|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue April 03, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120403 |
1421.00 |
1434.25 |
1413.00 |
1416.75 |
-4.25 |
157,501 |
236,550 |
+382 |
Jul12 |
120403 |
1427.25 |
1439.00 |
1420.00 |
1421.25 |
-6.00 |
81,192 |
161,257 |
+3,714 |
Aug12 |
120403 |
1419.25 |
1430.75 |
1413.00 |
1413.50 |
-6.00 |
4,058 |
9,862 |
+1,333 |
Sep12 |
120403 |
1398.00 |
1409.50 |
1391.25 |
1393.00 |
-6.50 |
2,635 |
6,949 |
+228 |
Nov12 |
120403 |
1384.00 |
1396.50 |
1375.00 |
1378.75 |
-6.50 |
84,115 |
189,513 |
+16,168 |
Jan13 |
120403 |
1380.00 |
1391.25 |
1371.50 |
1376.75 |
-4.75 |
10,370 |
31,129 |
+2,330 |
Mar13 |
120403 |
1360.00 |
1373.50 |
1354.00 |
1361.75 |
-2.00 |
10,389 |
38,334 |
+3,292 |
May13 |
120403 |
1343.00 |
1355.00 |
1335.50 |
1344.25 |
-0.25 |
8,115 |
19,794 |
+3,116 |
Jul13 |
120403 |
1340.00 |
1353.00 |
1333.50 |
1339.25 |
-1.00 |
3,473 |
18,339 |
+657 |
Aug13 |
120403 |
1317.25 |
1317.25 |
1316.25 |
1317.25 |
+1.00 |
2 |
80 |
+0 |
Sep13 |
120403 |
1288.00 |
1289.75 |
1285.50 |
1288.00 |
+2.50 |
4 |
112 |
+0 |
Nov13 |
120403 |
1253.00 |
1266.50 |
1250.75 |
1261.00 |
+4.00 |
951 |
8,150 |
+271 |
Jan14 |
120403 |
1258.25 |
1265.25 |
1258.00 |
1265.25 |
+4.00 |
1 |
158 |
+0 |
Mar14 |
120403 |
1265.25 |
1265.25 |
1261.25 |
1265.25 |
+4.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
362,818 |
720,724 |
+31,497 |
Soybean Meal(CBOT) |
May12 |
120403 |
391.10 |
394.80 |
386.50 |
386.50 |
-4.70 |
57,996 |
129,285 |
-534 |
Jul12 |
120403 |
392.90 |
395.40 |
387.90 |
387.90 |
-5.00 |
30,939 |
48,585 |
+1,921 |
Aug12 |
120403 |
389.90 |
391.80 |
384.90 |
384.90 |
-4.50 |
2,367 |
8,616 |
+333 |
Sep12 |
120403 |
384.00 |
386.00 |
379.30 |
379.30 |
-4.50 |
2,093 |
8,937 |
+338 |
Oct12 |
120403 |
376.80 |
378.30 |
371.90 |
371.90 |
-4.90 |
1,558 |
5,465 |
+120 |
Dec12 |
120403 |
375.60 |
379.00 |
371.60 |
371.60 |
-4.40 |
18,848 |
34,442 |
+3,104 |
Jan13 |
120403 |
370.10 |
370.10 |
367.10 |
367.10 |
-3.00 |
409 |
3,980 |
+11 |
Mar13 |
120403 |
361.20 |
366.00 |
360.20 |
360.60 |
-1.40 |
760 |
5,979 |
-67 |
May13 |
120403 |
352.00 |
356.00 |
352.00 |
352.80 |
-0.80 |
517 |
3,336 |
+238 |
Jul13 |
120403 |
350.70 |
354.90 |
350.00 |
351.20 |
-0.10 |
395 |
2,019 |
+23 |
Total Volume and Open Interest |
116,345 |
253,803 |
+5,581 |
Soybean Oil(CBOT) |
May12 |
120403 |
56.16 |
56.59 |
55.86 |
55.90 |
-0.26 |
83,039 |
152,081 |
-3,350 |
Jul12 |
120403 |
56.57 |
57.00 |
56.26 |
56.29 |
-0.28 |
40,107 |
98,290 |
-1,097 |
Aug12 |
120403 |
56.75 |
57.19 |
56.49 |
56.49 |
-0.28 |
4,518 |
14,404 |
+997 |
Sep12 |
120403 |
56.90 |
57.35 |
56.65 |
56.65 |
-0.29 |
3,204 |
10,630 |
+595 |
Oct12 |
120403 |
57.04 |
57.41 |
56.75 |
56.75 |
-0.29 |
595 |
8,425 |
-25 |
Dec12 |
120403 |
57.30 |
57.73 |
57.02 |
57.02 |
-0.29 |
20,974 |
60,086 |
-2,048 |
Jan13 |
120403 |
57.44 |
57.80 |
57.19 |
57.19 |
-0.27 |
314 |
2,677 |
+17 |
Mar13 |
120403 |
57.40 |
57.97 |
57.36 |
57.38 |
-0.18 |
623 |
6,372 |
+293 |
May13 |
120403 |
57.59 |
57.96 |
57.38 |
57.40 |
-0.18 |
500 |
2,753 |
+85 |
Jul13 |
120403 |
57.42 |
57.99 |
57.42 |
57.45 |
-0.18 |
135 |
3,399 |
+32 |
Total Volume and Open Interest |
154,373 |
363,447 |
-4,426 |
Canola(WCE) |
May12 |
120403 |
621.0 |
626.6 |
617.7 |
620.5 |
-0.3 |
13,974 |
68,844 |
-4,086 |
Jul12 |
120403 |
618.1 |
623.5 |
615.2 |
617.5 |
-0.6 |
10,809 |
47,859 |
+3,502 |
Nov12 |
120403 |
576.8 |
586.1 |
575.6 |
580.9 |
+2.9 |
8,547 |
75,493 |
+2,325 |
Jan13 |
120403 |
579.8 |
589.4 |
579.8 |
584.4 |
+2.7 |
838 |
10,915 |
+571 |
Mar13 |
120403 |
584.3 |
591.9 |
583.7 |
587.8 |
+3.3 |
543 |
5,359 |
+392 |
Total Volume and Open Interest |
35,039 |
211,814 |
+2,852 |
Corn(CBOT) |
May12 |
120403 |
654.00 |
666.00 |
651.75 |
658.25 |
+3.25 |
223,679 |
434,622 |
-3,158 |
Jul12 |
120403 |
649.50 |
659.75 |
647.75 |
653.00 |
+2.00 |
137,727 |
342,098 |
+11,258 |
Sep12 |
120403 |
569.75 |
575.75 |
568.00 |
568.50 |
-2.50 |
39,886 |
144,136 |
+2,141 |
Dec12 |
120403 |
543.25 |
548.75 |
543.00 |
545.50 |
+0.50 |
107,321 |
322,096 |
+5,351 |
Mar13 |
120403 |
555.00 |
559.75 |
553.75 |
555.50 |
-4.00 |
3,612 |
49,965 |
+323 |
May13 |
120403 |
564.50 |
567.75 |
563.50 |
563.50 |
-4.25 |
1,028 |
7,566 |
+401 |
Jul13 |
120403 |
570.25 |
573.25 |
569.50 |
571.00 |
-2.25 |
881 |
8,564 |
+89 |
Sep13 |
120403 |
548.00 |
550.00 |
548.00 |
549.50 |
unch |
45 |
1,178 |
+9 |
Dec13 |
120403 |
544.00 |
549.75 |
541.75 |
547.25 |
+2.25 |
1,691 |
23,442 |
+504 |
Mar14 |
120403 |
557.25 |
558.50 |
556.25 |
558.50 |
+2.25 |
4 |
529 |
+0 |
Total Volume and Open Interest |
515,988 |
1,337,987 |
+16,932 |
Wheat(CBOT) |
May12 |
120403 |
655.75 |
659.00 |
649.50 |
658.00 |
+1.00 |
118,402 |
163,737 |
-6,245 |
Jul12 |
120403 |
668.00 |
670.00 |
659.00 |
669.00 |
-0.50 |
51,579 |
139,250 |
+4,917 |
Sep12 |
120403 |
681.50 |
685.25 |
674.25 |
683.50 |
-1.75 |
11,197 |
57,041 |
+1,307 |
Dec12 |
120403 |
705.00 |
707.50 |
693.75 |
705.00 |
-2.50 |
17,480 |
77,317 |
+443 |
Mar13 |
120403 |
718.50 |
722.25 |
710.75 |
720.50 |
-1.75 |
1,250 |
12,593 |
-64 |
May13 |
120403 |
723.50 |
729.25 |
723.50 |
727.50 |
-1.75 |
119 |
828 |
+19 |
Total Volume and Open Interest |
200,456 |
459,849 |
+484 |
Wheat(KCBT) |
May12 |
120403 |
690.00 |
691.50 |
684.50 |
690.00 |
unch |
17,685 |
41,591 |
+802 |
Jul12 |
120403 |
699.50 |
700.25 |
694.00 |
699.50 |
unch |
13,070 |
62,959 |
+922 |
Sep12 |
120403 |
714.00 |
714.75 |
709.25 |
714.50 |
unch |
1,616 |
13,901 |
+320 |
Dec12 |
120403 |
733.50 |
735.50 |
729.50 |
735.50 |
+0.50 |
1,474 |
19,094 |
+489 |
Mar13 |
120403 |
744.00 |
750.00 |
741.25 |
750.00 |
+0.75 |
108 |
1,080 |
+24 |
May13 |
120403 |
746.50 |
758.00 |
746.50 |
758.00 |
+4.75 |
42 |
236 |
+16 |
Total Volume and Open Interest |
34,072 |
139,507 |
+2,616 |
Wheat(MGE) |
May12 |
120403 |
846.00 |
852.00 |
842.50 |
850.25 |
+1.00 |
4,877 |
11,006 |
-339 |
Jul12 |
120403 |
840.00 |
847.00 |
839.75 |
845.50 |
+2.25 |
2,381 |
10,770 |
+242 |
Sep12 |
120403 |
826.75 |
834.50 |
826.75 |
833.25 |
+0.25 |
2,518 |
9,845 |
-411 |
Dec12 |
120403 |
825.00 |
830.00 |
824.00 |
828.00 |
-1.25 |
1,452 |
6,251 |
+358 |
Mar13 |
120403 |
824.25 |
826.75 |
823.75 |
826.25 |
-3.25 |
300 |
701 |
+67 |
Total Volume and Open Interest |
11,532 |
38,588 |
-86 |
Oats(CBOT) |
May12 |
120403 |
334.75 |
339.00 |
332.00 |
336.00 |
+1.25 |
1,576 |
5,467 |
-413 |
Jul12 |
120403 |
335.25 |
338.50 |
331.75 |
335.75 |
-0.25 |
1,106 |
2,915 |
+520 |
Sep12 |
120403 |
335.50 |
336.75 |
335.00 |
335.00 |
-1.75 |
5 |
247 |
-3 |
Dec12 |
120403 |
340.00 |
341.00 |
338.50 |
341.00 |
+2.50 |
120 |
2,207 |
+51 |
Total Volume and Open Interest |
2,808 |
10,843 |
+156 |
Rough Rice(CBOT) |
May12 |
120403 |
14.87 |
15.03 |
14.76 |
14.93 |
+0.05 |
2,123 |
9,630 |
-424 |
Jul12 |
120403 |
15.11 |
15.29 |
15.11 |
15.20 |
+0.05 |
1,229 |
4,617 |
+670 |
Sep12 |
120403 |
15.46 |
15.47 |
15.40 |
15.44 |
+0.06 |
105 |
1,488 |
+39 |
Nov12 |
120403 |
15.61 |
15.65 |
15.61 |
15.65 |
+0.05 |
3 |
82 |
+0 |
Total Volume and Open Interest |
3,460 |
15,825 |
+285 |
Live Cattle(CME) |
Apr12 |
120403 |
121.150 |
121.230 |
119.400 |
119.800 |
-1.050 |
17,565 |
39,240 |
-2,451 |
Jun12 |
120403 |
117.035 |
117.100 |
115.400 |
116.050 |
-0.750 |
40,963 |
150,029 |
+2,674 |
Aug12 |
120403 |
120.450 |
120.500 |
118.850 |
119.035 |
-1.215 |
16,572 |
88,393 |
+3,266 |
Oct12 |
120403 |
126.350 |
126.385 |
124.785 |
125.250 |
-1.000 |
10,411 |
46,579 |
+2,239 |
Dec12 |
120403 |
128.000 |
128.130 |
126.650 |
127.100 |
-0.830 |
3,425 |
25,245 |
+679 |
Feb13 |
120403 |
128.550 |
128.650 |
127.300 |
127.930 |
-0.645 |
616 |
7,154 |
+11 |
Total Volume and Open Interest |
89,884 |
360,269 |
+6,439 |
Feeder Cattle(CME) |
Apr12 |
120403 |
149.935 |
150.535 |
148.950 |
149.250 |
-0.285 |
2,401 |
8,018 |
-409 |
May12 |
120403 |
149.750 |
150.050 |
148.130 |
148.235 |
-1.200 |
5,917 |
15,501 |
-1,333 |
Aug12 |
120403 |
153.380 |
153.380 |
151.235 |
151.300 |
-1.350 |
3,545 |
13,895 |
-774 |
Sep12 |
120403 |
154.235 |
154.380 |
152.450 |
153.000 |
-1.035 |
741 |
3,255 |
+129 |
Oct12 |
120403 |
154.700 |
154.700 |
153.000 |
153.900 |
-0.785 |
239 |
1,576 |
-16 |
Nov12 |
120403 |
154.800 |
154.800 |
153.250 |
154.000 |
-0.700 |
113 |
951 |
-20 |
Jan13 |
120403 |
155.000 |
155.000 |
154.000 |
154.600 |
-0.650 |
55 |
311 |
+26 |
Total Volume and Open Interest |
13,011 |
43,507 |
-2,397 |
Lean Hogs(CME) |
Apr12 |
120403 |
84.680 |
84.680 |
83.830 |
84.035 |
-0.695 |
5,462 |
19,233 |
-641 |
May12 |
120403 |
93.300 |
93.300 |
92.750 |
93.230 |
-0.270 |
393 |
2,784 |
+6 |
Jun12 |
120403 |
92.300 |
92.350 |
91.250 |
91.650 |
-0.530 |
21,641 |
102,529 |
-247 |
Jul12 |
120403 |
92.950 |
92.950 |
91.580 |
91.950 |
-0.750 |
6,321 |
30,091 |
+988 |
Aug12 |
120403 |
93.100 |
93.180 |
92.035 |
92.200 |
-0.800 |
5,335 |
38,937 |
-644 |
Oct12 |
120403 |
84.500 |
84.500 |
83.600 |
83.850 |
-0.550 |
3,042 |
35,342 |
+414 |
Dec12 |
120403 |
81.550 |
81.680 |
80.750 |
80.950 |
-0.600 |
1,347 |
21,664 |
-84 |
Feb13 |
120403 |
82.150 |
82.400 |
81.850 |
81.900 |
-0.100 |
133 |
7,073 |
+15 |
Total Volume and Open Interest |
43,748 |
264,264 |
-197 |
Class III Milk(CME) |
Apr12 |
120403 |
15.90 |
16.24 |
15.87 |
15.87 |
+0.03 |
622 |
5,102 |
-30 |
May12 |
120403 |
15.83 |
15.92 |
15.55 |
15.59 |
-0.22 |
408 |
4,201 |
-5 |
Jun12 |
120403 |
16.03 |
16.15 |
15.81 |
15.81 |
-0.22 |
201 |
3,587 |
-12 |
Jul12 |
120403 |
16.48 |
16.65 |
16.36 |
16.36 |
-0.06 |
114 |
2,613 |
-26 |
Aug12 |
120403 |
16.85 |
17.03 |
16.85 |
16.87 |
unch |
65 |
2,588 |
+26 |
Total Volume and Open Interest |
1,584 |
26,881 |
-5,977 |
Cocoa(ICE) |
May12 |
120403 |
2177 |
2188 |
2138 |
2143 |
-44 |
15,070 |
59,872 |
-244 |
Jul12 |
120403 |
2209 |
2215 |
2163 |
2169 |
-46 |
7,966 |
37,998 |
+571 |
Sep12 |
120403 |
2222 |
2231 |
2185 |
2189 |
-43 |
1,964 |
22,462 |
+179 |
Dec12 |
120403 |
2244 |
2248 |
2203 |
2207 |
-42 |
1,170 |
22,331 |
-97 |
Mar13 |
120403 |
2254 |
2254 |
2214 |
2219 |
-37 |
1,460 |
23,155 |
+361 |
May13 |
120403 |
2262 |
2262 |
2225 |
2229 |
-40 |
136 |
4,111 |
+69 |
Jul13 |
120403 |
2285 |
2285 |
2244 |
2244 |
-38 |
38 |
1,706 |
+26 |
Total Volume and Open Interest |
27,804 |
172,797 |
+865 |
Coffee "C"(ICE) |
May12 |
120403 |
185.90 |
185.90 |
182.35 |
185.35 |
-0.85 |
17,282 |
68,185 |
-2,091 |
Jul12 |
120403 |
188.40 |
188.60 |
185.00 |
188.05 |
-0.80 |
8,662 |
36,056 |
+526 |
Sep12 |
120403 |
191.00 |
191.30 |
187.85 |
190.85 |
-0.80 |
3,372 |
28,482 |
+845 |
Dec12 |
120403 |
196.00 |
196.00 |
191.70 |
194.55 |
-0.85 |
1,290 |
13,950 |
+46 |
Mar13 |
120403 |
197.90 |
199.00 |
196.20 |
198.55 |
-0.80 |
562 |
5,294 |
+61 |
May13 |
120403 |
200.50 |
201.70 |
199.40 |
201.30 |
-0.65 |
190 |
2,548 |
-46 |
Total Volume and Open Interest |
31,497 |
156,512 |
-638 |
Orange Juice(ICE) |
May12 |
120403 |
162.00 |
162.75 |
160.00 |
162.50 |
+0.25 |
1,864 |
14,525 |
-1,002 |
Jul12 |
120403 |
159.75 |
160.25 |
157.65 |
160.05 |
+0.40 |
794 |
3,352 |
+568 |
Sep12 |
120403 |
157.50 |
159.00 |
156.60 |
159.00 |
+0.75 |
117 |
1,164 |
+41 |
Nov12 |
120403 |
153.90 |
156.00 |
153.50 |
156.00 |
+2.70 |
128 |
1,045 |
+78 |
Jan13 |
120403 |
152.65 |
155.60 |
152.65 |
155.60 |
+2.70 |
33 |
227 |
+30 |
Mar13 |
120403 |
155.50 |
155.50 |
155.50 |
155.50 |
+2.70 |
0 |
34 |
+0 |
Total Volume and Open Interest |
2,936 |
20,351 |
-285 |
Sugar #11(ICE) |
May12 |
120403 |
24.58 |
24.61 |
24.19 |
24.25 |
-0.33 |
45,907 |
212,659 |
-6,669 |
Jul12 |
120403 |
23.78 |
23.78 |
23.41 |
23.46 |
-0.32 |
29,104 |
224,337 |
+4,766 |
Oct12 |
120403 |
23.85 |
23.88 |
23.57 |
23.64 |
-0.25 |
14,028 |
122,544 |
-51 |
Mar13 |
120403 |
24.47 |
24.54 |
24.33 |
24.43 |
-0.13 |
6,116 |
86,705 |
-40 |
May13 |
120403 |
24.21 |
24.23 |
24.05 |
24.16 |
-0.11 |
1,824 |
21,521 |
+978 |
Jul13 |
120403 |
23.93 |
23.95 |
23.79 |
23.94 |
-0.06 |
362 |
19,907 |
+69 |
Oct13 |
120403 |
23.94 |
24.00 |
23.84 |
23.96 |
-0.06 |
342 |
21,190 |
-105 |
Mar14 |
120403 |
23.99 |
24.05 |
23.91 |
24.01 |
-0.08 |
443 |
15,746 |
+321 |
Total Volume and Open Interest |
98,701 |
735,849 |
-469 |
London Cocoa(LCE) |
May12 |
120403 |
1440 |
1449 |
1413 |
1419 |
-27 |
5,905 |
43,875 |
+797 |
Jul12 |
120403 |
1456 |
1458 |
1426 |
1430 |
-29 |
3,272 |
51,065 |
+1,766 |
Sep12 |
120403 |
1460 |
1462 |
1432 |
1436 |
-26 |
1,851 |
27,353 |
+222 |
Dec12 |
120403 |
1461 |
1461 |
1437 |
1440 |
-25 |
1,987 |
28,136 |
+692 |
Mar13 |
120403 |
1451 |
1453 |
1430 |
1432 |
-21 |
1,797 |
30,710 |
+28 |
May13 |
120403 |
1452 |
1455 |
1436 |
1437 |
-18 |
1,152 |
9,110 |
+51 |
Jul13 |
120403 |
1460 |
1460 |
1443 |
1445 |
-15 |
36 |
3,938 |
-11 |
Total Volume and Open Interest |
16,686 |
197,654 |
+3,545 |
London Sugar(LCE) |
May12 |
120403 |
641.00 |
641.10 |
632.90 |
634.60 |
-8.50 |
5,004 |
25,087 |
-1,053 |
Aug12 |
120403 |
628.70 |
630.30 |
623.20 |
625.00 |
-6.40 |
1,702 |
18,598 |
+364 |
Oct12 |
120403 |
620.00 |
620.60 |
615.00 |
616.90 |
-5.80 |
440 |
10,129 |
-46 |
Dec12 |
120403 |
623.20 |
625.00 |
620.00 |
622.50 |
-4.50 |
11 |
3,187 |
-11 |
Mar13 |
120403 |
628.50 |
628.70 |
625.20 |
628.30 |
-3.80 |
15 |
5,035 |
-47 |
Total Volume and Open Interest |
7,177 |
62,927 |
-793 |
Cotton(ICE) |
May12 |
120403 |
93.19 |
93.80 |
92.41 |
92.64 |
-0.48 |
13,361 |
73,145 |
-1,579 |
Jul12 |
120403 |
93.20 |
93.70 |
92.51 |
92.70 |
-0.87 |
9,711 |
60,857 |
+3,508 |
Oct12 |
120403 |
92.75 |
93.01 |
92.34 |
92.34 |
-0.51 |
0 |
88 |
+0 |
Dec12 |
120403 |
90.67 |
91.00 |
90.13 |
90.54 |
-0.21 |
4,394 |
54,082 |
+1,640 |
Mar13 |
120403 |
91.36 |
91.50 |
91.20 |
91.24 |
-0.21 |
74 |
2,258 |
+29 |
May13 |
120403 |
91.47 |
91.47 |
91.19 |
91.19 |
-0.16 |
7 |
655 |
-2 |
Total Volume and Open Interest |
27,570 |
192,184 |
+3,616 |
Lumber(CME) |
May12 |
120403 |
262.9 |
263.2 |
258.4 |
258.8 |
-1.5 |
1,937 |
5,423 |
-72 |
Jul12 |
120403 |
267.7 |
268.1 |
263.0 |
263.3 |
-5.1 |
1,330 |
3,207 |
+338 |
Sep12 |
120403 |
274.1 |
274.9 |
269.6 |
269.6 |
-1.9 |
219 |
1,136 |
+117 |
Nov12 |
120403 |
268.9 |
272.9 |
268.5 |
268.5 |
-3.5 |
27 |
647 |
-15 |
Total Volume and Open Interest |
3,513 |
10,456 |
+368 |
Crude Oil(NYM) |
May12 |
120403 |
105.04 |
105.18 |
103.59 |
104.01 |
-1.22 |
244,155 |
276,454 |
-11,962 |
Jun12 |
120403 |
105.58 |
105.70 |
104.14 |
104.55 |
-1.21 |
69,102 |
167,587 |
+1,986 |
Jul12 |
120403 |
106.00 |
106.20 |
104.69 |
105.08 |
-1.19 |
33,188 |
118,484 |
+1,758 |
Aug12 |
120403 |
106.42 |
106.60 |
105.15 |
105.51 |
-1.16 |
17,059 |
77,597 |
+811 |
Sep12 |
120403 |
106.63 |
106.87 |
105.48 |
105.85 |
-1.13 |
14,750 |
58,632 |
+305 |
Oct12 |
120403 |
106.85 |
107.15 |
105.78 |
106.12 |
-1.08 |
6,047 |
42,816 |
-720 |
Nov12 |
120403 |
107.00 |
107.35 |
106.19 |
106.32 |
-1.05 |
4,586 |
33,037 |
+213 |
Dec12 |
120403 |
107.22 |
107.53 |
106.13 |
106.49 |
-1.02 |
33,310 |
189,743 |
-73 |
Jan13 |
120403 |
106.76 |
107.40 |
106.25 |
106.57 |
-1.01 |
3,230 |
41,823 |
-402 |
Feb13 |
120403 |
106.19 |
106.57 |
106.19 |
106.55 |
-0.99 |
3,511 |
22,592 |
+34 |
Mar13 |
120403 |
107.01 |
107.27 |
106.46 |
106.46 |
-0.94 |
2,705 |
33,243 |
+1,119 |
Apr13 |
120403 |
106.26 |
106.26 |
106.26 |
106.26 |
-0.88 |
499 |
15,011 |
-14 |
May13 |
120403 |
106.50 |
106.50 |
105.68 |
106.02 |
-0.79 |
421 |
13,071 |
+48 |
Jun13 |
120403 |
105.84 |
106.57 |
105.42 |
105.79 |
-0.70 |
8,010 |
67,544 |
-1,546 |
Jul13 |
120403 |
105.44 |
105.44 |
105.44 |
105.44 |
-0.63 |
143 |
11,577 |
-20 |
Aug13 |
120403 |
105.09 |
105.09 |
105.09 |
105.09 |
-0.57 |
196 |
7,201 |
+23 |
Total Volume and Open Interest |
459,683 |
1,550,934 |
-9,482 |
e-miNY Crude Oil(NYM) |
Apr12 |
120319 |
107.225 |
108.250 |
106.550 |
108.100 |
+1.050 |
10,868 |
1,515 |
+254 |
May12 |
120403 |
105.025 |
105.175 |
103.600 |
104.000 |
-1.225 |
6,465 |
1,623 |
-118 |
Jun12 |
120403 |
105.475 |
105.675 |
104.175 |
104.550 |
-1.200 |
196 |
301 |
+10 |
Jul12 |
120403 |
105.700 |
105.700 |
105.075 |
105.075 |
-1.200 |
28 |
76 |
+7 |
Aug12 |
120403 |
105.750 |
105.750 |
105.500 |
105.500 |
-1.175 |
0 |
13 |
+0 |
Sep12 |
120403 |
106.025 |
106.025 |
105.725 |
105.850 |
-1.125 |
1 |
34 |
+1 |
Oct12 |
120403 |
106.750 |
106.750 |
106.125 |
106.125 |
-1.075 |
1 |
11 |
+1 |
Nov12 |
120403 |
106.325 |
106.325 |
106.325 |
106.325 |
-1.050 |
0 |
1 |
+0 |
Dec12 |
120403 |
106.500 |
106.500 |
106.500 |
106.500 |
-1.000 |
1 |
233 |
+0 |
Jan13 |
120403 |
106.575 |
106.575 |
106.575 |
106.575 |
-1.000 |
0 |
6 |
+0 |
Total Volume and Open Interest |
6,692 |
2,469 |
-99 |
Heating Oil(NYM) |
May12 |
120403 |
324.80 |
326.10 |
321.78 |
322.75 |
-2.21 |
64,400 |
94,800 |
+4,591 |
Jun12 |
120403 |
325.68 |
326.66 |
322.65 |
323.51 |
-2.11 |
28,904 |
61,263 |
-475 |
Jul12 |
120403 |
325.73 |
327.23 |
323.48 |
324.36 |
-1.98 |
18,662 |
33,554 |
+2,457 |
Aug12 |
120403 |
324.68 |
327.83 |
324.34 |
325.25 |
-1.87 |
10,565 |
19,031 |
+2,018 |
Sep12 |
120403 |
326.18 |
328.24 |
325.33 |
326.03 |
-1.78 |
6,534 |
17,473 |
+1,110 |
Oct12 |
120403 |
327.54 |
329.32 |
326.05 |
326.66 |
-1.69 |
3,180 |
9,508 |
+398 |
Nov12 |
120403 |
328.38 |
329.05 |
326.35 |
327.18 |
-1.62 |
1,327 |
4,873 |
+114 |
Dec12 |
120403 |
327.05 |
330.12 |
326.64 |
327.60 |
-1.55 |
7,244 |
30,975 |
-290 |
Jan13 |
120403 |
329.35 |
329.51 |
327.77 |
327.77 |
-1.50 |
305 |
6,160 |
+49 |
Feb13 |
120403 |
328.23 |
328.25 |
327.01 |
327.01 |
-1.51 |
94 |
1,108 |
+28 |
Mar13 |
120403 |
326.30 |
326.30 |
325.05 |
325.05 |
-1.50 |
39 |
1,256 |
+5 |
Apr13 |
120403 |
324.21 |
324.30 |
322.70 |
322.70 |
-1.35 |
0 |
830 |
+0 |
Total Volume and Open Interest |
141,254 |
280,831 |
+5,135 |
Gasoline(NYMEX) |
May12 |
120403 |
338.01 |
342.78 |
336.59 |
339.54 |
+1.32 |
74,507 |
114,349 |
-3,919 |
Jun12 |
120403 |
331.38 |
334.39 |
329.29 |
331.46 |
+0.09 |
52,572 |
64,928 |
+2,309 |
Jul12 |
120403 |
325.15 |
327.47 |
323.78 |
324.94 |
-0.60 |
30,230 |
46,426 |
+2,657 |
Aug12 |
120403 |
318.72 |
321.62 |
318.34 |
319.39 |
-0.71 |
20,420 |
26,680 |
+75 |
Sep12 |
120403 |
314.94 |
316.03 |
312.83 |
313.99 |
-0.73 |
15,194 |
27,815 |
+2,355 |
Oct12 |
120403 |
298.97 |
300.07 |
297.61 |
298.11 |
-0.67 |
7,987 |
19,818 |
+696 |
Nov12 |
120403 |
295.01 |
295.01 |
293.05 |
293.67 |
-0.48 |
3,331 |
8,023 |
+746 |
Dec12 |
120403 |
291.76 |
292.95 |
290.36 |
291.38 |
-0.36 |
3,500 |
22,822 |
+271 |
Jan13 |
120403 |
289.79 |
292.30 |
289.79 |
290.75 |
-0.28 |
404 |
5,330 |
-33 |
Feb13 |
120403 |
292.31 |
292.31 |
291.53 |
291.53 |
-0.30 |
8 |
1,987 |
+5 |
Total Volume and Open Interest |
208,333 |
347,674 |
-129 |
e-miNY RBOB Gasoline(NYM) |
May12 |
120403 |
338.20 |
339.50 |
338.20 |
339.50 |
+1.30 |
|
|
|
Jun12 |
120403 |
331.50 |
331.50 |
331.46 |
331.50 |
+0.10 |
|
|
|
Jul12 |
120403 |
324.90 |
324.94 |
324.90 |
324.90 |
-0.60 |
|
|
|
Aug12 |
120403 |
319.40 |
319.40 |
319.39 |
319.40 |
-0.70 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
May12 |
120403 |
2.146 |
2.204 |
2.117 |
2.187 |
+0.035 |
127,065 |
305,816 |
-12,050 |
Jun12 |
120403 |
2.288 |
2.335 |
2.256 |
2.318 |
+0.028 |
48,094 |
107,873 |
+565 |
Jul12 |
120403 |
2.432 |
2.473 |
2.400 |
2.457 |
+0.025 |
42,843 |
148,067 |
-708 |
Aug12 |
120403 |
2.515 |
2.550 |
2.480 |
2.536 |
+0.025 |
21,743 |
49,566 |
-1,214 |
Sep12 |
120403 |
2.534 |
2.582 |
2.512 |
2.568 |
+0.024 |
16,860 |
88,540 |
+325 |
Oct12 |
120403 |
2.623 |
2.663 |
2.593 |
2.648 |
+0.023 |
27,734 |
149,366 |
+328 |
Nov12 |
120403 |
2.860 |
2.908 |
2.848 |
2.895 |
+0.022 |
9,528 |
50,294 |
+759 |
Dec12 |
120403 |
3.240 |
3.276 |
3.211 |
3.258 |
+0.018 |
7,457 |
54,454 |
+500 |
Jan13 |
120403 |
3.399 |
3.432 |
3.367 |
3.416 |
+0.022 |
13,025 |
72,420 |
+53 |
Feb13 |
120403 |
3.394 |
3.440 |
3.385 |
3.427 |
+0.022 |
2,310 |
18,349 |
+318 |
Mar13 |
120403 |
3.376 |
3.420 |
3.365 |
3.405 |
+0.018 |
3,930 |
27,421 |
+421 |
Apr13 |
120403 |
3.361 |
3.402 |
3.360 |
3.386 |
+0.014 |
3,745 |
40,616 |
-220 |
May13 |
120403 |
3.413 |
3.443 |
3.412 |
3.430 |
+0.013 |
758 |
11,411 |
+289 |
Jun13 |
120403 |
3.480 |
3.499 |
3.463 |
3.485 |
+0.011 |
196 |
4,622 |
-9 |
Jul13 |
120403 |
3.540 |
3.554 |
3.522 |
3.540 |
+0.011 |
241 |
4,969 |
+34 |
Aug13 |
120403 |
3.576 |
3.576 |
3.544 |
3.563 |
+0.011 |
110 |
5,717 |
-39 |
Total Volume and Open Interest |
331,687 |
1,232,989 |
-8,967 |
Brent Crude Oil(ICE) |
May12 |
120403 |
125.30 |
125.97 |
124.30 |
124.86 |
-0.57 |
197,938 |
193,425 |
-4,537 |
Jun12 |
120403 |
124.60 |
125.36 |
123.82 |
124.38 |
-0.39 |
121,514 |
196,259 |
+2,069 |
Jul12 |
120403 |
124.02 |
124.76 |
123.24 |
123.87 |
-0.30 |
37,993 |
98,148 |
+3,306 |
Aug12 |
120403 |
123.38 |
124.06 |
122.62 |
123.27 |
-0.24 |
23,055 |
67,164 |
+3,674 |
Sep12 |
120403 |
122.60 |
123.27 |
121.84 |
122.53 |
-0.18 |
16,219 |
77,392 |
+520 |
Oct12 |
120403 |
121.74 |
122.42 |
121.03 |
121.72 |
-0.15 |
12,349 |
59,789 |
+1,733 |
Nov12 |
120403 |
121.07 |
121.70 |
120.35 |
121.01 |
-0.15 |
7,376 |
34,726 |
+648 |
Dec12 |
120403 |
120.35 |
120.99 |
119.64 |
120.30 |
-0.16 |
38,649 |
108,063 |
+470 |
Jan13 |
120403 |
119.46 |
120.25 |
119.12 |
119.63 |
-0.18 |
3,229 |
17,225 |
-396 |
Feb13 |
120403 |
118.97 |
118.97 |
118.97 |
118.97 |
-0.20 |
1,502 |
10,701 |
-87 |
Mar13 |
120403 |
118.34 |
118.34 |
118.34 |
118.34 |
-0.19 |
1,548 |
10,899 |
+131 |
Apr13 |
120403 |
117.67 |
117.67 |
117.67 |
117.67 |
-0.17 |
721 |
7,187 |
+8 |
May13 |
120403 |
117.05 |
117.05 |
116.63 |
116.98 |
-0.14 |
593 |
8,445 |
+182 |
Jun13 |
120403 |
116.05 |
116.94 |
115.69 |
116.29 |
-0.11 |
6,114 |
35,548 |
+785 |
Total Volume and Open Interest |
482,889 |
1,130,347 |
+9,671 |
Gas Oil(ICE) |
Apr12 |
120403 |
1033.00 |
1037.25 |
1024.75 |
1033.50 |
+9.00 |
39,923 |
75,365 |
-4,940 |
May12 |
120403 |
1033.00 |
1037.25 |
1025.00 |
1033.50 |
+9.50 |
75,297 |
128,254 |
+50 |
Jun12 |
120403 |
1031.75 |
1035.75 |
1024.00 |
1032.50 |
+10.00 |
33,166 |
65,651 |
+1,072 |
Jul12 |
120403 |
1030.00 |
1035.50 |
1024.25 |
1032.50 |
+10.75 |
11,874 |
37,141 |
-336 |
Aug12 |
120403 |
1027.75 |
1034.25 |
1023.75 |
1032.50 |
+11.00 |
7,261 |
29,198 |
+826 |
Sep12 |
120403 |
1027.50 |
1034.00 |
1023.75 |
1032.25 |
+11.25 |
4,262 |
23,792 |
-856 |
Oct12 |
120403 |
1026.00 |
1033.25 |
1022.75 |
1030.50 |
+11.00 |
2,562 |
16,168 |
-148 |
Nov12 |
120403 |
1023.75 |
1030.50 |
1021.50 |
1028.25 |
+11.00 |
2,269 |
12,947 |
+26 |
Dec12 |
120403 |
1021.00 |
1027.75 |
1017.50 |
1025.00 |
+10.75 |
10,535 |
42,532 |
-1,057 |
Jan13 |
120403 |
1022.25 |
1022.75 |
1019.25 |
1022.50 |
+10.75 |
484 |
15,614 |
+16 |
Total Volume and Open Interest |
191,861 |
519,502 |
-3,942 |
Ethanol(CBOT) |
Apr12 |
120330 |
2.224 |
2.270 |
2.224 |
2.265 |
+0.115 |
231 |
276 |
-118 |
May12 |
120403 |
2.310 |
2.312 |
2.292 |
2.297 |
-0.005 |
321 |
1,588 |
+12 |
Jun12 |
120403 |
2.321 |
2.330 |
2.310 |
2.316 |
-0.003 |
319 |
846 |
+63 |
Jul12 |
120403 |
2.331 |
2.340 |
2.319 |
2.324 |
-0.005 |
907 |
2,527 |
+210 |
Aug12 |
120403 |
2.299 |
2.312 |
2.287 |
2.290 |
-0.005 |
162 |
1,546 |
+77 |
Sep12 |
120403 |
2.201 |
2.214 |
2.201 |
2.206 |
-0.004 |
111 |
1,240 |
-41 |
Oct12 |
120403 |
2.112 |
2.122 |
2.103 |
2.109 |
-0.001 |
122 |
1,105 |
+72 |
Nov12 |
120403 |
2.060 |
2.078 |
2.060 |
2.071 |
+0.010 |
136 |
1,645 |
+13 |
Total Volume and Open Interest |
2,171 |
12,078 |
+211 |
WTI Crude Oil(ICE) |
May12 |
120403 |
104.98 |
105.18 |
103.60 |
104.01 |
-1.22 |
49,083 |
52,307 |
+59 |
Jun12 |
120403 |
105.58 |
105.71 |
104.15 |
104.55 |
-1.21 |
17,670 |
59,764 |
+619 |
Jul12 |
120403 |
105.90 |
106.23 |
104.70 |
105.08 |
-1.19 |
8,452 |
30,302 |
+306 |
Aug12 |
120403 |
105.94 |
106.58 |
105.22 |
105.51 |
-1.16 |
5,261 |
18,894 |
+575 |
Sep12 |
120403 |
106.74 |
106.80 |
105.48 |
105.85 |
-1.13 |
3,154 |
20,822 |
+501 |
Oct12 |
120403 |
106.55 |
106.92 |
105.91 |
106.12 |
-1.08 |
1,636 |
13,473 |
-82 |
Nov12 |
120403 |
106.73 |
107.16 |
105.92 |
106.32 |
-1.05 |
1,661 |
7,757 |
+4 |
Dec12 |
120403 |
107.11 |
107.50 |
106.10 |
106.49 |
-1.02 |
9,241 |
67,346 |
-419 |
Jan13 |
120403 |
107.10 |
107.10 |
106.57 |
106.57 |
-1.01 |
456 |
6,975 |
+25 |
Feb13 |
120403 |
106.55 |
106.55 |
106.55 |
106.55 |
-0.99 |
155 |
3,493 |
+3 |
Mar13 |
120403 |
106.46 |
106.46 |
106.46 |
106.46 |
-0.94 |
324 |
4,420 |
+57 |
Apr13 |
120403 |
106.26 |
106.26 |
106.26 |
106.26 |
-0.88 |
43 |
837 |
-16 |
May13 |
120403 |
106.02 |
106.02 |
106.02 |
106.02 |
-0.79 |
39 |
809 |
+10 |
Jun13 |
120403 |
105.84 |
106.20 |
105.60 |
105.79 |
-0.70 |
2,023 |
17,074 |
-645 |
Jul13 |
120403 |
105.44 |
105.44 |
105.44 |
105.44 |
-0.63 |
24 |
252 |
+0 |
Aug13 |
120403 |
105.09 |
105.09 |
105.09 |
105.09 |
-0.57 |
13 |
960 |
+0 |
Total Volume and Open Interest |
103,165 |
407,390 |
+1,919 |
US Dollar Index(ICE) |
Jun12 |
120403 |
78.900 |
79.655 |
78.795 |
79.640 |
+0.677 |
24,070 |
43,932 |
+23 |
Sep12 |
120403 |
79.355 |
80.030 |
79.290 |
80.030 |
+0.677 |
34 |
574 |
+24 |
Dec12 |
120403 |
80.460 |
80.460 |
80.460 |
80.460 |
+0.677 |
|
|
|
Total Volume and Open Interest |
24,104 |
44,506 |
+47 |
Australian Dollar(CME) |
Jun12 |
120403 |
103.20 |
103.80 |
102.13 |
102.18 |
-1.35 |
95,827 |
150,148 |
-1,027 |
Sep12 |
120403 |
102.45 |
102.82 |
101.23 |
101.23 |
-1.34 |
33 |
302 |
-25 |
Dec12 |
120403 |
100.33 |
101.65 |
100.33 |
100.33 |
-1.32 |
0 |
14 |
+0 |
Total Volume and Open Interest |
95,860 |
150,466 |
-1,052 |
British Pound(CME) |
Jun12 |
120403 |
160.10 |
160.40 |
158.84 |
158.88 |
-1.47 |
114,251 |
140,376 |
+1,501 |
Sep12 |
120403 |
160.18 |
160.24 |
158.77 |
158.77 |
-1.47 |
170 |
119 |
-2 |
Dec12 |
120403 |
158.69 |
160.15 |
158.69 |
158.69 |
-1.46 |
0 |
44 |
+0 |
Total Volume and Open Interest |
114,421 |
140,546 |
+1,499 |
Canadian Dollar(CME) |
Jun12 |
120403 |
100.75 |
100.97 |
100.55 |
100.63 |
-0.32 |
75,936 |
111,811 |
-1,397 |
Sep12 |
120403 |
100.63 |
100.75 |
100.39 |
100.42 |
-0.32 |
71 |
2,564 |
+20 |
Dec12 |
120403 |
100.51 |
100.53 |
100.18 |
100.21 |
-0.32 |
155 |
3,778 |
+83 |
Mar13 |
120403 |
100.19 |
100.30 |
99.97 |
99.97 |
-0.33 |
26 |
150 |
+12 |
Total Volume and Open Interest |
76,188 |
118,493 |
-1,282 |
Japanese Yen(CME) |
Jun12 |
120403 |
121.89 |
122.72 |
120.57 |
120.58 |
-1.19 |
110,818 |
149,263 |
+5,076 |
Sep12 |
120403 |
122.60 |
122.64 |
120.71 |
120.71 |
-1.19 |
67 |
286 |
+7 |
Dec12 |
120403 |
120.88 |
122.07 |
120.88 |
120.88 |
-1.19 |
1 |
35 |
+1 |
Total Volume and Open Interest |
110,886 |
149,587 |
+5,084 |
Swiss Franc(CME) |
Jun12 |
120403 |
110.70 |
111.17 |
109.82 |
109.84 |
-0.98 |
39,818 |
43,707 |
+647 |
Sep12 |
120403 |
111.08 |
111.08 |
109.99 |
109.99 |
-0.98 |
2 |
184 |
+1 |
Dec12 |
120403 |
110.16 |
111.13 |
110.16 |
110.16 |
-0.97 |
0 |
2 |
+0 |
Total Volume and Open Interest |
39,820 |
43,893 |
+648 |
EuroFX(CME) |
Jun12 |
120403 |
133.24 |
133.74 |
132.18 |
132.20 |
-1.18 |
236,775 |
234,114 |
-1,510 |
Sep12 |
120403 |
133.37 |
133.77 |
132.28 |
132.28 |
-1.18 |
129 |
657 |
+24 |
Dec12 |
120403 |
132.37 |
133.55 |
132.37 |
132.37 |
-1.18 |
2 |
63 |
+2 |
Total Volume and Open Interest |
236,906 |
234,844 |
-1,484 |
Mexican Peso(CME) |
Apr12 |
120403 |
780.0 |
784.8 |
780.0 |
780.0 |
-4.8 |
|
|
|
May12 |
120403 |
778.0 |
782.5 |
778.0 |
778.0 |
-4.5 |
|
|
|
Total Volume and Open Interest |
32,347 |
177,927 |
+873 |
Brazilian Real(CME) |
May12 |
120403 |
544.00 |
545.90 |
542.15 |
542.75 |
-0.20 |
0 |
1,467 |
+0 |
Jun12 |
120403 |
539.80 |
541.55 |
539.50 |
539.50 |
-0.25 |
137 |
2,336 |
-12 |
Jul12 |
120403 |
536.25 |
536.50 |
536.25 |
536.25 |
-0.25 |
|
|
|
Aug12 |
120403 |
533.00 |
533.25 |
533.00 |
533.00 |
-0.25 |
|
|
|
Total Volume and Open Interest |
137 |
17,374 |
-1,937 |
30-Year T-Bonds(CBOT) |
Jun12 |
120403 |
138~030 |
138~270 |
136~140 |
136~260 |
-1~060 |
387,742 |
566,384 |
+2,358 |
Sep12 |
120403 |
137~110 |
137~250 |
135~190 |
135~270 |
-1~060 |
24 |
204 |
+15 |
Dec12 |
120403 |
134~270 |
136~010 |
134~270 |
134~270 |
-1~060 |
|
|
|
Total Volume and Open Interest |
387,766 |
566,588 |
+2,373 |
10-Year T-Notes(CBOT) |
Jun12 |
120403 |
129~245 |
130~020 |
128~260 |
128~295 |
-0~250 |
1,109,609 |
1,730,700 |
-472 |
Sep12 |
120403 |
128~175 |
128~175 |
127~210 |
127~210 |
-0~250 |
3 |
822 |
+1 |
Dec12 |
120403 |
126~260 |
127~190 |
126~260 |
126~260 |
-0~250 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,109,612 |
1,731,523 |
-471 |
5-Year T-Notes(CBOT) |
Jun12 |
120403 |
122~087 |
122~103 |
122~021 |
122~028 |
-0~056 |
555,258 |
1,295,713 |
-37,660 |
Sep12 |
120403 |
121~060 |
121~108 |
121~060 |
121~060 |
-0~048 |
|
|
|
Dec12 |
120403 |
120~084 |
121~004 |
120~084 |
120~084 |
-0~048 |
|
|
|
Total Volume and Open Interest |
555,258 |
1,295,713 |
-59,357 |
2 Year T-Notes(CBOT) |
Jun12 |
120403 |
110~012 |
110~012 |
109~126 |
110~001 |
-0~011 |
220,119 |
796,229 |
-3,378 |
Sep12 |
120403 |
109~115 |
109~115 |
109~112 |
109~115 |
+0~003 |
|
|
|
Dec12 |
120403 |
109~053 |
109~053 |
109~050 |
109~053 |
+0~003 |
|
|
|
Total Volume and Open Interest |
220,119 |
796,229 |
-24,559 |
Eurodollars(CME) |
Jun12 |
120403 |
99.530 |
99.535 |
99.500 |
99.510 |
-0.020 |
107,136 |
1,068,871 |
+6,553 |
Sep12 |
120403 |
99.515 |
99.515 |
99.480 |
99.485 |
-0.025 |
114,016 |
904,263 |
-21,732 |
Dec12 |
120403 |
99.480 |
99.485 |
99.440 |
99.445 |
-0.030 |
124,693 |
988,471 |
-440 |
Mar13 |
120403 |
99.450 |
99.450 |
99.405 |
99.410 |
-0.035 |
118,190 |
680,153 |
+4,942 |
Jun13 |
120403 |
99.395 |
99.395 |
99.345 |
99.350 |
-0.040 |
136,579 |
671,931 |
+83 |
Sep13 |
120403 |
99.325 |
99.330 |
99.265 |
99.270 |
-0.050 |
102,869 |
593,060 |
+3,308 |
Dec13 |
120403 |
99.230 |
99.245 |
99.160 |
99.165 |
-0.060 |
112,318 |
537,394 |
-1,147 |
Mar14 |
120403 |
99.135 |
99.160 |
99.050 |
99.055 |
-0.075 |
97,092 |
475,277 |
+1,865 |
Jun14 |
120403 |
99.010 |
99.045 |
98.910 |
98.920 |
-0.085 |
93,258 |
375,589 |
+2,465 |
Sep14 |
120403 |
98.865 |
98.915 |
98.755 |
98.765 |
-0.100 |
82,086 |
350,987 |
+926 |
Dec14 |
120403 |
98.695 |
98.745 |
98.570 |
98.580 |
-0.110 |
95,802 |
309,738 |
+622 |
Mar15 |
120403 |
98.520 |
98.585 |
98.385 |
98.395 |
-0.120 |
75,762 |
221,411 |
-2,618 |
Jun15 |
120403 |
0.031 |
0.091 |
6.435 |
6.445 |
+6.424 |
73,782 |
257,307 |
+6,368 |
Sep15 |
120403 |
6.405 |
6.460 |
6.245 |
6.255 |
-0.135 |
36,047 |
187,181 |
+3,675 |
Dec15 |
120403 |
6.220 |
6.285 |
6.065 |
6.070 |
-0.140 |
34,533 |
165,521 |
+4,171 |
Mar16 |
120403 |
6.065 |
6.130 |
5.905 |
5.910 |
-0.145 |
27,557 |
89,117 |
-239 |
Jun16 |
120403 |
5.905 |
5.960 |
5.735 |
5.745 |
-0.145 |
13,749 |
95,686 |
-437 |
Sep16 |
120403 |
5.745 |
5.795 |
5.570 |
5.580 |
-0.150 |
11,712 |
77,094 |
+1,257 |
Total Volume and Open Interest |
1,488,982 |
8,318,770 |
+10,740 |
30 Day Federal Funds(CBOT) |
Apr12 |
120403 |
99.870 |
99.872 |
99.860 |
99.868 |
-0.005 |
7,089 |
54,559 |
+968 |
May12 |
120403 |
99.870 |
99.875 |
99.860 |
99.870 |
-0.005 |
3,075 |
54,589 |
+924 |
Jun12 |
120403 |
99.865 |
99.865 |
99.855 |
99.860 |
-0.005 |
1,159 |
43,770 |
+230 |
Jul12 |
120403 |
99.855 |
99.855 |
99.840 |
99.850 |
-0.005 |
1,635 |
48,604 |
-32 |
Aug12 |
120403 |
99.850 |
99.850 |
99.835 |
99.840 |
-0.010 |
1,287 |
37,566 |
+89 |
Sep12 |
120403 |
99.845 |
99.845 |
99.830 |
99.835 |
-0.010 |
1,535 |
29,852 |
+84 |
Total Volume and Open Interest |
25,750 |
520,235 |
-55,449 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120403 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
120403 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
120403 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
120403 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120403 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Sep13 |
120403 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Dec13 |
120403 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120403 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120403 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Sep14 |
120403 |
99.220 |
99.220 |
99.220 |
99.220 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun12 |
120403 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,570 |
+0 |
Sep12 |
120403 |
99.67 |
99.67 |
99.66 |
99.66 |
unch |
1 |
793 |
-1 |
Dec12 |
120403 |
99.67 |
99.67 |
99.66 |
99.66 |
unch |
0 |
515 |
+0 |
Mar13 |
120403 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
181 |
+0 |
Jun13 |
120403 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
217 |
+0 |
Sep13 |
120403 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
325 |
+0 |
Dec13 |
120403 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
413 |
+0 |
Mar14 |
120403 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
1 |
5,014 |
-1 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120403 |
141.75 |
141.84 |
141.53 |
141.59 |
-0.15 |
3,215 |
17,240 |
+471 |
Sep12 |
120403 |
140.99 |
140.99 |
140.99 |
140.99 |
-0.15 |
0 |
5 |
+0 |
Dec12 |
120403 |
138.90 |
138.90 |
138.90 |
138.90 |
-0.15 |
0 |
4 |
+0 |
Total Volume and Open Interest |
3,215 |
17,249 |
+471 |
Euro-Bund(EUREX) |
Jun12 |
120403 |
138.26 |
138.50 |
137.60 |
138.29 |
-0.13 |
626,973 |
837,091 |
+20,058 |
Sep12 |
120403 |
136.69 |
137.02 |
136.34 |
136.88 |
-0.12 |
122 |
1,218 |
+4 |
Dec12 |
120403 |
136.84 |
136.84 |
136.84 |
136.84 |
-0.13 |
|
|
|
Total Volume and Open Interest |
627,095 |
838,309 |
+20,062 |
Euro-Bobl(EUREX) |
Jun12 |
120403 |
124.04 |
124.15 |
123.77 |
124.05 |
-0.03 |
418,480 |
765,594 |
-10,853 |
Sep12 |
120403 |
124.06 |
124.06 |
124.06 |
124.06 |
-0.06 |
0 |
57 |
+0 |
Dec12 |
120403 |
124.00 |
124.00 |
124.00 |
124.00 |
-0.03 |
|
|
|
Total Volume and Open Interest |
418,480 |
765,651 |
-10,853 |
3-Mth Euribor(EUREX) |
Jun12 |
120403 |
99.320 |
99.320 |
99.320 |
99.320 |
-0.020 |
1 |
1,332 |
-181 |
Sep12 |
120403 |
99.315 |
99.315 |
99.315 |
99.315 |
-0.025 |
0 |
1,539 |
+0 |
Dec12 |
120403 |
99.270 |
99.270 |
99.270 |
99.270 |
-0.025 |
0 |
819 |
+0 |
Total Volume and Open Interest |
1 |
5,284 |
-248 |
Long Gilt(LIFFE) |
Jun12 |
120403 |
114~01 |
114~25 |
113~31 |
114~19 |
+0~13 |
129,314 |
273,870 |
+3,104 |
Sep12 |
120403 |
113~20 |
113~20 |
113~20 |
113~20 |
+0~13 |
|
|
|
Total Volume and Open Interest |
129,314 |
273,870 |
+3,104 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120403 |
99.05 |
99.06 |
99.03 |
99.04 |
-0.02 |
23,228 |
263,123 |
+2,225 |
Sep12 |
120403 |
99.09 |
99.10 |
99.08 |
99.09 |
-0.01 |
31,360 |
296,724 |
-2,789 |
Dec12 |
120403 |
99.09 |
99.10 |
99.07 |
99.09 |
unch |
30,597 |
256,758 |
+4,121 |
Mar13 |
120403 |
99.07 |
99.09 |
99.05 |
99.08 |
+0.01 |
32,481 |
260,801 |
+739 |
Jun13 |
120403 |
99.02 |
99.05 |
99.00 |
99.04 |
+0.02 |
31,298 |
212,669 |
+3,014 |
Sep13 |
120403 |
98.97 |
99.01 |
98.95 |
98.99 |
+0.03 |
30,634 |
176,356 |
+3,442 |
Total Volume and Open Interest |
256,456 |
1,985,138 |
+17,644 |
3-Mth Euribor(LIFFE) |
Jun12 |
120403 |
99.335 |
99.340 |
99.310 |
99.320 |
-0.020 |
57,597 |
498,261 |
-20,921 |
Sep12 |
120403 |
99.340 |
99.345 |
99.310 |
99.315 |
-0.025 |
53,034 |
502,521 |
-6,135 |
Dec12 |
120403 |
99.295 |
99.300 |
99.260 |
99.270 |
-0.025 |
59,891 |
376,375 |
+1,976 |
Total Volume and Open Interest |
468,611 |
3,034,116 |
-31,542 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120403 |
95.91 |
95.94 |
95.84 |
95.92 |
unch |
32,881 |
179,119 |
-6,110 |
Sep12 |
120403 |
96.05 |
96.12 |
95.98 |
96.09 |
+0.03 |
31,194 |
165,393 |
+1,881 |
Dec12 |
120403 |
96.13 |
96.20 |
96.06 |
96.18 |
+0.05 |
22,024 |
98,610 |
+2,997 |
Mar13 |
120403 |
96.13 |
96.21 |
96.07 |
96.19 |
+0.06 |
8,928 |
59,619 |
+1,139 |
Jun13 |
120403 |
96.07 |
96.14 |
96.00 |
96.13 |
+0.06 |
6,393 |
56,290 |
-514 |
Sep13 |
120403 |
95.98 |
96.05 |
95.97 |
96.04 |
+0.06 |
3,867 |
38,747 |
+704 |
Dec13 |
120403 |
95.89 |
95.95 |
95.88 |
95.94 |
+0.05 |
2,116 |
26,712 |
+162 |
Mar14 |
120403 |
95.83 |
95.87 |
95.81 |
95.87 |
+0.06 |
1,611 |
17,144 |
+1,056 |
Jun14 |
120403 |
95.78 |
95.78 |
95.78 |
95.78 |
+0.05 |
1 |
1,013 |
+1 |
Sep14 |
120403 |
95.71 |
95.71 |
95.71 |
95.71 |
+0.05 |
1 |
521 |
+0 |
Total Volume and Open Interest |
109,016 |
643,495 |
+1,316 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120403 |
95.92 |
96.03 |
95.91 |
96.00 |
+0.07 |
44,101 |
338,802 |
-11,398 |
Sep12 |
120403 |
96.00 |
96.00 |
96.00 |
96.00 |
+0.07 |
|
|
|
Total Volume and Open Interest |
44,101 |
338,802 |
-11,398 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120403 |
96.49 |
96.60 |
96.46 |
96.58 |
+0.08 |
146,546 |
394,726 |
-16,898 |
Sep12 |
120403 |
96.58 |
96.58 |
96.58 |
96.58 |
+0.08 |
|
|
|
Total Volume and Open Interest |
146,546 |
394,726 |
-16,898 |
Gold(CMX) |
Apr12 |
120403 |
1677.6 |
1679.5 |
1638.7 |
1670.0 |
-7.5 |
9,825 |
5,991 |
-3,013 |
Jun12 |
120403 |
1678.6 |
1682.7 |
1640.2 |
1672.0 |
-7.7 |
111,161 |
236,850 |
-290 |
Aug12 |
120403 |
1681.7 |
1684.2 |
1642.8 |
1674.4 |
-7.8 |
2,685 |
36,796 |
+953 |
Oct12 |
120403 |
1685.0 |
1686.3 |
1648.0 |
1676.5 |
-7.8 |
582 |
12,574 |
+225 |
Dec12 |
120403 |
1687.5 |
1688.2 |
1648.7 |
1678.7 |
-7.8 |
1,841 |
35,415 |
+593 |
Feb13 |
120403 |
1684.0 |
1684.6 |
1656.3 |
1680.7 |
-7.8 |
314 |
11,859 |
-162 |
Apr13 |
120403 |
1682.7 |
1682.7 |
1682.7 |
1682.7 |
-7.9 |
13 |
8,858 |
+0 |
Jun13 |
120403 |
1688.2 |
1688.2 |
1685.1 |
1685.1 |
-8.0 |
106 |
10,328 |
-75 |
Aug13 |
120403 |
1687.8 |
1687.8 |
1687.8 |
1687.8 |
-8.1 |
0 |
255 |
+0 |
Oct13 |
120403 |
1690.7 |
1690.7 |
1690.7 |
1690.7 |
-8.1 |
0 |
1 |
+0 |
Dec13 |
120403 |
1696.4 |
1696.4 |
1693.8 |
1693.8 |
-8.1 |
1 |
8,042 |
+1 |
Feb14 |
120403 |
1697.3 |
1697.3 |
1697.3 |
1697.3 |
-8.2 |
|
|
|
Total Volume and Open Interest |
127,881 |
404,680 |
-1,708 |
Silver(CMX) |
May12 |
120403 |
3300.0 |
3329.5 |
3246.5 |
3326.5 |
+16.7 |
29,982 |
48,806 |
-1,193 |
Jul12 |
120403 |
3303.0 |
3336.0 |
3260.0 |
3332.6 |
+16.8 |
5,216 |
19,023 |
+587 |
Sep12 |
120403 |
3312.0 |
3340.5 |
3265.0 |
3338.2 |
+17.0 |
479 |
4,512 |
-154 |
Dec12 |
120403 |
3318.5 |
3344.0 |
3270.0 |
3344.0 |
+17.2 |
364 |
15,727 |
+33 |
Mar13 |
120403 |
3346.5 |
3346.5 |
3346.5 |
3346.5 |
+17.2 |
113 |
2,521 |
+78 |
May13 |
120403 |
3346.7 |
3346.7 |
3346.7 |
3346.7 |
+17.2 |
13 |
1,225 |
-2 |
Jul13 |
120403 |
3346.1 |
3346.1 |
3346.1 |
3346.1 |
+17.5 |
29 |
3,022 |
+17 |
Total Volume and Open Interest |
36,247 |
109,693 |
-762 |
Platinum(NYMEX) |
Apr12 |
120403 |
1652.6 |
1658.3 |
1638.0 |
1655.2 |
+6.1 |
289 |
539 |
-152 |
Jul12 |
120403 |
1654.0 |
1671.0 |
1642.0 |
1660.5 |
+5.6 |
5,581 |
39,107 |
+46 |
Oct12 |
120403 |
1665.0 |
1669.4 |
1650.0 |
1664.4 |
+5.8 |
127 |
1,114 |
+111 |
Jan13 |
120403 |
1666.9 |
1667.3 |
1666.9 |
1667.3 |
+5.8 |
4 |
125 |
+4 |
Total Volume and Open Interest |
6,002 |
40,889 |
+9 |
Palladium(NYMEX) |
Jun12 |
120403 |
658.20 |
664.20 |
651.50 |
659.60 |
+0.80 |
2,690 |
19,884 |
-26 |
Sep12 |
120403 |
663.55 |
663.55 |
654.25 |
661.15 |
+0.75 |
21 |
536 |
+20 |
Dec12 |
120403 |
662.50 |
662.50 |
662.50 |
662.50 |
+0.75 |
0 |
34 |
+0 |
Total Volume and Open Interest |
2,711 |
20,458 |
-6 |
Copper(CMX) |
May12 |
120403 |
391.10 |
395.80 |
388.10 |
391.90 |
-0.20 |
42,726 |
70,480 |
-2,272 |
Jul12 |
120403 |
392.00 |
396.60 |
389.00 |
392.75 |
-0.10 |
7,514 |
32,057 |
-348 |
Sep12 |
120403 |
393.15 |
396.25 |
390.80 |
393.70 |
-0.05 |
2,067 |
19,892 |
+458 |
Dec12 |
120403 |
396.70 |
397.20 |
391.80 |
394.60 |
-0.05 |
576 |
10,795 |
-9 |
Mar13 |
120403 |
396.15 |
396.15 |
394.80 |
395.25 |
-0.10 |
25 |
1,876 |
+25 |
Total Volume and Open Interest |
53,409 |
146,636 |
-2,297 |
DJIA Index(CBOT) |
Jun12 |
120403 |
13185 |
13198 |
13075 |
13132 |
-57 |
353 |
11,199 |
+124 |
Sep12 |
120403 |
13063 |
13120 |
13063 |
13063 |
-57 |
0 |
2 |
+0 |
Dec12 |
120403 |
12982 |
13039 |
12982 |
12982 |
-57 |
0 |
1 |
+0 |
Mar13 |
120403 |
12915 |
12972 |
12915 |
12915 |
-57 |
|
|
|
Total Volume and Open Interest |
353 |
11,202 |
+124 |
E-mini DJIA Index(CBOT) |
Jun12 |
120403 |
13187 |
13200 |
13063 |
13132 |
-57 |
88,397 |
105,576 |
+117 |
Sep12 |
120403 |
13090 |
13090 |
13060 |
13063 |
-57 |
8 |
165 |
-2 |
Dec12 |
120403 |
12982 |
12982 |
12982 |
12982 |
-57 |
0 |
23 |
+0 |
Mar13 |
120403 |
12915 |
12915 |
12915 |
12915 |
-57 |
|
|
|
Total Volume and Open Interest |
88,405 |
105,764 |
+115 |
S & P 500(CME) |
Jun12 |
120403 |
1410.90 |
1414.00 |
1399.50 |
1408.80 |
-3.80 |
11,114 |
220,969 |
-1,915 |
Sep12 |
120403 |
1406.50 |
1407.50 |
1394.50 |
1402.70 |
-3.80 |
1 |
1,393 |
+1 |
Dec12 |
120403 |
1396.20 |
1401.00 |
1388.00 |
1396.20 |
-3.80 |
0 |
945 |
+0 |
Mar13 |
120403 |
1390.20 |
1395.00 |
1382.00 |
1390.20 |
-3.80 |
|
|
|
Total Volume and Open Interest |
11,115 |
223,307 |
-1,914 |
S & P 500 E-Mini(Globex) |
Jun12 |
120403 |
1412.00 |
1414.25 |
1399.50 |
1408.75 |
-3.75 |
1,619,524 |
2,709,590 |
-20,509 |
Sep12 |
120403 |
1406.00 |
1407.50 |
1394.00 |
1402.75 |
-3.75 |
231 |
12,961 |
-3 |
Total Volume and Open Interest |
1,619,764 |
2,724,429 |
-20,513 |
NASDAQ 100(CME) |
Jun12 |
120403 |
2774.00 |
2791.50 |
2763.50 |
2779.00 |
+2.00 |
261 |
10,364 |
+18 |
Sep12 |
120403 |
2773.50 |
2780.00 |
2767.00 |
2773.50 |
+2.50 |
|
|
|
Dec12 |
120403 |
2768.00 |
2768.00 |
2765.50 |
2768.00 |
+2.50 |
|
|
|
Total Volume and Open Interest |
261 |
10,364 |
+18 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120403 |
2777.00 |
2791.50 |
2763.00 |
2779.00 |
+2.00 |
209,242 |
447,711 |
+3,149 |
Sep12 |
120403 |
2779.80 |
2788.00 |
2764.50 |
2773.50 |
+2.50 |
1 |
833 |
+0 |
Total Volume and Open Interest |
209,247 |
448,568 |
+3,145 |
S & P Midcap 400(CME) |
Jun12 |
120403 |
997.00 |
999.60 |
994.00 |
999.60 |
+3.00 |
0 |
1,081 |
+0 |
Sep12 |
120403 |
996.60 |
996.60 |
993.80 |
996.60 |
+2.80 |
|
|
|
Dec12 |
120403 |
994.60 |
994.60 |
991.80 |
994.60 |
+2.80 |
|
|
|
Total Volume and Open Interest |
0 |
1,081 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120403 |
10115 |
10120 |
10030 |
10095 |
-25 |
10,273 |
48,660 |
+3,787 |
Sep12 |
120403 |
10110 |
10110 |
10110 |
10110 |
-25 |
|
|
|
Total Volume and Open Interest |
10,273 |
48,660 |
+3,787 |
Nikkei 225(SGX) |
Jun12 |
120403 |
10125 |
10135 |
10035 |
10040 |
-70 |
115,644 |
237,839 |
-1,963 |
Sep12 |
120403 |
10055 |
10055 |
10040 |
10040 |
-70 |
7 |
2,544 |
+7 |
Dec12 |
120403 |
9980 |
9980 |
9980 |
9980 |
-70 |
0 |
5,902 |
+0 |
Total Volume and Open Interest |
116,364 |
260,498 |
-1,629 |
CAC 40(EURONEXT) |
Apr12 |
120403 |
3470.0 |
3472.0 |
3375.0 |
3401.5 |
-59.0 |
140,809 |
368,562 |
+7,941 |
May12 |
120403 |
3403.0 |
3415.0 |
3320.5 |
3344.5 |
-59.0 |
24,225 |
8,552 |
+5,154 |
Jun12 |
120403 |
3380.5 |
3386.0 |
3296.0 |
3317.0 |
-59.0 |
266 |
29,428 |
+16 |
Total Volume and Open Interest |
165,300 |
406,660 |
+13,111 |
Hang Seng Index(HKFE) |
Apr12 |
120403 |
20642 |
20818 |
20543 |
20778 |
+318 |
69,135 |
92,871 |
+764 |
May12 |
120403 |
20460 |
20653 |
20381 |
20619 |
+325 |
390 |
182 |
+182 |
Jun12 |
120403 |
20191 |
20450 |
20191 |
20429 |
+322 |
334 |
5,387 |
+24 |
Total Volume and Open Interest |
69,928 |
99,821 |
-18,898 |
DAX(EUREX) |
Jun12 |
120403 |
7089.0 |
7095.0 |
6937.5 |
6997.5 |
-69.0 |
121,432 |
160,582 |
-631 |
Sep12 |
120403 |
7089.0 |
7103.5 |
6954.0 |
7006.5 |
-69.0 |
154 |
3,272 |
+8 |
Dec12 |
120403 |
7058.5 |
7058.5 |
6970.0 |
7014.5 |
-69.5 |
52 |
129 |
+48 |
Total Volume and Open Interest |
121,638 |
163,983 |
-575 |
FT-SE 100(EURONEXT) |
Jun12 |
120403 |
5843.00 |
5849.00 |
5760.00 |
5789.50 |
-39.50 |
138,977 |
606,253 |
-8,403 |
Sep12 |
120403 |
5800.00 |
5800.00 |
5744.00 |
5750.00 |
-40.00 |
11 |
603 |
+64 |
Dec12 |
120403 |
5727.50 |
5727.50 |
5727.50 |
5727.50 |
-38.50 |
1 |
164 |
+10 |
Total Volume and Open Interest |
138,989 |
607,020 |
-8,329 |
SPI 200(SFE) |
Jun12 |
120403 |
4339.0 |
4377.0 |
4328.0 |
4342.0 |
+9.0 |
32,920 |
194,493 |
-4,298 |
Sep12 |
120403 |
4313.0 |
4322.0 |
4313.0 |
4313.0 |
+10.0 |
87 |
2,211 |
+32 |
Dec12 |
120403 |
4320.0 |
4320.0 |
4320.0 |
4320.0 |
+9.0 |
0 |
1,687 |
+0 |
Total Volume and Open Interest |
33,213 |
200,620 |
-4,158 |
GSCI(CME) |
Apr12 |
120403 |
700.50 |
700.50 |
696.50 |
696.50 |
-5.20 |
723 |
9,466 |
-22 |
May12 |
120403 |
700.90 |
700.90 |
697.00 |
697.00 |
-5.20 |
55 |
912 |
+52 |
Jun12 |
120403 |
698.00 |
698.00 |
698.00 |
698.00 |
-5.00 |
|
|
|
Total Volume and Open Interest |
778 |
10,378 |
+30 |
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. |
|
|