|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed January 11, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
120111 |
1221.50 |
1221.50 |
1195.00 |
1197.50 |
-26.25 |
3,239 |
1,951 |
-1,004 |
Mar12 |
120111 |
1228.00 |
1232.00 |
1200.50 |
1203.00 |
-29.00 |
111,715 |
201,886 |
-2,887 |
May12 |
120111 |
1237.25 |
1241.00 |
1210.50 |
1212.50 |
-28.50 |
29,495 |
92,193 |
+297 |
Jul12 |
120111 |
1247.75 |
1250.00 |
1220.00 |
1222.25 |
-28.00 |
27,331 |
79,079 |
+1,001 |
Aug12 |
120111 |
1228.00 |
1244.25 |
1218.25 |
1219.00 |
-25.25 |
276 |
1,800 |
+94 |
Sep12 |
120111 |
1217.25 |
1231.75 |
1210.00 |
1210.75 |
-21.00 |
96 |
1,658 |
-12 |
Nov12 |
120111 |
1220.00 |
1222.00 |
1201.75 |
1204.50 |
-18.00 |
10,670 |
60,294 |
+773 |
Jan13 |
120111 |
1230.00 |
1230.00 |
1210.25 |
1213.25 |
-17.75 |
170 |
14,948 |
-77 |
Mar13 |
120111 |
1230.00 |
1237.75 |
1218.50 |
1220.00 |
-17.75 |
236 |
1,114 |
-3 |
May13 |
120111 |
1220.50 |
1238.00 |
1220.50 |
1220.50 |
-17.50 |
60 |
294 |
+9 |
Jul13 |
120111 |
1226.00 |
1239.50 |
1220.50 |
1222.50 |
-17.00 |
64 |
722 |
-7 |
Aug13 |
120111 |
1218.75 |
1233.75 |
1218.75 |
1218.75 |
-15.00 |
0 |
2 |
+0 |
Sep13 |
120111 |
1201.00 |
1217.00 |
1201.00 |
1201.00 |
-16.00 |
|
|
|
Nov13 |
120111 |
1203.00 |
1203.00 |
1186.00 |
1188.00 |
-15.00 |
40 |
2,327 |
+1 |
Total Volume and Open Interest |
183,404 |
458,618 |
-1,815 |
Soybean Meal(CBOT) |
Jan12 |
120111 |
316.00 |
316.00 |
308.90 |
310.00 |
-9.00 |
736 |
1,009 |
-317 |
Mar12 |
120111 |
321.40 |
322.70 |
311.60 |
312.80 |
-9.70 |
39,951 |
82,718 |
+71 |
May12 |
120111 |
324.20 |
325.20 |
314.50 |
315.60 |
-9.50 |
9,267 |
31,985 |
+352 |
Jul12 |
120111 |
327.40 |
328.00 |
316.50 |
318.70 |
-9.30 |
5,690 |
29,410 |
-538 |
Aug12 |
120111 |
321.10 |
327.00 |
318.00 |
318.90 |
-8.10 |
365 |
6,249 |
-36 |
Sep12 |
120111 |
323.80 |
323.80 |
317.90 |
318.50 |
-6.70 |
315 |
5,520 |
-57 |
Oct12 |
120111 |
318.40 |
320.60 |
314.90 |
316.00 |
-4.60 |
353 |
3,371 |
-59 |
Dec12 |
120111 |
318.40 |
319.70 |
314.50 |
316.30 |
-3.40 |
2,920 |
15,996 |
-380 |
Jan13 |
120111 |
317.80 |
321.20 |
317.80 |
317.80 |
-3.40 |
112 |
1,659 |
+26 |
Mar13 |
120111 |
321.80 |
324.30 |
320.40 |
320.90 |
-3.40 |
37 |
2,139 |
-3 |
Total Volume and Open Interest |
59,774 |
182,340 |
-932 |
Soybean Oil(CBOT) |
Jan12 |
120111 |
51.58 |
51.68 |
51.44 |
51.59 |
-0.61 |
419 |
448 |
-661 |
Mar12 |
120111 |
52.35 |
52.45 |
51.61 |
51.89 |
-0.61 |
56,674 |
146,558 |
-2,084 |
May12 |
120111 |
52.83 |
52.83 |
52.02 |
52.27 |
-0.61 |
9,199 |
52,464 |
+578 |
Jul12 |
120111 |
53.14 |
53.15 |
52.33 |
52.61 |
-0.61 |
9,781 |
37,488 |
+1,468 |
Aug12 |
120111 |
52.70 |
52.77 |
52.46 |
52.62 |
-0.65 |
1,056 |
5,596 |
+245 |
Sep12 |
120111 |
52.51 |
52.75 |
52.50 |
52.62 |
-0.67 |
752 |
5,398 |
+58 |
Oct12 |
120111 |
52.92 |
52.92 |
52.32 |
52.52 |
-0.69 |
515 |
5,698 |
-56 |
Dec12 |
120111 |
53.12 |
53.12 |
52.30 |
52.52 |
-0.69 |
2,275 |
22,129 |
+206 |
Jan13 |
120111 |
52.67 |
53.36 |
52.67 |
52.67 |
-0.69 |
8 |
104 |
+7 |
Mar13 |
120111 |
52.92 |
53.61 |
52.92 |
52.92 |
-0.69 |
0 |
253 |
+0 |
Total Volume and Open Interest |
80,712 |
276,946 |
-222 |
Canola(WCE) |
Jan12 |
120111 |
516.9 |
516.9 |
516.9 |
516.9 |
-7.0 |
|
|
|
Mar12 |
120111 |
530.9 |
531.0 |
523.2 |
523.9 |
-7.0 |
14,031 |
81,534 |
+2,492 |
May12 |
120111 |
535.5 |
535.9 |
527.3 |
527.7 |
-8.4 |
3,157 |
24,536 |
+1,270 |
Jul12 |
120111 |
540.0 |
540.0 |
531.0 |
531.4 |
-9.2 |
2,739 |
15,007 |
+483 |
Nov12 |
120111 |
514.1 |
514.1 |
508.5 |
509.1 |
-9.3 |
2,150 |
22,231 |
+1,716 |
Total Volume and Open Interest |
22,286 |
144,608 |
+6,130 |
Corn(CBOT) |
Mar12 |
120111 |
651.50 |
655.50 |
646.00 |
651.50 |
-0.50 |
178,662 |
507,577 |
+1,088 |
May12 |
120111 |
658.50 |
662.50 |
653.25 |
658.25 |
-1.00 |
36,632 |
216,143 |
+2,447 |
Jul12 |
120111 |
664.00 |
667.75 |
658.50 |
663.25 |
-1.25 |
38,598 |
186,089 |
+1,416 |
Sep12 |
120111 |
611.75 |
615.50 |
608.00 |
611.50 |
-1.50 |
6,016 |
47,279 |
+354 |
Dec12 |
120111 |
585.00 |
588.75 |
580.25 |
582.50 |
-4.00 |
23,924 |
195,162 |
+2,294 |
Mar13 |
120111 |
596.50 |
600.25 |
592.00 |
592.00 |
-6.50 |
815 |
37,445 |
+167 |
May13 |
120111 |
607.25 |
607.25 |
599.00 |
599.00 |
-6.75 |
99 |
1,790 |
+2 |
Jul13 |
120111 |
609.50 |
610.50 |
603.75 |
603.75 |
-6.75 |
38 |
2,478 |
+27 |
Sep13 |
120111 |
577.50 |
580.25 |
575.75 |
575.75 |
-4.50 |
4 |
559 |
+1 |
Dec13 |
120111 |
564.00 |
565.75 |
556.25 |
558.50 |
-5.25 |
357 |
15,916 |
+99 |
Total Volume and Open Interest |
285,177 |
1,212,551 |
+7,912 |
Wheat(CBOT) |
Mar12 |
120111 |
639.00 |
644.00 |
632.25 |
641.00 |
+1.25 |
59,877 |
184,180 |
+4,594 |
May12 |
120111 |
659.00 |
663.50 |
651.75 |
660.25 |
+1.25 |
9,959 |
70,125 |
+636 |
Jul12 |
120111 |
675.50 |
681.00 |
668.50 |
678.00 |
+2.50 |
10,145 |
82,069 |
+1,593 |
Sep12 |
120111 |
693.00 |
699.50 |
688.00 |
696.50 |
+1.75 |
3,006 |
17,974 |
+1,178 |
Dec12 |
120111 |
711.50 |
718.25 |
707.00 |
715.25 |
+1.00 |
1,803 |
46,182 |
+210 |
Mar13 |
120111 |
723.00 |
729.25 |
723.00 |
727.25 |
+0.25 |
195 |
2,516 |
+62 |
Total Volume and Open Interest |
85,099 |
407,304 |
+8,302 |
Wheat(KCBT) |
Mar12 |
120111 |
697.50 |
704.25 |
690.75 |
701.75 |
+3.75 |
8,204 |
63,884 |
+655 |
May12 |
120111 |
705.75 |
712.50 |
699.75 |
710.00 |
+3.75 |
1,859 |
18,521 |
+544 |
Jul12 |
120111 |
713.50 |
720.75 |
707.25 |
718.50 |
+4.00 |
2,603 |
40,750 |
+972 |
Sep12 |
120111 |
725.25 |
735.00 |
723.75 |
733.00 |
+5.25 |
263 |
7,181 |
-3 |
Dec12 |
120111 |
747.50 |
755.25 |
741.25 |
752.50 |
+5.50 |
506 |
9,973 |
+83 |
Mar13 |
120111 |
758.00 |
765.50 |
758.00 |
765.50 |
+6.50 |
28 |
236 |
-14 |
Total Volume and Open Interest |
13,474 |
140,861 |
+2,244 |
Wheat(MGE) |
Mar12 |
120111 |
812.00 |
829.75 |
810.00 |
816.50 |
+4.25 |
2,605 |
15,167 |
+180 |
May12 |
120111 |
805.00 |
817.75 |
802.50 |
806.25 |
+2.25 |
1,139 |
7,726 |
+300 |
Jul12 |
120111 |
798.75 |
810.00 |
797.00 |
798.50 |
unch |
521 |
7,611 |
+138 |
Sep12 |
120111 |
787.25 |
794.50 |
783.25 |
784.75 |
-3.75 |
283 |
5,116 |
+87 |
Dec12 |
120111 |
792.50 |
797.25 |
788.00 |
789.25 |
-5.50 |
286 |
3,656 |
+51 |
Total Volume and Open Interest |
4,847 |
39,460 |
+761 |
Oats(CBOT) |
Mar12 |
120111 |
299.00 |
302.25 |
296.25 |
298.50 |
-0.75 |
519 |
10,476 |
-141 |
May12 |
120111 |
302.25 |
305.75 |
300.25 |
302.00 |
-0.75 |
107 |
2,032 |
+82 |
Jul12 |
120111 |
308.00 |
308.50 |
304.00 |
306.00 |
-2.00 |
3 |
239 |
+3 |
Sep12 |
120111 |
309.50 |
309.50 |
309.50 |
309.50 |
unch |
0 |
32 |
+0 |
Total Volume and Open Interest |
633 |
12,944 |
-56 |
Rough Rice(CBOT) |
Jan12 |
120111 |
14.50 |
14.58 |
14.50 |
14.58 |
+0.02 |
11 |
30 |
-137 |
Mar12 |
120111 |
14.72 |
14.83 |
14.65 |
14.80 |
+0.03 |
505 |
12,220 |
-110 |
May12 |
120111 |
14.93 |
15.09 |
14.93 |
15.07 |
+0.03 |
43 |
1,081 |
+24 |
Jul12 |
120111 |
15.29 |
15.33 |
15.29 |
15.33 |
+0.02 |
0 |
617 |
+0 |
Total Volume and Open Interest |
571 |
14,182 |
-211 |
Live Cattle(CME) |
Feb12 |
120111 |
121.350 |
122.000 |
120.385 |
121.330 |
+0.130 |
27,400 |
113,746 |
-6,954 |
Apr12 |
120111 |
125.400 |
126.150 |
124.535 |
125.300 |
-0.150 |
23,592 |
102,925 |
+1,515 |
Jun12 |
120111 |
125.250 |
125.450 |
124.350 |
124.950 |
-0.230 |
9,041 |
73,018 |
+2,477 |
Aug12 |
120111 |
126.635 |
127.080 |
126.050 |
126.750 |
-0.150 |
3,551 |
23,341 |
+953 |
Oct12 |
120111 |
129.300 |
129.785 |
128.850 |
129.650 |
-0.085 |
1,247 |
10,088 |
+51 |
Dec12 |
120111 |
130.000 |
130.500 |
129.575 |
130.500 |
+0.200 |
531 |
5,609 |
+159 |
Total Volume and Open Interest |
65,470 |
330,198 |
-1,727 |
Feeder Cattle(CME) |
Jan12 |
120111 |
149.150 |
149.235 |
148.435 |
148.685 |
-0.165 |
918 |
4,844 |
-162 |
Mar12 |
120111 |
151.380 |
151.735 |
150.575 |
150.880 |
-0.555 |
2,788 |
16,609 |
+223 |
Apr12 |
120111 |
152.785 |
153.150 |
152.130 |
152.500 |
-0.235 |
973 |
4,571 |
+59 |
May12 |
120111 |
153.550 |
153.900 |
153.035 |
153.435 |
-0.165 |
785 |
5,529 |
-5 |
Aug12 |
120111 |
154.850 |
155.200 |
154.250 |
154.700 |
-0.200 |
398 |
4,820 |
+20 |
Sep12 |
120111 |
154.450 |
155.000 |
154.200 |
154.800 |
-0.185 |
61 |
875 |
+17 |
Oct12 |
120111 |
155.000 |
155.035 |
154.300 |
155.000 |
-0.100 |
21 |
318 |
+7 |
Total Volume and Open Interest |
5,952 |
37,662 |
+161 |
Lean Hogs(CME) |
Feb12 |
120111 |
83.900 |
84.000 |
82.785 |
82.900 |
-1.400 |
25,490 |
71,764 |
-5,799 |
Apr12 |
120111 |
87.000 |
87.150 |
85.700 |
85.800 |
-1.550 |
17,157 |
69,150 |
+1,628 |
May12 |
120111 |
94.180 |
94.400 |
93.400 |
94.000 |
-0.850 |
20 |
2,363 |
-5 |
Jun12 |
120111 |
95.680 |
95.730 |
94.650 |
94.950 |
-1.200 |
7,232 |
50,979 |
+264 |
Jul12 |
120111 |
95.100 |
95.150 |
94.300 |
94.930 |
-0.400 |
2,452 |
12,921 |
-344 |
Aug12 |
120111 |
95.300 |
95.350 |
94.230 |
95.080 |
-0.670 |
3,230 |
15,803 |
+576 |
Oct12 |
120111 |
85.550 |
85.550 |
84.580 |
85.385 |
-0.595 |
2,424 |
10,814 |
+754 |
Dec12 |
120111 |
81.200 |
81.650 |
80.750 |
81.650 |
-0.250 |
541 |
4,468 |
+256 |
Total Volume and Open Interest |
58,595 |
239,140 |
-2,647 |
Class III Milk(CME) |
Jan12 |
120111 |
17.12 |
17.14 |
17.10 |
17.14 |
+0.02 |
347 |
4,585 |
-54 |
Feb12 |
120111 |
17.41 |
17.50 |
17.34 |
17.48 |
+0.14 |
649 |
5,410 |
+92 |
Mar12 |
120111 |
17.66 |
17.87 |
17.59 |
17.85 |
+0.16 |
371 |
4,467 |
+186 |
Apr12 |
120111 |
17.63 |
17.76 |
17.60 |
17.73 |
+0.08 |
166 |
3,067 |
+91 |
May12 |
120111 |
17.50 |
17.60 |
17.50 |
17.59 |
+0.09 |
70 |
2,795 |
+9 |
Total Volume and Open Interest |
1,838 |
31,725 |
+411 |
Cocoa(ICE) |
Mar12 |
120111 |
2350 |
2388 |
2240 |
2350 |
+17 |
17,387 |
81,088 |
-1,636 |
May12 |
120111 |
2363 |
2406 |
2263 |
2368 |
+17 |
3,441 |
37,239 |
+311 |
Jul12 |
120111 |
2369 |
2421 |
2281 |
2386 |
+17 |
1,537 |
19,775 |
-87 |
Sep12 |
120111 |
2340 |
2410 |
2298 |
2402 |
+16 |
120 |
14,923 |
-32 |
Dec12 |
120111 |
2450 |
2450 |
2316 |
2420 |
+17 |
76 |
15,277 |
+34 |
Mar13 |
120111 |
2460 |
2460 |
2333 |
2434 |
+16 |
33 |
5,346 |
-4 |
May13 |
120111 |
2444 |
2444 |
2444 |
2444 |
+16 |
4 |
2,458 |
+0 |
Total Volume and Open Interest |
22,612 |
176,885 |
-1,417 |
Coffee "C"(ICE) |
Mar12 |
120111 |
225.25 |
235.20 |
224.15 |
234.90 |
+8.95 |
9,768 |
57,739 |
-648 |
May12 |
120111 |
227.95 |
237.90 |
227.05 |
237.55 |
+8.75 |
1,763 |
26,183 |
+130 |
Jul12 |
120111 |
230.60 |
240.50 |
230.35 |
240.15 |
+8.70 |
1,010 |
11,171 |
+174 |
Sep12 |
120111 |
233.40 |
242.35 |
232.60 |
241.90 |
+8.60 |
298 |
6,581 |
-27 |
Dec12 |
120111 |
235.75 |
244.00 |
234.65 |
243.65 |
+8.35 |
97 |
7,074 |
+63 |
Mar13 |
120111 |
237.80 |
245.85 |
236.75 |
245.60 |
+8.15 |
19 |
878 |
+4 |
Total Volume and Open Interest |
12,955 |
110,116 |
-311 |
Orange Juice(ICE) |
Jan12 |
120110 |
195.00 |
212.75 |
195.00 |
212.75 |
+18.80 |
7 |
1,154 |
-7 |
Mar12 |
120111 |
205.00 |
205.00 |
187.75 |
188.10 |
-19.65 |
1,929 |
23,601 |
+604 |
May12 |
120111 |
203.50 |
203.50 |
184.60 |
184.60 |
-20.00 |
590 |
3,015 |
+148 |
Jul12 |
120111 |
191.00 |
192.75 |
183.60 |
183.60 |
-20.00 |
44 |
1,011 |
+13 |
Sep12 |
120111 |
182.50 |
182.50 |
182.50 |
182.50 |
-19.75 |
0 |
266 |
+0 |
Nov12 |
120111 |
180.00 |
180.00 |
177.35 |
177.35 |
-19.55 |
3 |
92 |
+1 |
Total Volume and Open Interest |
2,605 |
29,112 |
+730 |
Sugar #11(ICE) |
Mar12 |
120111 |
23.41 |
23.75 |
23.03 |
23.69 |
+0.37 |
47,246 |
220,595 |
+3,076 |
May12 |
120111 |
23.00 |
23.30 |
22.66 |
23.26 |
+0.35 |
15,678 |
97,992 |
+542 |
Jul12 |
120111 |
22.76 |
23.04 |
22.43 |
23.00 |
+0.34 |
9,574 |
113,179 |
+2,654 |
Oct12 |
120111 |
22.99 |
23.33 |
22.74 |
23.28 |
+0.31 |
3,348 |
58,116 |
+1,266 |
Mar13 |
120111 |
23.34 |
23.76 |
23.20 |
23.74 |
+0.31 |
2,299 |
37,131 |
+630 |
Total Volume and Open Interest |
79,168 |
580,348 |
+8,195 |
London Cocoa(LCE) |
Mar12 |
120111 |
1576 |
1579 |
1479 |
1562 |
+18 |
11,653 |
78,855 |
-1,594 |
May12 |
120111 |
1590 |
1592 |
1489 |
1570 |
+13 |
3,689 |
21,799 |
+62 |
Jul12 |
120111 |
1603 |
1606 |
1507 |
1584 |
+14 |
2,353 |
31,001 |
+259 |
Sep12 |
120111 |
1616 |
1618 |
1527 |
1598 |
+16 |
1,048 |
22,286 |
+178 |
Dec12 |
120111 |
1615 |
1618 |
1542 |
1610 |
+13 |
186 |
16,192 |
+62 |
Mar13 |
120111 |
1608 |
1629 |
1585 |
1619 |
+16 |
181 |
10,493 |
+46 |
May13 |
120111 |
1618 |
1624 |
1617 |
1624 |
+18 |
0 |
2,443 |
+0 |
Total Volume and Open Interest |
19,110 |
184,164 |
-987 |
London Sugar(LCE) |
Mar12 |
120111 |
611.80 |
619.20 |
608.40 |
618.20 |
+6.70 |
7,201 |
28,924 |
+591 |
May12 |
120111 |
592.50 |
600.30 |
590.80 |
598.20 |
+6.70 |
3,443 |
12,156 |
+1,065 |
Aug12 |
120111 |
584.50 |
591.10 |
582.80 |
589.20 |
+6.40 |
1,461 |
12,799 |
+463 |
Oct12 |
120111 |
586.50 |
592.80 |
584.80 |
591.10 |
+6.60 |
583 |
4,247 |
+106 |
Dec12 |
120111 |
593.60 |
597.10 |
592.00 |
596.00 |
+7.30 |
347 |
1,777 |
+69 |
Total Volume and Open Interest |
13,292 |
61,424 |
+2,301 |
Cotton(ICE) |
Mar12 |
120111 |
96.96 |
97.28 |
95.20 |
96.87 |
-0.09 |
17,813 |
80,694 |
-2,550 |
May12 |
120111 |
96.33 |
96.70 |
94.72 |
96.43 |
-0.09 |
6,717 |
28,149 |
+275 |
Jul12 |
120111 |
96.40 |
96.65 |
94.84 |
96.41 |
-0.14 |
2,860 |
24,196 |
+1,192 |
Oct12 |
120111 |
95.88 |
95.88 |
95.88 |
95.88 |
-0.32 |
2 |
87 |
-1 |
Dec12 |
120111 |
92.50 |
93.00 |
91.19 |
92.84 |
-0.19 |
32,877 |
12,081 |
+732 |
Mar13 |
120111 |
92.00 |
93.56 |
92.00 |
93.56 |
-0.19 |
5 |
455 |
+3 |
Total Volume and Open Interest |
60,311 |
146,554 |
-331 |
Lumber(CME) |
Jan12 |
120111 |
248.6 |
253.4 |
245.2 |
246.6 |
-3.3 |
139 |
235 |
-63 |
Mar12 |
120111 |
249.8 |
250.5 |
241.6 |
243.4 |
-7.5 |
568 |
5,773 |
+245 |
May12 |
120111 |
265.0 |
265.5 |
258.0 |
260.3 |
-5.8 |
109 |
1,877 |
+22 |
Jul12 |
120111 |
275.0 |
275.0 |
269.0 |
270.0 |
-8.0 |
23 |
645 |
+7 |
Total Volume and Open Interest |
844 |
8,816 |
+210 |
Crude Oil(NYM) |
Feb12 |
120111 |
102.20 |
102.46 |
100.55 |
100.87 |
-1.37 |
311,866 |
197,297 |
-18,239 |
Mar12 |
120111 |
102.43 |
102.64 |
100.78 |
101.09 |
-1.35 |
118,320 |
207,894 |
+5,481 |
Apr12 |
120111 |
102.59 |
102.80 |
101.03 |
101.33 |
-1.31 |
52,224 |
96,747 |
+304 |
May12 |
120111 |
102.40 |
103.02 |
101.30 |
101.57 |
-1.28 |
28,879 |
88,465 |
-2,472 |
Jun12 |
120111 |
102.98 |
103.21 |
101.50 |
101.76 |
-1.24 |
43,309 |
95,553 |
-4,496 |
Jul12 |
120111 |
102.57 |
103.01 |
101.66 |
101.85 |
-1.18 |
11,272 |
46,315 |
+454 |
Aug12 |
120111 |
102.25 |
102.59 |
101.74 |
101.78 |
-1.13 |
9,401 |
37,118 |
+2,519 |
Sep12 |
120111 |
102.20 |
102.65 |
101.26 |
101.63 |
-1.07 |
8,329 |
35,419 |
-528 |
Oct12 |
120111 |
101.91 |
102.14 |
101.44 |
101.45 |
-1.02 |
4,173 |
31,648 |
+345 |
Nov12 |
120111 |
101.42 |
101.46 |
101.29 |
101.29 |
-0.98 |
3,565 |
30,749 |
+170 |
Dec12 |
120111 |
102.00 |
102.30 |
100.81 |
101.16 |
-0.95 |
39,404 |
178,979 |
+3,820 |
Jan13 |
120111 |
100.88 |
100.88 |
100.88 |
100.88 |
-0.91 |
6,573 |
29,990 |
-930 |
Feb13 |
120111 |
100.59 |
100.59 |
100.59 |
100.59 |
-0.88 |
2,766 |
14,973 |
+1,109 |
Mar13 |
120111 |
100.30 |
100.30 |
100.30 |
100.30 |
-0.85 |
413 |
14,224 |
+48 |
Apr13 |
120111 |
100.01 |
100.01 |
100.01 |
100.01 |
-0.83 |
81 |
6,348 |
+24 |
May13 |
120111 |
99.72 |
99.72 |
99.72 |
99.72 |
-0.81 |
74 |
6,882 |
+2 |
Total Volume and Open Interest |
656,555 |
1,393,728 |
-9,681 |
e-miNY Crude Oil(NYM) |
Jan12 |
111219 |
93.625 |
94.400 |
92.575 |
93.875 |
+0.350 |
8,502 |
1,304 |
-454 |
Feb12 |
120111 |
102.225 |
102.450 |
100.575 |
100.875 |
-1.375 |
7,396 |
2,305 |
+288 |
Mar12 |
120111 |
102.425 |
102.625 |
100.800 |
101.100 |
-1.350 |
241 |
557 |
+1 |
Apr12 |
120111 |
102.025 |
102.775 |
101.125 |
101.325 |
-1.325 |
48 |
204 |
+0 |
May12 |
120111 |
102.125 |
102.925 |
101.425 |
101.575 |
-1.275 |
1 |
40 |
+1 |
Jun12 |
120111 |
102.050 |
103.050 |
101.750 |
101.750 |
-1.250 |
1 |
15 |
+1 |
Jul12 |
120111 |
101.850 |
103.050 |
101.850 |
101.850 |
-1.175 |
6 |
12 |
+5 |
Aug12 |
120111 |
101.775 |
101.775 |
101.775 |
101.775 |
-1.125 |
0 |
5 |
+0 |
Sep12 |
120111 |
101.625 |
101.625 |
101.625 |
101.625 |
-1.075 |
0 |
1 |
+0 |
Oct12 |
120111 |
101.450 |
101.450 |
101.450 |
101.450 |
-1.025 |
0 |
9 |
+0 |
Total Volume and Open Interest |
7,703 |
3,367 |
+296 |
Heating Oil(NYM) |
Feb12 |
120111 |
311.20 |
312.31 |
306.18 |
306.46 |
-3.68 |
55,441 |
72,643 |
-1,669 |
Mar12 |
120111 |
310.35 |
311.45 |
305.74 |
305.93 |
-3.46 |
26,335 |
59,605 |
+579 |
Apr12 |
120111 |
308.31 |
309.29 |
303.90 |
304.09 |
-3.37 |
19,979 |
26,787 |
+1,687 |
May12 |
120111 |
305.15 |
306.52 |
301.86 |
301.95 |
-3.29 |
9,663 |
22,368 |
+1,286 |
Jun12 |
120111 |
303.81 |
305.23 |
300.69 |
300.90 |
-3.01 |
16,335 |
37,717 |
+400 |
Jul12 |
120111 |
303.42 |
303.59 |
300.81 |
300.90 |
-2.85 |
4,174 |
10,771 |
+117 |
Aug12 |
120111 |
303.52 |
303.70 |
301.17 |
301.17 |
-2.85 |
2,535 |
4,622 |
-904 |
Sep12 |
120111 |
303.51 |
304.34 |
301.70 |
301.70 |
-2.94 |
1,260 |
8,850 |
-70 |
Oct12 |
120111 |
304.42 |
304.50 |
302.37 |
302.37 |
-2.97 |
699 |
3,037 |
-4 |
Nov12 |
120111 |
304.68 |
304.68 |
303.05 |
303.05 |
-2.99 |
369 |
2,001 |
-51 |
Dec12 |
120111 |
307.37 |
307.52 |
303.43 |
303.58 |
-2.96 |
3,045 |
18,407 |
-387 |
Jan13 |
120111 |
305.60 |
305.60 |
303.87 |
303.87 |
-2.92 |
65 |
2,849 |
+0 |
Total Volume and Open Interest |
139,947 |
270,743 |
+1,017 |
Gasoline(NYMEX) |
Feb12 |
120111 |
278.60 |
279.38 |
273.28 |
276.33 |
-0.95 |
44,933 |
77,046 |
+262 |
Mar12 |
120111 |
279.10 |
280.03 |
274.04 |
277.03 |
-0.89 |
25,697 |
58,654 |
+4,316 |
Apr12 |
120111 |
290.47 |
292.00 |
286.85 |
289.54 |
-0.88 |
15,981 |
38,284 |
-816 |
May12 |
120111 |
289.10 |
290.48 |
286.65 |
289.05 |
-0.88 |
8,514 |
32,811 |
+730 |
Jun12 |
120111 |
288.75 |
289.50 |
284.47 |
287.06 |
-0.86 |
6,023 |
30,206 |
+638 |
Jul12 |
120111 |
285.24 |
286.26 |
281.74 |
284.42 |
-0.83 |
3,414 |
14,399 |
+913 |
Aug12 |
120111 |
282.05 |
282.05 |
281.60 |
281.60 |
-0.87 |
1,358 |
10,698 |
+16 |
Sep12 |
120111 |
279.10 |
279.10 |
276.01 |
278.53 |
-0.92 |
1,451 |
8,846 |
+330 |
Oct12 |
120111 |
265.97 |
267.28 |
263.57 |
265.68 |
-1.00 |
700 |
6,004 |
+284 |
Nov12 |
120111 |
262.77 |
262.77 |
262.77 |
262.77 |
-1.04 |
776 |
3,023 |
+39 |
Total Volume and Open Interest |
110,796 |
299,283 |
+7,004 |
e-miNY RBOB Gasoline(NYM) |
Feb12 |
120111 |
276.30 |
276.33 |
276.30 |
276.30 |
-1.00 |
0 |
2 |
+0 |
Mar12 |
120111 |
277.00 |
277.03 |
277.00 |
277.00 |
-0.90 |
|
|
|
Apr12 |
120111 |
289.50 |
289.54 |
289.50 |
289.50 |
-0.90 |
|
|
|
May12 |
120111 |
289.10 |
289.10 |
289.05 |
289.10 |
-0.80 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Feb12 |
120111 |
2.923 |
2.929 |
2.741 |
2.774 |
-0.167 |
107,254 |
159,476 |
-6,241 |
Mar12 |
120111 |
2.955 |
2.961 |
2.768 |
2.803 |
-0.167 |
69,765 |
270,731 |
+5,852 |
Apr12 |
120111 |
3.027 |
3.035 |
2.845 |
2.883 |
-0.159 |
42,647 |
139,128 |
+7,026 |
May12 |
120111 |
3.093 |
3.094 |
2.909 |
2.949 |
-0.154 |
22,454 |
82,037 |
+1,072 |
Jun12 |
120111 |
3.153 |
3.153 |
2.965 |
3.004 |
-0.154 |
9,879 |
31,917 |
+1,513 |
Jul12 |
120111 |
3.206 |
3.207 |
3.017 |
3.060 |
-0.154 |
9,892 |
29,575 |
+2,191 |
Aug12 |
120111 |
3.232 |
3.232 |
3.044 |
3.086 |
-0.154 |
4,872 |
16,325 |
+677 |
Sep12 |
120111 |
3.235 |
3.235 |
3.046 |
3.091 |
-0.153 |
5,226 |
30,577 |
+1,892 |
Oct12 |
120111 |
3.271 |
3.271 |
3.089 |
3.131 |
-0.150 |
9,906 |
76,694 |
-1,093 |
Nov12 |
120111 |
3.424 |
3.424 |
3.257 |
3.295 |
-0.135 |
3,327 |
31,388 |
+304 |
Dec12 |
120111 |
3.689 |
3.689 |
3.542 |
3.580 |
-0.116 |
4,184 |
27,842 |
+830 |
Jan13 |
120111 |
3.786 |
3.794 |
3.682 |
3.717 |
-0.108 |
6,438 |
47,320 |
+98 |
Feb13 |
120111 |
3.763 |
3.763 |
3.691 |
3.715 |
-0.109 |
951 |
9,232 |
+370 |
Mar13 |
120111 |
3.750 |
3.750 |
3.665 |
3.691 |
-0.106 |
1,383 |
21,260 |
-566 |
Apr13 |
120111 |
3.700 |
3.700 |
3.632 |
3.658 |
-0.106 |
768 |
27,478 |
+113 |
May13 |
120111 |
3.700 |
3.705 |
3.665 |
3.680 |
-0.106 |
63 |
4,252 |
+48 |
Total Volume and Open Interest |
300,816 |
1,079,161 |
+14,860 |
Brent Crude Oil(ICE) |
Feb12 |
120111 |
113.12 |
113.76 |
112.11 |
112.24 |
-1.04 |
203,382 |
99,366 |
-23,944 |
Mar12 |
120111 |
112.90 |
113.38 |
111.75 |
112.06 |
-0.90 |
164,328 |
223,002 |
+3,931 |
Apr12 |
120111 |
112.69 |
113.13 |
111.46 |
111.80 |
-0.91 |
76,253 |
93,959 |
+9,008 |
May12 |
120111 |
112.30 |
112.86 |
111.14 |
111.57 |
-0.90 |
42,959 |
46,132 |
+5,355 |
Jun12 |
120111 |
111.83 |
112.54 |
110.77 |
111.27 |
-0.87 |
50,944 |
85,391 |
-997 |
Jul12 |
120111 |
111.50 |
112.15 |
110.44 |
110.95 |
-0.84 |
10,225 |
24,998 |
-239 |
Aug12 |
120111 |
111.51 |
111.75 |
110.08 |
110.58 |
-0.82 |
6,319 |
31,287 |
+195 |
Sep12 |
120111 |
111.05 |
111.17 |
109.51 |
110.11 |
-0.80 |
7,402 |
41,152 |
-179 |
Oct12 |
120111 |
110.60 |
110.73 |
109.01 |
109.67 |
-0.80 |
4,861 |
18,524 |
+602 |
Nov12 |
120111 |
109.24 |
109.24 |
109.24 |
109.24 |
-0.80 |
2,821 |
15,253 |
-301 |
Dec12 |
120111 |
109.26 |
110.01 |
108.15 |
108.80 |
-0.81 |
34,458 |
107,279 |
+1,075 |
Jan13 |
120111 |
108.37 |
108.37 |
108.37 |
108.37 |
-0.81 |
1,405 |
12,979 |
+75 |
Feb13 |
120111 |
107.93 |
107.93 |
107.93 |
107.93 |
-0.81 |
771 |
7,812 |
+35 |
Mar13 |
120111 |
107.47 |
107.47 |
107.47 |
107.47 |
-0.81 |
204 |
4,840 |
+4 |
Total Volume and Open Interest |
621,886 |
971,969 |
-2,163 |
Gas Oil(ICE) |
Jan12 |
120111 |
971.00 |
977.00 |
960.00 |
971.00 |
-3.00 |
38,903 |
26,487 |
-15,911 |
Feb12 |
120111 |
972.50 |
977.50 |
960.50 |
971.25 |
-2.75 |
95,382 |
128,618 |
+7,858 |
Mar12 |
120111 |
968.75 |
973.00 |
957.25 |
967.75 |
-2.50 |
53,006 |
75,629 |
+11,048 |
Apr12 |
120111 |
963.00 |
968.00 |
953.50 |
963.25 |
-2.50 |
21,279 |
41,887 |
-129 |
May12 |
120111 |
961.50 |
963.75 |
951.50 |
958.75 |
-2.75 |
11,359 |
35,916 |
-1,278 |
Jun12 |
120111 |
956.00 |
960.50 |
947.00 |
955.50 |
-3.25 |
15,470 |
35,933 |
-627 |
Jul12 |
120111 |
957.25 |
957.25 |
947.75 |
954.25 |
-3.75 |
2,495 |
19,233 |
-389 |
Aug12 |
120111 |
956.00 |
956.25 |
946.75 |
953.25 |
-4.00 |
1,288 |
15,631 |
-249 |
Sep12 |
120111 |
955.00 |
955.25 |
945.75 |
952.00 |
-4.50 |
2,154 |
15,691 |
+59 |
Oct12 |
120111 |
956.00 |
956.00 |
944.25 |
950.50 |
-4.50 |
508 |
11,514 |
+89 |
Total Volume and Open Interest |
250,585 |
491,763 |
+2,684 |
Ethanol(CBOT) |
Jan12 |
120105 |
2.195 |
2.195 |
2.185 |
2.185 |
-0.043 |
48 |
65 |
-37 |
Feb12 |
120111 |
2.241 |
2.275 |
2.241 |
2.267 |
+0.004 |
173 |
943 |
-22 |
Mar12 |
120111 |
2.273 |
2.290 |
2.270 |
2.287 |
+0.003 |
125 |
1,500 |
+24 |
Apr12 |
120111 |
2.292 |
2.309 |
2.291 |
2.308 |
+0.005 |
68 |
847 |
+37 |
May12 |
120111 |
2.310 |
2.325 |
2.310 |
2.324 |
+0.002 |
108 |
960 |
-38 |
Jun12 |
120111 |
2.331 |
2.340 |
2.331 |
2.339 |
unch |
46 |
851 |
+4 |
Jul12 |
120111 |
2.332 |
2.351 |
2.330 |
2.347 |
-0.005 |
43 |
1,244 |
+25 |
Aug12 |
120111 |
2.333 |
2.346 |
2.331 |
2.344 |
-0.008 |
100 |
906 |
-40 |
Total Volume and Open Interest |
726 |
10,287 |
+5 |
WTI Crude Oil(ICE) |
Feb12 |
120111 |
102.00 |
102.47 |
100.56 |
100.87 |
-1.37 |
61,680 |
50,129 |
-3,737 |
Mar12 |
120111 |
102.18 |
102.65 |
100.81 |
101.09 |
-1.35 |
25,692 |
43,636 |
+254 |
Apr12 |
120111 |
102.38 |
102.85 |
101.03 |
101.33 |
-1.31 |
9,956 |
26,661 |
+1,150 |
May12 |
120111 |
102.58 |
102.80 |
101.57 |
101.57 |
-1.28 |
8,553 |
18,503 |
-3,579 |
Jun12 |
120111 |
102.73 |
103.02 |
101.52 |
101.76 |
-1.24 |
14,002 |
42,695 |
-4,111 |
Jul12 |
120111 |
102.95 |
102.95 |
101.80 |
101.85 |
-1.18 |
4,121 |
11,734 |
-493 |
Aug12 |
120111 |
102.27 |
102.69 |
101.75 |
101.78 |
-1.13 |
3,982 |
9,289 |
+813 |
Sep12 |
120111 |
102.21 |
102.64 |
101.63 |
101.63 |
-1.07 |
2,470 |
12,399 |
-430 |
Oct12 |
120111 |
102.42 |
102.42 |
101.42 |
101.45 |
-1.02 |
1,266 |
6,498 |
-178 |
Nov12 |
120111 |
101.29 |
101.29 |
101.29 |
101.29 |
-0.98 |
1,066 |
7,118 |
+619 |
Dec12 |
120111 |
101.67 |
102.29 |
100.84 |
101.16 |
-0.95 |
9,131 |
55,589 |
-660 |
Jan13 |
120111 |
100.88 |
100.88 |
100.88 |
100.88 |
-0.91 |
448 |
4,113 |
+318 |
Feb13 |
120111 |
100.59 |
100.59 |
100.59 |
100.59 |
-0.88 |
60 |
963 |
-60 |
Mar13 |
120111 |
100.30 |
100.30 |
100.30 |
100.30 |
-0.85 |
0 |
1,617 |
+0 |
Apr13 |
120111 |
100.01 |
100.01 |
100.01 |
100.01 |
-0.83 |
0 |
389 |
-4 |
May13 |
120111 |
99.72 |
99.72 |
99.72 |
99.72 |
-0.81 |
0 |
574 |
+0 |
Total Volume and Open Interest |
145,451 |
379,564 |
-9,946 |
US Dollar Index(ICE) |
Mar12 |
120111 |
81.295 |
81.785 |
81.100 |
81.615 |
+0.515 |
16,302 |
70,077 |
+3,196 |
Jun12 |
120111 |
82.175 |
82.175 |
82.110 |
82.110 |
+0.515 |
0 |
524 |
+0 |
Sep12 |
120111 |
82.710 |
82.710 |
82.710 |
82.710 |
+0.515 |
|
|
|
Total Volume and Open Interest |
16,302 |
70,601 |
+3,196 |
Australian Dollar(CME) |
Mar12 |
120111 |
102.29 |
102.51 |
101.85 |
102.27 |
-0.22 |
84,221 |
121,316 |
+610 |
Jun12 |
120111 |
101.11 |
101.57 |
101.08 |
101.34 |
-0.23 |
3 |
83 |
+0 |
Sep12 |
120111 |
100.53 |
100.76 |
100.53 |
100.53 |
-0.23 |
0 |
110 |
+0 |
Total Volume and Open Interest |
84,224 |
121,517 |
+610 |
British Pound(CME) |
Mar12 |
120111 |
154.74 |
154.79 |
153.00 |
153.06 |
-1.70 |
49,997 |
203,248 |
+1,820 |
Jun12 |
120111 |
154.23 |
154.61 |
152.89 |
152.92 |
-1.69 |
5 |
49 |
+1 |
Sep12 |
120111 |
152.77 |
154.45 |
152.77 |
152.77 |
-1.68 |
0 |
3 |
+0 |
Total Volume and Open Interest |
50,002 |
203,303 |
+1,821 |
Canadian Dollar(CME) |
Mar12 |
120111 |
98.21 |
98.47 |
97.78 |
97.92 |
-0.38 |
62,981 |
113,654 |
+151 |
Jun12 |
120111 |
97.85 |
98.25 |
97.65 |
97.72 |
-0.39 |
272 |
2,932 |
+178 |
Sep12 |
120111 |
97.82 |
97.96 |
97.56 |
97.56 |
-0.40 |
25 |
1,400 |
+17 |
Dec12 |
120111 |
97.45 |
97.83 |
97.39 |
97.43 |
-0.40 |
14 |
369 |
+6 |
Total Volume and Open Interest |
63,306 |
118,387 |
+359 |
Japanese Yen(CME) |
Mar12 |
120111 |
130.23 |
130.31 |
129.91 |
130.20 |
-0.11 |
33,661 |
164,373 |
-1,281 |
Jun12 |
120111 |
130.33 |
130.50 |
130.15 |
130.38 |
-0.12 |
1 |
327 |
+0 |
Sep12 |
120111 |
130.59 |
130.73 |
130.59 |
130.59 |
-0.14 |
0 |
12 |
+0 |
Total Volume and Open Interest |
33,662 |
164,713 |
-1,281 |
Swiss Franc(CME) |
Mar12 |
120111 |
105.42 |
105.58 |
104.64 |
104.81 |
-0.75 |
23,167 |
41,699 |
-260 |
Jun12 |
120111 |
105.02 |
105.79 |
105.02 |
105.02 |
-0.77 |
3 |
21 |
+3 |
Sep12 |
120111 |
105.50 |
106.06 |
105.28 |
105.28 |
-0.78 |
0 |
5 |
+0 |
Total Volume and Open Interest |
23,170 |
41,726 |
-257 |
EuroFX(CME) |
Mar12 |
120111 |
127.78 |
127.95 |
126.64 |
127.00 |
-0.95 |
186,645 |
288,544 |
-2,999 |
Jun12 |
120111 |
127.70 |
128.05 |
126.84 |
127.09 |
-0.96 |
373 |
1,840 |
+28 |
Sep12 |
120111 |
127.22 |
128.20 |
127.22 |
127.22 |
-0.98 |
1 |
34 |
+1 |
Total Volume and Open Interest |
187,019 |
290,436 |
-2,970 |
Mexican Peso(CME) |
Jan12 |
120111 |
732.5 |
733.8 |
732.5 |
732.5 |
-1.2 |
0 |
95 |
+0 |
Feb12 |
120111 |
730.8 |
731.8 |
730.8 |
730.8 |
-1.0 |
0 |
4,000 |
+0 |
Total Volume and Open Interest |
13,552 |
123,768 |
+62 |
Brazilian Real(CME) |
Feb12 |
120111 |
551.60 |
552.85 |
549.40 |
551.60 |
-0.50 |
0 |
734 |
+0 |
Mar12 |
120111 |
548.10 |
551.50 |
547.25 |
547.90 |
-0.60 |
304 |
4,498 |
-157 |
Apr12 |
120111 |
544.65 |
544.65 |
544.65 |
544.65 |
-0.60 |
|
|
|
May12 |
120111 |
541.45 |
541.45 |
541.45 |
541.45 |
-0.60 |
|
|
|
Total Volume and Open Interest |
304 |
18,848 |
-157 |
30-Year T-Bonds(CBOT) |
Mar12 |
120111 |
142~270 |
144~060 |
142~220 |
144~000 |
+1~050 |
178,799 |
585,463 |
-521 |
Jun12 |
120111 |
141~220 |
142~200 |
141~130 |
142~180 |
+1~050 |
4 |
179 |
+0 |
Sep12 |
120111 |
141~040 |
141~040 |
139~310 |
141~040 |
+1~050 |
|
|
|
Total Volume and Open Interest |
178,803 |
585,642 |
-521 |
10-Year T-Notes(CBOT) |
Mar12 |
120111 |
130~230 |
131~100 |
130~220 |
131~065 |
+0~155 |
526,956 |
1,554,598 |
+25,866 |
Jun12 |
120111 |
130~195 |
130~295 |
130~195 |
130~295 |
+0~170 |
0 |
149 |
+0 |
Sep12 |
120111 |
130~025 |
130~025 |
130~025 |
130~025 |
+0~170 |
|
|
|
Total Volume and Open Interest |
526,956 |
1,554,747 |
+25,866 |
5-Year T-Notes(CBOT) |
Mar12 |
120111 |
123~031 |
123~059 |
123~031 |
123~054 |
+0~023 |
276,760 |
1,303,626 |
+24,822 |
Jun12 |
120111 |
123~028 |
123~028 |
123~005 |
123~028 |
+0~023 |
56 |
56 |
+46 |
Sep12 |
120111 |
122~052 |
122~052 |
122~029 |
122~052 |
+0~023 |
|
|
|
Total Volume and Open Interest |
276,816 |
1,303,682 |
+24,868 |
2 Year T-Notes(CBOT) |
Mar12 |
120111 |
110~037 |
110~043 |
110~036 |
110~041 |
+0~005 |
109,580 |
671,823 |
-847 |
Jun12 |
120111 |
110~032 |
110~032 |
110~028 |
110~032 |
+0~004 |
|
|
|
Sep12 |
120111 |
109~098 |
109~098 |
109~094 |
109~098 |
+0~004 |
|
|
|
Total Volume and Open Interest |
109,580 |
671,823 |
-847 |
Eurodollars(CME) |
Mar12 |
120111 |
99.445 |
99.485 |
99.430 |
99.475 |
+0.030 |
206,264 |
938,079 |
-4,573 |
Jun12 |
120111 |
99.405 |
99.450 |
99.395 |
99.440 |
+0.035 |
227,728 |
944,008 |
-1,108 |
Sep12 |
120111 |
99.375 |
99.420 |
99.365 |
99.410 |
+0.035 |
187,787 |
721,707 |
-2,694 |
Dec12 |
120111 |
99.365 |
99.400 |
99.355 |
99.390 |
+0.035 |
151,622 |
753,514 |
+15,552 |
Mar13 |
120111 |
99.365 |
99.400 |
99.360 |
99.390 |
+0.030 |
148,899 |
753,465 |
-10,078 |
Jun13 |
120111 |
99.345 |
99.375 |
99.340 |
99.370 |
+0.030 |
119,640 |
592,040 |
+4,671 |
Sep13 |
120111 |
99.305 |
99.340 |
99.300 |
99.330 |
+0.030 |
92,554 |
501,991 |
+6,913 |
Dec13 |
120111 |
99.230 |
99.280 |
99.230 |
99.265 |
+0.035 |
90,368 |
500,016 |
+11,181 |
Mar14 |
120111 |
99.140 |
99.190 |
99.135 |
99.180 |
+0.045 |
72,277 |
378,802 |
+276 |
Jun14 |
120111 |
99.010 |
99.065 |
99.010 |
99.055 |
+0.050 |
61,093 |
320,316 |
-4,606 |
Sep14 |
120111 |
98.865 |
98.925 |
98.860 |
98.910 |
+0.055 |
44,898 |
200,033 |
-6,979 |
Dec14 |
120111 |
98.695 |
98.760 |
98.690 |
98.750 |
+0.060 |
43,609 |
229,328 |
-4,100 |
Mar15 |
120111 |
98.540 |
98.610 |
98.540 |
98.600 |
+0.065 |
30,031 |
165,102 |
-700 |
Jun15 |
120111 |
0.076 |
0.146 |
0.076 |
0.131 |
+0.065 |
25,835 |
106,548 |
-3,267 |
Sep15 |
120111 |
6.455 |
6.530 |
6.455 |
6.515 |
+0.065 |
14,896 |
74,772 |
+790 |
Dec15 |
120111 |
6.270 |
6.350 |
6.270 |
6.335 |
+0.065 |
13,157 |
61,599 |
+1,093 |
Mar16 |
120111 |
6.125 |
6.195 |
6.125 |
6.180 |
+0.060 |
7,565 |
50,980 |
-540 |
Jun16 |
120111 |
5.980 |
6.045 |
5.980 |
6.030 |
+0.060 |
6,661 |
40,861 |
+208 |
Total Volume and Open Interest |
1,584,214 |
7,593,633 |
+10,221 |
30 Day Federal Funds(CBOT) |
Jan12 |
120111 |
99.925 |
99.927 |
99.923 |
99.925 |
-0.002 |
1,410 |
68,882 |
-36 |
Feb12 |
120111 |
99.920 |
99.925 |
99.920 |
99.920 |
unch |
2,413 |
54,001 |
-615 |
Mar12 |
120111 |
99.915 |
99.920 |
99.915 |
99.915 |
unch |
366 |
34,579 |
+93 |
Apr12 |
120111 |
99.915 |
99.915 |
99.910 |
99.910 |
unch |
305 |
36,650 |
+22 |
May12 |
120111 |
99.910 |
99.910 |
99.905 |
99.905 |
unch |
218 |
44,057 |
+71 |
Jun12 |
120111 |
99.910 |
99.910 |
99.905 |
99.905 |
unch |
681 |
33,249 |
+485 |
Total Volume and Open Interest |
12,477 |
517,134 |
+589 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120111 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
40 |
+0 |
Jun12 |
120111 |
99.662 |
99.662 |
99.662 |
99.662 |
+0.005 |
|
|
|
Sep12 |
120111 |
99.660 |
99.660 |
99.660 |
99.660 |
+0.008 |
|
|
|
Dec12 |
120111 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Mar13 |
120111 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Jun13 |
120111 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
Sep13 |
120111 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
Dec13 |
120111 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
Mar14 |
120111 |
99.395 |
99.395 |
99.395 |
99.395 |
unch |
|
|
|
Jun14 |
120111 |
99.255 |
99.255 |
99.255 |
99.255 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120111 |
99.68 |
99.68 |
99.65 |
99.65 |
unch |
0 |
1,949 |
+0 |
Jun12 |
120111 |
99.68 |
99.68 |
99.66 |
99.66 |
+0.00 |
0 |
1,440 |
+0 |
Sep12 |
120111 |
99.67 |
99.67 |
99.66 |
99.66 |
+0.01 |
0 |
711 |
+0 |
Dec12 |
120111 |
99.68 |
99.68 |
99.66 |
99.66 |
unch |
0 |
115 |
+0 |
Mar13 |
120111 |
99.68 |
99.68 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
120111 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
208 |
+0 |
Sep13 |
120111 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
325 |
+0 |
Dec13 |
120111 |
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 |
120111 |
142.39 |
142.56 |
142.37 |
142.44 |
+0.02 |
1,480 |
24,028 |
-301 |
Jun12 |
120111 |
141.10 |
141.10 |
141.10 |
141.10 |
+0.10 |
0 |
2 |
+0 |
Sep12 |
120111 |
139.01 |
139.01 |
139.01 |
139.01 |
+0.10 |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,480 |
24,039 |
-301 |
Euro-Bund(EUREX) |
Mar12 |
120111 |
138.73 |
139.44 |
138.50 |
139.35 |
+0.63 |
346,760 |
877,361 |
-264 |
Jun12 |
120111 |
137.01 |
137.70 |
136.83 |
137.63 |
+0.62 |
71 |
233 |
+10 |
Sep12 |
120111 |
137.65 |
137.65 |
137.65 |
137.65 |
+0.64 |
|
|
|
Total Volume and Open Interest |
346,831 |
877,594 |
-254 |
Euro-Bobl(EUREX) |
Mar12 |
120111 |
124.85 |
125.32 |
124.76 |
125.26 |
+0.43 |
219,243 |
654,777 |
+3,123 |
Jun12 |
120111 |
123.66 |
123.66 |
123.66 |
123.66 |
+0.43 |
|
|
|
Sep12 |
120111 |
123.66 |
123.66 |
123.66 |
123.66 |
+0.43 |
|
|
|
Total Volume and Open Interest |
219,243 |
654,777 |
+3,123 |
3-Mth Euribor(EUREX) |
Mar12 |
120111 |
98.955 |
98.985 |
98.955 |
98.985 |
+0.020 |
0 |
1,259 |
+0 |
Jun12 |
120111 |
99.055 |
99.095 |
99.055 |
99.095 |
+0.030 |
0 |
1,451 |
+0 |
Sep12 |
120111 |
99.135 |
99.135 |
99.135 |
99.135 |
+0.035 |
0 |
928 |
+0 |
Total Volume and Open Interest |
104 |
5,869 |
-104 |
Long Gilt(LIFFE) |
Mar12 |
120111 |
116~03 |
116~30 |
115~28 |
116~22 |
+0~18 |
61,879 |
305,570 |
-2,616 |
Jun12 |
120111 |
115~24 |
115~24 |
115~24 |
115~24 |
+0~18 |
0 |
89 |
+0 |
Total Volume and Open Interest |
61,879 |
305,659 |
-2,616 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120111 |
98.89 |
98.94 |
98.88 |
98.92 |
+0.03 |
84,036 |
326,736 |
+20,178 |
Jun12 |
120111 |
98.93 |
98.99 |
98.93 |
98.97 |
+0.03 |
104,053 |
209,307 |
-5,648 |
Sep12 |
120111 |
98.98 |
99.03 |
98.96 |
99.01 |
+0.04 |
121,167 |
269,013 |
+11,315 |
Dec12 |
120111 |
98.97 |
99.05 |
98.97 |
99.03 |
+0.06 |
57,144 |
216,174 |
+7,038 |
Mar13 |
120111 |
98.99 |
99.06 |
98.97 |
99.05 |
+0.07 |
68,127 |
249,146 |
+11,772 |
Jun13 |
120111 |
98.98 |
99.05 |
98.96 |
99.03 |
+0.07 |
41,512 |
203,651 |
+8,307 |
Total Volume and Open Interest |
547,631 |
1,927,386 |
+55,669 |
3-Mth Euribor(LIFFE) |
Mar12 |
120111 |
98.965 |
98.995 |
98.945 |
98.985 |
+0.020 |
73,741 |
522,361 |
-15,923 |
Jun12 |
120111 |
99.070 |
99.110 |
99.055 |
99.095 |
+0.030 |
49,483 |
416,053 |
-4,446 |
Sep12 |
120111 |
99.100 |
99.150 |
99.090 |
99.135 |
+0.035 |
51,499 |
440,920 |
+2,695 |
Total Volume and Open Interest |
353,071 |
3,144,592 |
+2,446 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120111 |
95.88 |
95.91 |
95.86 |
95.89 |
unch |
23,278 |
223,928 |
+6,225 |
Jun12 |
120111 |
96.26 |
96.30 |
96.22 |
96.27 |
unch |
22,457 |
170,773 |
+3,051 |
Sep12 |
120111 |
96.37 |
96.41 |
96.32 |
96.38 |
unch |
12,979 |
116,955 |
+1,586 |
Dec12 |
120111 |
96.30 |
96.36 |
96.26 |
96.31 |
+0.01 |
6,227 |
72,550 |
+982 |
Mar13 |
120111 |
96.22 |
96.29 |
96.18 |
96.24 |
+0.01 |
3,441 |
52,726 |
+943 |
Jun13 |
120111 |
96.12 |
96.19 |
96.12 |
96.17 |
+0.02 |
1,802 |
49,700 |
+659 |
Sep13 |
120111 |
96.03 |
96.11 |
96.03 |
96.09 |
+0.01 |
1,681 |
29,561 |
+1,107 |
Dec13 |
120111 |
95.95 |
96.04 |
95.95 |
96.03 |
+0.01 |
2,272 |
22,822 |
+1,497 |
Mar14 |
120111 |
95.88 |
95.99 |
95.88 |
95.96 |
+0.01 |
200 |
2,204 |
+200 |
Jun14 |
120111 |
95.80 |
95.88 |
95.80 |
95.88 |
unch |
0 |
626 |
-1 |
Total Volume and Open Interest |
74,337 |
741,969 |
+16,249 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120111 |
96.14 |
96.18 |
96.13 |
96.16 |
unch |
35,244 |
351,514 |
+5,347 |
Jun12 |
120111 |
96.16 |
96.16 |
96.16 |
96.16 |
unch |
|
|
|
Total Volume and Open Interest |
35,244 |
351,514 |
+5,347 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120111 |
96.82 |
96.86 |
96.79 |
96.83 |
-0.01 |
76,383 |
389,496 |
+15,680 |
Jun12 |
120111 |
96.83 |
96.83 |
96.83 |
96.83 |
-0.01 |
|
|
|
Total Volume and Open Interest |
76,383 |
389,496 |
+15,680 |
Gold(CMX) |
Feb12 |
120111 |
1632.4 |
1648.0 |
1630.8 |
1639.6 |
+8.1 |
134,386 |
203,070 |
-12,082 |
Apr12 |
120111 |
1635.0 |
1650.4 |
1634.9 |
1642.6 |
+8.2 |
19,820 |
53,341 |
+5,708 |
Jun12 |
120111 |
1639.5 |
1653.1 |
1638.9 |
1645.6 |
+8.3 |
4,259 |
37,052 |
+304 |
Aug12 |
120111 |
1654.5 |
1654.5 |
1646.9 |
1647.9 |
+8.3 |
876 |
15,247 |
+42 |
Oct12 |
120111 |
1642.6 |
1657.5 |
1642.6 |
1650.2 |
+8.3 |
954 |
11,549 |
+461 |
Dec12 |
120111 |
1648.5 |
1660.3 |
1647.9 |
1652.8 |
+8.2 |
3,570 |
29,869 |
+1,826 |
Feb13 |
120111 |
1655.0 |
1655.0 |
1655.0 |
1655.0 |
+8.2 |
46 |
4,373 |
-14 |
Apr13 |
120111 |
1657.2 |
1657.2 |
1657.2 |
1657.2 |
+8.1 |
0 |
2,316 |
+0 |
Jun13 |
120111 |
1660.0 |
1660.0 |
1660.0 |
1660.0 |
+7.9 |
25 |
10,537 |
+0 |
Aug13 |
120111 |
1663.1 |
1663.1 |
1663.1 |
1663.1 |
+7.7 |
0 |
145 |
+0 |
Oct13 |
120111 |
1666.4 |
1666.4 |
1666.4 |
1666.4 |
+7.6 |
|
|
|
Dec13 |
120111 |
1666.0 |
1672.0 |
1666.0 |
1669.8 |
+7.5 |
77 |
10,744 |
-27 |
Total Volume and Open Interest |
164,234 |
414,044 |
-3,820 |
Silver(CMX) |
Mar12 |
120111 |
2988.5 |
3023.5 |
2954.5 |
2989.0 |
+7.5 |
30,254 |
56,872 |
-896 |
May12 |
120111 |
2995.0 |
3027.0 |
2965.0 |
2993.8 |
+7.7 |
1,477 |
10,111 |
-280 |
Jul12 |
120111 |
3015.0 |
3018.0 |
2978.0 |
2997.8 |
+7.8 |
442 |
4,653 |
+60 |
Sep12 |
120111 |
2998.5 |
3000.0 |
2998.5 |
3000.0 |
+7.8 |
139 |
2,714 |
-17 |
Dec12 |
120111 |
3001.0 |
3023.0 |
2975.0 |
3003.1 |
+7.6 |
1,072 |
13,287 |
-613 |
Mar13 |
120111 |
3002.2 |
3002.2 |
3002.2 |
3002.2 |
+7.5 |
1 |
1,194 |
+0 |
May13 |
120111 |
3000.6 |
3000.6 |
3000.6 |
3000.6 |
+7.5 |
0 |
1,085 |
+0 |
Total Volume and Open Interest |
33,576 |
104,745 |
-1,781 |
Platinum(NYMEX) |
Jan12 |
120111 |
1463.6 |
1496.6 |
1463.6 |
1496.6 |
+34.2 |
40 |
139 |
+0 |
Apr12 |
120111 |
1466.6 |
1501.5 |
1463.5 |
1497.7 |
+33.1 |
5,176 |
42,594 |
+905 |
Jul12 |
120111 |
1487.6 |
1501.9 |
1487.6 |
1501.3 |
+32.9 |
77 |
997 |
+16 |
Oct12 |
120111 |
1505.0 |
1505.0 |
1505.0 |
1505.0 |
+32.9 |
0 |
124 |
+0 |
Total Volume and Open Interest |
5,293 |
43,855 |
+921 |
Palladium(NYMEX) |
Mar12 |
120111 |
637.40 |
649.00 |
632.00 |
645.65 |
+10.45 |
2,153 |
16,980 |
+287 |
Jun12 |
120111 |
647.10 |
647.10 |
647.10 |
647.10 |
+10.45 |
26 |
540 |
+15 |
Sep12 |
120111 |
648.30 |
648.30 |
648.30 |
648.30 |
+10.45 |
5 |
138 |
+0 |
Total Volume and Open Interest |
2,184 |
17,658 |
+302 |
Copper(CMX) |
Mar12 |
120111 |
350.00 |
355.65 |
347.05 |
354.60 |
+3.30 |
34,685 |
71,544 |
+420 |
May12 |
120111 |
350.75 |
356.55 |
349.15 |
355.70 |
+3.30 |
3,084 |
23,568 |
-691 |
Jul12 |
120111 |
350.75 |
357.30 |
350.70 |
356.60 |
+3.35 |
1,749 |
9,735 |
+1,062 |
Sep12 |
120111 |
357.05 |
357.70 |
353.15 |
357.25 |
+3.50 |
1,503 |
4,148 |
-648 |
Dec12 |
120111 |
357.45 |
357.85 |
356.35 |
357.85 |
+3.60 |
1,584 |
3,915 |
+997 |
Total Volume and Open Interest |
42,930 |
123,090 |
+1,044 |
DJIA Index(CBOT) |
Mar12 |
120111 |
12370 |
12406 |
12339 |
12388 |
-2 |
244 |
11,298 |
+9 |
Jun12 |
120111 |
12319 |
12320 |
12319 |
12319 |
-1 |
100 |
304 |
-100 |
Sep12 |
120111 |
12256 |
12257 |
12256 |
12256 |
-1 |
|
|
|
Dec12 |
120111 |
12179 |
12180 |
12179 |
12179 |
-1 |
|
|
|
Total Volume and Open Interest |
344 |
11,602 |
-91 |
E-mini DJIA Index(CBOT) |
Mar12 |
120111 |
12386 |
12409 |
12338 |
12388 |
-2 |
88,483 |
101,217 |
+1,911 |
Jun12 |
120111 |
12269 |
12336 |
12269 |
12319 |
-1 |
1 |
62 |
+0 |
Sep12 |
120111 |
12231 |
12256 |
12221 |
12256 |
-1 |
2 |
9 |
+0 |
Dec12 |
120111 |
12179 |
12179 |
12179 |
12179 |
-1 |
|
|
|
Total Volume and Open Interest |
88,486 |
101,288 |
+1,911 |
S & P 500(CME) |
Mar12 |
120111 |
1286.40 |
1289.20 |
1279.30 |
1288.20 |
+2.10 |
7,694 |
232,004 |
+2,670 |
Jun12 |
120111 |
1282.60 |
1283.60 |
1276.60 |
1282.60 |
+2.00 |
251 |
2,674 |
-85 |
Sep12 |
120111 |
1277.00 |
1278.20 |
1271.20 |
1277.00 |
+1.80 |
0 |
965 |
+0 |
Dec12 |
120111 |
1271.40 |
1272.60 |
1265.60 |
1271.40 |
+1.80 |
0 |
201 |
+0 |
Total Volume and Open Interest |
7,945 |
235,844 |
+2,585 |
S & P 500 E-Mini(Globex) |
Mar12 |
120111 |
1286.00 |
1289.50 |
1279.25 |
1288.25 |
+2.25 |
1,438,170 |
2,579,341 |
+8,158 |
Jun12 |
120111 |
1279.50 |
1283.25 |
1274.50 |
1282.50 |
+2.00 |
1,589 |
13,104 |
+828 |
Total Volume and Open Interest |
1,439,760 |
2,592,654 |
+8,987 |
NASDAQ 100(CME) |
Mar12 |
120111 |
2357.00 |
2375.00 |
2352.30 |
2367.00 |
+3.50 |
595 |
9,150 |
+421 |
Jun12 |
120111 |
2363.00 |
2363.00 |
2362.50 |
2363.00 |
+3.50 |
|
|
|
Sep12 |
120111 |
2360.50 |
2360.50 |
2360.00 |
2360.50 |
+3.50 |
|
|
|
Total Volume and Open Interest |
595 |
9,150 |
+421 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120111 |
2363.30 |
2373.30 |
2352.50 |
2367.00 |
+3.50 |
152,188 |
294,258 |
+3,335 |
Jun12 |
120111 |
2355.30 |
2363.00 |
2355.30 |
2363.00 |
+3.50 |
3 |
72 |
+0 |
Total Volume and Open Interest |
152,191 |
294,333 |
+3,335 |
S & P Midcap 400(CME) |
Mar12 |
120111 |
908.60 |
908.60 |
902.00 |
908.60 |
+4.00 |
182 |
1,023 |
+0 |
Jun12 |
120111 |
906.60 |
906.60 |
906.60 |
906.60 |
+4.00 |
|
|
|
Sep12 |
120111 |
904.60 |
904.60 |
904.60 |
904.60 |
+4.00 |
|
|
|
Total Volume and Open Interest |
182 |
1,023 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120111 |
8450 |
8460 |
8415 |
8450 |
+5 |
2,684 |
23,310 |
+90 |
Jun12 |
120111 |
8395 |
8395 |
8390 |
8395 |
+5 |
4 |
28 |
+2 |
Total Volume and Open Interest |
2,688 |
23,338 |
+92 |
Nikkei 225(SGX) |
Mar12 |
120111 |
8420 |
8475 |
8405 |
8435 |
+10 |
103,221 |
204,408 |
+11,935 |
Jun12 |
120111 |
8355 |
8355 |
8355 |
8355 |
+10 |
2 |
337 |
-2 |
Sep12 |
120111 |
8355 |
8355 |
8355 |
8355 |
+10 |
0 |
30 |
+0 |
Total Volume and Open Interest |
103,631 |
215,655 |
+11,851 |
CAC 40(EURONEXT) |
Jan12 |
120111 |
3200.0 |
3237.0 |
3180.5 |
3204.5 |
-7.0 |
56,459 |
266,876 |
-8,185 |
Feb12 |
120111 |
3199.0 |
3235.0 |
3188.0 |
3204.5 |
-7.0 |
43 |
1,097 |
+29 |
Mar12 |
120111 |
3199.0 |
3232.0 |
3183.0 |
3204.0 |
-8.0 |
428 |
20,452 |
+110 |
Total Volume and Open Interest |
56,930 |
288,475 |
-8,046 |
Hang Seng Index(HKFE) |
Jan12 |
120111 |
19048 |
19192 |
18959 |
19168 |
+161 |
84,906 |
86,009 |
+1,265 |
Feb12 |
120111 |
19000 |
19185 |
18980 |
19177 |
+167 |
424 |
1,150 |
-15 |
Mar12 |
120111 |
18951 |
19130 |
18906 |
19118 |
+162 |
2,409 |
4,267 |
+465 |
Total Volume and Open Interest |
87,949 |
93,395 |
+1,774 |
DAX(EUREX) |
Mar12 |
120111 |
6138.5 |
6187.0 |
6110.5 |
6147.0 |
-22.5 |
133,871 |
154,503 |
-36 |
Jun12 |
120111 |
6156.5 |
6195.0 |
6135.0 |
6159.5 |
-23.0 |
911 |
6,048 |
+248 |
Sep12 |
120111 |
6189.0 |
6190.0 |
6140.0 |
6167.5 |
-23.0 |
6 |
520 |
+0 |
Total Volume and Open Interest |
134,788 |
161,071 |
+212 |
FT-SE 100(EURONEXT) |
Mar12 |
120111 |
5644.50 |
5659.00 |
5602.00 |
5615.50 |
-51.50 |
80,926 |
615,596 |
-3,879 |
Jun12 |
120111 |
5612.00 |
5612.00 |
5569.50 |
5569.50 |
-52.00 |
50 |
3,710 |
+0 |
Sep12 |
120111 |
5537.50 |
5537.50 |
5537.50 |
5537.50 |
-52.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
80,976 |
619,316 |
-3,879 |
SPI 200(SFE) |
Mar12 |
120111 |
4126.0 |
4177.0 |
4117.0 |
4169.0 |
+47.0 |
30,071 |
203,039 |
+6,317 |
Jun12 |
120111 |
4160.0 |
4182.0 |
4160.0 |
4178.0 |
+48.0 |
153 |
2,240 |
+110 |
Sep12 |
120111 |
4140.0 |
4140.0 |
4140.0 |
4140.0 |
+48.0 |
1 |
1,084 |
-1 |
Total Volume and Open Interest |
30,587 |
209,305 |
+6,361 |
GSCI(CME) |
Jan12 |
120111 |
665.50 |
665.50 |
662.50 |
663.50 |
-5.00 |
2,612 |
7,165 |
-2,038 |
Feb12 |
120111 |
666.70 |
666.70 |
663.70 |
665.00 |
-4.50 |
2,273 |
2,180 |
+2,078 |
Mar12 |
120111 |
667.50 |
667.50 |
667.50 |
667.50 |
-4.50 |
1 |
1 |
+0 |
Total Volume and Open Interest |
4,886 |
9,346 |
+40 |
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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