|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon March 05, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120305 |
1325.00 |
1330.75 |
1319.25 |
1319.25 |
-9.00 |
7,137 |
9,079 |
-2,762 |
May12 |
120305 |
1330.00 |
1336.50 |
1323.00 |
1325.00 |
-8.00 |
105,942 |
248,246 |
+170 |
Jul12 |
120305 |
1336.75 |
1343.50 |
1330.25 |
1332.25 |
-8.00 |
33,996 |
127,512 |
+2,035 |
Aug12 |
120305 |
1328.00 |
1332.75 |
1321.25 |
1322.00 |
-8.50 |
1,532 |
3,719 |
+143 |
Sep12 |
120305 |
1311.00 |
1314.25 |
1302.00 |
1303.75 |
-8.50 |
859 |
3,855 |
+4 |
Nov12 |
120305 |
1294.75 |
1299.50 |
1287.25 |
1289.00 |
-9.00 |
19,239 |
116,274 |
+2,366 |
Jan13 |
120305 |
1298.50 |
1303.00 |
1291.50 |
1291.50 |
-9.75 |
1,076 |
18,442 |
+258 |
Mar13 |
120305 |
1300.00 |
1300.25 |
1288.25 |
1290.00 |
-9.75 |
1,178 |
7,636 |
+486 |
May13 |
120305 |
1295.25 |
1297.00 |
1285.00 |
1285.00 |
-10.25 |
420 |
3,463 |
+122 |
Jul13 |
120305 |
1296.25 |
1296.50 |
1287.25 |
1287.25 |
-9.25 |
666 |
7,428 |
+366 |
Aug13 |
120305 |
1271.50 |
1284.00 |
1271.50 |
1271.50 |
-12.50 |
8 |
7 |
+4 |
Sep13 |
120305 |
1240.50 |
1253.00 |
1240.50 |
1240.50 |
-12.50 |
12 |
101 |
+0 |
Nov13 |
120305 |
1222.00 |
1223.00 |
1210.00 |
1210.50 |
-12.50 |
376 |
5,626 |
-23 |
Jan14 |
120305 |
1223.25 |
1229.75 |
1217.25 |
1217.25 |
-12.50 |
0 |
128 |
+0 |
Total Volume and Open Interest |
172,446 |
551,998 |
+3,171 |
Soybean Meal(CBOT) |
Mar12 |
120305 |
356.10 |
358.40 |
355.30 |
356.20 |
-1.10 |
2,146 |
4,893 |
-917 |
May12 |
120305 |
358.90 |
360.40 |
357.30 |
358.20 |
-0.90 |
44,187 |
101,606 |
+4,261 |
Jul12 |
120305 |
360.00 |
361.10 |
358.10 |
359.00 |
-0.90 |
10,181 |
41,210 |
+154 |
Aug12 |
120305 |
357.80 |
358.70 |
355.80 |
356.70 |
-1.30 |
694 |
7,062 |
-21 |
Sep12 |
120305 |
354.00 |
354.50 |
351.10 |
352.40 |
-1.50 |
660 |
6,456 |
+211 |
Oct12 |
120305 |
347.90 |
347.90 |
345.10 |
346.20 |
-1.20 |
338 |
3,962 |
+64 |
Dec12 |
120305 |
346.00 |
347.40 |
343.40 |
344.70 |
-1.50 |
4,564 |
21,589 |
+227 |
Jan13 |
120305 |
344.40 |
346.00 |
344.40 |
344.60 |
-1.40 |
126 |
3,049 |
+43 |
Mar13 |
120305 |
346.70 |
346.70 |
343.30 |
344.30 |
-1.30 |
389 |
3,828 |
+44 |
May13 |
120305 |
344.80 |
344.80 |
341.80 |
342.30 |
-1.70 |
47 |
1,704 |
+4 |
Total Volume and Open Interest |
63,388 |
198,433 |
+4,078 |
Soybean Oil(CBOT) |
Mar12 |
120305 |
53.77 |
54.00 |
53.41 |
53.41 |
-0.35 |
8,979 |
4,642 |
-3,010 |
May12 |
120305 |
54.08 |
54.35 |
53.70 |
53.73 |
-0.35 |
68,169 |
150,090 |
+2,489 |
Jul12 |
120305 |
54.49 |
54.75 |
54.13 |
54.13 |
-0.35 |
19,390 |
78,961 |
+1,275 |
Aug12 |
120305 |
54.65 |
54.87 |
54.30 |
54.30 |
-0.32 |
1,746 |
8,634 |
-28 |
Sep12 |
120305 |
54.74 |
55.02 |
54.44 |
54.44 |
-0.30 |
1,411 |
7,124 |
+400 |
Oct12 |
120305 |
54.86 |
55.06 |
54.54 |
54.54 |
-0.31 |
587 |
6,111 |
+168 |
Dec12 |
120305 |
55.10 |
55.41 |
54.80 |
54.80 |
-0.30 |
7,694 |
40,316 |
+1,272 |
Jan13 |
120305 |
55.38 |
55.38 |
54.87 |
54.87 |
-0.30 |
68 |
2,129 |
+1 |
Mar13 |
120305 |
55.27 |
55.27 |
54.95 |
54.95 |
-0.30 |
310 |
2,141 |
+173 |
May13 |
120305 |
55.24 |
55.43 |
54.90 |
54.90 |
-0.30 |
86 |
1,001 |
+18 |
Total Volume and Open Interest |
108,888 |
306,245 |
+3,019 |
Canola(WCE) |
Mar12 |
120305 |
582.7 |
582.7 |
582.7 |
582.7 |
+4.6 |
293 |
336 |
-279 |
May12 |
120305 |
571.7 |
575.9 |
571.3 |
575.2 |
+4.7 |
13,870 |
87,962 |
-3,864 |
Jul12 |
120305 |
572.5 |
577.0 |
572.5 |
575.9 |
+4.1 |
2,710 |
35,912 |
+392 |
Nov12 |
120305 |
536.5 |
541.7 |
536.5 |
539.9 |
+4.4 |
2,571 |
53,655 |
+1,297 |
Jan13 |
120305 |
544.6 |
545.7 |
543.2 |
543.9 |
+4.3 |
87 |
2,917 |
+63 |
Total Volume and Open Interest |
19,588 |
183,175 |
-2,343 |
Corn(CBOT) |
Mar12 |
120305 |
659.00 |
671.00 |
655.50 |
666.25 |
+7.25 |
18,077 |
22,371 |
-7,206 |
May12 |
120305 |
654.00 |
665.25 |
652.25 |
660.75 |
+5.75 |
134,440 |
496,363 |
+903 |
Jul12 |
120305 |
655.50 |
665.75 |
653.75 |
662.25 |
+6.00 |
58,961 |
296,800 |
+2,938 |
Sep12 |
120305 |
602.75 |
609.25 |
601.50 |
606.25 |
+1.75 |
14,111 |
104,833 |
+2,780 |
Dec12 |
120305 |
569.00 |
575.00 |
567.50 |
571.25 |
+1.25 |
28,319 |
273,225 |
+1,920 |
Mar13 |
120305 |
579.25 |
584.50 |
578.00 |
581.50 |
+1.50 |
1,422 |
46,853 |
-38 |
May13 |
120305 |
587.00 |
590.50 |
585.00 |
588.25 |
+1.50 |
306 |
2,966 |
+49 |
Jul13 |
120305 |
589.50 |
594.00 |
588.50 |
591.75 |
+1.25 |
269 |
5,285 |
+103 |
Sep13 |
120305 |
572.00 |
572.00 |
569.25 |
569.75 |
+0.75 |
103 |
911 |
+28 |
Dec13 |
120305 |
561.75 |
563.75 |
558.75 |
561.50 |
-0.50 |
467 |
20,370 |
+95 |
Total Volume and Open Interest |
256,524 |
1,273,315 |
+1,587 |
Wheat(CBOT) |
Mar12 |
120305 |
670.75 |
673.00 |
666.00 |
667.75 |
-3.00 |
1,044 |
2,859 |
-637 |
May12 |
120305 |
674.00 |
677.75 |
667.75 |
672.00 |
-2.50 |
50,596 |
193,325 |
-2,376 |
Jul12 |
120305 |
686.00 |
688.75 |
679.50 |
682.75 |
-3.50 |
16,242 |
116,926 |
+887 |
Sep12 |
120305 |
701.25 |
702.25 |
694.25 |
697.50 |
-3.75 |
5,680 |
48,525 |
+1,615 |
Dec12 |
120305 |
716.00 |
717.75 |
709.50 |
712.25 |
-4.25 |
7,578 |
67,371 |
+243 |
Mar13 |
120305 |
726.25 |
728.75 |
722.00 |
724.00 |
-4.75 |
1,155 |
8,904 |
+344 |
Total Volume and Open Interest |
82,714 |
446,075 |
+201 |
Wheat(KCBT) |
Mar12 |
120305 |
707.00 |
712.75 |
704.25 |
705.50 |
-5.00 |
843 |
2,033 |
-400 |
May12 |
120305 |
716.00 |
724.25 |
713.75 |
716.00 |
-3.00 |
8,252 |
47,180 |
-296 |
Jul12 |
120305 |
725.00 |
732.50 |
722.50 |
724.50 |
-3.00 |
3,030 |
53,837 |
-370 |
Sep12 |
120305 |
738.00 |
744.00 |
734.50 |
736.00 |
-3.00 |
582 |
11,255 |
+104 |
Dec12 |
120305 |
755.00 |
760.75 |
751.75 |
753.50 |
-3.00 |
870 |
14,806 |
+195 |
Mar13 |
120305 |
763.50 |
771.25 |
762.75 |
765.00 |
-3.00 |
18 |
656 |
+3 |
Total Volume and Open Interest |
13,606 |
130,321 |
-765 |
Wheat(MGE) |
Mar12 |
120305 |
830.00 |
836.50 |
829.75 |
831.25 |
+3.50 |
277 |
1,056 |
-323 |
May12 |
120305 |
828.25 |
844.50 |
828.25 |
834.75 |
+3.25 |
2,275 |
12,252 |
-22 |
Jul12 |
120305 |
825.00 |
835.25 |
825.00 |
827.25 |
+1.50 |
1,217 |
9,409 |
+21 |
Sep12 |
120305 |
800.00 |
810.00 |
800.00 |
807.00 |
+1.75 |
643 |
7,694 |
+259 |
Dec12 |
120305 |
809.00 |
813.00 |
809.00 |
810.75 |
+1.75 |
331 |
5,018 |
+148 |
Total Volume and Open Interest |
4,753 |
35,918 |
+81 |
Oats(CBOT) |
Mar12 |
120305 |
332.00 |
332.00 |
328.00 |
332.00 |
+4.00 |
50 |
521 |
-108 |
May12 |
120305 |
306.00 |
313.75 |
305.50 |
308.25 |
+2.50 |
634 |
8,028 |
-61 |
Jul12 |
120305 |
311.00 |
311.00 |
304.75 |
306.75 |
+2.00 |
128 |
999 |
+83 |
Sep12 |
120305 |
312.00 |
312.00 |
308.00 |
310.25 |
+2.25 |
37 |
100 |
+15 |
Total Volume and Open Interest |
918 |
11,004 |
-7 |
Rough Rice(CBOT) |
Mar12 |
120305 |
14.10 |
14.27 |
14.10 |
14.10 |
-0.16 |
232 |
298 |
-302 |
May12 |
120305 |
14.51 |
14.54 |
14.24 |
14.35 |
-0.16 |
1,209 |
12,027 |
+85 |
Jul12 |
120305 |
14.74 |
14.74 |
14.52 |
14.61 |
-0.16 |
53 |
1,624 |
+17 |
Sep12 |
120305 |
15.00 |
15.00 |
14.79 |
14.85 |
-0.15 |
35 |
750 |
+21 |
Total Volume and Open Interest |
1,543 |
14,751 |
-170 |
Live Cattle(CME) |
Apr12 |
120305 |
130.150 |
130.250 |
128.285 |
128.400 |
-1.550 |
35,575 |
152,645 |
-1,381 |
Jun12 |
120305 |
127.385 |
127.450 |
125.650 |
125.900 |
-1.385 |
19,389 |
109,171 |
+2,199 |
Aug12 |
120305 |
129.685 |
129.750 |
128.350 |
128.485 |
-1.165 |
9,131 |
59,177 |
+1,156 |
Oct12 |
120305 |
134.325 |
134.325 |
133.000 |
133.300 |
-1.025 |
7,555 |
29,023 |
+2,659 |
Dec12 |
120305 |
134.735 |
134.800 |
133.650 |
134.150 |
-0.950 |
3,218 |
18,018 |
+1,069 |
Feb13 |
120305 |
134.700 |
134.850 |
133.935 |
134.500 |
-0.700 |
602 |
5,043 |
+314 |
Total Volume and Open Interest |
75,981 |
375,773 |
+6,366 |
Feeder Cattle(CME) |
Mar12 |
120305 |
158.285 |
158.285 |
156.035 |
156.450 |
-1.650 |
3,090 |
12,044 |
-1,015 |
Apr12 |
120305 |
161.600 |
161.650 |
158.685 |
158.950 |
-2.375 |
5,124 |
13,738 |
-81 |
May12 |
120305 |
163.000 |
163.050 |
160.050 |
160.550 |
-2.300 |
2,597 |
12,837 |
+760 |
Aug12 |
120305 |
164.235 |
164.235 |
161.735 |
162.150 |
-1.885 |
1,605 |
13,119 |
+412 |
Sep12 |
120305 |
163.380 |
163.380 |
161.350 |
161.900 |
-1.600 |
302 |
2,502 |
+126 |
Oct12 |
120305 |
163.300 |
163.300 |
161.235 |
161.700 |
-1.800 |
69 |
1,262 |
+41 |
Nov12 |
120305 |
161.500 |
161.650 |
161.100 |
161.650 |
-1.650 |
80 |
808 |
+59 |
Total Volume and Open Interest |
12,888 |
56,531 |
+318 |
Lean Hogs(CME) |
Apr12 |
120305 |
90.400 |
90.430 |
89.180 |
89.430 |
-1.000 |
22,724 |
84,421 |
-3,192 |
May12 |
120305 |
98.400 |
98.400 |
97.080 |
97.885 |
-0.665 |
171 |
3,087 |
-12 |
Jun12 |
120305 |
99.480 |
99.500 |
98.230 |
98.500 |
-1.000 |
8,812 |
63,519 |
+800 |
Jul12 |
120305 |
99.730 |
99.850 |
99.035 |
99.050 |
-0.700 |
3,466 |
30,411 |
+258 |
Aug12 |
120305 |
99.730 |
99.950 |
99.080 |
99.330 |
-0.650 |
3,873 |
27,194 |
+1,089 |
Oct12 |
120305 |
89.600 |
89.730 |
88.885 |
89.250 |
-0.385 |
2,935 |
30,671 |
+312 |
Dec12 |
120305 |
85.785 |
85.830 |
84.930 |
85.350 |
-0.435 |
1,866 |
18,232 |
+351 |
Feb13 |
120305 |
86.480 |
86.500 |
85.750 |
86.100 |
-0.400 |
236 |
5,747 |
+110 |
Total Volume and Open Interest |
44,615 |
267,863 |
-9 |
Class III Milk(CME) |
Mar12 |
120305 |
15.33 |
15.39 |
15.15 |
15.19 |
-0.17 |
371 |
6,025 |
-49 |
Apr12 |
120305 |
15.02 |
15.06 |
14.24 |
14.24 |
-0.75 |
376 |
4,473 |
-8 |
May12 |
120305 |
14.90 |
14.95 |
14.20 |
14.20 |
-0.75 |
176 |
3,428 |
-1 |
Jun12 |
120305 |
15.42 |
15.44 |
14.75 |
14.84 |
-0.65 |
60 |
3,044 |
+3 |
Jul12 |
120305 |
15.95 |
15.95 |
15.40 |
15.42 |
-0.53 |
35 |
2,368 |
+7 |
Total Volume and Open Interest |
1,170 |
35,153 |
+21 |
Cocoa(ICE) |
Mar12 |
120305 |
2334 |
2334 |
2314 |
2314 |
-44 |
12 |
423 |
-10 |
May12 |
120305 |
2328 |
2341 |
2273 |
2283 |
-51 |
8,567 |
70,908 |
+643 |
Jul12 |
120305 |
2343 |
2355 |
2294 |
2302 |
-50 |
2,273 |
35,053 |
+572 |
Sep12 |
120305 |
2355 |
2365 |
2316 |
2317 |
-47 |
923 |
17,560 |
+312 |
Dec12 |
120305 |
2356 |
2370 |
2317 |
2324 |
-44 |
563 |
20,356 |
+84 |
Mar13 |
120305 |
2359 |
2376 |
2322 |
2329 |
-43 |
744 |
14,795 |
+122 |
May13 |
120305 |
2342 |
2342 |
2340 |
2340 |
-43 |
129 |
4,023 |
-7 |
Total Volume and Open Interest |
13,723 |
164,874 |
+1,702 |
Coffee "C"(ICE) |
Mar12 |
120305 |
198.05 |
201.50 |
198.05 |
201.50 |
-0.15 |
45 |
328 |
-37 |
May12 |
120305 |
200.80 |
202.50 |
199.05 |
201.70 |
-0.10 |
11,891 |
75,390 |
+257 |
Jul12 |
120305 |
204.15 |
205.05 |
201.80 |
204.30 |
-0.15 |
3,609 |
29,781 |
+871 |
Sep12 |
120305 |
205.95 |
207.60 |
204.50 |
206.85 |
-0.20 |
1,264 |
16,878 |
+156 |
Dec12 |
120305 |
209.00 |
210.60 |
207.75 |
209.60 |
-0.30 |
557 |
11,153 |
-227 |
Mar13 |
120305 |
211.80 |
213.00 |
210.20 |
212.15 |
-0.15 |
47 |
2,289 |
-3 |
Total Volume and Open Interest |
17,421 |
136,898 |
+1,025 |
Orange Juice(ICE) |
Mar12 |
120305 |
199.85 |
199.85 |
199.75 |
199.75 |
+2.65 |
60 |
718 |
+41 |
May12 |
120305 |
190.80 |
196.95 |
190.50 |
192.10 |
+1.75 |
530 |
18,620 |
+28 |
Jul12 |
120305 |
185.60 |
187.95 |
184.75 |
184.75 |
+0.50 |
25 |
1,329 |
+4 |
Sep12 |
120305 |
180.50 |
180.50 |
179.00 |
179.20 |
-0.75 |
0 |
881 |
+0 |
Nov12 |
120305 |
175.00 |
175.50 |
172.25 |
172.25 |
-0.15 |
33 |
503 |
+30 |
Jan13 |
120305 |
171.50 |
171.50 |
170.00 |
171.50 |
+0.70 |
0 |
30 |
+0 |
Total Volume and Open Interest |
648 |
22,085 |
+103 |
Sugar #11(ICE) |
May12 |
120305 |
24.95 |
25.10 |
24.60 |
24.68 |
-0.28 |
48,409 |
252,349 |
-261 |
Jul12 |
120305 |
24.23 |
24.32 |
23.86 |
23.93 |
-0.30 |
24,959 |
213,595 |
+5,133 |
Oct12 |
120305 |
24.28 |
24.33 |
23.88 |
23.94 |
-0.33 |
11,100 |
103,084 |
+123 |
Mar13 |
120305 |
24.80 |
24.84 |
24.47 |
24.51 |
-0.27 |
6,062 |
79,276 |
+1,166 |
May13 |
120305 |
24.31 |
24.36 |
24.05 |
24.08 |
-0.24 |
2,339 |
14,586 |
+93 |
Jul13 |
120305 |
24.09 |
24.14 |
23.85 |
23.87 |
-0.24 |
1,443 |
17,204 |
+354 |
Oct13 |
120305 |
24.24 |
24.24 |
23.90 |
23.94 |
-0.28 |
1,133 |
18,048 |
+442 |
Mar14 |
120305 |
24.33 |
24.33 |
24.01 |
24.03 |
-0.31 |
309 |
12,836 |
+191 |
Total Volume and Open Interest |
95,867 |
720,947 |
+7,279 |
London Cocoa(LCE) |
Mar12 |
120305 |
1459 |
1471 |
1438 |
1440 |
-30 |
3,523 |
44,683 |
-2,974 |
May12 |
120305 |
1484 |
1497 |
1462 |
1464 |
-31 |
5,204 |
32,963 |
+1,206 |
Jul12 |
120305 |
1504 |
1512 |
1478 |
1481 |
-28 |
2,395 |
35,213 |
+760 |
Sep12 |
120305 |
1510 |
1518 |
1490 |
1493 |
-22 |
1,025 |
22,864 |
+13 |
Dec12 |
120305 |
1510 |
1517 |
1491 |
1493 |
-20 |
644 |
21,740 |
+154 |
Mar13 |
120305 |
1501 |
1512 |
1489 |
1491 |
-19 |
2,344 |
19,528 |
+847 |
May13 |
120305 |
1511 |
1521 |
1500 |
1500 |
-20 |
6 |
7,831 |
+155 |
Total Volume and Open Interest |
15,170 |
188,248 |
+393 |
London Sugar(LCE) |
May12 |
120305 |
653.20 |
655.30 |
645.90 |
647.50 |
-5.60 |
1,953 |
25,764 |
+169 |
Aug12 |
120305 |
637.50 |
638.80 |
630.00 |
631.70 |
-5.20 |
1,214 |
18,318 |
-19 |
Oct12 |
120305 |
631.00 |
631.90 |
623.70 |
627.80 |
-3.20 |
509 |
8,943 |
+33 |
Dec12 |
120305 |
632.60 |
632.60 |
625.00 |
628.70 |
-4.20 |
174 |
2,679 |
+25 |
Mar13 |
120305 |
632.90 |
634.10 |
628.00 |
631.60 |
-4.10 |
159 |
4,260 |
-32 |
Total Volume and Open Interest |
4,046 |
60,446 |
+247 |
Cotton(ICE) |
Mar12 |
120305 |
96.21 |
96.21 |
90.00 |
92.71 |
+5.25 |
14 |
155 |
-63 |
May12 |
120305 |
88.70 |
92.23 |
88.42 |
92.23 |
+4.00 |
11,898 |
90,956 |
+69 |
Jul12 |
120305 |
90.42 |
93.59 |
90.00 |
93.59 |
+4.00 |
3,569 |
49,699 |
+6 |
Oct12 |
120305 |
94.62 |
94.62 |
91.89 |
94.48 |
+3.86 |
5 |
87 |
+0 |
Dec12 |
120305 |
90.00 |
93.49 |
90.00 |
93.18 |
+3.26 |
2,043 |
29,985 |
+819 |
Mar13 |
120305 |
92.00 |
94.20 |
92.00 |
94.00 |
+2.58 |
59 |
1,513 |
+13 |
Total Volume and Open Interest |
17,591 |
173,611 |
+844 |
Lumber(CME) |
Mar12 |
120305 |
274.5 |
274.5 |
267.0 |
270.6 |
-4.9 |
556 |
894 |
-266 |
May12 |
120305 |
280.0 |
280.2 |
272.0 |
276.2 |
-3.9 |
850 |
5,896 |
+122 |
Jul12 |
120305 |
291.0 |
291.2 |
286.0 |
289.5 |
-3.5 |
373 |
1,933 |
+94 |
Sep12 |
120305 |
291.1 |
293.8 |
286.0 |
291.4 |
-4.6 |
53 |
1,075 |
+29 |
Total Volume and Open Interest |
1,852 |
10,397 |
-16 |
Crude Oil(NYM) |
Apr12 |
120305 |
106.75 |
107.42 |
105.50 |
106.72 |
+0.02 |
389,838 |
256,364 |
-5,715 |
May12 |
120305 |
107.14 |
107.84 |
105.94 |
107.18 |
+0.01 |
108,785 |
159,372 |
+10,916 |
Jun12 |
120305 |
107.90 |
108.24 |
106.38 |
107.63 |
-0.01 |
100,551 |
152,609 |
+2,240 |
Jul12 |
120305 |
107.98 |
108.54 |
106.67 |
107.94 |
-0.02 |
30,315 |
90,770 |
+2,955 |
Aug12 |
120305 |
108.42 |
108.50 |
106.75 |
108.06 |
unch |
23,009 |
46,932 |
+1,282 |
Sep12 |
120305 |
108.30 |
108.50 |
106.80 |
108.07 |
+0.02 |
19,628 |
64,524 |
+3,287 |
Oct12 |
120305 |
108.00 |
108.27 |
106.60 |
108.00 |
+0.05 |
10,180 |
36,820 |
+119 |
Nov12 |
120305 |
107.71 |
108.27 |
107.43 |
107.91 |
+0.08 |
8,577 |
33,454 |
+231 |
Dec12 |
120305 |
107.42 |
108.18 |
106.35 |
107.83 |
+0.12 |
83,926 |
201,191 |
+2,577 |
Jan13 |
120305 |
107.07 |
107.99 |
107.07 |
107.67 |
+0.15 |
5,433 |
40,714 |
-471 |
Feb13 |
120305 |
107.38 |
107.39 |
107.38 |
107.38 |
+0.15 |
4,068 |
19,501 |
+421 |
Mar13 |
120305 |
106.49 |
107.18 |
106.17 |
106.96 |
+0.14 |
3,746 |
24,905 |
+218 |
Apr13 |
120305 |
106.44 |
106.45 |
106.44 |
106.44 |
+0.13 |
3,306 |
12,000 |
+2,064 |
May13 |
120305 |
105.87 |
105.87 |
105.87 |
105.87 |
+0.12 |
1,698 |
11,070 |
+333 |
Jun13 |
120305 |
105.20 |
105.57 |
104.96 |
105.30 |
+0.12 |
14,089 |
64,999 |
-506 |
Jul13 |
120305 |
104.70 |
104.71 |
104.70 |
104.70 |
+0.13 |
146 |
9,723 |
-6 |
Total Volume and Open Interest |
864,500 |
1,563,716 |
+20,269 |
e-miNY Crude Oil(NYM) |
Mar12 |
120217 |
102.300 |
103.525 |
102.250 |
103.250 |
+0.950 |
6,783 |
1,739 |
-348 |
Apr12 |
120305 |
106.400 |
107.425 |
105.525 |
106.725 |
+0.025 |
10,782 |
1,778 |
-63 |
May12 |
120305 |
107.050 |
107.825 |
105.975 |
107.175 |
unch |
325 |
371 |
+38 |
Jun12 |
120305 |
108.100 |
108.100 |
106.425 |
107.625 |
-0.025 |
176 |
128 |
-18 |
Jul12 |
120305 |
108.000 |
108.000 |
107.950 |
107.950 |
unch |
28 |
44 |
+23 |
Aug12 |
120305 |
108.050 |
108.050 |
108.050 |
108.050 |
unch |
3 |
11 |
-1 |
Sep12 |
120305 |
108.075 |
108.075 |
108.075 |
108.075 |
+0.025 |
2 |
31 |
+0 |
Oct12 |
120305 |
108.000 |
108.000 |
108.000 |
108.000 |
+0.050 |
1 |
9 |
-1 |
Nov12 |
120305 |
107.900 |
107.900 |
107.900 |
107.900 |
+0.075 |
0 |
1 |
+0 |
Dec12 |
120305 |
107.825 |
107.825 |
107.825 |
107.825 |
+0.125 |
40 |
187 |
+39 |
Total Volume and Open Interest |
11,365 |
2,691 |
+17 |
Heating Oil(NYM) |
Apr12 |
120305 |
320.18 |
323.40 |
318.51 |
321.74 |
+1.56 |
87,711 |
93,378 |
-1,524 |
May12 |
120305 |
320.74 |
323.68 |
319.05 |
322.21 |
+1.55 |
44,418 |
43,458 |
+973 |
Jun12 |
120305 |
321.17 |
324.11 |
320.00 |
322.64 |
+1.51 |
44,078 |
54,444 |
-346 |
Jul12 |
120305 |
321.90 |
324.77 |
320.40 |
323.37 |
+1.45 |
15,734 |
23,824 |
+1,341 |
Aug12 |
120305 |
324.54 |
325.25 |
323.03 |
324.04 |
+1.45 |
6,471 |
11,457 |
+84 |
Sep12 |
120305 |
323.39 |
326.00 |
322.95 |
324.66 |
+1.51 |
5,376 |
15,069 |
+461 |
Oct12 |
120305 |
325.40 |
326.44 |
325.20 |
325.30 |
+1.57 |
1,914 |
5,320 |
-93 |
Nov12 |
120305 |
323.00 |
326.97 |
323.00 |
325.92 |
+1.66 |
884 |
4,045 |
+181 |
Dec12 |
120305 |
324.67 |
327.89 |
323.12 |
326.37 |
+1.75 |
7,363 |
29,668 |
+903 |
Jan13 |
120305 |
327.04 |
327.82 |
326.59 |
326.59 |
+1.79 |
687 |
4,278 |
+432 |
Feb13 |
120305 |
326.43 |
326.43 |
324.46 |
325.96 |
+1.81 |
103 |
744 |
-31 |
Mar13 |
120305 |
324.05 |
324.80 |
322.78 |
323.61 |
+1.86 |
64 |
1,137 |
+2 |
Total Volume and Open Interest |
214,810 |
287,327 |
+2,386 |
Gasoline(NYMEX) |
Apr12 |
120305 |
327.81 |
329.36 |
324.75 |
325.80 |
-1.41 |
66,063 |
112,895 |
-498 |
May12 |
120305 |
327.77 |
328.36 |
324.21 |
325.71 |
-1.08 |
36,488 |
60,359 |
+1,946 |
Jun12 |
120305 |
324.17 |
325.49 |
322.27 |
323.65 |
-0.52 |
24,785 |
54,684 |
+1,329 |
Jul12 |
120305 |
320.19 |
322.00 |
317.67 |
320.45 |
-0.06 |
13,337 |
35,067 |
+158 |
Aug12 |
120305 |
316.47 |
317.69 |
314.81 |
316.32 |
+0.24 |
10,090 |
21,288 |
-792 |
Sep12 |
120305 |
310.70 |
312.43 |
308.47 |
311.43 |
+0.46 |
10,570 |
17,457 |
+1,317 |
Oct12 |
120305 |
295.83 |
297.09 |
293.80 |
295.75 |
+0.68 |
7,284 |
15,852 |
+645 |
Nov12 |
120305 |
291.00 |
291.20 |
291.00 |
291.02 |
+0.91 |
3,129 |
6,575 |
+351 |
Dec12 |
120305 |
286.10 |
289.37 |
286.10 |
288.15 |
+1.11 |
3,520 |
18,809 |
+753 |
Jan13 |
120305 |
286.90 |
287.05 |
286.90 |
287.05 |
+1.33 |
699 |
4,803 |
-28 |
Total Volume and Open Interest |
176,462 |
356,395 |
+5,486 |
e-miNY RBOB Gasoline(NYM) |
Apr12 |
120305 |
325.80 |
325.80 |
325.80 |
325.80 |
-1.40 |
|
|
|
May12 |
120305 |
325.70 |
325.71 |
325.70 |
325.70 |
-1.10 |
|
|
|
Jun12 |
120305 |
323.70 |
323.70 |
323.65 |
323.70 |
-0.50 |
|
|
|
Jul12 |
120305 |
320.50 |
320.50 |
320.45 |
320.50 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Apr12 |
120305 |
2.401 |
2.441 |
2.349 |
2.355 |
-0.129 |
166,260 |
209,023 |
+9,110 |
May12 |
120305 |
2.550 |
2.561 |
2.466 |
2.472 |
-0.128 |
58,682 |
249,770 |
+1,642 |
Jun12 |
120305 |
2.661 |
2.661 |
2.564 |
2.570 |
-0.122 |
33,417 |
76,724 |
+381 |
Jul12 |
120305 |
2.750 |
2.750 |
2.649 |
2.657 |
-0.116 |
21,672 |
107,812 |
+684 |
Aug12 |
120305 |
2.760 |
2.775 |
2.692 |
2.697 |
-0.110 |
9,953 |
41,288 |
+965 |
Sep12 |
120305 |
2.770 |
2.777 |
2.704 |
2.711 |
-0.106 |
10,692 |
62,944 |
-734 |
Oct12 |
120305 |
2.830 |
2.837 |
2.761 |
2.768 |
-0.104 |
22,935 |
121,603 |
+2,114 |
Nov12 |
120305 |
3.000 |
3.004 |
2.943 |
2.952 |
-0.098 |
4,406 |
47,358 |
+21 |
Dec12 |
120305 |
3.300 |
3.316 |
3.246 |
3.253 |
-0.092 |
6,026 |
45,833 |
-213 |
Jan13 |
120305 |
3.433 |
3.445 |
3.386 |
3.394 |
-0.087 |
13,401 |
60,985 |
-673 |
Feb13 |
120305 |
3.443 |
3.446 |
3.407 |
3.410 |
-0.085 |
2,166 |
17,438 |
-310 |
Mar13 |
120305 |
3.416 |
3.418 |
3.380 |
3.389 |
-0.085 |
7,778 |
27,097 |
-945 |
Apr13 |
120305 |
3.392 |
3.392 |
3.357 |
3.363 |
-0.083 |
10,371 |
37,264 |
-787 |
May13 |
120305 |
3.413 |
3.427 |
3.393 |
3.403 |
-0.084 |
466 |
10,153 |
+153 |
Jun13 |
120305 |
3.483 |
3.483 |
3.449 |
3.453 |
-0.083 |
123 |
3,906 |
+38 |
Jul13 |
120305 |
3.526 |
3.526 |
3.493 |
3.497 |
-0.082 |
169 |
4,514 |
+53 |
Total Volume and Open Interest |
371,766 |
1,209,554 |
+12,246 |
Brent Crude Oil(ICE) |
Apr12 |
120305 |
123.37 |
124.66 |
122.66 |
123.80 |
+0.15 |
272,540 |
205,330 |
-7,754 |
May12 |
120305 |
122.57 |
123.66 |
121.61 |
122.94 |
+0.33 |
167,089 |
166,360 |
+17,387 |
Jun12 |
120305 |
121.85 |
122.97 |
120.86 |
122.32 |
+0.42 |
138,808 |
134,928 |
+8,021 |
Jul12 |
120305 |
121.51 |
122.33 |
120.23 |
121.73 |
+0.50 |
52,787 |
60,071 |
+1,176 |
Aug12 |
120305 |
120.71 |
121.66 |
119.56 |
121.09 |
+0.55 |
33,551 |
48,787 |
-736 |
Sep12 |
120305 |
120.06 |
120.86 |
118.81 |
120.33 |
+0.58 |
28,749 |
65,429 |
+892 |
Oct12 |
120305 |
119.30 |
120.14 |
118.10 |
119.60 |
+0.60 |
19,470 |
40,354 |
+2,678 |
Nov12 |
120305 |
118.62 |
119.47 |
117.46 |
118.93 |
+0.61 |
11,837 |
25,294 |
+1,186 |
Dec12 |
120305 |
117.89 |
118.79 |
116.80 |
118.26 |
+0.64 |
68,619 |
107,311 |
+2,675 |
Jan13 |
120305 |
117.62 |
117.62 |
117.62 |
117.62 |
+0.68 |
4,041 |
16,836 |
-51 |
Feb13 |
120305 |
116.98 |
116.98 |
116.98 |
116.98 |
+0.73 |
3,014 |
9,242 |
+363 |
Mar13 |
120305 |
116.50 |
116.50 |
116.28 |
116.28 |
+0.74 |
2,312 |
8,254 |
-255 |
Apr13 |
120305 |
115.57 |
115.57 |
115.57 |
115.57 |
+0.74 |
753 |
5,996 |
+257 |
May13 |
120305 |
114.81 |
114.81 |
114.81 |
114.81 |
+0.74 |
285 |
5,523 |
+1 |
Total Volume and Open Interest |
835,994 |
1,074,215 |
+30,348 |
Gas Oil(ICE) |
Mar12 |
120305 |
1009.75 |
1016.75 |
1002.50 |
1014.75 |
+4.25 |
58,694 |
63,998 |
-11,629 |
Apr12 |
120305 |
1013.00 |
1019.50 |
1005.00 |
1017.25 |
+4.25 |
140,454 |
140,442 |
+75 |
May12 |
120305 |
1013.00 |
1021.25 |
1006.75 |
1019.00 |
+4.00 |
78,356 |
64,930 |
-3,637 |
Jun12 |
120305 |
1014.25 |
1022.00 |
1008.75 |
1020.00 |
+4.00 |
66,426 |
54,781 |
-4,142 |
Jul12 |
120305 |
1013.25 |
1022.75 |
1009.25 |
1021.00 |
+4.25 |
18,760 |
30,883 |
+708 |
Aug12 |
120305 |
1014.75 |
1021.75 |
1009.25 |
1021.50 |
+4.50 |
6,802 |
21,254 |
+607 |
Sep12 |
120305 |
1013.00 |
1021.25 |
1009.00 |
1021.00 |
+4.75 |
7,183 |
20,619 |
-271 |
Oct12 |
120305 |
1012.75 |
1019.75 |
1009.25 |
1019.25 |
+4.75 |
4,784 |
14,302 |
-415 |
Nov12 |
120305 |
1009.75 |
1016.75 |
1005.50 |
1016.50 |
+5.00 |
3,424 |
11,327 |
+639 |
Dec12 |
120305 |
1007.50 |
1016.00 |
1002.25 |
1013.75 |
+5.00 |
23,045 |
41,219 |
+1,071 |
Total Volume and Open Interest |
416,795 |
528,560 |
-15,496 |
Ethanol(CBOT) |
Mar12 |
120305 |
2.270 |
2.289 |
2.270 |
2.289 |
+0.029 |
25 |
151 |
-37 |
Apr12 |
120305 |
2.290 |
2.316 |
2.290 |
2.307 |
+0.020 |
329 |
1,394 |
-148 |
May12 |
120305 |
2.310 |
2.332 |
2.310 |
2.319 |
+0.016 |
40 |
1,445 |
+28 |
Jun12 |
120305 |
2.335 |
2.354 |
2.332 |
2.341 |
+0.016 |
56 |
896 |
-4 |
Jul12 |
120305 |
2.349 |
2.371 |
2.337 |
2.358 |
+0.016 |
55 |
1,774 |
+27 |
Aug12 |
120305 |
2.337 |
2.356 |
2.333 |
2.347 |
+0.020 |
18 |
1,174 |
+3 |
Sep12 |
120305 |
2.290 |
2.319 |
2.290 |
2.302 |
+0.012 |
46 |
1,085 |
+11 |
Oct12 |
120305 |
2.195 |
2.225 |
2.194 |
2.207 |
+0.011 |
301 |
704 |
-194 |
Total Volume and Open Interest |
1,184 |
11,084 |
-259 |
WTI Crude Oil(ICE) |
Apr12 |
120305 |
106.59 |
107.42 |
105.53 |
106.72 |
+0.02 |
87,077 |
46,022 |
-1,795 |
May12 |
120305 |
107.65 |
107.85 |
106.00 |
107.18 |
+0.01 |
25,363 |
32,343 |
+273 |
Jun12 |
120305 |
108.08 |
108.28 |
106.45 |
107.63 |
-0.01 |
31,685 |
55,933 |
-544 |
Jul12 |
120305 |
106.91 |
108.47 |
106.79 |
107.94 |
-0.02 |
7,496 |
28,648 |
-283 |
Aug12 |
120305 |
107.44 |
108.53 |
106.96 |
108.06 |
unch |
6,681 |
12,250 |
-2,017 |
Sep12 |
120305 |
106.93 |
108.48 |
106.91 |
108.07 |
+0.02 |
6,130 |
16,594 |
+1,665 |
Oct12 |
120305 |
106.79 |
108.34 |
106.78 |
108.00 |
+0.05 |
2,432 |
8,837 |
+24 |
Nov12 |
120305 |
106.64 |
108.06 |
106.64 |
107.91 |
+0.08 |
1,368 |
5,730 |
-137 |
Dec12 |
120305 |
107.64 |
108.16 |
106.42 |
107.83 |
+0.12 |
21,217 |
57,718 |
-786 |
Jan13 |
120305 |
107.67 |
107.67 |
107.67 |
107.67 |
+0.15 |
552 |
5,830 |
+1 |
Feb13 |
120305 |
107.38 |
107.38 |
107.38 |
107.38 |
+0.15 |
270 |
1,981 |
+98 |
Mar13 |
120305 |
106.96 |
106.96 |
106.96 |
106.96 |
+0.14 |
210 |
3,665 |
+74 |
Apr13 |
120305 |
106.44 |
106.44 |
106.44 |
106.44 |
+0.13 |
6 |
485 |
+0 |
May13 |
120305 |
105.87 |
105.87 |
105.87 |
105.87 |
+0.12 |
6 |
627 |
+3 |
Jun13 |
120305 |
104.52 |
105.39 |
104.52 |
105.30 |
+0.12 |
1,231 |
15,289 |
+9 |
Jul13 |
120305 |
104.70 |
104.70 |
104.70 |
104.70 |
+0.13 |
2 |
132 |
+0 |
Total Volume and Open Interest |
201,739 |
378,595 |
-2,048 |
US Dollar Index(ICE) |
Mar12 |
120305 |
79.515 |
79.640 |
79.285 |
79.365 |
-0.098 |
20,819 |
46,060 |
-94 |
Jun12 |
120305 |
79.800 |
80.400 |
79.605 |
79.725 |
-0.073 |
150 |
1,157 |
+57 |
Sep12 |
120305 |
80.105 |
80.105 |
80.105 |
80.105 |
-0.072 |
|
|
|
Total Volume and Open Interest |
20,969 |
47,217 |
-37 |
Australian Dollar(CME) |
Mar12 |
120305 |
107.14 |
107.23 |
106.39 |
106.51 |
-0.68 |
117,656 |
164,123 |
+856 |
Jun12 |
120305 |
106.04 |
106.11 |
105.31 |
105.42 |
-0.67 |
3,191 |
3,516 |
+1,962 |
Sep12 |
120305 |
104.37 |
105.02 |
104.37 |
104.37 |
-0.65 |
3 |
138 |
-2 |
Total Volume and Open Interest |
120,850 |
167,787 |
+2,816 |
British Pound(CME) |
Mar12 |
120305 |
158.29 |
158.76 |
157.84 |
158.67 |
+0.37 |
82,540 |
172,273 |
+1,330 |
Jun12 |
120305 |
158.26 |
158.66 |
157.77 |
158.58 |
+0.38 |
888 |
2,506 |
+268 |
Sep12 |
120305 |
158.47 |
158.47 |
158.11 |
158.47 |
+0.36 |
0 |
24 |
+0 |
Total Volume and Open Interest |
83,428 |
174,806 |
+1,598 |
Canadian Dollar(CME) |
Mar12 |
120305 |
100.95 |
101.16 |
100.37 |
100.59 |
-0.57 |
97,601 |
135,507 |
+4,011 |
Jun12 |
120305 |
100.75 |
100.95 |
100.18 |
100.39 |
-0.56 |
1,022 |
5,639 |
+174 |
Sep12 |
120305 |
100.60 |
100.72 |
100.00 |
100.17 |
-0.55 |
64 |
1,878 |
+13 |
Dec12 |
120305 |
100.25 |
100.51 |
99.80 |
99.95 |
-0.56 |
517 |
2,861 |
+495 |
Total Volume and Open Interest |
99,208 |
146,012 |
+4,696 |
Japanese Yen(CME) |
Mar12 |
120305 |
122.18 |
123.24 |
122.16 |
122.79 |
+0.54 |
92,555 |
140,529 |
+2,008 |
Jun12 |
120305 |
122.29 |
123.33 |
122.27 |
122.90 |
+0.54 |
1,141 |
4,030 |
+180 |
Sep12 |
120305 |
123.10 |
123.30 |
122.50 |
123.06 |
+0.56 |
0 |
43 |
-1 |
Total Volume and Open Interest |
93,696 |
144,616 |
+2,187 |
Swiss Franc(CME) |
Mar12 |
120305 |
109.39 |
109.83 |
109.15 |
109.68 |
+0.23 |
48,821 |
46,979 |
-1,855 |
Jun12 |
120305 |
109.54 |
109.92 |
109.31 |
109.81 |
+0.22 |
1,769 |
7,437 |
+1,578 |
Sep12 |
120305 |
109.98 |
109.98 |
109.76 |
109.98 |
+0.22 |
0 |
9 |
+0 |
Total Volume and Open Interest |
50,590 |
54,426 |
-277 |
EuroFX(CME) |
Mar12 |
120305 |
132.00 |
132.43 |
131.61 |
132.27 |
+0.21 |
246,951 |
255,953 |
-5,499 |
Jun12 |
120305 |
132.07 |
132.48 |
131.70 |
132.35 |
+0.21 |
6,009 |
16,993 |
+3,446 |
Sep12 |
120305 |
132.10 |
132.44 |
132.10 |
132.44 |
+0.19 |
11 |
198 |
+3 |
Total Volume and Open Interest |
252,978 |
273,182 |
-2,045 |
Mexican Peso(CME) |
Mar12 |
120305 |
781.8 |
783.2 |
777.5 |
778.2 |
-5.0 |
39,322 |
143,590 |
+1,236 |
Apr12 |
120305 |
776.2 |
781.5 |
776.2 |
776.2 |
-5.2 |
|
|
|
Total Volume and Open Interest |
39,936 |
196,405 |
+1,696 |
Brazilian Real(CME) |
Apr12 |
120305 |
572.50 |
572.80 |
571.15 |
572.80 |
-2.90 |
493 |
3,081 |
+481 |
May12 |
120305 |
569.40 |
569.40 |
569.40 |
569.40 |
-2.70 |
|
|
|
Jun12 |
120305 |
567.00 |
567.00 |
566.00 |
566.00 |
-2.50 |
161 |
2,457 |
+64 |
Jul12 |
120305 |
562.75 |
562.75 |
562.75 |
562.75 |
-2.50 |
|
|
|
Total Volume and Open Interest |
654 |
19,088 |
+545 |
30-Year T-Bonds(CBOT) |
Mar12 |
120305 |
142~220 |
143~020 |
142~060 |
142~110 |
-0~100 |
62,967 |
34,440 |
-17,987 |
Jun12 |
120305 |
141~130 |
141~210 |
140~230 |
140~290 |
-0~100 |
420,846 |
571,913 |
+285 |
Sep12 |
120305 |
139~260 |
140~040 |
139~260 |
139~260 |
-0~100 |
0 |
10 |
+0 |
Total Volume and Open Interest |
483,813 |
606,363 |
-17,702 |
10-Year T-Notes(CBOT) |
Mar12 |
120305 |
131~140 |
131~190 |
131~055 |
131~065 |
-0~060 |
187,499 |
139,542 |
-54,319 |
Jun12 |
120305 |
131~045 |
131~090 |
130~270 |
130~280 |
-0~070 |
1,283,883 |
1,731,438 |
+30,951 |
Sep12 |
120305 |
129~295 |
130~045 |
129~295 |
129~295 |
-0~070 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,471,382 |
1,870,982 |
-23,368 |
5-Year T-Notes(CBOT) |
Mar12 |
120305 |
123~061 |
123~067 |
123~038 |
123~039 |
-0~024 |
180,389 |
126,914 |
-68,972 |
Jun12 |
120305 |
123~050 |
123~059 |
123~024 |
123~026 |
-0~023 |
672,202 |
1,273,907 |
+55,446 |
Sep12 |
120305 |
122~050 |
122~073 |
122~050 |
122~050 |
-0~023 |
|
|
|
Total Volume and Open Interest |
852,591 |
1,400,821 |
-13,526 |
2 Year T-Notes(CBOT) |
Mar12 |
120305 |
110~032 |
110~035 |
110~027 |
110~027 |
-0~006 |
57,284 |
106,201 |
-33,830 |
Jun12 |
120305 |
110~024 |
110~025 |
110~016 |
110~016 |
-0~007 |
250,189 |
796,333 |
-4,900 |
Sep12 |
120305 |
109~082 |
109~089 |
109~082 |
109~082 |
-0~007 |
|
|
|
Total Volume and Open Interest |
307,473 |
902,534 |
-38,730 |
Eurodollars(CME) |
Mar12 |
120305 |
99.558 |
99.558 |
99.540 |
99.545 |
-0.010 |
173,649 |
888,863 |
-4,349 |
Jun12 |
120305 |
99.585 |
99.590 |
99.550 |
99.555 |
-0.030 |
223,484 |
1,093,262 |
-14,514 |
Sep12 |
120305 |
99.555 |
99.555 |
99.515 |
99.520 |
-0.030 |
218,272 |
913,039 |
+17,918 |
Dec12 |
120305 |
99.515 |
99.515 |
99.470 |
99.475 |
-0.035 |
233,502 |
903,528 |
+4,201 |
Mar13 |
120305 |
99.485 |
99.485 |
99.435 |
99.440 |
-0.040 |
191,683 |
702,481 |
+2,358 |
Jun13 |
120305 |
99.440 |
99.445 |
99.385 |
99.395 |
-0.040 |
182,817 |
607,641 |
+1,580 |
Sep13 |
120305 |
99.390 |
99.395 |
99.335 |
99.340 |
-0.040 |
153,090 |
603,174 |
-4,533 |
Dec13 |
120305 |
99.320 |
99.325 |
99.270 |
99.275 |
-0.035 |
159,736 |
563,581 |
+9,660 |
Mar14 |
120305 |
99.250 |
99.260 |
99.205 |
99.210 |
-0.030 |
146,017 |
439,479 |
-1,933 |
Jun14 |
120305 |
99.150 |
99.160 |
99.105 |
99.115 |
-0.025 |
139,330 |
298,992 |
-1,860 |
Sep14 |
120305 |
99.020 |
99.030 |
98.985 |
98.990 |
-0.025 |
118,920 |
273,074 |
+8,954 |
Dec14 |
120305 |
98.860 |
98.870 |
98.830 |
98.835 |
-0.015 |
113,609 |
318,426 |
+9,070 |
Mar15 |
120305 |
98.700 |
98.710 |
98.675 |
98.680 |
-0.010 |
85,423 |
212,204 |
-2,122 |
Jun15 |
120305 |
0.221 |
0.241 |
0.206 |
0.211 |
-0.005 |
63,812 |
198,422 |
+7,900 |
Sep15 |
120305 |
0.051 |
0.081 |
0.046 |
0.051 |
unch |
43,213 |
125,114 |
+1,727 |
Dec15 |
120305 |
6.435 |
6.470 |
6.435 |
6.440 |
+0.005 |
39,511 |
129,489 |
+3,045 |
Mar16 |
120305 |
6.295 |
6.325 |
6.285 |
6.295 |
+0.010 |
19,267 |
73,747 |
+1,935 |
Jun16 |
120305 |
6.135 |
6.175 |
6.135 |
6.145 |
+0.010 |
18,709 |
83,707 |
+2,670 |
Total Volume and Open Interest |
2,378,786 |
8,663,674 |
+49,911 |
30 Day Federal Funds(CBOT) |
Mar12 |
120305 |
99.893 |
99.893 |
99.890 |
99.890 |
unch |
1,296 |
60,708 |
+730 |
Apr12 |
120305 |
99.890 |
99.895 |
99.885 |
99.885 |
unch |
2,821 |
43,595 |
-387 |
May12 |
120305 |
99.890 |
99.890 |
99.885 |
99.885 |
unch |
1,608 |
47,964 |
+491 |
Jun12 |
120305 |
99.885 |
99.890 |
99.880 |
99.880 |
unch |
350 |
33,086 |
+236 |
Jul12 |
120305 |
99.880 |
99.885 |
99.870 |
99.875 |
unch |
1,614 |
39,644 |
+257 |
Aug12 |
120305 |
99.875 |
99.880 |
99.870 |
99.870 |
unch |
85 |
34,465 |
-12 |
Total Volume and Open Interest |
12,777 |
505,802 |
+3,154 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120305 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
58 |
+0 |
Jun12 |
120305 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
120305 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Dec12 |
120305 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Mar13 |
120305 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Jun13 |
120305 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Sep13 |
120305 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec13 |
120305 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Mar14 |
120305 |
99.510 |
99.510 |
99.510 |
99.510 |
unch |
|
|
|
Jun14 |
120305 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
58 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120305 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,915 |
+0 |
Jun12 |
120305 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,849 |
+0 |
Sep12 |
120305 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
683 |
+0 |
Dec12 |
120305 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
415 |
+0 |
Mar13 |
120305 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
131 |
+0 |
Jun13 |
120305 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
216 |
+0 |
Sep13 |
120305 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
325 |
+0 |
Dec13 |
120305 |
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 |
120305 |
142.54 |
142.64 |
142.53 |
142.62 |
-0.05 |
3,232 |
23,842 |
-1,296 |
Jun12 |
120305 |
142.20 |
142.23 |
142.10 |
142.23 |
-0.02 |
28 |
188 |
+14 |
Sep12 |
120305 |
140.14 |
140.14 |
140.14 |
140.14 |
-0.02 |
0 |
5 |
+0 |
Total Volume and Open Interest |
3,260 |
24,039 |
-1,282 |
Euro-Bund(EUREX) |
Mar12 |
120305 |
139.91 |
140.39 |
139.71 |
139.83 |
-0.23 |
794,676 |
830,466 |
-46,091 |
Jun12 |
120305 |
138.23 |
138.66 |
138.00 |
138.12 |
-0.23 |
95,392 |
162,001 |
+33,317 |
Sep12 |
120305 |
137.53 |
137.53 |
137.53 |
137.53 |
-0.23 |
0 |
1 |
+0 |
Total Volume and Open Interest |
890,068 |
992,468 |
-12,774 |
Euro-Bobl(EUREX) |
Mar12 |
120305 |
125.71 |
125.81 |
125.51 |
125.55 |
-0.20 |
428,318 |
628,414 |
-19,525 |
Jun12 |
120305 |
124.11 |
124.20 |
123.90 |
123.95 |
-0.20 |
66,801 |
137,702 |
+32,292 |
Sep12 |
120305 |
123.80 |
123.80 |
123.80 |
123.80 |
-0.20 |
0 |
3 |
+0 |
Total Volume and Open Interest |
495,119 |
766,119 |
+12,767 |
3-Mth Euribor(EUREX) |
Mar12 |
120305 |
99.180 |
99.180 |
99.170 |
99.170 |
-0.020 |
0 |
1,661 |
+0 |
Jun12 |
120305 |
99.325 |
99.325 |
99.310 |
99.310 |
-0.040 |
0 |
1,302 |
+0 |
Sep12 |
120305 |
99.380 |
99.380 |
99.345 |
99.345 |
-0.035 |
151 |
995 |
-84 |
Total Volume and Open Interest |
160 |
6,685 |
-83 |
Long Gilt(LIFFE) |
Mar12 |
120305 |
116~13 |
116~21 |
116~02 |
116~05 |
-0~10 |
28,253 |
38,918 |
-28,827 |
Jun12 |
120305 |
115~06 |
115~14 |
114~21 |
114~27 |
-0~10 |
170,233 |
288,207 |
+21,618 |
Total Volume and Open Interest |
198,486 |
327,125 |
-7,209 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120305 |
99.03 |
99.04 |
99.00 |
99.01 |
-0.02 |
43,679 |
283,869 |
-4,342 |
Jun12 |
120305 |
99.16 |
99.17 |
99.11 |
99.12 |
-0.04 |
51,917 |
250,730 |
-3,176 |
Sep12 |
120305 |
99.19 |
99.20 |
99.13 |
99.14 |
-0.05 |
69,709 |
308,480 |
-5,714 |
Dec12 |
120305 |
99.18 |
99.20 |
99.10 |
99.12 |
-0.06 |
70,414 |
259,180 |
-2,570 |
Mar13 |
120305 |
99.17 |
99.18 |
99.08 |
99.10 |
-0.06 |
120,808 |
307,413 |
+6,546 |
Jun13 |
120305 |
99.13 |
99.14 |
99.03 |
99.05 |
-0.07 |
73,592 |
226,170 |
+3,946 |
Total Volume and Open Interest |
599,333 |
2,166,163 |
+5,165 |
3-Mth Euribor(LIFFE) |
Mar12 |
120305 |
99.205 |
99.210 |
99.170 |
99.170 |
-0.020 |
78,649 |
507,938 |
-4,748 |
Jun12 |
120305 |
99.345 |
99.360 |
99.305 |
99.310 |
-0.040 |
126,944 |
465,078 |
-4,024 |
Sep12 |
120305 |
99.375 |
99.390 |
99.335 |
99.345 |
-0.035 |
123,414 |
459,142 |
+6,755 |
Total Volume and Open Interest |
758,831 |
3,408,960 |
+18,050 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120305 |
95.55 |
95.55 |
95.53 |
95.54 |
unch |
20,644 |
90,678 |
-19,091 |
Jun12 |
120305 |
95.67 |
95.70 |
95.67 |
95.69 |
+0.01 |
23,184 |
203,623 |
-21,283 |
Sep12 |
120305 |
95.75 |
95.80 |
95.74 |
95.80 |
+0.04 |
17,437 |
132,590 |
-18,878 |
Dec12 |
120305 |
95.77 |
95.83 |
95.76 |
95.83 |
+0.05 |
9,927 |
76,888 |
-20,773 |
Mar13 |
120305 |
95.75 |
95.82 |
95.75 |
95.82 |
+0.06 |
3,405 |
51,668 |
-14,414 |
Jun13 |
120305 |
95.71 |
95.77 |
95.71 |
95.77 |
+0.05 |
2,467 |
47,398 |
-12,471 |
Sep13 |
120305 |
95.67 |
95.70 |
95.67 |
95.70 |
+0.03 |
1,288 |
30,072 |
-8,623 |
Dec13 |
120305 |
95.61 |
95.64 |
95.61 |
95.64 |
+0.04 |
1,008 |
25,029 |
-3,325 |
Mar14 |
120305 |
95.55 |
95.59 |
95.55 |
95.59 |
+0.05 |
236 |
3,579 |
-228 |
Jun14 |
120305 |
95.53 |
95.53 |
95.53 |
95.53 |
+0.05 |
20 |
454 |
-86 |
Total Volume and Open Interest |
79,616 |
662,203 |
-119,196 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120305 |
95.83 |
95.92 |
95.83 |
95.92 |
+0.08 |
52,349 |
353,558 |
-27,567 |
Jun12 |
120305 |
95.89 |
95.91 |
95.87 |
95.91 |
+0.08 |
204 |
211 |
+200 |
Total Volume and Open Interest |
52,553 |
353,769 |
-27,367 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120305 |
96.22 |
96.29 |
96.22 |
96.29 |
+0.06 |
140,793 |
414,379 |
-98,045 |
Jun12 |
120305 |
96.26 |
96.32 |
96.26 |
96.32 |
+0.06 |
253 |
379 |
+252 |
Total Volume and Open Interest |
141,046 |
414,758 |
-97,793 |
Gold(CMX) |
Apr12 |
120305 |
1712.4 |
1718.0 |
1694.4 |
1703.9 |
-5.9 |
239,499 |
240,377 |
-11,815 |
Jun12 |
120305 |
1715.5 |
1719.8 |
1697.3 |
1706.7 |
-5.9 |
12,514 |
70,369 |
+4,847 |
Aug12 |
120305 |
1718.3 |
1720.4 |
1701.7 |
1709.3 |
-5.9 |
2,436 |
25,756 |
+526 |
Oct12 |
120305 |
1722.8 |
1722.8 |
1707.1 |
1711.8 |
-5.7 |
1,592 |
12,619 |
+1,278 |
Dec12 |
120305 |
1722.2 |
1726.7 |
1707.1 |
1714.2 |
-5.7 |
1,681 |
31,883 |
+280 |
Feb13 |
120305 |
1727.1 |
1727.1 |
1711.4 |
1716.6 |
-5.6 |
344 |
14,603 |
-27 |
Apr13 |
120305 |
1722.3 |
1722.3 |
1719.0 |
1719.0 |
-5.6 |
105 |
4,297 |
+51 |
Jun13 |
120305 |
1718.8 |
1721.9 |
1718.8 |
1721.9 |
-5.6 |
176 |
9,486 |
+119 |
Aug13 |
120305 |
1725.0 |
1725.0 |
1725.0 |
1725.0 |
-5.6 |
0 |
279 |
+0 |
Oct13 |
120305 |
1728.4 |
1728.4 |
1728.4 |
1728.4 |
-5.5 |
0 |
1 |
+0 |
Dec13 |
120305 |
1732.1 |
1732.1 |
1732.1 |
1732.1 |
-5.4 |
297 |
10,923 |
-84 |
Total Volume and Open Interest |
259,338 |
456,944 |
-4,797 |
Silver(CMX) |
Mar12 |
120305 |
3478.5 |
3478.5 |
3360.5 |
3365.1 |
-83.0 |
1,127 |
1,723 |
-458 |
May12 |
120305 |
3471.0 |
3495.0 |
3355.5 |
3369.5 |
-83.0 |
61,365 |
62,173 |
-2,107 |
Jul12 |
120305 |
3480.0 |
3492.0 |
3364.0 |
3375.3 |
-82.8 |
2,331 |
12,063 |
+614 |
Sep12 |
120305 |
3429.0 |
3462.5 |
3379.8 |
3379.8 |
-82.6 |
434 |
5,217 |
+235 |
Dec12 |
120305 |
3507.0 |
3507.0 |
3380.0 |
3385.5 |
-82.4 |
827 |
14,204 |
+489 |
Mar13 |
120305 |
3388.6 |
3388.6 |
3388.6 |
3388.6 |
-82.0 |
106 |
1,850 |
+94 |
May13 |
120305 |
3376.0 |
3394.5 |
3376.0 |
3389.8 |
-81.4 |
0 |
1,088 |
+0 |
Total Volume and Open Interest |
66,475 |
113,669 |
-1,158 |
Platinum(NYMEX) |
Apr12 |
120305 |
1702.2 |
1702.7 |
1656.2 |
1662.6 |
-29.1 |
8,181 |
38,719 |
-343 |
Jul12 |
120305 |
1701.2 |
1701.2 |
1666.0 |
1667.4 |
-29.2 |
540 |
5,879 |
+241 |
Oct12 |
120305 |
1671.7 |
1674.7 |
1669.9 |
1671.6 |
-28.9 |
7 |
470 |
+3 |
Jan13 |
120305 |
1674.6 |
1674.6 |
1674.6 |
1674.6 |
-28.9 |
0 |
7 |
+0 |
Total Volume and Open Interest |
8,730 |
45,081 |
-97 |
Palladium(NYMEX) |
Mar12 |
120305 |
51.64 |
51.64 |
49.99 |
49.99 |
-5.45 |
58 |
263 |
-303 |
Jun12 |
120305 |
59.64 |
59.69 |
48.64 |
51.59 |
-5.60 |
4,357 |
21,264 |
+244 |
Sep12 |
120305 |
52.99 |
52.99 |
52.99 |
52.99 |
-5.60 |
4 |
331 |
+1 |
Total Volume and Open Interest |
4,420 |
21,861 |
-59 |
Copper(CMX) |
Mar12 |
120305 |
390.20 |
391.75 |
382.90 |
385.25 |
-4.30 |
1,943 |
6,132 |
-709 |
May12 |
120305 |
390.45 |
393.25 |
383.55 |
385.95 |
-4.35 |
48,225 |
84,034 |
+2,383 |
Jul12 |
120305 |
392.55 |
393.70 |
385.35 |
387.05 |
-4.25 |
3,253 |
31,476 |
-438 |
Sep12 |
120305 |
392.50 |
392.60 |
388.00 |
388.10 |
-4.15 |
1,141 |
12,909 |
+745 |
Dec12 |
120305 |
388.20 |
389.40 |
386.60 |
389.05 |
-4.00 |
239 |
8,830 |
+90 |
Total Volume and Open Interest |
55,205 |
155,208 |
+2,067 |
DJIA Index(CBOT) |
Mar12 |
120305 |
12959 |
12970 |
12870 |
12961 |
-7 |
108 |
13,112 |
-9 |
Jun12 |
120305 |
12953 |
12953 |
12891 |
12891 |
-5 |
7 |
309 |
+2 |
Sep12 |
120305 |
12828 |
12833 |
12828 |
12828 |
-5 |
|
|
|
Dec12 |
120305 |
12724 |
12756 |
12724 |
12751 |
-5 |
|
|
|
Total Volume and Open Interest |
115 |
13,421 |
-7 |
E-mini DJIA Index(CBOT) |
Mar12 |
120305 |
12960 |
12975 |
12867 |
12961 |
-7 |
127,381 |
112,335 |
+3,259 |
Jun12 |
120305 |
12895 |
12895 |
12798 |
12891 |
-5 |
225 |
319 |
+34 |
Sep12 |
120305 |
12785 |
12828 |
12750 |
12828 |
-5 |
0 |
23 |
+0 |
Dec12 |
120305 |
12700 |
12751 |
12700 |
12751 |
-5 |
1 |
14 |
+0 |
Total Volume and Open Interest |
127,607 |
112,691 |
+3,293 |
S & P 500(CME) |
Mar12 |
120305 |
1367.70 |
1369.40 |
1358.00 |
1364.40 |
-4.40 |
9,369 |
231,917 |
-614 |
Jun12 |
120305 |
1360.50 |
1361.00 |
1352.80 |
1358.60 |
-4.30 |
596 |
11,263 |
+220 |
Sep12 |
120305 |
1352.50 |
1352.50 |
1345.80 |
1352.50 |
-4.30 |
139 |
1,146 |
+125 |
Dec12 |
120305 |
1346.10 |
1346.10 |
1339.40 |
1346.10 |
-4.30 |
25 |
627 |
+25 |
Total Volume and Open Interest |
10,129 |
244,953 |
-244 |
S & P 500 E-Mini(Globex) |
Mar12 |
120305 |
1367.25 |
1369.50 |
1358.00 |
1364.50 |
-4.25 |
1,966,089 |
2,782,610 |
+14,900 |
Jun12 |
120305 |
1361.00 |
1363.25 |
1352.50 |
1358.50 |
-4.50 |
19,840 |
111,202 |
+9,794 |
Total Volume and Open Interest |
1,985,966 |
2,894,203 |
+24,696 |
NASDAQ 100(CME) |
Mar12 |
120305 |
2643.00 |
2644.50 |
2607.00 |
2616.00 |
-27.50 |
1,520 |
18,010 |
+78 |
Jun12 |
120305 |
2633.50 |
2636.00 |
2602.00 |
2610.50 |
-27.50 |
500 |
1,080 |
+500 |
Sep12 |
120305 |
2608.00 |
2610.50 |
2608.00 |
2608.00 |
-27.50 |
|
|
|
Total Volume and Open Interest |
2,020 |
19,090 |
+578 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120305 |
2639.80 |
2645.00 |
2605.50 |
2616.00 |
-27.50 |
257,365 |
480,380 |
+2,734 |
Jun12 |
120305 |
2639.00 |
2639.00 |
2600.50 |
2610.50 |
-27.50 |
1,208 |
1,520 |
+200 |
Total Volume and Open Interest |
258,574 |
481,923 |
+2,934 |
S & P Midcap 400(CME) |
Mar12 |
120305 |
975.00 |
975.00 |
968.00 |
975.00 |
-0.50 |
300 |
2,701 |
+300 |
Jun12 |
120305 |
972.40 |
972.40 |
972.00 |
972.40 |
-0.60 |
|
|
|
Sep12 |
120305 |
970.40 |
970.40 |
970.00 |
970.40 |
-0.60 |
|
|
|
Total Volume and Open Interest |
300 |
2,701 |
+300 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120305 |
9800 |
9800 |
9630 |
9725 |
-90 |
11,824 |
37,680 |
+1,580 |
Jun12 |
120305 |
9715 |
9725 |
9580 |
9675 |
-85 |
5,380 |
4,385 |
+3,642 |
Total Volume and Open Interest |
17,204 |
42,065 |
+5,222 |
Nikkei 225(SGX) |
Mar12 |
120305 |
9780 |
9815 |
9670 |
9685 |
-90 |
155,526 |
226,385 |
+1,705 |
Jun12 |
120305 |
9705 |
9735 |
9600 |
9610 |
-90 |
1,201 |
19,991 |
+737 |
Sep12 |
120305 |
9605 |
9605 |
9605 |
9605 |
-95 |
0 |
30 |
+0 |
Total Volume and Open Interest |
156,929 |
254,083 |
+2,510 |
CAC 40(EURONEXT) |
Mar12 |
120305 |
3491.0 |
3501.0 |
3463.0 |
3487.5 |
-13.0 |
82,068 |
367,857 |
+6,791 |
Apr12 |
120305 |
3479.5 |
3489.5 |
3459.5 |
3480.0 |
-13.0 |
6,151 |
12,040 |
+114 |
May12 |
120305 |
3420.0 |
3420.0 |
3420.0 |
3420.0 |
-13.0 |
|
|
|
Total Volume and Open Interest |
88,319 |
380,112 |
+6,915 |
Hang Seng Index(HKFE) |
Mar12 |
120305 |
21460 |
21533 |
21120 |
21155 |
-379 |
80,302 |
100,791 |
-756 |
Apr12 |
120305 |
21450 |
21521 |
21119 |
21155 |
-380 |
562 |
962 |
+328 |
Total Volume and Open Interest |
81,125 |
106,155 |
-321 |
DAX(EUREX) |
Mar12 |
120305 |
6884.5 |
6906.0 |
6815.0 |
6870.0 |
-55.0 |
151,449 |
164,260 |
+5,961 |
Jun12 |
120305 |
6900.0 |
6916.0 |
6830.0 |
6883.0 |
-55.0 |
1,275 |
8,826 |
+826 |
Sep12 |
120305 |
6902.5 |
6911.0 |
6879.0 |
6891.0 |
-54.5 |
21 |
511 |
-1 |
Total Volume and Open Interest |
152,745 |
173,597 |
+6,786 |
FT-SE 100(EURONEXT) |
Mar12 |
120305 |
5899.00 |
5903.00 |
5848.00 |
5861.00 |
-37.00 |
120,759 |
637,681 |
+3,488 |
Jun12 |
120305 |
5821.00 |
5833.00 |
5801.00 |
5809.00 |
-37.50 |
3,235 |
27,516 |
+2,940 |
Sep12 |
120305 |
5771.00 |
5771.00 |
5771.00 |
5771.00 |
-37.00 |
0 |
520 |
+500 |
Total Volume and Open Interest |
123,994 |
665,734 |
+6,928 |
SPI 200(SFE) |
Mar12 |
120305 |
4273.0 |
4280.0 |
4252.0 |
4268.0 |
-10.0 |
23,644 |
190,436 |
-13,535 |
Jun12 |
120305 |
4291.0 |
4291.0 |
4252.0 |
4282.0 |
-10.0 |
960 |
3,034 |
+96 |
Sep12 |
120305 |
4244.0 |
4249.0 |
4242.0 |
4249.0 |
-10.0 |
98 |
1,732 |
-45 |
Total Volume and Open Interest |
24,711 |
196,461 |
-13,476 |
GSCI(CME) |
Mar12 |
120305 |
705.00 |
705.20 |
703.75 |
705.00 |
+1.50 |
1,362 |
10,194 |
+889 |
Apr12 |
120305 |
706.75 |
706.75 |
706.25 |
706.25 |
+1.25 |
17 |
51 |
+1 |
May12 |
120305 |
707.50 |
707.50 |
707.50 |
707.50 |
+1.50 |
|
|
|
Total Volume and Open Interest |
1,379 |
10,245 |
+890 |
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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