|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue February 21, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120221 |
1271.00 |
1276.00 |
1260.00 |
1271.00 |
+3.50 |
108,157 |
117,274 |
-7,726 |
May12 |
120221 |
1276.50 |
1282.25 |
1266.50 |
1277.00 |
+3.25 |
55,403 |
181,969 |
+3,026 |
Jul12 |
120221 |
1285.00 |
1290.75 |
1274.50 |
1285.00 |
+3.00 |
38,353 |
114,811 |
-220 |
Aug12 |
120221 |
1278.50 |
1283.50 |
1271.00 |
1279.50 |
+1.50 |
372 |
3,177 |
+8 |
Sep12 |
120221 |
1272.25 |
1275.00 |
1259.25 |
1269.50 |
+1.00 |
405 |
2,341 |
+123 |
Nov12 |
120221 |
1262.00 |
1268.00 |
1251.00 |
1262.25 |
+0.25 |
18,173 |
94,718 |
-199 |
Jan13 |
120221 |
1265.00 |
1272.00 |
1255.75 |
1266.50 |
+1.00 |
614 |
16,057 |
+172 |
Mar13 |
120221 |
1267.50 |
1270.00 |
1259.75 |
1266.25 |
+0.50 |
484 |
4,749 |
+239 |
May13 |
120221 |
1258.50 |
1263.50 |
1253.00 |
1261.50 |
+0.25 |
607 |
2,156 |
+262 |
Jul13 |
120221 |
1264.50 |
1264.50 |
1250.50 |
1261.75 |
-0.25 |
382 |
2,809 |
+88 |
Aug13 |
120221 |
1253.00 |
1253.00 |
1250.00 |
1253.00 |
+3.00 |
0 |
2 |
+0 |
Sep13 |
120221 |
1225.00 |
1226.75 |
1225.00 |
1225.00 |
-1.75 |
|
|
|
Nov13 |
120221 |
1200.50 |
1208.75 |
1192.25 |
1204.00 |
+5.00 |
508 |
4,231 |
+215 |
Jan14 |
120221 |
1210.75 |
1210.75 |
1205.75 |
1210.75 |
+5.00 |
0 |
60 |
+0 |
Total Volume and Open Interest |
223,463 |
544,792 |
-4,009 |
Soybean Meal(CBOT) |
Mar12 |
120221 |
333.20 |
334.90 |
329.00 |
330.20 |
-2.30 |
37,942 |
53,846 |
-5,992 |
May12 |
120221 |
336.10 |
337.50 |
331.40 |
332.70 |
-2.40 |
23,342 |
53,555 |
+5,105 |
Jul12 |
120221 |
338.00 |
340.00 |
333.20 |
334.60 |
-2.80 |
7,293 |
30,208 |
+41 |
Aug12 |
120221 |
338.80 |
338.80 |
333.80 |
333.80 |
-2.90 |
465 |
6,670 |
+16 |
Sep12 |
120221 |
337.30 |
337.60 |
330.60 |
332.10 |
-2.80 |
512 |
6,167 |
+120 |
Oct12 |
120221 |
331.00 |
331.00 |
326.60 |
328.10 |
-2.80 |
311 |
3,543 |
+97 |
Dec12 |
120221 |
331.40 |
332.00 |
325.70 |
327.30 |
-2.90 |
2,280 |
19,796 |
+6 |
Jan13 |
120221 |
328.00 |
331.00 |
327.70 |
328.10 |
-2.90 |
257 |
2,887 |
+75 |
Mar13 |
120221 |
328.00 |
331.80 |
327.30 |
328.90 |
-2.90 |
199 |
3,335 |
+71 |
May13 |
120221 |
328.00 |
330.30 |
325.70 |
327.40 |
-2.90 |
411 |
1,727 |
+145 |
Total Volume and Open Interest |
73,303 |
184,063 |
-302 |
Soybean Oil(CBOT) |
Mar12 |
120221 |
53.65 |
54.25 |
53.34 |
54.06 |
+0.66 |
56,064 |
71,362 |
-6,154 |
May12 |
120221 |
53.93 |
54.65 |
53.72 |
54.45 |
+0.65 |
33,176 |
113,504 |
+5,844 |
Jul12 |
120221 |
54.50 |
55.04 |
54.19 |
54.85 |
+0.70 |
11,138 |
63,128 |
-910 |
Aug12 |
120221 |
54.72 |
55.10 |
54.26 |
54.96 |
+0.70 |
1,719 |
8,164 |
-800 |
Sep12 |
120221 |
54.51 |
55.22 |
54.33 |
55.05 |
+0.69 |
702 |
6,545 |
+117 |
Oct12 |
120221 |
54.53 |
55.20 |
54.39 |
55.09 |
+0.69 |
392 |
5,989 |
+89 |
Dec12 |
120221 |
54.85 |
55.45 |
54.56 |
55.26 |
+0.67 |
4,127 |
35,673 |
+422 |
Jan13 |
120221 |
54.93 |
55.40 |
54.69 |
55.36 |
+0.67 |
182 |
1,308 |
+80 |
Mar13 |
120221 |
54.88 |
55.44 |
54.88 |
55.44 |
+0.67 |
124 |
1,569 |
+65 |
May13 |
120221 |
54.81 |
55.43 |
54.72 |
55.39 |
+0.67 |
366 |
721 |
+171 |
Total Volume and Open Interest |
108,427 |
310,585 |
-897 |
Canola(WCE) |
Mar12 |
120221 |
555.7 |
559.0 |
554.2 |
558.3 |
+3.8 |
7,093 |
45,658 |
-5,917 |
May12 |
120221 |
554.8 |
560.9 |
554.8 |
560.1 |
+4.1 |
11,908 |
60,121 |
+3,009 |
Jul12 |
120221 |
559.0 |
563.6 |
559.0 |
562.8 |
+4.4 |
4,005 |
36,561 |
+719 |
Nov12 |
120221 |
527.5 |
532.6 |
527.5 |
531.5 |
+4.9 |
2,494 |
40,488 |
+1,391 |
Jan13 |
120221 |
532.2 |
536.5 |
532.2 |
536.2 |
+5.0 |
80 |
2,318 |
+57 |
Total Volume and Open Interest |
25,592 |
186,738 |
-737 |
Corn(CBOT) |
Mar12 |
120221 |
643.25 |
645.00 |
625.25 |
629.50 |
-12.25 |
185,500 |
249,410 |
-17,959 |
May12 |
120221 |
646.00 |
648.00 |
628.75 |
633.50 |
-11.75 |
101,243 |
374,880 |
+6,487 |
Jul12 |
120221 |
649.25 |
651.00 |
632.75 |
637.50 |
-10.75 |
52,222 |
266,769 |
+476 |
Sep12 |
120221 |
594.75 |
598.25 |
585.00 |
591.75 |
-5.00 |
9,085 |
89,845 |
+2,212 |
Dec12 |
120221 |
568.00 |
571.50 |
559.50 |
563.75 |
-4.50 |
23,615 |
258,182 |
+644 |
Mar13 |
120221 |
579.75 |
583.25 |
571.00 |
575.50 |
-3.75 |
1,181 |
45,885 |
+103 |
May13 |
120221 |
587.50 |
587.50 |
579.25 |
582.25 |
-3.50 |
156 |
2,549 |
+61 |
Jul13 |
120221 |
591.25 |
591.25 |
582.25 |
587.00 |
-3.25 |
354 |
3,634 |
+141 |
Sep13 |
120221 |
557.25 |
559.00 |
555.00 |
556.25 |
-2.75 |
15 |
684 |
-4 |
Dec13 |
120221 |
553.00 |
556.00 |
547.00 |
550.25 |
-3.25 |
560 |
18,853 |
+189 |
Total Volume and Open Interest |
373,993 |
1,313,647 |
-7,627 |
Wheat(CBOT) |
Mar12 |
120221 |
648.00 |
648.75 |
623.50 |
633.00 |
-11.00 |
53,309 |
78,847 |
-5,208 |
May12 |
120221 |
651.75 |
652.25 |
628.00 |
636.75 |
-11.00 |
42,583 |
151,298 |
+7,610 |
Jul12 |
120221 |
663.00 |
665.00 |
640.00 |
651.50 |
-8.25 |
19,259 |
109,884 |
-2,403 |
Sep12 |
120221 |
672.75 |
677.00 |
659.00 |
670.00 |
-7.00 |
3,390 |
41,490 |
+994 |
Dec12 |
120221 |
693.25 |
694.75 |
677.50 |
690.00 |
-4.75 |
5,651 |
64,316 |
+1,068 |
Mar13 |
120221 |
704.00 |
707.25 |
692.00 |
701.75 |
-4.00 |
536 |
5,897 |
+117 |
Total Volume and Open Interest |
124,880 |
458,912 |
+2,251 |
Wheat(KCBT) |
Mar12 |
120221 |
691.00 |
692.25 |
671.00 |
677.00 |
-12.50 |
14,391 |
28,105 |
-2,456 |
May12 |
120221 |
697.00 |
699.25 |
677.75 |
684.00 |
-12.75 |
9,707 |
42,401 |
+1,588 |
Jul12 |
120221 |
704.50 |
706.25 |
685.50 |
692.50 |
-11.50 |
6,865 |
49,038 |
+1,538 |
Sep12 |
120221 |
716.25 |
717.75 |
700.00 |
705.50 |
-12.25 |
626 |
10,897 |
+101 |
Dec12 |
120221 |
735.25 |
735.25 |
719.00 |
726.25 |
-9.50 |
1,537 |
13,551 |
-345 |
Mar13 |
120221 |
742.75 |
742.75 |
731.50 |
737.75 |
-10.50 |
7 |
567 |
-4 |
Total Volume and Open Interest |
33,137 |
145,045 |
+423 |
Wheat(MGE) |
Mar12 |
120221 |
822.50 |
825.00 |
810.00 |
816.75 |
-5.50 |
2,725 |
8,498 |
-756 |
May12 |
120221 |
817.25 |
820.00 |
806.00 |
813.00 |
-4.25 |
2,540 |
10,108 |
+920 |
Jul12 |
120221 |
810.00 |
812.25 |
797.50 |
805.75 |
-3.25 |
824 |
9,278 |
+53 |
Sep12 |
120221 |
791.75 |
792.75 |
776.50 |
785.25 |
-5.00 |
2,045 |
6,768 |
+1,111 |
Dec12 |
120221 |
795.25 |
795.25 |
778.50 |
788.00 |
-5.50 |
1,396 |
4,535 |
+309 |
Total Volume and Open Interest |
9,551 |
39,547 |
+1,996 |
Oats(CBOT) |
Mar12 |
120221 |
326.75 |
327.75 |
317.75 |
320.50 |
-3.25 |
579 |
3,414 |
-361 |
May12 |
120221 |
322.00 |
324.00 |
316.25 |
317.25 |
-3.00 |
410 |
6,542 |
+208 |
Jul12 |
120221 |
321.00 |
322.25 |
315.50 |
316.25 |
-3.00 |
43 |
598 |
-6 |
Sep12 |
120221 |
321.00 |
321.00 |
318.00 |
320.00 |
+2.00 |
0 |
55 |
+0 |
Total Volume and Open Interest |
1,055 |
11,698 |
-139 |
Rough Rice(CBOT) |
Mar12 |
120221 |
14.19 |
14.25 |
13.81 |
13.83 |
-0.31 |
1,550 |
5,971 |
-688 |
May12 |
120221 |
14.40 |
14.50 |
14.05 |
14.07 |
-0.32 |
1,337 |
7,378 |
+529 |
Jul12 |
120221 |
14.72 |
14.73 |
14.34 |
14.34 |
-0.31 |
474 |
1,351 |
+278 |
Sep12 |
120221 |
14.89 |
14.94 |
14.58 |
14.58 |
-0.28 |
44 |
571 |
+25 |
Total Volume and Open Interest |
3,405 |
15,286 |
+144 |
Live Cattle(CME) |
Feb12 |
120221 |
128.130 |
128.985 |
128.130 |
128.900 |
+0.300 |
7,275 |
12,775 |
-1,662 |
Apr12 |
120221 |
130.650 |
131.200 |
130.500 |
131.130 |
+0.230 |
28,953 |
149,831 |
+916 |
Jun12 |
120221 |
128.400 |
128.700 |
128.050 |
128.685 |
+0.200 |
14,045 |
98,357 |
+2,410 |
Aug12 |
120221 |
129.985 |
130.435 |
129.850 |
130.325 |
+0.125 |
4,520 |
52,030 |
+800 |
Oct12 |
120221 |
133.350 |
133.650 |
133.000 |
133.535 |
-0.115 |
2,440 |
19,554 |
+219 |
Dec12 |
120221 |
134.130 |
134.435 |
133.785 |
134.300 |
-0.300 |
2,084 |
13,708 |
+171 |
Total Volume and Open Interest |
59,768 |
351,650 |
+3,074 |
Feeder Cattle(CME) |
Mar12 |
120221 |
158.400 |
158.825 |
158.185 |
158.600 |
+0.165 |
2,291 |
16,736 |
+44 |
Apr12 |
120221 |
160.400 |
160.950 |
160.200 |
160.850 |
+0.365 |
1,508 |
10,296 |
+66 |
May12 |
120221 |
161.535 |
162.350 |
161.535 |
162.350 |
+0.550 |
1,301 |
10,251 |
+317 |
Aug12 |
120221 |
163.200 |
163.750 |
163.200 |
163.700 |
+0.165 |
708 |
11,122 |
+270 |
Sep12 |
120221 |
162.485 |
163.150 |
162.485 |
163.150 |
+0.050 |
120 |
1,962 |
+33 |
Oct12 |
120221 |
162.500 |
162.750 |
162.100 |
162.750 |
+0.150 |
60 |
1,031 |
+3 |
Nov12 |
120221 |
162.000 |
163.000 |
162.000 |
163.000 |
+0.300 |
131 |
565 |
+36 |
Total Volume and Open Interest |
6,141 |
52,058 |
+789 |
Lean Hogs(CME) |
Apr12 |
120221 |
90.200 |
90.285 |
89.535 |
89.830 |
-0.555 |
17,742 |
91,179 |
-176 |
May12 |
120221 |
98.230 |
98.730 |
97.700 |
98.730 |
-0.170 |
298 |
3,020 |
+101 |
Jun12 |
120221 |
99.400 |
99.450 |
98.785 |
99.350 |
-0.035 |
8,287 |
57,972 |
+986 |
Jul12 |
120221 |
99.700 |
100.000 |
99.400 |
99.850 |
+0.100 |
2,500 |
27,505 |
+438 |
Aug12 |
120221 |
99.680 |
99.850 |
99.250 |
99.650 |
-0.080 |
3,409 |
22,395 |
+243 |
Oct12 |
120221 |
89.600 |
90.000 |
89.300 |
89.930 |
-0.020 |
1,504 |
27,593 |
+469 |
Dec12 |
120221 |
85.800 |
86.000 |
85.450 |
85.800 |
-0.150 |
1,373 |
15,639 |
+790 |
Feb13 |
120221 |
86.550 |
86.750 |
86.230 |
86.600 |
+0.200 |
364 |
4,955 |
+266 |
Total Volume and Open Interest |
35,853 |
253,735 |
+3,376 |
Class III Milk(CME) |
Feb12 |
120221 |
16.07 |
16.07 |
16.06 |
16.07 |
unch |
44 |
5,524 |
+4 |
Mar12 |
120221 |
15.58 |
15.62 |
15.41 |
15.41 |
-0.27 |
360 |
6,243 |
+94 |
Apr12 |
120221 |
15.53 |
15.53 |
15.24 |
15.26 |
-0.37 |
243 |
3,967 |
+59 |
May12 |
120221 |
15.82 |
15.82 |
15.40 |
15.45 |
-0.47 |
89 |
3,289 |
+3 |
Jun12 |
120221 |
16.05 |
16.05 |
15.79 |
15.84 |
-0.26 |
72 |
2,818 |
+35 |
Total Volume and Open Interest |
1,022 |
33,454 |
+361 |
Cocoa(ICE) |
Mar12 |
120221 |
2400 |
2456 |
2373 |
2456 |
+67 |
510 |
1,091 |
-427 |
May12 |
120221 |
2345 |
2447 |
2345 |
2424 |
+79 |
17,066 |
72,911 |
-2,157 |
Jul12 |
120221 |
2382 |
2462 |
2371 |
2441 |
+74 |
3,417 |
32,810 |
-314 |
Sep12 |
120221 |
2399 |
2470 |
2381 |
2448 |
+73 |
1,646 |
16,843 |
-333 |
Dec12 |
120221 |
2400 |
2469 |
2397 |
2453 |
+73 |
1,350 |
19,919 |
+295 |
Mar13 |
120221 |
2410 |
2470 |
2395 |
2460 |
+72 |
1,527 |
13,827 |
+518 |
May13 |
120221 |
2418 |
2490 |
2416 |
2473 |
+68 |
897 |
3,519 |
+817 |
Total Volume and Open Interest |
26,582 |
162,527 |
-1,437 |
Coffee "C"(ICE) |
Mar12 |
120221 |
199.75 |
205.00 |
199.00 |
204.65 |
+4.60 |
8,907 |
7,191 |
-5,534 |
May12 |
120221 |
202.80 |
206.75 |
200.40 |
206.05 |
+3.70 |
18,875 |
71,281 |
+4,989 |
Jul12 |
120221 |
205.20 |
209.50 |
203.35 |
208.90 |
+3.60 |
2,524 |
25,363 |
+209 |
Sep12 |
120221 |
209.00 |
212.00 |
206.20 |
211.75 |
+3.55 |
1,807 |
14,881 |
+511 |
Dec12 |
120221 |
213.60 |
215.55 |
210.00 |
215.55 |
+3.40 |
1,467 |
10,219 |
+170 |
Mar13 |
120221 |
215.00 |
218.80 |
214.05 |
218.75 |
+3.30 |
62 |
1,679 |
+42 |
Total Volume and Open Interest |
33,683 |
131,591 |
+424 |
Orange Juice(ICE) |
Mar12 |
120221 |
187.80 |
189.00 |
181.20 |
186.35 |
-1.45 |
1,737 |
10,117 |
-1,318 |
May12 |
120221 |
181.05 |
182.25 |
176.50 |
180.45 |
-0.60 |
1,507 |
11,607 |
+1,270 |
Jul12 |
120221 |
177.25 |
177.25 |
175.50 |
176.75 |
-0.80 |
33 |
1,201 |
+10 |
Sep12 |
120221 |
174.50 |
175.60 |
174.40 |
175.60 |
-0.95 |
51 |
463 |
+12 |
Nov12 |
120221 |
166.00 |
169.35 |
166.00 |
169.35 |
-0.65 |
10 |
357 |
+6 |
Jan13 |
120221 |
167.35 |
167.35 |
167.35 |
167.35 |
-1.05 |
0 |
20 |
+0 |
Total Volume and Open Interest |
3,338 |
23,769 |
-20 |
Sugar #11(ICE) |
Mar12 |
120221 |
24.70 |
25.40 |
24.65 |
25.35 |
+0.73 |
45,013 |
91,206 |
-13,588 |
May12 |
120221 |
23.84 |
24.50 |
23.81 |
24.47 |
+0.70 |
45,455 |
205,908 |
+8,154 |
Jul12 |
120221 |
23.16 |
23.73 |
23.16 |
23.71 |
+0.55 |
21,974 |
191,080 |
+2,763 |
Oct12 |
120221 |
23.50 |
23.96 |
23.50 |
23.95 |
+0.45 |
8,208 |
81,882 |
+2,067 |
Mar13 |
120221 |
24.20 |
24.53 |
24.19 |
24.50 |
+0.30 |
6,163 |
63,871 |
+2,972 |
Total Volume and Open Interest |
129,152 |
695,110 |
+2,943 |
London Cocoa(LCE) |
Mar12 |
120221 |
1510 |
1550 |
1506 |
1548 |
+54 |
1,405 |
52,963 |
-1,291 |
May12 |
120221 |
1518 |
1559 |
1513 |
1556 |
+54 |
4,165 |
31,548 |
-505 |
Jul12 |
120221 |
1534 |
1575 |
1527 |
1571 |
+55 |
5,948 |
31,988 |
+411 |
Sep12 |
120221 |
1537 |
1582 |
1534 |
1577 |
+54 |
704 |
23,510 |
-128 |
Dec12 |
120221 |
1533 |
1573 |
1527 |
1571 |
+50 |
1,221 |
19,453 |
-204 |
Mar13 |
120221 |
1534 |
1579 |
1532 |
1575 |
+48 |
1,198 |
12,999 |
-32 |
May13 |
120221 |
1552 |
1588 |
1550 |
1588 |
+50 |
889 |
6,531 |
+159 |
Total Volume and Open Interest |
15,573 |
181,821 |
-1,537 |
London Sugar(LCE) |
May12 |
120221 |
632.60 |
644.70 |
632.00 |
643.20 |
+16.70 |
3,934 |
24,343 |
-248 |
Aug12 |
120221 |
612.30 |
624.10 |
612.30 |
621.00 |
+12.40 |
1,227 |
19,555 |
+66 |
Oct12 |
120221 |
611.40 |
619.10 |
609.90 |
618.10 |
+10.70 |
591 |
7,384 |
+36 |
Dec12 |
120221 |
614.50 |
621.80 |
614.10 |
620.20 |
+8.00 |
114 |
2,611 |
+167 |
Mar13 |
120221 |
619.60 |
625.80 |
619.60 |
624.40 |
+5.70 |
111 |
3,958 |
+103 |
Total Volume and Open Interest |
6,007 |
57,983 |
+134 |
Cotton(ICE) |
Mar12 |
120221 |
91.86 |
92.24 |
91.12 |
91.25 |
-0.20 |
10,562 |
21,215 |
-7,136 |
May12 |
120221 |
92.65 |
93.79 |
92.46 |
92.97 |
+0.32 |
11,712 |
83,316 |
+3,589 |
Jul12 |
120221 |
93.91 |
94.98 |
93.55 |
94.32 |
+0.67 |
3,007 |
48,604 |
-400 |
Oct12 |
120221 |
95.04 |
95.16 |
95.04 |
95.16 |
+0.70 |
0 |
87 |
+0 |
Dec12 |
120221 |
92.72 |
93.96 |
92.56 |
93.31 |
+0.69 |
701 |
26,752 |
+249 |
Mar13 |
120221 |
94.29 |
94.68 |
94.18 |
94.34 |
+0.87 |
4 |
1,331 |
+0 |
Total Volume and Open Interest |
26,002 |
182,458 |
-3,683 |
Lumber(CME) |
Mar12 |
120221 |
264.3 |
264.6 |
257.7 |
259.8 |
-3.4 |
339 |
2,725 |
-18 |
May12 |
120221 |
273.5 |
274.9 |
270.0 |
271.6 |
-3.4 |
663 |
5,150 |
-25 |
Jul12 |
120221 |
285.2 |
286.1 |
283.1 |
283.6 |
-0.3 |
322 |
1,269 |
+30 |
Sep12 |
120221 |
288.9 |
290.0 |
286.0 |
288.1 |
+0.6 |
10 |
650 |
+0 |
Total Volume and Open Interest |
1,334 |
10,091 |
-13 |
Crude Oil(NYM) |
Mar12 |
120221 |
104.65 |
106.07 |
104.26 |
105.84 |
+2.60 |
197,307 |
58,204 |
-20,454 |
Apr12 |
120221 |
104.75 |
106.48 |
104.61 |
106.25 |
+2.65 |
156,089 |
246,956 |
+7,418 |
May12 |
120221 |
105.19 |
106.95 |
105.12 |
106.75 |
+2.69 |
61,779 |
124,921 |
+6,378 |
Jun12 |
120221 |
105.49 |
107.39 |
105.49 |
107.21 |
+2.69 |
67,012 |
137,863 |
+7,115 |
Jul12 |
120221 |
106.15 |
107.70 |
105.99 |
107.53 |
+2.65 |
20,047 |
94,353 |
+1,566 |
Aug12 |
120221 |
106.30 |
107.65 |
106.10 |
107.61 |
+2.61 |
12,766 |
45,146 |
+651 |
Sep12 |
120221 |
106.35 |
107.62 |
106.19 |
107.59 |
+2.55 |
18,151 |
46,870 |
+2,298 |
Oct12 |
120221 |
106.36 |
107.73 |
106.21 |
107.57 |
+2.52 |
8,695 |
34,197 |
+759 |
Nov12 |
120221 |
106.37 |
107.56 |
106.37 |
107.56 |
+2.51 |
6,808 |
33,286 |
+967 |
Dec12 |
120221 |
105.85 |
107.70 |
105.85 |
107.56 |
+2.51 |
57,067 |
191,240 |
-5,120 |
Jan13 |
120221 |
106.15 |
107.45 |
106.15 |
107.45 |
+2.51 |
2,359 |
35,306 |
+934 |
Feb13 |
120221 |
105.93 |
107.23 |
105.93 |
107.23 |
+2.50 |
1,092 |
17,749 |
-122 |
Mar13 |
120221 |
105.60 |
106.93 |
105.60 |
106.93 |
+2.48 |
3,150 |
20,791 |
+716 |
Apr13 |
120221 |
106.52 |
106.52 |
106.52 |
106.52 |
+2.45 |
1,106 |
9,391 |
+57 |
May13 |
120221 |
106.08 |
106.08 |
106.08 |
106.08 |
+2.41 |
661 |
9,932 |
-4 |
Jun13 |
120221 |
104.50 |
105.76 |
104.44 |
105.60 |
+2.37 |
5,658 |
55,243 |
+67 |
Total Volume and Open Interest |
660,975 |
1,481,473 |
+4,330 |
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 |
120221 |
104.550 |
106.475 |
104.550 |
106.250 |
+2.650 |
2,566 |
1,062 |
+104 |
May12 |
120221 |
105.825 |
106.925 |
105.150 |
106.750 |
+2.700 |
88 |
189 |
-2 |
Jun12 |
120221 |
105.950 |
107.225 |
105.775 |
107.200 |
+2.675 |
8 |
162 |
-2 |
Jul12 |
120221 |
106.400 |
107.525 |
106.400 |
107.525 |
+2.650 |
0 |
21 |
+0 |
Aug12 |
120221 |
107.600 |
107.600 |
107.600 |
107.600 |
+2.600 |
2 |
9 |
+0 |
Sep12 |
120221 |
107.600 |
107.600 |
107.600 |
107.600 |
+2.550 |
0 |
2 |
+0 |
Oct12 |
120221 |
107.575 |
107.575 |
107.575 |
107.575 |
+2.525 |
0 |
10 |
+0 |
Nov12 |
120221 |
107.550 |
107.550 |
107.550 |
107.550 |
+2.500 |
0 |
2 |
+0 |
Total Volume and Open Interest |
6,706 |
3,331 |
+5 |
Heating Oil(NYM) |
Mar12 |
120221 |
320.02 |
324.81 |
318.79 |
323.93 |
+5.04 |
52,917 |
69,513 |
-7,778 |
Apr12 |
120221 |
319.40 |
324.31 |
317.93 |
323.48 |
+5.76 |
40,785 |
62,827 |
+5,215 |
May12 |
120221 |
318.91 |
323.15 |
316.72 |
322.38 |
+6.06 |
20,419 |
36,037 |
+172 |
Jun12 |
120221 |
316.00 |
322.43 |
316.00 |
321.67 |
+6.15 |
24,934 |
57,303 |
-495 |
Jul12 |
120221 |
317.56 |
322.62 |
317.21 |
321.97 |
+6.14 |
4,540 |
18,908 |
+632 |
Aug12 |
120221 |
318.05 |
323.10 |
318.05 |
322.34 |
+6.07 |
1,752 |
9,252 |
+346 |
Sep12 |
120221 |
320.02 |
323.39 |
318.26 |
322.72 |
+6.03 |
2,243 |
13,371 |
+151 |
Oct12 |
120221 |
319.13 |
323.90 |
319.13 |
323.17 |
+6.01 |
541 |
5,161 |
+126 |
Nov12 |
120221 |
319.77 |
323.59 |
319.62 |
323.59 |
+5.96 |
812 |
3,592 |
+231 |
Dec12 |
120221 |
321.10 |
324.38 |
319.90 |
323.96 |
+5.93 |
6,713 |
26,780 |
-158 |
Jan13 |
120221 |
319.94 |
324.20 |
319.94 |
324.20 |
+5.90 |
571 |
3,997 |
+81 |
Feb13 |
120221 |
319.37 |
323.65 |
319.37 |
323.65 |
+5.85 |
127 |
767 |
+26 |
Total Volume and Open Interest |
156,444 |
308,932 |
-1,396 |
Gasoline(NYMEX) |
Mar12 |
120221 |
304.39 |
308.58 |
302.16 |
307.02 |
+5.46 |
48,216 |
59,778 |
-4,337 |
Apr12 |
120221 |
322.55 |
326.34 |
319.22 |
324.85 |
+6.09 |
40,136 |
85,853 |
+6,105 |
May12 |
120221 |
320.80 |
325.19 |
318.46 |
323.85 |
+6.08 |
14,299 |
50,666 |
+108 |
Jun12 |
120221 |
317.39 |
321.85 |
315.50 |
320.89 |
+6.11 |
9,857 |
46,327 |
+1,232 |
Jul12 |
120221 |
313.68 |
318.04 |
311.93 |
316.84 |
+5.98 |
5,341 |
30,943 |
-162 |
Aug12 |
120221 |
309.27 |
312.22 |
307.28 |
312.22 |
+5.70 |
3,111 |
19,756 |
-98 |
Sep12 |
120221 |
303.18 |
308.00 |
303.18 |
307.29 |
+5.49 |
2,914 |
14,365 |
-300 |
Oct12 |
120221 |
287.50 |
292.11 |
287.50 |
292.11 |
+5.31 |
2,610 |
10,361 |
+267 |
Nov12 |
120221 |
285.82 |
288.20 |
285.50 |
287.54 |
+5.08 |
1,744 |
5,302 |
+43 |
Dec12 |
120221 |
283.40 |
285.65 |
282.49 |
284.76 |
+4.92 |
2,719 |
18,629 |
-220 |
Total Volume and Open Interest |
133,347 |
353,106 |
+3,303 |
e-miNY RBOB Gasoline(NYM) |
Mar12 |
120221 |
307.00 |
307.02 |
307.00 |
307.00 |
+5.40 |
0 |
1 |
+0 |
Apr12 |
120221 |
324.90 |
324.90 |
324.85 |
324.90 |
+6.10 |
|
|
|
May12 |
120221 |
323.90 |
323.90 |
323.85 |
323.90 |
+6.10 |
|
|
|
Jun12 |
120221 |
320.90 |
320.90 |
320.89 |
320.90 |
+6.10 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Mar12 |
120221 |
2.659 |
2.673 |
2.575 |
2.626 |
-0.058 |
201,166 |
89,249 |
-37,459 |
Apr12 |
120221 |
2.817 |
2.817 |
2.705 |
2.773 |
-0.051 |
120,433 |
195,948 |
+10,333 |
May12 |
120221 |
2.907 |
2.918 |
2.811 |
2.880 |
-0.046 |
61,292 |
244,936 |
+5,782 |
Jun12 |
120221 |
2.941 |
3.003 |
2.901 |
2.967 |
-0.043 |
31,407 |
74,406 |
+2,166 |
Jul12 |
120221 |
3.060 |
3.060 |
2.965 |
3.036 |
-0.038 |
22,090 |
98,873 |
+1,149 |
Aug12 |
120221 |
3.099 |
3.108 |
3.012 |
3.074 |
-0.035 |
13,504 |
35,926 |
-194 |
Sep12 |
120221 |
3.108 |
3.108 |
3.023 |
3.086 |
-0.032 |
12,821 |
55,632 |
-394 |
Oct12 |
120221 |
3.145 |
3.167 |
3.072 |
3.137 |
-0.032 |
35,310 |
117,777 |
-5,069 |
Nov12 |
120221 |
3.276 |
3.320 |
3.250 |
3.312 |
-0.025 |
7,852 |
46,049 |
+1,393 |
Dec12 |
120221 |
3.613 |
3.613 |
3.519 |
3.593 |
-0.016 |
5,273 |
45,200 |
-171 |
Jan13 |
120221 |
3.725 |
3.742 |
3.654 |
3.728 |
-0.015 |
13,533 |
62,646 |
-218 |
Feb13 |
120221 |
3.689 |
3.737 |
3.687 |
3.737 |
-0.015 |
2,248 |
17,125 |
+148 |
Mar13 |
120221 |
3.706 |
3.720 |
3.657 |
3.720 |
-0.014 |
4,767 |
24,376 |
+251 |
Apr13 |
120221 |
3.660 |
3.680 |
3.616 |
3.675 |
-0.016 |
3,743 |
35,304 |
+766 |
May13 |
120221 |
3.656 |
3.711 |
3.656 |
3.711 |
-0.016 |
876 |
10,769 |
+23 |
Jun13 |
120221 |
3.712 |
3.757 |
3.712 |
3.757 |
-0.015 |
451 |
3,825 |
-6 |
Total Volume and Open Interest |
539,863 |
1,251,373 |
-21,396 |
Brent Crude Oil(ICE) |
Apr12 |
120221 |
120.07 |
121.88 |
119.21 |
121.66 |
+2.08 |
214,484 |
241,018 |
+7,551 |
May12 |
120221 |
119.28 |
121.05 |
118.58 |
120.84 |
+2.07 |
128,542 |
151,988 |
+6,513 |
Jun12 |
120221 |
118.77 |
120.51 |
118.09 |
120.29 |
+2.16 |
105,451 |
112,926 |
+1,037 |
Jul12 |
120221 |
118.29 |
120.00 |
117.65 |
119.79 |
+2.22 |
44,579 |
52,252 |
+425 |
Aug12 |
120221 |
117.60 |
119.42 |
117.20 |
119.23 |
+2.25 |
27,688 |
47,537 |
+26 |
Sep12 |
120221 |
116.96 |
118.71 |
116.62 |
118.53 |
+2.26 |
24,190 |
63,691 |
+2,294 |
Oct12 |
120221 |
116.57 |
118.07 |
116.07 |
117.90 |
+2.27 |
11,014 |
32,890 |
+832 |
Nov12 |
120221 |
116.02 |
117.47 |
115.57 |
117.31 |
+2.27 |
8,095 |
19,360 |
+31 |
Dec12 |
120221 |
115.30 |
116.92 |
114.98 |
116.72 |
+2.26 |
52,905 |
115,719 |
-1,994 |
Jan13 |
120221 |
116.13 |
116.13 |
116.13 |
116.13 |
+2.23 |
3,423 |
14,830 |
+306 |
Feb13 |
120221 |
115.53 |
115.53 |
115.53 |
115.53 |
+2.19 |
2,676 |
9,386 |
+31 |
Mar13 |
120221 |
114.95 |
114.95 |
114.95 |
114.95 |
+2.15 |
2,153 |
8,842 |
-315 |
Apr13 |
120221 |
114.40 |
114.40 |
114.40 |
114.40 |
+2.11 |
789 |
4,545 |
+259 |
May13 |
120221 |
113.80 |
113.80 |
113.80 |
113.80 |
+2.06 |
424 |
5,159 |
+29 |
Total Volume and Open Interest |
644,085 |
1,038,428 |
+19,721 |
Gas Oil(ICE) |
Mar12 |
120221 |
1008.75 |
1021.25 |
1001.50 |
1013.75 |
+11.25 |
85,426 |
136,921 |
-9,936 |
Apr12 |
120221 |
1007.00 |
1020.25 |
1000.50 |
1012.50 |
+12.75 |
92,212 |
108,620 |
+7,497 |
May12 |
120221 |
1003.75 |
1016.75 |
997.75 |
1009.50 |
+13.75 |
42,104 |
69,131 |
-255 |
Jun12 |
120221 |
1000.75 |
1014.25 |
995.00 |
1007.00 |
+14.75 |
43,354 |
61,938 |
-4,880 |
Jul12 |
120221 |
1001.00 |
1013.00 |
996.75 |
1006.50 |
+15.25 |
11,438 |
34,313 |
-52 |
Aug12 |
120221 |
999.75 |
1008.50 |
994.75 |
1006.50 |
+15.50 |
5,968 |
21,627 |
+698 |
Sep12 |
120221 |
997.00 |
1012.50 |
997.00 |
1005.75 |
+15.50 |
6,842 |
19,230 |
-107 |
Oct12 |
120221 |
1001.75 |
1005.50 |
1001.75 |
1003.75 |
+15.75 |
3,175 |
14,086 |
+287 |
Nov12 |
120221 |
999.00 |
1006.25 |
999.00 |
1001.00 |
+15.75 |
2,693 |
10,153 |
+338 |
Dec12 |
120221 |
990.00 |
1005.75 |
987.25 |
999.00 |
+16.00 |
13,377 |
35,185 |
-94 |
Total Volume and Open Interest |
309,334 |
568,660 |
-5,924 |
Ethanol(CBOT) |
Feb12 |
120203 |
2.131 |
2.131 |
2.131 |
2.131 |
-0.015 |
10 |
211 |
-29 |
Mar12 |
120221 |
2.200 |
2.200 |
2.180 |
2.184 |
-0.031 |
115 |
876 |
-82 |
Apr12 |
120221 |
2.225 |
2.225 |
2.205 |
2.215 |
-0.023 |
168 |
1,395 |
+44 |
May12 |
120221 |
2.251 |
2.251 |
2.229 |
2.240 |
-0.025 |
242 |
1,215 |
+60 |
Jun12 |
120221 |
2.281 |
2.281 |
2.259 |
2.267 |
-0.017 |
73 |
909 |
-11 |
Jul12 |
120221 |
2.285 |
2.294 |
2.274 |
2.291 |
-0.009 |
179 |
1,717 |
+26 |
Aug12 |
120221 |
2.266 |
2.281 |
2.260 |
2.281 |
-0.006 |
244 |
1,145 |
+38 |
Sep12 |
120221 |
2.237 |
2.245 |
2.235 |
2.243 |
-0.006 |
138 |
1,013 |
+78 |
Total Volume and Open Interest |
1,446 |
11,231 |
+152 |
WTI Crude Oil(ICE) |
Apr12 |
120221 |
105.07 |
106.49 |
104.61 |
106.25 |
+2.65 |
50,061 |
50,055 |
+133 |
May12 |
120221 |
105.50 |
106.95 |
105.12 |
106.75 |
+2.69 |
16,444 |
28,957 |
+2,602 |
Jun12 |
120221 |
106.00 |
107.40 |
105.60 |
107.21 |
+2.69 |
20,872 |
51,375 |
+2,059 |
Jul12 |
120221 |
106.25 |
107.59 |
105.91 |
107.53 |
+2.65 |
7,542 |
29,470 |
+977 |
Aug12 |
120221 |
106.21 |
107.61 |
106.21 |
107.61 |
+2.61 |
5,243 |
15,608 |
-88 |
Sep12 |
120221 |
106.23 |
107.63 |
106.23 |
107.59 |
+2.55 |
4,560 |
13,553 |
+266 |
Oct12 |
120221 |
106.10 |
107.66 |
106.10 |
107.57 |
+2.52 |
2,415 |
8,784 |
-49 |
Nov12 |
120221 |
106.09 |
107.70 |
106.09 |
107.56 |
+2.51 |
1,035 |
5,580 |
-38 |
Dec12 |
120221 |
106.12 |
107.69 |
106.07 |
107.56 |
+2.51 |
11,766 |
57,711 |
+308 |
Jan13 |
120221 |
107.45 |
107.45 |
107.45 |
107.45 |
+2.51 |
191 |
5,904 |
+48 |
Feb13 |
120221 |
107.23 |
107.23 |
107.23 |
107.23 |
+2.50 |
36 |
2,035 |
+12 |
Mar13 |
120221 |
106.93 |
106.93 |
106.93 |
106.93 |
+2.48 |
114 |
3,500 |
+96 |
Apr13 |
120221 |
106.52 |
106.52 |
106.52 |
106.52 |
+2.45 |
0 |
470 |
+0 |
May13 |
120221 |
106.08 |
106.08 |
106.08 |
106.08 |
+2.41 |
0 |
623 |
+0 |
Jun13 |
120221 |
104.25 |
105.60 |
104.25 |
105.60 |
+2.37 |
788 |
14,714 |
+147 |
Jul13 |
120221 |
105.08 |
105.08 |
105.08 |
105.08 |
+2.34 |
0 |
132 |
+0 |
Total Volume and Open Interest |
159,443 |
387,209 |
-2,747 |
US Dollar Index(ICE) |
Mar12 |
120221 |
79.200 |
79.360 |
78.895 |
79.135 |
-0.320 |
35,088 |
48,193 |
-2,142 |
Jun12 |
120221 |
79.615 |
79.780 |
79.265 |
79.510 |
-0.335 |
139 |
837 |
+33 |
Sep12 |
120221 |
79.910 |
79.910 |
79.910 |
79.910 |
-0.335 |
|
|
|
Total Volume and Open Interest |
35,227 |
49,030 |
-2,109 |
Australian Dollar(CME) |
Mar12 |
120221 |
107.37 |
107.83 |
106.21 |
106.38 |
-0.45 |
154,597 |
152,546 |
+1,503 |
Jun12 |
120221 |
106.59 |
106.59 |
105.18 |
105.31 |
-0.45 |
197 |
938 |
+80 |
Sep12 |
120221 |
104.29 |
104.75 |
104.29 |
104.29 |
-0.46 |
0 |
129 |
+0 |
Total Volume and Open Interest |
154,794 |
153,623 |
+1,583 |
British Pound(CME) |
Mar12 |
120221 |
158.55 |
158.95 |
157.69 |
157.82 |
-0.56 |
119,418 |
189,173 |
+2,130 |
Jun12 |
120221 |
158.62 |
159.14 |
157.62 |
157.70 |
-0.55 |
267 |
579 |
+136 |
Sep12 |
120221 |
157.55 |
158.11 |
157.55 |
157.55 |
-0.56 |
0 |
3 |
+0 |
Total Volume and Open Interest |
119,685 |
189,758 |
+2,266 |
Canadian Dollar(CME) |
Mar12 |
120221 |
100.59 |
100.90 |
100.18 |
100.31 |
-0.03 |
101,399 |
118,525 |
+716 |
Jun12 |
120221 |
100.40 |
100.65 |
99.98 |
100.11 |
-0.03 |
240 |
3,896 |
+90 |
Sep12 |
120221 |
99.95 |
99.95 |
99.90 |
99.90 |
-0.04 |
27 |
1,625 |
+3 |
Dec12 |
120221 |
100.00 |
100.16 |
99.70 |
99.72 |
-0.03 |
6 |
784 |
+5 |
Total Volume and Open Interest |
101,672 |
124,894 |
+814 |
Japanese Yen(CME) |
Mar12 |
120221 |
125.44 |
126.03 |
125.19 |
125.50 |
-0.39 |
86,290 |
147,992 |
-3,960 |
Jun12 |
120221 |
125.77 |
126.12 |
125.39 |
125.62 |
-0.41 |
375 |
2,194 |
+93 |
Sep12 |
120221 |
125.79 |
126.22 |
125.79 |
125.79 |
-0.43 |
0 |
16 |
+0 |
Total Volume and Open Interest |
86,665 |
150,214 |
-3,867 |
Swiss Franc(CME) |
Mar12 |
120221 |
109.14 |
110.23 |
108.90 |
109.70 |
+0.80 |
42,015 |
49,364 |
+371 |
Jun12 |
120221 |
109.41 |
110.32 |
109.06 |
109.85 |
+0.79 |
133 |
197 |
+89 |
Sep12 |
120221 |
110.04 |
110.04 |
109.26 |
110.04 |
+0.78 |
0 |
4 |
+0 |
Total Volume and Open Interest |
42,148 |
49,566 |
+460 |
EuroFX(CME) |
Mar12 |
120221 |
132.06 |
132.95 |
131.59 |
132.47 |
+0.88 |
358,451 |
288,063 |
-5,161 |
Jun12 |
120221 |
132.08 |
132.95 |
131.65 |
132.53 |
+0.88 |
1,232 |
5,874 |
+114 |
Sep12 |
120221 |
132.53 |
132.81 |
132.33 |
132.61 |
+0.87 |
60 |
126 |
+46 |
Total Volume and Open Interest |
359,743 |
294,084 |
-5,001 |
Mexican Peso(CME) |
Mar12 |
120221 |
784.2 |
787.8 |
778.8 |
781.5 |
+0.5 |
41,842 |
133,432 |
-1,804 |
Apr12 |
120221 |
779.5 |
779.5 |
779.0 |
779.5 |
+0.5 |
|
|
|
Total Volume and Open Interest |
45,944 |
163,940 |
+1,660 |
Brazilian Real(CME) |
Mar12 |
120221 |
583.00 |
583.00 |
582.60 |
582.60 |
+0.45 |
516 |
3,315 |
-473 |
Apr12 |
120221 |
579.25 |
579.25 |
579.25 |
579.25 |
+0.75 |
413 |
612 |
+413 |
May12 |
120221 |
575.85 |
575.85 |
575.85 |
575.85 |
+1.05 |
|
|
|
Jun12 |
120221 |
572.50 |
572.50 |
572.50 |
572.50 |
+1.35 |
3 |
78 |
+3 |
Total Volume and Open Interest |
932 |
17,555 |
-57 |
30-Year T-Bonds(CBOT) |
Mar12 |
120221 |
142~000 |
142~010 |
140~310 |
141~170 |
-0~180 |
382,286 |
589,213 |
-5,556 |
Jun12 |
120221 |
140~210 |
140~210 |
139~190 |
140~030 |
-0~180 |
2,633 |
11,693 |
+632 |
Sep12 |
120221 |
138~310 |
139~170 |
138~310 |
138~310 |
-0~180 |
|
|
|
Total Volume and Open Interest |
384,919 |
600,906 |
-4,924 |
10-Year T-Notes(CBOT) |
Mar12 |
120221 |
130~255 |
130~270 |
130~120 |
130~205 |
-0~090 |
1,126,352 |
1,826,988 |
+28,211 |
Jun12 |
120221 |
130~170 |
130~215 |
130~030 |
130~110 |
-0~105 |
15,024 |
48,219 |
+3,256 |
Sep12 |
120221 |
129~160 |
129~265 |
129~160 |
129~160 |
-0~105 |
|
|
|
Total Volume and Open Interest |
1,141,376 |
1,875,208 |
+31,467 |
5-Year T-Notes(CBOT) |
Mar12 |
120221 |
123~033 |
123~033 |
123~003 |
123~018 |
-0~020 |
668,029 |
1,390,431 |
-31,408 |
Jun12 |
120221 |
122~121 |
123~015 |
122~107 |
122~121 |
-0~022 |
3,096 |
9,828 |
+268 |
Sep12 |
120221 |
122~017 |
122~039 |
122~017 |
122~017 |
-0~022 |
|
|
|
Total Volume and Open Interest |
671,125 |
1,400,259 |
-31,140 |
2 Year T-Notes(CBOT) |
Mar12 |
120221 |
110~027 |
110~028 |
110~023 |
110~026 |
-0~002 |
193,981 |
849,261 |
-27,320 |
Jun12 |
120221 |
110~015 |
110~018 |
110~012 |
110~015 |
-0~003 |
576 |
13,386 |
+183 |
Sep12 |
120221 |
109~081 |
109~084 |
109~081 |
109~081 |
-0~003 |
|
|
|
Total Volume and Open Interest |
194,557 |
862,647 |
-27,137 |
Eurodollars(CME) |
Mar12 |
120221 |
99.530 |
99.537 |
99.518 |
99.530 |
unch |
254,583 |
880,987 |
+23,516 |
Jun12 |
120221 |
99.505 |
99.520 |
99.485 |
99.505 |
+0.005 |
361,125 |
1,140,197 |
-16,490 |
Sep12 |
120221 |
99.470 |
99.480 |
99.445 |
99.465 |
unch |
231,913 |
849,410 |
+8,008 |
Dec12 |
120221 |
99.435 |
99.440 |
99.405 |
99.420 |
-0.010 |
227,395 |
885,808 |
+801 |
Mar13 |
120221 |
99.410 |
99.415 |
99.375 |
99.395 |
-0.015 |
198,025 |
700,762 |
+1,614 |
Jun13 |
120221 |
99.385 |
99.385 |
99.340 |
99.360 |
-0.025 |
176,828 |
623,853 |
+4,331 |
Sep13 |
120221 |
99.330 |
99.335 |
99.290 |
99.310 |
-0.030 |
157,548 |
639,015 |
-4,420 |
Dec13 |
120221 |
99.260 |
99.265 |
99.215 |
99.240 |
-0.030 |
187,593 |
551,976 |
-1,931 |
Mar14 |
120221 |
99.185 |
99.190 |
99.140 |
99.160 |
-0.035 |
142,215 |
423,209 |
+241 |
Jun14 |
120221 |
99.060 |
99.085 |
99.030 |
99.050 |
-0.035 |
126,287 |
298,846 |
-3,589 |
Sep14 |
120221 |
98.940 |
98.955 |
98.890 |
98.915 |
-0.040 |
98,309 |
264,103 |
+4,712 |
Dec14 |
120221 |
98.770 |
98.795 |
98.720 |
98.750 |
-0.045 |
104,719 |
286,079 |
-3,254 |
Mar15 |
120221 |
98.610 |
98.630 |
98.550 |
98.585 |
-0.050 |
52,762 |
200,498 |
+4,821 |
Jun15 |
120221 |
0.136 |
0.161 |
0.071 |
0.106 |
-0.060 |
51,844 |
146,296 |
+856 |
Sep15 |
120221 |
6.535 |
6.550 |
6.465 |
6.495 |
+6.489 |
38,694 |
111,295 |
+1,725 |
Dec15 |
120221 |
6.385 |
6.385 |
6.295 |
6.330 |
-0.070 |
33,471 |
107,779 |
+3,787 |
Mar16 |
120221 |
6.225 |
6.240 |
6.150 |
6.185 |
-0.075 |
13,075 |
70,251 |
+618 |
Jun16 |
120221 |
6.090 |
6.095 |
6.000 |
6.040 |
-0.075 |
11,801 |
65,827 |
+1,023 |
Total Volume and Open Interest |
2,499,699 |
8,453,780 |
+27,823 |
30 Day Federal Funds(CBOT) |
Feb12 |
120221 |
99.893 |
99.895 |
99.890 |
99.893 |
+0.003 |
4,133 |
67,030 |
-104 |
Mar12 |
120221 |
99.890 |
99.895 |
99.885 |
99.890 |
+0.005 |
5,565 |
50,890 |
+592 |
Apr12 |
120221 |
99.885 |
99.895 |
99.885 |
99.890 |
+0.005 |
4,369 |
40,518 |
+1,839 |
May12 |
120221 |
99.885 |
99.895 |
99.880 |
99.885 |
+0.005 |
2,588 |
43,399 |
+516 |
Jun12 |
120221 |
99.880 |
99.895 |
99.880 |
99.885 |
+0.005 |
1,685 |
32,800 |
+676 |
Jul12 |
120221 |
99.880 |
99.890 |
99.875 |
99.880 |
+0.005 |
5,892 |
36,106 |
-1,473 |
Total Volume and Open Interest |
43,014 |
532,059 |
+3,614 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120221 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
58 |
+0 |
Jun12 |
120221 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
120221 |
99.668 |
99.668 |
99.668 |
99.668 |
+0.003 |
|
|
|
Dec12 |
120221 |
99.668 |
99.668 |
99.668 |
99.668 |
+0.007 |
|
|
|
Mar13 |
120221 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.010 |
|
|
|
Jun13 |
120221 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.010 |
|
|
|
Sep13 |
120221 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.010 |
|
|
|
Dec13 |
120221 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.010 |
|
|
|
Mar14 |
120221 |
99.510 |
99.510 |
99.510 |
99.510 |
+0.010 |
|
|
|
Jun14 |
120221 |
99.370 |
99.370 |
99.370 |
99.370 |
+0.010 |
|
|
|
Total Volume and Open Interest |
0 |
58 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120221 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
231 |
1,664 |
-231 |
Jun12 |
120221 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,429 |
+0 |
Sep12 |
120221 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
17 |
683 |
+4 |
Dec12 |
120221 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
117 |
+0 |
Mar13 |
120221 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
133 |
+0 |
Jun13 |
120221 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
0 |
216 |
+0 |
Sep13 |
120221 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
0 |
325 |
+0 |
Dec13 |
120221 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
0 |
295 |
+0 |
Total Volume and Open Interest |
248 |
4,862 |
-227 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120221 |
142.78 |
142.80 |
142.52 |
142.54 |
-0.24 |
3,899 |
26,932 |
+1,139 |
Jun12 |
120221 |
142.27 |
142.27 |
142.08 |
142.08 |
-0.22 |
2 |
6 |
+1 |
Sep12 |
120221 |
139.99 |
139.99 |
139.99 |
139.99 |
-0.22 |
0 |
5 |
+0 |
Total Volume and Open Interest |
3,901 |
26,947 |
+1,140 |
Euro-Bund(EUREX) |
Mar12 |
120221 |
137.88 |
138.30 |
137.70 |
137.96 |
-0.46 |
821,834 |
935,158 |
+28,243 |
Jun12 |
120221 |
136.09 |
136.56 |
136.04 |
136.26 |
-0.46 |
8,263 |
40,800 |
+7,422 |
Sep12 |
120221 |
136.16 |
136.16 |
136.16 |
136.16 |
-0.46 |
0 |
1 |
+0 |
Total Volume and Open Interest |
830,097 |
975,959 |
+35,665 |
Euro-Bobl(EUREX) |
Mar12 |
120221 |
124.78 |
125.01 |
124.72 |
124.85 |
-0.12 |
372,710 |
708,849 |
-7,538 |
Jun12 |
120221 |
123.15 |
123.41 |
123.15 |
123.24 |
-0.12 |
2,082 |
28,785 |
+2,056 |
Sep12 |
120221 |
123.10 |
123.10 |
123.10 |
123.10 |
-0.12 |
0 |
3 |
+0 |
Total Volume and Open Interest |
374,792 |
737,637 |
-5,482 |
3-Mth Euribor(EUREX) |
Mar12 |
120221 |
99.090 |
99.090 |
99.090 |
99.090 |
+0.020 |
6 |
1,542 |
-6 |
Jun12 |
120221 |
99.195 |
99.195 |
99.195 |
99.195 |
+0.025 |
0 |
1,259 |
+0 |
Sep12 |
120221 |
99.210 |
99.210 |
99.210 |
99.210 |
+0.020 |
0 |
1,059 |
+0 |
Total Volume and Open Interest |
92 |
6,508 |
-92 |
Long Gilt(LIFFE) |
Mar12 |
120221 |
114~17 |
115~02 |
114~16 |
114~31 |
-0~07 |
149,139 |
321,105 |
+5,103 |
Jun12 |
120221 |
112~29 |
113~13 |
112~29 |
113~12 |
-0~06 |
39 |
931 |
+15 |
Total Volume and Open Interest |
149,178 |
322,036 |
+5,118 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120221 |
98.96 |
98.97 |
98.96 |
98.96 |
unch |
36,019 |
285,281 |
+2,859 |
Jun12 |
120221 |
98.98 |
98.99 |
98.97 |
98.98 |
+0.01 |
81,216 |
280,084 |
-4,988 |
Sep12 |
120221 |
98.98 |
98.99 |
98.96 |
98.98 |
+0.01 |
84,068 |
291,298 |
-5,533 |
Dec12 |
120221 |
98.97 |
98.98 |
98.94 |
98.97 |
+0.01 |
72,758 |
243,804 |
-6,003 |
Mar13 |
120221 |
98.96 |
98.97 |
98.93 |
98.96 |
+0.01 |
78,347 |
299,384 |
+1,745 |
Jun13 |
120221 |
98.91 |
98.93 |
98.88 |
98.92 |
unch |
58,449 |
211,493 |
-3,028 |
Total Volume and Open Interest |
517,143 |
2,111,971 |
-17,114 |
3-Mth Euribor(LIFFE) |
Mar12 |
120221 |
99.090 |
99.100 |
99.085 |
99.090 |
+0.020 |
89,096 |
541,504 |
-8,880 |
Jun12 |
120221 |
99.195 |
99.210 |
99.190 |
99.195 |
+0.025 |
118,671 |
471,519 |
+5,881 |
Sep12 |
120221 |
99.205 |
99.240 |
99.205 |
99.210 |
+0.020 |
96,425 |
441,785 |
-293 |
Total Volume and Open Interest |
684,472 |
3,390,350 |
+6,287 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120221 |
95.62 |
95.67 |
95.60 |
95.64 |
+0.03 |
22,656 |
173,956 |
-2,813 |
Jun12 |
120221 |
95.73 |
95.79 |
95.70 |
95.76 |
unch |
24,656 |
219,735 |
-249 |
Sep12 |
120221 |
95.80 |
95.86 |
95.77 |
95.82 |
-0.04 |
15,085 |
137,712 |
+3,142 |
Dec12 |
120221 |
95.82 |
95.88 |
95.77 |
95.83 |
-0.04 |
4,283 |
86,719 |
-184 |
Mar13 |
120221 |
95.82 |
95.88 |
95.77 |
95.84 |
-0.03 |
2,071 |
58,548 |
+821 |
Jun13 |
120221 |
95.74 |
95.85 |
95.74 |
95.81 |
-0.02 |
827 |
57,824 |
+461 |
Sep13 |
120221 |
95.72 |
95.81 |
95.72 |
95.76 |
-0.03 |
394 |
35,055 |
-73 |
Dec13 |
120221 |
95.77 |
95.77 |
95.72 |
95.72 |
-0.02 |
302 |
26,712 |
+91 |
Mar14 |
120221 |
95.68 |
95.68 |
95.68 |
95.68 |
-0.02 |
1 |
2,463 |
+1 |
Jun14 |
120221 |
95.62 |
95.62 |
95.62 |
95.62 |
-0.02 |
0 |
520 |
+0 |
Total Volume and Open Interest |
70,277 |
799,492 |
+1,198 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120221 |
95.83 |
95.88 |
95.81 |
95.85 |
-0.05 |
52,401 |
369,552 |
-1,209 |
Jun12 |
120221 |
95.85 |
95.85 |
95.85 |
95.85 |
-0.05 |
|
|
|
Total Volume and Open Interest |
52,401 |
369,552 |
-1,209 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120221 |
96.29 |
96.37 |
96.26 |
96.32 |
-0.05 |
165,769 |
466,824 |
+17,427 |
Jun12 |
120221 |
96.34 |
96.34 |
96.34 |
96.34 |
-0.05 |
|
|
|
Total Volume and Open Interest |
165,769 |
466,824 |
+17,427 |
Gold(CMX) |
Feb12 |
120221 |
1736.1 |
1760.0 |
1733.6 |
1757.1 |
+32.6 |
38 |
376 |
-9 |
Apr12 |
120221 |
1728.4 |
1761.9 |
1727.0 |
1758.5 |
+32.6 |
166,951 |
238,397 |
-206 |
Jun12 |
120221 |
1732.5 |
1764.4 |
1732.5 |
1761.4 |
+32.7 |
5,234 |
59,653 |
+1,956 |
Aug12 |
120221 |
1739.7 |
1764.1 |
1738.8 |
1764.1 |
+32.8 |
2,452 |
23,871 |
+1,277 |
Oct12 |
120221 |
1743.0 |
1766.7 |
1741.0 |
1766.7 |
+32.9 |
168 |
12,040 |
-44 |
Dec12 |
120221 |
1740.4 |
1772.3 |
1740.4 |
1769.2 |
+32.9 |
1,704 |
30,882 |
+308 |
Feb13 |
120221 |
1747.9 |
1771.7 |
1747.9 |
1771.7 |
+32.9 |
629 |
13,875 |
+150 |
Apr13 |
120221 |
1764.0 |
1774.5 |
1762.8 |
1774.5 |
+32.9 |
22 |
2,901 |
+6 |
Jun13 |
120221 |
1777.9 |
1777.9 |
1777.9 |
1777.9 |
+33.0 |
2,599 |
9,813 |
-1,609 |
Aug13 |
120221 |
1781.3 |
1781.3 |
1781.3 |
1781.3 |
+33.0 |
0 |
219 |
+0 |
Oct13 |
120221 |
1785.0 |
1785.0 |
1785.0 |
1785.0 |
+33.2 |
0 |
1 |
+0 |
Dec13 |
120221 |
1788.7 |
1788.7 |
1788.7 |
1788.7 |
+33.4 |
633 |
11,537 |
+93 |
Total Volume and Open Interest |
182,208 |
440,676 |
+2,502 |
Silver(CMX) |
Mar12 |
120221 |
3333.0 |
3446.5 |
3332.5 |
3442.9 |
+121.3 |
51,828 |
31,030 |
-1,202 |
May12 |
120221 |
3334.0 |
3452.0 |
3334.0 |
3450.0 |
+121.8 |
5,873 |
32,488 |
+1,635 |
Jul12 |
120221 |
3373.0 |
3456.0 |
3350.0 |
3455.4 |
+122.0 |
1,058 |
7,977 |
+124 |
Sep12 |
120221 |
3431.0 |
3459.4 |
3431.0 |
3459.4 |
+122.1 |
131 |
3,594 |
+47 |
Dec12 |
120221 |
3373.5 |
3464.7 |
3373.5 |
3464.7 |
+122.3 |
1,115 |
14,371 |
+35 |
Mar13 |
120221 |
3381.5 |
3465.6 |
3381.5 |
3465.6 |
+122.6 |
3 |
1,512 |
+0 |
May13 |
120221 |
3424.5 |
3465.8 |
3424.5 |
3465.8 |
+122.9 |
1 |
1,088 |
+0 |
Total Volume and Open Interest |
60,627 |
107,270 |
+649 |
Platinum(NYMEX) |
Apr12 |
120221 |
1641.1 |
1693.6 |
1639.9 |
1684.9 |
+51.0 |
9,205 |
40,939 |
-329 |
Jul12 |
120221 |
1650.4 |
1695.3 |
1650.4 |
1688.0 |
+50.9 |
100 |
2,608 |
+49 |
Oct12 |
120221 |
1685.0 |
1691.1 |
1685.0 |
1691.1 |
+50.9 |
36 |
410 |
+34 |
Jan13 |
120221 |
1694.1 |
1694.1 |
1694.1 |
1694.1 |
+50.9 |
0 |
3 |
+0 |
Total Volume and Open Interest |
9,341 |
43,960 |
-246 |
Palladium(NYMEX) |
Mar12 |
120221 |
32.14 |
59.39 |
32.14 |
55.39 |
+22.65 |
4,635 |
14,444 |
-1,202 |
Jun12 |
120221 |
35.64 |
59.69 |
35.64 |
57.19 |
+22.70 |
1,544 |
6,154 |
+1,203 |
Sep12 |
120221 |
40.64 |
58.44 |
40.64 |
58.44 |
+22.70 |
1 |
265 |
+0 |
Total Volume and Open Interest |
6,180 |
20,865 |
+1 |
Copper(CMX) |
Mar12 |
120221 |
375.50 |
384.45 |
372.40 |
383.65 |
+12.85 |
57,219 |
38,527 |
-1,223 |
May12 |
120221 |
376.00 |
385.30 |
373.25 |
384.45 |
+12.85 |
11,397 |
64,630 |
+2,748 |
Jul12 |
120221 |
378.00 |
386.00 |
375.90 |
385.65 |
+12.75 |
4,136 |
33,948 |
-222 |
Sep12 |
120221 |
380.20 |
386.70 |
379.50 |
386.55 |
+12.65 |
1,246 |
10,702 |
+519 |
Dec12 |
120221 |
383.05 |
388.15 |
380.75 |
387.40 |
+12.50 |
925 |
8,591 |
-123 |
Total Volume and Open Interest |
76,445 |
167,762 |
+1,634 |
DJIA Index(CBOT) |
Mar12 |
120221 |
13005 |
13021 |
12915 |
12945 |
+16 |
1,025 |
13,018 |
+913 |
Jun12 |
120221 |
12873 |
12873 |
12858 |
12873 |
+15 |
2 |
286 |
+0 |
Sep12 |
120221 |
12810 |
12810 |
12795 |
12810 |
+15 |
|
|
|
Dec12 |
120221 |
12733 |
12733 |
12718 |
12733 |
+15 |
|
|
|
Total Volume and Open Interest |
1,027 |
13,304 |
+913 |
E-mini DJIA Index(CBOT) |
Mar12 |
120221 |
12993 |
13024 |
12901 |
12945 |
+16 |
136,399 |
111,906 |
+4,472 |
Jun12 |
120221 |
12900 |
12947 |
12836 |
12873 |
+15 |
27 |
139 |
-6 |
Sep12 |
120221 |
12841 |
12841 |
12770 |
12810 |
+15 |
1 |
21 |
+1 |
Dec12 |
120221 |
12733 |
12733 |
12733 |
12733 |
+15 |
0 |
14 |
+0 |
Total Volume and Open Interest |
136,427 |
112,080 |
+4,467 |
S & P 500(CME) |
Mar12 |
120221 |
1366.30 |
1368.70 |
1356.00 |
1360.10 |
+0.40 |
13,886 |
239,663 |
+1,516 |
Jun12 |
120221 |
1359.00 |
1359.50 |
1350.50 |
1354.40 |
+0.40 |
2 |
5,859 |
-50 |
Sep12 |
120221 |
1350.00 |
1352.40 |
1344.40 |
1348.30 |
+0.40 |
0 |
1,040 |
+0 |
Dec12 |
120221 |
1342.20 |
1346.30 |
1338.30 |
1342.20 |
+0.40 |
0 |
502 |
+0 |
Total Volume and Open Interest |
13,888 |
247,064 |
+1,466 |
S & P 500 E-Mini(Globex) |
Mar12 |
120221 |
1366.75 |
1369.50 |
1355.75 |
1360.00 |
+0.25 |
1,962,084 |
2,693,762 |
+5,070 |
Jun12 |
120221 |
1360.25 |
1364.00 |
1350.25 |
1354.50 |
+0.50 |
1,634 |
72,881 |
+37 |
Total Volume and Open Interest |
1,963,724 |
2,766,994 |
+5,102 |
NASDAQ 100(CME) |
Mar12 |
120221 |
2595.00 |
2603.00 |
2575.00 |
2591.00 |
+9.00 |
1,484 |
19,982 |
+737 |
Jun12 |
120221 |
2594.00 |
2594.00 |
2575.00 |
2585.30 |
+8.80 |
2 |
2 |
+0 |
Sep12 |
120221 |
2582.80 |
2582.80 |
2582.00 |
2582.80 |
+8.80 |
|
|
|
Total Volume and Open Interest |
1,486 |
19,984 |
+737 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120221 |
2593.80 |
2601.80 |
2574.30 |
2591.00 |
+9.00 |
313,173 |
467,066 |
+20,910 |
Jun12 |
120221 |
2585.50 |
2598.50 |
2570.30 |
2585.30 |
+8.80 |
132 |
679 |
+103 |
Total Volume and Open Interest |
313,305 |
467,766 |
+21,013 |
S & P Midcap 400(CME) |
Mar12 |
120221 |
984.20 |
987.50 |
978.00 |
980.50 |
-4.00 |
182 |
2,255 |
+182 |
Jun12 |
120221 |
978.10 |
978.10 |
978.10 |
978.10 |
-4.00 |
|
|
|
Sep12 |
120221 |
976.10 |
976.10 |
976.10 |
976.10 |
-4.00 |
|
|
|
Total Volume and Open Interest |
182 |
2,255 |
+182 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120221 |
9500 |
9560 |
9435 |
9480 |
-5 |
10,484 |
29,506 |
+2,912 |
Jun12 |
120221 |
9435 |
9435 |
9365 |
9415 |
-10 |
3 |
587 |
-1 |
Total Volume and Open Interest |
10,487 |
30,093 |
+2,911 |
Nikkei 225(SGX) |
Mar12 |
120221 |
9470 |
9515 |
9425 |
9485 |
+90 |
134,012 |
216,635 |
+1,581 |
Jun12 |
120221 |
9355 |
9415 |
9355 |
9410 |
+95 |
293 |
10,661 |
+113 |
Sep12 |
120221 |
9405 |
9405 |
9405 |
9405 |
+90 |
0 |
30 |
+0 |
Total Volume and Open Interest |
134,552 |
234,441 |
+1,725 |
CAC 40(EURONEXT) |
Mar12 |
120221 |
3478.5 |
3480.0 |
3440.0 |
3465.0 |
+26.0 |
110,214 |
320,633 |
+47,079 |
Apr12 |
120221 |
3467.0 |
3467.0 |
3439.0 |
3458.0 |
+26.5 |
433 |
52 |
+16 |
May12 |
120221 |
3395.0 |
3395.0 |
3395.0 |
3395.0 |
|
|
|
|
Hang Seng Index(HKFE) |
Feb12 |
120221 |
21426 |
21498 |
21215 |
21428 |
-16 |
69,299 |
91,397 |
-251 |
Mar12 |
120221 |
21379 |
21450 |
21172 |
21376 |
-22 |
848 |
7,889 |
+49 |
Total Volume and Open Interest |
71,103 |
103,194 |
+400 |
DAX(EUREX) |
Mar12 |
120221 |
6958.5 |
6975.5 |
6872.0 |
6916.0 |
+73.5 |
162,242 |
162,160 |
+1,017 |
Jun12 |
120221 |
6952.5 |
6985.5 |
6887.0 |
6930.0 |
+74.5 |
488 |
6,441 |
+126 |
Sep12 |
120221 |
6960.0 |
6992.5 |
6898.5 |
6937.0 |
+74.0 |
67 |
382 |
-5 |
Total Volume and Open Interest |
162,797 |
168,983 |
+1,138 |
FT-SE 100(EURONEXT) |
Mar12 |
120221 |
5908.50 |
5932.50 |
5892.00 |
5910.50 |
+29.00 |
93,744 |
640,426 |
+2,047 |
Jun12 |
120221 |
5857.00 |
5868.00 |
5844.00 |
5860.00 |
+29.50 |
42 |
10,579 |
-6 |
Sep12 |
120221 |
5827.00 |
5827.00 |
5827.00 |
5827.00 |
+28.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
93,786 |
651,015 |
+2,041 |
SPI 200(SFE) |
Mar12 |
120221 |
4248.0 |
4284.0 |
4225.0 |
4273.0 |
+107.0 |
29,056 |
192,376 |
-1,616 |
Jun12 |
120221 |
4269.0 |
4285.0 |
4269.0 |
4285.0 |
+106.0 |
67 |
2,069 |
-46 |
Sep12 |
120221 |
4256.0 |
4256.0 |
4256.0 |
4256.0 |
+106.0 |
10 |
1,534 |
+1 |
Total Volume and Open Interest |
29,168 |
199,859 |
-1,632 |
GSCI(CME) |
Mar12 |
120221 |
695.00 |
702.00 |
694.00 |
701.50 |
+12.00 |
231 |
9,675 |
+124 |
Apr12 |
120221 |
696.00 |
703.00 |
696.00 |
703.00 |
+12.25 |
2 |
0 |
+0 |
May12 |
120221 |
704.00 |
704.00 |
704.00 |
704.00 |
+12.75 |
|
|
|
Total Volume and Open Interest |
233 |
9,675 |
+124 |
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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