 130107 3.930 3.930 3.896 3.896 +0.001 40 5,633 +17
Total Volume and Open Interest 256,963 1,171,224 -3,057
Brent Crude Oil(ICE)
Feb13 130107 111.42 111.69 110.54 111.40 +0.09 190,189 218,806 -35,107
Mar13 130107 110.22 110.69 109.36 110.42 +0.32 146,161 223,325 +21,682
Apr13 130107 109.34 109.90 108.57 109.66 +0.39 48,945 89,522 +5,736
May13 130107 108.66 109.25 107.95 109.01 +0.40 21,035 51,713 -483
Jun13 130107 108.01 108.64 107.35 108.39 +0.39 36,267 105,397 +55
Jul13 130107 107.56 108.00 106.82 107.81 +0.40 12,921 38,234 -1,099
Aug13 130107 106.64 107.39 106.24 107.24 +0.41 9,566 53,238 -896
Sep13 130107 106.03 106.83 105.67 106.63 +0.42 6,258 47,353 -17
Oct13 130107 105.50 106.21 105.13 106.06 +0.42 4,418 35,234 -1,040
Nov13 130107 105.54 105.54 105.54 105.54 +0.42 3,962 28,119 -578
Dec13 130107 104.76 105.29 104.12 105.07 +0.42 36,150 136,758 +808
Jan14 130107 104.65 104.65 104.65 104.65 +0.42 856 23,925 -14
Feb14 130107 104.26 104.26 104.26 104.26 +0.43 584 14,286 +57
Mar14 130107 103.85 103.85 103.85 103.85 +0.42 1,105 11,836 +126
Total Volume and Open Interest 537,785 1,286,316 -9,626
Gas Oil(ICE)
Jan13 130107 932.75 940.00 928.50 938.50 +10.00 58,276 61,548 -21,511
Feb13 130107 931.75 941.75 930.50 940.25 +9.50 109,636 95,168 -1,727
Mar13 130107 933.50 939.25 928.75 937.50 +8.25 56,572 54,022 -5,565
Apr13 130107 929.50 935.00 925.00 933.50 +7.50 23,362 36,531 +854
May13 130107 926.25 929.75 921.00 929.00 +7.00 10,314 30,716 +203
Jun13 130107 919.25 926.25 916.75 924.75 +6.75 17,578 40,659 +2,829
Jul13 130107 917.00 923.00 914.75 922.25 +6.50 2,096 17,967 +327
Aug13 130107 914.00 921.25 913.25 920.25 +6.25 945 14,765 -155
Sep13 130107 913.00 919.25 911.25 918.25 +5.75 1,083 18,558 +77
Oct13 130107 911.00 916.75 910.00 916.50 +5.25 379 9,861 +49
Total Volume and Open Interest 288,922 485,622 -23,396
Ethanol(CBOT)
Jan13 130104 2.170 2.179 2.170 2.170 -0.009 144 205 -105
Feb13 130107 2.199 2.207 2.186 2.205 +0.024 263 1,493 +76
Mar13 130107 2.215 2.224 2.205 2.223 +0.027 146 1,618 -40
Apr13 130107 2.223 2.233 2.212 2.233 +0.026 231 912 -123
May13 130107 2.212 2.222 2.208 2.220 +0.023 57 832 +5
Jun13 130107 2.196 2.212 2.193 2.208 +0.019 66 935 -23
Jul13 130107 2.173 2.185 2.168 2.182 +0.021 79 1,079 +6
Aug13 130107 2.126 2.135 2.123 2.134 +0.017 46 477 +23
Total Volume and Open Interest 1,098 8,634 -72
WTI Crude Oil(ICE)
Feb13 130107 93.15 93.35 92.45 93.19 +0.10 37,369 68,062 -1,211
Mar13 130107 93.50 93.76 92.89 93.63 +0.12 17,678 62,492 +381
Apr13 130107 93.72 94.12 93.30 94.02 +0.11 9,904 23,550 +2,149
May13 130107 93.67 94.42 93.66 94.33 +0.12 4,465 18,314 +176
Jun13 130107 94.13 94.61 93.85 94.54 +0.14 8,555 65,324 +1,549
Jul13 130107 94.00 94.73 94.00 94.67 +0.16 2,388 10,897 +212
Aug13 130107 94.64 94.69 94.62 94.67 +0.19 1,638 8,434 +17
Sep13 130107 94.53 94.57 94.34 94.57 +0.21 1,541 11,289 +270
Oct13 130107 94.33 94.39 94.15 94.38 +0.23 1,005 10,349 -106
Nov13 130107 94.18 94.18 94.18 94.18 +0.25 483 6,692 +151
Dec13 130107 93.71 94.09 93.21 94.00 +0.26 7,818 75,489 +585
Jan14 130107 93.75 93.75 93.75 93.75 +0.28 145 6,554 +28
Feb14 130107 93.50 93.50 93.50 93.50 +0.29 269 2,202 -112
Mar14 130107 93.26 93.26 93.26 93.26 +0.29 336 3,811 -41
Apr14 130107 93.03 93.03 93.03 93.03 +0.29 169 2,279 +117
May14 130107 92.84 92.84 92.84 92.84 +0.30 85 2,088 +4
Total Volume and Open Interest 97,490 478,369 +4,104
US Dollar Index(ICE)
Mar13 130107 80.610 80.800 80.335 80.370 -0.240 33,634 41,003 -1,318
Jun13 130107 80.780 80.955 80.520 80.520 -0.240 25 579 +19
Sep13 130107 80.700 80.700 80.700 80.700 -0.240 0 3 +0
Total Volume and Open Interest 33,659 41,585 -1,299
Australian Dollar(CME)
Mar13 130107 104.53 104.58 104.13 104.40 +0.21 87,468 181,064 +1,598
Jun13 130107 103.62 103.82 103.50 103.71 +0.21 17 180 +6
Sep13 130107 103.06 103.06 102.84 103.06 +0.22 0 1 +0
Total Volume and Open Interest 87,485 181,250 +1,604
British Pound(CME)
Mar13 130107 160.75 161.13 160.17 161.02 +0.43 100,945 173,613 -6,126
Jun13 130107 160.96 160.96 160.53 160.96 +0.43 6 120 +3
Sep13 130107 160.90 160.90 160.47 160.90 +0.43 0 1 +0
Total Volume and Open Interest 100,951 173,735 -6,123
Canadian Dollar(CME)
Mar13 130107 101.22 101.33 101.00 101.24 +0.07 53,912 135,608 -249
Jun13 130107 100.95 101.08 100.95 101.02 +0.07 28 1,391 +2
Sep13 130107 100.83 100.83 100.71 100.79 +0.08 12 973 +10
Dec13 130107 100.55 100.55 100.45 100.53 +0.08 1 365 -1
Total Volume and Open Interest 53,953 138,349 -238
Japanese Yen(CME)
Mar13 130107 113.28 114.18 113.25 113.91 +0.39 114,674 194,421 -1,375
Jun13 130107 113.70 114.18 113.51 113.99 +0.39 113 417 +25
Sep13 130107 113.96 114.30 113.70 114.10 +0.40 0 91 +0
Total Volume and Open Interest 114,787 194,948 -1,350
Swiss Franc(CME)
Mar13 130107 108.30 108.67 107.80 108.61 +0.39 39,684 47,533 -702
Jun13 130107 108.78 108.78 108.39 108.78 +0.39 0 40 +0
Sep13 130107 108.96 108.96 108.57 108.96 +0.39      
Total Volume and Open Interest 39,684 47,573 -702
EuroFX(CME)
Mar13 130107 130.85 131.28 130.25 131.20 +0.40 253,804 196,963 -7,051
Jun13 130107 130.98 131.36 130.55 131.30 +0.40 228 1,093 +34
Sep13 130107 131.15 131.42 131.01 131.42 +0.41 2 28 +1
Total Volume and Open Interest 254,034 198,105 -7,016
Mexican Peso(CME)
Jan13 130107 782.00 783.25 782.00 782.00 -1.25      
Feb13 130107 779.75 781.25 779.75 779.75 -1.50      
Total Volume and Open Interest 38,650 182,479 +700
Brazilian Real(CME)
Feb13 130107 490.95 492.05 489.30 490.65 +1.30 262 7,525 +212
Mar13 130107 489.15 490.05 487.55 488.80 +1.20 88 2,905 -22
Apr13 130107 486.80 487.90 486.80 486.80 +1.20 0 1 +0
May13 130107 484.60 484.60 484.60 484.60 +1.20      
Total Volume and Open Interest 352 38,469 +192
30-Year T-Bonds(CBOT)
Mar13 130107 144~210 145~040 144~120 144~220 +0~060 427,517 547,370 +4,737
Jun13 130107 143~100 143~100 143~010 143~070 +0~060 29 27 +6
Sep13 130107 143~070 143~070 143~010 143~070 +0~060      
Total Volume and Open Interest 427,546 547,397 +4,743
10-Year T-Notes(CBOT)
Mar13 130107 131~175 131~245 131~160 131~185 +0~020 1,192,256 1,673,961 +18,522
Jun13 130107 130~170 130~170 130~150 130~170 +0~020 2 14 +2
Sep13 130107 130~170 130~170 130~150 130~170 +0~020      
Total Volume and Open Interest 1,192,258 1,673,975 +18,524
5-Year T-Notes(CBOT)
Mar13 130107 123~290 124~000 123~276 123~290 +0~004 674,720 1,498,522 -15,602
Jun13 130107 123~142 123~142 123~136 123~142 +0~004 153 153 +150
Sep13 130107 122~262 122~262 122~256 122~262 +0~004      
Total Volume and Open Interest 674,873 1,498,675 -15,452
2 Year T-Notes(CBOT)
Mar13 130107 110~060 110~060 110~054 110~056 unch 154,443 1,010,676 -3,971
Jun13 130107 110~042 110~042 110~042 110~042 unch 51 51 +51
Sep13 130107 109~204 109~204 109~204 109~204 unch      
Total Volume and Open Interest 154,494 1,010,727 -3,920
Eurodollars(CME)
Mar13 130107 99.705 99.705 99.695 99.705 unch 104,529 818,253 -3,240
Jun13 130107 99.680 99.685 99.675 99.685 unch 118,613 662,198 +8,510
Sep13 130107 99.655 99.660 99.650 99.660 +0.005 186,613 598,991 +14,631
Dec13 130107 99.615 99.630 99.610 99.625 +0.010 152,484 695,692 +1,830
Mar14 130107 99.570 99.590 99.570 99.585 +0.015 194,969 595,148 -678
Jun14 130107 99.520 99.540 99.515 99.530 +0.015 185,850 557,556 +22,593
Sep14 130107 99.455 99.480 99.455 99.470 +0.015 184,297 447,407 +12,184
Dec14 130107 99.385 99.405 99.380 99.395 +0.010 177,457 577,533 +14,506
Mar15 130107 99.315 99.330 99.310 99.320 +0.010 143,725 449,945 +3,394
Jun15 130107 99.230 99.245 99.220 99.230 +0.005 157,500 576,704 +1,857
Sep15 130107 99.120 99.145 99.120 99.130 +0.005 149,953 425,281 +7,232
Dec15 130107 99.005 99.025 98.995 99.005 +0.005 132,882 493,202 +13,199
Mar16 130107 98.870 98.895 98.860 98.875 +0.010 98,612 278,299 -1,816
Jun16 130107 98.720 98.745 98.710 98.725 +0.010 64,957 189,261 +5,316
Sep16 130107 98.560 98.590 98.550 98.565 +0.010 48,103 161,226 +3,579
Dec16 130107 98.390 98.420 98.380 98.395 +0.015 44,811 106,965 +1,666
Mar17 130107 98.225 98.265 98.225 98.240 +0.020 20,716 90,329 +337
Jun17 130107 98.060 98.095 98.060 98.070 +0.020 21,988 66,994 +620
Total Volume and Open Interest 2,242,503 8,062,500 +105,180
Ultra T-Bond(CBOT)
Mar13 130107 157~31 158~24 157~18 158~03 +0~10 72,557 352,390 +1,896
Jun13 130107 158~03 158~03 157~25 158~03 +0~10      
Sep13 130107 158~03 158~03 157~25 158~03 +0~10      
Total Volume and Open Interest 72,557 352,390 +1,896
30 Day Federal Funds(CBOT)
Jan13 130107 99.842 99.845 99.840 99.842 +0.003 909 60,702 -225
Feb13 130107 99.860 99.860 99.855 99.855 unch 1,251 29,229 -326
Mar13 130107 99.860 99.865 99.860 99.860 unch 2,285 32,105 +570
Apr13 130107 99.870 99.875 99.870 99.870 unch 395 26,981 -21
May13 130107 99.865 99.870 99.865 99.870 unch 40 27,742 -24
Jun13 130107 99.870 99.870 99.865 99.865 unch 621 23,951 -6
Total Volume and Open Interest 24,785 353,990 +884
3-Mth Euro-Yen(CME)
Mar13 130107 99.720 99.720 99.720 99.720 +0.015      
Jun13 130107 99.785 99.785 99.785 99.785 +0.015      
Sep13 130107 99.805 99.805 99.805 99.805 +0.015      
Dec13 130107 99.815 99.815 99.815 99.815 +0.015      
Mar14 130107 99.815 99.815 99.815 99.815 +0.015      
Jun14 130107 99.770 99.770 99.770 99.770 +0.015      
Sep14 130107 99.630 99.630 99.630 99.630 +0.015      
Dec14 130107 99.815 99.815 99.815 99.815 +0.015      
Mar15 130107 99.675 99.675 99.675 99.675 +0.015      
Jun15 130107 99.535 99.535 99.535 99.535 +0.015      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar13 130107 99.72 99.72 99.72 99.72 +0.01 0 1,380 +0
Jun13 130107 99.79 99.79 99.79 99.79 +0.02 0 202 +0
Sep13 130107 99.81 99.81 99.81 99.81 +0.01 0 120 +0
Dec13 130107 99.82 99.82 99.82 99.82 +0.01 0 384 +0
Mar14 130107 99.82 99.82 99.82 99.82 +0.01 0 214 +0
Jun14 130107 99.77 99.77 99.77 99.77 +0.01      
Sep14 130107 99.63 99.63 99.63 99.63 +0.01      
Dec14 130107 99.82 99.82 99.82 99.82 +0.01 0 4 +0
Total Volume and Open Interest 0 2,304 +0
Japanese Gov't Bonds(SGX)
Mar13 130107 143.16 143.48 143.15 143.36 +0.19 2,765 17,149 +205
Jun13 130107 141.70 141.70 141.70 141.70 +0.19      
Sep13 130107 139.61 139.61 139.61 139.61 +0.19      
Total Volume and Open Interest 2,765 17,149 +205
Euro-Bund(EUREX)
Mar13 130107 142.95 143.18 142.79 143.06 +0.31 663,119 922,129 +33,239
Jun13 130107 141.01 141.29 141.00 141.21 +0.32 120 220 +16
Sep13 130107 141.06 141.06 141.06 141.06 +0.31      
Total Volume and Open Interest 663,239 922,349 +33,255
Euro-Bobl(EUREX)
Mar13 130107 126.58 126.68 126.48 126.57 +0.08 418,891 746,243 -13,361
Jun13 130107 124.85 124.90 124.85 124.87 +0.07 6 151 +0
Sep13 130107 124.87 124.87 124.87 124.87 +0.07      
Total Volume and Open Interest 418,897 746,394 -13,361
3-Mth Euribor(EUREX)
Mar13 130107 99.805 99.805 99.790 99.795 unch 12 3,296 +1
Jun13 130107 99.785 99.785 99.785 99.785 +0.010 0 1,686 +0
Sep13 130107 99.755 99.755 99.755 99.755 +0.015 500 1,058 +233
Total Volume and Open Interest 601 8,309 +309
Long Gilt(LIFFE)
Mar13 130107 116~06 116~12 116~01 116~08 +0~12 188,884 335,023 -6,806
Jun13 130107 115~14 115~14 115~14 115~14 -1~07      
Total Volume and Open Interest 188,884 335,023 -6,806
3-Mth Short Sterling(LIFFE)
Mar13 130107 99.46 99.47 99.46 99.46 unch 47,155 314,468 -470
Jun13 130107 99.43 99.44 99.42 99.44 +0.01 67,843 285,469 +9,148
Sep13 130107 99.40 99.42 99.39 99.41 +0.01 78,668 266,976 -4,186
Dec13 130107 99.36 99.38 99.35 99.37 +0.01 88,433 251,466 -2,140
Mar14 130107 99.32 99.34 99.31 99.33 +0.01 92,699 248,553 -201
Jun14 130107 99.26 99.28 99.25 99.27 +0.01 85,330 176,674 +3,033
Total Volume and Open Interest 728,117 2,233,813 +12,056
3-Mth Euribor(LIFFE)
Mar13 130107 99.785 99.805 99.785 99.795 unch 165,213 510,681 +300
Jun13 130107 99.770 99.795 99.770 99.785 +0.010 221,965 523,434 -11,570
Sep13 130107 99.745 99.765 99.735 99.755 +0.015 188,168 411,612 -779
Total Volume and Open Interest 1,714,928 3,765,137 +41,523
3-Mth Aus T-Bills(SFE)
Mar13 130107 97.09 97.10 97.07 97.10 unch 23,501 208,193 +3,371
Jun13 130107 97.13 97.14 97.10 97.14 unch 26,777 171,123 -908
Sep13 130107 97.11 97.13 97.08 97.13 +0.01 21,364 121,867 +563
Dec13 130107 97.05 97.09 97.03 97.09 +0.03 13,871 96,621 +2,799
Mar14 130107 96.96 97.01 96.94 97.01 +0.03 5,765 54,317 +2,197
Jun14 130107 96.85 96.91 96.84 96.91 +0.04 3,294 33,410 +1,272
Sep14 130107 96.74 96.81 96.74 96.81 +0.04 2,341 21,032 +1,317
Dec14 130107 96.66 96.71 96.65 96.71 +0.04 593 8,045 +356
Mar15 130107 96.56 96.62 96.56 96.62 +0.04 1 639 +1
Jun15 130107 96.48 96.53 96.48 96.53 +0.03 1 364 +1
Total Volume and Open Interest 97,508 715,798 +10,969
10-Year Aus T-Bonds(SFE)
Mar13 130107 96.57 96.60 96.51 96.59 +0.01 69,036 414,067 +2,037
Jun13 130107 96.59 96.59 96.59 96.59 +0.01      
Total Volume and Open Interest 69,036 414,067 +2,037
3-Year Aus T-Bonds(SFE)
Mar13 130107 97.15 97.19 97.09 97.18 +0.02 101,463 460,121 +26,400
Jun13 130107 97.18 97.18 97.18 97.18 +0.02      
Total Volume and Open Interest 101,463 460,121 +26,400
Gold(CMX)
Feb13 130107 1656.3 1663.0 1642.6 1646.3 -2.6 143,786 252,765 -1,479
Apr13 130107 1658.9 1664.3 1644.5 1648.2 -2.7 19,779 57,631 +4,623
Jun13 130107 1661.4 1666.2 1647.8 1650.1 -2.7 7,706 30,982 -1,652
Aug13 130107 1664.5 1666.4 1649.6 1651.9 -2.8 798 17,530 +122
Oct13 130107 1667.8 1667.8 1653.6 1653.6 -2.9 111 11,257 +37
Dec13 130107 1669.0 1669.9 1654.1 1655.5 -3.0 1,243 23,634 +175
Feb14 130107 1671.0 1672.5 1657.6 1657.6 -3.0 108 3,909 -2
Apr14 130107 1659.7 1664.3 1659.7 1659.7 -3.1 1 3,616 +0
Jun14 130107 1662.1 1662.1 1662.1 1662.1 -3.1 125 8,511 -125
Aug14 130107 1663.9 1666.0 1662.0 1664.6 -3.1 0 92 +0
Oct14 130107 1667.1 1667.1 1667.1 1667.1 -3.2      
Dec14 130107 1676.9 1676.9 1669.7 1669.7 -3.3 26 5,287 +25
Total Volume and Open Interest 174,017 434,048 +1,868
Silver(CMX)
Mar13 130107 3023.5 3047.5 2986.0 3008.2 +13.6 40,793 80,920 +316
May13 130107 3024.0 3052.0 2995.0 3013.6 +13.5 4,229 9,563 -134
Jul13 130107 3051.0 3051.0 3001.0 3018.3 +13.4 2,015 6,074 +133
Sep13 130107 3029.0 3029.0 3022.4 3022.4 +13.4 503 5,282 +64
Dec13 130107 3057.5 3062.0 3010.0 3027.6 +13.4 1,652 18,999 -5
Mar14 130107 3032.0 3032.0 3032.0 3032.0 +13.5 3 1,767 +0
May14 130107 3033.7 3033.7 3033.7 3033.7 +13.5 0 794 +0
Total Volume and Open Interest 50,900 142,561 +1,013
Platinum(NYMEX)
Jan13 130107 1563.0 1566.7 1549.2 1553.8 -1.4 435 665 +13
Apr13 130107 1563.6 1571.3 1551.0 1556.3 -2.2 9,872 58,857 +513
Jul13 130107 1573.0 1573.0 1558.0 1559.4 -2.5 62 997 +15
Oct13 130107 1562.7 1562.7 1562.7 1562.7 -2.5 0 49 +0
Total Volume and Open Interest 10,375 60,579 +543
Palladium(NYMEX)
Mar13 130107 688.05 692.55 663.20 670.00 -18.50 3,289 28,451 -419
Jun13 130107 685.25 685.25 665.85 671.20 -18.45 72 353 +45
Sep13 130107 671.40 671.40 671.40 671.40 -18.45      
Total Volume and Open Interest 3,361 28,804 -374
Copper(CMX)
Mar13 130107 370.35 371.35 365.25 367.80 -1.55 44,094 103,204 +1,170
May13 130107 372.00 372.00 366.65 368.95 -1.40 1,583 20,341 +157
Jul13 130107 368.45 371.50 367.85 370.00 -1.35 1,062 9,898 +201
Sep13 130107 372.05 372.05 369.00 370.90 -1.30 1,051 5,294 +205
Dec13 130107 370.20 372.80 369.70 372.05 -1.25 1,081 6,012 +157
Total Volume and Open Interest 49,808 151,534 +1,180
DJIA Index(CBOT)
Mar13 130107 13355 13357 13280 13307 -39 779 8,454 -32
Jun13 130107 13228 13267 13228 13228 -39      
Sep13 130107 13149 13188 13149 13149 -39      
Dec13 130107 13080 13133 13080 13080 -53      
Total Volume and Open Interest 779 8,454 -32
E-mini DJIA Index(CBOT)
Mar13 130107 13361 13366 13272 13307 -39 116,327 96,945 -706
Jun13 130107 13220 13252 13219 13228 -39 5 103 -1
Sep13 130107 13149 13149 13149 13149 -39      
Dec13 130107 13099 13099 13066 13080 -53 0 4 +0
Total Volume and Open Interest 116,332 97,052 -707
S & P 500(CME)
Mar13 130107 1460.10 1460.40 1455.00 1455.80 -1.90 16,499 177,944 -694
Jun13 130107 1445.00 1451.80 1444.80 1448.90 -1.90 0 5,732 -15
Sep13 130107 1442.20 1445.20 1438.20 1442.20 -2.00 0 560 +0
Dec13 130107 1435.20 1438.20 1431.20 1435.20 -2.00      
Total Volume and Open Interest 16,499 184,237 -709
S & P 500 E-Mini(Globex)
Mar13 130107 1460.25 1460.75 1450.75 1455.75 -2.00 1,598,235 2,768,605 +2,783
Jun13 130107 1452.75 1452.75 1444.25 1449.00 -1.75 450 10,032 +119
Total Volume and Open Interest 1,598,708 2,779,097 +2,912
NASDAQ 100(CME)
Mar13 130107 2715.50 2718.50 2708.30 2717.80 +4.80 1,298 8,162 +1,030
Jun13 130107 2711.00 2711.00 2703.00 2711.00 +4.70      
Sep13 130107 2705.50 2705.50 2700.80 2705.50 +4.70      
Total Volume and Open Interest 1,298 8,162 +1,030
NASDAQ 100 E-Mini(Globex)
Mar13 130107 2716.30 2722.80 2702.50 2717.80 +4.80 216,626 307,412 +12,511
Jun13 130107 2711.00 2711.00 2711.00 2711.00 +4.70 0 203 -1
Total Volume and Open Interest 216,628 307,654 +12,511
S & P Midcap 400(CME)
Mar13 130107 1051.60 1053.00 1045.00 1051.60 +1.60 183 530 +71
Jun13 130107 1049.50 1049.50 1047.90 1049.50 +1.60      
Sep13 130107 1047.50 1047.50 1045.90 1047.50 +1.60      
Total Volume and Open Interest 183 530 +71
Volatility Index(CBOE)
Jan13 130107 15.40 15.50 14.70 14.75 -0.55 59,015 115,156 +115,156
Feb13 130107 16.75 16.95 16.40 16.45 -0.25 49,813 80,088 +10,571
Mar13 130107 18.08 18.25 17.90 17.95 -0.10 16,396 43,508 +43,508
Apr13 130107 18.80 19.00 18.65 18.80 +0.07 8,986 33,013 +33,013
Total Volume and Open Interest 147,464 334,162 +383
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar13 130107 10765 10795 10555 10635 -140 6,931 51,375 -438
Jun13 130107 10645 10700 10555 10590 -140 0 57 +0
Total Volume and Open Interest 6,931 51,432 -438
Nikkei 225(SGX)
Mar13 130107 10685 10805 10585 10610 -75 105,218 257,639 -9,180
Jun13 130107 10650 10650 10535 10535 -75 62 2,338 -179
Sep13 130107 10525 10525 10525 10525 -75      
Total Volume and Open Interest 106,781 284,062 -8,707
CAC 40(EURONEXT)
Jan13 130107 3723.5 3732.0 3695.5 3704.5 -24.5 82,592 335,865 -11,260
Feb13 130107 3723.0 3731.0 3696.0 3704.5 -24.0 190 7,690 +22
Mar13 130107 3724.0 3730.0 3697.0 3704.5 -24.0 393 22,294 -377
Total Volume and Open Interest 83,175 365,882 -11,615
Hang Seng Index(HKFE)
Jan13 130107 23322 23385 23253 23329 +29 59,470 133,498 -2,203
Feb13 130107 23348 23402 23276 23341 +22 1,014 1,661 +458
Mar13 130107 23304 23351 23230 23296 +26 485 6,103 +15
Total Volume and Open Interest 61,029 143,887 -1,738
DAX(EUREX)
Mar13 130107 7765.0 7778.0 7715.0 7731.5 -38.0 76,985 146,247 -1,817
Jun13 130107 7772.5 7777.0 7727.0 7741.0 -37.5 539 8,524 -384
Sep13 130107 7773.5 7773.5 7743.5 7746.0 -37.5 63 236 +37
Total Volume and Open Interest 77,587 155,007 -2,164
FT-SE 100(EURONEXT)
Mar13 130107 6050.00 6055.50 6011.50 6021.00 -16.00 94,259 609,559 -4,257
Jun13 130107 5975.00 5975.00 5956.50 5957.50 -16.00 4 522 +4
Sep13 130107 5910.00 5910.00 5910.00 5910.00 -15.50 0 80 +0
Total Volume and Open Interest 94,263 610,161 -4,253
SPI 200(SFE)
Mar13 130107 4706.0 4729.0 4687.0 4692.0 -13.0 21,547 253,904 -1,715
Jun13 130107 4708.0 4708.0 4693.0 4693.0 -13.0 19 3,146 +18
Sep13 130107 4654.0 4654.0 4654.0 4654.0 -13.0 2 1,513 +2
Total Volume and Open Interest 21,755 262,003 -1,534
FTSE MIB(ISE)
Mar13 130107 16960.00 17100.00 16875.00 16903.00 -59.00 13,313 43,356 +789
Jun13 130107 16770.00 16790.00 16590.00 16608.00 -54.00 17 81 +2
Sep13 130107 16491.00 16491.00 16491.00 16491.00 -54.00      
Total Volume and Open Interest 13,330 43,437 +791
KOSPI 200(KFE)
Mar13 130107 267.85 268.20 267.80 268.20 +0.10 203,065 115,712 +71
Jun13 130107 269.45 270.05 267.85 269.70 +0.25 43 1,491 +9
Sep13 130107 271.65 271.65 271.65 271.65 +0.10 0 22 +0
Total Volume and Open Interest 203,108 117,301 +80
GSCI(CME)
Jan13 130107 648.00 649.25 646.10 648.00 -0.50 540 9,099 +225
Feb13 130107 648.90 649.75 647.00 648.90 -0.10 2 589 +2
Mar13 130107 650.50 651.50 649.00 651.00 unch      
Total Volume and Open Interest 542 9,688 +227
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.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy