|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue March 27, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120327 |
1379.75 |
1387.25 |
1368.75 |
1369.75 |
-9.75 |
93,950 |
252,422 |
+2,790 |
Jul12 |
120327 |
1384.00 |
1391.25 |
1375.00 |
1376.25 |
-8.00 |
43,674 |
142,669 |
+3,539 |
Aug12 |
120327 |
1374.75 |
1380.25 |
1366.25 |
1367.50 |
-5.50 |
1,284 |
6,793 |
+121 |
Sep12 |
120327 |
1350.25 |
1355.75 |
1344.50 |
1346.00 |
-3.50 |
853 |
6,145 |
+0 |
Nov12 |
120327 |
1328.25 |
1335.00 |
1325.00 |
1327.75 |
-1.75 |
25,305 |
164,178 |
+4,120 |
Jan13 |
120327 |
1326.75 |
1333.50 |
1324.25 |
1327.75 |
-0.50 |
2,947 |
27,177 |
+462 |
Mar13 |
120327 |
1315.00 |
1320.25 |
1311.75 |
1314.75 |
-0.25 |
4,730 |
28,877 |
+1,605 |
May13 |
120327 |
1302.50 |
1306.75 |
1299.00 |
1301.00 |
-1.50 |
3,439 |
13,609 |
+676 |
Jul13 |
120327 |
1303.50 |
1307.50 |
1299.00 |
1301.00 |
-2.00 |
1,169 |
11,586 |
+194 |
Aug13 |
120327 |
1288.50 |
1288.50 |
1288.50 |
1288.50 |
unch |
0 |
80 |
+0 |
Sep13 |
120327 |
1260.50 |
1260.50 |
1260.50 |
1260.50 |
unch |
0 |
112 |
+0 |
Nov13 |
120327 |
1238.00 |
1238.75 |
1228.75 |
1235.75 |
+0.25 |
864 |
7,514 |
+397 |
Jan14 |
120327 |
1242.75 |
1243.00 |
1242.75 |
1242.75 |
-0.25 |
5 |
129 |
+1 |
Mar14 |
120327 |
1242.75 |
1243.00 |
1242.75 |
1242.75 |
-0.25 |
1 |
3 |
+1 |
Total Volume and Open Interest |
178,236 |
661,775 |
+13,902 |
Soybean Meal(CBOT) |
May12 |
120327 |
377.40 |
379.70 |
374.00 |
376.00 |
-1.90 |
39,551 |
128,626 |
+2,077 |
Jul12 |
120327 |
377.80 |
379.90 |
374.80 |
376.80 |
-1.60 |
15,835 |
43,702 |
-1,286 |
Aug12 |
120327 |
374.30 |
374.30 |
371.50 |
373.00 |
-1.30 |
646 |
8,340 |
+50 |
Sep12 |
120327 |
367.00 |
368.50 |
364.60 |
366.40 |
-1.10 |
757 |
8,109 |
+147 |
Oct12 |
120327 |
356.40 |
357.50 |
354.70 |
357.50 |
+0.10 |
344 |
5,325 |
+79 |
Dec12 |
120327 |
355.30 |
357.20 |
353.70 |
356.80 |
+0.80 |
5,025 |
30,245 |
+490 |
Jan13 |
120327 |
353.30 |
353.80 |
352.90 |
353.80 |
+0.90 |
79 |
3,766 |
+14 |
Mar13 |
120327 |
348.50 |
349.50 |
347.50 |
349.50 |
+1.00 |
306 |
5,133 |
+57 |
May13 |
120327 |
341.80 |
343.20 |
340.00 |
343.20 |
+1.10 |
13 |
2,881 |
+3 |
Jul13 |
120327 |
340.00 |
342.20 |
340.00 |
342.20 |
+1.00 |
2 |
1,510 |
+0 |
Total Volume and Open Interest |
62,780 |
240,542 |
+1,755 |
Soybean Oil(CBOT) |
May12 |
120327 |
55.37 |
55.59 |
55.00 |
55.10 |
-0.33 |
69,830 |
160,066 |
+556 |
Jul12 |
120327 |
55.75 |
55.99 |
55.43 |
55.52 |
-0.31 |
36,177 |
88,994 |
+5,002 |
Aug12 |
120327 |
55.94 |
56.08 |
55.62 |
55.70 |
-0.29 |
1,354 |
11,333 |
+82 |
Sep12 |
120327 |
56.06 |
56.28 |
55.80 |
55.86 |
-0.29 |
1,973 |
9,293 |
+467 |
Oct12 |
120327 |
56.25 |
56.25 |
55.93 |
55.95 |
-0.28 |
585 |
8,001 |
+203 |
Dec12 |
120327 |
56.37 |
56.61 |
56.10 |
56.20 |
-0.27 |
9,405 |
61,592 |
+581 |
Jan13 |
120327 |
56.39 |
56.55 |
56.30 |
56.30 |
-0.24 |
292 |
2,546 |
+223 |
Mar13 |
120327 |
56.62 |
56.62 |
56.32 |
56.38 |
-0.21 |
1,596 |
5,485 |
+449 |
May13 |
120327 |
56.61 |
56.61 |
56.30 |
56.38 |
-0.21 |
238 |
2,269 |
+174 |
Jul13 |
120327 |
56.58 |
56.66 |
56.37 |
56.42 |
-0.24 |
46 |
3,553 |
+13 |
Total Volume and Open Interest |
121,796 |
356,920 |
+7,888 |
Canola(WCE) |
May12 |
120327 |
607.7 |
611.0 |
606.4 |
606.9 |
-1.2 |
10,861 |
84,766 |
-2,349 |
Jul12 |
120327 |
605.0 |
608.6 |
604.3 |
604.9 |
-1.0 |
6,277 |
39,278 |
+202 |
Nov12 |
120327 |
563.3 |
566.6 |
562.1 |
562.4 |
-2.3 |
5,159 |
66,149 |
+47 |
Jan13 |
120327 |
568.2 |
570.0 |
566.4 |
566.4 |
-2.5 |
1,194 |
9,197 |
+345 |
Mar13 |
120327 |
572.5 |
573.2 |
569.6 |
569.6 |
-3.0 |
784 |
4,687 |
+653 |
Total Volume and Open Interest |
24,752 |
207,049 |
-671 |
Corn(CBOT) |
May12 |
120327 |
638.00 |
644.50 |
630.50 |
630.75 |
-7.00 |
102,994 |
472,839 |
-11,322 |
Jul12 |
120327 |
636.75 |
642.75 |
629.75 |
630.75 |
-5.25 |
35,028 |
300,882 |
+4,729 |
Sep12 |
120327 |
577.00 |
580.00 |
573.00 |
574.50 |
-2.00 |
15,351 |
138,049 |
+614 |
Dec12 |
120327 |
553.00 |
556.50 |
549.50 |
550.25 |
-3.00 |
24,236 |
319,127 |
+3,395 |
Mar13 |
120327 |
563.00 |
566.50 |
559.00 |
560.50 |
-3.00 |
2,060 |
50,100 |
+317 |
May13 |
120327 |
570.50 |
572.50 |
567.25 |
567.25 |
-5.00 |
453 |
4,810 |
+226 |
Jul13 |
120327 |
574.00 |
576.75 |
570.50 |
571.50 |
-3.25 |
309 |
7,412 |
+99 |
Sep13 |
120327 |
549.00 |
550.00 |
546.00 |
546.00 |
-3.75 |
34 |
1,083 |
+9 |
Dec13 |
120327 |
543.00 |
548.50 |
542.00 |
542.50 |
-2.25 |
759 |
21,445 |
+222 |
Mar14 |
120327 |
556.00 |
557.00 |
553.25 |
553.25 |
-2.50 |
5 |
490 |
+3 |
Total Volume and Open Interest |
181,237 |
1,319,571 |
-1,705 |
Wheat(CBOT) |
May12 |
120327 |
659.50 |
663.50 |
638.75 |
639.75 |
-19.75 |
44,314 |
183,952 |
-1,810 |
Jul12 |
120327 |
670.00 |
674.50 |
651.75 |
652.75 |
-17.50 |
19,569 |
113,888 |
+1,982 |
Sep12 |
120327 |
685.00 |
689.50 |
668.75 |
669.50 |
-15.50 |
4,189 |
54,524 |
-142 |
Dec12 |
120327 |
703.75 |
708.75 |
689.00 |
690.00 |
-14.50 |
5,854 |
73,098 |
-78 |
Mar13 |
120327 |
717.25 |
723.00 |
704.25 |
705.25 |
-12.50 |
509 |
12,424 |
+68 |
May13 |
120327 |
715.00 |
725.25 |
712.75 |
712.75 |
-12.50 |
56 |
787 |
+20 |
Total Volume and Open Interest |
74,907 |
447,523 |
+219 |
Wheat(KCBT) |
May12 |
120327 |
699.00 |
701.75 |
677.50 |
679.00 |
-20.00 |
7,411 |
42,489 |
-306 |
Jul12 |
120327 |
706.75 |
710.00 |
687.25 |
688.50 |
-19.25 |
3,527 |
59,528 |
-265 |
Sep12 |
120327 |
719.50 |
721.50 |
701.00 |
702.00 |
-19.00 |
521 |
13,135 |
+83 |
Dec12 |
120327 |
740.75 |
743.00 |
721.50 |
722.50 |
-18.25 |
730 |
17,307 |
+294 |
Mar13 |
120327 |
751.50 |
757.00 |
735.50 |
735.50 |
-17.50 |
26 |
768 |
+19 |
May13 |
120327 |
742.00 |
742.00 |
738.50 |
738.50 |
-17.50 |
0 |
62 |
+0 |
Total Volume and Open Interest |
12,227 |
133,854 |
-163 |
Wheat(MGE) |
May12 |
120327 |
820.75 |
826.75 |
803.75 |
806.25 |
-15.75 |
1,133 |
11,852 |
-134 |
Jul12 |
120327 |
815.00 |
820.25 |
800.25 |
802.50 |
-14.25 |
288 |
9,738 |
+13 |
Sep12 |
120327 |
798.00 |
802.00 |
784.00 |
787.00 |
-12.00 |
343 |
9,843 |
-104 |
Dec12 |
120327 |
801.50 |
805.00 |
787.75 |
789.50 |
-11.75 |
234 |
5,667 |
+27 |
Mar13 |
120327 |
810.00 |
810.00 |
794.25 |
794.25 |
-13.00 |
21 |
543 |
+6 |
Total Volume and Open Interest |
2,019 |
37,653 |
-192 |
Oats(CBOT) |
May12 |
120327 |
332.00 |
341.00 |
331.00 |
340.00 |
+7.25 |
291 |
6,117 |
+20 |
Jul12 |
120327 |
328.00 |
334.50 |
326.75 |
333.75 |
+6.75 |
62 |
2,066 |
+15 |
Sep12 |
120327 |
332.25 |
332.75 |
328.25 |
332.75 |
+4.50 |
18 |
240 |
-1 |
Dec12 |
120327 |
336.00 |
341.00 |
335.25 |
340.00 |
+4.75 |
196 |
2,097 |
+112 |
Total Volume and Open Interest |
567 |
10,526 |
+146 |
Rough Rice(CBOT) |
May12 |
120327 |
14.77 |
15.27 |
14.69 |
15.10 |
+0.29 |
1,174 |
11,365 |
-188 |
Jul12 |
120327 |
15.05 |
15.52 |
15.00 |
15.36 |
+0.29 |
355 |
2,242 |
+227 |
Sep12 |
120327 |
15.32 |
15.74 |
15.31 |
15.59 |
+0.28 |
67 |
1,125 |
+34 |
Nov12 |
120327 |
15.80 |
15.98 |
15.55 |
15.85 |
+0.30 |
2 |
81 |
-2 |
Total Volume and Open Interest |
1,598 |
14,813 |
+71 |
Live Cattle(CME) |
Apr12 |
120327 |
124.550 |
126.100 |
124.285 |
125.600 |
+1.050 |
21,880 |
53,593 |
-5,441 |
Jun12 |
120327 |
121.100 |
122.680 |
120.785 |
121.980 |
+0.880 |
29,774 |
144,454 |
+2,567 |
Aug12 |
120327 |
123.350 |
124.750 |
122.930 |
124.330 |
+1.195 |
11,122 |
78,601 |
+1,565 |
Oct12 |
120327 |
128.700 |
130.000 |
128.380 |
129.485 |
+0.835 |
6,710 |
42,017 |
+1,149 |
Dec12 |
120327 |
130.075 |
131.535 |
129.750 |
131.035 |
+0.960 |
3,846 |
22,476 |
-359 |
Feb13 |
120327 |
130.700 |
132.000 |
130.450 |
131.800 |
+1.050 |
404 |
6,920 |
+56 |
Total Volume and Open Interest |
73,867 |
351,548 |
-466 |
Feeder Cattle(CME) |
Mar12 |
120327 |
153.650 |
154.000 |
153.535 |
153.825 |
+0.175 |
1,335 |
2,715 |
-511 |
Apr12 |
120327 |
153.035 |
154.800 |
152.825 |
154.035 |
+1.485 |
2,422 |
9,970 |
+12 |
May12 |
120327 |
153.985 |
155.900 |
153.850 |
155.075 |
+1.340 |
2,645 |
17,194 |
-46 |
Aug12 |
120327 |
156.285 |
158.250 |
156.130 |
157.550 |
+1.450 |
2,415 |
14,207 |
+141 |
Sep12 |
120327 |
156.750 |
158.600 |
156.650 |
158.285 |
+1.585 |
401 |
2,953 |
+33 |
Oct12 |
120327 |
156.950 |
158.750 |
156.735 |
158.575 |
+1.775 |
85 |
1,504 |
+27 |
Nov12 |
120327 |
156.900 |
158.500 |
156.900 |
158.500 |
+1.850 |
74 |
916 |
-7 |
Total Volume and Open Interest |
9,381 |
49,715 |
-352 |
Lean Hogs(CME) |
Apr12 |
120327 |
84.900 |
85.480 |
84.480 |
84.800 |
-0.085 |
7,306 |
31,380 |
-1,917 |
May12 |
120327 |
93.700 |
94.600 |
93.450 |
94.480 |
+0.580 |
353 |
2,855 |
-47 |
Jun12 |
120327 |
92.930 |
94.100 |
92.650 |
93.730 |
+0.830 |
16,787 |
101,676 |
+1,579 |
Jul12 |
120327 |
92.950 |
94.080 |
92.650 |
93.750 |
+1.000 |
6,054 |
26,700 |
-188 |
Aug12 |
120327 |
93.750 |
94.830 |
93.480 |
94.450 |
+0.815 |
5,866 |
38,669 |
+1,273 |
Oct12 |
120327 |
85.035 |
86.100 |
84.930 |
85.750 |
+0.500 |
2,254 |
32,219 |
+34 |
Dec12 |
120327 |
81.650 |
82.450 |
81.650 |
82.080 |
+0.180 |
990 |
22,025 |
-129 |
Feb13 |
120327 |
82.480 |
83.350 |
82.480 |
83.200 |
+0.700 |
110 |
6,905 |
-16 |
Total Volume and Open Interest |
39,828 |
268,697 |
+608 |
Class III Milk(CME) |
Mar12 |
120327 |
15.65 |
15.67 |
15.64 |
15.64 |
unch |
65 |
6,011 |
+15 |
Apr12 |
120327 |
15.60 |
15.72 |
15.37 |
15.40 |
-0.21 |
627 |
4,869 |
-12 |
May12 |
120327 |
15.35 |
15.50 |
15.07 |
15.10 |
-0.24 |
955 |
4,230 |
+29 |
Jun12 |
120327 |
15.60 |
15.84 |
15.45 |
15.47 |
-0.13 |
316 |
3,538 |
+60 |
Jul12 |
120327 |
16.10 |
16.25 |
15.90 |
16.02 |
-0.10 |
77 |
2,590 |
+14 |
Total Volume and Open Interest |
2,274 |
32,336 |
+201 |
Cocoa(ICE) |
May12 |
120327 |
2329 |
2384 |
2321 |
2356 |
+25 |
13,069 |
64,035 |
+975 |
Jul12 |
120327 |
2366 |
2408 |
2347 |
2382 |
+24 |
6,344 |
37,061 |
+1,239 |
Sep12 |
120327 |
2390 |
2413 |
2361 |
2389 |
+23 |
1,398 |
21,435 |
+600 |
Dec12 |
120327 |
2397 |
2419 |
2368 |
2397 |
+23 |
732 |
22,401 |
+85 |
Mar13 |
120327 |
2400 |
2423 |
2375 |
2398 |
+20 |
797 |
21,277 |
+186 |
May13 |
120327 |
2417 |
2433 |
2404 |
2410 |
+18 |
68 |
3,981 |
+4 |
Jul13 |
120327 |
2421 |
2421 |
2421 |
2421 |
+19 |
47 |
1,180 |
-22 |
Total Volume and Open Interest |
22,459 |
172,423 |
+3,070 |
Coffee "C"(ICE) |
May12 |
120327 |
178.80 |
187.65 |
178.80 |
187.35 |
+8.55 |
12,203 |
77,820 |
-491 |
Jul12 |
120327 |
181.05 |
190.05 |
181.05 |
189.85 |
+8.45 |
5,234 |
32,911 |
+127 |
Sep12 |
120327 |
184.25 |
192.80 |
184.25 |
192.50 |
+8.30 |
1,909 |
26,096 |
+590 |
Dec12 |
120327 |
188.10 |
196.55 |
188.10 |
196.30 |
+8.10 |
699 |
13,299 |
+124 |
Mar13 |
120327 |
192.00 |
200.45 |
192.00 |
200.20 |
+8.05 |
332 |
4,590 |
+71 |
May13 |
120327 |
195.40 |
203.05 |
195.40 |
202.90 |
+8.05 |
49 |
2,053 |
+34 |
Total Volume and Open Interest |
20,573 |
158,545 |
+464 |
Orange Juice(ICE) |
May12 |
120327 |
170.00 |
170.50 |
167.05 |
167.20 |
-0.95 |
624 |
16,501 |
-134 |
Jul12 |
120327 |
163.80 |
165.85 |
163.05 |
163.55 |
-0.65 |
121 |
1,930 |
+52 |
Sep12 |
120327 |
163.20 |
163.20 |
161.50 |
161.50 |
-0.70 |
40 |
1,103 |
+12 |
Nov12 |
120327 |
157.75 |
157.75 |
156.35 |
156.35 |
-1.00 |
41 |
926 |
+36 |
Jan13 |
120327 |
155.20 |
155.20 |
155.20 |
155.20 |
-1.50 |
41 |
183 |
+34 |
Mar13 |
120327 |
155.20 |
155.20 |
155.20 |
155.20 |
-1.50 |
0 |
34 |
+0 |
Total Volume and Open Interest |
867 |
20,681 |
+0 |
Sugar #11(ICE) |
May12 |
120327 |
24.77 |
24.96 |
24.26 |
24.30 |
-0.48 |
35,872 |
247,559 |
-3,928 |
Jul12 |
120327 |
23.81 |
23.94 |
23.42 |
23.48 |
-0.33 |
22,430 |
214,765 |
+599 |
Oct12 |
120327 |
23.71 |
23.86 |
23.50 |
23.55 |
-0.20 |
11,086 |
121,238 |
+1,457 |
Mar13 |
120327 |
24.35 |
24.46 |
24.13 |
24.20 |
-0.15 |
4,694 |
86,029 |
+771 |
May13 |
120327 |
24.01 |
24.11 |
23.84 |
23.94 |
-0.08 |
1,264 |
18,653 |
+154 |
Jul13 |
120327 |
23.79 |
23.87 |
23.59 |
23.73 |
-0.04 |
801 |
18,478 |
+355 |
Oct13 |
120327 |
23.85 |
23.92 |
23.61 |
23.79 |
-0.05 |
885 |
20,731 |
+323 |
Mar14 |
120327 |
23.96 |
24.02 |
23.74 |
23.90 |
-0.05 |
730 |
14,634 |
+75 |
Total Volume and Open Interest |
77,814 |
752,952 |
-189 |
London Cocoa(LCE) |
May12 |
120327 |
1517 |
1538 |
1516 |
1526 |
+13 |
4,225 |
46,141 |
+222 |
Jul12 |
120327 |
1535 |
1549 |
1526 |
1538 |
+13 |
3,417 |
45,280 |
+482 |
Sep12 |
120327 |
1530 |
1550 |
1530 |
1540 |
+13 |
1,060 |
26,379 |
+30 |
Dec12 |
120327 |
1539 |
1552 |
1529 |
1542 |
+12 |
512 |
27,031 |
+86 |
Mar13 |
120327 |
1521 |
1535 |
1515 |
1525 |
+10 |
760 |
28,972 |
+427 |
May13 |
120327 |
1527 |
1537 |
1525 |
1530 |
+9 |
18 |
8,325 |
+119 |
Jul13 |
120327 |
1535 |
1535 |
1535 |
1535 |
+9 |
0 |
3,189 |
+100 |
Total Volume and Open Interest |
10,492 |
188,034 |
+1,466 |
London Sugar(LCE) |
May12 |
120327 |
643.10 |
646.00 |
635.90 |
637.70 |
-11.10 |
2,697 |
31,252 |
-101 |
Aug12 |
120327 |
628.00 |
631.40 |
622.30 |
625.00 |
-8.50 |
1,656 |
16,545 |
+19 |
Oct12 |
120327 |
618.80 |
620.90 |
613.10 |
615.80 |
-7.50 |
499 |
10,451 |
+142 |
Dec12 |
120327 |
621.70 |
624.70 |
618.70 |
619.30 |
-7.90 |
223 |
3,085 |
+24 |
Mar13 |
120327 |
627.30 |
629.40 |
622.60 |
623.70 |
-7.40 |
86 |
5,066 |
+7 |
Total Volume and Open Interest |
5,170 |
67,277 |
+111 |
Cotton(ICE) |
May12 |
120327 |
91.00 |
93.18 |
90.41 |
92.59 |
+1.68 |
9,235 |
88,526 |
-308 |
Jul12 |
120327 |
91.10 |
93.29 |
90.70 |
93.01 |
+1.98 |
4,394 |
51,906 |
+1,583 |
Oct12 |
120327 |
91.33 |
92.66 |
91.33 |
92.66 |
+1.53 |
0 |
86 |
+0 |
Dec12 |
120327 |
89.01 |
90.61 |
89.01 |
90.48 |
+1.07 |
2,834 |
46,491 |
+286 |
Mar13 |
120327 |
90.25 |
91.25 |
90.25 |
91.15 |
+1.07 |
84 |
2,194 |
+22 |
May13 |
120327 |
90.65 |
91.08 |
90.51 |
91.08 |
+0.93 |
7 |
670 |
+1 |
Total Volume and Open Interest |
16,568 |
190,909 |
+1,588 |
Lumber(CME) |
May12 |
120327 |
264.1 |
265.4 |
259.0 |
259.3 |
-2.2 |
410 |
6,385 |
-27 |
Jul12 |
120327 |
274.0 |
274.7 |
270.0 |
271.3 |
-1.4 |
199 |
2,212 |
+15 |
Sep12 |
120327 |
279.0 |
281.5 |
276.3 |
278.2 |
+0.2 |
85 |
994 |
-6 |
Nov12 |
120327 |
278.2 |
278.2 |
274.6 |
276.6 |
+0.5 |
6 |
605 |
+0 |
Total Volume and Open Interest |
700 |
10,235 |
-18 |
Crude Oil(NYM) |
May12 |
120327 |
107.09 |
107.73 |
106.52 |
107.33 |
+0.30 |
260,269 |
299,243 |
-1,215 |
Jun12 |
120327 |
107.64 |
108.22 |
107.03 |
107.85 |
+0.30 |
59,973 |
160,824 |
-803 |
Jul12 |
120327 |
108.05 |
108.63 |
107.48 |
108.33 |
+0.31 |
28,781 |
106,791 |
-1,174 |
Aug12 |
120327 |
108.42 |
108.87 |
107.80 |
108.67 |
+0.31 |
16,648 |
74,685 |
+719 |
Sep12 |
120327 |
108.33 |
109.01 |
108.03 |
108.87 |
+0.32 |
17,747 |
59,510 |
-1,212 |
Oct12 |
120327 |
108.63 |
109.15 |
108.14 |
109.02 |
+0.34 |
8,352 |
43,616 |
+1,157 |
Nov12 |
120327 |
108.97 |
109.21 |
108.60 |
109.17 |
+0.36 |
7,587 |
34,874 |
+216 |
Dec12 |
120327 |
108.95 |
109.39 |
108.38 |
109.29 |
+0.38 |
45,312 |
189,131 |
-361 |
Jan13 |
120327 |
108.91 |
109.32 |
108.91 |
109.32 |
+0.39 |
5,727 |
43,121 |
+1,006 |
Feb13 |
120327 |
109.20 |
109.20 |
109.20 |
109.20 |
+0.39 |
1,775 |
22,259 |
+353 |
Mar13 |
120327 |
108.60 |
108.95 |
108.60 |
108.95 |
+0.39 |
3,596 |
31,675 |
-16 |
Apr13 |
120327 |
108.46 |
108.57 |
108.46 |
108.57 |
+0.39 |
1,885 |
14,864 |
+211 |
May13 |
120327 |
108.14 |
108.14 |
108.14 |
108.14 |
+0.38 |
1,355 |
12,861 |
+29 |
Jun13 |
120327 |
107.40 |
107.79 |
106.95 |
107.73 |
+0.36 |
8,140 |
67,053 |
+1,278 |
Jul13 |
120327 |
107.00 |
107.23 |
107.00 |
107.23 |
+0.35 |
332 |
11,380 |
+101 |
Aug13 |
120327 |
106.76 |
106.76 |
106.76 |
106.76 |
+0.34 |
84 |
7,123 |
+53 |
Total Volume and Open Interest |
509,366 |
1,551,662 |
-1,560 |
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 |
120327 |
107.150 |
107.700 |
106.550 |
107.325 |
+0.300 |
8,540 |
1,297 |
-35 |
Jun12 |
120327 |
107.525 |
108.175 |
107.050 |
107.850 |
+0.300 |
383 |
230 |
+27 |
Jul12 |
120327 |
107.925 |
108.600 |
107.650 |
108.325 |
+0.300 |
49 |
76 |
+4 |
Aug12 |
120327 |
108.675 |
108.675 |
108.675 |
108.675 |
+0.325 |
0 |
13 |
+0 |
Sep12 |
120327 |
108.975 |
108.975 |
108.875 |
108.875 |
+0.325 |
0 |
31 |
+0 |
Oct12 |
120327 |
109.025 |
109.025 |
109.025 |
109.025 |
+0.350 |
0 |
9 |
+0 |
Nov12 |
120327 |
109.175 |
109.175 |
109.175 |
109.175 |
+0.375 |
1 |
1 |
+1 |
Dec12 |
120327 |
109.300 |
109.300 |
109.300 |
109.300 |
+0.400 |
6 |
233 |
+2 |
Total Volume and Open Interest |
8,985 |
2,067 |
+1 |
Heating Oil(NYM) |
Apr12 |
120327 |
322.98 |
323.60 |
320.30 |
321.86 |
-1.02 |
33,869 |
31,873 |
-2,215 |
May12 |
120327 |
324.54 |
325.26 |
321.96 |
323.60 |
-1.05 |
55,814 |
84,411 |
+3,037 |
Jun12 |
120327 |
325.59 |
326.23 |
323.00 |
324.72 |
-1.06 |
21,455 |
58,144 |
-936 |
Jul12 |
120327 |
326.36 |
327.20 |
324.11 |
325.84 |
-1.04 |
11,721 |
27,350 |
+1,318 |
Aug12 |
120327 |
328.00 |
328.00 |
324.90 |
326.76 |
-1.06 |
5,042 |
16,115 |
-200 |
Sep12 |
120327 |
328.10 |
328.10 |
326.05 |
327.47 |
-1.09 |
2,002 |
15,003 |
-122 |
Oct12 |
120327 |
326.41 |
328.27 |
326.35 |
328.13 |
-1.11 |
1,060 |
8,769 |
+324 |
Nov12 |
120327 |
329.89 |
329.89 |
326.94 |
328.72 |
-1.11 |
1,223 |
4,615 |
+0 |
Dec12 |
120327 |
329.80 |
330.42 |
327.40 |
329.17 |
-1.11 |
5,418 |
32,688 |
+682 |
Jan13 |
120327 |
329.91 |
330.63 |
327.71 |
329.35 |
-1.13 |
543 |
5,792 |
+195 |
Feb13 |
120327 |
329.58 |
329.63 |
327.16 |
328.60 |
-1.03 |
55 |
1,022 |
+22 |
Mar13 |
120327 |
325.41 |
326.58 |
324.98 |
326.58 |
-0.95 |
33 |
1,105 |
-9 |
Total Volume and Open Interest |
138,256 |
287,712 |
+2,116 |
Gasoline(NYMEX) |
Apr12 |
120327 |
341.61 |
341.89 |
338.70 |
340.56 |
-1.10 |
37,514 |
38,148 |
-10,114 |
May12 |
120327 |
339.83 |
339.99 |
336.89 |
338.64 |
-1.23 |
52,671 |
114,451 |
+3,751 |
Jun12 |
120327 |
335.27 |
335.27 |
332.30 |
334.15 |
-0.99 |
22,012 |
68,891 |
-559 |
Jul12 |
120327 |
329.29 |
329.93 |
327.28 |
329.26 |
-0.77 |
15,609 |
43,804 |
+1,416 |
Aug12 |
120327 |
323.56 |
324.20 |
321.81 |
323.64 |
-0.76 |
8,947 |
24,937 |
-483 |
Sep12 |
120327 |
317.52 |
318.11 |
315.61 |
317.50 |
-0.74 |
4,778 |
25,193 |
+330 |
Oct12 |
120327 |
300.41 |
300.93 |
298.64 |
300.44 |
-0.62 |
3,080 |
20,234 |
-198 |
Nov12 |
120327 |
295.44 |
295.44 |
295.08 |
295.37 |
-0.58 |
1,960 |
7,665 |
+477 |
Dec12 |
120327 |
292.90 |
292.90 |
290.85 |
292.54 |
-0.51 |
2,563 |
21,437 |
+443 |
Jan13 |
120327 |
291.24 |
291.43 |
291.24 |
291.43 |
-0.42 |
312 |
5,201 |
-72 |
Total Volume and Open Interest |
149,527 |
380,676 |
-4,991 |
e-miNY RBOB Gasoline(NYM) |
Apr12 |
120327 |
340.60 |
340.60 |
340.56 |
340.60 |
-1.10 |
|
|
|
May12 |
120327 |
338.60 |
338.64 |
338.60 |
338.60 |
-1.30 |
|
|
|
Jun12 |
120327 |
334.20 |
334.20 |
334.15 |
334.20 |
-0.90 |
|
|
|
Jul12 |
120327 |
329.30 |
329.30 |
329.26 |
329.30 |
-0.70 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Apr12 |
120327 |
2.217 |
2.238 |
2.176 |
2.208 |
-0.018 |
102,967 |
32,849 |
-26,299 |
May12 |
120327 |
2.310 |
2.329 |
2.265 |
2.294 |
-0.025 |
74,630 |
304,891 |
+11,335 |
Jun12 |
120327 |
2.432 |
2.446 |
2.384 |
2.414 |
-0.023 |
21,745 |
101,650 |
+88 |
Jul12 |
120327 |
2.536 |
2.565 |
2.502 |
2.536 |
-0.015 |
13,817 |
138,389 |
+1,347 |
Aug12 |
120327 |
2.602 |
2.630 |
2.572 |
2.604 |
-0.015 |
6,106 |
45,667 |
+867 |
Sep12 |
120327 |
2.630 |
2.644 |
2.599 |
2.631 |
-0.015 |
5,367 |
87,829 |
-124 |
Oct12 |
120327 |
2.694 |
2.728 |
2.670 |
2.701 |
-0.015 |
14,174 |
142,693 |
-588 |
Nov12 |
120327 |
2.940 |
2.958 |
2.900 |
2.929 |
-0.013 |
3,198 |
48,017 |
+860 |
Dec12 |
120327 |
3.282 |
3.303 |
3.244 |
3.273 |
-0.010 |
2,692 |
53,924 |
+373 |
Jan13 |
120327 |
3.390 |
3.422 |
3.382 |
3.418 |
-0.005 |
5,809 |
72,436 |
+916 |
Feb13 |
120327 |
3.408 |
3.429 |
3.398 |
3.429 |
-0.005 |
695 |
17,791 |
-123 |
Mar13 |
120327 |
3.375 |
3.412 |
3.375 |
3.409 |
-0.005 |
834 |
26,169 |
-2 |
Apr13 |
120327 |
3.361 |
3.384 |
3.353 |
3.383 |
-0.004 |
894 |
40,308 |
+57 |
May13 |
120327 |
3.392 |
3.428 |
3.392 |
3.423 |
-0.003 |
64 |
10,869 |
+2 |
Jun13 |
120327 |
3.445 |
3.474 |
3.444 |
3.474 |
-0.004 |
60 |
4,608 |
-5 |
Jul13 |
120327 |
3.499 |
3.523 |
3.497 |
3.523 |
-0.003 |
153 |
4,977 |
+6 |
Total Volume and Open Interest |
253,651 |
1,226,878 |
-11,357 |
Brent Crude Oil(ICE) |
May12 |
120327 |
125.74 |
126.18 |
124.91 |
125.54 |
-0.11 |
221,772 |
232,508 |
-8,326 |
Jun12 |
120327 |
124.94 |
125.36 |
124.13 |
124.77 |
-0.21 |
129,934 |
184,039 |
+6,088 |
Jul12 |
120327 |
124.27 |
124.63 |
123.44 |
124.10 |
-0.26 |
46,306 |
79,296 |
-1,761 |
Aug12 |
120327 |
123.62 |
123.91 |
122.78 |
123.43 |
-0.27 |
25,386 |
54,686 |
+1,291 |
Sep12 |
120327 |
122.83 |
123.11 |
121.97 |
122.66 |
-0.28 |
16,533 |
73,821 |
+424 |
Oct12 |
120327 |
122.03 |
122.26 |
121.17 |
121.87 |
-0.29 |
8,952 |
55,690 |
+456 |
Nov12 |
120327 |
121.23 |
121.53 |
120.49 |
121.20 |
-0.29 |
6,203 |
33,040 |
+765 |
Dec12 |
120327 |
120.63 |
120.87 |
119.80 |
120.53 |
-0.28 |
51,655 |
105,648 |
-11 |
Jan13 |
120327 |
120.12 |
120.12 |
119.25 |
119.89 |
-0.28 |
2,713 |
18,057 |
-410 |
Feb13 |
120327 |
119.24 |
119.24 |
119.24 |
119.24 |
-0.29 |
1,671 |
10,578 |
-66 |
Mar13 |
120327 |
118.57 |
118.57 |
118.57 |
118.57 |
-0.29 |
2,774 |
9,845 |
+389 |
Apr13 |
120327 |
117.85 |
117.85 |
117.85 |
117.85 |
-0.30 |
516 |
7,151 |
+35 |
May13 |
120327 |
117.11 |
117.11 |
117.11 |
117.11 |
-0.32 |
354 |
7,109 |
+117 |
Jun13 |
120327 |
116.60 |
116.60 |
115.66 |
116.36 |
-0.33 |
5,133 |
32,411 |
+1,015 |
Total Volume and Open Interest |
559,246 |
1,098,910 |
+5,998 |
Gas Oil(ICE) |
Apr12 |
120327 |
1032.00 |
1033.00 |
1024.75 |
1025.75 |
-4.25 |
45,775 |
105,050 |
-2,211 |
May12 |
120327 |
1033.50 |
1034.25 |
1025.50 |
1026.50 |
-4.75 |
72,364 |
119,483 |
+3,435 |
Jun12 |
120327 |
1033.25 |
1034.50 |
1025.50 |
1026.50 |
-5.00 |
39,016 |
62,477 |
+215 |
Jul12 |
120327 |
1033.75 |
1034.75 |
1025.75 |
1026.75 |
-5.25 |
12,541 |
28,604 |
-1,224 |
Aug12 |
120327 |
1033.50 |
1035.25 |
1026.50 |
1027.25 |
-5.50 |
7,466 |
29,190 |
+694 |
Sep12 |
120327 |
1032.75 |
1035.50 |
1026.75 |
1027.25 |
-5.50 |
4,715 |
24,453 |
-120 |
Oct12 |
120327 |
1031.25 |
1034.00 |
1025.00 |
1025.75 |
-5.50 |
1,864 |
15,189 |
+132 |
Nov12 |
120327 |
1029.25 |
1031.75 |
1023.00 |
1023.75 |
-5.50 |
1,556 |
12,540 |
+8 |
Dec12 |
120327 |
1026.50 |
1029.25 |
1020.00 |
1021.00 |
-5.50 |
14,779 |
44,434 |
-86 |
Jan13 |
120327 |
1026.00 |
1026.75 |
1017.75 |
1018.50 |
-5.75 |
828 |
14,474 |
+235 |
Total Volume and Open Interest |
205,057 |
522,900 |
+1,884 |
Ethanol(CBOT) |
Mar12 |
120305 |
2.270 |
2.289 |
2.270 |
2.289 |
+0.029 |
25 |
151 |
-37 |
Apr12 |
120327 |
2.275 |
2.276 |
2.243 |
2.248 |
-0.027 |
75 |
558 |
-14 |
May12 |
120327 |
2.285 |
2.285 |
2.254 |
2.259 |
-0.022 |
246 |
1,364 |
-75 |
Jun12 |
120327 |
2.289 |
2.293 |
2.264 |
2.271 |
-0.018 |
100 |
786 |
+8 |
Jul12 |
120327 |
2.301 |
2.305 |
2.275 |
2.279 |
-0.022 |
185 |
1,908 |
+1 |
Aug12 |
120327 |
2.278 |
2.280 |
2.257 |
2.269 |
-0.010 |
155 |
1,378 |
+14 |
Sep12 |
120327 |
2.220 |
2.220 |
2.218 |
2.218 |
-0.009 |
75 |
1,238 |
-15 |
Oct12 |
120327 |
2.138 |
2.147 |
2.119 |
2.129 |
-0.013 |
149 |
960 |
-67 |
Total Volume and Open Interest |
1,514 |
11,235 |
-64 |
WTI Crude Oil(ICE) |
May12 |
120327 |
107.07 |
107.74 |
106.52 |
107.33 |
+0.30 |
63,905 |
54,137 |
+1,938 |
Jun12 |
120327 |
107.58 |
108.21 |
107.03 |
107.85 |
+0.30 |
19,417 |
59,729 |
+2,239 |
Jul12 |
120327 |
107.75 |
108.54 |
107.52 |
108.33 |
+0.31 |
8,446 |
29,938 |
-678 |
Aug12 |
120327 |
108.20 |
108.94 |
107.87 |
108.67 |
+0.31 |
5,073 |
15,523 |
+514 |
Sep12 |
120327 |
108.33 |
108.95 |
108.00 |
108.87 |
+0.32 |
3,803 |
20,332 |
-374 |
Oct12 |
120327 |
108.68 |
109.11 |
108.19 |
109.02 |
+0.34 |
3,176 |
12,350 |
-478 |
Nov12 |
120327 |
108.83 |
109.29 |
108.32 |
109.17 |
+0.36 |
2,206 |
8,318 |
+44 |
Dec12 |
120327 |
108.93 |
109.41 |
108.39 |
109.29 |
+0.38 |
13,356 |
66,302 |
+1,430 |
Jan13 |
120327 |
108.91 |
109.32 |
108.61 |
109.32 |
+0.39 |
1,201 |
6,522 |
+397 |
Feb13 |
120327 |
109.20 |
109.20 |
109.20 |
109.20 |
+0.39 |
717 |
3,109 |
+419 |
Mar13 |
120327 |
108.95 |
108.95 |
108.95 |
108.95 |
+0.39 |
543 |
4,000 |
+50 |
Apr13 |
120327 |
108.57 |
108.57 |
108.57 |
108.57 |
+0.39 |
213 |
710 |
+53 |
May13 |
120327 |
108.14 |
108.14 |
108.14 |
108.14 |
+0.38 |
36 |
691 |
+6 |
Jun13 |
120327 |
106.86 |
107.73 |
106.82 |
107.73 |
+0.36 |
646 |
16,822 |
-39 |
Jul13 |
120327 |
107.23 |
107.23 |
107.23 |
107.23 |
+0.35 |
0 |
251 |
+0 |
Aug13 |
120327 |
106.76 |
106.76 |
106.76 |
106.76 |
+0.34 |
0 |
949 |
+0 |
Total Volume and Open Interest |
135,727 |
399,488 |
+7,806 |
US Dollar Index(ICE) |
Jun12 |
120327 |
79.125 |
79.345 |
78.930 |
79.223 |
+0.043 |
24,696 |
58,713 |
-2,422 |
Sep12 |
120327 |
79.585 |
79.720 |
79.450 |
79.622 |
+0.042 |
16 |
530 |
+16 |
Dec12 |
120327 |
80.052 |
80.052 |
80.052 |
80.052 |
+0.042 |
|
|
|
Total Volume and Open Interest |
24,712 |
59,243 |
-2,406 |
Australian Dollar(CME) |
Jun12 |
120327 |
104.45 |
104.61 |
103.55 |
103.88 |
-0.42 |
123,035 |
146,587 |
-3,514 |
Sep12 |
120327 |
103.26 |
103.29 |
102.87 |
102.87 |
-0.42 |
22 |
297 |
+0 |
Dec12 |
120327 |
101.90 |
102.31 |
101.90 |
101.90 |
-0.41 |
0 |
9 |
+0 |
Total Volume and Open Interest |
123,057 |
146,895 |
-3,514 |
British Pound(CME) |
Jun12 |
120327 |
159.55 |
159.94 |
159.34 |
159.53 |
+0.09 |
80,368 |
137,658 |
-397 |
Sep12 |
120327 |
159.27 |
159.77 |
159.27 |
159.42 |
+0.09 |
27 |
109 |
-9 |
Dec12 |
120327 |
159.31 |
159.31 |
159.21 |
159.31 |
+0.10 |
0 |
42 |
+0 |
Total Volume and Open Interest |
80,395 |
137,816 |
-406 |
Canadian Dollar(CME) |
Jun12 |
120327 |
100.72 |
100.83 |
100.26 |
100.40 |
-0.18 |
93,095 |
119,018 |
-2,792 |
Sep12 |
120327 |
100.55 |
100.60 |
100.10 |
100.19 |
-0.18 |
75 |
2,494 |
+41 |
Dec12 |
120327 |
100.20 |
100.20 |
99.98 |
99.98 |
-0.18 |
254 |
3,564 |
+133 |
Mar13 |
120327 |
99.76 |
99.94 |
99.76 |
99.76 |
-0.18 |
0 |
89 |
+0 |
Total Volume and Open Interest |
93,432 |
125,350 |
-2,611 |
Japanese Yen(CME) |
Jun12 |
120327 |
120.76 |
121.09 |
120.00 |
120.46 |
-0.40 |
99,863 |
135,743 |
-1,279 |
Sep12 |
120327 |
120.75 |
121.06 |
120.15 |
120.58 |
-0.41 |
32 |
171 |
+10 |
Dec12 |
120327 |
120.69 |
121.15 |
120.69 |
120.73 |
-0.42 |
0 |
34 |
+0 |
Total Volume and Open Interest |
99,895 |
135,951 |
-1,269 |
Swiss Franc(CME) |
Jun12 |
120327 |
110.85 |
111.02 |
110.57 |
110.73 |
-0.06 |
34,071 |
42,051 |
-94 |
Sep12 |
120327 |
110.87 |
110.93 |
110.87 |
110.87 |
-0.06 |
8 |
181 |
-1 |
Dec12 |
120327 |
111.02 |
111.09 |
111.02 |
111.02 |
-0.07 |
0 |
2 |
+0 |
Total Volume and Open Interest |
34,079 |
42,234 |
-95 |
EuroFX(CME) |
Jun12 |
120327 |
133.60 |
133.91 |
133.19 |
133.41 |
-0.08 |
241,136 |
250,302 |
-12,924 |
Sep12 |
120327 |
133.56 |
133.96 |
133.29 |
133.48 |
-0.08 |
49 |
635 |
+0 |
Dec12 |
120327 |
133.56 |
133.64 |
133.56 |
133.56 |
-0.08 |
2 |
55 |
+2 |
Total Volume and Open Interest |
241,187 |
251,002 |
-12,922 |
Mexican Peso(CME) |
Apr12 |
120327 |
787.0 |
788.2 |
787.0 |
787.0 |
-1.2 |
|
|
|
May12 |
120327 |
784.8 |
786.2 |
784.8 |
784.8 |
-1.5 |
|
|
|
Total Volume and Open Interest |
30,756 |
175,739 |
-845 |
Brazilian Real(CME) |
Apr12 |
120327 |
551.25 |
552.05 |
548.85 |
551.50 |
+1.15 |
500 |
2,994 |
+0 |
May12 |
120327 |
548.10 |
548.10 |
546.95 |
548.10 |
+1.15 |
0 |
550 |
+0 |
Jun12 |
120327 |
543.50 |
544.65 |
543.50 |
544.65 |
+1.15 |
31 |
2,353 |
-2 |
Jul12 |
120327 |
541.40 |
541.40 |
540.25 |
541.40 |
+1.15 |
0 |
100 |
+0 |
Total Volume and Open Interest |
531 |
19,568 |
-2 |
30-Year T-Bonds(CBOT) |
Jun12 |
120327 |
137~170 |
138~180 |
137~100 |
138~100 |
+0~210 |
304,072 |
572,272 |
+2,975 |
Sep12 |
120327 |
136~280 |
137~130 |
136~200 |
137~090 |
+0~210 |
3 |
111 |
+1 |
Dec12 |
120327 |
136~090 |
136~090 |
135~200 |
136~090 |
+0~210 |
|
|
|
Total Volume and Open Interest |
304,075 |
572,383 |
+2,976 |
10-Year T-Notes(CBOT) |
Jun12 |
120327 |
129~010 |
129~225 |
128~300 |
129~190 |
+0~170 |
1,017,129 |
1,774,062 |
+17,425 |
Sep12 |
120327 |
128~100 |
128~100 |
127~280 |
128~100 |
+0~140 |
0 |
2 |
+0 |
Dec12 |
120327 |
127~150 |
127~150 |
127~010 |
127~150 |
+0~140 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,017,129 |
1,774,065 |
+17,425 |
5-Year T-Notes(CBOT) |
Mar12 |
120327 |
122~086 |
122~096 |
122~058 |
122~093 |
+0~035 |
2,393 |
29,496 |
-1,009 |
Jun12 |
120327 |
122~024 |
122~071 |
122~016 |
122~062 |
+0~038 |
385,999 |
1,385,811 |
+1,532 |
Sep12 |
120327 |
121~086 |
121~086 |
121~048 |
121~086 |
+0~038 |
|
|
|
Total Volume and Open Interest |
388,392 |
1,415,307 |
+523 |
2 Year T-Notes(CBOT) |
Mar12 |
120327 |
110~021 |
110~023 |
110~018 |
110~023 |
+0~005 |
76 |
26,537 |
-5 |
Jun12 |
120327 |
110~003 |
110~012 |
110~001 |
110~010 |
+0~007 |
122,875 |
805,216 |
-4,499 |
Sep12 |
120327 |
109~090 |
109~090 |
109~083 |
109~090 |
+0~007 |
|
|
|
Total Volume and Open Interest |
122,951 |
831,753 |
-4,504 |
Eurodollars(CME) |
Jun12 |
120327 |
99.540 |
99.560 |
99.535 |
99.555 |
+0.015 |
95,765 |
1,067,547 |
+1,947 |
Sep12 |
120327 |
99.515 |
99.540 |
99.510 |
99.535 |
+0.020 |
92,561 |
886,512 |
+3,484 |
Dec12 |
120327 |
99.480 |
99.510 |
99.475 |
99.500 |
+0.025 |
97,634 |
954,880 |
+4,484 |
Mar13 |
120327 |
99.440 |
99.475 |
99.435 |
99.465 |
+0.030 |
102,217 |
636,468 |
+564 |
Jun13 |
120327 |
99.370 |
99.420 |
99.365 |
99.405 |
+0.040 |
154,151 |
682,984 |
+8,937 |
Sep13 |
120327 |
99.285 |
99.345 |
99.275 |
99.330 |
+0.055 |
116,279 |
576,309 |
+4,018 |
Dec13 |
120327 |
99.180 |
99.255 |
99.170 |
99.235 |
+0.065 |
118,422 |
545,912 |
+3,027 |
Mar14 |
120327 |
99.070 |
99.160 |
99.065 |
99.140 |
+0.075 |
105,547 |
446,235 |
-4,411 |
Jun14 |
120327 |
98.940 |
99.040 |
98.930 |
99.020 |
+0.085 |
88,851 |
336,581 |
+2,527 |
Sep14 |
120327 |
98.785 |
98.895 |
98.780 |
98.875 |
+0.090 |
70,622 |
330,454 |
+3,247 |
Dec14 |
120327 |
98.600 |
98.715 |
98.595 |
98.695 |
+0.095 |
68,813 |
303,409 |
-1,720 |
Mar15 |
120327 |
98.420 |
98.540 |
98.415 |
98.515 |
+0.095 |
61,863 |
222,561 |
-4,010 |
Jun15 |
120327 |
6.465 |
0.041 |
6.465 |
0.016 |
-6.459 |
68,932 |
263,857 |
+845 |
Sep15 |
120327 |
6.280 |
6.410 |
6.280 |
6.385 |
+0.095 |
26,903 |
173,085 |
+759 |
Dec15 |
120327 |
6.085 |
6.230 |
6.085 |
6.205 |
+0.100 |
23,454 |
168,903 |
-396 |
Mar16 |
120327 |
5.940 |
6.075 |
5.930 |
6.050 |
+0.100 |
16,737 |
89,503 |
+1 |
Jun16 |
120327 |
5.770 |
5.915 |
5.770 |
5.885 |
+0.100 |
9,951 |
97,770 |
+137 |
Sep16 |
120327 |
5.620 |
5.750 |
5.615 |
5.725 |
+0.100 |
10,376 |
73,231 |
+541 |
Total Volume and Open Interest |
1,358,614 |
8,113,746 |
+26,638 |
30 Day Federal Funds(CBOT) |
Mar12 |
120327 |
99.870 |
99.872 |
99.870 |
99.870 |
unch |
5,590 |
59,683 |
-1,307 |
Apr12 |
120327 |
99.870 |
99.880 |
99.865 |
99.870 |
+0.005 |
6,636 |
51,632 |
+1,028 |
May12 |
120327 |
99.870 |
99.875 |
99.865 |
99.870 |
+0.005 |
3,177 |
54,666 |
+1,081 |
Jun12 |
120327 |
99.860 |
99.870 |
99.860 |
99.865 |
+0.005 |
1,343 |
41,620 |
+585 |
Jul12 |
120327 |
99.855 |
99.860 |
99.850 |
99.855 |
+0.005 |
1,339 |
48,110 |
-363 |
Aug12 |
120327 |
99.850 |
99.855 |
99.840 |
99.850 |
+0.010 |
2,164 |
37,563 |
-293 |
Total Volume and Open Interest |
29,024 |
563,609 |
-151 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120327 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
120327 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
120327 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
120327 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120327 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Sep13 |
120327 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Dec13 |
120327 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120327 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120327 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Sep14 |
120327 |
99.220 |
99.220 |
99.220 |
99.220 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun12 |
120327 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
250 |
2,570 |
-101 |
Sep12 |
120327 |
99.65 |
99.67 |
99.65 |
99.66 |
unch |
101 |
794 |
+101 |
Dec12 |
120327 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
100 |
515 |
+100 |
Mar13 |
120327 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
100 |
181 |
+100 |
Jun13 |
120327 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
217 |
+0 |
Sep13 |
120327 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
325 |
+0 |
Dec13 |
120327 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
406 |
+0 |
Mar14 |
120327 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
551 |
5,008 |
+200 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120327 |
141.73 |
141.98 |
141.70 |
141.80 |
-0.01 |
2,309 |
17,064 |
-371 |
Sep12 |
120327 |
141.20 |
141.20 |
141.20 |
141.20 |
-0.01 |
0 |
5 |
+0 |
Dec12 |
120327 |
139.11 |
139.11 |
139.11 |
139.11 |
-0.01 |
0 |
4 |
+0 |
Total Volume and Open Interest |
2,309 |
17,073 |
-371 |
Euro-Bund(EUREX) |
Jun12 |
120327 |
136.85 |
137.55 |
136.63 |
137.31 |
+0.57 |
794,882 |
830,479 |
+24,774 |
Sep12 |
120327 |
135.28 |
135.86 |
135.28 |
135.86 |
+0.55 |
215 |
1,195 |
+136 |
Dec12 |
120327 |
135.86 |
135.86 |
135.86 |
135.86 |
+0.57 |
|
|
|
Total Volume and Open Interest |
795,097 |
831,674 |
+24,910 |
Euro-Bobl(EUREX) |
Jun12 |
120327 |
123.39 |
123.69 |
123.28 |
123.61 |
+0.29 |
435,032 |
783,094 |
-6,076 |
Sep12 |
120327 |
123.52 |
123.61 |
123.47 |
123.61 |
+0.32 |
3 |
55 |
+3 |
Dec12 |
120327 |
123.56 |
123.56 |
123.56 |
123.56 |
+0.29 |
|
|
|
Total Volume and Open Interest |
435,035 |
783,149 |
-6,073 |
3-Mth Euribor(EUREX) |
Mar12 |
120319 |
99.150 |
99.158 |
99.150 |
99.158 |
+0.007 |
331 |
1,109 |
-331 |
Jun12 |
120327 |
99.365 |
99.365 |
99.365 |
99.365 |
-0.010 |
0 |
1,702 |
+0 |
Sep12 |
120327 |
99.385 |
99.385 |
99.365 |
99.365 |
unch |
202 |
1,448 |
+100 |
Total Volume and Open Interest |
207 |
6,029 |
+105 |
Long Gilt(LIFFE) |
Mar12 |
120327 |
115~08 |
115~17 |
115~01 |
115~14 |
+0~24 |
596 |
12,092 |
+108 |
Jun12 |
120327 |
113~11 |
113~25 |
113~02 |
113~23 |
+0~23 |
93,041 |
277,407 |
+3,443 |
Total Volume and Open Interest |
93,637 |
289,499 |
+3,551 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120327 |
99.05 |
99.06 |
99.04 |
99.06 |
+0.01 |
16,871 |
258,893 |
+4,120 |
Sep12 |
120327 |
99.08 |
99.10 |
99.07 |
99.09 |
+0.02 |
23,172 |
278,886 |
-2,162 |
Dec12 |
120327 |
99.06 |
99.09 |
99.05 |
99.08 |
+0.03 |
23,547 |
247,667 |
-6,848 |
Mar13 |
120327 |
99.02 |
99.06 |
99.02 |
99.05 |
+0.03 |
52,117 |
237,742 |
+10,496 |
Jun13 |
120327 |
98.95 |
99.00 |
98.95 |
98.99 |
+0.04 |
41,435 |
199,531 |
-4,095 |
Sep13 |
120327 |
98.88 |
98.93 |
98.87 |
98.92 |
+0.05 |
30,254 |
167,100 |
-5,580 |
Total Volume and Open Interest |
290,269 |
1,865,494 |
+22,655 |
3-Mth Euribor(LIFFE) |
Jun12 |
120327 |
99.380 |
99.395 |
99.360 |
99.365 |
-0.010 |
54,797 |
521,995 |
-2,799 |
Sep12 |
120327 |
99.370 |
99.390 |
99.360 |
99.365 |
unch |
76,154 |
503,290 |
+325 |
Dec12 |
120327 |
99.320 |
99.355 |
99.310 |
99.320 |
unch |
62,806 |
370,386 |
+7,887 |
Total Volume and Open Interest |
617,902 |
3,048,009 |
+28,199 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120327 |
95.77 |
95.78 |
95.73 |
95.77 |
unch |
7,902 |
183,260 |
-2,651 |
Sep12 |
120327 |
95.88 |
95.89 |
95.83 |
95.88 |
-0.01 |
14,932 |
160,807 |
-2,090 |
Dec12 |
120327 |
95.93 |
95.94 |
95.87 |
95.92 |
-0.02 |
9,744 |
91,670 |
-1,447 |
Mar13 |
120327 |
95.92 |
95.93 |
95.86 |
95.91 |
-0.02 |
5,104 |
57,614 |
+668 |
Jun13 |
120327 |
95.86 |
95.87 |
95.81 |
95.85 |
-0.02 |
3,626 |
53,636 |
+370 |
Sep13 |
120327 |
95.78 |
95.78 |
95.74 |
95.77 |
-0.02 |
3,064 |
37,984 |
-563 |
Dec13 |
120327 |
95.65 |
95.69 |
95.65 |
95.67 |
-0.02 |
2,575 |
25,123 |
-1,392 |
Mar14 |
120327 |
95.56 |
95.60 |
95.56 |
95.59 |
-0.01 |
404 |
15,883 |
+326 |
Jun14 |
120327 |
95.46 |
95.51 |
95.46 |
95.51 |
-0.02 |
26 |
1,023 |
+5 |
Sep14 |
120327 |
95.36 |
95.44 |
95.36 |
95.44 |
-0.03 |
21 |
517 |
+21 |
Total Volume and Open Interest |
47,428 |
627,854 |
-6,738 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120327 |
95.77 |
95.79 |
95.73 |
95.78 |
+0.01 |
29,267 |
336,763 |
-3,574 |
Sep12 |
120327 |
95.78 |
95.78 |
95.78 |
95.78 |
+0.01 |
|
|
|
Total Volume and Open Interest |
29,267 |
336,763 |
-3,574 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120327 |
96.33 |
96.34 |
96.27 |
96.32 |
-0.01 |
132,173 |
396,747 |
+4,083 |
Sep12 |
120327 |
96.32 |
96.32 |
96.32 |
96.32 |
-0.01 |
|
|
|
Total Volume and Open Interest |
132,173 |
396,747 |
+4,083 |
Gold(CMX) |
Apr12 |
120327 |
1690.2 |
1696.9 |
1678.6 |
1684.9 |
-0.7 |
144,592 |
134,842 |
-4,787 |
Jun12 |
120327 |
1692.3 |
1699.6 |
1681.6 |
1687.7 |
-0.5 |
22,648 |
145,856 |
+8,829 |
Aug12 |
120327 |
1694.5 |
1700.9 |
1684.9 |
1690.1 |
-0.5 |
1,493 |
32,338 |
+158 |
Oct12 |
120327 |
1696.3 |
1701.5 |
1689.9 |
1692.2 |
-0.6 |
222 |
12,533 |
+115 |
Dec12 |
120327 |
1697.3 |
1704.5 |
1689.1 |
1694.3 |
-0.6 |
1,446 |
30,046 |
+64 |
Feb13 |
120327 |
1701.4 |
1705.2 |
1693.0 |
1696.3 |
-0.8 |
2,938 |
13,775 |
-2,723 |
Apr13 |
120327 |
1698.3 |
1698.3 |
1698.3 |
1698.3 |
-0.8 |
191 |
8,182 |
-81 |
Jun13 |
120327 |
1708.0 |
1708.2 |
1700.7 |
1700.7 |
-1.0 |
375 |
9,227 |
+251 |
Aug13 |
120327 |
1703.4 |
1703.4 |
1703.4 |
1703.4 |
-1.2 |
5 |
257 |
+2 |
Oct13 |
120327 |
1706.3 |
1706.3 |
1706.3 |
1706.3 |
-1.3 |
|
|
|
Dec13 |
120327 |
1717.3 |
1717.3 |
1709.4 |
1709.4 |
-1.4 |
357 |
9,078 |
-45 |
Total Volume and Open Interest |
178,021 |
431,438 |
-526 |
Silver(CMX) |
Mar12 |
120327 |
3299.0 |
3299.0 |
3260.0 |
3260.1 |
-12.5 |
38 |
289 |
+0 |
May12 |
120327 |
3284.0 |
3319.0 |
3248.0 |
3261.6 |
-13.4 |
36,574 |
53,412 |
-1,197 |
Jul12 |
120327 |
3280.5 |
3323.0 |
3254.0 |
3267.2 |
-13.4 |
4,871 |
16,772 |
+899 |
Sep12 |
120327 |
3315.5 |
3315.5 |
3272.1 |
3272.1 |
-13.4 |
685 |
5,566 |
+32 |
Dec12 |
120327 |
3294.5 |
3323.0 |
3273.0 |
3277.3 |
-13.5 |
488 |
15,933 |
+112 |
Mar13 |
120327 |
3279.3 |
3279.3 |
3279.3 |
3279.3 |
-13.6 |
41 |
2,370 |
+0 |
May13 |
120327 |
3279.7 |
3279.7 |
3279.7 |
3279.7 |
-13.6 |
13 |
1,281 |
-3 |
Total Volume and Open Interest |
42,963 |
112,236 |
-129 |
Platinum(NYMEX) |
Apr12 |
120327 |
1649.1 |
1667.9 |
1646.4 |
1657.5 |
+10.8 |
9,768 |
15,792 |
-2,992 |
Jul12 |
120327 |
1652.3 |
1671.8 |
1652.0 |
1662.1 |
+11.1 |
4,557 |
25,695 |
+1,975 |
Oct12 |
120327 |
1659.4 |
1671.5 |
1659.4 |
1665.8 |
+11.0 |
43 |
809 |
+43 |
Jan13 |
120327 |
1668.7 |
1668.7 |
1668.7 |
1668.7 |
+11.0 |
0 |
7 |
+0 |
Total Volume and Open Interest |
14,371 |
42,304 |
-973 |
Palladium(NYMEX) |
Mar12 |
120327 |
660.00 |
662.10 |
657.00 |
662.10 |
-5.15 |
3 |
25 |
-11 |
Jun12 |
120327 |
671.45 |
674.05 |
658.15 |
663.00 |
-5.75 |
3,057 |
19,616 |
-312 |
Sep12 |
120327 |
672.75 |
672.75 |
661.65 |
664.45 |
-5.75 |
1 |
489 |
+1 |
Total Volume and Open Interest |
3,065 |
20,167 |
-323 |
Copper(CMX) |
Mar12 |
120327 |
388.05 |
389.05 |
386.25 |
387.90 |
-0.65 |
658 |
1,022 |
-373 |
May12 |
120327 |
389.70 |
390.40 |
385.50 |
388.00 |
-0.75 |
51,126 |
79,314 |
-3,016 |
Jul12 |
120327 |
390.25 |
390.80 |
386.45 |
388.90 |
-0.65 |
3,942 |
28,309 |
+394 |
Sep12 |
120327 |
389.35 |
391.70 |
388.05 |
389.75 |
-0.65 |
510 |
19,131 |
+9 |
Dec12 |
120327 |
390.20 |
391.95 |
388.50 |
390.50 |
-0.75 |
270 |
10,060 |
+16 |
Total Volume and Open Interest |
56,906 |
151,005 |
-2,936 |
DJIA Index(CBOT) |
Jun12 |
120327 |
13198 |
13238 |
13124 |
13124 |
-76 |
158 |
11,217 |
-9 |
Sep12 |
120327 |
13061 |
13137 |
13061 |
13061 |
-76 |
0 |
2 |
+0 |
Dec12 |
120327 |
12980 |
13056 |
12980 |
12980 |
-76 |
0 |
1 |
+0 |
Mar13 |
120327 |
12913 |
12989 |
12913 |
12913 |
-76 |
|
|
|
Total Volume and Open Interest |
158 |
11,220 |
-9 |
E-mini DJIA Index(CBOT) |
Mar12 |
120316 |
13233 |
13302 |
13226 |
13302 |
+64 |
25,062 |
50,291 |
-5,458 |
Jun12 |
120327 |
13197 |
13245 |
13122 |
13124 |
-76 |
85,775 |
109,579 |
+242 |
Sep12 |
120327 |
13167 |
13178 |
13061 |
13061 |
-76 |
4 |
164 |
+1 |
Dec12 |
120327 |
12980 |
12980 |
12980 |
12980 |
-76 |
0 |
23 |
+0 |
Total Volume and Open Interest |
85,779 |
109,766 |
+243 |
S & P 500(CME) |
Jun12 |
120327 |
1414.40 |
1419.60 |
1406.10 |
1406.40 |
-8.70 |
10,740 |
221,040 |
-753 |
Sep12 |
120327 |
1401.50 |
1401.90 |
1400.10 |
1400.10 |
-8.80 |
10 |
1,291 |
+7 |
Dec12 |
120327 |
1393.60 |
1394.50 |
1393.60 |
1393.60 |
-8.90 |
0 |
835 |
+0 |
Mar13 |
120327 |
1387.60 |
1388.50 |
1387.60 |
1387.60 |
-8.90 |
|
|
|
Total Volume and Open Interest |
10,750 |
223,166 |
-746 |
S & P 500 E-Mini(Globex) |
Jun12 |
120327 |
1415.00 |
1419.75 |
1406.00 |
1406.50 |
-8.50 |
1,559,341 |
2,697,307 |
-3,210 |
Sep12 |
120327 |
1408.50 |
1413.50 |
1400.00 |
1400.00 |
-9.00 |
2,349 |
6,454 |
+2,091 |
Total Volume and Open Interest |
1,561,798 |
2,704,826 |
-1,090 |
NASDAQ 100(CME) |
Jun12 |
120327 |
2778.00 |
2789.00 |
2772.80 |
2775.80 |
-1.20 |
551 |
9,778 |
-213 |
Sep12 |
120327 |
2776.00 |
2780.00 |
2769.80 |
2769.80 |
-2.20 |
0 |
1 |
+0 |
Dec12 |
120327 |
2764.30 |
2766.50 |
2764.30 |
2764.30 |
-2.20 |
|
|
|
Total Volume and Open Interest |
551 |
9,779 |
-213 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120327 |
2775.80 |
2789.50 |
2772.00 |
2775.80 |
-1.20 |
198,235 |
438,194 |
-2,142 |
Sep12 |
120327 |
2766.80 |
2787.80 |
2766.80 |
2769.80 |
-2.20 |
6 |
36 |
+0 |
Total Volume and Open Interest |
198,241 |
438,248 |
-2,142 |
S & P Midcap 400(CME) |
Jun12 |
120327 |
998.40 |
998.40 |
998.40 |
998.40 |
-5.90 |
0 |
1,082 |
+0 |
Sep12 |
120327 |
995.60 |
1001.50 |
995.60 |
995.60 |
-5.90 |
|
|
|
Dec12 |
120327 |
993.60 |
999.50 |
993.60 |
993.60 |
-5.90 |
|
|
|
Total Volume and Open Interest |
0 |
1,082 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120327 |
10040 |
10215 |
10040 |
10150 |
+80 |
4,348 |
45,127 |
-495 |
Sep12 |
120327 |
10165 |
10165 |
10085 |
10165 |
+80 |
|
|
|
Total Volume and Open Interest |
4,348 |
45,127 |
-495 |
Nikkei 225(SGX) |
Jun12 |
120327 |
9970 |
10190 |
9945 |
10185 |
+225 |
98,337 |
242,478 |
-2,653 |
Sep12 |
120327 |
10010 |
10185 |
10010 |
10185 |
+225 |
32 |
1,277 |
+1 |
Dec12 |
120327 |
10125 |
10125 |
10125 |
10125 |
+220 |
0 |
5,902 |
+0 |
Total Volume and Open Interest |
98,574 |
261,150 |
-2,574 |
CAC 40(EURONEXT) |
Apr12 |
120327 |
3521.5 |
3535.5 |
3454.0 |
3468.5 |
-30.5 |
92,235 |
357,925 |
+6,705 |
May12 |
120327 |
3457.0 |
3468.0 |
3408.0 |
3411.5 |
-30.0 |
63 |
3,192 |
+41 |
Jun12 |
120327 |
3438.5 |
3446.5 |
3380.0 |
3383.5 |
-30.0 |
171 |
29,387 |
+27 |
Total Volume and Open Interest |
92,469 |
390,620 |
+6,773 |
Hang Seng Index(HKFE) |
Mar12 |
120327 |
20964 |
21162 |
20916 |
21154 |
+425 |
78,632 |
100,755 |
+3,998 |
Apr12 |
120327 |
20985 |
21165 |
20920 |
21156 |
+433 |
3,523 |
15,277 |
+2,146 |
Total Volume and Open Interest |
82,430 |
122,074 |
+6,240 |
DAX(EUREX) |
Mar12 |
120316 |
7150.0 |
7196.5 |
7142.5 |
7193.0 |
+47.0 |
223,147 |
80,206 |
-30,186 |
Jun12 |
120327 |
7143.5 |
7167.0 |
7075.0 |
7092.0 |
-1.0 |
142,980 |
160,171 |
+2,651 |
Sep12 |
120327 |
7140.0 |
7175.0 |
7088.5 |
7101.0 |
-1.0 |
116 |
3,181 |
+6 |
Total Volume and Open Interest |
143,112 |
163,400 |
+2,668 |
FT-SE 100(EURONEXT) |
Jun12 |
120327 |
5875.00 |
5894.50 |
5808.00 |
5827.50 |
-24.00 |
90,326 |
633,498 |
+425 |
Sep12 |
120327 |
5838.00 |
5840.00 |
5778.00 |
5787.00 |
-24.50 |
7 |
533 |
+7 |
Dec12 |
120327 |
5763.50 |
5763.50 |
5763.50 |
5763.50 |
-21.00 |
0 |
92 |
+0 |
Total Volume and Open Interest |
90,333 |
634,123 |
+432 |
SPI 200(SFE) |
Mar12 |
120315 |
4288.0 |
4295.0 |
4258.0 |
4283.0 |
-10.0 |
97,969 |
170,192 |
-55,104 |
Jun12 |
120327 |
4270.0 |
4330.0 |
4264.0 |
4328.0 |
+56.0 |
26,928 |
188,583 |
-86 |
Sep12 |
120327 |
4243.0 |
4296.0 |
4243.0 |
4296.0 |
+56.0 |
43 |
2,070 |
-24 |
Total Volume and Open Interest |
27,233 |
194,244 |
+68 |
GSCI(CME) |
Apr12 |
120327 |
706.00 |
706.50 |
703.75 |
703.75 |
-2.25 |
231 |
10,038 |
-43 |
May12 |
120327 |
706.50 |
707.00 |
704.25 |
704.25 |
-2.25 |
2 |
79 |
+0 |
Jun12 |
120327 |
704.75 |
707.60 |
704.75 |
704.75 |
-2.25 |
|
|
|
Total Volume and Open Interest |
233 |
10,117 |
-43 |
Reuters CCI(ICE) |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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