|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri March 30, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120330 |
1355.50 |
1416.00 |
1353.50 |
1403.00 |
+47.50 |
91,500 |
243,552 |
-4,605 |
Jul12 |
120330 |
1361.25 |
1422.00 |
1360.00 |
1408.25 |
+47.00 |
42,401 |
155,978 |
+4,126 |
Aug12 |
120330 |
1353.75 |
1413.00 |
1350.75 |
1400.50 |
+49.75 |
1,551 |
8,546 |
+550 |
Sep12 |
120330 |
1327.50 |
1388.75 |
1326.25 |
1376.00 |
+49.75 |
929 |
6,668 |
+210 |
Nov12 |
120330 |
1303.25 |
1370.00 |
1303.00 |
1358.00 |
+53.25 |
32,455 |
170,760 |
-828 |
Jan13 |
120330 |
1301.00 |
1367.25 |
1301.00 |
1354.50 |
+48.50 |
2,974 |
28,878 |
+266 |
Mar13 |
120330 |
1295.00 |
1353.50 |
1292.25 |
1338.00 |
+43.25 |
5,014 |
34,388 |
+1,589 |
May13 |
120330 |
1283.00 |
1339.25 |
1283.00 |
1322.00 |
+38.75 |
2,482 |
15,678 |
+509 |
Jul13 |
120330 |
1284.75 |
1336.00 |
1282.25 |
1320.00 |
+37.50 |
3,245 |
14,834 |
+1,597 |
Aug13 |
120330 |
1296.25 |
1296.25 |
1268.50 |
1296.25 |
+27.75 |
0 |
80 |
+0 |
Sep13 |
120330 |
1267.50 |
1267.50 |
1240.50 |
1267.50 |
+27.00 |
0 |
112 |
+0 |
Nov13 |
120330 |
1213.00 |
1251.00 |
1212.50 |
1241.00 |
+25.25 |
559 |
7,862 |
-15 |
Jan14 |
120330 |
1250.00 |
1250.00 |
1222.75 |
1247.25 |
+24.50 |
0 |
158 |
+0 |
Mar14 |
120330 |
1247.25 |
1247.25 |
1222.75 |
1247.25 |
+24.50 |
0 |
3 |
+0 |
Total Volume and Open Interest |
183,111 |
687,980 |
+3,399 |
Soybean Meal(CBOT) |
May12 |
120330 |
375.40 |
394.30 |
375.10 |
388.70 |
+13.70 |
44,288 |
132,004 |
+4,556 |
Jul12 |
120330 |
374.90 |
394.50 |
374.90 |
389.70 |
+15.00 |
18,724 |
44,825 |
+956 |
Aug12 |
120330 |
371.40 |
389.70 |
369.70 |
385.50 |
+15.80 |
323 |
8,332 |
+7 |
Sep12 |
120330 |
363.80 |
382.20 |
363.80 |
378.50 |
+16.20 |
590 |
8,516 |
+195 |
Oct12 |
120330 |
366.90 |
372.80 |
353.00 |
370.30 |
+17.30 |
260 |
5,555 |
-24 |
Dec12 |
120330 |
352.20 |
371.40 |
350.70 |
369.30 |
+17.90 |
6,282 |
31,736 |
+829 |
Jan13 |
120330 |
365.00 |
366.50 |
348.40 |
364.50 |
+16.10 |
77 |
3,833 |
-27 |
Mar13 |
120330 |
358.00 |
362.60 |
344.10 |
358.30 |
+14.20 |
491 |
5,469 |
+170 |
May13 |
120330 |
354.50 |
355.00 |
338.10 |
351.30 |
+13.20 |
386 |
3,070 |
+86 |
Jul13 |
120330 |
337.20 |
352.60 |
336.60 |
349.30 |
+12.70 |
75 |
1,592 |
+55 |
Total Volume and Open Interest |
71,515 |
248,006 |
+6,793 |
Soybean Oil(CBOT) |
May12 |
120330 |
53.69 |
55.35 |
53.69 |
55.10 |
+1.51 |
55,303 |
157,930 |
-2,525 |
Jul12 |
120330 |
54.11 |
55.75 |
54.11 |
55.51 |
+1.50 |
25,170 |
97,482 |
+2,640 |
Aug12 |
120330 |
54.34 |
55.85 |
54.30 |
55.70 |
+1.50 |
3,261 |
12,804 |
+881 |
Sep12 |
120330 |
54.53 |
56.04 |
54.53 |
55.86 |
+1.50 |
2,143 |
9,843 |
+400 |
Oct12 |
120330 |
54.60 |
56.08 |
54.60 |
55.93 |
+1.49 |
393 |
8,250 |
-14 |
Dec12 |
120330 |
54.86 |
56.47 |
54.84 |
56.18 |
+1.48 |
11,769 |
62,273 |
-94 |
Jan13 |
120330 |
56.13 |
56.40 |
56.10 |
56.33 |
+1.48 |
167 |
2,577 |
+1 |
Mar13 |
120330 |
56.17 |
56.56 |
56.03 |
56.43 |
+1.48 |
975 |
5,833 |
+199 |
May13 |
120330 |
55.30 |
56.55 |
55.30 |
56.47 |
+1.49 |
571 |
2,598 |
+118 |
Jul13 |
120330 |
55.22 |
56.59 |
55.08 |
56.55 |
+1.47 |
251 |
3,539 |
-184 |
Total Volume and Open Interest |
100,351 |
367,366 |
+1,571 |
Canola(WCE) |
May12 |
120330 |
602.5 |
624.5 |
602.5 |
622.5 |
+19.2 |
15,383 |
76,703 |
-3,916 |
Jul12 |
120330 |
601.2 |
621.9 |
601.2 |
619.9 |
+18.7 |
9,122 |
42,098 |
+859 |
Nov12 |
120330 |
556.0 |
576.6 |
556.0 |
575.2 |
+19.2 |
3,888 |
71,120 |
+266 |
Jan13 |
120330 |
564.9 |
579.2 |
563.0 |
578.9 |
+18.7 |
340 |
9,868 |
+189 |
Mar13 |
120330 |
563.7 |
581.7 |
563.7 |
581.7 |
+18.7 |
120 |
4,889 |
+70 |
Total Volume and Open Interest |
28,902 |
207,802 |
-2,487 |
Corn(CBOT) |
May12 |
120330 |
605.00 |
644.00 |
604.00 |
644.00 |
+40.00 |
191,250 |
442,715 |
-2,906 |
Jul12 |
120330 |
605.00 |
643.75 |
603.75 |
643.25 |
+39.50 |
84,362 |
321,163 |
+6,692 |
Sep12 |
120330 |
546.50 |
567.50 |
545.00 |
563.25 |
+17.50 |
21,994 |
138,753 |
-134 |
Dec12 |
120330 |
525.00 |
542.50 |
523.00 |
540.25 |
+16.00 |
62,519 |
316,778 |
-2,582 |
Mar13 |
120330 |
535.75 |
553.50 |
534.75 |
551.75 |
+16.50 |
6,827 |
49,636 |
-1,090 |
May13 |
120330 |
543.50 |
561.00 |
543.00 |
559.75 |
+15.75 |
2,640 |
6,853 |
+1,668 |
Jul13 |
120330 |
548.75 |
566.00 |
548.25 |
564.75 |
+16.00 |
1,431 |
8,021 |
+379 |
Sep13 |
120330 |
530.00 |
543.25 |
529.50 |
543.25 |
+13.75 |
76 |
1,149 |
+50 |
Dec13 |
120330 |
520.50 |
540.00 |
520.50 |
538.75 |
+18.00 |
1,394 |
22,466 |
+575 |
Mar14 |
120330 |
544.50 |
550.00 |
532.00 |
550.00 |
+18.00 |
23 |
509 |
+13 |
Total Volume and Open Interest |
372,740 |
1,311,737 |
+2,735 |
Wheat(CBOT) |
May12 |
120330 |
613.00 |
668.75 |
612.75 |
660.75 |
+48.25 |
62,374 |
168,275 |
-2,559 |
Jul12 |
120330 |
628.00 |
680.00 |
627.75 |
674.00 |
+46.75 |
26,621 |
130,685 |
+4,453 |
Sep12 |
120330 |
644.50 |
695.50 |
644.50 |
690.00 |
+45.50 |
6,915 |
54,622 |
+639 |
Dec12 |
120330 |
668.75 |
717.00 |
666.50 |
712.00 |
+45.25 |
6,978 |
75,640 |
+264 |
Mar13 |
120330 |
684.50 |
730.00 |
683.25 |
727.75 |
+44.50 |
350 |
12,504 |
+55 |
May13 |
120330 |
706.00 |
734.25 |
692.00 |
734.25 |
+42.25 |
21 |
818 |
+8 |
Total Volume and Open Interest |
103,333 |
451,538 |
+2,873 |
Wheat(KCBT) |
May12 |
120330 |
655.25 |
702.00 |
651.25 |
697.50 |
+43.50 |
9,242 |
40,636 |
-205 |
Jul12 |
120330 |
664.25 |
710.75 |
661.00 |
707.00 |
+43.00 |
6,521 |
61,649 |
+589 |
Sep12 |
120330 |
680.50 |
725.00 |
677.75 |
722.00 |
+43.00 |
1,094 |
13,362 |
+144 |
Dec12 |
120330 |
703.25 |
744.25 |
697.50 |
742.00 |
+41.25 |
1,872 |
18,313 |
+513 |
Mar13 |
120330 |
715.00 |
754.50 |
712.25 |
754.00 |
+39.00 |
223 |
886 |
+24 |
May13 |
120330 |
733.25 |
758.00 |
733.25 |
758.00 |
+39.00 |
132 |
141 |
+76 |
Total Volume and Open Interest |
19,134 |
135,581 |
+1,158 |
Wheat(MGE) |
May12 |
120330 |
788.75 |
844.00 |
784.75 |
837.50 |
+48.75 |
1,775 |
11,446 |
-252 |
Jul12 |
120330 |
783.25 |
840.00 |
780.00 |
833.50 |
+50.50 |
827 |
10,314 |
+154 |
Sep12 |
120330 |
771.00 |
829.25 |
767.50 |
821.50 |
+51.50 |
438 |
10,055 |
+140 |
Dec12 |
120330 |
772.00 |
827.00 |
772.00 |
822.00 |
+48.25 |
422 |
5,866 |
+94 |
Mar13 |
120330 |
780.00 |
830.00 |
780.00 |
823.75 |
+40.75 |
83 |
622 |
+56 |
Total Volume and Open Interest |
3,550 |
38,320 |
+197 |
Oats(CBOT) |
May12 |
120330 |
336.00 |
350.00 |
336.00 |
341.25 |
+5.75 |
1,156 |
6,373 |
+146 |
Jul12 |
120330 |
335.25 |
345.00 |
335.25 |
342.00 |
+6.75 |
98 |
2,120 |
+51 |
Sep12 |
120330 |
341.50 |
341.50 |
332.50 |
340.00 |
+7.50 |
35 |
272 |
+19 |
Dec12 |
120330 |
345.00 |
346.00 |
344.00 |
344.00 |
+5.75 |
296 |
2,098 |
+5 |
Total Volume and Open Interest |
1,585 |
10,869 |
+221 |
Rough Rice(CBOT) |
May12 |
120330 |
14.94 |
15.05 |
14.47 |
14.77 |
-0.13 |
1,509 |
10,186 |
-641 |
Jul12 |
120330 |
15.20 |
15.32 |
14.79 |
15.03 |
-0.14 |
635 |
3,463 |
+10 |
Sep12 |
120330 |
15.43 |
15.50 |
15.03 |
15.27 |
-0.10 |
252 |
1,626 |
+158 |
Nov12 |
120330 |
15.23 |
15.66 |
15.23 |
15.52 |
-0.10 |
11 |
86 |
+3 |
Total Volume and Open Interest |
2,407 |
15,369 |
-470 |
Live Cattle(CME) |
Apr12 |
120330 |
122.635 |
123.400 |
120.100 |
120.450 |
-2.050 |
18,775 |
45,738 |
-2,998 |
Jun12 |
120330 |
118.450 |
119.150 |
116.100 |
116.150 |
-2.330 |
25,876 |
146,126 |
+732 |
Aug12 |
120330 |
121.385 |
121.800 |
119.500 |
119.680 |
-1.520 |
11,916 |
83,813 |
+1,314 |
Oct12 |
120330 |
126.800 |
127.400 |
125.385 |
125.600 |
-1.130 |
6,295 |
44,233 |
+829 |
Dec12 |
120330 |
127.950 |
128.700 |
126.800 |
127.100 |
-0.950 |
2,559 |
24,514 |
+500 |
Feb13 |
120330 |
128.600 |
129.350 |
127.450 |
127.850 |
-1.100 |
444 |
7,177 |
+61 |
Total Volume and Open Interest |
65,965 |
355,185 |
+448 |
Feeder Cattle(CME) |
Apr12 |
120330 |
151.800 |
152.200 |
148.735 |
148.825 |
-2.460 |
1,951 |
9,281 |
-430 |
May12 |
120330 |
152.100 |
152.685 |
149.000 |
149.130 |
-2.695 |
3,334 |
16,779 |
-137 |
Aug12 |
120330 |
155.000 |
155.535 |
152.200 |
152.700 |
-2.085 |
2,004 |
14,690 |
-99 |
Sep12 |
120330 |
155.800 |
156.285 |
153.500 |
154.000 |
-1.750 |
407 |
3,005 |
+24 |
Oct12 |
120330 |
156.500 |
156.500 |
154.000 |
154.035 |
-2.065 |
154 |
1,546 |
-1 |
Nov12 |
120330 |
155.880 |
156.550 |
154.350 |
154.750 |
-1.250 |
104 |
973 |
+32 |
Jan13 |
120330 |
155.100 |
156.000 |
154.485 |
155.250 |
-0.550 |
28 |
274 |
+11 |
Total Volume and Open Interest |
8,443 |
48,713 |
-822 |
Lean Hogs(CME) |
Apr12 |
120330 |
82.850 |
83.750 |
82.850 |
83.430 |
+0.395 |
11,579 |
22,812 |
-3,844 |
May12 |
120330 |
90.885 |
92.035 |
90.535 |
91.930 |
+0.180 |
136 |
2,805 |
-1 |
Jun12 |
120330 |
90.080 |
91.430 |
89.830 |
90.400 |
+0.320 |
16,286 |
100,256 |
+2,579 |
Jul12 |
120330 |
90.600 |
91.850 |
90.330 |
91.650 |
+1.100 |
4,962 |
29,069 |
-974 |
Aug12 |
120330 |
90.580 |
92.430 |
90.580 |
91.850 |
+0.450 |
7,260 |
40,447 |
+37 |
Oct12 |
120330 |
82.385 |
83.300 |
81.900 |
82.900 |
+0.550 |
7,646 |
34,390 |
+1,510 |
Dec12 |
120330 |
79.180 |
80.100 |
78.800 |
79.885 |
+0.435 |
2,001 |
21,783 |
+6 |
Feb13 |
120330 |
80.430 |
80.950 |
79.930 |
80.800 |
-0.400 |
220 |
7,074 |
-77 |
Total Volume and Open Interest |
50,231 |
265,200 |
-675 |
Class III Milk(CME) |
Mar12 |
120330 |
15.72 |
15.72 |
15.72 |
15.72 |
+0.08 |
1 |
6,000 |
+0 |
Apr12 |
120330 |
15.70 |
15.99 |
15.62 |
15.66 |
+0.04 |
372 |
5,173 |
+132 |
May12 |
120330 |
15.30 |
15.70 |
15.30 |
15.66 |
+0.37 |
188 |
4,143 |
+45 |
Jun12 |
120330 |
15.49 |
16.06 |
15.49 |
15.91 |
+0.39 |
58 |
3,573 |
+5 |
Jul12 |
120330 |
16.13 |
16.60 |
16.13 |
16.40 |
+0.28 |
49 |
2,617 |
+17 |
Total Volume and Open Interest |
929 |
32,715 |
+289 |
Cocoa(ICE) |
May12 |
120330 |
2223 |
2258 |
2196 |
2219 |
-4 |
14,006 |
61,067 |
-552 |
Jul12 |
120330 |
2248 |
2282 |
2222 |
2246 |
-4 |
4,855 |
37,358 |
-175 |
Sep12 |
120330 |
2262 |
2296 |
2241 |
2262 |
-1 |
1,516 |
21,857 |
+250 |
Dec12 |
120330 |
2278 |
2310 |
2257 |
2276 |
unch |
648 |
22,626 |
+75 |
Mar13 |
120330 |
2288 |
2316 |
2265 |
2281 |
+1 |
426 |
21,991 |
+200 |
May13 |
120330 |
2330 |
2330 |
2283 |
2295 |
-3 |
314 |
4,124 |
+66 |
Jul13 |
120330 |
2312 |
2312 |
2312 |
2312 |
unch |
164 |
1,658 |
-28 |
Total Volume and Open Interest |
21,930 |
171,734 |
-164 |
Coffee "C"(ICE) |
May12 |
120330 |
177.15 |
184.05 |
177.10 |
182.45 |
+6.00 |
14,573 |
71,832 |
+177 |
Jul12 |
120330 |
179.20 |
186.50 |
179.20 |
185.00 |
+5.85 |
6,548 |
35,579 |
+1,434 |
Sep12 |
120330 |
183.45 |
189.10 |
183.00 |
187.85 |
+5.80 |
1,726 |
26,782 |
+268 |
Dec12 |
120330 |
187.45 |
192.85 |
187.15 |
191.65 |
+5.70 |
953 |
13,660 |
+36 |
Mar13 |
120330 |
191.65 |
196.80 |
191.65 |
195.55 |
+5.45 |
429 |
4,856 |
+27 |
May13 |
120330 |
194.80 |
198.75 |
194.70 |
197.95 |
+5.00 |
305 |
2,472 |
+126 |
Total Volume and Open Interest |
24,630 |
156,993 |
+2,093 |
Orange Juice(ICE) |
May12 |
120330 |
166.45 |
167.45 |
161.75 |
164.50 |
-2.60 |
394 |
16,080 |
-99 |
Jul12 |
120330 |
164.00 |
164.20 |
159.25 |
161.50 |
-2.60 |
229 |
2,349 |
+69 |
Sep12 |
120330 |
161.10 |
161.75 |
158.00 |
159.65 |
-2.05 |
11 |
1,125 |
+4 |
Nov12 |
120330 |
155.00 |
155.15 |
154.00 |
154.30 |
-1.85 |
0 |
955 |
+0 |
Jan13 |
120330 |
154.80 |
154.80 |
153.50 |
153.90 |
-1.10 |
0 |
195 |
+0 |
Mar13 |
120330 |
153.80 |
153.80 |
153.80 |
153.80 |
-1.20 |
0 |
34 |
+0 |
Total Volume and Open Interest |
634 |
20,742 |
-26 |
Sugar #11(ICE) |
May12 |
120330 |
24.90 |
24.90 |
24.42 |
24.71 |
+0.11 |
40,695 |
225,692 |
-5,125 |
Jul12 |
120330 |
23.73 |
23.91 |
23.48 |
23.82 |
+0.14 |
26,050 |
220,619 |
+966 |
Oct12 |
120330 |
23.67 |
23.90 |
23.49 |
23.87 |
+0.19 |
13,839 |
122,328 |
-228 |
Mar13 |
120330 |
24.32 |
24.59 |
24.10 |
24.53 |
+0.22 |
4,532 |
86,729 |
+170 |
May13 |
120330 |
24.05 |
24.30 |
23.80 |
24.25 |
+0.20 |
1,723 |
20,495 |
+6 |
Jul13 |
120330 |
23.88 |
24.03 |
23.61 |
23.98 |
+0.15 |
450 |
19,765 |
+239 |
Oct13 |
120330 |
23.92 |
24.02 |
23.65 |
23.97 |
+0.10 |
460 |
21,267 |
+148 |
Mar14 |
120330 |
24.00 |
24.10 |
23.74 |
24.05 |
+0.10 |
294 |
15,311 |
+241 |
Total Volume and Open Interest |
88,283 |
743,169 |
-3,558 |
London Cocoa(LCE) |
May12 |
120330 |
1453 |
1478 |
1453 |
1462 |
-1 |
7,587 |
42,931 |
-1,807 |
Jul12 |
120330 |
1468 |
1490 |
1467 |
1476 |
-2 |
6,535 |
49,763 |
+3,554 |
Sep12 |
120330 |
1471 |
1492 |
1469 |
1482 |
+2 |
906 |
27,131 |
+89 |
Dec12 |
120330 |
1474 |
1495 |
1472 |
1485 |
+2 |
1,947 |
27,235 |
-39 |
Mar13 |
120330 |
1466 |
1482 |
1458 |
1470 |
+1 |
3,129 |
29,675 |
+520 |
May13 |
120330 |
1475 |
1476 |
1460 |
1474 |
+1 |
803 |
8,621 |
+69 |
Jul13 |
120330 |
1472 |
1480 |
1472 |
1480 |
+2 |
0 |
3,949 |
+0 |
Total Volume and Open Interest |
20,907 |
192,772 |
+2,636 |
London Sugar(LCE) |
May12 |
120330 |
638.10 |
644.80 |
633.30 |
643.60 |
+9.50 |
4,770 |
28,243 |
-1,914 |
Aug12 |
120330 |
627.90 |
632.20 |
622.30 |
631.50 |
+8.50 |
3,105 |
16,977 |
+204 |
Oct12 |
120330 |
615.90 |
622.00 |
611.80 |
621.00 |
+8.00 |
390 |
10,231 |
-26 |
Dec12 |
120330 |
619.60 |
625.50 |
616.60 |
624.90 |
+7.30 |
51 |
3,210 |
+21 |
Mar13 |
120330 |
624.00 |
629.60 |
622.70 |
629.60 |
+7.30 |
94 |
5,154 |
-11 |
Total Volume and Open Interest |
8,440 |
64,706 |
-1,720 |
Cotton(ICE) |
May12 |
120330 |
93.54 |
94.00 |
92.28 |
93.52 |
-0.02 |
17,031 |
77,020 |
-3,623 |
Jul12 |
120330 |
93.70 |
94.00 |
92.40 |
93.92 |
+0.19 |
8,961 |
55,615 |
+925 |
Oct12 |
120330 |
92.84 |
92.84 |
92.84 |
92.84 |
+0.16 |
10 |
89 |
+1 |
Dec12 |
120330 |
90.48 |
91.14 |
89.74 |
91.00 |
+0.28 |
2,827 |
50,831 |
+990 |
Mar13 |
120330 |
91.40 |
91.71 |
90.72 |
91.62 |
+0.22 |
45 |
2,208 |
-20 |
May13 |
120330 |
91.05 |
91.60 |
90.60 |
91.51 |
+0.26 |
14 |
670 |
+1 |
Total Volume and Open Interest |
28,915 |
187,509 |
-1,706 |
Lumber(CME) |
May12 |
120330 |
264.0 |
264.0 |
254.9 |
260.9 |
-0.1 |
270 |
5,822 |
+18 |
Jul12 |
120330 |
272.4 |
272.8 |
263.7 |
263.8 |
-9.7 |
159 |
2,200 |
+23 |
Sep12 |
120330 |
279.0 |
279.4 |
270.3 |
270.7 |
-7.4 |
26 |
991 |
+2 |
Nov12 |
120330 |
276.0 |
276.1 |
268.3 |
269.0 |
-7.0 |
13 |
661 |
+6 |
Total Volume and Open Interest |
472 |
9,717 |
+53 |
Crude Oil(NYM) |
May12 |
120330 |
103.29 |
104.14 |
102.78 |
103.02 |
+0.24 |
309,064 |
289,470 |
-8,017 |
Jun12 |
120330 |
103.84 |
104.64 |
103.30 |
103.54 |
+0.23 |
93,491 |
162,970 |
+1,103 |
Jul12 |
120330 |
104.20 |
105.07 |
103.83 |
104.03 |
+0.23 |
40,959 |
114,204 |
+4,377 |
Aug12 |
120330 |
104.82 |
105.43 |
104.21 |
104.40 |
+0.23 |
11,571 |
77,432 |
+695 |
Sep12 |
120330 |
104.93 |
105.65 |
104.48 |
104.66 |
+0.23 |
18,859 |
58,411 |
-1,116 |
Oct12 |
120330 |
104.80 |
105.76 |
104.70 |
104.86 |
+0.22 |
4,782 |
44,061 |
-194 |
Nov12 |
120330 |
105.40 |
106.05 |
105.01 |
105.05 |
+0.21 |
3,378 |
34,769 |
-83 |
Dec12 |
120330 |
105.49 |
106.26 |
104.98 |
105.23 |
+0.21 |
44,264 |
189,120 |
-123 |
Jan13 |
120330 |
105.75 |
106.29 |
105.09 |
105.33 |
+0.23 |
2,379 |
42,324 |
-682 |
Feb13 |
120330 |
106.00 |
106.00 |
105.32 |
105.32 |
+0.26 |
1,294 |
22,674 |
+84 |
Mar13 |
120330 |
105.16 |
105.31 |
105.00 |
105.20 |
+0.30 |
1,763 |
32,627 |
+181 |
Apr13 |
120330 |
104.94 |
104.94 |
104.94 |
104.94 |
+0.32 |
617 |
14,924 |
+31 |
May13 |
120330 |
104.62 |
104.62 |
104.62 |
104.62 |
+0.33 |
468 |
12,946 |
+38 |
Jun13 |
120330 |
104.53 |
105.10 |
103.94 |
104.31 |
+0.34 |
5,246 |
68,530 |
+1,305 |
Jul13 |
120330 |
103.90 |
103.90 |
103.90 |
103.90 |
+0.34 |
192 |
11,533 |
+27 |
Aug13 |
120330 |
103.50 |
103.50 |
103.50 |
103.50 |
+0.34 |
130 |
7,187 |
-54 |
Total Volume and Open Interest |
568,804 |
1,559,216 |
-2,931 |
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 |
120330 |
103.300 |
104.125 |
102.775 |
103.025 |
+0.250 |
8,134 |
1,273 |
-54 |
Jun12 |
120330 |
103.800 |
104.600 |
103.325 |
103.550 |
+0.250 |
300 |
299 |
+70 |
Jul12 |
120330 |
104.525 |
105.050 |
104.025 |
104.025 |
+0.225 |
28 |
91 |
-2 |
Aug12 |
120330 |
104.400 |
104.400 |
104.400 |
104.400 |
+0.225 |
2 |
13 |
-2 |
Sep12 |
120330 |
105.275 |
105.275 |
104.650 |
104.650 |
+0.225 |
2 |
33 |
+2 |
Oct12 |
120330 |
105.350 |
105.350 |
104.850 |
104.850 |
+0.200 |
1 |
10 |
+1 |
Nov12 |
120330 |
105.050 |
105.050 |
105.050 |
105.050 |
+0.200 |
0 |
1 |
+0 |
Dec12 |
120330 |
105.500 |
105.500 |
105.225 |
105.225 |
+0.200 |
0 |
233 |
+0 |
Total Volume and Open Interest |
8,467 |
2,130 |
+15 |
Heating Oil(NYM) |
Apr12 |
120330 |
317.00 |
319.51 |
315.18 |
316.84 |
+0.95 |
21,133 |
12,556 |
-4,661 |
May12 |
120330 |
316.98 |
321.05 |
316.35 |
317.01 |
+0.03 |
54,611 |
92,185 |
+100 |
Jun12 |
120330 |
318.30 |
321.77 |
317.20 |
317.94 |
+0.13 |
27,748 |
60,584 |
-1,480 |
Jul12 |
120330 |
319.86 |
322.58 |
318.00 |
318.91 |
+0.30 |
11,845 |
30,452 |
+916 |
Aug12 |
120330 |
320.76 |
323.22 |
318.85 |
319.81 |
+0.48 |
6,409 |
16,960 |
+575 |
Sep12 |
120330 |
321.08 |
323.37 |
320.30 |
320.53 |
+0.57 |
4,029 |
15,706 |
+758 |
Oct12 |
120330 |
322.57 |
324.23 |
320.84 |
321.07 |
+0.52 |
1,687 |
9,131 |
+249 |
Nov12 |
120330 |
322.31 |
322.31 |
321.48 |
321.48 |
+0.43 |
1,267 |
4,806 |
+150 |
Dec12 |
120330 |
323.28 |
325.17 |
321.38 |
321.76 |
+0.33 |
7,537 |
32,054 |
-1,803 |
Jan13 |
120330 |
322.67 |
323.07 |
321.78 |
321.88 |
+0.30 |
337 |
5,858 |
-17 |
Feb13 |
120330 |
321.76 |
322.16 |
320.96 |
321.13 |
+0.25 |
16 |
1,057 |
+19 |
Mar13 |
120330 |
320.08 |
320.08 |
319.01 |
319.08 |
+0.20 |
1 |
1,218 |
+1 |
Total Volume and Open Interest |
136,620 |
283,395 |
-5,193 |
Gasoline(NYMEX) |
Apr12 |
120330 |
340.50 |
344.12 |
338.00 |
338.99 |
-1.07 |
39,943 |
14,367 |
-6,781 |
May12 |
120330 |
334.20 |
337.61 |
330.04 |
330.81 |
-3.16 |
75,978 |
118,472 |
+1,531 |
Jun12 |
120330 |
328.17 |
331.01 |
324.24 |
324.93 |
-3.09 |
43,715 |
67,344 |
-3,287 |
Jul12 |
120330 |
323.31 |
325.07 |
319.16 |
319.47 |
-2.98 |
26,956 |
43,659 |
+150 |
Aug12 |
120330 |
317.28 |
318.63 |
313.54 |
313.91 |
-2.73 |
15,936 |
27,439 |
+1,670 |
Sep12 |
120330 |
311.84 |
312.69 |
307.97 |
308.24 |
-2.36 |
9,393 |
26,131 |
+451 |
Oct12 |
120330 |
294.47 |
295.85 |
291.81 |
292.10 |
-1.64 |
3,506 |
19,591 |
-24 |
Nov12 |
120330 |
289.99 |
290.27 |
287.37 |
287.40 |
-1.37 |
1,350 |
7,364 |
-118 |
Dec12 |
120330 |
286.44 |
287.81 |
284.72 |
284.94 |
-1.15 |
2,089 |
22,050 |
+267 |
Jan13 |
120330 |
286.24 |
286.37 |
284.10 |
284.10 |
-1.00 |
250 |
5,459 |
+96 |
Total Volume and Open Interest |
219,522 |
362,898 |
-5,927 |
e-miNY RBOB Gasoline(NYM) |
May12 |
120330 |
330.80 |
330.81 |
330.80 |
330.80 |
-3.20 |
|
|
|
Jun12 |
120330 |
324.90 |
324.93 |
324.90 |
324.90 |
-3.10 |
|
|
|
Jul12 |
120330 |
319.50 |
319.50 |
319.47 |
319.50 |
-3.00 |
|
|
|
Aug12 |
120330 |
313.90 |
313.91 |
313.90 |
313.90 |
-2.70 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
May12 |
120330 |
2.166 |
2.172 |
2.101 |
2.126 |
-0.023 |
118,913 |
317,615 |
-932 |
Jun12 |
120330 |
2.289 |
2.289 |
2.235 |
2.259 |
-0.011 |
34,394 |
106,608 |
+1,946 |
Jul12 |
120330 |
2.405 |
2.412 |
2.356 |
2.389 |
-0.001 |
30,077 |
145,643 |
+914 |
Aug12 |
120330 |
2.456 |
2.485 |
2.424 |
2.461 |
+0.002 |
13,681 |
49,043 |
+2,608 |
Sep12 |
120330 |
2.480 |
2.514 |
2.455 |
2.492 |
+0.006 |
14,709 |
87,475 |
-845 |
Oct12 |
120330 |
2.564 |
2.589 |
2.524 |
2.569 |
+0.010 |
18,145 |
146,976 |
+2,124 |
Nov12 |
120330 |
2.800 |
2.835 |
2.780 |
2.816 |
+0.015 |
5,737 |
48,617 |
+106 |
Dec12 |
120330 |
3.155 |
3.194 |
3.120 |
3.181 |
+0.031 |
5,001 |
54,159 |
-305 |
Jan13 |
120330 |
3.280 |
3.345 |
3.267 |
3.331 |
+0.033 |
7,881 |
73,099 |
-391 |
Feb13 |
120330 |
3.287 |
3.357 |
3.281 |
3.342 |
+0.033 |
2,032 |
17,776 |
-183 |
Mar13 |
120330 |
3.269 |
3.340 |
3.263 |
3.325 |
+0.033 |
2,303 |
26,007 |
+265 |
Apr13 |
120330 |
3.265 |
3.325 |
3.251 |
3.311 |
+0.037 |
2,092 |
41,410 |
+327 |
May13 |
120330 |
3.310 |
3.375 |
3.301 |
3.358 |
+0.038 |
589 |
11,019 |
+82 |
Jun13 |
120330 |
3.415 |
3.427 |
3.360 |
3.414 |
+0.039 |
194 |
4,685 |
+3 |
Jul13 |
120330 |
3.477 |
3.480 |
3.469 |
3.469 |
+0.040 |
240 |
4,983 |
+31 |
Aug13 |
120330 |
3.504 |
3.504 |
3.492 |
3.492 |
+0.041 |
247 |
5,687 |
+4 |
Total Volume and Open Interest |
260,272 |
1,231,209 |
-233 |
Brent Crude Oil(ICE) |
May12 |
120330 |
122.60 |
124.07 |
122.58 |
122.88 |
+0.49 |
224,926 |
207,724 |
-11,368 |
Jun12 |
120330 |
121.91 |
123.23 |
121.78 |
122.08 |
+0.45 |
138,661 |
190,324 |
+2,577 |
Jul12 |
120330 |
121.32 |
122.47 |
121.07 |
121.36 |
+0.37 |
55,732 |
92,073 |
+9,906 |
Aug12 |
120330 |
120.64 |
121.80 |
120.46 |
120.65 |
+0.31 |
30,881 |
61,190 |
+2,613 |
Sep12 |
120330 |
119.92 |
121.00 |
119.62 |
119.85 |
+0.27 |
24,865 |
73,753 |
+413 |
Oct12 |
120330 |
119.15 |
120.13 |
118.81 |
119.05 |
+0.24 |
16,469 |
57,529 |
+1,371 |
Nov12 |
120330 |
118.50 |
119.47 |
118.14 |
118.40 |
+0.24 |
10,693 |
32,690 |
-289 |
Dec12 |
120330 |
117.93 |
118.85 |
117.45 |
117.75 |
+0.23 |
39,248 |
105,098 |
-1,368 |
Jan13 |
120330 |
117.41 |
117.72 |
116.99 |
117.16 |
+0.23 |
1,919 |
17,747 |
-208 |
Feb13 |
120330 |
116.68 |
116.68 |
116.57 |
116.57 |
+0.23 |
1,280 |
10,789 |
+82 |
Mar13 |
120330 |
116.15 |
116.20 |
115.96 |
115.96 |
+0.24 |
1,095 |
10,420 |
+133 |
Apr13 |
120330 |
115.29 |
115.29 |
115.29 |
115.29 |
+0.23 |
452 |
7,114 |
-91 |
May13 |
120330 |
114.60 |
114.60 |
114.60 |
114.60 |
+0.22 |
725 |
7,466 |
+257 |
Jun13 |
120330 |
113.86 |
114.91 |
113.61 |
113.90 |
+0.23 |
4,269 |
34,630 |
+822 |
Total Volume and Open Interest |
577,270 |
1,110,868 |
+10,191 |
Gas Oil(ICE) |
Apr12 |
120330 |
1013.25 |
1021.50 |
1008.25 |
1014.25 |
-3.50 |
40,207 |
86,767 |
-4,668 |
May12 |
120330 |
1012.00 |
1021.25 |
1008.00 |
1013.75 |
-3.50 |
70,916 |
126,696 |
+1,021 |
Jun12 |
120330 |
1011.25 |
1020.25 |
1007.00 |
1012.75 |
-3.25 |
32,937 |
60,592 |
-1,795 |
Jul12 |
120330 |
1010.75 |
1020.00 |
1006.50 |
1012.50 |
-3.00 |
13,129 |
37,549 |
+2,331 |
Aug12 |
120330 |
1012.00 |
1019.50 |
1007.25 |
1012.50 |
-2.75 |
5,989 |
27,930 |
-757 |
Sep12 |
120330 |
1011.00 |
1020.00 |
1007.75 |
1012.50 |
-2.50 |
4,495 |
24,863 |
-55 |
Oct12 |
120330 |
1010.00 |
1018.50 |
1005.75 |
1011.00 |
-2.25 |
1,765 |
16,813 |
+388 |
Nov12 |
120330 |
1008.00 |
1015.50 |
1003.75 |
1009.00 |
-2.25 |
1,546 |
12,820 |
-292 |
Dec12 |
120330 |
1005.00 |
1013.50 |
1001.00 |
1006.25 |
-2.25 |
8,811 |
42,972 |
+4 |
Jan13 |
120330 |
1005.25 |
1005.25 |
999.25 |
1003.75 |
-2.25 |
566 |
15,478 |
-60 |
Total Volume and Open Interest |
185,500 |
523,521 |
-2,057 |
Ethanol(CBOT) |
Mar12 |
120305 |
2.270 |
2.289 |
2.270 |
2.289 |
+0.029 |
25 |
151 |
-37 |
Apr12 |
120330 |
2.224 |
2.270 |
2.224 |
2.265 |
+0.115 |
231 |
276 |
-118 |
May12 |
120330 |
2.242 |
2.289 |
2.238 |
2.283 |
+0.122 |
319 |
1,517 |
+130 |
Jun12 |
120330 |
2.260 |
2.305 |
2.255 |
2.301 |
+0.120 |
120 |
737 |
-34 |
Jul12 |
120330 |
2.219 |
2.312 |
2.219 |
2.311 |
+0.117 |
174 |
2,339 |
+29 |
Aug12 |
120330 |
2.260 |
2.286 |
2.240 |
2.280 |
+0.096 |
84 |
1,436 |
+48 |
Sep12 |
120330 |
2.170 |
2.204 |
2.169 |
2.204 |
+0.077 |
81 |
1,280 |
+37 |
Oct12 |
120330 |
2.065 |
2.107 |
2.065 |
2.100 |
+0.055 |
58 |
1,014 |
+14 |
Total Volume and Open Interest |
1,256 |
11,615 |
+182 |
WTI Crude Oil(ICE) |
May12 |
120330 |
103.35 |
104.15 |
102.79 |
103.02 |
+0.24 |
56,204 |
51,921 |
-3,415 |
Jun12 |
120330 |
103.98 |
104.63 |
103.34 |
103.54 |
+0.23 |
24,604 |
60,656 |
+708 |
Jul12 |
120330 |
104.50 |
105.09 |
103.88 |
104.03 |
+0.23 |
11,234 |
30,485 |
-110 |
Aug12 |
120330 |
104.80 |
105.27 |
104.20 |
104.40 |
+0.23 |
6,790 |
17,878 |
+1,412 |
Sep12 |
120330 |
105.19 |
105.64 |
104.45 |
104.66 |
+0.23 |
5,279 |
21,078 |
+29 |
Oct12 |
120330 |
105.16 |
105.83 |
104.75 |
104.86 |
+0.22 |
3,011 |
13,157 |
+472 |
Nov12 |
120330 |
105.11 |
106.02 |
104.94 |
105.05 |
+0.21 |
1,758 |
8,319 |
-116 |
Dec12 |
120330 |
105.62 |
106.20 |
105.04 |
105.23 |
+0.21 |
11,721 |
67,113 |
-473 |
Jan13 |
120330 |
105.41 |
105.41 |
105.33 |
105.33 |
+0.23 |
788 |
6,956 |
+42 |
Feb13 |
120330 |
105.32 |
105.32 |
105.32 |
105.32 |
+0.26 |
271 |
3,485 |
+126 |
Mar13 |
120330 |
105.20 |
105.20 |
105.20 |
105.20 |
+0.30 |
103 |
3,929 |
-7 |
Apr13 |
120330 |
104.94 |
104.94 |
104.94 |
104.94 |
+0.32 |
134 |
802 |
+35 |
May13 |
120330 |
104.62 |
104.62 |
104.62 |
104.62 |
+0.33 |
127 |
809 |
+95 |
Jun13 |
120330 |
104.05 |
104.54 |
104.00 |
104.31 |
+0.34 |
1,089 |
17,728 |
+475 |
Jul13 |
120330 |
103.90 |
103.90 |
103.90 |
103.90 |
+0.34 |
35 |
252 |
+4 |
Aug13 |
120330 |
103.50 |
103.50 |
103.50 |
103.50 |
+0.34 |
132 |
960 |
+11 |
Total Volume and Open Interest |
129,994 |
407,625 |
+547 |
US Dollar Index(ICE) |
Jun12 |
120330 |
79.225 |
79.225 |
78.870 |
79.137 |
-0.220 |
27,629 |
45,641 |
-5,738 |
Sep12 |
120330 |
79.520 |
79.527 |
79.275 |
79.527 |
-0.205 |
1 |
548 |
+1 |
Dec12 |
120330 |
79.957 |
79.957 |
79.955 |
79.957 |
-0.205 |
|
|
|
Total Volume and Open Interest |
27,630 |
46,189 |
-5,737 |
Australian Dollar(CME) |
Jun12 |
120330 |
102.90 |
103.27 |
102.60 |
102.69 |
+0.01 |
139,663 |
151,988 |
+4,923 |
Sep12 |
120330 |
102.13 |
102.19 |
101.72 |
101.74 |
+0.01 |
53 |
329 |
+32 |
Dec12 |
120330 |
100.83 |
100.83 |
100.83 |
100.83 |
unch |
5 |
14 |
+5 |
Total Volume and Open Interest |
139,721 |
152,333 |
+4,960 |
British Pound(CME) |
Jun12 |
120330 |
159.45 |
160.30 |
159.24 |
159.88 |
+0.64 |
112,504 |
134,456 |
-539 |
Sep12 |
120330 |
159.60 |
160.11 |
159.15 |
159.78 |
+0.63 |
128 |
131 |
+28 |
Dec12 |
120330 |
159.67 |
159.67 |
159.03 |
159.67 |
+0.64 |
2 |
44 |
+2 |
Total Volume and Open Interest |
112,634 |
134,638 |
-509 |
Canadian Dollar(CME) |
Jun12 |
120330 |
100.17 |
100.31 |
99.84 |
100.10 |
+0.11 |
79,925 |
113,860 |
-2,412 |
Sep12 |
120330 |
100.00 |
100.05 |
99.73 |
99.90 |
+0.11 |
81 |
2,507 |
+49 |
Dec12 |
120330 |
99.77 |
99.80 |
99.51 |
99.69 |
+0.13 |
87 |
3,651 |
+38 |
Mar13 |
120330 |
99.33 |
99.49 |
99.33 |
99.46 |
+0.11 |
2 |
94 |
+1 |
Total Volume and Open Interest |
80,098 |
120,300 |
-2,321 |
Japanese Yen(CME) |
Jun12 |
120330 |
121.39 |
122.29 |
120.70 |
120.78 |
-0.67 |
99,455 |
142,422 |
-2,779 |
Sep12 |
120330 |
121.56 |
122.18 |
120.89 |
120.91 |
-0.66 |
36 |
263 |
+4 |
Dec12 |
120330 |
121.51 |
121.73 |
121.09 |
121.09 |
-0.64 |
1 |
34 |
+0 |
Total Volume and Open Interest |
99,492 |
142,722 |
-2,775 |
Swiss Franc(CME) |
Jun12 |
120330 |
110.40 |
111.11 |
110.38 |
110.86 |
+0.52 |
36,399 |
42,550 |
-117 |
Sep12 |
120330 |
111.02 |
111.02 |
110.48 |
111.01 |
+0.53 |
0 |
183 |
+0 |
Dec12 |
120330 |
111.17 |
111.17 |
110.65 |
111.17 |
+0.52 |
0 |
2 |
+0 |
Total Volume and Open Interest |
36,399 |
42,735 |
-117 |
EuroFX(CME) |
Jun12 |
120330 |
133.08 |
133.83 |
133.03 |
133.39 |
+0.47 |
239,588 |
237,508 |
-1,213 |
Sep12 |
120330 |
133.34 |
133.84 |
133.00 |
133.47 |
+0.47 |
114 |
634 |
-22 |
Dec12 |
120330 |
133.54 |
133.55 |
133.07 |
133.55 |
+0.48 |
4 |
60 |
+1 |
Total Volume and Open Interest |
239,706 |
238,212 |
-1,234 |
Mexican Peso(CME) |
Apr12 |
120330 |
779.2 |
779.2 |
778.8 |
779.2 |
+0.5 |
|
|
|
May12 |
120330 |
777.0 |
777.0 |
776.5 |
777.0 |
+0.5 |
|
|
|
Total Volume and Open Interest |
38,581 |
177,548 |
-1,003 |
Brazilian Real(CME) |
Apr12 |
120330 |
548.80 |
550.80 |
546.65 |
548.80 |
+2.15 |
693 |
2,087 |
-193 |
May12 |
120330 |
544.50 |
545.25 |
543.05 |
544.50 |
+1.45 |
191 |
1,467 |
+191 |
Jun12 |
120330 |
538.95 |
541.55 |
538.95 |
541.25 |
+1.80 |
70 |
2,304 |
-4 |
Jul12 |
120330 |
538.00 |
538.00 |
536.20 |
538.00 |
+1.80 |
50 |
50 |
-50 |
Total Volume and Open Interest |
1,004 |
19,479 |
-56 |
30-Year T-Bonds(CBOT) |
Jun12 |
120330 |
138~270 |
139~050 |
137~140 |
137~240 |
-1~040 |
325,332 |
571,733 |
+1,108 |
Sep12 |
120330 |
138~000 |
138~000 |
136~220 |
136~250 |
-1~050 |
32 |
146 |
+4 |
Dec12 |
120330 |
135~250 |
135~260 |
135~250 |
135~250 |
-1~050 |
|
|
|
Total Volume and Open Interest |
325,364 |
571,879 |
+1,112 |
10-Year T-Notes(CBOT) |
Jun12 |
120330 |
129~285 |
130~020 |
129~085 |
129~155 |
-0~135 |
1,069,929 |
1,738,874 |
-11,586 |
Sep12 |
120330 |
128~095 |
128~220 |
128~080 |
128~080 |
-0~140 |
826 |
821 |
+794 |
Dec12 |
120330 |
127~130 |
127~270 |
127~130 |
127~130 |
-0~140 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,070,755 |
1,739,696 |
-10,792 |
5-Year T-Notes(CBOT) |
Mar12 |
120330 |
122~104 |
122~124 |
122~104 |
122~110 |
-0~003 |
7,549 |
23,974 |
-1,178 |
Jun12 |
120330 |
122~084 |
122~100 |
122~046 |
122~069 |
-0~016 |
536,490 |
1,362,587 |
+7,054 |
Sep12 |
120330 |
121~093 |
121~109 |
121~093 |
121~093 |
-0~016 |
312 |
0 |
+0 |
Total Volume and Open Interest |
544,351 |
1,386,561 |
+5,876 |
2 Year T-Notes(CBOT) |
Mar12 |
120330 |
110~023 |
110~023 |
110~017 |
110~019 |
-0~002 |
175 |
21,770 |
-130 |
Jun12 |
120330 |
110~011 |
110~013 |
110~006 |
110~009 |
-0~002 |
186,404 |
812,037 |
+17,213 |
Sep12 |
120330 |
109~089 |
109~091 |
109~089 |
109~089 |
-0~002 |
|
|
|
Total Volume and Open Interest |
186,579 |
833,807 |
+17,083 |
Eurodollars(CME) |
Jun12 |
120330 |
99.530 |
99.535 |
99.520 |
99.530 |
-0.005 |
90,641 |
1,068,907 |
-3,575 |
Sep12 |
120330 |
99.510 |
99.510 |
99.495 |
99.510 |
unch |
119,468 |
923,543 |
+4,172 |
Dec12 |
120330 |
99.480 |
99.485 |
99.465 |
99.480 |
unch |
113,951 |
981,524 |
+5,715 |
Mar13 |
120330 |
99.450 |
99.455 |
99.435 |
99.450 |
unch |
105,813 |
674,091 |
+10,586 |
Jun13 |
120330 |
99.390 |
99.400 |
99.375 |
99.395 |
unch |
134,050 |
675,869 |
-971 |
Sep13 |
120330 |
99.320 |
99.330 |
99.295 |
99.320 |
unch |
141,884 |
587,600 |
+13,822 |
Dec13 |
120330 |
99.240 |
99.240 |
99.190 |
99.220 |
-0.010 |
125,586 |
544,645 |
-5,545 |
Mar14 |
120330 |
99.145 |
99.150 |
99.085 |
99.120 |
-0.020 |
110,361 |
465,343 |
-2,070 |
Jun14 |
120330 |
99.035 |
99.035 |
98.950 |
98.990 |
-0.035 |
116,799 |
359,209 |
+3,070 |
Sep14 |
120330 |
98.900 |
98.900 |
98.800 |
98.845 |
-0.045 |
134,457 |
346,810 |
+4,472 |
Dec14 |
120330 |
98.725 |
98.735 |
98.620 |
98.665 |
-0.060 |
112,601 |
302,690 |
-7,163 |
Mar15 |
120330 |
98.560 |
98.575 |
98.445 |
98.490 |
-0.070 |
84,042 |
228,878 |
+3,829 |
Jun15 |
120330 |
0.076 |
0.091 |
6.500 |
6.550 |
+6.474 |
89,573 |
257,959 |
-5,647 |
Sep15 |
120330 |
6.450 |
6.470 |
6.320 |
6.365 |
-0.085 |
44,784 |
184,282 |
+4,177 |
Dec15 |
120330 |
6.260 |
6.295 |
6.140 |
6.185 |
-0.090 |
40,255 |
164,342 |
+108 |
Mar16 |
120330 |
6.120 |
6.145 |
5.985 |
6.030 |
-0.090 |
28,945 |
88,452 |
+506 |
Jun16 |
120330 |
5.960 |
5.985 |
5.825 |
5.870 |
-0.090 |
14,419 |
96,552 |
+231 |
Sep16 |
120330 |
5.800 |
5.825 |
5.670 |
5.710 |
-0.090 |
10,704 |
75,056 |
+621 |
Total Volume and Open Interest |
1,648,246 |
8,289,842 |
+30,626 |
30 Day Federal Funds(CBOT) |
Mar12 |
120330 |
99.872 |
99.872 |
99.870 |
99.872 |
+0.002 |
400 |
59,462 |
-217 |
Apr12 |
120330 |
99.870 |
99.880 |
99.870 |
99.875 |
+0.005 |
3,813 |
53,652 |
+62 |
May12 |
120330 |
99.875 |
99.880 |
99.870 |
99.875 |
+0.005 |
3,861 |
53,816 |
-93 |
Jun12 |
120330 |
99.870 |
99.875 |
99.865 |
99.865 |
unch |
3,934 |
43,698 |
+936 |
Jul12 |
120330 |
99.855 |
99.860 |
99.850 |
99.855 |
unch |
3,020 |
48,745 |
+144 |
Aug12 |
120330 |
99.850 |
99.855 |
99.845 |
99.850 |
unch |
4,425 |
38,256 |
+747 |
Total Volume and Open Interest |
37,572 |
574,009 |
+2,570 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120330 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
120330 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
120330 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
120330 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120330 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Sep13 |
120330 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Dec13 |
120330 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120330 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120330 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Sep14 |
120330 |
99.220 |
99.220 |
99.220 |
99.220 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun12 |
120330 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,570 |
+0 |
Sep12 |
120330 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
794 |
+0 |
Dec12 |
120330 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
515 |
+0 |
Mar13 |
120330 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
181 |
+0 |
Jun13 |
120330 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
7 |
224 |
+7 |
Sep13 |
120330 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
325 |
+0 |
Dec13 |
120330 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
7 |
413 |
+7 |
Mar14 |
120330 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
14 |
5,022 |
+14 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120330 |
142.02 |
142.06 |
141.94 |
141.96 |
-0.01 |
2,851 |
16,840 |
+45 |
Sep12 |
120330 |
141.36 |
141.36 |
141.36 |
141.36 |
-0.01 |
0 |
5 |
+0 |
Dec12 |
120330 |
139.27 |
139.27 |
139.27 |
139.27 |
-0.01 |
0 |
4 |
+0 |
Total Volume and Open Interest |
2,851 |
16,849 |
+45 |
Euro-Bund(EUREX) |
Jun12 |
120330 |
138.44 |
138.58 |
138.02 |
138.49 |
+0.18 |
693,691 |
808,005 |
+917 |
Sep12 |
120330 |
137.00 |
137.06 |
136.65 |
137.06 |
+0.19 |
127 |
1,209 |
+6 |
Dec12 |
120330 |
137.04 |
137.04 |
137.04 |
137.04 |
+0.18 |
|
|
|
Total Volume and Open Interest |
693,818 |
809,214 |
+923 |
Euro-Bobl(EUREX) |
Jun12 |
120330 |
124.15 |
124.21 |
123.88 |
124.11 |
+0.03 |
401,415 |
777,529 |
-483 |
Sep12 |
120330 |
124.15 |
124.15 |
124.15 |
124.15 |
+0.03 |
1 |
57 |
+0 |
Dec12 |
120330 |
124.06 |
124.06 |
124.06 |
124.06 |
+0.03 |
|
|
|
Total Volume and Open Interest |
401,416 |
777,586 |
-483 |
3-Mth Euribor(EUREX) |
Mar12 |
120319 |
99.150 |
99.158 |
99.150 |
99.158 |
+0.007 |
331 |
1,109 |
-331 |
Jun12 |
120330 |
99.325 |
99.330 |
99.325 |
99.330 |
-0.005 |
547 |
1,488 |
-180 |
Sep12 |
120330 |
99.335 |
99.335 |
99.335 |
99.335 |
-0.005 |
140 |
1,339 |
-65 |
Total Volume and Open Interest |
2,291 |
5,372 |
-457 |
Long Gilt(LIFFE) |
Jun12 |
120330 |
114~14 |
114~25 |
114~10 |
114~16 |
+0~03 |
119,484 |
272,487 |
-3,426 |
Sep12 |
120330 |
113~18 |
113~18 |
113~18 |
113~18 |
+0~03 |
|
|
|
Total Volume and Open Interest |
119,484 |
272,487 |
-14,679 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120330 |
99.05 |
99.06 |
99.04 |
99.05 |
unch |
37,743 |
257,528 |
-5,568 |
Sep12 |
120330 |
99.09 |
99.10 |
99.07 |
99.09 |
unch |
45,017 |
283,884 |
-5,061 |
Dec12 |
120330 |
99.08 |
99.09 |
99.06 |
99.08 |
unch |
35,668 |
245,494 |
+4,552 |
Mar13 |
120330 |
99.06 |
99.08 |
99.04 |
99.07 |
+0.01 |
54,087 |
240,617 |
+7,579 |
Jun13 |
120330 |
99.01 |
99.03 |
99.00 |
99.03 |
+0.01 |
43,223 |
209,518 |
-476 |
Sep13 |
120330 |
98.94 |
98.98 |
98.93 |
98.98 |
+0.02 |
33,871 |
170,417 |
+8,053 |
Total Volume and Open Interest |
343,780 |
1,916,437 |
+19,103 |
3-Mth Euribor(LIFFE) |
Jun12 |
120330 |
99.330 |
99.345 |
99.305 |
99.330 |
-0.005 |
144,908 |
528,955 |
-3,809 |
Sep12 |
120330 |
99.325 |
99.345 |
99.300 |
99.335 |
-0.005 |
124,421 |
511,667 |
-828 |
Dec12 |
120330 |
99.295 |
99.300 |
99.255 |
99.295 |
-0.005 |
101,693 |
374,113 |
+2,203 |
Total Volume and Open Interest |
852,294 |
3,071,931 |
+15,497 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120330 |
95.89 |
95.96 |
95.86 |
95.93 |
+0.04 |
33,541 |
188,349 |
+2,116 |
Sep12 |
120330 |
96.03 |
96.10 |
96.00 |
96.07 |
+0.04 |
37,092 |
163,657 |
+1,148 |
Dec12 |
120330 |
96.11 |
96.20 |
96.07 |
96.14 |
+0.03 |
16,963 |
94,956 |
+559 |
Mar13 |
120330 |
96.11 |
96.22 |
96.10 |
96.16 |
+0.04 |
9,853 |
58,303 |
+1,789 |
Jun13 |
120330 |
96.08 |
96.18 |
96.05 |
96.12 |
+0.05 |
5,228 |
55,731 |
+629 |
Sep13 |
120330 |
96.00 |
96.11 |
95.99 |
96.04 |
+0.05 |
2,850 |
37,606 |
+116 |
Dec13 |
120330 |
95.98 |
96.01 |
95.94 |
95.95 |
+0.05 |
1,856 |
26,229 |
+526 |
Mar14 |
120330 |
95.87 |
95.87 |
95.86 |
95.87 |
+0.05 |
428 |
16,099 |
-76 |
Jun14 |
120330 |
95.79 |
95.79 |
95.79 |
95.79 |
+0.06 |
9 |
1,012 |
+0 |
Sep14 |
120330 |
95.73 |
95.73 |
95.73 |
95.73 |
+0.08 |
4 |
521 |
+4 |
Total Volume and Open Interest |
107,854 |
642,800 |
+6,826 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120330 |
95.95 |
96.00 |
95.93 |
95.97 |
+0.02 |
68,215 |
353,999 |
+3,662 |
Sep12 |
120330 |
95.97 |
95.97 |
95.97 |
95.97 |
+0.02 |
|
|
|
Total Volume and Open Interest |
68,215 |
353,999 |
+3,662 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120330 |
96.51 |
96.58 |
96.49 |
96.55 |
+0.04 |
202,085 |
392,537 |
-35,000 |
Sep12 |
120330 |
96.55 |
96.55 |
96.55 |
96.55 |
+0.04 |
|
|
|
Total Volume and Open Interest |
202,085 |
392,537 |
-35,000 |
Gold(CMX) |
Apr12 |
120330 |
1660.6 |
1670.0 |
1659.0 |
1669.3 |
+17.1 |
193,107 |
28,546 |
-39,978 |
Jun12 |
120330 |
1663.2 |
1672.7 |
1661.2 |
1671.9 |
+17.0 |
169,137 |
220,352 |
+27,017 |
Aug12 |
120330 |
1665.7 |
1674.9 |
1664.0 |
1674.3 |
+17.1 |
7,526 |
35,947 |
+1,104 |
Oct12 |
120330 |
1667.2 |
1676.4 |
1667.2 |
1676.4 |
+17.2 |
717 |
12,331 |
-108 |
Dec12 |
120330 |
1669.9 |
1679.0 |
1668.3 |
1678.5 |
+17.2 |
3,902 |
33,455 |
+1,373 |
Feb13 |
120330 |
1675.6 |
1680.5 |
1671.8 |
1680.5 |
+17.2 |
260 |
11,933 |
+134 |
Apr13 |
120330 |
1681.6 |
1682.5 |
1681.6 |
1682.5 |
+17.2 |
10 |
8,860 |
+6 |
Jun13 |
120330 |
1682.0 |
1685.0 |
1682.0 |
1685.0 |
+17.2 |
331 |
10,808 |
+147 |
Aug13 |
120330 |
1687.7 |
1687.7 |
1687.7 |
1687.7 |
+17.3 |
5 |
255 |
-2 |
Oct13 |
120330 |
1690.6 |
1690.6 |
1690.6 |
1690.6 |
+17.3 |
|
|
|
Dec13 |
120330 |
1693.7 |
1693.7 |
1693.7 |
1693.7 |
+17.3 |
1,613 |
8,271 |
-134 |
Feb14 |
120330 |
1697.3 |
1697.3 |
1697.3 |
1697.3 |
+17.3 |
|
|
|
Total Volume and Open Interest |
379,082 |
407,387 |
|
Silver(CMX) |
May12 |
120330 |
3227.5 |
3262.5 |
3213.0 |
3248.4 |
+49.2 |
38,344 |
51,559 |
+448 |
Jul12 |
120330 |
3230.0 |
3267.5 |
3222.5 |
3254.4 |
+49.6 |
4,179 |
19,494 |
+2,535 |
Sep12 |
120330 |
3241.0 |
3261.0 |
3234.5 |
3259.5 |
+49.8 |
1,698 |
4,801 |
-326 |
Dec12 |
120330 |
3250.0 |
3275.0 |
3243.0 |
3264.8 |
+50.0 |
2,021 |
16,698 |
+655 |
Mar13 |
120330 |
3253.5 |
3266.9 |
3246.5 |
3266.9 |
+50.1 |
72 |
2,413 |
+18 |
May13 |
120330 |
3267.1 |
3267.1 |
3267.1 |
3267.1 |
+50.3 |
57 |
1,222 |
-57 |
Jul13 |
120330 |
3266.2 |
3266.2 |
3266.2 |
3266.2 |
+50.3 |
9 |
3,006 |
+1 |
Total Volume and Open Interest |
48,172 |
114,170 |
+4,311 |
Platinum(NYMEX) |
Apr12 |
120330 |
1628.9 |
1645.0 |
1623.3 |
1638.3 |
+15.6 |
9,813 |
2,904 |
-4,772 |
Jul12 |
120330 |
1633.5 |
1652.3 |
1628.0 |
1644.1 |
+15.8 |
9,581 |
36,774 |
+3,543 |
Oct12 |
120330 |
1641.5 |
1649.5 |
1634.4 |
1647.8 |
+15.5 |
80 |
957 |
+28 |
Jan13 |
120330 |
1642.3 |
1650.7 |
1642.3 |
1650.7 |
+15.5 |
100 |
118 |
+99 |
Total Volume and Open Interest |
19,581 |
40,756 |
-1,099 |
Palladium(NYMEX) |
Jun12 |
120330 |
646.05 |
656.50 |
643.50 |
654.10 |
+9.55 |
3,235 |
19,878 |
-4 |
Sep12 |
120330 |
650.15 |
656.60 |
650.15 |
655.70 |
+9.65 |
21 |
516 |
+15 |
Dec12 |
120330 |
657.05 |
657.05 |
657.05 |
657.05 |
+9.65 |
0 |
34 |
+0 |
Total Volume and Open Interest |
3,259 |
20,432 |
-7 |
Copper(CMX) |
May12 |
120330 |
380.60 |
385.20 |
380.55 |
382.50 |
+2.85 |
48,941 |
74,969 |
-2,215 |
Jul12 |
120330 |
381.85 |
385.90 |
381.70 |
383.35 |
+2.75 |
5,764 |
31,720 |
+632 |
Sep12 |
120330 |
382.80 |
385.70 |
382.60 |
384.25 |
+2.70 |
1,876 |
19,458 |
+209 |
Dec12 |
120330 |
383.70 |
385.80 |
383.70 |
385.20 |
+2.80 |
887 |
10,779 |
+165 |
Mar13 |
120330 |
385.95 |
385.95 |
385.95 |
385.95 |
+2.90 |
10 |
1,851 |
-3 |
Total Volume and Open Interest |
58,456 |
150,385 |
-1,652 |
DJIA Index(CBOT) |
Jun12 |
120330 |
13078 |
13156 |
13078 |
13142 |
+64 |
340 |
11,117 |
+123 |
Sep12 |
120330 |
13073 |
13073 |
13009 |
13073 |
+64 |
0 |
2 |
+0 |
Dec12 |
120330 |
12992 |
12992 |
12928 |
12992 |
+64 |
0 |
1 |
+0 |
Mar13 |
120330 |
12925 |
12925 |
12861 |
12925 |
+64 |
|
|
|
Total Volume and Open Interest |
340 |
11,120 |
+123 |
E-mini DJIA Index(CBOT) |
Mar12 |
120316 |
13233 |
13302 |
13226 |
13302 |
+64 |
25,062 |
50,291 |
-5,458 |
Jun12 |
120330 |
13076 |
13158 |
13067 |
13142 |
+64 |
117,871 |
103,672 |
-2,881 |
Sep12 |
120330 |
13070 |
13073 |
13021 |
13073 |
+64 |
5 |
165 |
+4 |
Dec12 |
120330 |
12992 |
12992 |
12992 |
12992 |
+64 |
0 |
23 |
+0 |
Total Volume and Open Interest |
117,876 |
103,860 |
-2,877 |
S & P 500(CME) |
Jun12 |
120330 |
1397.90 |
1406.20 |
1396.20 |
1403.20 |
+5.00 |
8,930 |
223,758 |
-194 |
Sep12 |
120330 |
1397.00 |
1399.00 |
1390.00 |
1397.00 |
+5.00 |
1 |
1,392 |
+0 |
Dec12 |
120330 |
1390.50 |
1392.50 |
1383.50 |
1390.50 |
+5.00 |
122 |
945 |
+110 |
Mar13 |
120330 |
1384.50 |
1386.50 |
1377.50 |
1384.50 |
+5.00 |
|
|
|
Total Volume and Open Interest |
9,053 |
226,095 |
-84 |
S & P 500 E-Mini(Globex) |
Jun12 |
120330 |
1398.00 |
1406.25 |
1395.75 |
1403.25 |
+5.00 |
1,759,121 |
2,726,812 |
+4,539 |
Sep12 |
120330 |
1392.50 |
1400.00 |
1390.00 |
1397.00 |
+5.00 |
4,712 |
12,951 |
+3,605 |
Total Volume and Open Interest |
1,764,489 |
2,741,540 |
+8,794 |
NASDAQ 100(CME) |
Jun12 |
120330 |
2759.50 |
2773.00 |
2741.00 |
2750.80 |
-7.50 |
752 |
10,680 |
+332 |
Sep12 |
120330 |
2744.80 |
2755.00 |
2744.80 |
2744.80 |
-7.50 |
|
|
|
Dec12 |
120330 |
2739.30 |
2746.80 |
2739.30 |
2739.30 |
-7.50 |
|
|
|
Total Volume and Open Interest |
752 |
10,680 |
+332 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120330 |
2759.00 |
2773.30 |
2740.30 |
2750.80 |
-7.50 |
238,252 |
437,201 |
+2,378 |
Sep12 |
120330 |
2755.30 |
2755.30 |
2744.80 |
2744.80 |
-7.50 |
19 |
832 |
+5 |
Total Volume and Open Interest |
238,271 |
438,057 |
+2,383 |
S & P Midcap 400(CME) |
Jun12 |
120330 |
992.30 |
996.00 |
992.00 |
992.30 |
-1.10 |
91 |
1,081 |
+0 |
Sep12 |
120330 |
989.50 |
990.60 |
989.50 |
989.50 |
-1.10 |
|
|
|
Dec12 |
120330 |
987.50 |
988.60 |
987.50 |
987.50 |
-1.10 |
|
|
|
Total Volume and Open Interest |
91 |
1,081 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120330 |
10115 |
10200 |
10085 |
10190 |
+75 |
6,084 |
45,353 |
-306 |
Sep12 |
120330 |
10205 |
10205 |
10205 |
10205 |
+75 |
|
|
|
Total Volume and Open Interest |
6,084 |
45,353 |
-306 |
Nikkei 225(SGX) |
Jun12 |
120330 |
10085 |
10125 |
10020 |
10090 |
-20 |
98,296 |
235,963 |
-6,535 |
Sep12 |
120330 |
10085 |
10085 |
10085 |
10085 |
-25 |
3 |
2,537 |
+2 |
Dec12 |
120330 |
10030 |
10030 |
10030 |
10030 |
-20 |
0 |
5,902 |
+0 |
Total Volume and Open Interest |
99,074 |
258,247 |
-6,593 |
CAC 40(EURONEXT) |
Apr12 |
120330 |
3401.0 |
3431.0 |
3394.5 |
3424.5 |
+45.5 |
114,679 |
358,404 |
-981 |
May12 |
120330 |
3352.0 |
3372.0 |
3345.5 |
3368.0 |
+46.0 |
133 |
3,309 |
+41 |
Jun12 |
120330 |
3319.0 |
3344.5 |
3313.0 |
3340.0 |
+45.5 |
889 |
29,205 |
-449 |
Total Volume and Open Interest |
115,701 |
391,036 |
-1,389 |
Hang Seng Index(HKFE) |
Mar12 |
120329 |
20688 |
20688 |
20585 |
20615 |
-287 |
115,403 |
60,326 |
-22,619 |
Apr12 |
120330 |
20371 |
20538 |
20360 |
20500 |
-42 |
61,460 |
87,843 |
+19,376 |
May12 |
120330 |
20234 |
20372 |
20228 |
20330 |
|
|
|
|
DAX(EUREX) |
Mar12 |
120316 |
7150.0 |
7196.5 |
7142.5 |
7193.0 |
+47.0 |
223,147 |
80,206 |
-30,186 |
Jun12 |
120330 |
6936.0 |
6976.5 |
6911.0 |
6961.0 |
+68.0 |
153,659 |
160,648 |
+1,142 |
Sep12 |
120330 |
6961.5 |
6985.0 |
6920.5 |
6970.0 |
+68.0 |
179 |
3,263 |
+3 |
Total Volume and Open Interest |
153,845 |
163,973 |
+1,150 |
FT-SE 100(EURONEXT) |
Jun12 |
120330 |
5716.00 |
5750.00 |
5705.50 |
5729.50 |
+36.50 |
143,036 |
622,611 |
-4,967 |
Sep12 |
120330 |
5692.00 |
5693.00 |
5674.50 |
5689.50 |
+37.00 |
5 |
538 |
+2 |
Dec12 |
120330 |
5667.50 |
5667.50 |
5666.50 |
5666.50 |
+37.50 |
1 |
153 |
+61 |
Total Volume and Open Interest |
143,042 |
623,302 |
-4,904 |
SPI 200(SFE) |
Mar12 |
120315 |
4288.0 |
4295.0 |
4258.0 |
4283.0 |
-10.0 |
97,969 |
170,192 |
-55,104 |
Jun12 |
120330 |
4339.0 |
4377.0 |
4311.0 |
4345.0 |
+5.0 |
33,833 |
193,833 |
-798 |
Sep12 |
120330 |
4310.0 |
4342.0 |
4300.0 |
4313.0 |
+3.0 |
50 |
2,144 |
-4 |
Total Volume and Open Interest |
34,169 |
199,719 |
-787 |
GSCI(CME) |
Apr12 |
120330 |
686.00 |
694.00 |
685.50 |
690.00 |
+8.00 |
145 |
9,992 |
-29 |
May12 |
120330 |
690.40 |
694.50 |
682.65 |
690.40 |
+7.70 |
53 |
229 |
+50 |
Jun12 |
120330 |
691.00 |
695.25 |
683.45 |
691.00 |
+7.50 |
|
|
|
Total Volume and Open Interest |
198 |
10,221 |
+21 |
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. |
|
|