|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon April 16, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120416 |
1434.50 |
1435.75 |
1415.50 |
1420.00 |
-16.75 |
106,415 |
175,997 |
-15,943 |
Jul12 |
120416 |
1438.75 |
1439.75 |
1419.50 |
1424.25 |
-16.50 |
83,118 |
221,004 |
+15,323 |
Aug12 |
120416 |
1421.75 |
1424.75 |
1407.75 |
1411.75 |
-13.00 |
3,853 |
18,130 |
+846 |
Sep12 |
120416 |
1388.50 |
1391.75 |
1374.50 |
1378.50 |
-13.25 |
3,254 |
9,719 |
+369 |
Nov12 |
120416 |
1360.25 |
1363.00 |
1345.00 |
1350.00 |
-11.75 |
40,267 |
209,622 |
+855 |
Jan13 |
120416 |
1361.75 |
1361.75 |
1345.75 |
1351.75 |
-11.00 |
5,322 |
43,052 |
+847 |
Mar13 |
120416 |
1349.75 |
1349.75 |
1332.75 |
1337.25 |
-11.00 |
5,052 |
54,420 |
+1,529 |
May13 |
120416 |
1331.75 |
1336.75 |
1319.00 |
1324.25 |
-8.25 |
4,908 |
21,604 |
-40 |
Jul13 |
120416 |
1332.00 |
1333.75 |
1316.00 |
1321.25 |
-8.25 |
2,812 |
25,050 |
+545 |
Aug13 |
120416 |
1292.00 |
1298.00 |
1292.00 |
1298.00 |
-8.00 |
8 |
153 |
+1 |
Sep13 |
120416 |
1265.00 |
1271.25 |
1265.00 |
1265.00 |
-6.25 |
4 |
235 |
+2 |
Nov13 |
120416 |
1241.25 |
1245.50 |
1233.00 |
1236.00 |
-4.25 |
1,608 |
10,261 |
+699 |
Jan14 |
120416 |
1240.00 |
1244.25 |
1240.00 |
1240.00 |
-4.25 |
0 |
158 |
+0 |
Mar14 |
120416 |
1240.00 |
1244.25 |
1240.00 |
1240.00 |
-4.25 |
0 |
3 |
+0 |
Total Volume and Open Interest |
256,621 |
789,930 |
+5,033 |
Soybean Meal(CBOT) |
May12 |
120416 |
395.30 |
395.90 |
390.40 |
391.40 |
-4.40 |
43,087 |
105,877 |
-1,962 |
Jul12 |
120416 |
397.20 |
397.90 |
392.10 |
393.90 |
-3.90 |
28,018 |
68,846 |
+2,374 |
Aug12 |
120416 |
388.50 |
390.30 |
386.10 |
387.60 |
-2.70 |
1,643 |
9,766 |
+205 |
Sep12 |
120416 |
377.40 |
378.60 |
375.00 |
376.40 |
-2.20 |
1,213 |
9,502 |
-248 |
Oct12 |
120416 |
363.90 |
365.20 |
361.60 |
362.70 |
-2.50 |
853 |
6,082 |
-112 |
Dec12 |
120416 |
364.20 |
365.60 |
360.50 |
361.80 |
-2.90 |
9,425 |
38,755 |
+1,055 |
Jan13 |
120416 |
360.00 |
360.20 |
357.90 |
358.90 |
-2.60 |
495 |
4,545 |
+209 |
Mar13 |
120416 |
353.80 |
355.70 |
353.40 |
353.40 |
-2.30 |
412 |
7,698 |
+137 |
May13 |
120416 |
350.60 |
350.60 |
347.00 |
347.40 |
-1.70 |
223 |
5,625 |
-16 |
Jul13 |
120416 |
348.70 |
349.20 |
344.70 |
345.80 |
-1.80 |
199 |
4,007 |
+25 |
Total Volume and Open Interest |
85,675 |
265,245 |
+1,646 |
Soybean Oil(CBOT) |
May12 |
120416 |
56.45 |
56.49 |
55.60 |
55.66 |
-0.86 |
74,252 |
116,634 |
-10,082 |
Jul12 |
120416 |
56.86 |
56.86 |
55.95 |
56.05 |
-0.82 |
53,029 |
134,569 |
+12,620 |
Aug12 |
120416 |
56.83 |
56.84 |
56.14 |
56.24 |
-0.80 |
4,446 |
17,376 |
-291 |
Sep12 |
120416 |
57.00 |
57.01 |
56.33 |
56.42 |
-0.79 |
6,137 |
15,395 |
+1,020 |
Oct12 |
120416 |
56.91 |
56.94 |
56.45 |
56.53 |
-0.77 |
864 |
8,666 |
-35 |
Dec12 |
120416 |
57.42 |
57.46 |
56.65 |
56.78 |
-0.76 |
13,080 |
69,835 |
+1,500 |
Jan13 |
120416 |
57.01 |
57.05 |
56.86 |
56.94 |
-0.75 |
599 |
2,947 |
+39 |
Mar13 |
120416 |
57.03 |
57.20 |
57.02 |
57.09 |
-0.77 |
492 |
11,629 |
+90 |
May13 |
120416 |
57.72 |
57.89 |
57.08 |
57.12 |
-0.77 |
301 |
3,741 |
-1 |
Jul13 |
120416 |
57.69 |
57.93 |
57.09 |
57.16 |
-0.77 |
105 |
4,934 |
-36 |
Total Volume and Open Interest |
153,370 |
391,726 |
+4,790 |
Canola(WCE) |
May12 |
120416 |
623.7 |
624.5 |
619.5 |
620.2 |
-5.7 |
5,467 |
43,090 |
-1,819 |
Jul12 |
120416 |
620.6 |
620.6 |
614.2 |
615.2 |
-5.3 |
10,147 |
71,883 |
+2,815 |
Nov12 |
120416 |
578.0 |
578.0 |
573.3 |
574.0 |
-5.8 |
6,353 |
86,472 |
+1,184 |
Jan13 |
120416 |
581.2 |
581.2 |
578.0 |
578.2 |
-5.7 |
251 |
13,115 |
-42 |
Mar13 |
120416 |
582.3 |
583.2 |
581.9 |
581.9 |
-5.2 |
203 |
6,197 |
+22 |
Total Volume and Open Interest |
22,513 |
224,549 |
+2,198 |
Corn(CBOT) |
May12 |
120416 |
626.75 |
629.00 |
621.00 |
623.25 |
-6.00 |
191,727 |
305,392 |
-27,619 |
Jul12 |
120416 |
618.50 |
618.75 |
611.00 |
613.25 |
-7.50 |
143,470 |
421,310 |
+28,041 |
Sep12 |
120416 |
551.25 |
551.25 |
535.00 |
540.75 |
-14.75 |
24,848 |
176,305 |
+4,578 |
Dec12 |
120416 |
534.25 |
535.50 |
525.00 |
526.25 |
-10.75 |
40,582 |
352,247 |
+2,160 |
Mar13 |
120416 |
545.75 |
546.00 |
533.00 |
537.50 |
-10.50 |
2,692 |
52,156 |
+550 |
May13 |
120416 |
550.50 |
550.50 |
544.75 |
545.25 |
-10.75 |
1,013 |
9,325 |
+413 |
Jul13 |
120416 |
559.00 |
562.25 |
551.00 |
552.25 |
-10.00 |
999 |
10,297 |
+248 |
Sep13 |
120416 |
539.50 |
539.50 |
535.50 |
536.00 |
-9.00 |
58 |
1,360 |
+33 |
Dec13 |
120416 |
533.00 |
537.00 |
528.00 |
529.00 |
-8.50 |
471 |
26,875 |
+253 |
Mar14 |
120416 |
540.00 |
548.50 |
540.00 |
540.25 |
-8.25 |
1 |
537 |
+0 |
Total Volume and Open Interest |
405,871 |
1,359,603 |
+8,656 |
Wheat(CBOT) |
May12 |
120416 |
623.25 |
625.50 |
615.00 |
616.25 |
-7.25 |
83,130 |
109,424 |
-15,632 |
Jul12 |
120416 |
630.25 |
630.50 |
620.25 |
621.25 |
-9.00 |
68,022 |
171,342 |
+11,272 |
Sep12 |
120416 |
644.50 |
644.50 |
633.00 |
634.25 |
-10.25 |
15,607 |
70,689 |
+1,674 |
Dec12 |
120416 |
665.25 |
665.25 |
654.00 |
655.25 |
-10.00 |
13,026 |
84,162 |
-323 |
Mar13 |
120416 |
673.25 |
680.75 |
669.00 |
670.25 |
-10.50 |
1,017 |
13,968 |
+249 |
May13 |
120416 |
684.00 |
693.25 |
681.50 |
684.25 |
-9.00 |
170 |
1,363 |
+0 |
Total Volume and Open Interest |
181,351 |
460,985 |
-2,710 |
Wheat(KCBT) |
May12 |
120416 |
642.75 |
644.00 |
630.50 |
630.50 |
-12.50 |
11,119 |
30,298 |
-2,822 |
Jul12 |
120416 |
651.75 |
652.75 |
639.50 |
639.50 |
-12.50 |
8,390 |
72,157 |
+430 |
Sep12 |
120416 |
663.25 |
667.00 |
654.00 |
654.00 |
-12.25 |
1,145 |
17,753 |
+321 |
Dec12 |
120416 |
686.00 |
688.00 |
676.25 |
676.25 |
-10.75 |
1,553 |
20,820 |
-33 |
Mar13 |
120416 |
695.75 |
702.50 |
690.75 |
690.75 |
-11.00 |
309 |
2,652 |
+245 |
May13 |
120416 |
707.00 |
709.00 |
698.00 |
698.00 |
-11.00 |
5 |
281 |
+0 |
Total Volume and Open Interest |
22,539 |
144,730 |
-1,858 |
Wheat(MGE) |
May12 |
120416 |
823.50 |
827.25 |
813.50 |
815.50 |
-8.75 |
1,689 |
6,948 |
-541 |
Jul12 |
120416 |
819.00 |
824.50 |
811.00 |
814.00 |
-6.50 |
1,232 |
14,187 |
+255 |
Sep12 |
120416 |
804.75 |
814.00 |
801.25 |
807.00 |
-0.75 |
825 |
10,092 |
+359 |
Dec12 |
120416 |
799.50 |
809.25 |
795.50 |
803.75 |
unch |
538 |
7,042 |
+123 |
Mar13 |
120416 |
799.00 |
805.00 |
798.75 |
802.75 |
+2.00 |
80 |
667 |
-5 |
Total Volume and Open Interest |
4,364 |
38,984 |
+191 |
Oats(CBOT) |
May12 |
120416 |
326.25 |
327.75 |
322.25 |
323.00 |
-4.75 |
658 |
4,801 |
+32 |
Jul12 |
120416 |
328.00 |
331.25 |
326.00 |
327.00 |
-4.00 |
556 |
4,138 |
+361 |
Sep12 |
120416 |
330.50 |
333.00 |
330.50 |
330.50 |
-2.50 |
14 |
310 |
+12 |
Dec12 |
120416 |
335.00 |
336.00 |
334.00 |
334.00 |
-2.00 |
32 |
2,306 |
+23 |
Total Volume and Open Interest |
1,260 |
11,562 |
+428 |
Rough Rice(CBOT) |
May12 |
120416 |
15.33 |
15.44 |
15.25 |
15.43 |
+0.12 |
2,251 |
7,825 |
-496 |
Jul12 |
120416 |
15.59 |
15.70 |
15.50 |
15.68 |
+0.12 |
1,226 |
5,751 |
+236 |
Sep12 |
120416 |
15.81 |
15.92 |
15.76 |
15.91 |
+0.11 |
232 |
2,028 |
-32 |
Nov12 |
120416 |
16.02 |
16.15 |
16.01 |
16.14 |
+0.10 |
5 |
85 |
+5 |
Total Volume and Open Interest |
3,714 |
15,697 |
-287 |
Live Cattle(CME) |
Apr12 |
120416 |
120.980 |
121.180 |
120.035 |
120.730 |
+0.195 |
5,376 |
14,668 |
-1,571 |
Jun12 |
120416 |
116.200 |
116.580 |
115.250 |
116.150 |
+0.070 |
24,634 |
152,511 |
-453 |
Aug12 |
120416 |
119.300 |
119.500 |
118.250 |
119.035 |
-0.015 |
12,448 |
86,898 |
-201 |
Oct12 |
120416 |
125.350 |
125.680 |
124.300 |
125.000 |
-0.100 |
7,554 |
52,452 |
+755 |
Dec12 |
120416 |
127.535 |
128.000 |
126.680 |
127.350 |
-0.150 |
4,462 |
28,069 |
+566 |
Feb13 |
120416 |
128.750 |
129.035 |
127.900 |
128.450 |
-0.300 |
1,630 |
7,710 |
+217 |
Total Volume and Open Interest |
56,409 |
346,271 |
-573 |
Feeder Cattle(CME) |
Apr12 |
120416 |
151.400 |
151.400 |
150.130 |
150.350 |
-0.185 |
1,422 |
3,224 |
-452 |
May12 |
120416 |
151.800 |
152.550 |
151.300 |
151.935 |
+0.400 |
4,090 |
13,165 |
-329 |
Aug12 |
120416 |
155.235 |
155.985 |
154.800 |
155.485 |
+0.250 |
2,266 |
16,181 |
+229 |
Sep12 |
120416 |
157.130 |
157.250 |
156.450 |
156.985 |
+0.250 |
501 |
3,899 |
-4 |
Oct12 |
120416 |
157.750 |
158.035 |
157.150 |
157.880 |
+0.095 |
282 |
2,157 |
+51 |
Nov12 |
120416 |
158.300 |
158.800 |
157.880 |
158.500 |
+0.315 |
223 |
1,139 |
-18 |
Jan13 |
120416 |
158.185 |
158.535 |
157.935 |
158.200 |
+0.900 |
167 |
943 |
+41 |
Total Volume and Open Interest |
8,959 |
40,728 |
-478 |
Lean Hogs(CME) |
May12 |
120416 |
90.000 |
90.000 |
87.830 |
88.550 |
-1.585 |
314 |
3,238 |
-62 |
Jun12 |
120416 |
90.080 |
90.080 |
88.330 |
88.730 |
-1.500 |
18,263 |
95,318 |
+70 |
Jul12 |
120416 |
90.400 |
90.400 |
88.950 |
89.385 |
-1.150 |
3,423 |
25,957 |
-692 |
Aug12 |
120416 |
90.800 |
90.980 |
89.430 |
90.150 |
-0.850 |
6,841 |
32,459 |
-505 |
Oct12 |
120416 |
83.135 |
83.400 |
82.150 |
82.730 |
-0.820 |
6,172 |
38,988 |
-274 |
Dec12 |
120416 |
80.300 |
80.830 |
79.635 |
80.200 |
-1.025 |
3,890 |
26,987 |
+675 |
Feb13 |
120416 |
81.900 |
81.900 |
80.635 |
80.900 |
-1.000 |
1,003 |
8,741 |
+339 |
Apr13 |
120416 |
83.000 |
83.100 |
81.700 |
82.000 |
-1.100 |
790 |
5,995 |
-43 |
Total Volume and Open Interest |
43,666 |
249,914 |
-764 |
Class III Milk(CME) |
Apr12 |
120416 |
15.83 |
15.83 |
15.76 |
15.79 |
-0.01 |
93 |
4,767 |
+11 |
May12 |
120416 |
15.13 |
15.13 |
14.91 |
14.98 |
+0.01 |
302 |
4,590 |
+32 |
Jun12 |
120416 |
15.10 |
15.21 |
14.86 |
14.96 |
-0.09 |
179 |
3,751 |
+29 |
Jul12 |
120416 |
15.70 |
15.83 |
15.56 |
15.64 |
-0.05 |
160 |
2,907 |
+40 |
Aug12 |
120416 |
16.27 |
16.35 |
16.22 |
16.24 |
-0.11 |
96 |
2,723 |
+16 |
Total Volume and Open Interest |
1,056 |
27,835 |
+219 |
Cocoa(ICE) |
May12 |
120416 |
2232 |
2307 |
2222 |
2300 |
+52 |
11,805 |
10,750 |
-6,438 |
Jul12 |
120416 |
2182 |
2242 |
2162 |
2226 |
+26 |
21,102 |
86,026 |
+6,630 |
Sep12 |
120416 |
2197 |
2254 |
2185 |
2237 |
+23 |
5,077 |
27,623 |
+2,061 |
Dec12 |
120416 |
2208 |
2265 |
2205 |
2250 |
+17 |
1,365 |
22,220 |
+116 |
Mar13 |
120416 |
2226 |
2278 |
2216 |
2263 |
+15 |
784 |
25,535 |
+156 |
May13 |
120416 |
2236 |
2280 |
2236 |
2278 |
+17 |
657 |
6,428 |
+554 |
Jul13 |
120416 |
2261 |
2302 |
2260 |
2289 |
+17 |
5 |
1,639 |
+0 |
Total Volume and Open Interest |
40,837 |
181,940 |
+3,071 |
Coffee "C"(ICE) |
May12 |
120416 |
179.30 |
180.00 |
172.65 |
174.70 |
-4.50 |
22,627 |
34,589 |
-9,823 |
Jul12 |
120416 |
180.00 |
181.35 |
173.90 |
175.85 |
-4.35 |
20,559 |
61,290 |
+8,611 |
Sep12 |
120416 |
184.00 |
184.00 |
176.65 |
178.50 |
-4.35 |
3,966 |
32,612 |
+144 |
Dec12 |
120416 |
186.60 |
187.75 |
180.75 |
182.50 |
-4.30 |
1,303 |
18,364 |
+433 |
Mar13 |
120416 |
190.25 |
190.95 |
185.00 |
186.65 |
-4.05 |
280 |
5,852 |
+7 |
May13 |
120416 |
192.80 |
193.45 |
188.40 |
189.40 |
-3.95 |
227 |
2,968 |
+4 |
Total Volume and Open Interest |
49,174 |
158,109 |
-589 |
Orange Juice(ICE) |
May12 |
120416 |
146.90 |
151.20 |
145.20 |
146.25 |
-0.15 |
1,606 |
7,573 |
-719 |
Jul12 |
120416 |
146.50 |
150.10 |
145.00 |
146.25 |
+0.50 |
1,138 |
7,754 |
+487 |
Sep12 |
120416 |
145.10 |
148.70 |
145.00 |
146.35 |
+0.80 |
415 |
1,615 |
+174 |
Nov12 |
120416 |
145.05 |
146.15 |
145.00 |
145.75 |
+0.70 |
145 |
2,687 |
+67 |
Jan13 |
120416 |
145.20 |
145.80 |
144.75 |
145.80 |
+0.60 |
55 |
305 |
-19 |
Mar13 |
120416 |
145.05 |
146.30 |
145.00 |
146.30 |
+0.45 |
138 |
154 |
+120 |
Total Volume and Open Interest |
3,497 |
20,092 |
+110 |
Sugar #11(ICE) |
May12 |
120416 |
23.37 |
23.43 |
22.85 |
22.90 |
-0.47 |
52,631 |
121,905 |
-11,987 |
Jul12 |
120416 |
22.81 |
22.85 |
22.26 |
22.31 |
-0.50 |
49,080 |
265,688 |
+13,588 |
Oct12 |
120416 |
23.19 |
23.20 |
22.62 |
22.65 |
-0.54 |
19,311 |
140,969 |
+2,041 |
Mar13 |
120416 |
24.00 |
24.02 |
23.44 |
23.47 |
-0.52 |
7,103 |
100,958 |
+618 |
May13 |
120416 |
23.78 |
23.80 |
23.29 |
23.32 |
-0.47 |
2,432 |
23,123 |
-376 |
Jul13 |
120416 |
23.58 |
23.59 |
23.12 |
23.13 |
-0.44 |
816 |
21,950 |
-25 |
Oct13 |
120416 |
23.55 |
23.55 |
23.07 |
23.10 |
-0.45 |
422 |
22,342 |
+18 |
Mar14 |
120416 |
23.60 |
23.60 |
23.22 |
23.22 |
-0.38 |
171 |
17,467 |
+96 |
Total Volume and Open Interest |
131,999 |
726,064 |
+3,983 |
London Cocoa(LCE) |
May12 |
120416 |
1446 |
1470 |
1431 |
1464 |
+12 |
3,787 |
37,952 |
-971 |
Jul12 |
120416 |
1450 |
1475 |
1436 |
1468 |
+10 |
6,092 |
60,922 |
+1,930 |
Sep12 |
120416 |
1458 |
1482 |
1444 |
1476 |
+10 |
2,047 |
26,924 |
-75 |
Dec12 |
120416 |
1467 |
1489 |
1453 |
1484 |
+9 |
2,361 |
28,768 |
+83 |
Mar13 |
120416 |
1453 |
1475 |
1442 |
1471 |
+7 |
559 |
31,294 |
-382 |
May13 |
120416 |
1460 |
1480 |
1448 |
1477 |
+6 |
110 |
9,628 |
+237 |
Jul13 |
120416 |
1469 |
1486 |
1469 |
1485 |
+7 |
3 |
4,168 |
+81 |
Total Volume and Open Interest |
14,959 |
204,079 |
+985 |
London Sugar(LCE) |
Aug12 |
120416 |
605.70 |
605.70 |
595.10 |
595.40 |
-15.30 |
4,607 |
32,011 |
+1,116 |
Oct12 |
120416 |
604.00 |
604.00 |
592.50 |
592.90 |
-15.70 |
1,278 |
11,014 |
-116 |
Dec12 |
120416 |
610.00 |
610.00 |
598.40 |
598.90 |
-15.70 |
239 |
3,866 |
+139 |
Mar13 |
120416 |
614.50 |
614.50 |
604.00 |
604.90 |
-16.10 |
283 |
5,445 |
+109 |
May13 |
120416 |
613.50 |
613.50 |
603.40 |
603.60 |
-16.10 |
15 |
466 |
+25 |
Total Volume and Open Interest |
9,197 |
59,501 |
-740 |
Cotton(ICE) |
May12 |
120416 |
92.00 |
92.13 |
88.08 |
88.08 |
-4.00 |
19,633 |
32,541 |
-5,443 |
Jul12 |
120416 |
89.73 |
89.79 |
86.55 |
87.25 |
-2.48 |
15,855 |
87,009 |
+5,839 |
Oct12 |
120416 |
90.25 |
90.25 |
87.87 |
87.87 |
-2.56 |
5 |
95 |
+0 |
Dec12 |
120416 |
88.40 |
88.59 |
85.60 |
86.37 |
-2.31 |
6,022 |
64,680 |
+2,690 |
Mar13 |
120416 |
88.91 |
89.14 |
87.05 |
87.22 |
-2.32 |
283 |
2,911 |
+194 |
May13 |
120416 |
89.15 |
89.36 |
87.52 |
87.52 |
-2.25 |
60 |
628 |
+44 |
Total Volume and Open Interest |
42,122 |
189,282 |
+3,574 |
Lumber(CME) |
May12 |
120416 |
266.7 |
268.1 |
264.8 |
266.4 |
-0.3 |
795 |
3,438 |
-180 |
Jul12 |
120416 |
271.3 |
271.3 |
268.0 |
269.5 |
-0.2 |
861 |
4,895 |
+44 |
Sep12 |
120416 |
278.4 |
279.0 |
276.5 |
278.4 |
+0.4 |
235 |
1,350 |
+36 |
Nov12 |
120416 |
276.9 |
278.0 |
275.5 |
276.9 |
+0.4 |
18 |
665 |
+3 |
Total Volume and Open Interest |
1,912 |
10,395 |
-95 |
Crude Oil(NYM) |
May12 |
120416 |
102.80 |
103.37 |
101.80 |
102.93 |
+0.10 |
271,285 |
147,153 |
-23,485 |
Jun12 |
120416 |
103.23 |
103.84 |
102.28 |
103.37 |
+0.05 |
145,281 |
251,316 |
+17,061 |
Jul12 |
120416 |
103.80 |
104.27 |
102.74 |
103.81 |
+0.01 |
73,538 |
130,797 |
+6,244 |
Aug12 |
120416 |
104.00 |
104.61 |
103.14 |
104.18 |
-0.02 |
45,531 |
84,736 |
-2,319 |
Sep12 |
120416 |
104.16 |
104.88 |
103.40 |
104.45 |
-0.10 |
45,897 |
81,462 |
+5,158 |
Oct12 |
120416 |
104.29 |
104.87 |
103.63 |
104.58 |
-0.18 |
14,678 |
46,139 |
+927 |
Nov12 |
120416 |
104.43 |
105.16 |
103.71 |
104.65 |
-0.26 |
12,533 |
37,440 |
+1,176 |
Dec12 |
120416 |
104.85 |
105.26 |
103.78 |
104.70 |
-0.34 |
58,755 |
193,063 |
+2,941 |
Jan13 |
120416 |
104.42 |
105.31 |
103.89 |
104.75 |
-0.39 |
7,781 |
44,150 |
+1,383 |
Feb13 |
120416 |
104.47 |
104.69 |
104.04 |
104.69 |
-0.42 |
3,344 |
19,478 |
-876 |
Mar13 |
120416 |
104.65 |
104.99 |
103.76 |
104.54 |
-0.45 |
4,798 |
33,417 |
+799 |
Apr13 |
120416 |
104.28 |
104.86 |
103.64 |
104.28 |
-0.48 |
2,505 |
16,123 |
+214 |
May13 |
120416 |
103.97 |
104.56 |
103.37 |
103.97 |
-0.49 |
1,867 |
13,675 |
+209 |
Jun13 |
120416 |
103.74 |
104.40 |
102.98 |
103.64 |
-0.50 |
10,647 |
66,535 |
+10 |
Jul13 |
120416 |
103.23 |
103.23 |
103.23 |
103.23 |
-0.53 |
506 |
13,252 |
+107 |
Aug13 |
120416 |
102.84 |
102.84 |
102.84 |
102.84 |
-0.56 |
158 |
9,050 |
+27 |
Total Volume and Open Interest |
741,063 |
1,579,841 |
+13,929 |
e-miNY Crude Oil(NYM) |
Apr12 |
120319 |
107.225 |
108.250 |
106.550 |
108.100 |
+1.050 |
10,868 |
1,515 |
+254 |
May12 |
120416 |
102.775 |
103.400 |
101.800 |
102.925 |
+0.100 |
6,643 |
1,796 |
-148 |
Jun12 |
120416 |
103.200 |
103.850 |
102.275 |
103.375 |
+0.050 |
475 |
370 |
+4 |
Jul12 |
120416 |
103.275 |
104.150 |
102.900 |
103.800 |
unch |
55 |
105 |
-16 |
Aug12 |
120416 |
104.000 |
104.175 |
103.700 |
104.175 |
-0.025 |
7 |
27 |
+7 |
Sep12 |
120416 |
104.450 |
104.450 |
104.450 |
104.450 |
-0.100 |
5 |
37 |
+1 |
Oct12 |
120416 |
104.075 |
104.575 |
104.075 |
104.575 |
-0.175 |
0 |
10 |
+0 |
Nov12 |
120416 |
104.650 |
104.650 |
104.650 |
104.650 |
-0.250 |
0 |
1 |
+0 |
Dec12 |
120416 |
104.700 |
104.700 |
104.700 |
104.700 |
-0.350 |
2 |
240 |
+2 |
Jan13 |
120416 |
104.750 |
104.750 |
104.750 |
104.750 |
-0.400 |
0 |
6 |
+0 |
Total Volume and Open Interest |
7,187 |
2,763 |
-150 |
Heating Oil(NYM) |
May12 |
120416 |
317.46 |
317.46 |
311.35 |
311.66 |
-5.80 |
55,413 |
66,259 |
-6,194 |
Jun12 |
120416 |
317.81 |
317.81 |
311.83 |
312.20 |
-5.69 |
42,872 |
68,462 |
+2,380 |
Jul12 |
120416 |
316.10 |
316.23 |
312.19 |
312.70 |
-5.56 |
21,599 |
38,358 |
+454 |
Aug12 |
120416 |
316.00 |
316.16 |
312.53 |
313.10 |
-5.51 |
10,969 |
23,835 |
+1,636 |
Sep12 |
120416 |
317.00 |
317.19 |
313.00 |
313.51 |
-5.53 |
14,171 |
21,578 |
+2,186 |
Oct12 |
120416 |
318.25 |
318.25 |
314.10 |
314.12 |
-5.54 |
2,298 |
9,770 |
+20 |
Nov12 |
120416 |
315.15 |
315.41 |
314.85 |
314.85 |
-5.50 |
1,370 |
4,966 |
+149 |
Dec12 |
120416 |
318.11 |
318.92 |
314.91 |
315.47 |
-5.42 |
11,794 |
35,996 |
+1,968 |
Jan13 |
120416 |
318.62 |
318.86 |
315.73 |
315.73 |
-5.34 |
314 |
6,671 |
+174 |
Feb13 |
120416 |
316.49 |
316.49 |
315.01 |
315.01 |
-5.24 |
25 |
1,787 |
-18 |
Mar13 |
120416 |
313.42 |
313.42 |
313.42 |
313.42 |
-5.12 |
349 |
2,736 |
+254 |
Apr13 |
120416 |
313.12 |
313.12 |
311.37 |
311.37 |
-5.17 |
52 |
1,129 |
+45 |
Total Volume and Open Interest |
161,226 |
281,547 |
+3,054 |
Gasoline(NYMEX) |
May12 |
120416 |
334.48 |
335.02 |
326.15 |
326.70 |
-7.91 |
55,045 |
92,044 |
-5,318 |
Jun12 |
120416 |
326.50 |
326.67 |
318.93 |
319.41 |
-7.26 |
41,467 |
76,853 |
+1,521 |
Jul12 |
120416 |
319.78 |
319.78 |
312.93 |
313.24 |
-6.73 |
27,219 |
47,636 |
+2,447 |
Aug12 |
120416 |
311.34 |
312.32 |
307.79 |
308.25 |
-6.18 |
14,751 |
33,316 |
+685 |
Sep12 |
120416 |
306.32 |
307.22 |
302.82 |
303.54 |
-5.76 |
10,556 |
28,572 |
+468 |
Oct12 |
120416 |
292.12 |
292.12 |
287.28 |
288.21 |
-5.36 |
4,524 |
22,147 |
-53 |
Nov12 |
120416 |
286.67 |
286.67 |
283.01 |
284.01 |
-5.10 |
2,260 |
7,403 |
+833 |
Dec12 |
120416 |
284.45 |
284.77 |
280.79 |
281.80 |
-4.93 |
2,171 |
26,681 |
+382 |
Jan13 |
120416 |
283.50 |
283.50 |
281.17 |
281.17 |
-4.72 |
381 |
5,386 |
+172 |
Feb13 |
120416 |
281.97 |
281.97 |
281.97 |
281.97 |
-4.58 |
107 |
3,125 |
+27 |
Total Volume and Open Interest |
158,543 |
354,451 |
+1,193 |
e-miNY RBOB Gasoline(NYM) |
May12 |
120416 |
326.70 |
326.70 |
326.70 |
326.70 |
-7.90 |
0 |
2 |
+0 |
Jun12 |
120416 |
319.40 |
319.41 |
319.40 |
319.40 |
-7.30 |
|
|
|
Jul12 |
120416 |
313.20 |
313.24 |
313.20 |
313.20 |
-6.80 |
|
|
|
Aug12 |
120416 |
308.30 |
308.30 |
308.25 |
308.30 |
-6.10 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
May12 |
120416 |
1.986 |
2.030 |
1.976 |
2.016 |
+0.035 |
233,095 |
189,606 |
-27,395 |
Jun12 |
120416 |
2.084 |
2.128 |
2.076 |
2.108 |
+0.024 |
120,199 |
154,783 |
+11,199 |
Jul12 |
120416 |
2.204 |
2.241 |
2.187 |
2.222 |
+0.020 |
104,338 |
214,089 |
+19,500 |
Aug12 |
120416 |
2.288 |
2.319 |
2.272 |
2.305 |
+0.018 |
35,046 |
63,591 |
+2,725 |
Sep12 |
120416 |
2.330 |
2.357 |
2.311 |
2.346 |
+0.016 |
26,979 |
103,643 |
+2,530 |
Oct12 |
120416 |
2.421 |
2.444 |
2.401 |
2.432 |
+0.011 |
32,543 |
144,834 |
-3,270 |
Nov12 |
120416 |
2.687 |
2.724 |
2.687 |
2.709 |
+0.001 |
12,590 |
57,501 |
+1,937 |
Dec12 |
120416 |
3.058 |
3.077 |
3.036 |
3.061 |
-0.002 |
12,439 |
52,431 |
-732 |
Jan13 |
120416 |
3.225 |
3.240 |
3.204 |
3.224 |
-0.001 |
11,015 |
72,229 |
+294 |
Feb13 |
120416 |
3.223 |
3.252 |
3.218 |
3.236 |
-0.001 |
1,413 |
18,919 |
+183 |
Mar13 |
120416 |
3.215 |
3.231 |
3.196 |
3.213 |
-0.001 |
4,216 |
30,864 |
+422 |
Apr13 |
120416 |
3.180 |
3.210 |
3.178 |
3.194 |
-0.002 |
4,534 |
44,132 |
+923 |
May13 |
120416 |
3.220 |
3.250 |
3.219 |
3.238 |
-0.002 |
1,250 |
12,550 |
+385 |
Jun13 |
120416 |
3.279 |
3.301 |
3.278 |
3.291 |
-0.002 |
589 |
4,672 |
-42 |
Jul13 |
120416 |
3.323 |
3.356 |
3.323 |
3.347 |
-0.002 |
338 |
5,233 |
-2 |
Aug13 |
120416 |
3.350 |
3.400 |
3.348 |
3.370 |
-0.002 |
289 |
5,757 |
+45 |
Total Volume and Open Interest |
604,449 |
1,273,761 |
+9,529 |
Brent Crude Oil(ICE) |
Jun12 |
120416 |
120.44 |
121.00 |
118.20 |
118.68 |
-2.53 |
284,206 |
290,851 |
+16,568 |
Jul12 |
120416 |
120.59 |
120.59 |
117.92 |
118.41 |
-2.38 |
107,624 |
140,533 |
+7,590 |
Aug12 |
120416 |
120.12 |
120.12 |
117.55 |
118.04 |
-2.23 |
55,642 |
87,649 |
+2,760 |
Sep12 |
120416 |
119.49 |
119.49 |
117.08 |
117.52 |
-2.10 |
44,662 |
84,602 |
+2,364 |
Oct12 |
120416 |
118.80 |
118.80 |
116.44 |
116.90 |
-2.01 |
25,083 |
77,154 |
+4,337 |
Nov12 |
120416 |
118.19 |
118.19 |
115.90 |
116.36 |
-1.91 |
13,809 |
43,154 |
+2,144 |
Dec12 |
120416 |
117.57 |
117.57 |
115.32 |
115.79 |
-1.83 |
61,531 |
115,431 |
+2,646 |
Jan13 |
120416 |
116.04 |
116.39 |
114.91 |
115.26 |
-1.76 |
4,122 |
19,284 |
+357 |
Feb13 |
120416 |
115.86 |
115.89 |
114.67 |
114.77 |
-1.70 |
2,169 |
10,524 |
+120 |
Mar13 |
120416 |
114.14 |
114.31 |
114.14 |
114.31 |
-1.63 |
2,064 |
11,991 |
+22 |
Apr13 |
120416 |
113.78 |
113.78 |
113.78 |
113.78 |
-1.59 |
841 |
7,365 |
+7 |
May13 |
120416 |
113.21 |
113.21 |
113.21 |
113.21 |
-1.55 |
902 |
9,208 |
+172 |
Jun13 |
120416 |
112.96 |
113.89 |
112.14 |
112.62 |
-1.51 |
11,583 |
35,251 |
-591 |
Jul13 |
120416 |
112.03 |
112.03 |
112.03 |
112.03 |
-1.47 |
1,139 |
7,053 |
-45 |
Total Volume and Open Interest |
790,859 |
1,191,405 |
+13,207 |
Gas Oil(ICE) |
May12 |
120416 |
1009.25 |
1009.25 |
991.25 |
994.00 |
-14.50 |
84,528 |
148,068 |
+6,588 |
Jun12 |
120416 |
1007.00 |
1007.00 |
989.50 |
992.25 |
-14.25 |
78,296 |
91,797 |
+3,565 |
Jul12 |
120416 |
1000.25 |
1001.00 |
988.50 |
991.25 |
-14.00 |
32,279 |
56,198 |
+4,079 |
Aug12 |
120416 |
998.25 |
1000.00 |
988.00 |
990.50 |
-14.00 |
17,876 |
32,159 |
+1,353 |
Sep12 |
120416 |
999.50 |
999.75 |
987.75 |
990.50 |
-14.00 |
15,436 |
32,426 |
+4,788 |
Oct12 |
120416 |
999.50 |
999.50 |
986.75 |
989.25 |
-14.00 |
3,512 |
15,716 |
+421 |
Nov12 |
120416 |
997.75 |
997.75 |
986.50 |
987.50 |
-13.75 |
1,731 |
13,615 |
+281 |
Dec12 |
120416 |
995.25 |
995.25 |
982.25 |
985.25 |
-13.25 |
11,745 |
44,755 |
+252 |
Jan13 |
120416 |
993.00 |
993.00 |
983.00 |
983.00 |
-13.25 |
959 |
17,119 |
+209 |
Feb13 |
120416 |
986.25 |
986.25 |
980.25 |
980.25 |
-13.25 |
528 |
8,157 |
+57 |
Total Volume and Open Interest |
166,510 |
380,077 |
-131,244 |
Ethanol(CBOT) |
Apr12 |
120404 |
2.280 |
2.280 |
2.260 |
2.266 |
-0.015 |
38 |
185 |
-5 |
May12 |
120416 |
2.192 |
2.205 |
2.192 |
2.197 |
-0.020 |
255 |
1,124 |
-150 |
Jun12 |
120416 |
2.205 |
2.215 |
2.200 |
2.205 |
-0.021 |
159 |
935 |
+11 |
Jul12 |
120416 |
2.210 |
2.223 |
2.209 |
2.213 |
-0.019 |
108 |
2,379 |
-19 |
Aug12 |
120416 |
2.185 |
2.195 |
2.180 |
2.185 |
-0.022 |
96 |
1,710 |
+35 |
Sep12 |
120416 |
2.123 |
2.125 |
2.110 |
2.114 |
-0.024 |
70 |
1,287 |
+44 |
Oct12 |
120416 |
2.057 |
2.067 |
2.051 |
2.056 |
-0.027 |
101 |
1,171 |
+38 |
Nov12 |
120416 |
2.023 |
2.030 |
2.018 |
2.028 |
-0.024 |
69 |
1,390 |
+3 |
Total Volume and Open Interest |
945 |
11,763 |
-36 |
WTI Crude Oil(ICE) |
May12 |
120416 |
102.51 |
103.38 |
101.81 |
102.93 |
+0.10 |
54,421 |
36,804 |
-4,264 |
Jun12 |
120416 |
103.22 |
103.85 |
102.29 |
103.37 |
+0.05 |
42,230 |
69,479 |
+3,603 |
Jul12 |
120416 |
103.28 |
104.27 |
102.74 |
103.81 |
+0.01 |
16,995 |
31,413 |
+1,515 |
Aug12 |
120416 |
103.47 |
104.59 |
103.18 |
104.18 |
-0.02 |
10,971 |
23,320 |
+546 |
Sep12 |
120416 |
103.74 |
104.89 |
103.46 |
104.45 |
-0.10 |
10,347 |
24,167 |
+1,391 |
Oct12 |
120416 |
104.43 |
105.04 |
103.62 |
104.58 |
-0.18 |
5,549 |
13,731 |
+219 |
Nov12 |
120416 |
104.58 |
105.15 |
103.73 |
104.65 |
-0.26 |
4,172 |
10,250 |
+408 |
Dec12 |
120416 |
104.41 |
105.26 |
103.84 |
104.70 |
-0.34 |
19,084 |
72,498 |
+25 |
Jan13 |
120416 |
104.11 |
104.75 |
103.98 |
104.75 |
-0.39 |
1,169 |
8,457 |
+334 |
Feb13 |
120416 |
104.69 |
104.69 |
104.69 |
104.69 |
-0.42 |
391 |
3,939 |
-127 |
Mar13 |
120416 |
104.54 |
104.54 |
104.54 |
104.54 |
-0.45 |
695 |
4,541 |
+240 |
Apr13 |
120416 |
104.40 |
104.40 |
104.28 |
104.28 |
-0.48 |
87 |
1,468 |
+0 |
May13 |
120416 |
103.97 |
103.97 |
103.97 |
103.97 |
-0.49 |
51 |
880 |
+2 |
Jun13 |
120416 |
103.18 |
103.76 |
103.09 |
103.64 |
-0.50 |
1,439 |
16,339 |
-521 |
Jul13 |
120416 |
103.23 |
103.23 |
103.23 |
103.23 |
-0.53 |
27 |
1,262 |
+22 |
Aug13 |
120416 |
102.84 |
102.84 |
102.84 |
102.84 |
-0.56 |
39 |
2,267 |
+2 |
Total Volume and Open Interest |
176,466 |
432,080 |
+4,854 |
US Dollar Index(ICE) |
Jun12 |
120416 |
80.085 |
80.345 |
79.670 |
79.732 |
-0.323 |
25,445 |
44,358 |
-1,502 |
Sep12 |
120416 |
80.335 |
80.335 |
80.132 |
80.132 |
-0.302 |
18 |
604 |
+17 |
Dec12 |
120416 |
80.562 |
80.562 |
80.562 |
80.562 |
-0.302 |
|
|
|
Total Volume and Open Interest |
25,463 |
44,962 |
-1,485 |
Australian Dollar(CME) |
Jun12 |
120416 |
102.95 |
103.11 |
102.39 |
102.89 |
-0.22 |
158,604 |
150,016 |
-254 |
Sep12 |
120416 |
101.62 |
102.17 |
101.48 |
101.96 |
-0.21 |
191 |
432 |
+76 |
Dec12 |
120416 |
101.09 |
101.30 |
101.09 |
101.09 |
-0.21 |
0 |
14 |
+0 |
Total Volume and Open Interest |
158,795 |
150,464 |
-178 |
British Pound(CME) |
Jun12 |
120416 |
158.59 |
159.06 |
158.13 |
158.98 |
+0.52 |
85,594 |
150,846 |
+2,577 |
Sep12 |
120416 |
158.21 |
158.90 |
158.21 |
158.89 |
+0.53 |
144 |
139 |
-23 |
Dec12 |
120416 |
158.78 |
158.78 |
158.26 |
158.78 |
+0.52 |
0 |
44 |
+0 |
Total Volume and Open Interest |
85,738 |
151,031 |
+2,554 |
Canadian Dollar(CME) |
Jun12 |
120416 |
99.90 |
100.13 |
99.54 |
99.92 |
-0.11 |
101,281 |
107,245 |
+527 |
Sep12 |
120416 |
99.70 |
99.88 |
99.33 |
99.72 |
-0.11 |
310 |
2,765 |
-22 |
Dec12 |
120416 |
99.64 |
99.64 |
99.20 |
99.51 |
-0.11 |
128 |
4,126 |
+16 |
Mar13 |
120416 |
99.29 |
99.40 |
99.29 |
99.29 |
-0.11 |
10 |
178 |
+1 |
Total Volume and Open Interest |
101,736 |
114,551 |
+529 |
Japanese Yen(CME) |
Jun12 |
120416 |
123.60 |
124.58 |
123.36 |
124.30 |
+0.94 |
83,043 |
147,878 |
-1,084 |
Sep12 |
120416 |
123.86 |
124.63 |
123.52 |
124.46 |
+0.94 |
37 |
467 |
-6 |
Dec12 |
120416 |
124.72 |
124.73 |
123.73 |
124.67 |
+0.94 |
9 |
59 |
+9 |
Total Volume and Open Interest |
83,089 |
148,411 |
-1,081 |
Swiss Franc(CME) |
Jun12 |
120416 |
108.78 |
109.52 |
108.17 |
109.40 |
+0.58 |
47,231 |
39,611 |
+300 |
Sep12 |
120416 |
108.60 |
109.59 |
108.60 |
109.59 |
+0.58 |
35 |
221 |
+19 |
Dec12 |
120416 |
108.70 |
109.82 |
108.70 |
109.82 |
+0.59 |
0 |
2 |
+0 |
Total Volume and Open Interest |
47,266 |
39,834 |
+319 |
EuroFX(CME) |
Jun12 |
120416 |
130.75 |
131.54 |
130.00 |
131.39 |
+0.56 |
274,580 |
275,619 |
+698 |
Sep12 |
120416 |
130.80 |
131.61 |
130.18 |
131.51 |
+0.57 |
191 |
867 |
+4 |
Dec12 |
120416 |
131.62 |
131.62 |
131.08 |
131.62 |
+0.54 |
3 |
69 |
+1 |
Total Volume and Open Interest |
274,774 |
276,566 |
+703 |
Mexican Peso(CME) |
Apr12 |
120416 |
756.0 |
756.0 |
756.0 |
756.0 |
-3.0 |
|
|
|
May12 |
120416 |
754.8 |
757.0 |
754.8 |
754.8 |
-2.2 |
|
|
|
Total Volume and Open Interest |
49,050 |
166,250 |
-1,957 |
Brazilian Real(CME) |
May12 |
120416 |
543.15 |
543.65 |
539.80 |
542.30 |
-0.15 |
11 |
1,496 |
+0 |
Jun12 |
120416 |
539.20 |
541.05 |
536.55 |
539.20 |
-0.05 |
158 |
2,200 |
-88 |
Jul12 |
120416 |
535.95 |
536.00 |
535.95 |
535.95 |
-0.05 |
|
|
|
Aug12 |
120416 |
532.70 |
532.75 |
532.70 |
532.70 |
-0.05 |
|
|
|
Total Volume and Open Interest |
169 |
17,267 |
-88 |
30-Year T-Bonds(CBOT) |
Jun12 |
120416 |
141~200 |
142~090 |
141~130 |
141~280 |
+0~140 |
373,644 |
576,087 |
-11,449 |
Sep12 |
120416 |
140~250 |
141~100 |
140~190 |
141~010 |
+0~140 |
121 |
249 |
-19 |
Dec12 |
120416 |
140~140 |
140~140 |
140~000 |
140~140 |
+0~140 |
0 |
12 |
+0 |
Total Volume and Open Interest |
373,765 |
576,348 |
-11,468 |
10-Year T-Notes(CBOT) |
Jun12 |
120416 |
131~185 |
131~290 |
131~150 |
131~220 |
+0~050 |
1,130,755 |
1,810,773 |
+19,031 |
Sep12 |
120416 |
130~190 |
130~225 |
130~170 |
130~170 |
+0~050 |
469 |
4,733 |
+232 |
Dec12 |
120416 |
129~220 |
129~220 |
129~220 |
129~220 |
+0~050 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,131,224 |
1,815,507 |
+19,263 |
5-Year T-Notes(CBOT) |
Jun12 |
120416 |
123~064 |
123~082 |
123~054 |
123~069 |
+0~008 |
427,630 |
1,296,845 |
+4,235 |
Sep12 |
120416 |
123~016 |
123~016 |
123~007 |
123~016 |
+0~009 |
2,437 |
2,449 |
+2,299 |
Dec12 |
120416 |
122~040 |
122~040 |
122~031 |
122~040 |
+0~009 |
|
|
|
Total Volume and Open Interest |
430,067 |
1,299,294 |
+6,534 |
2 Year T-Notes(CBOT) |
Jun12 |
120416 |
110~030 |
110~031 |
110~027 |
110~029 |
+0~001 |
153,098 |
789,104 |
+1,691 |
Sep12 |
120416 |
110~012 |
110~012 |
110~011 |
110~012 |
+0~001 |
89 |
265 |
+82 |
Dec12 |
120416 |
109~078 |
109~078 |
109~077 |
109~078 |
+0~001 |
|
|
|
Total Volume and Open Interest |
153,187 |
789,369 |
+1,773 |
Eurodollars(CME) |
Jun12 |
120416 |
99.515 |
99.520 |
99.500 |
99.520 |
unch |
263,183 |
1,014,720 |
-22,607 |
Sep12 |
120416 |
99.485 |
99.485 |
99.460 |
99.480 |
-0.005 |
200,868 |
917,142 |
+7,010 |
Dec12 |
120416 |
99.460 |
99.465 |
99.440 |
99.460 |
-0.005 |
192,187 |
1,027,910 |
-1,640 |
Mar13 |
120416 |
99.450 |
99.450 |
99.430 |
99.450 |
unch |
157,338 |
706,661 |
-2,473 |
Jun13 |
120416 |
99.430 |
99.430 |
99.410 |
99.425 |
unch |
158,398 |
662,633 |
-10,457 |
Sep13 |
120416 |
99.390 |
99.395 |
99.370 |
99.390 |
+0.005 |
124,647 |
604,697 |
+9,443 |
Dec13 |
120416 |
99.325 |
99.335 |
99.305 |
99.330 |
+0.010 |
116,414 |
567,810 |
+10,874 |
Mar14 |
120416 |
99.260 |
99.275 |
99.240 |
99.265 |
+0.015 |
99,258 |
538,329 |
+10,197 |
Jun14 |
120416 |
99.150 |
99.180 |
99.140 |
99.165 |
+0.015 |
101,370 |
405,702 |
+6,353 |
Sep14 |
120416 |
99.035 |
99.065 |
99.020 |
99.045 |
+0.015 |
64,909 |
363,622 |
+815 |
Dec14 |
120416 |
98.885 |
98.915 |
98.870 |
98.890 |
+0.010 |
57,082 |
310,138 |
+2,002 |
Mar15 |
120416 |
98.725 |
98.760 |
98.710 |
98.735 |
+0.010 |
50,528 |
224,757 |
+2,359 |
Jun15 |
120416 |
0.251 |
0.286 |
0.226 |
0.256 |
+0.010 |
62,841 |
273,819 |
-607 |
Sep15 |
120416 |
0.076 |
0.116 |
0.061 |
0.086 |
+0.010 |
32,315 |
185,756 |
+1,382 |
Dec15 |
120416 |
6.460 |
6.500 |
6.440 |
6.470 |
+0.015 |
29,149 |
172,845 |
+534 |
Mar16 |
120416 |
6.310 |
6.355 |
6.295 |
6.325 |
+0.020 |
21,244 |
97,749 |
-24 |
Jun16 |
120416 |
6.155 |
6.200 |
6.140 |
6.170 |
+0.020 |
14,820 |
98,186 |
+802 |
Sep16 |
120416 |
6.000 |
6.050 |
5.985 |
6.015 |
+0.020 |
10,601 |
82,609 |
+1,397 |
Total Volume and Open Interest |
1,805,467 |
8,546,249 |
+23,250 |
30 Day Federal Funds(CBOT) |
Apr12 |
120416 |
99.857 |
99.860 |
99.857 |
99.857 |
-0.003 |
4,615 |
47,605 |
-345 |
May12 |
120416 |
99.865 |
99.865 |
99.860 |
99.860 |
unch |
6,554 |
56,669 |
+298 |
Jun12 |
120416 |
99.860 |
99.860 |
99.855 |
99.855 |
unch |
13,025 |
43,400 |
-3,117 |
Jul12 |
120416 |
99.850 |
99.855 |
99.850 |
99.850 |
unch |
4,085 |
43,316 |
+186 |
Aug12 |
120416 |
99.850 |
99.850 |
99.845 |
99.845 |
unch |
2,883 |
35,257 |
-1,169 |
Sep12 |
120416 |
99.845 |
99.850 |
99.840 |
99.845 |
+0.005 |
4,115 |
30,013 |
-32 |
Total Volume and Open Interest |
56,491 |
520,025 |
-2,904 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120416 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
0 |
258 |
+0 |
Sep12 |
120416 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Dec12 |
120416 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Mar13 |
120416 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Jun13 |
120416 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Sep13 |
120416 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Dec13 |
120416 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120416 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
Jun14 |
120416 |
99.480 |
99.480 |
99.480 |
99.480 |
unch |
|
|
|
Sep14 |
120416 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
258 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120416 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,547 |
+0 |
Sep12 |
120416 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
792 |
+0 |
Dec12 |
120416 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
519 |
+0 |
Mar13 |
120416 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
48 |
181 |
+0 |
Jun13 |
120416 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
46 |
217 |
-2 |
Sep13 |
120416 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
325 |
+0 |
Dec13 |
120416 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
88 |
564 |
+88 |
Mar14 |
120416 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
|
|
|
Total Volume and Open Interest |
182 |
5,145 |
+86 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120416 |
142.71 |
142.78 |
142.65 |
142.70 |
+0.18 |
7,414 |
21,783 |
-93 |
Sep12 |
120416 |
142.10 |
142.10 |
142.10 |
142.10 |
+0.18 |
0 |
5 |
+0 |
Dec12 |
120416 |
140.01 |
140.01 |
140.01 |
140.01 |
+0.18 |
0 |
4 |
+0 |
Total Volume and Open Interest |
7,414 |
21,792 |
-93 |
Euro-Bund(EUREX) |
Jun12 |
120416 |
140.39 |
140.56 |
140.09 |
140.39 |
+0.03 |
746,026 |
921,360 |
+2,624 |
Sep12 |
120416 |
138.98 |
139.13 |
138.77 |
139.03 |
+0.05 |
38 |
4,088 |
+0 |
Dec12 |
120416 |
138.94 |
138.94 |
138.94 |
138.94 |
+0.03 |
|
|
|
Total Volume and Open Interest |
746,064 |
925,448 |
+2,624 |
Euro-Bobl(EUREX) |
Jun12 |
120416 |
124.94 |
125.00 |
124.75 |
124.88 |
-0.07 |
405,552 |
781,083 |
-2,016 |
Sep12 |
120416 |
124.99 |
125.07 |
124.99 |
125.07 |
unch |
222 |
129 |
+73 |
Dec12 |
120416 |
124.83 |
124.83 |
124.83 |
124.83 |
-0.07 |
|
|
|
Total Volume and Open Interest |
405,774 |
781,212 |
-1,943 |
3-Mth Euribor(EUREX) |
Jun12 |
120416 |
99.300 |
99.300 |
99.300 |
99.300 |
-0.020 |
200 |
1,377 |
+100 |
Sep12 |
120416 |
99.300 |
99.300 |
99.300 |
99.300 |
-0.040 |
0 |
1,338 |
+0 |
Dec12 |
120416 |
99.275 |
99.275 |
99.275 |
99.275 |
-0.045 |
0 |
839 |
+0 |
Total Volume and Open Interest |
200 |
5,196 |
+100 |
Long Gilt(LIFFE) |
Jun12 |
120416 |
116~14 |
116~19 |
116~01 |
116~10 |
-0~01 |
80,855 |
289,413 |
+2,387 |
Sep12 |
120416 |
115~11 |
115~11 |
115~11 |
115~11 |
-0~01 |
0 |
25 |
+0 |
Total Volume and Open Interest |
80,855 |
289,438 |
+2,387 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120416 |
99.01 |
99.02 |
98.98 |
99.00 |
-0.02 |
40,109 |
270,824 |
+9,880 |
Sep12 |
120416 |
99.04 |
99.04 |
99.01 |
99.02 |
-0.03 |
28,257 |
314,217 |
-1,124 |
Dec12 |
120416 |
99.04 |
99.05 |
99.01 |
99.02 |
-0.03 |
19,563 |
272,886 |
+815 |
Mar13 |
120416 |
99.05 |
99.05 |
99.01 |
99.02 |
-0.04 |
31,058 |
281,262 |
-1,366 |
Jun13 |
120416 |
99.04 |
99.04 |
99.00 |
99.01 |
-0.03 |
24,154 |
213,271 |
-2,245 |
Sep13 |
120416 |
99.01 |
99.01 |
98.97 |
98.98 |
-0.03 |
23,574 |
211,712 |
+3,149 |
Total Volume and Open Interest |
215,039 |
2,126,127 |
+10,537 |
3-Mth Euribor(LIFFE) |
Jun12 |
120416 |
99.315 |
99.315 |
99.285 |
99.300 |
-0.020 |
58,673 |
549,111 |
+9,106 |
Sep12 |
120416 |
99.335 |
99.340 |
99.295 |
99.300 |
-0.040 |
58,684 |
498,896 |
+2,601 |
Dec12 |
120416 |
99.315 |
99.325 |
99.265 |
99.275 |
-0.045 |
46,082 |
387,076 |
+5,420 |
Total Volume and Open Interest |
446,390 |
3,194,712 |
+26,592 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120416 |
95.95 |
95.98 |
95.95 |
95.97 |
+0.02 |
12,549 |
179,345 |
-6,237 |
Sep12 |
120416 |
96.15 |
96.21 |
96.15 |
96.20 |
+0.04 |
20,524 |
163,078 |
-3,457 |
Dec12 |
120416 |
96.27 |
96.33 |
96.26 |
96.31 |
+0.04 |
12,389 |
104,268 |
+1,009 |
Mar13 |
120416 |
96.29 |
96.35 |
96.28 |
96.33 |
+0.03 |
7,905 |
66,048 |
+1,408 |
Jun13 |
120416 |
96.24 |
96.31 |
96.23 |
96.29 |
+0.04 |
3,166 |
59,851 |
+1,381 |
Sep13 |
120416 |
96.15 |
96.22 |
96.15 |
96.20 |
+0.03 |
1,879 |
40,511 |
+311 |
Dec13 |
120416 |
96.07 |
96.12 |
96.06 |
96.11 |
+0.04 |
755 |
26,058 |
-13 |
Mar14 |
120416 |
96.03 |
96.04 |
96.01 |
96.04 |
+0.05 |
485 |
16,604 |
-452 |
Jun14 |
120416 |
95.96 |
95.96 |
95.96 |
95.96 |
+0.05 |
50 |
1,012 |
+0 |
Sep14 |
120416 |
95.89 |
95.89 |
95.89 |
95.89 |
+0.05 |
25 |
521 |
+0 |
Total Volume and Open Interest |
59,727 |
657,603 |
-6,070 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120416 |
96.22 |
96.29 |
96.20 |
96.26 |
+0.03 |
60,814 |
362,998 |
-5,758 |
Sep12 |
120416 |
96.26 |
96.26 |
96.26 |
96.26 |
+0.03 |
|
|
|
Total Volume and Open Interest |
60,814 |
362,998 |
-5,758 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120416 |
96.77 |
96.86 |
96.75 |
96.83 |
+0.06 |
190,421 |
407,468 |
-36,060 |
Sep12 |
120416 |
96.83 |
96.83 |
96.83 |
96.83 |
+0.06 |
|
|
|
Total Volume and Open Interest |
190,421 |
407,468 |
-36,060 |
Gold(CMX) |
Apr12 |
120416 |
1650.8 |
1656.8 |
1641.2 |
1648.7 |
-10.4 |
1,309 |
2,861 |
-324 |
Jun12 |
120416 |
1658.7 |
1659.6 |
1642.0 |
1649.7 |
-10.5 |
141,531 |
229,065 |
+1,991 |
Aug12 |
120416 |
1660.0 |
1660.8 |
1645.6 |
1651.9 |
-10.5 |
7,610 |
42,437 |
+3,471 |
Oct12 |
120416 |
1658.4 |
1659.0 |
1648.0 |
1654.0 |
-10.5 |
2,087 |
12,086 |
-323 |
Dec12 |
120416 |
1664.8 |
1664.8 |
1650.0 |
1656.2 |
-10.5 |
2,708 |
36,581 |
+105 |
Feb13 |
120416 |
1660.2 |
1661.4 |
1658.3 |
1658.3 |
-10.4 |
213 |
12,801 |
-31 |
Apr13 |
120416 |
1660.0 |
1660.3 |
1660.0 |
1660.3 |
-10.5 |
205 |
10,368 |
+10 |
Jun13 |
120416 |
1662.6 |
1662.6 |
1662.6 |
1662.6 |
-10.5 |
3,272 |
9,759 |
-1,722 |
Aug13 |
120416 |
1665.1 |
1665.1 |
1665.1 |
1665.1 |
-10.5 |
1 |
246 |
+1 |
Oct13 |
120416 |
1667.7 |
1667.7 |
1667.7 |
1667.7 |
-10.6 |
0 |
2 |
+0 |
Dec13 |
120416 |
1670.6 |
1670.6 |
1670.6 |
1670.6 |
-10.6 |
492 |
8,485 |
+85 |
Feb14 |
120416 |
1667.6 |
1673.6 |
1667.5 |
1673.6 |
-10.7 |
|
|
|
Total Volume and Open Interest |
162,193 |
403,233 |
+2,957 |
Silver(CMX) |
May12 |
120416 |
3144.5 |
3170.0 |
3117.5 |
3137.3 |
-1.7 |
46,624 |
44,869 |
-126 |
Jul12 |
120416 |
3145.5 |
3175.0 |
3125.0 |
3143.9 |
-1.5 |
7,851 |
28,739 |
+1,848 |
Sep12 |
120416 |
3152.5 |
3162.0 |
3149.0 |
3149.8 |
-1.4 |
1,215 |
5,087 |
+327 |
Dec12 |
120416 |
3166.0 |
3180.5 |
3150.0 |
3156.2 |
-1.2 |
571 |
16,175 |
+27 |
Mar13 |
120416 |
3159.2 |
3159.2 |
3159.2 |
3159.2 |
-1.1 |
32 |
2,614 |
+20 |
May13 |
120416 |
3159.8 |
3159.8 |
3159.8 |
3159.8 |
-1.0 |
13 |
1,251 |
+9 |
Jul13 |
120416 |
3159.4 |
3159.4 |
3159.4 |
3159.4 |
-1.0 |
2 |
3,034 |
+1 |
Total Volume and Open Interest |
56,621 |
117,210 |
+2,262 |
Platinum(NYMEX) |
Apr12 |
120416 |
1564.0 |
1571.7 |
1561.0 |
1571.7 |
-11.7 |
20 |
149 |
+19 |
Jul12 |
120416 |
1585.6 |
1589.9 |
1563.0 |
1575.8 |
-12.1 |
7,243 |
38,143 |
+458 |
Oct12 |
120416 |
1578.5 |
1579.2 |
1578.5 |
1579.2 |
-12.3 |
50 |
1,562 |
+39 |
Jan13 |
120416 |
1588.2 |
1588.2 |
1581.4 |
1581.4 |
-12.3 |
7 |
140 |
+0 |
Total Volume and Open Interest |
7,323 |
40,001 |
+515 |
Palladium(NYMEX) |
Jun12 |
120416 |
643.40 |
653.95 |
635.50 |
650.70 |
+3.50 |
3,460 |
20,192 |
+222 |
Sep12 |
120416 |
651.65 |
653.80 |
646.35 |
652.00 |
+3.40 |
43 |
662 |
+36 |
Dec12 |
120416 |
654.80 |
654.80 |
653.35 |
653.35 |
+3.40 |
0 |
35 |
+0 |
Total Volume and Open Interest |
3,503 |
20,892 |
+258 |
Copper(CMX) |
May12 |
120416 |
362.70 |
363.95 |
356.90 |
362.80 |
+0.10 |
70,332 |
48,341 |
-6,072 |
Jul12 |
120416 |
363.30 |
364.65 |
357.75 |
363.60 |
+0.15 |
20,672 |
45,852 |
+4,160 |
Sep12 |
120416 |
363.00 |
365.40 |
359.00 |
364.70 |
+0.15 |
4,592 |
31,045 |
+2,770 |
Dec12 |
120416 |
362.00 |
366.30 |
361.15 |
366.00 |
+0.20 |
887 |
11,668 |
+360 |
Mar13 |
120416 |
363.00 |
366.95 |
363.00 |
366.95 |
+0.20 |
45 |
2,306 |
-114 |
Total Volume and Open Interest |
97,186 |
149,681 |
+1,016 |
DJIA Index(CBOT) |
Jun12 |
120416 |
12795 |
12920 |
12753 |
12850 |
+62 |
252 |
11,239 |
-2 |
Sep12 |
120416 |
12781 |
12781 |
12719 |
12781 |
+62 |
0 |
2 |
+0 |
Dec12 |
120416 |
12700 |
12700 |
12638 |
12700 |
+62 |
0 |
1 |
+0 |
Mar13 |
120416 |
12633 |
12633 |
12571 |
12633 |
+62 |
|
|
|
Total Volume and Open Interest |
252 |
11,242 |
-2 |
E-mini DJIA Index(CBOT) |
Jun12 |
120416 |
12790 |
12925 |
12748 |
12850 |
+62 |
121,453 |
102,406 |
+1,805 |
Sep12 |
120416 |
12833 |
12840 |
12780 |
12781 |
+62 |
25 |
172 |
+5 |
Dec12 |
120416 |
12700 |
12700 |
12700 |
12700 |
+62 |
6 |
30 |
+6 |
Mar13 |
120416 |
12717 |
12717 |
12598 |
12633 |
+62 |
1 |
0 |
-1 |
Total Volume and Open Interest |
121,485 |
102,608 |
+1,815 |
S & P 500(CME) |
Jun12 |
120416 |
1365.70 |
1375.00 |
1360.60 |
1363.90 |
-1.10 |
9,240 |
229,762 |
-946 |
Sep12 |
120416 |
1366.50 |
1368.30 |
1354.00 |
1357.70 |
-1.10 |
14 |
1,633 |
-1 |
Dec12 |
120416 |
1361.00 |
1361.80 |
1348.50 |
1351.20 |
-1.10 |
0 |
1,197 |
+0 |
Mar13 |
120416 |
1345.20 |
1355.80 |
1344.30 |
1345.20 |
-1.10 |
|
|
|
Total Volume and Open Interest |
9,254 |
232,592 |
-947 |
S & P 500 E-Mini(Globex) |
Jun12 |
120416 |
1366.00 |
1375.25 |
1360.50 |
1364.00 |
-1.00 |
1,852,924 |
2,762,959 |
+27,236 |
Sep12 |
120416 |
1358.00 |
1368.50 |
1354.75 |
1357.75 |
-1.00 |
812 |
18,833 |
+301 |
Total Volume and Open Interest |
1,853,757 |
2,784,138 |
+27,540 |
NASDAQ 100(CME) |
Jun12 |
120416 |
2689.00 |
2709.50 |
2657.00 |
2663.80 |
-29.70 |
1,373 |
12,825 |
+11 |
Sep12 |
120416 |
2658.00 |
2695.00 |
2655.00 |
2658.00 |
-29.80 |
|
|
|
Dec12 |
120416 |
2652.50 |
2682.30 |
2652.50 |
2652.50 |
-29.80 |
|
|
|
Total Volume and Open Interest |
1,373 |
12,825 |
+11 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120416 |
2694.80 |
2710.00 |
2656.50 |
2663.80 |
-29.70 |
283,699 |
448,477 |
-6,158 |
Sep12 |
120416 |
2694.00 |
2694.00 |
2655.80 |
2658.00 |
-29.80 |
24 |
654 |
+10 |
Total Volume and Open Interest |
283,723 |
449,156 |
-6,148 |
S & P Midcap 400(CME) |
Jun12 |
120416 |
962.90 |
968.00 |
955.00 |
962.90 |
+1.00 |
0 |
1,426 |
+0 |
Sep12 |
120416 |
959.90 |
959.90 |
958.90 |
959.90 |
+1.00 |
|
|
|
Dec12 |
120416 |
957.90 |
957.90 |
956.90 |
957.90 |
+1.00 |
|
|
|
Total Volume and Open Interest |
0 |
1,426 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120416 |
9530 |
9555 |
9460 |
9485 |
-60 |
3,302 |
43,592 |
-390 |
Sep12 |
120416 |
9500 |
9560 |
9500 |
9500 |
-60 |
|
|
|
Total Volume and Open Interest |
3,302 |
43,592 |
-390 |
Nikkei 225(SGX) |
Jun12 |
120416 |
9640 |
9650 |
9455 |
9460 |
-170 |
132,957 |
236,750 |
-86 |
Sep12 |
120416 |
9600 |
9600 |
9455 |
9455 |
-170 |
412 |
3,456 |
+399 |
Dec12 |
120416 |
9395 |
9395 |
9395 |
9395 |
-175 |
0 |
5,902 |
+0 |
Total Volume and Open Interest |
139,337 |
265,719 |
+2,567 |
CAC 40(EURONEXT) |
Apr12 |
120416 |
3190.0 |
3244.5 |
3171.5 |
3201.5 |
+13.0 |
178,872 |
388,126 |
-8,632 |
May12 |
120416 |
3137.0 |
3184.0 |
3117.0 |
3143.0 |
+12.5 |
25,135 |
23,148 |
+4,006 |
Jun12 |
120416 |
3105.0 |
3154.5 |
3090.0 |
3115.5 |
+13.0 |
475 |
28,878 |
-236 |
Total Volume and Open Interest |
204,482 |
440,273 |
-4,862 |
Hang Seng Index(HKFE) |
Apr12 |
120416 |
20518 |
20642 |
20468 |
20579 |
-135 |
76,493 |
93,657 |
-1,368 |
May12 |
120416 |
20367 |
20476 |
20318 |
20425 |
-124 |
1,207 |
1,537 |
+563 |
Jun12 |
120416 |
20150 |
20284 |
20143 |
20241 |
-121 |
461 |
5,192 |
+88 |
Total Volume and Open Interest |
78,263 |
101,829 |
-692 |
DAX(EUREX) |
Jun12 |
120416 |
6575.5 |
6683.5 |
6536.0 |
6653.0 |
+65.0 |
167,322 |
156,967 |
-1,976 |
Sep12 |
120416 |
6603.5 |
6683.0 |
6546.0 |
6661.5 |
+65.0 |
144 |
3,483 |
+8 |
Dec12 |
120416 |
6598.5 |
6691.5 |
6595.0 |
6669.5 |
+65.0 |
10 |
199 |
+3 |
Total Volume and Open Interest |
167,476 |
160,649 |
-1,965 |
FT-SE 100(EURONEXT) |
Jun12 |
120416 |
5590.50 |
5659.50 |
5575.50 |
5634.50 |
+38.00 |
114,379 |
551,104 |
-16,043 |
Sep12 |
120416 |
5580.00 |
5613.00 |
5579.00 |
5595.00 |
+38.00 |
24 |
991 |
+144 |
Dec12 |
120416 |
5569.00 |
5572.50 |
5569.00 |
5572.50 |
+38.00 |
0 |
258 |
+51 |
Total Volume and Open Interest |
114,403 |
552,353 |
-15,848 |
SPI 200(SFE) |
Jun12 |
120416 |
4333.0 |
4341.0 |
4290.0 |
4303.0 |
-28.0 |
30,673 |
198,061 |
-1,384 |
Sep12 |
120416 |
4299.0 |
4299.0 |
4269.0 |
4270.0 |
-28.0 |
51 |
2,080 |
+0 |
Dec12 |
120416 |
4277.0 |
4277.0 |
4277.0 |
4277.0 |
-28.0 |
10 |
1,690 |
+0 |
Total Volume and Open Interest |
30,774 |
203,862 |
-1,401 |
GSCI(CME) |
May12 |
120416 |
675.70 |
682.05 |
674.00 |
675.70 |
-6.30 |
1,520 |
6,665 |
+1,442 |
Jun12 |
120416 |
677.00 |
682.80 |
675.00 |
677.00 |
-5.75 |
|
|
|
Total Volume and Open Interest |
3,117 |
10,667 |
+162 |
Reuters CCI(ICE) |
Jun12 |
120416 |
300.80 |
300.80 |
300.80 |
300.80 |
-2.00 |
|
|
|
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. |
|
|