|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu February 23, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120223 |
1271.00 |
1280.00 |
1266.50 |
1276.75 |
+4.50 |
98,178 |
98,151 |
-11,846 |
May12 |
120223 |
1277.25 |
1286.25 |
1272.25 |
1283.50 |
+4.75 |
52,842 |
191,299 |
+2,356 |
Jul12 |
120223 |
1285.00 |
1294.00 |
1280.50 |
1291.25 |
+4.75 |
32,261 |
117,069 |
+1,975 |
Aug12 |
120223 |
1277.00 |
1288.00 |
1275.00 |
1285.50 |
+5.00 |
1,445 |
3,410 |
+244 |
Sep12 |
120223 |
1274.50 |
1277.00 |
1268.75 |
1274.75 |
+3.75 |
1,882 |
2,912 |
+496 |
Nov12 |
120223 |
1261.75 |
1268.75 |
1257.50 |
1267.75 |
+3.75 |
18,980 |
98,696 |
+1,749 |
Jan13 |
120223 |
1265.75 |
1272.75 |
1265.75 |
1272.00 |
+2.75 |
679 |
16,560 |
+169 |
Mar13 |
120223 |
1270.00 |
1274.00 |
1266.50 |
1272.25 |
+2.25 |
316 |
5,157 |
+169 |
May13 |
120223 |
1270.00 |
1270.00 |
1263.50 |
1268.50 |
+2.50 |
213 |
2,426 |
+23 |
Jul13 |
120223 |
1267.75 |
1270.00 |
1265.25 |
1269.75 |
+2.50 |
564 |
3,254 |
+305 |
Aug13 |
120223 |
1260.00 |
1260.00 |
1257.50 |
1260.00 |
+2.50 |
5 |
2 |
+0 |
Sep13 |
120223 |
1232.75 |
1232.75 |
1230.25 |
1232.75 |
+2.50 |
4 |
2 |
+2 |
Nov13 |
120223 |
1205.00 |
1211.25 |
1205.00 |
1211.25 |
+2.75 |
548 |
4,693 |
+239 |
Jan14 |
120223 |
1217.75 |
1218.00 |
1215.50 |
1218.00 |
+2.50 |
0 |
60 |
+0 |
Total Volume and Open Interest |
207,934 |
544,143 |
-4,106 |
Soybean Meal(CBOT) |
Mar12 |
120223 |
330.50 |
334.90 |
329.10 |
332.90 |
+1.60 |
40,716 |
42,227 |
-6,134 |
May12 |
120223 |
333.40 |
337.60 |
331.60 |
335.30 |
+1.50 |
28,041 |
60,392 |
+4,460 |
Jul12 |
120223 |
334.80 |
339.40 |
333.50 |
337.20 |
+1.50 |
8,992 |
33,346 |
+2,446 |
Aug12 |
120223 |
336.00 |
338.40 |
334.60 |
336.40 |
+1.40 |
263 |
6,836 |
+20 |
Sep12 |
120223 |
335.00 |
336.70 |
333.10 |
334.70 |
+1.30 |
656 |
6,290 |
+71 |
Oct12 |
120223 |
330.40 |
332.60 |
328.70 |
330.80 |
+0.90 |
220 |
3,611 |
+77 |
Dec12 |
120223 |
328.20 |
331.80 |
327.00 |
330.20 |
+1.00 |
4,279 |
20,502 |
+105 |
Jan13 |
120223 |
331.00 |
331.00 |
330.00 |
331.00 |
+1.00 |
112 |
2,866 |
-23 |
Mar13 |
120223 |
331.40 |
332.70 |
329.50 |
331.80 |
+1.00 |
110 |
3,404 |
+46 |
May13 |
120223 |
329.50 |
330.70 |
329.50 |
330.30 |
+1.00 |
48 |
1,698 |
-24 |
Total Volume and Open Interest |
83,783 |
183,614 |
+1,143 |
Soybean Oil(CBOT) |
Mar12 |
120223 |
54.18 |
54.35 |
53.91 |
54.20 |
-0.02 |
70,696 |
57,060 |
-6,584 |
May12 |
120223 |
54.57 |
54.73 |
54.30 |
54.59 |
-0.02 |
47,778 |
124,475 |
+9,348 |
Jul12 |
120223 |
55.00 |
55.13 |
54.69 |
55.00 |
-0.02 |
16,615 |
66,810 |
+2,040 |
Aug12 |
120223 |
54.93 |
55.16 |
54.89 |
55.10 |
-0.04 |
612 |
8,122 |
-29 |
Sep12 |
120223 |
55.10 |
55.30 |
54.96 |
55.20 |
-0.04 |
932 |
6,597 |
-5 |
Oct12 |
120223 |
55.31 |
55.31 |
55.04 |
55.26 |
-0.02 |
312 |
5,985 |
+0 |
Dec12 |
120223 |
55.37 |
55.53 |
55.10 |
55.42 |
-0.03 |
8,812 |
37,455 |
+1,389 |
Jan13 |
120223 |
55.50 |
55.55 |
55.50 |
55.50 |
-0.05 |
256 |
1,749 |
+116 |
Mar13 |
120223 |
55.60 |
55.63 |
55.30 |
55.55 |
-0.08 |
54 |
1,586 |
+14 |
May13 |
120223 |
55.35 |
55.58 |
55.35 |
55.50 |
-0.08 |
47 |
731 |
-7 |
Total Volume and Open Interest |
146,752 |
313,764 |
+6,464 |
Canola(WCE) |
Mar12 |
120223 |
558.5 |
562.8 |
558.1 |
562.3 |
+3.9 |
8,198 |
30,190 |
-5,599 |
May12 |
120223 |
560.4 |
562.9 |
559.1 |
561.8 |
+1.8 |
18,833 |
75,895 |
+7,319 |
Jul12 |
120223 |
563.0 |
564.9 |
562.5 |
563.9 |
+0.9 |
4,050 |
35,276 |
-1,722 |
Nov12 |
120223 |
531.9 |
533.0 |
531.2 |
532.4 |
+0.6 |
4,239 |
43,559 |
+1,488 |
Jan13 |
120223 |
535.9 |
537.5 |
535.9 |
537.0 |
+0.9 |
93 |
2,388 |
+59 |
Total Volume and Open Interest |
35,469 |
188,933 |
+1,578 |
Corn(CBOT) |
Mar12 |
120223 |
638.25 |
643.50 |
633.25 |
639.50 |
+1.25 |
201,444 |
205,379 |
-28,048 |
May12 |
120223 |
641.50 |
646.50 |
635.25 |
642.50 |
+1.25 |
122,612 |
406,042 |
+13,323 |
Jul12 |
120223 |
644.25 |
649.25 |
638.00 |
644.75 |
+0.50 |
56,113 |
266,819 |
+3,448 |
Sep12 |
120223 |
591.50 |
595.00 |
585.50 |
589.50 |
-5.25 |
11,571 |
94,781 |
+2,105 |
Dec12 |
120223 |
564.00 |
566.00 |
554.25 |
558.75 |
-5.75 |
29,125 |
263,746 |
+2,872 |
Mar13 |
120223 |
574.00 |
577.00 |
565.75 |
570.00 |
-4.25 |
1,381 |
46,663 |
+394 |
May13 |
120223 |
580.00 |
580.75 |
575.25 |
576.75 |
-4.00 |
130 |
2,581 |
+24 |
Jul13 |
120223 |
586.50 |
586.50 |
579.00 |
581.50 |
-3.75 |
116 |
3,709 |
+48 |
Sep13 |
120223 |
555.00 |
556.00 |
552.00 |
554.25 |
-1.75 |
2 |
704 |
+0 |
Dec13 |
120223 |
551.00 |
552.75 |
545.25 |
547.75 |
-3.25 |
218 |
19,100 |
+90 |
Total Volume and Open Interest |
422,785 |
1,312,513 |
-5,719 |
Wheat(CBOT) |
Mar12 |
120223 |
644.25 |
645.75 |
635.25 |
641.75 |
-2.75 |
48,495 |
60,442 |
-9,225 |
May12 |
120223 |
646.00 |
647.25 |
635.25 |
641.00 |
-4.75 |
44,349 |
170,551 |
+11,708 |
Jul12 |
120223 |
660.00 |
660.50 |
648.50 |
655.00 |
-5.00 |
20,099 |
109,408 |
+588 |
Sep12 |
120223 |
677.75 |
678.50 |
665.50 |
672.75 |
-5.50 |
6,171 |
44,591 |
+2,123 |
Dec12 |
120223 |
696.75 |
697.00 |
683.25 |
691.75 |
-5.25 |
6,184 |
64,825 |
-368 |
Mar13 |
120223 |
705.75 |
709.75 |
697.50 |
704.25 |
-5.50 |
1,769 |
6,665 |
+634 |
Total Volume and Open Interest |
127,246 |
463,814 |
+5,506 |
Wheat(KCBT) |
Mar12 |
120223 |
685.75 |
688.00 |
675.25 |
680.00 |
-5.00 |
10,519 |
23,238 |
-3,663 |
May12 |
120223 |
693.25 |
695.50 |
682.50 |
687.00 |
-5.50 |
7,037 |
43,301 |
+371 |
Jul12 |
120223 |
702.50 |
704.00 |
690.75 |
695.75 |
-5.50 |
4,476 |
49,138 |
+437 |
Sep12 |
120223 |
715.00 |
718.25 |
705.25 |
709.75 |
-5.00 |
308 |
11,081 |
+123 |
Dec12 |
120223 |
735.75 |
735.75 |
724.25 |
729.25 |
-4.25 |
750 |
13,548 |
+76 |
Mar13 |
120223 |
737.25 |
741.25 |
737.25 |
740.75 |
-4.25 |
66 |
592 |
+25 |
Total Volume and Open Interest |
23,159 |
141,386 |
-2,629 |
Wheat(MGE) |
Mar12 |
120223 |
815.75 |
820.50 |
800.50 |
801.00 |
-17.25 |
2,271 |
6,222 |
-702 |
May12 |
120223 |
815.75 |
821.00 |
802.00 |
803.25 |
-16.25 |
1,548 |
11,365 |
+625 |
Jul12 |
120223 |
814.25 |
814.25 |
797.00 |
798.00 |
-15.00 |
331 |
9,372 |
+59 |
Sep12 |
120223 |
792.50 |
795.00 |
779.00 |
783.50 |
-8.75 |
353 |
6,707 |
+14 |
Dec12 |
120223 |
797.00 |
798.00 |
782.75 |
786.00 |
-9.50 |
254 |
0 |
-4,386 |
Total Volume and Open Interest |
4,803 |
33,666 |
-4,755 |
Oats(CBOT) |
Mar12 |
120223 |
318.75 |
320.50 |
317.75 |
320.50 |
+1.25 |
693 |
2,801 |
-374 |
May12 |
120223 |
312.25 |
316.00 |
312.00 |
313.50 |
+1.25 |
515 |
6,831 |
+191 |
Jul12 |
120223 |
315.00 |
315.00 |
312.25 |
315.00 |
+2.75 |
34 |
613 |
-8 |
Sep12 |
120223 |
315.00 |
315.00 |
315.00 |
315.00 |
unch |
2 |
56 |
+1 |
Total Volume and Open Interest |
1,267 |
11,396 |
-184 |
Rough Rice(CBOT) |
Mar12 |
120223 |
13.94 |
14.06 |
13.92 |
13.97 |
+0.05 |
2,017 |
4,543 |
-922 |
May12 |
120223 |
14.18 |
14.31 |
14.16 |
14.21 |
+0.05 |
1,872 |
8,522 |
+802 |
Jul12 |
120223 |
14.45 |
14.53 |
14.44 |
14.48 |
+0.04 |
245 |
1,431 |
+100 |
Sep12 |
120223 |
14.78 |
14.78 |
14.69 |
14.70 |
+0.05 |
151 |
652 |
+72 |
Total Volume and Open Interest |
4,297 |
15,170 |
+59 |
Live Cattle(CME) |
Feb12 |
120223 |
129.050 |
129.050 |
126.950 |
127.300 |
-2.050 |
2,128 |
7,910 |
-943 |
Apr12 |
120223 |
130.950 |
131.000 |
129.575 |
129.685 |
-1.465 |
23,032 |
155,953 |
+2,198 |
Jun12 |
120223 |
128.575 |
128.850 |
127.680 |
127.750 |
-1.100 |
8,692 |
99,220 |
+86 |
Aug12 |
120223 |
130.350 |
130.630 |
129.685 |
129.985 |
-0.590 |
5,181 |
54,393 |
+1,015 |
Oct12 |
120223 |
133.630 |
133.900 |
133.130 |
133.785 |
+0.035 |
2,399 |
20,403 |
+511 |
Dec12 |
120223 |
134.200 |
134.600 |
133.850 |
134.485 |
-0.015 |
1,206 |
14,031 |
+243 |
Total Volume and Open Interest |
42,981 |
357,639 |
+3,266 |
Feeder Cattle(CME) |
Mar12 |
120223 |
158.200 |
158.630 |
157.350 |
157.650 |
-0.785 |
1,795 |
16,912 |
-343 |
Apr12 |
120223 |
160.400 |
161.050 |
159.900 |
160.185 |
-0.695 |
1,715 |
11,324 |
+573 |
May12 |
120223 |
161.700 |
162.350 |
161.250 |
161.735 |
-0.590 |
708 |
10,661 |
+166 |
Aug12 |
120223 |
163.380 |
163.825 |
162.700 |
163.150 |
-0.635 |
770 |
11,872 |
+230 |
Sep12 |
120223 |
162.500 |
163.000 |
162.050 |
162.630 |
-0.555 |
108 |
2,146 |
+31 |
Oct12 |
120223 |
162.500 |
162.600 |
161.685 |
162.000 |
-0.750 |
57 |
1,100 |
-1 |
Nov12 |
120223 |
162.000 |
162.500 |
161.735 |
162.200 |
-0.800 |
47 |
623 |
+18 |
Total Volume and Open Interest |
5,205 |
54,748 |
+678 |
Lean Hogs(CME) |
Apr12 |
120223 |
90.250 |
90.580 |
89.400 |
89.600 |
-0.730 |
12,378 |
91,986 |
-210 |
May12 |
120223 |
98.500 |
98.850 |
98.200 |
98.785 |
-0.215 |
47 |
3,056 |
+1 |
Jun12 |
120223 |
99.635 |
100.080 |
99.250 |
99.400 |
-0.735 |
5,708 |
59,124 |
+269 |
Jul12 |
120223 |
100.000 |
100.250 |
99.450 |
99.480 |
-0.820 |
2,547 |
28,199 |
+357 |
Aug12 |
120223 |
99.500 |
99.600 |
98.980 |
99.050 |
-0.800 |
1,745 |
22,896 |
-58 |
Oct12 |
120223 |
89.250 |
89.600 |
88.930 |
89.200 |
-0.730 |
1,826 |
28,618 |
+532 |
Dec12 |
120223 |
85.050 |
85.350 |
84.600 |
84.750 |
-1.035 |
611 |
16,197 |
+236 |
Feb13 |
120223 |
86.000 |
86.100 |
85.500 |
85.850 |
-0.850 |
230 |
5,208 |
+178 |
Total Volume and Open Interest |
25,331 |
258,910 |
+1,433 |
Class III Milk(CME) |
Feb12 |
120223 |
16.09 |
16.10 |
16.06 |
16.08 |
+0.01 |
35 |
5,520 |
-15 |
Mar12 |
120223 |
15.36 |
15.37 |
15.17 |
15.23 |
-0.14 |
412 |
6,234 |
+22 |
Apr12 |
120223 |
15.20 |
15.24 |
14.84 |
14.98 |
-0.26 |
545 |
4,034 |
+57 |
May12 |
120223 |
15.40 |
15.41 |
15.04 |
15.10 |
-0.31 |
330 |
3,376 |
+60 |
Jun12 |
120223 |
15.72 |
15.72 |
15.41 |
15.45 |
-0.26 |
241 |
2,957 |
+118 |
Total Volume and Open Interest |
2,034 |
33,999 |
+427 |
Cocoa(ICE) |
Mar12 |
120223 |
2518 |
2519 |
2350 |
2371 |
-86 |
19 |
488 |
-260 |
May12 |
120223 |
2446 |
2467 |
2307 |
2344 |
-94 |
10,378 |
72,637 |
-163 |
Jul12 |
120223 |
2450 |
2478 |
2334 |
2364 |
-89 |
1,423 |
33,636 |
-273 |
Sep12 |
120223 |
2477 |
2480 |
2340 |
2373 |
-82 |
548 |
16,724 |
-89 |
Dec12 |
120223 |
2487 |
2488 |
2344 |
2380 |
-78 |
596 |
19,830 |
-187 |
Mar13 |
120223 |
2490 |
2491 |
2360 |
2388 |
-79 |
822 |
14,380 |
+307 |
May13 |
120223 |
2481 |
2481 |
2384 |
2404 |
-80 |
242 |
3,655 |
+69 |
Total Volume and Open Interest |
14,171 |
163,032 |
-530 |
Coffee "C"(ICE) |
Mar12 |
120223 |
200.85 |
205.35 |
200.85 |
202.00 |
+1.25 |
846 |
2,089 |
-1,139 |
May12 |
120223 |
201.00 |
205.70 |
201.00 |
202.05 |
+0.20 |
11,458 |
73,286 |
+287 |
Jul12 |
120223 |
204.50 |
208.25 |
204.25 |
204.80 |
+0.10 |
2,241 |
25,755 |
+203 |
Sep12 |
120223 |
207.40 |
211.05 |
207.25 |
207.50 |
unch |
1,163 |
15,671 |
+294 |
Dec12 |
120223 |
211.00 |
214.50 |
210.75 |
211.00 |
-0.10 |
340 |
10,516 |
+175 |
Mar13 |
120223 |
215.70 |
217.50 |
213.95 |
213.95 |
-0.25 |
26 |
1,693 |
+12 |
Total Volume and Open Interest |
16,142 |
129,976 |
-188 |
Orange Juice(ICE) |
Mar12 |
120223 |
183.00 |
188.00 |
181.00 |
187.30 |
+5.00 |
2,983 |
5,658 |
-1,080 |
May12 |
120223 |
179.05 |
185.45 |
178.00 |
183.80 |
+5.00 |
2,569 |
14,806 |
+1,665 |
Jul12 |
120223 |
175.00 |
178.90 |
173.45 |
178.55 |
+4.25 |
89 |
1,277 |
+39 |
Sep12 |
120223 |
173.95 |
178.00 |
172.25 |
177.45 |
+4.45 |
105 |
673 |
+114 |
Nov12 |
120223 |
166.00 |
169.00 |
166.00 |
169.00 |
+2.25 |
13 |
396 |
+8 |
Jan13 |
120223 |
167.00 |
167.00 |
167.00 |
167.00 |
+2.25 |
0 |
30 |
+0 |
Total Volume and Open Interest |
5,759 |
22,844 |
+746 |
Sugar #11(ICE) |
Mar12 |
120223 |
25.89 |
26.23 |
25.56 |
25.94 |
+0.18 |
36,980 |
75,557 |
-6,208 |
May12 |
120223 |
24.80 |
24.92 |
24.43 |
24.86 |
+0.15 |
67,411 |
218,839 |
+10,519 |
Jul12 |
120223 |
23.86 |
24.03 |
23.62 |
23.99 |
+0.08 |
33,121 |
190,809 |
+801 |
Oct12 |
120223 |
24.11 |
24.18 |
23.81 |
24.15 |
+0.04 |
20,671 |
87,286 |
+4,188 |
Mar13 |
120223 |
24.64 |
24.72 |
24.36 |
24.69 |
+0.02 |
11,058 |
63,231 |
-117 |
Total Volume and Open Interest |
174,006 |
699,138 |
+10,744 |
London Cocoa(LCE) |
Mar12 |
120223 |
1574 |
1578 |
1494 |
1510 |
-61 |
1,778 |
51,720 |
-751 |
May12 |
120223 |
1584 |
1588 |
1493 |
1519 |
-59 |
4,813 |
31,170 |
-350 |
Jul12 |
120223 |
1597 |
1600 |
1510 |
1533 |
-58 |
1,461 |
31,892 |
+138 |
Sep12 |
120223 |
1600 |
1605 |
1516 |
1542 |
-55 |
786 |
22,651 |
-489 |
Dec12 |
120223 |
1595 |
1598 |
1506 |
1542 |
-50 |
1,648 |
20,360 |
+324 |
Mar13 |
120223 |
1593 |
1603 |
1532 |
1543 |
-53 |
887 |
13,202 |
+83 |
May13 |
120223 |
1595 |
1595 |
1549 |
1553 |
-54 |
133 |
7,265 |
+91 |
Total Volume and Open Interest |
11,559 |
181,185 |
-901 |
London Sugar(LCE) |
May12 |
120223 |
654.90 |
657.80 |
648.20 |
652.20 |
+2.90 |
3,521 |
24,311 |
+465 |
Aug12 |
120223 |
631.50 |
635.30 |
625.10 |
628.60 |
+1.00 |
1,424 |
19,888 |
+288 |
Oct12 |
120223 |
625.00 |
630.40 |
621.10 |
622.10 |
-1.80 |
629 |
7,825 |
+259 |
Dec12 |
120223 |
626.70 |
629.10 |
622.10 |
622.70 |
-2.00 |
256 |
2,630 |
-17 |
Mar13 |
120223 |
629.10 |
631.00 |
625.40 |
625.40 |
-2.60 |
178 |
4,215 |
+241 |
Total Volume and Open Interest |
6,021 |
59,063 |
+1,268 |
Cotton(ICE) |
Mar12 |
120223 |
88.85 |
88.85 |
87.46 |
87.48 |
-1.09 |
7,736 |
5,867 |
-6,608 |
May12 |
120223 |
91.15 |
91.15 |
89.01 |
89.23 |
-1.30 |
13,055 |
88,293 |
-164 |
Jul12 |
120223 |
92.80 |
92.80 |
90.29 |
90.61 |
-1.27 |
2,520 |
48,254 |
+66 |
Oct12 |
120223 |
91.35 |
91.35 |
91.35 |
91.35 |
-1.35 |
1 |
87 |
+0 |
Dec12 |
120223 |
91.61 |
91.79 |
89.75 |
90.00 |
-1.19 |
846 |
27,394 |
+441 |
Mar13 |
120223 |
92.20 |
92.20 |
91.20 |
91.33 |
-0.92 |
36 |
1,374 |
+30 |
Total Volume and Open Interest |
24,205 |
172,437 |
-6,229 |
Lumber(CME) |
Mar12 |
120223 |
266.2 |
268.2 |
264.1 |
266.6 |
+2.3 |
598 |
2,328 |
-328 |
May12 |
120223 |
278.6 |
282.8 |
277.9 |
279.4 |
-0.3 |
626 |
5,387 |
+98 |
Jul12 |
120223 |
289.8 |
293.3 |
289.8 |
291.1 |
+2.7 |
111 |
1,330 |
+43 |
Sep12 |
120223 |
294.0 |
295.8 |
293.5 |
294.7 |
-1.4 |
17 |
662 |
+5 |
Total Volume and Open Interest |
1,352 |
10,004 |
-182 |
Crude Oil(NYM) |
Apr12 |
120223 |
105.95 |
108.74 |
105.45 |
107.83 |
+1.55 |
316,239 |
264,829 |
+4,306 |
May12 |
120223 |
106.43 |
109.15 |
106.00 |
108.25 |
+1.47 |
78,457 |
122,771 |
-451 |
Jun12 |
120223 |
106.94 |
109.57 |
106.51 |
108.68 |
+1.41 |
79,597 |
130,603 |
+2,640 |
Jul12 |
120223 |
107.15 |
109.66 |
106.95 |
108.97 |
+1.39 |
28,032 |
91,754 |
-2,568 |
Aug12 |
120223 |
107.10 |
109.72 |
106.97 |
109.02 |
+1.40 |
17,858 |
43,403 |
+1,632 |
Sep12 |
120223 |
107.09 |
109.58 |
106.89 |
108.99 |
+1.44 |
18,248 |
47,892 |
+272 |
Oct12 |
120223 |
107.12 |
109.53 |
107.12 |
108.95 |
+1.45 |
10,900 |
35,410 |
+158 |
Nov12 |
120223 |
107.40 |
108.94 |
107.40 |
108.90 |
+1.42 |
8,350 |
34,528 |
+490 |
Dec12 |
120223 |
107.21 |
109.44 |
107.00 |
108.88 |
+1.38 |
66,306 |
191,882 |
+2,209 |
Jan13 |
120223 |
107.23 |
108.78 |
107.23 |
108.76 |
+1.36 |
3,077 |
35,588 |
+76 |
Feb13 |
120223 |
108.54 |
108.54 |
108.54 |
108.54 |
+1.36 |
2,587 |
17,907 |
+39 |
Mar13 |
120223 |
108.24 |
108.24 |
108.24 |
108.24 |
+1.36 |
2,843 |
21,385 |
+419 |
Apr13 |
120223 |
107.84 |
107.84 |
107.84 |
107.84 |
+1.36 |
692 |
9,371 |
-76 |
May13 |
120223 |
107.40 |
107.40 |
107.40 |
107.40 |
+1.36 |
534 |
9,940 |
+199 |
Jun13 |
120223 |
105.91 |
107.18 |
105.61 |
106.91 |
+1.35 |
11,789 |
58,694 |
+750 |
Jul13 |
120223 |
106.35 |
106.35 |
106.35 |
106.35 |
+1.33 |
334 |
8,361 |
+46 |
Total Volume and Open Interest |
690,187 |
1,438,456 |
-4,972 |
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 |
120223 |
106.000 |
108.725 |
105.450 |
107.825 |
+1.550 |
9,386 |
1,569 |
+301 |
May12 |
120223 |
106.450 |
109.150 |
105.975 |
108.250 |
+1.475 |
265 |
224 |
+20 |
Jun12 |
120223 |
107.500 |
109.425 |
106.475 |
108.675 |
+1.400 |
93 |
168 |
+1 |
Jul12 |
120223 |
107.250 |
109.500 |
106.900 |
108.975 |
+1.400 |
1 |
25 |
+1 |
Aug12 |
120223 |
108.200 |
109.025 |
108.200 |
109.025 |
+1.400 |
0 |
9 |
+0 |
Sep12 |
120223 |
108.225 |
109.000 |
108.225 |
109.000 |
+1.450 |
0 |
2 |
+0 |
Oct12 |
120223 |
108.950 |
108.950 |
108.950 |
108.950 |
+1.450 |
0 |
10 |
+0 |
Nov12 |
120223 |
108.900 |
108.900 |
108.900 |
108.900 |
+1.425 |
0 |
2 |
+0 |
Total Volume and Open Interest |
9,760 |
2,239 |
+323 |
Heating Oil(NYM) |
Mar12 |
120223 |
326.86 |
331.40 |
326.07 |
329.49 |
+2.25 |
41,939 |
52,373 |
-8,801 |
Apr12 |
120223 |
326.10 |
330.56 |
325.46 |
329.00 |
+2.50 |
58,271 |
77,769 |
+8,656 |
May12 |
120223 |
325.10 |
328.76 |
324.02 |
327.76 |
+2.67 |
23,144 |
39,725 |
+2,486 |
Jun12 |
120223 |
324.47 |
327.49 |
323.01 |
326.85 |
+2.68 |
20,914 |
56,774 |
+756 |
Jul12 |
120223 |
325.35 |
327.35 |
322.95 |
326.97 |
+2.68 |
6,808 |
20,727 |
+1,275 |
Aug12 |
120223 |
324.11 |
327.60 |
323.67 |
327.13 |
+2.68 |
1,990 |
9,626 |
+245 |
Sep12 |
120223 |
324.59 |
327.78 |
323.39 |
327.36 |
+2.64 |
1,248 |
13,817 |
-120 |
Oct12 |
120223 |
325.00 |
327.67 |
324.61 |
327.67 |
+2.60 |
318 |
5,239 |
+63 |
Nov12 |
120223 |
324.49 |
328.33 |
324.49 |
327.98 |
+2.60 |
429 |
3,716 |
-101 |
Dec12 |
120223 |
325.80 |
328.57 |
324.25 |
328.22 |
+2.57 |
5,473 |
28,557 |
+1,109 |
Jan13 |
120223 |
328.47 |
328.47 |
325.80 |
328.42 |
+2.57 |
537 |
3,776 |
-204 |
Feb13 |
120223 |
326.38 |
327.90 |
326.38 |
327.90 |
+2.60 |
21 |
766 |
+11 |
Total Volume and Open Interest |
161,116 |
314,325 |
+5,398 |
Gasoline(NYMEX) |
Mar12 |
120223 |
308.90 |
312.55 |
307.00 |
311.36 |
+2.59 |
30,189 |
41,704 |
-6,311 |
Apr12 |
120223 |
325.93 |
329.97 |
324.56 |
328.80 |
+2.50 |
44,932 |
99,073 |
+7,397 |
May12 |
120223 |
325.25 |
328.66 |
323.71 |
327.81 |
+2.45 |
15,279 |
49,798 |
+23 |
Jun12 |
120223 |
322.11 |
325.47 |
320.96 |
324.77 |
+2.28 |
14,033 |
48,414 |
+1,882 |
Jul12 |
120223 |
319.36 |
321.06 |
317.29 |
320.68 |
+2.26 |
8,295 |
33,305 |
+1,288 |
Aug12 |
120223 |
312.82 |
316.69 |
312.49 |
315.93 |
+2.21 |
3,254 |
20,709 |
+349 |
Sep12 |
120223 |
308.50 |
311.47 |
307.42 |
310.78 |
+2.15 |
2,784 |
14,644 |
+180 |
Oct12 |
120223 |
294.07 |
295.52 |
292.07 |
295.21 |
+2.04 |
1,776 |
10,783 |
-72 |
Nov12 |
120223 |
289.15 |
290.60 |
287.46 |
290.31 |
+1.96 |
1,274 |
5,532 |
+122 |
Dec12 |
120223 |
286.23 |
287.62 |
284.40 |
287.31 |
+1.90 |
2,562 |
18,100 |
-483 |
Total Volume and Open Interest |
126,185 |
353,783 |
+4,725 |
e-miNY RBOB Gasoline(NYM) |
Mar12 |
120223 |
311.40 |
311.40 |
311.36 |
311.40 |
+2.60 |
0 |
1 |
+0 |
Apr12 |
120223 |
328.80 |
328.80 |
328.80 |
328.80 |
+2.50 |
|
|
|
May12 |
120223 |
327.80 |
327.81 |
327.80 |
327.80 |
+2.40 |
|
|
|
Jun12 |
120223 |
324.80 |
324.80 |
324.77 |
324.80 |
+2.30 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Mar12 |
120223 |
2.664 |
2.694 |
2.565 |
2.621 |
-0.022 |
136,053 |
53,916 |
-22,086 |
Apr12 |
120223 |
2.799 |
2.833 |
2.706 |
2.761 |
-0.014 |
77,647 |
208,180 |
+5,525 |
May12 |
120223 |
2.904 |
2.945 |
2.812 |
2.866 |
-0.016 |
50,647 |
250,882 |
+138 |
Jun12 |
120223 |
2.994 |
3.035 |
2.907 |
2.959 |
-0.016 |
28,333 |
77,612 |
+2,829 |
Jul12 |
120223 |
3.045 |
3.097 |
2.974 |
3.031 |
-0.014 |
21,578 |
106,172 |
+5,665 |
Aug12 |
120223 |
3.112 |
3.134 |
3.015 |
3.070 |
-0.013 |
8,215 |
36,691 |
-429 |
Sep12 |
120223 |
3.095 |
3.140 |
3.024 |
3.081 |
-0.014 |
13,435 |
59,177 |
+2,137 |
Oct12 |
120223 |
3.147 |
3.207 |
3.077 |
3.131 |
-0.015 |
16,770 |
119,019 |
+1,823 |
Nov12 |
120223 |
3.354 |
3.364 |
3.257 |
3.308 |
-0.015 |
3,817 |
46,991 |
+406 |
Dec12 |
120223 |
3.604 |
3.667 |
3.557 |
3.605 |
-0.008 |
3,766 |
46,447 |
+254 |
Jan13 |
120223 |
3.770 |
3.799 |
3.697 |
3.745 |
-0.007 |
7,599 |
61,479 |
+164 |
Feb13 |
120223 |
3.777 |
3.793 |
3.710 |
3.756 |
-0.007 |
995 |
17,082 |
+30 |
Mar13 |
120223 |
3.777 |
3.790 |
3.693 |
3.741 |
-0.006 |
1,938 |
25,012 |
+27 |
Apr13 |
120223 |
3.740 |
3.744 |
3.657 |
3.707 |
-0.001 |
1,647 |
36,110 |
+475 |
May13 |
120223 |
3.742 |
3.774 |
3.695 |
3.745 |
-0.001 |
232 |
10,632 |
-27 |
Jun13 |
120223 |
3.813 |
3.813 |
3.760 |
3.794 |
unch |
56 |
3,848 |
+7 |
Total Volume and Open Interest |
373,433 |
1,252,913 |
-3,041 |
Brent Crude Oil(ICE) |
Apr12 |
120223 |
122.73 |
124.50 |
122.10 |
123.62 |
+0.72 |
169,695 |
239,010 |
-3,641 |
May12 |
120223 |
121.69 |
123.33 |
121.08 |
122.57 |
+0.76 |
71,515 |
150,419 |
+3,000 |
Jun12 |
120223 |
120.90 |
122.49 |
120.35 |
121.83 |
+0.85 |
64,808 |
116,766 |
+486 |
Jul12 |
120223 |
120.20 |
121.80 |
119.75 |
121.21 |
+0.91 |
24,037 |
51,356 |
+913 |
Aug12 |
120223 |
119.43 |
121.10 |
119.12 |
120.55 |
+0.93 |
15,240 |
51,463 |
+912 |
Sep12 |
120223 |
118.70 |
120.29 |
118.36 |
119.77 |
+0.94 |
13,817 |
68,054 |
+2,865 |
Oct12 |
120223 |
117.96 |
119.42 |
117.68 |
119.09 |
+0.95 |
6,885 |
30,768 |
+58 |
Nov12 |
120223 |
117.49 |
118.79 |
117.06 |
118.46 |
+0.95 |
4,037 |
19,575 |
+284 |
Dec12 |
120223 |
116.88 |
118.30 |
116.44 |
117.82 |
+0.94 |
43,657 |
113,358 |
+332 |
Jan13 |
120223 |
115.94 |
117.16 |
115.94 |
117.16 |
+0.93 |
1,288 |
15,005 |
+63 |
Feb13 |
120223 |
116.48 |
116.48 |
116.48 |
116.48 |
+0.92 |
679 |
9,257 |
-26 |
Mar13 |
120223 |
115.80 |
115.80 |
115.80 |
115.80 |
+0.91 |
762 |
8,694 |
-191 |
Apr13 |
120223 |
115.12 |
115.12 |
115.12 |
115.12 |
+0.89 |
336 |
4,860 |
+164 |
May13 |
120223 |
114.40 |
114.40 |
114.40 |
114.40 |
+0.86 |
230 |
5,247 |
+13 |
Total Volume and Open Interest |
440,864 |
1,045,430 |
+7,810 |
Gas Oil(ICE) |
Mar12 |
120223 |
1026.25 |
1037.25 |
1024.50 |
1031.50 |
+7.75 |
51,793 |
118,214 |
-8,276 |
Apr12 |
120223 |
1025.25 |
1036.00 |
1022.75 |
1030.00 |
+6.50 |
52,515 |
113,306 |
+3,430 |
May12 |
120223 |
1022.25 |
1032.25 |
1019.00 |
1026.25 |
+5.75 |
22,686 |
64,242 |
-4,498 |
Jun12 |
120223 |
1018.75 |
1028.75 |
1015.75 |
1022.75 |
+5.00 |
17,599 |
61,001 |
-3,814 |
Jul12 |
120223 |
1018.00 |
1027.00 |
1015.25 |
1021.75 |
+4.50 |
5,261 |
34,856 |
+550 |
Aug12 |
120223 |
1018.25 |
1026.75 |
1014.50 |
1021.00 |
+4.25 |
2,092 |
21,318 |
+266 |
Sep12 |
120223 |
1015.50 |
1025.75 |
1013.00 |
1020.00 |
+4.25 |
1,792 |
20,209 |
+284 |
Oct12 |
120223 |
1014.00 |
1023.50 |
1011.25 |
1017.50 |
+4.00 |
639 |
14,247 |
+25 |
Nov12 |
120223 |
1010.75 |
1020.50 |
1008.75 |
1014.25 |
+3.75 |
994 |
10,276 |
-158 |
Dec12 |
120223 |
1008.25 |
1017.75 |
1004.25 |
1011.25 |
+3.25 |
8,046 |
36,510 |
+1,608 |
Total Volume and Open Interest |
165,154 |
552,563 |
-9,899 |
Ethanol(CBOT) |
Feb12 |
120203 |
2.131 |
2.131 |
2.131 |
2.131 |
-0.015 |
10 |
211 |
-29 |
Mar12 |
120223 |
2.205 |
2.212 |
2.191 |
2.210 |
+0.009 |
247 |
683 |
-90 |
Apr12 |
120223 |
2.233 |
2.240 |
2.230 |
2.239 |
+0.007 |
287 |
1,543 |
+81 |
May12 |
120223 |
2.259 |
2.270 |
2.258 |
2.268 |
+0.010 |
103 |
1,253 |
+1 |
Jun12 |
120223 |
2.283 |
2.289 |
2.275 |
2.288 |
+0.005 |
30 |
890 |
+7 |
Jul12 |
120223 |
2.297 |
2.310 |
2.293 |
2.309 |
+0.004 |
35 |
1,739 |
+7 |
Aug12 |
120223 |
2.285 |
2.302 |
2.280 |
2.300 |
+0.005 |
59 |
1,176 |
+7 |
Sep12 |
120223 |
2.244 |
2.253 |
2.227 |
2.253 |
-0.001 |
49 |
1,016 |
+4 |
Total Volume and Open Interest |
875 |
11,268 |
+21 |
WTI Crude Oil(ICE) |
Apr12 |
120223 |
105.88 |
108.70 |
105.50 |
107.83 |
+1.55 |
52,837 |
51,317 |
+354 |
May12 |
120223 |
106.40 |
109.10 |
106.00 |
108.25 |
+1.47 |
12,934 |
29,010 |
+792 |
Jun12 |
120223 |
106.90 |
109.51 |
106.50 |
108.68 |
+1.41 |
19,254 |
49,558 |
-183 |
Jul12 |
120223 |
107.68 |
109.73 |
106.86 |
108.97 |
+1.39 |
5,680 |
28,047 |
-204 |
Aug12 |
120223 |
107.71 |
109.72 |
106.94 |
109.02 |
+1.40 |
3,794 |
15,514 |
-558 |
Sep12 |
120223 |
107.59 |
109.62 |
106.92 |
108.99 |
+1.44 |
3,095 |
12,930 |
-364 |
Oct12 |
120223 |
107.53 |
109.54 |
106.96 |
108.95 |
+1.45 |
2,628 |
9,356 |
+716 |
Nov12 |
120223 |
107.50 |
109.47 |
106.97 |
108.90 |
+1.42 |
1,448 |
6,085 |
+219 |
Dec12 |
120223 |
107.48 |
109.41 |
107.05 |
108.88 |
+1.38 |
15,585 |
58,404 |
+1,494 |
Jan13 |
120223 |
108.76 |
108.76 |
108.76 |
108.76 |
+1.36 |
158 |
5,872 |
+11 |
Feb13 |
120223 |
108.54 |
108.54 |
108.54 |
108.54 |
+1.36 |
178 |
2,092 |
+50 |
Mar13 |
120223 |
106.94 |
108.24 |
106.94 |
108.24 |
+1.36 |
106 |
3,525 |
+30 |
Apr13 |
120223 |
107.84 |
107.84 |
107.84 |
107.84 |
+1.36 |
12 |
474 |
+4 |
May13 |
120223 |
107.40 |
107.40 |
107.40 |
107.40 |
+1.36 |
2 |
624 |
+1 |
Jun13 |
120223 |
105.91 |
106.91 |
105.60 |
106.91 |
+1.35 |
947 |
14,495 |
-57 |
Jul13 |
120223 |
106.35 |
106.35 |
106.35 |
106.35 |
+1.33 |
0 |
132 |
+0 |
Total Volume and Open Interest |
125,511 |
370,380 |
+3,018 |
US Dollar Index(ICE) |
Mar12 |
120223 |
79.345 |
79.370 |
78.655 |
78.885 |
-0.417 |
23,373 |
49,797 |
+529 |
Jun12 |
120223 |
79.500 |
79.550 |
78.985 |
79.280 |
-0.393 |
91 |
851 |
-19 |
Sep12 |
120223 |
79.680 |
79.680 |
79.680 |
79.680 |
-0.393 |
|
|
|
Total Volume and Open Interest |
23,464 |
50,648 |
+510 |
Australian Dollar(CME) |
Mar12 |
120223 |
106.05 |
106.94 |
105.69 |
106.55 |
+0.42 |
165,155 |
148,714 |
-789 |
Jun12 |
120223 |
104.97 |
105.80 |
104.65 |
105.48 |
+0.42 |
356 |
987 |
+51 |
Sep12 |
120223 |
104.46 |
104.46 |
104.06 |
104.46 |
+0.40 |
0 |
129 |
+0 |
Total Volume and Open Interest |
165,511 |
149,840 |
-738 |
British Pound(CME) |
Mar12 |
120223 |
156.72 |
157.47 |
156.48 |
157.13 |
+0.44 |
128,533 |
186,012 |
-36 |
Jun12 |
120223 |
156.62 |
157.25 |
156.51 |
157.02 |
+0.45 |
234 |
650 |
+78 |
Sep12 |
120223 |
156.50 |
156.91 |
156.46 |
156.91 |
+0.45 |
0 |
3 |
+0 |
Total Volume and Open Interest |
128,767 |
186,668 |
+42 |
Canadian Dollar(CME) |
Mar12 |
120223 |
99.97 |
100.41 |
99.83 |
100.05 |
+0.05 |
104,473 |
122,478 |
+3,035 |
Jun12 |
120223 |
99.68 |
100.20 |
99.68 |
99.85 |
+0.05 |
538 |
4,246 |
+130 |
Sep12 |
120223 |
99.57 |
99.90 |
99.57 |
99.65 |
+0.05 |
2 |
1,627 |
+1 |
Dec12 |
120223 |
99.43 |
99.65 |
99.40 |
99.47 |
+0.07 |
50 |
834 |
+29 |
Total Volume and Open Interest |
105,068 |
129,249 |
+3,195 |
Japanese Yen(CME) |
Mar12 |
120223 |
124.56 |
125.26 |
124.47 |
124.89 |
+0.21 |
111,019 |
148,115 |
+2 |
Jun12 |
120223 |
124.64 |
125.31 |
124.64 |
125.02 |
+0.21 |
474 |
2,389 |
+154 |
Sep12 |
120223 |
125.34 |
125.34 |
124.98 |
125.20 |
+0.22 |
16 |
35 |
+16 |
Total Volume and Open Interest |
111,514 |
150,551 |
+172 |
Swiss Franc(CME) |
Mar12 |
120223 |
109.87 |
111.02 |
109.74 |
110.62 |
+0.78 |
60,464 |
50,899 |
+83 |
Jun12 |
120223 |
110.19 |
111.18 |
109.99 |
110.78 |
+0.79 |
97 |
293 |
+28 |
Sep12 |
120223 |
110.98 |
110.98 |
110.18 |
110.98 |
+0.80 |
0 |
4 |
+0 |
Total Volume and Open Interest |
60,561 |
51,197 |
+111 |
EuroFX(CME) |
Mar12 |
120223 |
132.49 |
133.81 |
132.32 |
133.36 |
+0.91 |
384,165 |
281,113 |
-8,309 |
Jun12 |
120223 |
132.52 |
133.80 |
132.40 |
133.43 |
+0.91 |
1,118 |
6,244 |
+314 |
Sep12 |
120223 |
133.06 |
133.60 |
133.06 |
133.53 |
+0.96 |
23 |
145 |
+18 |
Total Volume and Open Interest |
385,308 |
287,525 |
-7,975 |
Mexican Peso(CME) |
Mar12 |
120223 |
776.5 |
784.0 |
774.0 |
776.2 |
-0.2 |
39,058 |
133,669 |
+1,920 |
Apr12 |
120223 |
774.2 |
774.5 |
774.2 |
774.2 |
-0.2 |
|
|
|
Total Volume and Open Interest |
44,015 |
173,082 |
+6,561 |
Brazilian Real(CME) |
Mar12 |
120223 |
586.30 |
587.55 |
582.95 |
584.00 |
-0.90 |
23 |
3,074 |
+3 |
Apr12 |
120223 |
580.25 |
580.25 |
580.25 |
580.25 |
-0.90 |
0 |
612 |
+0 |
May12 |
120223 |
576.50 |
576.50 |
576.50 |
576.50 |
-0.90 |
|
|
|
Jun12 |
120223 |
574.00 |
574.80 |
572.00 |
572.75 |
-0.90 |
0 |
259 |
+0 |
Total Volume and Open Interest |
23 |
17,495 |
+3 |
30-Year T-Bonds(CBOT) |
Mar12 |
120223 |
142~080 |
142~290 |
141~210 |
142~220 |
+0~140 |
301,073 |
582,903 |
-10,514 |
Jun12 |
120223 |
140~250 |
141~140 |
140~080 |
141~080 |
+0~140 |
7,333 |
15,270 |
+3,459 |
Sep12 |
120223 |
140~040 |
140~040 |
139~220 |
140~040 |
+0~140 |
|
|
|
Total Volume and Open Interest |
308,406 |
598,173 |
-7,055 |
10-Year T-Notes(CBOT) |
Mar12 |
120223 |
131~000 |
131~095 |
130~235 |
131~065 |
+0~050 |
1,011,044 |
1,821,688 |
-30,147 |
Jun12 |
120223 |
130~230 |
131~000 |
130~145 |
130~295 |
+0~050 |
50,154 |
60,911 |
+8,116 |
Sep12 |
120223 |
130~025 |
130~025 |
130~025 |
130~025 |
+0~050 |
|
|
|
Total Volume and Open Interest |
1,061,198 |
1,882,600 |
-22,031 |
5-Year T-Notes(CBOT) |
Mar12 |
120223 |
123~039 |
123~048 |
123~022 |
123~041 |
-0~002 |
496,319 |
1,373,962 |
-12,873 |
Jun12 |
120223 |
123~017 |
123~023 |
122~127 |
123~017 |
-0~002 |
33,053 |
30,582 |
+17,254 |
Sep12 |
120223 |
122~041 |
122~041 |
122~041 |
122~041 |
-0~002 |
|
|
|
Total Volume and Open Interest |
529,372 |
1,404,544 |
+4,381 |
2 Year T-Notes(CBOT) |
Mar12 |
120223 |
110~028 |
110~029 |
110~024 |
110~027 |
-0~002 |
249,487 |
832,246 |
+5,374 |
Jun12 |
120223 |
110~016 |
110~017 |
110~012 |
110~016 |
-0~002 |
23,235 |
28,557 |
+12,518 |
Sep12 |
120223 |
109~082 |
109~082 |
109~082 |
109~082 |
-0~002 |
|
|
|
Total Volume and Open Interest |
272,722 |
860,803 |
+17,892 |
Eurodollars(CME) |
Mar12 |
120223 |
99.522 |
99.527 |
99.515 |
99.522 |
-0.005 |
132,297 |
873,023 |
-5,568 |
Jun12 |
120223 |
99.505 |
99.505 |
99.480 |
99.485 |
-0.015 |
171,499 |
1,145,911 |
-6,169 |
Sep12 |
120223 |
99.470 |
99.470 |
99.440 |
99.450 |
-0.015 |
157,607 |
844,913 |
-89 |
Dec12 |
120223 |
99.430 |
99.430 |
99.405 |
99.410 |
-0.015 |
168,399 |
884,732 |
+3,638 |
Mar13 |
120223 |
99.410 |
99.410 |
99.380 |
99.390 |
-0.010 |
138,731 |
691,923 |
-2,715 |
Jun13 |
120223 |
99.380 |
99.380 |
99.350 |
99.360 |
-0.010 |
157,360 |
621,547 |
-5,770 |
Sep13 |
120223 |
99.330 |
99.330 |
99.305 |
99.320 |
-0.005 |
130,711 |
623,837 |
-14,380 |
Dec13 |
120223 |
99.270 |
99.270 |
99.230 |
99.255 |
-0.005 |
123,451 |
544,878 |
-80 |
Mar14 |
120223 |
99.200 |
99.200 |
99.155 |
99.185 |
-0.005 |
81,022 |
416,912 |
-1,315 |
Jun14 |
120223 |
99.100 |
99.100 |
99.050 |
99.085 |
-0.005 |
74,712 |
289,355 |
-563 |
Sep14 |
120223 |
98.965 |
98.965 |
98.920 |
98.960 |
unch |
64,738 |
249,400 |
-4,650 |
Dec14 |
120223 |
98.800 |
98.805 |
98.750 |
98.800 |
+0.005 |
82,824 |
300,983 |
+6,835 |
Mar15 |
120223 |
98.635 |
98.650 |
98.585 |
98.645 |
+0.010 |
39,657 |
201,896 |
-1,455 |
Jun15 |
120223 |
0.156 |
0.181 |
0.116 |
0.176 |
+0.015 |
57,238 |
170,381 |
+10,476 |
Sep15 |
120223 |
6.550 |
0.021 |
6.510 |
0.016 |
+0.015 |
31,890 |
115,107 |
+1,552 |
Dec15 |
120223 |
6.390 |
6.415 |
6.345 |
6.410 |
+0.015 |
30,659 |
114,870 |
+2,170 |
Mar16 |
120223 |
6.240 |
6.275 |
6.200 |
6.270 |
+0.015 |
12,590 |
69,343 |
-304 |
Jun16 |
120223 |
6.105 |
6.135 |
6.055 |
6.125 |
+0.015 |
15,985 |
70,363 |
+2,667 |
Total Volume and Open Interest |
1,702,392 |
8,445,006 |
-11,848 |
30 Day Federal Funds(CBOT) |
Feb12 |
120223 |
99.895 |
99.897 |
99.893 |
99.895 |
+0.002 |
6,077 |
69,286 |
+2,722 |
Mar12 |
120223 |
99.890 |
99.895 |
99.880 |
99.890 |
unch |
8,097 |
52,796 |
+334 |
Apr12 |
120223 |
99.890 |
99.890 |
99.880 |
99.885 |
-0.005 |
2,601 |
43,106 |
+700 |
May12 |
120223 |
99.890 |
99.890 |
99.875 |
99.885 |
unch |
2,920 |
44,475 |
+375 |
Jun12 |
120223 |
99.880 |
99.885 |
99.875 |
99.880 |
-0.005 |
1,134 |
34,093 |
-87 |
Jul12 |
120223 |
99.875 |
99.880 |
99.870 |
99.875 |
-0.005 |
3,588 |
38,034 |
+1,642 |
Total Volume and Open Interest |
40,653 |
546,520 |
+8,838 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120223 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
58 |
+0 |
Jun12 |
120223 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
120223 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Dec12 |
120223 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Mar13 |
120223 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Jun13 |
120223 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Sep13 |
120223 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Dec13 |
120223 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Mar14 |
120223 |
99.510 |
99.510 |
99.510 |
99.510 |
unch |
|
|
|
Jun14 |
120223 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
58 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120223 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,664 |
+0 |
Jun12 |
120223 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
500 |
1,844 |
+415 |
Sep12 |
120223 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
683 |
+0 |
Dec12 |
120223 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
300 |
415 |
+298 |
Mar13 |
120223 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
131 |
+0 |
Jun13 |
120223 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
216 |
+0 |
Sep13 |
120223 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
325 |
+0 |
Dec13 |
120223 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
295 |
+0 |
Total Volume and Open Interest |
800 |
5,573 |
+713 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120223 |
142.47 |
142.58 |
142.44 |
142.46 |
unch |
3,755 |
26,499 |
+14 |
Jun12 |
120223 |
142.05 |
142.05 |
142.01 |
142.01 |
+0.02 |
8 |
34 |
+7 |
Sep12 |
120223 |
139.92 |
139.92 |
139.92 |
139.92 |
+0.02 |
0 |
5 |
+0 |
Total Volume and Open Interest |
3,763 |
26,542 |
+21 |
Euro-Bund(EUREX) |
Mar12 |
120223 |
138.76 |
139.18 |
138.51 |
139.02 |
+0.49 |
623,290 |
911,834 |
+12,511 |
Jun12 |
120223 |
137.14 |
137.46 |
136.84 |
137.31 |
+0.47 |
5,341 |
44,466 |
+2,620 |
Sep12 |
120223 |
137.22 |
137.22 |
137.22 |
137.22 |
+0.49 |
70 |
1 |
+0 |
Total Volume and Open Interest |
628,701 |
956,301 |
+15,131 |
Euro-Bobl(EUREX) |
Mar12 |
120223 |
125.16 |
125.30 |
125.01 |
125.25 |
+0.20 |
346,401 |
708,253 |
-12,057 |
Jun12 |
120223 |
123.51 |
123.69 |
123.43 |
123.65 |
+0.20 |
3,538 |
33,278 |
+2,523 |
Sep12 |
120223 |
123.50 |
123.50 |
123.50 |
123.50 |
+0.20 |
0 |
3 |
+0 |
Total Volume and Open Interest |
349,939 |
741,534 |
-9,534 |
3-Mth Euribor(EUREX) |
Mar12 |
120223 |
99.080 |
99.080 |
99.075 |
99.080 |
-0.005 |
0 |
1,542 |
+0 |
Jun12 |
120223 |
99.175 |
99.175 |
99.175 |
99.175 |
unch |
0 |
1,259 |
+0 |
Sep12 |
120223 |
99.195 |
99.195 |
99.195 |
99.195 |
+0.005 |
0 |
959 |
+0 |
Total Volume and Open Interest |
0 |
6,408 |
+0 |
Long Gilt(LIFFE) |
Mar12 |
120223 |
115~29 |
116~03 |
115~17 |
116~01 |
+0~12 |
210,569 |
323,659 |
+14,281 |
Jun12 |
120223 |
114~16 |
114~20 |
114~02 |
114~17 |
+0~12 |
3,467 |
7,228 |
+2,890 |
Total Volume and Open Interest |
214,036 |
330,887 |
+17,171 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120223 |
98.99 |
99.00 |
98.97 |
98.98 |
-0.01 |
20,769 |
280,465 |
+2,417 |
Jun12 |
120223 |
99.04 |
99.04 |
99.01 |
99.03 |
unch |
36,174 |
262,393 |
+3,924 |
Sep12 |
120223 |
99.05 |
99.06 |
99.02 |
99.05 |
+0.02 |
39,754 |
282,014 |
-1,267 |
Dec12 |
120223 |
99.04 |
99.06 |
99.01 |
99.05 |
+0.04 |
55,579 |
213,036 |
-7,162 |
Mar13 |
120223 |
99.03 |
99.06 |
99.00 |
99.05 |
+0.05 |
58,723 |
291,315 |
+1,925 |
Jun13 |
120223 |
99.00 |
99.03 |
98.96 |
99.02 |
+0.05 |
39,063 |
202,085 |
-4,571 |
Total Volume and Open Interest |
332,191 |
2,013,822 |
-4,511 |
3-Mth Euribor(LIFFE) |
Mar12 |
120223 |
99.085 |
99.090 |
99.075 |
99.080 |
-0.005 |
58,792 |
529,607 |
-9,525 |
Jun12 |
120223 |
99.180 |
99.190 |
99.165 |
99.175 |
unch |
69,761 |
459,710 |
-3,519 |
Sep12 |
120223 |
99.200 |
99.210 |
99.180 |
99.195 |
+0.005 |
58,361 |
444,879 |
+303 |
Total Volume and Open Interest |
457,633 |
3,350,019 |
-16,383 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120223 |
95.63 |
95.66 |
95.62 |
95.63 |
-0.01 |
16,418 |
164,085 |
-11,255 |
Jun12 |
120223 |
95.77 |
95.83 |
95.76 |
95.79 |
+0.02 |
22,584 |
223,021 |
-3,795 |
Sep12 |
120223 |
95.83 |
95.90 |
95.81 |
95.86 |
+0.02 |
14,866 |
138,215 |
-1,676 |
Dec12 |
120223 |
95.84 |
95.91 |
95.82 |
95.86 |
+0.01 |
7,302 |
89,703 |
+907 |
Mar13 |
120223 |
95.84 |
95.90 |
95.82 |
95.85 |
unch |
4,279 |
62,049 |
+1,567 |
Jun13 |
120223 |
95.80 |
95.87 |
95.79 |
95.81 |
-0.01 |
2,027 |
58,949 |
+570 |
Sep13 |
120223 |
95.76 |
95.80 |
95.75 |
95.77 |
unch |
935 |
35,279 |
+171 |
Dec13 |
120223 |
95.71 |
95.76 |
95.71 |
95.72 |
unch |
376 |
27,047 |
+284 |
Mar14 |
120223 |
95.66 |
95.72 |
95.66 |
95.68 |
-0.01 |
24 |
2,482 |
+0 |
Jun14 |
120223 |
95.62 |
95.62 |
95.62 |
95.62 |
-0.01 |
0 |
520 |
+0 |
Total Volume and Open Interest |
68,811 |
801,597 |
-13,227 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120223 |
95.85 |
95.94 |
95.83 |
95.91 |
+0.06 |
57,481 |
367,265 |
-5,567 |
Jun12 |
120223 |
95.91 |
95.91 |
95.91 |
95.91 |
+0.06 |
|
|
|
Total Volume and Open Interest |
57,481 |
367,265 |
-5,567 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120223 |
96.31 |
96.40 |
96.28 |
96.35 |
+0.04 |
137,533 |
448,368 |
-14,939 |
Jun12 |
120223 |
96.37 |
96.37 |
96.37 |
96.37 |
+0.04 |
|
|
|
Total Volume and Open Interest |
137,533 |
448,368 |
-14,939 |
Gold(CMX) |
Feb12 |
120223 |
1774.0 |
1785.0 |
1773.0 |
1784.9 |
+14.9 |
115 |
300 |
-46 |
Apr12 |
120223 |
1778.3 |
1789.5 |
1773.3 |
1786.3 |
+15.0 |
202,405 |
251,418 |
+15,541 |
Jun12 |
120223 |
1780.5 |
1792.4 |
1776.6 |
1789.2 |
+15.0 |
6,110 |
61,252 |
+324 |
Aug12 |
120223 |
1781.3 |
1795.0 |
1780.4 |
1792.0 |
+15.2 |
3,180 |
24,899 |
+586 |
Oct12 |
120223 |
1782.5 |
1795.0 |
1782.5 |
1794.6 |
+15.2 |
491 |
12,122 |
+26 |
Dec12 |
120223 |
1787.4 |
1800.0 |
1785.0 |
1797.2 |
+15.3 |
1,255 |
31,068 |
+66 |
Feb13 |
120223 |
1792.5 |
1801.5 |
1788.8 |
1799.7 |
+15.3 |
953 |
14,313 |
+26 |
Apr13 |
120223 |
1802.7 |
1802.7 |
1802.7 |
1802.7 |
+15.4 |
398 |
3,221 |
+323 |
Jun13 |
120223 |
1806.0 |
1806.0 |
1806.0 |
1806.0 |
+15.4 |
0 |
9,817 |
+0 |
Aug13 |
120223 |
1809.5 |
1809.5 |
1809.5 |
1809.5 |
+15.5 |
60 |
279 |
+60 |
Oct13 |
120223 |
1813.2 |
1813.2 |
1813.2 |
1813.2 |
+15.5 |
0 |
1 |
+0 |
Dec13 |
120223 |
1817.0 |
1817.0 |
1817.0 |
1817.0 |
+15.6 |
32 |
10,893 |
+0 |
Total Volume and Open Interest |
216,517 |
456,676 |
+16,885 |
Silver(CMX) |
Mar12 |
120223 |
3426.5 |
3561.0 |
3423.0 |
3555.6 |
+130.2 |
62,207 |
29,215 |
-99 |
May12 |
120223 |
3433.0 |
3568.0 |
3431.0 |
3563.6 |
+130.8 |
16,144 |
36,491 |
+3,187 |
Jul12 |
120223 |
3440.0 |
3573.0 |
3440.0 |
3569.3 |
+131.1 |
3,122 |
8,988 |
+547 |
Sep12 |
120223 |
3484.5 |
3574.0 |
3484.5 |
3573.5 |
+131.4 |
361 |
3,852 |
+118 |
Dec12 |
120223 |
3451.5 |
3579.1 |
3451.0 |
3579.1 |
+131.7 |
1,955 |
14,165 |
-160 |
Mar13 |
120223 |
3499.0 |
3580.6 |
3499.0 |
3580.6 |
+132.0 |
114 |
1,573 |
+41 |
May13 |
120223 |
3581.1 |
3581.1 |
3581.1 |
3581.1 |
+132.3 |
1 |
1,088 |
+0 |
Total Volume and Open Interest |
84,212 |
110,583 |
+3,621 |
Platinum(NYMEX) |
Apr12 |
120223 |
1725.5 |
1736.5 |
1716.0 |
1723.0 |
+2.2 |
12,772 |
41,505 |
+825 |
Jul12 |
120223 |
1721.5 |
1739.8 |
1721.0 |
1726.4 |
+2.2 |
111 |
2,664 |
+47 |
Oct12 |
120223 |
1731.1 |
1734.3 |
1725.2 |
1729.4 |
+2.1 |
3 |
408 |
+0 |
Jan13 |
120223 |
1732.4 |
1732.4 |
1732.4 |
1732.4 |
+2.1 |
0 |
3 |
+0 |
Total Volume and Open Interest |
12,886 |
44,580 |
+872 |
Palladium(NYMEX) |
Mar12 |
120223 |
64.64 |
70.49 |
57.84 |
63.04 |
+0.65 |
7,062 |
12,469 |
-1,169 |
Jun12 |
120223 |
70.24 |
71.94 |
60.04 |
64.99 |
+0.75 |
2,145 |
8,149 |
+1,557 |
Sep12 |
120223 |
69.64 |
69.64 |
66.44 |
66.44 |
+0.95 |
20 |
284 |
+19 |
Total Volume and Open Interest |
9,227 |
20,904 |
+407 |
Copper(CMX) |
Mar12 |
120223 |
383.30 |
383.95 |
377.35 |
380.60 |
-2.75 |
85,309 |
30,615 |
-5,301 |
May12 |
120223 |
384.25 |
384.90 |
378.30 |
381.40 |
-2.85 |
24,608 |
66,522 |
+351 |
Jul12 |
120223 |
384.50 |
386.00 |
379.75 |
382.50 |
-2.90 |
5,498 |
34,337 |
+32 |
Sep12 |
120223 |
384.75 |
384.80 |
381.35 |
383.40 |
-2.90 |
304 |
10,735 |
-3 |
Dec12 |
120223 |
386.40 |
386.40 |
382.00 |
384.25 |
-2.90 |
239 |
8,578 |
+51 |
Total Volume and Open Interest |
117,165 |
162,525 |
-4,704 |
DJIA Index(CBOT) |
Mar12 |
120223 |
12920 |
12975 |
12860 |
12974 |
+58 |
109 |
12,993 |
+7 |
Jun12 |
120223 |
12901 |
12901 |
12844 |
12901 |
+57 |
0 |
286 |
+0 |
Sep12 |
120223 |
12838 |
12838 |
12781 |
12838 |
+57 |
|
|
|
Dec12 |
120223 |
12761 |
12761 |
12704 |
12761 |
+57 |
|
|
|
Total Volume and Open Interest |
109 |
13,279 |
+7 |
E-mini DJIA Index(CBOT) |
Mar12 |
120223 |
12919 |
12980 |
12859 |
12974 |
+58 |
115,310 |
106,117 |
-3,286 |
Jun12 |
120223 |
12843 |
12903 |
12843 |
12901 |
+57 |
54 |
162 |
+2 |
Sep12 |
120223 |
12860 |
12860 |
12838 |
12838 |
+57 |
4 |
20 |
-1 |
Dec12 |
120223 |
12656 |
12761 |
12656 |
12761 |
+57 |
0 |
14 |
+0 |
Total Volume and Open Interest |
115,368 |
106,313 |
-3,285 |
S & P 500(CME) |
Mar12 |
120223 |
1355.70 |
1363.50 |
1350.30 |
1362.90 |
+7.00 |
13,210 |
236,789 |
-3,406 |
Jun12 |
120223 |
1348.00 |
1357.10 |
1345.20 |
1357.10 |
+6.90 |
1,635 |
9,186 |
+1,391 |
Sep12 |
120223 |
1351.10 |
1351.10 |
1339.20 |
1351.10 |
+6.90 |
19 |
1,040 |
+1 |
Dec12 |
120223 |
1345.10 |
1345.10 |
1333.20 |
1345.10 |
+6.90 |
0 |
502 |
+0 |
Total Volume and Open Interest |
14,864 |
247,517 |
-2,014 |
S & P 500 E-Mini(Globex) |
Mar12 |
120223 |
1356.00 |
1363.75 |
1350.25 |
1363.00 |
+7.00 |
1,584,418 |
2,723,429 |
+17,495 |
Jun12 |
120223 |
1349.75 |
1357.50 |
1345.50 |
1357.00 |
+6.75 |
5,405 |
78,884 |
+3,573 |
Total Volume and Open Interest |
1,589,878 |
2,802,676 |
+21,075 |
NASDAQ 100(CME) |
Mar12 |
120223 |
2580.00 |
2602.00 |
2570.00 |
2600.80 |
+22.00 |
380 |
18,113 |
-38 |
Jun12 |
120223 |
2595.00 |
2595.00 |
2570.00 |
2595.00 |
+22.00 |
82 |
80 |
+78 |
Sep12 |
120223 |
2592.50 |
2592.50 |
2590.50 |
2592.50 |
+22.00 |
|
|
|
Total Volume and Open Interest |
462 |
18,193 |
+40 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120223 |
2579.00 |
2602.00 |
2569.30 |
2600.80 |
+22.00 |
187,245 |
461,464 |
+2,861 |
Jun12 |
120223 |
2578.30 |
2595.50 |
2566.00 |
2595.00 |
+22.00 |
190 |
930 |
+239 |
Total Volume and Open Interest |
187,435 |
462,415 |
+3,100 |
S & P Midcap 400(CME) |
Mar12 |
120223 |
984.50 |
984.50 |
973.00 |
984.50 |
+9.70 |
3 |
2,256 |
+1 |
Jun12 |
120223 |
982.10 |
982.10 |
982.10 |
982.10 |
+9.70 |
|
|
|
Sep12 |
120223 |
980.10 |
980.10 |
980.10 |
980.10 |
+9.70 |
|
|
|
Total Volume and Open Interest |
3 |
2,256 |
+1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120223 |
9565 |
9620 |
9510 |
9600 |
+20 |
6,755 |
31,024 |
+132 |
Jun12 |
120223 |
9515 |
9545 |
9500 |
9535 |
+20 |
27 |
586 |
-5 |
Total Volume and Open Interest |
6,782 |
31,610 |
+127 |
Nikkei 225(SGX) |
Mar12 |
120223 |
9575 |
9610 |
9505 |
9570 |
-5 |
120,956 |
220,178 |
+3,429 |
Jun12 |
120223 |
9500 |
9530 |
9445 |
9490 |
-10 |
157 |
11,388 |
+118 |
Sep12 |
120223 |
9490 |
9490 |
9490 |
9490 |
-10 |
0 |
30 |
+0 |
Total Volume and Open Interest |
121,202 |
238,726 |
+3,550 |
CAC 40(EURONEXT) |
Mar12 |
120223 |
3447.0 |
3470.0 |
3424.5 |
3447.5 |
-1.0 |
76,211 |
349,231 |
+11,447 |
Apr12 |
120223 |
3451.5 |
3460.0 |
3435.5 |
3440.0 |
-1.5 |
15 |
414 |
-3 |
May12 |
120223 |
3378.0 |
3378.0 |
3378.0 |
3378.0 |
-2.0 |
|
|
|
Total Volume and Open Interest |
76,226 |
349,809 |
+11,445 |
Hang Seng Index(HKFE) |
Feb12 |
120223 |
21363 |
21456 |
21317 |
21387 |
-107 |
97,554 |
89,876 |
-1,095 |
Mar12 |
120223 |
21333 |
21411 |
21274 |
21346 |
-94 |
4,888 |
14,299 |
+3,644 |
Total Volume and Open Interest |
102,867 |
108,498 |
+2,908 |
DAX(EUREX) |
Mar12 |
120223 |
6850.0 |
6908.0 |
6732.0 |
6812.0 |
-37.5 |
138,476 |
163,461 |
-299 |
Jun12 |
120223 |
6876.0 |
6916.0 |
6750.0 |
6826.5 |
-36.5 |
1,104 |
7,056 |
+94 |
Sep12 |
120223 |
6883.5 |
6883.5 |
6766.5 |
6835.0 |
-35.5 |
294 |
462 |
+91 |
Total Volume and Open Interest |
139,874 |
170,979 |
-114 |
FT-SE 100(EURONEXT) |
Mar12 |
120223 |
5884.00 |
5932.50 |
5877.50 |
5916.00 |
+16.00 |
85,014 |
638,200 |
+1,369 |
Jun12 |
120223 |
5863.00 |
5875.00 |
5829.00 |
5864.50 |
+15.50 |
160 |
10,864 |
+33 |
Sep12 |
120223 |
5832.00 |
5832.00 |
5832.00 |
5832.00 |
+16.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
85,174 |
649,074 |
+1,402 |
SPI 200(SFE) |
Mar12 |
120223 |
4277.0 |
4280.0 |
4246.0 |
4260.0 |
-13.0 |
28,601 |
194,838 |
-5,780 |
Jun12 |
120223 |
4292.0 |
4292.0 |
4274.0 |
4274.0 |
-13.0 |
118 |
2,122 |
+35 |
Sep12 |
120223 |
4244.0 |
4244.0 |
4244.0 |
4244.0 |
-13.0 |
30 |
1,564 |
+30 |
Total Volume and Open Interest |
28,895 |
199,726 |
-5,701 |
GSCI(CME) |
Mar12 |
120223 |
707.50 |
708.00 |
701.00 |
708.00 |
+2.75 |
236 |
9,711 |
+67 |
Apr12 |
120223 |
708.50 |
708.80 |
702.00 |
708.80 |
+7.80 |
2 |
0 |
+0 |
May12 |
120223 |
709.50 |
709.50 |
701.50 |
709.50 |
+7.50 |
|
|
|
Total Volume and Open Interest |
238 |
9,711 |
+67 |
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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