|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue February 07, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120207 |
1232.00 |
1239.50 |
1227.00 |
1232.00 |
-1.00 |
101,505 |
181,222 |
-5,975 |
May12 |
120207 |
1240.75 |
1248.00 |
1236.00 |
1241.00 |
-1.00 |
29,756 |
124,192 |
+3,325 |
Jul12 |
120207 |
1250.75 |
1258.00 |
1245.50 |
1250.75 |
-1.00 |
28,051 |
97,032 |
-241 |
Aug12 |
120207 |
1254.00 |
1254.50 |
1244.00 |
1249.00 |
-0.50 |
185 |
2,659 |
-18 |
Sep12 |
120207 |
1237.50 |
1243.50 |
1237.50 |
1243.50 |
+1.00 |
299 |
2,021 |
+22 |
Nov12 |
120207 |
1238.00 |
1243.00 |
1232.00 |
1241.25 |
+2.25 |
15,433 |
74,425 |
+1,814 |
Jan13 |
120207 |
1244.00 |
1247.25 |
1240.00 |
1247.25 |
+2.25 |
1,097 |
14,373 |
+197 |
Mar13 |
120207 |
1250.00 |
1250.00 |
1241.75 |
1248.75 |
+2.50 |
1,774 |
2,735 |
+909 |
May13 |
120207 |
1241.50 |
1246.25 |
1238.50 |
1245.50 |
+2.00 |
476 |
1,311 |
+166 |
Jul13 |
120207 |
1241.00 |
1248.00 |
1240.50 |
1247.50 |
+2.00 |
169 |
1,440 |
+32 |
Aug13 |
120207 |
1242.25 |
1242.25 |
1239.25 |
1242.25 |
+3.00 |
0 |
2 |
+0 |
Sep13 |
120207 |
1225.00 |
1225.00 |
1221.00 |
1225.00 |
+4.00 |
|
|
|
Nov13 |
120207 |
1210.00 |
1213.00 |
1201.00 |
1211.25 |
+5.25 |
99 |
2,794 |
+44 |
Jan14 |
120207 |
1218.50 |
1218.50 |
1213.25 |
1218.50 |
+5.25 |
0 |
60 |
+0 |
Total Volume and Open Interest |
178,874 |
504,696 |
+303 |
Soybean Meal(CBOT) |
Mar12 |
120207 |
326.40 |
328.70 |
325.00 |
325.40 |
-2.10 |
32,514 |
80,553 |
-3,961 |
May12 |
120207 |
328.30 |
329.80 |
326.50 |
327.00 |
-2.00 |
9,815 |
35,348 |
+362 |
Jul12 |
120207 |
330.50 |
332.20 |
328.90 |
329.40 |
-2.20 |
6,413 |
31,337 |
-576 |
Aug12 |
120207 |
330.40 |
330.40 |
328.80 |
329.20 |
-1.90 |
375 |
6,391 |
-73 |
Sep12 |
120207 |
330.00 |
330.00 |
327.50 |
328.00 |
-1.80 |
210 |
5,638 |
-21 |
Oct12 |
120207 |
325.90 |
326.00 |
324.10 |
325.90 |
-0.50 |
111 |
3,554 |
+8 |
Dec12 |
120207 |
325.10 |
327.00 |
323.90 |
325.70 |
-0.40 |
3,831 |
23,417 |
-660 |
Jan13 |
120207 |
325.60 |
327.60 |
325.60 |
326.80 |
-0.40 |
388 |
2,553 |
+258 |
Mar13 |
120207 |
327.90 |
328.30 |
327.80 |
327.90 |
-0.40 |
315 |
2,876 |
+33 |
May13 |
120207 |
327.30 |
327.70 |
327.30 |
327.30 |
-0.40 |
63 |
1,551 |
+9 |
Total Volume and Open Interest |
54,080 |
194,731 |
-4,620 |
Soybean Oil(CBOT) |
Mar12 |
120207 |
52.13 |
52.38 |
51.76 |
52.17 |
+0.01 |
43,009 |
137,579 |
-3,515 |
May12 |
120207 |
52.49 |
52.76 |
52.15 |
52.57 |
+0.01 |
14,264 |
83,230 |
+1,138 |
Jul12 |
120207 |
52.92 |
53.15 |
52.62 |
52.97 |
unch |
9,107 |
53,033 |
+288 |
Aug12 |
120207 |
53.05 |
53.26 |
52.89 |
53.09 |
+0.01 |
453 |
6,535 |
-24 |
Sep12 |
120207 |
53.15 |
53.31 |
53.07 |
53.18 |
-0.01 |
465 |
5,766 |
+149 |
Oct12 |
120207 |
53.23 |
53.39 |
53.04 |
53.24 |
unch |
165 |
5,521 |
-8 |
Dec12 |
120207 |
53.36 |
53.60 |
53.11 |
53.45 |
unch |
4,284 |
30,009 |
-610 |
Jan13 |
120207 |
53.76 |
53.76 |
53.60 |
53.60 |
unch |
147 |
1,190 |
+130 |
Mar13 |
120207 |
53.94 |
53.99 |
53.69 |
53.78 |
unch |
144 |
1,012 |
+142 |
May13 |
120207 |
53.80 |
53.83 |
53.70 |
53.83 |
unch |
0 |
135 |
+0 |
Total Volume and Open Interest |
72,038 |
325,091 |
-2,310 |
Canola(WCE) |
Mar12 |
120207 |
529.6 |
533.4 |
528.5 |
532.5 |
+2.9 |
15,655 |
61,815 |
-5,109 |
May12 |
120207 |
533.2 |
537.1 |
532.1 |
536.2 |
+3.1 |
13,432 |
46,588 |
+3,521 |
Jul12 |
120207 |
536.5 |
540.4 |
534.7 |
539.5 |
+3.0 |
4,022 |
27,563 |
+425 |
Nov12 |
120207 |
515.5 |
517.7 |
513.7 |
517.1 |
+1.6 |
3,938 |
32,166 |
+1,738 |
Jan13 |
120207 |
522.0 |
524.6 |
521.4 |
523.9 |
+3.4 |
65 |
1,778 |
+62 |
Total Volume and Open Interest |
37,162 |
171,116 |
+648 |
Corn(CBOT) |
Mar12 |
120207 |
643.00 |
645.00 |
639.25 |
642.25 |
-2.00 |
127,335 |
387,827 |
-7,092 |
May12 |
120207 |
650.00 |
651.75 |
646.00 |
648.50 |
-2.75 |
43,597 |
269,788 |
+2,781 |
Jul12 |
120207 |
654.50 |
656.50 |
651.00 |
652.50 |
-3.75 |
40,445 |
216,627 |
+4,712 |
Sep12 |
120207 |
603.50 |
605.00 |
596.25 |
598.50 |
-6.75 |
8,345 |
70,925 |
+2,092 |
Dec12 |
120207 |
579.00 |
581.50 |
573.00 |
575.25 |
-6.00 |
22,715 |
238,966 |
+4,602 |
Mar13 |
120207 |
591.00 |
593.00 |
584.50 |
586.75 |
-6.25 |
869 |
43,326 |
+390 |
May13 |
120207 |
599.75 |
600.00 |
593.75 |
593.75 |
-6.25 |
242 |
2,247 |
+40 |
Jul13 |
120207 |
603.25 |
604.75 |
597.00 |
598.75 |
-6.00 |
185 |
2,834 |
+43 |
Sep13 |
120207 |
567.50 |
570.75 |
566.50 |
567.25 |
-3.50 |
58 |
664 |
+8 |
Dec13 |
120207 |
560.00 |
562.00 |
557.50 |
560.25 |
-3.25 |
548 |
17,898 |
+175 |
Total Volume and Open Interest |
244,429 |
1,253,744 |
+7,806 |
Wheat(CBOT) |
Mar12 |
120207 |
669.00 |
672.00 |
655.25 |
662.25 |
-6.25 |
55,512 |
163,741 |
-3,829 |
May12 |
120207 |
680.00 |
683.25 |
667.50 |
672.25 |
-7.50 |
19,003 |
108,698 |
+813 |
Jul12 |
120207 |
691.25 |
695.00 |
681.25 |
684.75 |
-7.25 |
11,904 |
96,093 |
+720 |
Sep12 |
120207 |
709.00 |
711.00 |
698.00 |
700.50 |
-8.75 |
3,154 |
33,726 |
+1,128 |
Dec12 |
120207 |
726.00 |
728.00 |
715.25 |
718.75 |
-7.75 |
4,969 |
58,218 |
+1,063 |
Mar13 |
120207 |
739.00 |
742.50 |
732.00 |
733.00 |
-8.00 |
156 |
4,221 |
+8 |
Total Volume and Open Interest |
95,102 |
471,400 |
+67 |
Wheat(KCBT) |
Mar12 |
120207 |
718.75 |
722.00 |
708.75 |
712.00 |
-7.00 |
8,512 |
48,237 |
-159 |
May12 |
120207 |
726.50 |
729.50 |
716.50 |
719.00 |
-8.00 |
3,899 |
30,353 |
+775 |
Jul12 |
120207 |
732.75 |
735.75 |
723.50 |
726.25 |
-6.75 |
2,983 |
43,848 |
+393 |
Sep12 |
120207 |
745.00 |
747.25 |
737.00 |
737.25 |
-7.50 |
386 |
10,122 |
+104 |
Dec12 |
120207 |
763.00 |
765.00 |
755.00 |
755.25 |
-7.25 |
1,044 |
14,693 |
+207 |
Mar13 |
120207 |
768.75 |
775.00 |
766.00 |
766.00 |
-7.75 |
19 |
530 |
+11 |
Total Volume and Open Interest |
16,852 |
148,218 |
+1,338 |
Wheat(MGE) |
Mar12 |
120207 |
839.75 |
846.75 |
836.25 |
838.50 |
-2.50 |
1,287 |
11,386 |
-421 |
May12 |
120207 |
826.00 |
832.00 |
822.50 |
825.75 |
-1.00 |
1,109 |
8,256 |
-406 |
Jul12 |
120207 |
815.00 |
818.00 |
809.75 |
810.75 |
-1.50 |
577 |
8,913 |
-19 |
Sep12 |
120207 |
788.00 |
793.00 |
782.50 |
783.75 |
-4.75 |
367 |
5,387 |
+17 |
Dec12 |
120207 |
795.00 |
800.00 |
789.25 |
790.75 |
-4.75 |
372 |
4,109 |
+64 |
Total Volume and Open Interest |
3,731 |
38,385 |
-763 |
Oats(CBOT) |
Mar12 |
120207 |
326.50 |
329.75 |
322.25 |
327.75 |
+0.75 |
677 |
5,847 |
-252 |
May12 |
120207 |
318.50 |
320.75 |
313.25 |
317.00 |
-3.75 |
239 |
5,718 |
-12 |
Jul12 |
120207 |
316.00 |
319.75 |
310.50 |
315.00 |
-4.75 |
42 |
334 |
+10 |
Sep12 |
120207 |
315.00 |
318.00 |
315.00 |
315.00 |
-3.00 |
0 |
43 |
+0 |
Total Volume and Open Interest |
969 |
12,945 |
-247 |
Rough Rice(CBOT) |
Mar12 |
120207 |
13.94 |
14.11 |
13.78 |
14.10 |
+0.16 |
869 |
10,336 |
-96 |
May12 |
120207 |
14.25 |
14.38 |
14.07 |
14.38 |
+0.17 |
510 |
4,293 |
+311 |
Jul12 |
120207 |
14.59 |
14.65 |
14.42 |
14.65 |
+0.16 |
59 |
718 |
-8 |
Sep12 |
120207 |
14.69 |
14.74 |
14.52 |
14.74 |
+0.23 |
47 |
349 |
+9 |
Total Volume and Open Interest |
1,485 |
15,704 |
+216 |
Live Cattle(CME) |
Feb12 |
120207 |
123.535 |
125.785 |
123.500 |
125.350 |
+1.600 |
23,333 |
30,418 |
-7,440 |
Apr12 |
120207 |
127.535 |
128.850 |
127.200 |
128.575 |
+1.075 |
21,109 |
142,833 |
+3,110 |
Jun12 |
120207 |
127.100 |
128.150 |
126.980 |
127.950 |
+0.720 |
7,001 |
91,387 |
+110 |
Aug12 |
120207 |
128.985 |
130.150 |
128.880 |
130.075 |
+0.840 |
4,471 |
42,252 |
+448 |
Oct12 |
120207 |
132.000 |
133.400 |
132.000 |
133.380 |
+0.830 |
1,726 |
15,777 |
+361 |
Dec12 |
120207 |
132.950 |
134.050 |
132.850 |
134.035 |
+0.835 |
955 |
10,160 |
+284 |
Total Volume and Open Interest |
58,766 |
337,052 |
-3,046 |
Feeder Cattle(CME) |
Mar12 |
120207 |
154.200 |
155.400 |
154.050 |
155.000 |
+0.870 |
3,075 |
19,558 |
-81 |
Apr12 |
120207 |
156.500 |
157.500 |
156.450 |
157.100 |
+0.550 |
1,780 |
7,967 |
+121 |
May12 |
120207 |
157.750 |
158.825 |
157.750 |
158.650 |
+0.715 |
1,638 |
7,627 |
+273 |
Aug12 |
120207 |
158.800 |
160.450 |
158.800 |
160.000 |
+0.750 |
924 |
8,995 |
+339 |
Sep12 |
120207 |
159.300 |
160.000 |
158.900 |
160.000 |
+0.800 |
171 |
1,543 |
+50 |
Oct12 |
120207 |
158.985 |
159.825 |
158.900 |
159.800 |
+0.650 |
57 |
747 |
+27 |
Nov12 |
120207 |
159.000 |
160.000 |
158.950 |
160.000 |
+0.800 |
21 |
376 |
+12 |
Total Volume and Open Interest |
7,667 |
46,824 |
+742 |
Lean Hogs(CME) |
Feb12 |
120207 |
86.785 |
86.930 |
86.100 |
86.180 |
-0.955 |
2,476 |
13,391 |
-837 |
Apr12 |
120207 |
88.385 |
89.200 |
88.250 |
89.100 |
+0.550 |
13,993 |
92,754 |
+92 |
May12 |
120207 |
97.150 |
97.635 |
96.785 |
97.635 |
+0.635 |
92 |
2,927 |
+40 |
Jun12 |
120207 |
98.300 |
98.830 |
98.150 |
98.500 |
+0.020 |
7,978 |
60,953 |
+208 |
Jul12 |
120207 |
98.730 |
99.200 |
98.550 |
99.100 |
+0.250 |
3,298 |
22,892 |
+1,603 |
Aug12 |
120207 |
98.500 |
98.680 |
98.200 |
98.285 |
-0.215 |
4,014 |
20,875 |
+472 |
Oct12 |
120207 |
89.200 |
89.600 |
88.700 |
89.500 |
+0.250 |
4,560 |
21,188 |
+1,614 |
Dec12 |
120207 |
84.500 |
85.000 |
84.330 |
84.930 |
+0.180 |
2,431 |
11,989 |
+812 |
Total Volume and Open Interest |
39,984 |
252,155 |
+4,463 |
Class III Milk(CME) |
Feb12 |
120207 |
16.08 |
16.12 |
16.07 |
16.08 |
-0.07 |
369 |
5,535 |
+57 |
Mar12 |
120207 |
15.85 |
15.95 |
15.48 |
15.61 |
-0.27 |
486 |
5,850 |
-7 |
Apr12 |
120207 |
16.18 |
16.18 |
15.71 |
15.75 |
-0.28 |
187 |
3,569 |
+36 |
May12 |
120207 |
16.54 |
16.54 |
16.29 |
16.32 |
-0.16 |
107 |
3,052 |
+24 |
Jun12 |
120207 |
16.71 |
16.71 |
16.59 |
16.64 |
-0.07 |
51 |
2,594 |
+15 |
Total Volume and Open Interest |
1,457 |
31,295 |
-4,102 |
Cocoa(ICE) |
Mar12 |
120207 |
2260 |
2285 |
2230 |
2273 |
+10 |
20,527 |
51,037 |
-4,892 |
May12 |
120207 |
2293 |
2303 |
2257 |
2291 |
+1 |
13,540 |
47,458 |
+3,344 |
Jul12 |
120207 |
2320 |
2325 |
2285 |
2315 |
-2 |
3,843 |
27,048 |
+323 |
Sep12 |
120207 |
2325 |
2346 |
2311 |
2338 |
unch |
662 |
15,386 |
-74 |
Dec12 |
120207 |
2349 |
2376 |
2335 |
2367 |
+6 |
1,169 |
16,111 |
+173 |
Mar13 |
120207 |
2360 |
2406 |
2360 |
2400 |
+10 |
1,529 |
9,078 |
+1,305 |
May13 |
120207 |
2398 |
2416 |
2398 |
2408 |
+6 |
60 |
2,595 |
+2 |
Total Volume and Open Interest |
41,616 |
169,923 |
+330 |
Coffee "C"(ICE) |
Mar12 |
120207 |
219.10 |
222.45 |
215.80 |
220.95 |
+2.15 |
11,908 |
53,467 |
-1,097 |
May12 |
120207 |
222.50 |
225.00 |
218.70 |
223.65 |
+1.95 |
6,141 |
39,925 |
+2,017 |
Jul12 |
120207 |
225.05 |
227.90 |
222.20 |
226.60 |
+1.85 |
2,656 |
19,859 |
+871 |
Sep12 |
120207 |
228.10 |
230.70 |
225.00 |
229.45 |
+1.85 |
1,297 |
8,856 |
-230 |
Dec12 |
120207 |
231.65 |
233.10 |
230.95 |
233.10 |
+1.75 |
663 |
8,121 |
+69 |
Mar13 |
120207 |
235.00 |
236.35 |
233.00 |
236.35 |
+1.45 |
201 |
1,337 |
+127 |
Total Volume and Open Interest |
22,885 |
132,241 |
+1,764 |
Orange Juice(ICE) |
Mar12 |
120207 |
202.00 |
202.05 |
191.55 |
195.85 |
-5.65 |
1,409 |
17,445 |
-566 |
May12 |
120207 |
195.30 |
195.30 |
186.60 |
189.35 |
-5.95 |
824 |
6,409 |
+304 |
Jul12 |
120207 |
188.00 |
188.00 |
182.00 |
184.95 |
-4.45 |
37 |
1,075 |
+15 |
Sep12 |
120207 |
182.00 |
183.95 |
182.00 |
183.95 |
-2.80 |
6 |
354 |
+4 |
Nov12 |
120207 |
172.50 |
176.15 |
172.50 |
176.15 |
-2.80 |
0 |
301 |
+0 |
Jan13 |
120207 |
173.65 |
173.65 |
173.65 |
173.65 |
-2.80 |
0 |
15 |
+0 |
Total Volume and Open Interest |
2,276 |
25,603 |
-243 |
Sugar #11(ICE) |
Mar12 |
120207 |
24.50 |
24.66 |
24.07 |
24.40 |
-0.10 |
43,357 |
200,455 |
+659 |
May12 |
120207 |
23.74 |
23.87 |
23.33 |
23.58 |
-0.16 |
26,515 |
147,494 |
+3,720 |
Jul12 |
120207 |
23.08 |
23.25 |
22.75 |
23.03 |
-0.09 |
20,118 |
156,084 |
+1,490 |
Oct12 |
120207 |
23.38 |
23.56 |
23.12 |
23.43 |
-0.07 |
8,863 |
72,770 |
+226 |
Mar13 |
120207 |
24.13 |
24.29 |
23.91 |
24.20 |
-0.08 |
4,451 |
54,130 |
+1,238 |
Total Volume and Open Interest |
104,307 |
689,250 |
+7,540 |
London Cocoa(LCE) |
Mar12 |
120207 |
1464 |
1480 |
1457 |
1472 |
unch |
6,615 |
65,414 |
-880 |
May12 |
120207 |
1483 |
1495 |
1475 |
1488 |
-3 |
5,004 |
22,956 |
+30 |
Jul12 |
120207 |
1498 |
1510 |
1490 |
1504 |
-2 |
2,177 |
29,296 |
-286 |
Sep12 |
120207 |
1512 |
1520 |
1500 |
1510 |
-4 |
1,286 |
24,662 |
+152 |
Dec12 |
120207 |
1516 |
1522 |
1503 |
1516 |
-2 |
1,096 |
18,155 |
+102 |
Mar13 |
120207 |
1514 |
1533 |
1514 |
1526 |
-3 |
839 |
10,006 |
-232 |
May13 |
120207 |
1532 |
1534 |
1532 |
1534 |
-3 |
57 |
5,719 |
+68 |
Total Volume and Open Interest |
17,192 |
178,573 |
-640 |
London Sugar(LCE) |
Mar12 |
120207 |
643.00 |
650.00 |
638.40 |
646.90 |
+4.40 |
5,108 |
20,374 |
-1,463 |
May12 |
120207 |
628.90 |
636.20 |
622.50 |
631.90 |
+4.30 |
4,185 |
21,114 |
-1,093 |
Aug12 |
120207 |
611.50 |
616.40 |
605.30 |
613.30 |
+2.80 |
1,081 |
17,551 |
+119 |
Oct12 |
120207 |
611.80 |
614.70 |
605.20 |
611.50 |
+2.30 |
427 |
6,047 |
+175 |
Dec12 |
120207 |
611.00 |
617.30 |
610.40 |
615.50 |
+2.60 |
262 |
2,019 |
-73 |
Total Volume and Open Interest |
11,213 |
70,490 |
-2,125 |
Cotton(ICE) |
Mar12 |
120207 |
96.31 |
96.93 |
94.35 |
94.57 |
-1.74 |
14,224 |
71,335 |
-92 |
May12 |
120207 |
98.00 |
98.50 |
95.90 |
96.06 |
-1.77 |
7,235 |
48,130 |
+1,198 |
Jul12 |
120207 |
99.18 |
99.70 |
97.23 |
97.41 |
-1.80 |
4,147 |
38,165 |
+320 |
Oct12 |
120207 |
97.41 |
97.41 |
97.41 |
97.41 |
-1.30 |
0 |
89 |
+0 |
Dec12 |
120207 |
96.78 |
97.39 |
95.70 |
96.28 |
-1.00 |
3,288 |
22,243 |
+1,472 |
Mar13 |
120207 |
97.95 |
97.95 |
97.24 |
97.56 |
-0.92 |
177 |
1,099 |
+117 |
Total Volume and Open Interest |
29,246 |
182,078 |
+3,021 |
Lumber(CME) |
Mar12 |
120207 |
273.5 |
276.3 |
266.0 |
269.4 |
-3.1 |
954 |
5,347 |
-149 |
May12 |
120207 |
276.8 |
280.7 |
271.5 |
273.7 |
-1.5 |
457 |
4,067 |
+204 |
Jul12 |
120207 |
285.8 |
288.8 |
281.1 |
283.9 |
-1.3 |
25 |
563 |
+9 |
Sep12 |
120207 |
290.4 |
291.8 |
285.1 |
287.8 |
-1.2 |
90 |
511 |
+0 |
Total Volume and Open Interest |
1,593 |
10,605 |
+130 |
Crude Oil(NYM) |
Mar12 |
120207 |
97.13 |
99.13 |
95.84 |
98.41 |
+1.50 |
318,638 |
280,572 |
-8,898 |
Apr12 |
120207 |
97.63 |
99.53 |
96.33 |
98.82 |
+1.41 |
115,402 |
135,130 |
+9,079 |
May12 |
120207 |
98.33 |
100.07 |
97.00 |
99.38 |
+1.32 |
71,572 |
104,791 |
+17 |
Jun12 |
120207 |
99.11 |
100.65 |
97.70 |
99.96 |
+1.28 |
74,669 |
107,909 |
+4,800 |
Jul12 |
120207 |
99.50 |
101.05 |
98.30 |
100.46 |
+1.28 |
28,278 |
61,506 |
+4,899 |
Aug12 |
120207 |
100.08 |
101.20 |
98.81 |
100.80 |
+1.25 |
16,255 |
39,908 |
-73 |
Sep12 |
120207 |
100.26 |
101.51 |
99.13 |
101.03 |
+1.20 |
12,460 |
42,602 |
-227 |
Oct12 |
120207 |
100.24 |
101.63 |
100.24 |
101.22 |
+1.14 |
7,047 |
32,494 |
-228 |
Nov12 |
120207 |
100.64 |
101.73 |
100.22 |
101.38 |
+1.08 |
6,346 |
34,006 |
-57 |
Dec12 |
120207 |
100.76 |
102.07 |
99.84 |
101.51 |
+1.02 |
51,287 |
192,328 |
+2,726 |
Jan13 |
120207 |
101.78 |
101.80 |
101.47 |
101.53 |
+0.97 |
5,890 |
34,379 |
+1,551 |
Feb13 |
120207 |
101.66 |
101.91 |
101.47 |
101.47 |
+0.93 |
1,874 |
16,631 |
+579 |
Mar13 |
120207 |
101.32 |
101.32 |
101.32 |
101.32 |
+0.89 |
2,219 |
17,474 |
+177 |
Apr13 |
120207 |
101.08 |
101.08 |
101.08 |
101.08 |
+0.84 |
840 |
8,947 |
+135 |
May13 |
120207 |
100.81 |
100.81 |
100.81 |
100.81 |
+0.80 |
724 |
8,480 |
+31 |
Jun13 |
120207 |
99.87 |
101.18 |
99.78 |
100.51 |
+0.75 |
6,349 |
52,926 |
-119 |
Total Volume and Open Interest |
754,775 |
1,458,102 |
+20,659 |
e-miNY Crude Oil(NYM) |
Feb12 |
120119 |
101.100 |
102.075 |
100.050 |
100.400 |
-0.200 |
6,357 |
1,305 |
-91 |
Mar12 |
120207 |
97.125 |
99.125 |
95.825 |
98.400 |
+1.500 |
7,707 |
2,242 |
-67 |
Apr12 |
120207 |
97.650 |
99.500 |
96.350 |
98.825 |
+1.425 |
397 |
379 |
+52 |
May12 |
120207 |
98.475 |
100.000 |
97.025 |
99.375 |
+1.325 |
84 |
148 |
+3 |
Jun12 |
120207 |
98.700 |
100.025 |
97.750 |
99.950 |
+1.275 |
37 |
91 |
+28 |
Jul12 |
120207 |
98.700 |
100.450 |
98.700 |
100.450 |
+1.275 |
0 |
12 |
+0 |
Aug12 |
120207 |
99.500 |
100.800 |
99.500 |
100.800 |
+1.250 |
0 |
9 |
+0 |
Sep12 |
120207 |
101.025 |
101.025 |
101.025 |
101.025 |
+1.200 |
0 |
1 |
+0 |
Oct12 |
120207 |
101.225 |
101.225 |
101.225 |
101.225 |
+1.150 |
0 |
10 |
+0 |
Nov12 |
120207 |
101.375 |
101.375 |
101.375 |
101.375 |
+1.075 |
|
|
|
Total Volume and Open Interest |
8,229 |
3,113 |
+14 |
Heating Oil(NYM) |
Mar12 |
120207 |
318.76 |
322.08 |
317.07 |
319.09 |
+2.02 |
64,351 |
93,644 |
+1,815 |
Apr12 |
120207 |
315.76 |
318.67 |
314.19 |
315.95 |
+1.55 |
22,500 |
41,920 |
+1,278 |
May12 |
120207 |
313.75 |
315.34 |
311.44 |
312.94 |
+1.13 |
14,852 |
33,322 |
-397 |
Jun12 |
120207 |
311.18 |
313.10 |
309.63 |
310.80 |
+0.69 |
17,996 |
54,474 |
+2,022 |
Jul12 |
120207 |
311.47 |
312.04 |
309.32 |
310.17 |
+0.60 |
3,520 |
13,528 |
+469 |
Aug12 |
120207 |
310.50 |
312.15 |
309.63 |
310.14 |
+0.62 |
2,097 |
6,731 |
+524 |
Sep12 |
120207 |
310.00 |
312.52 |
310.00 |
310.51 |
+0.58 |
1,286 |
12,046 |
+311 |
Oct12 |
120207 |
311.49 |
313.14 |
310.73 |
311.09 |
+0.46 |
445 |
4,695 |
+166 |
Nov12 |
120207 |
311.30 |
313.70 |
311.30 |
311.67 |
+0.35 |
250 |
2,707 |
+28 |
Dec12 |
120207 |
311.52 |
314.30 |
311.52 |
312.19 |
+0.31 |
3,072 |
23,709 |
+781 |
Jan13 |
120207 |
311.72 |
312.64 |
311.72 |
312.64 |
+0.16 |
28 |
2,919 |
-8 |
Feb13 |
120207 |
312.24 |
312.24 |
312.24 |
312.24 |
+0.09 |
115 |
694 |
-79 |
Total Volume and Open Interest |
130,679 |
291,295 |
+6,985 |
Gasoline(NYMEX) |
Mar12 |
120207 |
294.16 |
295.41 |
291.72 |
292.75 |
-0.04 |
47,285 |
100,825 |
+475 |
Apr12 |
120207 |
307.64 |
309.59 |
305.69 |
306.74 |
unch |
30,032 |
51,483 |
+1,536 |
May12 |
120207 |
305.20 |
308.63 |
304.80 |
305.72 |
-0.02 |
18,145 |
42,134 |
-1,542 |
Jun12 |
120207 |
303.61 |
305.86 |
302.18 |
302.96 |
+0.02 |
16,642 |
41,638 |
-271 |
Jul12 |
120207 |
299.42 |
302.10 |
298.79 |
299.51 |
+0.09 |
11,787 |
26,002 |
+1,514 |
Aug12 |
120207 |
296.77 |
298.74 |
295.04 |
295.90 |
+0.14 |
5,264 |
16,261 |
+881 |
Sep12 |
120207 |
292.50 |
293.50 |
291.65 |
291.91 |
+0.13 |
2,938 |
14,093 |
+459 |
Oct12 |
120207 |
278.98 |
280.37 |
277.71 |
277.71 |
+0.25 |
1,349 |
9,430 |
+83 |
Nov12 |
120207 |
274.60 |
276.85 |
274.15 |
274.15 |
+0.26 |
1,401 |
5,238 |
+368 |
Dec12 |
120207 |
271.25 |
274.80 |
271.25 |
272.13 |
+0.29 |
3,126 |
17,821 |
+402 |
Total Volume and Open Interest |
139,926 |
334,241 |
+4,551 |
e-miNY RBOB Gasoline(NYM) |
Mar12 |
120207 |
292.80 |
292.80 |
292.75 |
292.80 |
unch |
0 |
1 |
+0 |
Apr12 |
120207 |
306.70 |
306.74 |
306.70 |
306.70 |
unch |
|
|
|
May12 |
120207 |
305.70 |
305.72 |
305.70 |
305.70 |
unch |
|
|
|
Jun12 |
120207 |
303.00 |
303.00 |
302.96 |
303.00 |
+0.10 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Mar12 |
120207 |
2.574 |
2.618 |
2.452 |
2.472 |
-0.078 |
159,589 |
283,806 |
+2,249 |
Apr12 |
120207 |
2.763 |
2.789 |
2.622 |
2.628 |
-0.110 |
61,949 |
167,446 |
+1,924 |
May12 |
120207 |
2.895 |
2.905 |
2.740 |
2.744 |
-0.114 |
47,336 |
138,241 |
+4,793 |
Jun12 |
120207 |
2.968 |
2.996 |
2.827 |
2.832 |
-0.120 |
26,019 |
74,866 |
+2,171 |
Jul12 |
120207 |
3.051 |
3.078 |
2.908 |
2.910 |
-0.123 |
23,993 |
69,793 |
+1,157 |
Aug12 |
120207 |
3.090 |
3.114 |
2.941 |
2.945 |
-0.123 |
15,518 |
37,978 |
-701 |
Sep12 |
120207 |
3.082 |
3.125 |
2.952 |
2.956 |
-0.124 |
16,398 |
46,879 |
+1,687 |
Oct12 |
120207 |
3.171 |
3.171 |
2.995 |
3.001 |
-0.124 |
30,306 |
109,600 |
+2,588 |
Nov12 |
120207 |
3.277 |
3.321 |
3.160 |
3.162 |
-0.123 |
5,265 |
40,288 |
-184 |
Dec12 |
120207 |
3.620 |
3.630 |
3.457 |
3.461 |
-0.122 |
4,903 |
34,709 |
-314 |
Jan13 |
120207 |
3.705 |
3.742 |
3.589 |
3.591 |
-0.124 |
11,818 |
57,701 |
+2,581 |
Feb13 |
120207 |
3.715 |
3.748 |
3.598 |
3.599 |
-0.121 |
1,121 |
15,535 |
+37 |
Mar13 |
120207 |
3.721 |
3.721 |
3.577 |
3.580 |
-0.120 |
4,604 |
23,868 |
-990 |
Apr13 |
120207 |
3.650 |
3.663 |
3.530 |
3.541 |
-0.115 |
4,290 |
34,528 |
+25 |
May13 |
120207 |
3.680 |
3.680 |
3.570 |
3.570 |
-0.112 |
319 |
10,498 |
+66 |
Jun13 |
120207 |
3.685 |
3.716 |
3.603 |
3.604 |
-0.111 |
220 |
4,043 |
+72 |
Total Volume and Open Interest |
417,232 |
1,235,853 |
+17,754 |
Brent Crude Oil(ICE) |
Mar12 |
120207 |
116.64 |
117.50 |
115.60 |
116.23 |
+0.30 |
247,676 |
157,741 |
+33 |
Apr12 |
120207 |
116.34 |
117.08 |
115.23 |
115.80 |
+0.17 |
137,447 |
187,928 |
+9,305 |
May12 |
120207 |
116.10 |
116.72 |
114.97 |
115.48 |
+0.09 |
52,622 |
105,682 |
+5,743 |
Jun12 |
120207 |
115.82 |
116.40 |
114.65 |
115.19 |
+0.07 |
64,984 |
94,518 |
+3,367 |
Jul12 |
120207 |
115.27 |
116.00 |
114.37 |
114.85 |
+0.08 |
14,863 |
44,798 |
+805 |
Aug12 |
120207 |
114.39 |
115.57 |
114.01 |
114.43 |
+0.09 |
7,564 |
42,898 |
-666 |
Sep12 |
120207 |
113.91 |
115.03 |
113.42 |
113.91 |
+0.11 |
7,836 |
50,221 |
-109 |
Oct12 |
120207 |
113.82 |
114.40 |
113.00 |
113.43 |
+0.11 |
4,700 |
26,813 |
+178 |
Nov12 |
120207 |
113.38 |
113.94 |
112.57 |
112.98 |
+0.11 |
3,746 |
18,445 |
-98 |
Dec12 |
120207 |
112.95 |
113.67 |
112.07 |
112.54 |
+0.12 |
43,252 |
113,127 |
+2,714 |
Jan13 |
120207 |
112.10 |
112.10 |
112.10 |
112.10 |
+0.12 |
3,304 |
13,251 |
+193 |
Feb13 |
120207 |
111.67 |
111.67 |
111.67 |
111.67 |
+0.12 |
1,486 |
8,617 |
+220 |
Mar13 |
120207 |
111.26 |
111.26 |
111.26 |
111.26 |
+0.11 |
993 |
8,902 |
-105 |
Apr13 |
120207 |
110.79 |
110.79 |
110.79 |
110.79 |
+0.12 |
277 |
3,510 |
+15 |
Total Volume and Open Interest |
625,403 |
1,048,695 |
+23,052 |
Gas Oil(ICE) |
Feb12 |
120207 |
994.00 |
1003.25 |
989.50 |
995.25 |
+7.00 |
51,471 |
55,652 |
-12,658 |
Mar12 |
120207 |
995.25 |
1001.75 |
988.00 |
994.50 |
+6.50 |
115,496 |
136,265 |
+8,492 |
Apr12 |
120207 |
991.25 |
994.75 |
982.25 |
989.25 |
+6.50 |
50,548 |
74,656 |
+3,740 |
May12 |
120207 |
985.25 |
989.25 |
977.00 |
984.00 |
+6.25 |
20,085 |
50,820 |
+1,893 |
Jun12 |
120207 |
977.75 |
985.00 |
972.75 |
979.75 |
+6.25 |
24,357 |
48,024 |
+2,313 |
Jul12 |
120207 |
973.00 |
980.00 |
971.00 |
978.00 |
+6.25 |
7,903 |
30,258 |
+1,824 |
Aug12 |
120207 |
971.00 |
980.75 |
971.00 |
977.25 |
+6.25 |
2,441 |
19,627 |
+282 |
Sep12 |
120207 |
970.00 |
980.25 |
969.50 |
976.50 |
+6.50 |
2,439 |
19,208 |
+194 |
Oct12 |
120207 |
969.75 |
977.50 |
969.75 |
974.50 |
+6.25 |
1,512 |
13,231 |
-179 |
Nov12 |
120207 |
971.25 |
975.25 |
968.75 |
972.50 |
+6.00 |
990 |
9,153 |
-89 |
Total Volume and Open Interest |
282,528 |
541,812 |
+5,678 |
Ethanol(CBOT) |
Feb12 |
120203 |
2.131 |
2.131 |
2.131 |
2.131 |
-0.015 |
10 |
211 |
-29 |
Mar12 |
120207 |
2.196 |
2.212 |
2.190 |
2.211 |
+0.018 |
283 |
1,385 |
+39 |
Apr12 |
120207 |
2.230 |
2.243 |
2.230 |
2.239 |
+0.019 |
99 |
1,074 |
-7 |
May12 |
120207 |
2.258 |
2.263 |
2.258 |
2.260 |
+0.014 |
196 |
1,099 |
+120 |
Jun12 |
120207 |
2.280 |
2.284 |
2.280 |
2.284 |
+0.014 |
58 |
836 |
-15 |
Jul12 |
120207 |
2.297 |
2.300 |
2.294 |
2.295 |
+0.006 |
74 |
1,736 |
-3 |
Aug12 |
120207 |
2.284 |
2.288 |
2.284 |
2.288 |
+0.006 |
29 |
1,009 |
+21 |
Sep12 |
120207 |
2.256 |
2.256 |
2.256 |
2.256 |
+0.006 |
3 |
886 |
-1 |
Total Volume and Open Interest |
791 |
10,980 |
+11 |
WTI Crude Oil(ICE) |
Mar12 |
120207 |
97.25 |
99.13 |
95.81 |
98.41 |
+1.50 |
83,434 |
54,742 |
-2,089 |
Apr12 |
120207 |
97.71 |
99.51 |
96.30 |
98.82 |
+1.41 |
34,971 |
41,483 |
+4,206 |
May12 |
120207 |
98.41 |
100.09 |
96.97 |
99.38 |
+1.32 |
20,106 |
23,887 |
+129 |
Jun12 |
120207 |
99.04 |
100.65 |
97.67 |
99.96 |
+1.28 |
25,768 |
42,768 |
+681 |
Jul12 |
120207 |
99.41 |
100.93 |
98.36 |
100.46 |
+1.28 |
6,355 |
17,756 |
+1,255 |
Aug12 |
120207 |
99.55 |
101.27 |
98.80 |
100.80 |
+1.25 |
5,670 |
15,601 |
+290 |
Sep12 |
120207 |
99.57 |
101.50 |
99.04 |
101.03 |
+1.20 |
4,264 |
12,317 |
-89 |
Oct12 |
120207 |
99.71 |
101.66 |
99.47 |
101.22 |
+1.14 |
3,168 |
7,496 |
-1,244 |
Nov12 |
120207 |
99.97 |
101.86 |
99.96 |
101.38 |
+1.08 |
2,371 |
6,356 |
-129 |
Dec12 |
120207 |
100.69 |
102.19 |
99.83 |
101.51 |
+1.02 |
16,300 |
55,224 |
+433 |
Jan13 |
120207 |
101.53 |
101.53 |
101.53 |
101.53 |
+0.97 |
1,116 |
5,604 |
+127 |
Feb13 |
120207 |
101.47 |
101.47 |
101.47 |
101.47 |
+0.93 |
274 |
1,585 |
+87 |
Mar13 |
120207 |
101.32 |
101.32 |
101.32 |
101.32 |
+0.89 |
164 |
1,813 |
+63 |
Apr13 |
120207 |
101.08 |
101.08 |
101.08 |
101.08 |
+0.84 |
0 |
421 |
+0 |
May13 |
120207 |
100.81 |
100.81 |
100.81 |
100.81 |
+0.80 |
1 |
572 |
+1 |
Jun13 |
120207 |
99.86 |
100.95 |
99.86 |
100.51 |
+0.75 |
932 |
15,724 |
+139 |
Total Volume and Open Interest |
210,726 |
379,415 |
+5,001 |
US Dollar Index(ICE) |
Mar12 |
120207 |
79.200 |
79.370 |
78.570 |
78.675 |
-0.510 |
25,778 |
52,191 |
+283 |
Jun12 |
120207 |
79.755 |
79.800 |
78.880 |
79.045 |
-0.505 |
5 |
572 |
+3 |
Sep12 |
120207 |
79.445 |
79.445 |
79.445 |
79.445 |
-0.505 |
|
|
|
Total Volume and Open Interest |
25,783 |
52,763 |
+286 |
Australian Dollar(CME) |
Mar12 |
120207 |
106.71 |
107.72 |
106.53 |
107.42 |
+0.60 |
128,705 |
147,327 |
-1,491 |
Jun12 |
120207 |
105.75 |
106.58 |
105.75 |
106.37 |
+0.55 |
21 |
626 |
+5 |
Sep12 |
120207 |
105.39 |
105.39 |
104.88 |
105.39 |
+0.51 |
0 |
110 |
+0 |
Total Volume and Open Interest |
128,726 |
148,073 |
-1,486 |
British Pound(CME) |
Mar12 |
120207 |
158.18 |
159.01 |
157.84 |
158.91 |
+0.70 |
99,791 |
192,404 |
-1,019 |
Jun12 |
120207 |
158.00 |
158.94 |
157.88 |
158.78 |
+0.70 |
69 |
253 |
+15 |
Sep12 |
120207 |
158.65 |
158.65 |
157.94 |
158.65 |
+0.71 |
0 |
3 |
+0 |
Total Volume and Open Interest |
99,860 |
192,663 |
-1,004 |
Canadian Dollar(CME) |
Mar12 |
120207 |
100.31 |
100.50 |
99.94 |
100.36 |
+0.08 |
103,008 |
117,482 |
+499 |
Jun12 |
120207 |
99.97 |
100.28 |
99.75 |
100.15 |
+0.08 |
269 |
3,722 |
+142 |
Sep12 |
120207 |
99.99 |
99.99 |
99.85 |
99.93 |
+0.08 |
189 |
1,583 |
+84 |
Dec12 |
120207 |
99.55 |
99.85 |
99.55 |
99.74 |
+0.09 |
42 |
574 |
+16 |
Total Volume and Open Interest |
103,508 |
123,402 |
+741 |
Japanese Yen(CME) |
Mar12 |
120207 |
130.65 |
130.73 |
129.97 |
130.34 |
-0.28 |
95,162 |
176,095 |
-3,434 |
Jun12 |
120207 |
130.60 |
130.77 |
130.19 |
130.48 |
-0.29 |
97 |
1,023 |
+14 |
Sep12 |
120207 |
130.67 |
130.96 |
130.67 |
130.67 |
-0.29 |
0 |
18 |
+0 |
Total Volume and Open Interest |
95,259 |
177,141 |
-3,420 |
Swiss Franc(CME) |
Mar12 |
120207 |
108.82 |
109.84 |
108.42 |
109.63 |
+0.75 |
37,522 |
42,823 |
+1,071 |
Jun12 |
120207 |
109.80 |
109.83 |
109.07 |
109.83 |
+0.76 |
6 |
55 |
+1 |
Sep12 |
120207 |
110.05 |
110.05 |
109.29 |
110.05 |
+0.76 |
0 |
4 |
+0 |
Total Volume and Open Interest |
37,528 |
42,883 |
+1,072 |
EuroFX(CME) |
Mar12 |
120207 |
131.26 |
132.80 |
130.91 |
132.48 |
+1.23 |
357,602 |
294,768 |
-430 |
Jun12 |
120207 |
131.25 |
132.80 |
131.05 |
132.54 |
+1.23 |
320 |
4,691 |
+61 |
Sep12 |
120207 |
131.39 |
132.77 |
131.39 |
132.63 |
+1.24 |
4 |
75 |
+1 |
Total Volume and Open Interest |
357,926 |
299,553 |
-368 |
Mexican Peso(CME) |
Feb12 |
120207 |
787.5 |
788.2 |
787.5 |
787.5 |
-0.8 |
0 |
930 |
+0 |
Mar12 |
120207 |
786.2 |
790.2 |
782.8 |
785.5 |
-0.8 |
51,312 |
143,382 |
-5,437 |
Total Volume and Open Interest |
51,416 |
144,926 |
-5,436 |
Brazilian Real(CME) |
Mar12 |
120207 |
575.30 |
578.55 |
574.60 |
578.20 |
+0.60 |
1,274 |
3,433 |
+196 |
Apr12 |
120207 |
575.05 |
575.05 |
575.05 |
575.05 |
+0.60 |
9 |
24 |
+9 |
May12 |
120207 |
571.90 |
571.90 |
571.90 |
571.90 |
+0.60 |
|
|
|
Jun12 |
120207 |
568.75 |
568.75 |
568.75 |
568.75 |
+0.60 |
0 |
66 |
+0 |
Total Volume and Open Interest |
1,283 |
17,073 |
+205 |
30-Year T-Bonds(CBOT) |
Mar12 |
120207 |
143~050 |
143~150 |
141~270 |
142~100 |
-0~310 |
473,457 |
619,994 |
+7,340 |
Jun12 |
120207 |
141~220 |
141~280 |
140~150 |
140~280 |
-0~310 |
3,762 |
9,615 |
+635 |
Sep12 |
120207 |
139~240 |
140~230 |
139~240 |
139~240 |
-0~310 |
|
|
|
Total Volume and Open Interest |
477,219 |
629,609 |
+7,975 |
10-Year T-Notes(CBOT) |
Mar12 |
120207 |
131~190 |
131~220 |
130~305 |
131~050 |
-0~165 |
1,345,585 |
1,765,230 |
-867 |
Jun12 |
120207 |
131~090 |
131~145 |
130~260 |
130~285 |
-0~180 |
9,512 |
16,740 |
+3,002 |
Sep12 |
120207 |
130~015 |
130~195 |
130~015 |
130~015 |
-0~180 |
|
|
|
Total Volume and Open Interest |
1,355,097 |
1,781,971 |
+2,135 |
5-Year T-Notes(CBOT) |
Mar12 |
120207 |
123~107 |
123~109 |
123~069 |
123~079 |
-0~031 |
605,805 |
1,457,665 |
+13,769 |
Jun12 |
120207 |
123~079 |
123~095 |
123~061 |
123~062 |
-0~033 |
2,136 |
6,469 |
+362 |
Sep12 |
120207 |
122~086 |
122~119 |
122~086 |
122~086 |
-0~033 |
|
|
|
Total Volume and Open Interest |
607,941 |
1,464,134 |
+14,131 |
2 Year T-Notes(CBOT) |
Mar12 |
120207 |
110~044 |
110~045 |
110~038 |
110~040 |
-0~005 |
168,327 |
949,916 |
-11,660 |
Jun12 |
120207 |
110~034 |
110~038 |
110~031 |
110~032 |
-0~006 |
417 |
4,437 |
+295 |
Sep12 |
120207 |
109~098 |
109~104 |
109~098 |
109~098 |
-0~006 |
|
|
|
Total Volume and Open Interest |
168,744 |
954,353 |
-11,365 |
Eurodollars(CME) |
Mar12 |
120207 |
99.555 |
99.565 |
99.545 |
99.555 |
-0.005 |
185,385 |
933,350 |
-11,714 |
Jun12 |
120207 |
99.545 |
99.555 |
99.525 |
99.540 |
-0.015 |
218,707 |
1,042,648 |
+22,090 |
Sep12 |
120207 |
99.515 |
99.525 |
99.490 |
99.500 |
-0.025 |
192,067 |
773,696 |
+5,103 |
Dec12 |
120207 |
99.490 |
99.505 |
99.460 |
99.470 |
-0.030 |
216,047 |
831,414 |
+8,402 |
Mar13 |
120207 |
99.485 |
99.495 |
99.445 |
99.455 |
-0.035 |
266,400 |
691,245 |
+4,645 |
Jun13 |
120207 |
99.465 |
99.475 |
99.415 |
99.430 |
-0.040 |
211,993 |
604,071 |
-1,630 |
Sep13 |
120207 |
99.435 |
99.445 |
99.380 |
99.395 |
-0.045 |
209,861 |
592,759 |
+17,372 |
Dec13 |
120207 |
99.380 |
99.390 |
99.320 |
99.335 |
-0.050 |
234,901 |
576,161 |
-1,995 |
Mar14 |
120207 |
99.315 |
99.325 |
99.250 |
99.260 |
-0.060 |
257,125 |
434,019 |
+10,147 |
Jun14 |
120207 |
99.220 |
99.225 |
99.140 |
99.155 |
-0.065 |
195,412 |
306,951 |
+1,424 |
Sep14 |
120207 |
99.085 |
99.100 |
99.010 |
99.025 |
-0.070 |
147,862 |
246,545 |
+294 |
Dec14 |
120207 |
98.930 |
98.935 |
98.850 |
98.860 |
-0.075 |
199,652 |
286,243 |
+2,477 |
Mar15 |
120207 |
98.770 |
98.780 |
98.685 |
98.695 |
-0.080 |
140,107 |
183,245 |
-5,606 |
Jun15 |
120207 |
0.301 |
0.301 |
0.206 |
0.216 |
-0.085 |
93,294 |
135,908 |
+6,130 |
Sep15 |
120207 |
0.131 |
0.136 |
0.031 |
0.041 |
-0.095 |
63,930 |
85,625 |
-1,053 |
Dec15 |
120207 |
6.510 |
6.510 |
6.405 |
6.415 |
-0.100 |
67,702 |
100,891 |
+3,295 |
Mar16 |
120207 |
6.355 |
6.360 |
6.250 |
6.265 |
-0.100 |
27,164 |
59,587 |
+1,344 |
Jun16 |
120207 |
6.210 |
6.210 |
6.090 |
6.110 |
-0.100 |
24,169 |
53,904 |
+1,749 |
Total Volume and Open Interest |
3,010,629 |
8,201,541 |
+63,463 |
30 Day Federal Funds(CBOT) |
Feb12 |
120207 |
99.893 |
99.895 |
99.887 |
99.890 |
unch |
5,548 |
68,488 |
+489 |
Mar12 |
120207 |
99.885 |
99.895 |
99.885 |
99.890 |
unch |
3,815 |
37,722 |
+902 |
Apr12 |
120207 |
99.890 |
99.890 |
99.885 |
99.890 |
unch |
2,515 |
36,598 |
-567 |
May12 |
120207 |
99.885 |
99.890 |
99.880 |
99.885 |
unch |
2,661 |
43,651 |
+196 |
Jun12 |
120207 |
99.880 |
99.885 |
99.880 |
99.880 |
unch |
6,129 |
30,185 |
+1,194 |
Jul12 |
120207 |
99.875 |
99.880 |
99.870 |
99.875 |
unch |
3,815 |
36,203 |
-306 |
Total Volume and Open Interest |
67,939 |
489,352 |
+3,480 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120207 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
40 |
+0 |
Jun12 |
120207 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
120207 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
120207 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Mar13 |
120207 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120207 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep13 |
120207 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Dec13 |
120207 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120207 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120207 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120207 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,841 |
+0 |
Jun12 |
120207 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,433 |
+0 |
Sep12 |
120207 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
679 |
+0 |
Dec12 |
120207 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
117 |
+0 |
Mar13 |
120207 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
120207 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
218 |
+0 |
Sep13 |
120207 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
325 |
+0 |
Dec13 |
120207 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
279 |
+0 |
Total Volume and Open Interest |
0 |
5,023 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120207 |
142.45 |
142.55 |
142.32 |
142.49 |
+0.01 |
2,092 |
26,142 |
+377 |
Jun12 |
120207 |
142.12 |
142.12 |
141.91 |
141.91 |
+0.01 |
9 |
4 |
-9 |
Sep12 |
120207 |
139.82 |
139.82 |
139.82 |
139.82 |
+0.01 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,101 |
26,155 |
+368 |
Euro-Bund(EUREX) |
Mar12 |
120207 |
138.83 |
139.13 |
137.83 |
137.95 |
-0.68 |
730,110 |
867,117 |
-24,756 |
Jun12 |
120207 |
137.03 |
137.33 |
136.20 |
136.23 |
-0.68 |
1,712 |
9,258 |
+368 |
Sep12 |
120207 |
136.15 |
136.15 |
136.15 |
136.15 |
-0.68 |
58 |
1 |
+0 |
Total Volume and Open Interest |
731,880 |
876,376 |
-24,388 |
Euro-Bobl(EUREX) |
Mar12 |
120207 |
125.23 |
125.36 |
124.77 |
124.84 |
-0.36 |
390,812 |
687,416 |
-4,885 |
Jun12 |
120207 |
123.45 |
123.45 |
123.21 |
123.23 |
-0.38 |
1,057 |
15,817 |
+1,036 |
Sep12 |
120207 |
123.14 |
123.14 |
123.14 |
123.14 |
-0.36 |
0 |
4 |
+0 |
Total Volume and Open Interest |
391,869 |
703,237 |
-3,849 |
3-Mth Euribor(EUREX) |
Mar12 |
120207 |
99.115 |
99.115 |
99.110 |
99.110 |
+0.005 |
210 |
1,528 |
+0 |
Jun12 |
120207 |
99.240 |
99.240 |
99.240 |
99.240 |
unch |
9 |
1,268 |
-35 |
Sep12 |
120207 |
99.260 |
99.260 |
99.260 |
99.260 |
-0.015 |
9 |
1,033 |
-4 |
Total Volume and Open Interest |
252 |
6,476 |
-65 |
Long Gilt(LIFFE) |
Mar12 |
120207 |
115~11 |
115~23 |
114~25 |
114~28 |
-0~16 |
154,091 |
327,222 |
+5,646 |
Jun12 |
120207 |
113~24 |
113~24 |
113~20 |
113~20 |
-0~20 |
150 |
289 |
+100 |
Total Volume and Open Interest |
154,241 |
327,511 |
+5,746 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120207 |
99.01 |
99.01 |
98.99 |
99.00 |
-0.01 |
57,197 |
303,883 |
-11,830 |
Jun12 |
120207 |
99.06 |
99.07 |
99.05 |
99.06 |
-0.01 |
64,772 |
269,240 |
+3,806 |
Sep12 |
120207 |
99.07 |
99.09 |
99.06 |
99.08 |
-0.01 |
92,366 |
297,050 |
-9,572 |
Dec12 |
120207 |
99.08 |
99.08 |
99.05 |
99.07 |
-0.01 |
87,126 |
259,633 |
-3,726 |
Mar13 |
120207 |
99.06 |
99.07 |
99.03 |
99.05 |
-0.02 |
113,420 |
287,681 |
-14,853 |
Jun13 |
120207 |
99.02 |
99.03 |
98.98 |
99.00 |
-0.02 |
84,665 |
219,762 |
-8,691 |
Total Volume and Open Interest |
663,500 |
2,124,170 |
-34,310 |
3-Mth Euribor(LIFFE) |
Mar12 |
120207 |
99.110 |
99.120 |
99.080 |
99.110 |
+0.005 |
82,535 |
558,291 |
-906 |
Jun12 |
120207 |
99.240 |
99.260 |
99.230 |
99.240 |
unch |
118,908 |
494,499 |
-26,444 |
Sep12 |
120207 |
99.275 |
99.295 |
99.250 |
99.260 |
-0.015 |
102,863 |
451,333 |
-13,863 |
Total Volume and Open Interest |
858,241 |
3,457,943 |
-21,813 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120207 |
95.81 |
95.85 |
95.68 |
95.70 |
-0.11 |
28,483 |
225,010 |
+3,238 |
Jun12 |
120207 |
96.10 |
96.14 |
95.90 |
95.94 |
-0.16 |
37,147 |
185,634 |
+6,837 |
Sep12 |
120207 |
96.20 |
96.24 |
96.02 |
96.05 |
-0.16 |
18,743 |
117,375 |
+1,189 |
Dec12 |
120207 |
96.20 |
96.23 |
96.02 |
96.04 |
-0.16 |
6,250 |
81,097 |
-138 |
Mar13 |
120207 |
96.17 |
96.20 |
96.00 |
96.01 |
-0.16 |
3,747 |
54,154 |
+860 |
Jun13 |
120207 |
96.14 |
96.17 |
95.96 |
95.97 |
-0.17 |
2,844 |
55,609 |
+1,008 |
Sep13 |
120207 |
96.11 |
96.11 |
95.94 |
95.94 |
-0.16 |
620 |
33,902 |
+199 |
Dec13 |
120207 |
96.06 |
96.06 |
95.91 |
95.91 |
-0.14 |
472 |
24,869 |
-164 |
Mar14 |
120207 |
96.01 |
96.01 |
95.88 |
95.88 |
-0.12 |
91 |
2,632 |
-52 |
Jun14 |
120207 |
95.93 |
95.94 |
95.82 |
95.82 |
-0.09 |
51 |
520 |
+49 |
Total Volume and Open Interest |
98,448 |
780,985 |
+13,026 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120207 |
96.11 |
96.13 |
96.01 |
96.02 |
-0.09 |
52,194 |
380,997 |
-3,061 |
Jun12 |
120207 |
96.02 |
96.02 |
96.02 |
96.02 |
-0.09 |
|
|
|
Total Volume and Open Interest |
52,194 |
380,997 |
-3,061 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120207 |
96.68 |
96.72 |
96.52 |
96.53 |
-0.15 |
152,285 |
478,531 |
-4,698 |
Jun12 |
120207 |
96.53 |
96.53 |
96.53 |
96.53 |
-0.15 |
|
|
|
Total Volume and Open Interest |
152,285 |
478,531 |
-4,698 |
Gold(CMX) |
Feb12 |
120207 |
1722.0 |
1748.0 |
1713.2 |
1746.4 |
+23.6 |
543 |
1,083 |
-118 |
Apr12 |
120207 |
1722.5 |
1752.6 |
1712.6 |
1748.4 |
+23.5 |
191,907 |
238,833 |
-229 |
Jun12 |
120207 |
1725.7 |
1754.6 |
1717.3 |
1751.1 |
+23.5 |
3,162 |
57,519 |
+674 |
Aug12 |
120207 |
1728.2 |
1755.3 |
1718.0 |
1753.7 |
+23.6 |
2,733 |
20,175 |
+1,041 |
Oct12 |
120207 |
1721.8 |
1756.2 |
1721.2 |
1756.2 |
+23.7 |
363 |
12,051 |
+73 |
Dec12 |
120207 |
1734.5 |
1763.0 |
1723.3 |
1758.7 |
+23.8 |
1,929 |
29,727 |
-48 |
Feb13 |
120207 |
1741.8 |
1762.6 |
1726.4 |
1761.0 |
+23.9 |
313 |
12,436 |
+122 |
Apr13 |
120207 |
1763.4 |
1763.4 |
1763.4 |
1763.4 |
+24.0 |
1 |
2,830 |
+0 |
Jun13 |
120207 |
1766.4 |
1766.4 |
1766.4 |
1766.4 |
+24.2 |
405 |
11,319 |
-217 |
Aug13 |
120207 |
1769.6 |
1769.6 |
1769.6 |
1769.6 |
+24.4 |
0 |
204 |
+0 |
Oct13 |
120207 |
1772.9 |
1772.9 |
1772.9 |
1772.9 |
+24.6 |
0 |
1 |
+0 |
Dec13 |
120207 |
1776.3 |
1776.3 |
1775.9 |
1776.3 |
+24.8 |
147 |
11,312 |
+39 |
Total Volume and Open Interest |
204,002 |
434,971 |
+1,599 |
Silver(CMX) |
Mar12 |
120207 |
3366.5 |
3437.0 |
3315.5 |
3419.4 |
+44.4 |
48,264 |
45,083 |
-1,539 |
May12 |
120207 |
3375.0 |
3440.5 |
3325.0 |
3425.8 |
+44.7 |
5,985 |
17,440 |
+2,012 |
Jul12 |
120207 |
3370.5 |
3444.0 |
3335.0 |
3430.9 |
+44.8 |
788 |
7,194 |
+438 |
Sep12 |
120207 |
3434.2 |
3434.2 |
3434.2 |
3434.2 |
+45.0 |
158 |
3,525 |
+26 |
Dec12 |
120207 |
3350.0 |
3453.5 |
3350.0 |
3438.3 |
+45.1 |
486 |
13,873 |
+207 |
Mar13 |
120207 |
3368.0 |
3438.3 |
3368.0 |
3438.3 |
+45.1 |
0 |
1,373 |
+0 |
May13 |
120207 |
3437.9 |
3437.9 |
3437.9 |
3437.9 |
+45.1 |
0 |
1,088 |
+0 |
Total Volume and Open Interest |
55,922 |
104,540 |
+1,131 |
Platinum(NYMEX) |
Apr12 |
120207 |
1628.4 |
1655.7 |
1614.8 |
1654.8 |
+25.0 |
5,431 |
42,176 |
-393 |
Jul12 |
120207 |
1630.0 |
1658.5 |
1618.2 |
1658.4 |
+25.1 |
158 |
2,092 |
+137 |
Oct12 |
120207 |
1661.5 |
1661.5 |
1661.5 |
1661.5 |
+25.1 |
6 |
172 |
+4 |
Jan13 |
120207 |
1664.5 |
1664.5 |
1664.5 |
1664.5 |
+25.1 |
0 |
3 |
+0 |
Total Volume and Open Interest |
5,595 |
44,443 |
-252 |
Palladium(NYMEX) |
Mar12 |
120207 |
51.64 |
54.64 |
40.69 |
53.79 |
+3.20 |
4,138 |
18,831 |
+432 |
Jun12 |
120207 |
52.19 |
55.64 |
44.04 |
55.54 |
+3.20 |
87 |
1,630 |
+82 |
Sep12 |
120207 |
43.94 |
56.89 |
43.94 |
56.89 |
+3.20 |
0 |
164 |
+0 |
Total Volume and Open Interest |
4,225 |
20,626 |
+514 |
Copper(CMX) |
Mar12 |
120207 |
387.75 |
388.10 |
379.40 |
387.60 |
+1.15 |
55,113 |
69,421 |
-95 |
May12 |
120207 |
388.10 |
388.90 |
380.65 |
388.60 |
+1.10 |
7,479 |
36,635 |
+2,893 |
Jul12 |
120207 |
387.40 |
390.20 |
381.60 |
389.65 |
+1.15 |
5,179 |
29,556 |
+2,961 |
Sep12 |
120207 |
388.55 |
390.80 |
382.60 |
390.50 |
+1.10 |
393 |
4,848 |
+340 |
Dec12 |
120207 |
386.55 |
391.45 |
383.75 |
391.25 |
+1.00 |
334 |
7,952 |
+191 |
Total Volume and Open Interest |
69,164 |
159,506 |
+6,371 |
DJIA Index(CBOT) |
Mar12 |
120207 |
12792 |
12845 |
12738 |
12831 |
+55 |
183 |
11,241 |
+3 |
Jun12 |
120207 |
12760 |
12760 |
12705 |
12760 |
+55 |
0 |
287 |
+0 |
Sep12 |
120207 |
12697 |
12697 |
12642 |
12697 |
+55 |
|
|
|
Dec12 |
120207 |
12620 |
12620 |
12565 |
12620 |
+55 |
|
|
|
Total Volume and Open Interest |
183 |
11,528 |
+3 |
E-mini DJIA Index(CBOT) |
Mar12 |
120207 |
12776 |
12851 |
12729 |
12831 |
+55 |
86,879 |
112,232 |
+3,524 |
Jun12 |
120207 |
12670 |
12762 |
12670 |
12760 |
+55 |
18 |
70 |
+7 |
Sep12 |
120207 |
12697 |
12697 |
12697 |
12697 |
+55 |
12 |
20 |
+8 |
Dec12 |
120207 |
12491 |
12620 |
12491 |
12620 |
+55 |
2 |
3 |
+0 |
Total Volume and Open Interest |
86,911 |
112,325 |
+3,539 |
S & P 500(CME) |
Mar12 |
120207 |
1339.00 |
1345.70 |
1332.00 |
1344.70 |
+5.60 |
13,360 |
247,537 |
-1,176 |
Jun12 |
120207 |
1339.00 |
1339.10 |
1327.90 |
1339.00 |
+5.60 |
462 |
3,368 |
+429 |
Sep12 |
120207 |
1332.90 |
1332.90 |
1321.70 |
1332.90 |
+5.70 |
22 |
1,090 |
+3 |
Dec12 |
120207 |
1326.70 |
1326.70 |
1315.20 |
1326.70 |
+6.00 |
9 |
476 |
-5 |
Total Volume and Open Interest |
13,853 |
252,471 |
-749 |
S & P 500 E-Mini(Globex) |
Mar12 |
120207 |
1339.00 |
1345.75 |
1331.75 |
1344.75 |
+5.75 |
1,710,648 |
2,669,758 |
+19,765 |
Jun12 |
120207 |
1334.50 |
1340.00 |
1327.00 |
1339.00 |
+5.50 |
4,114 |
61,078 |
+3,163 |
Total Volume and Open Interest |
1,714,787 |
2,731,146 |
+22,917 |
NASDAQ 100(CME) |
Mar12 |
120207 |
2527.00 |
2534.50 |
2512.00 |
2529.30 |
+3.50 |
332 |
15,737 |
-103 |
Jun12 |
120207 |
2523.80 |
2530.00 |
2513.00 |
2523.80 |
+3.50 |
|
|
|
Sep12 |
120207 |
2521.30 |
2521.30 |
2521.30 |
2521.30 |
+3.50 |
|
|
|
Total Volume and Open Interest |
332 |
15,737 |
-103 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120207 |
2524.80 |
2534.80 |
2511.80 |
2529.30 |
+3.50 |
168,427 |
380,770 |
-11,625 |
Jun12 |
120207 |
2524.50 |
2527.80 |
2514.30 |
2523.80 |
+3.50 |
21 |
198 |
+2 |
Total Volume and Open Interest |
168,453 |
380,978 |
-11,621 |
S & P Midcap 400(CME) |
Mar12 |
120207 |
961.50 |
973.00 |
961.00 |
971.80 |
+5.10 |
493 |
1,985 |
+365 |
Jun12 |
120207 |
969.40 |
969.40 |
969.40 |
969.40 |
+5.10 |
|
|
|
Sep12 |
120207 |
967.40 |
967.40 |
967.40 |
967.40 |
+5.10 |
|
|
|
Total Volume and Open Interest |
493 |
1,985 |
+365 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120207 |
8915 |
8965 |
8900 |
8945 |
+25 |
5,562 |
23,234 |
+1,091 |
Jun12 |
120207 |
8900 |
8900 |
8860 |
8885 |
+25 |
1 |
44 |
-1 |
Total Volume and Open Interest |
5,563 |
23,278 |
+1,090 |
Nikkei 225(SGX) |
Mar12 |
120207 |
8895 |
8925 |
8870 |
8895 |
-5 |
83,063 |
203,152 |
-5,351 |
Jun12 |
120207 |
8840 |
8840 |
8820 |
8820 |
unch |
38 |
7,539 |
-3 |
Sep12 |
120207 |
8815 |
8815 |
8815 |
8815 |
-5 |
0 |
30 |
+0 |
Total Volume and Open Interest |
83,891 |
227,048 |
-2,860 |
CAC 40(EURONEXT) |
Feb12 |
120207 |
3399.0 |
3421.5 |
3378.0 |
3412.5 |
+7.5 |
71,044 |
303,572 |
+7,054 |
Mar12 |
120207 |
3396.5 |
3421.0 |
3380.5 |
3413.5 |
+8.0 |
5,236 |
29,491 |
-23 |
Apr12 |
120207 |
3390.0 |
3408.5 |
3390.0 |
3408.5 |
+10.0 |
0 |
18 |
+3 |
Total Volume and Open Interest |
76,380 |
333,141 |
+7,035 |
Hang Seng Index(HKFE) |
Feb12 |
120207 |
20844 |
20924 |
20675 |
20781 |
+120 |
56,171 |
86,026 |
-584 |
Mar12 |
120207 |
20898 |
20898 |
20625 |
20734 |
+119 |
666 |
6,156 |
+264 |
Total Volume and Open Interest |
56,974 |
95,053 |
-305 |
DAX(EUREX) |
Mar12 |
120207 |
6754.5 |
6792.5 |
6685.5 |
6759.0 |
-7.5 |
145,950 |
166,464 |
-2,581 |
Jun12 |
120207 |
6777.0 |
6803.5 |
6705.0 |
6772.5 |
-8.0 |
293 |
5,896 |
+7 |
Sep12 |
120207 |
6714.0 |
6785.0 |
6714.0 |
6779.5 |
-7.5 |
10 |
422 |
-3 |
Total Volume and Open Interest |
146,253 |
172,782 |
-2,577 |
FT-SE 100(EURONEXT) |
Mar12 |
120207 |
5858.00 |
5863.00 |
5806.50 |
5841.50 |
-4.00 |
108,998 |
642,798 |
+2,842 |
Jun12 |
120207 |
5807.00 |
5807.00 |
5768.50 |
5791.00 |
-4.50 |
936 |
10,327 |
+933 |
Sep12 |
120207 |
5760.00 |
5760.00 |
5760.00 |
5760.00 |
-3.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
109,934 |
653,135 |
+3,775 |
SPI 200(SFE) |
Mar12 |
120207 |
4257.0 |
4277.0 |
4232.0 |
4247.0 |
-9.0 |
23,676 |
180,724 |
+917 |
Jun12 |
120207 |
4259.0 |
4259.0 |
4259.0 |
4259.0 |
-8.0 |
223 |
1,970 |
+2 |
Sep12 |
120207 |
4226.0 |
4226.0 |
4226.0 |
4226.0 |
-7.0 |
2 |
1,338 |
-2 |
Total Volume and Open Interest |
24,393 |
186,733 |
+1,202 |
GSCI(CME) |
Feb12 |
120207 |
667.50 |
675.25 |
667.50 |
673.00 |
+4.75 |
682 |
9,509 |
-600 |
Mar12 |
120207 |
676.00 |
678.50 |
671.00 |
676.00 |
+4.50 |
503 |
648 |
+501 |
Apr12 |
120207 |
678.00 |
680.50 |
673.00 |
678.00 |
+4.50 |
|
|
|
Total Volume and Open Interest |
1,185 |
10,157 |
-99 |
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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