|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed January 18, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120118 |
1182.50 |
1187.25 |
1172.25 |
1183.50 |
unch |
127,505 |
204,463 |
-2,378 |
May12 |
120118 |
1191.50 |
1195.50 |
1181.00 |
1192.25 |
-0.25 |
41,151 |
91,304 |
-2,470 |
Jul12 |
120118 |
1201.25 |
1204.50 |
1190.00 |
1201.25 |
-0.75 |
49,059 |
93,868 |
+4,798 |
Aug12 |
120118 |
1193.25 |
1200.75 |
1191.00 |
1199.25 |
-1.50 |
1,517 |
2,296 |
+282 |
Sep12 |
120118 |
1196.00 |
1197.00 |
1185.50 |
1192.00 |
-2.00 |
338 |
1,715 |
+24 |
Nov12 |
120118 |
1189.00 |
1192.75 |
1178.75 |
1186.00 |
-3.00 |
18,108 |
62,950 |
-291 |
Jan13 |
120118 |
1194.75 |
1198.50 |
1188.00 |
1195.00 |
-3.50 |
151 |
14,939 |
+52 |
Mar13 |
120118 |
1203.50 |
1205.50 |
1201.25 |
1202.50 |
-3.00 |
75 |
1,220 |
+26 |
May13 |
120118 |
1204.25 |
1207.00 |
1202.00 |
1203.00 |
-4.00 |
131 |
405 |
+58 |
Jul13 |
120118 |
1206.50 |
1209.25 |
1198.00 |
1205.00 |
-4.00 |
254 |
955 |
+60 |
Aug13 |
120118 |
1201.75 |
1206.75 |
1201.75 |
1201.75 |
-5.00 |
0 |
2 |
+0 |
Sep13 |
120118 |
1184.00 |
1189.00 |
1184.00 |
1184.00 |
-5.00 |
|
|
|
Nov13 |
120118 |
1175.00 |
1180.00 |
1166.00 |
1175.00 |
-5.00 |
139 |
2,415 |
+52 |
Jan14 |
120118 |
1181.75 |
1186.75 |
1181.75 |
1181.75 |
-5.00 |
33 |
30 |
+28 |
Total Volume and Open Interest |
238,472 |
476,936 |
-79 |
Soybean Meal(CBOT) |
Mar12 |
120118 |
309.80 |
313.20 |
307.50 |
312.00 |
+1.50 |
39,264 |
86,382 |
+539 |
May12 |
120118 |
312.80 |
315.30 |
310.00 |
314.10 |
+1.00 |
8,004 |
32,240 |
+89 |
Jul12 |
120118 |
315.40 |
317.80 |
312.60 |
316.60 |
+0.40 |
6,392 |
26,880 |
+264 |
Aug12 |
120118 |
316.50 |
316.60 |
313.20 |
316.60 |
+0.10 |
797 |
6,170 |
+23 |
Sep12 |
120118 |
315.80 |
316.60 |
312.80 |
315.60 |
-0.20 |
659 |
5,757 |
+225 |
Oct12 |
120118 |
310.00 |
312.30 |
309.60 |
311.90 |
-0.40 |
322 |
3,435 |
+101 |
Dec12 |
120118 |
310.60 |
313.20 |
309.00 |
311.50 |
-0.50 |
3,651 |
19,138 |
+1,458 |
Jan13 |
120118 |
313.00 |
313.50 |
313.00 |
313.00 |
-0.50 |
77 |
1,727 |
+11 |
Mar13 |
120118 |
314.70 |
316.60 |
314.50 |
316.10 |
-0.50 |
14 |
2,148 |
+0 |
May13 |
120118 |
315.90 |
318.30 |
315.90 |
317.80 |
-0.50 |
0 |
1,269 |
+0 |
Total Volume and Open Interest |
59,180 |
186,210 |
+2,691 |
Soybean Oil(CBOT) |
Mar12 |
120118 |
50.74 |
50.85 |
50.22 |
50.40 |
-0.37 |
67,987 |
150,824 |
+150 |
May12 |
120118 |
51.19 |
51.26 |
50.64 |
50.83 |
-0.36 |
12,157 |
54,578 |
+1,269 |
Jul12 |
120118 |
51.54 |
51.63 |
51.00 |
51.20 |
-0.35 |
9,520 |
41,214 |
+921 |
Aug12 |
120118 |
51.65 |
51.65 |
51.16 |
51.32 |
-0.33 |
1,480 |
6,107 |
-97 |
Sep12 |
120118 |
51.86 |
51.86 |
51.23 |
51.42 |
-0.33 |
1,286 |
5,203 |
-145 |
Oct12 |
120118 |
51.82 |
51.82 |
51.33 |
51.45 |
-0.37 |
303 |
5,455 |
-206 |
Dec12 |
120118 |
51.97 |
51.97 |
51.39 |
51.57 |
-0.40 |
3,005 |
25,137 |
+503 |
Jan13 |
120118 |
51.66 |
52.12 |
51.66 |
51.72 |
-0.40 |
13 |
161 |
+11 |
Mar13 |
120118 |
51.93 |
52.37 |
51.82 |
51.97 |
-0.40 |
10 |
261 |
+0 |
May13 |
120118 |
52.07 |
52.47 |
52.07 |
52.07 |
-0.40 |
0 |
119 |
+0 |
Total Volume and Open Interest |
95,761 |
289,834 |
+2,246 |
Canola(WCE) |
Jan12 |
120113 |
508.1 |
508.1 |
508.1 |
508.1 |
-5.2 |
|
|
|
Mar12 |
120118 |
519.6 |
521.8 |
517.5 |
521.5 |
+0.4 |
1,501 |
78,902 |
-2,764 |
May12 |
120118 |
522.9 |
524.5 |
520.8 |
524.2 |
+0.1 |
852 |
25,901 |
+124 |
Jul12 |
120118 |
524.0 |
524.0 |
521.1 |
523.5 |
-1.2 |
760 |
15,847 |
+198 |
Nov12 |
120118 |
502.0 |
502.0 |
498.5 |
500.0 |
-2.0 |
47 |
24,224 |
+986 |
Total Volume and Open Interest |
3,160 |
146,281 |
-1,381 |
Corn(CBOT) |
Mar12 |
120118 |
605.25 |
606.50 |
592.50 |
593.50 |
-10.50 |
203,505 |
466,460 |
-12,344 |
May12 |
120118 |
612.75 |
613.25 |
599.00 |
600.25 |
-10.50 |
34,621 |
228,211 |
+2,747 |
Jul12 |
120118 |
617.00 |
618.00 |
604.00 |
604.75 |
-11.00 |
46,343 |
193,743 |
+8,786 |
Sep12 |
120118 |
581.75 |
582.25 |
568.75 |
569.75 |
-11.75 |
10,685 |
52,678 |
+3,052 |
Dec12 |
120118 |
558.75 |
560.50 |
548.25 |
548.75 |
-8.75 |
38,876 |
206,354 |
+6,042 |
Mar13 |
120118 |
570.00 |
571.00 |
561.25 |
561.25 |
-9.75 |
1,021 |
38,650 |
+436 |
May13 |
120118 |
571.25 |
578.25 |
568.25 |
568.25 |
-10.00 |
96 |
1,831 |
-41 |
Jul13 |
120118 |
584.00 |
584.00 |
573.25 |
573.25 |
-10.50 |
172 |
2,535 |
-60 |
Sep13 |
120118 |
559.00 |
560.75 |
549.75 |
549.75 |
-6.75 |
3 |
570 |
-11 |
Dec13 |
120118 |
549.00 |
549.00 |
541.75 |
541.75 |
-6.75 |
355 |
16,264 |
+34 |
Total Volume and Open Interest |
335,702 |
1,209,478 |
+8,655 |
Wheat(CBOT) |
Mar12 |
120118 |
605.25 |
606.50 |
590.00 |
592.25 |
-12.50 |
67,189 |
182,747 |
+393 |
May12 |
120118 |
628.75 |
629.75 |
612.50 |
614.50 |
-13.50 |
22,438 |
73,814 |
-752 |
Jul12 |
120118 |
648.00 |
649.00 |
631.25 |
633.25 |
-15.00 |
21,950 |
89,744 |
+2,168 |
Sep12 |
120118 |
662.75 |
668.50 |
650.00 |
652.00 |
-16.50 |
6,767 |
29,296 |
+3,312 |
Dec12 |
120118 |
689.25 |
689.25 |
671.50 |
673.75 |
-15.75 |
7,254 |
50,150 |
+1,212 |
Mar13 |
120118 |
698.75 |
698.75 |
688.75 |
690.50 |
-15.00 |
331 |
2,976 |
+78 |
Total Volume and Open Interest |
126,083 |
433,182 |
+6,424 |
Wheat(KCBT) |
Mar12 |
120118 |
672.25 |
673.00 |
652.50 |
653.00 |
-20.00 |
9,535 |
59,366 |
-1,289 |
May12 |
120118 |
682.25 |
682.50 |
662.00 |
662.50 |
-19.50 |
2,685 |
20,275 |
+1,123 |
Jul12 |
120118 |
691.75 |
691.75 |
671.75 |
671.75 |
-20.25 |
2,742 |
42,642 |
+710 |
Sep12 |
120118 |
706.75 |
706.75 |
686.50 |
686.50 |
-20.50 |
456 |
7,740 |
+229 |
Dec12 |
120118 |
725.00 |
725.00 |
708.50 |
709.00 |
-20.75 |
701 |
11,140 |
+244 |
Mar13 |
120118 |
736.50 |
736.50 |
723.00 |
723.00 |
-20.75 |
183 |
398 |
+129 |
Total Volume and Open Interest |
16,381 |
141,916 |
+1,180 |
Wheat(MGE) |
Mar12 |
120118 |
809.25 |
813.50 |
798.00 |
800.75 |
-7.75 |
1,353 |
15,333 |
+120 |
May12 |
120118 |
794.75 |
795.00 |
781.00 |
783.25 |
-9.00 |
619 |
8,344 |
-30 |
Jul12 |
120118 |
786.25 |
786.25 |
772.50 |
773.25 |
-10.00 |
521 |
8,151 |
+178 |
Sep12 |
120118 |
770.00 |
770.00 |
754.50 |
756.00 |
-11.25 |
352 |
5,430 |
+48 |
Dec12 |
120118 |
774.00 |
774.00 |
756.50 |
758.75 |
-13.25 |
288 |
3,827 |
+66 |
Total Volume and Open Interest |
3,221 |
41,319 |
+423 |
Oats(CBOT) |
Mar12 |
120118 |
287.00 |
288.75 |
281.00 |
284.25 |
-2.50 |
862 |
9,834 |
-324 |
May12 |
120118 |
285.00 |
285.75 |
282.50 |
283.75 |
-2.00 |
510 |
2,820 |
+459 |
Jul12 |
120118 |
288.00 |
290.50 |
284.25 |
285.00 |
-5.50 |
9 |
254 |
+1 |
Sep12 |
120118 |
291.00 |
293.50 |
291.00 |
291.00 |
-2.50 |
0 |
32 |
+0 |
Total Volume and Open Interest |
1,450 |
13,181 |
+194 |
Rough Rice(CBOT) |
Jan12 |
120113 |
14.38 |
14.45 |
14.36 |
14.39 |
+0.02 |
18 |
20 |
-6 |
Mar12 |
120118 |
14.73 |
14.87 |
14.44 |
14.58 |
-0.23 |
348 |
12,196 |
+41 |
May12 |
120118 |
14.99 |
15.09 |
14.74 |
14.85 |
-0.23 |
36 |
1,087 |
+2 |
Jul12 |
120118 |
15.10 |
15.33 |
15.08 |
15.11 |
-0.22 |
10 |
655 |
+8 |
Total Volume and Open Interest |
394 |
14,177 |
+27 |
Live Cattle(CME) |
Feb12 |
120118 |
123.785 |
123.950 |
122.750 |
123.230 |
-0.305 |
29,630 |
86,877 |
-5,869 |
Apr12 |
120118 |
126.930 |
127.250 |
126.135 |
126.650 |
-0.150 |
25,330 |
120,304 |
+3,632 |
Jun12 |
120118 |
125.650 |
125.950 |
125.150 |
125.700 |
+0.065 |
10,195 |
81,702 |
+1,134 |
Aug12 |
120118 |
127.050 |
127.300 |
126.550 |
127.135 |
-0.045 |
5,248 |
27,117 |
+706 |
Oct12 |
120118 |
129.550 |
129.750 |
129.050 |
129.685 |
-0.100 |
1,641 |
11,165 |
+446 |
Dec12 |
120118 |
130.200 |
130.300 |
129.750 |
130.250 |
+0.100 |
505 |
6,089 |
-2 |
Total Volume and Open Interest |
72,674 |
334,998 |
+91 |
Feeder Cattle(CME) |
Jan12 |
120118 |
150.750 |
151.300 |
150.575 |
150.935 |
+0.285 |
904 |
3,760 |
-189 |
Mar12 |
120118 |
152.700 |
153.000 |
152.185 |
152.785 |
+0.405 |
3,003 |
18,040 |
+594 |
Apr12 |
120118 |
154.050 |
154.485 |
153.685 |
154.380 |
+0.380 |
662 |
5,047 |
+136 |
May12 |
120118 |
154.950 |
155.200 |
154.450 |
155.185 |
+0.360 |
992 |
5,505 |
+160 |
Aug12 |
120118 |
156.235 |
156.550 |
155.785 |
156.550 |
+0.315 |
1,077 |
5,626 |
+241 |
Sep12 |
120118 |
156.200 |
156.450 |
155.850 |
156.450 |
+0.100 |
145 |
1,070 |
+61 |
Oct12 |
120118 |
155.650 |
156.300 |
155.650 |
156.300 |
+0.150 |
104 |
457 |
+71 |
Total Volume and Open Interest |
6,905 |
39,660 |
+1,080 |
Lean Hogs(CME) |
Feb12 |
120118 |
85.850 |
86.800 |
85.850 |
86.285 |
+0.500 |
32,035 |
45,697 |
-7,620 |
Apr12 |
120118 |
87.500 |
88.250 |
87.400 |
87.930 |
+0.530 |
25,893 |
85,710 |
+7,211 |
May12 |
120118 |
95.150 |
96.000 |
95.100 |
95.980 |
+0.880 |
62 |
2,365 |
+6 |
Jun12 |
120118 |
96.480 |
96.980 |
96.480 |
96.750 |
+0.500 |
9,596 |
53,920 |
+758 |
Jul12 |
120118 |
96.050 |
96.650 |
96.000 |
96.600 |
+0.600 |
2,202 |
14,425 |
+429 |
Aug12 |
120118 |
96.000 |
96.500 |
95.950 |
96.300 |
+0.250 |
2,891 |
18,935 |
+779 |
Oct12 |
120118 |
85.800 |
86.400 |
85.730 |
86.250 |
+0.350 |
1,124 |
12,467 |
+343 |
Dec12 |
120118 |
81.600 |
82.100 |
81.550 |
82.050 |
+0.500 |
537 |
5,246 |
+243 |
Total Volume and Open Interest |
74,640 |
240,204 |
+2,387 |
Class III Milk(CME) |
Jan12 |
120118 |
17.08 |
17.08 |
17.07 |
17.07 |
-0.01 |
275 |
4,415 |
+76 |
Feb12 |
120118 |
16.92 |
16.94 |
16.47 |
16.48 |
-0.49 |
854 |
5,711 |
-2 |
Mar12 |
120118 |
17.27 |
17.28 |
16.66 |
16.68 |
-0.60 |
602 |
4,870 |
+148 |
Apr12 |
120118 |
17.21 |
17.21 |
16.56 |
16.58 |
-0.63 |
84 |
3,133 |
+0 |
May12 |
120118 |
17.25 |
17.25 |
16.70 |
16.72 |
-0.54 |
47 |
2,869 |
+27 |
Total Volume and Open Interest |
2,119 |
32,627 |
+302 |
Cocoa(ICE) |
Mar12 |
120118 |
2280 |
2298 |
2259 |
2265 |
-5 |
11,897 |
74,685 |
-138 |
May12 |
120118 |
2293 |
2315 |
2279 |
2285 |
-4 |
2,630 |
36,524 |
-95 |
Jul12 |
120118 |
2319 |
2338 |
2300 |
2306 |
-4 |
1,560 |
19,386 |
-330 |
Sep12 |
120118 |
2336 |
2339 |
2317 |
2324 |
-4 |
321 |
14,933 |
+96 |
Dec12 |
120118 |
2355 |
2359 |
2340 |
2344 |
-4 |
31 |
15,298 |
-5 |
Mar13 |
120118 |
2380 |
2390 |
2360 |
2364 |
-5 |
9 |
5,306 |
+6 |
May13 |
120118 |
2380 |
2380 |
2369 |
2375 |
-5 |
3 |
2,452 |
-3 |
Total Volume and Open Interest |
16,454 |
169,363 |
-469 |
Coffee "C"(ICE) |
Mar12 |
120118 |
225.95 |
227.00 |
222.25 |
224.85 |
-0.30 |
15,536 |
57,825 |
+32 |
May12 |
120118 |
228.20 |
229.85 |
225.25 |
227.85 |
-0.25 |
3,345 |
26,558 |
-218 |
Jul12 |
120118 |
231.05 |
232.30 |
228.30 |
230.60 |
-0.25 |
1,842 |
12,010 |
+280 |
Sep12 |
120118 |
233.30 |
234.35 |
230.30 |
232.75 |
-0.25 |
377 |
6,711 |
+3 |
Dec12 |
120118 |
235.35 |
236.45 |
234.00 |
235.05 |
-0.15 |
267 |
7,203 |
+105 |
Mar13 |
120118 |
237.85 |
237.85 |
237.55 |
237.55 |
unch |
62 |
975 |
+10 |
Total Volume and Open Interest |
21,522 |
111,838 |
+219 |
Orange Juice(ICE) |
Mar12 |
120118 |
189.00 |
193.00 |
185.20 |
191.20 |
+6.85 |
5,150 |
20,457 |
-1,338 |
May12 |
120118 |
182.85 |
182.95 |
179.15 |
181.35 |
+3.50 |
1,064 |
3,806 |
+78 |
Jul12 |
120118 |
177.95 |
180.35 |
177.05 |
179.55 |
+3.60 |
65 |
1,077 |
-1 |
Sep12 |
120118 |
178.80 |
178.80 |
178.80 |
178.80 |
+3.20 |
0 |
345 |
+0 |
Nov12 |
120118 |
176.10 |
176.10 |
176.10 |
176.10 |
+3.20 |
0 |
158 |
+0 |
Jan13 |
120118 |
175.30 |
175.30 |
175.30 |
175.30 |
+3.20 |
0 |
5 |
+0 |
Total Volume and Open Interest |
6,279 |
25,852 |
-1,261 |
Sugar #11(ICE) |
Mar12 |
120118 |
24.00 |
24.17 |
23.85 |
24.00 |
+0.14 |
59,615 |
225,464 |
+1,050 |
May12 |
120118 |
23.43 |
23.58 |
23.28 |
23.46 |
+0.13 |
32,040 |
97,678 |
-114 |
Jul12 |
120118 |
23.01 |
23.16 |
22.88 |
23.03 |
+0.06 |
24,004 |
125,603 |
+3,217 |
Oct12 |
120118 |
23.39 |
23.51 |
23.25 |
23.41 |
+0.02 |
11,630 |
65,096 |
+3,483 |
Mar13 |
120118 |
23.92 |
24.04 |
23.78 |
23.95 |
+0.03 |
2,534 |
41,599 |
+825 |
Total Volume and Open Interest |
130,602 |
608,857 |
+8,245 |
London Cocoa(LCE) |
Mar12 |
120118 |
1512 |
1514 |
1490 |
1503 |
-1 |
2,926 |
68,900 |
-1,444 |
May12 |
120118 |
1525 |
1527 |
1503 |
1517 |
unch |
961 |
23,801 |
-701 |
Jul12 |
120118 |
1535 |
1538 |
1517 |
1532 |
+2 |
418 |
31,090 |
-24 |
Sep12 |
120118 |
1548 |
1548 |
1531 |
1547 |
+3 |
217 |
23,641 |
+66 |
Dec12 |
120118 |
1559 |
1560 |
1545 |
1559 |
+4 |
180 |
16,256 |
-32 |
Mar13 |
120118 |
1563 |
1570 |
1550 |
1563 |
+1 |
11 |
9,981 |
+7 |
May13 |
120118 |
1569 |
1569 |
1557 |
1566 |
+1 |
0 |
5,108 |
+0 |
Total Volume and Open Interest |
4,713 |
179,872 |
-2,128 |
London Sugar(LCE) |
Mar12 |
120118 |
628.90 |
632.00 |
626.10 |
630.60 |
+1.90 |
811 |
28,736 |
-34 |
May12 |
120118 |
611.80 |
615.00 |
608.20 |
613.50 |
+2.90 |
328 |
14,245 |
+774 |
Aug12 |
120118 |
602.80 |
605.30 |
598.60 |
603.80 |
+2.20 |
33 |
13,808 |
+86 |
Oct12 |
120118 |
604.80 |
605.30 |
598.60 |
604.10 |
+1.70 |
22 |
4,689 |
+61 |
Dec12 |
120118 |
606.40 |
608.10 |
603.20 |
606.70 |
+1.30 |
18 |
1,972 |
+81 |
Total Volume and Open Interest |
1,212 |
65,092 |
+988 |
Cotton(ICE) |
Mar12 |
120118 |
98.16 |
98.16 |
95.80 |
97.53 |
-0.66 |
9,972 |
80,814 |
+750 |
May12 |
120118 |
97.62 |
97.62 |
95.46 |
97.30 |
-0.41 |
3,915 |
30,054 |
+1,155 |
Jul12 |
120118 |
97.42 |
97.42 |
95.15 |
97.00 |
-0.53 |
2,119 |
27,717 |
+1,001 |
Oct12 |
120118 |
95.12 |
95.95 |
95.12 |
95.95 |
-0.70 |
0 |
88 |
+0 |
Dec12 |
120118 |
93.00 |
93.20 |
91.40 |
92.80 |
-0.50 |
635 |
14,257 |
+443 |
Mar13 |
120118 |
93.48 |
93.53 |
93.48 |
93.48 |
-0.47 |
0 |
454 |
+0 |
Total Volume and Open Interest |
16,643 |
154,319 |
+3,349 |
Lumber(CME) |
Mar12 |
120118 |
240.2 |
245.5 |
240.2 |
242.9 |
+0.9 |
1,053 |
6,215 |
-38 |
May12 |
120118 |
256.6 |
260.0 |
255.6 |
257.0 |
-0.2 |
350 |
2,003 |
+112 |
Jul12 |
120118 |
265.1 |
269.4 |
265.1 |
267.0 |
-0.1 |
63 |
622 |
-14 |
Sep12 |
120118 |
271.0 |
272.0 |
271.0 |
271.2 |
unch |
8 |
248 |
-3 |
Total Volume and Open Interest |
1,474 |
9,121 |
+26 |
Crude Oil(NYM) |
Feb12 |
120118 |
100.91 |
102.06 |
99.84 |
100.59 |
-0.12 |
335,624 |
115,533 |
-21,160 |
Mar12 |
120118 |
101.06 |
102.24 |
100.00 |
100.76 |
-0.11 |
153,341 |
281,200 |
+25,158 |
Apr12 |
120118 |
101.50 |
102.45 |
100.30 |
100.98 |
-0.16 |
60,761 |
90,985 |
-4,008 |
May12 |
120118 |
101.95 |
102.69 |
100.56 |
101.23 |
-0.20 |
46,387 |
81,149 |
+2,142 |
Jun12 |
120118 |
102.00 |
102.91 |
100.85 |
101.44 |
-0.22 |
54,960 |
96,062 |
+4,773 |
Jul12 |
120118 |
102.24 |
103.00 |
101.03 |
101.52 |
-0.25 |
13,422 |
48,092 |
-335 |
Aug12 |
120118 |
103.00 |
103.00 |
101.01 |
101.45 |
-0.30 |
9,984 |
36,480 |
+729 |
Sep12 |
120118 |
101.84 |
102.04 |
101.29 |
101.29 |
-0.35 |
9,196 |
35,436 |
+366 |
Oct12 |
120118 |
101.29 |
101.29 |
100.81 |
101.10 |
-0.40 |
3,920 |
33,388 |
+237 |
Nov12 |
120118 |
102.50 |
102.50 |
100.93 |
100.93 |
-0.43 |
3,306 |
31,332 |
+543 |
Dec12 |
120118 |
101.62 |
102.41 |
100.30 |
100.77 |
-0.46 |
37,559 |
186,244 |
+2,690 |
Jan13 |
120118 |
100.57 |
100.57 |
100.48 |
100.48 |
-0.47 |
1,469 |
29,981 |
+51 |
Feb13 |
120118 |
101.50 |
101.50 |
100.19 |
100.19 |
-0.47 |
565 |
15,587 |
+124 |
Mar13 |
120118 |
99.87 |
99.87 |
99.87 |
99.87 |
-0.48 |
883 |
14,509 |
+163 |
Apr13 |
120118 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.49 |
582 |
6,707 |
+46 |
May13 |
120118 |
99.21 |
99.21 |
99.21 |
99.21 |
-0.50 |
476 |
7,249 |
+83 |
Total Volume and Open Interest |
775,449 |
1,393,671 |
+14,064 |
e-miNY Crude Oil(NYM) |
Jan12 |
111219 |
93.625 |
94.400 |
92.575 |
93.875 |
+0.350 |
5,418 |
1,100 |
-204 |
Feb12 |
120118 |
101.000 |
102.050 |
99.875 |
100.600 |
-0.100 |
9,271 |
1,396 |
-555 |
Mar12 |
120118 |
101.175 |
102.225 |
100.025 |
100.750 |
-0.125 |
1,125 |
635 |
+15 |
Apr12 |
120118 |
101.475 |
102.250 |
100.375 |
100.975 |
-0.175 |
78 |
206 |
-4 |
May12 |
120118 |
102.000 |
102.000 |
100.850 |
101.225 |
-0.200 |
10 |
37 |
+1 |
Jun12 |
120118 |
101.450 |
101.500 |
101.450 |
101.450 |
-0.200 |
2 |
16 |
+0 |
Jul12 |
120118 |
101.525 |
101.525 |
101.525 |
101.525 |
-0.250 |
2 |
8 |
+0 |
Aug12 |
120118 |
101.450 |
101.450 |
101.450 |
101.450 |
-0.300 |
0 |
5 |
+0 |
Sep12 |
120118 |
101.300 |
101.300 |
101.300 |
101.300 |
-0.350 |
0 |
1 |
+0 |
Oct12 |
120118 |
101.100 |
101.100 |
101.100 |
101.100 |
-0.400 |
4 |
9 |
+0 |
Total Volume and Open Interest |
10,494 |
2,534 |
-541 |
Heating Oil(NYM) |
Feb12 |
120118 |
303.85 |
306.82 |
299.28 |
301.34 |
-2.38 |
55,649 |
62,226 |
-274 |
Mar12 |
120118 |
303.52 |
306.24 |
299.17 |
301.12 |
-2.23 |
33,065 |
60,271 |
+3,034 |
Apr12 |
120118 |
302.78 |
304.75 |
298.25 |
299.95 |
-2.33 |
19,304 |
30,305 |
+847 |
May12 |
120118 |
301.69 |
302.99 |
297.00 |
298.59 |
-2.35 |
10,141 |
23,844 |
-690 |
Jun12 |
120118 |
301.12 |
302.18 |
296.60 |
298.08 |
-2.31 |
12,958 |
43,743 |
+12 |
Jul12 |
120118 |
300.95 |
302.20 |
297.31 |
298.50 |
-2.44 |
3,278 |
11,276 |
+475 |
Aug12 |
120118 |
301.00 |
301.00 |
297.88 |
299.03 |
-2.53 |
2,285 |
4,345 |
-381 |
Sep12 |
120118 |
303.57 |
303.60 |
298.05 |
299.65 |
-2.53 |
1,963 |
10,112 |
-44 |
Oct12 |
120118 |
303.71 |
303.71 |
299.66 |
300.40 |
-2.53 |
246 |
3,282 |
+107 |
Nov12 |
120118 |
302.25 |
302.72 |
299.85 |
301.10 |
-2.53 |
233 |
2,137 |
-45 |
Dec12 |
120118 |
303.62 |
305.30 |
300.40 |
301.78 |
-2.50 |
2,101 |
22,178 |
-38 |
Jan13 |
120118 |
301.00 |
302.18 |
301.00 |
302.18 |
-2.45 |
144 |
3,127 |
+42 |
Total Volume and Open Interest |
141,433 |
278,015 |
+3,072 |
Gasoline(NYMEX) |
Feb12 |
120118 |
277.90 |
285.29 |
276.76 |
282.54 |
+5.41 |
62,302 |
59,923 |
-9,378 |
Mar12 |
120118 |
279.05 |
285.58 |
277.54 |
282.92 |
+4.96 |
42,973 |
73,836 |
+5,909 |
Apr12 |
120118 |
292.36 |
297.36 |
290.53 |
294.80 |
+3.91 |
17,667 |
36,453 |
-1,124 |
May12 |
120118 |
291.00 |
295.70 |
289.84 |
293.40 |
+3.19 |
12,429 |
33,234 |
-918 |
Jun12 |
120118 |
287.89 |
292.82 |
287.84 |
290.53 |
+2.45 |
10,726 |
33,938 |
+1,275 |
Jul12 |
120118 |
285.73 |
289.68 |
285.06 |
287.13 |
+1.95 |
6,820 |
17,092 |
+160 |
Aug12 |
120118 |
283.80 |
284.84 |
281.80 |
283.60 |
+1.55 |
3,927 |
11,669 |
+148 |
Sep12 |
120118 |
280.19 |
282.71 |
278.24 |
279.88 |
+1.21 |
3,260 |
10,137 |
+435 |
Oct12 |
120118 |
268.56 |
269.50 |
265.51 |
266.36 |
+0.73 |
1,253 |
7,286 |
+117 |
Nov12 |
120118 |
265.85 |
266.30 |
262.40 |
263.09 |
+0.52 |
636 |
3,852 |
+105 |
Total Volume and Open Interest |
163,777 |
308,248 |
-3,138 |
e-miNY RBOB Gasoline(NYM) |
Feb12 |
120118 |
282.50 |
282.54 |
282.50 |
282.50 |
+5.40 |
0 |
2 |
+0 |
Mar12 |
120118 |
282.90 |
282.90 |
282.90 |
282.90 |
+4.90 |
|
|
|
Apr12 |
120118 |
294.80 |
294.80 |
294.80 |
294.80 |
+3.90 |
|
|
|
May12 |
120118 |
293.40 |
293.40 |
293.40 |
293.40 |
+3.20 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Feb12 |
120118 |
2.485 |
2.542 |
2.452 |
2.472 |
-0.016 |
118,531 |
117,956 |
-13,707 |
Mar12 |
120118 |
2.522 |
2.577 |
2.490 |
2.516 |
-0.012 |
98,432 |
300,292 |
+9,971 |
Apr12 |
120118 |
2.617 |
2.662 |
2.580 |
2.614 |
-0.003 |
48,690 |
145,087 |
+4,357 |
May12 |
120118 |
2.685 |
2.733 |
2.657 |
2.687 |
-0.003 |
24,851 |
81,003 |
-1,639 |
Jun12 |
120118 |
2.740 |
2.783 |
2.707 |
2.740 |
-0.004 |
14,356 |
39,946 |
+2,906 |
Jul12 |
120118 |
2.781 |
2.834 |
2.758 |
2.792 |
-0.005 |
15,426 |
45,786 |
+3,884 |
Aug12 |
120118 |
2.818 |
2.860 |
2.784 |
2.818 |
-0.006 |
5,129 |
20,968 |
+783 |
Sep12 |
120118 |
2.820 |
2.866 |
2.789 |
2.822 |
-0.008 |
8,859 |
36,786 |
+2,683 |
Oct12 |
120118 |
2.865 |
2.916 |
2.834 |
2.868 |
-0.009 |
16,269 |
78,764 |
+490 |
Nov12 |
120118 |
3.045 |
3.082 |
2.999 |
3.034 |
-0.014 |
3,603 |
35,798 |
+4 |
Dec12 |
120118 |
3.359 |
3.383 |
3.301 |
3.335 |
-0.024 |
3,995 |
30,118 |
+207 |
Jan13 |
120118 |
3.512 |
3.523 |
3.440 |
3.474 |
-0.027 |
11,175 |
51,615 |
-292 |
Feb13 |
120118 |
3.513 |
3.522 |
3.440 |
3.472 |
-0.028 |
1,542 |
10,915 |
+297 |
Mar13 |
120118 |
3.483 |
3.495 |
3.412 |
3.445 |
-0.028 |
2,149 |
21,325 |
+73 |
Apr13 |
120118 |
3.453 |
3.460 |
3.370 |
3.406 |
-0.030 |
2,892 |
29,564 |
+901 |
May13 |
120118 |
3.455 |
3.457 |
3.400 |
3.429 |
-0.030 |
548 |
4,869 |
+177 |
Total Volume and Open Interest |
378,965 |
1,127,030 |
+11,561 |
Brent Crude Oil(ICE) |
Mar12 |
120118 |
111.46 |
112.20 |
110.33 |
110.66 |
-0.87 |
90,612 |
238,169 |
+3,665 |
Apr12 |
120118 |
111.47 |
112.17 |
110.24 |
110.57 |
-0.87 |
34,706 |
114,180 |
+9,412 |
May12 |
120118 |
111.30 |
112.03 |
110.09 |
110.45 |
-0.85 |
17,297 |
57,542 |
+5,510 |
Jun12 |
120118 |
111.27 |
111.86 |
109.88 |
110.27 |
-0.82 |
20,151 |
81,432 |
-1,644 |
Jul12 |
120118 |
111.12 |
111.64 |
109.66 |
110.06 |
-0.81 |
6,408 |
32,195 |
+2,915 |
Aug12 |
120118 |
110.82 |
111.37 |
109.36 |
109.76 |
-0.80 |
4,346 |
35,639 |
+2,254 |
Sep12 |
120118 |
110.40 |
110.95 |
109.01 |
109.35 |
-0.79 |
4,535 |
44,903 |
+1,523 |
Oct12 |
120118 |
110.00 |
110.58 |
108.66 |
108.96 |
-0.80 |
3,816 |
23,514 |
+2,468 |
Nov12 |
120118 |
109.60 |
110.21 |
108.28 |
108.57 |
-0.80 |
1,891 |
16,184 |
+353 |
Dec12 |
120118 |
109.09 |
109.79 |
107.77 |
108.15 |
-0.79 |
10,232 |
108,712 |
+1,133 |
Jan13 |
120118 |
107.74 |
107.74 |
107.74 |
107.74 |
-0.78 |
847 |
12,783 |
+84 |
Feb13 |
120118 |
107.32 |
107.32 |
107.32 |
107.32 |
-0.78 |
428 |
7,786 |
+88 |
Mar13 |
120118 |
106.90 |
106.90 |
106.90 |
106.90 |
-0.78 |
198 |
5,283 |
+97 |
Apr13 |
120118 |
106.46 |
106.46 |
106.46 |
106.46 |
-0.79 |
78 |
2,851 |
+3 |
Total Volume and Open Interest |
197,971 |
946,682 |
-6,180 |
Gas Oil(ICE) |
Feb12 |
120118 |
952.75 |
958.25 |
937.00 |
943.25 |
-9.50 |
34,471 |
126,424 |
-4,194 |
Mar12 |
120118 |
953.50 |
959.50 |
938.50 |
944.75 |
-8.50 |
41,183 |
98,307 |
+8,647 |
Apr12 |
120118 |
953.00 |
958.00 |
938.00 |
943.75 |
-7.50 |
29,790 |
50,333 |
+1,509 |
May12 |
120118 |
950.50 |
955.00 |
936.00 |
941.25 |
-7.25 |
13,839 |
42,246 |
+2,967 |
Jun12 |
120118 |
949.50 |
953.25 |
934.75 |
939.75 |
-7.25 |
11,839 |
41,320 |
+2,404 |
Jul12 |
120118 |
951.00 |
952.25 |
935.75 |
940.00 |
-7.25 |
3,271 |
19,030 |
+508 |
Aug12 |
120118 |
951.75 |
954.00 |
936.25 |
940.25 |
-7.50 |
2,655 |
17,294 |
+1,268 |
Sep12 |
120118 |
951.50 |
952.50 |
936.00 |
940.00 |
-7.50 |
2,389 |
17,397 |
+736 |
Oct12 |
120118 |
950.25 |
952.75 |
935.00 |
939.00 |
-7.25 |
1,082 |
11,826 |
+290 |
Nov12 |
120118 |
948.50 |
950.75 |
933.50 |
937.25 |
-7.25 |
979 |
8,154 |
+133 |
Total Volume and Open Interest |
146,418 |
510,879 |
+14,965 |
Ethanol(CBOT) |
Jan12 |
120105 |
2.195 |
2.195 |
2.185 |
2.185 |
-0.043 |
48 |
65 |
-37 |
Feb12 |
120118 |
2.127 |
2.133 |
2.107 |
2.112 |
-0.030 |
77 |
766 |
-45 |
Mar12 |
120118 |
2.135 |
2.135 |
2.127 |
2.130 |
-0.029 |
400 |
1,184 |
-307 |
Apr12 |
120118 |
2.172 |
2.172 |
2.145 |
2.148 |
-0.030 |
40 |
834 |
-12 |
May12 |
120118 |
2.181 |
2.181 |
2.164 |
2.168 |
-0.030 |
137 |
916 |
+78 |
Jun12 |
120118 |
2.195 |
2.196 |
2.180 |
2.186 |
-0.033 |
166 |
844 |
-6 |
Jul12 |
120118 |
2.205 |
2.205 |
2.198 |
2.198 |
-0.031 |
146 |
1,357 |
+59 |
Aug12 |
120118 |
2.194 |
2.194 |
2.194 |
2.194 |
-0.034 |
107 |
859 |
-18 |
Total Volume and Open Interest |
1,329 |
10,120 |
-123 |
WTI Crude Oil(ICE) |
Feb12 |
120118 |
101.03 |
102.07 |
99.85 |
100.59 |
-0.12 |
9,170 |
27,158 |
-5,604 |
Mar12 |
120118 |
101.27 |
102.24 |
99.99 |
100.76 |
-0.11 |
12,186 |
57,749 |
+4,060 |
Apr12 |
120118 |
101.52 |
102.45 |
100.31 |
100.98 |
-0.16 |
4,846 |
26,841 |
-393 |
May12 |
120118 |
102.00 |
102.26 |
100.71 |
101.23 |
-0.20 |
2,532 |
15,251 |
-1,106 |
Jun12 |
120118 |
101.51 |
102.93 |
100.90 |
101.44 |
-0.22 |
2,334 |
41,105 |
-86 |
Jul12 |
120118 |
102.45 |
102.91 |
101.11 |
101.52 |
-0.25 |
1,687 |
13,586 |
+1,321 |
Aug12 |
120118 |
102.42 |
102.87 |
101.09 |
101.45 |
-0.30 |
1,568 |
12,486 |
+1,920 |
Sep12 |
120118 |
102.32 |
102.74 |
100.94 |
101.29 |
-0.35 |
604 |
12,998 |
-508 |
Oct12 |
120118 |
102.15 |
102.16 |
100.76 |
101.10 |
-0.40 |
909 |
7,331 |
+162 |
Nov12 |
120118 |
100.93 |
100.93 |
100.93 |
100.93 |
-0.43 |
266 |
7,439 |
+15 |
Dec12 |
120118 |
101.45 |
102.40 |
100.34 |
100.77 |
-0.46 |
1,608 |
53,531 |
+650 |
Jan13 |
120118 |
100.48 |
100.48 |
100.48 |
100.48 |
-0.47 |
9 |
4,377 |
+52 |
Feb13 |
120118 |
100.19 |
100.19 |
100.19 |
100.19 |
-0.47 |
0 |
1,166 |
+111 |
Mar13 |
120118 |
99.87 |
99.87 |
99.87 |
99.87 |
-0.48 |
0 |
1,770 |
+0 |
Apr13 |
120118 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.49 |
0 |
427 |
+0 |
May13 |
120118 |
99.21 |
99.21 |
99.21 |
99.21 |
-0.50 |
0 |
571 |
+0 |
Total Volume and Open Interest |
37,946 |
370,510 |
+882 |
US Dollar Index(ICE) |
Mar12 |
120118 |
81.280 |
81.375 |
80.665 |
80.823 |
-0.607 |
5,646 |
67,939 |
+353 |
Jun12 |
120118 |
81.175 |
81.317 |
81.175 |
81.317 |
-0.608 |
0 |
560 |
-1 |
Sep12 |
120118 |
81.918 |
81.918 |
81.918 |
81.918 |
-0.607 |
|
|
|
Total Volume and Open Interest |
5,646 |
68,499 |
+352 |
Australian Dollar(CME) |
Mar12 |
120118 |
103.01 |
103.67 |
102.87 |
103.47 |
+0.47 |
125,038 |
129,471 |
+135 |
Jun12 |
120118 |
102.11 |
102.52 |
102.06 |
102.52 |
+0.46 |
242 |
191 |
+23 |
Sep12 |
120118 |
101.68 |
101.68 |
101.21 |
101.68 |
+0.47 |
0 |
110 |
+0 |
Total Volume and Open Interest |
125,280 |
129,780 |
+158 |
British Pound(CME) |
Mar12 |
120118 |
153.24 |
154.36 |
153.18 |
154.17 |
+0.99 |
98,304 |
213,039 |
-1,605 |
Jun12 |
120118 |
153.29 |
154.36 |
153.03 |
154.02 |
+0.99 |
66 |
167 |
+27 |
Sep12 |
120118 |
153.26 |
153.87 |
152.89 |
153.87 |
+0.98 |
0 |
3 |
+0 |
Total Volume and Open Interest |
98,370 |
213,212 |
-1,578 |
Canadian Dollar(CME) |
Mar12 |
120118 |
98.32 |
98.78 |
98.11 |
98.64 |
+0.34 |
76,962 |
116,986 |
+330 |
Jun12 |
120118 |
98.30 |
98.57 |
97.95 |
98.44 |
+0.34 |
230 |
3,063 |
+86 |
Sep12 |
120118 |
98.00 |
98.33 |
97.91 |
98.25 |
+0.34 |
12 |
1,426 |
+3 |
Dec12 |
120118 |
98.09 |
98.18 |
97.75 |
98.09 |
+0.34 |
7 |
438 |
+6 |
Total Volume and Open Interest |
77,211 |
121,945 |
+425 |
Japanese Yen(CME) |
Mar12 |
120118 |
130.22 |
130.55 |
130.16 |
130.32 |
+0.07 |
61,546 |
163,848 |
-3,538 |
Jun12 |
120118 |
130.52 |
130.65 |
130.41 |
130.50 |
+0.08 |
98 |
353 |
+16 |
Sep12 |
120118 |
130.72 |
130.72 |
130.62 |
130.72 |
+0.10 |
0 |
11 |
+0 |
Total Volume and Open Interest |
61,644 |
164,213 |
-3,522 |
Swiss Franc(CME) |
Mar12 |
120118 |
105.42 |
106.68 |
105.32 |
106.36 |
+1.04 |
32,977 |
41,456 |
+1,838 |
Jun12 |
120118 |
106.45 |
106.88 |
105.51 |
106.55 |
+1.04 |
25 |
46 |
+24 |
Sep12 |
120118 |
106.82 |
106.82 |
105.78 |
106.82 |
+1.04 |
0 |
4 |
+0 |
Total Volume and Open Interest |
33,002 |
41,507 |
+1,862 |
EuroFX(CME) |
Mar12 |
120118 |
127.41 |
128.72 |
127.36 |
128.40 |
+1.16 |
400,353 |
301,762 |
+11,553 |
Jun12 |
120118 |
127.55 |
128.80 |
127.32 |
128.48 |
+1.16 |
591 |
2,918 |
+245 |
Sep12 |
120118 |
128.45 |
128.60 |
127.45 |
128.60 |
+1.15 |
6 |
48 |
+6 |
Total Volume and Open Interest |
400,957 |
304,750 |
+11,801 |
Mexican Peso(CME) |
Feb12 |
120118 |
750.0 |
750.0 |
742.0 |
750.0 |
+8.0 |
0 |
2,575 |
+0 |
Mar12 |
120118 |
740.8 |
749.0 |
739.0 |
748.0 |
+8.0 |
30,593 |
124,202 |
+1,394 |
Total Volume and Open Interest |
30,593 |
127,084 |
+1,394 |
Brazilian Real(CME) |
Feb12 |
120118 |
564.50 |
564.75 |
558.90 |
564.50 |
+4.40 |
1 |
734 |
+0 |
Mar12 |
120118 |
560.00 |
561.30 |
559.80 |
561.30 |
+4.25 |
78 |
3,528 |
-4 |
Apr12 |
120118 |
558.05 |
558.05 |
558.05 |
558.05 |
+4.25 |
|
|
|
May12 |
120118 |
554.85 |
554.85 |
554.85 |
554.85 |
+4.25 |
|
|
|
Total Volume and Open Interest |
79 |
17,878 |
-4 |
30-Year T-Bonds(CBOT) |
Mar12 |
120118 |
145~030 |
145~130 |
144~020 |
144~060 |
-0~310 |
323,968 |
640,435 |
+20,937 |
Jun12 |
120118 |
143~210 |
143~280 |
142~200 |
142~240 |
-0~310 |
331 |
1,551 |
+174 |
Sep12 |
120118 |
141~100 |
141~100 |
141~100 |
141~100 |
-0~310 |
|
|
|
Total Volume and Open Interest |
324,299 |
641,986 |
+21,111 |
10-Year T-Notes(CBOT) |
Mar12 |
120118 |
131~180 |
131~225 |
131~065 |
131~085 |
-0~105 |
996,999 |
1,691,570 |
+28,265 |
Jun12 |
120118 |
131~010 |
131~110 |
131~005 |
131~005 |
-0~105 |
412 |
1,458 |
+323 |
Sep12 |
120118 |
130~055 |
130~160 |
130~055 |
130~055 |
-0~105 |
|
|
|
Total Volume and Open Interest |
997,411 |
1,693,028 |
+28,588 |
5-Year T-Notes(CBOT) |
Mar12 |
120118 |
123~077 |
123~084 |
123~059 |
123~065 |
-0~015 |
491,972 |
1,410,741 |
+8,849 |
Jun12 |
120118 |
123~040 |
123~058 |
123~040 |
123~043 |
-0~015 |
77 |
121 |
+65 |
Sep12 |
120118 |
122~067 |
122~082 |
122~067 |
122~067 |
-0~015 |
|
|
|
Total Volume and Open Interest |
492,049 |
1,410,862 |
+8,914 |
2 Year T-Notes(CBOT) |
Mar12 |
120118 |
110~046 |
110~047 |
110~042 |
110~042 |
-0~003 |
157,837 |
756,568 |
+23,030 |
Jun12 |
120118 |
110~031 |
110~035 |
110~031 |
110~031 |
-0~004 |
0 |
5 |
+0 |
Sep12 |
120118 |
109~097 |
109~101 |
109~097 |
109~097 |
-0~004 |
|
|
|
Total Volume and Open Interest |
157,837 |
756,573 |
+23,030 |
Eurodollars(CME) |
Mar12 |
120118 |
99.520 |
99.525 |
99.485 |
99.495 |
-0.030 |
501,842 |
941,541 |
-24,130 |
Jun12 |
120118 |
99.485 |
99.485 |
99.445 |
99.465 |
-0.025 |
469,082 |
961,642 |
-2,206 |
Sep12 |
120118 |
99.460 |
99.465 |
99.425 |
99.440 |
-0.025 |
443,331 |
696,503 |
-20,698 |
Dec12 |
120118 |
99.445 |
99.450 |
99.415 |
99.425 |
-0.025 |
281,850 |
790,189 |
+1,288 |
Mar13 |
120118 |
99.440 |
99.445 |
99.415 |
99.425 |
-0.025 |
215,227 |
764,800 |
+8,698 |
Jun13 |
120118 |
99.430 |
99.430 |
99.400 |
99.405 |
-0.025 |
165,146 |
600,815 |
+644 |
Sep13 |
120118 |
99.395 |
99.395 |
99.360 |
99.370 |
-0.025 |
137,897 |
545,827 |
+7,740 |
Dec13 |
120118 |
99.335 |
99.335 |
99.295 |
99.310 |
-0.025 |
143,645 |
510,486 |
+13,842 |
Mar14 |
120118 |
99.250 |
99.250 |
99.215 |
99.230 |
-0.025 |
89,856 |
398,723 |
+2,156 |
Jun14 |
120118 |
99.135 |
99.135 |
99.095 |
99.110 |
-0.025 |
93,956 |
308,523 |
+2,494 |
Sep14 |
120118 |
98.985 |
98.995 |
98.950 |
98.965 |
-0.030 |
76,651 |
203,893 |
-1,966 |
Dec14 |
120118 |
98.830 |
98.840 |
98.785 |
98.805 |
-0.025 |
93,442 |
237,167 |
+1,222 |
Mar15 |
120118 |
98.670 |
98.685 |
98.635 |
98.650 |
-0.025 |
50,615 |
173,151 |
+3,575 |
Jun15 |
120118 |
0.196 |
0.221 |
0.166 |
0.181 |
-0.025 |
38,733 |
105,066 |
-7,204 |
Sep15 |
120118 |
0.026 |
0.051 |
6.550 |
0.011 |
-0.020 |
25,732 |
77,715 |
+328 |
Dec15 |
120118 |
6.405 |
6.430 |
6.370 |
6.385 |
-0.020 |
28,447 |
79,709 |
+4,991 |
Mar16 |
120118 |
6.250 |
6.280 |
6.225 |
6.240 |
-0.015 |
15,132 |
51,669 |
-1,325 |
Jun16 |
120118 |
6.100 |
6.140 |
6.075 |
6.090 |
-0.020 |
12,461 |
42,501 |
+149 |
Total Volume and Open Interest |
2,920,213 |
7,677,207 |
-94,465 |
30 Day Federal Funds(CBOT) |
Jan12 |
120118 |
99.920 |
99.923 |
99.918 |
99.920 |
-0.003 |
1,028 |
66,829 |
-352 |
Feb12 |
120118 |
99.920 |
99.920 |
99.910 |
99.915 |
-0.005 |
615 |
53,665 |
+151 |
Mar12 |
120118 |
99.915 |
99.920 |
99.905 |
99.915 |
unch |
2,530 |
34,661 |
+803 |
Apr12 |
120118 |
99.910 |
99.915 |
99.900 |
99.905 |
-0.005 |
1,693 |
36,624 |
-403 |
May12 |
120118 |
99.910 |
99.910 |
99.900 |
99.905 |
unch |
701 |
44,449 |
-354 |
Jun12 |
120118 |
99.910 |
99.910 |
99.900 |
99.905 |
unch |
655 |
32,339 |
-19 |
Total Volume and Open Interest |
18,537 |
518,356 |
+3,287 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120118 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
40 |
+0 |
Jun12 |
120118 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Sep12 |
120118 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec12 |
120118 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Mar13 |
120118 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Jun13 |
120118 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep13 |
120118 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Dec13 |
120118 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120118 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120118 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120118 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,949 |
+0 |
Jun12 |
120118 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,440 |
-7 |
Sep12 |
120118 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
711 |
-5 |
Dec12 |
120118 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
115 |
-1 |
Mar13 |
120118 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
-1 |
Jun13 |
120118 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
208 |
+0 |
Sep13 |
120118 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
325 |
+0 |
Dec13 |
120118 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
263 |
+180 |
Total Volume and Open Interest |
0 |
5,142 |
+166 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120118 |
142.57 |
142.68 |
142.49 |
142.56 |
-0.07 |
2,285 |
26,440 |
+854 |
Jun12 |
120118 |
141.50 |
141.50 |
141.50 |
141.50 |
+0.10 |
0 |
2 |
+0 |
Sep12 |
120118 |
139.41 |
139.41 |
139.41 |
139.41 |
+0.10 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,285 |
26,451 |
+854 |
Euro-Bund(EUREX) |
Mar12 |
120118 |
139.73 |
140.01 |
139.38 |
139.87 |
+0.19 |
294,431 |
890,257 |
+21,582 |
Jun12 |
120118 |
138.14 |
138.27 |
137.78 |
138.16 |
+0.19 |
71 |
2,377 |
+35 |
Sep12 |
120118 |
137.75 |
138.07 |
137.75 |
138.07 |
+0.09 |
|
|
|
Total Volume and Open Interest |
294,502 |
892,634 |
+21,617 |
Euro-Bobl(EUREX) |
Mar12 |
120118 |
125.40 |
125.50 |
125.24 |
125.40 |
unch |
197,660 |
692,813 |
-3,547 |
Jun12 |
120118 |
123.78 |
123.78 |
123.78 |
123.78 |
-0.02 |
7 |
50 |
+5 |
Sep12 |
120118 |
123.80 |
123.80 |
123.80 |
123.80 |
unch |
|
|
|
Total Volume and Open Interest |
197,667 |
692,863 |
-3,542 |
3-Mth Euribor(EUREX) |
Mar12 |
120118 |
99.035 |
99.035 |
99.035 |
99.035 |
+0.005 |
0 |
1,459 |
+33 |
Jun12 |
120118 |
99.150 |
99.155 |
99.150 |
99.155 |
unch |
6 |
1,199 |
-252 |
Sep12 |
120118 |
99.180 |
99.180 |
99.180 |
99.180 |
-0.005 |
2 |
863 |
-15 |
Total Volume and Open Interest |
9 |
5,869 |
-116 |
Long Gilt(LIFFE) |
Mar12 |
120118 |
117~06 |
117~22 |
117~04 |
117~08 |
+0~03 |
53,386 |
325,888 |
-1,932 |
Jun12 |
120118 |
116~08 |
116~08 |
116~08 |
116~08 |
+0~03 |
0 |
89 |
+0 |
Total Volume and Open Interest |
53,386 |
325,977 |
-1,932 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120118 |
98.99 |
99.00 |
98.94 |
98.95 |
-0.04 |
33,848 |
321,160 |
-5,599 |
Jun12 |
120118 |
99.05 |
99.06 |
99.00 |
99.01 |
-0.04 |
50,996 |
255,553 |
+23,884 |
Sep12 |
120118 |
99.10 |
99.10 |
99.03 |
99.05 |
-0.04 |
41,902 |
306,903 |
+13,664 |
Dec12 |
120118 |
99.11 |
99.11 |
99.04 |
99.06 |
-0.04 |
28,920 |
231,954 |
+10,814 |
Mar13 |
120118 |
99.11 |
99.11 |
99.04 |
99.07 |
-0.03 |
33,822 |
299,725 |
+17,166 |
Jun13 |
120118 |
99.07 |
99.08 |
99.02 |
99.05 |
-0.02 |
19,554 |
252,715 |
+4,373 |
Total Volume and Open Interest |
254,511 |
2,141,544 |
+77,106 |
3-Mth Euribor(LIFFE) |
Mar12 |
120118 |
99.040 |
99.045 |
99.025 |
99.030 |
unch |
111,450 |
547,921 |
+14,159 |
Jun12 |
120118 |
99.160 |
99.175 |
99.150 |
99.150 |
-0.005 |
98,284 |
487,944 |
+48,559 |
Sep12 |
120118 |
99.190 |
99.205 |
99.175 |
99.180 |
-0.005 |
90,909 |
448,664 |
-5,745 |
Total Volume and Open Interest |
546,459 |
3,317,089 |
+31,497 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120118 |
95.85 |
95.88 |
95.83 |
95.86 |
unch |
16,515 |
229,772 |
+10,378 |
Jun12 |
120118 |
96.22 |
96.25 |
96.20 |
96.23 |
unch |
21,849 |
176,219 |
+4,900 |
Sep12 |
120118 |
96.32 |
96.36 |
96.30 |
96.34 |
+0.01 |
10,318 |
119,867 |
+2,459 |
Dec12 |
120118 |
96.28 |
96.33 |
96.27 |
96.31 |
+0.02 |
5,815 |
77,979 |
+1,164 |
Mar13 |
120118 |
96.22 |
96.27 |
96.22 |
96.24 |
+0.02 |
3,556 |
51,994 |
-216 |
Jun13 |
120118 |
96.16 |
96.19 |
96.16 |
96.17 |
+0.02 |
1,963 |
50,979 |
+402 |
Sep13 |
120118 |
96.10 |
96.12 |
96.09 |
96.10 |
+0.01 |
1,739 |
30,875 |
+599 |
Dec13 |
120118 |
96.02 |
96.04 |
96.01 |
96.03 |
+0.02 |
288 |
23,318 |
+95 |
Mar14 |
120118 |
95.94 |
95.96 |
95.94 |
95.96 |
+0.02 |
35 |
2,402 |
+60 |
Jun14 |
120118 |
95.85 |
95.88 |
95.85 |
95.88 |
+0.02 |
2 |
585 |
-42 |
Total Volume and Open Interest |
62,080 |
764,153 |
+19,799 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120118 |
96.15 |
96.21 |
96.14 |
96.19 |
+0.03 |
47,507 |
362,006 |
+3,811 |
Jun12 |
120118 |
96.19 |
96.19 |
96.19 |
96.19 |
+0.03 |
|
|
|
Total Volume and Open Interest |
47,507 |
362,006 |
+3,811 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120118 |
96.79 |
96.83 |
96.77 |
96.81 |
+0.02 |
195,803 |
434,921 |
+11,072 |
Jun12 |
120118 |
96.81 |
96.81 |
96.81 |
96.81 |
+0.02 |
|
|
|
Total Volume and Open Interest |
195,803 |
434,921 |
+11,072 |
Gold(CMX) |
Feb12 |
120118 |
1651.5 |
1662.9 |
1642.1 |
1659.9 |
+4.3 |
177,525 |
168,260 |
-5,962 |
Apr12 |
120118 |
1655.0 |
1665.4 |
1645.0 |
1662.6 |
+4.2 |
29,535 |
85,792 |
+9,445 |
Jun12 |
120118 |
1658.0 |
1667.0 |
1649.9 |
1665.7 |
+4.3 |
8,684 |
42,652 |
+1,866 |
Aug12 |
120118 |
1658.4 |
1670.8 |
1654.7 |
1668.1 |
+4.4 |
1,048 |
16,018 |
-83 |
Oct12 |
120118 |
1666.4 |
1670.4 |
1654.9 |
1670.4 |
+4.4 |
1,062 |
11,722 |
+153 |
Dec12 |
120118 |
1657.9 |
1674.8 |
1656.8 |
1672.7 |
+4.5 |
4,401 |
30,426 |
-1,640 |
Feb13 |
120118 |
1671.6 |
1674.8 |
1661.6 |
1674.7 |
+4.5 |
3,468 |
8,725 |
+2,224 |
Apr13 |
120118 |
1676.9 |
1676.9 |
1676.9 |
1676.9 |
+4.5 |
0 |
2,462 |
+0 |
Jun13 |
120118 |
1679.7 |
1679.7 |
1679.7 |
1679.7 |
+4.6 |
590 |
11,210 |
+117 |
Aug13 |
120118 |
1682.5 |
1682.5 |
1682.5 |
1682.5 |
+4.7 |
25 |
170 |
+10 |
Oct13 |
120118 |
1685.6 |
1685.6 |
1685.6 |
1685.6 |
+4.7 |
|
|
|
Dec13 |
120118 |
1681.8 |
1689.0 |
1681.8 |
1689.0 |
+4.8 |
1,437 |
11,192 |
+53 |
Total Volume and Open Interest |
229,356 |
425,244 |
+6,572 |
Silver(CMX) |
Mar12 |
120118 |
3007.0 |
3059.0 |
2974.0 |
3054.3 |
+40.8 |
35,182 |
53,786 |
-1,243 |
May12 |
120118 |
3008.0 |
3062.0 |
2989.0 |
3059.4 |
+40.8 |
1,231 |
10,214 |
-37 |
Jul12 |
120118 |
2998.5 |
3065.0 |
2996.0 |
3063.4 |
+41.0 |
606 |
5,015 |
+62 |
Sep12 |
120118 |
3034.5 |
3065.7 |
3033.5 |
3065.7 |
+41.1 |
420 |
2,744 |
-56 |
Dec12 |
120118 |
3024.5 |
3070.5 |
3024.5 |
3069.2 |
+41.4 |
506 |
13,815 |
+275 |
Mar13 |
120118 |
3068.6 |
3068.6 |
3068.6 |
3068.6 |
+41.6 |
0 |
1,305 |
+0 |
May13 |
120118 |
3067.0 |
3067.0 |
3067.0 |
3067.0 |
+41.7 |
0 |
1,085 |
+0 |
Total Volume and Open Interest |
38,201 |
102,825 |
-1,052 |
Platinum(NYMEX) |
Jan12 |
120118 |
1523.3 |
1523.3 |
1523.3 |
1523.3 |
-3.4 |
46 |
89 |
+1 |
Apr12 |
120118 |
1528.6 |
1530.4 |
1505.3 |
1525.3 |
-3.4 |
7,292 |
42,172 |
-8 |
Jul12 |
120118 |
1530.0 |
1530.0 |
1516.2 |
1528.2 |
-3.4 |
121 |
1,184 |
+104 |
Oct12 |
120118 |
1531.8 |
1531.8 |
1531.8 |
1531.8 |
-3.4 |
1 |
126 |
+0 |
Total Volume and Open Interest |
7,460 |
43,572 |
+97 |
Palladium(NYMEX) |
Mar12 |
120118 |
653.55 |
17.59 |
646.50 |
13.14 |
+13.00 |
2,315 |
17,059 |
-135 |
Jun12 |
120118 |
14.84 |
14.84 |
11.34 |
14.84 |
+13.15 |
18 |
577 |
+18 |
Sep12 |
120118 |
652.55 |
16.04 |
652.55 |
16.04 |
+13.15 |
0 |
140 |
+0 |
Total Volume and Open Interest |
2,333 |
17,776 |
-117 |
Copper(CMX) |
Mar12 |
120118 |
372.35 |
377.25 |
369.55 |
375.25 |
+2.30 |
56,132 |
72,886 |
+1,165 |
May12 |
120118 |
373.60 |
377.60 |
370.60 |
376.30 |
+2.35 |
6,431 |
20,221 |
-913 |
Jul12 |
120118 |
376.00 |
378.00 |
372.00 |
377.25 |
+2.40 |
1,823 |
16,969 |
+1,109 |
Sep12 |
120118 |
375.10 |
377.80 |
372.05 |
377.80 |
+2.30 |
504 |
3,745 |
+125 |
Dec12 |
120118 |
376.00 |
378.50 |
372.55 |
378.25 |
+2.20 |
277 |
5,362 |
+17 |
Total Volume and Open Interest |
66,143 |
129,357 |
+1,555 |
DJIA Index(CBOT) |
Mar12 |
120118 |
12435 |
12520 |
12398 |
12504 |
+84 |
184 |
11,229 |
-2 |
Jun12 |
120118 |
12434 |
12434 |
12350 |
12434 |
+84 |
25 |
282 |
-22 |
Sep12 |
120118 |
12371 |
12371 |
12287 |
12371 |
+84 |
|
|
|
Dec12 |
120118 |
12294 |
12294 |
12210 |
12294 |
+84 |
|
|
|
Total Volume and Open Interest |
209 |
11,511 |
-24 |
E-mini DJIA Index(CBOT) |
Mar12 |
120118 |
12416 |
12529 |
12397 |
12504 |
+84 |
113,712 |
100,050 |
-1,575 |
Jun12 |
120118 |
12380 |
12434 |
12329 |
12434 |
+84 |
7 |
78 |
+3 |
Sep12 |
120118 |
12371 |
12371 |
12371 |
12371 |
+84 |
0 |
10 |
+0 |
Dec12 |
120118 |
12294 |
12294 |
12294 |
12294 |
+84 |
|
|
|
Total Volume and Open Interest |
113,719 |
100,138 |
-1,572 |
S & P 500(CME) |
Mar12 |
120118 |
1290.10 |
1304.20 |
1286.70 |
1302.20 |
+12.90 |
8,972 |
233,341 |
-856 |
Jun12 |
120118 |
1296.60 |
1298.00 |
1281.70 |
1296.60 |
+12.90 |
1 |
2,734 |
+25 |
Sep12 |
120118 |
1287.50 |
1292.50 |
1275.90 |
1290.80 |
+12.90 |
0 |
1,065 |
+0 |
Dec12 |
120118 |
1285.20 |
1286.30 |
1270.30 |
1285.20 |
+12.90 |
0 |
202 |
+0 |
Total Volume and Open Interest |
8,973 |
237,342 |
-831 |
S & P 500 E-Mini(Globex) |
Mar12 |
120118 |
1289.00 |
1304.25 |
1286.50 |
1302.25 |
+13.00 |
2,115,831 |
2,613,916 |
+20,273 |
Jun12 |
120118 |
1285.25 |
1298.25 |
1281.50 |
1296.50 |
+12.75 |
655 |
14,930 |
-4 |
Total Volume and Open Interest |
2,116,519 |
2,629,154 |
+20,286 |
NASDAQ 100(CME) |
Mar12 |
120118 |
2390.80 |
2424.00 |
2388.30 |
2420.50 |
+30.70 |
328 |
10,335 |
-103 |
Jun12 |
120118 |
2416.00 |
2420.00 |
2415.00 |
2416.00 |
+30.70 |
|
|
|
Sep12 |
120118 |
2413.50 |
2413.50 |
2412.50 |
2413.50 |
+30.70 |
|
|
|
Total Volume and Open Interest |
328 |
10,335 |
-103 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120118 |
2390.30 |
2423.00 |
2387.80 |
2420.50 |
+30.70 |
199,235 |
317,244 |
-2,162 |
Jun12 |
120118 |
2416.00 |
2416.00 |
2416.00 |
2416.00 |
+30.70 |
14 |
173 |
-2 |
Total Volume and Open Interest |
199,249 |
317,421 |
-2,164 |
S & P Midcap 400(CME) |
Mar12 |
120118 |
920.50 |
920.50 |
920.30 |
920.30 |
+13.10 |
0 |
1,023 |
+0 |
Jun12 |
120118 |
918.30 |
918.50 |
918.30 |
918.30 |
+13.10 |
|
|
|
Sep12 |
120118 |
916.30 |
916.50 |
916.30 |
916.30 |
+13.10 |
|
|
|
Total Volume and Open Interest |
0 |
1,023 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120118 |
8490 |
8625 |
8465 |
8590 |
+110 |
7,079 |
22,605 |
-1,309 |
Jun12 |
120118 |
8495 |
8555 |
8495 |
8535 |
+110 |
1 |
43 |
+0 |
Total Volume and Open Interest |
7,080 |
22,648 |
-1,309 |
Nikkei 225(SGX) |
Mar12 |
120118 |
8480 |
8595 |
8435 |
8545 |
+80 |
101,169 |
200,981 |
-2,183 |
Jun12 |
120118 |
8455 |
8515 |
8455 |
8470 |
+80 |
56 |
353 |
+21 |
Sep12 |
120118 |
8465 |
8465 |
8465 |
8465 |
+80 |
0 |
30 |
+0 |
Total Volume and Open Interest |
101,457 |
207,552 |
-15,499 |
CAC 40(EURONEXT) |
Jan12 |
120118 |
3252.0 |
3304.0 |
3236.5 |
3265.0 |
-4.5 |
50,214 |
273,271 |
-5,747 |
Feb12 |
120118 |
3253.5 |
3304.0 |
3238.0 |
3265.0 |
-4.5 |
2,019 |
9,586 |
+2,236 |
Mar12 |
120118 |
3271.5 |
3294.5 |
3248.0 |
3265.5 |
-4.5 |
1,463 |
20,002 |
-249 |
Total Volume and Open Interest |
53,696 |
302,909 |
-3,760 |
Hang Seng Index(HKFE) |
Jan12 |
120118 |
19655 |
19748 |
19597 |
19598 |
-88 |
50,926 |
83,829 |
-734 |
Feb12 |
120118 |
19513 |
19744 |
19513 |
19605 |
-92 |
1,115 |
3,030 |
+1,379 |
Mar12 |
120118 |
19600 |
19684 |
19546 |
19546 |
-78 |
733 |
4,200 |
+345 |
Total Volume and Open Interest |
52,807 |
93,066 |
+989 |
DAX(EUREX) |
Mar12 |
120118 |
6320.0 |
6404.0 |
6285.5 |
6358.5 |
+31.0 |
92,383 |
159,946 |
+3,259 |
Jun12 |
120118 |
6329.5 |
6411.5 |
6301.0 |
6371.0 |
+31.5 |
179 |
5,760 |
+93 |
Sep12 |
120118 |
6348.0 |
6413.0 |
6340.0 |
6379.0 |
+32.5 |
4 |
529 |
+0 |
Total Volume and Open Interest |
92,566 |
166,235 |
+3,352 |
FT-SE 100(EURONEXT) |
Mar12 |
120118 |
5645.00 |
5676.50 |
5610.00 |
5652.50 |
+2.00 |
63,624 |
632,941 |
+6,401 |
Jun12 |
120118 |
5605.00 |
5605.00 |
5605.00 |
5605.00 |
+2.00 |
18 |
5,256 |
-2 |
Sep12 |
120118 |
5572.50 |
5572.50 |
5572.50 |
5572.50 |
+2.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
63,642 |
638,207 |
+6,399 |
SPI 200(SFE) |
Mar12 |
120118 |
4190.0 |
4211.0 |
4168.0 |
4192.0 |
+6.0 |
26,263 |
194,266 |
+66 |
Jun12 |
120118 |
4188.0 |
4201.0 |
4188.0 |
4201.0 |
+6.0 |
45 |
1,983 |
+4 |
Sep12 |
120118 |
4165.0 |
4165.0 |
4165.0 |
4165.0 |
+6.0 |
0 |
1,172 |
+48 |
Total Volume and Open Interest |
26,790 |
200,994 |
+580 |
GSCI(CME) |
Feb12 |
120118 |
656.75 |
661.50 |
656.00 |
656.75 |
-4.25 |
2,000 |
8,566 |
+1,716 |
Mar12 |
120118 |
659.75 |
664.50 |
659.00 |
659.75 |
-4.25 |
0 |
1 |
+0 |
Apr12 |
120118 |
661.00 |
661.00 |
661.00 |
661.00 |
|
|
|
|
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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|