|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu January 26, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120126 |
1213.50 |
1231.00 |
1213.25 |
1222.75 |
+9.25 |
102,469 |
195,404 |
-1,285 |
May12 |
120126 |
1222.50 |
1240.00 |
1222.50 |
1232.00 |
+9.25 |
18,840 |
99,806 |
+1,502 |
Jul12 |
120126 |
1232.25 |
1249.25 |
1232.25 |
1241.75 |
+9.25 |
25,442 |
92,527 |
+1,106 |
Aug12 |
120126 |
1240.00 |
1242.75 |
1230.25 |
1239.50 |
+9.25 |
488 |
2,363 |
-18 |
Sep12 |
120126 |
1231.50 |
1231.50 |
1221.25 |
1229.75 |
+8.50 |
520 |
1,786 |
+1 |
Nov12 |
120126 |
1211.50 |
1229.25 |
1211.50 |
1221.75 |
+8.00 |
16,459 |
65,883 |
+877 |
Jan13 |
120126 |
1218.00 |
1236.00 |
1218.00 |
1228.75 |
+7.50 |
588 |
14,253 |
-174 |
Mar13 |
120126 |
1236.00 |
1240.50 |
1226.75 |
1234.50 |
+7.75 |
233 |
1,523 |
+97 |
May13 |
120126 |
1236.00 |
1239.50 |
1226.75 |
1232.75 |
+6.00 |
63 |
524 |
+1 |
Jul13 |
120126 |
1230.00 |
1243.00 |
1228.75 |
1236.00 |
+7.25 |
72 |
1,192 |
-13 |
Aug13 |
120126 |
1231.00 |
1231.00 |
1224.00 |
1231.00 |
+7.00 |
0 |
2 |
+0 |
Sep13 |
120126 |
1209.25 |
1209.25 |
1202.25 |
1209.25 |
+7.00 |
|
|
|
Nov13 |
120126 |
1198.75 |
1203.50 |
1190.25 |
1196.75 |
+6.50 |
145 |
2,631 |
-1 |
Jan14 |
120126 |
1204.00 |
1204.00 |
1197.00 |
1204.00 |
+7.00 |
0 |
30 |
+0 |
Total Volume and Open Interest |
165,325 |
478,304 |
+2,098 |
Soybean Meal(CBOT) |
Mar12 |
120126 |
320.70 |
326.10 |
320.50 |
323.60 |
+2.50 |
39,934 |
89,616 |
+878 |
May12 |
120126 |
323.10 |
327.90 |
323.10 |
325.40 |
+2.10 |
10,811 |
35,925 |
+875 |
Jul12 |
120126 |
325.70 |
330.10 |
325.70 |
327.80 |
+1.90 |
8,444 |
31,047 |
+480 |
Aug12 |
120126 |
327.00 |
329.40 |
325.30 |
327.20 |
+1.90 |
332 |
6,314 |
-41 |
Sep12 |
120126 |
324.60 |
327.80 |
323.80 |
325.80 |
+2.00 |
394 |
5,756 |
-36 |
Oct12 |
120126 |
322.90 |
324.00 |
320.50 |
321.70 |
+1.80 |
226 |
3,736 |
+14 |
Dec12 |
120126 |
318.10 |
323.00 |
318.10 |
321.00 |
+2.10 |
4,252 |
22,786 |
+997 |
Jan13 |
120126 |
324.10 |
324.10 |
320.30 |
322.40 |
+2.10 |
309 |
1,831 |
+82 |
Mar13 |
120126 |
326.90 |
327.00 |
323.20 |
325.30 |
+2.10 |
392 |
2,246 |
+22 |
May13 |
120126 |
327.50 |
327.50 |
324.80 |
326.20 |
+2.10 |
37 |
1,327 |
+32 |
Total Volume and Open Interest |
65,132 |
201,968 |
+3,304 |
Soybean Oil(CBOT) |
Mar12 |
120126 |
51.40 |
52.00 |
51.26 |
51.94 |
+0.55 |
52,522 |
151,323 |
-1,525 |
May12 |
120126 |
51.82 |
52.42 |
51.77 |
52.37 |
+0.55 |
16,404 |
66,881 |
+1,625 |
Jul12 |
120126 |
52.26 |
52.85 |
52.23 |
52.78 |
+0.54 |
12,890 |
48,450 |
+2,391 |
Aug12 |
120126 |
52.79 |
52.92 |
52.70 |
52.88 |
+0.53 |
199 |
6,471 |
+14 |
Sep12 |
120126 |
53.00 |
53.00 |
52.45 |
52.98 |
+0.53 |
345 |
5,214 |
-29 |
Oct12 |
120126 |
52.50 |
53.05 |
52.50 |
53.01 |
+0.54 |
597 |
5,121 |
-353 |
Dec12 |
120126 |
52.60 |
53.23 |
52.55 |
53.20 |
+0.57 |
8,966 |
30,000 |
+2,877 |
Jan13 |
120126 |
53.38 |
53.43 |
53.18 |
53.37 |
+0.57 |
165 |
370 |
+0 |
Mar13 |
120126 |
53.42 |
53.62 |
53.42 |
53.62 |
+0.57 |
180 |
374 |
+93 |
May13 |
120126 |
53.60 |
53.72 |
53.45 |
53.72 |
+0.57 |
0 |
119 |
+0 |
Total Volume and Open Interest |
92,268 |
315,325 |
+5,093 |
Canola(WCE) |
Mar12 |
120126 |
525.5 |
529.5 |
525.4 |
527.3 |
+2.9 |
12,551 |
79,966 |
-324 |
May12 |
120126 |
530.1 |
535.6 |
530.1 |
533.7 |
+3.6 |
8,242 |
32,075 |
+362 |
Jul12 |
120126 |
530.5 |
536.7 |
530.5 |
535.7 |
+6.5 |
2,460 |
20,638 |
+1,138 |
Nov12 |
120126 |
507.7 |
514.1 |
507.7 |
513.6 |
+6.6 |
1,748 |
25,751 |
+386 |
Jan13 |
120126 |
511.8 |
519.9 |
511.8 |
519.8 |
+7.4 |
9 |
1,069 |
+1 |
Total Volume and Open Interest |
25,010 |
160,014 |
+1,563 |
Corn(CBOT) |
Mar12 |
120126 |
634.25 |
645.75 |
633.25 |
634.50 |
unch |
218,954 |
438,711 |
-7,771 |
May12 |
120126 |
639.75 |
651.00 |
638.25 |
640.00 |
-0.25 |
58,919 |
234,996 |
-263 |
Jul12 |
120126 |
643.00 |
654.50 |
642.00 |
643.75 |
-0.25 |
62,672 |
201,648 |
-767 |
Sep12 |
120126 |
587.00 |
595.25 |
586.00 |
588.75 |
+1.75 |
11,883 |
62,980 |
+2,423 |
Dec12 |
120126 |
562.50 |
573.00 |
562.25 |
566.00 |
+3.00 |
34,881 |
210,003 |
+447 |
Mar13 |
120126 |
575.00 |
585.00 |
575.00 |
578.25 |
+3.00 |
1,337 |
41,659 |
+371 |
May13 |
120126 |
581.25 |
590.00 |
581.25 |
585.25 |
+3.00 |
148 |
2,022 |
+56 |
Jul13 |
120126 |
590.00 |
594.50 |
587.25 |
590.25 |
+3.00 |
226 |
2,568 |
+59 |
Sep13 |
120126 |
567.00 |
567.00 |
562.00 |
567.00 |
+5.00 |
11 |
586 |
+7 |
Dec13 |
120126 |
552.00 |
558.50 |
551.00 |
556.00 |
+5.00 |
466 |
17,004 |
+267 |
Total Volume and Open Interest |
389,520 |
1,214,461 |
-5,157 |
Wheat(CBOT) |
Mar12 |
120126 |
640.75 |
658.25 |
639.75 |
653.50 |
+12.25 |
79,746 |
190,385 |
-2,936 |
May12 |
120126 |
655.00 |
670.25 |
654.50 |
666.75 |
+10.50 |
24,866 |
87,773 |
+3,604 |
Jul12 |
120126 |
670.00 |
683.00 |
669.25 |
680.00 |
+8.75 |
16,868 |
96,828 |
+3,193 |
Sep12 |
120126 |
685.75 |
698.00 |
685.75 |
694.50 |
+7.50 |
2,377 |
29,986 |
+54 |
Dec12 |
120126 |
702.50 |
714.50 |
702.50 |
711.00 |
+7.75 |
6,060 |
51,148 |
+874 |
Mar13 |
120126 |
726.25 |
728.75 |
719.00 |
726.00 |
+7.00 |
194 |
3,506 |
+46 |
Total Volume and Open Interest |
130,603 |
464,863 |
+4,918 |
Wheat(KCBT) |
Mar12 |
120126 |
695.25 |
710.25 |
694.25 |
709.00 |
+12.00 |
11,246 |
58,131 |
-2,229 |
May12 |
120126 |
703.75 |
718.50 |
703.50 |
716.50 |
+10.75 |
5,154 |
22,404 |
+959 |
Jul12 |
120126 |
712.50 |
726.50 |
711.75 |
724.50 |
+10.25 |
3,888 |
43,114 |
-179 |
Sep12 |
120126 |
725.00 |
738.50 |
725.00 |
736.50 |
+9.25 |
740 |
8,895 |
+499 |
Dec12 |
120126 |
743.25 |
756.00 |
743.25 |
754.50 |
+9.25 |
1,604 |
12,571 |
+873 |
Mar13 |
120126 |
764.50 |
766.50 |
763.50 |
766.50 |
+8.50 |
26 |
466 |
+7 |
Total Volume and Open Interest |
22,660 |
145,942 |
-68 |
Wheat(MGE) |
Mar12 |
120126 |
812.50 |
835.00 |
810.50 |
827.25 |
+14.50 |
1,923 |
13,893 |
-398 |
May12 |
120126 |
798.00 |
819.75 |
795.75 |
813.00 |
+14.75 |
775 |
9,504 |
+121 |
Jul12 |
120126 |
790.50 |
809.00 |
789.00 |
802.25 |
+13.00 |
432 |
8,623 |
+75 |
Sep12 |
120126 |
769.00 |
785.00 |
768.75 |
779.75 |
+9.00 |
178 |
5,544 |
+31 |
Dec12 |
120126 |
778.00 |
790.25 |
776.50 |
786.25 |
+9.50 |
319 |
4,090 |
-128 |
Total Volume and Open Interest |
3,651 |
41,962 |
-290 |
Oats(CBOT) |
Mar12 |
120126 |
297.25 |
306.50 |
297.25 |
300.75 |
+2.50 |
602 |
8,958 |
-296 |
May12 |
120126 |
301.25 |
308.50 |
299.75 |
302.75 |
+3.00 |
157 |
3,506 |
+108 |
Jul12 |
120126 |
307.75 |
312.00 |
302.25 |
305.50 |
+3.25 |
34 |
266 |
+6 |
Sep12 |
120126 |
308.00 |
308.00 |
306.75 |
308.00 |
+1.25 |
24 |
38 |
+6 |
Total Volume and Open Interest |
1,092 |
13,713 |
+25 |
Rough Rice(CBOT) |
Mar12 |
120126 |
14.60 |
14.83 |
14.57 |
14.69 |
+0.10 |
947 |
11,816 |
-172 |
May12 |
120126 |
14.86 |
15.09 |
14.85 |
14.97 |
+0.10 |
437 |
1,404 |
+358 |
Jul12 |
120126 |
15.24 |
15.25 |
15.24 |
15.24 |
+0.10 |
39 |
684 |
+24 |
Sep12 |
120126 |
15.10 |
15.24 |
15.10 |
15.16 |
+0.09 |
29 |
276 |
+29 |
Total Volume and Open Interest |
1,452 |
14,185 |
+239 |
Live Cattle(CME) |
Feb12 |
120126 |
125.650 |
125.980 |
124.350 |
124.550 |
-1.300 |
20,115 |
58,866 |
-5,821 |
Apr12 |
120126 |
129.000 |
129.435 |
127.680 |
128.050 |
-1.135 |
26,333 |
131,395 |
+3,879 |
Jun12 |
120126 |
127.180 |
127.635 |
126.500 |
126.500 |
-1.000 |
13,795 |
87,006 |
+231 |
Aug12 |
120126 |
128.950 |
129.350 |
128.400 |
128.735 |
-0.465 |
10,400 |
34,820 |
+3,298 |
Oct12 |
120126 |
131.450 |
131.825 |
131.035 |
131.130 |
-0.655 |
1,960 |
13,155 |
+491 |
Dec12 |
120126 |
132.200 |
132.535 |
131.880 |
132.035 |
-0.415 |
1,103 |
7,815 |
+417 |
Total Volume and Open Interest |
74,140 |
335,617 |
+2,812 |
Feeder Cattle(CME) |
Jan12 |
120126 |
152.900 |
153.035 |
152.800 |
153.000 |
+0.465 |
597 |
2,205 |
-278 |
Mar12 |
120126 |
154.800 |
154.950 |
153.575 |
153.630 |
-1.370 |
2,402 |
19,924 |
+367 |
Apr12 |
120126 |
156.500 |
156.575 |
155.600 |
155.935 |
-0.915 |
993 |
6,032 |
+102 |
May12 |
120126 |
157.250 |
157.500 |
156.535 |
156.800 |
-0.985 |
1,118 |
6,204 |
+241 |
Aug12 |
120126 |
158.630 |
158.880 |
157.935 |
158.100 |
-1.050 |
776 |
6,852 |
+142 |
Sep12 |
120126 |
158.185 |
158.185 |
157.785 |
158.100 |
-0.950 |
172 |
1,295 |
+73 |
Oct12 |
120126 |
158.535 |
158.535 |
157.535 |
158.100 |
-0.900 |
48 |
557 |
+21 |
Total Volume and Open Interest |
6,136 |
43,304 |
+685 |
Lean Hogs(CME) |
Feb12 |
120126 |
86.330 |
87.250 |
85.600 |
85.950 |
-0.685 |
16,936 |
29,130 |
-5,081 |
Apr12 |
120126 |
88.180 |
89.000 |
86.430 |
86.800 |
-1.430 |
17,657 |
96,455 |
+3,331 |
May12 |
120126 |
96.300 |
96.700 |
94.850 |
95.400 |
-1.100 |
221 |
2,655 |
+94 |
Jun12 |
120126 |
98.050 |
98.600 |
96.580 |
96.850 |
-1.000 |
10,339 |
57,557 |
+1,765 |
Jul12 |
120126 |
98.100 |
98.180 |
96.450 |
96.800 |
-0.985 |
2,118 |
16,592 |
+555 |
Aug12 |
120126 |
97.230 |
97.400 |
96.150 |
96.650 |
-0.430 |
2,762 |
20,309 |
+458 |
Oct12 |
120126 |
86.980 |
87.000 |
86.035 |
86.885 |
+0.035 |
1,506 |
15,853 |
+679 |
Dec12 |
120126 |
82.450 |
82.800 |
81.950 |
82.550 |
-0.030 |
1,022 |
8,319 |
+456 |
Total Volume and Open Interest |
52,970 |
249,939 |
+2,481 |
Class III Milk(CME) |
Jan12 |
120126 |
17.08 |
17.12 |
17.08 |
17.09 |
unch |
4 |
4,208 |
-5 |
Feb12 |
120126 |
16.56 |
16.64 |
16.48 |
16.58 |
unch |
154 |
5,295 |
-17 |
Mar12 |
120126 |
16.77 |
16.92 |
16.65 |
16.81 |
-0.04 |
293 |
5,218 |
-3 |
Apr12 |
120126 |
16.66 |
16.90 |
16.63 |
16.80 |
-0.05 |
124 |
3,227 |
-1 |
May12 |
120126 |
16.75 |
16.93 |
16.75 |
16.91 |
+0.01 |
33 |
2,942 |
-5 |
Total Volume and Open Interest |
1,167 |
33,086 |
+129 |
Cocoa(ICE) |
Mar12 |
120126 |
2428 |
2474 |
2427 |
2452 |
+30 |
21,457 |
72,676 |
-738 |
May12 |
120126 |
2467 |
2495 |
2450 |
2473 |
+26 |
4,622 |
37,472 |
+813 |
Jul12 |
120126 |
2489 |
2515 |
2478 |
2494 |
+24 |
1,236 |
21,494 |
+88 |
Sep12 |
120126 |
2506 |
2530 |
2497 |
2514 |
+28 |
241 |
15,143 |
+55 |
Dec12 |
120126 |
2525 |
2550 |
2517 |
2535 |
+30 |
479 |
14,943 |
+273 |
Mar13 |
120126 |
2540 |
2565 |
2532 |
2552 |
+30 |
195 |
6,339 |
+109 |
May13 |
120126 |
2552 |
2563 |
2552 |
2563 |
+29 |
25 |
2,494 |
-1 |
Total Volume and Open Interest |
28,427 |
171,519 |
+660 |
Coffee "C"(ICE) |
Mar12 |
120126 |
218.50 |
221.50 |
217.25 |
219.70 |
+2.50 |
9,156 |
54,569 |
+1,313 |
May12 |
120126 |
221.00 |
224.10 |
220.15 |
222.55 |
+2.40 |
3,609 |
29,483 |
-270 |
Jul12 |
120126 |
224.05 |
226.60 |
223.10 |
225.35 |
+2.30 |
2,016 |
14,956 |
+568 |
Sep12 |
120126 |
228.60 |
228.60 |
225.85 |
227.85 |
+2.25 |
1,230 |
8,093 |
+356 |
Dec12 |
120126 |
231.25 |
231.25 |
228.60 |
230.60 |
+2.35 |
193 |
7,419 |
+92 |
Mar13 |
120126 |
231.35 |
233.35 |
231.00 |
233.20 |
+2.40 |
44 |
1,119 |
+17 |
Total Volume and Open Interest |
16,340 |
116,252 |
+2,108 |
Orange Juice(ICE) |
Mar12 |
120126 |
209.50 |
221.15 |
202.70 |
206.60 |
-4.55 |
1,517 |
20,296 |
+223 |
May12 |
120126 |
192.80 |
203.00 |
190.50 |
194.75 |
+0.05 |
369 |
4,560 |
+57 |
Jul12 |
120126 |
188.00 |
193.85 |
187.30 |
187.30 |
+1.45 |
32 |
1,072 |
+3 |
Sep12 |
120126 |
183.40 |
183.40 |
183.40 |
183.40 |
+2.55 |
0 |
351 |
+0 |
Nov12 |
120126 |
180.00 |
180.25 |
178.40 |
178.40 |
+2.55 |
9 |
170 |
+4 |
Jan13 |
120126 |
176.55 |
176.55 |
176.55 |
176.55 |
+2.55 |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,927 |
26,458 |
+287 |
Sugar #11(ICE) |
Mar12 |
120126 |
24.58 |
24.97 |
24.51 |
24.73 |
+0.22 |
43,866 |
211,658 |
-4,339 |
May12 |
120126 |
24.15 |
24.35 |
23.96 |
24.17 |
+0.18 |
24,408 |
115,586 |
+769 |
Jul12 |
120126 |
23.53 |
23.76 |
23.46 |
23.68 |
+0.15 |
16,868 |
137,047 |
+1,186 |
Oct12 |
120126 |
23.86 |
23.98 |
23.76 |
23.96 |
+0.12 |
7,634 |
71,007 |
+197 |
Mar13 |
120126 |
24.35 |
24.48 |
24.19 |
24.47 |
+0.12 |
3,132 |
46,141 |
-225 |
Total Volume and Open Interest |
96,929 |
636,763 |
-2,274 |
London Cocoa(LCE) |
Mar12 |
120126 |
1596 |
1608 |
1576 |
1591 |
+2 |
11,872 |
67,307 |
-1,434 |
May12 |
120126 |
1602 |
1616 |
1586 |
1599 |
unch |
2,800 |
24,314 |
+184 |
Jul12 |
120126 |
1615 |
1628 |
1597 |
1614 |
+1 |
1,872 |
31,899 |
+25 |
Sep12 |
120126 |
1628 |
1640 |
1612 |
1625 |
-1 |
826 |
23,959 |
-121 |
Dec12 |
120126 |
1637 |
1650 |
1628 |
1634 |
unch |
1,059 |
18,189 |
+202 |
Mar13 |
120126 |
1643 |
1656 |
1635 |
1644 |
unch |
186 |
10,219 |
+59 |
May13 |
120126 |
1660 |
1660 |
1647 |
1650 |
unch |
91 |
5,559 |
+9 |
Total Volume and Open Interest |
18,788 |
183,107 |
-1,016 |
London Sugar(LCE) |
Mar12 |
120126 |
650.00 |
656.50 |
646.60 |
648.40 |
+2.90 |
2,598 |
28,840 |
-568 |
May12 |
120126 |
628.90 |
634.50 |
626.00 |
627.10 |
+3.00 |
1,403 |
17,138 |
+647 |
Aug12 |
120126 |
615.90 |
619.70 |
613.30 |
614.60 |
+4.70 |
473 |
14,667 |
+226 |
Oct12 |
120126 |
615.60 |
619.10 |
613.00 |
613.90 |
+4.50 |
208 |
5,338 |
+61 |
Dec12 |
120126 |
617.50 |
621.40 |
615.70 |
616.60 |
+5.20 |
81 |
1,943 |
+21 |
Total Volume and Open Interest |
4,992 |
69,938 |
+604 |
Cotton(ICE) |
Mar12 |
120126 |
96.66 |
97.41 |
95.29 |
95.59 |
-1.33 |
10,234 |
77,624 |
-820 |
May12 |
120126 |
97.03 |
97.85 |
95.71 |
96.04 |
-1.32 |
5,336 |
35,956 |
+1,383 |
Jul12 |
120126 |
97.00 |
97.90 |
96.00 |
96.37 |
-1.27 |
2,943 |
33,375 |
+1,286 |
Oct12 |
120126 |
96.17 |
96.17 |
96.17 |
96.17 |
-1.02 |
1 |
89 |
+0 |
Dec12 |
120126 |
94.00 |
95.00 |
93.46 |
94.25 |
-0.44 |
1,062 |
16,447 |
+419 |
Mar13 |
120126 |
94.88 |
95.30 |
94.88 |
95.14 |
-0.48 |
50 |
531 |
+48 |
Total Volume and Open Interest |
19,681 |
165,008 |
+2,337 |
Lumber(CME) |
Mar12 |
120126 |
238.0 |
243.9 |
237.0 |
240.9 |
+2.2 |
553 |
6,643 |
+137 |
May12 |
120126 |
254.5 |
258.9 |
254.5 |
258.1 |
+3.0 |
187 |
2,150 |
+14 |
Jul12 |
120126 |
266.7 |
267.0 |
266.0 |
266.5 |
+2.5 |
32 |
559 |
-12 |
Sep12 |
120126 |
272.9 |
273.0 |
272.9 |
273.0 |
+2.5 |
0 |
258 |
+0 |
Total Volume and Open Interest |
772 |
9,643 |
+139 |
Crude Oil(NYM) |
Mar12 |
120126 |
99.96 |
101.39 |
99.23 |
99.70 |
+0.30 |
242,477 |
301,622 |
-2,910 |
Apr12 |
120126 |
100.20 |
101.70 |
99.59 |
100.04 |
+0.31 |
65,829 |
93,797 |
+4,366 |
May12 |
120126 |
100.50 |
102.01 |
99.97 |
100.42 |
+0.34 |
47,008 |
93,100 |
+459 |
Jun12 |
120126 |
101.00 |
102.28 |
100.26 |
100.73 |
+0.35 |
42,918 |
91,164 |
-4,162 |
Jul12 |
120126 |
101.29 |
102.43 |
100.50 |
100.94 |
+0.36 |
10,658 |
45,234 |
-1,076 |
Aug12 |
120126 |
101.38 |
102.15 |
101.04 |
101.04 |
+0.37 |
6,257 |
38,932 |
+294 |
Sep12 |
120126 |
101.45 |
102.30 |
100.70 |
101.08 |
+0.38 |
6,981 |
40,032 |
+528 |
Oct12 |
120126 |
101.92 |
102.05 |
101.10 |
101.10 |
+0.40 |
2,606 |
31,876 |
-108 |
Nov12 |
120126 |
102.02 |
102.02 |
101.12 |
101.12 |
+0.41 |
2,383 |
32,332 |
-43 |
Dec12 |
120126 |
101.03 |
102.31 |
100.67 |
101.12 |
+0.42 |
30,002 |
189,302 |
+1,927 |
Jan13 |
120126 |
100.81 |
101.96 |
100.81 |
100.95 |
+0.42 |
2,338 |
30,435 |
+79 |
Feb13 |
120126 |
100.90 |
101.65 |
100.76 |
100.76 |
+0.41 |
1,763 |
16,542 |
-211 |
Mar13 |
120126 |
100.54 |
100.54 |
100.54 |
100.54 |
+0.40 |
1,590 |
14,956 |
+149 |
Apr13 |
120126 |
99.90 |
100.27 |
99.90 |
100.27 |
+0.38 |
647 |
7,208 |
+214 |
May13 |
120126 |
99.99 |
99.99 |
99.99 |
99.99 |
+0.34 |
96 |
7,258 |
-118 |
Jun13 |
120126 |
100.40 |
100.64 |
99.72 |
99.72 |
+0.31 |
5,877 |
49,571 |
+1,870 |
Total Volume and Open Interest |
484,488 |
1,341,810 |
+2,681 |
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 |
120126 |
99.975 |
101.375 |
99.225 |
99.700 |
+0.300 |
5,307 |
1,540 |
-149 |
Apr12 |
120126 |
100.325 |
101.700 |
99.625 |
100.050 |
+0.325 |
211 |
288 |
+41 |
May12 |
120126 |
100.550 |
102.000 |
100.025 |
100.425 |
+0.350 |
36 |
142 |
+0 |
Jun12 |
120126 |
101.100 |
101.600 |
100.725 |
100.725 |
+0.350 |
18 |
31 |
+13 |
Jul12 |
120126 |
100.950 |
100.950 |
100.950 |
100.950 |
+0.375 |
0 |
9 |
+0 |
Aug12 |
120126 |
101.050 |
101.050 |
101.050 |
101.050 |
+0.375 |
1 |
8 |
+1 |
Sep12 |
120126 |
101.075 |
101.075 |
101.075 |
101.075 |
+0.375 |
0 |
1 |
+0 |
Oct12 |
120126 |
101.100 |
101.100 |
101.100 |
101.100 |
+0.400 |
0 |
9 |
+0 |
Total Volume and Open Interest |
5,573 |
2,250 |
-94 |
Heating Oil(NYM) |
Feb12 |
120126 |
304.60 |
306.50 |
303.31 |
305.35 |
+3.43 |
31,408 |
39,978 |
-4,608 |
Mar12 |
120126 |
303.65 |
305.80 |
302.32 |
304.46 |
+3.42 |
68,515 |
72,268 |
+1,677 |
Apr12 |
120126 |
301.65 |
303.82 |
300.40 |
302.44 |
+3.18 |
30,161 |
32,806 |
-563 |
May12 |
120126 |
299.51 |
301.91 |
298.67 |
300.43 |
+2.88 |
16,511 |
27,942 |
+1,561 |
Jun12 |
120126 |
298.97 |
300.71 |
297.37 |
299.11 |
+2.68 |
22,132 |
46,519 |
+3,699 |
Jul12 |
120126 |
299.45 |
300.31 |
298.04 |
298.99 |
+2.46 |
4,121 |
12,122 |
+181 |
Aug12 |
120126 |
300.10 |
300.98 |
298.30 |
299.30 |
+2.32 |
778 |
4,622 |
+168 |
Sep12 |
120126 |
299.20 |
300.81 |
299.20 |
299.90 |
+2.23 |
1,968 |
10,104 |
+53 |
Oct12 |
120126 |
302.12 |
302.28 |
299.97 |
300.62 |
+2.13 |
347 |
3,822 |
+120 |
Nov12 |
120126 |
302.80 |
302.80 |
300.53 |
301.29 |
+2.05 |
188 |
2,690 |
-5 |
Dec12 |
120126 |
301.96 |
303.71 |
301.21 |
301.90 |
+1.98 |
859 |
21,138 |
+86 |
Jan13 |
120126 |
301.76 |
302.35 |
301.76 |
302.35 |
+1.93 |
130 |
3,181 |
+54 |
Total Volume and Open Interest |
177,251 |
278,528 |
+2,503 |
Gasoline(NYMEX) |
Feb12 |
120126 |
284.65 |
286.49 |
283.24 |
284.66 |
+1.28 |
28,473 |
30,432 |
-4,324 |
Mar12 |
120126 |
284.89 |
287.00 |
283.60 |
285.08 |
+1.34 |
56,996 |
101,247 |
+3,936 |
Apr12 |
120126 |
297.60 |
299.70 |
296.45 |
297.94 |
+1.65 |
32,113 |
46,679 |
+1,299 |
May12 |
120126 |
296.83 |
298.38 |
295.31 |
296.65 |
+1.73 |
18,068 |
37,016 |
+2,612 |
Jun12 |
120126 |
293.30 |
295.52 |
292.18 |
293.68 |
+1.67 |
16,277 |
41,357 |
+335 |
Jul12 |
120126 |
290.31 |
291.61 |
288.99 |
290.08 |
+1.67 |
8,336 |
19,787 |
+102 |
Aug12 |
120126 |
286.68 |
287.88 |
285.72 |
286.39 |
+1.72 |
3,889 |
13,871 |
+663 |
Sep12 |
120126 |
282.15 |
283.79 |
282.15 |
282.45 |
+1.69 |
3,570 |
11,184 |
-306 |
Oct12 |
120126 |
268.75 |
268.75 |
268.10 |
268.22 |
+1.47 |
1,777 |
8,430 |
+398 |
Nov12 |
120126 |
264.67 |
264.67 |
264.67 |
264.67 |
+1.47 |
720 |
4,073 |
+155 |
Total Volume and Open Interest |
173,016 |
338,176 |
+5,389 |
e-miNY RBOB Gasoline(NYM) |
Feb12 |
120126 |
284.70 |
284.70 |
284.66 |
284.70 |
+1.30 |
0 |
2 |
+0 |
Mar12 |
120126 |
285.10 |
285.10 |
285.08 |
285.10 |
+1.40 |
|
|
|
Apr12 |
120126 |
297.90 |
297.94 |
297.90 |
297.90 |
+1.60 |
|
|
|
May12 |
120126 |
296.70 |
296.70 |
296.65 |
296.70 |
+1.80 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Feb12 |
120126 |
2.760 |
2.803 |
2.553 |
2.605 |
-0.124 |
210,660 |
29,324 |
-17,088 |
Mar12 |
120126 |
2.799 |
2.838 |
2.588 |
2.654 |
-0.115 |
172,690 |
329,485 |
-1,706 |
Apr12 |
120126 |
2.899 |
2.940 |
2.700 |
2.772 |
-0.103 |
88,583 |
142,286 |
+46 |
May12 |
120126 |
2.975 |
3.013 |
2.778 |
2.852 |
-0.104 |
44,630 |
103,497 |
+4,361 |
Jun12 |
120126 |
3.050 |
3.079 |
2.845 |
2.922 |
-0.103 |
23,644 |
46,221 |
+1,707 |
Jul12 |
120126 |
3.100 |
3.136 |
2.905 |
2.980 |
-0.103 |
25,194 |
60,210 |
+2,646 |
Aug12 |
120126 |
3.136 |
3.164 |
2.933 |
3.007 |
-0.105 |
11,386 |
24,532 |
+706 |
Sep12 |
120126 |
3.135 |
3.170 |
2.942 |
3.014 |
-0.103 |
9,323 |
40,301 |
+823 |
Oct12 |
120126 |
3.189 |
3.214 |
2.985 |
3.060 |
-0.102 |
33,907 |
91,180 |
+1,003 |
Nov12 |
120126 |
3.324 |
3.324 |
3.141 |
3.212 |
-0.103 |
7,101 |
35,770 |
+66 |
Dec12 |
120126 |
3.615 |
3.625 |
3.418 |
3.485 |
-0.104 |
7,734 |
33,706 |
-393 |
Jan13 |
120126 |
3.747 |
3.747 |
3.534 |
3.606 |
-0.106 |
17,002 |
52,037 |
-1,062 |
Feb13 |
120126 |
3.720 |
3.720 |
3.540 |
3.610 |
-0.105 |
5,016 |
15,136 |
+1,089 |
Mar13 |
120126 |
3.651 |
3.672 |
3.512 |
3.578 |
-0.103 |
6,016 |
24,004 |
-145 |
Apr13 |
120126 |
3.674 |
3.679 |
3.480 |
3.533 |
-0.103 |
9,682 |
32,365 |
-523 |
May13 |
120126 |
3.613 |
3.633 |
3.511 |
3.555 |
-0.103 |
4,256 |
8,493 |
+1,028 |
Total Volume and Open Interest |
691,144 |
1,152,540 |
-9,208 |
Brent Crude Oil(ICE) |
Mar12 |
120126 |
110.45 |
111.89 |
110.27 |
110.79 |
+0.98 |
178,433 |
208,965 |
-6,513 |
Apr12 |
120126 |
110.39 |
111.69 |
110.13 |
110.61 |
+0.86 |
100,273 |
143,963 |
+3,283 |
May12 |
120126 |
110.34 |
111.55 |
110.10 |
110.47 |
+0.74 |
57,438 |
70,135 |
+1,807 |
Jun12 |
120126 |
110.25 |
111.40 |
109.90 |
110.30 |
+0.63 |
56,846 |
81,065 |
+1,829 |
Jul12 |
120126 |
110.24 |
111.08 |
109.72 |
110.08 |
+0.54 |
15,003 |
37,891 |
+667 |
Aug12 |
120126 |
109.97 |
110.77 |
109.41 |
109.77 |
+0.48 |
9,862 |
39,993 |
+2,041 |
Sep12 |
120126 |
109.58 |
110.35 |
109.06 |
109.37 |
+0.45 |
8,764 |
49,517 |
+2,917 |
Oct12 |
120126 |
109.25 |
109.94 |
108.79 |
109.02 |
+0.42 |
4,573 |
26,847 |
+1,172 |
Nov12 |
120126 |
108.95 |
109.61 |
108.50 |
108.72 |
+0.40 |
3,345 |
18,009 |
+302 |
Dec12 |
120126 |
108.62 |
109.39 |
108.08 |
108.40 |
+0.38 |
24,781 |
110,045 |
-119 |
Jan13 |
120126 |
108.04 |
108.04 |
108.04 |
108.04 |
+0.37 |
627 |
13,285 |
+42 |
Feb13 |
120126 |
107.68 |
107.68 |
107.68 |
107.68 |
+0.37 |
553 |
8,385 |
-13 |
Mar13 |
120126 |
107.33 |
107.33 |
107.33 |
107.33 |
+0.35 |
634 |
6,049 |
+255 |
Apr13 |
120126 |
106.91 |
106.91 |
106.91 |
106.91 |
+0.33 |
133 |
3,388 |
+86 |
Total Volume and Open Interest |
468,857 |
984,053 |
+7,315 |
Gas Oil(ICE) |
Feb12 |
120126 |
944.00 |
953.50 |
942.00 |
944.75 |
+2.50 |
50,550 |
85,366 |
-8,408 |
Mar12 |
120126 |
945.75 |
955.25 |
944.25 |
946.75 |
+3.25 |
103,343 |
117,949 |
+11,776 |
Apr12 |
120126 |
940.00 |
953.25 |
940.00 |
945.00 |
+3.25 |
63,497 |
54,132 |
+3,713 |
May12 |
120126 |
936.75 |
949.75 |
936.75 |
942.00 |
+3.50 |
27,762 |
46,739 |
+1,760 |
Jun12 |
120126 |
940.50 |
947.50 |
937.50 |
939.75 |
+3.25 |
26,127 |
48,861 |
+729 |
Jul12 |
120126 |
940.25 |
947.25 |
938.75 |
939.50 |
+3.00 |
9,204 |
21,479 |
+1,384 |
Aug12 |
120126 |
942.00 |
947.50 |
938.25 |
939.75 |
+2.75 |
4,488 |
19,390 |
+157 |
Sep12 |
120126 |
940.25 |
947.00 |
937.75 |
939.50 |
+2.75 |
4,083 |
19,325 |
-55 |
Oct12 |
120126 |
939.00 |
945.50 |
937.50 |
938.25 |
+2.75 |
1,772 |
12,712 |
+377 |
Nov12 |
120126 |
941.00 |
943.25 |
936.00 |
936.50 |
+2.75 |
924 |
8,316 |
-35 |
Total Volume and Open Interest |
299,908 |
514,692 |
+11,880 |
Ethanol(CBOT) |
Jan12 |
120105 |
2.195 |
2.195 |
2.185 |
2.185 |
-0.043 |
48 |
65 |
-37 |
Feb12 |
120126 |
2.205 |
2.213 |
2.180 |
2.187 |
+0.004 |
341 |
415 |
-123 |
Mar12 |
120126 |
2.234 |
2.236 |
2.202 |
2.213 |
+0.004 |
365 |
1,128 |
+102 |
Apr12 |
120126 |
2.259 |
2.259 |
2.225 |
2.235 |
+0.007 |
227 |
903 |
-7 |
May12 |
120126 |
2.288 |
2.288 |
2.254 |
2.259 |
unch |
135 |
897 |
+55 |
Jun12 |
120126 |
2.287 |
2.292 |
2.267 |
2.275 |
unch |
57 |
821 |
-7 |
Jul12 |
120126 |
2.309 |
2.309 |
2.285 |
2.285 |
+0.004 |
77 |
1,516 |
+18 |
Aug12 |
120126 |
2.290 |
2.290 |
2.273 |
2.273 |
+0.002 |
76 |
917 |
+21 |
Total Volume and Open Interest |
1,376 |
10,232 |
+118 |
WTI Crude Oil(ICE) |
Mar12 |
120126 |
99.85 |
101.39 |
99.23 |
99.70 |
+0.30 |
49,625 |
56,643 |
-4,278 |
Apr12 |
120126 |
100.12 |
101.70 |
99.58 |
100.04 |
+0.31 |
16,038 |
30,001 |
-1,722 |
May12 |
120126 |
100.40 |
102.01 |
100.00 |
100.42 |
+0.34 |
9,377 |
22,563 |
+1,165 |
Jun12 |
120126 |
101.07 |
102.27 |
100.30 |
100.73 |
+0.35 |
13,383 |
40,907 |
+360 |
Jul12 |
120126 |
101.00 |
102.43 |
100.79 |
100.94 |
+0.36 |
2,767 |
13,768 |
-157 |
Aug12 |
120126 |
101.25 |
102.47 |
100.75 |
101.04 |
+0.37 |
1,511 |
12,901 |
-221 |
Sep12 |
120126 |
101.10 |
102.42 |
100.79 |
101.08 |
+0.38 |
1,292 |
12,230 |
-6 |
Oct12 |
120126 |
101.26 |
102.36 |
100.93 |
101.10 |
+0.40 |
644 |
7,460 |
-57 |
Nov12 |
120126 |
101.26 |
102.26 |
100.94 |
101.12 |
+0.41 |
600 |
7,618 |
+84 |
Dec12 |
120126 |
100.97 |
102.32 |
100.69 |
101.12 |
+0.42 |
6,424 |
57,658 |
+664 |
Jan13 |
120126 |
100.95 |
100.95 |
100.95 |
100.95 |
+0.42 |
448 |
5,034 |
+126 |
Feb13 |
120126 |
100.76 |
100.76 |
100.76 |
100.76 |
+0.41 |
203 |
1,412 |
+66 |
Mar13 |
120126 |
100.54 |
100.54 |
100.54 |
100.54 |
+0.40 |
16 |
1,768 |
-3 |
Apr13 |
120126 |
100.27 |
100.27 |
100.27 |
100.27 |
+0.38 |
0 |
427 |
+0 |
May13 |
120126 |
99.99 |
99.99 |
99.99 |
99.99 |
+0.34 |
0 |
571 |
+0 |
Jun13 |
120126 |
99.72 |
99.72 |
99.72 |
99.72 |
+0.31 |
958 |
16,093 |
+127 |
Total Volume and Open Interest |
104,690 |
359,434 |
-3,678 |
US Dollar Index(ICE) |
Mar12 |
120126 |
79.640 |
79.650 |
79.190 |
79.512 |
-0.205 |
24,896 |
63,590 |
-687 |
Jun12 |
120126 |
79.925 |
79.925 |
79.540 |
79.900 |
-0.255 |
0 |
558 |
+0 |
Sep12 |
120126 |
80.300 |
80.342 |
80.300 |
80.300 |
-0.255 |
|
|
|
Total Volume and Open Interest |
24,896 |
64,148 |
-687 |
Australian Dollar(CME) |
Mar12 |
120126 |
105.33 |
106.28 |
105.28 |
105.65 |
+0.35 |
119,109 |
139,054 |
+422 |
Jun12 |
120126 |
104.45 |
105.15 |
104.33 |
104.66 |
+0.33 |
331 |
552 |
+311 |
Sep12 |
120126 |
103.76 |
103.76 |
103.43 |
103.76 |
+0.33 |
0 |
110 |
+0 |
Total Volume and Open Interest |
119,440 |
139,724 |
+733 |
British Pound(CME) |
Mar12 |
120126 |
156.48 |
157.30 |
156.44 |
156.89 |
+0.50 |
81,310 |
189,854 |
-912 |
Jun12 |
120126 |
156.29 |
156.95 |
156.25 |
156.75 |
+0.50 |
15 |
181 |
-2 |
Sep12 |
120126 |
156.60 |
156.60 |
156.12 |
156.60 |
+0.48 |
0 |
3 |
+0 |
Total Volume and Open Interest |
81,325 |
190,040 |
-914 |
Canadian Dollar(CME) |
Mar12 |
120126 |
99.42 |
100.07 |
99.39 |
99.74 |
+0.38 |
71,314 |
111,924 |
-6,576 |
Jun12 |
120126 |
99.44 |
99.82 |
99.16 |
99.54 |
+0.38 |
119 |
3,238 |
+71 |
Sep12 |
120126 |
99.34 |
99.34 |
98.98 |
99.34 |
+0.36 |
13 |
1,484 |
+5 |
Dec12 |
120126 |
99.32 |
99.35 |
98.81 |
99.14 |
+0.33 |
5 |
486 |
+1 |
Total Volume and Open Interest |
71,451 |
117,164 |
-6,499 |
Japanese Yen(CME) |
Mar12 |
120126 |
128.73 |
129.45 |
128.56 |
129.12 |
+0.52 |
112,406 |
151,565 |
-12,438 |
Jun12 |
120126 |
128.80 |
129.55 |
128.75 |
129.26 |
+0.51 |
45 |
475 |
+15 |
Sep12 |
120126 |
129.29 |
129.43 |
128.94 |
129.43 |
+0.49 |
3 |
19 |
+3 |
Total Volume and Open Interest |
112,454 |
152,061 |
-12,420 |
Swiss Franc(CME) |
Mar12 |
120126 |
108.56 |
109.27 |
108.42 |
108.76 |
+0.34 |
25,340 |
39,254 |
-750 |
Jun12 |
120126 |
108.93 |
108.93 |
108.61 |
108.93 |
+0.32 |
2 |
55 |
+2 |
Sep12 |
120126 |
109.13 |
109.13 |
108.84 |
109.13 |
+0.29 |
0 |
4 |
+0 |
Total Volume and Open Interest |
25,342 |
39,314 |
-748 |
EuroFX(CME) |
Mar12 |
120126 |
131.03 |
131.86 |
130.87 |
131.10 |
+0.23 |
308,386 |
311,623 |
+4,787 |
Jun12 |
120126 |
131.12 |
131.88 |
130.94 |
131.15 |
+0.21 |
163 |
3,642 |
+36 |
Sep12 |
120126 |
131.78 |
131.78 |
131.03 |
131.23 |
+0.20 |
0 |
67 |
+0 |
Total Volume and Open Interest |
308,549 |
315,350 |
+4,823 |
Mexican Peso(CME) |
Feb12 |
120126 |
768.5 |
768.5 |
766.0 |
768.5 |
+2.5 |
0 |
930 |
+0 |
Mar12 |
120126 |
764.5 |
775.8 |
764.2 |
766.5 |
+2.5 |
30,093 |
141,227 |
+4,427 |
Total Volume and Open Interest |
30,093 |
142,514 |
+4,427 |
Brazilian Real(CME) |
Feb12 |
120126 |
573.80 |
575.80 |
570.70 |
574.50 |
+7.70 |
0 |
736 |
+0 |
Mar12 |
120126 |
570.25 |
570.25 |
570.25 |
570.25 |
+7.05 |
85 |
3,007 |
-113 |
Apr12 |
120126 |
567.00 |
567.00 |
567.00 |
567.00 |
+7.05 |
|
|
|
May12 |
120126 |
563.80 |
563.80 |
563.80 |
563.80 |
+7.05 |
|
|
|
Total Volume and Open Interest |
85 |
17,359 |
-113 |
30-Year T-Bonds(CBOT) |
Mar12 |
120126 |
141~290 |
142~310 |
141~230 |
142~270 |
+1~020 |
267,178 |
622,666 |
+3,512 |
Jun12 |
120126 |
140~180 |
141~150 |
140~110 |
141~130 |
+1~020 |
107 |
2,030 |
-45 |
Sep12 |
120126 |
140~090 |
140~090 |
139~070 |
140~090 |
+1~020 |
|
|
|
Total Volume and Open Interest |
267,285 |
624,696 |
+3,467 |
10-Year T-Notes(CBOT) |
Mar12 |
120126 |
130~280 |
131~165 |
130~260 |
131~140 |
+0~215 |
980,204 |
1,705,775 |
+18,365 |
Jun12 |
120126 |
130~200 |
131~060 |
130~150 |
131~060 |
+0~230 |
1,534 |
2,630 |
+659 |
Sep12 |
120126 |
130~110 |
130~110 |
129~200 |
130~110 |
+0~230 |
|
|
|
Total Volume and Open Interest |
981,738 |
1,708,405 |
+19,024 |
5-Year T-Notes(CBOT) |
Mar12 |
120126 |
123~082 |
123~120 |
123~080 |
123~108 |
+0~030 |
389,426 |
1,445,787 |
-4,551 |
Jun12 |
120126 |
123~072 |
123~106 |
123~057 |
123~091 |
+0~034 |
219 |
689 |
+150 |
Sep12 |
120126 |
122~115 |
122~115 |
122~081 |
122~115 |
+0~034 |
|
|
|
Total Volume and Open Interest |
389,645 |
1,446,476 |
-4,401 |
2 Year T-Notes(CBOT) |
Mar12 |
120126 |
110~047 |
110~052 |
110~046 |
110~050 |
+0~003 |
180,480 |
843,192 |
+44,570 |
Jun12 |
120126 |
110~040 |
110~042 |
110~037 |
110~041 |
+0~004 |
470 |
2,068 |
+421 |
Sep12 |
120126 |
109~107 |
109~107 |
109~103 |
109~107 |
+0~004 |
|
|
|
Total Volume and Open Interest |
180,950 |
845,260 |
+44,991 |
Eurodollars(CME) |
Mar12 |
120126 |
99.505 |
99.540 |
99.505 |
99.530 |
+0.025 |
171,656 |
968,946 |
-19,736 |
Jun12 |
120126 |
99.495 |
99.535 |
99.495 |
99.520 |
+0.020 |
173,342 |
961,084 |
+8,583 |
Sep12 |
120126 |
99.475 |
99.510 |
99.475 |
99.500 |
+0.025 |
158,385 |
709,588 |
+14,987 |
Dec12 |
120126 |
99.455 |
99.490 |
99.455 |
99.480 |
+0.030 |
136,848 |
793,483 |
+14,428 |
Mar13 |
120126 |
99.455 |
99.490 |
99.450 |
99.480 |
+0.040 |
150,543 |
749,419 |
-2,079 |
Jun13 |
120126 |
99.430 |
99.480 |
99.430 |
99.465 |
+0.045 |
135,898 |
592,801 |
-4,781 |
Sep13 |
120126 |
99.410 |
99.450 |
99.405 |
99.440 |
+0.050 |
107,521 |
577,231 |
-3,160 |
Dec13 |
120126 |
99.355 |
99.405 |
99.350 |
99.390 |
+0.050 |
97,647 |
548,249 |
+6,331 |
Mar14 |
120126 |
99.285 |
99.340 |
99.285 |
99.330 |
+0.055 |
74,027 |
417,329 |
+5,781 |
Jun14 |
120126 |
99.185 |
99.245 |
99.185 |
99.235 |
+0.060 |
69,599 |
310,526 |
-2,044 |
Sep14 |
120126 |
99.055 |
99.130 |
99.050 |
99.115 |
+0.070 |
56,401 |
217,344 |
+1,508 |
Dec14 |
120126 |
98.890 |
98.975 |
98.890 |
98.960 |
+0.080 |
66,431 |
254,231 |
+6,930 |
Mar15 |
120126 |
98.720 |
98.810 |
98.720 |
98.795 |
+0.090 |
36,254 |
162,047 |
+670 |
Jun15 |
120126 |
0.246 |
0.326 |
0.241 |
0.311 |
+0.100 |
37,667 |
113,727 |
+2,242 |
Sep15 |
120126 |
0.046 |
0.141 |
0.046 |
0.121 |
+0.105 |
25,987 |
78,336 |
-1,788 |
Dec15 |
120126 |
6.385 |
6.500 |
6.380 |
6.475 |
+0.105 |
30,166 |
88,116 |
+2,256 |
Mar16 |
120126 |
6.235 |
6.325 |
6.230 |
6.305 |
+0.110 |
11,239 |
51,263 |
-266 |
Jun16 |
120126 |
6.055 |
6.150 |
6.050 |
6.135 |
+0.110 |
9,617 |
41,438 |
-414 |
Total Volume and Open Interest |
1,581,856 |
7,864,081 |
+33,902 |
30 Day Federal Funds(CBOT) |
Jan12 |
120126 |
99.918 |
99.920 |
99.918 |
99.918 |
unch |
238 |
66,818 |
-150 |
Feb12 |
120126 |
99.910 |
99.915 |
99.910 |
99.915 |
unch |
702 |
55,592 |
-207 |
Mar12 |
120126 |
99.910 |
99.915 |
99.905 |
99.910 |
unch |
838 |
34,633 |
+301 |
Apr12 |
120126 |
99.905 |
99.910 |
99.900 |
99.905 |
unch |
1,203 |
36,723 |
-294 |
May12 |
120126 |
99.900 |
99.905 |
99.900 |
99.900 |
unch |
1,254 |
43,276 |
+39 |
Jun12 |
120126 |
99.900 |
99.905 |
99.895 |
99.900 |
unch |
815 |
31,853 |
-142 |
Total Volume and Open Interest |
10,513 |
530,229 |
-994 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120126 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
40 |
+0 |
Jun12 |
120126 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
120126 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
120126 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
120126 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120126 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep13 |
120126 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Dec13 |
120126 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120126 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120126 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120126 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,759 |
+0 |
Jun12 |
120126 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
100 |
1,440 |
+0 |
Sep12 |
120126 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
711 |
+0 |
Dec12 |
120126 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
115 |
+0 |
Mar13 |
120126 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
11 |
142 |
+11 |
Jun13 |
120126 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
208 |
+0 |
Sep13 |
120126 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
325 |
+0 |
Dec13 |
120126 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
11 |
276 |
+11 |
Total Volume and Open Interest |
122 |
4,976 |
+22 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120126 |
142.25 |
142.55 |
142.16 |
142.54 |
+0.32 |
2,507 |
25,155 |
-247 |
Jun12 |
120126 |
141.90 |
141.92 |
141.90 |
141.92 |
+0.32 |
0 |
2 |
+0 |
Sep12 |
120126 |
139.83 |
139.83 |
139.83 |
139.83 |
+0.32 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,507 |
25,166 |
-247 |
Euro-Bund(EUREX) |
Mar12 |
120126 |
138.07 |
138.92 |
137.88 |
138.69 |
+0.87 |
793,107 |
848,545 |
-9,945 |
Jun12 |
120126 |
136.70 |
137.19 |
136.25 |
136.97 |
+0.87 |
334 |
4,136 |
+9 |
Sep12 |
120126 |
136.89 |
136.89 |
136.89 |
136.89 |
+0.87 |
206 |
1 |
+0 |
Total Volume and Open Interest |
793,647 |
852,682 |
-9,936 |
Euro-Bobl(EUREX) |
Mar12 |
120126 |
124.88 |
125.38 |
124.75 |
125.15 |
+0.47 |
364,911 |
688,921 |
-2,560 |
Jun12 |
120126 |
123.54 |
123.54 |
123.54 |
123.54 |
+0.47 |
5,002 |
10,063 |
+4,991 |
Sep12 |
120126 |
123.44 |
123.44 |
123.44 |
123.44 |
+0.47 |
|
|
|
Total Volume and Open Interest |
369,913 |
698,984 |
+2,431 |
3-Mth Euribor(EUREX) |
Mar12 |
120126 |
99.085 |
99.085 |
99.085 |
99.085 |
-0.010 |
115 |
1,761 |
+2 |
Jun12 |
120126 |
99.175 |
99.175 |
99.175 |
99.175 |
+0.005 |
110 |
1,202 |
+2 |
Sep12 |
120126 |
99.205 |
99.205 |
99.205 |
99.205 |
+0.015 |
91 |
978 |
+5 |
Total Volume and Open Interest |
479 |
6,293 |
+0 |
Long Gilt(LIFFE) |
Mar12 |
120126 |
115~23 |
116~04 |
115~17 |
115~30 |
+0~20 |
203,627 |
333,280 |
-10,080 |
Jun12 |
120126 |
114~30 |
114~30 |
114~30 |
114~30 |
+0~20 |
0 |
89 |
+0 |
Total Volume and Open Interest |
203,627 |
333,369 |
-10,080 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120126 |
98.98 |
99.00 |
98.97 |
98.99 |
+0.03 |
47,007 |
349,520 |
+2,968 |
Jun12 |
120126 |
99.02 |
99.06 |
99.01 |
99.04 |
+0.03 |
66,866 |
267,818 |
-5,698 |
Sep12 |
120126 |
99.07 |
99.11 |
99.04 |
99.09 |
+0.04 |
74,822 |
312,741 |
-14,112 |
Dec12 |
120126 |
99.09 |
99.14 |
99.06 |
99.12 |
+0.06 |
66,995 |
240,090 |
+6,440 |
Mar13 |
120126 |
99.10 |
99.14 |
99.06 |
99.13 |
+0.07 |
47,762 |
278,022 |
-4,233 |
Jun13 |
120126 |
99.07 |
99.12 |
99.04 |
99.10 |
+0.08 |
38,439 |
223,653 |
-5,690 |
Total Volume and Open Interest |
443,546 |
2,167,935 |
-30,126 |
3-Mth Euribor(LIFFE) |
Mar12 |
120126 |
99.105 |
99.125 |
99.080 |
99.085 |
-0.010 |
187,268 |
537,697 |
+7,192 |
Jun12 |
120126 |
99.185 |
99.210 |
99.165 |
99.175 |
+0.005 |
148,129 |
517,740 |
-4,988 |
Sep12 |
120126 |
99.210 |
99.230 |
99.190 |
99.205 |
+0.015 |
107,122 |
465,280 |
-11,136 |
Total Volume and Open Interest |
765,308 |
3,410,288 |
-36,040 |
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 |
120126 |
1710.9 |
1731.5 |
1703.0 |
1726.7 |
+26.6 |
137,344 |
121,002 |
-18,272 |
Apr12 |
120126 |
1714.1 |
1734.5 |
1706.0 |
1729.9 |
+26.9 |
43,336 |
128,588 |
+8,679 |
Jun12 |
120126 |
1716.2 |
1736.2 |
1711.0 |
1732.9 |
+27.0 |
4,168 |
48,175 |
-130 |
Aug12 |
120126 |
1718.9 |
1735.3 |
1713.7 |
1735.3 |
+26.9 |
2,450 |
17,203 |
+655 |
Oct12 |
120126 |
1720.0 |
1737.6 |
1720.0 |
1737.6 |
+26.8 |
43 |
11,735 |
-7 |
Dec12 |
120126 |
1722.7 |
1744.2 |
1717.6 |
1739.8 |
+26.7 |
1,720 |
28,824 |
-644 |
Feb13 |
120126 |
1723.2 |
1743.5 |
1723.2 |
1742.0 |
+26.8 |
27 |
10,207 |
+1 |
Apr13 |
120126 |
1744.4 |
1744.4 |
1744.4 |
1744.4 |
+26.8 |
0 |
2,759 |
+0 |
Jun13 |
120126 |
1747.3 |
1747.3 |
1747.3 |
1747.3 |
+26.9 |
0 |
11,345 |
+0 |
Aug13 |
120126 |
1750.2 |
1750.2 |
1750.2 |
1750.2 |
+27.0 |
0 |
155 |
+0 |
Oct13 |
120126 |
1753.3 |
1753.3 |
1753.3 |
1753.3 |
+27.0 |
|
|
|
Dec13 |
120126 |
1756.7 |
1756.7 |
1756.7 |
1756.7 |
+27.0 |
107 |
11,329 |
+107 |
Total Volume and Open Interest |
189,507 |
427,032 |
-9,610 |
Silver(CMX) |
Mar12 |
120126 |
3325.0 |
3379.0 |
3297.5 |
3374.3 |
+62.2 |
29,385 |
51,522 |
-130 |
May12 |
120126 |
3316.0 |
3383.0 |
3307.0 |
3379.8 |
+62.3 |
1,611 |
11,610 |
+305 |
Jul12 |
120126 |
3329.0 |
3384.0 |
3328.5 |
3384.0 |
+62.6 |
459 |
5,447 |
+13 |
Sep12 |
120126 |
3320.0 |
3386.6 |
3319.0 |
3386.6 |
+62.7 |
77 |
3,234 |
+34 |
Dec12 |
120126 |
3326.0 |
3390.2 |
3320.0 |
3390.2 |
+62.7 |
603 |
13,900 |
-164 |
Mar13 |
120126 |
3389.6 |
3389.6 |
3389.6 |
3389.6 |
+62.6 |
11 |
1,355 |
+1 |
May13 |
120126 |
3388.3 |
3388.3 |
3388.3 |
3388.3 |
+62.6 |
0 |
1,085 |
+0 |
Total Volume and Open Interest |
32,315 |
103,025 |
-5 |
Platinum(NYMEX) |
Jan12 |
120126 |
1610.2 |
1613.8 |
1610.2 |
1613.8 |
+36.4 |
7 |
93 |
+1 |
Apr12 |
120126 |
1586.4 |
1625.0 |
1579.1 |
1616.8 |
+37.2 |
4,808 |
42,353 |
-444 |
Jul12 |
120126 |
1587.6 |
1622.8 |
1587.6 |
1620.6 |
+37.2 |
19 |
1,522 |
+13 |
Oct12 |
120126 |
1623.3 |
1623.5 |
1623.3 |
1623.5 |
+37.2 |
8 |
134 |
+5 |
Total Volume and Open Interest |
4,844 |
44,105 |
-425 |
Palladium(NYMEX) |
Mar12 |
120126 |
39.79 |
46.64 |
33.04 |
39.09 |
+1.10 |
4,318 |
17,229 |
+256 |
Jun12 |
120126 |
42.44 |
46.99 |
40.64 |
40.79 |
+1.05 |
68 |
714 |
+64 |
Sep12 |
120126 |
42.14 |
42.14 |
42.14 |
42.14 |
+1.05 |
5 |
156 |
+2 |
Total Volume and Open Interest |
4,391 |
18,099 |
+322 |
Copper(CMX) |
Mar12 |
120126 |
384.95 |
391.05 |
383.05 |
390.15 |
+7.20 |
48,689 |
73,304 |
-1,328 |
May12 |
120126 |
386.20 |
392.05 |
384.40 |
391.25 |
+7.15 |
6,951 |
26,550 |
+1,277 |
Jul12 |
120126 |
387.30 |
392.25 |
387.30 |
392.20 |
+7.20 |
3,108 |
22,497 |
+1,205 |
Sep12 |
120126 |
387.10 |
392.75 |
387.10 |
392.75 |
+7.10 |
576 |
3,803 |
+19 |
Dec12 |
120126 |
388.35 |
393.10 |
388.35 |
393.10 |
+7.05 |
292 |
5,695 |
+102 |
Total Volume and Open Interest |
60,289 |
142,751 |
+1,528 |
DJIA Index(CBOT) |
Mar12 |
120126 |
12682 |
12780 |
12644 |
12684 |
-4 |
171 |
11,146 |
-31 |
Jun12 |
120126 |
12615 |
12619 |
12615 |
12615 |
-4 |
0 |
283 |
+0 |
Sep12 |
120126 |
12552 |
12556 |
12552 |
12552 |
-4 |
|
|
|
Dec12 |
120126 |
12475 |
12479 |
12475 |
12475 |
-4 |
|
|
|
Total Volume and Open Interest |
171 |
11,429 |
-31 |
E-mini DJIA Index(CBOT) |
Mar12 |
120126 |
12694 |
12786 |
12639 |
12684 |
-4 |
79,411 |
103,356 |
-510 |
Jun12 |
120126 |
12640 |
12640 |
12612 |
12615 |
-4 |
4 |
63 |
+1 |
Sep12 |
120126 |
12595 |
12595 |
12552 |
12552 |
-4 |
0 |
10 |
+0 |
Dec12 |
120126 |
12514 |
12550 |
12467 |
12475 |
-4 |
2 |
3 |
+2 |
Total Volume and Open Interest |
79,417 |
103,432 |
-507 |
S & P 500(CME) |
Mar12 |
120126 |
1320.50 |
1329.50 |
1309.50 |
1315.30 |
-4.90 |
7,744 |
254,157 |
+666 |
Jun12 |
120126 |
1309.60 |
1323.60 |
1304.10 |
1309.60 |
-5.00 |
2 |
2,831 |
+1 |
Sep12 |
120126 |
1303.60 |
1317.60 |
1297.10 |
1303.60 |
-5.00 |
2 |
1,067 |
+0 |
Dec12 |
120126 |
1297.60 |
1311.80 |
1291.30 |
1297.60 |
-5.20 |
0 |
226 |
+0 |
Total Volume and Open Interest |
7,748 |
258,281 |
+667 |
S & P 500 E-Mini(Globex) |
Mar12 |
120126 |
1320.75 |
1329.75 |
1309.25 |
1315.25 |
-5.00 |
1,478,167 |
2,649,002 |
-5,749 |
Jun12 |
120126 |
1314.50 |
1324.00 |
1303.75 |
1309.50 |
-5.00 |
11,122 |
34,242 |
+9,835 |
Total Volume and Open Interest |
1,489,307 |
2,683,566 |
+4,081 |
NASDAQ 100(CME) |
Mar12 |
120126 |
2458.00 |
2478.00 |
2441.50 |
2453.30 |
-7.20 |
557 |
16,016 |
+364 |
Jun12 |
120126 |
2448.30 |
2465.00 |
2440.00 |
2448.30 |
-7.20 |
|
|
|
Sep12 |
120126 |
2445.80 |
2445.80 |
2445.50 |
2445.80 |
-7.20 |
|
|
|
Total Volume and Open Interest |
557 |
16,016 |
+364 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120126 |
2460.30 |
2476.00 |
2440.80 |
2453.30 |
-7.20 |
146,667 |
375,313 |
+4,834 |
Jun12 |
120126 |
2455.00 |
2460.80 |
2438.00 |
2448.30 |
-7.20 |
9 |
192 |
-1 |
Total Volume and Open Interest |
146,676 |
375,509 |
+4,833 |
S & P Midcap 400(CME) |
Mar12 |
120126 |
935.90 |
946.00 |
935.90 |
935.90 |
-6.10 |
219 |
1,682 |
+513 |
Jun12 |
120126 |
933.90 |
933.90 |
933.90 |
933.90 |
-6.10 |
|
|
|
Sep12 |
120126 |
931.90 |
931.90 |
931.90 |
931.90 |
-6.10 |
|
|
|
Total Volume and Open Interest |
219 |
1,682 |
+513 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120126 |
8880 |
8920 |
8840 |
8865 |
-15 |
4,026 |
22,865 |
+203 |
Jun12 |
120126 |
8805 |
8820 |
8805 |
8805 |
-15 |
0 |
42 |
+0 |
Total Volume and Open Interest |
4,026 |
22,907 |
+203 |
Nikkei 225(SGX) |
Mar12 |
120126 |
8860 |
8895 |
8820 |
8845 |
-10 |
64,961 |
199,700 |
+5,060 |
Jun12 |
120126 |
8810 |
8810 |
8765 |
8765 |
-10 |
3,047 |
4,615 |
+3,024 |
Sep12 |
120126 |
8765 |
8765 |
8765 |
8765 |
-10 |
0 |
30 |
+0 |
Total Volume and Open Interest |
68,429 |
211,711 |
+8,505 |
CAC 40(EURONEXT) |
Feb12 |
120126 |
3337.5 |
3370.0 |
3323.0 |
3362.0 |
+50.0 |
73,790 |
269,443 |
+4,558 |
Mar12 |
120126 |
3338.0 |
3368.5 |
3325.0 |
3362.0 |
+50.0 |
271 |
24,829 |
+106 |
Apr12 |
120126 |
3362.0 |
3362.0 |
3362.0 |
3362.0 |
+60.5 |
|
|
|
Total Volume and Open Interest |
74,061 |
294,322 |
+4,664 |
Hang Seng Index(HKFE) |
Jan12 |
120126 |
20504 |
20504 |
20316 |
20414 |
+229 |
70,277 |
77,618 |
-3,827 |
Feb12 |
120126 |
20595 |
20595 |
20330 |
20435 |
+243 |
4,371 |
10,258 |
+3,509 |
Mar12 |
120126 |
20500 |
20500 |
20289 |
20386 |
+254 |
848 |
5,080 |
+194 |
Total Volume and Open Interest |
75,653 |
95,162 |
-92 |
DAX(EUREX) |
Mar12 |
120126 |
6459.5 |
6564.5 |
6433.5 |
6542.0 |
+122.5 |
142,306 |
159,046 |
-544 |
Jun12 |
120126 |
6475.0 |
6575.0 |
6447.0 |
6555.0 |
+122.5 |
112 |
5,192 |
-51 |
Sep12 |
120126 |
6469.5 |
6578.5 |
6469.5 |
6563.0 |
+123.0 |
5 |
473 |
+4 |
Total Volume and Open Interest |
142,423 |
164,711 |
-591 |
FT-SE 100(EURONEXT) |
Mar12 |
120126 |
5707.50 |
5764.50 |
5697.50 |
5754.00 |
+78.00 |
95,774 |
635,070 |
-2,406 |
Jun12 |
120126 |
5653.00 |
5707.50 |
5653.00 |
5705.50 |
+77.50 |
134 |
6,330 |
+81 |
Sep12 |
120126 |
5674.00 |
5674.00 |
5674.00 |
5674.00 |
+78.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
95,908 |
641,410 |
-2,325 |
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 |
120126 |
670.00 |
670.75 |
664.00 |
664.00 |
+2.75 |
60 |
8,873 |
+40 |
Mar12 |
120126 |
673.00 |
673.50 |
667.00 |
667.15 |
+2.65 |
9 |
1 |
-1 |
Apr12 |
120126 |
668.00 |
674.75 |
668.00 |
668.00 |
+2.00 |
|
|
|
Total Volume and Open Interest |
69 |
8,874 |
+39 |
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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