|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed January 04, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
120104 |
1218.25 |
1226.00 |
1211.75 |
1221.50 |
+3.25 |
14,470 |
12,850 |
-2,746 |
Mar12 |
120104 |
1227.50 |
1235.75 |
1220.50 |
1230.00 |
+2.50 |
69,993 |
203,210 |
+920 |
May12 |
120104 |
1236.75 |
1245.25 |
1230.75 |
1239.50 |
+2.25 |
15,194 |
92,872 |
-700 |
Jul12 |
120104 |
1245.25 |
1254.00 |
1239.75 |
1248.50 |
+1.75 |
16,079 |
74,264 |
-492 |
Aug12 |
120104 |
1243.50 |
1247.00 |
1240.50 |
1243.75 |
+1.75 |
170 |
1,219 |
+68 |
Sep12 |
120104 |
1228.75 |
1235.25 |
1224.00 |
1230.50 |
+1.25 |
154 |
1,187 |
+35 |
Nov12 |
120104 |
1218.00 |
1224.50 |
1212.50 |
1219.25 |
+0.25 |
4,802 |
55,777 |
+589 |
Total Volume and Open Interest |
121,312 |
459,819 |
-2,100 |
Soybean Meal(CBOT) |
Jan12 |
120104 |
314.10 |
317.80 |
313.00 |
317.50 |
+1.70 |
6,418 |
6,281 |
-1,505 |
Mar12 |
120104 |
318.30 |
321.00 |
316.00 |
320.60 |
+1.40 |
27,684 |
87,194 |
-889 |
May12 |
120104 |
320.40 |
323.20 |
318.70 |
322.80 |
+1.20 |
3,924 |
31,860 |
+601 |
Jul12 |
120104 |
322.90 |
325.90 |
321.90 |
325.50 |
+1.10 |
2,743 |
31,013 |
+0 |
Aug12 |
120104 |
323.50 |
325.20 |
323.50 |
325.20 |
+1.00 |
226 |
6,014 |
+62 |
Sep12 |
120104 |
321.70 |
323.60 |
320.20 |
323.50 |
+0.80 |
221 |
5,322 |
-35 |
Oct12 |
120104 |
317.60 |
319.30 |
317.50 |
319.00 |
+0.80 |
145 |
3,373 |
-74 |
Dec12 |
120104 |
316.20 |
318.90 |
315.10 |
318.50 |
+0.90 |
1,016 |
17,560 |
-23 |
Total Volume and Open Interest |
42,519 |
194,464 |
-1,848 |
Soybean Oil(CBOT) |
Jan12 |
120104 |
52.78 |
52.90 |
52.47 |
52.73 |
-0.07 |
4,770 |
3,646 |
-3,873 |
Mar12 |
120104 |
53.02 |
53.26 |
52.71 |
53.03 |
-0.08 |
41,270 |
145,315 |
-2,888 |
May12 |
120104 |
53.39 |
53.61 |
53.08 |
53.40 |
-0.09 |
6,066 |
52,222 |
+317 |
Jul12 |
120104 |
53.68 |
53.90 |
53.37 |
53.69 |
-0.10 |
3,707 |
36,089 |
+462 |
Aug12 |
120104 |
53.75 |
53.90 |
53.54 |
53.76 |
-0.10 |
398 |
4,620 |
-6 |
Sep12 |
120104 |
53.65 |
53.93 |
53.44 |
53.76 |
-0.10 |
317 |
4,840 |
+5 |
Oct12 |
120104 |
53.55 |
53.70 |
53.36 |
53.61 |
-0.10 |
270 |
5,658 |
+67 |
Dec12 |
120104 |
53.48 |
53.64 |
53.16 |
53.48 |
-0.11 |
2,057 |
20,161 |
+399 |
Total Volume and Open Interest |
58,868 |
273,179 |
-5,508 |
Canola(WCE) |
Jan12 |
120104 |
522.0 |
524.8 |
519.6 |
520.6 |
+1.4 |
455 |
418 |
-463 |
Mar12 |
120104 |
526.5 |
530.8 |
524.9 |
525.6 |
-1.1 |
6,547 |
80,942 |
+614 |
May12 |
120104 |
530.7 |
534.5 |
528.0 |
528.8 |
-1.9 |
2,497 |
18,842 |
+1,326 |
Jul12 |
120104 |
532.0 |
536.5 |
529.3 |
531.2 |
-1.5 |
645 |
14,643 |
+302 |
Nov12 |
120104 |
508.2 |
516.0 |
507.2 |
510.2 |
-1.4 |
783 |
19,201 |
+432 |
Total Volume and Open Interest |
11,069 |
134,911 |
+2,327 |
Corn(CBOT) |
Mar12 |
120104 |
658.00 |
661.75 |
653.50 |
658.50 |
unch |
90,619 |
497,957 |
-2,127 |
May12 |
120104 |
666.75 |
670.50 |
662.00 |
666.75 |
-0.25 |
17,905 |
191,992 |
+3,041 |
Jul12 |
120104 |
673.00 |
676.75 |
668.25 |
673.00 |
-0.75 |
24,682 |
169,386 |
+5,363 |
Sep12 |
120104 |
617.75 |
620.00 |
613.00 |
617.75 |
-0.25 |
3,273 |
43,224 |
+776 |
Dec12 |
120104 |
588.50 |
590.50 |
584.75 |
589.75 |
-0.25 |
16,520 |
189,203 |
+446 |
Mar13 |
120104 |
600.25 |
602.00 |
597.75 |
601.75 |
-0.25 |
1,658 |
36,816 |
+75 |
Total Volume and Open Interest |
155,446 |
1,151,026 |
+7,700 |
Wheat(CBOT) |
Mar12 |
120104 |
656.25 |
663.00 |
645.25 |
650.00 |
-7.00 |
30,937 |
171,362 |
+132 |
May12 |
120104 |
675.50 |
682.00 |
664.00 |
668.00 |
-8.00 |
6,021 |
68,912 |
-625 |
Jul12 |
120104 |
691.00 |
698.00 |
679.25 |
684.00 |
-7.75 |
8,058 |
76,143 |
+783 |
Sep12 |
120104 |
707.00 |
710.75 |
696.25 |
700.00 |
-7.50 |
2,053 |
16,091 |
+258 |
Dec12 |
120104 |
725.25 |
732.00 |
715.50 |
721.75 |
-5.00 |
3,606 |
45,406 |
+843 |
Total Volume and Open Interest |
51,154 |
384,274 |
+1,466 |
Wheat(KCBT) |
Mar12 |
120104 |
712.50 |
719.50 |
705.00 |
714.00 |
+1.50 |
10,781 |
65,912 |
+200 |
May12 |
120104 |
717.25 |
727.50 |
713.00 |
722.00 |
+1.25 |
2,489 |
17,764 |
+280 |
Jul12 |
120104 |
729.00 |
735.25 |
720.75 |
729.75 |
+1.00 |
4,724 |
38,230 |
-335 |
Sep12 |
120104 |
740.25 |
748.00 |
734.00 |
742.75 |
+0.75 |
819 |
6,973 |
+165 |
Dec12 |
120104 |
763.00 |
766.00 |
754.00 |
762.50 |
+1.00 |
954 |
9,540 |
+540 |
Total Volume and Open Interest |
19,799 |
138,943 |
+863 |
Wheat(MGE) |
Mar12 |
120104 |
847.00 |
847.00 |
834.25 |
839.00 |
-5.25 |
1,390 |
16,680 |
-128 |
May12 |
120104 |
828.00 |
834.25 |
827.00 |
830.00 |
+1.75 |
739 |
7,199 |
-181 |
Jul12 |
120104 |
822.00 |
825.50 |
817.50 |
819.25 |
+1.00 |
622 |
7,416 |
-10 |
Sep12 |
120104 |
798.50 |
807.25 |
796.50 |
798.50 |
-0.25 |
276 |
4,579 |
+5 |
Dec12 |
120104 |
804.25 |
812.00 |
801.00 |
802.50 |
-3.00 |
277 |
3,356 |
+2 |
Total Volume and Open Interest |
3,315 |
39,378 |
-310 |
Oats(CBOT) |
Mar12 |
120104 |
301.00 |
301.00 |
290.25 |
293.00 |
-5.50 |
359 |
10,578 |
+72 |
May12 |
120104 |
304.00 |
304.25 |
295.50 |
298.00 |
-5.25 |
31 |
1,755 |
+22 |
Jul12 |
120104 |
305.75 |
306.50 |
303.25 |
303.25 |
-3.25 |
1 |
118 |
-1 |
Sep12 |
120104 |
309.00 |
312.25 |
309.00 |
309.00 |
-3.25 |
0 |
7 |
+0 |
Total Volume and Open Interest |
391 |
12,607 |
+93 |
Rough Rice(CBOT) |
Jan12 |
120104 |
14.34 |
14.45 |
14.34 |
14.41 |
+0.01 |
438 |
942 |
-1,064 |
Mar12 |
120104 |
14.65 |
14.72 |
14.40 |
14.65 |
+0.00 |
1,174 |
12,275 |
-93 |
May12 |
120104 |
14.91 |
14.91 |
14.75 |
14.91 |
+0.01 |
32 |
1,027 |
+2 |
Jul12 |
120104 |
15.01 |
15.18 |
15.01 |
15.18 |
unch |
7 |
610 |
+2 |
Total Volume and Open Interest |
1,673 |
15,050 |
-1,139 |
Live Cattle(CME) |
Feb12 |
120104 |
121.450 |
121.800 |
120.885 |
121.635 |
+0.085 |
18,578 |
124,024 |
-413 |
Apr12 |
120104 |
125.250 |
125.680 |
124.800 |
125.500 |
+0.215 |
9,856 |
95,564 |
+1,691 |
Jun12 |
120104 |
124.785 |
125.430 |
124.350 |
125.385 |
+0.600 |
5,969 |
63,787 |
+1,031 |
Aug12 |
120104 |
126.100 |
127.000 |
125.730 |
126.950 |
+0.550 |
1,440 |
18,146 |
+491 |
Oct12 |
120104 |
128.400 |
129.435 |
128.300 |
129.380 |
+0.395 |
538 |
9,414 |
+77 |
Dec12 |
120104 |
129.185 |
129.950 |
129.000 |
129.950 |
+0.250 |
120 |
4,612 |
+47 |
Total Volume and Open Interest |
36,520 |
316,762 |
+2,138 |
Feeder Cattle(CME) |
Jan12 |
120104 |
146.700 |
147.800 |
146.650 |
147.750 |
+1.065 |
995 |
6,558 |
-189 |
Mar12 |
120104 |
149.435 |
150.700 |
149.150 |
150.550 |
+1.115 |
2,158 |
13,682 |
+117 |
Apr12 |
120104 |
150.750 |
151.900 |
150.550 |
151.600 |
+0.775 |
607 |
3,782 |
-36 |
May12 |
120104 |
151.450 |
152.800 |
151.380 |
152.700 |
+0.950 |
1,286 |
4,728 |
+294 |
Aug12 |
120104 |
152.750 |
154.100 |
152.750 |
154.050 |
+1.065 |
389 |
4,018 |
+47 |
Sep12 |
120104 |
153.050 |
154.100 |
152.935 |
154.100 |
+0.900 |
65 |
738 |
+21 |
Oct12 |
120104 |
153.000 |
154.100 |
153.000 |
154.100 |
+0.850 |
11 |
251 |
+6 |
Total Volume and Open Interest |
5,519 |
33,823 |
+268 |
Lean Hogs(CME) |
Feb12 |
120104 |
85.800 |
86.000 |
84.580 |
85.180 |
-0.355 |
13,109 |
81,714 |
-220 |
Apr12 |
120104 |
88.580 |
88.980 |
87.150 |
87.750 |
-0.700 |
5,891 |
64,144 |
+1,273 |
May12 |
120104 |
95.330 |
95.500 |
94.050 |
94.950 |
-0.350 |
209 |
2,377 |
-129 |
Jun12 |
120104 |
96.500 |
96.850 |
95.350 |
95.950 |
-0.400 |
3,746 |
46,772 |
+208 |
Jul12 |
120104 |
96.230 |
96.385 |
95.150 |
95.885 |
-0.115 |
542 |
12,308 |
-1 |
Aug12 |
120104 |
95.300 |
95.580 |
94.535 |
95.230 |
-0.020 |
977 |
13,688 |
+134 |
Oct12 |
120104 |
84.800 |
85.100 |
84.200 |
84.750 |
-0.050 |
245 |
9,505 |
+66 |
Dec12 |
120104 |
80.500 |
81.035 |
80.250 |
80.700 |
+0.050 |
44 |
3,791 |
+4 |
Total Volume and Open Interest |
24,782 |
235,111 |
+1,342 |
Class III Milk(CME) |
Jan12 |
120104 |
17.12 |
17.15 |
16.96 |
17.09 |
-0.05 |
232 |
4,762 |
+36 |
Feb12 |
120104 |
17.70 |
17.70 |
17.35 |
17.40 |
-0.19 |
199 |
4,706 |
+27 |
Mar12 |
120104 |
17.60 |
17.60 |
17.30 |
17.44 |
-0.11 |
161 |
3,905 |
+81 |
Apr12 |
120104 |
17.41 |
17.41 |
17.28 |
17.39 |
unch |
41 |
2,840 |
+32 |
May12 |
120104 |
17.25 |
17.27 |
17.20 |
17.26 |
+0.01 |
50 |
2,679 |
+29 |
Total Volume and Open Interest |
845 |
29,938 |
-5,866 |
Cocoa(ICE) |
Mar12 |
120104 |
2139 |
2141 |
2068 |
2075 |
-40 |
4,504 |
77,960 |
+827 |
May12 |
120104 |
2160 |
2160 |
2088 |
2096 |
-39 |
1,290 |
36,531 |
+192 |
Jul12 |
120104 |
2156 |
2158 |
2110 |
2116 |
-37 |
603 |
18,134 |
+357 |
Sep12 |
120104 |
2175 |
2175 |
2127 |
2134 |
-36 |
159 |
14,767 |
-40 |
Dec12 |
120104 |
2182 |
2197 |
2148 |
2153 |
-37 |
129 |
14,887 |
+58 |
Mar13 |
120104 |
2174 |
2215 |
2173 |
2173 |
-33 |
33 |
5,311 |
+27 |
May13 |
120104 |
2184 |
2184 |
2177 |
2181 |
-34 |
1 |
2,480 |
+1 |
Total Volume and Open Interest |
6,731 |
170,866 |
+1,427 |
Coffee "C"(ICE) |
Mar12 |
120104 |
226.00 |
229.15 |
224.40 |
226.70 |
-0.50 |
2,980 |
55,495 |
+446 |
May12 |
120104 |
229.00 |
231.65 |
227.40 |
229.45 |
-0.55 |
1,036 |
25,651 |
+220 |
Jul12 |
120104 |
232.50 |
234.00 |
230.40 |
232.05 |
-0.45 |
654 |
8,494 |
+171 |
Sep12 |
120104 |
232.45 |
235.70 |
232.30 |
233.65 |
-0.60 |
582 |
6,733 |
+154 |
Dec12 |
120104 |
236.00 |
237.65 |
235.55 |
235.55 |
-0.45 |
60 |
7,018 |
-23 |
Mar13 |
120104 |
237.35 |
237.35 |
237.35 |
237.35 |
-0.40 |
26 |
852 |
+5 |
Total Volume and Open Interest |
5,341 |
104,733 |
+975 |
Orange Juice(ICE) |
Jan12 |
120104 |
173.50 |
189.90 |
173.50 |
184.75 |
+11.25 |
408 |
1,342 |
-357 |
Mar12 |
120104 |
172.00 |
181.70 |
169.80 |
178.05 |
+4.95 |
950 |
21,253 |
+386 |
May12 |
120104 |
171.55 |
178.00 |
170.10 |
176.05 |
+3.75 |
41 |
2,070 |
+13 |
Jul12 |
120104 |
174.00 |
175.80 |
174.00 |
175.80 |
+3.25 |
17 |
904 |
+2 |
Sep12 |
120104 |
172.50 |
174.90 |
172.50 |
174.90 |
+2.85 |
73 |
206 |
+65 |
Nov12 |
120104 |
171.10 |
173.85 |
171.10 |
173.85 |
+2.75 |
0 |
14 |
+0 |
Total Volume and Open Interest |
1,489 |
25,798 |
+109 |
Sugar #11(ICE) |
Mar12 |
120104 |
24.46 |
24.65 |
24.16 |
24.42 |
-0.09 |
18,364 |
220,631 |
+1,001 |
May12 |
120104 |
23.90 |
24.07 |
23.64 |
23.94 |
-0.02 |
4,643 |
96,979 |
+1,565 |
Jul12 |
120104 |
23.40 |
23.57 |
23.28 |
23.55 |
+0.08 |
2,965 |
101,270 |
+508 |
Oct12 |
120104 |
23.53 |
23.73 |
23.39 |
23.72 |
+0.08 |
775 |
53,505 |
-12 |
Mar13 |
120104 |
24.03 |
24.25 |
23.94 |
24.23 |
+0.07 |
489 |
34,396 |
+178 |
Total Volume and Open Interest |
27,684 |
558,955 |
+3,275 |
London Cocoa(LCE) |
Mar12 |
120104 |
1358 |
1381 |
1344 |
1345 |
-20 |
5,185 |
78,654 |
-1,950 |
May12 |
120104 |
1376 |
1398 |
1364 |
1364 |
-19 |
543 |
21,904 |
-94 |
Jul12 |
120104 |
1392 |
1412 |
1380 |
1381 |
-18 |
207 |
30,100 |
+7 |
Sep12 |
120104 |
1405 |
1427 |
1393 |
1394 |
-19 |
301 |
21,299 |
+32 |
Dec12 |
120104 |
1417 |
1436 |
1407 |
1407 |
-19 |
111 |
15,892 |
+81 |
Mar13 |
120104 |
1445 |
1445 |
1416 |
1417 |
-20 |
183 |
9,796 |
+81 |
May13 |
120104 |
1431 |
1431 |
1421 |
1421 |
-16 |
26 |
2,442 |
-26 |
Total Volume and Open Interest |
6,588 |
181,164 |
-1,840 |
London Sugar(LCE) |
Mar12 |
120104 |
630.00 |
634.30 |
624.50 |
632.20 |
+2.50 |
255 |
26,228 |
-161 |
May12 |
120104 |
615.10 |
619.70 |
610.00 |
618.00 |
+2.40 |
105 |
9,388 |
+84 |
Aug12 |
120104 |
606.00 |
610.80 |
602.00 |
609.00 |
+1.70 |
133 |
11,438 |
+25 |
Oct12 |
120104 |
606.60 |
611.40 |
603.00 |
610.00 |
+3.00 |
44 |
4,096 |
+3 |
Dec12 |
120104 |
610.00 |
613.50 |
610.00 |
612.00 |
+3.50 |
7 |
1,640 |
+5 |
Total Volume and Open Interest |
559 |
54,171 |
-37 |
Cotton(ICE) |
Mar12 |
120104 |
95.80 |
96.48 |
94.75 |
95.92 |
+0.12 |
4,549 |
92,915 |
-351 |
May12 |
120104 |
95.38 |
96.02 |
94.42 |
95.72 |
+0.15 |
1,740 |
27,629 |
+751 |
Jul12 |
120104 |
94.99 |
95.77 |
93.94 |
95.67 |
+0.51 |
740 |
21,722 |
-9 |
Oct12 |
120104 |
94.67 |
94.67 |
94.67 |
94.67 |
+0.61 |
0 |
87 |
+0 |
Dec12 |
120104 |
90.94 |
91.95 |
90.70 |
91.69 |
+0.74 |
95 |
8,472 |
+22 |
Mar13 |
120104 |
92.39 |
92.39 |
92.39 |
92.39 |
+0.73 |
0 |
447 |
+0 |
Total Volume and Open Interest |
7,124 |
152,144 |
+413 |
Lumber(CME) |
Jan12 |
120104 |
251.0 |
251.0 |
244.0 |
244.3 |
-6.7 |
125 |
927 |
-23 |
Mar12 |
120104 |
262.7 |
264.0 |
254.0 |
254.6 |
-8.7 |
243 |
5,053 |
-16 |
May12 |
120104 |
277.2 |
277.2 |
271.1 |
271.2 |
-9.9 |
84 |
1,844 |
-12 |
Jul12 |
120104 |
285.6 |
285.6 |
281.5 |
281.5 |
-6.4 |
11 |
598 |
+6 |
Total Volume and Open Interest |
463 |
8,675 |
-45 |
Crude Oil(NYM) |
Feb12 |
120104 |
102.99 |
103.74 |
101.88 |
103.22 |
+0.26 |
154,064 |
227,132 |
-10,334 |
Mar12 |
120104 |
103.19 |
103.88 |
102.06 |
103.40 |
+0.26 |
51,991 |
173,841 |
+7,859 |
Apr12 |
120104 |
103.30 |
104.08 |
102.25 |
103.60 |
+0.28 |
23,871 |
86,356 |
+2,897 |
May12 |
120104 |
103.27 |
104.18 |
102.52 |
103.78 |
+0.36 |
14,347 |
80,605 |
-476 |
Jun12 |
120104 |
103.21 |
104.19 |
102.36 |
103.82 |
+0.47 |
19,093 |
98,897 |
+2,081 |
Jul12 |
120104 |
102.91 |
103.90 |
102.30 |
103.71 |
+0.56 |
5,995 |
39,116 |
+272 |
Aug12 |
120104 |
102.40 |
103.66 |
102.20 |
103.47 |
+0.65 |
3,576 |
30,302 |
+362 |
Sep12 |
120104 |
101.77 |
103.13 |
101.65 |
103.13 |
+0.72 |
6,165 |
32,819 |
+402 |
Oct12 |
120104 |
102.76 |
102.76 |
102.76 |
102.76 |
+0.77 |
2,816 |
29,754 |
+143 |
Nov12 |
120104 |
101.67 |
102.43 |
101.67 |
102.43 |
+0.81 |
2,257 |
31,847 |
+165 |
Dec12 |
120104 |
101.04 |
102.40 |
100.50 |
102.16 |
+0.87 |
16,845 |
168,371 |
-428 |
Jan13 |
120104 |
101.13 |
101.78 |
100.90 |
101.78 |
+0.91 |
1,220 |
31,049 |
-9 |
Feb13 |
120104 |
101.41 |
101.41 |
101.41 |
101.41 |
+0.94 |
792 |
13,508 |
-47 |
Mar13 |
120104 |
100.00 |
101.05 |
100.00 |
101.05 |
+0.98 |
238 |
13,778 |
-4 |
Apr13 |
120104 |
100.72 |
100.72 |
100.72 |
100.72 |
+1.02 |
149 |
6,009 |
+1 |
May13 |
120104 |
100.40 |
100.40 |
100.40 |
100.40 |
+1.05 |
228 |
6,413 |
+64 |
Total Volume and Open Interest |
313,927 |
1,328,317 |
+4,237 |
e-miNY Crude Oil(NYM) |
Jan12 |
111219 |
93.625 |
94.400 |
92.575 |
93.875 |
+0.350 |
8,502 |
1,304 |
-454 |
Feb12 |
120104 |
103.000 |
103.725 |
101.875 |
103.225 |
+0.275 |
4,861 |
1,182 |
-140 |
Mar12 |
120104 |
103.200 |
103.875 |
102.200 |
103.400 |
+0.250 |
172 |
467 |
-1 |
Apr12 |
120104 |
103.600 |
103.600 |
102.600 |
103.600 |
+0.275 |
14 |
193 |
+5 |
May12 |
120104 |
103.200 |
103.775 |
103.150 |
103.775 |
+0.350 |
7 |
36 |
+4 |
Jun12 |
120104 |
103.900 |
103.900 |
103.000 |
103.825 |
+0.475 |
0 |
21 |
+0 |
Jul12 |
120104 |
103.700 |
103.700 |
102.950 |
103.700 |
+0.550 |
0 |
4 |
+0 |
Aug12 |
120104 |
103.475 |
103.475 |
103.475 |
103.475 |
+0.650 |
0 |
5 |
+0 |
Sep12 |
120104 |
103.125 |
103.125 |
103.125 |
103.125 |
+0.725 |
|
|
|
Oct12 |
120104 |
103.000 |
103.000 |
102.750 |
102.750 |
+0.750 |
0 |
9 |
+0 |
Total Volume and Open Interest |
5,054 |
2,136 |
-132 |
Heating Oil(NYM) |
Feb12 |
120104 |
304.22 |
310.11 |
302.30 |
308.99 |
+5.17 |
45,294 |
84,457 |
-2,360 |
Mar12 |
120104 |
303.57 |
309.38 |
301.88 |
308.28 |
+5.40 |
12,274 |
54,233 |
+118 |
Apr12 |
120104 |
301.29 |
307.17 |
300.33 |
306.48 |
+5.54 |
5,489 |
25,493 |
+469 |
May12 |
120104 |
300.20 |
304.41 |
300.20 |
304.39 |
+5.70 |
4,476 |
19,698 |
+176 |
Jun12 |
120104 |
297.60 |
303.74 |
296.33 |
302.75 |
+5.99 |
7,103 |
36,058 |
+1,081 |
Jul12 |
120104 |
296.32 |
302.28 |
296.22 |
302.24 |
+6.17 |
1,371 |
10,245 |
+561 |
Aug12 |
120104 |
301.10 |
302.28 |
301.10 |
302.28 |
+6.33 |
234 |
4,295 |
+52 |
Sep12 |
120104 |
300.30 |
303.75 |
300.30 |
302.82 |
+6.43 |
249 |
7,587 |
+108 |
Oct12 |
120104 |
302.50 |
303.54 |
302.50 |
303.54 |
+6.38 |
88 |
3,052 |
+0 |
Nov12 |
120104 |
301.01 |
304.30 |
301.01 |
304.30 |
+6.33 |
76 |
2,195 |
-2 |
Dec12 |
120104 |
299.78 |
304.75 |
299.78 |
304.73 |
+6.28 |
553 |
16,563 |
-83 |
Jan13 |
120104 |
304.95 |
304.95 |
304.95 |
304.95 |
+6.30 |
26 |
2,903 |
+14 |
Total Volume and Open Interest |
77,242 |
267,714 |
-5,698 |
Gasoline(NYMEX) |
Feb12 |
120104 |
275.65 |
278.91 |
272.83 |
278.52 |
+3.66 |
36,610 |
81,605 |
+1,548 |
Mar12 |
120104 |
275.54 |
279.82 |
273.65 |
279.49 |
+4.15 |
13,312 |
47,047 |
+1,070 |
Apr12 |
120104 |
287.05 |
292.20 |
285.60 |
291.94 |
+5.11 |
8,100 |
34,237 |
+676 |
May12 |
120104 |
285.90 |
291.76 |
285.20 |
291.49 |
+5.14 |
4,468 |
26,964 |
+755 |
Jun12 |
120104 |
284.19 |
289.57 |
283.45 |
289.30 |
+5.16 |
4,004 |
30,138 |
+535 |
Jul12 |
120104 |
282.19 |
286.66 |
281.66 |
286.66 |
+5.24 |
1,019 |
11,920 |
+269 |
Aug12 |
120104 |
280.84 |
283.91 |
280.60 |
283.91 |
+5.35 |
670 |
10,115 |
-28 |
Sep12 |
120104 |
276.01 |
280.88 |
276.01 |
280.88 |
+5.49 |
572 |
8,080 |
+293 |
Oct12 |
120104 |
262.07 |
267.97 |
262.07 |
267.72 |
+5.35 |
653 |
5,901 |
+387 |
Nov12 |
120104 |
261.32 |
264.65 |
261.16 |
264.65 |
+5.30 |
41 |
2,566 |
+2 |
Total Volume and Open Interest |
70,289 |
276,613 |
+1,895 |
e-miNY RBOB Gasoline(NYM) |
Feb12 |
120104 |
278.50 |
278.50 |
274.50 |
278.50 |
+3.60 |
0 |
1 |
+0 |
Mar12 |
120104 |
279.50 |
279.50 |
279.49 |
279.50 |
+4.20 |
|
|
|
Apr12 |
120104 |
291.90 |
291.94 |
291.90 |
291.90 |
+5.10 |
|
|
|
May12 |
120104 |
291.50 |
291.50 |
291.49 |
291.50 |
+5.10 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Feb12 |
120104 |
2.978 |
3.123 |
2.975 |
3.096 |
+0.103 |
60,189 |
180,477 |
-6,647 |
Mar12 |
120104 |
3.010 |
3.152 |
3.006 |
3.127 |
+0.105 |
26,787 |
236,422 |
+3,671 |
Apr12 |
120104 |
3.069 |
3.210 |
3.069 |
3.185 |
+0.101 |
21,337 |
123,799 |
+1,178 |
May12 |
120104 |
3.165 |
3.259 |
3.127 |
3.238 |
+0.100 |
9,962 |
70,414 |
+539 |
Jun12 |
120104 |
3.215 |
3.310 |
3.181 |
3.289 |
+0.100 |
4,093 |
28,841 |
+36 |
Jul12 |
120104 |
3.238 |
3.366 |
3.238 |
3.346 |
+0.097 |
3,234 |
25,490 |
+344 |
Aug12 |
120104 |
3.290 |
3.395 |
3.277 |
3.376 |
+0.096 |
2,907 |
15,261 |
-250 |
Sep12 |
120104 |
3.315 |
3.401 |
3.279 |
3.382 |
+0.095 |
3,635 |
27,654 |
+729 |
Oct12 |
120104 |
3.339 |
3.438 |
3.318 |
3.418 |
+0.092 |
9,308 |
76,044 |
+1,060 |
Nov12 |
120104 |
3.515 |
3.575 |
3.500 |
3.559 |
+0.082 |
3,553 |
29,874 |
+1,160 |
Dec12 |
120104 |
3.785 |
3.843 |
3.741 |
3.825 |
+0.074 |
3,237 |
25,541 |
+373 |
Jan13 |
120104 |
3.899 |
3.971 |
3.869 |
3.953 |
+0.075 |
3,898 |
44,292 |
+1,364 |
Feb13 |
120104 |
3.910 |
3.968 |
3.870 |
3.954 |
+0.075 |
670 |
7,873 |
+297 |
Mar13 |
120104 |
3.883 |
3.936 |
3.871 |
3.930 |
+0.071 |
585 |
20,054 |
+90 |
Apr13 |
120104 |
3.826 |
3.887 |
3.805 |
3.874 |
+0.064 |
457 |
26,694 |
-10 |
May13 |
120104 |
3.858 |
3.900 |
3.837 |
3.893 |
+0.063 |
41 |
3,812 |
+4 |
Total Volume and Open Interest |
156,143 |
1,011,388 |
+4,652 |
Brent Crude Oil(ICE) |
Feb12 |
120104 |
112.10 |
113.97 |
111.27 |
113.70 |
+1.57 |
93,574 |
146,666 |
-5,915 |
Mar12 |
120104 |
111.50 |
113.55 |
110.84 |
113.31 |
+1.78 |
52,765 |
183,455 |
+11,898 |
Apr12 |
120104 |
111.04 |
113.22 |
110.49 |
113.00 |
+1.91 |
19,869 |
47,309 |
+3,018 |
May12 |
120104 |
110.65 |
112.89 |
110.12 |
112.66 |
+1.97 |
7,800 |
30,600 |
+1,516 |
Jun12 |
120104 |
109.95 |
112.49 |
109.70 |
112.25 |
+2.00 |
11,503 |
75,670 |
+875 |
Jul12 |
120104 |
109.44 |
112.08 |
109.29 |
111.84 |
+2.03 |
3,547 |
24,694 |
+1,103 |
Aug12 |
120104 |
108.99 |
111.66 |
108.88 |
111.42 |
+2.06 |
2,898 |
30,688 |
+1,548 |
Sep12 |
120104 |
108.38 |
111.16 |
108.38 |
110.93 |
+2.09 |
2,025 |
37,940 |
+93 |
Oct12 |
120104 |
108.01 |
110.70 |
108.00 |
110.49 |
+2.13 |
1,760 |
17,881 |
-30 |
Nov12 |
120104 |
110.07 |
110.07 |
110.07 |
110.07 |
+2.15 |
1,308 |
16,328 |
-235 |
Dec12 |
120104 |
107.00 |
109.75 |
106.99 |
109.62 |
+2.18 |
6,998 |
98,857 |
+545 |
Jan13 |
120104 |
109.18 |
109.18 |
109.18 |
109.18 |
+2.20 |
215 |
12,014 |
+12 |
Feb13 |
120104 |
108.73 |
108.73 |
108.73 |
108.73 |
+2.22 |
144 |
7,365 |
+59 |
Mar13 |
120104 |
108.27 |
108.27 |
108.27 |
108.27 |
+2.23 |
120 |
3,951 |
+4 |
Total Volume and Open Interest |
208,407 |
885,804 |
+14,051 |
Gas Oil(ICE) |
Jan12 |
120104 |
964.00 |
975.00 |
953.50 |
964.75 |
+11.25 |
22,984 |
74,637 |
-3,385 |
Feb12 |
120104 |
958.00 |
972.50 |
949.25 |
961.25 |
+14.50 |
36,954 |
100,223 |
+2,691 |
Mar12 |
120104 |
951.00 |
968.00 |
944.75 |
956.75 |
+17.00 |
14,793 |
49,787 |
+484 |
Apr12 |
120104 |
944.50 |
963.75 |
940.00 |
952.50 |
+18.75 |
8,565 |
31,171 |
+239 |
May12 |
120104 |
936.50 |
959.75 |
936.50 |
948.50 |
+19.75 |
5,698 |
29,336 |
-621 |
Jun12 |
120104 |
934.00 |
957.00 |
932.25 |
945.75 |
+20.50 |
5,984 |
34,029 |
-792 |
Jul12 |
120104 |
933.00 |
954.00 |
932.25 |
944.50 |
+20.75 |
1,138 |
17,802 |
+237 |
Aug12 |
120104 |
932.00 |
952.50 |
931.25 |
943.50 |
+21.00 |
860 |
15,795 |
+223 |
Sep12 |
120104 |
931.00 |
954.50 |
930.50 |
942.75 |
+21.00 |
1,095 |
14,974 |
+139 |
Oct12 |
120104 |
930.25 |
953.00 |
930.25 |
941.25 |
+20.75 |
1,076 |
10,827 |
+117 |
Total Volume and Open Interest |
102,241 |
457,847 |
-479 |
Ethanol(CBOT) |
Jan12 |
120104 |
2.235 |
2.257 |
2.220 |
2.228 |
-0.012 |
47 |
102 |
-23 |
Feb12 |
120104 |
2.275 |
2.275 |
2.245 |
2.255 |
-0.012 |
131 |
1,065 |
-70 |
Mar12 |
120104 |
2.298 |
2.298 |
2.267 |
2.276 |
-0.013 |
87 |
1,557 |
+17 |
Apr12 |
120104 |
2.310 |
2.310 |
2.290 |
2.292 |
-0.013 |
63 |
767 |
+5 |
May12 |
120104 |
2.318 |
2.336 |
2.317 |
2.330 |
+0.002 |
307 |
1,031 |
-5 |
Jun12 |
120104 |
2.336 |
2.355 |
2.334 |
2.353 |
+0.007 |
81 |
777 |
+43 |
Jul12 |
120104 |
2.360 |
2.364 |
2.345 |
2.353 |
-0.002 |
129 |
1,152 |
+72 |
Aug12 |
120104 |
2.350 |
2.358 |
2.342 |
2.355 |
+0.002 |
39 |
906 |
+26 |
Total Volume and Open Interest |
1,024 |
9,973 |
+112 |
WTI Crude Oil(ICE) |
Feb12 |
120104 |
102.89 |
103.72 |
101.88 |
103.22 |
+0.26 |
26,216 |
63,813 |
+2,115 |
Mar12 |
120104 |
102.98 |
103.88 |
102.07 |
103.40 |
+0.26 |
12,157 |
35,347 |
+1,154 |
Apr12 |
120104 |
103.14 |
104.00 |
102.34 |
103.60 |
+0.28 |
6,883 |
22,831 |
+71 |
May12 |
120104 |
102.64 |
103.98 |
102.49 |
103.78 |
+0.36 |
5,051 |
25,436 |
+560 |
Jun12 |
120104 |
103.08 |
104.11 |
102.39 |
103.82 |
+0.47 |
6,077 |
48,189 |
-828 |
Jul12 |
120104 |
102.48 |
103.74 |
102.48 |
103.71 |
+0.56 |
1,774 |
9,114 |
-132 |
Aug12 |
120104 |
102.30 |
103.48 |
102.30 |
103.47 |
+0.65 |
1,033 |
7,985 |
+12 |
Sep12 |
120104 |
101.80 |
103.13 |
101.80 |
103.13 |
+0.72 |
1,115 |
12,949 |
+21 |
Oct12 |
120104 |
101.54 |
102.76 |
101.54 |
102.76 |
+0.77 |
582 |
5,482 |
-78 |
Nov12 |
120104 |
102.43 |
102.43 |
102.43 |
102.43 |
+0.81 |
457 |
4,503 |
+32 |
Dec12 |
120104 |
101.10 |
102.39 |
100.57 |
102.16 |
+0.87 |
4,187 |
58,943 |
+265 |
Jan13 |
120104 |
101.78 |
101.78 |
101.78 |
101.78 |
+0.91 |
317 |
3,300 |
+116 |
Feb13 |
120104 |
101.41 |
101.41 |
101.41 |
101.41 |
+0.94 |
3 |
1,011 |
-1 |
Mar13 |
120104 |
101.05 |
101.05 |
101.05 |
101.05 |
+0.98 |
0 |
1,617 |
+0 |
Apr13 |
120104 |
100.72 |
100.72 |
100.72 |
100.72 |
+1.02 |
0 |
393 |
+0 |
May13 |
120104 |
100.40 |
100.40 |
100.40 |
100.40 |
+1.05 |
0 |
574 |
+0 |
Total Volume and Open Interest |
67,534 |
387,593 |
+3,463 |
US Dollar Index(ICE) |
Mar12 |
120104 |
79.970 |
80.640 |
79.845 |
80.425 |
+0.513 |
12,439 |
67,054 |
-1,439 |
Jun12 |
120104 |
80.305 |
81.065 |
80.305 |
80.920 |
+0.507 |
1 |
508 |
+1 |
Sep12 |
120104 |
81.520 |
81.520 |
81.520 |
81.520 |
+0.507 |
|
|
|
Total Volume and Open Interest |
12,440 |
67,562 |
-1,438 |
Australian Dollar(CME) |
Mar12 |
120104 |
102.84 |
103.00 |
102.20 |
102.82 |
-0.17 |
54,166 |
113,526 |
+4,570 |
Jun12 |
120104 |
101.44 |
102.10 |
101.44 |
101.92 |
-0.18 |
3 |
25 |
+1 |
Sep12 |
120104 |
101.12 |
101.32 |
101.12 |
101.12 |
-0.20 |
0 |
110 |
+0 |
Total Volume and Open Interest |
54,169 |
113,669 |
+4,571 |
British Pound(CME) |
Mar12 |
120104 |
156.34 |
156.43 |
155.68 |
156.00 |
-0.38 |
55,567 |
202,194 |
-4,387 |
Jun12 |
120104 |
155.74 |
156.23 |
155.54 |
155.85 |
-0.38 |
7 |
50 |
+4 |
Sep12 |
120104 |
155.68 |
156.06 |
155.68 |
155.68 |
-0.38 |
0 |
3 |
+0 |
Total Volume and Open Interest |
55,574 |
202,249 |
-4,383 |
Canadian Dollar(CME) |
Mar12 |
120104 |
98.68 |
98.75 |
98.24 |
98.54 |
-0.29 |
34,764 |
114,230 |
+123 |
Jun12 |
120104 |
98.35 |
98.66 |
98.15 |
98.36 |
-0.30 |
122 |
2,668 |
+15 |
Sep12 |
120104 |
98.20 |
98.52 |
98.20 |
98.23 |
-0.29 |
24 |
1,498 |
+10 |
Dec12 |
120104 |
98.15 |
98.42 |
98.13 |
98.13 |
-0.29 |
0 |
345 |
+0 |
Total Volume and Open Interest |
34,910 |
118,756 |
+148 |
Japanese Yen(CME) |
Mar12 |
120104 |
130.49 |
130.67 |
130.28 |
130.43 |
-0.13 |
89,463 |
158,058 |
+19,029 |
Jun12 |
120104 |
130.80 |
130.84 |
130.67 |
130.67 |
-0.17 |
46 |
295 |
-7 |
Sep12 |
120104 |
130.96 |
131.15 |
130.96 |
130.96 |
-0.19 |
0 |
9 |
+0 |
Total Volume and Open Interest |
89,509 |
158,363 |
+19,022 |
Swiss Franc(CME) |
Mar12 |
120104 |
107.44 |
107.47 |
105.96 |
106.26 |
-1.19 |
16,749 |
37,420 |
-627 |
Jun12 |
120104 |
107.48 |
107.72 |
106.52 |
106.52 |
-1.20 |
0 |
8 |
+0 |
Sep12 |
120104 |
106.90 |
108.05 |
106.83 |
106.83 |
-1.22 |
0 |
4 |
+0 |
Total Volume and Open Interest |
16,749 |
37,433 |
-627 |
EuroFX(CME) |
Mar12 |
120104 |
130.59 |
130.63 |
129.04 |
129.44 |
-1.19 |
115,573 |
282,768 |
+2,493 |
Jun12 |
120104 |
130.71 |
130.78 |
129.22 |
129.59 |
-1.19 |
67 |
1,729 |
-5 |
Sep12 |
120104 |
129.63 |
130.98 |
129.63 |
129.78 |
-1.20 |
2 |
27 |
+0 |
Total Volume and Open Interest |
115,642 |
284,542 |
+2,488 |
Mexican Peso(CME) |
Jan12 |
120104 |
730.5 |
732.0 |
730.5 |
730.5 |
-1.5 |
0 |
95 |
+0 |
Feb12 |
120104 |
728.5 |
730.0 |
728.5 |
728.5 |
-1.5 |
0 |
4,000 |
+0 |
Total Volume and Open Interest |
14,473 |
119,376 |
+3,175 |
Brazilian Real(CME) |
Feb12 |
120104 |
544.35 |
545.30 |
544.35 |
544.35 |
+2.20 |
10 |
557 |
+10 |
Mar12 |
120104 |
542.00 |
542.40 |
542.00 |
542.00 |
+3.00 |
0 |
3,669 |
+0 |
Apr12 |
120104 |
538.85 |
538.85 |
538.85 |
538.85 |
+2.75 |
|
|
|
May12 |
120104 |
535.70 |
535.70 |
535.70 |
535.70 |
+2.55 |
|
|
|
Total Volume and Open Interest |
10 |
17,842 |
-10,613 |
30-Year T-Bonds(CBOT) |
Mar12 |
120104 |
143~100 |
143~220 |
142~030 |
142~130 |
-0~220 |
101,943 |
591,272 |
-990 |
Jun12 |
120104 |
141~300 |
141~300 |
140~260 |
140~310 |
-0~220 |
32 |
180 |
-11 |
Sep12 |
120104 |
139~170 |
140~070 |
139~170 |
139~170 |
-0~220 |
|
|
|
Total Volume and Open Interest |
101,975 |
591,452 |
-1,001 |
10-Year T-Notes(CBOT) |
Mar12 |
120104 |
130~195 |
130~235 |
130~080 |
130~125 |
-0~050 |
298,765 |
1,493,115 |
+5,068 |
Jun12 |
120104 |
130~025 |
130~060 |
130~000 |
130~010 |
-0~050 |
4 |
77 |
+2 |
Sep12 |
120104 |
129~060 |
129~110 |
129~060 |
129~060 |
-0~050 |
|
|
|
Total Volume and Open Interest |
298,769 |
1,493,192 |
+5,070 |
5-Year T-Notes(CBOT) |
Mar12 |
120104 |
123~011 |
123~020 |
123~000 |
123~008 |
+0~001 |
210,342 |
1,235,196 |
+28,931 |
Jun12 |
120104 |
123~011 |
123~011 |
122~090 |
122~107 |
+0~017 |
|
|
|
Sep12 |
120104 |
122~003 |
122~003 |
121~114 |
122~003 |
+0~017 |
|
|
|
Total Volume and Open Interest |
210,342 |
1,235,196 |
-4,276 |
2 Year T-Notes(CBOT) |
Mar12 |
120104 |
110~031 |
110~033 |
110~029 |
110~031 |
unch |
100,086 |
690,619 |
+10,297 |
Jun12 |
120104 |
110~005 |
110~005 |
110~003 |
110~005 |
+0~002 |
|
|
|
Sep12 |
120104 |
109~071 |
109~071 |
109~069 |
109~071 |
+0~002 |
|
|
|
Total Volume and Open Interest |
100,086 |
690,619 |
-320 |
Eurodollars(CME) |
Mar12 |
120104 |
99.350 |
99.375 |
99.350 |
99.370 |
+0.015 |
95,956 |
957,851 |
+2,911 |
Jun12 |
120104 |
99.280 |
99.315 |
99.280 |
99.295 |
+0.015 |
88,861 |
983,073 |
+2,638 |
Sep12 |
120104 |
99.250 |
99.280 |
99.245 |
99.265 |
+0.015 |
86,612 |
745,583 |
-2,295 |
Dec12 |
120104 |
99.230 |
99.260 |
99.225 |
99.245 |
+0.015 |
83,800 |
727,727 |
-56 |
Mar13 |
120104 |
99.235 |
99.260 |
99.230 |
99.250 |
+0.015 |
74,850 |
765,040 |
+452 |
Jun13 |
120104 |
99.230 |
99.250 |
99.215 |
99.240 |
+0.015 |
62,047 |
578,596 |
-162 |
Sep13 |
120104 |
99.190 |
99.215 |
99.185 |
99.210 |
+0.015 |
50,368 |
486,140 |
+4,446 |
Dec13 |
120104 |
99.125 |
99.155 |
99.125 |
99.145 |
+0.010 |
53,348 |
458,345 |
+3,790 |
Mar14 |
120104 |
99.040 |
99.065 |
99.035 |
99.055 |
+0.010 |
40,809 |
385,453 |
+5,962 |
Jun14 |
120104 |
98.900 |
98.935 |
98.900 |
98.920 |
+0.010 |
39,032 |
320,441 |
+4,278 |
Sep14 |
120104 |
98.740 |
98.780 |
98.740 |
98.765 |
+0.010 |
22,855 |
206,916 |
+2,808 |
Dec14 |
120104 |
98.580 |
98.620 |
98.575 |
98.595 |
+0.005 |
20,547 |
183,603 |
-432 |
Mar15 |
120104 |
98.425 |
98.475 |
98.425 |
98.450 |
+0.005 |
12,394 |
151,612 |
-895 |
Jun15 |
120104 |
6.525 |
0.016 |
6.525 |
6.545 |
+0.005 |
12,373 |
108,967 |
-1,436 |
Sep15 |
120104 |
6.360 |
6.415 |
6.360 |
6.385 |
+0.005 |
9,169 |
70,296 |
-604 |
Dec15 |
120104 |
6.190 |
6.245 |
6.185 |
6.210 |
unch |
8,078 |
58,855 |
-907 |
Mar16 |
120104 |
6.055 |
6.105 |
6.045 |
6.070 |
unch |
5,891 |
51,661 |
+238 |
Jun16 |
120104 |
5.920 |
5.975 |
5.905 |
5.930 |
-0.005 |
5,023 |
38,213 |
+581 |
Total Volume and Open Interest |
804,607 |
7,500,864 |
+28,214 |
30 Day Federal Funds(CBOT) |
Jan12 |
120104 |
99.925 |
99.927 |
99.923 |
99.925 |
+0.003 |
3,738 |
68,360 |
-913 |
Feb12 |
120104 |
99.915 |
99.920 |
99.915 |
99.915 |
unch |
761 |
55,176 |
-317 |
Mar12 |
120104 |
99.915 |
99.920 |
99.915 |
99.915 |
unch |
1,805 |
34,835 |
+178 |
Apr12 |
120104 |
99.915 |
99.915 |
99.905 |
99.905 |
unch |
1,011 |
36,495 |
-308 |
May12 |
120104 |
99.905 |
99.905 |
99.900 |
99.900 |
unch |
1,761 |
43,615 |
+229 |
Jun12 |
120104 |
99.900 |
99.900 |
99.895 |
99.895 |
unch |
1,764 |
30,120 |
+515 |
Total Volume and Open Interest |
40,340 |
569,452 |
-2,135 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120104 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
40 |
+0 |
Jun12 |
120104 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Sep12 |
120104 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
|
|
|
Dec12 |
120104 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Mar13 |
120104 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Jun13 |
120104 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
Sep13 |
120104 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
Dec13 |
120104 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
Mar14 |
120104 |
99.395 |
99.395 |
99.395 |
99.395 |
unch |
|
|
|
Jun14 |
120104 |
99.255 |
99.255 |
99.255 |
99.255 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120104 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
400 |
1,949 |
-400 |
Jun12 |
120104 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,440 |
+0 |
Sep12 |
120104 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
711 |
+0 |
Dec12 |
120104 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
115 |
+0 |
Mar13 |
120104 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
120104 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
208 |
+0 |
Sep13 |
120104 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
325 |
+0 |
Dec13 |
120104 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
3 |
+0 |
Total Volume and Open Interest |
400 |
4,882 |
-400 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120104 |
142.62 |
142.69 |
142.25 |
142.38 |
-0.13 |
1,031 |
20,536 |
+311 |
Jun12 |
120104 |
140.09 |
140.09 |
140.09 |
140.09 |
-0.31 |
0 |
2 |
+0 |
Sep12 |
120104 |
139.85 |
139.85 |
138.00 |
138.00 |
-0.31 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,031 |
20,544 |
+311 |
Euro-Bund(EUREX) |
Mar12 |
120104 |
138.20 |
138.48 |
137.77 |
138.09 |
-0.20 |
91,298 |
857,931 |
+1,610 |
Jun12 |
120104 |
136.96 |
136.96 |
136.28 |
136.39 |
-0.20 |
27 |
194 |
+8 |
Sep12 |
120104 |
136.39 |
136.39 |
136.39 |
136.39 |
-0.20 |
|
|
|
Total Volume and Open Interest |
91,325 |
858,125 |
+1,618 |
Euro-Bobl(EUREX) |
Mar12 |
120104 |
124.80 |
124.91 |
124.62 |
124.73 |
-0.10 |
65,375 |
658,725 |
-3,237 |
Jun12 |
120104 |
123.13 |
123.13 |
123.13 |
123.13 |
-0.10 |
|
|
|
Sep12 |
120104 |
123.13 |
123.13 |
123.13 |
123.13 |
-0.10 |
|
|
|
Total Volume and Open Interest |
65,375 |
658,725 |
-3,237 |
3-Mth Euribor(EUREX) |
Mar12 |
120104 |
98.940 |
98.940 |
98.940 |
98.940 |
+0.025 |
0 |
1,260 |
+0 |
Jun12 |
120104 |
99.050 |
99.055 |
99.050 |
99.055 |
+0.005 |
0 |
1,425 |
+0 |
Sep12 |
120104 |
99.095 |
99.095 |
99.095 |
99.095 |
unch |
0 |
944 |
+0 |
Total Volume and Open Interest |
2 |
5,856 |
-2 |
Long Gilt(LIFFE) |
Mar12 |
120104 |
116~13 |
116~21 |
116~01 |
116~10 |
-0~05 |
23,524 |
294,463 |
-680 |
Jun12 |
120104 |
115~20 |
115~20 |
115~20 |
115~20 |
-0~25 |
|
|
|
Total Volume and Open Interest |
23,524 |
294,463 |
+0 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120104 |
98.86 |
98.87 |
98.85 |
98.85 |
-0.01 |
8,555 |
283,409 |
-2,407 |
Jun12 |
120104 |
98.87 |
98.88 |
98.85 |
98.86 |
-0.01 |
10,351 |
213,908 |
-812 |
Sep12 |
120104 |
98.88 |
98.90 |
98.86 |
98.88 |
-0.01 |
10,093 |
256,959 |
-1,348 |
Dec12 |
120104 |
98.88 |
98.91 |
98.86 |
98.88 |
-0.02 |
10,880 |
212,387 |
-2,341 |
Mar13 |
120104 |
98.90 |
98.93 |
98.87 |
98.89 |
-0.02 |
7,503 |
219,381 |
-2,965 |
Jun13 |
120104 |
98.87 |
98.91 |
98.85 |
98.87 |
-0.01 |
12,519 |
192,329 |
-2,543 |
Total Volume and Open Interest |
80,791 |
1,779,299 |
-15,249 |
3-Mth Euribor(LIFFE) |
Mar12 |
120104 |
98.915 |
98.945 |
98.910 |
98.940 |
+0.025 |
36,615 |
485,116 |
+0 |
Jun12 |
120104 |
99.050 |
99.070 |
99.040 |
99.055 |
+0.005 |
33,757 |
405,745 |
+0 |
Sep12 |
120104 |
99.085 |
99.105 |
99.080 |
99.095 |
unch |
35,825 |
415,658 |
+0 |
Total Volume and Open Interest |
185,748 |
3,003,823 |
+0 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120104 |
95.95 |
95.98 |
95.90 |
95.93 |
-0.03 |
14,549 |
228,868 |
+3,416 |
Jun12 |
120104 |
96.20 |
96.21 |
96.14 |
96.21 |
+0.01 |
11,273 |
164,576 |
+2,389 |
Sep12 |
120104 |
96.26 |
96.28 |
96.20 |
96.27 |
+0.01 |
7,318 |
115,668 |
+1,447 |
Dec12 |
120104 |
96.17 |
96.21 |
96.12 |
96.20 |
+0.02 |
3,218 |
69,937 |
+1,228 |
Mar13 |
120104 |
96.07 |
96.11 |
96.03 |
96.10 |
+0.03 |
1,319 |
50,328 |
-90 |
Jun13 |
120104 |
95.96 |
96.02 |
95.92 |
96.00 |
+0.04 |
966 |
46,610 |
+590 |
Sep13 |
120104 |
95.85 |
95.93 |
95.84 |
95.92 |
+0.06 |
529 |
26,466 |
+240 |
Dec13 |
120104 |
95.75 |
95.85 |
95.74 |
95.84 |
+0.09 |
162 |
16,964 |
-200 |
Mar14 |
120104 |
95.67 |
95.77 |
95.67 |
95.75 |
+0.10 |
0 |
1,356 |
+0 |
Jun14 |
120104 |
95.58 |
95.68 |
95.58 |
95.66 |
+0.11 |
0 |
86 |
+0 |
Total Volume and Open Interest |
39,334 |
720,983 |
+9,020 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120104 |
96.11 |
96.17 |
96.10 |
96.15 |
+0.04 |
21,647 |
337,204 |
+5,203 |
Jun12 |
120104 |
96.15 |
96.15 |
96.15 |
96.15 |
+0.04 |
|
|
|
Total Volume and Open Interest |
21,647 |
337,204 |
+5,203 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120104 |
96.75 |
96.81 |
96.73 |
96.78 |
+0.01 |
59,247 |
368,967 |
-1,475 |
Jun12 |
120104 |
96.78 |
96.78 |
96.78 |
96.78 |
+0.01 |
|
|
|
Total Volume and Open Interest |
59,247 |
368,967 |
-1,475 |
Gold(CMX) |
Feb12 |
120104 |
1604.9 |
1619.8 |
1593.8 |
1612.7 |
+12.2 |
94,315 |
235,889 |
-4,408 |
Apr12 |
120104 |
1610.9 |
1621.9 |
1597.6 |
1615.6 |
+12.4 |
5,044 |
43,898 |
+2,240 |
Jun12 |
120104 |
1612.4 |
1625.0 |
1600.0 |
1618.2 |
+12.6 |
1,736 |
28,344 |
-567 |
Aug12 |
120104 |
1607.0 |
1624.5 |
1602.5 |
1620.4 |
+12.6 |
1,092 |
13,887 |
+148 |
Oct12 |
120104 |
1610.1 |
1627.8 |
1604.2 |
1622.7 |
+12.7 |
1,399 |
11,135 |
+758 |
Dec12 |
120104 |
1616.1 |
1630.9 |
1610.8 |
1625.1 |
+12.9 |
1,644 |
24,794 |
-247 |
Feb13 |
120104 |
1615.0 |
1629.5 |
1615.0 |
1627.4 |
+12.7 |
73 |
3,028 |
+5 |
Apr13 |
120104 |
1630.1 |
1630.1 |
1630.1 |
1630.1 |
+12.7 |
0 |
1,371 |
+0 |
Jun13 |
120104 |
1633.4 |
1633.4 |
1633.4 |
1633.4 |
+12.9 |
0 |
10,379 |
+0 |
Aug13 |
120104 |
1636.6 |
1636.6 |
1636.6 |
1636.6 |
+12.9 |
0 |
45 |
+0 |
Oct13 |
120104 |
1640.1 |
1640.1 |
1640.1 |
1640.1 |
+12.9 |
|
|
|
Dec13 |
120104 |
1643.7 |
1643.7 |
1643.7 |
1643.7 |
+12.9 |
3 |
10,642 |
+0 |
Total Volume and Open Interest |
105,615 |
419,171 |
-2,908 |
Silver(CMX) |
Mar12 |
120104 |
2969.0 |
2972.5 |
2890.0 |
2909.7 |
-47.5 |
24,891 |
59,262 |
-303 |
May12 |
120104 |
2951.0 |
2953.0 |
2901.0 |
2914.1 |
-48.1 |
328 |
9,136 |
+127 |
Jul12 |
120104 |
2923.5 |
2949.0 |
2911.0 |
2917.4 |
-48.5 |
104 |
3,684 |
-24 |
Sep12 |
120104 |
2919.9 |
2945.0 |
2919.9 |
2919.9 |
-49.0 |
15 |
2,494 |
-3 |
Dec12 |
120104 |
2978.5 |
2982.0 |
2921.5 |
2923.0 |
-49.4 |
165 |
14,141 |
+71 |
Mar13 |
120104 |
2922.2 |
2922.2 |
2922.2 |
2922.2 |
-49.5 |
0 |
1,156 |
+0 |
May13 |
120104 |
2920.3 |
2920.3 |
2920.3 |
2920.3 |
-49.7 |
0 |
1,078 |
+0 |
Total Volume and Open Interest |
25,819 |
105,669 |
-313 |
Platinum(NYMEX) |
Jan12 |
120104 |
1422.6 |
1424.7 |
1415.6 |
1423.1 |
-4.2 |
752 |
534 |
-301 |
Apr12 |
120104 |
1432.5 |
1436.5 |
1419.0 |
1426.3 |
-6.2 |
6,894 |
40,531 |
+129 |
Jul12 |
120104 |
1429.7 |
1432.2 |
1423.9 |
1430.7 |
-6.3 |
34 |
779 |
+14 |
Oct12 |
120104 |
1434.5 |
1434.5 |
1434.5 |
1434.5 |
-6.3 |
1 |
110 |
-1 |
Total Volume and Open Interest |
7,681 |
41,955 |
-159 |
Palladium(NYMEX) |
Mar12 |
120104 |
7.54 |
9.14 |
645.80 |
653.55 |
+645.41 |
3,727 |
17,192 |
-384 |
Jun12 |
120104 |
654.80 |
654.80 |
654.80 |
654.80 |
+645.11 |
12 |
485 |
+12 |
Sep12 |
120104 |
0.89 |
0.89 |
0.89 |
0.89 |
-10.25 |
0 |
138 |
+0 |
Total Volume and Open Interest |
3,739 |
17,815 |
-373 |
Copper(CMX) |
Mar12 |
120104 |
352.10 |
352.45 |
342.00 |
343.45 |
-9.40 |
20,608 |
71,061 |
+373 |
May12 |
120104 |
352.60 |
353.35 |
343.60 |
344.60 |
-9.40 |
1,987 |
24,982 |
+95 |
Jul12 |
120104 |
352.00 |
352.00 |
344.55 |
345.40 |
-9.35 |
1,398 |
7,096 |
+126 |
Sep12 |
120104 |
346.65 |
346.65 |
345.35 |
346.00 |
-9.30 |
923 |
3,795 |
+407 |
Dec12 |
120104 |
346.45 |
346.45 |
346.45 |
346.45 |
-9.15 |
478 |
3,232 |
-32 |
Total Volume and Open Interest |
25,955 |
120,988 |
+1,077 |
DJIA Index(CBOT) |
Mar12 |
120104 |
12341 |
12362 |
12280 |
12356 |
+18 |
230 |
10,135 |
+82 |
Jun12 |
120104 |
12220 |
12288 |
12220 |
12288 |
+18 |
0 |
404 |
+0 |
Sep12 |
120104 |
12225 |
12225 |
12207 |
12225 |
+18 |
|
|
|
Dec12 |
120104 |
12148 |
12148 |
12130 |
12148 |
+18 |
|
|
|
Total Volume and Open Interest |
230 |
10,539 |
+82 |
E-mini DJIA Index(CBOT) |
Mar12 |
120104 |
12336 |
12366 |
12273 |
12356 |
+18 |
45,348 |
89,784 |
-719 |
Jun12 |
120104 |
12256 |
12288 |
12244 |
12288 |
+18 |
8 |
55 |
+0 |
Sep12 |
120104 |
12225 |
12225 |
12225 |
12225 |
+18 |
0 |
9 |
+0 |
Dec12 |
120104 |
12148 |
12148 |
12148 |
12148 |
+18 |
|
|
|
Total Volume and Open Interest |
45,356 |
89,848 |
-719 |
S & P 500(CME) |
Mar12 |
120104 |
1271.90 |
1274.60 |
1263.00 |
1273.00 |
+0.90 |
10,962 |
238,620 |
-1,603 |
Jun12 |
120104 |
1267.60 |
1267.70 |
1257.70 |
1267.60 |
+0.90 |
0 |
3,290 |
+0 |
Sep12 |
120104 |
1262.30 |
1262.40 |
1252.40 |
1262.30 |
+0.90 |
0 |
967 |
+0 |
Dec12 |
120104 |
1256.70 |
1256.80 |
1246.80 |
1256.70 |
+0.90 |
0 |
201 |
+0 |
Total Volume and Open Interest |
10,962 |
243,078 |
-1,603 |
S & P 500 E-Mini(Globex) |
Mar12 |
120104 |
1272.00 |
1273.75 |
1262.75 |
1273.00 |
+1.00 |
692,364 |
2,609,084 |
+5,222 |
Jun12 |
120104 |
1267.75 |
1268.25 |
1257.25 |
1267.50 |
+0.75 |
296 |
12,490 |
+38 |
Total Volume and Open Interest |
692,660 |
2,621,706 |
+5,260 |
NASDAQ 100(CME) |
Mar12 |
120104 |
2315.50 |
2331.00 |
2303.00 |
2328.80 |
+12.80 |
651 |
7,496 |
+395 |
Jun12 |
120104 |
2325.50 |
2325.50 |
2308.00 |
2325.50 |
+12.70 |
|
|
|
Sep12 |
120104 |
2323.00 |
2323.00 |
2321.30 |
2323.00 |
+12.70 |
|
|
|
Total Volume and Open Interest |
651 |
7,496 |
+395 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120104 |
2316.30 |
2329.50 |
2302.50 |
2328.80 |
+12.80 |
69,032 |
255,464 |
+1,514 |
Jun12 |
120104 |
2312.80 |
2325.50 |
2312.80 |
2325.50 |
+12.70 |
4 |
34 |
+1 |
Total Volume and Open Interest |
69,036 |
255,501 |
+1,515 |
S & P Midcap 400(CME) |
Mar12 |
120104 |
884.10 |
885.50 |
875.00 |
884.10 |
-0.90 |
22 |
840 |
+3 |
Jun12 |
120104 |
882.10 |
882.10 |
880.80 |
882.10 |
-0.90 |
|
|
|
Sep12 |
120104 |
880.10 |
880.10 |
878.80 |
880.10 |
-0.90 |
|
|
|
Total Volume and Open Interest |
22 |
840 |
+3 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120104 |
8570 |
8590 |
8505 |
8530 |
-40 |
1,624 |
23,324 |
+164 |
Jun12 |
120104 |
8470 |
8510 |
8470 |
8470 |
-40 |
22 |
25 |
+14 |
Total Volume and Open Interest |
1,646 |
23,349 |
+178 |
Nikkei 225(SGX) |
Mar12 |
120104 |
8570 |
8590 |
8525 |
8525 |
+65 |
52,036 |
193,598 |
+5,971 |
Jun12 |
120104 |
8500 |
8500 |
8450 |
8450 |
+70 |
19 |
312 |
+8 |
Sep12 |
120104 |
8450 |
8450 |
8450 |
8450 |
+65 |
0 |
30 |
+0 |
Total Volume and Open Interest |
52,092 |
204,681 |
+5,992 |
CAC 40(EURONEXT) |
Jan12 |
120104 |
3229.0 |
3245.0 |
3186.5 |
3193.5 |
-50.5 |
29,522 |
245,015 |
+0 |
Feb12 |
120104 |
3242.0 |
3243.0 |
3191.5 |
3194.0 |
-50.0 |
33 |
860 |
+0 |
Mar12 |
120104 |
3229.0 |
3242.0 |
3191.5 |
3193.5 |
-51.0 |
557 |
20,796 |
+0 |
Total Volume and Open Interest |
30,112 |
266,721 |
+0 |
Hang Seng Index(HKFE) |
Jan12 |
120104 |
18865 |
18919 |
18695 |
18771 |
-39 |
31,124 |
81,195 |
-653 |
Feb12 |
120104 |
18883 |
18919 |
18706 |
18776 |
-39 |
248 |
159 |
+159 |
Mar12 |
120104 |
18820 |
18856 |
18658 |
18717 |
-33 |
129 |
3,425 |
-4 |
Total Volume and Open Interest |
31,548 |
86,409 |
-22,492 |
DAX(EUREX) |
Mar12 |
120104 |
6133.5 |
6170.0 |
6092.5 |
6122.5 |
-50.5 |
55,734 |
152,752 |
+4,319 |
Jun12 |
120104 |
6154.0 |
6175.5 |
6110.0 |
6135.0 |
-51.0 |
266 |
5,607 |
-135 |
Sep12 |
120104 |
6179.5 |
6179.5 |
6126.0 |
6145.0 |
-51.0 |
14 |
446 |
+4 |
Total Volume and Open Interest |
56,014 |
158,805 |
+4,188 |
FT-SE 100(EURONEXT) |
Mar12 |
120104 |
5649.00 |
5681.00 |
5605.50 |
5631.50 |
-21.00 |
23,772 |
591,104 |
-1,530 |
Jun12 |
120104 |
5603.50 |
5603.50 |
5586.00 |
5586.00 |
-21.00 |
0 |
3,721 |
+0 |
Sep12 |
120104 |
5555.00 |
5555.00 |
5555.00 |
5555.00 |
-20.50 |
|
|
|
Total Volume and Open Interest |
23,772 |
594,825 |
-1,530 |
SPI 200(SFE) |
Mar12 |
120104 |
4076.0 |
4185.0 |
4051.0 |
4160.0 |
+89.0 |
11,079 |
189,203 |
-116 |
Jun12 |
120104 |
4168.0 |
4168.0 |
4168.0 |
4168.0 |
+90.0 |
50 |
1,937 |
+10 |
Sep12 |
120104 |
4129.0 |
4129.0 |
4129.0 |
4129.0 |
+90.0 |
0 |
1,076 |
+0 |
Total Volume and Open Interest |
11,129 |
195,290 |
-106 |
GSCI(CME) |
Jan12 |
120104 |
667.00 |
669.75 |
667.00 |
669.50 |
+1.00 |
404 |
8,583 |
-110 |
Feb12 |
120104 |
670.50 |
670.50 |
670.50 |
670.50 |
+1.00 |
0 |
100 |
+0 |
Mar12 |
120104 |
672.50 |
672.50 |
672.50 |
672.50 |
+1.00 |
2 |
0 |
+0 |
Total Volume and Open Interest |
406 |
8,683 |
-110 |
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. |
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