|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed January 25, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120125 |
1218.75 |
1226.25 |
1208.50 |
1213.50 |
-6.50 |
98,348 |
196,689 |
-4,799 |
May12 |
120125 |
1227.75 |
1235.00 |
1218.00 |
1222.75 |
-6.00 |
22,217 |
98,304 |
+2,028 |
Jul12 |
120125 |
1236.50 |
1244.50 |
1227.75 |
1232.50 |
-5.50 |
24,734 |
91,421 |
-561 |
Aug12 |
120125 |
1232.00 |
1236.00 |
1226.00 |
1230.25 |
-3.75 |
536 |
2,381 |
-2 |
Sep12 |
120125 |
1222.00 |
1227.50 |
1219.00 |
1221.25 |
-1.25 |
450 |
1,785 |
+23 |
Nov12 |
120125 |
1211.75 |
1221.75 |
1208.75 |
1213.75 |
+0.75 |
13,041 |
65,006 |
-584 |
Jan13 |
120125 |
1220.00 |
1229.00 |
1218.50 |
1221.25 |
+1.25 |
889 |
14,427 |
-250 |
Mar13 |
120125 |
1228.00 |
1228.00 |
1222.75 |
1226.75 |
-0.25 |
215 |
1,426 |
+23 |
May13 |
120125 |
1226.75 |
1226.75 |
1226.25 |
1226.75 |
+0.50 |
101 |
523 |
+40 |
Jul13 |
120125 |
1230.00 |
1234.50 |
1228.00 |
1228.75 |
+0.75 |
178 |
1,205 |
+93 |
Aug13 |
120125 |
1224.00 |
1224.00 |
1223.75 |
1224.00 |
+0.25 |
0 |
2 |
+0 |
Sep13 |
120125 |
1202.25 |
1202.25 |
1202.00 |
1202.25 |
+0.25 |
|
|
|
Nov13 |
120125 |
1191.00 |
1198.00 |
1188.50 |
1190.25 |
+0.25 |
124 |
2,632 |
+18 |
Jan14 |
120125 |
1197.00 |
1197.00 |
1196.75 |
1197.00 |
+0.25 |
0 |
30 |
+0 |
Total Volume and Open Interest |
160,833 |
476,206 |
-3,971 |
Soybean Meal(CBOT) |
Mar12 |
120125 |
323.80 |
325.90 |
319.80 |
321.10 |
-2.40 |
41,701 |
88,738 |
-686 |
May12 |
120125 |
325.60 |
327.80 |
321.90 |
323.30 |
-2.00 |
12,016 |
35,050 |
+1,322 |
Jul12 |
120125 |
328.00 |
329.90 |
324.60 |
325.90 |
-1.60 |
7,633 |
30,567 |
+372 |
Aug12 |
120125 |
325.00 |
327.70 |
324.80 |
325.30 |
-1.10 |
1,007 |
6,355 |
-63 |
Sep12 |
120125 |
325.00 |
326.50 |
323.00 |
323.80 |
-0.50 |
874 |
5,792 |
-21 |
Oct12 |
120125 |
320.80 |
322.00 |
318.50 |
319.90 |
+0.80 |
677 |
3,722 |
+97 |
Dec12 |
120125 |
317.70 |
321.40 |
317.40 |
318.90 |
+1.20 |
3,116 |
21,789 |
+260 |
Jan13 |
120125 |
319.00 |
320.60 |
319.00 |
320.30 |
+1.20 |
219 |
1,749 |
+17 |
Mar13 |
120125 |
323.20 |
323.20 |
322.00 |
323.20 |
+1.20 |
146 |
2,224 |
+13 |
May13 |
120125 |
324.10 |
324.10 |
322.90 |
324.10 |
+1.20 |
100 |
1,295 |
+13 |
Total Volume and Open Interest |
67,637 |
198,664 |
+1,419 |
Soybean Oil(CBOT) |
Mar12 |
120125 |
51.40 |
51.52 |
51.10 |
51.39 |
+0.04 |
48,979 |
152,848 |
-3,307 |
May12 |
120125 |
51.84 |
51.94 |
51.55 |
51.82 |
+0.04 |
7,889 |
65,256 |
+47 |
Jul12 |
120125 |
52.25 |
52.37 |
51.97 |
52.24 |
+0.03 |
8,205 |
46,059 |
+1,736 |
Aug12 |
120125 |
52.41 |
52.43 |
52.10 |
52.35 |
+0.04 |
475 |
6,457 |
+224 |
Sep12 |
120125 |
52.50 |
52.52 |
52.19 |
52.45 |
+0.04 |
326 |
5,243 |
-27 |
Oct12 |
120125 |
52.54 |
52.65 |
52.30 |
52.47 |
+0.04 |
79 |
5,474 |
+19 |
Dec12 |
120125 |
52.65 |
52.81 |
52.36 |
52.63 |
unch |
2,491 |
27,123 |
+225 |
Jan13 |
120125 |
52.80 |
52.80 |
52.78 |
52.80 |
+0.02 |
2 |
370 |
+0 |
Mar13 |
120125 |
52.92 |
53.05 |
52.92 |
53.05 |
+0.02 |
5 |
281 |
+3 |
May13 |
120125 |
53.15 |
53.15 |
53.13 |
53.15 |
+0.02 |
0 |
119 |
+0 |
Total Volume and Open Interest |
68,538 |
310,232 |
-1,075 |
Canola(WCE) |
Mar12 |
120125 |
526.9 |
528.5 |
522.5 |
524.4 |
-1.6 |
6,760 |
80,290 |
+1,684 |
May12 |
120125 |
533.9 |
534.4 |
529.7 |
530.1 |
-1.7 |
2,857 |
31,713 |
+1,135 |
Jul12 |
120125 |
534.1 |
534.1 |
529.1 |
529.2 |
-1.9 |
874 |
19,500 |
+516 |
Nov12 |
120125 |
507.2 |
512.3 |
506.5 |
507.0 |
-0.8 |
800 |
25,365 |
+403 |
Jan13 |
120125 |
511.0 |
514.8 |
511.0 |
512.4 |
-0.8 |
59 |
1,068 |
+11 |
Total Volume and Open Interest |
11,365 |
158,451 |
+3,761 |
Corn(CBOT) |
Mar12 |
120125 |
629.50 |
638.00 |
625.50 |
634.50 |
+4.25 |
163,204 |
446,482 |
+2,103 |
May12 |
120125 |
634.25 |
643.00 |
631.50 |
640.25 |
+5.00 |
35,851 |
235,259 |
+1,781 |
Jul12 |
120125 |
637.50 |
646.50 |
635.25 |
644.00 |
+5.50 |
49,485 |
202,415 |
+127 |
Sep12 |
120125 |
585.50 |
590.75 |
581.75 |
587.00 |
+0.75 |
7,967 |
60,557 |
+1,909 |
Dec12 |
120125 |
561.50 |
568.00 |
558.50 |
563.00 |
+0.50 |
27,170 |
209,556 |
+1,308 |
Mar13 |
120125 |
574.00 |
580.25 |
572.75 |
575.25 |
+0.50 |
1,075 |
41,288 |
+670 |
May13 |
120125 |
581.00 |
584.50 |
580.00 |
582.25 |
+0.50 |
92 |
1,966 |
-7 |
Jul13 |
120125 |
586.00 |
589.50 |
586.00 |
587.25 |
+0.25 |
231 |
2,509 |
-47 |
Sep13 |
120125 |
561.50 |
564.00 |
561.25 |
562.00 |
-2.00 |
2 |
579 |
+0 |
Dec13 |
120125 |
554.75 |
555.75 |
550.00 |
551.00 |
-2.50 |
264 |
16,737 |
+103 |
Total Volume and Open Interest |
285,363 |
1,219,618 |
+7,949 |
Wheat(CBOT) |
Mar12 |
120125 |
632.75 |
649.75 |
629.50 |
641.25 |
+7.75 |
47,179 |
193,321 |
+296 |
May12 |
120125 |
649.00 |
662.25 |
644.25 |
656.25 |
+5.50 |
12,316 |
84,169 |
+2,171 |
Jul12 |
120125 |
664.00 |
677.00 |
659.50 |
671.25 |
+5.00 |
10,007 |
93,635 |
+367 |
Sep12 |
120125 |
681.75 |
692.00 |
677.75 |
687.00 |
+4.00 |
2,345 |
29,932 |
+85 |
Dec12 |
120125 |
700.00 |
709.50 |
694.00 |
703.25 |
+2.00 |
3,942 |
50,274 |
-512 |
Mar13 |
120125 |
715.25 |
723.75 |
713.75 |
719.00 |
+0.75 |
436 |
3,460 |
+177 |
Total Volume and Open Interest |
76,775 |
459,945 |
+2,786 |
Wheat(KCBT) |
Mar12 |
120125 |
685.00 |
702.75 |
682.75 |
697.00 |
+11.00 |
7,768 |
60,360 |
+1,200 |
May12 |
120125 |
694.00 |
710.25 |
692.00 |
705.75 |
+10.50 |
2,075 |
21,445 |
+660 |
Jul12 |
120125 |
703.00 |
720.50 |
701.25 |
714.25 |
+10.00 |
3,088 |
43,293 |
+1,220 |
Sep12 |
120125 |
719.50 |
732.00 |
717.00 |
727.25 |
+9.50 |
654 |
8,396 |
+78 |
Dec12 |
120125 |
734.75 |
750.00 |
734.00 |
745.25 |
+8.25 |
1,455 |
11,698 |
+220 |
Mar13 |
120125 |
750.00 |
762.75 |
750.00 |
758.00 |
+7.50 |
16 |
459 |
+9 |
Total Volume and Open Interest |
15,056 |
146,010 |
+3,387 |
Wheat(MGE) |
Mar12 |
120125 |
803.00 |
821.75 |
801.00 |
812.75 |
+9.00 |
918 |
14,291 |
-133 |
May12 |
120125 |
790.00 |
808.00 |
790.00 |
798.25 |
+7.25 |
486 |
9,383 |
+134 |
Jul12 |
120125 |
788.75 |
799.00 |
782.00 |
789.25 |
+5.00 |
300 |
8,548 |
+112 |
Sep12 |
120125 |
764.00 |
778.25 |
761.25 |
770.75 |
+6.25 |
121 |
5,513 |
-14 |
Dec12 |
120125 |
770.00 |
784.00 |
768.50 |
776.75 |
+6.00 |
265 |
4,218 |
+61 |
Total Volume and Open Interest |
2,097 |
42,252 |
+161 |
Oats(CBOT) |
Mar12 |
120125 |
295.00 |
300.00 |
294.50 |
298.25 |
+3.75 |
517 |
9,254 |
+57 |
May12 |
120125 |
299.00 |
302.50 |
296.00 |
299.75 |
+3.75 |
153 |
3,398 |
+59 |
Jul12 |
120125 |
304.00 |
306.00 |
300.75 |
302.25 |
+1.25 |
13 |
260 |
+1 |
Sep12 |
120125 |
306.75 |
306.75 |
306.75 |
306.75 |
unch |
0 |
32 |
+0 |
Total Volume and Open Interest |
716 |
13,688 |
+137 |
Rough Rice(CBOT) |
Mar12 |
120125 |
14.63 |
14.70 |
14.57 |
14.59 |
-0.02 |
319 |
11,988 |
+19 |
May12 |
120125 |
14.90 |
14.94 |
14.85 |
14.86 |
-0.03 |
30 |
1,046 |
+14 |
Jul12 |
120125 |
15.19 |
15.19 |
15.14 |
15.14 |
-0.02 |
5 |
660 |
-1 |
Sep12 |
120125 |
15.08 |
15.13 |
15.07 |
15.07 |
unch |
4 |
247 |
+0 |
Total Volume and Open Interest |
358 |
13,946 |
+32 |
Live Cattle(CME) |
Feb12 |
120125 |
125.930 |
126.385 |
125.200 |
125.850 |
+0.050 |
11,461 |
64,687 |
-2,532 |
Apr12 |
120125 |
129.250 |
129.685 |
128.600 |
129.185 |
unch |
14,554 |
127,516 |
+863 |
Jun12 |
120125 |
127.650 |
128.050 |
127.035 |
127.500 |
unch |
7,105 |
86,775 |
+475 |
Aug12 |
120125 |
129.100 |
129.500 |
128.575 |
129.200 |
+0.015 |
3,836 |
31,522 |
+752 |
Oct12 |
120125 |
131.300 |
131.900 |
131.000 |
131.785 |
+0.100 |
1,366 |
12,664 |
+283 |
Dec12 |
120125 |
131.985 |
132.500 |
131.550 |
132.450 |
+0.400 |
717 |
7,398 |
+258 |
Total Volume and Open Interest |
39,229 |
332,805 |
+252 |
Feeder Cattle(CME) |
Jan12 |
120125 |
152.200 |
152.825 |
152.185 |
152.535 |
+0.210 |
525 |
2,483 |
-212 |
Mar12 |
120125 |
154.650 |
155.535 |
154.250 |
155.000 |
+0.120 |
2,466 |
19,557 |
+178 |
Apr12 |
120125 |
156.325 |
157.000 |
155.880 |
156.850 |
+0.065 |
839 |
5,930 |
+65 |
May12 |
120125 |
157.130 |
157.800 |
156.750 |
157.785 |
+0.250 |
687 |
5,963 |
+31 |
Aug12 |
120125 |
158.400 |
159.150 |
158.000 |
159.150 |
+0.325 |
630 |
6,710 |
+100 |
Sep12 |
120125 |
158.750 |
159.050 |
157.880 |
159.050 |
+0.300 |
84 |
1,222 |
+24 |
Oct12 |
120125 |
158.550 |
159.000 |
157.800 |
159.000 |
+0.350 |
31 |
536 |
+11 |
Total Volume and Open Interest |
5,280 |
42,619 |
+206 |
Lean Hogs(CME) |
Feb12 |
120125 |
86.000 |
87.350 |
85.980 |
86.635 |
+0.600 |
12,379 |
34,211 |
-1,803 |
Apr12 |
120125 |
88.000 |
88.830 |
87.885 |
88.230 |
+0.380 |
12,117 |
93,124 |
+190 |
May12 |
120125 |
96.100 |
96.500 |
95.950 |
96.500 |
+0.700 |
258 |
2,561 |
+172 |
Jun12 |
120125 |
98.000 |
98.550 |
97.850 |
97.850 |
+0.050 |
6,638 |
55,792 |
-63 |
Jul12 |
120125 |
98.000 |
98.035 |
97.500 |
97.785 |
+0.035 |
1,949 |
16,037 |
+492 |
Aug12 |
120125 |
96.930 |
97.400 |
96.800 |
97.080 |
+0.730 |
2,320 |
19,851 |
+402 |
Oct12 |
120125 |
86.400 |
87.000 |
86.400 |
86.850 |
+0.270 |
1,640 |
15,174 |
+537 |
Dec12 |
120125 |
82.250 |
82.680 |
82.100 |
82.580 |
+0.130 |
968 |
7,863 |
+527 |
Total Volume and Open Interest |
38,638 |
247,458 |
+740 |
Class III Milk(CME) |
Jan12 |
120125 |
17.10 |
17.12 |
17.08 |
17.09 |
-0.01 |
86 |
4,213 |
+1 |
Feb12 |
120125 |
16.57 |
16.66 |
16.51 |
16.58 |
+0.08 |
213 |
5,312 |
+6 |
Mar12 |
120125 |
16.90 |
16.90 |
16.68 |
16.85 |
+0.03 |
301 |
5,221 |
+93 |
Apr12 |
120125 |
16.80 |
16.88 |
16.74 |
16.85 |
+0.03 |
138 |
3,228 |
+27 |
May12 |
120125 |
16.83 |
16.90 |
16.76 |
16.90 |
+0.07 |
50 |
2,947 |
+19 |
Total Volume and Open Interest |
889 |
32,957 |
+187 |
Cocoa(ICE) |
Mar12 |
120125 |
2410 |
2456 |
2389 |
2422 |
+9 |
8,343 |
73,414 |
-481 |
May12 |
120125 |
2430 |
2481 |
2422 |
2447 |
+13 |
2,257 |
36,659 |
+650 |
Jul12 |
120125 |
2456 |
2501 |
2446 |
2470 |
+16 |
994 |
21,406 |
+86 |
Sep12 |
120125 |
2490 |
2519 |
2458 |
2486 |
+13 |
294 |
15,088 |
+48 |
Dec12 |
120125 |
2489 |
2520 |
2479 |
2505 |
+12 |
599 |
14,670 |
-104 |
Mar13 |
120125 |
2531 |
2555 |
2501 |
2522 |
+11 |
289 |
6,230 |
+256 |
May13 |
120125 |
2541 |
2561 |
2509 |
2534 |
+9 |
1 |
2,495 |
+0 |
Total Volume and Open Interest |
12,897 |
170,859 |
+571 |
Coffee "C"(ICE) |
Mar12 |
120125 |
220.25 |
221.90 |
216.80 |
217.20 |
-3.25 |
15,579 |
53,256 |
+801 |
May12 |
120125 |
223.00 |
224.85 |
219.75 |
220.15 |
-3.35 |
5,092 |
29,753 |
+459 |
Jul12 |
120125 |
226.90 |
226.90 |
222.70 |
223.05 |
-3.35 |
1,928 |
14,388 |
+1,027 |
Sep12 |
120125 |
229.30 |
229.30 |
225.45 |
225.60 |
-3.40 |
538 |
7,737 |
+40 |
Dec12 |
120125 |
228.95 |
229.15 |
228.10 |
228.25 |
-3.40 |
211 |
7,327 |
+87 |
Mar13 |
120125 |
231.35 |
231.35 |
230.80 |
230.80 |
-3.55 |
71 |
1,102 |
+56 |
Total Volume and Open Interest |
23,427 |
114,144 |
+2,477 |
Orange Juice(ICE) |
Mar12 |
120125 |
216.95 |
216.95 |
208.20 |
211.15 |
-6.85 |
1,765 |
20,073 |
+631 |
May12 |
120125 |
193.55 |
195.10 |
191.40 |
194.70 |
-1.75 |
508 |
4,503 |
+153 |
Jul12 |
120125 |
185.00 |
186.05 |
182.20 |
185.85 |
-1.60 |
64 |
1,069 |
+16 |
Sep12 |
120125 |
180.85 |
180.85 |
180.85 |
180.85 |
-3.10 |
5 |
351 |
-2 |
Nov12 |
120125 |
178.00 |
178.00 |
175.00 |
175.85 |
-3.55 |
8 |
166 |
+8 |
Jan13 |
120125 |
174.00 |
174.00 |
174.00 |
174.00 |
-3.55 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,350 |
26,171 |
+806 |
Sugar #11(ICE) |
Mar12 |
120125 |
24.83 |
24.98 |
24.39 |
24.51 |
-0.38 |
36,653 |
215,997 |
+3,710 |
May12 |
120125 |
24.17 |
24.33 |
23.85 |
23.99 |
-0.28 |
18,968 |
114,817 |
+1,775 |
Jul12 |
120125 |
23.56 |
23.71 |
23.33 |
23.53 |
-0.14 |
16,721 |
135,861 |
+1,840 |
Oct12 |
120125 |
23.81 |
23.93 |
23.60 |
23.84 |
-0.07 |
8,005 |
70,810 |
+1,191 |
Mar13 |
120125 |
24.26 |
24.37 |
24.05 |
24.35 |
-0.01 |
3,793 |
46,366 |
+1,280 |
Total Volume and Open Interest |
86,986 |
639,037 |
+9,851 |
London Cocoa(LCE) |
Mar12 |
120125 |
1588 |
1612 |
1571 |
1589 |
+5 |
5,822 |
68,741 |
+796 |
May12 |
120125 |
1599 |
1621 |
1584 |
1599 |
+4 |
1,740 |
24,130 |
+226 |
Jul12 |
120125 |
1614 |
1633 |
1596 |
1613 |
+3 |
1,251 |
31,874 |
+844 |
Sep12 |
120125 |
1625 |
1645 |
1609 |
1626 |
+3 |
253 |
24,080 |
+110 |
Dec12 |
120125 |
1633 |
1653 |
1619 |
1634 |
+3 |
287 |
17,987 |
+161 |
Mar13 |
120125 |
1660 |
1660 |
1644 |
1644 |
+4 |
24 |
10,160 |
+4 |
May13 |
120125 |
1650 |
1650 |
1650 |
1650 |
+4 |
139 |
5,550 |
-10 |
Total Volume and Open Interest |
9,675 |
184,123 |
+2,237 |
London Sugar(LCE) |
Mar12 |
120125 |
653.30 |
654.90 |
644.80 |
645.50 |
-12.20 |
2,325 |
29,408 |
+112 |
May12 |
120125 |
632.40 |
634.20 |
622.90 |
624.10 |
-12.60 |
1,434 |
16,491 |
+645 |
Aug12 |
120125 |
618.10 |
619.70 |
609.20 |
609.90 |
-12.10 |
535 |
14,441 |
+265 |
Oct12 |
120125 |
619.30 |
619.70 |
609.00 |
609.40 |
-11.60 |
283 |
5,277 |
+163 |
Dec12 |
120125 |
618.30 |
620.10 |
611.40 |
611.40 |
-10.60 |
31 |
1,922 |
+9 |
Total Volume and Open Interest |
4,613 |
69,334 |
+1,192 |
Cotton(ICE) |
Mar12 |
120125 |
97.99 |
98.05 |
94.59 |
96.92 |
-1.26 |
9,314 |
78,444 |
+628 |
May12 |
120125 |
98.40 |
98.40 |
95.05 |
97.36 |
-1.18 |
4,952 |
34,573 |
+1,457 |
Jul12 |
120125 |
98.48 |
98.48 |
95.50 |
97.64 |
-1.01 |
3,133 |
32,089 |
+1,878 |
Oct12 |
120125 |
97.30 |
97.30 |
97.19 |
97.19 |
-0.46 |
2 |
89 |
+0 |
Dec12 |
120125 |
94.00 |
95.00 |
92.69 |
94.69 |
+0.28 |
578 |
16,028 |
+255 |
Mar13 |
120125 |
95.14 |
95.62 |
94.33 |
95.62 |
+0.73 |
37 |
483 |
+10 |
Total Volume and Open Interest |
18,026 |
162,671 |
+4,232 |
Lumber(CME) |
Mar12 |
120125 |
235.4 |
241.0 |
234.6 |
238.7 |
+3.4 |
466 |
6,506 |
+50 |
May12 |
120125 |
251.0 |
255.9 |
250.6 |
255.1 |
+5.0 |
193 |
2,136 |
+14 |
Jul12 |
120125 |
262.4 |
265.0 |
262.0 |
264.0 |
+1.4 |
44 |
571 |
-25 |
Sep12 |
120125 |
268.9 |
270.5 |
266.9 |
270.5 |
+3.5 |
2 |
258 |
+0 |
Total Volume and Open Interest |
705 |
9,504 |
+39 |
Crude Oil(NYM) |
Mar12 |
120125 |
99.20 |
100.39 |
97.53 |
99.40 |
+0.45 |
238,960 |
304,532 |
-306 |
Apr12 |
120125 |
99.54 |
100.70 |
97.88 |
99.73 |
+0.44 |
52,895 |
89,431 |
-1,363 |
May12 |
120125 |
99.90 |
101.03 |
98.27 |
100.08 |
+0.42 |
31,251 |
92,641 |
+816 |
Jun12 |
120125 |
100.36 |
101.25 |
98.72 |
100.38 |
+0.39 |
35,412 |
95,326 |
+2 |
Jul12 |
120125 |
100.18 |
101.40 |
99.01 |
100.58 |
+0.36 |
6,507 |
46,310 |
-555 |
Aug12 |
120125 |
100.64 |
101.14 |
99.40 |
100.67 |
+0.34 |
3,778 |
38,638 |
+33 |
Sep12 |
120125 |
99.86 |
101.12 |
99.27 |
100.70 |
+0.34 |
4,088 |
39,504 |
+167 |
Oct12 |
120125 |
100.30 |
100.94 |
99.50 |
100.70 |
+0.34 |
1,801 |
31,984 |
-114 |
Nov12 |
120125 |
99.98 |
101.09 |
99.98 |
100.71 |
+0.35 |
1,629 |
32,375 |
+351 |
Dec12 |
120125 |
100.51 |
101.40 |
99.19 |
100.70 |
+0.36 |
21,949 |
187,375 |
-477 |
Jan13 |
120125 |
99.67 |
100.53 |
99.11 |
100.53 |
+0.37 |
2,787 |
30,356 |
+145 |
Feb13 |
120125 |
100.35 |
100.35 |
100.35 |
100.35 |
+0.38 |
2,371 |
16,753 |
+1,135 |
Mar13 |
120125 |
100.14 |
100.14 |
100.14 |
100.14 |
+0.38 |
1,203 |
14,807 |
+321 |
Apr13 |
120125 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.38 |
329 |
6,994 |
+13 |
May13 |
120125 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.39 |
347 |
7,376 |
+175 |
Jun13 |
120125 |
98.67 |
99.90 |
98.02 |
99.41 |
+0.39 |
3,345 |
47,701 |
+340 |
Total Volume and Open Interest |
423,323 |
1,339,129 |
+4,032 |
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 |
120125 |
99.275 |
100.425 |
97.500 |
99.400 |
+0.450 |
6,814 |
1,689 |
+228 |
Apr12 |
120125 |
99.625 |
100.650 |
97.950 |
99.725 |
+0.425 |
331 |
247 |
-1 |
May12 |
120125 |
99.525 |
100.850 |
98.525 |
100.075 |
+0.425 |
134 |
142 |
+99 |
Jun12 |
120125 |
99.575 |
100.375 |
99.575 |
100.375 |
+0.375 |
6 |
18 |
+1 |
Jul12 |
120125 |
100.575 |
100.575 |
100.575 |
100.575 |
+0.350 |
1 |
9 |
+0 |
Aug12 |
120125 |
100.675 |
100.675 |
100.675 |
100.675 |
+0.350 |
0 |
7 |
+0 |
Sep12 |
120125 |
100.700 |
100.700 |
100.700 |
100.700 |
+0.350 |
0 |
1 |
+0 |
Oct12 |
120125 |
100.700 |
100.700 |
100.700 |
100.700 |
+0.350 |
0 |
9 |
+0 |
Total Volume and Open Interest |
7,287 |
2,344 |
+328 |
Heating Oil(NYM) |
Feb12 |
120125 |
303.76 |
304.89 |
299.86 |
301.92 |
-0.50 |
26,517 |
44,586 |
-4,152 |
Mar12 |
120125 |
302.68 |
304.00 |
299.08 |
301.04 |
-0.47 |
42,576 |
70,591 |
+388 |
Apr12 |
120125 |
300.65 |
301.91 |
297.26 |
299.26 |
-0.25 |
16,121 |
33,369 |
+1,844 |
May12 |
120125 |
298.40 |
299.77 |
295.42 |
297.55 |
+0.14 |
10,395 |
26,381 |
+322 |
Jun12 |
120125 |
296.89 |
298.59 |
294.34 |
296.43 |
+0.32 |
13,546 |
42,820 |
+634 |
Jul12 |
120125 |
295.83 |
298.15 |
294.67 |
296.53 |
+0.41 |
2,273 |
11,941 |
+366 |
Aug12 |
120125 |
297.05 |
298.25 |
295.62 |
296.98 |
+0.46 |
738 |
4,454 |
+18 |
Sep12 |
120125 |
296.62 |
298.31 |
296.02 |
297.67 |
+0.50 |
890 |
10,051 |
-157 |
Oct12 |
120125 |
297.38 |
300.49 |
297.38 |
298.49 |
+0.53 |
434 |
3,702 |
+107 |
Nov12 |
120125 |
297.98 |
300.57 |
297.98 |
299.24 |
+0.54 |
176 |
2,695 |
-4 |
Dec12 |
120125 |
299.76 |
301.30 |
298.18 |
299.92 |
+0.52 |
1,110 |
21,052 |
+136 |
Jan13 |
120125 |
299.14 |
302.05 |
299.14 |
300.42 |
+0.42 |
2 |
3,127 |
+1 |
Total Volume and Open Interest |
114,792 |
276,025 |
-504 |
Gasoline(NYMEX) |
Feb12 |
120125 |
281.61 |
285.97 |
279.40 |
283.38 |
+2.88 |
20,947 |
34,756 |
-3,776 |
Mar12 |
120125 |
282.06 |
286.38 |
279.71 |
283.74 |
+2.69 |
39,819 |
97,311 |
+4,856 |
Apr12 |
120125 |
294.35 |
298.75 |
292.88 |
296.29 |
+2.30 |
18,896 |
45,380 |
-651 |
May12 |
120125 |
292.67 |
297.05 |
291.47 |
294.92 |
+2.28 |
12,519 |
34,404 |
+1,296 |
Jun12 |
120125 |
289.84 |
294.05 |
288.52 |
292.01 |
+2.22 |
8,787 |
41,022 |
+982 |
Jul12 |
120125 |
286.56 |
290.28 |
285.07 |
288.41 |
+2.08 |
3,075 |
19,685 |
-49 |
Aug12 |
120125 |
282.78 |
286.00 |
282.15 |
284.67 |
+1.89 |
1,415 |
13,208 |
+426 |
Sep12 |
120125 |
278.55 |
282.20 |
278.25 |
280.76 |
+1.68 |
1,798 |
11,490 |
-119 |
Oct12 |
120125 |
266.25 |
268.10 |
264.39 |
266.75 |
+1.39 |
1,589 |
8,032 |
-50 |
Nov12 |
120125 |
263.20 |
263.20 |
263.20 |
263.20 |
+1.30 |
520 |
3,918 |
+47 |
Total Volume and Open Interest |
110,290 |
332,787 |
+3,023 |
e-miNY RBOB Gasoline(NYM) |
Feb12 |
120125 |
283.40 |
283.40 |
283.38 |
283.40 |
+2.90 |
0 |
2 |
+0 |
Mar12 |
120125 |
283.70 |
283.74 |
283.70 |
283.70 |
+2.60 |
|
|
|
Apr12 |
120125 |
296.30 |
296.30 |
296.29 |
296.30 |
+2.30 |
|
|
|
May12 |
120125 |
294.90 |
294.92 |
294.90 |
294.90 |
+2.30 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Feb12 |
120125 |
2.572 |
2.776 |
2.571 |
2.729 |
+0.175 |
259,774 |
46,412 |
-17,722 |
Mar12 |
120125 |
2.615 |
2.814 |
2.615 |
2.769 |
+0.168 |
181,409 |
331,191 |
+2,788 |
Apr12 |
120125 |
2.789 |
2.916 |
2.782 |
2.875 |
+0.121 |
110,761 |
142,240 |
+600 |
May12 |
120125 |
2.875 |
2.998 |
2.875 |
2.956 |
+0.108 |
55,599 |
99,136 |
+4,004 |
Jun12 |
120125 |
2.958 |
3.060 |
2.944 |
3.025 |
+0.105 |
39,064 |
44,514 |
+450 |
Jul12 |
120125 |
3.019 |
3.113 |
2.999 |
3.083 |
+0.104 |
28,835 |
57,564 |
+1,322 |
Aug12 |
120125 |
3.076 |
3.139 |
3.028 |
3.112 |
+0.106 |
18,220 |
23,826 |
+605 |
Sep12 |
120125 |
3.047 |
3.143 |
3.030 |
3.117 |
+0.108 |
18,569 |
39,478 |
-705 |
Oct12 |
120125 |
3.088 |
3.187 |
3.074 |
3.162 |
+0.111 |
49,986 |
90,177 |
+5,930 |
Nov12 |
120125 |
3.253 |
3.336 |
3.244 |
3.315 |
+0.099 |
10,421 |
35,704 |
-743 |
Dec12 |
120125 |
3.533 |
3.610 |
3.524 |
3.589 |
+0.091 |
9,256 |
34,099 |
+208 |
Jan13 |
120125 |
3.673 |
3.726 |
3.640 |
3.712 |
+0.094 |
18,330 |
53,099 |
+1,568 |
Feb13 |
120125 |
3.696 |
3.729 |
3.650 |
3.715 |
+0.092 |
2,941 |
14,047 |
+171 |
Mar13 |
120125 |
3.669 |
3.695 |
3.620 |
3.681 |
+0.088 |
5,182 |
24,149 |
+840 |
Apr13 |
120125 |
3.585 |
3.651 |
3.582 |
3.636 |
+0.086 |
7,969 |
32,888 |
+550 |
May13 |
120125 |
3.623 |
3.672 |
3.615 |
3.658 |
+0.082 |
2,643 |
7,465 |
+2,057 |
Total Volume and Open Interest |
824,316 |
1,161,748 |
+2,869 |
Brent Crude Oil(ICE) |
Mar12 |
120125 |
110.22 |
110.89 |
108.91 |
109.81 |
-0.22 |
143,535 |
215,478 |
-1,467 |
Apr12 |
120125 |
110.25 |
110.78 |
108.90 |
109.75 |
-0.25 |
60,944 |
140,680 |
+10,902 |
May12 |
120125 |
110.14 |
110.71 |
108.92 |
109.73 |
-0.23 |
35,475 |
68,328 |
+3,906 |
Jun12 |
120125 |
110.07 |
110.61 |
108.83 |
109.67 |
-0.20 |
32,398 |
79,236 |
+272 |
Jul12 |
120125 |
109.91 |
110.42 |
108.70 |
109.54 |
-0.18 |
8,903 |
37,224 |
+1,862 |
Aug12 |
120125 |
109.64 |
110.08 |
108.45 |
109.29 |
-0.17 |
5,289 |
37,952 |
+642 |
Sep12 |
120125 |
109.34 |
109.73 |
108.20 |
108.92 |
-0.17 |
4,511 |
46,600 |
+759 |
Oct12 |
120125 |
109.00 |
109.37 |
107.89 |
108.60 |
-0.16 |
2,805 |
25,675 |
+298 |
Nov12 |
120125 |
108.69 |
109.02 |
107.63 |
108.32 |
-0.13 |
1,798 |
17,707 |
-25 |
Dec12 |
120125 |
108.57 |
108.76 |
107.18 |
108.02 |
-0.09 |
13,069 |
110,164 |
+822 |
Jan13 |
120125 |
107.67 |
107.67 |
107.67 |
107.67 |
-0.08 |
531 |
13,243 |
-34 |
Feb13 |
120125 |
107.31 |
107.31 |
107.31 |
107.31 |
-0.07 |
431 |
8,398 |
+37 |
Mar13 |
120125 |
106.98 |
106.98 |
106.98 |
106.98 |
-0.05 |
876 |
5,794 |
+132 |
Apr13 |
120125 |
106.58 |
106.58 |
106.58 |
106.58 |
-0.05 |
458 |
3,302 |
+241 |
Total Volume and Open Interest |
318,208 |
976,738 |
+18,970 |
Gas Oil(ICE) |
Feb12 |
120125 |
942.50 |
947.25 |
933.25 |
942.25 |
+0.50 |
43,097 |
93,774 |
-2,510 |
Mar12 |
120125 |
944.50 |
948.75 |
934.50 |
943.50 |
unch |
72,234 |
106,173 |
+906 |
Apr12 |
120125 |
942.25 |
946.50 |
933.00 |
941.75 |
-0.25 |
44,420 |
50,419 |
-2,606 |
May12 |
120125 |
938.75 |
942.75 |
930.50 |
938.50 |
-0.50 |
18,894 |
44,979 |
-602 |
Jun12 |
120125 |
935.75 |
941.00 |
928.00 |
936.50 |
-0.50 |
16,203 |
48,132 |
-232 |
Jul12 |
120125 |
936.50 |
940.50 |
929.25 |
936.50 |
-0.50 |
3,246 |
20,095 |
+799 |
Aug12 |
120125 |
937.25 |
937.75 |
930.00 |
937.00 |
-0.50 |
1,409 |
19,233 |
+580 |
Sep12 |
120125 |
937.25 |
937.50 |
930.00 |
936.75 |
-0.50 |
1,249 |
19,380 |
+410 |
Oct12 |
120125 |
932.25 |
939.75 |
929.00 |
935.50 |
-0.50 |
836 |
12,335 |
+233 |
Nov12 |
120125 |
930.50 |
934.75 |
927.25 |
933.75 |
-0.50 |
670 |
8,351 |
-178 |
Total Volume and Open Interest |
207,782 |
502,812 |
-2,933 |
Ethanol(CBOT) |
Jan12 |
120105 |
2.195 |
2.195 |
2.185 |
2.185 |
-0.043 |
48 |
65 |
-37 |
Feb12 |
120125 |
2.169 |
2.189 |
2.155 |
2.183 |
+0.008 |
213 |
538 |
-106 |
Mar12 |
120125 |
2.200 |
2.212 |
2.180 |
2.209 |
+0.013 |
102 |
1,026 |
-33 |
Apr12 |
120125 |
2.220 |
2.230 |
2.202 |
2.228 |
+0.013 |
56 |
910 |
+13 |
May12 |
120125 |
2.250 |
2.261 |
2.224 |
2.259 |
+0.018 |
114 |
842 |
-26 |
Jun12 |
120125 |
2.255 |
2.275 |
2.255 |
2.275 |
+0.017 |
32 |
828 |
+3 |
Jul12 |
120125 |
2.256 |
2.285 |
2.256 |
2.281 |
+0.020 |
11 |
1,498 |
-2 |
Aug12 |
120125 |
2.255 |
2.274 |
2.249 |
2.271 |
+0.019 |
10 |
896 |
-5 |
Total Volume and Open Interest |
643 |
10,114 |
-174 |
WTI Crude Oil(ICE) |
Mar12 |
120125 |
99.25 |
100.40 |
97.51 |
99.40 |
+0.45 |
49,060 |
60,921 |
+2,238 |
Apr12 |
120125 |
99.61 |
100.71 |
97.88 |
99.73 |
+0.44 |
19,639 |
31,723 |
+3,134 |
May12 |
120125 |
99.92 |
101.02 |
98.29 |
100.08 |
+0.42 |
10,459 |
21,398 |
+2,314 |
Jun12 |
120125 |
100.14 |
101.26 |
98.61 |
100.38 |
+0.39 |
11,823 |
40,547 |
-559 |
Jul12 |
120125 |
99.59 |
101.25 |
99.46 |
100.58 |
+0.36 |
2,432 |
13,925 |
-355 |
Aug12 |
120125 |
99.41 |
101.51 |
99.27 |
100.67 |
+0.34 |
1,505 |
13,122 |
-448 |
Sep12 |
120125 |
99.47 |
101.51 |
99.13 |
100.70 |
+0.34 |
1,350 |
12,236 |
-46 |
Oct12 |
120125 |
99.50 |
101.48 |
99.22 |
100.70 |
+0.34 |
931 |
7,517 |
+19 |
Nov12 |
120125 |
99.51 |
101.35 |
99.19 |
100.71 |
+0.35 |
862 |
7,534 |
+41 |
Dec12 |
120125 |
100.49 |
101.42 |
99.14 |
100.70 |
+0.36 |
5,249 |
56,994 |
+11 |
Jan13 |
120125 |
100.53 |
100.53 |
100.53 |
100.53 |
+0.37 |
287 |
4,908 |
+162 |
Feb13 |
120125 |
100.35 |
100.35 |
100.35 |
100.35 |
+0.38 |
118 |
1,346 |
-7 |
Mar13 |
120125 |
100.14 |
100.14 |
100.14 |
100.14 |
+0.38 |
0 |
1,771 |
+0 |
Apr13 |
120125 |
99.89 |
99.89 |
99.89 |
99.89 |
+0.38 |
0 |
427 |
+0 |
May13 |
120125 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.39 |
0 |
571 |
+0 |
Jun13 |
120125 |
98.88 |
99.70 |
98.88 |
99.41 |
+0.39 |
222 |
15,966 |
-86 |
Total Volume and Open Interest |
106,026 |
363,112 |
+6,642 |
US Dollar Index(ICE) |
Mar12 |
120125 |
79.965 |
80.505 |
79.515 |
79.717 |
-0.308 |
24,808 |
64,277 |
-2,200 |
Jun12 |
120125 |
80.250 |
80.250 |
80.155 |
80.155 |
-0.350 |
14 |
558 |
-6 |
Sep12 |
120125 |
80.555 |
80.555 |
80.555 |
80.555 |
-0.400 |
|
|
|
Total Volume and Open Interest |
24,822 |
64,835 |
-2,206 |
Australian Dollar(CME) |
Mar12 |
120125 |
104.24 |
105.60 |
103.85 |
105.30 |
+1.09 |
102,507 |
138,632 |
-695 |
Jun12 |
120125 |
103.48 |
104.58 |
103.08 |
104.33 |
+1.07 |
31 |
241 |
+4 |
Sep12 |
120125 |
103.43 |
103.43 |
102.39 |
103.43 |
+1.04 |
0 |
110 |
+0 |
Total Volume and Open Interest |
102,538 |
138,991 |
-691 |
British Pound(CME) |
Mar12 |
120125 |
156.13 |
156.72 |
155.25 |
156.39 |
+0.42 |
79,551 |
190,766 |
-2,432 |
Jun12 |
120125 |
155.39 |
156.25 |
155.25 |
156.25 |
+0.41 |
9 |
183 |
+5 |
Sep12 |
120125 |
156.12 |
156.12 |
155.68 |
156.12 |
+0.44 |
0 |
3 |
+0 |
Total Volume and Open Interest |
80,060 |
190,954 |
-2,427 |
Canadian Dollar(CME) |
Mar12 |
120125 |
98.96 |
99.60 |
98.42 |
99.36 |
+0.47 |
79,772 |
118,500 |
+3,188 |
Jun12 |
120125 |
98.56 |
99.37 |
98.25 |
99.16 |
+0.47 |
233 |
3,167 |
+18 |
Sep12 |
120125 |
98.30 |
99.00 |
98.30 |
98.98 |
+0.47 |
8 |
1,479 |
+5 |
Dec12 |
120125 |
97.89 |
99.00 |
97.89 |
98.81 |
+0.48 |
9 |
485 |
+9 |
Total Volume and Open Interest |
80,022 |
123,663 |
+3,220 |
Japanese Yen(CME) |
Mar12 |
120125 |
128.83 |
128.99 |
127.79 |
128.60 |
-0.11 |
63,450 |
164,003 |
+551 |
Jun12 |
120125 |
128.50 |
129.00 |
128.01 |
128.75 |
-0.13 |
26 |
460 |
+19 |
Sep12 |
120125 |
128.84 |
129.08 |
128.84 |
128.94 |
-0.14 |
3 |
16 |
+3 |
Total Volume and Open Interest |
63,479 |
164,481 |
+573 |
Swiss Franc(CME) |
Mar12 |
120125 |
107.89 |
108.72 |
107.15 |
108.42 |
+0.65 |
31,486 |
40,004 |
-428 |
Jun12 |
120125 |
107.71 |
108.70 |
107.71 |
108.61 |
+0.65 |
10 |
53 |
+5 |
Sep12 |
120125 |
108.11 |
108.84 |
108.11 |
108.84 |
+0.65 |
0 |
4 |
+0 |
Total Volume and Open Interest |
31,496 |
40,062 |
-423 |
EuroFX(CME) |
Mar12 |
120125 |
130.34 |
131.24 |
129.33 |
130.87 |
+0.62 |
270,677 |
306,836 |
-5,216 |
Jun12 |
120125 |
130.46 |
131.28 |
129.41 |
130.94 |
+0.62 |
256 |
3,606 |
+107 |
Sep12 |
120125 |
129.82 |
131.03 |
129.82 |
131.03 |
+0.60 |
2 |
67 |
+2 |
Total Volume and Open Interest |
270,935 |
310,527 |
-5,107 |
Mexican Peso(CME) |
Feb12 |
120125 |
766.0 |
766.0 |
760.0 |
766.0 |
+6.0 |
0 |
930 |
+0 |
Mar12 |
120125 |
759.2 |
765.8 |
754.2 |
764.0 |
+6.0 |
25,345 |
136,800 |
-1,315 |
Total Volume and Open Interest |
25,345 |
138,087 |
-1,315 |
Brazilian Real(CME) |
Feb12 |
120125 |
566.80 |
568.25 |
566.80 |
566.80 |
-1.45 |
0 |
736 |
+0 |
Mar12 |
120125 |
563.20 |
565.00 |
563.20 |
563.20 |
-1.80 |
127 |
3,120 |
+26 |
Apr12 |
120125 |
559.95 |
561.75 |
559.95 |
559.95 |
-1.80 |
|
|
|
May12 |
120125 |
556.75 |
558.55 |
556.75 |
556.75 |
-1.80 |
|
|
|
Total Volume and Open Interest |
127 |
17,472 |
+26 |
30-Year T-Bonds(CBOT) |
Mar12 |
120125 |
141~040 |
143~160 |
140~290 |
141~250 |
+0~200 |
302,523 |
619,154 |
-394 |
Jun12 |
120125 |
139~190 |
142~000 |
139~190 |
140~110 |
+0~200 |
135 |
2,075 |
-67 |
Sep12 |
120125 |
139~070 |
139~070 |
138~190 |
139~070 |
+0~200 |
|
|
|
Total Volume and Open Interest |
302,658 |
621,229 |
-461 |
10-Year T-Notes(CBOT) |
Mar12 |
120125 |
130~025 |
131~125 |
129~310 |
130~245 |
+0~215 |
990,785 |
1,687,410 |
+20,929 |
Jun12 |
120125 |
129~245 |
131~020 |
129~240 |
130~150 |
+0~230 |
697 |
1,971 |
+280 |
Sep12 |
120125 |
129~200 |
129~200 |
128~290 |
129~200 |
+0~230 |
|
|
|
Total Volume and Open Interest |
991,482 |
1,689,381 |
+21,209 |
5-Year T-Notes(CBOT) |
Mar12 |
120125 |
123~014 |
123~102 |
123~008 |
123~078 |
+0~064 |
420,496 |
1,450,338 |
+14,900 |
Jun12 |
120125 |
122~118 |
123~078 |
122~117 |
123~057 |
+0~072 |
141 |
539 |
+84 |
Sep12 |
120125 |
122~081 |
122~081 |
122~081 |
122~081 |
+0~072 |
|
|
|
Total Volume and Open Interest |
420,637 |
1,450,877 |
+14,984 |
2 Year T-Notes(CBOT) |
Mar12 |
120125 |
110~041 |
110~051 |
110~040 |
110~047 |
+0~007 |
127,574 |
798,622 |
+4,907 |
Jun12 |
120125 |
110~029 |
110~037 |
110~028 |
110~037 |
+0~009 |
155 |
1,647 |
+50 |
Sep12 |
120125 |
109~103 |
109~103 |
109~094 |
109~103 |
+0~009 |
|
|
|
Total Volume and Open Interest |
127,729 |
800,269 |
+4,957 |
Eurodollars(CME) |
Mar12 |
120125 |
99.495 |
99.515 |
99.490 |
99.505 |
+0.005 |
159,846 |
988,682 |
+18,360 |
Jun12 |
120125 |
99.480 |
99.505 |
99.475 |
99.500 |
+0.020 |
181,518 |
952,501 |
+10,516 |
Sep12 |
120125 |
99.455 |
99.495 |
99.450 |
99.475 |
+0.020 |
155,944 |
694,601 |
+6,970 |
Dec12 |
120125 |
99.430 |
99.480 |
99.420 |
99.450 |
+0.020 |
187,438 |
779,055 |
-17,116 |
Mar13 |
120125 |
99.420 |
99.480 |
99.415 |
99.440 |
+0.020 |
186,887 |
751,498 |
-17,842 |
Jun13 |
120125 |
99.395 |
99.460 |
99.385 |
99.420 |
+0.025 |
150,699 |
597,582 |
-8,376 |
Sep13 |
120125 |
99.350 |
99.435 |
99.345 |
99.390 |
+0.040 |
127,955 |
580,391 |
+3,377 |
Dec13 |
120125 |
99.280 |
99.390 |
99.275 |
99.340 |
+0.060 |
153,789 |
541,918 |
-1,244 |
Mar14 |
120125 |
99.185 |
99.340 |
99.180 |
99.275 |
+0.090 |
128,280 |
411,548 |
+1,909 |
Jun14 |
120125 |
99.050 |
99.250 |
99.045 |
99.175 |
+0.125 |
110,694 |
312,570 |
-1,041 |
Sep14 |
120125 |
98.890 |
99.120 |
98.880 |
99.045 |
+0.155 |
83,195 |
215,836 |
+86 |
Dec14 |
120125 |
98.695 |
98.960 |
98.690 |
98.880 |
+0.175 |
100,641 |
247,301 |
+8,237 |
Mar15 |
120125 |
98.520 |
98.780 |
98.510 |
98.705 |
+0.180 |
58,102 |
161,377 |
-2,378 |
Jun15 |
120125 |
0.026 |
0.286 |
0.021 |
0.211 |
+0.180 |
43,319 |
111,485 |
+169 |
Sep15 |
120125 |
6.390 |
0.091 |
6.385 |
0.016 |
-6.379 |
38,620 |
80,124 |
-1,099 |
Dec15 |
120125 |
6.200 |
6.450 |
6.190 |
6.370 |
+0.170 |
39,293 |
85,860 |
-2,995 |
Mar16 |
120125 |
6.040 |
6.280 |
6.025 |
6.195 |
+0.160 |
13,884 |
51,529 |
+452 |
Jun16 |
120125 |
5.870 |
6.115 |
5.865 |
6.025 |
+0.150 |
11,631 |
41,852 |
-558 |
Total Volume and Open Interest |
1,972,334 |
7,830,179 |
+1,608 |
30 Day Federal Funds(CBOT) |
Jan12 |
120125 |
99.915 |
99.918 |
99.915 |
99.918 |
unch |
2,957 |
66,968 |
+256 |
Feb12 |
120125 |
99.910 |
99.915 |
99.910 |
99.915 |
unch |
684 |
55,799 |
-7 |
Mar12 |
120125 |
99.910 |
99.915 |
99.905 |
99.910 |
unch |
2,197 |
34,332 |
-255 |
Apr12 |
120125 |
99.900 |
99.910 |
99.900 |
99.905 |
unch |
1,559 |
37,017 |
+92 |
May12 |
120125 |
99.900 |
99.905 |
99.895 |
99.900 |
-0.005 |
2,401 |
43,237 |
-1,053 |
Jun12 |
120125 |
99.895 |
99.905 |
99.895 |
99.900 |
unch |
2,728 |
31,995 |
+756 |
Total Volume and Open Interest |
25,489 |
531,223 |
+3,005 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120125 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.003 |
0 |
40 |
+0 |
Jun12 |
120125 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
120125 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
120125 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
120125 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120125 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep13 |
120125 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Dec13 |
120125 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120125 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120125 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120125 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
1,759 |
-190 |
Jun12 |
120125 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,440 |
+0 |
Sep12 |
120125 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
711 |
+0 |
Dec12 |
120125 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
115 |
+0 |
Mar13 |
120125 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
120125 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
208 |
+0 |
Sep13 |
120125 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
325 |
+0 |
Dec13 |
120125 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
265 |
+0 |
Total Volume and Open Interest |
0 |
4,954 |
-190 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120125 |
142.15 |
142.23 |
142.10 |
142.22 |
+0.10 |
2,332 |
25,402 |
+140 |
Jun12 |
120125 |
141.60 |
141.60 |
141.60 |
141.60 |
+0.10 |
0 |
2 |
+0 |
Sep12 |
120125 |
139.51 |
139.51 |
139.51 |
139.51 |
+0.10 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,332 |
25,413 |
+140 |
Euro-Bund(EUREX) |
Mar12 |
120125 |
137.32 |
138.41 |
137.18 |
137.82 |
+0.52 |
698,214 |
858,490 |
+5,584 |
Jun12 |
120125 |
135.80 |
136.63 |
135.80 |
136.10 |
+0.51 |
1,187 |
4,127 |
+617 |
Sep12 |
120125 |
136.02 |
136.02 |
136.02 |
136.02 |
+0.52 |
0 |
1 |
+0 |
Total Volume and Open Interest |
699,401 |
862,618 |
+6,201 |
Euro-Bobl(EUREX) |
Mar12 |
120125 |
124.45 |
125.01 |
124.31 |
124.68 |
+0.23 |
322,816 |
691,481 |
-493 |
Jun12 |
120125 |
122.82 |
123.09 |
122.80 |
123.07 |
+0.21 |
14 |
5,072 |
+13 |
Sep12 |
120125 |
122.97 |
122.97 |
122.97 |
122.97 |
+0.13 |
|
|
|
Total Volume and Open Interest |
322,830 |
696,553 |
-480 |
3-Mth Euribor(EUREX) |
Mar12 |
120125 |
99.110 |
99.110 |
99.090 |
99.095 |
unch |
0 |
1,759 |
+0 |
Jun12 |
120125 |
99.175 |
99.175 |
99.170 |
99.170 |
-0.010 |
20 |
1,200 |
+0 |
Sep12 |
120125 |
99.185 |
99.195 |
99.185 |
99.190 |
-0.005 |
0 |
973 |
+0 |
Total Volume and Open Interest |
72 |
6,293 |
+11 |
Long Gilt(LIFFE) |
Mar12 |
120125 |
115~06 |
115~25 |
115~04 |
115~10 |
+0~08 |
133,221 |
343,360 |
-1,674 |
Jun12 |
120125 |
114~10 |
114~10 |
114~10 |
114~10 |
+0~08 |
0 |
89 |
+0 |
Total Volume and Open Interest |
133,221 |
343,449 |
-1,674 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120125 |
98.95 |
98.98 |
98.94 |
98.96 |
unch |
26,764 |
346,552 |
+1,127 |
Jun12 |
120125 |
99.00 |
99.03 |
98.97 |
99.01 |
unch |
45,789 |
273,516 |
-1,631 |
Sep12 |
120125 |
99.03 |
99.07 |
99.00 |
99.05 |
+0.01 |
39,441 |
326,853 |
+7,462 |
Dec12 |
120125 |
99.04 |
99.09 |
99.01 |
99.06 |
+0.02 |
33,261 |
233,650 |
+2,728 |
Mar13 |
120125 |
99.02 |
99.10 |
99.02 |
99.06 |
+0.02 |
38,258 |
282,255 |
-507 |
Jun13 |
120125 |
98.99 |
99.07 |
98.98 |
99.02 |
+0.02 |
33,331 |
229,343 |
+726 |
Total Volume and Open Interest |
302,783 |
2,198,061 |
+15,553 |
3-Mth Euribor(LIFFE) |
Mar12 |
120125 |
99.090 |
99.115 |
99.075 |
99.095 |
unch |
122,656 |
530,505 |
+3,637 |
Jun12 |
120125 |
99.175 |
99.195 |
99.135 |
99.170 |
-0.010 |
89,573 |
522,728 |
+7,626 |
Sep12 |
120125 |
99.190 |
99.220 |
99.150 |
99.190 |
-0.005 |
77,573 |
476,416 |
+6,173 |
Total Volume and Open Interest |
583,157 |
3,446,328 |
+53,178 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120125 |
95.86 |
95.87 |
95.78 |
95.79 |
-0.08 |
12,723 |
223,726 |
+636 |
Jun12 |
120125 |
96.20 |
96.23 |
96.06 |
96.07 |
-0.15 |
16,902 |
173,000 |
+1,921 |
Sep12 |
120125 |
96.34 |
96.37 |
96.16 |
96.18 |
-0.17 |
10,358 |
116,419 |
+1,179 |
Dec12 |
120125 |
96.31 |
96.35 |
96.15 |
96.16 |
-0.17 |
2,862 |
79,094 |
+476 |
Mar13 |
120125 |
96.25 |
96.27 |
96.11 |
96.12 |
-0.15 |
1,070 |
51,360 |
+238 |
Jun13 |
120125 |
96.19 |
96.21 |
96.07 |
96.07 |
-0.13 |
729 |
53,180 |
+449 |
Sep13 |
120125 |
96.14 |
96.14 |
96.01 |
96.01 |
-0.12 |
895 |
31,838 |
+658 |
Dec13 |
120125 |
96.05 |
96.06 |
95.94 |
95.94 |
-0.12 |
236 |
23,493 |
+17 |
Mar14 |
120125 |
95.98 |
96.00 |
95.87 |
95.87 |
-0.13 |
23 |
2,344 |
+0 |
Jun14 |
120125 |
95.89 |
95.89 |
95.79 |
95.79 |
-0.13 |
50 |
446 |
+0 |
Total Volume and Open Interest |
45,848 |
755,083 |
+5,574 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120125 |
96.05 |
96.07 |
95.94 |
95.95 |
-0.11 |
38,712 |
348,372 |
-1,944 |
Jun12 |
120125 |
95.95 |
95.95 |
95.95 |
95.95 |
-0.11 |
|
|
|
Total Volume and Open Interest |
38,712 |
348,372 |
-1,944 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120125 |
96.74 |
96.77 |
96.62 |
96.62 |
-0.13 |
111,409 |
414,883 |
+11,455 |
Jun12 |
120125 |
96.62 |
96.62 |
96.62 |
96.62 |
-0.13 |
|
|
|
Total Volume and Open Interest |
111,409 |
414,883 |
+11,455 |
Gold(CMX) |
Feb12 |
120125 |
1666.5 |
1713.2 |
1649.2 |
1700.1 |
+35.6 |
131,456 |
139,274 |
-9,035 |
Apr12 |
120125 |
1669.3 |
1716.1 |
1652.2 |
1703.0 |
+35.6 |
31,172 |
119,909 |
+6,210 |
Jun12 |
120125 |
1671.9 |
1718.7 |
1656.5 |
1705.9 |
+35.7 |
4,686 |
48,305 |
+184 |
Aug12 |
120125 |
1675.0 |
1715.5 |
1660.5 |
1708.4 |
+35.8 |
2,467 |
16,548 |
+237 |
Oct12 |
120125 |
1714.6 |
1717.5 |
1710.8 |
1710.8 |
+35.8 |
103 |
11,742 |
+49 |
Dec12 |
120125 |
1678.4 |
1726.1 |
1663.3 |
1713.1 |
+35.8 |
623 |
29,468 |
+287 |
Feb13 |
120125 |
1669.4 |
1728.0 |
1664.9 |
1715.2 |
+35.8 |
159 |
10,206 |
+12 |
Apr13 |
120125 |
1717.6 |
1717.6 |
1717.6 |
1717.6 |
+35.8 |
3 |
2,759 |
-3 |
Jun13 |
120125 |
1720.4 |
1720.4 |
1720.4 |
1720.4 |
+35.8 |
135 |
11,345 |
+130 |
Aug13 |
120125 |
1721.0 |
1723.2 |
1721.0 |
1723.2 |
+35.7 |
0 |
155 |
+0 |
Oct13 |
120125 |
1726.3 |
1726.3 |
1726.3 |
1726.3 |
+35.6 |
|
|
|
Dec13 |
120125 |
1701.5 |
1741.2 |
1700.5 |
1729.7 |
+35.5 |
140 |
11,222 |
+77 |
Total Volume and Open Interest |
171,384 |
436,642 |
-1,845 |
Silver(CMX) |
Mar12 |
120125 |
3205.0 |
3340.0 |
3152.5 |
3312.1 |
+114.6 |
41,520 |
51,652 |
-1,372 |
May12 |
120125 |
3223.0 |
3336.0 |
3160.0 |
3317.5 |
+114.9 |
2,323 |
11,305 |
-236 |
Jul12 |
120125 |
3226.0 |
3337.0 |
3169.5 |
3321.4 |
+114.9 |
811 |
5,434 |
+442 |
Sep12 |
120125 |
3340.0 |
3340.0 |
3323.9 |
3323.9 |
+114.8 |
95 |
3,200 |
+15 |
Dec12 |
120125 |
3240.0 |
3347.0 |
3198.0 |
3327.5 |
+115.1 |
803 |
14,064 |
-257 |
Mar13 |
120125 |
3242.5 |
3336.0 |
3242.0 |
3327.0 |
+114.7 |
7 |
1,354 |
-1 |
May13 |
120125 |
3325.7 |
3325.7 |
3325.7 |
3325.7 |
+114.7 |
0 |
1,085 |
+0 |
Total Volume and Open Interest |
46,106 |
103,030 |
-1,376 |
Platinum(NYMEX) |
Jan12 |
120125 |
1574.1 |
1577.8 |
1572.2 |
1577.4 |
+27.2 |
7 |
92 |
+5 |
Apr12 |
120125 |
1553.7 |
1586.7 |
1543.0 |
1579.6 |
+27.2 |
7,105 |
42,797 |
+538 |
Jul12 |
120125 |
1552.6 |
1588.8 |
1552.6 |
1583.4 |
+27.5 |
28 |
1,509 |
+25 |
Oct12 |
120125 |
1579.5 |
1586.3 |
1579.5 |
1586.3 |
+27.2 |
3 |
129 |
+3 |
Total Volume and Open Interest |
7,143 |
44,530 |
+571 |
Palladium(NYMEX) |
Mar12 |
120125 |
26.14 |
40.79 |
15.64 |
37.99 |
+12.80 |
3,266 |
16,973 |
+14 |
Jun12 |
120125 |
17.64 |
40.49 |
17.64 |
39.74 |
+12.90 |
26 |
650 |
+23 |
Sep12 |
120125 |
21.34 |
41.09 |
21.34 |
41.09 |
+13.25 |
1 |
154 |
+0 |
Total Volume and Open Interest |
3,293 |
17,777 |
+37 |
Copper(CMX) |
Mar12 |
120125 |
382.25 |
385.70 |
376.00 |
382.95 |
+2.20 |
37,452 |
74,632 |
+1,333 |
May12 |
120125 |
384.00 |
386.90 |
377.30 |
384.10 |
+2.15 |
8,364 |
25,273 |
-558 |
Jul12 |
120125 |
385.00 |
386.90 |
378.25 |
385.00 |
+2.05 |
4,063 |
21,292 |
+1,447 |
Sep12 |
120125 |
384.95 |
387.90 |
382.75 |
385.65 |
+2.10 |
358 |
3,784 |
+59 |
Dec12 |
120125 |
386.30 |
388.55 |
379.75 |
386.05 |
+2.00 |
211 |
5,593 |
+22 |
Total Volume and Open Interest |
51,044 |
141,223 |
+2,387 |
DJIA Index(CBOT) |
Mar12 |
120125 |
12655 |
12720 |
12531 |
12688 |
+62 |
337 |
11,177 |
+145 |
Jun12 |
120125 |
12619 |
12619 |
12557 |
12619 |
+62 |
0 |
283 |
+0 |
Sep12 |
120125 |
12556 |
12556 |
12494 |
12556 |
+62 |
|
|
|
Dec12 |
120125 |
12496 |
12496 |
12371 |
12479 |
+62 |
|
|
|
Total Volume and Open Interest |
337 |
11,460 |
+145 |
E-mini DJIA Index(CBOT) |
Mar12 |
120125 |
12627 |
12725 |
12522 |
12688 |
+62 |
82,622 |
103,866 |
-1,702 |
Jun12 |
120125 |
12585 |
12619 |
12500 |
12619 |
+62 |
2 |
62 |
-1 |
Sep12 |
120125 |
12556 |
12556 |
12556 |
12556 |
+62 |
0 |
10 |
+0 |
Dec12 |
120125 |
12479 |
12479 |
12479 |
12479 |
+62 |
1 |
1 |
+1 |
Total Volume and Open Interest |
82,625 |
103,939 |
-1,702 |
S & P 500(CME) |
Mar12 |
120125 |
1311.40 |
1324.50 |
1303.50 |
1320.20 |
+8.80 |
10,793 |
253,491 |
-469 |
Jun12 |
120125 |
1299.20 |
1318.80 |
1299.20 |
1314.60 |
+8.80 |
0 |
2,830 |
+0 |
Sep12 |
120125 |
1307.00 |
1312.80 |
1295.40 |
1308.60 |
+8.80 |
25 |
1,067 |
+0 |
Dec12 |
120125 |
1302.80 |
1307.00 |
1289.60 |
1302.80 |
+8.80 |
0 |
226 |
+0 |
Total Volume and Open Interest |
10,818 |
257,614 |
-469 |
S & P 500 E-Mini(Globex) |
Mar12 |
120125 |
1311.25 |
1324.75 |
1303.00 |
1320.25 |
+8.75 |
1,609,178 |
2,654,751 |
-4,318 |
Jun12 |
120125 |
1307.75 |
1318.75 |
1297.50 |
1314.50 |
+8.75 |
287 |
24,407 |
+24 |
Total Volume and Open Interest |
1,609,469 |
2,679,485 |
-4,298 |
NASDAQ 100(CME) |
Mar12 |
120125 |
2448.30 |
2468.00 |
2436.00 |
2460.50 |
+23.00 |
1,209 |
15,652 |
+903 |
Jun12 |
120125 |
2460.00 |
2460.00 |
2455.50 |
2455.50 |
+22.00 |
|
|
|
Sep12 |
120125 |
2453.00 |
2453.00 |
2453.00 |
2453.00 |
+22.00 |
|
|
|
Total Volume and Open Interest |
1,209 |
15,652 |
+903 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120125 |
2438.00 |
2469.00 |
2436.80 |
2460.50 |
+23.00 |
165,315 |
370,479 |
+2,558 |
Jun12 |
120125 |
2440.00 |
2460.00 |
2435.00 |
2455.50 |
+22.00 |
22 |
193 |
-2 |
Total Volume and Open Interest |
165,337 |
370,676 |
+2,556 |
S & P Midcap 400(CME) |
Mar12 |
120125 |
940.50 |
942.00 |
927.00 |
942.00 |
+9.00 |
1 |
1,169 |
-1 |
Jun12 |
120125 |
940.00 |
940.00 |
940.00 |
940.00 |
+9.00 |
|
|
|
Sep12 |
120125 |
938.00 |
938.00 |
938.00 |
938.00 |
+9.00 |
|
|
|
Total Volume and Open Interest |
1 |
1,169 |
-1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120125 |
8825 |
8910 |
8810 |
8880 |
+65 |
3,771 |
22,662 |
-156 |
Jun12 |
120125 |
8800 |
8820 |
8755 |
8820 |
+65 |
1 |
42 |
+0 |
Total Volume and Open Interest |
3,772 |
22,704 |
-156 |
Nikkei 225(SGX) |
Mar12 |
120125 |
8780 |
8905 |
8755 |
8855 |
+75 |
65,492 |
194,640 |
-7,003 |
Jun12 |
120125 |
8685 |
8815 |
8685 |
8775 |
+70 |
48 |
1,591 |
+19 |
Sep12 |
120125 |
8775 |
8775 |
8775 |
8775 |
+75 |
0 |
30 |
+0 |
Total Volume and Open Interest |
66,144 |
203,206 |
-6,436 |
CAC 40(EURONEXT) |
Feb12 |
120125 |
3341.5 |
3349.0 |
3284.5 |
3312.0 |
-9.5 |
62,218 |
264,885 |
-215 |
Mar12 |
120125 |
3335.5 |
3348.5 |
3287.5 |
3312.0 |
-9.5 |
158 |
24,723 |
-236 |
Apr12 |
120125 |
3301.5 |
3301.5 |
3301.5 |
3301.5 |
-8.0 |
|
|
|
Total Volume and Open Interest |
62,376 |
289,658 |
-451 |
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 |
120125 |
6465.0 |
6480.5 |
6369.0 |
6419.5 |
+3.5 |
136,830 |
159,590 |
+1,627 |
Jun12 |
120125 |
6472.0 |
6487.0 |
6384.0 |
6432.5 |
+4.0 |
500 |
5,243 |
-81 |
Sep12 |
120125 |
6469.0 |
6491.5 |
6403.5 |
6440.0 |
+4.0 |
32 |
469 |
-29 |
Total Volume and Open Interest |
137,362 |
165,302 |
+1,517 |
FT-SE 100(EURONEXT) |
Mar12 |
120125 |
5720.00 |
5738.00 |
5650.50 |
5676.00 |
-27.50 |
101,701 |
637,476 |
+10,581 |
Jun12 |
120125 |
5680.00 |
5680.00 |
5607.00 |
5628.00 |
-27.50 |
11 |
6,249 |
-11 |
Sep12 |
120125 |
5596.00 |
5596.00 |
5596.00 |
5596.00 |
-27.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
101,712 |
643,735 |
+10,570 |
SPI 200(SFE) |
Mar12 |
120125 |
4190.0 |
4243.0 |
4177.0 |
4239.0 |
+47.0 |
21,868 |
184,720 |
-113 |
Jun12 |
120125 |
4249.0 |
4249.0 |
4249.0 |
4249.0 |
+46.0 |
15 |
2,160 |
-2 |
Sep12 |
120125 |
4212.0 |
4212.0 |
4212.0 |
4212.0 |
+45.0 |
0 |
1,226 |
+0 |
Total Volume and Open Interest |
21,889 |
189,699 |
-118 |
GSCI(CME) |
Feb12 |
120125 |
659.25 |
664.25 |
654.50 |
661.25 |
+1.75 |
315 |
8,833 |
-103 |
Mar12 |
120125 |
664.50 |
667.50 |
658.00 |
664.50 |
+1.50 |
1 |
2 |
+1 |
Apr12 |
120125 |
666.00 |
669.00 |
659.50 |
666.00 |
+1.50 |
|
|
|
Total Volume and Open Interest |
316 |
8,835 |
-102 |
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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