|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed February 08, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120208 |
1230.25 |
1244.75 |
1222.75 |
1231.50 |
-0.50 |
106,641 |
176,766 |
-4,456 |
May12 |
120208 |
1239.00 |
1253.00 |
1231.50 |
1240.00 |
-1.00 |
44,772 |
131,139 |
+6,947 |
Jul12 |
120208 |
1248.75 |
1263.00 |
1241.25 |
1249.75 |
-1.00 |
26,121 |
100,169 |
+3,137 |
Aug12 |
120208 |
1257.75 |
1257.75 |
1240.00 |
1248.00 |
-1.00 |
372 |
2,692 |
+33 |
Sep12 |
120208 |
1246.50 |
1246.50 |
1236.50 |
1242.00 |
-1.50 |
362 |
2,075 |
+54 |
Nov12 |
120208 |
1239.50 |
1250.00 |
1230.75 |
1240.00 |
-1.25 |
14,716 |
76,097 |
+1,672 |
Jan13 |
120208 |
1244.00 |
1255.00 |
1239.75 |
1245.75 |
-1.50 |
1,399 |
14,667 |
+294 |
Mar13 |
120208 |
1250.00 |
1255.00 |
1243.00 |
1247.75 |
-1.00 |
856 |
3,211 |
+476 |
May13 |
120208 |
1245.00 |
1249.00 |
1239.75 |
1244.50 |
-1.00 |
108 |
1,318 |
+7 |
Jul13 |
120208 |
1245.25 |
1251.75 |
1243.50 |
1246.25 |
-1.25 |
330 |
1,630 |
+190 |
Aug13 |
120208 |
1240.00 |
1242.25 |
1240.00 |
1240.00 |
-2.25 |
0 |
2 |
+0 |
Sep13 |
120208 |
1222.75 |
1225.00 |
1222.75 |
1222.75 |
-2.25 |
|
|
|
Nov13 |
120208 |
1214.00 |
1218.00 |
1204.50 |
1209.00 |
-2.25 |
61 |
2,825 |
+31 |
Jan14 |
120208 |
1216.25 |
1218.50 |
1216.25 |
1216.25 |
-2.25 |
0 |
60 |
+0 |
Total Volume and Open Interest |
195,743 |
513,080 |
+8,384 |
Soybean Meal(CBOT) |
Mar12 |
120208 |
325.40 |
328.60 |
319.30 |
321.70 |
-3.70 |
43,426 |
77,804 |
-2,749 |
May12 |
120208 |
327.10 |
330.20 |
321.10 |
323.60 |
-3.40 |
15,565 |
37,400 |
+2,052 |
Jul12 |
120208 |
329.20 |
332.50 |
323.80 |
326.30 |
-3.10 |
5,122 |
31,466 |
+129 |
Aug12 |
120208 |
326.50 |
329.20 |
325.70 |
326.20 |
-3.00 |
244 |
6,367 |
-24 |
Sep12 |
120208 |
331.20 |
331.20 |
324.90 |
325.30 |
-2.70 |
199 |
5,690 |
+52 |
Oct12 |
120208 |
327.00 |
327.00 |
322.30 |
323.00 |
-2.90 |
60 |
3,549 |
-5 |
Dec12 |
120208 |
326.10 |
328.20 |
321.00 |
323.10 |
-2.60 |
2,649 |
23,027 |
-390 |
Jan13 |
120208 |
328.10 |
328.10 |
323.70 |
324.30 |
-2.50 |
311 |
2,760 |
+207 |
Mar13 |
120208 |
328.00 |
328.00 |
325.20 |
325.70 |
-2.20 |
370 |
3,046 |
+170 |
May13 |
120208 |
325.50 |
327.30 |
325.20 |
325.20 |
-2.10 |
40 |
1,555 |
+4 |
Total Volume and Open Interest |
68,100 |
194,194 |
-537 |
Soybean Oil(CBOT) |
Mar12 |
120208 |
52.13 |
52.77 |
52.06 |
52.58 |
+0.41 |
59,299 |
133,506 |
-4,073 |
May12 |
120208 |
52.60 |
53.15 |
52.49 |
52.97 |
+0.40 |
20,652 |
81,371 |
-1,859 |
Jul12 |
120208 |
52.91 |
53.55 |
52.88 |
53.37 |
+0.40 |
7,756 |
53,988 |
+955 |
Aug12 |
120208 |
53.51 |
53.61 |
53.29 |
53.42 |
+0.33 |
222 |
6,490 |
-45 |
Sep12 |
120208 |
53.60 |
53.73 |
53.40 |
53.52 |
+0.34 |
328 |
5,810 |
+44 |
Oct12 |
120208 |
53.17 |
53.75 |
53.17 |
53.59 |
+0.35 |
349 |
5,537 |
+16 |
Dec12 |
120208 |
53.37 |
53.98 |
53.33 |
53.80 |
+0.35 |
2,554 |
30,027 |
+18 |
Jan13 |
120208 |
53.77 |
54.08 |
53.60 |
53.95 |
+0.35 |
74 |
1,203 |
+13 |
Mar13 |
120208 |
54.10 |
54.25 |
53.78 |
54.13 |
+0.35 |
141 |
1,073 |
+61 |
May13 |
120208 |
53.99 |
54.18 |
53.83 |
54.18 |
+0.35 |
73 |
139 |
+4 |
Total Volume and Open Interest |
91,563 |
320,248 |
-4,843 |
Canola(WCE) |
Mar12 |
120208 |
532.5 |
534.6 |
531.0 |
534.2 |
+1.7 |
11,906 |
57,246 |
-4,569 |
May12 |
120208 |
536.2 |
538.9 |
534.7 |
537.8 |
+1.6 |
8,459 |
50,884 |
+4,296 |
Jul12 |
120208 |
539.7 |
542.0 |
538.0 |
540.6 |
+1.1 |
2,790 |
29,295 |
+1,732 |
Nov12 |
120208 |
514.1 |
521.2 |
514.1 |
517.7 |
+0.6 |
1,651 |
32,689 |
+523 |
Jan13 |
120208 |
524.9 |
526.9 |
523.1 |
523.1 |
-0.8 |
12 |
1,790 |
+12 |
Total Volume and Open Interest |
24,925 |
173,196 |
+2,080 |
Corn(CBOT) |
Mar12 |
120208 |
642.00 |
648.75 |
632.00 |
642.50 |
+0.25 |
124,194 |
381,111 |
-6,716 |
May12 |
120208 |
647.50 |
653.75 |
637.50 |
648.00 |
-0.50 |
58,872 |
285,527 |
+15,739 |
Jul12 |
120208 |
652.00 |
657.00 |
641.25 |
652.25 |
-0.25 |
44,471 |
226,354 |
+9,727 |
Sep12 |
120208 |
597.50 |
602.00 |
586.50 |
596.75 |
-1.75 |
8,481 |
73,353 |
+2,428 |
Dec12 |
120208 |
573.00 |
578.00 |
563.75 |
573.50 |
-1.75 |
15,280 |
241,705 |
+2,739 |
Mar13 |
120208 |
584.25 |
589.00 |
575.75 |
585.00 |
-1.75 |
431 |
43,492 |
+166 |
May13 |
120208 |
593.00 |
594.50 |
584.75 |
592.25 |
-1.50 |
131 |
2,260 |
+13 |
Jul13 |
120208 |
595.75 |
601.50 |
589.50 |
597.00 |
-1.75 |
101 |
2,893 |
+59 |
Sep13 |
120208 |
565.00 |
567.25 |
562.50 |
564.25 |
-3.00 |
30 |
669 |
+5 |
Dec13 |
120208 |
558.00 |
560.00 |
553.00 |
557.75 |
-2.50 |
393 |
18,087 |
+189 |
Total Volume and Open Interest |
252,480 |
1,278,116 |
+24,372 |
Wheat(CBOT) |
Mar12 |
120208 |
662.00 |
670.00 |
653.00 |
660.75 |
-1.50 |
46,376 |
158,576 |
-5,165 |
May12 |
120208 |
672.00 |
678.50 |
662.00 |
668.50 |
-3.75 |
21,180 |
108,994 |
+296 |
Jul12 |
120208 |
684.75 |
690.50 |
673.00 |
679.00 |
-5.75 |
14,018 |
98,320 |
+2,227 |
Sep12 |
120208 |
699.00 |
705.25 |
688.25 |
693.75 |
-6.75 |
3,733 |
35,191 |
+1,465 |
Dec12 |
120208 |
717.25 |
723.25 |
706.00 |
712.25 |
-6.50 |
2,891 |
58,886 |
+668 |
Mar13 |
120208 |
735.25 |
735.25 |
726.25 |
727.25 |
-5.75 |
32 |
4,236 |
+15 |
Total Volume and Open Interest |
88,295 |
470,930 |
-470 |
Wheat(KCBT) |
Mar12 |
120208 |
712.00 |
720.75 |
702.25 |
710.00 |
-2.00 |
9,523 |
46,237 |
-2,000 |
May12 |
120208 |
718.75 |
727.50 |
709.75 |
717.00 |
-2.00 |
4,605 |
31,485 |
+1,132 |
Jul12 |
120208 |
726.25 |
734.50 |
716.75 |
724.25 |
-2.00 |
4,392 |
44,799 |
+951 |
Sep12 |
120208 |
738.00 |
745.25 |
729.00 |
735.25 |
-2.00 |
235 |
10,146 |
+24 |
Dec12 |
120208 |
756.00 |
762.25 |
746.00 |
753.00 |
-2.25 |
460 |
14,623 |
-70 |
Mar13 |
120208 |
762.75 |
771.25 |
762.00 |
763.00 |
-3.00 |
6 |
532 |
+2 |
Total Volume and Open Interest |
19,226 |
148,258 |
+40 |
Wheat(MGE) |
Mar12 |
120208 |
839.00 |
844.25 |
833.00 |
841.50 |
+3.00 |
1,329 |
11,329 |
-57 |
May12 |
120208 |
824.25 |
830.25 |
820.00 |
828.00 |
+2.25 |
793 |
8,259 |
+3 |
Jul12 |
120208 |
815.75 |
816.25 |
805.50 |
811.75 |
+1.00 |
425 |
8,954 |
+41 |
Sep12 |
120208 |
785.00 |
791.50 |
781.00 |
786.25 |
+2.50 |
169 |
5,409 |
+22 |
Dec12 |
120208 |
797.25 |
797.75 |
785.50 |
791.75 |
+1.00 |
161 |
4,115 |
+6 |
Total Volume and Open Interest |
2,880 |
38,401 |
+16 |
Oats(CBOT) |
Mar12 |
120208 |
326.50 |
328.75 |
322.25 |
328.00 |
+0.25 |
1,575 |
5,672 |
-175 |
May12 |
120208 |
315.25 |
318.00 |
310.75 |
313.00 |
-4.00 |
637 |
5,565 |
-153 |
Jul12 |
120208 |
313.00 |
316.00 |
309.50 |
311.00 |
-4.00 |
73 |
335 |
+1 |
Sep12 |
120208 |
311.00 |
315.00 |
311.00 |
311.00 |
-4.00 |
8 |
47 |
+4 |
Total Volume and Open Interest |
2,304 |
12,626 |
-319 |
Rough Rice(CBOT) |
Mar12 |
120208 |
14.10 |
14.24 |
14.02 |
14.20 |
+0.10 |
633 |
10,142 |
-194 |
May12 |
120208 |
14.35 |
14.51 |
14.30 |
14.48 |
+0.10 |
358 |
4,318 |
+25 |
Jul12 |
120208 |
14.64 |
14.78 |
14.64 |
14.75 |
+0.10 |
318 |
775 |
+57 |
Sep12 |
120208 |
14.80 |
14.89 |
14.77 |
14.89 |
+0.14 |
4 |
355 |
+6 |
Total Volume and Open Interest |
1,313 |
15,598 |
-106 |
Live Cattle(CME) |
Feb12 |
120208 |
125.635 |
126.050 |
125.100 |
125.785 |
+0.435 |
21,695 |
27,302 |
-3,116 |
Apr12 |
120208 |
128.750 |
129.250 |
128.235 |
128.800 |
+0.225 |
22,689 |
143,209 |
+376 |
Jun12 |
120208 |
128.075 |
128.380 |
127.180 |
127.350 |
-0.600 |
7,003 |
92,019 |
+632 |
Aug12 |
120208 |
129.900 |
130.300 |
129.250 |
129.880 |
-0.195 |
3,489 |
43,050 |
+798 |
Oct12 |
120208 |
133.035 |
133.500 |
132.400 |
133.185 |
-0.195 |
1,620 |
16,017 |
+240 |
Dec12 |
120208 |
133.630 |
134.000 |
133.100 |
133.950 |
-0.085 |
1,004 |
10,450 |
+290 |
Total Volume and Open Interest |
57,752 |
336,405 |
-647 |
Feeder Cattle(CME) |
Mar12 |
120208 |
155.185 |
155.750 |
154.575 |
155.285 |
+0.285 |
2,802 |
18,963 |
-595 |
Apr12 |
120208 |
157.400 |
157.985 |
156.700 |
157.550 |
+0.450 |
1,773 |
8,042 |
+75 |
May12 |
120208 |
158.900 |
159.350 |
158.150 |
159.185 |
+0.535 |
1,848 |
8,183 |
+556 |
Aug12 |
120208 |
160.050 |
160.800 |
159.630 |
160.285 |
+0.285 |
623 |
9,216 |
+221 |
Sep12 |
120208 |
160.000 |
160.250 |
159.130 |
160.075 |
+0.075 |
63 |
1,555 |
+12 |
Oct12 |
120208 |
160.000 |
160.100 |
159.235 |
160.100 |
+0.300 |
74 |
795 |
+48 |
Nov12 |
120208 |
159.900 |
160.100 |
159.400 |
160.100 |
+0.100 |
24 |
394 |
+18 |
Total Volume and Open Interest |
7,208 |
47,159 |
+335 |
Lean Hogs(CME) |
Feb12 |
120208 |
86.785 |
86.785 |
86.180 |
86.285 |
+0.105 |
3,133 |
12,549 |
-842 |
Apr12 |
120208 |
89.050 |
89.350 |
88.650 |
88.950 |
-0.150 |
14,884 |
93,672 |
+918 |
May12 |
120208 |
97.800 |
97.800 |
96.885 |
97.500 |
-0.135 |
86 |
2,923 |
-4 |
Jun12 |
120208 |
98.635 |
98.900 |
98.180 |
98.330 |
-0.170 |
6,256 |
61,456 |
+503 |
Jul12 |
120208 |
99.135 |
99.230 |
98.730 |
99.200 |
+0.100 |
2,318 |
23,649 |
+757 |
Aug12 |
120208 |
98.430 |
98.600 |
98.135 |
98.550 |
+0.265 |
1,602 |
20,818 |
-57 |
Oct12 |
120208 |
89.300 |
89.450 |
89.050 |
89.350 |
-0.150 |
1,484 |
21,747 |
+559 |
Dec12 |
120208 |
84.850 |
85.000 |
84.650 |
84.930 |
unch |
877 |
12,367 |
+378 |
Total Volume and Open Interest |
31,010 |
254,567 |
+2,412 |
Class III Milk(CME) |
Feb12 |
120208 |
16.03 |
16.08 |
16.01 |
16.06 |
-0.02 |
45 |
5,565 |
+30 |
Mar12 |
120208 |
15.61 |
15.61 |
15.29 |
15.46 |
-0.15 |
249 |
5,856 |
+6 |
Apr12 |
120208 |
15.75 |
15.75 |
15.49 |
15.68 |
-0.07 |
114 |
3,579 |
+10 |
May12 |
120208 |
16.22 |
16.32 |
16.02 |
16.22 |
-0.10 |
94 |
3,053 |
+1 |
Jun12 |
120208 |
16.58 |
16.64 |
16.51 |
16.57 |
-0.07 |
34 |
2,603 |
+9 |
Total Volume and Open Interest |
606 |
31,380 |
+85 |
Cocoa(ICE) |
Mar12 |
120208 |
2278 |
2304 |
2243 |
2263 |
-10 |
13,733 |
46,894 |
-4,143 |
May12 |
120208 |
2302 |
2316 |
2261 |
2278 |
-13 |
10,237 |
51,497 |
+4,039 |
Jul12 |
120208 |
2331 |
2335 |
2287 |
2303 |
-12 |
3,332 |
28,322 |
+1,274 |
Sep12 |
120208 |
2352 |
2358 |
2306 |
2325 |
-13 |
1,314 |
15,391 |
+5 |
Dec12 |
120208 |
2379 |
2386 |
2334 |
2351 |
-16 |
1,011 |
16,444 |
+333 |
Mar13 |
120208 |
2410 |
2410 |
2360 |
2377 |
-23 |
701 |
9,431 |
+353 |
May13 |
120208 |
2387 |
2387 |
2387 |
2387 |
-21 |
32 |
2,594 |
-1 |
Total Volume and Open Interest |
30,607 |
171,816 |
+1,893 |
Coffee "C"(ICE) |
Mar12 |
120208 |
220.90 |
222.30 |
219.15 |
220.05 |
-0.90 |
12,968 |
52,437 |
-1,030 |
May12 |
120208 |
223.00 |
225.00 |
221.70 |
222.60 |
-1.05 |
7,711 |
41,603 |
+1,678 |
Jul12 |
120208 |
227.00 |
227.95 |
224.70 |
225.45 |
-1.15 |
3,564 |
21,031 |
+1,172 |
Sep12 |
120208 |
228.75 |
230.75 |
227.50 |
228.25 |
-1.20 |
1,617 |
9,260 |
+404 |
Dec12 |
120208 |
232.50 |
234.35 |
231.70 |
231.90 |
-1.20 |
303 |
8,181 |
+60 |
Mar13 |
120208 |
236.35 |
237.50 |
235.00 |
235.00 |
-1.35 |
159 |
1,444 |
+107 |
Total Volume and Open Interest |
26,337 |
134,642 |
+2,401 |
Orange Juice(ICE) |
Mar12 |
120208 |
195.00 |
196.25 |
186.25 |
190.70 |
-5.15 |
992 |
17,244 |
-201 |
May12 |
120208 |
189.00 |
190.30 |
181.00 |
185.05 |
-4.30 |
561 |
6,885 |
+476 |
Jul12 |
120208 |
179.55 |
182.70 |
178.70 |
180.60 |
-4.35 |
1 |
1,076 |
+1 |
Sep12 |
120208 |
179.00 |
179.10 |
178.60 |
179.10 |
-4.85 |
0 |
354 |
+0 |
Nov12 |
120208 |
172.50 |
172.50 |
170.50 |
171.30 |
-4.85 |
0 |
301 |
+0 |
Jan13 |
120208 |
168.80 |
168.80 |
168.80 |
168.80 |
-4.85 |
0 |
15 |
+0 |
Total Volume and Open Interest |
1,554 |
25,879 |
+276 |
Sugar #11(ICE) |
Mar12 |
120208 |
24.47 |
24.77 |
24.25 |
24.48 |
+0.08 |
48,276 |
195,383 |
-5,072 |
May12 |
120208 |
23.69 |
23.87 |
23.44 |
23.64 |
+0.06 |
41,447 |
150,333 |
+2,839 |
Jul12 |
120208 |
23.02 |
23.26 |
22.95 |
23.14 |
+0.11 |
28,228 |
162,724 |
+6,640 |
Oct12 |
120208 |
23.38 |
23.57 |
23.30 |
23.48 |
+0.05 |
10,122 |
72,381 |
-389 |
Mar13 |
120208 |
24.11 |
24.31 |
24.03 |
24.23 |
+0.03 |
5,056 |
56,244 |
+2,114 |
Total Volume and Open Interest |
133,800 |
695,410 |
+6,160 |
London Cocoa(LCE) |
Mar12 |
120208 |
1480 |
1480 |
1461 |
1469 |
-3 |
4,120 |
65,438 |
+24 |
May12 |
120208 |
1495 |
1495 |
1477 |
1486 |
-2 |
3,477 |
24,437 |
+1,481 |
Jul12 |
120208 |
1504 |
1510 |
1493 |
1502 |
-2 |
1,864 |
29,230 |
-66 |
Sep12 |
120208 |
1516 |
1521 |
1505 |
1512 |
+2 |
1,610 |
24,939 |
+277 |
Dec12 |
120208 |
1523 |
1523 |
1503 |
1514 |
-2 |
1,302 |
18,565 |
+410 |
Mar13 |
120208 |
1533 |
1533 |
1512 |
1524 |
-2 |
690 |
10,320 |
+314 |
May13 |
120208 |
1529 |
1529 |
1529 |
1529 |
-5 |
2 |
5,769 |
+50 |
Total Volume and Open Interest |
13,096 |
181,154 |
+2,581 |
London Sugar(LCE) |
Mar12 |
120208 |
649.30 |
652.00 |
645.00 |
647.00 |
+0.10 |
5,503 |
16,415 |
-3,959 |
May12 |
120208 |
633.70 |
635.50 |
629.60 |
632.00 |
+0.10 |
6,095 |
21,293 |
+179 |
Aug12 |
120208 |
613.90 |
616.60 |
611.40 |
613.50 |
+0.20 |
989 |
17,786 |
+235 |
Oct12 |
120208 |
613.20 |
614.90 |
610.60 |
612.00 |
+0.50 |
403 |
6,093 |
+46 |
Dec12 |
120208 |
617.50 |
618.30 |
614.40 |
615.30 |
-0.20 |
12 |
2,069 |
+50 |
Total Volume and Open Interest |
13,062 |
67,191 |
-3,299 |
Cotton(ICE) |
Mar12 |
120208 |
94.77 |
95.79 |
93.52 |
93.62 |
-0.95 |
11,567 |
70,423 |
-912 |
May12 |
120208 |
96.23 |
97.18 |
95.10 |
95.18 |
-0.88 |
8,341 |
50,963 |
+2,833 |
Jul12 |
120208 |
97.45 |
98.60 |
96.76 |
96.85 |
-0.56 |
4,199 |
40,587 |
+2,422 |
Oct12 |
120208 |
96.95 |
96.95 |
96.95 |
96.95 |
-0.46 |
0 |
89 |
+0 |
Dec12 |
120208 |
96.28 |
97.25 |
95.70 |
95.92 |
-0.36 |
1,573 |
23,333 |
+1,090 |
Mar13 |
120208 |
97.07 |
97.07 |
97.07 |
97.07 |
-0.49 |
151 |
1,196 |
+97 |
Total Volume and Open Interest |
25,884 |
187,629 |
+5,551 |
Lumber(CME) |
Mar12 |
120208 |
267.5 |
272.5 |
265.1 |
265.6 |
-3.8 |
1,604 |
4,816 |
-531 |
May12 |
120208 |
272.4 |
277.3 |
271.0 |
274.0 |
+0.3 |
741 |
4,059 |
-8 |
Jul12 |
120208 |
281.1 |
286.3 |
280.5 |
283.6 |
-0.3 |
232 |
645 |
+82 |
Sep12 |
120208 |
287.4 |
290.5 |
286.0 |
289.5 |
+1.7 |
132 |
514 |
+3 |
Total Volume and Open Interest |
2,809 |
10,227 |
-378 |
Crude Oil(NYM) |
Mar12 |
120208 |
98.77 |
100.09 |
98.10 |
98.71 |
+0.30 |
257,715 |
273,634 |
-6,938 |
Apr12 |
120208 |
99.18 |
100.45 |
98.52 |
99.10 |
+0.28 |
115,703 |
141,675 |
+6,545 |
May12 |
120208 |
99.60 |
100.95 |
99.14 |
99.72 |
+0.34 |
80,284 |
114,595 |
+9,804 |
Jun12 |
120208 |
100.19 |
101.50 |
99.75 |
100.39 |
+0.43 |
74,709 |
112,389 |
+4,480 |
Jul12 |
120208 |
100.65 |
101.97 |
100.30 |
100.99 |
+0.53 |
22,136 |
64,820 |
+3,314 |
Aug12 |
120208 |
101.10 |
102.35 |
100.75 |
101.43 |
+0.63 |
11,856 |
41,382 |
+1,474 |
Sep12 |
120208 |
101.50 |
102.32 |
101.20 |
101.72 |
+0.69 |
13,557 |
42,032 |
-570 |
Oct12 |
120208 |
101.76 |
102.46 |
101.49 |
101.94 |
+0.72 |
8,471 |
32,473 |
-21 |
Nov12 |
120208 |
102.41 |
102.42 |
101.50 |
102.14 |
+0.76 |
11,421 |
30,968 |
-3,038 |
Dec12 |
120208 |
101.56 |
102.88 |
101.45 |
102.30 |
+0.79 |
47,618 |
191,074 |
-1,254 |
Jan13 |
120208 |
102.52 |
102.65 |
102.25 |
102.33 |
+0.80 |
8,385 |
35,349 |
+970 |
Feb13 |
120208 |
101.80 |
102.28 |
101.80 |
102.28 |
+0.81 |
3,038 |
16,809 |
+178 |
Mar13 |
120208 |
102.13 |
102.13 |
102.13 |
102.13 |
+0.81 |
3,102 |
18,162 |
+688 |
Apr13 |
120208 |
101.88 |
101.88 |
101.88 |
101.88 |
+0.80 |
465 |
9,179 |
+232 |
May13 |
120208 |
101.59 |
101.59 |
101.59 |
101.59 |
+0.78 |
174 |
8,484 |
+4 |
Jun13 |
120208 |
101.51 |
101.52 |
100.60 |
101.28 |
+0.77 |
3,780 |
52,380 |
-546 |
Total Volume and Open Interest |
682,698 |
1,472,414 |
+14,312 |
e-miNY Crude Oil(NYM) |
Feb12 |
120119 |
101.100 |
102.075 |
100.050 |
100.400 |
-0.200 |
6,357 |
1,305 |
-91 |
Mar12 |
120208 |
98.650 |
100.100 |
98.100 |
98.700 |
+0.300 |
5,146 |
2,225 |
-17 |
Apr12 |
120208 |
99.050 |
100.425 |
98.550 |
99.100 |
+0.275 |
219 |
346 |
-33 |
May12 |
120208 |
99.600 |
100.800 |
99.225 |
99.725 |
+0.350 |
38 |
142 |
-6 |
Jun12 |
120208 |
100.400 |
101.325 |
100.100 |
100.400 |
+0.450 |
8 |
89 |
-2 |
Jul12 |
120208 |
101.625 |
101.625 |
100.675 |
101.000 |
+0.550 |
0 |
12 |
+0 |
Aug12 |
120208 |
101.400 |
101.425 |
101.400 |
101.425 |
+0.625 |
1 |
9 |
+0 |
Sep12 |
120208 |
101.725 |
101.725 |
101.725 |
101.725 |
+0.700 |
0 |
1 |
+0 |
Oct12 |
120208 |
101.950 |
101.950 |
101.950 |
101.950 |
+0.725 |
0 |
10 |
+0 |
Nov12 |
120208 |
101.900 |
102.150 |
101.900 |
102.150 |
+0.775 |
|
|
|
Total Volume and Open Interest |
5,412 |
3,055 |
-58 |
Heating Oil(NYM) |
Mar12 |
120208 |
318.54 |
320.34 |
316.54 |
318.95 |
-0.14 |
72,627 |
91,696 |
-1,948 |
Apr12 |
120208 |
315.34 |
317.59 |
313.73 |
316.07 |
+0.12 |
31,782 |
43,334 |
+1,414 |
May12 |
120208 |
312.52 |
314.92 |
311.12 |
313.45 |
+0.51 |
23,951 |
33,117 |
-205 |
Jun12 |
120208 |
310.12 |
313.35 |
309.24 |
311.78 |
+0.98 |
21,095 |
54,750 |
+276 |
Jul12 |
120208 |
310.54 |
312.92 |
309.25 |
311.50 |
+1.33 |
6,014 |
14,221 |
+693 |
Aug12 |
120208 |
309.90 |
311.62 |
309.39 |
311.62 |
+1.48 |
2,559 |
7,303 |
+572 |
Sep12 |
120208 |
310.35 |
313.10 |
309.62 |
312.04 |
+1.53 |
1,729 |
12,549 |
+503 |
Oct12 |
120208 |
311.43 |
313.55 |
310.12 |
312.62 |
+1.53 |
319 |
4,746 |
+51 |
Nov12 |
120208 |
312.77 |
313.20 |
311.32 |
313.20 |
+1.53 |
435 |
2,902 |
+195 |
Dec12 |
120208 |
313.07 |
315.20 |
311.08 |
313.72 |
+1.53 |
4,464 |
24,651 |
+942 |
Jan13 |
120208 |
314.17 |
314.17 |
314.17 |
314.17 |
+1.53 |
224 |
2,924 |
+5 |
Feb13 |
120208 |
313.83 |
313.83 |
313.83 |
313.83 |
+1.59 |
89 |
684 |
-10 |
Total Volume and Open Interest |
165,366 |
293,821 |
+2,526 |
Gasoline(NYMEX) |
Mar12 |
120208 |
292.41 |
298.96 |
291.81 |
297.52 |
+4.77 |
38,404 |
98,044 |
-2,781 |
Apr12 |
120208 |
305.94 |
312.32 |
305.94 |
310.99 |
+4.25 |
24,150 |
50,391 |
-1,092 |
May12 |
120208 |
305.67 |
310.85 |
305.67 |
309.53 |
+3.81 |
12,508 |
41,627 |
-507 |
Jun12 |
120208 |
302.00 |
307.41 |
302.00 |
306.41 |
+3.45 |
13,193 |
42,695 |
+1,057 |
Jul12 |
120208 |
299.75 |
303.55 |
299.51 |
302.71 |
+3.20 |
5,399 |
26,021 |
+19 |
Aug12 |
120208 |
295.49 |
299.65 |
295.49 |
298.91 |
+3.01 |
2,321 |
16,603 |
+342 |
Sep12 |
120208 |
292.45 |
295.91 |
291.38 |
294.71 |
+2.80 |
1,272 |
14,311 |
+218 |
Oct12 |
120208 |
277.16 |
281.00 |
276.98 |
280.34 |
+2.63 |
708 |
9,512 |
+82 |
Nov12 |
120208 |
274.42 |
277.60 |
274.00 |
276.67 |
+2.52 |
284 |
5,209 |
-29 |
Dec12 |
120208 |
272.82 |
275.48 |
271.98 |
274.58 |
+2.45 |
1,283 |
17,819 |
-2 |
Total Volume and Open Interest |
99,822 |
331,539 |
-2,702 |
e-miNY RBOB Gasoline(NYM) |
Mar12 |
120208 |
297.50 |
297.52 |
297.50 |
297.50 |
+4.70 |
0 |
1 |
+0 |
Apr12 |
120208 |
311.00 |
311.00 |
310.99 |
311.00 |
+4.30 |
|
|
|
May12 |
120208 |
309.50 |
309.53 |
309.50 |
309.50 |
+3.80 |
|
|
|
Jun12 |
120208 |
306.40 |
306.41 |
306.40 |
306.40 |
+3.40 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Mar12 |
120208 |
2.492 |
2.508 |
2.390 |
2.448 |
-0.024 |
147,660 |
271,751 |
-12,055 |
Apr12 |
120208 |
2.638 |
2.649 |
2.547 |
2.598 |
-0.030 |
63,441 |
172,322 |
+4,876 |
May12 |
120208 |
2.757 |
2.761 |
2.660 |
2.716 |
-0.028 |
44,317 |
141,635 |
+3,394 |
Jun12 |
120208 |
2.828 |
2.840 |
2.750 |
2.805 |
-0.027 |
22,136 |
78,357 |
+3,491 |
Jul12 |
120208 |
2.912 |
2.920 |
2.830 |
2.884 |
-0.026 |
20,796 |
70,899 |
+1,106 |
Aug12 |
120208 |
2.950 |
2.957 |
2.864 |
2.918 |
-0.027 |
20,409 |
40,792 |
+2,814 |
Sep12 |
120208 |
2.919 |
2.966 |
2.875 |
2.929 |
-0.027 |
9,675 |
48,322 |
+1,443 |
Oct12 |
120208 |
3.009 |
3.014 |
2.921 |
2.975 |
-0.026 |
25,575 |
115,664 |
+6,064 |
Nov12 |
120208 |
3.161 |
3.161 |
3.095 |
3.135 |
-0.027 |
5,814 |
41,097 |
+809 |
Dec12 |
120208 |
3.461 |
3.461 |
3.390 |
3.435 |
-0.026 |
5,279 |
34,306 |
-403 |
Jan13 |
120208 |
3.589 |
3.590 |
3.522 |
3.568 |
-0.023 |
7,583 |
57,916 |
+215 |
Feb13 |
120208 |
3.581 |
3.582 |
3.541 |
3.578 |
-0.021 |
1,657 |
15,511 |
-24 |
Mar13 |
120208 |
3.560 |
3.567 |
3.515 |
3.562 |
-0.018 |
2,950 |
23,968 |
+100 |
Apr13 |
120208 |
3.535 |
3.535 |
3.465 |
3.522 |
-0.019 |
2,769 |
34,746 |
+218 |
May13 |
120208 |
3.512 |
3.554 |
3.509 |
3.552 |
-0.018 |
534 |
10,463 |
-35 |
Jun13 |
120208 |
3.561 |
3.591 |
3.561 |
3.587 |
-0.017 |
362 |
3,937 |
-106 |
Total Volume and Open Interest |
384,423 |
1,247,551 |
+11,698 |
Brent Crude Oil(ICE) |
Mar12 |
120208 |
116.01 |
117.97 |
115.90 |
117.20 |
+0.97 |
224,740 |
150,879 |
-6,862 |
Apr12 |
120208 |
115.74 |
117.40 |
115.41 |
116.63 |
+0.83 |
131,974 |
195,782 |
+7,854 |
May12 |
120208 |
115.29 |
116.84 |
115.06 |
116.21 |
+0.73 |
62,754 |
111,412 |
+5,730 |
Jun12 |
120208 |
115.02 |
116.51 |
114.76 |
115.86 |
+0.67 |
73,181 |
99,548 |
+5,030 |
Jul12 |
120208 |
114.80 |
116.09 |
114.49 |
115.49 |
+0.64 |
15,790 |
47,125 |
+2,327 |
Aug12 |
120208 |
114.30 |
115.67 |
113.99 |
115.07 |
+0.64 |
10,687 |
42,676 |
-222 |
Sep12 |
120208 |
114.13 |
115.16 |
113.53 |
114.55 |
+0.64 |
14,137 |
50,607 |
+386 |
Oct12 |
120208 |
113.75 |
114.70 |
113.16 |
114.08 |
+0.65 |
7,420 |
27,420 |
+607 |
Nov12 |
120208 |
113.30 |
114.27 |
112.74 |
113.64 |
+0.66 |
5,198 |
18,059 |
-386 |
Dec12 |
120208 |
112.43 |
113.86 |
112.13 |
113.21 |
+0.67 |
41,911 |
114,970 |
+1,843 |
Jan13 |
120208 |
112.77 |
112.77 |
112.77 |
112.77 |
+0.67 |
1,719 |
13,649 |
+398 |
Feb13 |
120208 |
112.33 |
112.33 |
112.33 |
112.33 |
+0.66 |
1,053 |
8,727 |
+110 |
Mar13 |
120208 |
111.92 |
111.92 |
111.92 |
111.92 |
+0.66 |
1,621 |
9,261 |
+359 |
Apr13 |
120208 |
111.47 |
111.47 |
111.47 |
111.47 |
+0.68 |
100 |
3,532 |
+22 |
Total Volume and Open Interest |
620,466 |
1,067,936 |
+19,241 |
Gas Oil(ICE) |
Feb12 |
120208 |
992.00 |
999.50 |
988.50 |
991.00 |
-4.25 |
51,965 |
43,345 |
-12,307 |
Mar12 |
120208 |
990.50 |
999.00 |
987.75 |
990.50 |
-4.00 |
125,515 |
142,801 |
+6,536 |
Apr12 |
120208 |
986.25 |
994.00 |
982.25 |
985.50 |
-3.75 |
62,656 |
69,538 |
-5,118 |
May12 |
120208 |
980.25 |
988.50 |
977.25 |
980.25 |
-3.75 |
31,963 |
57,741 |
+6,921 |
Jun12 |
120208 |
977.25 |
984.25 |
973.00 |
975.75 |
-4.00 |
32,213 |
53,934 |
+5,910 |
Jul12 |
120208 |
976.25 |
980.75 |
973.00 |
974.00 |
-4.00 |
6,460 |
31,138 |
+880 |
Aug12 |
120208 |
976.50 |
977.75 |
972.75 |
973.25 |
-4.00 |
4,008 |
19,787 |
+160 |
Sep12 |
120208 |
975.75 |
976.50 |
971.50 |
972.25 |
-4.25 |
4,255 |
19,259 |
+51 |
Oct12 |
120208 |
973.25 |
974.50 |
970.00 |
970.50 |
-4.00 |
1,353 |
12,931 |
-300 |
Nov12 |
120208 |
971.00 |
972.25 |
968.00 |
968.25 |
-4.25 |
762 |
9,233 |
+80 |
Total Volume and Open Interest |
328,227 |
545,935 |
+4,123 |
Ethanol(CBOT) |
Feb12 |
120203 |
2.131 |
2.131 |
2.131 |
2.131 |
-0.015 |
10 |
211 |
-29 |
Mar12 |
120208 |
2.235 |
2.235 |
2.197 |
2.224 |
+0.013 |
167 |
1,357 |
-28 |
Apr12 |
120208 |
2.256 |
2.256 |
2.225 |
2.251 |
+0.012 |
123 |
1,129 |
+55 |
May12 |
120208 |
2.270 |
2.277 |
2.250 |
2.273 |
+0.013 |
98 |
1,127 |
+28 |
Jun12 |
120208 |
2.289 |
2.296 |
2.264 |
2.295 |
+0.011 |
89 |
850 |
+14 |
Jul12 |
120208 |
2.306 |
2.308 |
2.275 |
2.305 |
+0.010 |
119 |
1,764 |
+28 |
Aug12 |
120208 |
2.290 |
2.300 |
2.290 |
2.297 |
+0.009 |
44 |
1,023 |
+14 |
Sep12 |
120208 |
2.248 |
2.257 |
2.248 |
2.257 |
+0.001 |
42 |
891 |
+5 |
Total Volume and Open Interest |
752 |
11,104 |
+124 |
WTI Crude Oil(ICE) |
Mar12 |
120208 |
98.72 |
100.10 |
98.09 |
98.71 |
+0.30 |
74,622 |
52,668 |
-2,074 |
Apr12 |
120208 |
99.14 |
100.44 |
98.51 |
99.10 |
+0.28 |
34,985 |
42,238 |
+755 |
May12 |
120208 |
99.61 |
100.95 |
99.14 |
99.72 |
+0.34 |
20,108 |
26,613 |
+2,726 |
Jun12 |
120208 |
100.57 |
101.52 |
99.81 |
100.39 |
+0.43 |
24,104 |
41,154 |
-1,614 |
Jul12 |
120208 |
101.13 |
101.85 |
100.34 |
100.99 |
+0.53 |
5,166 |
18,650 |
+894 |
Aug12 |
120208 |
101.45 |
102.08 |
100.88 |
101.43 |
+0.63 |
3,716 |
15,763 |
+162 |
Sep12 |
120208 |
101.97 |
102.36 |
100.97 |
101.72 |
+0.69 |
4,036 |
11,977 |
-340 |
Oct12 |
120208 |
102.14 |
102.42 |
101.18 |
101.94 |
+0.72 |
2,567 |
7,383 |
-113 |
Nov12 |
120208 |
102.37 |
102.64 |
101.36 |
102.14 |
+0.76 |
2,971 |
5,853 |
-503 |
Dec12 |
120208 |
102.11 |
102.82 |
101.48 |
102.30 |
+0.79 |
15,138 |
56,040 |
+816 |
Jan13 |
120208 |
102.33 |
102.33 |
102.33 |
102.33 |
+0.80 |
1,042 |
6,065 |
+461 |
Feb13 |
120208 |
102.28 |
102.28 |
102.28 |
102.28 |
+0.81 |
197 |
1,612 |
+27 |
Mar13 |
120208 |
102.13 |
102.13 |
102.13 |
102.13 |
+0.81 |
74 |
1,813 |
+0 |
Apr13 |
120208 |
101.88 |
101.88 |
101.88 |
101.88 |
+0.80 |
0 |
421 |
+0 |
May13 |
120208 |
101.59 |
101.59 |
101.59 |
101.59 |
+0.78 |
0 |
572 |
+0 |
Jun13 |
120208 |
101.49 |
101.49 |
101.28 |
101.28 |
+0.77 |
244 |
15,714 |
-10 |
Total Volume and Open Interest |
197,076 |
380,858 |
+1,443 |
US Dollar Index(ICE) |
Mar12 |
120208 |
78.645 |
78.855 |
78.510 |
78.735 |
+0.060 |
18,554 |
51,591 |
-600 |
Jun12 |
120208 |
78.930 |
79.155 |
78.930 |
79.095 |
+0.050 |
8 |
574 |
+2 |
Sep12 |
120208 |
79.495 |
79.495 |
79.495 |
79.495 |
+0.050 |
|
|
|
Total Volume and Open Interest |
18,562 |
52,165 |
-598 |
Australian Dollar(CME) |
Mar12 |
120208 |
107.54 |
107.95 |
107.19 |
107.46 |
+0.04 |
91,506 |
146,949 |
-378 |
Jun12 |
120208 |
106.37 |
106.86 |
106.27 |
106.40 |
+0.03 |
48 |
633 |
+7 |
Sep12 |
120208 |
105.41 |
105.41 |
105.39 |
105.41 |
+0.02 |
0 |
110 |
+0 |
Total Volume and Open Interest |
91,554 |
147,702 |
-371 |
British Pound(CME) |
Mar12 |
120208 |
158.99 |
159.24 |
157.92 |
158.12 |
-0.79 |
74,051 |
192,156 |
-248 |
Jun12 |
120208 |
158.80 |
158.95 |
157.93 |
157.99 |
-0.79 |
24 |
255 |
+2 |
Sep12 |
120208 |
157.84 |
158.65 |
157.84 |
157.84 |
-0.81 |
0 |
3 |
+0 |
Total Volume and Open Interest |
74,075 |
192,417 |
-246 |
Canadian Dollar(CME) |
Mar12 |
120208 |
100.49 |
100.56 |
100.01 |
100.31 |
-0.05 |
76,603 |
112,953 |
-4,529 |
Jun12 |
120208 |
100.20 |
100.31 |
99.86 |
100.10 |
-0.05 |
116 |
3,805 |
+83 |
Sep12 |
120208 |
100.20 |
100.20 |
99.82 |
99.87 |
-0.06 |
17 |
1,591 |
+8 |
Dec12 |
120208 |
99.73 |
99.74 |
99.54 |
99.67 |
-0.07 |
75 |
627 |
+53 |
Total Volume and Open Interest |
76,811 |
119,017 |
-4,385 |
Japanese Yen(CME) |
Mar12 |
120208 |
130.29 |
130.40 |
129.59 |
129.88 |
-0.46 |
56,680 |
177,695 |
+1,600 |
Jun12 |
120208 |
130.38 |
130.48 |
129.81 |
130.01 |
-0.47 |
94 |
1,027 |
+4 |
Sep12 |
120208 |
130.17 |
130.67 |
130.17 |
130.17 |
-0.50 |
0 |
18 |
+0 |
Total Volume and Open Interest |
56,776 |
178,747 |
+1,606 |
Swiss Franc(CME) |
Mar12 |
120208 |
109.80 |
109.86 |
109.34 |
109.59 |
-0.04 |
24,684 |
42,043 |
-780 |
Jun12 |
120208 |
109.81 |
109.83 |
109.78 |
109.78 |
-0.05 |
3 |
57 |
+2 |
Sep12 |
120208 |
110.00 |
110.05 |
110.00 |
110.00 |
-0.05 |
0 |
4 |
+0 |
Total Volume and Open Interest |
24,687 |
42,105 |
-778 |
EuroFX(CME) |
Mar12 |
120208 |
132.60 |
132.90 |
132.22 |
132.53 |
+0.05 |
279,685 |
292,722 |
-2,046 |
Jun12 |
120208 |
132.65 |
132.88 |
132.39 |
132.58 |
+0.04 |
523 |
4,661 |
-30 |
Sep12 |
120208 |
132.85 |
132.85 |
132.51 |
132.64 |
+0.01 |
0 |
75 |
+0 |
Total Volume and Open Interest |
280,208 |
297,477 |
-2,076 |
Mexican Peso(CME) |
Feb12 |
120208 |
786.8 |
787.5 |
786.8 |
786.8 |
-0.8 |
0 |
930 |
+0 |
Mar12 |
120208 |
786.5 |
789.8 |
782.5 |
784.8 |
-0.8 |
32,658 |
143,541 |
+159 |
Total Volume and Open Interest |
32,660 |
145,085 |
+159 |
Brazilian Real(CME) |
Mar12 |
120208 |
577.30 |
579.95 |
577.30 |
579.30 |
+1.10 |
576 |
3,154 |
-279 |
Apr12 |
120208 |
576.15 |
576.15 |
576.15 |
576.15 |
+1.10 |
0 |
24 |
+0 |
May12 |
120208 |
573.00 |
573.00 |
573.00 |
573.00 |
+1.10 |
|
|
|
Jun12 |
120208 |
569.85 |
569.85 |
569.85 |
569.85 |
+1.10 |
0 |
66 |
+0 |
Total Volume and Open Interest |
576 |
16,794 |
-279 |
30-Year T-Bonds(CBOT) |
Mar12 |
120208 |
142~090 |
142~160 |
141~230 |
142~070 |
-0~030 |
255,570 |
614,697 |
-5,297 |
Jun12 |
120208 |
140~140 |
141~000 |
140~080 |
140~250 |
-0~030 |
382 |
9,649 |
+34 |
Sep12 |
120208 |
139~210 |
139~240 |
139~210 |
139~210 |
-0~030 |
|
|
|
Total Volume and Open Interest |
255,952 |
624,346 |
-5,263 |
10-Year T-Notes(CBOT) |
Mar12 |
120208 |
131~030 |
131~070 |
130~280 |
131~030 |
-0~020 |
715,193 |
1,767,777 |
+2,547 |
Jun12 |
120208 |
130~285 |
130~315 |
130~195 |
130~265 |
-0~020 |
8,076 |
15,375 |
-1,365 |
Sep12 |
120208 |
129~315 |
130~015 |
129~315 |
129~315 |
-0~020 |
|
|
|
Total Volume and Open Interest |
723,269 |
1,783,153 |
+1,182 |
5-Year T-Notes(CBOT) |
Mar12 |
120208 |
123~075 |
123~084 |
123~065 |
123~074 |
-0~005 |
322,458 |
1,471,154 |
+13,489 |
Jun12 |
120208 |
123~054 |
123~064 |
123~052 |
123~056 |
-0~006 |
1,333 |
7,307 |
+838 |
Sep12 |
120208 |
122~080 |
122~086 |
122~080 |
122~080 |
-0~006 |
|
|
|
Total Volume and Open Interest |
323,791 |
1,478,461 |
+14,327 |
2 Year T-Notes(CBOT) |
Mar12 |
120208 |
110~041 |
110~042 |
110~037 |
110~039 |
-0~001 |
123,683 |
947,541 |
-2,375 |
Jun12 |
120208 |
110~030 |
110~033 |
110~030 |
110~032 |
unch |
120 |
4,481 |
+44 |
Sep12 |
120208 |
109~098 |
109~098 |
109~098 |
109~098 |
unch |
|
|
|
Total Volume and Open Interest |
123,803 |
952,022 |
-2,331 |
Eurodollars(CME) |
Mar12 |
120208 |
99.555 |
99.570 |
99.550 |
99.555 |
unch |
131,853 |
905,809 |
-27,541 |
Jun12 |
120208 |
99.535 |
99.570 |
99.535 |
99.555 |
+0.015 |
163,615 |
1,053,394 |
+10,746 |
Sep12 |
120208 |
99.500 |
99.530 |
99.495 |
99.515 |
+0.015 |
179,611 |
778,806 |
+5,110 |
Dec12 |
120208 |
99.470 |
99.500 |
99.470 |
99.480 |
+0.010 |
171,783 |
835,088 |
+3,674 |
Mar13 |
120208 |
99.455 |
99.480 |
99.455 |
99.460 |
+0.005 |
195,139 |
719,782 |
+28,537 |
Jun13 |
120208 |
99.430 |
99.450 |
99.425 |
99.430 |
unch |
150,094 |
592,311 |
-11,760 |
Sep13 |
120208 |
99.395 |
99.405 |
99.385 |
99.395 |
unch |
148,083 |
598,013 |
+5,254 |
Dec13 |
120208 |
99.335 |
99.350 |
99.325 |
99.340 |
+0.005 |
141,167 |
580,158 |
+3,997 |
Mar14 |
120208 |
99.260 |
99.280 |
99.250 |
99.265 |
+0.005 |
133,366 |
444,376 |
+10,357 |
Jun14 |
120208 |
99.155 |
99.170 |
99.140 |
99.155 |
unch |
91,347 |
306,315 |
-636 |
Sep14 |
120208 |
99.020 |
99.040 |
99.005 |
99.020 |
-0.005 |
116,928 |
235,399 |
-11,146 |
Dec14 |
120208 |
98.860 |
98.875 |
98.840 |
98.855 |
-0.005 |
99,299 |
276,254 |
-9,989 |
Mar15 |
120208 |
98.695 |
98.705 |
98.670 |
98.690 |
-0.005 |
80,161 |
181,850 |
-1,395 |
Jun15 |
120208 |
0.216 |
0.226 |
0.186 |
0.206 |
-0.010 |
56,964 |
137,462 |
+1,554 |
Sep15 |
120208 |
0.041 |
0.051 |
0.011 |
0.031 |
-0.010 |
36,177 |
86,983 |
+1,358 |
Dec15 |
120208 |
6.415 |
6.430 |
6.385 |
6.405 |
-0.010 |
33,658 |
98,517 |
-2,374 |
Mar16 |
120208 |
6.270 |
6.280 |
6.230 |
6.250 |
-0.015 |
14,602 |
60,705 |
+1,118 |
Jun16 |
120208 |
6.115 |
6.125 |
6.070 |
6.095 |
-0.015 |
11,646 |
56,010 |
+2,106 |
Total Volume and Open Interest |
1,988,259 |
8,211,917 |
+10,376 |
30 Day Federal Funds(CBOT) |
Feb12 |
120208 |
99.893 |
99.893 |
99.890 |
99.890 |
unch |
10,288 |
64,902 |
-3,586 |
Mar12 |
120208 |
99.885 |
99.890 |
99.880 |
99.890 |
unch |
12,184 |
38,833 |
+1,111 |
Apr12 |
120208 |
99.885 |
99.890 |
99.880 |
99.890 |
unch |
4,210 |
37,551 |
+953 |
May12 |
120208 |
99.880 |
99.890 |
99.880 |
99.885 |
unch |
2,194 |
42,883 |
-768 |
Jun12 |
120208 |
99.880 |
99.885 |
99.875 |
99.880 |
unch |
887 |
29,846 |
-339 |
Jul12 |
120208 |
99.875 |
99.875 |
99.870 |
99.875 |
unch |
1,804 |
36,317 |
+114 |
Total Volume and Open Interest |
57,024 |
493,222 |
+3,870 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120208 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
40 |
+0 |
Jun12 |
120208 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
120208 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.002 |
|
|
|
Dec12 |
120208 |
99.655 |
99.655 |
99.655 |
99.655 |
-0.003 |
|
|
|
Mar13 |
120208 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120208 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep13 |
120208 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Dec13 |
120208 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120208 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120208 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120208 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,841 |
+0 |
Jun12 |
120208 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,433 |
+0 |
Sep12 |
120208 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
679 |
+0 |
Dec12 |
120208 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
0 |
117 |
+0 |
Mar13 |
120208 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
120208 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
218 |
+0 |
Sep13 |
120208 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
325 |
+0 |
Dec13 |
120208 |
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 |
120208 |
142.48 |
142.51 |
142.15 |
142.18 |
-0.31 |
3,473 |
25,649 |
-493 |
Jun12 |
120208 |
141.60 |
141.60 |
141.60 |
141.60 |
-0.31 |
0 |
4 |
+0 |
Sep12 |
120208 |
139.51 |
139.51 |
139.51 |
139.51 |
-0.31 |
0 |
5 |
+0 |
Total Volume and Open Interest |
3,473 |
25,662 |
-493 |
Euro-Bund(EUREX) |
Mar12 |
120208 |
137.78 |
137.96 |
137.50 |
137.84 |
-0.11 |
555,461 |
864,311 |
-2,806 |
Jun12 |
120208 |
136.05 |
136.16 |
135.68 |
136.12 |
-0.11 |
2,385 |
10,641 |
+1,383 |
Sep12 |
120208 |
136.04 |
136.04 |
136.04 |
136.04 |
-0.11 |
118 |
1 |
+0 |
Total Volume and Open Interest |
557,964 |
874,953 |
-1,423 |
Euro-Bobl(EUREX) |
Mar12 |
120208 |
124.71 |
124.82 |
124.56 |
124.76 |
-0.08 |
324,657 |
684,287 |
-3,129 |
Jun12 |
120208 |
123.02 |
123.15 |
123.02 |
123.15 |
-0.08 |
96 |
15,836 |
+19 |
Sep12 |
120208 |
123.06 |
123.06 |
123.06 |
123.06 |
-0.08 |
0 |
4 |
+0 |
Total Volume and Open Interest |
324,753 |
700,127 |
-3,110 |
3-Mth Euribor(EUREX) |
Mar12 |
120208 |
99.120 |
99.120 |
99.105 |
99.105 |
-0.005 |
0 |
1,528 |
+0 |
Jun12 |
120208 |
99.230 |
99.230 |
99.220 |
99.220 |
-0.020 |
0 |
1,268 |
+0 |
Sep12 |
120208 |
99.250 |
99.250 |
99.245 |
99.245 |
-0.015 |
2 |
1,033 |
+0 |
Total Volume and Open Interest |
4 |
6,477 |
+1 |
Long Gilt(LIFFE) |
Mar12 |
120208 |
114~21 |
115~06 |
114~19 |
115~03 |
+0~07 |
98,849 |
316,197 |
-11,025 |
Jun12 |
120208 |
114~01 |
114~01 |
113~27 |
113~27 |
+0~07 |
0 |
289 |
+0 |
Total Volume and Open Interest |
98,849 |
316,486 |
-11,025 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120208 |
98.99 |
99.02 |
98.99 |
99.01 |
+0.01 |
21,873 |
299,489 |
-4,394 |
Jun12 |
120208 |
99.05 |
99.08 |
99.05 |
99.08 |
+0.02 |
26,512 |
268,924 |
-316 |
Sep12 |
120208 |
99.06 |
99.11 |
99.06 |
99.11 |
+0.03 |
30,220 |
297,189 |
+139 |
Dec12 |
120208 |
99.05 |
99.11 |
99.04 |
99.11 |
+0.04 |
34,139 |
249,574 |
-10,059 |
Mar13 |
120208 |
99.03 |
99.09 |
99.03 |
99.09 |
+0.04 |
38,649 |
285,755 |
-1,926 |
Jun13 |
120208 |
98.98 |
99.04 |
98.97 |
99.03 |
+0.03 |
27,198 |
212,914 |
-6,848 |
Total Volume and Open Interest |
227,189 |
2,096,982 |
-27,188 |
3-Mth Euribor(LIFFE) |
Mar12 |
120208 |
99.115 |
99.115 |
99.080 |
99.105 |
-0.005 |
81,386 |
568,488 |
+10,197 |
Jun12 |
120208 |
99.235 |
99.245 |
99.215 |
99.225 |
-0.015 |
124,875 |
486,828 |
-7,671 |
Sep12 |
120208 |
99.260 |
99.265 |
99.235 |
99.245 |
-0.015 |
93,841 |
451,197 |
-136 |
Total Volume and Open Interest |
640,228 |
3,465,738 |
+7,795 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120208 |
95.70 |
95.71 |
95.65 |
95.66 |
-0.04 |
61,392 |
229,323 |
+4,313 |
Jun12 |
120208 |
95.93 |
95.96 |
95.87 |
95.89 |
-0.05 |
65,397 |
200,655 |
+15,021 |
Sep12 |
120208 |
96.04 |
96.08 |
95.98 |
96.00 |
-0.05 |
31,603 |
122,447 |
+5,072 |
Dec12 |
120208 |
96.03 |
96.07 |
95.97 |
95.98 |
-0.06 |
14,088 |
84,169 |
+3,072 |
Mar13 |
120208 |
96.00 |
96.04 |
95.95 |
95.96 |
-0.05 |
8,515 |
57,613 |
+3,459 |
Jun13 |
120208 |
95.96 |
96.00 |
95.91 |
95.92 |
-0.05 |
4,777 |
57,372 |
+1,763 |
Sep13 |
120208 |
95.93 |
95.96 |
95.87 |
95.88 |
-0.06 |
2,600 |
35,083 |
+1,181 |
Dec13 |
120208 |
95.90 |
95.93 |
95.84 |
95.84 |
-0.07 |
914 |
25,477 |
+608 |
Mar14 |
120208 |
95.81 |
95.82 |
95.81 |
95.82 |
-0.06 |
211 |
2,518 |
-114 |
Jun14 |
120208 |
95.77 |
95.77 |
95.77 |
95.77 |
-0.05 |
163 |
555 |
+35 |
Total Volume and Open Interest |
189,660 |
815,395 |
+34,410 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120208 |
96.02 |
96.07 |
95.95 |
95.96 |
-0.06 |
72,884 |
411,638 |
+30,641 |
Jun12 |
120208 |
95.96 |
95.96 |
95.96 |
95.96 |
-0.06 |
|
|
|
Total Volume and Open Interest |
72,884 |
411,638 |
+30,641 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120208 |
96.52 |
96.58 |
96.46 |
96.48 |
-0.05 |
217,953 |
520,958 |
+42,427 |
Jun12 |
120208 |
96.48 |
96.48 |
96.48 |
96.48 |
-0.05 |
|
|
|
Total Volume and Open Interest |
217,953 |
520,958 |
+42,427 |
Gold(CMX) |
Feb12 |
120208 |
1744.0 |
1751.5 |
1728.2 |
1729.3 |
-17.1 |
726 |
1,063 |
-20 |
Apr12 |
120208 |
1747.7 |
1754.8 |
1726.0 |
1731.3 |
-17.1 |
137,271 |
238,227 |
-606 |
Jun12 |
120208 |
1749.5 |
1756.3 |
1730.4 |
1734.0 |
-17.1 |
3,348 |
58,471 |
+952 |
Aug12 |
120208 |
1755.0 |
1759.0 |
1736.1 |
1736.6 |
-17.1 |
719 |
20,519 |
+344 |
Oct12 |
120208 |
1758.0 |
1760.0 |
1739.0 |
1739.0 |
-17.2 |
79 |
12,045 |
-6 |
Dec12 |
120208 |
1757.2 |
1765.0 |
1739.9 |
1741.4 |
-17.3 |
944 |
29,713 |
-14 |
Feb13 |
120208 |
1759.6 |
1763.5 |
1743.7 |
1743.7 |
-17.3 |
66 |
12,423 |
-13 |
Apr13 |
120208 |
1746.1 |
1746.1 |
1746.1 |
1746.1 |
-17.3 |
6 |
2,830 |
+0 |
Jun13 |
120208 |
1749.2 |
1749.2 |
1749.2 |
1749.2 |
-17.2 |
137 |
11,386 |
+67 |
Aug13 |
120208 |
1752.4 |
1752.4 |
1752.4 |
1752.4 |
-17.2 |
0 |
204 |
+0 |
Oct13 |
120208 |
1755.7 |
1755.7 |
1755.7 |
1755.7 |
-17.2 |
0 |
1 |
+0 |
Dec13 |
120208 |
1759.1 |
1759.1 |
1759.1 |
1759.1 |
-17.2 |
40 |
11,293 |
-19 |
Total Volume and Open Interest |
144,425 |
435,602 |
+631 |
Silver(CMX) |
Mar12 |
120208 |
3417.0 |
3452.0 |
3365.5 |
3370.4 |
-49.0 |
38,211 |
44,834 |
-249 |
May12 |
120208 |
3421.0 |
3454.5 |
3373.5 |
3376.7 |
-49.1 |
8,719 |
18,438 |
+998 |
Jul12 |
120208 |
3431.0 |
3450.0 |
3381.0 |
3381.6 |
-49.3 |
1,117 |
7,005 |
-189 |
Sep12 |
120208 |
3384.9 |
3384.9 |
3384.9 |
3384.9 |
-49.3 |
256 |
3,657 |
+132 |
Dec12 |
120208 |
3437.0 |
3457.5 |
3388.5 |
3389.0 |
-49.3 |
342 |
14,058 |
+185 |
Mar13 |
120208 |
3441.5 |
3454.5 |
3389.0 |
3389.0 |
-49.3 |
43 |
1,396 |
+23 |
May13 |
120208 |
3388.6 |
3388.6 |
3388.6 |
3388.6 |
-49.3 |
0 |
1,088 |
+0 |
Total Volume and Open Interest |
48,947 |
105,438 |
+898 |
Platinum(NYMEX) |
Apr12 |
120208 |
1654.4 |
1669.4 |
1645.3 |
1668.1 |
+13.3 |
4,781 |
41,852 |
-324 |
Jul12 |
120208 |
1658.0 |
1671.7 |
1652.2 |
1671.7 |
+13.3 |
31 |
2,108 |
+16 |
Oct12 |
120208 |
1674.8 |
1674.8 |
1674.8 |
1674.8 |
+13.3 |
6 |
177 |
+5 |
Jan13 |
120208 |
1677.8 |
1677.8 |
1677.8 |
1677.8 |
+13.3 |
0 |
3 |
+0 |
Total Volume and Open Interest |
4,818 |
44,140 |
-303 |
Palladium(NYMEX) |
Mar12 |
120208 |
54.04 |
62.59 |
49.64 |
60.54 |
+6.75 |
4,631 |
18,538 |
-293 |
Jun12 |
120208 |
58.19 |
62.44 |
51.79 |
62.34 |
+6.80 |
427 |
2,024 |
+394 |
Sep12 |
120208 |
63.69 |
63.69 |
63.69 |
63.69 |
+6.80 |
3 |
164 |
+0 |
Total Volume and Open Interest |
5,061 |
20,727 |
+101 |
Copper(CMX) |
Mar12 |
120208 |
386.95 |
393.50 |
385.35 |
390.95 |
+3.35 |
40,332 |
67,578 |
-1,843 |
May12 |
120208 |
387.45 |
394.30 |
386.60 |
391.80 |
+3.20 |
4,735 |
37,623 |
+988 |
Jul12 |
120208 |
388.40 |
395.05 |
388.40 |
392.85 |
+3.20 |
2,338 |
30,403 |
+847 |
Sep12 |
120208 |
395.45 |
395.90 |
390.95 |
393.65 |
+3.15 |
620 |
4,965 |
+117 |
Dec12 |
120208 |
395.45 |
395.90 |
393.75 |
394.55 |
+3.30 |
563 |
8,181 |
+229 |
Total Volume and Open Interest |
49,065 |
159,844 |
+338 |
DJIA Index(CBOT) |
Mar12 |
120208 |
12821 |
12868 |
12780 |
12843 |
+12 |
146 |
11,249 |
+8 |
Jun12 |
120208 |
12772 |
12772 |
12760 |
12772 |
+12 |
4 |
286 |
-1 |
Sep12 |
120208 |
12709 |
12709 |
12697 |
12709 |
+12 |
|
|
|
Dec12 |
120208 |
12632 |
12632 |
12620 |
12632 |
+12 |
|
|
|
Total Volume and Open Interest |
150 |
11,535 |
+7 |
E-mini DJIA Index(CBOT) |
Mar12 |
120208 |
12825 |
12870 |
12776 |
12843 |
+12 |
71,110 |
109,074 |
-3,158 |
Jun12 |
120208 |
12795 |
12795 |
12762 |
12772 |
+12 |
18 |
66 |
-4 |
Sep12 |
120208 |
12709 |
12709 |
12709 |
12709 |
+12 |
1 |
21 |
+1 |
Dec12 |
120208 |
12632 |
12632 |
12632 |
12632 |
+12 |
1 |
3 |
+0 |
Total Volume and Open Interest |
71,130 |
109,164 |
-3,161 |
S & P 500(CME) |
Mar12 |
120208 |
1343.70 |
1348.30 |
1338.70 |
1347.00 |
+2.30 |
13,453 |
249,541 |
+2,004 |
Jun12 |
120208 |
1339.00 |
1342.00 |
1332.00 |
1341.30 |
+2.30 |
54 |
3,338 |
-30 |
Sep12 |
120208 |
1335.20 |
1335.90 |
1325.90 |
1335.20 |
+2.30 |
1 |
1,090 |
+0 |
Dec12 |
120208 |
1326.00 |
1329.70 |
1319.70 |
1329.00 |
+2.30 |
0 |
476 |
+0 |
Total Volume and Open Interest |
13,508 |
254,445 |
+1,974 |
S & P 500 E-Mini(Globex) |
Mar12 |
120208 |
1344.25 |
1348.25 |
1338.25 |
1347.00 |
+2.25 |
1,196,876 |
2,662,818 |
-6,940 |
Jun12 |
120208 |
1338.50 |
1342.25 |
1333.75 |
1341.25 |
+2.25 |
777 |
61,215 |
+137 |
Total Volume and Open Interest |
1,197,654 |
2,724,342 |
-6,804 |
NASDAQ 100(CME) |
Mar12 |
120208 |
2531.50 |
2548.00 |
2521.00 |
2544.80 |
+15.50 |
219 |
15,730 |
-7 |
Jun12 |
120208 |
2523.00 |
2540.00 |
2517.00 |
2539.30 |
+15.50 |
5 |
5 |
+5 |
Sep12 |
120208 |
2536.80 |
2537.50 |
2536.80 |
2536.80 |
+15.50 |
|
|
|
Total Volume and Open Interest |
224 |
15,735 |
-2 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120208 |
2528.80 |
2547.50 |
2521.00 |
2544.80 |
+15.50 |
156,417 |
380,510 |
-260 |
Jun12 |
120208 |
2530.30 |
2539.30 |
2516.30 |
2539.30 |
+15.50 |
32 |
235 |
+37 |
Total Volume and Open Interest |
156,449 |
380,755 |
-223 |
S & P Midcap 400(CME) |
Mar12 |
120208 |
973.30 |
976.00 |
970.00 |
973.30 |
+1.50 |
36 |
1,894 |
-91 |
Jun12 |
120208 |
970.90 |
970.90 |
970.90 |
970.90 |
+1.50 |
|
|
|
Sep12 |
120208 |
968.90 |
968.90 |
968.90 |
968.90 |
+1.50 |
|
|
|
Total Volume and Open Interest |
36 |
1,894 |
-91 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120208 |
8965 |
9010 |
8945 |
9005 |
+60 |
3,503 |
23,364 |
+130 |
Jun12 |
120208 |
8945 |
8945 |
8885 |
8945 |
+60 |
2 |
42 |
-2 |
Total Volume and Open Interest |
3,505 |
23,406 |
+128 |
Nikkei 225(SGX) |
Mar12 |
120208 |
8900 |
9010 |
8890 |
8995 |
+100 |
82,284 |
206,623 |
+3,471 |
Jun12 |
120208 |
8890 |
8915 |
8890 |
8915 |
+95 |
19 |
7,541 |
+2 |
Sep12 |
120208 |
8915 |
8915 |
8915 |
8915 |
+100 |
0 |
30 |
+0 |
Total Volume and Open Interest |
83,314 |
230,867 |
+3,819 |
CAC 40(EURONEXT) |
Feb12 |
120208 |
3421.0 |
3439.5 |
3408.5 |
3412.5 |
unch |
85,346 |
299,043 |
-4,529 |
Mar12 |
120208 |
3421.5 |
3439.5 |
3410.5 |
3413.5 |
unch |
15,531 |
34,492 |
+5,001 |
Apr12 |
120208 |
3413.0 |
3430.0 |
3408.5 |
3408.5 |
unch |
1 |
19 |
+1 |
Total Volume and Open Interest |
100,878 |
333,714 |
+573 |
Hang Seng Index(HKFE) |
Feb12 |
120208 |
20839 |
21130 |
20764 |
21123 |
+342 |
65,761 |
88,397 |
+2,371 |
Mar12 |
120208 |
20790 |
21074 |
20721 |
21070 |
+336 |
789 |
5,953 |
-203 |
Total Volume and Open Interest |
66,800 |
97,254 |
+2,201 |
DAX(EUREX) |
Mar12 |
120208 |
6787.5 |
6835.0 |
6737.0 |
6749.0 |
-10.0 |
114,099 |
164,024 |
-2,440 |
Jun12 |
120208 |
6806.0 |
6845.5 |
6759.5 |
6762.0 |
-10.5 |
241 |
5,961 |
+65 |
Sep12 |
120208 |
6817.0 |
6852.0 |
6769.5 |
6769.5 |
-10.0 |
1 |
422 |
+0 |
Total Volume and Open Interest |
114,341 |
170,407 |
-2,375 |
FT-SE 100(EURONEXT) |
Mar12 |
120208 |
5849.00 |
5872.00 |
5826.50 |
5828.00 |
-13.50 |
77,147 |
636,667 |
-6,131 |
Jun12 |
120208 |
5818.00 |
5818.00 |
5779.00 |
5779.00 |
-12.00 |
4 |
10,329 |
+2 |
Sep12 |
120208 |
5746.50 |
5746.50 |
5746.50 |
5746.50 |
-13.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
77,151 |
647,006 |
-6,129 |
SPI 200(SFE) |
Mar12 |
120208 |
4246.0 |
4263.0 |
4231.0 |
4257.0 |
+10.0 |
31,625 |
183,601 |
+2,877 |
Jun12 |
120208 |
4269.0 |
4269.0 |
4269.0 |
4269.0 |
+10.0 |
42 |
1,937 |
-33 |
Sep12 |
120208 |
4237.0 |
4237.0 |
4237.0 |
4237.0 |
+11.0 |
189 |
1,371 |
+33 |
Total Volume and Open Interest |
32,233 |
189,593 |
+2,860 |
GSCI(CME) |
Feb12 |
120208 |
676.50 |
677.75 |
671.00 |
675.20 |
+2.20 |
536 |
9,329 |
-180 |
Mar12 |
120208 |
679.40 |
680.65 |
673.80 |
678.00 |
+2.00 |
380 |
942 |
+294 |
Apr12 |
120208 |
679.80 |
682.50 |
676.00 |
679.80 |
+1.80 |
50 |
0 |
+0 |
Total Volume and Open Interest |
966 |
10,271 |
+114 |
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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