|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon April 02, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120402 |
1407.00 |
1433.75 |
1406.50 |
1421.00 |
+18.00 |
126,649 |
236,168 |
-7,384 |
Jul12 |
120402 |
1411.00 |
1439.25 |
1411.00 |
1427.25 |
+19.00 |
55,091 |
157,543 |
+1,565 |
Aug12 |
120402 |
1407.75 |
1430.00 |
1400.50 |
1419.50 |
+19.00 |
2,114 |
8,529 |
-17 |
Sep12 |
120402 |
1383.50 |
1407.75 |
1376.00 |
1399.50 |
+23.50 |
1,975 |
6,721 |
+53 |
Nov12 |
120402 |
1360.00 |
1395.50 |
1360.00 |
1385.25 |
+27.25 |
41,486 |
173,345 |
+2,585 |
Jan13 |
120402 |
1355.25 |
1389.75 |
1355.25 |
1381.50 |
+27.00 |
3,052 |
28,799 |
-79 |
Mar13 |
120402 |
1338.00 |
1370.50 |
1338.00 |
1363.75 |
+25.75 |
4,758 |
35,042 |
+654 |
May13 |
120402 |
1322.00 |
1354.25 |
1322.00 |
1344.50 |
+22.50 |
3,871 |
16,678 |
+1,000 |
Jul13 |
120402 |
1324.00 |
1349.75 |
1320.00 |
1340.25 |
+20.25 |
4,433 |
17,682 |
+2,848 |
Aug13 |
120402 |
1316.25 |
1316.25 |
1296.25 |
1316.25 |
+20.00 |
0 |
80 |
+0 |
Sep13 |
120402 |
1287.25 |
1288.75 |
1267.50 |
1285.50 |
+18.00 |
0 |
112 |
+0 |
Nov13 |
120402 |
1247.50 |
1267.00 |
1245.00 |
1257.00 |
+16.00 |
332 |
7,879 |
+17 |
Jan14 |
120402 |
1260.00 |
1261.25 |
1247.25 |
1261.25 |
+14.00 |
0 |
158 |
+0 |
Mar14 |
120402 |
1261.25 |
1261.25 |
1247.25 |
1261.25 |
+14.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
243,773 |
689,227 |
+1,247 |
Soybean Meal(CBOT) |
May12 |
120402 |
390.50 |
395.30 |
389.80 |
391.20 |
+2.50 |
59,495 |
129,819 |
-2,185 |
Jul12 |
120402 |
391.10 |
396.50 |
390.80 |
392.90 |
+3.20 |
26,828 |
46,664 |
+1,839 |
Aug12 |
120402 |
387.00 |
392.10 |
385.50 |
389.40 |
+3.90 |
1,321 |
8,283 |
-49 |
Sep12 |
120402 |
383.00 |
386.60 |
378.50 |
383.80 |
+5.30 |
1,348 |
8,599 |
+83 |
Oct12 |
120402 |
374.90 |
378.30 |
370.30 |
376.80 |
+6.50 |
1,522 |
5,345 |
-210 |
Dec12 |
120402 |
370.20 |
378.80 |
370.20 |
376.00 |
+6.70 |
7,974 |
31,338 |
-398 |
Jan13 |
120402 |
371.00 |
371.80 |
364.50 |
370.10 |
+5.60 |
245 |
3,969 |
+136 |
Mar13 |
120402 |
364.00 |
366.00 |
358.30 |
362.00 |
+3.70 |
1,042 |
6,046 |
+577 |
May13 |
120402 |
355.90 |
357.00 |
351.30 |
353.60 |
+2.30 |
505 |
3,098 |
+28 |
Jul13 |
120402 |
353.30 |
354.70 |
349.20 |
351.30 |
+2.00 |
614 |
1,996 |
+404 |
Total Volume and Open Interest |
100,949 |
248,222 |
+216 |
Soybean Oil(CBOT) |
May12 |
120402 |
55.17 |
56.48 |
55.14 |
56.16 |
+1.06 |
84,838 |
155,431 |
-2,499 |
Jul12 |
120402 |
55.57 |
56.89 |
55.55 |
56.57 |
+1.06 |
37,574 |
99,387 |
+1,905 |
Aug12 |
120402 |
55.89 |
57.07 |
55.88 |
56.77 |
+1.07 |
2,593 |
13,407 |
+603 |
Sep12 |
120402 |
55.92 |
57.22 |
55.92 |
56.94 |
+1.08 |
1,915 |
10,035 |
+192 |
Oct12 |
120402 |
56.53 |
57.24 |
55.93 |
57.04 |
+1.11 |
1,255 |
8,450 |
+200 |
Dec12 |
120402 |
56.27 |
57.60 |
56.27 |
57.31 |
+1.13 |
10,528 |
62,134 |
-139 |
Jan13 |
120402 |
56.60 |
57.60 |
56.60 |
57.46 |
+1.13 |
180 |
2,660 |
+83 |
Mar13 |
120402 |
57.28 |
57.74 |
56.43 |
57.56 |
+1.13 |
884 |
6,079 |
+246 |
May13 |
120402 |
56.77 |
57.64 |
56.47 |
57.58 |
+1.11 |
256 |
2,668 |
+70 |
Jul13 |
120402 |
56.78 |
57.80 |
56.55 |
57.63 |
+1.08 |
244 |
3,367 |
-172 |
Total Volume and Open Interest |
140,558 |
367,873 |
+507 |
Canola(WCE) |
May12 |
120402 |
622.1 |
630.0 |
614.7 |
620.8 |
-1.7 |
15,359 |
72,930 |
-3,773 |
Jul12 |
120402 |
612.1 |
627.3 |
612.1 |
618.1 |
-1.8 |
9,678 |
44,357 |
+2,259 |
Nov12 |
120402 |
575.2 |
581.8 |
570.3 |
578.0 |
+2.8 |
8,763 |
73,168 |
+2,048 |
Jan13 |
120402 |
577.6 |
585.2 |
577.6 |
581.7 |
+2.8 |
662 |
10,344 |
+476 |
Mar13 |
120402 |
579.9 |
588.5 |
579.9 |
584.5 |
+2.8 |
101 |
4,967 |
+78 |
Total Volume and Open Interest |
34,668 |
208,962 |
+1,160 |
Corn(CBOT) |
May12 |
120402 |
649.50 |
659.50 |
646.50 |
655.00 |
+11.00 |
215,043 |
437,780 |
-4,935 |
Jul12 |
120402 |
646.75 |
655.00 |
642.00 |
651.00 |
+7.75 |
93,442 |
330,840 |
+9,677 |
Sep12 |
120402 |
565.50 |
573.25 |
556.25 |
571.00 |
+7.75 |
24,723 |
141,995 |
+3,242 |
Dec12 |
120402 |
540.25 |
547.25 |
535.00 |
545.00 |
+4.75 |
59,846 |
316,745 |
-33 |
Mar13 |
120402 |
550.75 |
559.50 |
546.75 |
559.50 |
+7.75 |
4,742 |
49,642 |
+6 |
May13 |
120402 |
561.75 |
567.75 |
555.00 |
567.75 |
+8.00 |
1,742 |
7,165 |
+312 |
Jul13 |
120402 |
563.25 |
573.25 |
559.75 |
573.25 |
+8.50 |
1,299 |
8,475 |
+454 |
Sep13 |
120402 |
549.00 |
549.50 |
543.25 |
549.50 |
+6.25 |
66 |
1,169 |
+20 |
Dec13 |
120402 |
540.00 |
545.00 |
535.50 |
545.00 |
+6.25 |
1,537 |
22,938 |
+472 |
Mar14 |
120402 |
552.00 |
556.25 |
550.00 |
556.25 |
+6.25 |
55 |
529 |
+20 |
Total Volume and Open Interest |
402,758 |
1,321,055 |
+9,318 |
Wheat(CBOT) |
May12 |
120402 |
663.75 |
666.50 |
649.25 |
657.00 |
-3.75 |
76,789 |
169,982 |
+1,707 |
Jul12 |
120402 |
676.00 |
679.25 |
661.00 |
669.50 |
-4.50 |
33,729 |
134,333 |
+3,648 |
Sep12 |
120402 |
691.25 |
694.25 |
676.50 |
685.25 |
-4.75 |
8,649 |
55,734 |
+1,112 |
Dec12 |
120402 |
712.25 |
715.75 |
698.25 |
707.50 |
-4.50 |
15,245 |
76,874 |
+1,234 |
Mar13 |
120402 |
726.75 |
728.75 |
713.75 |
722.25 |
-5.50 |
1,045 |
12,657 |
+153 |
May13 |
120402 |
722.00 |
734.25 |
720.25 |
729.25 |
-5.00 |
21 |
809 |
-9 |
Total Volume and Open Interest |
135,666 |
459,365 |
+7,827 |
Wheat(KCBT) |
May12 |
120402 |
698.50 |
700.75 |
686.00 |
690.00 |
-7.50 |
11,086 |
40,789 |
+153 |
Jul12 |
120402 |
707.00 |
710.00 |
695.00 |
699.50 |
-7.50 |
7,980 |
62,037 |
+388 |
Sep12 |
120402 |
722.00 |
724.75 |
709.50 |
714.50 |
-7.50 |
1,471 |
13,581 |
+219 |
Dec12 |
120402 |
742.50 |
744.50 |
729.25 |
735.00 |
-7.00 |
1,835 |
18,605 |
+292 |
Mar13 |
120402 |
754.00 |
754.00 |
741.25 |
749.25 |
-4.75 |
400 |
1,056 |
+170 |
May13 |
120402 |
753.25 |
753.25 |
747.00 |
753.25 |
-4.75 |
157 |
220 |
+79 |
Total Volume and Open Interest |
22,976 |
136,891 |
+1,310 |
Wheat(MGE) |
May12 |
120402 |
837.50 |
854.25 |
836.75 |
849.25 |
+11.75 |
2,168 |
11,345 |
-101 |
Jul12 |
120402 |
832.00 |
849.75 |
832.00 |
843.25 |
+9.75 |
919 |
10,528 |
+214 |
Sep12 |
120402 |
816.25 |
836.75 |
816.25 |
833.00 |
+11.50 |
566 |
10,256 |
+201 |
Dec12 |
120402 |
820.00 |
832.00 |
820.00 |
829.25 |
+7.25 |
369 |
5,893 |
+27 |
Mar13 |
120402 |
824.00 |
830.75 |
823.50 |
829.50 |
+5.75 |
25 |
634 |
+12 |
Total Volume and Open Interest |
4,048 |
38,674 |
+354 |
Oats(CBOT) |
May12 |
120402 |
342.00 |
345.50 |
333.25 |
334.75 |
-6.50 |
1,307 |
5,880 |
-493 |
Jul12 |
120402 |
342.50 |
343.00 |
333.00 |
336.00 |
-6.00 |
822 |
2,395 |
+275 |
Sep12 |
120402 |
340.50 |
340.50 |
336.75 |
336.75 |
-3.25 |
37 |
250 |
-22 |
Dec12 |
120402 |
342.25 |
344.00 |
338.50 |
338.50 |
-5.50 |
123 |
2,156 |
+58 |
Total Volume and Open Interest |
2,289 |
10,687 |
-182 |
Rough Rice(CBOT) |
May12 |
120402 |
14.70 |
14.93 |
14.55 |
14.89 |
+0.12 |
1,952 |
10,054 |
-132 |
Jul12 |
120402 |
15.03 |
15.19 |
14.84 |
15.15 |
+0.12 |
752 |
3,947 |
+484 |
Sep12 |
120402 |
15.31 |
15.38 |
15.16 |
15.38 |
+0.11 |
73 |
1,449 |
-177 |
Nov12 |
120402 |
15.35 |
15.60 |
15.35 |
15.60 |
+0.09 |
8 |
82 |
-4 |
Total Volume and Open Interest |
2,785 |
15,540 |
+171 |
Live Cattle(CME) |
Apr12 |
120402 |
120.700 |
121.250 |
119.785 |
120.850 |
+0.400 |
19,428 |
41,691 |
-4,047 |
Jun12 |
120402 |
116.400 |
117.150 |
115.535 |
116.800 |
+0.650 |
37,018 |
147,355 |
+1,229 |
Aug12 |
120402 |
120.035 |
120.500 |
119.080 |
120.250 |
+0.570 |
11,659 |
85,127 |
+1,314 |
Oct12 |
120402 |
125.600 |
126.400 |
125.000 |
126.250 |
+0.650 |
6,026 |
44,340 |
+107 |
Dec12 |
120402 |
127.300 |
128.075 |
126.650 |
127.930 |
+0.830 |
2,873 |
24,566 |
+52 |
Feb13 |
120402 |
128.050 |
128.600 |
127.100 |
128.575 |
+0.725 |
419 |
7,143 |
-34 |
Total Volume and Open Interest |
77,579 |
353,830 |
-1,355 |
Feeder Cattle(CME) |
Apr12 |
120402 |
149.550 |
150.350 |
147.575 |
149.535 |
+0.710 |
3,523 |
8,427 |
-854 |
May12 |
120402 |
149.550 |
150.185 |
147.380 |
149.435 |
+0.305 |
4,868 |
16,834 |
+55 |
Aug12 |
120402 |
153.000 |
153.435 |
150.630 |
152.650 |
-0.050 |
2,489 |
14,669 |
-21 |
Sep12 |
120402 |
154.000 |
154.650 |
152.000 |
154.035 |
+0.035 |
504 |
3,126 |
+121 |
Oct12 |
120402 |
154.800 |
155.250 |
152.600 |
154.685 |
+0.650 |
189 |
1,592 |
+46 |
Nov12 |
120402 |
154.750 |
155.400 |
152.750 |
154.700 |
-0.050 |
64 |
971 |
-2 |
Jan13 |
120402 |
154.750 |
155.250 |
153.500 |
155.250 |
unch |
23 |
285 |
+11 |
Total Volume and Open Interest |
11,660 |
45,904 |
-2,809 |
Lean Hogs(CME) |
Apr12 |
120402 |
83.535 |
84.850 |
83.180 |
84.730 |
+1.300 |
10,423 |
19,874 |
-2,938 |
May12 |
120402 |
92.035 |
93.550 |
91.750 |
93.500 |
+1.570 |
268 |
2,778 |
-27 |
Jun12 |
120402 |
90.700 |
92.300 |
90.700 |
92.180 |
+1.780 |
23,783 |
102,776 |
+2,520 |
Jul12 |
120402 |
91.450 |
92.885 |
91.450 |
92.700 |
+1.050 |
3,868 |
29,103 |
+34 |
Aug12 |
120402 |
92.035 |
93.285 |
91.900 |
93.000 |
+1.150 |
5,522 |
39,581 |
-866 |
Oct12 |
120402 |
83.250 |
84.730 |
83.050 |
84.400 |
+1.500 |
5,193 |
34,928 |
+538 |
Dec12 |
120402 |
80.000 |
81.650 |
79.785 |
81.550 |
+1.665 |
2,152 |
21,748 |
-35 |
Feb13 |
120402 |
80.900 |
82.550 |
80.900 |
82.000 |
+1.200 |
160 |
7,058 |
-16 |
Total Volume and Open Interest |
51,563 |
264,461 |
-739 |
Class III Milk(CME) |
Apr12 |
120402 |
15.79 |
15.90 |
15.68 |
15.84 |
+0.18 |
270 |
5,132 |
-41 |
May12 |
120402 |
15.65 |
15.83 |
15.53 |
15.81 |
+0.15 |
314 |
4,206 |
+63 |
Jun12 |
120402 |
16.03 |
16.05 |
15.79 |
16.03 |
+0.12 |
77 |
3,599 |
+26 |
Jul12 |
120402 |
16.48 |
16.51 |
16.39 |
16.42 |
+0.02 |
42 |
2,639 |
+22 |
Aug12 |
120402 |
16.86 |
16.87 |
16.70 |
16.87 |
+0.11 |
56 |
2,562 |
+39 |
Total Volume and Open Interest |
847 |
32,858 |
+143 |
Cocoa(ICE) |
May12 |
120402 |
2223 |
2274 |
2162 |
2187 |
-32 |
17,341 |
60,116 |
-951 |
Jul12 |
120402 |
2246 |
2300 |
2190 |
2215 |
-31 |
9,413 |
37,427 |
+69 |
Sep12 |
120402 |
2262 |
2315 |
2210 |
2232 |
-30 |
2,066 |
22,283 |
+426 |
Dec12 |
120402 |
2277 |
2329 |
2225 |
2249 |
-27 |
1,168 |
22,428 |
-198 |
Mar13 |
120402 |
2281 |
2330 |
2235 |
2256 |
-25 |
2,390 |
22,794 |
+803 |
May13 |
120402 |
2315 |
2346 |
2250 |
2269 |
-26 |
466 |
4,042 |
-82 |
Jul13 |
120402 |
2280 |
2282 |
2266 |
2282 |
-30 |
121 |
1,680 |
+22 |
Total Volume and Open Interest |
33,115 |
171,932 |
+198 |
Coffee "C"(ICE) |
May12 |
120402 |
182.50 |
186.90 |
180.30 |
186.20 |
+3.75 |
15,739 |
70,276 |
-1,556 |
Jul12 |
120402 |
184.50 |
189.35 |
182.90 |
188.85 |
+3.85 |
7,612 |
35,530 |
-49 |
Sep12 |
120402 |
187.85 |
192.20 |
185.85 |
191.65 |
+3.80 |
3,316 |
27,637 |
+855 |
Dec12 |
120402 |
191.20 |
195.75 |
189.45 |
195.40 |
+3.75 |
1,837 |
13,904 |
+244 |
Mar13 |
120402 |
195.00 |
199.65 |
193.45 |
199.35 |
+3.80 |
1,094 |
5,233 |
+377 |
May13 |
120402 |
197.35 |
202.05 |
195.85 |
201.95 |
+4.00 |
469 |
2,594 |
+122 |
Total Volume and Open Interest |
30,472 |
157,150 |
+157 |
Orange Juice(ICE) |
May12 |
120402 |
162.05 |
164.60 |
161.35 |
162.25 |
-2.25 |
661 |
15,527 |
-553 |
Jul12 |
120402 |
160.40 |
161.35 |
158.75 |
159.65 |
-1.85 |
477 |
2,784 |
+435 |
Sep12 |
120402 |
159.40 |
159.40 |
157.60 |
158.25 |
-1.40 |
7 |
1,123 |
-2 |
Nov12 |
120402 |
154.00 |
154.00 |
153.30 |
153.30 |
-1.00 |
13 |
967 |
+12 |
Jan13 |
120402 |
152.90 |
152.90 |
152.90 |
152.90 |
-1.00 |
3 |
197 |
+2 |
Mar13 |
120402 |
152.80 |
152.80 |
152.80 |
152.80 |
-1.00 |
0 |
34 |
+0 |
Total Volume and Open Interest |
1,161 |
20,636 |
-106 |
Sugar #11(ICE) |
May12 |
120402 |
24.68 |
24.78 |
24.48 |
24.58 |
-0.13 |
34,993 |
219,328 |
-6,364 |
Jul12 |
120402 |
23.80 |
23.93 |
23.60 |
23.78 |
-0.04 |
24,887 |
219,571 |
-1,048 |
Oct12 |
120402 |
23.90 |
24.01 |
23.63 |
23.89 |
+0.02 |
10,674 |
122,595 |
+267 |
Mar13 |
120402 |
24.45 |
24.63 |
24.27 |
24.56 |
+0.03 |
4,354 |
86,745 |
+16 |
May13 |
120402 |
24.09 |
24.31 |
23.98 |
24.27 |
+0.02 |
1,139 |
20,543 |
+48 |
Jul13 |
120402 |
23.84 |
24.03 |
23.72 |
24.00 |
+0.02 |
437 |
19,838 |
+73 |
Oct13 |
120402 |
23.83 |
24.04 |
23.72 |
24.02 |
+0.05 |
384 |
21,295 |
+28 |
Mar14 |
120402 |
23.92 |
24.10 |
23.81 |
24.09 |
+0.04 |
194 |
15,425 |
+114 |
Total Volume and Open Interest |
77,154 |
736,318 |
-6,851 |
London Cocoa(LCE) |
May12 |
120402 |
1470 |
1497 |
1445 |
1446 |
-16 |
6,184 |
43,078 |
+147 |
Jul12 |
120402 |
1486 |
1505 |
1457 |
1459 |
-17 |
4,545 |
49,299 |
-464 |
Sep12 |
120402 |
1497 |
1506 |
1460 |
1462 |
-20 |
1,170 |
27,131 |
+0 |
Dec12 |
120402 |
1492 |
1506 |
1459 |
1465 |
-20 |
1,466 |
27,444 |
+209 |
Mar13 |
120402 |
1476 |
1491 |
1450 |
1453 |
-17 |
1,435 |
30,682 |
+1,007 |
May13 |
120402 |
1481 |
1487 |
1454 |
1455 |
-19 |
73 |
9,059 |
+438 |
Jul13 |
120402 |
1470 |
1475 |
1452 |
1460 |
-20 |
18 |
3,949 |
+0 |
Total Volume and Open Interest |
14,891 |
194,109 |
+1,337 |
London Sugar(LCE) |
May12 |
120402 |
640.30 |
644.00 |
635.60 |
643.10 |
-0.50 |
2,887 |
26,140 |
-2,103 |
Aug12 |
120402 |
628.80 |
631.90 |
624.00 |
631.40 |
-0.10 |
1,571 |
18,234 |
+1,257 |
Oct12 |
120402 |
616.60 |
623.40 |
615.00 |
622.70 |
+1.70 |
419 |
10,175 |
-56 |
Dec12 |
120402 |
626.20 |
627.20 |
626.20 |
627.00 |
+2.10 |
56 |
3,198 |
-12 |
Mar13 |
120402 |
626.00 |
632.10 |
626.00 |
632.10 |
+2.50 |
55 |
5,082 |
-72 |
Total Volume and Open Interest |
4,993 |
63,720 |
-986 |
Cotton(ICE) |
May12 |
120402 |
93.52 |
93.70 |
92.05 |
93.12 |
-0.40 |
18,052 |
74,724 |
-2,296 |
Jul12 |
120402 |
93.87 |
94.00 |
92.30 |
93.57 |
-0.35 |
10,182 |
57,349 |
+1,734 |
Oct12 |
120402 |
93.50 |
93.50 |
92.85 |
92.85 |
+0.01 |
1 |
88 |
-1 |
Dec12 |
120402 |
90.10 |
91.00 |
89.47 |
90.75 |
-0.25 |
4,018 |
52,442 |
+1,611 |
Mar13 |
120402 |
91.42 |
91.54 |
91.12 |
91.45 |
-0.17 |
59 |
2,229 |
+21 |
May13 |
120402 |
90.72 |
91.35 |
90.40 |
91.35 |
-0.16 |
16 |
657 |
-13 |
Total Volume and Open Interest |
32,331 |
188,568 |
+1,059 |
Lumber(CME) |
May12 |
120402 |
258.2 |
263.6 |
257.6 |
260.3 |
-0.6 |
1,254 |
5,495 |
-327 |
Jul12 |
120402 |
264.5 |
268.4 |
264.5 |
268.4 |
+4.6 |
1,171 |
2,869 |
+669 |
Sep12 |
120402 |
271.9 |
274.7 |
271.5 |
271.5 |
+0.8 |
153 |
1,019 |
+28 |
Nov12 |
120402 |
272.0 |
272.0 |
272.0 |
272.0 |
+3.0 |
9 |
662 |
+1 |
Total Volume and Open Interest |
2,587 |
10,088 |
+371 |
Crude Oil(NYM) |
May12 |
120402 |
103.27 |
105.49 |
102.06 |
105.23 |
+2.21 |
319,988 |
288,416 |
-1,054 |
Jun12 |
120402 |
103.78 |
105.99 |
102.59 |
105.76 |
+2.22 |
80,908 |
165,601 |
+2,631 |
Jul12 |
120402 |
104.21 |
106.48 |
103.10 |
106.27 |
+2.24 |
36,587 |
116,726 |
+2,522 |
Aug12 |
120402 |
104.80 |
106.87 |
103.51 |
106.67 |
+2.27 |
16,120 |
76,786 |
-646 |
Sep12 |
120402 |
104.63 |
107.16 |
103.82 |
106.98 |
+2.32 |
20,887 |
58,327 |
-84 |
Oct12 |
120402 |
104.36 |
107.38 |
104.13 |
107.20 |
+2.34 |
10,265 |
43,536 |
-525 |
Nov12 |
120402 |
104.50 |
107.51 |
104.21 |
107.37 |
+2.32 |
8,406 |
32,824 |
-1,945 |
Dec12 |
120402 |
105.73 |
107.68 |
104.40 |
107.51 |
+2.28 |
41,869 |
189,816 |
+696 |
Jan13 |
120402 |
105.65 |
107.78 |
104.82 |
107.58 |
+2.25 |
2,162 |
42,225 |
-99 |
Feb13 |
120402 |
105.43 |
107.54 |
104.64 |
107.54 |
+2.22 |
1,695 |
22,558 |
-116 |
Mar13 |
120402 |
105.66 |
107.40 |
105.66 |
107.40 |
+2.20 |
3,203 |
32,124 |
-503 |
Apr13 |
120402 |
107.16 |
107.17 |
107.14 |
107.14 |
+2.20 |
726 |
15,025 |
+101 |
May13 |
120402 |
107.21 |
107.21 |
106.81 |
106.81 |
+2.19 |
718 |
13,023 |
+77 |
Jun13 |
120402 |
104.00 |
106.65 |
104.00 |
106.49 |
+2.18 |
6,111 |
69,090 |
+560 |
Jul13 |
120402 |
106.07 |
106.07 |
106.07 |
106.07 |
+2.17 |
329 |
11,597 |
+64 |
Aug13 |
120402 |
105.66 |
105.66 |
105.66 |
105.66 |
+2.16 |
37 |
7,178 |
-9 |
Total Volume and Open Interest |
578,776 |
1,560,416 |
+1,200 |
e-miNY Crude Oil(NYM) |
Apr12 |
120319 |
107.225 |
108.250 |
106.550 |
108.100 |
+1.050 |
10,868 |
1,515 |
+254 |
May12 |
120402 |
103.150 |
105.475 |
102.075 |
105.225 |
+2.200 |
10,302 |
1,741 |
+468 |
Jun12 |
120402 |
103.900 |
105.975 |
102.600 |
105.750 |
+2.200 |
368 |
291 |
-8 |
Jul12 |
120402 |
103.525 |
106.275 |
103.250 |
106.275 |
+2.250 |
59 |
69 |
-22 |
Aug12 |
120402 |
104.700 |
106.675 |
104.700 |
106.675 |
+2.275 |
12 |
13 |
+0 |
Sep12 |
120402 |
107.000 |
107.000 |
106.975 |
106.975 |
+2.325 |
0 |
33 |
+0 |
Oct12 |
120402 |
106.000 |
107.200 |
106.000 |
107.200 |
+2.350 |
1 |
10 |
+0 |
Nov12 |
120402 |
107.375 |
107.375 |
107.375 |
107.375 |
+2.325 |
0 |
1 |
+0 |
Dec12 |
120402 |
107.625 |
107.625 |
107.350 |
107.500 |
+2.275 |
1 |
233 |
+0 |
Jan13 |
120402 |
107.575 |
107.575 |
107.575 |
107.575 |
+2.250 |
0 |
6 |
+0 |
Total Volume and Open Interest |
10,743 |
2,568 |
+438 |
Heating Oil(NYM) |
May12 |
120402 |
317.23 |
325.78 |
314.90 |
324.96 |
+7.95 |
63,549 |
90,209 |
-1,976 |
Jun12 |
120402 |
318.77 |
326.34 |
315.59 |
325.62 |
+7.68 |
35,117 |
61,738 |
+1,154 |
Jul12 |
120402 |
318.90 |
327.00 |
316.45 |
326.34 |
+7.43 |
12,877 |
31,097 |
+645 |
Aug12 |
120402 |
320.61 |
327.67 |
317.24 |
327.12 |
+7.31 |
6,387 |
17,013 |
+53 |
Sep12 |
120402 |
320.00 |
327.97 |
317.98 |
327.81 |
+7.28 |
5,052 |
16,363 |
+657 |
Oct12 |
120402 |
320.22 |
328.89 |
319.34 |
328.35 |
+7.28 |
2,239 |
9,110 |
-21 |
Nov12 |
120402 |
322.81 |
329.11 |
322.79 |
328.80 |
+7.32 |
1,274 |
4,759 |
-47 |
Dec12 |
120402 |
322.56 |
329.74 |
319.21 |
329.15 |
+7.39 |
12,435 |
31,265 |
-789 |
Jan13 |
120402 |
320.01 |
329.52 |
320.01 |
329.27 |
+7.39 |
650 |
6,111 |
+253 |
Feb13 |
120402 |
322.85 |
328.52 |
322.85 |
328.52 |
+7.39 |
224 |
1,080 |
+23 |
Mar13 |
120402 |
321.04 |
326.55 |
321.04 |
326.55 |
+7.47 |
86 |
1,251 |
+33 |
Apr13 |
120402 |
316.39 |
324.51 |
316.39 |
324.05 |
+7.47 |
11 |
830 |
+2 |
Total Volume and Open Interest |
156,764 |
275,696 |
-7,699 |
Gasoline(NYMEX) |
May12 |
120402 |
332.25 |
339.19 |
327.76 |
338.22 |
+7.41 |
77,122 |
118,268 |
-204 |
Jun12 |
120402 |
325.81 |
332.26 |
322.03 |
331.37 |
+6.44 |
49,003 |
62,619 |
-4,725 |
Jul12 |
120402 |
320.81 |
326.26 |
316.57 |
325.54 |
+6.07 |
26,876 |
43,769 |
+110 |
Aug12 |
120402 |
315.59 |
320.95 |
311.39 |
320.10 |
+6.19 |
17,122 |
26,605 |
-834 |
Sep12 |
120402 |
310.68 |
315.15 |
305.89 |
314.72 |
+6.48 |
11,801 |
25,460 |
-671 |
Oct12 |
120402 |
293.77 |
299.70 |
289.99 |
298.78 |
+6.68 |
5,043 |
19,122 |
-469 |
Nov12 |
120402 |
286.55 |
295.00 |
285.39 |
294.15 |
+6.75 |
3,392 |
7,277 |
-87 |
Dec12 |
120402 |
286.70 |
292.36 |
282.95 |
291.74 |
+6.80 |
6,065 |
22,551 |
+501 |
Jan13 |
120402 |
283.24 |
291.45 |
283.24 |
291.03 |
+6.93 |
874 |
5,363 |
-96 |
Feb13 |
120402 |
291.83 |
291.83 |
291.83 |
291.83 |
+6.97 |
86 |
1,982 |
+42 |
Total Volume and Open Interest |
229,129 |
347,803 |
-15,095 |
e-miNY RBOB Gasoline(NYM) |
May12 |
120402 |
338.20 |
338.70 |
338.20 |
338.20 |
+7.40 |
|
|
|
Jun12 |
120402 |
331.40 |
331.40 |
331.37 |
331.40 |
+6.50 |
|
|
|
Jul12 |
120402 |
325.50 |
325.54 |
325.50 |
325.50 |
+6.00 |
|
|
|
Aug12 |
120402 |
320.10 |
320.10 |
320.10 |
320.10 |
+6.20 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
May12 |
120402 |
2.122 |
2.163 |
2.069 |
2.152 |
+0.026 |
161,708 |
317,866 |
+251 |
Jun12 |
120402 |
2.259 |
2.300 |
2.214 |
2.290 |
+0.031 |
54,674 |
107,308 |
+700 |
Jul12 |
120402 |
2.389 |
2.440 |
2.354 |
2.432 |
+0.043 |
32,851 |
148,775 |
+3,132 |
Aug12 |
120402 |
2.461 |
2.518 |
2.433 |
2.511 |
+0.050 |
15,756 |
50,780 |
+1,737 |
Sep12 |
120402 |
2.492 |
2.552 |
2.466 |
2.544 |
+0.052 |
18,052 |
88,215 |
+740 |
Oct12 |
120402 |
2.569 |
2.634 |
2.543 |
2.625 |
+0.056 |
24,231 |
149,038 |
+2,062 |
Nov12 |
120402 |
2.824 |
2.879 |
2.804 |
2.873 |
+0.057 |
8,838 |
49,535 |
+918 |
Dec12 |
120402 |
3.181 |
3.246 |
3.179 |
3.240 |
+0.059 |
7,000 |
53,954 |
-205 |
Jan13 |
120402 |
3.324 |
3.401 |
3.320 |
3.394 |
+0.063 |
11,525 |
72,367 |
-732 |
Feb13 |
120402 |
3.344 |
3.412 |
3.344 |
3.405 |
+0.063 |
2,393 |
18,031 |
+255 |
Mar13 |
120402 |
3.328 |
3.393 |
3.327 |
3.387 |
+0.062 |
4,282 |
27,000 |
+993 |
Apr13 |
120402 |
3.319 |
3.381 |
3.308 |
3.372 |
+0.061 |
4,316 |
40,836 |
-574 |
May13 |
120402 |
3.366 |
3.427 |
3.366 |
3.417 |
+0.059 |
965 |
11,122 |
+103 |
Jun13 |
120402 |
3.441 |
3.478 |
3.441 |
3.474 |
+0.060 |
442 |
4,631 |
-54 |
Jul13 |
120402 |
3.499 |
3.535 |
3.488 |
3.529 |
+0.060 |
312 |
4,935 |
-48 |
Aug13 |
120402 |
3.503 |
3.563 |
3.503 |
3.552 |
+0.060 |
279 |
5,756 |
+69 |
Total Volume and Open Interest |
352,263 |
1,241,956 |
+10,747 |
Brent Crude Oil(ICE) |
May12 |
120402 |
122.94 |
125.63 |
121.70 |
125.43 |
+2.55 |
236,114 |
197,962 |
-9,762 |
Jun12 |
120402 |
122.14 |
124.99 |
120.97 |
124.77 |
+2.69 |
127,465 |
194,190 |
+3,866 |
Jul12 |
120402 |
121.20 |
124.37 |
120.31 |
124.17 |
+2.81 |
53,312 |
94,842 |
+2,769 |
Aug12 |
120402 |
120.59 |
123.71 |
119.65 |
123.51 |
+2.86 |
23,164 |
63,490 |
+2,300 |
Sep12 |
120402 |
120.51 |
122.95 |
118.84 |
122.71 |
+2.86 |
20,348 |
76,872 |
+3,119 |
Oct12 |
120402 |
119.55 |
122.13 |
118.06 |
121.87 |
+2.82 |
14,131 |
58,056 |
+527 |
Nov12 |
120402 |
118.89 |
121.44 |
117.39 |
121.16 |
+2.76 |
9,535 |
34,078 |
+1,388 |
Dec12 |
120402 |
118.25 |
120.78 |
116.76 |
120.46 |
+2.71 |
48,401 |
107,593 |
+2,495 |
Jan13 |
120402 |
116.87 |
119.81 |
116.51 |
119.81 |
+2.65 |
2,666 |
17,621 |
-126 |
Feb13 |
120402 |
119.17 |
119.17 |
119.17 |
119.17 |
+2.60 |
1,510 |
10,788 |
-1 |
Mar13 |
120402 |
118.53 |
118.53 |
118.53 |
118.53 |
+2.57 |
1,047 |
10,768 |
+348 |
Apr13 |
120402 |
117.91 |
117.91 |
117.84 |
117.84 |
+2.55 |
887 |
7,179 |
+65 |
May13 |
120402 |
117.15 |
117.15 |
117.12 |
117.12 |
+2.52 |
2,144 |
8,263 |
+797 |
Jun13 |
120402 |
114.17 |
116.55 |
113.14 |
116.40 |
+2.50 |
6,094 |
34,763 |
+133 |
Total Volume and Open Interest |
569,798 |
1,120,676 |
+9,808 |
Gas Oil(ICE) |
Apr12 |
120402 |
1016.00 |
1035.75 |
1005.25 |
1024.50 |
+10.25 |
56,246 |
80,305 |
-6,462 |
May12 |
120402 |
1012.50 |
1035.75 |
1004.50 |
1024.00 |
+10.25 |
101,102 |
128,204 |
+1,508 |
Jun12 |
120402 |
1012.75 |
1034.25 |
1002.75 |
1022.50 |
+9.75 |
48,688 |
64,579 |
+3,987 |
Jul12 |
120402 |
1011.25 |
1033.50 |
1002.00 |
1021.75 |
+9.25 |
16,348 |
37,477 |
-72 |
Aug12 |
120402 |
1010.25 |
1033.25 |
1002.00 |
1021.50 |
+9.00 |
10,503 |
28,372 |
+442 |
Sep12 |
120402 |
1010.00 |
1033.00 |
1002.00 |
1021.00 |
+8.50 |
6,032 |
24,648 |
-215 |
Oct12 |
120402 |
1008.50 |
1031.75 |
1001.25 |
1019.50 |
+8.50 |
2,654 |
16,316 |
-497 |
Nov12 |
120402 |
1005.25 |
1029.50 |
1000.00 |
1017.25 |
+8.25 |
2,460 |
12,921 |
+101 |
Dec12 |
120402 |
1003.50 |
1026.50 |
995.25 |
1014.25 |
+8.00 |
11,961 |
43,589 |
+617 |
Jan13 |
120402 |
999.50 |
1023.75 |
999.50 |
1011.75 |
+8.00 |
683 |
15,598 |
+120 |
Total Volume and Open Interest |
258,726 |
523,444 |
-77 |
Ethanol(CBOT) |
Apr12 |
120330 |
2.224 |
2.270 |
2.224 |
2.265 |
+0.115 |
231 |
276 |
-118 |
May12 |
120402 |
2.290 |
2.308 |
2.286 |
2.302 |
+0.019 |
268 |
1,576 |
+59 |
Jun12 |
120402 |
2.310 |
2.329 |
2.299 |
2.319 |
+0.018 |
324 |
783 |
+46 |
Jul12 |
120402 |
2.315 |
2.339 |
2.315 |
2.329 |
+0.018 |
233 |
2,317 |
-22 |
Aug12 |
120402 |
2.284 |
2.306 |
2.284 |
2.295 |
+0.015 |
72 |
1,469 |
+33 |
Sep12 |
120402 |
2.200 |
2.222 |
2.185 |
2.210 |
+0.006 |
36 |
1,281 |
+1 |
Oct12 |
120402 |
2.095 |
2.114 |
2.081 |
2.110 |
+0.010 |
115 |
1,033 |
+19 |
Nov12 |
120402 |
2.040 |
2.069 |
2.035 |
2.061 |
+0.011 |
451 |
1,632 |
+38 |
Total Volume and Open Interest |
1,998 |
11,867 |
+252 |
WTI Crude Oil(ICE) |
May12 |
120402 |
103.46 |
105.49 |
102.07 |
105.23 |
+2.21 |
69,205 |
52,248 |
+327 |
Jun12 |
120402 |
103.96 |
105.98 |
102.60 |
105.76 |
+2.22 |
27,248 |
59,145 |
-1,511 |
Jul12 |
120402 |
104.32 |
106.43 |
103.15 |
106.27 |
+2.24 |
10,983 |
29,996 |
-489 |
Aug12 |
120402 |
104.33 |
106.83 |
103.66 |
106.67 |
+2.27 |
6,619 |
18,319 |
+441 |
Sep12 |
120402 |
104.89 |
107.13 |
104.04 |
106.98 |
+2.32 |
6,650 |
20,321 |
-757 |
Oct12 |
120402 |
104.83 |
107.34 |
104.18 |
107.20 |
+2.34 |
5,302 |
13,555 |
+398 |
Nov12 |
120402 |
104.59 |
107.46 |
104.28 |
107.37 |
+2.32 |
4,812 |
7,753 |
-566 |
Dec12 |
120402 |
105.19 |
107.67 |
104.47 |
107.51 |
+2.28 |
17,463 |
67,765 |
+652 |
Jan13 |
120402 |
105.16 |
107.58 |
105.16 |
107.58 |
+2.25 |
576 |
6,950 |
-6 |
Feb13 |
120402 |
107.54 |
107.54 |
107.54 |
107.54 |
+2.22 |
222 |
3,490 |
+5 |
Mar13 |
120402 |
107.40 |
107.40 |
107.40 |
107.40 |
+2.20 |
694 |
4,363 |
+434 |
Apr13 |
120402 |
107.14 |
107.14 |
107.14 |
107.14 |
+2.20 |
1,395 |
853 |
+51 |
May13 |
120402 |
106.81 |
106.81 |
106.81 |
106.81 |
+2.19 |
1,949 |
799 |
-10 |
Jun13 |
120402 |
105.79 |
106.49 |
105.79 |
106.49 |
+2.18 |
1,911 |
17,719 |
-9 |
Jul13 |
120402 |
106.07 |
106.07 |
106.07 |
106.07 |
+2.17 |
200 |
252 |
+0 |
Aug13 |
120402 |
105.66 |
105.66 |
105.66 |
105.66 |
+2.16 |
0 |
960 |
+0 |
Total Volume and Open Interest |
160,635 |
405,471 |
-2,154 |
US Dollar Index(ICE) |
Jun12 |
120402 |
79.035 |
79.275 |
78.920 |
78.963 |
-0.175 |
19,453 |
43,909 |
-1,732 |
Sep12 |
120402 |
79.470 |
79.470 |
79.353 |
79.353 |
-0.175 |
12 |
550 |
+2 |
Dec12 |
120402 |
79.783 |
79.783 |
79.783 |
79.783 |
-0.175 |
|
|
|
Total Volume and Open Interest |
19,465 |
44,459 |
-1,730 |
Australian Dollar(CME) |
Jun12 |
120402 |
103.55 |
103.64 |
102.69 |
103.53 |
+0.84 |
130,594 |
151,175 |
-813 |
Sep12 |
120402 |
102.59 |
102.64 |
101.74 |
102.57 |
+0.83 |
13 |
327 |
-2 |
Dec12 |
120402 |
101.65 |
101.65 |
100.83 |
101.65 |
+0.82 |
0 |
14 |
+0 |
Total Volume and Open Interest |
130,607 |
151,518 |
-815 |
British Pound(CME) |
Jun12 |
120402 |
160.02 |
160.56 |
159.72 |
160.35 |
+0.47 |
96,035 |
138,875 |
+4,419 |
Sep12 |
120402 |
160.02 |
160.28 |
159.75 |
160.24 |
+0.46 |
69 |
121 |
-10 |
Dec12 |
120402 |
160.15 |
160.15 |
159.67 |
160.15 |
+0.48 |
0 |
44 |
+0 |
Total Volume and Open Interest |
96,104 |
139,047 |
+4,409 |
Canadian Dollar(CME) |
Jun12 |
120402 |
100.20 |
100.96 |
99.93 |
100.95 |
+0.85 |
90,574 |
113,208 |
-652 |
Sep12 |
120402 |
100.00 |
100.74 |
99.82 |
100.74 |
+0.84 |
108 |
2,544 |
+37 |
Dec12 |
120402 |
99.95 |
100.53 |
99.69 |
100.53 |
+0.84 |
62 |
3,695 |
+44 |
Mar13 |
120402 |
99.60 |
100.30 |
99.46 |
100.30 |
+0.84 |
96 |
138 |
+44 |
Total Volume and Open Interest |
90,842 |
119,775 |
-525 |
Japanese Yen(CME) |
Jun12 |
120402 |
120.57 |
122.22 |
120.11 |
121.77 |
+0.99 |
103,926 |
144,187 |
+1,765 |
Sep12 |
120402 |
120.73 |
122.27 |
120.33 |
121.90 |
+0.99 |
55 |
279 |
+16 |
Dec12 |
120402 |
122.07 |
122.07 |
121.09 |
122.07 |
+0.98 |
0 |
34 |
+0 |
Total Volume and Open Interest |
103,981 |
144,503 |
+1,781 |
Swiss Franc(CME) |
Jun12 |
120402 |
111.08 |
111.19 |
110.34 |
110.82 |
-0.04 |
34,066 |
43,060 |
+510 |
Sep12 |
120402 |
110.97 |
111.01 |
110.97 |
110.97 |
-0.04 |
0 |
183 |
+0 |
Dec12 |
120402 |
111.13 |
111.17 |
111.13 |
111.13 |
-0.04 |
0 |
2 |
+0 |
Total Volume and Open Interest |
34,066 |
43,245 |
+510 |
EuroFX(CME) |
Jun12 |
120402 |
133.65 |
133.87 |
132.83 |
133.38 |
-0.01 |
226,316 |
235,624 |
-1,884 |
Sep12 |
120402 |
133.78 |
133.90 |
132.96 |
133.46 |
-0.01 |
87 |
633 |
-1 |
Dec12 |
120402 |
133.52 |
133.55 |
133.52 |
133.55 |
unch |
9 |
61 |
+1 |
Total Volume and Open Interest |
226,412 |
236,328 |
-1,884 |
Mexican Peso(CME) |
Apr12 |
120402 |
784.8 |
784.8 |
779.2 |
784.8 |
+5.5 |
|
|
|
May12 |
120402 |
782.5 |
782.5 |
777.0 |
782.5 |
+5.5 |
|
|
|
Total Volume and Open Interest |
33,632 |
177,054 |
-494 |
Brazilian Real(CME) |
May12 |
120402 |
542.95 |
543.80 |
541.80 |
542.95 |
-1.55 |
0 |
1,467 |
+0 |
Jun12 |
120402 |
541.25 |
541.25 |
539.00 |
539.75 |
-1.50 |
158 |
2,348 |
+44 |
Jul12 |
120402 |
536.50 |
538.00 |
536.50 |
536.50 |
-1.50 |
50 |
0 |
-50 |
Aug12 |
120402 |
533.25 |
534.75 |
533.25 |
533.25 |
-1.50 |
|
|
|
Total Volume and Open Interest |
711 |
19,311 |
-168 |
30-Year T-Bonds(CBOT) |
Jun12 |
120402 |
137~250 |
138~220 |
137~070 |
138~000 |
+0~080 |
284,180 |
564,026 |
-7,707 |
Sep12 |
120402 |
136~080 |
137~170 |
136~080 |
137~010 |
+0~080 |
71 |
189 |
+43 |
Dec12 |
120402 |
136~010 |
136~010 |
135~250 |
136~010 |
+0~080 |
|
|
|
Total Volume and Open Interest |
284,251 |
564,215 |
-7,664 |
10-Year T-Notes(CBOT) |
Jun12 |
120402 |
129~140 |
129~300 |
129~055 |
129~225 |
+0~070 |
1,055,725 |
1,731,172 |
-7,702 |
Sep12 |
120402 |
128~125 |
128~140 |
128~080 |
128~140 |
+0~060 |
0 |
821 |
+0 |
Dec12 |
120402 |
127~190 |
127~190 |
127~130 |
127~190 |
+0~060 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,055,725 |
1,731,994 |
-7,702 |
5-Year T-Notes(CBOT) |
Jun12 |
120402 |
122~064 |
122~097 |
122~044 |
122~084 |
+0~015 |
510,669 |
1,333,373 |
-29,214 |
Sep12 |
120402 |
121~108 |
121~108 |
121~093 |
121~108 |
+0~015 |
|
|
|
Dec12 |
120402 |
121~004 |
121~004 |
120~117 |
121~004 |
+0~015 |
|
|
|
Total Volume and Open Interest |
516,569 |
1,355,070 |
-31,491 |
2 Year T-Notes(CBOT) |
Jun12 |
120402 |
110~010 |
110~013 |
110~003 |
110~012 |
+0~003 |
213,489 |
799,607 |
-12,430 |
Sep12 |
120402 |
109~112 |
109~112 |
109~089 |
109~112 |
+0~023 |
|
|
|
Dec12 |
120402 |
109~050 |
109~050 |
109~027 |
109~050 |
+0~023 |
|
|
|
Total Volume and Open Interest |
214,779 |
820,788 |
-13,019 |
Eurodollars(CME) |
Jun12 |
120402 |
99.530 |
99.535 |
99.525 |
99.530 |
unch |
157,583 |
1,062,318 |
-6,589 |
Sep12 |
120402 |
99.510 |
99.520 |
99.500 |
99.510 |
unch |
136,959 |
925,995 |
+2,452 |
Dec12 |
120402 |
99.480 |
99.485 |
99.470 |
99.475 |
-0.005 |
120,959 |
988,911 |
+7,387 |
Mar13 |
120402 |
99.450 |
99.455 |
99.435 |
99.445 |
-0.005 |
107,224 |
675,211 |
+1,120 |
Jun13 |
120402 |
99.395 |
99.400 |
99.375 |
99.390 |
-0.005 |
131,220 |
671,848 |
-4,021 |
Sep13 |
120402 |
99.320 |
99.330 |
99.295 |
99.320 |
unch |
124,965 |
589,752 |
+2,152 |
Dec13 |
120402 |
99.220 |
99.240 |
99.190 |
99.225 |
+0.005 |
157,480 |
538,541 |
-6,104 |
Mar14 |
120402 |
99.115 |
99.150 |
99.085 |
99.130 |
+0.010 |
118,451 |
473,412 |
+8,069 |
Jun14 |
120402 |
98.990 |
99.030 |
98.955 |
99.005 |
+0.015 |
133,617 |
373,124 |
+13,915 |
Sep14 |
120402 |
98.835 |
98.890 |
98.810 |
98.865 |
+0.020 |
97,563 |
350,061 |
+3,251 |
Dec14 |
120402 |
98.670 |
98.715 |
98.625 |
98.690 |
+0.025 |
87,584 |
309,116 |
+6,426 |
Mar15 |
120402 |
98.480 |
98.545 |
98.450 |
98.515 |
+0.025 |
80,658 |
224,029 |
-4,849 |
Jun15 |
120402 |
6.540 |
0.056 |
6.505 |
0.021 |
-6.529 |
77,244 |
250,939 |
-7,020 |
Sep15 |
120402 |
6.330 |
6.425 |
6.325 |
6.390 |
+0.025 |
52,294 |
183,506 |
-776 |
Dec15 |
120402 |
6.160 |
6.250 |
6.145 |
6.210 |
+0.025 |
49,642 |
161,350 |
-2,992 |
Mar16 |
120402 |
5.990 |
6.095 |
5.990 |
6.055 |
+0.025 |
42,192 |
89,356 |
+904 |
Jun16 |
120402 |
5.845 |
5.940 |
5.830 |
5.890 |
+0.020 |
18,954 |
96,123 |
-429 |
Sep16 |
120402 |
5.680 |
5.785 |
5.670 |
5.730 |
+0.020 |
13,428 |
75,837 |
+781 |
Total Volume and Open Interest |
1,754,609 |
8,308,030 |
+18,188 |
30 Day Federal Funds(CBOT) |
Apr12 |
120402 |
99.880 |
99.880 |
99.865 |
99.872 |
-0.003 |
232 |
53,591 |
-61 |
May12 |
120402 |
99.880 |
99.880 |
99.870 |
99.875 |
unch |
446 |
53,665 |
-151 |
Jun12 |
120402 |
99.870 |
99.875 |
99.860 |
99.865 |
unch |
915 |
43,540 |
-158 |
Jul12 |
120402 |
99.860 |
99.860 |
99.850 |
99.855 |
unch |
2,357 |
48,636 |
-109 |
Aug12 |
120402 |
99.855 |
99.855 |
99.845 |
99.850 |
unch |
2,163 |
37,477 |
-779 |
Sep12 |
120402 |
99.840 |
99.845 |
99.840 |
99.845 |
unch |
1,255 |
29,768 |
-420 |
Total Volume and Open Interest |
19,023 |
575,684 |
+1,675 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120402 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
120402 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
120402 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
120402 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120402 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Sep13 |
120402 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Dec13 |
120402 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120402 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120402 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Sep14 |
120402 |
99.220 |
99.220 |
99.220 |
99.220 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun12 |
120402 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,570 |
+0 |
Sep12 |
120402 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
794 |
+0 |
Dec12 |
120402 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
515 |
+0 |
Mar13 |
120402 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
181 |
+0 |
Jun13 |
120402 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
217 |
-7 |
Sep13 |
120402 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
325 |
+0 |
Dec13 |
120402 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
413 |
+0 |
Mar14 |
120402 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
5,015 |
-7 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120402 |
141.93 |
141.98 |
141.68 |
141.74 |
-0.22 |
3,137 |
16,769 |
-71 |
Sep12 |
120402 |
141.14 |
141.14 |
141.14 |
141.14 |
-0.22 |
0 |
5 |
+0 |
Dec12 |
120402 |
139.05 |
139.05 |
139.05 |
139.05 |
-0.22 |
0 |
4 |
+0 |
Total Volume and Open Interest |
3,137 |
16,778 |
-71 |
Euro-Bund(EUREX) |
Jun12 |
120402 |
137.89 |
138.55 |
137.72 |
138.42 |
-0.07 |
668,609 |
817,033 |
+9,028 |
Sep12 |
120402 |
137.50 |
137.50 |
136.34 |
137.00 |
-0.06 |
24 |
1,214 |
+5 |
Dec12 |
120402 |
136.97 |
136.97 |
136.97 |
136.97 |
-0.07 |
33 |
0 |
+0 |
Total Volume and Open Interest |
668,666 |
818,247 |
+9,033 |
Euro-Bobl(EUREX) |
Jun12 |
120402 |
123.87 |
124.17 |
123.74 |
124.08 |
-0.03 |
433,903 |
776,447 |
-1,082 |
Sep12 |
120402 |
124.12 |
124.12 |
124.12 |
124.12 |
-0.03 |
2 |
57 |
+0 |
Dec12 |
120402 |
124.03 |
124.03 |
124.03 |
124.03 |
-0.03 |
|
|
|
Total Volume and Open Interest |
433,905 |
776,504 |
-1,082 |
3-Mth Euribor(EUREX) |
Jun12 |
120402 |
99.340 |
99.340 |
99.340 |
99.340 |
+0.010 |
177 |
1,513 |
+25 |
Sep12 |
120402 |
99.340 |
99.340 |
99.340 |
99.340 |
+0.005 |
400 |
1,539 |
+200 |
Dec12 |
120402 |
99.295 |
99.295 |
99.295 |
99.295 |
unch |
0 |
819 |
-65 |
Total Volume and Open Interest |
577 |
5,532 |
+160 |
Long Gilt(LIFFE) |
Jun12 |
120402 |
113~32 |
114~11 |
113~20 |
114~06 |
-0~10 |
117,948 |
270,766 |
-1,721 |
Sep12 |
120402 |
113~07 |
113~07 |
113~07 |
113~07 |
-0~10 |
|
|
|
Total Volume and Open Interest |
117,948 |
270,766 |
-1,721 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120402 |
99.05 |
99.06 |
99.04 |
99.06 |
+0.01 |
48,179 |
260,898 |
+3,370 |
Sep12 |
120402 |
99.08 |
99.10 |
99.07 |
99.10 |
+0.01 |
49,706 |
299,513 |
+15,629 |
Dec12 |
120402 |
99.07 |
99.10 |
99.06 |
99.09 |
+0.01 |
37,175 |
252,637 |
+7,143 |
Mar13 |
120402 |
99.04 |
99.08 |
99.04 |
99.07 |
unch |
34,812 |
260,062 |
+19,445 |
Jun13 |
120402 |
99.00 |
99.03 |
99.00 |
99.02 |
-0.01 |
32,574 |
209,655 |
+137 |
Sep13 |
120402 |
98.94 |
98.97 |
98.94 |
98.96 |
-0.02 |
29,314 |
172,914 |
+2,497 |
Total Volume and Open Interest |
320,748 |
1,967,494 |
+51,057 |
3-Mth Euribor(LIFFE) |
Jun12 |
120402 |
99.335 |
99.345 |
99.325 |
99.340 |
+0.010 |
129,935 |
519,182 |
-9,773 |
Sep12 |
120402 |
99.330 |
99.345 |
99.325 |
99.340 |
+0.005 |
101,675 |
508,656 |
-3,011 |
Dec12 |
120402 |
99.290 |
99.305 |
99.275 |
99.295 |
unch |
96,976 |
374,399 |
+286 |
Total Volume and Open Interest |
671,154 |
3,065,658 |
-6,273 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120402 |
95.93 |
95.95 |
95.87 |
95.92 |
-0.01 |
27,168 |
185,229 |
-3,120 |
Sep12 |
120402 |
96.07 |
96.09 |
96.00 |
96.06 |
-0.01 |
25,217 |
163,512 |
-145 |
Dec12 |
120402 |
96.14 |
96.18 |
96.07 |
96.13 |
-0.01 |
15,716 |
95,613 |
+657 |
Mar13 |
120402 |
96.14 |
96.19 |
96.08 |
96.13 |
-0.03 |
8,702 |
58,480 |
+177 |
Jun13 |
120402 |
96.10 |
96.12 |
96.03 |
96.07 |
-0.05 |
5,191 |
56,804 |
+1,073 |
Sep13 |
120402 |
96.03 |
96.03 |
95.95 |
95.98 |
-0.06 |
1,741 |
38,043 |
+437 |
Dec13 |
120402 |
95.94 |
95.94 |
95.84 |
95.89 |
-0.06 |
862 |
26,550 |
+321 |
Mar14 |
120402 |
95.84 |
95.86 |
95.75 |
95.81 |
-0.06 |
21 |
16,088 |
-11 |
Jun14 |
120402 |
95.77 |
95.77 |
95.73 |
95.73 |
-0.06 |
0 |
1,012 |
+0 |
Sep14 |
120402 |
95.71 |
95.71 |
95.66 |
95.66 |
-0.07 |
0 |
521 |
+0 |
Total Volume and Open Interest |
84,618 |
642,179 |
-621 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120402 |
95.97 |
95.99 |
95.88 |
95.93 |
-0.04 |
58,566 |
350,200 |
-3,799 |
Sep12 |
120402 |
95.93 |
95.93 |
95.93 |
95.93 |
-0.04 |
|
|
|
Total Volume and Open Interest |
58,566 |
350,200 |
-3,799 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120402 |
96.54 |
96.55 |
96.45 |
96.50 |
-0.05 |
168,411 |
411,624 |
+19,087 |
Sep12 |
120402 |
96.50 |
96.50 |
96.50 |
96.50 |
-0.05 |
|
|
|
Total Volume and Open Interest |
168,411 |
411,624 |
+19,087 |
Gold(CMX) |
Apr12 |
120402 |
1670.4 |
1682.8 |
1662.0 |
1677.5 |
+8.2 |
47,342 |
9,004 |
-19,542 |
Jun12 |
120402 |
1671.5 |
1685.4 |
1664.4 |
1679.7 |
+7.8 |
163,878 |
237,140 |
+16,788 |
Aug12 |
120402 |
1676.7 |
1687.1 |
1667.0 |
1682.2 |
+7.9 |
4,466 |
35,843 |
-104 |
Oct12 |
120402 |
1676.0 |
1685.6 |
1676.0 |
1684.3 |
+7.9 |
443 |
12,349 |
+18 |
Dec12 |
120402 |
1680.0 |
1691.4 |
1671.8 |
1686.5 |
+8.0 |
2,947 |
34,822 |
+1,367 |
Feb13 |
120402 |
1681.7 |
1692.9 |
1676.1 |
1688.5 |
+8.0 |
154 |
12,021 |
+88 |
Apr13 |
120402 |
1690.6 |
1690.6 |
1690.6 |
1690.6 |
+8.1 |
102 |
8,858 |
-2 |
Jun13 |
120402 |
1693.1 |
1693.1 |
1693.1 |
1693.1 |
+8.1 |
1,053 |
10,403 |
-405 |
Aug13 |
120402 |
1695.9 |
1695.9 |
1695.9 |
1695.9 |
+8.2 |
1 |
255 |
+0 |
Oct13 |
120402 |
1698.8 |
1698.8 |
1698.8 |
1698.8 |
+8.2 |
1 |
1 |
+1 |
Dec13 |
120402 |
1703.8 |
1703.8 |
1701.9 |
1701.9 |
+8.2 |
519 |
8,041 |
-230 |
Feb14 |
120402 |
1705.5 |
1705.5 |
1705.5 |
1705.5 |
+8.2 |
|
|
|
Total Volume and Open Interest |
224,748 |
406,388 |
-999 |
Silver(CMX) |
May12 |
120402 |
3235.5 |
3325.0 |
3234.0 |
3309.8 |
+61.4 |
33,862 |
49,999 |
-1,560 |
Jul12 |
120402 |
3245.0 |
3327.5 |
3245.0 |
3315.8 |
+61.4 |
4,344 |
18,436 |
-1,058 |
Sep12 |
120402 |
3250.0 |
3329.5 |
3248.0 |
3321.2 |
+61.7 |
350 |
4,666 |
-135 |
Dec12 |
120402 |
3266.5 |
3336.0 |
3256.5 |
3326.8 |
+62.0 |
1,543 |
15,694 |
-1,004 |
Mar13 |
120402 |
3329.3 |
3329.3 |
3329.3 |
3329.3 |
+62.4 |
108 |
2,443 |
+30 |
May13 |
120402 |
3329.5 |
3329.5 |
3329.5 |
3329.5 |
+62.4 |
27 |
1,227 |
+5 |
Jul13 |
120402 |
3328.6 |
3328.6 |
3328.6 |
3328.6 |
+62.4 |
41 |
3,005 |
-1 |
Total Volume and Open Interest |
40,364 |
110,455 |
-3,715 |
Platinum(NYMEX) |
Apr12 |
120402 |
1641.5 |
1654.9 |
1634.9 |
1649.1 |
+10.8 |
3,764 |
691 |
-2,213 |
Jul12 |
120402 |
1644.5 |
1659.9 |
1640.5 |
1654.9 |
+10.8 |
8,062 |
39,061 |
+2,287 |
Oct12 |
120402 |
1654.0 |
1660.0 |
1650.0 |
1658.6 |
+10.8 |
78 |
1,003 |
+46 |
Jan13 |
120402 |
1654.2 |
1662.0 |
1651.8 |
1661.5 |
+10.8 |
4 |
121 |
+3 |
Total Volume and Open Interest |
11,910 |
40,880 |
+124 |
Palladium(NYMEX) |
Jun12 |
120402 |
651.50 |
666.10 |
651.50 |
658.80 |
+4.70 |
2,658 |
19,910 |
+32 |
Sep12 |
120402 |
664.00 |
664.15 |
658.95 |
660.40 |
+4.70 |
0 |
516 |
+0 |
Dec12 |
120402 |
661.75 |
661.75 |
661.75 |
661.75 |
+4.70 |
1 |
34 |
+0 |
Total Volume and Open Interest |
2,659 |
20,464 |
+32 |
Copper(CMX) |
May12 |
120402 |
385.00 |
393.25 |
382.85 |
392.10 |
+9.60 |
53,239 |
72,752 |
-2,217 |
Jul12 |
120402 |
385.50 |
393.80 |
383.70 |
392.85 |
+9.50 |
6,074 |
32,405 |
+685 |
Sep12 |
120402 |
388.35 |
393.85 |
385.65 |
393.75 |
+9.50 |
568 |
19,434 |
-24 |
Dec12 |
120402 |
387.30 |
395.50 |
387.10 |
394.65 |
+9.45 |
162 |
10,804 |
+25 |
Mar13 |
120402 |
395.35 |
395.35 |
395.35 |
395.35 |
+9.40 |
2 |
1,851 |
+0 |
Total Volume and Open Interest |
60,718 |
148,933 |
-1,452 |
DJIA Index(CBOT) |
Jun12 |
120402 |
13180 |
13227 |
13090 |
13189 |
+47 |
457 |
11,075 |
-42 |
Sep12 |
120402 |
13120 |
13120 |
13120 |
13120 |
+47 |
0 |
2 |
+0 |
Dec12 |
120402 |
13039 |
13039 |
12992 |
13039 |
+47 |
0 |
1 |
+0 |
Mar13 |
120402 |
12972 |
12972 |
12925 |
12972 |
+47 |
|
|
|
Total Volume and Open Interest |
457 |
11,078 |
-42 |
E-mini DJIA Index(CBOT) |
Jun12 |
120402 |
13171 |
13229 |
13082 |
13189 |
+47 |
108,216 |
105,459 |
+1,787 |
Sep12 |
120402 |
13030 |
13140 |
13030 |
13120 |
+47 |
4 |
167 |
+2 |
Dec12 |
120402 |
13078 |
13078 |
13039 |
13039 |
+47 |
0 |
23 |
+0 |
Mar13 |
120402 |
12972 |
12972 |
12972 |
12972 |
+47 |
6 |
0 |
+0 |
Total Volume and Open Interest |
108,226 |
105,649 |
+1,789 |
S & P 500(CME) |
Jun12 |
120402 |
1406.70 |
1417.50 |
1399.20 |
1412.60 |
+9.40 |
12,072 |
222,884 |
-874 |
Sep12 |
120402 |
1406.50 |
1411.00 |
1393.00 |
1406.50 |
+9.50 |
1 |
1,392 |
+0 |
Dec12 |
120402 |
1400.00 |
1404.50 |
1386.50 |
1400.00 |
+9.50 |
0 |
945 |
+0 |
Mar13 |
120402 |
1394.00 |
1398.50 |
1380.50 |
1394.00 |
+9.50 |
|
|
|
Total Volume and Open Interest |
12,073 |
225,221 |
-874 |
S & P 500 E-Mini(Globex) |
Jun12 |
120402 |
1407.25 |
1417.75 |
1399.00 |
1412.50 |
+9.25 |
1,827,754 |
2,730,099 |
+3,287 |
Sep12 |
120402 |
1400.25 |
1411.50 |
1393.50 |
1406.50 |
+9.50 |
840 |
12,964 |
+13 |
Total Volume and Open Interest |
1,828,788 |
2,744,942 |
+3,402 |
NASDAQ 100(CME) |
Jun12 |
120402 |
2760.50 |
2785.00 |
2744.00 |
2777.00 |
+26.20 |
2,307 |
10,346 |
-334 |
Sep12 |
120402 |
2771.00 |
2777.00 |
2771.00 |
2771.00 |
+26.20 |
|
|
|
Dec12 |
120402 |
2765.50 |
2765.50 |
2739.30 |
2765.50 |
+26.20 |
|
|
|
Total Volume and Open Interest |
2,307 |
10,346 |
-334 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120402 |
2758.00 |
2783.80 |
2743.50 |
2777.00 |
+26.20 |
246,572 |
444,562 |
+7,361 |
Sep12 |
120402 |
2759.80 |
2771.00 |
2759.50 |
2771.00 |
+26.20 |
4 |
833 |
+1 |
Total Volume and Open Interest |
246,580 |
445,423 |
+7,366 |
S & P Midcap 400(CME) |
Jun12 |
120402 |
999.00 |
1000.00 |
988.00 |
996.60 |
+4.30 |
0 |
1,081 |
+0 |
Sep12 |
120402 |
993.80 |
993.80 |
989.50 |
993.80 |
+4.30 |
|
|
|
Dec12 |
120402 |
991.80 |
991.80 |
987.50 |
991.80 |
+4.30 |
|
|
|
Total Volume and Open Interest |
0 |
1,081 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120402 |
10175 |
10225 |
10065 |
10120 |
-70 |
5,487 |
44,873 |
-480 |
Sep12 |
120402 |
10135 |
10205 |
10135 |
10135 |
-70 |
|
|
|
Total Volume and Open Interest |
5,487 |
44,873 |
-480 |
Nikkei 225(SGX) |
Jun12 |
120402 |
10090 |
10210 |
10085 |
10110 |
+20 |
112,364 |
239,802 |
+3,839 |
Sep12 |
120402 |
10115 |
10160 |
10110 |
10110 |
+25 |
12 |
2,537 |
+0 |
Dec12 |
120402 |
10050 |
10050 |
10050 |
10050 |
+20 |
0 |
5,902 |
+0 |
Total Volume and Open Interest |
112,763 |
262,127 |
+3,880 |
CAC 40(EURONEXT) |
Apr12 |
120402 |
3428.5 |
3476.5 |
3395.0 |
3460.5 |
+36.0 |
106,291 |
360,621 |
+2,217 |
May12 |
120402 |
3373.5 |
3417.0 |
3342.0 |
3403.5 |
+35.5 |
5,197 |
3,398 |
+89 |
Jun12 |
120402 |
3345.5 |
3382.0 |
3319.0 |
3376.0 |
+36.0 |
1,352 |
29,412 |
+207 |
Total Volume and Open Interest |
112,840 |
393,549 |
+2,513 |
Hang Seng Index(HKFE) |
Apr12 |
120402 |
20590 |
20647 |
20389 |
20460 |
-40 |
79,645 |
92,107 |
+4,264 |
May12 |
120402 |
20434 |
20483 |
20234 |
20294 |
-36 |
|
|
|
Jun12 |
120402 |
20313 |
20313 |
20043 |
20107 |
-30 |
163 |
5,363 |
+41 |
Total Volume and Open Interest |
95,044 |
118,719 |
-6,122 |
DAX(EUREX) |
Jun12 |
120402 |
6982.5 |
7103.5 |
6922.5 |
7066.5 |
+105.5 |
165,623 |
161,213 |
+565 |
Sep12 |
120402 |
6995.0 |
7110.0 |
6941.5 |
7075.5 |
+105.5 |
275 |
3,264 |
+1 |
Dec12 |
120402 |
7003.0 |
7084.0 |
6977.0 |
7084.0 |
+105.0 |
26 |
81 |
+19 |
Total Volume and Open Interest |
165,924 |
164,558 |
+585 |
FT-SE 100(EURONEXT) |
Jun12 |
120402 |
5742.00 |
5860.00 |
5700.50 |
5829.00 |
+99.50 |
120,549 |
614,656 |
-7,955 |
Sep12 |
120402 |
5700.00 |
5815.50 |
5680.00 |
5790.00 |
+100.50 |
64 |
539 |
+1 |
Dec12 |
120402 |
5685.00 |
5766.00 |
5685.00 |
5766.00 |
+99.50 |
10 |
154 |
+1 |
Total Volume and Open Interest |
120,623 |
615,349 |
-7,953 |
SPI 200(SFE) |
Jun12 |
120402 |
4347.0 |
4394.0 |
4332.0 |
4333.0 |
-12.0 |
40,126 |
198,791 |
+4,958 |
Sep12 |
120402 |
4329.0 |
4350.0 |
4303.0 |
4303.0 |
-10.0 |
90 |
2,179 |
+35 |
Dec12 |
120402 |
4311.0 |
4311.0 |
4311.0 |
4311.0 |
-10.0 |
37 |
1,687 |
+1 |
Total Volume and Open Interest |
40,405 |
204,778 |
+5,059 |
GSCI(CME) |
Apr12 |
120402 |
686.50 |
701.70 |
685.00 |
701.70 |
+11.70 |
840 |
9,488 |
-504 |
May12 |
120402 |
687.00 |
702.20 |
685.75 |
702.20 |
+11.80 |
631 |
860 |
+631 |
Jun12 |
120402 |
703.00 |
703.00 |
689.00 |
703.00 |
+12.00 |
|
|
|
Total Volume and Open Interest |
1,471 |
10,348 |
+127 |
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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