|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu February 16, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120216 |
1260.50 |
1264.50 |
1246.25 |
1258.25 |
-2.75 |
121,808 |
135,174 |
-4,475 |
May12 |
120216 |
1268.00 |
1272.00 |
1254.00 |
1265.00 |
-3.75 |
59,195 |
172,519 |
+5,359 |
Jul12 |
120216 |
1276.75 |
1280.50 |
1263.00 |
1273.50 |
-4.00 |
38,765 |
114,574 |
+523 |
Aug12 |
120216 |
1260.00 |
1274.50 |
1260.00 |
1269.75 |
-4.25 |
1,003 |
3,143 |
+179 |
Sep12 |
120216 |
1255.00 |
1265.75 |
1255.00 |
1261.25 |
-4.50 |
393 |
2,072 |
+17 |
Nov12 |
120216 |
1259.00 |
1262.00 |
1245.00 |
1255.25 |
-5.25 |
19,819 |
93,491 |
+3,660 |
Jan13 |
120216 |
1264.25 |
1265.75 |
1252.00 |
1259.00 |
-6.25 |
662 |
15,626 |
+165 |
Mar13 |
120216 |
1256.75 |
1265.25 |
1255.00 |
1259.75 |
-5.50 |
877 |
4,360 |
+418 |
May13 |
120216 |
1247.25 |
1261.50 |
1247.00 |
1255.75 |
-5.75 |
872 |
1,883 |
+166 |
Jul13 |
120216 |
1253.50 |
1263.00 |
1253.25 |
1257.00 |
-6.00 |
731 |
2,635 |
+298 |
Aug13 |
120216 |
1244.00 |
1251.00 |
1244.00 |
1244.00 |
-7.00 |
0 |
2 |
+0 |
Sep13 |
120216 |
1219.75 |
1226.75 |
1219.75 |
1219.75 |
-7.00 |
|
|
|
Nov13 |
120216 |
1190.00 |
1203.50 |
1190.00 |
1196.00 |
-7.50 |
302 |
3,130 |
+75 |
Jan14 |
120216 |
1202.75 |
1208.25 |
1202.75 |
1202.75 |
-5.50 |
0 |
60 |
+0 |
Total Volume and Open Interest |
244,437 |
549,099 |
+6,385 |
Soybean Meal(CBOT) |
Mar12 |
120216 |
331.90 |
333.70 |
328.80 |
330.80 |
-2.00 |
36,190 |
61,613 |
-2,428 |
May12 |
120216 |
334.80 |
336.00 |
331.30 |
333.50 |
-1.60 |
16,941 |
45,361 |
+1,718 |
Jul12 |
120216 |
336.90 |
338.30 |
333.40 |
335.80 |
-1.50 |
6,927 |
29,901 |
-443 |
Aug12 |
120216 |
334.60 |
337.60 |
334.60 |
335.00 |
-1.60 |
727 |
6,613 |
-40 |
Sep12 |
120216 |
333.10 |
335.80 |
333.10 |
333.40 |
-1.60 |
274 |
5,998 |
+56 |
Oct12 |
120216 |
329.20 |
331.30 |
329.00 |
329.40 |
-2.30 |
134 |
3,432 |
-14 |
Dec12 |
120216 |
330.50 |
331.00 |
326.70 |
329.00 |
-2.40 |
2,932 |
20,321 |
+206 |
Jan13 |
120216 |
330.30 |
332.30 |
329.80 |
329.80 |
-2.50 |
48 |
2,777 |
-9 |
Mar13 |
120216 |
331.30 |
332.40 |
330.60 |
330.60 |
-2.70 |
447 |
3,226 |
+111 |
May13 |
120216 |
327.30 |
332.40 |
327.20 |
329.10 |
-3.30 |
261 |
1,536 |
+6 |
Total Volume and Open Interest |
64,952 |
182,669 |
-832 |
Soybean Oil(CBOT) |
Mar12 |
120216 |
53.26 |
53.37 |
52.56 |
53.05 |
-0.30 |
56,791 |
84,570 |
-3,113 |
May12 |
120216 |
53.71 |
53.71 |
52.92 |
53.43 |
-0.28 |
29,581 |
107,154 |
+3,991 |
Jul12 |
120216 |
54.10 |
54.11 |
53.30 |
53.79 |
-0.31 |
13,445 |
62,466 |
+832 |
Aug12 |
120216 |
54.12 |
54.12 |
53.65 |
53.91 |
-0.32 |
2,321 |
9,001 |
-459 |
Sep12 |
120216 |
54.04 |
54.20 |
53.62 |
54.03 |
-0.33 |
680 |
6,374 |
-2 |
Oct12 |
120216 |
54.23 |
54.23 |
53.73 |
54.08 |
-0.36 |
559 |
5,809 |
+33 |
Dec12 |
120216 |
54.59 |
54.59 |
53.93 |
54.31 |
-0.36 |
6,835 |
34,325 |
+1,055 |
Jan13 |
120216 |
54.49 |
54.80 |
54.20 |
54.43 |
-0.37 |
241 |
1,205 |
+60 |
Mar13 |
120216 |
54.53 |
54.60 |
54.53 |
54.53 |
-0.37 |
493 |
1,489 |
+189 |
May13 |
120216 |
54.20 |
54.86 |
54.20 |
54.51 |
-0.35 |
368 |
449 |
+188 |
Total Volume and Open Interest |
112,093 |
314,635 |
+3,049 |
Canola(WCE) |
Mar12 |
120216 |
545.8 |
549.6 |
545.8 |
549.2 |
+1.4 |
7,466 |
54,634 |
-211 |
May12 |
120216 |
551.5 |
552.5 |
549.1 |
551.5 |
-0.1 |
10,815 |
54,651 |
+211 |
Jul12 |
120216 |
552.0 |
555.3 |
551.9 |
553.2 |
-1.3 |
3,880 |
36,104 |
+625 |
Nov12 |
120216 |
528.0 |
529.1 |
524.5 |
525.0 |
-4.5 |
3,874 |
37,753 |
+1,074 |
Jan13 |
120216 |
533.5 |
533.5 |
529.1 |
529.4 |
-4.7 |
120 |
2,193 |
+200 |
Total Volume and Open Interest |
26,210 |
186,900 |
+1,908 |
Corn(CBOT) |
Mar12 |
120216 |
627.00 |
637.00 |
621.75 |
636.25 |
+9.25 |
193,529 |
271,108 |
-14,225 |
May12 |
120216 |
631.00 |
640.50 |
626.00 |
639.75 |
+8.75 |
114,300 |
362,108 |
+20,172 |
Jul12 |
120216 |
634.00 |
643.50 |
629.75 |
642.75 |
+8.75 |
57,309 |
264,396 |
+4,401 |
Sep12 |
120216 |
585.00 |
594.50 |
584.50 |
594.25 |
+7.75 |
8,748 |
85,837 |
+951 |
Dec12 |
120216 |
559.00 |
568.75 |
557.75 |
568.00 |
+8.25 |
24,675 |
258,793 |
+2,846 |
Mar13 |
120216 |
572.25 |
580.00 |
569.25 |
579.50 |
+9.50 |
535 |
45,432 |
+72 |
May13 |
120216 |
579.25 |
586.00 |
576.75 |
586.00 |
+9.25 |
168 |
2,475 |
-25 |
Jul13 |
120216 |
583.00 |
591.00 |
581.75 |
590.75 |
+9.00 |
359 |
3,545 |
+157 |
Sep13 |
120216 |
556.00 |
560.00 |
553.00 |
559.75 |
+6.75 |
17 |
689 |
+12 |
Dec13 |
120216 |
549.00 |
555.00 |
546.50 |
554.75 |
+6.50 |
282 |
18,590 |
+119 |
Total Volume and Open Interest |
399,967 |
1,315,896 |
+14,504 |
Wheat(CBOT) |
Mar12 |
120216 |
626.50 |
632.25 |
621.00 |
628.75 |
+2.75 |
47,655 |
86,940 |
-9,283 |
May12 |
120216 |
634.00 |
639.50 |
628.75 |
635.25 |
+1.25 |
35,802 |
136,248 |
+1,773 |
Jul12 |
120216 |
647.25 |
652.00 |
641.75 |
648.00 |
+1.25 |
12,919 |
111,545 |
+2,260 |
Sep12 |
120216 |
664.50 |
669.50 |
659.75 |
665.75 |
+1.25 |
3,293 |
39,256 |
+877 |
Dec12 |
120216 |
683.00 |
688.50 |
677.50 |
683.75 |
+0.25 |
3,931 |
62,288 |
+208 |
Mar13 |
120216 |
697.00 |
700.75 |
695.00 |
697.25 |
+0.50 |
393 |
5,723 |
+191 |
Total Volume and Open Interest |
104,256 |
449,066 |
-3,948 |
Wheat(KCBT) |
Mar12 |
120216 |
669.75 |
684.00 |
665.50 |
683.00 |
+13.00 |
8,205 |
32,286 |
-1,472 |
May12 |
120216 |
677.00 |
691.00 |
673.00 |
691.00 |
+13.50 |
6,522 |
38,733 |
+1,717 |
Jul12 |
120216 |
687.00 |
700.00 |
680.75 |
700.00 |
+14.25 |
3,112 |
46,876 |
+104 |
Sep12 |
120216 |
698.25 |
714.00 |
695.25 |
714.00 |
+14.25 |
911 |
10,537 |
+269 |
Dec12 |
120216 |
719.00 |
732.75 |
714.00 |
732.75 |
+14.25 |
841 |
13,890 |
-329 |
Mar13 |
120216 |
737.75 |
744.00 |
734.00 |
744.00 |
+13.50 |
7 |
582 |
-1 |
Total Volume and Open Interest |
19,607 |
143,382 |
+295 |
Wheat(MGE) |
Mar12 |
120216 |
810.25 |
821.00 |
809.75 |
817.75 |
+6.75 |
1,991 |
9,735 |
-238 |
May12 |
120216 |
802.75 |
815.50 |
802.50 |
814.50 |
+10.75 |
1,604 |
8,764 |
+303 |
Jul12 |
120216 |
794.25 |
811.50 |
793.25 |
810.00 |
+15.75 |
324 |
9,203 |
+21 |
Sep12 |
120216 |
770.00 |
798.75 |
766.00 |
797.00 |
+28.50 |
189 |
5,633 |
+7 |
Dec12 |
120216 |
774.25 |
801.25 |
769.00 |
799.75 |
+27.50 |
143 |
4,180 |
+28 |
Total Volume and Open Interest |
4,254 |
37,873 |
+120 |
Oats(CBOT) |
Mar12 |
120216 |
324.75 |
326.25 |
322.75 |
323.75 |
-0.75 |
750 |
4,350 |
-111 |
May12 |
120216 |
319.00 |
319.75 |
315.75 |
318.25 |
+0.25 |
331 |
5,988 |
+90 |
Jul12 |
120216 |
316.25 |
318.00 |
316.00 |
317.50 |
+1.25 |
35 |
610 |
+3 |
Sep12 |
120216 |
315.75 |
315.75 |
315.50 |
315.75 |
+0.25 |
0 |
56 |
+0 |
Total Volume and Open Interest |
1,116 |
12,054 |
-18 |
Rough Rice(CBOT) |
Mar12 |
120216 |
14.30 |
14.48 |
14.23 |
14.30 |
-0.05 |
1,641 |
7,068 |
-848 |
May12 |
120216 |
14.54 |
14.74 |
14.48 |
14.56 |
-0.03 |
1,289 |
6,469 |
+540 |
Jul12 |
120216 |
14.89 |
14.94 |
14.80 |
14.83 |
-0.02 |
323 |
1,068 |
+101 |
Sep12 |
120216 |
15.07 |
15.15 |
15.01 |
15.04 |
-0.03 |
133 |
512 |
+42 |
Total Volume and Open Interest |
3,393 |
15,133 |
-161 |
Live Cattle(CME) |
Feb12 |
120216 |
126.000 |
127.450 |
126.000 |
126.785 |
+0.285 |
3,770 |
16,916 |
-1,185 |
Apr12 |
120216 |
128.750 |
130.285 |
128.750 |
129.650 |
+0.750 |
22,663 |
148,357 |
+1,358 |
Jun12 |
120216 |
127.100 |
128.300 |
127.100 |
127.600 |
+0.225 |
9,662 |
93,937 |
+1,332 |
Aug12 |
120216 |
129.130 |
129.985 |
128.935 |
129.325 |
+0.200 |
4,289 |
50,662 |
+699 |
Oct12 |
120216 |
132.535 |
133.400 |
132.435 |
132.600 |
-0.150 |
2,187 |
19,475 |
+360 |
Dec12 |
120216 |
133.250 |
134.200 |
133.250 |
133.800 |
+0.150 |
943 |
12,893 |
+250 |
Total Volume and Open Interest |
43,780 |
347,250 |
+2,916 |
Feeder Cattle(CME) |
Mar12 |
120216 |
156.450 |
157.600 |
156.435 |
156.825 |
+0.200 |
3,536 |
16,654 |
-157 |
Apr12 |
120216 |
158.435 |
159.650 |
158.300 |
159.325 |
+0.825 |
2,224 |
10,089 |
+175 |
May12 |
120216 |
159.785 |
160.850 |
159.785 |
160.630 |
+0.680 |
1,393 |
9,793 |
+103 |
Aug12 |
120216 |
161.250 |
162.250 |
161.235 |
162.130 |
+0.655 |
1,234 |
10,629 |
+320 |
Sep12 |
120216 |
161.130 |
161.750 |
160.750 |
161.550 |
+0.350 |
217 |
1,890 |
+103 |
Oct12 |
120216 |
160.500 |
161.300 |
160.485 |
161.250 |
+0.500 |
148 |
977 |
+53 |
Nov12 |
120216 |
160.750 |
161.300 |
160.550 |
161.130 |
+0.130 |
92 |
506 |
+58 |
Total Volume and Open Interest |
8,870 |
50,591 |
+677 |
Lean Hogs(CME) |
Apr12 |
120216 |
89.700 |
90.550 |
89.650 |
90.230 |
+1.330 |
17,382 |
92,022 |
+31 |
May12 |
120216 |
98.000 |
98.700 |
98.000 |
98.450 |
+0.550 |
243 |
2,921 |
-66 |
Jun12 |
120216 |
99.180 |
99.950 |
99.135 |
99.450 |
+0.825 |
6,672 |
56,655 |
-248 |
Jul12 |
120216 |
99.500 |
100.080 |
99.450 |
99.850 |
+0.750 |
2,358 |
26,599 |
+107 |
Aug12 |
120216 |
98.900 |
99.700 |
98.900 |
99.600 |
+0.950 |
2,387 |
22,090 |
+520 |
Oct12 |
120216 |
89.450 |
89.900 |
89.285 |
89.680 |
+0.580 |
2,513 |
26,584 |
-24 |
Dec12 |
120216 |
85.550 |
85.900 |
85.230 |
85.850 |
+0.425 |
2,155 |
14,573 |
+491 |
Feb13 |
120216 |
86.400 |
86.600 |
86.100 |
86.450 |
+0.250 |
491 |
4,492 |
+236 |
Total Volume and Open Interest |
34,583 |
248,976 |
-5,835 |
Class III Milk(CME) |
Feb12 |
120216 |
16.11 |
16.12 |
16.09 |
16.10 |
-0.02 |
82 |
5,547 |
+9 |
Mar12 |
120216 |
15.75 |
15.80 |
15.56 |
15.63 |
-0.14 |
287 |
6,123 |
+9 |
Apr12 |
120216 |
15.92 |
15.92 |
15.53 |
15.57 |
-0.31 |
211 |
3,852 |
+9 |
May12 |
120216 |
16.12 |
16.12 |
15.84 |
15.88 |
-0.24 |
149 |
3,242 |
+90 |
Jun12 |
120216 |
16.10 |
16.22 |
16.05 |
16.08 |
-0.14 |
125 |
2,768 |
+27 |
Total Volume and Open Interest |
1,092 |
32,903 |
+277 |
Cocoa(ICE) |
Mar12 |
120216 |
2369 |
2477 |
2337 |
2453 |
+61 |
5,032 |
2,035 |
-4,744 |
May12 |
120216 |
2391 |
2420 |
2323 |
2405 |
+14 |
18,210 |
77,363 |
-335 |
Jul12 |
120216 |
2405 |
2434 |
2345 |
2421 |
+16 |
2,807 |
33,169 |
-336 |
Sep12 |
120216 |
2407 |
2440 |
2352 |
2428 |
+13 |
1,385 |
15,962 |
+144 |
Dec12 |
120216 |
2389 |
2446 |
2360 |
2431 |
+14 |
1,950 |
18,827 |
+1,016 |
Mar13 |
120216 |
2390 |
2450 |
2371 |
2440 |
+14 |
1,305 |
12,332 |
+727 |
May13 |
120216 |
2403 |
2464 |
2403 |
2457 |
+13 |
201 |
2,378 |
-37 |
Total Volume and Open Interest |
30,909 |
163,322 |
-3,560 |
Coffee "C"(ICE) |
Mar12 |
120216 |
201.15 |
202.25 |
195.90 |
199.30 |
-1.10 |
12,744 |
18,214 |
-6,329 |
May12 |
120216 |
202.25 |
204.50 |
197.80 |
201.20 |
-1.35 |
20,222 |
62,392 |
+4,678 |
Jul12 |
120216 |
205.50 |
207.00 |
200.95 |
204.20 |
-1.30 |
4,577 |
24,783 |
+432 |
Sep12 |
120216 |
209.90 |
210.35 |
204.10 |
207.20 |
-1.25 |
2,757 |
13,416 |
+946 |
Dec12 |
120216 |
212.00 |
214.20 |
207.90 |
211.10 |
-1.15 |
584 |
9,007 |
+6 |
Mar13 |
120216 |
216.20 |
216.20 |
212.65 |
214.65 |
-1.15 |
146 |
1,618 |
+33 |
Total Volume and Open Interest |
41,137 |
130,330 |
-171 |
Orange Juice(ICE) |
Mar12 |
120216 |
185.00 |
186.30 |
183.35 |
185.05 |
-1.05 |
1,080 |
12,140 |
-617 |
May12 |
120216 |
179.00 |
179.80 |
176.65 |
178.90 |
-0.10 |
796 |
9,939 |
+344 |
Jul12 |
120216 |
175.00 |
175.95 |
175.00 |
175.95 |
-0.45 |
34 |
1,170 |
-4 |
Sep12 |
120216 |
175.60 |
175.60 |
174.40 |
174.70 |
-1.05 |
10 |
417 |
+5 |
Nov12 |
120216 |
169.05 |
169.05 |
168.15 |
168.15 |
-1.10 |
7 |
337 |
+7 |
Jan13 |
120216 |
166.55 |
166.55 |
166.55 |
166.55 |
-1.10 |
2 |
20 |
+2 |
Total Volume and Open Interest |
1,929 |
24,027 |
-263 |
Sugar #11(ICE) |
Mar12 |
120216 |
24.40 |
24.81 |
24.25 |
24.59 |
+0.10 |
41,415 |
124,345 |
-13,218 |
May12 |
120216 |
23.64 |
23.91 |
23.33 |
23.73 |
+0.16 |
38,120 |
193,931 |
+5,279 |
Jul12 |
120216 |
22.88 |
23.22 |
22.73 |
23.14 |
+0.17 |
13,457 |
187,717 |
+3,276 |
Oct12 |
120216 |
23.29 |
23.51 |
23.07 |
23.47 |
+0.17 |
5,096 |
79,096 |
+628 |
Mar13 |
120216 |
23.98 |
24.22 |
23.81 |
24.21 |
+0.20 |
3,388 |
60,118 |
-212 |
Total Volume and Open Interest |
103,152 |
705,626 |
-4,021 |
London Cocoa(LCE) |
Mar12 |
120216 |
1533 |
1550 |
1501 |
1537 |
-15 |
5,520 |
54,296 |
-4,116 |
May12 |
120216 |
1537 |
1558 |
1506 |
1543 |
-12 |
8,448 |
30,843 |
+327 |
Jul12 |
120216 |
1540 |
1566 |
1520 |
1553 |
-11 |
4,536 |
31,139 |
+319 |
Sep12 |
120216 |
1536 |
1566 |
1522 |
1556 |
-9 |
2,148 |
24,067 |
-73 |
Dec12 |
120216 |
1532 |
1566 |
1519 |
1556 |
-3 |
2,193 |
19,789 |
+176 |
Mar13 |
120216 |
1540 |
1572 |
1530 |
1565 |
+1 |
2,582 |
11,825 |
+42 |
May13 |
120216 |
1558 |
1582 |
1558 |
1575 |
+4 |
400 |
6,172 |
+138 |
Total Volume and Open Interest |
26,217 |
180,800 |
-3,173 |
London Sugar(LCE) |
May12 |
120216 |
621.30 |
629.40 |
616.90 |
627.00 |
+10.30 |
2,838 |
24,386 |
+482 |
Aug12 |
120216 |
605.00 |
611.70 |
600.60 |
609.80 |
+9.10 |
1,306 |
19,183 |
+338 |
Oct12 |
120216 |
603.00 |
609.50 |
600.60 |
608.50 |
+9.70 |
680 |
7,142 |
+100 |
Dec12 |
120216 |
607.50 |
613.90 |
604.00 |
613.10 |
+10.30 |
226 |
2,347 |
+111 |
Mar13 |
120216 |
612.90 |
619.40 |
609.60 |
619.00 |
+10.70 |
48 |
3,822 |
+67 |
Total Volume and Open Interest |
5,100 |
57,001 |
-1,806 |
Cotton(ICE) |
Mar12 |
120216 |
92.40 |
92.80 |
91.80 |
92.45 |
-0.05 |
11,858 |
37,517 |
-4,183 |
May12 |
120216 |
93.00 |
94.00 |
92.65 |
93.71 |
+0.23 |
12,640 |
76,065 |
+4,165 |
Jul12 |
120216 |
93.50 |
95.10 |
93.50 |
94.86 |
+0.30 |
1,921 |
47,758 |
+738 |
Oct12 |
120216 |
95.28 |
95.28 |
95.28 |
95.28 |
+0.30 |
0 |
87 |
+0 |
Dec12 |
120216 |
93.30 |
94.00 |
93.00 |
93.72 |
unch |
1,024 |
25,778 |
+116 |
Mar13 |
120216 |
94.52 |
94.52 |
94.52 |
94.52 |
unch |
21 |
1,329 |
+13 |
Total Volume and Open Interest |
27,563 |
189,670 |
+943 |
Lumber(CME) |
Mar12 |
120216 |
262.1 |
265.5 |
260.6 |
261.4 |
-1.6 |
784 |
3,023 |
-250 |
May12 |
120216 |
270.5 |
274.1 |
269.6 |
270.2 |
-0.7 |
866 |
4,802 |
+70 |
Jul12 |
120216 |
281.5 |
284.9 |
280.1 |
281.4 |
+1.8 |
296 |
1,263 |
+136 |
Sep12 |
120216 |
286.4 |
287.7 |
284.0 |
285.2 |
+1.7 |
61 |
651 |
+26 |
Total Volume and Open Interest |
2,033 |
10,035 |
-9 |
Crude Oil(NYM) |
Mar12 |
120216 |
101.90 |
102.69 |
100.84 |
102.31 |
+0.51 |
314,286 |
112,855 |
-27,212 |
Apr12 |
120216 |
102.27 |
103.01 |
101.18 |
102.64 |
+0.50 |
174,492 |
222,618 |
+12,883 |
May12 |
120216 |
102.78 |
103.51 |
101.72 |
103.18 |
+0.56 |
105,630 |
117,544 |
-8,219 |
Jun12 |
120216 |
103.22 |
104.03 |
102.29 |
103.74 |
+0.60 |
102,020 |
125,981 |
+2,644 |
Jul12 |
120216 |
103.55 |
104.47 |
102.88 |
104.21 |
+0.61 |
34,110 |
89,823 |
+2,310 |
Aug12 |
120216 |
104.05 |
104.59 |
103.15 |
104.46 |
+0.61 |
12,383 |
44,463 |
-561 |
Sep12 |
120216 |
103.64 |
104.62 |
103.62 |
104.57 |
+0.59 |
15,793 |
44,169 |
-1,291 |
Oct12 |
120216 |
103.41 |
104.63 |
103.41 |
104.63 |
+0.57 |
7,256 |
33,346 |
+309 |
Nov12 |
120216 |
104.00 |
104.68 |
104.00 |
104.68 |
+0.57 |
7,574 |
31,552 |
+409 |
Dec12 |
120216 |
104.25 |
104.90 |
103.56 |
104.71 |
+0.58 |
58,811 |
205,104 |
+2,513 |
Jan13 |
120216 |
103.65 |
104.77 |
103.65 |
104.62 |
+0.57 |
3,200 |
35,061 |
-224 |
Feb13 |
120216 |
104.43 |
104.43 |
104.43 |
104.43 |
+0.55 |
1,483 |
18,422 |
-31 |
Mar13 |
120216 |
104.15 |
104.15 |
104.15 |
104.15 |
+0.52 |
1,821 |
19,919 |
+174 |
Apr13 |
120216 |
103.78 |
103.78 |
103.78 |
103.78 |
+0.48 |
398 |
10,262 |
+23 |
May13 |
120216 |
103.46 |
103.46 |
103.38 |
103.38 |
+0.44 |
369 |
9,796 |
+258 |
Jun13 |
120216 |
102.28 |
103.04 |
102.28 |
102.95 |
+0.40 |
4,875 |
54,787 |
-394 |
Total Volume and Open Interest |
876,138 |
1,486,350 |
-11,491 |
e-miNY Crude Oil(NYM) |
Feb12 |
120119 |
101.100 |
102.075 |
100.050 |
100.400 |
-0.200 |
5,242 |
1,230 |
-75 |
Mar12 |
120216 |
101.875 |
102.675 |
100.850 |
102.300 |
+0.500 |
6,736 |
2,087 |
-169 |
Apr12 |
120216 |
102.275 |
103.000 |
101.200 |
102.650 |
+0.500 |
1,336 |
679 |
-6 |
May12 |
120216 |
102.700 |
103.400 |
101.875 |
103.175 |
+0.550 |
197 |
182 |
+23 |
Jun12 |
120216 |
103.075 |
104.075 |
103.075 |
103.750 |
+0.600 |
9 |
162 |
+2 |
Jul12 |
120216 |
104.200 |
104.200 |
104.200 |
104.200 |
+0.600 |
7 |
20 |
+4 |
Aug12 |
120216 |
104.450 |
104.450 |
104.450 |
104.450 |
+0.600 |
0 |
9 |
+0 |
Sep12 |
120216 |
104.575 |
104.575 |
104.575 |
104.575 |
+0.600 |
0 |
2 |
+0 |
Oct12 |
120216 |
104.625 |
104.625 |
104.625 |
104.625 |
+0.575 |
0 |
10 |
+0 |
Nov12 |
120216 |
104.675 |
104.675 |
104.675 |
104.675 |
+0.575 |
0 |
2 |
+0 |
Total Volume and Open Interest |
8,286 |
3,383 |
-147 |
Heating Oil(NYM) |
Mar12 |
120216 |
319.16 |
321.80 |
317.70 |
320.97 |
+1.81 |
55,906 |
80,175 |
+2,461 |
Apr12 |
120216 |
317.43 |
320.07 |
315.93 |
319.43 |
+2.22 |
31,840 |
52,463 |
+929 |
May12 |
120216 |
315.92 |
318.27 |
314.32 |
317.77 |
+2.34 |
16,568 |
35,836 |
+967 |
Jun12 |
120216 |
314.20 |
317.35 |
313.53 |
316.75 |
+2.41 |
18,707 |
57,876 |
+1,976 |
Jul12 |
120216 |
314.38 |
317.38 |
313.66 |
316.88 |
+2.41 |
4,803 |
18,459 |
+604 |
Aug12 |
120216 |
314.38 |
317.77 |
314.03 |
317.16 |
+2.33 |
3,023 |
8,687 |
+209 |
Sep12 |
120216 |
315.23 |
318.11 |
314.40 |
317.56 |
+2.23 |
2,830 |
12,802 |
-299 |
Oct12 |
120216 |
316.00 |
318.42 |
315.80 |
318.06 |
+2.16 |
1,645 |
5,093 |
+288 |
Nov12 |
120216 |
316.85 |
318.90 |
315.45 |
318.54 |
+2.08 |
1,238 |
3,174 |
-240 |
Dec12 |
120216 |
316.50 |
319.36 |
315.69 |
318.96 |
+2.02 |
4,834 |
27,170 |
+355 |
Jan13 |
120216 |
316.81 |
319.69 |
315.90 |
319.20 |
+1.96 |
456 |
3,603 |
+164 |
Feb13 |
120216 |
316.80 |
318.70 |
316.80 |
318.70 |
+1.86 |
117 |
752 |
+59 |
Total Volume and Open Interest |
142,014 |
307,453 |
+7,500 |
Gasoline(NYMEX) |
Mar12 |
120216 |
300.67 |
305.11 |
298.67 |
304.71 |
+4.04 |
59,742 |
68,872 |
-9,099 |
Apr12 |
120216 |
316.92 |
320.98 |
314.92 |
320.66 |
+3.74 |
45,209 |
73,823 |
+2,944 |
May12 |
120216 |
314.85 |
319.77 |
314.36 |
319.46 |
+3.50 |
20,907 |
50,009 |
+622 |
Jun12 |
120216 |
312.10 |
316.48 |
311.50 |
316.31 |
+3.31 |
19,166 |
44,179 |
+760 |
Jul12 |
120216 |
308.44 |
312.37 |
307.94 |
312.27 |
+3.17 |
8,402 |
30,976 |
+1,234 |
Aug12 |
120216 |
304.67 |
307.95 |
302.81 |
307.85 |
+3.05 |
3,666 |
19,894 |
-273 |
Sep12 |
120216 |
300.61 |
303.05 |
300.48 |
303.05 |
+2.89 |
3,322 |
13,798 |
+112 |
Oct12 |
120216 |
284.63 |
288.00 |
284.63 |
287.96 |
+2.75 |
1,914 |
9,834 |
-119 |
Nov12 |
120216 |
283.16 |
283.54 |
283.05 |
283.54 |
+2.50 |
1,565 |
5,209 |
+88 |
Dec12 |
120216 |
278.47 |
281.08 |
277.10 |
280.80 |
+2.33 |
1,649 |
19,169 |
+402 |
Total Volume and Open Interest |
166,191 |
345,899 |
-3,168 |
e-miNY RBOB Gasoline(NYM) |
Mar12 |
120216 |
304.70 |
304.71 |
304.70 |
304.70 |
+4.00 |
0 |
1 |
+0 |
Apr12 |
120216 |
320.70 |
320.70 |
320.66 |
320.70 |
+3.80 |
|
|
|
May12 |
120216 |
319.50 |
319.50 |
319.46 |
319.50 |
+3.50 |
|
|
|
Jun12 |
120216 |
316.30 |
316.31 |
316.30 |
316.30 |
+3.30 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Mar12 |
120216 |
2.436 |
2.577 |
2.415 |
2.567 |
+0.142 |
188,367 |
127,045 |
-18,693 |
Apr12 |
120216 |
2.622 |
2.723 |
2.604 |
2.713 |
+0.097 |
125,327 |
187,004 |
-4,621 |
May12 |
120216 |
2.753 |
2.835 |
2.727 |
2.818 |
+0.080 |
61,024 |
235,181 |
+7,468 |
Jun12 |
120216 |
2.837 |
2.925 |
2.830 |
2.904 |
+0.070 |
27,414 |
71,017 |
+728 |
Jul12 |
120216 |
2.906 |
2.993 |
2.904 |
2.974 |
+0.068 |
27,730 |
95,445 |
+4,083 |
Aug12 |
120216 |
2.950 |
3.033 |
2.950 |
3.014 |
+0.063 |
17,227 |
35,747 |
-218 |
Sep12 |
120216 |
2.959 |
3.045 |
2.959 |
3.024 |
+0.060 |
8,747 |
54,815 |
+327 |
Oct12 |
120216 |
3.022 |
3.108 |
3.022 |
3.082 |
+0.059 |
35,731 |
121,904 |
-1,784 |
Nov12 |
120216 |
3.219 |
3.295 |
3.215 |
3.268 |
+0.056 |
5,621 |
43,399 |
+398 |
Dec12 |
120216 |
3.522 |
3.583 |
3.512 |
3.562 |
+0.041 |
5,389 |
45,548 |
+318 |
Jan13 |
120216 |
3.663 |
3.733 |
3.654 |
3.700 |
+0.039 |
12,782 |
62,724 |
+818 |
Feb13 |
120216 |
3.679 |
3.720 |
3.679 |
3.712 |
+0.039 |
2,001 |
16,874 |
-5 |
Mar13 |
120216 |
3.668 |
3.721 |
3.666 |
3.697 |
+0.039 |
3,509 |
23,993 |
-316 |
Apr13 |
120216 |
3.656 |
3.698 |
3.642 |
3.664 |
+0.036 |
2,512 |
34,435 |
-195 |
May13 |
120216 |
3.689 |
3.734 |
3.687 |
3.702 |
+0.036 |
259 |
10,703 |
+41 |
Jun13 |
120216 |
3.771 |
3.771 |
3.733 |
3.749 |
+0.038 |
174 |
3,851 |
-51 |
Total Volume and Open Interest |
528,308 |
1,262,254 |
-10,391 |
Brent Crude Oil(ICE) |
Apr12 |
120216 |
118.90 |
120.38 |
118.32 |
120.11 |
+1.18 |
234,411 |
252,969 |
-1,701 |
May12 |
120216 |
118.15 |
119.49 |
117.58 |
119.24 |
+1.06 |
92,070 |
144,955 |
+2,901 |
Jun12 |
120216 |
117.47 |
118.79 |
116.95 |
118.56 |
+0.99 |
69,854 |
108,978 |
+5,957 |
Jul12 |
120216 |
116.72 |
118.10 |
116.36 |
117.93 |
+0.95 |
23,116 |
49,240 |
-182 |
Aug12 |
120216 |
116.33 |
117.42 |
115.80 |
117.29 |
+0.90 |
17,406 |
47,760 |
+1,435 |
Sep12 |
120216 |
115.68 |
116.73 |
115.19 |
116.55 |
+0.84 |
15,373 |
60,412 |
+1,766 |
Oct12 |
120216 |
115.37 |
116.06 |
114.56 |
115.88 |
+0.77 |
6,739 |
30,494 |
-260 |
Nov12 |
120216 |
114.84 |
115.47 |
114.04 |
115.28 |
+0.72 |
4,999 |
19,210 |
-8 |
Dec12 |
120216 |
113.90 |
114.92 |
113.48 |
114.70 |
+0.68 |
37,592 |
117,993 |
-986 |
Jan13 |
120216 |
114.00 |
114.13 |
113.90 |
114.13 |
+0.62 |
1,792 |
14,420 |
+74 |
Feb13 |
120216 |
113.56 |
113.56 |
113.56 |
113.56 |
+0.56 |
1,289 |
9,285 |
+3 |
Mar13 |
120216 |
113.01 |
113.01 |
113.01 |
113.01 |
+0.50 |
1,164 |
9,182 |
-207 |
Apr13 |
120216 |
112.49 |
112.49 |
112.49 |
112.49 |
+0.45 |
208 |
4,169 |
+92 |
May13 |
120216 |
111.93 |
111.93 |
111.93 |
111.93 |
+0.41 |
258 |
5,124 |
-168 |
Total Volume and Open Interest |
289,012 |
784,761 |
-273,223 |
Gas Oil(ICE) |
Mar12 |
120216 |
1003.00 |
1010.00 |
999.00 |
1004.00 |
-1.75 |
81,570 |
146,775 |
-1,900 |
Apr12 |
120216 |
996.50 |
1007.00 |
994.25 |
1000.75 |
-0.25 |
74,450 |
98,364 |
+3,495 |
May12 |
120216 |
993.25 |
1002.75 |
989.25 |
996.25 |
+0.75 |
26,745 |
66,787 |
+245 |
Jun12 |
120216 |
988.25 |
999.25 |
985.75 |
992.75 |
+1.50 |
26,681 |
64,566 |
-1,380 |
Jul12 |
120216 |
987.00 |
998.00 |
984.00 |
991.75 |
+2.00 |
7,473 |
34,697 |
-901 |
Aug12 |
120216 |
987.25 |
997.75 |
983.50 |
991.50 |
+2.00 |
2,870 |
19,585 |
-323 |
Sep12 |
120216 |
986.75 |
997.00 |
982.25 |
990.50 |
+2.00 |
2,491 |
19,175 |
+148 |
Oct12 |
120216 |
984.75 |
993.25 |
980.25 |
988.25 |
+1.75 |
971 |
13,726 |
+30 |
Nov12 |
120216 |
983.50 |
991.25 |
977.75 |
985.50 |
+1.50 |
747 |
9,115 |
+113 |
Dec12 |
120216 |
980.75 |
989.00 |
975.75 |
983.50 |
+1.25 |
7,396 |
33,542 |
-162 |
Total Volume and Open Interest |
234,282 |
562,646 |
-324 |
Ethanol(CBOT) |
Feb12 |
120203 |
2.131 |
2.131 |
2.131 |
2.131 |
-0.015 |
10 |
211 |
-29 |
Mar12 |
120216 |
2.200 |
2.206 |
2.185 |
2.202 |
+0.006 |
122 |
1,032 |
-62 |
Apr12 |
120216 |
2.215 |
2.226 |
2.210 |
2.223 |
+0.005 |
86 |
1,296 |
+35 |
May12 |
120216 |
2.240 |
2.258 |
2.239 |
2.250 |
+0.005 |
55 |
1,159 |
+14 |
Jun12 |
120216 |
2.263 |
2.280 |
2.263 |
2.274 |
+0.004 |
54 |
925 |
+15 |
Jul12 |
120216 |
2.284 |
2.301 |
2.279 |
2.286 |
+0.007 |
88 |
1,693 |
-29 |
Aug12 |
120216 |
2.272 |
2.287 |
2.259 |
2.274 |
+0.007 |
5 |
1,064 |
+0 |
Sep12 |
120216 |
2.231 |
2.245 |
2.218 |
2.242 |
+0.010 |
0 |
930 |
+0 |
Total Volume and Open Interest |
442 |
10,992 |
-15 |
WTI Crude Oil(ICE) |
Mar12 |
120216 |
101.80 |
102.69 |
100.85 |
102.31 |
+0.51 |
51,459 |
28,633 |
-10,807 |
Apr12 |
120216 |
102.14 |
103.01 |
101.18 |
102.64 |
+0.50 |
64,851 |
48,710 |
-2,087 |
May12 |
120216 |
102.59 |
103.46 |
101.72 |
103.18 |
+0.56 |
25,108 |
25,598 |
-1,515 |
Jun12 |
120216 |
102.98 |
104.00 |
102.35 |
103.74 |
+0.60 |
28,201 |
48,260 |
+741 |
Jul12 |
120216 |
103.14 |
104.33 |
102.98 |
104.21 |
+0.61 |
6,638 |
27,718 |
-453 |
Aug12 |
120216 |
103.40 |
104.54 |
103.27 |
104.46 |
+0.61 |
3,976 |
15,439 |
+52 |
Sep12 |
120216 |
103.64 |
104.65 |
103.42 |
104.57 |
+0.59 |
4,240 |
13,555 |
+411 |
Oct12 |
120216 |
103.86 |
104.66 |
103.64 |
104.63 |
+0.57 |
1,784 |
8,748 |
+416 |
Nov12 |
120216 |
103.93 |
104.68 |
103.92 |
104.68 |
+0.57 |
1,180 |
5,814 |
-199 |
Dec12 |
120216 |
103.89 |
104.81 |
103.58 |
104.71 |
+0.58 |
13,947 |
57,301 |
+341 |
Jan13 |
120216 |
104.62 |
104.62 |
104.62 |
104.62 |
+0.57 |
481 |
6,015 |
-175 |
Feb13 |
120216 |
104.43 |
104.43 |
104.43 |
104.43 |
+0.55 |
59 |
2,070 |
-7 |
Mar13 |
120216 |
104.15 |
104.15 |
104.15 |
104.15 |
+0.52 |
27 |
3,354 |
+13 |
Apr13 |
120216 |
103.78 |
103.78 |
103.78 |
103.78 |
+0.48 |
0 |
470 |
+0 |
May13 |
120216 |
103.38 |
103.38 |
103.38 |
103.38 |
+0.44 |
0 |
623 |
+0 |
Jun13 |
120216 |
102.25 |
102.95 |
102.25 |
102.95 |
+0.40 |
237 |
14,704 |
+12 |
Total Volume and Open Interest |
207,130 |
387,693 |
-12,883 |
US Dollar Index(ICE) |
Mar12 |
120216 |
79.860 |
80.240 |
79.370 |
79.455 |
-0.327 |
32,498 |
51,239 |
+547 |
Jun12 |
120216 |
80.380 |
80.585 |
79.770 |
79.835 |
-0.323 |
194 |
758 |
+143 |
Sep12 |
120216 |
80.235 |
80.235 |
80.235 |
80.235 |
-0.323 |
|
|
|
Total Volume and Open Interest |
32,692 |
51,997 |
+690 |
Australian Dollar(CME) |
Mar12 |
120216 |
106.49 |
107.40 |
106.11 |
107.22 |
+0.76 |
133,027 |
150,941 |
-2,092 |
Jun12 |
120216 |
105.51 |
106.40 |
105.17 |
106.15 |
+0.74 |
246 |
824 |
+149 |
Sep12 |
120216 |
105.14 |
105.14 |
104.43 |
105.14 |
+0.71 |
0 |
110 |
+0 |
Total Volume and Open Interest |
133,273 |
151,885 |
-1,943 |
British Pound(CME) |
Mar12 |
120216 |
156.82 |
158.13 |
156.52 |
157.98 |
+1.11 |
109,948 |
191,686 |
-2,910 |
Jun12 |
120216 |
156.70 |
158.00 |
156.54 |
157.85 |
+1.10 |
198 |
379 |
+31 |
Sep12 |
120216 |
157.71 |
157.71 |
156.61 |
157.71 |
+1.10 |
0 |
3 |
+0 |
Total Volume and Open Interest |
110,146 |
192,071 |
-2,879 |
Canadian Dollar(CME) |
Mar12 |
120216 |
99.87 |
100.40 |
99.41 |
100.34 |
+0.34 |
82,788 |
116,600 |
-1,150 |
Jun12 |
120216 |
99.70 |
100.19 |
99.23 |
100.14 |
+0.35 |
212 |
3,838 |
-15 |
Sep12 |
120216 |
99.55 |
99.95 |
99.55 |
99.93 |
+0.35 |
31 |
1,619 |
-13 |
Dec12 |
120216 |
99.06 |
99.74 |
99.06 |
99.74 |
+0.36 |
120 |
775 |
+45 |
Total Volume and Open Interest |
83,156 |
122,896 |
-1,133 |
Japanese Yen(CME) |
Mar12 |
120216 |
127.60 |
127.62 |
126.66 |
126.75 |
-0.70 |
123,919 |
151,614 |
-8,588 |
Jun12 |
120216 |
127.70 |
127.76 |
126.83 |
126.90 |
-0.69 |
781 |
2,043 |
+161 |
Sep12 |
120216 |
127.09 |
127.78 |
127.09 |
127.09 |
-0.69 |
2 |
16 |
-2 |
Total Volume and Open Interest |
124,704 |
153,683 |
-8,429 |
Swiss Franc(CME) |
Mar12 |
120216 |
108.28 |
109.01 |
107.55 |
108.88 |
+0.61 |
32,109 |
48,012 |
-106 |
Jun12 |
120216 |
108.33 |
109.04 |
107.81 |
109.04 |
+0.61 |
8 |
75 |
+7 |
Sep12 |
120216 |
109.23 |
109.23 |
108.62 |
109.23 |
+0.61 |
0 |
4 |
+0 |
Total Volume and Open Interest |
32,117 |
48,092 |
-99 |
EuroFX(CME) |
Mar12 |
120216 |
130.63 |
131.61 |
129.75 |
131.41 |
+0.78 |
281,658 |
285,412 |
+4,199 |
Jun12 |
120216 |
130.63 |
131.52 |
129.87 |
131.47 |
+0.77 |
1,021 |
5,553 |
+292 |
Sep12 |
120216 |
130.33 |
131.58 |
130.23 |
131.58 |
+0.79 |
12 |
74 |
-7 |
Total Volume and Open Interest |
282,697 |
291,060 |
+4,481 |
Mexican Peso(CME) |
Mar12 |
120216 |
774.0 |
779.8 |
767.5 |
779.0 |
+3.5 |
47,644 |
139,266 |
-8,786 |
Apr12 |
120216 |
777.0 |
777.0 |
773.5 |
777.0 |
+3.5 |
|
|
|
Total Volume and Open Interest |
63,159 |
159,768 |
+6,448 |
Brazilian Real(CME) |
Mar12 |
120216 |
578.55 |
580.85 |
574.55 |
578.55 |
-0.40 |
227 |
3,792 |
-11 |
Apr12 |
120216 |
575.30 |
575.30 |
575.30 |
575.30 |
-0.40 |
0 |
199 |
+0 |
May12 |
120216 |
572.10 |
572.10 |
572.10 |
572.10 |
-0.40 |
|
|
|
Jun12 |
120216 |
568.85 |
568.85 |
568.85 |
568.85 |
-0.40 |
6 |
74 |
+6 |
Total Volume and Open Interest |
233 |
17,615 |
-5 |
30-Year T-Bonds(CBOT) |
Mar12 |
120216 |
143~120 |
143~230 |
141~300 |
142~090 |
-1~010 |
323,685 |
594,106 |
+1,447 |
Jun12 |
120216 |
142~000 |
142~080 |
140~160 |
140~270 |
-1~010 |
909 |
10,939 |
+359 |
Sep12 |
120216 |
139~230 |
140~240 |
139~230 |
139~230 |
-1~010 |
|
|
|
Total Volume and Open Interest |
324,594 |
605,045 |
+1,806 |
10-Year T-Notes(CBOT) |
Mar12 |
120216 |
131~190 |
131~235 |
130~265 |
130~315 |
-0~190 |
1,038,863 |
1,768,746 |
+628 |
Jun12 |
120216 |
131~115 |
131~165 |
130~190 |
130~240 |
-0~200 |
7,267 |
34,605 |
+79 |
Sep12 |
120216 |
129~290 |
130~170 |
129~290 |
129~290 |
-0~200 |
|
|
|
Total Volume and Open Interest |
1,046,130 |
1,803,352 |
+707 |
5-Year T-Notes(CBOT) |
Mar12 |
120216 |
123~083 |
123~092 |
123~027 |
123~036 |
-0~046 |
474,475 |
1,427,078 |
-8,761 |
Jun12 |
120216 |
123~076 |
123~076 |
123~010 |
123~017 |
-0~050 |
1,319 |
9,056 |
+808 |
Sep12 |
120216 |
122~041 |
122~091 |
122~041 |
122~041 |
-0~050 |
|
|
|
Total Volume and Open Interest |
475,794 |
1,436,134 |
-7,953 |
2 Year T-Notes(CBOT) |
Mar12 |
120216 |
110~033 |
110~034 |
110~025 |
110~026 |
-0~004 |
226,728 |
880,670 |
-274 |
Jun12 |
120216 |
110~024 |
110~024 |
110~016 |
110~016 |
-0~005 |
3,078 |
11,453 |
+2,314 |
Sep12 |
120216 |
109~082 |
109~087 |
109~082 |
109~082 |
-0~005 |
|
|
|
Total Volume and Open Interest |
229,806 |
892,123 |
+2,040 |
Eurodollars(CME) |
Mar12 |
120216 |
99.548 |
99.552 |
99.522 |
99.533 |
-0.015 |
158,662 |
859,884 |
-2,742 |
Jun12 |
120216 |
99.525 |
99.530 |
99.490 |
99.505 |
-0.020 |
220,391 |
1,119,586 |
+2,875 |
Sep12 |
120216 |
99.490 |
99.490 |
99.450 |
99.465 |
-0.020 |
158,275 |
829,704 |
+56 |
Dec12 |
120216 |
99.460 |
99.460 |
99.415 |
99.425 |
-0.025 |
118,073 |
872,539 |
+12,881 |
Mar13 |
120216 |
99.440 |
99.445 |
99.395 |
99.405 |
-0.030 |
140,979 |
701,661 |
+8,371 |
Jun13 |
120216 |
99.420 |
99.425 |
99.360 |
99.375 |
-0.035 |
124,574 |
620,826 |
-626 |
Sep13 |
120216 |
99.385 |
99.385 |
99.315 |
99.330 |
-0.040 |
129,899 |
644,911 |
+138 |
Dec13 |
120216 |
99.325 |
99.330 |
99.250 |
99.265 |
-0.050 |
134,174 |
556,313 |
-11,352 |
Mar14 |
120216 |
99.260 |
99.275 |
99.180 |
99.195 |
-0.060 |
109,139 |
428,339 |
-7,461 |
Jun14 |
120216 |
99.170 |
99.185 |
99.080 |
99.095 |
-0.070 |
98,671 |
303,968 |
-3,362 |
Sep14 |
120216 |
99.060 |
99.070 |
98.955 |
98.975 |
-0.075 |
72,484 |
255,053 |
+3,462 |
Dec14 |
120216 |
98.910 |
98.925 |
98.800 |
98.820 |
-0.085 |
73,906 |
281,609 |
+1,894 |
Mar15 |
120216 |
98.760 |
98.785 |
98.645 |
98.670 |
-0.085 |
51,523 |
193,642 |
-486 |
Jun15 |
120216 |
0.296 |
0.321 |
0.176 |
0.206 |
-0.085 |
40,668 |
150,022 |
+1,223 |
Sep15 |
120216 |
0.136 |
0.161 |
0.021 |
0.046 |
-0.085 |
37,585 |
106,514 |
+5,149 |
Dec15 |
120216 |
6.525 |
0.001 |
6.410 |
6.435 |
-0.090 |
34,971 |
98,664 |
-498 |
Mar16 |
120216 |
6.380 |
6.415 |
6.260 |
6.290 |
-0.090 |
17,174 |
68,317 |
+2,906 |
Jun16 |
120216 |
6.235 |
6.270 |
6.115 |
6.145 |
-0.090 |
15,663 |
62,765 |
+344 |
Total Volume and Open Interest |
1,771,720 |
8,349,156 |
+17,482 |
30 Day Federal Funds(CBOT) |
Feb12 |
120216 |
99.885 |
99.885 |
99.882 |
99.882 |
unch |
1,483 |
68,705 |
-128 |
Mar12 |
120216 |
99.880 |
99.885 |
99.875 |
99.875 |
unch |
2,591 |
49,442 |
+76 |
Apr12 |
120216 |
99.880 |
99.885 |
99.875 |
99.875 |
unch |
2,926 |
38,281 |
-1,008 |
May12 |
120216 |
99.880 |
99.885 |
99.875 |
99.875 |
unch |
3,236 |
42,358 |
+880 |
Jun12 |
120216 |
99.875 |
99.880 |
99.870 |
99.875 |
unch |
3,867 |
31,490 |
+2,243 |
Jul12 |
120216 |
99.870 |
99.880 |
99.870 |
99.870 |
unch |
3,098 |
37,428 |
-255 |
Total Volume and Open Interest |
31,815 |
526,334 |
+4,784 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120216 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.002 |
0 |
58 |
+0 |
Jun12 |
120216 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.002 |
|
|
|
Sep12 |
120216 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.003 |
|
|
|
Dec12 |
120216 |
99.660 |
99.660 |
99.660 |
99.660 |
+0.003 |
|
|
|
Mar13 |
120216 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120216 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep13 |
120216 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Dec13 |
120216 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120216 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120216 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
58 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120216 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
2 |
1,895 |
-39 |
Jun12 |
120216 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
1,429 |
+0 |
Sep12 |
120216 |
99.69 |
99.69 |
99.67 |
99.67 |
+0.00 |
0 |
679 |
+0 |
Dec12 |
120216 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.00 |
0 |
117 |
+0 |
Mar13 |
120216 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
3 |
131 |
+0 |
Jun13 |
120216 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
216 |
+0 |
Sep13 |
120216 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
325 |
+0 |
Dec13 |
120216 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
3 |
293 |
+3 |
Total Volume and Open Interest |
8 |
5,085 |
-36 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120216 |
142.70 |
142.92 |
142.68 |
142.90 |
+0.23 |
5,511 |
25,718 |
+2,063 |
Jun12 |
120216 |
142.43 |
142.43 |
142.43 |
142.43 |
+0.34 |
1 |
4 |
+1 |
Sep12 |
120216 |
140.34 |
140.34 |
140.34 |
140.34 |
+0.34 |
0 |
5 |
+0 |
Total Volume and Open Interest |
5,512 |
25,731 |
+2,064 |
Euro-Bund(EUREX) |
Mar12 |
120216 |
139.42 |
139.59 |
138.63 |
139.03 |
-0.06 |
739,110 |
899,568 |
+32,700 |
Jun12 |
120216 |
137.70 |
137.85 |
136.98 |
137.34 |
-0.05 |
2,842 |
20,219 |
+2,260 |
Sep12 |
120216 |
137.23 |
137.23 |
137.23 |
137.23 |
-0.06 |
121 |
1 |
+0 |
Total Volume and Open Interest |
742,073 |
919,788 |
+34,960 |
Euro-Bobl(EUREX) |
Mar12 |
120216 |
125.45 |
125.57 |
125.02 |
125.20 |
-0.09 |
490,525 |
708,180 |
+7,154 |
Jun12 |
120216 |
123.89 |
123.89 |
123.55 |
123.59 |
-0.10 |
7,005 |
25,419 |
+6,264 |
Sep12 |
120216 |
123.45 |
123.45 |
123.45 |
123.45 |
-0.09 |
1 |
3 |
-1 |
Total Volume and Open Interest |
497,531 |
733,602 |
+13,417 |
3-Mth Euribor(EUREX) |
Mar12 |
120216 |
99.075 |
99.075 |
99.075 |
99.075 |
-0.005 |
0 |
1,548 |
+0 |
Jun12 |
120216 |
99.165 |
99.165 |
99.165 |
99.165 |
-0.015 |
0 |
1,259 |
+0 |
Sep12 |
120216 |
99.195 |
99.195 |
99.195 |
99.195 |
-0.020 |
0 |
1,059 |
+0 |
Total Volume and Open Interest |
0 |
6,665 |
+0 |
Long Gilt(LIFFE) |
Mar12 |
120216 |
116~04 |
116~12 |
115~16 |
115~25 |
-0~13 |
140,006 |
319,604 |
+8,109 |
Jun12 |
120216 |
114~27 |
114~27 |
114~06 |
114~09 |
-0~16 |
78 |
876 |
-49 |
Total Volume and Open Interest |
140,084 |
320,480 |
+8,060 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120216 |
98.97 |
98.98 |
98.95 |
98.97 |
unch |
24,872 |
283,805 |
+3,585 |
Jun12 |
120216 |
99.03 |
99.03 |
98.98 |
99.00 |
-0.03 |
39,474 |
287,373 |
+7,975 |
Sep12 |
120216 |
99.05 |
99.06 |
99.00 |
99.01 |
-0.05 |
20,738 |
298,216 |
-1,422 |
Dec12 |
120216 |
99.08 |
99.08 |
99.00 |
99.01 |
-0.06 |
19,048 |
251,084 |
+1,034 |
Mar13 |
120216 |
99.08 |
99.08 |
99.00 |
99.01 |
-0.07 |
22,517 |
295,954 |
+4,214 |
Jun13 |
120216 |
99.04 |
99.05 |
98.97 |
98.98 |
-0.07 |
27,093 |
215,522 |
+3,227 |
Total Volume and Open Interest |
214,120 |
2,131,390 |
+24,013 |
3-Mth Euribor(LIFFE) |
Mar12 |
120216 |
99.080 |
99.090 |
99.065 |
99.075 |
-0.005 |
73,063 |
556,286 |
+4,357 |
Jun12 |
120216 |
99.185 |
99.205 |
99.150 |
99.165 |
-0.015 |
95,185 |
462,963 |
-1,334 |
Sep12 |
120216 |
99.225 |
99.245 |
99.175 |
99.195 |
-0.020 |
79,030 |
443,153 |
+5,795 |
Total Volume and Open Interest |
639,163 |
3,387,203 |
+39,466 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120216 |
95.67 |
95.71 |
95.61 |
95.64 |
-0.03 |
21,201 |
186,571 |
-3,168 |
Jun12 |
120216 |
95.86 |
95.91 |
95.77 |
95.84 |
-0.03 |
27,091 |
212,983 |
+6,668 |
Sep12 |
120216 |
95.95 |
96.01 |
95.86 |
95.95 |
-0.01 |
19,102 |
128,359 |
-2,830 |
Dec12 |
120216 |
95.98 |
96.01 |
95.87 |
95.97 |
unch |
8,249 |
83,949 |
+467 |
Mar13 |
120216 |
95.94 |
95.98 |
95.85 |
95.95 |
+0.01 |
2,541 |
57,611 |
+1,225 |
Jun13 |
120216 |
95.90 |
95.93 |
95.82 |
95.92 |
+0.02 |
855 |
57,479 |
+314 |
Sep13 |
120216 |
95.86 |
95.88 |
95.76 |
95.87 |
+0.04 |
497 |
35,169 |
+65 |
Dec13 |
120216 |
95.79 |
95.82 |
95.75 |
95.82 |
+0.05 |
207 |
26,659 |
+47 |
Mar14 |
120216 |
95.77 |
95.78 |
95.77 |
95.78 |
+0.07 |
377 |
2,479 |
+7 |
Jun14 |
120216 |
95.72 |
95.72 |
95.72 |
95.72 |
+0.07 |
0 |
520 |
+0 |
Total Volume and Open Interest |
80,120 |
792,026 |
+2,795 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120216 |
95.93 |
96.02 |
95.91 |
96.02 |
+0.10 |
49,845 |
372,892 |
+2,479 |
Jun12 |
120216 |
96.02 |
96.02 |
96.02 |
96.02 |
+0.10 |
|
|
|
Total Volume and Open Interest |
49,845 |
372,892 |
+2,479 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120216 |
96.42 |
96.49 |
96.36 |
96.48 |
+0.06 |
150,571 |
448,443 |
+14,060 |
Jun12 |
120216 |
96.48 |
96.48 |
96.48 |
96.48 |
+0.06 |
|
|
|
Total Volume and Open Interest |
150,571 |
448,443 |
+14,060 |
Gold(CMX) |
Feb12 |
120216 |
1718.4 |
1728.4 |
1707.0 |
1726.8 |
+0.5 |
94 |
452 |
-41 |
Apr12 |
120216 |
1730.1 |
1731.6 |
1706.7 |
1728.4 |
+0.3 |
148,107 |
232,679 |
+1,416 |
Jun12 |
120216 |
1731.0 |
1734.4 |
1709.4 |
1731.2 |
+0.3 |
8,192 |
57,793 |
+1,945 |
Aug12 |
120216 |
1733.4 |
1735.0 |
1714.5 |
1733.7 |
+0.3 |
3,969 |
22,620 |
+1,076 |
Oct12 |
120216 |
1733.9 |
1738.9 |
1725.1 |
1736.1 |
+0.3 |
473 |
12,059 |
+29 |
Dec12 |
120216 |
1739.1 |
1741.2 |
1717.0 |
1738.5 |
+0.4 |
4,096 |
30,070 |
+368 |
Feb13 |
120216 |
1742.9 |
1742.9 |
1721.5 |
1741.0 |
+0.6 |
694 |
13,251 |
+73 |
Apr13 |
120216 |
1743.7 |
1743.7 |
1743.7 |
1743.7 |
+0.7 |
51 |
2,885 |
+24 |
Jun13 |
120216 |
1746.9 |
1746.9 |
1746.9 |
1746.9 |
+0.8 |
30 |
11,405 |
+30 |
Aug13 |
120216 |
1750.3 |
1750.3 |
1750.3 |
1750.3 |
+0.9 |
0 |
219 |
+0 |
Oct13 |
120216 |
1753.7 |
1753.7 |
1753.7 |
1753.7 |
+1.0 |
0 |
1 |
+0 |
Dec13 |
120216 |
1757.1 |
1757.1 |
1757.1 |
1757.1 |
+1.1 |
155 |
11,329 |
+155 |
Total Volume and Open Interest |
167,700 |
431,164 |
+4,380 |
Silver(CMX) |
Mar12 |
120216 |
3346.0 |
3355.5 |
3264.0 |
3337.0 |
-3.8 |
42,475 |
34,175 |
-2,520 |
May12 |
120216 |
3347.5 |
3362.0 |
3271.5 |
3343.7 |
-3.7 |
11,063 |
27,574 |
+1,715 |
Jul12 |
120216 |
3345.5 |
3361.0 |
3288.0 |
3348.9 |
-3.7 |
1,463 |
7,696 |
-721 |
Sep12 |
120216 |
3352.8 |
3352.8 |
3352.8 |
3352.8 |
-3.5 |
75 |
3,517 |
-14 |
Dec12 |
120216 |
3331.0 |
3375.0 |
3288.0 |
3357.6 |
-3.0 |
538 |
14,293 |
+162 |
Mar13 |
120216 |
3357.8 |
3357.8 |
3357.8 |
3357.8 |
-2.8 |
84 |
1,477 |
+83 |
May13 |
120216 |
3357.8 |
3357.8 |
3357.8 |
3357.8 |
-2.6 |
1 |
1,087 |
-1 |
Total Volume and Open Interest |
55,840 |
104,872 |
-1,320 |
Platinum(NYMEX) |
Apr12 |
120216 |
1635.6 |
1637.2 |
1604.5 |
1626.1 |
-12.1 |
8,431 |
41,089 |
-58 |
Jul12 |
120216 |
1622.0 |
1633.3 |
1612.0 |
1629.4 |
-12.2 |
142 |
2,627 |
+115 |
Oct12 |
120216 |
1628.4 |
1636.8 |
1628.4 |
1632.5 |
-12.2 |
15 |
301 |
+15 |
Jan13 |
120216 |
1635.5 |
1635.5 |
1635.5 |
1635.5 |
-12.2 |
0 |
3 |
+0 |
Total Volume and Open Interest |
8,588 |
44,020 |
+72 |
Palladium(NYMEX) |
Mar12 |
120216 |
27.99 |
43.44 |
21.04 |
41.24 |
+12.95 |
4,640 |
15,900 |
-753 |
Jun12 |
120216 |
29.94 |
45.19 |
23.64 |
42.94 |
+13.00 |
1,013 |
4,818 |
+704 |
Sep12 |
120216 |
34.14 |
44.24 |
34.14 |
44.24 |
+12.95 |
0 |
264 |
+0 |
Total Volume and Open Interest |
5,653 |
20,984 |
-49 |
Copper(CMX) |
Mar12 |
120216 |
380.55 |
381.90 |
372.75 |
379.10 |
-1.05 |
55,831 |
39,641 |
-3,470 |
May12 |
120216 |
381.10 |
382.50 |
373.55 |
379.85 |
-1.15 |
14,582 |
61,147 |
+2,794 |
Jul12 |
120216 |
383.00 |
383.25 |
375.45 |
381.15 |
-1.15 |
3,250 |
33,488 |
-152 |
Sep12 |
120216 |
378.10 |
383.15 |
378.10 |
382.15 |
-1.00 |
694 |
10,009 |
-77 |
Dec12 |
120216 |
378.95 |
384.25 |
378.00 |
383.15 |
-0.95 |
148 |
8,657 |
+30 |
Total Volume and Open Interest |
75,080 |
164,491 |
-940 |
DJIA Index(CBOT) |
Mar12 |
120216 |
12728 |
12885 |
12709 |
12870 |
+107 |
112 |
12,102 |
-10 |
Jun12 |
120216 |
12708 |
12799 |
12624 |
12799 |
+107 |
0 |
286 |
+0 |
Sep12 |
120216 |
12736 |
12736 |
12629 |
12736 |
+107 |
|
|
|
Dec12 |
120216 |
12659 |
12659 |
12552 |
12659 |
+107 |
|
|
|
Total Volume and Open Interest |
112 |
12,388 |
-10 |
E-mini DJIA Index(CBOT) |
Mar12 |
120216 |
12759 |
12893 |
12700 |
12870 |
+107 |
105,543 |
107,837 |
-1,506 |
Jun12 |
120216 |
12648 |
12812 |
12632 |
12799 |
+107 |
8 |
117 |
+4 |
Sep12 |
120216 |
12800 |
12800 |
12736 |
12736 |
+107 |
0 |
20 |
+0 |
Dec12 |
120216 |
12659 |
12659 |
12659 |
12659 |
+107 |
0 |
12 |
+0 |
Total Volume and Open Interest |
105,551 |
107,986 |
-1,502 |
S & P 500(CME) |
Mar12 |
120216 |
1340.40 |
1357.00 |
1334.30 |
1354.80 |
+12.60 |
8,541 |
237,614 |
+534 |
Jun12 |
120216 |
1335.00 |
1351.00 |
1333.30 |
1349.10 |
+12.60 |
75 |
5,783 |
+97 |
Sep12 |
120216 |
1342.90 |
1344.80 |
1327.10 |
1342.90 |
+12.60 |
0 |
1,040 |
+0 |
Dec12 |
120216 |
1336.60 |
1338.50 |
1320.80 |
1336.60 |
+12.60 |
0 |
502 |
+0 |
Total Volume and Open Interest |
8,616 |
244,939 |
+631 |
S & P 500 E-Mini(Globex) |
Mar12 |
120216 |
1341.75 |
1357.25 |
1334.25 |
1354.75 |
+12.50 |
1,739,688 |
2,684,468 |
+31,954 |
Jun12 |
120216 |
1327.75 |
1351.25 |
1327.75 |
1349.00 |
+12.50 |
1,070 |
71,949 |
+49 |
Total Volume and Open Interest |
1,740,775 |
2,756,775 |
+32,000 |
NASDAQ 100(CME) |
Mar12 |
120216 |
2553.30 |
2595.00 |
2543.50 |
2593.50 |
+36.00 |
830 |
18,493 |
+503 |
Jun12 |
120216 |
2585.00 |
2588.00 |
2585.00 |
2588.00 |
+36.00 |
0 |
2 |
-5 |
Sep12 |
120216 |
2585.50 |
2585.50 |
2582.50 |
2585.50 |
+36.00 |
|
|
|
Total Volume and Open Interest |
830 |
18,495 |
+498 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120216 |
2556.50 |
2594.30 |
2542.80 |
2593.50 |
+36.00 |
193,336 |
437,197 |
+5,860 |
Jun12 |
120216 |
2547.50 |
2588.00 |
2539.50 |
2588.00 |
+36.00 |
78 |
425 |
+63 |
Total Volume and Open Interest |
193,415 |
437,643 |
+5,923 |
S & P Midcap 400(CME) |
Mar12 |
120216 |
984.10 |
984.10 |
984.10 |
984.10 |
+13.60 |
0 |
2,073 |
+0 |
Jun12 |
120216 |
981.70 |
981.70 |
981.70 |
981.70 |
+13.60 |
|
|
|
Sep12 |
120216 |
979.70 |
979.70 |
979.70 |
979.70 |
+13.60 |
|
|
|
Total Volume and Open Interest |
0 |
2,073 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120216 |
9230 |
9385 |
9215 |
9375 |
+135 |
5,917 |
24,715 |
+301 |
Jun12 |
120216 |
9190 |
9315 |
9190 |
9315 |
+135 |
32 |
587 |
+21 |
Total Volume and Open Interest |
5,949 |
25,302 |
+322 |
Nikkei 225(SGX) |
Mar12 |
120216 |
9260 |
9305 |
9210 |
9220 |
-45 |
106,386 |
211,796 |
+2,847 |
Jun12 |
120216 |
9185 |
9215 |
9145 |
9145 |
-40 |
132 |
10,519 |
+109 |
Sep12 |
120216 |
9145 |
9145 |
9145 |
9145 |
-40 |
0 |
30 |
+0 |
Total Volume and Open Interest |
106,524 |
229,435 |
+2,949 |
CAC 40(EURONEXT) |
Feb12 |
120216 |
3355.5 |
3421.5 |
3350.0 |
3391.5 |
unch |
242,316 |
320,350 |
+388 |
Mar12 |
120216 |
3359.0 |
3422.5 |
3351.0 |
3392.0 |
unch |
156,444 |
146,501 |
+92,030 |
Apr12 |
120216 |
3353.0 |
3410.5 |
3353.0 |
3384.5 |
unch |
25 |
26 |
+5 |
Total Volume and Open Interest |
398,785 |
467,045 |
+92,431 |
Hang Seng Index(HKFE) |
Feb12 |
120216 |
21238 |
21330 |
21182 |
21222 |
-194 |
63,229 |
91,300 |
-181 |
Mar12 |
120216 |
21220 |
21274 |
21132 |
21168 |
-192 |
635 |
6,794 |
+157 |
Total Volume and Open Interest |
64,009 |
101,471 |
+27 |
DAX(EUREX) |
Mar12 |
120216 |
6673.0 |
6808.0 |
6653.0 |
6747.5 |
-19.5 |
141,099 |
159,721 |
+1,299 |
Jun12 |
120216 |
6704.0 |
6815.0 |
6670.0 |
6760.5 |
-20.0 |
307 |
6,252 |
+13 |
Sep12 |
120216 |
6704.5 |
6814.0 |
6675.0 |
6767.5 |
-21.0 |
36 |
380 |
-12 |
Total Volume and Open Interest |
141,442 |
166,353 |
+1,300 |
FT-SE 100(EURONEXT) |
Mar12 |
120216 |
5833.50 |
5891.50 |
5805.50 |
5860.50 |
-15.50 |
101,380 |
636,267 |
+4,285 |
Jun12 |
120216 |
5772.50 |
5825.00 |
5767.00 |
5810.00 |
-15.50 |
176 |
10,551 |
+160 |
Sep12 |
120216 |
5777.00 |
5777.00 |
5777.00 |
5777.00 |
-15.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
101,556 |
646,828 |
+4,445 |
SPI 200(SFE) |
Mar12 |
120216 |
4217.0 |
4220.0 |
4130.0 |
4141.0 |
-79.0 |
33,980 |
188,988 |
+3,136 |
Jun12 |
120216 |
4173.0 |
4173.0 |
4154.0 |
4154.0 |
-79.0 |
45 |
2,107 |
+38 |
Sep12 |
120216 |
4148.0 |
4148.0 |
4125.0 |
4125.0 |
-76.0 |
12 |
1,536 |
-33 |
Total Volume and Open Interest |
35,507 |
196,457 |
+3,737 |
GSCI(CME) |
Mar12 |
120216 |
683.00 |
686.50 |
681.50 |
686.50 |
+4.50 |
341 |
9,447 |
+242 |
Apr12 |
120216 |
684.00 |
687.50 |
683.50 |
687.50 |
+3.75 |
2 |
0 |
+0 |
May12 |
120216 |
688.50 |
688.50 |
684.50 |
688.50 |
+3.75 |
|
|
|
Total Volume and Open Interest |
697 |
10,903 |
|
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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