|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri January 27, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120127 |
1221.75 |
1225.75 |
1215.00 |
1219.00 |
-3.75 |
81,822 |
192,081 |
-3,323 |
May12 |
120127 |
1231.00 |
1235.00 |
1224.75 |
1228.50 |
-3.50 |
19,409 |
100,570 |
+764 |
Jul12 |
120127 |
1239.75 |
1244.00 |
1234.50 |
1238.25 |
-3.50 |
27,139 |
93,964 |
+1,437 |
Aug12 |
120127 |
1238.75 |
1239.50 |
1233.50 |
1236.25 |
-3.25 |
179 |
2,375 |
+12 |
Sep12 |
120127 |
1231.50 |
1231.75 |
1226.00 |
1228.25 |
-1.50 |
237 |
1,774 |
-12 |
Nov12 |
120127 |
1219.75 |
1225.00 |
1217.50 |
1222.25 |
+0.50 |
12,582 |
65,984 |
+101 |
Jan13 |
120127 |
1228.25 |
1230.00 |
1225.00 |
1229.25 |
+0.50 |
215 |
14,168 |
-85 |
Mar13 |
120127 |
1234.50 |
1235.00 |
1231.75 |
1234.75 |
+0.25 |
134 |
1,513 |
-10 |
May13 |
120127 |
1232.75 |
1233.50 |
1232.75 |
1233.50 |
+0.75 |
52 |
547 |
+23 |
Jul13 |
120127 |
1238.00 |
1238.00 |
1233.25 |
1236.75 |
+0.75 |
182 |
1,322 |
+130 |
Aug13 |
120127 |
1231.00 |
1231.00 |
1231.00 |
1231.00 |
unch |
0 |
2 |
+0 |
Sep13 |
120127 |
1209.25 |
1209.25 |
1209.25 |
1209.25 |
unch |
|
|
|
Nov13 |
120127 |
1193.25 |
1197.00 |
1191.50 |
1195.00 |
-1.75 |
158 |
2,665 |
+34 |
Jan14 |
120127 |
1199.50 |
1204.00 |
1199.50 |
1202.25 |
-1.75 |
30 |
60 |
+30 |
Total Volume and Open Interest |
142,156 |
477,414 |
-890 |
Soybean Meal(CBOT) |
Mar12 |
120127 |
322.60 |
324.30 |
320.50 |
322.20 |
-1.40 |
33,567 |
89,323 |
-293 |
May12 |
120127 |
324.60 |
326.10 |
322.40 |
323.90 |
-1.50 |
5,852 |
35,792 |
-133 |
Jul12 |
120127 |
327.10 |
328.40 |
324.70 |
326.40 |
-1.40 |
4,626 |
31,264 |
+217 |
Aug12 |
120127 |
326.70 |
327.20 |
325.00 |
326.00 |
-1.20 |
357 |
6,350 |
+36 |
Sep12 |
120127 |
326.40 |
326.40 |
324.20 |
324.60 |
-1.20 |
273 |
5,777 |
+21 |
Oct12 |
120127 |
320.20 |
321.70 |
319.80 |
321.20 |
-0.50 |
373 |
3,590 |
-146 |
Dec12 |
120127 |
320.30 |
321.90 |
319.00 |
320.60 |
-0.40 |
4,267 |
23,206 |
+420 |
Jan13 |
120127 |
322.00 |
322.40 |
321.00 |
322.00 |
-0.40 |
17 |
1,828 |
-3 |
Mar13 |
120127 |
324.70 |
325.00 |
323.60 |
324.90 |
-0.40 |
0 |
2,241 |
-5 |
May13 |
120127 |
325.00 |
325.80 |
324.50 |
325.80 |
-0.40 |
0 |
1,327 |
+0 |
Total Volume and Open Interest |
49,552 |
202,181 |
+213 |
Soybean Oil(CBOT) |
Mar12 |
120127 |
51.82 |
51.88 |
51.55 |
51.59 |
-0.35 |
43,244 |
149,994 |
-1,329 |
May12 |
120127 |
52.24 |
52.29 |
52.02 |
52.02 |
-0.35 |
10,172 |
67,806 |
+925 |
Jul12 |
120127 |
52.62 |
52.68 |
52.35 |
52.41 |
-0.37 |
6,707 |
48,949 |
+499 |
Aug12 |
120127 |
52.76 |
52.76 |
52.53 |
52.53 |
-0.35 |
570 |
6,328 |
-143 |
Sep12 |
120127 |
52.88 |
52.88 |
52.63 |
52.63 |
-0.35 |
454 |
5,286 |
+72 |
Oct12 |
120127 |
52.86 |
52.90 |
52.68 |
52.68 |
-0.33 |
641 |
5,427 |
+306 |
Dec12 |
120127 |
53.05 |
53.11 |
52.80 |
52.86 |
-0.34 |
2,046 |
30,434 |
+434 |
Jan13 |
120127 |
53.06 |
53.37 |
53.03 |
53.03 |
-0.34 |
0 |
370 |
+0 |
Mar13 |
120127 |
53.40 |
53.45 |
53.28 |
53.28 |
-0.34 |
1 |
375 |
+1 |
May13 |
120127 |
53.38 |
53.72 |
53.38 |
53.38 |
-0.34 |
0 |
119 |
+0 |
Total Volume and Open Interest |
63,934 |
316,090 |
+765 |
Canola(WCE) |
Mar12 |
120127 |
527.7 |
529.2 |
523.6 |
524.4 |
-2.9 |
8,690 |
80,247 |
+281 |
May12 |
120127 |
533.7 |
535.7 |
530.3 |
531.3 |
-2.4 |
4,503 |
32,477 |
+402 |
Jul12 |
120127 |
534.7 |
534.7 |
530.1 |
531.5 |
-4.2 |
2,420 |
21,784 |
+1,146 |
Nov12 |
120127 |
512.9 |
512.9 |
508.7 |
509.4 |
-4.2 |
1,614 |
26,755 |
+1,004 |
Jan13 |
120127 |
515.8 |
516.7 |
515.7 |
515.8 |
-4.0 |
34 |
1,090 |
+21 |
Total Volume and Open Interest |
17,261 |
162,868 |
+2,854 |
Corn(CBOT) |
Mar12 |
120127 |
633.50 |
642.25 |
631.00 |
641.75 |
+7.25 |
181,597 |
431,967 |
-6,744 |
May12 |
120127 |
639.00 |
648.00 |
636.50 |
647.50 |
+7.50 |
60,449 |
236,622 |
+1,626 |
Jul12 |
120127 |
643.25 |
652.00 |
640.50 |
651.00 |
+7.25 |
56,416 |
200,862 |
-786 |
Sep12 |
120127 |
588.00 |
594.50 |
587.00 |
594.00 |
+5.25 |
7,698 |
63,406 |
+426 |
Dec12 |
120127 |
566.00 |
571.75 |
564.00 |
571.00 |
+5.00 |
23,218 |
212,443 |
+2,440 |
Mar13 |
120127 |
577.25 |
583.25 |
576.50 |
583.00 |
+4.75 |
365 |
41,759 |
+100 |
May13 |
120127 |
585.00 |
590.25 |
584.25 |
590.25 |
+5.00 |
37 |
2,013 |
-9 |
Jul13 |
120127 |
589.25 |
595.50 |
589.00 |
595.50 |
+5.25 |
46 |
2,589 |
+21 |
Sep13 |
120127 |
570.00 |
571.25 |
567.00 |
571.25 |
+4.25 |
21 |
580 |
-6 |
Dec13 |
120127 |
555.00 |
561.50 |
554.50 |
561.00 |
+5.00 |
214 |
17,052 |
+48 |
Total Volume and Open Interest |
330,112 |
1,211,600 |
-2,861 |
Wheat(CBOT) |
Mar12 |
120127 |
652.50 |
656.50 |
645.00 |
647.25 |
-6.25 |
71,003 |
184,849 |
-5,536 |
May12 |
120127 |
665.50 |
668.75 |
659.25 |
661.75 |
-5.00 |
21,646 |
89,697 |
+1,924 |
Jul12 |
120127 |
677.00 |
681.00 |
673.25 |
674.75 |
-5.25 |
13,160 |
97,536 |
+708 |
Sep12 |
120127 |
690.50 |
695.00 |
687.75 |
690.75 |
-3.75 |
2,435 |
29,924 |
-62 |
Dec12 |
120127 |
709.00 |
712.50 |
704.50 |
708.50 |
-2.50 |
7,594 |
52,967 |
+1,819 |
Mar13 |
120127 |
726.00 |
726.50 |
722.25 |
724.00 |
-2.00 |
621 |
3,686 |
+180 |
Total Volume and Open Interest |
117,028 |
464,158 |
-705 |
Wheat(KCBT) |
Mar12 |
120127 |
706.75 |
709.75 |
700.00 |
700.00 |
-9.00 |
12,729 |
57,549 |
-582 |
May12 |
120127 |
715.00 |
717.00 |
708.50 |
708.75 |
-7.75 |
4,658 |
22,977 |
+573 |
Jul12 |
120127 |
721.75 |
724.50 |
716.25 |
716.25 |
-8.25 |
4,665 |
43,097 |
-17 |
Sep12 |
120127 |
732.00 |
735.75 |
728.75 |
728.75 |
-7.75 |
970 |
9,374 |
+479 |
Dec12 |
120127 |
750.00 |
753.75 |
746.50 |
747.50 |
-7.00 |
1,509 |
12,828 |
+257 |
Mar13 |
120127 |
763.50 |
763.50 |
759.00 |
759.50 |
-7.00 |
39 |
489 |
+23 |
Total Volume and Open Interest |
24,581 |
146,685 |
+743 |
Wheat(MGE) |
Mar12 |
120127 |
827.50 |
833.50 |
823.75 |
826.25 |
-1.00 |
2,270 |
13,070 |
-823 |
May12 |
120127 |
812.75 |
818.00 |
810.50 |
811.25 |
-1.75 |
726 |
9,423 |
-81 |
Jul12 |
120127 |
802.00 |
809.00 |
799.25 |
800.75 |
-1.50 |
540 |
8,545 |
-78 |
Sep12 |
120127 |
777.00 |
783.75 |
774.00 |
775.25 |
-4.50 |
594 |
5,294 |
-250 |
Dec12 |
120127 |
782.00 |
788.50 |
779.25 |
779.75 |
-6.50 |
383 |
4,127 |
+37 |
Total Volume and Open Interest |
4,545 |
40,767 |
-1,195 |
Oats(CBOT) |
Mar12 |
120127 |
301.25 |
302.00 |
297.00 |
298.75 |
-2.00 |
222 |
8,965 |
+7 |
May12 |
120127 |
304.25 |
304.25 |
300.00 |
300.50 |
-2.25 |
48 |
3,516 |
+10 |
Jul12 |
120127 |
304.00 |
305.50 |
303.75 |
304.25 |
-1.25 |
8 |
265 |
-1 |
Sep12 |
120127 |
306.00 |
308.00 |
306.00 |
306.00 |
-2.00 |
0 |
38 |
+0 |
Total Volume and Open Interest |
305 |
13,741 |
+28 |
Rough Rice(CBOT) |
Mar12 |
120127 |
14.66 |
14.69 |
14.57 |
14.64 |
-0.05 |
370 |
11,853 |
+37 |
May12 |
120127 |
14.96 |
14.97 |
14.85 |
14.91 |
-0.05 |
143 |
1,474 |
+70 |
Jul12 |
120127 |
15.26 |
15.26 |
15.15 |
15.19 |
-0.05 |
4 |
688 |
+4 |
Sep12 |
120127 |
15.11 |
15.16 |
15.11 |
15.11 |
-0.05 |
9 |
277 |
+1 |
Total Volume and Open Interest |
526 |
14,297 |
+112 |
Live Cattle(CME) |
Feb12 |
120127 |
124.550 |
124.930 |
124.350 |
124.700 |
+0.150 |
9,756 |
56,920 |
-1,946 |
Apr12 |
120127 |
127.950 |
128.600 |
127.750 |
128.450 |
+0.400 |
21,719 |
132,751 |
+1,356 |
Jun12 |
120127 |
126.580 |
127.300 |
126.285 |
127.180 |
+0.680 |
11,011 |
88,807 |
+1,801 |
Aug12 |
120127 |
128.550 |
129.100 |
128.150 |
128.950 |
+0.215 |
5,703 |
35,852 |
+1,032 |
Oct12 |
120127 |
131.050 |
131.750 |
130.700 |
131.735 |
+0.605 |
1,543 |
13,590 |
+435 |
Dec12 |
120127 |
131.750 |
132.550 |
131.700 |
132.550 |
+0.515 |
966 |
8,087 |
+272 |
Total Volume and Open Interest |
51,136 |
338,751 |
+3,134 |
Feeder Cattle(CME) |
Mar12 |
120127 |
153.800 |
154.900 |
153.435 |
154.600 |
+0.970 |
2,704 |
20,396 |
+472 |
Apr12 |
120127 |
156.000 |
156.950 |
155.500 |
156.825 |
+0.890 |
1,198 |
6,168 |
+136 |
May12 |
120127 |
156.750 |
157.700 |
156.500 |
157.650 |
+0.850 |
575 |
6,268 |
+64 |
Aug12 |
120127 |
158.150 |
159.050 |
157.850 |
158.950 |
+0.850 |
769 |
7,143 |
+291 |
Sep12 |
120127 |
158.100 |
158.900 |
158.075 |
158.900 |
+0.800 |
161 |
1,309 |
+14 |
Oct12 |
120127 |
157.650 |
158.850 |
157.650 |
158.850 |
+0.750 |
94 |
580 |
+23 |
Nov12 |
120127 |
158.000 |
158.800 |
158.000 |
158.800 |
+0.700 |
43 |
267 |
+32 |
Total Volume and Open Interest |
6,233 |
44,146 |
+842 |
Lean Hogs(CME) |
Feb12 |
120127 |
86.350 |
86.800 |
85.830 |
86.680 |
+0.730 |
10,388 |
25,924 |
-3,206 |
Apr12 |
120127 |
87.150 |
87.600 |
86.230 |
87.385 |
+0.585 |
11,683 |
97,091 |
+636 |
May12 |
120127 |
94.800 |
96.250 |
94.600 |
96.180 |
+0.780 |
101 |
2,655 |
+0 |
Jun12 |
120127 |
97.285 |
97.535 |
96.500 |
97.350 |
+0.500 |
6,688 |
59,869 |
+2,312 |
Jul12 |
120127 |
96.930 |
97.650 |
96.580 |
97.635 |
+0.835 |
893 |
16,772 |
+180 |
Aug12 |
120127 |
96.900 |
97.350 |
96.350 |
97.200 |
+0.550 |
790 |
20,429 |
+120 |
Oct12 |
120127 |
86.950 |
87.400 |
86.400 |
87.385 |
+0.500 |
922 |
16,332 |
+479 |
Dec12 |
120127 |
82.580 |
83.000 |
82.350 |
83.000 |
+0.450 |
1,822 |
8,984 |
+665 |
Total Volume and Open Interest |
33,463 |
251,251 |
+1,312 |
Class III Milk(CME) |
Jan12 |
120127 |
17.07 |
17.13 |
17.07 |
17.10 |
+0.01 |
23 |
4,218 |
+10 |
Feb12 |
120127 |
16.63 |
16.72 |
16.58 |
16.64 |
+0.06 |
333 |
5,352 |
+57 |
Mar12 |
120127 |
16.73 |
16.93 |
16.72 |
16.72 |
-0.09 |
483 |
5,431 |
+213 |
Apr12 |
120127 |
16.79 |
16.90 |
16.75 |
16.79 |
-0.01 |
65 |
3,233 |
+6 |
May12 |
120127 |
16.95 |
17.00 |
16.83 |
16.86 |
-0.05 |
37 |
2,930 |
-12 |
Total Volume and Open Interest |
1,272 |
33,490 |
+404 |
Cocoa(ICE) |
Mar12 |
120127 |
2452 |
2480 |
2361 |
2406 |
-46 |
15,409 |
68,244 |
-4,432 |
May12 |
120127 |
2468 |
2499 |
2388 |
2431 |
-42 |
6,058 |
35,958 |
-1,514 |
Jul12 |
120127 |
2509 |
2519 |
2415 |
2457 |
-37 |
1,781 |
22,319 |
+825 |
Sep12 |
120127 |
2531 |
2533 |
2435 |
2474 |
-40 |
490 |
15,072 |
-71 |
Dec12 |
120127 |
2549 |
2555 |
2450 |
2492 |
-43 |
395 |
14,941 |
-2 |
Mar13 |
120127 |
2532 |
2571 |
2490 |
2511 |
-41 |
169 |
6,458 |
+119 |
May13 |
120127 |
2508 |
2525 |
2508 |
2525 |
-38 |
67 |
2,507 |
+13 |
Total Volume and Open Interest |
24,398 |
166,444 |
-5,075 |
Coffee "C"(ICE) |
Mar12 |
120127 |
219.65 |
220.20 |
216.90 |
217.35 |
-2.35 |
12,641 |
55,969 |
+1,400 |
May12 |
120127 |
222.75 |
222.75 |
219.75 |
220.20 |
-2.35 |
5,285 |
29,827 |
+344 |
Jul12 |
120127 |
225.20 |
225.35 |
222.55 |
223.00 |
-2.35 |
2,529 |
15,978 |
+1,022 |
Sep12 |
120127 |
226.35 |
227.55 |
225.20 |
225.50 |
-2.35 |
451 |
8,021 |
-72 |
Dec12 |
120127 |
229.50 |
229.50 |
227.85 |
228.25 |
-2.35 |
143 |
7,471 |
+52 |
Mar13 |
120127 |
231.00 |
231.00 |
230.80 |
230.80 |
-2.40 |
41 |
1,105 |
-14 |
Total Volume and Open Interest |
21,106 |
118,985 |
+2,733 |
Orange Juice(ICE) |
Mar12 |
120127 |
209.05 |
215.50 |
206.00 |
210.90 |
+4.30 |
1,328 |
20,212 |
-84 |
May12 |
120127 |
197.05 |
203.55 |
196.40 |
201.15 |
+6.40 |
526 |
4,631 |
+71 |
Jul12 |
120127 |
193.65 |
193.65 |
193.65 |
193.65 |
+6.35 |
78 |
1,064 |
-8 |
Sep12 |
120127 |
190.15 |
190.15 |
190.15 |
190.15 |
+6.75 |
5 |
350 |
-1 |
Nov12 |
120127 |
183.95 |
183.95 |
183.95 |
183.95 |
+5.55 |
197 |
302 |
+132 |
Jan13 |
120127 |
182.10 |
182.10 |
182.10 |
182.10 |
+5.55 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,134 |
26,568 |
+110 |
Sugar #11(ICE) |
Mar12 |
120127 |
24.70 |
24.83 |
24.15 |
24.21 |
-0.52 |
44,785 |
206,849 |
-4,809 |
May12 |
120127 |
24.07 |
24.28 |
23.61 |
23.67 |
-0.50 |
26,617 |
117,343 |
+1,757 |
Jul12 |
120127 |
23.65 |
23.75 |
23.13 |
23.20 |
-0.48 |
18,180 |
140,614 |
+3,567 |
Oct12 |
120127 |
23.92 |
23.99 |
23.46 |
23.57 |
-0.39 |
8,243 |
72,699 |
+1,692 |
Mar13 |
120127 |
24.44 |
24.48 |
24.01 |
24.16 |
-0.31 |
4,560 |
46,865 |
+724 |
Total Volume and Open Interest |
103,568 |
639,508 |
+2,745 |
London Cocoa(LCE) |
Mar12 |
120127 |
1603 |
1607 |
1543 |
1563 |
-28 |
9,540 |
64,994 |
-2,313 |
May12 |
120127 |
1612 |
1612 |
1555 |
1575 |
-24 |
3,341 |
23,974 |
-340 |
Jul12 |
120127 |
1626 |
1627 |
1572 |
1587 |
-27 |
2,897 |
31,471 |
-428 |
Sep12 |
120127 |
1633 |
1635 |
1585 |
1599 |
-26 |
902 |
24,194 |
+235 |
Dec12 |
120127 |
1641 |
1643 |
1598 |
1607 |
-27 |
302 |
18,119 |
-70 |
Mar13 |
120127 |
1652 |
1655 |
1612 |
1617 |
-27 |
45 |
10,220 |
+1 |
May13 |
120127 |
1659 |
1659 |
1614 |
1625 |
-25 |
0 |
5,559 |
+0 |
Total Volume and Open Interest |
17,027 |
180,192 |
-2,915 |
London Sugar(LCE) |
Mar12 |
120127 |
652.90 |
653.30 |
636.60 |
637.70 |
-10.70 |
2,943 |
28,656 |
-184 |
May12 |
120127 |
632.10 |
632.70 |
618.50 |
620.50 |
-6.60 |
2,898 |
18,129 |
+991 |
Aug12 |
120127 |
619.20 |
619.20 |
606.50 |
608.00 |
-6.60 |
1,948 |
15,660 |
+993 |
Oct12 |
120127 |
618.60 |
619.00 |
606.50 |
607.80 |
-6.10 |
1,021 |
5,467 |
+129 |
Dec12 |
120127 |
620.80 |
621.80 |
609.50 |
610.80 |
-5.80 |
797 |
1,931 |
-12 |
Total Volume and Open Interest |
10,264 |
72,063 |
+2,125 |
Cotton(ICE) |
Mar12 |
120127 |
95.30 |
96.49 |
95.30 |
95.61 |
+0.02 |
15,156 |
77,147 |
-477 |
May12 |
120127 |
95.79 |
96.90 |
95.79 |
96.09 |
+0.05 |
5,134 |
36,233 |
+277 |
Jul12 |
120127 |
96.38 |
97.19 |
96.30 |
96.56 |
+0.19 |
2,481 |
34,126 |
+751 |
Oct12 |
120127 |
96.56 |
96.56 |
96.56 |
96.56 |
+0.39 |
4 |
89 |
+0 |
Dec12 |
120127 |
94.00 |
94.89 |
94.00 |
94.59 |
+0.34 |
1,193 |
17,042 |
+595 |
Mar13 |
120127 |
95.45 |
95.45 |
94.99 |
95.09 |
-0.05 |
47 |
559 |
+28 |
Total Volume and Open Interest |
24,043 |
166,183 |
+1,175 |
Lumber(CME) |
Mar12 |
120127 |
242.0 |
244.5 |
237.0 |
237.5 |
-3.4 |
368 |
6,697 |
+54 |
May12 |
120127 |
257.5 |
259.5 |
252.5 |
252.7 |
-5.4 |
142 |
2,201 |
+51 |
Jul12 |
120127 |
263.3 |
266.4 |
263.3 |
264.5 |
-2.0 |
19 |
554 |
-5 |
Sep12 |
120127 |
272.8 |
273.4 |
270.0 |
270.9 |
-2.1 |
5 |
254 |
-4 |
Total Volume and Open Interest |
534 |
9,739 |
+96 |
Crude Oil(NYM) |
Mar12 |
120127 |
99.93 |
100.63 |
99.13 |
99.56 |
-0.14 |
322,794 |
297,994 |
-3,628 |
Apr12 |
120127 |
100.19 |
100.94 |
99.47 |
99.91 |
-0.13 |
65,464 |
91,064 |
-2,733 |
May12 |
120127 |
100.62 |
101.37 |
99.86 |
100.30 |
-0.12 |
46,271 |
96,586 |
+3,486 |
Jun12 |
120127 |
100.80 |
101.66 |
100.20 |
100.60 |
-0.13 |
53,425 |
95,496 |
+4,332 |
Jul12 |
120127 |
101.35 |
101.60 |
100.40 |
100.80 |
-0.14 |
11,431 |
44,624 |
-610 |
Aug12 |
120127 |
101.42 |
101.65 |
100.86 |
100.88 |
-0.16 |
7,599 |
38,383 |
-549 |
Sep12 |
120127 |
101.53 |
101.68 |
100.60 |
100.91 |
-0.17 |
9,432 |
40,360 |
+328 |
Oct12 |
120127 |
100.85 |
101.39 |
100.85 |
100.92 |
-0.18 |
4,884 |
31,189 |
-687 |
Nov12 |
120127 |
100.91 |
101.61 |
100.70 |
100.94 |
-0.18 |
4,355 |
32,485 |
+153 |
Dec12 |
120127 |
101.32 |
101.72 |
100.40 |
100.94 |
-0.18 |
46,569 |
188,741 |
-561 |
Jan13 |
120127 |
100.77 |
100.77 |
100.77 |
100.77 |
-0.18 |
1,715 |
30,620 |
+185 |
Feb13 |
120127 |
100.99 |
101.05 |
100.57 |
100.57 |
-0.19 |
1,210 |
16,462 |
-80 |
Mar13 |
120127 |
100.34 |
100.34 |
100.34 |
100.34 |
-0.20 |
2,914 |
14,757 |
-199 |
Apr13 |
120127 |
100.06 |
100.06 |
100.06 |
100.06 |
-0.21 |
1,492 |
7,439 |
+231 |
May13 |
120127 |
99.76 |
99.76 |
99.76 |
99.76 |
-0.23 |
1,556 |
8,202 |
+944 |
Jun13 |
120127 |
99.98 |
100.04 |
99.44 |
99.46 |
-0.26 |
10,010 |
50,550 |
+979 |
Total Volume and Open Interest |
636,717 |
1,353,795 |
+11,985 |
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 |
120127 |
99.925 |
100.625 |
99.075 |
99.550 |
-0.150 |
8,341 |
1,776 |
+236 |
Apr12 |
120127 |
100.075 |
100.925 |
99.400 |
99.900 |
-0.150 |
249 |
282 |
-6 |
May12 |
120127 |
100.975 |
101.250 |
100.000 |
100.300 |
-0.125 |
153 |
149 |
+7 |
Jun12 |
120127 |
100.925 |
100.925 |
100.600 |
100.600 |
-0.125 |
11 |
36 |
+5 |
Jul12 |
120127 |
100.800 |
100.800 |
100.800 |
100.800 |
-0.150 |
0 |
9 |
+0 |
Aug12 |
120127 |
100.875 |
100.875 |
100.875 |
100.875 |
-0.175 |
0 |
8 |
+0 |
Sep12 |
120127 |
100.900 |
100.900 |
100.900 |
100.900 |
-0.175 |
0 |
1 |
+0 |
Oct12 |
120127 |
100.925 |
100.925 |
100.925 |
100.925 |
-0.175 |
0 |
9 |
+0 |
Total Volume and Open Interest |
8,754 |
2,492 |
+242 |
Heating Oil(NYM) |
Feb12 |
120127 |
305.87 |
309.66 |
304.28 |
307.04 |
+1.69 |
32,343 |
33,978 |
-6,000 |
Mar12 |
120127 |
304.85 |
308.16 |
303.35 |
305.93 |
+1.47 |
77,131 |
77,456 |
+5,188 |
Apr12 |
120127 |
302.62 |
305.67 |
301.62 |
303.67 |
+1.23 |
24,147 |
34,204 |
+1,398 |
May12 |
120127 |
300.91 |
303.23 |
299.33 |
301.43 |
+1.00 |
15,865 |
29,495 |
+1,553 |
Jun12 |
120127 |
299.76 |
302.00 |
298.68 |
299.95 |
+0.84 |
19,094 |
49,043 |
+2,524 |
Jul12 |
120127 |
299.30 |
300.46 |
299.25 |
299.65 |
+0.66 |
2,501 |
12,113 |
-9 |
Aug12 |
120127 |
300.12 |
301.25 |
299.15 |
299.74 |
+0.44 |
1,061 |
4,761 |
+139 |
Sep12 |
120127 |
299.88 |
301.68 |
299.68 |
300.16 |
+0.26 |
2,975 |
9,815 |
-289 |
Oct12 |
120127 |
300.76 |
301.79 |
300.45 |
300.74 |
+0.12 |
1,132 |
3,912 |
+90 |
Nov12 |
120127 |
300.32 |
302.80 |
300.00 |
301.29 |
unch |
251 |
2,625 |
-65 |
Dec12 |
120127 |
302.50 |
303.14 |
301.32 |
301.79 |
-0.11 |
1,900 |
21,345 |
+207 |
Jan13 |
120127 |
302.05 |
302.19 |
302.05 |
302.19 |
-0.16 |
97 |
3,170 |
-11 |
Total Volume and Open Interest |
178,569 |
283,257 |
+4,729 |
Gasoline(NYMEX) |
Feb12 |
120127 |
284.74 |
296.77 |
283.79 |
292.68 |
+8.02 |
29,746 |
24,749 |
-5,683 |
Mar12 |
120127 |
285.00 |
297.00 |
284.24 |
292.34 |
+7.26 |
62,159 |
101,038 |
-209 |
Apr12 |
120127 |
297.50 |
307.01 |
297.19 |
303.32 |
+5.38 |
30,900 |
46,323 |
-356 |
May12 |
120127 |
297.75 |
304.88 |
297.38 |
301.38 |
+4.73 |
20,996 |
38,879 |
+1,863 |
Jun12 |
120127 |
293.20 |
301.27 |
293.00 |
297.92 |
+4.24 |
21,032 |
41,231 |
-126 |
Jul12 |
120127 |
290.27 |
296.36 |
289.23 |
293.90 |
+3.82 |
11,624 |
20,404 |
+617 |
Aug12 |
120127 |
285.61 |
292.58 |
285.61 |
289.80 |
+3.41 |
6,031 |
14,047 |
+176 |
Sep12 |
120127 |
285.04 |
288.33 |
284.40 |
285.50 |
+3.05 |
5,743 |
11,806 |
+622 |
Oct12 |
120127 |
270.29 |
271.96 |
269.56 |
270.58 |
+2.36 |
2,805 |
8,286 |
-144 |
Nov12 |
120127 |
266.77 |
266.77 |
266.77 |
266.77 |
+2.10 |
392 |
4,048 |
-25 |
Total Volume and Open Interest |
193,149 |
335,196 |
-2,980 |
e-miNY RBOB Gasoline(NYM) |
Feb12 |
120127 |
292.70 |
292.70 |
292.68 |
292.70 |
+8.00 |
0 |
2 |
+0 |
Mar12 |
120127 |
292.30 |
292.34 |
292.30 |
292.30 |
+7.20 |
|
|
|
Apr12 |
120127 |
303.30 |
303.32 |
303.30 |
303.30 |
+5.40 |
|
|
|
May12 |
120127 |
301.40 |
301.40 |
301.38 |
301.40 |
+4.70 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Feb12 |
120127 |
2.595 |
2.714 |
2.542 |
2.678 |
+0.073 |
158,855 |
23,637 |
-5,687 |
Mar12 |
120127 |
2.646 |
2.778 |
2.600 |
2.756 |
+0.102 |
201,039 |
311,276 |
-18,209 |
Apr12 |
120127 |
2.769 |
2.886 |
2.726 |
2.869 |
+0.097 |
117,993 |
152,044 |
+9,758 |
May12 |
120127 |
2.848 |
2.962 |
2.804 |
2.948 |
+0.096 |
60,206 |
104,851 |
+1,354 |
Jun12 |
120127 |
2.885 |
3.026 |
2.872 |
3.012 |
+0.090 |
27,439 |
49,689 |
+3,468 |
Jul12 |
120127 |
2.962 |
3.083 |
2.931 |
3.068 |
+0.088 |
17,843 |
60,708 |
+498 |
Aug12 |
120127 |
3.000 |
3.107 |
2.960 |
3.093 |
+0.086 |
10,221 |
24,313 |
-219 |
Sep12 |
120127 |
3.030 |
3.117 |
2.966 |
3.100 |
+0.086 |
8,099 |
40,015 |
-286 |
Oct12 |
120127 |
3.020 |
3.165 |
3.012 |
3.147 |
+0.087 |
29,961 |
93,978 |
+2,798 |
Nov12 |
120127 |
3.188 |
3.313 |
3.167 |
3.298 |
+0.086 |
6,629 |
36,163 |
+393 |
Dec12 |
120127 |
3.478 |
3.588 |
3.440 |
3.571 |
+0.086 |
10,954 |
32,860 |
-846 |
Jan13 |
120127 |
3.575 |
3.706 |
3.530 |
3.689 |
+0.083 |
14,458 |
53,827 |
+1,790 |
Feb13 |
120127 |
3.610 |
3.707 |
3.567 |
3.691 |
+0.081 |
3,359 |
14,926 |
-210 |
Mar13 |
120127 |
3.592 |
3.677 |
3.530 |
3.659 |
+0.081 |
3,568 |
23,260 |
-744 |
Apr13 |
120127 |
3.545 |
3.630 |
3.494 |
3.610 |
+0.077 |
4,952 |
32,757 |
+392 |
May13 |
120127 |
3.510 |
3.651 |
3.510 |
3.632 |
+0.077 |
1,641 |
9,292 |
+799 |
Total Volume and Open Interest |
681,605 |
1,148,149 |
-4,391 |
Brent Crude Oil(ICE) |
Mar12 |
120127 |
111.00 |
111.99 |
110.49 |
111.46 |
+0.67 |
234,587 |
200,480 |
-8,485 |
Apr12 |
120127 |
110.78 |
111.71 |
110.30 |
111.14 |
+0.53 |
118,447 |
146,714 |
+2,751 |
May12 |
120127 |
110.62 |
111.43 |
110.18 |
110.92 |
+0.45 |
75,785 |
74,711 |
+4,576 |
Jun12 |
120127 |
110.45 |
111.20 |
110.00 |
110.70 |
+0.40 |
81,229 |
79,960 |
-1,105 |
Jul12 |
120127 |
110.23 |
110.80 |
109.87 |
110.41 |
+0.33 |
17,324 |
37,876 |
-15 |
Aug12 |
120127 |
109.92 |
110.45 |
109.49 |
110.04 |
+0.27 |
11,030 |
41,286 |
+1,293 |
Sep12 |
120127 |
109.34 |
109.99 |
109.08 |
109.58 |
+0.21 |
16,423 |
51,136 |
+1,619 |
Oct12 |
120127 |
108.99 |
109.62 |
108.87 |
109.17 |
+0.15 |
8,593 |
26,528 |
-319 |
Nov12 |
120127 |
108.71 |
109.29 |
108.38 |
108.81 |
+0.09 |
5,474 |
17,917 |
-92 |
Dec12 |
120127 |
108.67 |
109.00 |
107.97 |
108.44 |
+0.04 |
46,348 |
110,986 |
+941 |
Jan13 |
120127 |
108.04 |
108.06 |
108.04 |
108.04 |
unch |
3,580 |
12,587 |
-698 |
Feb13 |
120127 |
107.65 |
107.65 |
107.65 |
107.65 |
-0.03 |
1,434 |
8,168 |
-217 |
Mar13 |
120127 |
107.28 |
107.28 |
107.28 |
107.28 |
-0.05 |
1,312 |
6,671 |
+622 |
Apr13 |
120127 |
106.83 |
106.83 |
106.83 |
106.83 |
-0.08 |
285 |
3,420 |
+32 |
Total Volume and Open Interest |
644,183 |
983,789 |
-264 |
Gas Oil(ICE) |
Feb12 |
120127 |
945.00 |
958.25 |
944.00 |
953.75 |
+9.00 |
38,140 |
82,699 |
-2,667 |
Mar12 |
120127 |
950.25 |
959.25 |
945.75 |
955.00 |
+8.25 |
82,159 |
120,124 |
+2,175 |
Apr12 |
120127 |
948.50 |
956.50 |
943.75 |
952.50 |
+7.50 |
37,285 |
54,095 |
-37 |
May12 |
120127 |
945.00 |
951.75 |
940.50 |
948.50 |
+6.50 |
20,992 |
46,633 |
-106 |
Jun12 |
120127 |
941.75 |
948.75 |
937.75 |
945.00 |
+5.25 |
18,315 |
49,091 |
+230 |
Jul12 |
120127 |
943.75 |
947.00 |
937.75 |
944.00 |
+4.50 |
2,764 |
21,421 |
-58 |
Aug12 |
120127 |
944.00 |
946.75 |
937.75 |
943.75 |
+4.00 |
2,507 |
19,636 |
+246 |
Sep12 |
120127 |
943.50 |
946.25 |
937.00 |
943.00 |
+3.50 |
2,894 |
18,975 |
-350 |
Oct12 |
120127 |
942.25 |
943.50 |
935.75 |
941.25 |
+3.00 |
1,953 |
13,134 |
+422 |
Nov12 |
120127 |
940.75 |
942.75 |
934.00 |
939.25 |
+2.75 |
853 |
8,334 |
+18 |
Total Volume and Open Interest |
215,843 |
514,577 |
-115 |
Ethanol(CBOT) |
Jan12 |
120105 |
2.195 |
2.195 |
2.185 |
2.185 |
-0.043 |
48 |
65 |
-37 |
Feb12 |
120127 |
2.190 |
2.207 |
2.183 |
2.197 |
+0.010 |
224 |
358 |
-57 |
Mar12 |
120127 |
2.214 |
2.232 |
2.213 |
2.222 |
+0.009 |
276 |
1,141 |
+13 |
Apr12 |
120127 |
2.240 |
2.250 |
2.235 |
2.248 |
+0.013 |
164 |
841 |
-62 |
May12 |
120127 |
2.261 |
2.275 |
2.261 |
2.274 |
+0.015 |
173 |
848 |
-49 |
Jun12 |
120127 |
2.276 |
2.295 |
2.276 |
2.293 |
+0.018 |
67 |
827 |
+6 |
Jul12 |
120127 |
2.299 |
2.309 |
2.299 |
2.308 |
+0.023 |
68 |
1,537 |
+21 |
Aug12 |
120127 |
2.283 |
2.299 |
2.283 |
2.297 |
+0.024 |
29 |
939 |
+22 |
Total Volume and Open Interest |
1,098 |
10,169 |
-63 |
WTI Crude Oil(ICE) |
Mar12 |
120127 |
99.66 |
100.63 |
99.14 |
99.56 |
-0.14 |
70,386 |
52,875 |
-3,768 |
Apr12 |
120127 |
100.12 |
100.95 |
99.49 |
99.91 |
-0.13 |
17,114 |
28,206 |
-1,795 |
May12 |
120127 |
100.52 |
101.27 |
99.89 |
100.30 |
-0.12 |
12,330 |
23,748 |
+1,185 |
Jun12 |
120127 |
100.50 |
101.57 |
100.19 |
100.60 |
-0.13 |
15,981 |
39,861 |
-1,046 |
Jul12 |
120127 |
101.60 |
101.70 |
100.63 |
100.80 |
-0.14 |
3,594 |
13,726 |
-42 |
Aug12 |
120127 |
101.37 |
101.52 |
100.79 |
100.88 |
-0.16 |
2,188 |
13,055 |
+154 |
Sep12 |
120127 |
100.76 |
101.54 |
100.76 |
100.91 |
-0.17 |
2,374 |
12,388 |
+158 |
Oct12 |
120127 |
101.38 |
101.55 |
100.80 |
100.92 |
-0.18 |
1,377 |
6,954 |
-506 |
Nov12 |
120127 |
100.82 |
100.96 |
100.82 |
100.94 |
-0.18 |
1,464 |
7,743 |
+125 |
Dec12 |
120127 |
101.59 |
101.75 |
100.39 |
100.94 |
-0.18 |
12,108 |
56,167 |
-1,491 |
Jan13 |
120127 |
100.77 |
100.77 |
100.77 |
100.77 |
-0.18 |
273 |
5,182 |
+148 |
Feb13 |
120127 |
100.57 |
100.57 |
100.57 |
100.57 |
-0.19 |
81 |
1,297 |
-115 |
Mar13 |
120127 |
100.34 |
100.34 |
100.34 |
100.34 |
-0.20 |
35 |
1,724 |
-44 |
Apr13 |
120127 |
100.06 |
100.06 |
100.06 |
100.06 |
-0.21 |
0 |
421 |
-6 |
May13 |
120127 |
99.76 |
99.76 |
99.76 |
99.76 |
-0.23 |
0 |
571 |
+0 |
Jun13 |
120127 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.26 |
516 |
15,915 |
-178 |
Total Volume and Open Interest |
147,177 |
350,122 |
-9,312 |
US Dollar Index(ICE) |
Mar12 |
120127 |
79.620 |
79.630 |
78.890 |
79.010 |
-0.502 |
36,145 |
61,741 |
-1,849 |
Jun12 |
120127 |
79.370 |
79.370 |
79.370 |
79.370 |
-0.530 |
3 |
561 |
+3 |
Sep12 |
120127 |
79.770 |
79.770 |
79.770 |
79.770 |
-0.530 |
|
|
|
Total Volume and Open Interest |
30,102 |
60,150 |
-3,998 |
Australian Dollar(CME) |
Mar12 |
120127 |
105.66 |
106.11 |
105.34 |
105.93 |
+0.28 |
157,247 |
143,566 |
+4,512 |
Jun12 |
120127 |
104.63 |
104.95 |
104.63 |
104.95 |
+0.29 |
66 |
562 |
+10 |
Sep12 |
120127 |
104.05 |
104.05 |
103.76 |
104.05 |
+0.29 |
0 |
110 |
+0 |
Total Volume and Open Interest |
157,313 |
144,246 |
+4,522 |
British Pound(CME) |
Mar12 |
120127 |
156.83 |
157.35 |
156.35 |
157.16 |
+0.27 |
108,606 |
188,637 |
-1,217 |
Jun12 |
120127 |
156.66 |
157.15 |
156.26 |
157.02 |
+0.27 |
16 |
191 |
+10 |
Sep12 |
120127 |
156.88 |
156.88 |
156.60 |
156.88 |
+0.28 |
0 |
3 |
+0 |
Total Volume and Open Interest |
108,622 |
188,833 |
-1,207 |
Canadian Dollar(CME) |
Mar12 |
120127 |
99.67 |
100.01 |
99.47 |
99.76 |
+0.02 |
94,347 |
112,227 |
+303 |
Jun12 |
120127 |
99.40 |
99.70 |
99.38 |
99.56 |
+0.02 |
444 |
3,407 |
+169 |
Sep12 |
120127 |
99.20 |
99.36 |
99.20 |
99.36 |
+0.02 |
16 |
1,494 |
+10 |
Dec12 |
120127 |
99.09 |
99.20 |
99.09 |
99.16 |
+0.02 |
24 |
495 |
+9 |
Total Volume and Open Interest |
94,839 |
117,663 |
+499 |
Japanese Yen(CME) |
Mar12 |
120127 |
129.15 |
130.54 |
129.10 |
130.44 |
+1.32 |
135,692 |
149,971 |
-1,594 |
Jun12 |
120127 |
129.27 |
130.72 |
129.25 |
130.59 |
+1.33 |
155 |
528 |
+53 |
Sep12 |
120127 |
130.77 |
130.77 |
129.43 |
130.77 |
+1.34 |
2 |
17 |
-2 |
Total Volume and Open Interest |
135,851 |
150,520 |
-1,541 |
Swiss Franc(CME) |
Mar12 |
120127 |
108.68 |
109.79 |
108.41 |
109.59 |
+0.83 |
37,802 |
40,446 |
+1,192 |
Jun12 |
120127 |
108.81 |
109.75 |
108.81 |
109.75 |
+0.82 |
22 |
65 |
+10 |
Sep12 |
120127 |
109.95 |
109.95 |
109.13 |
109.95 |
+0.82 |
1 |
5 |
+1 |
Total Volume and Open Interest |
37,825 |
40,517 |
+1,203 |
EuroFX(CME) |
Mar12 |
120127 |
131.07 |
132.37 |
130.78 |
132.07 |
+0.97 |
365,623 |
305,870 |
-5,753 |
Jun12 |
120127 |
131.16 |
132.38 |
130.83 |
132.12 |
+0.97 |
545 |
3,868 |
+226 |
Sep12 |
120127 |
132.19 |
132.19 |
131.23 |
132.19 |
+0.96 |
2 |
69 |
+2 |
Total Volume and Open Interest |
366,171 |
309,825 |
-5,525 |
Mexican Peso(CME) |
Feb12 |
120127 |
771.0 |
771.0 |
768.5 |
771.0 |
+2.5 |
0 |
930 |
+0 |
Mar12 |
120127 |
767.0 |
771.5 |
763.2 |
769.0 |
+2.5 |
41,100 |
143,096 |
+1,869 |
Total Volume and Open Interest |
41,100 |
144,383 |
+1,869 |
Brazilian Real(CME) |
Feb12 |
120127 |
572.90 |
574.70 |
572.05 |
572.90 |
-1.60 |
0 |
736 |
+0 |
Mar12 |
120127 |
571.30 |
571.30 |
569.10 |
569.90 |
-0.35 |
49 |
2,984 |
-23 |
Apr12 |
120127 |
566.65 |
566.65 |
566.65 |
566.65 |
-0.35 |
|
|
|
May12 |
120127 |
563.45 |
563.45 |
563.45 |
563.45 |
-0.35 |
|
|
|
Total Volume and Open Interest |
49 |
17,336 |
-23 |
30-Year T-Bonds(CBOT) |
Mar12 |
120127 |
142~230 |
143~180 |
142~030 |
143~140 |
+0~190 |
469,068 |
626,998 |
+4,332 |
Jun12 |
120127 |
141~030 |
142~030 |
141~030 |
142~000 |
+0~190 |
515 |
2,241 |
+211 |
Sep12 |
120127 |
140~280 |
140~280 |
140~090 |
140~280 |
+0~190 |
|
|
|
Total Volume and Open Interest |
469,583 |
629,239 |
+4,543 |
10-Year T-Notes(CBOT) |
Mar12 |
120127 |
131~125 |
131~265 |
131~065 |
131~230 |
+0~090 |
1,591,077 |
1,719,866 |
+14,091 |
Jun12 |
120127 |
131~100 |
131~210 |
131~100 |
131~170 |
+0~110 |
1,784 |
3,222 |
+592 |
Sep12 |
120127 |
130~220 |
130~220 |
130~220 |
130~220 |
+0~110 |
|
|
|
Total Volume and Open Interest |
1,592,861 |
1,723,088 |
+14,683 |
5-Year T-Notes(CBOT) |
Mar12 |
120127 |
123~105 |
123~122 |
123~097 |
123~114 |
+0~006 |
893,121 |
1,514,892 |
+69,105 |
Jun12 |
120127 |
123~089 |
123~102 |
123~089 |
123~099 |
+0~008 |
871 |
992 |
+303 |
Sep12 |
120127 |
122~123 |
122~123 |
122~115 |
122~123 |
+0~008 |
|
|
|
Total Volume and Open Interest |
893,992 |
1,515,884 |
+69,408 |
2 Year T-Notes(CBOT) |
Mar12 |
120127 |
110~050 |
110~051 |
110~048 |
110~051 |
+0~001 |
245,978 |
879,302 |
+36,110 |
Jun12 |
120127 |
110~043 |
110~043 |
110~040 |
110~042 |
+0~001 |
1,878 |
3,242 |
+1,174 |
Sep12 |
120127 |
109~108 |
109~108 |
109~107 |
109~108 |
+0~001 |
|
|
|
Total Volume and Open Interest |
247,856 |
882,544 |
+37,284 |
Eurodollars(CME) |
Mar12 |
120127 |
99.535 |
99.540 |
99.515 |
99.525 |
-0.005 |
241,362 |
971,942 |
+2,996 |
Jun12 |
120127 |
99.525 |
99.530 |
99.500 |
99.515 |
-0.005 |
313,159 |
980,427 |
+19,343 |
Sep12 |
120127 |
99.505 |
99.515 |
99.480 |
99.495 |
-0.005 |
317,787 |
718,556 |
+8,968 |
Dec12 |
120127 |
99.485 |
99.495 |
99.460 |
99.475 |
-0.005 |
286,191 |
803,915 |
+10,432 |
Mar13 |
120127 |
99.480 |
99.495 |
99.460 |
99.475 |
-0.005 |
286,979 |
743,197 |
-6,222 |
Jun13 |
120127 |
99.460 |
99.480 |
99.445 |
99.460 |
-0.005 |
288,692 |
577,564 |
-15,237 |
Sep13 |
120127 |
99.435 |
99.450 |
99.415 |
99.430 |
-0.010 |
297,769 |
571,632 |
-5,599 |
Dec13 |
120127 |
99.385 |
99.400 |
99.365 |
99.380 |
-0.010 |
364,231 |
538,460 |
-9,789 |
Mar14 |
120127 |
99.325 |
99.340 |
99.305 |
99.320 |
-0.010 |
372,196 |
409,076 |
-8,253 |
Jun14 |
120127 |
99.230 |
99.245 |
99.205 |
99.225 |
-0.010 |
340,844 |
319,002 |
+8,476 |
Sep14 |
120127 |
99.110 |
99.125 |
99.085 |
99.110 |
-0.005 |
282,568 |
218,214 |
+870 |
Dec14 |
120127 |
98.955 |
98.975 |
98.930 |
98.960 |
unch |
319,532 |
272,858 |
+18,627 |
Mar15 |
120127 |
98.795 |
98.820 |
98.765 |
98.805 |
+0.010 |
192,484 |
166,425 |
+4,378 |
Jun15 |
120127 |
0.316 |
0.341 |
0.276 |
0.326 |
+0.015 |
138,965 |
111,031 |
-2,696 |
Sep15 |
120127 |
0.116 |
0.161 |
0.086 |
0.141 |
+0.020 |
103,429 |
75,811 |
-2,525 |
Dec15 |
120127 |
6.470 |
6.520 |
6.440 |
6.505 |
+0.030 |
118,213 |
92,648 |
+4,532 |
Mar16 |
120127 |
6.300 |
6.360 |
6.265 |
6.340 |
+0.035 |
56,280 |
51,881 |
+618 |
Jun16 |
120127 |
6.135 |
6.200 |
6.095 |
6.175 |
+0.040 |
42,463 |
44,614 |
+3,176 |
Total Volume and Open Interest |
4,453,386 |
7,907,331 |
+43,250 |
30 Day Federal Funds(CBOT) |
Jan12 |
120127 |
99.918 |
99.920 |
99.918 |
99.918 |
unch |
631 |
66,837 |
+19 |
Feb12 |
120127 |
99.915 |
99.920 |
99.910 |
99.915 |
unch |
1,389 |
55,778 |
+186 |
Mar12 |
120127 |
99.910 |
99.915 |
99.910 |
99.910 |
unch |
3,269 |
35,686 |
+1,053 |
Apr12 |
120127 |
99.905 |
99.910 |
99.900 |
99.905 |
unch |
1,122 |
36,561 |
-162 |
May12 |
120127 |
99.905 |
99.905 |
99.895 |
99.900 |
unch |
1,518 |
43,007 |
-269 |
Jun12 |
120127 |
99.900 |
99.905 |
99.900 |
99.900 |
unch |
792 |
30,056 |
-1,797 |
Total Volume and Open Interest |
29,395 |
531,814 |
+1,585 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120127 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
40 |
+0 |
Jun12 |
120127 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
120127 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
120127 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
120127 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120127 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep13 |
120127 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Dec13 |
120127 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120127 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120127 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120127 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
200 |
1,841 |
+82 |
Jun12 |
120127 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,440 |
+0 |
Sep12 |
120127 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
711 |
+0 |
Dec12 |
120127 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
115 |
+0 |
Mar13 |
120127 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
1 |
143 |
+1 |
Jun13 |
120127 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
208 |
+0 |
Sep13 |
120127 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
325 |
+0 |
Dec13 |
120127 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
1 |
277 |
+1 |
Total Volume and Open Interest |
202 |
5,060 |
+84 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120127 |
142.52 |
142.62 |
142.52 |
142.58 |
+0.04 |
2,711 |
24,688 |
-467 |
Jun12 |
120127 |
141.96 |
141.96 |
141.96 |
141.96 |
+0.04 |
0 |
2 |
+0 |
Sep12 |
120127 |
139.87 |
139.87 |
139.87 |
139.87 |
+0.04 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,711 |
24,699 |
-467 |
Euro-Bund(EUREX) |
Mar12 |
120127 |
138.80 |
139.26 |
138.52 |
138.89 |
+0.20 |
755,934 |
883,887 |
+35,342 |
Jun12 |
120127 |
137.40 |
137.50 |
136.86 |
137.18 |
+0.21 |
251 |
4,180 |
+44 |
Sep12 |
120127 |
137.09 |
137.09 |
137.09 |
137.09 |
+0.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
756,185 |
888,068 |
+35,386 |
Euro-Bobl(EUREX) |
Mar12 |
120127 |
125.26 |
125.44 |
125.10 |
125.21 |
+0.06 |
422,583 |
703,220 |
+14,299 |
Jun12 |
120127 |
123.61 |
123.61 |
123.61 |
123.61 |
+0.07 |
16 |
10,063 |
+0 |
Sep12 |
120127 |
123.50 |
123.50 |
123.50 |
123.50 |
+0.06 |
6 |
4 |
+4 |
Total Volume and Open Interest |
422,605 |
713,287 |
+14,303 |
3-Mth Euribor(EUREX) |
Mar12 |
120127 |
99.050 |
99.050 |
99.050 |
99.050 |
-0.035 |
39 |
1,756 |
-5 |
Jun12 |
120127 |
99.185 |
99.185 |
99.140 |
99.140 |
-0.035 |
34 |
1,200 |
-2 |
Sep12 |
120127 |
99.215 |
99.215 |
99.170 |
99.175 |
-0.030 |
94 |
998 |
+20 |
Total Volume and Open Interest |
884 |
6,445 |
+152 |
Long Gilt(LIFFE) |
Mar12 |
120127 |
116~05 |
116~20 |
115~30 |
116~09 |
+0~10 |
149,142 |
322,787 |
-10,493 |
Jun12 |
120127 |
115~09 |
115~09 |
115~09 |
115~09 |
+0~10 |
0 |
89 |
+0 |
Total Volume and Open Interest |
149,142 |
322,876 |
-10,493 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120127 |
98.99 |
99.00 |
98.98 |
98.99 |
unch |
67,606 |
341,433 |
-8,087 |
Jun12 |
120127 |
99.05 |
99.06 |
99.02 |
99.03 |
-0.01 |
75,477 |
260,570 |
-7,248 |
Sep12 |
120127 |
99.10 |
99.11 |
99.06 |
99.07 |
-0.02 |
94,482 |
305,601 |
-7,140 |
Dec12 |
120127 |
99.13 |
99.13 |
99.07 |
99.09 |
-0.03 |
80,621 |
253,129 |
+13,039 |
Mar13 |
120127 |
99.14 |
99.14 |
99.09 |
99.10 |
-0.03 |
61,278 |
283,788 |
+5,766 |
Jun13 |
120127 |
99.12 |
99.12 |
99.07 |
99.08 |
-0.02 |
36,352 |
224,132 |
+479 |
Total Volume and Open Interest |
500,579 |
2,156,534 |
-11,401 |
3-Mth Euribor(LIFFE) |
Mar12 |
120127 |
99.090 |
99.100 |
99.040 |
99.050 |
-0.035 |
131,602 |
540,133 |
+2,436 |
Jun12 |
120127 |
99.175 |
99.195 |
99.125 |
99.140 |
-0.035 |
139,139 |
502,325 |
-15,415 |
Sep12 |
120127 |
99.210 |
99.225 |
99.160 |
99.175 |
-0.030 |
107,424 |
456,161 |
-9,119 |
Total Volume and Open Interest |
755,685 |
3,388,501 |
-21,787 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120127 |
95.81 |
95.85 |
95.81 |
95.85 |
+0.06 |
35,996 |
225,412 |
+1,686 |
Jun12 |
120127 |
96.11 |
96.15 |
96.09 |
96.13 |
+0.06 |
49,906 |
178,738 |
+5,738 |
Sep12 |
120127 |
96.22 |
96.25 |
96.19 |
96.24 |
+0.06 |
24,461 |
121,730 |
+5,311 |
Dec12 |
120127 |
96.21 |
96.24 |
96.17 |
96.23 |
+0.07 |
6,880 |
80,533 |
+1,439 |
Mar13 |
120127 |
96.17 |
96.20 |
96.13 |
96.20 |
+0.08 |
2,733 |
51,569 |
+209 |
Jun13 |
120127 |
96.11 |
96.15 |
96.08 |
96.15 |
+0.08 |
1,754 |
53,839 |
+659 |
Sep13 |
120127 |
96.06 |
96.08 |
96.01 |
96.08 |
+0.07 |
1,794 |
32,473 |
+635 |
Dec13 |
120127 |
95.99 |
96.01 |
95.93 |
96.01 |
+0.07 |
1,515 |
24,455 |
+962 |
Mar14 |
120127 |
95.92 |
95.94 |
95.92 |
95.94 |
+0.07 |
576 |
2,609 |
+265 |
Jun14 |
120127 |
95.83 |
95.85 |
95.83 |
95.85 |
+0.06 |
123 |
489 |
+43 |
Total Volume and Open Interest |
125,738 |
772,030 |
+16,947 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120127 |
96.04 |
96.13 |
95.99 |
96.13 |
+0.18 |
52,479 |
350,015 |
+1,643 |
Jun12 |
120127 |
96.13 |
96.13 |
96.13 |
96.13 |
+0.18 |
|
|
|
Total Volume and Open Interest |
52,479 |
350,015 |
+1,643 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120127 |
96.68 |
96.75 |
96.64 |
96.75 |
+0.13 |
173,153 |
448,324 |
+33,441 |
Jun12 |
120127 |
96.75 |
96.75 |
96.75 |
96.75 |
+0.13 |
|
|
|
Total Volume and Open Interest |
173,153 |
448,324 |
+33,441 |
Gold(CMX) |
Feb12 |
120127 |
1720.7 |
1739.8 |
1714.2 |
1732.2 |
+5.5 |
240,476 |
110,512 |
-10,490 |
Apr12 |
120127 |
1724.4 |
1743.0 |
1717.2 |
1735.4 |
+5.5 |
69,369 |
146,070 |
+17,482 |
Jun12 |
120127 |
1725.6 |
1745.0 |
1721.0 |
1738.4 |
+5.5 |
6,410 |
49,814 |
+1,639 |
Aug12 |
120127 |
1726.3 |
1746.6 |
1726.0 |
1740.9 |
+5.6 |
1,331 |
17,162 |
-41 |
Oct12 |
120127 |
1730.0 |
1746.4 |
1730.0 |
1743.2 |
+5.6 |
489 |
11,631 |
-104 |
Dec12 |
120127 |
1734.3 |
1750.0 |
1729.5 |
1745.4 |
+5.6 |
2,137 |
28,062 |
-762 |
Feb13 |
120127 |
1733.4 |
1751.4 |
1733.4 |
1747.6 |
+5.6 |
245 |
10,078 |
-129 |
Apr13 |
120127 |
1753.5 |
1753.5 |
1749.9 |
1749.9 |
+5.5 |
0 |
2,759 |
+0 |
Jun13 |
120127 |
1756.4 |
1756.4 |
1753.0 |
1753.0 |
+5.7 |
105 |
11,444 |
+99 |
Aug13 |
120127 |
1760.1 |
1760.1 |
1756.0 |
1756.0 |
+5.8 |
2 |
155 |
+0 |
Oct13 |
120127 |
1764.8 |
1764.8 |
1759.1 |
1759.1 |
+5.8 |
|
|
|
Dec13 |
120127 |
1750.7 |
1766.9 |
1750.7 |
1762.6 |
+5.9 |
199 |
11,159 |
-170 |
Total Volume and Open Interest |
323,140 |
434,997 |
+7,965 |
Silver(CMX) |
Mar12 |
120127 |
3342.0 |
3396.5 |
3324.0 |
3379.0 |
+4.7 |
51,802 |
51,142 |
-380 |
May12 |
120127 |
3339.5 |
3397.0 |
3335.0 |
3384.5 |
+4.7 |
3,100 |
11,331 |
-279 |
Jul12 |
120127 |
3361.0 |
3402.0 |
3353.5 |
3388.8 |
+4.8 |
334 |
5,531 |
+84 |
Sep12 |
120127 |
3391.5 |
3391.5 |
3391.5 |
3391.5 |
+4.9 |
78 |
3,248 |
+14 |
Dec12 |
120127 |
3365.0 |
3404.5 |
3360.0 |
3395.1 |
+4.9 |
197 |
13,920 |
+20 |
Mar13 |
120127 |
3394.5 |
3394.5 |
3394.5 |
3394.5 |
+4.9 |
11 |
1,355 |
+0 |
May13 |
120127 |
3393.2 |
3393.2 |
3393.2 |
3393.2 |
+4.9 |
0 |
1,085 |
+0 |
Total Volume and Open Interest |
55,711 |
102,516 |
-509 |
Platinum(NYMEX) |
Apr12 |
120127 |
1611.2 |
1627.8 |
1603.3 |
1623.0 |
+6.2 |
8,585 |
42,612 |
+259 |
Jul12 |
120127 |
1627.1 |
1630.1 |
1620.1 |
1626.8 |
+6.2 |
124 |
1,628 |
+106 |
Oct12 |
120127 |
1620.0 |
1629.7 |
1620.0 |
1629.7 |
+6.2 |
4 |
137 |
+3 |
Jan13 |
120127 |
1632.7 |
1632.7 |
1632.7 |
1632.7 |
+6.2 |
6 |
3 |
+0 |
Total Volume and Open Interest |
8,750 |
44,469 |
+364 |
Palladium(NYMEX) |
Mar12 |
120127 |
34.64 |
39.44 |
25.64 |
34.79 |
-4.30 |
5,155 |
17,460 |
+231 |
Jun12 |
120127 |
33.64 |
36.49 |
29.64 |
36.49 |
-4.30 |
108 |
815 |
+101 |
Sep12 |
120127 |
37.84 |
37.84 |
37.84 |
37.84 |
-4.30 |
2 |
157 |
+1 |
Total Volume and Open Interest |
5,266 |
18,433 |
+334 |
Copper(CMX) |
Mar12 |
120127 |
389.00 |
393.90 |
386.30 |
388.90 |
-1.25 |
53,184 |
71,539 |
-1,765 |
May12 |
120127 |
389.60 |
394.05 |
387.50 |
390.00 |
-1.25 |
8,513 |
27,844 |
+1,294 |
Jul12 |
120127 |
389.85 |
396.00 |
388.80 |
390.95 |
-1.25 |
3,699 |
22,061 |
-436 |
Sep12 |
120127 |
390.30 |
391.55 |
390.00 |
391.55 |
-1.20 |
289 |
3,812 |
+9 |
Dec12 |
120127 |
389.65 |
392.40 |
389.65 |
392.05 |
-1.05 |
203 |
5,692 |
-3 |
Total Volume and Open Interest |
66,892 |
141,864 |
-887 |
DJIA Index(CBOT) |
Mar12 |
120127 |
12692 |
12716 |
12577 |
12614 |
-70 |
325 |
11,134 |
-12 |
Jun12 |
120127 |
12544 |
12615 |
12544 |
12544 |
-71 |
0 |
283 |
+0 |
Sep12 |
120127 |
12481 |
12552 |
12481 |
12481 |
-71 |
|
|
|
Dec12 |
120127 |
12404 |
12475 |
12404 |
12404 |
-71 |
4 |
0 |
+0 |
Total Volume and Open Interest |
329 |
11,417 |
-12 |
E-mini DJIA Index(CBOT) |
Mar12 |
120127 |
12680 |
12720 |
12576 |
12614 |
-70 |
110,233 |
103,105 |
-251 |
Jun12 |
120127 |
12601 |
12601 |
12544 |
12544 |
-71 |
6 |
62 |
-1 |
Sep12 |
120127 |
12481 |
12481 |
12481 |
12481 |
-71 |
0 |
10 |
+0 |
Dec12 |
120127 |
12404 |
12404 |
12404 |
12404 |
-71 |
0 |
3 |
+0 |
Total Volume and Open Interest |
110,239 |
103,180 |
-252 |
S & P 500(CME) |
Mar12 |
120127 |
1315.60 |
1319.20 |
1307.10 |
1312.50 |
-2.80 |
14,077 |
260,023 |
+5,866 |
Jun12 |
120127 |
1305.90 |
1310.60 |
1302.60 |
1306.90 |
-2.70 |
6 |
2,830 |
-1 |
Sep12 |
120127 |
1300.70 |
1304.60 |
1296.60 |
1300.70 |
-2.90 |
26 |
1,067 |
+0 |
Dec12 |
120127 |
1294.60 |
1298.60 |
1290.60 |
1294.60 |
-3.00 |
0 |
226 |
+0 |
Total Volume and Open Interest |
14,109 |
264,146 |
+5,865 |
S & P 500 E-Mini(Globex) |
Mar12 |
120127 |
1314.75 |
1319.25 |
1307.00 |
1312.50 |
-2.75 |
1,973,502 |
2,687,268 |
+38,266 |
Jun12 |
120127 |
1310.75 |
1313.50 |
1301.75 |
1307.00 |
-2.50 |
2,648 |
35,778 |
+1,536 |
Total Volume and Open Interest |
1,976,185 |
2,723,392 |
+39,826 |
NASDAQ 100(CME) |
Mar12 |
120127 |
2454.00 |
2465.00 |
2444.80 |
2456.30 |
+3.00 |
555 |
16,034 |
+18 |
Jun12 |
120127 |
2451.30 |
2451.30 |
2445.00 |
2451.30 |
+3.00 |
|
|
|
Sep12 |
120127 |
2448.80 |
2448.80 |
2447.50 |
2448.80 |
+3.00 |
|
|
|
Total Volume and Open Interest |
555 |
16,034 |
+18 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120127 |
2453.00 |
2464.50 |
2444.80 |
2456.30 |
+3.00 |
249,740 |
374,100 |
-1,213 |
Jun12 |
120127 |
2452.00 |
2454.50 |
2440.80 |
2451.30 |
+3.00 |
29 |
193 |
+1 |
Total Volume and Open Interest |
249,770 |
374,298 |
-1,211 |
S & P Midcap 400(CME) |
Mar12 |
120127 |
940.30 |
941.00 |
940.30 |
940.30 |
+4.40 |
368 |
1,590 |
-92 |
Jun12 |
120127 |
938.30 |
938.30 |
938.30 |
938.30 |
+4.40 |
|
|
|
Sep12 |
120127 |
936.30 |
936.30 |
936.30 |
936.30 |
+4.40 |
|
|
|
Total Volume and Open Interest |
368 |
1,590 |
-92 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120127 |
8855 |
8890 |
8805 |
8835 |
-30 |
5,783 |
22,995 |
+130 |
Jun12 |
120127 |
8770 |
8805 |
8770 |
8775 |
-30 |
3 |
43 |
+1 |
Total Volume and Open Interest |
5,786 |
23,038 |
+131 |
Nikkei 225(SGX) |
Mar12 |
120127 |
8855 |
8915 |
8810 |
8825 |
-20 |
88,386 |
200,166 |
+466 |
Jun12 |
120127 |
8765 |
8775 |
8740 |
8750 |
-15 |
34 |
4,622 |
+7 |
Sep12 |
120127 |
8745 |
8745 |
8745 |
8745 |
-20 |
0 |
30 |
+0 |
Total Volume and Open Interest |
89,300 |
212,998 |
+1,287 |
CAC 40(EURONEXT) |
Feb12 |
120127 |
3357.5 |
3368.5 |
3309.5 |
3320.0 |
-42.0 |
76,609 |
284,894 |
+15,451 |
Mar12 |
120127 |
3351.0 |
3369.0 |
3314.0 |
3321.0 |
-41.0 |
284 |
24,913 |
+84 |
Apr12 |
120127 |
3315.5 |
3315.5 |
3315.5 |
3315.5 |
-46.5 |
|
|
|
Total Volume and Open Interest |
76,893 |
309,857 |
+15,535 |
Hang Seng Index(HKFE) |
Jan12 |
120127 |
20340 |
20606 |
20340 |
20594 |
+180 |
70,227 |
71,202 |
-6,416 |
Feb12 |
120127 |
20388 |
20620 |
20381 |
20614 |
+179 |
10,220 |
16,856 |
+6,598 |
Mar12 |
120127 |
20337 |
20560 |
20337 |
20558 |
+172 |
153 |
5,103 |
+23 |
Total Volume and Open Interest |
80,968 |
95,591 |
+429 |
DAX(EUREX) |
Mar12 |
120127 |
6524.0 |
6579.0 |
6486.0 |
6523.0 |
-19.0 |
132,553 |
161,056 |
+2,010 |
Jun12 |
120127 |
6525.5 |
6589.5 |
6510.0 |
6537.0 |
-18.0 |
204 |
5,213 |
+21 |
Sep12 |
120127 |
6571.5 |
6595.5 |
6545.0 |
6545.0 |
-18.0 |
43 |
511 |
+38 |
Total Volume and Open Interest |
132,800 |
166,780 |
+2,069 |
FT-SE 100(EURONEXT) |
Mar12 |
120127 |
5727.00 |
5752.00 |
5682.00 |
5694.00 |
-60.00 |
99,098 |
635,872 |
+802 |
Jun12 |
120127 |
5683.50 |
5685.00 |
5636.00 |
5645.50 |
-60.00 |
31 |
6,345 |
+15 |
Sep12 |
120127 |
5614.00 |
5614.00 |
5614.00 |
5614.00 |
-60.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
99,129 |
642,227 |
+817 |
SPI 200(SFE) |
Mar12 |
120127 |
4245.0 |
4286.0 |
4232.0 |
4250.0 |
+11.0 |
27,305 |
184,663 |
-57 |
Jun12 |
120127 |
4261.0 |
4261.0 |
4261.0 |
4261.0 |
+12.0 |
3 |
2,157 |
-3 |
Sep12 |
120127 |
4225.0 |
4225.0 |
4225.0 |
4225.0 |
+13.0 |
23 |
1,249 |
+23 |
Total Volume and Open Interest |
27,549 |
189,736 |
+37 |
GSCI(CME) |
Feb12 |
120127 |
665.00 |
669.50 |
663.90 |
667.25 |
+3.25 |
97 |
8,865 |
-8 |
Mar12 |
120127 |
668.50 |
672.50 |
667.40 |
670.25 |
+3.10 |
0 |
1 |
+0 |
Apr12 |
120127 |
671.50 |
673.50 |
667.50 |
671.50 |
+3.50 |
|
|
|
Total Volume and Open Interest |
97 |
8,866 |
-8 |
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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