|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed March 07, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120307 |
1329.50 |
1332.25 |
1320.00 |
1321.50 |
-8.25 |
3,138 |
5,309 |
-880 |
May12 |
120307 |
1334.00 |
1339.00 |
1324.00 |
1326.75 |
-8.50 |
92,869 |
252,787 |
+1,336 |
Jul12 |
120307 |
1340.00 |
1345.00 |
1330.75 |
1333.50 |
-8.25 |
33,428 |
124,876 |
-611 |
Aug12 |
120307 |
1326.50 |
1330.50 |
1321.75 |
1325.75 |
-4.75 |
592 |
4,130 |
-26 |
Sep12 |
120307 |
1308.25 |
1310.25 |
1304.00 |
1306.75 |
-2.75 |
511 |
4,457 |
-41 |
Nov12 |
120307 |
1291.00 |
1296.00 |
1286.50 |
1291.50 |
-1.75 |
19,938 |
121,806 |
+2,462 |
Jan13 |
120307 |
1293.25 |
1298.00 |
1289.75 |
1293.25 |
-2.75 |
1,121 |
18,825 |
+338 |
Mar13 |
120307 |
1292.00 |
1295.00 |
1287.00 |
1291.25 |
-2.00 |
1,029 |
8,624 |
+500 |
May13 |
120307 |
1285.25 |
1289.50 |
1281.25 |
1285.00 |
-2.00 |
256 |
3,772 |
+129 |
Jul13 |
120307 |
1290.00 |
1290.00 |
1283.00 |
1287.50 |
-1.25 |
278 |
7,480 |
+130 |
Aug13 |
120307 |
1273.50 |
1273.50 |
1273.50 |
1273.50 |
unch |
4 |
18 |
+0 |
Sep13 |
120307 |
1245.25 |
1245.25 |
1242.00 |
1245.25 |
+3.25 |
8 |
105 |
+0 |
Nov13 |
120307 |
1210.00 |
1222.00 |
1209.75 |
1216.25 |
+3.75 |
130 |
5,679 |
+65 |
Jan14 |
120307 |
1223.00 |
1223.00 |
1219.25 |
1223.00 |
+3.75 |
2 |
128 |
+0 |
Total Volume and Open Interest |
153,305 |
558,479 |
+3,403 |
Soybean Meal(CBOT) |
Mar12 |
120307 |
361.10 |
361.80 |
359.00 |
360.90 |
-2.20 |
2,195 |
3,355 |
-712 |
May12 |
120307 |
364.80 |
365.10 |
362.50 |
364.50 |
-1.40 |
35,545 |
105,308 |
+1,370 |
Jul12 |
120307 |
365.50 |
365.50 |
363.20 |
365.30 |
-1.30 |
11,704 |
40,637 |
-788 |
Aug12 |
120307 |
360.70 |
363.00 |
360.50 |
362.40 |
-0.80 |
1,150 |
7,445 |
+65 |
Sep12 |
120307 |
357.10 |
358.00 |
354.60 |
357.40 |
-0.80 |
834 |
6,525 |
+48 |
Oct12 |
120307 |
350.00 |
351.00 |
346.90 |
350.40 |
-0.40 |
375 |
4,177 |
+115 |
Dec12 |
120307 |
347.80 |
349.00 |
345.10 |
348.90 |
-0.20 |
7,018 |
23,616 |
+1,255 |
Jan13 |
120307 |
346.90 |
349.50 |
346.30 |
348.50 |
-0.20 |
12 |
3,079 |
+3 |
Mar13 |
120307 |
346.50 |
348.10 |
345.40 |
347.90 |
-0.20 |
161 |
3,769 |
-114 |
May13 |
120307 |
343.40 |
346.10 |
342.70 |
345.90 |
-0.20 |
25 |
1,711 |
+5 |
Total Volume and Open Interest |
59,056 |
202,711 |
+1,267 |
Soybean Oil(CBOT) |
Mar12 |
120307 |
52.89 |
53.26 |
52.52 |
52.61 |
-0.31 |
3,666 |
3,061 |
-641 |
May12 |
120307 |
53.34 |
53.84 |
52.88 |
52.98 |
-0.30 |
47,851 |
152,983 |
+4,908 |
Jul12 |
120307 |
53.72 |
54.23 |
53.30 |
53.39 |
-0.30 |
11,328 |
80,324 |
+879 |
Aug12 |
120307 |
54.26 |
54.26 |
53.47 |
53.55 |
-0.30 |
1,195 |
8,933 |
+147 |
Sep12 |
120307 |
53.96 |
54.50 |
53.61 |
53.70 |
-0.30 |
672 |
7,137 |
-161 |
Oct12 |
120307 |
54.10 |
54.63 |
53.80 |
53.83 |
-0.29 |
430 |
6,440 |
+98 |
Dec12 |
120307 |
54.37 |
54.91 |
54.01 |
54.09 |
-0.30 |
8,563 |
43,096 |
+1,667 |
Jan13 |
120307 |
54.56 |
54.56 |
54.14 |
54.16 |
-0.30 |
28 |
2,049 |
-1 |
Mar13 |
120307 |
54.60 |
54.74 |
54.16 |
54.24 |
-0.30 |
191 |
2,379 |
+126 |
May13 |
120307 |
54.60 |
54.95 |
54.12 |
54.19 |
-0.30 |
127 |
1,055 |
+48 |
Total Volume and Open Interest |
74,134 |
312,564 |
+7,080 |
Canola(WCE) |
Mar12 |
120307 |
585.2 |
585.2 |
585.2 |
585.2 |
-0.7 |
5 |
201 |
-60 |
May12 |
120307 |
576.8 |
580.8 |
575.7 |
577.6 |
-0.3 |
4,762 |
91,904 |
+746 |
Jul12 |
120307 |
578.3 |
581.6 |
575.5 |
578.6 |
-0.3 |
2,573 |
35,558 |
+215 |
Nov12 |
120307 |
536.5 |
543.4 |
536.5 |
540.4 |
-0.3 |
2,972 |
55,549 |
+1,259 |
Jan13 |
120307 |
540.3 |
547.4 |
540.3 |
544.4 |
-0.2 |
423 |
3,416 |
+190 |
Total Volume and Open Interest |
10,929 |
189,377 |
+2,481 |
Corn(CBOT) |
Mar12 |
120307 |
657.75 |
659.25 |
642.25 |
643.75 |
-14.25 |
10,007 |
12,621 |
-4,550 |
May12 |
120307 |
653.50 |
656.00 |
637.50 |
638.75 |
-15.25 |
149,425 |
506,067 |
+8,203 |
Jul12 |
120307 |
654.50 |
657.00 |
638.75 |
640.00 |
-15.00 |
61,141 |
303,216 |
+4,163 |
Sep12 |
120307 |
597.00 |
600.00 |
585.75 |
589.50 |
-8.50 |
19,647 |
109,999 |
+1,539 |
Dec12 |
120307 |
563.00 |
565.00 |
553.50 |
558.00 |
-5.50 |
38,267 |
278,198 |
+2,906 |
Mar13 |
120307 |
572.00 |
574.75 |
564.25 |
569.00 |
-4.25 |
1,805 |
47,219 |
+312 |
May13 |
120307 |
580.00 |
581.25 |
571.25 |
576.25 |
-4.00 |
499 |
3,334 |
+283 |
Jul13 |
120307 |
583.75 |
585.00 |
576.25 |
580.50 |
-3.50 |
734 |
5,628 |
+269 |
Sep13 |
120307 |
557.00 |
560.75 |
557.00 |
557.00 |
-3.75 |
30 |
977 |
+16 |
Dec13 |
120307 |
552.00 |
554.50 |
545.00 |
549.75 |
-3.50 |
1,044 |
20,763 |
+378 |
Total Volume and Open Interest |
282,719 |
1,291,496 |
+13,579 |
Wheat(CBOT) |
Mar12 |
120307 |
656.00 |
657.25 |
633.00 |
633.00 |
-21.00 |
437 |
1,059 |
-344 |
May12 |
120307 |
658.75 |
659.25 |
636.50 |
639.25 |
-18.50 |
45,064 |
187,311 |
-2,972 |
Jul12 |
120307 |
669.25 |
669.25 |
649.00 |
650.50 |
-17.75 |
15,776 |
115,542 |
-347 |
Sep12 |
120307 |
684.25 |
685.00 |
667.00 |
668.50 |
-15.25 |
7,243 |
48,676 |
+1,207 |
Dec12 |
120307 |
700.25 |
701.50 |
685.50 |
687.25 |
-12.25 |
9,258 |
69,017 |
+125 |
Mar13 |
120307 |
710.75 |
714.50 |
700.00 |
701.25 |
-11.75 |
835 |
9,574 |
+496 |
Total Volume and Open Interest |
78,909 |
439,432 |
-1,797 |
Wheat(KCBT) |
Mar12 |
120307 |
687.00 |
690.00 |
677.75 |
677.75 |
-9.75 |
725 |
363 |
-1,658 |
May12 |
120307 |
699.50 |
700.50 |
681.25 |
683.75 |
-14.25 |
8,012 |
45,397 |
-257 |
Jul12 |
120307 |
707.75 |
709.00 |
684.00 |
692.50 |
-14.00 |
4,037 |
54,188 |
+109 |
Sep12 |
120307 |
720.00 |
720.50 |
703.00 |
706.25 |
-11.75 |
991 |
11,353 |
+115 |
Dec12 |
120307 |
736.75 |
737.25 |
722.00 |
723.75 |
-11.75 |
1,368 |
15,445 |
+521 |
Mar13 |
120307 |
742.50 |
742.50 |
733.00 |
735.75 |
-11.25 |
11 |
656 |
-1 |
Total Volume and Open Interest |
15,163 |
127,978 |
-1,155 |
Wheat(MGE) |
Mar12 |
120307 |
802.50 |
805.00 |
801.50 |
804.50 |
-5.50 |
739 |
434 |
-586 |
May12 |
120307 |
818.00 |
820.25 |
805.75 |
808.75 |
-10.00 |
3,078 |
12,912 |
+532 |
Jul12 |
120307 |
814.00 |
815.25 |
804.25 |
805.50 |
-9.00 |
705 |
9,448 |
+33 |
Sep12 |
120307 |
789.00 |
792.50 |
783.25 |
786.25 |
-3.50 |
511 |
7,951 |
+132 |
Dec12 |
120307 |
792.75 |
794.00 |
786.50 |
787.75 |
-3.50 |
264 |
5,081 |
+15 |
Total Volume and Open Interest |
5,317 |
36,326 |
+128 |
Oats(CBOT) |
Mar12 |
120307 |
323.00 |
323.00 |
323.00 |
323.00 |
unch |
234 |
68 |
-262 |
May12 |
120307 |
305.00 |
314.00 |
297.25 |
298.50 |
-5.50 |
909 |
7,657 |
-373 |
Jul12 |
120307 |
311.00 |
311.00 |
298.25 |
298.25 |
-4.25 |
220 |
1,182 |
+151 |
Sep12 |
120307 |
307.00 |
307.00 |
303.50 |
303.50 |
-3.00 |
77 |
185 |
+30 |
Total Volume and Open Interest |
1,717 |
10,681 |
-273 |
Rough Rice(CBOT) |
Mar12 |
120307 |
14.06 |
14.08 |
14.00 |
14.00 |
-0.02 |
171 |
174 |
+75 |
May12 |
120307 |
14.25 |
14.41 |
14.15 |
14.23 |
-0.03 |
831 |
12,123 |
+39 |
Jul12 |
120307 |
14.58 |
14.65 |
14.45 |
14.50 |
-0.02 |
104 |
1,684 |
+25 |
Sep12 |
120307 |
14.82 |
14.87 |
14.74 |
14.74 |
-0.03 |
21 |
810 |
+13 |
Total Volume and Open Interest |
1,133 |
14,849 |
+156 |
Live Cattle(CME) |
Apr12 |
120307 |
126.500 |
126.535 |
125.150 |
125.580 |
-0.205 |
27,789 |
140,220 |
-6,907 |
Jun12 |
120307 |
124.385 |
124.400 |
123.135 |
123.480 |
-0.370 |
19,219 |
109,763 |
+327 |
Aug12 |
120307 |
126.750 |
127.000 |
125.750 |
126.200 |
-0.150 |
8,546 |
62,135 |
+2,158 |
Oct12 |
120307 |
131.500 |
131.650 |
130.550 |
131.235 |
-0.015 |
4,966 |
31,052 |
+1,212 |
Dec12 |
120307 |
132.485 |
132.575 |
131.630 |
132.325 |
+0.140 |
2,434 |
18,508 |
-64 |
Feb13 |
120307 |
132.750 |
132.850 |
131.880 |
132.800 |
+0.200 |
328 |
5,421 |
+74 |
Total Volume and Open Interest |
63,365 |
369,875 |
-3,200 |
Feeder Cattle(CME) |
Mar12 |
120307 |
154.785 |
155.000 |
152.685 |
153.900 |
-0.250 |
3,377 |
9,040 |
-715 |
Apr12 |
120307 |
156.900 |
156.900 |
155.075 |
156.435 |
+0.305 |
5,631 |
14,071 |
-339 |
May12 |
120307 |
158.035 |
158.150 |
156.185 |
157.600 |
-0.100 |
3,441 |
13,516 |
+176 |
Aug12 |
120307 |
160.000 |
160.000 |
158.235 |
159.535 |
-0.065 |
2,223 |
13,805 |
+261 |
Sep12 |
120307 |
159.650 |
159.650 |
158.300 |
159.185 |
-0.315 |
148 |
2,546 |
+22 |
Oct12 |
120307 |
159.075 |
159.500 |
158.100 |
159.285 |
+0.035 |
34 |
1,284 |
+4 |
Nov12 |
120307 |
159.250 |
159.485 |
158.075 |
158.650 |
-0.600 |
19 |
826 |
+3 |
Total Volume and Open Interest |
14,876 |
55,310 |
-589 |
Lean Hogs(CME) |
Apr12 |
120307 |
87.080 |
87.580 |
86.635 |
87.350 |
+0.565 |
19,576 |
81,502 |
-3,919 |
May12 |
120307 |
95.050 |
95.800 |
95.050 |
95.730 |
+0.130 |
128 |
3,115 |
-4 |
Jun12 |
120307 |
96.430 |
96.430 |
95.400 |
95.550 |
-0.380 |
10,953 |
64,706 |
+1,218 |
Jul12 |
120307 |
96.930 |
97.450 |
96.480 |
96.600 |
-0.200 |
3,662 |
31,106 |
+750 |
Aug12 |
120307 |
97.000 |
97.700 |
96.850 |
97.500 |
+0.215 |
3,738 |
28,533 |
+556 |
Oct12 |
120307 |
87.650 |
88.135 |
87.200 |
87.500 |
-0.200 |
1,465 |
31,402 |
+509 |
Dec12 |
120307 |
84.050 |
84.500 |
83.550 |
83.830 |
-0.205 |
957 |
18,901 |
+379 |
Feb13 |
120307 |
84.800 |
85.600 |
84.800 |
85.150 |
+0.150 |
191 |
5,863 |
+76 |
Total Volume and Open Interest |
40,764 |
269,919 |
-358 |
Class III Milk(CME) |
Mar12 |
120307 |
15.28 |
15.40 |
15.25 |
15.35 |
+0.10 |
388 |
6,064 |
+21 |
Apr12 |
120307 |
14.84 |
15.45 |
14.73 |
15.09 |
+0.20 |
743 |
4,769 |
+254 |
May12 |
120307 |
14.90 |
15.38 |
14.65 |
15.05 |
+0.19 |
422 |
3,701 |
+169 |
Jun12 |
120307 |
15.44 |
15.85 |
15.31 |
15.51 |
+0.07 |
295 |
3,167 |
+106 |
Jul12 |
120307 |
15.88 |
16.25 |
15.84 |
15.97 |
+0.09 |
208 |
2,462 |
+91 |
Total Volume and Open Interest |
2,420 |
30,733 |
+750 |
Cocoa(ICE) |
Mar12 |
120307 |
2310 |
2310 |
2310 |
2310 |
-6 |
2 |
351 |
-47 |
May12 |
120307 |
2292 |
2317 |
2260 |
2277 |
-6 |
9,860 |
71,942 |
+1,153 |
Jul12 |
120307 |
2319 |
2331 |
2280 |
2297 |
-5 |
2,109 |
36,217 |
+286 |
Sep12 |
120307 |
2335 |
2344 |
2295 |
2312 |
-5 |
1,471 |
18,490 |
+641 |
Dec12 |
120307 |
2346 |
2359 |
2306 |
2321 |
-4 |
1,380 |
20,684 |
+33 |
Mar13 |
120307 |
2341 |
2359 |
2311 |
2327 |
-5 |
765 |
14,815 |
-12 |
May13 |
120307 |
2336 |
2336 |
2336 |
2336 |
-6 |
6 |
4,005 |
-3 |
Total Volume and Open Interest |
15,614 |
168,221 |
+2,056 |
Coffee "C"(ICE) |
Mar12 |
120307 |
193.30 |
194.15 |
186.40 |
188.40 |
-4.55 |
12 |
251 |
+0 |
May12 |
120307 |
193.05 |
194.50 |
186.20 |
188.60 |
-4.45 |
13,084 |
75,590 |
+78 |
Jul12 |
120307 |
196.20 |
197.05 |
188.90 |
191.25 |
-4.55 |
3,188 |
29,867 |
+110 |
Sep12 |
120307 |
198.90 |
199.40 |
191.70 |
193.90 |
-4.55 |
1,663 |
17,226 |
+183 |
Dec12 |
120307 |
201.85 |
202.35 |
195.25 |
197.50 |
-4.30 |
1,001 |
10,937 |
-60 |
Mar13 |
120307 |
204.50 |
205.10 |
198.50 |
200.80 |
-3.95 |
166 |
2,512 |
+74 |
Total Volume and Open Interest |
19,199 |
137,543 |
+445 |
Orange Juice(ICE) |
Mar12 |
120307 |
195.00 |
195.00 |
194.50 |
195.00 |
+1.90 |
1 |
718 |
-1 |
May12 |
120307 |
189.50 |
191.15 |
186.30 |
188.50 |
-1.35 |
1,091 |
19,171 |
+286 |
Jul12 |
120307 |
182.10 |
182.10 |
180.40 |
181.75 |
-1.75 |
124 |
1,367 |
+31 |
Sep12 |
120307 |
178.75 |
178.75 |
178.75 |
178.75 |
-0.05 |
21 |
901 |
+3 |
Nov12 |
120307 |
172.60 |
172.60 |
171.90 |
171.90 |
-0.50 |
36 |
531 |
+10 |
Jan13 |
120307 |
169.90 |
169.90 |
169.90 |
169.90 |
-1.00 |
10 |
40 |
+10 |
Total Volume and Open Interest |
1,283 |
22,732 |
+339 |
Sugar #11(ICE) |
May12 |
120307 |
24.25 |
24.31 |
23.82 |
23.92 |
-0.13 |
28,948 |
250,824 |
-592 |
Jul12 |
120307 |
23.31 |
23.43 |
23.02 |
23.07 |
-0.19 |
16,003 |
215,710 |
+1,396 |
Oct12 |
120307 |
23.29 |
23.43 |
23.10 |
23.17 |
-0.12 |
12,778 |
105,838 |
+1,639 |
Mar13 |
120307 |
24.03 |
24.04 |
23.75 |
23.87 |
-0.08 |
3,738 |
78,856 |
-209 |
May13 |
120307 |
23.58 |
23.64 |
23.40 |
23.54 |
-0.04 |
658 |
14,716 |
+67 |
Jul13 |
120307 |
23.37 |
23.43 |
23.16 |
23.36 |
-0.01 |
341 |
17,118 |
-23 |
Oct13 |
120307 |
23.47 |
23.56 |
23.29 |
23.51 |
+0.02 |
227 |
18,594 |
+94 |
Mar14 |
120307 |
23.59 |
23.70 |
23.46 |
23.65 |
+0.04 |
141 |
12,994 |
-2 |
Total Volume and Open Interest |
62,861 |
724,639 |
+2,380 |
London Cocoa(LCE) |
Mar12 |
120307 |
1461 |
1462 |
1448 |
1452 |
+2 |
5,584 |
42,332 |
-1,317 |
May12 |
120307 |
1485 |
1488 |
1470 |
1475 |
-1 |
6,713 |
33,223 |
+64 |
Jul12 |
120307 |
1495 |
1501 |
1483 |
1489 |
-1 |
1,955 |
34,955 |
-37 |
Sep12 |
120307 |
1508 |
1509 |
1493 |
1498 |
-1 |
1,330 |
24,088 |
+1,270 |
Dec12 |
120307 |
1507 |
1507 |
1491 |
1497 |
+1 |
1,195 |
21,914 |
+213 |
Mar13 |
120307 |
1506 |
1506 |
1492 |
1495 |
-2 |
872 |
20,926 |
-156 |
May13 |
120307 |
1515 |
1515 |
1504 |
1504 |
-3 |
3 |
7,831 |
+0 |
Total Volume and Open Interest |
17,661 |
188,713 |
+40 |
London Sugar(LCE) |
May12 |
120307 |
631.00 |
636.30 |
626.20 |
630.40 |
-1.00 |
4,105 |
25,360 |
-192 |
Aug12 |
120307 |
616.80 |
621.20 |
612.00 |
615.50 |
-2.30 |
1,904 |
18,008 |
-199 |
Oct12 |
120307 |
612.90 |
616.20 |
608.70 |
613.00 |
-2.80 |
928 |
9,436 |
+198 |
Dec12 |
120307 |
614.70 |
617.70 |
611.20 |
615.00 |
-2.50 |
191 |
2,788 |
+18 |
Mar13 |
120307 |
618.00 |
620.30 |
613.70 |
617.60 |
-3.50 |
21 |
4,294 |
+8 |
Total Volume and Open Interest |
7,203 |
60,402 |
-149 |
Cotton(ICE) |
Mar12 |
120307 |
92.06 |
92.16 |
91.38 |
91.38 |
-0.99 |
10 |
129 |
-48 |
May12 |
120307 |
91.40 |
91.54 |
89.75 |
90.12 |
-1.30 |
10,002 |
91,448 |
-762 |
Jul12 |
120307 |
92.45 |
92.45 |
90.84 |
91.27 |
-1.18 |
6,998 |
50,470 |
+780 |
Oct12 |
120307 |
92.31 |
93.38 |
92.31 |
92.74 |
-0.80 |
51 |
89 |
+2 |
Dec12 |
120307 |
92.53 |
92.53 |
90.65 |
91.64 |
-0.79 |
7,339 |
32,687 |
+1,910 |
Mar13 |
120307 |
92.18 |
92.58 |
92.06 |
92.26 |
-0.98 |
237 |
1,555 |
+38 |
Total Volume and Open Interest |
24,678 |
177,608 |
+1,924 |
Lumber(CME) |
Mar12 |
120307 |
268.5 |
268.9 |
263.6 |
267.5 |
-1.0 |
191 |
736 |
-54 |
May12 |
120307 |
274.6 |
274.8 |
267.0 |
272.4 |
-3.1 |
607 |
5,942 |
-8 |
Jul12 |
120307 |
287.6 |
287.6 |
281.1 |
286.1 |
-2.1 |
192 |
1,992 |
+2 |
Sep12 |
120307 |
290.0 |
290.0 |
284.4 |
288.2 |
-2.8 |
81 |
1,118 |
+36 |
Total Volume and Open Interest |
1,083 |
10,401 |
-14 |
Crude Oil(NYM) |
Apr12 |
120307 |
104.93 |
106.55 |
104.35 |
106.16 |
+1.46 |
237,450 |
238,507 |
-10,102 |
May12 |
120307 |
105.53 |
107.00 |
104.88 |
106.65 |
+1.44 |
65,165 |
169,148 |
+7,108 |
Jun12 |
120307 |
106.01 |
107.47 |
105.43 |
107.18 |
+1.43 |
57,244 |
151,807 |
-2,110 |
Jul12 |
120307 |
106.42 |
107.84 |
105.88 |
107.62 |
+1.46 |
20,420 |
92,459 |
+2,620 |
Aug12 |
120307 |
107.00 |
107.99 |
106.14 |
107.89 |
+1.52 |
10,916 |
47,338 |
+641 |
Sep12 |
120307 |
106.65 |
108.20 |
106.35 |
108.01 |
+1.55 |
9,455 |
66,203 |
-867 |
Oct12 |
120307 |
106.96 |
108.05 |
106.47 |
108.01 |
+1.54 |
5,232 |
36,985 |
+156 |
Nov12 |
120307 |
107.05 |
107.97 |
106.66 |
107.97 |
+1.52 |
4,505 |
33,108 |
-112 |
Dec12 |
120307 |
106.75 |
108.14 |
106.37 |
107.93 |
+1.49 |
42,758 |
199,317 |
-316 |
Jan13 |
120307 |
107.05 |
107.84 |
106.84 |
107.83 |
+1.47 |
6,343 |
39,522 |
-1,225 |
Feb13 |
120307 |
107.61 |
107.61 |
107.61 |
107.61 |
+1.46 |
5,248 |
21,728 |
+1,536 |
Mar13 |
120307 |
106.33 |
107.28 |
106.23 |
107.28 |
+1.45 |
4,743 |
26,125 |
+1,079 |
Apr13 |
120307 |
106.84 |
106.84 |
106.84 |
106.84 |
+1.45 |
1,734 |
12,807 |
+721 |
May13 |
120307 |
106.00 |
106.42 |
106.00 |
106.35 |
+1.45 |
1,483 |
11,260 |
-118 |
Jun13 |
120307 |
104.96 |
105.87 |
104.76 |
105.86 |
+1.45 |
7,953 |
64,384 |
+312 |
Jul13 |
120307 |
105.29 |
105.29 |
105.29 |
105.29 |
+1.43 |
565 |
10,081 |
+39 |
Total Volume and Open Interest |
511,740 |
1,560,593 |
+1,374 |
e-miNY Crude Oil(NYM) |
Mar12 |
120217 |
102.300 |
103.525 |
102.250 |
103.250 |
+0.950 |
6,783 |
1,739 |
-348 |
Apr12 |
120307 |
104.975 |
106.550 |
104.350 |
106.150 |
+1.450 |
6,880 |
1,812 |
-89 |
May12 |
120307 |
105.400 |
106.975 |
104.850 |
106.650 |
+1.450 |
249 |
408 |
+11 |
Jun12 |
120307 |
106.400 |
107.225 |
105.525 |
107.175 |
+1.425 |
35 |
121 |
-4 |
Jul12 |
120307 |
106.525 |
107.625 |
106.400 |
107.625 |
+1.475 |
1 |
48 |
+1 |
Aug12 |
120307 |
107.900 |
107.900 |
107.900 |
107.900 |
+1.525 |
0 |
11 |
+0 |
Sep12 |
120307 |
108.000 |
108.000 |
108.000 |
108.000 |
+1.550 |
0 |
31 |
+0 |
Oct12 |
120307 |
108.000 |
108.000 |
108.000 |
108.000 |
+1.525 |
0 |
9 |
+0 |
Nov12 |
120307 |
107.975 |
107.975 |
107.975 |
107.975 |
+1.525 |
0 |
1 |
+0 |
Dec12 |
120307 |
106.750 |
107.925 |
106.750 |
107.925 |
+1.475 |
0 |
187 |
+0 |
Total Volume and Open Interest |
7,165 |
2,759 |
-81 |
Heating Oil(NYM) |
Apr12 |
120307 |
319.46 |
322.86 |
317.70 |
321.94 |
+3.12 |
42,128 |
89,040 |
-820 |
May12 |
120307 |
320.39 |
323.61 |
318.52 |
322.76 |
+3.26 |
18,896 |
46,217 |
+1,007 |
Jun12 |
120307 |
321.15 |
324.25 |
319.33 |
323.53 |
+3.28 |
16,976 |
54,229 |
-737 |
Jul12 |
120307 |
321.92 |
325.28 |
320.16 |
324.37 |
+3.29 |
5,886 |
23,722 |
-222 |
Aug12 |
120307 |
323.47 |
325.71 |
321.29 |
325.20 |
+3.35 |
2,159 |
11,607 |
-12 |
Sep12 |
120307 |
323.35 |
326.54 |
321.73 |
325.97 |
+3.38 |
1,175 |
14,708 |
+52 |
Oct12 |
120307 |
326.75 |
326.75 |
326.75 |
326.75 |
+3.43 |
572 |
5,815 |
+124 |
Nov12 |
120307 |
324.67 |
327.60 |
324.00 |
327.60 |
+3.54 |
233 |
4,104 |
+11 |
Dec12 |
120307 |
325.64 |
328.77 |
324.43 |
328.27 |
+3.68 |
2,931 |
29,822 |
+48 |
Jan13 |
120307 |
325.48 |
328.59 |
325.48 |
328.59 |
+3.73 |
243 |
4,655 |
+130 |
Feb13 |
120307 |
326.13 |
328.07 |
326.13 |
328.07 |
+3.83 |
34 |
772 |
+7 |
Mar13 |
120307 |
324.08 |
325.92 |
324.08 |
325.92 |
+3.98 |
30 |
1,123 |
-5 |
Total Volume and Open Interest |
91,277 |
286,322 |
-415 |
Gasoline(NYMEX) |
Apr12 |
120307 |
324.50 |
329.45 |
323.81 |
328.74 |
+5.75 |
43,638 |
106,925 |
-849 |
May12 |
120307 |
324.75 |
329.10 |
323.71 |
328.38 |
+5.45 |
28,979 |
64,619 |
+2,569 |
Jun12 |
120307 |
322.30 |
326.92 |
321.59 |
326.07 |
+4.94 |
18,900 |
55,446 |
+680 |
Jul12 |
120307 |
320.05 |
323.73 |
318.39 |
322.82 |
+4.72 |
12,573 |
36,466 |
+793 |
Aug12 |
120307 |
315.81 |
319.44 |
314.31 |
318.52 |
+4.57 |
6,695 |
21,496 |
+1,000 |
Sep12 |
120307 |
309.95 |
313.48 |
309.50 |
313.39 |
+4.40 |
4,607 |
19,790 |
+644 |
Oct12 |
120307 |
293.89 |
298.20 |
293.56 |
297.55 |
+4.17 |
2,636 |
16,512 |
+109 |
Nov12 |
120307 |
291.08 |
293.20 |
289.33 |
292.87 |
+4.16 |
784 |
6,628 |
-12 |
Dec12 |
120307 |
286.70 |
290.17 |
286.04 |
290.17 |
+4.17 |
1,107 |
19,463 |
+222 |
Jan13 |
120307 |
287.10 |
289.12 |
286.34 |
289.12 |
+4.13 |
212 |
4,851 |
+40 |
Total Volume and Open Interest |
120,352 |
360,915 |
+5,201 |
e-miNY RBOB Gasoline(NYM) |
Apr12 |
120307 |
328.70 |
328.74 |
328.70 |
328.70 |
+5.70 |
0 |
1 |
+0 |
May12 |
120307 |
328.40 |
328.40 |
328.38 |
328.40 |
+5.50 |
|
|
|
Jun12 |
120307 |
326.10 |
326.10 |
326.07 |
326.10 |
+5.00 |
|
|
|
Jul12 |
120307 |
322.80 |
322.82 |
322.80 |
322.80 |
+4.70 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Apr12 |
120307 |
2.341 |
2.343 |
2.281 |
2.302 |
-0.054 |
101,531 |
208,490 |
+6,197 |
May12 |
120307 |
2.447 |
2.448 |
2.382 |
2.400 |
-0.062 |
35,154 |
246,417 |
-570 |
Jun12 |
120307 |
2.538 |
2.539 |
2.472 |
2.490 |
-0.064 |
24,601 |
67,563 |
-2,395 |
Jul12 |
120307 |
2.612 |
2.618 |
2.552 |
2.574 |
-0.062 |
23,154 |
111,599 |
+1,017 |
Aug12 |
120307 |
2.654 |
2.658 |
2.596 |
2.620 |
-0.059 |
10,548 |
40,283 |
-1,100 |
Sep12 |
120307 |
2.673 |
2.673 |
2.612 |
2.636 |
-0.057 |
11,316 |
67,475 |
+2,314 |
Oct12 |
120307 |
2.730 |
2.732 |
2.668 |
2.692 |
-0.056 |
16,613 |
124,887 |
+363 |
Nov12 |
120307 |
2.909 |
2.909 |
2.849 |
2.872 |
-0.053 |
5,612 |
49,218 |
+53 |
Dec12 |
120307 |
3.196 |
3.196 |
3.146 |
3.174 |
-0.049 |
4,437 |
46,531 |
+288 |
Jan13 |
120307 |
3.338 |
3.338 |
3.285 |
3.311 |
-0.046 |
7,486 |
61,592 |
+1,167 |
Feb13 |
120307 |
3.360 |
3.360 |
3.299 |
3.322 |
-0.048 |
1,545 |
17,721 |
+133 |
Mar13 |
120307 |
3.340 |
3.340 |
3.280 |
3.304 |
-0.046 |
2,569 |
26,844 |
-298 |
Apr13 |
120307 |
3.269 |
3.288 |
3.253 |
3.276 |
-0.046 |
3,101 |
37,961 |
+445 |
May13 |
120307 |
3.311 |
3.324 |
3.289 |
3.314 |
-0.048 |
743 |
10,380 |
+167 |
Jun13 |
120307 |
3.354 |
3.374 |
3.341 |
3.364 |
-0.048 |
289 |
3,880 |
-29 |
Jul13 |
120307 |
3.430 |
3.430 |
3.383 |
3.406 |
-0.049 |
429 |
4,601 |
+58 |
Total Volume and Open Interest |
252,195 |
1,211,553 |
+7,910 |
Brent Crude Oil(ICE) |
Apr12 |
120307 |
122.19 |
124.45 |
121.99 |
124.12 |
+2.14 |
178,174 |
176,215 |
-14,554 |
May12 |
120307 |
121.59 |
123.92 |
121.42 |
123.55 |
+2.14 |
115,799 |
177,640 |
+8,020 |
Jun12 |
120307 |
121.12 |
123.39 |
120.96 |
123.06 |
+2.14 |
75,668 |
136,939 |
+4,070 |
Jul12 |
120307 |
120.65 |
122.86 |
120.51 |
122.54 |
+2.10 |
25,460 |
62,533 |
-2 |
Aug12 |
120307 |
120.00 |
122.21 |
120.00 |
121.94 |
+2.06 |
15,676 |
51,465 |
+1,296 |
Sep12 |
120307 |
119.56 |
121.46 |
119.32 |
121.24 |
+2.04 |
16,057 |
65,198 |
-187 |
Oct12 |
120307 |
118.90 |
120.79 |
118.67 |
120.56 |
+2.02 |
8,764 |
42,006 |
+1,508 |
Nov12 |
120307 |
118.33 |
120.16 |
118.10 |
119.95 |
+2.00 |
4,471 |
26,449 |
+870 |
Dec12 |
120307 |
117.75 |
119.59 |
117.52 |
119.32 |
+1.97 |
34,208 |
102,923 |
-4,522 |
Jan13 |
120307 |
118.72 |
118.72 |
118.72 |
118.72 |
+1.96 |
2,319 |
17,468 |
+406 |
Feb13 |
120307 |
118.09 |
118.09 |
118.09 |
118.09 |
+1.93 |
3,288 |
10,916 |
+1,312 |
Mar13 |
120307 |
116.85 |
117.44 |
116.83 |
117.44 |
+1.92 |
2,464 |
8,645 |
+191 |
Apr13 |
120307 |
116.15 |
116.79 |
116.12 |
116.79 |
+1.92 |
988 |
6,321 |
+195 |
May13 |
120307 |
116.06 |
116.06 |
116.06 |
116.06 |
+1.87 |
615 |
5,635 |
+85 |
Total Volume and Open Interest |
505,181 |
1,070,045 |
+714 |
Gas Oil(ICE) |
Mar12 |
120307 |
1004.50 |
1016.00 |
1000.00 |
1006.00 |
unch |
34,173 |
59,342 |
-8,957 |
Apr12 |
120307 |
1008.25 |
1020.00 |
1004.00 |
1009.75 |
+0.50 |
81,255 |
144,380 |
+4,373 |
May12 |
120307 |
1010.25 |
1022.50 |
1006.50 |
1012.25 |
+0.75 |
33,957 |
73,951 |
+948 |
Jun12 |
120307 |
1011.25 |
1023.00 |
1008.00 |
1013.50 |
+1.00 |
25,370 |
55,855 |
-841 |
Jul12 |
120307 |
1012.25 |
1024.50 |
1009.25 |
1014.75 |
+1.25 |
7,421 |
29,932 |
+423 |
Aug12 |
120307 |
1012.75 |
1024.75 |
1010.25 |
1015.75 |
+1.75 |
4,974 |
19,644 |
-1,111 |
Sep12 |
120307 |
1014.00 |
1024.50 |
1010.50 |
1015.75 |
+1.75 |
3,303 |
20,945 |
-195 |
Oct12 |
120307 |
1014.00 |
1022.25 |
1009.50 |
1015.00 |
+2.00 |
1,951 |
14,236 |
+45 |
Nov12 |
120307 |
1012.00 |
1020.75 |
1008.00 |
1013.00 |
+2.00 |
1,177 |
11,024 |
-95 |
Dec12 |
120307 |
1010.00 |
1019.25 |
1006.00 |
1011.00 |
+2.00 |
7,074 |
41,691 |
+85 |
Total Volume and Open Interest |
203,468 |
538,466 |
-4,578 |
Ethanol(CBOT) |
Mar12 |
120305 |
2.270 |
2.289 |
2.270 |
2.289 |
+0.029 |
25 |
151 |
-37 |
Apr12 |
120307 |
2.289 |
2.290 |
2.245 |
2.248 |
-0.043 |
219 |
1,396 |
-18 |
May12 |
120307 |
2.306 |
2.306 |
2.260 |
2.266 |
-0.041 |
125 |
1,480 |
+48 |
Jun12 |
120307 |
2.315 |
2.320 |
2.285 |
2.288 |
-0.035 |
50 |
913 |
+14 |
Jul12 |
120307 |
2.331 |
2.338 |
2.295 |
2.299 |
-0.043 |
115 |
1,767 |
-30 |
Aug12 |
120307 |
2.309 |
2.309 |
2.287 |
2.287 |
-0.045 |
53 |
1,193 |
+21 |
Sep12 |
120307 |
2.274 |
2.274 |
2.245 |
2.248 |
-0.034 |
19 |
1,078 |
+0 |
Oct12 |
120307 |
2.178 |
2.180 |
2.156 |
2.161 |
-0.027 |
44 |
795 |
+31 |
Total Volume and Open Interest |
685 |
11,120 |
-66 |
WTI Crude Oil(ICE) |
Apr12 |
120307 |
104.88 |
106.54 |
104.34 |
106.16 |
+1.46 |
47,925 |
45,495 |
+788 |
May12 |
120307 |
105.42 |
106.99 |
104.88 |
106.65 |
+1.44 |
12,149 |
33,357 |
+606 |
Jun12 |
120307 |
106.04 |
107.49 |
105.44 |
107.18 |
+1.43 |
13,460 |
55,460 |
-168 |
Jul12 |
120307 |
106.62 |
107.86 |
105.99 |
107.62 |
+1.46 |
4,577 |
28,951 |
+573 |
Aug12 |
120307 |
107.02 |
107.89 |
106.24 |
107.89 |
+1.52 |
3,799 |
11,110 |
+861 |
Sep12 |
120307 |
107.14 |
108.01 |
106.36 |
108.01 |
+1.55 |
2,152 |
18,766 |
+343 |
Oct12 |
120307 |
107.17 |
108.01 |
106.40 |
108.01 |
+1.54 |
1,244 |
8,749 |
+32 |
Nov12 |
120307 |
107.12 |
107.97 |
106.41 |
107.97 |
+1.52 |
905 |
5,567 |
-59 |
Dec12 |
120307 |
107.16 |
108.08 |
106.41 |
107.93 |
+1.49 |
9,338 |
59,035 |
+694 |
Jan13 |
120307 |
107.83 |
107.83 |
107.83 |
107.83 |
+1.47 |
232 |
5,904 |
+31 |
Feb13 |
120307 |
107.61 |
107.61 |
107.61 |
107.61 |
+1.46 |
212 |
2,009 |
+8 |
Mar13 |
120307 |
107.28 |
107.28 |
107.28 |
107.28 |
+1.45 |
186 |
3,898 |
+51 |
Apr13 |
120307 |
106.84 |
106.84 |
106.84 |
106.84 |
+1.45 |
14 |
489 |
+6 |
May13 |
120307 |
106.35 |
106.35 |
106.35 |
106.35 |
+1.45 |
32 |
625 |
-8 |
Jun13 |
120307 |
105.15 |
105.94 |
104.76 |
105.86 |
+1.45 |
615 |
15,009 |
-89 |
Jul13 |
120307 |
105.29 |
105.29 |
105.29 |
105.29 |
+1.43 |
3 |
142 |
+0 |
Total Volume and Open Interest |
107,188 |
386,463 |
+8,666 |
US Dollar Index(ICE) |
Mar12 |
120307 |
79.830 |
79.980 |
79.645 |
79.762 |
-0.163 |
19,123 |
47,754 |
+493 |
Jun12 |
120307 |
80.180 |
80.405 |
80.130 |
80.232 |
-0.138 |
703 |
1,655 |
+341 |
Sep12 |
120307 |
80.613 |
80.613 |
80.613 |
80.613 |
-0.137 |
|
|
|
Total Volume and Open Interest |
19,826 |
49,409 |
+834 |
Australian Dollar(CME) |
Mar12 |
120307 |
105.35 |
105.78 |
104.95 |
105.60 |
+0.50 |
120,255 |
159,821 |
-5,446 |
Jun12 |
120307 |
104.26 |
104.71 |
103.89 |
104.52 |
+0.50 |
2,977 |
8,626 |
+1,879 |
Sep12 |
120307 |
103.50 |
103.50 |
103.00 |
103.50 |
+0.50 |
0 |
138 |
+0 |
Total Volume and Open Interest |
123,232 |
168,595 |
-3,567 |
British Pound(CME) |
Mar12 |
120307 |
157.17 |
157.58 |
156.97 |
157.39 |
+0.33 |
76,571 |
166,838 |
-1,307 |
Jun12 |
120307 |
157.02 |
157.42 |
156.88 |
157.28 |
+0.32 |
3,456 |
7,633 |
+1,868 |
Sep12 |
120307 |
157.17 |
157.17 |
156.86 |
157.17 |
+0.31 |
0 |
24 |
+0 |
Total Volume and Open Interest |
80,027 |
174,498 |
+561 |
Canadian Dollar(CME) |
Mar12 |
120307 |
99.83 |
100.24 |
99.72 |
100.09 |
+0.37 |
81,626 |
133,294 |
-1,199 |
Jun12 |
120307 |
99.66 |
100.03 |
99.52 |
99.89 |
+0.37 |
3,872 |
9,215 |
+2,589 |
Sep12 |
120307 |
99.36 |
99.80 |
99.31 |
99.68 |
+0.37 |
122 |
1,909 |
+28 |
Dec12 |
120307 |
99.35 |
99.50 |
99.10 |
99.47 |
+0.37 |
272 |
3,064 |
+77 |
Total Volume and Open Interest |
85,899 |
147,612 |
+1,496 |
Japanese Yen(CME) |
Mar12 |
120307 |
123.81 |
124.11 |
123.12 |
123.14 |
-0.70 |
88,300 |
133,330 |
-5,129 |
Jun12 |
120307 |
123.96 |
124.20 |
123.25 |
123.26 |
-0.69 |
10,875 |
16,278 |
+7,913 |
Sep12 |
120307 |
123.41 |
124.10 |
123.41 |
123.41 |
-0.69 |
4 |
42 |
-3 |
Total Volume and Open Interest |
99,179 |
149,665 |
+2,781 |
Swiss Franc(CME) |
Mar12 |
120307 |
108.83 |
109.21 |
108.69 |
109.10 |
+0.32 |
31,930 |
43,806 |
-1,026 |
Jun12 |
120307 |
108.89 |
109.31 |
108.82 |
109.23 |
+0.32 |
701 |
8,513 |
+443 |
Sep12 |
120307 |
109.39 |
109.39 |
109.07 |
109.39 |
+0.32 |
0 |
9 |
+0 |
Total Volume and Open Interest |
32,631 |
52,330 |
-583 |
EuroFX(CME) |
Mar12 |
120307 |
131.19 |
131.65 |
130.97 |
131.49 |
+0.43 |
220,586 |
251,386 |
-4,990 |
Jun12 |
120307 |
131.24 |
131.72 |
131.05 |
131.56 |
+0.43 |
4,879 |
24,293 |
+1,059 |
Sep12 |
120307 |
131.64 |
131.64 |
131.21 |
131.64 |
+0.43 |
9 |
199 |
+1 |
Total Volume and Open Interest |
225,475 |
275,921 |
-3,930 |
Mexican Peso(CME) |
Mar12 |
120307 |
768.8 |
778.8 |
767.8 |
775.0 |
+6.2 |
33,171 |
141,528 |
-1,896 |
Apr12 |
120307 |
773.2 |
773.2 |
766.8 |
773.2 |
+6.5 |
|
|
|
Total Volume and Open Interest |
36,182 |
203,769 |
+725 |
Brazilian Real(CME) |
Apr12 |
120307 |
562.05 |
565.70 |
560.65 |
562.05 |
-2.50 |
768 |
3,455 |
+374 |
May12 |
120307 |
558.90 |
558.90 |
558.90 |
558.90 |
-2.00 |
|
|
|
Jun12 |
120307 |
557.25 |
557.25 |
551.10 |
555.70 |
-1.50 |
88 |
2,599 |
+88 |
Jul12 |
120307 |
552.45 |
552.45 |
552.45 |
552.45 |
-1.50 |
|
|
|
Total Volume and Open Interest |
856 |
19,604 |
+462 |
30-Year T-Bonds(CBOT) |
Mar12 |
120307 |
143~120 |
143~140 |
142~240 |
142~300 |
-0~160 |
10,934 |
17,863 |
-4,942 |
Jun12 |
120307 |
142~010 |
142~020 |
141~090 |
141~160 |
-0~160 |
235,370 |
573,757 |
+2,075 |
Sep12 |
120307 |
140~130 |
140~290 |
140~130 |
140~130 |
-0~160 |
0 |
14 |
+0 |
Total Volume and Open Interest |
246,304 |
591,634 |
-2,867 |
10-Year T-Notes(CBOT) |
Mar12 |
120307 |
131~225 |
131~225 |
131~140 |
131~165 |
-0~065 |
45,042 |
65,605 |
-24,445 |
Jun12 |
120307 |
131~135 |
131~135 |
131~045 |
131~070 |
-0~065 |
753,374 |
1,759,152 |
-760 |
Sep12 |
120307 |
130~085 |
130~085 |
130~085 |
130~085 |
-0~065 |
0 |
1 |
+0 |
Total Volume and Open Interest |
798,416 |
1,824,759 |
-25,205 |
5-Year T-Notes(CBOT) |
Mar12 |
120307 |
123~063 |
123~068 |
123~049 |
123~050 |
-0~018 |
35,427 |
84,871 |
-13,485 |
Jun12 |
120307 |
123~059 |
123~060 |
123~035 |
123~038 |
-0~020 |
417,184 |
1,275,342 |
-9,432 |
Sep12 |
120307 |
122~062 |
122~082 |
122~062 |
122~062 |
-0~020 |
|
|
|
Total Volume and Open Interest |
452,611 |
1,360,213 |
-22,917 |
2 Year T-Notes(CBOT) |
Mar12 |
120307 |
110~032 |
110~034 |
110~025 |
110~026 |
-0~008 |
14,011 |
80,913 |
-2,639 |
Jun12 |
120307 |
110~022 |
110~023 |
110~014 |
110~015 |
-0~008 |
156,898 |
784,238 |
+372 |
Sep12 |
120307 |
109~087 |
109~089 |
109~087 |
109~087 |
-0~002 |
|
|
|
Total Volume and Open Interest |
170,909 |
865,151 |
-2,267 |
Eurodollars(CME) |
Mar12 |
120307 |
99.537 |
99.540 |
99.530 |
99.537 |
-0.003 |
110,616 |
883,394 |
-5,716 |
Jun12 |
120307 |
99.545 |
99.550 |
99.530 |
99.545 |
unch |
189,315 |
1,089,148 |
-6,179 |
Sep12 |
120307 |
99.520 |
99.525 |
99.505 |
99.520 |
+0.005 |
174,841 |
923,177 |
+1,341 |
Dec12 |
120307 |
99.485 |
99.490 |
99.470 |
99.485 |
+0.005 |
177,676 |
904,873 |
+2,969 |
Mar13 |
120307 |
99.455 |
99.460 |
99.440 |
99.455 |
+0.005 |
183,545 |
702,441 |
-9,410 |
Jun13 |
120307 |
99.405 |
99.415 |
99.395 |
99.410 |
+0.005 |
210,453 |
583,320 |
-17,179 |
Sep13 |
120307 |
99.355 |
99.360 |
99.345 |
99.355 |
unch |
155,464 |
625,889 |
+5,231 |
Dec13 |
120307 |
99.300 |
99.300 |
99.275 |
99.290 |
-0.005 |
107,628 |
569,160 |
+1,075 |
Mar14 |
120307 |
99.230 |
99.235 |
99.210 |
99.225 |
-0.005 |
83,541 |
451,359 |
+4,863 |
Jun14 |
120307 |
99.140 |
99.145 |
99.115 |
99.135 |
-0.005 |
59,620 |
304,169 |
+3,484 |
Sep14 |
120307 |
99.025 |
99.030 |
98.995 |
99.015 |
-0.010 |
51,637 |
277,759 |
+1,777 |
Dec14 |
120307 |
98.875 |
98.875 |
98.840 |
98.855 |
-0.015 |
49,505 |
316,312 |
-1,733 |
Mar15 |
120307 |
98.720 |
98.720 |
98.685 |
98.705 |
-0.015 |
30,598 |
216,244 |
+2,747 |
Jun15 |
120307 |
0.256 |
0.256 |
0.216 |
0.236 |
-0.020 |
25,249 |
203,654 |
+4,216 |
Sep15 |
120307 |
0.096 |
0.096 |
0.061 |
0.076 |
-0.025 |
19,358 |
126,061 |
+1,870 |
Dec15 |
120307 |
6.495 |
6.495 |
6.455 |
6.470 |
-0.025 |
18,427 |
131,849 |
+2,117 |
Mar16 |
120307 |
6.355 |
6.355 |
6.305 |
6.325 |
-0.025 |
10,140 |
74,979 |
+1,415 |
Jun16 |
120307 |
6.200 |
6.205 |
6.165 |
6.180 |
-0.025 |
14,870 |
85,992 |
+2,385 |
Total Volume and Open Interest |
1,701,979 |
8,706,863 |
-1,649 |
30 Day Federal Funds(CBOT) |
Mar12 |
120307 |
99.890 |
99.893 |
99.887 |
99.890 |
unch |
1,160 |
61,300 |
-73 |
Apr12 |
120307 |
99.885 |
99.890 |
99.880 |
99.885 |
unch |
817 |
44,238 |
+391 |
May12 |
120307 |
99.885 |
99.890 |
99.875 |
99.885 |
unch |
508 |
47,888 |
+22 |
Jun12 |
120307 |
99.880 |
99.885 |
99.865 |
99.875 |
-0.005 |
432 |
33,303 |
+202 |
Jul12 |
120307 |
99.880 |
99.885 |
99.860 |
99.870 |
-0.005 |
1,304 |
40,136 |
+542 |
Aug12 |
120307 |
99.865 |
99.875 |
99.850 |
99.865 |
-0.005 |
2,139 |
33,854 |
-310 |
Total Volume and Open Interest |
28,465 |
511,274 |
+4,325 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120307 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
58 |
+0 |
Jun12 |
120307 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
120307 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Dec12 |
120307 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Mar13 |
120307 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Jun13 |
120307 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Sep13 |
120307 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec13 |
120307 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Mar14 |
120307 |
99.510 |
99.510 |
99.510 |
99.510 |
unch |
|
|
|
Jun14 |
120307 |
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 |
120307 |
140.22 |
140.52 |
140.10 |
140.27 |
unch |
946,495 |
665,498 |
-120,050 |
Jun12 |
120307 |
138.50 |
138.78 |
138.39 |
138.56 |
+0.01 |
454,070 |
476,650 |
+221,741 |
Sep12 |
120307 |
137.26 |
137.26 |
137.10 |
137.10 |
-0.01 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,400,565 |
1,142,150 |
+101,691 |
Euro-Bobl(EUREX) |
Mar12 |
120307 |
125.74 |
125.91 |
125.67 |
125.78 |
-0.01 |
672,158 |
409,437 |
-157,013 |
Jun12 |
120307 |
124.14 |
124.27 |
124.04 |
124.17 |
-0.01 |
427,690 |
387,356 |
+186,619 |
Sep12 |
120307 |
124.19 |
124.28 |
124.19 |
124.28 |
+0.24 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,099,848 |
796,797 |
+29,606 |
3-Mth Euribor(EUREX) |
Mar12 |
120307 |
99.175 |
99.175 |
99.165 |
99.165 |
-0.010 |
101 |
1,531 |
-74 |
Jun12 |
120307 |
99.310 |
99.310 |
99.305 |
99.305 |
-0.005 |
100 |
1,402 |
+100 |
Sep12 |
120307 |
99.340 |
99.340 |
99.340 |
99.340 |
-0.005 |
20 |
983 |
-12 |
Total Volume and Open Interest |
238 |
6,646 |
+13 |
Long Gilt(LIFFE) |
Mar12 |
120307 |
116~17 |
116~25 |
116~15 |
116~15 |
-0~02 |
2,314 |
37,066 |
-348 |
Jun12 |
120307 |
115~07 |
115~18 |
115~05 |
115~06 |
-0~03 |
107,595 |
290,035 |
+2,861 |
Total Volume and Open Interest |
109,909 |
327,101 |
+2,513 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120307 |
99.00 |
99.00 |
98.99 |
99.00 |
unch |
57,266 |
296,251 |
-124 |
Jun12 |
120307 |
99.10 |
99.11 |
99.09 |
99.10 |
-0.02 |
73,048 |
248,232 |
-2,529 |
Sep12 |
120307 |
99.13 |
99.14 |
99.11 |
99.13 |
-0.01 |
87,355 |
314,388 |
+1,632 |
Dec12 |
120307 |
99.13 |
99.13 |
99.10 |
99.11 |
-0.02 |
73,355 |
252,711 |
-10,584 |
Mar13 |
120307 |
99.11 |
99.11 |
99.08 |
99.09 |
-0.02 |
71,766 |
314,314 |
-412 |
Jun13 |
120307 |
99.07 |
99.08 |
99.04 |
99.05 |
-0.02 |
57,484 |
213,449 |
-3,517 |
Total Volume and Open Interest |
546,806 |
2,178,796 |
-20,211 |
3-Mth Euribor(LIFFE) |
Mar12 |
120307 |
99.170 |
99.180 |
99.160 |
99.165 |
-0.010 |
101,180 |
511,010 |
+7,125 |
Jun12 |
120307 |
99.310 |
99.315 |
99.285 |
99.305 |
-0.005 |
126,658 |
454,665 |
-15,572 |
Sep12 |
120307 |
99.340 |
99.355 |
99.325 |
99.340 |
-0.005 |
95,850 |
459,487 |
-1,141 |
Total Volume and Open Interest |
672,896 |
3,430,041 |
-3,008 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120307 |
95.52 |
95.55 |
95.51 |
95.54 |
+0.01 |
41,726 |
69,183 |
-13,882 |
Jun12 |
120307 |
95.72 |
95.78 |
95.70 |
95.77 |
+0.05 |
50,968 |
214,838 |
+9,131 |
Sep12 |
120307 |
95.86 |
95.92 |
95.83 |
95.91 |
+0.06 |
34,245 |
140,704 |
+4,146 |
Dec12 |
120307 |
95.91 |
95.99 |
95.89 |
95.98 |
+0.07 |
12,581 |
77,610 |
+1,190 |
Mar13 |
120307 |
95.91 |
95.98 |
95.90 |
95.98 |
+0.07 |
3,779 |
51,614 |
+1,038 |
Jun13 |
120307 |
95.86 |
95.94 |
95.85 |
95.94 |
+0.07 |
2,176 |
49,118 |
+951 |
Sep13 |
120307 |
95.81 |
95.89 |
95.78 |
95.88 |
+0.08 |
1,685 |
30,974 |
+771 |
Dec13 |
120307 |
95.72 |
95.82 |
95.72 |
95.82 |
+0.08 |
1,470 |
25,615 |
+548 |
Mar14 |
120307 |
95.68 |
95.78 |
95.60 |
95.78 |
+0.09 |
553 |
3,824 |
+194 |
Jun14 |
120307 |
95.61 |
95.71 |
95.55 |
95.71 |
+0.09 |
116 |
460 |
+6 |
Total Volume and Open Interest |
149,299 |
664,164 |
+4,093 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120307 |
95.94 |
96.01 |
95.94 |
95.99 |
+0.04 |
43,550 |
352,069 |
+5,573 |
Jun12 |
120307 |
95.97 |
96.01 |
95.96 |
95.99 |
+0.05 |
876 |
1,101 |
+657 |
Total Volume and Open Interest |
44,426 |
353,170 |
+6,230 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120307 |
96.35 |
96.46 |
96.34 |
96.45 |
+0.09 |
183,318 |
443,030 |
+47,561 |
Jun12 |
120307 |
96.43 |
96.49 |
96.42 |
96.49 |
+0.10 |
1,980 |
2,392 |
+1,939 |
Total Volume and Open Interest |
185,298 |
445,422 |
+49,500 |
Gold(CMX) |
Apr12 |
120307 |
1675.0 |
1688.7 |
1671.7 |
1683.9 |
+11.8 |
158,938 |
227,208 |
-2,739 |
Jun12 |
120307 |
1677.8 |
1691.4 |
1675.0 |
1686.7 |
+11.8 |
6,998 |
70,644 |
+491 |
Aug12 |
120307 |
1681.6 |
1691.6 |
1679.1 |
1689.4 |
+11.9 |
3,011 |
25,653 |
+74 |
Oct12 |
120307 |
1682.7 |
1691.9 |
1680.1 |
1691.9 |
+11.9 |
2,205 |
12,846 |
+245 |
Dec12 |
120307 |
1688.7 |
1697.1 |
1683.2 |
1694.3 |
+11.9 |
2,097 |
31,598 |
-223 |
Feb13 |
120307 |
1689.6 |
1697.9 |
1689.6 |
1696.6 |
+11.9 |
1,437 |
14,836 |
+324 |
Apr13 |
120307 |
1692.3 |
1699.0 |
1692.3 |
1699.0 |
+11.9 |
430 |
4,399 |
+92 |
Jun13 |
120307 |
1692.5 |
1701.8 |
1692.5 |
1701.8 |
+11.9 |
86 |
9,551 |
+35 |
Aug13 |
120307 |
1698.2 |
1704.8 |
1698.2 |
1704.8 |
+11.9 |
0 |
279 |
+0 |
Oct13 |
120307 |
1708.2 |
1708.2 |
1708.2 |
1708.2 |
+12.0 |
0 |
1 |
+0 |
Dec13 |
120307 |
1711.8 |
1711.8 |
1711.8 |
1711.8 |
+12.0 |
287 |
10,860 |
-74 |
Total Volume and Open Interest |
176,224 |
444,415 |
-1,653 |
Silver(CMX) |
Mar12 |
120307 |
3294.0 |
3354.3 |
3283.0 |
3354.3 |
+80.2 |
792 |
836 |
-450 |
May12 |
120307 |
3294.5 |
3361.0 |
3275.5 |
3358.5 |
+80.2 |
53,048 |
60,743 |
-647 |
Jul12 |
120307 |
3305.0 |
3364.4 |
3287.0 |
3364.4 |
+80.4 |
3,263 |
11,712 |
-272 |
Sep12 |
120307 |
3307.5 |
3369.5 |
3303.0 |
3369.0 |
+80.5 |
987 |
5,351 |
+113 |
Dec12 |
120307 |
3300.5 |
3374.9 |
3299.0 |
3374.9 |
+80.8 |
1,395 |
14,961 |
+600 |
Mar13 |
120307 |
3340.0 |
3378.2 |
3323.0 |
3378.2 |
+81.0 |
319 |
2,090 |
+222 |
May13 |
120307 |
3380.0 |
3380.0 |
3380.0 |
3380.0 |
+81.3 |
43 |
1,102 |
+9 |
Total Volume and Open Interest |
60,871 |
112,424 |
-173 |
Platinum(NYMEX) |
Apr12 |
120307 |
1614.4 |
1635.0 |
1611.0 |
1627.3 |
+15.4 |
11,276 |
36,936 |
-1,355 |
Jul12 |
120307 |
1616.5 |
1637.9 |
1616.5 |
1632.0 |
+15.5 |
738 |
6,661 |
+419 |
Oct12 |
120307 |
1635.7 |
1636.2 |
1635.7 |
1636.2 |
+15.5 |
72 |
553 |
+72 |
Jan13 |
120307 |
1639.2 |
1639.2 |
1639.2 |
1639.2 |
+15.5 |
0 |
7 |
+0 |
Total Volume and Open Interest |
12,088 |
44,165 |
-862 |
Palladium(NYMEX) |
Mar12 |
120307 |
28.39 |
28.39 |
28.39 |
28.39 |
+13.75 |
103 |
75 |
-10 |
Jun12 |
120307 |
12.59 |
32.39 |
10.69 |
29.99 |
+13.75 |
2,113 |
21,229 |
-83 |
Sep12 |
120307 |
13.09 |
31.64 |
13.09 |
31.39 |
+13.75 |
1 |
332 |
+0 |
Total Volume and Open Interest |
2,219 |
21,639 |
-93 |
Copper(CMX) |
Mar12 |
120307 |
375.70 |
377.75 |
370.95 |
376.05 |
+2.95 |
657 |
4,697 |
-820 |
May12 |
120307 |
373.90 |
378.60 |
371.40 |
376.70 |
+2.95 |
43,244 |
85,206 |
+825 |
Jul12 |
120307 |
373.90 |
379.25 |
372.50 |
377.75 |
+2.95 |
3,192 |
31,039 |
+137 |
Sep12 |
120307 |
377.95 |
379.80 |
374.20 |
378.75 |
+2.95 |
835 |
13,350 |
+181 |
Dec12 |
120307 |
378.90 |
381.50 |
375.00 |
379.75 |
+2.95 |
599 |
9,140 |
+195 |
Total Volume and Open Interest |
49,068 |
155,347 |
+637 |
DJIA Index(CBOT) |
Mar12 |
120307 |
12755 |
12845 |
12755 |
12841 |
+97 |
509 |
13,262 |
+146 |
Jun12 |
120307 |
12698 |
12772 |
12698 |
12772 |
+98 |
17 |
321 |
+12 |
Sep12 |
120307 |
12706 |
12706 |
12611 |
12706 |
+95 |
|
|
|
Dec12 |
120307 |
12629 |
12629 |
12534 |
12629 |
+95 |
1 |
1 |
+1 |
Total Volume and Open Interest |
527 |
13,584 |
+159 |
E-mini DJIA Index(CBOT) |
Mar12 |
120307 |
12741 |
12849 |
12741 |
12841 |
+97 |
108,909 |
110,595 |
+264 |
Jun12 |
120307 |
12684 |
12779 |
12678 |
12772 |
+98 |
523 |
560 |
+178 |
Sep12 |
120307 |
12619 |
12706 |
12611 |
12706 |
+95 |
10 |
30 |
+3 |
Dec12 |
120307 |
12629 |
12629 |
12629 |
12629 |
+95 |
2 |
19 |
+1 |
Total Volume and Open Interest |
109,444 |
111,204 |
+446 |
S & P 500(CME) |
Mar12 |
120307 |
1341.10 |
1354.20 |
1341.10 |
1352.80 |
+10.90 |
14,780 |
228,004 |
-3,738 |
Jun12 |
120307 |
1340.30 |
1348.00 |
1338.80 |
1347.00 |
+10.90 |
5,296 |
16,610 |
+4,211 |
Sep12 |
120307 |
1340.90 |
1341.00 |
1340.90 |
1340.90 |
+10.90 |
110 |
1,246 |
+100 |
Dec12 |
120307 |
1334.50 |
1334.60 |
1334.50 |
1334.50 |
+10.90 |
0 |
658 |
+0 |
Total Volume and Open Interest |
20,186 |
246,518 |
+573 |
S & P 500 E-Mini(Globex) |
Mar12 |
120307 |
1341.50 |
1354.25 |
1341.25 |
1352.75 |
+10.75 |
1,535,936 |
2,757,168 |
-28,031 |
Jun12 |
120307 |
1336.75 |
1348.25 |
1335.75 |
1347.00 |
+11.00 |
46,263 |
150,539 |
+23,968 |
Total Volume and Open Interest |
1,582,225 |
2,908,119 |
-4,057 |
NASDAQ 100(CME) |
Mar12 |
120307 |
2597.00 |
2613.00 |
2589.30 |
2608.80 |
+19.30 |
415 |
18,297 |
+301 |
Jun12 |
120307 |
2595.50 |
2607.00 |
2593.00 |
2603.30 |
+19.50 |
79 |
1,395 |
+50 |
Sep12 |
120307 |
2600.80 |
2600.80 |
2599.30 |
2600.80 |
+19.50 |
|
|
|
Total Volume and Open Interest |
494 |
19,692 |
+351 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120307 |
2589.80 |
2614.50 |
2588.30 |
2608.80 |
+19.30 |
223,081 |
465,212 |
-12,176 |
Jun12 |
120307 |
2585.00 |
2609.30 |
2585.00 |
2603.30 |
+19.50 |
4,207 |
3,858 |
+1,974 |
Total Volume and Open Interest |
227,288 |
469,093 |
-10,202 |
S & P Midcap 400(CME) |
Mar12 |
120307 |
964.10 |
965.00 |
964.10 |
964.10 |
+9.60 |
0 |
2,519 |
+0 |
Jun12 |
120307 |
961.30 |
961.30 |
961.30 |
961.30 |
+9.80 |
|
|
|
Sep12 |
120307 |
959.10 |
959.10 |
959.10 |
959.10 |
+9.60 |
|
|
|
Total Volume and Open Interest |
0 |
2,519 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120307 |
9535 |
9675 |
9515 |
9650 |
+110 |
24,449 |
33,054 |
-5,222 |
Jun12 |
120307 |
9450 |
9630 |
9450 |
9610 |
+115 |
19,749 |
21,768 |
+14,875 |
Total Volume and Open Interest |
44,198 |
54,822 |
+9,653 |
Nikkei 225(SGX) |
Mar12 |
120307 |
9575 |
9605 |
9565 |
9570 |
-60 |
140,550 |
224,433 |
-4,116 |
Jun12 |
120307 |
9510 |
9530 |
9500 |
9500 |
-60 |
35,231 |
40,015 |
+12,165 |
Sep12 |
120307 |
9490 |
9490 |
9490 |
9490 |
-60 |
0 |
30 |
+0 |
Total Volume and Open Interest |
180,654 |
275,536 |
+11,245 |
CAC 40(EURONEXT) |
Mar12 |
120307 |
3357.0 |
3399.0 |
3357.0 |
3393.0 |
+29.0 |
174,499 |
375,066 |
+5,957 |
Apr12 |
120307 |
3354.0 |
3388.0 |
3354.0 |
3385.5 |
+29.0 |
5,665 |
40,075 |
+21,998 |
May12 |
120307 |
3324.5 |
3324.5 |
3324.5 |
3324.5 |
+27.0 |
|
|
|
Total Volume and Open Interest |
180,187 |
415,347 |
+27,955 |
Hang Seng Index(HKFE) |
Mar12 |
120307 |
20457 |
20674 |
20444 |
20569 |
-122 |
76,263 |
101,955 |
+602 |
Apr12 |
120307 |
20400 |
20670 |
20400 |
20565 |
-124 |
634 |
1,628 |
+402 |
Total Volume and Open Interest |
77,152 |
107,970 |
+1,052 |
DAX(EUREX) |
Mar12 |
120307 |
6611.0 |
6683.0 |
6611.0 |
6676.0 |
+16.5 |
138,695 |
162,388 |
+3,205 |
Jun12 |
120307 |
6629.5 |
6696.0 |
6627.0 |
6689.5 |
+17.0 |
8,594 |
17,463 |
+6,801 |
Sep12 |
120307 |
6630.5 |
6696.5 |
6630.5 |
6696.5 |
+17.0 |
249 |
773 |
+242 |
Total Volume and Open Interest |
147,538 |
180,624 |
+10,248 |
FT-SE 100(EURONEXT) |
Mar12 |
120307 |
5737.00 |
5796.50 |
5734.50 |
5789.00 |
+30.50 |
100,093 |
629,897 |
-3,741 |
Jun12 |
120307 |
5682.50 |
5744.00 |
5682.50 |
5737.00 |
+30.00 |
1,940 |
29,394 |
+443 |
Sep12 |
120307 |
5697.00 |
5697.00 |
5697.00 |
5697.00 |
+30.50 |
0 |
520 |
+0 |
Total Volume and Open Interest |
102,033 |
659,828 |
-3,298 |
SPI 200(SFE) |
Mar12 |
120307 |
4209.0 |
4209.0 |
4136.0 |
4141.0 |
-69.0 |
39,826 |
201,166 |
+10,547 |
Jun12 |
120307 |
4212.0 |
4212.0 |
4150.0 |
4154.0 |
-70.0 |
1,160 |
4,080 |
+609 |
Sep12 |
120307 |
4148.0 |
4148.0 |
4124.0 |
4124.0 |
-67.0 |
21 |
1,827 |
+13 |
Total Volume and Open Interest |
41,027 |
208,352 |
+11,189 |
GSCI(CME) |
Mar12 |
120307 |
694.75 |
697.75 |
689.75 |
697.00 |
+4.00 |
402 |
10,247 |
+84 |
Apr12 |
120307 |
695.50 |
699.90 |
691.75 |
699.20 |
+4.20 |
10 |
84 |
+8 |
May12 |
120307 |
700.25 |
701.00 |
693.50 |
700.25 |
+3.75 |
|
|
|
Total Volume and Open Interest |
412 |
10,331 |
+92 |
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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