|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon February 06, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120206 |
1230.75 |
1244.00 |
1230.75 |
1233.00 |
+0.50 |
96,532 |
187,197 |
-3,266 |
May12 |
120206 |
1239.25 |
1252.25 |
1239.00 |
1242.00 |
+1.25 |
32,054 |
120,867 |
+2,919 |
Jul12 |
120206 |
1248.00 |
1261.75 |
1248.00 |
1251.75 |
+1.50 |
25,720 |
97,273 |
-700 |
Aug12 |
120206 |
1250.25 |
1255.00 |
1248.00 |
1249.50 |
+1.50 |
332 |
2,677 |
+68 |
Sep12 |
120206 |
1248.00 |
1250.25 |
1241.50 |
1242.50 |
+1.00 |
378 |
1,999 |
+95 |
Nov12 |
120206 |
1234.00 |
1246.00 |
1233.75 |
1239.00 |
+1.75 |
12,741 |
72,611 |
+1,210 |
Jan13 |
120206 |
1239.25 |
1251.75 |
1239.25 |
1245.00 |
+2.00 |
368 |
14,176 |
-68 |
Mar13 |
120206 |
1250.00 |
1253.00 |
1245.25 |
1246.25 |
+1.00 |
392 |
1,826 |
+128 |
May13 |
120206 |
1247.00 |
1250.00 |
1242.50 |
1243.50 |
+1.00 |
261 |
1,145 |
+51 |
Jul13 |
120206 |
1249.50 |
1252.50 |
1243.50 |
1245.50 |
+0.50 |
192 |
1,408 |
+60 |
Aug13 |
120206 |
1239.25 |
1240.25 |
1239.25 |
1239.25 |
-1.00 |
0 |
2 |
+0 |
Sep13 |
120206 |
1221.00 |
1223.50 |
1221.00 |
1221.00 |
-2.50 |
|
|
|
Nov13 |
120206 |
1210.00 |
1214.00 |
1203.50 |
1206.00 |
-3.00 |
54 |
2,750 |
+39 |
Jan14 |
120206 |
1213.25 |
1216.25 |
1213.25 |
1213.25 |
-3.00 |
0 |
60 |
+0 |
Total Volume and Open Interest |
169,028 |
504,393 |
+537 |
Soybean Meal(CBOT) |
Mar12 |
120206 |
329.10 |
331.00 |
325.30 |
327.50 |
-1.10 |
36,944 |
84,514 |
-1,176 |
May12 |
120206 |
329.80 |
332.50 |
327.10 |
329.00 |
-1.20 |
6,597 |
34,986 |
+4 |
Jul12 |
120206 |
331.90 |
334.90 |
329.60 |
331.60 |
-1.00 |
4,618 |
31,913 |
-273 |
Aug12 |
120206 |
332.90 |
333.20 |
329.10 |
331.10 |
-0.80 |
167 |
6,464 |
+6 |
Sep12 |
120206 |
330.30 |
332.00 |
328.10 |
329.80 |
-0.70 |
124 |
5,659 |
-3 |
Oct12 |
120206 |
327.20 |
327.20 |
324.60 |
326.40 |
-0.80 |
113 |
3,546 |
+2 |
Dec12 |
120206 |
326.30 |
328.10 |
324.40 |
326.10 |
-0.70 |
3,668 |
24,077 |
+274 |
Jan13 |
120206 |
325.50 |
327.20 |
325.50 |
327.20 |
-0.90 |
193 |
2,295 |
+85 |
Mar13 |
120206 |
329.50 |
329.50 |
326.50 |
328.30 |
-1.30 |
132 |
2,843 |
+19 |
May13 |
120206 |
329.50 |
329.50 |
325.50 |
327.70 |
-1.90 |
25 |
1,542 |
+14 |
Total Volume and Open Interest |
52,584 |
199,351 |
-1,045 |
Soybean Oil(CBOT) |
Mar12 |
120206 |
51.64 |
52.36 |
51.52 |
52.16 |
+0.51 |
45,878 |
141,094 |
+319 |
May12 |
120206 |
52.00 |
52.77 |
51.97 |
52.56 |
+0.48 |
12,512 |
82,092 |
+1,905 |
Jul12 |
120206 |
52.44 |
53.17 |
52.41 |
52.97 |
+0.48 |
7,331 |
52,745 |
+102 |
Aug12 |
120206 |
53.16 |
53.26 |
52.62 |
53.08 |
+0.46 |
331 |
6,559 |
+63 |
Sep12 |
120206 |
53.07 |
53.36 |
52.74 |
53.19 |
+0.45 |
269 |
5,617 |
+110 |
Oct12 |
120206 |
53.09 |
53.37 |
52.80 |
53.24 |
+0.44 |
98 |
5,529 |
-6 |
Dec12 |
120206 |
52.99 |
53.63 |
52.98 |
53.45 |
+0.47 |
4,511 |
30,619 |
-483 |
Jan13 |
120206 |
53.69 |
53.69 |
53.13 |
53.60 |
+0.47 |
76 |
1,060 |
+41 |
Mar13 |
120206 |
53.49 |
53.89 |
53.35 |
53.78 |
+0.43 |
3 |
870 |
+2 |
May13 |
120206 |
53.66 |
53.83 |
53.45 |
53.83 |
+0.38 |
0 |
135 |
+0 |
Total Volume and Open Interest |
71,009 |
327,401 |
+2,053 |
Canola(WCE) |
Mar12 |
120206 |
525.6 |
530.6 |
525.6 |
529.6 |
+4.1 |
6,850 |
66,924 |
-1,963 |
May12 |
120206 |
529.2 |
534.1 |
529.2 |
533.1 |
+3.7 |
6,058 |
43,067 |
+2,062 |
Jul12 |
120206 |
532.8 |
537.0 |
532.8 |
536.5 |
+3.7 |
2,913 |
27,138 |
+191 |
Nov12 |
120206 |
515.3 |
516.2 |
512.2 |
515.5 |
+2.6 |
2,730 |
30,428 |
+1,879 |
Jan13 |
120206 |
514.6 |
521.0 |
514.6 |
520.5 |
+2.8 |
45 |
1,716 |
+42 |
Total Volume and Open Interest |
18,616 |
170,468 |
+2,214 |
Corn(CBOT) |
Mar12 |
120206 |
641.00 |
648.50 |
639.25 |
644.25 |
-0.25 |
165,100 |
394,919 |
-9,723 |
May12 |
120206 |
647.25 |
654.50 |
645.75 |
651.25 |
+0.50 |
61,942 |
267,007 |
+219 |
Jul12 |
120206 |
651.50 |
659.25 |
650.25 |
656.25 |
+0.75 |
54,849 |
211,915 |
+2,395 |
Sep12 |
120206 |
600.75 |
605.25 |
598.75 |
605.25 |
+0.50 |
8,747 |
68,833 |
+908 |
Dec12 |
120206 |
576.50 |
582.25 |
576.00 |
581.25 |
-0.25 |
29,606 |
234,364 |
+6,917 |
Mar13 |
120206 |
589.00 |
593.25 |
588.25 |
593.00 |
-0.25 |
666 |
42,936 |
+140 |
May13 |
120206 |
596.25 |
600.25 |
596.25 |
600.00 |
-0.25 |
95 |
2,207 |
+27 |
Jul13 |
120206 |
605.00 |
605.25 |
599.50 |
604.75 |
-0.50 |
261 |
2,791 |
+12 |
Sep13 |
120206 |
567.00 |
570.75 |
567.00 |
570.75 |
+1.50 |
140 |
656 |
+79 |
Dec13 |
120206 |
560.00 |
563.50 |
557.00 |
563.50 |
+1.25 |
587 |
17,723 |
+237 |
Total Volume and Open Interest |
322,051 |
1,245,938 |
+1,238 |
Wheat(CBOT) |
Mar12 |
120206 |
660.50 |
669.00 |
656.25 |
668.50 |
+7.75 |
69,453 |
167,570 |
-1,598 |
May12 |
120206 |
674.00 |
681.00 |
669.50 |
679.75 |
+5.75 |
24,668 |
107,885 |
+516 |
Jul12 |
120206 |
686.75 |
695.25 |
684.00 |
692.00 |
+3.00 |
17,209 |
95,373 |
+364 |
Sep12 |
120206 |
702.00 |
710.75 |
702.00 |
709.25 |
+3.25 |
4,165 |
32,598 |
+1,501 |
Dec12 |
120206 |
719.50 |
727.50 |
718.00 |
726.50 |
+3.25 |
6,483 |
57,155 |
+756 |
Mar13 |
120206 |
737.00 |
741.25 |
737.00 |
741.00 |
+3.25 |
295 |
4,213 |
+66 |
Total Volume and Open Interest |
122,678 |
471,333 |
+1,734 |
Wheat(KCBT) |
Mar12 |
120206 |
712.00 |
722.50 |
709.50 |
719.00 |
+6.25 |
9,523 |
48,396 |
-1,268 |
May12 |
120206 |
720.00 |
729.75 |
719.50 |
727.00 |
+5.75 |
3,946 |
29,578 |
-149 |
Jul12 |
120206 |
728.75 |
736.75 |
727.50 |
733.00 |
+3.50 |
3,654 |
43,455 |
+709 |
Sep12 |
120206 |
736.00 |
748.50 |
736.00 |
744.75 |
+4.00 |
239 |
10,018 |
+9 |
Dec12 |
120206 |
757.25 |
766.50 |
756.00 |
762.50 |
+3.75 |
761 |
14,486 |
+180 |
Mar13 |
120206 |
775.75 |
775.75 |
773.75 |
773.75 |
+3.75 |
10 |
519 |
+8 |
Total Volume and Open Interest |
18,147 |
146,880 |
-507 |
Wheat(MGE) |
Mar12 |
120206 |
836.00 |
845.00 |
835.00 |
841.00 |
+2.50 |
1,671 |
11,807 |
-542 |
May12 |
120206 |
824.00 |
830.00 |
824.00 |
826.75 |
+0.50 |
1,112 |
8,662 |
-337 |
Jul12 |
120206 |
813.00 |
816.75 |
810.50 |
812.25 |
-1.25 |
430 |
8,932 |
+35 |
Sep12 |
120206 |
785.25 |
791.75 |
785.25 |
788.50 |
+2.25 |
167 |
5,370 |
-21 |
Dec12 |
120206 |
792.75 |
798.50 |
792.75 |
795.50 |
+1.25 |
301 |
4,045 |
-74 |
Total Volume and Open Interest |
3,696 |
39,148 |
-933 |
Oats(CBOT) |
Mar12 |
120206 |
314.25 |
334.00 |
312.75 |
327.00 |
+12.75 |
1,078 |
6,099 |
-282 |
May12 |
120206 |
309.00 |
321.00 |
308.00 |
320.75 |
+12.75 |
147 |
5,730 |
+53 |
Jul12 |
120206 |
310.00 |
319.75 |
308.00 |
319.75 |
+11.75 |
37 |
324 |
+13 |
Sep12 |
120206 |
311.00 |
318.00 |
309.00 |
318.00 |
+9.00 |
3 |
43 |
+1 |
Total Volume and Open Interest |
1,279 |
13,192 |
-207 |
Rough Rice(CBOT) |
Mar12 |
120206 |
13.93 |
13.96 |
13.82 |
13.94 |
+0.06 |
935 |
10,432 |
-260 |
May12 |
120206 |
14.15 |
14.22 |
14.11 |
14.20 |
+0.06 |
445 |
3,982 |
+151 |
Jul12 |
120206 |
14.43 |
14.50 |
14.39 |
14.48 |
+0.06 |
14 |
726 |
+4 |
Sep12 |
120206 |
14.51 |
14.52 |
14.45 |
14.52 |
+0.07 |
1 |
340 |
+1 |
Total Volume and Open Interest |
1,395 |
15,488 |
-104 |
Live Cattle(CME) |
Feb12 |
120206 |
123.035 |
124.050 |
123.000 |
123.750 |
+0.115 |
11,421 |
37,858 |
-4,340 |
Apr12 |
120206 |
127.000 |
127.950 |
127.000 |
127.500 |
+0.100 |
14,065 |
139,723 |
+2,546 |
Jun12 |
120206 |
126.400 |
127.350 |
126.350 |
127.230 |
+0.380 |
5,724 |
91,277 |
+125 |
Aug12 |
120206 |
128.035 |
129.300 |
128.035 |
129.235 |
+0.385 |
4,151 |
41,804 |
+204 |
Oct12 |
120206 |
131.950 |
132.550 |
131.900 |
132.550 |
+0.225 |
1,215 |
15,416 |
+58 |
Dec12 |
120206 |
132.800 |
133.235 |
132.550 |
133.200 |
+0.015 |
933 |
9,876 |
+227 |
Total Volume and Open Interest |
37,898 |
340,098 |
-984 |
Feeder Cattle(CME) |
Mar12 |
120206 |
153.700 |
154.575 |
153.550 |
154.130 |
-0.320 |
2,565 |
19,639 |
-316 |
Apr12 |
120206 |
156.435 |
157.000 |
156.075 |
156.550 |
-0.485 |
1,169 |
7,846 |
+205 |
May12 |
120206 |
157.800 |
158.200 |
157.300 |
157.935 |
-0.465 |
1,225 |
7,354 |
+405 |
Aug12 |
120206 |
159.075 |
159.550 |
158.700 |
159.250 |
-0.500 |
581 |
8,656 |
+254 |
Sep12 |
120206 |
158.950 |
159.200 |
158.485 |
159.200 |
-0.200 |
70 |
1,493 |
+23 |
Oct12 |
120206 |
159.000 |
159.150 |
158.500 |
159.150 |
-0.250 |
55 |
720 |
+21 |
Nov12 |
120206 |
159.000 |
159.200 |
158.735 |
159.200 |
-0.200 |
2 |
364 |
+1 |
Total Volume and Open Interest |
5,672 |
46,082 |
+598 |
Lean Hogs(CME) |
Feb12 |
120206 |
87.350 |
87.400 |
86.730 |
87.135 |
-0.400 |
6,168 |
14,228 |
-2,154 |
Apr12 |
120206 |
88.580 |
89.580 |
88.350 |
88.550 |
-0.380 |
17,835 |
92,662 |
+385 |
May12 |
120206 |
96.900 |
97.580 |
96.900 |
97.000 |
-0.250 |
183 |
2,887 |
+58 |
Jun12 |
120206 |
97.885 |
98.850 |
97.700 |
98.480 |
+0.380 |
7,636 |
60,745 |
-23 |
Jul12 |
120206 |
98.600 |
99.285 |
98.350 |
98.850 |
+0.050 |
2,180 |
21,289 |
+1,253 |
Aug12 |
120206 |
98.000 |
98.930 |
98.000 |
98.500 |
+0.215 |
2,297 |
20,403 |
-248 |
Oct12 |
120206 |
88.980 |
89.500 |
88.900 |
89.250 |
-0.080 |
2,053 |
19,574 |
+779 |
Dec12 |
120206 |
84.450 |
84.900 |
84.450 |
84.750 |
-0.050 |
1,245 |
11,177 |
+568 |
Total Volume and Open Interest |
40,554 |
247,692 |
+1,141 |
Class III Milk(CME) |
Feb12 |
120206 |
16.11 |
16.18 |
16.03 |
16.15 |
unch |
200 |
5,478 |
+68 |
Mar12 |
120206 |
15.80 |
15.90 |
15.63 |
15.88 |
-0.01 |
751 |
5,857 |
-80 |
Apr12 |
120206 |
15.94 |
16.05 |
15.81 |
16.03 |
+0.09 |
340 |
3,533 |
+107 |
May12 |
120206 |
16.33 |
16.48 |
16.29 |
16.48 |
+0.06 |
139 |
3,028 |
+31 |
Jun12 |
120206 |
16.62 |
16.77 |
16.59 |
16.71 |
+0.04 |
89 |
2,579 |
+38 |
Total Volume and Open Interest |
1,810 |
35,397 |
+282 |
Cocoa(ICE) |
Mar12 |
120206 |
2317 |
2332 |
2237 |
2263 |
-37 |
14,162 |
55,929 |
-4,959 |
May12 |
120206 |
2327 |
2359 |
2266 |
2290 |
-37 |
8,869 |
44,114 |
+3,902 |
Jul12 |
120206 |
2363 |
2374 |
2300 |
2317 |
-36 |
3,231 |
26,725 |
+729 |
Sep12 |
120206 |
2389 |
2389 |
2325 |
2338 |
-34 |
1,138 |
15,460 |
+20 |
Dec12 |
120206 |
2377 |
2393 |
2348 |
2361 |
-35 |
1,331 |
15,938 |
+298 |
Mar13 |
120206 |
2410 |
2420 |
2369 |
2390 |
-35 |
965 |
7,773 |
+508 |
May13 |
120206 |
2424 |
2431 |
2394 |
2402 |
-38 |
59 |
2,593 |
-14 |
Total Volume and Open Interest |
29,755 |
169,593 |
+484 |
Coffee "C"(ICE) |
Mar12 |
120206 |
215.00 |
219.80 |
213.05 |
218.80 |
+2.85 |
16,052 |
54,564 |
-174 |
May12 |
120206 |
218.45 |
222.60 |
216.10 |
221.70 |
+2.80 |
7,842 |
37,908 |
+1,899 |
Jul12 |
120206 |
220.85 |
225.70 |
219.60 |
224.75 |
+2.85 |
3,889 |
18,988 |
+1,194 |
Sep12 |
120206 |
223.70 |
227.70 |
222.50 |
227.60 |
+2.90 |
1,670 |
9,086 |
+605 |
Dec12 |
120206 |
227.50 |
231.35 |
226.75 |
231.35 |
+2.85 |
919 |
8,052 |
+362 |
Mar13 |
120206 |
230.20 |
235.00 |
230.20 |
234.90 |
+2.80 |
216 |
1,210 |
+64 |
Total Volume and Open Interest |
30,621 |
130,477 |
+3,955 |
Orange Juice(ICE) |
Mar12 |
120206 |
200.00 |
206.65 |
200.00 |
201.50 |
+0.05 |
1,403 |
18,011 |
-438 |
May12 |
120206 |
195.00 |
198.00 |
193.65 |
195.30 |
+0.45 |
696 |
6,105 |
+308 |
Jul12 |
120206 |
188.90 |
189.40 |
188.90 |
189.40 |
+0.50 |
51 |
1,060 |
+6 |
Sep12 |
120206 |
186.75 |
186.75 |
186.75 |
186.75 |
-0.25 |
0 |
350 |
+0 |
Nov12 |
120206 |
178.95 |
178.95 |
178.95 |
178.95 |
-0.25 |
3 |
301 |
+1 |
Jan13 |
120206 |
176.45 |
176.45 |
176.45 |
176.45 |
-0.25 |
0 |
15 |
+0 |
Total Volume and Open Interest |
2,153 |
25,846 |
-123 |
Sugar #11(ICE) |
Mar12 |
120206 |
23.94 |
24.59 |
23.94 |
24.50 |
+0.56 |
45,416 |
199,796 |
-872 |
May12 |
120206 |
23.50 |
23.79 |
23.24 |
23.74 |
+0.49 |
29,792 |
143,774 |
+2,699 |
Jul12 |
120206 |
23.00 |
23.15 |
22.73 |
23.12 |
+0.35 |
18,857 |
154,594 |
+712 |
Oct12 |
120206 |
23.30 |
23.53 |
23.11 |
23.50 |
+0.30 |
9,111 |
72,544 |
-689 |
Mar13 |
120206 |
24.10 |
24.30 |
23.91 |
24.28 |
+0.23 |
4,573 |
52,892 |
+335 |
Total Volume and Open Interest |
109,175 |
681,710 |
+2,761 |
London Cocoa(LCE) |
Mar12 |
120206 |
1516 |
1516 |
1458 |
1472 |
-30 |
6,877 |
66,294 |
+70 |
May12 |
120206 |
1530 |
1530 |
1474 |
1491 |
-27 |
2,533 |
22,926 |
+101 |
Jul12 |
120206 |
1545 |
1545 |
1489 |
1506 |
-27 |
2,156 |
29,582 |
-707 |
Sep12 |
120206 |
1554 |
1555 |
1500 |
1514 |
-29 |
737 |
24,510 |
-18 |
Dec12 |
120206 |
1559 |
1560 |
1507 |
1518 |
-31 |
461 |
18,053 |
+255 |
Mar13 |
120206 |
1562 |
1563 |
1522 |
1529 |
-29 |
960 |
10,238 |
-183 |
May13 |
120206 |
1542 |
1548 |
1537 |
1537 |
-28 |
420 |
5,651 |
+21 |
Total Volume and Open Interest |
14,609 |
179,213 |
-364 |
London Sugar(LCE) |
Mar12 |
120206 |
635.30 |
645.00 |
633.70 |
642.50 |
+7.40 |
4,761 |
21,837 |
-472 |
May12 |
120206 |
619.90 |
630.00 |
618.80 |
627.60 |
+7.70 |
5,315 |
22,207 |
+317 |
Aug12 |
120206 |
604.70 |
613.30 |
604.70 |
610.50 |
+5.20 |
1,683 |
17,432 |
+261 |
Oct12 |
120206 |
606.50 |
612.40 |
605.00 |
609.20 |
+3.80 |
1,122 |
5,872 |
+83 |
Dec12 |
120206 |
613.00 |
615.40 |
608.10 |
612.90 |
+3.50 |
716 |
2,092 |
+53 |
Total Volume and Open Interest |
14,065 |
72,615 |
+256 |
Cotton(ICE) |
Mar12 |
120206 |
96.96 |
97.26 |
95.90 |
96.31 |
-0.03 |
13,208 |
71,427 |
-1,768 |
May12 |
120206 |
98.00 |
98.50 |
97.22 |
97.83 |
+0.35 |
7,442 |
46,932 |
+1,471 |
Jul12 |
120206 |
98.91 |
99.60 |
98.23 |
99.21 |
+0.76 |
2,476 |
37,845 |
+275 |
Oct12 |
120206 |
98.71 |
98.71 |
98.71 |
98.71 |
+0.71 |
0 |
89 |
+0 |
Dec12 |
120206 |
96.36 |
97.34 |
96.21 |
97.28 |
+0.90 |
1,765 |
20,771 |
+795 |
Mar13 |
120206 |
97.55 |
98.50 |
97.55 |
98.48 |
+0.92 |
289 |
982 |
+226 |
Total Volume and Open Interest |
25,214 |
179,057 |
+1,006 |
Lumber(CME) |
Mar12 |
120206 |
266.6 |
272.5 |
263.5 |
272.5 |
+10.0 |
736 |
5,496 |
-240 |
May12 |
120206 |
271.8 |
275.2 |
268.6 |
275.2 |
+10.0 |
297 |
3,863 |
-6 |
Jul12 |
120206 |
282.0 |
285.2 |
279.1 |
285.2 |
+10.0 |
17 |
554 |
+5 |
Sep12 |
120206 |
287.7 |
290.8 |
285.3 |
289.0 |
+6.3 |
16 |
511 |
+4 |
Total Volume and Open Interest |
1,067 |
10,475 |
-237 |
Crude Oil(NYM) |
Mar12 |
120206 |
97.74 |
97.75 |
96.38 |
96.91 |
-0.93 |
331,240 |
289,470 |
+1,383 |
Apr12 |
120206 |
98.15 |
98.15 |
96.78 |
97.41 |
-0.82 |
86,850 |
126,051 |
+6,612 |
May12 |
120206 |
98.56 |
98.66 |
97.38 |
98.06 |
-0.65 |
56,361 |
104,774 |
+1,453 |
Jun12 |
120206 |
99.07 |
99.18 |
97.93 |
98.68 |
-0.49 |
74,101 |
103,109 |
+893 |
Jul12 |
120206 |
99.40 |
99.60 |
98.48 |
99.18 |
-0.36 |
25,655 |
56,607 |
+5,876 |
Aug12 |
120206 |
99.65 |
99.93 |
98.95 |
99.55 |
-0.24 |
13,648 |
39,981 |
-226 |
Sep12 |
120206 |
99.57 |
100.21 |
99.03 |
99.83 |
-0.17 |
15,389 |
42,829 |
-1,052 |
Oct12 |
120206 |
99.87 |
100.40 |
99.77 |
100.08 |
-0.12 |
6,892 |
32,722 |
+192 |
Nov12 |
120206 |
100.57 |
100.64 |
99.96 |
100.30 |
-0.08 |
7,126 |
34,063 |
+1,093 |
Dec12 |
120206 |
100.63 |
100.84 |
99.65 |
100.49 |
-0.04 |
63,501 |
189,602 |
+1,360 |
Jan13 |
120206 |
100.49 |
100.56 |
100.49 |
100.56 |
+0.02 |
7,148 |
32,828 |
+1,857 |
Feb13 |
120206 |
100.54 |
100.54 |
100.54 |
100.54 |
+0.06 |
3,152 |
16,052 |
-444 |
Mar13 |
120206 |
100.43 |
100.43 |
100.43 |
100.43 |
+0.09 |
3,648 |
17,297 |
+128 |
Apr13 |
120206 |
100.24 |
100.24 |
100.24 |
100.24 |
+0.12 |
1,067 |
8,812 |
+110 |
May13 |
120206 |
100.01 |
100.01 |
100.01 |
100.01 |
+0.15 |
615 |
8,449 |
+126 |
Jun13 |
120206 |
99.11 |
99.79 |
99.10 |
99.76 |
+0.18 |
11,220 |
53,045 |
-805 |
Total Volume and Open Interest |
745,272 |
1,437,443 |
+19,444 |
e-miNY Crude Oil(NYM) |
Feb12 |
120119 |
101.100 |
102.075 |
100.050 |
100.400 |
-0.200 |
6,357 |
1,305 |
-91 |
Mar12 |
120206 |
97.750 |
97.750 |
96.375 |
96.900 |
-0.950 |
8,363 |
2,309 |
-98 |
Apr12 |
120206 |
98.175 |
98.175 |
96.850 |
97.400 |
-0.825 |
323 |
327 |
+31 |
May12 |
120206 |
98.250 |
98.575 |
97.525 |
98.050 |
-0.650 |
146 |
145 |
-7 |
Jun12 |
120206 |
98.550 |
98.775 |
98.400 |
98.675 |
-0.500 |
43 |
63 |
+13 |
Jul12 |
120206 |
99.175 |
99.175 |
99.175 |
99.175 |
-0.375 |
1 |
12 |
+0 |
Aug12 |
120206 |
99.475 |
99.550 |
99.475 |
99.550 |
-0.250 |
1 |
9 |
+1 |
Sep12 |
120206 |
99.825 |
99.825 |
99.825 |
99.825 |
-0.175 |
0 |
1 |
+0 |
Oct12 |
120206 |
100.075 |
100.075 |
100.075 |
100.075 |
-0.125 |
0 |
10 |
+0 |
Nov12 |
120206 |
100.300 |
100.300 |
100.300 |
100.300 |
-0.075 |
|
|
|
Total Volume and Open Interest |
8,877 |
3,099 |
-60 |
Heating Oil(NYM) |
Mar12 |
120206 |
311.86 |
319.18 |
310.13 |
317.07 |
+5.63 |
61,641 |
91,829 |
-1,153 |
Apr12 |
120206 |
309.39 |
316.19 |
308.05 |
314.40 |
+4.94 |
28,216 |
40,642 |
+2,527 |
May12 |
120206 |
307.43 |
313.35 |
306.05 |
311.81 |
+4.33 |
18,433 |
33,719 |
+1,393 |
Jun12 |
120206 |
306.61 |
311.31 |
304.91 |
310.11 |
+3.82 |
26,152 |
52,452 |
+2,052 |
Jul12 |
120206 |
305.65 |
310.04 |
305.52 |
309.57 |
+3.57 |
4,249 |
13,059 |
+415 |
Aug12 |
120206 |
308.22 |
309.55 |
308.22 |
309.52 |
+3.44 |
2,207 |
6,207 |
+575 |
Sep12 |
120206 |
306.07 |
310.96 |
305.29 |
309.93 |
+3.43 |
2,281 |
11,735 |
+362 |
Oct12 |
120206 |
308.36 |
311.02 |
308.36 |
310.63 |
+3.47 |
590 |
4,529 |
+163 |
Nov12 |
120206 |
307.63 |
311.77 |
307.63 |
311.32 |
+3.50 |
273 |
2,679 |
-44 |
Dec12 |
120206 |
308.30 |
312.77 |
307.18 |
311.88 |
+3.51 |
3,609 |
22,928 |
+271 |
Jan13 |
120206 |
310.18 |
312.48 |
310.18 |
312.48 |
+3.56 |
854 |
2,927 |
-245 |
Feb13 |
120206 |
310.08 |
312.15 |
310.08 |
312.15 |
+3.56 |
34 |
773 |
+23 |
Total Volume and Open Interest |
148,619 |
284,310 |
+6,320 |
Gasoline(NYMEX) |
Mar12 |
120206 |
291.50 |
294.38 |
289.12 |
292.79 |
+1.35 |
58,572 |
100,350 |
-1,717 |
Apr12 |
120206 |
305.00 |
308.21 |
302.33 |
306.74 |
+2.08 |
36,840 |
49,947 |
+2,581 |
May12 |
120206 |
303.74 |
306.86 |
301.21 |
305.74 |
+2.28 |
22,172 |
43,676 |
+630 |
Jun12 |
120206 |
299.65 |
304.13 |
298.50 |
302.94 |
+2.37 |
16,633 |
41,909 |
+967 |
Jul12 |
120206 |
296.70 |
300.76 |
295.57 |
299.42 |
+2.47 |
7,930 |
24,488 |
+1,147 |
Aug12 |
120206 |
293.20 |
297.00 |
291.55 |
295.76 |
+2.53 |
5,453 |
15,380 |
+158 |
Sep12 |
120206 |
288.35 |
292.93 |
288.35 |
291.78 |
+2.55 |
3,041 |
13,634 |
+586 |
Oct12 |
120206 |
273.48 |
278.72 |
273.48 |
277.46 |
+2.77 |
1,328 |
9,347 |
-47 |
Nov12 |
120206 |
273.89 |
274.80 |
273.89 |
273.89 |
+2.80 |
1,358 |
4,870 |
+663 |
Dec12 |
120206 |
266.90 |
272.75 |
266.90 |
271.84 |
+2.82 |
2,650 |
17,419 |
+675 |
Total Volume and Open Interest |
156,535 |
329,690 |
+5,657 |
e-miNY RBOB Gasoline(NYM) |
Mar12 |
120206 |
292.80 |
292.80 |
292.79 |
292.80 |
+1.40 |
0 |
1 |
+0 |
Apr12 |
120206 |
306.70 |
306.74 |
306.70 |
306.70 |
+2.00 |
|
|
|
May12 |
120206 |
305.70 |
305.74 |
305.70 |
305.70 |
+2.20 |
|
|
|
Jun12 |
120206 |
302.90 |
302.94 |
302.90 |
302.90 |
+2.30 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Mar12 |
120206 |
2.503 |
2.587 |
2.447 |
2.550 |
+0.051 |
249,784 |
281,557 |
-18,038 |
Apr12 |
120206 |
2.686 |
2.769 |
2.635 |
2.738 |
+0.061 |
89,977 |
165,522 |
+1,695 |
May12 |
120206 |
2.769 |
2.885 |
2.746 |
2.858 |
+0.069 |
48,745 |
133,448 |
+5,324 |
Jun12 |
120206 |
2.857 |
2.978 |
2.844 |
2.952 |
+0.073 |
28,148 |
72,695 |
+2,303 |
Jul12 |
120206 |
2.934 |
3.060 |
2.930 |
3.033 |
+0.079 |
24,000 |
68,636 |
+2,328 |
Aug12 |
120206 |
2.970 |
3.095 |
2.956 |
3.068 |
+0.080 |
17,861 |
38,679 |
+4,068 |
Sep12 |
120206 |
2.997 |
3.106 |
2.970 |
3.080 |
+0.078 |
15,679 |
45,192 |
+2,235 |
Oct12 |
120206 |
3.028 |
3.151 |
3.021 |
3.125 |
+0.077 |
33,093 |
107,012 |
+3,355 |
Nov12 |
120206 |
3.223 |
3.307 |
3.179 |
3.285 |
+0.074 |
9,915 |
40,472 |
+2,116 |
Dec12 |
120206 |
3.485 |
3.602 |
3.476 |
3.583 |
+0.076 |
6,093 |
35,023 |
+166 |
Jan13 |
120206 |
3.670 |
3.730 |
3.623 |
3.715 |
+0.075 |
10,838 |
55,120 |
+1,206 |
Feb13 |
120206 |
3.621 |
3.732 |
3.621 |
3.720 |
+0.075 |
1,389 |
15,498 |
-55 |
Mar13 |
120206 |
3.600 |
3.711 |
3.600 |
3.700 |
+0.078 |
3,407 |
24,858 |
-338 |
Apr13 |
120206 |
3.561 |
3.672 |
3.557 |
3.656 |
+0.074 |
3,538 |
34,503 |
-74 |
May13 |
120206 |
3.599 |
3.697 |
3.589 |
3.682 |
+0.075 |
499 |
10,432 |
+96 |
Jun13 |
120206 |
3.626 |
3.731 |
3.603 |
3.715 |
+0.075 |
205 |
3,971 |
-18 |
Total Volume and Open Interest |
545,698 |
1,218,099 |
+7,049 |
Brent Crude Oil(ICE) |
Mar12 |
120206 |
114.58 |
116.68 |
113.65 |
115.93 |
+1.35 |
228,600 |
157,708 |
-17,550 |
Apr12 |
120206 |
114.54 |
116.39 |
113.36 |
115.63 |
+1.39 |
128,826 |
178,623 |
+18,229 |
May12 |
120206 |
114.32 |
116.01 |
113.15 |
115.39 |
+1.42 |
54,798 |
99,939 |
+6,165 |
Jun12 |
120206 |
114.05 |
115.80 |
112.92 |
115.12 |
+1.44 |
70,611 |
91,151 |
+743 |
Jul12 |
120206 |
113.59 |
115.39 |
112.61 |
114.77 |
+1.43 |
14,609 |
43,993 |
+1,923 |
Aug12 |
120206 |
113.17 |
114.96 |
112.23 |
114.34 |
+1.42 |
8,223 |
43,564 |
+1,122 |
Sep12 |
120206 |
112.68 |
114.43 |
111.76 |
113.80 |
+1.39 |
9,073 |
50,330 |
-497 |
Oct12 |
120206 |
112.25 |
113.69 |
111.34 |
113.32 |
+1.35 |
4,568 |
26,635 |
-142 |
Nov12 |
120206 |
111.84 |
113.24 |
110.99 |
112.87 |
+1.32 |
4,104 |
18,543 |
+152 |
Dec12 |
120206 |
111.36 |
113.05 |
110.55 |
112.42 |
+1.29 |
45,479 |
110,413 |
+4 |
Jan13 |
120206 |
111.98 |
111.98 |
111.98 |
111.98 |
+1.25 |
996 |
13,058 |
-97 |
Feb13 |
120206 |
111.55 |
111.55 |
111.55 |
111.55 |
+1.22 |
832 |
8,397 |
+135 |
Mar13 |
120206 |
111.15 |
111.15 |
111.15 |
111.15 |
+1.21 |
990 |
9,007 |
-150 |
Apr13 |
120206 |
110.67 |
110.67 |
110.67 |
110.67 |
+1.18 |
115 |
3,495 |
-30 |
Total Volume and Open Interest |
597,846 |
1,025,643 |
+12,856 |
Gas Oil(ICE) |
Feb12 |
120206 |
973.75 |
995.50 |
969.25 |
988.25 |
+28.75 |
39,532 |
68,310 |
-3,980 |
Mar12 |
120206 |
974.25 |
995.75 |
969.25 |
988.00 |
+27.25 |
99,721 |
127,773 |
+2,595 |
Apr12 |
120206 |
970.75 |
988.00 |
965.25 |
982.75 |
+24.75 |
47,785 |
70,916 |
+4,092 |
May12 |
120206 |
967.00 |
982.25 |
960.50 |
977.75 |
+23.75 |
18,455 |
48,927 |
-2,938 |
Jun12 |
120206 |
961.00 |
977.75 |
956.75 |
973.50 |
+22.75 |
26,679 |
45,711 |
-1,392 |
Jul12 |
120206 |
957.00 |
975.50 |
956.00 |
971.75 |
+22.25 |
9,827 |
28,434 |
+1,550 |
Aug12 |
120206 |
956.00 |
974.25 |
955.50 |
971.00 |
+21.50 |
3,164 |
19,345 |
+83 |
Sep12 |
120206 |
959.00 |
973.50 |
955.00 |
970.00 |
+20.75 |
3,016 |
19,014 |
+14 |
Oct12 |
120206 |
954.25 |
968.25 |
954.25 |
968.25 |
+20.25 |
2,252 |
13,410 |
+230 |
Nov12 |
120206 |
952.75 |
966.50 |
952.00 |
966.50 |
+20.25 |
1,863 |
9,242 |
+198 |
Total Volume and Open Interest |
262,516 |
536,134 |
+2,969 |
Ethanol(CBOT) |
Feb12 |
120203 |
2.131 |
2.131 |
2.131 |
2.131 |
-0.015 |
10 |
211 |
-29 |
Mar12 |
120206 |
2.170 |
2.195 |
2.167 |
2.193 |
+0.020 |
361 |
1,346 |
+42 |
Apr12 |
120206 |
2.195 |
2.220 |
2.195 |
2.220 |
+0.018 |
198 |
1,081 |
+65 |
May12 |
120206 |
2.230 |
2.246 |
2.230 |
2.246 |
+0.015 |
113 |
979 |
+53 |
Jun12 |
120206 |
2.254 |
2.270 |
2.254 |
2.270 |
+0.012 |
63 |
851 |
-2 |
Jul12 |
120206 |
2.270 |
2.290 |
2.270 |
2.289 |
+0.012 |
192 |
1,739 |
+95 |
Aug12 |
120206 |
2.272 |
2.282 |
2.272 |
2.282 |
+0.015 |
23 |
988 |
+16 |
Sep12 |
120206 |
2.248 |
2.251 |
2.246 |
2.250 |
+0.017 |
35 |
887 |
+26 |
Total Volume and Open Interest |
1,167 |
10,969 |
+277 |
WTI Crude Oil(ICE) |
Mar12 |
120206 |
97.70 |
97.74 |
96.38 |
96.91 |
-0.93 |
85,502 |
56,831 |
+1,832 |
Apr12 |
120206 |
98.02 |
98.09 |
96.82 |
97.41 |
-0.82 |
28,354 |
37,277 |
+5,068 |
May12 |
120206 |
98.20 |
98.63 |
97.38 |
98.06 |
-0.65 |
16,712 |
23,758 |
+672 |
Jun12 |
120206 |
99.12 |
99.16 |
97.95 |
98.68 |
-0.49 |
26,984 |
42,087 |
-485 |
Jul12 |
120206 |
98.93 |
99.52 |
98.59 |
99.18 |
-0.36 |
10,472 |
16,501 |
+1,935 |
Aug12 |
120206 |
99.25 |
99.91 |
98.86 |
99.55 |
-0.24 |
7,249 |
15,311 |
+2,598 |
Sep12 |
120206 |
99.50 |
100.18 |
99.14 |
99.83 |
-0.17 |
5,059 |
12,406 |
-193 |
Oct12 |
120206 |
99.84 |
100.42 |
99.41 |
100.08 |
-0.12 |
2,597 |
8,740 |
+473 |
Nov12 |
120206 |
99.73 |
100.63 |
99.62 |
100.30 |
-0.08 |
1,801 |
6,485 |
-182 |
Dec12 |
120206 |
100.66 |
100.82 |
99.69 |
100.49 |
-0.04 |
18,954 |
54,791 |
+245 |
Jan13 |
120206 |
100.56 |
100.56 |
100.56 |
100.56 |
+0.02 |
913 |
5,477 |
+266 |
Feb13 |
120206 |
100.54 |
100.54 |
100.54 |
100.54 |
+0.06 |
455 |
1,498 |
+221 |
Mar13 |
120206 |
100.43 |
100.43 |
100.43 |
100.43 |
+0.09 |
74 |
1,750 |
-7 |
Apr13 |
120206 |
100.24 |
100.24 |
100.24 |
100.24 |
+0.12 |
0 |
421 |
+0 |
May13 |
120206 |
100.01 |
100.01 |
100.01 |
100.01 |
+0.15 |
0 |
571 |
+0 |
Jun13 |
120206 |
99.50 |
99.80 |
99.50 |
99.76 |
+0.18 |
1,466 |
15,585 |
+63 |
Total Volume and Open Interest |
215,760 |
374,414 |
+15,015 |
US Dollar Index(ICE) |
Mar12 |
120206 |
79.190 |
79.645 |
79.100 |
79.185 |
+0.127 |
19,652 |
51,908 |
-1,140 |
Jun12 |
120206 |
79.500 |
79.900 |
79.500 |
79.550 |
+0.123 |
5 |
569 |
+3 |
Sep12 |
120206 |
79.950 |
79.950 |
79.950 |
79.950 |
+0.122 |
|
|
|
Total Volume and Open Interest |
19,657 |
52,477 |
-1,137 |
Australian Dollar(CME) |
Mar12 |
120206 |
107.13 |
107.35 |
106.33 |
106.82 |
-0.53 |
107,812 |
148,818 |
-1,278 |
Jun12 |
120206 |
105.77 |
106.35 |
105.40 |
105.82 |
-0.53 |
50 |
621 |
+1 |
Sep12 |
120206 |
104.88 |
105.40 |
104.88 |
104.88 |
-0.52 |
0 |
110 |
+0 |
Total Volume and Open Interest |
107,862 |
149,559 |
-1,277 |
British Pound(CME) |
Mar12 |
120206 |
158.14 |
158.37 |
157.25 |
158.21 |
-0.04 |
79,429 |
193,423 |
-2,457 |
Jun12 |
120206 |
157.85 |
158.11 |
157.19 |
158.08 |
-0.03 |
8 |
238 |
+1 |
Sep12 |
120206 |
157.94 |
157.96 |
157.94 |
157.94 |
-0.02 |
0 |
3 |
+0 |
Total Volume and Open Interest |
79,437 |
193,667 |
-2,456 |
Canadian Dollar(CME) |
Mar12 |
120206 |
100.55 |
100.62 |
99.96 |
100.28 |
-0.29 |
63,671 |
116,983 |
+2,771 |
Jun12 |
120206 |
100.20 |
100.36 |
99.80 |
100.07 |
-0.29 |
66 |
3,580 |
+17 |
Sep12 |
120206 |
99.74 |
100.13 |
99.65 |
99.85 |
-0.28 |
32 |
1,499 |
+1 |
Dec12 |
120206 |
99.60 |
99.92 |
99.53 |
99.65 |
-0.27 |
13 |
558 |
+5 |
Total Volume and Open Interest |
63,782 |
122,661 |
+2,794 |
Japanese Yen(CME) |
Mar12 |
120206 |
130.73 |
130.77 |
130.24 |
130.62 |
-0.02 |
50,822 |
179,529 |
+2,226 |
Jun12 |
120206 |
130.60 |
130.82 |
130.41 |
130.77 |
-0.01 |
51 |
1,009 |
+22 |
Sep12 |
120206 |
130.96 |
130.96 |
130.96 |
130.96 |
unch |
0 |
18 |
+0 |
Total Volume and Open Interest |
50,873 |
180,561 |
+2,248 |
Swiss Franc(CME) |
Mar12 |
120206 |
108.84 |
109.02 |
108.02 |
108.88 |
-0.13 |
31,047 |
41,752 |
+4 |
Jun12 |
120206 |
108.40 |
109.21 |
108.40 |
109.07 |
-0.14 |
0 |
54 |
+0 |
Sep12 |
120206 |
109.29 |
109.41 |
109.29 |
109.29 |
-0.12 |
0 |
4 |
+0 |
Total Volume and Open Interest |
31,047 |
41,811 |
+4 |
EuroFX(CME) |
Mar12 |
120206 |
131.23 |
131.54 |
130.28 |
131.25 |
-0.29 |
294,235 |
295,198 |
-4,003 |
Jun12 |
120206 |
131.31 |
131.45 |
130.39 |
131.31 |
-0.28 |
145 |
4,630 |
+4 |
Sep12 |
120206 |
131.39 |
131.68 |
131.39 |
131.39 |
-0.29 |
2 |
74 |
+1 |
Total Volume and Open Interest |
294,382 |
299,921 |
-3,998 |
Mexican Peso(CME) |
Feb12 |
120206 |
788.2 |
788.2 |
788.0 |
788.2 |
+0.2 |
0 |
930 |
+0 |
Mar12 |
120206 |
787.0 |
790.2 |
780.0 |
786.2 |
+0.2 |
35,612 |
148,819 |
+71 |
Total Volume and Open Interest |
35,615 |
150,362 |
+74 |
Brazilian Real(CME) |
Mar12 |
120206 |
577.10 |
580.00 |
571.10 |
577.60 |
-1.80 |
113 |
3,237 |
-53 |
Apr12 |
120206 |
574.45 |
574.45 |
574.45 |
574.45 |
-1.80 |
0 |
15 |
+0 |
May12 |
120206 |
571.30 |
571.30 |
571.30 |
571.30 |
-1.80 |
|
|
|
Jun12 |
120206 |
568.15 |
568.15 |
568.15 |
568.15 |
-1.80 |
0 |
66 |
+0 |
Total Volume and Open Interest |
113 |
16,868 |
-53 |
30-Year T-Bonds(CBOT) |
Mar12 |
120206 |
142~280 |
143~170 |
142~150 |
143~090 |
+0~280 |
349,596 |
612,654 |
-1,854 |
Jun12 |
120206 |
141~130 |
142~030 |
140~310 |
141~270 |
+0~280 |
2,905 |
8,980 |
+1,450 |
Sep12 |
120206 |
140~230 |
140~230 |
139~270 |
140~230 |
+0~280 |
|
|
|
Total Volume and Open Interest |
352,501 |
621,634 |
-404 |
10-Year T-Notes(CBOT) |
Mar12 |
120206 |
131~175 |
131~260 |
131~115 |
131~215 |
+0~110 |
964,913 |
1,766,097 |
-146 |
Jun12 |
120206 |
131~105 |
131~160 |
131~030 |
131~145 |
+0~115 |
7,315 |
13,738 |
+1,931 |
Sep12 |
120206 |
130~195 |
130~195 |
130~080 |
130~195 |
+0~115 |
|
|
|
Total Volume and Open Interest |
972,228 |
1,779,836 |
+1,785 |
5-Year T-Notes(CBOT) |
Mar12 |
120206 |
123~102 |
123~116 |
123~091 |
123~110 |
+0~019 |
401,632 |
1,443,896 |
-22,135 |
Jun12 |
120206 |
123~090 |
123~098 |
123~076 |
123~095 |
+0~019 |
3,514 |
6,107 |
+2,848 |
Sep12 |
120206 |
122~119 |
122~119 |
122~100 |
122~119 |
+0~019 |
|
|
|
Total Volume and Open Interest |
405,146 |
1,450,003 |
-19,287 |
2 Year T-Notes(CBOT) |
Mar12 |
120206 |
110~043 |
110~047 |
110~043 |
110~045 |
+0~003 |
173,675 |
961,576 |
+17,422 |
Jun12 |
120206 |
110~038 |
110~039 |
110~034 |
110~038 |
+0~004 |
0 |
4,142 |
+0 |
Sep12 |
120206 |
109~104 |
109~104 |
109~100 |
109~104 |
+0~004 |
|
|
|
Total Volume and Open Interest |
173,675 |
965,718 |
+17,422 |
Eurodollars(CME) |
Mar12 |
120206 |
99.570 |
99.580 |
99.555 |
99.560 |
-0.010 |
167,789 |
945,064 |
-10,220 |
Jun12 |
120206 |
99.575 |
99.575 |
99.545 |
99.555 |
-0.015 |
203,691 |
1,020,558 |
+4,318 |
Sep12 |
120206 |
99.545 |
99.550 |
99.515 |
99.525 |
-0.020 |
164,689 |
768,593 |
+18,099 |
Dec12 |
120206 |
99.525 |
99.525 |
99.490 |
99.500 |
-0.020 |
160,434 |
823,012 |
+6,066 |
Mar13 |
120206 |
99.505 |
99.515 |
99.480 |
99.490 |
-0.015 |
180,532 |
686,600 |
-20,083 |
Jun13 |
120206 |
99.480 |
99.490 |
99.460 |
99.470 |
unch |
101,294 |
605,701 |
+9,617 |
Sep13 |
120206 |
99.435 |
99.455 |
99.420 |
99.440 |
+0.015 |
90,644 |
575,387 |
+397 |
Dec13 |
120206 |
99.370 |
99.395 |
99.360 |
99.385 |
+0.020 |
99,816 |
578,156 |
+2,327 |
Mar14 |
120206 |
99.305 |
99.330 |
99.290 |
99.320 |
+0.025 |
95,353 |
423,872 |
-2,548 |
Jun14 |
120206 |
99.205 |
99.230 |
99.185 |
99.220 |
+0.025 |
66,992 |
305,527 |
-5,733 |
Sep14 |
120206 |
99.080 |
99.105 |
99.060 |
99.095 |
+0.025 |
49,619 |
246,251 |
-536 |
Dec14 |
120206 |
98.920 |
98.945 |
98.900 |
98.935 |
+0.025 |
52,599 |
283,766 |
+2,287 |
Mar15 |
120206 |
98.765 |
98.790 |
98.740 |
98.775 |
+0.025 |
54,015 |
188,851 |
+5,439 |
Jun15 |
120206 |
0.291 |
0.311 |
0.266 |
0.301 |
+0.030 |
31,475 |
129,778 |
-1,928 |
Sep15 |
120206 |
0.131 |
0.146 |
0.101 |
0.136 |
+0.035 |
29,458 |
86,678 |
+81 |
Dec15 |
120206 |
6.500 |
6.525 |
6.475 |
6.515 |
+0.040 |
25,162 |
97,596 |
-2,231 |
Mar16 |
120206 |
6.350 |
6.380 |
6.325 |
6.365 |
+0.040 |
14,981 |
58,243 |
+1,644 |
Jun16 |
120206 |
6.195 |
6.220 |
6.165 |
6.210 |
+0.045 |
18,468 |
52,155 |
+4,039 |
Total Volume and Open Interest |
1,655,741 |
8,138,078 |
+9,155 |
30 Day Federal Funds(CBOT) |
Feb12 |
120206 |
99.890 |
99.895 |
99.887 |
99.890 |
-0.005 |
12,976 |
67,999 |
-4,025 |
Mar12 |
120206 |
99.890 |
99.895 |
99.880 |
99.890 |
unch |
5,121 |
36,820 |
+64 |
Apr12 |
120206 |
99.885 |
99.895 |
99.880 |
99.890 |
unch |
3,756 |
37,165 |
-1,411 |
May12 |
120206 |
99.880 |
99.890 |
99.880 |
99.885 |
unch |
4,132 |
43,455 |
-1,252 |
Jun12 |
120206 |
99.875 |
99.885 |
99.875 |
99.880 |
-0.005 |
2,753 |
28,991 |
-764 |
Jul12 |
120206 |
99.875 |
99.880 |
99.870 |
99.875 |
-0.005 |
6,660 |
36,509 |
+1,816 |
Total Volume and Open Interest |
57,629 |
485,872 |
-7,198 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120206 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
40 |
+0 |
Jun12 |
120206 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
120206 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
120206 |
99.658 |
99.658 |
99.658 |
99.658 |
-0.003 |
|
|
|
Mar13 |
120206 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120206 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep13 |
120206 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Dec13 |
120206 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120206 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120206 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120206 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,841 |
+0 |
Jun12 |
120206 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,433 |
+0 |
Sep12 |
120206 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
679 |
+0 |
Dec12 |
120206 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
2 |
117 |
+2 |
Mar13 |
120206 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
120206 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
218 |
+0 |
Sep13 |
120206 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
325 |
+0 |
Dec13 |
120206 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
279 |
+0 |
Total Volume and Open Interest |
2 |
5,023 |
+2 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120206 |
142.70 |
142.75 |
142.44 |
142.48 |
-0.23 |
3,188 |
25,765 |
-635 |
Jun12 |
120206 |
141.90 |
141.90 |
141.90 |
141.90 |
-0.21 |
0 |
13 |
+0 |
Sep12 |
120206 |
139.81 |
139.81 |
139.81 |
139.81 |
-0.21 |
0 |
5 |
+0 |
Total Volume and Open Interest |
3,188 |
25,787 |
-635 |
Euro-Bund(EUREX) |
Mar12 |
120206 |
138.47 |
139.14 |
138.44 |
138.63 |
+0.31 |
759,514 |
891,873 |
+3,135 |
Jun12 |
120206 |
136.69 |
137.39 |
136.69 |
136.91 |
+0.31 |
1,527 |
8,890 |
+604 |
Sep12 |
120206 |
136.83 |
136.83 |
136.83 |
136.83 |
+0.31 |
125 |
1 |
+0 |
Total Volume and Open Interest |
761,166 |
900,764 |
+3,739 |
Euro-Bobl(EUREX) |
Mar12 |
120206 |
125.00 |
125.43 |
124.99 |
125.20 |
+0.22 |
427,246 |
692,301 |
-18,355 |
Jun12 |
120206 |
123.51 |
123.75 |
123.51 |
123.61 |
+0.23 |
4,709 |
14,781 |
+4,702 |
Sep12 |
120206 |
123.50 |
123.50 |
123.50 |
123.50 |
+0.22 |
0 |
4 |
+0 |
Total Volume and Open Interest |
431,955 |
707,086 |
-13,653 |
3-Mth Euribor(EUREX) |
Mar12 |
120206 |
99.105 |
99.105 |
99.105 |
99.105 |
+0.005 |
100 |
1,528 |
+0 |
Jun12 |
120206 |
99.240 |
99.240 |
99.240 |
99.240 |
+0.025 |
200 |
1,303 |
+175 |
Sep12 |
120206 |
99.250 |
99.275 |
99.250 |
99.275 |
+0.020 |
25 |
1,037 |
+0 |
Total Volume and Open Interest |
400 |
6,541 |
+147 |
Long Gilt(LIFFE) |
Mar12 |
120206 |
115~15 |
115~26 |
115~08 |
115~12 |
+0~04 |
168,977 |
321,576 |
+10,305 |
Jun12 |
120206 |
114~08 |
114~08 |
114~08 |
114~08 |
+0~04 |
108 |
189 |
+98 |
Total Volume and Open Interest |
169,085 |
321,765 |
+10,403 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120206 |
99.01 |
99.02 |
99.00 |
99.01 |
-0.01 |
46,680 |
315,713 |
+2,745 |
Jun12 |
120206 |
99.07 |
99.08 |
99.06 |
99.07 |
unch |
40,300 |
265,434 |
+7,488 |
Sep12 |
120206 |
99.09 |
99.11 |
99.07 |
99.09 |
unch |
51,964 |
306,622 |
-308 |
Dec12 |
120206 |
99.08 |
99.10 |
99.06 |
99.08 |
unch |
46,977 |
263,359 |
+2,588 |
Mar13 |
120206 |
99.06 |
99.09 |
99.04 |
99.07 |
unch |
39,714 |
302,534 |
-4,017 |
Jun13 |
120206 |
99.01 |
99.05 |
98.99 |
99.02 |
unch |
44,928 |
228,453 |
-6,800 |
Total Volume and Open Interest |
378,846 |
2,158,480 |
-8,846 |
3-Mth Euribor(LIFFE) |
Mar12 |
120206 |
99.100 |
99.115 |
99.080 |
99.105 |
+0.005 |
111,137 |
559,197 |
-2,919 |
Jun12 |
120206 |
99.215 |
99.250 |
99.200 |
99.240 |
+0.025 |
157,100 |
520,943 |
-6,054 |
Sep12 |
120206 |
99.250 |
99.285 |
99.240 |
99.275 |
+0.020 |
115,400 |
465,196 |
-726 |
Total Volume and Open Interest |
841,366 |
3,479,756 |
-15,712 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120206 |
95.85 |
95.86 |
95.79 |
95.81 |
-0.05 |
13,041 |
221,772 |
-500 |
Jun12 |
120206 |
96.20 |
96.20 |
96.08 |
96.10 |
-0.10 |
14,240 |
178,797 |
+1,954 |
Sep12 |
120206 |
96.32 |
96.32 |
96.19 |
96.21 |
-0.12 |
8,971 |
116,186 |
-1,997 |
Dec12 |
120206 |
96.32 |
96.32 |
96.18 |
96.20 |
-0.13 |
5,980 |
81,235 |
+811 |
Mar13 |
120206 |
96.29 |
96.29 |
96.16 |
96.17 |
-0.13 |
2,973 |
53,294 |
+1,485 |
Jun13 |
120206 |
96.25 |
96.25 |
96.13 |
96.14 |
-0.13 |
768 |
54,601 |
-164 |
Sep13 |
120206 |
96.13 |
96.15 |
96.08 |
96.10 |
-0.13 |
471 |
33,703 |
-306 |
Dec13 |
120206 |
96.09 |
96.11 |
96.02 |
96.05 |
-0.12 |
1,789 |
25,033 |
+389 |
Mar14 |
120206 |
96.05 |
96.05 |
96.00 |
96.00 |
-0.11 |
1,184 |
2,684 |
-5 |
Jun14 |
120206 |
95.97 |
95.97 |
95.91 |
95.91 |
-0.11 |
102 |
471 |
+4 |
Total Volume and Open Interest |
49,519 |
767,959 |
+1,671 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120206 |
96.23 |
96.24 |
96.07 |
96.11 |
-0.13 |
49,124 |
384,058 |
+9,307 |
Jun12 |
120206 |
96.11 |
96.11 |
96.11 |
96.11 |
-0.13 |
|
|
|
Total Volume and Open Interest |
49,124 |
384,058 |
+9,307 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120206 |
96.82 |
96.82 |
96.67 |
96.68 |
-0.14 |
116,851 |
483,229 |
+13,911 |
Jun12 |
120206 |
96.68 |
96.68 |
96.68 |
96.68 |
-0.14 |
|
|
|
Total Volume and Open Interest |
116,851 |
483,229 |
+13,911 |
Gold(CMX) |
Feb12 |
120206 |
1728.0 |
1738.3 |
1713.3 |
1722.8 |
-15.1 |
2,062 |
1,201 |
-582 |
Apr12 |
120206 |
1731.0 |
1740.9 |
1714.0 |
1724.9 |
-15.4 |
142,034 |
239,062 |
+1,101 |
Jun12 |
120206 |
1735.0 |
1742.0 |
1717.0 |
1727.6 |
-15.4 |
3,130 |
56,845 |
-512 |
Aug12 |
120206 |
1737.0 |
1741.7 |
1721.0 |
1730.1 |
-15.4 |
2,020 |
19,134 |
+1,070 |
Oct12 |
120206 |
1731.9 |
1732.5 |
1727.7 |
1732.5 |
-15.4 |
723 |
11,978 |
-34 |
Dec12 |
120206 |
1742.5 |
1748.9 |
1727.3 |
1734.9 |
-15.4 |
3,281 |
29,775 |
+1,947 |
Feb13 |
120206 |
1735.3 |
1737.1 |
1730.6 |
1737.1 |
-15.4 |
1,014 |
12,314 |
+206 |
Apr13 |
120206 |
1739.4 |
1739.4 |
1739.4 |
1739.4 |
-15.4 |
46 |
2,830 |
+46 |
Jun13 |
120206 |
1740.9 |
1742.2 |
1738.1 |
1742.2 |
-15.3 |
21 |
11,536 |
-23 |
Aug13 |
120206 |
1745.2 |
1745.2 |
1745.2 |
1745.2 |
-15.3 |
0 |
204 |
+0 |
Oct13 |
120206 |
1748.3 |
1748.3 |
1748.3 |
1748.3 |
-15.3 |
0 |
1 |
+0 |
Dec13 |
120206 |
1751.0 |
1751.5 |
1749.6 |
1751.5 |
-15.4 |
3 |
11,273 |
-24 |
Total Volume and Open Interest |
155,487 |
433,372 |
+3,278 |
Silver(CMX) |
Mar12 |
120206 |
3366.5 |
3387.0 |
3299.0 |
3375.0 |
+0.1 |
51,297 |
46,622 |
+622 |
May12 |
120206 |
3375.0 |
3391.5 |
3306.0 |
3381.1 |
+0.1 |
8,759 |
15,428 |
+497 |
Jul12 |
120206 |
3371.5 |
3386.1 |
3320.0 |
3386.1 |
+0.3 |
1,275 |
6,756 |
+444 |
Sep12 |
120206 |
3343.5 |
3389.2 |
3343.5 |
3389.2 |
+0.5 |
280 |
3,499 |
+33 |
Dec12 |
120206 |
3390.0 |
3398.0 |
3351.5 |
3393.2 |
+0.7 |
278 |
13,666 |
-27 |
Mar13 |
120206 |
3393.2 |
3393.2 |
3393.2 |
3393.2 |
+0.7 |
5 |
1,373 |
+0 |
May13 |
120206 |
3392.8 |
3392.8 |
3392.8 |
3392.8 |
+0.8 |
6 |
1,088 |
-2 |
Total Volume and Open Interest |
62,120 |
103,409 |
+1,488 |
Platinum(NYMEX) |
Apr12 |
120206 |
1625.0 |
1632.0 |
1606.1 |
1629.8 |
-2.1 |
5,641 |
42,569 |
-73 |
Jul12 |
120206 |
1621.7 |
1633.5 |
1610.5 |
1633.3 |
-2.0 |
47 |
1,955 |
+16 |
Oct12 |
120206 |
1632.5 |
1636.4 |
1632.1 |
1636.4 |
-2.0 |
9 |
168 |
+9 |
Jan13 |
120206 |
1639.4 |
1639.4 |
1639.4 |
1639.4 |
-2.0 |
0 |
3 |
+0 |
Total Volume and Open Interest |
5,697 |
44,695 |
-48 |
Palladium(NYMEX) |
Mar12 |
120206 |
52.09 |
53.39 |
36.64 |
50.59 |
-2.90 |
6,240 |
18,399 |
+195 |
Jun12 |
120206 |
45.69 |
52.34 |
41.44 |
52.34 |
-2.85 |
63 |
1,548 |
+58 |
Sep12 |
120206 |
51.29 |
53.69 |
51.04 |
53.69 |
-2.85 |
7 |
164 |
+6 |
Total Volume and Open Interest |
6,310 |
20,112 |
+259 |
Copper(CMX) |
Mar12 |
120206 |
390.15 |
390.20 |
382.80 |
386.45 |
-3.70 |
51,316 |
69,516 |
-1,077 |
May12 |
120206 |
391.15 |
391.15 |
383.90 |
387.50 |
-3.65 |
4,957 |
33,742 |
+868 |
Jul12 |
120206 |
390.80 |
390.80 |
384.80 |
388.50 |
-3.65 |
1,831 |
26,595 |
+173 |
Sep12 |
120206 |
389.15 |
390.30 |
389.15 |
389.40 |
-3.65 |
887 |
4,508 |
+486 |
Dec12 |
120206 |
388.40 |
391.60 |
387.30 |
390.25 |
-3.60 |
637 |
7,761 |
+205 |
Total Volume and Open Interest |
60,140 |
153,135 |
+676 |
DJIA Index(CBOT) |
Mar12 |
120206 |
12775 |
12790 |
12730 |
12776 |
-17 |
185 |
11,238 |
-30 |
Jun12 |
120206 |
12700 |
12705 |
12700 |
12705 |
-16 |
0 |
287 |
+0 |
Sep12 |
120206 |
12642 |
12658 |
12642 |
12642 |
-16 |
|
|
|
Dec12 |
120206 |
12565 |
12581 |
12565 |
12565 |
-16 |
|
|
|
Total Volume and Open Interest |
185 |
11,525 |
-30 |
E-mini DJIA Index(CBOT) |
Mar12 |
120206 |
12780 |
12794 |
12722 |
12776 |
-17 |
80,637 |
108,708 |
-1,204 |
Jun12 |
120206 |
12706 |
12723 |
12667 |
12705 |
-16 |
1 |
63 |
+0 |
Sep12 |
120206 |
12625 |
12642 |
12625 |
12642 |
-16 |
0 |
12 |
+0 |
Dec12 |
120206 |
12506 |
12565 |
12506 |
12565 |
-16 |
0 |
3 |
+0 |
Total Volume and Open Interest |
80,638 |
108,786 |
-1,204 |
S & P 500(CME) |
Mar12 |
120206 |
1336.50 |
1340.30 |
1330.30 |
1339.10 |
unch |
6,113 |
248,713 |
+40 |
Jun12 |
120206 |
1330.20 |
1335.00 |
1329.00 |
1333.40 |
-0.10 |
52 |
2,939 |
+50 |
Sep12 |
120206 |
1327.20 |
1328.80 |
1322.30 |
1327.20 |
-0.10 |
0 |
1,087 |
+0 |
Dec12 |
120206 |
1320.70 |
1322.30 |
1315.80 |
1320.70 |
-0.10 |
0 |
481 |
+0 |
Total Volume and Open Interest |
6,165 |
253,220 |
+90 |
S & P 500 E-Mini(Globex) |
Mar12 |
120206 |
1336.50 |
1340.50 |
1330.25 |
1339.00 |
unch |
1,357,576 |
2,649,993 |
-30,108 |
Jun12 |
120206 |
1330.50 |
1334.50 |
1324.50 |
1333.50 |
unch |
445 |
57,915 |
+12 |
Total Volume and Open Interest |
1,358,032 |
2,708,229 |
-30,097 |
NASDAQ 100(CME) |
Mar12 |
120206 |
2520.00 |
2526.50 |
2510.80 |
2525.80 |
+2.80 |
683 |
15,840 |
-400 |
Jun12 |
120206 |
2510.00 |
2524.00 |
2510.00 |
2520.30 |
+3.00 |
|
|
|
Sep12 |
120206 |
2517.80 |
2517.80 |
2514.80 |
2517.80 |
+3.00 |
|
|
|
Total Volume and Open Interest |
683 |
15,840 |
-400 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120206 |
2519.80 |
2526.30 |
2510.50 |
2525.80 |
+2.80 |
191,477 |
392,395 |
+4,012 |
Jun12 |
120206 |
2517.00 |
2520.30 |
2504.50 |
2520.30 |
+3.00 |
19 |
196 |
+1 |
Total Volume and Open Interest |
191,497 |
392,599 |
+4,014 |
S & P Midcap 400(CME) |
Mar12 |
120206 |
966.70 |
968.00 |
966.00 |
966.70 |
-0.90 |
0 |
1,620 |
+0 |
Jun12 |
120206 |
964.30 |
965.20 |
964.30 |
964.30 |
-0.90 |
|
|
|
Sep12 |
120206 |
962.30 |
963.20 |
962.30 |
962.30 |
-0.90 |
|
|
|
Total Volume and Open Interest |
0 |
1,620 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120206 |
8930 |
8955 |
8880 |
8920 |
+5 |
3,149 |
22,143 |
-108 |
Jun12 |
120206 |
8850 |
8860 |
8850 |
8860 |
+5 |
0 |
45 |
+0 |
Total Volume and Open Interest |
3,149 |
22,188 |
-108 |
Nikkei 225(SGX) |
Mar12 |
120206 |
8840 |
8950 |
8825 |
8900 |
+50 |
89,795 |
208,503 |
+4,195 |
Jun12 |
120206 |
8765 |
8870 |
8765 |
8820 |
+45 |
42 |
7,542 |
+21 |
Sep12 |
120206 |
8820 |
8820 |
8820 |
8820 |
+50 |
0 |
30 |
+0 |
Total Volume and Open Interest |
90,777 |
229,908 |
+4,953 |
CAC 40(EURONEXT) |
Feb12 |
120206 |
3415.0 |
3417.0 |
3381.0 |
3405.0 |
-15.5 |
93,223 |
296,518 |
+3,439 |
Mar12 |
120206 |
3415.5 |
3416.5 |
3382.0 |
3405.5 |
-15.5 |
276 |
29,514 |
+3,452 |
Apr12 |
120206 |
3398.5 |
3398.5 |
3398.5 |
3398.5 |
-15.5 |
4 |
15 |
+0 |
Total Volume and Open Interest |
93,506 |
326,106 |
+6,893 |
Hang Seng Index(HKFE) |
Feb12 |
120206 |
21000 |
21008 |
20650 |
20661 |
-94 |
66,733 |
86,610 |
-4,756 |
Mar12 |
120206 |
20928 |
20950 |
20600 |
20615 |
-87 |
755 |
5,892 |
+70 |
Total Volume and Open Interest |
67,650 |
95,358 |
-4,651 |
DAX(EUREX) |
Mar12 |
120206 |
6754.0 |
6786.5 |
6718.5 |
6766.5 |
-1.5 |
139,214 |
169,045 |
+2,090 |
Jun12 |
120206 |
6755.0 |
6793.0 |
6737.5 |
6780.5 |
-1.0 |
254 |
5,889 |
-19 |
Sep12 |
120206 |
6792.0 |
6792.0 |
6787.0 |
6787.0 |
-1.5 |
6 |
425 |
+0 |
Total Volume and Open Interest |
139,474 |
175,359 |
+2,071 |
FT-SE 100(EURONEXT) |
Mar12 |
120206 |
5861.50 |
5862.50 |
5819.50 |
5845.50 |
-10.50 |
94,782 |
639,956 |
-3,303 |
Jun12 |
120206 |
5793.00 |
5801.00 |
5789.50 |
5795.50 |
-10.00 |
11 |
9,394 |
+8 |
Sep12 |
120206 |
5763.50 |
5763.50 |
5763.50 |
5763.50 |
-11.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
94,793 |
649,360 |
-3,295 |
SPI 200(SFE) |
Mar12 |
120206 |
4225.0 |
4283.0 |
4221.0 |
4256.0 |
+34.0 |
23,096 |
179,807 |
-2,384 |
Jun12 |
120206 |
4270.0 |
4273.0 |
4267.0 |
4267.0 |
+34.0 |
107 |
1,968 |
-42 |
Sep12 |
120206 |
4233.0 |
4233.0 |
4233.0 |
4233.0 |
+33.0 |
12 |
1,340 |
-8 |
Total Volume and Open Interest |
23,601 |
185,531 |
-2,235 |
GSCI(CME) |
Feb12 |
120206 |
666.00 |
668.50 |
664.50 |
668.25 |
+1.25 |
19 |
10,109 |
+2 |
Mar12 |
120206 |
671.50 |
672.00 |
668.00 |
671.50 |
+1.20 |
0 |
147 |
+0 |
Apr12 |
120206 |
673.50 |
674.00 |
670.00 |
673.50 |
+1.50 |
|
|
|
Total Volume and Open Interest |
19 |
10,256 |
+2 |
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. |
|
|