|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue February 14, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120214 |
1252.00 |
1261.75 |
1245.50 |
1255.00 |
+3.00 |
95,447 |
144,323 |
-4,832 |
May12 |
120214 |
1260.00 |
1269.00 |
1253.00 |
1262.50 |
+2.50 |
38,806 |
155,542 |
+8,254 |
Jul12 |
120214 |
1268.00 |
1277.75 |
1262.50 |
1271.25 |
+2.50 |
23,513 |
111,356 |
+1,638 |
Aug12 |
120214 |
1261.25 |
1274.00 |
1261.25 |
1268.50 |
+2.00 |
392 |
2,908 |
+59 |
Sep12 |
120214 |
1255.00 |
1265.75 |
1255.00 |
1261.50 |
unch |
376 |
2,014 |
+94 |
Nov12 |
120214 |
1255.75 |
1261.75 |
1250.25 |
1257.50 |
-1.50 |
15,122 |
86,445 |
+1,704 |
Jan13 |
120214 |
1261.00 |
1266.50 |
1258.25 |
1261.50 |
-2.00 |
233 |
15,311 |
+49 |
Mar13 |
120214 |
1263.00 |
1267.50 |
1260.50 |
1263.25 |
-1.50 |
112 |
3,707 |
+51 |
May13 |
120214 |
1259.75 |
1264.25 |
1259.00 |
1260.25 |
-1.25 |
36 |
1,672 |
-4 |
Jul13 |
120214 |
1261.75 |
1266.25 |
1259.75 |
1262.25 |
-2.25 |
103 |
2,295 |
-25 |
Aug13 |
120214 |
1251.00 |
1255.00 |
1251.00 |
1251.00 |
-4.00 |
0 |
2 |
+0 |
Sep13 |
120214 |
1226.75 |
1230.75 |
1226.75 |
1226.75 |
-4.00 |
|
|
|
Nov13 |
120214 |
1214.00 |
1215.00 |
1204.50 |
1206.00 |
-8.00 |
77 |
2,953 |
-22 |
Jan14 |
120214 |
1210.75 |
1221.25 |
1210.75 |
1210.75 |
-10.50 |
0 |
60 |
+0 |
Total Volume and Open Interest |
174,218 |
529,017 |
+6,966 |
Soybean Meal(CBOT) |
Mar12 |
120214 |
329.20 |
331.90 |
327.10 |
330.10 |
-0.40 |
41,771 |
65,460 |
-1,133 |
May12 |
120214 |
332.50 |
334.20 |
329.70 |
332.50 |
-0.80 |
17,565 |
40,301 |
+2,110 |
Jul12 |
120214 |
333.90 |
336.50 |
332.50 |
334.90 |
-0.90 |
6,643 |
30,563 |
+71 |
Aug12 |
120214 |
335.70 |
335.90 |
332.50 |
334.30 |
-1.10 |
648 |
6,691 |
+166 |
Sep12 |
120214 |
331.80 |
334.70 |
331.70 |
332.80 |
-1.50 |
296 |
5,810 |
+142 |
Oct12 |
120214 |
329.80 |
331.60 |
329.40 |
329.60 |
-2.00 |
194 |
3,491 |
+23 |
Dec12 |
120214 |
329.80 |
331.20 |
328.00 |
329.30 |
-2.30 |
3,102 |
20,588 |
-542 |
Jan13 |
120214 |
331.10 |
332.80 |
330.40 |
330.40 |
-2.40 |
14 |
2,786 |
+0 |
Mar13 |
120214 |
330.80 |
334.20 |
330.50 |
331.60 |
-2.60 |
11 |
3,107 |
-1 |
May13 |
120214 |
330.70 |
333.70 |
330.30 |
330.90 |
-2.80 |
7 |
1,530 |
+3 |
Total Volume and Open Interest |
70,257 |
182,224 |
+840 |
Soybean Oil(CBOT) |
Mar12 |
120214 |
52.91 |
53.26 |
52.70 |
53.02 |
-0.03 |
65,020 |
96,807 |
-9,066 |
May12 |
120214 |
53.31 |
53.62 |
53.06 |
53.38 |
-0.04 |
33,601 |
97,185 |
+3,231 |
Jul12 |
120214 |
53.67 |
54.00 |
53.47 |
53.77 |
-0.03 |
11,200 |
60,492 |
+2,537 |
Aug12 |
120214 |
53.85 |
54.05 |
53.73 |
53.89 |
-0.02 |
1,262 |
9,459 |
-155 |
Sep12 |
120214 |
53.97 |
54.10 |
53.93 |
54.05 |
+0.02 |
242 |
6,356 |
-35 |
Oct12 |
120214 |
53.97 |
54.28 |
53.97 |
54.15 |
+0.04 |
161 |
5,723 |
-4 |
Dec12 |
120214 |
54.22 |
54.50 |
54.03 |
54.41 |
+0.05 |
6,267 |
32,655 |
+2,065 |
Jan13 |
120214 |
54.58 |
54.58 |
54.44 |
54.54 |
+0.03 |
0 |
1,143 |
+0 |
Mar13 |
120214 |
54.56 |
54.75 |
54.47 |
54.64 |
-0.02 |
0 |
1,298 |
+0 |
May13 |
120214 |
54.73 |
54.73 |
54.42 |
54.60 |
-0.02 |
12 |
261 |
+0 |
Total Volume and Open Interest |
117,780 |
312,907 |
-1,416 |
Canola(WCE) |
Mar12 |
120214 |
539.6 |
543.5 |
539.0 |
541.9 |
+3.1 |
7,120 |
55,111 |
-2,071 |
May12 |
120214 |
542.0 |
547.5 |
541.9 |
545.8 |
+3.3 |
7,145 |
52,884 |
-55 |
Jul12 |
120214 |
545.3 |
550.5 |
545.3 |
549.5 |
+4.2 |
3,367 |
35,526 |
+253 |
Nov12 |
120214 |
519.3 |
526.7 |
519.3 |
526.2 |
+5.0 |
1,989 |
36,266 |
+807 |
Jan13 |
120214 |
527.3 |
530.9 |
527.3 |
530.9 |
+4.9 |
39 |
1,954 |
+36 |
Total Volume and Open Interest |
19,670 |
183,278 |
-1,020 |
Corn(CBOT) |
Mar12 |
120214 |
639.00 |
640.50 |
631.50 |
633.50 |
-6.00 |
162,796 |
308,776 |
-16,308 |
May12 |
120214 |
642.25 |
648.00 |
635.75 |
638.00 |
-5.00 |
72,211 |
317,285 |
+11,039 |
Jul12 |
120214 |
645.75 |
647.00 |
639.25 |
641.50 |
-4.50 |
42,935 |
250,013 |
+4,465 |
Sep12 |
120214 |
590.75 |
592.25 |
586.25 |
590.25 |
-1.25 |
10,548 |
82,298 |
+2,428 |
Dec12 |
120214 |
565.75 |
567.25 |
561.00 |
564.25 |
-2.75 |
26,948 |
254,266 |
+2,359 |
Mar13 |
120214 |
576.00 |
578.50 |
572.75 |
574.00 |
-4.50 |
768 |
45,184 |
+148 |
May13 |
120214 |
583.75 |
585.25 |
580.50 |
580.75 |
-4.50 |
158 |
2,477 |
+14 |
Jul13 |
120214 |
588.00 |
590.25 |
584.25 |
585.75 |
-4.50 |
468 |
3,331 |
+120 |
Sep13 |
120214 |
558.00 |
560.50 |
558.00 |
558.75 |
-1.75 |
30 |
677 |
+8 |
Dec13 |
120214 |
553.25 |
556.50 |
552.50 |
555.25 |
-0.75 |
588 |
18,422 |
+29 |
Total Volume and Open Interest |
317,634 |
1,285,619 |
+4,460 |
Wheat(CBOT) |
Mar12 |
120214 |
641.00 |
645.50 |
632.50 |
635.00 |
-6.25 |
68,794 |
114,264 |
-10,058 |
May12 |
120214 |
648.00 |
648.00 |
637.50 |
639.00 |
-7.50 |
40,697 |
118,550 |
+5,245 |
Jul12 |
120214 |
658.50 |
658.50 |
647.25 |
649.75 |
-7.50 |
21,701 |
106,850 |
+3,885 |
Sep12 |
120214 |
674.25 |
674.50 |
664.75 |
667.00 |
-7.50 |
4,865 |
37,528 |
+1,272 |
Dec12 |
120214 |
691.25 |
693.50 |
684.25 |
685.25 |
-8.25 |
7,248 |
61,835 |
+2,197 |
Mar13 |
120214 |
703.25 |
708.50 |
699.25 |
700.00 |
-8.50 |
477 |
5,322 |
+241 |
Total Volume and Open Interest |
144,048 |
451,355 |
+2,844 |
Wheat(KCBT) |
Mar12 |
120214 |
682.25 |
684.25 |
675.25 |
675.50 |
-7.75 |
13,124 |
36,931 |
-1,955 |
May12 |
120214 |
689.00 |
690.50 |
682.50 |
682.75 |
-7.00 |
8,369 |
35,148 |
+1,990 |
Jul12 |
120214 |
697.50 |
698.50 |
690.00 |
690.75 |
-7.00 |
3,890 |
45,232 |
+277 |
Sep12 |
120214 |
710.25 |
712.00 |
704.00 |
704.75 |
-5.50 |
641 |
10,278 |
+82 |
Dec12 |
120214 |
728.75 |
731.00 |
723.00 |
723.75 |
-5.00 |
1,002 |
14,212 |
-83 |
Mar13 |
120214 |
737.00 |
741.00 |
735.75 |
735.75 |
-5.00 |
17 |
567 |
+5 |
Total Volume and Open Interest |
27,050 |
142,836 |
+319 |
Wheat(MGE) |
Mar12 |
120214 |
815.75 |
819.25 |
810.00 |
812.00 |
-3.50 |
1,644 |
10,904 |
+10,904 |
May12 |
120214 |
807.00 |
811.75 |
801.75 |
803.25 |
-3.50 |
1,437 |
8,114 |
+337 |
Jul12 |
120214 |
797.00 |
803.00 |
794.25 |
795.00 |
-1.00 |
679 |
9,130 |
+77 |
Sep12 |
120214 |
772.25 |
777.50 |
770.50 |
772.25 |
+2.25 |
511 |
5,634 |
+5,634 |
Dec12 |
120214 |
775.50 |
782.25 |
775.50 |
777.00 |
+2.50 |
352 |
4,153 |
+4,153 |
Total Volume and Open Interest |
4,634 |
38,288 |
+21,108 |
Oats(CBOT) |
Mar12 |
120214 |
324.00 |
327.25 |
320.25 |
323.25 |
-1.75 |
677 |
4,443 |
-95 |
May12 |
120214 |
314.00 |
315.00 |
310.50 |
314.75 |
+0.75 |
218 |
5,864 |
+85 |
Jul12 |
120214 |
311.25 |
312.75 |
311.00 |
312.75 |
+1.50 |
29 |
607 |
-25 |
Sep12 |
120214 |
312.00 |
312.00 |
309.50 |
312.00 |
+2.50 |
0 |
56 |
+0 |
Total Volume and Open Interest |
927 |
12,015 |
-32 |
Rough Rice(CBOT) |
Mar12 |
120214 |
14.18 |
14.44 |
14.10 |
14.39 |
+0.25 |
1,135 |
9,099 |
-237 |
May12 |
120214 |
14.41 |
14.69 |
14.35 |
14.62 |
+0.23 |
522 |
4,866 |
+259 |
Jul12 |
120214 |
14.70 |
14.95 |
14.69 |
14.90 |
+0.23 |
61 |
949 |
+15 |
Sep12 |
120214 |
14.86 |
15.10 |
14.86 |
15.06 |
+0.21 |
34 |
453 |
+21 |
Total Volume and Open Interest |
1,752 |
15,379 |
+58 |
Live Cattle(CME) |
Feb12 |
120214 |
125.430 |
126.900 |
125.180 |
126.650 |
+1.115 |
5,479 |
19,583 |
-1,945 |
Apr12 |
120214 |
128.185 |
129.450 |
127.750 |
129.250 |
+1.120 |
22,278 |
145,401 |
-2,281 |
Jun12 |
120214 |
126.850 |
127.900 |
126.550 |
127.885 |
+1.135 |
10,751 |
92,557 |
+243 |
Aug12 |
120214 |
128.630 |
129.900 |
128.630 |
129.630 |
+0.845 |
7,188 |
48,945 |
+1,284 |
Oct12 |
120214 |
132.400 |
133.450 |
132.300 |
133.185 |
+0.650 |
2,847 |
18,603 |
+691 |
Dec12 |
120214 |
133.380 |
134.100 |
133.300 |
134.075 |
+0.775 |
1,608 |
12,362 |
+451 |
Total Volume and Open Interest |
50,389 |
342,265 |
-1,494 |
Feeder Cattle(CME) |
Mar12 |
120214 |
154.450 |
156.800 |
154.400 |
156.250 |
+1.515 |
3,756 |
17,090 |
-672 |
Apr12 |
120214 |
156.800 |
158.900 |
156.700 |
158.400 |
+1.500 |
2,610 |
9,340 |
+747 |
May12 |
120214 |
158.235 |
160.075 |
158.235 |
159.735 |
+1.160 |
1,171 |
9,919 |
+160 |
Aug12 |
120214 |
159.850 |
161.600 |
159.785 |
161.300 |
+1.170 |
744 |
10,030 |
+115 |
Sep12 |
120214 |
159.700 |
161.000 |
159.535 |
160.935 |
+1.335 |
134 |
1,762 |
+38 |
Oct12 |
120214 |
159.700 |
160.800 |
159.550 |
160.750 |
+0.900 |
123 |
910 |
+50 |
Nov12 |
120214 |
159.800 |
160.750 |
159.800 |
160.750 |
+0.900 |
9 |
432 |
+2 |
Total Volume and Open Interest |
8,551 |
49,511 |
+444 |
Lean Hogs(CME) |
Feb12 |
120214 |
87.035 |
87.200 |
86.980 |
87.100 |
+0.120 |
3,524 |
8,272 |
-878 |
Apr12 |
120214 |
88.200 |
89.700 |
88.000 |
89.635 |
+1.655 |
13,951 |
92,664 |
+455 |
May12 |
120214 |
96.750 |
98.000 |
96.750 |
97.950 |
+0.950 |
68 |
2,986 |
+9 |
Jun12 |
120214 |
97.650 |
98.950 |
97.550 |
98.850 |
+1.350 |
7,494 |
57,724 |
-1,219 |
Jul12 |
120214 |
98.180 |
99.300 |
98.150 |
99.150 |
+1.000 |
3,438 |
26,460 |
+360 |
Aug12 |
120214 |
97.785 |
98.750 |
97.750 |
98.650 |
+0.900 |
2,968 |
21,666 |
+538 |
Oct12 |
120214 |
88.500 |
89.400 |
88.500 |
89.285 |
+0.605 |
3,463 |
25,927 |
+1,010 |
Dec12 |
120214 |
84.450 |
86.000 |
84.450 |
85.800 |
+1.100 |
962 |
13,723 |
+83 |
Total Volume and Open Interest |
36,098 |
256,212 |
+482 |
Class III Milk(CME) |
Feb12 |
120214 |
16.08 |
16.10 |
16.07 |
16.10 |
+0.03 |
55 |
5,449 |
-150 |
Mar12 |
120214 |
15.39 |
15.60 |
15.36 |
15.54 |
+0.13 |
287 |
5,992 |
+29 |
Apr12 |
120214 |
15.59 |
15.76 |
15.52 |
15.73 |
+0.16 |
227 |
3,741 |
+25 |
May12 |
120214 |
15.92 |
16.00 |
15.86 |
15.99 |
+0.07 |
113 |
3,131 |
+25 |
Jun12 |
120214 |
16.17 |
16.30 |
16.13 |
16.16 |
-0.09 |
78 |
2,689 |
+31 |
Total Volume and Open Interest |
903 |
32,123 |
+21 |
Cocoa(ICE) |
Mar12 |
120214 |
2215 |
2330 |
2180 |
2270 |
+71 |
12,471 |
12,939 |
-6,721 |
May12 |
120214 |
2198 |
2322 |
2165 |
2270 |
+78 |
16,472 |
73,467 |
+5,700 |
Jul12 |
120214 |
2211 |
2342 |
2190 |
2291 |
+76 |
3,661 |
32,811 |
-222 |
Sep12 |
120214 |
2232 |
2358 |
2215 |
2310 |
+75 |
2,211 |
15,694 |
+249 |
Dec12 |
120214 |
2258 |
2376 |
2240 |
2328 |
+70 |
686 |
17,388 |
+190 |
Mar13 |
120214 |
2257 |
2384 |
2253 |
2337 |
+64 |
433 |
11,290 |
+218 |
May13 |
120214 |
2296 |
2375 |
2275 |
2348 |
+60 |
38 |
2,440 |
+5 |
Total Volume and Open Interest |
36,010 |
167,272 |
-580 |
Coffee "C"(ICE) |
Mar12 |
120214 |
212.15 |
213.30 |
203.25 |
204.20 |
-8.10 |
17,163 |
32,139 |
-8,027 |
May12 |
120214 |
214.00 |
215.75 |
205.30 |
206.15 |
-8.45 |
13,366 |
51,817 |
+3,555 |
Jul12 |
120214 |
216.90 |
218.50 |
208.25 |
209.10 |
-8.45 |
3,230 |
23,221 |
+623 |
Sep12 |
120214 |
219.85 |
221.40 |
211.20 |
212.10 |
-8.35 |
1,285 |
11,011 |
+340 |
Dec12 |
120214 |
224.80 |
224.80 |
215.00 |
215.85 |
-8.30 |
572 |
8,819 |
+270 |
Mar13 |
120214 |
227.75 |
227.75 |
219.15 |
219.35 |
-8.10 |
114 |
1,583 |
-5 |
Total Volume and Open Interest |
35,764 |
129,393 |
-3,232 |
Orange Juice(ICE) |
Mar12 |
120214 |
184.20 |
186.20 |
180.80 |
183.95 |
-0.25 |
3,041 |
13,263 |
-1,363 |
May12 |
120214 |
177.60 |
177.60 |
174.40 |
177.20 |
-0.40 |
1,272 |
9,195 |
+512 |
Jul12 |
120214 |
173.35 |
174.45 |
173.35 |
174.25 |
-0.35 |
93 |
1,170 |
+22 |
Sep12 |
120214 |
173.40 |
173.40 |
173.40 |
173.40 |
-0.65 |
11 |
386 |
+9 |
Nov12 |
120214 |
167.50 |
167.50 |
167.50 |
167.50 |
-0.10 |
0 |
311 |
+0 |
Jan13 |
120214 |
166.00 |
166.00 |
165.90 |
165.90 |
-0.10 |
0 |
15 |
+0 |
Total Volume and Open Interest |
4,417 |
24,344 |
-820 |
Sugar #11(ICE) |
Mar12 |
120214 |
24.48 |
24.55 |
24.07 |
24.25 |
-0.39 |
50,199 |
149,725 |
-6,636 |
May12 |
120214 |
23.67 |
23.72 |
23.17 |
23.38 |
-0.41 |
37,285 |
176,818 |
+12,394 |
Jul12 |
120214 |
23.13 |
23.21 |
22.64 |
22.83 |
-0.44 |
17,098 |
183,354 |
+2,760 |
Oct12 |
120214 |
23.48 |
23.55 |
23.03 |
23.18 |
-0.45 |
7,028 |
77,016 |
+1,025 |
Mar13 |
120214 |
24.14 |
24.19 |
23.70 |
23.87 |
-0.42 |
2,196 |
59,161 |
+369 |
Total Volume and Open Interest |
116,564 |
705,736 |
+10,879 |
London Cocoa(LCE) |
Mar12 |
120214 |
1431 |
1481 |
1418 |
1479 |
+41 |
8,963 |
61,499 |
-2,320 |
May12 |
120214 |
1428 |
1484 |
1423 |
1483 |
+40 |
10,480 |
26,354 |
+2,465 |
Jul12 |
120214 |
1444 |
1499 |
1440 |
1498 |
+39 |
2,554 |
30,114 |
+550 |
Sep12 |
120214 |
1456 |
1506 |
1450 |
1505 |
+36 |
955 |
24,195 |
-303 |
Dec12 |
120214 |
1452 |
1504 |
1451 |
1501 |
+31 |
839 |
19,477 |
+199 |
Mar13 |
120214 |
1455 |
1509 |
1452 |
1505 |
+32 |
388 |
11,767 |
+625 |
May13 |
120214 |
1488 |
1516 |
1475 |
1512 |
+31 |
42 |
5,996 |
+144 |
Total Volume and Open Interest |
24,247 |
182,033 |
+1,420 |
London Sugar(LCE) |
May12 |
120214 |
637.00 |
637.20 |
621.10 |
622.80 |
-15.00 |
4,387 |
22,564 |
+917 |
Aug12 |
120214 |
618.20 |
618.30 |
604.40 |
605.00 |
-13.80 |
1,706 |
18,585 |
+18 |
Oct12 |
120214 |
614.70 |
614.70 |
601.40 |
602.00 |
-12.00 |
1,369 |
7,085 |
+466 |
Dec12 |
120214 |
610.40 |
611.90 |
604.70 |
605.70 |
-10.50 |
806 |
2,137 |
+18 |
Mar13 |
120214 |
615.60 |
617.50 |
609.70 |
610.50 |
-10.40 |
674 |
3,450 |
+12 |
Total Volume and Open Interest |
13,098 |
59,835 |
-1,095 |
Cotton(ICE) |
Mar12 |
120214 |
91.45 |
92.34 |
91.00 |
92.25 |
+0.73 |
21,883 |
45,789 |
-12,986 |
May12 |
120214 |
92.60 |
93.09 |
91.96 |
92.84 |
+0.30 |
12,085 |
66,996 |
+4,001 |
Jul12 |
120214 |
94.13 |
94.45 |
93.19 |
93.96 |
-0.06 |
3,477 |
45,877 |
+1,412 |
Oct12 |
120214 |
94.26 |
94.26 |
94.26 |
94.26 |
-0.21 |
0 |
87 |
+0 |
Dec12 |
120214 |
93.77 |
94.05 |
93.00 |
93.48 |
-0.16 |
1,265 |
25,125 |
+492 |
Mar13 |
120214 |
95.12 |
95.12 |
94.06 |
94.29 |
-0.45 |
10 |
1,314 |
+10 |
Total Volume and Open Interest |
38,723 |
186,238 |
-7,070 |
Lumber(CME) |
Mar12 |
120214 |
273.2 |
273.2 |
265.4 |
266.4 |
-9.0 |
610 |
3,579 |
-176 |
May12 |
120214 |
279.4 |
279.4 |
270.0 |
273.4 |
-6.6 |
408 |
4,518 |
+94 |
Jul12 |
120214 |
287.8 |
288.0 |
279.8 |
281.0 |
-8.8 |
113 |
1,003 |
+38 |
Sep12 |
120214 |
290.0 |
290.0 |
284.1 |
285.8 |
-6.9 |
30 |
583 |
+18 |
Total Volume and Open Interest |
1,161 |
9,906 |
-26 |
Crude Oil(NYM) |
Mar12 |
120214 |
100.73 |
101.84 |
100.28 |
100.74 |
-0.17 |
307,564 |
168,430 |
-30,166 |
Apr12 |
120214 |
101.03 |
102.19 |
100.63 |
101.08 |
-0.21 |
109,189 |
191,370 |
+17,667 |
May12 |
120214 |
101.40 |
102.64 |
101.20 |
101.60 |
-0.24 |
58,794 |
121,260 |
+6,160 |
Jun12 |
120214 |
102.05 |
103.12 |
101.79 |
102.16 |
-0.26 |
52,275 |
118,485 |
+3,143 |
Jul12 |
120214 |
102.49 |
103.61 |
102.43 |
102.68 |
-0.32 |
23,833 |
80,975 |
+3,173 |
Aug12 |
120214 |
103.02 |
103.81 |
102.93 |
103.02 |
-0.37 |
12,856 |
43,947 |
+1,675 |
Sep12 |
120214 |
102.97 |
103.99 |
102.97 |
103.24 |
-0.38 |
12,166 |
45,698 |
+1,238 |
Oct12 |
120214 |
103.18 |
103.92 |
103.18 |
103.40 |
-0.36 |
5,870 |
31,997 |
+349 |
Nov12 |
120214 |
103.94 |
104.02 |
103.50 |
103.53 |
-0.35 |
5,330 |
31,405 |
+378 |
Dec12 |
120214 |
103.50 |
104.30 |
103.41 |
103.63 |
-0.34 |
34,650 |
202,064 |
+2,712 |
Jan13 |
120214 |
103.84 |
103.84 |
103.53 |
103.63 |
-0.33 |
2,352 |
35,795 |
+35 |
Feb13 |
120214 |
103.95 |
103.95 |
103.37 |
103.53 |
-0.33 |
1,105 |
18,389 |
+227 |
Mar13 |
120214 |
103.34 |
103.34 |
103.34 |
103.34 |
-0.33 |
1,987 |
19,660 |
+197 |
Apr13 |
120214 |
103.06 |
103.06 |
103.06 |
103.06 |
-0.32 |
200 |
10,194 |
+61 |
May13 |
120214 |
102.72 |
102.72 |
102.72 |
102.72 |
-0.32 |
260 |
9,536 |
+160 |
Jun13 |
120214 |
102.72 |
102.80 |
102.34 |
102.35 |
-0.32 |
3,644 |
55,465 |
+517 |
Total Volume and Open Interest |
653,655 |
1,489,133 |
+7,543 |
e-miNY Crude Oil(NYM) |
Feb12 |
120119 |
101.100 |
102.075 |
100.050 |
100.400 |
-0.200 |
5,242 |
1,230 |
-75 |
Mar12 |
120214 |
100.725 |
101.825 |
100.300 |
100.750 |
-0.150 |
7,244 |
2,096 |
-145 |
Apr12 |
120214 |
100.900 |
102.175 |
100.625 |
101.075 |
-0.225 |
488 |
505 |
+106 |
May12 |
120214 |
101.475 |
102.475 |
101.225 |
101.600 |
-0.250 |
43 |
144 |
+3 |
Jun12 |
120214 |
102.175 |
102.950 |
102.150 |
102.150 |
-0.275 |
8 |
134 |
+5 |
Jul12 |
120214 |
102.525 |
103.000 |
102.525 |
102.675 |
-0.325 |
2 |
15 |
+0 |
Aug12 |
120214 |
103.025 |
103.025 |
103.025 |
103.025 |
-0.375 |
0 |
10 |
+0 |
Sep12 |
120214 |
103.250 |
103.250 |
103.250 |
103.250 |
-0.375 |
0 |
1 |
+0 |
Oct12 |
120214 |
103.400 |
103.400 |
103.400 |
103.400 |
-0.350 |
0 |
10 |
+0 |
Nov12 |
120214 |
103.525 |
103.525 |
103.525 |
103.525 |
-0.350 |
1 |
2 |
+1 |
Total Volume and Open Interest |
7,794 |
3,148 |
-26 |
Heating Oil(NYM) |
Mar12 |
120214 |
316.00 |
318.49 |
314.54 |
316.48 |
+0.48 |
64,732 |
77,703 |
-2,614 |
Apr12 |
120214 |
314.44 |
316.45 |
312.80 |
314.51 |
+0.48 |
30,128 |
49,035 |
+895 |
May12 |
120214 |
312.37 |
314.70 |
311.38 |
312.80 |
+0.50 |
20,655 |
34,391 |
+57 |
Jun12 |
120214 |
310.50 |
313.66 |
310.49 |
311.80 |
+0.55 |
21,402 |
53,281 |
+2,275 |
Jul12 |
120214 |
311.83 |
313.54 |
310.65 |
311.95 |
+0.62 |
4,156 |
16,935 |
+870 |
Aug12 |
120214 |
311.67 |
314.00 |
311.67 |
312.36 |
+0.73 |
1,830 |
8,691 |
+410 |
Sep12 |
120214 |
312.12 |
314.50 |
311.86 |
312.86 |
+0.78 |
2,196 |
13,103 |
+448 |
Oct12 |
120214 |
314.29 |
314.30 |
312.94 |
313.44 |
+0.81 |
419 |
4,793 |
+108 |
Nov12 |
120214 |
312.96 |
314.46 |
312.96 |
313.99 |
+0.86 |
249 |
3,439 |
+24 |
Dec12 |
120214 |
313.13 |
316.15 |
313.12 |
314.47 |
+0.89 |
3,315 |
26,227 |
+1,313 |
Jan13 |
120214 |
314.73 |
316.49 |
313.73 |
314.82 |
+0.89 |
236 |
3,417 |
+80 |
Feb13 |
120214 |
314.75 |
314.75 |
314.47 |
314.47 |
+0.91 |
161 |
676 |
+18 |
Total Volume and Open Interest |
149,594 |
292,960 |
+3,967 |
Gasoline(NYMEX) |
Mar12 |
120214 |
300.96 |
301.81 |
297.33 |
298.25 |
-3.00 |
57,093 |
86,925 |
-5,353 |
Apr12 |
120214 |
314.86 |
316.43 |
313.20 |
314.04 |
-1.96 |
35,558 |
62,522 |
+4,296 |
May12 |
120214 |
313.63 |
314.96 |
312.22 |
312.96 |
-1.74 |
24,777 |
47,856 |
+3,819 |
Jun12 |
120214 |
310.30 |
311.48 |
309.24 |
309.92 |
-1.49 |
21,348 |
42,476 |
+789 |
Jul12 |
120214 |
306.64 |
307.09 |
305.69 |
306.05 |
-1.33 |
11,088 |
29,971 |
+1,750 |
Aug12 |
120214 |
302.00 |
303.15 |
300.88 |
301.88 |
-1.31 |
4,300 |
20,135 |
+1,364 |
Sep12 |
120214 |
297.60 |
297.95 |
296.91 |
297.35 |
-1.29 |
3,103 |
13,915 |
-736 |
Oct12 |
120214 |
282.98 |
283.48 |
282.36 |
282.54 |
-1.20 |
1,027 |
9,925 |
+92 |
Nov12 |
120214 |
279.90 |
279.90 |
277.70 |
278.55 |
-1.19 |
605 |
5,041 |
+103 |
Dec12 |
120214 |
275.83 |
277.67 |
275.28 |
276.14 |
-1.22 |
891 |
18,559 |
+151 |
Total Volume and Open Interest |
160,051 |
347,061 |
+6,497 |
e-miNY RBOB Gasoline(NYM) |
Mar12 |
120214 |
298.30 |
298.30 |
298.25 |
298.30 |
-3.00 |
0 |
1 |
+0 |
Apr12 |
120214 |
314.00 |
314.04 |
314.00 |
314.00 |
-2.00 |
|
|
|
May12 |
120214 |
313.00 |
313.00 |
312.96 |
313.00 |
-1.70 |
|
|
|
Jun12 |
120214 |
309.90 |
309.92 |
309.90 |
309.90 |
-1.50 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Mar12 |
120214 |
2.441 |
2.569 |
2.434 |
2.532 |
+0.101 |
156,960 |
178,955 |
-24,915 |
Apr12 |
120214 |
2.630 |
2.739 |
2.625 |
2.700 |
+0.080 |
78,872 |
182,922 |
+2,060 |
May12 |
120214 |
2.774 |
2.854 |
2.752 |
2.812 |
+0.061 |
87,777 |
199,153 |
+26,608 |
Jun12 |
120214 |
2.863 |
2.940 |
2.853 |
2.901 |
+0.054 |
24,843 |
71,333 |
-3,313 |
Jul12 |
120214 |
2.946 |
3.015 |
2.931 |
2.976 |
+0.047 |
19,671 |
84,956 |
+2,054 |
Aug12 |
120214 |
2.978 |
3.056 |
2.978 |
3.022 |
+0.049 |
11,059 |
40,513 |
+321 |
Sep12 |
120214 |
3.027 |
3.069 |
2.990 |
3.035 |
+0.050 |
11,417 |
53,067 |
+1,769 |
Oct12 |
120214 |
3.040 |
3.129 |
3.040 |
3.092 |
+0.053 |
23,130 |
125,597 |
+1,584 |
Nov12 |
120214 |
3.240 |
3.295 |
3.234 |
3.268 |
+0.047 |
6,403 |
42,891 |
+211 |
Dec12 |
120214 |
3.524 |
3.608 |
3.524 |
3.575 |
+0.048 |
4,286 |
35,308 |
+62 |
Jan13 |
120214 |
3.680 |
3.754 |
3.674 |
3.715 |
+0.048 |
7,951 |
63,281 |
+220 |
Feb13 |
120214 |
3.705 |
3.762 |
3.695 |
3.727 |
+0.046 |
2,342 |
16,812 |
+280 |
Mar13 |
120214 |
3.669 |
3.744 |
3.669 |
3.709 |
+0.049 |
1,970 |
25,239 |
-223 |
Apr13 |
120214 |
3.647 |
3.707 |
3.647 |
3.673 |
+0.049 |
2,063 |
34,596 |
-194 |
May13 |
120214 |
3.719 |
3.729 |
3.708 |
3.708 |
+0.050 |
317 |
10,550 |
+0 |
Jun13 |
120214 |
3.775 |
3.775 |
3.750 |
3.750 |
+0.052 |
54 |
3,910 |
-5 |
Total Volume and Open Interest |
442,081 |
1,258,498 |
+7,792 |
Brent Crude Oil(ICE) |
Mar12 |
120214 |
117.64 |
118.28 |
117.00 |
118.16 |
+0.23 |
180,381 |
62,606 |
-35,301 |
Apr12 |
120214 |
117.46 |
117.90 |
116.53 |
117.35 |
-0.04 |
184,452 |
234,830 |
+26,273 |
May12 |
120214 |
116.93 |
117.32 |
116.10 |
116.71 |
-0.19 |
67,250 |
134,884 |
+5,268 |
Jun12 |
120214 |
116.44 |
116.91 |
115.79 |
116.22 |
-0.30 |
43,734 |
101,962 |
+343 |
Jul12 |
120214 |
115.50 |
116.52 |
115.40 |
115.79 |
-0.34 |
18,518 |
47,606 |
+895 |
Aug12 |
120214 |
115.15 |
116.04 |
115.09 |
115.37 |
-0.35 |
11,318 |
46,053 |
+646 |
Sep12 |
120214 |
114.65 |
115.52 |
114.60 |
114.85 |
-0.35 |
9,160 |
57,711 |
+2,347 |
Oct12 |
120214 |
114.19 |
115.05 |
114.15 |
114.38 |
-0.34 |
5,006 |
30,660 |
+500 |
Nov12 |
120214 |
113.76 |
114.61 |
113.75 |
113.93 |
-0.35 |
2,975 |
19,316 |
-120 |
Dec12 |
120214 |
113.36 |
114.20 |
113.20 |
113.48 |
-0.36 |
19,625 |
119,480 |
-191 |
Jan13 |
120214 |
113.10 |
113.10 |
113.04 |
113.04 |
-0.36 |
2,057 |
14,668 |
+119 |
Feb13 |
120214 |
112.59 |
112.59 |
112.59 |
112.59 |
-0.36 |
1,226 |
9,286 |
+330 |
Mar13 |
120214 |
112.16 |
112.16 |
112.16 |
112.16 |
-0.38 |
715 |
9,410 |
-28 |
Apr13 |
120214 |
111.72 |
111.72 |
111.72 |
111.72 |
-0.38 |
151 |
4,000 |
+106 |
Total Volume and Open Interest |
557,940 |
1,063,971 |
+1,311 |
Gas Oil(ICE) |
Mar12 |
120214 |
995.25 |
998.25 |
986.75 |
992.25 |
-4.25 |
104,720 |
150,709 |
+5,291 |
Apr12 |
120214 |
987.75 |
993.75 |
982.75 |
987.75 |
-4.50 |
70,936 |
86,720 |
+6,374 |
May12 |
120214 |
982.50 |
988.50 |
978.50 |
983.00 |
-4.50 |
38,643 |
62,928 |
+4,574 |
Jun12 |
120214 |
979.25 |
985.00 |
975.50 |
979.50 |
-4.25 |
34,181 |
64,266 |
+3,525 |
Jul12 |
120214 |
975.25 |
984.25 |
975.25 |
978.75 |
-4.25 |
9,470 |
34,672 |
+1,151 |
Aug12 |
120214 |
975.25 |
984.50 |
975.25 |
979.00 |
-4.00 |
4,135 |
19,976 |
+330 |
Sep12 |
120214 |
975.00 |
983.50 |
975.00 |
978.75 |
-3.75 |
2,899 |
19,136 |
+220 |
Oct12 |
120214 |
973.25 |
982.50 |
973.25 |
977.00 |
-3.75 |
2,035 |
13,468 |
+221 |
Nov12 |
120214 |
971.25 |
979.75 |
971.25 |
974.75 |
-4.00 |
638 |
9,015 |
-178 |
Dec12 |
120214 |
973.25 |
978.75 |
969.75 |
973.25 |
-4.00 |
5,627 |
32,576 |
+858 |
Total Volume and Open Interest |
171,272 |
398,421 |
-135,491 |
Ethanol(CBOT) |
Feb12 |
120203 |
2.131 |
2.131 |
2.131 |
2.131 |
-0.015 |
10 |
211 |
-29 |
Mar12 |
120214 |
2.230 |
2.230 |
2.209 |
2.213 |
-0.022 |
99 |
1,114 |
-33 |
Apr12 |
120214 |
2.225 |
2.247 |
2.225 |
2.238 |
-0.019 |
143 |
1,246 |
-20 |
May12 |
120214 |
2.265 |
2.270 |
2.260 |
2.261 |
-0.019 |
207 |
1,151 |
+76 |
Jun12 |
120214 |
2.288 |
2.290 |
2.276 |
2.277 |
-0.022 |
187 |
910 |
+85 |
Jul12 |
120214 |
2.298 |
2.300 |
2.288 |
2.290 |
-0.021 |
84 |
1,714 |
+0 |
Aug12 |
120214 |
2.282 |
2.282 |
2.279 |
2.280 |
-0.017 |
20 |
1,033 |
+1 |
Sep12 |
120214 |
2.237 |
2.237 |
2.237 |
2.237 |
-0.017 |
27 |
933 |
+11 |
Total Volume and Open Interest |
1,344 |
10,930 |
-100 |
WTI Crude Oil(ICE) |
Mar12 |
120214 |
100.71 |
101.84 |
100.29 |
100.74 |
-0.17 |
66,402 |
42,942 |
-3,905 |
Apr12 |
120214 |
100.99 |
102.19 |
100.63 |
101.08 |
-0.21 |
30,615 |
47,904 |
+2,284 |
May12 |
120214 |
101.48 |
102.61 |
101.24 |
101.60 |
-0.24 |
14,752 |
25,794 |
+2,316 |
Jun12 |
120214 |
102.08 |
103.13 |
101.85 |
102.16 |
-0.26 |
12,919 |
46,802 |
+1,292 |
Jul12 |
120214 |
102.41 |
103.56 |
102.41 |
102.68 |
-0.32 |
8,276 |
25,281 |
+5,072 |
Aug12 |
120214 |
103.08 |
103.87 |
102.92 |
103.02 |
-0.37 |
2,964 |
15,181 |
+159 |
Sep12 |
120214 |
103.27 |
104.01 |
103.17 |
103.24 |
-0.38 |
3,223 |
13,148 |
+51 |
Oct12 |
120214 |
103.41 |
103.87 |
103.40 |
103.40 |
-0.36 |
1,784 |
7,889 |
+342 |
Nov12 |
120214 |
103.53 |
103.96 |
103.51 |
103.53 |
-0.35 |
974 |
6,114 |
+79 |
Dec12 |
120214 |
103.40 |
104.23 |
103.40 |
103.63 |
-0.34 |
5,785 |
57,493 |
-18 |
Jan13 |
120214 |
103.63 |
103.63 |
103.63 |
103.63 |
-0.33 |
228 |
6,364 |
+38 |
Feb13 |
120214 |
103.53 |
103.53 |
103.53 |
103.53 |
-0.33 |
10 |
2,018 |
-4 |
Mar13 |
120214 |
103.34 |
103.34 |
103.34 |
103.34 |
-0.33 |
8 |
3,340 |
-3 |
Apr13 |
120214 |
103.06 |
103.06 |
103.06 |
103.06 |
-0.32 |
0 |
470 |
+0 |
May13 |
120214 |
102.72 |
102.72 |
102.72 |
102.72 |
-0.32 |
0 |
623 |
+0 |
Jun13 |
120214 |
102.35 |
102.35 |
102.35 |
102.35 |
-0.32 |
564 |
14,704 |
-450 |
Total Volume and Open Interest |
151,298 |
396,609 |
+7,071 |
US Dollar Index(ICE) |
Mar12 |
120214 |
79.200 |
79.765 |
79.015 |
79.695 |
+0.650 |
28,290 |
51,094 |
-823 |
Jun12 |
120214 |
79.650 |
80.205 |
79.650 |
80.080 |
+0.655 |
27 |
611 |
+19 |
Sep12 |
120214 |
80.480 |
80.480 |
80.480 |
80.480 |
+0.655 |
|
|
|
Total Volume and Open Interest |
28,317 |
51,705 |
-804 |
Australian Dollar(CME) |
Mar12 |
120214 |
106.81 |
106.92 |
105.88 |
105.96 |
-1.07 |
112,309 |
150,356 |
-2,452 |
Jun12 |
120214 |
105.54 |
105.98 |
104.88 |
104.92 |
-1.06 |
113 |
652 |
-286 |
Sep12 |
120214 |
103.95 |
104.99 |
103.95 |
103.95 |
-1.04 |
0 |
110 |
+0 |
Total Volume and Open Interest |
112,422 |
151,128 |
-2,738 |
British Pound(CME) |
Mar12 |
120214 |
157.48 |
157.70 |
156.41 |
156.53 |
-1.17 |
79,641 |
193,001 |
-1,011 |
Jun12 |
120214 |
157.03 |
157.57 |
156.32 |
156.41 |
-1.16 |
119 |
328 |
+18 |
Sep12 |
120214 |
156.26 |
157.44 |
156.26 |
156.26 |
-1.18 |
0 |
3 |
+0 |
Total Volume and Open Interest |
79,760 |
193,335 |
-993 |
Canadian Dollar(CME) |
Mar12 |
120214 |
99.87 |
100.13 |
99.66 |
99.76 |
-0.28 |
88,903 |
114,637 |
-1,378 |
Jun12 |
120214 |
99.66 |
99.89 |
99.50 |
99.56 |
-0.27 |
313 |
3,818 |
+162 |
Sep12 |
120214 |
99.51 |
99.61 |
99.35 |
99.35 |
-0.26 |
50 |
1,618 |
+22 |
Dec12 |
120214 |
99.30 |
99.42 |
99.10 |
99.15 |
-0.27 |
58 |
680 |
+25 |
Total Volume and Open Interest |
89,359 |
120,817 |
-1,147 |
Japanese Yen(CME) |
Mar12 |
120214 |
128.91 |
129.30 |
127.34 |
127.46 |
-1.40 |
76,495 |
160,788 |
-8,840 |
Jun12 |
120214 |
129.26 |
129.26 |
127.53 |
127.60 |
-1.39 |
322 |
1,861 |
+20 |
Sep12 |
120214 |
128.77 |
129.17 |
127.79 |
127.79 |
-1.38 |
0 |
18 |
+0 |
Total Volume and Open Interest |
76,818 |
162,676 |
-8,819 |
Swiss Franc(CME) |
Mar12 |
120214 |
109.10 |
109.41 |
108.37 |
108.52 |
-0.71 |
30,981 |
47,408 |
+1,998 |
Jun12 |
120214 |
109.00 |
109.38 |
108.67 |
108.67 |
-0.71 |
3 |
67 |
+2 |
Sep12 |
120214 |
108.86 |
109.57 |
108.86 |
108.86 |
-0.71 |
0 |
4 |
+0 |
Total Volume and Open Interest |
30,984 |
47,480 |
+2,000 |
EuroFX(CME) |
Mar12 |
120214 |
131.75 |
132.18 |
130.80 |
130.94 |
-1.11 |
246,746 |
283,051 |
-1,269 |
Jun12 |
120214 |
131.79 |
132.10 |
130.89 |
131.01 |
-1.09 |
383 |
4,777 |
+27 |
Sep12 |
120214 |
131.81 |
132.17 |
131.10 |
131.10 |
-1.07 |
8 |
81 |
-8 |
Total Volume and Open Interest |
247,137 |
287,933 |
-1,250 |
Mexican Peso(CME) |
Feb12 |
120213 |
784.2 |
784.2 |
780.2 |
784.2 |
+4.0 |
0 |
930 |
+0 |
Mar12 |
120214 |
784.2 |
785.0 |
777.8 |
778.5 |
-7.8 |
34,741 |
148,033 |
+1,734 |
Total Volume and Open Interest |
34,756 |
149,577 |
+1,734 |
Brazilian Real(CME) |
Mar12 |
120214 |
580.00 |
581.25 |
577.05 |
579.60 |
-0.55 |
745 |
3,690 |
+231 |
Apr12 |
120214 |
576.35 |
576.35 |
576.35 |
576.35 |
-0.55 |
175 |
199 |
+175 |
May12 |
120214 |
573.15 |
573.15 |
573.15 |
573.15 |
-0.55 |
|
|
|
Jun12 |
120214 |
569.90 |
569.90 |
569.90 |
569.90 |
-0.55 |
0 |
66 |
+0 |
Total Volume and Open Interest |
920 |
17,505 |
+406 |
30-Year T-Bonds(CBOT) |
Mar12 |
120214 |
142~230 |
143~200 |
142~160 |
143~180 |
+1~060 |
307,464 |
594,900 |
-7,224 |
Jun12 |
120214 |
141~080 |
142~070 |
140~300 |
142~040 |
+1~060 |
1,245 |
10,394 |
+162 |
Sep12 |
120214 |
141~000 |
141~000 |
139~260 |
141~000 |
+1~060 |
|
|
|
Total Volume and Open Interest |
308,709 |
605,294 |
-7,062 |
10-Year T-Notes(CBOT) |
Mar12 |
120214 |
131~095 |
131~185 |
131~030 |
131~170 |
+0~130 |
1,023,383 |
1,762,560 |
-18,847 |
Jun12 |
120214 |
131~025 |
131~120 |
130~310 |
131~100 |
+0~145 |
6,519 |
30,603 |
+2,066 |
Sep12 |
120214 |
130~150 |
130~150 |
130~150 |
130~150 |
+0~145 |
|
|
|
Total Volume and Open Interest |
1,029,902 |
1,793,164 |
-16,781 |
5-Year T-Notes(CBOT) |
Mar12 |
120214 |
123~059 |
123~073 |
123~052 |
123~071 |
+0~014 |
444,601 |
1,435,413 |
-11,608 |
Jun12 |
120214 |
123~044 |
123~057 |
123~040 |
123~057 |
+0~017 |
997 |
8,341 |
+70 |
Sep12 |
120214 |
122~081 |
122~081 |
122~064 |
122~081 |
+0~017 |
|
|
|
Total Volume and Open Interest |
445,598 |
1,443,754 |
-11,538 |
2 Year T-Notes(CBOT) |
Mar12 |
120214 |
110~029 |
110~031 |
110~026 |
110~028 |
-0~001 |
222,034 |
889,149 |
-7,615 |
Jun12 |
120214 |
110~019 |
110~021 |
110~018 |
110~018 |
-0~003 |
2,813 |
5,884 |
+1,405 |
Sep12 |
120214 |
109~084 |
109~087 |
109~084 |
109~084 |
-0~003 |
|
|
|
Total Volume and Open Interest |
224,847 |
895,033 |
-6,210 |
Eurodollars(CME) |
Mar12 |
120214 |
99.543 |
99.555 |
99.537 |
99.548 |
-0.003 |
229,527 |
881,791 |
-44,386 |
Jun12 |
120214 |
99.510 |
99.535 |
99.500 |
99.520 |
-0.005 |
244,306 |
1,107,384 |
+6,374 |
Sep12 |
120214 |
99.470 |
99.495 |
99.455 |
99.480 |
unch |
250,164 |
811,213 |
+18,540 |
Dec12 |
120214 |
99.435 |
99.455 |
99.420 |
99.440 |
unch |
178,363 |
854,090 |
-8,530 |
Mar13 |
120214 |
99.415 |
99.435 |
99.395 |
99.415 |
-0.005 |
157,747 |
699,876 |
-6,441 |
Jun13 |
120214 |
99.385 |
99.405 |
99.370 |
99.385 |
-0.005 |
130,022 |
629,132 |
+16,410 |
Sep13 |
120214 |
99.340 |
99.370 |
99.330 |
99.345 |
-0.005 |
133,138 |
642,134 |
-209 |
Dec13 |
120214 |
99.290 |
99.315 |
99.275 |
99.295 |
unch |
135,353 |
578,242 |
-8,348 |
Mar14 |
120214 |
99.220 |
99.255 |
99.210 |
99.235 |
+0.005 |
104,998 |
443,217 |
+13,674 |
Jun14 |
120214 |
99.115 |
99.160 |
99.110 |
99.145 |
+0.020 |
77,656 |
304,089 |
+1,179 |
Sep14 |
120214 |
99.000 |
99.035 |
98.985 |
99.030 |
+0.040 |
74,840 |
244,068 |
+6,305 |
Dec14 |
120214 |
98.830 |
98.885 |
98.820 |
98.875 |
+0.050 |
71,711 |
277,927 |
-2,089 |
Mar15 |
120214 |
98.665 |
98.730 |
98.665 |
98.725 |
+0.065 |
60,224 |
192,162 |
+4,868 |
Jun15 |
120214 |
0.206 |
0.266 |
0.191 |
0.261 |
+0.075 |
35,412 |
148,668 |
-241 |
Sep15 |
120214 |
0.021 |
0.106 |
0.021 |
0.101 |
+0.080 |
35,130 |
96,698 |
+3,280 |
Dec15 |
120214 |
6.420 |
6.500 |
6.410 |
6.495 |
+0.090 |
34,705 |
96,339 |
-113 |
Mar16 |
120214 |
6.285 |
6.360 |
6.265 |
6.355 |
+0.100 |
17,813 |
63,833 |
+2,982 |
Jun16 |
120214 |
6.130 |
6.215 |
6.115 |
6.210 |
+0.105 |
17,559 |
60,921 |
+2,823 |
Total Volume and Open Interest |
2,028,656 |
8,400,955 |
+7,912 |
30 Day Federal Funds(CBOT) |
Feb12 |
120214 |
99.878 |
99.882 |
99.878 |
99.880 |
unch |
10,080 |
69,695 |
-807 |
Mar12 |
120214 |
99.865 |
99.875 |
99.865 |
99.870 |
unch |
7,238 |
47,449 |
+2,505 |
Apr12 |
120214 |
99.870 |
99.875 |
99.865 |
99.870 |
unch |
6,022 |
39,426 |
+465 |
May12 |
120214 |
99.870 |
99.870 |
99.860 |
99.870 |
unch |
4,544 |
41,582 |
-290 |
Jun12 |
120214 |
99.865 |
99.870 |
99.860 |
99.870 |
unch |
3,271 |
29,415 |
+871 |
Jul12 |
120214 |
99.860 |
99.865 |
99.855 |
99.865 |
unch |
596 |
35,892 |
+177 |
Total Volume and Open Interest |
46,163 |
518,051 |
+3,442 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120214 |
99.668 |
99.668 |
99.668 |
99.668 |
+0.003 |
0 |
40 |
+0 |
Jun12 |
120214 |
99.668 |
99.668 |
99.668 |
99.668 |
+0.003 |
|
|
|
Sep12 |
120214 |
99.662 |
99.662 |
99.662 |
99.662 |
+0.002 |
|
|
|
Dec12 |
120214 |
99.658 |
99.658 |
99.658 |
99.658 |
+0.003 |
|
|
|
Mar13 |
120214 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120214 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep13 |
120214 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Dec13 |
120214 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120214 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120214 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120214 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
170 |
1,934 |
+93 |
Jun12 |
120214 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
1,429 |
+0 |
Sep12 |
120214 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.00 |
0 |
679 |
+0 |
Dec12 |
120214 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.00 |
0 |
117 |
+0 |
Mar13 |
120214 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
120214 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
9 |
216 |
-2 |
Sep13 |
120214 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
325 |
+0 |
Dec13 |
120214 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
9 |
290 |
+9 |
Total Volume and Open Interest |
188 |
5,121 |
+100 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120214 |
142.31 |
143.30 |
142.30 |
142.65 |
+0.33 |
4,509 |
23,371 |
+277 |
Jun12 |
120214 |
142.00 |
142.07 |
142.00 |
142.07 |
+0.33 |
0 |
3 |
+0 |
Sep12 |
120214 |
139.98 |
139.98 |
139.98 |
139.98 |
+0.33 |
0 |
5 |
+0 |
Total Volume and Open Interest |
4,509 |
23,383 |
+277 |
Euro-Bund(EUREX) |
Mar12 |
120214 |
138.49 |
138.75 |
137.89 |
138.52 |
+0.29 |
722,635 |
873,930 |
+4,326 |
Jun12 |
120214 |
136.87 |
137.03 |
136.19 |
136.81 |
+0.30 |
1,343 |
12,567 |
+286 |
Sep12 |
120214 |
136.72 |
136.72 |
136.72 |
136.72 |
+0.29 |
0 |
1 |
+0 |
Total Volume and Open Interest |
723,978 |
886,498 |
+4,612 |
Euro-Bobl(EUREX) |
Mar12 |
120214 |
125.09 |
125.13 |
124.78 |
125.00 |
+0.07 |
402,431 |
696,599 |
+3,300 |
Jun12 |
120214 |
123.27 |
123.49 |
123.27 |
123.40 |
+0.08 |
185 |
17,383 |
+97 |
Sep12 |
120214 |
123.64 |
123.64 |
123.25 |
123.25 |
+0.02 |
0 |
4 |
+0 |
Total Volume and Open Interest |
402,616 |
713,986 |
+3,397 |
3-Mth Euribor(EUREX) |
Mar12 |
120214 |
99.090 |
99.090 |
99.090 |
99.090 |
+0.010 |
10 |
1,548 |
+0 |
Jun12 |
120214 |
99.185 |
99.185 |
99.185 |
99.185 |
+0.020 |
5 |
1,259 |
+0 |
Sep12 |
120214 |
99.215 |
99.215 |
99.215 |
99.215 |
+0.015 |
4 |
1,059 |
+0 |
Total Volume and Open Interest |
56 |
6,665 |
+0 |
Long Gilt(LIFFE) |
Mar12 |
120214 |
115~15 |
116~06 |
115~12 |
115~31 |
+0~11 |
128,300 |
322,333 |
+3,910 |
Jun12 |
120214 |
113~32 |
114~23 |
113~32 |
114~18 |
+0~12 |
615 |
925 |
+610 |
Total Volume and Open Interest |
128,915 |
323,258 |
+4,520 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120214 |
98.97 |
98.98 |
98.96 |
98.97 |
unch |
57,246 |
279,674 |
-6,262 |
Jun12 |
120214 |
99.02 |
99.04 |
99.02 |
99.03 |
-0.01 |
52,003 |
279,113 |
-6,783 |
Sep12 |
120214 |
99.06 |
99.08 |
99.06 |
99.07 |
-0.01 |
36,249 |
298,717 |
-3,042 |
Dec12 |
120214 |
99.06 |
99.09 |
99.06 |
99.08 |
-0.01 |
31,732 |
251,376 |
-6,128 |
Mar13 |
120214 |
99.07 |
99.09 |
99.06 |
99.09 |
+0.01 |
39,707 |
286,448 |
-1,802 |
Jun13 |
120214 |
99.04 |
99.07 |
99.03 |
99.06 |
+0.02 |
31,461 |
209,997 |
-1,996 |
Total Volume and Open Interest |
350,250 |
2,094,242 |
-21,953 |
3-Mth Euribor(LIFFE) |
Mar12 |
120214 |
99.070 |
99.130 |
99.060 |
99.090 |
+0.010 |
111,034 |
560,559 |
+5,339 |
Jun12 |
120214 |
99.160 |
99.205 |
99.140 |
99.185 |
+0.020 |
156,419 |
464,942 |
-13,906 |
Sep12 |
120214 |
99.190 |
99.240 |
99.175 |
99.215 |
+0.015 |
113,278 |
436,726 |
-12,634 |
Total Volume and Open Interest |
718,097 |
3,394,424 |
-48,406 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120214 |
95.69 |
95.73 |
95.68 |
95.72 |
+0.01 |
35,493 |
202,269 |
-10,461 |
Jun12 |
120214 |
95.91 |
95.94 |
95.85 |
95.92 |
+0.01 |
43,109 |
208,232 |
-7,023 |
Sep12 |
120214 |
96.00 |
96.04 |
95.94 |
96.03 |
+0.03 |
29,407 |
130,946 |
-405 |
Dec12 |
120214 |
95.98 |
96.04 |
95.93 |
96.03 |
+0.03 |
7,490 |
83,447 |
-1,220 |
Mar13 |
120214 |
95.95 |
96.03 |
95.91 |
96.00 |
+0.03 |
4,128 |
57,244 |
-1,339 |
Jun13 |
120214 |
95.92 |
95.95 |
95.88 |
95.95 |
+0.03 |
2,005 |
57,412 |
-581 |
Sep13 |
120214 |
95.85 |
95.90 |
95.84 |
95.89 |
+0.02 |
924 |
35,172 |
+246 |
Dec13 |
120214 |
95.79 |
95.85 |
95.79 |
95.83 |
+0.02 |
1,549 |
26,505 |
+465 |
Mar14 |
120214 |
95.74 |
95.78 |
95.74 |
95.78 |
+0.01 |
18 |
2,482 |
-27 |
Jun14 |
120214 |
95.71 |
95.71 |
95.71 |
95.71 |
unch |
0 |
520 |
-20 |
Total Volume and Open Interest |
124,123 |
804,476 |
-20,365 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120214 |
95.91 |
95.98 |
95.87 |
95.96 |
+0.04 |
53,050 |
371,418 |
-13,658 |
Jun12 |
120214 |
95.96 |
95.96 |
95.96 |
95.96 |
+0.04 |
|
|
|
Total Volume and Open Interest |
53,050 |
371,418 |
-13,658 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120214 |
96.46 |
96.52 |
96.40 |
96.49 |
+0.03 |
190,871 |
455,719 |
-36,772 |
Jun12 |
120214 |
96.49 |
96.49 |
96.49 |
96.49 |
+0.03 |
|
|
|
Total Volume and Open Interest |
190,871 |
455,719 |
-36,772 |
Gold(CMX) |
Feb12 |
120214 |
1720.0 |
1724.9 |
1715.0 |
1715.9 |
-7.1 |
248 |
538 |
-248 |
Apr12 |
120214 |
1724.0 |
1729.9 |
1713.8 |
1717.7 |
-7.2 |
178,134 |
232,524 |
-3,104 |
Jun12 |
120214 |
1723.6 |
1732.0 |
1716.8 |
1720.4 |
-7.3 |
4,168 |
56,183 |
+262 |
Aug12 |
120214 |
1731.7 |
1731.7 |
1720.1 |
1722.9 |
-7.4 |
2,074 |
21,207 |
+373 |
Oct12 |
120214 |
1724.2 |
1726.7 |
1724.2 |
1725.3 |
-7.4 |
694 |
11,855 |
-291 |
Dec12 |
120214 |
1731.0 |
1736.6 |
1724.7 |
1727.7 |
-7.4 |
2,377 |
30,299 |
+138 |
Feb13 |
120214 |
1733.9 |
1740.4 |
1727.3 |
1730.0 |
-7.4 |
1,396 |
12,782 |
+259 |
Apr13 |
120214 |
1732.6 |
1732.6 |
1732.6 |
1732.6 |
-7.4 |
17 |
2,826 |
+3 |
Jun13 |
120214 |
1735.8 |
1735.8 |
1735.8 |
1735.8 |
-7.4 |
42 |
11,407 |
-10 |
Aug13 |
120214 |
1739.1 |
1739.1 |
1739.1 |
1739.1 |
-7.4 |
0 |
218 |
+0 |
Oct13 |
120214 |
1742.5 |
1742.5 |
1742.5 |
1742.5 |
-7.4 |
0 |
1 |
+0 |
Dec13 |
120214 |
1745.9 |
1745.9 |
1745.9 |
1745.9 |
-7.4 |
2 |
11,324 |
+1 |
Total Volume and Open Interest |
190,240 |
428,559 |
-2,517 |
Silver(CMX) |
Mar12 |
120214 |
3370.5 |
3384.5 |
3325.5 |
3334.8 |
-37.4 |
47,692 |
38,395 |
-1,472 |
May12 |
120214 |
3378.5 |
3389.0 |
3333.0 |
3341.2 |
-37.4 |
7,753 |
23,884 |
+1,451 |
Jul12 |
120214 |
3366.5 |
3385.0 |
3346.2 |
3346.2 |
-37.3 |
1,264 |
8,615 |
+228 |
Sep12 |
120214 |
3349.7 |
3349.7 |
3349.7 |
3349.7 |
-37.3 |
690 |
3,506 |
+516 |
Dec12 |
120214 |
3371.0 |
3393.0 |
3351.5 |
3354.0 |
-37.3 |
1,211 |
14,078 |
-85 |
Mar13 |
120214 |
3354.0 |
3354.0 |
3354.0 |
3354.0 |
-37.0 |
11 |
1,378 |
-7 |
May13 |
120214 |
3353.8 |
3353.8 |
3353.8 |
3353.8 |
-37.0 |
0 |
1,088 |
+0 |
Total Volume and Open Interest |
59,134 |
105,969 |
+603 |
Platinum(NYMEX) |
Apr12 |
120214 |
1651.8 |
1653.2 |
1624.0 |
1628.0 |
-21.7 |
7,472 |
41,568 |
-749 |
Jul12 |
120214 |
1654.0 |
1654.0 |
1631.4 |
1631.4 |
-21.7 |
252 |
2,440 |
+222 |
Oct12 |
120214 |
1640.2 |
1640.2 |
1633.0 |
1634.6 |
-21.7 |
93 |
257 |
+81 |
Jan13 |
120214 |
1637.6 |
1637.6 |
1637.6 |
1637.6 |
-21.7 |
2 |
3 |
+0 |
Total Volume and Open Interest |
7,819 |
44,268 |
-446 |
Palladium(NYMEX) |
Mar12 |
120214 |
43.19 |
45.14 |
27.74 |
31.89 |
-11.30 |
3,547 |
17,046 |
-270 |
Jun12 |
120214 |
43.84 |
45.79 |
30.49 |
33.59 |
-11.30 |
207 |
3,845 |
+120 |
Sep12 |
120214 |
34.94 |
34.94 |
34.94 |
34.94 |
-11.30 |
3 |
264 |
-1 |
Total Volume and Open Interest |
3,758 |
21,157 |
-173 |
Copper(CMX) |
Mar12 |
120214 |
383.25 |
385.90 |
378.40 |
381.45 |
-2.50 |
63,982 |
49,072 |
-4,499 |
May12 |
120214 |
383.10 |
386.50 |
379.35 |
382.30 |
-2.40 |
15,797 |
51,176 |
+5,054 |
Jul12 |
120214 |
384.70 |
387.50 |
381.00 |
383.55 |
-2.35 |
5,667 |
31,535 |
+2,110 |
Sep12 |
120214 |
386.80 |
387.00 |
381.70 |
384.40 |
-2.35 |
1,236 |
9,948 |
+494 |
Dec12 |
120214 |
385.35 |
386.45 |
383.00 |
385.35 |
-2.30 |
405 |
8,550 |
+55 |
Total Volume and Open Interest |
87,605 |
161,643 |
+3,353 |
DJIA Index(CBOT) |
Mar12 |
120214 |
12815 |
12854 |
12760 |
12840 |
+5 |
87 |
11,290 |
-26 |
Jun12 |
120214 |
12768 |
12768 |
12763 |
12768 |
+5 |
2 |
286 |
+0 |
Sep12 |
120214 |
12705 |
12705 |
12700 |
12705 |
+5 |
|
|
|
Dec12 |
120214 |
12628 |
12628 |
12623 |
12628 |
+5 |
|
|
|
Total Volume and Open Interest |
89 |
11,576 |
-26 |
E-mini DJIA Index(CBOT) |
Mar12 |
120214 |
12834 |
12857 |
12751 |
12840 |
+5 |
93,783 |
106,001 |
-2,172 |
Jun12 |
120214 |
12743 |
12768 |
12738 |
12768 |
+5 |
24 |
113 |
+10 |
Sep12 |
120214 |
12705 |
12705 |
12705 |
12705 |
+5 |
0 |
20 |
+0 |
Dec12 |
120214 |
12628 |
12628 |
12628 |
12628 |
+5 |
0 |
12 |
+0 |
Total Volume and Open Interest |
93,807 |
106,146 |
-2,162 |
S & P 500(CME) |
Mar12 |
120214 |
1349.30 |
1351.80 |
1338.00 |
1347.70 |
-1.40 |
11,350 |
245,768 |
-155 |
Jun12 |
120214 |
1342.00 |
1342.00 |
1332.40 |
1342.00 |
-1.40 |
59 |
5,639 |
+182 |
Sep12 |
120214 |
1335.80 |
1335.80 |
1326.20 |
1335.80 |
-1.40 |
0 |
1,040 |
+0 |
Dec12 |
120214 |
1329.50 |
1329.50 |
1319.90 |
1329.50 |
-1.40 |
0 |
502 |
+0 |
Total Volume and Open Interest |
11,409 |
252,949 |
+27 |
S & P 500 E-Mini(Globex) |
Mar12 |
120214 |
1349.25 |
1352.00 |
1337.75 |
1347.75 |
-1.25 |
1,713,982 |
2,694,896 |
+13,524 |
Jun12 |
120214 |
1343.00 |
1346.00 |
1332.00 |
1342.00 |
-1.50 |
782 |
71,467 |
-29 |
Total Volume and Open Interest |
1,714,900 |
2,766,722 |
+13,517 |
NASDAQ 100(CME) |
Mar12 |
120214 |
2569.00 |
2578.00 |
2554.00 |
2576.00 |
+8.20 |
1,398 |
17,628 |
+706 |
Jun12 |
120214 |
2570.00 |
2570.00 |
2553.00 |
2570.00 |
+8.00 |
9 |
7 |
+2 |
Sep12 |
120214 |
2567.50 |
2567.50 |
2567.50 |
2567.50 |
+8.00 |
|
|
|
Total Volume and Open Interest |
1,407 |
17,635 |
+708 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120214 |
2569.50 |
2577.50 |
2553.30 |
2576.00 |
+8.20 |
228,662 |
423,609 |
+16,165 |
Jun12 |
120214 |
2562.30 |
2570.50 |
2550.00 |
2570.00 |
+8.00 |
41 |
262 |
-8 |
Total Volume and Open Interest |
228,703 |
423,892 |
+16,157 |
S & P Midcap 400(CME) |
Mar12 |
120214 |
973.20 |
975.00 |
965.00 |
973.20 |
+0.90 |
0 |
2,073 |
+0 |
Jun12 |
120214 |
970.80 |
970.80 |
970.80 |
970.80 |
+0.90 |
|
|
|
Sep12 |
120214 |
968.80 |
968.80 |
968.80 |
968.80 |
+0.90 |
|
|
|
Total Volume and Open Interest |
0 |
2,073 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120214 |
9005 |
9110 |
8970 |
9105 |
+80 |
5,257 |
24,832 |
+986 |
Jun12 |
120214 |
9010 |
9045 |
8965 |
9045 |
+80 |
1 |
566 |
+0 |
Total Volume and Open Interest |
5,258 |
25,398 |
+986 |
Nikkei 225(SGX) |
Mar12 |
120214 |
9005 |
9070 |
8965 |
9050 |
+55 |
83,393 |
205,067 |
-3,420 |
Jun12 |
120214 |
8925 |
8975 |
8915 |
8975 |
+55 |
2,832 |
10,403 |
+2,809 |
Sep12 |
120214 |
8970 |
8970 |
8970 |
8970 |
+60 |
0 |
30 |
+0 |
Total Volume and Open Interest |
87,009 |
222,553 |
-17,143 |
CAC 40(EURONEXT) |
Feb12 |
120214 |
3371.0 |
3400.0 |
3355.5 |
3375.0 |
-7.5 |
78,790 |
320,197 |
+3,059 |
Mar12 |
120214 |
3380.0 |
3400.5 |
3357.0 |
3376.0 |
-7.0 |
11,066 |
45,263 |
+648 |
Apr12 |
120214 |
3364.5 |
3393.0 |
3357.0 |
3368.5 |
-7.5 |
6 |
18 |
+0 |
Total Volume and Open Interest |
89,862 |
365,638 |
+3,707 |
Hang Seng Index(HKFE) |
Feb12 |
120214 |
20856 |
20981 |
20810 |
20966 |
+68 |
72,168 |
90,703 |
-959 |
Mar12 |
120214 |
20788 |
20925 |
20762 |
20925 |
+87 |
731 |
6,309 |
+241 |
Total Volume and Open Interest |
72,952 |
100,409 |
-707 |
DAX(EUREX) |
Mar12 |
120214 |
6722.0 |
6796.0 |
6694.0 |
6732.5 |
+1.0 |
154,106 |
159,050 |
-558 |
Jun12 |
120214 |
6720.0 |
6808.0 |
6713.0 |
6746.0 |
+1.0 |
333 |
6,153 |
+4 |
Sep12 |
120214 |
6778.5 |
6815.0 |
6731.5 |
6754.0 |
+1.0 |
13 |
403 |
-9 |
Total Volume and Open Interest |
154,452 |
165,606 |
-563 |
FT-SE 100(EURONEXT) |
Mar12 |
120214 |
5863.00 |
5876.00 |
5831.50 |
5855.50 |
+2.50 |
97,547 |
627,568 |
+953 |
Jun12 |
120214 |
5799.00 |
5820.00 |
5784.00 |
5805.00 |
+2.00 |
17 |
10,341 |
+6 |
Sep12 |
120214 |
5773.00 |
5773.00 |
5773.00 |
5773.00 |
+1.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
97,564 |
637,919 |
+959 |
SPI 200(SFE) |
Mar12 |
120214 |
4244.0 |
4255.0 |
4195.0 |
4209.0 |
-36.0 |
31,420 |
185,220 |
-1,770 |
Jun12 |
120214 |
4225.0 |
4225.0 |
4222.0 |
4222.0 |
-36.0 |
6 |
2,139 |
-18 |
Sep12 |
120214 |
4218.0 |
4220.0 |
4183.0 |
4190.0 |
-38.0 |
21 |
1,503 |
+21 |
Total Volume and Open Interest |
32,151 |
191,565 |
-1,445 |
GSCI(CME) |
Feb12 |
120214 |
678.00 |
678.25 |
675.00 |
675.75 |
-0.25 |
1,401 |
4,136 |
-1,203 |
Mar12 |
120214 |
680.70 |
681.00 |
677.50 |
678.25 |
-0.65 |
1,671 |
6,768 |
+1,416 |
Apr12 |
120214 |
682.40 |
683.20 |
679.25 |
679.25 |
-1.75 |
|
|
|
Total Volume and Open Interest |
3,072 |
10,904 |
+213 |
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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