|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed February 01, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120201 |
1202.00 |
1219.00 |
1202.00 |
1215.25 |
+16.25 |
110,514 |
196,170 |
+9,274 |
May12 |
120201 |
1211.25 |
1229.00 |
1211.25 |
1224.25 |
+15.75 |
31,058 |
106,895 |
+3,226 |
Jul12 |
120201 |
1220.75 |
1237.00 |
1220.75 |
1232.75 |
+14.75 |
24,984 |
96,841 |
+1,462 |
Aug12 |
120201 |
1224.00 |
1231.75 |
1216.00 |
1230.50 |
+14.50 |
844 |
2,463 |
+40 |
Sep12 |
120201 |
1221.50 |
1223.50 |
1207.50 |
1223.50 |
+16.00 |
498 |
1,790 |
-37 |
Nov12 |
120201 |
1203.25 |
1220.00 |
1203.25 |
1218.25 |
+16.75 |
11,149 |
69,158 |
+1,022 |
Jan13 |
120201 |
1210.50 |
1225.75 |
1210.50 |
1225.75 |
+15.25 |
116 |
14,213 |
-1 |
Mar13 |
120201 |
1227.00 |
1231.75 |
1215.25 |
1231.75 |
+16.50 |
73 |
1,625 |
-4 |
May13 |
120201 |
1224.25 |
1229.75 |
1214.00 |
1229.75 |
+15.75 |
76 |
897 |
+16 |
Jul13 |
120201 |
1222.75 |
1231.75 |
1217.00 |
1231.25 |
+14.25 |
284 |
1,329 |
+109 |
Aug13 |
120201 |
1227.25 |
1227.25 |
1213.00 |
1227.25 |
+14.25 |
0 |
2 |
+0 |
Sep13 |
120201 |
1210.50 |
1210.50 |
1196.25 |
1210.50 |
+14.25 |
|
|
|
Nov13 |
120201 |
1192.25 |
1197.00 |
1183.00 |
1197.00 |
+14.00 |
91 |
2,707 |
+12 |
Jan14 |
120201 |
1204.25 |
1204.25 |
1190.25 |
1204.25 |
+14.00 |
0 |
60 |
+0 |
Total Volume and Open Interest |
179,692 |
494,542 |
+15,120 |
Soybean Meal(CBOT) |
Mar12 |
120201 |
318.80 |
324.00 |
318.60 |
322.30 |
+3.00 |
37,127 |
88,400 |
+394 |
May12 |
120201 |
320.70 |
326.50 |
320.60 |
324.30 |
+3.00 |
8,627 |
34,235 |
-418 |
Jul12 |
120201 |
323.40 |
329.50 |
323.10 |
326.70 |
+2.80 |
4,846 |
32,598 |
-52 |
Aug12 |
120201 |
323.20 |
327.00 |
323.20 |
325.90 |
+2.60 |
365 |
6,422 |
+25 |
Sep12 |
120201 |
321.60 |
324.40 |
321.00 |
324.20 |
+2.60 |
340 |
5,733 |
-3 |
Oct12 |
120201 |
316.80 |
320.00 |
316.80 |
320.00 |
+2.50 |
158 |
3,559 |
+16 |
Dec12 |
120201 |
316.10 |
321.00 |
315.30 |
319.40 |
+2.40 |
2,442 |
23,662 |
-3 |
Jan13 |
120201 |
320.90 |
320.90 |
318.50 |
320.90 |
+2.40 |
34 |
2,243 |
+13 |
Mar13 |
120201 |
321.00 |
323.30 |
320.90 |
323.30 |
+2.40 |
5 |
2,806 |
+2 |
May13 |
120201 |
323.80 |
323.80 |
321.40 |
323.80 |
+2.40 |
9 |
1,528 |
+0 |
Total Volume and Open Interest |
53,970 |
202,689 |
-11 |
Soybean Oil(CBOT) |
Mar12 |
120201 |
50.83 |
51.78 |
50.83 |
51.18 |
+0.31 |
63,897 |
146,243 |
+865 |
May12 |
120201 |
51.23 |
52.22 |
51.23 |
51.61 |
+0.30 |
21,529 |
72,410 |
+3,239 |
Jul12 |
120201 |
51.71 |
52.63 |
51.67 |
52.01 |
+0.29 |
12,329 |
51,269 |
+1,982 |
Aug12 |
120201 |
52.55 |
52.55 |
51.99 |
52.13 |
+0.26 |
284 |
6,353 |
-12 |
Sep12 |
120201 |
52.59 |
52.59 |
52.13 |
52.25 |
+0.23 |
175 |
5,407 |
-25 |
Oct12 |
120201 |
52.44 |
52.45 |
52.13 |
52.32 |
+0.24 |
144 |
5,493 |
-22 |
Dec12 |
120201 |
52.24 |
53.19 |
52.22 |
52.54 |
+0.24 |
3,671 |
31,119 |
+1,156 |
Jan13 |
120201 |
52.81 |
52.84 |
52.70 |
52.71 |
+0.24 |
254 |
830 |
+193 |
Mar13 |
120201 |
52.96 |
52.96 |
52.72 |
52.96 |
+0.24 |
5 |
868 |
+0 |
May13 |
120201 |
53.06 |
53.06 |
52.82 |
53.06 |
+0.24 |
0 |
135 |
+0 |
Total Volume and Open Interest |
102,288 |
321,134 |
+7,376 |
Canola(WCE) |
Mar12 |
120201 |
521.2 |
525.1 |
521.2 |
523.8 |
+3.9 |
12,586 |
75,882 |
-2,984 |
May12 |
120201 |
527.2 |
530.9 |
527.2 |
529.4 |
+3.6 |
7,962 |
34,846 |
+1,283 |
Jul12 |
120201 |
528.9 |
533.4 |
528.9 |
531.5 |
+4.5 |
2,414 |
25,752 |
+80 |
Nov12 |
120201 |
505.0 |
511.9 |
504.0 |
510.0 |
+5.9 |
1,041 |
27,418 |
+100 |
Jan13 |
120201 |
509.7 |
516.8 |
509.7 |
514.5 |
+4.0 |
6 |
1,586 |
-3 |
Total Volume and Open Interest |
24,014 |
166,666 |
-1,521 |
Corn(CBOT) |
Mar12 |
120201 |
639.00 |
650.00 |
638.00 |
642.00 |
+3.00 |
145,759 |
414,430 |
-9,833 |
May12 |
120201 |
645.00 |
655.75 |
644.50 |
648.25 |
+3.00 |
40,679 |
247,712 |
+6,018 |
Jul12 |
120201 |
648.50 |
659.00 |
648.00 |
651.75 |
+3.00 |
37,522 |
207,743 |
+773 |
Sep12 |
120201 |
592.75 |
599.50 |
592.75 |
598.25 |
+4.75 |
4,401 |
66,390 |
+613 |
Dec12 |
120201 |
569.00 |
576.75 |
569.00 |
576.75 |
+7.25 |
23,035 |
220,801 |
+2,655 |
Mar13 |
120201 |
582.00 |
588.50 |
581.25 |
588.50 |
+6.00 |
550 |
42,166 |
+156 |
May13 |
120201 |
589.25 |
595.75 |
589.25 |
595.75 |
+5.75 |
110 |
2,152 |
+69 |
Jul13 |
120201 |
598.25 |
601.25 |
594.25 |
601.25 |
+5.50 |
242 |
2,760 |
+88 |
Sep13 |
120201 |
572.00 |
574.75 |
568.25 |
574.75 |
+6.50 |
16 |
576 |
-7 |
Dec13 |
120201 |
559.75 |
563.75 |
556.75 |
563.75 |
+5.75 |
216 |
17,381 |
+62 |
Total Volume and Open Interest |
252,555 |
1,224,530 |
+587 |
Wheat(CBOT) |
Mar12 |
120201 |
667.50 |
683.75 |
666.25 |
674.25 |
+8.25 |
49,962 |
175,330 |
-3,405 |
May12 |
120201 |
680.75 |
696.00 |
680.50 |
687.50 |
+7.25 |
17,869 |
96,681 |
+2,602 |
Jul12 |
120201 |
691.25 |
704.00 |
691.25 |
697.25 |
+6.25 |
8,765 |
96,299 |
+443 |
Sep12 |
120201 |
704.25 |
715.50 |
704.25 |
711.00 |
+7.00 |
1,678 |
30,401 |
+300 |
Dec12 |
120201 |
721.00 |
731.00 |
720.50 |
726.50 |
+6.00 |
3,328 |
54,607 |
+395 |
Mar13 |
120201 |
736.50 |
744.75 |
734.75 |
739.75 |
+4.25 |
172 |
3,896 |
+92 |
Total Volume and Open Interest |
82,241 |
463,110 |
+635 |
Wheat(KCBT) |
Mar12 |
120201 |
715.25 |
735.75 |
714.50 |
722.50 |
+7.00 |
8,491 |
52,343 |
-1,485 |
May12 |
120201 |
723.00 |
742.25 |
723.00 |
730.75 |
+7.00 |
3,057 |
25,500 |
+972 |
Jul12 |
120201 |
731.00 |
750.00 |
722.50 |
738.25 |
+6.75 |
2,926 |
41,971 |
+364 |
Sep12 |
120201 |
742.00 |
760.00 |
742.00 |
750.00 |
+7.00 |
481 |
9,802 |
+277 |
Dec12 |
120201 |
758.50 |
777.00 |
758.50 |
766.00 |
+5.50 |
854 |
13,706 |
+522 |
Mar13 |
120201 |
780.00 |
785.75 |
775.25 |
776.50 |
+5.00 |
12 |
502 |
+8 |
Total Volume and Open Interest |
15,823 |
144,210 |
+659 |
Wheat(MGE) |
Mar12 |
120201 |
827.00 |
844.50 |
827.00 |
836.75 |
+9.00 |
1,731 |
13,044 |
-26 |
May12 |
120201 |
813.00 |
831.00 |
812.75 |
824.25 |
+9.00 |
521 |
9,156 |
-112 |
Jul12 |
120201 |
809.25 |
820.75 |
809.25 |
813.00 |
+8.25 |
239 |
9,000 |
-11 |
Sep12 |
120201 |
786.25 |
796.50 |
784.75 |
790.50 |
+9.50 |
115 |
5,318 |
-11 |
Dec12 |
120201 |
787.75 |
804.00 |
787.75 |
797.50 |
+8.25 |
318 |
4,114 |
-37 |
Total Volume and Open Interest |
2,934 |
40,947 |
-197 |
Oats(CBOT) |
Mar12 |
120201 |
299.50 |
306.25 |
298.00 |
305.00 |
+7.00 |
1,171 |
8,375 |
-627 |
May12 |
120201 |
295.00 |
302.00 |
294.00 |
301.25 |
+8.50 |
779 |
4,255 |
+650 |
Jul12 |
120201 |
302.50 |
304.75 |
297.00 |
303.00 |
+6.00 |
35 |
284 |
+23 |
Sep12 |
120201 |
303.25 |
303.25 |
302.00 |
303.25 |
+1.25 |
2 |
38 |
-1 |
Total Volume and Open Interest |
1,992 |
13,931 |
+49 |
Rough Rice(CBOT) |
Mar12 |
120201 |
14.03 |
14.10 |
13.50 |
13.74 |
-0.26 |
1,155 |
11,439 |
-425 |
May12 |
120201 |
14.32 |
14.38 |
13.77 |
14.02 |
-0.26 |
797 |
2,234 |
+658 |
Jul12 |
120201 |
14.44 |
14.49 |
14.07 |
14.29 |
-0.25 |
10 |
702 |
+0 |
Sep12 |
120201 |
14.15 |
14.50 |
14.09 |
14.21 |
-0.29 |
13 |
330 |
+0 |
Total Volume and Open Interest |
1,975 |
14,710 |
+233 |
Live Cattle(CME) |
Feb12 |
120201 |
125.000 |
125.800 |
124.400 |
125.700 |
+0.850 |
17,040 |
47,169 |
-3,475 |
Apr12 |
120201 |
128.685 |
129.325 |
127.885 |
129.235 |
+0.660 |
19,872 |
136,063 |
+578 |
Jun12 |
120201 |
127.700 |
128.600 |
127.480 |
128.535 |
+0.750 |
9,938 |
90,038 |
-79 |
Aug12 |
120201 |
129.450 |
130.300 |
129.075 |
130.050 |
+0.765 |
4,927 |
40,317 |
+1,001 |
Oct12 |
120201 |
132.285 |
133.250 |
132.000 |
133.235 |
+0.855 |
1,135 |
14,299 |
+149 |
Dec12 |
120201 |
132.850 |
134.000 |
132.685 |
134.000 |
+1.065 |
423 |
8,693 |
+128 |
Total Volume and Open Interest |
53,478 |
339,793 |
-1,642 |
Feeder Cattle(CME) |
Mar12 |
120201 |
155.500 |
156.200 |
154.700 |
155.850 |
+0.315 |
2,418 |
20,286 |
-84 |
Apr12 |
120201 |
157.550 |
158.435 |
157.185 |
158.235 |
+0.605 |
1,089 |
6,682 |
+80 |
May12 |
120201 |
158.200 |
159.130 |
157.800 |
159.035 |
+0.710 |
1,224 |
6,520 |
+134 |
Aug12 |
120201 |
159.800 |
160.500 |
159.285 |
160.485 |
+0.550 |
732 |
7,657 |
+218 |
Sep12 |
120201 |
159.485 |
160.100 |
158.825 |
160.100 |
+0.500 |
76 |
1,349 |
+34 |
Oct12 |
120201 |
159.500 |
160.100 |
158.900 |
160.100 |
+0.500 |
38 |
634 |
+20 |
Nov12 |
120201 |
159.285 |
160.100 |
159.100 |
160.100 |
+0.500 |
40 |
325 |
+27 |
Total Volume and Open Interest |
5,617 |
43,453 |
+429 |
Lean Hogs(CME) |
Feb12 |
120201 |
87.730 |
88.200 |
87.100 |
87.635 |
+0.100 |
7,372 |
21,096 |
-1,805 |
Apr12 |
120201 |
88.900 |
90.580 |
88.850 |
90.350 |
+1.465 |
10,245 |
96,372 |
-527 |
May12 |
120201 |
97.000 |
97.450 |
96.850 |
97.400 |
+0.550 |
51 |
2,655 |
+21 |
Jun12 |
120201 |
98.385 |
99.250 |
98.285 |
98.950 |
+0.720 |
5,199 |
60,822 |
-595 |
Jul12 |
120201 |
98.535 |
99.250 |
98.500 |
99.050 |
+0.450 |
2,346 |
18,316 |
+1,057 |
Aug12 |
120201 |
98.050 |
98.500 |
97.900 |
98.400 |
+0.500 |
1,091 |
20,889 |
-246 |
Oct12 |
120201 |
88.035 |
88.700 |
87.950 |
88.650 |
+0.615 |
804 |
17,244 |
+390 |
Dec12 |
120201 |
83.550 |
84.350 |
83.550 |
84.200 |
+0.550 |
420 |
9,339 |
+51 |
Total Volume and Open Interest |
27,639 |
250,229 |
-1,584 |
Class III Milk(CME) |
Feb12 |
120201 |
16.51 |
16.56 |
16.35 |
16.35 |
-0.17 |
198 |
5,451 |
+85 |
Mar12 |
120201 |
16.57 |
16.62 |
16.20 |
16.25 |
-0.31 |
509 |
5,798 |
+303 |
Apr12 |
120201 |
16.50 |
16.50 |
16.17 |
16.18 |
-0.32 |
71 |
3,301 |
+27 |
May12 |
120201 |
16.58 |
16.58 |
16.41 |
16.43 |
-0.14 |
59 |
2,948 |
+17 |
Jun12 |
120201 |
16.86 |
16.87 |
16.62 |
16.66 |
-0.17 |
54 |
2,511 |
+29 |
Total Volume and Open Interest |
1,113 |
34,362 |
+590 |
Cocoa(ICE) |
Mar12 |
120201 |
2291 |
2328 |
2220 |
2225 |
-66 |
13,197 |
64,391 |
-2,428 |
May12 |
120201 |
2338 |
2356 |
2255 |
2259 |
-65 |
5,647 |
38,267 |
+1,383 |
Jul12 |
120201 |
2360 |
2373 |
2280 |
2284 |
-66 |
1,042 |
25,047 |
+348 |
Sep12 |
120201 |
2380 |
2391 |
2301 |
2304 |
-65 |
702 |
15,503 |
+242 |
Dec12 |
120201 |
2406 |
2406 |
2318 |
2324 |
-63 |
135 |
15,307 |
+49 |
Mar13 |
120201 |
2390 |
2390 |
2337 |
2346 |
-60 |
306 |
6,813 |
-1 |
May13 |
120201 |
2390 |
2390 |
2364 |
2364 |
-61 |
9 |
2,598 |
-2 |
Total Volume and Open Interest |
21,207 |
168,913 |
-368 |
Coffee "C"(ICE) |
Mar12 |
120201 |
214.50 |
215.90 |
213.20 |
214.10 |
-0.95 |
9,023 |
54,789 |
-307 |
May12 |
120201 |
218.00 |
218.80 |
216.15 |
217.10 |
-0.90 |
3,862 |
31,566 |
+723 |
Jul12 |
120201 |
220.50 |
220.95 |
219.00 |
220.05 |
-0.85 |
1,350 |
16,809 |
+368 |
Sep12 |
120201 |
222.85 |
223.50 |
221.80 |
222.65 |
-0.75 |
158 |
7,909 |
-46 |
Dec12 |
120201 |
225.70 |
226.05 |
224.55 |
225.85 |
-0.20 |
45 |
7,540 |
-5 |
Mar13 |
120201 |
228.30 |
228.70 |
227.65 |
228.70 |
+0.05 |
59 |
1,102 |
-18 |
Total Volume and Open Interest |
14,539 |
120,373 |
+755 |
Orange Juice(ICE) |
Mar12 |
120201 |
212.00 |
212.30 |
205.00 |
205.20 |
-4.80 |
927 |
19,719 |
-355 |
May12 |
120201 |
205.05 |
205.40 |
197.50 |
198.25 |
-5.15 |
540 |
5,136 |
+333 |
Jul12 |
120201 |
192.25 |
192.25 |
189.75 |
189.75 |
-5.45 |
12 |
1,053 |
+0 |
Sep12 |
120201 |
185.25 |
185.25 |
185.25 |
185.25 |
-5.25 |
1 |
350 |
+0 |
Nov12 |
120201 |
179.00 |
179.75 |
177.00 |
179.75 |
-2.30 |
4 |
300 |
-1 |
Jan13 |
120201 |
177.00 |
177.25 |
177.00 |
177.25 |
-2.95 |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,484 |
26,567 |
-23 |
Sugar #11(ICE) |
Mar12 |
120201 |
23.78 |
23.78 |
23.43 |
23.59 |
-0.05 |
39,918 |
201,948 |
-820 |
May12 |
120201 |
23.09 |
23.20 |
22.88 |
23.07 |
-0.02 |
19,342 |
127,251 |
+3,032 |
Jul12 |
120201 |
22.80 |
22.80 |
22.43 |
22.65 |
+0.01 |
12,780 |
149,513 |
+1,337 |
Oct12 |
120201 |
23.15 |
23.15 |
22.83 |
23.07 |
+0.04 |
8,240 |
72,025 |
-1,476 |
Mar13 |
120201 |
23.72 |
23.94 |
23.54 |
23.85 |
+0.11 |
2,942 |
50,301 |
+1,436 |
Total Volume and Open Interest |
84,408 |
656,836 |
+4,000 |
London Cocoa(LCE) |
Mar12 |
120201 |
1509 |
1521 |
1442 |
1443 |
-54 |
6,635 |
66,593 |
+1,314 |
May12 |
120201 |
1523 |
1528 |
1459 |
1460 |
-51 |
3,200 |
23,889 |
+244 |
Jul12 |
120201 |
1537 |
1542 |
1473 |
1475 |
-50 |
1,978 |
31,195 |
-85 |
Sep12 |
120201 |
1550 |
1550 |
1484 |
1486 |
-50 |
617 |
24,135 |
+218 |
Dec12 |
120201 |
1548 |
1548 |
1493 |
1495 |
-49 |
1,684 |
18,511 |
-41 |
Mar13 |
120201 |
1556 |
1557 |
1504 |
1506 |
-47 |
45 |
10,223 |
+2 |
May13 |
120201 |
1565 |
1565 |
1514 |
1514 |
-45 |
0 |
5,677 |
+22 |
Total Volume and Open Interest |
14,185 |
181,970 |
+1,720 |
London Sugar(LCE) |
Mar12 |
120201 |
631.00 |
631.30 |
625.00 |
629.70 |
-0.50 |
3,099 |
27,651 |
+204 |
May12 |
120201 |
610.70 |
612.70 |
606.90 |
611.70 |
+0.50 |
3,615 |
20,246 |
+408 |
Aug12 |
120201 |
598.70 |
600.00 |
594.40 |
599.50 |
+0.50 |
1,299 |
16,128 |
+295 |
Oct12 |
120201 |
598.50 |
600.80 |
594.50 |
599.80 |
+0.80 |
753 |
5,748 |
+111 |
Dec12 |
120201 |
602.90 |
605.00 |
600.60 |
604.30 |
+1.80 |
616 |
2,016 |
+136 |
Total Volume and Open Interest |
9,840 |
74,580 |
+1,250 |
Cotton(ICE) |
Mar12 |
120201 |
93.56 |
94.21 |
93.20 |
93.39 |
+0.14 |
13,539 |
75,804 |
-1,411 |
May12 |
120201 |
94.50 |
95.52 |
94.44 |
94.79 |
+0.28 |
6,303 |
37,172 |
+659 |
Jul12 |
120201 |
96.25 |
96.55 |
95.75 |
95.98 |
+0.37 |
2,200 |
35,398 |
+759 |
Oct12 |
120201 |
95.81 |
95.81 |
95.81 |
95.81 |
+0.65 |
0 |
89 |
+0 |
Dec12 |
120201 |
93.80 |
94.52 |
93.80 |
94.47 |
+0.94 |
886 |
18,078 |
+658 |
Mar13 |
120201 |
94.51 |
95.32 |
94.51 |
95.32 |
+0.99 |
11 |
628 |
+11 |
Total Volume and Open Interest |
22,942 |
168,169 |
+679 |
Lumber(CME) |
Mar12 |
120201 |
251.0 |
257.9 |
250.5 |
254.0 |
+5.8 |
1,252 |
6,347 |
-438 |
May12 |
120201 |
264.9 |
269.4 |
263.7 |
267.0 |
+4.1 |
1,082 |
2,763 |
+496 |
Jul12 |
120201 |
273.4 |
278.0 |
273.3 |
276.1 |
+5.1 |
177 |
555 |
-6 |
Sep12 |
120201 |
282.0 |
285.0 |
279.1 |
280.1 |
+2.1 |
207 |
392 |
+107 |
Total Volume and Open Interest |
2,721 |
10,091 |
+159 |
Crude Oil(NYM) |
Mar12 |
120201 |
98.38 |
99.49 |
97.11 |
97.61 |
-0.87 |
215,829 |
290,772 |
-3,453 |
Apr12 |
120201 |
98.85 |
99.84 |
97.49 |
97.99 |
-0.86 |
58,062 |
99,884 |
+2,409 |
May12 |
120201 |
99.30 |
100.27 |
97.91 |
98.41 |
-0.86 |
37,721 |
99,354 |
-726 |
Jun12 |
120201 |
99.58 |
100.61 |
98.40 |
98.79 |
-0.85 |
45,840 |
100,718 |
+772 |
Jul12 |
120201 |
100.20 |
100.89 |
98.73 |
99.08 |
-0.82 |
10,738 |
48,091 |
+2,411 |
Aug12 |
120201 |
100.15 |
100.71 |
98.82 |
99.27 |
-0.77 |
6,368 |
40,161 |
+177 |
Sep12 |
120201 |
100.31 |
100.86 |
99.13 |
99.43 |
-0.69 |
6,697 |
42,670 |
+1,457 |
Oct12 |
120201 |
100.70 |
100.70 |
99.58 |
99.58 |
-0.60 |
2,618 |
32,017 |
+292 |
Nov12 |
120201 |
100.40 |
101.25 |
99.71 |
99.71 |
-0.53 |
2,850 |
33,327 |
+646 |
Dec12 |
120201 |
100.24 |
101.36 |
99.50 |
99.83 |
-0.45 |
32,162 |
187,901 |
-2,157 |
Jan13 |
120201 |
100.95 |
101.10 |
99.78 |
99.81 |
-0.38 |
1,753 |
31,004 |
+275 |
Feb13 |
120201 |
100.17 |
100.17 |
99.74 |
99.74 |
-0.33 |
771 |
16,636 |
-125 |
Mar13 |
120201 |
100.00 |
100.00 |
99.63 |
99.63 |
-0.30 |
1,587 |
17,259 |
+445 |
Apr13 |
120201 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.27 |
532 |
8,586 |
+60 |
May13 |
120201 |
99.27 |
99.27 |
99.26 |
99.27 |
-0.24 |
216 |
8,271 |
-9 |
Jun13 |
120201 |
100.11 |
100.37 |
98.85 |
99.05 |
-0.23 |
8,014 |
51,704 |
+1,727 |
Total Volume and Open Interest |
459,289 |
1,377,233 |
+2,564 |
e-miNY Crude Oil(NYM) |
Feb12 |
120119 |
101.100 |
102.075 |
100.050 |
100.400 |
-0.200 |
6,357 |
1,305 |
-91 |
Mar12 |
120201 |
98.450 |
99.475 |
97.075 |
97.600 |
-0.875 |
6,249 |
1,955 |
+49 |
Apr12 |
120201 |
98.975 |
99.825 |
97.500 |
98.000 |
-0.850 |
257 |
310 |
+11 |
May12 |
120201 |
99.475 |
100.150 |
98.025 |
98.400 |
-0.875 |
33 |
168 |
+10 |
Jun12 |
120201 |
100.200 |
100.200 |
98.600 |
98.800 |
-0.850 |
9 |
38 |
+4 |
Jul12 |
120201 |
99.075 |
99.075 |
99.075 |
99.075 |
-0.825 |
1 |
9 |
+0 |
Aug12 |
120201 |
99.275 |
99.275 |
99.275 |
99.275 |
-0.775 |
0 |
8 |
+0 |
Sep12 |
120201 |
99.425 |
99.425 |
99.425 |
99.425 |
-0.700 |
0 |
1 |
+0 |
Oct12 |
120201 |
99.575 |
99.575 |
99.575 |
99.575 |
-0.600 |
0 |
9 |
+0 |
Nov12 |
120201 |
99.700 |
99.700 |
99.700 |
99.700 |
-0.550 |
|
|
|
Total Volume and Open Interest |
6,549 |
2,720 |
+74 |
Heating Oil(NYM) |
Mar12 |
120201 |
305.75 |
308.86 |
303.51 |
304.55 |
-0.54 |
70,026 |
86,346 |
+1,818 |
Apr12 |
120201 |
303.85 |
306.57 |
301.80 |
302.74 |
-0.15 |
18,001 |
36,849 |
+1,681 |
May12 |
120201 |
301.94 |
304.35 |
299.94 |
300.82 |
+0.08 |
10,687 |
31,262 |
+393 |
Jun12 |
120201 |
300.50 |
302.90 |
298.77 |
299.65 |
+0.40 |
17,328 |
48,438 |
-619 |
Jul12 |
120201 |
301.17 |
301.85 |
298.79 |
299.57 |
+0.58 |
2,486 |
11,950 |
-221 |
Aug12 |
120201 |
301.54 |
302.24 |
298.99 |
299.73 |
+0.61 |
1,242 |
5,175 |
+212 |
Sep12 |
120201 |
300.98 |
302.41 |
299.46 |
300.13 |
+0.59 |
1,311 |
10,674 |
+59 |
Oct12 |
120201 |
302.36 |
303.08 |
300.19 |
300.79 |
+0.64 |
524 |
4,151 |
+116 |
Nov12 |
120201 |
303.00 |
303.31 |
301.48 |
301.48 |
+0.71 |
133 |
2,686 |
-7 |
Dec12 |
120201 |
302.47 |
304.10 |
301.61 |
302.11 |
+0.78 |
3,400 |
21,832 |
-112 |
Jan13 |
120201 |
304.10 |
304.10 |
301.88 |
302.69 |
+0.86 |
64 |
3,123 |
+49 |
Feb13 |
120201 |
302.29 |
302.29 |
302.29 |
302.29 |
+0.91 |
4 |
580 |
+0 |
Total Volume and Open Interest |
152,772 |
272,395 |
-5,634 |
Gasoline(NYMEX) |
Mar12 |
120201 |
289.73 |
294.87 |
288.23 |
289.22 |
+0.13 |
57,249 |
105,717 |
-965 |
Apr12 |
120201 |
300.72 |
305.40 |
300.43 |
301.21 |
+0.78 |
26,876 |
44,305 |
+1,870 |
May12 |
120201 |
298.95 |
303.37 |
298.95 |
299.79 |
+1.00 |
16,950 |
43,949 |
+2,946 |
Jun12 |
120201 |
295.76 |
299.76 |
295.62 |
296.67 |
+1.05 |
14,449 |
41,850 |
+874 |
Jul12 |
120201 |
293.93 |
295.26 |
292.50 |
292.84 |
+1.03 |
5,748 |
22,239 |
+1,176 |
Aug12 |
120201 |
287.45 |
291.20 |
287.15 |
288.94 |
+1.01 |
2,735 |
14,731 |
+325 |
Sep12 |
120201 |
284.90 |
287.02 |
284.76 |
284.76 |
+1.02 |
2,210 |
12,033 |
-193 |
Oct12 |
120201 |
271.16 |
271.90 |
269.45 |
270.12 |
+0.89 |
1,566 |
8,793 |
+196 |
Nov12 |
120201 |
266.89 |
266.89 |
266.27 |
266.27 |
+0.75 |
1,345 |
4,230 |
+174 |
Dec12 |
120201 |
264.67 |
265.74 |
263.74 |
263.93 |
+0.65 |
2,142 |
16,469 |
-143 |
Total Volume and Open Interest |
155,563 |
328,530 |
-1,636 |
e-miNY RBOB Gasoline(NYM) |
Mar12 |
120201 |
290.00 |
290.00 |
289.20 |
289.20 |
+0.10 |
|
|
|
Apr12 |
120201 |
301.20 |
301.21 |
301.20 |
301.20 |
+0.80 |
|
|
|
May12 |
120201 |
299.80 |
299.80 |
299.79 |
299.80 |
+1.00 |
|
|
|
Jun12 |
120201 |
296.70 |
296.70 |
296.67 |
296.70 |
+1.10 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Mar12 |
120201 |
2.465 |
2.471 |
2.355 |
2.382 |
-0.121 |
156,087 |
309,231 |
+755 |
Apr12 |
120201 |
2.610 |
2.610 |
2.502 |
2.535 |
-0.103 |
60,962 |
155,320 |
-592 |
May12 |
120201 |
2.691 |
2.708 |
2.609 |
2.638 |
-0.100 |
32,221 |
120,767 |
+6,728 |
Jun12 |
120201 |
2.765 |
2.778 |
2.680 |
2.714 |
-0.094 |
21,516 |
64,115 |
+5,342 |
Jul12 |
120201 |
2.829 |
2.834 |
2.740 |
2.779 |
-0.088 |
11,124 |
63,433 |
+1,105 |
Aug12 |
120201 |
2.846 |
2.854 |
2.764 |
2.807 |
-0.084 |
7,121 |
29,648 |
+1,145 |
Sep12 |
120201 |
2.852 |
2.864 |
2.773 |
2.817 |
-0.083 |
5,345 |
39,159 |
+291 |
Oct12 |
120201 |
2.899 |
2.919 |
2.820 |
2.864 |
-0.083 |
19,840 |
99,093 |
+874 |
Nov12 |
120201 |
3.052 |
3.065 |
2.981 |
3.020 |
-0.078 |
4,816 |
37,148 |
+500 |
Dec12 |
120201 |
3.338 |
3.350 |
3.265 |
3.305 |
-0.071 |
5,741 |
33,794 |
+753 |
Jan13 |
120201 |
3.451 |
3.479 |
3.395 |
3.436 |
-0.068 |
8,880 |
53,601 |
-357 |
Feb13 |
120201 |
3.414 |
3.458 |
3.402 |
3.442 |
-0.067 |
1,629 |
16,038 |
+35 |
Mar13 |
120201 |
3.384 |
3.431 |
3.370 |
3.417 |
-0.065 |
2,197 |
25,646 |
+844 |
Apr13 |
120201 |
3.394 |
3.435 |
3.333 |
3.378 |
-0.062 |
2,727 |
34,551 |
+553 |
May13 |
120201 |
3.369 |
3.413 |
3.349 |
3.403 |
-0.061 |
75 |
10,256 |
+6 |
Jun13 |
120201 |
3.403 |
3.441 |
3.403 |
3.435 |
-0.061 |
285 |
3,806 |
+22 |
Total Volume and Open Interest |
341,774 |
1,179,156 |
+17,983 |
Brent Crude Oil(ICE) |
Mar12 |
120201 |
111.30 |
112.82 |
111.02 |
111.56 |
+0.58 |
163,790 |
186,466 |
-10,138 |
Apr12 |
120201 |
111.00 |
112.40 |
110.76 |
111.21 |
+0.52 |
72,871 |
153,674 |
+50 |
May12 |
120201 |
110.97 |
112.08 |
110.56 |
110.97 |
+0.50 |
37,335 |
85,726 |
+3,470 |
Jun12 |
120201 |
110.76 |
111.82 |
110.34 |
110.73 |
+0.48 |
43,931 |
86,718 |
-387 |
Jul12 |
120201 |
110.49 |
111.49 |
110.11 |
110.45 |
+0.46 |
9,058 |
40,179 |
+439 |
Aug12 |
120201 |
110.15 |
111.12 |
109.85 |
110.11 |
+0.45 |
6,053 |
42,258 |
-508 |
Sep12 |
120201 |
109.70 |
110.69 |
109.42 |
109.68 |
+0.43 |
7,291 |
51,111 |
-788 |
Oct12 |
120201 |
109.33 |
110.13 |
109.05 |
109.30 |
+0.42 |
4,378 |
26,797 |
+523 |
Nov12 |
120201 |
109.01 |
109.73 |
108.72 |
108.97 |
+0.40 |
3,454 |
18,377 |
+292 |
Dec12 |
120201 |
108.69 |
109.65 |
108.37 |
108.64 |
+0.38 |
25,209 |
109,084 |
-3,826 |
Jan13 |
120201 |
108.29 |
108.29 |
108.29 |
108.29 |
+0.38 |
1,111 |
12,892 |
+103 |
Feb13 |
120201 |
107.93 |
107.93 |
107.93 |
107.93 |
+0.37 |
542 |
7,896 |
+64 |
Mar13 |
120201 |
107.59 |
107.59 |
107.59 |
107.59 |
+0.34 |
467 |
8,966 |
+249 |
Apr13 |
120201 |
107.19 |
107.19 |
107.19 |
107.19 |
+0.34 |
53 |
3,506 |
+10 |
Total Volume and Open Interest |
385,691 |
1,000,662 |
-9,426 |
Gas Oil(ICE) |
Feb12 |
120201 |
952.00 |
960.50 |
946.00 |
955.25 |
+6.00 |
40,561 |
79,396 |
-559 |
Mar12 |
120201 |
952.00 |
961.50 |
947.50 |
956.75 |
+7.00 |
87,135 |
124,392 |
-3,152 |
Apr12 |
120201 |
951.25 |
959.00 |
945.50 |
954.25 |
+7.75 |
43,839 |
60,692 |
+1,171 |
May12 |
120201 |
947.25 |
954.25 |
942.25 |
950.25 |
+8.00 |
19,944 |
46,604 |
+735 |
Jun12 |
120201 |
944.75 |
951.75 |
939.50 |
947.00 |
+8.00 |
23,681 |
47,820 |
+453 |
Jul12 |
120201 |
941.00 |
949.50 |
939.75 |
946.00 |
+8.00 |
5,608 |
27,295 |
+762 |
Aug12 |
120201 |
940.75 |
949.00 |
940.75 |
945.75 |
+7.75 |
3,180 |
20,007 |
+108 |
Sep12 |
120201 |
943.00 |
948.25 |
939.00 |
945.00 |
+7.50 |
3,652 |
19,158 |
+237 |
Oct12 |
120201 |
940.25 |
947.25 |
938.00 |
943.75 |
+7.75 |
1,339 |
12,824 |
-81 |
Nov12 |
120201 |
938.50 |
945.25 |
936.50 |
942.00 |
+7.50 |
985 |
8,701 |
+141 |
Total Volume and Open Interest |
234,919 |
528,994 |
-405 |
Ethanol(CBOT) |
Feb12 |
120201 |
2.163 |
2.169 |
2.163 |
2.169 |
+0.002 |
40 |
314 |
+1 |
Mar12 |
120201 |
2.205 |
2.209 |
2.195 |
2.198 |
+0.006 |
68 |
1,160 |
+33 |
Apr12 |
120201 |
2.244 |
2.244 |
2.225 |
2.225 |
-0.002 |
48 |
969 |
+18 |
May12 |
120201 |
2.265 |
2.265 |
2.250 |
2.252 |
+0.002 |
137 |
821 |
-2 |
Jun12 |
120201 |
2.273 |
2.277 |
2.272 |
2.274 |
unch |
94 |
847 |
+42 |
Jul12 |
120201 |
2.300 |
2.304 |
2.287 |
2.290 |
+0.001 |
52 |
1,600 |
+12 |
Aug12 |
120201 |
2.278 |
2.278 |
2.278 |
2.278 |
+0.003 |
2 |
948 |
+0 |
Sep12 |
120201 |
2.248 |
2.248 |
2.243 |
2.244 |
+0.001 |
32 |
850 |
-1 |
Total Volume and Open Interest |
526 |
10,400 |
+126 |
WTI Crude Oil(ICE) |
Mar12 |
120201 |
98.57 |
99.48 |
97.05 |
97.61 |
-0.87 |
47,693 |
70,783 |
+15,412 |
Apr12 |
120201 |
99.06 |
99.83 |
97.54 |
97.99 |
-0.86 |
14,548 |
28,979 |
+646 |
May12 |
120201 |
99.43 |
100.25 |
98.00 |
98.41 |
-0.86 |
11,951 |
22,874 |
-1,148 |
Jun12 |
120201 |
99.89 |
100.61 |
98.30 |
98.79 |
-0.85 |
12,841 |
41,423 |
+1,408 |
Jul12 |
120201 |
100.34 |
100.52 |
98.93 |
99.08 |
-0.82 |
3,255 |
13,699 |
+35 |
Aug12 |
120201 |
100.78 |
100.89 |
99.14 |
99.27 |
-0.77 |
1,915 |
12,546 |
+163 |
Sep12 |
120201 |
100.32 |
100.88 |
99.31 |
99.43 |
-0.69 |
2,033 |
12,573 |
-16 |
Oct12 |
120201 |
100.39 |
101.09 |
99.47 |
99.58 |
-0.60 |
878 |
6,742 |
+5 |
Nov12 |
120201 |
100.45 |
101.16 |
99.71 |
99.71 |
-0.53 |
721 |
7,736 |
-72 |
Dec12 |
120201 |
100.52 |
101.35 |
99.62 |
99.83 |
-0.45 |
6,494 |
55,732 |
-58 |
Jan13 |
120201 |
99.81 |
99.81 |
99.81 |
99.81 |
-0.38 |
411 |
5,257 |
+88 |
Feb13 |
120201 |
99.74 |
99.74 |
99.74 |
99.74 |
-0.33 |
166 |
1,268 |
-29 |
Mar13 |
120201 |
99.63 |
99.63 |
99.63 |
99.63 |
-0.30 |
16 |
1,662 |
-60 |
Apr13 |
120201 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.27 |
0 |
421 |
+0 |
May13 |
120201 |
99.27 |
99.27 |
99.27 |
99.27 |
-0.24 |
0 |
571 |
+0 |
Jun13 |
120201 |
99.57 |
99.83 |
99.05 |
99.05 |
-0.23 |
444 |
15,956 |
+90 |
Total Volume and Open Interest |
106,785 |
369,658 |
+16,419 |
US Dollar Index(ICE) |
Mar12 |
120201 |
79.480 |
79.665 |
78.745 |
79.033 |
-0.385 |
22,355 |
55,509 |
-1,201 |
Jun12 |
120201 |
79.423 |
79.423 |
79.423 |
79.423 |
-0.405 |
19 |
566 |
+8 |
Sep12 |
120201 |
79.832 |
79.832 |
79.832 |
79.832 |
-0.425 |
|
|
|
Total Volume and Open Interest |
22,374 |
56,075 |
-1,193 |
Australian Dollar(CME) |
Mar12 |
120201 |
105.69 |
106.86 |
105.15 |
106.41 |
+0.80 |
115,434 |
146,613 |
-3,926 |
Jun12 |
120201 |
104.25 |
105.78 |
104.25 |
105.42 |
+0.79 |
44 |
562 |
+1 |
Sep12 |
120201 |
104.51 |
104.51 |
103.75 |
104.51 |
+0.76 |
0 |
110 |
+0 |
Total Volume and Open Interest |
115,478 |
147,293 |
-3,925 |
British Pound(CME) |
Mar12 |
120201 |
157.62 |
158.80 |
157.00 |
158.29 |
+0.80 |
68,072 |
191,787 |
+70 |
Jun12 |
120201 |
156.97 |
158.59 |
156.97 |
158.16 |
+0.81 |
11 |
189 |
-2 |
Sep12 |
120201 |
158.00 |
158.00 |
157.22 |
158.00 |
+0.78 |
0 |
3 |
+0 |
Total Volume and Open Interest |
68,083 |
191,982 |
+68 |
Canadian Dollar(CME) |
Mar12 |
120201 |
99.62 |
100.26 |
99.41 |
100.04 |
+0.41 |
64,343 |
114,712 |
+1,299 |
Jun12 |
120201 |
99.50 |
100.02 |
99.42 |
99.82 |
+0.40 |
120 |
3,490 |
+35 |
Sep12 |
120201 |
99.61 |
99.61 |
99.23 |
99.61 |
+0.38 |
5 |
1,498 |
+2 |
Dec12 |
120201 |
99.49 |
99.55 |
99.03 |
99.40 |
+0.37 |
8 |
552 |
-2 |
Total Volume and Open Interest |
64,476 |
120,292 |
+1,334 |
Japanese Yen(CME) |
Mar12 |
120201 |
131.16 |
131.60 |
131.04 |
131.26 |
-0.08 |
80,872 |
168,505 |
+8,666 |
Jun12 |
120201 |
131.49 |
131.74 |
131.25 |
131.42 |
-0.08 |
368 |
871 |
+256 |
Sep12 |
120201 |
131.61 |
131.70 |
131.61 |
131.61 |
-0.09 |
0 |
18 |
+0 |
Total Volume and Open Interest |
81,242 |
169,399 |
+8,922 |
Swiss Franc(CME) |
Mar12 |
120201 |
108.76 |
109.79 |
108.19 |
109.28 |
+0.52 |
26,474 |
41,310 |
+1,103 |
Jun12 |
120201 |
108.92 |
109.68 |
108.92 |
109.47 |
+0.53 |
1 |
67 |
+1 |
Sep12 |
120201 |
109.69 |
109.69 |
109.15 |
109.69 |
+0.54 |
1 |
4 |
-1 |
Total Volume and Open Interest |
26,476 |
41,382 |
+1,103 |
EuroFX(CME) |
Mar12 |
120201 |
130.93 |
132.21 |
130.27 |
131.58 |
+0.72 |
218,465 |
298,634 |
+1,339 |
Jun12 |
120201 |
130.89 |
132.25 |
130.35 |
131.64 |
+0.72 |
438 |
4,388 |
+19 |
Sep12 |
120201 |
130.95 |
132.11 |
130.95 |
131.73 |
+0.72 |
8 |
72 |
+2 |
Total Volume and Open Interest |
218,914 |
303,113 |
+1,361 |
Mexican Peso(CME) |
Feb12 |
120201 |
773.5 |
773.5 |
766.5 |
773.5 |
+7.0 |
0 |
930 |
+0 |
Mar12 |
120201 |
763.8 |
775.0 |
761.8 |
771.5 |
+7.0 |
35,776 |
151,638 |
+4,389 |
Total Volume and Open Interest |
35,778 |
153,178 |
+4,389 |
Brazilian Real(CME) |
Mar12 |
120201 |
574.30 |
574.30 |
573.00 |
573.15 |
+5.20 |
86 |
3,119 |
-80 |
Apr12 |
120201 |
570.00 |
570.00 |
570.00 |
570.00 |
+5.20 |
|
|
|
May12 |
120201 |
566.85 |
566.85 |
566.85 |
566.85 |
+5.20 |
|
|
|
Jun12 |
120201 |
563.70 |
563.70 |
563.70 |
563.70 |
+5.20 |
0 |
66 |
+0 |
Total Volume and Open Interest |
86 |
17,471 |
-80 |
30-Year T-Bonds(CBOT) |
Mar12 |
120201 |
145~120 |
145~130 |
144~080 |
144~110 |
-1~030 |
335,916 |
607,772 |
-7,555 |
Jun12 |
120201 |
143~230 |
144~000 |
142~290 |
142~300 |
-1~020 |
4,121 |
5,177 |
+2,761 |
Sep12 |
120201 |
141~260 |
142~280 |
141~260 |
141~260 |
-1~020 |
|
|
|
Total Volume and Open Interest |
340,037 |
612,949 |
-4,794 |
10-Year T-Notes(CBOT) |
Mar12 |
120201 |
132~090 |
132~090 |
131~295 |
131~315 |
-0~085 |
903,283 |
1,744,826 |
-8,134 |
Jun12 |
120201 |
132~030 |
132~030 |
131~260 |
131~260 |
-0~090 |
6,772 |
8,434 |
+4,078 |
Sep12 |
120201 |
130~310 |
131~080 |
130~310 |
130~310 |
-0~090 |
|
|
|
Total Volume and Open Interest |
910,055 |
1,753,261 |
-4,056 |
5-Year T-Notes(CBOT) |
Mar12 |
120201 |
124~008 |
124~008 |
123~118 |
124~000 |
-0~006 |
428,536 |
1,467,268 |
-33,668 |
Jun12 |
120201 |
123~117 |
123~123 |
123~117 |
123~117 |
-0~006 |
613 |
1,845 |
+488 |
Sep12 |
120201 |
123~013 |
123~019 |
123~013 |
123~013 |
-0~006 |
|
|
|
Total Volume and Open Interest |
429,149 |
1,469,113 |
-33,180 |
2 Year T-Notes(CBOT) |
Mar12 |
120201 |
110~048 |
110~049 |
110~046 |
110~047 |
-0~001 |
96,953 |
902,742 |
+5,137 |
Jun12 |
120201 |
110~041 |
110~041 |
110~040 |
110~040 |
-0~001 |
124 |
3,970 |
+47 |
Sep12 |
120201 |
109~106 |
109~107 |
109~106 |
109~106 |
-0~001 |
|
|
|
Total Volume and Open Interest |
97,077 |
906,712 |
+5,184 |
Eurodollars(CME) |
Mar12 |
120201 |
99.550 |
99.580 |
99.550 |
99.570 |
+0.025 |
184,504 |
947,646 |
-28,862 |
Jun12 |
120201 |
99.545 |
99.575 |
99.540 |
99.565 |
+0.025 |
190,846 |
1,003,099 |
+4,063 |
Sep12 |
120201 |
99.525 |
99.560 |
99.520 |
99.540 |
+0.020 |
153,685 |
745,530 |
+11,033 |
Dec12 |
120201 |
99.500 |
99.535 |
99.500 |
99.515 |
+0.015 |
132,203 |
829,736 |
+16,923 |
Mar13 |
120201 |
99.500 |
99.525 |
99.500 |
99.505 |
+0.010 |
136,592 |
735,299 |
-5,438 |
Jun13 |
120201 |
99.485 |
99.505 |
99.475 |
99.485 |
+0.010 |
99,784 |
577,810 |
-306 |
Sep13 |
120201 |
99.460 |
99.480 |
99.450 |
99.460 |
+0.015 |
95,023 |
563,305 |
-5,627 |
Dec13 |
120201 |
99.410 |
99.435 |
99.400 |
99.420 |
+0.020 |
98,789 |
560,600 |
+1,322 |
Mar14 |
120201 |
99.355 |
99.385 |
99.345 |
99.365 |
+0.020 |
99,322 |
417,011 |
+5,393 |
Jun14 |
120201 |
99.270 |
99.300 |
99.250 |
99.280 |
+0.025 |
73,375 |
308,796 |
-5,798 |
Sep14 |
120201 |
99.160 |
99.185 |
99.135 |
99.170 |
+0.025 |
58,879 |
227,264 |
+1,062 |
Dec14 |
120201 |
99.010 |
99.035 |
98.985 |
99.020 |
+0.020 |
66,742 |
277,669 |
+1,039 |
Mar15 |
120201 |
98.860 |
98.880 |
98.830 |
98.865 |
+0.015 |
60,764 |
174,950 |
-4,083 |
Jun15 |
120201 |
0.386 |
0.406 |
0.356 |
0.391 |
+0.010 |
61,217 |
129,268 |
-1,009 |
Sep15 |
120201 |
0.216 |
0.236 |
0.191 |
0.221 |
+0.010 |
42,650 |
80,474 |
-838 |
Dec15 |
120201 |
0.041 |
0.061 |
0.016 |
0.041 |
+0.005 |
42,860 |
101,786 |
-3,205 |
Mar16 |
120201 |
6.455 |
6.465 |
6.420 |
6.440 |
-0.005 |
16,727 |
51,227 |
+808 |
Jun16 |
120201 |
6.305 |
6.315 |
6.270 |
6.285 |
-0.010 |
14,284 |
46,027 |
+420 |
Total Volume and Open Interest |
1,664,743 |
8,030,114 |
-9,747 |
30 Day Federal Funds(CBOT) |
Feb12 |
120201 |
99.905 |
99.910 |
99.895 |
99.900 |
-0.010 |
1,042 |
57,498 |
-175 |
Mar12 |
120201 |
99.900 |
99.905 |
99.890 |
99.895 |
-0.010 |
1,741 |
37,311 |
+716 |
Apr12 |
120201 |
99.900 |
99.905 |
99.885 |
99.895 |
-0.010 |
1,764 |
36,791 |
+207 |
May12 |
120201 |
99.900 |
99.900 |
99.890 |
99.895 |
-0.005 |
4,167 |
43,716 |
+802 |
Jun12 |
120201 |
99.905 |
99.905 |
99.885 |
99.890 |
-0.010 |
1,291 |
30,242 |
+7 |
Jul12 |
120201 |
99.895 |
99.900 |
99.885 |
99.890 |
-0.010 |
1,574 |
33,974 |
-154 |
Total Volume and Open Interest |
20,152 |
538,906 |
+2,190 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120201 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
40 |
+0 |
Jun12 |
120201 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
120201 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
120201 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
120201 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120201 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep13 |
120201 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Dec13 |
120201 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120201 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120201 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120201 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,841 |
+0 |
Jun12 |
120201 |
99.66 |
99.67 |
99.66 |
99.67 |
unch |
0 |
1,440 |
+0 |
Sep12 |
120201 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
711 |
+0 |
Dec12 |
120201 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
115 |
+0 |
Mar13 |
120201 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
120201 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
218 |
+0 |
Sep13 |
120201 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
325 |
+0 |
Dec13 |
120201 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
279 |
+0 |
Total Volume and Open Interest |
0 |
5,060 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120201 |
142.56 |
142.73 |
142.56 |
142.64 |
+0.06 |
2,461 |
26,094 |
+87 |
Jun12 |
120201 |
142.04 |
142.04 |
142.04 |
142.04 |
+0.08 |
10 |
12 |
+10 |
Sep12 |
120201 |
139.95 |
139.95 |
139.95 |
139.95 |
+0.08 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,471 |
26,115 |
+97 |
Euro-Bund(EUREX) |
Mar12 |
120201 |
139.75 |
139.77 |
138.99 |
139.24 |
-0.48 |
503,534 |
862,634 |
+3,643 |
Jun12 |
120201 |
137.78 |
137.82 |
137.30 |
137.53 |
-0.47 |
319 |
4,339 |
-9 |
Sep12 |
120201 |
137.44 |
137.44 |
137.44 |
137.44 |
-0.48 |
46 |
1 |
+0 |
Total Volume and Open Interest |
503,899 |
866,974 |
+3,634 |
Euro-Bobl(EUREX) |
Mar12 |
120201 |
125.62 |
125.67 |
125.35 |
125.41 |
-0.21 |
293,691 |
701,315 |
+4,715 |
Jun12 |
120201 |
123.81 |
123.81 |
123.81 |
123.81 |
-0.21 |
32 |
10,063 |
+0 |
Sep12 |
120201 |
123.71 |
123.71 |
123.71 |
123.71 |
-0.21 |
0 |
4 |
+0 |
Total Volume and Open Interest |
293,723 |
711,382 |
+4,715 |
3-Mth Euribor(EUREX) |
Mar12 |
120201 |
99.145 |
99.150 |
99.135 |
99.135 |
+0.020 |
0 |
1,856 |
+0 |
Jun12 |
120201 |
99.260 |
99.260 |
99.250 |
99.250 |
+0.020 |
0 |
1,105 |
+0 |
Sep12 |
120201 |
99.295 |
99.295 |
99.280 |
99.280 |
+0.020 |
2 |
1,193 |
+0 |
Total Volume and Open Interest |
2 |
6,687 |
+0 |
Long Gilt(LIFFE) |
Mar12 |
120201 |
117~04 |
117~06 |
116~10 |
116~17 |
-0~23 |
159,629 |
317,820 |
+2,872 |
Jun12 |
120201 |
115~17 |
115~17 |
115~17 |
115~17 |
-0~23 |
0 |
91 |
+2 |
Total Volume and Open Interest |
159,629 |
317,911 |
+2,874 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120201 |
99.01 |
99.02 |
99.00 |
99.01 |
unch |
76,680 |
329,699 |
-2,118 |
Jun12 |
120201 |
99.06 |
99.08 |
99.05 |
99.07 |
+0.01 |
57,760 |
251,442 |
+2,628 |
Sep12 |
120201 |
99.11 |
99.12 |
99.08 |
99.10 |
unch |
37,568 |
309,139 |
+1,363 |
Dec12 |
120201 |
99.13 |
99.14 |
99.08 |
99.10 |
-0.02 |
26,480 |
252,106 |
-2,713 |
Mar13 |
120201 |
99.14 |
99.15 |
99.09 |
99.10 |
-0.03 |
31,191 |
300,019 |
+4,037 |
Jun13 |
120201 |
99.13 |
99.13 |
99.06 |
99.07 |
-0.04 |
36,861 |
230,719 |
-179 |
Total Volume and Open Interest |
361,420 |
2,158,427 |
-2,929 |
3-Mth Euribor(LIFFE) |
Mar12 |
120201 |
99.110 |
99.155 |
99.100 |
99.135 |
+0.015 |
121,917 |
546,070 |
-6,869 |
Jun12 |
120201 |
99.225 |
99.275 |
99.220 |
99.250 |
+0.020 |
177,756 |
495,807 |
-4,630 |
Sep12 |
120201 |
99.280 |
99.315 |
99.255 |
99.280 |
+0.020 |
134,658 |
452,857 |
+1,741 |
Total Volume and Open Interest |
891,541 |
3,392,729 |
-23,095 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120201 |
95.86 |
95.88 |
95.85 |
95.88 |
+0.01 |
13,301 |
221,864 |
-618 |
Jun12 |
120201 |
96.19 |
96.23 |
96.18 |
96.23 |
+0.03 |
17,223 |
174,333 |
+532 |
Sep12 |
120201 |
96.32 |
96.37 |
96.29 |
96.36 |
+0.03 |
15,554 |
119,514 |
-1,043 |
Dec12 |
120201 |
96.30 |
96.38 |
96.29 |
96.36 |
+0.04 |
6,752 |
79,140 |
-1,370 |
Mar13 |
120201 |
96.26 |
96.34 |
96.25 |
96.33 |
+0.05 |
2,619 |
51,847 |
+309 |
Jun13 |
120201 |
96.20 |
96.29 |
96.20 |
96.28 |
+0.05 |
1,212 |
54,176 |
+292 |
Sep13 |
120201 |
96.15 |
96.24 |
96.15 |
96.23 |
+0.05 |
955 |
32,316 |
+121 |
Dec13 |
120201 |
96.10 |
96.18 |
96.10 |
96.16 |
+0.04 |
277 |
24,127 |
-232 |
Mar14 |
120201 |
96.05 |
96.11 |
96.05 |
96.11 |
+0.05 |
34 |
2,639 |
-57 |
Jun14 |
120201 |
95.96 |
96.02 |
95.96 |
96.02 |
+0.04 |
23 |
467 |
+0 |
Total Volume and Open Interest |
57,950 |
760,606 |
-2,066 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120201 |
96.23 |
96.30 |
96.21 |
96.27 |
+0.04 |
51,831 |
367,680 |
+1,051 |
Jun12 |
120201 |
96.27 |
96.27 |
96.27 |
96.27 |
+0.04 |
|
|
|
Total Volume and Open Interest |
51,831 |
367,680 |
+1,051 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120201 |
96.85 |
96.90 |
96.83 |
96.89 |
+0.03 |
158,919 |
446,545 |
+4,181 |
Jun12 |
120201 |
96.89 |
96.89 |
96.89 |
96.89 |
+0.03 |
|
|
|
Total Volume and Open Interest |
158,919 |
446,545 |
+4,181 |
Gold(CMX) |
Feb12 |
120201 |
1738.2 |
1751.1 |
1734.0 |
1747.1 |
+9.3 |
53,427 |
7,300 |
-21,803 |
Apr12 |
120201 |
1739.8 |
1754.0 |
1735.4 |
1749.5 |
+9.1 |
133,373 |
230,626 |
+16,629 |
Jun12 |
120201 |
1743.6 |
1756.4 |
1740.6 |
1752.3 |
+9.0 |
3,204 |
56,287 |
+373 |
Aug12 |
120201 |
1747.2 |
1755.6 |
1743.6 |
1754.8 |
+9.0 |
988 |
18,239 |
+530 |
Oct12 |
120201 |
1757.1 |
1757.1 |
1757.1 |
1757.1 |
+9.0 |
140 |
12,146 |
+6 |
Dec12 |
120201 |
1752.0 |
1763.0 |
1747.3 |
1759.4 |
+9.0 |
384 |
27,587 |
+64 |
Feb13 |
120201 |
1752.1 |
1762.0 |
1752.1 |
1761.6 |
+9.1 |
123 |
11,919 |
+10 |
Apr13 |
120201 |
1763.9 |
1763.9 |
1763.9 |
1763.9 |
+9.0 |
0 |
2,759 |
+0 |
Jun13 |
120201 |
1766.7 |
1766.7 |
1766.7 |
1766.7 |
+9.0 |
0 |
11,444 |
+0 |
Aug13 |
120201 |
1769.6 |
1769.6 |
1769.6 |
1769.6 |
+8.9 |
1 |
154 |
-1 |
Oct13 |
120201 |
1772.6 |
1772.6 |
1772.6 |
1772.6 |
+8.9 |
0 |
1 |
+0 |
Dec13 |
120201 |
1775.9 |
1775.9 |
1775.9 |
1775.9 |
+8.8 |
85 |
11,125 |
+0 |
Total Volume and Open Interest |
193,654 |
426,295 |
-3,864 |
Silver(CMX) |
Mar12 |
120201 |
3310.5 |
3400.0 |
3307.0 |
3380.7 |
+54.5 |
30,573 |
49,030 |
-23 |
May12 |
120201 |
3325.0 |
3401.0 |
3315.0 |
3386.8 |
+54.9 |
2,387 |
12,795 |
+687 |
Jul12 |
120201 |
3330.5 |
3408.0 |
3327.5 |
3391.7 |
+55.3 |
694 |
5,925 |
-59 |
Sep12 |
120201 |
3388.0 |
3394.8 |
3388.0 |
3394.8 |
+55.6 |
167 |
3,393 |
+52 |
Dec12 |
120201 |
3340.5 |
3411.5 |
3334.5 |
3398.5 |
+55.7 |
218 |
14,071 |
+74 |
Mar13 |
120201 |
3398.4 |
3398.4 |
3398.4 |
3398.4 |
+55.8 |
0 |
1,363 |
+0 |
May13 |
120201 |
3397.7 |
3397.7 |
3397.7 |
3397.7 |
+56.0 |
0 |
1,085 |
+0 |
Total Volume and Open Interest |
34,127 |
102,642 |
+757 |
Platinum(NYMEX) |
Apr12 |
120201 |
1588.5 |
1628.0 |
1588.5 |
1623.2 |
+35.1 |
5,625 |
43,450 |
-107 |
Jul12 |
120201 |
1604.2 |
1626.8 |
1603.3 |
1626.7 |
+35.1 |
135 |
1,816 |
+118 |
Oct12 |
120201 |
1604.5 |
1629.9 |
1604.5 |
1629.9 |
+35.1 |
5 |
152 |
+4 |
Jan13 |
120201 |
1632.9 |
1632.9 |
1632.9 |
1632.9 |
+35.1 |
0 |
3 |
+0 |
Total Volume and Open Interest |
5,767 |
45,421 |
+15 |
Palladium(NYMEX) |
Mar12 |
120201 |
30.04 |
43.54 |
28.69 |
41.34 |
+10.35 |
1,808 |
18,343 |
+181 |
Jun12 |
120201 |
31.04 |
45.29 |
31.04 |
43.04 |
+10.35 |
124 |
971 |
+53 |
Sep12 |
120201 |
44.39 |
44.39 |
44.39 |
44.39 |
+10.35 |
36 |
158 |
+1 |
Total Volume and Open Interest |
1,969 |
19,473 |
+236 |
Copper(CMX) |
Mar12 |
120201 |
379.10 |
384.80 |
376.30 |
384.20 |
+5.20 |
45,591 |
71,816 |
+85 |
May12 |
120201 |
380.60 |
385.70 |
377.50 |
385.25 |
+5.15 |
4,497 |
31,017 |
+1,337 |
Jul12 |
120201 |
380.75 |
386.40 |
379.25 |
386.25 |
+5.10 |
1,652 |
25,090 |
-181 |
Sep12 |
120201 |
384.30 |
387.00 |
381.35 |
387.00 |
+5.15 |
292 |
3,936 |
+107 |
Dec12 |
120201 |
382.45 |
388.35 |
380.35 |
387.75 |
+5.20 |
624 |
6,625 |
+466 |
Total Volume and Open Interest |
53,724 |
149,841 |
+2,089 |
DJIA Index(CBOT) |
Mar12 |
120201 |
12575 |
12730 |
12562 |
12653 |
+76 |
234 |
11,001 |
-162 |
Jun12 |
120201 |
12583 |
12583 |
12507 |
12583 |
+76 |
0 |
283 |
+0 |
Sep12 |
120201 |
12520 |
12520 |
12444 |
12520 |
+76 |
|
|
|
Dec12 |
120201 |
12443 |
12443 |
12367 |
12443 |
+76 |
|
|
|
Total Volume and Open Interest |
234 |
11,284 |
-162 |
E-mini DJIA Index(CBOT) |
Mar12 |
120201 |
12579 |
12735 |
12550 |
12653 |
+76 |
99,401 |
107,828 |
+4,665 |
Jun12 |
120201 |
12611 |
12619 |
12583 |
12583 |
+76 |
3 |
65 |
+1 |
Sep12 |
120201 |
12520 |
12520 |
12520 |
12520 |
+76 |
0 |
12 |
+0 |
Dec12 |
120201 |
12501 |
12501 |
12443 |
12443 |
+76 |
0 |
2 |
+0 |
Total Volume and Open Interest |
99,404 |
107,907 |
+4,666 |
S & P 500(CME) |
Mar12 |
120201 |
1307.90 |
1327.00 |
1303.80 |
1319.80 |
+11.60 |
11,995 |
248,143 |
+5 |
Jun12 |
120201 |
1318.50 |
1322.00 |
1313.00 |
1314.10 |
+11.60 |
0 |
2,886 |
+0 |
Sep12 |
120201 |
1311.00 |
1315.80 |
1306.80 |
1307.90 |
+11.60 |
1 |
1,092 |
+1 |
Dec12 |
120201 |
1307.00 |
1309.70 |
1300.70 |
1301.40 |
+11.20 |
0 |
226 |
+0 |
Total Volume and Open Interest |
11,996 |
252,347 |
+6 |
S & P 500 E-Mini(Globex) |
Mar12 |
120201 |
1307.75 |
1327.00 |
1303.75 |
1319.75 |
+11.50 |
1,710,571 |
2,641,729 |
+10,874 |
Jun12 |
120201 |
1301.00 |
1321.00 |
1299.00 |
1314.00 |
+11.50 |
7,296 |
48,363 |
+1,689 |
Total Volume and Open Interest |
1,717,874 |
2,690,440 |
+12,568 |
NASDAQ 100(CME) |
Mar12 |
120201 |
2457.50 |
2495.00 |
2454.00 |
2487.50 |
+23.20 |
869 |
15,091 |
+486 |
Jun12 |
120201 |
2482.30 |
2490.00 |
2480.00 |
2482.30 |
+23.30 |
|
|
|
Sep12 |
120201 |
2479.80 |
2479.80 |
2477.50 |
2479.80 |
+23.30 |
|
|
|
Total Volume and Open Interest |
869 |
15,091 |
+486 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120201 |
2455.00 |
2494.30 |
2453.50 |
2487.50 |
+23.20 |
182,360 |
385,979 |
+7,812 |
Jun12 |
120201 |
2477.50 |
2482.30 |
2472.00 |
2482.30 |
+23.30 |
29 |
191 |
-1 |
Total Volume and Open Interest |
182,391 |
386,176 |
+7,811 |
S & P Midcap 400(CME) |
Mar12 |
120201 |
951.80 |
952.00 |
951.80 |
951.80 |
+16.90 |
0 |
1,626 |
+0 |
Jun12 |
120201 |
949.40 |
949.60 |
949.40 |
949.40 |
+16.90 |
|
|
|
Sep12 |
120201 |
947.40 |
947.60 |
947.40 |
947.40 |
+16.90 |
|
|
|
Total Volume and Open Interest |
0 |
1,626 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120201 |
8815 |
8905 |
8775 |
8860 |
+50 |
5,668 |
22,273 |
-742 |
Jun12 |
120201 |
8800 |
8800 |
8750 |
8800 |
+50 |
2 |
43 |
+0 |
Total Volume and Open Interest |
5,670 |
22,316 |
-742 |
Nikkei 225(SGX) |
Mar12 |
120201 |
8810 |
8835 |
8775 |
8780 |
-20 |
89,988 |
199,770 |
-4,819 |
Jun12 |
120201 |
8735 |
8775 |
8700 |
8700 |
-25 |
13 |
6,638 |
+13 |
Sep12 |
120201 |
8700 |
8700 |
8700 |
8700 |
-20 |
0 |
30 |
+0 |
Total Volume and Open Interest |
90,674 |
218,324 |
-4,486 |
CAC 40(EURONEXT) |
Feb12 |
120201 |
3315.0 |
3376.0 |
3307.0 |
3366.0 |
+63.5 |
78,930 |
296,520 |
+8,261 |
Mar12 |
120201 |
3312.5 |
3375.0 |
3307.0 |
3366.0 |
+62.5 |
689 |
25,538 |
+178 |
Apr12 |
120201 |
3338.5 |
3360.5 |
3338.5 |
3360.5 |
+63.0 |
17 |
6 |
+6 |
Total Volume and Open Interest |
79,638 |
322,119 |
+8,445 |
Hang Seng Index(HKFE) |
Feb12 |
120201 |
20357 |
20571 |
20287 |
20378 |
+21 |
75,893 |
81,233 |
+4,898 |
Mar12 |
120201 |
20300 |
20500 |
20230 |
20321 |
+18 |
433 |
5,940 |
+56 |
Total Volume and Open Interest |
90,991 |
108,370 |
-9,827 |
DAX(EUREX) |
Mar12 |
120201 |
6475.0 |
6636.0 |
6465.5 |
6611.5 |
+143.0 |
126,553 |
162,083 |
-163 |
Jun12 |
120201 |
6487.0 |
6645.0 |
6484.0 |
6625.5 |
+144.0 |
160 |
5,258 |
-43 |
Sep12 |
120201 |
6494.5 |
6647.0 |
6494.5 |
6632.5 |
+143.0 |
31 |
472 |
-12 |
Total Volume and Open Interest |
126,744 |
167,813 |
-218 |
FT-SE 100(EURONEXT) |
Mar12 |
120201 |
5667.00 |
5760.50 |
5643.00 |
5748.00 |
+103.50 |
120,736 |
638,756 |
+6,990 |
Jun12 |
120201 |
5645.50 |
5698.50 |
5645.50 |
5698.50 |
+102.50 |
6 |
7,382 |
+9 |
Sep12 |
120201 |
5666.50 |
5666.50 |
5666.50 |
5666.50 |
+103.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
120,742 |
646,148 |
+6,999 |
SPI 200(SFE) |
Mar12 |
120201 |
4232.0 |
4256.0 |
4188.0 |
4193.0 |
-33.0 |
31,975 |
185,568 |
+478 |
Jun12 |
120201 |
4201.0 |
4203.0 |
4201.0 |
4203.0 |
-34.0 |
236 |
2,238 |
+78 |
Sep12 |
120201 |
4170.0 |
4170.0 |
4170.0 |
4170.0 |
-32.0 |
34 |
1,354 |
+25 |
Total Volume and Open Interest |
32,323 |
191,075 |
+597 |
GSCI(CME) |
Feb12 |
120201 |
665.00 |
665.00 |
660.25 |
660.25 |
-1.50 |
65 |
10,194 |
+25 |
Mar12 |
120201 |
668.25 |
668.25 |
663.50 |
663.50 |
-1.25 |
10 |
12 |
+5 |
Apr12 |
120201 |
665.25 |
665.25 |
665.25 |
665.25 |
-1.00 |
|
|
|
Total Volume and Open Interest |
75 |
10,206 |
+30 |
Reuters CCI(ICE) |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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