|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu January 19, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120119 |
1184.00 |
1198.00 |
1181.50 |
1197.00 |
+13.50 |
102,904 |
202,298 |
-2,165 |
May12 |
120119 |
1192.25 |
1205.00 |
1189.50 |
1204.25 |
+12.00 |
34,747 |
92,536 |
+1,232 |
Jul12 |
120119 |
1201.00 |
1213.00 |
1198.00 |
1212.50 |
+11.25 |
34,332 |
94,081 |
+213 |
Aug12 |
120119 |
1206.50 |
1210.00 |
1199.25 |
1210.00 |
+10.75 |
522 |
2,371 |
+75 |
Sep12 |
120119 |
1196.00 |
1201.25 |
1189.50 |
1201.25 |
+9.25 |
240 |
1,714 |
-1 |
Nov12 |
120119 |
1185.75 |
1195.75 |
1182.00 |
1194.25 |
+8.25 |
12,004 |
64,526 |
+1,576 |
Jan13 |
120119 |
1194.75 |
1202.75 |
1194.75 |
1202.75 |
+7.75 |
150 |
14,952 |
+13 |
Mar13 |
120119 |
1208.00 |
1209.50 |
1202.50 |
1209.50 |
+7.00 |
257 |
1,324 |
+104 |
May13 |
120119 |
1207.75 |
1210.00 |
1203.00 |
1210.00 |
+7.00 |
96 |
412 |
+7 |
Jul13 |
120119 |
1209.00 |
1212.25 |
1205.00 |
1212.25 |
+7.25 |
80 |
991 |
+36 |
Aug13 |
120119 |
1208.75 |
1208.75 |
1201.75 |
1208.75 |
+7.00 |
0 |
2 |
+0 |
Sep13 |
120119 |
1191.00 |
1191.00 |
1184.00 |
1191.00 |
+7.00 |
|
|
|
Nov13 |
120119 |
1180.00 |
1183.00 |
1175.00 |
1182.00 |
+7.00 |
10 |
2,413 |
-2 |
Jan14 |
120119 |
1188.75 |
1188.75 |
1181.75 |
1188.75 |
+7.00 |
0 |
30 |
+0 |
Total Volume and Open Interest |
185,349 |
478,025 |
+1,089 |
Soybean Meal(CBOT) |
Mar12 |
120119 |
312.00 |
316.00 |
310.90 |
315.70 |
+3.70 |
42,216 |
87,801 |
+1,419 |
May12 |
120119 |
314.10 |
318.00 |
312.90 |
317.30 |
+3.20 |
8,161 |
33,285 |
+1,045 |
Jul12 |
120119 |
317.00 |
319.80 |
315.30 |
319.50 |
+2.90 |
6,427 |
27,871 |
+991 |
Aug12 |
120119 |
316.30 |
319.10 |
316.30 |
319.10 |
+2.50 |
842 |
6,247 |
+77 |
Sep12 |
120119 |
317.00 |
318.00 |
314.80 |
317.60 |
+2.00 |
654 |
5,886 |
+129 |
Oct12 |
120119 |
310.90 |
313.20 |
310.90 |
313.20 |
+1.30 |
408 |
3,610 |
+175 |
Dec12 |
120119 |
312.50 |
313.80 |
309.80 |
312.50 |
+1.00 |
3,153 |
19,613 |
+475 |
Jan13 |
120119 |
313.90 |
314.00 |
313.00 |
314.00 |
+1.00 |
14 |
1,728 |
+1 |
Mar13 |
120119 |
318.50 |
318.50 |
316.10 |
317.10 |
+1.00 |
10 |
2,155 |
+7 |
May13 |
120119 |
318.40 |
318.80 |
317.80 |
318.80 |
+1.00 |
0 |
1,269 |
+0 |
Total Volume and Open Interest |
61,886 |
190,530 |
+4,320 |
Soybean Oil(CBOT) |
Mar12 |
120119 |
50.45 |
51.07 |
50.02 |
51.06 |
+0.66 |
51,176 |
152,289 |
+1,465 |
May12 |
120119 |
50.88 |
51.48 |
50.87 |
51.48 |
+0.65 |
14,508 |
57,918 |
+3,340 |
Jul12 |
120119 |
51.24 |
51.86 |
51.23 |
51.86 |
+0.66 |
8,848 |
40,887 |
-327 |
Aug12 |
120119 |
51.55 |
51.96 |
51.55 |
51.96 |
+0.64 |
492 |
6,303 |
+196 |
Sep12 |
120119 |
51.60 |
52.04 |
51.42 |
52.04 |
+0.62 |
171 |
5,220 |
+17 |
Oct12 |
120119 |
51.71 |
52.06 |
51.62 |
52.06 |
+0.61 |
96 |
5,413 |
-42 |
Dec12 |
120119 |
51.68 |
52.16 |
51.62 |
52.16 |
+0.59 |
2,585 |
25,267 |
+130 |
Jan13 |
120119 |
52.10 |
52.31 |
51.72 |
52.31 |
+0.59 |
0 |
161 |
+0 |
Mar13 |
120119 |
52.56 |
52.56 |
51.97 |
52.56 |
+0.59 |
0 |
261 |
+0 |
May13 |
120119 |
52.66 |
52.66 |
52.07 |
52.66 |
+0.59 |
0 |
119 |
+0 |
Total Volume and Open Interest |
77,882 |
294,612 |
+4,778 |
Canola(WCE) |
Jan12 |
120113 |
508.1 |
508.1 |
508.1 |
508.1 |
-5.2 |
|
|
|
Mar12 |
120119 |
520.0 |
527.0 |
520.0 |
526.0 |
+4.5 |
8,333 |
77,012 |
-1,890 |
May12 |
120119 |
524.7 |
529.9 |
524.7 |
529.3 |
+5.1 |
5,045 |
27,313 |
+1,412 |
Jul12 |
120119 |
526.0 |
529.5 |
525.8 |
528.9 |
+5.4 |
1,619 |
16,376 |
+529 |
Nov12 |
120119 |
503.0 |
505.6 |
503.0 |
505.0 |
+5.0 |
613 |
24,340 |
+116 |
Total Volume and Open Interest |
15,615 |
146,453 |
+172 |
Corn(CBOT) |
Mar12 |
120119 |
594.00 |
607.50 |
593.75 |
606.00 |
+12.50 |
169,674 |
462,614 |
-3,846 |
May12 |
120119 |
600.50 |
613.25 |
600.50 |
612.00 |
+11.75 |
54,983 |
229,078 |
+867 |
Jul12 |
120119 |
605.50 |
617.25 |
605.25 |
616.00 |
+11.25 |
44,009 |
189,167 |
-4,576 |
Sep12 |
120119 |
569.75 |
578.75 |
569.75 |
578.75 |
+9.00 |
9,769 |
54,899 |
+2,221 |
Dec12 |
120119 |
550.25 |
557.00 |
548.75 |
557.00 |
+8.25 |
24,731 |
206,555 |
+201 |
Mar13 |
120119 |
562.50 |
569.50 |
561.25 |
569.50 |
+8.25 |
1,481 |
39,392 |
+742 |
May13 |
120119 |
569.25 |
576.50 |
568.25 |
576.50 |
+8.25 |
46 |
1,859 |
+28 |
Jul13 |
120119 |
575.00 |
581.50 |
573.75 |
581.50 |
+8.25 |
94 |
2,577 |
+42 |
Sep13 |
120119 |
552.50 |
558.50 |
549.75 |
558.50 |
+8.75 |
13 |
572 |
+2 |
Dec13 |
120119 |
543.75 |
548.00 |
541.75 |
548.00 |
+6.25 |
475 |
16,489 |
+225 |
Total Volume and Open Interest |
305,322 |
1,205,421 |
-4,057 |
Wheat(CBOT) |
Mar12 |
120119 |
592.25 |
606.50 |
592.00 |
605.75 |
+13.50 |
52,120 |
186,704 |
+3,957 |
May12 |
120119 |
614.50 |
624.75 |
614.50 |
623.50 |
+9.00 |
19,124 |
77,348 |
+3,534 |
Jul12 |
120119 |
633.25 |
640.50 |
632.00 |
639.00 |
+5.75 |
12,640 |
92,360 |
+2,616 |
Sep12 |
120119 |
652.00 |
657.00 |
649.50 |
655.75 |
+3.75 |
5,126 |
30,104 |
+808 |
Dec12 |
120119 |
673.50 |
678.50 |
670.75 |
676.25 |
+2.50 |
6,909 |
49,943 |
-207 |
Mar13 |
120119 |
689.00 |
691.75 |
687.25 |
691.75 |
+1.25 |
326 |
2,942 |
-34 |
Total Volume and Open Interest |
96,854 |
443,914 |
+10,732 |
Wheat(KCBT) |
Mar12 |
120119 |
654.00 |
660.00 |
650.75 |
658.00 |
+5.00 |
6,290 |
59,022 |
-344 |
May12 |
120119 |
662.75 |
669.00 |
656.00 |
666.75 |
+4.25 |
1,590 |
20,233 |
-42 |
Jul12 |
120119 |
673.00 |
678.00 |
669.50 |
675.75 |
+4.00 |
2,512 |
42,721 |
+79 |
Sep12 |
120119 |
687.00 |
692.00 |
684.50 |
690.50 |
+4.00 |
472 |
7,906 |
+166 |
Dec12 |
120119 |
709.00 |
713.50 |
706.75 |
711.75 |
+2.75 |
759 |
11,244 |
+104 |
Mar13 |
120119 |
722.50 |
725.50 |
722.50 |
725.50 |
+2.50 |
54 |
432 |
+34 |
Total Volume and Open Interest |
11,697 |
141,914 |
-2 |
Wheat(MGE) |
Mar12 |
120119 |
799.75 |
806.00 |
796.00 |
799.00 |
-1.75 |
1,687 |
14,989 |
-344 |
May12 |
120119 |
783.25 |
787.50 |
780.50 |
784.25 |
+1.00 |
696 |
8,565 |
+221 |
Jul12 |
120119 |
776.00 |
778.00 |
773.25 |
775.00 |
+1.75 |
347 |
8,186 |
+35 |
Sep12 |
120119 |
754.00 |
758.50 |
752.50 |
756.25 |
+0.25 |
162 |
5,464 |
+34 |
Dec12 |
120119 |
755.50 |
762.50 |
755.50 |
759.50 |
+0.75 |
188 |
3,900 |
+73 |
Total Volume and Open Interest |
3,115 |
41,366 |
+47 |
Oats(CBOT) |
Mar12 |
120119 |
285.50 |
293.50 |
284.25 |
292.75 |
+8.50 |
703 |
9,646 |
-188 |
May12 |
120119 |
290.00 |
294.00 |
283.75 |
292.75 |
+9.00 |
450 |
3,253 |
+433 |
Jul12 |
120119 |
293.00 |
298.75 |
285.00 |
295.00 |
+10.00 |
8 |
257 |
+3 |
Sep12 |
120119 |
295.00 |
295.00 |
291.00 |
295.00 |
+4.00 |
0 |
32 |
+0 |
Total Volume and Open Interest |
1,191 |
13,456 |
+275 |
Rough Rice(CBOT) |
Jan12 |
120113 |
14.38 |
14.45 |
14.36 |
14.39 |
+0.02 |
18 |
20 |
-6 |
Mar12 |
120119 |
14.60 |
14.67 |
14.47 |
14.52 |
-0.06 |
698 |
12,148 |
-48 |
May12 |
120119 |
14.81 |
14.94 |
14.78 |
14.80 |
-0.06 |
40 |
1,090 |
+3 |
Jul12 |
120119 |
15.09 |
15.15 |
15.07 |
15.07 |
-0.04 |
4 |
655 |
+0 |
Total Volume and Open Interest |
760 |
14,140 |
-37 |
Live Cattle(CME) |
Feb12 |
120119 |
123.230 |
124.900 |
123.230 |
124.200 |
+0.970 |
21,958 |
79,773 |
-7,104 |
Apr12 |
120119 |
126.800 |
128.400 |
126.635 |
127.800 |
+1.150 |
18,521 |
123,052 |
+2,748 |
Jun12 |
120119 |
125.700 |
126.680 |
125.600 |
126.300 |
+0.600 |
8,895 |
83,038 |
+1,336 |
Aug12 |
120119 |
126.885 |
127.785 |
126.885 |
127.480 |
+0.345 |
4,927 |
28,481 |
+1,364 |
Oct12 |
120119 |
129.500 |
130.285 |
129.450 |
130.035 |
+0.350 |
2,532 |
11,610 |
+445 |
Dec12 |
120119 |
130.130 |
130.850 |
130.100 |
130.750 |
+0.500 |
439 |
6,135 |
+46 |
Total Volume and Open Interest |
57,381 |
333,881 |
-1,117 |
Feeder Cattle(CME) |
Jan12 |
120119 |
151.100 |
151.850 |
151.100 |
151.700 |
+0.765 |
689 |
3,375 |
-385 |
Mar12 |
120119 |
152.850 |
154.350 |
152.685 |
154.000 |
+1.215 |
2,712 |
18,441 |
+401 |
Apr12 |
120119 |
154.350 |
155.535 |
154.250 |
155.200 |
+0.820 |
829 |
5,154 |
+107 |
May12 |
120119 |
155.200 |
156.300 |
155.000 |
156.185 |
+1.000 |
592 |
5,600 |
+95 |
Aug12 |
120119 |
156.535 |
157.600 |
156.300 |
156.900 |
+0.350 |
365 |
5,711 |
+85 |
Sep12 |
120119 |
156.450 |
157.500 |
156.450 |
157.150 |
+0.700 |
95 |
1,081 |
+11 |
Oct12 |
120119 |
156.100 |
157.000 |
155.900 |
157.000 |
+0.700 |
38 |
466 |
+9 |
Total Volume and Open Interest |
5,342 |
39,995 |
+335 |
Lean Hogs(CME) |
Feb12 |
120119 |
86.450 |
86.785 |
85.250 |
85.400 |
-0.885 |
16,855 |
40,427 |
-5,270 |
Apr12 |
120119 |
88.080 |
88.330 |
87.450 |
87.500 |
-0.430 |
15,299 |
88,415 |
+2,705 |
May12 |
120119 |
95.750 |
96.000 |
95.300 |
95.300 |
-0.680 |
78 |
2,350 |
-15 |
Jun12 |
120119 |
96.950 |
97.635 |
96.500 |
96.535 |
-0.215 |
4,715 |
54,029 |
+109 |
Jul12 |
120119 |
96.600 |
97.180 |
96.150 |
96.350 |
-0.250 |
1,047 |
14,565 |
+140 |
Aug12 |
120119 |
96.450 |
96.885 |
95.300 |
95.400 |
-0.900 |
2,432 |
19,794 |
+859 |
Oct12 |
120119 |
86.200 |
86.550 |
85.680 |
85.830 |
-0.420 |
1,241 |
13,306 |
+839 |
Dec12 |
120119 |
81.950 |
82.250 |
81.450 |
82.100 |
+0.050 |
713 |
5,729 |
+483 |
Total Volume and Open Interest |
42,547 |
240,206 |
+2 |
Class III Milk(CME) |
Jan12 |
120119 |
17.05 |
17.10 |
17.05 |
17.07 |
unch |
146 |
4,322 |
-93 |
Feb12 |
120119 |
16.55 |
16.55 |
16.28 |
16.49 |
+0.01 |
633 |
5,688 |
-23 |
Mar12 |
120119 |
16.70 |
16.82 |
16.47 |
16.77 |
+0.09 |
384 |
4,947 |
+77 |
Apr12 |
120119 |
16.60 |
16.74 |
16.40 |
16.63 |
+0.05 |
142 |
3,180 |
+47 |
May12 |
120119 |
16.70 |
16.89 |
16.56 |
16.86 |
+0.14 |
39 |
2,873 |
+4 |
Total Volume and Open Interest |
1,484 |
32,690 |
+63 |
Cocoa(ICE) |
Mar12 |
120119 |
2293 |
2350 |
2282 |
2320 |
+55 |
10,870 |
74,447 |
-238 |
May12 |
120119 |
2320 |
2363 |
2304 |
2338 |
+53 |
4,266 |
36,985 |
+461 |
Jul12 |
120119 |
2340 |
2370 |
2320 |
2356 |
+50 |
2,139 |
19,541 |
+155 |
Sep12 |
120119 |
2380 |
2390 |
2354 |
2376 |
+52 |
303 |
14,988 |
+55 |
Dec12 |
120119 |
2400 |
2400 |
2364 |
2396 |
+52 |
187 |
15,335 |
+37 |
Mar13 |
120119 |
2400 |
2440 |
2390 |
2415 |
+51 |
168 |
5,471 |
+165 |
May13 |
120119 |
2408 |
2434 |
2406 |
2424 |
+49 |
1 |
2,452 |
+0 |
Total Volume and Open Interest |
17,936 |
169,999 |
+636 |
Coffee "C"(ICE) |
Mar12 |
120119 |
224.25 |
227.80 |
223.35 |
226.65 |
+1.80 |
14,145 |
56,561 |
-1,264 |
May12 |
120119 |
227.70 |
230.80 |
226.45 |
229.70 |
+1.85 |
5,507 |
28,073 |
+1,515 |
Jul12 |
120119 |
230.55 |
232.50 |
229.80 |
232.50 |
+1.90 |
2,107 |
12,482 |
+472 |
Sep12 |
120119 |
232.65 |
235.10 |
231.85 |
235.00 |
+2.25 |
492 |
6,765 |
+54 |
Dec12 |
120119 |
235.00 |
237.65 |
235.00 |
237.65 |
+2.60 |
222 |
7,233 |
+30 |
Mar13 |
120119 |
238.20 |
240.30 |
238.20 |
240.30 |
+2.75 |
28 |
986 |
+11 |
Total Volume and Open Interest |
22,507 |
112,656 |
+818 |
Orange Juice(ICE) |
Mar12 |
120119 |
192.50 |
201.20 |
192.50 |
200.65 |
+9.45 |
885 |
20,226 |
-231 |
May12 |
120119 |
181.50 |
187.50 |
181.50 |
186.45 |
+5.10 |
111 |
3,800 |
-6 |
Jul12 |
120119 |
182.50 |
183.15 |
181.00 |
183.15 |
+3.60 |
51 |
1,068 |
-9 |
Sep12 |
120119 |
182.15 |
182.15 |
182.15 |
182.15 |
+3.35 |
39 |
353 |
+8 |
Nov12 |
120119 |
176.60 |
179.45 |
176.60 |
179.45 |
+3.35 |
2 |
158 |
+0 |
Jan13 |
120119 |
178.65 |
178.65 |
178.65 |
178.65 |
+3.35 |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,088 |
25,614 |
-238 |
Sugar #11(ICE) |
Mar12 |
120119 |
24.01 |
24.88 |
24.01 |
24.61 |
+0.61 |
52,373 |
223,325 |
-2,139 |
May12 |
120119 |
23.46 |
24.17 |
23.46 |
23.92 |
+0.46 |
23,945 |
99,293 |
+1,615 |
Jul12 |
120119 |
23.05 |
23.48 |
23.03 |
23.31 |
+0.28 |
18,756 |
128,068 |
+2,465 |
Oct12 |
120119 |
23.41 |
23.72 |
23.41 |
23.58 |
+0.17 |
7,956 |
66,288 |
+1,192 |
Mar13 |
120119 |
23.94 |
24.14 |
23.92 |
24.02 |
+0.07 |
4,076 |
42,585 |
+986 |
Total Volume and Open Interest |
108,086 |
613,159 |
+4,302 |
London Cocoa(LCE) |
Mar12 |
120119 |
1520 |
1540 |
1504 |
1537 |
+34 |
5,045 |
68,801 |
-99 |
May12 |
120119 |
1532 |
1551 |
1516 |
1548 |
+31 |
1,123 |
23,818 |
+17 |
Jul12 |
120119 |
1551 |
1564 |
1531 |
1563 |
+31 |
393 |
31,164 |
+74 |
Sep12 |
120119 |
1565 |
1576 |
1546 |
1575 |
+28 |
718 |
23,884 |
+243 |
Dec12 |
120119 |
1575 |
1584 |
1558 |
1584 |
+25 |
1,205 |
16,905 |
+649 |
Mar13 |
120119 |
1571 |
1588 |
1565 |
1588 |
+25 |
7 |
9,985 |
+4 |
May13 |
120119 |
1566 |
1592 |
1565 |
1591 |
+25 |
400 |
4,734 |
-374 |
Total Volume and Open Interest |
9,291 |
180,786 |
+914 |
London Sugar(LCE) |
Mar12 |
120119 |
631.00 |
642.20 |
630.80 |
641.60 |
+11.00 |
3,932 |
28,976 |
+240 |
May12 |
120119 |
613.50 |
622.20 |
613.50 |
621.40 |
+7.90 |
1,614 |
14,612 |
+367 |
Aug12 |
120119 |
603.80 |
610.40 |
603.10 |
608.50 |
+4.70 |
470 |
13,876 |
+68 |
Oct12 |
120119 |
604.10 |
610.00 |
604.10 |
608.50 |
+4.40 |
413 |
4,933 |
+244 |
Dec12 |
120119 |
607.60 |
610.40 |
607.60 |
609.50 |
+2.80 |
52 |
1,996 |
+24 |
Total Volume and Open Interest |
6,518 |
66,070 |
+978 |
Cotton(ICE) |
Mar12 |
120119 |
97.50 |
98.50 |
96.76 |
98.17 |
+0.64 |
18,922 |
78,927 |
-1,887 |
May12 |
120119 |
97.21 |
98.25 |
96.53 |
97.99 |
+0.69 |
5,984 |
31,318 |
+1,264 |
Jul12 |
120119 |
96.90 |
97.90 |
96.33 |
97.57 |
+0.57 |
4,498 |
28,337 |
+620 |
Oct12 |
120119 |
96.53 |
96.53 |
96.53 |
96.53 |
+0.58 |
2 |
89 |
+1 |
Dec12 |
120119 |
92.00 |
93.50 |
92.00 |
93.27 |
+0.47 |
2,121 |
15,053 |
+796 |
Mar13 |
120119 |
93.94 |
93.94 |
93.94 |
93.94 |
+0.46 |
41 |
478 |
+24 |
Total Volume and Open Interest |
31,597 |
155,162 |
+843 |
Lumber(CME) |
Mar12 |
120119 |
244.8 |
244.9 |
236.0 |
241.2 |
-1.7 |
365 |
6,161 |
-54 |
May12 |
120119 |
257.4 |
257.4 |
251.5 |
256.3 |
-0.7 |
77 |
2,007 |
+4 |
Jul12 |
120119 |
266.4 |
266.5 |
262.0 |
265.8 |
-1.2 |
60 |
655 |
+33 |
Sep12 |
120119 |
271.2 |
272.0 |
268.0 |
272.0 |
+0.8 |
15 |
252 |
+4 |
Total Volume and Open Interest |
518 |
9,108 |
-13 |
Crude Oil(NYM) |
Feb12 |
120119 |
101.14 |
102.06 |
99.98 |
100.39 |
-0.20 |
341,887 |
78,339 |
-37,194 |
Mar12 |
120119 |
101.35 |
102.24 |
100.12 |
100.54 |
-0.22 |
187,135 |
297,561 |
+16,361 |
Apr12 |
120119 |
101.81 |
102.48 |
100.40 |
100.80 |
-0.18 |
70,847 |
86,936 |
-4,049 |
May12 |
120119 |
102.19 |
102.66 |
100.74 |
101.12 |
-0.11 |
45,708 |
88,585 |
+7,436 |
Jun12 |
120119 |
102.00 |
102.93 |
101.09 |
101.38 |
-0.06 |
51,870 |
94,659 |
-1,403 |
Jul12 |
120119 |
102.38 |
103.00 |
101.23 |
101.52 |
unch |
10,327 |
46,955 |
-1,137 |
Aug12 |
120119 |
102.32 |
102.84 |
101.35 |
101.52 |
+0.07 |
6,533 |
37,067 |
+587 |
Sep12 |
120119 |
102.11 |
102.55 |
101.23 |
101.44 |
+0.15 |
9,422 |
35,238 |
-198 |
Oct12 |
120119 |
101.98 |
102.00 |
101.33 |
101.33 |
+0.23 |
3,818 |
33,273 |
-115 |
Nov12 |
120119 |
102.06 |
102.09 |
101.22 |
101.22 |
+0.29 |
3,552 |
31,861 |
+529 |
Dec12 |
120119 |
101.58 |
102.12 |
100.80 |
101.11 |
+0.34 |
42,540 |
188,696 |
+2,452 |
Jan13 |
120119 |
100.84 |
100.87 |
100.84 |
100.84 |
+0.36 |
2,319 |
30,471 |
+490 |
Feb13 |
120119 |
101.10 |
101.10 |
100.57 |
100.57 |
+0.38 |
903 |
15,865 |
+278 |
Mar13 |
120119 |
100.31 |
100.31 |
100.28 |
100.28 |
+0.41 |
438 |
14,506 |
-3 |
Apr13 |
120119 |
99.97 |
99.97 |
99.97 |
99.97 |
+0.43 |
191 |
6,709 |
+2 |
May13 |
120119 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.45 |
19 |
7,248 |
-1 |
Total Volume and Open Interest |
806,747 |
1,381,041 |
-12,630 |
e-miNY Crude Oil(NYM) |
Jan12 |
111219 |
93.625 |
94.400 |
92.575 |
93.875 |
+0.350 |
5,418 |
1,100 |
-204 |
Feb12 |
120119 |
101.100 |
102.075 |
100.050 |
100.400 |
-0.200 |
6,357 |
1,305 |
-91 |
Mar12 |
120119 |
101.250 |
102.250 |
100.125 |
100.550 |
-0.200 |
2,046 |
854 |
+219 |
Apr12 |
120119 |
101.700 |
102.450 |
100.450 |
100.800 |
-0.175 |
85 |
202 |
-4 |
May12 |
120119 |
102.075 |
102.075 |
101.125 |
101.125 |
-0.100 |
3 |
36 |
-1 |
Jun12 |
120119 |
101.375 |
101.375 |
101.375 |
101.375 |
-0.075 |
11 |
19 |
+3 |
Jul12 |
120119 |
101.525 |
101.525 |
101.525 |
101.525 |
unch |
0 |
8 |
+0 |
Aug12 |
120119 |
102.675 |
102.675 |
101.525 |
101.525 |
+0.075 |
0 |
5 |
+0 |
Sep12 |
120119 |
101.450 |
101.450 |
101.450 |
101.450 |
+0.150 |
1 |
1 |
+0 |
Oct12 |
120119 |
101.325 |
101.325 |
101.325 |
101.325 |
+0.225 |
0 |
9 |
+0 |
Total Volume and Open Interest |
8,513 |
2,670 |
+136 |
Heating Oil(NYM) |
Feb12 |
120119 |
303.20 |
304.97 |
301.00 |
303.60 |
+2.26 |
63,004 |
57,657 |
-4,569 |
Mar12 |
120119 |
303.93 |
304.53 |
300.76 |
303.35 |
+2.23 |
46,771 |
63,060 |
+2,789 |
Apr12 |
120119 |
302.13 |
303.12 |
299.52 |
301.95 |
+2.00 |
22,163 |
29,068 |
-1,237 |
May12 |
120119 |
300.00 |
300.74 |
298.60 |
300.19 |
+1.60 |
15,753 |
23,371 |
-473 |
Jun12 |
120119 |
299.35 |
300.29 |
297.38 |
299.29 |
+1.21 |
22,817 |
42,557 |
-1,186 |
Jul12 |
120119 |
298.96 |
299.70 |
297.81 |
299.47 |
+0.97 |
3,682 |
11,607 |
+331 |
Aug12 |
120119 |
300.11 |
300.59 |
298.49 |
299.87 |
+0.84 |
1,060 |
4,492 |
+147 |
Sep12 |
120119 |
300.10 |
301.26 |
298.90 |
300.49 |
+0.84 |
1,676 |
10,198 |
+86 |
Oct12 |
120119 |
301.45 |
301.45 |
299.50 |
301.24 |
+0.84 |
142 |
3,373 |
+91 |
Nov12 |
120119 |
301.29 |
301.94 |
300.20 |
301.94 |
+0.84 |
181 |
2,210 |
+73 |
Dec12 |
120119 |
302.95 |
304.02 |
301.25 |
302.64 |
+0.86 |
4,681 |
22,597 |
+419 |
Jan13 |
120119 |
301.81 |
303.09 |
301.50 |
303.09 |
+0.91 |
362 |
3,177 |
+50 |
Total Volume and Open Interest |
182,491 |
274,542 |
-3,473 |
Gasoline(NYMEX) |
Feb12 |
120119 |
282.91 |
283.98 |
279.18 |
281.58 |
-0.96 |
47,515 |
53,523 |
-6,400 |
Mar12 |
120119 |
283.00 |
284.53 |
279.92 |
282.28 |
-0.64 |
37,382 |
77,812 |
+3,976 |
Apr12 |
120119 |
295.89 |
296.81 |
293.04 |
295.35 |
+0.55 |
16,281 |
36,997 |
+544 |
May12 |
120119 |
294.00 |
295.15 |
291.93 |
294.23 |
+0.83 |
9,404 |
32,787 |
-447 |
Jun12 |
120119 |
291.77 |
292.34 |
289.05 |
291.40 |
+0.87 |
9,711 |
34,901 |
+963 |
Jul12 |
120119 |
286.92 |
288.75 |
285.48 |
287.93 |
+0.80 |
3,693 |
16,774 |
-318 |
Aug12 |
120119 |
284.50 |
284.61 |
281.98 |
284.38 |
+0.78 |
1,589 |
11,922 |
+253 |
Sep12 |
120119 |
280.76 |
280.90 |
278.64 |
280.65 |
+0.77 |
1,504 |
10,189 |
+52 |
Oct12 |
120119 |
265.46 |
267.20 |
265.46 |
267.20 |
+0.84 |
1,319 |
7,737 |
+451 |
Nov12 |
120119 |
263.61 |
263.88 |
262.34 |
263.88 |
+0.79 |
1,044 |
3,958 |
+106 |
Total Volume and Open Interest |
130,722 |
307,526 |
-722 |
e-miNY RBOB Gasoline(NYM) |
Feb12 |
120119 |
282.50 |
282.50 |
281.60 |
281.60 |
-0.90 |
0 |
2 |
+0 |
Mar12 |
120119 |
282.30 |
282.30 |
282.28 |
282.30 |
-0.60 |
|
|
|
Apr12 |
120119 |
295.40 |
295.40 |
295.35 |
295.40 |
+0.60 |
|
|
|
May12 |
120119 |
294.20 |
294.23 |
294.20 |
294.20 |
+0.80 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Feb12 |
120119 |
2.482 |
2.485 |
2.293 |
2.322 |
-0.150 |
199,106 |
98,784 |
-19,172 |
Mar12 |
120119 |
2.522 |
2.528 |
2.338 |
2.363 |
-0.153 |
129,011 |
310,422 |
+10,130 |
Apr12 |
120119 |
2.626 |
2.626 |
2.461 |
2.484 |
-0.130 |
58,899 |
145,373 |
+286 |
May12 |
120119 |
2.700 |
2.701 |
2.544 |
2.562 |
-0.125 |
37,199 |
87,541 |
+6,538 |
Jun12 |
120119 |
2.747 |
2.747 |
2.600 |
2.619 |
-0.121 |
23,788 |
42,044 |
+2,098 |
Jul12 |
120119 |
2.750 |
2.758 |
2.648 |
2.671 |
-0.121 |
16,619 |
48,044 |
+2,258 |
Aug12 |
120119 |
2.778 |
2.791 |
2.676 |
2.696 |
-0.122 |
10,031 |
22,149 |
+1,181 |
Sep12 |
120119 |
2.790 |
2.790 |
2.682 |
2.700 |
-0.122 |
11,098 |
37,279 |
+493 |
Oct12 |
120119 |
2.859 |
2.860 |
2.724 |
2.743 |
-0.125 |
24,544 |
79,773 |
+1,009 |
Nov12 |
120119 |
3.040 |
3.040 |
2.890 |
2.909 |
-0.125 |
9,512 |
36,853 |
+1,055 |
Dec12 |
120119 |
3.335 |
3.335 |
3.192 |
3.211 |
-0.124 |
8,335 |
30,327 |
+209 |
Jan13 |
120119 |
3.462 |
3.462 |
3.332 |
3.352 |
-0.122 |
12,805 |
51,627 |
+12 |
Feb13 |
120119 |
3.423 |
3.439 |
3.335 |
3.350 |
-0.122 |
2,337 |
11,448 |
+533 |
Mar13 |
120119 |
3.400 |
3.404 |
3.300 |
3.320 |
-0.125 |
2,198 |
21,818 |
+493 |
Apr13 |
120119 |
3.381 |
3.381 |
3.259 |
3.276 |
-0.130 |
6,032 |
29,312 |
-252 |
May13 |
120119 |
3.377 |
3.390 |
3.285 |
3.298 |
-0.131 |
243 |
4,948 |
+79 |
Total Volume and Open Interest |
557,179 |
1,134,701 |
+7,671 |
Brent Crude Oil(ICE) |
Mar12 |
120119 |
111.10 |
111.75 |
110.37 |
111.55 |
+0.89 |
189,959 |
232,723 |
-5,446 |
Apr12 |
120119 |
110.98 |
111.63 |
110.29 |
111.42 |
+0.85 |
89,943 |
116,953 |
+2,773 |
May12 |
120119 |
110.92 |
111.45 |
110.19 |
111.24 |
+0.79 |
40,938 |
61,493 |
+3,951 |
Jun12 |
120119 |
110.65 |
111.30 |
110.03 |
111.02 |
+0.75 |
43,681 |
83,130 |
+1,698 |
Jul12 |
120119 |
110.30 |
111.09 |
109.84 |
110.78 |
+0.72 |
12,282 |
32,330 |
+135 |
Aug12 |
120119 |
110.22 |
110.70 |
109.67 |
110.47 |
+0.71 |
6,639 |
35,615 |
-24 |
Sep12 |
120119 |
109.81 |
110.35 |
109.20 |
110.05 |
+0.70 |
6,862 |
45,702 |
+799 |
Oct12 |
120119 |
109.70 |
109.96 |
108.84 |
109.66 |
+0.70 |
4,230 |
23,978 |
+464 |
Nov12 |
120119 |
109.31 |
109.58 |
108.49 |
109.28 |
+0.71 |
2,729 |
16,596 |
+412 |
Dec12 |
120119 |
108.63 |
109.20 |
108.10 |
108.85 |
+0.70 |
24,257 |
109,666 |
+954 |
Jan13 |
120119 |
108.44 |
108.44 |
108.44 |
108.44 |
+0.70 |
1,170 |
13,041 |
+258 |
Feb13 |
120119 |
108.02 |
108.02 |
108.02 |
108.02 |
+0.70 |
937 |
8,086 |
+300 |
Mar13 |
120119 |
107.60 |
107.60 |
107.60 |
107.60 |
+0.70 |
292 |
5,342 |
+59 |
Apr13 |
120119 |
107.17 |
107.17 |
107.17 |
107.17 |
+0.71 |
87 |
2,927 |
+76 |
Total Volume and Open Interest |
435,166 |
952,928 |
+6,246 |
Gas Oil(ICE) |
Feb12 |
120119 |
942.00 |
951.50 |
939.25 |
943.25 |
unch |
73,655 |
121,821 |
-4,603 |
Mar12 |
120119 |
945.25 |
952.50 |
941.00 |
945.25 |
+0.50 |
97,679 |
98,372 |
+65 |
Apr12 |
120119 |
947.50 |
951.75 |
940.75 |
944.25 |
+0.50 |
50,760 |
51,520 |
+1,187 |
May12 |
120119 |
945.75 |
947.75 |
939.25 |
942.00 |
+0.75 |
22,921 |
43,660 |
+1,414 |
Jun12 |
120119 |
944.00 |
947.75 |
937.75 |
940.50 |
+0.75 |
29,069 |
44,372 |
+3,052 |
Jul12 |
120119 |
945.25 |
946.00 |
938.00 |
940.50 |
+0.50 |
4,572 |
19,207 |
+177 |
Aug12 |
120119 |
945.75 |
946.00 |
940.75 |
940.75 |
+0.50 |
3,602 |
17,852 |
+558 |
Sep12 |
120119 |
945.50 |
946.50 |
939.00 |
940.25 |
+0.25 |
2,761 |
17,851 |
+454 |
Oct12 |
120119 |
944.50 |
944.50 |
938.25 |
939.00 |
unch |
1,514 |
12,092 |
+266 |
Nov12 |
120119 |
942.75 |
943.75 |
937.50 |
937.50 |
+0.25 |
1,860 |
8,025 |
-129 |
Total Volume and Open Interest |
300,184 |
513,311 |
+2,432 |
Ethanol(CBOT) |
Jan12 |
120105 |
2.195 |
2.195 |
2.185 |
2.185 |
-0.043 |
48 |
65 |
-37 |
Feb12 |
120119 |
2.124 |
2.133 |
2.124 |
2.131 |
+0.019 |
156 |
714 |
-52 |
Mar12 |
120119 |
2.129 |
2.153 |
2.129 |
2.151 |
+0.021 |
146 |
1,108 |
-76 |
Apr12 |
120119 |
2.162 |
2.170 |
2.162 |
2.169 |
+0.021 |
0 |
834 |
+0 |
May12 |
120119 |
2.170 |
2.191 |
2.170 |
2.187 |
+0.019 |
88 |
954 |
+38 |
Jun12 |
120119 |
2.200 |
2.208 |
2.198 |
2.202 |
+0.016 |
143 |
824 |
-20 |
Jul12 |
120119 |
2.214 |
2.220 |
2.209 |
2.218 |
+0.020 |
98 |
1,449 |
+92 |
Aug12 |
120119 |
2.210 |
2.216 |
2.207 |
2.215 |
+0.021 |
31 |
870 |
+11 |
Total Volume and Open Interest |
861 |
10,070 |
-50 |
WTI Crude Oil(ICE) |
Feb12 |
120119 |
101.33 |
102.04 |
100.09 |
100.39 |
-0.20 |
40,445 |
22,225 |
-4,933 |
Mar12 |
120119 |
101.49 |
102.25 |
100.14 |
100.54 |
-0.22 |
53,786 |
54,694 |
-3,055 |
Apr12 |
120119 |
101.63 |
102.47 |
100.45 |
100.80 |
-0.18 |
19,047 |
26,533 |
-308 |
May12 |
120119 |
101.89 |
102.65 |
100.79 |
101.12 |
-0.11 |
9,134 |
14,713 |
-538 |
Jun12 |
120119 |
102.42 |
102.89 |
101.08 |
101.38 |
-0.06 |
14,532 |
39,193 |
-1,912 |
Jul12 |
120119 |
102.54 |
102.60 |
101.42 |
101.52 |
unch |
3,737 |
14,232 |
+646 |
Aug12 |
120119 |
102.56 |
102.56 |
101.41 |
101.52 |
+0.07 |
1,997 |
13,171 |
+685 |
Sep12 |
120119 |
102.26 |
102.68 |
101.33 |
101.44 |
+0.15 |
1,582 |
12,877 |
-121 |
Oct12 |
120119 |
102.19 |
102.47 |
101.22 |
101.33 |
+0.23 |
830 |
7,350 |
+19 |
Nov12 |
120119 |
101.22 |
101.22 |
101.22 |
101.22 |
+0.29 |
560 |
7,345 |
-94 |
Dec12 |
120119 |
101.70 |
102.12 |
100.81 |
101.11 |
+0.34 |
8,728 |
53,501 |
-30 |
Jan13 |
120119 |
100.84 |
100.84 |
100.84 |
100.84 |
+0.36 |
68 |
4,407 |
+30 |
Feb13 |
120119 |
100.57 |
100.57 |
100.57 |
100.57 |
+0.38 |
6 |
1,167 |
+1 |
Mar13 |
120119 |
100.28 |
100.28 |
100.28 |
100.28 |
+0.41 |
0 |
1,770 |
+0 |
Apr13 |
120119 |
99.97 |
99.97 |
99.97 |
99.97 |
+0.43 |
0 |
427 |
+0 |
May13 |
120119 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.45 |
0 |
571 |
+0 |
Total Volume and Open Interest |
159,043 |
362,044 |
-8,466 |
US Dollar Index(ICE) |
Mar12 |
120119 |
80.715 |
80.805 |
80.230 |
80.405 |
-0.418 |
20,231 |
67,922 |
-17 |
Jun12 |
120119 |
81.110 |
81.110 |
80.880 |
80.895 |
-0.423 |
4 |
561 |
+1 |
Sep12 |
120119 |
81.495 |
81.495 |
81.495 |
81.495 |
-0.423 |
|
|
|
Total Volume and Open Interest |
20,235 |
68,483 |
-16 |
Australian Dollar(CME) |
Mar12 |
120119 |
103.48 |
103.66 |
103.03 |
103.33 |
-0.14 |
157,104 |
134,987 |
+5,516 |
Jun12 |
120119 |
102.38 |
102.55 |
102.18 |
102.39 |
-0.13 |
35 |
216 |
+25 |
Sep12 |
120119 |
101.53 |
101.68 |
101.53 |
101.53 |
-0.15 |
0 |
110 |
+0 |
Total Volume and Open Interest |
157,139 |
135,321 |
+5,541 |
British Pound(CME) |
Mar12 |
120119 |
154.23 |
154.90 |
154.07 |
154.60 |
+0.43 |
90,528 |
211,240 |
-1,799 |
Jun12 |
120119 |
154.17 |
154.52 |
154.02 |
154.45 |
+0.43 |
15 |
172 |
+5 |
Sep12 |
120119 |
154.31 |
154.31 |
153.87 |
154.31 |
+0.44 |
0 |
3 |
+0 |
Total Volume and Open Interest |
90,543 |
211,418 |
-1,794 |
Canadian Dollar(CME) |
Mar12 |
120119 |
98.67 |
99.17 |
98.60 |
98.71 |
+0.07 |
89,377 |
118,053 |
+1,067 |
Jun12 |
120119 |
98.60 |
98.95 |
98.44 |
98.52 |
+0.08 |
288 |
3,115 |
+52 |
Sep12 |
120119 |
98.33 |
98.71 |
98.25 |
98.33 |
+0.08 |
4 |
1,430 |
+4 |
Dec12 |
120119 |
98.41 |
98.41 |
98.09 |
98.15 |
+0.06 |
58 |
471 |
+33 |
Total Volume and Open Interest |
89,727 |
123,101 |
+1,156 |
Japanese Yen(CME) |
Mar12 |
120119 |
130.28 |
130.46 |
129.40 |
129.67 |
-0.65 |
86,445 |
167,688 |
+3,840 |
Jun12 |
120119 |
130.56 |
130.59 |
129.69 |
129.84 |
-0.66 |
32 |
368 |
+15 |
Sep12 |
120119 |
130.06 |
130.72 |
130.06 |
130.06 |
-0.66 |
2 |
13 |
+2 |
Total Volume and Open Interest |
86,479 |
168,070 |
+3,857 |
Swiss Franc(CME) |
Mar12 |
120119 |
106.49 |
107.42 |
106.32 |
107.15 |
+0.79 |
39,132 |
41,525 |
+69 |
Jun12 |
120119 |
107.37 |
107.37 |
106.55 |
107.34 |
+0.79 |
1 |
47 |
+1 |
Sep12 |
120119 |
107.59 |
107.59 |
106.82 |
107.59 |
+0.77 |
0 |
4 |
+0 |
Total Volume and Open Interest |
39,133 |
41,577 |
+70 |
EuroFX(CME) |
Mar12 |
120119 |
128.57 |
129.75 |
128.40 |
129.37 |
+0.97 |
373,270 |
297,914 |
-3,848 |
Jun12 |
120119 |
128.64 |
129.90 |
128.48 |
129.45 |
+0.97 |
389 |
2,971 |
+53 |
Sep12 |
120119 |
129.56 |
129.56 |
128.60 |
129.56 |
+0.96 |
8 |
55 |
+7 |
Total Volume and Open Interest |
373,667 |
300,962 |
-3,788 |
Mexican Peso(CME) |
Feb12 |
120119 |
753.2 |
753.2 |
750.0 |
753.2 |
+3.2 |
0 |
2,575 |
+0 |
Mar12 |
120119 |
747.5 |
753.2 |
746.0 |
751.2 |
+3.2 |
38,153 |
127,461 |
+3,259 |
Total Volume and Open Interest |
38,203 |
130,393 |
+3,309 |
Brazilian Real(CME) |
Feb12 |
120119 |
563.75 |
566.05 |
562.30 |
562.30 |
-2.20 |
0 |
734 |
+0 |
Mar12 |
120119 |
560.10 |
561.40 |
559.00 |
559.00 |
-2.30 |
394 |
3,251 |
-277 |
Apr12 |
120119 |
555.75 |
555.75 |
555.75 |
555.75 |
-2.30 |
|
|
|
May12 |
120119 |
552.55 |
552.55 |
552.55 |
552.55 |
-2.30 |
|
|
|
Total Volume and Open Interest |
394 |
17,601 |
-277 |
30-Year T-Bonds(CBOT) |
Mar12 |
120119 |
144~050 |
144~140 |
142~120 |
142~260 |
-1~120 |
282,281 |
639,729 |
-706 |
Jun12 |
120119 |
142~280 |
143~000 |
141~070 |
141~120 |
-1~120 |
185 |
1,656 |
+105 |
Sep12 |
120119 |
139~300 |
141~100 |
139~300 |
139~300 |
-1~120 |
|
|
|
Total Volume and Open Interest |
282,466 |
641,385 |
-601 |
10-Year T-Notes(CBOT) |
Mar12 |
120119 |
131~075 |
131~120 |
130~160 |
130~225 |
-0~180 |
840,636 |
1,686,835 |
-4,735 |
Jun12 |
120119 |
131~045 |
131~055 |
130~105 |
130~140 |
-0~185 |
177 |
1,558 |
+100 |
Sep12 |
120119 |
129~190 |
130~055 |
129~190 |
129~190 |
-0~185 |
|
|
|
Total Volume and Open Interest |
840,813 |
1,688,393 |
-4,635 |
5-Year T-Notes(CBOT) |
Mar12 |
120119 |
123~064 |
123~071 |
123~025 |
123~038 |
-0~027 |
380,524 |
1,425,031 |
+14,290 |
Jun12 |
120119 |
123~014 |
123~043 |
123~014 |
123~014 |
-0~029 |
49 |
169 |
+48 |
Sep12 |
120119 |
122~038 |
122~067 |
122~038 |
122~038 |
-0~029 |
|
|
|
Total Volume and Open Interest |
380,573 |
1,425,200 |
+14,338 |
2 Year T-Notes(CBOT) |
Mar12 |
120119 |
110~042 |
110~045 |
110~039 |
110~041 |
-0~001 |
148,743 |
787,407 |
+30,839 |
Jun12 |
120119 |
110~030 |
110~031 |
110~030 |
110~030 |
-0~001 |
0 |
5 |
+0 |
Sep12 |
120119 |
109~096 |
109~097 |
109~096 |
109~096 |
-0~001 |
|
|
|
Total Volume and Open Interest |
148,743 |
787,412 |
+30,839 |
Eurodollars(CME) |
Mar12 |
120119 |
99.495 |
99.505 |
99.475 |
99.495 |
unch |
288,296 |
955,413 |
+13,872 |
Jun12 |
120119 |
99.460 |
99.475 |
99.440 |
99.465 |
unch |
261,362 |
951,787 |
-9,855 |
Sep12 |
120119 |
99.440 |
99.455 |
99.420 |
99.445 |
+0.005 |
194,815 |
701,827 |
+5,324 |
Dec12 |
120119 |
99.425 |
99.440 |
99.415 |
99.430 |
+0.005 |
187,308 |
791,204 |
+1,015 |
Mar13 |
120119 |
99.425 |
99.440 |
99.410 |
99.425 |
unch |
204,744 |
762,892 |
-1,908 |
Jun13 |
120119 |
99.410 |
99.425 |
99.385 |
99.405 |
unch |
141,346 |
610,059 |
+9,244 |
Sep13 |
120119 |
99.370 |
99.390 |
99.345 |
99.365 |
-0.005 |
125,262 |
558,315 |
+12,488 |
Dec13 |
120119 |
99.315 |
99.330 |
99.280 |
99.295 |
-0.015 |
124,870 |
526,207 |
+15,721 |
Mar14 |
120119 |
99.235 |
99.245 |
99.190 |
99.205 |
-0.025 |
110,464 |
401,333 |
+2,610 |
Jun14 |
120119 |
99.115 |
99.130 |
99.055 |
99.075 |
-0.035 |
80,785 |
316,305 |
+7,782 |
Sep14 |
120119 |
98.980 |
98.985 |
98.900 |
98.925 |
-0.040 |
55,979 |
204,240 |
+347 |
Dec14 |
120119 |
98.810 |
98.820 |
98.725 |
98.755 |
-0.050 |
53,493 |
236,884 |
-283 |
Mar15 |
120119 |
98.655 |
98.665 |
98.560 |
98.585 |
-0.065 |
45,030 |
174,991 |
+1,840 |
Jun15 |
120119 |
0.181 |
0.196 |
0.081 |
0.106 |
-0.075 |
30,624 |
107,819 |
+2,753 |
Sep15 |
120119 |
0.006 |
0.026 |
6.460 |
6.480 |
+6.469 |
25,109 |
81,098 |
+3,383 |
Dec15 |
120119 |
6.380 |
6.400 |
6.275 |
6.295 |
-0.090 |
24,793 |
83,424 |
+3,715 |
Mar16 |
120119 |
6.235 |
6.250 |
6.125 |
6.145 |
-0.095 |
10,349 |
51,385 |
-284 |
Jun16 |
120119 |
6.090 |
6.100 |
5.970 |
5.990 |
-0.100 |
7,378 |
43,404 |
+903 |
Total Volume and Open Interest |
2,001,937 |
7,751,556 |
+74,349 |
30 Day Federal Funds(CBOT) |
Jan12 |
120119 |
99.920 |
99.920 |
99.918 |
99.920 |
unch |
2,205 |
67,092 |
+263 |
Feb12 |
120119 |
99.910 |
99.915 |
99.910 |
99.915 |
unch |
1,821 |
53,882 |
+217 |
Mar12 |
120119 |
99.910 |
99.915 |
99.910 |
99.910 |
-0.005 |
1,241 |
34,722 |
+61 |
Apr12 |
120119 |
99.905 |
99.910 |
99.900 |
99.905 |
unch |
1,419 |
37,027 |
+403 |
May12 |
120119 |
99.905 |
99.905 |
99.900 |
99.905 |
unch |
854 |
44,158 |
-291 |
Jun12 |
120119 |
99.905 |
99.905 |
99.900 |
99.905 |
unch |
515 |
32,710 |
+371 |
Total Volume and Open Interest |
14,264 |
520,680 |
+2,324 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120119 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
40 |
+0 |
Jun12 |
120119 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Sep12 |
120119 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec12 |
120119 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Mar13 |
120119 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Jun13 |
120119 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep13 |
120119 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Dec13 |
120119 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120119 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120119 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120119 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,949 |
+0 |
Jun12 |
120119 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,440 |
+0 |
Sep12 |
120119 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
711 |
+0 |
Dec12 |
120119 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
115 |
+0 |
Mar13 |
120119 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
120119 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
208 |
+0 |
Sep13 |
120119 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
325 |
+0 |
Dec13 |
120119 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
263 |
+0 |
Total Volume and Open Interest |
0 |
5,142 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120119 |
142.49 |
142.59 |
142.42 |
142.56 |
unch |
1,637 |
26,303 |
-137 |
Jun12 |
120119 |
141.50 |
141.50 |
141.50 |
141.50 |
unch |
0 |
2 |
+0 |
Sep12 |
120119 |
139.41 |
139.41 |
139.41 |
139.41 |
unch |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,637 |
26,314 |
-137 |
Euro-Bund(EUREX) |
Mar12 |
120119 |
139.62 |
139.75 |
138.84 |
138.96 |
-0.91 |
630,859 |
888,262 |
-1,995 |
Jun12 |
120119 |
137.85 |
138.03 |
137.15 |
137.25 |
-0.91 |
648 |
2,874 |
+497 |
Sep12 |
120119 |
137.16 |
137.16 |
137.16 |
137.16 |
-0.91 |
|
|
|
Total Volume and Open Interest |
631,507 |
891,136 |
-1,498 |
Euro-Bobl(EUREX) |
Mar12 |
120119 |
125.31 |
125.39 |
124.91 |
124.98 |
-0.42 |
324,923 |
689,597 |
-3,216 |
Jun12 |
120119 |
123.38 |
123.38 |
123.38 |
123.38 |
-0.40 |
0 |
50 |
+0 |
Sep12 |
120119 |
123.38 |
123.38 |
123.38 |
123.38 |
-0.42 |
|
|
|
Total Volume and Open Interest |
324,923 |
689,647 |
-3,216 |
3-Mth Euribor(EUREX) |
Mar12 |
120119 |
99.035 |
99.035 |
99.035 |
99.035 |
unch |
210 |
1,659 |
+200 |
Jun12 |
120119 |
99.150 |
99.150 |
99.150 |
99.150 |
-0.005 |
10 |
1,199 |
+0 |
Sep12 |
120119 |
99.180 |
99.180 |
99.175 |
99.175 |
-0.005 |
10 |
873 |
+10 |
Total Volume and Open Interest |
254 |
6,085 |
+216 |
Long Gilt(LIFFE) |
Mar12 |
120119 |
117~02 |
117~04 |
116~07 |
116~11 |
-0~30 |
133,902 |
347,118 |
+21,230 |
Jun12 |
120119 |
115~11 |
115~11 |
115~11 |
115~11 |
-0~30 |
0 |
89 |
+0 |
Total Volume and Open Interest |
133,902 |
347,207 |
+21,230 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120119 |
98.94 |
98.97 |
98.93 |
98.96 |
+0.01 |
70,513 |
336,132 |
+14,972 |
Jun12 |
120119 |
99.01 |
99.03 |
99.00 |
99.02 |
+0.01 |
67,638 |
255,534 |
-19 |
Sep12 |
120119 |
99.04 |
99.06 |
99.04 |
99.05 |
unch |
69,477 |
310,464 |
+3,561 |
Dec12 |
120119 |
99.05 |
99.07 |
99.04 |
99.06 |
unch |
57,123 |
224,438 |
-7,516 |
Mar13 |
120119 |
99.06 |
99.09 |
99.05 |
99.07 |
unch |
69,726 |
293,628 |
-6,097 |
Jun13 |
120119 |
99.04 |
99.06 |
99.02 |
99.04 |
-0.01 |
51,636 |
245,984 |
-6,731 |
Total Volume and Open Interest |
494,859 |
2,143,180 |
+1,636 |
3-Mth Euribor(LIFFE) |
Mar12 |
120119 |
99.030 |
99.045 |
99.020 |
99.035 |
+0.005 |
120,638 |
543,203 |
-4,718 |
Jun12 |
120119 |
99.155 |
99.165 |
99.140 |
99.150 |
unch |
128,163 |
497,288 |
+9,344 |
Sep12 |
120119 |
99.180 |
99.195 |
99.160 |
99.175 |
-0.005 |
111,108 |
459,072 |
+10,408 |
Total Volume and Open Interest |
701,789 |
3,341,254 |
+24,165 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120119 |
95.87 |
95.92 |
95.82 |
95.88 |
+0.02 |
14,255 |
229,162 |
-610 |
Jun12 |
120119 |
96.23 |
96.30 |
96.19 |
96.25 |
+0.02 |
19,125 |
178,016 |
+1,797 |
Sep12 |
120119 |
96.34 |
96.41 |
96.30 |
96.38 |
+0.04 |
10,676 |
119,193 |
-674 |
Dec12 |
120119 |
96.32 |
96.37 |
96.27 |
96.35 |
+0.04 |
8,062 |
79,861 |
+1,882 |
Mar13 |
120119 |
96.25 |
96.30 |
96.22 |
96.29 |
+0.05 |
2,448 |
51,330 |
-664 |
Jun13 |
120119 |
96.19 |
96.23 |
96.14 |
96.23 |
+0.06 |
2,021 |
51,682 |
+703 |
Sep13 |
120119 |
96.12 |
96.17 |
96.07 |
96.16 |
+0.06 |
1,149 |
30,853 |
-22 |
Dec13 |
120119 |
96.04 |
96.09 |
96.04 |
96.09 |
+0.06 |
680 |
23,322 |
+4 |
Mar14 |
120119 |
95.96 |
96.03 |
95.96 |
96.03 |
+0.07 |
15 |
2,399 |
-3 |
Jun14 |
120119 |
95.95 |
95.95 |
95.95 |
95.95 |
+0.07 |
1 |
586 |
+1 |
Total Volume and Open Interest |
58,432 |
766,567 |
+2,414 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120119 |
96.19 |
96.23 |
96.14 |
96.20 |
+0.01 |
40,255 |
356,600 |
-5,406 |
Jun12 |
120119 |
96.20 |
96.20 |
96.20 |
96.20 |
+0.01 |
|
|
|
Total Volume and Open Interest |
40,255 |
356,600 |
-5,406 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120119 |
96.81 |
96.88 |
96.77 |
96.84 |
+0.03 |
144,198 |
425,919 |
-9,002 |
Jun12 |
120119 |
96.84 |
96.84 |
96.84 |
96.84 |
+0.03 |
|
|
|
Total Volume and Open Interest |
144,198 |
425,919 |
-9,002 |
Gold(CMX) |
Feb12 |
120119 |
1660.7 |
1670.6 |
1649.2 |
1654.5 |
-5.4 |
193,658 |
164,237 |
-4,023 |
Apr12 |
120119 |
1663.2 |
1673.3 |
1652.0 |
1657.2 |
-5.4 |
35,025 |
96,887 |
+11,095 |
Jun12 |
120119 |
1663.2 |
1674.2 |
1655.3 |
1660.1 |
-5.6 |
8,670 |
42,655 |
+3 |
Aug12 |
120119 |
1668.3 |
1677.4 |
1659.7 |
1662.5 |
-5.6 |
2,851 |
16,073 |
+55 |
Oct12 |
120119 |
1674.5 |
1674.5 |
1663.0 |
1664.8 |
-5.6 |
430 |
11,701 |
-21 |
Dec12 |
120119 |
1676.4 |
1682.1 |
1665.6 |
1667.2 |
-5.5 |
3,022 |
30,378 |
-48 |
Feb13 |
120119 |
1680.5 |
1683.0 |
1669.3 |
1669.3 |
-5.4 |
1,866 |
9,386 |
+661 |
Apr13 |
120119 |
1671.5 |
1671.5 |
1671.5 |
1671.5 |
-5.4 |
0 |
2,462 |
+0 |
Jun13 |
120119 |
1674.3 |
1674.3 |
1674.3 |
1674.3 |
-5.4 |
37 |
11,210 |
+0 |
Aug13 |
120119 |
1677.1 |
1677.1 |
1677.1 |
1677.1 |
-5.4 |
15 |
155 |
-15 |
Oct13 |
120119 |
1680.3 |
1680.3 |
1680.3 |
1680.3 |
-5.3 |
|
|
|
Dec13 |
120119 |
1683.5 |
1683.7 |
1679.8 |
1683.7 |
-5.3 |
174 |
11,141 |
-51 |
Total Volume and Open Interest |
246,124 |
432,838 |
+7,594 |
Silver(CMX) |
Mar12 |
120119 |
3053.0 |
3090.0 |
3033.5 |
3050.9 |
-3.4 |
39,656 |
54,449 |
+663 |
May12 |
120119 |
3049.5 |
3088.0 |
3039.0 |
3056.0 |
-3.4 |
3,050 |
10,497 |
+283 |
Jul12 |
120119 |
3054.0 |
3095.0 |
3050.0 |
3059.7 |
-3.7 |
941 |
4,935 |
-80 |
Sep12 |
120119 |
3069.5 |
3069.5 |
3061.9 |
3061.9 |
-3.8 |
95 |
2,748 |
+4 |
Dec12 |
120119 |
3059.0 |
3097.5 |
3047.5 |
3065.2 |
-4.0 |
129 |
13,825 |
+10 |
Mar13 |
120119 |
3059.5 |
3064.8 |
3059.5 |
3064.8 |
-3.8 |
0 |
1,305 |
+0 |
May13 |
120119 |
3063.3 |
3063.3 |
3063.3 |
3063.3 |
-3.7 |
0 |
1,085 |
+0 |
Total Volume and Open Interest |
44,059 |
103,668 |
+843 |
Platinum(NYMEX) |
Jan12 |
120119 |
1529.2 |
1529.2 |
1516.0 |
1516.0 |
-7.3 |
10 |
88 |
-1 |
Apr12 |
120119 |
1527.7 |
1541.5 |
1517.0 |
1518.0 |
-7.3 |
9,867 |
42,321 |
+149 |
Jul12 |
120119 |
1538.5 |
1542.9 |
1520.6 |
1521.0 |
-7.2 |
171 |
1,313 |
+129 |
Oct12 |
120119 |
1524.6 |
1524.6 |
1524.6 |
1524.6 |
-7.2 |
0 |
126 |
+0 |
Total Volume and Open Interest |
10,054 |
43,849 |
+277 |
Palladium(NYMEX) |
Mar12 |
120119 |
13.34 |
27.39 |
11.59 |
23.04 |
+9.90 |
5,625 |
16,783 |
-276 |
Jun12 |
120119 |
26.64 |
26.64 |
24.39 |
24.69 |
+9.85 |
20 |
594 |
+17 |
Sep12 |
120119 |
18.49 |
27.54 |
18.49 |
25.94 |
+9.90 |
1 |
141 |
+1 |
Total Volume and Open Interest |
5,646 |
17,518 |
-258 |
Copper(CMX) |
Mar12 |
120119 |
375.75 |
382.15 |
375.70 |
380.05 |
+4.80 |
64,232 |
73,082 |
+196 |
May12 |
120119 |
377.40 |
382.95 |
377.40 |
381.05 |
+4.75 |
7,268 |
22,489 |
+2,268 |
Jul12 |
120119 |
381.65 |
383.65 |
380.75 |
382.00 |
+4.75 |
1,387 |
17,528 |
+559 |
Sep12 |
120119 |
382.50 |
384.50 |
380.65 |
382.55 |
+4.75 |
152 |
3,775 |
+30 |
Dec12 |
120119 |
381.00 |
383.85 |
381.00 |
383.05 |
+4.80 |
288 |
5,380 |
+18 |
Total Volume and Open Interest |
73,876 |
132,457 |
+3,100 |
DJIA Index(CBOT) |
Mar12 |
120119 |
12510 |
12587 |
12493 |
12587 |
+83 |
399 |
11,144 |
-85 |
Jun12 |
120119 |
12517 |
12517 |
12434 |
12517 |
+83 |
0 |
282 |
+0 |
Sep12 |
120119 |
12454 |
12454 |
12371 |
12454 |
+83 |
|
|
|
Dec12 |
120119 |
12377 |
12377 |
12294 |
12377 |
+83 |
|
|
|
Total Volume and Open Interest |
399 |
11,426 |
-85 |
E-mini DJIA Index(CBOT) |
Mar12 |
120119 |
12506 |
12589 |
12486 |
12587 |
+83 |
100,802 |
101,677 |
+1,627 |
Jun12 |
120119 |
12467 |
12517 |
12430 |
12517 |
+83 |
10 |
84 |
+6 |
Sep12 |
120119 |
12454 |
12454 |
12454 |
12454 |
+83 |
0 |
10 |
+0 |
Dec12 |
120119 |
12377 |
12377 |
12377 |
12377 |
+83 |
|
|
|
Total Volume and Open Interest |
100,812 |
101,771 |
+1,633 |
S & P 500(CME) |
Mar12 |
120119 |
1302.30 |
1311.30 |
1299.30 |
1310.40 |
+8.20 |
14,451 |
237,791 |
+4,450 |
Jun12 |
120119 |
1304.80 |
1306.10 |
1304.80 |
1304.80 |
+8.20 |
0 |
2,710 |
-24 |
Sep12 |
120119 |
1299.50 |
1300.30 |
1295.30 |
1299.00 |
+8.20 |
14 |
1,065 |
+0 |
Dec12 |
120119 |
1292.00 |
1294.70 |
1289.70 |
1293.40 |
+8.20 |
0 |
202 |
+0 |
Total Volume and Open Interest |
14,465 |
241,768 |
+4,426 |
S & P 500 E-Mini(Globex) |
Mar12 |
120119 |
1302.75 |
1311.50 |
1299.25 |
1310.50 |
+8.25 |
1,837,834 |
2,608,231 |
-5,685 |
Jun12 |
120119 |
1296.75 |
1305.50 |
1294.50 |
1304.75 |
+8.25 |
1,582 |
15,613 |
+683 |
Total Volume and Open Interest |
1,839,418 |
2,624,154 |
-5,000 |
NASDAQ 100(CME) |
Mar12 |
120119 |
2421.00 |
2443.00 |
2418.80 |
2425.30 |
+4.80 |
1,690 |
11,477 |
+1,142 |
Jun12 |
120119 |
2420.80 |
2438.00 |
2420.80 |
2420.80 |
+4.80 |
|
|
|
Sep12 |
120119 |
2418.30 |
2422.00 |
2418.30 |
2418.30 |
+4.80 |
|
|
|
Total Volume and Open Interest |
1,690 |
11,477 |
+1,142 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120119 |
2420.30 |
2442.50 |
2418.50 |
2425.30 |
+4.80 |
190,236 |
328,086 |
+10,842 |
Jun12 |
120119 |
2415.00 |
2439.30 |
2415.00 |
2420.80 |
+4.80 |
15 |
170 |
-3 |
Total Volume and Open Interest |
190,252 |
328,260 |
+10,839 |
S & P Midcap 400(CME) |
Mar12 |
120119 |
929.10 |
933.00 |
929.10 |
929.10 |
+8.80 |
0 |
1,023 |
+0 |
Jun12 |
120119 |
927.10 |
927.10 |
927.10 |
927.10 |
+8.80 |
|
|
|
Sep12 |
120119 |
925.10 |
925.10 |
925.10 |
925.10 |
+8.80 |
|
|
|
Total Volume and Open Interest |
0 |
1,023 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120119 |
8595 |
8745 |
8585 |
8730 |
+140 |
6,117 |
23,328 |
+723 |
Jun12 |
120119 |
8600 |
8670 |
8600 |
8670 |
+135 |
1 |
44 |
+1 |
Total Volume and Open Interest |
6,118 |
23,372 |
+724 |
Nikkei 225(SGX) |
Mar12 |
120119 |
8545 |
8680 |
8520 |
8650 |
+105 |
71,573 |
201,331 |
+350 |
Jun12 |
120119 |
8470 |
8595 |
8470 |
8575 |
+105 |
25 |
365 |
+12 |
Sep12 |
120119 |
8570 |
8570 |
8570 |
8570 |
+105 |
0 |
30 |
+0 |
Total Volume and Open Interest |
71,643 |
207,880 |
+328 |
CAC 40(EURONEXT) |
Jan12 |
120119 |
3290.0 |
3331.0 |
3272.5 |
3327.0 |
+62.0 |
194,847 |
301,012 |
+27,741 |
Feb12 |
120119 |
3291.0 |
3331.5 |
3273.0 |
3327.5 |
+62.5 |
111,890 |
115,891 |
+106,305 |
Mar12 |
120119 |
3290.0 |
3330.0 |
3280.5 |
3328.0 |
+62.5 |
1,792 |
21,225 |
+1,223 |
Total Volume and Open Interest |
308,529 |
438,178 |
+135,269 |
Hang Seng Index(HKFE) |
Jan12 |
120119 |
19775 |
19977 |
19763 |
19965 |
+367 |
87,274 |
84,500 |
+671 |
Feb12 |
120119 |
19731 |
19982 |
19731 |
19968 |
+363 |
2,064 |
4,066 |
+1,036 |
Mar12 |
120119 |
19641 |
19916 |
19641 |
19913 |
+367 |
685 |
4,492 |
+292 |
Total Volume and Open Interest |
90,099 |
95,058 |
+1,992 |
DAX(EUREX) |
Mar12 |
120119 |
6400.0 |
6427.0 |
6336.0 |
6417.5 |
+59.0 |
152,302 |
155,846 |
-4,100 |
Jun12 |
120119 |
6409.0 |
6434.0 |
6360.0 |
6430.0 |
+59.0 |
173 |
5,803 |
+43 |
Sep12 |
120119 |
6416.0 |
6437.5 |
6405.0 |
6437.5 |
+58.5 |
96 |
529 |
+0 |
Total Volume and Open Interest |
152,571 |
162,178 |
-4,057 |
FT-SE 100(EURONEXT) |
Mar12 |
120119 |
5674.50 |
5706.50 |
5650.00 |
5703.50 |
+51.00 |
107,252 |
632,625 |
-316 |
Jun12 |
120119 |
5612.50 |
5656.50 |
5612.50 |
5656.00 |
+51.00 |
9 |
5,255 |
-1 |
Sep12 |
120119 |
5623.50 |
5623.50 |
5623.50 |
5623.50 |
+51.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
107,261 |
637,890 |
-317 |
SPI 200(SFE) |
Mar12 |
120119 |
4192.0 |
4237.0 |
4178.0 |
4197.0 |
+5.0 |
30,719 |
196,038 |
+1,772 |
Jun12 |
120119 |
4207.0 |
4207.0 |
4207.0 |
4207.0 |
+6.0 |
34 |
2,007 |
+24 |
Sep12 |
120119 |
4171.0 |
4171.0 |
4171.0 |
4171.0 |
+6.0 |
0 |
1,172 |
+0 |
Total Volume and Open Interest |
33,346 |
203,789 |
+2,795 |
GSCI(CME) |
Feb12 |
120119 |
661.00 |
662.75 |
657.00 |
659.25 |
+2.50 |
703 |
8,817 |
+251 |
Mar12 |
120119 |
663.75 |
665.25 |
659.75 |
662.25 |
+2.50 |
0 |
1 |
+0 |
Apr12 |
120119 |
665.00 |
666.50 |
661.00 |
663.40 |
+2.40 |
|
|
|
Total Volume and Open Interest |
1,327 |
9,683 |
|
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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