|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri January 20, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120120 |
1197.50 |
1204.00 |
1183.00 |
1187.00 |
-10.00 |
108,813 |
202,648 |
+350 |
May12 |
120120 |
1204.00 |
1210.50 |
1191.00 |
1195.50 |
-8.75 |
34,737 |
92,720 |
+184 |
Jul12 |
120120 |
1212.75 |
1218.25 |
1199.75 |
1204.50 |
-8.00 |
31,462 |
94,969 |
+888 |
Aug12 |
120120 |
1209.25 |
1216.00 |
1200.00 |
1201.25 |
-8.75 |
389 |
2,283 |
-88 |
Sep12 |
120120 |
1189.50 |
1193.00 |
1189.50 |
1191.75 |
-9.50 |
111 |
1,722 |
+8 |
Nov12 |
120120 |
1193.00 |
1200.00 |
1179.50 |
1183.75 |
-10.50 |
11,806 |
65,017 |
+491 |
Jan13 |
120120 |
1199.75 |
1202.75 |
1192.00 |
1192.00 |
-10.75 |
112 |
14,964 |
+12 |
Mar13 |
120120 |
1210.00 |
1215.25 |
1200.50 |
1200.50 |
-9.00 |
121 |
1,379 |
+55 |
May13 |
120120 |
1200.00 |
1210.00 |
1199.00 |
1199.00 |
-11.00 |
39 |
429 |
+17 |
Jul13 |
120120 |
1206.25 |
1212.25 |
1200.00 |
1201.25 |
-11.00 |
131 |
1,050 |
+59 |
Aug13 |
120120 |
1198.75 |
1208.75 |
1198.75 |
1198.75 |
-10.00 |
0 |
2 |
+0 |
Sep13 |
120120 |
1181.00 |
1191.00 |
1181.00 |
1181.00 |
-10.00 |
|
|
|
Nov13 |
120120 |
1182.00 |
1182.00 |
1169.25 |
1172.00 |
-10.00 |
81 |
2,422 |
+9 |
Jan14 |
120120 |
1178.75 |
1188.75 |
1178.75 |
1178.75 |
-10.00 |
0 |
30 |
+0 |
Total Volume and Open Interest |
187,804 |
480,010 |
+1,985 |
Soybean Meal(CBOT) |
Mar12 |
120120 |
315.50 |
317.30 |
311.00 |
311.90 |
-3.80 |
45,474 |
90,722 |
+2,921 |
May12 |
120120 |
317.30 |
318.80 |
313.90 |
313.90 |
-3.40 |
13,052 |
33,014 |
-271 |
Jul12 |
120120 |
319.20 |
320.90 |
316.30 |
316.30 |
-3.20 |
7,473 |
29,588 |
+1,717 |
Aug12 |
120120 |
318.10 |
318.50 |
315.80 |
315.80 |
-3.30 |
671 |
6,295 |
+48 |
Sep12 |
120120 |
316.60 |
316.80 |
314.10 |
314.10 |
-3.50 |
481 |
5,849 |
-37 |
Oct12 |
120120 |
309.40 |
313.20 |
309.40 |
309.40 |
-3.80 |
201 |
3,644 |
+34 |
Dec12 |
120120 |
312.20 |
313.20 |
308.70 |
308.70 |
-3.80 |
3,244 |
20,501 |
+888 |
Jan13 |
120120 |
310.20 |
314.00 |
310.20 |
310.20 |
-3.80 |
1 |
1,728 |
+0 |
Mar13 |
120120 |
316.60 |
317.10 |
313.30 |
313.30 |
-3.80 |
30 |
2,184 |
+29 |
May13 |
120120 |
316.50 |
318.80 |
315.00 |
315.00 |
-3.80 |
5 |
1,274 |
+5 |
Total Volume and Open Interest |
70,632 |
195,864 |
+5,334 |
Soybean Oil(CBOT) |
Mar12 |
120120 |
51.06 |
51.23 |
50.05 |
50.43 |
-0.63 |
68,540 |
157,006 |
+4,717 |
May12 |
120120 |
51.48 |
51.65 |
50.50 |
50.86 |
-0.62 |
25,108 |
59,826 |
+1,908 |
Jul12 |
120120 |
51.80 |
52.01 |
50.87 |
51.25 |
-0.61 |
10,186 |
42,453 |
+1,566 |
Aug12 |
120120 |
51.59 |
51.96 |
51.00 |
51.35 |
-0.61 |
204 |
6,295 |
-8 |
Sep12 |
120120 |
51.68 |
52.04 |
51.14 |
51.42 |
-0.62 |
425 |
5,185 |
-35 |
Oct12 |
120120 |
51.23 |
52.06 |
51.05 |
51.44 |
-0.62 |
105 |
5,454 |
+41 |
Dec12 |
120120 |
52.13 |
52.22 |
51.19 |
51.54 |
-0.62 |
2,356 |
26,139 |
+872 |
Jan13 |
120120 |
52.30 |
52.31 |
51.69 |
51.69 |
-0.62 |
3 |
164 |
+3 |
Mar13 |
120120 |
51.80 |
52.56 |
51.80 |
51.94 |
-0.62 |
7 |
268 |
+7 |
May13 |
120120 |
52.04 |
52.66 |
52.04 |
52.04 |
-0.62 |
0 |
119 |
+0 |
Total Volume and Open Interest |
106,942 |
303,684 |
+9,072 |
Canola(WCE) |
Jan12 |
120113 |
508.1 |
508.1 |
508.1 |
508.1 |
-5.2 |
|
|
|
Mar12 |
120120 |
526.0 |
526.5 |
519.6 |
519.9 |
-6.1 |
8,483 |
78,172 |
+1,160 |
May12 |
120120 |
527.5 |
529.0 |
523.4 |
523.5 |
-5.8 |
6,975 |
28,255 |
+942 |
Jul12 |
120120 |
527.4 |
527.6 |
522.8 |
522.9 |
-6.0 |
3,454 |
18,210 |
+1,834 |
Nov12 |
120120 |
505.0 |
505.0 |
498.7 |
499.1 |
-5.9 |
1,063 |
24,353 |
+13 |
Total Volume and Open Interest |
19,978 |
150,405 |
+3,952 |
Corn(CBOT) |
Mar12 |
120120 |
606.00 |
613.75 |
601.25 |
611.50 |
+5.50 |
196,009 |
449,292 |
-13,322 |
May12 |
120120 |
612.00 |
619.00 |
607.25 |
616.75 |
+4.75 |
64,792 |
233,465 |
+4,387 |
Jul12 |
120120 |
616.50 |
622.50 |
611.25 |
620.25 |
+4.25 |
48,697 |
197,005 |
+7,838 |
Sep12 |
120120 |
578.50 |
581.00 |
569.00 |
575.50 |
-3.25 |
5,162 |
56,431 |
+1,532 |
Dec12 |
120120 |
557.00 |
558.25 |
547.00 |
551.75 |
-5.25 |
21,116 |
208,427 |
+1,872 |
Mar13 |
120120 |
569.75 |
570.50 |
559.75 |
564.00 |
-5.50 |
1,506 |
40,118 |
+726 |
May13 |
120120 |
571.00 |
576.50 |
571.00 |
571.00 |
-5.50 |
248 |
1,947 |
+88 |
Jul13 |
120120 |
581.00 |
582.00 |
574.00 |
577.25 |
-4.25 |
146 |
2,634 |
+57 |
Sep13 |
120120 |
556.25 |
558.50 |
556.25 |
556.25 |
-2.25 |
13 |
579 |
+7 |
Dec13 |
120120 |
542.50 |
549.50 |
540.00 |
545.75 |
-2.25 |
152 |
16,489 |
+0 |
Total Volume and Open Interest |
337,868 |
1,208,619 |
+3,198 |
Wheat(CBOT) |
Mar12 |
120120 |
605.25 |
613.00 |
597.00 |
610.50 |
+4.75 |
56,153 |
188,495 |
+1,791 |
May12 |
120120 |
623.00 |
630.00 |
614.50 |
628.50 |
+5.00 |
17,160 |
79,441 |
+2,093 |
Jul12 |
120120 |
639.00 |
645.25 |
628.50 |
643.75 |
+4.75 |
10,020 |
94,419 |
+2,059 |
Sep12 |
120120 |
659.75 |
661.75 |
646.50 |
660.25 |
+4.50 |
2,099 |
30,341 |
+237 |
Dec12 |
120120 |
677.50 |
681.25 |
667.00 |
679.75 |
+3.50 |
4,162 |
50,388 |
+445 |
Mar13 |
120120 |
691.75 |
696.25 |
685.25 |
696.25 |
+4.50 |
151 |
2,948 |
+6 |
Total Volume and Open Interest |
90,178 |
450,573 |
+6,659 |
Wheat(KCBT) |
Mar12 |
120120 |
659.25 |
668.25 |
650.25 |
667.00 |
+9.00 |
9,060 |
59,059 |
+37 |
May12 |
120120 |
667.50 |
676.75 |
659.50 |
675.75 |
+9.00 |
2,076 |
20,843 |
+610 |
Jul12 |
120120 |
676.25 |
686.00 |
668.25 |
685.25 |
+9.50 |
2,645 |
42,642 |
-79 |
Sep12 |
120120 |
692.50 |
699.25 |
683.00 |
699.00 |
+8.50 |
730 |
8,125 |
+219 |
Dec12 |
120120 |
714.75 |
719.50 |
704.50 |
718.00 |
+6.25 |
653 |
11,453 |
+209 |
Mar13 |
120120 |
722.50 |
731.50 |
722.00 |
731.50 |
+6.00 |
12 |
439 |
+7 |
Total Volume and Open Interest |
15,191 |
142,919 |
+1,005 |
Wheat(MGE) |
Mar12 |
120120 |
799.00 |
802.00 |
794.75 |
798.75 |
-0.25 |
1,894 |
14,992 |
+3 |
May12 |
120120 |
785.00 |
785.50 |
778.75 |
781.50 |
-2.75 |
872 |
8,825 |
+260 |
Jul12 |
120120 |
776.25 |
776.75 |
769.50 |
774.00 |
-1.00 |
520 |
8,224 |
+38 |
Sep12 |
120120 |
757.50 |
758.00 |
751.00 |
755.25 |
-1.00 |
385 |
5,437 |
-27 |
Dec12 |
120120 |
762.25 |
762.25 |
755.00 |
759.50 |
unch |
223 |
4,010 |
+110 |
Total Volume and Open Interest |
3,924 |
41,757 |
+391 |
Oats(CBOT) |
Mar12 |
120120 |
293.00 |
297.00 |
290.50 |
294.50 |
+1.75 |
345 |
9,697 |
+51 |
May12 |
120120 |
297.00 |
298.00 |
292.75 |
295.50 |
+2.75 |
32 |
3,261 |
+8 |
Jul12 |
120120 |
299.00 |
299.50 |
295.00 |
298.50 |
+3.50 |
24 |
263 |
+6 |
Sep12 |
120120 |
298.50 |
298.50 |
295.00 |
298.50 |
+3.50 |
2 |
32 |
+0 |
Total Volume and Open Interest |
448 |
13,554 |
+98 |
Rough Rice(CBOT) |
Jan12 |
120113 |
14.38 |
14.45 |
14.36 |
14.39 |
+0.02 |
18 |
20 |
-6 |
Mar12 |
120120 |
14.63 |
14.65 |
14.41 |
14.53 |
+0.01 |
1,003 |
11,994 |
-154 |
May12 |
120120 |
14.80 |
14.91 |
14.72 |
14.81 |
+0.02 |
253 |
997 |
-93 |
Jul12 |
120120 |
15.00 |
15.08 |
14.99 |
15.06 |
-0.01 |
2 |
654 |
-1 |
Total Volume and Open Interest |
1,276 |
13,897 |
-243 |
Live Cattle(CME) |
Feb12 |
120120 |
124.885 |
126.080 |
124.350 |
124.550 |
+0.350 |
18,362 |
78,657 |
-1,116 |
Apr12 |
120120 |
128.435 |
129.325 |
127.580 |
127.730 |
-0.070 |
14,811 |
124,143 |
+1,091 |
Jun12 |
120120 |
126.700 |
127.230 |
126.000 |
126.330 |
+0.030 |
8,204 |
83,713 |
+675 |
Aug12 |
120120 |
127.885 |
128.200 |
127.285 |
127.600 |
+0.120 |
3,763 |
28,814 |
+333 |
Oct12 |
120120 |
130.185 |
130.735 |
129.800 |
130.075 |
+0.040 |
1,301 |
11,798 |
+188 |
Dec12 |
120120 |
130.900 |
131.285 |
130.435 |
130.935 |
+0.185 |
401 |
6,290 |
+155 |
Total Volume and Open Interest |
46,908 |
335,228 |
+1,347 |
Feeder Cattle(CME) |
Jan12 |
120120 |
151.735 |
152.400 |
151.550 |
151.630 |
-0.070 |
490 |
3,158 |
-217 |
Mar12 |
120120 |
154.285 |
155.285 |
153.700 |
153.850 |
-0.150 |
1,701 |
18,446 |
+5 |
Apr12 |
120120 |
155.650 |
156.450 |
154.950 |
155.200 |
unch |
514 |
5,268 |
+114 |
May12 |
120120 |
156.500 |
157.100 |
155.700 |
156.050 |
-0.135 |
384 |
5,616 |
+16 |
Aug12 |
120120 |
157.435 |
158.100 |
157.000 |
157.350 |
+0.450 |
472 |
5,876 |
+165 |
Sep12 |
120120 |
157.250 |
157.900 |
156.950 |
157.300 |
+0.150 |
65 |
1,113 |
+32 |
Oct12 |
120120 |
157.000 |
157.650 |
156.880 |
157.300 |
+0.300 |
9 |
472 |
+6 |
Total Volume and Open Interest |
3,644 |
40,121 |
+126 |
Lean Hogs(CME) |
Feb12 |
120120 |
85.635 |
86.200 |
85.080 |
85.330 |
-0.070 |
14,316 |
39,200 |
-1,227 |
Apr12 |
120120 |
87.480 |
88.180 |
87.000 |
87.050 |
-0.450 |
10,752 |
90,104 |
+1,689 |
May12 |
120120 |
95.300 |
95.730 |
95.000 |
95.450 |
+0.150 |
65 |
2,338 |
-12 |
Jun12 |
120120 |
96.900 |
97.330 |
96.400 |
96.535 |
unch |
4,366 |
54,239 |
+210 |
Jul12 |
120120 |
96.635 |
96.950 |
96.200 |
96.580 |
+0.230 |
1,243 |
15,156 |
+591 |
Aug12 |
120120 |
95.885 |
96.300 |
95.700 |
95.950 |
+0.550 |
1,223 |
19,837 |
+43 |
Oct12 |
120120 |
86.250 |
86.430 |
85.950 |
86.100 |
+0.270 |
1,516 |
14,018 |
+712 |
Dec12 |
120120 |
82.135 |
82.300 |
81.830 |
82.100 |
unch |
1,072 |
6,387 |
+658 |
Total Volume and Open Interest |
34,907 |
243,145 |
+2,939 |
Class III Milk(CME) |
Jan12 |
120120 |
17.06 |
17.12 |
17.06 |
17.10 |
+0.03 |
249 |
4,271 |
-51 |
Feb12 |
120120 |
16.80 |
16.85 |
16.31 |
16.41 |
-0.08 |
820 |
5,531 |
-157 |
Mar12 |
120120 |
16.80 |
17.08 |
16.55 |
16.69 |
-0.08 |
685 |
5,154 |
+207 |
Apr12 |
120120 |
16.68 |
16.90 |
16.59 |
16.71 |
+0.08 |
237 |
3,207 |
+27 |
May12 |
120120 |
16.82 |
17.00 |
16.78 |
16.78 |
-0.08 |
185 |
2,919 |
+46 |
Total Volume and Open Interest |
2,889 |
32,948 |
+258 |
Cocoa(ICE) |
Mar12 |
120120 |
2311 |
2333 |
2255 |
2259 |
-61 |
7,782 |
74,463 |
+16 |
May12 |
120120 |
2335 |
2352 |
2280 |
2280 |
-58 |
1,440 |
36,538 |
-447 |
Jul12 |
120120 |
2355 |
2362 |
2300 |
2302 |
-54 |
693 |
19,872 |
+331 |
Sep12 |
120120 |
2375 |
2375 |
2320 |
2320 |
-56 |
141 |
14,929 |
-59 |
Dec12 |
120120 |
2384 |
2386 |
2339 |
2339 |
-57 |
136 |
15,263 |
-72 |
Mar13 |
120120 |
2412 |
2412 |
2359 |
2359 |
-56 |
109 |
5,523 |
+52 |
May13 |
120120 |
2423 |
2425 |
2373 |
2373 |
-51 |
104 |
2,450 |
-2 |
Total Volume and Open Interest |
10,408 |
169,817 |
-182 |
Coffee "C"(ICE) |
Mar12 |
120120 |
225.50 |
228.65 |
224.10 |
225.40 |
-1.25 |
10,731 |
55,470 |
-1,091 |
May12 |
120120 |
228.80 |
231.55 |
227.20 |
228.50 |
-1.20 |
2,484 |
28,427 |
+354 |
Jul12 |
120120 |
233.00 |
233.65 |
230.10 |
231.40 |
-1.10 |
845 |
12,562 |
+80 |
Sep12 |
120120 |
234.85 |
236.50 |
232.65 |
234.00 |
-1.00 |
394 |
6,795 |
+30 |
Dec12 |
120120 |
237.50 |
238.60 |
235.20 |
236.60 |
-1.05 |
185 |
7,261 |
+28 |
Mar13 |
120120 |
240.35 |
240.35 |
239.40 |
239.40 |
-0.90 |
88 |
1,014 |
+28 |
Total Volume and Open Interest |
14,742 |
112,090 |
-566 |
Orange Juice(ICE) |
Mar12 |
120120 |
201.00 |
210.65 |
199.45 |
210.65 |
+10.00 |
1,196 |
20,267 |
+41 |
May12 |
120120 |
185.00 |
196.45 |
185.00 |
196.45 |
+10.00 |
739 |
4,011 |
+211 |
Jul12 |
120120 |
187.00 |
193.15 |
187.00 |
193.15 |
+10.00 |
158 |
1,041 |
-27 |
Sep12 |
120120 |
192.15 |
192.15 |
191.00 |
192.15 |
+10.00 |
0 |
353 |
+0 |
Nov12 |
120120 |
189.45 |
189.45 |
189.45 |
189.45 |
+10.00 |
0 |
158 |
+0 |
Jan13 |
120120 |
188.65 |
188.65 |
188.65 |
188.65 |
+10.00 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,093 |
25,839 |
+225 |
Sugar #11(ICE) |
Mar12 |
120120 |
24.81 |
24.98 |
24.35 |
24.89 |
+0.28 |
28,978 |
221,409 |
-1,916 |
May12 |
120120 |
23.92 |
24.23 |
23.69 |
24.20 |
+0.28 |
15,007 |
101,562 |
+2,269 |
Jul12 |
120120 |
23.49 |
23.58 |
23.11 |
23.57 |
+0.26 |
11,936 |
128,767 |
+699 |
Oct12 |
120120 |
23.65 |
23.78 |
23.39 |
23.78 |
+0.20 |
3,872 |
66,800 |
+512 |
Mar13 |
120120 |
24.02 |
24.22 |
23.87 |
24.22 |
+0.20 |
1,599 |
42,874 |
+289 |
Total Volume and Open Interest |
61,834 |
615,098 |
+1,939 |
London Cocoa(LCE) |
Mar12 |
120120 |
1529 |
1541 |
1487 |
1489 |
-48 |
4,418 |
69,132 |
+331 |
May12 |
120120 |
1540 |
1550 |
1499 |
1502 |
-46 |
1,869 |
23,822 |
+4 |
Jul12 |
120120 |
1552 |
1565 |
1514 |
1517 |
-46 |
618 |
31,118 |
-46 |
Sep12 |
120120 |
1564 |
1577 |
1528 |
1530 |
-45 |
506 |
24,091 |
+207 |
Dec12 |
120120 |
1577 |
1586 |
1540 |
1541 |
-43 |
571 |
17,273 |
+368 |
Mar13 |
120120 |
1583 |
1587 |
1546 |
1546 |
-42 |
220 |
10,135 |
+150 |
May13 |
120120 |
1596 |
1596 |
1551 |
1551 |
-40 |
115 |
4,749 |
+15 |
Total Volume and Open Interest |
8,317 |
181,815 |
+1,029 |
London Sugar(LCE) |
Mar12 |
120120 |
648.90 |
651.40 |
639.20 |
645.60 |
+4.00 |
2,140 |
29,223 |
+247 |
May12 |
120120 |
628.00 |
630.90 |
620.20 |
626.00 |
+4.60 |
555 |
14,718 |
+106 |
Aug12 |
120120 |
611.90 |
616.50 |
606.70 |
612.40 |
+3.90 |
318 |
13,924 |
+48 |
Oct12 |
120120 |
610.00 |
615.00 |
605.60 |
611.40 |
+2.90 |
330 |
4,982 |
+49 |
Dec12 |
120120 |
612.10 |
615.70 |
606.50 |
611.80 |
+2.30 |
263 |
1,954 |
-42 |
Total Volume and Open Interest |
3,845 |
66,479 |
+409 |
Cotton(ICE) |
Mar12 |
120120 |
98.00 |
98.70 |
97.41 |
98.60 |
+0.43 |
12,563 |
78,052 |
-875 |
May12 |
120120 |
97.96 |
98.68 |
97.44 |
98.63 |
+0.64 |
4,842 |
31,805 |
+487 |
Jul12 |
120120 |
97.16 |
98.34 |
97.01 |
98.27 |
+0.70 |
2,342 |
29,166 |
+829 |
Oct12 |
120120 |
96.23 |
96.88 |
96.23 |
96.88 |
+0.35 |
1 |
89 |
+0 |
Dec12 |
120120 |
93.05 |
94.00 |
92.90 |
93.91 |
+0.64 |
575 |
15,422 |
+369 |
Mar13 |
120120 |
94.46 |
94.46 |
94.46 |
94.46 |
+0.52 |
0 |
478 |
+0 |
Total Volume and Open Interest |
20,323 |
155,972 |
+810 |
Lumber(CME) |
Mar12 |
120120 |
239.5 |
241.5 |
235.6 |
240.3 |
-0.9 |
334 |
6,162 |
+1 |
May12 |
120120 |
254.5 |
257.0 |
251.5 |
257.0 |
+0.7 |
134 |
2,050 |
+43 |
Jul12 |
120120 |
264.6 |
267.0 |
263.0 |
265.4 |
-0.4 |
15 |
657 |
+2 |
Sep12 |
120120 |
269.5 |
272.0 |
269.5 |
271.0 |
-1.0 |
2 |
253 |
+1 |
Total Volume and Open Interest |
485 |
9,155 |
+47 |
Crude Oil(NYM) |
Feb12 |
120120 |
100.39 |
100.74 |
97.91 |
98.46 |
-1.93 |
269,387 |
55,277 |
-23,062 |
Mar12 |
120120 |
100.48 |
100.91 |
98.02 |
98.33 |
-2.21 |
192,482 |
299,541 |
+1,980 |
Apr12 |
120120 |
100.81 |
101.17 |
98.33 |
98.65 |
-2.15 |
49,692 |
87,611 |
+675 |
May12 |
120120 |
101.20 |
101.50 |
98.66 |
99.02 |
-2.10 |
34,967 |
86,288 |
-2,297 |
Jun12 |
120120 |
101.44 |
101.76 |
99.00 |
99.34 |
-2.04 |
45,818 |
98,923 |
+4,264 |
Jul12 |
120120 |
101.75 |
101.84 |
99.30 |
99.55 |
-1.97 |
8,650 |
49,411 |
+2,456 |
Aug12 |
120120 |
100.40 |
100.40 |
99.38 |
99.62 |
-1.90 |
6,203 |
37,641 |
+574 |
Sep12 |
120120 |
101.25 |
101.25 |
99.43 |
99.61 |
-1.83 |
10,605 |
35,494 |
+256 |
Oct12 |
120120 |
101.40 |
101.40 |
99.41 |
99.57 |
-1.76 |
4,265 |
33,388 |
+115 |
Nov12 |
120120 |
99.85 |
99.94 |
99.30 |
99.53 |
-1.69 |
3,235 |
31,775 |
-86 |
Dec12 |
120120 |
101.11 |
101.48 |
99.14 |
99.48 |
-1.63 |
40,672 |
188,613 |
-83 |
Jan13 |
120120 |
100.05 |
100.06 |
98.94 |
99.26 |
-1.58 |
2,756 |
30,589 |
+118 |
Feb13 |
120120 |
99.02 |
99.02 |
99.02 |
99.02 |
-1.55 |
1,470 |
16,068 |
+203 |
Mar13 |
120120 |
98.32 |
98.76 |
98.32 |
98.76 |
-1.52 |
930 |
14,432 |
-74 |
Apr13 |
120120 |
98.48 |
98.48 |
98.48 |
98.48 |
-1.49 |
625 |
6,688 |
-21 |
May13 |
120120 |
98.20 |
98.20 |
98.20 |
98.20 |
-1.46 |
374 |
7,220 |
-28 |
Total Volume and Open Interest |
706,898 |
1,368,853 |
-12,188 |
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 |
120120 |
100.575 |
100.925 |
98.025 |
98.325 |
-2.225 |
3,326 |
1,290 |
+436 |
Apr12 |
120120 |
100.900 |
101.125 |
98.350 |
98.650 |
-2.150 |
117 |
220 |
+18 |
May12 |
120120 |
99.200 |
99.775 |
99.025 |
99.025 |
-2.100 |
4 |
37 |
+1 |
Jun12 |
120120 |
99.600 |
99.775 |
99.350 |
99.350 |
-2.025 |
1 |
19 |
+0 |
Jul12 |
120120 |
99.450 |
99.550 |
99.450 |
99.550 |
-1.975 |
1 |
9 |
+1 |
Aug12 |
120120 |
99.550 |
99.625 |
99.550 |
99.625 |
-1.900 |
0 |
5 |
+0 |
Sep12 |
120120 |
99.600 |
99.600 |
99.600 |
99.600 |
-1.850 |
0 |
1 |
+0 |
Oct12 |
120120 |
99.575 |
99.575 |
99.575 |
99.575 |
-1.750 |
0 |
9 |
+0 |
Total Volume and Open Interest |
8,691 |
3,041 |
+371 |
Heating Oil(NYM) |
Feb12 |
120120 |
304.00 |
304.69 |
298.59 |
298.84 |
-4.76 |
78,248 |
52,967 |
-4,690 |
Mar12 |
120120 |
303.53 |
304.39 |
298.15 |
298.48 |
-4.87 |
66,805 |
63,694 |
+634 |
Apr12 |
120120 |
302.37 |
302.81 |
296.89 |
297.20 |
-4.75 |
29,002 |
28,734 |
-334 |
May12 |
120120 |
300.65 |
300.65 |
295.42 |
295.50 |
-4.69 |
25,578 |
24,949 |
+1,578 |
Jun12 |
120120 |
299.74 |
299.74 |
294.25 |
294.60 |
-4.69 |
29,740 |
42,031 |
-526 |
Jul12 |
120120 |
299.22 |
299.26 |
294.85 |
294.85 |
-4.62 |
3,056 |
11,367 |
-240 |
Aug12 |
120120 |
297.88 |
300.02 |
295.20 |
295.40 |
-4.47 |
2,102 |
4,280 |
-212 |
Sep12 |
120120 |
300.16 |
300.80 |
295.97 |
296.18 |
-4.31 |
1,657 |
10,368 |
+170 |
Oct12 |
120120 |
299.22 |
301.60 |
296.98 |
296.98 |
-4.26 |
162 |
3,373 |
+0 |
Nov12 |
120120 |
300.07 |
302.35 |
297.51 |
297.73 |
-4.21 |
182 |
2,238 |
+28 |
Dec12 |
120120 |
303.20 |
303.20 |
298.18 |
298.46 |
-4.18 |
4,206 |
21,176 |
-1,421 |
Jan13 |
120120 |
299.51 |
303.63 |
299.01 |
299.01 |
-4.08 |
111 |
3,113 |
-64 |
Total Volume and Open Interest |
240,958 |
269,528 |
-5,014 |
Gasoline(NYMEX) |
Feb12 |
120120 |
282.15 |
283.00 |
276.27 |
278.44 |
-3.14 |
56,616 |
46,915 |
-6,608 |
Mar12 |
120120 |
282.65 |
283.58 |
277.14 |
279.03 |
-3.25 |
60,475 |
83,702 |
+5,890 |
Apr12 |
120120 |
295.66 |
295.82 |
290.59 |
292.42 |
-2.93 |
32,584 |
39,104 |
+2,107 |
May12 |
120120 |
293.74 |
294.52 |
289.50 |
291.28 |
-2.95 |
21,112 |
32,257 |
-530 |
Jun12 |
120120 |
291.37 |
292.00 |
286.80 |
288.43 |
-2.97 |
20,907 |
36,498 |
+1,597 |
Jul12 |
120120 |
287.93 |
289.04 |
283.57 |
284.90 |
-3.03 |
11,870 |
17,586 |
+812 |
Aug12 |
120120 |
283.29 |
283.29 |
281.13 |
281.32 |
-3.06 |
6,281 |
12,452 |
+530 |
Sep12 |
120120 |
277.86 |
278.43 |
277.40 |
277.54 |
-3.11 |
4,913 |
10,684 |
+495 |
Oct12 |
120120 |
263.07 |
265.08 |
263.07 |
264.05 |
-3.15 |
1,801 |
7,904 |
+167 |
Nov12 |
120120 |
260.23 |
260.71 |
260.23 |
260.71 |
-3.17 |
1,288 |
3,982 |
+24 |
Total Volume and Open Interest |
220,074 |
312,376 |
+4,850 |
e-miNY RBOB Gasoline(NYM) |
Feb12 |
120120 |
278.40 |
278.44 |
278.40 |
278.40 |
-3.20 |
0 |
2 |
+0 |
Mar12 |
120120 |
279.00 |
279.03 |
279.00 |
279.00 |
-3.30 |
|
|
|
Apr12 |
120120 |
292.40 |
292.42 |
292.40 |
292.40 |
-3.00 |
|
|
|
May12 |
120120 |
291.30 |
291.30 |
291.28 |
291.30 |
-2.90 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Feb12 |
120120 |
2.306 |
2.367 |
2.283 |
2.343 |
+0.021 |
127,932 |
89,567 |
-9,217 |
Mar12 |
120120 |
2.349 |
2.416 |
2.330 |
2.392 |
+0.029 |
79,112 |
313,982 |
+3,560 |
Apr12 |
120120 |
2.465 |
2.551 |
2.445 |
2.525 |
+0.041 |
53,835 |
146,914 |
+1,541 |
May12 |
120120 |
2.538 |
2.639 |
2.537 |
2.612 |
+0.050 |
40,813 |
92,245 |
+4,704 |
Jun12 |
120120 |
2.600 |
2.705 |
2.590 |
2.679 |
+0.060 |
18,255 |
41,884 |
-160 |
Jul12 |
120120 |
2.650 |
2.757 |
2.643 |
2.733 |
+0.062 |
14,690 |
51,887 |
+3,843 |
Aug12 |
120120 |
2.680 |
2.785 |
2.666 |
2.758 |
+0.062 |
6,632 |
22,509 |
+360 |
Sep12 |
120120 |
2.684 |
2.788 |
2.670 |
2.762 |
+0.062 |
7,730 |
38,639 |
+1,360 |
Oct12 |
120120 |
2.724 |
2.831 |
2.714 |
2.807 |
+0.064 |
22,347 |
79,603 |
-170 |
Nov12 |
120120 |
2.893 |
2.990 |
2.881 |
2.968 |
+0.059 |
6,981 |
35,379 |
-1,474 |
Dec12 |
120120 |
3.194 |
3.283 |
3.181 |
3.256 |
+0.045 |
6,720 |
31,714 |
+1,387 |
Jan13 |
120120 |
3.336 |
3.412 |
3.320 |
3.386 |
+0.034 |
14,605 |
51,825 |
+198 |
Feb13 |
120120 |
3.349 |
3.409 |
3.323 |
3.387 |
+0.037 |
1,227 |
11,660 |
+212 |
Mar13 |
120120 |
3.293 |
3.360 |
3.293 |
3.354 |
+0.034 |
1,240 |
21,835 |
+17 |
Apr13 |
120120 |
3.276 |
3.318 |
3.248 |
3.306 |
+0.030 |
4,598 |
30,715 |
+1,403 |
May13 |
120120 |
3.274 |
3.329 |
3.267 |
3.326 |
+0.028 |
342 |
5,051 |
+103 |
Total Volume and Open Interest |
410,955 |
1,143,789 |
+9,088 |
Brent Crude Oil(ICE) |
Mar12 |
120120 |
111.53 |
112.06 |
109.42 |
109.86 |
-1.69 |
213,897 |
226,367 |
-6,356 |
Apr12 |
120120 |
111.40 |
111.91 |
109.30 |
109.71 |
-1.71 |
93,719 |
119,405 |
+2,452 |
May12 |
120120 |
111.30 |
111.75 |
109.16 |
109.57 |
-1.67 |
52,742 |
63,564 |
+2,071 |
Jun12 |
120120 |
111.07 |
111.54 |
108.96 |
109.40 |
-1.62 |
70,298 |
80,622 |
-2,508 |
Jul12 |
120120 |
110.88 |
111.30 |
108.75 |
109.19 |
-1.59 |
15,857 |
33,747 |
+1,417 |
Aug12 |
120120 |
110.58 |
111.00 |
108.63 |
108.90 |
-1.57 |
8,335 |
37,158 |
+1,543 |
Sep12 |
120120 |
110.17 |
110.59 |
108.12 |
108.50 |
-1.55 |
9,210 |
45,333 |
-369 |
Oct12 |
120120 |
109.78 |
110.21 |
107.74 |
108.13 |
-1.53 |
6,116 |
24,792 |
+814 |
Nov12 |
120120 |
109.42 |
109.63 |
107.47 |
107.77 |
-1.51 |
4,486 |
17,124 |
+528 |
Dec12 |
120120 |
108.99 |
109.42 |
106.91 |
107.37 |
-1.48 |
34,553 |
109,753 |
+87 |
Jan13 |
120120 |
106.98 |
106.98 |
106.98 |
106.98 |
-1.46 |
965 |
13,013 |
-28 |
Feb13 |
120120 |
106.58 |
106.58 |
106.58 |
106.58 |
-1.44 |
651 |
8,156 |
+70 |
Mar13 |
120120 |
106.18 |
106.18 |
106.18 |
106.18 |
-1.42 |
367 |
5,418 |
+76 |
Apr13 |
120120 |
105.76 |
105.76 |
105.76 |
105.76 |
-1.41 |
55 |
2,955 |
+28 |
Total Volume and Open Interest |
523,776 |
953,665 |
+737 |
Gas Oil(ICE) |
Feb12 |
120120 |
947.00 |
949.00 |
931.50 |
933.00 |
-10.25 |
91,490 |
104,805 |
-17,016 |
Mar12 |
120120 |
949.00 |
951.25 |
933.25 |
934.50 |
-10.75 |
119,130 |
103,633 |
+5,261 |
Apr12 |
120120 |
948.25 |
950.25 |
932.25 |
933.50 |
-10.75 |
72,896 |
53,120 |
+1,600 |
May12 |
120120 |
947.25 |
947.75 |
930.25 |
931.00 |
-11.00 |
31,499 |
45,735 |
+2,075 |
Jun12 |
120120 |
945.50 |
945.75 |
928.50 |
929.50 |
-11.00 |
30,294 |
47,407 |
+3,035 |
Jul12 |
120120 |
943.00 |
944.00 |
929.50 |
929.50 |
-11.00 |
6,492 |
19,812 |
+605 |
Aug12 |
120120 |
942.50 |
944.25 |
930.00 |
930.00 |
-10.75 |
4,174 |
18,533 |
+681 |
Sep12 |
120120 |
942.00 |
943.75 |
929.75 |
929.75 |
-10.50 |
3,608 |
18,533 |
+682 |
Oct12 |
120120 |
940.75 |
942.25 |
928.75 |
928.75 |
-10.25 |
1,540 |
12,124 |
+32 |
Nov12 |
120120 |
939.00 |
939.75 |
927.25 |
927.25 |
-10.25 |
863 |
8,144 |
+119 |
Total Volume and Open Interest |
371,558 |
510,370 |
-2,941 |
Ethanol(CBOT) |
Jan12 |
120105 |
2.195 |
2.195 |
2.185 |
2.185 |
-0.043 |
48 |
65 |
-37 |
Feb12 |
120120 |
2.125 |
2.135 |
2.117 |
2.132 |
+0.001 |
111 |
656 |
-58 |
Mar12 |
120120 |
2.140 |
2.155 |
2.137 |
2.152 |
+0.001 |
117 |
1,031 |
-77 |
Apr12 |
120120 |
2.163 |
2.174 |
2.155 |
2.173 |
+0.004 |
114 |
846 |
+12 |
May12 |
120120 |
2.180 |
2.197 |
2.179 |
2.196 |
+0.009 |
123 |
968 |
+14 |
Jun12 |
120120 |
2.202 |
2.210 |
2.195 |
2.210 |
+0.008 |
70 |
815 |
-9 |
Jul12 |
120120 |
2.201 |
2.225 |
2.200 |
2.220 |
+0.002 |
25 |
1,466 |
+17 |
Aug12 |
120120 |
2.214 |
2.220 |
2.208 |
2.216 |
+0.001 |
20 |
881 |
+11 |
Total Volume and Open Interest |
769 |
10,039 |
-31 |
WTI Crude Oil(ICE) |
Mar12 |
120120 |
100.62 |
100.90 |
98.02 |
98.33 |
-2.21 |
70,871 |
57,028 |
+2,334 |
Apr12 |
120120 |
100.87 |
101.07 |
98.36 |
98.65 |
-2.15 |
17,966 |
28,423 |
+1,890 |
May12 |
120120 |
101.27 |
101.45 |
98.77 |
99.02 |
-2.10 |
8,010 |
14,796 |
+83 |
Jun12 |
120120 |
100.99 |
101.02 |
99.06 |
99.34 |
-2.04 |
18,405 |
40,609 |
+1,416 |
Jul12 |
120120 |
100.84 |
100.84 |
99.42 |
99.55 |
-1.97 |
4,819 |
13,848 |
-384 |
Aug12 |
120120 |
100.86 |
100.86 |
99.42 |
99.62 |
-1.90 |
2,633 |
13,500 |
+329 |
Sep12 |
120120 |
100.61 |
100.61 |
99.22 |
99.61 |
-1.83 |
3,340 |
12,426 |
-451 |
Oct12 |
120120 |
100.66 |
100.66 |
99.18 |
99.57 |
-1.76 |
1,783 |
7,769 |
+419 |
Nov12 |
120120 |
100.36 |
100.36 |
99.35 |
99.53 |
-1.69 |
1,051 |
7,535 |
+190 |
Dec12 |
120120 |
101.33 |
101.33 |
99.10 |
99.48 |
-1.63 |
14,903 |
54,226 |
+725 |
Jan13 |
120120 |
99.26 |
99.26 |
99.26 |
99.26 |
-1.58 |
344 |
4,535 |
+128 |
Feb13 |
120120 |
99.02 |
99.02 |
99.02 |
99.02 |
-1.55 |
155 |
1,298 |
+131 |
Mar13 |
120120 |
98.76 |
98.76 |
98.76 |
98.76 |
-1.52 |
0 |
1,770 |
+0 |
Apr13 |
120120 |
98.48 |
98.48 |
98.48 |
98.48 |
-1.49 |
0 |
427 |
+0 |
May13 |
120120 |
98.20 |
98.20 |
98.20 |
98.20 |
-1.46 |
0 |
571 |
+0 |
Jun13 |
120120 |
98.60 |
98.60 |
97.78 |
97.92 |
-1.45 |
311 |
16,217 |
+20 |
Total Volume and Open Interest |
188,881 |
362,662 |
+618 |
US Dollar Index(ICE) |
Mar12 |
120120 |
80.275 |
80.635 |
80.185 |
80.405 |
unch |
22,227 |
66,372 |
-1,550 |
Jun12 |
120120 |
80.685 |
80.855 |
80.685 |
80.855 |
-0.040 |
1 |
562 |
+1 |
Sep12 |
120120 |
81.455 |
81.455 |
81.455 |
81.455 |
-0.040 |
|
|
|
Total Volume and Open Interest |
22,228 |
66,934 |
-1,549 |
Australian Dollar(CME) |
Mar12 |
120120 |
103.50 |
104.25 |
103.15 |
104.09 |
+0.76 |
127,540 |
136,255 |
+1,268 |
Jun12 |
120120 |
102.46 |
103.19 |
102.39 |
103.14 |
+0.75 |
3 |
216 |
+0 |
Sep12 |
120120 |
102.27 |
102.27 |
101.53 |
102.27 |
+0.74 |
0 |
110 |
+0 |
Total Volume and Open Interest |
127,543 |
136,589 |
+1,268 |
British Pound(CME) |
Mar12 |
120120 |
154.82 |
155.71 |
154.43 |
155.32 |
+0.72 |
88,968 |
206,450 |
-4,790 |
Jun12 |
120120 |
154.39 |
155.51 |
154.39 |
155.18 |
+0.73 |
25 |
177 |
+5 |
Sep12 |
120120 |
155.04 |
155.04 |
154.31 |
155.04 |
+0.73 |
2 |
3 |
+0 |
Total Volume and Open Interest |
88,995 |
206,633 |
-4,785 |
Canadian Dollar(CME) |
Mar12 |
120120 |
98.75 |
98.77 |
98.27 |
98.50 |
-0.21 |
65,125 |
118,069 |
+16 |
Jun12 |
120120 |
98.42 |
98.52 |
98.15 |
98.30 |
-0.22 |
91 |
3,112 |
-3 |
Sep12 |
120120 |
98.10 |
98.33 |
98.10 |
98.12 |
-0.21 |
3 |
1,432 |
+2 |
Dec12 |
120120 |
97.82 |
98.15 |
97.81 |
97.94 |
-0.21 |
7 |
477 |
+6 |
Total Volume and Open Interest |
65,226 |
123,122 |
+21 |
Japanese Yen(CME) |
Mar12 |
120120 |
129.75 |
130.10 |
129.43 |
129.98 |
+0.31 |
59,439 |
167,625 |
-63 |
Jun12 |
120120 |
129.87 |
130.23 |
129.69 |
130.15 |
+0.31 |
73 |
413 |
+45 |
Sep12 |
120120 |
130.38 |
130.38 |
130.06 |
130.38 |
+0.32 |
0 |
13 |
+0 |
Total Volume and Open Interest |
59,512 |
168,052 |
-18 |
Swiss Franc(CME) |
Mar12 |
120120 |
107.31 |
107.55 |
106.80 |
106.99 |
-0.16 |
35,037 |
40,422 |
-1,103 |
Jun12 |
120120 |
107.36 |
107.36 |
107.18 |
107.18 |
-0.16 |
3 |
48 |
+1 |
Sep12 |
120120 |
107.43 |
107.59 |
107.43 |
107.43 |
-0.16 |
0 |
4 |
+0 |
Total Volume and Open Interest |
35,040 |
40,475 |
-1,102 |
EuroFX(CME) |
Mar12 |
120120 |
129.69 |
129.89 |
128.89 |
129.25 |
-0.12 |
353,752 |
303,769 |
+5,855 |
Jun12 |
120120 |
129.76 |
129.94 |
129.07 |
129.33 |
-0.12 |
484 |
3,264 |
+293 |
Sep12 |
120120 |
129.45 |
129.56 |
129.45 |
129.45 |
-0.11 |
7 |
62 |
+7 |
Total Volume and Open Interest |
354,246 |
307,115 |
+6,153 |
Mexican Peso(CME) |
Feb12 |
120120 |
756.5 |
756.5 |
753.2 |
756.5 |
+3.2 |
0 |
2,575 |
+0 |
Mar12 |
120120 |
753.5 |
756.0 |
748.8 |
754.5 |
+3.2 |
37,266 |
129,297 |
+1,836 |
Total Volume and Open Interest |
37,266 |
132,229 |
+1,836 |
Brazilian Real(CME) |
Feb12 |
120120 |
567.30 |
567.55 |
567.30 |
567.30 |
+5.00 |
0 |
734 |
+0 |
Mar12 |
120120 |
561.80 |
563.80 |
560.15 |
563.80 |
+4.80 |
187 |
3,167 |
-84 |
Apr12 |
120120 |
560.55 |
560.55 |
560.55 |
560.55 |
+4.80 |
|
|
|
May12 |
120120 |
557.35 |
557.35 |
557.35 |
557.35 |
+4.80 |
|
|
|
Total Volume and Open Interest |
187 |
17,517 |
-84 |
30-Year T-Bonds(CBOT) |
Mar12 |
120120 |
142~230 |
143~000 |
141~240 |
141~280 |
-0~300 |
267,359 |
633,013 |
-6,716 |
Jun12 |
120120 |
141~130 |
141~170 |
140~120 |
140~140 |
-0~300 |
420 |
1,860 |
+204 |
Sep12 |
120120 |
139~100 |
139~300 |
139~100 |
139~100 |
-0~200 |
|
|
|
Total Volume and Open Interest |
267,779 |
634,873 |
-6,512 |
10-Year T-Notes(CBOT) |
Mar12 |
120120 |
130~210 |
130~265 |
130~070 |
130~085 |
-0~140 |
869,777 |
1,676,781 |
-10,054 |
Jun12 |
120120 |
130~055 |
130~140 |
129~300 |
129~310 |
-0~150 |
240 |
1,730 |
+172 |
Sep12 |
120120 |
129~040 |
129~190 |
129~040 |
129~040 |
-0~150 |
|
|
|
Total Volume and Open Interest |
870,017 |
1,678,511 |
-9,882 |
5-Year T-Notes(CBOT) |
Mar12 |
120120 |
123~034 |
123~047 |
123~013 |
123~016 |
-0~022 |
400,270 |
1,419,170 |
-5,861 |
Jun12 |
120120 |
122~120 |
123~014 |
122~120 |
122~120 |
-0~022 |
345 |
427 |
+258 |
Sep12 |
120120 |
122~016 |
122~038 |
122~016 |
122~016 |
-0~022 |
|
|
|
Total Volume and Open Interest |
400,615 |
1,419,597 |
-5,603 |
2 Year T-Notes(CBOT) |
Mar12 |
120120 |
110~041 |
110~044 |
110~038 |
110~039 |
-0~002 |
105,764 |
802,642 |
+15,235 |
Jun12 |
120120 |
110~027 |
110~030 |
110~027 |
110~027 |
-0~003 |
356 |
355 |
+350 |
Sep12 |
120120 |
109~093 |
109~096 |
109~093 |
109~093 |
-0~003 |
|
|
|
Total Volume and Open Interest |
106,120 |
802,997 |
+15,585 |
Eurodollars(CME) |
Mar12 |
120120 |
99.495 |
99.505 |
99.480 |
99.495 |
unch |
244,846 |
971,182 |
+15,769 |
Jun12 |
120120 |
99.465 |
99.485 |
99.455 |
99.465 |
unch |
227,367 |
934,338 |
-17,449 |
Sep12 |
120120 |
99.440 |
99.465 |
99.430 |
99.440 |
-0.005 |
151,801 |
689,797 |
-12,030 |
Dec12 |
120120 |
99.420 |
99.445 |
99.415 |
99.420 |
-0.010 |
145,949 |
798,348 |
+7,144 |
Mar13 |
120120 |
99.415 |
99.440 |
99.405 |
99.410 |
-0.015 |
140,473 |
771,985 |
+9,093 |
Jun13 |
120120 |
99.400 |
99.415 |
99.380 |
99.380 |
-0.025 |
108,638 |
608,273 |
-1,786 |
Sep13 |
120120 |
99.360 |
99.375 |
99.335 |
99.335 |
-0.030 |
100,864 |
561,270 |
+2,955 |
Dec13 |
120120 |
99.290 |
99.310 |
99.265 |
99.265 |
-0.030 |
137,382 |
536,368 |
+10,161 |
Mar14 |
120120 |
99.205 |
99.225 |
99.170 |
99.175 |
-0.030 |
79,051 |
403,800 |
+2,467 |
Jun14 |
120120 |
99.070 |
99.095 |
99.035 |
99.045 |
-0.030 |
57,831 |
317,026 |
+721 |
Sep14 |
120120 |
98.920 |
98.945 |
98.880 |
98.890 |
-0.035 |
41,225 |
203,480 |
-760 |
Dec14 |
120120 |
98.745 |
98.775 |
98.705 |
98.710 |
-0.045 |
46,067 |
236,395 |
-489 |
Mar15 |
120120 |
98.570 |
98.605 |
98.530 |
98.535 |
-0.050 |
48,293 |
167,035 |
-7,956 |
Jun15 |
120120 |
0.096 |
0.121 |
0.046 |
0.046 |
-0.060 |
28,141 |
109,106 |
+1,287 |
Sep15 |
120120 |
6.460 |
6.500 |
6.410 |
6.415 |
-0.065 |
19,565 |
81,175 |
+77 |
Dec15 |
120120 |
6.290 |
6.315 |
6.220 |
6.225 |
-0.070 |
17,548 |
84,383 |
+959 |
Mar16 |
120120 |
6.130 |
6.165 |
6.065 |
6.070 |
-0.075 |
10,171 |
51,207 |
-178 |
Jun16 |
120120 |
5.980 |
6.010 |
5.910 |
5.915 |
-0.075 |
8,248 |
44,090 |
+686 |
Total Volume and Open Interest |
1,649,374 |
7,774,141 |
+22,585 |
30 Day Federal Funds(CBOT) |
Jan12 |
120120 |
99.918 |
99.920 |
99.915 |
99.918 |
-0.002 |
1,531 |
66,658 |
-434 |
Feb12 |
120120 |
99.915 |
99.915 |
99.900 |
99.915 |
unch |
2,573 |
54,567 |
+685 |
Mar12 |
120120 |
99.910 |
99.915 |
99.900 |
99.910 |
unch |
1,877 |
34,863 |
+141 |
Apr12 |
120120 |
99.905 |
99.905 |
99.895 |
99.905 |
unch |
1,772 |
37,256 |
+229 |
May12 |
120120 |
99.905 |
99.905 |
99.895 |
99.905 |
unch |
1,290 |
44,690 |
+532 |
Jun12 |
120120 |
99.905 |
99.905 |
99.895 |
99.905 |
unch |
1,324 |
31,993 |
-717 |
Total Volume and Open Interest |
17,364 |
522,230 |
+1,550 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120120 |
99.662 |
99.662 |
99.662 |
99.662 |
+0.007 |
0 |
40 |
+0 |
Jun12 |
120120 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.007 |
|
|
|
Sep12 |
120120 |
99.668 |
99.668 |
99.668 |
99.668 |
+0.007 |
|
|
|
Dec12 |
120120 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.007 |
|
|
|
Mar13 |
120120 |
99.660 |
99.660 |
99.660 |
99.660 |
+0.010 |
|
|
|
Jun13 |
120120 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.005 |
|
|
|
Sep13 |
120120 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.005 |
|
|
|
Dec13 |
120120 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.005 |
|
|
|
Mar14 |
120120 |
99.505 |
99.505 |
99.505 |
99.505 |
+0.005 |
|
|
|
Jun14 |
120120 |
99.365 |
99.365 |
99.365 |
99.365 |
+0.005 |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120120 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.01 |
0 |
1,949 |
+0 |
Jun12 |
120120 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
1,440 |
+0 |
Sep12 |
120120 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
711 |
+0 |
Dec12 |
120120 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
115 |
+0 |
Mar13 |
120120 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.01 |
2 |
133 |
+2 |
Jun13 |
120120 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
208 |
+0 |
Sep13 |
120120 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
325 |
+0 |
Dec13 |
120120 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
2 |
265 |
+2 |
Total Volume and Open Interest |
4 |
5,146 |
+4 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120120 |
142.56 |
142.58 |
142.34 |
142.39 |
-0.17 |
2,630 |
26,084 |
-219 |
Jun12 |
120120 |
141.55 |
141.55 |
141.55 |
141.55 |
+0.05 |
0 |
2 |
+0 |
Sep12 |
120120 |
139.46 |
139.46 |
139.46 |
139.46 |
+0.05 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,630 |
26,095 |
-219 |
Euro-Bund(EUREX) |
Mar12 |
120120 |
138.89 |
138.99 |
137.86 |
138.12 |
-0.84 |
623,983 |
892,208 |
+3,946 |
Jun12 |
120120 |
136.84 |
137.10 |
136.22 |
136.39 |
-0.86 |
78 |
2,901 |
+27 |
Sep12 |
120120 |
136.32 |
136.32 |
136.32 |
136.32 |
-0.84 |
341 |
1 |
+1 |
Total Volume and Open Interest |
624,402 |
895,110 |
+3,974 |
Euro-Bobl(EUREX) |
Mar12 |
120120 |
124.92 |
125.04 |
124.57 |
124.69 |
-0.29 |
338,344 |
686,885 |
-2,712 |
Jun12 |
120120 |
123.10 |
123.10 |
123.10 |
123.10 |
-0.28 |
9 |
59 |
+9 |
Sep12 |
120120 |
123.09 |
123.09 |
123.09 |
123.09 |
-0.29 |
|
|
|
Total Volume and Open Interest |
338,353 |
686,944 |
-2,703 |
3-Mth Euribor(EUREX) |
Mar12 |
120120 |
99.065 |
99.070 |
99.065 |
99.070 |
+0.035 |
0 |
1,659 |
+0 |
Jun12 |
120120 |
99.185 |
99.185 |
99.185 |
99.185 |
+0.035 |
1 |
1,200 |
+1 |
Sep12 |
120120 |
99.195 |
99.210 |
99.195 |
99.210 |
+0.035 |
0 |
873 |
+0 |
Total Volume and Open Interest |
5 |
6,082 |
-3 |
Long Gilt(LIFFE) |
Mar12 |
120120 |
116~06 |
116~16 |
115~17 |
115~25 |
-0~17 |
130,763 |
355,237 |
+8,119 |
Jun12 |
120120 |
114~25 |
114~25 |
114~25 |
114~25 |
-0~17 |
0 |
89 |
+0 |
Total Volume and Open Interest |
130,763 |
355,326 |
+8,119 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120120 |
98.96 |
98.97 |
98.95 |
98.97 |
+0.01 |
88,118 |
341,856 |
+5,724 |
Jun12 |
120120 |
99.02 |
99.04 |
99.01 |
99.03 |
+0.01 |
71,592 |
250,695 |
-4,839 |
Sep12 |
120120 |
99.05 |
99.08 |
99.05 |
99.07 |
+0.02 |
73,954 |
311,029 |
+565 |
Dec12 |
120120 |
99.06 |
99.10 |
99.05 |
99.07 |
+0.01 |
62,443 |
228,614 |
+4,176 |
Mar13 |
120120 |
99.07 |
99.11 |
99.05 |
99.07 |
unch |
59,006 |
290,025 |
-3,603 |
Jun13 |
120120 |
99.03 |
99.08 |
99.01 |
99.03 |
-0.01 |
45,625 |
234,277 |
-11,707 |
Total Volume and Open Interest |
498,690 |
2,150,605 |
+7,425 |
3-Mth Euribor(LIFFE) |
Mar12 |
120120 |
99.035 |
99.095 |
99.030 |
99.070 |
+0.035 |
104,146 |
547,609 |
+4,406 |
Jun12 |
120120 |
99.150 |
99.195 |
99.145 |
99.185 |
+0.035 |
99,040 |
501,962 |
+4,674 |
Sep12 |
120120 |
99.175 |
99.225 |
99.165 |
99.210 |
+0.035 |
80,812 |
459,825 |
+753 |
Total Volume and Open Interest |
628,888 |
3,342,147 |
+893 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120120 |
95.88 |
95.88 |
95.83 |
95.86 |
-0.02 |
24,711 |
227,658 |
-1,504 |
Jun12 |
120120 |
96.25 |
96.27 |
96.17 |
96.20 |
-0.05 |
22,245 |
173,309 |
-4,707 |
Sep12 |
120120 |
96.38 |
96.39 |
96.29 |
96.33 |
-0.05 |
10,316 |
118,434 |
-759 |
Dec12 |
120120 |
96.36 |
96.36 |
96.26 |
96.30 |
-0.05 |
6,269 |
78,014 |
-1,847 |
Mar13 |
120120 |
96.29 |
96.29 |
96.22 |
96.24 |
-0.05 |
3,007 |
51,948 |
+618 |
Jun13 |
120120 |
96.24 |
96.24 |
96.16 |
96.17 |
-0.06 |
1,106 |
51,804 |
+122 |
Sep13 |
120120 |
96.15 |
96.15 |
96.10 |
96.10 |
-0.06 |
618 |
30,920 |
+67 |
Dec13 |
120120 |
96.10 |
96.10 |
96.03 |
96.03 |
-0.06 |
258 |
23,386 |
+64 |
Mar14 |
120120 |
95.95 |
95.99 |
95.95 |
95.98 |
-0.05 |
34 |
2,396 |
-3 |
Jun14 |
120120 |
95.90 |
95.91 |
95.89 |
95.90 |
-0.05 |
0 |
586 |
+0 |
Total Volume and Open Interest |
68,564 |
758,618 |
-7,949 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120120 |
96.21 |
96.22 |
96.11 |
96.12 |
-0.08 |
34,270 |
350,449 |
-6,151 |
Jun12 |
120120 |
96.12 |
96.12 |
96.12 |
96.12 |
-0.08 |
|
|
|
Total Volume and Open Interest |
34,270 |
350,449 |
-6,151 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120120 |
96.84 |
96.85 |
96.74 |
96.77 |
-0.07 |
137,008 |
448,426 |
+22,507 |
Jun12 |
120120 |
96.77 |
96.77 |
96.77 |
96.77 |
-0.07 |
|
|
|
Total Volume and Open Interest |
137,008 |
448,426 |
+22,507 |
Gold(CMX) |
Feb12 |
120120 |
1657.0 |
1667.3 |
1645.2 |
1664.0 |
+9.5 |
157,218 |
160,113 |
-4,124 |
Apr12 |
120120 |
1659.8 |
1670.0 |
1648.0 |
1666.8 |
+9.6 |
18,636 |
104,461 |
+7,574 |
Jun12 |
120120 |
1660.5 |
1672.5 |
1651.4 |
1669.7 |
+9.6 |
6,073 |
44,506 |
+1,851 |
Aug12 |
120120 |
1662.6 |
1674.8 |
1656.8 |
1672.1 |
+9.6 |
1,182 |
16,161 |
+88 |
Oct12 |
120120 |
1674.3 |
1675.8 |
1672.8 |
1674.5 |
+9.7 |
217 |
11,723 |
+22 |
Dec12 |
120120 |
1669.4 |
1679.5 |
1659.4 |
1676.9 |
+9.7 |
1,003 |
30,268 |
-110 |
Feb13 |
120120 |
1672.7 |
1680.3 |
1666.4 |
1679.0 |
+9.7 |
716 |
9,627 |
+241 |
Apr13 |
120120 |
1681.3 |
1681.3 |
1681.3 |
1681.3 |
+9.8 |
0 |
2,462 |
+0 |
Jun13 |
120120 |
1683.9 |
1683.9 |
1683.9 |
1683.9 |
+9.6 |
105 |
11,215 |
+5 |
Aug13 |
120120 |
1686.7 |
1686.7 |
1686.7 |
1686.7 |
+9.6 |
0 |
155 |
+0 |
Oct13 |
120120 |
1689.9 |
1689.9 |
1689.9 |
1689.9 |
+9.6 |
|
|
|
Dec13 |
120120 |
1680.5 |
1695.8 |
1678.5 |
1693.3 |
+9.6 |
77 |
11,147 |
+6 |
Total Volume and Open Interest |
185,390 |
438,390 |
+5,552 |
Silver(CMX) |
Mar12 |
120120 |
3061.0 |
3221.0 |
3028.0 |
3167.5 |
+116.6 |
42,425 |
53,240 |
-1,209 |
May12 |
120120 |
3062.0 |
3226.0 |
3037.0 |
3172.7 |
+116.7 |
1,652 |
10,820 |
+323 |
Jul12 |
120120 |
3056.0 |
3222.0 |
3056.0 |
3176.5 |
+116.8 |
693 |
4,514 |
-421 |
Sep12 |
120120 |
3178.5 |
3222.0 |
3178.5 |
3178.9 |
+117.0 |
207 |
2,781 |
+33 |
Dec12 |
120120 |
3073.5 |
3235.5 |
3049.0 |
3182.0 |
+116.8 |
481 |
14,104 |
+279 |
Mar13 |
120120 |
3181.6 |
3181.6 |
3181.6 |
3181.6 |
+116.8 |
38 |
1,343 |
+38 |
May13 |
120120 |
3180.1 |
3180.1 |
3180.1 |
3180.1 |
+116.8 |
0 |
1,085 |
+0 |
Total Volume and Open Interest |
45,895 |
102,870 |
-798 |
Platinum(NYMEX) |
Jan12 |
120120 |
1530.3 |
1530.3 |
1530.3 |
1530.3 |
+14.3 |
0 |
87 |
-1 |
Apr12 |
120120 |
1524.0 |
1539.0 |
1506.5 |
1532.3 |
+14.3 |
6,690 |
42,284 |
-37 |
Jul12 |
120120 |
1512.0 |
1535.7 |
1512.0 |
1535.6 |
+14.6 |
46 |
1,350 |
+37 |
Oct12 |
120120 |
1539.2 |
1539.2 |
1539.2 |
1539.2 |
+14.6 |
0 |
126 |
+0 |
Total Volume and Open Interest |
6,736 |
43,848 |
-1 |
Palladium(NYMEX) |
Mar12 |
120120 |
20.64 |
24.14 |
8.54 |
20.34 |
-2.70 |
4,388 |
16,860 |
+77 |
Jun12 |
120120 |
18.69 |
21.99 |
18.69 |
21.99 |
-2.70 |
12 |
604 |
+10 |
Sep12 |
120120 |
23.04 |
23.24 |
23.04 |
23.24 |
-2.70 |
4 |
145 |
+4 |
Total Volume and Open Interest |
4,404 |
17,609 |
+91 |
Copper(CMX) |
Mar12 |
120120 |
381.20 |
383.40 |
373.10 |
374.50 |
-5.55 |
45,255 |
72,785 |
-297 |
May12 |
120120 |
381.30 |
384.00 |
374.30 |
375.55 |
-5.50 |
6,790 |
25,350 |
+2,861 |
Jul12 |
120120 |
381.00 |
381.00 |
376.45 |
376.45 |
-5.55 |
2,068 |
18,184 |
+656 |
Sep12 |
120120 |
379.95 |
379.95 |
376.85 |
377.05 |
-5.50 |
370 |
3,812 |
+37 |
Dec12 |
120120 |
382.15 |
382.15 |
377.60 |
377.60 |
-5.45 |
184 |
5,430 |
+50 |
Total Volume and Open Interest |
55,083 |
135,789 |
+3,332 |
DJIA Index(CBOT) |
Mar12 |
120120 |
12585 |
12665 |
12558 |
12654 |
+67 |
259 |
11,140 |
-4 |
Jun12 |
120120 |
12575 |
12584 |
12575 |
12584 |
+67 |
0 |
282 |
+0 |
Sep12 |
120120 |
12521 |
12521 |
12454 |
12521 |
+67 |
|
|
|
Dec12 |
120120 |
12444 |
12444 |
12377 |
12444 |
+67 |
|
|
|
Total Volume and Open Interest |
259 |
11,422 |
-4 |
E-mini DJIA Index(CBOT) |
Mar12 |
120120 |
12594 |
12668 |
12553 |
12654 |
+67 |
99,402 |
104,839 |
+3,162 |
Jun12 |
120120 |
12500 |
12584 |
12490 |
12584 |
+67 |
29 |
65 |
-19 |
Sep12 |
120120 |
12521 |
12521 |
12521 |
12521 |
+67 |
0 |
10 |
+0 |
Dec12 |
120120 |
12444 |
12444 |
12444 |
12444 |
+67 |
|
|
|
Total Volume and Open Interest |
99,431 |
104,914 |
+3,143 |
S & P 500(CME) |
Mar12 |
120120 |
1309.90 |
1311.50 |
1304.70 |
1310.80 |
+0.40 |
18,735 |
248,592 |
+10,801 |
Jun12 |
120120 |
1305.20 |
1306.30 |
1299.80 |
1305.20 |
+0.40 |
90 |
2,730 |
+20 |
Sep12 |
120120 |
1296.00 |
1300.50 |
1294.00 |
1299.20 |
+0.20 |
36 |
1,067 |
+2 |
Dec12 |
120120 |
1293.40 |
1294.90 |
1288.40 |
1293.40 |
unch |
0 |
202 |
+0 |
Total Volume and Open Interest |
18,861 |
252,591 |
+10,823 |
S & P 500 E-Mini(Globex) |
Mar12 |
120120 |
1310.00 |
1311.75 |
1304.75 |
1310.75 |
+0.25 |
2,008,751 |
2,645,203 |
+36,972 |
Jun12 |
120120 |
1305.00 |
1306.00 |
1299.25 |
1305.25 |
+0.50 |
2,006 |
17,239 |
+1,626 |
Total Volume and Open Interest |
2,010,787 |
2,662,769 |
+38,615 |
NASDAQ 100(CME) |
Mar12 |
120120 |
2429.00 |
2438.00 |
2423.30 |
2434.80 |
+9.50 |
2,273 |
12,969 |
+1,492 |
Jun12 |
120120 |
2430.80 |
2430.80 |
2430.80 |
2430.80 |
+10.00 |
|
|
|
Sep12 |
120120 |
2428.30 |
2428.30 |
2428.30 |
2428.30 |
+10.00 |
|
|
|
Total Volume and Open Interest |
2,273 |
12,969 |
+1,492 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120120 |
2428.00 |
2437.00 |
2422.80 |
2434.80 |
+9.50 |
214,767 |
346,899 |
+18,813 |
Jun12 |
120120 |
2431.80 |
2431.80 |
2416.30 |
2430.80 |
+10.00 |
0 |
170 |
+0 |
Total Volume and Open Interest |
214,767 |
347,073 |
+18,813 |
S & P Midcap 400(CME) |
Mar12 |
120120 |
928.90 |
928.90 |
923.00 |
928.90 |
-0.20 |
207 |
1,188 |
+165 |
Jun12 |
120120 |
926.90 |
927.10 |
926.90 |
926.90 |
-0.20 |
|
|
|
Sep12 |
120120 |
924.90 |
925.10 |
924.90 |
924.90 |
-0.20 |
|
|
|
Total Volume and Open Interest |
207 |
1,188 |
+165 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120120 |
8720 |
8790 |
8715 |
8775 |
+45 |
6,364 |
22,866 |
-462 |
Jun12 |
120120 |
8700 |
8715 |
8670 |
8715 |
+45 |
3 |
42 |
-2 |
Total Volume and Open Interest |
6,367 |
22,908 |
-464 |
Nikkei 225(SGX) |
Mar12 |
120120 |
8635 |
8790 |
8625 |
8745 |
+95 |
124,394 |
207,728 |
+6,397 |
Jun12 |
120120 |
8575 |
8705 |
8575 |
8670 |
+95 |
374 |
648 |
+283 |
Sep12 |
120120 |
8665 |
8665 |
8665 |
8665 |
+95 |
0 |
30 |
+0 |
Total Volume and Open Interest |
125,018 |
214,720 |
+6,840 |
CAC 40(EURONEXT) |
Jan12 |
120120 |
3330.5 |
3339.5 |
3303.0 |
3326.5 |
-0.5 |
215,923 |
236,074 |
-64,938 |
Feb12 |
120120 |
3329.5 |
3339.5 |
3303.5 |
3322.5 |
-5.0 |
126,538 |
211,942 |
+96,051 |
Mar12 |
120120 |
3327.0 |
3337.0 |
3303.5 |
3322.5 |
-5.5 |
9,569 |
24,947 |
+3,722 |
Total Volume and Open Interest |
352,030 |
473,013 |
+34,835 |
Hang Seng Index(HKFE) |
Jan12 |
120120 |
20068 |
20209 |
19947 |
20185 |
+220 |
70,861 |
81,445 |
-3,055 |
Feb12 |
120120 |
20066 |
20211 |
19956 |
20192 |
+224 |
3,806 |
6,749 |
+2,683 |
Mar12 |
120120 |
20022 |
20140 |
19900 |
20132 |
+219 |
618 |
4,886 |
+394 |
Total Volume and Open Interest |
75,637 |
95,254 |
+196 |
DAX(EUREX) |
Mar12 |
120120 |
6427.0 |
6440.0 |
6376.0 |
6413.5 |
-4.0 |
163,493 |
159,564 |
+3,718 |
Jun12 |
120120 |
6429.5 |
6443.0 |
6390.0 |
6426.0 |
-4.0 |
513 |
5,705 |
-98 |
Sep12 |
120120 |
6439.5 |
6455.0 |
6427.0 |
6433.0 |
-4.5 |
93 |
497 |
-32 |
Total Volume and Open Interest |
164,099 |
165,766 |
+3,588 |
FT-SE 100(EURONEXT) |
Mar12 |
120120 |
5698.00 |
5713.00 |
5679.00 |
5688.00 |
-15.50 |
111,843 |
634,841 |
+2,216 |
Jun12 |
120120 |
5641.00 |
5641.00 |
5640.50 |
5640.50 |
-15.50 |
0 |
5,255 |
+0 |
Sep12 |
120120 |
5608.00 |
5608.00 |
5608.00 |
5608.00 |
-15.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
111,843 |
640,106 |
+2,216 |
SPI 200(SFE) |
Mar12 |
120120 |
4190.0 |
4230.0 |
4181.0 |
4219.0 |
+22.0 |
29,152 |
191,777 |
-4,261 |
Jun12 |
120120 |
4228.0 |
4228.0 |
4228.0 |
4228.0 |
+21.0 |
187 |
2,162 |
+155 |
Sep12 |
120120 |
4192.0 |
4192.0 |
4192.0 |
4192.0 |
+21.0 |
392 |
1,253 |
+81 |
Total Volume and Open Interest |
30,029 |
199,819 |
-3,970 |
GSCI(CME) |
Feb12 |
120120 |
659.00 |
659.00 |
651.50 |
653.25 |
-6.00 |
202 |
8,905 |
+88 |
Mar12 |
120120 |
662.00 |
662.00 |
654.50 |
656.25 |
-6.00 |
0 |
1 |
+0 |
Apr12 |
120120 |
657.50 |
663.50 |
655.50 |
657.50 |
-5.90 |
|
|
|
Total Volume and Open Interest |
202 |
8,906 |
-777 |
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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