|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue March 06, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120306 |
1317.00 |
1330.50 |
1310.00 |
1329.75 |
+10.50 |
6,989 |
6,189 |
-2,890 |
May12 |
120306 |
1324.00 |
1336.25 |
1315.25 |
1335.25 |
+10.25 |
106,708 |
251,451 |
+3,205 |
Jul12 |
120306 |
1330.75 |
1342.75 |
1323.00 |
1341.75 |
+9.50 |
43,631 |
125,487 |
-2,025 |
Aug12 |
120306 |
1320.50 |
1330.50 |
1316.00 |
1330.50 |
+8.50 |
1,730 |
4,156 |
+437 |
Sep12 |
120306 |
1304.75 |
1310.50 |
1298.25 |
1309.50 |
+5.75 |
2,048 |
4,498 |
+643 |
Nov12 |
120306 |
1287.75 |
1296.00 |
1281.00 |
1293.25 |
+4.25 |
21,814 |
119,344 |
+3,070 |
Jan13 |
120306 |
1289.50 |
1297.25 |
1285.50 |
1296.00 |
+4.50 |
2,267 |
18,487 |
+45 |
Mar13 |
120306 |
1294.75 |
1296.50 |
1284.50 |
1293.25 |
+3.25 |
1,668 |
8,124 |
+488 |
May13 |
120306 |
1284.25 |
1291.00 |
1279.75 |
1287.00 |
+2.00 |
863 |
3,643 |
+180 |
Jul13 |
120306 |
1291.00 |
1292.00 |
1283.50 |
1288.75 |
+1.50 |
735 |
7,350 |
-78 |
Aug13 |
120306 |
1273.50 |
1273.50 |
1271.50 |
1273.50 |
+2.00 |
24 |
18 |
+11 |
Sep13 |
120306 |
1242.00 |
1242.00 |
1240.50 |
1242.00 |
+1.50 |
74 |
105 |
+4 |
Nov13 |
120306 |
1208.00 |
1220.00 |
1206.50 |
1212.50 |
+2.00 |
354 |
5,614 |
-12 |
Jan14 |
120306 |
1219.25 |
1219.25 |
1217.25 |
1219.25 |
+2.00 |
1 |
128 |
+0 |
Total Volume and Open Interest |
188,907 |
555,076 |
+3,078 |
Soybean Meal(CBOT) |
Mar12 |
120306 |
356.00 |
364.50 |
353.50 |
363.10 |
+6.90 |
1,713 |
4,067 |
-826 |
May12 |
120306 |
358.20 |
366.20 |
355.60 |
365.90 |
+7.70 |
41,384 |
103,938 |
+2,332 |
Jul12 |
120306 |
358.80 |
366.60 |
356.50 |
366.60 |
+7.60 |
10,172 |
41,425 |
+215 |
Aug12 |
120306 |
356.80 |
363.20 |
354.40 |
363.20 |
+6.50 |
1,087 |
7,380 |
+318 |
Sep12 |
120306 |
352.10 |
358.20 |
350.80 |
358.20 |
+5.80 |
1,085 |
6,477 |
+21 |
Oct12 |
120306 |
345.40 |
350.80 |
344.00 |
350.80 |
+4.60 |
510 |
4,062 |
+100 |
Dec12 |
120306 |
344.10 |
349.10 |
342.30 |
349.10 |
+4.40 |
5,995 |
22,361 |
+772 |
Jan13 |
120306 |
345.00 |
348.70 |
343.60 |
348.70 |
+4.10 |
158 |
3,076 |
+27 |
Mar13 |
120306 |
342.60 |
348.10 |
342.00 |
348.10 |
+3.80 |
153 |
3,883 |
+55 |
May13 |
120306 |
343.30 |
346.10 |
342.20 |
346.10 |
+3.80 |
66 |
1,706 |
+2 |
Total Volume and Open Interest |
62,464 |
201,444 |
+3,011 |
Soybean Oil(CBOT) |
Mar12 |
120306 |
53.44 |
53.51 |
52.92 |
52.92 |
-0.49 |
5,892 |
3,702 |
-940 |
May12 |
120306 |
53.74 |
53.90 |
53.24 |
53.28 |
-0.45 |
58,979 |
148,075 |
-2,015 |
Jul12 |
120306 |
54.16 |
54.29 |
53.65 |
53.69 |
-0.44 |
14,506 |
79,445 |
+484 |
Aug12 |
120306 |
54.06 |
54.30 |
53.81 |
53.85 |
-0.45 |
1,035 |
8,786 |
+152 |
Sep12 |
120306 |
54.38 |
54.42 |
53.96 |
54.00 |
-0.44 |
1,044 |
7,298 |
+174 |
Oct12 |
120306 |
54.46 |
54.53 |
54.12 |
54.12 |
-0.42 |
450 |
6,342 |
+231 |
Dec12 |
120306 |
54.86 |
54.96 |
54.34 |
54.39 |
-0.41 |
8,334 |
41,429 |
+1,113 |
Jan13 |
120306 |
54.78 |
54.92 |
54.46 |
54.46 |
-0.41 |
159 |
2,050 |
-79 |
Mar13 |
120306 |
54.71 |
54.95 |
54.51 |
54.54 |
-0.41 |
314 |
2,253 |
+112 |
May13 |
120306 |
54.70 |
54.90 |
54.49 |
54.49 |
-0.41 |
11 |
1,007 |
+6 |
Total Volume and Open Interest |
90,955 |
305,484 |
-761 |
Canola(WCE) |
Mar12 |
120306 |
585.9 |
585.9 |
585.9 |
585.9 |
+3.2 |
81 |
261 |
-75 |
May12 |
120306 |
574.5 |
579.9 |
571.2 |
577.9 |
+2.7 |
9,318 |
91,158 |
+3,196 |
Jul12 |
120306 |
575.8 |
580.0 |
571.4 |
578.9 |
+3.0 |
2,966 |
35,343 |
-569 |
Nov12 |
120306 |
539.4 |
543.4 |
536.1 |
540.7 |
+0.8 |
2,893 |
54,290 |
+635 |
Jan13 |
120306 |
543.0 |
546.5 |
543.0 |
544.6 |
+0.7 |
350 |
3,226 |
+309 |
Total Volume and Open Interest |
15,838 |
186,896 |
+3,721 |
Corn(CBOT) |
Mar12 |
120306 |
665.50 |
666.00 |
656.00 |
658.00 |
-8.25 |
14,147 |
17,171 |
-5,200 |
May12 |
120306 |
659.00 |
659.75 |
649.50 |
654.00 |
-6.75 |
133,148 |
497,864 |
+1,501 |
Jul12 |
120306 |
660.00 |
661.00 |
650.25 |
655.00 |
-7.25 |
59,677 |
299,053 |
+2,253 |
Sep12 |
120306 |
604.25 |
605.75 |
594.00 |
598.00 |
-8.25 |
24,025 |
108,460 |
+3,627 |
Dec12 |
120306 |
569.00 |
569.75 |
558.50 |
563.50 |
-7.75 |
34,908 |
275,292 |
+2,067 |
Mar13 |
120306 |
578.50 |
579.00 |
568.75 |
573.25 |
-8.25 |
1,598 |
46,907 |
+54 |
May13 |
120306 |
576.50 |
588.25 |
575.25 |
580.25 |
-8.00 |
271 |
3,051 |
+85 |
Jul13 |
120306 |
589.00 |
591.75 |
580.50 |
584.00 |
-7.75 |
417 |
5,359 |
+74 |
Sep13 |
120306 |
566.00 |
569.75 |
560.00 |
560.75 |
-9.00 |
144 |
961 |
+50 |
Dec13 |
120306 |
559.25 |
559.25 |
551.00 |
553.25 |
-8.25 |
484 |
20,385 |
+15 |
Total Volume and Open Interest |
268,964 |
1,277,917 |
+4,602 |
Wheat(CBOT) |
Mar12 |
120306 |
666.25 |
667.75 |
652.00 |
654.00 |
-13.75 |
1,334 |
1,403 |
-1,456 |
May12 |
120306 |
671.25 |
671.50 |
655.25 |
657.75 |
-14.25 |
54,843 |
190,283 |
-3,042 |
Jul12 |
120306 |
681.25 |
682.25 |
666.00 |
668.25 |
-14.50 |
19,435 |
115,889 |
-1,037 |
Sep12 |
120306 |
696.50 |
697.50 |
680.50 |
683.75 |
-13.75 |
6,405 |
47,469 |
-1,056 |
Dec12 |
120306 |
710.00 |
712.25 |
695.00 |
699.50 |
-12.75 |
6,894 |
68,892 |
+1,521 |
Mar13 |
120306 |
722.25 |
724.00 |
707.00 |
713.00 |
-11.00 |
358 |
9,078 |
+174 |
Total Volume and Open Interest |
89,560 |
441,229 |
-4,846 |
Wheat(KCBT) |
Mar12 |
120306 |
700.00 |
700.00 |
687.50 |
687.50 |
-18.00 |
164 |
2,021 |
-12 |
May12 |
120306 |
715.00 |
715.75 |
697.00 |
698.00 |
-18.00 |
7,290 |
45,654 |
-1,526 |
Jul12 |
120306 |
723.00 |
723.25 |
705.25 |
706.50 |
-18.00 |
3,265 |
54,079 |
+242 |
Sep12 |
120306 |
734.00 |
734.00 |
717.25 |
718.00 |
-18.00 |
351 |
11,238 |
-17 |
Dec12 |
120306 |
751.00 |
751.00 |
734.25 |
735.50 |
-18.00 |
679 |
14,924 |
+118 |
Mar13 |
120306 |
752.00 |
756.50 |
744.50 |
747.00 |
-18.00 |
7 |
657 |
+1 |
Total Volume and Open Interest |
11,772 |
129,133 |
-1,188 |
Wheat(MGE) |
Mar12 |
120306 |
820.50 |
820.50 |
810.00 |
810.00 |
-21.25 |
50 |
1,020 |
-36 |
May12 |
120306 |
832.25 |
834.00 |
817.00 |
818.75 |
-16.00 |
2,624 |
12,380 |
+128 |
Jul12 |
120306 |
825.75 |
827.50 |
812.00 |
814.50 |
-12.75 |
1,232 |
9,415 |
+6 |
Sep12 |
120306 |
805.50 |
807.25 |
786.75 |
789.75 |
-17.25 |
725 |
7,819 |
+125 |
Dec12 |
120306 |
806.75 |
809.50 |
788.00 |
791.25 |
-19.50 |
474 |
5,066 |
+48 |
Total Volume and Open Interest |
5,177 |
36,198 |
+280 |
Oats(CBOT) |
Mar12 |
120306 |
330.00 |
334.00 |
323.00 |
323.00 |
-9.00 |
204 |
330 |
-191 |
May12 |
120306 |
308.25 |
309.50 |
301.50 |
304.00 |
-4.25 |
554 |
8,030 |
+2 |
Jul12 |
120306 |
306.50 |
306.75 |
302.00 |
302.50 |
-4.25 |
126 |
1,031 |
+32 |
Sep12 |
120306 |
310.25 |
310.25 |
306.50 |
306.50 |
-3.75 |
94 |
155 |
+55 |
Total Volume and Open Interest |
1,043 |
10,954 |
-50 |
Rough Rice(CBOT) |
Mar12 |
120306 |
14.01 |
14.10 |
14.01 |
14.02 |
-0.09 |
117 |
99 |
-199 |
May12 |
120306 |
14.39 |
14.40 |
14.20 |
14.26 |
-0.09 |
1,143 |
12,084 |
+57 |
Jul12 |
120306 |
14.50 |
14.58 |
14.48 |
14.52 |
-0.09 |
77 |
1,659 |
+35 |
Sep12 |
120306 |
14.88 |
14.89 |
14.75 |
14.77 |
-0.09 |
59 |
797 |
+47 |
Total Volume and Open Interest |
1,398 |
14,693 |
-58 |
Live Cattle(CME) |
Apr12 |
120306 |
128.400 |
128.735 |
125.750 |
125.785 |
-2.615 |
24,184 |
147,127 |
-5,518 |
Jun12 |
120306 |
125.900 |
125.930 |
123.730 |
123.850 |
-2.050 |
14,652 |
109,436 |
+265 |
Aug12 |
120306 |
128.500 |
128.500 |
126.300 |
126.350 |
-2.135 |
7,138 |
59,977 |
+800 |
Oct12 |
120306 |
133.350 |
133.350 |
131.130 |
131.250 |
-2.050 |
4,852 |
29,840 |
+817 |
Dec12 |
120306 |
133.785 |
133.785 |
132.150 |
132.185 |
-1.965 |
2,242 |
18,572 |
+554 |
Feb13 |
120306 |
133.985 |
133.985 |
132.400 |
132.600 |
-1.900 |
474 |
5,347 |
+304 |
Total Volume and Open Interest |
53,662 |
373,075 |
-2,698 |
Feeder Cattle(CME) |
Mar12 |
120306 |
156.075 |
156.100 |
154.000 |
154.150 |
-2.300 |
4,698 |
9,755 |
-2,289 |
Apr12 |
120306 |
158.685 |
158.785 |
156.100 |
156.130 |
-2.820 |
4,068 |
14,410 |
+672 |
May12 |
120306 |
160.050 |
160.235 |
157.575 |
157.700 |
-2.850 |
2,282 |
13,340 |
+503 |
Aug12 |
120306 |
161.850 |
161.935 |
159.535 |
159.600 |
-2.550 |
1,588 |
13,544 |
+425 |
Sep12 |
120306 |
160.650 |
160.650 |
159.075 |
159.500 |
-2.400 |
104 |
2,524 |
+22 |
Oct12 |
120306 |
161.200 |
161.200 |
158.800 |
159.250 |
-2.450 |
33 |
1,280 |
+18 |
Nov12 |
120306 |
161.250 |
161.250 |
158.650 |
159.250 |
-2.400 |
28 |
823 |
+15 |
Total Volume and Open Interest |
12,804 |
55,899 |
-632 |
Lean Hogs(CME) |
Apr12 |
120306 |
89.230 |
89.230 |
86.600 |
86.785 |
-2.645 |
22,573 |
85,421 |
+1,000 |
May12 |
120306 |
97.100 |
97.100 |
95.100 |
95.600 |
-2.285 |
90 |
3,119 |
+32 |
Jun12 |
120306 |
98.200 |
98.285 |
95.700 |
95.930 |
-2.570 |
9,147 |
63,488 |
-31 |
Jul12 |
120306 |
98.885 |
98.885 |
96.700 |
96.800 |
-2.250 |
4,557 |
30,356 |
-55 |
Aug12 |
120306 |
99.050 |
99.050 |
97.000 |
97.285 |
-2.045 |
3,542 |
27,977 |
+783 |
Oct12 |
120306 |
89.050 |
89.050 |
87.350 |
87.700 |
-1.550 |
862 |
30,893 |
+222 |
Dec12 |
120306 |
85.100 |
85.200 |
83.700 |
84.035 |
-1.315 |
822 |
18,522 |
+290 |
Feb13 |
120306 |
85.550 |
85.680 |
84.680 |
85.000 |
-1.100 |
116 |
5,787 |
+40 |
Total Volume and Open Interest |
41,935 |
270,277 |
+2,414 |
Class III Milk(CME) |
Mar12 |
120306 |
15.19 |
15.35 |
15.19 |
15.25 |
+0.06 |
248 |
6,043 |
+18 |
Apr12 |
120306 |
14.24 |
14.96 |
14.24 |
14.89 |
+0.65 |
624 |
4,515 |
+42 |
May12 |
120306 |
14.20 |
14.95 |
14.20 |
14.86 |
+0.66 |
315 |
3,532 |
+104 |
Jun12 |
120306 |
14.88 |
15.50 |
14.84 |
15.44 |
+0.60 |
174 |
3,061 |
+17 |
Jul12 |
120306 |
15.51 |
15.95 |
15.42 |
15.88 |
+0.46 |
37 |
2,371 |
+3 |
Total Volume and Open Interest |
1,531 |
29,983 |
-5,170 |
Cocoa(ICE) |
Mar12 |
120306 |
2300 |
2316 |
2283 |
2316 |
+2 |
3 |
398 |
-25 |
May12 |
120306 |
2290 |
2318 |
2263 |
2283 |
unch |
7,162 |
70,789 |
-119 |
Jul12 |
120306 |
2305 |
2333 |
2283 |
2302 |
unch |
2,883 |
35,931 |
+878 |
Sep12 |
120306 |
2302 |
2343 |
2299 |
2317 |
unch |
750 |
17,849 |
+289 |
Dec12 |
120306 |
2306 |
2352 |
2306 |
2325 |
+1 |
703 |
20,651 |
+295 |
Mar13 |
120306 |
2310 |
2361 |
2310 |
2332 |
+3 |
404 |
14,827 |
+32 |
May13 |
120306 |
2352 |
2352 |
2342 |
2342 |
+2 |
118 |
4,008 |
-15 |
Total Volume and Open Interest |
12,274 |
166,165 |
+1,291 |
Coffee "C"(ICE) |
Mar12 |
120306 |
200.85 |
200.85 |
192.95 |
192.95 |
-8.55 |
53 |
251 |
-77 |
May12 |
120306 |
201.05 |
201.60 |
192.55 |
193.05 |
-8.65 |
10,643 |
75,512 |
+122 |
Jul12 |
120306 |
203.85 |
204.00 |
195.35 |
195.80 |
-8.50 |
3,170 |
29,757 |
-24 |
Sep12 |
120306 |
206.60 |
206.60 |
198.00 |
198.45 |
-8.40 |
1,313 |
17,043 |
+165 |
Dec12 |
120306 |
209.40 |
209.45 |
201.50 |
201.80 |
-7.80 |
900 |
10,997 |
-156 |
Mar13 |
120306 |
212.15 |
212.15 |
204.40 |
204.75 |
-7.40 |
319 |
2,438 |
+149 |
Total Volume and Open Interest |
16,463 |
137,098 |
+200 |
Orange Juice(ICE) |
Mar12 |
120306 |
194.75 |
194.75 |
193.10 |
193.10 |
-6.65 |
1 |
719 |
+1 |
May12 |
120306 |
192.00 |
193.00 |
185.00 |
189.85 |
-2.25 |
872 |
18,885 |
+265 |
Jul12 |
120306 |
181.60 |
183.50 |
179.60 |
183.50 |
-1.25 |
53 |
1,336 |
+7 |
Sep12 |
120306 |
176.50 |
178.80 |
175.50 |
178.80 |
-0.40 |
53 |
898 |
+17 |
Nov12 |
120306 |
172.40 |
172.40 |
172.40 |
172.40 |
+0.15 |
33 |
521 |
+18 |
Jan13 |
120306 |
170.90 |
170.90 |
170.90 |
170.90 |
-0.60 |
0 |
30 |
+0 |
Total Volume and Open Interest |
1,012 |
22,393 |
+308 |
Sugar #11(ICE) |
May12 |
120306 |
24.62 |
24.65 |
24.01 |
24.05 |
-0.63 |
38,665 |
251,416 |
-933 |
Jul12 |
120306 |
23.85 |
23.93 |
23.18 |
23.26 |
-0.67 |
19,921 |
214,314 |
+719 |
Oct12 |
120306 |
23.89 |
23.99 |
23.22 |
23.29 |
-0.65 |
13,319 |
104,199 |
+1,115 |
Mar13 |
120306 |
24.48 |
24.57 |
23.91 |
23.95 |
-0.56 |
6,233 |
79,065 |
-211 |
May13 |
120306 |
24.05 |
24.13 |
23.55 |
23.58 |
-0.50 |
1,301 |
14,649 |
+63 |
Jul13 |
120306 |
23.82 |
23.87 |
23.33 |
23.37 |
-0.50 |
729 |
17,141 |
-63 |
Oct13 |
120306 |
23.90 |
23.92 |
23.49 |
23.49 |
-0.45 |
706 |
18,500 |
+452 |
Mar14 |
120306 |
23.70 |
23.95 |
23.61 |
23.61 |
-0.42 |
221 |
12,996 |
+160 |
Total Volume and Open Interest |
81,166 |
722,259 |
+1,312 |
London Cocoa(LCE) |
Mar12 |
120306 |
1432 |
1473 |
1432 |
1450 |
+10 |
7,160 |
43,649 |
-1,034 |
May12 |
120306 |
1455 |
1497 |
1455 |
1476 |
+12 |
6,169 |
33,159 |
+196 |
Jul12 |
120306 |
1473 |
1508 |
1471 |
1490 |
+9 |
2,335 |
34,992 |
-221 |
Sep12 |
120306 |
1491 |
1516 |
1483 |
1499 |
+6 |
4,681 |
22,818 |
-46 |
Dec12 |
120306 |
1488 |
1516 |
1488 |
1496 |
+3 |
1,276 |
21,701 |
-39 |
Mar13 |
120306 |
1482 |
1513 |
1482 |
1497 |
+6 |
1,060 |
21,082 |
+1,554 |
May13 |
120306 |
1510 |
1517 |
1507 |
1507 |
+7 |
170 |
7,831 |
+0 |
Total Volume and Open Interest |
22,858 |
188,673 |
+425 |
London Sugar(LCE) |
May12 |
120306 |
644.50 |
645.00 |
631.20 |
631.40 |
-16.10 |
1,476 |
25,552 |
-212 |
Aug12 |
120306 |
628.40 |
629.00 |
615.60 |
617.80 |
-13.90 |
1,080 |
18,207 |
-111 |
Oct12 |
120306 |
624.90 |
624.90 |
612.40 |
615.80 |
-12.00 |
472 |
9,238 |
+295 |
Dec12 |
120306 |
626.90 |
626.90 |
615.20 |
617.50 |
-11.20 |
81 |
2,770 |
+91 |
Mar13 |
120306 |
624.80 |
624.80 |
620.00 |
621.10 |
-10.50 |
39 |
4,286 |
+26 |
Total Volume and Open Interest |
3,170 |
60,551 |
+105 |
Cotton(ICE) |
Mar12 |
120306 |
93.20 |
94.28 |
91.75 |
92.37 |
-0.34 |
50 |
177 |
+22 |
May12 |
120306 |
94.24 |
94.24 |
90.77 |
91.42 |
-0.81 |
11,730 |
92,210 |
+1,254 |
Jul12 |
120306 |
95.00 |
95.12 |
91.94 |
92.45 |
-1.14 |
4,202 |
49,690 |
-9 |
Oct12 |
120306 |
93.51 |
94.47 |
93.25 |
93.54 |
-0.94 |
1 |
87 |
+0 |
Dec12 |
120306 |
93.19 |
93.20 |
91.40 |
92.43 |
-0.75 |
2,279 |
30,777 |
+792 |
Mar13 |
120306 |
93.00 |
93.24 |
92.65 |
93.24 |
-0.76 |
83 |
1,517 |
+4 |
Total Volume and Open Interest |
18,382 |
175,684 |
+2,073 |
Lumber(CME) |
Mar12 |
120306 |
271.8 |
273.0 |
267.0 |
268.5 |
-2.1 |
237 |
790 |
-104 |
May12 |
120306 |
277.5 |
279.6 |
273.3 |
275.5 |
-0.7 |
526 |
5,950 |
+54 |
Jul12 |
120306 |
290.0 |
291.8 |
286.7 |
288.2 |
-1.3 |
162 |
1,990 |
+57 |
Sep12 |
120306 |
290.7 |
291.0 |
289.7 |
291.0 |
-0.4 |
54 |
1,082 |
+7 |
Total Volume and Open Interest |
984 |
10,415 |
+18 |
Crude Oil(NYM) |
Apr12 |
120306 |
107.11 |
107.34 |
104.51 |
104.70 |
-2.02 |
299,664 |
248,609 |
-7,755 |
May12 |
120306 |
107.51 |
107.71 |
105.01 |
105.21 |
-1.97 |
65,743 |
162,040 |
+2,668 |
Jun12 |
120306 |
108.02 |
108.14 |
105.52 |
105.75 |
-1.88 |
70,922 |
153,917 |
+1,308 |
Jul12 |
120306 |
108.37 |
108.37 |
105.98 |
106.16 |
-1.78 |
23,439 |
89,839 |
-931 |
Aug12 |
120306 |
108.46 |
108.46 |
106.17 |
106.37 |
-1.69 |
16,541 |
46,697 |
-235 |
Sep12 |
120306 |
108.36 |
108.36 |
106.31 |
106.46 |
-1.61 |
17,437 |
67,070 |
+2,546 |
Oct12 |
120306 |
107.78 |
108.05 |
106.28 |
106.47 |
-1.53 |
7,766 |
36,829 |
+9 |
Nov12 |
120306 |
107.42 |
107.55 |
106.45 |
106.45 |
-1.46 |
5,542 |
33,220 |
-234 |
Dec12 |
120306 |
108.10 |
108.10 |
106.13 |
106.44 |
-1.39 |
54,482 |
199,633 |
-1,558 |
Jan13 |
120306 |
106.36 |
106.36 |
106.36 |
106.36 |
-1.31 |
4,060 |
40,747 |
+33 |
Feb13 |
120306 |
106.02 |
106.57 |
106.02 |
106.15 |
-1.23 |
4,797 |
20,192 |
+691 |
Mar13 |
120306 |
105.83 |
105.83 |
105.83 |
105.83 |
-1.13 |
3,204 |
25,046 |
+141 |
Apr13 |
120306 |
105.39 |
105.39 |
105.39 |
105.39 |
-1.05 |
667 |
12,086 |
+86 |
May13 |
120306 |
104.95 |
105.05 |
104.90 |
104.90 |
-0.97 |
829 |
11,378 |
+308 |
Jun13 |
120306 |
104.80 |
105.00 |
104.10 |
104.41 |
-0.89 |
13,513 |
64,072 |
-927 |
Jul13 |
120306 |
103.86 |
103.86 |
103.86 |
103.86 |
-0.84 |
578 |
10,042 |
+319 |
Total Volume and Open Interest |
625,949 |
1,559,219 |
-4,497 |
e-miNY Crude Oil(NYM) |
Mar12 |
120217 |
102.300 |
103.525 |
102.250 |
103.250 |
+0.950 |
6,783 |
1,739 |
-348 |
Apr12 |
120306 |
107.200 |
107.275 |
104.500 |
104.700 |
-2.025 |
9,809 |
1,901 |
+123 |
May12 |
120306 |
107.650 |
107.750 |
105.025 |
105.200 |
-1.975 |
432 |
397 |
+26 |
Jun12 |
120306 |
107.675 |
107.675 |
105.725 |
105.750 |
-1.875 |
63 |
125 |
-3 |
Jul12 |
120306 |
107.100 |
107.100 |
106.150 |
106.150 |
-1.800 |
3 |
47 |
+3 |
Aug12 |
120306 |
106.375 |
106.375 |
106.375 |
106.375 |
-1.675 |
0 |
11 |
+0 |
Sep12 |
120306 |
106.450 |
106.450 |
106.450 |
106.450 |
-1.625 |
0 |
31 |
+0 |
Oct12 |
120306 |
106.475 |
106.475 |
106.475 |
106.475 |
-1.525 |
0 |
9 |
+0 |
Nov12 |
120306 |
107.700 |
107.700 |
106.450 |
106.450 |
-1.450 |
0 |
1 |
+0 |
Dec12 |
120306 |
106.200 |
106.450 |
106.200 |
106.450 |
-1.375 |
0 |
187 |
+0 |
Total Volume and Open Interest |
10,307 |
2,840 |
+149 |
Heating Oil(NYM) |
Apr12 |
120306 |
322.36 |
322.62 |
317.60 |
318.82 |
-2.92 |
59,174 |
89,860 |
-3,518 |
May12 |
120306 |
322.19 |
323.02 |
318.31 |
319.50 |
-2.71 |
29,007 |
45,210 |
+1,752 |
Jun12 |
120306 |
323.53 |
323.53 |
319.03 |
320.25 |
-2.39 |
28,219 |
54,966 |
+522 |
Jul12 |
120306 |
324.37 |
324.37 |
319.86 |
321.08 |
-2.29 |
7,920 |
23,944 |
+120 |
Aug12 |
120306 |
325.09 |
325.09 |
321.06 |
321.85 |
-2.19 |
3,429 |
11,619 |
+162 |
Sep12 |
120306 |
325.92 |
325.95 |
321.76 |
322.59 |
-2.07 |
2,662 |
14,656 |
-413 |
Oct12 |
120306 |
326.64 |
326.98 |
322.94 |
323.32 |
-1.98 |
904 |
5,691 |
+371 |
Nov12 |
120306 |
327.09 |
327.30 |
323.40 |
324.06 |
-1.86 |
545 |
4,093 |
+48 |
Dec12 |
120306 |
327.44 |
327.50 |
323.21 |
324.59 |
-1.78 |
4,049 |
29,774 |
+106 |
Jan13 |
120306 |
324.38 |
325.55 |
324.38 |
324.86 |
-1.73 |
485 |
4,525 |
+247 |
Feb13 |
120306 |
324.08 |
324.67 |
324.08 |
324.24 |
-1.72 |
55 |
765 |
+21 |
Mar13 |
120306 |
321.52 |
322.45 |
321.40 |
321.94 |
-1.67 |
25 |
1,128 |
-9 |
Total Volume and Open Interest |
136,485 |
286,737 |
-590 |
Gasoline(NYMEX) |
Apr12 |
120306 |
326.34 |
327.05 |
321.38 |
322.99 |
-2.81 |
50,043 |
107,774 |
-5,121 |
May12 |
120306 |
326.36 |
326.36 |
321.58 |
322.93 |
-2.78 |
28,955 |
62,050 |
+1,691 |
Jun12 |
120306 |
324.30 |
324.30 |
319.93 |
321.13 |
-2.52 |
21,501 |
54,766 |
+82 |
Jul12 |
120306 |
320.55 |
320.57 |
317.01 |
318.10 |
-2.35 |
11,178 |
35,673 |
+606 |
Aug12 |
120306 |
314.44 |
315.22 |
312.99 |
313.95 |
-2.37 |
7,601 |
20,496 |
-792 |
Sep12 |
120306 |
309.85 |
310.20 |
308.12 |
308.99 |
-2.44 |
6,330 |
19,146 |
+1,689 |
Oct12 |
120306 |
293.28 |
294.54 |
292.35 |
293.38 |
-2.37 |
3,541 |
16,403 |
+551 |
Nov12 |
120306 |
288.71 |
288.75 |
288.71 |
288.71 |
-2.31 |
1,103 |
6,640 |
+65 |
Dec12 |
120306 |
288.15 |
288.84 |
285.48 |
286.00 |
-2.15 |
1,801 |
19,241 |
+432 |
Jan13 |
120306 |
284.99 |
284.99 |
284.99 |
284.99 |
-2.06 |
64 |
4,811 |
+8 |
Total Volume and Open Interest |
132,272 |
355,714 |
-681 |
e-miNY RBOB Gasoline(NYM) |
Apr12 |
120306 |
323.00 |
323.00 |
322.99 |
323.00 |
-2.80 |
1 |
1 |
+1 |
May12 |
120306 |
322.90 |
322.93 |
322.90 |
322.90 |
-2.80 |
|
|
|
Jun12 |
120306 |
321.10 |
321.13 |
321.10 |
321.10 |
-2.60 |
|
|
|
Jul12 |
120306 |
318.10 |
318.10 |
318.10 |
318.10 |
-2.40 |
|
|
|
Total Volume and Open Interest |
1 |
2 |
+1 |
Natural Gas(NYM) |
Apr12 |
120306 |
2.355 |
2.395 |
2.339 |
2.356 |
+0.001 |
85,415 |
202,293 |
-6,730 |
May12 |
120306 |
2.469 |
2.503 |
2.445 |
2.462 |
-0.010 |
36,208 |
246,987 |
-2,783 |
Jun12 |
120306 |
2.567 |
2.596 |
2.536 |
2.554 |
-0.016 |
34,295 |
69,958 |
-6,766 |
Jul12 |
120306 |
2.656 |
2.681 |
2.619 |
2.636 |
-0.021 |
26,543 |
110,582 |
+2,770 |
Aug12 |
120306 |
2.696 |
2.723 |
2.661 |
2.679 |
-0.018 |
9,301 |
41,383 |
+95 |
Sep12 |
120306 |
2.706 |
2.735 |
2.681 |
2.693 |
-0.018 |
7,814 |
65,161 |
+2,217 |
Oct12 |
120306 |
2.765 |
2.790 |
2.731 |
2.748 |
-0.020 |
18,634 |
124,524 |
+2,921 |
Nov12 |
120306 |
2.940 |
2.971 |
2.917 |
2.925 |
-0.027 |
5,158 |
49,165 |
+1,807 |
Dec12 |
120306 |
3.240 |
3.275 |
3.207 |
3.223 |
-0.030 |
4,178 |
46,243 |
+410 |
Jan13 |
120306 |
3.386 |
3.407 |
3.341 |
3.357 |
-0.037 |
6,146 |
60,425 |
-560 |
Feb13 |
120306 |
3.400 |
3.423 |
3.359 |
3.370 |
-0.040 |
871 |
17,588 |
+150 |
Mar13 |
120306 |
3.380 |
3.405 |
3.336 |
3.350 |
-0.039 |
1,532 |
27,142 |
+45 |
Apr13 |
120306 |
3.360 |
3.375 |
3.309 |
3.322 |
-0.041 |
1,516 |
37,516 |
+252 |
May13 |
120306 |
3.393 |
3.405 |
3.350 |
3.362 |
-0.041 |
227 |
10,213 |
+60 |
Jun13 |
120306 |
3.450 |
3.450 |
3.400 |
3.412 |
-0.041 |
15 |
3,909 |
+3 |
Jul13 |
120306 |
3.495 |
3.495 |
3.455 |
3.455 |
-0.042 |
48 |
4,543 |
+29 |
Total Volume and Open Interest |
239,536 |
1,203,643 |
-5,911 |
Brent Crude Oil(ICE) |
Apr12 |
120306 |
124.39 |
124.39 |
121.59 |
121.98 |
-1.82 |
207,305 |
190,769 |
-14,561 |
May12 |
120306 |
123.42 |
123.45 |
121.01 |
121.41 |
-1.53 |
132,616 |
169,620 |
+3,260 |
Jun12 |
120306 |
122.80 |
122.83 |
120.54 |
120.92 |
-1.40 |
99,019 |
132,869 |
-2,059 |
Jul12 |
120306 |
122.21 |
122.24 |
120.04 |
120.44 |
-1.29 |
30,681 |
62,535 |
+2,464 |
Aug12 |
120306 |
121.58 |
121.61 |
119.51 |
119.88 |
-1.21 |
19,455 |
50,169 |
+1,382 |
Sep12 |
120306 |
120.82 |
120.85 |
118.84 |
119.20 |
-1.13 |
16,660 |
65,385 |
-44 |
Oct12 |
120306 |
119.42 |
119.88 |
118.18 |
118.54 |
-1.06 |
11,366 |
40,498 |
+144 |
Nov12 |
120306 |
119.06 |
119.25 |
117.59 |
117.95 |
-0.98 |
7,215 |
25,579 |
+285 |
Dec12 |
120306 |
118.26 |
118.73 |
116.93 |
117.35 |
-0.91 |
41,391 |
107,445 |
+134 |
Jan13 |
120306 |
116.76 |
116.76 |
116.76 |
116.76 |
-0.86 |
3,144 |
17,062 |
+226 |
Feb13 |
120306 |
116.16 |
116.16 |
116.16 |
116.16 |
-0.82 |
2,632 |
9,604 |
+362 |
Mar13 |
120306 |
115.52 |
115.52 |
115.52 |
115.52 |
-0.76 |
1,788 |
8,454 |
+200 |
Apr13 |
120306 |
114.87 |
114.87 |
114.87 |
114.87 |
-0.70 |
539 |
6,126 |
+130 |
May13 |
120306 |
114.19 |
114.19 |
114.19 |
114.19 |
-0.62 |
252 |
5,550 |
+27 |
Total Volume and Open Interest |
599,251 |
1,069,331 |
-4,884 |
Gas Oil(ICE) |
Mar12 |
120306 |
1015.75 |
1015.75 |
999.75 |
1006.00 |
-8.75 |
40,706 |
68,299 |
+4,301 |
Apr12 |
120306 |
1018.00 |
1018.00 |
1002.75 |
1009.25 |
-8.00 |
99,980 |
140,007 |
-435 |
May12 |
120306 |
1017.75 |
1019.25 |
1004.75 |
1011.50 |
-7.50 |
49,469 |
73,003 |
+8,073 |
Jun12 |
120306 |
1020.75 |
1021.00 |
1006.00 |
1012.50 |
-7.50 |
38,709 |
56,696 |
+1,915 |
Jul12 |
120306 |
1019.75 |
1021.00 |
1007.00 |
1013.50 |
-7.50 |
14,357 |
29,509 |
-1,374 |
Aug12 |
120306 |
1017.00 |
1020.00 |
1008.50 |
1014.00 |
-7.50 |
6,833 |
20,755 |
-499 |
Sep12 |
120306 |
1018.00 |
1019.75 |
1007.25 |
1014.00 |
-7.00 |
6,652 |
21,140 |
+521 |
Oct12 |
120306 |
1016.75 |
1018.25 |
1006.75 |
1013.00 |
-6.25 |
3,071 |
14,191 |
-111 |
Nov12 |
120306 |
1015.75 |
1015.75 |
1004.75 |
1011.00 |
-5.50 |
1,815 |
11,119 |
-208 |
Dec12 |
120306 |
1011.75 |
1014.25 |
1002.00 |
1009.00 |
-4.75 |
13,673 |
41,606 |
+387 |
Total Volume and Open Interest |
282,932 |
543,044 |
+14,484 |
Ethanol(CBOT) |
Mar12 |
120305 |
2.270 |
2.289 |
2.270 |
2.289 |
+0.029 |
25 |
151 |
-37 |
Apr12 |
120306 |
2.297 |
2.302 |
2.285 |
2.291 |
-0.016 |
74 |
1,414 |
+20 |
May12 |
120306 |
2.310 |
2.320 |
2.300 |
2.307 |
-0.012 |
106 |
1,432 |
-13 |
Jun12 |
120306 |
2.327 |
2.336 |
2.320 |
2.323 |
-0.018 |
55 |
899 |
+3 |
Jul12 |
120306 |
2.337 |
2.351 |
2.329 |
2.342 |
-0.016 |
79 |
1,797 |
+23 |
Aug12 |
120306 |
2.337 |
2.337 |
2.325 |
2.332 |
-0.015 |
56 |
1,172 |
-2 |
Sep12 |
120306 |
2.273 |
2.288 |
2.273 |
2.282 |
-0.020 |
58 |
1,078 |
-7 |
Oct12 |
120306 |
2.192 |
2.193 |
2.183 |
2.188 |
-0.019 |
110 |
764 |
+60 |
Total Volume and Open Interest |
702 |
11,186 |
+102 |
WTI Crude Oil(ICE) |
Apr12 |
120306 |
107.20 |
107.20 |
104.51 |
104.70 |
-2.02 |
55,320 |
44,707 |
-1,315 |
May12 |
120306 |
107.62 |
107.62 |
105.01 |
105.21 |
-1.97 |
17,314 |
32,751 |
+408 |
Jun12 |
120306 |
108.02 |
108.02 |
105.51 |
105.75 |
-1.88 |
18,198 |
55,628 |
-305 |
Jul12 |
120306 |
108.00 |
108.00 |
105.95 |
106.16 |
-1.78 |
4,356 |
28,378 |
-270 |
Aug12 |
120306 |
107.34 |
107.55 |
106.23 |
106.37 |
-1.69 |
6,210 |
10,249 |
-2,001 |
Sep12 |
120306 |
108.16 |
108.17 |
106.41 |
106.46 |
-1.61 |
5,624 |
18,423 |
+1,829 |
Oct12 |
120306 |
107.38 |
107.55 |
106.31 |
106.47 |
-1.53 |
2,271 |
8,717 |
-120 |
Nov12 |
120306 |
107.31 |
107.51 |
106.27 |
106.45 |
-1.46 |
1,166 |
5,626 |
-104 |
Dec12 |
120306 |
108.05 |
108.07 |
106.11 |
106.44 |
-1.39 |
11,860 |
58,341 |
+623 |
Jan13 |
120306 |
106.36 |
106.36 |
106.36 |
106.36 |
-1.31 |
258 |
5,873 |
+43 |
Feb13 |
120306 |
106.15 |
106.15 |
106.15 |
106.15 |
-1.23 |
179 |
2,001 |
+20 |
Mar13 |
120306 |
105.83 |
105.83 |
105.83 |
105.83 |
-1.13 |
218 |
3,847 |
+182 |
Apr13 |
120306 |
105.39 |
105.39 |
105.39 |
105.39 |
-1.05 |
16 |
483 |
-2 |
May13 |
120306 |
104.90 |
104.90 |
104.90 |
104.90 |
-0.97 |
16 |
633 |
+6 |
Jun13 |
120306 |
104.95 |
104.98 |
104.05 |
104.41 |
-0.89 |
435 |
15,098 |
-191 |
Jul13 |
120306 |
103.86 |
103.86 |
103.86 |
103.86 |
-0.84 |
21 |
142 |
+10 |
Total Volume and Open Interest |
127,611 |
377,797 |
-798 |
US Dollar Index(ICE) |
Mar12 |
120306 |
79.370 |
79.935 |
79.345 |
79.925 |
+0.560 |
30,122 |
47,261 |
+1,201 |
Jun12 |
120306 |
79.725 |
80.475 |
79.710 |
80.370 |
+0.645 |
413 |
1,314 |
+157 |
Sep12 |
120306 |
80.750 |
80.750 |
80.750 |
80.750 |
+0.645 |
|
|
|
Total Volume and Open Interest |
30,535 |
48,575 |
+1,358 |
Australian Dollar(CME) |
Mar12 |
120306 |
106.53 |
106.75 |
105.08 |
105.10 |
-1.41 |
95,818 |
165,267 |
+1,144 |
Jun12 |
120306 |
105.43 |
105.65 |
104.02 |
104.02 |
-1.40 |
3,989 |
6,747 |
+3,231 |
Sep12 |
120306 |
103.00 |
104.37 |
103.00 |
103.00 |
-1.37 |
70 |
138 |
+0 |
Total Volume and Open Interest |
99,877 |
172,162 |
+4,375 |
British Pound(CME) |
Mar12 |
120306 |
158.62 |
158.82 |
156.96 |
157.06 |
-1.61 |
96,839 |
168,145 |
-4,128 |
Jun12 |
120306 |
158.65 |
158.66 |
156.85 |
156.96 |
-1.62 |
3,557 |
5,765 |
+3,259 |
Sep12 |
120306 |
156.86 |
158.47 |
156.86 |
156.86 |
-1.61 |
0 |
24 |
+0 |
Total Volume and Open Interest |
100,396 |
173,937 |
-869 |
Canadian Dollar(CME) |
Mar12 |
120306 |
100.52 |
100.61 |
99.68 |
99.72 |
-0.87 |
76,234 |
134,493 |
-1,014 |
Jun12 |
120306 |
100.31 |
100.39 |
99.49 |
99.52 |
-0.87 |
2,598 |
6,626 |
+987 |
Sep12 |
120306 |
100.14 |
100.17 |
99.30 |
99.31 |
-0.86 |
14 |
1,881 |
+3 |
Dec12 |
120306 |
99.19 |
99.95 |
99.10 |
99.10 |
-0.85 |
168 |
2,987 |
+126 |
Total Volume and Open Interest |
79,016 |
146,116 |
+104 |
Japanese Yen(CME) |
Mar12 |
120306 |
122.68 |
124.10 |
122.58 |
123.84 |
+1.05 |
90,496 |
138,459 |
-2,070 |
Jun12 |
120306 |
122.72 |
124.20 |
122.69 |
123.95 |
+1.05 |
6,933 |
8,365 |
+4,335 |
Sep12 |
120306 |
123.60 |
124.16 |
123.06 |
124.10 |
+1.04 |
2 |
45 |
+2 |
Total Volume and Open Interest |
97,432 |
146,884 |
+2,268 |
Swiss Franc(CME) |
Mar12 |
120306 |
109.62 |
109.73 |
108.75 |
108.78 |
-0.90 |
44,559 |
44,832 |
-2,147 |
Jun12 |
120306 |
109.73 |
109.85 |
108.91 |
108.91 |
-0.90 |
1,154 |
8,070 |
+633 |
Sep12 |
120306 |
109.07 |
109.98 |
109.07 |
109.07 |
-0.91 |
0 |
9 |
+0 |
Total Volume and Open Interest |
45,714 |
52,913 |
-1,513 |
EuroFX(CME) |
Mar12 |
120306 |
132.16 |
132.27 |
131.04 |
131.06 |
-1.21 |
260,353 |
256,376 |
+423 |
Jun12 |
120306 |
132.34 |
132.35 |
131.10 |
131.13 |
-1.22 |
12,755 |
23,234 |
+6,241 |
Sep12 |
120306 |
132.10 |
132.44 |
131.21 |
131.21 |
-1.23 |
23 |
198 |
+0 |
Total Volume and Open Interest |
273,141 |
279,851 |
+6,669 |
Mexican Peso(CME) |
Mar12 |
120306 |
778.2 |
779.0 |
765.2 |
768.8 |
-9.5 |
43,080 |
143,424 |
-166 |
Apr12 |
120306 |
766.8 |
776.2 |
766.8 |
766.8 |
-9.5 |
|
|
|
Total Volume and Open Interest |
51,734 |
203,044 |
+6,639 |
Brazilian Real(CME) |
Apr12 |
120306 |
565.85 |
565.85 |
563.90 |
564.55 |
-8.25 |
0 |
3,081 |
+0 |
May12 |
120306 |
560.90 |
560.90 |
560.90 |
560.90 |
-8.50 |
|
|
|
Jun12 |
120306 |
556.00 |
557.20 |
555.00 |
557.20 |
-8.80 |
25 |
2,511 |
+54 |
Jul12 |
120306 |
553.95 |
553.95 |
553.95 |
553.95 |
-8.80 |
|
|
|
Total Volume and Open Interest |
25 |
19,142 |
+54 |
30-Year T-Bonds(CBOT) |
Mar12 |
120306 |
142~040 |
143~230 |
142~040 |
143~140 |
+1~030 |
18,282 |
22,805 |
-11,635 |
Jun12 |
120306 |
140~220 |
142~100 |
140~210 |
142~000 |
+1~030 |
264,759 |
571,682 |
-231 |
Sep12 |
120306 |
140~290 |
140~290 |
139~260 |
140~290 |
+1~030 |
8 |
14 |
+4 |
Total Volume and Open Interest |
283,049 |
594,501 |
-11,862 |
10-Year T-Notes(CBOT) |
Mar12 |
120306 |
131~055 |
131~250 |
131~045 |
131~230 |
+0~165 |
111,051 |
90,050 |
-49,492 |
Jun12 |
120306 |
130~270 |
131~165 |
130~255 |
131~135 |
+0~175 |
858,944 |
1,759,912 |
+28,474 |
Sep12 |
120306 |
130~150 |
130~150 |
129~295 |
130~150 |
+0~175 |
0 |
1 |
+0 |
Total Volume and Open Interest |
969,995 |
1,849,964 |
-21,018 |
5-Year T-Notes(CBOT) |
Mar12 |
120306 |
123~039 |
123~072 |
123~037 |
123~068 |
+0~029 |
78,414 |
98,356 |
-28,558 |
Jun12 |
120306 |
123~025 |
123~063 |
123~023 |
123~058 |
+0~032 |
480,022 |
1,284,774 |
+10,867 |
Sep12 |
120306 |
122~082 |
122~082 |
122~050 |
122~082 |
+0~032 |
|
|
|
Total Volume and Open Interest |
558,436 |
1,383,130 |
-17,691 |
2 Year T-Notes(CBOT) |
Mar12 |
120306 |
110~029 |
110~034 |
110~029 |
110~034 |
+0~007 |
44,794 |
83,552 |
-22,649 |
Jun12 |
120306 |
110~018 |
110~024 |
110~017 |
110~023 |
+0~007 |
180,800 |
783,866 |
-12,467 |
Sep12 |
120306 |
109~089 |
109~089 |
109~089 |
109~089 |
+0~007 |
|
|
|
Total Volume and Open Interest |
225,594 |
867,418 |
-35,116 |
Eurodollars(CME) |
Mar12 |
120306 |
99.548 |
99.548 |
99.530 |
99.540 |
-0.005 |
122,685 |
889,110 |
+247 |
Jun12 |
120306 |
99.560 |
99.565 |
99.530 |
99.545 |
-0.010 |
186,574 |
1,095,327 |
+2,065 |
Sep12 |
120306 |
99.530 |
99.530 |
99.495 |
99.515 |
-0.005 |
206,532 |
921,836 |
+8,797 |
Dec12 |
120306 |
99.485 |
99.490 |
99.460 |
99.480 |
+0.005 |
206,614 |
901,904 |
-1,624 |
Mar13 |
120306 |
99.455 |
99.460 |
99.430 |
99.450 |
+0.010 |
167,097 |
711,851 |
+9,370 |
Jun13 |
120306 |
99.400 |
99.415 |
99.380 |
99.405 |
+0.010 |
210,793 |
600,499 |
-7,142 |
Sep13 |
120306 |
99.340 |
99.365 |
99.330 |
99.355 |
+0.015 |
136,604 |
620,658 |
+17,484 |
Dec13 |
120306 |
99.275 |
99.305 |
99.270 |
99.295 |
+0.020 |
97,613 |
568,085 |
+4,504 |
Mar14 |
120306 |
99.205 |
99.240 |
99.200 |
99.230 |
+0.020 |
81,798 |
446,496 |
+7,017 |
Jun14 |
120306 |
99.105 |
99.150 |
99.105 |
99.140 |
+0.025 |
64,350 |
300,685 |
+1,693 |
Sep14 |
120306 |
98.980 |
99.035 |
98.980 |
99.025 |
+0.035 |
52,678 |
275,982 |
+2,908 |
Dec14 |
120306 |
98.830 |
98.885 |
98.825 |
98.870 |
+0.035 |
57,278 |
318,045 |
-381 |
Mar15 |
120306 |
98.675 |
98.735 |
98.670 |
98.720 |
+0.040 |
27,582 |
213,497 |
+1,293 |
Jun15 |
120306 |
0.206 |
0.271 |
0.206 |
0.256 |
+0.045 |
36,652 |
199,438 |
+1,016 |
Sep15 |
120306 |
0.046 |
0.116 |
0.041 |
0.101 |
+0.050 |
23,193 |
124,191 |
-923 |
Dec15 |
120306 |
6.440 |
6.510 |
6.440 |
6.495 |
+0.055 |
18,155 |
129,732 |
+243 |
Mar16 |
120306 |
6.295 |
6.370 |
6.290 |
6.350 |
+0.055 |
11,337 |
73,564 |
-183 |
Jun16 |
120306 |
6.145 |
6.225 |
6.145 |
6.205 |
+0.060 |
10,814 |
83,607 |
-100 |
Total Volume and Open Interest |
1,743,488 |
8,708,512 |
+44,838 |
30 Day Federal Funds(CBOT) |
Mar12 |
120306 |
99.890 |
99.890 |
99.887 |
99.890 |
unch |
4,404 |
61,373 |
+665 |
Apr12 |
120306 |
99.885 |
99.890 |
99.885 |
99.885 |
unch |
3,645 |
43,847 |
+252 |
May12 |
120306 |
99.885 |
99.890 |
99.880 |
99.885 |
unch |
729 |
47,866 |
-98 |
Jun12 |
120306 |
99.885 |
99.885 |
99.875 |
99.880 |
unch |
1,556 |
33,101 |
+15 |
Jul12 |
120306 |
99.880 |
99.880 |
99.875 |
99.875 |
unch |
750 |
39,594 |
-50 |
Aug12 |
120306 |
99.875 |
99.875 |
99.870 |
99.870 |
unch |
953 |
34,164 |
-301 |
Total Volume and Open Interest |
28,624 |
506,949 |
+1,147 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120306 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
58 |
+0 |
Jun12 |
120306 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
120306 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Dec12 |
120306 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Mar13 |
120306 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Jun13 |
120306 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Sep13 |
120306 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec13 |
120306 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Mar14 |
120306 |
99.510 |
99.510 |
99.510 |
99.510 |
unch |
|
|
|
Jun14 |
120306 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
58 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120306 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,915 |
+0 |
Jun12 |
120306 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,849 |
+0 |
Sep12 |
120306 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
1 |
683 |
+0 |
Dec12 |
120306 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
415 |
+0 |
Mar13 |
120306 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
131 |
+0 |
Jun13 |
120306 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
216 |
+0 |
Sep13 |
120306 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
325 |
+0 |
Dec13 |
120306 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
295 |
+0 |
Total Volume and Open Interest |
1 |
5,829 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120306 |
142.61 |
142.71 |
142.53 |
142.70 |
+0.08 |
4,693 |
22,586 |
-1,256 |
Jun12 |
120306 |
142.22 |
142.35 |
142.13 |
142.33 |
+0.10 |
1,900 |
1,710 |
+1,522 |
Sep12 |
120306 |
140.24 |
140.24 |
140.24 |
140.24 |
+0.10 |
0 |
5 |
+0 |
Total Volume and Open Interest |
6,593 |
24,305 |
+266 |
Euro-Bund(EUREX) |
Mar12 |
120306 |
139.98 |
140.48 |
139.92 |
140.27 |
+0.44 |
657,594 |
785,548 |
-44,918 |
Jun12 |
120306 |
138.25 |
138.77 |
138.21 |
138.55 |
+0.43 |
176,827 |
254,909 |
+92,908 |
Sep12 |
120306 |
137.11 |
137.11 |
137.11 |
137.11 |
-0.42 |
1 |
2 |
+1 |
Total Volume and Open Interest |
834,422 |
1,040,459 |
+47,991 |
Euro-Bobl(EUREX) |
Mar12 |
120306 |
125.60 |
125.84 |
125.58 |
125.79 |
+0.24 |
418,660 |
566,450 |
-61,964 |
Jun12 |
120306 |
123.99 |
124.23 |
123.97 |
124.18 |
+0.23 |
140,028 |
200,737 |
+63,035 |
Sep12 |
120306 |
124.04 |
124.04 |
124.04 |
124.04 |
+0.24 |
107 |
4 |
+1 |
Total Volume and Open Interest |
558,795 |
767,191 |
+1,072 |
3-Mth Euribor(EUREX) |
Mar12 |
120306 |
99.180 |
99.185 |
99.175 |
99.175 |
+0.005 |
999 |
1,605 |
-56 |
Jun12 |
120306 |
99.315 |
99.315 |
99.310 |
99.310 |
unch |
0 |
1,302 |
+0 |
Sep12 |
120306 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
0 |
995 |
+0 |
Total Volume and Open Interest |
1,008 |
6,633 |
-52 |
Long Gilt(LIFFE) |
Mar12 |
120306 |
116~11 |
116~22 |
116~06 |
116~18 |
+0~13 |
7,613 |
37,414 |
-1,504 |
Jun12 |
120306 |
114~28 |
115~15 |
114~26 |
115~09 |
+0~15 |
102,955 |
287,174 |
-1,033 |
Total Volume and Open Interest |
110,568 |
324,588 |
-2,537 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120306 |
99.00 |
99.01 |
98.99 |
99.00 |
-0.01 |
117,272 |
296,375 |
+12,506 |
Jun12 |
120306 |
99.12 |
99.14 |
99.10 |
99.12 |
unch |
163,560 |
250,761 |
+31 |
Sep12 |
120306 |
99.14 |
99.16 |
99.12 |
99.14 |
unch |
132,923 |
312,756 |
+4,276 |
Dec12 |
120306 |
99.12 |
99.15 |
99.10 |
99.13 |
+0.01 |
133,037 |
263,295 |
+4,115 |
Mar13 |
120306 |
99.09 |
99.12 |
99.08 |
99.11 |
+0.01 |
80,246 |
314,726 |
+7,313 |
Jun13 |
120306 |
99.04 |
99.08 |
99.03 |
99.07 |
+0.02 |
97,229 |
216,966 |
-9,204 |
Total Volume and Open Interest |
911,158 |
2,199,007 |
+32,844 |
3-Mth Euribor(LIFFE) |
Mar12 |
120306 |
99.180 |
99.185 |
99.165 |
99.175 |
+0.005 |
210,678 |
503,885 |
-4,053 |
Jun12 |
120306 |
99.320 |
99.335 |
99.300 |
99.310 |
unch |
175,725 |
470,237 |
+5,159 |
Sep12 |
120306 |
99.355 |
99.375 |
99.335 |
99.345 |
unch |
167,767 |
460,628 |
+1,486 |
Total Volume and Open Interest |
1,088,935 |
3,433,049 |
+24,089 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120306 |
95.54 |
95.55 |
95.50 |
95.53 |
-0.01 |
19,170 |
83,065 |
-7,613 |
Jun12 |
120306 |
95.69 |
95.74 |
95.66 |
95.72 |
+0.03 |
23,893 |
205,707 |
+2,084 |
Sep12 |
120306 |
95.79 |
95.88 |
95.78 |
95.85 |
+0.05 |
13,743 |
136,558 |
+3,968 |
Dec12 |
120306 |
95.82 |
95.93 |
95.82 |
95.91 |
+0.08 |
6,306 |
76,420 |
-468 |
Mar13 |
120306 |
95.81 |
95.94 |
95.81 |
95.91 |
+0.09 |
1,776 |
50,576 |
-1,092 |
Jun13 |
120306 |
95.75 |
95.90 |
95.75 |
95.87 |
+0.10 |
1,590 |
48,167 |
+769 |
Sep13 |
120306 |
95.70 |
95.80 |
95.70 |
95.80 |
+0.10 |
780 |
30,203 |
+131 |
Dec13 |
120306 |
95.64 |
95.74 |
95.64 |
95.74 |
+0.10 |
234 |
25,067 |
+38 |
Mar14 |
120306 |
95.61 |
95.69 |
95.60 |
95.69 |
+0.10 |
141 |
3,630 |
+51 |
Jun14 |
120306 |
95.56 |
95.62 |
95.54 |
95.62 |
+0.09 |
100 |
454 |
+0 |
Total Volume and Open Interest |
67,753 |
660,071 |
-2,132 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120306 |
95.92 |
95.98 |
95.91 |
95.95 |
+0.03 |
33,617 |
346,496 |
-7,062 |
Jun12 |
120306 |
95.91 |
95.94 |
95.91 |
95.94 |
+0.03 |
241 |
444 |
+233 |
Total Volume and Open Interest |
33,858 |
346,940 |
-6,829 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120306 |
96.28 |
96.37 |
96.27 |
96.36 |
+0.07 |
105,507 |
395,469 |
-18,910 |
Jun12 |
120306 |
96.34 |
96.39 |
96.34 |
96.39 |
+0.07 |
113 |
453 |
+74 |
Total Volume and Open Interest |
105,620 |
395,922 |
-18,836 |
Gold(CMX) |
Apr12 |
120306 |
1707.4 |
1709.8 |
1663.4 |
1672.1 |
-31.8 |
147,086 |
229,947 |
-10,430 |
Jun12 |
120306 |
1710.4 |
1712.4 |
1666.1 |
1674.9 |
-31.8 |
9,999 |
70,153 |
-216 |
Aug12 |
120306 |
1713.6 |
1715.0 |
1670.6 |
1677.5 |
-31.8 |
2,604 |
25,579 |
-177 |
Oct12 |
120306 |
1695.5 |
1695.5 |
1680.0 |
1680.0 |
-31.8 |
404 |
12,601 |
-18 |
Dec12 |
120306 |
1717.6 |
1717.6 |
1675.0 |
1682.4 |
-31.8 |
2,488 |
31,821 |
-62 |
Feb13 |
120306 |
1710.0 |
1710.0 |
1681.1 |
1684.7 |
-31.9 |
291 |
14,512 |
-91 |
Apr13 |
120306 |
1708.0 |
1708.0 |
1683.3 |
1687.1 |
-31.9 |
52 |
4,307 |
+10 |
Jun13 |
120306 |
1697.2 |
1697.2 |
1687.6 |
1689.9 |
-32.0 |
34 |
9,516 |
+30 |
Aug13 |
120306 |
1692.9 |
1692.9 |
1692.9 |
1692.9 |
-32.1 |
0 |
279 |
+0 |
Oct13 |
120306 |
1696.2 |
1696.2 |
1696.2 |
1696.2 |
-32.2 |
0 |
1 |
+0 |
Dec13 |
120306 |
1696.5 |
1699.8 |
1696.5 |
1699.8 |
-32.3 |
310 |
10,934 |
+11 |
Total Volume and Open Interest |
163,519 |
446,068 |
-10,876 |
Silver(CMX) |
Mar12 |
120306 |
3403.0 |
3403.0 |
3245.5 |
3274.1 |
-91.0 |
524 |
1,286 |
-437 |
May12 |
120306 |
3402.0 |
3420.5 |
3249.0 |
3278.3 |
-91.2 |
39,355 |
61,390 |
-783 |
Jul12 |
120306 |
3400.0 |
3400.0 |
3256.0 |
3284.0 |
-91.3 |
687 |
11,984 |
-79 |
Sep12 |
120306 |
3384.5 |
3386.0 |
3268.0 |
3288.5 |
-91.3 |
125 |
5,238 |
+21 |
Dec12 |
120306 |
3422.0 |
3422.0 |
3267.0 |
3294.1 |
-91.4 |
447 |
14,361 |
+157 |
Mar13 |
120306 |
3297.2 |
3297.4 |
3297.2 |
3297.2 |
-91.4 |
111 |
1,868 |
+18 |
May13 |
120306 |
3304.0 |
3304.0 |
3276.5 |
3298.7 |
-91.1 |
35 |
1,093 |
+5 |
Total Volume and Open Interest |
41,517 |
112,597 |
-1,072 |
Platinum(NYMEX) |
Apr12 |
120306 |
1665.0 |
1671.9 |
1606.0 |
1611.9 |
-50.7 |
6,214 |
38,291 |
-428 |
Jul12 |
120306 |
1668.0 |
1670.7 |
1611.4 |
1616.5 |
-50.9 |
584 |
6,242 |
+363 |
Oct12 |
120306 |
1627.0 |
1627.0 |
1620.7 |
1620.7 |
-50.9 |
11 |
481 |
+11 |
Jan13 |
120306 |
1623.7 |
1623.7 |
1623.7 |
1623.7 |
-50.9 |
0 |
7 |
+0 |
Total Volume and Open Interest |
6,809 |
45,027 |
-54 |
Palladium(NYMEX) |
Mar12 |
120306 |
29.64 |
29.64 |
9.84 |
14.64 |
-35.35 |
17 |
85 |
-178 |
Jun12 |
120306 |
52.34 |
54.64 |
5.24 |
16.24 |
-35.35 |
2,923 |
21,312 |
+48 |
Sep12 |
120306 |
46.64 |
46.64 |
17.64 |
17.64 |
-35.35 |
2 |
332 |
+1 |
Total Volume and Open Interest |
2,942 |
21,732 |
-129 |
Copper(CMX) |
Mar12 |
120306 |
385.00 |
385.15 |
372.85 |
373.10 |
-12.15 |
947 |
5,517 |
-615 |
May12 |
120306 |
386.35 |
388.30 |
373.05 |
373.75 |
-12.20 |
41,237 |
84,381 |
+347 |
Jul12 |
120306 |
387.80 |
388.80 |
374.50 |
374.80 |
-12.25 |
2,498 |
30,902 |
-574 |
Sep12 |
120306 |
386.40 |
386.40 |
375.70 |
375.80 |
-12.30 |
718 |
13,169 |
+260 |
Dec12 |
120306 |
378.90 |
379.30 |
376.65 |
376.80 |
-12.25 |
247 |
8,945 |
+115 |
Total Volume and Open Interest |
45,898 |
154,710 |
-498 |
DJIA Index(CBOT) |
Mar12 |
120306 |
12960 |
12972 |
12724 |
12744 |
-217 |
58 |
13,116 |
+4 |
Jun12 |
120306 |
12725 |
12781 |
12674 |
12674 |
-217 |
0 |
309 |
+0 |
Sep12 |
120306 |
12611 |
12828 |
12611 |
12611 |
-217 |
|
|
|
Dec12 |
120306 |
12534 |
12751 |
12534 |
12534 |
-217 |
|
|
|
Total Volume and Open Interest |
58 |
13,425 |
+4 |
E-mini DJIA Index(CBOT) |
Mar12 |
120306 |
12957 |
12973 |
12721 |
12744 |
-217 |
88,584 |
110,331 |
-2,004 |
Jun12 |
120306 |
12899 |
12899 |
12655 |
12674 |
-217 |
185 |
382 |
+63 |
Sep12 |
120306 |
12631 |
12631 |
12609 |
12611 |
-217 |
6 |
27 |
+4 |
Dec12 |
120306 |
12534 |
12534 |
12534 |
12534 |
-217 |
4 |
18 |
+4 |
Total Volume and Open Interest |
88,779 |
110,758 |
-1,933 |
S & P 500(CME) |
Mar12 |
120306 |
1363.60 |
1365.40 |
1338.80 |
1341.90 |
-22.50 |
9,276 |
231,742 |
-175 |
Jun12 |
120306 |
1342.80 |
1343.50 |
1333.60 |
1336.10 |
-22.50 |
1,422 |
12,399 |
+1,136 |
Sep12 |
120306 |
1330.00 |
1330.50 |
1327.50 |
1330.00 |
-22.50 |
8 |
1,146 |
+0 |
Dec12 |
120306 |
1323.60 |
1324.10 |
1321.10 |
1323.60 |
-22.50 |
37 |
658 |
+31 |
Total Volume and Open Interest |
10,743 |
245,945 |
+992 |
S & P 500 E-Mini(Globex) |
Mar12 |
120306 |
1364.00 |
1365.75 |
1338.50 |
1342.00 |
-22.50 |
1,458,860 |
2,785,199 |
+2,589 |
Jun12 |
120306 |
1357.75 |
1359.50 |
1332.75 |
1336.00 |
-22.50 |
21,122 |
126,571 |
+15,369 |
Total Volume and Open Interest |
1,480,002 |
2,912,176 |
+17,973 |
NASDAQ 100(CME) |
Mar12 |
120306 |
2615.50 |
2617.30 |
2576.00 |
2589.50 |
-26.50 |
479 |
17,996 |
-14 |
Jun12 |
120306 |
2585.00 |
2588.00 |
2572.00 |
2583.80 |
-26.70 |
278 |
1,345 |
+265 |
Sep12 |
120306 |
2581.30 |
2584.00 |
2581.30 |
2581.30 |
-26.70 |
|
|
|
Total Volume and Open Interest |
757 |
19,341 |
+251 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120306 |
2615.80 |
2617.50 |
2575.00 |
2589.50 |
-26.50 |
179,764 |
477,388 |
-2,992 |
Jun12 |
120306 |
2610.50 |
2610.80 |
2569.80 |
2583.80 |
-26.70 |
848 |
1,884 |
+364 |
Total Volume and Open Interest |
180,614 |
479,295 |
-2,628 |
S & P Midcap 400(CME) |
Mar12 |
120306 |
954.50 |
954.50 |
950.00 |
954.50 |
-20.50 |
0 |
2,519 |
-182 |
Jun12 |
120306 |
951.50 |
951.50 |
951.50 |
951.50 |
-20.90 |
|
|
|
Sep12 |
120306 |
949.50 |
949.50 |
949.50 |
949.50 |
-20.90 |
|
|
|
Total Volume and Open Interest |
0 |
2,519 |
-182 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120306 |
9735 |
9735 |
9495 |
9540 |
-185 |
6,104 |
38,276 |
+596 |
Jun12 |
120306 |
9665 |
9670 |
9450 |
9495 |
-180 |
2,533 |
6,893 |
+2,508 |
Total Volume and Open Interest |
8,637 |
45,169 |
+3,104 |
Nikkei 225(SGX) |
Mar12 |
120306 |
9680 |
9740 |
9600 |
9630 |
-55 |
131,026 |
228,549 |
+2,164 |
Jun12 |
120306 |
9595 |
9665 |
9530 |
9560 |
-50 |
12,749 |
27,850 |
+7,859 |
Sep12 |
120306 |
9550 |
9550 |
9550 |
9550 |
-55 |
0 |
30 |
+0 |
Total Volume and Open Interest |
144,086 |
264,291 |
+10,208 |
CAC 40(EURONEXT) |
Mar12 |
120306 |
3483.0 |
3486.0 |
3344.0 |
3364.0 |
-123.5 |
112,425 |
369,109 |
+1,252 |
Apr12 |
120306 |
3468.0 |
3468.0 |
3343.0 |
3356.5 |
-123.5 |
22,237 |
18,077 |
+6,037 |
May12 |
120306 |
3297.5 |
3297.5 |
3297.5 |
3297.5 |
-122.5 |
|
|
|
Total Volume and Open Interest |
134,662 |
387,392 |
+7,280 |
Hang Seng Index(HKFE) |
Mar12 |
120306 |
21101 |
21147 |
20685 |
20691 |
-464 |
53,480 |
101,353 |
+562 |
Apr12 |
120306 |
21133 |
21135 |
20684 |
20689 |
-466 |
523 |
1,226 |
+264 |
Total Volume and Open Interest |
54,139 |
106,918 |
+763 |
DAX(EUREX) |
Mar12 |
120306 |
6863.0 |
6868.0 |
6602.0 |
6659.5 |
-210.5 |
113,117 |
159,183 |
-5,077 |
Jun12 |
120306 |
6874.0 |
6874.5 |
6617.5 |
6672.5 |
-210.5 |
3,041 |
10,662 |
+1,836 |
Sep12 |
120306 |
6829.0 |
6830.0 |
6630.5 |
6679.5 |
-211.5 |
60 |
531 |
+20 |
Total Volume and Open Interest |
116,218 |
170,376 |
-3,221 |
FT-SE 100(EURONEXT) |
Mar12 |
120306 |
5870.00 |
5871.50 |
5721.50 |
5758.50 |
-102.50 |
86,963 |
633,638 |
-4,043 |
Jun12 |
120306 |
5813.50 |
5813.50 |
5671.00 |
5707.00 |
-102.00 |
435 |
28,951 |
+1,435 |
Sep12 |
120306 |
5666.50 |
5666.50 |
5666.50 |
5666.50 |
-104.50 |
0 |
520 |
+0 |
Total Volume and Open Interest |
87,398 |
663,126 |
-2,608 |
SPI 200(SFE) |
Mar12 |
120306 |
4265.0 |
4268.0 |
4203.0 |
4210.0 |
-58.0 |
23,343 |
190,619 |
+183 |
Jun12 |
120306 |
4269.0 |
4276.0 |
4222.0 |
4224.0 |
-58.0 |
592 |
3,471 |
+437 |
Sep12 |
120306 |
4228.0 |
4228.0 |
4191.0 |
4191.0 |
-58.0 |
85 |
1,814 |
+82 |
Total Volume and Open Interest |
24,030 |
197,163 |
+702 |
GSCI(CME) |
Mar12 |
120306 |
695.00 |
695.50 |
692.25 |
693.00 |
-12.00 |
269 |
10,163 |
-31 |
Apr12 |
120306 |
697.00 |
697.50 |
694.25 |
695.00 |
-11.25 |
28 |
76 |
+25 |
May12 |
120306 |
696.50 |
696.50 |
695.50 |
696.50 |
-11.00 |
|
|
|
Total Volume and Open Interest |
297 |
10,239 |
-6 |
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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