|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu January 05, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
120105 |
1221.50 |
1224.50 |
1200.00 |
1201.25 |
-20.25 |
13,078 |
9,750 |
-3,100 |
Mar12 |
120105 |
1230.00 |
1233.75 |
1206.00 |
1209.00 |
-21.00 |
95,517 |
203,181 |
-29 |
May12 |
120105 |
1239.50 |
1242.50 |
1216.50 |
1218.75 |
-20.75 |
17,973 |
92,472 |
-400 |
Jul12 |
120105 |
1248.50 |
1251.50 |
1225.50 |
1227.50 |
-21.00 |
18,878 |
76,129 |
+1,865 |
Aug12 |
120105 |
1230.75 |
1242.50 |
1222.00 |
1222.75 |
-21.00 |
579 |
1,237 |
+18 |
Sep12 |
120105 |
1232.25 |
1232.25 |
1212.25 |
1212.50 |
-18.00 |
1,260 |
1,491 |
+304 |
Nov12 |
120105 |
1218.25 |
1222.00 |
1201.25 |
1204.00 |
-15.25 |
15,175 |
57,094 |
+1,317 |
Total Volume and Open Interest |
164,073 |
460,650 |
+831 |
Soybean Meal(CBOT) |
Jan12 |
120105 |
316.80 |
316.80 |
310.30 |
310.30 |
-7.20 |
5,118 |
4,977 |
-1,304 |
Mar12 |
120105 |
320.30 |
320.80 |
312.50 |
313.20 |
-7.40 |
47,598 |
89,406 |
+2,212 |
May12 |
120105 |
322.80 |
323.00 |
315.80 |
315.80 |
-7.00 |
8,699 |
31,494 |
-366 |
Jul12 |
120105 |
325.50 |
325.50 |
318.60 |
318.60 |
-6.90 |
5,791 |
31,278 |
+265 |
Aug12 |
120105 |
325.00 |
325.20 |
317.00 |
318.20 |
-7.00 |
977 |
6,186 |
+172 |
Sep12 |
120105 |
323.10 |
323.50 |
316.90 |
316.90 |
-6.60 |
1,021 |
5,395 |
+73 |
Oct12 |
120105 |
316.00 |
319.00 |
312.60 |
312.60 |
-6.40 |
280 |
3,390 |
+17 |
Dec12 |
120105 |
317.60 |
318.50 |
312.20 |
312.20 |
-6.30 |
2,972 |
17,387 |
-173 |
Total Volume and Open Interest |
72,530 |
195,357 |
+893 |
Soybean Oil(CBOT) |
Jan12 |
120105 |
52.77 |
52.77 |
51.77 |
51.77 |
-0.96 |
5,220 |
2,675 |
-971 |
Mar12 |
120105 |
53.00 |
53.13 |
52.03 |
52.06 |
-0.97 |
54,145 |
146,272 |
+957 |
May12 |
120105 |
53.37 |
53.47 |
52.42 |
52.42 |
-0.98 |
10,896 |
53,094 |
+872 |
Jul12 |
120105 |
53.63 |
53.76 |
52.72 |
52.73 |
-0.96 |
6,289 |
34,838 |
-1,251 |
Aug12 |
120105 |
53.70 |
53.70 |
52.79 |
52.79 |
-0.97 |
484 |
4,676 |
+56 |
Sep12 |
120105 |
53.74 |
53.75 |
52.82 |
52.82 |
-0.94 |
776 |
4,955 |
+115 |
Oct12 |
120105 |
53.01 |
53.61 |
52.67 |
52.67 |
-0.94 |
75 |
5,651 |
-7 |
Dec12 |
120105 |
53.35 |
53.47 |
52.55 |
52.61 |
-0.87 |
2,385 |
20,603 |
+442 |
Total Volume and Open Interest |
80,465 |
273,454 |
+275 |
Canola(WCE) |
Jan12 |
120105 |
523.0 |
523.0 |
518.0 |
518.0 |
-2.6 |
518 |
309 |
-109 |
Mar12 |
120105 |
526.0 |
528.0 |
522.2 |
523.6 |
-2.0 |
9,317 |
81,447 |
+505 |
May12 |
120105 |
528.5 |
530.0 |
524.6 |
528.4 |
-0.4 |
2,871 |
19,859 |
+1,017 |
Jul12 |
120105 |
530.5 |
533.4 |
526.4 |
531.3 |
+0.1 |
802 |
14,806 |
+163 |
Nov12 |
120105 |
507.5 |
516.0 |
507.5 |
511.3 |
+1.1 |
420 |
19,252 |
+51 |
Total Volume and Open Interest |
13,964 |
136,557 |
+1,646 |
Corn(CBOT) |
Mar12 |
120105 |
658.00 |
659.75 |
639.50 |
643.50 |
-15.00 |
158,650 |
505,985 |
+8,028 |
May12 |
120105 |
666.25 |
668.00 |
647.75 |
651.50 |
-15.25 |
42,766 |
199,775 |
+7,783 |
Jul12 |
120105 |
671.75 |
674.00 |
653.25 |
657.25 |
-15.75 |
45,232 |
176,173 |
+6,787 |
Sep12 |
120105 |
616.50 |
617.50 |
602.50 |
606.50 |
-11.25 |
6,421 |
44,488 |
+1,264 |
Dec12 |
120105 |
589.00 |
589.75 |
576.75 |
579.50 |
-10.25 |
27,963 |
190,146 |
+943 |
Mar13 |
120105 |
600.00 |
601.50 |
589.00 |
591.75 |
-10.00 |
1,047 |
36,803 |
-13 |
Total Volume and Open Interest |
282,861 |
1,176,009 |
+24,983 |
Wheat(CBOT) |
Mar12 |
120105 |
649.25 |
650.25 |
626.50 |
629.25 |
-20.75 |
54,591 |
172,121 |
+759 |
May12 |
120105 |
667.50 |
668.25 |
646.00 |
648.50 |
-19.50 |
9,104 |
70,422 |
+1,510 |
Jul12 |
120105 |
683.50 |
684.00 |
662.00 |
664.75 |
-19.25 |
8,931 |
76,296 |
+153 |
Sep12 |
120105 |
699.50 |
700.00 |
678.50 |
680.75 |
-19.25 |
1,101 |
16,219 |
+128 |
Dec12 |
120105 |
721.25 |
721.25 |
699.00 |
703.00 |
-18.75 |
3,982 |
44,834 |
-572 |
Total Volume and Open Interest |
78,213 |
386,401 |
+2,127 |
Wheat(KCBT) |
Mar12 |
120105 |
712.00 |
713.50 |
684.50 |
686.00 |
-28.00 |
11,964 |
66,028 |
+116 |
May12 |
120105 |
719.75 |
721.50 |
693.00 |
694.00 |
-28.00 |
2,303 |
18,057 |
+293 |
Jul12 |
120105 |
726.25 |
729.00 |
701.00 |
702.50 |
-27.25 |
3,603 |
37,963 |
-267 |
Sep12 |
120105 |
740.25 |
741.50 |
713.75 |
715.50 |
-27.25 |
403 |
7,039 |
+66 |
Dec12 |
120105 |
757.75 |
761.50 |
733.50 |
735.00 |
-27.50 |
660 |
9,682 |
+142 |
Total Volume and Open Interest |
18,954 |
139,302 |
+359 |
Wheat(MGE) |
Mar12 |
120105 |
836.50 |
838.00 |
811.50 |
818.50 |
-20.50 |
2,868 |
17,306 |
+626 |
May12 |
120105 |
828.25 |
831.25 |
807.50 |
809.50 |
-20.50 |
1,398 |
7,052 |
-147 |
Jul12 |
120105 |
815.50 |
815.50 |
795.75 |
797.25 |
-22.00 |
868 |
7,336 |
-80 |
Sep12 |
120105 |
799.75 |
799.75 |
772.75 |
776.75 |
-21.75 |
599 |
4,647 |
+68 |
Dec12 |
120105 |
801.50 |
805.75 |
776.75 |
779.25 |
-23.25 |
441 |
3,354 |
-2 |
Total Volume and Open Interest |
6,177 |
39,844 |
+466 |
Oats(CBOT) |
Mar12 |
120105 |
294.00 |
298.00 |
288.00 |
290.00 |
-3.00 |
975 |
10,848 |
+270 |
May12 |
120105 |
299.50 |
299.50 |
293.50 |
294.75 |
-3.25 |
54 |
1,768 |
+13 |
Jul12 |
120105 |
300.75 |
303.25 |
299.00 |
300.00 |
-3.25 |
11 |
118 |
+0 |
Sep12 |
120105 |
306.00 |
309.00 |
306.00 |
306.00 |
-3.00 |
0 |
7 |
+0 |
Total Volume and Open Interest |
1,040 |
12,890 |
+283 |
Rough Rice(CBOT) |
Jan12 |
120105 |
14.35 |
14.41 |
14.32 |
14.32 |
-0.09 |
169 |
463 |
-479 |
Mar12 |
120105 |
14.65 |
14.80 |
14.48 |
14.53 |
-0.11 |
736 |
12,375 |
+100 |
May12 |
120105 |
15.03 |
15.03 |
14.77 |
14.81 |
-0.10 |
43 |
1,041 |
+14 |
Jul12 |
120105 |
15.12 |
15.20 |
15.01 |
15.08 |
-0.10 |
1 |
610 |
+0 |
Total Volume and Open Interest |
962 |
14,699 |
-351 |
Live Cattle(CME) |
Feb12 |
120105 |
121.580 |
122.500 |
120.900 |
120.950 |
-0.685 |
19,021 |
124,669 |
+645 |
Apr12 |
120105 |
125.400 |
126.430 |
124.850 |
124.900 |
-0.600 |
15,010 |
96,583 |
+1,019 |
Jun12 |
120105 |
125.180 |
126.000 |
124.430 |
124.535 |
-0.850 |
8,647 |
64,372 |
+585 |
Aug12 |
120105 |
126.680 |
127.330 |
126.150 |
126.500 |
-0.450 |
4,176 |
18,649 |
+503 |
Oct12 |
120105 |
129.350 |
129.750 |
128.750 |
129.185 |
-0.195 |
692 |
9,454 |
+40 |
Dec12 |
120105 |
129.850 |
130.250 |
129.285 |
129.700 |
-0.250 |
132 |
4,661 |
+49 |
Total Volume and Open Interest |
47,738 |
319,646 |
+2,884 |
Feeder Cattle(CME) |
Jan12 |
120105 |
147.750 |
148.950 |
147.500 |
147.880 |
+0.130 |
961 |
6,181 |
-377 |
Mar12 |
120105 |
150.550 |
152.100 |
150.130 |
150.850 |
+0.300 |
2,692 |
14,525 |
+843 |
Apr12 |
120105 |
151.825 |
153.235 |
151.450 |
151.935 |
+0.335 |
703 |
3,946 |
+164 |
May12 |
120105 |
152.750 |
153.935 |
152.300 |
152.880 |
+0.180 |
675 |
4,909 |
+181 |
Aug12 |
120105 |
154.000 |
155.130 |
153.450 |
154.300 |
+0.250 |
562 |
4,236 |
+218 |
Sep12 |
120105 |
153.950 |
155.000 |
153.950 |
154.300 |
+0.200 |
55 |
753 |
+15 |
Oct12 |
120105 |
153.900 |
154.900 |
153.650 |
154.450 |
+0.350 |
34 |
280 |
+29 |
Total Volume and Open Interest |
5,682 |
34,896 |
+1,073 |
Lean Hogs(CME) |
Feb12 |
120105 |
85.100 |
85.100 |
83.650 |
83.850 |
-1.330 |
16,788 |
78,038 |
-3,676 |
Apr12 |
120105 |
87.500 |
88.035 |
86.930 |
87.135 |
-0.615 |
8,583 |
64,840 |
+696 |
May12 |
120105 |
93.980 |
94.750 |
93.450 |
94.250 |
-0.700 |
64 |
2,387 |
+10 |
Jun12 |
120105 |
95.600 |
96.000 |
94.385 |
94.500 |
-1.450 |
5,226 |
46,596 |
-176 |
Jul12 |
120105 |
95.100 |
95.635 |
94.350 |
94.650 |
-1.235 |
1,611 |
12,614 |
+306 |
Aug12 |
120105 |
94.635 |
95.000 |
94.000 |
94.250 |
-0.980 |
1,778 |
14,009 |
+321 |
Oct12 |
120105 |
84.135 |
84.580 |
83.650 |
83.885 |
-0.865 |
486 |
9,671 |
+166 |
Dec12 |
120105 |
80.450 |
80.535 |
79.450 |
79.450 |
-1.250 |
226 |
3,852 |
+61 |
Total Volume and Open Interest |
34,796 |
232,846 |
-2,265 |
Class III Milk(CME) |
Jan12 |
120105 |
17.09 |
17.27 |
17.05 |
17.19 |
+0.10 |
232 |
4,726 |
-36 |
Feb12 |
120105 |
17.40 |
17.85 |
17.40 |
17.69 |
+0.29 |
356 |
4,873 |
+167 |
Mar12 |
120105 |
17.44 |
17.84 |
17.44 |
17.76 |
+0.32 |
98 |
3,926 |
+21 |
Apr12 |
120105 |
17.41 |
17.60 |
17.39 |
17.57 |
+0.18 |
32 |
2,841 |
+1 |
May12 |
120105 |
17.28 |
17.43 |
17.26 |
17.40 |
+0.14 |
14 |
2,687 |
+8 |
Total Volume and Open Interest |
840 |
30,163 |
+225 |
Cocoa(ICE) |
Mar12 |
120105 |
2067 |
2115 |
2016 |
2028 |
-47 |
10,743 |
79,259 |
+1,299 |
May12 |
120105 |
2090 |
2133 |
2036 |
2049 |
-47 |
3,252 |
36,945 |
+414 |
Jul12 |
120105 |
2104 |
2136 |
2056 |
2068 |
-48 |
1,283 |
18,638 |
+504 |
Sep12 |
120105 |
2102 |
2130 |
2077 |
2087 |
-47 |
343 |
14,799 |
+32 |
Dec12 |
120105 |
2125 |
2173 |
2100 |
2107 |
-46 |
303 |
15,125 |
+238 |
Mar13 |
120105 |
2153 |
2200 |
2122 |
2126 |
-47 |
59 |
5,342 |
+31 |
May13 |
120105 |
2165 |
2165 |
2136 |
2136 |
-45 |
3 |
2,478 |
-2 |
Total Volume and Open Interest |
15,989 |
173,382 |
+2,516 |
Coffee "C"(ICE) |
Mar12 |
120105 |
225.45 |
225.80 |
217.55 |
219.55 |
-7.15 |
10,691 |
55,865 |
+370 |
May12 |
120105 |
227.70 |
228.20 |
220.50 |
222.30 |
-7.15 |
3,347 |
25,853 |
+202 |
Jul12 |
120105 |
231.80 |
231.80 |
223.50 |
224.85 |
-7.20 |
847 |
8,681 |
+187 |
Sep12 |
120105 |
232.30 |
232.30 |
225.30 |
226.45 |
-7.20 |
335 |
6,648 |
-85 |
Dec12 |
120105 |
234.15 |
234.15 |
227.25 |
228.40 |
-7.15 |
88 |
7,025 |
+7 |
Mar13 |
120105 |
234.25 |
234.25 |
229.15 |
230.35 |
-7.00 |
2 |
853 |
+1 |
Total Volume and Open Interest |
15,310 |
105,415 |
+682 |
Orange Juice(ICE) |
Jan12 |
120105 |
180.50 |
182.50 |
180.50 |
182.25 |
-2.50 |
73 |
1,282 |
-60 |
Mar12 |
120105 |
177.50 |
179.95 |
175.55 |
177.60 |
-0.45 |
2,071 |
21,790 |
+537 |
May12 |
120105 |
174.00 |
176.70 |
174.00 |
174.75 |
-1.30 |
660 |
2,656 |
+586 |
Jul12 |
120105 |
174.50 |
176.90 |
174.45 |
174.55 |
-1.25 |
20 |
918 |
+14 |
Sep12 |
120105 |
173.05 |
173.05 |
173.05 |
173.05 |
-1.85 |
52 |
255 |
+49 |
Nov12 |
120105 |
171.00 |
171.10 |
168.30 |
168.30 |
-5.55 |
42 |
55 |
+41 |
Total Volume and Open Interest |
2,918 |
26,965 |
+1,167 |
Sugar #11(ICE) |
Mar12 |
120105 |
24.49 |
24.52 |
22.90 |
23.13 |
-1.29 |
60,831 |
223,726 |
+3,095 |
May12 |
120105 |
23.98 |
24.00 |
22.50 |
22.72 |
-1.22 |
20,229 |
97,158 |
+179 |
Jul12 |
120105 |
23.50 |
23.57 |
22.16 |
22.40 |
-1.15 |
13,169 |
104,063 |
+2,793 |
Oct12 |
120105 |
23.66 |
23.72 |
22.41 |
22.63 |
-1.09 |
6,497 |
55,107 |
+1,602 |
Mar13 |
120105 |
24.15 |
24.19 |
22.96 |
23.12 |
-1.11 |
2,703 |
35,105 |
+709 |
Total Volume and Open Interest |
105,217 |
567,599 |
+8,644 |
London Cocoa(LCE) |
Mar12 |
120105 |
1335 |
1379 |
1330 |
1332 |
-13 |
5,986 |
78,576 |
-78 |
May12 |
120105 |
1359 |
1393 |
1347 |
1351 |
-13 |
1,053 |
22,213 |
+309 |
Jul12 |
120105 |
1376 |
1412 |
1365 |
1368 |
-13 |
582 |
30,233 |
+133 |
Sep12 |
120105 |
1395 |
1418 |
1379 |
1383 |
-11 |
664 |
21,402 |
+103 |
Dec12 |
120105 |
1410 |
1430 |
1394 |
1400 |
-7 |
199 |
15,947 |
+55 |
Mar13 |
120105 |
1420 |
1420 |
1405 |
1408 |
-9 |
32 |
9,796 |
+0 |
May13 |
120105 |
1413 |
1413 |
1413 |
1413 |
-8 |
0 |
2,442 |
+0 |
Total Volume and Open Interest |
8,516 |
181,686 |
+522 |
London Sugar(LCE) |
Mar12 |
120105 |
631.20 |
633.10 |
598.10 |
603.50 |
-28.70 |
6,405 |
26,728 |
+500 |
May12 |
120105 |
619.00 |
619.00 |
588.10 |
591.60 |
-26.40 |
1,730 |
9,562 |
+174 |
Aug12 |
120105 |
606.90 |
607.40 |
580.60 |
583.90 |
-25.10 |
477 |
11,718 |
+280 |
Oct12 |
120105 |
610.00 |
610.00 |
582.90 |
585.40 |
-24.60 |
91 |
4,149 |
+53 |
Dec12 |
120105 |
610.40 |
610.80 |
586.00 |
588.00 |
-24.00 |
69 |
1,682 |
+42 |
Total Volume and Open Interest |
8,818 |
55,265 |
+1,094 |
Cotton(ICE) |
Mar12 |
120105 |
95.39 |
95.92 |
94.38 |
94.74 |
-1.18 |
17,767 |
90,757 |
-2,158 |
May12 |
120105 |
95.05 |
95.67 |
94.18 |
94.48 |
-1.24 |
4,196 |
27,983 |
+354 |
Jul12 |
120105 |
95.00 |
95.64 |
93.90 |
94.54 |
-1.13 |
1,588 |
21,859 |
+137 |
Oct12 |
120105 |
93.79 |
93.79 |
93.77 |
93.79 |
-0.88 |
2 |
88 |
+1 |
Dec12 |
120105 |
91.13 |
91.49 |
89.94 |
90.98 |
-0.71 |
2,816 |
10,073 |
+1,601 |
Mar13 |
120105 |
91.56 |
91.83 |
91.56 |
91.83 |
-0.56 |
1 |
447 |
+0 |
Total Volume and Open Interest |
26,370 |
152,079 |
-65 |
Lumber(CME) |
Jan12 |
120105 |
245.0 |
251.9 |
245.0 |
251.3 |
+7.0 |
340 |
747 |
-180 |
Mar12 |
120105 |
255.1 |
260.8 |
255.0 |
259.4 |
+4.8 |
478 |
5,167 |
+114 |
May12 |
120105 |
271.8 |
275.5 |
271.7 |
274.5 |
+3.3 |
101 |
1,873 |
+29 |
Jul12 |
120105 |
285.0 |
285.0 |
282.2 |
284.4 |
+2.9 |
15 |
605 |
+7 |
Total Volume and Open Interest |
953 |
8,658 |
-17 |
Crude Oil(NYM) |
Feb12 |
120105 |
103.29 |
103.73 |
101.30 |
101.81 |
-1.41 |
275,481 |
233,377 |
+6,245 |
Mar12 |
120105 |
103.40 |
103.87 |
101.49 |
102.00 |
-1.40 |
110,671 |
185,072 |
+11,231 |
Apr12 |
120105 |
103.52 |
104.10 |
101.70 |
102.21 |
-1.39 |
55,786 |
89,559 |
+3,203 |
May12 |
120105 |
103.51 |
103.96 |
102.02 |
102.42 |
-1.36 |
37,101 |
86,361 |
+5,756 |
Jun12 |
120105 |
103.75 |
104.32 |
102.18 |
102.52 |
-1.30 |
64,993 |
100,405 |
+1,508 |
Jul12 |
120105 |
103.82 |
103.99 |
102.00 |
102.49 |
-1.22 |
17,032 |
41,995 |
+2,879 |
Aug12 |
120105 |
103.00 |
103.74 |
102.00 |
102.30 |
-1.17 |
13,697 |
32,840 |
+2,538 |
Sep12 |
120105 |
102.94 |
103.16 |
101.84 |
102.00 |
-1.13 |
10,668 |
34,708 |
+1,889 |
Oct12 |
120105 |
102.75 |
102.80 |
101.63 |
101.67 |
-1.09 |
5,749 |
30,105 |
+351 |
Nov12 |
120105 |
102.71 |
102.71 |
101.38 |
101.38 |
-1.05 |
6,270 |
31,362 |
-485 |
Dec12 |
120105 |
102.08 |
102.63 |
100.71 |
101.16 |
-1.00 |
41,467 |
173,191 |
+4,820 |
Jan13 |
120105 |
101.85 |
101.85 |
100.50 |
100.83 |
-0.95 |
2,194 |
31,381 |
+332 |
Feb13 |
120105 |
100.51 |
100.51 |
100.51 |
100.51 |
-0.90 |
1,425 |
13,602 |
+94 |
Mar13 |
120105 |
100.19 |
100.19 |
100.19 |
100.19 |
-0.86 |
791 |
13,823 |
+45 |
Apr13 |
120105 |
99.90 |
99.90 |
99.90 |
99.90 |
-0.82 |
497 |
6,050 |
+41 |
May13 |
120105 |
100.51 |
100.51 |
99.61 |
99.61 |
-0.79 |
533 |
6,544 |
+131 |
Total Volume and Open Interest |
672,459 |
1,373,018 |
+44,701 |
e-miNY Crude Oil(NYM) |
Jan12 |
111219 |
93.625 |
94.400 |
92.575 |
93.875 |
+0.350 |
8,502 |
1,304 |
-454 |
Feb12 |
120105 |
103.275 |
103.725 |
101.300 |
101.800 |
-1.425 |
7,346 |
1,757 |
+575 |
Mar12 |
120105 |
103.325 |
103.875 |
101.600 |
102.000 |
-1.400 |
376 |
518 |
+51 |
Apr12 |
120105 |
103.600 |
104.100 |
101.775 |
102.200 |
-1.400 |
70 |
197 |
+4 |
May12 |
120105 |
103.400 |
104.125 |
102.425 |
102.425 |
-1.350 |
0 |
36 |
+0 |
Jun12 |
120105 |
103.025 |
104.150 |
102.525 |
102.525 |
-1.300 |
4 |
20 |
-1 |
Jul12 |
120105 |
102.500 |
102.500 |
102.500 |
102.500 |
-1.200 |
0 |
4 |
+0 |
Aug12 |
120105 |
103.625 |
103.700 |
102.300 |
102.300 |
-1.175 |
0 |
5 |
+0 |
Sep12 |
120105 |
102.000 |
102.000 |
102.000 |
102.000 |
-1.125 |
1 |
1 |
+1 |
Oct12 |
120105 |
101.675 |
101.675 |
101.675 |
101.675 |
-1.075 |
0 |
9 |
+0 |
Total Volume and Open Interest |
7,797 |
2,766 |
+630 |
Heating Oil(NYM) |
Feb12 |
120105 |
309.14 |
310.27 |
303.39 |
303.88 |
-5.11 |
62,573 |
77,234 |
-7,223 |
Mar12 |
120105 |
308.52 |
309.44 |
303.17 |
303.61 |
-4.67 |
28,161 |
57,751 |
+3,518 |
Apr12 |
120105 |
307.58 |
307.58 |
302.08 |
302.40 |
-4.08 |
12,397 |
26,437 |
+944 |
May12 |
120105 |
303.64 |
305.57 |
300.68 |
300.99 |
-3.40 |
9,413 |
19,649 |
-49 |
Jun12 |
120105 |
302.58 |
304.73 |
299.56 |
299.93 |
-2.82 |
19,121 |
38,173 |
+2,115 |
Jul12 |
120105 |
301.25 |
304.16 |
299.62 |
299.70 |
-2.54 |
5,938 |
9,560 |
-685 |
Aug12 |
120105 |
304.50 |
304.50 |
299.87 |
299.87 |
-2.41 |
2,492 |
5,106 |
+811 |
Sep12 |
120105 |
302.67 |
304.63 |
300.48 |
300.48 |
-2.34 |
1,980 |
8,192 |
+605 |
Oct12 |
120105 |
304.05 |
304.05 |
301.22 |
301.22 |
-2.32 |
323 |
3,073 |
+21 |
Nov12 |
120105 |
305.60 |
305.60 |
302.00 |
302.00 |
-2.30 |
297 |
2,199 |
+4 |
Dec12 |
120105 |
304.92 |
307.04 |
302.34 |
302.46 |
-2.27 |
1,924 |
17,313 |
+750 |
Jan13 |
120105 |
306.50 |
306.50 |
302.68 |
302.68 |
-2.27 |
35 |
2,903 |
+0 |
Total Volume and Open Interest |
144,654 |
268,525 |
+811 |
Gasoline(NYMEX) |
Feb12 |
120105 |
277.86 |
279.62 |
273.00 |
273.65 |
-4.87 |
43,589 |
79,453 |
-2,152 |
Mar12 |
120105 |
278.92 |
280.44 |
274.08 |
274.80 |
-4.69 |
21,615 |
49,081 |
+2,034 |
Apr12 |
120105 |
290.19 |
292.88 |
287.43 |
287.87 |
-4.07 |
10,314 |
35,700 |
+1,463 |
May12 |
120105 |
289.40 |
292.27 |
287.29 |
287.58 |
-3.91 |
4,404 |
27,224 |
+260 |
Jun12 |
120105 |
288.31 |
290.26 |
284.82 |
285.56 |
-3.74 |
4,376 |
30,107 |
-31 |
Jul12 |
120105 |
285.55 |
287.41 |
282.77 |
283.04 |
-3.62 |
1,607 |
12,205 |
+285 |
Aug12 |
120105 |
282.65 |
283.54 |
280.37 |
280.37 |
-3.54 |
892 |
10,348 |
+233 |
Sep12 |
120105 |
279.61 |
279.61 |
277.46 |
277.46 |
-3.42 |
737 |
8,303 |
+223 |
Oct12 |
120105 |
269.09 |
269.26 |
264.57 |
264.57 |
-3.15 |
248 |
5,864 |
-37 |
Nov12 |
120105 |
264.35 |
264.35 |
261.70 |
261.70 |
-2.95 |
523 |
2,782 |
+216 |
Total Volume and Open Interest |
88,936 |
279,264 |
+2,651 |
e-miNY RBOB Gasoline(NYM) |
Feb12 |
120105 |
273.70 |
273.70 |
273.65 |
273.70 |
-4.80 |
0 |
1 |
+0 |
Mar12 |
120105 |
274.80 |
274.80 |
274.80 |
274.80 |
-4.70 |
|
|
|
Apr12 |
120105 |
287.90 |
287.90 |
287.87 |
287.90 |
-4.00 |
|
|
|
May12 |
120105 |
287.60 |
287.60 |
287.58 |
287.60 |
-3.90 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Feb12 |
120105 |
3.122 |
3.123 |
2.947 |
2.980 |
-0.116 |
106,186 |
173,289 |
-7,188 |
Mar12 |
120105 |
3.149 |
3.153 |
2.982 |
3.017 |
-0.110 |
42,857 |
241,234 |
+4,812 |
Apr12 |
120105 |
3.205 |
3.208 |
3.047 |
3.082 |
-0.103 |
32,761 |
124,575 |
+776 |
May12 |
120105 |
3.256 |
3.256 |
3.100 |
3.138 |
-0.100 |
13,998 |
73,571 |
+3,157 |
Jun12 |
120105 |
3.309 |
3.309 |
3.156 |
3.193 |
-0.096 |
5,204 |
28,651 |
-190 |
Jul12 |
120105 |
3.368 |
3.368 |
3.214 |
3.251 |
-0.095 |
4,527 |
25,676 |
+186 |
Aug12 |
120105 |
3.345 |
3.380 |
3.243 |
3.279 |
-0.097 |
2,708 |
15,659 |
+398 |
Sep12 |
120105 |
3.401 |
3.401 |
3.249 |
3.284 |
-0.098 |
3,220 |
28,010 |
+356 |
Oct12 |
120105 |
3.386 |
3.430 |
3.288 |
3.321 |
-0.097 |
11,617 |
76,249 |
+205 |
Nov12 |
120105 |
3.583 |
3.583 |
3.435 |
3.465 |
-0.094 |
4,029 |
29,405 |
-469 |
Dec12 |
120105 |
3.825 |
3.836 |
3.704 |
3.737 |
-0.088 |
4,862 |
25,353 |
-188 |
Jan13 |
120105 |
3.951 |
3.960 |
3.833 |
3.865 |
-0.088 |
8,731 |
45,266 |
+974 |
Feb13 |
120105 |
3.890 |
3.958 |
3.835 |
3.865 |
-0.089 |
1,625 |
8,492 |
+619 |
Mar13 |
120105 |
3.873 |
3.892 |
3.815 |
3.842 |
-0.088 |
2,056 |
20,824 |
+770 |
Apr13 |
120105 |
3.821 |
3.837 |
3.766 |
3.795 |
-0.079 |
1,649 |
26,942 |
+248 |
May13 |
120105 |
3.830 |
3.835 |
3.796 |
3.815 |
-0.078 |
322 |
3,847 |
+35 |
Total Volume and Open Interest |
248,622 |
1,016,237 |
+4,849 |
Brent Crude Oil(ICE) |
Feb12 |
120105 |
113.50 |
114.64 |
112.10 |
112.74 |
-0.96 |
178,616 |
142,865 |
-3,801 |
Mar12 |
120105 |
113.55 |
114.22 |
111.75 |
112.36 |
-0.95 |
114,149 |
183,691 |
+236 |
Apr12 |
120105 |
113.00 |
113.82 |
111.50 |
112.05 |
-0.95 |
50,750 |
57,584 |
+10,275 |
May12 |
120105 |
112.57 |
113.53 |
111.23 |
111.71 |
-0.95 |
22,560 |
32,537 |
+1,937 |
Jun12 |
120105 |
112.17 |
113.11 |
110.72 |
111.30 |
-0.95 |
47,797 |
82,171 |
+6,501 |
Jul12 |
120105 |
111.42 |
112.68 |
110.44 |
110.89 |
-0.95 |
10,094 |
23,975 |
-719 |
Aug12 |
120105 |
111.31 |
112.24 |
110.04 |
110.49 |
-0.93 |
7,924 |
31,210 |
+522 |
Sep12 |
120105 |
110.79 |
111.72 |
109.56 |
110.01 |
-0.92 |
6,522 |
38,429 |
+489 |
Oct12 |
120105 |
110.32 |
111.24 |
109.12 |
109.56 |
-0.93 |
5,583 |
17,836 |
-45 |
Nov12 |
120105 |
109.15 |
109.15 |
109.15 |
109.15 |
-0.92 |
6,059 |
15,894 |
-434 |
Dec12 |
120105 |
109.40 |
110.28 |
108.16 |
108.72 |
-0.90 |
39,516 |
108,184 |
+9,327 |
Jan13 |
120105 |
108.30 |
108.30 |
108.30 |
108.30 |
-0.88 |
1,765 |
12,024 |
+10 |
Feb13 |
120105 |
107.87 |
107.87 |
107.87 |
107.87 |
-0.86 |
1,182 |
7,433 |
+68 |
Mar13 |
120105 |
107.43 |
107.43 |
107.43 |
107.43 |
-0.84 |
1,802 |
4,550 |
+599 |
Total Volume and Open Interest |
507,146 |
912,186 |
+26,382 |
Gas Oil(ICE) |
Jan12 |
120105 |
970.25 |
976.75 |
957.25 |
966.50 |
+1.75 |
51,386 |
70,969 |
-3,668 |
Feb12 |
120105 |
971.00 |
974.00 |
955.50 |
965.25 |
+4.00 |
88,255 |
103,898 |
+3,675 |
Mar12 |
120105 |
965.00 |
970.25 |
951.75 |
962.00 |
+5.25 |
44,026 |
52,286 |
+2,499 |
Apr12 |
120105 |
958.25 |
965.50 |
949.00 |
958.25 |
+5.75 |
20,705 |
32,039 |
+868 |
May12 |
120105 |
955.00 |
960.50 |
946.75 |
954.75 |
+6.25 |
8,948 |
30,165 |
+829 |
Jun12 |
120105 |
951.00 |
959.00 |
943.00 |
952.00 |
+6.25 |
17,559 |
33,316 |
-713 |
Jul12 |
120105 |
953.00 |
956.25 |
946.50 |
951.25 |
+6.75 |
4,889 |
17,311 |
-491 |
Aug12 |
120105 |
949.00 |
955.75 |
946.25 |
950.50 |
+7.00 |
3,103 |
16,049 |
+254 |
Sep12 |
120105 |
951.75 |
956.50 |
944.75 |
950.00 |
+7.25 |
2,250 |
15,183 |
+209 |
Oct12 |
120105 |
947.00 |
954.50 |
945.25 |
948.75 |
+7.50 |
1,371 |
11,151 |
+324 |
Total Volume and Open Interest |
252,374 |
461,508 |
+3,661 |
Ethanol(CBOT) |
Jan12 |
120105 |
2.195 |
2.195 |
2.185 |
2.185 |
-0.043 |
48 |
65 |
-37 |
Feb12 |
120105 |
2.237 |
2.237 |
2.203 |
2.223 |
-0.032 |
120 |
1,049 |
-16 |
Mar12 |
120105 |
2.268 |
2.268 |
2.232 |
2.245 |
-0.031 |
136 |
1,518 |
-39 |
Apr12 |
120105 |
2.286 |
2.286 |
2.260 |
2.261 |
-0.031 |
80 |
796 |
+29 |
May12 |
120105 |
2.295 |
2.296 |
2.269 |
2.292 |
-0.038 |
43 |
1,038 |
+7 |
Jun12 |
120105 |
2.307 |
2.317 |
2.294 |
2.307 |
-0.046 |
49 |
788 |
+11 |
Jul12 |
120105 |
2.336 |
2.338 |
2.310 |
2.320 |
-0.033 |
35 |
1,172 |
+20 |
Aug12 |
120105 |
2.336 |
2.336 |
2.307 |
2.319 |
-0.036 |
8 |
913 |
+7 |
Total Volume and Open Interest |
655 |
10,050 |
+77 |
WTI Crude Oil(ICE) |
Feb12 |
120105 |
103.29 |
103.73 |
101.31 |
101.81 |
-1.41 |
57,830 |
60,950 |
-2,863 |
Mar12 |
120105 |
103.31 |
103.86 |
101.50 |
102.00 |
-1.40 |
27,434 |
39,742 |
+4,395 |
Apr12 |
120105 |
103.50 |
104.05 |
101.75 |
102.21 |
-1.39 |
13,905 |
25,313 |
+2,482 |
May12 |
120105 |
104.17 |
104.23 |
101.96 |
102.42 |
-1.36 |
11,913 |
27,491 |
+2,055 |
Jun12 |
120105 |
103.79 |
104.27 |
102.07 |
102.52 |
-1.30 |
20,707 |
46,389 |
-1,800 |
Jul12 |
120105 |
103.66 |
104.10 |
102.00 |
102.49 |
-1.22 |
11,340 |
13,469 |
+4,355 |
Aug12 |
120105 |
102.93 |
103.35 |
102.07 |
102.30 |
-1.17 |
5,126 |
8,593 |
+608 |
Sep12 |
120105 |
103.14 |
103.49 |
101.76 |
102.00 |
-1.13 |
3,214 |
12,834 |
-115 |
Oct12 |
120105 |
102.69 |
103.15 |
101.42 |
101.67 |
-1.09 |
2,570 |
6,178 |
+696 |
Nov12 |
120105 |
101.38 |
101.38 |
101.38 |
101.38 |
-1.05 |
1,824 |
4,933 |
+430 |
Dec12 |
120105 |
102.10 |
102.64 |
100.74 |
101.16 |
-1.00 |
11,223 |
54,899 |
-4,044 |
Jan13 |
120105 |
100.83 |
100.83 |
100.83 |
100.83 |
-0.95 |
118 |
3,340 |
+40 |
Feb13 |
120105 |
100.51 |
100.51 |
100.51 |
100.51 |
-0.90 |
8 |
1,016 |
+5 |
Mar13 |
120105 |
100.19 |
100.19 |
100.19 |
100.19 |
-0.86 |
0 |
1,617 |
+0 |
Apr13 |
120105 |
99.90 |
99.90 |
99.90 |
99.90 |
-0.82 |
0 |
393 |
+0 |
May13 |
120105 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.79 |
0 |
574 |
+0 |
Total Volume and Open Interest |
171,976 |
393,536 |
+5,943 |
US Dollar Index(ICE) |
Mar12 |
120105 |
80.450 |
81.345 |
80.385 |
81.250 |
+0.825 |
20,035 |
65,541 |
-1,513 |
Jun12 |
120105 |
81.200 |
81.785 |
81.200 |
81.705 |
+0.785 |
11 |
512 |
+4 |
Sep12 |
120105 |
82.305 |
82.305 |
82.305 |
82.305 |
+0.785 |
|
|
|
Total Volume and Open Interest |
20,046 |
66,053 |
-1,509 |
Australian Dollar(CME) |
Mar12 |
120105 |
102.80 |
102.82 |
101.51 |
101.85 |
-0.97 |
77,617 |
117,054 |
+3,528 |
Jun12 |
120105 |
101.21 |
101.92 |
100.70 |
100.96 |
-0.96 |
76 |
75 |
+50 |
Sep12 |
120105 |
100.17 |
101.12 |
100.17 |
100.17 |
-0.95 |
0 |
110 |
+0 |
Total Volume and Open Interest |
77,693 |
117,247 |
+3,578 |
British Pound(CME) |
Mar12 |
120105 |
156.00 |
156.19 |
154.57 |
154.75 |
-1.25 |
65,038 |
193,530 |
-8,664 |
Jun12 |
120105 |
155.94 |
155.96 |
154.60 |
154.60 |
-1.25 |
12 |
60 |
+10 |
Sep12 |
120105 |
154.44 |
155.68 |
154.44 |
154.44 |
-1.24 |
0 |
3 |
+0 |
Total Volume and Open Interest |
65,050 |
193,595 |
-8,654 |
Canadian Dollar(CME) |
Mar12 |
120105 |
98.55 |
98.63 |
97.62 |
97.94 |
-0.60 |
48,808 |
115,195 |
+965 |
Jun12 |
120105 |
98.05 |
98.36 |
97.50 |
97.77 |
-0.59 |
365 |
2,711 |
+43 |
Sep12 |
120105 |
97.87 |
98.23 |
97.64 |
97.64 |
-0.59 |
11 |
1,497 |
-1 |
Dec12 |
120105 |
97.54 |
98.13 |
97.54 |
97.54 |
-0.59 |
0 |
345 |
+0 |
Total Volume and Open Interest |
49,184 |
119,763 |
+1,007 |
Japanese Yen(CME) |
Mar12 |
120105 |
130.46 |
130.60 |
129.58 |
129.70 |
-0.73 |
45,821 |
158,406 |
+348 |
Jun12 |
120105 |
130.73 |
130.73 |
129.85 |
129.95 |
-0.72 |
20 |
303 |
+8 |
Sep12 |
120105 |
130.87 |
130.96 |
130.23 |
130.23 |
-0.73 |
0 |
9 |
+0 |
Total Volume and Open Interest |
45,841 |
158,719 |
+356 |
Swiss Franc(CME) |
Mar12 |
120105 |
106.24 |
106.35 |
104.98 |
105.02 |
-1.24 |
15,481 |
37,976 |
+556 |
Jun12 |
120105 |
106.00 |
106.52 |
105.27 |
105.27 |
-1.25 |
15 |
18 |
+10 |
Sep12 |
120105 |
105.58 |
106.83 |
105.58 |
105.58 |
-1.25 |
0 |
4 |
+0 |
Total Volume and Open Interest |
15,496 |
37,999 |
+566 |
EuroFX(CME) |
Mar12 |
120105 |
129.48 |
129.52 |
127.77 |
127.92 |
-1.52 |
137,120 |
280,981 |
-1,787 |
Jun12 |
120105 |
129.68 |
129.68 |
128.00 |
128.09 |
-1.50 |
97 |
1,763 |
+34 |
Sep12 |
120105 |
128.29 |
129.78 |
128.29 |
128.29 |
-1.49 |
0 |
27 |
+0 |
Total Volume and Open Interest |
137,219 |
282,790 |
-1,752 |
Mexican Peso(CME) |
Jan12 |
120105 |
727.0 |
730.5 |
727.0 |
727.0 |
-3.5 |
0 |
95 |
+0 |
Feb12 |
120105 |
725.2 |
728.5 |
725.2 |
725.2 |
-3.2 |
0 |
4,000 |
+0 |
Total Volume and Open Interest |
34,578 |
121,622 |
+2,246 |
Brazilian Real(CME) |
Feb12 |
120105 |
540.05 |
540.05 |
538.75 |
540.05 |
-4.30 |
30 |
587 |
+30 |
Mar12 |
120105 |
536.90 |
536.90 |
535.20 |
536.90 |
-5.10 |
440 |
3,954 |
+285 |
Apr12 |
120105 |
533.65 |
533.65 |
533.65 |
533.65 |
-5.20 |
|
|
|
May12 |
120105 |
530.45 |
530.45 |
530.45 |
530.45 |
-5.25 |
|
|
|
Total Volume and Open Interest |
470 |
18,157 |
+315 |
30-Year T-Bonds(CBOT) |
Mar12 |
120105 |
142~200 |
143~090 |
141~290 |
142~090 |
-0~040 |
200,788 |
585,347 |
-5,925 |
Jun12 |
120105 |
141~050 |
141~050 |
140~250 |
140~270 |
-0~040 |
3 |
181 |
+1 |
Sep12 |
120105 |
139~130 |
139~170 |
139~130 |
139~130 |
-0~040 |
|
|
|
Total Volume and Open Interest |
200,791 |
585,528 |
-5,924 |
10-Year T-Notes(CBOT) |
Mar12 |
120105 |
130~155 |
130~280 |
130~065 |
130~160 |
+0~035 |
564,737 |
1,497,416 |
+4,301 |
Jun12 |
120105 |
130~065 |
130~090 |
130~010 |
130~055 |
+0~045 |
86 |
140 |
+63 |
Sep12 |
120105 |
129~105 |
129~105 |
129~060 |
129~105 |
+0~045 |
|
|
|
Total Volume and Open Interest |
564,823 |
1,497,556 |
+4,364 |
5-Year T-Notes(CBOT) |
Mar12 |
120105 |
123~014 |
123~032 |
122~123 |
123~014 |
+0~006 |
319,901 |
1,253,368 |
+18,172 |
Jun12 |
120105 |
122~107 |
122~112 |
122~105 |
122~112 |
+0~005 |
|
|
|
Sep12 |
120105 |
122~008 |
122~008 |
122~003 |
122~008 |
+0~005 |
|
|
|
Total Volume and Open Interest |
319,901 |
1,253,368 |
+18,172 |
2 Year T-Notes(CBOT) |
Mar12 |
120105 |
110~031 |
110~034 |
110~029 |
110~032 |
+0~001 |
137,706 |
689,783 |
-836 |
Jun12 |
120105 |
110~012 |
110~012 |
110~005 |
110~012 |
+0~007 |
|
|
|
Sep12 |
120105 |
109~078 |
109~078 |
109~071 |
109~078 |
+0~007 |
|
|
|
Total Volume and Open Interest |
137,706 |
689,783 |
-836 |
Eurodollars(CME) |
Mar12 |
120105 |
99.365 |
99.380 |
99.360 |
99.375 |
+0.005 |
111,273 |
961,637 |
+3,786 |
Jun12 |
120105 |
99.295 |
99.310 |
99.285 |
99.300 |
+0.005 |
143,196 |
978,167 |
-4,906 |
Sep12 |
120105 |
99.270 |
99.280 |
99.255 |
99.270 |
+0.005 |
121,370 |
755,838 |
+10,255 |
Dec12 |
120105 |
99.255 |
99.270 |
99.235 |
99.255 |
+0.010 |
106,890 |
737,513 |
+9,786 |
Mar13 |
120105 |
99.255 |
99.275 |
99.235 |
99.265 |
+0.015 |
119,924 |
773,790 |
+8,750 |
Jun13 |
120105 |
99.240 |
99.265 |
99.220 |
99.255 |
+0.015 |
101,657 |
583,848 |
+5,252 |
Sep13 |
120105 |
99.210 |
99.230 |
99.190 |
99.225 |
+0.015 |
78,069 |
495,523 |
+9,383 |
Dec13 |
120105 |
99.150 |
99.175 |
99.125 |
99.165 |
+0.020 |
89,451 |
470,362 |
+12,017 |
Mar14 |
120105 |
99.060 |
99.090 |
99.030 |
99.080 |
+0.025 |
69,997 |
387,340 |
+1,887 |
Jun14 |
120105 |
98.925 |
98.965 |
98.900 |
98.955 |
+0.035 |
56,676 |
321,976 |
+1,535 |
Sep14 |
120105 |
98.775 |
98.820 |
98.750 |
98.810 |
+0.045 |
48,152 |
212,184 |
+5,268 |
Dec14 |
120105 |
98.605 |
98.665 |
98.590 |
98.645 |
+0.050 |
57,434 |
197,580 |
+13,977 |
Mar15 |
120105 |
98.455 |
98.530 |
98.445 |
98.500 |
+0.050 |
23,223 |
152,399 |
+787 |
Jun15 |
120105 |
6.550 |
0.071 |
6.535 |
0.036 |
-6.509 |
18,401 |
110,300 |
+1,333 |
Sep15 |
120105 |
6.390 |
6.465 |
6.375 |
6.425 |
+0.040 |
15,580 |
71,351 |
+1,055 |
Dec15 |
120105 |
6.220 |
6.295 |
6.200 |
6.245 |
+0.035 |
13,354 |
59,809 |
+954 |
Mar16 |
120105 |
6.085 |
6.155 |
6.055 |
6.100 |
+0.030 |
7,987 |
52,933 |
+1,272 |
Jun16 |
120105 |
5.940 |
6.015 |
5.915 |
5.955 |
+0.025 |
7,360 |
37,956 |
-257 |
Total Volume and Open Interest |
1,229,067 |
7,589,974 |
+89,110 |
30 Day Federal Funds(CBOT) |
Jan12 |
120105 |
99.925 |
99.927 |
99.923 |
99.925 |
unch |
3,346 |
68,785 |
+425 |
Feb12 |
120105 |
99.920 |
99.925 |
99.915 |
99.920 |
+0.005 |
2,041 |
54,710 |
-466 |
Mar12 |
120105 |
99.915 |
99.920 |
99.915 |
99.915 |
unch |
2,417 |
34,298 |
-537 |
Apr12 |
120105 |
99.915 |
99.915 |
99.905 |
99.910 |
+0.005 |
1,491 |
36,700 |
+205 |
May12 |
120105 |
99.900 |
99.905 |
99.900 |
99.900 |
unch |
1,225 |
43,574 |
-41 |
Jun12 |
120105 |
99.895 |
99.900 |
99.895 |
99.895 |
unch |
1,656 |
30,949 |
+829 |
Total Volume and Open Interest |
31,206 |
513,191 |
-56,261 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120105 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
40 |
+0 |
Jun12 |
120105 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Sep12 |
120105 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
|
|
|
Dec12 |
120105 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Mar13 |
120105 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Jun13 |
120105 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
Sep13 |
120105 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
Dec13 |
120105 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
Mar14 |
120105 |
99.395 |
99.395 |
99.395 |
99.395 |
unch |
|
|
|
Jun14 |
120105 |
99.255 |
99.255 |
99.255 |
99.255 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120105 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,949 |
+0 |
Jun12 |
120105 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,440 |
+0 |
Sep12 |
120105 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
711 |
+0 |
Dec12 |
120105 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
115 |
+0 |
Mar13 |
120105 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
120105 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
208 |
+0 |
Sep13 |
120105 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
325 |
+0 |
Dec13 |
120105 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
3 |
+0 |
Total Volume and Open Interest |
0 |
4,882 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120105 |
142.35 |
142.59 |
142.34 |
142.43 |
+0.05 |
1,709 |
21,457 |
+921 |
Jun12 |
120105 |
140.14 |
140.14 |
140.14 |
140.14 |
+0.05 |
0 |
2 |
+0 |
Sep12 |
120105 |
138.05 |
138.05 |
138.05 |
138.05 |
+0.05 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,709 |
21,465 |
+921 |
Euro-Bund(EUREX) |
Mar12 |
120105 |
137.94 |
138.98 |
137.70 |
138.79 |
+0.70 |
377,508 |
861,755 |
+3,824 |
Jun12 |
120105 |
136.39 |
137.32 |
136.39 |
137.08 |
+0.69 |
21 |
200 |
+6 |
Sep12 |
120105 |
137.08 |
137.08 |
137.08 |
137.08 |
+0.69 |
|
|
|
Total Volume and Open Interest |
377,529 |
861,955 |
+3,830 |
Euro-Bobl(EUREX) |
Mar12 |
120105 |
124.71 |
125.06 |
124.63 |
124.98 |
+0.25 |
212,498 |
660,283 |
+1,558 |
Jun12 |
120105 |
123.38 |
123.38 |
123.38 |
123.38 |
+0.25 |
|
|
|
Sep12 |
120105 |
123.38 |
123.38 |
123.38 |
123.38 |
+0.25 |
|
|
|
Total Volume and Open Interest |
212,498 |
660,283 |
+1,558 |
3-Mth Euribor(EUREX) |
Mar12 |
120105 |
98.975 |
98.975 |
98.975 |
98.975 |
+0.035 |
28 |
1,259 |
-1 |
Jun12 |
120105 |
99.080 |
99.080 |
99.080 |
99.080 |
+0.025 |
0 |
1,425 |
+0 |
Sep12 |
120105 |
99.105 |
99.115 |
99.105 |
99.110 |
+0.015 |
20 |
924 |
-20 |
Total Volume and Open Interest |
265 |
5,835 |
-21 |
Long Gilt(LIFFE) |
Mar12 |
120105 |
116~02 |
116~18 |
115~23 |
116~08 |
-0~02 |
73,525 |
302,106 |
+7,643 |
Jun12 |
120105 |
114~31 |
115~11 |
114~31 |
115~11 |
-0~09 |
|
|
|
Total Volume and Open Interest |
73,525 |
302,106 |
+7,643 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120105 |
98.85 |
98.86 |
98.84 |
98.85 |
unch |
44,804 |
293,466 |
+10,057 |
Jun12 |
120105 |
98.85 |
98.87 |
98.82 |
98.86 |
unch |
33,442 |
218,467 |
+4,559 |
Sep12 |
120105 |
98.87 |
98.89 |
98.83 |
98.88 |
unch |
33,093 |
258,402 |
+1,443 |
Dec12 |
120105 |
98.86 |
98.89 |
98.83 |
98.88 |
unch |
31,516 |
211,878 |
-509 |
Mar13 |
120105 |
98.88 |
98.91 |
98.84 |
98.90 |
+0.01 |
27,773 |
218,729 |
-652 |
Jun13 |
120105 |
98.86 |
98.90 |
98.82 |
98.89 |
+0.02 |
26,373 |
195,031 |
+2,702 |
Total Volume and Open Interest |
273,914 |
1,816,255 |
+36,956 |
3-Mth Euribor(LIFFE) |
Mar12 |
120105 |
98.940 |
99.000 |
98.940 |
98.975 |
+0.035 |
114,543 |
486,686 |
+1,570 |
Jun12 |
120105 |
99.060 |
99.090 |
99.050 |
99.080 |
+0.025 |
71,946 |
411,631 |
+5,886 |
Sep12 |
120105 |
99.100 |
99.125 |
99.085 |
99.110 |
+0.015 |
58,282 |
417,474 |
+1,816 |
Total Volume and Open Interest |
526,174 |
3,015,189 |
+11,366 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120105 |
95.93 |
95.95 |
95.90 |
95.92 |
-0.01 |
18,628 |
228,969 |
+101 |
Jun12 |
120105 |
96.21 |
96.24 |
96.17 |
96.22 |
+0.01 |
16,355 |
167,117 |
+2,541 |
Sep12 |
120105 |
96.27 |
96.31 |
96.23 |
96.29 |
+0.02 |
6,800 |
117,127 |
+1,459 |
Dec12 |
120105 |
96.20 |
96.25 |
96.19 |
96.23 |
+0.03 |
3,941 |
70,535 |
+598 |
Mar13 |
120105 |
96.11 |
96.16 |
96.09 |
96.14 |
+0.04 |
2,268 |
50,863 |
+535 |
Jun13 |
120105 |
96.01 |
96.06 |
95.98 |
96.05 |
+0.05 |
2,601 |
47,401 |
+791 |
Sep13 |
120105 |
95.94 |
95.99 |
95.93 |
95.98 |
+0.06 |
1,414 |
27,195 |
+729 |
Dec13 |
120105 |
95.87 |
95.92 |
95.85 |
95.92 |
+0.08 |
1,084 |
17,471 |
+507 |
Mar14 |
120105 |
95.88 |
95.88 |
95.82 |
95.86 |
+0.11 |
260 |
1,435 |
+79 |
Jun14 |
120105 |
95.81 |
95.81 |
95.80 |
95.80 |
+0.14 |
535 |
604 |
+518 |
Total Volume and Open Interest |
53,886 |
728,841 |
+7,858 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120105 |
96.15 |
96.19 |
96.09 |
96.16 |
+0.01 |
41,141 |
352,337 |
+15,133 |
Jun12 |
120105 |
96.16 |
96.16 |
96.16 |
96.16 |
+0.01 |
|
|
|
Total Volume and Open Interest |
41,141 |
352,337 |
+15,133 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120105 |
96.78 |
96.84 |
96.74 |
96.81 |
+0.03 |
90,521 |
390,496 |
+21,529 |
Jun12 |
120105 |
96.81 |
96.81 |
96.81 |
96.81 |
+0.03 |
|
|
|
Total Volume and Open Interest |
90,521 |
390,496 |
+21,529 |
Gold(CMX) |
Feb12 |
120105 |
1614.4 |
1626.8 |
1597.7 |
1620.1 |
+7.4 |
112,937 |
234,311 |
-1,578 |
Apr12 |
120105 |
1615.1 |
1628.8 |
1601.0 |
1622.9 |
+7.3 |
6,352 |
43,898 |
+0 |
Jun12 |
120105 |
1617.8 |
1632.2 |
1604.3 |
1625.6 |
+7.4 |
8,712 |
33,537 |
+5,193 |
Aug12 |
120105 |
1620.8 |
1632.4 |
1608.0 |
1627.9 |
+7.5 |
681 |
13,930 |
+43 |
Oct12 |
120105 |
1621.4 |
1634.0 |
1621.4 |
1630.2 |
+7.5 |
348 |
11,352 |
+217 |
Dec12 |
120105 |
1625.1 |
1636.0 |
1611.4 |
1632.7 |
+7.6 |
1,180 |
24,874 |
+80 |
Feb13 |
120105 |
1623.9 |
1635.0 |
1623.9 |
1635.0 |
+7.6 |
242 |
3,246 |
+218 |
Apr13 |
120105 |
1637.5 |
1637.5 |
1637.5 |
1637.5 |
+7.4 |
0 |
1,371 |
+0 |
Jun13 |
120105 |
1630.5 |
1640.8 |
1630.5 |
1640.8 |
+7.4 |
14 |
10,381 |
+2 |
Aug13 |
120105 |
1644.0 |
1644.0 |
1644.0 |
1644.0 |
+7.4 |
0 |
45 |
+0 |
Oct13 |
120105 |
1647.5 |
1647.5 |
1647.5 |
1647.5 |
+7.4 |
|
|
|
Dec13 |
120105 |
1640.0 |
1651.2 |
1640.0 |
1651.2 |
+7.5 |
3 |
10,642 |
+0 |
Total Volume and Open Interest |
130,932 |
423,275 |
+4,104 |
Silver(CMX) |
Mar12 |
120105 |
2910.5 |
2961.5 |
2868.5 |
2929.6 |
+19.9 |
35,827 |
58,791 |
-471 |
May12 |
120105 |
2927.0 |
2964.0 |
2885.5 |
2933.6 |
+19.5 |
3,354 |
10,727 |
+1,591 |
Jul12 |
120105 |
2939.0 |
2957.5 |
2880.0 |
2936.6 |
+19.2 |
420 |
3,875 |
+191 |
Sep12 |
120105 |
2884.0 |
2938.7 |
2884.0 |
2938.7 |
+18.8 |
117 |
2,554 |
+60 |
Dec12 |
120105 |
2953.0 |
2953.0 |
2888.5 |
2941.8 |
+18.8 |
320 |
14,244 |
+103 |
Mar13 |
120105 |
2940.8 |
2940.8 |
2940.8 |
2940.8 |
+18.6 |
17 |
1,156 |
+0 |
May13 |
120105 |
2938.8 |
2938.8 |
2938.8 |
2938.8 |
+18.5 |
14 |
1,085 |
+7 |
Total Volume and Open Interest |
40,406 |
107,101 |
+1,432 |
Platinum(NYMEX) |
Jan12 |
120105 |
1425.0 |
1425.1 |
1409.6 |
1414.5 |
-8.6 |
33 |
433 |
-101 |
Apr12 |
120105 |
1426.3 |
1440.0 |
1410.0 |
1418.0 |
-8.3 |
7,074 |
41,087 |
+556 |
Jul12 |
120105 |
1437.1 |
1437.1 |
1419.4 |
1422.3 |
-8.4 |
77 |
841 |
+62 |
Oct12 |
120105 |
1426.5 |
1427.0 |
1426.2 |
1426.2 |
-8.3 |
5 |
114 |
+4 |
Total Volume and Open Interest |
7,189 |
42,476 |
+521 |
Palladium(NYMEX) |
Mar12 |
120105 |
652.00 |
2.64 |
635.75 |
644.40 |
-9.15 |
4,403 |
16,934 |
-258 |
Jun12 |
120105 |
645.45 |
645.75 |
641.80 |
645.75 |
-9.05 |
19 |
498 |
+13 |
Sep12 |
120105 |
647.20 |
647.20 |
647.20 |
647.20 |
+646.31 |
0 |
138 |
+0 |
Total Volume and Open Interest |
4,422 |
17,570 |
-245 |
Copper(CMX) |
Mar12 |
120105 |
343.40 |
348.00 |
338.45 |
342.65 |
-0.80 |
33,626 |
70,543 |
-518 |
May12 |
120105 |
345.00 |
348.95 |
339.80 |
343.75 |
-0.85 |
1,477 |
24,980 |
-2 |
Jul12 |
120105 |
348.30 |
348.30 |
340.60 |
344.55 |
-0.85 |
471 |
7,381 |
+285 |
Sep12 |
120105 |
343.10 |
345.80 |
341.50 |
345.25 |
-0.75 |
63 |
3,825 |
+30 |
Dec12 |
120105 |
343.60 |
345.75 |
343.10 |
345.75 |
-0.70 |
35 |
3,206 |
-26 |
Total Volume and Open Interest |
36,282 |
120,794 |
-194 |
DJIA Index(CBOT) |
Mar12 |
120105 |
12347 |
12370 |
12225 |
12331 |
-25 |
460 |
10,257 |
+122 |
Jun12 |
120105 |
12262 |
12288 |
12262 |
12262 |
-26 |
0 |
404 |
+0 |
Sep12 |
120105 |
12199 |
12225 |
12199 |
12199 |
-26 |
|
|
|
Dec12 |
120105 |
12122 |
12148 |
12122 |
12122 |
-26 |
|
|
|
Total Volume and Open Interest |
460 |
10,661 |
+122 |
E-mini DJIA Index(CBOT) |
Mar12 |
120105 |
12360 |
12373 |
12219 |
12331 |
-25 |
91,126 |
95,860 |
+6,076 |
Jun12 |
120105 |
12257 |
12262 |
12170 |
12262 |
-26 |
6 |
55 |
+0 |
Sep12 |
120105 |
12199 |
12199 |
12199 |
12199 |
-26 |
0 |
9 |
+0 |
Dec12 |
120105 |
12122 |
12122 |
12122 |
12122 |
-26 |
|
|
|
Total Volume and Open Interest |
91,132 |
95,924 |
+6,076 |
S & P 500(CME) |
Mar12 |
120105 |
1273.00 |
1277.80 |
1259.80 |
1273.10 |
+0.10 |
22,096 |
250,169 |
+11,549 |
Jun12 |
120105 |
1269.00 |
1271.60 |
1256.60 |
1267.70 |
+0.10 |
28 |
3,278 |
-12 |
Sep12 |
120105 |
1262.40 |
1266.30 |
1251.30 |
1262.40 |
+0.10 |
21 |
964 |
-3 |
Dec12 |
120105 |
1256.80 |
1260.70 |
1245.70 |
1256.80 |
+0.10 |
0 |
201 |
+0 |
Total Volume and Open Interest |
22,145 |
254,612 |
+11,534 |
S & P 500 E-Mini(Globex) |
Mar12 |
120105 |
1273.25 |
1278.00 |
1259.75 |
1273.00 |
unch |
1,565,370 |
2,658,349 |
+49,265 |
Jun12 |
120105 |
1268.00 |
1272.00 |
1255.25 |
1267.75 |
+0.25 |
763 |
12,608 |
+118 |
Total Volume and Open Interest |
1,566,134 |
2,671,088 |
+49,382 |
NASDAQ 100(CME) |
Mar12 |
120105 |
2328.50 |
2348.00 |
2309.80 |
2339.50 |
+10.70 |
580 |
7,756 |
+260 |
Jun12 |
120105 |
2335.50 |
2335.50 |
2334.00 |
2335.50 |
+10.00 |
|
|
|
Sep12 |
120105 |
2333.00 |
2336.00 |
2333.00 |
2333.00 |
+10.00 |
|
|
|
Total Volume and Open Interest |
580 |
7,756 |
+260 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120105 |
2329.00 |
2347.50 |
2309.30 |
2339.50 |
+10.70 |
177,461 |
264,616 |
+9,152 |
Jun12 |
120105 |
2321.00 |
2336.80 |
2312.80 |
2335.50 |
+10.00 |
4 |
35 |
+1 |
Total Volume and Open Interest |
177,465 |
264,654 |
+9,153 |
S & P Midcap 400(CME) |
Mar12 |
120105 |
885.60 |
888.00 |
871.00 |
885.60 |
+1.50 |
74 |
841 |
+1 |
Jun12 |
120105 |
883.60 |
885.60 |
883.60 |
883.60 |
+1.50 |
|
|
|
Sep12 |
120105 |
881.60 |
883.60 |
881.60 |
881.60 |
+1.50 |
|
|
|
Total Volume and Open Interest |
74 |
841 |
+1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120105 |
8530 |
8530 |
8455 |
8505 |
-25 |
4,384 |
23,529 |
+205 |
Jun12 |
120105 |
8445 |
8470 |
8445 |
8445 |
-25 |
0 |
25 |
+0 |
Total Volume and Open Interest |
4,384 |
23,554 |
+205 |
Nikkei 225(SGX) |
Mar12 |
120105 |
8530 |
8540 |
8475 |
8490 |
-35 |
46,759 |
191,430 |
-2,168 |
Jun12 |
120105 |
8430 |
8430 |
8415 |
8415 |
-35 |
8 |
314 |
+2 |
Sep12 |
120105 |
8410 |
8410 |
8410 |
8410 |
-40 |
0 |
30 |
+0 |
Total Volume and Open Interest |
47,414 |
202,632 |
-2,049 |
CAC 40(EURONEXT) |
Jan12 |
120105 |
3201.0 |
3204.0 |
3137.5 |
3149.0 |
-44.5 |
21,520 |
252,295 |
+7,280 |
Feb12 |
120105 |
3189.5 |
3192.0 |
3147.5 |
3149.5 |
-44.5 |
8 |
932 |
+72 |
Mar12 |
120105 |
3195.0 |
3199.5 |
3140.0 |
3149.5 |
-44.0 |
97 |
20,612 |
-184 |
Total Volume and Open Interest |
21,625 |
273,889 |
+7,168 |
Hang Seng Index(HKFE) |
Jan12 |
120105 |
18771 |
18838 |
18723 |
18808 |
+37 |
39,692 |
81,313 |
+118 |
Feb12 |
120105 |
18763 |
18841 |
18736 |
18818 |
+42 |
284 |
255 |
+96 |
Mar12 |
120105 |
18700 |
18778 |
18676 |
18758 |
+41 |
560 |
3,716 |
+291 |
Total Volume and Open Interest |
40,619 |
86,923 |
+514 |
DAX(EUREX) |
Mar12 |
120105 |
6120.0 |
6149.0 |
6045.5 |
6106.0 |
-16.5 |
136,088 |
153,925 |
+1,173 |
Jun12 |
120105 |
6127.0 |
6146.5 |
6068.5 |
6118.5 |
-16.5 |
816 |
5,535 |
-72 |
Sep12 |
120105 |
6096.0 |
6160.0 |
6096.0 |
6128.0 |
-17.0 |
59 |
494 |
+48 |
Total Volume and Open Interest |
136,963 |
159,954 |
+1,149 |
FT-SE 100(EURONEXT) |
Mar12 |
120105 |
5648.00 |
5650.50 |
5574.50 |
5587.00 |
-44.50 |
97,139 |
601,067 |
+9,963 |
Jun12 |
120105 |
5544.50 |
5548.50 |
5541.50 |
5541.50 |
-44.50 |
10 |
3,711 |
-10 |
Sep12 |
120105 |
5520.00 |
5520.00 |
5510.00 |
5510.00 |
-45.00 |
|
|
|
Total Volume and Open Interest |
97,149 |
604,778 |
+9,953 |
SPI 200(SFE) |
Mar12 |
120105 |
4156.0 |
4164.0 |
4105.0 |
4135.0 |
-25.0 |
38,233 |
201,761 |
+12,558 |
Jun12 |
120105 |
4143.0 |
4143.0 |
4143.0 |
4143.0 |
-25.0 |
22 |
1,937 |
+0 |
Sep12 |
120105 |
4104.0 |
4104.0 |
4104.0 |
4104.0 |
-25.0 |
28 |
1,085 |
+9 |
Total Volume and Open Interest |
38,495 |
208,063 |
+12,773 |
GSCI(CME) |
Jan12 |
120105 |
669.20 |
669.20 |
659.80 |
659.80 |
-9.70 |
318 |
8,578 |
-5 |
Feb12 |
120105 |
661.00 |
661.00 |
661.00 |
661.00 |
-9.50 |
2 |
100 |
+0 |
Mar12 |
120105 |
663.00 |
663.00 |
663.00 |
663.00 |
-9.50 |
|
|
|
Total Volume and Open Interest |
320 |
8,678 |
-5 |
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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