|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon January 09, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
120109 |
1193.50 |
1227.00 |
1191.25 |
1225.75 |
+36.25 |
9,107 |
4,313 |
-3,290 |
Mar12 |
120109 |
1195.00 |
1235.00 |
1194.50 |
1233.00 |
+36.50 |
88,973 |
204,707 |
-617 |
May12 |
120109 |
1204.50 |
1244.25 |
1204.50 |
1242.00 |
+36.00 |
14,501 |
91,835 |
-472 |
Jul12 |
120109 |
1213.75 |
1252.50 |
1213.00 |
1250.50 |
+36.00 |
17,097 |
77,619 |
+1,304 |
Aug12 |
120109 |
1238.75 |
1244.25 |
1209.50 |
1244.25 |
+34.75 |
806 |
1,697 |
+359 |
Sep12 |
120109 |
1222.00 |
1232.25 |
1199.25 |
1232.25 |
+33.00 |
248 |
1,681 |
+95 |
Nov12 |
120109 |
1191.25 |
1223.25 |
1189.75 |
1221.75 |
+30.50 |
11,216 |
58,832 |
+1,293 |
Jan13 |
120109 |
1215.25 |
1231.00 |
1212.00 |
1231.00 |
+31.00 |
65 |
15,082 |
+4 |
Mar13 |
120109 |
1230.00 |
1236.75 |
1207.50 |
1236.75 |
+29.25 |
43 |
1,112 |
-6 |
May13 |
120109 |
1232.50 |
1237.25 |
1208.00 |
1237.25 |
+29.25 |
44 |
265 |
+23 |
Jul13 |
120109 |
1231.25 |
1239.25 |
1210.50 |
1239.25 |
+28.75 |
84 |
671 |
+0 |
Aug13 |
120109 |
1234.75 |
1234.75 |
1208.25 |
1234.75 |
+26.50 |
0 |
2 |
+0 |
Sep13 |
120109 |
1218.00 |
1218.00 |
1198.50 |
1218.00 |
+19.50 |
|
|
|
Nov13 |
120109 |
1194.00 |
1204.00 |
1185.50 |
1204.00 |
+18.50 |
41 |
2,087 |
+14 |
Total Volume and Open Interest |
142,225 |
460,256 |
-1,293 |
Soybean Meal(CBOT) |
Jan12 |
120109 |
311.70 |
321.50 |
311.70 |
320.20 |
+10.60 |
3,342 |
1,819 |
-1,327 |
Mar12 |
120109 |
312.10 |
324.50 |
311.10 |
323.50 |
+11.10 |
37,699 |
84,718 |
-1,026 |
May12 |
120109 |
314.80 |
326.80 |
310.00 |
326.00 |
+11.10 |
6,624 |
31,634 |
-188 |
Jul12 |
120109 |
317.00 |
329.30 |
317.00 |
328.70 |
+10.90 |
3,938 |
30,478 |
-846 |
Aug12 |
120109 |
322.10 |
327.70 |
317.40 |
327.70 |
+10.30 |
622 |
6,252 |
+8 |
Sep12 |
120109 |
318.90 |
325.90 |
316.20 |
325.90 |
+9.70 |
542 |
5,572 |
+142 |
Oct12 |
120109 |
314.20 |
321.00 |
313.50 |
321.00 |
+8.80 |
110 |
3,426 |
-1 |
Dec12 |
120109 |
311.90 |
321.00 |
311.90 |
320.30 |
+8.50 |
2,660 |
16,579 |
-207 |
Jan13 |
120109 |
318.00 |
321.70 |
313.40 |
321.70 |
+8.30 |
24 |
1,635 |
+3 |
Mar13 |
120109 |
325.00 |
325.00 |
316.70 |
325.00 |
+8.30 |
2 |
2,146 |
-1 |
Total Volume and Open Interest |
55,567 |
186,325 |
-3,439 |
Soybean Oil(CBOT) |
Jan12 |
120109 |
51.35 |
52.02 |
50.80 |
52.02 |
+1.22 |
1,892 |
1,824 |
-121 |
Mar12 |
120109 |
51.20 |
52.35 |
51.19 |
52.33 |
+1.21 |
54,232 |
146,670 |
-238 |
May12 |
120109 |
51.63 |
52.73 |
51.59 |
52.71 |
+1.21 |
10,760 |
52,576 |
-714 |
Jul12 |
120109 |
51.98 |
53.08 |
51.89 |
53.05 |
+1.24 |
8,824 |
35,211 |
+340 |
Aug12 |
120109 |
52.01 |
53.09 |
52.01 |
53.09 |
+1.23 |
1,123 |
4,872 |
+180 |
Sep12 |
120109 |
52.10 |
53.10 |
52.09 |
53.10 |
+1.21 |
541 |
5,312 |
+51 |
Oct12 |
120109 |
52.65 |
53.00 |
52.53 |
53.00 |
+1.21 |
164 |
5,763 |
+24 |
Dec12 |
120109 |
51.97 |
52.98 |
51.97 |
52.98 |
+1.22 |
2,635 |
21,706 |
+364 |
Jan13 |
120109 |
52.99 |
53.13 |
51.91 |
53.13 |
+1.22 |
1 |
98 |
-1 |
Mar13 |
120109 |
53.38 |
53.38 |
52.16 |
53.38 |
+1.22 |
0 |
253 |
+0 |
Total Volume and Open Interest |
80,393 |
274,836 |
-4 |
Canola(WCE) |
Jan12 |
120109 |
526.3 |
526.3 |
526.3 |
526.3 |
+9.9 |
1 |
1 |
-43 |
Mar12 |
120109 |
526.4 |
534.0 |
525.5 |
533.3 |
+9.9 |
10,694 |
79,228 |
-1,254 |
May12 |
120109 |
530.0 |
539.5 |
530.0 |
538.9 |
+10.1 |
4,595 |
22,163 |
+1,816 |
Jul12 |
120109 |
535.0 |
543.6 |
534.7 |
543.3 |
+10.6 |
1,208 |
14,471 |
-17 |
Nov12 |
120109 |
512.0 |
523.4 |
512.0 |
520.3 |
+8.6 |
1,319 |
20,111 |
+734 |
Total Volume and Open Interest |
17,971 |
137,077 |
+1,332 |
Corn(CBOT) |
Mar12 |
120109 |
643.00 |
663.00 |
642.75 |
652.00 |
+8.50 |
184,873 |
505,291 |
-2,316 |
May12 |
120109 |
650.25 |
669.75 |
650.00 |
659.50 |
+8.75 |
60,265 |
209,329 |
+7,187 |
Jul12 |
120109 |
655.00 |
674.25 |
654.75 |
664.50 |
+8.75 |
49,876 |
180,448 |
+3,252 |
Sep12 |
120109 |
605.00 |
616.25 |
605.00 |
610.25 |
+8.00 |
4,511 |
46,761 |
+1,034 |
Dec12 |
120109 |
575.00 |
589.00 |
575.00 |
583.50 |
+8.25 |
22,439 |
191,646 |
+1,699 |
Mar13 |
120109 |
588.00 |
600.75 |
587.25 |
595.25 |
+8.00 |
869 |
37,220 |
+332 |
May13 |
120109 |
594.75 |
608.00 |
594.75 |
602.50 |
+7.75 |
31 |
1,798 |
-7 |
Jul13 |
120109 |
606.75 |
610.75 |
599.50 |
607.00 |
+7.50 |
133 |
2,501 |
+41 |
Sep13 |
120109 |
579.25 |
579.50 |
571.75 |
579.50 |
+7.75 |
0 |
558 |
+0 |
Dec13 |
120109 |
554.75 |
568.25 |
554.75 |
562.50 |
+7.75 |
513 |
15,733 |
-42 |
Total Volume and Open Interest |
323,517 |
1,193,378 |
+11,181 |
Wheat(CBOT) |
Mar12 |
120109 |
626.00 |
645.00 |
625.00 |
641.75 |
+17.00 |
56,222 |
175,423 |
+3,814 |
May12 |
120109 |
645.50 |
663.25 |
645.50 |
660.75 |
+17.00 |
10,143 |
70,004 |
-230 |
Jul12 |
120109 |
661.50 |
678.50 |
661.50 |
676.75 |
+16.50 |
9,254 |
76,617 |
-278 |
Sep12 |
120109 |
685.50 |
696.50 |
676.50 |
695.00 |
+18.50 |
706 |
16,601 |
+61 |
Dec12 |
120109 |
698.00 |
716.00 |
697.75 |
714.25 |
+16.50 |
5,098 |
45,578 |
+941 |
Mar13 |
120109 |
719.25 |
728.50 |
711.50 |
728.00 |
+16.50 |
80 |
2,397 |
+13 |
Total Volume and Open Interest |
81,647 |
390,819 |
+4,388 |
Wheat(KCBT) |
Mar12 |
120109 |
681.00 |
700.00 |
681.00 |
698.00 |
+18.00 |
11,685 |
64,138 |
-1,907 |
May12 |
120109 |
690.00 |
708.50 |
690.00 |
706.75 |
+18.25 |
2,203 |
17,885 |
-8 |
Jul12 |
120109 |
698.00 |
716.75 |
698.00 |
715.00 |
+18.00 |
3,360 |
38,024 |
+469 |
Sep12 |
120109 |
711.25 |
729.00 |
711.00 |
727.75 |
+18.00 |
249 |
7,071 |
+45 |
Dec12 |
120109 |
730.25 |
749.50 |
730.25 |
748.00 |
+18.25 |
364 |
9,776 |
+113 |
Mar13 |
120109 |
753.25 |
762.50 |
753.25 |
762.50 |
+15.50 |
24 |
242 |
+13 |
Total Volume and Open Interest |
17,889 |
137,443 |
-1,277 |
Wheat(MGE) |
Mar12 |
120109 |
801.00 |
812.00 |
792.50 |
809.75 |
+8.75 |
3,901 |
15,529 |
-756 |
May12 |
120109 |
793.00 |
804.75 |
785.25 |
802.75 |
+10.00 |
1,586 |
7,474 |
+377 |
Jul12 |
120109 |
786.75 |
799.00 |
780.50 |
797.25 |
+10.50 |
670 |
7,427 |
+29 |
Sep12 |
120109 |
774.25 |
788.25 |
768.00 |
787.00 |
+13.00 |
699 |
5,011 |
+282 |
Dec12 |
120109 |
778.25 |
794.25 |
774.25 |
792.75 |
+14.00 |
366 |
3,450 |
+90 |
Total Volume and Open Interest |
7,241 |
39,057 |
+26 |
Oats(CBOT) |
Mar12 |
120109 |
291.00 |
296.50 |
287.25 |
295.50 |
+8.25 |
509 |
10,632 |
-197 |
May12 |
120109 |
294.50 |
299.50 |
291.50 |
298.50 |
+7.00 |
130 |
1,952 |
+112 |
Jul12 |
120109 |
305.00 |
305.00 |
296.00 |
304.25 |
+8.25 |
108 |
220 |
+101 |
Sep12 |
120109 |
305.25 |
305.25 |
302.00 |
305.25 |
+3.25 |
22 |
29 |
+22 |
Total Volume and Open Interest |
789 |
12,997 |
+51 |
Rough Rice(CBOT) |
Jan12 |
120109 |
14.70 |
14.75 |
14.46 |
14.60 |
+0.14 |
87 |
246 |
-51 |
Mar12 |
120109 |
14.65 |
14.98 |
14.65 |
14.81 |
+0.12 |
419 |
12,350 |
-26 |
May12 |
120109 |
15.15 |
15.24 |
15.01 |
15.09 |
+0.14 |
12 |
1,044 |
-4 |
Jul12 |
120109 |
15.31 |
15.45 |
15.29 |
15.35 |
+0.15 |
27 |
619 |
+3 |
Total Volume and Open Interest |
555 |
14,478 |
-69 |
Live Cattle(CME) |
Feb12 |
120109 |
120.400 |
120.750 |
119.750 |
119.950 |
-0.380 |
22,333 |
123,411 |
-1,643 |
Apr12 |
120109 |
124.600 |
125.150 |
124.150 |
124.350 |
-0.250 |
14,740 |
100,185 |
+2,674 |
Jun12 |
120109 |
124.100 |
124.785 |
123.800 |
124.330 |
+0.330 |
8,533 |
68,091 |
+1,921 |
Aug12 |
120109 |
126.000 |
126.635 |
125.750 |
126.080 |
+0.030 |
5,064 |
21,719 |
+1,878 |
Oct12 |
120109 |
128.750 |
129.250 |
128.400 |
128.935 |
+0.055 |
947 |
9,994 |
+421 |
Dec12 |
120109 |
129.285 |
130.035 |
129.250 |
129.700 |
+0.300 |
529 |
5,196 |
+339 |
Total Volume and Open Interest |
52,244 |
329,957 |
+5,643 |
Feeder Cattle(CME) |
Jan12 |
120109 |
147.400 |
148.400 |
147.000 |
147.800 |
+0.500 |
1,862 |
5,569 |
-260 |
Mar12 |
120109 |
149.935 |
150.380 |
149.235 |
149.750 |
-0.130 |
3,231 |
16,012 |
+900 |
Apr12 |
120109 |
151.400 |
151.950 |
150.700 |
151.485 |
+0.285 |
895 |
4,384 |
+305 |
May12 |
120109 |
152.400 |
152.800 |
151.800 |
152.200 |
-0.100 |
806 |
5,382 |
+309 |
Aug12 |
120109 |
153.880 |
153.900 |
153.000 |
153.300 |
-0.300 |
662 |
4,725 |
+331 |
Sep12 |
120109 |
153.000 |
154.075 |
152.950 |
154.000 |
+0.250 |
85 |
804 |
+27 |
Oct12 |
120109 |
153.485 |
154.150 |
153.050 |
154.150 |
+0.150 |
29 |
310 |
+21 |
Total Volume and Open Interest |
7,608 |
37,275 |
+1,654 |
Lean Hogs(CME) |
Feb12 |
120109 |
84.150 |
84.200 |
83.050 |
83.385 |
-0.515 |
21,296 |
79,479 |
+459 |
Apr12 |
120109 |
87.900 |
87.900 |
86.830 |
86.980 |
-0.770 |
13,845 |
65,358 |
+2,416 |
May12 |
120109 |
93.830 |
94.300 |
93.830 |
94.200 |
-0.300 |
90 |
2,373 |
+6 |
Jun12 |
120109 |
95.250 |
95.680 |
94.730 |
95.050 |
+0.150 |
8,767 |
49,776 |
+2,527 |
Jul12 |
120109 |
95.150 |
95.535 |
94.800 |
94.830 |
-0.270 |
1,637 |
12,902 |
+147 |
Aug12 |
120109 |
94.900 |
95.400 |
94.400 |
95.150 |
+0.400 |
1,995 |
14,877 |
+781 |
Oct12 |
120109 |
84.800 |
85.700 |
84.400 |
85.535 |
+0.805 |
851 |
9,963 |
+171 |
Dec12 |
120109 |
80.500 |
81.650 |
80.500 |
81.650 |
+0.950 |
348 |
4,021 |
+111 |
Total Volume and Open Interest |
48,876 |
239,590 |
+6,613 |
Class III Milk(CME) |
Jan12 |
120109 |
17.26 |
17.31 |
17.10 |
17.14 |
-0.12 |
304 |
4,637 |
-44 |
Feb12 |
120109 |
17.76 |
17.91 |
17.36 |
17.40 |
-0.35 |
819 |
5,271 |
+377 |
Mar12 |
120109 |
17.89 |
18.04 |
17.61 |
17.64 |
-0.23 |
318 |
4,146 |
+198 |
Apr12 |
120109 |
17.72 |
17.87 |
17.64 |
17.67 |
-0.05 |
116 |
2,934 |
+50 |
May12 |
120109 |
17.59 |
17.62 |
17.47 |
17.48 |
-0.02 |
78 |
2,764 |
+61 |
Total Volume and Open Interest |
1,827 |
31,008 |
+719 |
Cocoa(ICE) |
Mar12 |
120109 |
2028 |
2199 |
2023 |
2170 |
+142 |
12,748 |
81,487 |
+1,304 |
May12 |
120109 |
2055 |
2215 |
2045 |
2189 |
+140 |
2,736 |
36,383 |
+59 |
Jul12 |
120109 |
2070 |
2233 |
2070 |
2207 |
+139 |
1,501 |
19,441 |
+503 |
Sep12 |
120109 |
2100 |
2248 |
2100 |
2224 |
+137 |
404 |
14,917 |
+46 |
Dec12 |
120109 |
2119 |
2267 |
2119 |
2243 |
+137 |
50 |
15,238 |
+30 |
Mar13 |
120109 |
2137 |
2280 |
2137 |
2258 |
+134 |
10 |
5,346 |
+2 |
May13 |
120109 |
2267 |
2268 |
2267 |
2268 |
+133 |
58 |
2,460 |
-16 |
Total Volume and Open Interest |
17,547 |
176,051 |
+1,911 |
Coffee "C"(ICE) |
Mar12 |
120109 |
220.75 |
224.50 |
217.60 |
221.85 |
+0.10 |
15,059 |
57,168 |
+2,010 |
May12 |
120109 |
223.20 |
227.30 |
220.80 |
224.65 |
+0.10 |
3,432 |
26,009 |
+669 |
Jul12 |
120109 |
225.95 |
228.80 |
223.80 |
227.30 |
+0.15 |
1,626 |
10,649 |
+452 |
Sep12 |
120109 |
226.60 |
231.10 |
226.60 |
229.15 |
+0.20 |
708 |
6,691 |
+68 |
Dec12 |
120109 |
230.00 |
233.10 |
229.65 |
231.15 |
+0.20 |
228 |
7,000 |
-59 |
Mar13 |
120109 |
232.00 |
233.60 |
231.70 |
233.60 |
+0.55 |
151 |
891 |
+36 |
Total Volume and Open Interest |
21,254 |
108,905 |
+3,181 |
Orange Juice(ICE) |
Jan12 |
120109 |
192.00 |
195.00 |
192.00 |
193.95 |
+11.95 |
78 |
1,161 |
-78 |
Mar12 |
120109 |
177.60 |
187.75 |
177.50 |
187.75 |
+10.00 |
1,802 |
22,818 |
+411 |
May12 |
120109 |
175.50 |
184.60 |
175.50 |
184.60 |
+10.00 |
196 |
2,831 |
+4 |
Jul12 |
120109 |
175.45 |
184.00 |
175.45 |
184.00 |
+10.00 |
77 |
997 |
+70 |
Sep12 |
120109 |
182.80 |
182.80 |
182.80 |
182.80 |
+10.00 |
0 |
265 |
+0 |
Nov12 |
120109 |
169.00 |
177.45 |
169.00 |
177.45 |
+10.00 |
5 |
93 |
+5 |
Total Volume and Open Interest |
2,158 |
28,174 |
+412 |
Sugar #11(ICE) |
Mar12 |
120109 |
23.45 |
23.48 |
22.82 |
23.34 |
+0.05 |
70,309 |
218,137 |
-1,173 |
May12 |
120109 |
23.09 |
23.09 |
22.43 |
22.95 |
+0.05 |
20,127 |
94,891 |
-494 |
Jul12 |
120109 |
22.69 |
22.71 |
22.12 |
22.66 |
+0.07 |
16,960 |
109,722 |
+3,317 |
Oct12 |
120109 |
22.94 |
23.00 |
22.39 |
22.96 |
+0.11 |
5,454 |
56,543 |
+237 |
Mar13 |
120109 |
23.39 |
23.43 |
22.85 |
23.42 |
+0.11 |
3,818 |
35,958 |
-214 |
Total Volume and Open Interest |
118,364 |
568,558 |
+2,178 |
London Cocoa(LCE) |
Mar12 |
120109 |
1337 |
1445 |
1331 |
1428 |
+93 |
7,368 |
80,456 |
+913 |
May12 |
120109 |
1356 |
1454 |
1350 |
1442 |
+88 |
2,274 |
21,851 |
-239 |
Jul12 |
120109 |
1372 |
1469 |
1367 |
1457 |
+87 |
1,089 |
30,717 |
+318 |
Sep12 |
120109 |
1387 |
1474 |
1384 |
1471 |
+85 |
673 |
21,954 |
+263 |
Dec12 |
120109 |
1409 |
1488 |
1398 |
1488 |
+86 |
1,061 |
16,136 |
+160 |
Mar13 |
120109 |
1409 |
1495 |
1405 |
1495 |
+86 |
455 |
10,162 |
+361 |
May13 |
120109 |
1499 |
1499 |
1499 |
1499 |
+85 |
0 |
2,443 |
+0 |
Total Volume and Open Interest |
12,920 |
184,796 |
+1,776 |
London Sugar(LCE) |
Mar12 |
120109 |
607.30 |
609.10 |
596.50 |
605.00 |
+1.00 |
5,164 |
28,185 |
+161 |
May12 |
120109 |
594.90 |
598.10 |
582.60 |
589.60 |
-2.40 |
1,231 |
10,681 |
+265 |
Aug12 |
120109 |
589.50 |
590.50 |
576.60 |
584.10 |
-1.10 |
554 |
12,060 |
+307 |
Oct12 |
120109 |
593.00 |
593.10 |
578.70 |
585.90 |
-1.40 |
198 |
4,100 |
+7 |
Dec12 |
120109 |
595.90 |
596.00 |
583.10 |
589.30 |
-1.50 |
106 |
1,718 |
+23 |
Total Volume and Open Interest |
7,308 |
58,217 |
+786 |
Cotton(ICE) |
Mar12 |
120109 |
96.00 |
96.90 |
93.22 |
96.44 |
+0.58 |
9,293 |
84,667 |
-442 |
May12 |
120109 |
95.56 |
96.43 |
92.86 |
96.12 |
+0.60 |
3,023 |
27,688 |
-162 |
Jul12 |
120109 |
95.40 |
96.49 |
92.82 |
96.24 |
+0.77 |
2,326 |
22,910 |
-35 |
Oct12 |
120109 |
94.60 |
95.61 |
94.60 |
95.61 |
+1.17 |
0 |
88 |
+0 |
Dec12 |
120109 |
91.50 |
92.94 |
89.90 |
92.85 |
+1.19 |
633 |
11,034 |
+379 |
Mar13 |
120109 |
93.00 |
93.50 |
93.00 |
93.50 |
+1.09 |
7 |
452 |
+5 |
Total Volume and Open Interest |
15,282 |
147,711 |
-255 |
Lumber(CME) |
Jan12 |
120109 |
249.9 |
250.0 |
245.0 |
247.3 |
-2.6 |
153 |
359 |
-192 |
Mar12 |
120109 |
256.0 |
257.4 |
248.0 |
248.4 |
-6.5 |
462 |
5,569 |
-18 |
May12 |
120109 |
271.2 |
271.2 |
264.6 |
264.9 |
-6.6 |
65 |
1,860 |
+17 |
Jul12 |
120109 |
279.6 |
279.6 |
277.1 |
277.1 |
-4.8 |
4 |
628 |
-2 |
Total Volume and Open Interest |
685 |
8,683 |
-195 |
Crude Oil(NYM) |
Feb12 |
120109 |
101.92 |
102.15 |
100.10 |
101.31 |
-0.25 |
295,615 |
221,450 |
-6,393 |
Mar12 |
120109 |
102.14 |
102.32 |
100.34 |
101.52 |
-0.26 |
75,681 |
199,171 |
+8,207 |
Apr12 |
120109 |
102.50 |
102.60 |
100.63 |
101.78 |
-0.26 |
41,655 |
99,104 |
+1,611 |
May12 |
120109 |
102.32 |
102.72 |
100.91 |
102.06 |
-0.24 |
23,901 |
88,886 |
+2,312 |
Jun12 |
120109 |
103.03 |
103.03 |
101.13 |
102.26 |
-0.20 |
35,769 |
101,654 |
-876 |
Jul12 |
120109 |
102.10 |
103.04 |
101.23 |
102.35 |
-0.15 |
10,853 |
41,915 |
+1,187 |
Aug12 |
120109 |
102.75 |
102.75 |
101.20 |
102.29 |
-0.08 |
8,720 |
35,253 |
+2,084 |
Sep12 |
120109 |
101.82 |
102.62 |
100.99 |
102.12 |
-0.01 |
6,832 |
36,006 |
+657 |
Oct12 |
120109 |
102.44 |
102.47 |
101.17 |
101.93 |
+0.06 |
5,168 |
31,210 |
+851 |
Nov12 |
120109 |
101.77 |
101.77 |
101.77 |
101.77 |
+0.12 |
6,939 |
30,700 |
-464 |
Dec12 |
120109 |
101.47 |
102.00 |
100.57 |
101.65 |
+0.16 |
35,882 |
174,115 |
-1,178 |
Jan13 |
120109 |
101.78 |
101.78 |
101.37 |
101.37 |
+0.17 |
3,634 |
30,682 |
-340 |
Feb13 |
120109 |
101.00 |
101.10 |
101.00 |
101.10 |
+0.19 |
746 |
13,812 |
+60 |
Mar13 |
120109 |
100.83 |
100.83 |
100.83 |
100.83 |
+0.20 |
631 |
14,143 |
+232 |
Apr13 |
120109 |
100.58 |
100.58 |
100.58 |
100.58 |
+0.20 |
124 |
6,233 |
+33 |
May13 |
120109 |
100.33 |
100.33 |
100.33 |
100.33 |
+0.21 |
281 |
6,874 |
+19 |
Total Volume and Open Interest |
580,873 |
1,399,617 |
+13,082 |
e-miNY Crude Oil(NYM) |
Jan12 |
111219 |
93.625 |
94.400 |
92.575 |
93.875 |
+0.350 |
8,502 |
1,304 |
-454 |
Feb12 |
120109 |
102.025 |
102.400 |
100.125 |
101.300 |
-0.250 |
9,802 |
2,049 |
+43 |
Mar12 |
120109 |
102.275 |
102.275 |
100.325 |
101.525 |
-0.250 |
307 |
550 |
+26 |
Apr12 |
120109 |
101.625 |
102.500 |
100.775 |
101.775 |
-0.275 |
46 |
205 |
+12 |
May12 |
120109 |
102.050 |
102.675 |
101.025 |
102.050 |
-0.250 |
6 |
39 |
-1 |
Jun12 |
120109 |
102.250 |
102.825 |
101.550 |
102.250 |
-0.200 |
2 |
14 |
+0 |
Jul12 |
120109 |
102.500 |
102.850 |
101.550 |
102.350 |
-0.150 |
0 |
7 |
+0 |
Aug12 |
120109 |
102.300 |
102.600 |
102.025 |
102.300 |
-0.075 |
2 |
5 |
+0 |
Sep12 |
120109 |
102.125 |
102.125 |
102.125 |
102.125 |
unch |
0 |
1 |
+0 |
Oct12 |
120109 |
101.925 |
101.925 |
101.925 |
101.925 |
+0.050 |
0 |
9 |
+0 |
Total Volume and Open Interest |
10,169 |
3,098 |
+80 |
Heating Oil(NYM) |
Feb12 |
120109 |
309.20 |
309.69 |
305.31 |
307.30 |
+0.28 |
80,942 |
72,962 |
-428 |
Mar12 |
120109 |
307.95 |
308.80 |
304.99 |
306.82 |
+0.44 |
35,143 |
59,613 |
+1,586 |
Apr12 |
120109 |
305.81 |
307.19 |
303.55 |
305.24 |
+0.61 |
19,880 |
25,573 |
-641 |
May12 |
120109 |
303.99 |
305.50 |
302.26 |
303.36 |
+0.60 |
9,030 |
20,483 |
+307 |
Jun12 |
120109 |
302.91 |
304.28 |
300.30 |
302.11 |
+0.61 |
19,948 |
35,715 |
-410 |
Jul12 |
120109 |
301.88 |
304.19 |
301.47 |
302.00 |
+0.69 |
3,151 |
10,480 |
+608 |
Aug12 |
120109 |
302.73 |
303.57 |
300.64 |
302.42 |
+0.82 |
838 |
5,345 |
+37 |
Sep12 |
120109 |
304.26 |
304.26 |
302.55 |
303.17 |
+0.85 |
1,871 |
8,570 |
-37 |
Oct12 |
120109 |
303.49 |
303.95 |
303.41 |
303.95 |
+0.80 |
825 |
3,198 |
+90 |
Nov12 |
120109 |
305.51 |
305.51 |
304.73 |
304.73 |
+0.75 |
482 |
2,088 |
-64 |
Dec12 |
120109 |
306.40 |
307.25 |
303.46 |
305.25 |
+0.77 |
3,212 |
18,461 |
+297 |
Jan13 |
120109 |
305.50 |
305.50 |
305.50 |
305.50 |
+0.82 |
54 |
2,853 |
+22 |
Total Volume and Open Interest |
175,528 |
266,365 |
+1,406 |
Gasoline(NYMEX) |
Feb12 |
120109 |
276.91 |
277.40 |
274.20 |
275.90 |
+0.74 |
48,705 |
79,379 |
+515 |
Mar12 |
120109 |
278.18 |
278.51 |
275.35 |
276.89 |
+0.47 |
28,614 |
52,666 |
+3,389 |
Apr12 |
120109 |
290.40 |
291.78 |
288.76 |
290.07 |
+0.04 |
15,013 |
38,467 |
+1,574 |
May12 |
120109 |
289.02 |
291.31 |
288.31 |
289.69 |
-0.07 |
8,010 |
31,201 |
+3,445 |
Jun12 |
120109 |
287.70 |
289.74 |
286.30 |
287.72 |
-0.09 |
5,644 |
29,251 |
+33 |
Jul12 |
120109 |
285.20 |
287.06 |
284.50 |
285.21 |
-0.15 |
2,578 |
13,362 |
+721 |
Aug12 |
120109 |
282.34 |
282.67 |
282.34 |
282.53 |
-0.21 |
1,313 |
10,983 |
+255 |
Sep12 |
120109 |
280.71 |
280.71 |
279.58 |
279.58 |
-0.29 |
584 |
8,725 |
-70 |
Oct12 |
120109 |
266.08 |
268.03 |
265.74 |
266.53 |
-0.21 |
455 |
5,716 |
-149 |
Nov12 |
120109 |
263.67 |
263.67 |
263.67 |
263.67 |
-0.21 |
280 |
2,938 |
+33 |
Total Volume and Open Interest |
111,999 |
291,142 |
+9,954 |
e-miNY RBOB Gasoline(NYM) |
Feb12 |
120109 |
275.90 |
275.90 |
275.90 |
275.90 |
+0.70 |
0 |
2 |
+0 |
Mar12 |
120109 |
276.90 |
276.90 |
276.89 |
276.90 |
+0.50 |
|
|
|
Apr12 |
120109 |
290.10 |
290.10 |
290.07 |
290.10 |
+0.10 |
|
|
|
May12 |
120109 |
289.70 |
289.70 |
289.69 |
289.70 |
-0.10 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Feb12 |
120109 |
3.011 |
3.032 |
2.977 |
3.011 |
-0.051 |
163,137 |
172,208 |
+1,136 |
Mar12 |
120109 |
3.048 |
3.073 |
3.021 |
3.050 |
-0.048 |
72,234 |
260,394 |
+8,835 |
Apr12 |
120109 |
3.111 |
3.125 |
3.083 |
3.115 |
-0.039 |
43,680 |
125,667 |
-677 |
May12 |
120109 |
3.162 |
3.181 |
3.138 |
3.172 |
-0.036 |
21,238 |
75,823 |
+557 |
Jun12 |
120109 |
3.220 |
3.233 |
3.194 |
3.227 |
-0.033 |
10,478 |
30,636 |
+937 |
Jul12 |
120109 |
3.280 |
3.288 |
3.249 |
3.283 |
-0.033 |
6,863 |
26,217 |
+471 |
Aug12 |
120109 |
3.290 |
3.313 |
3.275 |
3.309 |
-0.034 |
4,082 |
15,560 |
+427 |
Sep12 |
120109 |
3.310 |
3.318 |
3.280 |
3.313 |
-0.034 |
4,790 |
28,683 |
+949 |
Oct12 |
120109 |
3.347 |
3.355 |
3.316 |
3.349 |
-0.034 |
17,937 |
77,747 |
+1,303 |
Nov12 |
120109 |
3.485 |
3.492 |
3.459 |
3.488 |
-0.034 |
6,124 |
30,709 |
+1,180 |
Dec12 |
120109 |
3.745 |
3.754 |
3.723 |
3.751 |
-0.034 |
4,361 |
26,818 |
-72 |
Jan13 |
120109 |
3.867 |
3.884 |
3.853 |
3.878 |
-0.035 |
10,486 |
46,034 |
+567 |
Feb13 |
120109 |
3.871 |
3.878 |
3.851 |
3.878 |
-0.034 |
1,646 |
8,788 |
+100 |
Mar13 |
120109 |
3.855 |
3.855 |
3.827 |
3.850 |
-0.038 |
1,182 |
22,308 |
+32 |
Apr13 |
120109 |
3.802 |
3.814 |
3.788 |
3.809 |
-0.033 |
2,951 |
27,843 |
+196 |
May13 |
120109 |
3.825 |
3.830 |
3.815 |
3.829 |
-0.033 |
386 |
4,116 |
+291 |
Total Volume and Open Interest |
372,928 |
1,049,902 |
+16,455 |
Brent Crude Oil(ICE) |
Feb12 |
120109 |
113.42 |
113.88 |
111.80 |
112.45 |
-0.61 |
205,410 |
134,661 |
-2,443 |
Mar12 |
120109 |
113.13 |
113.58 |
111.67 |
112.32 |
-0.49 |
133,734 |
203,840 |
+6,929 |
Apr12 |
120109 |
112.80 |
113.30 |
111.51 |
112.15 |
-0.40 |
55,795 |
71,512 |
+7,449 |
May12 |
120109 |
112.53 |
112.98 |
111.26 |
111.95 |
-0.29 |
24,828 |
36,811 |
+2,089 |
Jun12 |
120109 |
112.24 |
112.61 |
110.92 |
111.66 |
-0.20 |
40,562 |
82,542 |
+891 |
Jul12 |
120109 |
111.53 |
112.16 |
110.74 |
111.33 |
-0.15 |
7,273 |
24,495 |
+826 |
Aug12 |
120109 |
111.30 |
111.78 |
110.37 |
110.97 |
-0.13 |
4,275 |
31,054 |
+222 |
Sep12 |
120109 |
110.83 |
111.31 |
109.86 |
110.52 |
-0.13 |
4,748 |
41,336 |
+154 |
Oct12 |
120109 |
110.39 |
110.88 |
109.51 |
110.10 |
-0.13 |
4,241 |
17,642 |
-61 |
Nov12 |
120109 |
109.71 |
109.71 |
109.71 |
109.71 |
-0.12 |
4,112 |
15,863 |
+270 |
Dec12 |
120109 |
109.65 |
110.08 |
108.60 |
109.31 |
-0.11 |
31,885 |
106,212 |
-146 |
Jan13 |
120109 |
108.89 |
108.89 |
108.89 |
108.89 |
-0.13 |
1,657 |
12,625 |
+212 |
Feb13 |
120109 |
108.47 |
108.47 |
108.47 |
108.47 |
-0.14 |
508 |
7,735 |
+186 |
Mar13 |
120109 |
108.04 |
108.04 |
108.04 |
108.04 |
-0.14 |
302 |
4,835 |
-10 |
Total Volume and Open Interest |
545,696 |
947,669 |
+16,792 |
Gas Oil(ICE) |
Jan12 |
120109 |
969.00 |
969.00 |
956.25 |
959.00 |
-1.75 |
48,362 |
54,586 |
-8,572 |
Feb12 |
120109 |
969.75 |
970.50 |
957.50 |
960.25 |
-0.50 |
119,908 |
115,360 |
+4,797 |
Mar12 |
120109 |
967.00 |
967.00 |
955.25 |
958.00 |
unch |
62,497 |
59,969 |
+2,706 |
Apr12 |
120109 |
960.75 |
963.50 |
952.25 |
955.00 |
+0.25 |
29,585 |
41,679 |
+3,770 |
May12 |
120109 |
957.00 |
960.25 |
949.25 |
951.75 |
+0.25 |
16,456 |
34,766 |
+1,062 |
Jun12 |
120109 |
955.25 |
958.25 |
946.50 |
949.25 |
+0.25 |
24,078 |
37,055 |
-784 |
Jul12 |
120109 |
954.00 |
957.25 |
946.25 |
948.75 |
+0.25 |
4,321 |
17,955 |
+519 |
Aug12 |
120109 |
953.50 |
957.00 |
948.25 |
948.25 |
+0.25 |
2,487 |
15,814 |
+130 |
Sep12 |
120109 |
953.25 |
956.25 |
945.75 |
948.00 |
+0.50 |
4,037 |
15,661 |
-82 |
Oct12 |
120109 |
951.00 |
955.25 |
946.50 |
946.75 |
+0.25 |
2,278 |
11,408 |
+123 |
Total Volume and Open Interest |
331,166 |
486,829 |
+5,855 |
Ethanol(CBOT) |
Jan12 |
120105 |
2.195 |
2.195 |
2.185 |
2.185 |
-0.043 |
48 |
65 |
-37 |
Feb12 |
120109 |
2.261 |
2.270 |
2.247 |
2.258 |
+0.035 |
230 |
977 |
-33 |
Mar12 |
120109 |
2.280 |
2.293 |
2.268 |
2.278 |
+0.035 |
183 |
1,463 |
-7 |
Apr12 |
120109 |
2.304 |
2.304 |
2.290 |
2.297 |
+0.036 |
42 |
821 |
+31 |
May12 |
120109 |
2.320 |
2.330 |
2.310 |
2.320 |
+0.036 |
108 |
1,005 |
-28 |
Jun12 |
120109 |
2.336 |
2.340 |
2.333 |
2.337 |
+0.030 |
107 |
830 |
+24 |
Jul12 |
120109 |
2.355 |
2.370 |
2.350 |
2.357 |
+0.027 |
282 |
1,201 |
+36 |
Aug12 |
120109 |
2.353 |
2.355 |
2.353 |
2.355 |
+0.023 |
221 |
938 |
+4 |
Total Volume and Open Interest |
1,586 |
10,102 |
+131 |
WTI Crude Oil(ICE) |
Feb12 |
120109 |
102.00 |
102.50 |
100.09 |
101.31 |
-0.25 |
62,762 |
55,931 |
-2,812 |
Mar12 |
120109 |
102.50 |
102.69 |
100.33 |
101.52 |
-0.26 |
21,769 |
41,280 |
+774 |
Apr12 |
120109 |
102.93 |
102.93 |
100.75 |
101.78 |
-0.26 |
11,423 |
24,577 |
+1,332 |
May12 |
120109 |
103.08 |
103.08 |
101.19 |
102.06 |
-0.24 |
6,921 |
25,704 |
-1,587 |
Jun12 |
120109 |
103.19 |
103.19 |
101.20 |
102.26 |
-0.20 |
11,647 |
48,697 |
+75 |
Jul12 |
120109 |
102.18 |
102.48 |
101.50 |
102.35 |
-0.15 |
2,580 |
12,162 |
-292 |
Aug12 |
120109 |
102.36 |
102.36 |
101.40 |
102.29 |
-0.08 |
1,752 |
8,670 |
-224 |
Sep12 |
120109 |
101.88 |
102.25 |
101.24 |
102.12 |
-0.01 |
1,915 |
12,887 |
+31 |
Oct12 |
120109 |
101.92 |
102.05 |
101.06 |
101.93 |
+0.06 |
1,305 |
6,738 |
-7 |
Nov12 |
120109 |
101.77 |
101.77 |
101.77 |
101.77 |
+0.12 |
1,347 |
6,441 |
+512 |
Dec12 |
120109 |
101.48 |
101.83 |
100.60 |
101.65 |
+0.16 |
10,094 |
54,236 |
+180 |
Jan13 |
120109 |
101.37 |
101.37 |
101.37 |
101.37 |
+0.17 |
657 |
3,919 |
+59 |
Feb13 |
120109 |
101.10 |
101.10 |
101.10 |
101.10 |
+0.19 |
87 |
1,093 |
+71 |
Mar13 |
120109 |
100.83 |
100.83 |
100.83 |
100.83 |
+0.20 |
60 |
1,617 |
-20 |
Apr13 |
120109 |
100.58 |
100.58 |
100.58 |
100.58 |
+0.20 |
0 |
393 |
+0 |
May13 |
120109 |
100.33 |
100.33 |
100.33 |
100.33 |
+0.21 |
0 |
574 |
+0 |
Total Volume and Open Interest |
144,364 |
392,677 |
-302 |
US Dollar Index(ICE) |
Mar12 |
120109 |
81.670 |
81.855 |
81.255 |
81.387 |
-0.210 |
18,586 |
65,267 |
+374 |
Jun12 |
120109 |
81.848 |
81.848 |
81.848 |
81.848 |
-0.200 |
16 |
523 |
+9 |
Sep12 |
120109 |
82.448 |
82.448 |
82.448 |
82.448 |
-0.200 |
|
|
|
Total Volume and Open Interest |
18,602 |
65,790 |
+383 |
Australian Dollar(CME) |
Mar12 |
120109 |
101.27 |
101.78 |
100.65 |
101.53 |
-0.02 |
122,412 |
120,078 |
-1,063 |
Jun12 |
120109 |
100.64 |
100.66 |
100.64 |
100.64 |
-0.02 |
13 |
78 |
+0 |
Sep12 |
120109 |
99.84 |
99.87 |
99.84 |
99.84 |
-0.03 |
0 |
110 |
+0 |
Total Volume and Open Interest |
122,425 |
120,274 |
-1,063 |
British Pound(CME) |
Mar12 |
120109 |
154.11 |
154.61 |
153.86 |
154.29 |
+0.15 |
82,304 |
195,090 |
+5,569 |
Jun12 |
120109 |
154.20 |
154.27 |
153.99 |
154.14 |
+0.15 |
6 |
58 |
-2 |
Sep12 |
120109 |
153.99 |
153.99 |
153.83 |
153.99 |
+0.16 |
0 |
3 |
+0 |
Total Volume and Open Interest |
82,311 |
195,154 |
+5,568 |
Canadian Dollar(CME) |
Mar12 |
120109 |
96.97 |
97.66 |
96.75 |
97.47 |
+0.23 |
74,457 |
112,630 |
-353 |
Jun12 |
120109 |
96.86 |
97.46 |
96.64 |
97.29 |
+0.23 |
160 |
2,697 |
+44 |
Sep12 |
120109 |
96.86 |
97.18 |
96.86 |
97.14 |
+0.22 |
42 |
1,378 |
+21 |
Dec12 |
120109 |
96.91 |
97.02 |
96.79 |
97.02 |
+0.21 |
28 |
363 |
+17 |
Total Volume and Open Interest |
74,688 |
117,086 |
-271 |
Japanese Yen(CME) |
Mar12 |
120109 |
130.27 |
130.39 |
129.98 |
130.20 |
+0.24 |
69,834 |
163,496 |
+709 |
Jun12 |
120109 |
130.41 |
130.41 |
130.19 |
130.41 |
+0.22 |
14 |
327 |
-3 |
Sep12 |
120109 |
130.66 |
130.66 |
130.46 |
130.66 |
+0.20 |
3 |
12 |
+3 |
Total Volume and Open Interest |
69,851 |
163,836 |
+709 |
Swiss Franc(CME) |
Mar12 |
120109 |
104.58 |
105.50 |
104.31 |
105.28 |
+0.45 |
26,734 |
42,534 |
+2,941 |
Jun12 |
120109 |
105.48 |
105.52 |
105.08 |
105.52 |
+0.44 |
3 |
19 |
+1 |
Sep12 |
120109 |
105.79 |
105.79 |
105.38 |
105.79 |
+0.41 |
0 |
5 |
+0 |
Total Volume and Open Interest |
26,737 |
42,559 |
+2,942 |
EuroFX(CME) |
Mar12 |
120109 |
127.00 |
127.91 |
126.73 |
127.61 |
+0.32 |
266,261 |
296,662 |
+5,242 |
Jun12 |
120109 |
126.90 |
128.00 |
126.90 |
127.75 |
+0.32 |
305 |
1,762 |
-1 |
Sep12 |
120109 |
128.00 |
128.00 |
127.62 |
127.91 |
+0.29 |
0 |
33 |
+0 |
Total Volume and Open Interest |
266,566 |
298,476 |
+5,241 |
Mexican Peso(CME) |
Jan12 |
120109 |
728.8 |
728.8 |
728.8 |
728.8 |
unch |
0 |
95 |
+0 |
Feb12 |
120109 |
727.0 |
727.0 |
727.0 |
727.0 |
unch |
0 |
4,000 |
+0 |
Total Volume and Open Interest |
29,291 |
123,501 |
-560 |
Brazilian Real(CME) |
Feb12 |
120109 |
539.80 |
542.15 |
536.30 |
539.80 |
+3.45 |
15 |
784 |
-15 |
Mar12 |
120109 |
534.00 |
538.10 |
534.00 |
536.75 |
+3.25 |
738 |
4,230 |
+36 |
Apr12 |
120109 |
533.50 |
533.50 |
533.50 |
533.50 |
+3.25 |
|
|
|
May12 |
120109 |
530.30 |
530.30 |
530.30 |
530.30 |
+3.25 |
|
|
|
Total Volume and Open Interest |
753 |
18,630 |
+21 |
30-Year T-Bonds(CBOT) |
Mar12 |
120109 |
142~310 |
143~240 |
142~160 |
142~290 |
-0~040 |
305,080 |
585,085 |
+7,776 |
Jun12 |
120109 |
142~050 |
142~050 |
141~150 |
141~150 |
-0~040 |
9 |
179 |
-1 |
Sep12 |
120109 |
140~010 |
140~050 |
140~010 |
140~010 |
-0~040 |
|
|
|
Total Volume and Open Interest |
305,089 |
585,264 |
+7,775 |
10-Year T-Notes(CBOT) |
Mar12 |
120109 |
130~240 |
131~040 |
130~185 |
130~275 |
+0~035 |
1,020,608 |
1,517,844 |
+25,437 |
Jun12 |
120109 |
130~170 |
130~170 |
130~135 |
130~170 |
+0~035 |
8 |
152 |
+2 |
Sep12 |
120109 |
129~220 |
129~220 |
129~185 |
129~220 |
+0~035 |
|
|
|
Total Volume and Open Interest |
1,020,616 |
1,517,996 |
+25,439 |
5-Year T-Notes(CBOT) |
Mar12 |
120109 |
123~026 |
123~050 |
123~017 |
123~039 |
+0~012 |
547,473 |
1,272,407 |
-1,857 |
Jun12 |
120109 |
123~011 |
123~011 |
122~124 |
123~011 |
+0~015 |
51 |
11 |
-19 |
Sep12 |
120109 |
122~035 |
122~035 |
122~020 |
122~035 |
+0~015 |
|
|
|
Total Volume and Open Interest |
547,524 |
1,272,418 |
-1,876 |
2 Year T-Notes(CBOT) |
Mar12 |
120109 |
110~032 |
110~037 |
110~032 |
110~036 |
+0~003 |
105,696 |
676,793 |
-7,427 |
Jun12 |
120109 |
110~018 |
110~018 |
110~015 |
110~018 |
+0~003 |
|
|
|
Sep12 |
120109 |
109~084 |
109~084 |
109~081 |
109~084 |
+0~003 |
|
|
|
Total Volume and Open Interest |
105,696 |
676,793 |
-7,427 |
Eurodollars(CME) |
Mar12 |
120109 |
99.410 |
99.450 |
99.410 |
99.440 |
+0.035 |
164,446 |
953,908 |
-8,474 |
Jun12 |
120109 |
99.365 |
99.410 |
99.360 |
99.400 |
+0.045 |
139,265 |
956,774 |
-12,735 |
Sep12 |
120109 |
99.335 |
99.375 |
99.330 |
99.370 |
+0.045 |
157,377 |
741,066 |
-21,229 |
Dec12 |
120109 |
99.315 |
99.355 |
99.310 |
99.350 |
+0.045 |
129,284 |
725,654 |
-19,720 |
Mar13 |
120109 |
99.315 |
99.355 |
99.315 |
99.350 |
+0.045 |
152,575 |
768,365 |
-13,869 |
Jun13 |
120109 |
99.305 |
99.335 |
99.295 |
99.330 |
+0.040 |
125,928 |
588,327 |
-3,153 |
Sep13 |
120109 |
99.260 |
99.300 |
99.260 |
99.295 |
+0.040 |
122,796 |
495,912 |
-1,304 |
Dec13 |
120109 |
99.200 |
99.230 |
99.200 |
99.230 |
+0.035 |
113,111 |
482,918 |
+7,496 |
Mar14 |
120109 |
99.115 |
99.145 |
99.110 |
99.145 |
+0.030 |
126,717 |
391,738 |
+7,359 |
Jun14 |
120109 |
99.000 |
99.025 |
98.990 |
99.020 |
+0.025 |
113,339 |
323,485 |
+1,262 |
Sep14 |
120109 |
98.850 |
98.885 |
98.845 |
98.875 |
+0.020 |
93,905 |
207,332 |
-1,853 |
Dec14 |
120109 |
98.700 |
98.735 |
98.680 |
98.710 |
+0.015 |
93,342 |
213,508 |
+2,913 |
Mar15 |
120109 |
98.560 |
98.585 |
98.530 |
98.560 |
+0.010 |
58,617 |
163,496 |
+8,073 |
Jun15 |
120109 |
0.091 |
0.121 |
0.056 |
0.091 |
+0.005 |
42,110 |
108,538 |
+1,272 |
Sep15 |
120109 |
6.475 |
6.505 |
6.440 |
6.475 |
+0.005 |
23,684 |
72,264 |
-726 |
Dec15 |
120109 |
6.300 |
6.330 |
6.255 |
6.295 |
+0.005 |
23,170 |
59,355 |
-1,844 |
Mar16 |
120109 |
6.160 |
6.180 |
6.105 |
6.145 |
+0.005 |
15,611 |
51,769 |
-606 |
Jun16 |
120109 |
6.005 |
6.030 |
5.955 |
6.000 |
+0.005 |
12,175 |
39,573 |
+1,248 |
Total Volume and Open Interest |
1,751,487 |
7,590,903 |
-49,372 |
30 Day Federal Funds(CBOT) |
Jan12 |
120109 |
99.927 |
99.927 |
99.925 |
99.927 |
unch |
1,346 |
69,443 |
+99 |
Feb12 |
120109 |
99.925 |
99.925 |
99.920 |
99.920 |
unch |
1,352 |
54,646 |
+53 |
Mar12 |
120109 |
99.920 |
99.920 |
99.915 |
99.915 |
unch |
1,512 |
34,432 |
+388 |
Apr12 |
120109 |
99.915 |
99.915 |
99.910 |
99.910 |
unch |
2,811 |
36,849 |
-949 |
May12 |
120109 |
99.910 |
99.910 |
99.905 |
99.905 |
unch |
1,231 |
43,769 |
+42 |
Jun12 |
120109 |
99.905 |
99.910 |
99.900 |
99.900 |
unch |
2,362 |
32,589 |
+567 |
Total Volume and Open Interest |
21,280 |
514,754 |
+519 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120109 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
40 |
+0 |
Jun12 |
120109 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Sep12 |
120109 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
|
|
|
Dec12 |
120109 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Mar13 |
120109 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Jun13 |
120109 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
Sep13 |
120109 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
Dec13 |
120109 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
Mar14 |
120109 |
99.395 |
99.395 |
99.395 |
99.395 |
unch |
|
|
|
Jun14 |
120109 |
99.255 |
99.255 |
99.255 |
99.255 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120109 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,949 |
+0 |
Jun12 |
120109 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,440 |
+0 |
Sep12 |
120109 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
711 |
+0 |
Dec12 |
120109 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
115 |
+0 |
Mar13 |
120109 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
120109 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
208 |
+0 |
Sep13 |
120109 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
325 |
+0 |
Dec13 |
120109 |
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 |
120109 |
139.03 |
139.12 |
138.49 |
139.10 |
+0.26 |
621,714 |
882,184 |
+22,574 |
Jun12 |
120109 |
137.19 |
137.40 |
136.85 |
137.40 |
+0.28 |
42 |
217 |
+10 |
Sep12 |
120109 |
137.40 |
137.40 |
137.40 |
137.40 |
+0.26 |
|
|
|
Total Volume and Open Interest |
621,756 |
882,401 |
+22,584 |
Euro-Bobl(EUREX) |
Mar12 |
120109 |
125.17 |
125.18 |
124.86 |
125.11 |
+0.11 |
326,476 |
653,249 |
+1,553 |
Jun12 |
120109 |
123.51 |
123.51 |
123.51 |
123.51 |
+0.11 |
|
|
|
Sep12 |
120109 |
123.51 |
123.51 |
123.51 |
123.51 |
+0.11 |
|
|
|
Total Volume and Open Interest |
326,476 |
653,249 |
+1,553 |
3-Mth Euribor(EUREX) |
Mar12 |
120109 |
98.990 |
98.990 |
98.990 |
98.990 |
+0.005 |
5 |
1,259 |
+0 |
Jun12 |
120109 |
99.080 |
99.080 |
99.080 |
99.080 |
+0.010 |
5 |
1,410 |
+5 |
Sep12 |
120109 |
99.115 |
99.115 |
99.115 |
99.115 |
+0.015 |
6 |
928 |
+4 |
Total Volume and Open Interest |
163 |
5,932 |
+117 |
Long Gilt(LIFFE) |
Mar12 |
120109 |
116~19 |
116~27 |
116~08 |
116~24 |
+0~09 |
106,852 |
313,318 |
+6,855 |
Jun12 |
120109 |
115~26 |
115~26 |
115~26 |
115~26 |
+0~08 |
5 |
5 |
+5 |
Total Volume and Open Interest |
106,857 |
313,323 |
+6,860 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120109 |
98.90 |
98.91 |
98.88 |
98.90 |
+0.01 |
47,181 |
301,274 |
+5,500 |
Jun12 |
120109 |
98.91 |
98.96 |
98.91 |
98.95 |
+0.04 |
53,066 |
221,428 |
+1,142 |
Sep12 |
120109 |
98.95 |
99.00 |
98.94 |
98.98 |
+0.04 |
72,555 |
261,326 |
+1,336 |
Dec12 |
120109 |
98.96 |
99.00 |
98.94 |
98.98 |
+0.04 |
64,920 |
200,686 |
-11,862 |
Mar13 |
120109 |
98.96 |
99.01 |
98.95 |
98.99 |
+0.04 |
58,787 |
228,121 |
+2,873 |
Jun13 |
120109 |
98.95 |
99.00 |
98.92 |
98.98 |
+0.05 |
32,116 |
195,578 |
+1,905 |
Total Volume and Open Interest |
436,285 |
1,853,724 |
+16,587 |
3-Mth Euribor(LIFFE) |
Mar12 |
120109 |
98.995 |
99.000 |
98.980 |
98.990 |
+0.005 |
162,908 |
514,695 |
+13,836 |
Jun12 |
120109 |
99.090 |
99.090 |
99.060 |
99.080 |
+0.010 |
89,237 |
413,762 |
+7,455 |
Sep12 |
120109 |
99.120 |
99.130 |
99.090 |
99.115 |
+0.015 |
90,363 |
428,809 |
+7,558 |
Total Volume and Open Interest |
669,965 |
3,082,174 |
+40,456 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120109 |
95.93 |
95.95 |
95.91 |
95.93 |
-0.03 |
16,025 |
217,701 |
-2,662 |
Jun12 |
120109 |
96.28 |
96.31 |
96.25 |
96.29 |
+0.01 |
14,396 |
165,768 |
-827 |
Sep12 |
120109 |
96.35 |
96.41 |
96.31 |
96.40 |
+0.05 |
7,261 |
116,269 |
-186 |
Dec12 |
120109 |
96.25 |
96.35 |
96.24 |
96.34 |
+0.06 |
2,392 |
70,841 |
+104 |
Mar13 |
120109 |
96.17 |
96.27 |
96.15 |
96.27 |
+0.08 |
2,623 |
51,537 |
-490 |
Jun13 |
120109 |
96.10 |
96.19 |
96.07 |
96.19 |
+0.08 |
1,394 |
48,742 |
+136 |
Sep13 |
120109 |
95.99 |
96.11 |
95.99 |
96.11 |
+0.07 |
1,461 |
27,015 |
+612 |
Dec13 |
120109 |
95.97 |
96.05 |
95.93 |
96.05 |
+0.07 |
2,537 |
19,995 |
+1,901 |
Mar14 |
120109 |
95.87 |
95.99 |
95.87 |
95.99 |
+0.08 |
306 |
1,698 |
+301 |
Jun14 |
120109 |
95.80 |
95.92 |
95.80 |
95.92 |
+0.08 |
231 |
626 |
+16 |
Total Volume and Open Interest |
48,626 |
720,316 |
-1,095 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120109 |
96.14 |
96.21 |
96.12 |
96.20 |
+0.05 |
30,387 |
345,818 |
-2,665 |
Jun12 |
120109 |
96.20 |
96.20 |
96.20 |
96.20 |
+0.05 |
|
|
|
Total Volume and Open Interest |
30,387 |
345,818 |
-2,665 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120109 |
96.82 |
96.90 |
96.79 |
96.89 |
+0.05 |
80,895 |
373,898 |
+5,481 |
Jun12 |
120109 |
96.89 |
96.89 |
96.89 |
96.89 |
+0.05 |
|
|
|
Total Volume and Open Interest |
80,895 |
373,898 |
+5,481 |
Gold(CMX) |
Feb12 |
120109 |
1617.7 |
1624.6 |
1605.7 |
1608.1 |
-8.7 |
176,473 |
220,180 |
-4,583 |
Apr12 |
120109 |
1618.3 |
1627.0 |
1609.0 |
1610.8 |
-8.8 |
9,060 |
47,997 |
+763 |
Jun12 |
120109 |
1621.3 |
1629.5 |
1611.9 |
1613.5 |
-8.8 |
6,118 |
35,940 |
+860 |
Aug12 |
120109 |
1629.4 |
1630.8 |
1615.6 |
1615.7 |
-8.8 |
784 |
15,039 |
+132 |
Oct12 |
120109 |
1619.2 |
1619.6 |
1617.9 |
1617.9 |
-8.8 |
330 |
11,066 |
+9 |
Dec12 |
120109 |
1633.5 |
1635.0 |
1620.5 |
1620.5 |
-8.8 |
8,161 |
26,528 |
+952 |
Feb13 |
120109 |
1625.0 |
1625.0 |
1622.6 |
1622.6 |
-9.0 |
604 |
4,153 |
+352 |
Apr13 |
120109 |
1625.1 |
1625.1 |
1625.1 |
1625.1 |
-9.0 |
300 |
2,316 |
+300 |
Jun13 |
120109 |
1628.1 |
1628.1 |
1628.1 |
1628.1 |
-9.1 |
242 |
10,437 |
+56 |
Aug13 |
120109 |
1631.2 |
1631.2 |
1631.2 |
1631.2 |
-9.2 |
0 |
45 |
+0 |
Oct13 |
120109 |
1634.5 |
1634.5 |
1634.5 |
1634.5 |
-9.3 |
|
|
|
Dec13 |
120109 |
1637.9 |
1637.9 |
1637.9 |
1637.9 |
-9.4 |
75 |
10,671 |
+29 |
Total Volume and Open Interest |
203,245 |
420,380 |
-841 |
Silver(CMX) |
Mar12 |
120109 |
2877.0 |
2920.5 |
2855.0 |
2878.2 |
+9.9 |
39,296 |
57,726 |
+506 |
May12 |
120109 |
2865.0 |
2921.0 |
2861.0 |
2882.4 |
+10.0 |
1,870 |
10,562 |
-94 |
Jul12 |
120109 |
2878.0 |
2903.0 |
2868.5 |
2885.7 |
+10.2 |
589 |
4,232 |
+255 |
Sep12 |
120109 |
2904.5 |
2904.5 |
2887.8 |
2887.8 |
+10.2 |
147 |
2,677 |
+55 |
Dec12 |
120109 |
2888.0 |
2930.0 |
2887.0 |
2890.7 |
+10.0 |
446 |
14,195 |
-95 |
Mar13 |
120109 |
2889.8 |
2889.8 |
2889.8 |
2889.8 |
+10.0 |
1 |
1,194 |
+1 |
May13 |
120109 |
2888.1 |
2888.1 |
2888.1 |
2888.1 |
+10.2 |
0 |
1,085 |
+0 |
Total Volume and Open Interest |
42,654 |
106,471 |
+783 |
Platinum(NYMEX) |
Jan12 |
120109 |
1388.7 |
1427.6 |
1388.7 |
1427.5 |
+23.0 |
86 |
148 |
-31 |
Apr12 |
120109 |
1405.5 |
1434.2 |
1391.3 |
1429.6 |
+21.4 |
5,359 |
41,307 |
+75 |
Jul12 |
120109 |
1401.5 |
1437.0 |
1400.4 |
1434.0 |
+21.4 |
26 |
936 |
+17 |
Oct12 |
120109 |
1437.7 |
1437.7 |
1437.7 |
1437.7 |
+21.4 |
3 |
115 |
+1 |
Total Volume and Open Interest |
5,474 |
42,507 |
+62 |
Palladium(NYMEX) |
Mar12 |
120109 |
614.00 |
621.00 |
607.00 |
617.85 |
+3.85 |
3,252 |
16,767 |
-187 |
Jun12 |
120109 |
619.30 |
619.30 |
619.30 |
619.30 |
+3.95 |
16 |
526 |
+3 |
Sep12 |
120109 |
620.75 |
620.75 |
620.75 |
620.75 |
+3.95 |
0 |
138 |
+0 |
Total Volume and Open Interest |
3,268 |
17,431 |
-184 |
Copper(CMX) |
Mar12 |
120109 |
343.45 |
344.20 |
337.80 |
341.60 |
-1.90 |
42,333 |
72,030 |
+563 |
May12 |
120109 |
343.60 |
344.95 |
339.70 |
342.75 |
-1.90 |
3,052 |
24,578 |
-80 |
Jul12 |
120109 |
343.45 |
344.35 |
342.70 |
343.65 |
-1.90 |
1,268 |
8,228 |
+568 |
Sep12 |
120109 |
344.30 |
344.45 |
344.30 |
344.30 |
-1.95 |
564 |
4,151 |
+476 |
Dec12 |
120109 |
345.55 |
345.55 |
344.30 |
344.90 |
-1.95 |
396 |
2,942 |
-122 |
Total Volume and Open Interest |
48,155 |
122,728 |
+1,384 |
DJIA Index(CBOT) |
Mar12 |
120109 |
12265 |
12339 |
12262 |
12337 |
+28 |
159 |
10,264 |
+14 |
Jun12 |
120109 |
12267 |
12267 |
12239 |
12267 |
+28 |
0 |
404 |
+0 |
Sep12 |
120109 |
12204 |
12204 |
12176 |
12204 |
+28 |
|
|
|
Dec12 |
120109 |
12127 |
12127 |
12099 |
12127 |
+28 |
|
|
|
Total Volume and Open Interest |
159 |
10,668 |
+14 |
E-mini DJIA Index(CBOT) |
Mar12 |
120109 |
12312 |
12352 |
12252 |
12337 |
+28 |
108,630 |
99,666 |
+1,190 |
Jun12 |
120109 |
12266 |
12267 |
12266 |
12267 |
+28 |
5 |
56 |
+1 |
Sep12 |
120109 |
12209 |
12209 |
12150 |
12204 |
+28 |
0 |
9 |
+0 |
Dec12 |
120109 |
12127 |
12127 |
12127 |
12127 |
+28 |
|
|
|
Total Volume and Open Interest |
108,635 |
99,731 |
+1,191 |
S & P 500(CME) |
Mar12 |
120109 |
1274.80 |
1277.80 |
1267.60 |
1275.60 |
+1.40 |
9,122 |
229,103 |
-2,494 |
Jun12 |
120109 |
1270.10 |
1271.70 |
1264.70 |
1270.10 |
+1.40 |
281 |
2,944 |
-325 |
Sep12 |
120109 |
1264.80 |
1266.40 |
1259.40 |
1264.80 |
+1.40 |
0 |
964 |
+0 |
Dec12 |
120109 |
1259.20 |
1260.80 |
1253.80 |
1259.20 |
+1.40 |
0 |
201 |
+0 |
Total Volume and Open Interest |
9,403 |
233,212 |
-2,819 |
S & P 500 E-Mini(Globex) |
Mar12 |
120109 |
1274.75 |
1277.75 |
1267.25 |
1275.50 |
+1.25 |
1,819,520 |
2,580,006 |
+19,524 |
Jun12 |
120109 |
1262.50 |
1272.00 |
1262.50 |
1270.00 |
+1.25 |
1,236 |
12,534 |
-176 |
Total Volume and Open Interest |
1,820,778 |
2,592,749 |
+19,345 |
NASDAQ 100(CME) |
Mar12 |
120109 |
2352.30 |
2363.00 |
2338.00 |
2346.80 |
-5.50 |
1,272 |
8,489 |
+711 |
Jun12 |
120109 |
2342.80 |
2344.00 |
2342.80 |
2342.80 |
-5.50 |
|
|
|
Sep12 |
120109 |
2340.30 |
2341.50 |
2340.30 |
2340.30 |
-5.50 |
|
|
|
Total Volume and Open Interest |
1,272 |
8,489 |
+711 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120109 |
2353.30 |
2363.50 |
2338.50 |
2346.80 |
-5.50 |
195,109 |
285,434 |
+16,556 |
Jun12 |
120109 |
2341.00 |
2342.80 |
2341.00 |
2342.80 |
-5.50 |
66 |
69 |
+35 |
Total Volume and Open Interest |
195,175 |
285,506 |
+16,591 |
S & P Midcap 400(CME) |
Mar12 |
120109 |
892.60 |
893.00 |
887.00 |
892.60 |
+3.30 |
0 |
841 |
+0 |
Jun12 |
120109 |
890.60 |
891.00 |
890.60 |
890.60 |
+3.30 |
|
|
|
Sep12 |
120109 |
888.60 |
889.00 |
888.60 |
888.60 |
+3.30 |
|
|
|
Total Volume and Open Interest |
0 |
841 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120109 |
8350 |
8400 |
8300 |
8360 |
unch |
4,047 |
22,827 |
-548 |
Jun12 |
120109 |
8295 |
8305 |
8295 |
8305 |
unch |
0 |
25 |
+0 |
Total Volume and Open Interest |
4,047 |
22,852 |
-548 |
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 |
120109 |
3124.0 |
3158.5 |
3113.5 |
3129.0 |
-6.0 |
73,360 |
266,155 |
+6,507 |
Feb12 |
120109 |
3140.0 |
3153.0 |
3119.0 |
3128.5 |
-6.5 |
70 |
1,015 |
+58 |
Mar12 |
120109 |
3133.5 |
3152.5 |
3118.0 |
3129.0 |
-5.5 |
601 |
20,575 |
-161 |
Total Volume and Open Interest |
74,031 |
287,795 |
+6,404 |
Hang Seng Index(HKFE) |
Jan12 |
120109 |
18591 |
18928 |
18266 |
18920 |
+271 |
44,651 |
83,679 |
-293 |
Feb12 |
120109 |
18589 |
18924 |
18276 |
18921 |
+271 |
454 |
750 |
+272 |
Mar12 |
120109 |
18500 |
18860 |
18235 |
18860 |
+276 |
675 |
3,983 |
-38 |
Total Volume and Open Interest |
46,137 |
90,312 |
+204 |
DAX(EUREX) |
Mar12 |
120109 |
6022.5 |
6083.5 |
5992.5 |
6027.5 |
-33.0 |
143,120 |
155,201 |
-1,486 |
Jun12 |
120109 |
6080.0 |
6090.0 |
6014.0 |
6040.0 |
-33.0 |
788 |
5,857 |
+251 |
Sep12 |
120109 |
6053.0 |
6061.0 |
6049.0 |
6049.0 |
-33.0 |
10 |
500 |
+7 |
Total Volume and Open Interest |
143,918 |
161,558 |
-1,228 |
FT-SE 100(EURONEXT) |
Mar12 |
120109 |
5587.50 |
5635.00 |
5561.50 |
5574.00 |
-30.50 |
102,334 |
613,522 |
+6,522 |
Jun12 |
120109 |
5536.00 |
5536.00 |
5525.00 |
5528.50 |
-30.50 |
2 |
3,711 |
+1 |
Sep12 |
120109 |
5497.00 |
5497.00 |
5497.00 |
5497.00 |
-30.50 |
10 |
10 |
+10 |
Total Volume and Open Interest |
102,346 |
617,243 |
+6,533 |
SPI 200(SFE) |
Mar12 |
120109 |
4083.0 |
4116.0 |
4062.0 |
4072.0 |
-8.0 |
28,308 |
194,712 |
+945 |
Jun12 |
120109 |
4080.0 |
4080.0 |
4080.0 |
4080.0 |
-8.0 |
173 |
2,081 |
+147 |
Sep12 |
120109 |
4041.0 |
4041.0 |
4041.0 |
4041.0 |
-8.0 |
1 |
1,085 |
+0 |
Total Volume and Open Interest |
29,170 |
200,937 |
+1,064 |
GSCI(CME) |
Jan12 |
120109 |
660.00 |
665.50 |
658.50 |
663.00 |
+0.50 |
488 |
9,081 |
+297 |
Feb12 |
120109 |
664.75 |
667.50 |
660.00 |
664.75 |
+0.75 |
0 |
102 |
+0 |
Mar12 |
120109 |
667.25 |
670.00 |
662.50 |
667.25 |
+0.75 |
0 |
1 |
+0 |
Total Volume and Open Interest |
488 |
9,184 |
+297 |
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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