|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri January 13, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120113 |
1182.00 |
1194.50 |
1157.50 |
1158.25 |
-24.25 |
103,990 |
206,542 |
+3,649 |
May12 |
120113 |
1192.00 |
1204.50 |
1167.25 |
1167.75 |
-24.75 |
25,147 |
92,474 |
+613 |
Jul12 |
120113 |
1201.50 |
1214.75 |
1177.00 |
1177.75 |
-25.00 |
27,488 |
81,911 |
+1,703 |
Aug12 |
120113 |
1192.75 |
1201.25 |
1176.50 |
1176.50 |
-24.75 |
300 |
1,804 |
+6 |
Sep12 |
120113 |
1202.25 |
1202.75 |
1172.00 |
1172.00 |
-21.75 |
401 |
1,682 |
+25 |
Nov12 |
120113 |
1187.00 |
1199.50 |
1168.50 |
1170.00 |
-18.50 |
16,556 |
61,258 |
+861 |
Jan13 |
120113 |
1195.50 |
1196.50 |
1178.75 |
1178.75 |
-17.75 |
259 |
14,913 |
+13 |
Mar13 |
120113 |
1210.00 |
1210.00 |
1185.50 |
1185.50 |
-18.00 |
92 |
1,183 |
-14 |
May13 |
120113 |
1214.00 |
1214.00 |
1186.50 |
1186.50 |
-18.25 |
88 |
321 |
+27 |
Jul13 |
120113 |
1215.00 |
1216.50 |
1189.50 |
1189.50 |
-18.00 |
72 |
780 |
+20 |
Aug13 |
120113 |
1188.75 |
1205.75 |
1188.75 |
1188.75 |
-17.00 |
0 |
2 |
+0 |
Sep13 |
120113 |
1173.00 |
1190.00 |
1173.00 |
1173.00 |
-17.00 |
|
|
|
Nov13 |
120113 |
1185.00 |
1190.00 |
1164.00 |
1164.00 |
-14.50 |
88 |
2,360 |
+13 |
Jan14 |
120113 |
1175.00 |
1182.75 |
1171.00 |
1171.00 |
-11.75 |
0 |
2 |
+0 |
Total Volume and Open Interest |
175,466 |
466,143 |
+6,394 |
Soybean Meal(CBOT) |
Mar12 |
120113 |
306.10 |
309.60 |
300.60 |
301.50 |
-5.60 |
43,859 |
82,772 |
-392 |
May12 |
120113 |
309.30 |
312.60 |
303.00 |
304.50 |
-5.70 |
9,721 |
31,792 |
-78 |
Jul12 |
120113 |
312.90 |
316.00 |
306.90 |
307.80 |
-5.80 |
11,933 |
27,123 |
-2,284 |
Aug12 |
120113 |
312.50 |
313.90 |
307.70 |
308.40 |
-5.50 |
1,279 |
6,053 |
-202 |
Sep12 |
120113 |
312.50 |
313.50 |
308.00 |
308.40 |
-5.10 |
646 |
5,481 |
-50 |
Oct12 |
120113 |
309.50 |
310.20 |
305.40 |
305.50 |
-4.70 |
535 |
3,287 |
-83 |
Dec12 |
120113 |
310.00 |
312.50 |
305.20 |
306.10 |
-4.50 |
7,684 |
16,387 |
-894 |
Jan13 |
120113 |
311.80 |
312.10 |
307.60 |
307.60 |
-4.50 |
158 |
1,721 |
+50 |
Mar13 |
120113 |
315.00 |
315.20 |
310.70 |
310.70 |
-4.50 |
77 |
2,151 |
+12 |
May13 |
120113 |
312.40 |
316.90 |
312.40 |
312.40 |
-4.50 |
0 |
1,269 |
+0 |
Total Volume and Open Interest |
76,954 |
179,224 |
-4,365 |
Soybean Oil(CBOT) |
Mar12 |
120113 |
51.36 |
51.75 |
50.16 |
50.29 |
-1.17 |
60,523 |
145,938 |
+759 |
May12 |
120113 |
51.73 |
52.09 |
50.57 |
50.70 |
-1.16 |
10,117 |
52,183 |
+34 |
Jul12 |
120113 |
52.09 |
52.49 |
50.94 |
51.06 |
-1.15 |
9,163 |
38,799 |
-298 |
Aug12 |
120113 |
51.79 |
51.95 |
51.16 |
51.16 |
-1.12 |
293 |
5,714 |
+5 |
Sep12 |
120113 |
52.16 |
52.16 |
51.25 |
51.25 |
-1.08 |
491 |
5,344 |
-29 |
Oct12 |
120113 |
52.14 |
52.14 |
51.28 |
51.28 |
-1.05 |
141 |
5,720 |
-10 |
Dec12 |
120113 |
52.35 |
52.67 |
51.27 |
51.42 |
-0.99 |
3,969 |
24,216 |
+1,168 |
Jan13 |
120113 |
51.57 |
52.56 |
51.57 |
51.57 |
-0.99 |
4 |
115 |
+0 |
Mar13 |
120113 |
51.82 |
52.81 |
51.82 |
51.82 |
-0.99 |
1 |
259 |
+1 |
May13 |
120113 |
51.92 |
52.91 |
51.92 |
51.92 |
-0.99 |
0 |
89 |
+0 |
Total Volume and Open Interest |
84,953 |
279,310 |
+1,504 |
Canola(WCE) |
Jan12 |
120113 |
508.1 |
508.1 |
508.1 |
508.1 |
-5.2 |
|
|
|
Mar12 |
120113 |
520.0 |
523.4 |
514.0 |
515.1 |
-5.2 |
8,268 |
80,892 |
-571 |
May12 |
120113 |
525.0 |
527.4 |
518.1 |
519.2 |
-5.3 |
3,502 |
25,445 |
+756 |
Jul12 |
120113 |
528.4 |
530.6 |
521.0 |
521.9 |
-6.5 |
680 |
15,810 |
+168 |
Nov12 |
120113 |
508.6 |
509.8 |
500.7 |
501.1 |
-7.6 |
189 |
22,409 |
+112 |
Total Volume and Open Interest |
12,665 |
145,882 |
+491 |
Corn(CBOT) |
Mar12 |
120113 |
608.50 |
614.75 |
598.50 |
599.50 |
-12.00 |
189,874 |
489,984 |
-9,837 |
May12 |
120113 |
615.50 |
621.75 |
605.25 |
606.50 |
-11.75 |
69,005 |
221,864 |
+2,067 |
Jul12 |
120113 |
620.25 |
627.00 |
610.75 |
612.00 |
-11.25 |
53,258 |
190,614 |
+2,881 |
Sep12 |
120113 |
579.75 |
585.25 |
576.00 |
578.00 |
-2.00 |
8,307 |
49,225 |
+1,327 |
Dec12 |
120113 |
560.25 |
566.50 |
553.50 |
555.25 |
-5.75 |
25,178 |
198,988 |
+3,338 |
Mar13 |
120113 |
573.00 |
578.50 |
565.00 |
565.00 |
-8.00 |
1,378 |
38,048 |
+410 |
May13 |
120113 |
580.00 |
583.25 |
572.25 |
572.25 |
-8.00 |
162 |
1,824 |
+58 |
Jul13 |
120113 |
585.00 |
590.00 |
577.75 |
577.75 |
-7.75 |
389 |
2,565 |
+35 |
Sep13 |
120113 |
555.75 |
575.75 |
555.75 |
555.75 |
-4.25 |
37 |
574 |
+13 |
Dec13 |
120113 |
554.25 |
555.00 |
547.75 |
548.25 |
-2.25 |
453 |
16,088 |
+114 |
Total Volume and Open Interest |
348,101 |
1,211,909 |
+430 |
Wheat(CBOT) |
Mar12 |
120113 |
604.50 |
610.00 |
599.00 |
602.25 |
-2.75 |
53,041 |
182,329 |
+3,242 |
May12 |
120113 |
626.25 |
632.00 |
621.25 |
624.25 |
-2.75 |
15,158 |
71,162 |
-348 |
Jul12 |
120113 |
648.00 |
653.50 |
642.00 |
645.75 |
-2.25 |
15,640 |
83,100 |
+393 |
Sep12 |
120113 |
668.25 |
674.00 |
662.50 |
666.75 |
-1.75 |
5,045 |
23,057 |
+2,311 |
Dec12 |
120113 |
689.50 |
695.00 |
683.00 |
686.75 |
-3.25 |
5,085 |
48,081 |
+1,334 |
Mar13 |
120113 |
709.00 |
709.00 |
698.00 |
698.50 |
-5.50 |
112 |
2,612 |
+38 |
Total Volume and Open Interest |
94,279 |
414,680 |
+7,017 |
Wheat(KCBT) |
Mar12 |
120113 |
672.00 |
676.50 |
665.25 |
670.00 |
-3.00 |
6,585 |
63,789 |
+44 |
May12 |
120113 |
678.50 |
685.25 |
674.75 |
679.25 |
-3.00 |
1,711 |
18,555 |
+123 |
Jul12 |
120113 |
690.25 |
694.50 |
683.50 |
688.75 |
-2.75 |
2,571 |
41,798 |
+597 |
Sep12 |
120113 |
703.75 |
708.25 |
700.00 |
703.75 |
-2.50 |
582 |
7,583 |
+247 |
Dec12 |
120113 |
722.50 |
729.75 |
721.75 |
726.50 |
-1.75 |
1,069 |
10,912 |
+167 |
Mar13 |
120113 |
742.00 |
742.00 |
735.25 |
740.50 |
-1.75 |
11 |
264 |
+3 |
Total Volume and Open Interest |
12,536 |
143,223 |
+1,184 |
Wheat(MGE) |
Mar12 |
120113 |
807.25 |
813.25 |
798.00 |
801.25 |
-6.25 |
2,073 |
15,216 |
+256 |
May12 |
120113 |
792.50 |
797.75 |
783.00 |
785.75 |
-6.75 |
1,065 |
7,943 |
-49 |
Jul12 |
120113 |
784.50 |
788.50 |
775.50 |
777.75 |
-6.25 |
747 |
7,761 |
+26 |
Sep12 |
120113 |
766.00 |
772.00 |
762.50 |
764.50 |
-2.50 |
374 |
5,323 |
+133 |
Dec12 |
120113 |
768.75 |
776.00 |
768.75 |
771.50 |
+0.50 |
328 |
3,728 |
+74 |
Total Volume and Open Interest |
4,605 |
40,161 |
+449 |
Oats(CBOT) |
Mar12 |
120113 |
284.25 |
289.25 |
280.00 |
282.50 |
-1.75 |
470 |
10,404 |
+38 |
May12 |
120113 |
287.50 |
288.25 |
281.50 |
283.00 |
-3.25 |
17 |
2,113 |
+3 |
Jul12 |
120113 |
288.50 |
290.00 |
285.00 |
287.00 |
-1.50 |
7 |
240 |
+0 |
Sep12 |
120113 |
293.50 |
293.50 |
293.50 |
293.50 |
unch |
0 |
32 |
+0 |
Total Volume and Open Interest |
495 |
12,954 |
+42 |
Rough Rice(CBOT) |
Jan12 |
120113 |
14.38 |
14.45 |
14.36 |
14.39 |
+0.02 |
18 |
20 |
-6 |
Mar12 |
120113 |
14.62 |
14.66 |
14.42 |
14.44 |
-0.13 |
899 |
12,107 |
-37 |
May12 |
120113 |
14.93 |
14.93 |
14.72 |
14.72 |
-0.13 |
31 |
1,060 |
-19 |
Jul12 |
120113 |
15.03 |
15.11 |
14.98 |
14.98 |
-0.14 |
18 |
635 |
+18 |
Total Volume and Open Interest |
974 |
14,061 |
-39 |
Live Cattle(CME) |
Feb12 |
120113 |
121.285 |
122.800 |
121.100 |
122.480 |
+1.230 |
31,129 |
101,206 |
-5,616 |
Apr12 |
120113 |
125.100 |
126.600 |
124.850 |
126.400 |
+1.150 |
25,970 |
111,628 |
+2,384 |
Jun12 |
120113 |
124.350 |
125.450 |
124.150 |
125.250 |
+0.750 |
14,083 |
78,380 |
+3,059 |
Aug12 |
120113 |
125.830 |
127.100 |
125.785 |
126.850 |
+0.600 |
5,875 |
25,834 |
+1,450 |
Oct12 |
120113 |
128.825 |
129.850 |
128.630 |
129.650 |
+0.415 |
1,660 |
10,510 |
+258 |
Dec12 |
120113 |
129.535 |
130.550 |
129.350 |
130.050 |
+0.550 |
996 |
6,001 |
+220 |
Total Volume and Open Interest |
79,935 |
335,228 |
+1,868 |
Feeder Cattle(CME) |
Jan12 |
120113 |
149.450 |
150.685 |
149.400 |
150.575 |
+1.090 |
710 |
4,164 |
-207 |
Mar12 |
120113 |
151.600 |
152.785 |
151.300 |
152.380 |
+0.580 |
2,063 |
16,867 |
-86 |
Apr12 |
120113 |
153.100 |
154.300 |
152.900 |
154.000 |
+0.675 |
610 |
4,771 |
+164 |
May12 |
120113 |
153.935 |
155.200 |
153.850 |
154.785 |
+0.550 |
797 |
5,386 |
-4 |
Aug12 |
120113 |
155.300 |
156.400 |
155.130 |
155.900 |
+0.400 |
532 |
5,132 |
+112 |
Sep12 |
120113 |
155.380 |
156.250 |
155.300 |
156.250 |
+0.715 |
112 |
966 |
+71 |
Oct12 |
120113 |
155.300 |
156.250 |
155.000 |
155.900 |
+0.350 |
21 |
358 |
+12 |
Total Volume and Open Interest |
4,859 |
37,752 |
+71 |
Lean Hogs(CME) |
Feb12 |
120113 |
84.285 |
85.830 |
84.150 |
85.600 |
+1.650 |
24,482 |
59,720 |
-4,862 |
Apr12 |
120113 |
86.930 |
87.535 |
86.750 |
87.050 |
+0.470 |
19,079 |
74,935 |
+1,773 |
May12 |
120113 |
94.300 |
94.850 |
94.230 |
94.850 |
+0.650 |
102 |
2,360 |
+0 |
Jun12 |
120113 |
95.300 |
96.250 |
95.200 |
96.100 |
+1.065 |
12,079 |
51,948 |
+368 |
Jul12 |
120113 |
95.100 |
95.750 |
95.050 |
95.500 |
+0.715 |
2,577 |
13,611 |
+238 |
Aug12 |
120113 |
95.285 |
96.000 |
94.980 |
95.900 |
+0.650 |
3,140 |
17,111 |
+977 |
Oct12 |
120113 |
85.250 |
85.700 |
84.980 |
85.680 |
+0.350 |
1,633 |
11,759 |
+403 |
Dec12 |
120113 |
81.100 |
81.600 |
80.850 |
81.600 |
+0.375 |
257 |
4,659 |
+83 |
Total Volume and Open Interest |
63,391 |
237,023 |
-1,014 |
Class III Milk(CME) |
Jan12 |
120113 |
17.10 |
17.14 |
17.07 |
17.11 |
-0.01 |
109 |
4,366 |
-39 |
Feb12 |
120113 |
17.40 |
17.40 |
17.01 |
17.08 |
-0.32 |
282 |
5,604 |
+111 |
Mar12 |
120113 |
17.75 |
17.80 |
17.33 |
17.39 |
-0.37 |
127 |
4,647 |
+66 |
Apr12 |
120113 |
17.61 |
17.68 |
17.30 |
17.31 |
-0.37 |
52 |
3,113 |
+29 |
May12 |
120113 |
17.59 |
17.61 |
17.35 |
17.35 |
-0.24 |
36 |
2,835 |
+26 |
Total Volume and Open Interest |
730 |
32,023 |
+220 |
Cocoa(ICE) |
Mar12 |
120113 |
2300 |
2300 |
2233 |
2269 |
-57 |
19,741 |
75,612 |
-2,118 |
May12 |
120113 |
2316 |
2316 |
2252 |
2284 |
-58 |
4,443 |
37,076 |
-230 |
Jul12 |
120113 |
2335 |
2335 |
2273 |
2303 |
-57 |
1,750 |
19,537 |
+1 |
Sep12 |
120113 |
2353 |
2353 |
2290 |
2321 |
-57 |
275 |
14,858 |
-44 |
Dec12 |
120113 |
2372 |
2372 |
2315 |
2340 |
-55 |
136 |
15,285 |
-1 |
Mar13 |
120113 |
2390 |
2390 |
2333 |
2359 |
-51 |
49 |
5,304 |
-4 |
May13 |
120113 |
2367 |
2367 |
2367 |
2367 |
-54 |
2 |
2,457 |
-1 |
Total Volume and Open Interest |
26,399 |
170,908 |
-2,397 |
Coffee "C"(ICE) |
Mar12 |
120113 |
233.85 |
236.40 |
224.50 |
225.25 |
-8.65 |
20,865 |
58,348 |
-177 |
May12 |
120113 |
236.60 |
239.00 |
227.45 |
228.10 |
-8.55 |
4,733 |
27,334 |
+878 |
Jul12 |
120113 |
239.30 |
241.80 |
230.00 |
230.80 |
-8.50 |
1,785 |
11,438 |
+33 |
Sep12 |
120113 |
241.15 |
243.25 |
232.75 |
232.80 |
-8.35 |
797 |
6,666 |
+65 |
Dec12 |
120113 |
242.90 |
244.95 |
234.80 |
234.80 |
-8.10 |
594 |
7,044 |
-70 |
Mar13 |
120113 |
245.70 |
246.80 |
236.85 |
237.10 |
-7.70 |
139 |
914 |
+14 |
Total Volume and Open Interest |
29,063 |
112,261 |
+760 |
Orange Juice(ICE) |
Mar12 |
120113 |
178.10 |
198.10 |
178.10 |
184.60 |
+6.50 |
5,368 |
22,993 |
-381 |
May12 |
120113 |
175.00 |
194.00 |
175.00 |
177.75 |
+3.15 |
1,189 |
3,706 |
+109 |
Jul12 |
120113 |
183.05 |
190.40 |
174.85 |
174.85 |
+1.25 |
198 |
1,047 |
+114 |
Sep12 |
120113 |
173.35 |
173.35 |
173.35 |
173.35 |
+0.85 |
5 |
347 |
+5 |
Nov12 |
120113 |
171.90 |
171.90 |
171.90 |
171.90 |
+2.20 |
2 |
146 |
-1 |
Jan13 |
120113 |
171.10 |
171.10 |
171.10 |
171.10 |
+2.20 |
0 |
5 |
+0 |
Total Volume and Open Interest |
6,762 |
28,248 |
-154 |
Sugar #11(ICE) |
Mar12 |
120113 |
23.30 |
23.96 |
23.10 |
23.84 |
+0.57 |
45,001 |
221,200 |
+172 |
May12 |
120113 |
22.90 |
23.38 |
22.65 |
23.33 |
+0.49 |
20,490 |
96,115 |
+117 |
Jul12 |
120113 |
22.68 |
23.07 |
22.44 |
23.03 |
+0.42 |
15,793 |
119,329 |
+3,429 |
Oct12 |
120113 |
22.95 |
23.45 |
22.83 |
23.43 |
+0.48 |
7,286 |
60,673 |
+1,429 |
Mar13 |
120113 |
23.53 |
23.93 |
23.34 |
23.93 |
+0.53 |
3,050 |
38,901 |
+829 |
Total Volume and Open Interest |
93,723 |
589,687 |
+6,039 |
London Cocoa(LCE) |
Mar12 |
120113 |
1496 |
1520 |
1485 |
1511 |
-34 |
16,374 |
73,167 |
-833 |
May12 |
120113 |
1506 |
1533 |
1495 |
1525 |
-29 |
4,555 |
23,803 |
+1,477 |
Jul12 |
120113 |
1518 |
1545 |
1508 |
1538 |
-29 |
2,498 |
31,135 |
+126 |
Sep12 |
120113 |
1531 |
1555 |
1528 |
1550 |
-30 |
1,270 |
22,572 |
+262 |
Dec12 |
120113 |
1541 |
1569 |
1541 |
1561 |
-28 |
279 |
16,100 |
-53 |
Mar13 |
120113 |
1562 |
1569 |
1562 |
1569 |
-28 |
33 |
10,141 |
+0 |
May13 |
120113 |
1577 |
1577 |
1577 |
1577 |
-25 |
14 |
3,457 |
+7 |
Total Volume and Open Interest |
25,037 |
181,470 |
+986 |
London Sugar(LCE) |
Mar12 |
120113 |
619.30 |
623.60 |
611.10 |
622.10 |
+1.50 |
3,048 |
28,681 |
+231 |
May12 |
120113 |
601.10 |
605.90 |
594.50 |
603.10 |
+0.80 |
2,191 |
13,086 |
+342 |
Aug12 |
120113 |
593.90 |
598.10 |
587.30 |
595.80 |
+1.20 |
1,035 |
13,378 |
-15 |
Oct12 |
120113 |
595.70 |
598.70 |
588.20 |
596.80 |
+1.40 |
419 |
4,499 |
+34 |
Dec12 |
120113 |
598.50 |
602.50 |
592.20 |
600.80 |
+1.10 |
68 |
1,803 |
+18 |
Total Volume and Open Interest |
6,828 |
63,030 |
+589 |
Cotton(ICE) |
Mar12 |
120113 |
95.55 |
95.98 |
94.52 |
95.47 |
-0.22 |
10,449 |
80,205 |
+174 |
May12 |
120113 |
95.07 |
95.55 |
94.13 |
95.08 |
-0.17 |
2,790 |
28,697 |
+609 |
Jul12 |
120113 |
95.14 |
95.50 |
94.13 |
95.10 |
-0.16 |
2,344 |
26,055 |
+1,012 |
Oct12 |
120113 |
94.65 |
94.65 |
94.65 |
94.65 |
-0.16 |
0 |
88 |
+0 |
Dec12 |
120113 |
91.50 |
92.08 |
90.90 |
91.95 |
-0.12 |
497 |
13,084 |
+389 |
Mar13 |
120113 |
92.65 |
92.65 |
92.65 |
92.65 |
-0.03 |
1 |
455 |
+0 |
Total Volume and Open Interest |
16,098 |
149,509 |
+2,192 |
Lumber(CME) |
Jan12 |
120113 |
251.0 |
254.7 |
249.1 |
250.4 |
-0.6 |
108 |
66 |
-68 |
Mar12 |
120113 |
239.8 |
246.3 |
238.7 |
245.7 |
+9.4 |
851 |
5,780 |
-28 |
May12 |
120113 |
255.9 |
262.0 |
254.6 |
260.4 |
+8.4 |
255 |
1,915 |
+10 |
Jul12 |
120113 |
267.7 |
270.8 |
265.3 |
269.1 |
+7.1 |
31 |
639 |
-9 |
Total Volume and Open Interest |
1,249 |
8,684 |
-97 |
Crude Oil(NYM) |
Feb12 |
120113 |
99.20 |
100.19 |
97.70 |
98.70 |
-0.40 |
311,641 |
157,773 |
-23,602 |
Mar12 |
120113 |
99.47 |
100.41 |
97.93 |
98.88 |
-0.43 |
112,672 |
242,021 |
+18,618 |
Apr12 |
120113 |
99.72 |
100.67 |
98.25 |
99.12 |
-0.44 |
41,788 |
98,890 |
+432 |
May12 |
120113 |
100.19 |
100.97 |
98.66 |
99.41 |
-0.42 |
30,973 |
81,181 |
-2,546 |
Jun12 |
120113 |
100.35 |
101.17 |
98.89 |
99.66 |
-0.39 |
36,800 |
92,718 |
-527 |
Jul12 |
120113 |
100.67 |
100.67 |
99.07 |
99.81 |
-0.35 |
8,644 |
47,432 |
+918 |
Aug12 |
120113 |
100.26 |
100.26 |
99.37 |
99.82 |
-0.29 |
5,896 |
35,896 |
-864 |
Sep12 |
120113 |
100.59 |
101.12 |
99.12 |
99.77 |
-0.21 |
7,071 |
35,075 |
+304 |
Oct12 |
120113 |
99.61 |
99.92 |
99.30 |
99.68 |
-0.14 |
3,259 |
32,448 |
+276 |
Nov12 |
120113 |
100.48 |
100.48 |
99.29 |
99.59 |
-0.08 |
3,822 |
31,004 |
-580 |
Dec12 |
120113 |
99.87 |
100.75 |
98.77 |
99.50 |
-0.04 |
32,078 |
178,434 |
-1,645 |
Jan13 |
120113 |
99.50 |
99.50 |
98.68 |
99.26 |
-0.01 |
2,192 |
29,148 |
-249 |
Feb13 |
120113 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.02 |
871 |
15,056 |
+142 |
Mar13 |
120113 |
98.72 |
98.72 |
98.72 |
98.72 |
+0.04 |
595 |
14,098 |
+9 |
Apr13 |
120113 |
98.42 |
98.42 |
98.42 |
98.42 |
+0.04 |
558 |
6,555 |
+149 |
May13 |
120113 |
98.12 |
98.12 |
98.12 |
98.12 |
+0.05 |
539 |
7,031 |
+91 |
Total Volume and Open Interest |
627,037 |
1,382,958 |
-5,841 |
e-miNY Crude Oil(NYM) |
Jan12 |
111219 |
93.625 |
94.400 |
92.575 |
93.875 |
+0.350 |
5,418 |
1,100 |
-204 |
Feb12 |
120113 |
99.275 |
100.200 |
97.700 |
98.700 |
-0.400 |
7,444 |
1,838 |
-242 |
Mar12 |
120113 |
99.500 |
100.350 |
97.950 |
98.875 |
-0.425 |
504 |
568 |
+24 |
Apr12 |
120113 |
99.775 |
100.650 |
98.500 |
99.125 |
-0.425 |
71 |
202 |
-10 |
May12 |
120113 |
100.150 |
100.800 |
98.800 |
99.400 |
-0.425 |
16 |
35 |
-4 |
Jun12 |
120113 |
99.650 |
100.950 |
99.650 |
99.650 |
-0.400 |
1 |
16 |
+1 |
Jul12 |
120113 |
99.900 |
101.150 |
99.600 |
99.800 |
-0.350 |
0 |
7 |
-5 |
Aug12 |
120113 |
99.825 |
100.775 |
99.825 |
99.825 |
-0.275 |
0 |
5 |
+0 |
Sep12 |
120113 |
99.775 |
99.775 |
99.775 |
99.775 |
-0.200 |
0 |
1 |
+0 |
Oct12 |
120113 |
100.100 |
100.100 |
99.675 |
99.675 |
-0.150 |
0 |
9 |
+0 |
Total Volume and Open Interest |
8,036 |
2,900 |
-236 |
Heating Oil(NYM) |
Feb12 |
120113 |
305.25 |
307.94 |
302.30 |
302.72 |
-2.69 |
72,185 |
63,689 |
-5,827 |
Mar12 |
120113 |
304.85 |
307.15 |
301.70 |
302.01 |
-2.62 |
38,172 |
57,969 |
-2,026 |
Apr12 |
120113 |
303.38 |
305.44 |
300.04 |
300.34 |
-2.25 |
21,123 |
28,670 |
+1,171 |
May12 |
120113 |
301.76 |
302.10 |
297.95 |
298.34 |
-1.85 |
13,126 |
24,082 |
+1,284 |
Jun12 |
120113 |
301.00 |
302.00 |
296.93 |
297.52 |
-1.44 |
23,698 |
42,079 |
+2,124 |
Jul12 |
120113 |
299.78 |
301.62 |
297.75 |
297.95 |
-1.00 |
3,916 |
11,062 |
+71 |
Aug12 |
120113 |
298.82 |
300.65 |
298.48 |
298.48 |
-0.70 |
1,913 |
5,176 |
+501 |
Sep12 |
120113 |
301.60 |
301.95 |
298.15 |
298.97 |
-0.63 |
3,268 |
9,883 |
+750 |
Oct12 |
120113 |
300.80 |
300.80 |
298.69 |
299.62 |
-0.58 |
385 |
3,195 |
+108 |
Nov12 |
120113 |
300.00 |
302.10 |
299.77 |
300.27 |
-0.55 |
606 |
2,104 |
+112 |
Dec12 |
120113 |
303.41 |
303.41 |
300.04 |
300.87 |
-0.48 |
4,573 |
20,652 |
+1,325 |
Jan13 |
120113 |
301.14 |
301.41 |
301.14 |
301.17 |
-0.47 |
285 |
2,781 |
-54 |
Total Volume and Open Interest |
183,323 |
272,475 |
-446 |
Gasoline(NYMEX) |
Feb12 |
120113 |
274.00 |
276.79 |
271.92 |
273.42 |
+0.29 |
46,234 |
71,240 |
-2,020 |
Mar12 |
120113 |
274.54 |
276.97 |
272.36 |
273.97 |
+0.27 |
35,912 |
65,350 |
+4,945 |
Apr12 |
120113 |
286.79 |
289.41 |
285.00 |
286.59 |
+0.16 |
23,456 |
39,145 |
+1,013 |
May12 |
120113 |
288.69 |
288.69 |
284.27 |
285.92 |
+0.06 |
12,171 |
33,108 |
+978 |
Jun12 |
120113 |
285.16 |
286.76 |
282.47 |
283.84 |
-0.01 |
13,291 |
31,360 |
+122 |
Jul12 |
120113 |
282.38 |
283.81 |
279.66 |
280.99 |
-0.14 |
6,246 |
15,480 |
+554 |
Aug12 |
120113 |
279.18 |
279.25 |
276.69 |
277.95 |
-0.21 |
2,844 |
10,795 |
+39 |
Sep12 |
120113 |
274.90 |
276.15 |
273.00 |
274.67 |
-0.26 |
2,082 |
9,404 |
+389 |
Oct12 |
120113 |
261.78 |
261.78 |
261.00 |
261.72 |
-0.29 |
832 |
6,395 |
+173 |
Nov12 |
120113 |
258.54 |
258.69 |
257.95 |
258.69 |
-0.29 |
266 |
2,999 |
-54 |
Total Volume and Open Interest |
145,927 |
305,616 |
+6,684 |
e-miNY RBOB Gasoline(NYM) |
Feb12 |
120113 |
273.40 |
273.42 |
273.40 |
273.40 |
+0.30 |
0 |
2 |
+0 |
Mar12 |
120113 |
274.00 |
274.00 |
273.97 |
274.00 |
+0.30 |
|
|
|
Apr12 |
120113 |
286.60 |
286.60 |
286.59 |
286.60 |
+0.20 |
|
|
|
May12 |
120113 |
285.90 |
285.92 |
285.90 |
285.90 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Feb12 |
120113 |
2.705 |
2.711 |
2.621 |
2.670 |
-0.027 |
167,963 |
142,115 |
-11,196 |
Mar12 |
120113 |
2.744 |
2.748 |
2.665 |
2.713 |
-0.024 |
114,226 |
287,066 |
+11,660 |
Apr12 |
120113 |
2.831 |
2.834 |
2.756 |
2.797 |
-0.030 |
57,678 |
140,688 |
-311 |
May12 |
120113 |
2.903 |
2.903 |
2.826 |
2.867 |
-0.029 |
27,477 |
82,980 |
+571 |
Jun12 |
120113 |
2.950 |
2.954 |
2.885 |
2.925 |
-0.030 |
19,225 |
35,159 |
+1,021 |
Jul12 |
120113 |
2.992 |
3.012 |
2.942 |
2.981 |
-0.030 |
20,651 |
38,364 |
+4,451 |
Aug12 |
120113 |
3.010 |
3.034 |
2.968 |
3.007 |
-0.030 |
12,686 |
19,539 |
+1,959 |
Sep12 |
120113 |
3.020 |
3.042 |
2.972 |
3.012 |
-0.030 |
15,721 |
33,187 |
+1,377 |
Oct12 |
120113 |
3.058 |
3.081 |
3.012 |
3.052 |
-0.030 |
25,312 |
79,329 |
+312 |
Nov12 |
120113 |
3.217 |
3.246 |
3.177 |
3.218 |
-0.030 |
10,217 |
36,217 |
+2,315 |
Dec12 |
120113 |
3.508 |
3.539 |
3.475 |
3.511 |
-0.030 |
8,071 |
29,249 |
+721 |
Jan13 |
120113 |
3.639 |
3.670 |
3.599 |
3.647 |
-0.028 |
10,244 |
49,624 |
+1,710 |
Feb13 |
120113 |
3.634 |
3.665 |
3.615 |
3.645 |
-0.028 |
1,775 |
10,129 |
+784 |
Mar13 |
120113 |
3.602 |
3.628 |
3.580 |
3.616 |
-0.028 |
2,496 |
21,356 |
-268 |
Apr13 |
120113 |
3.558 |
3.590 |
3.535 |
3.576 |
-0.030 |
2,055 |
28,135 |
+525 |
May13 |
120113 |
3.584 |
3.607 |
3.575 |
3.597 |
-0.030 |
418 |
4,599 |
+240 |
Total Volume and Open Interest |
500,770 |
1,112,288 |
+16,004 |
Brent Crude Oil(ICE) |
Feb12 |
120113 |
111.21 |
112.50 |
109.71 |
110.44 |
-0.82 |
191,800 |
54,941 |
-17,627 |
Mar12 |
120113 |
111.07 |
112.24 |
109.69 |
110.35 |
-0.70 |
209,286 |
228,544 |
+5,470 |
Apr12 |
120113 |
110.78 |
111.92 |
109.51 |
110.16 |
-0.60 |
108,516 |
100,671 |
+5,396 |
May12 |
120113 |
110.55 |
111.63 |
109.36 |
109.97 |
-0.53 |
58,498 |
48,354 |
-672 |
Jun12 |
120113 |
110.12 |
111.31 |
109.08 |
109.71 |
-0.46 |
57,544 |
82,729 |
-2,472 |
Jul12 |
120113 |
109.80 |
110.94 |
108.80 |
109.43 |
-0.40 |
13,484 |
27,828 |
+1,973 |
Aug12 |
120113 |
109.43 |
110.55 |
108.45 |
109.07 |
-0.36 |
7,837 |
32,453 |
+1,458 |
Sep12 |
120113 |
109.06 |
110.05 |
108.00 |
108.60 |
-0.33 |
8,019 |
41,985 |
+899 |
Oct12 |
120113 |
108.61 |
109.59 |
107.58 |
108.16 |
-0.31 |
4,704 |
20,405 |
+1,286 |
Nov12 |
120113 |
107.73 |
107.73 |
107.73 |
107.73 |
-0.29 |
2,452 |
15,998 |
+661 |
Dec12 |
120113 |
107.70 |
108.68 |
106.73 |
107.29 |
-0.27 |
29,925 |
109,385 |
+211 |
Jan13 |
120113 |
106.86 |
106.86 |
106.86 |
106.86 |
-0.24 |
948 |
12,925 |
+148 |
Feb13 |
120113 |
106.42 |
106.42 |
106.42 |
106.42 |
-0.21 |
492 |
7,886 |
+162 |
Mar13 |
120113 |
105.96 |
105.96 |
105.96 |
105.96 |
-0.19 |
470 |
4,832 |
+70 |
Total Volume and Open Interest |
705,370 |
949,807 |
-1,238 |
Gas Oil(ICE) |
Feb12 |
120113 |
955.00 |
964.00 |
946.25 |
952.50 |
-20.00 |
116,440 |
134,420 |
+3,121 |
Mar12 |
120113 |
953.25 |
961.50 |
944.75 |
951.25 |
-19.00 |
97,691 |
85,644 |
+8,006 |
Apr12 |
120113 |
950.50 |
957.75 |
942.00 |
948.50 |
-18.25 |
43,515 |
48,202 |
+4,354 |
May12 |
120113 |
952.00 |
953.75 |
939.25 |
945.25 |
-17.75 |
24,708 |
37,864 |
+532 |
Jun12 |
120113 |
949.25 |
951.00 |
936.25 |
942.75 |
-17.50 |
26,304 |
39,697 |
+2,030 |
Jul12 |
120113 |
948.50 |
949.00 |
936.00 |
942.25 |
-17.00 |
6,475 |
19,254 |
-287 |
Aug12 |
120113 |
946.50 |
949.00 |
936.25 |
942.00 |
-16.50 |
5,088 |
16,059 |
+291 |
Sep12 |
120113 |
945.75 |
947.25 |
934.50 |
941.00 |
-16.50 |
3,247 |
16,652 |
+691 |
Oct12 |
120113 |
944.25 |
945.75 |
933.00 |
939.25 |
-16.75 |
1,197 |
11,811 |
+98 |
Nov12 |
120113 |
942.25 |
943.75 |
931.00 |
937.25 |
-16.75 |
945 |
7,846 |
+38 |
Total Volume and Open Interest |
359,861 |
502,107 |
+9,887 |
Ethanol(CBOT) |
Jan12 |
120105 |
2.195 |
2.195 |
2.185 |
2.185 |
-0.043 |
48 |
65 |
-37 |
Feb12 |
120113 |
2.120 |
2.146 |
2.110 |
2.121 |
-0.033 |
199 |
802 |
-63 |
Mar12 |
120113 |
2.171 |
2.171 |
2.128 |
2.136 |
-0.039 |
48 |
1,488 |
+6 |
Apr12 |
120113 |
2.194 |
2.194 |
2.150 |
2.155 |
-0.045 |
35 |
841 |
+9 |
May12 |
120113 |
2.199 |
2.199 |
2.173 |
2.176 |
-0.040 |
27 |
946 |
-3 |
Jun12 |
120113 |
2.225 |
2.225 |
2.198 |
2.202 |
-0.031 |
28 |
846 |
+2 |
Jul12 |
120113 |
2.239 |
2.239 |
2.195 |
2.211 |
-0.035 |
140 |
1,361 |
+82 |
Aug12 |
120113 |
2.230 |
2.230 |
2.211 |
2.212 |
-0.027 |
173 |
969 |
+67 |
Total Volume and Open Interest |
816 |
10,309 |
+63 |
WTI Crude Oil(ICE) |
Feb12 |
120113 |
99.31 |
100.19 |
97.70 |
98.70 |
-0.40 |
73,325 |
37,123 |
-8,495 |
Mar12 |
120113 |
99.61 |
100.41 |
97.95 |
98.88 |
-0.43 |
34,799 |
49,837 |
+2,916 |
Apr12 |
120113 |
99.87 |
100.65 |
98.26 |
99.12 |
-0.44 |
15,434 |
26,217 |
-1,005 |
May12 |
120113 |
100.34 |
100.78 |
98.88 |
99.41 |
-0.42 |
6,842 |
16,207 |
+114 |
Jun12 |
120113 |
101.02 |
101.02 |
98.95 |
99.66 |
-0.39 |
14,171 |
41,583 |
+1,038 |
Jul12 |
120113 |
100.69 |
100.69 |
99.37 |
99.81 |
-0.35 |
3,601 |
12,116 |
+688 |
Aug12 |
120113 |
100.66 |
100.66 |
99.34 |
99.82 |
-0.29 |
3,090 |
9,819 |
+841 |
Sep12 |
120113 |
100.49 |
100.49 |
99.28 |
99.77 |
-0.21 |
1,322 |
12,790 |
+114 |
Oct12 |
120113 |
100.40 |
100.40 |
99.32 |
99.68 |
-0.14 |
494 |
6,972 |
+249 |
Nov12 |
120113 |
99.59 |
99.59 |
99.59 |
99.59 |
-0.08 |
1,165 |
7,419 |
+303 |
Dec12 |
120113 |
99.88 |
100.67 |
98.85 |
99.50 |
-0.04 |
10,681 |
58,845 |
+3,460 |
Jan13 |
120113 |
99.26 |
99.26 |
99.26 |
99.26 |
-0.01 |
653 |
4,039 |
+71 |
Feb13 |
120113 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.02 |
60 |
950 |
+54 |
Mar13 |
120113 |
98.72 |
98.72 |
98.72 |
98.72 |
+0.04 |
59 |
1,646 |
+59 |
Apr13 |
120113 |
98.42 |
98.42 |
98.42 |
98.42 |
+0.04 |
0 |
389 |
+0 |
May13 |
120113 |
98.12 |
98.12 |
98.12 |
98.12 |
+0.05 |
10 |
571 |
+10 |
Total Volume and Open Interest |
169,675 |
371,849 |
+395 |
US Dollar Index(ICE) |
Mar12 |
120113 |
81.060 |
82.045 |
80.735 |
81.790 |
+0.755 |
19,404 |
69,162 |
+699 |
Jun12 |
120113 |
82.175 |
82.285 |
82.175 |
82.285 |
+0.755 |
3 |
561 |
+0 |
Sep12 |
120113 |
82.885 |
82.885 |
82.885 |
82.885 |
+0.755 |
|
|
|
Total Volume and Open Interest |
19,407 |
69,723 |
+699 |
Australian Dollar(CME) |
Mar12 |
120113 |
102.56 |
102.94 |
101.58 |
102.22 |
-0.38 |
90,088 |
128,175 |
+2,481 |
Jun12 |
120113 |
101.44 |
101.78 |
101.12 |
101.28 |
-0.39 |
19 |
90 |
-12 |
Sep12 |
120113 |
100.46 |
100.83 |
100.46 |
100.46 |
-0.37 |
0 |
110 |
+0 |
Total Volume and Open Interest |
90,107 |
128,383 |
+2,469 |
British Pound(CME) |
Mar12 |
120113 |
153.29 |
154.00 |
152.22 |
152.93 |
-0.38 |
108,598 |
208,277 |
+8,480 |
Jun12 |
120113 |
153.30 |
153.70 |
152.40 |
152.79 |
-0.37 |
59 |
58 |
+7 |
Sep12 |
120113 |
152.66 |
153.04 |
152.66 |
152.66 |
-0.38 |
0 |
4 |
+0 |
Total Volume and Open Interest |
108,657 |
208,342 |
+8,487 |
Canadian Dollar(CME) |
Mar12 |
120113 |
98.02 |
98.26 |
97.11 |
97.55 |
-0.46 |
57,449 |
116,321 |
+83 |
Jun12 |
120113 |
97.81 |
97.81 |
96.95 |
97.36 |
-0.45 |
134 |
2,952 |
+23 |
Sep12 |
120113 |
97.18 |
97.63 |
97.10 |
97.18 |
-0.45 |
25 |
1,423 |
+10 |
Dec12 |
120113 |
96.80 |
97.46 |
96.80 |
97.04 |
-0.42 |
89 |
432 |
+47 |
Total Volume and Open Interest |
57,697 |
121,160 |
+163 |
Japanese Yen(CME) |
Mar12 |
120113 |
130.30 |
130.54 |
129.87 |
130.04 |
-0.33 |
49,977 |
164,626 |
+1,440 |
Jun12 |
120113 |
130.57 |
130.60 |
130.02 |
130.22 |
-0.32 |
24 |
335 |
+1 |
Sep12 |
120113 |
130.43 |
130.76 |
130.43 |
130.43 |
-0.33 |
0 |
12 |
+0 |
Total Volume and Open Interest |
50,001 |
164,974 |
+1,441 |
Swiss Franc(CME) |
Mar12 |
120113 |
106.01 |
106.41 |
104.53 |
104.94 |
-1.13 |
24,203 |
41,784 |
-58 |
Jun12 |
120113 |
105.21 |
106.27 |
105.07 |
105.15 |
-1.12 |
2 |
22 |
+1 |
Sep12 |
120113 |
105.42 |
106.52 |
105.42 |
105.42 |
-1.10 |
1 |
4 |
-1 |
Total Volume and Open Interest |
24,206 |
41,811 |
-58 |
EuroFX(CME) |
Mar12 |
120113 |
128.15 |
128.84 |
126.27 |
126.72 |
-1.60 |
289,336 |
296,418 |
+4,845 |
Jun12 |
120113 |
128.30 |
128.91 |
126.45 |
126.83 |
-1.57 |
233 |
2,603 |
-35 |
Sep12 |
120113 |
126.90 |
128.52 |
126.90 |
126.98 |
-1.54 |
0 |
34 |
+0 |
Total Volume and Open Interest |
289,569 |
299,073 |
+4,810 |
Mexican Peso(CME) |
Jan12 |
120113 |
731.5 |
737.0 |
731.5 |
731.5 |
-5.5 |
0 |
95 |
+0 |
Feb12 |
120113 |
732.0 |
732.0 |
729.5 |
732.0 |
-3.0 |
500 |
3,575 |
-425 |
Total Volume and Open Interest |
22,235 |
123,688 |
-157 |
Brazilian Real(CME) |
Feb12 |
120113 |
560.00 |
561.55 |
551.20 |
556.60 |
-1.65 |
0 |
734 |
+0 |
Mar12 |
120113 |
555.70 |
558.30 |
550.00 |
552.95 |
-1.05 |
1,158 |
3,933 |
-635 |
Apr12 |
120113 |
549.70 |
549.70 |
549.70 |
549.70 |
-1.05 |
|
|
|
May12 |
120113 |
546.50 |
546.50 |
546.50 |
546.50 |
-1.05 |
|
|
|
Total Volume and Open Interest |
1,158 |
18,283 |
-635 |
30-Year T-Bonds(CBOT) |
Mar12 |
120113 |
143~210 |
145~110 |
143~150 |
145~000 |
+1~140 |
296,330 |
611,800 |
+12,776 |
Jun12 |
120113 |
142~150 |
143~250 |
142~040 |
143~180 |
+1~140 |
152 |
258 |
+79 |
Sep12 |
120113 |
142~040 |
142~040 |
140~220 |
142~040 |
+1~140 |
|
|
|
Total Volume and Open Interest |
296,482 |
612,058 |
+12,855 |
10-Year T-Notes(CBOT) |
Mar12 |
120113 |
130~315 |
131~235 |
130~285 |
131~175 |
+0~185 |
918,768 |
1,624,596 |
+46,485 |
Jun12 |
120113 |
130~195 |
131~135 |
130~195 |
131~095 |
+0~195 |
313 |
862 |
-6 |
Sep12 |
120113 |
130~145 |
130~145 |
129~270 |
130~145 |
+0~195 |
|
|
|
Total Volume and Open Interest |
919,081 |
1,625,458 |
+46,479 |
5-Year T-Notes(CBOT) |
Mar12 |
120113 |
123~044 |
123~086 |
123~040 |
123~077 |
+0~032 |
463,234 |
1,375,321 |
+44,847 |
Jun12 |
120113 |
123~054 |
123~058 |
123~019 |
123~053 |
+0~034 |
0 |
56 |
+0 |
Sep12 |
120113 |
122~077 |
122~077 |
122~043 |
122~077 |
+0~034 |
|
|
|
Total Volume and Open Interest |
463,234 |
1,375,377 |
+44,847 |
2 Year T-Notes(CBOT) |
Mar12 |
120113 |
110~042 |
110~045 |
110~040 |
110~044 |
+0~002 |
204,368 |
713,791 |
+34,854 |
Jun12 |
120113 |
110~034 |
110~034 |
110~033 |
110~034 |
+0~001 |
|
|
|
Sep12 |
120113 |
109~100 |
109~100 |
109~099 |
109~100 |
+0~001 |
|
|
|
Total Volume and Open Interest |
204,368 |
713,791 |
+34,854 |
Eurodollars(CME) |
Mar12 |
120113 |
99.520 |
99.555 |
99.490 |
99.520 |
+0.005 |
313,724 |
955,001 |
+6,852 |
Jun12 |
120113 |
99.485 |
99.530 |
99.445 |
99.480 |
unch |
360,990 |
976,713 |
+34,947 |
Sep12 |
120113 |
99.450 |
99.505 |
99.415 |
99.445 |
-0.005 |
308,519 |
734,196 |
+8,578 |
Dec12 |
120113 |
99.425 |
99.480 |
99.395 |
99.425 |
unch |
249,784 |
771,783 |
+3,938 |
Mar13 |
120113 |
99.420 |
99.475 |
99.400 |
99.425 |
+0.010 |
209,250 |
760,243 |
-6,546 |
Jun13 |
120113 |
99.390 |
99.445 |
99.385 |
99.410 |
+0.020 |
168,592 |
598,765 |
-4,164 |
Sep13 |
120113 |
99.355 |
99.400 |
99.355 |
99.380 |
+0.030 |
163,567 |
539,079 |
+29,843 |
Dec13 |
120113 |
99.290 |
99.330 |
99.290 |
99.320 |
+0.035 |
147,170 |
502,446 |
-8,775 |
Mar14 |
120113 |
99.205 |
99.245 |
99.205 |
99.240 |
+0.040 |
128,862 |
391,649 |
+12,940 |
Jun14 |
120113 |
99.080 |
99.135 |
99.080 |
99.125 |
+0.050 |
86,593 |
320,256 |
+4,544 |
Sep14 |
120113 |
98.925 |
98.995 |
98.925 |
98.985 |
+0.055 |
63,911 |
200,292 |
-182 |
Dec14 |
120113 |
98.770 |
98.840 |
98.770 |
98.825 |
+0.060 |
58,060 |
231,334 |
+2,562 |
Mar15 |
120113 |
98.615 |
98.690 |
98.615 |
98.670 |
+0.060 |
38,363 |
167,733 |
+5,343 |
Jun15 |
120113 |
0.141 |
0.221 |
0.136 |
0.196 |
+0.060 |
28,401 |
110,976 |
+3,577 |
Sep15 |
120113 |
6.515 |
0.051 |
6.515 |
0.021 |
-6.489 |
24,539 |
77,083 |
+1,857 |
Dec15 |
120113 |
6.330 |
6.420 |
6.325 |
6.395 |
+0.075 |
25,552 |
67,677 |
+4,871 |
Mar16 |
120113 |
6.175 |
6.270 |
6.170 |
6.245 |
+0.085 |
13,565 |
52,116 |
+552 |
Jun16 |
120113 |
6.020 |
6.125 |
6.015 |
6.095 |
+0.090 |
10,015 |
41,494 |
+416 |
Total Volume and Open Interest |
2,452,530 |
7,769,000 |
+106,286 |
30 Day Federal Funds(CBOT) |
Jan12 |
120113 |
99.923 |
99.925 |
99.923 |
99.925 |
unch |
2,421 |
67,198 |
-1,175 |
Feb12 |
120113 |
99.920 |
99.920 |
99.915 |
99.920 |
unch |
1,288 |
53,564 |
-377 |
Mar12 |
120113 |
99.915 |
99.920 |
99.915 |
99.915 |
unch |
540 |
34,558 |
-95 |
Apr12 |
120113 |
99.905 |
99.915 |
99.905 |
99.910 |
unch |
2,016 |
36,729 |
+175 |
May12 |
120113 |
99.905 |
99.910 |
99.900 |
99.905 |
unch |
1,438 |
43,734 |
-132 |
Jun12 |
120113 |
99.905 |
99.910 |
99.905 |
99.905 |
unch |
1,999 |
32,634 |
-473 |
Total Volume and Open Interest |
16,725 |
514,334 |
-1,982 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120113 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
40 |
+0 |
Jun12 |
120113 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Sep12 |
120113 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec12 |
120113 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Mar13 |
120113 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Jun13 |
120113 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.010 |
|
|
|
Sep13 |
120113 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.010 |
|
|
|
Dec13 |
120113 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.095 |
|
|
|
Mar14 |
120113 |
99.490 |
99.490 |
99.490 |
99.490 |
+0.095 |
|
|
|
Jun14 |
120113 |
99.350 |
99.350 |
99.350 |
99.350 |
+0.095 |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120113 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
5 |
1,954 |
+5 |
Jun12 |
120113 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
7 |
1,447 |
+7 |
Sep12 |
120113 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
7 |
718 |
+7 |
Dec12 |
120113 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
1 |
116 |
+1 |
Mar13 |
120113 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
1 |
132 |
+1 |
Jun13 |
120113 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.01 |
0 |
208 |
+0 |
Sep13 |
120113 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.01 |
0 |
325 |
+0 |
Dec13 |
120113 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.09 |
0 |
3 |
+0 |
Total Volume and Open Interest |
21 |
4,903 |
+21 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120113 |
142.66 |
142.71 |
142.59 |
142.62 |
-0.07 |
1,935 |
24,448 |
+515 |
Jun12 |
120113 |
141.28 |
141.28 |
141.28 |
141.28 |
-0.07 |
0 |
2 |
+0 |
Sep12 |
120113 |
139.19 |
139.19 |
139.19 |
139.19 |
-0.07 |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,935 |
24,459 |
+515 |
Euro-Bund(EUREX) |
Mar12 |
120113 |
139.01 |
140.23 |
138.73 |
139.94 |
+0.78 |
622,241 |
880,769 |
+24,683 |
Jun12 |
120113 |
137.56 |
138.51 |
137.53 |
138.22 |
+0.76 |
186 |
334 |
+101 |
Sep12 |
120113 |
138.24 |
138.24 |
138.24 |
138.24 |
+0.78 |
|
|
|
Total Volume and Open Interest |
622,427 |
881,103 |
+24,784 |
Euro-Bobl(EUREX) |
Mar12 |
120113 |
125.14 |
125.69 |
125.05 |
125.57 |
+0.33 |
481,248 |
697,124 |
+45,826 |
Jun12 |
120113 |
123.97 |
123.97 |
123.97 |
123.97 |
+0.33 |
1 |
0 |
+0 |
Sep12 |
120113 |
123.97 |
123.97 |
123.97 |
123.97 |
+0.33 |
|
|
|
Total Volume and Open Interest |
481,249 |
697,124 |
+45,826 |
3-Mth Euribor(EUREX) |
Mar12 |
120113 |
99.030 |
99.045 |
99.030 |
99.045 |
+0.035 |
200 |
1,459 |
+200 |
Jun12 |
120113 |
99.140 |
99.185 |
99.140 |
99.180 |
+0.045 |
400 |
1,451 |
+0 |
Sep12 |
120113 |
99.175 |
99.215 |
99.175 |
99.215 |
+0.045 |
0 |
928 |
+0 |
Total Volume and Open Interest |
604 |
6,067 |
+204 |
Long Gilt(LIFFE) |
Mar12 |
120113 |
116~11 |
117~09 |
116~10 |
117~03 |
+0~16 |
166,163 |
328,395 |
+11,350 |
Jun12 |
120113 |
116~04 |
116~04 |
116~04 |
116~04 |
+0~16 |
0 |
89 |
+0 |
Total Volume and Open Interest |
166,163 |
328,484 |
+11,350 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120113 |
99.01 |
99.03 |
98.95 |
98.98 |
-0.01 |
74,416 |
329,622 |
-4,617 |
Jun12 |
120113 |
99.06 |
99.09 |
98.99 |
99.03 |
-0.01 |
80,528 |
226,775 |
+20,479 |
Sep12 |
120113 |
99.10 |
99.13 |
99.04 |
99.07 |
-0.01 |
83,100 |
277,895 |
+4,730 |
Dec12 |
120113 |
99.11 |
99.15 |
99.05 |
99.09 |
unch |
47,558 |
226,939 |
+4,851 |
Mar13 |
120113 |
99.13 |
99.17 |
99.06 |
99.11 |
+0.01 |
44,319 |
255,358 |
+7,671 |
Jun13 |
120113 |
99.11 |
99.15 |
99.04 |
99.09 |
+0.01 |
41,394 |
213,529 |
+6,151 |
Total Volume and Open Interest |
459,962 |
1,986,137 |
+37,528 |
3-Mth Euribor(LIFFE) |
Mar12 |
120113 |
99.020 |
99.075 |
99.010 |
99.040 |
+0.030 |
155,426 |
527,257 |
-645 |
Jun12 |
120113 |
99.150 |
99.215 |
99.135 |
99.180 |
+0.045 |
121,817 |
430,639 |
+10,438 |
Sep12 |
120113 |
99.180 |
99.250 |
99.165 |
99.215 |
+0.045 |
110,312 |
446,489 |
+14,506 |
Total Volume and Open Interest |
829,973 |
3,240,263 |
+61,393 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120113 |
95.89 |
95.90 |
95.85 |
95.86 |
-0.03 |
9,480 |
221,255 |
-1,765 |
Jun12 |
120113 |
96.27 |
96.28 |
96.19 |
96.20 |
-0.07 |
14,102 |
170,994 |
+1,099 |
Sep12 |
120113 |
96.37 |
96.37 |
96.29 |
96.30 |
-0.07 |
6,331 |
116,748 |
+526 |
Dec12 |
120113 |
96.29 |
96.31 |
96.24 |
96.25 |
-0.06 |
6,435 |
74,891 |
+2,663 |
Mar13 |
120113 |
96.23 |
96.23 |
96.17 |
96.18 |
-0.05 |
4,137 |
52,870 |
+659 |
Jun13 |
120113 |
96.16 |
96.16 |
96.11 |
96.11 |
-0.06 |
841 |
50,196 |
-39 |
Sep13 |
120113 |
96.07 |
96.08 |
96.03 |
96.04 |
-0.05 |
1,247 |
29,781 |
+904 |
Dec13 |
120113 |
96.00 |
96.02 |
95.97 |
95.98 |
-0.05 |
335 |
23,350 |
+148 |
Mar14 |
120113 |
95.92 |
95.92 |
95.92 |
95.92 |
-0.05 |
47 |
2,362 |
-14 |
Jun14 |
120113 |
95.84 |
95.84 |
95.84 |
95.84 |
-0.06 |
60 |
682 |
+57 |
Total Volume and Open Interest |
43,091 |
743,330 |
+4,314 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120113 |
96.19 |
96.20 |
96.10 |
96.10 |
-0.10 |
38,254 |
363,487 |
+5,272 |
Jun12 |
120113 |
96.10 |
96.10 |
96.10 |
96.10 |
-0.10 |
|
|
|
Total Volume and Open Interest |
38,254 |
363,487 |
+5,272 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120113 |
96.84 |
96.85 |
96.72 |
96.73 |
-0.12 |
76,464 |
398,688 |
+16,517 |
Jun12 |
120113 |
96.73 |
96.73 |
96.73 |
96.73 |
-0.12 |
|
|
|
Total Volume and Open Interest |
76,464 |
398,688 |
+16,517 |
Gold(CMX) |
Feb12 |
120113 |
1649.8 |
1650.7 |
1625.7 |
1630.8 |
-16.9 |
144,552 |
182,125 |
-11,369 |
Apr12 |
120113 |
1652.1 |
1652.6 |
1628.7 |
1633.6 |
-17.1 |
14,119 |
67,043 |
+5,194 |
Jun12 |
120113 |
1655.6 |
1656.0 |
1632.3 |
1636.6 |
-17.2 |
4,697 |
38,884 |
+1,095 |
Aug12 |
120113 |
1648.5 |
1655.5 |
1637.3 |
1638.9 |
-17.2 |
726 |
16,256 |
+85 |
Oct12 |
120113 |
1655.0 |
1655.0 |
1640.8 |
1641.2 |
-17.1 |
751 |
11,614 |
+19 |
Dec12 |
120113 |
1662.0 |
1662.0 |
1642.8 |
1643.4 |
-17.4 |
572 |
32,566 |
+59 |
Feb13 |
120113 |
1656.9 |
1656.9 |
1645.4 |
1645.4 |
-17.5 |
860 |
4,953 |
+395 |
Apr13 |
120113 |
1647.6 |
1647.6 |
1647.6 |
1647.6 |
-17.5 |
427 |
2,462 |
+146 |
Jun13 |
120113 |
1650.3 |
1650.3 |
1650.3 |
1650.3 |
-17.5 |
455 |
11,034 |
+297 |
Aug13 |
120113 |
1653.1 |
1653.1 |
1653.1 |
1653.1 |
-17.7 |
25 |
160 |
+15 |
Oct13 |
120113 |
1656.2 |
1656.2 |
1656.2 |
1656.2 |
-17.8 |
|
|
|
Dec13 |
120113 |
1659.5 |
1659.5 |
1659.5 |
1659.5 |
-17.9 |
504 |
11,074 |
+295 |
Total Volume and Open Interest |
168,017 |
414,289 |
-3,634 |
Silver(CMX) |
Mar12 |
120113 |
3019.5 |
3024.5 |
2942.0 |
2952.2 |
-60.2 |
36,831 |
55,649 |
-738 |
May12 |
120113 |
3023.5 |
3024.0 |
2950.0 |
2956.9 |
-60.4 |
794 |
9,758 |
-57 |
Jul12 |
120113 |
3032.5 |
3033.0 |
2960.5 |
2960.7 |
-60.6 |
380 |
4,900 |
+150 |
Sep12 |
120113 |
2984.5 |
2984.5 |
2962.0 |
2962.9 |
-60.7 |
83 |
2,786 |
+13 |
Dec12 |
120113 |
3016.5 |
3017.0 |
2962.5 |
2966.1 |
-60.8 |
184 |
13,533 |
+46 |
Mar13 |
120113 |
2965.3 |
2965.3 |
2965.3 |
2965.3 |
-60.8 |
1 |
1,195 |
+1 |
May13 |
120113 |
2963.6 |
2963.6 |
2963.6 |
2963.6 |
-60.8 |
0 |
1,085 |
+0 |
Total Volume and Open Interest |
38,512 |
103,882 |
-463 |
Platinum(NYMEX) |
Jan12 |
120113 |
1479.8 |
1486.8 |
1479.8 |
1486.8 |
-12.2 |
95 |
115 |
-26 |
Apr12 |
120113 |
1501.0 |
1501.0 |
1471.8 |
1488.8 |
-11.3 |
10,675 |
42,343 |
-65 |
Jul12 |
120113 |
1503.5 |
1503.5 |
1480.5 |
1492.3 |
-11.4 |
73 |
1,053 |
+37 |
Oct12 |
120113 |
1485.7 |
1495.9 |
1485.7 |
1495.9 |
-11.4 |
0 |
126 |
+0 |
Total Volume and Open Interest |
10,843 |
43,638 |
-54 |
Palladium(NYMEX) |
Mar12 |
120113 |
639.15 |
641.00 |
623.50 |
635.05 |
-6.20 |
3,085 |
17,388 |
+312 |
Jun12 |
120113 |
636.60 |
636.60 |
636.60 |
636.60 |
-6.25 |
67 |
555 |
+15 |
Sep12 |
120113 |
637.80 |
637.80 |
637.80 |
637.80 |
-6.25 |
0 |
140 |
+0 |
Total Volume and Open Interest |
3,152 |
18,083 |
+327 |
Copper(CMX) |
Mar12 |
120113 |
364.00 |
368.90 |
357.90 |
363.70 |
-1.20 |
49,425 |
72,661 |
+476 |
May12 |
120113 |
365.00 |
369.60 |
359.20 |
364.65 |
-1.20 |
4,341 |
21,918 |
-1,475 |
Jul12 |
120113 |
366.10 |
370.00 |
360.50 |
365.55 |
-1.20 |
2,130 |
14,175 |
+1,462 |
Sep12 |
120113 |
363.80 |
366.25 |
361.00 |
366.25 |
-1.15 |
246 |
3,570 |
+141 |
Dec12 |
120113 |
365.35 |
368.30 |
362.00 |
366.80 |
-1.15 |
78 |
4,767 |
+3 |
Total Volume and Open Interest |
56,645 |
127,192 |
+554 |
DJIA Index(CBOT) |
Mar12 |
120113 |
12422 |
12436 |
12250 |
12390 |
-23 |
159 |
11,242 |
-29 |
Jun12 |
120113 |
12320 |
12343 |
12320 |
12320 |
-23 |
0 |
304 |
+0 |
Sep12 |
120113 |
12257 |
12280 |
12257 |
12257 |
-23 |
|
|
|
Dec12 |
120113 |
12180 |
12203 |
12180 |
12180 |
-23 |
|
|
|
Total Volume and Open Interest |
159 |
11,546 |
-29 |
E-mini DJIA Index(CBOT) |
Mar12 |
120113 |
12413 |
12440 |
12248 |
12390 |
-23 |
89,757 |
100,758 |
+332 |
Jun12 |
120113 |
12360 |
12360 |
12202 |
12320 |
-23 |
20 |
77 |
+14 |
Sep12 |
120113 |
12257 |
12257 |
12257 |
12257 |
-23 |
2 |
10 |
+1 |
Dec12 |
120113 |
12180 |
12180 |
12180 |
12180 |
-23 |
|
|
|
Total Volume and Open Interest |
89,779 |
100,845 |
+347 |
S & P 500(CME) |
Mar12 |
120113 |
1291.80 |
1294.70 |
1272.70 |
1288.90 |
-2.80 |
6,577 |
232,259 |
-1,052 |
Jun12 |
120113 |
1275.50 |
1283.30 |
1267.10 |
1283.30 |
-2.80 |
150 |
2,719 |
-205 |
Sep12 |
120113 |
1277.60 |
1277.60 |
1261.40 |
1277.60 |
-2.80 |
106 |
1,065 |
+100 |
Dec12 |
120113 |
1272.00 |
1272.00 |
1255.80 |
1272.00 |
-2.80 |
0 |
202 |
+0 |
Total Volume and Open Interest |
6,833 |
236,245 |
-1,157 |
S & P 500 E-Mini(Globex) |
Mar12 |
120113 |
1292.00 |
1295.00 |
1272.75 |
1289.00 |
-2.75 |
1,800,297 |
2,597,783 |
+19,172 |
Jun12 |
120113 |
1286.25 |
1289.00 |
1267.75 |
1283.25 |
-2.75 |
3,031 |
14,798 |
+1,423 |
Total Volume and Open Interest |
1,803,336 |
2,612,805 |
+20,610 |
NASDAQ 100(CME) |
Mar12 |
120113 |
2380.00 |
2386.00 |
2348.00 |
2373.50 |
-5.00 |
1,817 |
10,423 |
+923 |
Jun12 |
120113 |
2369.50 |
2369.50 |
2350.00 |
2369.50 |
-5.00 |
|
|
|
Sep12 |
120113 |
2367.00 |
2367.00 |
2366.50 |
2367.00 |
-5.00 |
|
|
|
Total Volume and Open Interest |
1,817 |
10,423 |
+923 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120113 |
2378.00 |
2386.80 |
2348.50 |
2373.50 |
-5.00 |
173,538 |
312,707 |
+14,491 |
Jun12 |
120113 |
2379.00 |
2384.00 |
2350.00 |
2369.50 |
-5.00 |
7 |
71 |
+0 |
Total Volume and Open Interest |
173,546 |
312,782 |
+14,492 |
S & P Midcap 400(CME) |
Mar12 |
120113 |
906.70 |
906.70 |
906.70 |
906.70 |
-3.10 |
91 |
1,023 |
+0 |
Jun12 |
120113 |
904.70 |
904.70 |
904.30 |
904.70 |
-3.10 |
|
|
|
Sep12 |
120113 |
902.70 |
902.70 |
902.30 |
902.70 |
-3.10 |
|
|
|
Total Volume and Open Interest |
91 |
1,023 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120113 |
8415 |
8505 |
8405 |
8470 |
+50 |
4,083 |
23,929 |
+785 |
Jun12 |
120113 |
8395 |
8415 |
8365 |
8415 |
+50 |
0 |
27 |
+0 |
Total Volume and Open Interest |
4,083 |
23,956 |
+785 |
Nikkei 225(SGX) |
Mar12 |
120113 |
8395 |
8510 |
8375 |
8495 |
+110 |
69,668 |
197,251 |
-3,112 |
Jun12 |
120113 |
8385 |
8420 |
8380 |
8420 |
+110 |
0 |
338 |
-1 |
Sep12 |
120113 |
8415 |
8415 |
8415 |
8415 |
+110 |
0 |
30 |
+0 |
Total Volume and Open Interest |
73,690 |
211,901 |
-529 |
CAC 40(EURONEXT) |
Jan12 |
120113 |
3222.5 |
3244.5 |
3151.0 |
3196.5 |
-3.5 |
76,953 |
287,217 |
+8,823 |
Feb12 |
120113 |
3220.0 |
3244.0 |
3154.0 |
3197.0 |
-3.5 |
5,273 |
6,355 |
+5,230 |
Mar12 |
120113 |
3224.0 |
3238.5 |
3155.0 |
3197.0 |
-2.5 |
113 |
20,255 |
-46 |
Total Volume and Open Interest |
82,339 |
313,877 |
+14,007 |
Hang Seng Index(HKFE) |
Jan12 |
120113 |
19262 |
19278 |
19066 |
19274 |
+159 |
59,136 |
85,394 |
+318 |
Feb12 |
120113 |
19071 |
19280 |
19071 |
19277 |
+159 |
571 |
1,408 |
+38 |
Mar12 |
120113 |
19197 |
19216 |
19016 |
19214 |
+154 |
1,178 |
3,795 |
-490 |
Total Volume and Open Interest |
60,934 |
92,589 |
-128 |
DAX(EUREX) |
Mar12 |
120113 |
6238.0 |
6264.5 |
6067.0 |
6134.5 |
-50.0 |
134,405 |
154,245 |
+2,505 |
Jun12 |
120113 |
6255.5 |
6261.0 |
6096.5 |
6147.0 |
-49.5 |
340 |
5,657 |
-155 |
Sep12 |
120113 |
6233.0 |
6236.0 |
6100.0 |
6153.5 |
-51.0 |
15 |
528 |
+2 |
Total Volume and Open Interest |
134,760 |
160,430 |
+2,352 |
FT-SE 100(EURONEXT) |
Mar12 |
120113 |
5655.00 |
5668.50 |
5539.00 |
5582.00 |
-33.50 |
85,627 |
621,177 |
+3,120 |
Jun12 |
120113 |
5523.50 |
5541.50 |
5523.50 |
5533.50 |
-34.50 |
40 |
5,272 |
+10 |
Sep12 |
120113 |
5502.00 |
5502.00 |
5502.00 |
5502.00 |
-34.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
85,667 |
626,459 |
+3,130 |
SPI 200(SFE) |
Mar12 |
120113 |
4151.0 |
4191.0 |
4143.0 |
4180.0 |
+28.0 |
25,529 |
193,880 |
-5,311 |
Jun12 |
120113 |
4189.0 |
4189.0 |
4189.0 |
4189.0 |
+28.0 |
57 |
2,047 |
+41 |
Sep12 |
120113 |
4154.0 |
4154.0 |
4154.0 |
4154.0 |
+30.0 |
0 |
1,084 |
+0 |
Total Volume and Open Interest |
26,196 |
200,199 |
-5,197 |
GSCI(CME) |
Jan12 |
120113 |
649.90 |
653.50 |
647.00 |
650.50 |
-2.95 |
1,914 |
4,183 |
-1,476 |
Feb12 |
120113 |
651.30 |
655.05 |
648.75 |
652.00 |
-3.00 |
1,770 |
5,180 |
+1,662 |
Mar12 |
120113 |
654.50 |
658.05 |
651.50 |
654.50 |
-3.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,684 |
9,364 |
+186 |
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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