|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri March 23, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120323 |
1350.25 |
1369.50 |
1349.50 |
1365.75 |
+16.25 |
89,731 |
253,296 |
-542 |
Jul12 |
120323 |
1356.75 |
1376.25 |
1356.75 |
1371.75 |
+15.00 |
37,757 |
137,889 |
+2,305 |
Aug12 |
120323 |
1352.00 |
1366.00 |
1352.00 |
1362.75 |
+14.25 |
1,609 |
6,373 |
+188 |
Sep12 |
120323 |
1345.00 |
1345.00 |
1328.25 |
1341.25 |
+13.00 |
899 |
5,919 |
+213 |
Nov12 |
120323 |
1311.50 |
1330.00 |
1311.50 |
1322.50 |
+10.75 |
28,196 |
159,387 |
+1,726 |
Jan13 |
120323 |
1312.50 |
1329.50 |
1312.50 |
1322.75 |
+10.25 |
3,562 |
26,536 |
+157 |
Mar13 |
120323 |
1306.00 |
1318.00 |
1301.50 |
1310.00 |
+8.50 |
3,577 |
26,488 |
+1,524 |
May13 |
120323 |
1294.25 |
1309.00 |
1291.25 |
1298.00 |
+6.75 |
3,653 |
12,176 |
+1,076 |
Jul13 |
120323 |
1297.25 |
1310.00 |
1293.75 |
1300.00 |
+6.25 |
1,683 |
11,131 |
+299 |
Aug13 |
120323 |
1284.00 |
1284.00 |
1282.00 |
1284.00 |
+2.00 |
0 |
80 |
+0 |
Sep13 |
120323 |
1256.00 |
1256.00 |
1252.00 |
1256.00 |
+4.00 |
14 |
112 |
+2 |
Nov13 |
120323 |
1230.00 |
1243.00 |
1225.00 |
1232.50 |
+7.50 |
447 |
7,053 |
+95 |
Jan14 |
120323 |
1245.00 |
1245.00 |
1231.75 |
1239.25 |
+7.50 |
0 |
128 |
+0 |
Mar14 |
120323 |
1248.00 |
1248.00 |
1231.25 |
1238.75 |
+7.50 |
0 |
2 |
+0 |
Total Volume and Open Interest |
171,133 |
647,055 |
+7,044 |
Soybean Meal(CBOT) |
May12 |
120323 |
370.20 |
374.50 |
370.10 |
373.00 |
+2.90 |
42,890 |
126,677 |
+1,254 |
Jul12 |
120323 |
371.00 |
375.20 |
371.00 |
373.90 |
+2.80 |
11,924 |
44,345 |
+938 |
Aug12 |
120323 |
372.00 |
372.00 |
368.00 |
370.40 |
+2.40 |
756 |
8,155 |
+73 |
Sep12 |
120323 |
365.80 |
366.00 |
362.20 |
364.30 |
+2.10 |
543 |
7,860 |
-42 |
Oct12 |
120323 |
357.60 |
357.60 |
354.00 |
355.50 |
+1.50 |
657 |
5,272 |
+22 |
Dec12 |
120323 |
352.40 |
356.50 |
352.40 |
354.40 |
+1.70 |
4,361 |
30,417 |
-843 |
Jan13 |
120323 |
353.00 |
353.50 |
350.70 |
351.90 |
+1.20 |
111 |
3,724 |
-39 |
Mar13 |
120323 |
349.50 |
350.10 |
348.20 |
348.20 |
+0.70 |
252 |
5,076 |
+1 |
May13 |
120323 |
345.00 |
345.00 |
342.00 |
342.50 |
-0.10 |
169 |
2,843 |
+79 |
Jul13 |
120323 |
341.70 |
342.40 |
341.70 |
341.70 |
-0.70 |
47 |
1,496 |
+11 |
Total Volume and Open Interest |
61,855 |
238,656 |
+1,497 |
Soybean Oil(CBOT) |
May12 |
120323 |
53.96 |
54.90 |
53.93 |
54.88 |
+0.92 |
46,342 |
160,515 |
+588 |
Jul12 |
120323 |
54.37 |
55.32 |
54.33 |
55.29 |
+0.92 |
18,024 |
81,789 |
-2,429 |
Aug12 |
120323 |
55.06 |
55.45 |
55.04 |
55.45 |
+0.90 |
2,058 |
11,139 |
+130 |
Sep12 |
120323 |
54.75 |
55.61 |
54.75 |
55.61 |
+0.88 |
2,315 |
8,444 |
+329 |
Oct12 |
120323 |
55.65 |
55.76 |
55.45 |
55.70 |
+0.85 |
629 |
7,791 |
-30 |
Dec12 |
120323 |
55.09 |
55.98 |
55.09 |
55.93 |
+0.83 |
8,355 |
60,613 |
+1,081 |
Jan13 |
120323 |
55.56 |
56.00 |
55.56 |
56.00 |
+0.83 |
68 |
2,315 |
+3 |
Mar13 |
120323 |
55.93 |
56.05 |
55.20 |
56.05 |
+0.85 |
419 |
4,948 |
+323 |
May13 |
120323 |
55.94 |
56.05 |
55.22 |
56.05 |
+0.83 |
222 |
1,959 |
+137 |
Jul13 |
120323 |
56.12 |
56.12 |
55.29 |
56.12 |
+0.83 |
256 |
3,527 |
+128 |
Total Volume and Open Interest |
78,988 |
346,694 |
+350 |
Canola(WCE) |
May12 |
120323 |
588.6 |
599.3 |
588.6 |
598.5 |
+9.9 |
18,385 |
87,467 |
-588 |
Jul12 |
120323 |
589.5 |
597.6 |
588.9 |
596.8 |
+9.9 |
8,960 |
38,108 |
+1,438 |
Nov12 |
120323 |
551.4 |
559.9 |
551.4 |
559.1 |
+10.0 |
6,262 |
66,250 |
+2,205 |
Jan13 |
120323 |
553.0 |
563.8 |
553.0 |
563.1 |
+10.1 |
655 |
8,504 |
+396 |
Mar13 |
120323 |
560.3 |
567.4 |
560.3 |
566.6 |
+10.2 |
699 |
3,870 |
+487 |
Total Volume and Open Interest |
35,060 |
206,202 |
+3,992 |
Corn(CBOT) |
May12 |
120323 |
645.50 |
652.00 |
642.25 |
646.50 |
+2.00 |
135,890 |
483,705 |
-12,069 |
Jul12 |
120323 |
643.50 |
650.25 |
640.25 |
644.50 |
+1.75 |
51,691 |
294,875 |
+3,059 |
Sep12 |
120323 |
582.75 |
588.25 |
578.50 |
582.25 |
-0.25 |
19,293 |
137,239 |
-149 |
Dec12 |
120323 |
555.50 |
562.00 |
554.00 |
557.50 |
+1.75 |
31,484 |
314,361 |
+1,135 |
Mar13 |
120323 |
565.75 |
572.00 |
564.50 |
568.00 |
+2.00 |
1,809 |
49,556 |
+91 |
May13 |
120323 |
574.00 |
578.00 |
573.75 |
575.25 |
+1.25 |
336 |
4,522 |
+84 |
Jul13 |
120323 |
578.00 |
581.75 |
576.00 |
579.00 |
+1.25 |
742 |
7,042 |
+454 |
Sep13 |
120323 |
551.75 |
555.00 |
550.00 |
551.75 |
+0.25 |
36 |
1,068 |
+24 |
Dec13 |
120323 |
547.00 |
552.00 |
543.75 |
547.50 |
+0.25 |
809 |
20,871 |
-180 |
Mar14 |
120323 |
558.50 |
558.75 |
558.25 |
558.75 |
+0.50 |
10 |
487 |
+0 |
Total Volume and Open Interest |
242,211 |
1,317,051 |
-7,502 |
Wheat(CBOT) |
May12 |
120323 |
647.75 |
655.25 |
646.25 |
654.25 |
+8.00 |
38,072 |
186,515 |
+631 |
Jul12 |
120323 |
656.50 |
665.50 |
656.00 |
664.50 |
+9.00 |
11,240 |
111,258 |
-493 |
Sep12 |
120323 |
674.00 |
680.00 |
670.25 |
679.00 |
+8.75 |
2,278 |
54,778 |
-761 |
Dec12 |
120323 |
692.00 |
699.50 |
690.75 |
698.50 |
+8.75 |
3,164 |
73,982 |
+879 |
Mar13 |
120323 |
705.25 |
713.25 |
703.00 |
712.00 |
+9.00 |
176 |
11,512 |
+96 |
May13 |
120323 |
713.00 |
721.00 |
710.50 |
721.00 |
+10.50 |
6 |
723 |
+0 |
Total Volume and Open Interest |
55,074 |
447,469 |
+367 |
Wheat(KCBT) |
May12 |
120323 |
684.00 |
694.50 |
680.75 |
694.50 |
+10.50 |
6,341 |
42,631 |
-944 |
Jul12 |
120323 |
691.50 |
702.50 |
689.50 |
702.25 |
+10.25 |
4,182 |
58,504 |
-123 |
Sep12 |
120323 |
706.50 |
716.00 |
703.50 |
716.00 |
+10.25 |
282 |
12,828 |
+66 |
Dec12 |
120323 |
727.25 |
735.75 |
723.50 |
735.75 |
+10.25 |
517 |
16,398 |
-77 |
Mar13 |
120323 |
737.00 |
748.75 |
737.00 |
748.75 |
+11.00 |
3 |
718 |
+1 |
May13 |
120323 |
751.75 |
751.75 |
751.75 |
751.75 |
+10.00 |
1 |
62 |
+0 |
Total Volume and Open Interest |
11,327 |
131,693 |
-1,078 |
Wheat(MGE) |
May12 |
120323 |
806.75 |
819.00 |
806.75 |
817.25 |
+10.25 |
1,250 |
12,115 |
+109 |
Jul12 |
120323 |
801.25 |
813.25 |
800.75 |
811.50 |
+9.75 |
424 |
9,638 |
+34 |
Sep12 |
120323 |
786.50 |
795.75 |
786.50 |
795.00 |
+9.50 |
300 |
9,778 |
+41 |
Dec12 |
120323 |
788.00 |
799.25 |
788.00 |
798.50 |
+10.50 |
97 |
5,559 |
+57 |
Mar13 |
120323 |
799.50 |
805.25 |
799.50 |
805.25 |
+11.50 |
11 |
533 |
+7 |
Total Volume and Open Interest |
2,082 |
37,633 |
+248 |
Oats(CBOT) |
May12 |
120323 |
329.00 |
335.00 |
329.00 |
333.00 |
+4.75 |
612 |
6,290 |
+75 |
Jul12 |
120323 |
321.75 |
329.00 |
321.75 |
327.00 |
+5.25 |
304 |
2,031 |
-16 |
Sep12 |
120323 |
320.00 |
324.75 |
317.75 |
324.75 |
+7.00 |
13 |
227 |
+3 |
Dec12 |
120323 |
330.00 |
333.00 |
330.00 |
332.50 |
+8.75 |
46 |
1,983 |
-2 |
Total Volume and Open Interest |
975 |
10,537 |
+60 |
Rough Rice(CBOT) |
May12 |
120323 |
14.44 |
14.69 |
14.44 |
14.60 |
+0.20 |
1,154 |
11,592 |
-52 |
Jul12 |
120323 |
14.70 |
14.94 |
14.70 |
14.87 |
+0.20 |
114 |
1,889 |
+6 |
Sep12 |
120323 |
14.95 |
15.14 |
14.89 |
15.10 |
+0.20 |
2 |
995 |
+0 |
Nov12 |
120323 |
15.26 |
15.32 |
15.25 |
15.32 |
+0.20 |
0 |
81 |
+0 |
Total Volume and Open Interest |
1,270 |
14,557 |
-46 |
Live Cattle(CME) |
Apr12 |
120323 |
125.230 |
125.480 |
123.500 |
124.500 |
-0.750 |
19,671 |
61,210 |
-5,355 |
Jun12 |
120323 |
122.230 |
122.400 |
120.180 |
121.100 |
-1.080 |
21,426 |
140,379 |
+1,224 |
Aug12 |
120323 |
124.200 |
124.385 |
122.300 |
123.200 |
-1.085 |
9,978 |
75,456 |
+1,772 |
Oct12 |
120323 |
128.950 |
129.050 |
127.250 |
128.380 |
-0.620 |
4,835 |
40,643 |
+161 |
Dec12 |
120323 |
130.300 |
130.300 |
128.630 |
129.880 |
-0.405 |
3,423 |
21,766 |
+692 |
Feb13 |
120323 |
130.380 |
130.750 |
129.150 |
130.735 |
-0.200 |
969 |
6,575 |
+150 |
Total Volume and Open Interest |
60,491 |
349,501 |
-1,251 |
Feeder Cattle(CME) |
Mar12 |
120323 |
153.485 |
153.485 |
152.935 |
153.300 |
-0.150 |
685 |
3,322 |
-228 |
Apr12 |
120323 |
154.035 |
154.285 |
151.450 |
152.435 |
-1.165 |
2,335 |
10,097 |
-518 |
May12 |
120323 |
155.075 |
155.075 |
152.450 |
153.485 |
-1.215 |
1,933 |
17,065 |
-54 |
Aug12 |
120323 |
156.985 |
157.285 |
154.850 |
156.150 |
-0.750 |
1,098 |
14,088 |
+18 |
Sep12 |
120323 |
156.500 |
156.850 |
155.325 |
156.800 |
-0.580 |
186 |
2,838 |
+17 |
Oct12 |
120323 |
157.235 |
157.235 |
155.350 |
156.800 |
-0.600 |
77 |
1,454 |
+20 |
Nov12 |
120323 |
157.235 |
157.235 |
155.350 |
156.985 |
-0.395 |
67 |
928 |
+6 |
Total Volume and Open Interest |
6,392 |
50,045 |
-732 |
Lean Hogs(CME) |
Apr12 |
120323 |
85.350 |
85.385 |
84.350 |
85.035 |
-0.365 |
13,035 |
34,442 |
-2,055 |
May12 |
120323 |
93.800 |
93.930 |
93.000 |
93.750 |
-0.350 |
286 |
2,918 |
+1 |
Jun12 |
120323 |
92.830 |
92.900 |
91.535 |
92.230 |
-0.600 |
19,855 |
95,968 |
+3,904 |
Jul12 |
120323 |
93.200 |
93.200 |
91.785 |
92.500 |
-0.750 |
3,427 |
27,383 |
-107 |
Aug12 |
120323 |
94.050 |
94.050 |
92.700 |
93.500 |
-0.600 |
4,746 |
35,935 |
+824 |
Oct12 |
120323 |
85.135 |
85.135 |
84.135 |
84.950 |
-0.300 |
1,591 |
31,248 |
-236 |
Dec12 |
120323 |
81.700 |
81.700 |
80.600 |
81.580 |
-0.205 |
1,254 |
21,315 |
+107 |
Feb13 |
120323 |
82.080 |
82.600 |
81.400 |
82.600 |
unch |
311 |
6,748 |
+66 |
Total Volume and Open Interest |
44,710 |
261,663 |
+2,601 |
Class III Milk(CME) |
Mar12 |
120323 |
15.62 |
15.65 |
15.62 |
15.63 |
unch |
65 |
6,125 |
+27 |
Apr12 |
120323 |
16.32 |
16.32 |
15.56 |
15.68 |
-0.63 |
621 |
4,829 |
-70 |
May12 |
120323 |
15.35 |
15.37 |
14.72 |
15.11 |
-0.10 |
401 |
4,105 |
-24 |
Jun12 |
120323 |
15.61 |
15.66 |
15.24 |
15.44 |
-0.10 |
203 |
3,439 |
-31 |
Jul12 |
120323 |
16.16 |
16.24 |
15.85 |
15.98 |
-0.13 |
112 |
2,569 |
+23 |
Total Volume and Open Interest |
1,542 |
32,022 |
-37 |
Cocoa(ICE) |
May12 |
120323 |
2309 |
2320 |
2271 |
2307 |
+22 |
13,583 |
63,420 |
-957 |
Jul12 |
120323 |
2318 |
2345 |
2296 |
2332 |
+23 |
3,804 |
35,241 |
+127 |
Sep12 |
120323 |
2345 |
2352 |
2302 |
2340 |
+25 |
1,687 |
20,340 |
-61 |
Dec12 |
120323 |
2349 |
2359 |
2310 |
2348 |
+28 |
1,276 |
22,262 |
+227 |
Mar13 |
120323 |
2355 |
2355 |
2315 |
2353 |
+30 |
1,027 |
20,664 |
+375 |
May13 |
120323 |
2341 |
2369 |
2333 |
2366 |
+30 |
184 |
3,986 |
+1 |
Jul13 |
120323 |
2375 |
2375 |
2375 |
2375 |
+31 |
0 |
1,155 |
+0 |
Total Volume and Open Interest |
21,561 |
168,118 |
-288 |
Coffee "C"(ICE) |
May12 |
120323 |
176.25 |
179.25 |
175.25 |
178.75 |
+1.80 |
13,546 |
77,800 |
-171 |
Jul12 |
120323 |
179.20 |
182.00 |
178.10 |
181.55 |
+1.80 |
4,233 |
32,754 |
+278 |
Sep12 |
120323 |
182.45 |
184.55 |
181.00 |
184.35 |
+1.75 |
1,983 |
24,985 |
+253 |
Dec12 |
120323 |
186.70 |
188.70 |
185.05 |
188.30 |
+1.80 |
676 |
13,003 |
-136 |
Mar13 |
120323 |
190.40 |
192.50 |
189.15 |
192.20 |
+1.80 |
339 |
4,398 |
+149 |
May13 |
120323 |
193.00 |
194.80 |
192.70 |
194.80 |
+1.80 |
36 |
1,896 |
+0 |
Total Volume and Open Interest |
20,860 |
155,947 |
+393 |
Orange Juice(ICE) |
May12 |
120323 |
166.40 |
169.20 |
164.40 |
166.20 |
-0.20 |
2,809 |
17,589 |
-898 |
Jul12 |
120323 |
161.60 |
164.60 |
160.90 |
162.30 |
+0.10 |
616 |
1,809 |
+183 |
Sep12 |
120323 |
160.00 |
161.50 |
159.40 |
160.40 |
+0.55 |
101 |
1,074 |
+82 |
Nov12 |
120323 |
155.00 |
157.00 |
155.00 |
155.25 |
-0.30 |
90 |
829 |
+77 |
Jan13 |
120323 |
155.25 |
157.05 |
154.80 |
155.05 |
-0.50 |
45 |
110 |
+35 |
Mar13 |
120323 |
155.05 |
155.05 |
155.05 |
155.05 |
+0.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
3,661 |
21,425 |
-521 |
Sugar #11(ICE) |
May12 |
120323 |
25.79 |
26.13 |
25.50 |
25.63 |
-0.28 |
44,880 |
248,155 |
+3,905 |
Jul12 |
120323 |
24.68 |
24.94 |
24.37 |
24.50 |
-0.22 |
31,176 |
214,177 |
+830 |
Oct12 |
120323 |
24.43 |
24.60 |
24.17 |
24.27 |
-0.16 |
16,992 |
119,613 |
+2,603 |
Mar13 |
120323 |
24.70 |
25.00 |
24.63 |
24.72 |
-0.15 |
5,954 |
84,130 |
+641 |
May13 |
120323 |
24.30 |
24.47 |
24.15 |
24.22 |
-0.13 |
684 |
18,180 |
-3 |
Jul13 |
120323 |
23.95 |
24.12 |
23.86 |
23.92 |
-0.11 |
280 |
17,625 |
+33 |
Oct13 |
120323 |
23.98 |
24.12 |
23.90 |
24.00 |
-0.08 |
265 |
20,151 |
+49 |
Mar14 |
120323 |
24.05 |
24.17 |
23.99 |
24.08 |
-0.06 |
240 |
14,232 |
+109 |
Total Volume and Open Interest |
100,738 |
746,877 |
+8,228 |
London Cocoa(LCE) |
May12 |
120323 |
1489 |
1494 |
1466 |
1492 |
+13 |
4,806 |
45,545 |
-887 |
Jul12 |
120323 |
1503 |
1510 |
1483 |
1509 |
+15 |
3,068 |
44,414 |
+557 |
Sep12 |
120323 |
1505 |
1516 |
1490 |
1515 |
+15 |
1,794 |
26,391 |
+371 |
Dec12 |
120323 |
1513 |
1521 |
1498 |
1520 |
+14 |
1,214 |
27,006 |
-17 |
Mar13 |
120323 |
1507 |
1507 |
1486 |
1506 |
+10 |
1,145 |
28,508 |
+392 |
May13 |
120323 |
1501 |
1513 |
1494 |
1513 |
+12 |
972 |
8,366 |
+390 |
Jul13 |
120323 |
1506 |
1521 |
1506 |
1521 |
+15 |
912 |
2,205 |
+1 |
Total Volume and Open Interest |
13,911 |
185,152 |
+1,068 |
London Sugar(LCE) |
May12 |
120323 |
663.30 |
671.70 |
658.40 |
659.70 |
-3.30 |
3,121 |
30,231 |
+1,247 |
Aug12 |
120323 |
647.50 |
652.80 |
641.20 |
642.80 |
-3.40 |
1,408 |
16,895 |
-134 |
Oct12 |
120323 |
636.10 |
637.80 |
629.10 |
632.20 |
-1.60 |
446 |
10,304 |
+18 |
Dec12 |
120323 |
638.10 |
639.20 |
631.00 |
634.40 |
-1.80 |
312 |
3,031 |
-15 |
Mar13 |
120323 |
638.40 |
642.10 |
634.40 |
636.70 |
-2.60 |
557 |
4,759 |
+21 |
Total Volume and Open Interest |
5,867 |
66,070 |
+1,120 |
Cotton(ICE) |
May12 |
120323 |
89.58 |
90.50 |
89.32 |
89.63 |
+0.05 |
8,954 |
90,732 |
-464 |
Jul12 |
120323 |
90.27 |
91.07 |
89.98 |
90.27 |
+0.04 |
3,440 |
48,675 |
+492 |
Oct12 |
120323 |
90.41 |
90.41 |
90.41 |
90.41 |
-0.06 |
0 |
85 |
+0 |
Dec12 |
120323 |
88.28 |
89.60 |
88.28 |
88.71 |
-0.24 |
973 |
45,735 |
+337 |
Mar13 |
120323 |
90.25 |
90.25 |
89.38 |
89.38 |
-0.42 |
15 |
2,170 |
+3 |
May13 |
120323 |
89.96 |
90.13 |
89.49 |
89.49 |
-0.48 |
3 |
669 |
+0 |
Total Volume and Open Interest |
13,386 |
189,093 |
+369 |
Lumber(CME) |
May12 |
120323 |
257.1 |
261.0 |
256.1 |
258.6 |
+3.6 |
690 |
6,189 |
-94 |
Jul12 |
120323 |
268.7 |
272.2 |
267.6 |
269.5 |
+2.5 |
204 |
2,273 |
+6 |
Sep12 |
120323 |
274.3 |
278.3 |
274.3 |
276.1 |
+3.1 |
149 |
1,041 |
-108 |
Nov12 |
120323 |
274.4 |
276.3 |
274.2 |
274.2 |
+4.1 |
17 |
606 |
-3 |
Total Volume and Open Interest |
1,063 |
10,147 |
-198 |
Crude Oil(NYM) |
May12 |
120323 |
105.52 |
108.25 |
105.16 |
106.87 |
+1.52 |
252,603 |
305,887 |
+306 |
Jun12 |
120323 |
105.96 |
108.75 |
105.69 |
107.35 |
+1.51 |
69,194 |
164,636 |
+1,046 |
Jul12 |
120323 |
106.58 |
109.21 |
106.20 |
107.79 |
+1.50 |
27,150 |
106,550 |
+1,843 |
Aug12 |
120323 |
106.91 |
109.02 |
106.57 |
108.10 |
+1.49 |
14,360 |
73,243 |
+2,052 |
Sep12 |
120323 |
107.25 |
109.00 |
106.74 |
108.26 |
+1.48 |
14,452 |
59,162 |
-814 |
Oct12 |
120323 |
107.27 |
109.50 |
106.90 |
108.37 |
+1.48 |
6,577 |
44,289 |
-27 |
Nov12 |
120323 |
107.40 |
109.17 |
107.00 |
108.48 |
+1.48 |
5,115 |
34,147 |
-225 |
Dec12 |
120323 |
107.23 |
110.02 |
107.08 |
108.55 |
+1.46 |
34,647 |
191,340 |
+1,444 |
Jan13 |
120323 |
107.64 |
108.66 |
107.15 |
108.54 |
+1.45 |
2,032 |
42,037 |
+48 |
Feb13 |
120323 |
108.50 |
108.57 |
108.36 |
108.39 |
+1.43 |
1,341 |
21,576 |
+235 |
Mar13 |
120323 |
108.02 |
108.28 |
108.02 |
108.12 |
+1.40 |
3,603 |
30,110 |
+1,065 |
Apr13 |
120323 |
107.90 |
107.90 |
107.70 |
107.70 |
+1.36 |
722 |
14,692 |
+83 |
May13 |
120323 |
107.25 |
107.25 |
107.25 |
107.25 |
+1.32 |
720 |
12,627 |
-203 |
Jun13 |
120323 |
105.98 |
107.18 |
105.81 |
106.83 |
+1.30 |
8,687 |
65,107 |
+799 |
Jul13 |
120323 |
106.31 |
106.31 |
106.31 |
106.31 |
+1.27 |
56 |
11,018 |
-11 |
Aug13 |
120323 |
105.82 |
105.82 |
105.82 |
105.82 |
+1.23 |
44 |
7,069 |
+5 |
Total Volume and Open Interest |
473,594 |
1,561,042 |
+6,211 |
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 |
120323 |
105.600 |
108.250 |
105.150 |
106.875 |
+1.525 |
6,586 |
1,335 |
+6 |
Jun12 |
120323 |
105.975 |
108.725 |
105.700 |
107.350 |
+1.500 |
108 |
174 |
+10 |
Jul12 |
120323 |
106.550 |
108.350 |
106.550 |
107.800 |
+1.500 |
30 |
65 |
-1 |
Aug12 |
120323 |
108.100 |
108.100 |
108.100 |
108.100 |
+1.500 |
0 |
13 |
+0 |
Sep12 |
120323 |
108.250 |
108.250 |
108.250 |
108.250 |
+1.475 |
0 |
31 |
+0 |
Oct12 |
120323 |
108.375 |
108.375 |
108.375 |
108.375 |
+1.475 |
0 |
9 |
+0 |
Nov12 |
120323 |
108.600 |
108.600 |
108.475 |
108.475 |
+1.475 |
|
|
|
Dec12 |
120323 |
108.700 |
108.700 |
108.400 |
108.550 |
+1.450 |
0 |
230 |
+0 |
Total Volume and Open Interest |
6,724 |
2,032 |
+11 |
Heating Oil(NYM) |
Apr12 |
120323 |
318.60 |
326.67 |
318.56 |
321.01 |
+3.14 |
35,568 |
40,270 |
-4,015 |
May12 |
120323 |
319.76 |
328.21 |
319.75 |
322.47 |
+3.19 |
42,858 |
80,620 |
+981 |
Jun12 |
120323 |
320.92 |
329.15 |
320.92 |
323.50 |
+3.03 |
23,935 |
60,324 |
+1,242 |
Jul12 |
120323 |
322.52 |
330.13 |
322.52 |
324.48 |
+2.94 |
11,657 |
24,474 |
-380 |
Aug12 |
120323 |
323.63 |
330.42 |
323.63 |
325.37 |
+2.93 |
5,557 |
16,213 |
+443 |
Sep12 |
120323 |
324.79 |
331.76 |
324.49 |
326.11 |
+2.93 |
2,958 |
14,778 |
+348 |
Oct12 |
120323 |
325.47 |
328.07 |
325.22 |
326.79 |
+2.96 |
1,864 |
8,609 |
+364 |
Nov12 |
120323 |
326.43 |
327.97 |
326.02 |
327.43 |
+3.00 |
727 |
4,701 |
-129 |
Dec12 |
120323 |
325.83 |
331.64 |
325.77 |
327.93 |
+3.03 |
4,632 |
32,411 |
+446 |
Jan13 |
120323 |
326.95 |
332.50 |
326.79 |
328.13 |
+2.96 |
134 |
5,545 |
+21 |
Feb13 |
120323 |
328.10 |
328.10 |
327.33 |
327.33 |
+2.96 |
29 |
872 |
-6 |
Mar13 |
120323 |
325.73 |
325.73 |
325.29 |
325.29 |
+2.97 |
105 |
1,110 |
-33 |
Total Volume and Open Interest |
130,031 |
290,696 |
-714 |
Gasoline(NYMEX) |
Apr12 |
120323 |
334.75 |
342.48 |
334.00 |
338.52 |
+4.56 |
32,363 |
53,939 |
-2,758 |
May12 |
120323 |
333.74 |
341.18 |
332.61 |
336.89 |
+4.32 |
43,134 |
107,491 |
+4,241 |
Jun12 |
120323 |
328.92 |
336.89 |
328.45 |
332.50 |
+4.16 |
22,228 |
68,998 |
-696 |
Jul12 |
120323 |
325.00 |
332.18 |
324.12 |
327.83 |
+4.02 |
14,660 |
42,840 |
-131 |
Aug12 |
120323 |
319.10 |
326.71 |
318.71 |
322.42 |
+3.89 |
10,315 |
26,386 |
-39 |
Sep12 |
120323 |
313.62 |
318.53 |
312.70 |
316.42 |
+3.82 |
5,187 |
23,614 |
+1,280 |
Oct12 |
120323 |
295.91 |
301.18 |
295.88 |
299.44 |
+3.78 |
1,966 |
20,905 |
+123 |
Nov12 |
120323 |
291.85 |
294.70 |
291.85 |
294.36 |
+3.71 |
1,830 |
6,811 |
+152 |
Dec12 |
120323 |
289.01 |
295.19 |
288.52 |
291.50 |
+3.65 |
2,560 |
21,582 |
-426 |
Jan13 |
120323 |
292.04 |
292.04 |
289.90 |
290.39 |
+3.61 |
732 |
5,641 |
-66 |
Total Volume and Open Interest |
135,340 |
388,635 |
+1,749 |
e-miNY RBOB Gasoline(NYM) |
Apr12 |
120323 |
338.50 |
338.52 |
338.50 |
338.50 |
+4.50 |
|
|
|
May12 |
120323 |
336.90 |
336.90 |
336.89 |
336.90 |
+4.30 |
|
|
|
Jun12 |
120323 |
332.50 |
332.50 |
332.50 |
332.50 |
+4.20 |
|
|
|
Jul12 |
120323 |
327.80 |
327.83 |
327.80 |
327.80 |
+4.00 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Apr12 |
120323 |
2.266 |
2.325 |
2.261 |
2.275 |
+0.006 |
95,479 |
75,214 |
-11,389 |
May12 |
120323 |
2.368 |
2.421 |
2.361 |
2.373 |
+0.001 |
67,979 |
280,714 |
-3,829 |
Jun12 |
120323 |
2.473 |
2.526 |
2.467 |
2.481 |
+0.004 |
25,496 |
98,512 |
+3,860 |
Jul12 |
120323 |
2.576 |
2.627 |
2.575 |
2.586 |
+0.003 |
17,494 |
136,582 |
+3,098 |
Aug12 |
120323 |
2.655 |
2.685 |
2.640 |
2.647 |
+0.005 |
8,596 |
43,844 |
+178 |
Sep12 |
120323 |
2.657 |
2.709 |
2.657 |
2.670 |
+0.003 |
6,212 |
86,135 |
+646 |
Oct12 |
120323 |
2.727 |
2.779 |
2.727 |
2.738 |
+0.002 |
14,290 |
141,617 |
+721 |
Nov12 |
120323 |
2.965 |
2.999 |
2.952 |
2.960 |
-0.001 |
3,152 |
46,801 |
+142 |
Dec12 |
120323 |
3.296 |
3.339 |
3.290 |
3.301 |
-0.003 |
3,608 |
53,353 |
+66 |
Jan13 |
120323 |
3.430 |
3.480 |
3.430 |
3.440 |
-0.002 |
9,511 |
70,824 |
+281 |
Feb13 |
120323 |
3.449 |
3.487 |
3.445 |
3.449 |
-0.003 |
1,426 |
17,556 |
-73 |
Mar13 |
120323 |
3.440 |
3.463 |
3.429 |
3.429 |
-0.003 |
1,453 |
26,118 |
-56 |
Apr13 |
120323 |
3.406 |
3.439 |
3.401 |
3.401 |
-0.002 |
3,919 |
40,559 |
-870 |
May13 |
120323 |
3.440 |
3.440 |
3.437 |
3.440 |
-0.002 |
295 |
10,854 |
+62 |
Jun13 |
120323 |
3.492 |
3.492 |
3.492 |
3.492 |
-0.002 |
384 |
4,559 |
+19 |
Jul13 |
120323 |
3.527 |
3.560 |
3.527 |
3.539 |
-0.002 |
367 |
4,969 |
+5 |
Total Volume and Open Interest |
261,514 |
1,231,912 |
-6,767 |
Brent Crude Oil(ICE) |
May12 |
120323 |
123.30 |
127.06 |
123.10 |
125.13 |
+1.99 |
161,906 |
238,550 |
-55 |
Jun12 |
120323 |
122.75 |
126.34 |
122.53 |
124.39 |
+1.81 |
93,242 |
172,203 |
-1,038 |
Jul12 |
120323 |
122.23 |
125.61 |
122.02 |
123.72 |
+1.68 |
38,857 |
81,351 |
+2,767 |
Aug12 |
120323 |
121.66 |
124.43 |
121.44 |
123.03 |
+1.56 |
17,080 |
52,829 |
+1,209 |
Sep12 |
120323 |
121.04 |
124.20 |
120.73 |
122.25 |
+1.47 |
11,228 |
71,845 |
+888 |
Oct12 |
120323 |
120.31 |
122.91 |
120.03 |
121.46 |
+1.40 |
6,670 |
54,140 |
+667 |
Nov12 |
120323 |
119.66 |
122.24 |
119.46 |
120.77 |
+1.33 |
4,368 |
32,175 |
+514 |
Dec12 |
120323 |
118.99 |
122.10 |
118.67 |
120.08 |
+1.28 |
28,488 |
105,031 |
-855 |
Jan13 |
120323 |
120.27 |
120.27 |
119.43 |
119.43 |
+1.24 |
1,297 |
18,804 |
+254 |
Feb13 |
120323 |
118.78 |
118.78 |
118.78 |
118.78 |
+1.20 |
662 |
10,716 |
+404 |
Mar13 |
120323 |
118.09 |
118.09 |
118.09 |
118.09 |
+1.15 |
294 |
9,395 |
-50 |
Apr13 |
120323 |
117.37 |
117.37 |
117.37 |
117.37 |
+1.09 |
241 |
7,244 |
+76 |
May13 |
120323 |
116.65 |
116.65 |
116.65 |
116.65 |
+1.04 |
253 |
6,954 |
+81 |
Jun13 |
120323 |
115.35 |
117.71 |
115.10 |
115.89 |
+1.00 |
4,320 |
30,318 |
+1,029 |
Total Volume and Open Interest |
384,369 |
1,078,834 |
+6,399 |
Gas Oil(ICE) |
Apr12 |
120323 |
1018.00 |
1044.00 |
1017.75 |
1029.00 |
+15.25 |
62,496 |
110,614 |
-7,324 |
May12 |
120323 |
1019.00 |
1044.50 |
1018.25 |
1029.50 |
+15.25 |
80,669 |
113,695 |
+3,141 |
Jun12 |
120323 |
1018.75 |
1044.75 |
1018.50 |
1029.25 |
+15.00 |
43,449 |
56,631 |
+3,503 |
Jul12 |
120323 |
1023.00 |
1044.75 |
1021.00 |
1029.00 |
+14.25 |
14,828 |
29,833 |
+1,930 |
Aug12 |
120323 |
1019.00 |
1044.25 |
1019.00 |
1029.25 |
+13.75 |
6,445 |
27,729 |
+1,068 |
Sep12 |
120323 |
1019.00 |
1044.50 |
1019.00 |
1029.25 |
+13.75 |
3,901 |
23,223 |
-113 |
Oct12 |
120323 |
1017.50 |
1043.00 |
1017.50 |
1027.75 |
+14.00 |
903 |
14,883 |
-36 |
Nov12 |
120323 |
1015.25 |
1036.50 |
1015.25 |
1025.75 |
+14.00 |
1,204 |
12,075 |
+479 |
Dec12 |
120323 |
1013.25 |
1038.50 |
1012.50 |
1023.00 |
+13.75 |
9,525 |
44,511 |
+155 |
Jan13 |
120323 |
1014.25 |
1036.25 |
1013.75 |
1020.50 |
+13.50 |
520 |
13,936 |
+3 |
Total Volume and Open Interest |
226,394 |
512,004 |
+3,234 |
Ethanol(CBOT) |
Mar12 |
120305 |
2.270 |
2.289 |
2.270 |
2.289 |
+0.029 |
25 |
151 |
-37 |
Apr12 |
120323 |
2.290 |
2.300 |
2.284 |
2.292 |
+0.009 |
94 |
612 |
-43 |
May12 |
120323 |
2.310 |
2.310 |
2.290 |
2.298 |
+0.008 |
158 |
1,432 |
+23 |
Jun12 |
120323 |
2.316 |
2.316 |
2.298 |
2.306 |
+0.006 |
58 |
768 |
+15 |
Jul12 |
120323 |
2.330 |
2.330 |
2.300 |
2.312 |
+0.007 |
94 |
1,901 |
+31 |
Aug12 |
120323 |
2.306 |
2.313 |
2.280 |
2.292 |
+0.005 |
32 |
1,315 |
-4 |
Sep12 |
120323 |
2.250 |
2.250 |
2.234 |
2.240 |
+0.004 |
76 |
1,239 |
-20 |
Oct12 |
120323 |
2.150 |
2.159 |
2.145 |
2.148 |
+0.008 |
196 |
1,005 |
-37 |
Total Volume and Open Interest |
1,044 |
11,132 |
+29 |
WTI Crude Oil(ICE) |
May12 |
120323 |
105.67 |
108.25 |
105.17 |
106.87 |
+1.52 |
47,931 |
58,372 |
-1,312 |
Jun12 |
120323 |
106.16 |
108.76 |
105.70 |
107.35 |
+1.51 |
21,073 |
57,838 |
+529 |
Jul12 |
120323 |
106.60 |
109.21 |
106.30 |
107.79 |
+1.50 |
10,679 |
30,921 |
+1,563 |
Aug12 |
120323 |
106.90 |
109.35 |
106.57 |
108.10 |
+1.49 |
5,231 |
14,597 |
+551 |
Sep12 |
120323 |
107.14 |
109.52 |
106.90 |
108.26 |
+1.48 |
3,710 |
19,878 |
+266 |
Oct12 |
120323 |
107.25 |
109.64 |
107.00 |
108.37 |
+1.48 |
2,703 |
12,730 |
-17 |
Nov12 |
120323 |
107.70 |
109.62 |
107.03 |
108.48 |
+1.48 |
2,468 |
7,693 |
+234 |
Dec12 |
120323 |
107.48 |
109.87 |
107.11 |
108.55 |
+1.46 |
9,379 |
65,083 |
+266 |
Jan13 |
120323 |
108.45 |
108.54 |
108.45 |
108.54 |
+1.45 |
513 |
5,612 |
-127 |
Feb13 |
120323 |
108.39 |
108.39 |
108.39 |
108.39 |
+1.43 |
270 |
2,319 |
+54 |
Mar13 |
120323 |
108.12 |
108.12 |
108.12 |
108.12 |
+1.40 |
124 |
3,898 |
+29 |
Apr13 |
120323 |
107.70 |
107.70 |
107.70 |
107.70 |
+1.36 |
9 |
626 |
-1 |
May13 |
120323 |
107.25 |
107.25 |
107.25 |
107.25 |
+1.32 |
107 |
676 |
+5 |
Jun13 |
120323 |
107.67 |
107.67 |
106.65 |
106.83 |
+1.30 |
700 |
16,551 |
+246 |
Jul13 |
120323 |
106.31 |
106.31 |
106.31 |
106.31 |
+1.27 |
10 |
251 |
+0 |
Aug13 |
120323 |
105.82 |
105.82 |
105.82 |
105.82 |
+1.23 |
19 |
950 |
+0 |
Total Volume and Open Interest |
107,239 |
394,192 |
+2,238 |
US Dollar Index(ICE) |
Jun12 |
120323 |
79.895 |
80.010 |
79.325 |
79.575 |
-0.423 |
15,861 |
59,463 |
-575 |
Sep12 |
120323 |
80.220 |
80.240 |
79.970 |
79.970 |
-0.423 |
6 |
514 |
+4 |
Dec12 |
120323 |
80.430 |
80.430 |
80.430 |
80.430 |
-0.423 |
|
|
|
Total Volume and Open Interest |
15,867 |
59,977 |
-571 |
Australian Dollar(CME) |
Jun12 |
120323 |
102.90 |
103.84 |
102.73 |
103.61 |
+0.85 |
146,062 |
153,579 |
-6,561 |
Sep12 |
120323 |
101.90 |
102.72 |
101.77 |
102.62 |
+0.85 |
260 |
284 |
+48 |
Dec12 |
120323 |
101.65 |
101.65 |
100.82 |
101.65 |
+0.83 |
1 |
8 |
-1 |
Total Volume and Open Interest |
146,323 |
153,873 |
-6,514 |
British Pound(CME) |
Jun12 |
120323 |
158.06 |
159.00 |
157.98 |
158.60 |
+0.51 |
91,058 |
137,157 |
-4,079 |
Sep12 |
120323 |
158.00 |
158.89 |
157.99 |
158.49 |
+0.50 |
2 |
125 |
-1 |
Dec12 |
120323 |
158.38 |
158.38 |
157.88 |
158.38 |
+0.50 |
0 |
42 |
+0 |
Total Volume and Open Interest |
91,060 |
137,331 |
-4,080 |
Canadian Dollar(CME) |
Jun12 |
120323 |
99.85 |
100.10 |
99.46 |
99.97 |
+0.20 |
65,070 |
121,333 |
+49 |
Sep12 |
120323 |
99.66 |
99.90 |
99.30 |
99.77 |
+0.21 |
55 |
2,401 |
+1 |
Dec12 |
120323 |
99.54 |
99.66 |
99.14 |
99.55 |
+0.20 |
115 |
3,388 |
+45 |
Mar13 |
120323 |
99.33 |
99.33 |
99.12 |
99.33 |
+0.21 |
13 |
89 |
+9 |
Total Volume and Open Interest |
65,352 |
127,379 |
+154 |
Japanese Yen(CME) |
Jun12 |
120323 |
121.21 |
122.10 |
120.65 |
121.32 |
+0.13 |
111,565 |
137,499 |
-2,095 |
Sep12 |
120323 |
121.12 |
122.05 |
120.92 |
121.45 |
+0.13 |
25 |
151 |
+12 |
Dec12 |
120323 |
121.63 |
121.63 |
121.50 |
121.63 |
+0.13 |
0 |
34 |
+0 |
Total Volume and Open Interest |
111,590 |
137,686 |
-2,083 |
Swiss Franc(CME) |
Jun12 |
120323 |
109.60 |
110.42 |
109.46 |
110.18 |
+0.72 |
40,112 |
42,293 |
-1,140 |
Sep12 |
120323 |
110.28 |
110.34 |
109.61 |
110.33 |
+0.72 |
1 |
182 |
+1 |
Dec12 |
120323 |
110.48 |
110.48 |
109.77 |
110.48 |
+0.71 |
0 |
2 |
+0 |
Total Volume and Open Interest |
40,113 |
42,477 |
-1,139 |
EuroFX(CME) |
Jun12 |
120323 |
132.06 |
133.00 |
131.96 |
132.70 |
+0.82 |
245,811 |
259,058 |
+1,173 |
Sep12 |
120323 |
132.21 |
132.93 |
131.96 |
132.77 |
+0.81 |
209 |
625 |
+29 |
Dec12 |
120323 |
133.00 |
133.00 |
132.05 |
132.85 |
+0.80 |
2 |
45 |
+1 |
Total Volume and Open Interest |
246,022 |
259,738 |
+1,203 |
Mexican Peso(CME) |
Apr12 |
120323 |
781.8 |
781.8 |
778.2 |
781.8 |
+3.5 |
|
|
|
May12 |
120323 |
779.8 |
779.8 |
776.2 |
779.8 |
+3.5 |
|
|
|
Total Volume and Open Interest |
88,679 |
175,216 |
+525 |
Brazilian Real(CME) |
Apr12 |
120323 |
547.60 |
551.40 |
547.30 |
550.45 |
+3.05 |
50 |
3,024 |
+0 |
May12 |
120323 |
546.50 |
547.05 |
544.30 |
546.50 |
+2.20 |
0 |
550 |
+0 |
Jun12 |
120323 |
540.65 |
543.40 |
540.65 |
542.50 |
+1.85 |
28 |
2,355 |
-4 |
Jul12 |
120323 |
539.25 |
540.35 |
537.40 |
539.25 |
+1.85 |
0 |
100 |
+0 |
Total Volume and Open Interest |
78 |
19,580 |
-4 |
30-Year T-Bonds(CBOT) |
Jun12 |
120323 |
137~010 |
138~040 |
136~240 |
137~260 |
+0~240 |
301,439 |
570,645 |
-2,518 |
Sep12 |
120323 |
136~200 |
136~290 |
136~010 |
136~250 |
+0~240 |
5 |
109 |
-1 |
Dec12 |
120323 |
135~250 |
135~250 |
135~010 |
135~250 |
+0~240 |
|
|
|
Total Volume and Open Interest |
301,444 |
570,754 |
-3,201 |
10-Year T-Notes(CBOT) |
Jun12 |
120323 |
128~215 |
129~095 |
128~180 |
129~015 |
+0~100 |
1,183,847 |
1,771,569 |
-6,897 |
Sep12 |
120323 |
127~275 |
127~275 |
127~175 |
127~275 |
+0~100 |
0 |
1 |
+0 |
Dec12 |
120323 |
127~005 |
127~005 |
126~225 |
127~005 |
+0~100 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,183,847 |
1,771,571 |
-15,161 |
5-Year T-Notes(CBOT) |
Mar12 |
120323 |
122~042 |
122~050 |
122~038 |
122~050 |
+0~018 |
3,479 |
31,955 |
-2,277 |
Jun12 |
120323 |
121~122 |
122~032 |
121~114 |
122~016 |
+0~018 |
524,752 |
1,380,965 |
+91 |
Sep12 |
120323 |
121~040 |
121~040 |
121~040 |
121~040 |
+0~018 |
|
|
|
Total Volume and Open Interest |
528,231 |
1,412,920 |
-2,186 |
2 Year T-Notes(CBOT) |
Mar12 |
120323 |
110~018 |
110~018 |
110~012 |
110~016 |
+0~004 |
5,377 |
27,851 |
-3,953 |
Jun12 |
120323 |
109~123 |
110~001 |
109~122 |
110~000 |
+0~004 |
175,570 |
823,777 |
+12,489 |
Sep12 |
120323 |
109~080 |
109~080 |
109~076 |
109~080 |
+0~004 |
|
|
|
Total Volume and Open Interest |
180,947 |
851,628 |
+8,536 |
Eurodollars(CME) |
Jun12 |
120323 |
99.510 |
99.530 |
99.510 |
99.525 |
+0.015 |
149,393 |
1,074,557 |
-8,133 |
Sep12 |
120323 |
99.485 |
99.505 |
99.485 |
99.495 |
+0.015 |
141,559 |
877,257 |
+12,790 |
Dec12 |
120323 |
99.440 |
99.460 |
99.435 |
99.455 |
+0.020 |
126,655 |
944,799 |
+7,712 |
Mar13 |
120323 |
99.390 |
99.420 |
99.385 |
99.410 |
+0.025 |
138,948 |
628,598 |
+12,188 |
Jun13 |
120323 |
99.320 |
99.355 |
99.315 |
99.345 |
+0.030 |
185,644 |
675,513 |
+15,033 |
Sep13 |
120323 |
99.235 |
99.275 |
99.225 |
99.260 |
+0.030 |
170,840 |
570,697 |
+12,008 |
Dec13 |
120323 |
99.130 |
99.175 |
99.120 |
99.160 |
+0.035 |
194,236 |
543,909 |
+9,621 |
Mar14 |
120323 |
99.025 |
99.070 |
99.010 |
99.055 |
+0.035 |
177,596 |
451,449 |
-2,972 |
Jun14 |
120323 |
98.885 |
98.940 |
98.870 |
98.920 |
+0.035 |
179,777 |
336,611 |
+16,900 |
Sep14 |
120323 |
98.725 |
98.790 |
98.710 |
98.765 |
+0.035 |
129,256 |
326,757 |
-1,324 |
Dec14 |
120323 |
98.535 |
98.610 |
98.520 |
98.580 |
+0.035 |
122,687 |
302,666 |
-3,678 |
Mar15 |
120323 |
98.350 |
98.435 |
98.335 |
98.395 |
+0.030 |
95,933 |
227,567 |
+1,506 |
Jun15 |
120323 |
6.410 |
6.495 |
6.390 |
6.450 |
+0.030 |
80,718 |
272,327 |
+1,455 |
Sep15 |
120323 |
6.220 |
6.315 |
6.205 |
6.265 |
+0.025 |
58,504 |
177,149 |
+6,714 |
Dec15 |
120323 |
6.045 |
6.135 |
6.025 |
6.085 |
+0.025 |
53,998 |
173,823 |
+9,355 |
Mar16 |
120323 |
5.890 |
5.990 |
5.875 |
5.935 |
+0.025 |
31,810 |
89,906 |
+2,301 |
Jun16 |
120323 |
5.735 |
5.835 |
5.720 |
5.775 |
+0.020 |
20,524 |
96,449 |
+934 |
Sep16 |
120323 |
5.585 |
5.680 |
5.570 |
5.620 |
+0.015 |
15,929 |
73,033 |
+2,239 |
Total Volume and Open Interest |
2,116,262 |
8,095,185 |
+98,698 |
30 Day Federal Funds(CBOT) |
Mar12 |
120323 |
99.872 |
99.872 |
99.868 |
99.870 |
unch |
1,782 |
59,151 |
+893 |
Apr12 |
120323 |
99.870 |
99.875 |
99.865 |
99.865 |
unch |
2,984 |
49,262 |
+876 |
May12 |
120323 |
99.865 |
99.870 |
99.860 |
99.865 |
unch |
4,364 |
53,068 |
+258 |
Jun12 |
120323 |
99.860 |
99.865 |
99.855 |
99.860 |
+0.005 |
2,725 |
40,217 |
+1,637 |
Jul12 |
120323 |
99.850 |
99.855 |
99.845 |
99.850 |
unch |
2,498 |
48,722 |
+473 |
Aug12 |
120323 |
99.845 |
99.850 |
99.840 |
99.840 |
unch |
1,297 |
37,357 |
+458 |
Total Volume and Open Interest |
29,117 |
559,570 |
+6,010 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120323 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.005 |
|
|
|
Sep12 |
120323 |
99.662 |
99.662 |
99.662 |
99.662 |
+0.005 |
|
|
|
Dec12 |
120323 |
99.660 |
99.660 |
99.660 |
99.660 |
+0.005 |
|
|
|
Mar13 |
120323 |
99.655 |
99.655 |
99.655 |
99.655 |
+0.005 |
|
|
|
Jun13 |
120323 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.005 |
|
|
|
Sep13 |
120323 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.005 |
|
|
|
Dec13 |
120323 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.005 |
|
|
|
Mar14 |
120323 |
99.500 |
99.500 |
99.500 |
99.500 |
+0.005 |
|
|
|
Jun14 |
120323 |
99.360 |
99.360 |
99.360 |
99.360 |
+0.005 |
|
|
|
Sep14 |
120323 |
99.220 |
99.220 |
99.220 |
99.220 |
+0.005 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun12 |
120323 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
2,671 |
+0 |
Sep12 |
120323 |
99.66 |
99.67 |
99.66 |
99.66 |
+0.00 |
1 |
693 |
+0 |
Dec12 |
120323 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.01 |
0 |
415 |
+0 |
Mar13 |
120323 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
10 |
81 |
+0 |
Jun13 |
120323 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
2 |
217 |
+1 |
Sep13 |
120323 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
0 |
325 |
+0 |
Dec13 |
120323 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
11 |
406 |
+11 |
Mar14 |
120323 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.00 |
|
|
|
Total Volume and Open Interest |
24 |
4,808 |
+12 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120323 |
141.67 |
141.70 |
141.55 |
141.56 |
-0.06 |
8,682 |
19,329 |
-119 |
Sep12 |
120323 |
140.96 |
140.96 |
140.96 |
140.96 |
-0.06 |
0 |
5 |
+0 |
Dec12 |
120323 |
138.87 |
138.87 |
138.87 |
138.87 |
-0.06 |
0 |
4 |
+0 |
Total Volume and Open Interest |
8,682 |
19,338 |
-119 |
Euro-Bund(EUREX) |
Jun12 |
120323 |
137.00 |
137.70 |
136.87 |
137.39 |
+0.30 |
879,764 |
799,081 |
-13,568 |
Sep12 |
120323 |
136.00 |
136.20 |
135.97 |
135.97 |
+0.33 |
995 |
1,051 |
+913 |
Dec12 |
120323 |
135.94 |
135.94 |
135.94 |
135.94 |
+0.30 |
|
|
|
Total Volume and Open Interest |
880,759 |
800,132 |
-12,655 |
Euro-Bobl(EUREX) |
Jun12 |
120323 |
123.40 |
123.77 |
123.35 |
123.57 |
+0.15 |
443,911 |
781,471 |
-1,855 |
Sep12 |
120323 |
123.53 |
123.53 |
123.53 |
123.53 |
+0.16 |
2 |
52 |
+1 |
Dec12 |
120323 |
123.52 |
123.52 |
123.52 |
123.52 |
+0.15 |
|
|
|
Total Volume and Open Interest |
443,913 |
781,523 |
-1,854 |
3-Mth Euribor(EUREX) |
Mar12 |
120319 |
99.150 |
99.158 |
99.150 |
99.158 |
+0.007 |
331 |
1,109 |
-331 |
Jun12 |
120323 |
99.360 |
99.360 |
99.360 |
99.360 |
+0.005 |
0 |
1,702 |
+0 |
Sep12 |
120323 |
99.355 |
99.355 |
99.355 |
99.355 |
unch |
102 |
1,348 |
-100 |
Total Volume and Open Interest |
206 |
5,923 |
-152 |
Long Gilt(LIFFE) |
Mar12 |
120323 |
114~21 |
115~16 |
114~17 |
115~04 |
+0~11 |
792 |
11,967 |
-836 |
Jun12 |
120323 |
112~27 |
113~32 |
112~26 |
113~15 |
+0~15 |
146,069 |
261,721 |
-945 |
Total Volume and Open Interest |
146,861 |
273,688 |
-1,781 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120323 |
99.05 |
99.06 |
99.04 |
99.04 |
-0.01 |
74,880 |
261,318 |
-996 |
Sep12 |
120323 |
99.06 |
99.08 |
99.05 |
99.07 |
+0.01 |
66,516 |
280,880 |
-1,716 |
Dec12 |
120323 |
99.04 |
99.06 |
99.02 |
99.05 |
+0.01 |
56,185 |
250,875 |
-6,275 |
Mar13 |
120323 |
99.00 |
99.03 |
98.98 |
99.02 |
+0.02 |
78,304 |
239,945 |
-16,480 |
Jun13 |
120323 |
98.93 |
98.97 |
98.92 |
98.95 |
+0.02 |
65,923 |
206,618 |
+4,217 |
Sep13 |
120323 |
98.85 |
98.89 |
98.85 |
98.87 |
+0.02 |
58,141 |
169,192 |
+1,095 |
Total Volume and Open Interest |
541,905 |
1,854,056 |
-269,382 |
3-Mth Euribor(LIFFE) |
Jun12 |
120323 |
99.350 |
99.370 |
99.350 |
99.360 |
+0.005 |
130,104 |
519,577 |
+712 |
Sep12 |
120323 |
99.350 |
99.370 |
99.345 |
99.355 |
unch |
162,666 |
508,730 |
+13,652 |
Dec12 |
120323 |
99.310 |
99.335 |
99.300 |
99.315 |
+0.005 |
139,879 |
382,305 |
+1,380 |
Total Volume and Open Interest |
1,025,807 |
3,033,004 |
+6,290 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120323 |
95.76 |
95.78 |
95.74 |
95.77 |
+0.01 |
23,963 |
187,709 |
-6,242 |
Sep12 |
120323 |
95.85 |
95.90 |
95.84 |
95.89 |
+0.04 |
25,783 |
161,881 |
+1,803 |
Dec12 |
120323 |
95.90 |
95.96 |
95.88 |
95.94 |
+0.05 |
10,436 |
92,079 |
+103 |
Mar13 |
120323 |
95.88 |
95.95 |
95.88 |
95.93 |
+0.05 |
3,334 |
56,840 |
-900 |
Jun13 |
120323 |
95.82 |
95.88 |
95.82 |
95.87 |
+0.05 |
1,537 |
52,908 |
-232 |
Sep13 |
120323 |
95.76 |
95.81 |
95.74 |
95.80 |
+0.05 |
818 |
37,542 |
-362 |
Dec13 |
120323 |
95.66 |
95.74 |
95.66 |
95.71 |
+0.05 |
720 |
25,429 |
-697 |
Mar14 |
120323 |
95.62 |
95.68 |
95.62 |
95.64 |
+0.03 |
181 |
15,556 |
+127 |
Jun14 |
120323 |
95.57 |
95.60 |
95.55 |
95.57 |
+0.04 |
41 |
1,042 |
+26 |
Sep14 |
120323 |
95.49 |
95.52 |
95.49 |
95.50 |
+0.04 |
40 |
501 |
+40 |
Total Volume and Open Interest |
66,913 |
631,849 |
-6,274 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120323 |
95.73 |
95.80 |
95.72 |
95.76 |
+0.03 |
72,532 |
349,055 |
+4,595 |
Sep12 |
120323 |
95.76 |
95.76 |
95.76 |
95.76 |
+0.03 |
|
|
|
Total Volume and Open Interest |
72,532 |
349,055 |
+4,595 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120323 |
96.30 |
96.38 |
96.28 |
96.33 |
+0.03 |
186,223 |
384,817 |
+20,524 |
Sep12 |
120323 |
96.33 |
96.33 |
96.33 |
96.33 |
+0.03 |
|
|
|
Total Volume and Open Interest |
186,223 |
384,817 |
+20,524 |
Gold(CMX) |
Apr12 |
120323 |
1644.1 |
1666.3 |
1641.5 |
1662.4 |
+19.9 |
139,650 |
144,646 |
-2,088 |
Jun12 |
120323 |
1646.6 |
1668.7 |
1644.1 |
1664.9 |
+20.0 |
18,715 |
135,070 |
+7,600 |
Aug12 |
120323 |
1651.8 |
1670.6 |
1648.5 |
1667.3 |
+20.1 |
2,129 |
32,102 |
+735 |
Oct12 |
120323 |
1652.0 |
1673.0 |
1651.0 |
1669.4 |
+20.1 |
59 |
12,558 |
+17 |
Dec12 |
120323 |
1653.9 |
1675.0 |
1652.0 |
1671.5 |
+20.1 |
2,171 |
29,775 |
+172 |
Feb13 |
120323 |
1657.9 |
1675.0 |
1657.9 |
1673.7 |
+20.2 |
82 |
16,494 |
-23 |
Apr13 |
120323 |
1678.0 |
1678.0 |
1675.7 |
1675.7 |
+20.2 |
780 |
8,261 |
+565 |
Jun13 |
120323 |
1678.2 |
1678.2 |
1678.2 |
1678.2 |
+20.3 |
1,030 |
8,855 |
-970 |
Aug13 |
120323 |
1677.0 |
1681.1 |
1677.0 |
1681.1 |
+20.3 |
0 |
255 |
+0 |
Oct13 |
120323 |
1684.2 |
1684.2 |
1684.2 |
1684.2 |
+20.4 |
|
|
|
Dec13 |
120323 |
1688.5 |
1688.5 |
1687.5 |
1687.5 |
+20.5 |
2,345 |
8,954 |
-1,915 |
Total Volume and Open Interest |
167,995 |
435,225 |
+4,186 |
Silver(CMX) |
Mar12 |
120323 |
3150.0 |
3224.8 |
3150.0 |
3224.8 |
+92.9 |
23 |
322 |
+12 |
May12 |
120323 |
3154.5 |
3230.0 |
3143.5 |
3227.2 |
+92.7 |
36,604 |
53,694 |
-1,475 |
Jul12 |
120323 |
3163.5 |
3232.7 |
3153.0 |
3232.7 |
+93.2 |
2,374 |
14,654 |
+636 |
Sep12 |
120323 |
3168.5 |
3238.0 |
3154.5 |
3237.3 |
+93.4 |
1,033 |
6,129 |
-94 |
Dec12 |
120323 |
3179.5 |
3244.5 |
3160.0 |
3242.4 |
+93.6 |
607 |
15,860 |
+200 |
Mar13 |
120323 |
3223.0 |
3244.1 |
3223.0 |
3244.1 |
+93.6 |
117 |
2,370 |
+29 |
May13 |
120323 |
3244.6 |
3244.6 |
3244.6 |
3244.6 |
+93.6 |
13 |
1,285 |
+8 |
Total Volume and Open Interest |
41,407 |
110,948 |
-474 |
Platinum(NYMEX) |
Apr12 |
120323 |
1617.6 |
1638.5 |
1613.5 |
1627.9 |
+15.8 |
8,760 |
21,585 |
-1,149 |
Jul12 |
120323 |
1619.7 |
1641.4 |
1618.8 |
1631.8 |
+15.2 |
3,302 |
22,547 |
+2,521 |
Oct12 |
120323 |
1637.2 |
1639.0 |
1626.9 |
1635.4 |
+15.3 |
25 |
755 |
+20 |
Jan13 |
120323 |
1638.1 |
1638.1 |
1638.1 |
1638.1 |
+15.0 |
0 |
7 |
+0 |
Total Volume and Open Interest |
12,087 |
44,894 |
+1,391 |
Palladium(NYMEX) |
Mar12 |
120323 |
659.60 |
659.65 |
658.40 |
658.40 |
+8.85 |
2 |
32 |
-1 |
Jun12 |
120323 |
653.00 |
664.90 |
653.00 |
659.90 |
+8.85 |
3,118 |
21,064 |
-75 |
Sep12 |
120323 |
656.95 |
661.35 |
656.95 |
661.35 |
+8.85 |
12 |
452 |
+4 |
Total Volume and Open Interest |
3,140 |
21,585 |
-71 |
Copper(CMX) |
Mar12 |
120323 |
379.90 |
382.40 |
376.75 |
380.95 |
+4.20 |
594 |
1,707 |
-140 |
May12 |
120323 |
377.30 |
382.50 |
376.25 |
380.85 |
+4.30 |
37,837 |
84,646 |
-398 |
Jul12 |
120323 |
378.00 |
383.25 |
377.25 |
381.70 |
+4.30 |
4,018 |
27,423 |
+1,373 |
Sep12 |
120323 |
380.20 |
383.50 |
380.20 |
382.55 |
+4.30 |
823 |
19,076 |
+135 |
Dec12 |
120323 |
384.00 |
384.00 |
383.30 |
383.45 |
+4.35 |
545 |
9,833 |
+138 |
Total Volume and Open Interest |
44,555 |
155,689 |
+1,295 |
DJIA Index(CBOT) |
Jun12 |
120323 |
13005 |
13038 |
12940 |
13032 |
+31 |
76 |
11,021 |
-4 |
Sep12 |
120323 |
12971 |
12971 |
12940 |
12971 |
+31 |
0 |
2 |
+0 |
Dec12 |
120323 |
12890 |
12890 |
12859 |
12890 |
+31 |
0 |
1 |
+0 |
Mar13 |
120323 |
12823 |
12823 |
12792 |
12823 |
+31 |
|
|
|
Total Volume and Open Interest |
76 |
11,024 |
-4 |
E-mini DJIA Index(CBOT) |
Mar12 |
120316 |
13233 |
13302 |
13226 |
13302 |
+64 |
25,062 |
50,291 |
-5,458 |
Jun12 |
120323 |
13002 |
13041 |
12932 |
13032 |
+31 |
100,580 |
105,364 |
-876 |
Sep12 |
120323 |
12916 |
12971 |
12889 |
12971 |
+31 |
7 |
151 |
+4 |
Dec12 |
120323 |
12890 |
12890 |
12890 |
12890 |
+31 |
0 |
23 |
+0 |
Total Volume and Open Interest |
100,587 |
105,538 |
-872 |
S & P 500(CME) |
Jun12 |
120323 |
1389.10 |
1395.30 |
1381.00 |
1394.10 |
+5.20 |
8,627 |
222,321 |
+2,001 |
Sep12 |
120323 |
1387.90 |
1387.90 |
1374.60 |
1387.90 |
+5.30 |
200 |
1,284 |
+0 |
Dec12 |
120323 |
1381.50 |
1381.50 |
1368.20 |
1381.50 |
+5.30 |
100 |
763 |
+100 |
Mar13 |
120323 |
1375.50 |
1375.50 |
1362.20 |
1375.50 |
+5.30 |
|
|
|
Total Volume and Open Interest |
8,927 |
224,368 |
+2,101 |
S & P 500 E-Mini(Globex) |
Jun12 |
120323 |
1389.00 |
1395.25 |
1380.75 |
1394.00 |
+5.00 |
1,533,579 |
2,699,169 |
+6,376 |
Sep12 |
120323 |
1383.00 |
1388.50 |
1375.25 |
1388.00 |
+5.50 |
1,792 |
2,873 |
+1,541 |
Total Volume and Open Interest |
1,535,715 |
2,702,562 |
+8,247 |
NASDAQ 100(CME) |
Jun12 |
120323 |
2730.00 |
2746.30 |
2711.00 |
2728.80 |
-2.50 |
2,122 |
10,552 |
+1,557 |
Sep12 |
120323 |
2714.00 |
2723.80 |
2705.00 |
2723.80 |
-2.50 |
0 |
1 |
+0 |
Dec12 |
120323 |
2718.30 |
2718.30 |
2717.80 |
2718.30 |
-2.50 |
|
|
|
Total Volume and Open Interest |
2,122 |
10,553 |
+1,557 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120323 |
2732.50 |
2746.50 |
2710.80 |
2728.80 |
-2.50 |
210,535 |
436,553 |
-5,096 |
Sep12 |
120323 |
2731.50 |
2740.00 |
2712.80 |
2723.80 |
-2.50 |
5 |
36 |
+1 |
Total Volume and Open Interest |
210,541 |
436,607 |
-5,094 |
S & P Midcap 400(CME) |
Jun12 |
120323 |
990.70 |
990.70 |
976.00 |
990.70 |
+8.50 |
555 |
814 |
+555 |
Sep12 |
120323 |
987.90 |
987.90 |
987.90 |
987.90 |
+8.50 |
|
|
|
Dec12 |
120323 |
985.90 |
985.90 |
985.90 |
985.90 |
+8.50 |
|
|
|
Total Volume and Open Interest |
555 |
814 |
+555 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120323 |
9960 |
9985 |
9870 |
9960 |
unch |
3,795 |
64,869 |
+19,959 |
Sep12 |
120323 |
9975 |
9975 |
9975 |
9975 |
unch |
|
|
|
Total Volume and Open Interest |
3,795 |
64,869 |
+19,959 |
Nikkei 225(SGX) |
Jun12 |
120323 |
10045 |
10055 |
9915 |
9940 |
-95 |
76,995 |
240,172 |
+5,751 |
Sep12 |
120323 |
9940 |
9940 |
9940 |
9940 |
-95 |
132 |
1,276 |
-1 |
Dec12 |
120323 |
9880 |
9880 |
9880 |
9880 |
-100 |
0 |
5,902 |
+0 |
Total Volume and Open Interest |
77,412 |
258,758 |
+5,763 |
CAC 40(EURONEXT) |
Apr12 |
120323 |
3475.5 |
3490.0 |
3430.5 |
3477.5 |
+6.0 |
104,523 |
351,848 |
-1,484 |
May12 |
120323 |
3420.5 |
3432.5 |
3374.0 |
3420.5 |
+6.0 |
89 |
3,102 |
+26 |
Jun12 |
120323 |
3390.5 |
3395.0 |
3349.5 |
3393.0 |
+6.0 |
486 |
28,993 |
-7,431 |
Total Volume and Open Interest |
105,098 |
384,059 |
-8,889 |
Hang Seng Index(HKFE) |
Mar12 |
120323 |
20777 |
20782 |
20575 |
20614 |
-261 |
91,123 |
95,417 |
-903 |
Apr12 |
120323 |
20725 |
20769 |
20575 |
20612 |
-268 |
1,555 |
9,635 |
+754 |
Total Volume and Open Interest |
92,937 |
110,998 |
-145 |
DAX(EUREX) |
Mar12 |
120316 |
7150.0 |
7196.5 |
7142.5 |
7193.0 |
+47.0 |
223,147 |
80,206 |
-30,186 |
Jun12 |
120323 |
7002.0 |
7042.0 |
6921.0 |
7017.0 |
+20.5 |
128,920 |
156,820 |
-2,851 |
Sep12 |
120323 |
7012.5 |
7045.5 |
6931.5 |
7026.0 |
+20.5 |
114 |
3,129 |
+5 |
Total Volume and Open Interest |
129,069 |
159,980 |
-2,815 |
FT-SE 100(EURONEXT) |
Jun12 |
120323 |
5812.00 |
5829.00 |
5752.50 |
5818.00 |
+24.50 |
112,392 |
634,497 |
-1,013 |
Sep12 |
120323 |
5774.00 |
5777.50 |
5730.00 |
5777.50 |
+24.50 |
1 |
525 |
+0 |
Dec12 |
120323 |
5753.00 |
5753.00 |
5753.00 |
5753.00 |
+24.50 |
45 |
47 |
+0 |
Total Volume and Open Interest |
112,438 |
635,069 |
-1,013 |
SPI 200(SFE) |
Mar12 |
120315 |
4288.0 |
4295.0 |
4258.0 |
4283.0 |
-10.0 |
97,969 |
170,192 |
-55,104 |
Jun12 |
120323 |
4291.0 |
4294.0 |
4240.0 |
4285.0 |
-10.0 |
29,627 |
190,781 |
+707 |
Sep12 |
120323 |
4218.0 |
4254.0 |
4218.0 |
4253.0 |
-11.0 |
39 |
2,018 |
+4 |
Total Volume and Open Interest |
29,952 |
196,195 |
+813 |
GSCI(CME) |
Apr12 |
120323 |
699.00 |
708.50 |
697.50 |
703.25 |
+8.00 |
396 |
10,082 |
-215 |
May12 |
120323 |
699.75 |
709.25 |
698.25 |
704.00 |
+8.00 |
0 |
79 |
+0 |
Jun12 |
120323 |
704.50 |
710.50 |
696.95 |
704.50 |
+7.50 |
|
|
|
Total Volume and Open Interest |
396 |
10,161 |
-215 |
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. |
|
|