|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue February 28, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120228 |
1291.50 |
1307.00 |
1291.50 |
1305.25 |
+11.50 |
106,390 |
49,685 |
-22,252 |
May12 |
120228 |
1300.00 |
1314.75 |
1300.00 |
1312.50 |
+10.00 |
103,128 |
221,679 |
+8,034 |
Jul12 |
120228 |
1308.00 |
1322.75 |
1307.75 |
1319.75 |
+9.25 |
39,104 |
121,704 |
-2,262 |
Aug12 |
120228 |
1301.50 |
1313.75 |
1301.50 |
1312.50 |
+9.00 |
308 |
3,161 |
-12 |
Sep12 |
120228 |
1289.00 |
1299.25 |
1288.75 |
1298.50 |
+7.50 |
342 |
3,037 |
+0 |
Nov12 |
120228 |
1279.25 |
1289.50 |
1278.25 |
1288.50 |
+7.25 |
21,114 |
102,463 |
+2,736 |
Jan13 |
120228 |
1282.75 |
1292.75 |
1282.75 |
1291.75 |
+5.25 |
1,556 |
17,340 |
+255 |
Mar13 |
120228 |
1284.50 |
1290.50 |
1283.25 |
1289.75 |
+5.25 |
927 |
6,132 |
+467 |
May13 |
120228 |
1283.75 |
1286.50 |
1278.75 |
1285.50 |
+5.75 |
418 |
2,761 |
+113 |
Jul13 |
120228 |
1283.00 |
1287.50 |
1219.00 |
1287.50 |
+6.75 |
1,600 |
4,982 |
+886 |
Aug13 |
120228 |
1273.50 |
1273.50 |
1268.00 |
1273.50 |
+5.50 |
8 |
4 |
+2 |
Sep13 |
120228 |
1241.50 |
1251.00 |
1241.50 |
1248.50 |
+4.00 |
47 |
51 |
+20 |
Nov13 |
120228 |
1215.00 |
1224.00 |
1211.50 |
1219.00 |
+1.00 |
206 |
5,024 |
+96 |
Jan14 |
120228 |
1229.00 |
1229.00 |
1223.75 |
1225.75 |
+1.00 |
79 |
110 |
+49 |
Total Volume and Open Interest |
275,232 |
538,609 |
-11,867 |
Soybean Meal(CBOT) |
Mar12 |
120228 |
340.50 |
346.50 |
339.40 |
346.50 |
+5.60 |
32,603 |
18,348 |
-7,312 |
May12 |
120228 |
342.70 |
349.50 |
342.10 |
349.30 |
+5.70 |
31,576 |
78,165 |
+4,250 |
Jul12 |
120228 |
344.70 |
350.70 |
344.10 |
350.70 |
+5.20 |
6,572 |
36,403 |
+462 |
Aug12 |
120228 |
343.60 |
349.10 |
343.60 |
349.10 |
+4.70 |
478 |
6,957 |
-66 |
Sep12 |
120228 |
341.00 |
346.30 |
340.90 |
346.30 |
+4.00 |
223 |
6,337 |
+0 |
Oct12 |
120228 |
335.80 |
341.30 |
335.80 |
341.30 |
+4.00 |
263 |
3,638 |
-77 |
Dec12 |
120228 |
335.30 |
340.30 |
334.90 |
340.30 |
+3.80 |
2,695 |
20,924 |
+218 |
Jan13 |
120228 |
339.30 |
340.60 |
337.00 |
340.60 |
+3.60 |
137 |
2,925 |
+27 |
Mar13 |
120228 |
338.00 |
340.80 |
338.00 |
340.80 |
+3.30 |
163 |
3,621 |
+33 |
May13 |
120228 |
336.30 |
339.30 |
335.20 |
339.30 |
+3.30 |
86 |
1,692 |
-5 |
Total Volume and Open Interest |
75,285 |
181,653 |
-2,311 |
Soybean Oil(CBOT) |
Mar12 |
120228 |
54.35 |
54.84 |
54.12 |
54.42 |
-0.04 |
41,843 |
27,355 |
-9,773 |
May12 |
120228 |
54.74 |
55.25 |
54.50 |
54.80 |
-0.06 |
45,575 |
145,124 |
+4,586 |
Jul12 |
120228 |
55.17 |
55.65 |
54.91 |
55.19 |
-0.07 |
11,788 |
72,346 |
+341 |
Aug12 |
120228 |
55.60 |
55.60 |
55.06 |
55.29 |
-0.07 |
396 |
8,580 |
+71 |
Sep12 |
120228 |
55.35 |
55.84 |
55.13 |
55.38 |
-0.06 |
417 |
6,410 |
+169 |
Oct12 |
120228 |
55.43 |
55.78 |
55.21 |
55.43 |
-0.06 |
271 |
5,993 |
+20 |
Dec12 |
120228 |
55.55 |
56.02 |
55.34 |
55.61 |
-0.03 |
4,021 |
38,625 |
+336 |
Jan13 |
120228 |
55.53 |
55.75 |
55.53 |
55.67 |
-0.02 |
101 |
1,978 |
+14 |
Mar13 |
120228 |
55.53 |
55.93 |
55.44 |
55.74 |
-0.01 |
164 |
1,812 |
+83 |
May13 |
120228 |
55.66 |
55.70 |
55.66 |
55.66 |
-0.04 |
91 |
878 |
+50 |
Total Volume and Open Interest |
104,842 |
312,932 |
-4,023 |
Canola(WCE) |
Mar12 |
120228 |
574.4 |
580.8 |
573.4 |
580.8 |
+7.5 |
5,677 |
7,585 |
-5,479 |
May12 |
120228 |
567.4 |
574.9 |
566.6 |
574.1 |
+5.7 |
16,928 |
86,642 |
+2,806 |
Jul12 |
120228 |
569.9 |
575.3 |
568.9 |
573.6 |
+4.2 |
9,287 |
33,978 |
-332 |
Nov12 |
120228 |
534.1 |
539.4 |
534.1 |
538.1 |
+1.4 |
4,608 |
47,991 |
+1,231 |
Jan13 |
120228 |
542.1 |
543.0 |
540.2 |
542.1 |
+1.4 |
656 |
2,403 |
-42 |
Total Volume and Open Interest |
37,295 |
180,602 |
-1,691 |
Corn(CBOT) |
Mar12 |
120228 |
642.50 |
654.00 |
642.00 |
653.50 |
+9.00 |
116,010 |
133,384 |
-39,409 |
May12 |
120228 |
646.25 |
657.75 |
646.00 |
657.25 |
+8.75 |
119,944 |
439,937 |
+10,815 |
Jul12 |
120228 |
648.25 |
659.00 |
647.75 |
658.75 |
+8.00 |
52,721 |
281,133 |
+2,349 |
Sep12 |
120228 |
585.75 |
596.00 |
585.25 |
595.75 |
+8.25 |
12,845 |
99,316 |
+1,131 |
Dec12 |
120228 |
554.75 |
564.00 |
554.25 |
563.50 |
+6.50 |
39,629 |
269,726 |
+139 |
Mar13 |
120228 |
565.00 |
574.50 |
565.00 |
574.50 |
+7.50 |
1,775 |
46,939 |
+126 |
May13 |
120228 |
573.75 |
581.25 |
571.50 |
581.25 |
+7.50 |
577 |
2,973 |
+375 |
Jul13 |
120228 |
576.25 |
585.00 |
576.25 |
585.00 |
+7.25 |
756 |
4,023 |
+223 |
Sep13 |
120228 |
554.75 |
557.00 |
553.00 |
557.00 |
+4.00 |
173 |
865 |
+98 |
Dec13 |
120228 |
549.75 |
557.00 |
548.50 |
556.00 |
+6.00 |
1,007 |
19,683 |
+271 |
Total Volume and Open Interest |
345,586 |
1,301,117 |
-23,809 |
Wheat(CBOT) |
Mar12 |
120228 |
643.50 |
663.00 |
642.50 |
662.25 |
+16.50 |
32,006 |
25,544 |
-12,748 |
May12 |
120228 |
651.00 |
669.00 |
649.25 |
668.25 |
+15.50 |
45,201 |
194,528 |
+7,041 |
Jul12 |
120228 |
662.50 |
680.00 |
660.50 |
679.50 |
+16.00 |
15,355 |
113,385 |
-231 |
Sep12 |
120228 |
677.25 |
694.00 |
675.00 |
693.50 |
+15.25 |
4,643 |
46,219 |
+127 |
Dec12 |
120228 |
694.75 |
710.50 |
692.00 |
709.75 |
+14.25 |
7,095 |
64,628 |
-101 |
Mar13 |
120228 |
707.00 |
723.50 |
707.00 |
723.00 |
+13.75 |
1,023 |
7,560 |
+491 |
Total Volume and Open Interest |
105,760 |
459,373 |
-5,328 |
Wheat(KCBT) |
Mar12 |
120228 |
683.50 |
700.00 |
682.25 |
699.50 |
+14.50 |
10,876 |
10,692 |
-4,131 |
May12 |
120228 |
692.00 |
710.50 |
691.25 |
710.00 |
+16.50 |
8,739 |
47,371 |
+1,565 |
Jul12 |
120228 |
700.25 |
719.00 |
699.00 |
718.75 |
+16.50 |
3,688 |
49,870 |
-495 |
Sep12 |
120228 |
712.75 |
731.00 |
712.50 |
731.00 |
+16.00 |
270 |
11,123 |
+15 |
Dec12 |
120228 |
730.50 |
749.00 |
730.50 |
748.50 |
+16.00 |
914 |
13,825 |
+31 |
Mar13 |
120228 |
751.00 |
760.75 |
751.00 |
760.75 |
+16.00 |
16 |
590 |
-3 |
Total Volume and Open Interest |
24,510 |
133,968 |
-3,014 |
Wheat(MGE) |
Mar12 |
120228 |
793.00 |
802.25 |
791.25 |
802.25 |
+11.50 |
2,846 |
4,613 |
-291 |
May12 |
120228 |
798.00 |
809.25 |
795.50 |
808.75 |
+10.00 |
3,958 |
12,358 |
+374 |
Jul12 |
120228 |
794.25 |
808.25 |
794.25 |
808.25 |
+12.50 |
1,896 |
9,725 |
+227 |
Sep12 |
120228 |
786.00 |
797.00 |
783.50 |
796.25 |
+9.75 |
972 |
7,060 |
+260 |
Dec12 |
120228 |
791.00 |
801.75 |
790.00 |
801.25 |
+10.50 |
460 |
4,618 |
+159 |
Total Volume and Open Interest |
10,166 |
38,791 |
+729 |
Oats(CBOT) |
Mar12 |
120228 |
320.00 |
322.00 |
314.00 |
320.75 |
+0.75 |
212 |
1,461 |
-142 |
May12 |
120228 |
310.25 |
314.75 |
309.50 |
313.75 |
+3.00 |
310 |
7,726 |
+95 |
Jul12 |
120228 |
312.25 |
315.50 |
311.00 |
315.00 |
+3.00 |
78 |
809 |
+31 |
Sep12 |
120228 |
316.00 |
316.00 |
314.50 |
316.00 |
+1.50 |
21 |
75 |
+15 |
Total Volume and Open Interest |
666 |
11,281 |
+16 |
Rough Rice(CBOT) |
Mar12 |
120228 |
14.18 |
14.23 |
14.02 |
14.17 |
-0.03 |
1,408 |
3,118 |
-473 |
May12 |
120228 |
14.42 |
14.52 |
14.27 |
14.43 |
-0.03 |
1,647 |
10,145 |
+678 |
Jul12 |
120228 |
14.77 |
14.77 |
14.59 |
14.69 |
-0.03 |
126 |
1,565 |
+73 |
Sep12 |
120228 |
14.87 |
14.95 |
14.83 |
14.92 |
-0.03 |
14 |
671 |
+11 |
Total Volume and Open Interest |
3,198 |
15,529 |
+292 |
Live Cattle(CME) |
Feb12 |
120228 |
127.785 |
128.200 |
127.135 |
127.350 |
-0.200 |
2,173 |
2,830 |
-941 |
Apr12 |
120228 |
128.600 |
129.250 |
127.930 |
128.285 |
-0.345 |
21,761 |
157,679 |
+508 |
Jun12 |
120228 |
126.580 |
127.150 |
126.000 |
126.200 |
-0.500 |
10,742 |
102,295 |
+1,097 |
Aug12 |
120228 |
129.300 |
129.600 |
128.435 |
128.785 |
-0.515 |
5,041 |
56,281 |
+821 |
Oct12 |
120228 |
133.400 |
133.535 |
132.600 |
132.880 |
-0.320 |
4,484 |
23,420 |
+1,051 |
Dec12 |
120228 |
134.000 |
134.235 |
133.325 |
133.750 |
-0.250 |
1,851 |
15,285 |
+477 |
Total Volume and Open Interest |
46,558 |
364,208 |
+3,236 |
Feeder Cattle(CME) |
Mar12 |
120228 |
156.485 |
156.800 |
155.550 |
155.750 |
-0.700 |
2,244 |
16,032 |
-389 |
Apr12 |
120228 |
159.350 |
159.935 |
158.450 |
158.650 |
-0.885 |
1,927 |
12,354 |
+128 |
May12 |
120228 |
160.650 |
161.150 |
159.785 |
160.130 |
-0.570 |
1,558 |
11,318 |
+361 |
Aug12 |
120228 |
162.000 |
162.650 |
161.075 |
161.450 |
-0.900 |
902 |
12,512 |
+266 |
Sep12 |
120228 |
161.485 |
162.000 |
160.485 |
161.050 |
-0.750 |
123 |
2,272 |
+43 |
Oct12 |
120228 |
161.500 |
161.575 |
160.350 |
160.800 |
-0.950 |
114 |
1,180 |
+30 |
Nov12 |
120228 |
161.325 |
162.000 |
160.535 |
161.000 |
-0.800 |
90 |
697 |
+19 |
Total Volume and Open Interest |
7,002 |
56,556 |
+502 |
Lean Hogs(CME) |
Apr12 |
120228 |
88.550 |
88.800 |
87.750 |
88.035 |
-0.615 |
14,908 |
90,172 |
-703 |
May12 |
120228 |
97.700 |
97.700 |
96.535 |
96.785 |
-0.915 |
242 |
3,065 |
-55 |
Jun12 |
120228 |
98.080 |
98.400 |
97.400 |
97.730 |
-0.350 |
6,946 |
60,568 |
+1,084 |
Jul12 |
120228 |
98.450 |
98.680 |
97.950 |
98.150 |
-0.300 |
1,653 |
29,465 |
+217 |
Aug12 |
120228 |
98.035 |
98.300 |
97.635 |
97.930 |
-0.120 |
2,147 |
24,692 |
+599 |
Oct12 |
120228 |
88.000 |
88.250 |
87.750 |
87.885 |
-0.195 |
1,231 |
29,894 |
+120 |
Dec12 |
120228 |
84.285 |
84.385 |
83.635 |
83.900 |
-0.150 |
1,066 |
17,090 |
+500 |
Feb13 |
120228 |
85.150 |
85.150 |
84.600 |
84.800 |
-0.200 |
201 |
5,482 |
+124 |
Total Volume and Open Interest |
28,668 |
264,446 |
+2,071 |
Class III Milk(CME) |
Feb12 |
120228 |
16.08 |
16.08 |
16.07 |
16.07 |
unch |
78 |
5,439 |
-36 |
Mar12 |
120228 |
15.45 |
15.52 |
15.30 |
15.40 |
unch |
273 |
6,358 |
-64 |
Apr12 |
120228 |
15.30 |
15.50 |
15.13 |
15.20 |
-0.08 |
411 |
4,280 |
+42 |
May12 |
120228 |
15.30 |
15.39 |
15.17 |
15.25 |
-0.04 |
303 |
3,498 |
+39 |
Jun12 |
120228 |
15.55 |
15.63 |
15.47 |
15.54 |
-0.04 |
183 |
3,037 |
+15 |
Total Volume and Open Interest |
1,702 |
34,934 |
+143 |
Cocoa(ICE) |
Mar12 |
120228 |
2471 |
2476 |
2414 |
2414 |
+1 |
53 |
435 |
-54 |
May12 |
120228 |
2425 |
2454 |
2346 |
2370 |
-30 |
8,910 |
70,398 |
-345 |
Jul12 |
120228 |
2443 |
2465 |
2361 |
2383 |
-31 |
2,112 |
33,906 |
+484 |
Sep12 |
120228 |
2437 |
2467 |
2375 |
2387 |
-30 |
196 |
16,863 |
-3 |
Dec12 |
120228 |
2450 |
2468 |
2386 |
2390 |
-30 |
196 |
20,182 |
+23 |
Mar13 |
120228 |
2460 |
2473 |
2380 |
2395 |
-31 |
217 |
14,683 |
-9 |
May13 |
120228 |
2464 |
2482 |
2406 |
2406 |
-37 |
51 |
3,594 |
-20 |
Total Volume and Open Interest |
11,735 |
161,767 |
+76 |
Coffee "C"(ICE) |
Mar12 |
120228 |
204.45 |
206.25 |
202.35 |
206.15 |
+1.70 |
240 |
519 |
-261 |
May12 |
120228 |
204.50 |
207.35 |
202.15 |
206.25 |
+1.65 |
9,067 |
73,992 |
+47 |
Jul12 |
120228 |
207.35 |
210.00 |
205.00 |
209.05 |
+1.70 |
4,278 |
27,599 |
+1,120 |
Sep12 |
120228 |
210.40 |
211.65 |
207.55 |
211.55 |
+1.70 |
2,605 |
16,348 |
+347 |
Dec12 |
120228 |
213.55 |
214.90 |
211.45 |
214.90 |
+1.75 |
560 |
11,027 |
+92 |
Mar13 |
120228 |
214.20 |
217.60 |
214.20 |
217.55 |
+1.80 |
264 |
1,914 |
+135 |
Total Volume and Open Interest |
17,078 |
132,415 |
+1,541 |
Orange Juice(ICE) |
Mar12 |
120228 |
183.70 |
191.75 |
183.70 |
190.95 |
+7.25 |
686 |
1,537 |
-651 |
May12 |
120228 |
180.80 |
184.85 |
180.80 |
183.95 |
+2.80 |
1,056 |
17,430 |
+484 |
Jul12 |
120228 |
177.00 |
179.80 |
177.00 |
179.50 |
+3.20 |
54 |
1,301 |
+12 |
Sep12 |
120228 |
177.50 |
178.00 |
177.50 |
177.75 |
+2.65 |
17 |
870 |
-5 |
Nov12 |
120228 |
170.00 |
170.60 |
170.00 |
170.00 |
+1.45 |
36 |
403 |
-14 |
Jan13 |
120228 |
167.80 |
167.80 |
167.80 |
167.80 |
+1.25 |
0 |
30 |
+0 |
Total Volume and Open Interest |
1,849 |
21,575 |
-174 |
Sugar #11(ICE) |
Mar12 |
120228 |
26.50 |
26.60 |
26.04 |
26.09 |
-0.41 |
28,317 |
40,537 |
-12,140 |
May12 |
120228 |
25.53 |
25.67 |
25.23 |
25.33 |
-0.22 |
53,811 |
238,144 |
+7,031 |
Jul12 |
120228 |
24.49 |
24.72 |
24.38 |
24.53 |
-0.01 |
30,853 |
199,056 |
+3,594 |
Oct12 |
120228 |
24.43 |
24.64 |
24.31 |
24.51 |
+0.08 |
18,117 |
93,736 |
+2,497 |
Mar13 |
120228 |
24.85 |
25.12 |
24.74 |
25.02 |
+0.16 |
8,969 |
71,639 |
+2,672 |
May13 |
120228 |
24.24 |
24.49 |
24.16 |
24.44 |
+0.18 |
1,807 |
12,362 |
+546 |
Jul13 |
120228 |
23.96 |
24.20 |
23.95 |
24.18 |
+0.22 |
745 |
16,702 |
+160 |
Oct13 |
120228 |
24.05 |
24.29 |
23.96 |
24.26 |
+0.20 |
701 |
16,476 |
+201 |
Total Volume and Open Interest |
144,212 |
710,442 |
+5,020 |
London Cocoa(LCE) |
Mar12 |
120228 |
1552 |
1570 |
1506 |
1513 |
-20 |
2,841 |
51,434 |
+88 |
May12 |
120228 |
1560 |
1576 |
1512 |
1522 |
-20 |
3,548 |
31,322 |
+70 |
Jul12 |
120228 |
1570 |
1583 |
1522 |
1531 |
-20 |
1,333 |
31,894 |
-11 |
Sep12 |
120228 |
1578 |
1580 |
1521 |
1533 |
-16 |
508 |
22,839 |
+161 |
Dec12 |
120228 |
1573 |
1575 |
1516 |
1528 |
-17 |
478 |
21,159 |
+203 |
Mar13 |
120228 |
1576 |
1580 |
1517 |
1525 |
-21 |
1,772 |
15,464 |
+352 |
May13 |
120228 |
1581 |
1581 |
1532 |
1536 |
-21 |
25 |
7,379 |
+1 |
Total Volume and Open Interest |
10,645 |
184,512 |
+898 |
London Sugar(LCE) |
May12 |
120228 |
669.30 |
670.30 |
659.00 |
662.50 |
-8.60 |
2,727 |
25,302 |
-52 |
Aug12 |
120228 |
645.10 |
647.00 |
639.40 |
643.00 |
-5.00 |
1,570 |
19,226 |
-274 |
Oct12 |
120228 |
636.00 |
638.50 |
632.20 |
636.20 |
-3.10 |
732 |
8,264 |
+225 |
Dec12 |
120228 |
635.00 |
638.70 |
630.90 |
635.90 |
-2.30 |
142 |
2,630 |
-2 |
Mar13 |
120228 |
636.00 |
640.40 |
633.50 |
637.50 |
-1.60 |
92 |
4,207 |
-6 |
Total Volume and Open Interest |
5,348 |
59,895 |
-57 |
Cotton(ICE) |
Mar12 |
120228 |
90.97 |
92.12 |
90.97 |
91.66 |
+1.26 |
146 |
374 |
-401 |
May12 |
120228 |
90.80 |
92.74 |
90.75 |
92.24 |
+1.57 |
8,038 |
90,858 |
+134 |
Jul12 |
120228 |
91.80 |
93.83 |
91.80 |
93.30 |
+1.62 |
4,417 |
48,836 |
+879 |
Oct12 |
120228 |
93.80 |
93.80 |
93.80 |
93.80 |
+1.58 |
1 |
87 |
+0 |
Dec12 |
120228 |
90.60 |
92.53 |
90.60 |
91.84 |
+1.17 |
1,255 |
28,330 |
+418 |
Mar13 |
120228 |
92.50 |
92.94 |
92.40 |
92.94 |
+1.06 |
9 |
1,407 |
+4 |
Total Volume and Open Interest |
13,875 |
171,093 |
+1,036 |
Lumber(CME) |
Mar12 |
120228 |
269.2 |
273.0 |
267.0 |
267.7 |
-1.3 |
650 |
1,624 |
-356 |
May12 |
120228 |
279.3 |
283.2 |
276.5 |
277.1 |
-1.4 |
557 |
5,725 |
+159 |
Jul12 |
120228 |
290.7 |
294.0 |
289.6 |
290.1 |
+0.1 |
344 |
1,731 |
+161 |
Sep12 |
120228 |
293.4 |
295.9 |
293.0 |
293.3 |
+1.3 |
134 |
912 |
+106 |
Total Volume and Open Interest |
1,719 |
10,464 |
+101 |
Crude Oil(NYM) |
Apr12 |
120228 |
107.95 |
108.79 |
106.30 |
106.55 |
-2.01 |
267,713 |
267,938 |
+3,591 |
May12 |
120228 |
108.38 |
109.16 |
106.76 |
107.00 |
-2.02 |
72,464 |
128,130 |
+2,753 |
Jun12 |
120228 |
108.92 |
109.61 |
107.18 |
107.45 |
-2.03 |
116,203 |
139,697 |
+1,053 |
Jul12 |
120228 |
109.50 |
109.85 |
107.50 |
107.78 |
-1.97 |
56,420 |
82,445 |
-2,563 |
Aug12 |
120228 |
109.31 |
109.85 |
107.84 |
107.86 |
-1.90 |
40,537 |
46,468 |
+2,083 |
Sep12 |
120228 |
109.04 |
109.81 |
107.63 |
107.81 |
-1.83 |
39,730 |
59,055 |
+4,270 |
Oct12 |
120228 |
109.48 |
109.67 |
107.62 |
107.71 |
-1.77 |
23,433 |
37,348 |
+379 |
Nov12 |
120228 |
109.36 |
109.36 |
107.60 |
107.60 |
-1.71 |
16,979 |
33,456 |
+570 |
Dec12 |
120228 |
109.17 |
109.36 |
107.19 |
107.49 |
-1.66 |
90,615 |
201,050 |
+4,144 |
Jan13 |
120228 |
108.04 |
108.04 |
107.26 |
107.31 |
-1.60 |
6,267 |
35,156 |
-91 |
Feb13 |
120228 |
108.36 |
108.36 |
107.07 |
107.07 |
-1.55 |
2,411 |
18,228 |
+48 |
Mar13 |
120228 |
108.17 |
108.41 |
106.71 |
106.71 |
-1.52 |
3,617 |
22,616 |
+532 |
Apr13 |
120228 |
106.25 |
106.29 |
106.25 |
106.29 |
-1.49 |
1,086 |
9,516 |
-44 |
May13 |
120228 |
105.85 |
105.85 |
105.82 |
105.82 |
-1.47 |
827 |
10,661 |
+2 |
Jun13 |
120228 |
106.45 |
107.03 |
105.24 |
105.32 |
-1.44 |
10,748 |
62,354 |
+1,496 |
Jul13 |
120228 |
104.77 |
104.77 |
104.77 |
104.77 |
-1.39 |
340 |
9,466 |
+126 |
Total Volume and Open Interest |
798,279 |
1,488,085 |
+24,920 |
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 |
120228 |
107.975 |
108.750 |
106.300 |
106.550 |
-2.000 |
8,829 |
1,842 |
-28 |
May12 |
120228 |
108.400 |
109.175 |
106.775 |
107.000 |
-2.025 |
424 |
360 |
+114 |
Jun12 |
120228 |
109.025 |
109.600 |
107.350 |
107.450 |
-2.025 |
79 |
213 |
+8 |
Jul12 |
120228 |
107.775 |
107.775 |
107.775 |
107.775 |
-1.975 |
4 |
26 |
-4 |
Aug12 |
120228 |
107.500 |
107.850 |
107.500 |
107.850 |
-1.900 |
0 |
10 |
+0 |
Sep12 |
120228 |
108.725 |
108.725 |
107.800 |
107.800 |
-1.850 |
0 |
3 |
+0 |
Oct12 |
120228 |
107.700 |
107.700 |
107.700 |
107.700 |
-1.775 |
0 |
10 |
+0 |
Nov12 |
120228 |
109.025 |
109.025 |
107.600 |
107.600 |
-1.700 |
0 |
3 |
+0 |
Total Volume and Open Interest |
9,345 |
2,695 |
+90 |
Heating Oil(NYM) |
Mar12 |
120228 |
327.89 |
328.24 |
322.16 |
322.38 |
-6.26 |
36,866 |
26,188 |
-7,903 |
Apr12 |
120228 |
327.98 |
328.11 |
321.80 |
322.01 |
-6.28 |
62,664 |
93,484 |
+5,166 |
May12 |
120228 |
325.87 |
326.56 |
320.78 |
320.97 |
-6.04 |
19,167 |
43,254 |
+612 |
Jun12 |
120228 |
325.25 |
325.72 |
320.17 |
320.38 |
-5.83 |
19,286 |
59,064 |
-118 |
Jul12 |
120228 |
325.85 |
325.85 |
320.60 |
320.75 |
-5.68 |
3,780 |
21,862 |
-72 |
Aug12 |
120228 |
326.12 |
326.12 |
321.11 |
321.11 |
-5.57 |
2,476 |
10,641 |
+234 |
Sep12 |
120228 |
326.75 |
326.79 |
321.28 |
321.46 |
-5.54 |
1,868 |
13,509 |
-158 |
Oct12 |
120228 |
327.36 |
327.36 |
321.89 |
321.89 |
-5.54 |
585 |
5,315 |
+23 |
Nov12 |
120228 |
326.42 |
326.66 |
322.39 |
322.39 |
-5.54 |
563 |
3,692 |
-77 |
Dec12 |
120228 |
327.77 |
327.85 |
322.48 |
322.70 |
-5.54 |
2,087 |
31,001 |
+330 |
Jan13 |
120228 |
327.30 |
327.75 |
322.89 |
322.89 |
-5.55 |
193 |
3,815 |
+13 |
Feb13 |
120228 |
326.30 |
326.64 |
322.29 |
322.29 |
-5.55 |
109 |
775 |
+18 |
Total Volume and Open Interest |
149,715 |
314,246 |
-1,897 |
Gasoline(NYMEX) |
Mar12 |
120228 |
311.78 |
311.96 |
303.49 |
304.01 |
-8.82 |
21,426 |
21,618 |
-9,298 |
Apr12 |
120228 |
329.91 |
329.91 |
321.76 |
322.47 |
-7.80 |
50,976 |
106,527 |
+1,905 |
May12 |
120228 |
327.92 |
328.69 |
321.54 |
321.95 |
-7.46 |
17,654 |
55,043 |
+1,089 |
Jun12 |
120228 |
324.64 |
325.88 |
319.00 |
319.38 |
-7.03 |
11,001 |
52,686 |
+977 |
Jul12 |
120228 |
321.53 |
321.53 |
315.74 |
315.82 |
-6.57 |
4,001 |
35,426 |
+233 |
Aug12 |
120228 |
316.57 |
317.10 |
311.53 |
311.59 |
-6.13 |
2,820 |
21,661 |
+45 |
Sep12 |
120228 |
310.66 |
311.47 |
306.59 |
306.79 |
-5.76 |
2,372 |
15,143 |
+16 |
Oct12 |
120228 |
295.23 |
296.11 |
291.52 |
291.61 |
-5.39 |
2,527 |
12,640 |
+1,122 |
Nov12 |
120228 |
290.73 |
290.73 |
287.14 |
287.14 |
-4.90 |
1,482 |
5,585 |
-365 |
Dec12 |
120228 |
287.95 |
288.36 |
283.98 |
284.28 |
-4.61 |
1,705 |
18,096 |
+202 |
Total Volume and Open Interest |
117,312 |
357,079 |
-3,910 |
e-miNY RBOB Gasoline(NYM) |
Mar12 |
120228 |
304.00 |
304.01 |
304.00 |
304.00 |
-8.80 |
0 |
1 |
+0 |
Apr12 |
120228 |
322.50 |
322.50 |
322.47 |
322.50 |
-7.80 |
|
|
|
May12 |
120228 |
322.00 |
322.00 |
321.95 |
322.00 |
-7.40 |
|
|
|
Jun12 |
120228 |
319.40 |
319.40 |
319.38 |
319.40 |
-7.00 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Apr12 |
120228 |
2.598 |
2.624 |
2.511 |
2.519 |
-0.084 |
109,713 |
223,561 |
-1,274 |
May12 |
120228 |
2.712 |
2.737 |
2.617 |
2.627 |
-0.085 |
30,809 |
246,770 |
-1,126 |
Jun12 |
120228 |
2.798 |
2.823 |
2.701 |
2.711 |
-0.091 |
16,347 |
76,888 |
-3,969 |
Jul12 |
120228 |
2.864 |
2.890 |
2.767 |
2.779 |
-0.091 |
8,213 |
104,880 |
-3,924 |
Aug12 |
120228 |
2.899 |
2.921 |
2.807 |
2.812 |
-0.092 |
4,689 |
37,845 |
-38 |
Sep12 |
120228 |
2.905 |
2.910 |
2.816 |
2.822 |
-0.092 |
8,460 |
62,679 |
+1,344 |
Oct12 |
120228 |
2.964 |
2.985 |
2.866 |
2.875 |
-0.092 |
14,820 |
118,298 |
-1,718 |
Nov12 |
120228 |
3.148 |
3.148 |
3.046 |
3.050 |
-0.094 |
3,055 |
45,885 |
-1,096 |
Dec12 |
120228 |
3.435 |
3.457 |
3.344 |
3.349 |
-0.097 |
2,692 |
46,118 |
+166 |
Jan13 |
120228 |
3.549 |
3.587 |
3.480 |
3.485 |
-0.096 |
6,523 |
61,604 |
-340 |
Feb13 |
120228 |
3.550 |
3.550 |
3.498 |
3.502 |
-0.095 |
1,126 |
17,336 |
-2 |
Mar13 |
120228 |
3.575 |
3.575 |
3.477 |
3.484 |
-0.095 |
2,711 |
25,599 |
+438 |
Apr13 |
120228 |
3.553 |
3.553 |
3.450 |
3.456 |
-0.095 |
5,608 |
39,785 |
+3,654 |
May13 |
120228 |
3.537 |
3.581 |
3.491 |
3.495 |
-0.095 |
4,544 |
10,935 |
-72 |
Jun13 |
120228 |
3.607 |
3.607 |
3.541 |
3.544 |
-0.095 |
234 |
3,866 |
-13 |
Jul13 |
120228 |
3.673 |
3.673 |
3.585 |
3.587 |
-0.096 |
175 |
4,255 |
+20 |
Total Volume and Open Interest |
300,885 |
1,227,031 |
-23,115 |
Brent Crude Oil(ICE) |
Apr12 |
120228 |
123.39 |
123.95 |
121.50 |
121.55 |
-2.62 |
159,056 |
202,779 |
-14,659 |
May12 |
120228 |
122.77 |
123.05 |
120.58 |
120.63 |
-2.61 |
86,337 |
148,246 |
+8,224 |
Jun12 |
120228 |
122.51 |
122.51 |
120.02 |
120.08 |
-2.58 |
73,054 |
124,095 |
-4,350 |
Jul12 |
120228 |
121.45 |
121.95 |
119.53 |
119.61 |
-2.51 |
27,661 |
55,764 |
+885 |
Aug12 |
120228 |
120.92 |
121.35 |
119.01 |
119.07 |
-2.42 |
18,749 |
48,677 |
-2,989 |
Sep12 |
120228 |
120.61 |
120.61 |
118.30 |
118.40 |
-2.32 |
18,999 |
68,972 |
-3,060 |
Oct12 |
120228 |
119.50 |
120.00 |
117.71 |
117.78 |
-2.23 |
11,111 |
32,835 |
+1,465 |
Nov12 |
120228 |
119.27 |
119.32 |
117.17 |
117.21 |
-2.12 |
5,105 |
20,679 |
+137 |
Dec12 |
120228 |
118.47 |
118.74 |
116.50 |
116.62 |
-2.02 |
38,776 |
115,012 |
-242 |
Jan13 |
120228 |
116.00 |
116.02 |
116.00 |
116.02 |
-1.92 |
2,043 |
16,374 |
+300 |
Feb13 |
120228 |
115.40 |
115.40 |
115.40 |
115.40 |
-1.83 |
909 |
9,322 |
+122 |
Mar13 |
120228 |
114.78 |
114.78 |
114.78 |
114.78 |
-1.76 |
1,172 |
9,030 |
+35 |
Apr13 |
120228 |
114.16 |
114.16 |
114.16 |
114.16 |
-1.70 |
664 |
5,317 |
+204 |
May13 |
120228 |
113.53 |
113.53 |
113.53 |
113.53 |
-1.63 |
685 |
5,469 |
+184 |
Total Volume and Open Interest |
473,958 |
1,032,833 |
-12,708 |
Gas Oil(ICE) |
Mar12 |
120228 |
1026.50 |
1028.75 |
1010.75 |
1022.25 |
-10.00 |
56,860 |
103,745 |
-2,935 |
Apr12 |
120228 |
1027.00 |
1029.25 |
1011.50 |
1023.50 |
-9.25 |
86,709 |
127,804 |
+168 |
May12 |
120228 |
1025.75 |
1027.75 |
1011.00 |
1023.00 |
-8.25 |
45,832 |
70,169 |
+2,591 |
Jun12 |
120228 |
1026.00 |
1026.00 |
1009.50 |
1021.50 |
-7.75 |
40,249 |
57,341 |
-3,285 |
Jul12 |
120228 |
1024.00 |
1025.25 |
1009.75 |
1021.50 |
-7.25 |
12,148 |
31,195 |
-1,870 |
Aug12 |
120228 |
1023.75 |
1025.00 |
1011.00 |
1021.25 |
-7.00 |
3,880 |
21,482 |
+65 |
Sep12 |
120228 |
1023.50 |
1023.50 |
1008.25 |
1020.50 |
-6.75 |
5,450 |
20,852 |
+59 |
Oct12 |
120228 |
1020.75 |
1021.50 |
1007.50 |
1018.50 |
-6.50 |
2,839 |
14,619 |
-84 |
Nov12 |
120228 |
1018.00 |
1018.75 |
1010.25 |
1015.75 |
-6.25 |
2,870 |
10,561 |
+35 |
Dec12 |
120228 |
1015.50 |
1017.25 |
1000.75 |
1013.25 |
-6.25 |
9,591 |
39,453 |
+1,886 |
Total Volume and Open Interest |
270,684 |
557,644 |
-2,397 |
Ethanol(CBOT) |
Feb12 |
120203 |
2.131 |
2.131 |
2.131 |
2.131 |
-0.015 |
10 |
211 |
-29 |
Mar12 |
120228 |
2.245 |
2.270 |
2.240 |
2.263 |
+0.024 |
287 |
442 |
-157 |
Apr12 |
120228 |
2.269 |
2.282 |
2.261 |
2.279 |
+0.015 |
175 |
1,558 |
+19 |
May12 |
120228 |
2.294 |
2.307 |
2.289 |
2.305 |
+0.017 |
124 |
1,340 |
+16 |
Jun12 |
120228 |
2.313 |
2.332 |
2.310 |
2.329 |
+0.018 |
70 |
881 |
-5 |
Jul12 |
120228 |
2.327 |
2.347 |
2.321 |
2.343 |
+0.016 |
74 |
1,777 |
+30 |
Aug12 |
120228 |
2.325 |
2.338 |
2.316 |
2.329 |
+0.015 |
84 |
1,158 |
-36 |
Sep12 |
120228 |
2.270 |
2.291 |
2.265 |
2.288 |
+0.015 |
66 |
1,040 |
+18 |
Total Volume and Open Interest |
1,034 |
11,304 |
-30 |
WTI Crude Oil(ICE) |
Apr12 |
120228 |
107.91 |
108.77 |
106.30 |
106.55 |
-2.01 |
50,554 |
49,097 |
+1,169 |
May12 |
120228 |
108.48 |
109.14 |
106.74 |
107.00 |
-2.02 |
16,926 |
30,476 |
+1,193 |
Jun12 |
120228 |
108.92 |
109.63 |
107.19 |
107.45 |
-2.03 |
29,779 |
52,253 |
+102 |
Jul12 |
120228 |
109.75 |
109.88 |
107.53 |
107.78 |
-1.97 |
11,539 |
28,703 |
+1,036 |
Aug12 |
120228 |
109.56 |
109.78 |
107.60 |
107.86 |
-1.90 |
10,763 |
16,192 |
+366 |
Sep12 |
120228 |
109.56 |
109.83 |
107.55 |
107.81 |
-1.83 |
9,629 |
13,619 |
+437 |
Oct12 |
120228 |
109.51 |
109.64 |
107.44 |
107.71 |
-1.77 |
6,490 |
9,847 |
-709 |
Nov12 |
120228 |
109.35 |
109.52 |
107.32 |
107.60 |
-1.71 |
4,528 |
5,773 |
-482 |
Dec12 |
120228 |
109.23 |
109.42 |
107.19 |
107.49 |
-1.66 |
21,776 |
59,055 |
-119 |
Jan13 |
120228 |
107.31 |
107.31 |
107.31 |
107.31 |
-1.60 |
852 |
5,745 |
-112 |
Feb13 |
120228 |
107.07 |
107.07 |
107.07 |
107.07 |
-1.55 |
233 |
2,047 |
-21 |
Mar13 |
120228 |
106.71 |
106.71 |
106.71 |
106.71 |
-1.52 |
163 |
3,502 |
-5 |
Apr13 |
120228 |
106.29 |
106.29 |
106.29 |
106.29 |
-1.49 |
16 |
487 |
+1 |
May13 |
120228 |
105.82 |
105.82 |
105.82 |
105.82 |
-1.47 |
0 |
624 |
+0 |
Jun13 |
120228 |
106.78 |
106.94 |
105.32 |
105.32 |
-1.44 |
1,670 |
15,517 |
+616 |
Jul13 |
120228 |
104.77 |
104.77 |
104.77 |
104.77 |
-1.39 |
0 |
132 |
+0 |
Total Volume and Open Interest |
171,130 |
376,360 |
+3,407 |
US Dollar Index(ICE) |
Mar12 |
120228 |
78.550 |
78.640 |
78.220 |
78.300 |
-0.277 |
34,096 |
48,796 |
-1,135 |
Jun12 |
120228 |
78.860 |
78.995 |
78.600 |
78.625 |
-0.280 |
138 |
942 |
+4 |
Sep12 |
120228 |
79.005 |
79.005 |
79.005 |
79.005 |
-0.300 |
|
|
|
Total Volume and Open Interest |
34,234 |
49,738 |
-1,131 |
Australian Dollar(CME) |
Mar12 |
120228 |
107.26 |
107.62 |
107.05 |
107.30 |
-0.04 |
99,275 |
153,064 |
+350 |
Jun12 |
120228 |
106.29 |
106.49 |
106.00 |
106.20 |
-0.04 |
336 |
1,158 |
+38 |
Sep12 |
120228 |
105.17 |
105.20 |
105.17 |
105.17 |
-0.03 |
0 |
129 |
+0 |
Total Volume and Open Interest |
99,611 |
154,361 |
+388 |
British Pound(CME) |
Mar12 |
120228 |
158.18 |
159.07 |
157.98 |
158.86 |
+0.69 |
145,632 |
183,974 |
-13,800 |
Jun12 |
120228 |
158.25 |
158.95 |
157.90 |
158.75 |
+0.69 |
482 |
751 |
+99 |
Sep12 |
120228 |
158.63 |
158.63 |
157.95 |
158.63 |
+0.68 |
0 |
4 |
+0 |
Total Volume and Open Interest |
146,114 |
184,732 |
-13,701 |
Canadian Dollar(CME) |
Mar12 |
120228 |
100.08 |
100.54 |
100.06 |
100.34 |
+0.26 |
75,950 |
126,276 |
-1,652 |
Jun12 |
120228 |
99.93 |
100.30 |
99.88 |
100.14 |
+0.26 |
395 |
4,806 |
+45 |
Sep12 |
120228 |
99.80 |
100.20 |
99.69 |
99.94 |
+0.25 |
8 |
1,778 |
+2 |
Dec12 |
120228 |
99.60 |
99.87 |
99.51 |
99.75 |
+0.24 |
36 |
910 |
+12 |
Total Volume and Open Interest |
76,390 |
133,837 |
-1,592 |
Japanese Yen(CME) |
Mar12 |
120228 |
124.24 |
124.99 |
123.79 |
124.17 |
-0.13 |
95,870 |
143,124 |
+138 |
Jun12 |
120228 |
124.44 |
125.12 |
123.92 |
124.28 |
-0.15 |
853 |
2,804 |
+76 |
Sep12 |
120228 |
125.25 |
125.25 |
124.44 |
124.44 |
-0.16 |
0 |
37 |
+0 |
Total Volume and Open Interest |
96,723 |
145,979 |
+214 |
Swiss Franc(CME) |
Mar12 |
120228 |
111.18 |
111.81 |
111.11 |
111.69 |
+0.53 |
43,505 |
53,347 |
+715 |
Jun12 |
120228 |
111.43 |
111.93 |
111.31 |
111.84 |
+0.53 |
112 |
343 |
+23 |
Sep12 |
120228 |
111.80 |
112.03 |
111.52 |
112.03 |
+0.51 |
4 |
7 |
+3 |
Total Volume and Open Interest |
43,621 |
53,698 |
+741 |
EuroFX(CME) |
Mar12 |
120228 |
133.94 |
134.73 |
133.90 |
134.58 |
+0.60 |
263,776 |
268,456 |
-4,628 |
Jun12 |
120228 |
134.10 |
134.78 |
133.98 |
134.65 |
+0.60 |
2,025 |
7,657 |
+859 |
Sep12 |
120228 |
134.18 |
134.93 |
134.15 |
134.73 |
+0.58 |
24 |
180 |
+12 |
Total Volume and Open Interest |
265,826 |
276,318 |
-3,756 |
Mexican Peso(CME) |
Mar12 |
120228 |
775.2 |
779.0 |
773.5 |
775.5 |
unch |
28,459 |
138,146 |
+1,048 |
Apr12 |
120228 |
773.5 |
773.5 |
773.5 |
773.5 |
unch |
|
|
|
Total Volume and Open Interest |
30,965 |
184,589 |
+1,050 |
Brazilian Real(CME) |
Mar12 |
120228 |
588.00 |
589.55 |
586.45 |
588.45 |
+3.60 |
521 |
2,392 |
-306 |
Apr12 |
120228 |
584.40 |
584.40 |
584.40 |
584.40 |
+3.50 |
678 |
1,490 |
+434 |
May12 |
120228 |
580.40 |
580.40 |
580.40 |
580.40 |
+3.45 |
|
|
|
Jun12 |
120228 |
576.35 |
576.35 |
576.35 |
576.35 |
+3.35 |
300 |
766 |
+188 |
Total Volume and Open Interest |
1,499 |
18,198 |
+316 |
30-Year T-Bonds(CBOT) |
Mar12 |
120228 |
143~280 |
144~140 |
143~160 |
143~260 |
-0~050 |
381,478 |
429,801 |
-78,000 |
Jun12 |
120228 |
142~150 |
143~010 |
142~020 |
142~120 |
-0~050 |
174,649 |
197,173 |
+95,547 |
Sep12 |
120228 |
141~100 |
141~130 |
141~080 |
141~080 |
-0~050 |
|
|
|
Total Volume and Open Interest |
556,127 |
626,974 |
+17,547 |
10-Year T-Notes(CBOT) |
Mar12 |
120228 |
131~185 |
131~285 |
131~155 |
131~215 |
+0~015 |
1,059,740 |
1,455,910 |
-207,772 |
Jun12 |
120228 |
131~090 |
131~195 |
131~060 |
131~125 |
+0~015 |
454,610 |
492,554 |
+241,483 |
Sep12 |
120228 |
130~175 |
130~175 |
130~160 |
130~175 |
+0~015 |
|
|
|
Total Volume and Open Interest |
1,514,350 |
1,948,465 |
+33,711 |
5-Year T-Notes(CBOT) |
Mar12 |
120228 |
123~061 |
123~076 |
123~055 |
123~065 |
+0~002 |
615,617 |
1,041,806 |
-141,560 |
Jun12 |
120228 |
123~041 |
123~059 |
123~034 |
123~050 |
+0~008 |
288,754 |
419,175 |
+127,130 |
Sep12 |
120228 |
122~074 |
122~074 |
122~066 |
122~074 |
+0~008 |
|
|
|
Total Volume and Open Interest |
904,371 |
1,460,981 |
-14,430 |
2 Year T-Notes(CBOT) |
Mar12 |
120228 |
110~030 |
110~032 |
110~028 |
110~031 |
+0~001 |
348,424 |
551,997 |
-107,101 |
Jun12 |
120228 |
110~019 |
110~021 |
110~017 |
110~019 |
+0~001 |
226,432 |
331,717 |
+118,678 |
Sep12 |
120228 |
109~085 |
109~085 |
109~084 |
109~085 |
+0~001 |
|
|
|
Total Volume and Open Interest |
574,856 |
883,714 |
+11,577 |
Eurodollars(CME) |
Mar12 |
120228 |
99.527 |
99.543 |
99.525 |
99.535 |
+0.013 |
89,803 |
875,587 |
+1,012 |
Jun12 |
120228 |
99.510 |
99.530 |
99.505 |
99.525 |
+0.025 |
141,166 |
1,134,062 |
-8,318 |
Sep12 |
120228 |
99.470 |
99.495 |
99.470 |
99.485 |
+0.020 |
97,453 |
849,697 |
-1,367 |
Dec12 |
120228 |
99.430 |
99.455 |
99.425 |
99.445 |
+0.020 |
109,315 |
892,086 |
-7,506 |
Mar13 |
120228 |
99.405 |
99.435 |
99.395 |
99.420 |
+0.020 |
121,553 |
713,750 |
+16,064 |
Jun13 |
120228 |
99.370 |
99.405 |
99.360 |
99.390 |
+0.025 |
99,184 |
644,358 |
+5,961 |
Sep13 |
120228 |
99.330 |
99.365 |
99.315 |
99.350 |
+0.025 |
53,264 |
612,196 |
-2,787 |
Dec13 |
120228 |
99.265 |
99.310 |
99.255 |
99.295 |
+0.030 |
67,503 |
540,321 |
-1,904 |
Mar14 |
120228 |
99.205 |
99.250 |
99.195 |
99.235 |
+0.030 |
53,217 |
412,828 |
+345 |
Jun14 |
120228 |
99.115 |
99.160 |
99.100 |
99.140 |
+0.030 |
45,877 |
292,844 |
-4,951 |
Sep14 |
120228 |
98.990 |
99.040 |
98.985 |
99.020 |
+0.030 |
40,033 |
249,122 |
+2,148 |
Dec14 |
120228 |
98.840 |
98.885 |
98.830 |
98.865 |
+0.030 |
40,159 |
294,956 |
-2,169 |
Mar15 |
120228 |
98.685 |
98.735 |
98.675 |
98.715 |
+0.030 |
22,844 |
206,453 |
+989 |
Jun15 |
120228 |
0.221 |
0.276 |
0.211 |
0.251 |
+0.025 |
35,737 |
191,178 |
+8,850 |
Sep15 |
120228 |
0.071 |
0.126 |
0.061 |
0.096 |
+0.020 |
22,626 |
117,374 |
+2,020 |
Dec15 |
120228 |
6.475 |
6.525 |
6.455 |
6.490 |
+0.015 |
17,910 |
120,876 |
+3,038 |
Mar16 |
120228 |
6.325 |
6.385 |
6.315 |
6.350 |
+0.010 |
9,391 |
69,584 |
+610 |
Jun16 |
120228 |
6.185 |
6.240 |
6.170 |
6.205 |
+0.005 |
11,920 |
74,273 |
+1,323 |
Total Volume and Open Interest |
1,102,758 |
8,513,024 |
+14,538 |
30 Day Federal Funds(CBOT) |
Feb12 |
120228 |
99.897 |
99.897 |
99.895 |
99.895 |
unch |
181 |
68,302 |
-109 |
Mar12 |
120228 |
99.885 |
99.890 |
99.880 |
99.885 |
unch |
4,705 |
59,833 |
+1,530 |
Apr12 |
120228 |
99.885 |
99.885 |
99.880 |
99.885 |
unch |
1,513 |
42,162 |
-149 |
May12 |
120228 |
99.880 |
99.885 |
99.875 |
99.880 |
unch |
1,739 |
47,647 |
+280 |
Jun12 |
120228 |
99.875 |
99.885 |
99.875 |
99.880 |
unch |
1,288 |
33,394 |
-12 |
Jul12 |
120228 |
99.870 |
99.875 |
99.865 |
99.870 |
unch |
3,076 |
38,905 |
-373 |
Total Volume and Open Interest |
20,386 |
562,031 |
+2,570 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120228 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
58 |
+0 |
Jun12 |
120228 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
120228 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.003 |
|
|
|
Dec12 |
120228 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.003 |
|
|
|
Mar13 |
120228 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.005 |
|
|
|
Jun13 |
120228 |
99.660 |
99.660 |
99.660 |
99.660 |
+0.005 |
|
|
|
Sep13 |
120228 |
99.660 |
99.660 |
99.660 |
99.660 |
+0.005 |
|
|
|
Dec13 |
120228 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Mar14 |
120228 |
99.510 |
99.510 |
99.510 |
99.510 |
unch |
|
|
|
Jun14 |
120228 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
58 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120228 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
509 |
1,915 |
+251 |
Jun12 |
120228 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
9 |
1,849 |
+5 |
Sep12 |
120228 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
683 |
+0 |
Dec12 |
120228 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
415 |
+0 |
Mar13 |
120228 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
131 |
+0 |
Jun13 |
120228 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.01 |
0 |
216 |
+0 |
Sep13 |
120228 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.01 |
0 |
325 |
+0 |
Dec13 |
120228 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
295 |
+0 |
Total Volume and Open Interest |
518 |
5,829 |
+256 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120228 |
142.65 |
142.74 |
142.62 |
142.70 |
+0.07 |
3,674 |
25,643 |
-448 |
Jun12 |
120228 |
142.19 |
142.26 |
142.19 |
142.26 |
+0.07 |
60 |
111 |
+52 |
Sep12 |
120228 |
140.17 |
140.17 |
140.17 |
140.17 |
+0.07 |
0 |
5 |
+0 |
Total Volume and Open Interest |
3,734 |
25,763 |
-396 |
Euro-Bund(EUREX) |
Mar12 |
120228 |
139.61 |
140.20 |
139.52 |
140.06 |
+0.32 |
485,220 |
929,363 |
-58,792 |
Jun12 |
120228 |
137.98 |
138.48 |
137.79 |
138.33 |
+0.31 |
29,454 |
81,901 |
+19,160 |
Sep12 |
120228 |
138.26 |
138.26 |
138.26 |
138.26 |
+0.32 |
50 |
1 |
+0 |
Total Volume and Open Interest |
514,724 |
1,011,265 |
-39,632 |
Euro-Bobl(EUREX) |
Mar12 |
120228 |
125.63 |
125.78 |
125.54 |
125.72 |
+0.05 |
282,119 |
688,206 |
-33,287 |
Jun12 |
120228 |
124.06 |
124.17 |
123.95 |
124.12 |
+0.05 |
10,046 |
46,589 |
+6,520 |
Sep12 |
120228 |
123.97 |
123.97 |
123.97 |
123.97 |
+0.05 |
0 |
3 |
+0 |
Total Volume and Open Interest |
292,165 |
734,798 |
-26,767 |
3-Mth Euribor(EUREX) |
Mar12 |
120228 |
99.125 |
99.125 |
99.125 |
99.125 |
unch |
50 |
1,667 |
+44 |
Jun12 |
120228 |
99.265 |
99.265 |
99.260 |
99.260 |
unch |
0 |
1,274 |
+0 |
Sep12 |
120228 |
99.280 |
99.280 |
99.280 |
99.280 |
unch |
0 |
979 |
+0 |
Total Volume and Open Interest |
78 |
6,645 |
+71 |
Long Gilt(LIFFE) |
Mar12 |
120228 |
116~21 |
117~04 |
116~20 |
116~29 |
+0~04 |
276,203 |
144,241 |
-89,299 |
Jun12 |
120228 |
115~14 |
115~26 |
115~10 |
115~19 |
+0~03 |
190,466 |
233,251 |
+126,801 |
Total Volume and Open Interest |
466,669 |
377,492 |
+37,502 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120228 |
98.99 |
99.00 |
98.98 |
98.98 |
-0.01 |
9,043 |
283,981 |
-999 |
Jun12 |
120228 |
99.06 |
99.06 |
99.04 |
99.05 |
unch |
19,348 |
252,277 |
-2,212 |
Sep12 |
120228 |
99.09 |
99.09 |
99.07 |
99.09 |
+0.01 |
25,582 |
284,812 |
-2,021 |
Dec12 |
120228 |
99.10 |
99.10 |
99.07 |
99.10 |
+0.02 |
54,438 |
224,171 |
+688 |
Mar13 |
120228 |
99.10 |
99.10 |
99.07 |
99.10 |
+0.02 |
46,073 |
297,827 |
+7,016 |
Jun13 |
120228 |
99.06 |
99.07 |
99.03 |
99.06 |
+0.01 |
36,661 |
208,207 |
-5,126 |
Total Volume and Open Interest |
275,250 |
2,047,452 |
+3,485 |
3-Mth Euribor(LIFFE) |
Mar12 |
120228 |
99.120 |
99.130 |
99.110 |
99.125 |
unch |
61,604 |
520,108 |
-4,916 |
Jun12 |
120228 |
99.260 |
99.270 |
99.240 |
99.260 |
unch |
101,185 |
462,407 |
-2,576 |
Sep12 |
120228 |
99.275 |
99.290 |
99.255 |
99.280 |
unch |
98,265 |
425,733 |
-5,969 |
Total Volume and Open Interest |
670,038 |
3,334,525 |
+13,005 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120228 |
95.58 |
95.60 |
95.56 |
95.59 |
+0.01 |
35,713 |
140,988 |
-16,796 |
Jun12 |
120228 |
95.74 |
95.79 |
95.73 |
95.77 |
+0.03 |
23,316 |
217,086 |
-3,627 |
Sep12 |
120228 |
95.81 |
95.88 |
95.80 |
95.87 |
+0.06 |
12,832 |
141,844 |
+2,561 |
Dec12 |
120228 |
95.82 |
95.90 |
95.82 |
95.89 |
+0.06 |
6,466 |
94,003 |
+1,399 |
Mar13 |
120228 |
95.82 |
95.89 |
95.81 |
95.88 |
+0.06 |
3,060 |
64,450 |
+1,394 |
Jun13 |
120228 |
95.77 |
95.84 |
95.77 |
95.84 |
+0.06 |
1,344 |
60,533 |
+413 |
Sep13 |
120228 |
95.74 |
95.80 |
95.74 |
95.79 |
+0.06 |
465 |
35,716 |
+60 |
Dec13 |
120228 |
95.71 |
95.75 |
95.71 |
95.75 |
+0.06 |
273 |
27,560 |
-62 |
Mar14 |
120228 |
95.66 |
95.71 |
95.66 |
95.71 |
+0.06 |
1 |
2,998 |
-10 |
Jun14 |
120228 |
95.59 |
95.65 |
95.59 |
95.65 |
+0.06 |
0 |
520 |
+0 |
Total Volume and Open Interest |
83,470 |
785,945 |
-14,668 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120228 |
95.92 |
95.99 |
95.91 |
95.97 |
+0.06 |
38,116 |
364,017 |
+416 |
Jun12 |
120228 |
95.97 |
95.97 |
95.97 |
95.97 |
+0.06 |
|
|
|
Total Volume and Open Interest |
38,116 |
364,017 |
+416 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120228 |
96.34 |
96.41 |
96.33 |
96.39 |
+0.06 |
115,852 |
449,475 |
-37,246 |
Jun12 |
120228 |
96.42 |
96.42 |
96.42 |
96.42 |
+0.07 |
|
|
|
Total Volume and Open Interest |
115,852 |
449,475 |
-37,246 |
Gold(CMX) |
Apr12 |
120228 |
1770.2 |
1792.7 |
1767.0 |
1788.4 |
+13.5 |
139,752 |
261,636 |
-2,614 |
Jun12 |
120228 |
1772.0 |
1794.1 |
1770.0 |
1791.2 |
+13.6 |
15,058 |
61,874 |
-389 |
Aug12 |
120228 |
1774.3 |
1794.5 |
1774.3 |
1793.9 |
+13.5 |
3,925 |
25,590 |
+527 |
Oct12 |
120228 |
1779.3 |
1796.4 |
1779.3 |
1796.4 |
+13.4 |
368 |
11,416 |
-58 |
Dec12 |
120228 |
1779.9 |
1799.5 |
1779.7 |
1798.9 |
+13.4 |
1,084 |
31,487 |
+142 |
Feb13 |
120228 |
1790.3 |
1801.4 |
1789.9 |
1801.4 |
+13.4 |
813 |
14,636 |
-424 |
Apr13 |
120228 |
1804.1 |
1804.1 |
1804.1 |
1804.1 |
+13.4 |
806 |
4,109 |
+776 |
Jun13 |
120228 |
1807.2 |
1807.2 |
1807.2 |
1807.2 |
+13.4 |
1,073 |
9,265 |
-604 |
Aug13 |
120228 |
1810.6 |
1810.6 |
1810.6 |
1810.6 |
+13.4 |
0 |
279 |
+0 |
Oct13 |
120228 |
1814.2 |
1814.2 |
1814.2 |
1814.2 |
+13.4 |
0 |
1 |
+0 |
Dec13 |
120228 |
1812.3 |
1818.0 |
1812.3 |
1818.0 |
+13.4 |
681 |
10,635 |
+306 |
Total Volume and Open Interest |
165,300 |
467,902 |
-2,353 |
Silver(CMX) |
Mar12 |
120228 |
3545.0 |
3722.5 |
3531.5 |
3714.0 |
+161.6 |
58,940 |
20,160 |
-1,233 |
May12 |
120228 |
3553.5 |
3729.5 |
3539.0 |
3720.5 |
+160.1 |
28,402 |
51,990 |
+2,519 |
Jul12 |
120228 |
3548.5 |
3735.0 |
3548.5 |
3726.4 |
+160.2 |
3,342 |
10,015 |
+279 |
Sep12 |
120228 |
3560.5 |
3731.0 |
3560.5 |
3730.9 |
+160.5 |
727 |
4,368 |
+349 |
Dec12 |
120228 |
3556.0 |
3741.5 |
3556.0 |
3736.9 |
+160.7 |
920 |
13,474 |
+317 |
Mar13 |
120228 |
3739.6 |
3739.6 |
3739.6 |
3739.6 |
+161.3 |
41 |
1,606 |
+29 |
May13 |
120228 |
3740.2 |
3740.2 |
3740.2 |
3740.2 |
+161.3 |
0 |
1,088 |
+0 |
Total Volume and Open Interest |
92,720 |
118,204 |
+2,330 |
Platinum(NYMEX) |
Apr12 |
120228 |
1707.0 |
1728.4 |
1694.2 |
1723.5 |
+9.2 |
9,317 |
39,541 |
-863 |
Jul12 |
120228 |
1709.2 |
1731.6 |
1700.1 |
1727.6 |
+9.6 |
762 |
4,657 |
+727 |
Oct12 |
120228 |
1723.5 |
1732.7 |
1723.5 |
1730.7 |
+9.7 |
10 |
421 |
+6 |
Jan13 |
120228 |
1733.7 |
1733.7 |
1733.7 |
1733.7 |
+9.7 |
0 |
3 |
+0 |
Total Volume and Open Interest |
10,089 |
44,622 |
-130 |
Palladium(NYMEX) |
Mar12 |
120228 |
44.34 |
66.54 |
44.34 |
64.39 |
+14.45 |
6,815 |
5,626 |
-3,228 |
Jun12 |
120228 |
49.69 |
70.44 |
48.09 |
66.84 |
+14.80 |
5,367 |
15,587 |
+3,217 |
Sep12 |
120228 |
68.29 |
68.49 |
68.29 |
68.29 |
+14.80 |
6 |
308 |
+0 |
Total Volume and Open Interest |
12,188 |
21,525 |
-11 |
Copper(CMX) |
Mar12 |
120228 |
387.00 |
394.85 |
385.90 |
391.20 |
+3.15 |
55,989 |
18,189 |
-5,045 |
May12 |
120228 |
388.90 |
395.75 |
386.70 |
392.15 |
+3.25 |
27,415 |
73,446 |
+2,455 |
Jul12 |
120228 |
388.35 |
396.10 |
388.00 |
393.00 |
+3.30 |
6,676 |
33,235 |
+600 |
Sep12 |
120228 |
389.10 |
393.90 |
389.10 |
393.85 |
+3.40 |
1,237 |
11,608 |
+250 |
Dec12 |
120228 |
392.20 |
394.85 |
392.20 |
394.60 |
+3.55 |
432 |
8,792 |
-18 |
Total Volume and Open Interest |
92,706 |
157,871 |
-1,783 |
DJIA Index(CBOT) |
Mar12 |
120228 |
12975 |
13022 |
12950 |
12997 |
+28 |
135 |
13,033 |
+7 |
Jun12 |
120228 |
12925 |
12925 |
12897 |
12925 |
+28 |
0 |
286 |
+0 |
Sep12 |
120228 |
12862 |
12862 |
12834 |
12862 |
+28 |
|
|
|
Dec12 |
120228 |
12785 |
12785 |
12757 |
12785 |
+28 |
|
|
|
Total Volume and Open Interest |
135 |
13,319 |
+7 |
E-mini DJIA Index(CBOT) |
Mar12 |
120228 |
12972 |
13023 |
12938 |
12997 |
+28 |
82,410 |
108,991 |
-1,440 |
Jun12 |
120228 |
12952 |
12952 |
12845 |
12925 |
+28 |
16 |
194 |
+2 |
Sep12 |
120228 |
12837 |
12862 |
12837 |
12862 |
+28 |
0 |
21 |
+0 |
Dec12 |
120228 |
12785 |
12785 |
12785 |
12785 |
+28 |
1 |
14 |
+0 |
Total Volume and Open Interest |
82,427 |
109,220 |
-1,438 |
S & P 500(CME) |
Mar12 |
120228 |
1366.60 |
1373.60 |
1364.80 |
1371.40 |
+4.10 |
7,041 |
236,138 |
-1,464 |
Jun12 |
120228 |
1365.00 |
1366.00 |
1359.40 |
1365.60 |
+4.20 |
1,074 |
11,115 |
-313 |
Sep12 |
120228 |
1359.00 |
1359.50 |
1353.40 |
1359.50 |
+4.10 |
17 |
1,040 |
+0 |
Dec12 |
120228 |
1353.40 |
1353.40 |
1347.40 |
1353.40 |
+4.00 |
123 |
602 |
+100 |
Total Volume and Open Interest |
8,255 |
248,895 |
-1,677 |
S & P 500 E-Mini(Globex) |
Mar12 |
120228 |
1367.25 |
1373.75 |
1364.50 |
1371.50 |
+4.25 |
1,165,825 |
2,723,016 |
+7,783 |
Jun12 |
120228 |
1360.75 |
1367.75 |
1358.75 |
1365.50 |
+4.00 |
6,144 |
89,013 |
+6,086 |
Total Volume and Open Interest |
1,171,980 |
2,812,396 |
+13,748 |
NASDAQ 100(CME) |
Mar12 |
120228 |
2608.00 |
2636.00 |
2608.00 |
2632.00 |
+24.00 |
693 |
18,908 |
-16 |
Jun12 |
120228 |
2626.30 |
2627.00 |
2626.30 |
2626.30 |
+24.00 |
0 |
80 |
+0 |
Sep12 |
120228 |
2623.80 |
2623.80 |
2619.80 |
2623.80 |
+24.00 |
|
|
|
Total Volume and Open Interest |
693 |
18,988 |
-16 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120228 |
2609.50 |
2635.00 |
2607.50 |
2632.00 |
+24.00 |
147,647 |
473,004 |
-4,306 |
Jun12 |
120228 |
2605.00 |
2629.30 |
2602.50 |
2626.30 |
+24.00 |
101 |
1,077 |
+45 |
Total Volume and Open Interest |
147,748 |
474,102 |
-4,261 |
S & P Midcap 400(CME) |
Mar12 |
120228 |
982.80 |
986.00 |
976.50 |
982.80 |
-2.60 |
182 |
2,402 |
+146 |
Jun12 |
120228 |
979.90 |
979.90 |
979.90 |
979.90 |
-2.10 |
|
|
|
Sep12 |
120228 |
977.90 |
977.90 |
977.90 |
977.90 |
-2.10 |
|
|
|
Total Volume and Open Interest |
182 |
2,402 |
+146 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120228 |
9595 |
9825 |
9535 |
9795 |
+200 |
8,102 |
33,412 |
+2,662 |
Jun12 |
120228 |
9530 |
9740 |
9530 |
9735 |
+200 |
18 |
680 |
+8 |
Total Volume and Open Interest |
8,120 |
34,092 |
+2,670 |
Nikkei 225(SGX) |
Mar12 |
120228 |
9570 |
9770 |
9475 |
9760 |
+160 |
114,232 |
219,142 |
+2,521 |
Jun12 |
120228 |
9500 |
9680 |
9435 |
9680 |
+150 |
114 |
11,552 |
+17 |
Sep12 |
120228 |
9680 |
9680 |
9680 |
9680 |
+160 |
0 |
30 |
+0 |
Total Volume and Open Interest |
114,545 |
238,270 |
+2,644 |
CAC 40(EURONEXT) |
Mar12 |
120228 |
3460.0 |
3463.5 |
3425.5 |
3456.5 |
+14.0 |
98,192 |
364,160 |
+11,317 |
Apr12 |
120228 |
3450.0 |
3452.5 |
3421.5 |
3449.0 |
+13.5 |
4,075 |
9,739 |
+9,344 |
May12 |
120228 |
3387.0 |
3387.0 |
3387.0 |
3387.0 |
+14.0 |
|
|
|
Total Volume and Open Interest |
102,305 |
374,064 |
+20,662 |
Hang Seng Index(HKFE) |
Feb12 |
120228 |
21236 |
21414 |
21236 |
21403 |
+198 |
102,433 |
53,197 |
-18,902 |
Mar12 |
120228 |
21222 |
21573 |
21196 |
21501 |
+336 |
43,346 |
67,908 |
+31,634 |
Total Volume and Open Interest |
145,962 |
125,491 |
+12,718 |
DAX(EUREX) |
Mar12 |
120228 |
6875.0 |
6904.5 |
6810.5 |
6891.5 |
+27.0 |
109,068 |
161,788 |
-475 |
Jun12 |
120228 |
6900.0 |
6916.5 |
6831.0 |
6905.0 |
+27.0 |
752 |
7,258 |
+498 |
Sep12 |
120228 |
6892.0 |
6914.0 |
6892.0 |
6914.0 |
+27.5 |
6 |
496 |
-1 |
Total Volume and Open Interest |
109,826 |
169,542 |
+22 |
FT-SE 100(EURONEXT) |
Mar12 |
120228 |
5896.50 |
5914.50 |
5876.00 |
5904.50 |
+8.00 |
75,095 |
647,461 |
+7,411 |
Jun12 |
120228 |
5859.00 |
5861.00 |
5834.00 |
5852.50 |
+7.50 |
47 |
10,994 |
+24 |
Sep12 |
120228 |
5820.00 |
5820.00 |
5820.00 |
5820.00 |
+8.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
75,142 |
658,465 |
+7,435 |
SPI 200(SFE) |
Mar12 |
120228 |
4268.0 |
4282.0 |
4241.0 |
4257.0 |
-13.0 |
32,663 |
197,403 |
-2,924 |
Jun12 |
120228 |
4275.0 |
4283.0 |
4271.0 |
4271.0 |
-13.0 |
60 |
2,232 |
-2 |
Sep12 |
120228 |
4240.0 |
4240.0 |
4240.0 |
4240.0 |
-14.0 |
140 |
1,611 |
-29 |
Total Volume and Open Interest |
33,050 |
202,435 |
-2,843 |
GSCI(CME) |
Mar12 |
120228 |
709.00 |
711.00 |
703.00 |
704.60 |
-7.15 |
450 |
10,174 |
+136 |
Apr12 |
120228 |
710.35 |
712.35 |
704.20 |
705.80 |
-6.95 |
2 |
0 |
+0 |
May12 |
120228 |
707.00 |
714.25 |
705.00 |
707.00 |
-7.00 |
|
|
|
Total Volume and Open Interest |
452 |
10,174 |
+136 |
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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