|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri February 17, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120217 |
1258.00 |
1273.25 |
1256.25 |
1267.50 |
+9.25 |
121,999 |
125,000 |
-10,174 |
May12 |
120217 |
1264.25 |
1279.50 |
1263.75 |
1273.75 |
+8.75 |
59,982 |
178,943 |
+6,424 |
Jul12 |
120217 |
1273.00 |
1287.75 |
1272.00 |
1282.00 |
+8.50 |
42,683 |
115,031 |
+457 |
Aug12 |
120217 |
1275.25 |
1281.75 |
1269.75 |
1278.00 |
+8.25 |
376 |
3,169 |
+26 |
Sep12 |
120217 |
1266.00 |
1272.00 |
1266.00 |
1268.50 |
+7.25 |
384 |
2,218 |
+146 |
Nov12 |
120217 |
1253.75 |
1266.25 |
1252.25 |
1262.00 |
+6.75 |
21,064 |
94,917 |
+1,426 |
Jan13 |
120217 |
1257.25 |
1270.25 |
1257.25 |
1265.50 |
+6.50 |
813 |
15,885 |
+259 |
Mar13 |
120217 |
1259.00 |
1269.75 |
1259.00 |
1265.75 |
+6.00 |
477 |
4,510 |
+150 |
May13 |
120217 |
1260.75 |
1265.50 |
1255.75 |
1261.25 |
+5.50 |
381 |
1,894 |
+11 |
Jul13 |
120217 |
1262.00 |
1265.25 |
1257.00 |
1262.00 |
+5.00 |
668 |
2,721 |
+86 |
Aug13 |
120217 |
1250.00 |
1250.00 |
1244.00 |
1250.00 |
+6.00 |
0 |
2 |
+0 |
Sep13 |
120217 |
1226.75 |
1226.75 |
1219.75 |
1226.75 |
+7.00 |
|
|
|
Nov13 |
120217 |
1196.00 |
1203.50 |
1196.00 |
1199.00 |
+3.00 |
1,477 |
4,016 |
+886 |
Jan14 |
120217 |
1205.75 |
1205.75 |
1202.75 |
1205.75 |
+3.00 |
0 |
60 |
+0 |
Total Volume and Open Interest |
250,315 |
548,801 |
-298 |
Soybean Meal(CBOT) |
Mar12 |
120217 |
331.00 |
334.80 |
330.80 |
332.50 |
+1.70 |
37,476 |
59,838 |
-1,775 |
May12 |
120217 |
333.90 |
337.00 |
333.50 |
335.10 |
+1.60 |
18,323 |
48,450 |
+3,089 |
Jul12 |
120217 |
336.00 |
339.10 |
335.70 |
337.40 |
+1.60 |
8,232 |
30,167 |
+266 |
Aug12 |
120217 |
337.90 |
338.50 |
335.00 |
336.70 |
+1.70 |
605 |
6,654 |
+41 |
Sep12 |
120217 |
335.80 |
336.90 |
333.40 |
334.90 |
+1.50 |
418 |
6,047 |
+49 |
Oct12 |
120217 |
329.40 |
332.90 |
329.40 |
330.90 |
+1.50 |
277 |
3,446 |
+14 |
Dec12 |
120217 |
328.50 |
332.00 |
328.50 |
330.20 |
+1.20 |
3,735 |
19,790 |
-531 |
Jan13 |
120217 |
332.60 |
332.60 |
329.80 |
331.00 |
+1.20 |
108 |
2,812 |
+35 |
Mar13 |
120217 |
333.20 |
333.70 |
330.60 |
331.80 |
+1.20 |
70 |
3,264 |
+38 |
May13 |
120217 |
331.70 |
331.70 |
329.10 |
330.30 |
+1.20 |
151 |
1,582 |
+46 |
Total Volume and Open Interest |
70,421 |
184,365 |
+1,696 |
Soybean Oil(CBOT) |
Mar12 |
120217 |
53.06 |
53.76 |
53.00 |
53.40 |
+0.35 |
49,535 |
77,516 |
-7,054 |
May12 |
120217 |
53.43 |
54.12 |
53.39 |
53.80 |
+0.37 |
24,298 |
107,660 |
+506 |
Jul12 |
120217 |
53.79 |
54.50 |
53.75 |
54.15 |
+0.36 |
11,184 |
64,038 |
+1,572 |
Aug12 |
120217 |
54.27 |
54.51 |
54.26 |
54.26 |
+0.35 |
846 |
8,964 |
-37 |
Sep12 |
120217 |
54.43 |
54.62 |
54.36 |
54.36 |
+0.33 |
718 |
6,428 |
+54 |
Oct12 |
120217 |
54.67 |
54.68 |
54.40 |
54.40 |
+0.32 |
226 |
5,900 |
+91 |
Dec12 |
120217 |
54.53 |
54.92 |
54.53 |
54.59 |
+0.28 |
4,531 |
35,251 |
+926 |
Jan13 |
120217 |
54.84 |
54.84 |
54.43 |
54.69 |
+0.26 |
92 |
1,228 |
+23 |
Mar13 |
120217 |
54.90 |
54.90 |
54.53 |
54.77 |
+0.24 |
138 |
1,504 |
+15 |
May13 |
120217 |
54.85 |
54.96 |
54.51 |
54.72 |
+0.21 |
243 |
550 |
+101 |
Total Volume and Open Interest |
93,056 |
311,482 |
-3,153 |
Canola(WCE) |
Mar12 |
120217 |
548.2 |
556.6 |
548.2 |
554.5 |
+5.3 |
7,188 |
51,575 |
-3,059 |
May12 |
120217 |
552.8 |
558.6 |
551.8 |
556.0 |
+4.5 |
13,169 |
57,112 |
+2,461 |
Jul12 |
120217 |
553.2 |
560.5 |
553.2 |
558.4 |
+5.2 |
2,457 |
35,842 |
-262 |
Nov12 |
120217 |
528.3 |
530.1 |
526.0 |
526.6 |
+1.6 |
2,721 |
39,097 |
+1,344 |
Jan13 |
120217 |
533.0 |
533.0 |
531.2 |
531.2 |
+1.8 |
222 |
2,261 |
+68 |
Total Volume and Open Interest |
25,841 |
187,475 |
+575 |
Corn(CBOT) |
Mar12 |
120217 |
635.50 |
646.75 |
635.25 |
641.75 |
+5.50 |
171,774 |
267,369 |
-3,739 |
May12 |
120217 |
639.00 |
650.00 |
638.75 |
645.25 |
+5.50 |
91,911 |
368,393 |
+6,285 |
Jul12 |
120217 |
641.75 |
653.00 |
641.50 |
648.25 |
+5.50 |
40,660 |
266,293 |
+1,897 |
Sep12 |
120217 |
592.50 |
599.50 |
591.00 |
596.75 |
+2.50 |
9,744 |
87,633 |
+1,796 |
Dec12 |
120217 |
566.25 |
573.25 |
565.00 |
568.25 |
+0.25 |
25,411 |
257,538 |
-1,255 |
Mar13 |
120217 |
577.50 |
584.50 |
577.50 |
579.25 |
-0.25 |
1,790 |
45,782 |
+350 |
May13 |
120217 |
585.75 |
590.00 |
584.50 |
585.75 |
-0.25 |
114 |
2,488 |
+13 |
Jul13 |
120217 |
590.50 |
595.75 |
589.25 |
590.25 |
-0.50 |
204 |
3,493 |
-52 |
Sep13 |
120217 |
558.25 |
560.25 |
558.25 |
559.00 |
-0.75 |
29 |
688 |
-1 |
Dec13 |
120217 |
553.00 |
557.25 |
552.50 |
553.50 |
-1.25 |
652 |
18,664 |
+74 |
Total Volume and Open Interest |
342,309 |
1,321,274 |
+5,378 |
Wheat(CBOT) |
Mar12 |
120217 |
626.75 |
646.75 |
625.75 |
644.00 |
+15.25 |
52,745 |
84,055 |
-2,885 |
May12 |
120217 |
633.00 |
650.00 |
631.50 |
647.75 |
+12.50 |
37,897 |
143,688 |
+7,440 |
Jul12 |
120217 |
647.25 |
660.75 |
644.75 |
659.75 |
+11.75 |
14,927 |
112,287 |
+742 |
Sep12 |
120217 |
664.50 |
677.25 |
664.50 |
677.00 |
+11.25 |
4,529 |
40,496 |
+1,240 |
Dec12 |
120217 |
682.00 |
695.00 |
681.75 |
694.75 |
+11.00 |
5,374 |
63,248 |
+960 |
Mar13 |
120217 |
703.00 |
706.75 |
697.25 |
705.75 |
+8.50 |
277 |
5,780 |
+57 |
Total Volume and Open Interest |
115,920 |
456,661 |
+7,595 |
Wheat(KCBT) |
Mar12 |
120217 |
680.00 |
692.25 |
677.75 |
689.50 |
+6.50 |
8,435 |
30,561 |
-1,725 |
May12 |
120217 |
690.50 |
699.75 |
685.25 |
696.75 |
+5.75 |
5,935 |
40,813 |
+2,080 |
Jul12 |
120217 |
695.00 |
707.00 |
693.25 |
704.00 |
+4.00 |
2,810 |
47,500 |
+624 |
Sep12 |
120217 |
708.25 |
719.75 |
707.25 |
717.75 |
+3.75 |
616 |
10,796 |
+259 |
Dec12 |
120217 |
723.00 |
737.75 |
723.00 |
735.75 |
+3.00 |
814 |
13,896 |
+6 |
Mar13 |
120217 |
746.25 |
748.25 |
746.25 |
748.25 |
+4.25 |
11 |
571 |
-11 |
Total Volume and Open Interest |
18,628 |
144,622 |
+1,240 |
Wheat(MGE) |
Mar12 |
120217 |
817.75 |
827.50 |
816.00 |
822.25 |
+4.50 |
1,426 |
9,254 |
-481 |
May12 |
120217 |
814.00 |
822.50 |
810.50 |
817.25 |
+2.75 |
1,193 |
9,188 |
+424 |
Jul12 |
120217 |
805.50 |
814.00 |
804.00 |
809.00 |
-1.00 |
94 |
9,225 |
+22 |
Sep12 |
120217 |
790.00 |
794.75 |
784.50 |
790.25 |
-6.75 |
201 |
5,657 |
+24 |
Dec12 |
120217 |
796.50 |
798.00 |
788.00 |
793.50 |
-6.25 |
211 |
4,226 |
+46 |
Total Volume and Open Interest |
3,129 |
37,551 |
-322 |
Oats(CBOT) |
Mar12 |
120217 |
324.00 |
328.00 |
322.25 |
323.75 |
unch |
984 |
3,775 |
-575 |
May12 |
120217 |
319.00 |
322.00 |
318.25 |
320.25 |
+2.00 |
846 |
6,334 |
+346 |
Jul12 |
120217 |
319.00 |
320.00 |
317.50 |
319.25 |
+1.75 |
64 |
604 |
-6 |
Sep12 |
120217 |
318.00 |
318.00 |
315.75 |
318.00 |
+2.25 |
2 |
55 |
-1 |
Total Volume and Open Interest |
1,924 |
11,837 |
-217 |
Rough Rice(CBOT) |
Mar12 |
120217 |
14.30 |
14.41 |
14.10 |
14.14 |
-0.16 |
1,105 |
6,659 |
-409 |
May12 |
120217 |
14.51 |
14.66 |
14.35 |
14.39 |
-0.17 |
906 |
6,849 |
+380 |
Jul12 |
120217 |
14.94 |
14.94 |
14.65 |
14.65 |
-0.18 |
68 |
1,073 |
+5 |
Sep12 |
120217 |
15.10 |
15.10 |
14.81 |
14.86 |
-0.18 |
45 |
546 |
+34 |
Total Volume and Open Interest |
2,130 |
15,142 |
+9 |
Live Cattle(CME) |
Feb12 |
120217 |
126.980 |
128.825 |
126.850 |
128.600 |
+1.815 |
7,874 |
14,437 |
-2,479 |
Apr12 |
120217 |
129.630 |
131.285 |
129.450 |
130.900 |
+1.250 |
27,872 |
148,915 |
+558 |
Jun12 |
120217 |
127.600 |
128.650 |
127.535 |
128.485 |
+0.885 |
13,428 |
95,947 |
+2,010 |
Aug12 |
120217 |
129.235 |
130.250 |
129.235 |
130.200 |
+0.875 |
6,825 |
51,230 |
+568 |
Oct12 |
120217 |
132.785 |
133.650 |
132.650 |
133.650 |
+1.050 |
3,110 |
19,335 |
-140 |
Dec12 |
120217 |
133.400 |
134.700 |
133.350 |
134.600 |
+0.800 |
2,174 |
13,537 |
+644 |
Total Volume and Open Interest |
61,749 |
348,576 |
+1,326 |
Feeder Cattle(CME) |
Mar12 |
120217 |
157.000 |
159.050 |
156.985 |
158.435 |
+1.610 |
3,245 |
16,692 |
+38 |
Apr12 |
120217 |
159.150 |
161.000 |
159.150 |
160.485 |
+1.160 |
1,442 |
10,230 |
+141 |
May12 |
120217 |
160.325 |
162.050 |
160.325 |
161.800 |
+1.170 |
850 |
9,934 |
+141 |
Aug12 |
120217 |
161.800 |
163.575 |
161.800 |
163.535 |
+1.405 |
888 |
10,852 |
+223 |
Sep12 |
120217 |
161.600 |
163.100 |
161.600 |
163.100 |
+1.550 |
201 |
1,929 |
+39 |
Oct12 |
120217 |
161.250 |
162.600 |
161.250 |
162.600 |
+1.350 |
88 |
1,028 |
+51 |
Nov12 |
120217 |
161.485 |
162.700 |
161.485 |
162.700 |
+1.570 |
45 |
529 |
+23 |
Total Volume and Open Interest |
6,791 |
51,269 |
+678 |
Lean Hogs(CME) |
Apr12 |
120217 |
89.980 |
90.680 |
89.700 |
90.385 |
+0.155 |
15,282 |
91,355 |
-667 |
May12 |
120217 |
97.950 |
98.980 |
97.930 |
98.900 |
+0.450 |
46 |
2,919 |
-2 |
Jun12 |
120217 |
99.285 |
99.750 |
98.885 |
99.385 |
-0.065 |
6,094 |
56,986 |
+331 |
Jul12 |
120217 |
99.500 |
99.980 |
99.350 |
99.750 |
-0.100 |
2,461 |
27,067 |
+468 |
Aug12 |
120217 |
99.200 |
99.900 |
99.135 |
99.730 |
+0.130 |
2,057 |
22,152 |
+62 |
Oct12 |
120217 |
89.650 |
90.000 |
89.330 |
89.950 |
+0.270 |
1,829 |
27,124 |
+540 |
Dec12 |
120217 |
85.500 |
86.000 |
85.350 |
85.950 |
+0.100 |
1,418 |
14,849 |
+276 |
Feb13 |
120217 |
86.535 |
86.535 |
86.150 |
86.400 |
-0.050 |
329 |
4,689 |
+197 |
Total Volume and Open Interest |
29,771 |
250,359 |
+1,383 |
Class III Milk(CME) |
Feb12 |
120217 |
16.09 |
16.10 |
16.07 |
16.07 |
-0.03 |
86 |
5,520 |
-27 |
Mar12 |
120217 |
15.60 |
15.74 |
15.47 |
15.68 |
+0.05 |
754 |
6,149 |
+26 |
Apr12 |
120217 |
15.56 |
15.68 |
15.42 |
15.63 |
+0.06 |
481 |
3,908 |
+56 |
May12 |
120217 |
15.83 |
16.00 |
15.74 |
15.92 |
+0.04 |
303 |
3,286 |
+44 |
Jun12 |
120217 |
16.05 |
16.20 |
16.05 |
16.10 |
+0.02 |
56 |
2,783 |
+15 |
Total Volume and Open Interest |
1,844 |
33,093 |
+190 |
Cocoa(ICE) |
Mar12 |
120217 |
2425 |
2425 |
2366 |
2389 |
-64 |
277 |
1,518 |
-517 |
May12 |
120217 |
2382 |
2390 |
2317 |
2345 |
-60 |
18,811 |
75,068 |
-2,295 |
Jul12 |
120217 |
2401 |
2401 |
2333 |
2367 |
-54 |
3,006 |
33,124 |
-45 |
Sep12 |
120217 |
2390 |
2391 |
2347 |
2375 |
-53 |
2,404 |
17,176 |
+1,214 |
Dec12 |
120217 |
2412 |
2412 |
2348 |
2380 |
-51 |
2,286 |
19,624 |
+797 |
Mar13 |
120217 |
2400 |
2410 |
2360 |
2388 |
-52 |
2,445 |
13,309 |
+977 |
May13 |
120217 |
2411 |
2415 |
2394 |
2405 |
-52 |
432 |
2,702 |
+324 |
Total Volume and Open Interest |
30,117 |
163,964 |
+642 |
Coffee "C"(ICE) |
Mar12 |
120217 |
200.20 |
201.00 |
198.50 |
200.05 |
+0.75 |
9,885 |
12,725 |
-5,489 |
May12 |
120217 |
201.30 |
202.95 |
200.10 |
202.35 |
+1.15 |
21,423 |
66,292 |
+3,900 |
Jul12 |
120217 |
204.95 |
205.90 |
203.10 |
205.30 |
+1.10 |
5,579 |
25,154 |
+371 |
Sep12 |
120217 |
208.10 |
208.85 |
206.20 |
208.20 |
+1.00 |
3,465 |
14,370 |
+954 |
Dec12 |
120217 |
211.90 |
212.85 |
210.00 |
212.15 |
+1.05 |
2,036 |
10,049 |
+1,042 |
Mar13 |
120217 |
215.55 |
216.40 |
214.00 |
215.45 |
+0.80 |
66 |
1,637 |
+19 |
Total Volume and Open Interest |
42,579 |
131,167 |
+837 |
Orange Juice(ICE) |
Mar12 |
120217 |
191.10 |
195.00 |
186.85 |
187.80 |
+2.75 |
2,252 |
11,435 |
-705 |
May12 |
120217 |
185.00 |
187.05 |
180.05 |
181.05 |
+2.15 |
1,175 |
10,337 |
+398 |
Jul12 |
120217 |
180.45 |
180.50 |
176.00 |
177.55 |
+1.60 |
104 |
1,191 |
+21 |
Sep12 |
120217 |
180.00 |
180.00 |
176.55 |
176.55 |
+1.85 |
89 |
451 |
+34 |
Nov12 |
120217 |
173.15 |
173.15 |
170.00 |
170.00 |
+1.85 |
52 |
351 |
+14 |
Jan13 |
120217 |
171.55 |
171.55 |
168.40 |
168.40 |
+1.85 |
0 |
20 |
+0 |
Total Volume and Open Interest |
3,672 |
23,789 |
-238 |
Sugar #11(ICE) |
Mar12 |
120217 |
24.55 |
24.69 |
24.49 |
24.62 |
+0.03 |
62,557 |
104,794 |
-19,551 |
May12 |
120217 |
23.73 |
23.85 |
23.63 |
23.77 |
+0.04 |
31,667 |
197,754 |
+3,823 |
Jul12 |
120217 |
23.15 |
23.21 |
23.04 |
23.16 |
+0.02 |
14,843 |
188,317 |
+600 |
Oct12 |
120217 |
23.46 |
23.53 |
23.36 |
23.50 |
+0.03 |
7,290 |
79,815 |
+719 |
Mar13 |
120217 |
24.05 |
24.23 |
24.05 |
24.20 |
-0.01 |
3,494 |
60,899 |
+781 |
Total Volume and Open Interest |
121,090 |
692,167 |
-13,459 |
London Cocoa(LCE) |
Mar12 |
120217 |
1514 |
1516 |
1488 |
1494 |
-43 |
3,481 |
54,254 |
-42 |
May12 |
120217 |
1519 |
1522 |
1493 |
1502 |
-41 |
6,805 |
32,053 |
+1,210 |
Jul12 |
120217 |
1530 |
1531 |
1506 |
1516 |
-37 |
2,999 |
31,577 |
+438 |
Sep12 |
120217 |
1532 |
1533 |
1508 |
1523 |
-33 |
1,952 |
23,638 |
-429 |
Dec12 |
120217 |
1527 |
1535 |
1510 |
1521 |
-35 |
1,214 |
19,657 |
-132 |
Mar13 |
120217 |
1536 |
1540 |
1513 |
1527 |
-38 |
1,080 |
13,031 |
+1,206 |
May13 |
120217 |
1544 |
1546 |
1534 |
1538 |
-37 |
528 |
6,372 |
+200 |
Total Volume and Open Interest |
18,120 |
183,358 |
+2,558 |
London Sugar(LCE) |
May12 |
120217 |
623.20 |
630.00 |
623.20 |
626.50 |
-0.50 |
2,287 |
24,591 |
+205 |
Aug12 |
120217 |
607.40 |
612.50 |
607.20 |
608.60 |
-1.20 |
795 |
19,489 |
+306 |
Oct12 |
120217 |
607.90 |
610.40 |
606.70 |
607.40 |
-1.10 |
413 |
7,348 |
+206 |
Dec12 |
120217 |
612.90 |
614.00 |
611.10 |
612.20 |
-0.90 |
305 |
2,444 |
+97 |
Mar13 |
120217 |
618.30 |
620.00 |
617.00 |
618.70 |
-0.30 |
147 |
3,855 |
+33 |
Total Volume and Open Interest |
3,963 |
57,849 |
+848 |
Cotton(ICE) |
Mar12 |
120217 |
92.45 |
93.27 |
91.31 |
91.45 |
-1.00 |
17,971 |
28,351 |
-9,166 |
May12 |
120217 |
93.71 |
94.29 |
92.39 |
92.65 |
-1.06 |
14,083 |
79,727 |
+3,662 |
Jul12 |
120217 |
93.98 |
95.35 |
93.60 |
93.65 |
-1.21 |
3,317 |
49,004 |
+1,246 |
Oct12 |
120217 |
95.85 |
95.85 |
94.46 |
94.46 |
-0.82 |
11 |
87 |
+0 |
Dec12 |
120217 |
93.57 |
94.24 |
92.50 |
92.62 |
-1.10 |
1,534 |
26,503 |
+725 |
Mar13 |
120217 |
94.77 |
94.78 |
93.47 |
93.47 |
-1.05 |
3 |
1,331 |
+2 |
Total Volume and Open Interest |
36,930 |
186,141 |
-3,529 |
Lumber(CME) |
Mar12 |
120217 |
261.1 |
264.0 |
258.0 |
263.2 |
+1.8 |
1,028 |
2,743 |
-280 |
May12 |
120217 |
270.8 |
275.0 |
268.1 |
275.0 |
+4.8 |
886 |
5,175 |
+373 |
Jul12 |
120217 |
279.1 |
284.8 |
278.5 |
283.9 |
+2.5 |
102 |
1,239 |
-24 |
Sep12 |
120217 |
285.7 |
287.5 |
284.0 |
287.5 |
+2.3 |
3 |
650 |
-1 |
Total Volume and Open Interest |
2,020 |
10,104 |
+69 |
Crude Oil(NYM) |
Mar12 |
120217 |
102.35 |
104.14 |
102.25 |
103.24 |
+0.93 |
278,272 |
78,658 |
-34,197 |
Apr12 |
120217 |
102.64 |
104.50 |
102.55 |
103.60 |
+0.96 |
157,860 |
239,538 |
+16,920 |
May12 |
120217 |
103.12 |
104.95 |
103.07 |
104.06 |
+0.88 |
70,428 |
118,543 |
+999 |
Jun12 |
120217 |
103.73 |
105.39 |
103.64 |
104.52 |
+0.78 |
87,259 |
130,748 |
+4,767 |
Jul12 |
120217 |
104.20 |
105.29 |
104.13 |
104.88 |
+0.67 |
29,071 |
92,787 |
+2,964 |
Aug12 |
120217 |
104.77 |
105.55 |
104.56 |
105.00 |
+0.54 |
15,955 |
44,495 |
+32 |
Sep12 |
120217 |
104.74 |
105.29 |
104.74 |
105.04 |
+0.47 |
20,076 |
44,572 |
+403 |
Oct12 |
120217 |
104.42 |
105.27 |
104.42 |
105.05 |
+0.42 |
9,222 |
33,438 |
+92 |
Nov12 |
120217 |
104.90 |
105.18 |
104.83 |
105.05 |
+0.37 |
7,876 |
32,319 |
+767 |
Dec12 |
120217 |
104.37 |
105.78 |
104.37 |
105.05 |
+0.34 |
60,076 |
196,360 |
-8,744 |
Jan13 |
120217 |
104.20 |
104.94 |
104.20 |
104.94 |
+0.32 |
6,317 |
34,372 |
-689 |
Feb13 |
120217 |
104.54 |
104.73 |
104.54 |
104.73 |
+0.30 |
3,556 |
17,871 |
-551 |
Mar13 |
120217 |
104.45 |
104.45 |
104.45 |
104.45 |
+0.30 |
4,953 |
20,075 |
+156 |
Apr13 |
120217 |
104.07 |
104.07 |
104.07 |
104.07 |
+0.29 |
3,106 |
9,334 |
-928 |
May13 |
120217 |
103.67 |
103.67 |
103.67 |
103.67 |
+0.29 |
679 |
9,936 |
+140 |
Jun13 |
120217 |
102.75 |
103.77 |
102.75 |
103.23 |
+0.28 |
5,999 |
55,176 |
+389 |
Total Volume and Open Interest |
792,027 |
1,477,143 |
-9,207 |
e-miNY Crude Oil(NYM) |
Feb12 |
120119 |
101.100 |
102.075 |
100.050 |
100.400 |
-0.200 |
5,242 |
1,230 |
-75 |
Mar12 |
120217 |
102.300 |
103.525 |
102.250 |
103.250 |
+0.950 |
6,783 |
1,739 |
-348 |
Apr12 |
120217 |
102.600 |
104.475 |
102.550 |
103.600 |
+0.950 |
2,158 |
958 |
+279 |
May12 |
120217 |
103.200 |
104.775 |
103.200 |
104.050 |
+0.875 |
120 |
191 |
+9 |
Jun12 |
120217 |
103.900 |
104.700 |
103.800 |
104.525 |
+0.775 |
5 |
164 |
+2 |
Jul12 |
120217 |
104.200 |
105.075 |
104.200 |
104.875 |
+0.675 |
6 |
21 |
+1 |
Aug12 |
120217 |
105.000 |
105.000 |
105.000 |
105.000 |
+0.550 |
0 |
9 |
+0 |
Sep12 |
120217 |
105.050 |
105.050 |
105.050 |
105.050 |
+0.475 |
0 |
2 |
+0 |
Oct12 |
120217 |
105.050 |
105.050 |
105.050 |
105.050 |
+0.425 |
0 |
10 |
+0 |
Nov12 |
120217 |
105.050 |
105.050 |
105.050 |
105.050 |
+0.375 |
0 |
2 |
+0 |
Total Volume and Open Interest |
9,078 |
3,326 |
-57 |
Heating Oil(NYM) |
Mar12 |
120217 |
320.81 |
321.53 |
317.76 |
318.89 |
-2.08 |
55,258 |
77,291 |
-2,884 |
Apr12 |
120217 |
319.26 |
319.92 |
316.57 |
317.72 |
-1.71 |
40,763 |
57,612 |
+5,149 |
May12 |
120217 |
317.81 |
318.19 |
315.07 |
316.32 |
-1.45 |
19,806 |
35,865 |
+29 |
Jun12 |
120217 |
316.60 |
316.90 |
314.20 |
315.52 |
-1.23 |
26,382 |
57,798 |
-78 |
Jul12 |
120217 |
315.85 |
316.04 |
314.56 |
315.83 |
-1.05 |
5,280 |
18,276 |
-183 |
Aug12 |
120217 |
316.92 |
316.92 |
315.33 |
316.27 |
-0.89 |
2,127 |
8,906 |
+219 |
Sep12 |
120217 |
316.75 |
317.02 |
315.70 |
316.69 |
-0.87 |
3,068 |
13,220 |
+418 |
Oct12 |
120217 |
317.50 |
317.57 |
315.56 |
317.16 |
-0.90 |
1,159 |
5,035 |
-58 |
Nov12 |
120217 |
318.62 |
318.62 |
316.55 |
317.63 |
-0.91 |
940 |
3,361 |
+187 |
Dec12 |
120217 |
319.10 |
319.10 |
316.68 |
318.03 |
-0.93 |
6,890 |
26,938 |
-232 |
Jan13 |
120217 |
317.55 |
318.30 |
317.55 |
318.30 |
-0.90 |
549 |
3,916 |
+313 |
Feb13 |
120217 |
317.80 |
317.80 |
317.80 |
317.80 |
-0.90 |
14 |
741 |
-11 |
Total Volume and Open Interest |
162,253 |
310,328 |
+2,875 |
Gasoline(NYMEX) |
Mar12 |
120217 |
304.00 |
305.25 |
300.21 |
301.56 |
-3.15 |
56,740 |
64,115 |
-4,757 |
Apr12 |
120217 |
319.83 |
321.35 |
317.28 |
318.76 |
-1.90 |
52,086 |
79,748 |
+5,925 |
May12 |
120217 |
320.11 |
320.11 |
316.35 |
317.77 |
-1.69 |
23,698 |
50,558 |
+549 |
Jun12 |
120217 |
316.23 |
316.66 |
313.35 |
314.78 |
-1.53 |
17,164 |
45,095 |
+916 |
Jul12 |
120217 |
311.35 |
311.57 |
309.76 |
310.86 |
-1.41 |
7,952 |
31,105 |
+129 |
Aug12 |
120217 |
308.25 |
308.25 |
305.50 |
306.52 |
-1.33 |
5,520 |
19,854 |
-40 |
Sep12 |
120217 |
301.23 |
302.20 |
300.92 |
301.80 |
-1.25 |
5,326 |
14,665 |
+867 |
Oct12 |
120217 |
287.25 |
287.53 |
285.93 |
286.80 |
-1.16 |
5,810 |
10,094 |
+260 |
Nov12 |
120217 |
282.10 |
282.46 |
281.36 |
282.46 |
-1.08 |
3,948 |
5,259 |
+50 |
Dec12 |
120217 |
280.79 |
280.79 |
278.85 |
279.84 |
-0.96 |
4,309 |
18,849 |
-320 |
Total Volume and Open Interest |
183,304 |
349,803 |
+3,904 |
e-miNY RBOB Gasoline(NYM) |
Mar12 |
120217 |
301.60 |
301.60 |
301.56 |
301.60 |
-3.10 |
1 |
1 |
+0 |
Apr12 |
120217 |
318.80 |
318.80 |
318.76 |
318.80 |
-1.90 |
|
|
|
May12 |
120217 |
317.80 |
317.80 |
317.77 |
317.80 |
-1.70 |
|
|
|
Jun12 |
120217 |
314.80 |
314.80 |
314.78 |
314.80 |
-1.50 |
|
|
|
Total Volume and Open Interest |
2 |
2 |
+1 |
Natural Gas(NYM) |
Mar12 |
120217 |
2.556 |
2.733 |
2.527 |
2.684 |
+0.117 |
180,893 |
126,708 |
-337 |
Apr12 |
120217 |
2.697 |
2.862 |
2.670 |
2.824 |
+0.111 |
99,188 |
185,615 |
-1,389 |
May12 |
120217 |
2.803 |
2.961 |
2.776 |
2.926 |
+0.108 |
64,123 |
239,154 |
+3,973 |
Jun12 |
120217 |
2.884 |
3.040 |
2.864 |
3.010 |
+0.106 |
23,999 |
72,240 |
+1,223 |
Jul12 |
120217 |
2.953 |
3.104 |
2.930 |
3.074 |
+0.100 |
18,111 |
97,724 |
+2,279 |
Aug12 |
120217 |
2.989 |
3.137 |
2.969 |
3.109 |
+0.095 |
10,546 |
36,120 |
+373 |
Sep12 |
120217 |
2.993 |
3.143 |
2.988 |
3.118 |
+0.094 |
9,520 |
56,026 |
+1,211 |
Oct12 |
120217 |
3.056 |
3.195 |
3.043 |
3.169 |
+0.087 |
23,236 |
122,846 |
+942 |
Nov12 |
120217 |
3.235 |
3.364 |
3.235 |
3.337 |
+0.069 |
9,885 |
44,656 |
+1,257 |
Dec12 |
120217 |
3.580 |
3.640 |
3.573 |
3.609 |
+0.047 |
5,677 |
45,371 |
-177 |
Jan13 |
120217 |
3.675 |
3.765 |
3.675 |
3.743 |
+0.043 |
9,467 |
62,864 |
+140 |
Feb13 |
120217 |
3.771 |
3.772 |
3.722 |
3.752 |
+0.040 |
1,300 |
16,977 |
+103 |
Mar13 |
120217 |
3.672 |
3.758 |
3.672 |
3.734 |
+0.037 |
2,515 |
24,125 |
+132 |
Apr13 |
120217 |
3.634 |
3.717 |
3.634 |
3.691 |
+0.027 |
2,470 |
34,538 |
+103 |
May13 |
120217 |
3.709 |
3.750 |
3.704 |
3.727 |
+0.025 |
238 |
10,746 |
+43 |
Jun13 |
120217 |
3.775 |
3.795 |
3.762 |
3.772 |
+0.023 |
308 |
3,831 |
-20 |
Total Volume and Open Interest |
464,729 |
1,272,769 |
+10,515 |
Brent Crude Oil(ICE) |
Apr12 |
120217 |
120.13 |
120.70 |
118.85 |
119.58 |
-0.53 |
232,807 |
233,467 |
-19,502 |
May12 |
120217 |
119.50 |
119.75 |
118.05 |
118.77 |
-0.47 |
124,399 |
145,475 |
+520 |
Jun12 |
120217 |
118.89 |
119.00 |
117.48 |
118.13 |
-0.43 |
113,360 |
111,889 |
+2,911 |
Jul12 |
120217 |
118.25 |
118.32 |
116.99 |
117.57 |
-0.36 |
45,299 |
51,827 |
+2,587 |
Aug12 |
120217 |
117.29 |
117.64 |
116.43 |
116.98 |
-0.31 |
35,335 |
47,511 |
-249 |
Sep12 |
120217 |
116.80 |
116.90 |
115.77 |
116.27 |
-0.28 |
26,933 |
61,397 |
+985 |
Oct12 |
120217 |
116.10 |
116.17 |
115.16 |
115.63 |
-0.25 |
15,411 |
32,058 |
+1,564 |
Nov12 |
120217 |
115.40 |
115.40 |
114.60 |
115.04 |
-0.24 |
8,623 |
19,329 |
+119 |
Dec12 |
120217 |
115.04 |
115.04 |
114.02 |
114.46 |
-0.24 |
52,678 |
117,713 |
-280 |
Jan13 |
120217 |
113.90 |
113.90 |
113.90 |
113.90 |
-0.23 |
3,052 |
14,524 |
+104 |
Feb13 |
120217 |
113.34 |
113.34 |
113.34 |
113.34 |
-0.22 |
2,098 |
9,355 |
+70 |
Mar13 |
120217 |
112.80 |
112.80 |
112.80 |
112.80 |
-0.21 |
2,028 |
9,157 |
-25 |
Apr13 |
120217 |
112.29 |
112.29 |
112.29 |
112.29 |
-0.20 |
343 |
4,286 |
+117 |
May13 |
120217 |
111.74 |
111.74 |
111.74 |
111.74 |
-0.19 |
160 |
5,130 |
+6 |
Total Volume and Open Interest |
689,171 |
1,018,707 |
+233,946 |
Gas Oil(ICE) |
Mar12 |
120217 |
1008.50 |
1010.75 |
999.50 |
1002.50 |
-1.50 |
74,235 |
146,857 |
+82 |
Apr12 |
120217 |
1006.50 |
1008.00 |
997.00 |
999.75 |
-1.00 |
74,387 |
101,123 |
+2,759 |
May12 |
120217 |
1002.75 |
1003.25 |
993.25 |
995.75 |
-0.50 |
31,169 |
69,386 |
+2,599 |
Jun12 |
120217 |
998.75 |
999.00 |
989.75 |
992.25 |
-0.50 |
30,361 |
66,818 |
+2,252 |
Jul12 |
120217 |
997.50 |
998.00 |
989.50 |
991.25 |
-0.50 |
7,179 |
34,365 |
-332 |
Aug12 |
120217 |
997.00 |
997.00 |
989.75 |
991.00 |
-0.50 |
7,055 |
20,929 |
+1,344 |
Sep12 |
120217 |
996.25 |
996.75 |
988.75 |
990.25 |
-0.25 |
7,007 |
19,337 |
+162 |
Oct12 |
120217 |
993.75 |
994.00 |
986.75 |
988.00 |
-0.25 |
3,924 |
13,799 |
+73 |
Nov12 |
120217 |
991.00 |
991.00 |
984.00 |
985.25 |
-0.25 |
2,780 |
9,815 |
+700 |
Dec12 |
120217 |
988.50 |
988.50 |
981.00 |
983.00 |
-0.50 |
12,398 |
35,279 |
+1,737 |
Total Volume and Open Interest |
253,301 |
574,584 |
+11,938 |
Ethanol(CBOT) |
Feb12 |
120203 |
2.131 |
2.131 |
2.131 |
2.131 |
-0.015 |
10 |
211 |
-29 |
Mar12 |
120217 |
2.210 |
2.218 |
2.190 |
2.215 |
+0.013 |
144 |
958 |
-74 |
Apr12 |
120217 |
2.230 |
2.240 |
2.215 |
2.238 |
+0.015 |
189 |
1,351 |
+55 |
May12 |
120217 |
2.255 |
2.266 |
2.238 |
2.265 |
+0.015 |
67 |
1,155 |
-4 |
Jun12 |
120217 |
2.295 |
2.295 |
2.270 |
2.284 |
+0.010 |
20 |
920 |
-5 |
Jul12 |
120217 |
2.285 |
2.303 |
2.270 |
2.300 |
+0.014 |
75 |
1,691 |
-2 |
Aug12 |
120217 |
2.275 |
2.294 |
2.275 |
2.287 |
+0.013 |
53 |
1,107 |
+43 |
Sep12 |
120217 |
2.239 |
2.253 |
2.232 |
2.249 |
+0.007 |
19 |
935 |
+5 |
Total Volume and Open Interest |
870 |
11,079 |
+87 |
WTI Crude Oil(ICE) |
Mar12 |
120217 |
102.78 |
103.57 |
102.56 |
103.24 |
+0.93 |
36,609 |
26,551 |
-2,082 |
Apr12 |
120217 |
102.65 |
104.49 |
102.61 |
103.60 |
+0.96 |
47,828 |
49,922 |
+1,212 |
May12 |
120217 |
103.20 |
104.90 |
103.11 |
104.06 |
+0.88 |
12,296 |
26,355 |
+757 |
Jun12 |
120217 |
103.93 |
104.97 |
103.86 |
104.52 |
+0.78 |
21,239 |
49,316 |
+1,056 |
Jul12 |
120217 |
104.55 |
105.17 |
104.44 |
104.88 |
+0.67 |
5,511 |
28,493 |
+775 |
Aug12 |
120217 |
104.70 |
105.33 |
104.70 |
105.00 |
+0.54 |
4,112 |
15,696 |
+257 |
Sep12 |
120217 |
104.76 |
105.26 |
104.71 |
105.04 |
+0.47 |
4,827 |
13,287 |
-268 |
Oct12 |
120217 |
104.74 |
105.35 |
104.74 |
105.05 |
+0.42 |
1,536 |
8,833 |
+85 |
Nov12 |
120217 |
104.76 |
105.29 |
104.76 |
105.05 |
+0.37 |
1,516 |
5,618 |
-196 |
Dec12 |
120217 |
104.66 |
105.62 |
104.66 |
105.05 |
+0.34 |
14,093 |
57,403 |
+102 |
Jan13 |
120217 |
104.94 |
104.94 |
104.94 |
104.94 |
+0.32 |
683 |
5,856 |
-159 |
Feb13 |
120217 |
104.73 |
104.73 |
104.73 |
104.73 |
+0.30 |
143 |
2,023 |
-47 |
Mar13 |
120217 |
104.45 |
104.45 |
104.45 |
104.45 |
+0.30 |
72 |
3,404 |
+50 |
Apr13 |
120217 |
104.07 |
104.07 |
104.07 |
104.07 |
+0.29 |
0 |
470 |
+0 |
May13 |
120217 |
103.67 |
103.67 |
103.67 |
103.67 |
+0.29 |
0 |
623 |
+0 |
Jun13 |
120217 |
103.23 |
103.43 |
103.23 |
103.23 |
+0.28 |
706 |
14,567 |
-137 |
Total Volume and Open Interest |
154,515 |
389,956 |
+2,263 |
US Dollar Index(ICE) |
Mar12 |
120217 |
79.485 |
79.595 |
79.255 |
79.455 |
unch |
33,369 |
50,335 |
-904 |
Jun12 |
120217 |
80.020 |
80.020 |
79.655 |
79.845 |
+0.010 |
143 |
804 |
+46 |
Sep12 |
120217 |
80.245 |
80.245 |
80.245 |
80.245 |
+0.010 |
|
|
|
Total Volume and Open Interest |
33,512 |
51,139 |
-858 |
Australian Dollar(CME) |
Mar12 |
120217 |
107.13 |
107.64 |
106.53 |
106.83 |
-0.39 |
152,582 |
151,043 |
+102 |
Jun12 |
120217 |
106.18 |
106.50 |
105.51 |
105.76 |
-0.39 |
89 |
858 |
+34 |
Sep12 |
120217 |
104.75 |
105.14 |
104.75 |
104.75 |
-0.39 |
19 |
129 |
+19 |
Total Volume and Open Interest |
152,690 |
152,040 |
+155 |
British Pound(CME) |
Mar12 |
120217 |
157.97 |
158.60 |
157.86 |
158.38 |
+0.40 |
100,608 |
187,043 |
-4,643 |
Jun12 |
120217 |
157.82 |
158.46 |
157.79 |
158.25 |
+0.40 |
109 |
443 |
+64 |
Sep12 |
120217 |
158.11 |
158.11 |
157.71 |
158.11 |
+0.40 |
0 |
3 |
+0 |
Total Volume and Open Interest |
100,717 |
187,492 |
-4,579 |
Canadian Dollar(CME) |
Mar12 |
120217 |
100.30 |
100.54 |
100.09 |
100.34 |
unch |
92,410 |
117,809 |
+1,209 |
Jun12 |
120217 |
100.05 |
100.39 |
99.95 |
100.14 |
unch |
323 |
3,806 |
-32 |
Sep12 |
120217 |
99.95 |
99.95 |
99.85 |
99.94 |
+0.01 |
7 |
1,622 |
+3 |
Dec12 |
120217 |
99.92 |
99.92 |
99.61 |
99.75 |
+0.01 |
31 |
779 |
+4 |
Total Volume and Open Interest |
92,771 |
124,080 |
+1,184 |
Japanese Yen(CME) |
Mar12 |
120217 |
126.78 |
126.94 |
125.62 |
125.89 |
-0.86 |
93,474 |
151,952 |
+338 |
Jun12 |
120217 |
126.58 |
126.90 |
125.93 |
126.03 |
-0.87 |
194 |
2,101 |
+58 |
Sep12 |
120217 |
126.00 |
127.09 |
126.00 |
126.22 |
-0.87 |
0 |
16 |
+0 |
Total Volume and Open Interest |
93,670 |
154,081 |
+398 |
Swiss Franc(CME) |
Mar12 |
120217 |
108.83 |
109.21 |
108.64 |
108.90 |
+0.02 |
44,592 |
48,993 |
+981 |
Jun12 |
120217 |
109.00 |
109.24 |
108.90 |
109.06 |
+0.02 |
55 |
108 |
+33 |
Sep12 |
120217 |
109.26 |
109.26 |
109.23 |
109.26 |
+0.03 |
0 |
4 |
+0 |
Total Volume and Open Interest |
44,647 |
49,106 |
+1,014 |
EuroFX(CME) |
Mar12 |
120217 |
131.34 |
131.99 |
131.16 |
131.59 |
+0.18 |
321,141 |
293,224 |
+7,812 |
Jun12 |
120217 |
131.31 |
131.98 |
131.30 |
131.65 |
+0.18 |
848 |
5,760 |
+207 |
Sep12 |
120217 |
131.44 |
132.00 |
131.44 |
131.74 |
+0.16 |
6 |
80 |
+6 |
Total Volume and Open Interest |
321,995 |
299,085 |
+8,025 |
Mexican Peso(CME) |
Mar12 |
120217 |
777.8 |
783.5 |
777.8 |
781.0 |
+2.0 |
53,780 |
135,236 |
-4,030 |
Apr12 |
120217 |
779.0 |
779.0 |
777.0 |
779.0 |
+2.0 |
|
|
|
Total Volume and Open Interest |
63,566 |
162,280 |
+2,512 |
Brazilian Real(CME) |
Mar12 |
120217 |
582.60 |
582.60 |
582.15 |
582.15 |
+3.60 |
22 |
3,788 |
-4 |
Apr12 |
120217 |
578.50 |
578.50 |
578.50 |
578.50 |
+3.20 |
0 |
199 |
+0 |
May12 |
120217 |
574.80 |
574.80 |
574.80 |
574.80 |
+2.70 |
|
|
|
Jun12 |
120217 |
571.15 |
571.15 |
571.15 |
571.15 |
+2.30 |
1 |
75 |
+1 |
Total Volume and Open Interest |
23 |
17,612 |
-3 |
30-Year T-Bonds(CBOT) |
Mar12 |
120217 |
142~150 |
142~160 |
141~220 |
142~030 |
-0~060 |
342,709 |
594,769 |
+663 |
Jun12 |
120217 |
141~010 |
141~010 |
140~100 |
140~210 |
-0~060 |
470 |
11,061 |
+122 |
Sep12 |
120217 |
139~170 |
139~230 |
139~170 |
139~170 |
-0~060 |
|
|
|
Total Volume and Open Interest |
343,179 |
605,830 |
+785 |
10-Year T-Notes(CBOT) |
Mar12 |
120217 |
131~010 |
131~025 |
130~190 |
130~295 |
-0~020 |
1,007,304 |
1,798,777 |
+30,031 |
Jun12 |
120217 |
130~260 |
130~260 |
130~110 |
130~215 |
-0~025 |
27,328 |
44,963 |
+10,358 |
Sep12 |
120217 |
129~265 |
129~290 |
129~265 |
129~265 |
-0~025 |
|
|
|
Total Volume and Open Interest |
1,034,632 |
1,843,741 |
+40,389 |
5-Year T-Notes(CBOT) |
Mar12 |
120217 |
123~039 |
123~045 |
123~012 |
123~038 |
+0~002 |
555,187 |
1,421,839 |
-5,239 |
Jun12 |
120217 |
123~023 |
123~023 |
122~120 |
123~015 |
-0~002 |
1,290 |
9,560 |
+504 |
Sep12 |
120217 |
122~039 |
122~041 |
122~039 |
122~039 |
-0~002 |
|
|
|
Total Volume and Open Interest |
556,477 |
1,431,399 |
-4,735 |
2 Year T-Notes(CBOT) |
Mar12 |
120217 |
110~027 |
110~029 |
110~023 |
110~028 |
+0~002 |
161,618 |
876,581 |
-4,089 |
Jun12 |
120217 |
110~016 |
110~019 |
110~015 |
110~018 |
+0~002 |
2,715 |
13,203 |
+1,750 |
Sep12 |
120217 |
109~084 |
109~084 |
109~082 |
109~084 |
+0~002 |
|
|
|
Total Volume and Open Interest |
164,333 |
889,784 |
-2,339 |
Eurodollars(CME) |
Mar12 |
120217 |
99.530 |
99.540 |
99.515 |
99.530 |
-0.003 |
140,706 |
857,471 |
-2,413 |
Jun12 |
120217 |
99.505 |
99.515 |
99.475 |
99.500 |
-0.005 |
223,162 |
1,156,687 |
+37,101 |
Sep12 |
120217 |
99.465 |
99.475 |
99.430 |
99.465 |
unch |
164,758 |
841,402 |
+11,698 |
Dec12 |
120217 |
99.425 |
99.440 |
99.385 |
99.430 |
+0.005 |
145,769 |
885,007 |
+12,468 |
Mar13 |
120217 |
99.405 |
99.420 |
99.360 |
99.410 |
+0.005 |
136,647 |
699,148 |
-2,513 |
Jun13 |
120217 |
99.375 |
99.390 |
99.325 |
99.385 |
+0.010 |
130,049 |
619,522 |
-1,304 |
Sep13 |
120217 |
99.330 |
99.345 |
99.275 |
99.340 |
+0.010 |
131,275 |
643,435 |
-1,476 |
Dec13 |
120217 |
99.265 |
99.275 |
99.205 |
99.270 |
+0.005 |
144,675 |
553,907 |
-2,406 |
Mar14 |
120217 |
99.200 |
99.205 |
99.130 |
99.195 |
unch |
140,402 |
422,968 |
-5,371 |
Jun14 |
120217 |
99.105 |
99.110 |
99.030 |
99.085 |
-0.010 |
109,798 |
302,435 |
-1,533 |
Sep14 |
120217 |
98.980 |
98.990 |
98.905 |
98.955 |
-0.020 |
104,633 |
259,391 |
+4,338 |
Dec14 |
120217 |
98.830 |
98.835 |
98.740 |
98.795 |
-0.025 |
90,899 |
289,333 |
+7,724 |
Mar15 |
120217 |
98.675 |
98.685 |
98.580 |
98.635 |
-0.035 |
72,697 |
195,677 |
+2,035 |
Jun15 |
120217 |
0.221 |
0.221 |
0.111 |
0.166 |
-0.040 |
60,839 |
145,440 |
-4,582 |
Sep15 |
120217 |
0.051 |
0.056 |
6.505 |
0.006 |
-0.040 |
56,986 |
109,570 |
+3,056 |
Dec15 |
120217 |
6.440 |
6.450 |
6.345 |
6.400 |
-0.035 |
47,995 |
103,992 |
+5,328 |
Mar16 |
120217 |
6.295 |
6.310 |
6.200 |
6.260 |
-0.030 |
24,405 |
69,633 |
+1,316 |
Jun16 |
120217 |
6.160 |
6.160 |
6.055 |
6.115 |
-0.030 |
23,219 |
64,804 |
+2,039 |
Total Volume and Open Interest |
2,014,231 |
8,425,957 |
+76,801 |
30 Day Federal Funds(CBOT) |
Feb12 |
120217 |
99.885 |
99.893 |
99.882 |
99.890 |
+0.007 |
2,795 |
67,134 |
-1,571 |
Mar12 |
120217 |
99.880 |
99.890 |
99.875 |
99.885 |
+0.010 |
6,889 |
50,298 |
+856 |
Apr12 |
120217 |
99.885 |
99.885 |
99.875 |
99.885 |
+0.010 |
3,253 |
38,679 |
+398 |
May12 |
120217 |
99.880 |
99.885 |
99.875 |
99.880 |
+0.005 |
3,528 |
42,883 |
+525 |
Jun12 |
120217 |
99.875 |
99.885 |
99.875 |
99.880 |
+0.005 |
3,280 |
32,124 |
+634 |
Jul12 |
120217 |
99.875 |
99.880 |
99.870 |
99.875 |
+0.005 |
2,501 |
37,579 |
+151 |
Total Volume and Open Interest |
41,344 |
528,445 |
+2,111 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120217 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
58 |
+0 |
Jun12 |
120217 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
120217 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Dec12 |
120217 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
120217 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120217 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep13 |
120217 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Dec13 |
120217 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120217 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120217 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
58 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120217 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,895 |
+0 |
Jun12 |
120217 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,429 |
+0 |
Sep12 |
120217 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
679 |
+0 |
Dec12 |
120217 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
117 |
+0 |
Mar13 |
120217 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
2 |
133 |
+2 |
Jun13 |
120217 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
216 |
+0 |
Sep13 |
120217 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
325 |
+0 |
Dec13 |
120217 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
2 |
295 |
+2 |
Total Volume and Open Interest |
4 |
5,089 |
+4 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120217 |
142.90 |
142.97 |
142.70 |
142.78 |
-0.12 |
2,614 |
25,793 |
+75 |
Jun12 |
120217 |
142.45 |
142.45 |
142.30 |
142.30 |
-0.13 |
1 |
5 |
+1 |
Sep12 |
120217 |
140.21 |
140.21 |
140.21 |
140.21 |
-0.13 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,615 |
25,807 |
+76 |
Euro-Bund(EUREX) |
Mar12 |
120217 |
138.79 |
138.86 |
138.18 |
138.42 |
-0.61 |
733,830 |
906,915 |
+7,347 |
Jun12 |
120217 |
137.03 |
137.10 |
136.56 |
136.72 |
-0.62 |
13,843 |
33,378 |
+13,159 |
Sep12 |
120217 |
136.62 |
136.62 |
136.62 |
136.62 |
-0.61 |
38 |
1 |
+0 |
Total Volume and Open Interest |
747,711 |
940,294 |
+20,506 |
Euro-Bobl(EUREX) |
Mar12 |
120217 |
125.12 |
125.19 |
124.87 |
124.97 |
-0.23 |
423,010 |
716,387 |
+8,207 |
Jun12 |
120217 |
123.57 |
123.57 |
123.33 |
123.36 |
-0.23 |
1,582 |
26,729 |
+1,310 |
Sep12 |
120217 |
123.22 |
123.22 |
123.22 |
123.22 |
-0.23 |
0 |
3 |
+0 |
Total Volume and Open Interest |
424,592 |
743,119 |
+9,517 |
3-Mth Euribor(EUREX) |
Mar12 |
120217 |
99.070 |
99.070 |
99.070 |
99.070 |
-0.005 |
0 |
1,548 |
+0 |
Jun12 |
120217 |
99.170 |
99.170 |
99.170 |
99.170 |
+0.005 |
2 |
1,259 |
+0 |
Sep12 |
120217 |
99.195 |
99.195 |
99.190 |
99.190 |
-0.005 |
0 |
1,059 |
+0 |
Total Volume and Open Interest |
197 |
6,600 |
-65 |
Long Gilt(LIFFE) |
Mar12 |
120217 |
115~15 |
115~19 |
114~28 |
115~05 |
-0~19 |
158,181 |
316,002 |
-3,602 |
Jun12 |
120217 |
113~30 |
113~30 |
113~10 |
113~18 |
-0~22 |
40 |
916 |
+40 |
Total Volume and Open Interest |
158,221 |
316,918 |
-3,562 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120217 |
98.96 |
98.97 |
98.93 |
98.96 |
-0.01 |
30,898 |
282,422 |
-1,383 |
Jun12 |
120217 |
98.99 |
99.00 |
98.97 |
98.97 |
-0.03 |
48,073 |
285,072 |
-2,301 |
Sep12 |
120217 |
99.00 |
99.01 |
98.96 |
98.97 |
-0.04 |
43,153 |
296,831 |
-1,385 |
Dec12 |
120217 |
99.00 |
99.01 |
98.94 |
98.96 |
-0.05 |
31,229 |
249,807 |
-1,277 |
Mar13 |
120217 |
99.00 |
99.01 |
98.93 |
98.95 |
-0.06 |
23,550 |
297,639 |
+1,685 |
Jun13 |
120217 |
98.97 |
98.98 |
98.89 |
98.92 |
-0.06 |
27,970 |
214,521 |
-1,001 |
Total Volume and Open Interest |
300,411 |
2,129,085 |
-2,305 |
3-Mth Euribor(LIFFE) |
Mar12 |
120217 |
99.070 |
99.085 |
99.065 |
99.070 |
-0.005 |
46,429 |
550,384 |
-5,902 |
Jun12 |
120217 |
99.150 |
99.185 |
99.145 |
99.170 |
+0.005 |
80,242 |
465,638 |
+2,675 |
Sep12 |
120217 |
99.175 |
99.210 |
99.170 |
99.190 |
-0.005 |
76,646 |
442,078 |
-1,075 |
Total Volume and Open Interest |
555,570 |
3,384,063 |
-3,140 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120217 |
95.64 |
95.65 |
95.59 |
95.61 |
-0.03 |
45,083 |
176,769 |
-9,802 |
Jun12 |
120217 |
95.85 |
95.86 |
95.75 |
95.76 |
-0.08 |
52,637 |
219,984 |
+7,001 |
Sep12 |
120217 |
95.94 |
95.97 |
95.85 |
95.86 |
-0.09 |
31,386 |
134,570 |
+6,211 |
Dec12 |
120217 |
95.97 |
95.98 |
95.86 |
95.87 |
-0.10 |
9,290 |
86,903 |
+2,954 |
Mar13 |
120217 |
95.95 |
95.96 |
95.86 |
95.87 |
-0.08 |
2,891 |
57,727 |
+116 |
Jun13 |
120217 |
95.93 |
95.93 |
95.83 |
95.83 |
-0.09 |
438 |
57,363 |
-116 |
Sep13 |
120217 |
95.89 |
95.89 |
95.79 |
95.79 |
-0.08 |
324 |
35,128 |
-41 |
Dec13 |
120217 |
95.84 |
95.84 |
95.72 |
95.74 |
-0.08 |
331 |
26,621 |
-38 |
Mar14 |
120217 |
95.70 |
95.70 |
95.70 |
95.70 |
-0.08 |
41 |
2,462 |
-17 |
Jun14 |
120217 |
95.64 |
95.64 |
95.64 |
95.64 |
-0.08 |
0 |
520 |
+0 |
Total Volume and Open Interest |
142,421 |
798,294 |
+6,268 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120217 |
96.02 |
96.03 |
95.89 |
95.90 |
-0.12 |
61,591 |
370,761 |
-2,131 |
Jun12 |
120217 |
95.90 |
95.90 |
95.90 |
95.90 |
-0.12 |
|
|
|
Total Volume and Open Interest |
61,591 |
370,761 |
-2,131 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120217 |
96.48 |
96.50 |
96.35 |
96.37 |
-0.11 |
223,003 |
449,397 |
+954 |
Jun12 |
120217 |
96.39 |
96.39 |
96.39 |
96.39 |
-0.09 |
|
|
|
Total Volume and Open Interest |
223,003 |
449,397 |
+954 |
Gold(CMX) |
Feb12 |
120217 |
1733.6 |
1735.1 |
1718.8 |
1724.5 |
-2.3 |
110 |
385 |
-67 |
Apr12 |
120217 |
1730.4 |
1737.5 |
1718.6 |
1725.9 |
-2.5 |
140,860 |
238,603 |
+5,924 |
Jun12 |
120217 |
1733.6 |
1740.1 |
1721.5 |
1728.7 |
-2.5 |
5,342 |
57,697 |
-96 |
Aug12 |
120217 |
1736.0 |
1741.3 |
1725.1 |
1731.3 |
-2.4 |
567 |
22,594 |
-26 |
Oct12 |
120217 |
1741.7 |
1743.0 |
1732.9 |
1733.8 |
-2.3 |
43 |
12,084 |
+25 |
Dec12 |
120217 |
1740.0 |
1747.5 |
1730.0 |
1736.3 |
-2.2 |
1,131 |
30,574 |
+504 |
Feb13 |
120217 |
1746.7 |
1748.2 |
1735.9 |
1738.8 |
-2.2 |
1,318 |
13,725 |
+474 |
Apr13 |
120217 |
1741.6 |
1741.6 |
1741.6 |
1741.6 |
-2.1 |
18 |
2,895 |
+10 |
Jun13 |
120217 |
1744.9 |
1744.9 |
1744.9 |
1744.9 |
-2.0 |
78 |
11,422 |
+17 |
Aug13 |
120217 |
1748.3 |
1748.3 |
1748.3 |
1748.3 |
-2.0 |
0 |
219 |
+0 |
Oct13 |
120217 |
1751.8 |
1751.8 |
1751.8 |
1751.8 |
-1.9 |
0 |
1 |
+0 |
Dec13 |
120217 |
1755.3 |
1755.3 |
1755.3 |
1755.3 |
-1.8 |
195 |
11,444 |
+115 |
Total Volume and Open Interest |
150,864 |
438,174 |
+7,010 |
Silver(CMX) |
Mar12 |
120217 |
3342.5 |
3369.0 |
3305.0 |
3321.6 |
-15.4 |
51,438 |
32,232 |
-1,943 |
May12 |
120217 |
3348.0 |
3376.0 |
3312.5 |
3328.2 |
-15.5 |
13,606 |
30,853 |
+3,279 |
Jul12 |
120217 |
3355.0 |
3363.0 |
3320.0 |
3333.4 |
-15.5 |
1,806 |
7,853 |
+157 |
Sep12 |
120217 |
3336.5 |
3337.3 |
3336.5 |
3337.3 |
-15.5 |
92 |
3,547 |
+30 |
Dec12 |
120217 |
3360.0 |
3384.0 |
3331.5 |
3342.4 |
-15.2 |
311 |
14,336 |
+43 |
Mar13 |
120217 |
3343.0 |
3343.0 |
3343.0 |
3343.0 |
-14.8 |
179 |
1,512 |
+35 |
May13 |
120217 |
3369.5 |
3369.5 |
3342.9 |
3342.9 |
-14.9 |
1 |
1,088 |
+1 |
Total Volume and Open Interest |
67,809 |
106,621 |
+1,749 |
Platinum(NYMEX) |
Apr12 |
120217 |
1627.6 |
1646.6 |
1627.0 |
1633.9 |
+7.8 |
6,389 |
41,268 |
+179 |
Jul12 |
120217 |
1637.5 |
1649.0 |
1635.2 |
1637.1 |
+7.7 |
116 |
2,559 |
-68 |
Oct12 |
120217 |
1640.2 |
1640.2 |
1640.2 |
1640.2 |
+7.7 |
75 |
376 |
+75 |
Jan13 |
120217 |
1643.2 |
1643.2 |
1643.2 |
1643.2 |
+7.7 |
0 |
3 |
+0 |
Total Volume and Open Interest |
6,580 |
44,206 |
+186 |
Palladium(NYMEX) |
Mar12 |
120217 |
39.69 |
43.64 |
29.64 |
32.74 |
-8.50 |
3,038 |
15,646 |
-254 |
Jun12 |
120217 |
41.39 |
44.39 |
31.39 |
34.49 |
-8.45 |
281 |
4,951 |
+133 |
Sep12 |
120217 |
35.74 |
35.74 |
35.74 |
35.74 |
-8.50 |
2 |
265 |
+1 |
Total Volume and Open Interest |
3,321 |
20,864 |
-120 |
Copper(CMX) |
Mar12 |
120217 |
381.00 |
383.20 |
369.35 |
370.80 |
-8.30 |
46,949 |
39,750 |
+109 |
May12 |
120217 |
381.40 |
383.95 |
370.25 |
371.60 |
-8.25 |
6,422 |
61,882 |
+735 |
Jul12 |
120217 |
383.15 |
384.45 |
372.25 |
372.90 |
-8.25 |
1,831 |
34,170 |
+682 |
Sep12 |
120217 |
380.45 |
380.45 |
373.80 |
373.90 |
-8.25 |
644 |
10,183 |
+174 |
Dec12 |
120217 |
387.00 |
387.00 |
373.35 |
374.90 |
-8.25 |
211 |
8,714 |
+57 |
Total Volume and Open Interest |
56,600 |
166,128 |
+1,637 |
DJIA Index(CBOT) |
Mar12 |
120217 |
12878 |
12940 |
12878 |
12929 |
+59 |
271 |
12,105 |
+3 |
Jun12 |
120217 |
12858 |
12858 |
12799 |
12858 |
+59 |
0 |
286 |
+0 |
Sep12 |
120217 |
12795 |
12795 |
12736 |
12795 |
+59 |
|
|
|
Dec12 |
120217 |
12718 |
12718 |
12659 |
12718 |
+59 |
|
|
|
Total Volume and Open Interest |
271 |
12,391 |
+3 |
E-mini DJIA Index(CBOT) |
Mar12 |
120217 |
12870 |
12945 |
12860 |
12929 |
+59 |
146,648 |
107,434 |
-403 |
Jun12 |
120217 |
12789 |
12862 |
12789 |
12858 |
+59 |
80 |
145 |
+28 |
Sep12 |
120217 |
12795 |
12795 |
12795 |
12795 |
+59 |
0 |
20 |
+0 |
Dec12 |
120217 |
12718 |
12718 |
12718 |
12718 |
+59 |
2 |
14 |
+2 |
Total Volume and Open Interest |
146,730 |
107,613 |
-373 |
S & P 500(CME) |
Mar12 |
120217 |
1354.80 |
1361.00 |
1353.10 |
1359.70 |
+4.90 |
12,510 |
238,147 |
+533 |
Jun12 |
120217 |
1352.30 |
1355.10 |
1349.10 |
1354.00 |
+4.90 |
365 |
5,909 |
+126 |
Sep12 |
120217 |
1345.00 |
1349.00 |
1342.70 |
1347.90 |
+5.00 |
0 |
1,040 |
+0 |
Dec12 |
120217 |
1341.80 |
1342.60 |
1336.40 |
1341.80 |
+5.20 |
0 |
502 |
+0 |
Total Volume and Open Interest |
12,875 |
245,598 |
+659 |
S & P 500 E-Mini(Globex) |
Mar12 |
120217 |
1354.75 |
1361.25 |
1353.00 |
1359.75 |
+5.00 |
2,282,387 |
2,688,692 |
+4,224 |
Jun12 |
120217 |
1348.75 |
1355.50 |
1348.00 |
1354.00 |
+5.00 |
3,572 |
72,844 |
+895 |
Total Volume and Open Interest |
2,285,987 |
2,761,892 |
+5,117 |
NASDAQ 100(CME) |
Mar12 |
120217 |
2592.30 |
2597.30 |
2573.00 |
2582.00 |
-11.50 |
1,619 |
19,245 |
+752 |
Jun12 |
120217 |
2576.50 |
2580.00 |
2570.00 |
2576.50 |
-11.50 |
0 |
2 |
+0 |
Sep12 |
120217 |
2574.00 |
2576.00 |
2574.00 |
2574.00 |
-11.50 |
|
|
|
Total Volume and Open Interest |
1,619 |
19,247 |
+752 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120217 |
2593.80 |
2597.50 |
2572.00 |
2582.00 |
-11.50 |
393,394 |
446,156 |
+8,959 |
Jun12 |
120217 |
2588.00 |
2591.30 |
2568.00 |
2576.50 |
-11.50 |
176 |
576 |
+151 |
Total Volume and Open Interest |
393,570 |
446,753 |
+9,110 |
S & P Midcap 400(CME) |
Mar12 |
120217 |
984.50 |
990.00 |
981.00 |
984.50 |
+0.40 |
360 |
2,073 |
+0 |
Jun12 |
120217 |
982.10 |
982.10 |
981.70 |
982.10 |
+0.40 |
|
|
|
Sep12 |
120217 |
980.10 |
980.10 |
979.70 |
980.10 |
+0.40 |
|
|
|
Total Volume and Open Interest |
360 |
2,073 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120217 |
9365 |
9500 |
9365 |
9485 |
+110 |
13,186 |
26,594 |
+1,879 |
Jun12 |
120217 |
9420 |
9425 |
9315 |
9425 |
+110 |
8 |
588 |
+1 |
Total Volume and Open Interest |
13,194 |
27,182 |
+1,880 |
Nikkei 225(SGX) |
Mar12 |
120217 |
9230 |
9435 |
9225 |
9395 |
+175 |
159,909 |
215,054 |
+3,258 |
Jun12 |
120217 |
9165 |
9345 |
9165 |
9315 |
+170 |
162 |
10,548 |
+29 |
Sep12 |
120217 |
9315 |
9315 |
9315 |
9315 |
+170 |
0 |
30 |
+0 |
Total Volume and Open Interest |
160,126 |
232,716 |
+3,281 |
CAC 40(EURONEXT) |
Feb12 |
120217 |
3419.5 |
3450.0 |
3400.0 |
3448.5 |
+57.0 |
206,778 |
302,027 |
-18,323 |
Mar12 |
120217 |
3422.5 |
3453.0 |
3420.5 |
3439.0 |
+47.0 |
139,089 |
273,554 |
+127,053 |
Apr12 |
120217 |
3421.5 |
3445.0 |
3421.5 |
3431.5 |
+47.0 |
30 |
36 |
+10 |
Total Volume and Open Interest |
345,897 |
575,778 |
+108,733 |
Hang Seng Index(HKFE) |
Feb12 |
120217 |
21490 |
21574 |
21412 |
21444 |
+222 |
88,059 |
91,648 |
+348 |
Mar12 |
120217 |
21440 |
21520 |
21362 |
21398 |
+230 |
1,869 |
7,840 |
+1,046 |
Total Volume and Open Interest |
90,352 |
102,794 |
+1,323 |
DAX(EUREX) |
Mar12 |
120217 |
6793.5 |
6879.0 |
6793.5 |
6842.5 |
+95.0 |
157,588 |
161,143 |
+1,422 |
Jun12 |
120217 |
6815.5 |
6890.0 |
6812.0 |
6855.5 |
+95.0 |
503 |
6,315 |
+63 |
Sep12 |
120217 |
6822.0 |
6897.5 |
6819.0 |
6863.0 |
+95.5 |
87 |
387 |
+7 |
Total Volume and Open Interest |
158,178 |
167,845 |
+1,492 |
FT-SE 100(EURONEXT) |
Mar12 |
120217 |
5888.00 |
5903.50 |
5872.50 |
5881.50 |
+21.00 |
102,684 |
638,379 |
+2,112 |
Jun12 |
120217 |
5840.00 |
5844.50 |
5830.50 |
5830.50 |
+20.50 |
90 |
10,585 |
+34 |
Sep12 |
120217 |
5799.00 |
5799.00 |
5799.00 |
5799.00 |
+22.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
102,774 |
648,974 |
+2,146 |
SPI 200(SFE) |
Mar12 |
120217 |
4137.0 |
4185.0 |
4127.0 |
4166.0 |
+25.0 |
51,707 |
193,992 |
+5,004 |
Jun12 |
120217 |
4149.0 |
4194.0 |
4149.0 |
4179.0 |
+25.0 |
11 |
2,115 |
+8 |
Sep12 |
120217 |
4116.0 |
4150.0 |
4115.0 |
4150.0 |
+25.0 |
7 |
1,533 |
-3 |
Total Volume and Open Interest |
51,855 |
201,491 |
+5,034 |
GSCI(CME) |
Mar12 |
120217 |
688.00 |
690.00 |
687.00 |
689.50 |
+3.00 |
142 |
9,551 |
+104 |
Apr12 |
120217 |
689.25 |
691.25 |
688.25 |
690.75 |
+3.25 |
|
|
|
May12 |
120217 |
691.25 |
691.50 |
688.25 |
691.25 |
+2.75 |
|
|
|
Total Volume and Open Interest |
142 |
9,551 |
-1,352 |
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. |
|
|