|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed April 11, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120411 |
1428.00 |
1431.25 |
1415.00 |
1422.00 |
-4.00 |
89,287 |
216,660 |
-9,369 |
Jul12 |
120411 |
1429.75 |
1432.25 |
1416.75 |
1424.25 |
-3.00 |
60,270 |
188,782 |
+7,439 |
Aug12 |
120411 |
1419.75 |
1421.75 |
1408.00 |
1412.25 |
-6.00 |
2,842 |
15,796 |
+219 |
Sep12 |
120411 |
1391.50 |
1391.75 |
1378.25 |
1383.00 |
-5.25 |
1,257 |
8,530 |
-278 |
Nov12 |
120411 |
1366.00 |
1369.75 |
1355.00 |
1359.00 |
-5.75 |
34,628 |
208,324 |
+2,089 |
Jan13 |
120411 |
1365.00 |
1368.50 |
1357.00 |
1361.50 |
-3.00 |
6,689 |
39,454 |
+2,355 |
Mar13 |
120411 |
1347.00 |
1353.75 |
1343.75 |
1349.00 |
+0.75 |
6,094 |
49,683 |
+617 |
May13 |
120411 |
1330.25 |
1340.75 |
1330.00 |
1333.50 |
+1.50 |
3,375 |
21,543 |
-257 |
Jul13 |
120411 |
1328.00 |
1338.25 |
1328.00 |
1332.00 |
+2.25 |
1,199 |
23,493 |
+181 |
Aug13 |
120411 |
1311.25 |
1313.50 |
1299.75 |
1304.00 |
+4.25 |
6 |
143 |
-3 |
Sep13 |
120411 |
1269.75 |
1269.75 |
1269.75 |
1269.75 |
unch |
12 |
222 |
-6 |
Nov13 |
120411 |
1238.50 |
1251.25 |
1237.00 |
1239.00 |
-3.00 |
919 |
8,999 |
+105 |
Jan14 |
120411 |
1243.75 |
1246.75 |
1243.75 |
1243.75 |
-3.00 |
0 |
158 |
+0 |
Mar14 |
120411 |
1243.75 |
1246.75 |
1243.75 |
1243.75 |
-3.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
206,578 |
782,310 |
+3,092 |
Soybean Meal(CBOT) |
May12 |
120411 |
389.10 |
389.80 |
386.10 |
386.80 |
-3.00 |
36,274 |
112,962 |
-3,756 |
Jul12 |
120411 |
390.00 |
391.20 |
387.30 |
388.90 |
-2.60 |
18,258 |
57,268 |
+3,355 |
Aug12 |
120411 |
385.00 |
386.30 |
383.10 |
383.80 |
-3.40 |
682 |
9,203 |
+107 |
Sep12 |
120411 |
377.50 |
377.90 |
374.00 |
374.00 |
-3.70 |
698 |
9,642 |
-234 |
Oct12 |
120411 |
366.10 |
366.10 |
362.00 |
362.00 |
-4.90 |
226 |
6,125 |
+34 |
Dec12 |
120411 |
364.60 |
366.20 |
361.80 |
361.80 |
-4.40 |
5,139 |
35,919 |
+159 |
Jan13 |
120411 |
361.90 |
362.50 |
359.20 |
359.30 |
-3.20 |
97 |
4,227 |
+22 |
Mar13 |
120411 |
357.00 |
357.00 |
354.30 |
354.30 |
-2.60 |
253 |
6,695 |
+43 |
May13 |
120411 |
350.90 |
351.60 |
348.50 |
348.50 |
-0.70 |
217 |
4,822 |
+51 |
Jul13 |
120411 |
345.90 |
352.00 |
345.90 |
348.10 |
+0.10 |
89 |
3,257 |
-6 |
Total Volume and Open Interest |
63,024 |
253,907 |
+178 |
Soybean Oil(CBOT) |
May12 |
120411 |
56.88 |
56.95 |
56.22 |
56.45 |
-0.52 |
55,419 |
142,333 |
-5,070 |
Jul12 |
120411 |
57.26 |
57.34 |
56.61 |
56.84 |
-0.51 |
39,236 |
111,441 |
+5,124 |
Aug12 |
120411 |
57.32 |
57.42 |
56.81 |
57.03 |
-0.52 |
3,143 |
17,325 |
+670 |
Sep12 |
120411 |
57.60 |
57.62 |
56.97 |
57.21 |
-0.49 |
4,256 |
13,148 |
+1,435 |
Oct12 |
120411 |
57.59 |
57.59 |
57.08 |
57.28 |
-0.51 |
459 |
8,924 |
+160 |
Dec12 |
120411 |
57.86 |
57.98 |
57.23 |
57.48 |
-0.51 |
8,288 |
65,006 |
+194 |
Jan13 |
120411 |
57.70 |
57.95 |
57.44 |
57.64 |
-0.51 |
139 |
2,768 |
+14 |
Mar13 |
120411 |
57.85 |
58.10 |
57.58 |
57.78 |
-0.54 |
389 |
11,315 |
+100 |
May13 |
120411 |
57.93 |
58.36 |
57.61 |
57.83 |
-0.53 |
243 |
3,399 |
+60 |
Jul13 |
120411 |
58.08 |
58.40 |
57.61 |
57.88 |
-0.52 |
188 |
4,777 |
-7 |
Total Volume and Open Interest |
112,712 |
385,836 |
+2,969 |
Canola(WCE) |
May12 |
120411 |
625.0 |
626.3 |
622.7 |
623.5 |
-1.7 |
11,804 |
51,059 |
-3,739 |
Jul12 |
120411 |
619.5 |
621.7 |
617.3 |
618.0 |
-2.2 |
8,442 |
62,735 |
+2,931 |
Nov12 |
120411 |
582.1 |
584.3 |
579.5 |
580.2 |
-4.8 |
3,262 |
82,575 |
-604 |
Jan13 |
120411 |
587.1 |
588.5 |
583.6 |
584.7 |
-4.3 |
133 |
12,002 |
+97 |
Mar13 |
120411 |
591.9 |
591.9 |
587.2 |
588.4 |
-3.6 |
48 |
6,053 |
+6 |
Total Volume and Open Interest |
23,771 |
218,036 |
-1,243 |
Corn(CBOT) |
May12 |
120411 |
636.50 |
639.75 |
630.75 |
636.00 |
+1.25 |
150,881 |
380,141 |
-21,345 |
Jul12 |
120411 |
627.75 |
630.25 |
622.75 |
627.00 |
+1.25 |
100,672 |
369,200 |
+5,788 |
Sep12 |
120411 |
562.25 |
564.75 |
557.50 |
564.25 |
+3.50 |
25,817 |
162,453 |
+4,613 |
Dec12 |
120411 |
545.00 |
548.25 |
541.00 |
546.75 |
+3.25 |
43,948 |
338,473 |
+1,525 |
Mar13 |
120411 |
555.25 |
558.00 |
552.25 |
556.75 |
+3.25 |
2,699 |
50,632 |
+166 |
May13 |
120411 |
562.50 |
566.00 |
560.50 |
564.75 |
+3.00 |
438 |
8,380 |
-88 |
Jul13 |
120411 |
570.00 |
572.50 |
567.00 |
572.50 |
+3.75 |
962 |
9,833 |
+416 |
Sep13 |
120411 |
552.00 |
555.00 |
551.75 |
551.75 |
+1.00 |
130 |
1,313 |
+69 |
Dec13 |
120411 |
545.00 |
546.00 |
542.25 |
545.50 |
+0.75 |
621 |
25,361 |
+178 |
Mar14 |
120411 |
558.00 |
558.00 |
556.50 |
556.50 |
+0.75 |
11 |
537 |
+10 |
Total Volume and Open Interest |
326,222 |
1,350,141 |
-8,637 |
Wheat(CBOT) |
May12 |
120411 |
626.25 |
633.75 |
619.75 |
628.00 |
+2.25 |
60,188 |
144,428 |
-9,811 |
Jul12 |
120411 |
632.75 |
640.00 |
626.75 |
633.50 |
+1.50 |
35,979 |
154,353 |
+4,123 |
Sep12 |
120411 |
649.75 |
656.50 |
643.75 |
650.50 |
+2.00 |
14,135 |
65,001 |
+992 |
Dec12 |
120411 |
669.25 |
678.00 |
665.50 |
673.00 |
+3.25 |
6,790 |
81,774 |
+223 |
Mar13 |
120411 |
684.25 |
693.75 |
684.00 |
688.50 |
+2.00 |
858 |
12,992 |
+319 |
May13 |
120411 |
701.00 |
701.00 |
697.75 |
700.00 |
unch |
390 |
1,082 |
+48 |
Total Volume and Open Interest |
119,014 |
469,443 |
-3,984 |
Wheat(KCBT) |
May12 |
120411 |
643.50 |
648.75 |
640.00 |
644.00 |
+3.00 |
7,925 |
36,115 |
-1,322 |
Jul12 |
120411 |
652.50 |
657.50 |
649.50 |
653.75 |
+3.50 |
6,259 |
69,444 |
+422 |
Sep12 |
120411 |
669.00 |
672.50 |
664.25 |
668.75 |
+3.25 |
1,940 |
16,001 |
-15 |
Dec12 |
120411 |
690.75 |
694.50 |
686.50 |
690.75 |
+3.25 |
1,224 |
19,271 |
-15 |
Mar13 |
120411 |
703.00 |
710.75 |
702.00 |
705.75 |
+2.75 |
489 |
1,715 |
+388 |
May13 |
120411 |
715.00 |
715.00 |
709.75 |
711.25 |
-1.25 |
1 |
268 |
+1 |
Total Volume and Open Interest |
17,850 |
143,549 |
-542 |
Wheat(MGE) |
May12 |
120411 |
832.25 |
848.50 |
830.25 |
838.25 |
+4.50 |
1,580 |
9,465 |
-387 |
Jul12 |
120411 |
827.00 |
842.25 |
824.00 |
833.25 |
+5.25 |
908 |
12,238 |
+169 |
Sep12 |
120411 |
814.00 |
824.25 |
810.00 |
818.75 |
+4.25 |
349 |
9,852 |
-110 |
Dec12 |
120411 |
803.25 |
813.00 |
802.25 |
806.25 |
+1.75 |
261 |
6,700 |
+107 |
Mar13 |
120411 |
805.00 |
807.50 |
799.75 |
799.75 |
+0.25 |
36 |
698 |
+1 |
Total Volume and Open Interest |
3,149 |
38,985 |
-206 |
Oats(CBOT) |
May12 |
120411 |
334.50 |
335.75 |
326.50 |
329.25 |
-3.75 |
299 |
4,710 |
+9 |
Jul12 |
120411 |
334.00 |
334.00 |
327.00 |
332.50 |
-1.00 |
120 |
3,514 |
+79 |
Sep12 |
120411 |
328.00 |
332.50 |
328.00 |
330.50 |
-2.00 |
21 |
248 |
+1 |
Dec12 |
120411 |
335.25 |
335.25 |
334.00 |
334.00 |
-1.00 |
6 |
2,230 |
-2 |
Total Volume and Open Interest |
446 |
10,709 |
+87 |
Rough Rice(CBOT) |
May12 |
120411 |
14.86 |
14.95 |
14.80 |
14.94 |
+0.07 |
561 |
9,301 |
-14 |
Jul12 |
120411 |
15.10 |
15.21 |
15.06 |
15.19 |
+0.06 |
352 |
5,186 |
-32 |
Sep12 |
120411 |
15.40 |
15.45 |
15.36 |
15.45 |
+0.06 |
31 |
1,530 |
+8 |
Nov12 |
120411 |
15.60 |
15.65 |
15.60 |
15.65 |
+0.03 |
5 |
85 |
+3 |
Total Volume and Open Interest |
949 |
16,110 |
-35 |
Live Cattle(CME) |
Apr12 |
120411 |
117.700 |
120.000 |
117.135 |
118.385 |
+0.635 |
11,074 |
19,742 |
-984 |
Jun12 |
120411 |
114.285 |
116.230 |
113.900 |
115.050 |
+0.750 |
17,545 |
152,748 |
+696 |
Aug12 |
120411 |
117.250 |
119.200 |
117.080 |
118.050 |
+0.750 |
9,812 |
87,550 |
-959 |
Oct12 |
120411 |
123.230 |
125.250 |
123.000 |
124.450 |
+1.150 |
6,142 |
49,809 |
+762 |
Dec12 |
120411 |
125.480 |
127.400 |
125.135 |
126.635 |
+1.055 |
2,563 |
27,258 |
+130 |
Feb13 |
120411 |
125.980 |
128.250 |
125.980 |
127.700 |
+1.250 |
733 |
7,250 |
+71 |
Total Volume and Open Interest |
47,992 |
348,108 |
-208 |
Feeder Cattle(CME) |
Apr12 |
120411 |
146.700 |
149.500 |
146.050 |
148.600 |
+1.525 |
1,315 |
5,059 |
-689 |
May12 |
120411 |
147.300 |
150.350 |
146.630 |
149.435 |
+1.835 |
4,100 |
13,403 |
-306 |
Aug12 |
120411 |
149.935 |
153.100 |
149.535 |
152.100 |
+1.800 |
3,260 |
14,979 |
+288 |
Sep12 |
120411 |
151.235 |
154.075 |
150.750 |
153.435 |
+1.805 |
591 |
3,447 |
+10 |
Oct12 |
120411 |
151.950 |
155.050 |
151.735 |
154.435 |
+1.835 |
161 |
1,886 |
+12 |
Nov12 |
120411 |
153.400 |
156.000 |
152.550 |
155.400 |
+2.020 |
92 |
1,080 |
+10 |
Jan13 |
120411 |
153.000 |
156.285 |
153.000 |
155.550 |
+1.815 |
10 |
443 |
+2 |
Total Volume and Open Interest |
9,534 |
40,309 |
-670 |
Lean Hogs(CME) |
Apr12 |
120411 |
83.050 |
83.750 |
82.950 |
83.180 |
-0.620 |
4,686 |
12,708 |
-866 |
May12 |
120411 |
92.385 |
93.050 |
92.000 |
92.535 |
-0.565 |
322 |
2,857 |
+66 |
Jun12 |
120411 |
92.885 |
93.650 |
92.150 |
92.650 |
-0.700 |
19,297 |
94,582 |
-1,894 |
Jul12 |
120411 |
93.230 |
93.785 |
92.580 |
92.900 |
-0.800 |
5,464 |
26,795 |
-1,270 |
Aug12 |
120411 |
93.600 |
94.285 |
92.800 |
92.885 |
-1.295 |
8,018 |
34,893 |
-2,389 |
Oct12 |
120411 |
85.550 |
86.150 |
85.100 |
85.330 |
-0.820 |
5,667 |
38,079 |
+551 |
Dec12 |
120411 |
82.650 |
83.330 |
82.385 |
82.800 |
-0.700 |
3,516 |
23,997 |
+1,163 |
Feb13 |
120411 |
83.550 |
84.230 |
83.330 |
83.680 |
-0.720 |
395 |
8,068 |
+188 |
Total Volume and Open Interest |
47,643 |
249,404 |
-4,340 |
Class III Milk(CME) |
Apr12 |
120411 |
15.64 |
15.86 |
15.57 |
15.60 |
-0.04 |
101 |
4,794 |
-10 |
May12 |
120411 |
15.33 |
15.33 |
14.84 |
14.88 |
-0.48 |
237 |
4,527 |
+109 |
Jun12 |
120411 |
15.26 |
15.27 |
14.87 |
14.97 |
-0.33 |
119 |
3,682 |
-26 |
Jul12 |
120411 |
15.90 |
15.94 |
15.62 |
15.70 |
-0.24 |
68 |
2,799 |
+8 |
Aug12 |
120411 |
16.45 |
16.56 |
16.32 |
16.37 |
-0.19 |
57 |
2,664 |
+26 |
Total Volume and Open Interest |
652 |
27,390 |
+120 |
Cocoa(ICE) |
May12 |
120411 |
2067 |
2126 |
2052 |
2103 |
+39 |
14,538 |
33,845 |
-8,833 |
Jul12 |
120411 |
2060 |
2128 |
2056 |
2104 |
+34 |
13,809 |
65,464 |
+7,962 |
Sep12 |
120411 |
2083 |
2133 |
2072 |
2117 |
+32 |
1,229 |
26,355 |
+102 |
Dec12 |
120411 |
2090 |
2152 |
2089 |
2133 |
+31 |
412 |
22,656 |
-125 |
Mar13 |
120411 |
2111 |
2168 |
2108 |
2149 |
+30 |
409 |
24,493 |
+186 |
May13 |
120411 |
2125 |
2177 |
2120 |
2160 |
+27 |
267 |
4,705 |
+203 |
Jul13 |
120411 |
2136 |
2171 |
2132 |
2171 |
+25 |
0 |
1,613 |
+0 |
Total Volume and Open Interest |
30,680 |
180,621 |
-496 |
Coffee "C"(ICE) |
May12 |
120411 |
178.10 |
182.95 |
177.90 |
180.65 |
+2.50 |
10,733 |
55,499 |
-4,460 |
Jul12 |
120411 |
180.90 |
185.00 |
180.15 |
182.65 |
+2.20 |
7,706 |
45,078 |
+1,400 |
Sep12 |
120411 |
183.05 |
187.40 |
182.80 |
185.30 |
+2.20 |
3,414 |
31,680 |
-56 |
Dec12 |
120411 |
186.95 |
191.35 |
186.95 |
189.30 |
+2.10 |
1,289 |
16,391 |
+382 |
Mar13 |
120411 |
192.00 |
195.00 |
190.90 |
193.40 |
+2.30 |
346 |
5,750 |
+147 |
May13 |
120411 |
194.00 |
196.75 |
193.75 |
196.20 |
+2.25 |
70 |
2,866 |
+18 |
Total Volume and Open Interest |
23,625 |
159,593 |
-2,537 |
Orange Juice(ICE) |
May12 |
120411 |
147.20 |
147.25 |
138.35 |
141.70 |
-5.25 |
1,644 |
9,950 |
-545 |
Jul12 |
120411 |
147.55 |
147.90 |
139.30 |
142.85 |
-4.55 |
733 |
5,623 |
+375 |
Sep12 |
120411 |
146.55 |
146.55 |
140.00 |
142.40 |
-4.10 |
117 |
1,332 |
+36 |
Nov12 |
120411 |
144.95 |
145.10 |
138.60 |
141.15 |
-3.95 |
81 |
2,580 |
-2 |
Jan13 |
120411 |
145.00 |
145.00 |
139.00 |
141.45 |
-3.55 |
18 |
228 |
+1 |
Mar13 |
120411 |
139.00 |
142.45 |
139.00 |
142.45 |
-4.00 |
0 |
34 |
+0 |
Total Volume and Open Interest |
2,593 |
19,751 |
-135 |
Sugar #11(ICE) |
May12 |
120411 |
23.87 |
24.06 |
23.80 |
23.95 |
+0.08 |
38,149 |
175,841 |
-12,777 |
Jul12 |
120411 |
23.21 |
23.33 |
23.06 |
23.22 |
+0.06 |
31,569 |
239,344 |
+6,166 |
Oct12 |
120411 |
23.50 |
23.61 |
23.32 |
23.54 |
+0.05 |
11,699 |
138,361 |
+1,183 |
Mar13 |
120411 |
24.35 |
24.45 |
24.17 |
24.40 |
+0.06 |
5,524 |
98,041 |
+1,662 |
May13 |
120411 |
24.09 |
24.19 |
23.92 |
24.16 |
+0.07 |
860 |
22,818 |
+225 |
Jul13 |
120411 |
23.83 |
23.95 |
23.82 |
23.92 |
+0.05 |
365 |
21,388 |
+25 |
Oct13 |
120411 |
23.87 |
23.95 |
23.85 |
23.94 |
+0.05 |
312 |
21,962 |
-110 |
Mar14 |
120411 |
23.89 |
23.95 |
23.81 |
23.94 |
+0.03 |
247 |
17,130 |
+160 |
Total Volume and Open Interest |
88,725 |
746,540 |
-3,466 |
London Cocoa(LCE) |
May12 |
120411 |
1373 |
1397 |
1366 |
1381 |
+3 |
6,612 |
41,781 |
-1,349 |
Jul12 |
120411 |
1384 |
1404 |
1375 |
1390 |
+1 |
6,309 |
56,378 |
+3,651 |
Sep12 |
120411 |
1392 |
1413 |
1385 |
1399 |
+2 |
2,749 |
27,579 |
+114 |
Dec12 |
120411 |
1401 |
1420 |
1395 |
1408 |
+2 |
1,938 |
28,512 |
+934 |
Mar13 |
120411 |
1394 |
1411 |
1388 |
1397 |
-1 |
1,648 |
31,520 |
+732 |
May13 |
120411 |
1408 |
1418 |
1397 |
1404 |
-4 |
430 |
9,209 |
+152 |
Jul13 |
120411 |
1407 |
1412 |
1407 |
1408 |
-1 |
9 |
4,062 |
+0 |
Total Volume and Open Interest |
19,812 |
203,260 |
+4,234 |
London Sugar(LCE) |
Aug12 |
120411 |
619.10 |
621.10 |
616.00 |
618.80 |
-2.20 |
9,224 |
25,264 |
+3,700 |
Oct12 |
120411 |
612.30 |
614.00 |
609.70 |
612.90 |
-1.90 |
1,759 |
10,987 |
+161 |
Dec12 |
120411 |
617.40 |
620.10 |
615.10 |
618.90 |
-1.80 |
653 |
3,477 |
+141 |
Mar13 |
120411 |
622.00 |
625.00 |
619.90 |
624.40 |
-1.90 |
417 |
5,069 |
+23 |
May13 |
120411 |
621.00 |
622.00 |
619.30 |
621.00 |
-2.30 |
65 |
359 |
+0 |
Total Volume and Open Interest |
24,592 |
61,269 |
+330 |
Cotton(ICE) |
May12 |
120411 |
89.73 |
92.62 |
89.70 |
91.38 |
+1.65 |
15,450 |
58,571 |
-8,486 |
Jul12 |
120411 |
88.50 |
89.81 |
88.27 |
88.30 |
+0.04 |
13,928 |
67,788 |
+3,706 |
Oct12 |
120411 |
87.93 |
87.93 |
87.92 |
87.92 |
-0.72 |
1 |
91 |
+1 |
Dec12 |
120411 |
87.74 |
88.40 |
87.00 |
87.11 |
-0.21 |
2,887 |
59,062 |
+980 |
Mar13 |
120411 |
88.61 |
88.61 |
87.98 |
88.09 |
-0.35 |
29 |
2,434 |
-10 |
May13 |
120411 |
88.41 |
88.41 |
88.41 |
88.41 |
-0.38 |
15 |
542 |
-10 |
Total Volume and Open Interest |
32,334 |
189,612 |
-3,815 |
Lumber(CME) |
May12 |
120411 |
264.8 |
266.0 |
262.6 |
264.2 |
+2.1 |
635 |
4,307 |
-147 |
Jul12 |
120411 |
270.1 |
271.2 |
267.7 |
268.3 |
-4.0 |
507 |
4,440 |
+225 |
Sep12 |
120411 |
277.4 |
278.0 |
275.8 |
276.5 |
+1.7 |
59 |
1,219 |
+15 |
Nov12 |
120411 |
276.3 |
277.9 |
275.5 |
275.5 |
+1.0 |
2 |
651 |
+1 |
Total Volume and Open Interest |
1,204 |
10,661 |
+95 |
Crude Oil(NYM) |
May12 |
120411 |
100.94 |
103.13 |
100.84 |
102.70 |
+1.68 |
205,924 |
212,975 |
-12,913 |
Jun12 |
120411 |
101.45 |
103.62 |
101.40 |
103.18 |
+1.62 |
76,741 |
199,501 |
+11,226 |
Jul12 |
120411 |
102.14 |
104.11 |
101.94 |
103.66 |
+1.55 |
37,436 |
118,760 |
+253 |
Aug12 |
120411 |
102.68 |
104.50 |
102.50 |
104.06 |
+1.48 |
21,817 |
93,206 |
+28 |
Sep12 |
120411 |
102.87 |
104.77 |
102.78 |
104.38 |
+1.40 |
20,968 |
66,839 |
+4,195 |
Oct12 |
120411 |
103.55 |
104.93 |
103.33 |
104.56 |
+1.34 |
9,707 |
44,494 |
+1,369 |
Nov12 |
120411 |
103.40 |
104.95 |
103.40 |
104.68 |
+1.28 |
7,211 |
34,515 |
-182 |
Dec12 |
120411 |
103.55 |
105.18 |
103.36 |
104.78 |
+1.22 |
24,064 |
192,672 |
+62 |
Jan13 |
120411 |
103.84 |
105.11 |
103.80 |
104.83 |
+1.19 |
2,723 |
42,555 |
+230 |
Feb13 |
120411 |
103.82 |
105.08 |
103.82 |
104.76 |
+1.16 |
1,837 |
20,301 |
-435 |
Mar13 |
120411 |
104.29 |
104.77 |
104.26 |
104.65 |
+1.14 |
1,301 |
32,962 |
-41 |
Apr13 |
120411 |
104.44 |
104.44 |
104.44 |
104.44 |
+1.10 |
573 |
15,226 |
+149 |
May13 |
120411 |
104.42 |
104.42 |
104.05 |
104.18 |
+1.04 |
595 |
13,603 |
+76 |
Jun13 |
120411 |
103.13 |
104.20 |
103.03 |
103.88 |
+0.99 |
2,955 |
66,142 |
-150 |
Jul13 |
120411 |
103.52 |
103.52 |
103.52 |
103.52 |
+0.95 |
417 |
12,284 |
-8 |
Aug13 |
120411 |
103.18 |
103.18 |
103.18 |
103.18 |
+0.93 |
77 |
7,959 |
+35 |
Total Volume and Open Interest |
424,067 |
1,558,348 |
+3,247 |
e-miNY Crude Oil(NYM) |
Apr12 |
120319 |
107.225 |
108.250 |
106.550 |
108.100 |
+1.050 |
10,868 |
1,515 |
+254 |
May12 |
120411 |
101.000 |
103.150 |
100.875 |
102.700 |
+1.675 |
6,028 |
1,623 |
+85 |
Jun12 |
120411 |
101.625 |
103.650 |
101.500 |
103.175 |
+1.625 |
268 |
343 |
+19 |
Jul12 |
120411 |
102.350 |
103.750 |
102.275 |
103.650 |
+1.550 |
75 |
126 |
-17 |
Aug12 |
120411 |
102.900 |
104.050 |
102.900 |
104.050 |
+1.475 |
6 |
25 |
-1 |
Sep12 |
120411 |
104.525 |
104.525 |
104.375 |
104.375 |
+1.400 |
0 |
35 |
+0 |
Oct12 |
120411 |
103.300 |
104.550 |
103.300 |
104.550 |
+1.325 |
0 |
10 |
+0 |
Nov12 |
120411 |
104.675 |
104.675 |
104.675 |
104.675 |
+1.275 |
0 |
1 |
+0 |
Dec12 |
120411 |
104.775 |
104.775 |
104.775 |
104.775 |
+1.225 |
2 |
238 |
-2 |
Jan13 |
120411 |
104.825 |
104.825 |
104.825 |
104.825 |
+1.175 |
0 |
6 |
+0 |
Total Volume and Open Interest |
6,379 |
2,578 |
+84 |
Heating Oil(NYM) |
May12 |
120411 |
309.00 |
313.26 |
307.96 |
311.49 |
+1.92 |
39,401 |
81,363 |
-4,918 |
Jun12 |
120411 |
310.42 |
314.00 |
308.85 |
312.16 |
+1.74 |
17,182 |
64,196 |
+382 |
Jul12 |
120411 |
311.50 |
314.82 |
310.16 |
312.93 |
+1.49 |
10,711 |
36,849 |
+157 |
Aug12 |
120411 |
312.54 |
315.53 |
311.35 |
313.76 |
+1.22 |
5,718 |
21,576 |
-534 |
Sep12 |
120411 |
313.62 |
316.23 |
312.42 |
314.66 |
+1.04 |
4,506 |
17,888 |
+84 |
Oct12 |
120411 |
313.60 |
317.22 |
313.50 |
315.46 |
+0.90 |
1,453 |
9,543 |
-90 |
Nov12 |
120411 |
314.00 |
317.54 |
314.00 |
316.23 |
+0.80 |
933 |
4,664 |
+173 |
Dec12 |
120411 |
316.10 |
318.56 |
314.63 |
316.76 |
+0.71 |
5,646 |
31,189 |
-251 |
Jan13 |
120411 |
316.50 |
318.83 |
315.20 |
317.11 |
+0.62 |
984 |
6,459 |
+186 |
Feb13 |
120411 |
315.59 |
317.33 |
315.59 |
316.56 |
+0.65 |
74 |
1,734 |
+16 |
Mar13 |
120411 |
313.94 |
315.86 |
313.94 |
314.99 |
+0.66 |
122 |
2,493 |
+68 |
Apr13 |
120411 |
312.27 |
313.00 |
312.27 |
312.97 |
+0.69 |
15 |
1,047 |
+9 |
Total Volume and Open Interest |
86,745 |
279,001 |
-4,718 |
Gasoline(NYMEX) |
May12 |
120411 |
323.50 |
329.95 |
323.17 |
329.55 |
+4.59 |
54,759 |
101,954 |
-4,307 |
Jun12 |
120411 |
317.07 |
322.16 |
316.40 |
321.57 |
+3.33 |
32,611 |
74,345 |
+400 |
Jul12 |
120411 |
312.63 |
315.74 |
310.83 |
314.86 |
+2.36 |
23,155 |
44,772 |
+997 |
Aug12 |
120411 |
307.16 |
310.59 |
306.05 |
309.39 |
+1.81 |
12,596 |
30,551 |
-1,062 |
Sep12 |
120411 |
303.63 |
305.37 |
301.67 |
304.45 |
+1.54 |
9,028 |
28,206 |
+32 |
Oct12 |
120411 |
286.81 |
290.02 |
285.94 |
289.24 |
+1.41 |
3,756 |
21,192 |
+466 |
Nov12 |
120411 |
283.60 |
285.41 |
283.59 |
285.28 |
+1.30 |
2,375 |
6,956 |
-73 |
Dec12 |
120411 |
281.76 |
284.50 |
281.06 |
283.32 |
+1.22 |
4,552 |
26,227 |
+1,694 |
Jan13 |
120411 |
282.68 |
282.68 |
282.68 |
282.68 |
+1.10 |
162 |
5,387 |
-9 |
Feb13 |
120411 |
283.17 |
283.50 |
283.17 |
283.39 |
+1.02 |
179 |
2,640 |
-10 |
Total Volume and Open Interest |
143,727 |
353,187 |
-1,694 |
e-miNY RBOB Gasoline(NYM) |
May12 |
120411 |
329.60 |
329.60 |
329.55 |
329.60 |
+4.60 |
0 |
2 |
+0 |
Jun12 |
120411 |
321.60 |
321.60 |
321.57 |
321.60 |
+3.40 |
|
|
|
Jul12 |
120411 |
314.90 |
314.90 |
314.86 |
314.90 |
+2.40 |
|
|
|
Aug12 |
120411 |
309.40 |
309.40 |
309.39 |
309.40 |
+1.80 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
May12 |
120411 |
2.023 |
2.049 |
1.972 |
1.984 |
-0.047 |
129,365 |
257,441 |
-21,695 |
Jun12 |
120411 |
2.144 |
2.166 |
2.093 |
2.105 |
-0.047 |
58,987 |
132,792 |
-2,776 |
Jul12 |
120411 |
2.288 |
2.304 |
2.232 |
2.247 |
-0.045 |
81,324 |
160,412 |
+12,070 |
Aug12 |
120411 |
2.366 |
2.388 |
2.323 |
2.334 |
-0.040 |
26,351 |
61,526 |
-1,069 |
Sep12 |
120411 |
2.410 |
2.427 |
2.368 |
2.377 |
-0.039 |
16,594 |
94,025 |
+3,591 |
Oct12 |
120411 |
2.500 |
2.514 |
2.452 |
2.465 |
-0.038 |
19,383 |
145,754 |
+212 |
Nov12 |
120411 |
2.794 |
2.799 |
2.741 |
2.749 |
-0.035 |
9,023 |
52,962 |
+1,475 |
Dec12 |
120411 |
3.144 |
3.148 |
3.089 |
3.098 |
-0.041 |
7,808 |
52,647 |
-859 |
Jan13 |
120411 |
3.299 |
3.320 |
3.251 |
3.262 |
-0.047 |
7,591 |
71,166 |
+329 |
Feb13 |
120411 |
3.315 |
3.331 |
3.264 |
3.274 |
-0.048 |
1,158 |
18,718 |
-162 |
Mar13 |
120411 |
3.298 |
3.309 |
3.240 |
3.251 |
-0.049 |
2,274 |
29,638 |
+180 |
Apr13 |
120411 |
3.284 |
3.294 |
3.222 |
3.234 |
-0.050 |
2,106 |
42,344 |
+165 |
May13 |
120411 |
3.332 |
3.332 |
3.267 |
3.281 |
-0.050 |
416 |
12,099 |
-63 |
Jun13 |
120411 |
3.378 |
3.381 |
3.320 |
3.335 |
-0.050 |
198 |
4,680 |
-15 |
Jul13 |
120411 |
3.444 |
3.449 |
3.378 |
3.391 |
-0.049 |
201 |
5,126 |
-11 |
Aug13 |
120411 |
3.470 |
3.470 |
3.401 |
3.415 |
-0.049 |
133 |
5,657 |
+2 |
Total Volume and Open Interest |
364,921 |
1,243,850 |
-8,424 |
Brent Crude Oil(ICE) |
May12 |
120411 |
119.87 |
120.80 |
119.05 |
120.18 |
+0.30 |
101,211 |
105,256 |
-13,267 |
Jun12 |
120411 |
119.34 |
120.52 |
118.71 |
119.87 |
+0.37 |
73,677 |
255,882 |
+5,205 |
Jul12 |
120411 |
118.97 |
120.06 |
118.29 |
119.46 |
+0.44 |
31,118 |
130,977 |
+4,834 |
Aug12 |
120411 |
118.50 |
119.64 |
117.80 |
119.02 |
+0.48 |
13,526 |
86,505 |
+1,250 |
Sep12 |
120411 |
117.74 |
119.04 |
117.21 |
118.44 |
+0.50 |
13,455 |
83,329 |
-1,164 |
Oct12 |
120411 |
117.09 |
118.38 |
116.57 |
117.80 |
+0.51 |
10,733 |
71,735 |
+1,632 |
Nov12 |
120411 |
116.52 |
117.70 |
116.00 |
117.23 |
+0.52 |
3,051 |
38,120 |
+235 |
Dec12 |
120411 |
115.93 |
117.17 |
115.40 |
116.65 |
+0.54 |
10,857 |
112,551 |
+14 |
Jan13 |
120411 |
115.56 |
116.25 |
115.56 |
116.08 |
+0.57 |
647 |
18,971 |
-104 |
Feb13 |
120411 |
115.53 |
115.53 |
115.53 |
115.53 |
+0.59 |
545 |
10,516 |
-125 |
Mar13 |
120411 |
114.70 |
115.01 |
114.70 |
115.01 |
+0.61 |
499 |
11,545 |
-134 |
Apr13 |
120411 |
114.45 |
114.45 |
114.45 |
114.45 |
+0.64 |
68 |
7,034 |
-40 |
May13 |
120411 |
113.50 |
114.05 |
113.50 |
113.85 |
+0.65 |
96 |
8,803 |
+18 |
Jun13 |
120411 |
112.39 |
113.67 |
112.00 |
113.22 |
+0.65 |
1,476 |
36,266 |
+8 |
Total Volume and Open Interest |
265,151 |
1,200,263 |
-1,243 |
Gas Oil(ICE) |
Apr12 |
120411 |
990.00 |
1001.50 |
983.75 |
999.00 |
+5.50 |
18,068 |
27,108 |
-6,200 |
May12 |
120411 |
991.50 |
1000.75 |
984.00 |
997.75 |
+3.50 |
48,933 |
140,104 |
-943 |
Jun12 |
120411 |
986.75 |
998.75 |
982.50 |
995.50 |
+2.00 |
26,137 |
78,727 |
+5,124 |
Jul12 |
120411 |
988.50 |
997.25 |
983.50 |
994.25 |
+0.75 |
7,928 |
52,818 |
+1,207 |
Aug12 |
120411 |
988.75 |
997.00 |
983.75 |
993.75 |
-0.25 |
4,684 |
34,475 |
-954 |
Sep12 |
120411 |
990.00 |
997.00 |
984.25 |
994.00 |
-0.75 |
4,613 |
26,505 |
+1,986 |
Oct12 |
120411 |
990.50 |
996.25 |
983.75 |
993.25 |
-0.75 |
878 |
16,111 |
-83 |
Nov12 |
120411 |
982.75 |
994.75 |
982.25 |
991.75 |
-0.75 |
663 |
13,069 |
+10 |
Dec12 |
120411 |
986.25 |
992.75 |
980.25 |
989.75 |
-1.00 |
2,564 |
42,976 |
+1,065 |
Jan13 |
120411 |
983.00 |
990.75 |
980.25 |
987.75 |
-1.25 |
20 |
15,943 |
-19 |
Total Volume and Open Interest |
115,076 |
522,139 |
+1,359 |
Ethanol(CBOT) |
Apr12 |
120404 |
2.280 |
2.280 |
2.260 |
2.266 |
-0.015 |
38 |
185 |
-5 |
May12 |
120411 |
2.232 |
2.240 |
2.222 |
2.236 |
+0.007 |
229 |
1,355 |
-117 |
Jun12 |
120411 |
2.251 |
2.252 |
2.234 |
2.246 |
+0.005 |
166 |
877 |
+12 |
Jul12 |
120411 |
2.250 |
2.252 |
2.238 |
2.249 |
+0.007 |
126 |
2,524 |
-10 |
Aug12 |
120411 |
2.215 |
2.229 |
2.213 |
2.225 |
+0.011 |
88 |
1,697 |
+19 |
Sep12 |
120411 |
2.150 |
2.161 |
2.145 |
2.158 |
+0.018 |
40 |
1,242 |
-6 |
Oct12 |
120411 |
2.093 |
2.099 |
2.090 |
2.096 |
+0.011 |
36 |
1,188 |
-2 |
Nov12 |
120411 |
2.065 |
2.070 |
2.060 |
2.068 |
+0.012 |
32 |
1,393 |
+10 |
Total Volume and Open Interest |
769 |
11,999 |
-64 |
WTI Crude Oil(ICE) |
May12 |
120411 |
100.99 |
103.15 |
100.85 |
102.70 |
+1.68 |
32,087 |
45,873 |
-1,121 |
Jun12 |
120411 |
101.54 |
103.63 |
101.43 |
103.18 |
+1.62 |
14,958 |
58,936 |
-664 |
Jul12 |
120411 |
102.06 |
104.11 |
101.98 |
103.66 |
+1.55 |
6,964 |
27,227 |
-625 |
Aug12 |
120411 |
102.80 |
104.48 |
102.64 |
104.06 |
+1.48 |
3,370 |
23,927 |
+1,003 |
Sep12 |
120411 |
103.00 |
104.78 |
102.90 |
104.38 |
+1.40 |
2,681 |
21,437 |
-135 |
Oct12 |
120411 |
103.64 |
104.95 |
103.41 |
104.56 |
+1.34 |
2,080 |
13,733 |
+134 |
Nov12 |
120411 |
103.59 |
104.89 |
103.27 |
104.68 |
+1.28 |
1,141 |
8,588 |
+204 |
Dec12 |
120411 |
103.72 |
105.16 |
103.39 |
104.78 |
+1.22 |
4,127 |
71,375 |
-804 |
Jan13 |
120411 |
105.13 |
105.13 |
104.83 |
104.83 |
+1.19 |
337 |
7,390 |
+179 |
Feb13 |
120411 |
104.76 |
104.76 |
104.76 |
104.76 |
+1.16 |
282 |
3,783 |
+21 |
Mar13 |
120411 |
104.65 |
104.65 |
104.65 |
104.65 |
+1.14 |
256 |
4,299 |
-96 |
Apr13 |
120411 |
104.44 |
104.44 |
104.44 |
104.44 |
+1.10 |
85 |
978 |
+54 |
May13 |
120411 |
104.18 |
104.18 |
104.18 |
104.18 |
+1.04 |
6 |
871 |
+0 |
Jun13 |
120411 |
103.04 |
103.88 |
103.04 |
103.88 |
+0.99 |
95 |
17,212 |
+31 |
Jul13 |
120411 |
103.52 |
103.52 |
103.52 |
103.52 |
+0.95 |
0 |
238 |
+0 |
Aug13 |
120411 |
103.18 |
103.18 |
103.18 |
103.18 |
+0.93 |
0 |
1,268 |
+0 |
Total Volume and Open Interest |
69,576 |
415,572 |
-1,595 |
US Dollar Index(ICE) |
Jun12 |
120411 |
80.105 |
80.150 |
79.710 |
79.993 |
-0.105 |
11,583 |
45,218 |
+1,547 |
Sep12 |
120411 |
80.250 |
80.363 |
80.250 |
80.363 |
-0.115 |
3 |
576 |
+1 |
Dec12 |
120411 |
80.793 |
80.793 |
80.793 |
80.793 |
-0.115 |
|
|
|
Total Volume and Open Interest |
11,586 |
45,794 |
+1,548 |
Australian Dollar(CME) |
Jun12 |
120411 |
101.77 |
102.56 |
101.50 |
102.19 |
+0.42 |
52,184 |
151,981 |
-1,185 |
Sep12 |
120411 |
100.80 |
101.39 |
100.80 |
101.26 |
+0.41 |
20 |
357 |
+18 |
Dec12 |
120411 |
100.40 |
100.40 |
100.01 |
100.40 |
+0.39 |
0 |
14 |
+0 |
Total Volume and Open Interest |
52,204 |
152,354 |
-1,167 |
British Pound(CME) |
Jun12 |
120411 |
158.58 |
159.33 |
158.45 |
158.96 |
+0.43 |
35,541 |
146,518 |
+628 |
Sep12 |
120411 |
158.80 |
159.15 |
158.44 |
158.86 |
+0.42 |
32 |
166 |
+15 |
Dec12 |
120411 |
158.76 |
158.76 |
158.35 |
158.76 |
+0.41 |
0 |
44 |
+0 |
Total Volume and Open Interest |
35,574 |
146,730 |
+644 |
Canadian Dollar(CME) |
Jun12 |
120411 |
99.46 |
99.77 |
99.33 |
99.45 |
-0.02 |
47,804 |
112,555 |
-2,689 |
Sep12 |
120411 |
99.15 |
99.51 |
99.15 |
99.25 |
-0.02 |
113 |
2,665 |
+19 |
Dec12 |
120411 |
99.00 |
99.33 |
98.96 |
99.04 |
-0.03 |
12 |
3,957 |
+6 |
Mar13 |
120411 |
98.79 |
99.04 |
98.79 |
98.83 |
-0.02 |
5 |
167 |
+1 |
Total Volume and Open Interest |
47,937 |
119,557 |
-2,666 |
Japanese Yen(CME) |
Jun12 |
120411 |
123.96 |
124.20 |
123.35 |
123.68 |
-0.21 |
53,704 |
153,103 |
+1,617 |
Sep12 |
120411 |
124.11 |
124.23 |
123.55 |
123.84 |
-0.21 |
35 |
440 |
+8 |
Dec12 |
120411 |
124.29 |
124.29 |
124.05 |
124.05 |
-0.22 |
0 |
48 |
+0 |
Total Volume and Open Interest |
53,739 |
153,594 |
+1,625 |
Swiss Franc(CME) |
Jun12 |
120411 |
109.01 |
109.67 |
108.89 |
109.13 |
+0.16 |
16,530 |
39,112 |
-325 |
Sep12 |
120411 |
109.34 |
109.34 |
109.18 |
109.34 |
+0.16 |
0 |
202 |
+0 |
Dec12 |
120411 |
109.57 |
109.57 |
109.40 |
109.57 |
+0.17 |
0 |
2 |
+0 |
Total Volume and Open Interest |
16,530 |
39,316 |
-325 |
EuroFX(CME) |
Jun12 |
120411 |
130.89 |
131.63 |
130.72 |
131.04 |
+0.22 |
104,022 |
265,483 |
+2,467 |
Sep12 |
120411 |
131.25 |
131.66 |
130.94 |
131.15 |
+0.21 |
26 |
693 |
-10 |
Dec12 |
120411 |
131.28 |
131.28 |
131.07 |
131.28 |
+0.21 |
2 |
70 |
+5 |
Total Volume and Open Interest |
104,050 |
266,257 |
+2,462 |
Mexican Peso(CME) |
Apr12 |
120411 |
759.5 |
759.8 |
758.8 |
759.5 |
+0.8 |
|
|
|
May12 |
120411 |
757.8 |
757.8 |
756.8 |
757.8 |
+1.0 |
|
|
|
Total Volume and Open Interest |
29,502 |
176,668 |
+1,252 |
Brazilian Real(CME) |
May12 |
120411 |
544.00 |
545.35 |
542.70 |
543.65 |
-0.60 |
19 |
1,559 |
+19 |
Jun12 |
120411 |
540.00 |
542.00 |
540.00 |
540.00 |
-2.50 |
30 |
2,245 |
-18 |
Jul12 |
120411 |
536.75 |
539.25 |
536.75 |
536.75 |
-2.50 |
|
|
|
Aug12 |
120411 |
533.50 |
536.00 |
533.50 |
533.50 |
-2.50 |
|
|
|
Total Volume and Open Interest |
49 |
17,375 |
+1 |
30-Year T-Bonds(CBOT) |
Jun12 |
120411 |
141~150 |
141~160 |
140~140 |
140~250 |
-0~200 |
187,717 |
586,045 |
+10,190 |
Sep12 |
120411 |
140~150 |
140~170 |
139~190 |
139~290 |
-0~200 |
14 |
230 |
+3 |
Dec12 |
120411 |
139~120 |
139~220 |
139~100 |
139~100 |
-0~120 |
0 |
1 |
+1 |
Total Volume and Open Interest |
187,731 |
586,276 |
+10,194 |
10-Year T-Notes(CBOT) |
Jun12 |
120411 |
131~185 |
131~190 |
131~045 |
131~105 |
-0~085 |
599,647 |
1,764,779 |
-23,153 |
Sep12 |
120411 |
130~155 |
130~180 |
130~000 |
130~055 |
-0~085 |
206 |
1,358 |
+191 |
Dec12 |
120411 |
129~105 |
129~190 |
129~105 |
129~105 |
-0~085 |
0 |
1 |
+0 |
Total Volume and Open Interest |
599,853 |
1,766,138 |
-22,962 |
5-Year T-Notes(CBOT) |
Jun12 |
120411 |
123~055 |
123~058 |
123~028 |
123~043 |
-0~013 |
332,341 |
1,280,716 |
+16,328 |
Sep12 |
120411 |
122~116 |
123~001 |
122~116 |
122~116 |
-0~013 |
|
|
|
Dec12 |
120411 |
122~012 |
122~025 |
122~012 |
122~012 |
-0~013 |
|
|
|
Total Volume and Open Interest |
332,341 |
1,280,716 |
+16,328 |
2 Year T-Notes(CBOT) |
Jun12 |
120411 |
110~024 |
110~025 |
110~020 |
110~023 |
-0~001 |
114,037 |
763,114 |
+1,025 |
Sep12 |
120411 |
110~003 |
110~006 |
110~003 |
110~003 |
-0~003 |
0 |
1 |
+0 |
Dec12 |
120411 |
109~069 |
109~072 |
109~069 |
109~069 |
-0~003 |
|
|
|
Total Volume and Open Interest |
114,037 |
763,115 |
+1,025 |
Eurodollars(CME) |
Jun12 |
120411 |
99.485 |
99.510 |
99.480 |
99.505 |
+0.020 |
79,967 |
1,065,225 |
+247 |
Sep12 |
120411 |
99.445 |
99.470 |
99.435 |
99.465 |
+0.020 |
126,958 |
911,621 |
+8,705 |
Dec12 |
120411 |
99.425 |
99.450 |
99.415 |
99.445 |
+0.020 |
150,157 |
1,016,228 |
+16,865 |
Mar13 |
120411 |
99.410 |
99.435 |
99.405 |
99.430 |
+0.020 |
115,876 |
695,024 |
+11,827 |
Jun13 |
120411 |
99.385 |
99.410 |
99.375 |
99.400 |
+0.015 |
107,505 |
696,431 |
-9,582 |
Sep13 |
120411 |
99.345 |
99.365 |
99.335 |
99.360 |
+0.015 |
85,362 |
593,817 |
+643 |
Dec13 |
120411 |
99.290 |
99.300 |
99.270 |
99.295 |
+0.010 |
87,276 |
549,735 |
+92 |
Mar14 |
120411 |
99.225 |
99.230 |
99.200 |
99.230 |
+0.005 |
83,077 |
519,639 |
+20,725 |
Jun14 |
120411 |
99.130 |
99.135 |
99.095 |
99.130 |
unch |
104,209 |
386,960 |
-5,117 |
Sep14 |
120411 |
99.025 |
99.025 |
98.970 |
99.010 |
-0.005 |
79,133 |
366,417 |
+2,548 |
Dec14 |
120411 |
98.875 |
98.875 |
98.815 |
98.855 |
-0.015 |
63,029 |
320,447 |
+9,309 |
Mar15 |
120411 |
98.725 |
98.725 |
98.655 |
98.695 |
-0.025 |
55,542 |
223,283 |
+6,221 |
Jun15 |
120411 |
0.246 |
0.246 |
0.176 |
0.216 |
-0.030 |
70,165 |
288,142 |
+1,830 |
Sep15 |
120411 |
0.081 |
0.081 |
0.001 |
0.046 |
-0.035 |
28,984 |
189,769 |
-4,635 |
Dec15 |
120411 |
6.465 |
6.465 |
6.385 |
6.425 |
-0.040 |
26,612 |
176,983 |
+3,740 |
Mar16 |
120411 |
6.315 |
6.315 |
6.235 |
6.275 |
-0.045 |
17,903 |
96,863 |
+519 |
Jun16 |
120411 |
6.150 |
6.150 |
6.080 |
6.115 |
-0.050 |
13,161 |
98,223 |
-537 |
Sep16 |
120411 |
5.995 |
5.995 |
5.925 |
5.955 |
-0.055 |
12,093 |
80,378 |
+794 |
Total Volume and Open Interest |
1,335,937 |
8,555,781 |
+66,510 |
30 Day Federal Funds(CBOT) |
Apr12 |
120411 |
99.857 |
99.860 |
99.857 |
99.860 |
unch |
3,576 |
49,805 |
+569 |
May12 |
120411 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
1,777 |
56,148 |
-615 |
Jun12 |
120411 |
99.855 |
99.860 |
99.850 |
99.855 |
unch |
1,138 |
47,253 |
+436 |
Jul12 |
120411 |
99.845 |
99.850 |
99.840 |
99.845 |
unch |
1,041 |
46,767 |
-1,582 |
Aug12 |
120411 |
99.840 |
99.840 |
99.835 |
99.840 |
unch |
344 |
36,757 |
-459 |
Sep12 |
120411 |
99.835 |
99.835 |
99.830 |
99.830 |
unch |
309 |
30,392 |
+132 |
Total Volume and Open Interest |
19,517 |
525,973 |
+154 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120411 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
0 |
258 |
+0 |
Sep12 |
120411 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Dec12 |
120411 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Mar13 |
120411 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Jun13 |
120411 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Sep13 |
120411 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Dec13 |
120411 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120411 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120411 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Sep14 |
120411 |
99.220 |
99.220 |
99.220 |
99.220 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
258 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120411 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,547 |
+0 |
Sep12 |
120411 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
792 |
+0 |
Dec12 |
120411 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
519 |
+0 |
Mar13 |
120411 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
181 |
+0 |
Jun13 |
120411 |
99.66 |
99.66 |
99.65 |
99.65 |
unch |
0 |
219 |
+0 |
Sep13 |
120411 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
325 |
+0 |
Dec13 |
120411 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
1 |
476 |
+1 |
Mar14 |
120411 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
1 |
5,059 |
+1 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120411 |
142.44 |
142.74 |
142.41 |
142.55 |
+0.13 |
5,533 |
20,746 |
+2,815 |
Sep12 |
120411 |
141.95 |
141.95 |
141.95 |
141.95 |
+0.13 |
0 |
5 |
+0 |
Dec12 |
120411 |
139.86 |
139.86 |
139.86 |
139.86 |
+0.13 |
0 |
4 |
+0 |
Total Volume and Open Interest |
5,533 |
20,755 |
+2,815 |
Euro-Bund(EUREX) |
Jun12 |
120411 |
140.27 |
140.28 |
139.52 |
139.82 |
-0.50 |
748,991 |
894,751 |
+13,405 |
Sep12 |
120411 |
138.88 |
138.88 |
138.37 |
138.43 |
-0.49 |
468 |
4,078 |
+48 |
Dec12 |
120411 |
138.37 |
138.37 |
138.37 |
138.37 |
-0.50 |
|
|
|
Total Volume and Open Interest |
749,459 |
898,829 |
+13,453 |
Euro-Bobl(EUREX) |
Jun12 |
120411 |
125.09 |
125.12 |
124.68 |
124.78 |
-0.38 |
458,298 |
791,387 |
-6,548 |
Sep12 |
120411 |
124.92 |
124.92 |
124.92 |
124.92 |
-0.26 |
0 |
57 |
+0 |
Dec12 |
120411 |
124.73 |
124.73 |
124.73 |
124.73 |
-0.38 |
|
|
|
Total Volume and Open Interest |
458,298 |
791,444 |
-6,548 |
3-Mth Euribor(EUREX) |
Jun12 |
120411 |
99.285 |
99.295 |
99.285 |
99.295 |
unch |
30 |
1,302 |
-30 |
Sep12 |
120411 |
99.310 |
99.310 |
99.310 |
99.310 |
-0.005 |
41 |
1,338 |
-1 |
Dec12 |
120411 |
99.280 |
99.285 |
99.280 |
99.285 |
-0.020 |
50 |
819 |
+0 |
Total Volume and Open Interest |
381 |
5,178 |
+99 |
Long Gilt(LIFFE) |
Jun12 |
120411 |
116~13 |
116~19 |
115~24 |
116~03 |
-0~18 |
131,230 |
281,815 |
-243 |
Sep12 |
120411 |
115~04 |
115~04 |
115~04 |
115~04 |
-0~18 |
125 |
0 |
+0 |
Total Volume and Open Interest |
131,355 |
281,815 |
-243 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120411 |
99.00 |
99.01 |
98.99 |
99.00 |
-0.01 |
51,280 |
267,478 |
-2,803 |
Sep12 |
120411 |
99.05 |
99.05 |
99.03 |
99.04 |
-0.02 |
76,835 |
307,109 |
+12,787 |
Dec12 |
120411 |
99.07 |
99.08 |
99.03 |
99.05 |
-0.03 |
50,505 |
267,000 |
+1,370 |
Mar13 |
120411 |
99.09 |
99.10 |
99.03 |
99.05 |
-0.05 |
55,600 |
277,342 |
+8,887 |
Jun13 |
120411 |
99.08 |
99.08 |
99.01 |
99.03 |
-0.05 |
59,151 |
209,531 |
-9,558 |
Sep13 |
120411 |
99.05 |
99.05 |
98.97 |
98.99 |
-0.06 |
56,228 |
180,417 |
+834 |
Total Volume and Open Interest |
461,182 |
2,052,730 |
+15,011 |
3-Mth Euribor(LIFFE) |
Jun12 |
120411 |
99.280 |
99.300 |
99.260 |
99.295 |
unch |
160,134 |
525,485 |
+22,911 |
Sep12 |
120411 |
99.300 |
99.315 |
99.285 |
99.310 |
-0.005 |
166,158 |
497,870 |
+9,796 |
Dec12 |
120411 |
99.295 |
99.305 |
99.270 |
99.285 |
-0.020 |
126,087 |
389,670 |
+10,317 |
Total Volume and Open Interest |
982,959 |
3,161,175 |
+86,804 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120411 |
95.98 |
96.04 |
95.97 |
95.98 |
-0.01 |
19,429 |
182,976 |
-566 |
Sep12 |
120411 |
96.21 |
96.27 |
96.19 |
96.22 |
unch |
27,428 |
163,013 |
-2,651 |
Dec12 |
120411 |
96.32 |
96.40 |
96.31 |
96.32 |
-0.01 |
19,063 |
98,588 |
-1,417 |
Mar13 |
120411 |
96.33 |
96.41 |
96.32 |
96.33 |
-0.01 |
7,499 |
63,748 |
+470 |
Jun13 |
120411 |
96.26 |
96.34 |
96.25 |
96.26 |
-0.02 |
2,878 |
57,385 |
+123 |
Sep13 |
120411 |
96.19 |
96.24 |
96.16 |
96.16 |
-0.03 |
889 |
39,265 |
-97 |
Dec13 |
120411 |
96.12 |
96.14 |
96.06 |
96.06 |
-0.02 |
467 |
25,631 |
-322 |
Mar14 |
120411 |
96.04 |
96.04 |
95.98 |
95.98 |
-0.01 |
337 |
16,987 |
+174 |
Jun14 |
120411 |
95.88 |
95.89 |
95.88 |
95.89 |
-0.01 |
0 |
1,012 |
+0 |
Sep14 |
120411 |
95.79 |
95.81 |
95.79 |
95.81 |
-0.02 |
1 |
521 |
+0 |
Total Volume and Open Interest |
77,991 |
649,453 |
-4,286 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120411 |
96.16 |
96.27 |
96.16 |
96.17 |
unch |
53,506 |
350,390 |
-358 |
Sep12 |
120411 |
96.17 |
96.17 |
96.17 |
96.17 |
unch |
|
|
|
Total Volume and Open Interest |
53,506 |
350,390 |
-358 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120411 |
96.75 |
96.84 |
96.74 |
96.78 |
+0.02 |
157,526 |
390,340 |
-25,405 |
Sep12 |
120411 |
96.78 |
96.78 |
96.78 |
96.78 |
+0.02 |
|
|
|
Total Volume and Open Interest |
157,526 |
390,340 |
-25,405 |
Gold(CMX) |
Apr12 |
120411 |
1654.8 |
1659.7 |
1654.7 |
1659.0 |
-0.5 |
158 |
3,304 |
-36 |
Jun12 |
120411 |
1660.7 |
1663.9 |
1653.5 |
1660.3 |
-0.4 |
83,338 |
228,696 |
-851 |
Aug12 |
120411 |
1661.4 |
1665.3 |
1656.9 |
1662.6 |
-0.4 |
5,220 |
39,969 |
+2,171 |
Oct12 |
120411 |
1663.6 |
1668.0 |
1658.2 |
1664.8 |
-0.4 |
2,056 |
12,430 |
-517 |
Dec12 |
120411 |
1666.3 |
1669.9 |
1661.5 |
1667.0 |
-0.5 |
2,776 |
37,409 |
-51 |
Feb13 |
120411 |
1665.8 |
1669.1 |
1665.7 |
1669.1 |
-0.5 |
348 |
12,252 |
-10 |
Apr13 |
120411 |
1671.2 |
1671.2 |
1671.2 |
1671.2 |
-0.5 |
1,754 |
10,794 |
+1,574 |
Jun13 |
120411 |
1673.6 |
1673.6 |
1673.6 |
1673.6 |
-0.5 |
926 |
11,165 |
+503 |
Aug13 |
120411 |
1676.2 |
1676.2 |
1676.2 |
1676.2 |
-0.5 |
11 |
246 |
-9 |
Oct13 |
120411 |
1678.9 |
1678.9 |
1678.9 |
1678.9 |
-0.6 |
0 |
2 |
+0 |
Dec13 |
120411 |
1681.9 |
1681.9 |
1681.9 |
1681.9 |
-0.7 |
141 |
8,309 |
+47 |
Feb14 |
120411 |
1685.1 |
1685.1 |
1685.1 |
1685.1 |
-0.6 |
|
|
|
Total Volume and Open Interest |
97,189 |
402,386 |
+2,779 |
Silver(CMX) |
May12 |
120411 |
3178.0 |
3182.0 |
3137.0 |
3152.1 |
-15.8 |
34,702 |
47,941 |
-1,122 |
Jul12 |
120411 |
3184.0 |
3187.0 |
3143.0 |
3158.4 |
-15.8 |
12,270 |
25,215 |
+2,356 |
Sep12 |
120411 |
3172.5 |
3179.5 |
3158.0 |
3164.3 |
-15.6 |
1,036 |
4,403 |
-123 |
Dec12 |
120411 |
3185.5 |
3185.5 |
3170.6 |
3170.6 |
-15.5 |
565 |
16,085 |
+78 |
Mar13 |
120411 |
3173.3 |
3173.3 |
3173.3 |
3173.3 |
-15.5 |
78 |
2,593 |
+17 |
May13 |
120411 |
3173.7 |
3173.7 |
3173.7 |
3173.7 |
-15.3 |
14 |
1,235 |
+5 |
Jul13 |
120411 |
3173.2 |
3173.2 |
3173.2 |
3173.2 |
-15.1 |
11 |
3,102 |
+0 |
Total Volume and Open Interest |
48,950 |
115,778 |
+1,334 |
Platinum(NYMEX) |
Apr12 |
120411 |
1590.7 |
1590.7 |
1579.3 |
1579.8 |
-9.4 |
0 |
132 |
+0 |
Jul12 |
120411 |
1600.8 |
1607.8 |
1582.8 |
1584.3 |
-9.4 |
3,099 |
37,663 |
-21 |
Oct12 |
120411 |
1602.3 |
1602.3 |
1587.5 |
1587.9 |
-10.0 |
38 |
1,432 |
+26 |
Jan13 |
120411 |
1603.7 |
1603.7 |
1590.1 |
1590.1 |
-10.0 |
3 |
139 |
+2 |
Total Volume and Open Interest |
3,140 |
39,373 |
+7 |
Palladium(NYMEX) |
Jun12 |
120411 |
639.00 |
645.00 |
632.50 |
636.60 |
-0.25 |
1,462 |
20,003 |
+67 |
Sep12 |
120411 |
638.10 |
638.10 |
638.10 |
638.10 |
-0.20 |
9 |
573 |
+8 |
Dec12 |
120411 |
639.45 |
639.45 |
639.45 |
639.45 |
-0.20 |
0 |
35 |
+0 |
Total Volume and Open Interest |
1,471 |
20,614 |
+75 |
Copper(CMX) |
May12 |
120411 |
366.40 |
367.30 |
363.05 |
363.95 |
-1.05 |
52,974 |
66,702 |
-245 |
Jul12 |
120411 |
368.15 |
368.15 |
363.90 |
364.70 |
-1.10 |
20,360 |
36,478 |
+84 |
Sep12 |
120411 |
369.45 |
369.45 |
364.95 |
365.75 |
-1.10 |
2,940 |
22,120 |
+652 |
Dec12 |
120411 |
370.00 |
370.00 |
366.25 |
366.85 |
-1.15 |
527 |
11,705 |
+51 |
Mar13 |
120411 |
368.00 |
368.00 |
367.70 |
367.70 |
-1.15 |
110 |
2,322 |
+91 |
Total Volume and Open Interest |
77,429 |
149,932 |
+556 |
DJIA Index(CBOT) |
Jun12 |
120411 |
12700 |
12783 |
12700 |
12744 |
+64 |
92 |
11,219 |
+13 |
Sep12 |
120411 |
12700 |
12700 |
12676 |
12676 |
+66 |
0 |
2 |
+0 |
Dec12 |
120411 |
12595 |
12595 |
12529 |
12595 |
+66 |
0 |
1 |
+0 |
Mar13 |
120411 |
12528 |
12528 |
12462 |
12528 |
+66 |
|
|
|
Total Volume and Open Interest |
92 |
11,222 |
+13 |
E-mini DJIA Index(CBOT) |
Jun12 |
120411 |
12686 |
12785 |
12686 |
12744 |
+64 |
75,104 |
100,970 |
-352 |
Sep12 |
120411 |
12676 |
12676 |
12676 |
12676 |
+66 |
4 |
166 |
+1 |
Dec12 |
120411 |
12650 |
12650 |
12595 |
12595 |
+66 |
0 |
24 |
+0 |
Mar13 |
120411 |
12528 |
12528 |
12528 |
12528 |
+66 |
1 |
1 |
+1 |
Total Volume and Open Interest |
75,109 |
101,161 |
-350 |
S & P 500(CME) |
Jun12 |
120411 |
1357.60 |
1370.30 |
1357.60 |
1364.00 |
+6.90 |
10,531 |
231,540 |
+6,499 |
Sep12 |
120411 |
1357.80 |
1364.00 |
1357.80 |
1357.80 |
+6.80 |
36 |
1,329 |
-4 |
Dec12 |
120411 |
1351.30 |
1357.50 |
1351.30 |
1351.30 |
+6.80 |
69 |
943 |
+67 |
Mar13 |
120411 |
1345.30 |
1351.50 |
1345.30 |
1345.30 |
+6.80 |
|
|
|
Total Volume and Open Interest |
10,636 |
233,812 |
+6,562 |
S & P 500 E-Mini(Globex) |
Jun12 |
120411 |
1357.75 |
1370.50 |
1357.50 |
1364.00 |
+7.00 |
1,083,274 |
2,746,096 |
+18,249 |
Sep12 |
120411 |
1353.00 |
1364.00 |
1352.75 |
1357.75 |
+6.75 |
770 |
16,599 |
+319 |
Total Volume and Open Interest |
1,084,355 |
2,765,073 |
+18,865 |
NASDAQ 100(CME) |
Jun12 |
120411 |
2700.50 |
2723.00 |
2699.00 |
2704.30 |
+7.30 |
602 |
11,448 |
+67 |
Sep12 |
120411 |
2698.80 |
2716.00 |
2691.50 |
2698.80 |
+7.30 |
|
|
|
Dec12 |
120411 |
2693.30 |
2693.30 |
2686.00 |
2693.30 |
+7.30 |
|
|
|
Total Volume and Open Interest |
602 |
11,448 |
+67 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120411 |
2698.50 |
2723.80 |
2697.50 |
2704.30 |
+7.30 |
192,709 |
450,506 |
-1,171 |
Sep12 |
120411 |
2705.50 |
2717.30 |
2694.30 |
2698.80 |
+7.30 |
4 |
649 |
+1 |
Total Volume and Open Interest |
192,713 |
451,180 |
-1,169 |
S & P Midcap 400(CME) |
Jun12 |
120411 |
956.20 |
958.00 |
956.20 |
956.20 |
+7.50 |
0 |
1,445 |
+0 |
Sep12 |
120411 |
953.20 |
953.20 |
945.70 |
953.20 |
+7.50 |
|
|
|
Dec12 |
120411 |
951.20 |
951.20 |
943.70 |
951.20 |
+7.50 |
|
|
|
Total Volume and Open Interest |
0 |
1,445 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120411 |
9385 |
9555 |
9375 |
9515 |
+140 |
2,712 |
46,068 |
-306 |
Sep12 |
120411 |
9530 |
9530 |
9390 |
9530 |
+140 |
|
|
|
Total Volume and Open Interest |
2,712 |
46,068 |
-306 |
Nikkei 225(SGX) |
Jun12 |
120411 |
9530 |
9535 |
9360 |
9435 |
-110 |
94,220 |
233,364 |
-4,075 |
Sep12 |
120411 |
9390 |
9445 |
9375 |
9435 |
-110 |
16 |
3,045 |
+12 |
Dec12 |
120411 |
9375 |
9375 |
9375 |
9375 |
-110 |
0 |
5,902 |
+0 |
Total Volume and Open Interest |
94,954 |
258,475 |
-3,896 |
CAC 40(EURONEXT) |
Apr12 |
120411 |
3197.0 |
3269.0 |
3195.0 |
3234.0 |
+19.0 |
136,202 |
381,532 |
-3,051 |
May12 |
120411 |
3139.5 |
3207.0 |
3139.5 |
3176.5 |
+19.0 |
1,005 |
17,062 |
+205 |
Jun12 |
120411 |
3111.5 |
3181.0 |
3109.5 |
3147.5 |
+18.0 |
1,126 |
29,271 |
-256 |
Total Volume and Open Interest |
138,333 |
427,986 |
-3,100 |
Hang Seng Index(HKFE) |
Apr12 |
120411 |
20091 |
20150 |
19993 |
20086 |
-222 |
77,449 |
91,678 |
-1,408 |
May12 |
120411 |
19900 |
19990 |
19850 |
19914 |
-234 |
316 |
585 |
+133 |
Jun12 |
120411 |
19696 |
19789 |
19648 |
19733 |
-226 |
332 |
5,343 |
-32 |
Total Volume and Open Interest |
78,146 |
99,009 |
-1,298 |
DAX(EUREX) |
Jun12 |
120411 |
6604.0 |
6731.5 |
6601.0 |
6673.0 |
+34.0 |
168,974 |
162,195 |
-3,009 |
Sep12 |
120411 |
6616.5 |
6727.0 |
6616.5 |
6681.5 |
+34.0 |
141 |
3,314 |
-2 |
Dec12 |
120411 |
6624.0 |
6736.0 |
6624.0 |
6690.5 |
+34.0 |
13 |
179 |
+6 |
Total Volume and Open Interest |
169,128 |
165,688 |
-3,005 |
FT-SE 100(EURONEXT) |
Jun12 |
120411 |
5508.00 |
5607.50 |
5507.00 |
5578.00 |
+16.50 |
138,704 |
584,556 |
-13,851 |
Sep12 |
120411 |
5500.00 |
5558.00 |
5498.00 |
5538.50 |
+16.50 |
177 |
598 |
-12 |
Dec12 |
120411 |
5494.00 |
5531.50 |
5494.00 |
5515.50 |
+16.50 |
0 |
186 |
+21 |
Total Volume and Open Interest |
138,881 |
585,340 |
-13,842 |
SPI 200(SFE) |
Jun12 |
120411 |
4306.0 |
4311.0 |
4233.0 |
4255.0 |
-52.0 |
25,230 |
196,359 |
-8,286 |
Sep12 |
120411 |
4266.0 |
4266.0 |
4222.0 |
4222.0 |
-54.0 |
34 |
2,083 |
-23 |
Dec12 |
120411 |
4230.0 |
4230.0 |
4230.0 |
4230.0 |
-53.0 |
25 |
1,693 |
+0 |
Total Volume and Open Interest |
25,614 |
202,363 |
-8,294 |
GSCI(CME) |
Apr12 |
120411 |
675.00 |
680.50 |
673.75 |
680.15 |
+7.40 |
1,365 |
7,857 |
-1,274 |
May12 |
120411 |
675.15 |
680.45 |
674.00 |
680.00 |
+7.00 |
1,312 |
2,437 |
+1,296 |
Jun12 |
120411 |
681.00 |
681.50 |
674.20 |
681.00 |
+6.75 |
|
|
|
Total Volume and Open Interest |
2,677 |
10,294 |
+22 |
Reuters CCI(ICE) |
Jun12 |
120411 |
302.10 |
302.10 |
302.10 |
302.10 |
+1.60 |
|
|
|
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|