Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Fri January 11, 2013
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan13 130111 1417.50 1425.00 1402.00 1424.75 +7.25 1,396 1,810 -768
Mar13 130111 1378.00 1381.75 1351.50 1373.25 -6.50 69,608 242,933 -2,547
May13 130111 1370.25 1372.50 1344.00 1364.00 -7.50 24,722 131,021 +919
Jul13 130111 1367.00 1368.00 1339.00 1357.50 -9.75 15,938 79,864 -669
Aug13 130111 1342.50 1348.25 1323.25 1332.50 -15.75 659 2,835 +158
Sep13 130111 1308.75 1313.75 1290.00 1294.75 -17.75 326 1,756 +4
Nov13 130111 1277.25 1288.50 1259.25 1266.25 -15.75 6,627 69,442 +856
Jan14 130111 1288.50 1295.00 1269.25 1273.25 -15.75 88 2,689 +1
Mar14 130111 1282.25 1294.25 1278.25 1278.25 -16.00 43 1,192 +2
May14 130111 1290.00 1300.00 1276.00 1282.25 -15.75 85 706 +12
Jul14 130111 1296.00 1304.25 1287.00 1289.00 -15.25 52 474 +7
Aug14 130111 1283.75 1299.00 1283.75 1283.75 -15.25 2 1 +0
Sep14 130111 1263.25 1278.50 1263.25 1263.25 -15.25 2 1 +0
Nov14 130111 1266.25 1266.25 1250.00 1253.75 -12.50 12 2,594 +5
Total Volume and Open Interest 119,560 537,424 -2,020
Soybean Meal(CBOT)
Jan13 130111 408.80 408.80 399.40 403.10 -5.60 541 516 -433
Mar13 130111 405.20 406.20 392.40 404.30 -1.30 43,044 129,422 +3,959
May13 130111 400.00 400.80 388.70 399.20 -1.10 13,120 44,896 +2,084
Jul13 130111 396.90 397.20 385.30 394.30 -2.30 5,742 24,814 -832
Aug13 130111 388.00 388.80 378.60 384.30 -4.50 603 4,536 +123
Sep13 130111 377.30 377.70 368.80 373.10 -4.20 365 2,643 +10
Oct13 130111 365.20 370.80 355.60 360.30 -3.80 598 4,687 +150
Dec13 130111 363.00 365.60 355.00 359.20 -3.80 2,329 20,959 +12
Jan14 130111 360.90 364.60 357.50 360.70 -3.90 5 1,233 +4
Mar14 130111 367.60 367.60 360.60 363.70 -3.90 11 1,771 +11
Total Volume and Open Interest 66,453 236,541 +5,161
Soybean Oil(CBOT)
Jan13 130111 49.15 49.39 48.85 48.88 -0.51 1,855 1,767 +157
Mar13 130111 49.72 49.87 49.12 49.24 -0.51 45,846 175,294 +1,179
May13 130111 50.15 50.25 49.51 49.63 -0.52 19,622 47,959 +1,575
Jul13 130111 50.50 50.57 49.85 49.97 -0.50 11,177 41,613 +1,981
Aug13 130111 50.37 50.46 49.91 49.96 -0.50 1,658 5,257 +396
Sep13 130111 50.39 50.39 49.81 49.81 -0.50 1,367 4,396 +267
Oct13 130111 49.85 49.95 49.20 49.29 -0.58 1,539 6,041 +501
Dec13 130111 49.63 49.73 49.00 49.09 -0.62 3,507 23,127 +270
Jan14 130111 49.30 49.92 49.30 49.30 -0.62 171 1,730 -123
Mar14 130111 49.98 50.26 49.63 49.63 -0.63 6 943 +6
Total Volume and Open Interest 86,795 309,435 +6,205
Canola(WCE)
Jan13 130111 604.4 604.4 604.4 604.4 +0.3      
Mar13 130111 582.0 586.7 577.3 583.1 +0.3 7,278 92,917 +220
May13 130111 572.1 577.8 569.4 574.5 -0.6 2,948 26,804 +969
Jul13 130111 566.6 572.1 565.0 570.2 -0.9 770 13,825 +74
Nov13 130111 530.5 535.0 528.0 533.8 -0.6 1,102 11,438 +207
Total Volume and Open Interest 12,103 145,634 +1,475
Corn(CBOT)
Mar13 130111 698.50 723.75 686.25 708.75 +10.00 115,574 528,829 +5,379
May13 130111 697.00 719.50 685.00 707.00 +9.50 41,068 193,195 +3,139
Jul13 130111 690.00 708.50 677.75 698.75 +8.25 28,925 162,974 +36
Sep13 130111 605.00 614.00 595.00 602.00 -5.25 3,553 47,566 +1,188
Dec13 130111 583.50 592.00 573.25 577.00 -7.00 17,057 204,365 +3,331
Mar14 130111 593.00 601.25 584.50 587.00 -7.25 1,313 10,286 +735
May14 130111 600.00 607.00 592.25 594.75 -6.75 407 3,411 +298
Jul14 130111 603.00 612.00 595.00 597.50 -7.25 119 1,779 +72
Sep14 130111 574.25 575.00 574.25 574.25 -0.25 16 129 +10
Dec14 130111 565.00 571.50 557.50 560.50 -5.25 567 9,147 +237
Total Volume and Open Interest 208,618 1,162,874 +14,440
Wheat(CBOT)
Mar13 130111 745.25 773.00 736.25 754.75 +10.25 64,306 255,760 +1,435
May13 130111 754.25 781.75 745.25 762.00 +8.50 18,028 66,316 +17
Jul13 130111 760.00 786.75 752.25 767.00 +6.75 13,600 78,625 +1,592
Sep13 130111 771.25 793.75 765.25 776.00 +5.25 2,579 14,958 +174
Dec13 130111 786.25 811.50 779.00 790.50 +4.75 7,048 53,521 +1,065
Mar14 130111 798.00 819.00 792.75 802.50 +4.00 162 4,172 +43
Total Volume and Open Interest 105,803 476,623 +4,345
Wheat(KCBT)
Mar13 130111 798.75 819.75 785.25 807.00 +10.50 17,913 91,597 +368
May13 130111 808.00 829.00 795.00 817.00 +10.50 5,608 27,266 +962
Jul13 130111 815.00 835.50 803.50 824.75 +10.25 3,892 32,428 +470
Sep13 130111 827.25 845.50 816.25 837.75 +10.25 1,056 7,112 +417
Dec13 130111 841.00 861.50 830.75 851.00 +11.00 870 6,146 +450
Mar14 130111 840.25 864.00 836.50 856.25 +11.00 11 311 +5
Total Volume and Open Interest 29,386 165,379 +2,681
Wheat(MGE)
Mar13 130111 838.25 857.50 830.00 845.25 +6.00 2,241 23,160 -111
May13 130111 850.00 869.25 842.25 855.25 +5.00 1,104 8,839 +101
Jul13 130111 860.25 877.00 852.75 866.25 +6.00 525 4,084 +262
Sep13 130111 860.25 878.75 854.00 867.50 +6.75 167 4,719 +48
Dec13 130111 863.25 881.50 858.00 870.00 +6.25 278 3,058 +180
Total Volume and Open Interest 4,322 43,910 +482
Oats(CBOT)
Mar13 130111 340.00 351.00 333.50 346.75 +7.25 366 8,325 -72
May13 130111 342.25 354.75 340.00 352.25 +7.25 36 1,870 +20
Jul13 130111 346.75 358.75 346.75 357.50 +7.00 17 272 +3
Sep13 130111 360.00 360.00 352.25 360.00 +7.75 9 24 +8
Total Volume and Open Interest 440 10,590 -47
Rough Rice(CBOT)
Jan13 130111 14.85 15.05 14.85 15.03 +0.16 0 18 +0
Mar13 130111 15.14 15.26 15.09 15.22 +0.11 175 13,147 +17
May13 130111 15.45 15.55 15.41 15.53 +0.11 14 1,159 +4
Jul13 130111 15.69 15.80 15.69 15.80 +0.15 3 62 +1
Total Volume and Open Interest 204 14,491 +28
Live Cattle(CME)
Feb13 130111 131.350 131.500 130.435 130.600 -0.950 36,657 108,710 -9,450
Apr13 130111 134.950 135.185 134.380 134.550 -0.525 22,771 106,355 +4,372
Jun13 130111 130.200 130.535 129.630 129.700 -0.680 8,896 71,667 -920
Aug13 130111 130.600 130.600 129.700 129.785 -0.500 4,597 33,072 -944
Oct13 130111 133.750 133.880 133.325 133.500 -0.535 1,426 9,023 +60
Dec13 130111 135.535 135.850 135.350 135.500 -0.300 853 5,098 +506
Total Volume and Open Interest 75,313 335,271 -6,316
Feeder Cattle(CME)
Jan13 130111 150.850 152.000 149.325 149.880 -0.970 1,418 6,274 -462
Mar13 130111 152.800 154.400 151.435 151.450 -1.485 2,368 14,372 +122
Apr13 130111 154.700 156.075 153.285 153.380 -1.370 413 2,805 +44
May13 130111 156.150 157.700 155.100 155.150 -1.230 673 4,066 -77
Aug13 130111 160.935 162.435 160.000 160.185 -1.065 575 3,550 +145
Sep13 130111 161.400 162.035 160.700 161.130 -0.720 59 656 +29
Oct13 130111 161.750 163.400 161.400 161.600 -0.750 36 333 -3
Total Volume and Open Interest 5,569 32,335 -191
Lean Hogs(CME)
Feb13 130111 84.730 84.830 84.135 84.200 -0.400 35,480 71,373 -7,756
Apr13 130111 87.385 87.600 86.900 87.135 +0.035 24,247 69,650 +5,668
May13 130111 94.635 94.885 94.580 94.800 +0.200 185 1,961 +7
Jun13 130111 96.600 96.930 96.330 96.500 -0.050 7,691 44,274 -266
Jul13 130111 96.135 96.650 96.050 96.285 -0.015 1,332 13,420 -269
Aug13 130111 95.550 96.050 95.500 95.850 +0.065 2,316 19,880 +29
Oct13 130111 85.285 85.885 85.100 85.680 +0.250 1,671 18,033 -180
Dec13 130111 82.480 82.680 82.200 82.600 +0.170 1,611 9,695 +331
Total Volume and Open Interest 74,733 251,270 -2,371
Class III Milk(CME)
Jan13 130111 18.07 18.14 18.03 18.06 -0.01 251 3,142 -6
Feb13 130111 17.84 17.95 17.53 17.61 -0.14 307 3,015 +77
Mar13 130111 17.93 18.10 17.62 17.70 -0.21 248 2,404 +48
Apr13 130111 18.10 18.12 17.96 18.00 -0.07 52 1,653 +23
May13 130111 18.27 18.29 18.21 18.27 +0.01 60 1,508 +35
Total Volume and Open Interest 1,119 18,055 +242
Cocoa(ICE)
Mar13 130111 2265 2274 2246 2256 -13 10,302 83,129 -402
May13 130111 2275 2280 2259 2265 -12 3,256 34,515 +81
Jul13 130111 2264 2286 2264 2275 -12 2,019 19,386 +225
Sep13 130111 2284 2293 2280 2283 -13 951 19,251 +200
Dec13 130111 2293 2297 2289 2289 -13 139 11,510 +16
Mar14 130111 2295 2298 2295 2296 -12 212 16,374 -6
May14 130111 2305 2305 2302 2302 -11 159 7,660 +81
Total Volume and Open Interest 17,053 193,740 +185
Coffee "C"(ICE)
Mar13 130111 149.20 153.50 148.85 153.35 +3.70 16,515 90,989 +519
May13 130111 152.10 156.25 151.65 156.10 +3.70 3,947 27,006 -523
Jul13 130111 155.65 159.00 154.50 158.85 +3.60 1,766 16,181 +199
Sep13 130111 157.50 161.60 157.50 161.60 +3.60 512 6,961 +28
Dec13 130111 163.05 165.10 162.05 165.10 +3.45 154 5,173 -29
Mar14 130111 166.35 168.75 165.80 168.75 +3.35 22 844 +15
Total Volume and Open Interest 22,916 148,116 +209
Orange Juice(ICE)
Jan13 130110 111.60 111.60 111.60 111.60 +1.55 18 258 -16
Mar13 130111 113.55 114.65 111.90 112.80 +0.40 1,343 15,103 +7
May13 130111 114.00 115.40 112.95 113.80 +0.40 356 3,799 -31
Jul13 130111 115.00 116.25 114.60 115.15 +0.45 210 942 +72
Sep13 130111 116.40 117.00 116.40 116.65 +0.30 50 413 +26
Nov13 130111 117.20 118.20 117.20 118.00 +0.30 39 95 +36
Total Volume and Open Interest 2,031 20,610 +83
Sugar #11(ICE)
Mar13 130111 18.95 19.19 18.85 19.17 +0.21 51,379 338,175 -1,549
May13 130111 19.19 19.38 19.09 19.36 +0.15 22,414 130,483 +938
Jul13 130111 19.45 19.64 19.38 19.63 +0.13 20,587 129,345 +3,201
Oct13 130111 19.83 19.99 19.76 19.98 +0.10 7,744 77,322 +1,280
Mar14 130111 20.50 20.62 20.41 20.60 +0.07 3,459 53,367 -3
May14 130111 20.36 20.52 20.32 20.50 +0.07 529 13,230 -149
Jul14 130111 20.29 20.45 20.24 20.43 +0.09 163 6,527 -83
Oct14 130111 20.27 20.47 20.25 20.46 +0.10 78 10,133 +50
Total Volume and Open Interest 106,403 769,486 +3,718
London Cocoa(LCE)
Mar13 130111 1431 1448 1429 1438 -4 3,514 79,753 +54
May13 130111 1440 1455 1440 1445 -6 4,118 33,480 -846
Jul13 130111 1448 1462 1448 1453 -6 1,735 29,390 -51
Sep13 130111 1456 1470 1456 1461 -6 953 28,022 +382
Dec13 130111 1457 1471 1457 1461 -6 767 25,467 +51
Mar14 130111 1460 1465 1456 1456 -6 215 20,854 +511
May14 130111 1465 1465 1462 1462 -5 26 6,420 +2
Total Volume and Open Interest 11,436 226,541 +273
London Sugar(LCE)
Mar13 130111 510.40 515.00 509.70 514.80 +2.30 3,392 41,233 -275
May13 130111 517.70 521.70 516.60 521.50 +1.80 922 12,779 -88
Aug13 130111 522.60 526.70 521.70 526.30 +1.20 642 10,832 +201
Oct13 130111 526.00 530.80 525.50 530.30 +1.60 258 5,487 +3
Dec13 130111 535.50 539.10 534.50 538.70 +1.10 68 2,067 -82
Total Volume and Open Interest 5,395 74,261 -121
Cotton(ICE)
Mar13 130111 75.03 76.44 74.40 75.62 +0.42 13,545 117,516 -1,082
May13 130111 75.78 77.14 75.20 76.40 +0.36 3,113 26,116 +112
Jul13 130111 76.82 78.00 76.21 77.41 +0.29 1,428 16,748 +495
Oct13 130111 78.12 78.12 78.12 78.12 -0.07 0 5 +0
Dec13 130111 78.84 79.25 77.93 79.04 -0.05 230 9,594 +103
Mar14 130111 80.09 80.28 80.09 80.28 -0.11 10 170 +10
Total Volume and Open Interest 18,326 170,406 -362
Lumber(CME)
Jan13 130111 373.8 375.5 370.5 371.4 -2.4 93 540 -35
Mar13 130111 378.6 382.0 377.2 380.9 +1.0 387 6,922 +71
May13 130111 374.5 376.0 371.5 375.7 +0.8 87 2,054 +7
Jul13 130111 368.0 368.0 365.2 368.0 +0.1 29 332 +9
Total Volume and Open Interest 596 9,863 +52
Crude Oil(NYM)
Feb13 130111 93.87 94.13 92.65 93.56 -0.26 201,385 193,316 -14,648
Mar13 130111 94.29 94.53 93.06 93.99 -0.28 76,045 217,634 +12,929
Apr13 130111 94.86 94.86 93.45 94.35 -0.30 33,879 80,010 +3,744
May13 130111 95.20 95.20 93.76 94.66 -0.31 23,586 67,114 -1,536
Jun13 130111 95.29 95.32 93.99 94.88 -0.33 37,780 138,851 +562
Jul13 130111 95.46 95.50 94.13 94.98 -0.35 13,146 59,185 +1,115
Aug13 130111 94.96 95.39 94.27 94.93 -0.39 8,308 29,030 +664
Sep13 130111 94.57 95.28 94.21 94.79 -0.43 11,654 50,611 -103
Oct13 130111 95.26 95.26 94.27 94.55 -0.47 5,016 31,240 +302
Nov13 130111 94.80 94.87 93.68 94.29 -0.52 3,711 31,011 -176
Dec13 130111 94.77 94.77 93.32 94.04 -0.56 30,560 166,297 -549
Jan14 130111 94.61 94.61 93.55 93.75 -0.58 1,733 33,499 -266
Feb14 130111 93.46 93.46 93.46 93.46 -0.59 888 12,997 +9
Mar14 130111 93.18 93.18 93.08 93.18 -0.60 1,050 17,242 +211
Apr14 130111 92.91 92.91 92.91 92.91 -0.62 338 9,841 -39
May14 130111 92.66 92.66 92.66 92.66 -0.64 141 10,070 +12
Total Volume and Open Interest 470,459 1,478,941 +1,246
e-miNY Crude Oil(NYM)
Jan13 121218 87.400 88.175 87.200 87.925 +0.725 5,019 3,241 -443
Feb13 130111 93.900 94.100 92.650 93.550 -0.275 4,008 3,254 +24
Mar13 130111 94.500 94.500 93.050 94.000 -0.275 262 507 -79
Apr13 130111 94.125 94.475 93.600 94.350 -0.300 156 413 +140
May13 130111 94.075 94.650 94.075 94.650 -0.325 12 24 +11
Jun13 130111 94.875 94.875 94.875 94.875 -0.325 2 52 +0
Jul13 130111 94.975 94.975 94.975 94.975 -0.350 0 1 +0
Aug13 130111 94.925 94.925 94.925 94.925 -0.400      
Sep13 130111 94.800 94.800 94.800 94.800 -0.425 0 1 +0
Oct13 130111 94.550 94.550 94.550 94.550 -0.475 0 1 +0
Total Volume and Open Interest 4,440 4,415 +96
Heating Oil(NYM)
Feb13 130111 305.43 305.66 299.57 300.85 -4.58 51,754 76,816 +341
Mar13 130111 304.56 304.66 298.72 300.18 -4.38 35,573 58,665 +3,164
Apr13 130111 303.24 303.24 297.29 299.01 -4.22 17,679 56,504 +2,357
May13 130111 305.52 306.12 300.33 302.10 -4.10 9,093 29,667 +1,076
Jun13 130111 303.47 304.51 298.77 300.50 -3.98 8,717 25,040 -219
Jul13 130111 303.19 303.66 298.03 299.69 -3.85 1,670 7,056 +302
Aug13 130111 298.50 299.28 297.25 299.08 -3.71 1,338 3,290 +186
Sep13 130111 302.31 302.31 296.89 298.63 -3.60 1,347 11,072 +504
Oct13 130111 298.30 298.44 296.60 298.36 -3.55 172 2,781 +150
Nov13 130111 297.65 298.17 296.40 298.17 -3.54 29 2,774 +4
Dec13 130111 301.05 301.09 296.19 297.99 -3.52 1,959 18,286 +245
Jan14 130111 296.90 297.64 296.18 297.64 -3.47 59 2,352 +0
Feb14 130111 295.99 296.69 295.99 296.69 -3.40 39 294 +4
Mar14 130111 295.26 295.26 295.26 295.26 -3.33 20 101 +8
Total Volume and Open Interest 129,454 296,521 +8,126
Gasoline(NYMEX)
Feb13 130111 278.41 278.79 271.80 273.95 -5.38 51,196 90,195 -3,569
Mar13 130111 279.75 279.75 273.24 275.43 -4.83 42,281 74,782 +4,942
Apr13 130111 294.35 294.96 289.40 291.65 -3.81 17,004 35,394 +2,283
May13 130111 293.30 293.98 288.54 290.72 -3.75 7,817 27,052 +264
Jun13 130111 290.10 290.71 285.61 287.71 -3.52 5,013 21,093 +433
Jul13 130111 286.32 287.16 282.03 284.22 -3.35 2,285 10,584 +246
Aug13 130111 282.42 282.59 278.50 280.42 -3.14 1,915 6,100 +442
Sep13 130111 278.47 278.74 273.81 276.12 -2.95 2,321 10,380 +862
Oct13 130111 261.14 261.87 259.91 261.87 -2.74 982 7,061 -233
Nov13 130111 259.95 259.95 256.02 257.83 -2.66 335 10,960 +50
Total Volume and Open Interest 131,916 304,751 +5,991
e-miNY RBOB Gasoline(NYM)
Feb13 130111 274.00 274.00 273.95 274.00 -5.30 0 2 +0
Mar13 130111 275.40 275.43 275.40 275.40 -4.90      
Apr13 130111 291.70 291.70 291.65 291.70 -3.80      
May13 130111 290.70 290.72 290.70 290.70 -3.80      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Feb13 130111 3.193 3.341 3.178 3.327 +0.134 133,814 175,816 -4,309
Mar13 130111 3.214 3.348 3.191 3.336 +0.128 74,284 282,136 -2,910
Apr13 130111 3.252 3.382 3.244 3.371 +0.114 54,060 142,159 +710
May13 130111 3.304 3.434 3.304 3.425 +0.110 26,018 83,786 +3,088
Jun13 130111 3.368 3.488 3.363 3.481 +0.105 13,268 27,085 +874
Jul13 130111 3.425 3.543 3.425 3.537 +0.101 10,930 44,173 +2,846
Aug13 130111 3.451 3.570 3.451 3.562 +0.097 4,849 26,724 +179
Sep13 130111 3.473 3.580 3.465 3.573 +0.095 5,445 26,029 +1,129
Oct13 130111 3.533 3.609 3.503 3.604 +0.094 20,648 98,364 -1,392
Nov13 130111 3.678 3.720 3.626 3.717 +0.088 2,848 27,105 -274
Dec13 130111 3.840 3.921 3.836 3.919 +0.079 4,422 31,210 +311
Jan14 130111 3.990 4.028 3.984 4.024 +0.074 11,134 70,993 +2,060
Feb14 130111 3.990 4.024 3.990 4.024 +0.070 857 6,872 -5
Mar14 130111 3.949 3.973 3.940 3.970 +0.064 1,271 19,160 -206
Apr14 130111 3.866 3.882 3.855 3.879 +0.049 2,923 31,451 -609
May14 130111 3.886 3.898 3.886 3.898 +0.048 996 4,757 -708
Total Volume and Open Interest 370,249 1,176,777 +1,734
Brent Crude Oil(ICE)
Feb13 130111 111.95 111.95 109.60 110.64 -1.25 171,890 117,104 -26,869
Mar13 130111 111.08 111.09 108.90 109.84 -1.28 188,190 283,728 +12,043
Apr13 130111 110.38 110.38 108.23 109.16 -1.27 89,219 127,171 +12,701
May13 130111 109.79 109.79 107.68 108.60 -1.23 41,885 72,094 +7,412
Jun13 130111 109.21 109.21 107.16 108.03 -1.21 49,233 110,608 -48
Jul13 130111 108.66 108.66 106.60 107.49 -1.19 17,390 39,807 +1,211
Aug13 130111 108.10 108.10 106.07 106.94 -1.17 10,054 58,347 +2,231
Sep13 130111 107.49 107.49 105.49 106.33 -1.16 9,217 50,569 +2,132
Oct13 130111 106.61 106.77 105.02 105.75 -1.14 4,527 34,709 +618
Nov13 130111 105.23 105.23 105.23 105.23 -1.12 3,015 26,553 -457
Dec13 130111 105.62 105.86 104.00 104.75 -1.11 29,877 145,717 +410
Jan14 130111 104.32 104.32 104.32 104.32 -1.10 1,837 24,058 +26
Feb14 130111 103.92 103.92 103.92 103.92 -1.09 447 14,823 +28
Mar14 130111 103.51 103.51 103.51 103.51 -1.08 1,494 12,156 +152
Total Volume and Open Interest 635,136 1,331,871 +13,576
Gas Oil(ICE)
Feb13 130111 954.00 955.00 936.50 939.75 -19.50 110,002 115,637 +5,734
Mar13 130111 949.00 950.25 932.00 934.50 -20.25 78,450 69,668 +4,251
Apr13 130111 944.00 944.75 927.00 928.25 -21.25 34,000 49,725 +6,085
May13 130111 938.50 939.50 922.00 922.75 -21.50 13,799 33,762 +196
Jun13 130111 932.00 934.75 917.50 918.25 -21.00 19,868 42,870 +1,387
Jul13 130111 928.75 930.75 915.25 915.25 -20.75 3,215 18,322 -15
Aug13 130111 926.00 928.00 912.50 912.75 -20.50 1,926 14,226 -438
Sep13 130111 923.50 925.75 910.50 910.50 -20.25 1,603 18,332 +254
Oct13 130111 921.50 923.00 908.00 908.50 -19.75 749 9,900 -33
Nov13 130111 918.25 919.00 905.75 906.25 -19.25 829 11,413 +242
Total Volume and Open Interest 309,002 484,554 +5,183
Ethanol(CBOT)
Jan13 130104 2.170 2.179 2.170 2.170 -0.009 144 205 -105
Feb13 130111 2.247 2.311 2.217 2.291 +0.046 616 1,691 -34
Mar13 130111 2.270 2.340 2.235 2.312 +0.045 943 1,704 -82
Apr13 130111 2.261 2.345 2.250 2.323 +0.043 182 1,151 +84
May13 130111 2.259 2.347 2.250 2.324 +0.046 112 955 -1
Jun13 130111 2.260 2.329 2.246 2.312 +0.042 70 945 -4
Jul13 130111 2.225 2.291 2.225 2.285 +0.039 330 1,040 -45
Aug13 130111 2.217 2.237 2.216 2.217 +0.021 62 512 +33
Total Volume and Open Interest 2,449 9,275 -47
WTI Crude Oil(ICE)
Feb13 130111 93.98 93.98 92.66 93.56 -0.26 38,322 64,806 -1,565
Mar13 130111 94.39 94.39 93.09 93.99 -0.28 23,605 71,215 +3,069
Apr13 130111 94.65 94.69 93.51 94.35 -0.30 10,410 29,078 +1,603
May13 130111 94.81 94.83 94.05 94.66 -0.31 6,555 19,991 -258
Jun13 130111 95.18 95.25 94.01 94.88 -0.33 11,846 69,757 +1,344
Jul13 130111 95.26 95.26 94.18 94.98 -0.35 2,757 11,584 -84
Aug13 130111 94.77 94.94 94.16 94.93 -0.39 1,145 8,726 +79
Sep13 130111 94.48 94.80 94.04 94.79 -0.43 1,646 11,910 +346
Oct13 130111 94.28 94.55 94.28 94.55 -0.47 920 10,731 +79
Nov13 130111 94.29 94.29 94.29 94.29 -0.52 831 6,883 +124
Dec13 130111 94.61 94.61 93.39 94.04 -0.56 8,495 75,730 +900
Jan14 130111 93.75 93.75 93.75 93.75 -0.58 410 6,749 -84
Feb14 130111 93.46 93.46 93.46 93.46 -0.59 247 2,733 +40
Mar14 130111 93.18 93.18 93.18 93.18 -0.60 150 3,822 -25
Apr14 130111 92.91 92.91 92.91 92.91 -0.62 165 2,610 +51
May14 130111 92.66 92.66 92.66 92.66 -0.64 157 2,180 +94
Total Volume and Open Interest 116,160 499,020 +4,749
US Dollar Index(ICE)
Mar13 130111 79.860 79.930 79.490 79.610 -0.207 27,720 43,369 -638
Jun13 130111 80.015 80.040 79.645 79.740 -0.228 11 636 +11
Sep13 130111 79.920 79.920 79.920 79.920 -0.228 0 3 +0
Total Volume and Open Interest 27,731 44,008 -627
Australian Dollar(CME)
Mar13 130111 105.40 105.45 104.79 104.86 -0.58 84,467 192,562 +8,706
Jun13 130111 104.62 104.73 104.10 104.16 -0.57 129 301 +80
Sep13 130111 103.49 104.06 103.49 103.49 -0.57 0 1 +0
Total Volume and Open Interest 84,596 192,869 +8,786
British Pound(CME)
Mar13 130111 161.62 161.66 160.84 161.18 -0.31 106,874 163,604 -1,854
Jun13 130111 161.37 161.54 161.04 161.12 -0.31 13 132 +8
Sep13 130111 161.06 161.37 161.06 161.06 -0.31 0 1 +0
Total Volume and Open Interest 106,887 163,738 -1,846
Canadian Dollar(CME)
Mar13 130111 101.54 101.75 101.33 101.50 +0.03 47,790 134,929 +373
Jun13 130111 101.27 101.51 101.13 101.29 +0.03 28 1,401 +19
Sep13 130111 101.13 101.13 101.03 101.06 +0.03 12 998 +10
Dec13 130111 100.87 101.02 100.78 100.81 +0.03 18 363 -12
Total Volume and Open Interest 47,848 137,704 +390
Japanese Yen(CME)
Mar13 130111 112.52 112.75 111.85 112.19 -1.27 138,115 200,086 +7,409
Jun13 130111 112.66 113.55 111.98 112.29 -1.26 113 547 +62
Sep13 130111 112.43 113.66 112.15 112.39 -1.27 2 84 +2
Total Volume and Open Interest 138,240 200,777 +7,482
Swiss Franc(CME)
Mar13 130111 109.50 109.86 109.04 109.62 +0.18 23,581 46,706 +28
Jun13 130111 109.66 109.78 109.40 109.78 +0.17 0 38 +0
Sep13 130111 109.94 109.94 109.79 109.94 +0.15      
Total Volume and Open Interest 23,581 46,744 +28
EuroFX(CME)
Mar13 130111 132.76 133.73 132.55 133.46 +0.87 221,294 194,628 +1,629
Jun13 130111 132.85 133.79 132.68 133.55 +0.87 94 1,250 +48
Sep13 130111 133.59 133.67 132.80 133.63 +0.83 0 29 +0
Total Volume and Open Interest 221,388 195,928 +1,677
Mexican Peso(CME)
Jan13 130111 790.50 791.00 790.50 790.50 -0.50      
Feb13 130111 788.00 788.75 788.00 788.00 -0.75      
Total Volume and Open Interest 27,313 186,039 +828
Brazilian Real(CME)
Feb13 130111 490.65 490.65 489.20 489.65 -1.30 6 7,515 +6
Mar13 130111 488.40 488.40 487.65 488.00 -1.20 66 2,897 -6
Apr13 130111 486.05 486.05 485.75 486.05 -1.40 0 1 +0
May13 130111 483.60 483.60 483.60 483.60 -1.30      
Total Volume and Open Interest 73 38,462 +1
30-Year T-Bonds(CBOT)
Mar13 130111 144~250 145~190 144~110 145~090 +0~140 315,470 539,487 -4,542
Jun13 130111 142~300 144~020 142~300 143~260 +0~140 103 84 +49
Sep13 130111 143~260 143~260 143~120 143~260 +0~140      
Total Volume and Open Interest 315,573 539,571 -4,493
10-Year T-Notes(CBOT)
Mar13 130111 131~220 132~005 131~145 131~290 +0~060 967,862 1,724,471 +13,577
Jun13 130111 130~170 130~270 130~135 130~270 +0~060 7,991 5,316 +610
Sep13 130111 130~270 130~270 130~210 130~270 +0~060      
Total Volume and Open Interest 975,904 1,729,787 +14,187
5-Year T-Notes(CBOT)
Mar13 130111 124~000 124~034 123~284 124~020 +0~014 566,506 1,549,939 +38,397
Jun13 130111 123~174 123~200 123~174 123~200 +0~012 101 303 +101
Sep13 130111 123~000 123~000 122~306 123~000 +0~012      
Total Volume and Open Interest 566,607 1,550,242 +38,498
2 Year T-Notes(CBOT)
Mar13 130111 110~070 110~076 110~064 110~074 +0~002 183,469 971,172 +8,434
Jun13 130111 110~062 110~062 110~060 110~062 +0~002 0 93 +0
Sep13 130111 109~224 109~224 109~222 109~224 +0~002      
Total Volume and Open Interest 183,469 971,265 +8,434
Eurodollars(CME)
Mar13 130111 99.710 99.715 99.705 99.710 unch 105,636 808,487 -2,857
Jun13 130111 99.695 99.705 99.690 99.695 unch 115,556 660,530 +7,884
Sep13 130111 99.670 99.685 99.665 99.675 unch 125,232 627,795 +22,082
Dec13 130111 99.635 99.650 99.630 99.640 -0.005 152,376 696,910 +22,185
Mar14 130111 99.600 99.610 99.585 99.600 -0.005 119,404 608,920 +713
Jun14 130111 99.540 99.555 99.525 99.545 -0.005 98,702 551,337 +1,529
Sep14 130111 99.480 99.490 99.460 99.485 -0.005 103,234 458,477 +8,185
Dec14 130111 99.405 99.420 99.385 99.410 -0.005 107,061 576,912 -5,255
Mar15 130111 99.325 99.340 99.305 99.330 -0.005 100,615 463,700 +10,099
Jun15 130111 99.230 99.255 99.210 99.240 -0.005 82,924 596,101 +3,957
Sep15 130111 99.125 99.155 99.100 99.140 unch 103,800 417,955 +11,368
Dec15 130111 99.005 99.035 98.975 99.020 +0.005 79,449 484,251 -3,480
Mar16 130111 98.870 98.900 98.840 98.885 unch 63,290 282,342 +3,067
Jun16 130111 98.725 98.755 98.690 98.740 +0.005 41,317 181,627 -1,072
Sep16 130111 98.560 98.600 98.530 98.585 +0.005 33,392 170,707 +4,000
Dec16 130111 98.405 98.435 98.370 98.425 +0.010 31,666 116,902 +2,567
Mar17 130111 98.240 98.285 98.210 98.275 +0.015 22,260 93,114 -944
Jun17 130111 98.080 98.125 98.045 98.110 +0.020 13,660 66,736 -637
Total Volume and Open Interest 1,559,514 8,156,934 +95,140
Ultra T-Bond(CBOT)
Mar13 130111 158~10 159~26 157~27 159~07 +0~20 57,748 354,325 +3,051
Jun13 130111 159~04 159~04 158~17 159~04 +0~19      
Sep13 130111 159~04 159~04 158~17 159~04 +0~19      
Total Volume and Open Interest 57,748 354,325 +3,051
30 Day Federal Funds(CBOT)
Jan13 130111 99.855 99.857 99.850 99.853 unch 8,877 59,715 -1,276
Feb13 130111 99.865 99.870 99.860 99.865 +0.005 2,988 30,312 +1,419
Mar13 130111 99.870 99.870 99.865 99.865 unch 2,854 34,840 +1,390
Apr13 130111 99.875 99.880 99.870 99.875 +0.005 335 27,223 -31
May13 130111 99.875 99.880 99.875 99.875 unch 177 28,002 -12
Jun13 130111 99.875 99.880 99.870 99.870 unch 289 24,743 -116
Total Volume and Open Interest 21,994 358,868 +1,381
3-Mth Euro-Yen(CME)
Mar13 130111 99.720 99.720 99.720 99.720 unch      
Jun13 130111 99.785 99.785 99.785 99.785 unch      
Sep13 130111 99.805 99.805 99.805 99.805 unch      
Dec13 130111 99.795 99.795 99.795 99.795 unch      
Mar14 130111 99.795 99.795 99.795 99.795 unch      
Jun14 130111 99.750 99.750 99.750 99.750 unch      
Sep14 130111 99.610 99.610 99.610 99.610 unch      
Dec14 130111 99.795 99.795 99.795 99.795 unch      
Mar15 130111 99.655 99.655 99.655 99.655 unch      
Jun15 130111 99.515 99.515 99.515 99.515 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar13 130111 99.72 99.72 99.72 99.72 unch 458 620 -358
Jun13 130111 99.79 99.79 99.79 99.79 unch 0 202 +0
Sep13 130111 99.81 99.81 99.81 99.81 unch 0 120 +0
Dec13 130111 99.79 99.79 99.79 99.79 unch 0 384 +0
Mar14 130111 99.79 99.79 99.79 99.79 unch 0 214 +0
Jun14 130111 99.75 99.75 99.75 99.75 unch      
Sep14 130111 99.61 99.61 99.61 99.61 unch      
Dec14 130111 99.79 99.79 99.79 99.79 unch 0 4 +0
Total Volume and Open Interest 458 1,544 -358
Japanese Gov't Bonds(SGX)
Mar13 130111 143.51 143.89 143.35 143.86 +0.33 4,060 16,623 -151
Jun13 130111 142.20 142.20 142.20 142.20 +0.33      
Sep13 130111 140.11 140.11 140.11 140.11 +0.33      
Total Volume and Open Interest 4,060 16,623 -151
Euro-Bund(EUREX)
Mar13 130111 142.55 142.78 142.05 142.31 -0.39 675,376 1,039,187 +34,139
Jun13 130111 140.43 140.84 140.36 140.48 -0.38 11 289 +1
Sep13 130111 140.31 140.31 140.31 140.31 -0.39      
Total Volume and Open Interest 675,387 1,039,476 +34,140
Euro-Bobl(EUREX)
Mar13 130111 126.39 126.48 126.10 126.22 -0.22 447,094 816,000 +38,495
Jun13 130111 124.58 124.58 124.47 124.55 -0.22 2 152 +0
Sep13 130111 124.55 124.55 124.55 124.55 -0.22      
Total Volume and Open Interest 447,096 816,152 +38,495
3-Mth Euribor(EUREX)
Mar13 130111 99.780 99.780 99.755 99.755 -0.030 271 2,846 -49
Jun13 130111 99.720 99.720 99.720 99.720 -0.045 200 1,416 -66
Sep13 130111 99.695 99.695 99.680 99.680 -0.050 100 1,258 +0
Total Volume and Open Interest 981 8,112 -289
Long Gilt(LIFFE)
Mar13 130111 115~28 116~18 115~26 116~08 +0~02 196,375 334,687 -1,790
Jun13 130111 115~08 115~08 115~08 115~08 unch      
Total Volume and Open Interest 196,375 334,687 -1,790
3-Mth Short Sterling(LIFFE)
Mar13 130111 99.48 99.49 99.47 99.47 -0.01 48,846 370,167 +36,666
Jun13 130111 99.46 99.47 99.44 99.45 unch 60,845 294,289 +1,075
Sep13 130111 99.42 99.45 99.41 99.42 unch 93,089 268,501 +10,785
Dec13 130111 99.39 99.41 99.37 99.39 unch 102,820 264,586 +27,519
Mar14 130111 99.33 99.38 99.32 99.35 unch 80,279 242,520 +820
Jun14 130111 99.28 99.32 99.27 99.29 unch 61,802 185,910 +4,753
Total Volume and Open Interest 700,530 2,304,289 +78,194
3-Mth Euribor(LIFFE)
Mar13 130111 99.775 99.800 99.750 99.755 -0.030 254,317 552,069 +13,532
Jun13 130111 99.755 99.760 99.710 99.720 -0.045 241,848 536,105 +8,301
Sep13 130111 99.715 99.720 99.670 99.680 -0.050 211,418 399,831 +3,495
Total Volume and Open Interest 1,777,654 3,882,904 +49,677
3-Mth Aus T-Bills(SFE)
Mar13 130111 97.06 97.07 97.04 97.05 -0.02 41,893 188,560 -3,995
Jun13 130111 97.13 97.13 97.09 97.12 -0.02 32,126 183,839 +3,066
Sep13 130111 97.14 97.14 97.09 97.12 -0.02 18,170 120,884 -1,543
Dec13 130111 97.10 97.10 97.06 97.09 -0.01 12,877 99,105 -1,291
Mar14 130111 97.02 97.02 96.99 97.01 -0.03 5,051 51,672 -374
Jun14 130111 96.93 96.93 96.90 96.92 -0.03 4,697 33,503 +1,100
Sep14 130111 96.81 96.81 96.80 96.81 -0.03 2,711 19,841 -601
Dec14 130111 96.72 96.72 96.71 96.72 -0.03 2,319 8,190 +198
Mar15 130111 96.62 96.62 96.62 96.62 -0.03 147 755 +116
Jun15 130111 96.53 96.53 96.53 96.53 -0.04 0 364 +0
Total Volume and Open Interest 119,991 706,898 -3,327
10-Year Aus T-Bonds(SFE)
Mar13 130111 96.57 96.58 96.52 96.55 -0.03 58,393 397,449 +213
Jun13 130111 96.55 96.55 96.55 96.55 -0.03      
Total Volume and Open Interest 58,393 397,449 +213
3-Year Aus T-Bonds(SFE)
Mar13 130111 97.16 97.17 97.10 97.14 -0.03 140,553 463,549 -3,195
Jun13 130111 97.14 97.14 97.14 97.14 -0.03      
Total Volume and Open Interest 140,553 463,549 -3,195
Gold(CMX)
Feb13 130111 1674.1 1676.9 1653.1 1660.6 -17.4 131,709 230,049 -9,623
Apr13 130111 1677.1 1678.9 1655.5 1662.8 -17.4 18,538 80,629 +6,866
Jun13 130111 1677.8 1680.2 1658.0 1664.8 -17.5 2,349 34,022 +694
Aug13 130111 1678.8 1682.0 1663.4 1666.6 -17.5 2,764 20,369 +1,894
Oct13 130111 1680.5 1683.2 1668.4 1668.4 -17.5 669 11,217 +260
Dec13 130111 1685.0 1685.3 1665.4 1670.3 -17.5 909 23,463 +6
Feb14 130111 1683.0 1683.0 1669.0 1672.3 -17.6 38 4,710 +21
Apr14 130111 1674.5 1674.5 1674.5 1674.5 -17.7 1 3,644 +1
Jun14 130111 1676.9 1676.9 1676.9 1676.9 -17.7 1 8,577 -1
Aug14 130111 1690.0 1690.0 1679.4 1679.4 -17.7 0 94 +0
Oct14 130111 1682.0 1682.0 1682.0 1682.0 -17.7      
Dec14 130111 1700.0 1700.0 1680.0 1684.7 -17.6 15 5,361 +15
Total Volume and Open Interest 157,167 441,480 +176
Silver(CMX)
Mar13 130111 3087.0 3094.0 3015.0 3040.8 -51.0 34,148 77,223 +553
May13 130111 3086.5 3088.5 3026.5 3046.4 -51.0 2,267 9,724 +393
Jul13 130111 3095.0 3095.0 3036.0 3051.3 -51.0 2,220 5,974 +125
Sep13 130111 3090.0 3090.0 3047.0 3055.5 -51.0 192 5,437 +20
Dec13 130111 3097.5 3097.5 3044.5 3060.9 -51.0 662 18,304 +321
Mar14 130111 3096.5 3096.5 3053.0 3065.3 -50.9 2 1,777 +0
May14 130111 3067.1 3067.1 3067.1 3067.1 -50.9 0 800 +0
Total Volume and Open Interest 40,031 138,841 +1,299
Platinum(NYMEX)
Jan13 130111 1630.7 1637.3 1629.3 1629.3 -3.1 209 220 +0
Apr13 130111 1633.5 1641.4 1616.3 1631.2 -3.1 15,551 60,156 -733
Jul13 130111 1639.8 1642.1 1620.0 1634.2 -3.2 731 1,840 +698
Oct13 130111 1635.6 1642.5 1635.6 1637.4 -3.2 0 49 +0
Total Volume and Open Interest 16,492 62,278 -35
Palladium(NYMEX)
Mar13 130111 700.05 704.65 689.30 701.45 -0.75 4,875 27,292 +709
Jun13 130111 699.75 704.30 690.75 702.90 -0.75 49 910 +33
Sep13 130111 703.80 703.80 703.80 703.80 -0.75      
Total Volume and Open Interest 4,926 28,205 +743
Copper(CMX)
Mar13 130111 371.35 371.80 365.20 365.40 -5.50 40,263 101,729 -781
May13 130111 372.45 373.00 366.55 366.70 -5.50 5,911 22,868 -98
Jul13 130111 372.75 372.75 367.70 367.80 -5.45 1,442 11,302 +349
Sep13 130111 373.45 373.45 368.70 368.70 -5.45 337 4,730 +48
Dec13 130111 374.75 374.75 369.55 369.75 -5.45 164 8,459 +28
Total Volume and Open Interest 49,055 155,609 -636
DJIA Index(CBOT)
Mar13 130111 13432 13435 13380 13433 +27 76 8,280 -9
Jun13 130111 13358 13358 13326 13358 +32      
Sep13 130111 13279 13279 13247 13279 +32      
Dec13 130111 13210 13210 13178 13210 +32      
Total Volume and Open Interest 76 8,280 -9
E-mini DJIA Index(CBOT)
Mar13 130111 13425 13436 13377 13433 +27 84,372 95,305 +2,054
Jun13 130111 13358 13358 13358 13358 +32 2 98 +0
Sep13 130111 13279 13279 13279 13279 +32      
Dec13 130111 13210 13210 13210 13210 +32 0 15 +0
Total Volume and Open Interest 84,374 95,418 +2,054
S & P 500(CME)
Mar13 130111 1469.60 1471.00 1464.70 1467.20 +0.10 9,210 183,716 -2,108
Jun13 130111 1460.40 1460.80 1455.30 1460.40 +0.10 300 4,968 -156
Sep13 130111 1453.60 1454.00 1448.50 1453.60 +0.10 0 555 +2
Dec13 130111 1446.60 1447.00 1441.50 1446.60 +0.10      
Total Volume and Open Interest 9,510 189,239 -2,262
S & P 500 E-Mini(Globex)
Mar13 130111 1469.75 1471.50 1462.25 1467.25 +0.25 1,193,627 2,777,505 -11,332
Jun13 130111 1462.75 1463.25 1455.75 1460.50 +0.25 3,832 12,784 +2,401
Total Volume and Open Interest 1,197,550 2,790,750 -8,930
NASDAQ 100(CME)
Mar13 130111 2742.00 2744.00 2733.00 2743.80 +6.80 1,048 9,222 +401
Jun13 130111 2737.30 2737.30 2730.50 2737.30 +6.80      
Sep13 130111 2731.80 2731.80 2725.00 2731.80 +6.80      
Total Volume and Open Interest 1,048 9,222 +401
NASDAQ 100 E-Mini(Globex)
Mar13 130111 2742.50 2744.50 2732.30 2743.80 +6.80 159,091 301,454 +1,058
Jun13 130111 2735.50 2737.30 2727.80 2737.30 +6.80 4 199 -1
Total Volume and Open Interest 159,095 301,694 +1,057
S & P Midcap 400(CME)
Mar13 130111 1055.70 1058.00 1055.70 1055.70 -0.70 0 579 +36
Jun13 130111 1053.60 1054.30 1053.60 1053.60 -0.70      
Sep13 130111 1051.60 1052.30 1051.60 1051.60 -0.70      
Total Volume and Open Interest 0 579 +36
Volatility Index(CBOE)
Jan13 130111 14.25 14.60 14.10 14.15 -0.05 38,019 106,641 -6,574
Feb13 130111 16.15 16.40 15.95 16.00 -0.10 46,965 130,523 +14,603
Mar13 130111 17.72 18.00 17.60 17.65 -0.10 17,663 64,197 +4,231
Apr13 130111 18.46 18.68 18.25 18.35 -0.05 13,038 36,411 +506
Total Volume and Open Interest 139,836 427,804 +17,278
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar13 130111 10825 10935 10770 10935 +135 5,056 51,002 +248
Jun13 130111 10755 10885 10750 10885 +135 6 83 +3
Total Volume and Open Interest 5,062 51,086 +251
Nikkei 225(SGX)
Mar13 130111 10665 10875 10665 10815 +150 169,208 279,931 +3,779
Jun13 130111 10780 10780 10690 10740 +155 1 2,501 +0
Sep13 130111 10735 10735 10735 10735 +155      
Total Volume and Open Interest 176,757 317,092 +9,760
CAC 40(EURONEXT)
Jan13 130111 3716.0 3716.0 3683.0 3706.0 +3.0 106,913 323,053 -9,671
Feb13 130111 3712.5 3714.0 3684.0 3706.5 +3.5 1,416 16,480 -548
Mar13 130111 3714.5 3714.5 3686.0 3706.0 +3.0 2,343 22,240 +95
Total Volume and Open Interest 110,672 361,806 -10,124
Hang Seng Index(HKFE)
Jan13 130111 23499 23499 23239 23305 -35 45,588 127,350 -370
Feb13 130111 23515 23515 23260 23321 -46 692 2,838 +516
Mar13 130111 23480 23480 23224 23280 -34 68 6,174 -7
Total Volume and Open Interest 46,389 138,712 +156
DAX(EUREX)
Mar13 130111 7730.5 7735.0 7686.5 7716.5 +9.0 84,039 146,973 +2,799
Jun13 130111 7741.5 7741.5 7699.5 7728.0 +8.5 155 8,325 +69
Sep13 130111 7713.0 7734.0 7713.0 7732.5 +8.5 43 385 +26
Total Volume and Open Interest 84,237 155,683 +2,894
FT-SE 100(EURONEXT)
Mar13 130111 6075.00 6081.00 6052.50 6071.00 +16.50 80,877 594,208 -1,159
Jun13 130111 6008.00 6017.00 6001.00 6007.00 +16.50 239 4,820 +8
Sep13 130111 5959.50 5959.50 5959.50 5959.50 +16.50 0 80 +0
Total Volume and Open Interest 81,116 599,108 -1,151
SPI 200(SFE)
Mar13 130111 4694.0 4712.0 4672.0 4681.0 -11.0 22,487 252,562 -4,502
Jun13 130111 4708.0 4708.0 4683.0 4683.0 -11.0 35 3,582 +0
Sep13 130111 4644.0 4644.0 4644.0 4644.0 -11.0 0 1,488 -10
Total Volume and Open Interest 23,008 261,978 -4,887
FTSE MIB(ISE)
Mar13 130111 17530.00 17555.00 17335.00 17500.00 +67.00 26,311 44,296 +2,429
Jun13 130111 17225.00 17230.00 17075.00 17213.00 +67.00 69 119 +21
Sep13 130111 17096.00 17096.00 17096.00 17096.00 +67.00      
Total Volume and Open Interest 26,380 44,415 +2,450
KOSPI 200(KFE)
Mar13 130111 264.45 264.75 264.20 264.75 -1.45 268,018 111,651 -3,528
Jun13 130111 269.30 269.30 264.65 266.55 -1.05 637 2,224 +500
Sep13 130111 268.15 268.15 268.15 268.15 -1.50 0 158 +20
Total Volume and Open Interest 268,655 114,118 -3,008
GSCI(CME)
Jan13 130111 650.00 650.10 645.50 650.00 -2.00 1,975 6,243 -1,711
Feb13 130111 650.90 650.90 645.75 650.75 -2.30 1,834 3,817 +1,686
Mar13 130111 652.75 655.05 647.50 652.75 -2.25      
Total Volume and Open Interest 3,809 10,060 -25
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.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy