|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed March 21, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120321 |
1345.00 |
1358.00 |
1344.75 |
1355.00 |
+10.00 |
76,048 |
259,671 |
+2,390 |
Jul12 |
120321 |
1352.00 |
1365.00 |
1352.00 |
1362.00 |
+9.75 |
29,031 |
137,384 |
+2,759 |
Aug12 |
120321 |
1343.50 |
1355.00 |
1343.50 |
1352.50 |
+9.00 |
2,197 |
6,093 |
+468 |
Sep12 |
120321 |
1327.50 |
1333.75 |
1324.00 |
1333.50 |
+9.50 |
984 |
5,597 |
+149 |
Nov12 |
120321 |
1306.25 |
1320.00 |
1306.25 |
1317.75 |
+10.50 |
25,723 |
155,114 |
+2,915 |
Jan13 |
120321 |
1305.50 |
1319.50 |
1305.50 |
1317.25 |
+9.75 |
3,774 |
25,906 |
+1,227 |
Mar13 |
120321 |
1300.00 |
1308.50 |
1300.00 |
1306.50 |
+9.50 |
4,127 |
24,567 |
+1,918 |
May13 |
120321 |
1288.25 |
1299.00 |
1286.50 |
1296.50 |
+10.00 |
2,434 |
10,858 |
+663 |
Jul13 |
120321 |
1290.00 |
1301.50 |
1289.00 |
1299.00 |
+10.00 |
648 |
10,520 |
+163 |
Aug13 |
120321 |
1287.00 |
1287.00 |
1278.00 |
1287.00 |
+9.00 |
0 |
80 |
+0 |
Sep13 |
120321 |
1256.75 |
1256.75 |
1248.75 |
1256.75 |
+8.00 |
0 |
110 |
+0 |
Nov13 |
120321 |
1228.50 |
1231.00 |
1225.75 |
1230.00 |
+7.50 |
226 |
6,819 |
-1 |
Jan14 |
120321 |
1236.75 |
1236.75 |
1229.25 |
1236.75 |
+7.50 |
1 |
128 |
+0 |
Mar14 |
120321 |
1236.25 |
1236.25 |
1228.75 |
1236.25 |
+7.50 |
0 |
2 |
+0 |
Total Volume and Open Interest |
145,195 |
643,335 |
+12,651 |
Soybean Meal(CBOT) |
May12 |
120321 |
365.50 |
371.50 |
365.40 |
369.80 |
+4.20 |
36,308 |
123,597 |
+5,364 |
Jul12 |
120321 |
366.70 |
372.40 |
366.70 |
370.90 |
+4.20 |
8,843 |
42,872 |
+1,287 |
Aug12 |
120321 |
365.00 |
369.30 |
363.80 |
367.90 |
+4.10 |
824 |
8,024 |
+93 |
Sep12 |
120321 |
359.90 |
363.10 |
358.40 |
362.50 |
+4.10 |
466 |
7,839 |
+64 |
Oct12 |
120321 |
353.30 |
354.90 |
350.80 |
354.60 |
+3.80 |
279 |
5,274 |
+27 |
Dec12 |
120321 |
349.60 |
354.90 |
349.60 |
353.60 |
+4.10 |
5,934 |
31,172 |
-135 |
Jan13 |
120321 |
349.90 |
351.50 |
347.40 |
351.50 |
+4.10 |
171 |
3,735 |
+1 |
Mar13 |
120321 |
345.90 |
348.20 |
344.10 |
348.20 |
+4.10 |
253 |
5,076 |
+39 |
May13 |
120321 |
340.00 |
343.20 |
338.70 |
343.20 |
+4.50 |
60 |
2,605 |
+20 |
Jul13 |
120321 |
339.30 |
342.70 |
338.00 |
342.70 |
+4.70 |
95 |
1,470 |
+47 |
Total Volume and Open Interest |
53,312 |
234,290 |
+6,806 |
Soybean Oil(CBOT) |
May12 |
120321 |
54.44 |
54.65 |
54.24 |
54.38 |
+0.05 |
44,790 |
163,560 |
+3,627 |
Jul12 |
120321 |
54.83 |
55.04 |
54.63 |
54.76 |
+0.04 |
11,838 |
83,926 |
-130 |
Aug12 |
120321 |
55.14 |
55.14 |
54.84 |
54.94 |
+0.04 |
1,289 |
10,950 |
+26 |
Sep12 |
120321 |
55.28 |
55.29 |
55.05 |
55.11 |
+0.03 |
874 |
7,669 |
+331 |
Oct12 |
120321 |
55.41 |
55.42 |
55.16 |
55.21 |
+0.01 |
144 |
7,769 |
+16 |
Dec12 |
120321 |
55.55 |
55.77 |
55.37 |
55.47 |
+0.02 |
7,586 |
59,297 |
+957 |
Jan13 |
120321 |
55.53 |
55.66 |
55.50 |
55.54 |
+0.04 |
16 |
2,307 |
+0 |
Mar13 |
120321 |
55.62 |
55.68 |
55.51 |
55.57 |
+0.03 |
187 |
4,562 |
+96 |
May13 |
120321 |
55.74 |
55.80 |
55.50 |
55.59 |
+0.04 |
52 |
1,764 |
+27 |
Jul13 |
120321 |
55.85 |
55.88 |
55.57 |
55.64 |
+0.02 |
37 |
3,317 |
+8 |
Total Volume and Open Interest |
66,910 |
348,513 |
+4,982 |
Canola(WCE) |
Mar12 |
120314 |
598.7 |
598.7 |
598.7 |
598.7 |
+0.9 |
0 |
15 |
+0 |
May12 |
120321 |
591.0 |
593.0 |
585.0 |
589.5 |
-1.2 |
10,539 |
87,162 |
-4,109 |
Jul12 |
120321 |
589.0 |
591.9 |
583.7 |
588.0 |
-1.7 |
4,232 |
36,152 |
+843 |
Nov12 |
120321 |
549.0 |
551.5 |
545.4 |
549.6 |
-1.1 |
4,388 |
63,817 |
-783 |
Jan13 |
120321 |
549.4 |
555.0 |
549.4 |
553.5 |
-1.1 |
1,004 |
7,709 |
+963 |
Total Volume and Open Interest |
20,485 |
199,903 |
-2,992 |
Corn(CBOT) |
May12 |
120321 |
647.25 |
651.00 |
641.50 |
642.00 |
-5.50 |
114,877 |
510,137 |
-4,631 |
Jul12 |
120321 |
645.50 |
649.50 |
640.50 |
641.25 |
-4.75 |
48,993 |
292,743 |
-4,336 |
Sep12 |
120321 |
589.25 |
592.50 |
583.75 |
585.00 |
-5.75 |
18,506 |
136,318 |
+739 |
Dec12 |
120321 |
560.25 |
564.75 |
555.00 |
556.00 |
-4.25 |
28,426 |
311,004 |
+1,212 |
Mar13 |
120321 |
570.25 |
575.00 |
564.50 |
564.50 |
-6.00 |
1,239 |
49,326 |
+266 |
May13 |
120321 |
579.00 |
582.00 |
572.25 |
572.25 |
-6.75 |
348 |
4,358 |
+170 |
Jul13 |
120321 |
584.00 |
587.25 |
576.75 |
576.75 |
-7.75 |
230 |
6,447 |
+63 |
Sep13 |
120321 |
556.00 |
558.00 |
553.00 |
553.00 |
-3.50 |
15 |
1,026 |
+10 |
Dec13 |
120321 |
552.00 |
554.00 |
547.50 |
549.25 |
-3.00 |
251 |
20,993 |
-11 |
Mar14 |
120321 |
564.50 |
565.00 |
560.00 |
560.25 |
-3.25 |
8 |
483 |
+3 |
Total Volume and Open Interest |
212,940 |
1,336,092 |
-6,492 |
Wheat(CBOT) |
May12 |
120321 |
643.25 |
647.50 |
635.50 |
636.25 |
-6.25 |
52,968 |
188,574 |
-3,948 |
Jul12 |
120321 |
652.00 |
655.75 |
645.25 |
645.75 |
-5.75 |
17,546 |
111,869 |
-1,791 |
Sep12 |
120321 |
667.00 |
671.00 |
660.50 |
661.50 |
-5.75 |
5,561 |
53,749 |
+1,252 |
Dec12 |
120321 |
686.25 |
690.50 |
680.25 |
681.00 |
-5.75 |
5,440 |
72,478 |
-237 |
Mar13 |
120321 |
700.75 |
702.25 |
693.75 |
694.00 |
-5.50 |
1,111 |
11,201 |
+643 |
May13 |
120321 |
710.00 |
710.00 |
701.50 |
701.50 |
-5.75 |
32 |
724 |
-16 |
Total Volume and Open Interest |
82,955 |
447,289 |
-4,067 |
Wheat(KCBT) |
May12 |
120321 |
681.00 |
685.75 |
675.00 |
675.00 |
-5.50 |
8,063 |
43,462 |
-1,048 |
Jul12 |
120321 |
689.50 |
694.25 |
683.75 |
683.75 |
-5.75 |
4,290 |
58,469 |
-58 |
Sep12 |
120321 |
703.00 |
706.75 |
696.50 |
696.50 |
-5.75 |
1,028 |
12,566 |
+196 |
Dec12 |
120321 |
721.50 |
725.25 |
715.25 |
715.25 |
-5.50 |
1,398 |
16,399 |
-216 |
Mar13 |
120321 |
732.00 |
732.00 |
727.00 |
727.00 |
-5.50 |
31 |
718 |
+18 |
May13 |
120321 |
738.00 |
738.00 |
727.00 |
727.00 |
-5.50 |
0 |
62 |
+0 |
Total Volume and Open Interest |
14,813 |
132,229 |
-1,110 |
Wheat(MGE) |
Mar12 |
120314 |
810.75 |
810.75 |
810.75 |
810.75 |
unch |
14 |
30 |
+0 |
May12 |
120321 |
800.25 |
807.25 |
796.00 |
798.75 |
-0.50 |
779 |
12,130 |
-12 |
Jul12 |
120321 |
796.00 |
802.50 |
790.50 |
792.50 |
-4.00 |
344 |
9,592 |
-57 |
Sep12 |
120321 |
782.00 |
786.25 |
775.75 |
776.75 |
-3.75 |
270 |
9,538 |
+58 |
Dec12 |
120321 |
783.00 |
789.00 |
778.75 |
779.50 |
-4.25 |
145 |
5,439 |
-19 |
Total Volume and Open Interest |
1,547 |
37,230 |
-29 |
Oats(CBOT) |
May12 |
120321 |
331.25 |
336.00 |
325.00 |
325.50 |
-5.50 |
425 |
6,233 |
-23 |
Jul12 |
120321 |
323.25 |
331.00 |
320.00 |
320.25 |
-3.00 |
50 |
2,166 |
+14 |
Sep12 |
120321 |
323.00 |
325.00 |
317.25 |
317.75 |
+0.50 |
4 |
228 |
+2 |
Dec12 |
120321 |
323.25 |
330.50 |
322.25 |
323.25 |
-0.25 |
11 |
1,929 |
+0 |
Total Volume and Open Interest |
490 |
10,562 |
-7 |
Rough Rice(CBOT) |
Mar12 |
120314 |
13.85 |
13.95 |
13.85 |
13.95 |
-0.17 |
1 |
8 |
-1 |
May12 |
120321 |
14.31 |
14.62 |
14.31 |
14.35 |
-0.02 |
1,100 |
11,914 |
+28 |
Jul12 |
120321 |
14.56 |
14.82 |
14.56 |
14.60 |
-0.02 |
125 |
1,826 |
-3 |
Sep12 |
120321 |
15.00 |
15.00 |
14.84 |
14.84 |
-0.03 |
90 |
999 |
+32 |
Total Volume and Open Interest |
1,320 |
14,815 |
+52 |
Live Cattle(CME) |
Apr12 |
120321 |
124.480 |
125.785 |
124.400 |
124.950 |
+0.415 |
17,550 |
70,152 |
-4,439 |
Jun12 |
120321 |
121.500 |
122.785 |
121.350 |
121.950 |
+0.500 |
20,727 |
137,463 |
-34,018 |
Aug12 |
120321 |
123.650 |
124.730 |
123.550 |
123.900 |
+0.150 |
8,027 |
72,699 |
-130 |
Oct12 |
120321 |
128.600 |
129.500 |
128.500 |
128.900 |
+0.200 |
3,691 |
40,430 |
+435 |
Dec12 |
120321 |
130.000 |
130.750 |
129.785 |
130.000 |
unch |
1,830 |
20,859 |
+68 |
Feb13 |
120321 |
130.700 |
131.150 |
130.285 |
130.850 |
+0.165 |
821 |
6,373 |
+302 |
Total Volume and Open Interest |
52,844 |
351,331 |
-37,683 |
Feeder Cattle(CME) |
Mar12 |
120321 |
152.700 |
153.785 |
152.500 |
153.300 |
+0.565 |
737 |
3,920 |
-151 |
Apr12 |
120321 |
152.535 |
153.825 |
152.050 |
153.100 |
+0.615 |
2,239 |
11,005 |
-514 |
May12 |
120321 |
153.850 |
155.130 |
153.500 |
154.400 |
+0.550 |
2,553 |
17,119 |
-76 |
Aug12 |
120321 |
155.900 |
157.285 |
155.600 |
156.575 |
+0.625 |
1,259 |
14,179 |
+28 |
Sep12 |
120321 |
155.900 |
157.250 |
155.900 |
157.100 |
+0.800 |
91 |
2,792 |
+6 |
Oct12 |
120321 |
156.000 |
157.100 |
155.750 |
157.100 |
+0.800 |
43 |
1,409 |
+4 |
Nov12 |
120321 |
156.200 |
157.050 |
156.200 |
157.000 |
+0.650 |
25 |
922 |
-6 |
Total Volume and Open Interest |
6,954 |
51,587 |
-709 |
Lean Hogs(CME) |
Apr12 |
120321 |
84.700 |
85.600 |
84.535 |
84.980 |
+0.030 |
14,210 |
37,580 |
-3,904 |
May12 |
120321 |
93.535 |
94.035 |
93.080 |
93.680 |
unch |
376 |
3,044 |
-5 |
Jun12 |
120321 |
92.400 |
93.200 |
92.050 |
92.200 |
-0.450 |
14,938 |
91,468 |
+3,952 |
Jul12 |
120321 |
93.035 |
93.680 |
92.650 |
92.785 |
-0.365 |
3,551 |
28,087 |
-89 |
Aug12 |
120321 |
94.050 |
94.635 |
93.650 |
94.150 |
-0.080 |
2,624 |
34,165 |
+140 |
Oct12 |
120321 |
84.930 |
85.535 |
84.700 |
85.050 |
+0.015 |
2,002 |
31,478 |
-249 |
Dec12 |
120321 |
82.200 |
82.400 |
81.650 |
81.800 |
-0.530 |
1,401 |
20,993 |
+107 |
Feb13 |
120321 |
83.385 |
83.385 |
82.700 |
83.050 |
-0.250 |
118 |
6,687 |
+14 |
Total Volume and Open Interest |
39,289 |
259,100 |
-27 |
Class III Milk(CME) |
Mar12 |
120321 |
15.65 |
15.68 |
15.64 |
15.64 |
unch |
32 |
6,101 |
-10 |
Apr12 |
120321 |
15.98 |
16.37 |
15.98 |
16.26 |
+0.37 |
336 |
4,832 |
+17 |
May12 |
120321 |
15.26 |
15.70 |
15.26 |
15.55 |
+0.31 |
268 |
4,030 |
+88 |
Jun12 |
120321 |
15.68 |
15.99 |
15.64 |
15.86 |
+0.30 |
136 |
3,390 |
+44 |
Jul12 |
120321 |
16.14 |
16.42 |
16.14 |
16.31 |
+0.21 |
107 |
2,504 |
+24 |
Total Volume and Open Interest |
959 |
31,754 |
+174 |
Cocoa(ICE) |
May12 |
120321 |
2371 |
2416 |
2327 |
2359 |
-13 |
9,512 |
67,032 |
+104 |
Jul12 |
120321 |
2399 |
2435 |
2354 |
2380 |
-14 |
3,799 |
35,216 |
-622 |
Sep12 |
120321 |
2406 |
2440 |
2373 |
2386 |
-16 |
1,111 |
20,401 |
+43 |
Dec12 |
120321 |
2410 |
2445 |
2380 |
2389 |
-15 |
974 |
22,100 |
+144 |
Mar13 |
120321 |
2409 |
2437 |
2377 |
2391 |
-12 |
1,076 |
19,273 |
-46 |
May13 |
120321 |
2405 |
2446 |
2396 |
2407 |
-9 |
69 |
3,798 |
+14 |
Jul13 |
120321 |
2415 |
2415 |
2415 |
2415 |
-9 |
12 |
1,138 |
-6 |
Total Volume and Open Interest |
16,578 |
169,930 |
-345 |
Coffee "C"(ICE) |
Mar12 |
120320 |
182.75 |
185.10 |
182.75 |
183.10 |
+0.60 |
13 |
28 |
-8 |
May12 |
120321 |
183.50 |
188.45 |
182.50 |
184.70 |
+1.10 |
9,960 |
77,457 |
-425 |
Jul12 |
120321 |
185.70 |
191.05 |
185.25 |
187.35 |
+1.00 |
5,896 |
32,710 |
+185 |
Sep12 |
120321 |
190.20 |
193.90 |
188.10 |
190.15 |
+0.95 |
3,493 |
24,214 |
+1,949 |
Dec12 |
120321 |
194.00 |
197.75 |
192.00 |
193.95 |
+0.85 |
980 |
13,104 |
+126 |
Mar13 |
120321 |
196.75 |
200.25 |
195.50 |
197.60 |
+0.95 |
198 |
4,164 |
+26 |
Total Volume and Open Interest |
20,659 |
154,578 |
+1,924 |
Orange Juice(ICE) |
May12 |
120321 |
175.50 |
175.50 |
168.40 |
169.80 |
-7.05 |
583 |
19,292 |
-47 |
Jul12 |
120321 |
168.40 |
168.40 |
163.75 |
164.70 |
-5.25 |
122 |
1,600 |
+45 |
Sep12 |
120321 |
166.30 |
166.30 |
162.00 |
162.20 |
-5.35 |
21 |
989 |
+13 |
Nov12 |
120321 |
160.50 |
160.50 |
156.00 |
156.05 |
-4.15 |
16 |
694 |
+11 |
Jan13 |
120321 |
156.00 |
156.00 |
154.65 |
154.65 |
-3.45 |
0 |
65 |
+0 |
Mar13 |
120321 |
153.15 |
153.15 |
153.15 |
153.15 |
-3.45 |
10 |
10 |
+10 |
Total Volume and Open Interest |
752 |
22,654 |
+32 |
Sugar #11(ICE) |
May12 |
120321 |
25.56 |
25.99 |
25.30 |
25.33 |
-0.28 |
40,390 |
244,861 |
+3,345 |
Jul12 |
120321 |
24.37 |
24.85 |
24.18 |
24.20 |
-0.36 |
27,481 |
212,343 |
+1,669 |
Oct12 |
120321 |
24.18 |
24.56 |
23.96 |
23.99 |
-0.39 |
12,633 |
116,663 |
+1,522 |
Mar13 |
120321 |
24.67 |
25.00 |
24.44 |
24.47 |
-0.40 |
7,859 |
81,828 |
+1,355 |
May13 |
120321 |
24.16 |
24.47 |
23.99 |
24.01 |
-0.35 |
3,302 |
17,670 |
+1,188 |
Jul13 |
120321 |
23.77 |
24.16 |
23.74 |
23.77 |
-0.28 |
472 |
17,921 |
-175 |
Oct13 |
120321 |
23.77 |
24.16 |
23.76 |
23.80 |
-0.26 |
143 |
20,235 |
+11 |
Mar14 |
120321 |
23.81 |
24.20 |
23.81 |
23.87 |
-0.22 |
119 |
13,893 |
+18 |
Total Volume and Open Interest |
92,433 |
735,899 |
+8,945 |
London Cocoa(LCE) |
May12 |
120321 |
1523 |
1550 |
1509 |
1514 |
-5 |
5,853 |
46,712 |
+359 |
Jul12 |
120321 |
1540 |
1562 |
1518 |
1527 |
-9 |
2,535 |
44,116 |
+424 |
Sep12 |
120321 |
1547 |
1566 |
1525 |
1534 |
-11 |
1,077 |
26,115 |
-16 |
Dec12 |
120321 |
1550 |
1569 |
1529 |
1539 |
-8 |
2,207 |
26,123 |
-108 |
Mar13 |
120321 |
1536 |
1552 |
1509 |
1529 |
-5 |
1,440 |
27,843 |
+507 |
May13 |
120321 |
1535 |
1559 |
1514 |
1536 |
-6 |
990 |
8,302 |
+31 |
Jul13 |
120321 |
1537 |
1560 |
1535 |
1542 |
-8 |
41 |
2,181 |
+0 |
Total Volume and Open Interest |
15,065 |
182,976 |
+1,218 |
London Sugar(LCE) |
May12 |
120321 |
660.80 |
668.50 |
654.60 |
655.40 |
-10.30 |
3,541 |
28,474 |
+243 |
Aug12 |
120321 |
642.70 |
650.30 |
637.80 |
638.30 |
-8.70 |
2,134 |
17,386 |
-206 |
Oct12 |
120321 |
630.40 |
637.50 |
624.20 |
625.40 |
-7.90 |
703 |
10,200 |
+4 |
Dec12 |
120321 |
636.70 |
639.30 |
626.70 |
627.70 |
-7.60 |
304 |
3,119 |
+53 |
Mar13 |
120321 |
635.00 |
642.50 |
629.90 |
630.50 |
-7.70 |
268 |
4,722 |
+34 |
Total Volume and Open Interest |
6,978 |
64,751 |
+128 |
Cotton(ICE) |
May12 |
120321 |
87.86 |
89.49 |
87.86 |
88.31 |
+0.41 |
12,708 |
90,203 |
-1,234 |
Jul12 |
120321 |
88.80 |
90.10 |
88.80 |
89.08 |
+0.36 |
5,639 |
47,790 |
+1,073 |
Oct12 |
120321 |
89.63 |
89.63 |
89.63 |
89.63 |
+0.27 |
0 |
85 |
+0 |
Dec12 |
120321 |
88.94 |
89.40 |
88.38 |
88.56 |
+0.10 |
2,971 |
44,335 |
+1,458 |
Mar13 |
120321 |
89.75 |
89.90 |
89.31 |
89.31 |
-0.01 |
75 |
2,044 |
+9 |
May13 |
120321 |
89.87 |
89.87 |
89.39 |
89.39 |
-0.21 |
18 |
647 |
+1 |
Total Volume and Open Interest |
21,433 |
186,108 |
+1,326 |
Lumber(CME) |
May12 |
120321 |
263.4 |
263.4 |
258.5 |
259.7 |
-4.7 |
173 |
6,230 |
+7 |
Jul12 |
120321 |
274.2 |
274.2 |
270.7 |
271.5 |
-3.4 |
134 |
2,299 |
+17 |
Sep12 |
120321 |
278.2 |
279.1 |
277.7 |
278.0 |
-3.0 |
31 |
1,145 |
+7 |
Nov12 |
120321 |
276.1 |
277.1 |
273.5 |
276.0 |
-2.0 |
0 |
602 |
+0 |
Total Volume and Open Interest |
338 |
10,313 |
+31 |
Crude Oil(NYM) |
May12 |
120321 |
106.33 |
107.64 |
106.06 |
107.27 |
+1.20 |
243,063 |
304,927 |
+13,025 |
Jun12 |
120321 |
106.90 |
108.11 |
106.58 |
107.75 |
+1.16 |
60,868 |
162,741 |
-2,958 |
Jul12 |
120321 |
107.40 |
108.51 |
107.09 |
108.18 |
+1.11 |
27,044 |
99,877 |
+4,038 |
Aug12 |
120321 |
107.86 |
108.80 |
107.43 |
108.47 |
+1.07 |
20,462 |
70,546 |
+804 |
Sep12 |
120321 |
108.00 |
108.62 |
107.62 |
108.60 |
+1.03 |
21,123 |
59,717 |
+2,209 |
Oct12 |
120321 |
108.18 |
108.79 |
107.81 |
108.68 |
+1.00 |
7,703 |
43,926 |
+600 |
Nov12 |
120321 |
108.30 |
108.86 |
107.93 |
108.71 |
+0.96 |
4,381 |
34,970 |
-146 |
Dec12 |
120321 |
108.23 |
109.05 |
107.84 |
108.75 |
+0.94 |
38,061 |
192,221 |
+2,193 |
Jan13 |
120321 |
107.99 |
108.72 |
107.93 |
108.72 |
+0.91 |
2,333 |
41,864 |
+340 |
Feb13 |
120321 |
108.55 |
108.55 |
108.55 |
108.55 |
+0.88 |
1,170 |
21,095 |
+363 |
Mar13 |
120321 |
108.40 |
108.40 |
108.27 |
108.27 |
+0.85 |
1,719 |
28,750 |
+137 |
Apr13 |
120321 |
107.86 |
107.86 |
107.86 |
107.86 |
+0.81 |
1,208 |
14,558 |
+613 |
May13 |
120321 |
107.42 |
107.42 |
107.42 |
107.42 |
+0.77 |
872 |
12,847 |
-64 |
Jun13 |
120321 |
106.39 |
107.30 |
106.32 |
106.99 |
+0.72 |
5,188 |
63,709 |
+72 |
Jul13 |
120321 |
106.50 |
106.50 |
106.50 |
106.50 |
+0.69 |
318 |
10,926 |
+14 |
Aug13 |
120321 |
106.05 |
106.05 |
106.05 |
106.05 |
+0.65 |
267 |
6,855 |
+86 |
Total Volume and Open Interest |
576,077 |
1,565,045 |
-9,069 |
e-miNY Crude Oil(NYM) |
Mar12 |
120217 |
102.300 |
103.525 |
102.250 |
103.250 |
+0.950 |
4,042 |
1,644 |
-95 |
Apr12 |
120319 |
107.225 |
108.250 |
106.550 |
108.100 |
+1.050 |
10,868 |
1,515 |
+254 |
May12 |
120321 |
106.375 |
107.625 |
106.075 |
107.275 |
+1.200 |
5,114 |
1,233 |
+246 |
Jun12 |
120321 |
107.075 |
108.075 |
106.625 |
107.750 |
+1.150 |
144 |
156 |
+20 |
Jul12 |
120321 |
107.800 |
108.500 |
107.500 |
108.175 |
+1.100 |
46 |
59 |
+13 |
Aug12 |
120321 |
108.475 |
108.475 |
108.475 |
108.475 |
+1.075 |
0 |
13 |
+0 |
Sep12 |
120321 |
108.600 |
108.600 |
108.600 |
108.600 |
+1.025 |
1 |
32 |
+0 |
Oct12 |
120321 |
108.675 |
108.675 |
108.675 |
108.675 |
+1.000 |
1 |
9 |
+0 |
Nov12 |
120321 |
108.700 |
108.700 |
108.700 |
108.700 |
+0.950 |
|
|
|
Dec12 |
120321 |
108.750 |
108.750 |
108.750 |
108.750 |
+0.950 |
1 |
229 |
+1 |
Total Volume and Open Interest |
5,307 |
1,910 |
-823 |
Heating Oil(NYM) |
Apr12 |
120321 |
323.90 |
324.84 |
321.00 |
321.62 |
-2.05 |
48,046 |
50,595 |
-6,933 |
May12 |
120321 |
325.25 |
326.18 |
322.47 |
323.10 |
-1.89 |
43,082 |
75,983 |
+7,266 |
Jun12 |
120321 |
326.22 |
326.80 |
323.66 |
324.32 |
-1.66 |
31,238 |
56,596 |
+3,420 |
Jul12 |
120321 |
326.87 |
327.49 |
324.76 |
325.38 |
-1.52 |
12,013 |
24,002 |
+923 |
Aug12 |
120321 |
327.39 |
327.87 |
325.73 |
326.29 |
-1.42 |
5,956 |
15,558 |
+267 |
Sep12 |
120321 |
328.47 |
328.79 |
326.48 |
327.01 |
-1.34 |
4,692 |
14,202 |
+622 |
Oct12 |
120321 |
329.20 |
329.20 |
326.99 |
327.64 |
-1.30 |
2,921 |
8,159 |
+763 |
Nov12 |
120321 |
329.46 |
329.46 |
328.24 |
328.24 |
-1.28 |
635 |
4,550 |
+76 |
Dec12 |
120321 |
330.80 |
330.80 |
328.04 |
328.71 |
-1.27 |
4,598 |
31,167 |
+1 |
Jan13 |
120321 |
329.15 |
330.68 |
328.96 |
328.96 |
-1.20 |
225 |
5,484 |
+122 |
Feb13 |
120321 |
329.25 |
329.39 |
328.11 |
328.11 |
-1.16 |
4 |
790 |
+0 |
Mar13 |
120321 |
327.19 |
327.19 |
326.06 |
326.06 |
-1.16 |
4 |
1,141 |
+2 |
Total Volume and Open Interest |
153,414 |
288,875 |
+6,529 |
Gasoline(NYMEX) |
Apr12 |
120321 |
336.20 |
337.38 |
334.10 |
335.71 |
-0.60 |
40,371 |
65,785 |
-3,149 |
May12 |
120321 |
334.76 |
336.11 |
333.09 |
334.52 |
-0.61 |
39,652 |
99,661 |
+3,662 |
Jun12 |
120321 |
331.31 |
331.78 |
329.29 |
330.62 |
-0.36 |
26,661 |
70,333 |
-1,065 |
Jul12 |
120321 |
327.00 |
327.48 |
325.00 |
326.31 |
-0.23 |
16,334 |
40,579 |
+989 |
Aug12 |
120321 |
322.65 |
322.80 |
320.09 |
321.30 |
-0.40 |
9,745 |
25,649 |
+773 |
Sep12 |
120321 |
316.99 |
317.24 |
314.87 |
315.57 |
-0.53 |
4,549 |
21,432 |
+323 |
Oct12 |
120321 |
299.63 |
300.37 |
298.00 |
298.71 |
-0.66 |
2,141 |
20,591 |
+83 |
Nov12 |
120321 |
294.36 |
294.91 |
293.10 |
293.71 |
-0.72 |
1,614 |
7,322 |
-186 |
Dec12 |
120321 |
292.88 |
292.88 |
289.99 |
290.90 |
-0.75 |
2,288 |
21,264 |
-189 |
Jan13 |
120321 |
289.78 |
289.78 |
289.78 |
289.78 |
-0.74 |
70 |
5,762 |
+5 |
Total Volume and Open Interest |
143,601 |
388,573 |
+1,320 |
e-miNY RBOB Gasoline(NYM) |
Apr12 |
120321 |
335.70 |
335.71 |
335.70 |
335.70 |
-0.60 |
1 |
0 |
-1 |
May12 |
120321 |
334.50 |
334.52 |
334.50 |
334.50 |
-0.60 |
|
|
|
Jun12 |
120321 |
330.60 |
330.62 |
330.60 |
330.60 |
-0.40 |
|
|
|
Jul12 |
120321 |
326.30 |
326.31 |
326.30 |
326.30 |
-0.20 |
|
|
|
Total Volume and Open Interest |
1 |
|
|
Natural Gas(NYM) |
Apr12 |
120321 |
2.329 |
2.366 |
2.303 |
2.360 |
+0.025 |
132,743 |
100,676 |
-11,807 |
May12 |
120321 |
2.430 |
2.459 |
2.394 |
2.454 |
+0.022 |
75,493 |
277,642 |
+4,269 |
Jun12 |
120321 |
2.515 |
2.558 |
2.493 |
2.553 |
+0.018 |
24,026 |
93,791 |
+1,031 |
Jul12 |
120321 |
2.620 |
2.659 |
2.596 |
2.656 |
+0.018 |
24,032 |
131,035 |
+9,072 |
Aug12 |
120321 |
2.681 |
2.711 |
2.648 |
2.710 |
+0.019 |
9,562 |
42,571 |
+178 |
Sep12 |
120321 |
2.705 |
2.736 |
2.669 |
2.733 |
+0.020 |
7,338 |
84,535 |
+337 |
Oct12 |
120321 |
2.770 |
2.800 |
2.735 |
2.799 |
+0.020 |
14,196 |
141,790 |
+1,910 |
Nov12 |
120321 |
2.985 |
3.015 |
2.953 |
3.015 |
+0.016 |
4,257 |
46,571 |
+271 |
Dec12 |
120321 |
3.320 |
3.348 |
3.286 |
3.348 |
+0.010 |
4,000 |
53,150 |
+232 |
Jan13 |
120321 |
3.450 |
3.484 |
3.420 |
3.484 |
+0.009 |
6,962 |
68,092 |
+601 |
Feb13 |
120321 |
3.473 |
3.493 |
3.434 |
3.493 |
+0.008 |
1,268 |
17,389 |
+12 |
Mar13 |
120321 |
3.435 |
3.474 |
3.424 |
3.474 |
+0.009 |
1,924 |
27,028 |
-228 |
Apr13 |
120321 |
3.400 |
3.439 |
3.377 |
3.439 |
+0.010 |
3,095 |
41,606 |
+503 |
May13 |
120321 |
3.428 |
3.478 |
3.428 |
3.478 |
+0.011 |
344 |
10,887 |
-39 |
Jun13 |
120321 |
3.475 |
3.530 |
3.475 |
3.530 |
+0.011 |
90 |
4,427 |
+3 |
Jul13 |
120321 |
3.521 |
3.576 |
3.521 |
3.576 |
+0.012 |
180 |
5,001 |
+28 |
Total Volume and Open Interest |
311,189 |
1,238,556 |
+7,003 |
Brent Crude Oil(ICE) |
May12 |
120321 |
124.21 |
124.80 |
123.76 |
124.20 |
+0.08 |
139,992 |
244,083 |
-585 |
Jun12 |
120321 |
123.85 |
124.34 |
123.35 |
123.68 |
-0.04 |
82,301 |
172,564 |
+3,280 |
Jul12 |
120321 |
123.43 |
123.84 |
122.85 |
123.16 |
-0.11 |
29,610 |
79,336 |
+2,698 |
Aug12 |
120321 |
122.90 |
123.30 |
122.33 |
122.62 |
-0.13 |
15,055 |
52,048 |
+414 |
Sep12 |
120321 |
122.24 |
122.62 |
121.69 |
121.95 |
-0.13 |
12,830 |
70,794 |
+4 |
Oct12 |
120321 |
121.77 |
121.94 |
121.00 |
121.24 |
-0.14 |
7,130 |
52,811 |
-232 |
Nov12 |
120321 |
121.20 |
121.32 |
120.33 |
120.62 |
-0.14 |
3,711 |
30,674 |
+228 |
Dec12 |
120321 |
120.56 |
120.71 |
119.68 |
119.99 |
-0.14 |
31,218 |
105,220 |
+1,922 |
Jan13 |
120321 |
119.70 |
119.78 |
119.29 |
119.39 |
-0.14 |
2,158 |
18,310 |
+278 |
Feb13 |
120321 |
118.79 |
118.79 |
118.79 |
118.79 |
-0.15 |
1,066 |
10,328 |
+21 |
Mar13 |
120321 |
118.17 |
118.17 |
118.17 |
118.17 |
-0.14 |
721 |
9,164 |
-100 |
Apr13 |
120321 |
117.52 |
117.52 |
117.52 |
117.52 |
-0.14 |
207 |
6,988 |
+68 |
May13 |
120321 |
116.86 |
116.86 |
116.86 |
116.86 |
-0.14 |
351 |
6,751 |
+197 |
Jun13 |
120321 |
116.19 |
116.54 |
115.87 |
116.15 |
-0.14 |
3,921 |
28,789 |
+391 |
Total Volume and Open Interest |
342,958 |
1,073,821 |
+9,513 |
Gas Oil(ICE) |
Apr12 |
120321 |
1032.00 |
1035.75 |
1024.00 |
1026.75 |
-5.25 |
60,546 |
132,841 |
-3,131 |
May12 |
120321 |
1033.00 |
1035.50 |
1024.75 |
1027.25 |
-5.25 |
59,167 |
101,039 |
+2,975 |
Jun12 |
120321 |
1032.25 |
1034.75 |
1025.25 |
1027.25 |
-5.00 |
40,217 |
57,534 |
-1,207 |
Jul12 |
120321 |
1034.75 |
1034.75 |
1025.75 |
1027.75 |
-4.75 |
13,580 |
27,763 |
-45 |
Aug12 |
120321 |
1035.25 |
1035.25 |
1026.50 |
1028.25 |
-4.75 |
9,105 |
25,108 |
+1,022 |
Sep12 |
120321 |
1035.00 |
1035.00 |
1027.25 |
1028.25 |
-4.50 |
6,222 |
22,969 |
-47 |
Oct12 |
120321 |
1033.25 |
1033.25 |
1025.50 |
1026.75 |
-4.50 |
2,834 |
15,055 |
-596 |
Nov12 |
120321 |
1031.00 |
1031.00 |
1024.25 |
1024.25 |
-4.75 |
2,689 |
11,382 |
+386 |
Dec12 |
120321 |
1028.25 |
1028.50 |
1019.75 |
1021.75 |
-5.00 |
10,091 |
43,403 |
+694 |
Jan13 |
120321 |
1023.50 |
1024.75 |
1019.50 |
1019.50 |
-5.00 |
2,241 |
13,742 |
+1,830 |
Total Volume and Open Interest |
208,791 |
514,901 |
+1,888 |
Ethanol(CBOT) |
Mar12 |
120305 |
2.270 |
2.289 |
2.270 |
2.289 |
+0.029 |
25 |
151 |
-37 |
Apr12 |
120321 |
2.295 |
2.300 |
2.280 |
2.286 |
-0.014 |
181 |
708 |
-120 |
May12 |
120321 |
2.303 |
2.307 |
2.285 |
2.291 |
-0.016 |
177 |
1,345 |
+5 |
Jun12 |
120321 |
2.305 |
2.308 |
2.299 |
2.300 |
-0.017 |
101 |
739 |
+6 |
Jul12 |
120321 |
2.309 |
2.320 |
2.292 |
2.298 |
-0.021 |
72 |
1,857 |
-8 |
Aug12 |
120321 |
2.293 |
2.294 |
2.277 |
2.288 |
-0.013 |
49 |
1,364 |
+16 |
Sep12 |
120321 |
2.251 |
2.251 |
2.231 |
2.241 |
-0.013 |
63 |
1,255 |
+32 |
Oct12 |
120321 |
2.162 |
2.164 |
2.139 |
2.144 |
-0.017 |
26 |
1,012 |
+0 |
Total Volume and Open Interest |
816 |
11,065 |
-6 |
WTI Crude Oil(ICE) |
May12 |
120321 |
106.42 |
107.64 |
106.07 |
107.27 |
+1.20 |
55,342 |
60,952 |
+2,648 |
Jun12 |
120321 |
107.11 |
108.09 |
106.61 |
107.75 |
+1.16 |
18,763 |
57,698 |
+2,302 |
Jul12 |
120321 |
107.58 |
108.49 |
107.13 |
108.18 |
+1.11 |
8,646 |
29,869 |
+1,321 |
Aug12 |
120321 |
108.05 |
108.67 |
107.45 |
108.47 |
+1.07 |
4,692 |
14,096 |
-394 |
Sep12 |
120321 |
108.22 |
108.86 |
107.65 |
108.60 |
+1.03 |
3,685 |
19,577 |
-189 |
Oct12 |
120321 |
108.30 |
108.89 |
107.80 |
108.68 |
+1.00 |
2,327 |
12,385 |
+595 |
Nov12 |
120321 |
108.35 |
108.93 |
107.98 |
108.71 |
+0.96 |
877 |
7,313 |
-18 |
Dec12 |
120321 |
108.39 |
109.04 |
107.90 |
108.75 |
+0.94 |
9,443 |
63,420 |
+219 |
Jan13 |
120321 |
108.72 |
108.72 |
108.72 |
108.72 |
+0.91 |
297 |
5,744 |
+6 |
Feb13 |
120321 |
108.55 |
108.55 |
108.55 |
108.55 |
+0.88 |
94 |
2,290 |
+38 |
Mar13 |
120321 |
108.27 |
108.27 |
108.27 |
108.27 |
+0.85 |
54 |
3,862 |
+12 |
Apr13 |
120321 |
107.86 |
107.86 |
107.86 |
107.86 |
+0.81 |
18 |
616 |
+4 |
May13 |
120321 |
107.42 |
107.42 |
107.42 |
107.42 |
+0.77 |
109 |
667 |
+2 |
Jun13 |
120321 |
106.70 |
106.99 |
106.67 |
106.99 |
+0.72 |
679 |
16,176 |
+203 |
Jul13 |
120321 |
106.50 |
106.50 |
106.50 |
106.50 |
+0.69 |
0 |
246 |
+0 |
Aug13 |
120321 |
106.05 |
106.05 |
106.05 |
106.05 |
+0.65 |
1 |
939 |
+0 |
Total Volume and Open Interest |
107,524 |
392,616 |
-13,908 |
US Dollar Index(ICE) |
Jun12 |
120321 |
79.805 |
80.070 |
79.530 |
79.895 |
+0.070 |
19,369 |
60,391 |
+386 |
Sep12 |
120321 |
80.030 |
80.295 |
80.030 |
80.290 |
+0.065 |
2 |
506 |
+2 |
Dec12 |
120321 |
80.750 |
80.750 |
80.750 |
80.750 |
+0.065 |
|
|
|
Total Volume and Open Interest |
19,371 |
60,897 |
+388 |
Australian Dollar(CME) |
Jun12 |
120321 |
103.70 |
104.23 |
103.17 |
103.39 |
-0.28 |
104,815 |
159,279 |
+13,175 |
Sep12 |
120321 |
102.93 |
102.97 |
102.32 |
102.38 |
-0.28 |
33 |
241 |
-10 |
Dec12 |
120321 |
101.30 |
101.70 |
101.30 |
101.42 |
-0.28 |
1 |
9 |
+1 |
Total Volume and Open Interest |
104,849 |
159,531 |
-52,295 |
British Pound(CME) |
Jun12 |
120321 |
158.52 |
159.14 |
158.07 |
158.49 |
-0.10 |
78,403 |
143,433 |
-3,773 |
Sep12 |
120321 |
158.39 |
158.48 |
158.39 |
158.39 |
-0.09 |
28 |
121 |
+24 |
Dec12 |
120321 |
158.27 |
158.38 |
158.27 |
158.27 |
-0.11 |
0 |
42 |
+0 |
Total Volume and Open Interest |
78,431 |
143,603 |
-57,102 |
Canadian Dollar(CME) |
Jun12 |
120321 |
100.67 |
101.07 |
100.45 |
100.55 |
-0.10 |
72,009 |
123,654 |
+4,267 |
Sep12 |
120321 |
100.50 |
100.85 |
100.25 |
100.34 |
-0.10 |
100 |
2,343 |
+6 |
Dec12 |
120321 |
100.40 |
100.40 |
100.05 |
100.12 |
-0.10 |
14 |
3,308 |
+8 |
Mar13 |
120321 |
100.00 |
100.00 |
99.87 |
99.87 |
-0.10 |
3 |
80 |
+3 |
Total Volume and Open Interest |
76,235 |
192,321 |
+3,396 |
Japanese Yen(CME) |
Jun12 |
120321 |
119.55 |
120.15 |
119.00 |
119.90 |
+0.32 |
84,341 |
140,722 |
-2,392 |
Sep12 |
120321 |
119.58 |
120.17 |
119.27 |
120.03 |
+0.32 |
9 |
143 |
+5 |
Dec12 |
120321 |
120.21 |
120.21 |
119.89 |
120.21 |
+0.32 |
0 |
34 |
+0 |
Total Volume and Open Interest |
84,350 |
140,901 |
-79,936 |
Swiss Franc(CME) |
Jun12 |
120321 |
109.79 |
110.30 |
109.41 |
109.64 |
-0.19 |
38,295 |
43,944 |
+287 |
Sep12 |
120321 |
110.07 |
110.07 |
109.79 |
109.79 |
-0.19 |
2 |
182 |
+2 |
Dec12 |
120321 |
109.95 |
110.14 |
109.95 |
109.95 |
-0.19 |
0 |
2 |
+0 |
Total Volume and Open Interest |
38,297 |
44,128 |
-19,576 |
EuroFX(CME) |
Jun12 |
120321 |
132.29 |
132.92 |
131.85 |
132.10 |
-0.26 |
224,237 |
257,512 |
-47 |
Sep12 |
120321 |
132.80 |
132.80 |
132.00 |
132.18 |
-0.27 |
43 |
538 |
-4 |
Dec12 |
120321 |
132.80 |
133.00 |
132.27 |
132.27 |
-0.27 |
1 |
44 |
+1 |
Total Volume and Open Interest |
224,281 |
258,104 |
-94,712 |
Mexican Peso(CME) |
Apr12 |
120321 |
784.5 |
787.2 |
784.5 |
784.5 |
-2.8 |
|
|
|
May12 |
120321 |
782.5 |
785.2 |
782.5 |
782.5 |
-2.8 |
|
|
|
Total Volume and Open Interest |
29,351 |
174,597 |
-100,161 |
Brazilian Real(CME) |
Apr12 |
120321 |
547.75 |
549.40 |
545.45 |
547.40 |
+0.05 |
10 |
3,024 |
+0 |
May12 |
120321 |
544.30 |
544.30 |
544.20 |
544.30 |
+0.10 |
0 |
550 |
+0 |
Jun12 |
120321 |
540.00 |
541.15 |
537.60 |
541.15 |
+0.15 |
110 |
2,362 |
+6 |
Jul12 |
120321 |
537.90 |
537.90 |
537.75 |
537.90 |
+0.15 |
0 |
100 |
+0 |
Total Volume and Open Interest |
120 |
19,587 |
+6 |
30-Year T-Bonds(CBOT) |
Mar12 |
120321 |
137~080 |
138~010 |
136~300 |
137~310 |
+0~290 |
1,350 |
1,839 |
-458 |
Jun12 |
120321 |
135~270 |
136~280 |
135~130 |
136~250 |
+1~050 |
348,093 |
580,089 |
+2,155 |
Sep12 |
120321 |
134~140 |
135~240 |
134~140 |
135~240 |
+1~040 |
17 |
111 |
+1 |
Total Volume and Open Interest |
349,460 |
582,039 |
+1,698 |
10-Year T-Notes(CBOT) |
Mar12 |
120321 |
128~205 |
129~010 |
128~175 |
128~310 |
+0~135 |
11,811 |
13,820 |
-5,029 |
Jun12 |
120321 |
128~010 |
128~205 |
127~265 |
128~180 |
+0~205 |
1,224,333 |
1,794,969 |
+12,591 |
Sep12 |
120321 |
127~120 |
127~120 |
126~270 |
127~120 |
+0~170 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,236,144 |
1,808,791 |
+7,562 |
5-Year T-Notes(CBOT) |
Mar12 |
120321 |
121~122 |
122~016 |
121~108 |
122~016 |
+0~036 |
4,743 |
35,772 |
-836 |
Jun12 |
120321 |
121~079 |
121~115 |
121~068 |
121~110 |
+0~039 |
640,222 |
1,389,861 |
-43 |
Sep12 |
120321 |
121~006 |
121~006 |
120~095 |
121~006 |
+0~039 |
|
|
|
Total Volume and Open Interest |
644,965 |
1,425,633 |
-879 |
2 Year T-Notes(CBOT) |
Mar12 |
120321 |
110~006 |
110~012 |
110~006 |
110~012 |
+0~007 |
3,814 |
34,206 |
-2,852 |
Jun12 |
120321 |
109~116 |
109~125 |
109~114 |
109~123 |
+0~007 |
217,149 |
816,580 |
-5,440 |
Sep12 |
120321 |
109~075 |
109~075 |
109~075 |
109~075 |
+0~007 |
|
|
|
Total Volume and Open Interest |
220,963 |
850,786 |
-8,292 |
Eurodollars(CME) |
Jun12 |
120321 |
99.510 |
99.520 |
99.505 |
99.510 |
unch |
192,958 |
1,083,626 |
-1,081 |
Sep12 |
120321 |
99.475 |
99.490 |
99.470 |
99.480 |
+0.005 |
196,175 |
866,585 |
-8,510 |
Dec12 |
120321 |
99.420 |
99.440 |
99.415 |
99.430 |
+0.015 |
215,254 |
930,446 |
-8,876 |
Mar13 |
120321 |
99.360 |
99.395 |
99.360 |
99.375 |
+0.020 |
229,745 |
612,426 |
-25,097 |
Jun13 |
120321 |
99.280 |
99.320 |
99.275 |
99.300 |
+0.030 |
267,983 |
652,677 |
-4,677 |
Sep13 |
120321 |
99.180 |
99.230 |
99.170 |
99.210 |
+0.040 |
229,890 |
552,901 |
-17,553 |
Dec13 |
120321 |
99.060 |
99.120 |
99.050 |
99.105 |
+0.055 |
245,489 |
529,776 |
-1,937 |
Mar14 |
120321 |
98.940 |
99.015 |
98.930 |
98.995 |
+0.065 |
236,817 |
467,823 |
+5,070 |
Jun14 |
120321 |
98.800 |
98.875 |
98.785 |
98.860 |
+0.075 |
225,061 |
327,749 |
+12,391 |
Sep14 |
120321 |
98.640 |
98.715 |
98.620 |
98.700 |
+0.080 |
166,661 |
323,776 |
-1,883 |
Dec14 |
120321 |
98.440 |
98.525 |
98.420 |
98.510 |
+0.085 |
160,573 |
312,910 |
-3,893 |
Mar15 |
120321 |
98.250 |
98.335 |
98.220 |
98.325 |
+0.095 |
163,515 |
224,187 |
-13,062 |
Jun15 |
120321 |
6.290 |
6.385 |
6.260 |
6.375 |
+0.100 |
115,209 |
266,802 |
+7,560 |
Sep15 |
120321 |
6.105 |
6.195 |
6.060 |
6.185 |
+0.105 |
66,599 |
162,468 |
-1,338 |
Dec15 |
120321 |
5.910 |
6.010 |
5.875 |
6.000 |
+0.110 |
66,509 |
164,423 |
+2,640 |
Mar16 |
120321 |
5.760 |
5.860 |
5.720 |
5.845 |
+0.115 |
50,431 |
86,402 |
-196 |
Jun16 |
120321 |
5.590 |
5.700 |
5.560 |
5.685 |
+0.120 |
32,190 |
95,177 |
+337 |
Sep16 |
120321 |
5.435 |
5.545 |
5.400 |
5.535 |
+0.125 |
33,269 |
70,302 |
+821 |
Total Volume and Open Interest |
2,993,531 |
7,972,820 |
-878,595 |
30 Day Federal Funds(CBOT) |
Mar12 |
120321 |
99.868 |
99.870 |
99.865 |
99.868 |
unch |
3,598 |
55,721 |
-1,544 |
Apr12 |
120321 |
99.855 |
99.865 |
99.850 |
99.860 |
unch |
6,204 |
47,078 |
-944 |
May12 |
120321 |
99.855 |
99.865 |
99.850 |
99.860 |
unch |
2,270 |
52,118 |
+451 |
Jun12 |
120321 |
99.845 |
99.855 |
99.840 |
99.850 |
unch |
2,321 |
38,139 |
+399 |
Jul12 |
120321 |
99.835 |
99.850 |
99.830 |
99.840 |
unch |
574 |
47,862 |
-21 |
Aug12 |
120321 |
99.825 |
99.840 |
99.820 |
99.830 |
unch |
590 |
36,542 |
+57 |
Total Volume and Open Interest |
26,492 |
547,215 |
-924 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120321 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
120321 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec12 |
120321 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Mar13 |
120321 |
99.652 |
99.652 |
99.652 |
99.652 |
-0.005 |
|
|
|
Jun13 |
120321 |
99.645 |
99.645 |
99.645 |
99.645 |
-0.005 |
|
|
|
Sep13 |
120321 |
99.645 |
99.645 |
99.645 |
99.645 |
-0.005 |
|
|
|
Dec13 |
120321 |
99.635 |
99.635 |
99.635 |
99.635 |
-0.005 |
|
|
|
Mar14 |
120321 |
99.495 |
99.495 |
99.495 |
99.495 |
-0.005 |
|
|
|
Jun14 |
120321 |
99.355 |
99.355 |
99.355 |
99.355 |
-0.005 |
|
|
|
Sep14 |
120321 |
99.215 |
99.215 |
99.215 |
99.215 |
-0.005 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun12 |
120321 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
470 |
2,671 |
+325 |
Sep12 |
120321 |
99.64 |
99.66 |
99.64 |
99.66 |
unch |
10 |
693 |
+9 |
Dec12 |
120321 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
415 |
+0 |
Mar13 |
120321 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
0 |
81 |
+0 |
Jun13 |
120321 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
0 |
216 |
+0 |
Sep13 |
120321 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
0 |
325 |
+0 |
Dec13 |
120321 |
99.62 |
99.64 |
99.62 |
99.64 |
0.00 |
0 |
395 |
+0 |
Mar14 |
120321 |
99.50 |
99.50 |
99.50 |
99.50 |
0.00 |
|
|
|
Total Volume and Open Interest |
480 |
4,796 |
+334 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120321 |
141.33 |
141.64 |
141.12 |
141.50 |
unch |
10,961 |
21,783 |
-3,412 |
Sep12 |
120321 |
140.90 |
140.90 |
140.90 |
140.90 |
+0.25 |
0 |
5 |
+0 |
Dec12 |
120321 |
138.81 |
138.81 |
138.81 |
138.81 |
+0.25 |
0 |
4 |
+0 |
Total Volume and Open Interest |
10,961 |
21,792 |
-3,412 |
Euro-Bund(EUREX) |
Jun12 |
120321 |
135.56 |
136.51 |
135.30 |
136.33 |
+0.69 |
652,863 |
810,209 |
-1,209 |
Sep12 |
120321 |
134.08 |
135.04 |
133.97 |
134.88 |
+0.72 |
11 |
105 |
+8 |
Dec12 |
120321 |
134.88 |
134.88 |
134.88 |
134.88 |
+0.72 |
|
|
|
Total Volume and Open Interest |
652,874 |
810,314 |
-1,201 |
Euro-Bobl(EUREX) |
Jun12 |
120321 |
122.62 |
123.16 |
122.53 |
123.06 |
+0.40 |
419,669 |
781,243 |
-3,402 |
Sep12 |
120321 |
123.01 |
123.01 |
123.01 |
123.01 |
+0.43 |
1 |
3 |
+0 |
Dec12 |
120321 |
123.01 |
123.01 |
123.01 |
123.01 |
+0.43 |
|
|
|
Total Volume and Open Interest |
419,670 |
781,246 |
-3,402 |
3-Mth Euribor(EUREX) |
Mar12 |
120319 |
99.150 |
99.158 |
99.150 |
99.158 |
+0.007 |
331 |
1,109 |
-331 |
Jun12 |
120321 |
99.365 |
99.365 |
99.365 |
99.365 |
+0.015 |
0 |
1,552 |
+0 |
Sep12 |
120321 |
99.365 |
99.365 |
99.360 |
99.360 |
+0.020 |
103 |
1,048 |
+100 |
Total Volume and Open Interest |
228 |
5,530 |
-894 |
Long Gilt(LIFFE) |
Mar12 |
120321 |
113~20 |
114~12 |
113~20 |
114~12 |
+0~20 |
1,666 |
15,605 |
+1,718 |
Jun12 |
120321 |
111~25 |
112~18 |
111~16 |
112~17 |
+0~24 |
141,597 |
263,254 |
-11,349 |
Total Volume and Open Interest |
143,263 |
278,859 |
-9,631 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120321 |
98.97 |
98.97 |
98.96 |
98.96 |
-0.01 |
4,426 |
258,257 |
-5,727 |
Jun12 |
120321 |
99.05 |
99.06 |
99.04 |
99.04 |
-0.01 |
51,949 |
258,737 |
+3,947 |
Sep12 |
120321 |
99.06 |
99.07 |
99.04 |
99.05 |
-0.01 |
54,666 |
289,343 |
-13,732 |
Dec12 |
120321 |
99.02 |
99.03 |
99.00 |
99.01 |
-0.02 |
52,697 |
256,858 |
+7,854 |
Mar13 |
120321 |
98.98 |
98.99 |
98.95 |
98.96 |
-0.03 |
61,349 |
269,044 |
-9,889 |
Jun13 |
120321 |
98.90 |
98.90 |
98.87 |
98.89 |
-0.02 |
59,768 |
205,296 |
+1,606 |
Total Volume and Open Interest |
459,989 |
2,124,675 |
-12,551 |
3-Mth Euribor(LIFFE) |
Jun12 |
120321 |
99.365 |
99.380 |
99.355 |
99.365 |
+0.015 |
128,732 |
501,910 |
+30,257 |
Sep12 |
120321 |
99.365 |
99.375 |
99.350 |
99.360 |
+0.020 |
151,964 |
477,137 |
+7,563 |
Dec12 |
120321 |
99.295 |
99.325 |
99.285 |
99.305 |
+0.030 |
122,649 |
385,338 |
-1,453 |
Total Volume and Open Interest |
1,000,333 |
2,983,877 |
-481,813 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120321 |
95.72 |
95.75 |
95.70 |
95.73 |
+0.01 |
15,813 |
197,063 |
+2,720 |
Sep12 |
120321 |
95.79 |
95.85 |
95.77 |
95.81 |
+0.01 |
17,266 |
160,670 |
-3,139 |
Dec12 |
120321 |
95.80 |
95.87 |
95.79 |
95.83 |
+0.01 |
10,195 |
91,579 |
-440 |
Mar13 |
120321 |
95.80 |
95.85 |
95.78 |
95.81 |
+0.01 |
4,341 |
57,401 |
-1,079 |
Jun13 |
120321 |
95.73 |
95.78 |
95.72 |
95.75 |
+0.01 |
3,241 |
53,206 |
+167 |
Sep13 |
120321 |
95.65 |
95.71 |
95.65 |
95.68 |
+0.01 |
2,711 |
38,448 |
+1,053 |
Dec13 |
120321 |
95.61 |
95.63 |
95.57 |
95.59 |
+0.01 |
1,821 |
26,009 |
-248 |
Mar14 |
120321 |
95.55 |
95.56 |
95.51 |
95.53 |
unch |
1,482 |
16,846 |
+1,041 |
Jun14 |
120321 |
95.47 |
95.47 |
95.46 |
95.46 |
unch |
70 |
1,045 |
+5 |
Sep14 |
120321 |
95.39 |
95.39 |
95.39 |
95.39 |
-0.02 |
120 |
461 |
+120 |
Total Volume and Open Interest |
57,060 |
643,030 |
+200 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120321 |
95.67 |
95.72 |
95.63 |
95.66 |
-0.02 |
51,420 |
340,536 |
+6,031 |
Sep12 |
120321 |
95.66 |
95.66 |
95.66 |
95.66 |
-0.02 |
|
|
|
Total Volume and Open Interest |
51,420 |
340,536 |
+6,031 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120321 |
96.22 |
96.28 |
96.20 |
96.24 |
+0.01 |
148,825 |
371,854 |
-2,784 |
Sep12 |
120321 |
96.24 |
96.24 |
96.24 |
96.24 |
+0.01 |
|
|
|
Total Volume and Open Interest |
148,825 |
371,854 |
-2,784 |
Gold(CMX) |
Apr12 |
120321 |
1650.8 |
1661.8 |
1646.3 |
1650.3 |
+3.3 |
135,038 |
153,866 |
-9,651 |
Jun12 |
120321 |
1652.8 |
1664.2 |
1648.9 |
1652.7 |
+3.3 |
21,990 |
125,318 |
+4,667 |
Aug12 |
120321 |
1658.2 |
1664.5 |
1653.8 |
1655.0 |
+3.3 |
2,510 |
30,595 |
+1,025 |
Oct12 |
120321 |
1655.4 |
1662.3 |
1655.4 |
1657.2 |
+3.4 |
476 |
12,559 |
+36 |
Dec12 |
120321 |
1660.3 |
1668.0 |
1655.4 |
1659.4 |
+3.4 |
1,302 |
29,444 |
+264 |
Feb13 |
120321 |
1661.5 |
1661.5 |
1661.5 |
1661.5 |
+3.4 |
408 |
16,438 |
+13 |
Apr13 |
120321 |
1663.7 |
1663.7 |
1663.7 |
1663.7 |
+3.5 |
1,014 |
7,389 |
+569 |
Jun13 |
120321 |
1666.5 |
1666.5 |
1666.5 |
1666.5 |
+3.5 |
677 |
9,629 |
-465 |
Aug13 |
120321 |
1669.5 |
1669.5 |
1669.5 |
1669.5 |
+3.5 |
0 |
255 |
+0 |
Oct13 |
120321 |
1672.7 |
1672.7 |
1672.7 |
1672.7 |
+3.4 |
|
|
|
Dec13 |
120321 |
1676.1 |
1676.1 |
1676.1 |
1676.1 |
+3.3 |
236 |
11,149 |
+96 |
Total Volume and Open Interest |
164,753 |
434,226 |
-3,964 |
Silver(CMX) |
Mar12 |
120321 |
3220.0 |
3230.0 |
3207.0 |
3219.9 |
+39.4 |
28 |
332 |
+12 |
May12 |
120321 |
3215.5 |
3241.0 |
3186.5 |
3222.7 |
+39.3 |
31,081 |
55,424 |
-167 |
Jul12 |
120321 |
3218.5 |
3244.5 |
3193.5 |
3228.1 |
+39.5 |
2,897 |
12,404 |
+601 |
Sep12 |
120321 |
3203.5 |
3237.5 |
3203.5 |
3232.6 |
+39.6 |
1,189 |
5,991 |
+419 |
Dec12 |
120321 |
3235.5 |
3242.5 |
3205.5 |
3237.6 |
+39.7 |
503 |
14,612 |
+254 |
Mar13 |
120321 |
3235.5 |
3239.6 |
3235.5 |
3239.6 |
+40.2 |
85 |
2,206 |
+70 |
May13 |
120321 |
3240.1 |
3240.1 |
3240.1 |
3240.1 |
+39.8 |
3 |
1,278 |
+3 |
Total Volume and Open Interest |
36,062 |
108,268 |
+959 |
Platinum(NYMEX) |
Apr12 |
120321 |
1654.5 |
1664.5 |
1635.5 |
1640.4 |
-13.9 |
5,294 |
25,451 |
-1,708 |
Jul12 |
120321 |
1660.1 |
1667.3 |
1639.9 |
1645.1 |
-13.8 |
2,128 |
17,479 |
+1,534 |
Oct12 |
120321 |
1646.2 |
1651.7 |
1646.2 |
1648.7 |
-13.6 |
33 |
721 |
+29 |
Jan13 |
120321 |
1651.7 |
1651.7 |
1651.7 |
1651.7 |
-13.6 |
1 |
7 |
-1 |
Total Volume and Open Interest |
7,456 |
43,658 |
-146 |
Palladium(NYMEX) |
Mar12 |
120321 |
687.15 |
687.15 |
687.15 |
687.15 |
-8.40 |
0 |
43 |
+0 |
Jun12 |
120321 |
694.05 |
701.30 |
683.80 |
688.65 |
-8.40 |
1,628 |
21,223 |
+6 |
Sep12 |
120321 |
690.25 |
690.75 |
690.05 |
690.05 |
-8.35 |
109 |
455 |
+62 |
Total Volume and Open Interest |
1,764 |
21,756 |
+94 |
Copper(CMX) |
Mar12 |
120321 |
385.50 |
386.00 |
383.60 |
384.95 |
+2.15 |
376 |
2,076 |
-56 |
May12 |
120321 |
383.90 |
387.00 |
382.75 |
384.55 |
+1.50 |
38,422 |
86,947 |
+1,775 |
Jul12 |
120321 |
384.90 |
387.50 |
383.80 |
385.30 |
+1.50 |
3,523 |
26,094 |
+85 |
Sep12 |
120321 |
388.40 |
388.40 |
385.25 |
386.10 |
+1.50 |
1,733 |
19,116 |
+31 |
Dec12 |
120321 |
387.40 |
387.85 |
385.80 |
386.75 |
+1.50 |
219 |
9,495 |
-2 |
Total Volume and Open Interest |
44,507 |
156,566 |
+1,828 |
DJIA Index(CBOT) |
Jun12 |
120321 |
13115 |
13156 |
13035 |
13066 |
-42 |
1,810 |
10,990 |
+1,735 |
Sep12 |
120321 |
13005 |
13045 |
13005 |
13005 |
-40 |
0 |
2 |
+0 |
Dec12 |
120321 |
12924 |
12964 |
12924 |
12924 |
-40 |
0 |
1 |
+0 |
Mar13 |
120321 |
12857 |
12897 |
12857 |
12857 |
-40 |
|
|
|
Total Volume and Open Interest |
1,810 |
10,993 |
+1,735 |
E-mini DJIA Index(CBOT) |
Mar12 |
120316 |
13233 |
13302 |
13226 |
13302 |
+64 |
25,062 |
50,291 |
-5,458 |
Jun12 |
120321 |
13109 |
13160 |
13042 |
13066 |
-42 |
97,568 |
108,878 |
+598 |
Sep12 |
120321 |
13000 |
13020 |
13000 |
13005 |
-40 |
8 |
146 |
-7 |
Dec12 |
120321 |
12924 |
12924 |
12924 |
12924 |
-40 |
0 |
23 |
+0 |
Total Volume and Open Interest |
97,576 |
109,047 |
+591 |
S & P 500(CME) |
Jun12 |
120321 |
1400.10 |
1405.60 |
1394.70 |
1397.50 |
-2.50 |
9,188 |
220,484 |
+2,473 |
Sep12 |
120321 |
1391.20 |
1395.80 |
1387.80 |
1391.20 |
-2.60 |
9 |
1,284 |
-7 |
Dec12 |
120321 |
1384.80 |
1389.50 |
1381.50 |
1384.80 |
-2.70 |
58 |
663 |
-1 |
Mar13 |
120321 |
1378.80 |
1383.50 |
1375.50 |
1378.80 |
-2.70 |
|
|
|
Total Volume and Open Interest |
9,255 |
222,431 |
+2,465 |
S & P 500 E-Mini(Globex) |
Jun12 |
120321 |
1400.00 |
1405.75 |
1394.25 |
1397.50 |
-2.50 |
1,525,304 |
2,680,501 |
-1,410 |
Sep12 |
120321 |
1394.00 |
1399.25 |
1390.00 |
1391.25 |
-2.50 |
1,004 |
1,340 |
+554 |
Total Volume and Open Interest |
1,526,372 |
2,682,031 |
-850 |
NASDAQ 100(CME) |
Jun12 |
120321 |
2736.30 |
2748.00 |
2730.00 |
2735.30 |
-0.20 |
858 |
7,736 |
+325 |
Sep12 |
120321 |
2730.30 |
2740.00 |
2730.00 |
2730.30 |
-0.20 |
0 |
1 |
+0 |
Dec12 |
120321 |
2725.30 |
2728.80 |
2725.30 |
2725.30 |
-3.50 |
|
|
|
Total Volume and Open Interest |
858 |
7,737 |
+325 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120321 |
2736.30 |
2748.50 |
2730.00 |
2735.30 |
-0.20 |
229,820 |
441,567 |
+383 |
Sep12 |
120321 |
2733.00 |
2739.30 |
2730.00 |
2730.30 |
-0.20 |
12 |
26 |
+3 |
Total Volume and Open Interest |
229,833 |
441,610 |
+387 |
S & P Midcap 400(CME) |
Jun12 |
120321 |
991.80 |
997.00 |
991.00 |
991.80 |
-1.50 |
0 |
259 |
+0 |
Sep12 |
120321 |
989.00 |
989.00 |
988.50 |
989.00 |
-1.50 |
|
|
|
Dec12 |
120321 |
987.00 |
987.00 |
986.50 |
987.00 |
-1.50 |
|
|
|
Total Volume and Open Interest |
0 |
259 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120321 |
10045 |
10095 |
10005 |
10025 |
-55 |
3,784 |
44,141 |
+63 |
Sep12 |
120321 |
10040 |
10095 |
10040 |
10040 |
-55 |
|
|
|
Total Volume and Open Interest |
3,784 |
44,141 |
+63 |
Nikkei 225(SGX) |
Jun12 |
120321 |
10055 |
10070 |
9980 |
10010 |
-75 |
90,593 |
234,734 |
-2,009 |
Sep12 |
120321 |
10015 |
10015 |
10010 |
10010 |
-75 |
2 |
1,277 |
+0 |
Dec12 |
120321 |
9950 |
9950 |
9950 |
9950 |
-80 |
0 |
5,902 |
+0 |
Total Volume and Open Interest |
91,384 |
253,338 |
-1,394 |
CAC 40(EURONEXT) |
Apr12 |
120321 |
3540.0 |
3565.0 |
3502.5 |
3527.5 |
-1.5 |
98,630 |
339,193 |
+3,851 |
May12 |
120321 |
3500.0 |
3503.0 |
3446.0 |
3470.0 |
-2.0 |
52 |
3,050 |
+64 |
Jun12 |
120321 |
3465.0 |
3474.5 |
3422.0 |
3443.0 |
-2.0 |
4,125 |
32,385 |
-681 |
Total Volume and Open Interest |
102,808 |
374,743 |
+3,234 |
Hang Seng Index(HKFE) |
Mar12 |
120321 |
21000 |
21025 |
20734 |
20909 |
+21 |
75,247 |
96,971 |
-1,666 |
Apr12 |
120321 |
20980 |
21001 |
20733 |
20912 |
+27 |
1,533 |
7,668 |
+1,017 |
Total Volume and Open Interest |
77,726 |
110,561 |
+86 |
DAX(EUREX) |
Mar12 |
120316 |
7150.0 |
7196.5 |
7142.5 |
7193.0 |
+47.0 |
223,147 |
80,206 |
-30,186 |
Jun12 |
120321 |
7100.5 |
7129.0 |
7025.5 |
7088.5 |
+21.0 |
104,292 |
159,065 |
-393 |
Sep12 |
120321 |
7119.5 |
7133.0 |
7039.5 |
7098.0 |
+21.0 |
119 |
3,103 |
+24 |
Total Volume and Open Interest |
104,411 |
162,168 |
-369 |
FT-SE 100(EURONEXT) |
Jun12 |
120321 |
5842.00 |
5874.00 |
5832.00 |
5855.00 |
+20.00 |
101,466 |
637,633 |
+1,558 |
Sep12 |
120321 |
5815.00 |
5815.00 |
5815.00 |
5815.00 |
+20.50 |
12 |
523 |
+0 |
Dec12 |
120321 |
5789.50 |
5789.50 |
5789.50 |
5789.50 |
+20.50 |
0 |
47 |
+0 |
Total Volume and Open Interest |
101,478 |
638,203 |
+1,558 |
SPI 200(SFE) |
Mar12 |
120315 |
4288.0 |
4295.0 |
4258.0 |
4283.0 |
-10.0 |
97,969 |
170,192 |
-55,104 |
Jun12 |
120321 |
4288.0 |
4292.0 |
4256.0 |
4264.0 |
-20.0 |
28,897 |
190,832 |
+1,782 |
Sep12 |
120321 |
4243.0 |
4301.0 |
4228.0 |
4232.0 |
-23.0 |
158 |
2,024 |
+120 |
Total Volume and Open Interest |
29,463 |
196,163 |
+2,049 |
GSCI(CME) |
Apr12 |
120321 |
701.00 |
704.75 |
700.75 |
702.25 |
+1.25 |
740 |
10,277 |
-438 |
May12 |
120321 |
703.00 |
705.50 |
701.75 |
703.00 |
+1.00 |
0 |
79 |
+0 |
Jun12 |
120321 |
703.75 |
706.25 |
702.75 |
703.75 |
+0.75 |
|
|
|
Total Volume and Open Interest |
740 |
10,356 |
-438 |
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. |
|
|