|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon January 30, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120130 |
1214.25 |
1218.50 |
1184.50 |
1185.25 |
-33.75 |
84,528 |
189,640 |
-2,441 |
May12 |
120130 |
1225.00 |
1227.50 |
1194.50 |
1195.25 |
-33.25 |
15,971 |
102,849 |
+2,279 |
Jul12 |
120130 |
1233.50 |
1237.50 |
1204.50 |
1205.00 |
-33.25 |
15,077 |
94,708 |
+744 |
Aug12 |
120130 |
1226.00 |
1236.25 |
1204.00 |
1204.00 |
-32.25 |
217 |
2,431 |
+56 |
Sep12 |
120130 |
1217.50 |
1228.25 |
1198.00 |
1198.00 |
-30.25 |
167 |
1,782 |
+8 |
Nov12 |
120130 |
1218.75 |
1222.25 |
1193.00 |
1194.50 |
-27.75 |
7,992 |
66,704 |
+720 |
Jan13 |
120130 |
1229.00 |
1229.25 |
1200.50 |
1201.75 |
-27.50 |
379 |
14,155 |
-13 |
Mar13 |
120130 |
1223.25 |
1234.75 |
1207.25 |
1207.25 |
-27.50 |
407 |
1,514 |
+1 |
May13 |
120130 |
1217.00 |
1233.50 |
1206.25 |
1206.25 |
-27.25 |
606 |
835 |
+288 |
Jul13 |
120130 |
1225.00 |
1236.75 |
1208.75 |
1208.75 |
-28.00 |
286 |
1,212 |
-110 |
Aug13 |
120130 |
1206.00 |
1231.00 |
1206.00 |
1206.00 |
-25.00 |
0 |
2 |
+0 |
Sep13 |
120130 |
1189.25 |
1209.25 |
1189.25 |
1189.25 |
-20.00 |
|
|
|
Nov13 |
120130 |
1178.00 |
1183.00 |
1175.00 |
1176.00 |
-19.00 |
46 |
2,685 |
+20 |
Jan14 |
120130 |
1183.25 |
1202.25 |
1183.25 |
1183.25 |
-19.00 |
0 |
60 |
+0 |
Total Volume and Open Interest |
125,678 |
478,966 |
+1,552 |
Soybean Meal(CBOT) |
Mar12 |
120130 |
320.70 |
321.70 |
312.50 |
312.70 |
-9.50 |
36,568 |
89,575 |
+252 |
May12 |
120130 |
322.80 |
323.40 |
314.80 |
314.80 |
-9.10 |
6,157 |
35,090 |
-702 |
Jul12 |
120130 |
325.30 |
326.00 |
317.40 |
317.40 |
-9.00 |
4,721 |
31,919 |
+655 |
Aug12 |
120130 |
320.40 |
326.00 |
317.10 |
317.10 |
-8.90 |
411 |
6,366 |
+16 |
Sep12 |
120130 |
320.30 |
320.30 |
315.80 |
315.80 |
-8.80 |
365 |
5,767 |
-10 |
Oct12 |
120130 |
317.00 |
321.20 |
312.40 |
312.40 |
-8.80 |
357 |
3,580 |
-10 |
Dec12 |
120130 |
319.00 |
320.60 |
312.10 |
312.10 |
-8.50 |
2,973 |
22,962 |
-244 |
Jan13 |
120130 |
320.00 |
322.00 |
313.60 |
313.60 |
-8.40 |
402 |
1,992 |
+164 |
Mar13 |
120130 |
321.00 |
324.90 |
316.50 |
316.50 |
-8.40 |
608 |
2,523 |
+282 |
May13 |
120130 |
317.40 |
325.80 |
317.40 |
317.40 |
-8.40 |
284 |
1,496 |
+169 |
Total Volume and Open Interest |
52,846 |
202,753 |
+572 |
Soybean Oil(CBOT) |
Mar12 |
120130 |
51.60 |
51.70 |
50.23 |
50.25 |
-1.34 |
49,549 |
145,764 |
-4,230 |
May12 |
120130 |
52.08 |
52.11 |
50.69 |
50.69 |
-1.33 |
11,047 |
68,077 |
+271 |
Jul12 |
120130 |
52.49 |
52.51 |
51.10 |
51.10 |
-1.31 |
8,646 |
49,054 |
+105 |
Aug12 |
120130 |
52.38 |
52.38 |
51.25 |
51.25 |
-1.28 |
311 |
6,333 |
+5 |
Sep12 |
120130 |
52.64 |
52.64 |
51.40 |
51.40 |
-1.23 |
329 |
5,458 |
+172 |
Oct12 |
120130 |
52.69 |
52.69 |
51.48 |
51.48 |
-1.20 |
314 |
5,543 |
+116 |
Dec12 |
120130 |
52.95 |
52.97 |
51.70 |
51.72 |
-1.14 |
4,016 |
29,916 |
-518 |
Jan13 |
120130 |
52.29 |
53.03 |
51.89 |
51.89 |
-1.14 |
462 |
570 |
+200 |
Mar13 |
120130 |
52.14 |
53.28 |
52.14 |
52.14 |
-1.14 |
561 |
672 |
+297 |
May13 |
120130 |
52.24 |
53.38 |
52.24 |
52.24 |
-1.14 |
19 |
135 |
+16 |
Total Volume and Open Interest |
75,254 |
312,524 |
-3,566 |
Canola(WCE) |
Mar12 |
120130 |
524.7 |
525.2 |
517.0 |
517.2 |
-7.2 |
10,727 |
78,081 |
-2,166 |
May12 |
120130 |
531.2 |
532.4 |
523.9 |
524.1 |
-7.2 |
7,537 |
33,994 |
+1,517 |
Jul12 |
120130 |
532.5 |
532.5 |
524.7 |
524.9 |
-6.6 |
3,147 |
22,698 |
+914 |
Nov12 |
120130 |
509.7 |
509.7 |
502.0 |
502.3 |
-7.1 |
1,876 |
27,542 |
+787 |
Jan13 |
120130 |
509.4 |
509.4 |
508.7 |
508.7 |
-7.1 |
299 |
1,325 |
+235 |
Total Volume and Open Interest |
24,193 |
164,753 |
+1,885 |
Corn(CBOT) |
Mar12 |
120130 |
639.50 |
642.75 |
627.50 |
631.75 |
-10.00 |
188,121 |
429,401 |
-2,566 |
May12 |
120130 |
645.00 |
648.00 |
633.50 |
637.75 |
-9.75 |
50,340 |
240,432 |
+3,810 |
Jul12 |
120130 |
649.00 |
651.75 |
632.50 |
641.25 |
-9.75 |
56,364 |
205,620 |
+4,758 |
Sep12 |
120130 |
594.00 |
594.25 |
584.25 |
587.25 |
-6.75 |
10,574 |
65,115 |
+1,709 |
Dec12 |
120130 |
570.00 |
572.00 |
562.50 |
564.75 |
-6.25 |
38,269 |
214,672 |
+2,229 |
Mar13 |
120130 |
582.00 |
583.50 |
574.75 |
577.25 |
-5.75 |
1,238 |
41,956 |
+197 |
May13 |
120130 |
584.75 |
590.25 |
584.50 |
584.75 |
-5.50 |
107 |
2,045 |
+32 |
Jul13 |
120130 |
593.75 |
595.50 |
587.50 |
590.25 |
-5.25 |
106 |
2,603 |
+14 |
Sep13 |
120130 |
565.75 |
571.25 |
565.00 |
565.00 |
-6.25 |
23 |
580 |
+0 |
Dec13 |
120130 |
559.75 |
561.00 |
552.75 |
554.75 |
-6.25 |
339 |
17,139 |
+87 |
Total Volume and Open Interest |
345,597 |
1,221,912 |
+10,312 |
Wheat(CBOT) |
Mar12 |
120130 |
646.75 |
654.00 |
635.25 |
644.75 |
-2.50 |
67,778 |
179,614 |
-5,235 |
May12 |
120130 |
661.00 |
665.75 |
648.75 |
658.75 |
-3.00 |
17,948 |
93,424 |
+3,727 |
Jul12 |
120130 |
676.75 |
677.00 |
661.25 |
671.25 |
-3.50 |
10,445 |
96,750 |
-786 |
Sep12 |
120130 |
689.75 |
689.75 |
677.25 |
686.50 |
-4.25 |
2,580 |
30,119 |
+195 |
Dec12 |
120130 |
708.00 |
708.50 |
695.25 |
703.50 |
-5.00 |
4,346 |
53,785 |
+818 |
Mar13 |
120130 |
715.25 |
724.00 |
711.50 |
719.00 |
-5.00 |
361 |
3,820 |
+134 |
Total Volume and Open Interest |
103,876 |
463,172 |
-986 |
Wheat(KCBT) |
Mar12 |
120130 |
699.00 |
705.25 |
690.25 |
697.50 |
-2.50 |
11,226 |
55,874 |
-1,675 |
May12 |
120130 |
707.75 |
714.00 |
698.25 |
706.25 |
-2.50 |
4,239 |
23,645 |
+668 |
Jul12 |
120130 |
719.00 |
719.00 |
705.25 |
713.75 |
-2.50 |
4,784 |
41,887 |
-1,210 |
Sep12 |
120130 |
730.00 |
730.00 |
718.25 |
726.00 |
-2.75 |
1,293 |
9,427 |
+53 |
Dec12 |
120130 |
747.25 |
751.00 |
735.50 |
744.00 |
-3.50 |
1,497 |
13,134 |
+306 |
Mar13 |
120130 |
748.75 |
757.75 |
748.75 |
756.00 |
-3.50 |
15 |
492 |
+3 |
Total Volume and Open Interest |
23,065 |
144,840 |
-1,845 |
Wheat(MGE) |
Mar12 |
120130 |
824.50 |
828.25 |
816.50 |
819.00 |
-7.25 |
1,987 |
13,178 |
+108 |
May12 |
120130 |
811.00 |
813.25 |
803.00 |
805.00 |
-6.25 |
1,218 |
9,514 |
+91 |
Jul12 |
120130 |
795.25 |
798.50 |
793.50 |
796.00 |
-4.75 |
638 |
8,805 |
+260 |
Sep12 |
120130 |
777.50 |
777.50 |
765.00 |
767.50 |
-7.75 |
272 |
5,392 |
+98 |
Dec12 |
120130 |
781.50 |
783.00 |
769.75 |
775.25 |
-4.50 |
248 |
4,228 |
+101 |
Total Volume and Open Interest |
4,383 |
41,426 |
+659 |
Oats(CBOT) |
Mar12 |
120130 |
298.50 |
298.75 |
287.25 |
292.00 |
-6.75 |
566 |
8,940 |
-25 |
May12 |
120130 |
299.00 |
299.00 |
290.25 |
293.75 |
-6.75 |
72 |
3,536 |
+20 |
Jul12 |
120130 |
300.25 |
304.25 |
295.00 |
297.00 |
-7.25 |
19 |
258 |
-7 |
Sep12 |
120130 |
302.50 |
306.00 |
302.50 |
302.50 |
-3.50 |
1 |
38 |
+0 |
Total Volume and Open Interest |
687 |
13,740 |
-1 |
Rough Rice(CBOT) |
Mar12 |
120130 |
14.64 |
14.68 |
14.44 |
14.45 |
-0.18 |
508 |
11,873 |
+20 |
May12 |
120130 |
14.94 |
14.94 |
14.73 |
14.73 |
-0.18 |
76 |
1,520 |
+46 |
Jul12 |
120130 |
15.10 |
15.10 |
15.00 |
15.00 |
-0.19 |
57 |
699 |
+11 |
Sep12 |
120130 |
14.98 |
15.06 |
14.93 |
14.93 |
-0.18 |
50 |
319 |
+42 |
Total Volume and Open Interest |
691 |
14,416 |
+119 |
Live Cattle(CME) |
Feb12 |
120130 |
124.000 |
124.450 |
123.550 |
123.930 |
-0.770 |
10,098 |
53,617 |
-3,303 |
Apr12 |
120130 |
127.500 |
128.350 |
127.200 |
127.750 |
-0.700 |
20,428 |
134,256 |
+1,505 |
Jun12 |
120130 |
126.730 |
127.285 |
126.230 |
126.850 |
-0.330 |
8,199 |
88,436 |
-371 |
Aug12 |
120130 |
128.325 |
129.000 |
128.150 |
128.500 |
-0.450 |
7,112 |
37,929 |
+2,077 |
Oct12 |
120130 |
131.700 |
131.700 |
130.750 |
131.485 |
-0.250 |
1,521 |
13,613 |
+23 |
Dec12 |
120130 |
132.100 |
132.200 |
131.500 |
132.075 |
-0.475 |
1,107 |
8,339 |
+252 |
Total Volume and Open Interest |
48,772 |
339,024 |
+273 |
Feeder Cattle(CME) |
Mar12 |
120130 |
154.550 |
154.825 |
153.535 |
154.350 |
-0.250 |
3,115 |
20,173 |
-223 |
Apr12 |
120130 |
156.700 |
156.900 |
155.650 |
156.600 |
-0.225 |
1,988 |
6,505 |
+337 |
May12 |
120130 |
157.380 |
157.900 |
156.785 |
157.550 |
-0.100 |
625 |
6,316 |
+48 |
Aug12 |
120130 |
158.600 |
159.200 |
158.000 |
159.000 |
+0.050 |
475 |
7,299 |
+156 |
Sep12 |
120130 |
158.500 |
158.750 |
157.850 |
158.700 |
-0.200 |
67 |
1,315 |
+6 |
Oct12 |
120130 |
158.500 |
158.700 |
157.600 |
158.700 |
-0.150 |
80 |
608 |
+28 |
Nov12 |
120130 |
158.300 |
158.800 |
158.050 |
158.800 |
unch |
28 |
288 |
+21 |
Total Volume and Open Interest |
6,378 |
42,504 |
-1,642 |
Lean Hogs(CME) |
Feb12 |
120130 |
86.285 |
86.850 |
85.730 |
86.450 |
-0.230 |
14,869 |
24,436 |
-1,488 |
Apr12 |
120130 |
86.950 |
87.635 |
86.550 |
87.150 |
-0.235 |
21,070 |
96,774 |
-317 |
May12 |
120130 |
95.700 |
96.100 |
95.230 |
96.035 |
-0.145 |
123 |
2,664 |
+9 |
Jun12 |
120130 |
97.000 |
97.550 |
96.650 |
97.035 |
-0.315 |
6,972 |
59,960 |
+91 |
Jul12 |
120130 |
97.150 |
97.650 |
96.850 |
97.500 |
-0.135 |
2,242 |
17,045 |
+273 |
Aug12 |
120130 |
97.080 |
97.285 |
96.635 |
97.035 |
-0.165 |
2,701 |
20,826 |
+397 |
Oct12 |
120130 |
86.850 |
87.450 |
86.580 |
87.330 |
-0.055 |
864 |
16,464 |
+132 |
Dec12 |
120130 |
82.480 |
83.000 |
82.230 |
83.000 |
unch |
525 |
9,101 |
+117 |
Total Volume and Open Interest |
49,520 |
250,542 |
-709 |
Class III Milk(CME) |
Jan12 |
120130 |
17.10 |
17.10 |
17.09 |
17.10 |
unch |
38 |
4,247 |
+29 |
Feb12 |
120130 |
16.62 |
16.72 |
16.55 |
16.68 |
+0.04 |
102 |
5,333 |
-19 |
Mar12 |
120130 |
16.70 |
16.72 |
16.56 |
16.70 |
-0.02 |
245 |
5,414 |
-17 |
Apr12 |
120130 |
16.79 |
16.79 |
16.57 |
16.63 |
-0.16 |
103 |
3,246 |
+13 |
May12 |
120130 |
16.86 |
16.86 |
16.65 |
16.68 |
-0.18 |
41 |
2,935 |
+5 |
Total Volume and Open Interest |
720 |
33,572 |
+82 |
Cocoa(ICE) |
Mar12 |
120130 |
2359 |
2359 |
2274 |
2280 |
-126 |
10,206 |
66,423 |
-1,821 |
May12 |
120130 |
2421 |
2421 |
2304 |
2310 |
-121 |
3,156 |
36,304 |
+346 |
Jul12 |
120130 |
2400 |
2407 |
2334 |
2336 |
-121 |
792 |
22,272 |
-47 |
Sep12 |
120130 |
2414 |
2416 |
2355 |
2355 |
-119 |
500 |
15,188 |
+116 |
Dec12 |
120130 |
2422 |
2434 |
2370 |
2372 |
-120 |
388 |
15,189 |
+248 |
Mar13 |
120130 |
2460 |
2460 |
2385 |
2390 |
-121 |
215 |
6,606 |
+148 |
May13 |
120130 |
2440 |
2440 |
2408 |
2408 |
-117 |
30 |
2,529 |
+22 |
Total Volume and Open Interest |
15,291 |
165,457 |
-987 |
Coffee "C"(ICE) |
Mar12 |
120130 |
216.75 |
217.30 |
215.00 |
216.60 |
-0.75 |
11,155 |
54,981 |
-988 |
May12 |
120130 |
220.00 |
220.15 |
217.90 |
219.45 |
-0.75 |
4,515 |
30,524 |
+697 |
Jul12 |
120130 |
222.90 |
222.90 |
220.70 |
222.25 |
-0.75 |
1,590 |
16,524 |
+546 |
Sep12 |
120130 |
225.90 |
225.90 |
223.55 |
224.70 |
-0.80 |
403 |
7,968 |
-53 |
Dec12 |
120130 |
226.90 |
227.40 |
226.25 |
227.40 |
-0.85 |
52 |
7,497 |
+26 |
Mar13 |
120130 |
229.15 |
230.00 |
229.10 |
230.00 |
-0.80 |
19 |
1,108 |
+3 |
Total Volume and Open Interest |
17,739 |
119,221 |
+236 |
Orange Juice(ICE) |
Mar12 |
120130 |
210.90 |
216.25 |
208.20 |
209.80 |
-1.10 |
1,570 |
20,038 |
-174 |
May12 |
120130 |
201.15 |
206.10 |
198.70 |
202.30 |
+1.15 |
914 |
4,740 |
+109 |
Jul12 |
120130 |
191.35 |
198.00 |
191.35 |
194.95 |
+1.30 |
39 |
1,051 |
-13 |
Sep12 |
120130 |
191.15 |
191.15 |
190.05 |
190.05 |
-0.10 |
0 |
350 |
+0 |
Nov12 |
120130 |
183.95 |
183.95 |
179.20 |
182.00 |
-1.95 |
9 |
301 |
-1 |
Jan13 |
120130 |
180.15 |
180.15 |
180.15 |
180.15 |
-1.95 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,532 |
26,489 |
-79 |
Sugar #11(ICE) |
Mar12 |
120130 |
24.25 |
24.38 |
23.80 |
23.85 |
-0.36 |
36,033 |
206,198 |
-651 |
May12 |
120130 |
23.66 |
23.82 |
23.20 |
23.29 |
-0.38 |
20,782 |
120,652 |
+3,309 |
Jul12 |
120130 |
23.19 |
23.33 |
22.77 |
22.84 |
-0.36 |
17,084 |
143,297 |
+2,683 |
Oct12 |
120130 |
23.61 |
23.70 |
23.14 |
23.21 |
-0.36 |
9,102 |
73,088 |
+389 |
Mar13 |
120130 |
24.15 |
24.28 |
23.80 |
23.87 |
-0.29 |
4,516 |
48,132 |
+1,267 |
Total Volume and Open Interest |
89,963 |
646,372 |
+6,864 |
London Cocoa(LCE) |
Mar12 |
120130 |
1526 |
1532 |
1486 |
1489 |
-74 |
4,820 |
64,674 |
-320 |
May12 |
120130 |
1542 |
1544 |
1501 |
1504 |
-71 |
2,926 |
24,222 |
+248 |
Jul12 |
120130 |
1559 |
1559 |
1515 |
1518 |
-69 |
2,299 |
31,661 |
+190 |
Sep12 |
120130 |
1558 |
1566 |
1525 |
1528 |
-71 |
866 |
23,920 |
-274 |
Dec12 |
120130 |
1572 |
1572 |
1530 |
1534 |
-73 |
762 |
18,392 |
+273 |
Mar13 |
120130 |
1580 |
1583 |
1542 |
1542 |
-75 |
198 |
10,233 |
+13 |
May13 |
120130 |
1585 |
1585 |
1549 |
1549 |
-76 |
21 |
5,572 |
+13 |
Total Volume and Open Interest |
11,897 |
180,340 |
+148 |
London Sugar(LCE) |
Mar12 |
120130 |
637.40 |
641.10 |
631.50 |
634.20 |
-3.50 |
2,871 |
28,076 |
-580 |
May12 |
120130 |
620.50 |
623.70 |
612.80 |
614.90 |
-5.60 |
2,487 |
19,075 |
+946 |
Aug12 |
120130 |
608.00 |
610.90 |
600.90 |
602.30 |
-5.70 |
1,104 |
15,959 |
+299 |
Oct12 |
120130 |
608.50 |
611.30 |
601.80 |
602.30 |
-5.50 |
713 |
5,479 |
+12 |
Dec12 |
120130 |
612.80 |
615.20 |
605.60 |
605.60 |
-5.20 |
568 |
1,924 |
-7 |
Total Volume and Open Interest |
8,432 |
73,182 |
+1,119 |
Cotton(ICE) |
Mar12 |
120130 |
95.63 |
96.30 |
94.11 |
94.15 |
-1.46 |
11,201 |
76,840 |
-307 |
May12 |
120130 |
96.63 |
96.80 |
94.81 |
94.87 |
-1.22 |
3,977 |
36,298 |
+65 |
Jul12 |
120130 |
96.75 |
97.17 |
95.40 |
95.61 |
-0.95 |
1,303 |
34,295 |
+169 |
Oct12 |
120130 |
95.28 |
95.28 |
95.28 |
95.28 |
-1.28 |
0 |
89 |
+0 |
Dec12 |
120130 |
94.70 |
95.00 |
93.34 |
93.44 |
-1.15 |
407 |
17,000 |
-42 |
Mar13 |
120130 |
93.83 |
93.83 |
93.83 |
93.83 |
-1.26 |
38 |
573 |
+14 |
Total Volume and Open Interest |
16,933 |
166,088 |
-95 |
Lumber(CME) |
Mar12 |
120130 |
240.0 |
243.6 |
238.2 |
238.2 |
+0.7 |
341 |
6,750 |
+53 |
May12 |
120130 |
254.8 |
257.5 |
253.3 |
256.9 |
+4.2 |
128 |
2,262 |
+61 |
Jul12 |
120130 |
264.1 |
266.5 |
264.1 |
265.5 |
+1.0 |
4 |
556 |
+2 |
Sep12 |
120130 |
271.3 |
274.8 |
271.2 |
273.7 |
+2.8 |
1 |
254 |
+0 |
Total Volume and Open Interest |
474 |
9,855 |
+116 |
Crude Oil(NYM) |
Mar12 |
120130 |
100.00 |
100.05 |
98.43 |
98.78 |
-0.78 |
260,744 |
296,308 |
-1,686 |
Apr12 |
120130 |
100.30 |
100.34 |
98.77 |
99.12 |
-0.79 |
57,610 |
94,994 |
+3,930 |
May12 |
120130 |
100.73 |
100.73 |
99.18 |
99.51 |
-0.79 |
39,733 |
98,704 |
+2,118 |
Jun12 |
120130 |
100.90 |
100.90 |
99.54 |
99.85 |
-0.75 |
47,271 |
99,248 |
+3,752 |
Jul12 |
120130 |
100.63 |
100.85 |
99.80 |
100.09 |
-0.71 |
8,819 |
44,508 |
-116 |
Aug12 |
120130 |
100.31 |
100.95 |
99.95 |
100.22 |
-0.66 |
5,670 |
39,426 |
+1,043 |
Sep12 |
120130 |
100.31 |
100.70 |
100.10 |
100.29 |
-0.62 |
7,896 |
40,911 |
+551 |
Oct12 |
120130 |
100.36 |
100.50 |
100.34 |
100.34 |
-0.58 |
3,008 |
31,493 |
+304 |
Nov12 |
120130 |
100.38 |
100.67 |
100.38 |
100.40 |
-0.54 |
2,258 |
32,547 |
+62 |
Dec12 |
120130 |
101.19 |
101.19 |
100.00 |
100.43 |
-0.51 |
45,661 |
191,581 |
+2,840 |
Jan13 |
120130 |
100.07 |
100.52 |
100.07 |
100.31 |
-0.46 |
1,310 |
30,660 |
+40 |
Feb13 |
120130 |
100.15 |
100.15 |
100.15 |
100.15 |
-0.42 |
1,288 |
16,671 |
+209 |
Mar13 |
120130 |
99.97 |
99.97 |
99.97 |
99.97 |
-0.37 |
2,820 |
15,577 |
+820 |
Apr13 |
120130 |
99.74 |
99.74 |
99.74 |
99.74 |
-0.32 |
897 |
7,812 |
+373 |
May13 |
120130 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.27 |
293 |
8,287 |
+85 |
Jun13 |
120130 |
98.99 |
99.56 |
98.99 |
99.23 |
-0.23 |
6,948 |
49,600 |
-950 |
Total Volume and Open Interest |
514,378 |
1,366,361 |
+12,566 |
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 |
120130 |
99.900 |
99.950 |
98.425 |
98.775 |
-0.775 |
7,504 |
1,776 |
+0 |
Apr12 |
120130 |
100.050 |
100.075 |
98.800 |
99.125 |
-0.775 |
197 |
288 |
+6 |
May12 |
120130 |
100.025 |
100.025 |
99.375 |
99.500 |
-0.800 |
35 |
158 |
+9 |
Jun12 |
120130 |
99.850 |
99.850 |
99.850 |
99.850 |
-0.750 |
10 |
32 |
-4 |
Jul12 |
120130 |
100.400 |
100.400 |
100.100 |
100.100 |
-0.700 |
0 |
9 |
+0 |
Aug12 |
120130 |
100.225 |
100.225 |
100.225 |
100.225 |
-0.650 |
0 |
8 |
+0 |
Sep12 |
120130 |
100.300 |
100.300 |
100.300 |
100.300 |
-0.600 |
0 |
1 |
+0 |
Oct12 |
120130 |
100.350 |
100.350 |
100.350 |
100.350 |
-0.575 |
0 |
9 |
+0 |
Total Volume and Open Interest |
7,746 |
2,503 |
+11 |
Heating Oil(NYM) |
Feb12 |
120130 |
308.99 |
309.18 |
304.25 |
305.18 |
-1.86 |
28,847 |
25,483 |
-8,495 |
Mar12 |
120130 |
308.20 |
308.25 |
302.88 |
303.78 |
-2.15 |
60,389 |
79,453 |
+1,997 |
Apr12 |
120130 |
305.48 |
305.73 |
300.85 |
301.69 |
-1.98 |
14,640 |
35,796 |
+1,592 |
May12 |
120130 |
302.50 |
302.74 |
298.88 |
299.62 |
-1.81 |
9,440 |
30,053 |
+558 |
Jun12 |
120130 |
299.58 |
301.29 |
297.41 |
298.21 |
-1.74 |
14,777 |
48,822 |
-221 |
Jul12 |
120130 |
299.31 |
299.75 |
297.78 |
297.97 |
-1.68 |
2,976 |
11,767 |
-346 |
Aug12 |
120130 |
298.78 |
300.91 |
297.58 |
298.09 |
-1.65 |
757 |
4,906 |
+145 |
Sep12 |
120130 |
299.86 |
301.12 |
297.69 |
298.46 |
-1.70 |
771 |
10,109 |
+294 |
Oct12 |
120130 |
299.94 |
301.46 |
298.54 |
299.07 |
-1.67 |
255 |
4,007 |
+95 |
Nov12 |
120130 |
301.72 |
301.72 |
299.38 |
299.68 |
-1.61 |
165 |
2,665 |
+40 |
Dec12 |
120130 |
301.39 |
302.76 |
300.02 |
300.26 |
-1.53 |
3,256 |
22,327 |
+982 |
Jan13 |
120130 |
301.51 |
301.51 |
300.76 |
300.76 |
-1.43 |
185 |
3,119 |
-51 |
Total Volume and Open Interest |
136,575 |
279,859 |
-3,398 |
Gasoline(NYMEX) |
Feb12 |
120130 |
292.09 |
292.09 |
285.00 |
287.07 |
-5.61 |
21,302 |
18,752 |
-5,997 |
Mar12 |
120130 |
292.80 |
292.80 |
285.37 |
287.27 |
-5.07 |
43,039 |
99,930 |
-1,108 |
Apr12 |
120130 |
303.53 |
303.53 |
297.43 |
299.23 |
-4.09 |
16,322 |
46,341 |
+18 |
May12 |
120130 |
301.27 |
301.27 |
295.98 |
297.76 |
-3.62 |
8,620 |
38,994 |
+115 |
Jun12 |
120130 |
297.25 |
297.29 |
293.00 |
294.78 |
-3.14 |
7,783 |
41,036 |
-195 |
Jul12 |
120130 |
294.48 |
294.51 |
289.59 |
291.15 |
-2.75 |
4,572 |
20,711 |
+307 |
Aug12 |
120130 |
289.62 |
289.62 |
285.68 |
287.44 |
-2.36 |
1,920 |
14,479 |
+432 |
Sep12 |
120130 |
284.12 |
285.24 |
282.07 |
283.43 |
-2.07 |
1,607 |
11,872 |
+66 |
Oct12 |
120130 |
269.33 |
269.39 |
268.25 |
269.06 |
-1.52 |
574 |
8,249 |
-37 |
Nov12 |
120130 |
265.59 |
265.85 |
265.38 |
265.48 |
-1.29 |
130 |
4,051 |
+3 |
Total Volume and Open Interest |
107,161 |
328,968 |
-6,228 |
e-miNY RBOB Gasoline(NYM) |
Feb12 |
120130 |
287.10 |
287.10 |
287.07 |
287.10 |
-5.60 |
0 |
2 |
+0 |
Mar12 |
120130 |
287.30 |
287.30 |
287.27 |
287.30 |
-5.00 |
|
|
|
Apr12 |
120130 |
299.20 |
299.23 |
299.20 |
299.20 |
-4.10 |
|
|
|
May12 |
120130 |
297.80 |
297.80 |
297.76 |
297.80 |
-3.60 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Mar12 |
120130 |
2.810 |
2.844 |
2.640 |
2.713 |
-0.043 |
233,263 |
308,963 |
-2,313 |
Apr12 |
120130 |
2.912 |
2.942 |
2.750 |
2.816 |
-0.053 |
89,330 |
152,135 |
+91 |
May12 |
120130 |
2.998 |
3.015 |
2.838 |
2.898 |
-0.050 |
46,693 |
108,478 |
+3,627 |
Jun12 |
120130 |
3.065 |
3.077 |
2.903 |
2.962 |
-0.050 |
30,177 |
55,563 |
+5,874 |
Jul12 |
120130 |
3.119 |
3.124 |
2.961 |
3.018 |
-0.050 |
15,670 |
62,152 |
+1,444 |
Aug12 |
120130 |
3.148 |
3.157 |
2.984 |
3.041 |
-0.052 |
12,817 |
26,691 |
+2,378 |
Sep12 |
120130 |
3.160 |
3.167 |
2.990 |
3.049 |
-0.051 |
7,960 |
38,874 |
-1,141 |
Oct12 |
120130 |
3.210 |
3.211 |
3.038 |
3.095 |
-0.052 |
22,750 |
95,425 |
+1,447 |
Nov12 |
120130 |
3.316 |
3.353 |
3.185 |
3.242 |
-0.056 |
6,618 |
36,695 |
+532 |
Dec12 |
120130 |
3.603 |
3.625 |
3.455 |
3.512 |
-0.059 |
5,170 |
32,938 |
+78 |
Jan13 |
120130 |
3.758 |
3.758 |
3.581 |
3.633 |
-0.056 |
11,378 |
54,333 |
+506 |
Feb13 |
120130 |
3.744 |
3.744 |
3.587 |
3.637 |
-0.054 |
3,078 |
15,789 |
+863 |
Mar13 |
120130 |
3.630 |
3.703 |
3.556 |
3.607 |
-0.052 |
3,608 |
24,447 |
+1,187 |
Apr13 |
120130 |
3.571 |
3.663 |
3.505 |
3.556 |
-0.054 |
5,087 |
33,987 |
+1,230 |
May13 |
120130 |
3.623 |
3.632 |
3.548 |
3.578 |
-0.054 |
1,256 |
10,265 |
+973 |
Jun13 |
120130 |
3.650 |
3.664 |
3.560 |
3.609 |
-0.055 |
1,158 |
3,795 |
+1,037 |
Total Volume and Open Interest |
593,413 |
1,153,328 |
+5,179 |
Brent Crude Oil(ICE) |
Mar12 |
120130 |
111.60 |
111.78 |
110.25 |
110.75 |
-0.71 |
195,025 |
198,237 |
-2,243 |
Apr12 |
120130 |
111.34 |
111.48 |
109.97 |
110.47 |
-0.67 |
99,245 |
152,983 |
+6,269 |
May12 |
120130 |
111.12 |
111.29 |
109.81 |
110.28 |
-0.64 |
61,662 |
78,413 |
+3,702 |
Jun12 |
120130 |
110.88 |
111.06 |
109.63 |
110.10 |
-0.60 |
75,115 |
84,403 |
+4,443 |
Jul12 |
120130 |
110.58 |
110.72 |
109.50 |
109.86 |
-0.55 |
20,514 |
38,359 |
+483 |
Aug12 |
120130 |
110.19 |
110.35 |
109.17 |
109.54 |
-0.50 |
12,667 |
42,315 |
+1,029 |
Sep12 |
120130 |
109.71 |
109.97 |
108.76 |
109.13 |
-0.45 |
12,137 |
52,061 |
+925 |
Oct12 |
120130 |
109.29 |
109.55 |
108.39 |
108.76 |
-0.41 |
5,468 |
26,519 |
-9 |
Nov12 |
120130 |
108.91 |
109.18 |
108.07 |
108.45 |
-0.36 |
4,517 |
18,025 |
+108 |
Dec12 |
120130 |
108.52 |
108.80 |
107.65 |
108.14 |
-0.30 |
46,232 |
112,685 |
+1,699 |
Jan13 |
120130 |
107.80 |
107.80 |
107.79 |
107.79 |
-0.25 |
2,295 |
12,610 |
+23 |
Feb13 |
120130 |
107.45 |
107.45 |
107.45 |
107.45 |
-0.20 |
2,165 |
7,850 |
-318 |
Mar13 |
120130 |
107.13 |
107.13 |
107.13 |
107.13 |
-0.15 |
3,626 |
8,277 |
+1,606 |
Apr13 |
120130 |
106.73 |
106.73 |
106.73 |
106.73 |
-0.10 |
707 |
3,494 |
+74 |
Total Volume and Open Interest |
561,802 |
1,001,286 |
+17,497 |
Gas Oil(ICE) |
Feb12 |
120130 |
955.50 |
959.50 |
945.00 |
952.75 |
-1.00 |
32,554 |
81,633 |
-1,066 |
Mar12 |
120130 |
956.25 |
958.75 |
945.50 |
953.00 |
-2.00 |
67,781 |
123,917 |
+3,793 |
Apr12 |
120130 |
953.25 |
954.75 |
942.50 |
949.75 |
-2.75 |
25,106 |
55,690 |
+1,595 |
May12 |
120130 |
948.75 |
950.00 |
938.50 |
945.50 |
-3.00 |
13,147 |
47,021 |
+388 |
Jun12 |
120130 |
945.50 |
946.50 |
935.00 |
942.00 |
-3.00 |
15,492 |
48,937 |
-154 |
Jul12 |
120130 |
940.00 |
944.50 |
934.75 |
940.50 |
-3.50 |
3,129 |
22,099 |
+678 |
Aug12 |
120130 |
939.50 |
944.75 |
934.50 |
940.25 |
-3.50 |
2,070 |
19,290 |
-346 |
Sep12 |
120130 |
939.00 |
944.00 |
933.50 |
939.50 |
-3.50 |
1,422 |
18,714 |
-261 |
Oct12 |
120130 |
936.75 |
941.00 |
933.25 |
938.00 |
-3.25 |
434 |
13,061 |
-73 |
Nov12 |
120130 |
935.00 |
938.50 |
931.25 |
936.25 |
-3.00 |
237 |
8,371 |
+37 |
Total Volume and Open Interest |
170,151 |
520,383 |
+5,806 |
Ethanol(CBOT) |
Jan12 |
120105 |
2.195 |
2.195 |
2.185 |
2.185 |
-0.043 |
48 |
65 |
-37 |
Feb12 |
120130 |
2.175 |
2.175 |
2.159 |
2.166 |
-0.031 |
83 |
317 |
-41 |
Mar12 |
120130 |
2.201 |
2.201 |
2.190 |
2.190 |
-0.032 |
155 |
1,115 |
-26 |
Apr12 |
120130 |
2.238 |
2.238 |
2.210 |
2.217 |
-0.031 |
201 |
931 |
+90 |
May12 |
120130 |
2.274 |
2.274 |
2.230 |
2.240 |
-0.034 |
119 |
807 |
-41 |
Jun12 |
120130 |
2.267 |
2.267 |
2.257 |
2.264 |
-0.029 |
103 |
840 |
+13 |
Jul12 |
120130 |
2.300 |
2.300 |
2.270 |
2.280 |
-0.028 |
127 |
1,585 |
+48 |
Aug12 |
120130 |
2.260 |
2.263 |
2.260 |
2.262 |
-0.035 |
27 |
940 |
+1 |
Total Volume and Open Interest |
876 |
10,227 |
+58 |
WTI Crude Oil(ICE) |
Mar12 |
120130 |
99.81 |
99.88 |
98.41 |
98.78 |
-0.78 |
56,108 |
52,540 |
-335 |
Apr12 |
120130 |
100.10 |
100.24 |
98.77 |
99.12 |
-0.79 |
16,370 |
28,824 |
+618 |
May12 |
120130 |
100.50 |
100.63 |
99.21 |
99.51 |
-0.79 |
11,166 |
22,116 |
-1,632 |
Jun12 |
120130 |
100.50 |
100.60 |
99.50 |
99.85 |
-0.75 |
14,367 |
40,298 |
+437 |
Jul12 |
120130 |
100.04 |
100.70 |
99.84 |
100.09 |
-0.71 |
3,575 |
13,770 |
+44 |
Aug12 |
120130 |
100.15 |
100.82 |
100.07 |
100.22 |
-0.66 |
1,944 |
12,784 |
-271 |
Sep12 |
120130 |
100.48 |
100.92 |
99.90 |
100.29 |
-0.62 |
1,652 |
12,479 |
+91 |
Oct12 |
120130 |
100.20 |
100.91 |
100.16 |
100.34 |
-0.58 |
756 |
6,987 |
+33 |
Nov12 |
120130 |
100.55 |
100.95 |
100.19 |
100.40 |
-0.54 |
602 |
7,746 |
+3 |
Dec12 |
120130 |
100.67 |
101.06 |
99.99 |
100.43 |
-0.51 |
13,117 |
54,272 |
-1,895 |
Jan13 |
120130 |
100.31 |
100.31 |
100.31 |
100.31 |
-0.46 |
108 |
5,182 |
+0 |
Feb13 |
120130 |
100.15 |
100.15 |
100.15 |
100.15 |
-0.42 |
68 |
1,293 |
-4 |
Mar13 |
120130 |
99.97 |
99.97 |
99.97 |
99.97 |
-0.37 |
5 |
1,722 |
-2 |
Apr13 |
120130 |
99.74 |
99.74 |
99.74 |
99.74 |
-0.32 |
0 |
421 |
+0 |
May13 |
120130 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.27 |
0 |
571 |
+0 |
Jun13 |
120130 |
98.99 |
99.54 |
98.99 |
99.23 |
-0.23 |
206 |
15,869 |
-46 |
Total Volume and Open Interest |
122,976 |
348,043 |
-2,079 |
US Dollar Index(ICE) |
Mar12 |
120130 |
78.960 |
79.570 |
78.960 |
79.302 |
+0.292 |
28,881 |
59,592 |
-2,149 |
Jun12 |
120130 |
79.730 |
79.730 |
79.650 |
79.662 |
+0.292 |
12 |
558 |
-3 |
Sep12 |
120130 |
80.062 |
80.062 |
80.062 |
80.062 |
+0.293 |
|
|
|
Total Volume and Open Interest |
28,893 |
60,150 |
+0 |
Australian Dollar(CME) |
Mar12 |
120130 |
105.77 |
105.97 |
104.69 |
105.39 |
-0.54 |
109,398 |
146,935 |
+3,369 |
Jun12 |
120130 |
104.65 |
104.95 |
103.82 |
104.42 |
-0.53 |
49 |
559 |
-3 |
Sep12 |
120130 |
103.54 |
104.05 |
103.54 |
103.54 |
-0.51 |
0 |
110 |
+0 |
Total Volume and Open Interest |
109,447 |
147,612 |
+3,366 |
British Pound(CME) |
Mar12 |
120130 |
157.22 |
157.23 |
156.47 |
156.92 |
-0.24 |
98,595 |
188,752 |
+115 |
Jun12 |
120130 |
156.49 |
157.02 |
156.48 |
156.78 |
-0.24 |
27 |
195 |
+4 |
Sep12 |
120130 |
156.64 |
156.88 |
156.64 |
156.64 |
-0.24 |
0 |
3 |
+0 |
Total Volume and Open Interest |
98,623 |
188,953 |
+120 |
Canadian Dollar(CME) |
Mar12 |
120130 |
99.73 |
99.76 |
99.19 |
99.60 |
-0.16 |
98,879 |
111,981 |
-246 |
Jun12 |
120130 |
99.40 |
99.56 |
99.00 |
99.40 |
-0.16 |
323 |
3,442 |
+35 |
Sep12 |
120130 |
98.90 |
99.36 |
98.90 |
99.20 |
-0.16 |
5 |
1,495 |
+1 |
Dec12 |
120130 |
98.70 |
99.16 |
98.70 |
99.00 |
-0.16 |
63 |
551 |
+56 |
Total Volume and Open Interest |
99,270 |
117,509 |
-154 |
Japanese Yen(CME) |
Mar12 |
120130 |
130.35 |
131.29 |
130.30 |
131.14 |
+0.70 |
80,948 |
148,264 |
-1,707 |
Jun12 |
120130 |
130.54 |
131.33 |
130.52 |
131.31 |
+0.72 |
70 |
549 |
+21 |
Sep12 |
120130 |
131.50 |
131.50 |
130.77 |
131.50 |
+0.73 |
1 |
18 |
+1 |
Total Volume and Open Interest |
81,019 |
148,835 |
-1,685 |
Swiss Franc(CME) |
Mar12 |
120130 |
109.62 |
109.66 |
108.66 |
108.97 |
-0.62 |
31,813 |
40,171 |
-275 |
Jun12 |
120130 |
109.38 |
109.75 |
109.14 |
109.14 |
-0.61 |
0 |
65 |
+0 |
Sep12 |
120130 |
109.52 |
109.95 |
109.35 |
109.35 |
-0.60 |
0 |
5 |
+0 |
Total Volume and Open Interest |
31,813 |
40,242 |
-275 |
EuroFX(CME) |
Mar12 |
120130 |
132.18 |
132.24 |
130.78 |
131.26 |
-0.81 |
279,417 |
302,351 |
-3,519 |
Jun12 |
120130 |
131.88 |
132.12 |
130.92 |
131.33 |
-0.79 |
365 |
3,975 |
+107 |
Sep12 |
120130 |
132.29 |
132.29 |
131.41 |
131.41 |
-0.78 |
9 |
70 |
+1 |
Total Volume and Open Interest |
279,792 |
306,415 |
-3,410 |
Mexican Peso(CME) |
Feb12 |
120130 |
769.5 |
771.0 |
769.5 |
769.5 |
-1.5 |
0 |
930 |
+0 |
Mar12 |
120130 |
770.2 |
771.8 |
762.8 |
767.5 |
-1.5 |
38,688 |
146,565 |
+3,469 |
Total Volume and Open Interest |
38,690 |
147,854 |
+3,471 |
Brazilian Real(CME) |
Feb12 |
120130 |
571.50 |
571.50 |
569.75 |
571.50 |
-1.40 |
563 |
743 |
+7 |
Mar12 |
120130 |
566.80 |
566.80 |
566.80 |
566.80 |
-3.10 |
331 |
2,742 |
-242 |
Apr12 |
120130 |
563.65 |
563.65 |
563.65 |
563.65 |
-3.00 |
|
|
|
May12 |
120130 |
560.50 |
560.50 |
560.50 |
560.50 |
-2.95 |
|
|
|
Total Volume and Open Interest |
894 |
17,101 |
-235 |
30-Year T-Bonds(CBOT) |
Mar12 |
120130 |
143~140 |
145~030 |
143~130 |
144~200 |
+1~060 |
405,803 |
614,286 |
-12,712 |
Jun12 |
120130 |
142~050 |
143~190 |
142~000 |
143~060 |
+1~060 |
242 |
2,230 |
-11 |
Sep12 |
120130 |
142~020 |
142~020 |
140~280 |
142~020 |
+1~060 |
|
|
|
Total Volume and Open Interest |
406,045 |
616,516 |
-12,723 |
10-Year T-Notes(CBOT) |
Mar12 |
120130 |
131~230 |
132~070 |
131~225 |
132~010 |
+0~100 |
1,330,561 |
1,715,849 |
-4,017 |
Jun12 |
120130 |
131~235 |
132~015 |
131~225 |
131~275 |
+0~105 |
1,443 |
3,647 |
+425 |
Sep12 |
120130 |
131~005 |
131~005 |
131~005 |
131~005 |
+0~105 |
|
|
|
Total Volume and Open Interest |
1,332,004 |
1,719,496 |
-3,592 |
5-Year T-Notes(CBOT) |
Mar12 |
120130 |
123~113 |
124~007 |
123~113 |
123~124 |
+0~010 |
689,603 |
1,493,461 |
-21,431 |
Jun12 |
120130 |
123~120 |
123~120 |
123~112 |
123~112 |
+0~013 |
122 |
1,112 |
+120 |
Sep12 |
120130 |
123~008 |
123~008 |
123~008 |
123~008 |
+0~013 |
|
|
|
Total Volume and Open Interest |
689,725 |
1,494,573 |
-21,311 |
2 Year T-Notes(CBOT) |
Mar12 |
120130 |
110~051 |
110~052 |
110~049 |
110~051 |
unch |
261,620 |
881,313 |
+2,011 |
Jun12 |
120130 |
110~043 |
110~044 |
110~042 |
110~044 |
+0~002 |
300 |
3,506 |
+264 |
Sep12 |
120130 |
109~110 |
109~110 |
109~108 |
109~110 |
+0~002 |
|
|
|
Total Volume and Open Interest |
261,920 |
884,819 |
+2,275 |
Eurodollars(CME) |
Mar12 |
120130 |
99.530 |
99.535 |
99.505 |
99.525 |
unch |
210,500 |
980,153 |
+8,211 |
Jun12 |
120130 |
99.515 |
99.530 |
99.500 |
99.515 |
unch |
241,166 |
994,207 |
+13,780 |
Sep12 |
120130 |
99.495 |
99.510 |
99.480 |
99.490 |
-0.005 |
241,541 |
718,899 |
+343 |
Dec12 |
120130 |
99.475 |
99.490 |
99.460 |
99.465 |
-0.010 |
200,001 |
804,649 |
+734 |
Mar13 |
120130 |
99.475 |
99.490 |
99.460 |
99.465 |
-0.010 |
201,321 |
733,071 |
-10,126 |
Jun13 |
120130 |
99.455 |
99.475 |
99.440 |
99.450 |
-0.010 |
168,514 |
577,713 |
+149 |
Sep13 |
120130 |
99.435 |
99.440 |
99.415 |
99.420 |
-0.010 |
169,886 |
573,723 |
+2,091 |
Dec13 |
120130 |
99.385 |
99.395 |
99.365 |
99.375 |
-0.005 |
202,118 |
554,665 |
+16,205 |
Mar14 |
120130 |
99.325 |
99.340 |
99.310 |
99.315 |
-0.005 |
179,511 |
404,279 |
-4,797 |
Jun14 |
120130 |
99.235 |
99.250 |
99.215 |
99.225 |
unch |
153,921 |
318,013 |
-989 |
Sep14 |
120130 |
99.115 |
99.135 |
99.100 |
99.110 |
unch |
139,030 |
225,354 |
+7,140 |
Dec14 |
120130 |
98.970 |
98.985 |
98.950 |
98.960 |
unch |
135,114 |
276,700 |
+3,842 |
Mar15 |
120130 |
98.815 |
98.835 |
98.795 |
98.805 |
unch |
104,941 |
174,140 |
+7,715 |
Jun15 |
120130 |
0.336 |
0.361 |
0.316 |
0.331 |
+0.005 |
78,015 |
116,367 |
+5,336 |
Sep15 |
120130 |
0.156 |
0.181 |
0.146 |
0.156 |
+0.015 |
48,612 |
78,504 |
+2,693 |
Dec15 |
120130 |
6.520 |
0.001 |
6.515 |
6.530 |
+0.025 |
63,855 |
101,391 |
+8,743 |
Mar16 |
120130 |
6.355 |
6.405 |
6.355 |
6.380 |
+0.040 |
25,822 |
50,264 |
-1,617 |
Jun16 |
120130 |
6.200 |
6.255 |
6.195 |
6.225 |
+0.050 |
23,214 |
44,796 |
+182 |
Total Volume and Open Interest |
2,644,690 |
7,972,041 |
+64,710 |
30 Day Federal Funds(CBOT) |
Jan12 |
120130 |
99.918 |
99.920 |
99.918 |
99.918 |
unch |
3,293 |
66,795 |
-42 |
Feb12 |
120130 |
99.910 |
99.915 |
99.910 |
99.915 |
unch |
3,887 |
57,670 |
+1,892 |
Mar12 |
120130 |
99.910 |
99.915 |
99.905 |
99.910 |
unch |
827 |
35,809 |
+123 |
Apr12 |
120130 |
99.905 |
99.910 |
99.900 |
99.905 |
unch |
629 |
36,331 |
-230 |
May12 |
120130 |
99.900 |
99.905 |
99.900 |
99.900 |
unch |
609 |
42,888 |
-119 |
Jun12 |
120130 |
99.900 |
99.905 |
99.900 |
99.900 |
unch |
565 |
30,075 |
+19 |
Total Volume and Open Interest |
20,795 |
534,482 |
+2,668 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120130 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
40 |
+0 |
Jun12 |
120130 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
120130 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
120130 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
120130 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120130 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep13 |
120130 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Dec13 |
120130 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120130 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120130 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120130 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,841 |
+0 |
Jun12 |
120130 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,440 |
+0 |
Sep12 |
120130 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
711 |
+0 |
Dec12 |
120130 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
115 |
+0 |
Mar13 |
120130 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
2 |
133 |
-10 |
Jun13 |
120130 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
1 |
209 |
+1 |
Sep13 |
120130 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
325 |
+0 |
Dec13 |
120130 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
2 |
279 |
+2 |
Total Volume and Open Interest |
5 |
5,053 |
-7 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120130 |
142.56 |
142.69 |
142.52 |
142.65 |
+0.07 |
3,351 |
25,445 |
+757 |
Jun12 |
120130 |
142.56 |
142.56 |
142.03 |
142.03 |
+0.07 |
2 |
2 |
+0 |
Sep12 |
120130 |
139.94 |
139.94 |
139.94 |
139.94 |
+0.07 |
0 |
5 |
+0 |
Total Volume and Open Interest |
3,353 |
25,456 |
+757 |
Euro-Bund(EUREX) |
Mar12 |
120130 |
139.25 |
139.77 |
139.11 |
139.67 |
+0.78 |
705,113 |
851,942 |
-31,945 |
Jun12 |
120130 |
137.60 |
138.01 |
137.48 |
137.95 |
+0.77 |
195 |
4,202 |
+22 |
Sep12 |
120130 |
137.87 |
137.87 |
137.87 |
137.87 |
+0.78 |
0 |
1 |
+0 |
Total Volume and Open Interest |
705,308 |
856,145 |
-31,923 |
Euro-Bobl(EUREX) |
Mar12 |
120130 |
125.38 |
125.56 |
125.27 |
125.48 |
+0.27 |
394,392 |
695,106 |
-8,114 |
Jun12 |
120130 |
123.93 |
123.93 |
123.85 |
123.88 |
+0.27 |
0 |
10,063 |
+0 |
Sep12 |
120130 |
123.78 |
123.78 |
123.78 |
123.78 |
+0.28 |
0 |
4 |
+0 |
Total Volume and Open Interest |
394,392 |
705,173 |
-8,114 |
3-Mth Euribor(EUREX) |
Mar12 |
120130 |
99.060 |
99.060 |
99.060 |
99.060 |
+0.010 |
0 |
1,756 |
+0 |
Jun12 |
120130 |
99.155 |
99.155 |
99.155 |
99.155 |
+0.015 |
0 |
1,200 |
+0 |
Sep12 |
120130 |
99.200 |
99.200 |
99.190 |
99.190 |
+0.015 |
0 |
998 |
+0 |
Total Volume and Open Interest |
20 |
6,457 |
+12 |
Long Gilt(LIFFE) |
Mar12 |
120130 |
116~17 |
117~05 |
116~14 |
117~00 |
+0~23 |
121,777 |
324,422 |
+1,635 |
Jun12 |
120130 |
115~18 |
116~00 |
115~18 |
116~00 |
+0~23 |
0 |
89 |
+0 |
Total Volume and Open Interest |
121,777 |
324,511 |
+1,635 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120130 |
98.99 |
99.00 |
98.98 |
98.99 |
unch |
64,450 |
336,613 |
-4,820 |
Jun12 |
120130 |
99.04 |
99.06 |
99.01 |
99.04 |
+0.01 |
59,922 |
252,003 |
-8,567 |
Sep12 |
120130 |
99.08 |
99.10 |
99.07 |
99.08 |
+0.01 |
69,846 |
306,130 |
+529 |
Dec12 |
120130 |
99.09 |
99.12 |
99.08 |
99.09 |
unch |
69,383 |
254,943 |
+1,814 |
Mar13 |
120130 |
99.12 |
99.15 |
99.09 |
99.10 |
unch |
70,807 |
298,393 |
+14,605 |
Jun13 |
120130 |
99.09 |
99.12 |
99.07 |
99.09 |
+0.01 |
57,215 |
230,196 |
+6,064 |
Total Volume and Open Interest |
529,323 |
2,165,644 |
+9,110 |
3-Mth Euribor(LIFFE) |
Mar12 |
120130 |
99.050 |
99.070 |
99.040 |
99.060 |
+0.010 |
139,099 |
555,794 |
+15,661 |
Jun12 |
120130 |
99.140 |
99.170 |
99.140 |
99.160 |
+0.020 |
123,594 |
508,427 |
+6,102 |
Sep12 |
120130 |
99.170 |
99.210 |
99.170 |
99.190 |
+0.015 |
70,720 |
456,146 |
-15 |
Total Volume and Open Interest |
697,097 |
3,432,477 |
+43,976 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120130 |
95.84 |
95.87 |
95.82 |
95.87 |
+0.02 |
5,959 |
218,782 |
-6,630 |
Jun12 |
120130 |
96.12 |
96.18 |
96.10 |
96.18 |
+0.05 |
13,372 |
170,932 |
-7,806 |
Sep12 |
120130 |
96.23 |
96.30 |
96.20 |
96.30 |
+0.06 |
6,222 |
119,774 |
-1,956 |
Dec12 |
120130 |
96.22 |
96.30 |
96.18 |
96.29 |
+0.06 |
3,975 |
79,750 |
-783 |
Mar13 |
120130 |
96.18 |
96.26 |
96.15 |
96.26 |
+0.06 |
887 |
51,273 |
-296 |
Jun13 |
120130 |
96.12 |
96.20 |
96.12 |
96.20 |
+0.05 |
658 |
53,450 |
-389 |
Sep13 |
120130 |
96.05 |
96.14 |
96.05 |
96.14 |
+0.06 |
222 |
32,207 |
-266 |
Dec13 |
120130 |
96.04 |
96.07 |
96.04 |
96.07 |
+0.06 |
35 |
24,269 |
-186 |
Mar14 |
120130 |
95.99 |
96.01 |
95.99 |
96.01 |
+0.07 |
7 |
2,647 |
+38 |
Jun14 |
120130 |
95.92 |
95.92 |
95.92 |
95.92 |
+0.07 |
1 |
467 |
-22 |
Total Volume and Open Interest |
31,338 |
753,734 |
-18,296 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120130 |
96.13 |
96.20 |
96.07 |
96.20 |
+0.07 |
41,873 |
353,915 |
+3,900 |
Jun12 |
120130 |
96.20 |
96.20 |
96.20 |
96.20 |
+0.07 |
|
|
|
Total Volume and Open Interest |
41,873 |
353,915 |
+3,900 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120130 |
96.74 |
96.82 |
96.70 |
96.82 |
+0.07 |
84,757 |
416,405 |
-31,919 |
Jun12 |
120130 |
96.82 |
96.82 |
96.82 |
96.82 |
+0.07 |
|
|
|
Total Volume and Open Interest |
84,757 |
416,405 |
-31,919 |
Gold(CMX) |
Feb12 |
120130 |
1737.2 |
1739.9 |
1715.7 |
1731.0 |
-1.2 |
226,656 |
75,705 |
-34,807 |
Apr12 |
120130 |
1739.6 |
1742.8 |
1718.8 |
1734.4 |
-1.0 |
112,482 |
175,305 |
+29,235 |
Jun12 |
120130 |
1742.9 |
1742.9 |
1722.1 |
1737.4 |
-1.0 |
10,861 |
53,345 |
+3,531 |
Aug12 |
120130 |
1741.3 |
1742.2 |
1727.9 |
1739.9 |
-1.0 |
821 |
17,257 |
+95 |
Oct12 |
120130 |
1740.0 |
1743.5 |
1732.0 |
1742.2 |
-1.0 |
230 |
11,630 |
-1 |
Dec12 |
120130 |
1752.0 |
1752.0 |
1732.2 |
1744.6 |
-0.8 |
3,662 |
27,367 |
-695 |
Feb13 |
120130 |
1745.4 |
1746.8 |
1739.0 |
1746.8 |
-0.8 |
1,661 |
11,499 |
+1,421 |
Apr13 |
120130 |
1749.1 |
1749.1 |
1749.1 |
1749.1 |
-0.8 |
0 |
2,759 |
+0 |
Jun13 |
120130 |
1752.1 |
1752.1 |
1752.1 |
1752.1 |
-0.9 |
27 |
11,444 |
+0 |
Aug13 |
120130 |
1751.0 |
1755.1 |
1751.0 |
1755.1 |
-0.9 |
0 |
155 |
+0 |
Oct13 |
120130 |
1758.2 |
1758.2 |
1758.2 |
1758.2 |
-0.9 |
|
|
|
Dec13 |
120130 |
1761.7 |
1761.7 |
1761.7 |
1761.7 |
-0.9 |
34 |
11,126 |
-33 |
Total Volume and Open Interest |
358,156 |
433,710 |
-1,287 |
Silver(CMX) |
Mar12 |
120130 |
3385.0 |
3401.5 |
3303.5 |
3352.7 |
-26.3 |
38,182 |
49,576 |
-1,566 |
May12 |
120130 |
3405.0 |
3405.0 |
3312.0 |
3358.3 |
-26.2 |
3,096 |
11,948 |
+617 |
Jul12 |
120130 |
3402.5 |
3402.5 |
3328.0 |
3362.8 |
-26.0 |
877 |
5,819 |
+288 |
Sep12 |
120130 |
3365.6 |
3365.6 |
3365.6 |
3365.6 |
-25.9 |
147 |
3,326 |
+78 |
Dec12 |
120130 |
3371.0 |
3380.0 |
3327.0 |
3369.3 |
-25.8 |
327 |
13,944 |
+24 |
Mar13 |
120130 |
3368.7 |
3368.7 |
3368.7 |
3368.7 |
-25.8 |
6 |
1,360 |
+5 |
May13 |
120130 |
3367.4 |
3367.4 |
3367.4 |
3367.4 |
-25.8 |
0 |
1,085 |
+0 |
Total Volume and Open Interest |
42,987 |
102,006 |
-510 |
Platinum(NYMEX) |
Apr12 |
120130 |
1621.5 |
1625.8 |
1601.6 |
1616.3 |
-6.7 |
10,179 |
43,300 |
+688 |
Jul12 |
120130 |
1625.0 |
1625.0 |
1605.7 |
1620.0 |
-6.8 |
57 |
1,671 |
+43 |
Oct12 |
120130 |
1626.5 |
1626.5 |
1622.9 |
1622.9 |
-6.8 |
2 |
139 |
+2 |
Jan13 |
120130 |
1625.9 |
1625.9 |
1625.9 |
1625.9 |
-6.8 |
0 |
3 |
+0 |
Total Volume and Open Interest |
10,250 |
45,139 |
+670 |
Palladium(NYMEX) |
Mar12 |
120130 |
36.04 |
37.54 |
24.19 |
33.14 |
-1.65 |
5,138 |
17,945 |
+485 |
Jun12 |
120130 |
32.49 |
34.89 |
32.39 |
34.84 |
-1.65 |
46 |
859 |
+44 |
Sep12 |
120130 |
36.19 |
36.19 |
36.19 |
36.19 |
-1.65 |
0 |
157 |
+0 |
Total Volume and Open Interest |
5,184 |
18,962 |
+529 |
Copper(CMX) |
Mar12 |
120130 |
389.40 |
389.40 |
379.70 |
382.65 |
-6.25 |
40,982 |
71,077 |
-462 |
May12 |
120130 |
389.30 |
390.35 |
380.85 |
383.70 |
-6.30 |
14,407 |
28,788 |
+944 |
Jul12 |
120130 |
390.40 |
390.45 |
382.75 |
384.70 |
-6.25 |
4,355 |
25,048 |
+2,987 |
Sep12 |
120130 |
389.50 |
389.50 |
382.35 |
385.30 |
-6.25 |
195 |
3,812 |
+0 |
Dec12 |
120130 |
384.65 |
386.50 |
384.05 |
385.90 |
-6.15 |
462 |
5,766 |
+74 |
Total Volume and Open Interest |
61,822 |
145,833 |
+3,969 |
DJIA Index(CBOT) |
Mar12 |
120130 |
12630 |
12630 |
12475 |
12602 |
-12 |
728 |
11,162 |
+28 |
Jun12 |
120130 |
12532 |
12544 |
12532 |
12532 |
-12 |
0 |
283 |
+0 |
Sep12 |
120130 |
12469 |
12481 |
12469 |
12469 |
-12 |
|
|
|
Dec12 |
120130 |
12392 |
12404 |
12392 |
12392 |
-12 |
|
|
|
Total Volume and Open Interest |
728 |
11,445 |
+28 |
E-mini DJIA Index(CBOT) |
Mar12 |
120130 |
12625 |
12639 |
12476 |
12602 |
-12 |
97,486 |
103,514 |
+409 |
Jun12 |
120130 |
12473 |
12532 |
12460 |
12532 |
-12 |
8 |
65 |
+3 |
Sep12 |
120130 |
12469 |
12469 |
12469 |
12469 |
-12 |
2 |
12 |
+2 |
Dec12 |
120130 |
12392 |
12392 |
12392 |
12392 |
-12 |
4 |
2 |
-1 |
Total Volume and Open Interest |
97,500 |
103,593 |
+413 |
S & P 500(CME) |
Mar12 |
120130 |
1314.10 |
1314.40 |
1296.00 |
1308.90 |
-3.60 |
10,899 |
260,994 |
+971 |
Jun12 |
120130 |
1303.30 |
1304.90 |
1290.90 |
1303.30 |
-3.60 |
247 |
2,884 |
+54 |
Sep12 |
120130 |
1299.00 |
1299.00 |
1284.70 |
1297.10 |
-3.60 |
27 |
1,091 |
+24 |
Dec12 |
120130 |
1291.00 |
1292.60 |
1278.60 |
1291.00 |
-3.60 |
0 |
226 |
+0 |
Total Volume and Open Interest |
11,173 |
265,195 |
+1,049 |
S & P 500 E-Mini(Globex) |
Mar12 |
120130 |
1314.00 |
1314.50 |
1296.00 |
1309.00 |
-3.50 |
2,012,742 |
2,700,924 |
+13,656 |
Jun12 |
120130 |
1307.75 |
1307.75 |
1291.25 |
1303.25 |
-3.75 |
12,081 |
46,764 |
+10,986 |
Total Volume and Open Interest |
2,024,845 |
2,748,031 |
+24,639 |
NASDAQ 100(CME) |
Mar12 |
120130 |
2460.00 |
2464.50 |
2428.00 |
2462.00 |
+5.70 |
771 |
16,442 |
+408 |
Jun12 |
120130 |
2456.80 |
2456.80 |
2430.00 |
2456.80 |
+5.50 |
|
|
|
Sep12 |
120130 |
2454.30 |
2454.30 |
2453.80 |
2454.30 |
+5.50 |
|
|
|
Total Volume and Open Interest |
771 |
16,442 |
+408 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120130 |
2460.00 |
2465.50 |
2429.50 |
2462.00 |
+5.70 |
186,795 |
381,467 |
+7,367 |
Jun12 |
120130 |
2428.80 |
2460.50 |
2422.50 |
2456.80 |
+5.50 |
28 |
193 |
+0 |
Total Volume and Open Interest |
186,823 |
381,665 |
+7,367 |
S & P Midcap 400(CME) |
Mar12 |
120130 |
935.00 |
935.00 |
927.00 |
935.00 |
-5.30 |
91 |
1,681 |
+91 |
Jun12 |
120130 |
933.00 |
933.80 |
933.00 |
933.00 |
-5.30 |
|
|
|
Sep12 |
120130 |
931.00 |
931.80 |
931.00 |
931.00 |
-5.30 |
|
|
|
Total Volume and Open Interest |
91 |
1,681 |
+91 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120130 |
8825 |
8835 |
8750 |
8770 |
-65 |
4,937 |
23,204 |
+209 |
Jun12 |
120130 |
8770 |
8775 |
8710 |
8710 |
-65 |
0 |
43 |
+0 |
Total Volume and Open Interest |
4,937 |
23,247 |
+209 |
Nikkei 225(SGX) |
Mar12 |
120130 |
8835 |
8860 |
8765 |
8800 |
-25 |
78,728 |
201,680 |
+1,514 |
Jun12 |
120130 |
8765 |
8765 |
8705 |
8720 |
-30 |
9 |
4,617 |
-5 |
Sep12 |
120130 |
8720 |
8720 |
8720 |
8720 |
-25 |
0 |
30 |
+0 |
Total Volume and Open Interest |
79,844 |
214,849 |
+1,851 |
CAC 40(EURONEXT) |
Feb12 |
120130 |
3301.0 |
3301.5 |
3259.5 |
3263.0 |
-57.0 |
74,873 |
285,074 |
+180 |
Mar12 |
120130 |
3303.0 |
3303.0 |
3262.0 |
3264.0 |
-57.0 |
1,437 |
25,629 |
+716 |
Apr12 |
120130 |
3281.5 |
3283.0 |
3258.5 |
3258.5 |
-57.0 |
|
|
|
Total Volume and Open Interest |
76,320 |
310,758 |
+901 |
Hang Seng Index(HKFE) |
Jan12 |
120130 |
20503 |
20503 |
20343 |
20343 |
-251 |
85,645 |
55,876 |
-15,326 |
Feb12 |
120130 |
20513 |
20524 |
20172 |
20260 |
-354 |
47,644 |
50,782 |
+33,926 |
Mar12 |
120130 |
20468 |
20468 |
20117 |
20199 |
-359 |
1,484 |
5,882 |
+779 |
Total Volume and Open Interest |
134,921 |
114,980 |
+19,389 |
DAX(EUREX) |
Mar12 |
120130 |
6492.0 |
6496.5 |
6416.0 |
6451.0 |
-72.0 |
147,324 |
160,432 |
-624 |
Jun12 |
120130 |
6497.0 |
6503.0 |
6439.0 |
6464.0 |
-73.0 |
292 |
5,350 |
+137 |
Sep12 |
120130 |
6475.0 |
6511.0 |
6447.5 |
6472.5 |
-72.5 |
65 |
485 |
-26 |
Total Volume and Open Interest |
147,681 |
166,267 |
-513 |
FT-SE 100(EURONEXT) |
Mar12 |
120130 |
5683.00 |
5686.00 |
5609.50 |
5624.50 |
-69.50 |
101,330 |
636,458 |
+586 |
Jun12 |
120130 |
5608.50 |
5616.00 |
5563.00 |
5576.00 |
-69.50 |
55 |
7,384 |
+1,039 |
Sep12 |
120130 |
5543.50 |
5543.50 |
5543.50 |
5543.50 |
-70.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
101,385 |
643,852 |
+1,625 |
SPI 200(SFE) |
Mar12 |
120130 |
4250.0 |
4268.0 |
4230.0 |
4245.0 |
-5.0 |
30,516 |
186,369 |
+1,706 |
Jun12 |
120130 |
4273.0 |
4273.0 |
4256.0 |
4256.0 |
-5.0 |
5 |
2,153 |
-4 |
Sep12 |
120130 |
4220.0 |
4220.0 |
4220.0 |
4220.0 |
-5.0 |
76 |
1,325 |
+76 |
Total Volume and Open Interest |
30,614 |
191,522 |
+1,786 |
GSCI(CME) |
Feb12 |
120130 |
664.00 |
665.25 |
660.25 |
661.80 |
-5.45 |
2,534 |
10,173 |
+1,308 |
Mar12 |
120130 |
666.50 |
668.25 |
663.25 |
664.80 |
-5.45 |
5 |
3 |
+2 |
Apr12 |
120130 |
666.00 |
671.55 |
664.00 |
666.30 |
-5.20 |
|
|
|
Total Volume and Open Interest |
2,539 |
10,176 |
+1,310 |
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. |
|
|