|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu January 12, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan12 |
120112 |
1199.75 |
1206.00 |
1150.00 |
1178.50 |
-19.00 |
1,495 |
1,070 |
-881 |
Mar12 |
120112 |
1202.50 |
1213.50 |
1150.00 |
1182.50 |
-20.50 |
94,553 |
202,893 |
+1,007 |
May12 |
120112 |
1212.00 |
1223.50 |
1160.00 |
1192.50 |
-20.00 |
22,049 |
91,861 |
-332 |
Jul12 |
120112 |
1221.75 |
1233.25 |
1170.50 |
1202.75 |
-19.50 |
20,394 |
80,208 |
+1,129 |
Aug12 |
120112 |
1180.00 |
1219.00 |
1178.50 |
1201.25 |
-17.75 |
113 |
1,798 |
-2 |
Sep12 |
120112 |
1180.00 |
1210.75 |
1177.00 |
1193.75 |
-17.00 |
56 |
1,657 |
-1 |
Nov12 |
120112 |
1202.00 |
1212.75 |
1163.50 |
1188.50 |
-16.00 |
7,684 |
60,397 |
+103 |
Jan13 |
120112 |
1220.00 |
1220.00 |
1184.75 |
1196.50 |
-16.75 |
603 |
14,900 |
-48 |
Mar13 |
120112 |
1227.00 |
1227.00 |
1201.50 |
1203.50 |
-16.50 |
173 |
1,197 |
+83 |
May13 |
120112 |
1225.00 |
1225.00 |
1193.25 |
1204.75 |
-15.75 |
1 |
294 |
+0 |
Jul13 |
120112 |
1199.00 |
1222.50 |
1199.00 |
1207.50 |
-15.00 |
91 |
760 |
+38 |
Aug13 |
120112 |
1205.75 |
1218.75 |
1205.75 |
1205.75 |
-13.00 |
0 |
2 |
+0 |
Sep13 |
120112 |
1190.00 |
1201.00 |
1190.00 |
1190.00 |
-11.00 |
|
|
|
Nov13 |
120112 |
1190.00 |
1190.00 |
1149.00 |
1178.50 |
-9.50 |
52 |
2,347 |
+20 |
Total Volume and Open Interest |
147,287 |
459,749 |
+1,131 |
Soybean Meal(CBOT) |
Jan12 |
120112 |
294.50 |
306.20 |
294.50 |
306.10 |
-3.90 |
918 |
617 |
-392 |
Mar12 |
120112 |
302.70 |
315.30 |
296.40 |
307.10 |
-5.70 |
35,947 |
83,164 |
+446 |
May12 |
120112 |
305.60 |
318.00 |
299.60 |
310.20 |
-5.40 |
7,440 |
31,870 |
-115 |
Jul12 |
120112 |
309.90 |
321.10 |
302.60 |
313.60 |
-5.10 |
4,905 |
29,407 |
-3 |
Aug12 |
120112 |
319.70 |
319.70 |
303.80 |
313.90 |
-5.00 |
323 |
6,255 |
+6 |
Sep12 |
120112 |
312.70 |
314.00 |
308.20 |
313.50 |
-5.00 |
204 |
5,531 |
+11 |
Oct12 |
120112 |
306.50 |
311.50 |
306.50 |
310.20 |
-5.80 |
152 |
3,370 |
-1 |
Dec12 |
120112 |
317.00 |
317.90 |
302.70 |
310.60 |
-5.70 |
3,664 |
17,281 |
+1,285 |
Jan13 |
120112 |
310.00 |
317.80 |
310.00 |
312.10 |
-5.70 |
38 |
1,671 |
+12 |
Mar13 |
120112 |
312.00 |
320.90 |
312.00 |
315.20 |
-5.70 |
18 |
2,139 |
+0 |
Total Volume and Open Interest |
53,609 |
183,589 |
+1,249 |
Soybean Oil(CBOT) |
Jan12 |
120112 |
51.50 |
51.59 |
50.38 |
51.15 |
-0.44 |
258 |
327 |
-121 |
Mar12 |
120112 |
50.89 |
52.28 |
50.28 |
51.46 |
-0.43 |
55,051 |
145,179 |
-1,379 |
May12 |
120112 |
51.43 |
52.67 |
50.66 |
51.86 |
-0.41 |
11,155 |
52,149 |
-315 |
Jul12 |
120112 |
51.77 |
52.99 |
51.00 |
52.21 |
-0.40 |
10,234 |
39,097 |
+1,609 |
Aug12 |
120112 |
51.82 |
52.58 |
51.15 |
52.28 |
-0.34 |
419 |
5,709 |
+113 |
Sep12 |
120112 |
51.86 |
52.90 |
51.16 |
52.33 |
-0.29 |
389 |
5,373 |
-25 |
Oct12 |
120112 |
52.63 |
52.78 |
51.05 |
52.33 |
-0.19 |
180 |
5,730 |
+32 |
Dec12 |
120112 |
52.43 |
52.79 |
51.13 |
52.41 |
-0.11 |
3,364 |
23,048 |
+919 |
Jan13 |
120112 |
51.85 |
52.67 |
51.85 |
52.56 |
-0.11 |
11 |
115 |
+11 |
Mar13 |
120112 |
52.92 |
52.92 |
52.66 |
52.81 |
-0.11 |
16 |
258 |
+5 |
Total Volume and Open Interest |
81,097 |
277,806 |
+860 |
Canola(WCE) |
Jan12 |
120112 |
513.3 |
513.3 |
513.3 |
513.3 |
-3.6 |
|
|
|
Mar12 |
120112 |
524.0 |
525.6 |
508.7 |
520.3 |
-3.6 |
8,004 |
81,463 |
-71 |
May12 |
120112 |
529.2 |
529.2 |
512.0 |
524.5 |
-3.2 |
1,702 |
24,689 |
+153 |
Jul12 |
120112 |
532.7 |
532.8 |
514.9 |
528.4 |
-3.0 |
1,233 |
15,642 |
+635 |
Nov12 |
120112 |
510.4 |
512.4 |
492.1 |
508.7 |
-0.4 |
404 |
22,297 |
+66 |
Total Volume and Open Interest |
11,349 |
145,391 |
+783 |
Corn(CBOT) |
Mar12 |
120112 |
651.00 |
659.50 |
611.50 |
611.50 |
-40.00 |
151,815 |
499,821 |
-7,756 |
May12 |
120112 |
657.25 |
666.25 |
618.25 |
618.25 |
-40.00 |
37,143 |
219,797 |
+3,654 |
Jul12 |
120112 |
662.00 |
671.25 |
623.25 |
623.25 |
-40.00 |
41,211 |
187,733 |
+1,644 |
Sep12 |
120112 |
610.00 |
618.00 |
571.50 |
580.00 |
-31.50 |
6,812 |
47,898 |
+619 |
Dec12 |
120112 |
581.25 |
588.00 |
553.00 |
561.00 |
-21.50 |
20,375 |
195,650 |
+488 |
Mar13 |
120112 |
591.75 |
599.25 |
562.25 |
573.00 |
-19.00 |
711 |
37,638 |
+193 |
May13 |
120112 |
598.75 |
605.50 |
572.75 |
580.25 |
-18.75 |
75 |
1,766 |
-24 |
Jul13 |
120112 |
604.00 |
611.50 |
579.00 |
585.50 |
-18.25 |
212 |
2,530 |
+52 |
Sep13 |
120112 |
560.00 |
575.75 |
560.00 |
560.00 |
-15.75 |
8 |
561 |
+2 |
Dec13 |
120112 |
556.00 |
562.00 |
540.00 |
550.50 |
-8.00 |
153 |
15,974 |
+58 |
Total Volume and Open Interest |
258,549 |
1,211,479 |
-1,072 |
Wheat(CBOT) |
Mar12 |
120112 |
641.50 |
648.75 |
592.00 |
605.00 |
-36.00 |
52,292 |
179,087 |
-5,093 |
May12 |
120112 |
661.00 |
668.00 |
612.75 |
627.00 |
-33.25 |
12,398 |
71,510 |
+1,385 |
Jul12 |
120112 |
678.25 |
685.00 |
632.25 |
648.00 |
-30.00 |
12,239 |
82,707 |
+638 |
Sep12 |
120112 |
696.50 |
702.00 |
651.00 |
668.50 |
-28.00 |
4,789 |
20,746 |
+2,772 |
Dec12 |
120112 |
715.00 |
719.50 |
671.00 |
690.00 |
-25.25 |
2,763 |
46,747 |
+565 |
Mar13 |
120112 |
730.00 |
730.75 |
693.50 |
704.00 |
-23.25 |
97 |
2,574 |
+58 |
Total Volume and Open Interest |
84,680 |
407,663 |
+359 |
Wheat(KCBT) |
Mar12 |
120112 |
701.00 |
708.75 |
658.75 |
673.00 |
-28.75 |
7,846 |
63,745 |
-139 |
May12 |
120112 |
708.25 |
716.25 |
667.75 |
682.25 |
-27.75 |
1,102 |
18,432 |
-89 |
Jul12 |
120112 |
716.75 |
725.50 |
676.75 |
691.50 |
-27.00 |
3,286 |
41,201 |
+451 |
Sep12 |
120112 |
732.75 |
739.50 |
691.50 |
706.25 |
-26.75 |
904 |
7,336 |
+155 |
Dec12 |
120112 |
752.00 |
758.75 |
711.50 |
728.25 |
-24.25 |
1,901 |
10,745 |
+772 |
Mar13 |
120112 |
730.00 |
742.25 |
730.00 |
742.25 |
-23.25 |
12 |
261 |
+25 |
Total Volume and Open Interest |
15,056 |
142,039 |
+1,178 |
Wheat(MGE) |
Mar12 |
120112 |
814.75 |
822.00 |
794.25 |
807.50 |
-9.00 |
2,137 |
14,960 |
-207 |
May12 |
120112 |
807.00 |
812.00 |
785.00 |
792.50 |
-13.75 |
871 |
7,992 |
+266 |
Jul12 |
120112 |
798.50 |
804.75 |
777.00 |
784.00 |
-14.50 |
650 |
7,735 |
+124 |
Sep12 |
120112 |
785.25 |
789.00 |
758.50 |
767.00 |
-17.75 |
397 |
5,190 |
+74 |
Dec12 |
120112 |
789.50 |
794.50 |
762.50 |
771.00 |
-18.25 |
441 |
3,654 |
-2 |
Total Volume and Open Interest |
4,510 |
39,712 |
+252 |
Oats(CBOT) |
Mar12 |
120112 |
298.50 |
300.75 |
278.50 |
284.25 |
-14.25 |
394 |
10,366 |
-110 |
May12 |
120112 |
298.25 |
302.50 |
282.00 |
286.25 |
-15.75 |
130 |
2,110 |
+78 |
Jul12 |
120112 |
292.50 |
306.00 |
287.00 |
288.50 |
-17.50 |
5 |
240 |
+1 |
Sep12 |
120112 |
293.50 |
309.50 |
293.50 |
293.50 |
-16.00 |
0 |
32 |
+0 |
Total Volume and Open Interest |
532 |
12,912 |
-32 |
Rough Rice(CBOT) |
Jan12 |
120112 |
14.46 |
14.58 |
14.36 |
14.36 |
-0.22 |
19 |
26 |
-4 |
Mar12 |
120112 |
14.78 |
14.94 |
14.41 |
14.57 |
-0.23 |
231 |
12,144 |
-76 |
May12 |
120112 |
15.18 |
15.18 |
14.68 |
14.85 |
-0.22 |
18 |
1,079 |
-2 |
Jul12 |
120112 |
15.09 |
15.33 |
15.02 |
15.12 |
-0.21 |
0 |
617 |
+0 |
Total Volume and Open Interest |
271 |
14,100 |
-82 |
Live Cattle(CME) |
Feb12 |
120112 |
121.400 |
121.800 |
120.785 |
121.250 |
-0.080 |
33,441 |
106,822 |
-6,924 |
Apr12 |
120112 |
125.350 |
125.635 |
124.700 |
125.250 |
-0.050 |
26,455 |
109,244 |
+6,319 |
Jun12 |
120112 |
124.950 |
125.250 |
124.000 |
124.500 |
-0.450 |
13,004 |
75,321 |
+2,303 |
Aug12 |
120112 |
126.680 |
127.000 |
125.500 |
126.250 |
-0.500 |
4,688 |
24,384 |
+1,043 |
Oct12 |
120112 |
129.400 |
129.800 |
128.450 |
129.235 |
-0.415 |
1,066 |
10,252 |
+164 |
Dec12 |
120112 |
130.325 |
130.325 |
129.250 |
129.500 |
-1.000 |
749 |
5,781 |
+172 |
Total Volume and Open Interest |
79,550 |
333,360 |
+3,162 |
Feeder Cattle(CME) |
Jan12 |
120112 |
148.750 |
149.800 |
148.035 |
149.485 |
+0.800 |
1,194 |
4,371 |
-473 |
Mar12 |
120112 |
151.075 |
152.300 |
150.235 |
151.800 |
+0.920 |
2,686 |
16,953 |
+344 |
Apr12 |
120112 |
152.550 |
153.825 |
151.950 |
153.325 |
+0.825 |
538 |
4,607 |
+36 |
May12 |
120112 |
153.350 |
154.800 |
152.825 |
154.235 |
+0.800 |
845 |
5,390 |
-139 |
Aug12 |
120112 |
154.550 |
155.900 |
154.250 |
155.500 |
+0.800 |
692 |
5,020 |
+200 |
Sep12 |
120112 |
154.825 |
155.550 |
154.825 |
155.535 |
+0.735 |
59 |
895 |
+20 |
Oct12 |
120112 |
154.750 |
155.550 |
154.750 |
155.550 |
+0.550 |
42 |
346 |
+28 |
Total Volume and Open Interest |
6,061 |
37,681 |
+19 |
Lean Hogs(CME) |
Feb12 |
120112 |
82.980 |
84.385 |
82.950 |
83.950 |
+1.050 |
23,543 |
64,582 |
-7,182 |
Apr12 |
120112 |
85.850 |
86.950 |
85.785 |
86.580 |
+0.780 |
18,747 |
73,162 |
+4,012 |
May12 |
120112 |
93.800 |
94.430 |
93.550 |
94.200 |
+0.200 |
69 |
2,360 |
-3 |
Jun12 |
120112 |
95.080 |
95.550 |
94.635 |
95.035 |
+0.085 |
7,539 |
51,580 |
+601 |
Jul12 |
120112 |
95.000 |
95.200 |
94.330 |
94.785 |
-0.145 |
2,508 |
13,373 |
+452 |
Aug12 |
120112 |
94.785 |
95.400 |
94.385 |
95.250 |
+0.170 |
3,577 |
16,134 |
+331 |
Oct12 |
120112 |
85.500 |
85.600 |
84.500 |
85.330 |
-0.055 |
1,441 |
11,356 |
+542 |
Dec12 |
120112 |
81.300 |
81.450 |
80.500 |
81.225 |
-0.425 |
228 |
4,576 |
+108 |
Total Volume and Open Interest |
57,694 |
238,037 |
-1,103 |
Class III Milk(CME) |
Jan12 |
120112 |
17.14 |
17.14 |
17.08 |
17.12 |
-0.02 |
318 |
4,405 |
-180 |
Feb12 |
120112 |
17.54 |
17.59 |
17.25 |
17.40 |
-0.08 |
498 |
5,493 |
+83 |
Mar12 |
120112 |
17.83 |
17.90 |
17.62 |
17.76 |
-0.09 |
255 |
4,581 |
+114 |
Apr12 |
120112 |
17.74 |
17.74 |
17.61 |
17.68 |
-0.05 |
46 |
3,084 |
+17 |
May12 |
120112 |
17.59 |
17.62 |
17.54 |
17.59 |
unch |
28 |
2,809 |
+14 |
Total Volume and Open Interest |
1,191 |
31,803 |
+78 |
Cocoa(ICE) |
Mar12 |
120112 |
2350 |
2376 |
2307 |
2326 |
-24 |
26,199 |
77,730 |
-3,358 |
May12 |
120112 |
2356 |
2393 |
2328 |
2342 |
-26 |
4,305 |
37,306 |
+67 |
Jul12 |
120112 |
2390 |
2411 |
2339 |
2360 |
-26 |
1,431 |
19,536 |
-239 |
Sep12 |
120112 |
2409 |
2409 |
2367 |
2378 |
-24 |
71 |
14,902 |
-21 |
Dec12 |
120112 |
2425 |
2425 |
2394 |
2395 |
-25 |
52 |
15,286 |
+9 |
Mar13 |
120112 |
2450 |
2450 |
2400 |
2410 |
-24 |
51 |
5,308 |
-38 |
May13 |
120112 |
2421 |
2421 |
2421 |
2421 |
-23 |
1 |
2,458 |
+0 |
Total Volume and Open Interest |
32,112 |
173,305 |
-3,580 |
Coffee "C"(ICE) |
Mar12 |
120112 |
233.80 |
238.50 |
231.85 |
233.90 |
-1.00 |
9,694 |
58,525 |
+786 |
May12 |
120112 |
236.50 |
241.10 |
234.60 |
236.65 |
-0.90 |
2,455 |
26,456 |
+273 |
Jul12 |
120112 |
238.80 |
243.60 |
237.60 |
239.30 |
-0.85 |
1,135 |
11,405 |
+234 |
Sep12 |
120112 |
240.55 |
244.80 |
240.30 |
241.15 |
-0.75 |
186 |
6,601 |
+20 |
Dec12 |
120112 |
242.00 |
247.10 |
242.00 |
242.90 |
-0.75 |
118 |
7,114 |
+40 |
Mar13 |
120112 |
244.85 |
249.00 |
244.05 |
244.80 |
-0.80 |
46 |
900 |
+22 |
Total Volume and Open Interest |
13,665 |
111,501 |
+1,385 |
Orange Juice(ICE) |
Mar12 |
120112 |
189.15 |
192.00 |
178.10 |
178.10 |
-10.00 |
3,183 |
23,374 |
-227 |
May12 |
120112 |
184.00 |
185.70 |
174.60 |
174.60 |
-10.00 |
2,171 |
3,597 |
+582 |
Jul12 |
120112 |
179.15 |
179.15 |
173.60 |
173.60 |
-10.00 |
241 |
933 |
-78 |
Sep12 |
120112 |
177.50 |
177.50 |
172.50 |
172.50 |
-10.00 |
197 |
342 |
+76 |
Nov12 |
120112 |
172.00 |
172.00 |
169.70 |
169.70 |
-7.65 |
68 |
147 |
+55 |
Jan13 |
120112 |
168.90 |
168.90 |
168.90 |
168.90 |
-7.65 |
0 |
5 |
+0 |
Total Volume and Open Interest |
5,860 |
28,402 |
-710 |
Sugar #11(ICE) |
Mar12 |
120112 |
23.79 |
23.85 |
23.17 |
23.27 |
-0.42 |
42,692 |
221,028 |
+433 |
May12 |
120112 |
23.32 |
23.39 |
22.75 |
22.84 |
-0.42 |
17,885 |
95,998 |
-1,994 |
Jul12 |
120112 |
23.05 |
23.11 |
22.52 |
22.61 |
-0.39 |
12,759 |
115,900 |
+2,721 |
Oct12 |
120112 |
23.31 |
23.36 |
22.84 |
22.95 |
-0.33 |
4,327 |
59,244 |
+1,128 |
Mar13 |
120112 |
23.75 |
23.82 |
23.29 |
23.40 |
-0.34 |
2,230 |
38,072 |
+941 |
Total Volume and Open Interest |
80,508 |
583,648 |
+3,300 |
London Cocoa(LCE) |
Mar12 |
120112 |
1568 |
1576 |
1537 |
1545 |
-17 |
21,106 |
74,000 |
-4,855 |
May12 |
120112 |
1577 |
1584 |
1547 |
1554 |
-16 |
6,645 |
22,326 |
+527 |
Jul12 |
120112 |
1591 |
1596 |
1560 |
1567 |
-17 |
2,378 |
31,009 |
+8 |
Sep12 |
120112 |
1600 |
1609 |
1574 |
1580 |
-18 |
1,888 |
22,310 |
+24 |
Dec12 |
120112 |
1618 |
1619 |
1587 |
1589 |
-21 |
145 |
16,153 |
-39 |
Mar13 |
120112 |
1614 |
1624 |
1597 |
1597 |
-22 |
1,076 |
10,141 |
-352 |
May13 |
120112 |
1608 |
1629 |
1602 |
1602 |
-22 |
1,024 |
3,450 |
+1,007 |
Total Volume and Open Interest |
34,282 |
180,484 |
-3,680 |
London Sugar(LCE) |
Mar12 |
120112 |
625.10 |
628.10 |
613.30 |
620.60 |
+2.40 |
9,568 |
28,450 |
-474 |
May12 |
120112 |
605.00 |
607.70 |
592.90 |
602.30 |
+4.10 |
5,299 |
12,744 |
+588 |
Aug12 |
120112 |
596.60 |
599.00 |
585.40 |
594.60 |
+5.40 |
1,846 |
13,393 |
+594 |
Oct12 |
120112 |
596.90 |
600.00 |
586.40 |
595.40 |
+4.30 |
846 |
4,465 |
+218 |
Dec12 |
120112 |
601.60 |
604.30 |
592.30 |
599.70 |
+3.70 |
268 |
1,785 |
+8 |
Total Volume and Open Interest |
18,057 |
62,441 |
+1,017 |
Cotton(ICE) |
Mar12 |
120112 |
96.57 |
97.50 |
94.13 |
95.69 |
-1.18 |
10,067 |
80,031 |
-663 |
May12 |
120112 |
96.00 |
96.75 |
93.80 |
95.25 |
-1.18 |
3,381 |
28,088 |
-61 |
Jul12 |
120112 |
96.08 |
96.80 |
93.77 |
95.26 |
-1.15 |
1,895 |
25,043 |
+847 |
Oct12 |
120112 |
95.00 |
95.00 |
94.81 |
94.81 |
-1.07 |
1 |
88 |
+1 |
Dec12 |
120112 |
92.70 |
93.00 |
90.23 |
92.07 |
-0.77 |
791 |
12,695 |
+614 |
Mar13 |
120112 |
93.00 |
93.00 |
92.68 |
92.68 |
-0.88 |
20 |
455 |
+0 |
Total Volume and Open Interest |
16,188 |
147,317 |
+763 |
Lumber(CME) |
Jan12 |
120112 |
245.5 |
251.0 |
240.1 |
251.0 |
+4.4 |
139 |
134 |
-101 |
Mar12 |
120112 |
244.2 |
246.0 |
233.4 |
236.3 |
-7.1 |
326 |
5,808 |
+35 |
May12 |
120112 |
260.0 |
260.3 |
250.3 |
252.0 |
-8.3 |
73 |
1,905 |
+28 |
Jul12 |
120112 |
269.0 |
269.0 |
260.2 |
262.0 |
-8.0 |
10 |
648 |
+3 |
Total Volume and Open Interest |
550 |
8,781 |
-35 |
Crude Oil(NYM) |
Feb12 |
120112 |
101.00 |
102.98 |
98.50 |
99.10 |
-1.77 |
291,273 |
181,375 |
-15,922 |
Mar12 |
120112 |
101.19 |
103.19 |
98.73 |
99.31 |
-1.78 |
129,190 |
223,403 |
+15,509 |
Apr12 |
120112 |
101.49 |
103.40 |
99.00 |
99.56 |
-1.77 |
44,455 |
98,458 |
+1,711 |
May12 |
120112 |
102.00 |
103.60 |
99.29 |
99.83 |
-1.74 |
34,092 |
83,727 |
-4,738 |
Jun12 |
120112 |
102.00 |
103.84 |
99.52 |
100.05 |
-1.71 |
45,832 |
93,245 |
-2,308 |
Jul12 |
120112 |
102.20 |
103.86 |
99.65 |
100.16 |
-1.69 |
10,262 |
46,514 |
+199 |
Aug12 |
120112 |
103.03 |
103.53 |
100.00 |
100.11 |
-1.67 |
4,852 |
36,760 |
-358 |
Sep12 |
120112 |
102.01 |
103.67 |
99.85 |
99.98 |
-1.65 |
6,773 |
34,771 |
-648 |
Oct12 |
120112 |
102.18 |
103.48 |
99.68 |
99.82 |
-1.63 |
3,651 |
32,172 |
+524 |
Nov12 |
120112 |
99.68 |
99.68 |
99.67 |
99.67 |
-1.62 |
2,903 |
31,584 |
+835 |
Dec12 |
120112 |
101.58 |
103.14 |
99.06 |
99.54 |
-1.62 |
45,241 |
180,079 |
+1,100 |
Jan13 |
120112 |
102.58 |
102.58 |
99.27 |
99.27 |
-1.61 |
4,393 |
29,397 |
-593 |
Feb13 |
120112 |
98.98 |
98.98 |
98.98 |
98.98 |
-1.61 |
2,029 |
14,914 |
-59 |
Mar13 |
120112 |
98.68 |
98.68 |
98.68 |
98.68 |
-1.62 |
1,489 |
14,089 |
-135 |
Apr13 |
120112 |
98.38 |
98.38 |
98.38 |
98.38 |
-1.63 |
216 |
6,406 |
+58 |
May13 |
120112 |
98.07 |
98.07 |
98.07 |
98.07 |
-1.65 |
398 |
6,940 |
+58 |
Total Volume and Open Interest |
652,853 |
1,388,799 |
-4,929 |
e-miNY Crude Oil(NYM) |
Jan12 |
111219 |
93.625 |
94.400 |
92.575 |
93.875 |
+0.350 |
8,502 |
1,304 |
-454 |
Feb12 |
120112 |
101.100 |
102.975 |
98.525 |
99.100 |
-1.775 |
7,482 |
2,080 |
-225 |
Mar12 |
120112 |
101.200 |
103.175 |
98.750 |
99.300 |
-1.800 |
422 |
544 |
-13 |
Apr12 |
120112 |
101.725 |
103.000 |
99.025 |
99.550 |
-1.775 |
71 |
212 |
+8 |
May12 |
120112 |
102.800 |
102.900 |
99.600 |
99.825 |
-1.750 |
4 |
39 |
-1 |
Jun12 |
120112 |
100.050 |
102.350 |
99.675 |
100.050 |
-1.700 |
2 |
15 |
+0 |
Jul12 |
120112 |
103.800 |
103.800 |
100.150 |
100.150 |
-1.700 |
0 |
12 |
+0 |
Aug12 |
120112 |
100.100 |
102.450 |
100.100 |
100.100 |
-1.675 |
0 |
5 |
+0 |
Sep12 |
120112 |
99.975 |
99.975 |
99.975 |
99.975 |
-1.650 |
0 |
1 |
+0 |
Oct12 |
120112 |
99.825 |
99.825 |
99.825 |
99.825 |
-1.625 |
0 |
9 |
+0 |
Total Volume and Open Interest |
7,981 |
3,136 |
-231 |
Heating Oil(NYM) |
Feb12 |
120112 |
306.46 |
313.64 |
303.95 |
305.41 |
-1.05 |
67,288 |
69,516 |
-3,127 |
Mar12 |
120112 |
306.25 |
312.86 |
303.34 |
304.63 |
-1.30 |
37,505 |
59,995 |
+390 |
Apr12 |
120112 |
304.93 |
310.88 |
301.51 |
302.59 |
-1.50 |
22,302 |
27,499 |
+712 |
May12 |
120112 |
304.88 |
308.46 |
299.79 |
300.19 |
-1.76 |
13,644 |
22,798 |
+430 |
Jun12 |
120112 |
303.65 |
307.19 |
297.93 |
298.96 |
-1.94 |
16,572 |
39,955 |
+2,238 |
Jul12 |
120112 |
304.54 |
305.94 |
298.57 |
298.95 |
-1.95 |
2,525 |
10,991 |
+220 |
Aug12 |
120112 |
304.74 |
304.93 |
298.81 |
299.18 |
-1.99 |
955 |
4,675 |
+53 |
Sep12 |
120112 |
303.73 |
306.03 |
298.49 |
299.60 |
-2.10 |
753 |
9,133 |
+283 |
Oct12 |
120112 |
306.00 |
306.11 |
300.07 |
300.20 |
-2.17 |
255 |
3,087 |
+50 |
Nov12 |
120112 |
306.43 |
306.58 |
300.82 |
300.82 |
-2.23 |
290 |
1,992 |
-9 |
Dec12 |
120112 |
305.50 |
308.47 |
301.14 |
301.35 |
-2.23 |
2,278 |
19,327 |
+920 |
Jan13 |
120112 |
307.23 |
307.23 |
301.14 |
301.64 |
-2.23 |
100 |
2,835 |
-14 |
Total Volume and Open Interest |
164,511 |
272,921 |
+2,178 |
Gasoline(NYMEX) |
Feb12 |
120112 |
277.02 |
282.45 |
271.78 |
273.13 |
-3.20 |
42,069 |
73,260 |
-3,786 |
Mar12 |
120112 |
277.81 |
282.75 |
272.25 |
273.70 |
-3.33 |
30,932 |
60,405 |
+1,751 |
Apr12 |
120112 |
290.84 |
295.28 |
284.91 |
286.43 |
-3.11 |
18,653 |
38,132 |
-152 |
May12 |
120112 |
290.84 |
294.60 |
284.26 |
285.86 |
-3.19 |
11,021 |
32,130 |
-681 |
Jun12 |
120112 |
288.35 |
292.41 |
282.33 |
283.85 |
-3.21 |
11,629 |
31,238 |
+1,032 |
Jul12 |
120112 |
285.15 |
289.10 |
280.70 |
281.13 |
-3.29 |
5,803 |
14,926 |
+527 |
Aug12 |
120112 |
283.76 |
284.92 |
277.70 |
278.16 |
-3.44 |
1,598 |
10,756 |
+58 |
Sep12 |
120112 |
280.20 |
283.52 |
274.55 |
274.93 |
-3.60 |
1,361 |
9,015 |
+169 |
Oct12 |
120112 |
267.50 |
268.21 |
261.21 |
262.01 |
-3.67 |
870 |
6,222 |
+218 |
Nov12 |
120112 |
264.95 |
264.95 |
258.98 |
258.98 |
-3.79 |
473 |
3,053 |
+30 |
Total Volume and Open Interest |
126,496 |
298,932 |
-351 |
e-miNY RBOB Gasoline(NYM) |
Feb12 |
120112 |
273.10 |
273.13 |
273.10 |
273.10 |
-3.20 |
0 |
2 |
+0 |
Mar12 |
120112 |
273.70 |
273.70 |
273.70 |
273.70 |
-3.30 |
|
|
|
Apr12 |
120112 |
286.40 |
286.43 |
286.40 |
286.40 |
-3.10 |
|
|
|
May12 |
120112 |
285.90 |
285.90 |
285.86 |
285.90 |
-3.20 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Feb12 |
120112 |
2.761 |
2.772 |
2.663 |
2.697 |
-0.077 |
134,787 |
153,311 |
-6,165 |
Mar12 |
120112 |
2.800 |
2.804 |
2.700 |
2.737 |
-0.066 |
86,444 |
275,406 |
+4,675 |
Apr12 |
120112 |
2.879 |
2.887 |
2.788 |
2.827 |
-0.056 |
49,799 |
140,999 |
+1,871 |
May12 |
120112 |
2.940 |
2.949 |
2.849 |
2.896 |
-0.053 |
30,106 |
82,409 |
+372 |
Jun12 |
120112 |
2.990 |
3.005 |
2.905 |
2.955 |
-0.049 |
17,416 |
34,138 |
+2,221 |
Jul12 |
120112 |
3.060 |
3.060 |
2.961 |
3.011 |
-0.049 |
17,095 |
33,913 |
+4,338 |
Aug12 |
120112 |
3.070 |
3.090 |
2.992 |
3.037 |
-0.049 |
8,213 |
17,580 |
+1,255 |
Sep12 |
120112 |
3.075 |
3.080 |
2.997 |
3.042 |
-0.049 |
11,432 |
31,810 |
+1,233 |
Oct12 |
120112 |
3.127 |
3.133 |
3.033 |
3.082 |
-0.049 |
19,446 |
79,017 |
+2,323 |
Nov12 |
120112 |
3.250 |
3.269 |
3.204 |
3.248 |
-0.047 |
9,413 |
33,902 |
+2,514 |
Dec12 |
120112 |
3.583 |
3.583 |
3.488 |
3.541 |
-0.039 |
5,240 |
28,528 |
+686 |
Jan13 |
120112 |
3.714 |
3.714 |
3.629 |
3.675 |
-0.042 |
6,807 |
47,914 |
+594 |
Feb13 |
120112 |
3.679 |
3.691 |
3.633 |
3.673 |
-0.042 |
760 |
9,345 |
+113 |
Mar13 |
120112 |
3.650 |
3.664 |
3.611 |
3.644 |
-0.047 |
2,019 |
21,624 |
+364 |
Apr13 |
120112 |
3.615 |
3.625 |
3.548 |
3.606 |
-0.052 |
3,168 |
27,610 |
+132 |
May13 |
120112 |
3.640 |
3.645 |
3.603 |
3.627 |
-0.053 |
532 |
4,359 |
+107 |
Total Volume and Open Interest |
404,643 |
1,096,284 |
+17,123 |
Brent Crude Oil(ICE) |
Feb12 |
120112 |
112.84 |
115.12 |
110.31 |
111.26 |
-0.98 |
186,769 |
72,568 |
-26,798 |
Mar12 |
120112 |
112.40 |
114.77 |
110.13 |
111.05 |
-1.01 |
180,303 |
223,074 |
+72 |
Apr12 |
120112 |
112.25 |
114.38 |
109.93 |
110.76 |
-1.04 |
86,038 |
95,275 |
+1,316 |
May12 |
120112 |
112.00 |
114.03 |
109.66 |
110.50 |
-1.07 |
38,165 |
49,026 |
+2,894 |
Jun12 |
120112 |
111.70 |
113.65 |
109.45 |
110.17 |
-1.10 |
49,708 |
85,201 |
-190 |
Jul12 |
120112 |
111.31 |
113.26 |
109.19 |
109.83 |
-1.12 |
8,927 |
25,855 |
+857 |
Aug12 |
120112 |
111.29 |
112.77 |
108.81 |
109.43 |
-1.15 |
5,553 |
30,995 |
-292 |
Sep12 |
120112 |
110.82 |
112.25 |
108.34 |
108.93 |
-1.18 |
6,356 |
41,086 |
-66 |
Oct12 |
120112 |
110.38 |
111.78 |
107.90 |
108.47 |
-1.20 |
4,047 |
19,119 |
+595 |
Nov12 |
120112 |
108.02 |
108.02 |
108.02 |
108.02 |
-1.22 |
3,320 |
15,337 |
+84 |
Dec12 |
120112 |
109.00 |
110.92 |
106.82 |
107.56 |
-1.24 |
26,447 |
109,174 |
+1,895 |
Jan13 |
120112 |
107.10 |
107.10 |
107.10 |
107.10 |
-1.27 |
1,429 |
12,777 |
-202 |
Feb13 |
120112 |
106.63 |
106.63 |
106.63 |
106.63 |
-1.30 |
559 |
7,724 |
-88 |
Mar13 |
120112 |
106.15 |
106.15 |
106.15 |
106.15 |
-1.32 |
486 |
4,762 |
-78 |
Total Volume and Open Interest |
608,873 |
951,045 |
-20,924 |
Gas Oil(ICE) |
Feb12 |
120112 |
964.00 |
981.00 |
951.00 |
972.50 |
+1.25 |
101,572 |
131,299 |
+2,681 |
Mar12 |
120112 |
960.50 |
978.00 |
948.50 |
970.25 |
+2.50 |
77,480 |
77,638 |
+2,009 |
Apr12 |
120112 |
956.75 |
973.75 |
946.25 |
966.75 |
+3.50 |
41,014 |
43,848 |
+1,961 |
May12 |
120112 |
959.50 |
969.75 |
942.50 |
963.00 |
+4.25 |
20,622 |
37,332 |
+1,416 |
Jun12 |
120112 |
953.25 |
966.50 |
939.25 |
960.25 |
+4.75 |
22,681 |
37,667 |
+1,734 |
Jul12 |
120112 |
954.00 |
965.50 |
938.75 |
959.25 |
+5.00 |
3,373 |
19,541 |
+308 |
Aug12 |
120112 |
954.50 |
964.50 |
939.00 |
958.50 |
+5.25 |
1,670 |
15,768 |
+137 |
Sep12 |
120112 |
951.00 |
963.50 |
937.75 |
957.50 |
+5.50 |
1,937 |
15,961 |
+270 |
Oct12 |
120112 |
953.25 |
961.50 |
936.00 |
956.00 |
+5.50 |
823 |
11,713 |
+199 |
Nov12 |
120112 |
951.50 |
959.50 |
943.00 |
954.00 |
+5.25 |
699 |
7,808 |
-59 |
Total Volume and Open Interest |
312,312 |
492,220 |
+457 |
Ethanol(CBOT) |
Jan12 |
120105 |
2.195 |
2.195 |
2.185 |
2.185 |
-0.043 |
48 |
65 |
-37 |
Feb12 |
120112 |
2.177 |
2.177 |
2.142 |
2.154 |
-0.113 |
183 |
865 |
-78 |
Mar12 |
120112 |
2.174 |
2.186 |
2.163 |
2.175 |
-0.112 |
65 |
1,482 |
-18 |
Apr12 |
120112 |
2.189 |
2.205 |
2.185 |
2.200 |
-0.108 |
4 |
832 |
-15 |
May12 |
120112 |
2.198 |
2.220 |
2.198 |
2.216 |
-0.108 |
46 |
949 |
-11 |
Jun12 |
120112 |
2.217 |
2.240 |
2.217 |
2.233 |
-0.106 |
43 |
844 |
-7 |
Jul12 |
120112 |
2.217 |
2.252 |
2.215 |
2.246 |
-0.101 |
112 |
1,279 |
+35 |
Aug12 |
120112 |
2.234 |
2.242 |
2.230 |
2.239 |
-0.105 |
56 |
902 |
-4 |
Total Volume and Open Interest |
668 |
10,246 |
-41 |
WTI Crude Oil(ICE) |
Feb12 |
120112 |
101.21 |
102.98 |
98.52 |
99.10 |
-1.77 |
57,364 |
45,618 |
-4,511 |
Mar12 |
120112 |
101.43 |
103.19 |
98.78 |
99.31 |
-1.78 |
36,894 |
46,921 |
+3,285 |
Apr12 |
120112 |
101.66 |
103.39 |
99.05 |
99.56 |
-1.77 |
18,395 |
27,222 |
+561 |
May12 |
120112 |
101.91 |
103.61 |
99.53 |
99.83 |
-1.74 |
10,226 |
16,093 |
-2,410 |
Jun12 |
120112 |
102.15 |
103.83 |
99.64 |
100.05 |
-1.71 |
16,528 |
40,545 |
-2,150 |
Jul12 |
120112 |
102.18 |
103.67 |
99.89 |
100.16 |
-1.69 |
2,365 |
11,428 |
-306 |
Aug12 |
120112 |
103.00 |
103.58 |
99.65 |
100.11 |
-1.67 |
1,610 |
8,978 |
-311 |
Sep12 |
120112 |
101.96 |
103.41 |
99.53 |
99.98 |
-1.65 |
2,260 |
12,676 |
+277 |
Oct12 |
120112 |
103.19 |
103.21 |
99.60 |
99.82 |
-1.63 |
1,225 |
6,723 |
+225 |
Nov12 |
120112 |
99.67 |
99.67 |
99.67 |
99.67 |
-1.62 |
479 |
7,116 |
-2 |
Dec12 |
120112 |
101.54 |
103.13 |
99.10 |
99.54 |
-1.62 |
14,076 |
55,385 |
-204 |
Jan13 |
120112 |
99.27 |
99.27 |
99.27 |
99.27 |
-1.61 |
415 |
3,968 |
-145 |
Feb13 |
120112 |
98.98 |
98.98 |
98.98 |
98.98 |
-1.61 |
133 |
896 |
-67 |
Mar13 |
120112 |
98.68 |
98.68 |
98.68 |
98.68 |
-1.62 |
0 |
1,587 |
-30 |
Apr13 |
120112 |
98.38 |
98.38 |
98.38 |
98.38 |
-1.63 |
0 |
389 |
+0 |
May13 |
120112 |
98.07 |
98.07 |
98.07 |
98.07 |
-1.65 |
0 |
561 |
-13 |
Total Volume and Open Interest |
165,540 |
371,454 |
-8,110 |
US Dollar Index(ICE) |
Mar12 |
120112 |
81.535 |
81.645 |
80.950 |
81.035 |
-0.580 |
14,029 |
68,463 |
-1,614 |
Jun12 |
120112 |
81.675 |
81.675 |
81.530 |
81.530 |
-0.580 |
40 |
561 |
+37 |
Sep12 |
120112 |
82.130 |
82.130 |
82.130 |
82.130 |
-0.580 |
|
|
|
Total Volume and Open Interest |
14,069 |
69,024 |
-1,577 |
Australian Dollar(CME) |
Mar12 |
120112 |
102.30 |
103.05 |
102.12 |
102.60 |
+0.33 |
93,214 |
125,694 |
+4,378 |
Jun12 |
120112 |
101.40 |
102.00 |
101.34 |
101.67 |
+0.33 |
96 |
102 |
+19 |
Sep12 |
120112 |
100.83 |
100.83 |
100.53 |
100.83 |
+0.30 |
0 |
110 |
+0 |
Total Volume and Open Interest |
93,310 |
125,914 |
+4,397 |
British Pound(CME) |
Mar12 |
120112 |
153.23 |
153.59 |
152.70 |
153.31 |
+0.25 |
53,615 |
199,797 |
-3,451 |
Jun12 |
120112 |
153.04 |
153.32 |
152.71 |
153.16 |
+0.24 |
4 |
51 |
+2 |
Sep12 |
120112 |
153.04 |
153.04 |
152.77 |
153.04 |
+0.27 |
0 |
4 |
+1 |
Total Volume and Open Interest |
53,619 |
199,855 |
-3,448 |
Canadian Dollar(CME) |
Mar12 |
120112 |
97.98 |
98.47 |
97.77 |
98.01 |
+0.09 |
60,638 |
116,238 |
+2,584 |
Jun12 |
120112 |
98.15 |
98.25 |
97.60 |
97.81 |
+0.09 |
140 |
2,929 |
-3 |
Sep12 |
120112 |
97.63 |
97.63 |
97.56 |
97.63 |
+0.07 |
23 |
1,413 |
+13 |
Dec12 |
120112 |
97.46 |
97.46 |
97.43 |
97.46 |
+0.03 |
31 |
385 |
+16 |
Total Volume and Open Interest |
60,832 |
120,997 |
+2,610 |
Japanese Yen(CME) |
Mar12 |
120112 |
130.21 |
130.53 |
130.00 |
130.37 |
+0.17 |
42,533 |
163,186 |
-1,187 |
Jun12 |
120112 |
130.44 |
130.54 |
130.29 |
130.54 |
+0.16 |
8 |
334 |
+7 |
Sep12 |
120112 |
130.76 |
130.76 |
130.59 |
130.76 |
+0.17 |
0 |
12 |
+0 |
Total Volume and Open Interest |
42,541 |
163,533 |
-1,180 |
Swiss Franc(CME) |
Mar12 |
120112 |
104.95 |
106.35 |
104.81 |
106.07 |
+1.26 |
20,109 |
41,842 |
+143 |
Jun12 |
120112 |
106.27 |
106.27 |
105.02 |
106.27 |
+1.25 |
0 |
21 |
+0 |
Sep12 |
120112 |
106.52 |
106.52 |
105.28 |
106.52 |
+1.24 |
0 |
5 |
+0 |
Total Volume and Open Interest |
20,109 |
41,869 |
+143 |
EuroFX(CME) |
Mar12 |
120112 |
127.13 |
128.48 |
127.02 |
128.32 |
+1.32 |
214,390 |
291,573 |
+3,029 |
Jun12 |
120112 |
127.17 |
128.49 |
127.09 |
128.40 |
+1.31 |
1,361 |
2,638 |
+798 |
Sep12 |
120112 |
128.00 |
128.52 |
127.22 |
128.52 |
+1.30 |
0 |
34 |
+0 |
Total Volume and Open Interest |
215,751 |
294,263 |
+3,827 |
Mexican Peso(CME) |
Jan12 |
120112 |
737.0 |
737.0 |
732.5 |
737.0 |
+4.5 |
0 |
95 |
+0 |
Feb12 |
120112 |
735.0 |
735.0 |
730.8 |
735.0 |
+4.2 |
0 |
4,000 |
+0 |
Total Volume and Open Interest |
23,738 |
123,845 |
+77 |
Brazilian Real(CME) |
Feb12 |
120112 |
556.30 |
559.80 |
554.25 |
558.25 |
+6.65 |
0 |
734 |
+0 |
Mar12 |
120112 |
552.50 |
554.00 |
551.70 |
554.00 |
+6.10 |
858 |
4,568 |
+70 |
Apr12 |
120112 |
550.75 |
550.75 |
550.75 |
550.75 |
+6.10 |
|
|
|
May12 |
120112 |
547.55 |
547.55 |
547.55 |
547.55 |
+6.10 |
|
|
|
Total Volume and Open Interest |
858 |
18,918 |
+70 |
30-Year T-Bonds(CBOT) |
Mar12 |
120112 |
143~280 |
144~070 |
143~130 |
143~180 |
-0~140 |
248,640 |
599,024 |
+13,561 |
Jun12 |
120112 |
142~100 |
142~220 |
142~040 |
142~040 |
-0~140 |
17 |
179 |
+0 |
Sep12 |
120112 |
140~220 |
141~040 |
140~220 |
140~220 |
-0~140 |
|
|
|
Total Volume and Open Interest |
248,657 |
599,203 |
+13,561 |
10-Year T-Notes(CBOT) |
Mar12 |
120112 |
131~050 |
131~100 |
130~290 |
130~310 |
-0~075 |
742,256 |
1,578,111 |
+23,513 |
Jun12 |
120112 |
130~260 |
131~000 |
130~220 |
130~220 |
-0~075 |
742 |
868 |
+719 |
Sep12 |
120112 |
129~270 |
129~270 |
129~270 |
129~270 |
-0~075 |
|
|
|
Total Volume and Open Interest |
742,998 |
1,578,979 |
+24,232 |
5-Year T-Notes(CBOT) |
Mar12 |
120112 |
123~050 |
123~060 |
123~040 |
123~045 |
-0~009 |
339,978 |
1,330,474 |
+26,848 |
Jun12 |
120112 |
123~024 |
123~028 |
123~019 |
123~019 |
-0~009 |
3 |
56 |
+0 |
Sep12 |
120112 |
122~043 |
122~052 |
122~043 |
122~043 |
-0~009 |
|
|
|
Total Volume and Open Interest |
339,981 |
1,330,530 |
+26,848 |
2 Year T-Notes(CBOT) |
Mar12 |
120112 |
110~041 |
110~043 |
110~040 |
110~042 |
+0~001 |
96,885 |
678,937 |
+7,114 |
Jun12 |
120112 |
110~032 |
110~033 |
110~032 |
110~033 |
+0~001 |
2 |
0 |
+0 |
Sep12 |
120112 |
109~099 |
109~099 |
109~098 |
109~099 |
+0~001 |
|
|
|
Total Volume and Open Interest |
96,887 |
678,937 |
+7,114 |
Eurodollars(CME) |
Mar12 |
120112 |
99.485 |
99.525 |
99.475 |
99.515 |
+0.040 |
189,046 |
948,149 |
+10,070 |
Jun12 |
120112 |
99.445 |
99.490 |
99.435 |
99.480 |
+0.040 |
278,135 |
941,766 |
-2,242 |
Sep12 |
120112 |
99.420 |
99.460 |
99.410 |
99.450 |
+0.040 |
249,683 |
725,618 |
+3,911 |
Dec12 |
120112 |
99.390 |
99.435 |
99.390 |
99.425 |
+0.035 |
226,304 |
767,845 |
+14,331 |
Mar13 |
120112 |
99.395 |
99.430 |
99.390 |
99.415 |
+0.025 |
187,402 |
766,789 |
+13,324 |
Jun13 |
120112 |
99.365 |
99.405 |
99.365 |
99.390 |
+0.020 |
130,306 |
602,929 |
+10,889 |
Sep13 |
120112 |
99.330 |
99.365 |
99.325 |
99.350 |
+0.020 |
101,265 |
509,236 |
+7,245 |
Dec13 |
120112 |
99.260 |
99.295 |
99.260 |
99.285 |
+0.020 |
116,961 |
511,221 |
+11,205 |
Mar14 |
120112 |
99.180 |
99.210 |
99.175 |
99.200 |
+0.020 |
79,683 |
378,709 |
-93 |
Jun14 |
120112 |
99.050 |
99.085 |
99.045 |
99.075 |
+0.020 |
62,846 |
315,712 |
-4,604 |
Sep14 |
120112 |
98.900 |
98.940 |
98.900 |
98.930 |
+0.020 |
50,726 |
200,474 |
+441 |
Dec14 |
120112 |
98.745 |
98.780 |
98.740 |
98.765 |
+0.015 |
56,571 |
228,772 |
-556 |
Mar15 |
120112 |
98.595 |
98.625 |
98.585 |
98.610 |
+0.010 |
31,586 |
162,390 |
-2,712 |
Jun15 |
120112 |
0.131 |
0.161 |
0.121 |
0.136 |
+0.005 |
27,628 |
107,399 |
+851 |
Sep15 |
120112 |
6.510 |
6.540 |
6.505 |
6.510 |
-0.005 |
20,969 |
75,226 |
+454 |
Dec15 |
120112 |
6.330 |
6.360 |
6.315 |
6.320 |
-0.015 |
19,716 |
62,806 |
+1,207 |
Mar16 |
120112 |
6.180 |
6.205 |
6.160 |
6.160 |
-0.020 |
13,129 |
51,564 |
+584 |
Jun16 |
120112 |
6.030 |
6.050 |
6.005 |
6.005 |
-0.025 |
9,248 |
41,078 |
+217 |
Total Volume and Open Interest |
1,886,398 |
7,662,714 |
+69,081 |
30 Day Federal Funds(CBOT) |
Jan12 |
120112 |
99.923 |
99.925 |
99.923 |
99.925 |
unch |
1,068 |
68,373 |
-509 |
Feb12 |
120112 |
99.920 |
99.920 |
99.915 |
99.920 |
unch |
475 |
53,941 |
-60 |
Mar12 |
120112 |
99.920 |
99.920 |
99.915 |
99.915 |
unch |
599 |
34,653 |
+74 |
Apr12 |
120112 |
99.910 |
99.915 |
99.905 |
99.910 |
unch |
791 |
36,554 |
-96 |
May12 |
120112 |
99.910 |
99.910 |
99.905 |
99.905 |
unch |
443 |
43,866 |
-191 |
Jun12 |
120112 |
99.910 |
99.910 |
99.905 |
99.905 |
unch |
1,438 |
33,107 |
-142 |
Total Volume and Open Interest |
12,560 |
516,316 |
-818 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120112 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
40 |
+0 |
Jun12 |
120112 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Sep12 |
120112 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec12 |
120112 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Mar13 |
120112 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Jun13 |
120112 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
Sep13 |
120112 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
Dec13 |
120112 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
Mar14 |
120112 |
99.395 |
99.395 |
99.395 |
99.395 |
unch |
|
|
|
Jun14 |
120112 |
99.255 |
99.255 |
99.255 |
99.255 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120112 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,949 |
+0 |
Jun12 |
120112 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,440 |
+0 |
Sep12 |
120112 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
711 |
+0 |
Dec12 |
120112 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
115 |
+0 |
Mar13 |
120112 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
120112 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
208 |
+0 |
Sep13 |
120112 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
325 |
+0 |
Dec13 |
120112 |
99.62 |
99.62 |
99.54 |
99.54 |
unch |
0 |
3 |
+0 |
Total Volume and Open Interest |
0 |
4,882 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120112 |
142.45 |
142.69 |
142.44 |
142.69 |
+0.25 |
1,023 |
23,933 |
-95 |
Jun12 |
120112 |
141.35 |
141.35 |
141.35 |
141.35 |
+0.25 |
0 |
2 |
+0 |
Sep12 |
120112 |
139.26 |
139.26 |
139.26 |
139.26 |
+0.25 |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,023 |
23,944 |
-95 |
Euro-Bund(EUREX) |
Mar12 |
120112 |
139.23 |
139.44 |
138.95 |
139.16 |
-0.19 |
501,918 |
856,086 |
-21,275 |
Jun12 |
120112 |
137.40 |
137.74 |
137.39 |
137.46 |
-0.17 |
17 |
233 |
+0 |
Sep12 |
120112 |
137.46 |
137.46 |
137.46 |
137.46 |
-0.19 |
|
|
|
Total Volume and Open Interest |
501,935 |
856,319 |
-21,275 |
Euro-Bobl(EUREX) |
Mar12 |
120112 |
125.23 |
125.34 |
125.13 |
125.24 |
-0.02 |
338,976 |
651,298 |
-3,479 |
Jun12 |
120112 |
123.64 |
123.64 |
123.64 |
123.64 |
-0.02 |
|
|
|
Sep12 |
120112 |
123.64 |
123.64 |
123.64 |
123.64 |
-0.02 |
|
|
|
Total Volume and Open Interest |
338,976 |
651,298 |
-3,479 |
3-Mth Euribor(EUREX) |
Mar12 |
120112 |
99.010 |
99.010 |
99.010 |
99.010 |
+0.025 |
0 |
1,259 |
+0 |
Jun12 |
120112 |
99.135 |
99.135 |
99.135 |
99.135 |
+0.040 |
0 |
1,451 |
+0 |
Sep12 |
120112 |
99.170 |
99.170 |
99.170 |
99.170 |
+0.035 |
0 |
928 |
+0 |
Total Volume and Open Interest |
6 |
5,863 |
-6 |
Long Gilt(LIFFE) |
Mar12 |
120112 |
116~24 |
116~28 |
116~16 |
116~20 |
-0~03 |
112,991 |
317,045 |
+11,475 |
Jun12 |
120112 |
115~20 |
115~20 |
115~20 |
115~20 |
-0~04 |
1 |
89 |
+0 |
Total Volume and Open Interest |
112,992 |
317,134 |
+11,475 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120112 |
98.94 |
98.99 |
98.93 |
98.99 |
+0.07 |
37,693 |
334,239 |
+7,503 |
Jun12 |
120112 |
98.99 |
99.05 |
98.98 |
99.04 |
+0.07 |
49,524 |
206,296 |
-3,011 |
Sep12 |
120112 |
99.03 |
99.10 |
99.02 |
99.08 |
+0.07 |
46,155 |
273,165 |
+4,152 |
Dec12 |
120112 |
99.05 |
99.11 |
99.03 |
99.09 |
+0.06 |
38,603 |
222,088 |
+5,914 |
Mar13 |
120112 |
99.06 |
99.12 |
99.02 |
99.10 |
+0.05 |
54,681 |
247,687 |
-1,459 |
Jun13 |
120112 |
99.04 |
99.10 |
99.01 |
99.08 |
+0.05 |
33,536 |
207,378 |
+3,727 |
Total Volume and Open Interest |
331,890 |
1,948,609 |
+21,223 |
3-Mth Euribor(LIFFE) |
Mar12 |
120112 |
98.990 |
99.025 |
98.985 |
99.010 |
+0.025 |
139,734 |
527,902 |
+5,541 |
Jun12 |
120112 |
99.105 |
99.150 |
99.095 |
99.135 |
+0.040 |
109,202 |
420,201 |
+4,148 |
Sep12 |
120112 |
99.140 |
99.185 |
99.130 |
99.170 |
+0.035 |
109,429 |
431,983 |
-8,937 |
Total Volume and Open Interest |
671,155 |
3,178,870 |
+34,278 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120112 |
95.89 |
95.90 |
95.86 |
95.89 |
unch |
20,958 |
223,020 |
-908 |
Jun12 |
120112 |
96.26 |
96.29 |
96.25 |
96.27 |
unch |
22,709 |
169,895 |
-878 |
Sep12 |
120112 |
96.37 |
96.41 |
96.35 |
96.37 |
-0.01 |
11,246 |
116,222 |
-733 |
Dec12 |
120112 |
96.30 |
96.35 |
96.29 |
96.31 |
unch |
5,476 |
72,228 |
-322 |
Mar13 |
120112 |
96.22 |
96.29 |
96.21 |
96.23 |
-0.01 |
2,735 |
52,211 |
-515 |
Jun13 |
120112 |
96.16 |
96.20 |
96.13 |
96.17 |
unch |
949 |
50,235 |
+535 |
Sep13 |
120112 |
96.06 |
96.13 |
96.05 |
96.09 |
unch |
858 |
28,877 |
-684 |
Dec13 |
120112 |
96.00 |
96.07 |
95.99 |
96.03 |
unch |
1,116 |
23,202 |
+380 |
Mar14 |
120112 |
95.92 |
95.97 |
95.91 |
95.97 |
+0.01 |
208 |
2,376 |
+172 |
Jun14 |
120112 |
95.84 |
95.90 |
95.84 |
95.90 |
+0.02 |
17 |
625 |
-1 |
Total Volume and Open Interest |
66,273 |
739,016 |
-2,953 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120112 |
96.16 |
96.20 |
96.14 |
96.20 |
+0.04 |
43,369 |
358,215 |
+6,701 |
Jun12 |
120112 |
96.20 |
96.20 |
96.20 |
96.20 |
+0.04 |
|
|
|
Total Volume and Open Interest |
43,369 |
358,215 |
+6,701 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120112 |
96.83 |
96.87 |
96.81 |
96.85 |
+0.02 |
97,328 |
382,171 |
-7,325 |
Jun12 |
120112 |
96.85 |
96.85 |
96.85 |
96.85 |
+0.02 |
|
|
|
Total Volume and Open Interest |
97,328 |
382,171 |
-7,325 |
Gold(CMX) |
Feb12 |
120112 |
1643.5 |
1662.9 |
1640.9 |
1647.7 |
+8.1 |
168,405 |
193,494 |
-9,576 |
Apr12 |
120112 |
1646.7 |
1665.7 |
1645.3 |
1650.7 |
+8.1 |
23,080 |
61,849 |
+8,508 |
Jun12 |
120112 |
1648.5 |
1668.5 |
1648.5 |
1653.8 |
+8.2 |
5,888 |
37,789 |
+737 |
Aug12 |
120112 |
1656.7 |
1668.9 |
1656.0 |
1656.1 |
+8.2 |
1,663 |
16,171 |
+924 |
Oct12 |
120112 |
1654.4 |
1670.8 |
1654.4 |
1658.3 |
+8.1 |
676 |
11,595 |
+46 |
Dec12 |
120112 |
1655.6 |
1675.5 |
1655.6 |
1660.8 |
+8.0 |
4,408 |
32,507 |
+2,638 |
Feb13 |
120112 |
1662.7 |
1670.2 |
1662.7 |
1662.9 |
+7.9 |
397 |
4,558 |
+185 |
Apr13 |
120112 |
1665.1 |
1665.1 |
1665.1 |
1665.1 |
+7.9 |
100 |
2,316 |
+0 |
Jun13 |
120112 |
1667.8 |
1667.8 |
1667.8 |
1667.8 |
+7.8 |
200 |
10,737 |
+200 |
Aug13 |
120112 |
1670.8 |
1670.8 |
1670.8 |
1670.8 |
+7.7 |
0 |
145 |
+0 |
Oct13 |
120112 |
1674.0 |
1674.0 |
1674.0 |
1674.0 |
+7.6 |
|
|
|
Dec13 |
120112 |
1677.4 |
1677.4 |
1677.4 |
1677.4 |
+7.6 |
35 |
10,779 |
+35 |
Total Volume and Open Interest |
205,231 |
417,923 |
+3,879 |
Silver(CMX) |
Mar12 |
120112 |
2995.0 |
3066.5 |
2987.0 |
3012.4 |
+23.4 |
40,675 |
56,387 |
-485 |
May12 |
120112 |
3002.5 |
3069.5 |
3000.0 |
3017.3 |
+23.5 |
1,391 |
9,815 |
-296 |
Jul12 |
120112 |
3000.0 |
3071.0 |
3000.0 |
3021.3 |
+23.5 |
949 |
4,750 |
+97 |
Sep12 |
120112 |
3041.0 |
3041.0 |
3023.5 |
3023.6 |
+23.6 |
172 |
2,773 |
+59 |
Dec12 |
120112 |
3013.5 |
3068.5 |
3010.5 |
3026.9 |
+23.8 |
328 |
13,487 |
+200 |
Mar13 |
120112 |
3026.1 |
3026.1 |
3026.1 |
3026.1 |
+23.9 |
0 |
1,194 |
+0 |
May13 |
120112 |
3024.4 |
3024.4 |
3024.4 |
3024.4 |
+23.8 |
0 |
1,085 |
+0 |
Total Volume and Open Interest |
43,672 |
104,345 |
-400 |
Platinum(NYMEX) |
Jan12 |
120112 |
1498.7 |
1499.0 |
1498.7 |
1499.0 |
+2.4 |
27 |
141 |
+2 |
Apr12 |
120112 |
1497.4 |
1512.5 |
1491.3 |
1500.1 |
+2.4 |
10,644 |
42,408 |
-186 |
Jul12 |
120112 |
1500.0 |
1513.9 |
1500.0 |
1503.7 |
+2.4 |
76 |
1,016 |
+19 |
Oct12 |
120112 |
1509.6 |
1509.6 |
1507.3 |
1507.3 |
+2.3 |
13 |
126 |
+2 |
Total Volume and Open Interest |
10,760 |
43,692 |
-163 |
Palladium(NYMEX) |
Mar12 |
120112 |
641.50 |
649.00 |
630.90 |
641.25 |
-4.40 |
3,377 |
17,076 |
+96 |
Jun12 |
120112 |
646.85 |
647.95 |
642.85 |
642.85 |
-4.25 |
9 |
540 |
+0 |
Sep12 |
120112 |
644.05 |
644.05 |
644.05 |
644.05 |
-4.25 |
4 |
140 |
+2 |
Total Volume and Open Interest |
3,390 |
17,756 |
+98 |
Copper(CMX) |
Mar12 |
120112 |
355.00 |
367.10 |
352.20 |
364.90 |
+10.30 |
42,602 |
72,185 |
+641 |
May12 |
120112 |
355.05 |
367.95 |
353.70 |
365.85 |
+10.15 |
6,973 |
23,393 |
-175 |
Jul12 |
120112 |
356.20 |
367.50 |
356.20 |
366.75 |
+10.15 |
4,365 |
12,713 |
+2,978 |
Sep12 |
120112 |
357.25 |
367.75 |
355.50 |
367.40 |
+10.15 |
2,298 |
3,429 |
-719 |
Dec12 |
120112 |
357.50 |
369.70 |
357.20 |
367.95 |
+10.10 |
1,226 |
4,764 |
+849 |
Total Volume and Open Interest |
58,002 |
126,638 |
+3,548 |
DJIA Index(CBOT) |
Mar12 |
120112 |
12386 |
12463 |
12325 |
12413 |
+25 |
203 |
11,271 |
-27 |
Jun12 |
120112 |
12343 |
12343 |
12319 |
12343 |
+24 |
0 |
304 |
+0 |
Sep12 |
120112 |
12280 |
12280 |
12256 |
12280 |
+24 |
|
|
|
Dec12 |
120112 |
12203 |
12203 |
12179 |
12203 |
+24 |
|
|
|
Total Volume and Open Interest |
203 |
11,575 |
-27 |
E-mini DJIA Index(CBOT) |
Mar12 |
120112 |
12390 |
12465 |
12323 |
12413 |
+25 |
90,605 |
100,426 |
-791 |
Jun12 |
120112 |
12390 |
12390 |
12270 |
12343 |
+24 |
16 |
63 |
+1 |
Sep12 |
120112 |
12280 |
12280 |
12280 |
12280 |
+24 |
1 |
9 |
+0 |
Dec12 |
120112 |
12203 |
12203 |
12203 |
12203 |
+24 |
|
|
|
Total Volume and Open Interest |
90,622 |
100,498 |
-790 |
S & P 500(CME) |
Mar12 |
120112 |
1287.80 |
1297.50 |
1281.00 |
1291.70 |
+3.50 |
8,248 |
233,311 |
+1,307 |
Jun12 |
120112 |
1286.10 |
1286.60 |
1276.60 |
1286.10 |
+3.50 |
462 |
2,924 |
+250 |
Sep12 |
120112 |
1280.40 |
1281.00 |
1271.00 |
1280.40 |
+3.40 |
24 |
965 |
+0 |
Dec12 |
120112 |
1274.80 |
1275.40 |
1265.40 |
1274.80 |
+3.40 |
1 |
202 |
+1 |
Total Volume and Open Interest |
8,735 |
237,402 |
+1,558 |
S & P 500 E-Mini(Globex) |
Mar12 |
120112 |
1288.25 |
1297.50 |
1280.75 |
1291.75 |
+3.50 |
1,531,383 |
2,578,611 |
-730 |
Jun12 |
120112 |
1282.50 |
1291.50 |
1276.50 |
1286.00 |
+3.50 |
889 |
13,375 |
+271 |
Total Volume and Open Interest |
1,532,277 |
2,592,195 |
-459 |
NASDAQ 100(CME) |
Mar12 |
120112 |
2365.50 |
2382.50 |
2355.00 |
2378.50 |
+11.50 |
593 |
9,500 |
+350 |
Jun12 |
120112 |
2374.50 |
2374.50 |
2354.00 |
2374.50 |
+11.50 |
|
|
|
Sep12 |
120112 |
2372.00 |
2372.00 |
2371.50 |
2372.00 |
+11.50 |
|
|
|
Total Volume and Open Interest |
593 |
9,500 |
+350 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120112 |
2367.00 |
2383.00 |
2355.80 |
2378.50 |
+11.50 |
147,334 |
298,216 |
+3,958 |
Jun12 |
120112 |
2360.00 |
2379.00 |
2360.00 |
2374.50 |
+11.50 |
14 |
71 |
-1 |
Total Volume and Open Interest |
147,348 |
298,290 |
+3,957 |
S & P Midcap 400(CME) |
Mar12 |
120112 |
909.80 |
909.80 |
901.00 |
909.80 |
+1.20 |
0 |
1,023 |
+0 |
Jun12 |
120112 |
907.80 |
907.80 |
907.80 |
907.80 |
+1.20 |
|
|
|
Sep12 |
120112 |
905.80 |
905.80 |
905.80 |
905.80 |
+1.20 |
|
|
|
Total Volume and Open Interest |
0 |
1,023 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120112 |
8440 |
8455 |
8370 |
8420 |
-30 |
2,595 |
23,144 |
-166 |
Jun12 |
120112 |
8330 |
8395 |
8330 |
8365 |
-30 |
1 |
27 |
-1 |
Total Volume and Open Interest |
2,596 |
23,171 |
-167 |
Nikkei 225(SGX) |
Mar12 |
120112 |
8435 |
8450 |
8350 |
8385 |
-50 |
51,960 |
200,363 |
-4,045 |
Jun12 |
120112 |
8345 |
8345 |
8290 |
8310 |
-45 |
13 |
339 |
+2 |
Sep12 |
120112 |
8305 |
8305 |
8305 |
8305 |
-50 |
0 |
30 |
+0 |
Total Volume and Open Interest |
53,651 |
212,430 |
-3,225 |
CAC 40(EURONEXT) |
Jan12 |
120112 |
3220.0 |
3254.5 |
3190.0 |
3200.0 |
-4.5 |
75,557 |
278,394 |
+11,518 |
Feb12 |
120112 |
3223.0 |
3252.5 |
3193.0 |
3200.5 |
-4.0 |
42 |
1,125 |
+28 |
Mar12 |
120112 |
3218.5 |
3253.0 |
3195.0 |
3199.5 |
-4.5 |
360 |
20,301 |
-151 |
Total Volume and Open Interest |
75,959 |
299,870 |
+11,395 |
Hang Seng Index(HKFE) |
Jan12 |
120112 |
19120 |
19286 |
19070 |
19115 |
-53 |
66,567 |
85,076 |
-933 |
Feb12 |
120112 |
19123 |
19282 |
19078 |
19118 |
-59 |
769 |
1,370 |
+220 |
Mar12 |
120112 |
19170 |
19216 |
19023 |
19060 |
-58 |
556 |
4,285 |
+18 |
Total Volume and Open Interest |
67,977 |
92,717 |
-678 |
DAX(EUREX) |
Mar12 |
120112 |
6173.0 |
6264.0 |
6152.0 |
6184.5 |
+37.5 |
150,734 |
151,740 |
-2,763 |
Jun12 |
120112 |
6189.0 |
6266.0 |
6171.0 |
6196.5 |
+37.0 |
368 |
5,812 |
-236 |
Sep12 |
120112 |
6191.0 |
6240.0 |
6184.0 |
6204.5 |
+37.0 |
19 |
526 |
+6 |
Total Volume and Open Interest |
151,121 |
158,078 |
-2,993 |
FT-SE 100(EURONEXT) |
Mar12 |
120112 |
5638.00 |
5658.50 |
5596.00 |
5615.50 |
unch |
105,841 |
618,057 |
+2,461 |
Jun12 |
120112 |
5579.00 |
5603.00 |
5561.00 |
5568.00 |
-1.50 |
1,568 |
5,262 |
+1,552 |
Sep12 |
120112 |
5536.00 |
5536.00 |
5536.00 |
5536.00 |
-1.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
107,409 |
623,329 |
+4,013 |
SPI 200(SFE) |
Mar12 |
120112 |
4172.0 |
4185.0 |
4138.0 |
4152.0 |
-17.0 |
30,357 |
199,191 |
-3,848 |
Jun12 |
120112 |
4174.0 |
4174.0 |
4161.0 |
4161.0 |
-17.0 |
99 |
2,006 |
-234 |
Sep12 |
120112 |
4124.0 |
4124.0 |
4124.0 |
4124.0 |
-16.0 |
1 |
1,084 |
+0 |
Total Volume and Open Interest |
31,094 |
205,396 |
-3,909 |
GSCI(CME) |
Jan12 |
120112 |
665.00 |
669.75 |
652.75 |
653.45 |
-10.05 |
1,705 |
5,659 |
-1,506 |
Feb12 |
120112 |
666.40 |
671.00 |
654.30 |
655.00 |
-10.00 |
1,409 |
3,518 |
+1,338 |
Mar12 |
120112 |
658.00 |
673.50 |
657.50 |
658.00 |
-9.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,114 |
9,178 |
-168 |
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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