|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu February 09, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120209 |
1229.50 |
1247.50 |
1222.75 |
1227.50 |
-4.00 |
97,375 |
166,350 |
-10,416 |
May12 |
120209 |
1238.25 |
1256.00 |
1231.50 |
1236.00 |
-4.00 |
45,080 |
136,127 |
+4,988 |
Jul12 |
120209 |
1247.75 |
1265.75 |
1241.00 |
1245.75 |
-4.00 |
30,567 |
104,544 |
+4,375 |
Aug12 |
120209 |
1252.75 |
1262.50 |
1243.00 |
1244.00 |
-4.00 |
347 |
2,676 |
-16 |
Sep12 |
120209 |
1250.00 |
1256.00 |
1239.50 |
1239.50 |
-2.50 |
291 |
1,993 |
-82 |
Nov12 |
120209 |
1238.50 |
1253.50 |
1232.50 |
1238.50 |
-1.50 |
17,090 |
79,225 |
+3,128 |
Jan13 |
120209 |
1243.25 |
1258.00 |
1240.50 |
1244.50 |
-1.25 |
438 |
14,755 |
+88 |
Mar13 |
120209 |
1245.00 |
1260.00 |
1244.75 |
1246.25 |
-1.50 |
292 |
3,284 |
+73 |
May13 |
120209 |
1242.00 |
1257.75 |
1242.00 |
1244.00 |
-0.50 |
379 |
1,486 |
+168 |
Jul13 |
120209 |
1244.00 |
1259.75 |
1244.00 |
1246.00 |
-0.25 |
559 |
1,943 |
+313 |
Aug13 |
120209 |
1238.00 |
1240.00 |
1238.00 |
1238.00 |
-2.00 |
0 |
2 |
+0 |
Sep13 |
120209 |
1220.75 |
1222.75 |
1220.75 |
1220.75 |
-2.00 |
|
|
|
Nov13 |
120209 |
1209.00 |
1213.00 |
1203.50 |
1207.00 |
-2.00 |
257 |
2,879 |
+54 |
Jan14 |
120209 |
1214.25 |
1216.25 |
1214.25 |
1214.25 |
-2.00 |
0 |
60 |
+0 |
Total Volume and Open Interest |
192,680 |
515,753 |
+2,673 |
Soybean Meal(CBOT) |
Mar12 |
120209 |
321.60 |
326.00 |
318.00 |
321.00 |
-0.70 |
32,494 |
73,205 |
-4,599 |
May12 |
120209 |
323.60 |
328.30 |
320.40 |
323.60 |
unch |
15,402 |
37,090 |
-310 |
Jul12 |
120209 |
327.10 |
331.00 |
323.10 |
326.50 |
+0.20 |
8,253 |
32,001 |
+535 |
Aug12 |
120209 |
327.90 |
330.20 |
325.50 |
326.60 |
+0.40 |
491 |
6,427 |
+60 |
Sep12 |
120209 |
328.40 |
330.40 |
323.20 |
325.90 |
+0.60 |
369 |
5,655 |
-35 |
Oct12 |
120209 |
323.20 |
325.80 |
323.00 |
324.20 |
+1.20 |
251 |
3,530 |
-19 |
Dec12 |
120209 |
323.80 |
327.90 |
321.10 |
324.50 |
+1.40 |
3,252 |
22,181 |
-846 |
Jan13 |
120209 |
326.60 |
326.60 |
324.30 |
325.70 |
+1.40 |
120 |
2,757 |
-3 |
Mar13 |
120209 |
327.00 |
329.90 |
325.70 |
327.10 |
+1.40 |
60 |
3,046 |
+0 |
May13 |
120209 |
327.80 |
328.10 |
325.20 |
326.60 |
+1.40 |
6 |
1,552 |
-3 |
Total Volume and Open Interest |
60,767 |
188,968 |
-5,226 |
Soybean Oil(CBOT) |
Mar12 |
120209 |
52.55 |
53.08 |
52.44 |
52.54 |
-0.04 |
51,677 |
123,229 |
-10,277 |
May12 |
120209 |
53.00 |
53.46 |
52.83 |
52.93 |
-0.04 |
25,510 |
86,021 |
+4,650 |
Jul12 |
120209 |
53.39 |
53.85 |
53.25 |
53.32 |
-0.05 |
10,744 |
54,459 |
+471 |
Aug12 |
120209 |
53.52 |
53.84 |
53.37 |
53.37 |
-0.05 |
524 |
6,661 |
+171 |
Sep12 |
120209 |
53.54 |
53.95 |
53.47 |
53.47 |
-0.05 |
364 |
5,921 |
+111 |
Oct12 |
120209 |
53.57 |
53.83 |
53.53 |
53.53 |
-0.06 |
224 |
5,549 |
+12 |
Dec12 |
120209 |
53.71 |
54.22 |
53.71 |
53.75 |
-0.05 |
2,205 |
29,966 |
-61 |
Jan13 |
120209 |
53.87 |
53.95 |
53.87 |
53.87 |
-0.08 |
73 |
1,250 |
+47 |
Mar13 |
120209 |
54.34 |
54.36 |
54.00 |
54.00 |
-0.13 |
149 |
1,182 |
+109 |
May13 |
120209 |
53.95 |
54.18 |
53.95 |
53.95 |
-0.23 |
15 |
139 |
+0 |
Total Volume and Open Interest |
91,530 |
315,496 |
-4,752 |
Canola(WCE) |
Mar12 |
120209 |
534.2 |
537.2 |
532.0 |
534.2 |
unch |
10,941 |
55,948 |
-1,298 |
May12 |
120209 |
537.0 |
541.0 |
535.7 |
537.5 |
-0.3 |
12,649 |
54,669 |
+3,785 |
Jul12 |
120209 |
541.5 |
543.8 |
538.7 |
540.0 |
-0.6 |
3,603 |
30,864 |
+1,569 |
Nov12 |
120209 |
518.0 |
520.1 |
516.1 |
516.7 |
-1.0 |
978 |
32,681 |
-8 |
Jan13 |
120209 |
523.9 |
523.9 |
521.7 |
521.7 |
-1.4 |
159 |
1,866 |
+76 |
Total Volume and Open Interest |
28,569 |
177,558 |
+4,362 |
Corn(CBOT) |
Mar12 |
120209 |
641.75 |
652.00 |
632.75 |
637.00 |
-5.50 |
168,539 |
362,950 |
-18,161 |
May12 |
120209 |
647.00 |
656.00 |
637.00 |
641.50 |
-6.50 |
77,135 |
293,241 |
+7,714 |
Jul12 |
120209 |
651.00 |
659.75 |
641.25 |
645.75 |
-6.50 |
57,261 |
233,170 |
+6,816 |
Sep12 |
120209 |
595.00 |
600.50 |
586.75 |
593.00 |
-3.75 |
9,649 |
75,682 |
+2,329 |
Dec12 |
120209 |
571.25 |
577.25 |
564.00 |
568.00 |
-5.50 |
27,198 |
242,853 |
+1,148 |
Mar13 |
120209 |
582.75 |
588.50 |
576.25 |
579.50 |
-5.50 |
1,053 |
44,069 |
+577 |
May13 |
120209 |
588.00 |
593.00 |
584.25 |
586.75 |
-5.50 |
84 |
2,291 |
+31 |
Jul13 |
120209 |
597.25 |
599.75 |
587.50 |
591.50 |
-5.50 |
213 |
2,964 |
+71 |
Sep13 |
120209 |
562.50 |
564.25 |
562.50 |
562.50 |
-1.75 |
36 |
674 |
+5 |
Dec13 |
120209 |
557.00 |
559.00 |
553.75 |
556.00 |
-1.75 |
455 |
18,189 |
+102 |
Total Volume and Open Interest |
341,629 |
1,278,749 |
+633 |
Wheat(CBOT) |
Mar12 |
120209 |
660.75 |
664.75 |
641.75 |
646.00 |
-14.75 |
69,309 |
145,403 |
-13,173 |
May12 |
120209 |
668.50 |
673.25 |
649.50 |
655.25 |
-13.25 |
35,769 |
108,494 |
-500 |
Jul12 |
120209 |
679.00 |
683.50 |
661.00 |
668.00 |
-11.00 |
17,630 |
99,424 |
+1,104 |
Sep12 |
120209 |
693.00 |
697.75 |
678.25 |
685.75 |
-8.00 |
3,277 |
35,013 |
-178 |
Dec12 |
120209 |
712.00 |
716.00 |
697.25 |
705.25 |
-7.00 |
4,589 |
59,170 |
+284 |
Mar13 |
120209 |
727.25 |
727.50 |
714.25 |
721.25 |
-6.00 |
108 |
4,247 |
+11 |
Total Volume and Open Interest |
130,852 |
458,559 |
-12,371 |
Wheat(KCBT) |
Mar12 |
120209 |
708.50 |
711.00 |
691.25 |
692.00 |
-18.00 |
11,868 |
43,788 |
-2,449 |
May12 |
120209 |
716.00 |
718.00 |
698.75 |
699.50 |
-17.50 |
5,476 |
32,680 |
+1,195 |
Jul12 |
120209 |
723.25 |
725.25 |
705.50 |
707.25 |
-17.00 |
3,974 |
44,984 |
+185 |
Sep12 |
120209 |
733.25 |
736.00 |
717.50 |
720.00 |
-15.25 |
323 |
10,199 |
+53 |
Dec12 |
120209 |
752.75 |
752.75 |
735.00 |
738.00 |
-15.00 |
528 |
14,637 |
+14 |
Mar13 |
120209 |
758.00 |
758.00 |
748.50 |
749.00 |
-14.00 |
12 |
531 |
-1 |
Total Volume and Open Interest |
22,198 |
147,263 |
-995 |
Wheat(MGE) |
Mar12 |
120209 |
840.50 |
845.50 |
830.00 |
831.75 |
-9.75 |
1,489 |
0 |
-11,329 |
May12 |
120209 |
825.50 |
832.75 |
817.75 |
820.25 |
-7.75 |
1,791 |
0 |
-8,259 |
Jul12 |
120209 |
812.75 |
820.00 |
804.25 |
805.75 |
-6.00 |
840 |
9,003 |
+49 |
Sep12 |
120209 |
784.00 |
794.50 |
779.25 |
780.50 |
-5.75 |
202 |
5,443 |
+34 |
Dec12 |
120209 |
789.50 |
799.00 |
783.75 |
785.50 |
-6.25 |
258 |
4,103 |
-12 |
Total Volume and Open Interest |
4,594 |
18,879 |
-19,522 |
Oats(CBOT) |
Mar12 |
120209 |
327.75 |
328.25 |
315.50 |
318.00 |
-10.00 |
1,000 |
5,424 |
-248 |
May12 |
120209 |
312.75 |
315.00 |
307.00 |
309.50 |
-3.50 |
521 |
5,443 |
-122 |
Jul12 |
120209 |
311.00 |
313.00 |
305.75 |
306.75 |
-4.25 |
407 |
621 |
+286 |
Sep12 |
120209 |
314.00 |
316.00 |
309.50 |
309.50 |
-1.50 |
4 |
50 |
+3 |
Total Volume and Open Interest |
1,938 |
12,551 |
-75 |
Rough Rice(CBOT) |
Mar12 |
120209 |
14.19 |
14.22 |
14.01 |
14.08 |
-0.12 |
1,070 |
9,676 |
-466 |
May12 |
120209 |
14.43 |
14.49 |
14.28 |
14.35 |
-0.12 |
533 |
4,582 |
+264 |
Jul12 |
120209 |
14.68 |
14.69 |
14.62 |
14.62 |
-0.12 |
83 |
755 |
-20 |
Sep12 |
120209 |
14.80 |
14.86 |
14.80 |
14.82 |
-0.06 |
46 |
351 |
-4 |
Total Volume and Open Interest |
1,733 |
15,373 |
-225 |
Live Cattle(CME) |
Feb12 |
120209 |
125.535 |
126.050 |
124.600 |
125.180 |
-0.605 |
13,136 |
24,189 |
-3,113 |
Apr12 |
120209 |
128.700 |
129.185 |
127.500 |
128.200 |
-0.600 |
27,945 |
146,179 |
+2,970 |
Jun12 |
120209 |
127.180 |
127.800 |
126.450 |
127.150 |
-0.200 |
10,763 |
92,564 |
+545 |
Aug12 |
120209 |
129.435 |
130.035 |
129.035 |
129.685 |
-0.195 |
6,973 |
44,236 |
+1,186 |
Oct12 |
120209 |
132.700 |
133.300 |
132.400 |
133.050 |
-0.135 |
2,201 |
16,625 |
+608 |
Dec12 |
120209 |
133.380 |
134.000 |
133.100 |
133.500 |
-0.450 |
1,512 |
10,971 |
+521 |
Total Volume and Open Interest |
62,825 |
339,300 |
+2,895 |
Feeder Cattle(CME) |
Mar12 |
120209 |
155.235 |
155.950 |
154.600 |
155.150 |
-0.135 |
3,842 |
18,384 |
-579 |
Apr12 |
120209 |
157.325 |
158.075 |
156.825 |
157.250 |
-0.300 |
2,485 |
8,125 |
+83 |
May12 |
120209 |
158.785 |
159.400 |
158.285 |
158.825 |
-0.360 |
1,709 |
8,902 |
+719 |
Aug12 |
120209 |
160.035 |
160.850 |
159.550 |
160.100 |
-0.185 |
1,347 |
9,475 |
+259 |
Sep12 |
120209 |
160.000 |
160.300 |
159.300 |
160.035 |
-0.040 |
158 |
1,629 |
+74 |
Oct12 |
120209 |
159.735 |
160.200 |
159.450 |
159.900 |
-0.200 |
42 |
821 |
+26 |
Nov12 |
120209 |
159.850 |
160.000 |
159.100 |
160.000 |
-0.100 |
28 |
409 |
+15 |
Total Volume and Open Interest |
9,616 |
47,757 |
+598 |
Lean Hogs(CME) |
Feb12 |
120209 |
86.450 |
87.350 |
86.400 |
87.300 |
+1.015 |
7,822 |
10,567 |
-1,982 |
Apr12 |
120209 |
88.850 |
90.300 |
88.730 |
89.650 |
+0.700 |
16,971 |
92,665 |
-1,007 |
May12 |
120209 |
97.800 |
98.000 |
97.400 |
97.800 |
+0.300 |
40 |
2,919 |
-4 |
Jun12 |
120209 |
98.330 |
99.400 |
98.180 |
98.450 |
+0.120 |
7,518 |
60,635 |
-821 |
Jul12 |
120209 |
98.850 |
99.830 |
98.785 |
99.250 |
+0.050 |
2,833 |
24,549 |
+900 |
Aug12 |
120209 |
98.285 |
99.230 |
98.230 |
98.830 |
+0.280 |
2,997 |
20,771 |
-47 |
Oct12 |
120209 |
89.135 |
89.950 |
88.900 |
89.400 |
+0.050 |
4,530 |
23,427 |
+1,680 |
Dec12 |
120209 |
84.700 |
85.535 |
84.650 |
84.900 |
-0.030 |
1,938 |
12,890 |
+523 |
Total Volume and Open Interest |
45,495 |
254,310 |
-257 |
Class III Milk(CME) |
Feb12 |
120209 |
16.05 |
16.11 |
16.00 |
16.09 |
+0.03 |
16 |
5,569 |
+4 |
Mar12 |
120209 |
15.46 |
15.65 |
15.36 |
15.57 |
+0.11 |
238 |
5,891 |
+35 |
Apr12 |
120209 |
15.61 |
15.82 |
15.55 |
15.71 |
+0.03 |
132 |
3,578 |
-1 |
May12 |
120209 |
16.22 |
16.22 |
16.00 |
16.10 |
-0.12 |
58 |
3,056 |
+3 |
Jun12 |
120209 |
16.59 |
16.59 |
16.40 |
16.47 |
-0.10 |
20 |
2,601 |
-2 |
Total Volume and Open Interest |
561 |
31,480 |
+100 |
Cocoa(ICE) |
Mar12 |
120209 |
2249 |
2265 |
2186 |
2236 |
-27 |
16,731 |
37,802 |
-9,092 |
May12 |
120209 |
2271 |
2277 |
2203 |
2244 |
-34 |
14,108 |
57,852 |
+6,355 |
Jul12 |
120209 |
2297 |
2302 |
2231 |
2271 |
-32 |
4,922 |
28,970 |
+648 |
Sep12 |
120209 |
2319 |
2319 |
2251 |
2292 |
-33 |
1,032 |
15,276 |
-115 |
Dec12 |
120209 |
2343 |
2350 |
2287 |
2320 |
-31 |
2,916 |
17,079 |
+635 |
Mar13 |
120209 |
2376 |
2376 |
2308 |
2345 |
-32 |
1,673 |
10,707 |
+1,276 |
May13 |
120209 |
2382 |
2382 |
2322 |
2356 |
-31 |
83 |
2,522 |
-72 |
Total Volume and Open Interest |
41,556 |
171,438 |
-378 |
Coffee "C"(ICE) |
Mar12 |
120209 |
220.60 |
222.15 |
214.75 |
216.00 |
-4.05 |
20,238 |
49,044 |
-3,393 |
May12 |
120209 |
223.10 |
224.60 |
217.05 |
218.25 |
-4.35 |
11,688 |
44,465 |
+2,862 |
Jul12 |
120209 |
226.20 |
227.30 |
219.90 |
221.15 |
-4.30 |
4,846 |
22,060 |
+1,029 |
Sep12 |
120209 |
229.20 |
229.95 |
222.75 |
224.00 |
-4.25 |
1,407 |
10,410 |
+1,150 |
Dec12 |
120209 |
232.65 |
233.25 |
227.00 |
227.60 |
-4.30 |
469 |
8,131 |
-50 |
Mar13 |
120209 |
235.50 |
235.80 |
230.15 |
230.80 |
-4.20 |
198 |
1,521 |
+77 |
Total Volume and Open Interest |
39,094 |
136,418 |
+1,776 |
Orange Juice(ICE) |
Mar12 |
120209 |
190.00 |
193.65 |
186.45 |
189.75 |
-0.95 |
2,243 |
16,269 |
-975 |
May12 |
120209 |
184.30 |
187.00 |
181.00 |
183.85 |
-1.20 |
1,129 |
7,507 |
+622 |
Jul12 |
120209 |
180.45 |
180.45 |
178.70 |
179.50 |
-1.10 |
39 |
1,118 |
+42 |
Sep12 |
120209 |
178.75 |
178.75 |
178.75 |
178.75 |
-0.35 |
21 |
373 |
+19 |
Nov12 |
120209 |
170.50 |
170.95 |
170.50 |
170.95 |
-0.35 |
1 |
302 |
+1 |
Jan13 |
120209 |
168.45 |
168.45 |
168.45 |
168.45 |
-0.35 |
0 |
15 |
+0 |
Total Volume and Open Interest |
3,433 |
25,588 |
-291 |
Sugar #11(ICE) |
Mar12 |
120209 |
24.50 |
24.89 |
24.38 |
24.53 |
+0.05 |
60,928 |
184,947 |
-10,436 |
May12 |
120209 |
23.64 |
24.07 |
23.57 |
23.71 |
+0.07 |
49,266 |
152,912 |
+2,579 |
Jul12 |
120209 |
23.17 |
23.48 |
23.08 |
23.23 |
+0.09 |
23,198 |
167,658 |
+4,934 |
Oct12 |
120209 |
23.50 |
23.75 |
23.40 |
23.57 |
+0.09 |
9,556 |
73,661 |
+1,280 |
Mar13 |
120209 |
24.23 |
24.40 |
24.10 |
24.27 |
+0.04 |
3,929 |
58,408 |
+2,164 |
Total Volume and Open Interest |
149,039 |
696,054 |
+644 |
London Cocoa(LCE) |
Mar12 |
120209 |
1459 |
1470 |
1427 |
1454 |
-15 |
3,645 |
65,239 |
-199 |
May12 |
120209 |
1467 |
1484 |
1444 |
1468 |
-18 |
2,265 |
24,247 |
-190 |
Jul12 |
120209 |
1488 |
1501 |
1462 |
1485 |
-17 |
1,842 |
29,615 |
+385 |
Sep12 |
120209 |
1505 |
1511 |
1472 |
1494 |
-18 |
707 |
24,338 |
-601 |
Dec12 |
120209 |
1510 |
1510 |
1475 |
1497 |
-17 |
803 |
18,515 |
-50 |
Mar13 |
120209 |
1520 |
1520 |
1486 |
1507 |
-17 |
354 |
10,385 |
+65 |
May13 |
120209 |
1508 |
1514 |
1495 |
1514 |
-15 |
0 |
5,771 |
+2 |
Total Volume and Open Interest |
9,616 |
180,566 |
-588 |
London Sugar(LCE) |
May12 |
120209 |
631.50 |
641.40 |
630.00 |
633.30 |
+1.30 |
5,578 |
21,197 |
-96 |
Aug12 |
120209 |
612.50 |
621.40 |
611.10 |
614.60 |
+1.10 |
1,236 |
17,862 |
+76 |
Oct12 |
120209 |
611.40 |
618.50 |
610.40 |
612.60 |
+0.60 |
750 |
6,261 |
+168 |
Dec12 |
120209 |
615.30 |
619.10 |
614.30 |
615.30 |
unch |
182 |
2,063 |
-6 |
Mar13 |
120209 |
620.50 |
624.00 |
620.00 |
620.80 |
-0.40 |
48 |
3,437 |
+23 |
Total Volume and Open Interest |
14,182 |
65,824 |
-1,367 |
Cotton(ICE) |
Mar12 |
120209 |
93.85 |
94.44 |
90.23 |
90.38 |
-3.24 |
15,812 |
67,987 |
-2,436 |
May12 |
120209 |
96.00 |
96.07 |
91.81 |
91.88 |
-3.30 |
11,447 |
53,125 |
+2,162 |
Jul12 |
120209 |
97.50 |
97.67 |
93.30 |
93.45 |
-3.40 |
3,768 |
42,131 |
+1,544 |
Oct12 |
120209 |
93.65 |
93.65 |
93.65 |
93.65 |
-3.30 |
3 |
87 |
-2 |
Dec12 |
120209 |
96.00 |
96.65 |
92.31 |
92.88 |
-3.04 |
1,112 |
23,769 |
+436 |
Mar13 |
120209 |
95.80 |
95.80 |
93.62 |
94.05 |
-3.02 |
150 |
1,298 |
+102 |
Total Volume and Open Interest |
32,292 |
189,435 |
+1,806 |
Lumber(CME) |
Mar12 |
120209 |
267.8 |
274.2 |
266.9 |
271.5 |
+5.9 |
1,562 |
4,260 |
-556 |
May12 |
120209 |
273.3 |
279.6 |
273.3 |
275.5 |
+1.5 |
755 |
4,098 |
+39 |
Jul12 |
120209 |
283.9 |
288.6 |
283.9 |
287.4 |
+3.8 |
292 |
767 |
+122 |
Sep12 |
120209 |
291.5 |
292.8 |
291.5 |
292.0 |
+2.5 |
56 |
537 |
+23 |
Total Volume and Open Interest |
2,680 |
9,867 |
-360 |
Crude Oil(NYM) |
Mar12 |
120209 |
99.10 |
100.18 |
98.66 |
99.84 |
+1.13 |
415,728 |
246,822 |
-26,812 |
Apr12 |
120209 |
99.50 |
100.55 |
99.08 |
100.24 |
+1.14 |
189,068 |
153,200 |
+11,525 |
May12 |
120209 |
99.90 |
101.13 |
99.72 |
100.87 |
+1.15 |
136,863 |
120,360 |
+5,765 |
Jun12 |
120209 |
100.61 |
101.75 |
100.42 |
101.54 |
+1.15 |
140,112 |
114,880 |
+2,491 |
Jul12 |
120209 |
101.46 |
102.29 |
101.44 |
102.16 |
+1.17 |
46,422 |
71,754 |
+6,934 |
Aug12 |
120209 |
101.49 |
102.61 |
101.48 |
102.60 |
+1.17 |
23,470 |
42,252 |
+870 |
Sep12 |
120209 |
102.29 |
102.90 |
102.29 |
102.88 |
+1.16 |
23,345 |
42,589 |
+557 |
Oct12 |
120209 |
102.39 |
103.08 |
102.39 |
103.08 |
+1.14 |
11,570 |
32,263 |
-210 |
Nov12 |
120209 |
102.56 |
103.25 |
102.56 |
103.25 |
+1.11 |
11,274 |
30,501 |
-467 |
Dec12 |
120209 |
102.56 |
103.50 |
102.39 |
103.38 |
+1.08 |
82,404 |
195,191 |
+4,117 |
Jan13 |
120209 |
103.01 |
103.45 |
103.00 |
103.40 |
+1.07 |
5,543 |
34,413 |
-936 |
Feb13 |
120209 |
103.40 |
103.40 |
103.33 |
103.33 |
+1.05 |
2,607 |
17,302 |
+493 |
Mar13 |
120209 |
103.16 |
103.16 |
103.16 |
103.16 |
+1.03 |
3,992 |
18,896 |
+734 |
Apr13 |
120209 |
102.89 |
102.89 |
102.89 |
102.89 |
+1.01 |
2,228 |
9,763 |
+584 |
May13 |
120209 |
102.58 |
102.58 |
102.58 |
102.58 |
+0.99 |
1,500 |
9,102 |
+618 |
Jun13 |
120209 |
101.77 |
102.24 |
101.77 |
102.24 |
+0.96 |
10,254 |
53,350 |
+970 |
Total Volume and Open Interest |
1,150,665 |
1,484,546 |
+12,132 |
e-miNY Crude Oil(NYM) |
Feb12 |
120119 |
101.100 |
102.075 |
100.050 |
100.400 |
-0.200 |
6,357 |
1,305 |
-91 |
Mar12 |
120209 |
99.075 |
100.175 |
98.650 |
99.850 |
+1.150 |
9,203 |
2,454 |
+229 |
Apr12 |
120209 |
99.400 |
100.550 |
99.050 |
100.250 |
+1.150 |
444 |
359 |
+13 |
May12 |
120209 |
100.250 |
101.000 |
100.250 |
100.875 |
+1.150 |
93 |
136 |
-6 |
Jun12 |
120209 |
101.375 |
101.550 |
101.075 |
101.550 |
+1.150 |
11 |
89 |
+0 |
Jul12 |
120209 |
102.125 |
102.150 |
102.125 |
102.150 |
+1.150 |
4 |
14 |
+2 |
Aug12 |
120209 |
102.600 |
102.600 |
102.600 |
102.600 |
+1.175 |
1 |
10 |
+1 |
Sep12 |
120209 |
102.875 |
102.875 |
102.875 |
102.875 |
+1.150 |
0 |
1 |
+0 |
Oct12 |
120209 |
103.075 |
103.075 |
103.075 |
103.075 |
+1.125 |
0 |
10 |
+0 |
Nov12 |
120209 |
103.250 |
103.250 |
103.250 |
103.250 |
+1.100 |
|
|
|
Total Volume and Open Interest |
9,758 |
3,296 |
+241 |
Heating Oil(NYM) |
Mar12 |
120209 |
320.29 |
322.24 |
317.87 |
320.85 |
+1.90 |
86,416 |
86,349 |
-5,347 |
Apr12 |
120209 |
317.65 |
319.50 |
315.46 |
318.19 |
+2.12 |
39,967 |
44,163 |
+829 |
May12 |
120209 |
314.67 |
316.94 |
313.22 |
315.82 |
+2.37 |
31,135 |
32,928 |
-189 |
Jun12 |
120209 |
313.24 |
315.59 |
311.93 |
314.39 |
+2.61 |
39,283 |
49,840 |
-4,910 |
Jul12 |
120209 |
313.15 |
315.36 |
312.31 |
314.26 |
+2.76 |
11,867 |
15,422 |
+1,201 |
Aug12 |
120209 |
313.94 |
315.03 |
313.25 |
314.41 |
+2.79 |
4,325 |
7,772 |
+469 |
Sep12 |
120209 |
313.68 |
315.39 |
313.68 |
314.83 |
+2.79 |
3,886 |
12,685 |
+136 |
Oct12 |
120209 |
314.61 |
316.41 |
314.61 |
315.40 |
+2.78 |
517 |
4,803 |
+57 |
Nov12 |
120209 |
315.00 |
315.95 |
315.00 |
315.95 |
+2.75 |
901 |
3,360 |
+458 |
Dec12 |
120209 |
314.60 |
317.36 |
314.46 |
316.46 |
+2.74 |
5,427 |
23,036 |
-1,615 |
Jan13 |
120209 |
316.14 |
316.91 |
315.66 |
316.91 |
+2.74 |
212 |
3,066 |
+142 |
Feb13 |
120209 |
316.57 |
316.57 |
316.57 |
316.57 |
+2.74 |
106 |
647 |
-37 |
Total Volume and Open Interest |
224,178 |
285,107 |
-8,714 |
Gasoline(NYMEX) |
Mar12 |
120209 |
298.57 |
301.62 |
297.60 |
301.28 |
+3.76 |
56,162 |
95,743 |
-2,301 |
Apr12 |
120209 |
311.95 |
315.56 |
311.08 |
315.22 |
+4.23 |
36,128 |
52,768 |
+2,377 |
May12 |
120209 |
310.40 |
314.03 |
310.15 |
313.73 |
+4.20 |
22,464 |
41,739 |
+112 |
Jun12 |
120209 |
307.50 |
310.89 |
307.08 |
310.54 |
+4.13 |
17,214 |
42,735 |
+40 |
Jul12 |
120209 |
304.00 |
306.89 |
304.00 |
306.72 |
+4.01 |
6,123 |
26,700 |
+679 |
Aug12 |
120209 |
300.00 |
303.00 |
300.00 |
302.76 |
+3.85 |
3,302 |
16,875 |
+272 |
Sep12 |
120209 |
296.94 |
298.71 |
296.69 |
298.40 |
+3.69 |
1,782 |
14,235 |
-76 |
Oct12 |
120209 |
282.12 |
283.72 |
282.12 |
283.72 |
+3.38 |
1,555 |
9,647 |
+135 |
Nov12 |
120209 |
278.01 |
279.91 |
278.01 |
279.91 |
+3.24 |
1,531 |
4,638 |
-571 |
Dec12 |
120209 |
275.89 |
277.68 |
275.89 |
277.68 |
+3.10 |
1,241 |
17,916 |
+97 |
Total Volume and Open Interest |
147,624 |
332,356 |
+817 |
e-miNY RBOB Gasoline(NYM) |
Mar12 |
120209 |
301.30 |
301.30 |
301.28 |
301.30 |
+3.80 |
0 |
1 |
+0 |
Apr12 |
120209 |
315.20 |
315.22 |
315.20 |
315.20 |
+4.20 |
|
|
|
May12 |
120209 |
313.70 |
313.73 |
313.70 |
313.70 |
+4.20 |
|
|
|
Jun12 |
120209 |
310.50 |
310.54 |
310.50 |
310.50 |
+4.10 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Mar12 |
120209 |
2.444 |
2.585 |
2.405 |
2.477 |
+0.029 |
224,079 |
254,975 |
-16,776 |
Apr12 |
120209 |
2.606 |
2.734 |
2.556 |
2.636 |
+0.038 |
112,936 |
175,378 |
+3,056 |
May12 |
120209 |
2.722 |
2.853 |
2.680 |
2.763 |
+0.047 |
104,199 |
154,040 |
+12,405 |
Jun12 |
120209 |
2.806 |
2.950 |
2.775 |
2.858 |
+0.053 |
44,106 |
76,578 |
-1,779 |
Jul12 |
120209 |
2.883 |
3.029 |
2.858 |
2.940 |
+0.056 |
31,911 |
72,726 |
+1,827 |
Aug12 |
120209 |
2.909 |
3.062 |
2.891 |
2.973 |
+0.055 |
22,899 |
41,671 |
+879 |
Sep12 |
120209 |
2.935 |
3.071 |
2.914 |
2.982 |
+0.053 |
13,722 |
49,066 |
+744 |
Oct12 |
120209 |
2.963 |
3.115 |
2.949 |
3.027 |
+0.052 |
37,342 |
120,687 |
+5,023 |
Nov12 |
120209 |
3.126 |
3.268 |
3.110 |
3.183 |
+0.048 |
8,501 |
41,859 |
+762 |
Dec12 |
120209 |
3.430 |
3.555 |
3.410 |
3.476 |
+0.041 |
6,312 |
34,492 |
+186 |
Jan13 |
120209 |
3.580 |
3.685 |
3.544 |
3.609 |
+0.041 |
15,613 |
60,951 |
+3,035 |
Feb13 |
120209 |
3.599 |
3.696 |
3.559 |
3.622 |
+0.044 |
2,238 |
15,801 |
+290 |
Mar13 |
120209 |
3.584 |
3.679 |
3.543 |
3.607 |
+0.045 |
2,250 |
24,051 |
+83 |
Apr13 |
120209 |
3.546 |
3.629 |
3.500 |
3.567 |
+0.045 |
3,148 |
34,672 |
-74 |
May13 |
120209 |
3.560 |
3.596 |
3.560 |
3.596 |
+0.044 |
257 |
10,451 |
-12 |
Jun13 |
120209 |
3.600 |
3.635 |
3.600 |
3.630 |
+0.043 |
238 |
3,937 |
+0 |
Total Volume and Open Interest |
635,579 |
1,256,019 |
+8,468 |
Brent Crude Oil(ICE) |
Mar12 |
120209 |
117.70 |
118.79 |
117.28 |
118.59 |
+1.39 |
260,785 |
131,405 |
-19,474 |
Apr12 |
120209 |
117.29 |
118.26 |
116.70 |
118.04 |
+1.41 |
171,675 |
193,648 |
-2,134 |
May12 |
120209 |
117.00 |
117.82 |
116.33 |
117.61 |
+1.40 |
79,254 |
116,652 |
+5,240 |
Jun12 |
120209 |
116.40 |
117.44 |
115.97 |
117.23 |
+1.37 |
71,566 |
99,345 |
-203 |
Jul12 |
120209 |
116.04 |
117.02 |
115.61 |
116.83 |
+1.34 |
18,292 |
47,484 |
+359 |
Aug12 |
120209 |
115.49 |
116.56 |
115.19 |
116.38 |
+1.31 |
9,941 |
42,516 |
-160 |
Sep12 |
120209 |
114.97 |
116.03 |
114.66 |
115.82 |
+1.27 |
11,473 |
50,346 |
-261 |
Oct12 |
120209 |
114.51 |
115.45 |
114.20 |
115.31 |
+1.23 |
6,789 |
27,772 |
+352 |
Nov12 |
120209 |
114.00 |
114.97 |
113.77 |
114.84 |
+1.20 |
5,101 |
17,896 |
-163 |
Dec12 |
120209 |
113.64 |
114.51 |
113.34 |
114.37 |
+1.16 |
43,293 |
115,376 |
+406 |
Jan13 |
120209 |
113.40 |
113.90 |
113.40 |
113.90 |
+1.13 |
2,047 |
13,941 |
+292 |
Feb13 |
120209 |
113.20 |
113.42 |
113.20 |
113.42 |
+1.09 |
988 |
8,935 |
+208 |
Mar13 |
120209 |
113.00 |
113.00 |
112.98 |
112.98 |
+1.06 |
1,440 |
9,501 |
+240 |
Apr13 |
120209 |
112.51 |
112.51 |
112.51 |
112.51 |
+1.04 |
206 |
3,469 |
-63 |
Total Volume and Open Interest |
710,186 |
1,051,880 |
-16,056 |
Gas Oil(ICE) |
Feb12 |
120209 |
997.00 |
1005.00 |
994.00 |
997.75 |
+6.75 |
52,173 |
35,247 |
-8,098 |
Mar12 |
120209 |
999.00 |
1004.75 |
993.00 |
996.75 |
+6.25 |
145,252 |
147,083 |
+4,282 |
Apr12 |
120209 |
992.50 |
1000.00 |
989.00 |
992.75 |
+7.25 |
77,100 |
71,050 |
+1,512 |
May12 |
120209 |
987.75 |
994.75 |
984.75 |
988.25 |
+8.00 |
42,379 |
59,438 |
+1,697 |
Jun12 |
120209 |
981.50 |
991.00 |
981.25 |
984.50 |
+8.75 |
42,849 |
58,890 |
+4,956 |
Jul12 |
120209 |
981.75 |
989.75 |
980.75 |
983.50 |
+9.50 |
13,717 |
32,597 |
+1,459 |
Aug12 |
120209 |
981.25 |
989.50 |
980.75 |
983.25 |
+10.00 |
4,986 |
19,825 |
+38 |
Sep12 |
120209 |
980.50 |
989.00 |
980.25 |
982.75 |
+10.50 |
5,604 |
19,512 |
+253 |
Oct12 |
120209 |
979.50 |
987.25 |
978.75 |
981.00 |
+10.50 |
2,128 |
13,239 |
+308 |
Nov12 |
120209 |
979.75 |
984.00 |
979.00 |
979.00 |
+10.75 |
1,720 |
9,265 |
+32 |
Total Volume and Open Interest |
400,396 |
552,571 |
+6,636 |
Ethanol(CBOT) |
Feb12 |
120203 |
2.131 |
2.131 |
2.131 |
2.131 |
-0.015 |
10 |
211 |
-29 |
Mar12 |
120209 |
2.240 |
2.259 |
2.225 |
2.231 |
+0.007 |
256 |
1,294 |
-63 |
Apr12 |
120209 |
2.255 |
2.283 |
2.246 |
2.254 |
+0.003 |
198 |
1,244 |
+115 |
May12 |
120209 |
2.284 |
2.293 |
2.264 |
2.277 |
+0.004 |
57 |
1,106 |
-21 |
Jun12 |
120209 |
2.310 |
2.310 |
2.295 |
2.295 |
unch |
22 |
861 |
+11 |
Jul12 |
120209 |
2.320 |
2.333 |
2.307 |
2.307 |
+0.002 |
81 |
1,734 |
-30 |
Aug12 |
120209 |
2.309 |
2.317 |
2.281 |
2.295 |
-0.002 |
16 |
1,023 |
+0 |
Sep12 |
120209 |
2.264 |
2.278 |
2.250 |
2.255 |
-0.002 |
0 |
891 |
+0 |
Total Volume and Open Interest |
673 |
11,140 |
+36 |
WTI Crude Oil(ICE) |
Mar12 |
120209 |
98.85 |
100.18 |
98.67 |
99.84 |
+1.13 |
122,848 |
50,705 |
-1,963 |
Apr12 |
120209 |
99.15 |
100.54 |
99.09 |
100.24 |
+1.14 |
62,727 |
43,330 |
+1,092 |
May12 |
120209 |
99.73 |
101.13 |
99.73 |
100.87 |
+1.15 |
44,850 |
21,291 |
-5,322 |
Jun12 |
120209 |
100.70 |
101.75 |
100.48 |
101.54 |
+1.15 |
42,969 |
44,358 |
+3,204 |
Jul12 |
120209 |
101.51 |
102.16 |
101.50 |
102.16 |
+1.17 |
11,919 |
18,509 |
-141 |
Aug12 |
120209 |
102.15 |
102.60 |
102.01 |
102.60 |
+1.17 |
6,613 |
15,970 |
+207 |
Sep12 |
120209 |
102.34 |
102.88 |
102.28 |
102.88 |
+1.16 |
7,204 |
12,654 |
+677 |
Oct12 |
120209 |
102.59 |
103.08 |
102.50 |
103.08 |
+1.14 |
3,393 |
7,392 |
+9 |
Nov12 |
120209 |
102.87 |
103.25 |
102.68 |
103.25 |
+1.11 |
2,222 |
5,901 |
+48 |
Dec12 |
120209 |
102.57 |
103.38 |
102.57 |
103.38 |
+1.08 |
25,707 |
57,551 |
+1,511 |
Jan13 |
120209 |
103.40 |
103.40 |
103.40 |
103.40 |
+1.07 |
746 |
6,157 |
+92 |
Feb13 |
120209 |
103.33 |
103.33 |
103.33 |
103.33 |
+1.05 |
592 |
1,976 |
+364 |
Mar13 |
120209 |
103.16 |
103.16 |
103.16 |
103.16 |
+1.03 |
115 |
1,907 |
+94 |
Apr13 |
120209 |
102.89 |
102.89 |
102.89 |
102.89 |
+1.01 |
49 |
470 |
+49 |
May13 |
120209 |
102.58 |
102.58 |
102.58 |
102.58 |
+0.99 |
51 |
623 |
+51 |
Jun13 |
120209 |
102.11 |
102.24 |
101.94 |
102.24 |
+0.96 |
767 |
15,801 |
+87 |
Total Volume and Open Interest |
342,438 |
380,944 |
+86 |
US Dollar Index(ICE) |
Mar12 |
120209 |
78.800 |
78.890 |
78.430 |
78.652 |
-0.083 |
34,445 |
52,771 |
+1,180 |
Jun12 |
120209 |
78.960 |
79.022 |
78.950 |
79.022 |
-0.073 |
38 |
591 |
+17 |
Sep12 |
120209 |
79.423 |
79.423 |
79.423 |
79.423 |
-0.073 |
|
|
|
Total Volume and Open Interest |
34,483 |
53,362 |
+1,197 |
Australian Dollar(CME) |
Mar12 |
120209 |
107.42 |
107.80 |
106.93 |
107.45 |
-0.01 |
117,837 |
148,110 |
+1,161 |
Jun12 |
120209 |
106.37 |
106.71 |
105.93 |
106.38 |
-0.02 |
48 |
649 |
+16 |
Sep12 |
120209 |
105.37 |
105.41 |
105.37 |
105.37 |
-0.04 |
0 |
110 |
+0 |
Total Volume and Open Interest |
117,885 |
148,879 |
+1,177 |
British Pound(CME) |
Mar12 |
120209 |
158.13 |
158.82 |
157.89 |
158.22 |
+0.10 |
86,747 |
195,451 |
+3,295 |
Jun12 |
120209 |
157.93 |
158.45 |
157.93 |
158.09 |
+0.10 |
66 |
276 |
+21 |
Sep12 |
120209 |
157.94 |
157.94 |
157.84 |
157.94 |
+0.10 |
0 |
3 |
+0 |
Total Volume and Open Interest |
86,813 |
195,733 |
+3,316 |
Canadian Dollar(CME) |
Mar12 |
120209 |
100.29 |
100.66 |
100.09 |
100.45 |
+0.14 |
75,404 |
117,010 |
+4,057 |
Jun12 |
120209 |
100.04 |
100.44 |
100.04 |
100.24 |
+0.14 |
136 |
3,676 |
-129 |
Sep12 |
120209 |
100.05 |
100.06 |
99.87 |
100.01 |
+0.14 |
4 |
1,593 |
+2 |
Dec12 |
120209 |
99.85 |
99.86 |
99.67 |
99.81 |
+0.14 |
20 |
634 |
+7 |
Total Volume and Open Interest |
75,565 |
122,955 |
+3,938 |
Japanese Yen(CME) |
Mar12 |
120209 |
129.85 |
129.88 |
128.68 |
128.81 |
-1.07 |
77,189 |
177,464 |
-231 |
Jun12 |
120209 |
129.86 |
130.01 |
128.87 |
128.93 |
-1.08 |
71 |
1,023 |
-4 |
Sep12 |
120209 |
129.09 |
130.17 |
129.09 |
129.09 |
-1.08 |
0 |
18 |
+0 |
Total Volume and Open Interest |
77,260 |
178,512 |
-235 |
Swiss Franc(CME) |
Mar12 |
120209 |
109.59 |
110.08 |
109.29 |
109.75 |
+0.16 |
34,507 |
42,766 |
+723 |
Jun12 |
120209 |
110.11 |
110.11 |
109.78 |
109.91 |
+0.13 |
7 |
55 |
-2 |
Sep12 |
120209 |
110.11 |
110.11 |
110.00 |
110.11 |
+0.11 |
0 |
4 |
+0 |
Total Volume and Open Interest |
34,514 |
42,826 |
+721 |
EuroFX(CME) |
Mar12 |
120209 |
132.53 |
133.25 |
132.16 |
132.90 |
+0.37 |
383,182 |
283,869 |
-8,853 |
Jun12 |
120209 |
132.44 |
133.24 |
132.40 |
132.95 |
+0.37 |
451 |
4,678 |
+17 |
Sep12 |
120209 |
132.90 |
133.10 |
132.64 |
133.01 |
+0.37 |
13 |
86 |
+11 |
Total Volume and Open Interest |
383,654 |
288,657 |
-8,820 |
Mexican Peso(CME) |
Feb12 |
120209 |
788.5 |
788.5 |
786.8 |
788.5 |
+1.8 |
0 |
930 |
+0 |
Mar12 |
120209 |
783.8 |
787.2 |
780.5 |
786.5 |
+1.8 |
30,759 |
144,101 |
+560 |
Total Volume and Open Interest |
30,759 |
145,645 |
+560 |
Brazilian Real(CME) |
Mar12 |
120209 |
578.75 |
579.45 |
576.90 |
578.75 |
-0.55 |
186 |
3,246 |
+92 |
Apr12 |
120209 |
575.60 |
575.60 |
575.60 |
575.60 |
-0.55 |
0 |
24 |
+0 |
May12 |
120209 |
572.45 |
572.45 |
572.45 |
572.45 |
-0.55 |
|
|
|
Jun12 |
120209 |
569.30 |
569.30 |
569.30 |
569.30 |
-0.55 |
0 |
66 |
+0 |
Total Volume and Open Interest |
186 |
16,886 |
+92 |
30-Year T-Bonds(CBOT) |
Mar12 |
120209 |
142~030 |
142~130 |
140~230 |
141~170 |
-0~220 |
335,238 |
611,177 |
-3,520 |
Jun12 |
120209 |
140~270 |
140~270 |
139~150 |
140~030 |
-0~220 |
1,189 |
9,944 |
+295 |
Sep12 |
120209 |
138~310 |
139~210 |
138~310 |
138~310 |
-0~220 |
|
|
|
Total Volume and Open Interest |
336,427 |
621,121 |
-3,225 |
10-Year T-Notes(CBOT) |
Mar12 |
120209 |
131~015 |
131~065 |
130~180 |
130~250 |
-0~100 |
1,038,564 |
1,772,609 |
+4,832 |
Jun12 |
120209 |
130~265 |
130~295 |
130~120 |
130~155 |
-0~110 |
10,862 |
20,107 |
+4,732 |
Sep12 |
120209 |
129~205 |
129~315 |
129~205 |
129~205 |
-0~110 |
|
|
|
Total Volume and Open Interest |
1,049,426 |
1,792,717 |
+9,564 |
5-Year T-Notes(CBOT) |
Mar12 |
120209 |
123~069 |
123~081 |
123~040 |
123~050 |
-0~024 |
468,011 |
1,456,861 |
-14,293 |
Jun12 |
120209 |
123~046 |
123~056 |
123~024 |
123~030 |
-0~026 |
1,535 |
7,956 |
+649 |
Sep12 |
120209 |
122~054 |
122~080 |
122~054 |
122~054 |
-0~026 |
|
|
|
Total Volume and Open Interest |
469,546 |
1,464,817 |
-13,644 |
2 Year T-Notes(CBOT) |
Mar12 |
120209 |
110~039 |
110~039 |
110~032 |
110~035 |
-0~004 |
205,202 |
922,124 |
-25,417 |
Jun12 |
120209 |
110~028 |
110~032 |
110~026 |
110~026 |
-0~006 |
20 |
4,492 |
+11 |
Sep12 |
120209 |
109~092 |
109~098 |
109~092 |
109~092 |
-0~006 |
|
|
|
Total Volume and Open Interest |
205,222 |
926,616 |
-25,406 |
Eurodollars(CME) |
Mar12 |
120209 |
99.560 |
99.570 |
99.555 |
99.560 |
+0.005 |
151,868 |
903,619 |
-2,190 |
Jun12 |
120209 |
99.555 |
99.570 |
99.550 |
99.560 |
+0.005 |
212,114 |
1,072,801 |
+19,407 |
Sep12 |
120209 |
99.520 |
99.535 |
99.510 |
99.525 |
+0.010 |
184,095 |
782,559 |
+3,753 |
Dec12 |
120209 |
99.485 |
99.500 |
99.480 |
99.490 |
+0.010 |
183,395 |
838,677 |
+3,589 |
Mar13 |
120209 |
99.465 |
99.480 |
99.460 |
99.465 |
+0.005 |
195,273 |
724,516 |
+4,734 |
Jun13 |
120209 |
99.435 |
99.450 |
99.425 |
99.430 |
unch |
190,398 |
599,577 |
+7,266 |
Sep13 |
120209 |
99.390 |
99.410 |
99.385 |
99.385 |
-0.010 |
202,821 |
618,391 |
+20,378 |
Dec13 |
120209 |
99.340 |
99.360 |
99.320 |
99.325 |
-0.015 |
181,043 |
588,774 |
+8,616 |
Mar14 |
120209 |
99.265 |
99.290 |
99.245 |
99.245 |
-0.020 |
134,160 |
438,786 |
-5,590 |
Jun14 |
120209 |
99.155 |
99.180 |
99.120 |
99.130 |
-0.025 |
125,847 |
307,557 |
+1,242 |
Sep14 |
120209 |
99.020 |
99.045 |
98.975 |
98.985 |
-0.035 |
121,831 |
231,795 |
-3,604 |
Dec14 |
120209 |
98.845 |
98.875 |
98.795 |
98.815 |
-0.040 |
92,694 |
277,610 |
+1,356 |
Mar15 |
120209 |
98.680 |
98.715 |
98.615 |
98.645 |
-0.045 |
80,684 |
187,148 |
+5,298 |
Jun15 |
120209 |
0.196 |
0.231 |
0.126 |
0.161 |
-0.045 |
63,250 |
144,006 |
+6,544 |
Sep15 |
120209 |
0.021 |
0.056 |
6.500 |
6.540 |
+6.509 |
38,746 |
88,986 |
+2,003 |
Dec15 |
120209 |
6.395 |
6.430 |
6.315 |
6.355 |
-0.050 |
42,546 |
96,594 |
-1,923 |
Mar16 |
120209 |
6.245 |
6.275 |
6.155 |
6.200 |
-0.050 |
18,110 |
63,453 |
+2,748 |
Jun16 |
120209 |
6.095 |
6.120 |
5.995 |
6.040 |
-0.055 |
12,735 |
56,648 |
+638 |
Total Volume and Open Interest |
2,259,952 |
8,287,842 |
+75,925 |
30 Day Federal Funds(CBOT) |
Feb12 |
120209 |
99.890 |
99.890 |
99.880 |
99.885 |
-0.005 |
8,730 |
66,643 |
+1,741 |
Mar12 |
120209 |
99.885 |
99.890 |
99.875 |
99.880 |
-0.010 |
11,679 |
41,789 |
+2,956 |
Apr12 |
120209 |
99.885 |
99.890 |
99.875 |
99.880 |
-0.010 |
5,011 |
37,635 |
+84 |
May12 |
120209 |
99.880 |
99.885 |
99.875 |
99.880 |
-0.005 |
4,979 |
42,735 |
-148 |
Jun12 |
120209 |
99.875 |
99.885 |
99.870 |
99.880 |
unch |
6,649 |
32,271 |
+2,425 |
Jul12 |
120209 |
99.870 |
99.875 |
99.865 |
99.875 |
unch |
6,312 |
38,230 |
+1,913 |
Total Volume and Open Interest |
77,293 |
510,111 |
+16,889 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120209 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
40 |
+0 |
Jun12 |
120209 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
120209 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec12 |
120209 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Mar13 |
120209 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120209 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep13 |
120209 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Dec13 |
120209 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120209 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120209 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120209 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,841 |
+0 |
Jun12 |
120209 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,433 |
+0 |
Sep12 |
120209 |
99.60 |
99.66 |
99.60 |
99.66 |
unch |
0 |
679 |
+0 |
Dec12 |
120209 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
117 |
+0 |
Mar13 |
120209 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
120209 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
218 |
+0 |
Sep13 |
120209 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
325 |
+0 |
Dec13 |
120209 |
99.62 |
99.64 |
99.62 |
99.64 |
unch |
0 |
279 |
+0 |
Total Volume and Open Interest |
0 |
5,023 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120209 |
142.20 |
142.35 |
142.06 |
142.32 |
+0.14 |
5,508 |
24,445 |
-1,204 |
Jun12 |
120209 |
141.74 |
141.74 |
141.74 |
141.74 |
+0.14 |
1 |
3 |
-1 |
Sep12 |
120209 |
139.65 |
139.65 |
139.65 |
139.65 |
+0.14 |
0 |
5 |
+0 |
Total Volume and Open Interest |
5,509 |
24,457 |
-1,205 |
Euro-Bund(EUREX) |
Mar12 |
120209 |
137.65 |
137.96 |
136.93 |
137.10 |
-0.74 |
812,768 |
874,310 |
+9,999 |
Jun12 |
120209 |
136.15 |
136.15 |
135.22 |
135.38 |
-0.74 |
736 |
10,669 |
+28 |
Sep12 |
120209 |
135.30 |
135.30 |
135.30 |
135.30 |
-0.74 |
0 |
1 |
+0 |
Total Volume and Open Interest |
813,504 |
884,980 |
+10,027 |
Euro-Bobl(EUREX) |
Mar12 |
120209 |
124.70 |
124.86 |
124.35 |
124.48 |
-0.28 |
461,202 |
686,895 |
+2,608 |
Jun12 |
120209 |
123.15 |
123.15 |
122.86 |
122.86 |
-0.29 |
3,815 |
16,630 |
+794 |
Sep12 |
120209 |
122.78 |
122.78 |
122.78 |
122.78 |
-0.28 |
0 |
4 |
+0 |
Total Volume and Open Interest |
465,017 |
703,529 |
+3,402 |
3-Mth Euribor(EUREX) |
Mar12 |
120209 |
99.110 |
99.110 |
99.100 |
99.100 |
-0.005 |
200 |
1,470 |
-58 |
Jun12 |
120209 |
99.205 |
99.205 |
99.205 |
99.205 |
-0.015 |
0 |
1,268 |
+0 |
Sep12 |
120209 |
99.230 |
99.230 |
99.225 |
99.225 |
-0.020 |
0 |
1,033 |
+0 |
Total Volume and Open Interest |
200 |
6,419 |
-58 |
Long Gilt(LIFFE) |
Mar12 |
120209 |
115~06 |
115~16 |
114~16 |
114~19 |
-0~16 |
143,143 |
326,319 |
+10,122 |
Jun12 |
120209 |
113~16 |
113~16 |
113~10 |
113~10 |
-0~17 |
25 |
314 |
+25 |
Total Volume and Open Interest |
143,168 |
326,633 |
+10,147 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120209 |
99.01 |
99.02 |
98.98 |
99.00 |
-0.01 |
37,869 |
292,267 |
-7,222 |
Jun12 |
120209 |
99.08 |
99.09 |
99.05 |
99.08 |
unch |
37,040 |
267,780 |
-1,144 |
Sep12 |
120209 |
99.10 |
99.12 |
99.07 |
99.11 |
unch |
35,084 |
294,566 |
-2,623 |
Dec12 |
120209 |
99.11 |
99.12 |
99.07 |
99.10 |
-0.01 |
33,880 |
247,362 |
-2,212 |
Mar13 |
120209 |
99.09 |
99.10 |
99.05 |
99.08 |
-0.01 |
37,727 |
280,005 |
-5,750 |
Jun13 |
120209 |
99.03 |
99.05 |
99.00 |
99.03 |
unch |
38,081 |
211,638 |
-1,276 |
Total Volume and Open Interest |
298,492 |
2,079,314 |
-17,668 |
3-Mth Euribor(LIFFE) |
Mar12 |
120209 |
99.110 |
99.115 |
99.085 |
99.100 |
-0.005 |
76,542 |
560,370 |
-8,118 |
Jun12 |
120209 |
99.225 |
99.235 |
99.190 |
99.205 |
-0.020 |
97,062 |
483,892 |
-2,936 |
Sep12 |
120209 |
99.245 |
99.260 |
99.210 |
99.225 |
-0.020 |
76,147 |
453,472 |
+2,275 |
Total Volume and Open Interest |
566,063 |
3,459,019 |
-6,719 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120209 |
95.66 |
95.68 |
95.64 |
95.65 |
-0.01 |
22,372 |
227,947 |
-1,376 |
Jun12 |
120209 |
95.88 |
95.90 |
95.82 |
95.83 |
-0.06 |
49,566 |
207,601 |
+6,946 |
Sep12 |
120209 |
95.99 |
96.01 |
95.92 |
95.93 |
-0.07 |
26,977 |
129,490 |
+7,043 |
Dec12 |
120209 |
95.97 |
96.00 |
95.90 |
95.92 |
-0.06 |
9,446 |
85,412 |
+1,243 |
Mar13 |
120209 |
95.94 |
95.97 |
95.88 |
95.89 |
-0.07 |
3,506 |
56,692 |
-921 |
Jun13 |
120209 |
95.91 |
95.93 |
95.84 |
95.84 |
-0.08 |
1,375 |
57,413 |
+41 |
Sep13 |
120209 |
95.86 |
95.90 |
95.80 |
95.80 |
-0.08 |
2,759 |
35,578 |
+495 |
Dec13 |
120209 |
95.81 |
95.85 |
95.75 |
95.76 |
-0.08 |
1,585 |
26,202 |
+725 |
Mar14 |
120209 |
95.81 |
95.81 |
95.73 |
95.73 |
-0.09 |
11 |
2,457 |
-61 |
Jun14 |
120209 |
95.72 |
95.72 |
95.68 |
95.68 |
-0.09 |
0 |
494 |
-61 |
Total Volume and Open Interest |
117,597 |
829,469 |
+14,074 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120209 |
95.95 |
96.00 |
95.88 |
95.89 |
-0.07 |
67,896 |
409,360 |
-2,278 |
Jun12 |
120209 |
95.89 |
95.89 |
95.89 |
95.89 |
-0.07 |
|
|
|
Total Volume and Open Interest |
67,896 |
409,360 |
-2,278 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120209 |
96.47 |
96.50 |
96.38 |
96.40 |
-0.08 |
203,593 |
566,828 |
+45,870 |
Jun12 |
120209 |
96.40 |
96.40 |
96.40 |
96.40 |
-0.08 |
|
|
|
Total Volume and Open Interest |
203,593 |
566,828 |
+45,870 |
Gold(CMX) |
Feb12 |
120209 |
1731.4 |
1749.7 |
1726.1 |
1739.0 |
+9.7 |
272 |
814 |
-249 |
Apr12 |
120209 |
1734.4 |
1755.5 |
1728.1 |
1741.2 |
+9.9 |
161,623 |
240,326 |
+2,099 |
Jun12 |
120209 |
1736.5 |
1757.2 |
1730.9 |
1744.0 |
+10.0 |
6,973 |
56,719 |
-1,752 |
Aug12 |
120209 |
1745.3 |
1758.0 |
1734.5 |
1746.6 |
+10.0 |
1,471 |
20,792 |
+273 |
Oct12 |
120209 |
1751.0 |
1751.0 |
1749.0 |
1749.0 |
+10.0 |
239 |
12,099 |
+54 |
Dec12 |
120209 |
1745.0 |
1764.0 |
1738.4 |
1751.4 |
+10.0 |
1,224 |
29,859 |
+146 |
Feb13 |
120209 |
1746.1 |
1763.1 |
1746.1 |
1753.7 |
+10.0 |
430 |
12,538 |
+115 |
Apr13 |
120209 |
1756.1 |
1756.1 |
1756.1 |
1756.1 |
+10.0 |
66 |
2,823 |
-7 |
Jun13 |
120209 |
1759.4 |
1759.4 |
1759.4 |
1759.4 |
+10.2 |
9 |
11,391 |
+5 |
Aug13 |
120209 |
1762.6 |
1762.6 |
1762.6 |
1762.6 |
+10.2 |
14 |
218 |
+14 |
Oct13 |
120209 |
1765.9 |
1765.9 |
1765.9 |
1765.9 |
+10.2 |
0 |
1 |
+0 |
Dec13 |
120209 |
1769.3 |
1769.3 |
1769.3 |
1769.3 |
+10.2 |
144 |
11,222 |
-71 |
Total Volume and Open Interest |
173,457 |
436,061 |
+459 |
Silver(CMX) |
Mar12 |
120209 |
3393.5 |
3445.0 |
3367.5 |
3391.7 |
+21.3 |
50,080 |
43,383 |
-1,451 |
May12 |
120209 |
3390.0 |
3450.0 |
3379.0 |
3398.1 |
+21.4 |
11,674 |
20,025 |
+1,587 |
Jul12 |
120209 |
3390.0 |
3450.0 |
3380.0 |
3403.0 |
+21.4 |
2,009 |
7,338 |
+333 |
Sep12 |
120209 |
3407.0 |
3407.0 |
3406.4 |
3406.4 |
+21.5 |
200 |
3,750 |
+93 |
Dec12 |
120209 |
3413.5 |
3452.0 |
3400.0 |
3410.5 |
+21.5 |
228 |
14,122 |
+64 |
Mar13 |
120209 |
3416.0 |
3447.0 |
3410.2 |
3410.2 |
+21.2 |
12 |
1,396 |
+0 |
May13 |
120209 |
3409.8 |
3409.8 |
3409.8 |
3409.8 |
+21.2 |
0 |
1,088 |
+0 |
Total Volume and Open Interest |
64,356 |
106,008 |
+570 |
Platinum(NYMEX) |
Apr12 |
120209 |
1668.5 |
1674.0 |
1656.1 |
1667.6 |
-0.5 |
7,326 |
42,264 |
+412 |
Jul12 |
120209 |
1668.6 |
1675.5 |
1668.6 |
1671.3 |
-0.4 |
63 |
2,140 |
+32 |
Oct12 |
120209 |
1671.6 |
1674.4 |
1663.0 |
1674.4 |
-0.4 |
0 |
177 |
+0 |
Jan13 |
120209 |
1677.4 |
1677.4 |
1677.4 |
1677.4 |
-0.4 |
0 |
3 |
+0 |
Total Volume and Open Interest |
7,389 |
44,584 |
+444 |
Palladium(NYMEX) |
Mar12 |
120209 |
58.64 |
63.29 |
52.69 |
55.94 |
-4.60 |
5,368 |
17,518 |
-1,020 |
Jun12 |
120209 |
62.34 |
64.84 |
54.54 |
57.74 |
-4.60 |
1,807 |
3,216 |
+1,192 |
Sep12 |
120209 |
59.09 |
59.09 |
59.09 |
59.09 |
-4.60 |
2 |
165 |
+1 |
Total Volume and Open Interest |
7,177 |
20,900 |
+173 |
Copper(CMX) |
Mar12 |
120209 |
390.80 |
398.95 |
387.30 |
397.85 |
+6.90 |
60,700 |
63,069 |
-4,509 |
May12 |
120209 |
390.65 |
399.50 |
388.15 |
398.40 |
+6.60 |
15,327 |
39,575 |
+1,952 |
Jul12 |
120209 |
390.95 |
400.00 |
390.00 |
399.45 |
+6.60 |
6,058 |
32,300 |
+1,897 |
Sep12 |
120209 |
396.10 |
400.45 |
396.10 |
400.25 |
+6.60 |
1,592 |
5,175 |
+210 |
Dec12 |
120209 |
399.00 |
402.00 |
399.00 |
401.05 |
+6.50 |
1,153 |
8,581 |
+400 |
Total Volume and Open Interest |
85,812 |
160,030 |
+186 |
DJIA Index(CBOT) |
Mar12 |
120209 |
12801 |
12884 |
12800 |
12842 |
-1 |
137 |
11,259 |
+10 |
Jun12 |
120209 |
12771 |
12772 |
12771 |
12771 |
-1 |
0 |
286 |
+0 |
Sep12 |
120209 |
12708 |
12709 |
12708 |
12708 |
-1 |
|
|
|
Dec12 |
120209 |
12631 |
12632 |
12631 |
12631 |
-1 |
|
|
|
Total Volume and Open Interest |
137 |
11,545 |
+10 |
E-mini DJIA Index(CBOT) |
Mar12 |
120209 |
12840 |
12894 |
12789 |
12842 |
-1 |
82,689 |
109,689 |
+615 |
Jun12 |
120209 |
12789 |
12796 |
12757 |
12771 |
-1 |
9 |
69 |
+3 |
Sep12 |
120209 |
12708 |
12708 |
12708 |
12708 |
-1 |
0 |
20 |
-1 |
Dec12 |
120209 |
12645 |
12645 |
12631 |
12631 |
-1 |
8 |
2 |
-1 |
Total Volume and Open Interest |
82,706 |
109,780 |
+616 |
S & P 500(CME) |
Mar12 |
120209 |
1346.40 |
1352.30 |
1340.80 |
1348.30 |
+1.30 |
10,899 |
248,760 |
-781 |
Jun12 |
120209 |
1339.50 |
1345.30 |
1335.30 |
1342.60 |
+1.30 |
111 |
3,340 |
+2 |
Sep12 |
120209 |
1337.00 |
1339.20 |
1329.20 |
1336.40 |
+1.20 |
150 |
1,041 |
-49 |
Dec12 |
120209 |
1330.10 |
1333.00 |
1323.00 |
1330.10 |
+1.10 |
0 |
476 |
+0 |
Total Volume and Open Interest |
11,160 |
253,617 |
-828 |
S & P 500 E-Mini(Globex) |
Mar12 |
120209 |
1347.00 |
1352.50 |
1340.75 |
1348.25 |
+1.25 |
1,498,861 |
2,660,225 |
-2,593 |
Jun12 |
120209 |
1339.75 |
1346.00 |
1335.25 |
1342.50 |
+1.25 |
3,999 |
64,359 |
+3,144 |
Total Volume and Open Interest |
1,502,880 |
2,724,897 |
+555 |
NASDAQ 100(CME) |
Mar12 |
120209 |
2530.50 |
2566.00 |
2530.50 |
2561.00 |
+16.20 |
311 |
15,726 |
-4 |
Jun12 |
120209 |
2555.50 |
2560.00 |
2555.50 |
2555.50 |
+16.20 |
0 |
5 |
+0 |
Sep12 |
120209 |
2553.00 |
2554.30 |
2553.00 |
2553.00 |
+16.20 |
|
|
|
Total Volume and Open Interest |
311 |
15,731 |
-4 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120209 |
2545.00 |
2565.00 |
2535.30 |
2561.00 |
+16.20 |
176,247 |
385,159 |
+4,649 |
Jun12 |
120209 |
2535.80 |
2558.00 |
2532.50 |
2555.50 |
+16.20 |
17 |
236 |
+1 |
Total Volume and Open Interest |
176,264 |
385,405 |
+4,650 |
S & P Midcap 400(CME) |
Mar12 |
120209 |
968.00 |
974.00 |
965.00 |
973.90 |
+0.60 |
3 |
2,073 |
+179 |
Jun12 |
120209 |
971.50 |
971.50 |
970.90 |
971.50 |
+0.60 |
|
|
|
Sep12 |
120209 |
969.50 |
969.50 |
968.90 |
969.50 |
+0.60 |
|
|
|
Total Volume and Open Interest |
3 |
2,073 |
+179 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120209 |
9000 |
9045 |
8945 |
9035 |
+30 |
5,266 |
23,508 |
+144 |
Jun12 |
120209 |
8975 |
8975 |
8945 |
8975 |
+30 |
526 |
566 |
+524 |
Total Volume and Open Interest |
5,792 |
24,074 |
+668 |
Nikkei 225(SGX) |
Mar12 |
120209 |
8995 |
9010 |
8935 |
8995 |
unch |
74,566 |
207,423 |
+800 |
Jun12 |
120209 |
8915 |
8920 |
8895 |
8920 |
+5 |
14 |
7,553 |
+12 |
Sep12 |
120209 |
8915 |
8915 |
8915 |
8915 |
unch |
0 |
30 |
+0 |
Total Volume and Open Interest |
75,156 |
231,833 |
+966 |
CAC 40(EURONEXT) |
Feb12 |
120209 |
3422.0 |
3450.0 |
3412.0 |
3424.5 |
+12.0 |
70,175 |
305,359 |
+6,316 |
Mar12 |
120209 |
3425.0 |
3450.0 |
3414.0 |
3425.0 |
+11.5 |
4,219 |
44,568 |
+10,076 |
Apr12 |
120209 |
3418.5 |
3418.5 |
3418.5 |
3418.5 |
+10.0 |
2 |
18 |
-1 |
Total Volume and Open Interest |
74,396 |
350,105 |
+16,391 |
Hang Seng Index(HKFE) |
Feb12 |
120209 |
20954 |
21090 |
20790 |
20954 |
-169 |
71,832 |
89,873 |
+1,476 |
Mar12 |
120209 |
20930 |
21034 |
20741 |
20900 |
-170 |
726 |
6,043 |
+90 |
Total Volume and Open Interest |
72,667 |
98,830 |
+1,576 |
DAX(EUREX) |
Mar12 |
120209 |
6780.0 |
6849.0 |
6748.5 |
6789.0 |
+40.0 |
142,195 |
162,623 |
-1,401 |
Jun12 |
120209 |
6798.5 |
6852.0 |
6766.5 |
6803.0 |
+41.0 |
264 |
5,976 |
+15 |
Sep12 |
120209 |
6835.0 |
6835.0 |
6810.0 |
6810.0 |
+40.5 |
23 |
423 |
+1 |
Total Volume and Open Interest |
142,482 |
169,022 |
-1,385 |
FT-SE 100(EURONEXT) |
Mar12 |
120209 |
5843.00 |
5872.50 |
5826.50 |
5849.00 |
+21.00 |
94,205 |
637,033 |
+366 |
Jun12 |
120209 |
5793.50 |
5819.50 |
5777.50 |
5799.50 |
+20.50 |
15 |
10,333 |
+4 |
Sep12 |
120209 |
5767.00 |
5767.00 |
5767.00 |
5767.00 |
+20.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
94,220 |
647,376 |
+370 |
SPI 200(SFE) |
Mar12 |
120209 |
4262.0 |
4274.0 |
4208.0 |
4255.0 |
-2.0 |
24,293 |
183,330 |
-271 |
Jun12 |
120209 |
4257.0 |
4268.0 |
4257.0 |
4268.0 |
-1.0 |
499 |
2,174 |
+237 |
Sep12 |
120209 |
4226.0 |
4237.0 |
4226.0 |
4237.0 |
unch |
6 |
1,366 |
-5 |
Total Volume and Open Interest |
25,190 |
189,085 |
-508 |
GSCI(CME) |
Feb12 |
120209 |
679.00 |
681.00 |
677.50 |
678.00 |
+2.80 |
1,379 |
8,164 |
-1,165 |
Mar12 |
120209 |
680.95 |
683.75 |
677.95 |
680.95 |
+2.95 |
1,378 |
2,272 |
+1,330 |
Apr12 |
120209 |
682.75 |
685.50 |
679.75 |
682.75 |
+2.95 |
|
|
|
Total Volume and Open Interest |
2,757 |
10,436 |
+165 |
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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