|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri January 06, 2012 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan12 |
120106 |
1198.00 |
1209.00 |
1188.25 |
1189.50 |
-11.75 |
11,213 |
7,603 |
-2,147 |
| Mar12 |
120106 |
1207.25 |
1219.75 |
1193.50 |
1196.50 |
-12.50 |
92,071 |
205,324 |
+2,143 |
| May12 |
120106 |
1217.50 |
1229.50 |
1203.25 |
1206.00 |
-12.75 |
17,767 |
92,307 |
-165 |
| Jul12 |
120106 |
1225.25 |
1238.00 |
1196.00 |
1214.50 |
-13.00 |
17,952 |
76,315 |
+186 |
| Aug12 |
120106 |
1224.00 |
1224.00 |
1209.50 |
1209.50 |
-13.25 |
428 |
1,338 |
+101 |
| Sep12 |
120106 |
1210.00 |
1214.75 |
1197.50 |
1199.25 |
-13.25 |
391 |
1,586 |
+95 |
| Nov12 |
120106 |
1203.00 |
1213.00 |
1188.50 |
1191.25 |
-12.75 |
9,496 |
57,539 |
+445 |
| Total Volume and Open Interest |
149,993 |
461,549 |
+899 |
| Soybean Meal(CBOT) |
| Jan12 |
120106 |
313.10 |
313.10 |
308.90 |
309.60 |
-0.70 |
3,765 |
3,146 |
-1,831 |
| Mar12 |
120106 |
313.50 |
316.90 |
311.30 |
312.40 |
-0.80 |
34,982 |
85,744 |
-3,662 |
| May12 |
120106 |
316.20 |
319.60 |
313.70 |
314.90 |
-0.90 |
6,829 |
31,822 |
+328 |
| Jul12 |
120106 |
319.30 |
322.40 |
316.60 |
317.80 |
-0.80 |
5,400 |
31,324 |
+46 |
| Aug12 |
120106 |
321.20 |
321.20 |
317.30 |
317.40 |
-0.80 |
312 |
6,244 |
+58 |
| Sep12 |
120106 |
320.00 |
320.00 |
315.40 |
316.20 |
-0.70 |
328 |
5,430 |
+35 |
| Oct12 |
120106 |
314.00 |
314.10 |
312.20 |
312.20 |
-0.40 |
202 |
3,427 |
+37 |
| Dec12 |
120106 |
313.80 |
315.40 |
310.90 |
311.80 |
-0.40 |
3,119 |
16,786 |
-601 |
| Total Volume and Open Interest |
55,292 |
189,764 |
-5,593 |
| Soybean Oil(CBOT) |
| Jan12 |
120106 |
51.75 |
52.03 |
50.80 |
50.80 |
-0.97 |
2,991 |
1,945 |
-730 |
| Mar12 |
120106 |
52.07 |
52.59 |
51.08 |
51.12 |
-0.94 |
49,622 |
146,908 |
+636 |
| May12 |
120106 |
52.49 |
52.96 |
51.42 |
51.50 |
-0.92 |
8,365 |
53,290 |
+196 |
| Jul12 |
120106 |
52.79 |
53.25 |
51.75 |
51.81 |
-0.92 |
7,220 |
34,871 |
+33 |
| Aug12 |
120106 |
53.09 |
53.15 |
51.86 |
51.86 |
-0.93 |
651 |
4,692 |
+16 |
| Sep12 |
120106 |
53.20 |
53.32 |
51.89 |
51.89 |
-0.93 |
909 |
5,261 |
+306 |
| Oct12 |
120106 |
52.80 |
52.80 |
51.79 |
51.79 |
-0.88 |
207 |
5,739 |
+88 |
| Dec12 |
120106 |
52.84 |
53.10 |
51.76 |
51.76 |
-0.85 |
3,346 |
21,342 |
+739 |
| Total Volume and Open Interest |
73,472 |
274,840 |
+1,386 |
| Canola(WCE) |
| Jan12 |
120106 |
516.4 |
516.4 |
516.4 |
516.4 |
-1.6 |
69 |
44 |
-265 |
| Mar12 |
120106 |
523.5 |
527.5 |
523.0 |
523.4 |
-0.2 |
5,226 |
80,482 |
-965 |
| May12 |
120106 |
529.0 |
532.4 |
528.3 |
528.8 |
+0.4 |
1,542 |
20,347 |
+488 |
| Jul12 |
120106 |
530.0 |
535.5 |
530.0 |
532.7 |
+1.4 |
876 |
14,488 |
-318 |
| Nov12 |
120106 |
511.4 |
514.5 |
511.1 |
511.7 |
+0.4 |
552 |
19,377 |
+125 |
| Total Volume and Open Interest |
8,390 |
135,745 |
-812 |
| Corn(CBOT) |
| Mar12 |
120106 |
642.00 |
649.50 |
640.25 |
643.50 |
unch |
142,010 |
507,607 |
+1,622 |
| May12 |
120106 |
650.00 |
657.25 |
648.25 |
650.75 |
-0.75 |
42,602 |
202,142 |
+2,367 |
| Jul12 |
120106 |
655.00 |
666.00 |
654.25 |
655.75 |
-1.50 |
37,787 |
177,196 |
+1,023 |
| Sep12 |
120106 |
603.50 |
609.25 |
602.25 |
602.25 |
-4.25 |
4,073 |
45,727 |
+1,239 |
| Dec12 |
120106 |
577.50 |
583.00 |
575.00 |
575.25 |
-4.25 |
23,834 |
189,947 |
-199 |
| Mar13 |
120106 |
590.00 |
594.00 |
587.25 |
587.25 |
-4.50 |
882 |
36,888 |
+85 |
| Total Volume and Open Interest |
251,824 |
1,182,197 |
+6,188 |
| Wheat(CBOT) |
| Mar12 |
120106 |
629.25 |
636.75 |
624.50 |
624.75 |
-4.50 |
45,615 |
171,609 |
-512 |
| May12 |
120106 |
648.50 |
655.75 |
643.00 |
643.75 |
-4.75 |
9,419 |
70,234 |
-188 |
| Jul12 |
120106 |
664.50 |
671.75 |
659.25 |
660.25 |
-4.50 |
11,298 |
76,895 |
+599 |
| Sep12 |
120106 |
679.50 |
687.50 |
675.75 |
676.50 |
-4.25 |
2,337 |
16,540 |
+321 |
| Dec12 |
120106 |
702.50 |
710.50 |
697.00 |
697.75 |
-5.25 |
5,094 |
44,637 |
-197 |
| Total Volume and Open Interest |
74,210 |
386,431 |
+30 |
| Wheat(KCBT) |
| Mar12 |
120106 |
686.00 |
695.25 |
679.50 |
680.00 |
-6.00 |
11,516 |
66,045 |
+17 |
| May12 |
120106 |
693.75 |
703.00 |
688.25 |
688.50 |
-5.50 |
2,262 |
17,893 |
-164 |
| Jul12 |
120106 |
702.00 |
711.25 |
696.50 |
697.00 |
-5.50 |
3,504 |
37,555 |
-408 |
| Sep12 |
120106 |
715.00 |
724.00 |
709.75 |
709.75 |
-5.75 |
403 |
7,026 |
-13 |
| Dec12 |
120106 |
736.50 |
742.25 |
729.75 |
729.75 |
-5.25 |
446 |
9,663 |
-19 |
| Total Volume and Open Interest |
18,140 |
138,720 |
-582 |
| Wheat(MGE) |
| Mar12 |
120106 |
818.25 |
818.50 |
798.00 |
801.00 |
-17.50 |
2,802 |
16,285 |
-1,021 |
| May12 |
120106 |
807.25 |
812.00 |
789.25 |
792.75 |
-16.75 |
1,985 |
7,097 |
+45 |
| Jul12 |
120106 |
797.25 |
799.25 |
782.25 |
786.75 |
-10.50 |
1,205 |
7,398 |
+62 |
| Sep12 |
120106 |
774.75 |
779.25 |
765.00 |
774.00 |
-2.75 |
717 |
4,729 |
+82 |
| Dec12 |
120106 |
780.25 |
782.50 |
772.25 |
778.75 |
-0.50 |
275 |
3,360 |
+6 |
| Total Volume and Open Interest |
7,009 |
39,031 |
-813 |
| Oats(CBOT) |
| Mar12 |
120106 |
290.00 |
293.00 |
286.00 |
287.25 |
-2.75 |
839 |
10,829 |
-19 |
| May12 |
120106 |
295.00 |
297.50 |
291.00 |
291.50 |
-3.25 |
93 |
1,840 |
+72 |
| Jul12 |
120106 |
297.50 |
302.50 |
296.00 |
296.00 |
-4.00 |
1 |
119 |
+1 |
| Sep12 |
120106 |
302.00 |
306.00 |
302.00 |
302.00 |
-4.00 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
938 |
12,946 |
+56 |
| Rough Rice(CBOT) |
| Jan12 |
120106 |
14.44 |
14.46 |
14.32 |
14.46 |
+0.14 |
28 |
297 |
-166 |
| Mar12 |
120106 |
14.45 |
14.72 |
14.45 |
14.68 |
+0.15 |
622 |
12,376 |
+1 |
| May12 |
120106 |
14.76 |
15.00 |
14.76 |
14.95 |
+0.14 |
37 |
1,048 |
+7 |
| Jul12 |
120106 |
15.09 |
15.20 |
15.09 |
15.20 |
+0.12 |
10 |
616 |
+6 |
| Total Volume and Open Interest |
697 |
14,547 |
-152 |
| Live Cattle(CME) |
| Feb12 |
120106 |
120.950 |
121.385 |
120.150 |
120.330 |
-0.620 |
19,072 |
125,054 |
+385 |
| Apr12 |
120106 |
124.950 |
125.400 |
124.285 |
124.600 |
-0.300 |
13,747 |
97,511 |
+928 |
| Jun12 |
120106 |
124.580 |
124.930 |
123.950 |
124.000 |
-0.535 |
8,547 |
66,170 |
+1,798 |
| Aug12 |
120106 |
126.350 |
126.730 |
125.950 |
126.050 |
-0.450 |
4,329 |
19,841 |
+1,192 |
| Oct12 |
120106 |
129.000 |
129.400 |
128.685 |
128.880 |
-0.305 |
876 |
9,573 |
+119 |
| Dec12 |
120106 |
129.535 |
130.300 |
129.250 |
129.400 |
-0.300 |
318 |
4,857 |
+196 |
| Total Volume and Open Interest |
46,977 |
324,314 |
+4,668 |
| Feeder Cattle(CME) |
| Jan12 |
120106 |
148.185 |
148.650 |
147.050 |
147.300 |
-0.580 |
842 |
5,829 |
-352 |
| Mar12 |
120106 |
151.150 |
151.650 |
149.785 |
149.880 |
-0.970 |
2,125 |
15,112 |
+587 |
| Apr12 |
120106 |
152.185 |
152.850 |
151.185 |
151.200 |
-0.735 |
774 |
4,079 |
+133 |
| May12 |
120106 |
153.000 |
153.450 |
152.035 |
152.300 |
-0.580 |
738 |
5,073 |
+164 |
| Aug12 |
120106 |
154.050 |
154.700 |
153.380 |
153.600 |
-0.700 |
523 |
4,394 |
+158 |
| Sep12 |
120106 |
154.300 |
154.300 |
153.250 |
153.750 |
-0.550 |
84 |
777 |
+24 |
| Oct12 |
120106 |
154.000 |
154.130 |
153.985 |
154.000 |
-0.450 |
15 |
289 |
+9 |
| Total Volume and Open Interest |
5,103 |
35,621 |
+725 |
| Lean Hogs(CME) |
| Feb12 |
120106 |
83.850 |
84.600 |
83.850 |
83.900 |
+0.050 |
15,580 |
79,020 |
+982 |
| Apr12 |
120106 |
87.100 |
88.000 |
87.100 |
87.750 |
+0.615 |
11,177 |
62,942 |
-1,898 |
| May12 |
120106 |
94.035 |
94.500 |
93.785 |
94.500 |
+0.250 |
97 |
2,367 |
-20 |
| Jun12 |
120106 |
94.635 |
95.230 |
94.580 |
94.900 |
+0.400 |
6,421 |
47,249 |
+653 |
| Jul12 |
120106 |
94.580 |
95.330 |
94.580 |
95.100 |
+0.450 |
1,166 |
12,755 |
+141 |
| Aug12 |
120106 |
94.230 |
95.000 |
94.080 |
94.750 |
+0.500 |
1,774 |
14,096 |
+87 |
| Oct12 |
120106 |
84.135 |
84.850 |
84.000 |
84.730 |
+0.845 |
521 |
9,792 |
+121 |
| Dec12 |
120106 |
79.950 |
80.700 |
79.950 |
80.700 |
+1.250 |
147 |
3,910 |
+58 |
| Total Volume and Open Interest |
36,892 |
232,977 |
+131 |
| Class III Milk(CME) |
| Jan12 |
120106 |
17.19 |
17.36 |
17.16 |
17.26 |
+0.07 |
222 |
4,681 |
-45 |
| Feb12 |
120106 |
17.75 |
17.90 |
17.57 |
17.75 |
+0.06 |
321 |
4,894 |
+21 |
| Mar12 |
120106 |
17.80 |
18.00 |
17.65 |
17.87 |
+0.11 |
134 |
3,948 |
+22 |
| Apr12 |
120106 |
17.60 |
17.78 |
17.59 |
17.72 |
+0.15 |
73 |
2,884 |
+43 |
| May12 |
120106 |
17.41 |
17.59 |
17.41 |
17.50 |
+0.10 |
46 |
2,703 |
+16 |
| Total Volume and Open Interest |
1,032 |
30,289 |
+126 |
| Cocoa(ICE) |
| Mar12 |
120106 |
2016 |
2068 |
2003 |
2028 |
unch |
10,194 |
80,183 |
+924 |
| May12 |
120106 |
2035 |
2086 |
2030 |
2049 |
unch |
2,301 |
36,324 |
-621 |
| Jul12 |
120106 |
2056 |
2104 |
2048 |
2068 |
unch |
1,156 |
18,938 |
+300 |
| Sep12 |
120106 |
2112 |
2112 |
2078 |
2087 |
unch |
479 |
14,871 |
+72 |
| Dec12 |
120106 |
2094 |
2133 |
2094 |
2106 |
-1 |
178 |
15,208 |
+83 |
| Mar13 |
120106 |
2138 |
2138 |
2121 |
2124 |
-2 |
16 |
5,344 |
+2 |
| May13 |
120106 |
2135 |
2135 |
2135 |
2135 |
-1 |
43 |
2,476 |
-2 |
| Total Volume and Open Interest |
14,409 |
174,140 |
+758 |
| Coffee "C"(ICE) |
| Mar12 |
120106 |
219.00 |
222.40 |
216.60 |
221.75 |
+2.20 |
10,663 |
55,158 |
-707 |
| May12 |
120106 |
221.70 |
225.10 |
219.45 |
224.55 |
+2.25 |
5,314 |
25,340 |
-513 |
| Jul12 |
120106 |
223.90 |
227.65 |
222.00 |
227.15 |
+2.30 |
2,776 |
10,197 |
+1,516 |
| Sep12 |
120106 |
225.70 |
228.95 |
223.90 |
228.95 |
+2.50 |
524 |
6,623 |
-25 |
| Dec12 |
120106 |
227.80 |
230.95 |
225.90 |
230.95 |
+2.55 |
93 |
7,059 |
+34 |
| Mar13 |
120106 |
230.20 |
233.05 |
230.20 |
233.05 |
+2.70 |
23 |
855 |
+2 |
| Total Volume and Open Interest |
19,395 |
105,724 |
+309 |
| Orange Juice(ICE) |
| Jan12 |
120106 |
183.00 |
183.00 |
182.00 |
182.00 |
-0.25 |
53 |
1,239 |
-43 |
| Mar12 |
120106 |
177.60 |
179.50 |
176.85 |
177.75 |
+0.15 |
2,834 |
22,407 |
+617 |
| May12 |
120106 |
175.00 |
176.20 |
174.55 |
174.60 |
-0.15 |
255 |
2,827 |
+171 |
| Jul12 |
120106 |
174.85 |
175.40 |
174.00 |
174.00 |
-0.55 |
33 |
927 |
+9 |
| Sep12 |
120106 |
172.80 |
172.80 |
172.80 |
172.80 |
-0.25 |
10 |
265 |
+10 |
| Nov12 |
120106 |
167.95 |
167.95 |
167.45 |
167.45 |
-0.85 |
49 |
88 |
+33 |
| Total Volume and Open Interest |
3,234 |
27,762 |
+797 |
| Sugar #11(ICE) |
| Mar12 |
120106 |
23.20 |
23.55 |
23.05 |
23.29 |
+0.16 |
38,656 |
219,310 |
-4,416 |
| May12 |
120106 |
22.95 |
23.08 |
22.65 |
22.90 |
+0.18 |
20,550 |
95,385 |
-1,773 |
| Jul12 |
120106 |
22.52 |
22.78 |
22.33 |
22.59 |
+0.19 |
15,896 |
106,405 |
+2,342 |
| Oct12 |
120106 |
22.78 |
23.04 |
22.59 |
22.85 |
+0.22 |
6,016 |
56,306 |
+1,199 |
| Mar13 |
120106 |
23.22 |
23.50 |
23.06 |
23.31 |
+0.19 |
2,533 |
36,172 |
+1,067 |
| Total Volume and Open Interest |
85,129 |
566,380 |
-1,219 |
| London Cocoa(LCE) |
| Mar12 |
120106 |
1321 |
1353 |
1321 |
1335 |
+3 |
5,304 |
79,543 |
+967 |
| May12 |
120106 |
1342 |
1368 |
1339 |
1354 |
+3 |
1,000 |
22,090 |
-123 |
| Jul12 |
120106 |
1356 |
1385 |
1356 |
1370 |
+2 |
774 |
30,399 |
+166 |
| Sep12 |
120106 |
1373 |
1393 |
1373 |
1386 |
+3 |
574 |
21,691 |
+289 |
| Dec12 |
120106 |
1395 |
1417 |
1389 |
1402 |
+2 |
295 |
15,976 |
+29 |
| Mar13 |
120106 |
1400 |
1425 |
1397 |
1409 |
+1 |
41 |
9,801 |
+5 |
| May13 |
120106 |
1414 |
1414 |
1414 |
1414 |
+1 |
17 |
2,443 |
+1 |
| Total Volume and Open Interest |
8,005 |
183,020 |
+1,334 |
| London Sugar(LCE) |
| Mar12 |
120106 |
606.70 |
610.50 |
599.10 |
604.00 |
+0.50 |
3,965 |
28,024 |
+1,296 |
| May12 |
120106 |
595.30 |
599.30 |
589.80 |
592.00 |
+0.40 |
1,581 |
10,416 |
+854 |
| Aug12 |
120106 |
588.00 |
591.90 |
582.80 |
585.20 |
+1.30 |
246 |
11,753 |
+35 |
| Oct12 |
120106 |
589.10 |
593.90 |
585.20 |
587.30 |
+1.90 |
132 |
4,093 |
-56 |
| Dec12 |
120106 |
592.30 |
592.50 |
588.70 |
590.80 |
+2.80 |
35 |
1,695 |
+13 |
| Total Volume and Open Interest |
5,990 |
57,431 |
+2,166 |
| Cotton(ICE) |
| Mar12 |
120106 |
95.00 |
95.92 |
94.40 |
95.86 |
+1.12 |
14,682 |
85,109 |
-5,648 |
| May12 |
120106 |
94.45 |
95.57 |
94.10 |
95.52 |
+1.04 |
3,702 |
27,850 |
-133 |
| Jul12 |
120106 |
94.39 |
95.51 |
94.19 |
95.47 |
+0.93 |
3,081 |
22,945 |
+1,086 |
| Oct12 |
120106 |
94.44 |
94.44 |
94.44 |
94.44 |
+0.65 |
0 |
88 |
+0 |
| Dec12 |
120106 |
90.00 |
91.67 |
90.00 |
91.66 |
+0.68 |
753 |
10,655 |
+582 |
| Mar13 |
120106 |
92.41 |
92.41 |
92.41 |
92.41 |
+0.58 |
0 |
447 |
+0 |
| Total Volume and Open Interest |
22,222 |
147,966 |
-4,113 |
| Lumber(CME) |
| Jan12 |
120106 |
251.1 |
251.9 |
246.8 |
249.9 |
-1.4 |
323 |
551 |
-196 |
| Mar12 |
120106 |
260.2 |
260.8 |
254.0 |
254.9 |
-4.5 |
898 |
5,587 |
+420 |
| May12 |
120106 |
274.8 |
275.7 |
270.0 |
271.5 |
-3.0 |
175 |
1,843 |
-30 |
| Jul12 |
120106 |
282.5 |
283.6 |
280.0 |
281.9 |
-2.5 |
49 |
630 |
+25 |
| Total Volume and Open Interest |
1,450 |
8,878 |
+220 |
| Crude Oil(NYM) |
| Feb12 |
120106 |
101.35 |
102.80 |
100.88 |
101.56 |
-0.25 |
271,711 |
227,843 |
-5,534 |
| Mar12 |
120106 |
101.52 |
102.98 |
101.08 |
101.78 |
-0.22 |
82,596 |
190,964 |
+5,892 |
| Apr12 |
120106 |
101.88 |
103.19 |
101.34 |
102.04 |
-0.17 |
43,492 |
97,493 |
+7,934 |
| May12 |
120106 |
102.06 |
103.37 |
101.60 |
102.30 |
-0.12 |
27,730 |
86,574 |
+213 |
| Jun12 |
120106 |
102.07 |
103.51 |
101.75 |
102.46 |
-0.06 |
50,575 |
102,530 |
+2,125 |
| Jul12 |
120106 |
102.06 |
103.05 |
101.84 |
102.50 |
+0.01 |
11,530 |
40,728 |
-1,267 |
| Aug12 |
120106 |
101.90 |
103.19 |
101.69 |
102.37 |
+0.07 |
9,078 |
33,169 |
+329 |
| Sep12 |
120106 |
102.23 |
102.73 |
101.36 |
102.13 |
+0.13 |
7,142 |
35,349 |
+641 |
| Oct12 |
120106 |
102.26 |
102.26 |
101.42 |
101.87 |
+0.20 |
4,476 |
30,359 |
+254 |
| Nov12 |
120106 |
101.48 |
101.79 |
101.20 |
101.65 |
+0.27 |
6,785 |
31,164 |
-198 |
| Dec12 |
120106 |
100.90 |
101.95 |
100.70 |
101.49 |
+0.33 |
45,732 |
175,293 |
+2,102 |
| Jan13 |
120106 |
100.55 |
101.20 |
100.55 |
101.20 |
+0.37 |
2,348 |
31,022 |
-359 |
| Feb13 |
120106 |
100.91 |
100.91 |
100.91 |
100.91 |
+0.40 |
1,329 |
13,752 |
+150 |
| Mar13 |
120106 |
100.63 |
100.63 |
100.63 |
100.63 |
+0.44 |
1,260 |
13,911 |
+88 |
| Apr13 |
120106 |
100.38 |
100.38 |
100.38 |
100.38 |
+0.48 |
505 |
6,200 |
+150 |
| May13 |
120106 |
100.12 |
100.12 |
100.12 |
100.12 |
+0.51 |
591 |
6,855 |
+311 |
| Total Volume and Open Interest |
604,724 |
1,386,535 |
+13,517 |
| e-miNY Crude Oil(NYM) |
| Jan12 |
111219 |
93.625 |
94.400 |
92.575 |
93.875 |
+0.350 |
8,502 |
1,304 |
-454 |
| Feb12 |
120106 |
101.400 |
102.800 |
100.850 |
101.550 |
-0.250 |
8,715 |
2,006 |
+249 |
| Mar12 |
120106 |
101.650 |
102.950 |
101.100 |
101.775 |
-0.225 |
286 |
524 |
+6 |
| Apr12 |
120106 |
102.625 |
103.000 |
101.525 |
102.050 |
-0.150 |
32 |
193 |
-4 |
| May12 |
120106 |
102.025 |
103.000 |
101.875 |
102.300 |
-0.125 |
5 |
40 |
+4 |
| Jun12 |
120106 |
102.450 |
102.975 |
102.150 |
102.450 |
-0.075 |
9 |
14 |
-6 |
| Jul12 |
120106 |
102.500 |
102.500 |
102.500 |
102.500 |
unch |
7 |
7 |
+3 |
| Aug12 |
120106 |
102.375 |
102.375 |
102.375 |
102.375 |
+0.075 |
0 |
5 |
+0 |
| Sep12 |
120106 |
101.675 |
102.125 |
101.600 |
102.125 |
+0.125 |
0 |
1 |
+0 |
| Oct12 |
120106 |
101.875 |
101.875 |
101.875 |
101.875 |
+0.200 |
2 |
9 |
+0 |
| Total Volume and Open Interest |
9,056 |
3,018 |
+252 |
| Heating Oil(NYM) |
| Feb12 |
120106 |
304.40 |
309.30 |
304.18 |
307.02 |
+3.14 |
75,091 |
73,390 |
-3,844 |
| Mar12 |
120106 |
304.52 |
308.60 |
303.79 |
306.38 |
+2.77 |
34,281 |
58,027 |
+276 |
| Apr12 |
120106 |
303.36 |
306.15 |
302.90 |
304.63 |
+2.23 |
21,965 |
26,214 |
-223 |
| May12 |
120106 |
304.23 |
304.23 |
301.38 |
302.76 |
+1.77 |
9,981 |
20,176 |
+527 |
| Jun12 |
120106 |
300.54 |
303.09 |
299.99 |
301.50 |
+1.57 |
16,026 |
36,125 |
-2,048 |
| Jul12 |
120106 |
300.90 |
302.21 |
299.84 |
301.31 |
+1.61 |
1,800 |
9,872 |
+312 |
| Aug12 |
120106 |
299.92 |
302.47 |
299.92 |
301.60 |
+1.73 |
953 |
5,308 |
+202 |
| Sep12 |
120106 |
301.50 |
303.62 |
300.68 |
302.32 |
+1.84 |
2,805 |
8,607 |
+415 |
| Oct12 |
120106 |
302.54 |
304.18 |
301.36 |
303.15 |
+1.93 |
212 |
3,108 |
+35 |
| Nov12 |
120106 |
302.12 |
305.03 |
302.12 |
303.98 |
+1.98 |
185 |
2,152 |
-47 |
| Dec12 |
120106 |
304.04 |
305.48 |
302.35 |
304.48 |
+2.02 |
2,645 |
18,164 |
+851 |
| Jan13 |
120106 |
304.68 |
304.68 |
304.68 |
304.68 |
+2.00 |
87 |
2,831 |
-72 |
| Total Volume and Open Interest |
166,090 |
264,959 |
-3,566 |
| Gasoline(NYMEX) |
| Feb12 |
120106 |
273.65 |
276.50 |
272.09 |
275.16 |
+1.51 |
52,341 |
78,864 |
-589 |
| Mar12 |
120106 |
274.81 |
277.65 |
273.42 |
276.42 |
+1.62 |
33,745 |
49,277 |
+196 |
| Apr12 |
120106 |
290.00 |
290.90 |
287.18 |
290.03 |
+2.16 |
17,507 |
36,893 |
+1,193 |
| May12 |
120106 |
288.96 |
290.56 |
287.06 |
289.76 |
+2.18 |
7,336 |
27,756 |
+532 |
| Jun12 |
120106 |
285.47 |
288.40 |
285.00 |
287.81 |
+2.25 |
7,353 |
29,218 |
-889 |
| Jul12 |
120106 |
283.39 |
286.07 |
282.60 |
285.36 |
+2.32 |
2,415 |
12,641 |
+436 |
| Aug12 |
120106 |
281.90 |
282.74 |
281.05 |
282.74 |
+2.37 |
1,480 |
10,728 |
+380 |
| Sep12 |
120106 |
278.60 |
279.87 |
278.13 |
279.87 |
+2.41 |
1,718 |
8,795 |
+492 |
| Oct12 |
120106 |
266.59 |
267.50 |
266.56 |
266.74 |
+2.17 |
487 |
5,865 |
+1 |
| Nov12 |
120106 |
263.88 |
263.88 |
263.88 |
263.88 |
+2.18 |
938 |
2,905 |
+123 |
| Total Volume and Open Interest |
126,218 |
281,188 |
+1,924 |
| e-miNY RBOB Gasoline(NYM) |
| Feb12 |
120106 |
275.20 |
275.20 |
275.16 |
275.20 |
+1.50 |
1 |
2 |
+1 |
| Mar12 |
120106 |
276.40 |
276.42 |
276.40 |
276.40 |
+1.60 |
|
|
|
| Apr12 |
120106 |
290.00 |
290.03 |
290.00 |
290.00 |
+2.10 |
|
|
|
| May12 |
120106 |
289.80 |
289.80 |
289.76 |
289.80 |
+2.20 |
|
|
|
| Total Volume and Open Interest |
1 |
2 |
+1 |
| Natural Gas(NYM) |
| Feb12 |
120106 |
2.960 |
3.077 |
2.955 |
3.062 |
+0.082 |
133,510 |
171,072 |
-2,217 |
| Mar12 |
120106 |
3.005 |
3.113 |
2.994 |
3.098 |
+0.081 |
62,232 |
251,559 |
+10,325 |
| Apr12 |
120106 |
3.061 |
3.169 |
3.059 |
3.154 |
+0.072 |
51,605 |
126,344 |
+1,769 |
| May12 |
120106 |
3.117 |
3.220 |
3.117 |
3.208 |
+0.070 |
25,372 |
75,266 |
+1,695 |
| Jun12 |
120106 |
3.186 |
3.268 |
3.173 |
3.260 |
+0.067 |
11,016 |
29,699 |
+1,048 |
| Jul12 |
120106 |
3.242 |
3.327 |
3.242 |
3.316 |
+0.065 |
6,809 |
25,746 |
+70 |
| Aug12 |
120106 |
3.285 |
3.343 |
3.260 |
3.343 |
+0.064 |
3,854 |
15,133 |
-526 |
| Sep12 |
120106 |
3.280 |
3.356 |
3.270 |
3.347 |
+0.063 |
3,924 |
27,734 |
-276 |
| Oct12 |
120106 |
3.344 |
3.388 |
3.307 |
3.383 |
+0.062 |
13,701 |
76,444 |
+195 |
| Nov12 |
120106 |
3.441 |
3.531 |
3.441 |
3.522 |
+0.057 |
5,580 |
29,529 |
+124 |
| Dec12 |
120106 |
3.737 |
3.795 |
3.724 |
3.785 |
+0.048 |
6,271 |
26,890 |
+1,537 |
| Jan13 |
120106 |
3.880 |
3.918 |
3.852 |
3.913 |
+0.048 |
9,862 |
45,467 |
+201 |
| Feb13 |
120106 |
3.890 |
3.916 |
3.857 |
3.912 |
+0.047 |
981 |
8,688 |
+196 |
| Mar13 |
120106 |
3.870 |
3.898 |
3.850 |
3.888 |
+0.046 |
3,475 |
22,276 |
+1,452 |
| Apr13 |
120106 |
3.805 |
3.853 |
3.786 |
3.842 |
+0.047 |
6,201 |
27,647 |
+705 |
| May13 |
120106 |
3.813 |
3.865 |
3.810 |
3.862 |
+0.047 |
638 |
3,825 |
-22 |
| Total Volume and Open Interest |
349,167 |
1,033,447 |
+17,210 |
| Brent Crude Oil(ICE) |
| Feb12 |
120106 |
112.85 |
113.68 |
112.03 |
113.06 |
+0.32 |
221,243 |
137,104 |
-5,761 |
| Mar12 |
120106 |
111.98 |
113.30 |
111.75 |
112.81 |
+0.45 |
147,915 |
196,911 |
+13,220 |
| Apr12 |
120106 |
111.81 |
112.96 |
111.44 |
112.55 |
+0.50 |
70,357 |
64,063 |
+6,479 |
| May12 |
120106 |
111.47 |
112.62 |
111.11 |
112.24 |
+0.53 |
31,273 |
34,722 |
+2,185 |
| Jun12 |
120106 |
110.90 |
112.28 |
110.70 |
111.86 |
+0.56 |
57,775 |
81,651 |
-520 |
| Jul12 |
120106 |
110.57 |
111.89 |
110.50 |
111.48 |
+0.59 |
8,654 |
23,669 |
-306 |
| Aug12 |
120106 |
110.18 |
111.52 |
110.11 |
111.10 |
+0.61 |
6,616 |
30,832 |
-378 |
| Sep12 |
120106 |
109.98 |
111.08 |
109.71 |
110.65 |
+0.64 |
9,755 |
41,182 |
+2,753 |
| Oct12 |
120106 |
109.59 |
110.67 |
109.29 |
110.23 |
+0.67 |
4,573 |
17,703 |
-133 |
| Nov12 |
120106 |
109.52 |
109.83 |
109.52 |
109.83 |
+0.68 |
4,356 |
15,593 |
-301 |
| Dec12 |
120106 |
108.72 |
109.93 |
108.45 |
109.42 |
+0.70 |
37,851 |
106,358 |
-1,826 |
| Jan13 |
120106 |
108.75 |
109.02 |
108.75 |
109.02 |
+0.72 |
1,565 |
12,413 |
+389 |
| Feb13 |
120106 |
108.61 |
108.61 |
108.61 |
108.61 |
+0.74 |
810 |
7,549 |
+116 |
| Mar13 |
120106 |
108.18 |
108.18 |
108.18 |
108.18 |
+0.75 |
1,244 |
4,845 |
+295 |
| Total Volume and Open Interest |
622,429 |
930,877 |
+18,691 |
| Gas Oil(ICE) |
| Jan12 |
120106 |
962.75 |
969.00 |
956.75 |
960.75 |
-5.75 |
70,869 |
63,158 |
-7,811 |
| Feb12 |
120106 |
961.00 |
970.00 |
956.50 |
960.75 |
-4.50 |
159,186 |
110,563 |
+6,665 |
| Mar12 |
120106 |
958.25 |
966.75 |
953.00 |
958.00 |
-4.00 |
95,065 |
57,263 |
+4,977 |
| Apr12 |
120106 |
955.50 |
963.00 |
949.50 |
954.75 |
-3.50 |
51,190 |
37,909 |
+5,870 |
| May12 |
120106 |
951.25 |
957.50 |
947.50 |
951.50 |
-3.25 |
25,225 |
33,704 |
+3,539 |
| Jun12 |
120106 |
949.00 |
955.25 |
943.75 |
949.00 |
-3.00 |
32,032 |
37,839 |
+4,523 |
| Jul12 |
120106 |
948.50 |
951.25 |
946.75 |
948.50 |
-2.75 |
4,548 |
17,436 |
+125 |
| Aug12 |
120106 |
949.50 |
951.00 |
945.50 |
948.00 |
-2.50 |
3,590 |
15,684 |
-365 |
| Sep12 |
120106 |
949.00 |
950.75 |
944.00 |
947.50 |
-2.50 |
2,780 |
15,743 |
+560 |
| Oct12 |
120106 |
947.75 |
948.50 |
943.00 |
946.50 |
-2.25 |
1,352 |
11,285 |
+134 |
| Total Volume and Open Interest |
462,327 |
480,974 |
+19,466 |
| Ethanol(CBOT) |
| Jan12 |
120105 |
2.195 |
2.195 |
2.185 |
2.185 |
-0.043 |
48 |
65 |
-37 |
| Feb12 |
120106 |
2.211 |
2.228 |
2.210 |
2.223 |
unch |
213 |
1,010 |
-39 |
| Mar12 |
120106 |
2.245 |
2.250 |
2.230 |
2.243 |
-0.002 |
127 |
1,470 |
-48 |
| Apr12 |
120106 |
2.256 |
2.270 |
2.256 |
2.261 |
unch |
159 |
790 |
-6 |
| May12 |
120106 |
2.285 |
2.293 |
2.282 |
2.284 |
-0.008 |
113 |
1,033 |
-5 |
| Jun12 |
120106 |
2.316 |
2.316 |
2.305 |
2.307 |
unch |
28 |
806 |
+18 |
| Jul12 |
120106 |
2.320 |
2.334 |
2.319 |
2.330 |
+0.010 |
75 |
1,165 |
-7 |
| Aug12 |
120106 |
2.320 |
2.335 |
2.320 |
2.332 |
+0.013 |
30 |
934 |
+21 |
| Total Volume and Open Interest |
902 |
9,971 |
-79 |
| WTI Crude Oil(ICE) |
| Feb12 |
120106 |
101.60 |
102.81 |
100.87 |
101.56 |
-0.25 |
62,980 |
58,743 |
-2,207 |
| Mar12 |
120106 |
101.78 |
103.00 |
101.10 |
101.78 |
-0.22 |
25,712 |
40,506 |
+764 |
| Apr12 |
120106 |
101.77 |
103.19 |
101.34 |
102.04 |
-0.17 |
14,882 |
23,245 |
-2,068 |
| May12 |
120106 |
102.72 |
103.03 |
101.66 |
102.30 |
-0.12 |
9,184 |
27,291 |
-200 |
| Jun12 |
120106 |
102.34 |
103.33 |
101.80 |
102.46 |
-0.06 |
18,906 |
48,622 |
+2,233 |
| Jul12 |
120106 |
102.30 |
102.93 |
101.85 |
102.50 |
+0.01 |
5,693 |
12,454 |
-1,015 |
| Aug12 |
120106 |
102.33 |
102.37 |
101.79 |
102.37 |
+0.07 |
2,836 |
8,894 |
+301 |
| Sep12 |
120106 |
101.80 |
102.13 |
101.46 |
102.13 |
+0.13 |
2,720 |
12,856 |
+22 |
| Oct12 |
120106 |
101.43 |
101.87 |
101.26 |
101.87 |
+0.20 |
1,837 |
6,745 |
+567 |
| Nov12 |
120106 |
101.65 |
101.65 |
101.65 |
101.65 |
+0.27 |
1,827 |
5,929 |
+996 |
| Dec12 |
120106 |
100.97 |
102.02 |
100.78 |
101.49 |
+0.33 |
12,749 |
54,056 |
-843 |
| Jan13 |
120106 |
101.20 |
101.20 |
101.20 |
101.20 |
+0.37 |
751 |
3,860 |
+520 |
| Feb13 |
120106 |
100.91 |
100.91 |
100.91 |
100.91 |
+0.40 |
19 |
1,022 |
+6 |
| Mar13 |
120106 |
100.63 |
100.63 |
100.63 |
100.63 |
+0.44 |
20 |
1,637 |
+20 |
| Apr13 |
120106 |
100.38 |
100.38 |
100.38 |
100.38 |
+0.48 |
0 |
393 |
+0 |
| May13 |
120106 |
100.12 |
100.12 |
100.12 |
100.12 |
+0.51 |
0 |
574 |
+0 |
| Total Volume and Open Interest |
168,753 |
392,979 |
-557 |
| US Dollar Index(ICE) |
| Mar12 |
120106 |
81.245 |
81.720 |
81.055 |
81.598 |
+0.348 |
14,081 |
64,893 |
-648 |
| Jun12 |
120106 |
82.175 |
82.205 |
82.000 |
82.048 |
+0.342 |
5 |
514 |
+2 |
| Sep12 |
120106 |
82.647 |
82.647 |
82.647 |
82.647 |
+0.342 |
|
|
|
| Total Volume and Open Interest |
14,086 |
65,407 |
-646 |
| Australian Dollar(CME) |
| Mar12 |
120106 |
101.75 |
101.94 |
101.18 |
101.55 |
-0.30 |
92,905 |
121,141 |
+4,087 |
| Jun12 |
120106 |
100.70 |
100.96 |
100.64 |
100.66 |
-0.30 |
40 |
78 |
+3 |
| Sep12 |
120106 |
99.87 |
100.17 |
99.87 |
99.87 |
-0.30 |
0 |
110 |
+0 |
| Total Volume and Open Interest |
92,945 |
121,337 |
+4,090 |
| British Pound(CME) |
| Mar12 |
120106 |
154.85 |
155.15 |
153.65 |
154.14 |
-0.61 |
63,867 |
189,521 |
-4,009 |
| Jun12 |
120106 |
154.26 |
154.60 |
153.63 |
153.99 |
-0.61 |
4 |
60 |
+0 |
| Sep12 |
120106 |
153.83 |
154.44 |
153.83 |
153.83 |
-0.61 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
63,871 |
189,586 |
-4,009 |
| Canadian Dollar(CME) |
| Mar12 |
120106 |
97.89 |
98.16 |
97.06 |
97.24 |
-0.70 |
58,701 |
112,983 |
-2,212 |
| Jun12 |
120106 |
97.95 |
97.96 |
96.90 |
97.06 |
-0.71 |
114 |
2,653 |
-58 |
| Sep12 |
120106 |
97.35 |
97.64 |
96.92 |
96.92 |
-0.72 |
22 |
1,357 |
-140 |
| Dec12 |
120106 |
96.81 |
97.54 |
96.81 |
96.81 |
-0.73 |
4 |
346 |
+1 |
| Total Volume and Open Interest |
58,844 |
117,357 |
-2,406 |
| Japanese Yen(CME) |
| Mar12 |
120106 |
129.76 |
130.07 |
129.43 |
129.96 |
+0.26 |
58,482 |
162,787 |
+4,381 |
| Jun12 |
120106 |
130.19 |
130.19 |
129.95 |
130.19 |
+0.24 |
79 |
330 |
+27 |
| Sep12 |
120106 |
130.46 |
130.46 |
130.23 |
130.46 |
+0.23 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
58,561 |
163,127 |
+4,408 |
| Swiss Franc(CME) |
| Mar12 |
120106 |
105.14 |
105.33 |
104.51 |
104.83 |
-0.19 |
22,971 |
39,593 |
+1,617 |
| Jun12 |
120106 |
104.89 |
105.27 |
104.89 |
105.08 |
-0.19 |
10 |
18 |
+0 |
| Sep12 |
120106 |
105.38 |
105.58 |
105.38 |
105.38 |
-0.20 |
1 |
5 |
+1 |
| Total Volume and Open Interest |
22,982 |
39,617 |
+1,618 |
| EuroFX(CME) |
| Mar12 |
120106 |
127.98 |
128.20 |
127.03 |
127.29 |
-0.63 |
216,058 |
291,420 |
+10,439 |
| Jun12 |
120106 |
128.00 |
128.30 |
127.27 |
127.43 |
-0.66 |
109 |
1,763 |
+0 |
| Sep12 |
120106 |
127.62 |
128.29 |
127.62 |
127.62 |
-0.67 |
10 |
33 |
+6 |
| Total Volume and Open Interest |
216,177 |
293,235 |
+10,445 |
| Mexican Peso(CME) |
| Jan12 |
120106 |
728.8 |
728.8 |
727.0 |
728.8 |
+1.8 |
0 |
95 |
+0 |
| Feb12 |
120106 |
727.0 |
727.0 |
725.2 |
727.0 |
+1.8 |
0 |
4,000 |
+0 |
| Total Volume and Open Interest |
29,089 |
124,061 |
+2,439 |
| Brazilian Real(CME) |
| Feb12 |
120106 |
538.90 |
540.45 |
535.80 |
536.35 |
-3.70 |
468 |
799 |
+212 |
| Mar12 |
120106 |
537.00 |
537.00 |
533.10 |
533.50 |
-3.40 |
345 |
4,194 |
+240 |
| Apr12 |
120106 |
530.25 |
530.25 |
530.25 |
530.25 |
-3.40 |
|
|
|
| May12 |
120106 |
527.05 |
527.05 |
527.05 |
527.05 |
-3.40 |
|
|
|
| Total Volume and Open Interest |
813 |
18,609 |
+452 |
| 30-Year T-Bonds(CBOT) |
| Mar12 |
120106 |
142~070 |
143~080 |
141~100 |
143~010 |
+0~240 |
248,892 |
577,309 |
-8,038 |
| Jun12 |
120106 |
140~000 |
141~190 |
140~000 |
141~190 |
+0~240 |
16 |
180 |
-1 |
| Sep12 |
120106 |
140~050 |
140~050 |
139~130 |
140~050 |
+0~240 |
|
|
|
| Total Volume and Open Interest |
248,908 |
577,489 |
-8,039 |
| 10-Year T-Notes(CBOT) |
| Mar12 |
120106 |
130~160 |
130~285 |
130~030 |
130~240 |
+0~080 |
668,309 |
1,492,407 |
-5,009 |
| Jun12 |
120106 |
130~035 |
130~135 |
130~035 |
130~135 |
+0~080 |
18 |
150 |
+10 |
| Sep12 |
120106 |
129~185 |
129~185 |
129~105 |
129~185 |
+0~080 |
|
|
|
| Total Volume and Open Interest |
668,327 |
1,492,557 |
-4,999 |
| 5-Year T-Notes(CBOT) |
| Mar12 |
120106 |
123~012 |
123~034 |
122~105 |
123~027 |
+0~013 |
389,399 |
1,274,264 |
+20,896 |
| Jun12 |
120106 |
122~080 |
122~124 |
122~080 |
122~124 |
+0~012 |
60 |
30 |
+30 |
| Sep12 |
120106 |
122~020 |
122~020 |
122~008 |
122~020 |
+0~012 |
|
|
|
| Total Volume and Open Interest |
389,459 |
1,274,294 |
+20,926 |
| 2 Year T-Notes(CBOT) |
| Mar12 |
120106 |
110~031 |
110~034 |
110~025 |
110~033 |
+0~001 |
106,905 |
684,220 |
-5,563 |
| Jun12 |
120106 |
110~015 |
110~015 |
110~012 |
110~015 |
+0~003 |
|
|
|
| Sep12 |
120106 |
109~081 |
109~081 |
109~078 |
109~081 |
+0~003 |
|
|
|
| Total Volume and Open Interest |
106,905 |
684,220 |
-5,563 |
| Eurodollars(CME) |
| Mar12 |
120106 |
99.375 |
99.420 |
99.370 |
99.405 |
+0.030 |
167,263 |
962,382 |
+745 |
| Jun12 |
120106 |
99.305 |
99.375 |
99.300 |
99.355 |
+0.055 |
185,976 |
969,509 |
-8,658 |
| Sep12 |
120106 |
99.275 |
99.340 |
99.275 |
99.325 |
+0.055 |
148,077 |
762,295 |
+6,457 |
| Dec12 |
120106 |
99.255 |
99.315 |
99.255 |
99.305 |
+0.050 |
133,572 |
745,374 |
+7,861 |
| Mar13 |
120106 |
99.265 |
99.315 |
99.255 |
99.305 |
+0.040 |
123,438 |
782,234 |
+8,444 |
| Jun13 |
120106 |
99.250 |
99.300 |
99.235 |
99.290 |
+0.035 |
102,031 |
591,480 |
+7,632 |
| Sep13 |
120106 |
99.225 |
99.265 |
99.195 |
99.255 |
+0.030 |
97,622 |
497,216 |
+1,693 |
| Dec13 |
120106 |
99.170 |
99.210 |
99.125 |
99.195 |
+0.030 |
83,002 |
475,422 |
+5,060 |
| Mar14 |
120106 |
99.090 |
99.130 |
99.030 |
99.115 |
+0.035 |
73,939 |
384,379 |
-2,961 |
| Jun14 |
120106 |
98.975 |
99.015 |
98.895 |
98.995 |
+0.040 |
76,333 |
322,223 |
+247 |
| Sep14 |
120106 |
98.815 |
98.880 |
98.740 |
98.855 |
+0.045 |
62,927 |
209,185 |
-2,999 |
| Dec14 |
120106 |
98.650 |
98.720 |
98.575 |
98.695 |
+0.050 |
53,741 |
210,595 |
+13,015 |
| Mar15 |
120106 |
98.495 |
98.570 |
98.420 |
98.550 |
+0.050 |
33,960 |
155,423 |
+3,024 |
| Jun15 |
120106 |
0.026 |
0.101 |
6.510 |
0.086 |
+0.050 |
30,118 |
107,266 |
-3,034 |
| Sep15 |
120106 |
6.410 |
6.490 |
6.345 |
6.470 |
+0.045 |
18,647 |
72,990 |
+1,639 |
| Dec15 |
120106 |
6.230 |
6.305 |
6.180 |
6.290 |
+0.045 |
15,891 |
61,199 |
+1,390 |
| Mar16 |
120106 |
6.085 |
6.155 |
6.040 |
6.140 |
+0.040 |
8,992 |
52,375 |
-558 |
| Jun16 |
120106 |
5.940 |
6.010 |
5.895 |
5.995 |
+0.040 |
8,013 |
38,325 |
+369 |
| Total Volume and Open Interest |
1,466,877 |
7,640,275 |
+50,301 |
| 30 Day Federal Funds(CBOT) |
| Jan12 |
120106 |
99.925 |
99.930 |
99.925 |
99.927 |
+0.002 |
3,583 |
69,344 |
+559 |
| Feb12 |
120106 |
99.920 |
99.925 |
99.920 |
99.920 |
unch |
960 |
54,593 |
-117 |
| Mar12 |
120106 |
99.920 |
99.920 |
99.915 |
99.915 |
unch |
1,634 |
34,044 |
-254 |
| Apr12 |
120106 |
99.915 |
99.915 |
99.910 |
99.910 |
unch |
2,397 |
37,798 |
+1,098 |
| May12 |
120106 |
99.905 |
99.910 |
99.900 |
99.905 |
+0.005 |
483 |
43,727 |
+153 |
| Jun12 |
120106 |
99.900 |
99.905 |
99.895 |
99.900 |
+0.005 |
2,392 |
32,022 |
+1,073 |
| Total Volume and Open Interest |
28,017 |
514,235 |
+1,044 |
| 30 Day Fed Funds(e-CBOT) |
| 3-Mth Euro-Yen(CME) |
| Mar12 |
120106 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
40 |
+0 |
| Jun12 |
120106 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
| Sep12 |
120106 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
|
|
|
| Dec12 |
120106 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
| Mar13 |
120106 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
| Jun13 |
120106 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
| Sep13 |
120106 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
| Dec13 |
120106 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
| Mar14 |
120106 |
99.395 |
99.395 |
99.395 |
99.395 |
unch |
|
|
|
| Jun14 |
120106 |
99.255 |
99.255 |
99.255 |
99.255 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
40 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar12 |
120106 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,949 |
+0 |
| Jun12 |
120106 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,440 |
+0 |
| Sep12 |
120106 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
711 |
+0 |
| Dec12 |
120106 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
115 |
+0 |
| Mar13 |
120106 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
| Jun13 |
120106 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
208 |
+0 |
| Sep13 |
120106 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
325 |
+0 |
| Dec13 |
120106 |
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 |
120106 |
142.41 |
142.51 |
142.36 |
142.38 |
-0.05 |
3,687 |
23,736 |
+2,279 |
| Jun12 |
120106 |
140.09 |
140.09 |
140.09 |
140.09 |
-0.05 |
0 |
2 |
+0 |
| Sep12 |
120106 |
138.00 |
138.00 |
138.00 |
138.00 |
-0.05 |
3 |
5 |
+3 |
| Total Volume and Open Interest |
3,690 |
23,747 |
+2,282 |
| Euro-Bund(EUREX) |
| Mar12 |
120106 |
138.62 |
139.00 |
138.28 |
138.84 |
+0.05 |
565,747 |
859,610 |
-2,145 |
| Jun12 |
120106 |
136.75 |
137.27 |
136.67 |
137.12 |
+0.04 |
22 |
207 |
+7 |
| Sep12 |
120106 |
137.14 |
137.14 |
137.14 |
137.14 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
565,769 |
859,817 |
-2,138 |
| Euro-Bobl(EUREX) |
| Mar12 |
120106 |
124.91 |
125.16 |
124.81 |
125.00 |
+0.02 |
291,638 |
651,696 |
-8,587 |
| Jun12 |
120106 |
123.40 |
123.40 |
123.40 |
123.40 |
+0.02 |
|
|
|
| Sep12 |
120106 |
123.40 |
123.40 |
123.40 |
123.40 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
291,638 |
651,696 |
-8,587 |
| 3-Mth Euribor(EUREX) |
| Mar12 |
120106 |
98.985 |
98.985 |
98.985 |
98.985 |
+0.010 |
0 |
1,259 |
+0 |
| Jun12 |
120106 |
99.060 |
99.070 |
99.060 |
99.070 |
-0.010 |
20 |
1,405 |
-20 |
| Sep12 |
120106 |
99.100 |
99.100 |
99.100 |
99.100 |
-0.010 |
0 |
924 |
+0 |
| Total Volume and Open Interest |
20 |
5,815 |
-20 |
| Long Gilt(LIFFE) |
| Mar12 |
120106 |
116~04 |
116~24 |
115~26 |
116~15 |
+0~07 |
99,113 |
306,463 |
+4,357 |
| Jun12 |
120106 |
115~23 |
115~24 |
115~18 |
115~18 |
+0~06 |
|
|
|
| Total Volume and Open Interest |
99,113 |
306,463 |
+4,357 |
| 3-Mth Short Sterling(LIFFE) |
| Mar12 |
120106 |
98.85 |
98.90 |
98.84 |
98.89 |
+0.04 |
26,904 |
295,774 |
+2,308 |
| Jun12 |
120106 |
98.85 |
98.92 |
98.84 |
98.91 |
+0.05 |
28,779 |
220,286 |
+1,819 |
| Sep12 |
120106 |
98.87 |
98.95 |
98.86 |
98.94 |
+0.06 |
31,856 |
259,990 |
+1,588 |
| Dec12 |
120106 |
98.89 |
98.96 |
98.86 |
98.94 |
+0.06 |
30,278 |
212,548 |
+670 |
| Mar13 |
120106 |
98.90 |
98.97 |
98.88 |
98.95 |
+0.05 |
34,284 |
225,248 |
+6,519 |
| Jun13 |
120106 |
98.88 |
98.96 |
98.86 |
98.93 |
+0.04 |
26,431 |
193,673 |
-1,358 |
| Total Volume and Open Interest |
253,471 |
1,837,137 |
+20,882 |
| 3-Mth Euribor(LIFFE) |
| Mar12 |
120106 |
98.975 |
99.015 |
98.965 |
98.985 |
+0.010 |
96,159 |
500,859 |
+14,173 |
| Jun12 |
120106 |
99.080 |
99.085 |
99.050 |
99.070 |
-0.010 |
81,038 |
406,307 |
-5,324 |
| Sep12 |
120106 |
99.110 |
99.120 |
99.080 |
99.100 |
-0.010 |
66,395 |
421,251 |
+3,777 |
| Total Volume and Open Interest |
515,519 |
3,041,718 |
+26,529 |
| 3-Mth Aus T-Bills(SFE) |
| Mar12 |
120106 |
95.93 |
95.96 |
95.91 |
95.96 |
+0.04 |
17,864 |
220,363 |
-8,606 |
| Jun12 |
120106 |
96.22 |
96.29 |
96.20 |
96.28 |
+0.06 |
16,815 |
166,595 |
-522 |
| Sep12 |
120106 |
96.29 |
96.35 |
96.27 |
96.35 |
+0.06 |
10,935 |
116,455 |
-672 |
| Dec12 |
120106 |
96.22 |
96.29 |
96.22 |
96.28 |
+0.05 |
3,225 |
70,737 |
+202 |
| Mar13 |
120106 |
96.14 |
96.20 |
96.14 |
96.19 |
+0.05 |
3,444 |
52,027 |
+1,164 |
| Jun13 |
120106 |
96.05 |
96.12 |
96.04 |
96.11 |
+0.06 |
3,941 |
48,606 |
+1,205 |
| Sep13 |
120106 |
95.96 |
96.06 |
95.96 |
96.04 |
+0.06 |
1,580 |
26,403 |
-792 |
| Dec13 |
120106 |
95.89 |
96.01 |
95.89 |
95.98 |
+0.06 |
973 |
18,094 |
+623 |
| Mar14 |
120106 |
95.80 |
95.93 |
95.80 |
95.91 |
+0.05 |
2 |
1,397 |
-38 |
| Jun14 |
120106 |
95.70 |
95.84 |
95.70 |
95.84 |
+0.04 |
25 |
610 |
+6 |
| Total Volume and Open Interest |
58,804 |
721,411 |
-7,430 |
| 10-Year Aus T-Bonds(SFE) |
| Mar12 |
120106 |
96.15 |
96.17 |
96.12 |
96.15 |
-0.01 |
41,278 |
348,483 |
-3,854 |
| Jun12 |
120106 |
96.15 |
96.15 |
96.15 |
96.15 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
41,278 |
348,483 |
-3,854 |
| 3-Year Aus T-Bonds(SFE) |
| Mar12 |
120106 |
96.80 |
96.85 |
96.77 |
96.84 |
+0.03 |
90,434 |
368,417 |
-22,079 |
| Jun12 |
120106 |
96.84 |
96.84 |
96.84 |
96.84 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
90,434 |
368,417 |
-22,079 |
| Gold(CMX) |
| Feb12 |
120106 |
1622.4 |
1632.3 |
1609.0 |
1616.8 |
-3.3 |
154,215 |
224,763 |
-9,548 |
| Apr12 |
120106 |
1625.5 |
1634.4 |
1612.6 |
1619.6 |
-3.3 |
11,919 |
47,234 |
+3,336 |
| Jun12 |
120106 |
1628.3 |
1636.4 |
1615.8 |
1622.3 |
-3.3 |
5,930 |
35,080 |
+1,543 |
| Aug12 |
120106 |
1630.8 |
1637.4 |
1618.3 |
1624.5 |
-3.4 |
1,906 |
14,907 |
+977 |
| Oct12 |
120106 |
1632.9 |
1640.4 |
1626.7 |
1626.7 |
-3.5 |
977 |
11,057 |
-295 |
| Dec12 |
120106 |
1635.6 |
1638.4 |
1624.9 |
1629.3 |
-3.4 |
6,732 |
25,576 |
+702 |
| Feb13 |
120106 |
1631.6 |
1631.6 |
1631.6 |
1631.6 |
-3.4 |
875 |
3,801 |
+555 |
| Apr13 |
120106 |
1634.1 |
1634.1 |
1634.1 |
1634.1 |
-3.4 |
655 |
2,016 |
+645 |
| Jun13 |
120106 |
1637.2 |
1637.2 |
1637.2 |
1637.2 |
-3.6 |
0 |
10,381 |
+0 |
| Aug13 |
120106 |
1640.4 |
1640.4 |
1640.4 |
1640.4 |
-3.6 |
0 |
45 |
+0 |
| Oct13 |
120106 |
1643.8 |
1643.8 |
1643.8 |
1643.8 |
-3.7 |
|
|
|
| Dec13 |
120106 |
1647.3 |
1647.3 |
1647.3 |
1647.3 |
-3.9 |
0 |
10,642 |
+0 |
| Total Volume and Open Interest |
183,463 |
421,221 |
-2,054 |
| Silver(CMX) |
| Mar12 |
120106 |
2928.5 |
2946.0 |
2857.0 |
2868.3 |
-61.3 |
36,121 |
57,220 |
-1,571 |
| May12 |
120106 |
2923.0 |
2948.0 |
2864.0 |
2872.4 |
-61.2 |
1,079 |
10,656 |
-71 |
| Jul12 |
120106 |
2935.5 |
2948.5 |
2874.5 |
2875.5 |
-61.1 |
483 |
3,977 |
+102 |
| Sep12 |
120106 |
2918.5 |
2918.5 |
2877.6 |
2877.6 |
-61.1 |
242 |
2,622 |
+68 |
| Dec12 |
120106 |
2945.5 |
2945.5 |
2879.0 |
2880.7 |
-61.1 |
349 |
14,290 |
+46 |
| Mar13 |
120106 |
2879.8 |
2879.8 |
2879.8 |
2879.8 |
-61.0 |
40 |
1,193 |
+37 |
| May13 |
120106 |
2877.9 |
2877.9 |
2877.9 |
2877.9 |
-60.9 |
0 |
1,085 |
+0 |
| Total Volume and Open Interest |
38,484 |
105,688 |
-1,413 |
| Platinum(NYMEX) |
| Jan12 |
120106 |
1415.0 |
1418.6 |
1401.4 |
1404.5 |
-10.0 |
146 |
179 |
-254 |
| Apr12 |
120106 |
1416.6 |
1423.9 |
1401.1 |
1408.2 |
-9.8 |
6,078 |
41,232 |
+145 |
| Jul12 |
120106 |
1422.6 |
1422.6 |
1408.9 |
1412.6 |
-9.7 |
91 |
919 |
+78 |
| Oct12 |
120106 |
1426.8 |
1426.8 |
1416.3 |
1416.3 |
-9.9 |
0 |
114 |
+0 |
| Total Volume and Open Interest |
6,315 |
42,445 |
-31 |
| Palladium(NYMEX) |
| Mar12 |
120106 |
638.90 |
642.55 |
612.05 |
614.00 |
-30.40 |
2,828 |
16,954 |
+20 |
| Jun12 |
120106 |
643.45 |
643.45 |
615.35 |
615.35 |
-30.40 |
34 |
523 |
+25 |
| Sep12 |
120106 |
616.80 |
616.80 |
616.80 |
616.80 |
-30.40 |
0 |
138 |
+0 |
| Total Volume and Open Interest |
2,862 |
17,615 |
+45 |
| Copper(CMX) |
| Mar12 |
120106 |
341.15 |
346.50 |
339.35 |
343.50 |
+0.85 |
40,439 |
71,467 |
+924 |
| May12 |
120106 |
342.25 |
347.50 |
340.85 |
344.65 |
+0.90 |
1,987 |
24,658 |
-322 |
| Jul12 |
120106 |
346.00 |
346.15 |
341.90 |
345.55 |
+1.00 |
644 |
7,660 |
+279 |
| Sep12 |
120106 |
345.00 |
346.25 |
345.00 |
346.25 |
+1.00 |
799 |
3,675 |
-150 |
| Dec12 |
120106 |
346.80 |
346.85 |
346.80 |
346.85 |
+1.10 |
616 |
3,064 |
-142 |
| Total Volume and Open Interest |
44,845 |
121,344 |
+550 |
| DJIA Index(CBOT) |
| Mar12 |
120106 |
12337 |
12403 |
12275 |
12309 |
-22 |
620 |
10,250 |
-7 |
| Jun12 |
120106 |
12239 |
12262 |
12239 |
12239 |
-23 |
2 |
404 |
+0 |
| Sep12 |
120106 |
12176 |
12199 |
12176 |
12176 |
-23 |
|
|
|
| Dec12 |
120106 |
12099 |
12122 |
12099 |
12099 |
-23 |
|
|
|
| Total Volume and Open Interest |
622 |
10,654 |
-7 |
| E-mini DJIA Index(CBOT) |
| Mar12 |
120106 |
12333 |
12408 |
12272 |
12309 |
-22 |
77,339 |
98,476 |
+2,616 |
| Jun12 |
120106 |
12258 |
12310 |
12239 |
12239 |
-23 |
7 |
55 |
+0 |
| Sep12 |
120106 |
12176 |
12176 |
12176 |
12176 |
-23 |
0 |
9 |
+0 |
| Dec12 |
120106 |
12099 |
12099 |
12099 |
12099 |
-23 |
|
|
|
| Total Volume and Open Interest |
77,346 |
98,540 |
+2,616 |
| S & P 500(CME) |
| Mar12 |
120106 |
1272.80 |
1281.50 |
1267.10 |
1274.20 |
+1.10 |
11,377 |
231,597 |
-18,572 |
| Jun12 |
120106 |
1262.70 |
1271.70 |
1262.70 |
1268.70 |
+1.00 |
0 |
3,269 |
-9 |
| Sep12 |
120106 |
1261.50 |
1266.40 |
1257.40 |
1263.40 |
+1.00 |
0 |
964 |
+0 |
| Dec12 |
120106 |
1257.80 |
1260.80 |
1251.80 |
1257.80 |
+1.00 |
0 |
201 |
+0 |
| Total Volume and Open Interest |
11,377 |
236,031 |
-18,581 |
| S & P 500 E-Mini(Globex) |
| Mar12 |
120106 |
1273.25 |
1282.25 |
1266.75 |
1274.25 |
+1.25 |
1,419,339 |
2,560,482 |
-97,867 |
| Jun12 |
120106 |
1267.50 |
1276.00 |
1262.25 |
1268.75 |
+1.00 |
1,473 |
12,710 |
+102 |
| Total Volume and Open Interest |
1,420,909 |
2,573,404 |
-97,684 |
| NASDAQ 100(CME) |
| Mar12 |
120106 |
2341.50 |
2360.00 |
2333.00 |
2352.30 |
+12.80 |
155 |
7,778 |
+22 |
| Jun12 |
120106 |
2348.30 |
2352.00 |
2348.30 |
2348.30 |
+12.80 |
|
|
|
| Sep12 |
120106 |
2345.80 |
2346.00 |
2345.80 |
2345.80 |
+12.80 |
|
|
|
| Total Volume and Open Interest |
155 |
7,778 |
+22 |
| NASDAQ 100 E-Mini(Globex) |
| Mar12 |
120106 |
2340.30 |
2358.80 |
2332.50 |
2352.30 |
+12.80 |
142,882 |
268,878 |
+4,262 |
| Jun12 |
120106 |
2330.30 |
2349.00 |
2330.30 |
2348.30 |
+12.80 |
3 |
34 |
-1 |
| Total Volume and Open Interest |
142,885 |
268,915 |
+4,261 |
| S & P Midcap 400(CME) |
| Mar12 |
120106 |
889.30 |
894.00 |
884.00 |
889.30 |
+3.70 |
0 |
841 |
+0 |
| Jun12 |
120106 |
887.30 |
887.30 |
887.30 |
887.30 |
+3.70 |
|
|
|
| Sep12 |
120106 |
885.30 |
885.30 |
885.30 |
885.30 |
+3.70 |
|
|
|
| Total Volume and Open Interest |
0 |
841 |
+0 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar12 |
120106 |
8505 |
8505 |
8350 |
8360 |
-145 |
3,497 |
23,375 |
-154 |
| Jun12 |
120106 |
8340 |
8340 |
8305 |
8305 |
-140 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
3,497 |
23,400 |
-154 |
| Nikkei 225(SGX) |
| Mar12 |
120106 |
8495 |
8505 |
8340 |
8390 |
-100 |
61,973 |
195,395 |
+3,965 |
| Jun12 |
120106 |
8365 |
8365 |
8315 |
8315 |
-100 |
18 |
338 |
+24 |
| Sep12 |
120106 |
8310 |
8310 |
8310 |
8310 |
-100 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
62,290 |
206,724 |
+4,092 |
| CAC 40(EURONEXT) |
| Jan12 |
120106 |
3149.0 |
3186.5 |
3121.5 |
3135.0 |
-14.0 |
63,782 |
259,648 |
+7,353 |
| Feb12 |
120106 |
3152.0 |
3184.5 |
3125.0 |
3135.0 |
-14.5 |
42 |
957 |
+25 |
| Mar12 |
120106 |
3162.5 |
3183.0 |
3121.5 |
3134.5 |
-15.0 |
327 |
20,736 |
+124 |
| Total Volume and Open Interest |
64,151 |
281,391 |
+7,502 |
| Hang Seng Index(HKFE) |
| Jan12 |
120106 |
18770 |
18780 |
18472 |
18649 |
-159 |
56,900 |
83,972 |
+2,659 |
| Feb12 |
120106 |
18818 |
18818 |
18482 |
18650 |
-168 |
329 |
478 |
+223 |
| Mar12 |
120106 |
18817 |
18817 |
18410 |
18584 |
-174 |
663 |
4,021 |
+305 |
| Total Volume and Open Interest |
57,943 |
90,108 |
+3,185 |
| DAX(EUREX) |
| Mar12 |
120106 |
6105.0 |
6160.0 |
6016.5 |
6060.5 |
-45.5 |
115,319 |
156,687 |
+2,762 |
| Jun12 |
120106 |
6118.0 |
6171.5 |
6040.0 |
6073.0 |
-45.5 |
326 |
5,606 |
+71 |
| Sep12 |
120106 |
6070.0 |
6082.0 |
6070.0 |
6082.0 |
-46.0 |
14 |
493 |
-1 |
| Total Volume and Open Interest |
115,659 |
162,786 |
+2,832 |
| FT-SE 100(EURONEXT) |
| Mar12 |
120106 |
5594.00 |
5644.50 |
5570.00 |
5604.50 |
+17.50 |
97,625 |
607,000 |
+5,933 |
| Jun12 |
120106 |
5564.00 |
5564.00 |
5559.00 |
5559.00 |
+17.50 |
1 |
3,710 |
-1 |
| Sep12 |
120106 |
5527.50 |
5527.50 |
5527.50 |
5527.50 |
+17.50 |
|
|
|
| Total Volume and Open Interest |
97,626 |
610,710 |
+5,932 |
| SPI 200(SFE) |
| Mar12 |
120106 |
4135.0 |
4139.0 |
4075.0 |
4080.0 |
-55.0 |
27,873 |
193,767 |
-7,994 |
| Jun12 |
120106 |
4106.0 |
4106.0 |
4088.0 |
4088.0 |
-55.0 |
8 |
1,934 |
-3 |
| Sep12 |
120106 |
4066.0 |
4066.0 |
4049.0 |
4049.0 |
-55.0 |
0 |
1,085 |
+0 |
| Total Volume and Open Interest |
28,136 |
199,873 |
-8,190 |
| GSCI(CME) |
| Jan12 |
120106 |
665.50 |
665.75 |
659.00 |
662.50 |
+2.70 |
642 |
8,784 |
+206 |
| Feb12 |
120106 |
664.00 |
667.00 |
660.00 |
664.00 |
+3.00 |
67 |
102 |
+2 |
| Mar12 |
120106 |
666.50 |
669.00 |
662.25 |
666.50 |
+3.50 |
2 |
1 |
+1 |
| Total Volume and Open Interest |
711 |
8,887 |
+209 |
| 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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