|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed February 15, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120215 |
1254.75 |
1269.00 |
1249.00 |
1261.00 |
+6.00 |
143,518 |
139,649 |
-4,674 |
May12 |
120215 |
1262.00 |
1276.50 |
1256.50 |
1268.75 |
+6.25 |
66,548 |
167,160 |
+11,618 |
Jul12 |
120215 |
1270.00 |
1285.00 |
1265.00 |
1277.50 |
+6.25 |
45,193 |
114,051 |
+2,695 |
Aug12 |
120215 |
1273.25 |
1280.00 |
1268.50 |
1274.00 |
+5.50 |
357 |
2,964 |
+56 |
Sep12 |
120215 |
1265.00 |
1270.75 |
1261.50 |
1265.75 |
+4.25 |
251 |
2,055 |
+41 |
Nov12 |
120215 |
1255.25 |
1265.25 |
1250.00 |
1260.50 |
+3.00 |
18,723 |
89,831 |
+3,386 |
Jan13 |
120215 |
1260.00 |
1269.50 |
1254.75 |
1265.25 |
+3.75 |
617 |
15,461 |
+150 |
Mar13 |
120215 |
1264.00 |
1270.00 |
1260.50 |
1265.25 |
+2.00 |
458 |
3,942 |
+235 |
May13 |
120215 |
1260.25 |
1266.50 |
1259.25 |
1261.50 |
+1.25 |
355 |
1,717 |
+45 |
Jul13 |
120215 |
1258.50 |
1269.00 |
1258.50 |
1263.00 |
+0.75 |
345 |
2,337 |
+42 |
Aug13 |
120215 |
1251.00 |
1251.00 |
1251.00 |
1251.00 |
unch |
0 |
2 |
+0 |
Sep13 |
120215 |
1226.75 |
1226.75 |
1226.75 |
1226.75 |
unch |
|
|
|
Nov13 |
120215 |
1202.00 |
1209.25 |
1198.75 |
1203.50 |
-2.50 |
416 |
3,055 |
+102 |
Jan14 |
120215 |
1208.25 |
1210.75 |
1208.25 |
1208.25 |
-2.50 |
0 |
60 |
+0 |
Total Volume and Open Interest |
276,790 |
542,714 |
+13,697 |
Soybean Meal(CBOT) |
Mar12 |
120215 |
329.60 |
334.80 |
328.40 |
332.80 |
+2.70 |
50,669 |
64,041 |
-1,419 |
May12 |
120215 |
332.00 |
337.10 |
331.20 |
335.10 |
+2.60 |
21,677 |
43,643 |
+3,342 |
Jul12 |
120215 |
334.20 |
339.30 |
333.40 |
337.30 |
+2.40 |
6,826 |
30,344 |
-219 |
Aug12 |
120215 |
334.00 |
338.50 |
334.00 |
336.60 |
+2.30 |
538 |
6,653 |
-38 |
Sep12 |
120215 |
334.90 |
336.70 |
332.80 |
335.00 |
+2.20 |
312 |
5,942 |
+132 |
Oct12 |
120215 |
331.10 |
332.60 |
329.40 |
331.70 |
+2.10 |
208 |
3,446 |
-45 |
Dec12 |
120215 |
329.00 |
332.00 |
327.10 |
331.40 |
+2.10 |
2,670 |
20,115 |
-473 |
Jan13 |
120215 |
332.20 |
332.30 |
329.80 |
332.30 |
+1.90 |
15 |
2,786 |
+0 |
Mar13 |
120215 |
332.50 |
333.30 |
331.60 |
333.30 |
+1.70 |
11 |
3,115 |
+8 |
May13 |
120215 |
331.90 |
332.40 |
329.80 |
332.40 |
+1.50 |
0 |
1,530 |
+0 |
Total Volume and Open Interest |
82,942 |
183,501 |
+1,277 |
Soybean Oil(CBOT) |
Mar12 |
120215 |
53.01 |
53.44 |
52.78 |
53.35 |
+0.33 |
67,575 |
87,683 |
-9,124 |
May12 |
120215 |
53.38 |
53.80 |
53.12 |
53.71 |
+0.33 |
38,219 |
103,163 |
+5,978 |
Jul12 |
120215 |
53.75 |
54.17 |
53.52 |
54.10 |
+0.33 |
10,070 |
61,634 |
+1,142 |
Aug12 |
120215 |
53.83 |
54.28 |
53.83 |
54.23 |
+0.34 |
723 |
9,460 |
+1 |
Sep12 |
120215 |
54.31 |
54.41 |
54.05 |
54.36 |
+0.31 |
247 |
6,376 |
+20 |
Oct12 |
120215 |
54.41 |
54.47 |
54.14 |
54.44 |
+0.29 |
387 |
5,776 |
+53 |
Dec12 |
120215 |
54.41 |
55.10 |
54.14 |
54.67 |
+0.26 |
3,525 |
33,270 |
+615 |
Jan13 |
120215 |
54.80 |
54.81 |
54.51 |
54.80 |
+0.26 |
4 |
1,145 |
+2 |
Mar13 |
120215 |
54.91 |
54.94 |
54.64 |
54.90 |
+0.26 |
2 |
1,300 |
+2 |
May13 |
120215 |
54.91 |
55.11 |
54.60 |
54.86 |
+0.26 |
0 |
261 |
+0 |
Total Volume and Open Interest |
120,778 |
311,586 |
-1,321 |
Canola(WCE) |
Mar12 |
120215 |
541.7 |
548.5 |
541.7 |
547.8 |
+5.9 |
6,875 |
54,845 |
-266 |
May12 |
120215 |
546.0 |
552.3 |
544.2 |
551.6 |
+5.8 |
6,558 |
54,440 |
+1,556 |
Jul12 |
120215 |
548.5 |
555.0 |
547.5 |
554.5 |
+5.0 |
1,152 |
35,479 |
-47 |
Nov12 |
120215 |
525.0 |
530.0 |
524.0 |
529.5 |
+3.3 |
1,652 |
36,679 |
+413 |
Jan13 |
120215 |
531.1 |
534.4 |
531.1 |
534.1 |
+3.2 |
39 |
1,993 |
+39 |
Total Volume and Open Interest |
16,295 |
184,992 |
+1,714 |
Corn(CBOT) |
Mar12 |
120215 |
633.50 |
638.50 |
625.25 |
627.00 |
-6.50 |
220,976 |
285,333 |
-23,443 |
May12 |
120215 |
637.50 |
642.00 |
629.00 |
631.00 |
-7.00 |
131,689 |
341,936 |
+24,651 |
Jul12 |
120215 |
641.00 |
645.00 |
632.50 |
634.00 |
-7.50 |
67,573 |
259,995 |
+9,982 |
Sep12 |
120215 |
589.00 |
593.00 |
583.25 |
586.50 |
-3.75 |
10,473 |
84,886 |
+2,588 |
Dec12 |
120215 |
562.25 |
567.75 |
557.25 |
559.75 |
-4.50 |
27,179 |
255,947 |
+1,681 |
Mar13 |
120215 |
573.25 |
578.50 |
569.00 |
570.00 |
-4.00 |
811 |
45,360 |
+176 |
May13 |
120215 |
584.25 |
585.00 |
576.75 |
576.75 |
-4.00 |
239 |
2,500 |
+23 |
Jul13 |
120215 |
587.50 |
590.00 |
581.00 |
581.75 |
-4.00 |
135 |
3,388 |
+57 |
Sep13 |
120215 |
560.00 |
560.00 |
552.00 |
553.00 |
-5.75 |
0 |
677 |
+0 |
Dec13 |
120215 |
554.00 |
556.25 |
546.50 |
548.25 |
-7.00 |
329 |
18,471 |
+49 |
Total Volume and Open Interest |
459,431 |
1,301,392 |
+15,773 |
Wheat(CBOT) |
Mar12 |
120215 |
635.25 |
640.50 |
624.25 |
626.00 |
-9.00 |
73,550 |
96,223 |
-18,041 |
May12 |
120215 |
639.25 |
643.50 |
630.50 |
634.00 |
-5.00 |
54,852 |
134,475 |
+15,925 |
Jul12 |
120215 |
649.25 |
654.25 |
643.25 |
646.75 |
-3.00 |
20,006 |
109,285 |
+2,435 |
Sep12 |
120215 |
667.00 |
671.50 |
661.00 |
664.50 |
-2.50 |
4,001 |
38,379 |
+851 |
Dec12 |
120215 |
686.00 |
689.00 |
678.00 |
683.50 |
-1.75 |
5,592 |
62,080 |
+245 |
Mar13 |
120215 |
701.00 |
701.25 |
693.25 |
696.75 |
-3.25 |
641 |
5,532 |
+210 |
Total Volume and Open Interest |
158,859 |
453,014 |
+1,659 |
Wheat(KCBT) |
Mar12 |
120215 |
675.75 |
681.25 |
668.00 |
670.00 |
-5.50 |
11,215 |
33,758 |
-3,173 |
May12 |
120215 |
682.50 |
688.50 |
675.50 |
677.50 |
-5.25 |
8,403 |
37,016 |
+1,868 |
Jul12 |
120215 |
691.00 |
696.50 |
683.75 |
685.75 |
-5.00 |
4,429 |
46,772 |
+1,540 |
Sep12 |
120215 |
708.75 |
709.25 |
698.00 |
699.75 |
-5.00 |
262 |
10,268 |
-10 |
Dec12 |
120215 |
724.50 |
728.50 |
716.75 |
718.50 |
-5.25 |
584 |
14,219 |
+7 |
Mar13 |
120215 |
735.50 |
739.00 |
730.25 |
730.50 |
-5.25 |
37 |
583 |
+16 |
Total Volume and Open Interest |
24,944 |
143,087 |
+251 |
Wheat(MGE) |
Mar12 |
120215 |
812.00 |
818.50 |
808.25 |
811.00 |
-1.00 |
1,979 |
9,973 |
-931 |
May12 |
120215 |
803.00 |
810.00 |
801.00 |
803.75 |
+0.50 |
1,781 |
8,461 |
+347 |
Jul12 |
120215 |
797.50 |
802.00 |
793.75 |
794.25 |
-0.75 |
315 |
9,182 |
+52 |
Sep12 |
120215 |
775.00 |
777.25 |
767.00 |
768.50 |
-3.75 |
175 |
5,626 |
-8 |
Dec12 |
120215 |
777.00 |
782.00 |
772.00 |
772.25 |
-4.75 |
134 |
4,152 |
-1 |
Total Volume and Open Interest |
4,404 |
37,753 |
-535 |
Oats(CBOT) |
Mar12 |
120215 |
323.50 |
328.00 |
321.75 |
324.50 |
+1.25 |
519 |
4,461 |
+18 |
May12 |
120215 |
314.50 |
320.00 |
314.50 |
318.00 |
+3.25 |
222 |
5,898 |
+34 |
Jul12 |
120215 |
313.50 |
317.00 |
312.75 |
316.25 |
+3.50 |
31 |
607 |
+0 |
Sep12 |
120215 |
314.50 |
315.50 |
312.00 |
315.50 |
+3.50 |
0 |
56 |
+0 |
Total Volume and Open Interest |
779 |
12,072 |
+57 |
Rough Rice(CBOT) |
Mar12 |
120215 |
14.40 |
14.52 |
14.27 |
14.35 |
-0.04 |
2,150 |
7,916 |
-1,183 |
May12 |
120215 |
14.61 |
14.74 |
14.52 |
14.59 |
-0.04 |
1,604 |
5,929 |
+1,063 |
Jul12 |
120215 |
14.90 |
14.95 |
14.81 |
14.85 |
-0.05 |
95 |
967 |
+18 |
Sep12 |
120215 |
15.11 |
15.18 |
15.05 |
15.07 |
+0.01 |
37 |
470 |
+17 |
Total Volume and Open Interest |
3,886 |
15,294 |
-85 |
Live Cattle(CME) |
Feb12 |
120215 |
126.650 |
127.300 |
125.550 |
126.500 |
-0.150 |
5,261 |
18,101 |
-1,482 |
Apr12 |
120215 |
129.250 |
129.875 |
128.600 |
128.900 |
-0.350 |
21,239 |
146,999 |
+1,598 |
Jun12 |
120215 |
127.650 |
128.075 |
127.025 |
127.375 |
-0.500 |
8,359 |
92,605 |
+48 |
Aug12 |
120215 |
129.500 |
129.850 |
128.725 |
129.125 |
-0.500 |
6,722 |
49,963 |
+1,018 |
Oct12 |
120215 |
133.250 |
133.300 |
132.250 |
132.750 |
-0.425 |
2,605 |
19,115 |
+512 |
Dec12 |
120215 |
134.000 |
134.100 |
133.025 |
133.650 |
-0.425 |
1,267 |
12,643 |
+281 |
Total Volume and Open Interest |
45,637 |
344,334 |
+2,069 |
Feeder Cattle(CME) |
Mar12 |
120215 |
156.375 |
157.350 |
155.650 |
156.625 |
+0.375 |
2,504 |
16,811 |
-279 |
Apr12 |
120215 |
158.425 |
159.200 |
157.600 |
158.500 |
+0.100 |
2,032 |
9,914 |
+574 |
May12 |
120215 |
159.750 |
160.425 |
159.000 |
159.950 |
+0.225 |
1,228 |
9,690 |
-229 |
Aug12 |
120215 |
161.400 |
162.025 |
160.750 |
161.475 |
+0.175 |
688 |
10,309 |
+279 |
Sep12 |
120215 |
160.900 |
161.450 |
160.425 |
161.200 |
+0.275 |
88 |
1,787 |
+25 |
Oct12 |
120215 |
160.625 |
161.000 |
159.900 |
160.750 |
unch |
69 |
924 |
+14 |
Nov12 |
120215 |
160.675 |
161.000 |
160.000 |
161.000 |
+0.250 |
22 |
448 |
+16 |
Total Volume and Open Interest |
6,636 |
49,914 |
+403 |
Lean Hogs(CME) |
Apr12 |
120215 |
89.625 |
89.800 |
88.850 |
88.900 |
-0.725 |
14,673 |
91,991 |
-673 |
May12 |
120215 |
97.875 |
98.000 |
97.350 |
97.900 |
-0.050 |
167 |
2,987 |
+1 |
Jun12 |
120215 |
98.650 |
99.300 |
98.500 |
98.625 |
-0.225 |
7,101 |
56,903 |
-821 |
Jul12 |
120215 |
98.800 |
99.450 |
98.800 |
99.100 |
-0.050 |
2,769 |
26,492 |
+32 |
Aug12 |
120215 |
98.650 |
99.000 |
98.400 |
98.650 |
unch |
3,080 |
21,570 |
-96 |
Oct12 |
120215 |
89.325 |
89.450 |
88.900 |
89.100 |
-0.175 |
3,213 |
26,608 |
+681 |
Dec12 |
120215 |
85.400 |
85.550 |
84.925 |
85.425 |
-0.375 |
667 |
14,082 |
+359 |
Feb13 |
120215 |
86.150 |
86.300 |
85.625 |
86.200 |
-0.100 |
285 |
4,256 |
+175 |
Total Volume and Open Interest |
34,076 |
254,811 |
-1,401 |
Class III Milk(CME) |
Feb12 |
120215 |
16.11 |
16.14 |
16.10 |
16.12 |
+0.02 |
173 |
5,538 |
+89 |
Mar12 |
120215 |
15.54 |
16.15 |
15.54 |
15.77 |
+0.23 |
426 |
6,114 |
+122 |
Apr12 |
120215 |
15.64 |
16.19 |
15.64 |
15.88 |
+0.15 |
372 |
3,843 |
+102 |
May12 |
120215 |
15.92 |
16.28 |
15.92 |
16.12 |
+0.13 |
144 |
3,152 |
+21 |
Jun12 |
120215 |
16.21 |
16.35 |
16.12 |
16.22 |
+0.06 |
120 |
2,741 |
+52 |
Total Volume and Open Interest |
1,457 |
32,626 |
+503 |
Cocoa(ICE) |
Mar12 |
120215 |
2300 |
2410 |
2287 |
2392 |
+122 |
11,320 |
6,779 |
-6,160 |
May12 |
120215 |
2318 |
2410 |
2276 |
2391 |
+121 |
17,621 |
77,698 |
+4,231 |
Jul12 |
120215 |
2335 |
2420 |
2296 |
2405 |
+114 |
2,576 |
33,505 |
+694 |
Sep12 |
120215 |
2345 |
2428 |
2315 |
2415 |
+105 |
713 |
15,818 |
+124 |
Dec12 |
120215 |
2350 |
2433 |
2325 |
2417 |
+89 |
762 |
17,811 |
+423 |
Mar13 |
120215 |
2358 |
2440 |
2331 |
2426 |
+89 |
658 |
11,605 |
+315 |
May13 |
120215 |
2367 |
2446 |
2353 |
2444 |
+96 |
58 |
2,415 |
-25 |
Total Volume and Open Interest |
33,718 |
166,882 |
-390 |
Coffee "C"(ICE) |
Mar12 |
120215 |
204.50 |
205.90 |
198.30 |
200.40 |
-3.80 |
22,168 |
24,543 |
-7,596 |
May12 |
120215 |
206.25 |
208.00 |
200.40 |
202.55 |
-3.60 |
21,414 |
57,714 |
+5,897 |
Jul12 |
120215 |
209.45 |
210.70 |
203.40 |
205.50 |
-3.60 |
6,112 |
24,351 |
+1,130 |
Sep12 |
120215 |
212.50 |
213.65 |
206.35 |
208.45 |
-3.65 |
3,006 |
12,470 |
+1,459 |
Dec12 |
120215 |
216.30 |
217.55 |
210.25 |
212.25 |
-3.60 |
494 |
9,001 |
+182 |
Mar13 |
120215 |
216.65 |
216.65 |
214.05 |
215.80 |
-3.55 |
51 |
1,585 |
+2 |
Total Volume and Open Interest |
53,372 |
130,501 |
+1,108 |
Orange Juice(ICE) |
Mar12 |
120215 |
183.95 |
193.95 |
181.00 |
186.10 |
+2.15 |
1,815 |
12,757 |
-506 |
May12 |
120215 |
177.90 |
187.20 |
174.50 |
179.00 |
+1.80 |
901 |
9,595 |
+400 |
Jul12 |
120215 |
174.25 |
177.70 |
172.95 |
176.40 |
+2.15 |
35 |
1,174 |
+4 |
Sep12 |
120215 |
173.40 |
176.70 |
172.60 |
175.75 |
+2.35 |
33 |
412 |
+26 |
Nov12 |
120215 |
167.25 |
171.00 |
167.25 |
169.25 |
+1.75 |
46 |
330 |
+19 |
Jan13 |
120215 |
167.65 |
167.65 |
167.65 |
167.65 |
+1.75 |
3 |
18 |
+3 |
Total Volume and Open Interest |
2,833 |
24,290 |
-54 |
Sugar #11(ICE) |
Mar12 |
120215 |
24.22 |
24.56 |
24.10 |
24.49 |
+0.24 |
46,279 |
137,563 |
-12,162 |
May12 |
120215 |
23.41 |
23.63 |
23.17 |
23.57 |
+0.19 |
41,653 |
188,652 |
+11,834 |
Jul12 |
120215 |
22.80 |
23.03 |
22.58 |
22.97 |
+0.14 |
14,336 |
184,441 |
+1,087 |
Oct12 |
120215 |
23.14 |
23.35 |
22.94 |
23.30 |
+0.12 |
6,125 |
78,468 |
+1,452 |
Mar13 |
120215 |
23.86 |
24.04 |
23.66 |
24.01 |
+0.14 |
3,888 |
60,330 |
+1,169 |
Total Volume and Open Interest |
113,812 |
709,647 |
+3,911 |
London Cocoa(LCE) |
Mar12 |
120215 |
1491 |
1556 |
1480 |
1552 |
+73 |
8,301 |
58,412 |
-3,087 |
May12 |
120215 |
1498 |
1560 |
1490 |
1555 |
+72 |
6,776 |
30,516 |
+4,162 |
Jul12 |
120215 |
1513 |
1569 |
1506 |
1564 |
+66 |
2,174 |
30,820 |
+706 |
Sep12 |
120215 |
1512 |
1570 |
1511 |
1565 |
+60 |
1,159 |
24,140 |
-55 |
Dec12 |
120215 |
1511 |
1561 |
1507 |
1559 |
+58 |
1,621 |
19,613 |
+136 |
Mar13 |
120215 |
1508 |
1566 |
1508 |
1564 |
+59 |
1,628 |
11,783 |
+16 |
May13 |
120215 |
1523 |
1574 |
1520 |
1571 |
+59 |
1,183 |
6,034 |
+38 |
Total Volume and Open Interest |
22,856 |
183,973 |
+1,940 |
London Sugar(LCE) |
May12 |
120215 |
625.10 |
626.70 |
615.10 |
616.70 |
-6.10 |
3,261 |
23,904 |
+1,340 |
Aug12 |
120215 |
607.50 |
608.60 |
599.10 |
600.70 |
-4.30 |
1,550 |
18,845 |
+260 |
Oct12 |
120215 |
604.20 |
605.90 |
598.60 |
598.80 |
-3.20 |
659 |
7,042 |
-43 |
Dec12 |
120215 |
608.20 |
608.20 |
601.60 |
602.80 |
-2.90 |
475 |
2,236 |
+99 |
Mar13 |
120215 |
612.50 |
613.50 |
608.30 |
608.30 |
-2.20 |
133 |
3,755 |
+305 |
Total Volume and Open Interest |
8,495 |
58,807 |
-1,028 |
Cotton(ICE) |
Mar12 |
120215 |
92.25 |
94.37 |
92.15 |
92.50 |
+0.25 |
13,911 |
41,700 |
-4,089 |
May12 |
120215 |
92.90 |
94.57 |
92.62 |
93.48 |
+0.64 |
12,345 |
71,900 |
+4,904 |
Jul12 |
120215 |
94.02 |
95.45 |
93.67 |
94.56 |
+0.60 |
2,548 |
47,020 |
+1,143 |
Oct12 |
120215 |
94.92 |
94.98 |
94.92 |
94.98 |
+0.72 |
10 |
87 |
+0 |
Dec12 |
120215 |
93.48 |
94.67 |
93.48 |
93.72 |
+0.24 |
1,361 |
25,662 |
+537 |
Mar13 |
120215 |
95.17 |
95.17 |
94.52 |
94.52 |
+0.23 |
14 |
1,316 |
+2 |
Total Volume and Open Interest |
30,204 |
188,727 |
+2,489 |
Lumber(CME) |
Mar12 |
120215 |
261.7 |
266.8 |
258.2 |
263.0 |
-3.4 |
630 |
3,273 |
-306 |
May12 |
120215 |
270.0 |
274.9 |
266.8 |
270.9 |
-2.5 |
897 |
4,732 |
+214 |
Jul12 |
120215 |
279.9 |
284.1 |
278.1 |
279.6 |
-1.4 |
260 |
1,127 |
+124 |
Sep12 |
120215 |
284.0 |
285.8 |
282.0 |
283.5 |
-2.3 |
169 |
625 |
+42 |
Total Volume and Open Interest |
2,036 |
10,044 |
+138 |
Crude Oil(NYM) |
Mar12 |
120215 |
100.90 |
102.54 |
100.61 |
101.80 |
+1.06 |
268,062 |
140,067 |
-28,363 |
Apr12 |
120215 |
101.24 |
102.90 |
100.96 |
102.14 |
+1.06 |
112,799 |
209,735 |
+18,365 |
May12 |
120215 |
101.81 |
103.32 |
101.49 |
102.62 |
+1.02 |
50,747 |
125,763 |
+4,503 |
Jun12 |
120215 |
102.31 |
103.82 |
102.05 |
103.14 |
+0.98 |
45,070 |
123,337 |
+4,852 |
Jul12 |
120215 |
103.43 |
104.11 |
103.17 |
103.60 |
+0.92 |
19,924 |
87,513 |
+6,538 |
Aug12 |
120215 |
103.11 |
104.25 |
103.10 |
103.85 |
+0.83 |
7,159 |
45,024 |
+1,077 |
Sep12 |
120215 |
104.08 |
104.44 |
103.64 |
103.98 |
+0.74 |
7,228 |
45,460 |
-238 |
Oct12 |
120215 |
104.00 |
104.31 |
104.00 |
104.06 |
+0.66 |
4,387 |
33,037 |
+1,040 |
Nov12 |
120215 |
104.21 |
104.21 |
103.96 |
104.11 |
+0.58 |
4,212 |
31,143 |
-262 |
Dec12 |
120215 |
103.84 |
104.90 |
103.46 |
104.13 |
+0.50 |
29,640 |
202,591 |
+527 |
Jan13 |
120215 |
103.89 |
104.21 |
103.89 |
104.05 |
+0.42 |
1,795 |
35,285 |
-510 |
Feb13 |
120215 |
104.15 |
104.15 |
103.80 |
103.88 |
+0.35 |
956 |
18,453 |
+64 |
Mar13 |
120215 |
103.60 |
103.63 |
103.60 |
103.63 |
+0.29 |
612 |
19,745 |
+85 |
Apr13 |
120215 |
103.30 |
103.30 |
103.30 |
103.30 |
+0.24 |
387 |
10,239 |
+45 |
May13 |
120215 |
102.94 |
102.94 |
102.94 |
102.94 |
+0.22 |
434 |
9,538 |
+2 |
Jun13 |
120215 |
102.39 |
102.95 |
102.39 |
102.55 |
+0.20 |
3,260 |
55,181 |
-284 |
Total Volume and Open Interest |
575,580 |
1,497,841 |
+8,708 |
e-miNY Crude Oil(NYM) |
Feb12 |
120119 |
101.100 |
102.075 |
100.050 |
100.400 |
-0.200 |
5,242 |
1,230 |
-75 |
Mar12 |
120215 |
100.975 |
102.525 |
100.650 |
101.800 |
+1.050 |
7,096 |
2,256 |
+160 |
Apr12 |
120215 |
101.250 |
102.875 |
100.975 |
102.150 |
+1.075 |
728 |
685 |
+180 |
May12 |
120215 |
102.075 |
103.300 |
102.075 |
102.625 |
+1.025 |
89 |
159 |
+15 |
Jun12 |
120215 |
103.300 |
103.300 |
103.150 |
103.150 |
+1.000 |
29 |
160 |
+26 |
Jul12 |
120215 |
103.475 |
103.725 |
103.450 |
103.600 |
+0.925 |
1 |
16 |
+1 |
Aug12 |
120215 |
103.850 |
103.850 |
103.850 |
103.850 |
+0.825 |
1 |
9 |
-1 |
Sep12 |
120215 |
103.975 |
103.975 |
103.975 |
103.975 |
+0.725 |
1 |
2 |
+1 |
Oct12 |
120215 |
104.050 |
104.050 |
104.050 |
104.050 |
+0.650 |
1 |
10 |
+0 |
Nov12 |
120215 |
104.100 |
104.100 |
104.100 |
104.100 |
+0.575 |
0 |
2 |
+0 |
Total Volume and Open Interest |
7,947 |
3,530 |
+382 |
Heating Oil(NYM) |
Mar12 |
120215 |
318.25 |
321.75 |
317.10 |
319.16 |
+2.68 |
63,639 |
77,714 |
+11 |
Apr12 |
120215 |
315.98 |
319.50 |
315.10 |
317.21 |
+2.70 |
36,547 |
51,534 |
+2,499 |
May12 |
120215 |
313.67 |
317.60 |
313.50 |
315.43 |
+2.63 |
17,868 |
34,869 |
+478 |
Jun12 |
120215 |
312.80 |
316.46 |
312.37 |
314.34 |
+2.54 |
20,667 |
55,900 |
+2,619 |
Jul12 |
120215 |
315.00 |
316.04 |
313.26 |
314.47 |
+2.52 |
5,330 |
17,855 |
+920 |
Aug12 |
120215 |
314.83 |
315.53 |
313.72 |
314.83 |
+2.47 |
1,763 |
8,478 |
-213 |
Sep12 |
120215 |
314.09 |
316.46 |
314.09 |
315.33 |
+2.47 |
1,676 |
13,101 |
-2 |
Oct12 |
120215 |
314.45 |
317.29 |
314.31 |
315.90 |
+2.46 |
273 |
4,805 |
+12 |
Nov12 |
120215 |
315.05 |
317.61 |
315.05 |
316.46 |
+2.47 |
354 |
3,414 |
-25 |
Dec12 |
120215 |
316.49 |
318.07 |
315.41 |
316.94 |
+2.47 |
2,902 |
26,815 |
+588 |
Jan13 |
120215 |
316.75 |
318.25 |
315.53 |
317.24 |
+2.42 |
239 |
3,439 |
+22 |
Feb13 |
120215 |
317.57 |
317.57 |
316.84 |
316.84 |
+2.37 |
87 |
693 |
+17 |
Total Volume and Open Interest |
151,426 |
299,953 |
+6,993 |
Gasoline(NYMEX) |
Mar12 |
120215 |
299.01 |
303.66 |
298.39 |
300.67 |
+2.42 |
53,950 |
77,971 |
-8,954 |
Apr12 |
120215 |
314.74 |
319.17 |
314.70 |
316.92 |
+2.88 |
41,873 |
70,879 |
+8,357 |
May12 |
120215 |
313.71 |
317.70 |
313.71 |
315.96 |
+3.00 |
15,184 |
49,387 |
+1,531 |
Jun12 |
120215 |
311.70 |
314.67 |
310.97 |
313.00 |
+3.08 |
11,617 |
43,419 |
+943 |
Jul12 |
120215 |
307.45 |
310.00 |
307.43 |
309.10 |
+3.05 |
5,201 |
29,742 |
-229 |
Aug12 |
120215 |
302.85 |
305.84 |
302.85 |
304.80 |
+2.92 |
3,287 |
20,167 |
+32 |
Sep12 |
120215 |
298.51 |
300.16 |
298.48 |
300.16 |
+2.81 |
1,362 |
13,686 |
-229 |
Oct12 |
120215 |
286.20 |
286.20 |
283.85 |
285.21 |
+2.67 |
517 |
9,953 |
+28 |
Nov12 |
120215 |
280.04 |
281.22 |
279.80 |
281.04 |
+2.49 |
615 |
5,121 |
+80 |
Dec12 |
120215 |
277.95 |
278.96 |
276.90 |
278.47 |
+2.33 |
1,159 |
18,767 |
+208 |
Total Volume and Open Interest |
135,106 |
349,067 |
+2,006 |
e-miNY RBOB Gasoline(NYM) |
Mar12 |
120215 |
300.00 |
300.70 |
300.00 |
300.70 |
+2.40 |
0 |
1 |
+0 |
Apr12 |
120215 |
316.90 |
316.92 |
316.90 |
316.90 |
+2.90 |
|
|
|
May12 |
120215 |
316.00 |
316.00 |
315.96 |
316.00 |
+3.00 |
|
|
|
Jun12 |
120215 |
313.00 |
313.00 |
313.00 |
313.00 |
+3.10 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Mar12 |
120215 |
2.550 |
2.567 |
2.404 |
2.425 |
-0.107 |
195,210 |
145,738 |
-33,217 |
Apr12 |
120215 |
2.722 |
2.725 |
2.586 |
2.616 |
-0.084 |
106,952 |
191,625 |
+8,703 |
May12 |
120215 |
2.830 |
2.838 |
2.706 |
2.738 |
-0.074 |
86,564 |
227,713 |
+28,560 |
Jun12 |
120215 |
2.908 |
2.921 |
2.801 |
2.834 |
-0.067 |
25,594 |
70,289 |
-1,044 |
Jul12 |
120215 |
2.980 |
2.993 |
2.873 |
2.906 |
-0.070 |
26,199 |
91,362 |
+6,406 |
Aug12 |
120215 |
3.038 |
3.038 |
2.925 |
2.951 |
-0.071 |
18,484 |
35,965 |
-4,548 |
Sep12 |
120215 |
3.090 |
3.090 |
2.932 |
2.964 |
-0.071 |
11,484 |
54,488 |
+1,421 |
Oct12 |
120215 |
3.097 |
3.108 |
2.988 |
3.023 |
-0.069 |
26,890 |
123,688 |
-1,909 |
Nov12 |
120215 |
3.290 |
3.290 |
3.177 |
3.212 |
-0.056 |
4,903 |
43,001 |
+110 |
Dec12 |
120215 |
3.580 |
3.585 |
3.495 |
3.521 |
-0.054 |
15,791 |
45,230 |
+9,922 |
Jan13 |
120215 |
3.715 |
3.724 |
3.635 |
3.661 |
-0.054 |
13,305 |
61,906 |
-1,375 |
Feb13 |
120215 |
3.725 |
3.740 |
3.649 |
3.673 |
-0.054 |
2,959 |
16,879 |
+67 |
Mar13 |
120215 |
3.733 |
3.733 |
3.634 |
3.658 |
-0.051 |
4,621 |
24,309 |
-930 |
Apr13 |
120215 |
3.736 |
3.736 |
3.596 |
3.628 |
-0.045 |
1,997 |
34,630 |
+34 |
May13 |
120215 |
3.640 |
3.687 |
3.638 |
3.666 |
-0.042 |
401 |
10,662 |
+112 |
Jun13 |
120215 |
3.703 |
3.736 |
3.682 |
3.711 |
-0.039 |
61 |
3,902 |
-8 |
Total Volume and Open Interest |
545,601 |
1,272,645 |
+14,147 |
Brent Crude Oil(ICE) |
Apr12 |
120215 |
117.44 |
119.99 |
117.40 |
118.93 |
+1.58 |
220,314 |
254,670 |
+19,840 |
May12 |
120215 |
116.93 |
119.18 |
116.93 |
118.18 |
+1.47 |
73,747 |
142,054 |
+7,170 |
Jun12 |
120215 |
116.41 |
118.37 |
116.39 |
117.57 |
+1.35 |
48,465 |
103,021 |
+1,059 |
Jul12 |
120215 |
115.95 |
117.66 |
115.95 |
116.98 |
+1.19 |
14,328 |
49,422 |
+1,816 |
Aug12 |
120215 |
115.78 |
116.98 |
115.50 |
116.39 |
+1.02 |
8,108 |
46,325 |
+272 |
Sep12 |
120215 |
115.27 |
116.38 |
115.01 |
115.71 |
+0.86 |
6,660 |
58,646 |
+935 |
Oct12 |
120215 |
115.01 |
115.79 |
114.49 |
115.11 |
+0.73 |
4,044 |
30,754 |
+94 |
Nov12 |
120215 |
114.58 |
115.14 |
114.04 |
114.56 |
+0.63 |
3,245 |
19,218 |
-98 |
Dec12 |
120215 |
114.14 |
114.75 |
113.58 |
114.02 |
+0.54 |
23,640 |
118,979 |
-501 |
Jan13 |
120215 |
113.51 |
113.51 |
113.51 |
113.51 |
+0.47 |
1,140 |
14,346 |
-322 |
Feb13 |
120215 |
113.00 |
113.00 |
113.00 |
113.00 |
+0.41 |
892 |
9,282 |
-4 |
Mar13 |
120215 |
112.51 |
112.51 |
112.51 |
112.51 |
+0.35 |
1,062 |
9,389 |
-21 |
Apr13 |
120215 |
112.04 |
112.04 |
112.04 |
112.04 |
+0.32 |
273 |
4,077 |
+77 |
May13 |
120215 |
111.52 |
111.52 |
111.52 |
111.52 |
+0.29 |
160 |
5,292 |
-9 |
Total Volume and Open Interest |
556,199 |
1,057,984 |
-5,987 |
Gas Oil(ICE) |
Mar12 |
120215 |
994.00 |
1009.75 |
994.00 |
1005.75 |
+13.50 |
91,755 |
148,675 |
-2,034 |
Apr12 |
120215 |
990.50 |
1004.75 |
989.75 |
1001.00 |
+13.25 |
72,003 |
94,869 |
+8,149 |
May12 |
120215 |
984.50 |
999.25 |
984.50 |
995.50 |
+12.50 |
31,861 |
66,542 |
+3,614 |
Jun12 |
120215 |
982.00 |
994.50 |
982.00 |
991.25 |
+11.75 |
31,331 |
65,946 |
+1,680 |
Jul12 |
120215 |
986.50 |
993.50 |
983.00 |
989.75 |
+11.00 |
4,921 |
35,598 |
+926 |
Aug12 |
120215 |
986.00 |
993.00 |
983.00 |
989.50 |
+10.50 |
1,439 |
19,908 |
-68 |
Sep12 |
120215 |
986.25 |
991.75 |
982.00 |
988.50 |
+9.75 |
1,858 |
19,027 |
-109 |
Oct12 |
120215 |
984.50 |
989.25 |
979.50 |
986.50 |
+9.50 |
1,277 |
13,696 |
+228 |
Nov12 |
120215 |
981.50 |
986.75 |
978.00 |
984.00 |
+9.25 |
687 |
9,002 |
-13 |
Dec12 |
120215 |
978.75 |
985.00 |
975.25 |
982.25 |
+9.00 |
7,227 |
33,704 |
+1,128 |
Total Volume and Open Interest |
246,108 |
562,970 |
+164,549 |
Ethanol(CBOT) |
Feb12 |
120203 |
2.131 |
2.131 |
2.131 |
2.131 |
-0.015 |
10 |
211 |
-29 |
Mar12 |
120215 |
2.213 |
2.214 |
2.189 |
2.196 |
-0.017 |
74 |
1,094 |
-20 |
Apr12 |
120215 |
2.240 |
2.241 |
2.215 |
2.218 |
-0.020 |
47 |
1,261 |
+15 |
May12 |
120215 |
2.250 |
2.250 |
2.241 |
2.245 |
-0.016 |
12 |
1,145 |
-6 |
Jun12 |
120215 |
2.270 |
2.270 |
2.261 |
2.270 |
-0.007 |
13 |
910 |
+0 |
Jul12 |
120215 |
2.300 |
2.300 |
2.277 |
2.279 |
-0.011 |
30 |
1,722 |
+8 |
Aug12 |
120215 |
2.272 |
2.276 |
2.262 |
2.267 |
-0.013 |
61 |
1,064 |
+31 |
Sep12 |
120215 |
2.235 |
2.244 |
2.218 |
2.232 |
-0.005 |
57 |
930 |
-3 |
Total Volume and Open Interest |
399 |
11,007 |
+77 |
WTI Crude Oil(ICE) |
Mar12 |
120215 |
100.65 |
102.54 |
100.62 |
101.80 |
+1.06 |
78,763 |
39,440 |
-3,502 |
Apr12 |
120215 |
101.10 |
102.88 |
100.96 |
102.14 |
+1.06 |
47,073 |
50,797 |
+2,893 |
May12 |
120215 |
101.47 |
103.33 |
101.47 |
102.62 |
+1.02 |
15,949 |
27,113 |
+1,319 |
Jun12 |
120215 |
102.09 |
103.86 |
102.08 |
103.14 |
+0.98 |
17,016 |
47,519 |
+717 |
Jul12 |
120215 |
103.38 |
103.85 |
103.20 |
103.60 |
+0.92 |
7,062 |
28,171 |
+2,890 |
Aug12 |
120215 |
103.73 |
104.04 |
103.48 |
103.85 |
+0.83 |
3,541 |
15,387 |
+206 |
Sep12 |
120215 |
104.09 |
104.30 |
103.67 |
103.98 |
+0.74 |
3,356 |
13,144 |
-4 |
Oct12 |
120215 |
104.09 |
104.25 |
103.80 |
104.06 |
+0.66 |
2,019 |
8,332 |
+443 |
Nov12 |
120215 |
104.35 |
104.35 |
103.88 |
104.11 |
+0.58 |
1,568 |
6,013 |
-101 |
Dec12 |
120215 |
104.46 |
104.93 |
103.85 |
104.13 |
+0.50 |
9,019 |
56,960 |
-533 |
Jan13 |
120215 |
104.05 |
104.05 |
104.05 |
104.05 |
+0.42 |
466 |
6,190 |
-174 |
Feb13 |
120215 |
103.88 |
103.88 |
103.88 |
103.88 |
+0.35 |
150 |
2,077 |
+59 |
Mar13 |
120215 |
103.63 |
103.63 |
103.63 |
103.63 |
+0.29 |
5 |
3,341 |
+1 |
Apr13 |
120215 |
103.30 |
103.30 |
103.30 |
103.30 |
+0.24 |
0 |
470 |
+0 |
May13 |
120215 |
102.94 |
102.94 |
102.94 |
102.94 |
+0.22 |
0 |
623 |
+0 |
Jun13 |
120215 |
102.55 |
102.55 |
102.55 |
102.55 |
+0.20 |
574 |
14,692 |
-12 |
Total Volume and Open Interest |
190,078 |
400,576 |
+3,967 |
US Dollar Index(ICE) |
Mar12 |
120215 |
79.560 |
79.860 |
79.200 |
79.783 |
+0.088 |
20,787 |
50,692 |
-402 |
Jun12 |
120215 |
79.800 |
80.195 |
79.675 |
80.158 |
+0.077 |
25 |
615 |
+4 |
Sep12 |
120215 |
80.558 |
80.558 |
80.558 |
80.558 |
+0.077 |
|
|
|
Total Volume and Open Interest |
20,812 |
51,307 |
-398 |
Australian Dollar(CME) |
Mar12 |
120215 |
106.52 |
107.37 |
105.96 |
106.46 |
+0.50 |
89,435 |
153,033 |
+2,677 |
Jun12 |
120215 |
105.29 |
106.29 |
104.92 |
105.41 |
+0.49 |
59 |
675 |
+23 |
Sep12 |
120215 |
104.43 |
104.43 |
103.95 |
104.43 |
+0.48 |
0 |
110 |
+0 |
Total Volume and Open Interest |
89,494 |
153,828 |
+2,700 |
British Pound(CME) |
Mar12 |
120215 |
156.91 |
157.32 |
156.53 |
156.87 |
+0.34 |
71,197 |
194,596 |
+1,595 |
Jun12 |
120215 |
156.64 |
157.15 |
156.41 |
156.75 |
+0.34 |
53 |
348 |
+20 |
Sep12 |
120215 |
156.61 |
156.61 |
156.26 |
156.61 |
+0.35 |
0 |
3 |
+0 |
Total Volume and Open Interest |
71,250 |
194,950 |
+1,615 |
Canadian Dollar(CME) |
Mar12 |
120215 |
100.05 |
100.55 |
99.76 |
100.00 |
+0.24 |
66,813 |
117,750 |
+3,113 |
Jun12 |
120215 |
100.00 |
100.32 |
99.56 |
99.79 |
+0.23 |
203 |
3,853 |
+35 |
Sep12 |
120215 |
99.95 |
99.95 |
99.35 |
99.58 |
+0.23 |
20 |
1,632 |
+14 |
Dec12 |
120215 |
99.65 |
99.69 |
99.15 |
99.38 |
+0.23 |
127 |
730 |
+50 |
Total Volume and Open Interest |
67,163 |
124,029 |
+3,212 |
Japanese Yen(CME) |
Mar12 |
120215 |
127.58 |
127.94 |
127.16 |
127.45 |
-0.01 |
54,159 |
160,202 |
-586 |
Jun12 |
120215 |
127.61 |
128.03 |
127.40 |
127.59 |
-0.01 |
131 |
1,882 |
+21 |
Sep12 |
120215 |
127.78 |
127.79 |
127.78 |
127.78 |
-0.01 |
0 |
18 |
+0 |
Total Volume and Open Interest |
54,291 |
162,112 |
-564 |
Swiss Franc(CME) |
Mar12 |
120215 |
108.75 |
109.26 |
108.13 |
108.27 |
-0.25 |
25,951 |
48,118 |
+710 |
Jun12 |
120215 |
108.80 |
108.80 |
108.43 |
108.43 |
-0.24 |
5 |
68 |
+1 |
Sep12 |
120215 |
108.62 |
108.86 |
108.62 |
108.62 |
-0.24 |
0 |
4 |
+0 |
Total Volume and Open Interest |
25,956 |
48,191 |
+711 |
EuroFX(CME) |
Mar12 |
120215 |
131.34 |
131.92 |
130.45 |
130.63 |
-0.31 |
209,072 |
281,213 |
-1,838 |
Jun12 |
120215 |
131.34 |
131.87 |
130.60 |
130.70 |
-0.31 |
704 |
5,261 |
+484 |
Sep12 |
120215 |
132.00 |
132.00 |
130.79 |
130.79 |
-0.31 |
1 |
81 |
+0 |
Total Volume and Open Interest |
209,777 |
286,579 |
-1,354 |
Mexican Peso(CME) |
Mar12 |
120215 |
781.8 |
785.5 |
774.0 |
775.5 |
-3.0 |
35,556 |
148,052 |
+19 |
Apr12 |
120215 |
773.5 |
776.5 |
773.5 |
773.5 |
-3.0 |
|
|
|
Total Volume and Open Interest |
40,100 |
153,320 |
+3,743 |
Brazilian Real(CME) |
Mar12 |
120215 |
580.15 |
581.20 |
576.90 |
578.95 |
-0.65 |
480 |
3,803 |
+113 |
Apr12 |
120215 |
575.70 |
575.70 |
575.70 |
575.70 |
-0.65 |
0 |
199 |
+0 |
May12 |
120215 |
572.50 |
572.50 |
572.50 |
572.50 |
-0.65 |
|
|
|
Jun12 |
120215 |
569.25 |
569.25 |
569.25 |
569.25 |
-0.65 |
2 |
68 |
+2 |
Total Volume and Open Interest |
482 |
17,620 |
+115 |
30-Year T-Bonds(CBOT) |
Mar12 |
120215 |
143~080 |
143~270 |
142~290 |
143~100 |
-0~080 |
285,082 |
592,659 |
-2,241 |
Jun12 |
120215 |
141~180 |
142~100 |
141~160 |
141~280 |
-0~080 |
984 |
10,580 |
+186 |
Sep12 |
120215 |
140~240 |
141~000 |
140~240 |
140~240 |
-0~080 |
|
|
|
Total Volume and Open Interest |
286,066 |
603,239 |
-2,055 |
10-Year T-Notes(CBOT) |
Mar12 |
120215 |
131~125 |
131~245 |
131~065 |
131~185 |
+0~015 |
782,088 |
1,768,118 |
+5,558 |
Jun12 |
120215 |
131~025 |
131~180 |
130~315 |
131~120 |
+0~020 |
6,743 |
34,526 |
+3,923 |
Sep12 |
120215 |
130~170 |
130~170 |
130~150 |
130~170 |
+0~020 |
|
|
|
Total Volume and Open Interest |
788,831 |
1,802,645 |
+9,481 |
5-Year T-Notes(CBOT) |
Mar12 |
120215 |
123~065 |
123~091 |
123~055 |
123~082 |
+0~011 |
340,357 |
1,435,839 |
+426 |
Jun12 |
120215 |
123~045 |
123~074 |
123~044 |
123~067 |
+0~010 |
677 |
8,248 |
-93 |
Sep12 |
120215 |
122~091 |
122~091 |
122~081 |
122~091 |
+0~010 |
|
|
|
Total Volume and Open Interest |
341,034 |
1,444,087 |
+333 |
2 Year T-Notes(CBOT) |
Mar12 |
120215 |
110~028 |
110~034 |
110~026 |
110~030 |
+0~002 |
173,439 |
880,944 |
-8,205 |
Jun12 |
120215 |
110~017 |
110~022 |
110~017 |
110~021 |
+0~003 |
3,506 |
9,139 |
+3,255 |
Sep12 |
120215 |
109~087 |
109~087 |
109~084 |
109~087 |
+0~003 |
|
|
|
Total Volume and Open Interest |
176,945 |
890,083 |
-4,950 |
Eurodollars(CME) |
Mar12 |
120215 |
99.552 |
99.562 |
99.543 |
99.548 |
unch |
194,345 |
862,626 |
-19,165 |
Jun12 |
120215 |
99.525 |
99.540 |
99.515 |
99.525 |
+0.005 |
285,723 |
1,116,711 |
+9,327 |
Sep12 |
120215 |
99.485 |
99.495 |
99.470 |
99.485 |
+0.005 |
213,637 |
829,648 |
+18,435 |
Dec12 |
120215 |
99.445 |
99.465 |
99.430 |
99.450 |
+0.010 |
175,995 |
859,658 |
+5,568 |
Mar13 |
120215 |
99.420 |
99.450 |
99.415 |
99.435 |
+0.020 |
156,936 |
693,290 |
-6,586 |
Jun13 |
120215 |
99.395 |
99.425 |
99.385 |
99.410 |
+0.025 |
138,571 |
621,452 |
-7,680 |
Sep13 |
120215 |
99.345 |
99.390 |
99.345 |
99.370 |
+0.025 |
124,668 |
644,773 |
+2,639 |
Dec13 |
120215 |
99.295 |
99.340 |
99.290 |
99.315 |
+0.020 |
118,371 |
567,665 |
-10,577 |
Mar14 |
120215 |
99.235 |
99.280 |
99.225 |
99.255 |
+0.020 |
97,660 |
435,800 |
-7,417 |
Jun14 |
120215 |
99.145 |
99.195 |
99.130 |
99.165 |
+0.020 |
71,689 |
307,330 |
+3,241 |
Sep14 |
120215 |
99.020 |
99.080 |
99.010 |
99.050 |
+0.020 |
69,209 |
251,591 |
+7,523 |
Dec14 |
120215 |
98.865 |
98.935 |
98.850 |
98.905 |
+0.030 |
74,832 |
279,715 |
+1,788 |
Mar15 |
120215 |
98.710 |
98.790 |
98.695 |
98.755 |
+0.030 |
43,650 |
194,128 |
+1,966 |
Jun15 |
120215 |
0.246 |
0.331 |
0.226 |
0.291 |
+0.030 |
30,576 |
148,799 |
+131 |
Sep15 |
120215 |
0.081 |
0.171 |
0.061 |
0.131 |
+0.030 |
34,674 |
101,365 |
+4,667 |
Dec15 |
120215 |
6.470 |
0.011 |
6.455 |
6.525 |
+0.030 |
30,272 |
99,162 |
+2,823 |
Mar16 |
120215 |
6.330 |
6.420 |
6.310 |
6.380 |
+0.025 |
13,160 |
65,411 |
+1,578 |
Jun16 |
120215 |
6.185 |
6.275 |
6.170 |
6.235 |
+0.025 |
11,768 |
62,421 |
+1,500 |
Total Volume and Open Interest |
1,919,595 |
8,331,674 |
-69,281 |
30 Day Federal Funds(CBOT) |
Feb12 |
120215 |
99.878 |
99.885 |
99.878 |
99.882 |
+0.003 |
4,012 |
68,833 |
-862 |
Mar12 |
120215 |
99.870 |
99.880 |
99.870 |
99.875 |
+0.005 |
5,141 |
49,366 |
+1,917 |
Apr12 |
120215 |
99.870 |
99.885 |
99.865 |
99.875 |
+0.005 |
2,900 |
39,289 |
-137 |
May12 |
120215 |
99.865 |
99.880 |
99.865 |
99.875 |
+0.005 |
2,026 |
41,478 |
-104 |
Jun12 |
120215 |
99.865 |
99.880 |
99.865 |
99.875 |
+0.005 |
2,091 |
29,247 |
-168 |
Jul12 |
120215 |
99.865 |
99.875 |
99.865 |
99.870 |
+0.005 |
2,822 |
37,683 |
+1,791 |
Total Volume and Open Interest |
27,315 |
521,550 |
+3,499 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120215 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
0 |
58 |
+18 |
Jun12 |
120215 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Sep12 |
120215 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
120215 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Mar13 |
120215 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120215 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep13 |
120215 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Dec13 |
120215 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120215 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120215 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
58 |
+18 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120215 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,934 |
+0 |
Jun12 |
120215 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,429 |
+0 |
Sep12 |
120215 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
679 |
+0 |
Dec12 |
120215 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
117 |
+0 |
Mar13 |
120215 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
120215 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
216 |
+0 |
Sep13 |
120215 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
325 |
+0 |
Dec13 |
120215 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
290 |
+0 |
Total Volume and Open Interest |
0 |
5,121 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120215 |
142.63 |
142.82 |
142.63 |
142.67 |
+0.02 |
3,511 |
23,655 |
+284 |
Jun12 |
120215 |
142.30 |
142.30 |
142.09 |
142.09 |
+0.02 |
0 |
3 |
+0 |
Sep12 |
120215 |
140.00 |
140.00 |
140.00 |
140.00 |
+0.02 |
0 |
5 |
+0 |
Total Volume and Open Interest |
3,511 |
23,667 |
+284 |
Euro-Bund(EUREX) |
Mar12 |
120215 |
138.31 |
139.30 |
138.15 |
139.09 |
+0.57 |
520,048 |
866,868 |
-7,062 |
Jun12 |
120215 |
136.56 |
137.60 |
136.52 |
137.39 |
+0.58 |
6,982 |
17,959 |
+5,392 |
Sep12 |
120215 |
137.29 |
137.29 |
137.29 |
137.29 |
+0.57 |
40 |
1 |
+0 |
Total Volume and Open Interest |
527,070 |
884,828 |
-1,670 |
Euro-Bobl(EUREX) |
Mar12 |
120215 |
124.92 |
125.38 |
124.85 |
125.29 |
+0.29 |
294,077 |
701,026 |
+4,427 |
Jun12 |
120215 |
123.27 |
123.75 |
123.27 |
123.69 |
+0.29 |
1,817 |
19,155 |
+1,772 |
Sep12 |
120215 |
123.54 |
123.54 |
123.54 |
123.54 |
+0.29 |
1 |
4 |
+0 |
Total Volume and Open Interest |
295,895 |
720,185 |
+6,199 |
3-Mth Euribor(EUREX) |
Mar12 |
120215 |
99.080 |
99.080 |
99.080 |
99.080 |
-0.010 |
0 |
1,548 |
+0 |
Jun12 |
120215 |
99.175 |
99.180 |
99.175 |
99.180 |
-0.005 |
0 |
1,259 |
+0 |
Sep12 |
120215 |
99.215 |
99.215 |
99.215 |
99.215 |
unch |
0 |
1,059 |
+0 |
Total Volume and Open Interest |
0 |
6,665 |
+0 |
Long Gilt(LIFFE) |
Mar12 |
120215 |
115~32 |
116~11 |
115~25 |
116~05 |
+0~06 |
90,525 |
311,495 |
-10,838 |
Jun12 |
120215 |
114~26 |
114~28 |
114~22 |
114~24 |
+0~06 |
2 |
925 |
+0 |
Total Volume and Open Interest |
90,527 |
312,420 |
-10,838 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120215 |
98.97 |
98.98 |
98.96 |
98.97 |
unch |
19,238 |
280,220 |
+546 |
Jun12 |
120215 |
99.03 |
99.04 |
99.01 |
99.03 |
unch |
33,692 |
279,398 |
+285 |
Sep12 |
120215 |
99.07 |
99.08 |
99.05 |
99.06 |
-0.01 |
27,838 |
299,638 |
+921 |
Dec12 |
120215 |
99.08 |
99.09 |
99.06 |
99.07 |
-0.01 |
22,171 |
250,050 |
-1,326 |
Mar13 |
120215 |
99.08 |
99.10 |
99.07 |
99.08 |
-0.01 |
27,684 |
291,740 |
+5,292 |
Jun13 |
120215 |
99.07 |
99.07 |
99.04 |
99.05 |
-0.01 |
21,878 |
212,295 |
+2,298 |
Total Volume and Open Interest |
194,574 |
2,107,377 |
+13,135 |
3-Mth Euribor(LIFFE) |
Mar12 |
120215 |
99.095 |
99.095 |
99.080 |
99.080 |
-0.010 |
65,389 |
551,929 |
-8,630 |
Jun12 |
120215 |
99.195 |
99.195 |
99.165 |
99.180 |
-0.005 |
68,646 |
464,297 |
-645 |
Sep12 |
120215 |
99.215 |
99.225 |
99.190 |
99.215 |
unch |
55,369 |
437,358 |
+632 |
Total Volume and Open Interest |
461,337 |
3,347,737 |
-46,687 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120215 |
95.72 |
95.73 |
95.66 |
95.67 |
-0.05 |
21,876 |
189,739 |
-12,530 |
Jun12 |
120215 |
95.91 |
95.96 |
95.86 |
95.87 |
-0.05 |
23,851 |
206,315 |
-1,917 |
Sep12 |
120215 |
96.03 |
96.07 |
95.95 |
95.96 |
-0.07 |
18,221 |
131,189 |
+243 |
Dec12 |
120215 |
96.02 |
96.06 |
95.95 |
95.97 |
-0.06 |
7,014 |
83,482 |
+35 |
Mar13 |
120215 |
96.00 |
96.05 |
95.93 |
95.94 |
-0.06 |
1,948 |
56,386 |
-858 |
Jun13 |
120215 |
95.94 |
95.98 |
95.90 |
95.90 |
-0.05 |
524 |
57,165 |
-247 |
Sep13 |
120215 |
95.88 |
95.93 |
95.83 |
95.83 |
-0.06 |
138 |
35,104 |
-68 |
Dec13 |
120215 |
95.82 |
95.88 |
95.77 |
95.77 |
-0.06 |
282 |
26,612 |
+107 |
Mar14 |
120215 |
95.77 |
95.77 |
95.71 |
95.71 |
-0.07 |
3 |
2,472 |
-10 |
Jun14 |
120215 |
95.65 |
95.65 |
95.65 |
95.65 |
-0.06 |
0 |
520 |
+0 |
Total Volume and Open Interest |
73,857 |
789,231 |
-15,245 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120215 |
95.96 |
96.00 |
95.91 |
95.92 |
-0.04 |
51,646 |
370,413 |
-1,005 |
Jun12 |
120215 |
95.92 |
95.92 |
95.92 |
95.92 |
-0.04 |
|
|
|
Total Volume and Open Interest |
51,646 |
370,413 |
-1,005 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120215 |
96.49 |
96.54 |
96.40 |
96.42 |
-0.07 |
179,094 |
434,383 |
-21,336 |
Jun12 |
120215 |
96.42 |
96.42 |
96.42 |
96.42 |
-0.07 |
|
|
|
Total Volume and Open Interest |
179,094 |
434,383 |
-21,336 |
Gold(CMX) |
Feb12 |
120215 |
1723.6 |
1737.0 |
1723.6 |
1726.3 |
+10.4 |
104 |
493 |
-45 |
Apr12 |
120215 |
1723.0 |
1739.2 |
1720.3 |
1728.1 |
+10.4 |
103,506 |
231,263 |
-1,261 |
Jun12 |
120215 |
1725.8 |
1741.5 |
1723.3 |
1730.9 |
+10.5 |
2,361 |
55,848 |
-335 |
Aug12 |
120215 |
1733.6 |
1743.8 |
1730.2 |
1733.4 |
+10.5 |
1,676 |
21,544 |
+337 |
Oct12 |
120215 |
1742.0 |
1742.0 |
1735.8 |
1735.8 |
+10.5 |
556 |
12,030 |
+175 |
Dec12 |
120215 |
1733.7 |
1748.5 |
1733.0 |
1738.1 |
+10.4 |
1,247 |
29,702 |
-597 |
Feb13 |
120215 |
1735.8 |
1748.2 |
1733.0 |
1740.4 |
+10.4 |
685 |
13,178 |
+396 |
Apr13 |
120215 |
1743.0 |
1743.0 |
1743.0 |
1743.0 |
+10.4 |
304 |
2,861 |
+35 |
Jun13 |
120215 |
1746.1 |
1746.1 |
1746.1 |
1746.1 |
+10.3 |
294 |
11,375 |
-32 |
Aug13 |
120215 |
1749.4 |
1749.4 |
1749.4 |
1749.4 |
+10.3 |
1 |
219 |
+1 |
Oct13 |
120215 |
1752.7 |
1752.7 |
1752.7 |
1752.7 |
+10.2 |
0 |
1 |
+0 |
Dec13 |
120215 |
1756.0 |
1756.0 |
1756.0 |
1756.0 |
+10.1 |
400 |
11,174 |
-150 |
Total Volume and Open Interest |
113,169 |
426,784 |
-1,775 |
Silver(CMX) |
Mar12 |
120215 |
3358.5 |
3397.5 |
3310.0 |
3340.8 |
+6.0 |
37,639 |
36,695 |
-1,700 |
May12 |
120215 |
3363.5 |
3404.0 |
3319.0 |
3347.4 |
+6.2 |
10,429 |
25,859 |
+1,975 |
Jul12 |
120215 |
3386.0 |
3397.5 |
3334.5 |
3352.6 |
+6.4 |
1,295 |
8,417 |
-198 |
Sep12 |
120215 |
3384.0 |
3384.0 |
3356.3 |
3356.3 |
+6.6 |
68 |
3,531 |
+25 |
Dec12 |
120215 |
3394.0 |
3412.5 |
3345.5 |
3360.6 |
+6.6 |
839 |
14,131 |
+53 |
Mar13 |
120215 |
3360.6 |
3360.6 |
3360.6 |
3360.6 |
+6.6 |
17 |
1,394 |
+16 |
May13 |
120215 |
3380.5 |
3380.5 |
3360.4 |
3360.4 |
+6.6 |
0 |
1,088 |
+0 |
Total Volume and Open Interest |
50,470 |
106,192 |
+223 |
Platinum(NYMEX) |
Apr12 |
120215 |
1633.9 |
1645.8 |
1628.0 |
1638.2 |
+10.2 |
7,836 |
41,147 |
-421 |
Jul12 |
120215 |
1647.2 |
1647.3 |
1631.4 |
1641.6 |
+10.2 |
122 |
2,512 |
+72 |
Oct12 |
120215 |
1644.7 |
1644.7 |
1634.5 |
1644.7 |
+10.1 |
50 |
286 |
+29 |
Jan13 |
120215 |
1647.7 |
1647.7 |
1637.5 |
1647.7 |
+10.1 |
0 |
3 |
+0 |
Total Volume and Open Interest |
8,008 |
43,948 |
-320 |
Palladium(NYMEX) |
Mar12 |
120215 |
31.94 |
38.24 |
25.94 |
28.29 |
-3.60 |
2,958 |
16,653 |
-393 |
Jun12 |
120215 |
33.59 |
39.54 |
27.84 |
29.94 |
-3.65 |
592 |
4,114 |
+269 |
Sep12 |
120215 |
38.24 |
38.24 |
30.14 |
31.29 |
-3.65 |
6 |
264 |
+0 |
Total Volume and Open Interest |
3,556 |
21,033 |
-124 |
Copper(CMX) |
Mar12 |
120215 |
383.25 |
387.25 |
379.00 |
380.15 |
-1.30 |
59,107 |
43,111 |
-5,961 |
May12 |
120215 |
383.75 |
388.00 |
379.90 |
381.00 |
-1.30 |
25,600 |
58,353 |
+7,177 |
Jul12 |
120215 |
385.30 |
389.00 |
381.40 |
382.30 |
-1.25 |
8,298 |
33,640 |
+2,105 |
Sep12 |
120215 |
389.00 |
389.00 |
383.10 |
383.15 |
-1.25 |
1,264 |
10,086 |
+138 |
Dec12 |
120215 |
388.40 |
388.40 |
383.35 |
384.10 |
-1.25 |
407 |
8,627 |
+77 |
Total Volume and Open Interest |
95,952 |
165,431 |
+3,788 |
DJIA Index(CBOT) |
Mar12 |
120215 |
12834 |
12930 |
12735 |
12763 |
-77 |
1,065 |
12,112 |
+822 |
Jun12 |
120215 |
12692 |
12768 |
12692 |
12692 |
-76 |
0 |
286 |
+0 |
Sep12 |
120215 |
12629 |
12705 |
12629 |
12629 |
-76 |
|
|
|
Dec12 |
120215 |
12552 |
12628 |
12552 |
12552 |
-76 |
|
|
|
Total Volume and Open Interest |
1,065 |
12,398 |
+822 |
E-mini DJIA Index(CBOT) |
Mar12 |
120215 |
12839 |
12931 |
12729 |
12763 |
-77 |
88,088 |
109,343 |
+3,342 |
Jun12 |
120215 |
12800 |
12863 |
12659 |
12692 |
-76 |
14 |
113 |
+0 |
Sep12 |
120215 |
12629 |
12629 |
12629 |
12629 |
-76 |
1 |
20 |
+0 |
Dec12 |
120215 |
12667 |
12667 |
12552 |
12552 |
-76 |
0 |
12 |
+0 |
Total Volume and Open Interest |
88,103 |
109,488 |
+3,342 |
S & P 500(CME) |
Mar12 |
120215 |
1347.40 |
1358.10 |
1338.20 |
1342.20 |
-5.50 |
7,108 |
237,080 |
-8,688 |
Jun12 |
120215 |
1344.00 |
1348.00 |
1334.00 |
1336.50 |
-5.50 |
56 |
5,686 |
+47 |
Sep12 |
120215 |
1330.30 |
1340.80 |
1327.80 |
1330.30 |
-5.50 |
0 |
1,040 |
+0 |
Dec12 |
120215 |
1324.00 |
1334.50 |
1321.50 |
1324.00 |
-5.50 |
0 |
502 |
+0 |
Total Volume and Open Interest |
7,164 |
244,308 |
-8,641 |
S & P 500 E-Mini(Globex) |
Mar12 |
120215 |
1347.50 |
1358.00 |
1338.00 |
1342.25 |
-5.50 |
1,235,174 |
2,652,514 |
-42,382 |
Jun12 |
120215 |
1341.00 |
1351.75 |
1333.00 |
1336.50 |
-5.50 |
1,036 |
71,900 |
+433 |
Total Volume and Open Interest |
1,236,229 |
2,724,775 |
-41,947 |
NASDAQ 100(CME) |
Mar12 |
120215 |
2577.00 |
2601.00 |
2553.00 |
2557.50 |
-18.50 |
758 |
17,990 |
+362 |
Jun12 |
120215 |
2552.00 |
2590.00 |
2550.00 |
2552.00 |
-18.00 |
0 |
7 |
+0 |
Sep12 |
120215 |
2549.50 |
2549.50 |
2549.50 |
2549.50 |
-18.00 |
|
|
|
Total Volume and Open Interest |
758 |
17,997 |
+362 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120215 |
2576.50 |
2600.50 |
2552.50 |
2557.50 |
-18.50 |
165,757 |
431,337 |
+7,728 |
Jun12 |
120215 |
2570.00 |
2590.50 |
2551.80 |
2552.00 |
-18.00 |
122 |
362 |
+100 |
Total Volume and Open Interest |
165,879 |
431,720 |
+7,828 |
S & P Midcap 400(CME) |
Mar12 |
120215 |
971.00 |
977.00 |
968.00 |
970.50 |
-2.70 |
0 |
2,073 |
+0 |
Jun12 |
120215 |
968.10 |
968.10 |
968.10 |
968.10 |
-2.70 |
|
|
|
Sep12 |
120215 |
966.10 |
966.10 |
966.10 |
966.10 |
-2.70 |
|
|
|
Total Volume and Open Interest |
0 |
2,073 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120215 |
9115 |
9310 |
9105 |
9240 |
+135 |
3,893 |
24,414 |
-418 |
Jun12 |
120215 |
9185 |
9220 |
9045 |
9180 |
+135 |
0 |
566 |
+0 |
Total Volume and Open Interest |
3,893 |
24,980 |
-418 |
Nikkei 225(SGX) |
Mar12 |
120215 |
9045 |
9315 |
9040 |
9265 |
+215 |
87,088 |
208,949 |
+3,882 |
Jun12 |
120215 |
8965 |
9185 |
8965 |
9185 |
+210 |
34 |
10,410 |
+7 |
Sep12 |
120215 |
9185 |
9185 |
9185 |
9185 |
+215 |
0 |
30 |
+0 |
Total Volume and Open Interest |
87,187 |
226,486 |
+3,933 |
CAC 40(EURONEXT) |
Feb12 |
120215 |
3405.0 |
3419.0 |
3369.0 |
3391.5 |
+16.5 |
189,620 |
319,962 |
-235 |
Mar12 |
120215 |
3410.5 |
3419.5 |
3372.0 |
3392.0 |
+16.0 |
111,161 |
54,471 |
+9,208 |
Apr12 |
120215 |
3394.0 |
3402.5 |
3368.0 |
3384.5 |
+16.0 |
7 |
21 |
+3 |
Total Volume and Open Interest |
300,803 |
374,614 |
+8,976 |
Hang Seng Index(HKFE) |
Feb12 |
120215 |
21025 |
21443 |
20931 |
21416 |
+450 |
72,122 |
91,481 |
+778 |
Mar12 |
120215 |
20958 |
21383 |
20888 |
21360 |
+435 |
1,043 |
6,637 |
+328 |
Total Volume and Open Interest |
73,346 |
101,444 |
+1,035 |
DAX(EUREX) |
Mar12 |
120215 |
6800.0 |
6834.0 |
6715.0 |
6767.0 |
+34.5 |
116,487 |
158,422 |
-628 |
Jun12 |
120215 |
6758.0 |
6844.5 |
6735.0 |
6780.5 |
+34.5 |
614 |
6,239 |
+86 |
Sep12 |
120215 |
6808.5 |
6851.5 |
6760.5 |
6788.5 |
+34.5 |
48 |
392 |
-11 |
Total Volume and Open Interest |
117,149 |
165,053 |
-553 |
FT-SE 100(EURONEXT) |
Mar12 |
120215 |
5860.00 |
5901.00 |
5830.50 |
5876.00 |
+20.50 |
80,365 |
631,982 |
+4,414 |
Jun12 |
120215 |
5838.00 |
5845.00 |
5781.00 |
5825.50 |
+20.50 |
71 |
10,391 |
+50 |
Sep12 |
120215 |
5792.00 |
5792.00 |
5792.00 |
5792.00 |
+19.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
80,436 |
642,383 |
+4,464 |
SPI 200(SFE) |
Mar12 |
120215 |
4207.0 |
4229.0 |
4186.0 |
4220.0 |
+11.0 |
36,395 |
185,852 |
+632 |
Jun12 |
120215 |
4233.0 |
4233.0 |
4233.0 |
4233.0 |
+11.0 |
51 |
2,069 |
-70 |
Sep12 |
120215 |
4201.0 |
4201.0 |
4201.0 |
4201.0 |
+11.0 |
66 |
1,569 |
+66 |
Total Volume and Open Interest |
37,100 |
192,720 |
+1,155 |
GSCI(CME) |
Mar12 |
120215 |
682.25 |
684.00 |
681.20 |
682.00 |
+3.75 |
2,815 |
9,205 |
+2,437 |
Apr12 |
120215 |
683.75 |
685.50 |
679.20 |
683.75 |
+4.50 |
2 |
0 |
+0 |
May12 |
120215 |
684.75 |
684.75 |
684.75 |
684.75 |
|
|
|
|
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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