|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu February 02, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120202 |
1213.50 |
1225.00 |
1206.25 |
1217.00 |
+1.75 |
109,498 |
193,472 |
-2,698 |
May12 |
120202 |
1222.25 |
1233.50 |
1215.25 |
1225.50 |
+1.25 |
36,293 |
111,866 |
+4,971 |
Jul12 |
120202 |
1232.25 |
1242.50 |
1224.00 |
1235.00 |
+2.25 |
29,489 |
99,333 |
+2,492 |
Aug12 |
120202 |
1237.25 |
1237.75 |
1230.00 |
1232.75 |
+2.25 |
632 |
2,570 |
+107 |
Sep12 |
120202 |
1220.25 |
1230.75 |
1217.00 |
1227.50 |
+4.00 |
376 |
1,881 |
+91 |
Nov12 |
120202 |
1216.25 |
1225.25 |
1210.50 |
1223.75 |
+5.50 |
11,552 |
70,236 |
+1,078 |
Jan13 |
120202 |
1222.25 |
1232.25 |
1222.00 |
1231.00 |
+5.25 |
144 |
14,187 |
-26 |
Mar13 |
120202 |
1230.50 |
1235.00 |
1224.25 |
1233.75 |
+2.00 |
37 |
1,630 |
+5 |
May13 |
120202 |
1229.75 |
1232.50 |
1228.00 |
1232.00 |
+2.25 |
28 |
912 |
+15 |
Jul13 |
120202 |
1232.75 |
1237.75 |
1231.25 |
1234.25 |
+3.00 |
163 |
1,332 |
+3 |
Aug13 |
120202 |
1230.25 |
1230.25 |
1227.25 |
1230.25 |
+3.00 |
0 |
2 |
+0 |
Sep13 |
120202 |
1213.50 |
1213.50 |
1210.50 |
1213.50 |
+3.00 |
|
|
|
Nov13 |
120202 |
1193.00 |
1203.25 |
1193.00 |
1200.00 |
+3.00 |
39 |
2,718 |
+11 |
Jan14 |
120202 |
1207.25 |
1207.25 |
1204.25 |
1207.25 |
+3.00 |
1 |
60 |
+0 |
Total Volume and Open Interest |
188,253 |
500,592 |
+6,050 |
Soybean Meal(CBOT) |
Mar12 |
120202 |
322.10 |
327.20 |
319.80 |
323.40 |
+1.10 |
36,131 |
87,368 |
-1,032 |
May12 |
120202 |
324.50 |
328.90 |
321.80 |
325.30 |
+1.00 |
9,246 |
35,004 |
+769 |
Jul12 |
120202 |
326.10 |
331.20 |
324.20 |
327.80 |
+1.10 |
4,314 |
32,513 |
-85 |
Aug12 |
120202 |
325.30 |
330.30 |
325.30 |
327.20 |
+1.30 |
500 |
6,492 |
+70 |
Sep12 |
120202 |
324.00 |
328.40 |
323.00 |
325.80 |
+1.60 |
306 |
5,729 |
-4 |
Oct12 |
120202 |
321.70 |
322.80 |
320.00 |
322.80 |
+2.80 |
170 |
3,551 |
-8 |
Dec12 |
120202 |
319.20 |
323.60 |
317.70 |
322.40 |
+3.00 |
1,858 |
23,665 |
+3 |
Jan13 |
120202 |
324.30 |
324.30 |
320.90 |
323.80 |
+2.90 |
63 |
2,186 |
-57 |
Mar13 |
120202 |
326.10 |
327.10 |
323.30 |
325.80 |
+2.50 |
3 |
2,808 |
+2 |
May13 |
120202 |
325.80 |
325.80 |
323.80 |
325.80 |
+2.00 |
0 |
1,528 |
+0 |
Total Volume and Open Interest |
52,594 |
202,350 |
-339 |
Soybean Oil(CBOT) |
Mar12 |
120202 |
51.18 |
51.34 |
50.86 |
51.19 |
+0.01 |
51,469 |
144,802 |
-1,441 |
May12 |
120202 |
51.58 |
51.77 |
51.28 |
51.62 |
+0.01 |
18,069 |
78,156 |
+5,746 |
Jul12 |
120202 |
52.00 |
52.15 |
51.71 |
52.04 |
+0.03 |
5,379 |
51,755 |
+486 |
Aug12 |
120202 |
51.88 |
52.17 |
51.88 |
52.17 |
+0.04 |
498 |
6,482 |
+129 |
Sep12 |
120202 |
52.20 |
52.30 |
52.09 |
52.30 |
+0.05 |
522 |
5,477 |
+70 |
Oct12 |
120202 |
52.31 |
52.36 |
52.20 |
52.36 |
+0.04 |
245 |
5,517 |
+24 |
Dec12 |
120202 |
52.49 |
52.75 |
52.28 |
52.58 |
+0.04 |
2,074 |
31,192 |
+73 |
Jan13 |
120202 |
52.64 |
52.75 |
52.60 |
52.75 |
+0.04 |
1 |
829 |
-1 |
Mar13 |
120202 |
52.89 |
53.00 |
52.89 |
53.00 |
+0.04 |
0 |
868 |
+0 |
May13 |
120202 |
53.10 |
53.10 |
53.06 |
53.10 |
+0.04 |
0 |
135 |
+0 |
Total Volume and Open Interest |
78,521 |
326,264 |
+5,130 |
Canola(WCE) |
Mar12 |
120202 |
524.0 |
525.8 |
521.7 |
522.7 |
-1.1 |
10,015 |
72,398 |
-3,484 |
May12 |
120202 |
528.5 |
531.0 |
526.8 |
527.4 |
-2.0 |
8,372 |
37,062 |
+2,216 |
Jul12 |
120202 |
531.5 |
533.8 |
530.2 |
531.2 |
-0.3 |
2,422 |
26,053 |
+301 |
Nov12 |
120202 |
504.9 |
512.9 |
504.9 |
512.0 |
+2.0 |
794 |
27,431 |
+13 |
Jan13 |
120202 |
515.8 |
517.4 |
514.4 |
516.9 |
+2.4 |
18 |
1,600 |
+14 |
Total Volume and Open Interest |
21,625 |
165,727 |
-939 |
Corn(CBOT) |
Mar12 |
120202 |
641.75 |
647.00 |
634.25 |
643.00 |
+1.00 |
213,385 |
406,246 |
-8,184 |
May12 |
120202 |
646.75 |
653.00 |
640.50 |
649.50 |
+1.25 |
79,864 |
261,294 |
+13,582 |
Jul12 |
120202 |
651.25 |
656.75 |
644.75 |
653.50 |
+1.75 |
61,687 |
209,212 |
+1,469 |
Sep12 |
120202 |
595.00 |
601.50 |
591.50 |
601.50 |
+3.25 |
5,183 |
67,441 |
+1,051 |
Dec12 |
120202 |
573.25 |
579.50 |
570.25 |
579.00 |
+2.25 |
26,769 |
223,524 |
+2,723 |
Mar13 |
120202 |
585.00 |
591.00 |
583.25 |
591.00 |
+2.50 |
660 |
42,429 |
+263 |
May13 |
120202 |
592.25 |
598.50 |
590.50 |
598.25 |
+2.50 |
122 |
2,187 |
+35 |
Jul13 |
120202 |
597.75 |
603.75 |
597.25 |
603.75 |
+2.50 |
204 |
2,745 |
-15 |
Sep13 |
120202 |
569.50 |
574.75 |
568.00 |
571.25 |
-3.50 |
15 |
577 |
+1 |
Dec13 |
120202 |
560.00 |
563.75 |
558.25 |
562.75 |
-1.00 |
361 |
17,419 |
+38 |
Total Volume and Open Interest |
388,361 |
1,235,541 |
+11,011 |
Wheat(CBOT) |
Mar12 |
120202 |
674.25 |
674.25 |
657.00 |
662.75 |
-11.50 |
82,779 |
174,052 |
-1,278 |
May12 |
120202 |
687.50 |
687.50 |
673.00 |
678.00 |
-9.50 |
32,383 |
104,685 |
+8,004 |
Jul12 |
120202 |
697.00 |
697.50 |
686.00 |
691.75 |
-5.50 |
19,512 |
94,491 |
-1,808 |
Sep12 |
120202 |
710.50 |
712.00 |
700.50 |
708.00 |
-3.00 |
2,588 |
30,638 |
+237 |
Dec12 |
120202 |
726.50 |
729.00 |
714.50 |
724.75 |
-1.75 |
7,679 |
55,237 |
+630 |
Mar13 |
120202 |
731.00 |
740.25 |
731.00 |
738.75 |
-1.00 |
285 |
4,040 |
+144 |
Total Volume and Open Interest |
145,561 |
469,173 |
+6,063 |
Wheat(KCBT) |
Mar12 |
120202 |
722.50 |
725.00 |
713.25 |
717.75 |
-4.75 |
13,547 |
51,728 |
-615 |
May12 |
120202 |
730.00 |
733.00 |
721.50 |
726.00 |
-4.75 |
6,813 |
27,540 |
+2,040 |
Jul12 |
120202 |
737.75 |
740.00 |
728.50 |
733.50 |
-4.75 |
4,175 |
42,430 |
+459 |
Sep12 |
120202 |
747.75 |
750.00 |
740.25 |
744.25 |
-5.75 |
768 |
9,981 |
+179 |
Dec12 |
120202 |
765.25 |
767.00 |
756.25 |
762.00 |
-4.00 |
1,240 |
14,284 |
+578 |
Mar13 |
120202 |
776.25 |
777.50 |
771.75 |
773.50 |
-3.00 |
23 |
485 |
-17 |
Total Volume and Open Interest |
26,591 |
146,854 |
+2,644 |
Wheat(MGE) |
Mar12 |
120202 |
838.50 |
843.50 |
831.75 |
836.00 |
-0.75 |
2,169 |
12,804 |
-240 |
May12 |
120202 |
824.00 |
829.00 |
817.50 |
823.00 |
-1.25 |
619 |
9,160 |
+4 |
Jul12 |
120202 |
814.00 |
816.50 |
809.00 |
811.25 |
-1.75 |
360 |
9,040 |
+40 |
Sep12 |
120202 |
785.75 |
794.25 |
784.00 |
785.25 |
-5.25 |
214 |
5,401 |
+83 |
Dec12 |
120202 |
792.75 |
802.00 |
791.00 |
792.50 |
-5.00 |
267 |
4,214 |
+100 |
Total Volume and Open Interest |
3,649 |
40,938 |
-9 |
Oats(CBOT) |
Mar12 |
120202 |
307.50 |
313.50 |
303.00 |
308.00 |
+3.00 |
1,542 |
7,373 |
-1,002 |
May12 |
120202 |
302.50 |
307.00 |
299.50 |
302.25 |
+1.00 |
1,220 |
4,937 |
+682 |
Jul12 |
120202 |
305.00 |
307.50 |
303.00 |
304.75 |
+1.75 |
40 |
309 |
+25 |
Sep12 |
120202 |
308.00 |
308.00 |
303.25 |
308.00 |
+4.75 |
7 |
42 |
+4 |
Total Volume and Open Interest |
2,830 |
13,649 |
-282 |
Rough Rice(CBOT) |
Mar12 |
120202 |
13.85 |
13.90 |
13.61 |
13.64 |
-0.10 |
2,246 |
10,819 |
-620 |
May12 |
120202 |
14.07 |
14.15 |
13.89 |
13.91 |
-0.11 |
1,353 |
3,081 |
+847 |
Jul12 |
120202 |
14.28 |
14.34 |
14.19 |
14.19 |
-0.10 |
3 |
704 |
+2 |
Sep12 |
120202 |
14.16 |
14.21 |
14.16 |
14.16 |
-0.05 |
1 |
331 |
+1 |
Total Volume and Open Interest |
3,603 |
14,940 |
+230 |
Live Cattle(CME) |
Feb12 |
120202 |
125.535 |
125.635 |
124.950 |
125.150 |
-0.550 |
13,914 |
43,891 |
-3,278 |
Apr12 |
120202 |
129.130 |
129.285 |
128.550 |
128.900 |
-0.335 |
22,225 |
136,529 |
+466 |
Jun12 |
120202 |
128.300 |
128.435 |
127.900 |
128.100 |
-0.435 |
12,316 |
90,543 |
+505 |
Aug12 |
120202 |
129.850 |
129.985 |
129.630 |
129.750 |
-0.300 |
4,872 |
40,790 |
+473 |
Oct12 |
120202 |
132.800 |
133.075 |
132.650 |
132.985 |
-0.250 |
2,323 |
15,034 |
+735 |
Dec12 |
120202 |
133.400 |
133.800 |
133.235 |
133.800 |
-0.200 |
930 |
8,908 |
+215 |
Total Volume and Open Interest |
57,101 |
339,209 |
-584 |
Feeder Cattle(CME) |
Mar12 |
120202 |
155.735 |
155.735 |
154.985 |
155.380 |
-0.470 |
2,855 |
20,488 |
+202 |
Apr12 |
120202 |
157.785 |
158.130 |
157.500 |
157.935 |
-0.300 |
1,189 |
6,861 |
+179 |
May12 |
120202 |
158.750 |
159.050 |
158.400 |
158.785 |
-0.250 |
1,488 |
6,877 |
+357 |
Aug12 |
120202 |
160.000 |
160.300 |
159.700 |
160.130 |
-0.355 |
1,144 |
8,064 |
+407 |
Sep12 |
120202 |
159.600 |
159.800 |
159.600 |
159.800 |
-0.300 |
144 |
1,417 |
+68 |
Oct12 |
120202 |
159.785 |
160.100 |
159.450 |
160.100 |
unch |
62 |
656 |
+22 |
Nov12 |
120202 |
159.700 |
160.000 |
159.500 |
160.000 |
-0.100 |
25 |
342 |
+17 |
Total Volume and Open Interest |
6,907 |
44,705 |
+1,252 |
Lean Hogs(CME) |
Feb12 |
120202 |
87.500 |
87.785 |
87.200 |
87.580 |
-0.055 |
8,409 |
18,746 |
-2,350 |
Apr12 |
120202 |
90.350 |
90.785 |
89.535 |
89.750 |
-0.600 |
15,985 |
95,151 |
-1,221 |
May12 |
120202 |
97.450 |
97.600 |
97.050 |
97.550 |
+0.150 |
98 |
2,652 |
-3 |
Jun12 |
120202 |
99.000 |
99.350 |
98.535 |
98.750 |
-0.200 |
6,841 |
60,351 |
-471 |
Jul12 |
120202 |
98.950 |
99.300 |
98.700 |
99.150 |
+0.100 |
2,668 |
19,293 |
+977 |
Aug12 |
120202 |
98.480 |
98.600 |
98.035 |
98.230 |
-0.170 |
1,534 |
20,673 |
-216 |
Oct12 |
120202 |
88.300 |
88.950 |
88.300 |
88.850 |
+0.200 |
1,505 |
17,916 |
+672 |
Dec12 |
120202 |
84.200 |
84.500 |
84.000 |
84.480 |
+0.280 |
1,538 |
9,988 |
+649 |
Total Volume and Open Interest |
39,080 |
248,543 |
-1,686 |
Class III Milk(CME) |
Feb12 |
120202 |
16.35 |
16.35 |
16.12 |
16.15 |
-0.20 |
145 |
5,426 |
-25 |
Mar12 |
120202 |
16.12 |
16.26 |
15.73 |
15.82 |
-0.43 |
432 |
5,894 |
+96 |
Apr12 |
120202 |
16.18 |
16.18 |
15.72 |
15.89 |
-0.29 |
152 |
3,318 |
+17 |
May12 |
120202 |
16.43 |
16.43 |
16.23 |
16.37 |
-0.06 |
65 |
2,962 |
+14 |
Jun12 |
120202 |
16.70 |
16.70 |
16.58 |
16.66 |
unch |
32 |
2,526 |
+15 |
Total Volume and Open Interest |
1,122 |
34,643 |
+281 |
Cocoa(ICE) |
Mar12 |
120202 |
2234 |
2255 |
2210 |
2225 |
unch |
12,157 |
62,475 |
-1,916 |
May12 |
120202 |
2266 |
2287 |
2245 |
2255 |
-4 |
6,116 |
39,070 |
+803 |
Jul12 |
120202 |
2288 |
2309 |
2274 |
2282 |
-2 |
1,292 |
25,354 |
+307 |
Sep12 |
120202 |
2305 |
2309 |
2290 |
2301 |
-3 |
349 |
15,546 |
+43 |
Dec12 |
120202 |
2329 |
2331 |
2313 |
2321 |
-3 |
567 |
15,571 |
+264 |
Mar13 |
120202 |
2340 |
2353 |
2333 |
2347 |
+1 |
279 |
6,940 |
+127 |
May13 |
120202 |
2363 |
2363 |
2363 |
2363 |
-1 |
214 |
2,610 |
+12 |
Total Volume and Open Interest |
21,057 |
168,576 |
-337 |
Coffee "C"(ICE) |
Mar12 |
120202 |
214.00 |
216.15 |
210.95 |
215.60 |
+1.50 |
16,270 |
55,063 |
+274 |
May12 |
120202 |
217.00 |
219.00 |
213.85 |
218.55 |
+1.45 |
8,308 |
34,810 |
+3,244 |
Jul12 |
120202 |
220.20 |
221.90 |
216.80 |
221.50 |
+1.45 |
2,295 |
17,288 |
+479 |
Sep12 |
120202 |
222.20 |
224.55 |
219.70 |
224.20 |
+1.55 |
571 |
7,900 |
-9 |
Dec12 |
120202 |
225.40 |
227.95 |
224.00 |
227.75 |
+1.90 |
188 |
7,533 |
-7 |
Mar13 |
120202 |
228.25 |
231.60 |
227.90 |
231.55 |
+2.85 |
29 |
1,103 |
+1 |
Total Volume and Open Interest |
27,663 |
124,356 |
+3,983 |
Orange Juice(ICE) |
Mar12 |
120202 |
205.05 |
207.80 |
197.20 |
204.00 |
-1.20 |
1,258 |
19,053 |
-666 |
May12 |
120202 |
199.70 |
199.85 |
191.85 |
198.60 |
+0.35 |
633 |
5,399 |
+263 |
Jul12 |
120202 |
190.00 |
192.00 |
187.00 |
191.85 |
+2.10 |
0 |
1,053 |
+0 |
Sep12 |
120202 |
188.85 |
188.85 |
188.85 |
188.85 |
+3.60 |
0 |
350 |
+0 |
Nov12 |
120202 |
179.95 |
180.60 |
179.95 |
180.60 |
+0.85 |
0 |
300 |
+0 |
Jan13 |
120202 |
178.10 |
178.10 |
178.10 |
178.10 |
+0.85 |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,891 |
26,164 |
-403 |
Sugar #11(ICE) |
Mar12 |
120202 |
23.66 |
23.80 |
23.41 |
23.48 |
-0.11 |
44,610 |
198,325 |
-3,623 |
May12 |
120202 |
23.20 |
23.25 |
22.85 |
22.90 |
-0.17 |
27,402 |
136,630 |
+9,379 |
Jul12 |
120202 |
22.69 |
22.80 |
22.41 |
22.46 |
-0.19 |
15,370 |
151,655 |
+2,142 |
Oct12 |
120202 |
23.12 |
23.20 |
22.84 |
22.89 |
-0.18 |
7,793 |
72,673 |
+648 |
Mar13 |
120202 |
23.85 |
23.98 |
23.64 |
23.72 |
-0.13 |
3,165 |
51,189 |
+888 |
Total Volume and Open Interest |
100,989 |
666,733 |
+9,897 |
London Cocoa(LCE) |
Mar12 |
120202 |
1447 |
1466 |
1442 |
1449 |
+6 |
10,039 |
65,760 |
-833 |
May12 |
120202 |
1465 |
1483 |
1460 |
1465 |
+5 |
5,427 |
23,455 |
-434 |
Jul12 |
120202 |
1480 |
1499 |
1475 |
1480 |
+5 |
2,731 |
30,038 |
-1,157 |
Sep12 |
120202 |
1490 |
1508 |
1485 |
1491 |
+5 |
1,217 |
24,266 |
+131 |
Dec12 |
120202 |
1496 |
1514 |
1491 |
1497 |
+2 |
1,674 |
17,799 |
-712 |
Mar13 |
120202 |
1506 |
1525 |
1500 |
1502 |
-4 |
1,029 |
10,232 |
+9 |
May13 |
120202 |
1518 |
1518 |
1507 |
1507 |
-7 |
246 |
5,677 |
+0 |
Total Volume and Open Interest |
22,735 |
178,989 |
-2,981 |
London Sugar(LCE) |
Mar12 |
120202 |
630.80 |
633.60 |
627.10 |
629.80 |
+0.10 |
10,192 |
25,997 |
-1,654 |
May12 |
120202 |
612.00 |
615.00 |
609.00 |
612.30 |
+0.60 |
3,914 |
21,299 |
+1,053 |
Aug12 |
120202 |
600.90 |
602.30 |
596.60 |
599.60 |
+0.10 |
1,309 |
16,622 |
+494 |
Oct12 |
120202 |
600.70 |
602.50 |
597.60 |
600.20 |
+0.40 |
845 |
5,672 |
-76 |
Dec12 |
120202 |
603.90 |
606.60 |
602.60 |
604.40 |
+0.10 |
431 |
2,051 |
+35 |
Total Volume and Open Interest |
17,019 |
74,632 |
+52 |
Cotton(ICE) |
Mar12 |
120202 |
93.40 |
94.88 |
92.69 |
94.21 |
+0.82 |
17,923 |
74,310 |
-1,494 |
May12 |
120202 |
94.93 |
96.13 |
94.12 |
95.49 |
+0.70 |
9,484 |
41,618 |
+4,446 |
Jul12 |
120202 |
95.99 |
97.15 |
95.33 |
96.56 |
+0.58 |
2,733 |
36,595 |
+1,197 |
Oct12 |
120202 |
96.39 |
96.39 |
96.39 |
96.39 |
+0.58 |
0 |
89 |
+0 |
Dec12 |
120202 |
94.10 |
95.15 |
94.00 |
95.06 |
+0.59 |
791 |
18,408 |
+330 |
Mar13 |
120202 |
95.46 |
96.17 |
95.46 |
96.17 |
+0.85 |
78 |
665 |
+37 |
Total Volume and Open Interest |
31,011 |
172,686 |
+4,517 |
Lumber(CME) |
Mar12 |
120202 |
253.6 |
256.3 |
249.0 |
252.8 |
-1.2 |
1,054 |
6,097 |
-250 |
May12 |
120202 |
264.0 |
267.4 |
259.3 |
260.8 |
-6.2 |
653 |
2,908 |
+145 |
Jul12 |
120202 |
274.1 |
274.9 |
270.0 |
272.4 |
-3.7 |
174 |
541 |
-14 |
Sep12 |
120202 |
279.0 |
279.0 |
275.8 |
278.3 |
-1.8 |
191 |
497 |
+105 |
Total Volume and Open Interest |
2,074 |
10,079 |
-12 |
Crude Oil(NYM) |
Mar12 |
120202 |
97.11 |
97.99 |
95.44 |
96.36 |
-1.25 |
373,891 |
290,337 |
-435 |
Apr12 |
120202 |
97.60 |
98.35 |
95.82 |
96.74 |
-1.25 |
94,229 |
107,730 |
+7,846 |
May12 |
120202 |
97.90 |
98.79 |
96.26 |
97.17 |
-1.24 |
48,066 |
101,780 |
+2,426 |
Jun12 |
120202 |
98.50 |
99.14 |
96.67 |
97.57 |
-1.22 |
58,384 |
102,356 |
+1,638 |
Jul12 |
120202 |
98.85 |
99.25 |
97.05 |
97.91 |
-1.17 |
17,845 |
49,795 |
+1,704 |
Aug12 |
120202 |
99.27 |
99.27 |
97.37 |
98.16 |
-1.11 |
8,231 |
40,165 |
+4 |
Sep12 |
120202 |
98.98 |
99.11 |
97.59 |
98.39 |
-1.04 |
10,422 |
42,961 |
+291 |
Oct12 |
120202 |
97.95 |
98.79 |
97.89 |
98.60 |
-0.98 |
4,941 |
32,675 |
+658 |
Nov12 |
120202 |
99.86 |
99.88 |
98.42 |
98.80 |
-0.91 |
5,255 |
33,260 |
-67 |
Dec12 |
120202 |
99.88 |
100.32 |
98.12 |
98.97 |
-0.86 |
51,606 |
188,418 |
+517 |
Jan13 |
120202 |
100.00 |
100.00 |
98.55 |
98.98 |
-0.83 |
3,209 |
31,059 |
+55 |
Feb13 |
120202 |
98.93 |
98.93 |
98.92 |
98.93 |
-0.81 |
883 |
16,676 |
+40 |
Mar13 |
120202 |
98.25 |
98.82 |
98.25 |
98.82 |
-0.81 |
2,561 |
17,440 |
+181 |
Apr13 |
120202 |
98.63 |
98.63 |
98.61 |
98.63 |
-0.83 |
224 |
8,621 |
+35 |
May13 |
120202 |
98.40 |
98.40 |
98.38 |
98.40 |
-0.87 |
188 |
8,297 |
+26 |
Jun13 |
120202 |
98.70 |
98.70 |
97.77 |
98.14 |
-0.91 |
10,682 |
53,735 |
+2,031 |
Total Volume and Open Interest |
739,294 |
1,399,874 |
+22,641 |
e-miNY Crude Oil(NYM) |
Feb12 |
120119 |
101.100 |
102.075 |
100.050 |
100.400 |
-0.200 |
6,357 |
1,305 |
-91 |
Mar12 |
120202 |
97.125 |
97.975 |
95.425 |
96.350 |
-1.250 |
10,101 |
2,158 |
+203 |
Apr12 |
120202 |
97.775 |
98.225 |
95.800 |
96.750 |
-1.250 |
384 |
359 |
+49 |
May12 |
120202 |
98.450 |
98.475 |
96.350 |
97.175 |
-1.225 |
68 |
199 |
+31 |
Jun12 |
120202 |
97.750 |
98.125 |
96.700 |
97.575 |
-1.225 |
28 |
33 |
-5 |
Jul12 |
120202 |
97.900 |
97.900 |
97.900 |
97.900 |
-1.175 |
4 |
12 |
+3 |
Aug12 |
120202 |
97.600 |
98.150 |
97.600 |
98.150 |
-1.125 |
1 |
8 |
+0 |
Sep12 |
120202 |
98.400 |
98.400 |
98.400 |
98.400 |
-1.025 |
0 |
1 |
+0 |
Oct12 |
120202 |
98.600 |
98.600 |
98.600 |
98.600 |
-0.975 |
1 |
10 |
+1 |
Nov12 |
120202 |
98.800 |
98.800 |
98.800 |
98.800 |
-0.900 |
|
|
|
Total Volume and Open Interest |
10,587 |
3,002 |
+282 |
Heating Oil(NYM) |
Mar12 |
120202 |
305.00 |
306.94 |
302.90 |
305.29 |
+0.74 |
61,170 |
91,891 |
+5,545 |
Apr12 |
120202 |
302.97 |
304.86 |
300.94 |
303.29 |
+0.55 |
20,538 |
37,846 |
+997 |
May12 |
120202 |
301.62 |
302.70 |
299.36 |
301.34 |
+0.52 |
13,333 |
31,656 |
+394 |
Jun12 |
120202 |
300.12 |
301.81 |
298.27 |
300.29 |
+0.64 |
13,842 |
49,332 |
+894 |
Jul12 |
120202 |
299.92 |
301.38 |
298.20 |
300.25 |
+0.68 |
2,239 |
12,074 |
+124 |
Aug12 |
120202 |
299.75 |
301.99 |
298.48 |
300.52 |
+0.79 |
943 |
5,345 |
+170 |
Sep12 |
120202 |
300.80 |
302.39 |
298.87 |
301.06 |
+0.93 |
1,325 |
10,970 |
+296 |
Oct12 |
120202 |
301.68 |
302.69 |
300.03 |
301.80 |
+1.01 |
201 |
4,208 |
+57 |
Nov12 |
120202 |
303.18 |
303.46 |
300.79 |
302.52 |
+1.04 |
127 |
2,652 |
-34 |
Dec12 |
120202 |
303.25 |
304.50 |
301.07 |
303.18 |
+1.07 |
2,143 |
22,228 |
+396 |
Jan13 |
120202 |
303.68 |
304.09 |
303.68 |
303.80 |
+1.11 |
91 |
3,171 |
+48 |
Feb13 |
120202 |
303.47 |
303.47 |
303.47 |
303.47 |
+1.18 |
179 |
749 |
+169 |
Total Volume and Open Interest |
116,131 |
272,961 |
+566 |
Gasoline(NYMEX) |
Mar12 |
120202 |
289.19 |
289.86 |
284.10 |
286.89 |
-2.33 |
52,394 |
104,023 |
-1,694 |
Apr12 |
120202 |
301.25 |
301.95 |
297.11 |
299.83 |
-1.38 |
28,131 |
46,181 |
+1,876 |
May12 |
120202 |
300.08 |
300.60 |
296.24 |
298.62 |
-1.17 |
12,653 |
43,590 |
-359 |
Jun12 |
120202 |
296.70 |
297.62 |
293.33 |
295.75 |
-0.92 |
12,378 |
41,955 |
+105 |
Jul12 |
120202 |
291.90 |
293.76 |
290.73 |
292.19 |
-0.65 |
6,312 |
22,718 |
+479 |
Aug12 |
120202 |
288.80 |
289.80 |
285.83 |
288.45 |
-0.49 |
2,897 |
14,825 |
+94 |
Sep12 |
120202 |
286.26 |
286.49 |
282.00 |
284.48 |
-0.28 |
3,342 |
12,472 |
+439 |
Oct12 |
120202 |
269.47 |
270.29 |
268.50 |
270.09 |
-0.03 |
1,793 |
9,138 |
+345 |
Nov12 |
120202 |
267.00 |
267.00 |
266.40 |
266.44 |
+0.17 |
871 |
4,217 |
-13 |
Dec12 |
120202 |
264.23 |
265.00 |
262.09 |
264.34 |
+0.41 |
1,903 |
16,608 |
+139 |
Total Volume and Open Interest |
123,000 |
324,359 |
-4,171 |
e-miNY RBOB Gasoline(NYM) |
Mar12 |
120202 |
286.90 |
286.90 |
286.89 |
286.90 |
-2.30 |
|
|
|
Apr12 |
120202 |
299.80 |
299.83 |
299.80 |
299.80 |
-1.40 |
|
|
|
May12 |
120202 |
298.60 |
298.62 |
298.60 |
298.60 |
-1.20 |
|
|
|
Jun12 |
120202 |
295.80 |
295.80 |
295.75 |
295.80 |
-0.90 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Mar12 |
120202 |
2.375 |
2.587 |
2.340 |
2.554 |
+0.172 |
215,162 |
306,591 |
-2,640 |
Apr12 |
120202 |
2.540 |
2.748 |
2.500 |
2.715 |
+0.180 |
90,745 |
160,795 |
+5,475 |
May12 |
120202 |
2.622 |
2.845 |
2.610 |
2.819 |
+0.181 |
54,090 |
128,793 |
+8,026 |
Jun12 |
120202 |
2.726 |
2.926 |
2.690 |
2.900 |
+0.186 |
32,408 |
66,985 |
+2,870 |
Jul12 |
120202 |
2.801 |
2.994 |
2.759 |
2.967 |
+0.188 |
22,729 |
67,604 |
+4,171 |
Aug12 |
120202 |
2.804 |
3.023 |
2.790 |
2.998 |
+0.191 |
11,587 |
31,611 |
+1,963 |
Sep12 |
120202 |
2.833 |
3.030 |
2.803 |
3.010 |
+0.193 |
9,422 |
39,677 |
+518 |
Oct12 |
120202 |
2.880 |
3.086 |
2.849 |
3.054 |
+0.190 |
25,991 |
101,292 |
+2,199 |
Nov12 |
120202 |
3.026 |
3.235 |
3.020 |
3.203 |
+0.183 |
6,143 |
37,789 |
+641 |
Dec12 |
120202 |
3.320 |
3.515 |
3.297 |
3.484 |
+0.179 |
5,425 |
34,794 |
+1,000 |
Jan13 |
120202 |
3.491 |
3.641 |
3.426 |
3.614 |
+0.178 |
10,050 |
53,816 |
+215 |
Feb13 |
120202 |
3.464 |
3.649 |
3.435 |
3.617 |
+0.175 |
2,222 |
15,676 |
-362 |
Mar13 |
120202 |
3.473 |
3.626 |
3.410 |
3.593 |
+0.176 |
3,779 |
25,221 |
-425 |
Apr13 |
120202 |
3.398 |
3.573 |
3.375 |
3.551 |
+0.173 |
2,837 |
34,235 |
-316 |
May13 |
120202 |
3.442 |
3.594 |
3.442 |
3.575 |
+0.172 |
340 |
10,317 |
+61 |
Jun13 |
120202 |
3.470 |
3.607 |
3.470 |
3.607 |
+0.172 |
240 |
3,846 |
+40 |
Total Volume and Open Interest |
497,369 |
1,203,330 |
+24,174 |
Brent Crude Oil(ICE) |
Mar12 |
120202 |
111.51 |
112.56 |
111.04 |
112.07 |
+0.51 |
238,208 |
178,805 |
-7,661 |
Apr12 |
120202 |
111.14 |
112.11 |
110.72 |
111.69 |
+0.48 |
97,142 |
157,188 |
+3,514 |
May12 |
120202 |
110.80 |
111.80 |
110.48 |
111.42 |
+0.45 |
41,960 |
88,861 |
+3,135 |
Jun12 |
120202 |
110.60 |
111.53 |
110.23 |
111.16 |
+0.43 |
51,559 |
86,523 |
-195 |
Jul12 |
120202 |
110.80 |
111.21 |
109.96 |
110.86 |
+0.41 |
10,320 |
39,793 |
-386 |
Aug12 |
120202 |
110.25 |
110.84 |
109.63 |
110.50 |
+0.39 |
6,654 |
41,979 |
-279 |
Sep12 |
120202 |
109.79 |
110.36 |
109.17 |
110.05 |
+0.37 |
6,924 |
51,804 |
+693 |
Oct12 |
120202 |
109.41 |
109.94 |
108.80 |
109.66 |
+0.36 |
4,412 |
26,594 |
-203 |
Nov12 |
120202 |
109.06 |
109.59 |
108.51 |
109.31 |
+0.34 |
2,840 |
18,453 |
+76 |
Dec12 |
120202 |
108.58 |
109.24 |
108.06 |
108.95 |
+0.31 |
37,405 |
109,203 |
+119 |
Jan13 |
120202 |
108.60 |
108.60 |
108.58 |
108.58 |
+0.29 |
956 |
12,832 |
-60 |
Feb13 |
120202 |
108.21 |
108.21 |
108.21 |
108.21 |
+0.28 |
712 |
7,837 |
-59 |
Mar13 |
120202 |
107.86 |
107.86 |
107.86 |
107.86 |
+0.27 |
742 |
9,083 |
+117 |
Apr13 |
120202 |
107.43 |
107.43 |
107.43 |
107.43 |
+0.24 |
97 |
3,516 |
+10 |
Total Volume and Open Interest |
529,246 |
1,000,765 |
+103 |
Gas Oil(ICE) |
Feb12 |
120202 |
951.25 |
956.00 |
944.25 |
947.75 |
-7.50 |
37,136 |
76,462 |
-2,934 |
Mar12 |
120202 |
952.75 |
957.25 |
945.50 |
949.50 |
-7.25 |
89,284 |
125,733 |
+1,341 |
Apr12 |
120202 |
948.75 |
954.50 |
943.50 |
947.75 |
-6.50 |
35,013 |
62,500 |
+1,808 |
May12 |
120202 |
942.75 |
949.75 |
940.50 |
944.50 |
-5.75 |
16,701 |
49,016 |
+2,412 |
Jun12 |
120202 |
940.75 |
947.75 |
937.00 |
942.25 |
-4.75 |
18,531 |
47,904 |
+84 |
Jul12 |
120202 |
946.00 |
947.25 |
937.50 |
941.75 |
-4.25 |
3,357 |
27,201 |
-94 |
Aug12 |
120202 |
946.25 |
947.50 |
936.50 |
942.00 |
-3.75 |
1,827 |
20,131 |
+124 |
Sep12 |
120202 |
944.25 |
947.25 |
937.00 |
941.75 |
-3.25 |
2,188 |
18,639 |
-519 |
Oct12 |
120202 |
941.25 |
945.50 |
940.75 |
940.75 |
-3.00 |
1,570 |
13,284 |
+460 |
Nov12 |
120202 |
939.75 |
944.00 |
933.50 |
939.00 |
-3.00 |
714 |
8,654 |
-47 |
Total Volume and Open Interest |
211,421 |
532,088 |
+3,094 |
Ethanol(CBOT) |
Feb12 |
120202 |
2.155 |
2.165 |
2.145 |
2.146 |
-0.023 |
59 |
240 |
-74 |
Mar12 |
120202 |
2.180 |
2.201 |
2.170 |
2.173 |
-0.025 |
300 |
1,267 |
+107 |
Apr12 |
120202 |
2.209 |
2.230 |
2.200 |
2.200 |
-0.025 |
208 |
992 |
+23 |
May12 |
120202 |
2.245 |
2.257 |
2.233 |
2.234 |
-0.018 |
116 |
869 |
+48 |
Jun12 |
120202 |
2.268 |
2.275 |
2.257 |
2.258 |
-0.016 |
15 |
851 |
+4 |
Jul12 |
120202 |
2.291 |
2.298 |
2.270 |
2.274 |
-0.016 |
59 |
1,642 |
+42 |
Aug12 |
120202 |
2.264 |
2.276 |
2.264 |
2.267 |
-0.011 |
94 |
972 |
+24 |
Sep12 |
120202 |
2.236 |
2.236 |
2.221 |
2.233 |
-0.011 |
84 |
871 |
+21 |
Total Volume and Open Interest |
1,000 |
10,608 |
+208 |
WTI Crude Oil(ICE) |
Mar12 |
120202 |
97.49 |
97.98 |
95.43 |
96.36 |
-1.25 |
75,645 |
55,642 |
-15,141 |
Apr12 |
120202 |
97.92 |
98.28 |
95.81 |
96.74 |
-1.25 |
24,897 |
29,774 |
+795 |
May12 |
120202 |
98.38 |
98.64 |
96.25 |
97.17 |
-1.24 |
12,965 |
23,921 |
+1,047 |
Jun12 |
120202 |
98.72 |
99.08 |
96.70 |
97.57 |
-1.22 |
18,341 |
42,117 |
+694 |
Jul12 |
120202 |
98.93 |
98.93 |
97.42 |
97.91 |
-1.17 |
5,103 |
14,248 |
+549 |
Aug12 |
120202 |
99.15 |
99.15 |
97.43 |
98.16 |
-1.11 |
2,414 |
12,721 |
+175 |
Sep12 |
120202 |
99.40 |
99.59 |
97.66 |
98.39 |
-1.04 |
2,074 |
12,545 |
-28 |
Oct12 |
120202 |
99.50 |
99.50 |
98.16 |
98.60 |
-0.98 |
1,048 |
7,052 |
+310 |
Nov12 |
120202 |
99.73 |
99.73 |
98.07 |
98.80 |
-0.91 |
943 |
7,359 |
-377 |
Dec12 |
120202 |
99.97 |
100.15 |
98.11 |
98.97 |
-0.86 |
10,994 |
54,941 |
-791 |
Jan13 |
120202 |
98.98 |
98.98 |
98.98 |
98.98 |
-0.83 |
570 |
5,277 |
+20 |
Feb13 |
120202 |
98.93 |
98.93 |
98.93 |
98.93 |
-0.81 |
153 |
1,269 |
+1 |
Mar13 |
120202 |
98.60 |
98.82 |
98.60 |
98.82 |
-0.81 |
93 |
1,751 |
+89 |
Apr13 |
120202 |
98.63 |
98.63 |
98.63 |
98.63 |
-0.83 |
0 |
421 |
+0 |
May13 |
120202 |
98.40 |
98.40 |
98.40 |
98.40 |
-0.87 |
0 |
571 |
+0 |
Jun13 |
120202 |
98.36 |
98.44 |
97.58 |
98.14 |
-0.91 |
1,237 |
15,565 |
-391 |
Total Volume and Open Interest |
164,038 |
357,369 |
-12,289 |
US Dollar Index(ICE) |
Mar12 |
120202 |
78.905 |
79.315 |
78.840 |
79.110 |
+0.077 |
24,949 |
54,380 |
-1,129 |
Jun12 |
120202 |
79.540 |
79.620 |
79.525 |
79.525 |
+0.103 |
0 |
566 |
+0 |
Sep12 |
120202 |
79.960 |
79.960 |
79.960 |
79.960 |
+0.128 |
|
|
|
Total Volume and Open Interest |
24,949 |
54,946 |
-1,129 |
Australian Dollar(CME) |
Mar12 |
120202 |
106.54 |
107.05 |
106.27 |
106.57 |
+0.16 |
139,137 |
149,377 |
+2,764 |
Jun12 |
120202 |
105.87 |
106.00 |
105.41 |
105.58 |
+0.16 |
89 |
618 |
+56 |
Sep12 |
120202 |
104.66 |
104.66 |
104.51 |
104.66 |
+0.15 |
0 |
110 |
+0 |
Total Volume and Open Interest |
139,230 |
150,115 |
+2,822 |
British Pound(CME) |
Mar12 |
120202 |
158.34 |
158.54 |
157.90 |
157.97 |
-0.32 |
103,871 |
190,650 |
-1,137 |
Jun12 |
120202 |
158.04 |
158.16 |
157.84 |
157.84 |
-0.32 |
14 |
193 |
+4 |
Sep12 |
120202 |
157.69 |
158.00 |
157.69 |
157.69 |
-0.31 |
0 |
3 |
+0 |
Total Volume and Open Interest |
103,885 |
190,849 |
-1,133 |
Canadian Dollar(CME) |
Mar12 |
120202 |
100.12 |
100.21 |
99.79 |
99.97 |
-0.07 |
82,455 |
113,642 |
-1,070 |
Jun12 |
120202 |
99.97 |
99.97 |
99.61 |
99.75 |
-0.07 |
103 |
3,537 |
+47 |
Sep12 |
120202 |
99.65 |
99.65 |
99.49 |
99.53 |
-0.08 |
1 |
1,498 |
+0 |
Dec12 |
120202 |
99.37 |
99.40 |
99.23 |
99.31 |
-0.09 |
0 |
552 |
+0 |
Total Volume and Open Interest |
82,560 |
119,270 |
-1,022 |
Japanese Yen(CME) |
Mar12 |
120202 |
131.28 |
131.56 |
131.22 |
131.34 |
+0.08 |
68,569 |
172,033 |
+3,528 |
Jun12 |
120202 |
131.50 |
131.63 |
131.42 |
131.49 |
+0.07 |
118 |
911 |
+40 |
Sep12 |
120202 |
131.67 |
131.67 |
131.61 |
131.67 |
+0.06 |
0 |
18 |
+0 |
Total Volume and Open Interest |
68,687 |
172,967 |
+3,568 |
Swiss Franc(CME) |
Mar12 |
120202 |
109.40 |
109.59 |
108.67 |
109.14 |
-0.14 |
26,475 |
40,778 |
-532 |
Jun12 |
120202 |
109.33 |
109.47 |
109.33 |
109.33 |
-0.14 |
30 |
53 |
-14 |
Sep12 |
120202 |
109.54 |
109.69 |
109.54 |
109.54 |
-0.15 |
0 |
4 |
+0 |
Total Volume and Open Interest |
26,505 |
40,836 |
-546 |
EuroFX(CME) |
Mar12 |
120202 |
131.69 |
131.98 |
130.86 |
131.43 |
-0.15 |
317,545 |
300,708 |
+2,074 |
Jun12 |
120202 |
131.74 |
131.98 |
130.96 |
131.48 |
-0.16 |
343 |
4,528 |
+140 |
Sep12 |
120202 |
131.49 |
131.73 |
131.28 |
131.56 |
-0.17 |
0 |
72 |
+0 |
Total Volume and Open Interest |
317,889 |
305,328 |
+2,215 |
Mexican Peso(CME) |
Feb12 |
120202 |
779.8 |
779.8 |
773.5 |
779.8 |
+6.2 |
0 |
930 |
+0 |
Mar12 |
120202 |
772.5 |
779.2 |
770.8 |
777.8 |
+6.2 |
35,922 |
149,027 |
-2,611 |
Total Volume and Open Interest |
35,922 |
150,567 |
-2,611 |
Brazilian Real(CME) |
Mar12 |
120202 |
573.65 |
577.65 |
572.30 |
577.00 |
+3.85 |
1,841 |
3,184 |
+65 |
Apr12 |
120202 |
573.85 |
573.85 |
573.85 |
573.85 |
+3.85 |
|
|
|
May12 |
120202 |
570.70 |
570.70 |
570.70 |
570.70 |
+3.85 |
|
|
|
Jun12 |
120202 |
567.55 |
567.55 |
567.55 |
567.55 |
+3.85 |
0 |
66 |
+0 |
Total Volume and Open Interest |
1,841 |
16,800 |
-671 |
30-Year T-Bonds(CBOT) |
Mar12 |
120202 |
144~180 |
144~300 |
144~060 |
144~190 |
+0~080 |
403,231 |
612,831 |
+5,059 |
Jun12 |
120202 |
143~010 |
143~130 |
142~300 |
143~050 |
+0~070 |
2,537 |
6,977 |
+1,800 |
Sep12 |
120202 |
142~010 |
142~010 |
141~260 |
142~010 |
+0~070 |
|
|
|
Total Volume and Open Interest |
405,768 |
619,808 |
+6,859 |
10-Year T-Notes(CBOT) |
Mar12 |
120202 |
132~010 |
132~080 |
131~280 |
132~055 |
+0~060 |
1,176,769 |
1,753,641 |
+8,815 |
Jun12 |
120202 |
131~290 |
132~020 |
131~260 |
132~005 |
+0~065 |
4,252 |
10,269 |
+1,835 |
Sep12 |
120202 |
131~055 |
131~055 |
130~310 |
131~055 |
+0~065 |
|
|
|
Total Volume and Open Interest |
1,181,021 |
1,763,911 |
+10,650 |
5-Year T-Notes(CBOT) |
Mar12 |
120202 |
124~000 |
124~010 |
123~120 |
124~006 |
+0~006 |
509,502 |
1,474,311 |
+7,043 |
Jun12 |
120202 |
123~123 |
123~124 |
123~120 |
123~124 |
+0~007 |
1,610 |
3,247 |
+1,402 |
Sep12 |
120202 |
123~020 |
123~020 |
123~013 |
123~020 |
+0~007 |
|
|
|
Total Volume and Open Interest |
511,112 |
1,477,558 |
+8,445 |
2 Year T-Notes(CBOT) |
Mar12 |
120202 |
110~045 |
110~049 |
110~045 |
110~047 |
unch |
331,478 |
930,547 |
+27,805 |
Jun12 |
120202 |
110~040 |
110~040 |
110~040 |
110~040 |
unch |
199 |
4,119 |
+149 |
Sep12 |
120202 |
109~106 |
109~106 |
109~106 |
109~106 |
unch |
|
|
|
Total Volume and Open Interest |
331,677 |
934,666 |
+27,954 |
Eurodollars(CME) |
Mar12 |
120202 |
99.570 |
99.590 |
99.565 |
99.580 |
+0.010 |
234,244 |
944,502 |
-3,144 |
Jun12 |
120202 |
99.570 |
99.590 |
99.565 |
99.580 |
+0.015 |
228,804 |
1,009,120 |
+6,021 |
Sep12 |
120202 |
99.540 |
99.570 |
99.540 |
99.560 |
+0.020 |
196,301 |
747,696 |
+2,166 |
Dec12 |
120202 |
99.515 |
99.550 |
99.515 |
99.535 |
+0.020 |
201,285 |
813,391 |
-16,345 |
Mar13 |
120202 |
99.505 |
99.535 |
99.505 |
99.520 |
+0.015 |
200,834 |
727,135 |
-8,164 |
Jun13 |
120202 |
99.485 |
99.515 |
99.485 |
99.500 |
+0.015 |
155,338 |
580,368 |
+2,558 |
Sep13 |
120202 |
99.460 |
99.490 |
99.460 |
99.470 |
+0.010 |
131,070 |
572,269 |
+8,964 |
Dec13 |
120202 |
99.420 |
99.445 |
99.420 |
99.430 |
+0.010 |
112,114 |
564,804 |
+4,204 |
Mar14 |
120202 |
99.370 |
99.395 |
99.365 |
99.380 |
+0.015 |
102,171 |
419,719 |
+2,708 |
Jun14 |
120202 |
99.285 |
99.310 |
99.280 |
99.295 |
+0.015 |
75,101 |
309,207 |
+411 |
Sep14 |
120202 |
99.175 |
99.195 |
99.165 |
99.185 |
+0.015 |
76,264 |
233,996 |
+6,732 |
Dec14 |
120202 |
99.030 |
99.050 |
99.015 |
99.035 |
+0.015 |
79,575 |
280,183 |
+2,514 |
Mar15 |
120202 |
98.870 |
98.890 |
98.860 |
98.880 |
+0.015 |
59,866 |
178,468 |
+3,518 |
Jun15 |
120202 |
0.396 |
0.421 |
0.386 |
0.411 |
+0.020 |
46,650 |
132,358 |
+3,090 |
Sep15 |
120202 |
0.226 |
0.251 |
0.216 |
0.241 |
+0.020 |
40,745 |
84,422 |
+3,948 |
Dec15 |
120202 |
0.061 |
0.076 |
0.036 |
0.066 |
+0.025 |
36,408 |
99,565 |
-2,221 |
Mar16 |
120202 |
6.460 |
6.485 |
6.445 |
6.470 |
+0.030 |
22,507 |
54,567 |
+3,340 |
Jun16 |
120202 |
6.305 |
6.325 |
6.285 |
6.315 |
+0.030 |
17,222 |
46,428 |
+401 |
Total Volume and Open Interest |
2,064,705 |
8,056,074 |
+25,960 |
30 Day Federal Funds(CBOT) |
Feb12 |
120202 |
99.895 |
99.900 |
99.890 |
99.895 |
-0.005 |
10,812 |
66,096 |
+8,598 |
Mar12 |
120202 |
99.895 |
99.895 |
99.885 |
99.895 |
unch |
2,246 |
37,431 |
+120 |
Apr12 |
120202 |
99.890 |
99.895 |
99.885 |
99.895 |
unch |
784 |
36,869 |
+78 |
May12 |
120202 |
99.890 |
99.900 |
99.885 |
99.890 |
-0.005 |
992 |
44,120 |
+404 |
Jun12 |
120202 |
99.885 |
99.895 |
99.880 |
99.890 |
unch |
254 |
30,237 |
-5 |
Jul12 |
120202 |
99.890 |
99.890 |
99.885 |
99.885 |
-0.005 |
345 |
34,134 |
+160 |
Total Volume and Open Interest |
19,822 |
548,721 |
+9,815 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120202 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
40 |
+0 |
Jun12 |
120202 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
120202 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
120202 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
120202 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120202 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep13 |
120202 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Dec13 |
120202 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120202 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120202 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120202 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,841 |
+0 |
Jun12 |
120202 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,440 |
+0 |
Sep12 |
120202 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
711 |
+0 |
Dec12 |
120202 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
115 |
+0 |
Mar13 |
120202 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
120202 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
218 |
+0 |
Sep13 |
120202 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
325 |
+0 |
Dec13 |
120202 |
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 |
120202 |
142.68 |
142.79 |
142.51 |
142.77 |
+0.13 |
4,596 |
25,392 |
-702 |
Jun12 |
120202 |
142.17 |
142.17 |
142.17 |
142.17 |
+0.13 |
0 |
12 |
+0 |
Sep12 |
120202 |
140.08 |
140.08 |
140.08 |
140.08 |
+0.13 |
0 |
5 |
+0 |
Total Volume and Open Interest |
4,596 |
25,413 |
-702 |
Euro-Bund(EUREX) |
Mar12 |
120202 |
139.04 |
139.79 |
138.88 |
139.08 |
-0.16 |
717,058 |
885,909 |
+23,275 |
Jun12 |
120202 |
137.44 |
138.03 |
137.26 |
137.37 |
-0.16 |
4,162 |
7,854 |
+3,515 |
Sep12 |
120202 |
137.28 |
137.28 |
137.28 |
137.28 |
-0.16 |
0 |
1 |
+0 |
Total Volume and Open Interest |
721,220 |
893,764 |
+26,790 |
Euro-Bobl(EUREX) |
Mar12 |
120202 |
125.35 |
125.65 |
125.20 |
125.27 |
-0.14 |
384,401 |
707,006 |
+5,691 |
Jun12 |
120202 |
123.98 |
123.98 |
123.65 |
123.68 |
-0.13 |
1 |
10,064 |
+1 |
Sep12 |
120202 |
123.57 |
123.57 |
123.57 |
123.57 |
-0.14 |
0 |
4 |
+0 |
Total Volume and Open Interest |
384,402 |
717,074 |
+5,692 |
3-Mth Euribor(EUREX) |
Mar12 |
120202 |
99.140 |
99.140 |
99.125 |
99.125 |
-0.010 |
2 |
1,856 |
+0 |
Jun12 |
120202 |
99.235 |
99.235 |
99.235 |
99.235 |
-0.015 |
2 |
1,103 |
-2 |
Sep12 |
120202 |
99.290 |
99.290 |
99.270 |
99.270 |
-0.010 |
0 |
1,012 |
-181 |
Total Volume and Open Interest |
34 |
6,498 |
-189 |
Long Gilt(LIFFE) |
Mar12 |
120202 |
116~16 |
116~22 |
115~24 |
116~00 |
-0~16 |
159,629 |
321,986 |
+4,166 |
Jun12 |
120202 |
115~15 |
115~15 |
114~27 |
114~30 |
-0~19 |
0 |
91 |
+0 |
Total Volume and Open Interest |
159,629 |
322,077 |
+4,166 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120202 |
99.01 |
99.03 |
99.00 |
99.02 |
+0.01 |
76,599 |
315,019 |
-14,680 |
Jun12 |
120202 |
99.07 |
99.09 |
99.06 |
99.08 |
+0.01 |
57,679 |
259,059 |
+7,617 |
Sep12 |
120202 |
99.10 |
99.13 |
99.10 |
99.11 |
+0.01 |
37,568 |
306,518 |
-2,621 |
Dec12 |
120202 |
99.11 |
99.13 |
99.08 |
99.11 |
+0.01 |
26,480 |
255,895 |
+3,789 |
Mar13 |
120202 |
99.10 |
99.13 |
99.09 |
99.11 |
+0.01 |
31,191 |
305,874 |
+5,855 |
Jun13 |
120202 |
99.07 |
99.10 |
99.05 |
99.07 |
unch |
36,861 |
238,127 |
+7,408 |
Total Volume and Open Interest |
361,258 |
2,167,732 |
+9,305 |
3-Mth Euribor(LIFFE) |
Mar12 |
120202 |
99.140 |
99.150 |
99.120 |
99.125 |
-0.010 |
121,945 |
551,916 |
+5,846 |
Jun12 |
120202 |
99.255 |
99.270 |
99.225 |
99.235 |
-0.015 |
177,883 |
523,336 |
+27,529 |
Sep12 |
120202 |
99.285 |
99.305 |
99.260 |
99.270 |
-0.010 |
134,775 |
465,333 |
+12,476 |
Total Volume and Open Interest |
891,922 |
3,464,210 |
+71,481 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120202 |
95.87 |
95.87 |
95.83 |
95.85 |
-0.03 |
17,446 |
219,340 |
-2,524 |
Jun12 |
120202 |
96.22 |
96.24 |
96.16 |
96.18 |
-0.05 |
19,379 |
175,357 |
+1,024 |
Sep12 |
120202 |
96.36 |
96.37 |
96.28 |
96.31 |
-0.05 |
16,759 |
117,753 |
-1,761 |
Dec12 |
120202 |
96.36 |
96.38 |
96.28 |
96.31 |
-0.05 |
7,123 |
78,812 |
-328 |
Mar13 |
120202 |
96.33 |
96.35 |
96.25 |
96.28 |
-0.05 |
2,933 |
52,104 |
+257 |
Jun13 |
120202 |
96.24 |
96.26 |
96.21 |
96.24 |
-0.04 |
2,953 |
55,109 |
+933 |
Sep13 |
120202 |
96.23 |
96.24 |
96.16 |
96.19 |
-0.04 |
2,517 |
33,554 |
+1,238 |
Dec13 |
120202 |
96.11 |
96.14 |
96.09 |
96.14 |
-0.02 |
640 |
24,523 |
+396 |
Mar14 |
120202 |
96.04 |
96.09 |
96.04 |
96.09 |
-0.02 |
22 |
2,660 |
+21 |
Jun14 |
120202 |
95.96 |
96.01 |
95.94 |
96.00 |
-0.02 |
2 |
468 |
+1 |
Total Volume and Open Interest |
69,774 |
759,863 |
-743 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120202 |
96.27 |
96.29 |
96.20 |
96.23 |
-0.04 |
56,859 |
363,744 |
-3,936 |
Jun12 |
120202 |
96.23 |
96.23 |
96.23 |
96.23 |
-0.04 |
|
|
|
Total Volume and Open Interest |
56,859 |
363,744 |
-3,936 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120202 |
96.89 |
96.90 |
96.79 |
96.82 |
-0.07 |
144,007 |
443,912 |
-2,633 |
Jun12 |
120202 |
96.82 |
96.82 |
96.82 |
96.82 |
-0.07 |
|
|
|
Total Volume and Open Interest |
144,007 |
443,912 |
-2,633 |
Gold(CMX) |
Feb12 |
120202 |
1745.1 |
1761.1 |
1742.9 |
1756.8 |
+9.7 |
7,540 |
3,458 |
-3,842 |
Apr12 |
120202 |
1747.3 |
1764.0 |
1743.3 |
1759.3 |
+9.8 |
157,876 |
231,072 |
+446 |
Jun12 |
120202 |
1750.5 |
1766.4 |
1747.4 |
1762.1 |
+9.8 |
5,584 |
57,956 |
+1,669 |
Aug12 |
120202 |
1753.5 |
1768.2 |
1753.5 |
1764.6 |
+9.8 |
480 |
18,090 |
-149 |
Oct12 |
120202 |
1761.9 |
1770.4 |
1761.9 |
1766.9 |
+9.8 |
95 |
12,153 |
+7 |
Dec12 |
120202 |
1756.2 |
1773.0 |
1754.0 |
1769.3 |
+9.9 |
719 |
27,673 |
+86 |
Feb13 |
120202 |
1769.6 |
1775.5 |
1769.6 |
1771.4 |
+9.8 |
178 |
11,969 |
+50 |
Apr13 |
120202 |
1773.7 |
1773.7 |
1773.7 |
1773.7 |
+9.8 |
25 |
2,784 |
+25 |
Jun13 |
120202 |
1774.0 |
1776.4 |
1774.0 |
1776.4 |
+9.7 |
115 |
11,559 |
+115 |
Aug13 |
120202 |
1779.3 |
1779.3 |
1779.3 |
1779.3 |
+9.7 |
50 |
204 |
+50 |
Oct13 |
120202 |
1782.3 |
1782.3 |
1782.3 |
1782.3 |
+9.7 |
0 |
1 |
+0 |
Dec13 |
120202 |
1785.5 |
1785.5 |
1785.5 |
1785.5 |
+9.6 |
278 |
11,247 |
+122 |
Total Volume and Open Interest |
174,214 |
425,133 |
-1,162 |
Silver(CMX) |
Mar12 |
120202 |
3369.0 |
3441.0 |
3345.5 |
3417.5 |
+36.8 |
45,220 |
47,300 |
-1,730 |
May12 |
120202 |
3391.0 |
3441.5 |
3354.0 |
3423.4 |
+36.6 |
6,294 |
13,876 |
+1,081 |
Jul12 |
120202 |
3393.0 |
3443.0 |
3369.5 |
3428.0 |
+36.3 |
659 |
6,158 |
+233 |
Sep12 |
120202 |
3411.5 |
3442.0 |
3411.5 |
3430.8 |
+36.0 |
158 |
3,427 |
+34 |
Dec12 |
120202 |
3411.5 |
3450.0 |
3375.5 |
3434.4 |
+35.9 |
875 |
13,538 |
-533 |
Mar13 |
120202 |
3434.3 |
3434.3 |
3434.3 |
3434.3 |
+35.9 |
1 |
1,363 |
+0 |
May13 |
120202 |
3425.5 |
3433.6 |
3425.0 |
3433.6 |
+35.9 |
5 |
1,090 |
+5 |
Total Volume and Open Interest |
53,405 |
101,747 |
-895 |
Platinum(NYMEX) |
Apr12 |
120202 |
1620.0 |
1635.9 |
1617.5 |
1629.9 |
+6.7 |
11,261 |
42,977 |
-473 |
Jul12 |
120202 |
1630.3 |
1637.7 |
1623.6 |
1633.1 |
+6.4 |
133 |
1,891 |
+75 |
Oct12 |
120202 |
1636.2 |
1636.2 |
1636.2 |
1636.2 |
+6.3 |
12 |
159 |
+7 |
Jan13 |
120202 |
1639.2 |
1639.2 |
1639.2 |
1639.2 |
+6.3 |
0 |
3 |
+0 |
Total Volume and Open Interest |
11,408 |
45,030 |
-391 |
Palladium(NYMEX) |
Mar12 |
120202 |
42.49 |
54.14 |
37.59 |
52.29 |
+10.95 |
4,021 |
17,981 |
-362 |
Jun12 |
120202 |
44.34 |
54.79 |
44.34 |
53.99 |
+10.95 |
482 |
1,258 |
+287 |
Sep12 |
120202 |
54.59 |
55.34 |
54.59 |
55.34 |
+10.95 |
0 |
158 |
+0 |
Total Volume and Open Interest |
4,504 |
19,398 |
-75 |
Copper(CMX) |
Mar12 |
120202 |
383.00 |
385.10 |
376.70 |
378.10 |
-6.10 |
57,786 |
71,023 |
-793 |
May12 |
120202 |
383.85 |
386.05 |
377.80 |
379.15 |
-6.10 |
7,559 |
32,743 |
+1,726 |
Jul12 |
120202 |
384.95 |
386.25 |
379.00 |
380.20 |
-6.05 |
2,544 |
25,902 |
+812 |
Sep12 |
120202 |
385.85 |
385.85 |
381.05 |
381.05 |
-5.95 |
611 |
4,042 |
+106 |
Dec12 |
120202 |
381.30 |
382.25 |
381.30 |
381.90 |
-5.85 |
894 |
7,152 |
+527 |
Total Volume and Open Interest |
70,514 |
151,787 |
+1,946 |
DJIA Index(CBOT) |
Mar12 |
120202 |
12665 |
12696 |
12623 |
12666 |
+13 |
280 |
10,988 |
-13 |
Jun12 |
120202 |
12596 |
12596 |
12583 |
12596 |
+13 |
4 |
287 |
+4 |
Sep12 |
120202 |
12533 |
12533 |
12520 |
12533 |
+13 |
|
|
|
Dec12 |
120202 |
12456 |
12456 |
12443 |
12456 |
+13 |
|
|
|
Total Volume and Open Interest |
284 |
11,275 |
-9 |
E-mini DJIA Index(CBOT) |
Mar12 |
120202 |
12656 |
12701 |
12622 |
12666 |
+13 |
97,231 |
103,594 |
-4,234 |
Jun12 |
120202 |
12573 |
12596 |
12573 |
12596 |
+13 |
8 |
63 |
-2 |
Sep12 |
120202 |
12533 |
12533 |
12533 |
12533 |
+13 |
0 |
12 |
+0 |
Dec12 |
120202 |
12456 |
12456 |
12456 |
12456 |
+13 |
0 |
2 |
+0 |
Total Volume and Open Interest |
97,239 |
103,671 |
-4,236 |
S & P 500(CME) |
Mar12 |
120202 |
1320.60 |
1325.50 |
1317.20 |
1322.70 |
+2.90 |
14,272 |
249,065 |
+922 |
Jun12 |
120202 |
1317.00 |
1319.10 |
1313.10 |
1317.00 |
+2.90 |
50 |
2,883 |
-3 |
Sep12 |
120202 |
1310.80 |
1312.90 |
1306.90 |
1310.80 |
+2.90 |
1 |
1,090 |
-2 |
Dec12 |
120202 |
1304.30 |
1306.40 |
1300.40 |
1304.30 |
+2.90 |
0 |
226 |
+0 |
Total Volume and Open Interest |
14,323 |
253,264 |
+917 |
S & P 500 E-Mini(Globex) |
Mar12 |
120202 |
1320.25 |
1326.00 |
1317.00 |
1322.75 |
+3.00 |
1,894,426 |
2,672,094 |
+30,365 |
Jun12 |
120202 |
1315.25 |
1319.75 |
1312.00 |
1317.00 |
+3.00 |
10,231 |
57,742 |
+9,379 |
Total Volume and Open Interest |
1,904,676 |
2,730,177 |
+39,737 |
NASDAQ 100(CME) |
Mar12 |
120202 |
2489.00 |
2502.00 |
2480.00 |
2491.50 |
+4.00 |
731 |
15,494 |
+403 |
Jun12 |
120202 |
2486.30 |
2495.00 |
2480.00 |
2486.30 |
+4.00 |
|
|
|
Sep12 |
120202 |
2483.80 |
2483.80 |
2483.80 |
2483.80 |
+4.00 |
|
|
|
Total Volume and Open Interest |
731 |
15,494 |
+403 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120202 |
2488.50 |
2500.80 |
2479.50 |
2491.50 |
+4.00 |
271,817 |
381,985 |
-3,994 |
Jun12 |
120202 |
2485.00 |
2487.80 |
2475.80 |
2486.30 |
+4.00 |
28 |
201 |
+10 |
Total Volume and Open Interest |
271,847 |
382,193 |
-3,983 |
S & P Midcap 400(CME) |
Mar12 |
120202 |
953.70 |
959.00 |
953.70 |
953.70 |
+1.90 |
6 |
1,620 |
-6 |
Jun12 |
120202 |
951.30 |
952.40 |
951.30 |
951.30 |
+1.90 |
|
|
|
Sep12 |
120202 |
949.30 |
950.40 |
949.30 |
949.30 |
+1.90 |
|
|
|
Total Volume and Open Interest |
6 |
1,620 |
-6 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120202 |
8885 |
8905 |
8860 |
8870 |
+10 |
3,928 |
21,792 |
-481 |
Jun12 |
120202 |
8810 |
8810 |
8800 |
8810 |
+10 |
0 |
43 |
+0 |
Total Volume and Open Interest |
3,928 |
21,835 |
-481 |
Nikkei 225(SGX) |
Mar12 |
120202 |
8775 |
8900 |
8765 |
8875 |
+95 |
85,474 |
201,468 |
+1,698 |
Jun12 |
120202 |
8705 |
8815 |
8705 |
8800 |
+100 |
8 |
6,646 |
+8 |
Sep12 |
120202 |
8795 |
8795 |
8795 |
8795 |
+95 |
0 |
30 |
+0 |
Total Volume and Open Interest |
85,736 |
220,129 |
+1,805 |
CAC 40(EURONEXT) |
Feb12 |
120202 |
3371.0 |
3400.0 |
3350.0 |
3375.0 |
+9.0 |
93,469 |
294,587 |
-1,933 |
Mar12 |
120202 |
3369.0 |
3400.0 |
3357.5 |
3375.5 |
+9.5 |
461 |
25,982 |
+444 |
Apr12 |
120202 |
3369.5 |
3369.5 |
3369.5 |
3369.5 |
+9.0 |
3 |
12 |
+6 |
Total Volume and Open Interest |
93,933 |
320,638 |
-1,481 |
Hang Seng Index(HKFE) |
Feb12 |
120202 |
20661 |
20778 |
20592 |
20772 |
+394 |
76,188 |
87,618 |
+6,385 |
Mar12 |
120202 |
20620 |
20720 |
20539 |
20711 |
+390 |
670 |
5,891 |
-49 |
Total Volume and Open Interest |
77,035 |
95,996 |
-12,374 |
DAX(EUREX) |
Mar12 |
120202 |
6639.0 |
6677.0 |
6610.0 |
6662.0 |
+50.5 |
142,089 |
163,428 |
+1,345 |
Jun12 |
120202 |
6647.5 |
6685.0 |
6627.0 |
6676.0 |
+50.5 |
155 |
5,307 |
+49 |
Sep12 |
120202 |
6673.5 |
6686.5 |
6672.0 |
6682.5 |
+50.0 |
26 |
460 |
-12 |
Total Volume and Open Interest |
142,270 |
169,195 |
+1,382 |
FT-SE 100(EURONEXT) |
Mar12 |
120202 |
5745.00 |
5773.50 |
5722.00 |
5749.00 |
+1.00 |
120,736 |
643,034 |
+4,278 |
Jun12 |
120202 |
5676.50 |
5702.50 |
5676.50 |
5699.50 |
+1.00 |
6 |
7,384 |
+2 |
Sep12 |
120202 |
5667.50 |
5667.50 |
5667.50 |
5667.50 |
+1.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
120,742 |
650,428 |
+4,280 |
SPI 200(SFE) |
Mar12 |
120202 |
4192.0 |
4260.0 |
4184.0 |
4239.0 |
+46.0 |
37,074 |
185,231 |
-337 |
Jun12 |
120202 |
4260.0 |
4260.0 |
4250.0 |
4250.0 |
+47.0 |
82 |
2,183 |
-55 |
Sep12 |
120202 |
4216.0 |
4216.0 |
4216.0 |
4216.0 |
+46.0 |
26 |
1,350 |
-4 |
Total Volume and Open Interest |
37,345 |
190,705 |
-370 |
GSCI(CME) |
Feb12 |
120202 |
660.00 |
660.00 |
658.00 |
658.00 |
-2.25 |
190 |
10,164 |
-30 |
Mar12 |
120202 |
661.50 |
661.50 |
661.50 |
661.50 |
-2.00 |
32 |
39 |
+27 |
Apr12 |
120202 |
663.00 |
663.00 |
663.00 |
663.00 |
-2.25 |
|
|
|
Total Volume and Open Interest |
222 |
10,203 |
-3 |
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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