|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu March 01, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120301 |
1307.75 |
1317.50 |
1300.00 |
1316.75 |
+3.25 |
53,192 |
20,142 |
-9,883 |
May12 |
120301 |
1315.50 |
1323.75 |
1306.25 |
1322.50 |
+2.50 |
114,800 |
243,192 |
+6,388 |
Jul12 |
120301 |
1323.25 |
1330.75 |
1313.75 |
1329.50 |
+1.75 |
35,458 |
123,664 |
+1,143 |
Aug12 |
120301 |
1310.25 |
1321.50 |
1307.75 |
1320.50 |
+3.50 |
613 |
3,317 |
+73 |
Sep12 |
120301 |
1295.50 |
1305.25 |
1293.50 |
1305.25 |
+4.75 |
1,720 |
3,544 |
+461 |
Nov12 |
120301 |
1285.25 |
1294.75 |
1278.25 |
1294.25 |
+5.25 |
22,257 |
106,659 |
+2,869 |
Jan13 |
120301 |
1291.00 |
1298.00 |
1286.25 |
1297.00 |
+4.25 |
1,732 |
17,783 |
+339 |
Mar13 |
120301 |
1289.25 |
1297.00 |
1288.50 |
1295.00 |
+5.00 |
632 |
6,640 |
+240 |
May13 |
120301 |
1285.50 |
1292.25 |
1285.00 |
1290.00 |
+4.50 |
480 |
3,003 |
+138 |
Jul13 |
120301 |
1289.75 |
1292.25 |
1286.50 |
1291.25 |
+3.25 |
1,769 |
6,236 |
+680 |
Aug13 |
120301 |
1279.25 |
1279.25 |
1276.25 |
1279.25 |
+3.00 |
2 |
3 |
-1 |
Sep13 |
120301 |
1253.50 |
1253.50 |
1250.50 |
1253.50 |
+3.00 |
20 |
61 |
+9 |
Nov13 |
120301 |
1218.00 |
1226.75 |
1214.00 |
1226.50 |
+2.50 |
952 |
5,474 |
+198 |
Jan14 |
120301 |
1233.25 |
1233.25 |
1230.75 |
1233.25 |
+2.50 |
3 |
113 |
+2 |
Total Volume and Open Interest |
233,643 |
540,310 |
+2,657 |
Soybean Meal(CBOT) |
Mar12 |
120301 |
350.10 |
353.70 |
347.00 |
353.70 |
+2.50 |
19,445 |
10,368 |
-3,271 |
May12 |
120301 |
351.40 |
355.70 |
348.60 |
355.50 |
+2.60 |
52,278 |
92,545 |
+6,883 |
Jul12 |
120301 |
351.70 |
356.30 |
349.50 |
356.30 |
+2.70 |
14,882 |
37,963 |
+1,398 |
Aug12 |
120301 |
349.10 |
354.60 |
348.50 |
354.60 |
+2.90 |
3,344 |
6,998 |
+44 |
Sep12 |
120301 |
345.90 |
351.20 |
345.70 |
351.20 |
+3.10 |
2,296 |
5,990 |
-356 |
Oct12 |
120301 |
340.50 |
345.90 |
340.50 |
345.90 |
+3.20 |
718 |
3,690 |
+119 |
Dec12 |
120301 |
339.40 |
345.00 |
338.20 |
345.00 |
+3.40 |
4,534 |
21,011 |
+108 |
Jan13 |
120301 |
345.10 |
345.10 |
341.90 |
345.10 |
+3.20 |
56 |
2,934 |
+9 |
Mar13 |
120301 |
344.00 |
345.00 |
342.10 |
345.00 |
+2.90 |
225 |
3,779 |
+142 |
May13 |
120301 |
342.00 |
343.50 |
340.60 |
343.50 |
+2.90 |
62 |
1,697 |
+2 |
Total Volume and Open Interest |
98,468 |
189,803 |
+5,244 |
Soybean Oil(CBOT) |
Mar12 |
120301 |
54.01 |
54.18 |
53.76 |
53.94 |
-0.15 |
30,277 |
12,013 |
-8,660 |
May12 |
120301 |
54.40 |
54.52 |
54.07 |
54.27 |
-0.20 |
66,104 |
150,209 |
+264 |
Jul12 |
120301 |
54.82 |
54.93 |
54.46 |
54.67 |
-0.20 |
14,491 |
75,879 |
+1,389 |
Aug12 |
120301 |
54.97 |
54.98 |
54.63 |
54.81 |
-0.16 |
981 |
8,699 |
+90 |
Sep12 |
120301 |
55.01 |
55.11 |
54.82 |
54.92 |
-0.15 |
1,548 |
6,512 |
+145 |
Oct12 |
120301 |
55.13 |
55.13 |
54.81 |
55.02 |
-0.11 |
539 |
5,967 |
-11 |
Dec12 |
120301 |
55.35 |
55.40 |
55.04 |
55.26 |
-0.09 |
5,638 |
38,621 |
+237 |
Jan13 |
120301 |
55.41 |
55.41 |
55.25 |
55.33 |
-0.08 |
81 |
2,023 |
+14 |
Mar13 |
120301 |
55.38 |
55.46 |
55.32 |
55.38 |
-0.08 |
153 |
1,920 |
+84 |
May13 |
120301 |
55.23 |
55.38 |
55.23 |
55.33 |
-0.05 |
117 |
916 |
+32 |
Total Volume and Open Interest |
120,977 |
307,258 |
-6,047 |
Canola(WCE) |
Mar12 |
120301 |
575.8 |
580.0 |
575.8 |
578.9 |
+0.9 |
2,349 |
1,013 |
-2,364 |
May12 |
120301 |
574.4 |
575.3 |
569.6 |
571.4 |
-4.1 |
12,097 |
91,372 |
-95 |
Jul12 |
120301 |
572.0 |
576.0 |
570.0 |
571.3 |
-3.8 |
5,681 |
34,990 |
+489 |
Nov12 |
120301 |
537.3 |
538.8 |
535.1 |
536.1 |
-2.7 |
3,959 |
51,060 |
+2,115 |
Jan13 |
120301 |
541.7 |
541.7 |
540.0 |
540.0 |
-2.6 |
139 |
2,615 |
+83 |
Total Volume and Open Interest |
24,520 |
183,310 |
+416 |
Corn(CBOT) |
Mar12 |
120301 |
655.75 |
657.50 |
649.50 |
653.75 |
-2.75 |
117,496 |
51,188 |
-32,065 |
May12 |
120301 |
656.00 |
658.00 |
650.50 |
654.00 |
-4.00 |
197,085 |
492,834 |
+26,982 |
Jul12 |
120301 |
658.00 |
660.50 |
653.25 |
655.50 |
-5.00 |
55,118 |
288,791 |
+3,671 |
Sep12 |
120301 |
598.25 |
601.50 |
595.00 |
598.00 |
-2.75 |
9,684 |
100,690 |
+915 |
Dec12 |
120301 |
566.00 |
570.00 |
563.50 |
566.75 |
-1.75 |
34,734 |
269,342 |
-831 |
Mar13 |
120301 |
576.50 |
580.00 |
574.00 |
576.50 |
-2.25 |
2,268 |
46,941 |
+17 |
May13 |
120301 |
581.50 |
585.50 |
580.00 |
583.25 |
-2.25 |
518 |
2,818 |
-141 |
Jul13 |
120301 |
585.50 |
589.75 |
585.00 |
586.75 |
-2.25 |
1,074 |
4,971 |
+732 |
Sep13 |
120301 |
563.50 |
565.25 |
561.75 |
565.25 |
+0.75 |
60 |
874 |
+8 |
Dec13 |
120301 |
557.75 |
561.00 |
556.50 |
559.25 |
-0.75 |
2,011 |
19,912 |
-117 |
Total Volume and Open Interest |
420,267 |
1,281,619 |
-747 |
Wheat(CBOT) |
Mar12 |
120301 |
662.00 |
666.50 |
655.75 |
659.25 |
-5.00 |
13,856 |
4,718 |
-5,991 |
May12 |
120301 |
666.25 |
672.50 |
658.75 |
664.00 |
-4.00 |
56,016 |
197,923 |
-1,540 |
Jul12 |
120301 |
679.00 |
685.00 |
672.25 |
676.00 |
-4.50 |
15,736 |
115,058 |
+190 |
Sep12 |
120301 |
693.25 |
700.75 |
688.50 |
691.25 |
-5.25 |
6,848 |
46,500 |
+85 |
Dec12 |
120301 |
709.25 |
718.00 |
704.50 |
707.00 |
-6.50 |
6,408 |
66,344 |
+992 |
Mar13 |
120301 |
723.25 |
728.75 |
719.75 |
719.75 |
-7.25 |
1,440 |
8,218 |
+550 |
Total Volume and Open Interest |
101,212 |
446,757 |
-5,304 |
Wheat(KCBT) |
Mar12 |
120301 |
696.00 |
703.50 |
695.75 |
697.00 |
-2.00 |
6,683 |
2,889 |
-2,457 |
May12 |
120301 |
707.75 |
715.00 |
701.25 |
706.00 |
-2.50 |
13,294 |
48,452 |
-303 |
Jul12 |
120301 |
716.00 |
723.50 |
709.75 |
714.50 |
-2.50 |
7,279 |
54,159 |
+2,395 |
Sep12 |
120301 |
728.50 |
736.00 |
723.50 |
727.00 |
-2.50 |
750 |
11,092 |
+47 |
Dec12 |
120301 |
745.00 |
754.00 |
740.50 |
744.50 |
-2.50 |
957 |
14,267 |
+420 |
Mar13 |
120301 |
757.25 |
763.50 |
755.50 |
755.50 |
-2.50 |
33 |
635 |
+0 |
Total Volume and Open Interest |
29,070 |
132,029 |
+133 |
Wheat(MGE) |
Mar12 |
120301 |
800.50 |
814.00 |
800.50 |
814.00 |
+10.25 |
1,546 |
2,425 |
-909 |
May12 |
120301 |
808.25 |
820.75 |
806.50 |
817.00 |
+6.00 |
3,633 |
12,595 |
-162 |
Jul12 |
120301 |
807.00 |
818.50 |
807.00 |
813.50 |
+3.00 |
1,115 |
9,510 |
-182 |
Sep12 |
120301 |
797.50 |
805.00 |
794.50 |
797.50 |
-1.00 |
582 |
7,373 |
+120 |
Dec12 |
120301 |
799.00 |
810.00 |
798.75 |
802.50 |
-1.00 |
287 |
4,796 |
+125 |
Total Volume and Open Interest |
7,214 |
37,150 |
-997 |
Oats(CBOT) |
Mar12 |
120301 |
330.00 |
330.50 |
325.00 |
327.25 |
-2.75 |
305 |
760 |
-145 |
May12 |
120301 |
314.50 |
315.00 |
303.50 |
309.25 |
-5.25 |
568 |
8,063 |
+202 |
Jul12 |
120301 |
315.50 |
316.00 |
305.25 |
308.25 |
-6.75 |
69 |
896 |
+46 |
Sep12 |
120301 |
318.00 |
319.75 |
313.25 |
313.25 |
-6.50 |
1 |
76 |
+1 |
Total Volume and Open Interest |
969 |
11,036 |
+130 |
Rough Rice(CBOT) |
Mar12 |
120301 |
14.32 |
14.32 |
14.00 |
14.00 |
-0.20 |
1,913 |
1,607 |
-782 |
May12 |
120301 |
14.47 |
14.62 |
14.16 |
14.24 |
-0.22 |
2,530 |
11,737 |
+646 |
Jul12 |
120301 |
14.71 |
14.73 |
14.43 |
14.51 |
-0.22 |
80 |
1,577 |
+5 |
Sep12 |
120301 |
15.04 |
15.08 |
14.74 |
14.74 |
-0.20 |
86 |
695 |
+13 |
Total Volume and Open Interest |
4,613 |
15,650 |
-116 |
Live Cattle(CME) |
Apr12 |
120301 |
129.800 |
131.235 |
129.630 |
130.950 |
+1.200 |
27,893 |
154,308 |
-2,671 |
Jun12 |
120301 |
127.180 |
128.285 |
127.080 |
128.130 |
+0.900 |
13,917 |
104,970 |
+900 |
Aug12 |
120301 |
129.685 |
130.435 |
129.500 |
130.300 |
+0.615 |
7,871 |
58,299 |
+1,024 |
Oct12 |
120301 |
134.100 |
135.000 |
133.900 |
134.950 |
+0.900 |
3,868 |
25,309 |
+1,161 |
Dec12 |
120301 |
134.685 |
135.550 |
134.500 |
135.550 |
+0.600 |
1,631 |
15,859 |
+424 |
Feb13 |
120301 |
135.000 |
135.900 |
134.550 |
135.800 |
+0.850 |
257 |
4,436 |
+158 |
Total Volume and Open Interest |
57,116 |
366,012 |
-223 |
Feeder Cattle(CME) |
Mar12 |
120301 |
158.000 |
159.250 |
157.000 |
158.575 |
+1.340 |
2,665 |
14,308 |
-678 |
Apr12 |
120301 |
160.700 |
162.000 |
160.000 |
161.785 |
+1.600 |
2,340 |
13,129 |
+22 |
May12 |
120301 |
161.785 |
163.300 |
161.650 |
163.185 |
+1.305 |
2,009 |
11,824 |
+325 |
Aug12 |
120301 |
163.050 |
164.400 |
162.750 |
164.300 |
+1.250 |
1,373 |
12,495 |
-36 |
Sep12 |
120301 |
162.750 |
164.000 |
162.100 |
163.985 |
+1.300 |
112 |
2,340 |
+25 |
Oct12 |
120301 |
162.250 |
163.700 |
162.035 |
163.500 |
+0.850 |
47 |
1,187 |
+8 |
Nov12 |
120301 |
162.300 |
163.575 |
162.050 |
163.250 |
+0.600 |
28 |
722 |
+16 |
Total Volume and Open Interest |
8,584 |
56,207 |
-310 |
Lean Hogs(CME) |
Apr12 |
120301 |
88.850 |
90.480 |
88.250 |
90.200 |
+0.770 |
17,498 |
88,732 |
-1,532 |
May12 |
120301 |
97.285 |
98.450 |
97.135 |
98.230 |
+0.480 |
153 |
3,104 |
+29 |
Jun12 |
120301 |
98.300 |
99.550 |
97.785 |
99.300 |
+0.650 |
6,768 |
62,449 |
+1,351 |
Jul12 |
120301 |
99.000 |
99.980 |
98.500 |
99.680 |
+0.580 |
1,881 |
29,763 |
+292 |
Aug12 |
120301 |
98.850 |
99.950 |
98.350 |
99.850 |
+0.850 |
2,870 |
25,586 |
+301 |
Oct12 |
120301 |
88.700 |
89.980 |
88.250 |
89.850 |
+0.950 |
1,177 |
30,435 |
+144 |
Dec12 |
120301 |
84.750 |
85.700 |
84.285 |
85.580 |
+0.630 |
1,118 |
17,077 |
+101 |
Feb13 |
120301 |
85.650 |
86.450 |
85.230 |
86.000 |
+0.250 |
187 |
5,568 |
+43 |
Total Volume and Open Interest |
31,934 |
266,858 |
+819 |
Class III Milk(CME) |
Mar12 |
120301 |
15.60 |
15.82 |
15.47 |
15.48 |
-0.06 |
488 |
6,147 |
-123 |
Apr12 |
120301 |
15.50 |
15.64 |
15.42 |
15.60 |
+0.11 |
560 |
4,490 |
+152 |
May12 |
120301 |
15.47 |
15.52 |
15.34 |
15.48 |
+0.08 |
211 |
3,462 |
-10 |
Jun12 |
120301 |
15.78 |
15.82 |
15.65 |
15.82 |
+0.10 |
70 |
3,043 |
-11 |
Jul12 |
120301 |
16.14 |
16.22 |
16.14 |
16.14 |
+0.04 |
84 |
2,348 |
+42 |
Total Volume and Open Interest |
1,633 |
35,185 |
+139 |
Cocoa(ICE) |
Mar12 |
120301 |
2396 |
2396 |
2334 |
2392 |
+9 |
10 |
433 |
-1 |
May12 |
120301 |
2334 |
2377 |
2311 |
2366 |
+32 |
11,696 |
68,627 |
-971 |
Jul12 |
120301 |
2364 |
2393 |
2331 |
2384 |
+30 |
2,241 |
33,934 |
+110 |
Sep12 |
120301 |
2382 |
2405 |
2342 |
2396 |
+29 |
528 |
16,921 |
+106 |
Dec12 |
120301 |
2377 |
2407 |
2348 |
2399 |
+29 |
279 |
20,290 |
+97 |
Mar13 |
120301 |
2400 |
2408 |
2350 |
2400 |
+24 |
883 |
14,731 |
+50 |
May13 |
120301 |
2409 |
2420 |
2369 |
2411 |
+19 |
399 |
4,001 |
+22 |
Total Volume and Open Interest |
16,109 |
160,743 |
-567 |
Coffee "C"(ICE) |
Mar12 |
120301 |
203.15 |
204.00 |
202.25 |
204.00 |
+0.85 |
86 |
406 |
-67 |
May12 |
120301 |
202.95 |
205.10 |
201.85 |
204.10 |
+0.85 |
12,429 |
73,911 |
-155 |
Jul12 |
120301 |
206.10 |
207.60 |
204.60 |
206.75 |
+0.75 |
3,123 |
28,561 |
+412 |
Sep12 |
120301 |
208.25 |
209.70 |
207.30 |
209.25 |
+0.75 |
713 |
16,529 |
+56 |
Dec12 |
120301 |
213.30 |
213.30 |
210.80 |
212.25 |
+0.40 |
572 |
11,255 |
+200 |
Mar13 |
120301 |
213.05 |
214.70 |
213.00 |
214.70 |
+0.30 |
91 |
2,091 |
+72 |
Total Volume and Open Interest |
17,058 |
133,823 |
+511 |
Orange Juice(ICE) |
Mar12 |
120301 |
192.00 |
192.70 |
192.00 |
192.70 |
+2.15 |
400 |
803 |
-196 |
May12 |
120301 |
185.50 |
188.50 |
185.50 |
187.75 |
+2.00 |
862 |
18,189 |
+340 |
Jul12 |
120301 |
181.80 |
182.95 |
181.75 |
182.95 |
+2.30 |
286 |
1,388 |
+97 |
Sep12 |
120301 |
178.65 |
178.65 |
178.65 |
178.65 |
+1.55 |
34 |
892 |
+16 |
Nov12 |
120301 |
170.00 |
170.75 |
170.00 |
170.75 |
+0.65 |
53 |
414 |
+10 |
Jan13 |
120301 |
169.15 |
169.15 |
168.55 |
169.15 |
+1.25 |
0 |
30 |
+0 |
Total Volume and Open Interest |
1,635 |
21,720 |
+267 |
Sugar #11(ICE) |
May12 |
120301 |
25.00 |
25.00 |
24.45 |
24.85 |
-0.16 |
53,947 |
252,738 |
+6,128 |
Jul12 |
120301 |
24.29 |
24.30 |
23.83 |
24.20 |
-0.12 |
28,990 |
205,240 |
+3,687 |
Oct12 |
120301 |
24.33 |
24.40 |
24.05 |
24.36 |
-0.05 |
16,333 |
99,929 |
+4,502 |
Mar13 |
120301 |
24.89 |
24.97 |
24.66 |
24.92 |
-0.04 |
9,146 |
77,912 |
+2,964 |
May13 |
120301 |
24.44 |
24.46 |
24.16 |
24.45 |
+0.01 |
2,117 |
13,620 |
+434 |
Jul13 |
120301 |
24.15 |
24.24 |
23.92 |
24.22 |
+0.06 |
1,100 |
16,693 |
+141 |
Oct13 |
120301 |
24.22 |
24.31 |
24.01 |
24.31 |
+0.06 |
857 |
17,053 |
+472 |
Mar14 |
120301 |
24.13 |
24.41 |
24.10 |
24.41 |
+0.06 |
338 |
12,447 |
+185 |
Total Volume and Open Interest |
125,393 |
723,747 |
+8,121 |
London Cocoa(LCE) |
Mar12 |
120301 |
1488 |
1507 |
1460 |
1484 |
+5 |
5,392 |
50,190 |
+76 |
May12 |
120301 |
1507 |
1520 |
1476 |
1504 |
+11 |
10,499 |
31,122 |
-192 |
Jul12 |
120301 |
1521 |
1532 |
1490 |
1518 |
+12 |
9,025 |
32,393 |
+11 |
Sep12 |
120301 |
1522 |
1531 |
1492 |
1523 |
+14 |
1,236 |
22,703 |
-161 |
Dec12 |
120301 |
1524 |
1530 |
1490 |
1522 |
+14 |
1,423 |
21,336 |
+187 |
Mar13 |
120301 |
1526 |
1526 |
1487 |
1517 |
+12 |
2,245 |
17,533 |
+1,238 |
May13 |
120301 |
1524 |
1528 |
1501 |
1528 |
+13 |
3 |
7,676 |
+282 |
Total Volume and Open Interest |
29,834 |
186,140 |
+1,467 |
London Sugar(LCE) |
May12 |
120301 |
652.90 |
653.40 |
643.30 |
646.00 |
-6.40 |
4,844 |
25,264 |
+272 |
Aug12 |
120301 |
635.80 |
635.80 |
628.00 |
629.90 |
-5.90 |
2,196 |
18,467 |
-575 |
Oct12 |
120301 |
629.70 |
632.10 |
625.00 |
626.80 |
-3.70 |
518 |
8,780 |
+140 |
Dec12 |
120301 |
630.80 |
632.10 |
626.70 |
629.30 |
-2.70 |
176 |
2,613 |
-12 |
Mar13 |
120301 |
634.10 |
635.60 |
631.10 |
633.10 |
-2.20 |
103 |
4,257 |
+53 |
Total Volume and Open Interest |
8,369 |
59,633 |
-153 |
Cotton(ICE) |
Mar12 |
120301 |
90.10 |
90.10 |
87.38 |
88.46 |
-1.40 |
11 |
225 |
-30 |
May12 |
120301 |
90.74 |
91.49 |
89.46 |
89.67 |
-0.77 |
8,581 |
91,274 |
-207 |
Jul12 |
120301 |
92.11 |
92.76 |
90.83 |
91.05 |
-0.82 |
3,230 |
48,435 |
+324 |
Oct12 |
120301 |
92.60 |
92.60 |
91.88 |
91.88 |
-0.90 |
0 |
87 |
+0 |
Dec12 |
120301 |
91.10 |
91.98 |
90.30 |
90.88 |
-0.30 |
1,414 |
28,996 |
+406 |
Mar13 |
120301 |
93.30 |
93.30 |
92.06 |
92.28 |
-0.40 |
8 |
1,407 |
+0 |
Total Volume and Open Interest |
13,264 |
171,632 |
+500 |
Lumber(CME) |
Mar12 |
120301 |
267.2 |
275.8 |
266.5 |
270.7 |
+4.9 |
344 |
1,302 |
-231 |
May12 |
120301 |
275.8 |
283.6 |
275.2 |
279.1 |
+3.9 |
357 |
5,752 |
+38 |
Jul12 |
120301 |
290.9 |
295.7 |
290.4 |
291.6 |
+2.0 |
88 |
1,787 |
+26 |
Sep12 |
120301 |
293.8 |
297.8 |
293.8 |
296.0 |
+5.0 |
15 |
1,029 |
+2 |
Total Volume and Open Interest |
840 |
10,457 |
-130 |
Crude Oil(NYM) |
Apr12 |
120301 |
106.82 |
110.55 |
106.55 |
108.84 |
+1.77 |
278,723 |
263,792 |
-638 |
May12 |
120301 |
107.27 |
110.95 |
107.01 |
109.27 |
+1.75 |
64,585 |
136,569 |
+1,614 |
Jun12 |
120301 |
107.97 |
111.30 |
107.52 |
109.68 |
+1.73 |
73,006 |
142,230 |
-2,043 |
Jul12 |
120301 |
108.31 |
111.49 |
107.78 |
109.93 |
+1.68 |
18,300 |
85,563 |
+1,998 |
Aug12 |
120301 |
108.56 |
111.38 |
107.96 |
109.94 |
+1.64 |
9,522 |
46,085 |
+231 |
Sep12 |
120301 |
108.30 |
110.75 |
108.00 |
109.80 |
+1.59 |
15,626 |
59,420 |
+1,774 |
Oct12 |
120301 |
108.26 |
110.65 |
108.26 |
109.60 |
+1.51 |
6,842 |
37,106 |
+237 |
Nov12 |
120301 |
109.39 |
109.42 |
109.39 |
109.39 |
+1.42 |
6,218 |
32,936 |
-198 |
Dec12 |
120301 |
107.88 |
110.25 |
107.10 |
109.19 |
+1.33 |
56,857 |
200,226 |
+275 |
Jan13 |
120301 |
107.85 |
109.58 |
107.64 |
108.92 |
+1.24 |
3,258 |
40,444 |
+1,109 |
Feb13 |
120301 |
107.66 |
108.65 |
107.31 |
108.57 |
+1.14 |
1,876 |
19,127 |
+225 |
Mar13 |
120301 |
107.49 |
108.11 |
106.74 |
108.11 |
+1.04 |
4,310 |
24,258 |
+409 |
Apr13 |
120301 |
107.57 |
107.57 |
107.57 |
107.57 |
+0.93 |
2,173 |
9,790 |
+273 |
May13 |
120301 |
107.06 |
107.06 |
106.97 |
106.99 |
+0.83 |
401 |
10,914 |
+105 |
Jun13 |
120301 |
105.85 |
106.74 |
104.98 |
106.38 |
+0.72 |
9,806 |
65,399 |
+746 |
Jul13 |
120301 |
105.74 |
105.74 |
105.74 |
105.74 |
+0.63 |
284 |
9,680 |
+97 |
Total Volume and Open Interest |
614,103 |
1,517,833 |
+17,340 |
e-miNY Crude Oil(NYM) |
Mar12 |
120217 |
102.300 |
103.525 |
102.250 |
103.250 |
+0.950 |
6,783 |
1,739 |
-348 |
Apr12 |
120301 |
106.975 |
110.550 |
106.525 |
108.850 |
+1.775 |
8,163 |
2,274 |
+269 |
May12 |
120301 |
107.500 |
110.900 |
107.150 |
109.275 |
+1.750 |
300 |
314 |
-30 |
Jun12 |
120301 |
107.925 |
111.025 |
107.925 |
109.675 |
+1.725 |
95 |
154 |
-57 |
Jul12 |
120301 |
108.900 |
109.925 |
108.900 |
109.925 |
+1.675 |
0 |
20 |
+0 |
Aug12 |
120301 |
108.600 |
109.950 |
108.200 |
109.950 |
+1.650 |
11 |
13 |
+3 |
Sep12 |
120301 |
109.900 |
109.900 |
109.800 |
109.800 |
+1.600 |
11 |
31 |
+11 |
Oct12 |
120301 |
108.100 |
109.600 |
108.100 |
109.600 |
+1.500 |
0 |
10 |
+0 |
Nov12 |
120301 |
109.400 |
109.400 |
109.400 |
109.400 |
+1.425 |
1 |
2 |
-1 |
Dec12 |
120301 |
108.200 |
109.200 |
108.200 |
109.200 |
+1.350 |
25 |
148 |
+16 |
Total Volume and Open Interest |
8,628 |
3,095 |
+217 |
Heating Oil(NYM) |
Apr12 |
120301 |
321.45 |
331.65 |
318.88 |
327.53 |
+6.94 |
64,296 |
98,736 |
+2,114 |
May12 |
120301 |
321.25 |
331.35 |
319.10 |
327.33 |
+6.83 |
21,029 |
46,142 |
+1,238 |
Jun12 |
120301 |
321.35 |
331.05 |
319.39 |
327.19 |
+6.75 |
24,867 |
55,992 |
-1,252 |
Jul12 |
120301 |
321.99 |
331.17 |
320.21 |
327.72 |
+6.70 |
9,931 |
21,865 |
-20 |
Aug12 |
120301 |
322.00 |
330.04 |
321.20 |
328.31 |
+6.72 |
4,203 |
11,144 |
+549 |
Sep12 |
120301 |
322.02 |
332.42 |
321.46 |
328.84 |
+6.76 |
4,105 |
14,195 |
+501 |
Oct12 |
120301 |
324.00 |
329.30 |
323.37 |
329.30 |
+6.72 |
1,860 |
5,480 |
+178 |
Nov12 |
120301 |
323.85 |
329.80 |
323.02 |
329.80 |
+6.67 |
604 |
3,589 |
-82 |
Dec12 |
120301 |
323.50 |
332.74 |
322.84 |
330.11 |
+6.61 |
5,522 |
29,125 |
-1,503 |
Jan13 |
120301 |
327.57 |
331.01 |
327.57 |
330.24 |
+6.49 |
215 |
3,845 |
+85 |
Feb13 |
120301 |
325.01 |
330.44 |
324.83 |
329.64 |
+6.44 |
198 |
772 |
-3 |
Mar13 |
120301 |
325.00 |
327.24 |
325.00 |
327.24 |
+6.24 |
17 |
1,142 |
-13 |
Total Volume and Open Interest |
165,636 |
301,742 |
-8,380 |
Gasoline(NYMEX) |
Apr12 |
120301 |
326.41 |
338.68 |
325.50 |
335.17 |
+9.45 |
47,781 |
113,366 |
+4,632 |
May12 |
120301 |
325.66 |
337.56 |
324.86 |
334.25 |
+9.18 |
25,337 |
56,365 |
-110 |
Jun12 |
120301 |
322.50 |
332.95 |
322.00 |
330.90 |
+8.66 |
15,729 |
54,729 |
+848 |
Jul12 |
120301 |
318.99 |
328.14 |
318.47 |
326.65 |
+8.18 |
9,435 |
35,394 |
+82 |
Aug12 |
120301 |
314.00 |
323.37 |
314.00 |
321.71 |
+7.65 |
5,375 |
22,110 |
+407 |
Sep12 |
120301 |
308.76 |
318.13 |
308.76 |
316.17 |
+7.09 |
4,693 |
15,765 |
+750 |
Oct12 |
120301 |
294.00 |
302.58 |
293.00 |
299.82 |
+6.31 |
3,650 |
14,344 |
+1,432 |
Nov12 |
120301 |
289.57 |
295.97 |
289.18 |
294.66 |
+5.88 |
2,852 |
6,205 |
+592 |
Dec12 |
120301 |
285.10 |
293.70 |
284.67 |
291.40 |
+5.61 |
1,643 |
18,130 |
+269 |
Jan13 |
120301 |
286.53 |
292.20 |
286.53 |
289.90 |
+5.46 |
155 |
4,968 |
-40 |
Total Volume and Open Interest |
139,615 |
356,553 |
+2,349 |
e-miNY RBOB Gasoline(NYM) |
Apr12 |
120301 |
335.20 |
335.20 |
335.17 |
335.20 |
+9.50 |
|
|
|
May12 |
120301 |
334.30 |
334.30 |
334.25 |
334.30 |
+9.20 |
|
|
|
Jun12 |
120301 |
330.90 |
330.90 |
330.90 |
330.90 |
+8.70 |
|
|
|
Jul12 |
120301 |
326.70 |
326.70 |
326.65 |
326.70 |
+8.20 |
|
|
|
Total Volume and Open Interest |
1 |
2 |
+0 |
Natural Gas(NYM) |
Apr12 |
120301 |
2.593 |
2.597 |
2.444 |
2.463 |
-0.153 |
122,327 |
210,836 |
-4,945 |
May12 |
120301 |
2.677 |
2.691 |
2.559 |
2.579 |
-0.131 |
40,662 |
248,097 |
+1,502 |
Jun12 |
120301 |
2.760 |
2.770 |
2.650 |
2.669 |
-0.117 |
22,517 |
76,655 |
+1,058 |
Jul12 |
120301 |
2.833 |
2.837 |
2.722 |
2.744 |
-0.108 |
14,083 |
106,763 |
-948 |
Aug12 |
120301 |
2.862 |
2.862 |
2.760 |
2.779 |
-0.107 |
8,843 |
38,997 |
+485 |
Sep12 |
120301 |
2.868 |
2.868 |
2.773 |
2.791 |
-0.108 |
7,572 |
63,374 |
+84 |
Oct12 |
120301 |
2.932 |
2.934 |
2.827 |
2.846 |
-0.107 |
14,917 |
118,945 |
+843 |
Nov12 |
120301 |
3.105 |
3.105 |
3.005 |
3.021 |
-0.100 |
2,924 |
46,462 |
+319 |
Dec12 |
120301 |
3.405 |
3.405 |
3.301 |
3.320 |
-0.093 |
3,163 |
45,909 |
+31 |
Jan13 |
120301 |
3.529 |
3.529 |
3.438 |
3.459 |
-0.086 |
7,806 |
61,605 |
-721 |
Feb13 |
120301 |
3.520 |
3.520 |
3.459 |
3.473 |
-0.087 |
2,205 |
17,656 |
+276 |
Mar13 |
120301 |
3.494 |
3.502 |
3.437 |
3.453 |
-0.086 |
6,200 |
27,584 |
+1,521 |
Apr13 |
120301 |
3.445 |
3.469 |
3.386 |
3.422 |
-0.079 |
7,653 |
38,352 |
+118 |
May13 |
120301 |
3.491 |
3.495 |
3.441 |
3.463 |
-0.076 |
414 |
9,972 |
-63 |
Jun13 |
120301 |
3.557 |
3.557 |
3.500 |
3.512 |
-0.075 |
233 |
3,849 |
+14 |
Jul13 |
120301 |
3.580 |
3.580 |
3.531 |
3.555 |
-0.074 |
316 |
4,414 |
+96 |
Total Volume and Open Interest |
267,879 |
1,204,381 |
-1,210 |
Brent Crude Oil(ICE) |
Apr12 |
120301 |
123.00 |
128.40 |
122.49 |
126.20 |
+3.54 |
208,488 |
208,548 |
+1,047 |
May12 |
120301 |
121.69 |
127.07 |
121.44 |
124.96 |
+3.40 |
112,735 |
149,637 |
-3,755 |
Jun12 |
120301 |
120.90 |
126.12 |
120.69 |
124.09 |
+3.24 |
89,284 |
134,256 |
+3,365 |
Jul12 |
120301 |
120.35 |
124.92 |
119.98 |
123.33 |
+3.09 |
35,538 |
58,152 |
+1,101 |
Aug12 |
120301 |
119.90 |
123.87 |
119.27 |
122.53 |
+2.93 |
25,144 |
48,931 |
+105 |
Sep12 |
120301 |
119.20 |
122.95 |
118.48 |
121.61 |
+2.75 |
26,005 |
66,254 |
-1,269 |
Oct12 |
120301 |
118.23 |
121.90 |
117.75 |
120.73 |
+2.56 |
21,125 |
35,634 |
+1,852 |
Nov12 |
120301 |
117.59 |
120.99 |
117.10 |
119.92 |
+2.37 |
11,945 |
23,394 |
+2,859 |
Dec12 |
120301 |
116.96 |
120.19 |
116.44 |
119.12 |
+2.20 |
51,545 |
108,038 |
-4,100 |
Jan13 |
120301 |
118.36 |
118.36 |
118.36 |
118.36 |
+2.07 |
2,448 |
17,039 |
+495 |
Feb13 |
120301 |
117.60 |
117.60 |
117.60 |
117.60 |
+1.95 |
927 |
9,201 |
-141 |
Mar13 |
120301 |
116.83 |
116.83 |
116.83 |
116.83 |
+1.80 |
1,374 |
8,968 |
-56 |
Apr13 |
120301 |
116.07 |
116.07 |
116.07 |
116.07 |
+1.66 |
680 |
5,475 |
+148 |
May13 |
120301 |
115.27 |
115.27 |
115.27 |
115.27 |
+1.51 |
265 |
5,571 |
-18 |
Total Volume and Open Interest |
616,828 |
1,048,164 |
+1,325 |
Gas Oil(ICE) |
Mar12 |
120301 |
1009.75 |
1041.00 |
1004.25 |
1009.50 |
+6.75 |
55,469 |
89,599 |
-9,840 |
Apr12 |
120301 |
1013.25 |
1043.25 |
1006.00 |
1011.00 |
+7.25 |
89,457 |
133,109 |
+4,147 |
May12 |
120301 |
1014.00 |
1043.00 |
1007.25 |
1012.25 |
+8.75 |
44,656 |
70,001 |
-3,909 |
Jun12 |
120301 |
1014.00 |
1043.50 |
1008.25 |
1013.00 |
+10.50 |
33,595 |
61,253 |
+1,101 |
Jul12 |
120301 |
1011.75 |
1042.25 |
1009.75 |
1014.00 |
+11.25 |
9,046 |
31,017 |
-176 |
Aug12 |
120301 |
1012.00 |
1042.00 |
1010.25 |
1014.25 |
+11.75 |
4,348 |
20,302 |
-44 |
Sep12 |
120301 |
1008.75 |
1041.00 |
1008.75 |
1013.50 |
+12.00 |
4,168 |
21,424 |
+201 |
Oct12 |
120301 |
1008.25 |
1038.50 |
1007.50 |
1011.50 |
+12.00 |
2,586 |
14,631 |
-262 |
Nov12 |
120301 |
1005.50 |
1035.25 |
1004.50 |
1008.75 |
+12.25 |
1,227 |
10,894 |
+174 |
Dec12 |
120301 |
1002.75 |
1032.50 |
1001.50 |
1006.25 |
+12.25 |
11,549 |
39,052 |
+172 |
Total Volume and Open Interest |
260,210 |
553,639 |
-7,511 |
Ethanol(CBOT) |
Mar12 |
120301 |
2.241 |
2.264 |
2.241 |
2.264 |
+0.004 |
144 |
313 |
-47 |
Apr12 |
120301 |
2.271 |
2.287 |
2.270 |
2.284 |
+0.004 |
165 |
1,532 |
-47 |
May12 |
120301 |
2.295 |
2.312 |
2.295 |
2.308 |
+0.004 |
144 |
1,330 |
+25 |
Jun12 |
120301 |
2.325 |
2.332 |
2.320 |
2.330 |
+0.001 |
125 |
917 |
+17 |
Jul12 |
120301 |
2.330 |
2.353 |
2.330 |
2.349 |
+0.005 |
112 |
1,780 |
+29 |
Aug12 |
120301 |
2.324 |
2.338 |
2.324 |
2.334 |
+0.007 |
61 |
1,159 |
-6 |
Sep12 |
120301 |
2.280 |
2.297 |
2.280 |
2.294 |
+0.009 |
133 |
1,063 |
+0 |
Oct12 |
120301 |
2.194 |
2.204 |
2.190 |
2.204 |
+0.014 |
72 |
888 |
+34 |
Total Volume and Open Interest |
1,167 |
11,383 |
+79 |
WTI Crude Oil(ICE) |
Apr12 |
120301 |
107.02 |
110.56 |
106.56 |
108.84 |
+1.77 |
58,533 |
49,578 |
+775 |
May12 |
120301 |
107.45 |
110.90 |
107.04 |
109.27 |
+1.75 |
15,008 |
31,097 |
+551 |
Jun12 |
120301 |
107.96 |
111.18 |
107.49 |
109.68 |
+1.73 |
17,531 |
55,018 |
+970 |
Jul12 |
120301 |
107.89 |
110.64 |
107.79 |
109.93 |
+1.68 |
4,958 |
28,393 |
+1,105 |
Aug12 |
120301 |
108.78 |
110.24 |
107.89 |
109.94 |
+1.64 |
2,950 |
14,775 |
-576 |
Sep12 |
120301 |
108.11 |
110.94 |
107.74 |
109.80 |
+1.59 |
3,983 |
13,979 |
+421 |
Oct12 |
120301 |
108.51 |
109.77 |
107.55 |
109.60 |
+1.51 |
2,190 |
8,961 |
-564 |
Nov12 |
120301 |
108.40 |
109.56 |
107.37 |
109.39 |
+1.42 |
951 |
6,028 |
-59 |
Dec12 |
120301 |
107.75 |
110.19 |
107.15 |
109.19 |
+1.33 |
11,980 |
58,930 |
+666 |
Jan13 |
120301 |
108.92 |
108.92 |
108.92 |
108.92 |
+1.24 |
187 |
5,790 |
-2 |
Feb13 |
120301 |
108.57 |
108.57 |
108.57 |
108.57 |
+1.14 |
120 |
1,887 |
-11 |
Mar13 |
120301 |
108.11 |
108.11 |
108.11 |
108.11 |
+1.04 |
186 |
3,584 |
+66 |
Apr13 |
120301 |
107.57 |
107.57 |
107.57 |
107.57 |
+0.93 |
2 |
485 |
-2 |
May13 |
120301 |
106.99 |
106.99 |
106.99 |
106.99 |
+0.83 |
0 |
624 |
+0 |
Jun13 |
120301 |
105.50 |
106.38 |
104.80 |
106.38 |
+0.72 |
533 |
15,620 |
+105 |
Jul13 |
120301 |
105.74 |
105.74 |
105.74 |
105.74 |
+0.63 |
0 |
132 |
+0 |
Total Volume and Open Interest |
125,443 |
379,734 |
+4,496 |
US Dollar Index(ICE) |
Mar12 |
120301 |
78.800 |
78.995 |
78.690 |
78.835 |
+0.040 |
27,923 |
47,594 |
-1,152 |
Jun12 |
120301 |
79.130 |
79.350 |
79.000 |
79.170 |
+0.040 |
120 |
1,004 |
+33 |
Sep12 |
120301 |
79.550 |
79.550 |
79.550 |
79.550 |
+0.040 |
|
|
|
Total Volume and Open Interest |
28,043 |
48,598 |
-1,119 |
Australian Dollar(CME) |
Mar12 |
120301 |
107.09 |
107.93 |
107.05 |
107.73 |
+0.33 |
96,673 |
159,811 |
+3,447 |
Jun12 |
120301 |
106.13 |
106.82 |
105.98 |
106.63 |
+0.33 |
214 |
1,261 |
+44 |
Sep12 |
120301 |
105.33 |
105.57 |
105.25 |
105.57 |
+0.32 |
14 |
137 |
+8 |
Total Volume and Open Interest |
96,901 |
161,219 |
+3,499 |
British Pound(CME) |
Mar12 |
120301 |
159.14 |
159.74 |
158.95 |
159.50 |
+0.31 |
88,121 |
176,101 |
-6,064 |
Jun12 |
120301 |
159.05 |
159.56 |
158.88 |
159.39 |
+0.31 |
273 |
777 |
-14 |
Sep12 |
120301 |
159.27 |
159.27 |
158.96 |
159.27 |
+0.31 |
0 |
4 |
+0 |
Total Volume and Open Interest |
88,394 |
176,885 |
-6,078 |
Canadian Dollar(CME) |
Mar12 |
120301 |
101.02 |
101.57 |
100.96 |
101.42 |
+0.31 |
95,128 |
127,792 |
+2,977 |
Jun12 |
120301 |
100.90 |
101.33 |
100.78 |
101.21 |
+0.31 |
734 |
5,104 |
+171 |
Sep12 |
120301 |
101.00 |
101.10 |
100.69 |
100.98 |
+0.29 |
145 |
1,847 |
+38 |
Dec12 |
120301 |
100.70 |
100.86 |
100.49 |
100.78 |
+0.29 |
825 |
1,742 |
+780 |
Total Volume and Open Interest |
96,834 |
136,553 |
+3,967 |
Japanese Yen(CME) |
Mar12 |
120301 |
123.08 |
123.73 |
122.87 |
123.34 |
+0.13 |
103,567 |
145,051 |
+466 |
Jun12 |
120301 |
123.15 |
123.75 |
123.02 |
123.46 |
+0.14 |
512 |
3,197 |
+114 |
Sep12 |
120301 |
123.60 |
123.60 |
123.47 |
123.60 |
+0.13 |
31 |
48 |
+10 |
Total Volume and Open Interest |
104,110 |
148,310 |
+590 |
Swiss Franc(CME) |
Mar12 |
120301 |
110.59 |
110.86 |
110.24 |
110.40 |
-0.29 |
46,180 |
49,433 |
-952 |
Jun12 |
120301 |
110.81 |
111.03 |
110.39 |
110.53 |
-0.31 |
2,583 |
2,917 |
+2,568 |
Sep12 |
120301 |
110.70 |
111.03 |
110.70 |
110.70 |
-0.33 |
4 |
9 |
+1 |
Total Volume and Open Interest |
48,767 |
52,360 |
+1,617 |
EuroFX(CME) |
Mar12 |
120301 |
133.22 |
133.57 |
132.82 |
133.16 |
-0.23 |
250,559 |
260,227 |
-3,806 |
Jun12 |
120301 |
133.35 |
133.62 |
132.91 |
133.23 |
-0.23 |
3,328 |
10,838 |
+2,228 |
Sep12 |
120301 |
133.30 |
133.54 |
133.17 |
133.32 |
-0.22 |
11 |
192 |
+1 |
Total Volume and Open Interest |
253,899 |
271,282 |
-1,577 |
Mexican Peso(CME) |
Mar12 |
120301 |
776.8 |
785.0 |
775.2 |
784.0 |
+5.0 |
34,155 |
143,121 |
+1,236 |
Apr12 |
120301 |
782.0 |
782.0 |
777.2 |
782.0 |
+4.8 |
|
|
|
Total Volume and Open Interest |
34,193 |
189,778 |
+1,265 |
Brazilian Real(CME) |
Apr12 |
120301 |
578.95 |
580.15 |
575.45 |
579.50 |
+0.55 |
213 |
1,947 |
+213 |
May12 |
120301 |
576.00 |
576.00 |
576.00 |
576.00 |
+0.90 |
|
|
|
Jun12 |
120301 |
568.05 |
574.00 |
568.05 |
572.50 |
+1.30 |
21 |
899 |
+21 |
Jul12 |
120301 |
569.25 |
569.25 |
569.25 |
569.25 |
+0.50 |
|
|
|
Total Volume and Open Interest |
1,337 |
19,715 |
+1,274 |
30-Year T-Bonds(CBOT) |
Mar12 |
120301 |
143~020 |
143~030 |
141~170 |
141~290 |
-1~060 |
554,704 |
97,826 |
-154,902 |
Jun12 |
120301 |
141~240 |
141~240 |
140~020 |
140~150 |
-1~060 |
383,413 |
545,688 |
+166,463 |
Sep12 |
120301 |
139~120 |
139~120 |
139~120 |
139~120 |
-1~060 |
16 |
10 |
+10 |
Total Volume and Open Interest |
938,133 |
643,524 |
+11,571 |
10-Year T-Notes(CBOT) |
Mar12 |
120301 |
131~105 |
131~105 |
130~215 |
130~285 |
-0~120 |
1,630,202 |
339,107 |
-545,548 |
Jun12 |
120301 |
131~005 |
131~005 |
130~100 |
130~170 |
-0~135 |
1,144,590 |
1,562,041 |
+494,726 |
Sep12 |
120301 |
129~185 |
129~185 |
129~185 |
129~185 |
-0~135 |
|
|
|
Total Volume and Open Interest |
2,774,792 |
1,901,149 |
-50,822 |
5-Year T-Notes(CBOT) |
Mar12 |
120301 |
123~044 |
123~044 |
123~011 |
123~028 |
-0~010 |
1,031,604 |
292,826 |
-349,232 |
Jun12 |
120301 |
123~033 |
123~033 |
122~120 |
123~010 |
-0~012 |
800,514 |
1,144,680 |
+317,250 |
Sep12 |
120301 |
122~034 |
122~046 |
122~034 |
122~034 |
-0~012 |
|
|
|
Total Volume and Open Interest |
1,832,118 |
1,437,506 |
-31,982 |
2 Year T-Notes(CBOT) |
Mar12 |
120301 |
110~027 |
110~032 |
110~025 |
110~030 |
+0~003 |
318,390 |
194,241 |
-138,983 |
Jun12 |
120301 |
110~016 |
110~020 |
110~013 |
110~018 |
+0~003 |
292,932 |
734,257 |
+152,699 |
Sep12 |
120301 |
109~084 |
109~084 |
109~081 |
109~084 |
+0~003 |
|
|
|
Total Volume and Open Interest |
611,322 |
928,498 |
+13,716 |
Eurodollars(CME) |
Mar12 |
120301 |
99.540 |
99.552 |
99.537 |
99.545 |
+0.005 |
130,982 |
874,734 |
-2,373 |
Jun12 |
120301 |
99.550 |
99.570 |
99.540 |
99.565 |
+0.015 |
187,224 |
1,108,096 |
-9,634 |
Sep12 |
120301 |
99.515 |
99.535 |
99.505 |
99.530 |
+0.020 |
162,901 |
892,188 |
+18,134 |
Dec12 |
120301 |
99.475 |
99.490 |
99.460 |
99.485 |
+0.020 |
148,882 |
909,155 |
+4,473 |
Mar13 |
120301 |
99.445 |
99.455 |
99.425 |
99.445 |
+0.010 |
163,354 |
693,342 |
-16,741 |
Jun13 |
120301 |
99.410 |
99.410 |
99.370 |
99.395 |
unch |
193,952 |
603,275 |
-24,885 |
Sep13 |
120301 |
99.365 |
99.365 |
99.320 |
99.340 |
-0.010 |
149,237 |
614,655 |
+10,032 |
Dec13 |
120301 |
99.310 |
99.310 |
99.240 |
99.270 |
-0.015 |
132,040 |
548,485 |
+4,576 |
Mar14 |
120301 |
99.240 |
99.240 |
99.170 |
99.200 |
-0.020 |
101,782 |
433,141 |
+11,666 |
Jun14 |
120301 |
99.145 |
99.145 |
99.060 |
99.095 |
-0.025 |
97,972 |
303,394 |
+6,213 |
Sep14 |
120301 |
99.025 |
99.025 |
98.930 |
98.965 |
-0.030 |
87,764 |
266,098 |
+8,320 |
Dec14 |
120301 |
98.845 |
98.845 |
98.760 |
98.800 |
-0.030 |
103,377 |
300,303 |
-980 |
Mar15 |
120301 |
98.670 |
98.670 |
98.595 |
98.635 |
-0.035 |
40,381 |
212,402 |
+2,278 |
Jun15 |
120301 |
0.206 |
0.206 |
0.121 |
0.156 |
-0.040 |
39,518 |
187,578 |
+1,899 |
Sep15 |
120301 |
0.026 |
0.031 |
6.510 |
6.540 |
+6.504 |
28,220 |
119,656 |
+1,956 |
Dec15 |
120301 |
6.415 |
6.420 |
6.340 |
6.370 |
-0.055 |
37,494 |
125,495 |
+3,805 |
Mar16 |
120301 |
6.265 |
6.275 |
6.190 |
6.220 |
-0.060 |
9,554 |
71,256 |
+424 |
Jun16 |
120301 |
6.120 |
6.130 |
6.035 |
6.065 |
-0.070 |
11,448 |
79,097 |
+748 |
Total Volume and Open Interest |
1,856,324 |
8,567,848 |
+24,087 |
30 Day Federal Funds(CBOT) |
Mar12 |
120301 |
99.885 |
99.890 |
99.885 |
99.885 |
unch |
936 |
59,988 |
-147 |
Apr12 |
120301 |
99.885 |
99.890 |
99.885 |
99.885 |
unch |
423 |
42,489 |
-263 |
May12 |
120301 |
99.880 |
99.890 |
99.880 |
99.885 |
+0.005 |
1,829 |
47,194 |
-368 |
Jun12 |
120301 |
99.880 |
99.885 |
99.880 |
99.880 |
unch |
1,702 |
32,627 |
-654 |
Jul12 |
120301 |
99.875 |
99.880 |
99.870 |
99.875 |
+0.005 |
1,152 |
38,830 |
+147 |
Aug12 |
120301 |
99.865 |
99.870 |
99.865 |
99.865 |
unch |
613 |
34,111 |
-70 |
Total Volume and Open Interest |
15,121 |
566,181 |
-1,036 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120301 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
58 |
+0 |
Jun12 |
120301 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
120301 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Dec12 |
120301 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Mar13 |
120301 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Jun13 |
120301 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Sep13 |
120301 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec13 |
120301 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Mar14 |
120301 |
99.510 |
99.510 |
99.510 |
99.510 |
unch |
|
|
|
Jun14 |
120301 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
58 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120301 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,915 |
+0 |
Jun12 |
120301 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,849 |
+0 |
Sep12 |
120301 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
683 |
+0 |
Dec12 |
120301 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
415 |
+0 |
Mar13 |
120301 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
131 |
+0 |
Jun13 |
120301 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
216 |
+0 |
Sep13 |
120301 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
325 |
+0 |
Dec13 |
120301 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
295 |
+0 |
Total Volume and Open Interest |
0 |
5,829 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120301 |
142.74 |
142.87 |
142.66 |
142.67 |
-0.05 |
4,193 |
25,138 |
-505 |
Jun12 |
120301 |
142.30 |
142.37 |
142.25 |
142.25 |
-0.04 |
103 |
174 |
+63 |
Sep12 |
120301 |
140.16 |
140.16 |
140.16 |
140.16 |
-0.04 |
0 |
5 |
+0 |
Total Volume and Open Interest |
4,296 |
25,321 |
-442 |
Euro-Bund(EUREX) |
Mar12 |
120301 |
139.85 |
140.03 |
139.13 |
139.30 |
-0.59 |
725,694 |
906,445 |
-46,177 |
Jun12 |
120301 |
138.16 |
138.30 |
137.41 |
137.58 |
-0.58 |
33,730 |
105,250 |
+9,288 |
Sep12 |
120301 |
137.30 |
137.30 |
137.30 |
137.30 |
-0.59 |
0 |
1 |
+0 |
Total Volume and Open Interest |
759,424 |
1,011,696 |
-36,889 |
Euro-Bobl(EUREX) |
Mar12 |
120301 |
125.58 |
125.69 |
125.22 |
125.34 |
-0.26 |
341,314 |
697,785 |
-5,217 |
Jun12 |
120301 |
123.97 |
124.07 |
123.61 |
123.72 |
-0.25 |
40,711 |
96,755 |
+18,640 |
Sep12 |
120301 |
123.59 |
123.59 |
123.59 |
123.59 |
-0.26 |
0 |
3 |
+0 |
Total Volume and Open Interest |
382,025 |
794,543 |
+13,423 |
3-Mth Euribor(EUREX) |
Mar12 |
120301 |
99.140 |
99.140 |
99.140 |
99.140 |
unch |
1 |
1,667 |
+0 |
Jun12 |
120301 |
99.305 |
99.305 |
99.305 |
99.305 |
+0.005 |
4 |
1,278 |
+4 |
Sep12 |
120301 |
99.330 |
99.330 |
99.320 |
99.330 |
+0.015 |
1 |
979 |
+0 |
Total Volume and Open Interest |
6 |
6,649 |
+4 |
Long Gilt(LIFFE) |
Mar12 |
120301 |
116~08 |
116~13 |
115~17 |
115~20 |
-0~24 |
75,157 |
66,494 |
-7,360 |
Jun12 |
120301 |
114~28 |
115~04 |
114~04 |
114~07 |
-0~26 |
135,694 |
270,655 |
-20,486 |
Total Volume and Open Interest |
210,851 |
337,149 |
-27,846 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120301 |
98.97 |
98.99 |
98.95 |
98.98 |
unch |
19,379 |
283,852 |
+2,816 |
Jun12 |
120301 |
99.07 |
99.07 |
99.05 |
99.07 |
unch |
46,684 |
248,973 |
+1,114 |
Sep12 |
120301 |
99.10 |
99.11 |
99.08 |
99.09 |
-0.02 |
31,875 |
290,794 |
+1,403 |
Dec12 |
120301 |
99.08 |
99.11 |
99.06 |
99.07 |
-0.04 |
20,141 |
230,469 |
+2,929 |
Mar13 |
120301 |
99.08 |
99.10 |
99.04 |
99.05 |
-0.05 |
26,371 |
300,172 |
+2,012 |
Jun13 |
120301 |
99.04 |
99.05 |
98.99 |
99.00 |
-0.05 |
28,494 |
217,701 |
+7,040 |
Total Volume and Open Interest |
256,593 |
2,083,766 |
+25,561 |
3-Mth Euribor(LIFFE) |
Mar12 |
120301 |
99.135 |
99.150 |
99.135 |
99.140 |
unch |
83,833 |
510,617 |
-6,001 |
Jun12 |
120301 |
99.300 |
99.320 |
99.275 |
99.305 |
+0.005 |
127,328 |
474,166 |
-565 |
Sep12 |
120301 |
99.310 |
99.340 |
99.305 |
99.330 |
+0.015 |
96,955 |
433,515 |
+5,891 |
Total Volume and Open Interest |
583,749 |
3,363,813 |
+6,639 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120301 |
95.58 |
95.58 |
95.54 |
95.56 |
-0.03 |
11,891 |
131,075 |
-4,458 |
Jun12 |
120301 |
95.76 |
95.77 |
95.70 |
95.72 |
-0.04 |
16,402 |
222,722 |
+6,411 |
Sep12 |
120301 |
95.86 |
95.87 |
95.78 |
95.81 |
-0.05 |
10,283 |
148,750 |
+2,413 |
Dec12 |
120301 |
95.89 |
95.91 |
95.81 |
95.84 |
-0.05 |
5,856 |
97,179 |
+1,159 |
Mar13 |
120301 |
95.89 |
95.89 |
95.80 |
95.84 |
-0.05 |
1,736 |
63,830 |
+83 |
Jun13 |
120301 |
95.85 |
95.85 |
95.77 |
95.81 |
-0.04 |
1,860 |
60,170 |
-907 |
Sep13 |
120301 |
95.80 |
95.80 |
95.72 |
95.76 |
-0.04 |
2,036 |
37,643 |
+807 |
Dec13 |
120301 |
95.73 |
95.75 |
95.68 |
95.70 |
-0.05 |
821 |
28,221 |
+430 |
Mar14 |
120301 |
95.66 |
95.70 |
95.64 |
95.65 |
-0.06 |
400 |
3,199 |
+200 |
Jun14 |
120301 |
95.64 |
95.64 |
95.60 |
95.60 |
-0.05 |
0 |
520 |
+0 |
Total Volume and Open Interest |
51,285 |
793,556 |
+6,138 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120301 |
95.98 |
95.99 |
95.87 |
95.91 |
-0.07 |
52,071 |
375,147 |
+8,100 |
Jun12 |
120301 |
95.95 |
95.95 |
95.91 |
95.91 |
-0.07 |
|
|
|
Total Volume and Open Interest |
52,071 |
375,147 |
+8,100 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120301 |
96.39 |
96.40 |
96.27 |
96.30 |
-0.09 |
178,864 |
496,542 |
+9,781 |
Jun12 |
120301 |
96.34 |
96.34 |
96.33 |
96.33 |
-0.09 |
100 |
100 |
+100 |
Total Volume and Open Interest |
178,964 |
496,642 |
+9,881 |
Gold(CMX) |
Apr12 |
120301 |
1695.6 |
1727.3 |
1695.1 |
1722.2 |
+10.9 |
158,913 |
270,183 |
+4,677 |
Jun12 |
120301 |
1699.0 |
1729.6 |
1698.3 |
1725.0 |
+11.0 |
8,282 |
65,492 |
+3,642 |
Aug12 |
120301 |
1710.8 |
1731.0 |
1710.1 |
1727.6 |
+11.0 |
1,569 |
24,793 |
+120 |
Oct12 |
120301 |
1727.7 |
1730.0 |
1725.0 |
1730.0 |
+11.1 |
560 |
11,197 |
+143 |
Dec12 |
120301 |
1709.0 |
1735.0 |
1708.5 |
1732.4 |
+11.1 |
1,782 |
31,474 |
-195 |
Feb13 |
120301 |
1724.3 |
1738.4 |
1724.3 |
1734.8 |
+11.1 |
242 |
14,543 |
+133 |
Apr13 |
120301 |
1723.8 |
1737.3 |
1723.0 |
1737.3 |
+11.1 |
235 |
4,130 |
-15 |
Jun13 |
120301 |
1730.1 |
1740.4 |
1722.3 |
1740.4 |
+11.2 |
255 |
9,510 |
+190 |
Aug13 |
120301 |
1743.7 |
1743.7 |
1743.7 |
1743.7 |
+11.2 |
0 |
279 |
+0 |
Oct13 |
120301 |
1747.2 |
1747.2 |
1747.2 |
1747.2 |
+11.2 |
0 |
1 |
+0 |
Dec13 |
120301 |
1745.0 |
1750.9 |
1745.0 |
1750.9 |
+11.2 |
81 |
10,705 |
+70 |
Total Volume and Open Interest |
172,415 |
479,044 |
+8,761 |
Silver(CMX) |
Mar12 |
120301 |
3462.0 |
3561.5 |
3450.5 |
3561.1 |
+102.8 |
26,149 |
3,262 |
-3,829 |
May12 |
120301 |
3464.5 |
3570.5 |
3445.5 |
3566.1 |
+101.9 |
72,811 |
65,443 |
+5,827 |
Jul12 |
120301 |
3483.5 |
3573.0 |
3455.0 |
3571.8 |
+101.9 |
3,226 |
10,837 |
+237 |
Sep12 |
120301 |
3491.0 |
3576.2 |
3488.5 |
3576.2 |
+102.0 |
840 |
4,633 |
+183 |
Dec12 |
120301 |
3476.5 |
3581.9 |
3476.5 |
3581.9 |
+101.9 |
642 |
13,506 |
+51 |
Mar13 |
120301 |
3525.0 |
3584.6 |
3516.0 |
3584.6 |
+101.6 |
53 |
1,689 |
+45 |
May13 |
120301 |
3585.3 |
3585.3 |
3585.3 |
3585.3 |
+101.4 |
0 |
1,088 |
+0 |
Total Volume and Open Interest |
104,294 |
115,866 |
+2,560 |
Platinum(NYMEX) |
Apr12 |
120301 |
1678.0 |
1706.8 |
1677.0 |
1701.1 |
+8.5 |
6,886 |
39,851 |
+115 |
Jul12 |
120301 |
1685.9 |
1708.5 |
1681.3 |
1705.9 |
+8.7 |
375 |
5,045 |
+256 |
Oct12 |
120301 |
1702.0 |
1709.0 |
1702.0 |
1709.0 |
+8.7 |
18 |
438 |
+16 |
Jan13 |
120301 |
1712.0 |
1712.0 |
1712.0 |
1712.0 |
+8.7 |
0 |
3 |
+0 |
Total Volume and Open Interest |
7,279 |
45,337 |
+387 |
Palladium(NYMEX) |
Mar12 |
120301 |
59.64 |
59.64 |
59.64 |
59.64 |
+8.35 |
2,370 |
645 |
-1,486 |
Jun12 |
120301 |
48.59 |
64.24 |
43.64 |
61.39 |
+8.35 |
6,735 |
20,888 |
+2,223 |
Sep12 |
120301 |
50.79 |
62.84 |
49.54 |
62.84 |
+8.35 |
1 |
327 |
+0 |
Total Volume and Open Interest |
9,108 |
21,864 |
+736 |
Copper(CMX) |
Mar12 |
120301 |
386.50 |
392.95 |
384.10 |
392.45 |
+5.40 |
21,246 |
7,959 |
-3,341 |
May12 |
120301 |
386.35 |
393.85 |
384.85 |
393.15 |
+5.20 |
53,651 |
81,240 |
+2,797 |
Jul12 |
120301 |
388.10 |
394.60 |
386.00 |
394.05 |
+5.15 |
3,542 |
31,926 |
-786 |
Sep12 |
120301 |
390.95 |
395.20 |
390.90 |
395.00 |
+5.15 |
707 |
11,676 |
+87 |
Dec12 |
120301 |
387.95 |
395.75 |
387.60 |
395.75 |
+5.10 |
521 |
8,671 |
-49 |
Total Volume and Open Interest |
80,463 |
153,312 |
-1,228 |
DJIA Index(CBOT) |
Mar12 |
120301 |
12907 |
13017 |
12900 |
12973 |
+36 |
107 |
13,062 |
+9 |
Jun12 |
120301 |
12872 |
12920 |
12871 |
12901 |
+35 |
20 |
306 |
+19 |
Sep12 |
120301 |
12838 |
12838 |
12803 |
12838 |
+35 |
|
|
|
Dec12 |
120301 |
12761 |
12761 |
12726 |
12761 |
+35 |
|
|
|
Total Volume and Open Interest |
127 |
13,368 |
+28 |
E-mini DJIA Index(CBOT) |
Mar12 |
120301 |
12925 |
13023 |
12890 |
12973 |
+36 |
105,024 |
111,599 |
-773 |
Jun12 |
120301 |
12840 |
12946 |
12835 |
12901 |
+35 |
101 |
261 |
+7 |
Sep12 |
120301 |
12838 |
12838 |
12838 |
12838 |
+35 |
2 |
23 |
+2 |
Dec12 |
120301 |
12700 |
12761 |
12700 |
12761 |
+35 |
0 |
14 |
+0 |
Total Volume and Open Interest |
105,127 |
111,897 |
-764 |
S & P 500(CME) |
Mar12 |
120301 |
1362.60 |
1375.00 |
1358.80 |
1374.50 |
+10.10 |
7,972 |
233,701 |
-1,749 |
Jun12 |
120301 |
1362.20 |
1368.60 |
1360.90 |
1368.60 |
+10.00 |
492 |
11,091 |
+309 |
Sep12 |
120301 |
1360.20 |
1362.60 |
1357.30 |
1362.60 |
+10.10 |
24 |
1,015 |
+0 |
Dec12 |
120301 |
1356.20 |
1356.40 |
1355.40 |
1356.20 |
+9.80 |
0 |
602 |
+0 |
Total Volume and Open Interest |
8,488 |
246,409 |
-1,440 |
S & P 500 E-Mini(Globex) |
Mar12 |
120301 |
1362.25 |
1375.25 |
1358.75 |
1374.50 |
+10.00 |
1,540,432 |
2,736,498 |
+3,179 |
Jun12 |
120301 |
1355.75 |
1369.25 |
1352.75 |
1368.50 |
+10.00 |
8,198 |
91,062 |
+2,817 |
Total Volume and Open Interest |
1,548,647 |
2,827,921 |
+5,978 |
NASDAQ 100(CME) |
Mar12 |
120301 |
2621.00 |
2646.00 |
2616.80 |
2643.30 |
+20.30 |
1,091 |
17,964 |
-699 |
Jun12 |
120301 |
2637.50 |
2640.00 |
2637.50 |
2637.50 |
+20.20 |
500 |
580 |
+500 |
Sep12 |
120301 |
2635.00 |
2635.00 |
2634.80 |
2635.00 |
+20.20 |
|
|
|
Total Volume and Open Interest |
1,591 |
18,544 |
-199 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120301 |
2623.80 |
2646.30 |
2616.50 |
2643.30 |
+20.30 |
199,721 |
479,996 |
+4,248 |
Jun12 |
120301 |
2611.00 |
2640.00 |
2609.00 |
2637.50 |
+20.20 |
257 |
1,237 |
+120 |
Total Volume and Open Interest |
199,981 |
481,256 |
+4,369 |
S & P Midcap 400(CME) |
Mar12 |
120301 |
986.70 |
986.70 |
986.70 |
986.70 |
+10.10 |
0 |
2,401 |
+0 |
Jun12 |
120301 |
984.10 |
984.10 |
984.10 |
984.10 |
+10.30 |
|
|
|
Sep12 |
120301 |
982.10 |
982.10 |
982.10 |
982.10 |
+10.30 |
|
|
|
Total Volume and Open Interest |
0 |
2,401 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120301 |
9730 |
9865 |
9640 |
9790 |
+25 |
12,089 |
35,950 |
+1,829 |
Jun12 |
120301 |
9790 |
9790 |
9605 |
9730 |
+30 |
30 |
714 |
-5 |
Total Volume and Open Interest |
12,119 |
36,664 |
+1,824 |
Nikkei 225(SGX) |
Mar12 |
120301 |
9730 |
9870 |
9670 |
9680 |
-35 |
178,448 |
225,704 |
+6,562 |
Jun12 |
120301 |
9655 |
9785 |
9600 |
9600 |
-35 |
3,063 |
16,897 |
+5,345 |
Sep12 |
120301 |
9600 |
9600 |
9600 |
9600 |
-35 |
0 |
30 |
+0 |
Total Volume and Open Interest |
181,582 |
250,209 |
+11,939 |
CAC 40(EURONEXT) |
Mar12 |
120301 |
3442.5 |
3514.5 |
3432.5 |
3500.5 |
+49.5 |
128,028 |
356,477 |
-3,166 |
Apr12 |
120301 |
3445.0 |
3505.5 |
3434.0 |
3493.0 |
+49.5 |
130 |
11,933 |
+192 |
May12 |
120301 |
3433.0 |
3433.0 |
3433.0 |
3433.0 |
+51.5 |
|
|
|
Total Volume and Open Interest |
128,169 |
368,604 |
-2,978 |
Hang Seng Index(HKFE) |
Mar12 |
120301 |
21481 |
21620 |
21273 |
21317 |
-333 |
85,031 |
99,450 |
+8,353 |
Apr12 |
120301 |
21500 |
21610 |
21281 |
21320 |
-328 |
|
|
|
Total Volume and Open Interest |
100,151 |
116,360 |
|
DAX(EUREX) |
Mar12 |
120301 |
6823.0 |
6962.0 |
6817.0 |
6934.0 |
+79.5 |
147,750 |
155,722 |
-4,359 |
Jun12 |
120301 |
6850.0 |
6972.5 |
6835.0 |
6947.0 |
+79.0 |
656 |
7,838 |
+304 |
Sep12 |
120301 |
6886.5 |
6955.5 |
6883.0 |
6955.5 |
+79.0 |
8 |
485 |
+0 |
Total Volume and Open Interest |
148,414 |
164,045 |
-4,055 |
FT-SE 100(EURONEXT) |
Mar12 |
120301 |
5860.00 |
5929.00 |
5837.00 |
5914.50 |
+61.50 |
88,153 |
644,123 |
+1,872 |
Jun12 |
120301 |
5793.00 |
5875.00 |
5792.00 |
5863.00 |
+61.00 |
323 |
11,320 |
+258 |
Sep12 |
120301 |
5825.50 |
5825.50 |
5825.50 |
5825.50 |
+57.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
88,493 |
655,469 |
+2,146 |
SPI 200(SFE) |
Mar12 |
120301 |
4282.0 |
4302.0 |
4244.0 |
4249.0 |
-39.0 |
47,789 |
207,254 |
+7,950 |
Jun12 |
120301 |
4270.0 |
4286.0 |
4263.0 |
4263.0 |
-39.0 |
358 |
2,861 |
+338 |
Sep12 |
120301 |
4231.0 |
4231.0 |
4231.0 |
4231.0 |
-39.0 |
13 |
1,611 |
+0 |
Total Volume and Open Interest |
48,309 |
212,986 |
+8,336 |
GSCI(CME) |
Mar12 |
120301 |
704.50 |
714.00 |
702.75 |
713.00 |
+10.00 |
346 |
9,478 |
+55 |
Apr12 |
120301 |
705.50 |
714.75 |
704.00 |
714.20 |
+10.10 |
54 |
50 |
+49 |
May12 |
120301 |
715.75 |
715.75 |
704.00 |
715.75 |
+10.75 |
|
|
|
Total Volume and Open Interest |
400 |
9,528 |
+104 |
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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