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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu March 15, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May12 120315 1352.25 1370.00 1352.00 1369.00 +18.75 104,890 258,756 +5,429
Jul12 120315 1358.00 1376.50 1357.75 1375.50 +19.00 42,321 128,963 +475
Aug12 120315 1354.00 1365.25 1348.00 1365.25 +17.25 833 5,312 +142
Sep12 120315 1331.75 1343.75 1327.50 1343.75 +16.25 860 5,121 +143
Nov12 120315 1311.00 1327.75 1311.00 1326.25 +15.25 32,230 141,500 +4,739
Jan13 120315 1312.00 1328.00 1312.00 1326.25 +14.25 5,639 23,425 +1,538
Mar13 120315 1307.00 1319.00 1307.00 1314.50 +12.00 4,578 16,345 +1,776
May13 120315 1292.50 1310.00 1292.50 1302.75 +10.25 2,885 6,802 +598
Jul13 120315 1302.50 1310.00 1296.00 1306.50 +10.50 1,158 9,954 +352
Aug13 120315 1295.75 1295.75 1284.50 1295.75 +11.25 6 71 +3
Sep13 120315 1266.25 1266.25 1255.00 1266.25 +11.25 12 108 +3
Nov13 120315 1225.75 1245.00 1225.75 1240.50 +11.25 397 6,143 +138
Jan14 120315 1247.25 1247.25 1236.00 1247.25 +11.25 0 128 +0
Mar14 120315 1247.75 1247.75 1236.50 1247.75 +11.25      
Total Volume and Open Interest 196,658 603,318 +14,788
Soybean Meal(CBOT)
May12 120315 366.60 371.50 366.30 371.40 +4.20 41,435 120,413 +2,246
Jul12 120315 368.60 372.70 367.80 372.70 +4.00 13,039 40,154 +62
Aug12 120315 367.60 369.70 365.60 369.70 +4.10 1,633 7,856 -180
Sep12 120315 361.50 364.40 360.70 364.20 +3.50 982 7,451 +95
Oct12 120315 354.80 356.20 352.90 356.00 +3.10 2,571 4,970 +397
Dec12 120315 351.10 355.10 350.90 354.70 +3.00 8,556 27,388 +1,656
Jan13 120315 351.00 352.10 349.70 352.10 +2.40 885 3,601 +102
Mar13 120315 348.00 349.30 345.90 348.20 +1.60 935 4,321 +133
May13 120315 344.20 344.20 340.30 342.80 +1.50 939 2,492 +354
Jul13 120315 342.20 342.20 340.00 342.20 +1.20 161 1,294 +77
Total Volume and Open Interest 72,253 222,437 +4,318
Soybean Oil(CBOT)
May12 120315 54.79 55.70 54.74 55.48 +0.68 50,468 161,419 +714
Jul12 120315 55.15 56.07 55.13 55.85 +0.67 18,951 83,719 +510
Aug12 120315 55.58 56.20 55.33 56.02 +0.69 975 11,413 +124
Sep12 120315 55.60 56.25 55.60 56.18 +0.71 1,222 7,314 -333
Oct12 120315 55.60 56.35 55.60 56.28 +0.71 2,289 7,481 +667
Dec12 120315 55.78 56.66 55.75 56.48 +0.66 14,217 55,088 +2,668
Jan13 120315 56.41 56.55 55.89 56.55 +0.66 285 2,205 +45
Mar13 120315 56.27 56.63 56.26 56.62 +0.66 589 3,356 +409
May13 120315 56.26 56.60 55.94 56.60 +0.66 601 1,670 +189
Jul13 120315 56.47 56.65 55.99 56.65 +0.66 210 3,028 +179
Total Volume and Open Interest 90,699 339,672 +5,161
Canola(WCE)
Mar12 120314 598.7 598.7 598.7 598.7 +0.9 0 15 +0
May12 120315 588.0 599.9 588.0 598.9 +11.2 8,998 93,615 +125
Jul12 120315 588.0 599.2 587.9 598.5 +10.6 4,228 35,515 -377
Nov12 120315 549.4 558.3 549.4 557.6 +8.4 5,510 65,032 +2,406
Jan13 120315 552.6 562.2 552.6 561.6 +9.0 653 5,247 +621
Total Volume and Open Interest 19,772 203,431 +3,018
Corn(CBOT)
May12 120315 658.75 673.00 658.00 669.00 +10.25 153,845 504,461 +6,323
Jul12 120315 656.00 669.00 655.00 667.00 +10.25 69,168 296,568 +2,403
Sep12 120315 601.00 609.00 600.50 606.00 +4.75 26,358 132,515 +4,310
Dec12 120315 563.50 572.25 562.75 572.25 +8.25 42,123 302,038 +6,346
Mar13 120315 574.00 582.75 573.00 581.50 +7.25 3,444 48,431 +202
May13 120315 583.00 589.00 581.25 588.50 +7.25 782 4,020 +60
Jul13 120315 587.50 594.00 584.75 593.25 +8.50 937 6,957 +392
Sep13 120315 561.00 566.75 559.25 566.75 +7.50 23 1,051 +2
Dec13 120315 553.00 561.00 553.00 561.00 +8.25 1,176 21,542 -260
Mar14 120315 564.00 572.50 564.00 572.50 +8.50 4 473 +0
Total Volume and Open Interest 299,797 1,322,339 +18,352
Wheat(CBOT)
May12 120315 644.50 667.25 643.25 664.75 +21.00 42,407 190,240 +1,130
Jul12 120315 655.50 677.25 654.00 672.50 +18.00 17,857 109,363 -317
Sep12 120315 670.00 688.50 670.00 686.50 +16.50 8,363 51,657 +708
Dec12 120315 690.75 710.00 689.50 703.75 +14.25 5,300 70,852 +773
Mar13 120315 704.00 716.50 703.50 716.25 +12.75 378 10,232 +192
May13 120315 718.00 723.25 711.50 723.25 +11.75 20 732 -1
Total Volume and Open Interest 74,724 441,469 +2,444
Wheat(KCBT)
May12 120315 682.50 705.50 681.75 704.50 +23.50 7,015 45,130 +454
Jul12 120315 692.50 713.75 690.75 713.25 +23.00 4,020 56,801 -246
Sep12 120315 706.75 725.50 706.75 725.00 +20.00 978 12,307 +250
Dec12 120315 725.75 742.50 724.00 741.50 +18.75 459 15,900 +159
Mar13 120315 750.25 752.50 739.25 752.50 +18.75 8 678 +1
May13 120315 755.75 755.75 755.75 755.75 +18.75 9 62 -4
Total Volume and Open Interest 12,510 131,418 +606
Wheat(MGE)
Mar12 120314 810.75 810.75 810.75 810.75 unch 14 30 +0
May12 120315 806.00 823.00 806.00 820.25 +13.75 1,531 12,240 -119
Jul12 120315 805.00 819.50 803.25 818.50 +13.50 518 9,381 -231
Sep12 120315 791.75 806.00 791.75 805.00 +13.25 508 8,995 -112
Dec12 120315 796.50 807.75 796.50 807.75 +14.25 235 5,307 +0
Total Volume and Open Interest 2,818 36,444 -488
Oats(CBOT)
May12 120315 310.50 330.00 310.50 329.00 +17.75 500 7,383 -261
Jul12 120315 303.00 318.50 300.50 318.00 +16.75 219 1,900 +194
Sep12 120315 311.50 316.00 310.50 316.00 +16.75 10 229 +2
Dec12 120315 315.00 324.25 306.00 324.25 +18.25 5 1,871 +0
Total Volume and Open Interest 744 11,401 -72
Rough Rice(CBOT)
Mar12 120314 13.85 13.95 13.85 13.95 -0.17 1 8 -1
May12 120315 13.90 14.39 13.90 14.32 +0.40 470 12,097 -58
Jul12 120315 14.23 14.65 14.20 14.59 +0.40 62 1,756 +21
Sep12 120315 14.44 14.82 14.44 14.82 +0.40 40 880 +20
Total Volume and Open Interest 580 14,801 -17
Live Cattle(CME)
Apr12 120315 127.035 128.100 125.500 125.580 -1.455 30,198 84,873 -7,683
Jun12 120315 124.000 124.900 122.700 122.850 -1.050 25,480 129,156 +4,422
Aug12 120315 126.550 127.230 125.135 125.180 -1.355 8,835 70,437 +1,256
Oct12 120315 131.550 132.380 130.500 130.700 -0.850 5,023 38,673 +358
Dec12 120315 133.000 133.850 132.100 132.200 -0.800 2,108 19,417 +444
Feb13 120315 133.485 134.200 132.535 132.900 -0.600 406 5,822 +86
Total Volume and Open Interest 72,187 351,454 -1,037
Feeder Cattle(CME)
Mar12 120315 155.185 155.500 154.250 154.380 -0.820 1,188 5,342 -495
Apr12 120315 157.100 158.050 155.700 156.000 -1.235 3,252 12,987 -195
May12 120315 158.350 159.435 156.880 157.300 -1.450 2,526 16,151 +461
Aug12 120315 160.285 161.000 158.650 158.800 -1.550 1,056 13,864 +30
Sep12 120315 160.000 160.935 158.650 159.000 -1.400 245 2,696 +55
Oct12 120315 160.600 161.000 158.750 159.100 -1.700 113 1,410 +40
Nov12 120315 160.750 161.000 158.800 159.250 -1.500 26 895 +7
Total Volume and Open Interest 8,414 53,578 -90
Lean Hogs(CME)
Apr12 120315 87.730 88.000 86.830 86.900 -0.500 24,640 46,209 -7,623
May12 120315 95.100 95.330 94.500 95.150 +0.150 92 3,109 -1
Jun12 120315 94.680 95.300 94.000 94.135 -0.415 22,071 82,982 +7,277
Jul12 120315 95.400 95.885 94.800 94.800 -0.450 4,472 28,445 +790
Aug12 120315 96.100 96.600 95.650 95.885 -0.115 4,045 32,734 +830
Oct12 120315 86.750 87.180 86.250 86.500 -0.300 2,757 31,398 +382
Dec12 120315 83.150 83.750 82.980 83.300 +0.015 2,157 19,848 +712
Feb13 120315 84.285 84.480 83.950 84.250 +0.200 316 6,210 +239
Total Volume and Open Interest 61,216 256,308 +2,962
Class III Milk(CME)
Mar12 120315 15.51 15.55 15.47 15.51 +0.01 365 6,138 -107
Apr12 120315 15.72 16.01 15.70 15.95 +0.26 424 4,675 -7
May12 120315 15.39 15.68 15.39 15.64 +0.27 281 3,783 +8
Jun12 120315 15.73 16.04 15.70 15.96 +0.23 120 3,267 +48
Jul12 120315 16.34 16.61 16.29 16.58 +0.32 20 2,451 +7
Total Volume and Open Interest 1,287 31,092 -4
Cocoa(ICE)
Mar12 120315 2331 2331 2254 2254 -86 43 9 -8
May12 120315 2310 2310 2177 2221 -93 10,275 69,395 -843
Jul12 120315 2338 2338 2201 2245 -93 3,780 36,118 +566
Sep12 120315 2340 2340 2220 2261 -94 3,139 22,288 +1,268
Dec12 120315 2348 2348 2232 2273 -86 1,850 21,677 +191
Mar13 120315 2350 2350 2240 2282 -80 1,749 16,748 +926
May13 120315 2350 2350 2254 2293 -80 191 4,009 -8
Total Volume and Open Interest 21,076 172,125 +2,106
Coffee "C"(ICE)
Mar12 120315 184.25 184.45 184.25 184.45 +1.70 19 51 -10
May12 120315 182.90 185.80 182.55 185.30 +1.70 10,471 76,393 +808
Jul12 120315 185.20 188.35 185.20 188.00 +1.70 3,932 31,214 +124
Sep12 120315 188.15 191.30 188.15 190.85 +1.70 2,054 21,027 +280
Dec12 120315 192.00 194.95 192.00 194.50 +1.55 357 12,143 +60
Mar13 120315 196.00 198.20 196.00 197.95 +1.60 168 3,854 -31
Total Volume and Open Interest 17,234 147,387 +1,277
Orange Juice(ICE)
May12 120315 187.00 188.00 185.75 187.60 -0.20 503 19,016 -60
Jul12 120315 179.40 180.90 178.75 180.35 +0.25 41 1,527 -27
Sep12 120315 176.00 176.80 176.00 176.80 -0.30 18 918 +14
Nov12 120315 169.50 169.50 167.90 168.90 -0.70 5 612 +5
Jan13 120315 166.85 166.85 166.85 166.85 -1.10 0 65 +0
Mar13 120315 165.35 165.35 165.35 165.35 -1.60      
Total Volume and Open Interest 567 22,142 -68
Sugar #11(ICE)
May12 120315 24.44 25.58 24.34 25.50 +1.06 34,635 231,926 -714
Jul12 120315 23.42 24.40 23.38 24.32 +0.84 19,854 210,894 +455
Oct12 120315 23.44 24.25 23.37 24.17 +0.68 12,061 111,505 +1,044
Mar13 120315 24.02 24.79 23.96 24.71 +0.63 2,137 77,002 +7
May13 120315 23.67 24.35 23.65 24.31 +0.59 586 14,807 +45
Jul13 120315 23.39 24.01 23.39 23.98 +0.51 428 17,159 +177
Oct13 120315 23.52 24.09 23.52 24.05 +0.44 218 19,231 +118
Mar14 120315 23.66 24.16 23.66 24.14 +0.38 98 13,362 +60
Total Volume and Open Interest 70,108 706,083 +1,225
London Cocoa(LCE)
Mar12 120315 1466 1466 1428 1428 -57 6,287 6,940 -7,732
May12 120315 1489 1494 1424 1446 -60 12,574 41,496 +2,680
Jul12 120315 1505 1510 1441 1462 -60 2,933 44,847 +3,578
Sep12 120315 1509 1512 1450 1472 -54 1,898 24,736 +288
Dec12 120315 1512 1512 1455 1480 -47 4,407 23,899 +729
Mar13 120315 1502 1502 1456 1477 -42 1,569 27,325 +911
May13 120315 1506 1507 1468 1487 -41 356 7,796 +22
Total Volume and Open Interest 30,164 180,581 +490
London Sugar(LCE)
May12 120315 650.00 671.10 648.20 670.00 +21.10 2,749 26,182 +438
Aug12 120315 625.00 643.80 623.90 643.00 +18.60 1,116 17,798 -14
Oct12 120315 617.00 632.00 616.10 631.30 +14.30 471 9,535 +17
Dec12 120315 618.90 633.50 618.90 632.70 +14.50 305 2,840 -12
Mar13 120315 621.40 636.50 620.40 635.60 +13.80 293 4,393 +99
Total Volume and Open Interest 4,942 61,336 +534
Cotton(ICE)
May12 120315 87.21 88.26 87.07 87.34 +0.20 10,676 92,380 +1,271
Jul12 120315 87.91 88.98 87.75 88.01 +0.25 4,222 46,299 +59
Oct12 120315 90.43 90.43 89.39 89.50 +0.07 7 85 +0
Dec12 120315 88.20 89.18 88.00 88.27 -0.38 2,672 40,432 +1,007
Mar13 120315 89.79 90.08 89.43 89.43 -0.25 55 1,869 -6
May13 120315 90.00 90.00 89.52 89.52 -0.52 10 539 +3
Total Volume and Open Interest 17,654 182,476 +2,341
Lumber(CME)
Mar12 120315 270.0 272.0 265.0 269.3 -1.9 70 131 -49
May12 120315 276.4 276.7 268.0 270.8 -5.7 318 6,031 +85
Jul12 120315 287.6 287.8 280.7 282.6 -6.1 115 2,107 +61
Sep12 120315 287.9 292.3 286.5 287.5 -3.8 16 1,137 -2
Total Volume and Open Interest 527 10,043 +101
Crude Oil(NYM)
Apr12 120315 105.50 106.18 103.78 105.11 -0.32 282,350 122,913 -25,474
May12 120315 106.00 106.70 104.43 105.65 -0.30 102,126 257,742 +20,074
Jun12 120315 106.73 107.23 105.00 106.22 -0.26 77,983 158,887 -5,155
Jul12 120315 107.13 107.61 105.54 106.76 -0.22 46,945 94,808 -1,313
Aug12 120315 107.60 108.03 106.00 107.15 -0.21 28,382 67,607 +5,446
Sep12 120315 107.70 108.18 106.32 107.36 -0.22 26,626 58,493 +837
Oct12 120315 107.58 108.19 106.71 107.45 -0.25 11,574 41,501 -1,231
Nov12 120315 107.90 108.30 106.60 107.51 -0.28 7,406 34,164 +641
Dec12 120315 108.00 108.44 106.58 107.56 -0.30 44,719 190,647 -506
Jan13 120315 107.92 108.16 106.59 107.57 -0.29 5,818 40,409 -23
Feb13 120315 107.66 107.66 106.72 107.44 -0.29 3,119 20,477 -85
Mar13 120315 107.19 107.65 107.19 107.21 -0.29 6,195 27,993 +19
Apr13 120315 106.86 106.86 106.86 106.86 -0.29 5,634 14,041 -884
May13 120315 106.48 106.48 106.48 106.48 -0.28 916 11,587 -8
Jun13 120315 106.66 106.73 105.29 106.11 -0.25 5,835 64,279 -11
Jul13 120315 105.65 105.65 105.65 105.65 -0.24 89 10,382 -5
Total Volume and Open Interest 689,301 1,579,060 -5,394
e-miNY Crude Oil(NYM)
Mar12 120217 102.300 103.525 102.250 103.250 +0.950 6,783 1,739 -348
Apr12 120315 105.550 106.175 103.775 105.100 -0.325 6,645 1,352 -231
May12 120315 106.150 106.700 104.275 105.650 -0.300 641 649 +75
Jun12 120315 106.775 107.100 105.000 106.225 -0.250 85 138 -11
Jul12 120315 107.175 107.175 106.750 106.750 -0.225 1 62 +1
Aug12 120315 107.600 107.600 107.150 107.150 -0.200 2 13 +2
Sep12 120315 107.350 107.350 107.350 107.350 -0.225 0 31 +0
Oct12 120315 107.450 107.450 107.450 107.450 -0.250 0 9 +0
Nov12 120315 107.500 107.500 107.500 107.500 -0.300      
Dec12 120315 108.225 108.225 107.550 107.550 -0.300 2 230 -2
Total Volume and Open Interest 7,376 2,661 -166
Heating Oil(NYM)
Apr12 120315 325.80 326.96 320.52 322.25 -3.93 39,046 75,908 -4,793
May12 120315 326.96 327.50 321.48 322.90 -4.11 24,994 57,202 +6,138
Jun12 120315 327.60 328.04 321.93 323.56 -4.23 16,121 53,137 -1,579
Jul12 120315 327.87 328.55 323.00 324.25 -4.35 7,397 22,851 -495
Aug12 120315 327.75 327.98 323.85 324.91 -4.51 2,405 15,107 +307
Sep12 120315 329.20 329.20 324.58 325.54 -4.59 2,162 14,130 -4
Oct12 120315 329.71 330.51 325.00 326.16 -4.62 764 6,725 +94
Nov12 120315 330.54 330.54 325.77 326.83 -4.62 815 4,043 +173
Dec12 120315 331.53 331.88 325.99 327.35 -4.62 3,400 29,143 -957
Jan13 120315 327.59 327.59 327.59 327.59 -4.62 851 5,052 +222
Feb13 120315 326.41 326.74 326.41 326.74 -4.67 356 756 +91
Mar13 120315 324.49 324.49 324.49 324.49 -4.72 167 1,102 -56
Total Volume and Open Interest 98,551 285,737 -823
Gasoline(NYMEX)
Apr12 120315 334.56 334.98 325.63 328.85 -5.85 56,092 89,520 -5,561
May12 120315 334.29 334.54 325.43 328.42 -5.87 42,277 86,808 +9,071
Jun12 120315 330.94 331.73 322.88 325.58 -5.99 17,506 64,063 +2,682
Jul12 120315 326.99 327.60 319.46 321.95 -5.97 9,567 38,805 +699
Aug12 120315 322.37 322.99 315.10 317.44 -5.81 7,040 24,332 +1,933
Sep12 120315 316.29 317.57 310.12 312.24 -5.58 4,487 20,778 -552
Oct12 120315 300.32 301.14 294.05 296.12 -5.32 2,159 19,096 +598
Nov12 120315 295.83 295.83 289.25 291.37 -5.02 1,371 6,708 +77
Dec12 120315 292.28 292.76 286.55 288.63 -4.62 2,588 21,292 +287
Jan13 120315 286.93 287.63 286.34 287.63 -4.42 655 5,469 +158
Total Volume and Open Interest 144,546 386,636 +9,923
e-miNY RBOB Gasoline(NYM)
Apr12 120315 328.90 328.90 328.85 328.90 -5.80 0 1 +0
May12 120315 328.40 328.42 328.40 328.40 -5.90      
Jun12 120315 325.60 325.60 325.58 325.60 -6.00      
Jul12 120315 322.00 322.00 321.95 322.00 -5.90      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Apr12 120315 2.275 2.334 2.234 2.279 -0.005 133,096 155,117 -14,038
May12 120315 2.413 2.463 2.368 2.420 +0.004 69,772 258,961 +7,212
Jun12 120315 2.522 2.574 2.488 2.537 +0.004 29,921 86,404 +5,677
Jul12 120315 2.622 2.666 2.585 2.635 +0.006 24,514 114,991 -434
Aug12 120315 2.686 2.724 2.640 2.687 +0.002 13,538 39,641 +1,608
Sep12 120315 2.690 2.743 2.665 2.714 +0.006 15,511 82,097 +2,922
Oct12 120315 2.751 2.818 2.737 2.783 +0.007 25,484 136,780 +846
Nov12 120315 2.958 3.012 2.958 3.000 +0.014 7,497 45,749 +460
Dec12 120315 3.310 3.360 3.296 3.342 +0.019 9,009 48,879 +1,206
Jan13 120315 3.447 3.487 3.434 3.478 +0.017 11,964 68,371 +998
Feb13 120315 3.457 3.499 3.445 3.487 +0.016 2,247 17,118 +125
Mar13 120315 3.437 3.475 3.429 3.468 +0.014 3,118 27,584 +5
Apr13 120315 3.410 3.446 3.395 3.435 +0.011 3,132 40,721 +305
May13 120315 3.456 3.479 3.456 3.474 +0.010 502 10,678 +71
Jun13 120315 3.520 3.529 3.520 3.529 +0.010 292 4,431 +9
Jul13 120315 3.560 3.578 3.560 3.573 +0.010 259 4,934 +80
Total Volume and Open Interest 352,806 1,231,889 +7,736
Brent Crude Oil(ICE)
May12 120315 124.60 124.87 121.50 122.60 -1.98 142,350 240,344 +7,934
Jun12 120315 124.18 124.42 121.24 122.22 -1.93 75,790 162,253 +5,860
Jul12 120315 123.74 123.96 120.91 121.81 -1.90 30,652 77,065 +4,591
Aug12 120315 123.09 123.40 120.43 121.34 -1.84 15,804 51,394 +843
Sep12 120315 122.24 122.74 119.84 120.74 -1.78 15,593 70,909 +2,156
Oct12 120315 121.76 122.05 119.23 120.11 -1.73 10,097 50,023 +1,546
Nov12 120315 121.14 121.40 118.68 119.55 -1.68 5,174 29,197 +446
Dec12 120315 120.50 120.79 118.10 118.98 -1.62 38,479 104,003 +405
Jan13 120315 118.43 118.43 118.43 118.43 -1.56 1,427 17,797 +130
Feb13 120315 117.86 117.86 117.86 117.86 -1.51 750 10,295 +124
Mar13 120315 117.47 117.79 117.26 117.26 -1.46 1,212 9,246 -30
Apr13 120315 116.64 116.64 116.64 116.64 -1.42 438 6,716 -147
May13 120315 116.01 116.01 116.01 116.01 -1.37 801 6,230 +520
Jun13 120315 116.81 116.81 114.50 115.34 -1.32 5,352 29,078 +1,311
Total Volume and Open Interest 512,705 1,105,234 +14,105
Gas Oil(ICE)
Apr12 120315 1035.50 1036.75 1014.75 1024.00 -14.50 81,193 132,605 -5,128
May12 120315 1034.00 1036.25 1015.50 1024.50 -15.00 66,757 97,342 +6,355
Jun12 120315 1034.00 1035.75 1015.50 1024.50 -15.50 45,516 58,612 +1,398
Jul12 120315 1034.00 1035.75 1016.00 1024.75 -15.75 18,177 29,747 +2,849
Aug12 120315 1035.25 1036.00 1016.25 1025.00 -16.00 6,052 23,332 +400
Sep12 120315 1034.50 1035.75 1016.00 1024.75 -16.00 6,321 22,639 +98
Oct12 120315 1031.50 1033.75 1015.25 1023.00 -16.25 3,008 14,895 +57
Nov12 120315 1029.75 1031.25 1015.00 1020.75 -16.00 2,025 11,057 +130
Dec12 120315 1029.25 1029.25 1010.25 1018.50 -15.75 11,758 43,398 +326
Jan13 120315 1025.00 1025.75 1009.25 1016.50 -16.00 823 11,543 -96
Total Volume and Open Interest 247,706 507,885 +146,338
Ethanol(CBOT)
Mar12 120305 2.270 2.289 2.270 2.289 +0.029 25 151 -37
Apr12 120315 2.320 2.340 2.320 2.337 +0.033 89 1,049 -53
May12 120315 2.347 2.352 2.335 2.347 +0.032 173 1,498 -85
Jun12 120315 2.363 2.368 2.355 2.360 +0.031 180 726 +39
Jul12 120315 2.366 2.373 2.356 2.367 +0.028 148 1,853 -46
Aug12 120315 2.346 2.355 2.345 2.351 +0.027 80 1,283 +23
Sep12 120315 2.303 2.303 2.298 2.299 +0.018 86 1,133 +17
Oct12 120315 2.204 2.204 2.198 2.199 +0.015 90 939 -8
Total Volume and Open Interest 935 11,095 -114
WTI Crude Oil(ICE)
Apr12 120315 105.70 106.18 103.77 105.11 -0.32 54,525 34,304 -4,803
May12 120315 106.16 106.70 104.28 105.65 -0.30 20,256 52,142 +742
Jun12 120315 106.57 107.17 104.99 106.22 -0.26 19,847 52,815 -2,162
Jul12 120315 107.28 107.63 105.54 106.76 -0.22 9,556 28,217 -387
Aug12 120315 107.38 107.89 106.25 107.15 -0.21 5,209 13,245 +18
Sep12 120315 107.94 108.09 106.32 107.36 -0.22 7,149 18,350 -83
Oct12 120315 107.83 108.19 106.45 107.45 -0.25 3,777 10,401 +28
Nov12 120315 107.84 108.26 106.56 107.51 -0.28 2,648 7,291 -246
Dec12 120315 108.21 108.41 106.56 107.56 -0.30 11,385 62,511 -1,846
Jan13 120315 107.57 107.57 107.57 107.57 -0.29 519 5,835 +16
Feb13 120315 107.44 107.44 107.44 107.44 -0.29 186 2,127 -5
Mar13 120315 107.21 107.21 107.21 107.21 -0.29 47 3,832 +9
Apr13 120315 106.86 106.86 106.86 106.86 -0.29 21 528 +14
May13 120315 106.48 106.48 106.48 106.48 -0.28 147 674 -15
Jun13 120315 106.88 106.89 106.09 106.11 -0.25 623 15,996 +26
Jul13 120315 105.65 105.65 105.65 105.65 -0.24 11 224 +4
Total Volume and Open Interest 142,081 404,083 -10,681
US Dollar Index(ICE)
Mar12 120315 80.630 80.725 80.025 80.135 -0.400 38,075 37,435 -6,471
Jun12 120315 81.025 81.160 80.370 80.505 -0.475 27,067 24,987 +12,740
Sep12 120315 80.965 80.965 80.965 80.965 -0.475 4 503 +3
Total Volume and Open Interest 65,146 62,925 +6,272
Australian Dollar(CME)
Mar12 120315 104.43 105.52 104.20 105.42 +1.05 160,932 104,300 -20,266
Jun12 120315 103.38 104.46 103.14 104.35 +1.04 40,608 96,160 +18,596
Sep12 120315 103.00 103.31 102.30 103.31 +1.01 6 249 +5
Total Volume and Open Interest 201,546 200,719 -1,665
British Pound(CME)
Mar12 120315 156.67 157.37 156.33 157.22 +0.48 138,709 107,550 -28,802
Jun12 120315 156.58 157.28 156.24 157.12 +0.48 48,882 95,257 +31,063
Sep12 120315 156.22 157.15 156.22 157.01 +0.47 2 24 +0
Total Volume and Open Interest 187,599 202,880 +2,261
Canadian Dollar(CME)
Mar12 120315 100.64 100.94 100.50 100.86 +0.20 95,669 92,322 -11,392
Jun12 120315 100.40 100.75 100.30 100.67 +0.21 34,518 75,258 +20,930
Sep12 120315 100.15 100.53 100.15 100.47 +0.20 124 1,997 +51
Dec12 120315 100.04 100.30 99.99 100.24 +0.20 14 3,118 +11
Total Volume and Open Interest 130,325 172,856 +9,600
Japanese Yen(CME)
Mar12 120315 119.46 120.23 118.79 119.92 +0.45 147,593 107,957 -15,446
Jun12 120315 119.57 120.32 118.89 120.02 +0.45 52,661 88,355 +21,148
Sep12 120315 119.50 120.37 119.15 120.16 +0.46 0 53 +0
Total Volume and Open Interest 200,254 196,396 +5,702
Swiss Franc(CME)
Mar12 120315 107.42 108.69 107.13 108.52 +1.03 49,846 31,906 -4,843
Jun12 120315 107.55 108.78 107.25 108.62 +1.02 11,859 24,221 +7,335
Sep12 120315 108.76 108.76 107.75 108.76 +1.01 0 177 +0
Total Volume and Open Interest 61,705 56,305 +2,492
EuroFX(CME)
Mar12 120315 130.29 131.20 130.04 130.97 +0.74 321,411 185,142 -24,518
Jun12 120315 130.32 131.26 130.09 131.02 +0.73 106,459 125,589 +46,725
Sep12 120315 130.54 131.40 130.37 131.11 +0.74 96 280 +57
Total Volume and Open Interest 427,976 311,057 +22,265
Mexican Peso(CME)
Mar12 120315 786.0 791.8 784.5 790.8 +4.8 70,600 119,416 -11,056
Apr12 120315 788.8 788.8 784.0 788.8 +4.8      
Total Volume and Open Interest 116,515 247,777 +11,430
Brazilian Real(CME)
Apr12 120315 555.80 556.25 550.45 552.30 +2.15 1,791 2,857 +54
May12 120315 548.50 548.50 546.25 548.50 +2.25 0 550 +0
Jun12 120315 546.80 546.80 544.65 544.65 +2.30 58 2,415 -33
Jul12 120315 541.40 541.40 539.10 541.40 +2.30      
Total Volume and Open Interest 1,849 19,373 +21
30-Year T-Bonds(CBOT)
Mar12 120315 138~040 138~100 137~020 137~310 -0~030 4,665 5,439 -2,373
Jun12 120315 136~250 136~310 135~180 136~170 -0~030 383,757 587,948 +4,457
Sep12 120315 134~240 135~200 134~240 135~170 -0~030 100 114 +100
Total Volume and Open Interest 388,522 593,501 +2,184
10-Year T-Notes(CBOT)
Mar12 120315 129~100 129~150 128~250 129~110 +0~035 11,172 22,611 -3,688
Jun12 120315 128~280 129~005 128~070 128~270 +0~025 1,204,782 1,773,167 -5,942
Sep12 120315 127~285 127~285 127~285 127~285 +0~025 0 1 +0
Total Volume and Open Interest 1,215,955 1,795,780 -9,630
5-Year T-Notes(CBOT)
Mar12 120315 122~021 122~046 121~113 122~037 +0~019 13,717 45,850 -6,207
Jun12 120315 121~125 122~019 121~081 122~009 +0~019 547,092 1,335,375 +11,929
Sep12 120315 121~033 121~033 121~033 121~033 +0~019      
Total Volume and Open Interest 560,809 1,381,225 +5,722
2 Year T-Notes(CBOT)
Mar12 120315 109~125 110~013 109~125 110~010 +0~006 11,924 48,549 -6,985
Jun12 120315 109~117 110~000 109~110 109~123 +0~007 240,467 779,116 +13,614
Sep12 120315 109~075 109~075 109~068 109~075 +0~007      
Total Volume and Open Interest 252,391 827,665 +6,629
Eurodollars(CME)
Mar12 120315 99.525 99.527 99.525 99.525 unch 126,629 856,347 -15,715
Jun12 120315 99.525 99.540 99.520 99.530 +0.005 236,135 1,069,344 -20,344
Sep12 120315 99.480 99.495 99.465 99.490 +0.015 269,306 873,740 -37,060
Dec12 120315 99.415 99.440 99.405 99.435 +0.025 260,608 937,217 +27,348
Mar13 120315 99.360 99.390 99.340 99.375 +0.025 278,616 666,782 -19,397
Jun13 120315 99.285 99.320 99.260 99.300 +0.030 223,331 602,373 +14,455
Sep13 120315 99.195 99.235 99.170 99.210 +0.025 211,386 598,653 -4,806
Dec13 120315 99.100 99.140 99.065 99.110 +0.020 185,270 576,666 -987
Mar14 120315 99.005 99.045 98.965 99.005 +0.010 200,391 482,271 +10,907
Jun14 120315 98.895 98.920 98.840 98.885 +0.005 146,763 322,025 -2,113
Sep14 120315 98.765 98.785 98.700 98.750 unch 128,817 313,215 -6,494
Dec14 120315 98.595 98.610 98.530 98.580 -0.005 124,563 337,310 -5,506
Mar15 120315 98.425 98.435 98.350 98.410 -0.005 94,201 224,727 -2,974
Jun15 120315 6.485 6.495 6.405 6.475 unch 80,054 237,079 +1,525
Sep15 120315 6.305 6.315 6.220 6.295 unch 48,882 168,258 +1,497
Dec15 120315 6.125 6.135 6.035 6.115 -0.005 45,171 156,915 +1,058
Mar16 120315 5.970 5.985 5.875 5.960 -0.005 30,001 82,374 +981
Jun16 120315 5.810 5.825 5.705 5.800 -0.005 25,992 94,530 +2,143
Total Volume and Open Interest 2,766,094 8,870,995 -50,427
30 Day Federal Funds(CBOT)
Mar12 120315 99.878 99.880 99.872 99.878 -0.002 3,341 58,636 -1,328
Apr12 120315 99.870 99.875 99.865 99.875 unch 4,320 44,112 -1,330
May12 120315 99.870 99.870 99.860 99.870 unch 3,082 50,366 +642
Jun12 120315 99.860 99.860 99.855 99.860 unch 6,588 36,715 +2,429
Jul12 120315 99.850 99.850 99.845 99.850 unch 6,869 47,523 +3,741
Aug12 120315 99.845 99.845 99.835 99.845 unch 1,077 34,809 +170
Total Volume and Open Interest 37,664 530,754 +6,298
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Mar12 120315 99.668 99.668 99.668 99.668 +0.003 0 58 +0
Jun12 120315 99.670 99.670 99.670 99.670 +0.007      
Sep12 120315 99.660 99.660 99.660 99.660 -0.002      
Dec12 120315 99.658 99.658 99.658 99.658 -0.005      
Mar13 120315 99.660 99.660 99.660 99.660 -0.005      
Jun13 120315 99.655 99.655 99.655 99.655 -0.005      
Sep13 120315 99.655 99.655 99.655 99.655 -0.005      
Dec13 120315 99.645 99.645 99.645 99.645 -0.005      
Mar14 120315 99.505 99.505 99.505 99.505 -0.005      
Jun14 120315 99.365 99.365 99.365 99.365 -0.005      
Total Volume and Open Interest 0 58 +0
3-Mth Euro-Yen(SGX)
Jun12 120315 99.67 99.67 99.67 99.67 +0.01 0 2,058 +0
Sep12 120315 99.64 99.66 99.64 99.66 0.00 0 684 +0
Dec12 120315 99.66 99.66 99.66 99.66 0.00 0 415 +0
Mar13 120315 99.66 99.66 99.66 99.66 0.00 0 81 +0
Jun13 120315 99.65 99.65 99.65 99.65 -0.01 0 216 +0
Sep13 120315 99.65 99.65 99.65 99.65 -0.01 0 325 +0
Dec13 120315 99.64 99.64 99.64 99.64 -0.01 0 395 +0
Mar14 120315 99.50 99.50 99.50 99.50 -0.01      
Total Volume and Open Interest 0 6,272 +0
Japanese Gov't Bonds(SGX)
Jun12 120315 141.75 141.75 141.05 141.14 -0.64 3,598 22,881 +339
Sep12 120315 140.29 140.29 140.29 140.29 -0.64 0 5 +0
Dec12 120315 138.20 138.20 138.20 138.20 -0.64 0 4 +0
Total Volume and Open Interest 3,598 22,890 +339
Euro-Bund(EUREX)
Jun12 120315 136.35 136.86 136.26 136.48 -0.32 659,673 846,496 -27,051
Sep12 120315 134.95 135.36 134.95 135.05 -0.32 76 11 +1
Dec12 120315 135.05 135.05 135.05 135.05 -0.32      
Total Volume and Open Interest 659,749 846,507 -27,050
Euro-Bobl(EUREX)
Jun12 120315 123.22 123.32 123.05 123.12 -0.26 336,327 782,950 +11,780
Sep12 120315 123.22 123.22 123.22 123.22 -0.26 1 3 -1
Dec12 120315 123.22 123.22 123.22 123.22 -0.26      
Total Volume and Open Interest 336,328 782,953 +11,779
3-Mth Euribor(EUREX)
Mar12 120315 99.145 99.155 99.145 99.155 +0.010 0 1,440 +0
Jun12 120315 99.290 99.290 99.290 99.290 +0.010 21 1,517 +10
Sep12 120315 99.290 99.295 99.290 99.290 -0.005 28 948 +20
Total Volume and Open Interest 50 6,706 +30
Long Gilt(LIFFE)
Mar12 120315 114~05 114~15 113~25 114~06 -0~14 2,853 15,466 +27
Jun12 120315 112~15 112~27 111~31 112~16 -0~16 199,628 295,243 -9,217
Total Volume and Open Interest 202,481 310,709 -9,190
3-Mth Short Sterling(LIFFE)
Mar12 120315 98.97 98.98 98.96 98.97 unch 68,605 289,976 +2,699
Jun12 120315 99.06 99.08 99.05 99.06 +0.01 115,167 244,953 +5,628
Sep12 120315 99.06 99.09 99.05 99.06 unch 91,062 325,857 +13,375
Dec12 120315 99.03 99.07 99.01 99.02 -0.01 79,743 247,253 -6,441
Mar13 120315 98.99 99.04 98.98 98.98 -0.01 95,047 312,499 -3,499
Jun13 120315 98.93 98.98 98.92 98.92 -0.01 67,420 220,321 -2,626
Total Volume and Open Interest 750,991 2,185,894 +17,075
3-Mth Euribor(LIFFE)
Mar12 120315 99.145 99.155 99.140 99.155 +0.010 120,578 530,681 -825
Jun12 120315 99.280 99.300 99.260 99.290 +0.010 204,491 448,522 -12,026
Sep12 120315 99.290 99.305 99.270 99.290 -0.005 152,650 492,882 +10,105
Total Volume and Open Interest 1,361,999 3,555,465 +9,586
3-Mth Aus T-Bills(SFE)
Mar12 120308 95.54 95.54 95.51 95.54 unch 37,778 49,657 -19,526
Jun12 120315 95.73 95.75 95.66 95.69 -0.04 20,989 207,379 -8,223
Sep12 120315 95.81 95.83 95.71 95.74 -0.07 19,717 145,729 -3,963
Dec12 120315 95.86 95.88 95.73 95.76 -0.10 10,067 87,790 -2,385
Mar13 120315 95.88 95.90 95.71 95.76 -0.11 5,443 55,927 -500
Jun13 120315 95.85 95.87 95.67 95.71 -0.13 3,938 51,573 -1,262
Sep13 120315 95.81 95.81 95.63 95.66 -0.13 3,148 35,920 +1,024
Dec13 120315 95.74 95.74 95.56 95.59 -0.14 1,751 26,146 +604
Mar14 120315 95.60 95.60 95.50 95.53 -0.15 2,538 16,178 +1,903
Jun14 120315 95.47 95.47 95.47 95.47 -0.15 44 1,082 +32
Total Volume and Open Interest 67,657 628,385 -12,758
10-Year Aus T-Bonds(SFE)
Mar12 120315 95.89 95.91 95.77 95.79 -0.10 314,852 146,542 -217,336
Jun12 120315 95.89 95.91 95.67 95.69 -0.20 296,847 331,592 +140,159
Total Volume and Open Interest 611,699 478,134 -77,177
3-Year Aus T-Bonds(SFE)
Mar12 120315 96.35 96.36 96.25 96.25 -0.08 299,972 262,845 -159,477
Jun12 120315 96.39 96.39 96.17 96.19 -0.18 241,294 346,503 +144,288
Total Volume and Open Interest 541,266 609,348 -15,189
Gold(CMX)
Apr12 120315 1643.2 1667.4 1636.2 1659.5 +16.6 209,911 190,121 -2,478
Jun12 120315 1645.1 1669.2 1639.1 1661.8 +16.5 19,791 103,884 +3,413
Aug12 120315 1647.8 1670.8 1644.5 1664.2 +16.5 6,022 25,072 +551
Oct12 120315 1648.0 1670.0 1648.0 1666.5 +16.4 442 12,360 -101
Dec12 120315 1652.0 1675.5 1646.5 1668.9 +16.3 1,837 29,582 -70
Feb13 120315 1658.5 1674.7 1658.5 1671.2 +16.2 303 16,168 +58
Apr13 120315 1673.5 1673.5 1673.5 1673.5 +16.0 331 5,853 +329
Jun13 120315 1676.4 1676.4 1676.4 1676.4 +15.9 189 10,466 -6
Aug13 120315 1679.4 1679.4 1679.4 1679.4 +15.7 0 256 +0
Oct13 120315 1682.8 1682.8 1682.8 1682.8 +15.7 0 1 +0
Dec13 120315 1676.5 1686.4 1676.5 1686.4 +15.6 83 10,679 -76
Total Volume and Open Interest 239,522 442,319 +1,771
Silver(CMX)
Mar12 120315 3208.5 3269.3 3199.0 3269.3 +54.6 60 333 -34
May12 120315 3210.0 3289.5 3193.5 3272.6 +54.5 50,386 57,040 -396
Jul12 120315 3225.0 3285.0 3204.0 3277.9 +54.3 915 14,087 -43
Sep12 120315 3225.5 3282.4 3215.0 3282.4 +54.2 537 5,652 +242
Dec12 120315 3228.5 3289.5 3228.5 3287.9 +53.9 574 15,523 +69
Mar13 120315 3245.0 3290.4 3245.0 3290.4 +54.0 4 2,089 +3
May13 120315 3291.7 3291.7 3291.7 3291.7 +54.0 2 1,227 +0
Total Volume and Open Interest 52,698 111,730 -92
Platinum(NYMEX)
Apr12 120315 1676.0 1692.0 1661.4 1683.9 +8.6 8,946 30,559 -1,725
Jul12 120315 1669.4 1696.6 1669.4 1688.8 +8.5 2,353 12,048 +1,982
Oct12 120315 1694.5 1694.5 1691.9 1691.9 +8.4 29 653 +2
Jan13 120315 1694.9 1694.9 1694.9 1694.9 +8.4 0 8 +0
Total Volume and Open Interest 11,328 43,268 +259
Palladium(NYMEX)
Mar12 120315 34.19 53.04 33.64 53.04 +12.45 0 59 +0
Jun12 120315 42.84 55.64 34.84 54.54 +12.45 3,075 20,698 +288
Sep12 120315 48.79 55.84 48.64 55.84 +12.45 4 391 +1
Total Volume and Open Interest 3,082 21,155 +290
Copper(CMX)
Mar12 120315 382.95 389.65 382.00 389.20 +5.00 615 2,785 -182
May12 120315 383.45 390.30 382.50 389.75 +4.95 49,670 81,674 +1,536
Jul12 120315 384.85 391.10 383.60 390.50 +4.80 4,254 26,824 -1,480
Sep12 120315 387.40 391.40 387.40 391.40 +4.70 2,028 17,156 +732
Dec12 120315 386.50 392.30 386.50 392.25 +4.55 852 10,295 +93
Total Volume and Open Interest 58,200 150,968 +887
DJIA Index(CBOT)
Mar12 120315 13203 13240 13182 13238 +43 1,705 11,938 -435
Jun12 120315 13142 13185 13112 13172 +42 1,424 8,119 +939
Sep12 120315 13095 13115 13095 13115 +34      
Dec12 120315 13034 13034 13000 13034 +34 0 1 +0
Total Volume and Open Interest 3,129 20,058 +504
E-mini DJIA Index(CBOT)
Mar12 120315 13190 13253 13167 13238 +43 37,647 55,749 -7,581
Jun12 120315 13125 13188 13098 13172 +42 143,300 95,238 +20,875
Sep12 120315 13110 13122 13100 13115 +34 146 135 +95
Dec12 120315 13109 13109 13034 13034 +34 0 19 +0
Total Volume and Open Interest 181,093 151,141 +13,389
S & P 500(CME)
Mar12 120315 1396.50 1403.20 1393.50 1401.80 +7.60 67,137 117,490 -28,157
Jun12 120315 1388.50 1397.30 1385.00 1396.00 +7.30 71,250 184,184 +39,770
Sep12 120315 1389.00 1390.70 1382.20 1390.00 +7.30 51 1,287 -7
Dec12 120315 1380.00 1384.50 1376.00 1383.80 +7.30 15 650 +2
Total Volume and Open Interest 138,453 303,611 +11,608
S & P 500 E-Mini(Globex)
Mar12 120315 1394.00 1403.00 1390.50 1401.75 +7.50 1,026,961 946,449 -429,205
Jun12 120315 1388.25 1397.50 1384.75 1396.00 +7.25 2,743,994 2,371,441 +573,953
Total Volume and Open Interest 3,771,159 3,318,585 +144,844
NASDAQ 100(CME)
Mar12 120315 2715.00 2719.50 2704.00 2715.80 +9.50 3,575 17,378 -1,363
Jun12 120315 2700.00 2718.00 2698.00 2711.80 +9.00 3,192 5,315 +2,093
Sep12 120315 2709.00 2709.00 2709.00 2709.00 +9.00      
Total Volume and Open Interest 6,767 22,693 +730
NASDAQ 100 E-Mini(Globex)
Mar12 120315 2705.00 2721.30 2701.00 2715.80 +9.50 147,067 209,306 -59,320
Jun12 120315 2702.30 2717.30 2697.00 2711.80 +9.00 357,188 378,230 +105,360
Total Volume and Open Interest 504,267 587,569 +46,039
S & P Midcap 400(CME)
Mar12 120315 1000.10 1000.10 999.50 1000.10 +8.60 25 2,833 -7
Jun12 120315 997.20 1000.00 997.20 997.20 +8.60 25 190 +17
Sep12 120315 994.40 994.40 994.40 994.40 +8.40      
Total Volume and Open Interest 50 3,023 +10
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun12 120315 10050 10115 10025 10060 unch 9,556 45,950 +1,912
Sep12 120315 10075 10075 10075 10075 unch      
Total Volume and Open Interest 9,556 45,950 +1,912
Nikkei 225(SGX)
Jun12 120315 10005 10095 9995 10060 +40 141,668 237,645 +3,380
Sep12 120315 10060 10060 10060 10060 +40 5 1,250 +0
Dec12 120315 10000 10000 10000 10000 +40 0 5,902 +0
Total Volume and Open Interest 142,476 254,447 +3,374
CAC 40(EURONEXT)
Mar12 120315 3569.5 3583.5 3554.0 3581.5 +16.0 241,534 318,120 +3,439
Apr12 120315 3557.5 3576.5 3547.5 3574.5 +15.5 135,524 206,692 +96,465
May12 120315 3500.0 3519.0 3491.5 3517.0 +14.5 104 1,346 +1,342
Total Volume and Open Interest 388,600 557,926 +107,462
Hang Seng Index(HKFE)
Mar12 120315 21277 21383 21164 21314 +31 70,596 98,457 +1,141
Apr12 120315 21287 21373 21166 21306 +26 726 4,002 +217
Total Volume and Open Interest 72,170 107,222 +1,667
DAX(EUREX)
Mar12 120315 7090.0 7164.0 7072.5 7146.0 +59.5 257,999 110,392 -51,070
Jun12 120315 7102.0 7179.0 7088.0 7161.0 +58.5 123,478 106,903 +44,277
Sep12 120315 7113.5 7188.0 7098.5 7170.0 +58.0 7,739 1,935 +207
Total Volume and Open Interest 389,216 219,230 -6,586
FT-SE 100(EURONEXT)
Mar12 120315 5948.00 5963.00 5919.50 5938.50 -12.50 280,581 267,733 -185,947
Jun12 120315 5889.50 5912.00 5869.50 5889.00 -12.00 194,445 434,619 +222,476
Sep12 120315 5850.50 5850.50 5847.00 5847.00 -13.00 1 522 +2
Total Volume and Open Interest 475,037 702,891 +36,531
SPI 200(SFE)
Mar12 120315 4288.0 4295.0 4258.0 4283.0 -10.0 97,969 170,192 -55,104
Jun12 120315 4304.0 4310.0 4272.0 4288.0 -18.0 83,903 187,802 +38,623
Sep12 120315 4266.0 4272.0 4258.0 4258.0 -17.0 32 1,831 +22
Total Volume and Open Interest 182,642 362,866 -15,951
GSCI(CME)
Apr12 120315 705.00 705.00 701.00 701.00 -3.00 2,342 9,921 +2,238
May12 120315 702.00 702.00 702.00 702.00 -2.80 0 79 +0
Jun12 120315 703.30 703.30 703.30 703.30        
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.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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