|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon January 23, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120123 |
1194.00 |
1219.00 |
1192.00 |
1217.50 |
+30.50 |
101,302 |
200,580 |
-2,068 |
May12 |
120123 |
1201.75 |
1227.25 |
1200.75 |
1225.50 |
+30.00 |
37,340 |
94,076 |
+1,356 |
Jul12 |
120123 |
1210.25 |
1235.75 |
1210.25 |
1234.25 |
+29.75 |
38,439 |
91,680 |
-3,289 |
Aug12 |
120123 |
1215.00 |
1230.00 |
1201.25 |
1230.00 |
+28.75 |
362 |
2,356 |
+73 |
Sep12 |
120123 |
1211.00 |
1217.75 |
1191.75 |
1217.50 |
+25.75 |
269 |
1,769 |
+47 |
Nov12 |
120123 |
1187.50 |
1209.50 |
1187.50 |
1207.50 |
+23.75 |
10,862 |
64,961 |
-56 |
Jan13 |
120123 |
1195.00 |
1215.00 |
1192.00 |
1214.25 |
+22.25 |
704 |
14,637 |
-327 |
Mar13 |
120123 |
1216.50 |
1220.00 |
1200.50 |
1219.00 |
+18.50 |
56 |
1,385 |
+6 |
May13 |
120123 |
1211.50 |
1220.50 |
1199.00 |
1218.50 |
+19.50 |
134 |
448 |
+19 |
Jul13 |
120123 |
1220.00 |
1222.00 |
1201.25 |
1220.50 |
+19.25 |
119 |
1,106 |
+56 |
Aug13 |
120123 |
1215.75 |
1215.75 |
1198.75 |
1215.75 |
+17.00 |
0 |
2 |
+0 |
Sep13 |
120123 |
1194.00 |
1194.00 |
1181.00 |
1194.00 |
+13.00 |
|
|
|
Nov13 |
120123 |
1183.25 |
1183.25 |
1172.00 |
1182.00 |
+10.00 |
266 |
2,594 |
+172 |
Jan14 |
120123 |
1188.75 |
1188.75 |
1178.75 |
1188.75 |
+10.00 |
0 |
30 |
+0 |
Total Volume and Open Interest |
189,853 |
475,999 |
-4,011 |
Soybean Meal(CBOT) |
Mar12 |
120123 |
314.70 |
323.30 |
314.70 |
321.00 |
+9.10 |
37,396 |
93,342 |
+2,620 |
May12 |
120123 |
317.20 |
325.00 |
317.10 |
322.80 |
+8.90 |
12,559 |
33,693 |
+679 |
Jul12 |
120123 |
319.20 |
327.10 |
319.20 |
324.90 |
+8.60 |
8,172 |
29,799 |
+211 |
Aug12 |
120123 |
324.40 |
326.50 |
316.50 |
323.80 |
+8.00 |
258 |
6,315 |
+20 |
Sep12 |
120123 |
322.00 |
323.70 |
313.00 |
321.70 |
+7.60 |
421 |
5,806 |
-43 |
Oct12 |
120123 |
317.20 |
317.80 |
314.80 |
316.40 |
+7.00 |
269 |
3,590 |
-54 |
Dec12 |
120123 |
313.40 |
317.40 |
311.30 |
315.10 |
+6.40 |
4,107 |
21,329 |
+828 |
Jan13 |
120123 |
316.50 |
316.50 |
310.20 |
316.50 |
+6.30 |
46 |
1,745 |
+17 |
Mar13 |
120123 |
318.40 |
319.50 |
313.30 |
319.40 |
+6.10 |
69 |
2,199 |
+15 |
May13 |
120123 |
320.30 |
320.30 |
315.00 |
320.30 |
+5.30 |
38 |
1,278 |
+4 |
Total Volume and Open Interest |
63,623 |
200,330 |
+4,466 |
Soybean Oil(CBOT) |
Mar12 |
120123 |
50.60 |
51.53 |
50.55 |
51.42 |
+0.99 |
52,862 |
153,267 |
-3,739 |
May12 |
120123 |
51.11 |
51.95 |
51.02 |
51.85 |
+0.99 |
14,842 |
60,802 |
+976 |
Jul12 |
120123 |
51.45 |
52.35 |
51.44 |
52.26 |
+1.01 |
8,034 |
42,117 |
-336 |
Aug12 |
120123 |
52.22 |
52.40 |
52.05 |
52.35 |
+1.00 |
110 |
6,274 |
-21 |
Sep12 |
120123 |
52.09 |
52.48 |
52.09 |
52.43 |
+1.01 |
469 |
5,244 |
+59 |
Oct12 |
120123 |
51.72 |
52.43 |
51.72 |
52.43 |
+0.99 |
602 |
5,563 |
+109 |
Dec12 |
120123 |
51.81 |
52.61 |
51.70 |
52.53 |
+0.99 |
4,354 |
26,288 |
+149 |
Jan13 |
120123 |
52.68 |
52.68 |
51.69 |
52.68 |
+0.99 |
30 |
170 |
+6 |
Mar13 |
120123 |
52.93 |
52.93 |
51.94 |
52.93 |
+0.99 |
3 |
268 |
+0 |
May13 |
120123 |
53.03 |
53.03 |
52.04 |
53.03 |
+0.99 |
0 |
119 |
+0 |
Total Volume and Open Interest |
81,527 |
301,070 |
-2,614 |
Canola(WCE) |
Jan12 |
120113 |
508.1 |
508.1 |
508.1 |
508.1 |
-5.2 |
|
|
|
Mar12 |
120123 |
522.2 |
528.1 |
522.2 |
526.9 |
+7.0 |
5,603 |
78,228 |
+56 |
May12 |
120123 |
523.4 |
532.5 |
523.4 |
531.6 |
+8.1 |
2,382 |
29,823 |
+1,568 |
Jul12 |
120123 |
526.6 |
531.6 |
526.6 |
531.1 |
+8.2 |
982 |
18,611 |
+401 |
Nov12 |
120123 |
501.8 |
509.5 |
501.7 |
507.8 |
+8.7 |
1,531 |
24,453 |
+100 |
Total Volume and Open Interest |
10,593 |
152,617 |
+2,212 |
Corn(CBOT) |
Mar12 |
120123 |
613.50 |
621.25 |
612.00 |
620.00 |
+8.50 |
185,393 |
448,884 |
-408 |
May12 |
120123 |
618.75 |
626.50 |
617.75 |
625.75 |
+9.00 |
79,567 |
234,174 |
+709 |
Jul12 |
120123 |
621.50 |
630.50 |
621.25 |
629.75 |
+9.50 |
63,895 |
199,513 |
+2,508 |
Sep12 |
120123 |
577.25 |
581.25 |
573.00 |
580.25 |
+4.75 |
4,432 |
56,910 |
+479 |
Dec12 |
120123 |
552.25 |
557.00 |
549.50 |
556.25 |
+4.50 |
18,390 |
207,589 |
-838 |
Mar13 |
120123 |
565.25 |
569.00 |
562.50 |
568.75 |
+4.75 |
615 |
40,189 |
+71 |
May13 |
120123 |
571.00 |
575.75 |
569.75 |
575.75 |
+4.75 |
43 |
1,979 |
+32 |
Jul13 |
120123 |
577.75 |
581.00 |
575.00 |
581.00 |
+3.75 |
146 |
2,641 |
+7 |
Sep13 |
120123 |
560.75 |
560.75 |
556.25 |
560.75 |
+4.50 |
25 |
584 |
+5 |
Dec13 |
120123 |
548.00 |
551.00 |
544.75 |
550.25 |
+4.50 |
222 |
16,493 |
+4 |
Total Volume and Open Interest |
352,774 |
1,211,208 |
+2,589 |
Wheat(CBOT) |
Mar12 |
120123 |
613.50 |
621.50 |
613.50 |
619.75 |
+9.25 |
67,995 |
192,049 |
+3,554 |
May12 |
120123 |
629.25 |
638.50 |
629.25 |
637.75 |
+9.25 |
26,645 |
82,888 |
+3,447 |
Jul12 |
120123 |
644.25 |
654.25 |
644.25 |
654.25 |
+10.50 |
19,311 |
93,520 |
-899 |
Sep12 |
120123 |
662.50 |
672.75 |
660.25 |
672.75 |
+12.50 |
2,487 |
30,006 |
-335 |
Dec12 |
120123 |
682.75 |
692.50 |
679.75 |
692.25 |
+12.50 |
6,383 |
50,689 |
+301 |
Mar13 |
120123 |
702.50 |
709.25 |
696.25 |
709.25 |
+13.00 |
383 |
3,118 |
+170 |
Total Volume and Open Interest |
123,441 |
456,800 |
+6,227 |
Wheat(KCBT) |
Mar12 |
120123 |
668.50 |
675.75 |
667.75 |
673.50 |
+6.50 |
8,559 |
59,500 |
+441 |
May12 |
120123 |
679.00 |
684.00 |
677.00 |
683.00 |
+7.25 |
3,007 |
20,745 |
-98 |
Jul12 |
120123 |
686.50 |
693.25 |
686.00 |
692.25 |
+7.00 |
3,306 |
42,983 |
+341 |
Sep12 |
120123 |
704.00 |
706.00 |
700.50 |
706.00 |
+7.00 |
470 |
8,082 |
-43 |
Dec12 |
120123 |
720.00 |
725.50 |
720.00 |
725.50 |
+7.50 |
770 |
11,475 |
+22 |
Mar13 |
120123 |
739.50 |
739.50 |
734.50 |
739.50 |
+8.00 |
9 |
441 |
+2 |
Total Volume and Open Interest |
16,125 |
143,584 |
+665 |
Wheat(MGE) |
Mar12 |
120123 |
799.00 |
805.75 |
798.50 |
803.25 |
+4.50 |
1,602 |
14,517 |
-475 |
May12 |
120123 |
781.50 |
789.00 |
781.50 |
786.00 |
+4.50 |
1,010 |
9,033 |
+208 |
Jul12 |
120123 |
778.75 |
780.25 |
776.50 |
778.50 |
+4.50 |
632 |
8,338 |
+114 |
Sep12 |
120123 |
760.25 |
761.50 |
757.25 |
758.00 |
+2.75 |
401 |
5,470 |
+33 |
Dec12 |
120123 |
760.00 |
765.50 |
760.00 |
762.00 |
+2.50 |
368 |
4,104 |
+94 |
Total Volume and Open Interest |
4,051 |
41,750 |
-7 |
Oats(CBOT) |
Mar12 |
120123 |
295.00 |
301.75 |
293.25 |
295.50 |
+1.00 |
191 |
9,672 |
-25 |
May12 |
120123 |
297.25 |
302.00 |
295.25 |
297.00 |
+1.50 |
22 |
3,259 |
-2 |
Jul12 |
120123 |
301.50 |
306.25 |
298.50 |
300.00 |
+1.50 |
5 |
263 |
+0 |
Sep12 |
120123 |
300.00 |
300.00 |
298.50 |
300.00 |
+1.50 |
0 |
32 |
+0 |
Total Volume and Open Interest |
253 |
13,540 |
-14 |
Rough Rice(CBOT) |
Mar12 |
120123 |
14.56 |
14.85 |
14.50 |
14.68 |
+0.15 |
255 |
12,013 |
+19 |
May12 |
120123 |
14.98 |
15.08 |
14.93 |
14.95 |
+0.14 |
47 |
1,013 |
+16 |
Jul12 |
120123 |
15.27 |
15.27 |
15.06 |
15.20 |
+0.14 |
1 |
655 |
+1 |
Sep12 |
120123 |
15.26 |
15.27 |
15.05 |
15.20 |
+0.15 |
0 |
247 |
+0 |
Total Volume and Open Interest |
303 |
13,933 |
+36 |
Live Cattle(CME) |
Feb12 |
120123 |
124.700 |
124.830 |
124.050 |
124.600 |
+0.050 |
19,836 |
74,527 |
-4,130 |
Apr12 |
120123 |
127.950 |
128.350 |
127.535 |
128.185 |
+0.455 |
18,171 |
125,843 |
+1,700 |
Jun12 |
120123 |
126.400 |
127.135 |
126.100 |
127.000 |
+0.670 |
9,988 |
84,647 |
+934 |
Aug12 |
120123 |
127.580 |
128.200 |
127.400 |
128.130 |
+0.530 |
4,787 |
29,762 |
+948 |
Oct12 |
120123 |
130.485 |
130.700 |
129.900 |
130.650 |
+0.575 |
1,251 |
12,037 |
+239 |
Dec12 |
120123 |
131.000 |
131.300 |
130.535 |
131.300 |
+0.365 |
936 |
6,830 |
+540 |
Total Volume and Open Interest |
55,173 |
335,585 |
+357 |
Feeder Cattle(CME) |
Jan12 |
120123 |
152.000 |
152.000 |
151.500 |
151.900 |
+0.270 |
417 |
3,053 |
-105 |
Mar12 |
120123 |
154.300 |
154.575 |
153.000 |
153.750 |
-0.100 |
3,048 |
18,925 |
+479 |
Apr12 |
120123 |
155.435 |
155.785 |
154.535 |
155.400 |
+0.200 |
1,162 |
5,678 |
+410 |
May12 |
120123 |
156.400 |
156.500 |
155.500 |
156.325 |
+0.275 |
960 |
5,774 |
+158 |
Aug12 |
120123 |
157.630 |
157.785 |
156.950 |
157.685 |
+0.335 |
1,567 |
6,228 |
+352 |
Sep12 |
120123 |
157.500 |
157.600 |
157.100 |
157.600 |
+0.300 |
156 |
1,167 |
+54 |
Oct12 |
120123 |
157.235 |
157.400 |
157.000 |
157.400 |
+0.100 |
50 |
497 |
+25 |
Total Volume and Open Interest |
7,396 |
41,516 |
+1,395 |
Lean Hogs(CME) |
Feb12 |
120123 |
85.750 |
86.700 |
85.680 |
86.480 |
+1.150 |
16,322 |
36,779 |
-2,421 |
Apr12 |
120123 |
87.535 |
88.785 |
87.535 |
88.500 |
+1.450 |
11,487 |
91,046 |
+942 |
May12 |
120123 |
95.600 |
96.300 |
95.600 |
96.250 |
+0.800 |
194 |
2,385 |
+47 |
Jun12 |
120123 |
96.785 |
98.200 |
96.730 |
97.650 |
+1.115 |
6,667 |
54,607 |
+368 |
Jul12 |
120123 |
96.800 |
97.800 |
96.800 |
97.250 |
+0.670 |
1,386 |
15,439 |
+283 |
Aug12 |
120123 |
96.285 |
97.200 |
96.285 |
96.700 |
+0.750 |
2,840 |
19,107 |
-730 |
Oct12 |
120123 |
86.400 |
86.900 |
86.050 |
86.400 |
+0.300 |
1,478 |
14,569 |
+551 |
Dec12 |
120123 |
82.200 |
82.580 |
81.750 |
82.300 |
+0.200 |
1,291 |
7,011 |
+624 |
Total Volume and Open Interest |
42,160 |
243,130 |
-15 |
Class III Milk(CME) |
Jan12 |
120123 |
17.11 |
17.11 |
17.06 |
17.09 |
-0.01 |
66 |
4,224 |
-47 |
Feb12 |
120123 |
16.37 |
16.41 |
16.25 |
16.28 |
-0.13 |
792 |
5,268 |
-263 |
Mar12 |
120123 |
16.66 |
16.69 |
16.50 |
16.54 |
-0.15 |
879 |
5,095 |
-59 |
Apr12 |
120123 |
16.63 |
16.71 |
16.51 |
16.56 |
-0.15 |
288 |
3,177 |
-30 |
May12 |
120123 |
16.77 |
16.78 |
16.69 |
16.74 |
-0.04 |
86 |
2,926 |
+7 |
Total Volume and Open Interest |
2,379 |
32,653 |
-295 |
Cocoa(ICE) |
Mar12 |
120123 |
2263 |
2297 |
2244 |
2269 |
+10 |
9,551 |
74,076 |
-387 |
May12 |
120123 |
2283 |
2319 |
2266 |
2291 |
+11 |
2,272 |
36,434 |
-104 |
Jul12 |
120123 |
2302 |
2337 |
2297 |
2311 |
+9 |
970 |
19,936 |
+64 |
Sep12 |
120123 |
2320 |
2344 |
2320 |
2331 |
+11 |
65 |
14,909 |
-20 |
Dec12 |
120123 |
2340 |
2366 |
2340 |
2353 |
+14 |
76 |
15,255 |
-8 |
Mar13 |
120123 |
2350 |
2377 |
2350 |
2374 |
+15 |
167 |
5,535 |
+12 |
May13 |
120123 |
2379 |
2387 |
2379 |
2387 |
+14 |
136 |
2,518 |
+68 |
Total Volume and Open Interest |
13,242 |
169,443 |
-374 |
Coffee "C"(ICE) |
Mar12 |
120123 |
223.90 |
225.00 |
217.85 |
219.45 |
-5.95 |
11,184 |
53,350 |
-2,120 |
May12 |
120123 |
227.00 |
228.00 |
220.90 |
222.55 |
-5.95 |
6,084 |
28,846 |
+419 |
Jul12 |
120123 |
230.00 |
230.95 |
224.00 |
225.45 |
-5.95 |
3,985 |
12,582 |
+20 |
Sep12 |
120123 |
233.40 |
233.45 |
226.80 |
228.05 |
-5.95 |
1,882 |
7,324 |
+529 |
Dec12 |
120123 |
229.90 |
230.65 |
229.90 |
230.65 |
-5.95 |
118 |
7,239 |
-22 |
Mar13 |
120123 |
232.60 |
234.25 |
232.60 |
233.35 |
-6.05 |
23 |
1,013 |
-1 |
Total Volume and Open Interest |
23,292 |
110,922 |
-1,168 |
Orange Juice(ICE) |
Mar12 |
120123 |
215.00 |
226.95 |
212.00 |
219.95 |
+9.30 |
1,601 |
20,294 |
+27 |
May12 |
120123 |
201.00 |
208.85 |
196.45 |
199.60 |
+3.15 |
424 |
4,142 |
+131 |
Jul12 |
120123 |
198.70 |
198.70 |
192.10 |
192.70 |
-0.45 |
15 |
1,047 |
+6 |
Sep12 |
120123 |
189.50 |
189.95 |
189.50 |
189.65 |
-2.50 |
0 |
353 |
+0 |
Nov12 |
120123 |
189.50 |
189.50 |
186.15 |
186.15 |
-3.30 |
2 |
158 |
+0 |
Jan13 |
120123 |
185.35 |
185.35 |
185.35 |
185.35 |
-3.30 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,042 |
26,003 |
+164 |
Sugar #11(ICE) |
Mar12 |
120123 |
24.92 |
25.07 |
24.73 |
24.96 |
+0.07 |
57,603 |
218,145 |
-3,264 |
May12 |
120123 |
24.18 |
24.39 |
24.09 |
24.31 |
+0.11 |
32,231 |
107,445 |
+5,883 |
Jul12 |
120123 |
23.49 |
23.71 |
23.48 |
23.69 |
+0.12 |
24,383 |
132,287 |
+3,520 |
Oct12 |
120123 |
23.75 |
23.91 |
23.71 |
23.91 |
+0.13 |
9,004 |
68,648 |
+1,848 |
Mar13 |
120123 |
24.22 |
24.34 |
24.15 |
24.34 |
+0.12 |
3,649 |
43,743 |
+869 |
Total Volume and Open Interest |
129,785 |
625,273 |
+10,175 |
London Cocoa(LCE) |
Mar12 |
120123 |
1494 |
1500 |
1473 |
1483 |
-6 |
8,306 |
67,912 |
-1,220 |
May12 |
120123 |
1506 |
1513 |
1487 |
1497 |
-5 |
2,446 |
24,085 |
+263 |
Jul12 |
120123 |
1520 |
1528 |
1503 |
1513 |
-4 |
2,999 |
31,329 |
+211 |
Sep12 |
120123 |
1537 |
1538 |
1521 |
1527 |
-3 |
928 |
23,875 |
-216 |
Dec12 |
120123 |
1545 |
1548 |
1527 |
1537 |
-4 |
1,063 |
17,702 |
+429 |
Mar13 |
120123 |
1541 |
1551 |
1540 |
1543 |
-3 |
252 |
10,143 |
+8 |
May13 |
120123 |
1546 |
1559 |
1545 |
1551 |
unch |
1,063 |
5,580 |
+831 |
Total Volume and Open Interest |
17,057 |
182,121 |
+306 |
London Sugar(LCE) |
Mar12 |
120123 |
649.80 |
652.20 |
647.50 |
651.20 |
+5.60 |
4,561 |
29,565 |
+342 |
May12 |
120123 |
629.60 |
632.10 |
628.20 |
630.80 |
+4.80 |
1,846 |
14,975 |
+257 |
Aug12 |
120123 |
616.10 |
618.70 |
614.50 |
617.70 |
+5.30 |
823 |
14,031 |
+107 |
Oct12 |
120123 |
614.90 |
618.70 |
613.50 |
617.10 |
+5.70 |
450 |
5,064 |
+82 |
Dec12 |
120123 |
615.80 |
618.20 |
614.10 |
617.80 |
+6.00 |
73 |
1,918 |
-36 |
Total Volume and Open Interest |
7,820 |
67,230 |
+751 |
Cotton(ICE) |
Mar12 |
120123 |
98.39 |
99.44 |
98.06 |
99.37 |
+0.77 |
10,788 |
77,905 |
-147 |
May12 |
120123 |
97.55 |
99.50 |
97.55 |
99.46 |
+0.83 |
4,452 |
32,883 |
+1,078 |
Jul12 |
120123 |
98.18 |
99.42 |
97.91 |
99.37 |
+1.10 |
1,735 |
29,666 |
+500 |
Oct12 |
120123 |
98.00 |
98.00 |
97.95 |
97.95 |
+1.07 |
0 |
89 |
+0 |
Dec12 |
120123 |
93.75 |
95.00 |
93.70 |
94.97 |
+1.06 |
388 |
15,638 |
+216 |
Mar13 |
120123 |
95.00 |
95.55 |
95.00 |
95.55 |
+1.09 |
5 |
473 |
-5 |
Total Volume and Open Interest |
17,373 |
157,614 |
+1,642 |
Lumber(CME) |
Mar12 |
120123 |
244.2 |
247.0 |
240.3 |
241.1 |
+0.8 |
627 |
6,318 |
+156 |
May12 |
120123 |
260.6 |
262.1 |
256.1 |
257.7 |
+0.7 |
231 |
2,098 |
+48 |
Jul12 |
120123 |
269.8 |
272.0 |
266.5 |
267.0 |
+1.6 |
56 |
619 |
-38 |
Sep12 |
120123 |
274.0 |
274.0 |
272.0 |
272.8 |
+1.8 |
54 |
258 |
+5 |
Total Volume and Open Interest |
968 |
9,326 |
+171 |
Crude Oil(NYM) |
Mar12 |
120123 |
98.34 |
100.24 |
97.40 |
99.58 |
+1.25 |
284,496 |
303,252 |
+3,711 |
Apr12 |
120123 |
98.48 |
100.51 |
97.71 |
99.86 |
+1.21 |
48,400 |
91,384 |
+3,773 |
May12 |
120123 |
99.00 |
100.82 |
98.06 |
100.18 |
+1.16 |
29,206 |
87,918 |
+1,630 |
Jun12 |
120123 |
98.95 |
101.08 |
98.56 |
100.47 |
+1.13 |
49,333 |
99,507 |
+584 |
Jul12 |
120123 |
98.84 |
101.25 |
98.79 |
100.64 |
+1.09 |
13,393 |
48,875 |
-536 |
Aug12 |
120123 |
98.71 |
101.00 |
98.71 |
100.69 |
+1.07 |
8,564 |
39,138 |
+1,497 |
Sep12 |
120123 |
99.53 |
100.84 |
99.53 |
100.67 |
+1.06 |
15,360 |
39,389 |
+3,895 |
Oct12 |
120123 |
100.84 |
100.84 |
100.62 |
100.62 |
+1.05 |
4,923 |
33,534 |
+146 |
Nov12 |
120123 |
101.09 |
101.09 |
100.58 |
100.58 |
+1.05 |
4,557 |
31,952 |
+177 |
Dec12 |
120123 |
99.22 |
101.12 |
98.75 |
100.52 |
+1.04 |
42,168 |
185,183 |
-3,430 |
Jan13 |
120123 |
100.30 |
100.56 |
100.30 |
100.30 |
+1.04 |
4,689 |
30,059 |
-530 |
Feb13 |
120123 |
100.30 |
100.30 |
100.07 |
100.07 |
+1.05 |
930 |
15,879 |
-189 |
Mar13 |
120123 |
99.82 |
99.82 |
99.82 |
99.82 |
+1.06 |
870 |
14,732 |
+300 |
Apr13 |
120123 |
99.53 |
99.53 |
99.53 |
99.53 |
+1.05 |
317 |
6,902 |
+214 |
May13 |
120123 |
99.25 |
99.25 |
99.25 |
99.25 |
+1.05 |
242 |
7,220 |
+0 |
Jun13 |
120123 |
98.71 |
99.45 |
98.71 |
98.97 |
+1.05 |
4,465 |
46,920 |
+1,262 |
Total Volume and Open Interest |
682,925 |
1,352,375 |
-16,478 |
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 |
120123 |
98.225 |
100.275 |
97.425 |
99.575 |
+1.250 |
5,938 |
1,377 |
+87 |
Apr12 |
120123 |
98.650 |
100.500 |
97.725 |
99.850 |
+1.200 |
222 |
259 |
+39 |
May12 |
120123 |
98.500 |
100.525 |
98.250 |
100.175 |
+1.150 |
4 |
37 |
+0 |
Jun12 |
120123 |
99.825 |
101.000 |
99.825 |
100.475 |
+1.125 |
4 |
15 |
-4 |
Jul12 |
120123 |
100.125 |
100.650 |
100.125 |
100.650 |
+1.100 |
0 |
9 |
+0 |
Aug12 |
120123 |
100.700 |
100.700 |
100.700 |
100.700 |
+1.075 |
1 |
6 |
+1 |
Sep12 |
120123 |
100.675 |
100.675 |
100.675 |
100.675 |
+1.075 |
0 |
1 |
+0 |
Oct12 |
120123 |
100.625 |
100.625 |
100.625 |
100.625 |
+1.050 |
0 |
9 |
+0 |
Total Volume and Open Interest |
6,169 |
1,934 |
-1,107 |
Heating Oil(NYM) |
Feb12 |
120123 |
299.86 |
303.56 |
299.02 |
300.98 |
+2.14 |
37,984 |
51,414 |
-1,553 |
Mar12 |
120123 |
299.11 |
303.02 |
298.44 |
300.35 |
+1.87 |
37,908 |
67,700 |
+4,006 |
Apr12 |
120123 |
297.55 |
301.48 |
297.55 |
298.78 |
+1.58 |
17,037 |
30,620 |
+1,886 |
May12 |
120123 |
295.21 |
299.56 |
295.21 |
296.90 |
+1.40 |
9,414 |
25,274 |
+325 |
Jun12 |
120123 |
294.98 |
298.64 |
294.98 |
295.89 |
+1.29 |
17,973 |
42,587 |
+556 |
Jul12 |
120123 |
297.42 |
298.70 |
296.12 |
296.12 |
+1.27 |
2,011 |
11,593 |
+226 |
Aug12 |
120123 |
297.20 |
299.36 |
296.66 |
296.66 |
+1.26 |
1,468 |
4,248 |
-32 |
Sep12 |
120123 |
297.05 |
299.98 |
297.05 |
297.38 |
+1.20 |
1,502 |
10,186 |
-182 |
Oct12 |
120123 |
299.57 |
300.76 |
298.17 |
298.17 |
+1.19 |
445 |
3,483 |
+110 |
Nov12 |
120123 |
298.09 |
301.45 |
298.09 |
298.91 |
+1.18 |
386 |
2,352 |
+114 |
Dec12 |
120123 |
299.29 |
302.17 |
299.29 |
299.61 |
+1.15 |
2,315 |
21,055 |
-121 |
Jan13 |
120123 |
302.88 |
302.88 |
300.16 |
300.16 |
+1.15 |
123 |
3,129 |
+16 |
Total Volume and Open Interest |
128,628 |
274,888 |
+5,360 |
Gasoline(NYMEX) |
Feb12 |
120123 |
278.00 |
281.42 |
277.31 |
277.79 |
-0.65 |
39,407 |
42,593 |
-4,322 |
Mar12 |
120123 |
279.69 |
282.00 |
277.89 |
278.56 |
-0.47 |
45,427 |
87,236 |
+3,534 |
Apr12 |
120123 |
291.60 |
295.42 |
291.60 |
292.38 |
-0.04 |
27,398 |
43,377 |
+4,273 |
May12 |
120123 |
290.47 |
294.30 |
290.47 |
291.46 |
+0.18 |
14,373 |
32,398 |
+141 |
Jun12 |
120123 |
287.45 |
291.47 |
287.25 |
288.88 |
+0.45 |
15,618 |
38,288 |
+1,790 |
Jul12 |
120123 |
284.58 |
287.71 |
283.47 |
285.52 |
+0.62 |
9,525 |
19,365 |
+1,779 |
Aug12 |
120123 |
282.30 |
283.99 |
282.05 |
282.05 |
+0.73 |
4,875 |
12,477 |
+25 |
Sep12 |
120123 |
277.54 |
280.27 |
277.54 |
278.38 |
+0.84 |
4,803 |
11,354 |
+670 |
Oct12 |
120123 |
266.83 |
266.95 |
264.71 |
264.85 |
+0.80 |
2,516 |
7,974 |
+70 |
Nov12 |
120123 |
263.51 |
263.61 |
261.60 |
261.60 |
+0.89 |
1,120 |
4,093 |
+111 |
Total Volume and Open Interest |
168,397 |
321,764 |
+9,388 |
e-miNY RBOB Gasoline(NYM) |
Feb12 |
120123 |
277.80 |
277.80 |
277.79 |
277.80 |
-0.60 |
1 |
2 |
+0 |
Mar12 |
120123 |
278.60 |
278.60 |
278.56 |
278.60 |
-0.40 |
|
|
|
Apr12 |
120123 |
292.40 |
292.40 |
292.38 |
292.40 |
unch |
|
|
|
May12 |
120123 |
291.50 |
291.50 |
291.46 |
291.50 |
+0.20 |
|
|
|
Total Volume and Open Interest |
1 |
2 |
+0 |
Natural Gas(NYM) |
Feb12 |
120123 |
2.270 |
2.619 |
2.231 |
2.525 |
+0.182 |
159,157 |
76,826 |
-12,741 |
Mar12 |
120123 |
2.330 |
2.677 |
2.289 |
2.580 |
+0.188 |
109,901 |
326,241 |
+12,259 |
Apr12 |
120123 |
2.471 |
2.820 |
2.438 |
2.719 |
+0.194 |
70,884 |
146,828 |
-86 |
May12 |
120123 |
2.550 |
2.911 |
2.527 |
2.812 |
+0.200 |
40,157 |
92,869 |
+624 |
Jun12 |
120123 |
2.630 |
2.979 |
2.605 |
2.884 |
+0.205 |
21,742 |
43,533 |
+1,649 |
Jul12 |
120123 |
2.698 |
3.030 |
2.663 |
2.942 |
+0.209 |
15,506 |
55,487 |
+3,600 |
Aug12 |
120123 |
2.694 |
3.052 |
2.694 |
2.968 |
+0.210 |
5,182 |
22,985 |
+476 |
Sep12 |
120123 |
2.700 |
3.064 |
2.698 |
2.971 |
+0.209 |
7,698 |
40,028 |
+1,389 |
Oct12 |
120123 |
2.764 |
3.104 |
2.745 |
3.013 |
+0.206 |
27,572 |
82,279 |
+2,676 |
Nov12 |
120123 |
2.925 |
3.259 |
2.901 |
3.172 |
+0.204 |
8,102 |
36,317 |
+938 |
Dec12 |
120123 |
3.210 |
3.532 |
3.197 |
3.445 |
+0.189 |
7,662 |
33,109 |
+1,395 |
Jan13 |
120123 |
3.344 |
3.647 |
3.332 |
3.560 |
+0.174 |
19,650 |
50,693 |
-1,132 |
Feb13 |
120123 |
3.349 |
3.632 |
3.349 |
3.563 |
+0.176 |
6,995 |
13,730 |
+2,070 |
Mar13 |
120123 |
3.298 |
3.612 |
3.298 |
3.527 |
+0.173 |
3,112 |
22,339 |
+504 |
Apr13 |
120123 |
3.267 |
3.547 |
3.256 |
3.472 |
+0.166 |
4,196 |
31,314 |
+599 |
May13 |
120123 |
3.431 |
3.521 |
3.406 |
3.490 |
+0.164 |
649 |
5,250 |
+199 |
Total Volume and Open Interest |
516,680 |
1,162,553 |
+18,764 |
Brent Crude Oil(ICE) |
Mar12 |
120123 |
110.04 |
111.36 |
109.23 |
110.58 |
+0.72 |
173,945 |
225,021 |
-1,346 |
Apr12 |
120123 |
109.84 |
111.17 |
109.10 |
110.42 |
+0.71 |
71,860 |
122,481 |
+3,076 |
May12 |
120123 |
109.68 |
111.00 |
109.13 |
110.26 |
+0.69 |
32,080 |
64,506 |
+942 |
Jun12 |
120123 |
109.51 |
110.82 |
109.00 |
110.09 |
+0.69 |
46,181 |
79,230 |
-1,392 |
Jul12 |
120123 |
109.16 |
110.59 |
109.06 |
109.88 |
+0.69 |
8,831 |
34,086 |
+339 |
Aug12 |
120123 |
108.91 |
110.29 |
108.79 |
109.59 |
+0.69 |
6,615 |
37,318 |
+160 |
Sep12 |
120123 |
108.54 |
109.87 |
108.41 |
109.19 |
+0.69 |
7,490 |
46,067 |
+734 |
Oct12 |
120123 |
108.19 |
109.42 |
108.07 |
108.82 |
+0.69 |
4,518 |
25,228 |
+436 |
Nov12 |
120123 |
107.84 |
109.05 |
107.72 |
108.46 |
+0.69 |
4,005 |
17,263 |
+139 |
Dec12 |
120123 |
107.45 |
108.74 |
107.05 |
108.07 |
+0.70 |
27,790 |
110,181 |
+428 |
Jan13 |
120123 |
107.68 |
107.68 |
107.68 |
107.68 |
+0.70 |
1,549 |
13,318 |
+305 |
Feb13 |
120123 |
107.28 |
107.28 |
107.28 |
107.28 |
+0.70 |
612 |
8,264 |
+108 |
Mar13 |
120123 |
106.90 |
106.90 |
106.90 |
106.90 |
+0.72 |
591 |
5,508 |
+90 |
Apr13 |
120123 |
106.48 |
106.48 |
106.48 |
106.48 |
+0.72 |
307 |
3,051 |
+96 |
Total Volume and Open Interest |
398,798 |
956,991 |
+3,326 |
Gas Oil(ICE) |
Feb12 |
120123 |
932.50 |
944.50 |
931.00 |
937.00 |
+4.00 |
61,100 |
98,713 |
-6,092 |
Mar12 |
120123 |
935.25 |
946.50 |
932.50 |
939.50 |
+5.00 |
83,476 |
106,057 |
+2,424 |
Apr12 |
120123 |
934.50 |
945.50 |
932.25 |
939.00 |
+5.50 |
45,915 |
54,859 |
+1,739 |
May12 |
120123 |
931.25 |
942.75 |
931.25 |
937.00 |
+6.00 |
25,094 |
45,398 |
-337 |
Jun12 |
120123 |
929.75 |
941.75 |
929.75 |
935.50 |
+6.00 |
21,431 |
48,222 |
+815 |
Jul12 |
120123 |
930.00 |
941.50 |
930.00 |
935.75 |
+6.25 |
4,118 |
19,362 |
-450 |
Aug12 |
120123 |
933.50 |
942.25 |
933.50 |
936.50 |
+6.50 |
2,508 |
18,375 |
-158 |
Sep12 |
120123 |
931.25 |
942.00 |
931.00 |
936.25 |
+6.50 |
2,438 |
18,823 |
+290 |
Oct12 |
120123 |
930.00 |
941.00 |
930.00 |
935.00 |
+6.25 |
810 |
12,107 |
-17 |
Nov12 |
120123 |
928.00 |
939.50 |
928.00 |
933.50 |
+6.25 |
993 |
8,394 |
+250 |
Total Volume and Open Interest |
256,785 |
508,862 |
-1,508 |
Ethanol(CBOT) |
Jan12 |
120105 |
2.195 |
2.195 |
2.185 |
2.185 |
-0.043 |
48 |
65 |
-37 |
Feb12 |
120123 |
2.153 |
2.157 |
2.134 |
2.153 |
+0.021 |
97 |
653 |
-3 |
Mar12 |
120123 |
2.172 |
2.175 |
2.158 |
2.173 |
+0.021 |
211 |
1,050 |
+19 |
Apr12 |
120123 |
2.188 |
2.199 |
2.180 |
2.199 |
+0.026 |
79 |
844 |
-2 |
May12 |
120123 |
2.205 |
2.220 |
2.205 |
2.219 |
+0.023 |
77 |
953 |
-15 |
Jun12 |
120123 |
2.226 |
2.240 |
2.226 |
2.236 |
+0.026 |
40 |
825 |
+10 |
Jul12 |
120123 |
2.250 |
2.250 |
2.228 |
2.242 |
+0.022 |
38 |
1,490 |
+24 |
Aug12 |
120123 |
2.222 |
2.235 |
2.222 |
2.232 |
+0.016 |
15 |
884 |
+3 |
Total Volume and Open Interest |
803 |
10,173 |
+134 |
WTI Crude Oil(ICE) |
Mar12 |
120123 |
98.40 |
100.25 |
97.49 |
99.58 |
+1.25 |
63,053 |
60,333 |
+3,305 |
Apr12 |
120123 |
98.57 |
100.52 |
97.80 |
99.86 |
+1.21 |
17,679 |
29,849 |
+1,426 |
May12 |
120123 |
99.00 |
100.81 |
98.20 |
100.18 |
+1.16 |
6,230 |
15,285 |
+489 |
Jun12 |
120123 |
98.61 |
101.07 |
98.61 |
100.47 |
+1.13 |
12,775 |
41,099 |
+490 |
Jul12 |
120123 |
100.40 |
101.24 |
99.87 |
100.64 |
+1.09 |
4,428 |
14,658 |
+810 |
Aug12 |
120123 |
99.28 |
101.28 |
99.28 |
100.69 |
+1.07 |
2,875 |
14,041 |
+541 |
Sep12 |
120123 |
99.28 |
101.25 |
99.28 |
100.67 |
+1.06 |
2,129 |
12,474 |
+48 |
Oct12 |
120123 |
99.27 |
101.20 |
99.27 |
100.62 |
+1.05 |
1,468 |
7,516 |
-253 |
Nov12 |
120123 |
99.27 |
100.83 |
99.27 |
100.58 |
+1.05 |
795 |
7,388 |
-147 |
Dec12 |
120123 |
98.96 |
101.10 |
98.96 |
100.52 |
+1.04 |
9,529 |
54,058 |
-168 |
Jan13 |
120123 |
100.30 |
100.30 |
100.30 |
100.30 |
+1.04 |
376 |
4,598 |
+63 |
Feb13 |
120123 |
100.07 |
100.07 |
100.07 |
100.07 |
+1.05 |
89 |
1,325 |
+27 |
Mar13 |
120123 |
99.82 |
99.82 |
99.82 |
99.82 |
+1.06 |
5 |
1,775 |
+5 |
Apr13 |
120123 |
99.53 |
99.53 |
99.53 |
99.53 |
+1.05 |
0 |
427 |
+0 |
May13 |
120123 |
99.25 |
99.25 |
99.25 |
99.25 |
+1.05 |
0 |
571 |
+0 |
Jun13 |
120123 |
98.97 |
98.97 |
98.97 |
98.97 |
+1.05 |
543 |
16,144 |
-73 |
Total Volume and Open Interest |
124,547 |
353,569 |
-9,093 |
US Dollar Index(ICE) |
Mar12 |
120123 |
80.535 |
80.585 |
79.755 |
79.935 |
-0.470 |
21,616 |
65,441 |
-931 |
Jun12 |
120123 |
80.680 |
80.680 |
80.180 |
80.410 |
-0.445 |
4 |
564 |
+2 |
Sep12 |
120123 |
80.860 |
80.860 |
80.860 |
80.860 |
-0.595 |
|
|
|
Total Volume and Open Interest |
21,620 |
66,005 |
-929 |
Australian Dollar(CME) |
Mar12 |
120123 |
104.05 |
105.08 |
103.92 |
104.67 |
+0.58 |
102,828 |
136,778 |
+523 |
Jun12 |
120123 |
103.83 |
103.83 |
103.14 |
103.70 |
+0.56 |
146 |
222 |
+6 |
Sep12 |
120123 |
102.83 |
102.83 |
102.27 |
102.83 |
+0.56 |
0 |
110 |
+0 |
Total Volume and Open Interest |
102,974 |
137,118 |
+529 |
British Pound(CME) |
Mar12 |
120123 |
155.35 |
155.95 |
155.10 |
155.55 |
+0.23 |
81,310 |
199,567 |
-6,883 |
Jun12 |
120123 |
155.21 |
155.49 |
155.05 |
155.40 |
+0.22 |
11 |
176 |
-1 |
Sep12 |
120123 |
155.26 |
155.26 |
155.04 |
155.26 |
+0.22 |
0 |
3 |
+0 |
Total Volume and Open Interest |
81,321 |
199,749 |
-6,884 |
Canadian Dollar(CME) |
Mar12 |
120123 |
98.40 |
99.36 |
98.33 |
99.08 |
+0.58 |
78,058 |
116,057 |
-2,012 |
Jun12 |
120123 |
98.22 |
99.13 |
98.22 |
98.88 |
+0.58 |
142 |
3,142 |
+30 |
Sep12 |
120123 |
98.89 |
98.89 |
98.12 |
98.69 |
+0.57 |
55 |
1,472 |
+40 |
Dec12 |
120123 |
98.54 |
98.64 |
97.94 |
98.50 |
+0.56 |
20 |
471 |
-6 |
Total Volume and Open Interest |
78,275 |
121,174 |
-1,948 |
Japanese Yen(CME) |
Mar12 |
120123 |
129.97 |
130.16 |
129.80 |
129.94 |
-0.04 |
90,035 |
160,486 |
-7,139 |
Jun12 |
120123 |
130.04 |
130.31 |
130.01 |
130.11 |
-0.04 |
36 |
429 |
+16 |
Sep12 |
120123 |
130.11 |
130.38 |
130.01 |
130.31 |
-0.07 |
0 |
13 |
+0 |
Total Volume and Open Interest |
90,072 |
160,930 |
-7,122 |
Swiss Franc(CME) |
Mar12 |
120123 |
106.75 |
108.17 |
106.74 |
107.91 |
+0.92 |
26,183 |
39,982 |
-440 |
Jun12 |
120123 |
107.05 |
108.10 |
107.05 |
108.10 |
+0.92 |
2 |
48 |
+0 |
Sep12 |
120123 |
108.34 |
108.34 |
107.43 |
108.34 |
+0.91 |
0 |
4 |
+0 |
Total Volume and Open Interest |
26,185 |
40,035 |
-440 |
EuroFX(CME) |
Mar12 |
120123 |
128.85 |
130.56 |
128.80 |
130.20 |
+0.95 |
285,083 |
303,569 |
-200 |
Jun12 |
120123 |
129.02 |
130.53 |
129.02 |
130.28 |
+0.95 |
360 |
3,494 |
+230 |
Sep12 |
120123 |
130.25 |
130.42 |
129.45 |
130.42 |
+0.97 |
0 |
65 |
+3 |
Total Volume and Open Interest |
285,443 |
307,146 |
+31 |
Mexican Peso(CME) |
Feb12 |
120123 |
759.0 |
759.0 |
756.5 |
759.0 |
+2.5 |
0 |
2,575 |
+0 |
Mar12 |
120123 |
755.0 |
760.8 |
753.8 |
757.0 |
+2.5 |
27,206 |
133,041 |
+3,744 |
Total Volume and Open Interest |
27,206 |
135,973 |
+3,744 |
Brazilian Real(CME) |
Feb12 |
120123 |
568.90 |
570.15 |
568.90 |
568.90 |
+1.60 |
2 |
736 |
+2 |
Mar12 |
120123 |
564.25 |
566.45 |
564.20 |
565.85 |
+2.05 |
95 |
3,158 |
-9 |
Apr12 |
120123 |
562.60 |
562.60 |
562.60 |
562.60 |
+2.05 |
|
|
|
May12 |
120123 |
559.40 |
559.40 |
559.40 |
559.40 |
+2.05 |
|
|
|
Total Volume and Open Interest |
97 |
17,510 |
-7 |
30-Year T-Bonds(CBOT) |
Mar12 |
120123 |
142~000 |
142~140 |
140~210 |
141~050 |
-0~230 |
347,908 |
622,261 |
-10,752 |
Jun12 |
120123 |
140~240 |
140~250 |
139~110 |
139~230 |
-0~230 |
584 |
2,134 |
+274 |
Sep12 |
120123 |
138~190 |
139~100 |
138~190 |
138~190 |
-0~230 |
|
|
|
Total Volume and Open Interest |
348,492 |
624,395 |
-10,478 |
10-Year T-Notes(CBOT) |
Mar12 |
120123 |
130~110 |
130~180 |
129~260 |
129~315 |
-0~090 |
1,274,258 |
1,646,279 |
-30,502 |
Jun12 |
120123 |
130~010 |
130~010 |
129~160 |
129~205 |
-0~105 |
109 |
1,713 |
-17 |
Sep12 |
120123 |
128~255 |
129~040 |
128~255 |
128~255 |
-0~105 |
|
|
|
Total Volume and Open Interest |
1,274,367 |
1,647,992 |
-30,519 |
5-Year T-Notes(CBOT) |
Mar12 |
120123 |
123~020 |
123~034 |
122~126 |
123~007 |
-0~009 |
508,310 |
1,427,630 |
+8,460 |
Jun12 |
120123 |
123~013 |
123~013 |
122~097 |
122~108 |
-0~012 |
0 |
427 |
+0 |
Sep12 |
120123 |
122~004 |
122~016 |
122~004 |
122~004 |
-0~012 |
|
|
|
Total Volume and Open Interest |
508,310 |
1,428,057 |
+8,460 |
2 Year T-Notes(CBOT) |
Mar12 |
120123 |
110~039 |
110~044 |
110~039 |
110~040 |
+0~001 |
171,326 |
806,279 |
+3,637 |
Jun12 |
120123 |
110~035 |
110~035 |
110~027 |
110~028 |
+0~001 |
1,257 |
1,587 |
+1,232 |
Sep12 |
120123 |
109~094 |
109~094 |
109~093 |
109~094 |
+0~001 |
|
|
|
Total Volume and Open Interest |
172,583 |
807,866 |
+4,869 |
Eurodollars(CME) |
Mar12 |
120123 |
99.490 |
99.510 |
99.485 |
99.495 |
unch |
189,862 |
988,366 |
+17,184 |
Jun12 |
120123 |
99.465 |
99.490 |
99.460 |
99.480 |
+0.015 |
242,779 |
932,310 |
-2,028 |
Sep12 |
120123 |
99.440 |
99.465 |
99.435 |
99.460 |
+0.020 |
208,057 |
677,522 |
-12,275 |
Dec12 |
120123 |
99.420 |
99.445 |
99.415 |
99.440 |
+0.020 |
189,624 |
791,314 |
-7,034 |
Mar13 |
120123 |
99.410 |
99.440 |
99.410 |
99.430 |
+0.020 |
164,210 |
773,109 |
+1,124 |
Jun13 |
120123 |
99.395 |
99.410 |
99.380 |
99.400 |
+0.020 |
145,592 |
602,810 |
-5,463 |
Sep13 |
120123 |
99.335 |
99.365 |
99.335 |
99.350 |
+0.015 |
149,434 |
580,054 |
+18,784 |
Dec13 |
120123 |
99.275 |
99.300 |
99.260 |
99.275 |
+0.010 |
153,220 |
549,630 |
+13,262 |
Mar14 |
120123 |
99.180 |
99.210 |
99.160 |
99.175 |
unch |
98,569 |
408,620 |
+4,820 |
Jun14 |
120123 |
99.065 |
99.080 |
99.020 |
99.035 |
-0.010 |
90,397 |
318,031 |
+1,005 |
Sep14 |
120123 |
98.900 |
98.925 |
98.850 |
98.870 |
-0.020 |
81,349 |
207,972 |
+4,492 |
Dec14 |
120123 |
98.725 |
98.745 |
98.660 |
98.680 |
-0.030 |
97,167 |
232,999 |
-3,396 |
Mar15 |
120123 |
98.550 |
98.575 |
98.475 |
98.495 |
-0.040 |
56,844 |
167,488 |
+453 |
Jun15 |
120123 |
0.071 |
0.086 |
6.535 |
0.001 |
-0.045 |
60,611 |
113,842 |
+4,736 |
Sep15 |
120123 |
6.425 |
6.455 |
6.345 |
6.365 |
-0.050 |
40,469 |
81,387 |
+212 |
Dec15 |
120123 |
6.240 |
6.265 |
6.145 |
6.170 |
-0.055 |
48,241 |
86,211 |
+1,828 |
Mar16 |
120123 |
6.080 |
6.105 |
5.985 |
6.005 |
-0.065 |
16,434 |
51,433 |
+226 |
Jun16 |
120123 |
5.925 |
5.950 |
5.825 |
5.845 |
-0.070 |
12,374 |
43,484 |
-606 |
Total Volume and Open Interest |
2,082,941 |
7,817,150 |
+43,009 |
30 Day Federal Funds(CBOT) |
Jan12 |
120123 |
99.915 |
99.918 |
99.915 |
99.918 |
unch |
820 |
66,743 |
+85 |
Feb12 |
120123 |
99.910 |
99.915 |
99.910 |
99.915 |
unch |
2,019 |
54,991 |
+424 |
Mar12 |
120123 |
99.910 |
99.915 |
99.910 |
99.910 |
unch |
2,370 |
35,057 |
+194 |
Apr12 |
120123 |
99.905 |
99.910 |
99.905 |
99.905 |
unch |
2,424 |
37,055 |
-201 |
May12 |
120123 |
99.900 |
99.905 |
99.900 |
99.905 |
unch |
1,919 |
44,029 |
-661 |
Jun12 |
120123 |
99.900 |
99.905 |
99.895 |
99.905 |
unch |
743 |
31,981 |
-12 |
Total Volume and Open Interest |
20,792 |
524,868 |
+2,638 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120123 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
40 |
+0 |
Jun12 |
120123 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.005 |
|
|
|
Sep12 |
120123 |
99.662 |
99.662 |
99.662 |
99.662 |
-0.005 |
|
|
|
Dec12 |
120123 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.005 |
|
|
|
Mar13 |
120123 |
99.655 |
99.655 |
99.655 |
99.655 |
-0.005 |
|
|
|
Jun13 |
120123 |
99.640 |
99.640 |
99.640 |
99.640 |
-0.005 |
|
|
|
Sep13 |
120123 |
99.640 |
99.640 |
99.640 |
99.640 |
-0.005 |
|
|
|
Dec13 |
120123 |
99.640 |
99.640 |
99.640 |
99.640 |
-0.005 |
|
|
|
Mar14 |
120123 |
99.500 |
99.500 |
99.500 |
99.500 |
-0.005 |
|
|
|
Jun14 |
120123 |
99.360 |
99.360 |
99.360 |
99.360 |
-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 |
120123 |
142.39 |
142.39 |
142.21 |
142.24 |
-0.15 |
2,891 |
25,552 |
-532 |
Jun12 |
120123 |
141.50 |
141.50 |
141.50 |
141.50 |
-0.05 |
0 |
2 |
+0 |
Sep12 |
120123 |
139.41 |
139.41 |
139.41 |
139.41 |
-0.05 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,891 |
25,563 |
-532 |
Euro-Bund(EUREX) |
Mar12 |
120123 |
138.19 |
138.45 |
137.25 |
137.44 |
-0.68 |
709,878 |
868,815 |
-23,393 |
Jun12 |
120123 |
136.55 |
136.60 |
135.60 |
135.71 |
-0.68 |
318 |
3,108 |
+207 |
Sep12 |
120123 |
135.64 |
135.64 |
135.64 |
135.64 |
-0.68 |
0 |
1 |
+0 |
Total Volume and Open Interest |
710,196 |
871,924 |
-23,186 |
Euro-Bobl(EUREX) |
Mar12 |
120123 |
124.75 |
124.87 |
124.48 |
124.56 |
-0.13 |
351,340 |
686,800 |
-85 |
Jun12 |
120123 |
122.99 |
122.99 |
122.94 |
122.96 |
-0.14 |
0 |
59 |
+0 |
Sep12 |
120123 |
122.95 |
122.95 |
122.95 |
122.95 |
-0.14 |
|
|
|
Total Volume and Open Interest |
351,340 |
686,859 |
-85 |
3-Mth Euribor(EUREX) |
Mar12 |
120123 |
99.120 |
99.120 |
99.120 |
99.120 |
+0.050 |
0 |
1,659 |
+0 |
Jun12 |
120123 |
99.225 |
99.225 |
99.220 |
99.220 |
+0.035 |
0 |
1,200 |
+0 |
Sep12 |
120123 |
99.245 |
99.245 |
99.245 |
99.245 |
+0.035 |
100 |
973 |
+100 |
Total Volume and Open Interest |
100 |
6,182 |
+100 |
Long Gilt(LIFFE) |
Mar12 |
120123 |
115~25 |
115~30 |
114~30 |
115~07 |
-0~19 |
158,328 |
354,721 |
-516 |
Jun12 |
120123 |
114~07 |
114~07 |
114~07 |
114~07 |
-0~19 |
0 |
89 |
+0 |
Total Volume and Open Interest |
158,328 |
354,810 |
-516 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120123 |
98.96 |
98.97 |
98.95 |
98.96 |
-0.01 |
39,151 |
346,039 |
+4,183 |
Jun12 |
120123 |
99.03 |
99.03 |
99.00 |
99.01 |
-0.02 |
50,235 |
264,554 |
+13,859 |
Sep12 |
120123 |
99.07 |
99.07 |
99.03 |
99.04 |
-0.03 |
44,783 |
312,797 |
+1,768 |
Dec12 |
120123 |
99.06 |
99.07 |
99.03 |
99.04 |
-0.03 |
48,652 |
229,260 |
+646 |
Mar13 |
120123 |
99.06 |
99.07 |
99.03 |
99.04 |
-0.03 |
35,385 |
285,399 |
-4,626 |
Jun13 |
120123 |
99.02 |
99.04 |
98.99 |
99.00 |
-0.03 |
35,563 |
234,026 |
-251 |
Total Volume and Open Interest |
340,278 |
2,170,159 |
+19,554 |
3-Mth Euribor(LIFFE) |
Mar12 |
120123 |
99.080 |
99.130 |
99.075 |
99.120 |
+0.050 |
83,027 |
532,064 |
-15,545 |
Jun12 |
120123 |
99.195 |
99.230 |
99.180 |
99.220 |
+0.035 |
70,445 |
505,779 |
+3,817 |
Sep12 |
120123 |
99.225 |
99.255 |
99.205 |
99.245 |
+0.035 |
47,170 |
461,240 |
+1,415 |
Total Volume and Open Interest |
440,826 |
3,349,747 |
+7,600 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120123 |
95.85 |
95.87 |
95.82 |
95.86 |
unch |
11,881 |
226,314 |
-1,344 |
Jun12 |
120123 |
96.19 |
96.24 |
96.16 |
96.19 |
-0.01 |
18,409 |
171,711 |
-1,598 |
Sep12 |
120123 |
96.33 |
96.37 |
96.28 |
96.33 |
unch |
9,127 |
118,534 |
+100 |
Dec12 |
120123 |
96.29 |
96.35 |
96.26 |
96.30 |
unch |
3,828 |
78,221 |
+207 |
Mar13 |
120123 |
96.26 |
96.26 |
96.20 |
96.25 |
+0.01 |
2,341 |
51,394 |
-554 |
Jun13 |
120123 |
96.20 |
96.21 |
96.14 |
96.18 |
+0.01 |
1,014 |
52,182 |
+378 |
Sep13 |
120123 |
96.13 |
96.13 |
96.08 |
96.11 |
+0.01 |
380 |
30,874 |
-46 |
Dec13 |
120123 |
96.05 |
96.05 |
96.02 |
96.04 |
+0.01 |
959 |
23,396 |
+10 |
Mar14 |
120123 |
95.98 |
95.98 |
95.98 |
95.98 |
unch |
619 |
2,366 |
-30 |
Jun14 |
120123 |
95.89 |
95.91 |
95.89 |
95.91 |
+0.01 |
220 |
436 |
-150 |
Total Volume and Open Interest |
48,778 |
755,591 |
-3,027 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120123 |
96.11 |
96.15 |
96.05 |
96.08 |
-0.04 |
50,404 |
353,565 |
+3,116 |
Jun12 |
120123 |
96.08 |
96.08 |
96.08 |
96.08 |
-0.04 |
|
|
|
Total Volume and Open Interest |
50,404 |
353,565 |
+3,116 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120123 |
96.77 |
96.80 |
96.71 |
96.74 |
-0.03 |
105,302 |
405,061 |
-43,365 |
Jun12 |
120123 |
96.74 |
96.74 |
96.74 |
96.74 |
-0.03 |
|
|
|
Total Volume and Open Interest |
105,302 |
405,061 |
-43,365 |
Gold(CMX) |
Feb12 |
120123 |
1665.2 |
1681.8 |
1663.0 |
1678.3 |
+14.3 |
130,752 |
156,621 |
-3,492 |
Apr12 |
120123 |
1669.1 |
1684.5 |
1665.8 |
1681.1 |
+14.3 |
19,544 |
108,181 |
+3,720 |
Jun12 |
120123 |
1670.3 |
1686.9 |
1669.4 |
1684.1 |
+14.4 |
9,885 |
48,718 |
+4,212 |
Aug12 |
120123 |
1681.7 |
1687.2 |
1681.7 |
1686.6 |
+14.5 |
1,683 |
16,464 |
+303 |
Oct12 |
120123 |
1678.6 |
1689.0 |
1678.6 |
1689.0 |
+14.5 |
178 |
11,701 |
-22 |
Dec12 |
120123 |
1676.0 |
1693.3 |
1675.9 |
1691.4 |
+14.5 |
2,084 |
29,346 |
-922 |
Feb13 |
120123 |
1678.4 |
1695.5 |
1678.3 |
1693.5 |
+14.5 |
82 |
9,637 |
+10 |
Apr13 |
120123 |
1695.9 |
1695.9 |
1695.9 |
1695.9 |
+14.6 |
0 |
2,462 |
+0 |
Jun13 |
120123 |
1698.6 |
1698.6 |
1698.6 |
1698.6 |
+14.7 |
0 |
11,215 |
+0 |
Aug13 |
120123 |
1701.4 |
1701.4 |
1701.4 |
1701.4 |
+14.7 |
0 |
155 |
+0 |
Oct13 |
120123 |
1704.6 |
1704.6 |
1704.6 |
1704.6 |
+14.7 |
|
|
|
Dec13 |
120123 |
1696.4 |
1708.0 |
1696.4 |
1708.0 |
+14.7 |
65 |
11,137 |
-10 |
Total Volume and Open Interest |
165,952 |
441,320 |
+2,930 |
Silver(CMX) |
Mar12 |
120123 |
3210.5 |
3277.5 |
3179.0 |
3227.0 |
+59.5 |
32,459 |
51,351 |
-1,889 |
May12 |
120123 |
3201.5 |
3277.0 |
3193.0 |
3232.3 |
+59.6 |
1,446 |
11,387 |
+567 |
Jul12 |
120123 |
3202.0 |
3263.5 |
3202.0 |
3236.5 |
+60.0 |
235 |
4,529 |
+15 |
Sep12 |
120123 |
3239.1 |
3239.1 |
3239.1 |
3239.1 |
+60.2 |
385 |
3,133 |
+352 |
Dec12 |
120123 |
3193.0 |
3281.5 |
3193.0 |
3242.4 |
+60.4 |
980 |
14,269 |
+165 |
Mar13 |
120123 |
3202.0 |
3253.0 |
3199.0 |
3242.1 |
+60.5 |
13 |
1,354 |
+11 |
May13 |
120123 |
3240.8 |
3240.8 |
3240.8 |
3240.8 |
+60.7 |
0 |
1,085 |
+0 |
Total Volume and Open Interest |
35,608 |
102,055 |
-815 |
Platinum(NYMEX) |
Jan12 |
120123 |
1547.0 |
1563.2 |
1547.0 |
1559.1 |
+28.8 |
6 |
87 |
+0 |
Apr12 |
120123 |
1538.0 |
1568.9 |
1527.6 |
1561.1 |
+28.8 |
6,416 |
41,839 |
-445 |
Jul12 |
120123 |
1540.2 |
1570.1 |
1540.2 |
1564.4 |
+28.8 |
144 |
1,464 |
+114 |
Oct12 |
120123 |
1543.2 |
1572.2 |
1543.2 |
1567.8 |
+28.6 |
0 |
126 |
+0 |
Total Volume and Open Interest |
6,568 |
43,519 |
-329 |
Palladium(NYMEX) |
Mar12 |
120123 |
23.99 |
33.74 |
18.04 |
33.49 |
+13.15 |
4,155 |
16,860 |
+0 |
Jun12 |
120123 |
28.94 |
35.04 |
28.94 |
35.04 |
+13.05 |
14 |
616 |
+12 |
Sep12 |
120123 |
30.59 |
36.29 |
30.59 |
36.29 |
+13.05 |
8 |
153 |
+8 |
Total Volume and Open Interest |
4,177 |
17,629 |
+20 |
Copper(CMX) |
Mar12 |
120123 |
375.10 |
381.95 |
372.20 |
379.85 |
+5.35 |
45,970 |
72,473 |
-312 |
May12 |
120123 |
374.70 |
382.50 |
373.40 |
380.95 |
+5.40 |
4,520 |
26,402 |
+1,052 |
Jul12 |
120123 |
374.65 |
383.00 |
374.20 |
381.90 |
+5.45 |
1,143 |
18,266 |
+82 |
Sep12 |
120123 |
375.15 |
383.45 |
374.70 |
382.45 |
+5.40 |
309 |
3,880 |
+68 |
Dec12 |
120123 |
375.70 |
384.15 |
375.25 |
382.95 |
+5.35 |
306 |
5,324 |
-106 |
Total Volume and Open Interest |
53,064 |
136,757 |
+968 |
DJIA Index(CBOT) |
Mar12 |
120123 |
12631 |
12702 |
12620 |
12650 |
-4 |
98 |
11,116 |
-24 |
Jun12 |
120123 |
12581 |
12584 |
12581 |
12581 |
-3 |
0 |
282 |
+0 |
Sep12 |
120123 |
12518 |
12521 |
12518 |
12518 |
-3 |
|
|
|
Dec12 |
120123 |
12441 |
12444 |
12441 |
12441 |
-3 |
|
|
|
Total Volume and Open Interest |
98 |
11,398 |
-24 |
E-mini DJIA Index(CBOT) |
Mar12 |
120123 |
12633 |
12709 |
12611 |
12650 |
-4 |
84,063 |
104,416 |
-423 |
Jun12 |
120123 |
12610 |
12610 |
12581 |
12581 |
-3 |
12 |
67 |
+2 |
Sep12 |
120123 |
12518 |
12518 |
12518 |
12518 |
-3 |
0 |
10 |
+0 |
Dec12 |
120123 |
12474 |
12474 |
12441 |
12441 |
-3 |
|
|
|
Total Volume and Open Interest |
84,075 |
104,493 |
-421 |
S & P 500(CME) |
Mar12 |
120123 |
1307.50 |
1318.00 |
1305.10 |
1311.10 |
+0.30 |
9,198 |
249,072 |
+480 |
Jun12 |
120123 |
1305.50 |
1312.20 |
1300.70 |
1305.50 |
+0.30 |
100 |
2,840 |
+110 |
Sep12 |
120123 |
1303.50 |
1306.20 |
1294.70 |
1299.50 |
+0.30 |
2 |
1,067 |
+0 |
Dec12 |
120123 |
1293.70 |
1300.40 |
1288.90 |
1293.70 |
+0.30 |
1 |
202 |
+0 |
Total Volume and Open Interest |
9,301 |
253,181 |
+590 |
S & P 500 E-Mini(Globex) |
Mar12 |
120123 |
1307.50 |
1318.25 |
1305.00 |
1311.00 |
+0.25 |
1,837,168 |
2,656,811 |
+11,608 |
Jun12 |
120123 |
1301.75 |
1312.50 |
1300.00 |
1305.50 |
+0.25 |
2,635 |
19,413 |
+2,174 |
Total Volume and Open Interest |
1,839,820 |
2,676,553 |
+13,784 |
NASDAQ 100(CME) |
Mar12 |
120123 |
2427.50 |
2452.00 |
2420.00 |
2435.00 |
+0.20 |
1,827 |
13,952 |
+983 |
Jun12 |
120123 |
2431.00 |
2445.00 |
2420.00 |
2431.00 |
+0.20 |
|
|
|
Sep12 |
120123 |
2428.50 |
2428.50 |
2428.30 |
2428.50 |
+0.20 |
|
|
|
Total Volume and Open Interest |
1,827 |
13,952 |
+983 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120123 |
2430.00 |
2452.30 |
2420.80 |
2435.00 |
+0.20 |
185,083 |
358,263 |
+11,364 |
Jun12 |
120123 |
2438.00 |
2445.00 |
2415.50 |
2431.00 |
+0.20 |
36 |
193 |
+23 |
Total Volume and Open Interest |
185,119 |
358,460 |
+11,387 |
S & P Midcap 400(CME) |
Mar12 |
120123 |
927.50 |
931.00 |
920.00 |
928.90 |
unch |
0 |
1,170 |
-18 |
Jun12 |
120123 |
926.90 |
926.90 |
926.90 |
926.90 |
unch |
|
|
|
Sep12 |
120123 |
924.90 |
924.90 |
924.90 |
924.90 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
1,170 |
-18 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120123 |
8770 |
8820 |
8745 |
8800 |
+25 |
5,071 |
23,164 |
+298 |
Jun12 |
120123 |
8750 |
8750 |
8715 |
8740 |
+25 |
2 |
42 |
+0 |
Total Volume and Open Interest |
5,073 |
23,206 |
+298 |
Nikkei 225(SGX) |
Mar12 |
120123 |
8745 |
8790 |
8720 |
8760 |
+15 |
118,998 |
202,046 |
-5,682 |
Jun12 |
120123 |
8665 |
8710 |
8660 |
8685 |
+15 |
140 |
1,660 |
+1,012 |
Sep12 |
120123 |
8680 |
8680 |
8680 |
8680 |
+15 |
0 |
30 |
+0 |
Total Volume and Open Interest |
119,410 |
210,165 |
-4,555 |
CAC 40(EURONEXT) |
Feb12 |
120123 |
3329.5 |
3355.0 |
3313.0 |
3339.5 |
+17.0 |
96,154 |
248,774 |
+36,832 |
Mar12 |
120123 |
3328.0 |
3353.5 |
3320.0 |
3340.5 |
+18.0 |
1,085 |
24,831 |
-116 |
Apr12 |
120123 |
3336.5 |
3336.5 |
3336.5 |
3336.5 |
|
|
|
|
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 |
120123 |
6415.5 |
6480.0 |
6355.5 |
6437.0 |
+23.5 |
140,730 |
158,716 |
-848 |
Jun12 |
120123 |
6422.0 |
6484.0 |
6380.0 |
6449.5 |
+23.5 |
327 |
5,649 |
-56 |
Sep12 |
120123 |
6444.5 |
6456.0 |
6440.0 |
6456.0 |
+23.0 |
3 |
496 |
-1 |
Total Volume and Open Interest |
141,060 |
164,861 |
-905 |
FT-SE 100(EURONEXT) |
Mar12 |
120123 |
5700.00 |
5749.50 |
5682.00 |
5737.50 |
+49.50 |
115,382 |
624,815 |
-10,026 |
Jun12 |
120123 |
5692.00 |
5692.00 |
5690.00 |
5690.00 |
+49.50 |
1,005 |
6,259 |
+1,004 |
Sep12 |
120123 |
5657.50 |
5657.50 |
5657.50 |
5657.50 |
+49.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
116,387 |
631,084 |
-9,022 |
SPI 200(SFE) |
Mar12 |
120123 |
4217.0 |
4223.0 |
4187.0 |
4192.0 |
-27.0 |
24,122 |
187,319 |
-4,458 |
Jun12 |
120123 |
4203.0 |
4203.0 |
4203.0 |
4203.0 |
-25.0 |
0 |
2,162 |
+0 |
Sep12 |
120123 |
4167.0 |
4167.0 |
4167.0 |
4167.0 |
-25.0 |
5 |
1,226 |
-27 |
Total Volume and Open Interest |
24,154 |
195,345 |
-4,474 |
GSCI(CME) |
Feb12 |
120123 |
657.00 |
660.50 |
656.50 |
658.50 |
+5.25 |
117 |
8,925 |
+20 |
Mar12 |
120123 |
660.50 |
663.50 |
660.00 |
662.00 |
+5.75 |
6 |
2 |
+1 |
Apr12 |
120123 |
663.50 |
665.00 |
663.50 |
663.50 |
+6.00 |
2 |
0 |
+0 |
Total Volume and Open Interest |
125 |
8,927 |
+21 |
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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