|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri February 10, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120210 |
1229.25 |
1231.00 |
1215.00 |
1229.00 |
+1.50 |
103,893 |
157,520 |
-8,830 |
May12 |
120210 |
1237.75 |
1239.00 |
1223.25 |
1237.50 |
+1.50 |
42,960 |
141,145 |
+5,018 |
Jul12 |
120210 |
1248.50 |
1248.50 |
1233.00 |
1247.00 |
+1.25 |
31,412 |
107,501 |
+2,957 |
Aug12 |
120210 |
1241.00 |
1246.25 |
1233.00 |
1245.75 |
+1.75 |
712 |
2,857 |
+181 |
Sep12 |
120210 |
1232.00 |
1241.25 |
1228.75 |
1241.25 |
+1.75 |
260 |
1,921 |
-72 |
Nov12 |
120210 |
1240.00 |
1240.75 |
1225.75 |
1239.50 |
+1.00 |
14,243 |
81,715 |
+2,490 |
Jan13 |
120210 |
1246.00 |
1246.00 |
1232.50 |
1245.25 |
+0.75 |
1,074 |
15,182 |
+427 |
Mar13 |
120210 |
1234.50 |
1246.75 |
1234.50 |
1246.75 |
+0.50 |
805 |
3,508 |
+224 |
May13 |
120210 |
1237.00 |
1245.00 |
1236.25 |
1245.00 |
+1.00 |
351 |
1,628 |
+142 |
Jul13 |
120210 |
1239.00 |
1247.00 |
1235.00 |
1247.00 |
+1.00 |
314 |
2,063 |
+120 |
Aug13 |
120210 |
1238.00 |
1238.00 |
1238.00 |
1238.00 |
unch |
0 |
2 |
+0 |
Sep13 |
120210 |
1220.75 |
1220.75 |
1220.75 |
1220.75 |
unch |
|
|
|
Nov13 |
120210 |
1198.50 |
1207.00 |
1195.00 |
1204.50 |
-2.50 |
112 |
2,909 |
+30 |
Jan14 |
120210 |
1211.75 |
1214.25 |
1211.75 |
1211.75 |
-2.50 |
0 |
60 |
+0 |
Total Volume and Open Interest |
196,136 |
518,440 |
+2,687 |
Soybean Meal(CBOT) |
Mar12 |
120210 |
320.90 |
321.00 |
316.20 |
320.00 |
-1.00 |
43,870 |
69,277 |
-3,928 |
May12 |
120210 |
323.60 |
324.00 |
318.90 |
323.00 |
-0.60 |
14,542 |
36,544 |
-546 |
Jul12 |
120210 |
326.10 |
326.10 |
321.80 |
325.90 |
-0.60 |
12,581 |
30,745 |
-1,256 |
Aug12 |
120210 |
322.50 |
326.00 |
322.00 |
326.00 |
-0.60 |
271 |
6,454 |
+27 |
Sep12 |
120210 |
323.00 |
325.30 |
322.00 |
325.30 |
-0.60 |
336 |
5,633 |
-22 |
Oct12 |
120210 |
320.50 |
324.20 |
320.50 |
323.10 |
-1.10 |
269 |
3,436 |
-94 |
Dec12 |
120210 |
325.00 |
325.00 |
320.20 |
323.30 |
-1.20 |
2,943 |
21,707 |
-474 |
Jan13 |
120210 |
324.50 |
325.70 |
324.50 |
324.50 |
-1.20 |
189 |
2,790 |
+33 |
Mar13 |
120210 |
328.00 |
328.00 |
325.50 |
325.90 |
-1.20 |
222 |
3,087 |
+41 |
May13 |
120210 |
325.50 |
326.60 |
324.10 |
325.40 |
-1.20 |
69 |
1,535 |
-17 |
Total Volume and Open Interest |
75,650 |
182,920 |
-6,048 |
Soybean Oil(CBOT) |
Mar12 |
120210 |
52.61 |
52.61 |
51.84 |
52.53 |
-0.01 |
65,604 |
115,900 |
-7,329 |
May12 |
120210 |
53.00 |
53.00 |
52.27 |
52.92 |
-0.01 |
21,121 |
88,942 |
+2,921 |
Jul12 |
120210 |
53.35 |
53.36 |
52.61 |
53.31 |
-0.01 |
13,430 |
56,792 |
+2,333 |
Aug12 |
120210 |
53.19 |
53.41 |
52.86 |
53.41 |
+0.04 |
3,825 |
8,744 |
+2,083 |
Sep12 |
120210 |
53.30 |
53.53 |
53.06 |
53.53 |
+0.06 |
1,064 |
6,139 |
+218 |
Oct12 |
120210 |
53.18 |
53.59 |
53.04 |
53.59 |
+0.06 |
490 |
5,677 |
+128 |
Dec12 |
120210 |
53.72 |
53.80 |
53.06 |
53.79 |
+0.04 |
4,322 |
30,593 |
+627 |
Jan13 |
120210 |
53.94 |
53.94 |
53.87 |
53.94 |
+0.07 |
588 |
1,121 |
-129 |
Mar13 |
120210 |
54.09 |
54.09 |
54.00 |
54.09 |
+0.09 |
251 |
1,255 |
+73 |
May13 |
120210 |
54.05 |
54.05 |
53.95 |
54.05 |
+0.10 |
190 |
239 |
+100 |
Total Volume and Open Interest |
111,540 |
316,737 |
+1,241 |
Canola(WCE) |
Mar12 |
120210 |
534.0 |
535.9 |
531.7 |
535.3 |
+1.1 |
12,267 |
58,831 |
+2,883 |
May12 |
120210 |
537.2 |
539.0 |
535.5 |
537.9 |
+0.4 |
9,643 |
54,075 |
-594 |
Jul12 |
120210 |
539.0 |
541.4 |
538.3 |
540.3 |
+0.3 |
8,047 |
32,423 |
+1,559 |
Nov12 |
120210 |
516.0 |
517.4 |
513.6 |
516.8 |
+0.1 |
5,083 |
34,472 |
+1,791 |
Jan13 |
120210 |
520.2 |
523.2 |
520.2 |
521.8 |
+0.1 |
56 |
1,900 |
+34 |
Total Volume and Open Interest |
35,105 |
183,228 |
+5,670 |
Corn(CBOT) |
Mar12 |
120210 |
636.50 |
638.75 |
628.25 |
631.75 |
-5.25 |
226,019 |
342,615 |
-20,335 |
May12 |
120210 |
641.25 |
642.75 |
632.50 |
635.50 |
-6.00 |
109,166 |
296,054 |
+2,813 |
Jul12 |
120210 |
646.00 |
646.75 |
636.50 |
639.25 |
-6.50 |
89,533 |
241,850 |
+8,680 |
Sep12 |
120210 |
591.50 |
593.25 |
581.50 |
584.50 |
-8.50 |
19,492 |
76,951 |
+1,269 |
Dec12 |
120210 |
567.25 |
569.75 |
557.75 |
559.75 |
-8.25 |
35,055 |
244,756 |
+1,903 |
Mar13 |
120210 |
578.50 |
580.50 |
570.00 |
571.25 |
-8.25 |
1,789 |
44,682 |
+613 |
May13 |
120210 |
584.50 |
587.25 |
577.75 |
578.25 |
-8.50 |
296 |
2,449 |
+158 |
Jul13 |
120210 |
591.00 |
591.50 |
582.50 |
583.00 |
-8.50 |
256 |
3,015 |
+51 |
Sep13 |
120210 |
560.00 |
562.50 |
556.75 |
556.75 |
-5.75 |
5 |
674 |
+0 |
Dec13 |
120210 |
554.00 |
558.00 |
552.00 |
552.75 |
-3.25 |
569 |
18,185 |
-4 |
Total Volume and Open Interest |
482,235 |
1,273,915 |
-4,834 |
Wheat(CBOT) |
Mar12 |
120210 |
644.75 |
645.75 |
628.25 |
630.00 |
-16.00 |
59,971 |
134,053 |
-11,350 |
May12 |
120210 |
655.25 |
656.00 |
635.75 |
638.00 |
-17.25 |
33,926 |
109,789 |
+1,295 |
Jul12 |
120210 |
668.25 |
668.25 |
646.50 |
648.50 |
-19.50 |
13,140 |
101,044 |
+1,620 |
Sep12 |
120210 |
685.50 |
685.50 |
663.25 |
665.00 |
-20.75 |
3,117 |
35,060 |
+47 |
Dec12 |
120210 |
704.00 |
704.75 |
681.00 |
682.50 |
-22.75 |
4,976 |
59,394 |
+224 |
Mar13 |
120210 |
715.50 |
721.25 |
697.75 |
697.75 |
-23.50 |
350 |
4,245 |
-2 |
Total Volume and Open Interest |
115,743 |
450,472 |
-8,087 |
Wheat(KCBT) |
Mar12 |
120210 |
692.25 |
692.50 |
671.50 |
673.00 |
-19.00 |
14,921 |
40,500 |
-3,288 |
May12 |
120210 |
699.25 |
700.00 |
679.50 |
681.00 |
-18.50 |
7,566 |
32,110 |
-570 |
Jul12 |
120210 |
707.75 |
707.75 |
687.25 |
689.00 |
-18.25 |
5,831 |
44,606 |
-378 |
Sep12 |
120210 |
719.50 |
719.50 |
701.25 |
701.75 |
-18.25 |
462 |
10,080 |
-119 |
Dec12 |
120210 |
734.50 |
735.25 |
718.75 |
720.75 |
-17.25 |
763 |
14,516 |
-121 |
Mar13 |
120210 |
738.25 |
744.75 |
731.25 |
731.75 |
-17.25 |
21 |
546 |
+15 |
Total Volume and Open Interest |
29,578 |
142,808 |
-4,455 |
Wheat(MGE) |
Mar12 |
120210 |
831.00 |
831.00 |
808.50 |
814.25 |
-17.50 |
1,669 |
11,011 |
+11,011 |
May12 |
120210 |
820.00 |
820.00 |
798.25 |
803.00 |
-17.25 |
1,106 |
7,705 |
+7,705 |
Jul12 |
120210 |
804.50 |
804.50 |
785.75 |
790.75 |
-15.00 |
339 |
8,951 |
-52 |
Sep12 |
120210 |
780.00 |
780.00 |
760.00 |
762.75 |
-17.75 |
381 |
5,293 |
-150 |
Dec12 |
120210 |
785.00 |
785.00 |
763.00 |
766.75 |
-18.75 |
301 |
4,106 |
+3 |
Total Volume and Open Interest |
3,829 |
37,405 |
+18,526 |
Oats(CBOT) |
Mar12 |
120210 |
317.75 |
320.00 |
312.00 |
318.00 |
unch |
470 |
5,222 |
-202 |
May12 |
120210 |
309.50 |
312.50 |
306.00 |
309.50 |
unch |
391 |
5,542 |
+99 |
Jul12 |
120210 |
305.00 |
309.00 |
305.00 |
308.00 |
+1.25 |
45 |
622 |
+1 |
Sep12 |
120210 |
309.50 |
309.50 |
309.50 |
309.50 |
unch |
1 |
50 |
+0 |
Total Volume and Open Interest |
949 |
12,474 |
-77 |
Rough Rice(CBOT) |
Mar12 |
120210 |
14.05 |
14.08 |
13.70 |
13.72 |
-0.36 |
760 |
9,499 |
-177 |
May12 |
120210 |
14.31 |
14.33 |
13.97 |
13.98 |
-0.37 |
354 |
4,588 |
+6 |
Jul12 |
120210 |
14.56 |
14.56 |
14.26 |
14.26 |
-0.37 |
310 |
904 |
+149 |
Sep12 |
120210 |
14.66 |
14.71 |
14.47 |
14.47 |
-0.35 |
66 |
398 |
+47 |
Total Volume and Open Interest |
1,490 |
15,398 |
+25 |
Live Cattle(CME) |
Feb12 |
120210 |
125.100 |
125.230 |
123.785 |
123.950 |
-1.230 |
6,818 |
22,433 |
-1,756 |
Apr12 |
120210 |
127.950 |
128.130 |
126.635 |
126.800 |
-1.400 |
20,435 |
146,500 |
+321 |
Jun12 |
120210 |
126.800 |
127.050 |
125.800 |
125.950 |
-1.200 |
11,154 |
91,750 |
-814 |
Aug12 |
120210 |
129.250 |
129.500 |
128.000 |
128.035 |
-1.650 |
8,466 |
46,042 |
+1,806 |
Oct12 |
120210 |
132.500 |
132.535 |
131.500 |
131.700 |
-1.350 |
3,547 |
17,348 |
+723 |
Dec12 |
120210 |
133.075 |
133.500 |
132.250 |
132.380 |
-1.120 |
1,190 |
11,396 |
+425 |
Total Volume and Open Interest |
51,908 |
340,165 |
+865 |
Feeder Cattle(CME) |
Mar12 |
120210 |
155.150 |
155.300 |
153.250 |
153.630 |
-1.520 |
3,275 |
18,044 |
-340 |
Apr12 |
120210 |
157.250 |
157.285 |
155.600 |
155.750 |
-1.500 |
1,218 |
8,452 |
+327 |
May12 |
120210 |
158.575 |
158.575 |
157.075 |
157.300 |
-1.525 |
1,381 |
9,403 |
+501 |
Aug12 |
120210 |
160.000 |
160.100 |
158.500 |
158.850 |
-1.250 |
821 |
9,675 |
+200 |
Sep12 |
120210 |
159.100 |
159.450 |
158.235 |
158.350 |
-1.685 |
127 |
1,682 |
+53 |
Oct12 |
120210 |
159.750 |
159.750 |
158.500 |
158.750 |
-1.150 |
68 |
846 |
+25 |
Nov12 |
120210 |
159.075 |
159.250 |
158.750 |
158.750 |
-1.250 |
24 |
422 |
+13 |
Total Volume and Open Interest |
6,941 |
48,547 |
+790 |
Lean Hogs(CME) |
Feb12 |
120210 |
87.150 |
87.250 |
86.730 |
86.850 |
-0.450 |
4,385 |
9,451 |
-1,116 |
Apr12 |
120210 |
89.650 |
89.700 |
88.250 |
88.300 |
-1.350 |
11,368 |
92,303 |
-362 |
May12 |
120210 |
97.300 |
97.350 |
96.750 |
97.300 |
-0.500 |
41 |
2,926 |
+7 |
Jun12 |
120210 |
98.450 |
98.535 |
97.635 |
97.850 |
-0.600 |
6,186 |
59,998 |
-637 |
Jul12 |
120210 |
99.100 |
99.200 |
98.250 |
98.400 |
-0.850 |
2,792 |
25,261 |
+712 |
Aug12 |
120210 |
98.785 |
98.785 |
97.980 |
98.135 |
-0.695 |
2,404 |
20,598 |
-173 |
Oct12 |
120210 |
89.500 |
89.500 |
88.800 |
89.080 |
-0.320 |
2,922 |
24,184 |
+757 |
Dec12 |
120210 |
84.900 |
85.000 |
84.385 |
84.730 |
-0.170 |
1,015 |
13,251 |
+361 |
Total Volume and Open Interest |
31,825 |
254,239 |
-71 |
Class III Milk(CME) |
Feb12 |
120210 |
16.09 |
16.12 |
16.06 |
16.08 |
-0.01 |
210 |
5,569 |
+0 |
Mar12 |
120210 |
15.57 |
15.77 |
15.52 |
15.63 |
+0.06 |
434 |
5,975 |
+84 |
Apr12 |
120210 |
15.75 |
15.88 |
15.65 |
15.80 |
+0.09 |
374 |
3,660 |
+82 |
May12 |
120210 |
16.15 |
16.18 |
16.00 |
16.12 |
+0.02 |
139 |
3,095 |
+39 |
Jun12 |
120210 |
16.59 |
16.59 |
16.42 |
16.46 |
-0.01 |
79 |
2,632 |
+31 |
Total Volume and Open Interest |
1,495 |
31,869 |
+389 |
Cocoa(ICE) |
Mar12 |
120210 |
2217 |
2226 |
2140 |
2156 |
-80 |
17,411 |
29,277 |
-8,525 |
May12 |
120210 |
2226 |
2234 |
2144 |
2161 |
-83 |
15,601 |
63,544 |
+5,692 |
Jul12 |
120210 |
2276 |
2276 |
2168 |
2185 |
-86 |
3,024 |
29,885 |
+915 |
Sep12 |
120210 |
2273 |
2273 |
2191 |
2208 |
-84 |
1,296 |
15,372 |
+96 |
Dec12 |
120210 |
2300 |
2300 |
2214 |
2235 |
-85 |
792 |
17,083 |
+4 |
Mar13 |
120210 |
2300 |
2305 |
2234 |
2257 |
-88 |
730 |
10,920 |
+213 |
May13 |
120210 |
2283 |
2284 |
2265 |
2273 |
-83 |
37 |
2,507 |
-15 |
Total Volume and Open Interest |
38,915 |
169,820 |
-1,618 |
Coffee "C"(ICE) |
Mar12 |
120210 |
216.00 |
218.00 |
214.45 |
215.30 |
-0.70 |
14,813 |
44,359 |
-4,685 |
May12 |
120210 |
218.00 |
220.25 |
216.60 |
217.40 |
-0.85 |
11,443 |
45,976 |
+1,511 |
Jul12 |
120210 |
221.20 |
223.00 |
219.50 |
220.35 |
-0.80 |
3,438 |
22,616 |
+556 |
Sep12 |
120210 |
225.10 |
225.15 |
222.25 |
223.20 |
-0.80 |
1,532 |
10,264 |
-146 |
Dec12 |
120210 |
228.65 |
228.65 |
225.85 |
226.65 |
-0.95 |
625 |
8,331 |
+200 |
Mar13 |
120210 |
231.45 |
231.45 |
228.90 |
229.80 |
-1.00 |
192 |
1,579 |
+58 |
Total Volume and Open Interest |
32,124 |
133,915 |
-2,503 |
Orange Juice(ICE) |
Mar12 |
120210 |
187.90 |
190.80 |
181.45 |
185.80 |
-3.95 |
2,635 |
15,244 |
-1,025 |
May12 |
120210 |
183.75 |
183.75 |
176.10 |
179.75 |
-4.10 |
1,216 |
8,140 |
+633 |
Jul12 |
120210 |
176.45 |
176.50 |
175.00 |
176.40 |
-3.10 |
14 |
1,125 |
+7 |
Sep12 |
120210 |
176.00 |
176.00 |
175.85 |
175.85 |
-2.90 |
3 |
375 |
+2 |
Nov12 |
120210 |
168.05 |
168.05 |
168.05 |
168.05 |
-2.90 |
17 |
308 |
+6 |
Jan13 |
120210 |
166.00 |
166.00 |
165.55 |
166.00 |
-2.45 |
0 |
15 |
+0 |
Total Volume and Open Interest |
3,885 |
25,211 |
-377 |
Sugar #11(ICE) |
Mar12 |
120210 |
24.55 |
24.73 |
24.17 |
24.67 |
+0.14 |
55,358 |
170,102 |
-14,845 |
May12 |
120210 |
23.69 |
23.85 |
23.37 |
23.80 |
+0.09 |
41,367 |
154,217 |
+1,305 |
Jul12 |
120210 |
23.18 |
23.31 |
22.86 |
23.25 |
+0.02 |
22,209 |
174,484 |
+6,826 |
Oct12 |
120210 |
23.49 |
23.67 |
23.21 |
23.63 |
+0.06 |
6,296 |
74,340 |
+679 |
Mar13 |
120210 |
24.19 |
24.39 |
23.98 |
24.36 |
+0.09 |
1,820 |
58,724 |
+316 |
Total Volume and Open Interest |
127,369 |
690,289 |
-5,765 |
London Cocoa(LCE) |
Mar12 |
120210 |
1435 |
1442 |
1404 |
1411 |
-43 |
7,679 |
64,325 |
-914 |
May12 |
120210 |
1446 |
1457 |
1420 |
1424 |
-44 |
4,775 |
24,532 |
+285 |
Jul12 |
120210 |
1468 |
1474 |
1439 |
1442 |
-43 |
3,968 |
29,328 |
-287 |
Sep12 |
120210 |
1483 |
1483 |
1450 |
1454 |
-40 |
1,384 |
24,407 |
+69 |
Dec12 |
120210 |
1480 |
1481 |
1455 |
1458 |
-39 |
2,080 |
18,524 |
+9 |
Mar13 |
120210 |
1486 |
1489 |
1460 |
1466 |
-41 |
1,332 |
10,496 |
+111 |
May13 |
120210 |
1495 |
1497 |
1471 |
1471 |
-43 |
98 |
5,771 |
+0 |
Total Volume and Open Interest |
21,456 |
179,839 |
-727 |
London Sugar(LCE) |
May12 |
120210 |
634.20 |
636.90 |
627.50 |
630.50 |
-2.80 |
5,396 |
21,112 |
-85 |
Aug12 |
120210 |
615.30 |
616.80 |
607.50 |
610.30 |
-4.30 |
1,406 |
18,089 |
+227 |
Oct12 |
120210 |
613.20 |
614.60 |
605.50 |
608.30 |
-4.30 |
385 |
6,522 |
+261 |
Dec12 |
120210 |
614.50 |
616.90 |
609.20 |
611.60 |
-3.70 |
120 |
2,133 |
+70 |
Mar13 |
120210 |
620.20 |
622.90 |
616.30 |
617.50 |
-3.30 |
48 |
3,438 |
+1 |
Total Volume and Open Interest |
12,246 |
63,465 |
-2,359 |
Cotton(ICE) |
Mar12 |
120210 |
91.12 |
91.46 |
89.99 |
90.61 |
+0.23 |
14,168 |
64,788 |
-3,199 |
May12 |
120210 |
93.49 |
93.49 |
91.62 |
92.06 |
+0.18 |
9,928 |
55,758 |
+2,633 |
Jul12 |
120210 |
94.45 |
94.71 |
93.10 |
93.57 |
+0.12 |
5,606 |
44,522 |
+2,391 |
Oct12 |
120210 |
93.77 |
93.77 |
93.77 |
93.77 |
+0.12 |
0 |
87 |
+0 |
Dec12 |
120210 |
92.75 |
94.50 |
92.43 |
92.97 |
+0.09 |
1,008 |
24,159 |
+390 |
Mar13 |
120210 |
94.07 |
94.07 |
94.07 |
94.07 |
+0.02 |
5 |
1,298 |
+0 |
Total Volume and Open Interest |
30,717 |
191,651 |
+2,216 |
Lumber(CME) |
Mar12 |
120210 |
273.9 |
276.0 |
268.0 |
271.0 |
-0.5 |
1,074 |
3,952 |
-308 |
May12 |
120210 |
278.9 |
280.5 |
274.6 |
275.5 |
unch |
760 |
4,269 |
+171 |
Jul12 |
120210 |
288.8 |
289.8 |
284.5 |
287.0 |
-0.4 |
302 |
948 |
+181 |
Sep12 |
120210 |
292.8 |
292.8 |
289.0 |
291.0 |
-1.0 |
46 |
557 |
+20 |
Total Volume and Open Interest |
2,187 |
9,936 |
+69 |
Crude Oil(NYM) |
Mar12 |
120210 |
99.89 |
99.89 |
97.32 |
98.67 |
-1.17 |
364,737 |
225,025 |
-21,797 |
Apr12 |
120210 |
100.21 |
100.21 |
97.73 |
99.03 |
-1.21 |
139,518 |
160,509 |
+7,309 |
May12 |
120210 |
100.68 |
100.69 |
98.40 |
99.63 |
-1.24 |
105,231 |
112,698 |
-7,662 |
Jun12 |
120210 |
101.09 |
101.30 |
99.12 |
100.28 |
-1.26 |
96,205 |
113,563 |
-1,317 |
Jul12 |
120210 |
101.68 |
101.70 |
99.70 |
100.89 |
-1.27 |
37,038 |
74,126 |
+2,372 |
Aug12 |
120210 |
102.11 |
102.21 |
100.47 |
101.32 |
-1.28 |
20,246 |
42,458 |
+206 |
Sep12 |
120210 |
102.50 |
102.50 |
100.70 |
101.62 |
-1.26 |
17,812 |
43,646 |
+1,057 |
Oct12 |
120210 |
101.75 |
101.86 |
101.66 |
101.83 |
-1.25 |
8,308 |
31,763 |
-500 |
Nov12 |
120210 |
101.78 |
102.03 |
100.94 |
102.03 |
-1.22 |
5,365 |
30,307 |
-194 |
Dec12 |
120210 |
102.94 |
103.08 |
100.95 |
102.18 |
-1.20 |
64,107 |
197,076 |
+1,885 |
Jan13 |
120210 |
102.19 |
102.46 |
101.09 |
102.23 |
-1.17 |
3,623 |
34,416 |
+3 |
Feb13 |
120210 |
101.85 |
102.18 |
101.85 |
102.18 |
-1.15 |
3,127 |
17,806 |
+504 |
Mar13 |
120210 |
102.04 |
102.04 |
102.04 |
102.04 |
-1.12 |
5,680 |
18,826 |
-70 |
Apr13 |
120210 |
101.80 |
101.80 |
101.80 |
101.80 |
-1.09 |
1,118 |
9,946 |
+183 |
May13 |
120210 |
101.50 |
101.50 |
101.50 |
101.50 |
-1.08 |
634 |
9,151 |
+49 |
Jun13 |
120210 |
100.38 |
101.17 |
100.35 |
101.17 |
-1.07 |
7,758 |
53,145 |
-205 |
Total Volume and Open Interest |
922,366 |
1,473,929 |
-10,617 |
e-miNY Crude Oil(NYM) |
Feb12 |
120119 |
101.100 |
102.075 |
100.050 |
100.400 |
-0.200 |
6,357 |
1,305 |
-91 |
Mar12 |
120210 |
99.825 |
99.825 |
97.375 |
98.675 |
-1.175 |
8,144 |
2,048 |
-406 |
Apr12 |
120210 |
99.950 |
100.000 |
97.800 |
99.025 |
-1.225 |
474 |
373 |
+14 |
May12 |
120210 |
100.475 |
100.475 |
98.525 |
99.625 |
-1.250 |
78 |
143 |
+7 |
Jun12 |
120210 |
101.200 |
101.200 |
99.600 |
100.275 |
-1.275 |
24 |
102 |
+13 |
Jul12 |
120210 |
101.775 |
101.775 |
100.775 |
100.900 |
-1.250 |
2 |
16 |
+2 |
Aug12 |
120210 |
101.325 |
101.325 |
101.325 |
101.325 |
-1.275 |
1 |
10 |
+0 |
Sep12 |
120210 |
101.625 |
101.625 |
101.625 |
101.625 |
-1.250 |
0 |
1 |
+0 |
Oct12 |
120210 |
101.825 |
101.825 |
101.825 |
101.825 |
-1.250 |
0 |
10 |
+0 |
Nov12 |
120210 |
102.950 |
102.950 |
102.025 |
102.025 |
-1.225 |
1 |
1 |
+1 |
Total Volume and Open Interest |
8,733 |
2,935 |
-361 |
Heating Oil(NYM) |
Mar12 |
120210 |
322.00 |
322.00 |
317.51 |
318.21 |
-2.64 |
72,249 |
84,227 |
-2,122 |
Apr12 |
120210 |
319.17 |
319.17 |
314.80 |
315.77 |
-2.42 |
33,311 |
47,477 |
+3,314 |
May12 |
120210 |
316.77 |
316.77 |
311.95 |
313.59 |
-2.23 |
21,948 |
34,428 |
+1,500 |
Jun12 |
120210 |
314.39 |
314.39 |
310.10 |
312.20 |
-2.19 |
26,170 |
50,512 |
+672 |
Jul12 |
120210 |
311.21 |
312.59 |
309.99 |
312.18 |
-2.08 |
7,276 |
15,774 |
+352 |
Aug12 |
120210 |
310.50 |
312.78 |
310.50 |
312.41 |
-2.00 |
4,292 |
7,736 |
-36 |
Sep12 |
120210 |
313.60 |
313.60 |
310.90 |
312.80 |
-2.03 |
3,225 |
12,890 |
+205 |
Oct12 |
120210 |
313.97 |
313.97 |
310.92 |
313.32 |
-2.08 |
963 |
4,652 |
-151 |
Nov12 |
120210 |
312.25 |
313.92 |
312.25 |
313.82 |
-2.13 |
264 |
3,381 |
+21 |
Dec12 |
120210 |
315.23 |
315.23 |
312.24 |
314.26 |
-2.20 |
3,675 |
23,989 |
+953 |
Jan13 |
120210 |
314.23 |
314.69 |
313.50 |
314.69 |
-2.22 |
426 |
3,177 |
+111 |
Feb13 |
120210 |
313.63 |
314.35 |
313.25 |
314.35 |
-2.22 |
318 |
653 |
+6 |
Total Volume and Open Interest |
174,315 |
290,026 |
+4,919 |
Gasoline(NYMEX) |
Mar12 |
120210 |
301.15 |
301.50 |
296.08 |
297.49 |
-3.79 |
53,300 |
97,194 |
+1,451 |
Apr12 |
120210 |
315.11 |
315.18 |
310.00 |
312.24 |
-2.98 |
36,197 |
54,172 |
+1,404 |
May12 |
120210 |
313.55 |
313.55 |
309.10 |
311.07 |
-2.66 |
21,833 |
42,740 |
+1,001 |
Jun12 |
120210 |
311.12 |
311.12 |
306.03 |
308.01 |
-2.53 |
14,570 |
42,095 |
-640 |
Jul12 |
120210 |
306.88 |
306.88 |
302.35 |
304.22 |
-2.50 |
6,609 |
27,621 |
+921 |
Aug12 |
120210 |
302.26 |
302.61 |
298.26 |
300.27 |
-2.49 |
4,594 |
17,688 |
+813 |
Sep12 |
120210 |
296.90 |
296.90 |
293.92 |
295.88 |
-2.52 |
2,608 |
14,380 |
+145 |
Oct12 |
120210 |
280.22 |
281.21 |
280.22 |
281.18 |
-2.54 |
1,105 |
9,565 |
-82 |
Nov12 |
120210 |
277.21 |
277.30 |
276.70 |
277.30 |
-2.61 |
874 |
4,878 |
+240 |
Dec12 |
120210 |
274.12 |
275.25 |
273.05 |
275.02 |
-2.66 |
1,688 |
18,356 |
+440 |
Total Volume and Open Interest |
143,528 |
338,134 |
+5,778 |
e-miNY RBOB Gasoline(NYM) |
Mar12 |
120210 |
297.50 |
297.50 |
297.49 |
297.50 |
-3.80 |
0 |
1 |
+0 |
Apr12 |
120210 |
312.20 |
312.24 |
312.20 |
312.20 |
-3.00 |
|
|
|
May12 |
120210 |
311.10 |
311.10 |
311.07 |
311.10 |
-2.60 |
|
|
|
Jun12 |
120210 |
308.00 |
308.01 |
308.00 |
308.00 |
-2.50 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Mar12 |
120210 |
2.481 |
2.528 |
2.451 |
2.477 |
unch |
180,784 |
235,110 |
-19,865 |
Apr12 |
120210 |
2.640 |
2.681 |
2.611 |
2.656 |
+0.020 |
85,336 |
175,048 |
-330 |
May12 |
120210 |
2.766 |
2.805 |
2.740 |
2.792 |
+0.029 |
92,470 |
161,451 |
+7,411 |
Jun12 |
120210 |
2.857 |
2.900 |
2.837 |
2.890 |
+0.032 |
38,522 |
76,071 |
-507 |
Jul12 |
120210 |
2.930 |
2.981 |
2.927 |
2.975 |
+0.035 |
29,353 |
78,851 |
+6,125 |
Aug12 |
120210 |
2.959 |
3.015 |
2.959 |
3.012 |
+0.039 |
19,213 |
39,778 |
-1,893 |
Sep12 |
120210 |
2.984 |
3.027 |
2.971 |
3.022 |
+0.040 |
10,924 |
49,691 |
+625 |
Oct12 |
120210 |
3.033 |
3.074 |
3.014 |
3.069 |
+0.042 |
19,366 |
122,562 |
+1,875 |
Nov12 |
120210 |
3.173 |
3.244 |
3.173 |
3.236 |
+0.053 |
3,420 |
42,345 |
+486 |
Dec12 |
120210 |
3.466 |
3.537 |
3.465 |
3.529 |
+0.053 |
3,254 |
34,853 |
+361 |
Jan13 |
120210 |
3.605 |
3.667 |
3.596 |
3.661 |
+0.052 |
7,502 |
61,425 |
+474 |
Feb13 |
120210 |
3.644 |
3.679 |
3.614 |
3.676 |
+0.054 |
2,087 |
16,161 |
+360 |
Mar13 |
120210 |
3.622 |
3.668 |
3.596 |
3.657 |
+0.050 |
3,096 |
25,414 |
+1,363 |
Apr13 |
120210 |
3.595 |
3.624 |
3.557 |
3.617 |
+0.050 |
1,834 |
34,782 |
+110 |
May13 |
120210 |
3.587 |
3.656 |
3.587 |
3.650 |
+0.054 |
219 |
10,492 |
+41 |
Jun13 |
120210 |
3.631 |
3.692 |
3.631 |
3.687 |
+0.057 |
145 |
3,916 |
-21 |
Total Volume and Open Interest |
500,157 |
1,253,539 |
-2,480 |
Brent Crude Oil(ICE) |
Mar12 |
120210 |
118.61 |
118.61 |
116.29 |
117.31 |
-1.28 |
230,164 |
117,818 |
-13,587 |
Apr12 |
120210 |
118.11 |
118.11 |
115.80 |
116.75 |
-1.29 |
190,965 |
196,189 |
+2,541 |
May12 |
120210 |
117.47 |
117.49 |
115.42 |
116.31 |
-1.30 |
89,705 |
120,892 |
+4,240 |
Jun12 |
120210 |
117.11 |
117.11 |
115.08 |
115.93 |
-1.30 |
75,041 |
102,369 |
+3,024 |
Jul12 |
120210 |
116.71 |
116.71 |
114.74 |
115.52 |
-1.31 |
26,075 |
46,316 |
-1,168 |
Aug12 |
120210 |
116.25 |
116.25 |
114.31 |
115.09 |
-1.29 |
15,328 |
43,192 |
+676 |
Sep12 |
120210 |
115.68 |
115.68 |
113.74 |
114.55 |
-1.27 |
13,452 |
51,908 |
+1,562 |
Oct12 |
120210 |
115.15 |
115.15 |
113.26 |
114.07 |
-1.24 |
8,841 |
28,033 |
+261 |
Nov12 |
120210 |
114.67 |
114.67 |
112.81 |
113.61 |
-1.23 |
5,606 |
17,840 |
-56 |
Dec12 |
120210 |
114.20 |
114.22 |
112.35 |
113.14 |
-1.23 |
41,640 |
116,545 |
+1,169 |
Jan13 |
120210 |
112.33 |
112.90 |
112.12 |
112.69 |
-1.21 |
1,831 |
13,782 |
-159 |
Feb13 |
120210 |
112.23 |
112.23 |
112.23 |
112.23 |
-1.19 |
949 |
8,828 |
-107 |
Mar13 |
120210 |
111.79 |
111.79 |
111.79 |
111.79 |
-1.19 |
2,324 |
9,790 |
+289 |
Apr13 |
120210 |
111.33 |
111.33 |
111.33 |
111.33 |
-1.18 |
31 |
3,444 |
-25 |
Total Volume and Open Interest |
736,403 |
1,046,886 |
-4,994 |
Gas Oil(ICE) |
Feb12 |
120210 |
1001.75 |
1003.00 |
997.75 |
997.75 |
unch |
38,864 |
20,957 |
-14,290 |
Mar12 |
120210 |
1002.50 |
1002.75 |
990.50 |
996.75 |
unch |
122,221 |
149,895 |
+2,812 |
Apr12 |
120210 |
997.25 |
997.50 |
984.25 |
991.00 |
-1.75 |
66,709 |
73,711 |
+2,661 |
May12 |
120210 |
992.00 |
992.25 |
978.25 |
985.25 |
-3.00 |
29,753 |
58,340 |
-1,098 |
Jun12 |
120210 |
988.50 |
988.50 |
974.00 |
981.00 |
-3.50 |
32,290 |
60,982 |
+2,092 |
Jul12 |
120210 |
987.25 |
987.25 |
974.00 |
979.50 |
-4.00 |
8,223 |
33,547 |
+950 |
Aug12 |
120210 |
987.00 |
987.00 |
974.75 |
979.00 |
-4.25 |
2,752 |
19,711 |
-114 |
Sep12 |
120210 |
986.50 |
986.50 |
973.00 |
978.50 |
-4.25 |
2,114 |
19,237 |
-275 |
Oct12 |
120210 |
984.75 |
984.75 |
971.75 |
976.75 |
-4.25 |
964 |
13,073 |
-166 |
Nov12 |
120210 |
982.75 |
982.75 |
970.00 |
974.75 |
-4.25 |
841 |
9,027 |
-238 |
Total Volume and Open Interest |
313,218 |
545,396 |
-7,175 |
Ethanol(CBOT) |
Feb12 |
120203 |
2.131 |
2.131 |
2.131 |
2.131 |
-0.015 |
10 |
211 |
-29 |
Mar12 |
120210 |
2.234 |
2.234 |
2.205 |
2.212 |
-0.019 |
246 |
1,203 |
-91 |
Apr12 |
120210 |
2.255 |
2.261 |
2.228 |
2.234 |
-0.020 |
146 |
1,223 |
-21 |
May12 |
120210 |
2.279 |
2.279 |
2.250 |
2.259 |
-0.018 |
168 |
1,131 |
+25 |
Jun12 |
120210 |
2.294 |
2.295 |
2.270 |
2.280 |
-0.015 |
63 |
844 |
-17 |
Jul12 |
120210 |
2.303 |
2.303 |
2.285 |
2.294 |
-0.013 |
132 |
1,712 |
-22 |
Aug12 |
120210 |
2.283 |
2.283 |
2.271 |
2.280 |
-0.015 |
69 |
1,033 |
+10 |
Sep12 |
120210 |
2.252 |
2.252 |
2.233 |
2.241 |
-0.014 |
44 |
904 |
+13 |
Total Volume and Open Interest |
1,051 |
11,076 |
-64 |
WTI Crude Oil(ICE) |
Mar12 |
120210 |
99.64 |
99.67 |
97.40 |
98.67 |
-1.17 |
91,090 |
48,729 |
-1,976 |
Apr12 |
120210 |
100.05 |
100.06 |
97.81 |
99.03 |
-1.21 |
39,995 |
44,422 |
+1,092 |
May12 |
120210 |
100.45 |
100.61 |
98.48 |
99.63 |
-1.24 |
21,887 |
22,094 |
+803 |
Jun12 |
120210 |
100.94 |
101.09 |
99.15 |
100.28 |
-1.26 |
26,967 |
43,855 |
-503 |
Jul12 |
120210 |
101.53 |
101.53 |
100.00 |
100.89 |
-1.27 |
9,355 |
19,566 |
+1,057 |
Aug12 |
120210 |
101.98 |
101.98 |
100.49 |
101.32 |
-1.28 |
5,921 |
15,614 |
-356 |
Sep12 |
120210 |
102.26 |
102.26 |
100.54 |
101.62 |
-1.26 |
4,552 |
12,976 |
+322 |
Oct12 |
120210 |
102.46 |
102.46 |
101.02 |
101.83 |
-1.25 |
3,061 |
7,574 |
+182 |
Nov12 |
120210 |
101.92 |
102.03 |
100.94 |
102.03 |
-1.22 |
1,609 |
6,003 |
+102 |
Dec12 |
120210 |
102.87 |
102.87 |
101.06 |
102.18 |
-1.20 |
15,230 |
56,727 |
-824 |
Jan13 |
120210 |
102.23 |
102.23 |
102.23 |
102.23 |
-1.17 |
482 |
6,210 |
+53 |
Feb13 |
120210 |
102.18 |
102.18 |
102.18 |
102.18 |
-1.15 |
229 |
2,008 |
+32 |
Mar13 |
120210 |
102.04 |
102.04 |
102.04 |
102.04 |
-1.12 |
1,811 |
3,346 |
+1,439 |
Apr13 |
120210 |
101.80 |
101.80 |
101.80 |
101.80 |
-1.09 |
0 |
470 |
+0 |
May13 |
120210 |
101.50 |
101.50 |
101.50 |
101.50 |
-1.08 |
0 |
623 |
+0 |
Jun13 |
120210 |
100.80 |
101.17 |
100.80 |
101.17 |
-1.07 |
2,778 |
15,190 |
-611 |
Total Volume and Open Interest |
238,024 |
386,331 |
+5,387 |
US Dollar Index(ICE) |
Mar12 |
120210 |
78.655 |
79.315 |
78.655 |
79.225 |
+0.573 |
25,580 |
51,320 |
-1,451 |
Jun12 |
120210 |
79.600 |
79.675 |
79.580 |
79.615 |
+0.592 |
16 |
593 |
+2 |
Sep12 |
120210 |
80.015 |
80.015 |
80.015 |
80.015 |
+0.592 |
|
|
|
Total Volume and Open Interest |
25,596 |
51,913 |
-1,449 |
Australian Dollar(CME) |
Mar12 |
120210 |
107.41 |
107.45 |
105.94 |
106.19 |
-1.26 |
99,292 |
149,627 |
+1,517 |
Jun12 |
120210 |
105.99 |
106.38 |
104.93 |
105.14 |
-1.24 |
21 |
655 |
+6 |
Sep12 |
120210 |
104.19 |
105.37 |
104.19 |
104.19 |
-1.18 |
0 |
110 |
+0 |
Total Volume and Open Interest |
99,313 |
150,402 |
+1,523 |
British Pound(CME) |
Mar12 |
120210 |
158.14 |
158.45 |
157.25 |
157.35 |
-0.87 |
86,986 |
193,730 |
-1,721 |
Jun12 |
120210 |
157.90 |
158.17 |
157.22 |
157.22 |
-0.87 |
56 |
304 |
+28 |
Sep12 |
120210 |
157.08 |
157.94 |
157.08 |
157.08 |
-0.86 |
0 |
3 |
+0 |
Total Volume and Open Interest |
87,042 |
194,040 |
-1,693 |
Canadian Dollar(CME) |
Mar12 |
120210 |
100.41 |
100.43 |
99.53 |
99.69 |
-0.76 |
68,789 |
115,369 |
-1,641 |
Jun12 |
120210 |
100.16 |
100.24 |
99.34 |
99.49 |
-0.75 |
185 |
3,637 |
-39 |
Sep12 |
120210 |
99.63 |
100.01 |
99.27 |
99.27 |
-0.74 |
8 |
1,593 |
+0 |
Dec12 |
120210 |
99.00 |
99.81 |
99.00 |
99.07 |
-0.74 |
48 |
655 |
+21 |
Total Volume and Open Interest |
69,030 |
121,296 |
-1,659 |
Japanese Yen(CME) |
Mar12 |
120210 |
128.81 |
129.05 |
128.55 |
128.92 |
+0.11 |
75,828 |
175,335 |
-2,129 |
Jun12 |
120210 |
128.78 |
129.13 |
128.78 |
129.06 |
+0.13 |
103 |
1,087 |
+64 |
Sep12 |
120210 |
129.22 |
129.22 |
129.09 |
129.22 |
+0.13 |
0 |
18 |
+0 |
Total Volume and Open Interest |
75,931 |
176,447 |
-2,065 |
Swiss Franc(CME) |
Mar12 |
120210 |
109.73 |
109.89 |
108.73 |
109.03 |
-0.72 |
28,525 |
44,448 |
+1,682 |
Jun12 |
120210 |
109.71 |
109.91 |
109.19 |
109.19 |
-0.72 |
10 |
62 |
+7 |
Sep12 |
120210 |
109.37 |
110.11 |
109.37 |
109.37 |
-0.74 |
0 |
4 |
+0 |
Total Volume and Open Interest |
28,535 |
44,515 |
+1,689 |
EuroFX(CME) |
Mar12 |
120210 |
132.88 |
132.92 |
131.57 |
131.72 |
-1.18 |
276,607 |
278,398 |
-5,471 |
Jun12 |
120210 |
132.80 |
132.95 |
131.72 |
131.78 |
-1.17 |
230 |
4,715 |
+37 |
Sep12 |
120210 |
131.88 |
133.01 |
131.83 |
131.83 |
-1.18 |
3 |
86 |
+0 |
Total Volume and Open Interest |
276,840 |
283,223 |
-5,434 |
Mexican Peso(CME) |
Feb12 |
120210 |
780.2 |
788.5 |
780.2 |
780.2 |
-8.2 |
0 |
930 |
+0 |
Mar12 |
120210 |
786.8 |
786.8 |
776.2 |
778.2 |
-8.2 |
27,026 |
143,966 |
-135 |
Total Volume and Open Interest |
27,026 |
145,510 |
-135 |
Brazilian Real(CME) |
Mar12 |
120210 |
576.80 |
577.80 |
575.55 |
577.10 |
-1.65 |
162 |
3,357 |
+111 |
Apr12 |
120210 |
573.85 |
575.50 |
573.85 |
573.85 |
-1.75 |
0 |
24 |
+0 |
May12 |
120210 |
570.65 |
572.30 |
570.65 |
570.65 |
-1.80 |
|
|
|
Jun12 |
120210 |
567.40 |
569.05 |
567.40 |
567.40 |
-1.90 |
0 |
66 |
+0 |
Total Volume and Open Interest |
162 |
16,997 |
+111 |
30-Year T-Bonds(CBOT) |
Mar12 |
120210 |
141~210 |
142~310 |
141~200 |
142~250 |
+1~080 |
324,170 |
606,515 |
-4,662 |
Jun12 |
120210 |
140~070 |
141~160 |
140~030 |
141~110 |
+1~080 |
3,130 |
10,353 |
+409 |
Sep12 |
120210 |
140~070 |
140~070 |
138~310 |
140~070 |
+1~080 |
|
|
|
Total Volume and Open Interest |
327,300 |
616,868 |
-4,253 |
10-Year T-Notes(CBOT) |
Mar12 |
120210 |
130~275 |
131~160 |
130~270 |
131~125 |
+0~195 |
967,225 |
1,791,046 |
+18,437 |
Jun12 |
120210 |
130~195 |
131~080 |
130~155 |
131~045 |
+0~210 |
15,888 |
26,118 |
+6,011 |
Sep12 |
120210 |
130~095 |
130~095 |
129~205 |
130~095 |
+0~210 |
|
|
|
Total Volume and Open Interest |
983,113 |
1,817,165 |
+24,448 |
5-Year T-Notes(CBOT) |
Mar12 |
120210 |
123~053 |
123~086 |
123~050 |
123~080 |
+0~030 |
398,471 |
1,459,365 |
+2,504 |
Jun12 |
120210 |
123~038 |
123~068 |
123~030 |
123~064 |
+0~034 |
301 |
8,088 |
+132 |
Sep12 |
120210 |
122~088 |
122~088 |
122~054 |
122~088 |
+0~034 |
|
|
|
Total Volume and Open Interest |
398,772 |
1,467,453 |
+2,636 |
2 Year T-Notes(CBOT) |
Mar12 |
120210 |
110~036 |
110~039 |
110~032 |
110~035 |
unch |
179,383 |
902,922 |
-19,202 |
Jun12 |
120210 |
110~025 |
110~027 |
110~025 |
110~027 |
+0~001 |
139 |
4,487 |
-5 |
Sep12 |
120210 |
109~093 |
109~093 |
109~092 |
109~093 |
+0~001 |
|
|
|
Total Volume and Open Interest |
179,522 |
907,409 |
-19,207 |
Eurodollars(CME) |
Mar12 |
120210 |
99.565 |
99.565 |
99.535 |
99.555 |
-0.005 |
157,981 |
920,433 |
+16,814 |
Jun12 |
120210 |
99.565 |
99.565 |
99.530 |
99.540 |
-0.020 |
225,906 |
1,089,962 |
+17,161 |
Sep12 |
120210 |
99.530 |
99.530 |
99.490 |
99.505 |
-0.020 |
165,317 |
784,846 |
+2,287 |
Dec12 |
120210 |
99.490 |
99.495 |
99.455 |
99.470 |
-0.020 |
180,783 |
856,656 |
+17,979 |
Mar13 |
120210 |
99.470 |
99.475 |
99.440 |
99.450 |
-0.015 |
171,796 |
701,752 |
-22,764 |
Jun13 |
120210 |
99.435 |
99.445 |
99.410 |
99.420 |
-0.010 |
130,205 |
604,381 |
+4,804 |
Sep13 |
120210 |
99.390 |
99.410 |
99.370 |
99.385 |
unch |
108,989 |
629,530 |
+11,139 |
Dec13 |
120210 |
99.330 |
99.360 |
99.320 |
99.335 |
+0.010 |
117,362 |
589,586 |
+812 |
Mar14 |
120210 |
99.250 |
99.290 |
99.245 |
99.270 |
+0.025 |
103,434 |
431,625 |
-7,161 |
Jun14 |
120210 |
99.135 |
99.185 |
99.130 |
99.170 |
+0.040 |
91,371 |
305,398 |
-2,159 |
Sep14 |
120210 |
98.990 |
99.050 |
98.990 |
99.040 |
+0.055 |
80,576 |
238,550 |
+6,755 |
Dec14 |
120210 |
98.820 |
98.890 |
98.820 |
98.875 |
+0.060 |
69,691 |
277,480 |
-130 |
Mar15 |
120210 |
98.650 |
98.725 |
98.650 |
98.710 |
+0.065 |
56,294 |
183,119 |
-4,029 |
Jun15 |
120210 |
0.171 |
0.246 |
0.166 |
0.231 |
+0.070 |
51,377 |
150,960 |
+6,954 |
Sep15 |
120210 |
6.545 |
0.076 |
6.545 |
0.061 |
-6.479 |
39,643 |
90,502 |
+1,516 |
Dec15 |
120210 |
6.365 |
6.455 |
6.360 |
6.440 |
+0.085 |
39,570 |
95,187 |
-1,407 |
Mar16 |
120210 |
6.205 |
6.310 |
6.205 |
6.290 |
+0.090 |
27,045 |
58,730 |
-4,723 |
Jun16 |
120210 |
6.055 |
6.155 |
6.055 |
6.140 |
+0.100 |
11,687 |
57,184 |
+536 |
Total Volume and Open Interest |
1,858,179 |
8,332,869 |
+45,027 |
30 Day Federal Funds(CBOT) |
Feb12 |
120210 |
99.885 |
99.885 |
99.875 |
99.882 |
-0.003 |
4,447 |
67,127 |
+484 |
Mar12 |
120210 |
99.875 |
99.880 |
99.865 |
99.870 |
-0.010 |
3,618 |
43,203 |
+1,414 |
Apr12 |
120210 |
99.875 |
99.880 |
99.865 |
99.870 |
-0.010 |
2,982 |
38,386 |
+751 |
May12 |
120210 |
99.875 |
99.880 |
99.865 |
99.870 |
-0.010 |
2,047 |
41,772 |
-963 |
Jun12 |
120210 |
99.870 |
99.880 |
99.865 |
99.870 |
-0.010 |
1,655 |
29,090 |
-3,181 |
Jul12 |
120210 |
99.870 |
99.875 |
99.860 |
99.870 |
-0.005 |
1,259 |
35,930 |
-2,300 |
Total Volume and Open Interest |
35,953 |
507,245 |
-2,866 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120210 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
40 |
+0 |
Jun12 |
120210 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
120210 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec12 |
120210 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Mar13 |
120210 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120210 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep13 |
120210 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Dec13 |
120210 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120210 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120210 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120210 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,841 |
+0 |
Jun12 |
120210 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,433 |
+0 |
Sep12 |
120210 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
679 |
+0 |
Dec12 |
120210 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
117 |
+0 |
Mar13 |
120210 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
+0 |
Jun13 |
120210 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
218 |
+0 |
Sep13 |
120210 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
325 |
+0 |
Dec13 |
120210 |
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 |
120210 |
142.29 |
142.41 |
142.12 |
142.38 |
+0.06 |
5,460 |
23,414 |
-1,031 |
Jun12 |
120210 |
141.80 |
141.80 |
141.80 |
141.80 |
+0.06 |
0 |
3 |
+0 |
Sep12 |
120210 |
139.71 |
139.71 |
139.71 |
139.71 |
+0.06 |
0 |
5 |
+0 |
Total Volume and Open Interest |
5,460 |
23,426 |
-1,031 |
Euro-Bund(EUREX) |
Mar12 |
120210 |
137.46 |
138.78 |
137.36 |
138.23 |
+1.13 |
623,174 |
873,510 |
-800 |
Jun12 |
120210 |
135.95 |
137.20 |
135.80 |
136.50 |
+1.12 |
3,779 |
11,738 |
+1,069 |
Sep12 |
120210 |
136.43 |
136.43 |
136.43 |
136.43 |
+1.13 |
0 |
1 |
+0 |
Total Volume and Open Interest |
626,953 |
885,249 |
+269 |
Euro-Bobl(EUREX) |
Mar12 |
120210 |
124.64 |
125.23 |
124.55 |
124.96 |
+0.48 |
430,250 |
691,841 |
+4,946 |
Jun12 |
120210 |
123.01 |
123.46 |
123.01 |
123.34 |
+0.48 |
178 |
17,172 |
+542 |
Sep12 |
120210 |
123.26 |
123.26 |
123.26 |
123.26 |
+0.48 |
0 |
4 |
+0 |
Total Volume and Open Interest |
430,428 |
709,017 |
+5,488 |
3-Mth Euribor(EUREX) |
Mar12 |
120210 |
99.090 |
99.090 |
99.080 |
99.080 |
-0.020 |
54 |
1,524 |
+54 |
Jun12 |
120210 |
99.185 |
99.185 |
99.170 |
99.170 |
-0.035 |
45 |
1,280 |
+12 |
Sep12 |
120210 |
99.210 |
99.210 |
99.200 |
99.200 |
-0.025 |
39 |
1,039 |
+6 |
Total Volume and Open Interest |
265 |
6,482 |
+63 |
Long Gilt(LIFFE) |
Mar12 |
120210 |
114~31 |
115~26 |
114~29 |
115~18 |
+0~32 |
128,438 |
315,007 |
-11,312 |
Jun12 |
120210 |
113~24 |
114~13 |
113~18 |
114~04 |
+0~26 |
1 |
315 |
+1 |
Total Volume and Open Interest |
128,439 |
315,322 |
-11,311 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120210 |
99.00 |
99.00 |
98.97 |
98.98 |
-0.02 |
32,897 |
290,894 |
-1,373 |
Jun12 |
120210 |
99.08 |
99.08 |
99.04 |
99.05 |
-0.03 |
29,568 |
271,720 |
+3,940 |
Sep12 |
120210 |
99.11 |
99.12 |
99.08 |
99.08 |
-0.03 |
44,860 |
299,623 |
+5,057 |
Dec12 |
120210 |
99.10 |
99.12 |
99.08 |
99.09 |
-0.01 |
51,243 |
252,816 |
+5,454 |
Mar13 |
120210 |
99.09 |
99.11 |
99.07 |
99.08 |
unch |
46,598 |
285,184 |
+5,179 |
Jun13 |
120210 |
99.03 |
99.07 |
99.01 |
99.04 |
+0.01 |
43,227 |
207,921 |
-3,717 |
Total Volume and Open Interest |
372,293 |
2,090,516 |
+11,202 |
3-Mth Euribor(LIFFE) |
Mar12 |
120210 |
99.095 |
99.110 |
99.070 |
99.080 |
-0.020 |
72,170 |
564,733 |
+4,363 |
Jun12 |
120210 |
99.205 |
99.215 |
99.160 |
99.170 |
-0.035 |
91,390 |
483,510 |
-382 |
Sep12 |
120210 |
99.225 |
99.235 |
99.195 |
99.200 |
-0.025 |
68,076 |
454,494 |
+1,022 |
Total Volume and Open Interest |
561,160 |
3,459,238 |
+219 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120210 |
95.64 |
95.73 |
95.61 |
95.72 |
+0.07 |
21,970 |
214,900 |
-13,047 |
Jun12 |
120210 |
95.82 |
95.93 |
95.81 |
95.92 |
+0.09 |
33,136 |
199,442 |
-8,159 |
Sep12 |
120210 |
95.93 |
96.04 |
95.90 |
96.03 |
+0.10 |
20,508 |
127,523 |
-1,967 |
Dec12 |
120210 |
95.91 |
96.03 |
95.89 |
96.02 |
+0.10 |
8,757 |
85,041 |
-371 |
Mar13 |
120210 |
95.87 |
95.99 |
95.86 |
95.99 |
+0.10 |
4,592 |
57,582 |
+890 |
Jun13 |
120210 |
95.83 |
95.94 |
95.81 |
95.94 |
+0.10 |
2,037 |
57,548 |
+135 |
Sep13 |
120210 |
95.79 |
95.89 |
95.78 |
95.89 |
+0.09 |
929 |
35,143 |
-435 |
Dec13 |
120210 |
95.77 |
95.83 |
95.72 |
95.83 |
+0.07 |
1,847 |
25,765 |
-437 |
Mar14 |
120210 |
95.72 |
95.79 |
95.69 |
95.79 |
+0.06 |
51 |
2,479 |
+22 |
Jun14 |
120210 |
95.65 |
95.74 |
95.64 |
95.74 |
+0.06 |
5 |
491 |
-3 |
Total Volume and Open Interest |
93,834 |
806,098 |
-23,371 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120210 |
95.88 |
95.95 |
95.85 |
95.94 |
+0.05 |
59,900 |
380,089 |
-29,271 |
Jun12 |
120210 |
95.94 |
95.94 |
95.94 |
95.94 |
+0.05 |
|
|
|
Total Volume and Open Interest |
59,900 |
380,089 |
-29,271 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120210 |
96.39 |
96.49 |
96.35 |
96.48 |
+0.08 |
196,767 |
459,407 |
-107,421 |
Jun12 |
120210 |
96.48 |
96.48 |
96.48 |
96.48 |
+0.08 |
|
|
|
Total Volume and Open Interest |
196,767 |
459,407 |
-107,421 |
Gold(CMX) |
Feb12 |
120210 |
1732.7 |
1734.4 |
1706.5 |
1723.3 |
-15.7 |
955 |
818 |
+4 |
Apr12 |
120210 |
1731.1 |
1737.2 |
1706.4 |
1725.3 |
-15.9 |
151,075 |
236,981 |
-3,345 |
Jun12 |
120210 |
1733.9 |
1738.6 |
1709.4 |
1728.1 |
-15.9 |
4,733 |
56,462 |
-257 |
Aug12 |
120210 |
1740.0 |
1740.0 |
1716.2 |
1730.7 |
-15.9 |
2,043 |
20,449 |
-343 |
Oct12 |
120210 |
1720.0 |
1733.1 |
1720.0 |
1733.1 |
-15.9 |
146 |
12,140 |
+41 |
Dec12 |
120210 |
1742.9 |
1745.9 |
1718.5 |
1735.4 |
-16.0 |
2,156 |
29,841 |
-18 |
Feb13 |
120210 |
1745.7 |
1745.7 |
1720.8 |
1737.6 |
-16.1 |
28 |
12,522 |
-16 |
Apr13 |
120210 |
1736.7 |
1740.1 |
1730.2 |
1740.1 |
-16.0 |
3 |
2,823 |
+0 |
Jun13 |
120210 |
1743.5 |
1743.5 |
1743.5 |
1743.5 |
-15.9 |
0 |
11,391 |
+0 |
Aug13 |
120210 |
1746.7 |
1746.7 |
1746.7 |
1746.7 |
-15.9 |
0 |
218 |
+0 |
Oct13 |
120210 |
1750.0 |
1750.0 |
1750.0 |
1750.0 |
-15.9 |
0 |
1 |
+0 |
Dec13 |
120210 |
1738.0 |
1753.4 |
1738.0 |
1753.4 |
-15.9 |
120 |
11,237 |
+15 |
Total Volume and Open Interest |
162,017 |
432,147 |
-3,914 |
Silver(CMX) |
Mar12 |
120210 |
3390.5 |
3406.0 |
3317.0 |
3360.4 |
-31.3 |
55,084 |
40,979 |
-2,404 |
May12 |
120210 |
3398.0 |
3405.0 |
3327.5 |
3366.8 |
-31.3 |
7,340 |
21,477 |
+1,452 |
Jul12 |
120210 |
3410.0 |
3410.0 |
3350.0 |
3371.7 |
-31.3 |
3,704 |
8,121 |
+783 |
Sep12 |
120210 |
3375.2 |
3375.2 |
3375.2 |
3375.2 |
-31.2 |
1,830 |
3,352 |
-398 |
Dec12 |
120210 |
3407.5 |
3409.5 |
3337.5 |
3379.5 |
-31.0 |
1,343 |
14,028 |
-94 |
Mar13 |
120210 |
3352.0 |
3380.0 |
3352.0 |
3379.2 |
-31.0 |
11 |
1,396 |
+0 |
May13 |
120210 |
3379.0 |
3379.0 |
3379.0 |
3379.0 |
-30.8 |
0 |
1,088 |
+0 |
Total Volume and Open Interest |
69,448 |
105,332 |
-676 |
Platinum(NYMEX) |
Apr12 |
120210 |
1663.1 |
1663.4 |
1631.8 |
1659.8 |
-7.8 |
8,685 |
42,598 |
+334 |
Jul12 |
120210 |
1655.9 |
1664.4 |
1646.1 |
1663.3 |
-8.0 |
47 |
2,155 |
+15 |
Oct12 |
120210 |
1651.3 |
1666.4 |
1651.3 |
1666.4 |
-8.0 |
0 |
177 |
+0 |
Jan13 |
120210 |
1669.4 |
1669.4 |
1669.4 |
1669.4 |
-8.0 |
0 |
3 |
+0 |
Total Volume and Open Interest |
8,732 |
44,933 |
+349 |
Palladium(NYMEX) |
Mar12 |
120210 |
55.54 |
55.74 |
39.24 |
47.69 |
-8.25 |
3,733 |
17,455 |
-63 |
Jun12 |
120210 |
54.34 |
54.34 |
43.44 |
49.44 |
-8.30 |
482 |
3,618 |
+402 |
Sep12 |
120210 |
50.49 |
50.79 |
45.19 |
50.79 |
-8.30 |
200 |
265 |
+100 |
Total Volume and Open Interest |
4,415 |
21,339 |
+439 |
Copper(CMX) |
Mar12 |
120210 |
397.35 |
397.85 |
384.25 |
386.20 |
-11.65 |
53,534 |
57,659 |
-5,410 |
May12 |
120210 |
397.55 |
397.85 |
384.90 |
386.80 |
-11.60 |
15,360 |
41,416 |
+1,841 |
Jul12 |
120210 |
398.60 |
398.60 |
386.90 |
387.90 |
-11.55 |
6,678 |
32,011 |
-289 |
Sep12 |
120210 |
399.55 |
399.55 |
388.05 |
388.75 |
-11.50 |
2,656 |
6,764 |
+1,589 |
Dec12 |
120210 |
397.30 |
397.30 |
388.30 |
389.50 |
-11.55 |
424 |
8,495 |
-86 |
Total Volume and Open Interest |
79,350 |
157,510 |
-2,520 |
DJIA Index(CBOT) |
Mar12 |
120210 |
12829 |
12829 |
12710 |
12767 |
-75 |
232 |
11,337 |
+78 |
Jun12 |
120210 |
12665 |
12696 |
12665 |
12696 |
-75 |
0 |
286 |
+0 |
Sep12 |
120210 |
12633 |
12708 |
12633 |
12633 |
-75 |
|
|
|
Dec12 |
120210 |
12556 |
12631 |
12556 |
12556 |
-75 |
|
|
|
Total Volume and Open Interest |
232 |
11,623 |
+78 |
E-mini DJIA Index(CBOT) |
Mar12 |
120210 |
12841 |
12842 |
12704 |
12767 |
-75 |
78,245 |
108,459 |
-1,230 |
Jun12 |
120210 |
12708 |
12709 |
12650 |
12696 |
-75 |
63 |
101 |
+32 |
Sep12 |
120210 |
12633 |
12633 |
12633 |
12633 |
-75 |
0 |
20 |
+0 |
Dec12 |
120210 |
12556 |
12556 |
12556 |
12556 |
-75 |
0 |
2 |
+0 |
Total Volume and Open Interest |
78,308 |
108,582 |
-1,198 |
S & P 500(CME) |
Mar12 |
120210 |
1347.80 |
1347.90 |
1333.50 |
1340.60 |
-7.70 |
11,250 |
245,990 |
-2,770 |
Jun12 |
120210 |
1331.00 |
1335.60 |
1328.60 |
1334.90 |
-7.70 |
1,422 |
4,437 |
+1,097 |
Sep12 |
120210 |
1328.70 |
1329.40 |
1322.40 |
1328.70 |
-7.70 |
50 |
1,041 |
+0 |
Dec12 |
120210 |
1322.40 |
1323.10 |
1316.10 |
1322.40 |
-7.70 |
51 |
477 |
+1 |
Total Volume and Open Interest |
12,773 |
251,945 |
-1,672 |
S & P 500 E-Mini(Globex) |
Mar12 |
120210 |
1348.00 |
1348.25 |
1333.75 |
1340.50 |
-7.75 |
1,540,962 |
2,663,724 |
+3,499 |
Jun12 |
120210 |
1341.00 |
1341.00 |
1328.00 |
1335.00 |
-7.50 |
5,701 |
68,971 |
+4,612 |
Total Volume and Open Interest |
1,546,668 |
2,733,009 |
+8,112 |
NASDAQ 100(CME) |
Mar12 |
120210 |
2560.00 |
2560.30 |
2535.00 |
2548.50 |
-12.50 |
602 |
15,989 |
+263 |
Jun12 |
120210 |
2536.00 |
2543.00 |
2530.00 |
2543.00 |
-12.50 |
0 |
5 |
+0 |
Sep12 |
120210 |
2540.50 |
2540.50 |
2539.00 |
2540.50 |
-12.50 |
|
|
|
Total Volume and Open Interest |
602 |
15,994 |
+263 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120210 |
2561.30 |
2561.30 |
2535.30 |
2548.50 |
-12.50 |
198,952 |
385,989 |
+830 |
Jun12 |
120210 |
2544.00 |
2546.80 |
2531.50 |
2543.00 |
-12.50 |
56 |
259 |
+23 |
Total Volume and Open Interest |
199,012 |
386,262 |
+857 |
S & P Midcap 400(CME) |
Mar12 |
120210 |
963.80 |
973.90 |
963.80 |
963.80 |
-10.10 |
182 |
2,073 |
+0 |
Jun12 |
120210 |
961.40 |
971.50 |
961.40 |
961.40 |
-10.10 |
|
|
|
Sep12 |
120210 |
959.40 |
969.50 |
959.40 |
959.40 |
-10.10 |
|
|
|
Total Volume and Open Interest |
182 |
2,073 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120210 |
9030 |
9030 |
8900 |
8940 |
-95 |
4,528 |
22,686 |
-822 |
Jun12 |
120210 |
8850 |
8880 |
8850 |
8880 |
-95 |
0 |
566 |
+0 |
Total Volume and Open Interest |
4,528 |
23,252 |
-822 |
Nikkei 225(SGX) |
Mar12 |
120210 |
9005 |
9030 |
8945 |
8970 |
-25 |
97,134 |
212,329 |
+4,906 |
Jun12 |
120210 |
8920 |
8935 |
8880 |
8895 |
-25 |
8 |
7,561 |
+8 |
Sep12 |
120210 |
8890 |
8890 |
8890 |
8890 |
-25 |
0 |
30 |
+0 |
Total Volume and Open Interest |
99,010 |
238,600 |
+6,767 |
CAC 40(EURONEXT) |
Feb12 |
120210 |
3413.5 |
3420.0 |
3362.0 |
3372.5 |
-52.0 |
97,306 |
308,040 |
+2,681 |
Mar12 |
120210 |
3414.0 |
3414.0 |
3365.0 |
3373.5 |
-51.5 |
808 |
44,639 |
+71 |
Apr12 |
120210 |
3366.5 |
3366.5 |
3366.5 |
3366.5 |
-52.0 |
0 |
19 |
+1 |
Total Volume and Open Interest |
98,114 |
352,858 |
+2,753 |
Hang Seng Index(HKFE) |
Feb12 |
120210 |
21000 |
21008 |
20700 |
20795 |
-159 |
69,829 |
91,380 |
+1,507 |
Mar12 |
120210 |
20998 |
20998 |
20649 |
20742 |
-158 |
831 |
6,108 |
+65 |
Total Volume and Open Interest |
70,810 |
100,419 |
+1,589 |
DAX(EUREX) |
Mar12 |
120210 |
6765.0 |
6770.0 |
6651.0 |
6697.5 |
-91.5 |
127,644 |
160,148 |
-2,475 |
Jun12 |
120210 |
6780.0 |
6780.0 |
6669.5 |
6711.0 |
-92.0 |
518 |
6,019 |
+43 |
Sep12 |
120210 |
6765.0 |
6770.5 |
6691.0 |
6719.5 |
-90.5 |
86 |
415 |
-8 |
Total Volume and Open Interest |
128,248 |
166,582 |
-2,440 |
FT-SE 100(EURONEXT) |
Mar12 |
120210 |
5845.50 |
5846.00 |
5794.50 |
5805.00 |
-44.00 |
77,083 |
629,916 |
-7,117 |
Jun12 |
120210 |
5777.00 |
5782.00 |
5749.50 |
5755.00 |
-44.50 |
10 |
10,338 |
+5 |
Sep12 |
120210 |
5723.50 |
5723.50 |
5723.50 |
5723.50 |
-43.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
77,093 |
640,264 |
-7,112 |
SPI 200(SFE) |
Mar12 |
120210 |
4259.0 |
4269.0 |
4204.0 |
4218.0 |
-37.0 |
34,928 |
188,332 |
+5,002 |
Jun12 |
120210 |
4231.0 |
4231.0 |
4231.0 |
4231.0 |
-37.0 |
48 |
2,172 |
-2 |
Sep12 |
120210 |
4199.0 |
4199.0 |
4199.0 |
4199.0 |
-38.0 |
177 |
1,457 |
+91 |
Total Volume and Open Interest |
35,184 |
194,179 |
+5,094 |
GSCI(CME) |
Feb12 |
120210 |
670.50 |
673.25 |
669.25 |
672.20 |
-5.80 |
1,602 |
6,822 |
-1,342 |
Mar12 |
120210 |
673.00 |
676.00 |
672.00 |
675.00 |
-5.95 |
1,584 |
3,715 |
+1,443 |
Apr12 |
120210 |
677.00 |
677.00 |
674.00 |
677.00 |
-5.75 |
|
|
|
Total Volume and Open Interest |
3,186 |
10,537 |
+101 |
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. |
|
|