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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon February 27, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar12 120227 1278.00 1295.00 1276.50 1293.75 +14.75 108,306 71,937 -14,753
May12 120227 1286.00 1304.00 1284.00 1302.50 +15.75 99,704 213,645 +10,602
Jul12 120227 1294.25 1311.75 1293.00 1310.50 +15.25 36,901 123,966 +2,964
Aug12 120227 1288.00 1304.75 1288.00 1303.50 +14.00 776 3,173 -18
Sep12 120227 1281.00 1291.25 1276.25 1291.00 +12.50 826 3,037 +123
Nov12 120227 1268.00 1283.50 1267.25 1281.25 +10.50 20,709 99,727 +79
Jan13 120227 1270.75 1286.50 1270.75 1286.50 +11.75 1,143 17,085 +355
Mar13 120227 1274.25 1285.25 1273.00 1284.50 +10.50 820 5,665 +322
May13 120227 1273.50 1281.00 1268.50 1279.75 +10.00 504 2,648 +215
Jul13 120227 1272.00 1281.75 1271.00 1280.75 +9.75 1,018 4,096 +633
Aug13 120227 1268.00 1268.00 1260.00 1268.00 +8.00 0 2 +0
Sep13 120227 1246.00 1246.00 1235.75 1244.50 +8.75 0 31 +0
Nov13 120227 1212.00 1219.75 1210.00 1218.00 +6.75 214 4,928 +130
Jan14 120227 1225.00 1225.00 1218.00 1224.75 +6.75 6 61 +0
Total Volume and Open Interest 270,964 550,476 +673
Soybean Meal(CBOT)
Mar12 120227 333.60 340.90 333.60 340.90 +7.30 33,026 25,660 -6,984
May12 120227 336.30 343.80 336.30 343.60 +7.40 33,308 73,915 +6,381
Jul12 120227 338.30 345.50 338.30 345.50 +7.40 7,717 35,941 +1,043
Aug12 120227 338.70 344.40 338.40 344.40 +7.20 778 7,023 +115
Sep12 120227 337.10 342.30 335.50 342.30 +6.80 377 6,337 -2
Oct12 120227 333.30 337.30 331.30 337.30 +6.00 259 3,715 +15
Dec12 120227 331.00 336.50 330.70 336.50 +5.80 3,447 20,706 +381
Jan13 120227 337.00 337.00 331.20 337.00 +5.80 96 2,898 +24
Mar13 120227 333.20 337.50 331.70 337.50 +5.80 188 3,588 +130
May13 120227 334.10 336.00 330.20 336.00 +5.80 30 1,697 +6
Total Volume and Open Interest 79,268 183,964 +1,139
Soybean Oil(CBOT)
Mar12 120227 54.27 54.60 53.92 54.46 +0.17 48,865 37,128 -6,736
May12 120227 54.65 54.98 54.31 54.86 +0.21 49,531 140,538 +7,408
Jul12 120227 55.07 55.37 54.74 55.26 +0.21 19,047 72,005 +1,058
Aug12 120227 54.91 55.45 54.87 55.36 +0.21 619 8,509 +22
Sep12 120227 55.37 55.54 54.96 55.44 +0.21 1,454 6,241 -513
Oct12 120227 55.42 55.57 55.03 55.49 +0.21 475 5,973 -5
Dec12 120227 55.38 55.75 55.18 55.64 +0.20 8,714 38,289 +383
Jan13 120227 55.69 55.69 55.49 55.69 +0.20 450 1,964 +176
Mar13 120227 55.77 55.80 55.50 55.75 +0.25 347 1,729 +86
May13 120227 55.70 55.70 55.45 55.70 +0.25 237 828 +105
Total Volume and Open Interest 130,520 316,955 +2,488
Canola(WCE)
Mar12 120227 569.5 573.8 568.0 573.3 +5.6 10,508 13,064 -8,943
May12 120227 564.0 568.9 564.0 568.4 +4.2 17,810 83,836 +1,738
Jul12 120227 565.5 569.8 565.3 569.4 +4.5 6,244 34,310 -967
Nov12 120227 533.0 537.0 532.0 536.7 +4.2 4,248 46,760 +1,947
Jan13 120227 537.8 541.2 537.3 540.7 +4.0 33 2,445 +30
Total Volume and Open Interest 39,005 182,293 -6,044
Corn(CBOT)
Mar12 120227 638.50 645.75 633.00 644.50 +3.75 145,321 172,793 -16,020
May12 120227 641.25 649.00 636.50 648.50 +4.50 140,206 429,122 +16,410
Jul12 120227 644.00 651.50 639.50 650.75 +4.25 67,150 278,784 +8,983
Sep12 120227 585.75 590.25 581.75 587.50 -0.75 11,584 98,185 +1,485
Dec12 120227 554.00 559.50 551.25 557.00 -1.00 39,201 269,587 +3,427
Mar13 120227 565.00 570.25 563.25 567.00 -1.00 2,025 46,813 -205
May13 120227 575.00 576.75 570.25 573.75 -1.25 216 2,598 -4
Jul13 120227 576.00 580.50 574.75 577.75 -1.00 406 3,800 -10
Sep13 120227 552.25 553.00 552.25 553.00 unch 66 767 +29
Dec13 120227 546.75 552.00 545.00 550.00 unch 476 19,412 +199
Total Volume and Open Interest 406,808 1,324,926 +14,368
Wheat(CBOT)
Mar12 120227 644.00 647.50 630.00 645.75 +4.75 39,711 38,292 -10,430
May12 120227 643.00 654.50 633.00 652.75 +11.50 58,444 187,487 +8,090
Jul12 120227 654.00 665.00 645.00 663.50 +10.50 17,497 113,616 +1,679
Sep12 120227 669.50 679.50 662.00 678.25 +8.75 3,988 46,092 +404
Dec12 120227 688.25 696.75 679.00 695.50 +7.50 6,588 64,729 -301
Mar13 120227 698.00 709.25 691.75 709.25 +8.00 421 7,069 +138
Total Volume and Open Interest 126,863 464,701 -387
Wheat(KCBT)
Mar12 120227 682.00 687.00 673.00 685.00 +4.00 13,713 14,823 -5,753
May12 120227 688.75 695.25 680.50 693.50 +5.25 10,794 45,806 +733
Jul12 120227 696.50 703.00 688.25 702.25 +5.75 4,596 50,365 +260
Sep12 120227 709.75 715.75 704.00 715.00 +4.75 334 11,108 +45
Dec12 120227 729.75 733.75 722.00 732.50 +3.50 733 13,794 +146
Mar13 120227 739.25 744.75 734.50 744.75 +4.25 14 593 +2
Total Volume and Open Interest 30,195 136,982 -4,563
Wheat(MGE)
Mar12 120227 785.50 794.00 775.25 790.75 +4.25 1,849 4,904 -444
May12 120227 792.50 800.75 781.25 798.75 +6.25 3,219 11,984 -65
Jul12 120227 794.00 798.00 778.75 795.75 +6.50 573 9,498 -32
Sep12 120227 781.25 787.75 771.50 786.50 +5.50 360 6,800 -105
Dec12 120227 783.50 793.00 777.00 790.75 +5.75 232 4,459 +6
Total Volume and Open Interest 6,236 38,062 -640
Oats(CBOT)
Mar12 120227 321.25 322.00 316.75 320.00 +0.50 537 1,603 -409
May12 120227 309.50 313.00 308.50 310.75 -0.25 670 7,631 +387
Jul12 120227 311.50 313.25 309.50 312.00 -0.25 135 778 +93
Sep12 120227 314.50 314.50 314.50 314.50 unch 0 60 +0
Total Volume and Open Interest 1,543 11,265 +169
Rough Rice(CBOT)
Mar12 120227 14.19 14.30 14.08 14.20 -0.01 819 3,591 -445
May12 120227 14.45 14.56 14.34 14.46 -0.01 839 9,467 +438
Jul12 120227 14.66 14.76 14.66 14.73 0.00 39 1,492 +26
Sep12 120227 14.93 15.05 14.86 14.95 unch 9 660 +7
Total Volume and Open Interest 1,707 15,237 +27
Live Cattle(CME)
Feb12 120227 128.400 128.435 127.250 127.550 unch 5,335 3,771 -2,425
Apr12 120227 130.000 130.050 128.485 128.630 -0.870 32,463 157,171 -1,647
Jun12 120227 128.235 128.300 126.650 126.700 -1.050 13,857 101,198 +862
Aug12 120227 130.380 130.500 129.250 129.300 -0.900 8,708 55,460 +672
Oct12 120227 134.130 134.235 133.200 133.200 -0.950 5,670 22,369 +1,061
Dec12 120227 134.650 134.650 133.800 134.000 -0.630 2,526 14,808 +589
Total Volume and Open Interest 69,024 360,972 -715
Feeder Cattle(CME)
Mar12 120227 157.800 157.800 156.285 156.450 -1.235 1,914 16,421 +59
Apr12 120227 160.450 160.550 159.250 159.535 -0.750 1,616 12,226 +258
May12 120227 161.950 161.950 160.550 160.700 -1.250 959 10,957 +137
Aug12 120227 163.250 163.300 161.985 162.350 -1.030 843 12,246 +165
Sep12 120227 162.450 162.450 161.500 161.800 -0.935 120 2,229 +34
Oct12 120227 162.200 162.200 161.000 161.750 -0.700 56 1,150 +21
Nov12 120227 162.435 162.435 161.400 161.800 -0.600 45 678 +29
Total Volume and Open Interest 5,576 56,054 +724
Lean Hogs(CME)
Apr12 120227 89.730 89.730 88.400 88.650 -1.080 20,340 90,875 -502
May12 120227 98.250 98.250 97.385 97.700 -1.030 68 3,120 +2
Jun12 120227 99.050 99.180 98.050 98.080 -1.100 7,305 59,484 -117
Jul12 120227 99.230 99.300 98.450 98.450 -0.750 2,040 29,248 +332
Aug12 120227 98.850 99.000 97.885 98.050 -0.800 2,419 24,093 +736
Oct12 120227 88.930 88.930 88.000 88.080 -0.820 1,442 29,774 +439
Dec12 120227 84.700 84.700 83.800 84.050 -0.650 850 16,590 +206
Feb13 120227 85.400 85.700 84.700 85.000 -0.500 132 5,358 +76
Total Volume and Open Interest 34,709 262,375 +1,210
Class III Milk(CME)
Feb12 120227 16.07 16.08 16.07 16.07 -0.01 64 5,475 -47
Mar12 120227 15.26 15.44 15.20 15.40 +0.12 407 6,422 +208
Apr12 120227 15.00 15.30 15.00 15.28 +0.16 407 4,238 +165
May12 120227 15.00 15.30 15.00 15.29 +0.14 263 3,459 +54
Jun12 120227 15.45 15.62 15.39 15.58 +0.15 163 3,022 +68
Total Volume and Open Interest 1,718 34,791 +653
Cocoa(ICE)
Mar12 120227 2413 2413 2413 2413 +43 57 489 -5
May12 120227 2352 2445 2343 2400 +43 15,190 70,743 -852
Jul12 120227 2380 2458 2380 2414 +40 3,657 33,422 +108
Sep12 120227 2392 2455 2386 2417 +38 1,266 16,866 +81
Dec12 120227 2400 2465 2390 2420 +32 1,029 20,159 +24
Mar13 120227 2408 2472 2394 2426 +31 391 14,692 +69
May13 120227 2421 2469 2418 2443 +33 131 3,614 -42
Total Volume and Open Interest 21,723 161,691 -617
Coffee "C"(ICE)
Mar12 120227 202.80 204.50 201.50 204.45 +1.20 209 780 -390
May12 120227 203.60 205.50 201.30 204.60 +1.00 10,330 73,945 -353
Jul12 120227 206.60 208.00 204.25 207.35 +0.90 2,521 26,479 +149
Sep12 120227 210.00 210.50 206.75 209.85 +0.80 1,243 16,001 -85
Dec12 120227 212.10 213.35 210.00 213.15 +0.85 506 10,935 +179
Mar13 120227 214.40 215.85 213.80 215.75 +1.05 62 1,779 +20
Total Volume and Open Interest 14,907 130,874 -468
Orange Juice(ICE)
Mar12 120227 187.50 187.50 182.50 183.70 -2.35 980 2,188 -607
May12 120227 184.70 185.75 180.00 181.15 -2.85 2,009 16,946 +307
Jul12 120227 176.95 176.95 175.40 176.30 -1.90 82 1,289 +15
Sep12 120227 175.50 175.50 174.50 175.10 -1.30 84 875 +64
Nov12 120227 168.50 168.85 168.50 168.55 -0.35 19 417 +14
Jan13 120227 166.55 166.60 166.55 166.55 -0.35 0 30 +0
Total Volume and Open Interest 3,174 21,749 -207
Sugar #11(ICE)
Mar12 120227 26.23 26.78 26.19 26.50 +0.31 26,661 52,677 -12,746
May12 120227 25.22 25.81 25.22 25.55 +0.33 59,046 231,113 +7,800
Jul12 120227 24.21 24.81 24.21 24.54 +0.24 27,304 195,462 +254
Oct12 120227 24.37 24.69 24.35 24.43 +0.06 14,865 91,239 +1,378
Mar13 120227 24.85 25.13 24.82 24.86 +0.01 8,494 68,967 +3,266
May13 120227 24.36 24.48 24.26 24.26 -0.10 1,299 11,816 +72
Jul13 120227 24.12 24.18 23.96 23.96 -0.16 767 16,542 +15
Oct13 120227 24.13 24.26 24.06 24.06 -0.17 802 16,275 +402
Total Volume and Open Interest 140,759 705,422 +1,069
London Cocoa(LCE)
Mar12 120227 1505 1535 1497 1533 +28 2,331 51,346 -201
May12 120227 1513 1544 1507 1542 +29 4,521 31,252 -67
Jul12 120227 1524 1552 1520 1551 +25 1,340 31,905 -192
Sep12 120227 1526 1551 1522 1549 +20 910 22,678 +170
Dec12 120227 1525 1547 1522 1545 +17 923 20,956 +327
Mar13 120227 1525 1549 1525 1546 +16 671 15,112 +1,564
May13 120227 1541 1557 1541 1557 +17 2 7,378 +7
Total Volume and Open Interest 10,732 183,614 +1,617
London Sugar(LCE)
May12 120227 665.70 672.00 664.30 671.10 +9.70 2,779 25,354 +672
Aug12 120227 641.60 648.70 641.50 648.00 +10.50 1,704 19,500 -435
Oct12 120227 633.00 639.30 632.50 639.30 +10.90 1,221 8,039 +149
Dec12 120227 632.30 638.20 632.30 638.20 +8.90 54 2,632 -17
Mar13 120227 634.00 639.10 634.00 639.10 +6.50 108 4,213 +9
Total Volume and Open Interest 5,961 59,952 +388
Cotton(ICE)
Mar12 120227 90.37 90.40 89.60 90.40 +0.55 207 775 -331
May12 120227 90.75 91.34 89.74 90.67 +0.52 14,069 90,724 +221
Jul12 120227 91.89 92.50 91.07 91.68 +0.33 6,457 47,957 -425
Oct12 120227 92.22 92.22 92.22 92.22 +0.46 0 87 +0
Dec12 120227 90.38 91.32 90.00 90.67 +0.29 1,518 27,912 +147
Mar13 120227 92.00 92.15 91.88 91.88 +0.25 38 1,403 +28
Total Volume and Open Interest 22,297 170,057 -365
Lumber(CME)
Mar12 120227 268.0 272.7 264.7 269.0 -2.1 258 1,980 -107
May12 120227 277.8 282.2 274.0 278.5 -4.6 508 5,566 +100
Jul12 120227 289.5 294.4 285.8 290.0 -4.0 152 1,570 +83
Sep12 120227 291.1 296.0 290.0 292.0 -4.0 165 806 +42
Total Volume and Open Interest 1,193 10,363 +221
Crude Oil(NYM)
Apr12 120227 109.67 109.77 107.27 108.56 -1.21 325,662 264,347 -269
May12 120227 110.26 110.26 107.78 109.02 -1.16 98,771 125,377 +2,423
Jun12 120227 110.71 110.71 108.24 109.48 -1.08 96,188 138,644 +419
Jul12 120227 110.59 110.69 108.58 109.75 -1.01 34,962 85,008 -7,766
Aug12 120227 110.50 110.50 109.00 109.76 -0.97 18,603 44,385 +191
Sep12 120227 110.11 110.45 108.97 109.64 -0.92 32,014 54,785 +6,801
Oct12 120227 109.72 110.01 108.50 109.48 -0.85 12,763 36,969 +682
Nov12 120227 109.82 109.82 108.61 109.31 -0.77 9,451 32,886 -1,550
Dec12 120227 109.80 109.80 108.17 109.15 -0.69 57,797 196,906 +3,480
Jan13 120227 109.38 109.38 108.47 108.91 -0.64 2,558 35,247 -234
Feb13 120227 108.13 108.82 108.13 108.62 -0.59 1,007 18,180 +265
Mar13 120227 108.56 108.56 107.68 108.23 -0.56 1,950 22,084 +308
Apr13 120227 106.50 107.78 106.50 107.78 -0.52 716 9,560 +39
May13 120227 107.29 107.29 107.29 107.29 -0.49 314 10,659 +31
Jun13 120227 107.40 107.40 106.15 106.76 -0.47 9,592 60,858 +610
Jul13 120227 106.16 106.16 106.16 106.16 -0.46 591 9,340 +179
Total Volume and Open Interest 739,188 1,463,165 +6,404
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 120227 109.725 109.725 107.275 108.550 -1.225 10,304 1,870 +225
May12 120227 110.050 110.175 107.725 109.025 -1.150 267 246 +13
Jun12 120227 110.150 110.425 108.300 109.475 -1.075 129 205 +49
Jul12 120227 110.450 110.450 108.650 109.750 -1.000 12 30 +5
Aug12 120227 109.750 109.750 109.750 109.750 -0.975 1 10 +1
Sep12 120227 108.925 109.650 108.925 109.650 -0.900 1 3 +1
Oct12 120227 109.475 109.475 109.475 109.475 -0.850 0 10 +0
Nov12 120227 109.300 109.300 109.300 109.300 -0.775 0 3 +0
Total Volume and Open Interest 10,716 2,605 +292
Heating Oil(NYM)
Mar12 120227 330.46 330.95 326.35 328.64 -2.95 38,788 34,091 -9,645
Apr12 120227 330.61 330.77 325.93 328.29 -3.01 73,544 88,318 +5,515
May12 120227 329.42 329.92 324.79 327.01 -3.10 24,747 42,642 +888
Jun12 120227 328.71 329.00 324.10 326.21 -3.13 28,197 59,182 +4,308
Jul12 120227 326.56 327.85 324.49 326.43 -3.06 7,583 21,934 +578
Aug12 120227 328.03 328.06 326.20 326.68 -2.94 3,179 10,407 +226
Sep12 120227 328.13 328.41 325.41 327.00 -2.84 2,712 13,667 -213
Oct12 120227 327.97 328.54 326.37 327.43 -2.72 734 5,292 +26
Nov12 120227 327.98 328.83 327.72 327.93 -2.59 464 3,769 +111
Dec12 120227 328.63 329.57 327.29 328.24 -2.52 4,562 30,671 +837
Jan13 120227 328.20 328.44 327.98 328.44 -2.49 256 3,802 -60
Feb13 120227 327.84 327.84 327.84 327.84 -2.49 41 757 +16
Total Volume and Open Interest 184,807 316,143 +2,587
Gasoline(NYMEX)
Mar12 120227 314.40 315.31 309.74 312.83 -2.45 24,519 30,916 -6,464
Apr12 120227 332.00 332.70 327.00 330.27 -2.20 53,183 104,622 +1,614
May12 120227 330.36 330.42 326.33 329.41 -2.14 20,844 53,954 +2,631
Jun12 120227 328.29 328.29 323.73 326.41 -2.19 13,748 51,709 +1,194
Jul12 120227 324.32 324.34 320.79 322.39 -2.18 7,347 35,193 +535
Aug12 120227 319.42 319.72 314.90 317.72 -2.14 3,584 21,616 +520
Sep12 120227 314.03 314.03 310.00 312.55 -2.15 3,198 15,127 +193
Oct12 120227 297.36 297.79 294.21 297.00 -2.20 2,991 11,518 +701
Nov12 120227 292.70 292.90 289.53 292.04 -2.26 1,835 5,950 +369
Dec12 120227 288.60 289.90 286.15 288.89 -2.32 1,385 17,894 +17
Total Volume and Open Interest 132,828 360,989 +1,371
e-miNY RBOB Gasoline(NYM)
Mar12 120227 312.80 312.83 312.80 312.80 -2.50 0 1 +0
Apr12 120227 330.30 330.30 330.27 330.30 -2.20      
May12 120227 329.40 329.41 329.40 329.40 -2.20      
Jun12 120227 326.40 326.41 326.40 326.40 -2.20      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Mar12 120227 2.523 2.589 2.435 2.446 -0.104 110,200 26,067 -6,357
Apr12 120227 2.672 2.742 2.597 2.603 -0.092 94,875 224,835 +4,340
May12 120227 2.781 2.849 2.709 2.712 -0.096 28,391 247,896 -923
Jun12 120227 2.875 2.939 2.800 2.802 -0.100 14,941 80,857 +72
Jul12 120227 2.955 3.006 2.867 2.870 -0.103 15,430 108,804 +1,420
Aug12 120227 2.974 3.040 2.900 2.904 -0.106 8,496 37,883 +938
Sep12 120227 2.998 3.048 2.910 2.914 -0.106 12,621 61,335 +1,544
Oct12 120227 3.056 3.104 2.962 2.967 -0.104 25,123 120,016 +983
Nov12 120227 3.216 3.271 3.142 3.144 -0.105 5,508 46,981 +408
Dec12 120227 3.528 3.572 3.440 3.446 -0.104 4,172 45,952 -420
Jan13 120227 3.670 3.705 3.572 3.581 -0.107 8,179 61,944 +146
Feb13 120227 3.697 3.720 3.591 3.597 -0.105 992 17,338 +151
Mar13 120227 3.688 3.700 3.571 3.579 -0.106 3,438 25,161 -168
Apr13 120227 3.660 3.670 3.547 3.551 -0.106 3,470 36,131 -12
May13 120227 3.683 3.693 3.590 3.590 -0.105 847 11,007 +415
Jun13 120227 3.753 3.753 3.639 3.639 -0.105 222 3,879 -4
Total Volume and Open Interest 338,138 1,250,146 +2,771
Brent Crude Oil(ICE)
Apr12 120227 125.25 125.51 123.00 124.17 -1.30 225,114 217,438 -10,371
May12 120227 124.27 124.38 122.09 123.24 -1.24 112,515 140,022 -5,615
Jun12 120227 123.65 123.76 121.56 122.66 -1.14 95,596 128,445 +2,150
Jul12 120227 123.02 123.13 121.10 122.12 -1.06 41,577 54,879 +3,279
Aug12 120227 122.14 122.21 120.47 121.49 -0.98 24,509 51,666 +592
Sep12 120227 121.30 121.42 119.75 120.72 -0.90 22,614 72,032 +1,998
Oct12 120227 120.54 120.58 119.06 120.01 -0.83 12,369 31,370 +562
Nov12 120227 119.82 119.86 118.41 119.33 -0.79 7,554 20,542 -4
Dec12 120227 119.11 119.15 117.74 118.64 -0.76 52,406 115,254 -892
Jan13 120227 117.90 117.94 117.80 117.94 -0.73 4,280 16,074 +828
Feb13 120227 117.23 117.23 117.23 117.23 -0.70 1,904 9,200 +38
Mar13 120227 116.54 116.54 116.54 116.54 -0.65 2,408 8,995 -11
Apr13 120227 115.86 115.86 115.86 115.86 -0.61 738 5,113 +105
May13 120227 115.16 115.16 115.16 115.16 -0.55 568 5,285 -27
Total Volume and Open Interest 638,157 1,045,541 -5,335
Gas Oil(ICE)
Mar12 120227 1035.00 1038.00 1022.75 1032.25 +1.50 57,644 106,680 -2,201
Apr12 120227 1035.25 1038.25 1023.50 1032.75 +2.25 86,370 127,636 +6,094
May12 120227 1035.25 1036.75 1022.50 1031.25 +2.50 29,465 67,578 +3,939
Jun12 120227 1031.00 1031.25 1021.50 1029.25 +2.75 26,368 60,626 +11
Jul12 120227 1031.00 1031.00 1020.00 1028.75 +2.75 6,577 33,065 -341
Aug12 120227 1022.75 1029.00 1022.75 1028.25 +2.75 5,031 21,417 +337
Sep12 120227 1026.25 1029.25 1022.00 1027.25 +2.75 4,965 20,793 +382
Oct12 120227 1020.00 1026.50 1020.00 1025.00 +2.75 2,323 14,703 +414
Nov12 120227 1020.00 1023.00 1018.00 1022.00 +3.00 1,494 10,526 +139
Dec12 120227 1018.25 1022.25 1014.75 1019.50 +3.25 11,579 37,567 +226
Total Volume and Open Interest 235,885 560,041 +9,487
Ethanol(CBOT)
Feb12 120203 2.131 2.131 2.131 2.131 -0.015 10 211 -29
Mar12 120227 2.225 2.242 2.215 2.239 +0.003 100 599 -42
Apr12 120227 2.251 2.264 2.245 2.264 -0.001 85 1,539 -37
May12 120227 2.274 2.289 2.272 2.288 unch 96 1,324 +63
Jun12 120227 2.293 2.313 2.293 2.311 +0.007 15 886 +1
Jul12 120227 2.312 2.329 2.312 2.327 +0.002 116 1,747 -7
Aug12 120227 2.300 2.315 2.300 2.314 +0.001 36 1,194 +18
Sep12 120227 2.251 2.273 2.251 2.273 unch 51 1,022 +7
Total Volume and Open Interest 605 11,334 +48
WTI Crude Oil(ICE)
Apr12 120227 109.74 109.74 107.27 108.56 -1.21 67,038 47,928 -935
May12 120227 110.18 110.18 107.80 109.02 -1.16 18,955 29,283 -61
Jun12 120227 110.39 110.45 108.50 109.48 -1.08 23,395 52,151 -74
Jul12 120227 110.29 110.44 109.43 109.75 -1.01 8,413 27,667 -7
Aug12 120227 110.29 110.35 109.75 109.76 -0.97 6,950 15,826 -261
Sep12 120227 110.39 110.39 109.38 109.64 -0.92 5,791 13,182 +259
Oct12 120227 109.98 110.00 109.24 109.48 -0.85 7,204 10,556 +638
Nov12 120227 109.78 109.78 109.01 109.31 -0.77 4,143 6,255 -103
Dec12 120227 109.63 109.65 108.35 109.15 -0.69 17,885 59,174 +1,097
Jan13 120227 108.91 108.91 108.91 108.91 -0.64 285 5,857 -38
Feb13 120227 108.62 108.62 108.62 108.62 -0.59 76 2,068 -17
Mar13 120227 108.23 108.23 108.23 108.23 -0.56 142 3,507 +10
Apr13 120227 107.78 107.78 107.78 107.78 -0.52 1 486 +0
May13 120227 107.29 107.29 107.29 107.29 -0.49 0 624 +0
Jun13 120227 106.81 107.02 106.76 106.76 -0.47 1,247 14,901 +329
Jul13 120227 106.16 106.16 106.16 106.16 -0.46 0 132 +0
Total Volume and Open Interest 171,337 372,953 +1,189
US Dollar Index(ICE)
Mar12 120227 78.450 78.715 78.400 78.577 +0.177 33,931 49,931 -1,034
Jun12 120227 78.790 79.040 78.695 78.905 +0.135 85 938 +57
Sep12 120227 79.305 79.305 79.305 79.305 +0.135      
Total Volume and Open Interest 34,016 50,869 -977
Australian Dollar(CME)
Mar12 120227 106.84 107.58 106.25 107.34 +0.59 118,436 152,714 +3,616
Jun12 120227 105.52 106.44 105.17 106.24 +0.57 432 1,120 +130
Sep12 120227 105.11 105.20 104.65 105.20 +0.55 0 129 +0
Total Volume and Open Interest 118,868 153,973 +3,746
British Pound(CME)
Mar12 120227 158.87 158.95 158.08 158.17 -0.67 93,920 197,774 +2,378
Jun12 120227 158.73 158.73 158.05 158.06 -0.66 210 652 +9
Sep12 120227 157.95 158.61 157.95 157.95 -0.66 1 4 +1
Total Volume and Open Interest 94,131 198,433 +2,388
Canadian Dollar(CME)
Mar12 120227 99.98 100.21 99.45 100.08 +0.16 92,437 127,928 +1,471
Jun12 120227 99.73 99.99 99.26 99.88 +0.16 660 4,761 +208
Sep12 120227 99.30 99.77 99.10 99.69 +0.16 422 1,776 +137
Dec12 120227 99.00 99.55 99.00 99.51 +0.16 137 898 +61
Total Volume and Open Interest 93,658 135,429 +1,878
Japanese Yen(CME)
Mar12 120227 122.60 124.82 122.56 124.30 +0.79 78,205 142,986 -3,553
Jun12 120227 122.76 124.94 122.72 124.43 +0.79 605 2,728 +128
Sep12 120227 124.60 124.60 123.82 124.60 +0.78 2 37 -1
Total Volume and Open Interest 78,815 145,765 -3,424
Swiss Franc(CME)
Mar12 120227 111.82 111.85 111.00 111.16 -0.61 52,188 52,632 +1,150
Jun12 120227 111.99 111.99 111.27 111.31 -0.62 75 320 -19
Sep12 120227 112.12 112.14 111.52 111.52 -0.62 0 4 +0
Total Volume and Open Interest 52,263 52,957 +1,131
EuroFX(CME)
Mar12 120227 134.60 134.73 133.67 133.98 -0.62 320,659 273,084 -6,895
Jun12 120227 134.70 134.80 133.75 134.05 -0.62 1,409 6,798 +387
Sep12 120227 134.30 134.77 133.98 134.15 -0.62 75 168 +21
Total Volume and Open Interest 322,144 280,074 -6,486
Mexican Peso(CME)
Mar12 120227 773.5 777.5 769.0 775.5 +2.5 39,047 137,098 +3,057
Apr12 120227 773.5 773.5 771.0 773.5 +2.5      
Total Volume and Open Interest 39,271 183,539 +3,161
Brazilian Real(CME)
Mar12 120227 585.50 586.35 583.45 584.85 -1.60 104 2,698 -34
Apr12 120227 580.90 580.90 580.90 580.90 -1.80 0 1,056 +0
May12 120227 576.95 576.95 576.95 576.95 -2.00      
Jun12 120227 573.00 573.00 573.00 573.00 -2.20 49 578 +49
Total Volume and Open Interest 153 17,882 +15
30-Year T-Bonds(CBOT)
Mar12 120227 143~010 144~030 142~310 143~310 +0~310 397,760 507,801 -64,427
Jun12 120227 141~200 142~210 141~180 142~170 +0~310 129,291 101,626 +69,165
Sep12 120227 141~130 141~130 140~140 141~130 +0~310      
Total Volume and Open Interest 527,051 609,427 +4,738
10-Year T-Notes(CBOT)
Mar12 120227 131~065 131~230 131~050 131~200 +0~140 1,306,465 1,663,682 -130,218
Jun12 120227 130~295 131~140 130~280 131~110 +0~135 328,579 251,071 +156,061
Sep12 120227 130~160 130~160 130~160 130~160 +0~135      
Total Volume and Open Interest 1,635,044 1,914,754 +25,843
5-Year T-Notes(CBOT)
Mar12 120227 123~032 123~068 123~027 123~063 +0~033 855,503 1,183,366 -167,452
Jun12 120227 123~011 123~048 123~006 123~042 +0~032 339,360 292,045 +215,367
Sep12 120227 122~066 122~066 122~034 122~066 +0~032      
Total Volume and Open Interest 1,194,863 1,475,411 +47,915
2 Year T-Notes(CBOT)
Mar12 120227 110~025 110~032 110~025 110~030 +0~006 366,137 659,098 -118,756
Jun12 120227 110~014 110~021 110~013 110~018 +0~005 236,380 213,039 +133,229
Sep12 120227 109~084 109~084 109~079 109~084 +0~005      
Total Volume and Open Interest 602,533 872,137 +14,473
Eurodollars(CME)
Mar12 120227 99.515 99.527 99.512 99.522 +0.007 137,133 874,575 +4,282
Jun12 120227 99.475 99.510 99.470 99.500 +0.025 135,313 1,142,380 -1,969
Sep12 120227 99.435 99.475 99.430 99.465 +0.030 93,143 851,064 +1,190
Dec12 120227 99.390 99.430 99.385 99.425 +0.035 103,233 899,592 +11,925
Mar13 120227 99.365 99.405 99.360 99.400 +0.035 90,211 697,686 +6,711
Jun13 120227 99.335 99.370 99.325 99.365 +0.030 113,494 638,397 +6,503
Sep13 120227 99.285 99.330 99.285 99.325 +0.035 88,611 614,983 -4,256
Dec13 120227 99.225 99.275 99.220 99.265 +0.035 106,446 542,225 -6,094
Mar14 120227 99.155 99.210 99.150 99.205 +0.045 78,532 412,483 +890
Jun14 120227 99.055 99.120 99.055 99.110 +0.050 82,161 297,795 +8,104
Sep14 120227 98.930 99.000 98.925 98.990 +0.060 60,506 246,974 -4,381
Dec14 120227 98.765 98.850 98.765 98.835 +0.065 60,591 297,125 +6,138
Mar15 120227 98.610 98.700 98.610 98.685 +0.070 34,002 205,464 +2,387
Jun15 120227 0.146 0.241 0.146 0.226 +0.080 41,712 182,328 +4,871
Sep15 120227 6.545 0.086 6.545 0.076 -6.469 33,247 115,354 -1,183
Dec15 120227 6.390 6.490 6.390 6.475 +0.085 18,704 117,838 +740
Mar16 120227 6.255 6.350 6.255 6.340 +0.090 8,409 68,974 -127
Jun16 120227 6.115 6.210 6.115 6.200 +0.090 8,611 72,950 +1,378
Total Volume and Open Interest 1,313,026 8,498,486 +40,744
30 Day Federal Funds(CBOT)
Feb12 120227 99.897 99.897 99.895 99.895 unch 4,148 68,411 -827
Mar12 120227 99.880 99.890 99.880 99.885 unch 11,186 58,303 +3,584
Apr12 120227 99.885 99.885 99.875 99.885 unch 4,667 42,311 -176
May12 120227 99.880 99.880 99.875 99.880 unch 5,818 47,367 +2,961
Jun12 120227 99.875 99.880 99.875 99.880 unch 1,021 33,406 -342
Jul12 120227 99.870 99.870 99.865 99.870 unch 3,181 39,278 +611
Total Volume and Open Interest 38,809 559,461 +8,383
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Mar12 120227 99.665 99.665 99.665 99.665 unch 0 58 +0
Jun12 120227 99.665 99.665 99.665 99.665 unch      
Sep12 120227 99.662 99.662 99.662 99.662 unch      
Dec12 120227 99.662 99.662 99.662 99.662 unch      
Mar13 120227 99.660 99.660 99.660 99.660 unch      
Jun13 120227 99.655 99.655 99.655 99.655 +0.010      
Sep13 120227 99.655 99.655 99.655 99.655 +0.010      
Dec13 120227 99.650 99.650 99.650 99.650 +0.005      
Mar14 120227 99.510 99.510 99.510 99.510 +0.005      
Jun14 120227 99.370 99.370 99.370 99.370 +0.005      
Total Volume and Open Interest 0 58 +0
3-Mth Euro-Yen(SGX)
Mar12 120227 99.67 99.67 99.67 99.67 unch 0 1,664 +0
Jun12 120227 99.67 99.67 99.67 99.67 unch 0 1,844 +0
Sep12 120227 99.66 99.66 99.66 99.66 unch 0 683 +0
Dec12 120227 99.66 99.66 99.66 99.66 unch 0 415 +0
Mar13 120227 99.66 99.66 99.66 99.66 unch 0 131 +0
Jun13 120227 99.65 99.65 99.65 99.65 +0.01 0 216 +0
Sep13 120227 99.65 99.65 99.65 99.65 +0.01 0 325 +0
Dec13 120227 99.65 99.65 99.65 99.65 +0.01 0 295 +0
Total Volume and Open Interest 0 5,573 +0
Japanese Gov't Bonds(SGX)
Mar12 120227 142.57 142.64 142.46 142.63 +0.05 2,491 26,091 +86
Jun12 120227 142.12 142.19 142.11 142.19 +0.06 15 59 +15
Sep12 120227 140.10 140.10 140.10 140.10 +0.06 0 5 +0
Total Volume and Open Interest 2,506 26,159 +101
Euro-Bund(EUREX)
Mar12 120227 139.12 139.95 138.81 139.74 +0.71 652,777 988,155 +37,453
Jun12 120227 137.34 138.20 137.12 138.02 +0.70 26,829 62,741 +16,532
Sep12 120227 137.94 137.94 137.94 137.94 +0.71 14 1 +0
Total Volume and Open Interest 679,620 1,050,897 +53,985
Euro-Bobl(EUREX)
Mar12 120227 125.37 125.74 125.26 125.67 +0.34 320,078 721,493 -398
Jun12 120227 123.71 124.12 123.71 124.07 +0.34 12,665 40,069 +4,142
Sep12 120227 123.92 123.92 123.92 123.92 +0.34 0 3 +0
Total Volume and Open Interest 332,743 761,565 +3,744
3-Mth Euribor(EUREX)
Mar12 120227 99.120 99.125 99.120 99.125 +0.030 308 1,623 +81
Jun12 120227 99.260 99.260 99.260 99.260 +0.050 0 1,274 +0
Sep12 120227 99.280 99.280 99.280 99.280 +0.050 0 979 +0
Total Volume and Open Interest 358 6,574 +131
Long Gilt(LIFFE)
Mar12 120227 116~05 116~32 116~04 116~25 +0~16 293,373 233,540 -75,232
Jun12 120227 114~26 115~24 114~26 115~16 +0~16 155,080 106,450 +87,852
Total Volume and Open Interest 448,453 339,990 +12,620
3-Mth Short Sterling(LIFFE)
Mar12 120227 98.98 99.00 98.97 98.99 +0.01 33,827 284,980 +2,571
Jun12 120227 99.03 99.07 99.02 99.05 +0.03 42,293 254,489 -7,940
Sep12 120227 99.05 99.09 99.04 99.08 +0.04 34,210 286,833 -883
Dec12 120227 99.05 99.10 99.05 99.08 +0.04 42,576 223,483 +5,733
Mar13 120227 99.06 99.10 99.04 99.08 +0.04 50,133 290,811 +4,262
Jun13 120227 99.01 99.07 99.01 99.05 +0.04 40,186 213,333 +10,532
Total Volume and Open Interest 346,041 2,043,967 +21,148
3-Mth Euribor(LIFFE)
Mar12 120227 99.095 99.130 99.085 99.125 +0.030 72,375 525,024 +3,342
Jun12 120227 99.220 99.260 99.200 99.260 +0.050 94,921 464,983 +5,311
Sep12 120227 99.240 99.285 99.225 99.280 +0.050 68,705 431,702 -6,674
Total Volume and Open Interest 518,770 3,321,520 -3,323
3-Mth Aus T-Bills(SFE)
Mar12 120227 95.60 95.61 95.56 95.58 -0.02 27,158 157,784 -1,852
Jun12 120227 95.75 95.77 95.72 95.74 -0.01 26,666 220,713 +627
Sep12 120227 95.81 95.84 95.78 95.81 unch 12,037 139,283 -2,002
Dec12 120227 95.81 95.85 95.79 95.83 +0.01 5,031 92,604 +1,589
Mar13 120227 95.80 95.84 95.77 95.82 +0.02 3,524 63,056 +1,130
Jun13 120227 95.76 95.79 95.75 95.78 +0.02 2,345 60,120 +186
Sep13 120227 95.71 95.75 95.71 95.73 +0.02 1,700 35,656 +470
Dec13 120227 95.66 95.70 95.66 95.69 +0.02 862 27,622 +468
Mar14 120227 95.61 95.65 95.61 95.65 +0.03 484 3,008 +272
Jun14 120227 95.59 95.59 95.59 95.59 +0.02 0 520 +0
Total Volume and Open Interest 79,807 800,613 +888
10-Year Aus T-Bonds(SFE)
Mar12 120227 95.86 95.92 95.85 95.91 +0.06 33,557 363,601 -4,491
Jun12 120227 95.91 95.91 95.91 95.91 +0.06      
Total Volume and Open Interest 33,557 363,601 -4,491
3-Year Aus T-Bonds(SFE)
Mar12 120227 96.30 96.34 96.29 96.33 +0.04 127,073 486,721 +23,767
Jun12 120227 96.35 96.35 96.35 96.35 +0.04      
Total Volume and Open Interest 127,073 486,721 +23,767
Gold(CMX)
Feb12 120227 1773.6 1775.6 1768.1 1773.6 -1.5 298 259 +51
Apr12 120227 1776.8 1781.0 1762.6 1774.9 -1.5 153,929 264,250 +6,744
Jun12 120227 1777.8 1783.5 1765.8 1777.6 -1.6 6,038 62,263 -1,762
Aug12 120227 1781.6 1784.1 1770.5 1780.4 -1.6 648 25,063 +262
Oct12 120227 1782.1 1785.9 1782.1 1783.0 -1.6 529 11,474 +85
Dec12 120227 1785.7 1790.9 1776.7 1785.5 -1.7 1,715 31,345 -264
Feb13 120227 1788.1 1788.1 1786.8 1788.0 -1.7 405 15,060 +137
Apr13 120227 1790.7 1790.7 1790.7 1790.7 -1.8 39 3,333 +16
Jun13 120227 1793.8 1793.8 1793.8 1793.8 -1.9 104 9,869 +25
Aug13 120227 1797.2 1797.2 1797.2 1797.2 -2.0 0 279 +0
Oct13 120227 1800.8 1800.8 1800.8 1800.8 -2.1 0 1 +0
Dec13 120227 1804.6 1804.6 1804.6 1804.6 -2.2 1,461 10,329 -649
Total Volume and Open Interest 167,575 470,255 +4,333
Silver(CMX)
Mar12 120227 3543.0 3562.5 3504.5 3552.4 +18.6 72,143 21,393 -3,573
May12 120227 3551.0 3570.5 3513.0 3560.4 +18.4 24,374 49,471 +7,853
Jul12 120227 3562.0 3573.0 3520.0 3566.2 +18.4 3,179 9,736 +135
Sep12 120227 3561.5 3570.4 3544.5 3570.4 +18.4 517 4,019 +35
Dec12 120227 3569.0 3585.0 3539.5 3576.2 +18.5 1,519 13,157 +253
Mar13 120227 3578.3 3578.3 3578.3 3578.3 +19.0 113 1,577 -6
May13 120227 3578.9 3578.9 3578.9 3578.9 +19.0 0 1,088 +0
Total Volume and Open Interest 102,483 115,874 +4,871
Platinum(NYMEX)
Apr12 120227 1717.2 1719.9 1693.0 1714.3 -0.8 9,672 40,404 -519
Jul12 120227 1720.4 1720.4 1696.3 1718.0 -0.6 705 3,930 +669
Oct12 120227 1715.0 1721.7 1706.1 1721.0 -0.6 11 415 +7
Jan13 120227 1724.0 1724.7 1723.9 1724.0 -0.6 0 3 +0
Total Volume and Open Interest 10,388 44,752 +157
Palladium(NYMEX)
Mar12 120227 55.84 61.19 47.14 49.94 -5.45 5,487 8,854 -2,458
Jun12 120227 59.64 63.04 49.24 52.04 -5.40 3,510 12,370 +2,438
Sep12 120227 52.94 53.49 52.94 53.49 -5.40 21 308 +20
Total Volume and Open Interest 9,019 21,536 +0
Copper(CMX)
Mar12 120227 386.45 389.00 382.35 388.05 +1.75 52,140 23,234 -2,308
May12 120227 387.30 389.65 383.10 388.90 +1.90 19,170 70,991 +3,977
Jul12 120227 387.85 390.25 384.00 389.70 +1.90 3,540 32,635 -71
Sep12 120227 388.70 391.00 387.85 390.45 +1.90 692 11,358 +288
Dec12 120227 387.25 391.35 386.20 391.05 +1.90 274 8,810 +28
Total Volume and Open Interest 77,147 159,654 +2,369
DJIA Index(CBOT)
Mar12 120227 12974 13005 12865 12969 +8 380 13,026 +31
Jun12 120227 12910 12910 12897 12897 +8 0 286 +0
Sep12 120227 12834 12834 12826 12834 +8      
Dec12 120227 12757 12757 12749 12757 +8      
Total Volume and Open Interest 380 13,312 +31
E-mini DJIA Index(CBOT)
Mar12 120227 12959 13009 12861 12969 +8 128,864 110,431 +4,209
Jun12 120227 12851 12929 12795 12897 +8 33 192 +26
Sep12 120227 12834 12834 12834 12834 +8 3 21 +2
Dec12 120227 12757 12757 12757 12757 +8 2 14 +0
Total Volume and Open Interest 128,902 110,658 +4,237
S & P 500(CME)
Mar12 120227 1363.20 1370.30 1353.00 1367.30 +4.00 7,714 237,602 +179
Jun12 120227 1350.00 1364.50 1348.50 1361.40 +3.90 1,679 11,428 +2,242
Sep12 120227 1355.40 1359.00 1342.50 1355.40 +3.90 0 1,040 +0
Dec12 120227 1349.40 1353.50 1336.50 1349.40 +3.90 0 502 +0
Total Volume and Open Interest 9,393 250,572 +2,421
S & P 500 E-Mini(Globex)
Mar12 120227 1363.25 1370.50 1353.00 1367.25 +4.00 1,602,052 2,715,233 +5,307
Jun12 120227 1357.75 1364.50 1347.25 1361.50 +4.00 4,829 82,927 +1,670
Total Volume and Open Interest 1,606,894 2,798,648 +6,976
NASDAQ 100(CME)
Mar12 120227 2601.50 2619.00 2579.00 2608.00 +6.50 992 18,924 +780
Jun12 120227 2602.30 2612.00 2575.00 2602.30 +6.50 0 80 +0
Sep12 120227 2599.80 2600.80 2599.80 2599.80 +6.50      
Total Volume and Open Interest 992 19,004 +780
NASDAQ 100 E-Mini(Globex)
Mar12 120227 2602.50 2616.80 2578.80 2608.00 +6.50 229,551 477,310 +11,295
Jun12 120227 2590.50 2610.30 2573.50 2602.30 +6.50 286 1,032 +42
Total Volume and Open Interest 229,837 478,363 +11,337
S & P Midcap 400(CME)
Mar12 120227 986.00 988.00 970.00 985.40 +1.50 1 2,256 -1
Jun12 120227 982.00 982.50 982.00 982.00 +0.50      
Sep12 120227 980.00 980.50 980.00 980.00 +0.50      
Total Volume and Open Interest 1 2,256 -1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar12 120227 9725 9755 9480 9595 -115 4,334 30,750 +6
Jun12 120227 9630 9645 9450 9535 -110 51 672 +36
Total Volume and Open Interest 4,385 31,422 +42
Nikkei 225(SGX)
Mar12 120227 9655 9750 9600 9600 -40 119,958 216,621 -3,637
Jun12 120227 9585 9655 9530 9530 -35 186 11,535 +47
Sep12 120227 9520 9520 9520 9520 -40 0 30 +0
Total Volume and Open Interest 120,320 235,626 -3,595
CAC 40(EURONEXT)
Mar12 120227 3446.5 3454.5 3412.5 3442.5 -27.0 88,619 352,843 +7,796
Apr12 120227 3440.5 3441.0 3409.0 3435.5 -27.0 9,372 395 +3
May12 120227 3373.0 3373.0 3373.0 3373.0 -27.0      
Total Volume and Open Interest 97,992 353,402 +7,799
Hang Seng Index(HKFE)
Feb12 120227 21400 21618 21048 21205 -211 79,142 72,099 -14,658
Mar12 120227 21368 21580 21000 21165 -209 23,736 36,274 +16,931
Total Volume and Open Interest 103,063 112,773 +2,373
DAX(EUREX)
Mar12 120227 6826.5 6872.5 6744.0 6864.5 -3.5 163,898 162,263 -1,301
Jun12 120227 6844.0 6886.0 6762.5 6878.0 -4.0 648 6,760 +126
Sep12 120227 6804.5 6886.5 6796.0 6886.5 -4.0 83 497 -6
Total Volume and Open Interest 164,629 169,520 -1,181
FT-SE 100(EURONEXT)
Mar12 120227 5900.00 5908.00 5843.00 5896.50 -19.50 108,202 640,050 +828
Jun12 120227 5845.00 5845.50 5804.00 5845.00 -19.50 142 10,970 +75
Sep12 120227 5812.00 5812.00 5812.00 5812.00 -19.00 0 10 +0
Total Volume and Open Interest 108,344 651,030 +903
SPI 200(SFE)
Mar12 120227 4283.0 4298.0 4252.0 4270.0 -19.0 30,986 200,327 +4,735
Jun12 120227 4294.0 4294.0 4276.0 4284.0 -19.0 168 2,234 +141
Sep12 120227 4280.0 4280.0 4254.0 4254.0 -18.0 166 1,640 +91
Total Volume and Open Interest 31,354 205,278 +4,971
GSCI(CME)
Mar12 120227 712.00 714.00 710.25 711.75 -5.25 181 10,038 +104
Apr12 120227 713.00 715.50 711.50 712.75 -5.25 2 0 +0
May12 120227 714.00 714.00 713.00 714.00 -4.50      
Total Volume and Open Interest 183 10,038 +104
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.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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