|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed February 22, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120222 |
1267.75 |
1272.50 |
1261.50 |
1272.25 |
+1.25 |
88,310 |
109,997 |
-7,277 |
May12 |
120222 |
1274.00 |
1279.00 |
1267.75 |
1278.75 |
+1.75 |
42,023 |
188,943 |
+6,974 |
Jul12 |
120222 |
1282.25 |
1287.00 |
1275.50 |
1286.50 |
+1.50 |
23,400 |
115,094 |
+283 |
Aug12 |
120222 |
1275.00 |
1280.50 |
1270.50 |
1280.50 |
+1.00 |
428 |
3,166 |
-11 |
Sep12 |
120222 |
1265.25 |
1271.00 |
1261.50 |
1271.00 |
+1.50 |
296 |
2,416 |
+75 |
Nov12 |
120222 |
1258.00 |
1264.00 |
1252.50 |
1264.00 |
+1.75 |
14,983 |
96,947 |
+2,229 |
Jan13 |
120222 |
1265.00 |
1269.25 |
1257.50 |
1269.25 |
+2.75 |
683 |
16,391 |
+334 |
Mar13 |
120222 |
1261.75 |
1270.00 |
1258.25 |
1270.00 |
+3.75 |
455 |
4,988 |
+239 |
May13 |
120222 |
1257.75 |
1266.00 |
1255.00 |
1266.00 |
+4.50 |
531 |
2,403 |
+247 |
Jul13 |
120222 |
1257.50 |
1267.25 |
1256.25 |
1267.25 |
+5.50 |
1,025 |
2,949 |
+140 |
Aug13 |
120222 |
1257.50 |
1257.50 |
1253.00 |
1257.50 |
+4.50 |
0 |
2 |
+0 |
Sep13 |
120222 |
1224.75 |
1230.25 |
1224.75 |
1230.25 |
+5.25 |
|
|
|
Nov13 |
120222 |
1199.50 |
1208.50 |
1198.00 |
1208.50 |
+4.50 |
388 |
4,454 |
+223 |
Jan14 |
120222 |
1206.00 |
1215.50 |
1206.00 |
1215.50 |
+4.75 |
0 |
60 |
+0 |
Total Volume and Open Interest |
172,525 |
548,249 |
+3,457 |
Soybean Meal(CBOT) |
Mar12 |
120222 |
330.50 |
331.50 |
327.30 |
331.30 |
+1.10 |
37,791 |
48,361 |
-5,485 |
May12 |
120222 |
332.90 |
333.80 |
329.80 |
333.80 |
+1.10 |
24,014 |
55,932 |
+2,377 |
Jul12 |
120222 |
334.60 |
335.70 |
331.80 |
335.70 |
+1.10 |
8,436 |
30,900 |
+692 |
Aug12 |
120222 |
333.90 |
335.00 |
331.40 |
335.00 |
+1.20 |
461 |
6,816 |
+146 |
Sep12 |
120222 |
331.00 |
333.40 |
330.40 |
333.40 |
+1.30 |
378 |
6,219 |
+52 |
Oct12 |
120222 |
327.00 |
329.90 |
327.00 |
329.90 |
+1.80 |
136 |
3,534 |
-9 |
Dec12 |
120222 |
327.30 |
329.20 |
325.40 |
329.20 |
+1.90 |
2,251 |
20,397 |
+601 |
Jan13 |
120222 |
327.20 |
330.00 |
327.20 |
330.00 |
+1.90 |
58 |
2,889 |
+2 |
Mar13 |
120222 |
329.00 |
330.80 |
327.20 |
330.80 |
+1.90 |
52 |
3,358 |
+23 |
May13 |
120222 |
327.20 |
329.30 |
325.60 |
329.30 |
+1.90 |
30 |
1,722 |
-5 |
Total Volume and Open Interest |
73,694 |
182,471 |
-1,592 |
Soybean Oil(CBOT) |
Mar12 |
120222 |
54.00 |
54.22 |
53.70 |
54.22 |
+0.16 |
48,333 |
63,644 |
-7,718 |
May12 |
120222 |
54.43 |
54.65 |
54.11 |
54.61 |
+0.16 |
24,541 |
115,127 |
+1,623 |
Jul12 |
120222 |
54.83 |
55.05 |
54.51 |
55.02 |
+0.17 |
10,325 |
64,770 |
+1,642 |
Aug12 |
120222 |
54.80 |
55.14 |
54.69 |
55.14 |
+0.18 |
121 |
8,151 |
-13 |
Sep12 |
120222 |
54.90 |
55.24 |
54.78 |
55.24 |
+0.19 |
305 |
6,602 |
+57 |
Oct12 |
120222 |
54.88 |
55.28 |
54.88 |
55.28 |
+0.19 |
147 |
5,985 |
-4 |
Dec12 |
120222 |
55.22 |
55.53 |
54.98 |
55.45 |
+0.19 |
3,683 |
36,066 |
+393 |
Jan13 |
120222 |
55.38 |
55.55 |
55.36 |
55.55 |
+0.19 |
366 |
1,633 |
+325 |
Mar13 |
120222 |
55.19 |
55.63 |
55.19 |
55.63 |
+0.19 |
49 |
1,572 |
+3 |
May13 |
120222 |
55.12 |
55.58 |
55.12 |
55.58 |
+0.19 |
75 |
738 |
+17 |
Total Volume and Open Interest |
88,500 |
307,300 |
-3,285 |
Canola(WCE) |
Mar12 |
120222 |
559.9 |
559.9 |
555.8 |
558.4 |
+0.1 |
10,811 |
35,789 |
-9,869 |
May12 |
120222 |
559.1 |
561.8 |
557.4 |
560.0 |
-0.1 |
14,034 |
68,576 |
+8,455 |
Jul12 |
120222 |
560.7 |
564.0 |
560.1 |
563.0 |
+0.2 |
3,336 |
36,998 |
+437 |
Nov12 |
120222 |
531.5 |
532.6 |
529.3 |
531.8 |
+0.3 |
3,096 |
42,071 |
+1,583 |
Jan13 |
120222 |
535.6 |
536.1 |
534.7 |
536.1 |
-0.1 |
11 |
2,329 |
+11 |
Total Volume and Open Interest |
31,288 |
187,355 |
+617 |
Corn(CBOT) |
Mar12 |
120222 |
630.00 |
639.50 |
625.75 |
638.25 |
+8.75 |
148,467 |
233,427 |
-15,983 |
May12 |
120222 |
633.75 |
642.75 |
630.00 |
641.25 |
+7.75 |
94,029 |
392,719 |
+17,839 |
Jul12 |
120222 |
637.50 |
646.00 |
633.75 |
644.25 |
+6.75 |
49,044 |
263,371 |
-3,398 |
Sep12 |
120222 |
591.50 |
595.25 |
588.50 |
594.75 |
+3.00 |
9,642 |
92,676 |
+2,831 |
Dec12 |
120222 |
563.25 |
566.50 |
560.00 |
564.50 |
+0.75 |
22,386 |
260,874 |
+2,692 |
Mar13 |
120222 |
575.00 |
578.25 |
573.00 |
574.25 |
-1.25 |
962 |
46,269 |
+384 |
May13 |
120222 |
583.00 |
584.00 |
580.50 |
580.75 |
-1.50 |
61 |
2,557 |
+8 |
Jul13 |
120222 |
583.25 |
588.25 |
583.25 |
585.25 |
-1.75 |
143 |
3,661 |
+27 |
Sep13 |
120222 |
554.00 |
556.25 |
553.00 |
556.00 |
-0.25 |
26 |
704 |
+20 |
Dec13 |
120222 |
550.00 |
553.50 |
548.25 |
551.00 |
+0.75 |
495 |
19,010 |
+157 |
Total Volume and Open Interest |
325,274 |
1,318,232 |
+4,585 |
Wheat(CBOT) |
Mar12 |
120222 |
633.00 |
645.75 |
628.50 |
644.50 |
+11.50 |
43,159 |
69,667 |
-9,180 |
May12 |
120222 |
636.75 |
647.50 |
633.25 |
645.75 |
+9.00 |
37,362 |
158,843 |
+7,545 |
Jul12 |
120222 |
650.75 |
662.00 |
647.50 |
660.00 |
+8.50 |
12,470 |
108,820 |
-1,064 |
Sep12 |
120222 |
668.25 |
680.00 |
666.25 |
678.25 |
+8.25 |
3,549 |
42,468 |
+978 |
Dec12 |
120222 |
686.75 |
698.75 |
685.25 |
697.00 |
+7.00 |
3,800 |
65,193 |
+877 |
Mar13 |
120222 |
701.00 |
709.75 |
699.75 |
709.75 |
+8.00 |
303 |
6,031 |
+134 |
Total Volume and Open Interest |
100,931 |
458,308 |
-604 |
Wheat(KCBT) |
Mar12 |
120222 |
677.50 |
688.00 |
675.00 |
685.00 |
+8.00 |
9,571 |
26,901 |
-1,204 |
May12 |
120222 |
683.75 |
695.50 |
682.75 |
692.50 |
+8.50 |
5,000 |
42,930 |
+529 |
Jul12 |
120222 |
692.00 |
704.50 |
691.50 |
701.25 |
+8.75 |
2,827 |
48,701 |
-337 |
Sep12 |
120222 |
707.00 |
718.25 |
705.50 |
714.75 |
+9.25 |
260 |
10,958 |
+61 |
Dec12 |
120222 |
725.25 |
737.25 |
725.25 |
733.50 |
+7.25 |
589 |
13,472 |
-79 |
Mar13 |
120222 |
738.75 |
746.75 |
737.00 |
745.00 |
+7.25 |
5 |
567 |
+0 |
Total Volume and Open Interest |
18,257 |
144,015 |
-1,030 |
Wheat(MGE) |
Mar12 |
120222 |
818.00 |
821.00 |
811.50 |
818.25 |
+1.50 |
3,408 |
6,924 |
-1,574 |
May12 |
120222 |
813.25 |
820.75 |
806.50 |
819.50 |
+6.50 |
2,557 |
10,740 |
+632 |
Jul12 |
120222 |
802.00 |
813.25 |
800.50 |
813.00 |
+7.25 |
381 |
9,313 |
+35 |
Sep12 |
120222 |
785.50 |
793.25 |
778.00 |
792.25 |
+7.00 |
476 |
6,693 |
-75 |
Dec12 |
120222 |
788.25 |
796.50 |
782.00 |
795.50 |
+7.50 |
453 |
4,386 |
-149 |
Total Volume and Open Interest |
7,295 |
38,421 |
-1,126 |
Oats(CBOT) |
Mar12 |
120222 |
322.25 |
322.25 |
318.00 |
319.25 |
-1.25 |
444 |
3,175 |
-239 |
May12 |
120222 |
317.50 |
317.50 |
311.50 |
312.25 |
-5.00 |
303 |
6,640 |
+98 |
Jul12 |
120222 |
316.00 |
316.25 |
312.00 |
312.25 |
-4.00 |
43 |
621 |
+23 |
Sep12 |
120222 |
318.00 |
320.00 |
315.00 |
315.00 |
-5.00 |
0 |
55 |
+0 |
Total Volume and Open Interest |
792 |
11,580 |
-118 |
Rough Rice(CBOT) |
Mar12 |
120222 |
13.83 |
13.97 |
13.80 |
13.92 |
+0.09 |
1,369 |
5,465 |
-506 |
May12 |
120222 |
14.07 |
14.22 |
14.06 |
14.16 |
+0.09 |
941 |
7,720 |
+342 |
Jul12 |
120222 |
14.45 |
14.48 |
14.42 |
14.44 |
+0.10 |
95 |
1,331 |
-20 |
Sep12 |
120222 |
14.60 |
14.65 |
14.60 |
14.65 |
+0.07 |
56 |
580 |
+9 |
Total Volume and Open Interest |
2,462 |
15,111 |
-175 |
Live Cattle(CME) |
Feb12 |
120222 |
128.850 |
129.785 |
128.600 |
129.350 |
+0.450 |
6,970 |
8,853 |
-3,922 |
Apr12 |
120222 |
131.130 |
131.500 |
130.535 |
131.150 |
+0.020 |
27,891 |
153,755 |
+3,924 |
Jun12 |
120222 |
128.500 |
128.935 |
128.130 |
128.850 |
+0.165 |
13,302 |
99,134 |
+777 |
Aug12 |
120222 |
130.250 |
130.685 |
129.850 |
130.575 |
+0.250 |
7,859 |
53,378 |
+1,348 |
Oct12 |
120222 |
133.535 |
133.825 |
133.035 |
133.750 |
+0.215 |
2,811 |
19,892 |
+338 |
Dec12 |
120222 |
134.250 |
134.500 |
133.685 |
134.500 |
+0.200 |
2,178 |
13,788 |
+80 |
Total Volume and Open Interest |
61,333 |
354,373 |
+2,723 |
Feeder Cattle(CME) |
Mar12 |
120222 |
158.550 |
158.750 |
158.150 |
158.435 |
-0.165 |
3,374 |
17,255 |
+519 |
Apr12 |
120222 |
160.785 |
161.050 |
160.380 |
160.880 |
+0.030 |
2,153 |
10,751 |
+455 |
May12 |
120222 |
161.880 |
162.325 |
161.735 |
162.325 |
-0.025 |
1,844 |
10,495 |
+244 |
Aug12 |
120222 |
163.400 |
163.800 |
163.200 |
163.785 |
+0.085 |
1,929 |
11,642 |
+520 |
Sep12 |
120222 |
162.600 |
163.200 |
162.550 |
163.185 |
+0.035 |
417 |
2,115 |
+153 |
Oct12 |
120222 |
162.435 |
162.750 |
162.300 |
162.750 |
unch |
143 |
1,101 |
+70 |
Nov12 |
120222 |
162.500 |
163.000 |
162.285 |
163.000 |
unch |
95 |
605 |
+40 |
Total Volume and Open Interest |
9,969 |
54,070 |
+2,012 |
Lean Hogs(CME) |
Apr12 |
120222 |
89.830 |
90.980 |
89.700 |
90.330 |
+0.500 |
13,187 |
92,196 |
+1,017 |
May12 |
120222 |
98.500 |
99.000 |
98.250 |
99.000 |
+0.270 |
265 |
3,055 |
+35 |
Jun12 |
120222 |
99.100 |
100.350 |
99.100 |
100.135 |
+0.785 |
6,148 |
58,855 |
+883 |
Jul12 |
120222 |
99.700 |
100.580 |
99.650 |
100.300 |
+0.450 |
2,246 |
27,842 |
+337 |
Aug12 |
120222 |
99.500 |
100.100 |
99.385 |
99.850 |
+0.200 |
2,901 |
22,954 |
+559 |
Oct12 |
120222 |
89.930 |
90.000 |
89.400 |
89.930 |
unch |
1,494 |
28,086 |
+493 |
Dec12 |
120222 |
85.800 |
85.930 |
85.150 |
85.785 |
-0.015 |
845 |
15,961 |
+322 |
Feb13 |
120222 |
86.500 |
86.700 |
86.000 |
86.700 |
+0.100 |
291 |
5,030 |
+75 |
Total Volume and Open Interest |
27,408 |
257,477 |
+3,742 |
Class III Milk(CME) |
Feb12 |
120222 |
16.09 |
16.09 |
16.07 |
16.07 |
unch |
80 |
5,535 |
+11 |
Mar12 |
120222 |
15.41 |
15.45 |
15.35 |
15.37 |
-0.04 |
224 |
6,212 |
-31 |
Apr12 |
120222 |
15.25 |
15.26 |
15.12 |
15.24 |
-0.02 |
203 |
3,977 |
+10 |
May12 |
120222 |
15.46 |
15.46 |
15.35 |
15.41 |
-0.04 |
170 |
3,316 |
+27 |
Jun12 |
120222 |
15.86 |
15.86 |
15.67 |
15.71 |
-0.13 |
65 |
2,839 |
+21 |
Total Volume and Open Interest |
898 |
33,572 |
+118 |
Cocoa(ICE) |
Mar12 |
120222 |
2456 |
2480 |
2430 |
2457 |
+1 |
198 |
748 |
-343 |
May12 |
120222 |
2431 |
2454 |
2400 |
2438 |
+14 |
9,972 |
72,800 |
-111 |
Jul12 |
120222 |
2450 |
2470 |
2419 |
2453 |
+12 |
3,756 |
33,909 |
+1,099 |
Sep12 |
120222 |
2469 |
2469 |
2424 |
2455 |
+7 |
952 |
16,813 |
-30 |
Dec12 |
120222 |
2474 |
2474 |
2432 |
2458 |
+5 |
848 |
20,017 |
+98 |
Mar13 |
120222 |
2482 |
2482 |
2435 |
2467 |
+7 |
947 |
14,073 |
+246 |
May13 |
120222 |
2463 |
2491 |
2463 |
2484 |
+11 |
247 |
3,586 |
+67 |
Total Volume and Open Interest |
16,931 |
163,562 |
+1,035 |
Coffee "C"(ICE) |
Mar12 |
120222 |
204.00 |
205.10 |
200.35 |
200.75 |
-3.90 |
6,244 |
3,228 |
-3,963 |
May12 |
120222 |
206.00 |
206.40 |
201.45 |
201.85 |
-4.20 |
12,007 |
72,999 |
+1,718 |
Jul12 |
120222 |
208.50 |
209.00 |
204.40 |
204.70 |
-4.20 |
2,998 |
25,552 |
+189 |
Sep12 |
120222 |
210.95 |
211.90 |
207.30 |
207.50 |
-4.25 |
1,890 |
15,377 |
+496 |
Dec12 |
120222 |
215.15 |
215.25 |
211.00 |
211.10 |
-4.45 |
316 |
10,341 |
+122 |
Mar13 |
120222 |
215.20 |
215.40 |
214.20 |
214.20 |
-4.55 |
40 |
1,681 |
+2 |
Total Volume and Open Interest |
23,526 |
130,164 |
-1,427 |
Orange Juice(ICE) |
Mar12 |
120222 |
186.35 |
188.00 |
182.10 |
182.30 |
-4.05 |
3,313 |
6,738 |
-3,379 |
May12 |
120222 |
181.30 |
183.50 |
178.35 |
178.80 |
-1.65 |
3,070 |
13,141 |
+1,534 |
Jul12 |
120222 |
176.70 |
176.70 |
174.30 |
174.30 |
-2.45 |
241 |
1,238 |
+37 |
Sep12 |
120222 |
176.25 |
177.05 |
173.00 |
173.00 |
-2.60 |
221 |
559 |
+96 |
Nov12 |
120222 |
170.00 |
170.55 |
166.75 |
166.75 |
-2.60 |
51 |
388 |
+31 |
Jan13 |
120222 |
164.75 |
164.75 |
164.75 |
164.75 |
-2.60 |
10 |
30 |
+10 |
Total Volume and Open Interest |
6,906 |
22,098 |
-1,671 |
Sugar #11(ICE) |
Mar12 |
120222 |
25.43 |
25.81 |
25.25 |
25.76 |
+0.41 |
26,385 |
81,765 |
-9,441 |
May12 |
120222 |
24.47 |
24.75 |
24.29 |
24.71 |
+0.24 |
27,031 |
208,320 |
+2,412 |
Jul12 |
120222 |
23.72 |
23.96 |
23.51 |
23.91 |
+0.20 |
12,274 |
190,008 |
-1,072 |
Oct12 |
120222 |
23.95 |
24.15 |
23.76 |
24.11 |
+0.16 |
6,365 |
83,098 |
+1,216 |
Mar13 |
120222 |
24.44 |
24.69 |
24.36 |
24.67 |
+0.17 |
4,167 |
63,348 |
-523 |
Total Volume and Open Interest |
78,504 |
688,394 |
-6,716 |
London Cocoa(LCE) |
Mar12 |
120222 |
1550 |
1574 |
1541 |
1571 |
+23 |
3,250 |
52,471 |
-492 |
May12 |
120222 |
1560 |
1582 |
1550 |
1578 |
+22 |
6,454 |
31,520 |
-28 |
Jul12 |
120222 |
1575 |
1596 |
1566 |
1591 |
+20 |
1,405 |
31,754 |
-234 |
Sep12 |
120222 |
1577 |
1602 |
1572 |
1597 |
+20 |
1,807 |
23,140 |
-370 |
Dec12 |
120222 |
1575 |
1595 |
1566 |
1592 |
+21 |
1,425 |
20,036 |
+583 |
Mar13 |
120222 |
1577 |
1598 |
1571 |
1596 |
+21 |
1,097 |
13,119 |
+120 |
May13 |
120222 |
1591 |
1608 |
1591 |
1607 |
+19 |
235 |
7,174 |
+643 |
Total Volume and Open Interest |
15,818 |
182,086 |
+265 |
London Sugar(LCE) |
May12 |
120222 |
645.50 |
650.00 |
642.50 |
649.30 |
+6.10 |
4,071 |
23,846 |
-497 |
Aug12 |
120222 |
623.10 |
628.20 |
620.80 |
627.60 |
+6.60 |
2,052 |
19,600 |
+45 |
Oct12 |
120222 |
620.00 |
624.40 |
617.90 |
623.90 |
+5.80 |
703 |
7,566 |
+182 |
Dec12 |
120222 |
621.70 |
624.80 |
619.70 |
624.70 |
+4.50 |
118 |
2,647 |
+36 |
Mar13 |
120222 |
625.00 |
628.90 |
624.00 |
628.00 |
+3.60 |
305 |
3,974 |
+16 |
Total Volume and Open Interest |
7,349 |
57,795 |
-188 |
Cotton(ICE) |
Mar12 |
120222 |
91.20 |
91.65 |
88.50 |
88.57 |
-2.68 |
8,907 |
12,475 |
-8,740 |
May12 |
120222 |
93.00 |
93.45 |
90.45 |
90.53 |
-2.44 |
14,693 |
88,457 |
+5,141 |
Jul12 |
120222 |
94.32 |
94.75 |
91.82 |
91.88 |
-2.44 |
3,205 |
48,188 |
-416 |
Oct12 |
120222 |
92.70 |
92.70 |
92.70 |
92.70 |
-2.46 |
1 |
87 |
+0 |
Dec12 |
120222 |
93.30 |
93.99 |
91.12 |
91.19 |
-2.12 |
909 |
26,953 |
+201 |
Mar13 |
120222 |
93.76 |
93.76 |
92.25 |
92.25 |
-2.09 |
25 |
1,344 |
+13 |
Total Volume and Open Interest |
27,761 |
178,666 |
-3,792 |
Lumber(CME) |
Mar12 |
120222 |
259.1 |
268.2 |
257.6 |
264.3 |
+4.5 |
254 |
2,656 |
-69 |
May12 |
120222 |
271.0 |
280.9 |
269.8 |
279.7 |
+8.1 |
297 |
5,289 |
+139 |
Jul12 |
120222 |
281.1 |
292.0 |
280.7 |
288.4 |
+4.8 |
34 |
1,287 |
+18 |
Sep12 |
120222 |
288.0 |
297.0 |
285.3 |
296.1 |
+8.0 |
12 |
657 |
+7 |
Total Volume and Open Interest |
599 |
10,186 |
+95 |
Crude Oil(NYM) |
Apr12 |
120222 |
106.01 |
106.72 |
105.61 |
106.28 |
+0.03 |
238,124 |
260,523 |
+13,567 |
May12 |
120222 |
106.50 |
107.20 |
106.12 |
106.78 |
+0.03 |
84,099 |
123,222 |
-1,699 |
Jun12 |
120222 |
106.97 |
107.67 |
106.58 |
107.27 |
+0.06 |
106,492 |
127,963 |
-9,900 |
Jul12 |
120222 |
107.16 |
107.93 |
106.95 |
107.58 |
+0.05 |
53,285 |
94,322 |
-31 |
Aug12 |
120222 |
107.41 |
108.00 |
107.05 |
107.62 |
+0.01 |
23,520 |
41,771 |
-3,375 |
Sep12 |
120222 |
107.15 |
107.62 |
106.96 |
107.55 |
-0.04 |
19,879 |
47,620 |
+750 |
Oct12 |
120222 |
107.11 |
107.55 |
106.95 |
107.50 |
-0.07 |
8,250 |
35,252 |
+1,055 |
Nov12 |
120222 |
107.09 |
107.48 |
107.09 |
107.48 |
-0.08 |
7,060 |
34,038 |
+752 |
Dec12 |
120222 |
107.99 |
107.99 |
106.95 |
107.50 |
-0.06 |
58,339 |
189,673 |
-1,567 |
Jan13 |
120222 |
107.01 |
107.65 |
107.01 |
107.40 |
-0.05 |
3,876 |
35,512 |
+206 |
Feb13 |
120222 |
107.18 |
107.18 |
107.18 |
107.18 |
-0.05 |
1,654 |
17,868 |
+119 |
Mar13 |
120222 |
106.88 |
106.88 |
106.88 |
106.88 |
-0.05 |
1,403 |
20,966 |
+175 |
Apr13 |
120222 |
106.48 |
106.48 |
106.48 |
106.48 |
-0.04 |
747 |
9,447 |
+56 |
May13 |
120222 |
106.04 |
106.04 |
106.04 |
106.04 |
-0.04 |
708 |
9,741 |
-191 |
Jun13 |
120222 |
105.60 |
105.90 |
105.27 |
105.56 |
-0.04 |
9,335 |
57,944 |
+2,701 |
Jul13 |
120222 |
104.99 |
105.02 |
104.99 |
105.02 |
-0.06 |
406 |
8,315 |
+236 |
Total Volume and Open Interest |
777,665 |
1,443,428 |
-38,045 |
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 |
120222 |
106.000 |
106.700 |
105.625 |
106.275 |
+0.025 |
5,465 |
1,268 |
+206 |
May12 |
120222 |
106.400 |
107.175 |
106.175 |
106.775 |
+0.025 |
143 |
204 |
+15 |
Jun12 |
120222 |
106.725 |
107.525 |
106.725 |
107.275 |
+0.075 |
54 |
167 |
+5 |
Jul12 |
120222 |
107.400 |
107.650 |
107.100 |
107.575 |
+0.050 |
8 |
24 |
+3 |
Aug12 |
120222 |
107.625 |
107.625 |
107.625 |
107.625 |
+0.025 |
0 |
9 |
+0 |
Sep12 |
120222 |
107.550 |
107.550 |
107.550 |
107.550 |
-0.050 |
0 |
2 |
+0 |
Oct12 |
120222 |
107.500 |
107.500 |
107.500 |
107.500 |
-0.075 |
0 |
10 |
+0 |
Nov12 |
120222 |
107.925 |
107.925 |
107.475 |
107.475 |
-0.075 |
0 |
2 |
+0 |
Total Volume and Open Interest |
5,670 |
1,916 |
-1,415 |
Heating Oil(NYM) |
Mar12 |
120222 |
323.50 |
328.20 |
321.87 |
327.24 |
+3.31 |
39,088 |
61,174 |
-8,339 |
Apr12 |
120222 |
322.84 |
327.45 |
321.36 |
326.50 |
+3.02 |
38,789 |
69,113 |
+6,286 |
May12 |
120222 |
321.78 |
326.07 |
320.41 |
325.09 |
+2.71 |
13,918 |
37,239 |
+1,202 |
Jun12 |
120222 |
321.01 |
325.05 |
319.71 |
324.17 |
+2.50 |
13,677 |
56,018 |
-1,285 |
Jul12 |
120222 |
319.96 |
325.09 |
319.96 |
324.29 |
+2.32 |
3,602 |
19,452 |
+544 |
Aug12 |
120222 |
322.18 |
324.80 |
321.89 |
324.45 |
+2.11 |
1,405 |
9,381 |
+129 |
Sep12 |
120222 |
322.39 |
324.72 |
320.88 |
324.72 |
+2.00 |
2,149 |
13,937 |
+566 |
Oct12 |
120222 |
321.45 |
325.20 |
321.45 |
325.07 |
+1.90 |
1,245 |
5,176 |
+15 |
Nov12 |
120222 |
323.00 |
325.65 |
323.00 |
325.38 |
+1.79 |
605 |
3,817 |
+225 |
Dec12 |
120222 |
322.52 |
326.38 |
321.53 |
325.65 |
+1.69 |
2,665 |
27,448 |
+668 |
Jan13 |
120222 |
324.87 |
326.02 |
324.87 |
325.85 |
+1.65 |
90 |
3,980 |
-17 |
Feb13 |
120222 |
325.50 |
325.50 |
325.30 |
325.30 |
+1.65 |
12 |
755 |
-12 |
Total Volume and Open Interest |
117,259 |
308,927 |
-5 |
Gasoline(NYMEX) |
Mar12 |
120222 |
306.48 |
310.43 |
304.65 |
308.77 |
+1.75 |
38,013 |
48,015 |
-11,763 |
Apr12 |
120222 |
324.58 |
327.48 |
322.58 |
326.30 |
+1.45 |
44,516 |
91,676 |
+5,823 |
May12 |
120222 |
323.21 |
326.40 |
321.83 |
325.36 |
+1.51 |
15,698 |
49,775 |
-891 |
Jun12 |
120222 |
320.10 |
323.33 |
319.05 |
322.49 |
+1.60 |
13,289 |
46,532 |
+205 |
Jul12 |
120222 |
316.20 |
318.56 |
315.15 |
318.42 |
+1.58 |
8,506 |
32,017 |
+1,074 |
Aug12 |
120222 |
312.13 |
313.72 |
310.56 |
313.72 |
+1.50 |
3,362 |
20,360 |
+604 |
Sep12 |
120222 |
307.88 |
308.63 |
305.97 |
308.63 |
+1.34 |
2,613 |
14,464 |
+99 |
Oct12 |
120222 |
290.66 |
293.53 |
290.66 |
293.17 |
+1.06 |
1,375 |
10,855 |
+494 |
Nov12 |
120222 |
287.30 |
288.47 |
287.30 |
288.35 |
+0.81 |
582 |
5,410 |
+108 |
Dec12 |
120222 |
284.40 |
285.82 |
283.41 |
285.41 |
+0.65 |
1,344 |
18,583 |
-46 |
Total Volume and Open Interest |
130,959 |
349,058 |
-4,048 |
e-miNY RBOB Gasoline(NYM) |
Mar12 |
120222 |
308.80 |
308.80 |
308.77 |
308.80 |
+1.80 |
0 |
1 |
+0 |
Apr12 |
120222 |
326.30 |
326.30 |
326.30 |
326.30 |
+1.40 |
|
|
|
May12 |
120222 |
325.40 |
325.40 |
325.36 |
325.40 |
+1.50 |
|
|
|
Jun12 |
120222 |
322.50 |
322.50 |
322.49 |
322.50 |
+1.60 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Mar12 |
120222 |
2.637 |
2.668 |
2.534 |
2.643 |
+0.017 |
160,538 |
76,002 |
-13,247 |
Apr12 |
120222 |
2.793 |
2.799 |
2.669 |
2.775 |
+0.002 |
95,273 |
202,655 |
+6,707 |
May12 |
120222 |
2.887 |
2.906 |
2.781 |
2.882 |
+0.002 |
48,393 |
250,744 |
+5,808 |
Jun12 |
120222 |
2.978 |
2.997 |
2.870 |
2.975 |
+0.008 |
25,733 |
74,783 |
+377 |
Jul12 |
120222 |
3.030 |
3.063 |
2.966 |
3.045 |
+0.009 |
19,850 |
100,507 |
+1,634 |
Aug12 |
120222 |
3.082 |
3.103 |
3.009 |
3.083 |
+0.009 |
10,609 |
37,120 |
+1,194 |
Sep12 |
120222 |
3.095 |
3.114 |
3.020 |
3.095 |
+0.009 |
16,266 |
57,040 |
+1,408 |
Oct12 |
120222 |
3.144 |
3.163 |
3.039 |
3.146 |
+0.009 |
32,696 |
117,196 |
-581 |
Nov12 |
120222 |
3.285 |
3.335 |
3.230 |
3.323 |
+0.011 |
7,114 |
46,585 |
+536 |
Dec12 |
120222 |
3.614 |
3.631 |
3.524 |
3.613 |
+0.020 |
9,256 |
46,193 |
+993 |
Jan13 |
120222 |
3.715 |
3.766 |
3.640 |
3.752 |
+0.024 |
14,217 |
61,315 |
-1,331 |
Feb13 |
120222 |
3.700 |
3.774 |
3.698 |
3.763 |
+0.026 |
1,707 |
17,052 |
-73 |
Mar13 |
120222 |
3.708 |
3.760 |
3.674 |
3.747 |
+0.027 |
4,519 |
24,985 |
+609 |
Apr13 |
120222 |
3.650 |
3.718 |
3.623 |
3.708 |
+0.033 |
4,020 |
35,635 |
+331 |
May13 |
120222 |
3.689 |
3.746 |
3.662 |
3.746 |
+0.035 |
495 |
10,659 |
-110 |
Jun13 |
120222 |
3.735 |
3.796 |
3.705 |
3.794 |
+0.037 |
196 |
3,841 |
+16 |
Total Volume and Open Interest |
453,281 |
1,255,954 |
+4,581 |
Brent Crude Oil(ICE) |
Apr12 |
120222 |
121.50 |
123.23 |
121.00 |
122.90 |
+1.24 |
72,901 |
242,651 |
+1,633 |
May12 |
120222 |
120.62 |
122.15 |
120.12 |
121.81 |
+0.97 |
29,255 |
147,419 |
-4,569 |
Jun12 |
120222 |
120.06 |
121.32 |
119.50 |
120.98 |
+0.69 |
20,091 |
116,280 |
+3,354 |
Jul12 |
120222 |
119.55 |
120.61 |
118.91 |
120.30 |
+0.51 |
5,781 |
50,443 |
-1,809 |
Aug12 |
120222 |
118.99 |
119.82 |
118.29 |
119.62 |
+0.39 |
3,782 |
50,551 |
+3,014 |
Sep12 |
120222 |
118.31 |
119.05 |
117.48 |
118.83 |
+0.30 |
2,885 |
65,189 |
+1,498 |
Oct12 |
120222 |
117.88 |
118.37 |
116.81 |
118.14 |
+0.24 |
1,851 |
30,710 |
-2,180 |
Nov12 |
120222 |
117.30 |
117.76 |
116.21 |
117.51 |
+0.20 |
1,461 |
19,291 |
-69 |
Dec12 |
120222 |
116.72 |
117.21 |
115.61 |
116.88 |
+0.16 |
10,306 |
113,026 |
-2,693 |
Jan13 |
120222 |
116.23 |
116.23 |
116.23 |
116.23 |
+0.10 |
745 |
14,942 |
+112 |
Feb13 |
120222 |
115.56 |
115.56 |
115.56 |
115.56 |
+0.03 |
249 |
9,283 |
-103 |
Mar13 |
120222 |
114.89 |
114.89 |
114.89 |
114.89 |
-0.06 |
234 |
8,885 |
+43 |
Apr13 |
120222 |
114.23 |
114.23 |
114.23 |
114.23 |
-0.17 |
21 |
4,696 |
+151 |
May13 |
120222 |
113.54 |
113.54 |
113.54 |
113.54 |
-0.26 |
52 |
5,234 |
+75 |
Total Volume and Open Interest |
152,289 |
1,037,620 |
-808 |
Gas Oil(ICE) |
Mar12 |
120222 |
1018.25 |
1029.00 |
1011.75 |
1023.75 |
+10.00 |
33,799 |
126,490 |
-10,431 |
Apr12 |
120222 |
1016.50 |
1028.00 |
1011.00 |
1023.50 |
+11.00 |
31,944 |
109,876 |
+1,256 |
May12 |
120222 |
1012.50 |
1024.50 |
1008.25 |
1020.50 |
+11.00 |
11,225 |
68,740 |
-391 |
Jun12 |
120222 |
1009.00 |
1021.50 |
1006.00 |
1017.75 |
+10.75 |
8,288 |
64,815 |
+2,877 |
Jul12 |
120222 |
1010.50 |
1020.25 |
1005.50 |
1017.25 |
+10.75 |
1,224 |
34,306 |
-7 |
Aug12 |
120222 |
1009.75 |
1018.00 |
1005.75 |
1016.75 |
+10.25 |
1,119 |
21,052 |
-575 |
Sep12 |
120222 |
1009.00 |
1019.00 |
1004.75 |
1015.75 |
+10.00 |
1,700 |
19,925 |
+695 |
Oct12 |
120222 |
1007.00 |
1014.50 |
1002.50 |
1013.50 |
+9.75 |
1,058 |
14,222 |
+136 |
Nov12 |
120222 |
1004.50 |
1010.50 |
999.50 |
1010.50 |
+9.50 |
600 |
10,434 |
+281 |
Dec12 |
120222 |
1002.50 |
1010.25 |
996.50 |
1008.00 |
+9.00 |
2,841 |
34,902 |
-283 |
Total Volume and Open Interest |
93,994 |
562,462 |
-6,198 |
Ethanol(CBOT) |
Feb12 |
120203 |
2.131 |
2.131 |
2.131 |
2.131 |
-0.015 |
10 |
211 |
-29 |
Mar12 |
120222 |
2.190 |
2.206 |
2.179 |
2.201 |
+0.017 |
172 |
773 |
-103 |
Apr12 |
120222 |
2.215 |
2.232 |
2.215 |
2.232 |
+0.017 |
173 |
1,462 |
+67 |
May12 |
120222 |
2.250 |
2.263 |
2.250 |
2.258 |
+0.018 |
96 |
1,252 |
+37 |
Jun12 |
120222 |
2.276 |
2.291 |
2.276 |
2.283 |
+0.016 |
132 |
883 |
-26 |
Jul12 |
120222 |
2.285 |
2.314 |
2.285 |
2.305 |
+0.014 |
87 |
1,732 |
+15 |
Aug12 |
120222 |
2.297 |
2.300 |
2.295 |
2.295 |
+0.014 |
35 |
1,169 |
+24 |
Sep12 |
120222 |
2.254 |
2.254 |
2.254 |
2.254 |
+0.011 |
17 |
1,012 |
-1 |
Total Volume and Open Interest |
943 |
11,247 |
+16 |
WTI Crude Oil(ICE) |
Apr12 |
120222 |
105.97 |
106.71 |
105.61 |
106.28 |
+0.03 |
14,982 |
50,963 |
+908 |
May12 |
120222 |
106.50 |
107.19 |
106.13 |
106.78 |
+0.03 |
4,525 |
28,218 |
-739 |
Jun12 |
120222 |
106.88 |
107.62 |
106.59 |
107.27 |
+0.06 |
5,539 |
49,741 |
-1,634 |
Jul12 |
120222 |
107.50 |
107.91 |
107.00 |
107.58 |
+0.05 |
2,450 |
28,251 |
-1,219 |
Aug12 |
120222 |
107.11 |
107.95 |
107.10 |
107.62 |
+0.01 |
1,724 |
16,072 |
+464 |
Sep12 |
120222 |
107.16 |
107.88 |
106.99 |
107.55 |
-0.04 |
1,133 |
13,294 |
-259 |
Oct12 |
120222 |
107.16 |
107.50 |
106.97 |
107.50 |
-0.07 |
519 |
8,640 |
-144 |
Nov12 |
120222 |
107.16 |
107.63 |
106.97 |
107.48 |
-0.08 |
278 |
5,866 |
+286 |
Dec12 |
120222 |
107.68 |
107.84 |
106.96 |
107.50 |
-0.06 |
3,117 |
56,910 |
-801 |
Jan13 |
120222 |
107.40 |
107.40 |
107.40 |
107.40 |
-0.05 |
53 |
5,861 |
-43 |
Feb13 |
120222 |
107.18 |
107.18 |
107.18 |
107.18 |
-0.05 |
16 |
2,042 |
+7 |
Mar13 |
120222 |
106.88 |
106.88 |
106.88 |
106.88 |
-0.05 |
3 |
3,495 |
-5 |
Apr13 |
120222 |
106.48 |
106.48 |
106.48 |
106.48 |
-0.04 |
0 |
470 |
+0 |
May13 |
120222 |
106.04 |
106.04 |
106.04 |
106.04 |
-0.04 |
0 |
623 |
+0 |
Jun13 |
120222 |
105.32 |
105.61 |
105.29 |
105.56 |
-0.04 |
119 |
14,552 |
-162 |
Jul13 |
120222 |
105.02 |
105.02 |
105.02 |
105.02 |
-0.06 |
0 |
132 |
+0 |
Total Volume and Open Interest |
35,309 |
367,362 |
-19,847 |
US Dollar Index(ICE) |
Mar12 |
120222 |
79.200 |
79.465 |
79.080 |
79.302 |
+0.167 |
5,527 |
49,268 |
+1,075 |
Jun12 |
120222 |
79.655 |
79.830 |
79.555 |
79.673 |
+0.162 |
32 |
870 |
+33 |
Sep12 |
120222 |
80.073 |
80.073 |
80.073 |
80.073 |
+0.162 |
|
|
|
Total Volume and Open Interest |
5,559 |
50,138 |
+1,108 |
Australian Dollar(CME) |
Mar12 |
120222 |
106.20 |
106.55 |
105.73 |
106.13 |
-0.25 |
102,151 |
149,503 |
-3,043 |
Jun12 |
120222 |
105.34 |
105.47 |
104.68 |
105.06 |
-0.25 |
32 |
936 |
-2 |
Sep12 |
120222 |
104.06 |
104.29 |
104.06 |
104.06 |
-0.23 |
0 |
129 |
+0 |
Total Volume and Open Interest |
102,183 |
150,578 |
-3,045 |
British Pound(CME) |
Mar12 |
120222 |
157.81 |
158.13 |
156.45 |
156.69 |
-1.13 |
86,835 |
186,048 |
-3,125 |
Jun12 |
120222 |
157.65 |
157.70 |
156.36 |
156.57 |
-1.13 |
184 |
572 |
-7 |
Sep12 |
120222 |
156.46 |
157.55 |
156.46 |
156.46 |
-1.09 |
0 |
3 |
+0 |
Total Volume and Open Interest |
87,019 |
186,626 |
-3,132 |
Canadian Dollar(CME) |
Mar12 |
120222 |
100.19 |
100.40 |
99.74 |
100.00 |
-0.31 |
73,895 |
119,443 |
+918 |
Jun12 |
120222 |
100.08 |
100.19 |
99.64 |
99.80 |
-0.31 |
722 |
4,116 |
+220 |
Sep12 |
120222 |
99.70 |
99.90 |
99.40 |
99.60 |
-0.30 |
5 |
1,626 |
+1 |
Dec12 |
120222 |
99.17 |
99.72 |
99.17 |
99.40 |
-0.32 |
46 |
805 |
+21 |
Total Volume and Open Interest |
74,668 |
126,054 |
+1,160 |
Japanese Yen(CME) |
Mar12 |
120222 |
125.44 |
125.45 |
124.39 |
124.68 |
-0.82 |
88,465 |
148,113 |
+121 |
Jun12 |
120222 |
125.45 |
125.62 |
124.58 |
124.81 |
-0.81 |
331 |
2,235 |
+41 |
Sep12 |
120222 |
125.15 |
125.79 |
124.75 |
124.98 |
-0.81 |
3 |
19 |
+3 |
Total Volume and Open Interest |
88,799 |
150,379 |
+165 |
Swiss Franc(CME) |
Mar12 |
120222 |
109.61 |
109.95 |
109.46 |
109.84 |
+0.14 |
31,834 |
50,816 |
+1,452 |
Jun12 |
120222 |
109.90 |
110.08 |
109.68 |
109.99 |
+0.14 |
76 |
265 |
+68 |
Sep12 |
120222 |
110.18 |
110.18 |
110.04 |
110.18 |
+0.14 |
0 |
4 |
+0 |
Total Volume and Open Interest |
31,910 |
51,086 |
+1,520 |
EuroFX(CME) |
Mar12 |
120222 |
132.30 |
132.68 |
132.12 |
132.45 |
-0.02 |
232,493 |
289,422 |
+1,359 |
Jun12 |
120222 |
132.53 |
132.75 |
132.27 |
132.52 |
-0.01 |
724 |
5,930 |
+56 |
Sep12 |
120222 |
132.46 |
132.69 |
132.46 |
132.57 |
-0.04 |
2 |
127 |
+1 |
Total Volume and Open Interest |
233,219 |
295,500 |
+1,416 |
Mexican Peso(CME) |
Mar12 |
120222 |
780.0 |
781.5 |
776.2 |
776.5 |
-5.0 |
35,931 |
131,749 |
-1,683 |
Apr12 |
120222 |
774.5 |
779.5 |
774.5 |
774.5 |
-5.0 |
|
|
|
Total Volume and Open Interest |
40,701 |
166,521 |
+2,581 |
Brazilian Real(CME) |
Mar12 |
120222 |
582.60 |
585.05 |
582.35 |
584.90 |
+2.30 |
274 |
3,071 |
-244 |
Apr12 |
120222 |
581.15 |
581.15 |
581.15 |
581.15 |
+1.90 |
0 |
612 |
+0 |
May12 |
120222 |
577.40 |
577.40 |
577.40 |
577.40 |
+1.55 |
|
|
|
Jun12 |
120222 |
572.70 |
573.65 |
572.50 |
573.65 |
+1.15 |
247 |
259 |
+181 |
Total Volume and Open Interest |
521 |
17,492 |
-63 |
30-Year T-Bonds(CBOT) |
Mar12 |
120222 |
141~090 |
142~140 |
141~000 |
142~080 |
+0~230 |
237,005 |
593,417 |
+4,204 |
Jun12 |
120222 |
139~280 |
140~310 |
139~200 |
140~260 |
+0~230 |
1,660 |
11,811 |
+118 |
Sep12 |
120222 |
139~220 |
139~220 |
138~310 |
139~220 |
+0~230 |
|
|
|
Total Volume and Open Interest |
238,665 |
605,228 |
+4,322 |
10-Year T-Notes(CBOT) |
Mar12 |
120222 |
130~175 |
131~030 |
130~120 |
131~015 |
+0~130 |
850,831 |
1,851,835 |
+24,847 |
Jun12 |
120222 |
130~075 |
130~260 |
130~040 |
130~245 |
+0~135 |
12,778 |
52,795 |
+4,576 |
Sep12 |
120222 |
129~295 |
129~295 |
129~160 |
129~295 |
+0~135 |
|
|
|
Total Volume and Open Interest |
863,609 |
1,904,631 |
+29,423 |
5-Year T-Notes(CBOT) |
Mar12 |
120222 |
123~013 |
123~046 |
123~004 |
123~043 |
+0~025 |
518,874 |
1,386,835 |
-3,596 |
Jun12 |
120222 |
122~115 |
123~022 |
122~109 |
123~019 |
+0~026 |
10,640 |
13,328 |
+3,500 |
Sep12 |
120222 |
122~043 |
122~043 |
122~017 |
122~043 |
+0~026 |
|
|
|
Total Volume and Open Interest |
529,514 |
1,400,163 |
-96 |
2 Year T-Notes(CBOT) |
Mar12 |
120222 |
110~026 |
110~030 |
110~024 |
110~029 |
+0~003 |
158,288 |
826,872 |
-22,389 |
Jun12 |
120222 |
110~015 |
110~018 |
110~013 |
110~018 |
+0~003 |
3,435 |
16,039 |
+2,653 |
Sep12 |
120222 |
109~084 |
109~084 |
109~081 |
109~084 |
+0~003 |
|
|
|
Total Volume and Open Interest |
161,723 |
842,911 |
-19,736 |
Eurodollars(CME) |
Mar12 |
120222 |
99.533 |
99.535 |
99.520 |
99.527 |
-0.003 |
177,971 |
878,591 |
-2,396 |
Jun12 |
120222 |
99.505 |
99.515 |
99.495 |
99.500 |
-0.005 |
219,353 |
1,152,080 |
+11,883 |
Sep12 |
120222 |
99.465 |
99.475 |
99.455 |
99.465 |
unch |
184,358 |
845,002 |
-4,408 |
Dec12 |
120222 |
99.420 |
99.435 |
99.410 |
99.425 |
+0.005 |
151,926 |
881,094 |
-4,714 |
Mar13 |
120222 |
99.400 |
99.410 |
99.380 |
99.400 |
+0.005 |
143,195 |
694,638 |
-6,124 |
Jun13 |
120222 |
99.365 |
99.380 |
99.340 |
99.370 |
+0.010 |
133,939 |
627,317 |
+3,464 |
Sep13 |
120222 |
99.320 |
99.330 |
99.285 |
99.325 |
+0.015 |
117,876 |
638,217 |
-798 |
Dec13 |
120222 |
99.245 |
99.265 |
99.215 |
99.260 |
+0.020 |
115,061 |
544,958 |
-7,018 |
Mar14 |
120222 |
99.165 |
99.195 |
99.130 |
99.190 |
+0.030 |
90,162 |
418,227 |
-4,982 |
Jun14 |
120222 |
99.050 |
99.095 |
99.020 |
99.090 |
+0.040 |
97,188 |
289,918 |
-8,928 |
Sep14 |
120222 |
98.910 |
98.970 |
98.880 |
98.960 |
+0.045 |
78,157 |
254,050 |
-10,053 |
Dec14 |
120222 |
98.755 |
98.805 |
98.710 |
98.795 |
+0.045 |
93,011 |
294,148 |
+8,069 |
Mar15 |
120222 |
98.570 |
98.645 |
98.550 |
98.635 |
+0.050 |
65,590 |
203,351 |
+2,853 |
Jun15 |
120222 |
0.101 |
0.171 |
0.066 |
0.161 |
+0.055 |
75,429 |
159,905 |
+13,609 |
Sep15 |
120222 |
6.485 |
0.011 |
6.455 |
0.001 |
-6.494 |
41,970 |
113,555 |
+2,260 |
Dec15 |
120222 |
6.365 |
6.405 |
6.285 |
6.395 |
+0.065 |
40,781 |
112,700 |
+4,921 |
Mar16 |
120222 |
6.175 |
6.260 |
6.140 |
6.255 |
+0.070 |
16,414 |
69,647 |
-604 |
Jun16 |
120222 |
6.035 |
6.115 |
5.990 |
6.110 |
+0.070 |
19,631 |
67,696 |
+1,869 |
Total Volume and Open Interest |
1,898,532 |
8,456,854 |
+3,074 |
30 Day Federal Funds(CBOT) |
Feb12 |
120222 |
99.893 |
99.895 |
99.893 |
99.893 |
unch |
4,026 |
66,564 |
-466 |
Mar12 |
120222 |
99.890 |
99.895 |
99.885 |
99.890 |
unch |
5,983 |
52,462 |
+1,572 |
Apr12 |
120222 |
99.890 |
99.895 |
99.880 |
99.890 |
unch |
3,142 |
42,406 |
+1,888 |
May12 |
120222 |
99.885 |
99.895 |
99.885 |
99.885 |
unch |
1,516 |
44,100 |
+701 |
Jun12 |
120222 |
99.885 |
99.890 |
99.880 |
99.885 |
unch |
2,825 |
34,180 |
+1,380 |
Jul12 |
120222 |
99.885 |
99.885 |
99.875 |
99.880 |
unch |
799 |
36,392 |
+286 |
Total Volume and Open Interest |
27,444 |
537,682 |
+5,623 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120222 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
58 |
+0 |
Jun12 |
120222 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
120222 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Dec12 |
120222 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Mar13 |
120222 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Jun13 |
120222 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Sep13 |
120222 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Dec13 |
120222 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Mar14 |
120222 |
99.510 |
99.510 |
99.510 |
99.510 |
unch |
|
|
|
Jun14 |
120222 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
58 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120222 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,664 |
+0 |
Jun12 |
120222 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,429 |
+0 |
Sep12 |
120222 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
683 |
+0 |
Dec12 |
120222 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
117 |
+0 |
Mar13 |
120222 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
131 |
-2 |
Jun13 |
120222 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
216 |
+0 |
Sep13 |
120222 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
325 |
+0 |
Dec13 |
120222 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
295 |
+0 |
Total Volume and Open Interest |
0 |
4,860 |
-2 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120222 |
142.56 |
142.63 |
142.40 |
142.46 |
-0.08 |
2,347 |
26,485 |
-447 |
Jun12 |
120222 |
142.18 |
142.18 |
141.97 |
141.99 |
-0.09 |
20 |
27 |
+21 |
Sep12 |
120222 |
139.90 |
139.90 |
139.90 |
139.90 |
-0.09 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,367 |
26,521 |
-426 |
Euro-Bund(EUREX) |
Mar12 |
120222 |
137.85 |
139.02 |
137.72 |
138.53 |
+0.57 |
344,465 |
899,323 |
-35,835 |
Jun12 |
120222 |
136.13 |
137.31 |
136.05 |
136.84 |
+0.58 |
386 |
41,846 |
+1,046 |
Sep12 |
120222 |
136.73 |
136.73 |
136.73 |
136.73 |
+0.57 |
0 |
1 |
+0 |
Total Volume and Open Interest |
344,851 |
941,170 |
-34,789 |
Euro-Bobl(EUREX) |
Mar12 |
120222 |
124.77 |
125.25 |
124.68 |
125.05 |
+0.20 |
244,093 |
720,310 |
+11,461 |
Jun12 |
120222 |
123.19 |
123.61 |
123.19 |
123.45 |
+0.21 |
1,670 |
30,755 |
+1,970 |
Sep12 |
120222 |
123.30 |
123.30 |
123.30 |
123.30 |
+0.20 |
0 |
3 |
+0 |
Total Volume and Open Interest |
245,763 |
751,068 |
+13,431 |
3-Mth Euribor(EUREX) |
Mar12 |
120222 |
99.085 |
99.085 |
99.085 |
99.085 |
-0.005 |
0 |
1,542 |
+0 |
Jun12 |
120222 |
99.180 |
99.180 |
99.175 |
99.175 |
-0.020 |
0 |
1,259 |
+0 |
Sep12 |
120222 |
99.200 |
99.200 |
99.190 |
99.190 |
-0.020 |
0 |
959 |
-100 |
Total Volume and Open Interest |
0 |
6,408 |
-100 |
Long Gilt(LIFFE) |
Mar12 |
120222 |
114~25 |
116~01 |
114~22 |
115~20 |
+0~22 |
70,391 |
309,378 |
-11,727 |
Jun12 |
120222 |
113~06 |
114~18 |
113~03 |
114~05 |
+0~25 |
2,945 |
4,338 |
+3,407 |
Total Volume and Open Interest |
73,336 |
313,716 |
-8,320 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120222 |
98.96 |
98.99 |
98.96 |
98.99 |
+0.03 |
35,264 |
278,048 |
-7,233 |
Jun12 |
120222 |
98.99 |
99.04 |
98.98 |
99.03 |
+0.05 |
39,608 |
258,469 |
-21,615 |
Sep12 |
120222 |
98.99 |
99.05 |
98.97 |
99.03 |
+0.05 |
26,749 |
283,281 |
-8,017 |
Dec12 |
120222 |
98.97 |
99.05 |
98.95 |
99.01 |
+0.04 |
49,052 |
220,198 |
-23,606 |
Mar13 |
120222 |
98.96 |
99.04 |
98.93 |
99.00 |
+0.04 |
59,833 |
289,390 |
-9,994 |
Jun13 |
120222 |
98.92 |
99.01 |
98.89 |
98.97 |
+0.05 |
26,727 |
206,656 |
-4,837 |
Total Volume and Open Interest |
321,444 |
2,018,333 |
-93,638 |
3-Mth Euribor(LIFFE) |
Mar12 |
120222 |
99.095 |
99.095 |
99.080 |
99.085 |
-0.005 |
33,071 |
539,132 |
-2,372 |
Jun12 |
120222 |
99.195 |
99.205 |
99.170 |
99.175 |
-0.020 |
60,791 |
463,229 |
-8,290 |
Sep12 |
120222 |
99.210 |
99.215 |
99.185 |
99.190 |
-0.020 |
51,770 |
444,576 |
+2,791 |
Total Volume and Open Interest |
336,795 |
3,366,402 |
-23,948 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120222 |
95.63 |
95.65 |
95.63 |
95.64 |
unch |
22,083 |
175,340 |
+1,384 |
Jun12 |
120222 |
95.75 |
95.80 |
95.74 |
95.77 |
+0.01 |
24,051 |
226,816 |
+7,081 |
Sep12 |
120222 |
95.81 |
95.86 |
95.79 |
95.84 |
+0.02 |
18,032 |
139,891 |
+2,179 |
Dec12 |
120222 |
95.83 |
95.88 |
95.80 |
95.85 |
+0.02 |
8,668 |
88,796 |
+2,077 |
Mar13 |
120222 |
95.83 |
95.87 |
95.81 |
95.85 |
+0.01 |
4,563 |
60,482 |
+1,934 |
Jun13 |
120222 |
95.78 |
95.84 |
95.78 |
95.82 |
+0.01 |
1,166 |
58,379 |
+555 |
Sep13 |
120222 |
95.76 |
95.80 |
95.76 |
95.77 |
+0.01 |
438 |
35,108 |
+53 |
Dec13 |
120222 |
95.73 |
95.76 |
95.72 |
95.72 |
unch |
76 |
26,763 |
+51 |
Mar14 |
120222 |
95.69 |
95.69 |
95.69 |
95.69 |
+0.01 |
10 |
2,482 |
+19 |
Jun14 |
120222 |
95.63 |
95.63 |
95.63 |
95.63 |
+0.01 |
0 |
520 |
+0 |
Total Volume and Open Interest |
79,087 |
814,824 |
+15,332 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120222 |
95.84 |
95.89 |
95.82 |
95.85 |
unch |
43,918 |
372,832 |
+3,280 |
Jun12 |
120222 |
95.85 |
95.85 |
95.85 |
95.85 |
unch |
|
|
|
Total Volume and Open Interest |
43,918 |
372,832 |
+3,280 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120222 |
96.31 |
96.36 |
96.28 |
96.31 |
-0.01 |
185,317 |
463,307 |
-3,517 |
Jun12 |
120222 |
96.33 |
96.33 |
96.33 |
96.33 |
-0.01 |
|
|
|
Total Volume and Open Interest |
185,317 |
463,307 |
-3,517 |
Gold(CMX) |
Feb12 |
120222 |
1758.7 |
1781.9 |
1750.5 |
1770.0 |
+12.9 |
80 |
346 |
-30 |
Apr12 |
120222 |
1761.4 |
1783.4 |
1750.7 |
1771.3 |
+12.8 |
116,795 |
235,877 |
-2,520 |
Jun12 |
120222 |
1763.2 |
1785.3 |
1754.1 |
1774.2 |
+12.8 |
4,544 |
60,928 |
+1,275 |
Aug12 |
120222 |
1764.6 |
1786.6 |
1759.7 |
1776.8 |
+12.7 |
2,849 |
24,313 |
+442 |
Oct12 |
120222 |
1767.1 |
1790.8 |
1760.5 |
1779.4 |
+12.7 |
300 |
12,096 |
+56 |
Dec12 |
120222 |
1770.0 |
1793.5 |
1762.5 |
1781.9 |
+12.7 |
1,994 |
31,002 |
+120 |
Feb13 |
120222 |
1769.9 |
1793.6 |
1767.8 |
1784.4 |
+12.7 |
897 |
14,287 |
+412 |
Apr13 |
120222 |
1772.9 |
1787.3 |
1770.4 |
1787.3 |
+12.8 |
3 |
2,898 |
-3 |
Jun13 |
120222 |
1799.0 |
1799.0 |
1790.6 |
1790.6 |
+12.7 |
64 |
9,817 |
+4 |
Aug13 |
120222 |
1794.0 |
1794.0 |
1794.0 |
1794.0 |
+12.7 |
4 |
219 |
+0 |
Oct13 |
120222 |
1797.7 |
1797.7 |
1797.7 |
1797.7 |
+12.7 |
0 |
1 |
+0 |
Dec13 |
120222 |
1801.4 |
1811.6 |
1801.4 |
1801.4 |
+12.7 |
1,121 |
10,893 |
-644 |
Total Volume and Open Interest |
129,738 |
439,791 |
-885 |
Silver(CMX) |
Mar12 |
120222 |
3436.0 |
3449.5 |
3390.0 |
3425.4 |
-17.5 |
39,578 |
29,314 |
-1,716 |
May12 |
120222 |
3444.0 |
3456.5 |
3398.5 |
3432.8 |
-17.2 |
8,698 |
33,304 |
+816 |
Jul12 |
120222 |
3450.5 |
3456.0 |
3410.5 |
3438.2 |
-17.2 |
1,253 |
8,441 |
+464 |
Sep12 |
120222 |
3431.0 |
3461.5 |
3421.0 |
3442.1 |
-17.3 |
264 |
3,734 |
+140 |
Dec12 |
120222 |
3448.5 |
3463.0 |
3418.0 |
3447.4 |
-17.3 |
333 |
14,325 |
-46 |
Mar13 |
120222 |
3450.5 |
3450.5 |
3448.6 |
3448.6 |
-17.0 |
23 |
1,532 |
+20 |
May13 |
120222 |
3448.8 |
3448.8 |
3448.8 |
3448.8 |
-17.0 |
1 |
1,088 |
+0 |
Total Volume and Open Interest |
50,988 |
106,962 |
-308 |
Platinum(NYMEX) |
Apr12 |
120222 |
1692.0 |
1733.9 |
1689.0 |
1720.8 |
+35.9 |
4,611 |
40,680 |
-259 |
Jul12 |
120222 |
1692.9 |
1732.0 |
1692.9 |
1724.2 |
+36.2 |
31 |
2,617 |
+9 |
Oct12 |
120222 |
1702.4 |
1735.3 |
1702.4 |
1727.3 |
+36.2 |
2 |
408 |
-2 |
Jan13 |
120222 |
1730.3 |
1730.3 |
1730.3 |
1730.3 |
+36.2 |
0 |
3 |
+0 |
Total Volume and Open Interest |
4,644 |
43,708 |
-252 |
Palladium(NYMEX) |
Mar12 |
120222 |
55.44 |
69.04 |
52.89 |
62.39 |
+7.00 |
2,559 |
13,638 |
-806 |
Jun12 |
120222 |
56.49 |
70.69 |
54.64 |
64.24 |
+7.05 |
830 |
6,592 |
+438 |
Sep12 |
120222 |
58.64 |
65.49 |
58.64 |
65.49 |
+7.05 |
5 |
265 |
+0 |
Total Volume and Open Interest |
3,396 |
20,497 |
-368 |
Copper(CMX) |
Mar12 |
120222 |
383.45 |
385.15 |
379.40 |
383.35 |
-0.30 |
56,865 |
35,916 |
-2,611 |
May12 |
120222 |
384.45 |
385.90 |
380.30 |
384.25 |
-0.20 |
13,070 |
66,171 |
+1,541 |
Jul12 |
120222 |
385.60 |
386.75 |
381.60 |
385.40 |
-0.25 |
1,577 |
34,305 |
+357 |
Sep12 |
120222 |
383.85 |
386.50 |
383.60 |
386.30 |
-0.25 |
187 |
10,738 |
+36 |
Dec12 |
120222 |
387.90 |
387.90 |
385.60 |
387.15 |
-0.25 |
307 |
8,527 |
-64 |
Total Volume and Open Interest |
72,636 |
167,229 |
-533 |
DJIA Index(CBOT) |
Mar12 |
120222 |
12940 |
12974 |
12895 |
12916 |
-29 |
125 |
12,986 |
-32 |
Jun12 |
120222 |
12844 |
12873 |
12844 |
12844 |
-29 |
0 |
286 |
+0 |
Sep12 |
120222 |
12781 |
12810 |
12781 |
12781 |
-29 |
|
|
|
Dec12 |
120222 |
12704 |
12733 |
12704 |
12704 |
-29 |
|
|
|
Total Volume and Open Interest |
125 |
13,272 |
-32 |
E-mini DJIA Index(CBOT) |
Mar12 |
120222 |
12941 |
12977 |
12891 |
12916 |
-29 |
80,405 |
109,403 |
-2,503 |
Jun12 |
120222 |
12870 |
12909 |
12844 |
12844 |
-29 |
36 |
160 |
+21 |
Sep12 |
120222 |
12802 |
12802 |
12781 |
12781 |
-29 |
0 |
21 |
+0 |
Dec12 |
120222 |
12704 |
12704 |
12704 |
12704 |
-29 |
0 |
14 |
+0 |
Total Volume and Open Interest |
80,441 |
109,598 |
-2,482 |
S & P 500(CME) |
Mar12 |
120222 |
1359.80 |
1363.90 |
1353.20 |
1355.90 |
-4.20 |
10,395 |
240,195 |
+532 |
Jun12 |
120222 |
1353.20 |
1353.90 |
1347.40 |
1350.20 |
-4.20 |
2,034 |
7,795 |
+1,936 |
Sep12 |
120222 |
1344.20 |
1344.20 |
1341.30 |
1344.20 |
-4.10 |
15 |
1,039 |
-1 |
Dec12 |
120222 |
1338.20 |
1338.20 |
1335.20 |
1338.20 |
-4.00 |
0 |
502 |
+0 |
Total Volume and Open Interest |
12,444 |
249,531 |
+2,467 |
S & P 500 E-Mini(Globex) |
Mar12 |
120222 |
1359.75 |
1364.00 |
1353.00 |
1356.00 |
-4.00 |
1,250,939 |
2,705,934 |
+12,172 |
Jun12 |
120222 |
1353.75 |
1358.25 |
1347.75 |
1350.25 |
-4.25 |
4,493 |
75,311 |
+2,430 |
Total Volume and Open Interest |
1,255,443 |
2,781,601 |
+14,607 |
NASDAQ 100(CME) |
Mar12 |
120222 |
2591.00 |
2600.30 |
2575.00 |
2578.80 |
-12.20 |
3,426 |
18,151 |
-1,831 |
Jun12 |
120222 |
2573.00 |
2574.30 |
2570.00 |
2573.00 |
-12.30 |
0 |
2 |
+0 |
Sep12 |
120222 |
2570.50 |
2571.80 |
2570.50 |
2570.50 |
-12.30 |
|
|
|
Total Volume and Open Interest |
3,426 |
18,153 |
-1,831 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120222 |
2590.30 |
2600.50 |
2575.30 |
2578.80 |
-12.20 |
216,108 |
458,603 |
-8,463 |
Jun12 |
120222 |
2585.00 |
2594.50 |
2570.00 |
2573.00 |
-12.30 |
46 |
691 |
+12 |
Total Volume and Open Interest |
216,154 |
459,315 |
-8,451 |
S & P Midcap 400(CME) |
Mar12 |
120222 |
978.30 |
978.30 |
974.80 |
974.80 |
-5.70 |
0 |
2,255 |
+0 |
Jun12 |
120222 |
972.40 |
972.40 |
972.40 |
972.40 |
-5.70 |
|
|
|
Sep12 |
120222 |
970.40 |
970.40 |
970.40 |
970.40 |
-5.70 |
|
|
|
Total Volume and Open Interest |
0 |
2,255 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120222 |
9470 |
9610 |
9445 |
9580 |
+100 |
7,985 |
30,892 |
+1,386 |
Jun12 |
120222 |
9405 |
9535 |
9405 |
9515 |
+100 |
6 |
591 |
+4 |
Total Volume and Open Interest |
7,991 |
31,483 |
+1,390 |
Nikkei 225(SGX) |
Mar12 |
120222 |
9480 |
9580 |
9440 |
9575 |
+90 |
102,508 |
216,749 |
+114 |
Jun12 |
120222 |
9405 |
9500 |
9375 |
9500 |
+90 |
594 |
11,270 |
+609 |
Sep12 |
120222 |
9500 |
9500 |
9500 |
9500 |
+95 |
0 |
30 |
+0 |
Total Volume and Open Interest |
103,196 |
235,176 |
+735 |
CAC 40(EURONEXT) |
Mar12 |
120222 |
3462.5 |
3479.0 |
3441.5 |
3448.5 |
-16.5 |
99,760 |
337,784 |
+17,151 |
Apr12 |
120222 |
3466.5 |
3469.5 |
3438.0 |
3441.5 |
-16.5 |
35 |
417 |
+365 |
May12 |
120222 |
3380.0 |
3380.0 |
3380.0 |
3380.0 |
-15.0 |
|
|
|
Total Volume and Open Interest |
99,796 |
338,364 |
|
Hang Seng Index(HKFE) |
Feb12 |
120222 |
21332 |
21574 |
21265 |
21494 |
+66 |
70,305 |
90,971 |
-426 |
Mar12 |
120222 |
21281 |
21525 |
21220 |
21440 |
+64 |
2,603 |
10,655 |
+2,766 |
Total Volume and Open Interest |
73,121 |
105,590 |
+2,396 |
DAX(EUREX) |
Mar12 |
120222 |
6905.5 |
6922.5 |
6821.0 |
6849.5 |
-66.5 |
86,827 |
163,760 |
+1,600 |
Jun12 |
120222 |
6919.0 |
6932.5 |
6840.0 |
6863.0 |
-67.0 |
436 |
6,962 |
+521 |
Sep12 |
120222 |
6928.0 |
6940.0 |
6866.5 |
6870.5 |
-66.5 |
55 |
371 |
-11 |
Total Volume and Open Interest |
87,318 |
171,093 |
+2,110 |
FT-SE 100(EURONEXT) |
Mar12 |
120222 |
5897.50 |
5916.50 |
5871.50 |
5900.00 |
-10.50 |
42,493 |
636,831 |
-3,595 |
Jun12 |
120222 |
5862.00 |
5862.00 |
5824.00 |
5849.00 |
-11.00 |
270 |
10,831 |
+252 |
Sep12 |
120222 |
5816.00 |
5816.00 |
5816.00 |
5816.00 |
-11.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
42,763 |
647,672 |
-3,343 |
SPI 200(SFE) |
Mar12 |
120222 |
4277.0 |
4289.0 |
4244.0 |
4273.0 |
unch |
35,916 |
200,618 |
+8,242 |
Jun12 |
120222 |
4289.0 |
4289.0 |
4277.0 |
4287.0 |
+2.0 |
21 |
2,087 |
+18 |
Sep12 |
120222 |
4257.0 |
4257.0 |
4257.0 |
4257.0 |
+1.0 |
0 |
1,534 |
+0 |
Total Volume and Open Interest |
35,938 |
205,427 |
+5,568 |
GSCI(CME) |
Mar12 |
120222 |
699.25 |
705.25 |
699.25 |
705.25 |
+3.75 |
147 |
9,644 |
-31 |
Apr12 |
120222 |
701.00 |
703.05 |
701.00 |
701.00 |
-2.00 |
2 |
0 |
+0 |
May12 |
120222 |
702.00 |
704.05 |
702.00 |
702.00 |
-2.00 |
|
|
|
Total Volume and Open Interest |
149 |
9,644 |
-31 |
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. |
|
|