|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri February 03, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120203 |
1217.00 |
1236.50 |
1214.00 |
1232.50 |
+15.50 |
103,352 |
190,463 |
-3,009 |
May12 |
120203 |
1224.25 |
1244.50 |
1223.00 |
1240.75 |
+15.25 |
41,943 |
117,948 |
+6,082 |
Jul12 |
120203 |
1233.00 |
1253.50 |
1231.75 |
1250.25 |
+15.25 |
26,739 |
97,973 |
-1,360 |
Aug12 |
120203 |
1238.25 |
1250.00 |
1232.75 |
1248.00 |
+15.25 |
355 |
2,609 |
+39 |
Sep12 |
120203 |
1229.75 |
1241.50 |
1227.50 |
1241.50 |
+14.00 |
278 |
1,904 |
+23 |
Nov12 |
120203 |
1222.75 |
1239.00 |
1220.00 |
1237.25 |
+13.50 |
11,521 |
71,401 |
+1,165 |
Jan13 |
120203 |
1231.00 |
1244.00 |
1231.00 |
1243.00 |
+12.00 |
455 |
14,244 |
+57 |
Mar13 |
120203 |
1236.00 |
1245.25 |
1232.75 |
1245.25 |
+11.50 |
176 |
1,698 |
+68 |
May13 |
120203 |
1236.50 |
1243.75 |
1232.00 |
1242.50 |
+10.50 |
311 |
1,094 |
+182 |
Jul13 |
120203 |
1239.00 |
1245.00 |
1234.25 |
1245.00 |
+10.75 |
128 |
1,348 |
+16 |
Aug13 |
120203 |
1240.25 |
1240.25 |
1230.25 |
1240.25 |
+10.00 |
0 |
2 |
+0 |
Sep13 |
120203 |
1223.50 |
1223.50 |
1213.50 |
1223.50 |
+10.00 |
|
|
|
Nov13 |
120203 |
1200.00 |
1209.50 |
1200.00 |
1209.00 |
+9.00 |
33 |
2,711 |
-7 |
Jan14 |
120203 |
1216.25 |
1216.25 |
1207.25 |
1216.25 |
+9.00 |
0 |
60 |
+0 |
Total Volume and Open Interest |
185,309 |
503,856 |
+3,264 |
Soybean Meal(CBOT) |
Mar12 |
120203 |
323.00 |
329.80 |
322.10 |
328.60 |
+5.20 |
29,909 |
85,690 |
-1,678 |
May12 |
120203 |
325.40 |
331.30 |
324.10 |
330.20 |
+4.90 |
11,236 |
34,982 |
-22 |
Jul12 |
120203 |
327.60 |
333.50 |
327.10 |
332.60 |
+4.80 |
5,274 |
32,186 |
-327 |
Aug12 |
120203 |
326.90 |
331.90 |
326.90 |
331.90 |
+4.70 |
447 |
6,458 |
-34 |
Sep12 |
120203 |
327.10 |
330.80 |
325.80 |
330.50 |
+4.70 |
400 |
5,662 |
-67 |
Oct12 |
120203 |
325.00 |
327.20 |
322.80 |
327.20 |
+4.40 |
110 |
3,544 |
-7 |
Dec12 |
120203 |
322.40 |
327.50 |
320.60 |
326.80 |
+4.40 |
2,739 |
23,803 |
+138 |
Jan13 |
120203 |
325.50 |
328.10 |
323.80 |
328.10 |
+4.30 |
46 |
2,210 |
+24 |
Mar13 |
120203 |
325.50 |
329.60 |
325.50 |
329.60 |
+3.80 |
38 |
2,824 |
+16 |
May13 |
120203 |
328.50 |
329.60 |
325.80 |
329.60 |
+3.80 |
0 |
1,528 |
+0 |
Total Volume and Open Interest |
50,203 |
200,396 |
-1,954 |
Soybean Oil(CBOT) |
Mar12 |
120203 |
51.19 |
51.69 |
51.08 |
51.65 |
+0.46 |
56,162 |
140,775 |
-4,027 |
May12 |
120203 |
51.64 |
52.12 |
51.54 |
52.08 |
+0.46 |
24,575 |
80,187 |
+2,031 |
Jul12 |
120203 |
52.06 |
52.52 |
52.00 |
52.49 |
+0.45 |
11,962 |
52,643 |
+888 |
Aug12 |
120203 |
52.57 |
52.62 |
52.15 |
52.62 |
+0.45 |
321 |
6,496 |
+14 |
Sep12 |
120203 |
52.56 |
52.74 |
52.25 |
52.74 |
+0.44 |
220 |
5,507 |
+30 |
Oct12 |
120203 |
52.64 |
52.80 |
52.60 |
52.80 |
+0.44 |
79 |
5,535 |
+18 |
Dec12 |
120203 |
52.62 |
53.04 |
52.50 |
52.98 |
+0.40 |
2,407 |
31,102 |
-90 |
Jan13 |
120203 |
53.13 |
53.13 |
52.75 |
53.13 |
+0.38 |
377 |
1,019 |
+190 |
Mar13 |
120203 |
52.87 |
53.35 |
52.85 |
53.35 |
+0.35 |
0 |
868 |
+0 |
May13 |
120203 |
53.45 |
53.45 |
53.10 |
53.45 |
+0.35 |
0 |
135 |
+0 |
Total Volume and Open Interest |
96,173 |
325,348 |
-916 |
Canola(WCE) |
Mar12 |
120203 |
524.0 |
530.1 |
524.0 |
525.5 |
+2.8 |
10,143 |
68,887 |
-3,511 |
May12 |
120203 |
526.0 |
534.0 |
526.0 |
529.4 |
+2.0 |
6,936 |
41,005 |
+3,943 |
Jul12 |
120203 |
532.0 |
537.3 |
532.0 |
532.8 |
+1.6 |
2,478 |
26,947 |
+894 |
Nov12 |
120203 |
512.3 |
517.0 |
512.0 |
512.9 |
+0.9 |
2,202 |
28,549 |
+1,118 |
Jan13 |
120203 |
517.9 |
521.3 |
517.7 |
517.7 |
+0.8 |
84 |
1,674 |
+74 |
Total Volume and Open Interest |
21,857 |
168,254 |
+2,527 |
Corn(CBOT) |
Mar12 |
120203 |
642.50 |
646.50 |
638.00 |
644.50 |
+1.50 |
165,558 |
404,642 |
-1,604 |
May12 |
120203 |
649.00 |
652.75 |
644.25 |
650.75 |
+1.25 |
48,606 |
266,788 |
+5,494 |
Jul12 |
120203 |
653.00 |
656.50 |
648.50 |
655.50 |
+2.00 |
48,708 |
209,520 |
+308 |
Sep12 |
120203 |
599.50 |
604.75 |
596.25 |
604.75 |
+3.25 |
11,815 |
67,925 |
+484 |
Dec12 |
120203 |
577.25 |
581.75 |
573.75 |
581.50 |
+2.50 |
34,823 |
227,447 |
+3,923 |
Mar13 |
120203 |
589.25 |
593.25 |
586.00 |
593.25 |
+2.25 |
1,513 |
42,796 |
+367 |
May13 |
120203 |
598.25 |
600.25 |
594.00 |
600.25 |
+2.00 |
333 |
2,180 |
-7 |
Jul13 |
120203 |
603.00 |
605.25 |
598.75 |
605.25 |
+1.50 |
163 |
2,779 |
+34 |
Sep13 |
120203 |
570.00 |
571.25 |
567.50 |
569.25 |
-2.00 |
3 |
577 |
+0 |
Dec13 |
120203 |
562.00 |
563.00 |
555.00 |
562.25 |
-0.50 |
293 |
17,486 |
+67 |
Total Volume and Open Interest |
311,966 |
1,244,700 |
+9,159 |
Wheat(CBOT) |
Mar12 |
120203 |
663.00 |
671.00 |
653.25 |
660.75 |
-2.00 |
79,706 |
169,168 |
-4,884 |
May12 |
120203 |
678.00 |
684.75 |
669.00 |
674.00 |
-4.00 |
34,662 |
107,369 |
+2,684 |
Jul12 |
120203 |
692.00 |
697.50 |
682.75 |
689.00 |
-2.75 |
21,407 |
95,009 |
+518 |
Sep12 |
120203 |
707.25 |
712.75 |
699.00 |
706.00 |
-2.00 |
3,483 |
31,097 |
+459 |
Dec12 |
120203 |
725.00 |
730.50 |
716.75 |
723.25 |
-1.50 |
9,745 |
56,399 |
+1,162 |
Mar13 |
120203 |
737.50 |
741.25 |
735.75 |
737.75 |
-1.00 |
340 |
4,147 |
+107 |
Total Volume and Open Interest |
150,281 |
469,599 |
+426 |
Wheat(KCBT) |
Mar12 |
120203 |
717.25 |
724.00 |
707.50 |
712.75 |
-5.00 |
13,557 |
49,664 |
-2,064 |
May12 |
120203 |
725.75 |
730.00 |
715.50 |
721.25 |
-4.75 |
5,950 |
29,727 |
+2,187 |
Jul12 |
120203 |
733.50 |
737.25 |
723.25 |
729.50 |
-4.00 |
3,845 |
42,746 |
+316 |
Sep12 |
120203 |
744.00 |
748.25 |
736.00 |
740.75 |
-3.50 |
276 |
10,009 |
+28 |
Dec12 |
120203 |
760.50 |
765.75 |
753.25 |
758.75 |
-3.25 |
725 |
14,306 |
+22 |
Mar13 |
120203 |
768.50 |
774.00 |
768.50 |
770.00 |
-3.50 |
21 |
511 |
+26 |
Total Volume and Open Interest |
24,399 |
147,387 |
+533 |
Wheat(MGE) |
Mar12 |
120203 |
835.00 |
844.25 |
829.25 |
838.50 |
+2.50 |
2,241 |
12,349 |
-455 |
May12 |
120203 |
822.00 |
830.25 |
814.75 |
826.25 |
+3.25 |
992 |
8,999 |
-161 |
Jul12 |
120203 |
811.00 |
815.25 |
802.50 |
813.50 |
+2.25 |
616 |
8,897 |
-143 |
Sep12 |
120203 |
785.00 |
790.75 |
776.50 |
786.25 |
+1.00 |
313 |
5,391 |
-10 |
Dec12 |
120203 |
792.25 |
797.50 |
784.75 |
794.25 |
+1.75 |
534 |
4,119 |
-95 |
Total Volume and Open Interest |
4,727 |
40,081 |
-857 |
Oats(CBOT) |
Mar12 |
120203 |
306.75 |
318.00 |
306.75 |
314.25 |
+6.25 |
1,491 |
6,381 |
-992 |
May12 |
120203 |
305.75 |
309.00 |
303.75 |
308.00 |
+5.75 |
1,049 |
5,677 |
+740 |
Jul12 |
120203 |
305.00 |
309.00 |
304.75 |
308.00 |
+3.25 |
41 |
311 |
+2 |
Sep12 |
120203 |
309.00 |
309.00 |
308.00 |
309.00 |
+1.00 |
10 |
42 |
+0 |
Total Volume and Open Interest |
2,616 |
13,399 |
-250 |
Rough Rice(CBOT) |
Mar12 |
120203 |
13.72 |
13.95 |
13.64 |
13.88 |
+0.23 |
2,180 |
10,692 |
-127 |
May12 |
120203 |
14.00 |
14.30 |
13.91 |
14.15 |
+0.24 |
1,128 |
3,831 |
+750 |
Jul12 |
120203 |
14.32 |
14.43 |
14.19 |
14.42 |
+0.23 |
94 |
722 |
+18 |
Sep12 |
120203 |
14.28 |
14.50 |
14.17 |
14.45 |
+0.29 |
22 |
339 |
+8 |
Total Volume and Open Interest |
3,427 |
15,592 |
+652 |
Live Cattle(CME) |
Feb12 |
120203 |
125.200 |
125.535 |
123.135 |
123.635 |
-1.515 |
12,184 |
42,198 |
-1,693 |
Apr12 |
120203 |
128.900 |
129.235 |
127.100 |
127.400 |
-1.500 |
22,779 |
137,177 |
+648 |
Jun12 |
120203 |
128.100 |
128.400 |
126.580 |
126.850 |
-1.250 |
11,636 |
91,152 |
+609 |
Aug12 |
120203 |
129.700 |
130.000 |
128.500 |
128.850 |
-0.900 |
9,016 |
41,600 |
+810 |
Oct12 |
120203 |
132.650 |
133.150 |
131.900 |
132.325 |
-0.660 |
2,518 |
15,358 |
+324 |
Dec12 |
120203 |
133.750 |
133.900 |
132.785 |
133.185 |
-0.615 |
2,318 |
9,649 |
+741 |
Total Volume and Open Interest |
61,326 |
341,082 |
+1,873 |
Feeder Cattle(CME) |
Mar12 |
120203 |
155.325 |
155.785 |
154.200 |
154.450 |
-0.930 |
3,232 |
19,955 |
-533 |
Apr12 |
120203 |
157.785 |
158.350 |
156.750 |
157.035 |
-0.900 |
2,090 |
7,641 |
+780 |
May12 |
120203 |
158.630 |
159.285 |
157.950 |
158.400 |
-0.385 |
1,074 |
6,949 |
+72 |
Aug12 |
120203 |
160.000 |
160.535 |
159.250 |
159.750 |
-0.380 |
940 |
8,402 |
+338 |
Sep12 |
120203 |
159.750 |
160.000 |
158.800 |
159.400 |
-0.400 |
140 |
1,470 |
+53 |
Oct12 |
120203 |
159.800 |
160.000 |
159.100 |
159.400 |
-0.700 |
93 |
699 |
+43 |
Nov12 |
120203 |
159.950 |
160.000 |
159.235 |
159.400 |
-0.600 |
33 |
363 |
+21 |
Total Volume and Open Interest |
7,607 |
45,484 |
+779 |
Lean Hogs(CME) |
Feb12 |
120203 |
87.450 |
87.980 |
87.450 |
87.535 |
-0.045 |
8,492 |
16,382 |
-2,364 |
Apr12 |
120203 |
89.550 |
90.400 |
88.680 |
88.930 |
-0.820 |
25,727 |
92,277 |
-2,874 |
May12 |
120203 |
97.600 |
97.700 |
96.900 |
97.250 |
-0.300 |
530 |
2,829 |
+177 |
Jun12 |
120203 |
98.600 |
99.385 |
97.980 |
98.100 |
-0.650 |
9,698 |
60,768 |
+417 |
Jul12 |
120203 |
98.850 |
99.750 |
98.535 |
98.800 |
-0.350 |
1,824 |
20,036 |
+743 |
Aug12 |
120203 |
98.100 |
99.050 |
98.100 |
98.285 |
+0.055 |
2,727 |
20,651 |
-22 |
Oct12 |
120203 |
88.800 |
89.635 |
88.800 |
89.330 |
+0.480 |
2,098 |
18,795 |
+879 |
Dec12 |
120203 |
84.450 |
85.050 |
84.385 |
84.800 |
+0.320 |
1,542 |
10,609 |
+621 |
Total Volume and Open Interest |
53,482 |
246,551 |
-1,992 |
Class III Milk(CME) |
Feb12 |
120203 |
16.11 |
16.20 |
15.96 |
16.15 |
unch |
192 |
5,410 |
-16 |
Mar12 |
120203 |
15.78 |
16.00 |
15.52 |
15.89 |
+0.07 |
478 |
5,937 |
+43 |
Apr12 |
120203 |
15.89 |
16.13 |
15.67 |
15.94 |
+0.05 |
302 |
3,426 |
+108 |
May12 |
120203 |
16.35 |
16.44 |
16.16 |
16.42 |
+0.05 |
138 |
2,997 |
+35 |
Jun12 |
120203 |
16.66 |
16.76 |
16.53 |
16.67 |
+0.01 |
89 |
2,541 |
+15 |
Total Volume and Open Interest |
1,765 |
35,115 |
+472 |
Cocoa(ICE) |
Mar12 |
120203 |
2235 |
2339 |
2213 |
2300 |
+75 |
14,973 |
60,888 |
-1,587 |
May12 |
120203 |
2267 |
2363 |
2238 |
2327 |
+72 |
6,822 |
40,212 |
+1,142 |
Jul12 |
120203 |
2297 |
2385 |
2268 |
2353 |
+71 |
3,033 |
25,996 |
+642 |
Sep12 |
120203 |
2307 |
2408 |
2288 |
2372 |
+71 |
1,520 |
15,440 |
-106 |
Dec12 |
120203 |
2331 |
2431 |
2310 |
2396 |
+75 |
1,367 |
15,640 |
+69 |
Mar13 |
120203 |
2361 |
2460 |
2335 |
2425 |
+78 |
1,024 |
7,265 |
+325 |
May13 |
120203 |
2349 |
2440 |
2349 |
2440 |
+77 |
71 |
2,607 |
-3 |
Total Volume and Open Interest |
28,884 |
169,109 |
+533 |
Coffee "C"(ICE) |
Mar12 |
120203 |
215.80 |
218.95 |
214.60 |
215.95 |
+0.35 |
10,403 |
54,738 |
-325 |
May12 |
120203 |
219.10 |
221.75 |
217.45 |
218.90 |
+0.35 |
4,801 |
36,009 |
+1,199 |
Jul12 |
120203 |
222.05 |
224.30 |
220.70 |
221.90 |
+0.40 |
1,612 |
17,794 |
+506 |
Sep12 |
120203 |
225.10 |
227.30 |
223.55 |
224.70 |
+0.50 |
1,054 |
8,481 |
+581 |
Dec12 |
120203 |
228.60 |
230.15 |
227.30 |
228.50 |
+0.75 |
441 |
7,690 |
+157 |
Mar13 |
120203 |
232.50 |
233.70 |
230.95 |
232.10 |
+0.55 |
62 |
1,146 |
+43 |
Total Volume and Open Interest |
18,405 |
126,522 |
+2,166 |
Orange Juice(ICE) |
Mar12 |
120203 |
203.70 |
204.50 |
198.00 |
201.45 |
-2.55 |
1,470 |
18,449 |
-604 |
May12 |
120203 |
196.60 |
197.85 |
192.00 |
194.85 |
-3.75 |
749 |
5,797 |
+398 |
Jul12 |
120203 |
190.00 |
190.25 |
186.95 |
188.90 |
-2.95 |
1 |
1,054 |
+1 |
Sep12 |
120203 |
188.00 |
188.00 |
187.00 |
187.00 |
-1.85 |
0 |
350 |
+0 |
Nov12 |
120203 |
179.20 |
179.20 |
179.20 |
179.20 |
-1.40 |
20 |
300 |
+0 |
Jan13 |
120203 |
176.70 |
176.70 |
176.70 |
176.70 |
-1.40 |
10 |
15 |
+10 |
Total Volume and Open Interest |
2,250 |
25,969 |
-195 |
Sugar #11(ICE) |
Mar12 |
120203 |
23.57 |
24.16 |
23.52 |
23.94 |
+0.46 |
44,405 |
200,668 |
+2,343 |
May12 |
120203 |
22.98 |
23.45 |
22.92 |
23.25 |
+0.35 |
30,180 |
141,075 |
+4,445 |
Jul12 |
120203 |
22.49 |
22.91 |
22.45 |
22.77 |
+0.31 |
19,947 |
153,882 |
+2,227 |
Oct12 |
120203 |
22.94 |
23.25 |
22.84 |
23.20 |
+0.31 |
9,269 |
73,233 |
+560 |
Mar13 |
120203 |
23.66 |
24.09 |
23.62 |
24.05 |
+0.33 |
4,637 |
52,557 |
+1,368 |
Total Volume and Open Interest |
112,409 |
678,949 |
+12,216 |
London Cocoa(LCE) |
Mar12 |
120203 |
1456 |
1525 |
1438 |
1502 |
+53 |
4,740 |
66,224 |
+464 |
May12 |
120203 |
1472 |
1539 |
1456 |
1518 |
+53 |
2,995 |
22,825 |
-630 |
Jul12 |
120203 |
1484 |
1553 |
1473 |
1533 |
+53 |
2,197 |
30,289 |
+251 |
Sep12 |
120203 |
1494 |
1560 |
1484 |
1543 |
+52 |
604 |
24,528 |
+262 |
Dec12 |
120203 |
1500 |
1567 |
1490 |
1549 |
+52 |
783 |
17,798 |
-1 |
Mar13 |
120203 |
1506 |
1561 |
1500 |
1558 |
+56 |
636 |
10,421 |
+189 |
May13 |
120203 |
1517 |
1565 |
1510 |
1565 |
+58 |
75 |
5,630 |
-47 |
Total Volume and Open Interest |
12,140 |
179,577 |
+588 |
London Sugar(LCE) |
Mar12 |
120203 |
630.30 |
636.00 |
627.90 |
635.10 |
+5.30 |
5,207 |
22,309 |
-3,688 |
May12 |
120203 |
612.00 |
620.00 |
610.20 |
619.90 |
+7.60 |
3,791 |
21,890 |
+591 |
Aug12 |
120203 |
599.10 |
605.70 |
597.90 |
605.30 |
+5.70 |
1,119 |
17,171 |
+549 |
Oct12 |
120203 |
600.00 |
606.50 |
599.90 |
605.40 |
+5.20 |
544 |
5,789 |
+117 |
Dec12 |
120203 |
604.10 |
609.40 |
603.30 |
609.40 |
+5.00 |
93 |
2,039 |
-12 |
Total Volume and Open Interest |
10,783 |
72,359 |
-2,273 |
Cotton(ICE) |
Mar12 |
120203 |
95.00 |
97.86 |
94.12 |
96.34 |
+2.13 |
14,151 |
73,195 |
-1,115 |
May12 |
120203 |
95.90 |
98.56 |
95.51 |
97.48 |
+1.99 |
8,305 |
45,461 |
+3,843 |
Jul12 |
120203 |
97.29 |
98.85 |
96.79 |
98.45 |
+1.89 |
3,196 |
37,570 |
+975 |
Oct12 |
120203 |
98.00 |
98.00 |
98.00 |
98.00 |
+1.61 |
0 |
89 |
+0 |
Dec12 |
120203 |
95.00 |
96.90 |
94.75 |
96.38 |
+1.32 |
2,162 |
19,976 |
+1,568 |
Mar13 |
120203 |
96.36 |
97.56 |
96.36 |
97.56 |
+1.39 |
100 |
756 |
+91 |
Total Volume and Open Interest |
27,923 |
178,051 |
+5,365 |
Lumber(CME) |
Mar12 |
120203 |
253.0 |
262.5 |
251.2 |
262.5 |
+9.7 |
1,895 |
5,736 |
-361 |
May12 |
120203 |
262.6 |
268.0 |
261.3 |
265.2 |
+4.4 |
1,548 |
3,869 |
+961 |
Jul12 |
120203 |
272.4 |
277.0 |
272.4 |
275.2 |
+2.8 |
29 |
549 |
+8 |
Sep12 |
120203 |
277.9 |
283.5 |
277.9 |
282.7 |
+4.4 |
47 |
507 |
+10 |
Total Volume and Open Interest |
3,548 |
10,712 |
+633 |
Crude Oil(NYM) |
Mar12 |
120203 |
96.61 |
98.03 |
96.01 |
97.84 |
+1.48 |
293,554 |
288,087 |
-2,250 |
Apr12 |
120203 |
97.01 |
98.40 |
96.41 |
98.23 |
+1.49 |
78,742 |
119,439 |
+11,709 |
May12 |
120203 |
97.54 |
98.86 |
96.97 |
98.71 |
+1.54 |
37,886 |
103,321 |
+1,541 |
Jun12 |
120203 |
97.85 |
99.30 |
97.45 |
99.17 |
+1.60 |
52,429 |
102,216 |
-140 |
Jul12 |
120203 |
98.30 |
99.65 |
97.86 |
99.54 |
+1.63 |
21,056 |
50,731 |
+936 |
Aug12 |
120203 |
98.76 |
99.82 |
98.73 |
99.79 |
+1.63 |
15,479 |
40,207 |
+42 |
Sep12 |
120203 |
98.95 |
100.06 |
98.55 |
100.00 |
+1.61 |
13,277 |
43,881 |
+920 |
Oct12 |
120203 |
99.37 |
100.20 |
98.77 |
100.20 |
+1.60 |
5,285 |
32,530 |
-145 |
Nov12 |
120203 |
99.11 |
100.38 |
98.95 |
100.38 |
+1.58 |
5,117 |
32,970 |
-290 |
Dec12 |
120203 |
99.03 |
100.65 |
98.81 |
100.53 |
+1.56 |
45,134 |
188,242 |
-176 |
Jan13 |
120203 |
100.57 |
100.57 |
100.33 |
100.54 |
+1.56 |
2,099 |
30,971 |
-88 |
Feb13 |
120203 |
99.16 |
100.49 |
99.15 |
100.48 |
+1.55 |
1,362 |
16,496 |
-180 |
Mar13 |
120203 |
100.34 |
100.34 |
100.34 |
100.34 |
+1.52 |
2,866 |
17,169 |
-271 |
Apr13 |
120203 |
100.12 |
100.12 |
100.12 |
100.12 |
+1.49 |
362 |
8,702 |
+81 |
May13 |
120203 |
99.86 |
99.86 |
99.86 |
99.86 |
+1.46 |
338 |
8,323 |
+26 |
Jun13 |
120203 |
98.38 |
99.60 |
98.38 |
99.58 |
+1.44 |
6,926 |
53,850 |
+115 |
Total Volume and Open Interest |
618,838 |
1,417,999 |
+18,125 |
e-miNY Crude Oil(NYM) |
Feb12 |
120119 |
101.100 |
102.075 |
100.050 |
100.400 |
-0.200 |
6,357 |
1,305 |
-91 |
Mar12 |
120203 |
96.650 |
98.025 |
96.000 |
97.850 |
+1.500 |
8,730 |
2,407 |
+249 |
Apr12 |
120203 |
97.125 |
98.350 |
96.450 |
98.225 |
+1.475 |
321 |
296 |
-63 |
May12 |
120203 |
97.500 |
98.750 |
97.025 |
98.700 |
+1.525 |
139 |
152 |
-47 |
Jun12 |
120203 |
98.200 |
99.175 |
98.200 |
99.175 |
+1.600 |
31 |
50 |
+17 |
Jul12 |
120203 |
99.550 |
99.550 |
99.550 |
99.550 |
+1.650 |
0 |
12 |
+0 |
Aug12 |
120203 |
99.800 |
99.800 |
99.800 |
99.800 |
+1.650 |
0 |
8 |
+0 |
Sep12 |
120203 |
100.000 |
100.000 |
100.000 |
100.000 |
+1.600 |
0 |
1 |
+0 |
Oct12 |
120203 |
100.200 |
100.200 |
100.200 |
100.200 |
+1.600 |
0 |
10 |
+0 |
Nov12 |
120203 |
100.375 |
100.375 |
100.375 |
100.375 |
+1.575 |
|
|
|
Total Volume and Open Interest |
9,226 |
3,159 |
+157 |
Heating Oil(NYM) |
Mar12 |
120203 |
306.14 |
311.86 |
304.82 |
311.44 |
+6.15 |
65,774 |
92,982 |
+1,091 |
Apr12 |
120203 |
304.32 |
309.80 |
302.97 |
309.46 |
+6.17 |
26,476 |
38,115 |
+269 |
May12 |
120203 |
302.60 |
307.69 |
301.27 |
307.48 |
+6.14 |
15,738 |
32,326 |
+670 |
Jun12 |
120203 |
301.97 |
306.51 |
300.28 |
306.29 |
+6.00 |
20,751 |
50,400 |
+1,068 |
Jul12 |
120203 |
301.78 |
306.20 |
301.62 |
306.00 |
+5.75 |
3,379 |
12,644 |
+570 |
Aug12 |
120203 |
302.00 |
306.08 |
301.95 |
306.08 |
+5.56 |
1,864 |
5,632 |
+287 |
Sep12 |
120203 |
301.69 |
306.76 |
301.69 |
306.50 |
+5.44 |
1,296 |
11,373 |
+403 |
Oct12 |
120203 |
302.00 |
307.16 |
302.00 |
307.16 |
+5.36 |
526 |
4,366 |
+158 |
Nov12 |
120203 |
302.75 |
307.82 |
302.75 |
307.82 |
+5.30 |
284 |
2,723 |
+71 |
Dec12 |
120203 |
303.26 |
308.68 |
303.00 |
308.37 |
+5.19 |
3,995 |
22,657 |
+429 |
Jan13 |
120203 |
308.92 |
308.92 |
308.92 |
308.92 |
+5.12 |
54 |
3,172 |
+1 |
Feb13 |
120203 |
308.50 |
308.59 |
308.50 |
308.59 |
+5.12 |
31 |
750 |
+1 |
Total Volume and Open Interest |
140,188 |
277,990 |
+5,029 |
Gasoline(NYMEX) |
Mar12 |
120203 |
288.14 |
292.59 |
287.18 |
291.44 |
+4.55 |
63,035 |
102,067 |
-1,956 |
Apr12 |
120203 |
301.40 |
305.21 |
300.09 |
304.66 |
+4.83 |
43,174 |
47,366 |
+1,185 |
May12 |
120203 |
299.89 |
303.84 |
299.08 |
303.46 |
+4.84 |
24,089 |
43,046 |
-544 |
Jun12 |
120203 |
296.47 |
300.95 |
296.26 |
300.57 |
+4.82 |
19,193 |
40,942 |
-1,013 |
Jul12 |
120203 |
293.15 |
297.14 |
293.15 |
296.95 |
+4.76 |
9,763 |
23,341 |
+623 |
Aug12 |
120203 |
288.68 |
293.50 |
288.68 |
293.23 |
+4.78 |
5,779 |
15,222 |
+397 |
Sep12 |
120203 |
284.61 |
289.56 |
284.38 |
289.23 |
+4.75 |
3,645 |
13,048 |
+576 |
Oct12 |
120203 |
273.53 |
274.69 |
271.84 |
274.69 |
+4.60 |
1,614 |
9,394 |
+256 |
Nov12 |
120203 |
268.47 |
271.09 |
268.47 |
271.09 |
+4.65 |
1,066 |
4,207 |
-10 |
Dec12 |
120203 |
264.50 |
269.31 |
264.50 |
269.02 |
+4.68 |
1,372 |
16,744 |
+136 |
Total Volume and Open Interest |
172,972 |
324,033 |
-326 |
e-miNY RBOB Gasoline(NYM) |
Mar12 |
120203 |
291.40 |
291.44 |
291.40 |
291.40 |
+4.50 |
1 |
1 |
+1 |
Apr12 |
120203 |
304.70 |
304.70 |
304.66 |
304.70 |
+4.90 |
|
|
|
May12 |
120203 |
303.50 |
303.50 |
303.46 |
303.50 |
+4.90 |
|
|
|
Jun12 |
120203 |
300.60 |
300.60 |
300.57 |
300.60 |
+4.80 |
|
|
|
Total Volume and Open Interest |
1 |
1 |
+1 |
Natural Gas(NYM) |
Mar12 |
120203 |
2.558 |
2.560 |
2.450 |
2.499 |
-0.055 |
190,342 |
299,595 |
-6,996 |
Apr12 |
120203 |
2.715 |
2.725 |
2.622 |
2.677 |
-0.038 |
77,525 |
163,827 |
+3,032 |
May12 |
120203 |
2.856 |
2.856 |
2.735 |
2.789 |
-0.030 |
38,833 |
128,124 |
-669 |
Jun12 |
120203 |
2.898 |
2.923 |
2.820 |
2.879 |
-0.021 |
24,490 |
70,392 |
+3,407 |
Jul12 |
120203 |
2.961 |
2.996 |
2.890 |
2.954 |
-0.013 |
26,018 |
66,308 |
-1,296 |
Aug12 |
120203 |
3.003 |
3.030 |
2.924 |
2.988 |
-0.010 |
19,928 |
34,611 |
+3,000 |
Sep12 |
120203 |
2.960 |
3.045 |
2.938 |
3.002 |
-0.008 |
13,912 |
42,957 |
+3,280 |
Oct12 |
120203 |
3.062 |
3.094 |
2.982 |
3.048 |
-0.006 |
24,290 |
103,657 |
+2,365 |
Nov12 |
120203 |
3.173 |
3.250 |
3.142 |
3.211 |
+0.008 |
4,788 |
38,356 |
+567 |
Dec12 |
120203 |
3.496 |
3.543 |
3.428 |
3.507 |
+0.023 |
4,330 |
34,857 |
+63 |
Jan13 |
120203 |
3.584 |
3.680 |
3.556 |
3.640 |
+0.026 |
7,612 |
53,914 |
+98 |
Feb13 |
120203 |
3.587 |
3.683 |
3.562 |
3.645 |
+0.028 |
1,381 |
15,553 |
-123 |
Mar13 |
120203 |
3.563 |
3.660 |
3.539 |
3.622 |
+0.029 |
2,202 |
25,196 |
-25 |
Apr13 |
120203 |
3.521 |
3.618 |
3.500 |
3.582 |
+0.031 |
2,529 |
34,577 |
+342 |
May13 |
120203 |
3.545 |
3.613 |
3.525 |
3.607 |
+0.032 |
416 |
10,336 |
+19 |
Jun13 |
120203 |
3.577 |
3.647 |
3.557 |
3.640 |
+0.033 |
371 |
3,989 |
+143 |
Total Volume and Open Interest |
442,747 |
1,211,050 |
+7,720 |
Brent Crude Oil(ICE) |
Mar12 |
120203 |
112.50 |
114.71 |
111.93 |
114.58 |
+2.51 |
223,572 |
175,258 |
-3,547 |
Apr12 |
120203 |
111.89 |
114.36 |
111.56 |
114.24 |
+2.55 |
114,510 |
160,394 |
+3,206 |
May12 |
120203 |
111.99 |
114.10 |
111.29 |
113.97 |
+2.55 |
59,853 |
93,774 |
+4,913 |
Jun12 |
120203 |
111.27 |
113.79 |
111.04 |
113.68 |
+2.52 |
68,132 |
90,408 |
+3,885 |
Jul12 |
120203 |
111.15 |
113.45 |
110.73 |
113.34 |
+2.48 |
17,151 |
42,070 |
+2,277 |
Aug12 |
120203 |
110.81 |
113.04 |
110.36 |
112.92 |
+2.42 |
8,793 |
42,442 |
+463 |
Sep12 |
120203 |
110.33 |
112.55 |
109.91 |
112.41 |
+2.36 |
9,676 |
50,827 |
-977 |
Oct12 |
120203 |
109.93 |
112.11 |
109.52 |
111.97 |
+2.31 |
5,539 |
26,777 |
+183 |
Nov12 |
120203 |
109.57 |
111.69 |
109.17 |
111.55 |
+2.24 |
4,574 |
18,391 |
-62 |
Dec12 |
120203 |
109.00 |
111.30 |
108.81 |
111.13 |
+2.18 |
37,285 |
110,409 |
+1,206 |
Jan13 |
120203 |
110.73 |
110.73 |
110.73 |
110.73 |
+2.15 |
1,902 |
13,155 |
+323 |
Feb13 |
120203 |
110.33 |
110.33 |
110.33 |
110.33 |
+2.12 |
1,586 |
8,262 |
+425 |
Mar13 |
120203 |
109.94 |
109.94 |
109.94 |
109.94 |
+2.08 |
1,249 |
9,157 |
+74 |
Apr13 |
120203 |
109.49 |
109.49 |
109.49 |
109.49 |
+2.06 |
24 |
3,525 |
+9 |
Total Volume and Open Interest |
567,785 |
1,012,787 |
+12,022 |
Gas Oil(ICE) |
Feb12 |
120203 |
952.50 |
972.75 |
950.25 |
959.50 |
+11.75 |
41,593 |
72,290 |
-4,172 |
Mar12 |
120203 |
954.50 |
974.00 |
951.50 |
960.75 |
+11.25 |
87,905 |
125,178 |
-555 |
Apr12 |
120203 |
952.25 |
970.75 |
949.25 |
958.00 |
+10.25 |
38,196 |
66,824 |
+4,324 |
May12 |
120203 |
948.50 |
966.25 |
945.75 |
954.00 |
+9.50 |
19,391 |
51,865 |
+2,849 |
Jun12 |
120203 |
945.75 |
963.00 |
943.00 |
950.75 |
+8.50 |
22,072 |
47,103 |
-801 |
Jul12 |
120203 |
942.25 |
959.75 |
942.25 |
949.50 |
+7.75 |
4,577 |
26,884 |
-317 |
Aug12 |
120203 |
942.25 |
959.75 |
942.25 |
949.50 |
+7.50 |
4,094 |
19,262 |
-869 |
Sep12 |
120203 |
942.00 |
959.50 |
942.00 |
949.25 |
+7.50 |
4,776 |
19,000 |
+361 |
Oct12 |
120203 |
944.25 |
958.25 |
944.25 |
948.00 |
+7.25 |
2,572 |
13,180 |
-104 |
Nov12 |
120203 |
942.75 |
956.50 |
942.75 |
946.25 |
+7.25 |
934 |
9,044 |
+390 |
Total Volume and Open Interest |
235,369 |
533,165 |
+1,077 |
Ethanol(CBOT) |
Feb12 |
120203 |
2.131 |
2.131 |
2.131 |
2.131 |
-0.015 |
10 |
211 |
-29 |
Mar12 |
120203 |
2.184 |
2.184 |
2.149 |
2.173 |
unch |
109 |
1,304 |
+37 |
Apr12 |
120203 |
2.205 |
2.205 |
2.180 |
2.202 |
+0.002 |
132 |
1,016 |
+24 |
May12 |
120203 |
2.250 |
2.250 |
2.210 |
2.231 |
-0.003 |
110 |
926 |
+57 |
Jun12 |
120203 |
2.260 |
2.260 |
2.240 |
2.258 |
unch |
93 |
853 |
+2 |
Jul12 |
120203 |
2.296 |
2.296 |
2.260 |
2.277 |
+0.003 |
85 |
1,644 |
+2 |
Aug12 |
120203 |
2.260 |
2.273 |
2.259 |
2.267 |
unch |
5 |
972 |
+0 |
Sep12 |
120203 |
2.237 |
2.237 |
2.233 |
2.233 |
unch |
15 |
861 |
-10 |
Total Volume and Open Interest |
589 |
10,692 |
+84 |
WTI Crude Oil(ICE) |
Mar12 |
120203 |
96.62 |
98.03 |
96.02 |
97.84 |
+1.48 |
68,605 |
54,999 |
-643 |
Apr12 |
120203 |
96.88 |
98.39 |
96.43 |
98.23 |
+1.49 |
24,265 |
32,209 |
+2,435 |
May12 |
120203 |
97.32 |
98.83 |
96.96 |
98.71 |
+1.54 |
10,736 |
23,086 |
-835 |
Jun12 |
120203 |
97.69 |
99.28 |
97.44 |
99.17 |
+1.60 |
16,858 |
42,572 |
+455 |
Jul12 |
120203 |
98.15 |
99.60 |
98.15 |
99.54 |
+1.63 |
8,022 |
14,566 |
+318 |
Aug12 |
120203 |
98.40 |
99.87 |
98.40 |
99.79 |
+1.63 |
5,984 |
12,713 |
-8 |
Sep12 |
120203 |
98.61 |
100.08 |
98.61 |
100.00 |
+1.61 |
3,803 |
12,599 |
+54 |
Oct12 |
120203 |
98.90 |
100.20 |
98.82 |
100.20 |
+1.60 |
2,818 |
8,267 |
+1,215 |
Nov12 |
120203 |
99.08 |
100.47 |
99.08 |
100.38 |
+1.58 |
1,603 |
6,667 |
-692 |
Dec12 |
120203 |
99.15 |
100.63 |
99.11 |
100.53 |
+1.56 |
13,243 |
54,546 |
-395 |
Jan13 |
120203 |
100.54 |
100.54 |
100.54 |
100.54 |
+1.56 |
421 |
5,211 |
-66 |
Feb13 |
120203 |
100.48 |
100.48 |
100.48 |
100.48 |
+1.55 |
59 |
1,277 |
+8 |
Mar13 |
120203 |
100.34 |
100.34 |
100.34 |
100.34 |
+1.52 |
15 |
1,757 |
+6 |
Apr13 |
120203 |
100.12 |
100.12 |
100.12 |
100.12 |
+1.49 |
0 |
421 |
+0 |
May13 |
120203 |
99.86 |
99.86 |
99.86 |
99.86 |
+1.46 |
0 |
571 |
+0 |
Jun13 |
120203 |
99.42 |
99.58 |
99.42 |
99.58 |
+1.44 |
720 |
15,522 |
-43 |
Total Volume and Open Interest |
161,137 |
359,399 |
+2,030 |
US Dollar Index(ICE) |
Mar12 |
120203 |
79.125 |
79.485 |
78.815 |
79.058 |
-0.052 |
34,833 |
53,048 |
-1,332 |
Jun12 |
120203 |
79.855 |
79.855 |
79.427 |
79.427 |
-0.098 |
0 |
566 |
+0 |
Sep12 |
120203 |
79.827 |
79.827 |
79.827 |
79.827 |
-0.132 |
|
|
|
Total Volume and Open Interest |
34,833 |
53,614 |
-1,332 |
Australian Dollar(CME) |
Mar12 |
120203 |
106.53 |
107.43 |
106.20 |
107.35 |
+0.78 |
137,510 |
150,096 |
+719 |
Jun12 |
120203 |
105.30 |
106.39 |
105.30 |
106.35 |
+0.77 |
105 |
620 |
+2 |
Sep12 |
120203 |
105.40 |
105.40 |
104.66 |
105.40 |
+0.74 |
0 |
110 |
+0 |
Total Volume and Open Interest |
137,615 |
150,836 |
+721 |
British Pound(CME) |
Mar12 |
120203 |
158.03 |
158.55 |
157.45 |
158.25 |
+0.28 |
107,035 |
195,880 |
+5,230 |
Jun12 |
120203 |
158.09 |
158.11 |
157.41 |
158.11 |
+0.27 |
70 |
237 |
+44 |
Sep12 |
120203 |
157.96 |
157.96 |
157.69 |
157.96 |
+0.27 |
0 |
3 |
+0 |
Total Volume and Open Interest |
107,105 |
196,123 |
+5,274 |
Canadian Dollar(CME) |
Mar12 |
120203 |
99.97 |
100.63 |
99.57 |
100.57 |
+0.60 |
76,822 |
114,212 |
+570 |
Jun12 |
120203 |
99.67 |
100.42 |
99.41 |
100.36 |
+0.61 |
108 |
3,563 |
+26 |
Sep12 |
120203 |
99.35 |
100.16 |
99.17 |
100.13 |
+0.60 |
2 |
1,498 |
+0 |
Dec12 |
120203 |
99.65 |
99.95 |
99.31 |
99.92 |
+0.61 |
3 |
553 |
+1 |
Total Volume and Open Interest |
76,935 |
119,867 |
+597 |
Japanese Yen(CME) |
Mar12 |
120203 |
131.29 |
131.38 |
130.36 |
130.64 |
-0.70 |
65,221 |
177,303 |
+5,270 |
Jun12 |
120203 |
131.40 |
131.49 |
130.61 |
130.78 |
-0.71 |
148 |
987 |
+76 |
Sep12 |
120203 |
130.96 |
131.67 |
130.96 |
130.96 |
-0.71 |
0 |
18 |
+0 |
Total Volume and Open Interest |
65,369 |
178,313 |
+5,346 |
Swiss Franc(CME) |
Mar12 |
120203 |
109.13 |
109.63 |
108.33 |
109.01 |
-0.13 |
29,186 |
41,748 |
+970 |
Jun12 |
120203 |
109.49 |
109.51 |
109.03 |
109.21 |
-0.12 |
4 |
54 |
+1 |
Sep12 |
120203 |
109.41 |
109.54 |
109.41 |
109.41 |
-0.13 |
0 |
4 |
+0 |
Total Volume and Open Interest |
29,190 |
41,807 |
+971 |
EuroFX(CME) |
Mar12 |
120203 |
131.47 |
132.17 |
130.67 |
131.54 |
+0.11 |
348,285 |
299,201 |
-1,507 |
Jun12 |
120203 |
131.43 |
132.08 |
130.77 |
131.59 |
+0.11 |
377 |
4,626 |
+98 |
Sep12 |
120203 |
131.68 |
131.68 |
131.56 |
131.68 |
+0.12 |
10 |
73 |
+1 |
Total Volume and Open Interest |
348,674 |
303,919 |
-1,409 |
Mexican Peso(CME) |
Feb12 |
120203 |
788.0 |
788.0 |
779.8 |
788.0 |
+8.2 |
0 |
930 |
+0 |
Mar12 |
120203 |
778.5 |
787.2 |
775.0 |
786.0 |
+8.2 |
33,007 |
148,748 |
-279 |
Total Volume and Open Interest |
33,009 |
150,288 |
-279 |
Brazilian Real(CME) |
Mar12 |
120203 |
577.00 |
579.50 |
575.40 |
579.40 |
+2.40 |
134 |
3,290 |
+106 |
Apr12 |
120203 |
576.25 |
576.25 |
576.15 |
576.25 |
+2.40 |
15 |
15 |
+15 |
May12 |
120203 |
573.10 |
573.10 |
573.00 |
573.10 |
+2.40 |
|
|
|
Jun12 |
120203 |
569.95 |
569.95 |
569.85 |
569.95 |
+2.40 |
0 |
66 |
+0 |
Total Volume and Open Interest |
149 |
16,921 |
+121 |
30-Year T-Bonds(CBOT) |
Mar12 |
120203 |
144~210 |
144~290 |
142~060 |
142~130 |
-2~060 |
378,274 |
614,508 |
+1,677 |
Jun12 |
120203 |
143~100 |
143~140 |
140~280 |
140~310 |
-2~060 |
1,698 |
7,530 |
+553 |
Sep12 |
120203 |
139~270 |
142~010 |
139~270 |
139~270 |
-2~060 |
|
|
|
Total Volume and Open Interest |
379,972 |
622,038 |
+2,230 |
10-Year T-Notes(CBOT) |
Mar12 |
120203 |
132~055 |
132~105 |
131~095 |
131~105 |
-0~270 |
1,018,737 |
1,766,243 |
+12,602 |
Jun12 |
120203 |
132~030 |
132~050 |
131~025 |
131~030 |
-0~295 |
4,783 |
11,807 |
+1,538 |
Sep12 |
120203 |
130~080 |
131~055 |
130~080 |
130~080 |
-0~295 |
|
|
|
Total Volume and Open Interest |
1,023,520 |
1,778,051 |
+14,140 |
5-Year T-Notes(CBOT) |
Mar12 |
120203 |
124~006 |
124~015 |
123~089 |
123~091 |
-0~043 |
490,785 |
1,466,031 |
-8,280 |
Jun12 |
120203 |
124~000 |
124~000 |
123~075 |
123~076 |
-0~048 |
332 |
3,259 |
+12 |
Sep12 |
120203 |
122~100 |
123~020 |
122~100 |
122~100 |
-0~048 |
|
|
|
Total Volume and Open Interest |
491,117 |
1,469,290 |
-8,268 |
2 Year T-Notes(CBOT) |
Mar12 |
120203 |
110~047 |
110~048 |
110~042 |
110~042 |
-0~005 |
151,753 |
944,154 |
+13,607 |
Jun12 |
120203 |
110~040 |
110~040 |
110~034 |
110~034 |
-0~006 |
73 |
4,142 |
+23 |
Sep12 |
120203 |
109~100 |
109~106 |
109~100 |
109~100 |
-0~006 |
|
|
|
Total Volume and Open Interest |
151,826 |
948,296 |
+13,630 |
Eurodollars(CME) |
Mar12 |
120203 |
99.580 |
99.580 |
99.560 |
99.570 |
-0.010 |
219,223 |
955,284 |
+10,782 |
Jun12 |
120203 |
99.580 |
99.585 |
99.555 |
99.570 |
-0.010 |
243,202 |
1,016,240 |
+7,120 |
Sep12 |
120203 |
99.560 |
99.565 |
99.535 |
99.545 |
-0.015 |
223,968 |
750,494 |
+2,798 |
Dec12 |
120203 |
99.535 |
99.545 |
99.510 |
99.520 |
-0.015 |
255,313 |
816,946 |
+3,555 |
Mar13 |
120203 |
99.520 |
99.535 |
99.495 |
99.505 |
-0.015 |
241,313 |
706,683 |
-20,452 |
Jun13 |
120203 |
99.500 |
99.515 |
99.465 |
99.470 |
-0.030 |
196,558 |
596,084 |
+15,716 |
Sep13 |
120203 |
99.475 |
99.485 |
99.420 |
99.425 |
-0.045 |
169,378 |
574,990 |
+2,721 |
Dec13 |
120203 |
99.430 |
99.440 |
99.360 |
99.365 |
-0.065 |
135,102 |
575,829 |
+11,025 |
Mar14 |
120203 |
99.380 |
99.390 |
99.290 |
99.295 |
-0.085 |
115,715 |
426,420 |
+6,701 |
Jun14 |
120203 |
99.300 |
99.310 |
99.190 |
99.195 |
-0.100 |
101,380 |
311,260 |
+2,053 |
Sep14 |
120203 |
99.185 |
99.200 |
99.065 |
99.070 |
-0.115 |
110,966 |
246,787 |
+12,791 |
Dec14 |
120203 |
99.035 |
99.060 |
98.905 |
98.910 |
-0.125 |
79,145 |
281,479 |
+1,296 |
Mar15 |
120203 |
98.885 |
98.905 |
98.745 |
98.750 |
-0.130 |
56,941 |
183,412 |
+4,944 |
Jun15 |
120203 |
0.411 |
0.436 |
0.266 |
0.271 |
-0.140 |
34,971 |
131,706 |
-652 |
Sep15 |
120203 |
0.246 |
0.271 |
0.096 |
0.101 |
-0.140 |
30,411 |
86,597 |
+2,175 |
Dec15 |
120203 |
0.071 |
0.096 |
6.470 |
6.475 |
+6.409 |
28,104 |
99,827 |
+262 |
Mar16 |
120203 |
6.480 |
6.505 |
6.320 |
6.325 |
-0.145 |
17,246 |
56,599 |
+2,032 |
Jun16 |
120203 |
6.325 |
6.350 |
6.155 |
6.165 |
-0.150 |
16,538 |
48,116 |
+1,688 |
Total Volume and Open Interest |
2,329,077 |
8,128,923 |
+72,849 |
30 Day Federal Funds(CBOT) |
Feb12 |
120203 |
99.895 |
99.895 |
99.885 |
99.895 |
unch |
15,131 |
72,024 |
+5,928 |
Mar12 |
120203 |
99.890 |
99.895 |
99.885 |
99.890 |
-0.005 |
8,400 |
36,756 |
-675 |
Apr12 |
120203 |
99.895 |
99.895 |
99.885 |
99.890 |
-0.005 |
4,952 |
38,576 |
+1,707 |
May12 |
120203 |
99.890 |
99.890 |
99.880 |
99.885 |
-0.005 |
3,638 |
44,707 |
+587 |
Jun12 |
120203 |
99.890 |
99.890 |
99.875 |
99.885 |
-0.005 |
3,051 |
29,755 |
-482 |
Jul12 |
120203 |
99.885 |
99.890 |
99.870 |
99.880 |
-0.005 |
1,195 |
34,693 |
+559 |
Total Volume and Open Interest |
53,325 |
493,070 |
-55,651 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120203 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
40 |
+0 |
Jun12 |
120203 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
120203 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
120203 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
120203 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120203 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep13 |
120203 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Dec13 |
120203 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120203 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120203 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120203 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,841 |
+0 |
Jun12 |
120203 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
50 |
1,433 |
-7 |
Sep12 |
120203 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
50 |
679 |
-32 |
Dec12 |
120203 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
115 |
+0 |
Mar13 |
120203 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
120203 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
218 |
+0 |
Sep13 |
120203 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
325 |
+0 |
Dec13 |
120203 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
279 |
+0 |
Total Volume and Open Interest |
100 |
5,021 |
-39 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120203 |
142.78 |
142.86 |
142.69 |
142.71 |
-0.06 |
3,793 |
26,400 |
+1,008 |
Jun12 |
120203 |
142.56 |
142.56 |
142.11 |
142.11 |
-0.06 |
1 |
13 |
+1 |
Sep12 |
120203 |
140.02 |
140.02 |
140.02 |
140.02 |
-0.06 |
0 |
5 |
+0 |
Total Volume and Open Interest |
3,794 |
26,422 |
+1,009 |
Euro-Bund(EUREX) |
Mar12 |
120203 |
139.34 |
139.59 |
138.13 |
138.32 |
-0.76 |
703,181 |
888,738 |
+2,829 |
Jun12 |
120203 |
137.60 |
137.81 |
136.47 |
136.60 |
-0.77 |
2,384 |
8,286 |
+432 |
Sep12 |
120203 |
136.52 |
136.52 |
136.52 |
136.52 |
-0.76 |
0 |
1 |
+0 |
Total Volume and Open Interest |
705,565 |
897,025 |
+3,261 |
Euro-Bobl(EUREX) |
Mar12 |
120203 |
125.38 |
125.50 |
124.75 |
124.98 |
-0.29 |
419,202 |
710,656 |
+3,650 |
Jun12 |
120203 |
123.76 |
123.76 |
123.25 |
123.38 |
-0.30 |
16 |
10,079 |
+15 |
Sep12 |
120203 |
123.28 |
123.28 |
123.28 |
123.28 |
-0.29 |
0 |
4 |
+0 |
Total Volume and Open Interest |
419,218 |
720,739 |
+3,665 |
3-Mth Euribor(EUREX) |
Mar12 |
120203 |
99.100 |
99.100 |
99.100 |
99.100 |
-0.025 |
555 |
1,528 |
-328 |
Jun12 |
120203 |
99.210 |
99.215 |
99.210 |
99.215 |
-0.020 |
25 |
1,128 |
+25 |
Sep12 |
120203 |
99.245 |
99.255 |
99.245 |
99.255 |
-0.015 |
228 |
1,037 |
+25 |
Total Volume and Open Interest |
1,030 |
6,394 |
-104 |
Long Gilt(LIFFE) |
Mar12 |
120203 |
116~05 |
116~11 |
115~00 |
115~08 |
-0~25 |
178,483 |
311,271 |
-10,715 |
Jun12 |
120203 |
115~05 |
115~05 |
113~29 |
114~04 |
-0~25 |
0 |
91 |
+0 |
Total Volume and Open Interest |
178,483 |
311,362 |
-10,715 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120203 |
99.02 |
99.02 |
98.99 |
99.02 |
unch |
68,757 |
312,968 |
-2,051 |
Jun12 |
120203 |
99.07 |
99.08 |
99.05 |
99.07 |
-0.01 |
69,198 |
257,946 |
-1,113 |
Sep12 |
120203 |
99.11 |
99.12 |
99.07 |
99.09 |
-0.02 |
72,195 |
306,930 |
+412 |
Dec12 |
120203 |
99.10 |
99.11 |
99.06 |
99.08 |
-0.03 |
78,380 |
260,771 |
+4,876 |
Mar13 |
120203 |
99.10 |
99.11 |
99.04 |
99.07 |
-0.04 |
84,169 |
306,551 |
+677 |
Jun13 |
120203 |
99.06 |
99.08 |
99.00 |
99.02 |
-0.05 |
57,970 |
235,253 |
-2,874 |
Total Volume and Open Interest |
560,748 |
2,167,326 |
-406 |
3-Mth Euribor(LIFFE) |
Mar12 |
120203 |
99.140 |
99.140 |
99.090 |
99.100 |
-0.025 |
119,816 |
562,116 |
+10,200 |
Jun12 |
120203 |
99.250 |
99.250 |
99.200 |
99.215 |
-0.020 |
164,977 |
526,997 |
+3,661 |
Sep12 |
120203 |
99.275 |
99.285 |
99.235 |
99.255 |
-0.015 |
137,241 |
465,922 |
+589 |
Total Volume and Open Interest |
907,295 |
3,495,468 |
+31,258 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120203 |
95.84 |
95.86 |
95.83 |
95.86 |
+0.01 |
20,976 |
222,272 |
+2,932 |
Jun12 |
120203 |
96.17 |
96.21 |
96.16 |
96.20 |
+0.02 |
20,441 |
176,843 |
+1,486 |
Sep12 |
120203 |
96.29 |
96.33 |
96.28 |
96.33 |
+0.02 |
15,289 |
118,183 |
+430 |
Dec12 |
120203 |
96.30 |
96.34 |
96.28 |
96.33 |
+0.02 |
7,683 |
80,424 |
+1,612 |
Mar13 |
120203 |
96.26 |
96.31 |
96.26 |
96.30 |
+0.02 |
2,090 |
51,809 |
-295 |
Jun13 |
120203 |
96.22 |
96.27 |
96.22 |
96.27 |
+0.03 |
922 |
54,765 |
-344 |
Sep13 |
120203 |
96.17 |
96.23 |
96.17 |
96.23 |
+0.04 |
734 |
34,009 |
+455 |
Dec13 |
120203 |
96.14 |
96.18 |
96.10 |
96.17 |
+0.03 |
393 |
24,644 |
+121 |
Mar14 |
120203 |
96.09 |
96.11 |
96.08 |
96.11 |
+0.02 |
121 |
2,689 |
+29 |
Jun14 |
120203 |
95.98 |
96.03 |
95.98 |
96.02 |
+0.02 |
63 |
467 |
-1 |
Total Volume and Open Interest |
68,712 |
766,288 |
+6,425 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120203 |
96.23 |
96.26 |
96.20 |
96.24 |
+0.01 |
62,073 |
374,751 |
+11,007 |
Jun12 |
120203 |
96.24 |
96.24 |
96.24 |
96.24 |
+0.01 |
|
|
|
Total Volume and Open Interest |
62,073 |
374,751 |
+11,007 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120203 |
96.81 |
96.84 |
96.79 |
96.82 |
unch |
185,199 |
469,318 |
+25,406 |
Jun12 |
120203 |
96.82 |
96.82 |
96.82 |
96.82 |
unch |
|
|
|
Total Volume and Open Interest |
185,199 |
469,318 |
+25,406 |
Gold(CMX) |
Feb12 |
120203 |
1758.7 |
1761.3 |
1724.5 |
1737.9 |
-18.9 |
2,027 |
1,783 |
-1,675 |
Apr12 |
120203 |
1761.7 |
1765.9 |
1726.2 |
1740.3 |
-19.0 |
124,538 |
237,961 |
+6,889 |
Jun12 |
120203 |
1762.3 |
1768.4 |
1729.5 |
1743.0 |
-19.1 |
2,122 |
57,357 |
-599 |
Aug12 |
120203 |
1765.0 |
1769.8 |
1731.4 |
1745.5 |
-19.1 |
297 |
18,064 |
-26 |
Oct12 |
120203 |
1772.2 |
1772.2 |
1738.3 |
1747.9 |
-19.0 |
207 |
12,012 |
-141 |
Dec12 |
120203 |
1769.4 |
1774.1 |
1736.9 |
1750.3 |
-19.0 |
942 |
27,828 |
+155 |
Feb13 |
120203 |
1772.3 |
1773.9 |
1748.7 |
1752.5 |
-18.9 |
242 |
12,108 |
+139 |
Apr13 |
120203 |
1754.1 |
1754.8 |
1754.1 |
1754.8 |
-18.9 |
0 |
2,784 |
+0 |
Jun13 |
120203 |
1757.5 |
1757.5 |
1757.5 |
1757.5 |
-18.9 |
0 |
11,559 |
+0 |
Aug13 |
120203 |
1760.5 |
1760.5 |
1760.5 |
1760.5 |
-18.8 |
0 |
204 |
+0 |
Oct13 |
120203 |
1763.6 |
1763.6 |
1763.6 |
1763.6 |
-18.7 |
0 |
1 |
+0 |
Dec13 |
120203 |
1776.0 |
1776.0 |
1766.9 |
1766.9 |
-18.6 |
150 |
11,297 |
+50 |
Total Volume and Open Interest |
131,859 |
430,094 |
+4,961 |
Silver(CMX) |
Mar12 |
120203 |
3433.5 |
3439.0 |
3331.0 |
3374.9 |
-42.6 |
40,833 |
46,000 |
-1,300 |
May12 |
120203 |
3427.0 |
3442.0 |
3343.0 |
3381.0 |
-42.4 |
7,983 |
14,931 |
+1,055 |
Jul12 |
120203 |
3431.0 |
3435.0 |
3364.5 |
3385.8 |
-42.2 |
1,033 |
6,312 |
+154 |
Sep12 |
120203 |
3441.5 |
3441.5 |
3378.0 |
3388.7 |
-42.1 |
192 |
3,466 |
+39 |
Dec12 |
120203 |
3427.5 |
3427.5 |
3369.5 |
3392.5 |
-41.9 |
606 |
13,693 |
+155 |
Mar13 |
120203 |
3392.5 |
3392.5 |
3392.5 |
3392.5 |
-41.8 |
16 |
1,373 |
+10 |
May13 |
120203 |
3392.0 |
3392.0 |
3392.0 |
3392.0 |
-41.6 |
0 |
1,090 |
+0 |
Total Volume and Open Interest |
50,783 |
101,921 |
+174 |
Platinum(NYMEX) |
Apr12 |
120203 |
1630.5 |
1638.7 |
1616.7 |
1631.9 |
+2.0 |
9,533 |
42,642 |
-335 |
Jul12 |
120203 |
1637.2 |
1637.2 |
1625.4 |
1635.3 |
+2.2 |
72 |
1,939 |
+48 |
Oct12 |
120203 |
1638.4 |
1638.4 |
1638.4 |
1638.4 |
+2.2 |
1 |
159 |
+0 |
Jan13 |
120203 |
1641.4 |
1641.4 |
1641.4 |
1641.4 |
+2.2 |
0 |
3 |
+0 |
Total Volume and Open Interest |
9,606 |
44,743 |
-287 |
Palladium(NYMEX) |
Mar12 |
120203 |
51.64 |
61.64 |
49.59 |
53.49 |
+1.20 |
3,889 |
18,204 |
+223 |
Jun12 |
120203 |
61.39 |
61.39 |
51.29 |
55.19 |
+1.20 |
245 |
1,490 |
+232 |
Sep12 |
120203 |
56.54 |
56.54 |
56.54 |
56.54 |
+1.20 |
0 |
158 |
+0 |
Total Volume and Open Interest |
4,134 |
19,853 |
+455 |
Copper(CMX) |
Mar12 |
120203 |
378.85 |
391.45 |
377.75 |
390.15 |
+12.05 |
47,105 |
70,593 |
-430 |
May12 |
120203 |
380.00 |
392.25 |
378.80 |
391.15 |
+12.00 |
4,663 |
32,874 |
+131 |
Jul12 |
120203 |
380.50 |
393.25 |
380.50 |
392.15 |
+11.95 |
2,609 |
26,422 |
+520 |
Sep12 |
120203 |
388.55 |
393.10 |
388.55 |
393.05 |
+12.00 |
454 |
4,022 |
-20 |
Dec12 |
120203 |
381.95 |
394.60 |
381.95 |
393.85 |
+11.95 |
1,089 |
7,556 |
+404 |
Total Volume and Open Interest |
56,524 |
152,459 |
+672 |
DJIA Index(CBOT) |
Mar12 |
120203 |
12663 |
12814 |
12655 |
12793 |
+127 |
513 |
11,268 |
+280 |
Jun12 |
120203 |
12721 |
12721 |
12596 |
12721 |
+125 |
0 |
287 |
+0 |
Sep12 |
120203 |
12658 |
12658 |
12533 |
12658 |
+125 |
|
|
|
Dec12 |
120203 |
12581 |
12581 |
12456 |
12581 |
+125 |
|
|
|
Total Volume and Open Interest |
513 |
11,555 |
+280 |
E-mini DJIA Index(CBOT) |
Mar12 |
120203 |
12667 |
12833 |
12645 |
12793 |
+127 |
100,929 |
109,912 |
+6,318 |
Jun12 |
120203 |
12631 |
12731 |
12631 |
12721 |
+125 |
4 |
63 |
+0 |
Sep12 |
120203 |
12615 |
12701 |
12615 |
12658 |
+125 |
0 |
12 |
+0 |
Dec12 |
120203 |
12633 |
12633 |
12581 |
12581 |
+125 |
1 |
3 |
+1 |
Total Volume and Open Interest |
100,934 |
109,990 |
+6,319 |
S & P 500(CME) |
Mar12 |
120203 |
1323.00 |
1342.00 |
1320.30 |
1339.10 |
+16.40 |
14,339 |
248,673 |
-392 |
Jun12 |
120203 |
1334.00 |
1336.00 |
1333.50 |
1333.50 |
+16.50 |
49 |
2,889 |
+6 |
Sep12 |
120203 |
1325.00 |
1329.80 |
1323.80 |
1327.30 |
+16.50 |
6 |
1,087 |
-3 |
Dec12 |
120203 |
1318.00 |
1323.60 |
1318.00 |
1320.80 |
+16.50 |
259 |
481 |
+255 |
Total Volume and Open Interest |
14,653 |
253,130 |
-134 |
S & P 500 E-Mini(Globex) |
Mar12 |
120203 |
1322.75 |
1342.00 |
1320.00 |
1339.00 |
+16.25 |
1,904,608 |
2,680,101 |
+8,007 |
Jun12 |
120203 |
1317.00 |
1336.25 |
1315.75 |
1333.50 |
+16.50 |
1,042 |
57,903 |
+161 |
Total Volume and Open Interest |
1,905,719 |
2,738,326 |
+8,149 |
NASDAQ 100(CME) |
Mar12 |
120203 |
2490.80 |
2529.50 |
2490.80 |
2523.00 |
+31.50 |
1,149 |
16,240 |
+746 |
Jun12 |
120203 |
2517.30 |
2530.00 |
2517.30 |
2517.30 |
+31.00 |
|
|
|
Sep12 |
120203 |
2514.80 |
2515.80 |
2514.80 |
2514.80 |
+31.00 |
|
|
|
Total Volume and Open Interest |
1,149 |
16,240 |
+746 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120203 |
2492.00 |
2530.00 |
2489.80 |
2523.00 |
+31.50 |
206,687 |
388,383 |
+6,398 |
Jun12 |
120203 |
2492.30 |
2522.50 |
2492.30 |
2517.30 |
+31.00 |
36 |
195 |
-6 |
Total Volume and Open Interest |
206,727 |
388,585 |
+6,392 |
S & P Midcap 400(CME) |
Mar12 |
120203 |
967.60 |
970.00 |
967.60 |
967.60 |
+13.90 |
182 |
1,620 |
+0 |
Jun12 |
120203 |
965.20 |
967.60 |
965.20 |
965.20 |
+13.90 |
|
|
|
Sep12 |
120203 |
963.20 |
965.60 |
963.20 |
963.20 |
+13.90 |
|
|
|
Total Volume and Open Interest |
182 |
1,620 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120203 |
8875 |
8950 |
8830 |
8915 |
+45 |
4,870 |
22,251 |
+459 |
Jun12 |
120203 |
8870 |
8870 |
8810 |
8855 |
+45 |
2 |
45 |
+2 |
Total Volume and Open Interest |
4,872 |
22,296 |
+461 |
Nikkei 225(SGX) |
Mar12 |
120203 |
8870 |
8895 |
8820 |
8850 |
-25 |
75,596 |
204,308 |
+2,840 |
Jun12 |
120203 |
8805 |
8805 |
8750 |
8775 |
-25 |
1,006 |
7,521 |
+875 |
Sep12 |
120203 |
8770 |
8770 |
8770 |
8770 |
-25 |
0 |
30 |
+0 |
Total Volume and Open Interest |
77,718 |
224,955 |
+4,826 |
CAC 40(EURONEXT) |
Feb12 |
120203 |
3380.5 |
3430.5 |
3360.0 |
3420.5 |
+45.5 |
73,030 |
293,079 |
-1,508 |
Mar12 |
120203 |
3381.0 |
3430.0 |
3363.0 |
3421.0 |
+45.5 |
3,790 |
26,062 |
+80 |
Apr12 |
120203 |
3363.0 |
3421.5 |
3363.0 |
3414.0 |
+44.5 |
0 |
15 |
+3 |
Total Volume and Open Interest |
76,822 |
319,213 |
-1,425 |
Hang Seng Index(HKFE) |
Feb12 |
120203 |
20729 |
20817 |
20652 |
20755 |
-17 |
71,041 |
91,366 |
+3,748 |
Mar12 |
120203 |
20786 |
20786 |
20606 |
20702 |
-9 |
1,386 |
5,822 |
-69 |
Total Volume and Open Interest |
72,907 |
100,009 |
+4,013 |
DAX(EUREX) |
Mar12 |
120203 |
6663.0 |
6795.0 |
6639.5 |
6768.0 |
+106.0 |
166,840 |
166,955 |
+3,527 |
Jun12 |
120203 |
6678.0 |
6806.5 |
6655.0 |
6781.5 |
+105.5 |
1,298 |
5,908 |
+601 |
Sep12 |
120203 |
6715.5 |
6797.5 |
6715.5 |
6788.5 |
+106.0 |
98 |
425 |
-35 |
Total Volume and Open Interest |
168,236 |
173,288 |
+4,093 |
FT-SE 100(EURONEXT) |
Mar12 |
120203 |
5762.00 |
5878.50 |
5741.00 |
5856.00 |
+107.00 |
104,942 |
643,259 |
+225 |
Jun12 |
120203 |
5716.50 |
5815.00 |
5716.50 |
5805.50 |
+106.00 |
1,006 |
9,386 |
+2,002 |
Sep12 |
120203 |
5775.00 |
5775.00 |
5775.00 |
5775.00 |
+107.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
105,948 |
652,655 |
+2,227 |
SPI 200(SFE) |
Mar12 |
120203 |
4243.0 |
4250.0 |
4211.0 |
4222.0 |
-17.0 |
31,767 |
182,191 |
-3,040 |
Jun12 |
120203 |
4233.0 |
4233.0 |
4233.0 |
4233.0 |
-17.0 |
550 |
2,010 |
-173 |
Sep12 |
120203 |
4200.0 |
4200.0 |
4200.0 |
4200.0 |
-16.0 |
22 |
1,348 |
-2 |
Total Volume and Open Interest |
32,731 |
187,766 |
-2,939 |
GSCI(CME) |
Feb12 |
120203 |
663.00 |
667.00 |
661.00 |
667.00 |
+9.00 |
186 |
10,107 |
-57 |
Mar12 |
120203 |
666.15 |
670.40 |
664.50 |
670.30 |
+8.80 |
112 |
147 |
+108 |
Apr12 |
120203 |
672.00 |
672.00 |
662.95 |
672.00 |
+9.00 |
|
|
|
Total Volume and Open Interest |
298 |
10,254 |
+51 |
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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