|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri March 16, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120316 |
1368.50 |
1377.50 |
1363.50 |
1374.00 |
+5.00 |
99,569 |
260,305 |
+1,549 |
Jul12 |
120316 |
1374.75 |
1383.75 |
1370.50 |
1380.75 |
+5.25 |
36,318 |
129,604 |
+641 |
Aug12 |
120316 |
1363.50 |
1372.25 |
1361.75 |
1369.25 |
+4.00 |
1,096 |
5,381 |
+69 |
Sep12 |
120316 |
1344.25 |
1350.00 |
1341.00 |
1347.25 |
+3.50 |
826 |
5,283 |
+162 |
Nov12 |
120316 |
1325.00 |
1333.00 |
1321.75 |
1328.25 |
+2.00 |
29,271 |
146,600 |
+5,100 |
Jan13 |
120316 |
1325.00 |
1333.50 |
1323.75 |
1328.75 |
+2.50 |
4,808 |
24,206 |
+781 |
Mar13 |
120316 |
1313.00 |
1323.25 |
1313.00 |
1318.25 |
+3.75 |
5,800 |
18,624 |
+2,279 |
May13 |
120316 |
1304.75 |
1315.25 |
1304.00 |
1308.50 |
+5.75 |
4,023 |
8,033 |
+1,231 |
Jul13 |
120316 |
1307.00 |
1314.75 |
1306.50 |
1310.25 |
+3.75 |
1,222 |
10,094 |
+140 |
Aug13 |
120316 |
1299.25 |
1299.25 |
1295.75 |
1299.25 |
+3.50 |
13 |
80 |
+9 |
Sep13 |
120316 |
1269.75 |
1269.75 |
1266.25 |
1269.75 |
+3.50 |
5 |
110 |
+2 |
Nov13 |
120316 |
1240.00 |
1249.00 |
1239.00 |
1244.00 |
+3.50 |
694 |
6,574 |
+431 |
Jan14 |
120316 |
1250.75 |
1250.75 |
1247.25 |
1250.75 |
+3.50 |
1 |
128 |
+0 |
Mar14 |
120316 |
1250.25 |
1250.25 |
1247.75 |
1250.25 |
+2.50 |
2 |
2 |
+2 |
Total Volume and Open Interest |
183,651 |
615,504 |
+12,186 |
Soybean Meal(CBOT) |
May12 |
120316 |
370.60 |
374.50 |
369.60 |
374.40 |
+3.00 |
44,072 |
120,989 |
+576 |
Jul12 |
120316 |
372.00 |
375.70 |
370.70 |
375.70 |
+3.00 |
12,607 |
41,226 |
+1,072 |
Aug12 |
120316 |
368.70 |
371.90 |
368.70 |
371.90 |
+2.20 |
938 |
8,039 |
+183 |
Sep12 |
120316 |
362.90 |
365.90 |
362.80 |
365.90 |
+1.70 |
815 |
7,706 |
+255 |
Oct12 |
120316 |
354.80 |
357.50 |
354.60 |
357.50 |
+1.50 |
646 |
5,113 |
+143 |
Dec12 |
120316 |
353.60 |
356.20 |
353.10 |
356.10 |
+1.40 |
9,004 |
29,180 |
+1,792 |
Jan13 |
120316 |
351.50 |
354.10 |
351.50 |
354.10 |
+2.00 |
634 |
3,569 |
-32 |
Mar13 |
120316 |
348.40 |
351.00 |
348.10 |
351.00 |
+2.80 |
1,100 |
4,388 |
+67 |
May13 |
120316 |
342.60 |
345.70 |
342.60 |
345.70 |
+2.90 |
418 |
2,534 |
+42 |
Jul13 |
120316 |
343.10 |
344.70 |
342.20 |
344.70 |
+2.50 |
105 |
1,333 |
+39 |
Total Volume and Open Interest |
70,828 |
226,468 |
+4,031 |
Soybean Oil(CBOT) |
May12 |
120316 |
55.48 |
55.61 |
55.16 |
55.50 |
+0.02 |
53,021 |
162,963 |
+1,544 |
Jul12 |
120316 |
55.85 |
55.98 |
55.59 |
55.89 |
+0.04 |
17,804 |
84,246 |
+527 |
Aug12 |
120316 |
56.09 |
56.10 |
55.85 |
56.06 |
+0.04 |
1,282 |
11,391 |
-22 |
Sep12 |
120316 |
56.20 |
56.27 |
55.94 |
56.21 |
+0.03 |
1,142 |
7,152 |
-162 |
Oct12 |
120316 |
56.25 |
56.35 |
56.02 |
56.31 |
+0.03 |
1,138 |
7,488 |
+7 |
Dec12 |
120316 |
56.47 |
56.63 |
56.20 |
56.53 |
+0.05 |
11,168 |
56,806 |
+1,718 |
Jan13 |
120316 |
56.60 |
56.60 |
56.55 |
56.60 |
+0.05 |
118 |
2,214 |
+9 |
Mar13 |
120316 |
56.61 |
56.67 |
56.38 |
56.67 |
+0.05 |
582 |
3,611 |
+255 |
May13 |
120316 |
56.53 |
56.68 |
56.47 |
56.65 |
+0.05 |
189 |
1,709 |
+39 |
Jul13 |
120316 |
56.58 |
56.70 |
56.58 |
56.70 |
+0.05 |
173 |
3,139 |
+111 |
Total Volume and Open Interest |
87,376 |
343,691 |
+4,019 |
Canola(WCE) |
Mar12 |
120314 |
598.7 |
598.7 |
598.7 |
598.7 |
+0.9 |
0 |
15 |
+0 |
May12 |
120316 |
597.5 |
601.7 |
595.1 |
599.8 |
+0.9 |
11,384 |
93,290 |
-325 |
Jul12 |
120316 |
597.0 |
601.1 |
595.0 |
598.9 |
+0.4 |
6,540 |
34,428 |
-1,087 |
Nov12 |
120316 |
555.2 |
559.1 |
552.6 |
557.3 |
-0.3 |
3,171 |
63,725 |
-1,307 |
Jan13 |
120316 |
556.1 |
562.6 |
556.1 |
560.8 |
-0.8 |
757 |
5,839 |
+592 |
Total Volume and Open Interest |
22,095 |
201,409 |
-2,022 |
Corn(CBOT) |
May12 |
120316 |
668.00 |
673.75 |
665.75 |
673.00 |
+4.00 |
163,822 |
500,907 |
-3,554 |
Jul12 |
120316 |
665.50 |
671.00 |
663.25 |
670.25 |
+3.25 |
68,001 |
296,137 |
-431 |
Sep12 |
120316 |
604.25 |
608.00 |
600.00 |
605.25 |
-0.75 |
18,273 |
134,629 |
+2,114 |
Dec12 |
120316 |
570.00 |
575.00 |
568.00 |
574.25 |
+2.00 |
38,599 |
304,878 |
+2,840 |
Mar13 |
120316 |
579.75 |
585.00 |
578.75 |
584.25 |
+2.75 |
3,356 |
48,310 |
-121 |
May13 |
120316 |
587.00 |
590.75 |
585.75 |
590.75 |
+2.25 |
777 |
4,112 |
+92 |
Jul13 |
120316 |
593.00 |
596.00 |
590.00 |
595.00 |
+1.75 |
1,445 |
6,686 |
-271 |
Sep13 |
120316 |
564.00 |
567.25 |
564.00 |
567.25 |
+0.50 |
91 |
988 |
-63 |
Dec13 |
120316 |
557.00 |
561.50 |
555.25 |
561.25 |
+0.25 |
1,367 |
20,907 |
-635 |
Mar14 |
120316 |
570.75 |
572.50 |
570.00 |
572.50 |
unch |
4 |
476 |
+3 |
Total Volume and Open Interest |
295,754 |
1,321,197 |
-1,142 |
Wheat(CBOT) |
May12 |
120316 |
663.00 |
673.00 |
660.00 |
672.00 |
+7.25 |
41,955 |
192,169 |
+1,929 |
Jul12 |
120316 |
671.00 |
678.50 |
666.75 |
677.25 |
+4.75 |
18,848 |
111,188 |
+1,825 |
Sep12 |
120316 |
685.00 |
690.75 |
679.75 |
690.50 |
+4.00 |
4,152 |
52,129 |
+472 |
Dec12 |
120316 |
702.25 |
708.25 |
696.25 |
707.25 |
+3.50 |
4,746 |
71,274 |
+422 |
Mar13 |
120316 |
714.50 |
719.50 |
709.75 |
719.50 |
+3.25 |
329 |
10,249 |
+17 |
May13 |
120316 |
726.25 |
726.25 |
723.25 |
726.25 |
+3.00 |
24 |
728 |
-4 |
Total Volume and Open Interest |
70,158 |
446,045 |
+4,576 |
Wheat(KCBT) |
May12 |
120316 |
701.75 |
709.75 |
698.00 |
705.50 |
+1.00 |
7,503 |
44,883 |
-247 |
Jul12 |
120316 |
711.50 |
717.50 |
706.00 |
713.50 |
+0.25 |
4,571 |
57,734 |
+933 |
Sep12 |
120316 |
722.75 |
728.25 |
719.75 |
725.00 |
unch |
610 |
12,454 |
+147 |
Dec12 |
120316 |
741.50 |
745.50 |
736.50 |
741.75 |
+0.25 |
553 |
16,152 |
+252 |
Mar13 |
120316 |
752.00 |
755.00 |
749.00 |
752.00 |
-0.50 |
7 |
682 |
+4 |
May13 |
120316 |
755.00 |
755.00 |
755.00 |
755.00 |
-0.75 |
0 |
62 |
+0 |
Total Volume and Open Interest |
13,248 |
132,500 |
+1,082 |
Wheat(MGE) |
Mar12 |
120314 |
810.75 |
810.75 |
810.75 |
810.75 |
unch |
14 |
30 |
+0 |
May12 |
120316 |
818.75 |
826.00 |
818.00 |
822.75 |
+2.50 |
1,091 |
12,163 |
-77 |
Jul12 |
120316 |
817.50 |
822.50 |
814.00 |
817.25 |
-1.25 |
788 |
9,618 |
+237 |
Sep12 |
120316 |
804.00 |
807.50 |
799.50 |
801.25 |
-3.75 |
805 |
9,366 |
+371 |
Dec12 |
120316 |
807.25 |
809.75 |
800.50 |
803.25 |
-4.50 |
207 |
5,370 |
+63 |
Total Volume and Open Interest |
2,902 |
37,038 |
+594 |
Oats(CBOT) |
May12 |
120316 |
327.25 |
341.00 |
325.75 |
334.25 |
+5.25 |
1,011 |
7,114 |
-269 |
Jul12 |
120316 |
318.25 |
325.00 |
318.00 |
323.25 |
+5.25 |
142 |
2,002 |
+102 |
Sep12 |
120316 |
319.25 |
319.25 |
316.00 |
319.25 |
+3.25 |
3 |
229 |
+0 |
Dec12 |
120316 |
326.00 |
328.00 |
324.25 |
327.25 |
+3.00 |
53 |
1,899 |
+28 |
Total Volume and Open Interest |
1,209 |
11,250 |
-151 |
Rough Rice(CBOT) |
Mar12 |
120314 |
13.85 |
13.95 |
13.85 |
13.95 |
-0.17 |
1 |
8 |
-1 |
May12 |
120316 |
14.34 |
14.57 |
14.23 |
14.53 |
+0.22 |
1,157 |
11,921 |
-176 |
Jul12 |
120316 |
14.66 |
14.81 |
14.54 |
14.80 |
+0.21 |
172 |
1,795 |
+39 |
Sep12 |
120316 |
14.90 |
15.07 |
14.78 |
15.03 |
+0.20 |
144 |
954 |
+74 |
Total Volume and Open Interest |
1,483 |
14,741 |
-60 |
Live Cattle(CME) |
Apr12 |
120316 |
125.900 |
126.650 |
124.500 |
125.300 |
-0.280 |
18,506 |
81,608 |
-3,265 |
Jun12 |
120316 |
123.300 |
123.580 |
121.650 |
122.700 |
-0.150 |
16,220 |
133,552 |
+4,396 |
Aug12 |
120316 |
125.600 |
125.950 |
124.000 |
124.535 |
-0.645 |
7,460 |
71,887 |
+1,450 |
Oct12 |
120316 |
131.100 |
131.300 |
129.235 |
129.880 |
-0.820 |
3,016 |
38,703 |
+30 |
Dec12 |
120316 |
132.450 |
132.825 |
130.825 |
131.400 |
-0.800 |
1,656 |
19,769 |
+352 |
Feb13 |
120316 |
133.130 |
133.130 |
131.435 |
132.185 |
-0.715 |
256 |
5,868 |
+46 |
Total Volume and Open Interest |
47,171 |
354,496 |
+3,042 |
Feeder Cattle(CME) |
Mar12 |
120316 |
154.700 |
154.785 |
152.750 |
153.400 |
-0.980 |
908 |
4,728 |
-614 |
Apr12 |
120316 |
156.450 |
156.750 |
153.900 |
154.300 |
-1.700 |
1,890 |
12,958 |
-29 |
May12 |
120316 |
157.850 |
158.050 |
155.235 |
155.900 |
-1.400 |
1,495 |
16,562 |
+411 |
Aug12 |
120316 |
159.235 |
159.575 |
156.880 |
157.735 |
-1.065 |
528 |
14,002 |
+138 |
Sep12 |
120316 |
159.200 |
159.250 |
156.800 |
158.250 |
-0.750 |
74 |
2,714 |
+18 |
Oct12 |
120316 |
159.100 |
159.100 |
157.000 |
158.200 |
-0.900 |
22 |
1,413 |
+3 |
Nov12 |
120316 |
159.300 |
159.300 |
157.000 |
158.250 |
-1.000 |
15 |
902 |
+7 |
Total Volume and Open Interest |
4,936 |
53,514 |
-64 |
Lean Hogs(CME) |
Apr12 |
120316 |
86.850 |
86.930 |
85.800 |
85.885 |
-1.015 |
14,844 |
44,378 |
-1,831 |
May12 |
120316 |
94.500 |
94.650 |
94.300 |
94.400 |
-0.750 |
73 |
3,091 |
-18 |
Jun12 |
120316 |
94.135 |
94.150 |
93.385 |
93.600 |
-0.535 |
15,936 |
83,633 |
+651 |
Jul12 |
120316 |
94.750 |
94.800 |
93.700 |
93.785 |
-1.015 |
3,929 |
28,603 |
+158 |
Aug12 |
120316 |
95.650 |
95.785 |
94.730 |
94.800 |
-1.085 |
2,876 |
33,254 |
+520 |
Oct12 |
120316 |
86.250 |
86.500 |
85.550 |
85.635 |
-0.865 |
2,983 |
31,673 |
+275 |
Dec12 |
120316 |
83.080 |
83.200 |
82.635 |
82.850 |
-0.450 |
1,391 |
20,237 |
+389 |
Feb13 |
120316 |
83.850 |
83.900 |
83.750 |
83.850 |
-0.400 |
243 |
6,356 |
+146 |
Total Volume and Open Interest |
42,435 |
256,736 |
+428 |
Class III Milk(CME) |
Mar12 |
120316 |
15.50 |
15.65 |
15.46 |
15.61 |
+0.10 |
70 |
6,134 |
-4 |
Apr12 |
120316 |
15.90 |
16.14 |
15.62 |
15.82 |
-0.13 |
349 |
4,664 |
-11 |
May12 |
120316 |
15.65 |
15.83 |
15.33 |
15.50 |
-0.14 |
187 |
3,796 |
+13 |
Jun12 |
120316 |
15.95 |
16.15 |
15.78 |
15.88 |
-0.08 |
97 |
3,258 |
-9 |
Jul12 |
120316 |
16.70 |
16.75 |
16.40 |
16.46 |
-0.12 |
41 |
2,462 |
+11 |
Total Volume and Open Interest |
851 |
31,119 |
+27 |
Cocoa(ICE) |
Mar12 |
120315 |
2331 |
2331 |
2254 |
2254 |
-86 |
43 |
9 |
-8 |
May12 |
120316 |
2221 |
2270 |
2169 |
2256 |
+35 |
13,282 |
68,566 |
-829 |
Jul12 |
120316 |
2248 |
2295 |
2196 |
2280 |
+35 |
4,973 |
36,122 |
+4 |
Sep12 |
120316 |
2264 |
2309 |
2213 |
2294 |
+33 |
3,067 |
21,812 |
-476 |
Dec12 |
120316 |
2275 |
2320 |
2228 |
2307 |
+34 |
1,635 |
21,828 |
+151 |
Mar13 |
120316 |
2279 |
2329 |
2234 |
2316 |
+34 |
1,236 |
16,836 |
+88 |
May13 |
120316 |
2254 |
2331 |
2250 |
2331 |
+38 |
295 |
4,017 |
+8 |
Total Volume and Open Interest |
24,677 |
171,020 |
-1,105 |
Coffee "C"(ICE) |
Mar12 |
120316 |
181.35 |
181.35 |
181.35 |
181.35 |
-3.10 |
1 |
47 |
-4 |
May12 |
120316 |
185.20 |
186.50 |
181.70 |
182.35 |
-2.95 |
10,517 |
76,557 |
+164 |
Jul12 |
120316 |
188.20 |
189.15 |
184.45 |
185.20 |
-2.80 |
3,166 |
31,245 |
+31 |
Sep12 |
120316 |
190.85 |
191.05 |
187.70 |
188.05 |
-2.80 |
2,304 |
21,720 |
+693 |
Dec12 |
120316 |
194.60 |
195.40 |
191.30 |
192.00 |
-2.50 |
1,493 |
12,369 |
+226 |
Mar13 |
120316 |
198.15 |
198.55 |
195.00 |
195.50 |
-2.45 |
444 |
3,969 |
+115 |
Total Volume and Open Interest |
18,166 |
148,744 |
+1,357 |
Orange Juice(ICE) |
May12 |
120316 |
187.70 |
190.30 |
185.20 |
186.90 |
-0.70 |
709 |
19,192 |
+176 |
Jul12 |
120316 |
179.90 |
182.50 |
179.20 |
180.40 |
+0.05 |
93 |
1,547 |
+20 |
Sep12 |
120316 |
176.25 |
177.60 |
176.00 |
177.60 |
+0.80 |
45 |
958 |
+40 |
Nov12 |
120316 |
168.95 |
169.00 |
168.00 |
169.00 |
+0.10 |
101 |
667 |
+55 |
Jan13 |
120316 |
167.25 |
167.25 |
167.25 |
167.25 |
+0.40 |
0 |
65 |
+0 |
Mar13 |
120316 |
165.75 |
165.75 |
165.75 |
165.75 |
+0.40 |
|
|
|
Total Volume and Open Interest |
948 |
22,433 |
+291 |
Sugar #11(ICE) |
May12 |
120316 |
25.45 |
25.68 |
25.04 |
25.41 |
-0.09 |
41,407 |
231,594 |
-332 |
Jul12 |
120316 |
24.21 |
24.49 |
23.95 |
24.27 |
-0.05 |
22,764 |
211,201 |
+307 |
Oct12 |
120316 |
24.15 |
24.30 |
23.87 |
24.14 |
-0.03 |
11,713 |
112,171 |
+666 |
Mar13 |
120316 |
24.66 |
24.80 |
24.41 |
24.74 |
+0.03 |
4,372 |
78,356 |
+1,354 |
May13 |
120316 |
23.99 |
24.41 |
23.99 |
24.39 |
+0.08 |
855 |
15,148 |
+341 |
Jul13 |
120316 |
23.85 |
24.12 |
23.63 |
24.10 |
+0.12 |
816 |
17,680 |
+521 |
Oct13 |
120316 |
23.86 |
24.18 |
23.86 |
24.16 |
+0.11 |
555 |
19,569 |
+338 |
Mar14 |
120316 |
23.93 |
24.26 |
23.93 |
24.24 |
+0.10 |
171 |
13,392 |
+30 |
Total Volume and Open Interest |
82,807 |
709,381 |
+3,298 |
London Cocoa(LCE) |
May12 |
120316 |
1444 |
1466 |
1418 |
1461 |
+15 |
14,433 |
42,898 |
+1,402 |
Jul12 |
120316 |
1464 |
1482 |
1436 |
1479 |
+17 |
6,242 |
45,035 |
+188 |
Sep12 |
120316 |
1470 |
1493 |
1448 |
1488 |
+16 |
4,076 |
25,170 |
+434 |
Dec12 |
120316 |
1472 |
1498 |
1454 |
1495 |
+15 |
4,790 |
25,878 |
+1,979 |
Mar13 |
120316 |
1469 |
1490 |
1450 |
1488 |
+11 |
2,265 |
27,455 |
+130 |
May13 |
120316 |
1478 |
1497 |
1469 |
1497 |
+10 |
302 |
8,039 |
+243 |
Jul13 |
120316 |
1470 |
1503 |
1470 |
1503 |
+11 |
48 |
2,128 |
+0 |
Total Volume and Open Interest |
35,252 |
183,832 |
+3,251 |
London Sugar(LCE) |
May12 |
120316 |
664.40 |
675.00 |
659.60 |
666.60 |
-3.40 |
3,792 |
26,560 |
+378 |
Aug12 |
120316 |
635.90 |
647.20 |
634.30 |
641.60 |
-1.40 |
2,365 |
17,741 |
-57 |
Oct12 |
120316 |
626.30 |
634.00 |
623.10 |
630.30 |
-1.00 |
1,404 |
9,575 |
+40 |
Dec12 |
120316 |
632.20 |
634.40 |
625.60 |
633.00 |
+0.30 |
91 |
2,890 |
+50 |
Mar13 |
120316 |
634.90 |
637.20 |
629.00 |
636.00 |
+0.40 |
356 |
4,413 |
+20 |
Total Volume and Open Interest |
8,288 |
61,766 |
+430 |
Cotton(ICE) |
May12 |
120316 |
87.20 |
88.17 |
87.00 |
87.48 |
+0.14 |
9,570 |
91,728 |
-652 |
Jul12 |
120316 |
88.00 |
88.78 |
87.53 |
88.05 |
+0.04 |
3,651 |
46,799 |
+500 |
Oct12 |
120316 |
89.26 |
89.26 |
89.26 |
89.26 |
-0.24 |
1 |
85 |
+0 |
Dec12 |
120316 |
88.00 |
88.88 |
87.51 |
88.28 |
+0.01 |
1,883 |
41,195 |
+763 |
Mar13 |
120316 |
89.50 |
90.00 |
88.65 |
89.31 |
-0.12 |
229 |
2,002 |
+133 |
May13 |
120316 |
89.50 |
89.58 |
89.04 |
89.51 |
-0.01 |
52 |
554 |
+15 |
Total Volume and Open Interest |
15,390 |
183,238 |
+762 |
Lumber(CME) |
May12 |
120316 |
271.6 |
273.2 |
268.5 |
272.2 |
+1.4 |
563 |
6,179 |
+148 |
Jul12 |
120316 |
283.0 |
284.7 |
281.5 |
284.0 |
+1.4 |
229 |
2,246 |
+139 |
Sep12 |
120316 |
288.4 |
288.5 |
285.4 |
287.7 |
+0.2 |
16 |
1,138 |
+1 |
Nov12 |
120316 |
283.0 |
285.0 |
281.4 |
283.0 |
+0.2 |
2 |
600 |
+0 |
Total Volume and Open Interest |
886 |
10,260 |
+217 |
Crude Oil(NYM) |
Apr12 |
120316 |
105.44 |
107.34 |
105.13 |
107.06 |
+1.95 |
283,510 |
109,489 |
-13,424 |
May12 |
120316 |
105.90 |
107.85 |
105.65 |
107.58 |
+1.93 |
106,543 |
262,393 |
+4,651 |
Jun12 |
120316 |
106.61 |
108.30 |
106.19 |
108.07 |
+1.85 |
79,922 |
157,402 |
-1,485 |
Jul12 |
120316 |
107.02 |
108.75 |
106.72 |
108.53 |
+1.77 |
35,748 |
92,702 |
-2,106 |
Aug12 |
120316 |
107.57 |
109.04 |
107.22 |
108.87 |
+1.72 |
21,466 |
66,563 |
-1,044 |
Sep12 |
120316 |
107.79 |
109.20 |
107.35 |
109.04 |
+1.68 |
21,651 |
57,843 |
-650 |
Oct12 |
120316 |
107.63 |
109.14 |
107.41 |
109.10 |
+1.65 |
9,068 |
42,674 |
+1,173 |
Nov12 |
120316 |
107.73 |
109.23 |
107.67 |
109.14 |
+1.63 |
7,526 |
34,326 |
+162 |
Dec12 |
120316 |
107.84 |
109.35 |
107.37 |
109.17 |
+1.61 |
46,811 |
189,061 |
-1,586 |
Jan13 |
120316 |
107.98 |
109.15 |
107.98 |
109.15 |
+1.58 |
4,733 |
41,633 |
+1,224 |
Feb13 |
120316 |
108.20 |
108.98 |
108.20 |
108.98 |
+1.54 |
2,082 |
20,927 |
+450 |
Mar13 |
120316 |
107.20 |
108.71 |
107.20 |
108.70 |
+1.49 |
4,474 |
28,419 |
+426 |
Apr13 |
120316 |
107.00 |
108.31 |
107.00 |
108.31 |
+1.45 |
2,012 |
14,164 |
+123 |
May13 |
120316 |
107.00 |
107.89 |
107.00 |
107.89 |
+1.41 |
1,231 |
11,941 |
+354 |
Jun13 |
120316 |
106.29 |
107.50 |
106.29 |
107.48 |
+1.37 |
9,469 |
62,709 |
-1,570 |
Jul13 |
120316 |
106.99 |
106.99 |
106.99 |
106.99 |
+1.34 |
588 |
10,466 |
+84 |
Total Volume and Open Interest |
671,171 |
1,569,937 |
-9,123 |
e-miNY Crude Oil(NYM) |
Mar12 |
120217 |
102.300 |
103.525 |
102.250 |
103.250 |
+0.950 |
6,783 |
1,739 |
-348 |
Apr12 |
120316 |
105.550 |
107.325 |
105.150 |
107.050 |
+1.950 |
7,500 |
1,261 |
-91 |
May12 |
120316 |
106.050 |
107.875 |
105.675 |
107.575 |
+1.925 |
712 |
704 |
+55 |
Jun12 |
120316 |
106.450 |
108.275 |
106.325 |
108.075 |
+1.850 |
111 |
143 |
+5 |
Jul12 |
120316 |
107.000 |
108.525 |
107.000 |
108.525 |
+1.775 |
13 |
57 |
-5 |
Aug12 |
120316 |
108.825 |
108.875 |
108.825 |
108.875 |
+1.725 |
2 |
13 |
+0 |
Sep12 |
120316 |
109.050 |
109.050 |
109.050 |
109.050 |
+1.700 |
0 |
31 |
+0 |
Oct12 |
120316 |
109.100 |
109.100 |
109.100 |
109.100 |
+1.650 |
0 |
9 |
+0 |
Nov12 |
120316 |
109.150 |
109.150 |
109.150 |
109.150 |
+1.650 |
|
|
|
Dec12 |
120316 |
109.175 |
109.175 |
109.175 |
109.175 |
+1.625 |
0 |
230 |
+0 |
Total Volume and Open Interest |
8,338 |
2,625 |
-36 |
Heating Oil(NYM) |
Apr12 |
120316 |
322.65 |
329.02 |
321.93 |
328.19 |
+5.94 |
52,085 |
70,843 |
-5,065 |
May12 |
120316 |
323.35 |
329.89 |
322.68 |
329.10 |
+6.20 |
28,790 |
61,134 |
+3,932 |
Jun12 |
120316 |
324.13 |
330.37 |
323.58 |
329.78 |
+6.22 |
20,960 |
50,029 |
-3,108 |
Jul12 |
120316 |
324.39 |
330.99 |
324.39 |
330.44 |
+6.19 |
8,976 |
22,022 |
-829 |
Aug12 |
120316 |
325.88 |
331.43 |
325.88 |
331.01 |
+6.10 |
3,439 |
14,740 |
-367 |
Sep12 |
120316 |
325.76 |
332.15 |
325.72 |
331.56 |
+6.02 |
2,544 |
14,014 |
-116 |
Oct12 |
120316 |
326.96 |
332.27 |
326.77 |
332.14 |
+5.98 |
727 |
6,809 |
+84 |
Nov12 |
120316 |
330.37 |
332.79 |
330.05 |
332.79 |
+5.96 |
414 |
4,083 |
+40 |
Dec12 |
120316 |
327.35 |
333.29 |
327.32 |
333.29 |
+5.94 |
3,684 |
29,450 |
+307 |
Jan13 |
120316 |
330.67 |
333.53 |
330.47 |
333.53 |
+5.94 |
348 |
5,230 |
+178 |
Feb13 |
120316 |
332.58 |
332.58 |
332.58 |
332.58 |
+5.84 |
347 |
796 |
+40 |
Mar13 |
120316 |
327.00 |
330.38 |
327.00 |
330.38 |
+5.89 |
313 |
1,122 |
+20 |
Total Volume and Open Interest |
122,713 |
280,920 |
-4,817 |
Gasoline(NYMEX) |
Apr12 |
120316 |
328.81 |
336.60 |
328.39 |
335.69 |
+6.84 |
52,062 |
84,229 |
-5,291 |
May12 |
120316 |
328.61 |
336.15 |
328.15 |
335.35 |
+6.93 |
38,110 |
86,370 |
-438 |
Jun12 |
120316 |
325.77 |
333.04 |
325.52 |
332.28 |
+6.70 |
24,277 |
65,560 |
+1,497 |
Jul12 |
120316 |
322.67 |
328.97 |
321.78 |
328.38 |
+6.43 |
12,391 |
39,518 |
+713 |
Aug12 |
120316 |
318.60 |
324.41 |
318.07 |
323.64 |
+6.20 |
6,763 |
23,894 |
-438 |
Sep12 |
120316 |
312.45 |
318.85 |
312.45 |
318.18 |
+5.94 |
3,559 |
21,192 |
+414 |
Oct12 |
120316 |
296.40 |
302.04 |
296.40 |
301.72 |
+5.60 |
2,224 |
19,781 |
+685 |
Nov12 |
120316 |
294.02 |
297.29 |
294.02 |
296.82 |
+5.45 |
1,509 |
6,999 |
+291 |
Dec12 |
120316 |
288.80 |
294.43 |
288.63 |
294.02 |
+5.39 |
1,328 |
21,193 |
-99 |
Jan13 |
120316 |
291.14 |
292.88 |
291.14 |
292.88 |
+5.25 |
557 |
5,459 |
-10 |
Total Volume and Open Interest |
143,069 |
384,095 |
-2,541 |
e-miNY RBOB Gasoline(NYM) |
Apr12 |
120316 |
335.70 |
335.70 |
335.69 |
335.70 |
+6.80 |
0 |
1 |
+0 |
May12 |
120316 |
335.40 |
335.40 |
335.35 |
335.40 |
+7.00 |
|
|
|
Jun12 |
120316 |
332.30 |
332.30 |
332.28 |
332.30 |
+6.70 |
|
|
|
Jul12 |
120316 |
328.40 |
328.40 |
328.38 |
328.40 |
+6.40 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Apr12 |
120316 |
2.267 |
2.362 |
2.246 |
2.326 |
+0.047 |
141,159 |
144,956 |
-10,161 |
May12 |
120316 |
2.430 |
2.468 |
2.385 |
2.436 |
+0.016 |
71,247 |
261,816 |
+2,855 |
Jun12 |
120316 |
2.537 |
2.567 |
2.501 |
2.543 |
+0.006 |
35,345 |
87,739 |
+1,335 |
Jul12 |
120316 |
2.622 |
2.657 |
2.604 |
2.642 |
+0.007 |
30,324 |
117,575 |
+2,584 |
Aug12 |
120316 |
2.671 |
2.708 |
2.660 |
2.696 |
+0.009 |
14,413 |
39,252 |
-389 |
Sep12 |
120316 |
2.695 |
2.737 |
2.684 |
2.724 |
+0.010 |
12,535 |
83,940 |
+1,843 |
Oct12 |
120316 |
2.764 |
2.812 |
2.754 |
2.793 |
+0.010 |
24,611 |
138,547 |
+1,767 |
Nov12 |
120316 |
2.988 |
3.043 |
2.981 |
3.010 |
+0.010 |
5,266 |
45,984 |
+235 |
Dec12 |
120316 |
3.336 |
3.380 |
3.331 |
3.355 |
+0.013 |
8,158 |
49,379 |
+500 |
Jan13 |
120316 |
3.463 |
3.508 |
3.463 |
3.490 |
+0.012 |
12,966 |
66,334 |
-2,037 |
Feb13 |
120316 |
3.478 |
3.524 |
3.477 |
3.500 |
+0.013 |
1,835 |
17,221 |
+103 |
Mar13 |
120316 |
3.460 |
3.491 |
3.456 |
3.480 |
+0.012 |
2,549 |
27,162 |
-422 |
Apr13 |
120316 |
3.431 |
3.464 |
3.418 |
3.446 |
+0.011 |
3,695 |
40,779 |
+58 |
May13 |
120316 |
3.470 |
3.492 |
3.466 |
3.484 |
+0.010 |
478 |
10,744 |
+66 |
Jun13 |
120316 |
3.537 |
3.538 |
3.525 |
3.538 |
+0.009 |
427 |
4,408 |
-23 |
Jul13 |
120316 |
3.562 |
3.593 |
3.562 |
3.582 |
+0.009 |
409 |
5,016 |
+82 |
Total Volume and Open Interest |
367,661 |
1,230,205 |
-1,684 |
Brent Crude Oil(ICE) |
May12 |
120316 |
122.55 |
126.16 |
122.45 |
125.81 |
+3.21 |
202,219 |
238,869 |
-1,475 |
Jun12 |
120316 |
122.39 |
125.63 |
122.07 |
125.28 |
+3.06 |
97,053 |
163,068 |
+815 |
Jul12 |
120316 |
122.00 |
125.12 |
121.70 |
124.75 |
+2.94 |
36,306 |
78,633 |
+1,568 |
Aug12 |
120316 |
122.02 |
124.53 |
121.25 |
124.15 |
+2.81 |
17,871 |
52,831 |
+1,437 |
Sep12 |
120316 |
120.97 |
123.75 |
120.68 |
123.42 |
+2.68 |
15,687 |
69,368 |
-1,541 |
Oct12 |
120316 |
120.33 |
123.03 |
120.04 |
122.68 |
+2.57 |
10,253 |
52,602 |
+2,579 |
Nov12 |
120316 |
119.77 |
122.33 |
119.47 |
122.01 |
+2.46 |
6,392 |
30,061 |
+864 |
Dec12 |
120316 |
119.20 |
121.64 |
118.81 |
121.34 |
+2.36 |
38,782 |
104,385 |
+382 |
Jan13 |
120316 |
118.74 |
120.71 |
118.73 |
120.71 |
+2.28 |
1,371 |
17,763 |
-34 |
Feb13 |
120316 |
120.07 |
120.07 |
120.07 |
120.07 |
+2.21 |
831 |
10,386 |
+91 |
Mar13 |
120316 |
119.39 |
119.39 |
119.39 |
119.39 |
+2.13 |
1,587 |
8,994 |
-252 |
Apr13 |
120316 |
118.70 |
118.70 |
118.70 |
118.70 |
+2.06 |
1,050 |
6,855 |
+139 |
May13 |
120316 |
118.00 |
118.00 |
118.00 |
118.00 |
+1.99 |
664 |
6,454 |
+224 |
Jun13 |
120316 |
115.86 |
117.27 |
115.31 |
117.27 |
+1.93 |
5,808 |
28,524 |
-554 |
Total Volume and Open Interest |
577,614 |
1,084,781 |
-20,453 |
Gas Oil(ICE) |
Apr12 |
120316 |
1022.75 |
1045.00 |
1020.25 |
1035.75 |
+11.75 |
81,679 |
136,115 |
+3,510 |
May12 |
120316 |
1023.25 |
1044.75 |
1020.75 |
1035.00 |
+10.50 |
61,232 |
91,262 |
-6,080 |
Jun12 |
120316 |
1023.25 |
1044.25 |
1021.00 |
1034.50 |
+10.00 |
35,876 |
62,230 |
+3,618 |
Jul12 |
120316 |
1022.75 |
1044.00 |
1021.75 |
1034.00 |
+9.25 |
15,999 |
30,184 |
+437 |
Aug12 |
120316 |
1024.00 |
1042.25 |
1023.25 |
1034.25 |
+9.25 |
6,925 |
22,199 |
-1,133 |
Sep12 |
120316 |
1022.50 |
1041.75 |
1022.50 |
1034.00 |
+9.25 |
5,864 |
22,120 |
-519 |
Oct12 |
120316 |
1021.00 |
1039.25 |
1021.00 |
1032.25 |
+9.25 |
2,325 |
15,377 |
+482 |
Nov12 |
120316 |
1018.75 |
1036.25 |
1018.75 |
1029.75 |
+9.00 |
692 |
11,046 |
-11 |
Dec12 |
120316 |
1016.50 |
1034.75 |
1016.00 |
1027.25 |
+8.75 |
10,169 |
43,478 |
+80 |
Jan13 |
120316 |
1022.75 |
1027.25 |
1022.50 |
1024.75 |
+8.25 |
202 |
11,519 |
-24 |
Total Volume and Open Interest |
224,819 |
508,475 |
+590 |
Ethanol(CBOT) |
Mar12 |
120305 |
2.270 |
2.289 |
2.270 |
2.289 |
+0.029 |
25 |
151 |
-37 |
Apr12 |
120316 |
2.350 |
2.360 |
2.335 |
2.355 |
+0.018 |
75 |
1,032 |
-17 |
May12 |
120316 |
2.353 |
2.361 |
2.345 |
2.360 |
+0.013 |
291 |
1,413 |
-85 |
Jun12 |
120316 |
2.368 |
2.374 |
2.359 |
2.367 |
+0.007 |
21 |
723 |
-3 |
Jul12 |
120316 |
2.379 |
2.379 |
2.364 |
2.372 |
+0.005 |
29 |
1,850 |
-3 |
Aug12 |
120316 |
2.350 |
2.356 |
2.350 |
2.353 |
+0.002 |
54 |
1,305 |
+22 |
Sep12 |
120316 |
2.300 |
2.301 |
2.293 |
2.297 |
-0.002 |
42 |
1,160 |
+27 |
Oct12 |
120316 |
2.200 |
2.202 |
2.192 |
2.197 |
-0.002 |
30 |
952 |
+13 |
Total Volume and Open Interest |
774 |
11,060 |
-35 |
WTI Crude Oil(ICE) |
Apr12 |
120316 |
105.50 |
107.35 |
105.13 |
107.06 |
+1.95 |
57,174 |
25,917 |
-8,387 |
May12 |
120316 |
106.02 |
107.84 |
105.65 |
107.58 |
+1.93 |
30,938 |
52,822 |
+680 |
Jun12 |
120316 |
106.52 |
108.29 |
106.20 |
108.07 |
+1.85 |
21,524 |
52,201 |
-614 |
Jul12 |
120316 |
107.00 |
108.67 |
106.79 |
108.53 |
+1.77 |
9,309 |
28,732 |
+515 |
Aug12 |
120316 |
107.37 |
109.00 |
107.36 |
108.87 |
+1.72 |
6,888 |
13,465 |
+220 |
Sep12 |
120316 |
107.66 |
109.18 |
107.32 |
109.04 |
+1.68 |
5,703 |
19,179 |
+829 |
Oct12 |
120316 |
107.70 |
109.20 |
107.39 |
109.10 |
+1.65 |
2,883 |
10,768 |
+367 |
Nov12 |
120316 |
107.76 |
109.22 |
107.42 |
109.14 |
+1.63 |
1,838 |
7,368 |
+77 |
Dec12 |
120316 |
107.77 |
109.28 |
107.36 |
109.17 |
+1.61 |
13,620 |
62,370 |
-141 |
Jan13 |
120316 |
109.15 |
109.15 |
109.15 |
109.15 |
+1.58 |
777 |
5,730 |
-105 |
Feb13 |
120316 |
108.98 |
108.98 |
108.98 |
108.98 |
+1.54 |
309 |
2,197 |
+70 |
Mar13 |
120316 |
108.70 |
108.70 |
108.70 |
108.70 |
+1.49 |
406 |
3,834 |
+2 |
Apr13 |
120316 |
108.31 |
108.31 |
108.31 |
108.31 |
+1.45 |
100 |
600 |
+72 |
May13 |
120316 |
107.89 |
107.89 |
107.89 |
107.89 |
+1.41 |
0 |
674 |
+0 |
Jun13 |
120316 |
107.45 |
107.49 |
107.42 |
107.48 |
+1.37 |
774 |
16,140 |
+144 |
Jul13 |
120316 |
106.99 |
106.99 |
106.99 |
106.99 |
+1.34 |
29 |
223 |
-1 |
Total Volume and Open Interest |
160,556 |
399,122 |
-4,961 |
US Dollar Index(ICE) |
Mar12 |
120316 |
80.230 |
80.385 |
79.730 |
79.735 |
-0.400 |
38,980 |
18,060 |
-19,375 |
Jun12 |
120316 |
80.605 |
80.760 |
79.950 |
80.082 |
-0.423 |
42,141 |
47,962 |
+22,975 |
Sep12 |
120316 |
80.430 |
80.545 |
80.430 |
80.543 |
-0.422 |
0 |
503 |
+0 |
Total Volume and Open Interest |
81,121 |
66,525 |
+3,600 |
Australian Dollar(CME) |
Mar12 |
120316 |
105.29 |
105.96 |
105.09 |
105.85 |
+0.43 |
169,351 |
80,844 |
-23,456 |
Jun12 |
120316 |
104.18 |
104.88 |
104.00 |
104.77 |
+0.42 |
65,940 |
123,221 |
+27,061 |
Sep12 |
120316 |
103.24 |
103.77 |
103.24 |
103.73 |
+0.42 |
0 |
249 |
+0 |
Total Volume and Open Interest |
235,291 |
204,324 |
+3,605 |
British Pound(CME) |
Mar12 |
120316 |
157.10 |
158.61 |
156.95 |
158.32 |
+1.10 |
126,314 |
74,375 |
-33,175 |
Jun12 |
120316 |
156.99 |
158.52 |
156.85 |
158.23 |
+1.11 |
68,375 |
131,884 |
+36,627 |
Sep12 |
120316 |
156.88 |
158.37 |
156.84 |
158.11 |
+1.10 |
0 |
24 |
+0 |
Total Volume and Open Interest |
194,690 |
206,332 |
+3,452 |
Canadian Dollar(CME) |
Mar12 |
120316 |
100.80 |
100.99 |
100.59 |
100.86 |
unch |
114,216 |
76,811 |
-15,511 |
Jun12 |
120316 |
100.61 |
100.80 |
100.40 |
100.66 |
-0.01 |
45,059 |
97,087 |
+21,829 |
Sep12 |
120316 |
100.35 |
100.54 |
100.25 |
100.47 |
unch |
343 |
2,205 |
+208 |
Dec12 |
120316 |
100.00 |
100.24 |
100.00 |
100.24 |
unch |
1,303 |
3,160 |
+42 |
Total Volume and Open Interest |
160,930 |
179,426 |
+6,570 |
Japanese Yen(CME) |
Mar12 |
120316 |
119.69 |
120.21 |
119.12 |
119.95 |
+0.03 |
118,663 |
89,976 |
-17,981 |
Jun12 |
120316 |
119.80 |
120.31 |
119.22 |
120.05 |
+0.03 |
57,892 |
117,596 |
+29,241 |
Sep12 |
120316 |
119.82 |
120.18 |
119.71 |
120.18 |
+0.02 |
75 |
126 |
+73 |
Total Volume and Open Interest |
176,630 |
207,729 |
+11,333 |
Swiss Franc(CME) |
Mar12 |
120316 |
108.38 |
109.28 |
108.07 |
109.22 |
+0.70 |
72,119 |
27,974 |
-3,932 |
Jun12 |
120316 |
108.47 |
109.39 |
108.16 |
109.32 |
+0.70 |
29,504 |
36,567 |
+12,346 |
Sep12 |
120316 |
109.37 |
109.45 |
108.76 |
109.45 |
+0.69 |
3 |
178 |
+1 |
Total Volume and Open Interest |
101,626 |
64,720 |
+8,415 |
EuroFX(CME) |
Mar12 |
120316 |
130.81 |
131.87 |
130.49 |
131.73 |
+0.76 |
270,176 |
134,634 |
-50,508 |
Jun12 |
120316 |
130.84 |
131.95 |
130.55 |
131.79 |
+0.77 |
144,927 |
186,333 |
+60,744 |
Sep12 |
120316 |
131.11 |
131.94 |
130.63 |
131.88 |
+0.77 |
12 |
280 |
+0 |
Total Volume and Open Interest |
415,115 |
321,293 |
+10,236 |
Mexican Peso(CME) |
Mar12 |
120316 |
789.2 |
792.5 |
787.8 |
789.0 |
-1.8 |
78,861 |
113,726 |
-5,690 |
Apr12 |
120316 |
787.2 |
788.8 |
787.2 |
787.2 |
-1.5 |
|
|
|
Total Volume and Open Interest |
134,377 |
276,788 |
+29,011 |
Brazilian Real(CME) |
Apr12 |
120316 |
553.75 |
554.20 |
552.20 |
553.60 |
+1.30 |
426 |
2,961 |
+104 |
May12 |
120316 |
549.95 |
549.95 |
548.50 |
549.95 |
+1.45 |
0 |
550 |
+0 |
Jun12 |
120316 |
546.45 |
546.70 |
546.30 |
546.30 |
+1.65 |
68 |
2,423 |
+8 |
Jul12 |
120316 |
543.05 |
543.05 |
541.40 |
543.05 |
+1.65 |
|
|
|
Total Volume and Open Interest |
494 |
19,485 |
+112 |
30-Year T-Bonds(CBOT) |
Mar12 |
120316 |
137~290 |
137~310 |
137~010 |
137~280 |
-0~030 |
4,972 |
4,073 |
-1,366 |
Jun12 |
120316 |
136~150 |
136~200 |
135~150 |
136~140 |
-0~030 |
568,124 |
589,270 |
+1,322 |
Sep12 |
120316 |
135~000 |
135~170 |
134~310 |
135~140 |
-0~030 |
36 |
110 |
-4 |
Total Volume and Open Interest |
573,132 |
593,453 |
-48 |
10-Year T-Notes(CBOT) |
Mar12 |
120316 |
129~090 |
129~120 |
128~215 |
129~015 |
-0~095 |
5,836 |
20,669 |
-1,942 |
Jun12 |
120316 |
128~255 |
128~285 |
128~030 |
128~195 |
-0~075 |
1,814,385 |
1,769,112 |
-4,055 |
Sep12 |
120316 |
127~210 |
127~285 |
127~210 |
127~210 |
-0~075 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,820,221 |
1,789,783 |
-5,997 |
5-Year T-Notes(CBOT) |
Mar12 |
120316 |
122~011 |
122~037 |
122~007 |
122~029 |
-0~008 |
7,975 |
43,681 |
-2,169 |
Jun12 |
120316 |
122~008 |
122~015 |
121~091 |
121~124 |
-0~013 |
902,736 |
1,376,772 |
+41,397 |
Sep12 |
120316 |
121~020 |
121~033 |
121~020 |
121~020 |
-0~013 |
|
|
|
Total Volume and Open Interest |
910,711 |
1,420,453 |
+39,228 |
2 Year T-Notes(CBOT) |
Mar12 |
120316 |
110~008 |
110~012 |
110~008 |
110~012 |
+0~002 |
13,299 |
41,386 |
-7,163 |
Jun12 |
120316 |
109~123 |
109~127 |
109~117 |
109~125 |
+0~002 |
442,285 |
817,943 |
+38,827 |
Sep12 |
120316 |
109~077 |
109~077 |
109~075 |
109~077 |
+0~002 |
|
|
|
Total Volume and Open Interest |
455,584 |
859,329 |
+31,664 |
Eurodollars(CME) |
Mar12 |
120316 |
99.525 |
99.527 |
99.525 |
99.525 |
unch |
165,686 |
860,821 |
+4,474 |
Jun12 |
120316 |
99.535 |
99.560 |
99.530 |
99.540 |
+0.010 |
284,847 |
1,078,553 |
+9,209 |
Sep12 |
120316 |
99.495 |
99.530 |
99.480 |
99.505 |
+0.015 |
253,506 |
879,235 |
+5,495 |
Dec12 |
120316 |
99.435 |
99.490 |
99.420 |
99.455 |
+0.020 |
297,237 |
937,287 |
+70 |
Mar13 |
120316 |
99.380 |
99.440 |
99.360 |
99.405 |
+0.030 |
310,405 |
659,009 |
-7,773 |
Jun13 |
120316 |
99.310 |
99.365 |
99.280 |
99.330 |
+0.030 |
332,691 |
606,808 |
+4,435 |
Sep13 |
120316 |
99.220 |
99.265 |
99.180 |
99.235 |
+0.025 |
358,432 |
590,783 |
-7,870 |
Dec13 |
120316 |
99.120 |
99.145 |
99.065 |
99.120 |
+0.010 |
414,417 |
565,480 |
-11,186 |
Mar14 |
120316 |
99.030 |
99.030 |
98.950 |
99.010 |
+0.005 |
378,119 |
487,644 |
+5,373 |
Jun14 |
120316 |
98.905 |
98.905 |
98.820 |
98.880 |
-0.005 |
247,306 |
325,085 |
+3,060 |
Sep14 |
120316 |
98.765 |
98.770 |
98.670 |
98.740 |
-0.010 |
242,412 |
320,531 |
+7,316 |
Dec14 |
120316 |
98.590 |
98.595 |
98.485 |
98.565 |
-0.015 |
229,375 |
341,275 |
+3,965 |
Mar15 |
120316 |
98.420 |
98.425 |
98.305 |
98.390 |
-0.020 |
165,612 |
230,437 |
+5,710 |
Jun15 |
120316 |
6.475 |
6.485 |
6.360 |
6.450 |
-0.025 |
153,047 |
234,302 |
-2,777 |
Sep15 |
120316 |
6.295 |
6.305 |
6.180 |
6.265 |
-0.030 |
94,909 |
165,978 |
-2,280 |
Dec15 |
120316 |
6.115 |
6.125 |
5.995 |
6.085 |
-0.030 |
121,523 |
164,306 |
+7,391 |
Mar16 |
120316 |
5.965 |
5.965 |
5.835 |
5.925 |
-0.035 |
44,718 |
81,497 |
-877 |
Jun16 |
120316 |
5.805 |
5.805 |
5.675 |
5.760 |
-0.040 |
31,622 |
94,131 |
-399 |
Total Volume and Open Interest |
4,187,019 |
8,898,269 |
+27,274 |
30 Day Federal Funds(CBOT) |
Mar12 |
120316 |
99.875 |
99.878 |
99.872 |
99.878 |
unch |
1,856 |
57,636 |
-1,000 |
Apr12 |
120316 |
99.870 |
99.875 |
99.860 |
99.870 |
-0.005 |
5,333 |
44,881 |
+769 |
May12 |
120316 |
99.865 |
99.870 |
99.860 |
99.870 |
unch |
3,345 |
51,025 |
+659 |
Jun12 |
120316 |
99.860 |
99.860 |
99.850 |
99.860 |
unch |
3,932 |
36,040 |
-675 |
Jul12 |
120316 |
99.845 |
99.850 |
99.835 |
99.850 |
unch |
1,599 |
47,324 |
-199 |
Aug12 |
120316 |
99.840 |
99.845 |
99.830 |
99.845 |
unch |
2,128 |
35,841 |
+1,032 |
Total Volume and Open Interest |
57,597 |
535,741 |
+4,987 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120316 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
0 |
58 |
+0 |
Jun12 |
120316 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
120316 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec12 |
120316 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Mar13 |
120316 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Jun13 |
120316 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Sep13 |
120316 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Dec13 |
120316 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Mar14 |
120316 |
99.505 |
99.505 |
99.505 |
99.505 |
unch |
|
|
|
Jun14 |
120316 |
99.365 |
99.365 |
99.365 |
99.365 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
58 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120316 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
3 |
2,058 |
+0 |
Sep12 |
120316 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
684 |
+0 |
Dec12 |
120316 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
415 |
+0 |
Mar13 |
120316 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
81 |
+0 |
Jun13 |
120316 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
216 |
+0 |
Sep13 |
120316 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
325 |
+0 |
Dec13 |
120316 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
395 |
+0 |
Mar14 |
120316 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
6 |
6,272 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120316 |
141.23 |
141.48 |
141.00 |
141.22 |
+0.08 |
11,231 |
23,099 |
+218 |
Sep12 |
120316 |
140.37 |
140.37 |
140.37 |
140.37 |
+0.08 |
0 |
5 |
+0 |
Dec12 |
120316 |
138.28 |
138.28 |
138.28 |
138.28 |
+0.08 |
0 |
4 |
+0 |
Total Volume and Open Interest |
11,231 |
23,108 |
+218 |
Euro-Bund(EUREX) |
Jun12 |
120316 |
136.39 |
136.56 |
135.27 |
135.46 |
-1.02 |
948,368 |
823,085 |
-23,411 |
Sep12 |
120316 |
134.91 |
134.91 |
133.95 |
133.98 |
-1.07 |
135 |
19 |
+8 |
Dec12 |
120316 |
133.98 |
133.98 |
133.98 |
133.98 |
-1.07 |
121 |
121 |
+121 |
Total Volume and Open Interest |
948,624 |
823,225 |
-23,282 |
Euro-Bobl(EUREX) |
Jun12 |
120316 |
123.07 |
123.15 |
122.42 |
122.59 |
-0.53 |
594,145 |
771,438 |
-11,512 |
Sep12 |
120316 |
122.50 |
122.50 |
122.50 |
122.50 |
-0.72 |
1 |
2 |
-1 |
Dec12 |
120316 |
122.50 |
122.50 |
122.50 |
122.50 |
-0.72 |
|
|
|
Total Volume and Open Interest |
594,146 |
771,440 |
-11,513 |
3-Mth Euribor(EUREX) |
Mar12 |
120316 |
99.155 |
99.155 |
99.150 |
99.150 |
-0.005 |
0 |
1,440 |
+0 |
Jun12 |
120316 |
99.300 |
99.300 |
99.300 |
99.300 |
+0.010 |
0 |
1,517 |
+0 |
Sep12 |
120316 |
99.285 |
99.285 |
99.285 |
99.285 |
-0.005 |
100 |
948 |
+0 |
Total Volume and Open Interest |
431 |
6,993 |
+287 |
Long Gilt(LIFFE) |
Mar12 |
120316 |
113~23 |
113~23 |
113~09 |
113~17 |
-0~21 |
594 |
14,039 |
-1,427 |
Jun12 |
120316 |
112~12 |
112~14 |
111~09 |
111~23 |
-0~25 |
202,809 |
279,545 |
-15,698 |
Total Volume and Open Interest |
203,403 |
293,584 |
-17,125 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120316 |
98.97 |
98.99 |
98.96 |
98.97 |
unch |
54,931 |
282,223 |
-7,753 |
Jun12 |
120316 |
99.06 |
99.08 |
99.04 |
99.07 |
+0.01 |
69,010 |
254,025 |
+9,072 |
Sep12 |
120316 |
99.07 |
99.09 |
99.04 |
99.07 |
+0.01 |
85,033 |
331,032 |
+5,175 |
Dec12 |
120316 |
99.04 |
99.06 |
99.00 |
99.03 |
+0.01 |
55,184 |
252,070 |
+4,817 |
Mar13 |
120316 |
99.01 |
99.03 |
98.95 |
98.98 |
unch |
67,270 |
299,543 |
-12,956 |
Jun13 |
120316 |
98.95 |
98.96 |
98.87 |
98.91 |
-0.01 |
54,193 |
216,381 |
-3,940 |
Total Volume and Open Interest |
546,810 |
2,185,729 |
-165 |
3-Mth Euribor(LIFFE) |
Mar12 |
120316 |
99.150 |
99.155 |
99.150 |
99.150 |
-0.005 |
81,994 |
519,874 |
-10,807 |
Jun12 |
120316 |
99.295 |
99.310 |
99.285 |
99.300 |
+0.010 |
192,993 |
468,212 |
+19,690 |
Sep12 |
120316 |
99.295 |
99.315 |
99.265 |
99.285 |
-0.005 |
171,367 |
481,858 |
-11,024 |
Total Volume and Open Interest |
1,211,273 |
3,526,946 |
-28,519 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120316 |
95.68 |
95.73 |
95.68 |
95.71 |
+0.02 |
44,125 |
206,974 |
-405 |
Sep12 |
120316 |
95.73 |
95.77 |
95.73 |
95.76 |
+0.02 |
46,932 |
155,603 |
+9,874 |
Dec12 |
120316 |
95.76 |
95.80 |
95.74 |
95.78 |
+0.02 |
27,051 |
91,575 |
+3,785 |
Mar13 |
120316 |
95.73 |
95.79 |
95.73 |
95.78 |
+0.02 |
9,986 |
57,380 |
+1,453 |
Jun13 |
120316 |
95.72 |
95.75 |
95.71 |
95.73 |
+0.02 |
6,403 |
52,491 |
+918 |
Sep13 |
120316 |
95.68 |
95.69 |
95.66 |
95.67 |
+0.01 |
3,914 |
37,149 |
+1,229 |
Dec13 |
120316 |
95.62 |
95.62 |
95.60 |
95.60 |
+0.01 |
1,379 |
25,995 |
-151 |
Mar14 |
120316 |
95.58 |
95.58 |
95.54 |
95.54 |
+0.01 |
2,134 |
15,918 |
-260 |
Jun14 |
120316 |
95.53 |
95.53 |
95.48 |
95.48 |
+0.01 |
24 |
1,019 |
-63 |
Sep14 |
120316 |
95.41 |
95.41 |
95.41 |
95.41 |
-0.01 |
1 |
341 |
-18 |
Total Volume and Open Interest |
141,949 |
644,747 |
+16,362 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120316 |
95.69 |
95.75 |
95.67 |
95.71 |
+0.02 |
103,927 |
345,038 |
+13,446 |
Sep12 |
120316 |
95.71 |
95.71 |
95.71 |
95.71 |
|
|
|
|
3-Year Aus T-Bonds(SFE) |
Jun12 |
120316 |
96.19 |
96.25 |
96.18 |
96.21 |
+0.01 |
283,043 |
385,166 |
+38,663 |
Sep12 |
120316 |
96.21 |
96.21 |
96.21 |
96.21 |
|
|
|
|
Gold(CMX) |
Apr12 |
120316 |
1657.8 |
1664.9 |
1639.7 |
1655.8 |
-3.7 |
279,269 |
177,283 |
-12,838 |
Jun12 |
120316 |
1659.9 |
1667.1 |
1642.3 |
1658.1 |
-3.7 |
33,229 |
109,971 |
+6,087 |
Aug12 |
120316 |
1660.4 |
1668.5 |
1644.3 |
1660.5 |
-3.7 |
10,803 |
26,331 |
+1,259 |
Oct12 |
120316 |
1663.8 |
1669.6 |
1650.0 |
1662.8 |
-3.7 |
689 |
12,236 |
-124 |
Dec12 |
120316 |
1666.4 |
1673.3 |
1650.0 |
1665.2 |
-3.7 |
3,292 |
28,836 |
-746 |
Feb13 |
120316 |
1661.8 |
1667.4 |
1653.4 |
1667.4 |
-3.8 |
442 |
16,247 |
+79 |
Apr13 |
120316 |
1669.6 |
1669.6 |
1669.6 |
1669.6 |
-3.9 |
423 |
6,262 |
+409 |
Jun13 |
120316 |
1672.5 |
1672.5 |
1672.5 |
1672.5 |
-3.9 |
461 |
10,116 |
-350 |
Aug13 |
120316 |
1675.4 |
1675.4 |
1675.4 |
1675.4 |
-4.0 |
1 |
255 |
-1 |
Oct13 |
120316 |
1678.7 |
1678.7 |
1678.7 |
1678.7 |
-4.1 |
1 |
0 |
-1 |
Dec13 |
120316 |
1682.2 |
1682.2 |
1682.2 |
1682.2 |
-4.2 |
1,766 |
11,155 |
+476 |
Total Volume and Open Interest |
333,152 |
437,593 |
-4,726 |
Silver(CMX) |
Mar12 |
120316 |
3211.5 |
3258.5 |
3211.5 |
3257.3 |
-12.0 |
71 |
324 |
-9 |
May12 |
120316 |
3258.0 |
3275.5 |
3213.5 |
3260.4 |
-12.2 |
74,283 |
56,658 |
-382 |
Jul12 |
120316 |
3253.0 |
3277.5 |
3230.5 |
3265.4 |
-12.5 |
6,393 |
13,452 |
-635 |
Sep12 |
120316 |
3258.5 |
3269.6 |
3257.0 |
3269.6 |
-12.8 |
1,288 |
5,356 |
-296 |
Dec12 |
120316 |
3266.5 |
3274.6 |
3232.0 |
3274.6 |
-13.3 |
2,180 |
14,639 |
-884 |
Mar13 |
120316 |
3277.0 |
3277.0 |
3277.0 |
3277.0 |
-13.4 |
217 |
2,136 |
+47 |
May13 |
120316 |
3278.0 |
3278.0 |
3278.0 |
3278.0 |
-13.7 |
33 |
1,254 |
+27 |
Total Volume and Open Interest |
84,737 |
109,596 |
-2,134 |
Platinum(NYMEX) |
Apr12 |
120316 |
1684.0 |
1693.2 |
1664.2 |
1675.5 |
-8.4 |
10,004 |
28,969 |
-1,590 |
Jul12 |
120316 |
1693.0 |
1698.1 |
1669.9 |
1680.3 |
-8.5 |
2,596 |
13,755 |
+1,707 |
Oct12 |
120316 |
1683.9 |
1683.9 |
1683.4 |
1683.4 |
-8.5 |
29 |
676 |
+23 |
Jan13 |
120316 |
1686.4 |
1686.4 |
1686.4 |
1686.4 |
-8.5 |
0 |
8 |
+0 |
Total Volume and Open Interest |
12,629 |
43,408 |
+140 |
Palladium(NYMEX) |
Mar12 |
120316 |
44.84 |
44.84 |
44.84 |
44.84 |
-8.20 |
0 |
58 |
-1 |
Jun12 |
120316 |
51.64 |
52.89 |
42.44 |
46.34 |
-8.20 |
2,184 |
20,691 |
-7 |
Sep12 |
120316 |
47.64 |
47.64 |
47.64 |
47.64 |
-8.20 |
3 |
391 |
+0 |
Total Volume and Open Interest |
2,194 |
21,153 |
-2 |
Copper(CMX) |
Mar12 |
120316 |
388.35 |
392.90 |
386.80 |
387.40 |
-1.80 |
599 |
2,424 |
-361 |
May12 |
120316 |
389.65 |
394.00 |
386.75 |
387.80 |
-1.95 |
44,048 |
81,732 |
+58 |
Jul12 |
120316 |
387.55 |
394.60 |
387.50 |
388.55 |
-1.95 |
3,402 |
27,099 |
+275 |
Sep12 |
120316 |
392.00 |
395.00 |
389.30 |
389.35 |
-2.05 |
1,396 |
17,072 |
-84 |
Dec12 |
120316 |
392.00 |
395.65 |
390.00 |
390.05 |
-2.20 |
1,015 |
9,579 |
-716 |
Total Volume and Open Interest |
51,782 |
150,621 |
-347 |
DJIA Index(CBOT) |
Jun12 |
120316 |
13170 |
13220 |
13160 |
13163 |
-9 |
795 |
8,379 |
+260 |
Sep12 |
120316 |
13101 |
13115 |
13101 |
13101 |
-14 |
|
|
|
Dec12 |
120316 |
13020 |
13034 |
13020 |
13020 |
-14 |
0 |
1 |
+0 |
Mar13 |
120316 |
12953 |
12953 |
12953 |
12953 |
|
|
|
|
E-mini DJIA Index(CBOT) |
Mar12 |
120316 |
13233 |
13302 |
13226 |
13302 |
+64 |
25,062 |
50,291 |
-5,458 |
Jun12 |
120316 |
13169 |
13224 |
13157 |
13163 |
-9 |
115,047 |
100,178 |
+4,940 |
Sep12 |
120316 |
13169 |
13169 |
13101 |
13101 |
-14 |
27 |
145 |
+10 |
Dec12 |
120316 |
13020 |
13020 |
13020 |
13020 |
-14 |
2 |
20 |
+1 |
Total Volume and Open Interest |
140,138 |
150,634 |
-507 |
S & P 500(CME) |
Jun12 |
120316 |
1395.80 |
1400.40 |
1394.20 |
1398.50 |
+2.50 |
43,024 |
208,404 |
+24,220 |
Sep12 |
120316 |
1391.50 |
1395.00 |
1389.50 |
1392.50 |
+2.50 |
2 |
1,288 |
+1 |
Dec12 |
120316 |
1384.80 |
1388.80 |
1383.30 |
1386.30 |
+2.50 |
280 |
663 |
+13 |
Mar13 |
120316 |
1380.30 |
1382.80 |
1377.30 |
1380.30 |
+2.50 |
|
|
|
Total Volume and Open Interest |
79,091 |
317,768 |
+14,157 |
S & P 500 E-Mini(Globex) |
Jun12 |
120316 |
1395.75 |
1400.50 |
1394.00 |
1398.50 |
+2.50 |
2,095,321 |
2,563,097 |
+191,656 |
Sep12 |
120316 |
1389.75 |
1394.25 |
1389.00 |
1392.50 |
+2.50 |
369 |
544 |
-76 |
Total Volume and Open Interest |
2,606,860 |
3,351,592 |
+33,007 |
NASDAQ 100(CME) |
Jun12 |
120316 |
2709.00 |
2719.50 |
2703.00 |
2709.00 |
-2.80 |
645 |
5,590 |
+275 |
Sep12 |
120316 |
2710.00 |
2715.00 |
2705.00 |
2706.30 |
-2.70 |
|
|
|
Dec12 |
120316 |
2704.50 |
2704.50 |
2703.30 |
2704.50 |
-2.80 |
|
|
|
Total Volume and Open Interest |
2,278 |
22,781 |
+88 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120316 |
2711.30 |
2720.00 |
2702.80 |
2709.00 |
-2.80 |
341,477 |
419,810 |
+41,580 |
Sep12 |
120316 |
2716.30 |
2722.30 |
2695.00 |
2706.30 |
-2.70 |
5 |
22 |
+3 |
Total Volume and Open Interest |
428,028 |
598,371 |
+10,802 |
S & P Midcap 400(CME) |
Jun12 |
120316 |
999.50 |
999.80 |
996.80 |
996.80 |
-0.40 |
55 |
242 |
+52 |
Sep12 |
120316 |
994.00 |
994.40 |
994.00 |
994.00 |
-0.40 |
|
|
|
Dec12 |
120316 |
992.00 |
992.40 |
992.00 |
992.00 |
-0.40 |
|
|
|
Total Volume and Open Interest |
118 |
3,072 |
+49 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120316 |
10075 |
10150 |
10050 |
10060 |
unch |
5,417 |
45,568 |
-382 |
Sep12 |
120316 |
10075 |
10075 |
10075 |
10075 |
unch |
|
|
|
Total Volume and Open Interest |
5,417 |
45,568 |
-382 |
Nikkei 225(SGX) |
Jun12 |
120316 |
10055 |
10075 |
10005 |
10070 |
+10 |
117,988 |
236,784 |
-861 |
Sep12 |
120316 |
10070 |
10070 |
10070 |
10070 |
+10 |
85 |
1,277 |
+27 |
Dec12 |
120316 |
10010 |
10010 |
10010 |
10010 |
+10 |
0 |
5,902 |
+0 |
Total Volume and Open Interest |
118,895 |
254,054 |
-393 |
CAC 40(EURONEXT) |
Mar12 |
120316 |
3578.5 |
3600.0 |
3573.0 |
3598.5 |
+17.0 |
142,947 |
223,748 |
-94,372 |
Apr12 |
120316 |
3571.0 |
3594.0 |
3567.0 |
3589.0 |
+14.5 |
82,667 |
281,267 |
+74,575 |
May12 |
120316 |
3516.0 |
3534.0 |
3515.0 |
3531.5 |
+14.5 |
1,550 |
1,446 |
+100 |
Total Volume and Open Interest |
228,608 |
538,292 |
-19,634 |
Hang Seng Index(HKFE) |
Mar12 |
120316 |
21282 |
21472 |
21257 |
21340 |
+26 |
94,366 |
98,905 |
+448 |
Apr12 |
120316 |
21308 |
21460 |
21268 |
21336 |
+30 |
1,446 |
4,545 |
+543 |
Total Volume and Open Interest |
96,062 |
108,236 |
+1,014 |
DAX(EUREX) |
Mar12 |
120316 |
7150.0 |
7196.5 |
7142.5 |
7193.0 |
+47.0 |
223,147 |
80,206 |
-30,186 |
Jun12 |
120316 |
7163.0 |
7211.0 |
7157.0 |
7169.0 |
+8.0 |
115,167 |
141,356 |
+34,453 |
Sep12 |
120316 |
7170.0 |
7217.5 |
7167.0 |
7178.5 |
+8.5 |
12,138 |
2,876 |
+941 |
Total Volume and Open Interest |
350,452 |
224,438 |
+5,208 |
FT-SE 100(EURONEXT) |
Mar12 |
120316 |
5938.00 |
5975.00 |
5935.00 |
5969.00 |
+30.50 |
187,055 |
149,880 |
-117,853 |
Jun12 |
120316 |
5889.00 |
5924.50 |
5880.00 |
5917.50 |
+28.50 |
128,158 |
579,824 |
+145,205 |
Sep12 |
120316 |
5885.00 |
5885.00 |
5871.50 |
5878.50 |
+31.50 |
1 |
523 |
+1 |
Total Volume and Open Interest |
315,234 |
730,254 |
+27,363 |
SPI 200(SFE) |
Mar12 |
120315 |
4288.0 |
4295.0 |
4258.0 |
4283.0 |
-10.0 |
97,969 |
170,192 |
-55,104 |
Jun12 |
120316 |
4283.0 |
4312.0 |
4277.0 |
4285.0 |
-3.0 |
29,443 |
186,907 |
-895 |
Sep12 |
120316 |
4280.0 |
4280.0 |
4251.0 |
4255.0 |
-3.0 |
84 |
1,894 |
+63 |
Total Volume and Open Interest |
39,732 |
241,301 |
-121,565 |
GSCI(CME) |
Apr12 |
120316 |
702.50 |
711.50 |
702.50 |
711.50 |
+10.50 |
585 |
10,380 |
+459 |
May12 |
120316 |
703.50 |
713.00 |
703.50 |
712.00 |
+10.00 |
0 |
79 |
+0 |
Jun12 |
120316 |
713.00 |
713.00 |
703.25 |
713.00 |
+9.70 |
|
|
|
Total Volume and Open Interest |
1,074 |
12,088 |
|
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. |
|
|