|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed February 29, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120229 |
1304.25 |
1317.50 |
1301.50 |
1313.50 |
+8.25 |
73,387 |
30,025 |
-19,660 |
May12 |
120229 |
1311.00 |
1324.25 |
1308.00 |
1320.00 |
+7.50 |
117,647 |
236,804 |
+15,125 |
Jul12 |
120229 |
1318.00 |
1331.75 |
1315.50 |
1327.75 |
+8.00 |
28,006 |
122,521 |
+817 |
Aug12 |
120229 |
1309.75 |
1321.25 |
1308.00 |
1317.00 |
+4.50 |
857 |
3,244 |
+83 |
Sep12 |
120229 |
1299.25 |
1305.00 |
1293.50 |
1300.50 |
+2.00 |
219 |
3,083 |
+46 |
Nov12 |
120229 |
1287.00 |
1293.75 |
1282.50 |
1289.00 |
+0.50 |
19,261 |
103,790 |
+1,327 |
Jan13 |
120229 |
1291.00 |
1296.00 |
1286.50 |
1292.75 |
+1.00 |
1,478 |
17,444 |
+104 |
Mar13 |
120229 |
1289.00 |
1295.00 |
1286.25 |
1290.00 |
+0.25 |
959 |
6,400 |
+268 |
May13 |
120229 |
1287.00 |
1290.00 |
1281.25 |
1285.50 |
unch |
550 |
2,865 |
+104 |
Jul13 |
120229 |
1288.00 |
1290.75 |
1282.75 |
1288.00 |
+0.50 |
1,057 |
5,556 |
+574 |
Aug13 |
120229 |
1276.25 |
1276.25 |
1273.50 |
1276.25 |
+2.75 |
4 |
4 |
+0 |
Sep13 |
120229 |
1250.50 |
1250.50 |
1248.50 |
1250.50 |
+2.00 |
10 |
52 |
+1 |
Nov13 |
120229 |
1215.00 |
1225.00 |
1215.00 |
1224.00 |
+5.00 |
336 |
5,276 |
+252 |
Jan14 |
120229 |
1227.00 |
1230.75 |
1225.75 |
1230.75 |
+5.00 |
1 |
111 |
+1 |
Total Volume and Open Interest |
243,783 |
537,653 |
-956 |
Soybean Meal(CBOT) |
Mar12 |
120229 |
345.50 |
352.10 |
344.60 |
351.20 |
+4.70 |
27,356 |
13,639 |
-4,709 |
May12 |
120229 |
348.00 |
354.20 |
347.30 |
352.90 |
+3.60 |
43,638 |
85,662 |
+7,497 |
Jul12 |
120229 |
349.90 |
354.80 |
348.40 |
353.60 |
+2.90 |
8,409 |
36,565 |
+162 |
Aug12 |
120229 |
346.80 |
352.70 |
346.80 |
351.70 |
+2.60 |
730 |
6,954 |
-3 |
Sep12 |
120229 |
345.10 |
349.20 |
344.80 |
348.10 |
+1.80 |
297 |
6,346 |
+9 |
Oct12 |
120229 |
340.00 |
343.70 |
339.50 |
342.70 |
+1.40 |
164 |
3,571 |
-67 |
Dec12 |
120229 |
339.00 |
342.60 |
337.80 |
341.60 |
+1.30 |
2,329 |
20,903 |
-21 |
Jan13 |
120229 |
341.30 |
342.70 |
339.40 |
341.90 |
+1.30 |
0 |
2,925 |
+0 |
Mar13 |
120229 |
341.40 |
342.60 |
338.00 |
342.10 |
+1.30 |
47 |
3,637 |
+16 |
May13 |
120229 |
339.70 |
340.60 |
338.40 |
340.60 |
+1.30 |
14 |
1,695 |
+3 |
Total Volume and Open Interest |
83,060 |
184,559 |
+2,906 |
Soybean Oil(CBOT) |
Mar12 |
120229 |
54.35 |
54.49 |
53.99 |
54.09 |
-0.33 |
34,093 |
20,673 |
-6,682 |
May12 |
120229 |
54.71 |
54.87 |
54.35 |
54.47 |
-0.33 |
55,963 |
149,945 |
+4,821 |
Jul12 |
120229 |
55.14 |
55.25 |
54.74 |
54.87 |
-0.32 |
11,209 |
74,490 |
+2,144 |
Aug12 |
120229 |
55.24 |
55.29 |
54.85 |
54.97 |
-0.32 |
666 |
8,609 |
+29 |
Sep12 |
120229 |
55.35 |
55.42 |
54.90 |
55.07 |
-0.31 |
113 |
6,367 |
-43 |
Oct12 |
120229 |
55.40 |
55.40 |
55.01 |
55.13 |
-0.30 |
150 |
5,978 |
-15 |
Dec12 |
120229 |
55.49 |
55.67 |
55.15 |
55.35 |
-0.26 |
3,233 |
38,384 |
-241 |
Jan13 |
120229 |
55.63 |
55.63 |
55.31 |
55.41 |
-0.26 |
64 |
2,009 |
+31 |
Mar13 |
120229 |
55.37 |
55.74 |
55.31 |
55.46 |
-0.28 |
33 |
1,836 |
+24 |
May13 |
120229 |
55.39 |
55.66 |
55.21 |
55.38 |
-0.28 |
6 |
884 |
+6 |
Total Volume and Open Interest |
106,273 |
313,305 |
+373 |
Canola(WCE) |
Mar12 |
120229 |
581.5 |
583.0 |
577.3 |
578.0 |
-2.8 |
5,555 |
3,377 |
-4,208 |
May12 |
120229 |
572.1 |
578.9 |
572.1 |
575.5 |
+1.4 |
12,721 |
91,467 |
+4,825 |
Jul12 |
120229 |
574.0 |
578.4 |
571.6 |
575.1 |
+1.5 |
2,978 |
34,501 |
+523 |
Nov12 |
120229 |
538.1 |
543.0 |
537.0 |
538.8 |
+0.7 |
3,176 |
48,945 |
+954 |
Jan13 |
120229 |
542.3 |
546.6 |
542.0 |
542.6 |
+0.5 |
233 |
2,532 |
+129 |
Total Volume and Open Interest |
24,748 |
182,894 |
+2,292 |
Corn(CBOT) |
Mar12 |
120229 |
653.00 |
659.00 |
651.25 |
656.50 |
+3.00 |
146,780 |
83,253 |
-50,131 |
May12 |
120229 |
656.00 |
661.50 |
653.25 |
658.00 |
+0.75 |
201,101 |
465,852 |
+25,915 |
Jul12 |
120229 |
657.25 |
663.25 |
655.50 |
660.50 |
+1.75 |
58,988 |
285,120 |
+3,987 |
Sep12 |
120229 |
595.75 |
601.50 |
593.25 |
600.75 |
+5.00 |
9,963 |
99,775 |
+459 |
Dec12 |
120229 |
562.00 |
569.75 |
561.00 |
568.50 |
+5.00 |
34,730 |
270,173 |
+447 |
Mar13 |
120229 |
572.00 |
580.00 |
572.00 |
578.75 |
+4.25 |
2,608 |
46,924 |
-15 |
May13 |
120229 |
579.00 |
585.75 |
579.00 |
585.50 |
+4.25 |
246 |
2,959 |
-14 |
Jul13 |
120229 |
583.00 |
589.75 |
581.50 |
589.00 |
+4.00 |
650 |
4,239 |
+216 |
Sep13 |
120229 |
556.00 |
565.00 |
556.00 |
564.50 |
+7.50 |
1 |
866 |
+1 |
Dec13 |
120229 |
553.00 |
560.50 |
552.75 |
560.00 |
+4.00 |
1,223 |
20,029 |
+346 |
Total Volume and Open Interest |
456,404 |
1,282,366 |
-18,751 |
Wheat(CBOT) |
Mar12 |
120229 |
662.00 |
671.50 |
655.00 |
664.25 |
+2.00 |
31,134 |
10,709 |
-14,835 |
May12 |
120229 |
667.50 |
674.50 |
660.25 |
668.00 |
-0.25 |
61,380 |
199,463 |
+4,935 |
Jul12 |
120229 |
679.00 |
685.00 |
671.50 |
680.50 |
+1.00 |
19,898 |
114,868 |
+1,483 |
Sep12 |
120229 |
693.00 |
697.50 |
685.50 |
696.50 |
+3.00 |
4,711 |
46,415 |
+196 |
Dec12 |
120229 |
709.75 |
714.50 |
701.25 |
713.50 |
+3.75 |
7,224 |
65,352 |
+724 |
Mar13 |
120229 |
721.25 |
727.50 |
715.00 |
727.00 |
+4.00 |
739 |
7,668 |
+108 |
Total Volume and Open Interest |
125,823 |
452,061 |
-7,312 |
Wheat(KCBT) |
Mar12 |
120229 |
697.50 |
705.00 |
692.50 |
699.00 |
-0.50 |
13,412 |
5,346 |
-5,346 |
May12 |
120229 |
709.00 |
714.50 |
701.00 |
708.50 |
-1.50 |
12,538 |
48,755 |
+1,384 |
Jul12 |
120229 |
717.25 |
722.75 |
703.50 |
717.00 |
-1.75 |
5,772 |
51,764 |
+1,894 |
Sep12 |
120229 |
728.75 |
735.00 |
724.00 |
729.50 |
-1.50 |
646 |
11,045 |
-78 |
Dec12 |
120229 |
746.25 |
751.50 |
740.25 |
747.00 |
-1.50 |
714 |
13,847 |
+22 |
Mar13 |
120229 |
762.00 |
762.75 |
754.00 |
758.00 |
-2.75 |
60 |
635 |
+45 |
Total Volume and Open Interest |
33,169 |
131,896 |
-2,072 |
Wheat(MGE) |
Mar12 |
120229 |
797.00 |
804.50 |
796.00 |
803.75 |
+1.50 |
2,125 |
3,334 |
-1,279 |
May12 |
120229 |
805.50 |
814.00 |
804.25 |
811.00 |
+2.25 |
4,651 |
12,757 |
+399 |
Jul12 |
120229 |
806.25 |
813.50 |
806.25 |
810.50 |
+2.25 |
1,203 |
9,692 |
-33 |
Sep12 |
120229 |
796.00 |
802.00 |
794.00 |
798.50 |
+2.25 |
610 |
7,253 |
+193 |
Dec12 |
120229 |
801.00 |
807.00 |
798.75 |
803.50 |
+2.25 |
366 |
4,671 |
+53 |
Total Volume and Open Interest |
9,051 |
38,147 |
-644 |
Oats(CBOT) |
Mar12 |
120229 |
320.75 |
330.00 |
320.75 |
330.00 |
+9.25 |
527 |
905 |
-556 |
May12 |
120229 |
313.75 |
316.25 |
311.50 |
314.50 |
+0.75 |
432 |
7,861 |
+135 |
Jul12 |
120229 |
314.25 |
317.00 |
314.25 |
315.00 |
unch |
54 |
850 |
+41 |
Sep12 |
120229 |
319.75 |
319.75 |
316.00 |
319.75 |
+3.75 |
0 |
75 |
+0 |
Total Volume and Open Interest |
1,030 |
10,906 |
-375 |
Rough Rice(CBOT) |
Mar12 |
120229 |
14.16 |
14.26 |
14.05 |
14.20 |
+0.03 |
1,366 |
2,389 |
-729 |
May12 |
120229 |
14.42 |
14.53 |
14.30 |
14.46 |
+0.03 |
1,929 |
11,091 |
+946 |
Jul12 |
120229 |
14.64 |
14.75 |
14.59 |
14.73 |
+0.03 |
42 |
1,572 |
+7 |
Sep12 |
120229 |
14.85 |
14.96 |
14.82 |
14.94 |
+0.02 |
15 |
682 |
+11 |
Total Volume and Open Interest |
3,354 |
15,766 |
+237 |
Live Cattle(CME) |
Feb12 |
120229 |
128.100 |
128.900 |
127.300 |
127.650 |
+0.300 |
1,639 |
1,816 |
-1,014 |
Apr12 |
120229 |
129.100 |
130.050 |
128.700 |
129.750 |
+1.465 |
24,462 |
156,979 |
-700 |
Jun12 |
120229 |
126.980 |
127.480 |
126.450 |
127.230 |
+1.030 |
11,706 |
104,070 |
+1,775 |
Aug12 |
120229 |
129.380 |
130.000 |
128.850 |
129.685 |
+0.900 |
5,839 |
57,275 |
+994 |
Oct12 |
120229 |
133.300 |
134.285 |
133.100 |
134.050 |
+1.170 |
4,039 |
24,148 |
+728 |
Dec12 |
120229 |
134.000 |
135.000 |
133.750 |
134.950 |
+1.200 |
2,192 |
15,435 |
+150 |
Total Volume and Open Interest |
50,134 |
366,235 |
+2,027 |
Feeder Cattle(CME) |
Mar12 |
120229 |
156.600 |
157.450 |
155.950 |
157.235 |
+1.485 |
3,593 |
14,986 |
-1,046 |
Apr12 |
120229 |
159.400 |
160.630 |
159.100 |
160.185 |
+1.535 |
3,173 |
13,107 |
+753 |
May12 |
120229 |
160.950 |
161.985 |
160.400 |
161.880 |
+1.750 |
1,462 |
11,499 |
+181 |
Aug12 |
120229 |
162.100 |
163.150 |
161.630 |
163.050 |
+1.600 |
784 |
12,531 |
+19 |
Sep12 |
120229 |
161.825 |
162.700 |
161.075 |
162.685 |
+1.635 |
124 |
2,315 |
+43 |
Oct12 |
120229 |
161.685 |
162.650 |
161.100 |
162.650 |
+1.850 |
44 |
1,179 |
-1 |
Nov12 |
120229 |
161.350 |
162.650 |
161.035 |
162.650 |
+1.650 |
33 |
706 |
+9 |
Total Volume and Open Interest |
9,225 |
56,517 |
-39 |
Lean Hogs(CME) |
Apr12 |
120229 |
88.330 |
89.550 |
87.700 |
89.430 |
+1.395 |
16,578 |
90,264 |
+92 |
May12 |
120229 |
96.850 |
97.800 |
96.385 |
97.750 |
+0.965 |
203 |
3,075 |
+10 |
Jun12 |
120229 |
98.080 |
98.785 |
97.135 |
98.650 |
+0.920 |
8,350 |
61,098 |
+530 |
Jul12 |
120229 |
98.350 |
99.400 |
97.750 |
99.100 |
+0.950 |
2,962 |
29,471 |
+6 |
Aug12 |
120229 |
98.035 |
99.100 |
97.635 |
99.000 |
+1.070 |
3,601 |
25,285 |
+593 |
Oct12 |
120229 |
88.050 |
89.000 |
87.750 |
88.900 |
+1.015 |
1,683 |
30,291 |
+397 |
Dec12 |
120229 |
84.050 |
85.000 |
83.730 |
84.950 |
+1.050 |
1,527 |
16,976 |
-114 |
Feb13 |
120229 |
85.250 |
85.980 |
84.850 |
85.750 |
+0.950 |
119 |
5,525 |
+43 |
Total Volume and Open Interest |
35,157 |
266,039 |
+1,593 |
Class III Milk(CME) |
Feb12 |
120229 |
16.07 |
16.08 |
16.07 |
16.07 |
unch |
25 |
5,439 |
+0 |
Mar12 |
120229 |
15.37 |
15.59 |
15.31 |
15.54 |
+0.14 |
426 |
6,270 |
-88 |
Apr12 |
120229 |
15.11 |
15.53 |
15.10 |
15.49 |
+0.29 |
452 |
4,338 |
+58 |
May12 |
120229 |
15.22 |
15.45 |
15.18 |
15.40 |
+0.15 |
221 |
3,472 |
-26 |
Jun12 |
120229 |
15.52 |
15.74 |
15.47 |
15.72 |
+0.18 |
119 |
3,054 |
+17 |
Total Volume and Open Interest |
1,610 |
35,046 |
+112 |
Cocoa(ICE) |
Mar12 |
120229 |
2410 |
2410 |
2355 |
2383 |
-31 |
0 |
434 |
-1 |
May12 |
120229 |
2371 |
2385 |
2301 |
2334 |
-36 |
8,986 |
69,598 |
-800 |
Jul12 |
120229 |
2394 |
2394 |
2321 |
2354 |
-29 |
1,658 |
33,824 |
-82 |
Sep12 |
120229 |
2384 |
2385 |
2330 |
2367 |
-20 |
667 |
16,815 |
-48 |
Dec12 |
120229 |
2388 |
2392 |
2338 |
2370 |
-20 |
372 |
20,193 |
+11 |
Mar13 |
120229 |
2388 |
2389 |
2346 |
2376 |
-19 |
1,628 |
14,681 |
-2 |
May13 |
120229 |
2374 |
2394 |
2363 |
2392 |
-14 |
523 |
3,979 |
+385 |
Total Volume and Open Interest |
13,980 |
161,310 |
-457 |
Coffee "C"(ICE) |
Mar12 |
120229 |
205.80 |
205.80 |
201.55 |
203.15 |
-3.00 |
68 |
473 |
-46 |
May12 |
120229 |
205.70 |
206.25 |
201.50 |
203.25 |
-3.00 |
9,348 |
74,066 |
+74 |
Jul12 |
120229 |
208.80 |
208.95 |
204.40 |
206.00 |
-3.05 |
2,425 |
28,149 |
+550 |
Sep12 |
120229 |
212.15 |
212.15 |
207.00 |
208.50 |
-3.05 |
1,209 |
16,473 |
+125 |
Dec12 |
120229 |
214.85 |
214.85 |
210.00 |
211.85 |
-3.05 |
690 |
11,055 |
+28 |
Mar13 |
120229 |
214.85 |
214.85 |
213.50 |
214.40 |
-3.15 |
224 |
2,019 |
+105 |
Total Volume and Open Interest |
14,040 |
133,312 |
+897 |
Orange Juice(ICE) |
Mar12 |
120229 |
190.90 |
199.80 |
189.00 |
190.55 |
-0.40 |
743 |
999 |
-538 |
May12 |
120229 |
184.00 |
188.50 |
183.25 |
185.75 |
+1.80 |
1,327 |
17,849 |
+419 |
Jul12 |
120229 |
179.90 |
183.30 |
179.00 |
180.65 |
+1.15 |
81 |
1,291 |
-10 |
Sep12 |
120229 |
179.75 |
180.25 |
177.10 |
177.10 |
-0.65 |
13 |
876 |
+6 |
Nov12 |
120229 |
172.00 |
172.25 |
170.00 |
170.10 |
+0.10 |
4 |
404 |
+1 |
Jan13 |
120229 |
167.90 |
167.90 |
167.90 |
167.90 |
+0.10 |
0 |
30 |
+0 |
Total Volume and Open Interest |
2,168 |
21,453 |
-122 |
Sugar #11(ICE) |
Mar12 |
120229 |
26.05 |
26.09 |
25.34 |
25.66 |
-0.43 |
21,559 |
28,877 |
-11,660 |
May12 |
120229 |
25.17 |
25.42 |
24.62 |
25.01 |
-0.32 |
67,148 |
246,610 |
+8,466 |
Jul12 |
120229 |
24.41 |
24.54 |
23.95 |
24.32 |
-0.21 |
38,665 |
201,553 |
+2,497 |
Oct12 |
120229 |
24.43 |
24.52 |
24.07 |
24.41 |
-0.10 |
19,640 |
95,427 |
+1,691 |
Mar13 |
120229 |
24.95 |
25.03 |
24.66 |
24.96 |
-0.06 |
12,301 |
74,948 |
+3,309 |
May13 |
120229 |
24.41 |
24.46 |
24.13 |
24.44 |
unch |
2,067 |
13,186 |
+824 |
Jul13 |
120229 |
24.09 |
24.20 |
23.89 |
24.16 |
-0.02 |
673 |
16,552 |
-150 |
Oct13 |
120229 |
24.16 |
24.27 |
23.97 |
24.25 |
-0.01 |
572 |
16,581 |
+105 |
Total Volume and Open Interest |
163,038 |
715,626 |
+5,184 |
London Cocoa(LCE) |
Mar12 |
120229 |
1508 |
1516 |
1470 |
1479 |
-34 |
3,776 |
50,114 |
-1,320 |
May12 |
120229 |
1519 |
1523 |
1482 |
1493 |
-29 |
6,231 |
31,314 |
-8 |
Jul12 |
120229 |
1529 |
1533 |
1495 |
1506 |
-25 |
1,386 |
32,382 |
+488 |
Sep12 |
120229 |
1531 |
1536 |
1500 |
1509 |
-24 |
729 |
22,864 |
+25 |
Dec12 |
120229 |
1531 |
1531 |
1500 |
1508 |
-20 |
633 |
21,149 |
-10 |
Mar13 |
120229 |
1525 |
1527 |
1495 |
1505 |
-20 |
2,546 |
16,295 |
+831 |
May13 |
120229 |
1510 |
1515 |
1510 |
1515 |
-21 |
319 |
7,394 |
+15 |
Total Volume and Open Interest |
15,646 |
184,673 |
+161 |
London Sugar(LCE) |
May12 |
120229 |
659.80 |
660.50 |
644.60 |
652.40 |
-10.10 |
4,159 |
24,992 |
-310 |
Aug12 |
120229 |
640.10 |
640.90 |
628.10 |
635.80 |
-7.20 |
1,835 |
19,042 |
-184 |
Oct12 |
120229 |
634.30 |
635.10 |
623.20 |
630.50 |
-5.70 |
428 |
8,640 |
+376 |
Dec12 |
120229 |
634.50 |
634.90 |
624.80 |
632.00 |
-3.90 |
188 |
2,625 |
-5 |
Mar13 |
120229 |
637.70 |
637.70 |
630.40 |
635.30 |
-2.20 |
161 |
4,204 |
-3 |
Total Volume and Open Interest |
6,805 |
59,786 |
-109 |
Cotton(ICE) |
Mar12 |
120229 |
91.00 |
91.70 |
89.86 |
89.86 |
-1.80 |
51 |
255 |
-119 |
May12 |
120229 |
92.24 |
92.30 |
89.88 |
90.44 |
-1.80 |
8,881 |
91,481 |
+623 |
Jul12 |
120229 |
93.31 |
93.38 |
91.23 |
91.87 |
-1.43 |
2,498 |
48,111 |
-725 |
Oct12 |
120229 |
92.78 |
92.78 |
92.78 |
92.78 |
-1.02 |
0 |
87 |
+0 |
Dec12 |
120229 |
91.75 |
91.99 |
90.28 |
91.18 |
-0.66 |
1,751 |
28,590 |
+260 |
Mar13 |
120229 |
93.00 |
93.00 |
92.00 |
92.68 |
-0.26 |
3 |
1,407 |
+0 |
Total Volume and Open Interest |
13,184 |
171,132 |
+39 |
Lumber(CME) |
Mar12 |
120229 |
268.0 |
270.9 |
265.2 |
265.8 |
-1.9 |
306 |
1,533 |
-91 |
May12 |
120229 |
278.9 |
280.6 |
274.9 |
275.2 |
-1.9 |
545 |
5,714 |
-11 |
Jul12 |
120229 |
293.2 |
293.2 |
288.6 |
289.6 |
-0.5 |
185 |
1,761 |
+30 |
Sep12 |
120229 |
292.6 |
294.0 |
290.1 |
291.0 |
-2.3 |
163 |
1,027 |
+115 |
Total Volume and Open Interest |
1,294 |
10,587 |
+123 |
Crude Oil(NYM) |
Apr12 |
120229 |
106.46 |
107.43 |
104.84 |
107.07 |
+0.52 |
277,597 |
264,430 |
-3,508 |
May12 |
120229 |
107.00 |
107.87 |
105.30 |
107.52 |
+0.52 |
69,578 |
134,955 |
+6,825 |
Jun12 |
120229 |
107.41 |
108.29 |
105.76 |
107.95 |
+0.50 |
89,190 |
144,273 |
+4,576 |
Jul12 |
120229 |
107.82 |
108.61 |
106.01 |
108.25 |
+0.47 |
28,178 |
83,565 |
+1,120 |
Aug12 |
120229 |
108.19 |
108.43 |
106.17 |
108.30 |
+0.44 |
19,163 |
45,854 |
-614 |
Sep12 |
120229 |
107.91 |
108.48 |
106.20 |
108.21 |
+0.40 |
21,770 |
57,646 |
-1,409 |
Oct12 |
120229 |
108.10 |
108.10 |
106.49 |
108.09 |
+0.38 |
12,251 |
36,869 |
-479 |
Nov12 |
120229 |
106.30 |
107.97 |
106.30 |
107.97 |
+0.37 |
9,442 |
33,134 |
-322 |
Dec12 |
120229 |
107.54 |
108.39 |
105.72 |
107.86 |
+0.37 |
82,655 |
199,951 |
-1,099 |
Jan13 |
120229 |
107.55 |
107.68 |
105.60 |
107.68 |
+0.37 |
10,151 |
39,335 |
+4,179 |
Feb13 |
120229 |
107.42 |
107.43 |
107.42 |
107.43 |
+0.36 |
3,951 |
18,902 |
+674 |
Mar13 |
120229 |
107.06 |
107.22 |
105.06 |
107.07 |
+0.36 |
7,233 |
23,849 |
+1,233 |
Apr13 |
120229 |
105.85 |
106.64 |
105.85 |
106.64 |
+0.35 |
2,459 |
9,517 |
+1 |
May13 |
120229 |
106.16 |
106.16 |
106.16 |
106.16 |
+0.34 |
1,401 |
10,809 |
+148 |
Jun13 |
120229 |
105.60 |
105.66 |
103.84 |
105.66 |
+0.34 |
15,725 |
64,653 |
+2,299 |
Jul13 |
120229 |
105.11 |
105.11 |
105.11 |
105.11 |
+0.34 |
208 |
9,583 |
+117 |
Total Volume and Open Interest |
687,880 |
1,500,493 |
+12,408 |
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 |
120229 |
106.475 |
107.425 |
104.850 |
107.075 |
+0.525 |
9,186 |
2,005 |
+163 |
May12 |
120229 |
106.900 |
107.725 |
105.325 |
107.525 |
+0.525 |
259 |
344 |
-16 |
Jun12 |
120229 |
107.200 |
108.050 |
105.750 |
107.950 |
+0.500 |
68 |
211 |
-2 |
Jul12 |
120229 |
108.250 |
108.250 |
106.475 |
108.250 |
+0.475 |
11 |
20 |
-6 |
Aug12 |
120229 |
108.025 |
108.300 |
108.025 |
108.300 |
+0.450 |
0 |
10 |
+0 |
Sep12 |
120229 |
108.200 |
108.200 |
108.200 |
108.200 |
+0.400 |
18 |
20 |
+17 |
Oct12 |
120229 |
108.100 |
108.100 |
108.100 |
108.100 |
+0.400 |
0 |
10 |
+0 |
Nov12 |
120229 |
107.300 |
107.975 |
107.300 |
107.975 |
+0.375 |
0 |
3 |
+0 |
Total Volume and Open Interest |
9,573 |
2,878 |
+183 |
Heating Oil(NYM) |
Mar12 |
120229 |
323.58 |
326.00 |
316.97 |
318.80 |
-3.58 |
24,124 |
19,396 |
-6,792 |
Apr12 |
120229 |
323.17 |
325.55 |
316.05 |
320.59 |
-1.42 |
50,161 |
96,622 |
+3,138 |
May12 |
120229 |
321.91 |
324.35 |
315.70 |
320.50 |
-0.47 |
15,152 |
44,904 |
+1,650 |
Jun12 |
120229 |
322.00 |
323.36 |
315.59 |
320.44 |
+0.06 |
13,678 |
57,244 |
-1,820 |
Jul12 |
120229 |
322.51 |
323.06 |
316.75 |
321.02 |
+0.27 |
2,805 |
21,885 |
+23 |
Aug12 |
120229 |
321.34 |
322.87 |
318.09 |
321.59 |
+0.48 |
1,804 |
10,595 |
-46 |
Sep12 |
120229 |
321.65 |
323.94 |
317.33 |
322.08 |
+0.62 |
2,187 |
13,694 |
+185 |
Oct12 |
120229 |
322.75 |
323.65 |
319.30 |
322.58 |
+0.69 |
476 |
5,302 |
-13 |
Nov12 |
120229 |
323.45 |
323.50 |
318.51 |
323.13 |
+0.74 |
295 |
3,671 |
-21 |
Dec12 |
120229 |
325.00 |
325.00 |
318.49 |
323.50 |
+0.80 |
2,664 |
30,628 |
-373 |
Jan13 |
120229 |
321.00 |
323.75 |
321.00 |
323.75 |
+0.86 |
113 |
3,760 |
-55 |
Feb13 |
120229 |
323.29 |
323.29 |
321.50 |
323.20 |
+0.91 |
2 |
775 |
+0 |
Total Volume and Open Interest |
113,466 |
310,122 |
-4,124 |
Gasoline(NYMEX) |
Mar12 |
120229 |
303.94 |
307.60 |
302.40 |
304.23 |
+0.22 |
23,538 |
13,923 |
-7,695 |
Apr12 |
120229 |
322.51 |
326.65 |
319.76 |
325.72 |
+3.25 |
38,011 |
108,734 |
+2,207 |
May12 |
120229 |
322.08 |
325.93 |
319.12 |
325.07 |
+3.12 |
16,145 |
56,475 |
+1,432 |
Jun12 |
120229 |
319.40 |
323.13 |
316.42 |
322.24 |
+2.86 |
12,588 |
53,881 |
+1,195 |
Jul12 |
120229 |
315.72 |
318.75 |
312.75 |
318.47 |
+2.65 |
6,240 |
35,312 |
-114 |
Aug12 |
120229 |
311.59 |
314.26 |
308.54 |
314.06 |
+2.47 |
3,824 |
21,703 |
+42 |
Sep12 |
120229 |
306.80 |
309.60 |
303.58 |
309.08 |
+2.29 |
1,772 |
15,015 |
-128 |
Oct12 |
120229 |
294.07 |
294.07 |
288.80 |
293.51 |
+1.90 |
1,615 |
12,912 |
+272 |
Nov12 |
120229 |
288.35 |
288.78 |
285.63 |
288.78 |
+1.64 |
1,112 |
5,613 |
+28 |
Dec12 |
120229 |
284.79 |
286.41 |
280.40 |
285.79 |
+1.51 |
1,359 |
17,861 |
-235 |
Total Volume and Open Interest |
106,593 |
354,204 |
-2,875 |
e-miNY RBOB Gasoline(NYM) |
Apr12 |
120229 |
325.70 |
325.72 |
325.70 |
325.70 |
+3.20 |
|
|
|
May12 |
120229 |
325.10 |
325.10 |
325.07 |
325.10 |
+3.10 |
|
|
|
Jun12 |
120229 |
322.20 |
322.24 |
322.20 |
322.20 |
+2.80 |
|
|
|
Jul12 |
120229 |
318.50 |
318.50 |
318.47 |
318.50 |
+2.70 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Apr12 |
120229 |
2.539 |
2.625 |
2.502 |
2.616 |
+0.097 |
149,955 |
215,781 |
-7,780 |
May12 |
120229 |
2.644 |
2.720 |
2.614 |
2.710 |
+0.083 |
30,060 |
246,595 |
-175 |
Jun12 |
120229 |
2.726 |
2.792 |
2.694 |
2.786 |
+0.075 |
20,370 |
75,597 |
-1,291 |
Jul12 |
120229 |
2.794 |
2.858 |
2.760 |
2.852 |
+0.073 |
14,033 |
107,711 |
+2,831 |
Aug12 |
120229 |
2.818 |
2.890 |
2.794 |
2.886 |
+0.074 |
7,104 |
38,512 |
+667 |
Sep12 |
120229 |
2.825 |
2.902 |
2.806 |
2.899 |
+0.077 |
9,086 |
63,290 |
+611 |
Oct12 |
120229 |
2.892 |
2.955 |
2.858 |
2.953 |
+0.078 |
24,101 |
118,102 |
-196 |
Nov12 |
120229 |
3.038 |
3.126 |
3.030 |
3.121 |
+0.071 |
3,764 |
46,143 |
+258 |
Dec12 |
120229 |
3.349 |
3.414 |
3.323 |
3.413 |
+0.064 |
4,019 |
45,878 |
-240 |
Jan13 |
120229 |
3.485 |
3.547 |
3.455 |
3.545 |
+0.060 |
11,229 |
62,326 |
+722 |
Feb13 |
120229 |
3.506 |
3.560 |
3.472 |
3.560 |
+0.058 |
1,840 |
17,380 |
+44 |
Mar13 |
120229 |
3.486 |
3.542 |
3.452 |
3.539 |
+0.055 |
3,426 |
26,063 |
+464 |
Apr13 |
120229 |
3.455 |
3.507 |
3.420 |
3.501 |
+0.045 |
4,726 |
38,234 |
-1,551 |
May13 |
120229 |
3.493 |
3.544 |
3.463 |
3.539 |
+0.044 |
1,688 |
10,035 |
-900 |
Jun13 |
120229 |
3.526 |
3.587 |
3.520 |
3.587 |
+0.043 |
134 |
3,835 |
-31 |
Jul13 |
120229 |
3.569 |
3.629 |
3.558 |
3.629 |
+0.042 |
301 |
4,318 |
+63 |
Total Volume and Open Interest |
290,819 |
1,205,591 |
-21,440 |
Brent Crude Oil(ICE) |
Apr12 |
120229 |
121.61 |
123.20 |
120.50 |
122.66 |
+1.11 |
196,299 |
207,501 |
+4,722 |
May12 |
120229 |
120.70 |
122.08 |
119.41 |
121.56 |
+0.93 |
100,493 |
153,392 |
+5,146 |
Jun12 |
120229 |
120.20 |
121.36 |
118.71 |
120.85 |
+0.77 |
70,785 |
130,891 |
+6,796 |
Jul12 |
120229 |
119.73 |
120.79 |
118.06 |
120.24 |
+0.63 |
27,125 |
57,051 |
+1,287 |
Aug12 |
120229 |
119.17 |
120.17 |
117.43 |
119.60 |
+0.53 |
23,554 |
48,826 |
+149 |
Sep12 |
120229 |
118.49 |
119.45 |
116.70 |
118.86 |
+0.46 |
24,072 |
67,523 |
-1,449 |
Oct12 |
120229 |
118.34 |
118.78 |
116.01 |
118.17 |
+0.39 |
12,215 |
33,782 |
+947 |
Nov12 |
120229 |
117.81 |
118.17 |
115.39 |
117.55 |
+0.34 |
5,112 |
20,535 |
-144 |
Dec12 |
120229 |
117.15 |
117.56 |
114.77 |
116.92 |
+0.30 |
38,872 |
112,138 |
-2,874 |
Jan13 |
120229 |
115.20 |
116.30 |
115.20 |
116.29 |
+0.27 |
2,137 |
16,544 |
+170 |
Feb13 |
120229 |
115.65 |
115.65 |
115.65 |
115.65 |
+0.25 |
1,163 |
9,342 |
+20 |
Mar13 |
120229 |
115.03 |
115.03 |
115.03 |
115.03 |
+0.25 |
891 |
9,024 |
-6 |
Apr13 |
120229 |
114.41 |
114.41 |
114.41 |
114.41 |
+0.25 |
69 |
5,327 |
+10 |
May13 |
120229 |
113.76 |
113.76 |
113.76 |
113.76 |
+0.23 |
164 |
5,589 |
+120 |
Total Volume and Open Interest |
529,210 |
1,046,839 |
+14,006 |
Gas Oil(ICE) |
Mar12 |
120229 |
1012.50 |
1021.50 |
996.00 |
1002.75 |
-19.50 |
52,718 |
99,439 |
-4,306 |
Apr12 |
120229 |
1013.25 |
1022.50 |
996.75 |
1003.75 |
-19.75 |
80,298 |
128,962 |
+1,158 |
May12 |
120229 |
1012.75 |
1021.50 |
996.50 |
1003.50 |
-19.50 |
36,663 |
73,910 |
+3,741 |
Jun12 |
120229 |
1014.00 |
1020.00 |
995.75 |
1002.50 |
-19.00 |
27,668 |
60,152 |
+2,811 |
Jul12 |
120229 |
1015.25 |
1019.75 |
996.75 |
1002.75 |
-18.75 |
6,992 |
31,193 |
-2 |
Aug12 |
120229 |
1014.75 |
1017.50 |
997.50 |
1002.50 |
-18.75 |
4,311 |
20,346 |
-1,136 |
Sep12 |
120229 |
1010.75 |
1018.50 |
996.00 |
1001.50 |
-19.00 |
5,439 |
21,223 |
+371 |
Oct12 |
120229 |
1012.50 |
1013.00 |
994.50 |
999.50 |
-19.00 |
2,468 |
14,893 |
+274 |
Nov12 |
120229 |
1007.75 |
1007.75 |
994.25 |
996.50 |
-19.25 |
1,519 |
10,720 |
+159 |
Dec12 |
120229 |
1006.00 |
1010.75 |
989.00 |
994.00 |
-19.25 |
13,879 |
38,880 |
-573 |
Total Volume and Open Interest |
237,747 |
561,150 |
+3,506 |
Ethanol(CBOT) |
Feb12 |
120203 |
2.131 |
2.131 |
2.131 |
2.131 |
-0.015 |
10 |
211 |
-29 |
Mar12 |
120229 |
2.233 |
2.260 |
2.232 |
2.260 |
-0.003 |
119 |
360 |
-82 |
Apr12 |
120229 |
2.275 |
2.283 |
2.270 |
2.280 |
+0.001 |
109 |
1,579 |
+21 |
May12 |
120229 |
2.305 |
2.305 |
2.290 |
2.304 |
-0.001 |
101 |
1,305 |
-35 |
Jun12 |
120229 |
2.330 |
2.333 |
2.319 |
2.329 |
unch |
51 |
900 |
+19 |
Jul12 |
120229 |
2.338 |
2.349 |
2.329 |
2.344 |
+0.001 |
123 |
1,751 |
-26 |
Aug12 |
120229 |
2.325 |
2.335 |
2.324 |
2.327 |
-0.002 |
100 |
1,165 |
+7 |
Sep12 |
120229 |
2.285 |
2.285 |
2.284 |
2.285 |
-0.003 |
80 |
1,063 |
+23 |
Total Volume and Open Interest |
885 |
11,304 |
+0 |
WTI Crude Oil(ICE) |
Apr12 |
120229 |
106.60 |
107.43 |
104.85 |
107.07 |
+0.52 |
54,112 |
48,803 |
-294 |
May12 |
120229 |
107.05 |
107.86 |
105.32 |
107.52 |
+0.52 |
16,251 |
30,546 |
+70 |
Jun12 |
120229 |
107.50 |
108.18 |
105.74 |
107.95 |
+0.50 |
20,123 |
54,048 |
+1,795 |
Jul12 |
120229 |
108.32 |
108.38 |
106.16 |
108.25 |
+0.47 |
7,504 |
27,288 |
-1,415 |
Aug12 |
120229 |
108.40 |
108.40 |
106.22 |
108.30 |
+0.44 |
5,684 |
15,351 |
-841 |
Sep12 |
120229 |
108.36 |
108.36 |
106.14 |
108.21 |
+0.40 |
5,694 |
13,558 |
-61 |
Oct12 |
120229 |
108.27 |
108.27 |
106.06 |
108.09 |
+0.38 |
3,430 |
9,525 |
-322 |
Nov12 |
120229 |
108.04 |
108.04 |
106.10 |
107.97 |
+0.37 |
1,675 |
6,087 |
+314 |
Dec12 |
120229 |
108.07 |
108.10 |
105.82 |
107.86 |
+0.37 |
16,202 |
58,264 |
-791 |
Jan13 |
120229 |
107.68 |
107.68 |
107.68 |
107.68 |
+0.37 |
911 |
5,792 |
+47 |
Feb13 |
120229 |
107.43 |
107.43 |
107.43 |
107.43 |
+0.36 |
367 |
1,898 |
-149 |
Mar13 |
120229 |
107.07 |
107.07 |
107.07 |
107.07 |
+0.36 |
124 |
3,518 |
+16 |
Apr13 |
120229 |
106.64 |
106.64 |
106.64 |
106.64 |
+0.35 |
2 |
487 |
+0 |
May13 |
120229 |
106.16 |
106.16 |
106.16 |
106.16 |
+0.34 |
0 |
624 |
+0 |
Jun13 |
120229 |
105.65 |
105.68 |
104.69 |
105.66 |
+0.34 |
589 |
15,515 |
-2 |
Jul13 |
120229 |
105.11 |
105.11 |
105.11 |
105.11 |
+0.34 |
0 |
132 |
+0 |
Total Volume and Open Interest |
139,476 |
375,238 |
-1,122 |
US Dollar Index(ICE) |
Mar12 |
120229 |
78.220 |
78.930 |
78.120 |
78.795 |
+0.495 |
34,098 |
48,746 |
-50 |
Jun12 |
120229 |
78.590 |
79.260 |
78.420 |
79.130 |
+0.505 |
167 |
971 |
+29 |
Sep12 |
120229 |
79.510 |
79.510 |
79.510 |
79.510 |
+0.505 |
|
|
|
Total Volume and Open Interest |
34,265 |
49,717 |
-21 |
Australian Dollar(CME) |
Mar12 |
120229 |
107.46 |
108.33 |
106.93 |
107.40 |
+0.10 |
116,400 |
156,364 |
+3,300 |
Jun12 |
120229 |
106.62 |
107.20 |
105.91 |
106.30 |
+0.10 |
290 |
1,217 |
+59 |
Sep12 |
120229 |
105.25 |
105.25 |
105.17 |
105.25 |
+0.08 |
1 |
129 |
+0 |
Total Volume and Open Interest |
116,691 |
157,720 |
+3,359 |
British Pound(CME) |
Mar12 |
120229 |
159.00 |
159.91 |
158.98 |
159.19 |
+0.33 |
86,206 |
182,165 |
-1,809 |
Jun12 |
120229 |
159.00 |
159.65 |
158.75 |
159.08 |
+0.33 |
265 |
791 |
+40 |
Sep12 |
120229 |
159.10 |
159.10 |
158.63 |
158.96 |
+0.33 |
0 |
4 |
+0 |
Total Volume and Open Interest |
86,471 |
182,963 |
-1,769 |
Canadian Dollar(CME) |
Mar12 |
120229 |
100.42 |
101.54 |
100.42 |
101.11 |
+0.77 |
108,010 |
124,815 |
-1,461 |
Jun12 |
120229 |
100.36 |
101.32 |
100.14 |
100.90 |
+0.76 |
891 |
4,933 |
+127 |
Sep12 |
120229 |
100.29 |
100.89 |
99.94 |
100.69 |
+0.75 |
62 |
1,809 |
+31 |
Dec12 |
120229 |
100.00 |
100.70 |
99.75 |
100.49 |
+0.74 |
186 |
962 |
+52 |
Total Volume and Open Interest |
109,149 |
132,586 |
-1,251 |
Japanese Yen(CME) |
Mar12 |
120229 |
124.27 |
124.63 |
123.00 |
123.21 |
-0.96 |
118,150 |
144,585 |
+1,461 |
Jun12 |
120229 |
124.35 |
124.73 |
123.12 |
123.32 |
-0.96 |
1,218 |
3,083 |
+279 |
Sep12 |
120229 |
125.01 |
125.01 |
123.47 |
123.47 |
-0.97 |
1 |
38 |
+1 |
Total Volume and Open Interest |
119,369 |
147,720 |
+1,741 |
Swiss Franc(CME) |
Mar12 |
120229 |
111.70 |
111.93 |
110.49 |
110.69 |
-1.00 |
49,171 |
50,385 |
-2,962 |
Jun12 |
120229 |
112.05 |
112.05 |
110.69 |
110.84 |
-1.00 |
37 |
349 |
+6 |
Sep12 |
120229 |
111.07 |
112.03 |
111.03 |
111.03 |
-1.00 |
1 |
8 |
+1 |
Total Volume and Open Interest |
49,209 |
50,743 |
-2,955 |
EuroFX(CME) |
Mar12 |
120229 |
134.58 |
134.87 |
133.15 |
133.39 |
-1.19 |
258,732 |
264,033 |
-4,423 |
Jun12 |
120229 |
134.68 |
134.92 |
133.25 |
133.46 |
-1.19 |
2,914 |
8,610 |
+953 |
Sep12 |
120229 |
134.50 |
134.73 |
133.54 |
133.54 |
-1.19 |
39 |
191 |
+11 |
Total Volume and Open Interest |
261,685 |
272,859 |
-3,459 |
Mexican Peso(CME) |
Mar12 |
120229 |
777.0 |
784.2 |
771.2 |
779.0 |
+3.5 |
36,797 |
141,885 |
+3,739 |
Apr12 |
120229 |
777.2 |
777.2 |
773.5 |
777.2 |
+3.8 |
|
|
|
Total Volume and Open Interest |
37,104 |
188,513 |
+3,924 |
Brazilian Real(CME) |
Mar12 |
120229 |
583.65 |
588.45 |
583.65 |
583.65 |
-4.80 |
136 |
2,279 |
-113 |
Apr12 |
120229 |
586.20 |
586.70 |
575.95 |
578.95 |
-5.45 |
0 |
1,734 |
+244 |
May12 |
120229 |
575.10 |
575.10 |
575.10 |
575.10 |
-5.30 |
|
|
|
Jun12 |
120229 |
576.60 |
576.60 |
571.20 |
571.20 |
-5.15 |
122 |
878 |
+112 |
Total Volume and Open Interest |
258 |
18,441 |
+243 |
30-Year T-Bonds(CBOT) |
Mar12 |
120229 |
143~190 |
144~040 |
142~160 |
143~030 |
-0~230 |
539,752 |
252,728 |
-177,073 |
Jun12 |
120229 |
142~050 |
142~230 |
141~030 |
141~210 |
-0~230 |
361,330 |
379,225 |
+182,052 |
Sep12 |
120229 |
140~180 |
141~080 |
140~180 |
140~180 |
-0~220 |
|
|
|
Total Volume and Open Interest |
901,082 |
631,953 |
+4,979 |
10-Year T-Notes(CBOT) |
Mar12 |
120229 |
131~190 |
131~245 |
131~010 |
131~085 |
-0~130 |
1,882,049 |
884,655 |
-571,255 |
Jun12 |
120229 |
131~100 |
131~150 |
130~230 |
130~305 |
-0~140 |
1,235,945 |
1,067,315 |
+574,761 |
Sep12 |
120229 |
130~000 |
130~175 |
130~000 |
130~000 |
-0~175 |
|
|
|
Total Volume and Open Interest |
3,117,994 |
1,951,971 |
+3,506 |
5-Year T-Notes(CBOT) |
Mar12 |
120229 |
123~061 |
123~069 |
123~022 |
123~038 |
-0~027 |
1,212,841 |
642,058 |
-399,748 |
Jun12 |
120229 |
123~046 |
123~054 |
123~006 |
123~022 |
-0~028 |
820,265 |
827,430 |
+408,255 |
Sep12 |
120229 |
122~046 |
122~074 |
122~046 |
122~046 |
-0~028 |
|
|
|
Total Volume and Open Interest |
2,033,106 |
1,469,488 |
+8,507 |
2 Year T-Notes(CBOT) |
Mar12 |
120229 |
110~029 |
110~031 |
110~025 |
110~027 |
-0~004 |
465,062 |
333,224 |
-218,773 |
Jun12 |
120229 |
110~017 |
110~020 |
110~013 |
110~015 |
-0~004 |
416,894 |
581,558 |
+249,841 |
Sep12 |
120229 |
109~081 |
109~081 |
109~081 |
109~081 |
-0~004 |
|
|
|
Total Volume and Open Interest |
881,956 |
914,782 |
+31,068 |
Eurodollars(CME) |
Mar12 |
120229 |
99.537 |
99.552 |
99.535 |
99.540 |
+0.005 |
105,050 |
877,107 |
+1,520 |
Jun12 |
120229 |
99.525 |
99.560 |
99.525 |
99.550 |
+0.025 |
150,401 |
1,117,730 |
-16,332 |
Sep12 |
120229 |
99.490 |
99.525 |
99.485 |
99.510 |
+0.025 |
125,997 |
874,054 |
+24,357 |
Dec12 |
120229 |
99.450 |
99.480 |
99.445 |
99.465 |
+0.020 |
143,461 |
904,682 |
+12,596 |
Mar13 |
120229 |
99.420 |
99.450 |
99.415 |
99.435 |
+0.015 |
106,589 |
710,083 |
-3,667 |
Jun13 |
120229 |
99.390 |
99.415 |
99.375 |
99.395 |
+0.005 |
123,088 |
628,160 |
-16,198 |
Sep13 |
120229 |
99.355 |
99.375 |
99.335 |
99.350 |
unch |
89,272 |
604,623 |
-7,573 |
Dec13 |
120229 |
99.295 |
99.325 |
99.265 |
99.285 |
-0.010 |
86,107 |
543,909 |
+3,588 |
Mar14 |
120229 |
99.235 |
99.260 |
99.200 |
99.220 |
-0.015 |
75,850 |
421,475 |
+8,647 |
Jun14 |
120229 |
99.145 |
99.170 |
99.095 |
99.120 |
-0.020 |
68,789 |
297,181 |
+4,337 |
Sep14 |
120229 |
99.020 |
99.050 |
98.965 |
98.995 |
-0.025 |
54,170 |
257,778 |
+8,656 |
Dec14 |
120229 |
98.865 |
98.890 |
98.800 |
98.830 |
-0.035 |
60,794 |
301,283 |
+6,327 |
Mar15 |
120229 |
98.710 |
98.740 |
98.640 |
98.670 |
-0.045 |
37,659 |
210,124 |
+3,671 |
Jun15 |
120229 |
0.246 |
0.276 |
0.171 |
0.196 |
-0.055 |
40,914 |
185,679 |
-5,499 |
Sep15 |
120229 |
0.086 |
0.121 |
0.011 |
0.036 |
-0.060 |
19,926 |
117,700 |
+326 |
Dec15 |
120229 |
6.480 |
6.520 |
6.405 |
6.425 |
-0.065 |
21,150 |
121,690 |
+814 |
Mar16 |
120229 |
6.340 |
6.380 |
6.260 |
6.280 |
-0.070 |
11,753 |
70,832 |
+1,248 |
Jun16 |
120229 |
6.205 |
6.235 |
6.120 |
6.135 |
-0.070 |
18,610 |
78,349 |
+4,076 |
Total Volume and Open Interest |
1,365,327 |
8,543,761 |
+30,737 |
30 Day Federal Funds(CBOT) |
Feb12 |
120229 |
99.895 |
99.895 |
99.895 |
99.895 |
unch |
68 |
68,255 |
-47 |
Mar12 |
120229 |
99.885 |
99.890 |
99.880 |
99.885 |
unch |
1,335 |
60,135 |
+302 |
Apr12 |
120229 |
99.885 |
99.885 |
99.875 |
99.885 |
unch |
1,183 |
42,752 |
+590 |
May12 |
120229 |
99.885 |
99.885 |
99.875 |
99.880 |
unch |
2,031 |
47,562 |
-85 |
Jun12 |
120229 |
99.880 |
99.885 |
99.875 |
99.880 |
unch |
1,709 |
33,281 |
-113 |
Jul12 |
120229 |
99.875 |
99.880 |
99.870 |
99.870 |
unch |
740 |
38,683 |
-222 |
Total Volume and Open Interest |
23,615 |
567,217 |
+5,186 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120229 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
58 |
+0 |
Jun12 |
120229 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
120229 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Dec12 |
120229 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Mar13 |
120229 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Jun13 |
120229 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Sep13 |
120229 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec13 |
120229 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Mar14 |
120229 |
99.510 |
99.510 |
99.510 |
99.510 |
unch |
|
|
|
Jun14 |
120229 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
58 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120229 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,915 |
+0 |
Jun12 |
120229 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,849 |
+0 |
Sep12 |
120229 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
683 |
+0 |
Dec12 |
120229 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
415 |
+0 |
Mar13 |
120229 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
131 |
+0 |
Jun13 |
120229 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
216 |
+0 |
Sep13 |
120229 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
325 |
+0 |
Dec13 |
120229 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
295 |
+0 |
Total Volume and Open Interest |
0 |
5,829 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120229 |
142.67 |
142.75 |
142.61 |
142.72 |
+0.02 |
3,674 |
25,643 |
+0 |
Jun12 |
120229 |
142.30 |
142.30 |
142.21 |
142.29 |
+0.03 |
60 |
111 |
+0 |
Sep12 |
120229 |
140.20 |
140.20 |
140.20 |
140.20 |
+0.03 |
0 |
5 |
+0 |
Total Volume and Open Interest |
3,734 |
25,763 |
+0 |
Euro-Bund(EUREX) |
Mar12 |
120229 |
139.93 |
140.28 |
139.48 |
139.89 |
-0.17 |
812,049 |
952,622 |
+23,259 |
Jun12 |
120229 |
138.25 |
138.52 |
137.75 |
138.16 |
-0.17 |
37,335 |
95,962 |
+14,061 |
Sep12 |
120229 |
137.89 |
137.89 |
137.89 |
137.89 |
-0.37 |
50 |
1 |
+0 |
Total Volume and Open Interest |
849,434 |
1,048,585 |
+37,320 |
Euro-Bobl(EUREX) |
Mar12 |
120229 |
125.66 |
125.75 |
125.44 |
125.60 |
-0.12 |
375,833 |
703,002 |
+14,796 |
Jun12 |
120229 |
124.05 |
124.13 |
123.82 |
123.97 |
-0.15 |
44,588 |
78,115 |
+31,526 |
Sep12 |
120229 |
123.85 |
123.85 |
123.85 |
123.85 |
-0.12 |
0 |
3 |
+0 |
Total Volume and Open Interest |
420,421 |
781,120 |
+46,322 |
3-Mth Euribor(EUREX) |
Mar12 |
120229 |
99.140 |
99.140 |
99.140 |
99.140 |
+0.015 |
100 |
1,667 |
+0 |
Jun12 |
120229 |
99.280 |
99.300 |
99.280 |
99.300 |
+0.040 |
0 |
1,274 |
+0 |
Sep12 |
120229 |
99.285 |
99.315 |
99.285 |
99.315 |
+0.035 |
0 |
979 |
+0 |
Total Volume and Open Interest |
102 |
6,645 |
+0 |
Long Gilt(LIFFE) |
Mar12 |
120229 |
116~26 |
116~29 |
116~07 |
116~12 |
-0~17 |
204,984 |
73,854 |
-70,387 |
Jun12 |
120229 |
115~13 |
115~17 |
114~24 |
115~01 |
-0~18 |
150,792 |
291,141 |
+57,890 |
Total Volume and Open Interest |
355,776 |
364,995 |
-12,497 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120229 |
98.98 |
99.00 |
98.97 |
98.98 |
unch |
19,770 |
281,036 |
-2,945 |
Jun12 |
120229 |
99.05 |
99.08 |
99.05 |
99.07 |
+0.02 |
37,898 |
247,859 |
-4,418 |
Sep12 |
120229 |
99.08 |
99.12 |
99.08 |
99.11 |
+0.02 |
34,312 |
289,391 |
+4,579 |
Dec12 |
120229 |
99.09 |
99.12 |
99.08 |
99.11 |
+0.01 |
28,952 |
227,540 |
+3,369 |
Mar13 |
120229 |
99.09 |
99.12 |
99.07 |
99.10 |
unch |
36,638 |
298,160 |
+333 |
Jun13 |
120229 |
99.05 |
99.07 |
99.02 |
99.05 |
-0.01 |
22,304 |
210,661 |
+2,454 |
Total Volume and Open Interest |
237,147 |
2,058,205 |
+10,753 |
3-Mth Euribor(LIFFE) |
Mar12 |
120229 |
99.125 |
99.145 |
99.120 |
99.140 |
+0.015 |
91,149 |
516,618 |
-3,490 |
Jun12 |
120229 |
99.255 |
99.305 |
99.255 |
99.300 |
+0.040 |
132,672 |
474,731 |
+12,324 |
Sep12 |
120229 |
99.270 |
99.320 |
99.270 |
99.315 |
+0.035 |
122,634 |
427,624 |
+1,891 |
Total Volume and Open Interest |
711,095 |
3,357,174 |
+22,649 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120229 |
95.58 |
95.59 |
95.57 |
95.59 |
unch |
20,865 |
135,533 |
-5,455 |
Jun12 |
120229 |
95.76 |
95.78 |
95.74 |
95.76 |
-0.01 |
27,027 |
216,311 |
-775 |
Sep12 |
120229 |
95.85 |
95.88 |
95.83 |
95.86 |
-0.01 |
21,911 |
146,337 |
+4,493 |
Dec12 |
120229 |
95.87 |
95.90 |
95.86 |
95.89 |
unch |
9,725 |
96,020 |
+2,017 |
Mar13 |
120229 |
95.87 |
95.89 |
95.86 |
95.89 |
+0.01 |
5,796 |
63,747 |
-703 |
Jun13 |
120229 |
95.82 |
95.85 |
95.82 |
95.85 |
+0.01 |
2,329 |
61,077 |
+544 |
Sep13 |
120229 |
95.78 |
95.80 |
95.78 |
95.80 |
+0.01 |
2,149 |
36,836 |
+1,120 |
Dec13 |
120229 |
95.73 |
95.75 |
95.73 |
95.75 |
unch |
353 |
27,791 |
+231 |
Mar14 |
120229 |
95.71 |
95.71 |
95.71 |
95.71 |
unch |
1 |
2,999 |
+1 |
Jun14 |
120229 |
95.65 |
95.65 |
95.65 |
95.65 |
unch |
1 |
520 |
+0 |
Total Volume and Open Interest |
90,157 |
787,418 |
+1,473 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120229 |
95.96 |
95.99 |
95.92 |
95.98 |
+0.01 |
44,991 |
367,047 |
+3,030 |
Jun12 |
120229 |
95.98 |
95.98 |
95.98 |
95.98 |
+0.01 |
|
|
|
Total Volume and Open Interest |
44,991 |
367,047 |
+3,030 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120229 |
96.38 |
96.42 |
96.35 |
96.39 |
unch |
202,688 |
486,761 |
+37,286 |
Jun12 |
120229 |
96.42 |
96.42 |
96.42 |
96.42 |
unch |
|
|
|
Total Volume and Open Interest |
202,688 |
486,761 |
+37,286 |
Gold(CMX) |
Apr12 |
120229 |
1786.2 |
1792.3 |
1688.4 |
1711.3 |
-77.1 |
132,504 |
265,506 |
+3,870 |
Jun12 |
120229 |
1789.5 |
1794.3 |
1680.0 |
1714.0 |
-77.2 |
8,280 |
61,850 |
-24 |
Aug12 |
120229 |
1792.1 |
1797.7 |
1695.8 |
1716.6 |
-77.3 |
3,092 |
24,673 |
-917 |
Oct12 |
120229 |
1795.5 |
1799.5 |
1718.9 |
1718.9 |
-77.5 |
548 |
11,054 |
-362 |
Dec12 |
120229 |
1797.7 |
1800.9 |
1676.0 |
1721.3 |
-77.6 |
571 |
31,669 |
+182 |
Feb13 |
120229 |
1799.0 |
1799.0 |
1713.2 |
1723.7 |
-77.7 |
264 |
14,410 |
-226 |
Apr13 |
120229 |
1730.0 |
1730.0 |
1726.2 |
1726.2 |
-77.9 |
70 |
4,145 |
+36 |
Jun13 |
120229 |
1804.4 |
1804.4 |
1729.2 |
1729.2 |
-78.0 |
65 |
9,320 |
+55 |
Aug13 |
120229 |
1732.5 |
1732.5 |
1732.5 |
1732.5 |
-78.1 |
0 |
279 |
+0 |
Oct13 |
120229 |
1736.0 |
1736.0 |
1736.0 |
1736.0 |
-78.2 |
0 |
1 |
+0 |
Dec13 |
120229 |
1746.9 |
1746.9 |
1739.7 |
1739.7 |
-78.3 |
8 |
10,635 |
+0 |
Total Volume and Open Interest |
146,243 |
470,283 |
+2,381 |
Silver(CMX) |
Mar12 |
120229 |
3693.0 |
3748.0 |
3411.0 |
3458.3 |
-255.7 |
61,904 |
7,091 |
-13,069 |
May12 |
120229 |
3698.0 |
3758.0 |
3382.5 |
3464.2 |
-256.3 |
55,781 |
59,616 |
+7,626 |
Jul12 |
120229 |
3713.0 |
3760.0 |
3430.5 |
3469.9 |
-256.5 |
3,671 |
10,600 |
+585 |
Sep12 |
120229 |
3725.0 |
3745.0 |
3472.0 |
3474.2 |
-256.7 |
275 |
4,450 |
+82 |
Dec12 |
120229 |
3716.0 |
3765.0 |
3471.0 |
3480.0 |
-256.9 |
441 |
13,455 |
-19 |
Mar13 |
120229 |
3742.5 |
3743.0 |
3483.0 |
3483.0 |
-256.6 |
73 |
1,644 |
+38 |
May13 |
120229 |
3483.9 |
3483.9 |
3483.9 |
3483.9 |
-256.3 |
0 |
1,088 |
+0 |
Total Volume and Open Interest |
122,533 |
113,306 |
-4,898 |
Platinum(NYMEX) |
Apr12 |
120229 |
1721.2 |
1739.0 |
1677.0 |
1692.6 |
-30.9 |
6,426 |
39,736 |
+195 |
Jul12 |
120229 |
1728.4 |
1742.0 |
1687.5 |
1697.2 |
-30.4 |
197 |
4,789 |
+132 |
Oct12 |
120229 |
1741.4 |
1741.4 |
1694.0 |
1700.3 |
-30.4 |
3 |
422 |
+1 |
Jan13 |
120229 |
1723.7 |
1723.7 |
1703.3 |
1703.3 |
-30.4 |
0 |
3 |
+0 |
Total Volume and Open Interest |
6,626 |
44,950 |
+328 |
Palladium(NYMEX) |
Mar12 |
120229 |
64.59 |
66.59 |
44.64 |
51.29 |
-13.10 |
4,989 |
2,131 |
-3,495 |
Jun12 |
120229 |
65.84 |
72.44 |
45.84 |
53.04 |
-13.80 |
6,536 |
18,665 |
+3,078 |
Sep12 |
120229 |
54.49 |
54.49 |
54.49 |
54.49 |
-13.80 |
19 |
327 |
+19 |
Total Volume and Open Interest |
11,545 |
21,128 |
-397 |
Copper(CMX) |
Mar12 |
120229 |
390.25 |
395.25 |
380.00 |
387.05 |
-4.15 |
47,176 |
11,300 |
-6,889 |
May12 |
120229 |
391.75 |
396.15 |
380.50 |
387.95 |
-4.20 |
35,130 |
78,443 |
+4,997 |
Jul12 |
120229 |
392.85 |
396.70 |
382.80 |
388.90 |
-4.10 |
3,014 |
32,712 |
-523 |
Sep12 |
120229 |
394.65 |
394.65 |
389.50 |
389.85 |
-4.00 |
413 |
11,589 |
-19 |
Dec12 |
120229 |
394.50 |
396.85 |
385.30 |
390.65 |
-3.95 |
410 |
8,720 |
-72 |
Total Volume and Open Interest |
86,544 |
154,540 |
-3,331 |
DJIA Index(CBOT) |
Mar12 |
120229 |
13000 |
13033 |
12916 |
12937 |
-60 |
305 |
13,053 |
+20 |
Jun12 |
120229 |
12866 |
12925 |
12866 |
12866 |
-59 |
1 |
287 |
+1 |
Sep12 |
120229 |
12803 |
12862 |
12803 |
12803 |
-59 |
|
|
|
Dec12 |
120229 |
12726 |
12785 |
12726 |
12726 |
-59 |
|
|
|
Total Volume and Open Interest |
306 |
13,340 |
+21 |
E-mini DJIA Index(CBOT) |
Mar12 |
120229 |
12995 |
13042 |
12907 |
12937 |
-60 |
129,226 |
112,372 |
+3,381 |
Jun12 |
120229 |
12928 |
12983 |
12835 |
12866 |
-59 |
155 |
254 |
+60 |
Sep12 |
120229 |
12929 |
12929 |
12803 |
12803 |
-59 |
0 |
21 |
+0 |
Dec12 |
120229 |
12726 |
12726 |
12726 |
12726 |
-59 |
0 |
14 |
+0 |
Total Volume and Open Interest |
129,381 |
112,661 |
+3,441 |
S & P 500(CME) |
Mar12 |
120229 |
1371.40 |
1377.00 |
1358.00 |
1364.40 |
-7.00 |
9,643 |
235,450 |
-688 |
Jun12 |
120229 |
1366.80 |
1370.00 |
1355.00 |
1358.60 |
-7.00 |
213 |
10,782 |
-333 |
Sep12 |
120229 |
1354.30 |
1364.00 |
1348.50 |
1352.50 |
-7.00 |
25 |
1,015 |
-25 |
Dec12 |
120229 |
1348.20 |
1357.90 |
1342.40 |
1346.40 |
-7.00 |
0 |
602 |
+0 |
Total Volume and Open Interest |
9,881 |
247,849 |
-1,046 |
S & P 500 E-Mini(Globex) |
Mar12 |
120229 |
1371.25 |
1377.25 |
1356.75 |
1364.50 |
-7.00 |
1,662,699 |
2,733,319 |
+10,303 |
Jun12 |
120229 |
1365.00 |
1371.25 |
1351.25 |
1358.50 |
-7.00 |
3,517 |
88,245 |
-768 |
Total Volume and Open Interest |
1,666,240 |
2,821,943 |
+9,547 |
NASDAQ 100(CME) |
Mar12 |
120229 |
2634.30 |
2645.00 |
2614.00 |
2623.00 |
-9.00 |
582 |
18,663 |
-245 |
Jun12 |
120229 |
2617.30 |
2640.00 |
2612.00 |
2617.30 |
-9.00 |
0 |
80 |
+0 |
Sep12 |
120229 |
2614.80 |
2614.80 |
2613.80 |
2614.80 |
-9.00 |
|
|
|
Total Volume and Open Interest |
582 |
18,743 |
-245 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120229 |
2632.30 |
2645.30 |
2614.30 |
2623.00 |
-9.00 |
209,203 |
475,748 |
+2,744 |
Jun12 |
120229 |
2626.00 |
2639.00 |
2610.50 |
2617.30 |
-9.00 |
228 |
1,117 |
+40 |
Total Volume and Open Interest |
209,432 |
476,887 |
+2,785 |
S & P Midcap 400(CME) |
Mar12 |
120229 |
976.60 |
986.00 |
972.00 |
976.60 |
-6.20 |
0 |
2,401 |
-1 |
Jun12 |
120229 |
973.80 |
973.80 |
970.90 |
973.80 |
-6.10 |
|
|
|
Sep12 |
120229 |
971.80 |
971.80 |
968.90 |
971.80 |
-6.10 |
|
|
|
Total Volume and Open Interest |
0 |
2,401 |
-1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120229 |
9795 |
9870 |
9715 |
9765 |
-30 |
6,737 |
34,121 |
+709 |
Jun12 |
120229 |
9725 |
9790 |
9665 |
9700 |
-35 |
45 |
719 |
+39 |
Total Volume and Open Interest |
6,782 |
34,840 |
+748 |
Nikkei 225(SGX) |
Mar12 |
120229 |
9735 |
9875 |
9705 |
9715 |
-45 |
114,232 |
219,142 |
+0 |
Jun12 |
120229 |
9665 |
9780 |
9635 |
9635 |
-45 |
114 |
11,552 |
+0 |
Sep12 |
120229 |
9635 |
9635 |
9635 |
9635 |
-45 |
0 |
30 |
+0 |
Total Volume and Open Interest |
114,545 |
238,270 |
+0 |
CAC 40(EURONEXT) |
Mar12 |
120229 |
3461.0 |
3491.5 |
3448.0 |
3451.0 |
-5.5 |
99,548 |
359,643 |
-4,517 |
Apr12 |
120229 |
3458.5 |
3479.5 |
3443.5 |
3443.5 |
-5.5 |
338 |
11,741 |
+2,002 |
May12 |
120229 |
3381.5 |
3381.5 |
3381.5 |
3381.5 |
-5.5 |
|
|
|
Total Volume and Open Interest |
99,886 |
371,582 |
-2,482 |
Hang Seng Index(HKFE) |
Feb12 |
120228 |
21236 |
21414 |
21236 |
21403 |
+198 |
102,433 |
53,197 |
-18,902 |
Mar12 |
120229 |
21603 |
21698 |
21475 |
21650 |
+149 |
68,716 |
91,097 |
+23,189 |
Apr12 |
120229 |
21565 |
21681 |
21481 |
21648 |
|
|
|
|
DAX(EUREX) |
Mar12 |
120229 |
6906.5 |
6970.0 |
6842.5 |
6854.5 |
-37.0 |
140,899 |
160,081 |
-1,707 |
Jun12 |
120229 |
6930.0 |
6981.5 |
6860.0 |
6868.0 |
-37.0 |
518 |
7,534 |
+276 |
Sep12 |
120229 |
6938.5 |
6990.0 |
6876.5 |
6876.5 |
-37.5 |
18 |
485 |
-11 |
Total Volume and Open Interest |
141,435 |
168,100 |
-1,442 |
FT-SE 100(EURONEXT) |
Mar12 |
120229 |
5908.50 |
5931.00 |
5846.50 |
5853.00 |
-51.50 |
103,536 |
642,251 |
-5,210 |
Jun12 |
120229 |
5862.50 |
5878.50 |
5798.50 |
5802.00 |
-50.50 |
83 |
11,062 |
+68 |
Sep12 |
120229 |
5822.00 |
5822.00 |
5768.50 |
5768.50 |
-51.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
103,619 |
653,323 |
-5,142 |
SPI 200(SFE) |
Mar12 |
120229 |
4264.0 |
4319.0 |
4251.0 |
4288.0 |
+31.0 |
29,455 |
199,304 |
+1,901 |
Jun12 |
120229 |
4280.0 |
4310.0 |
4280.0 |
4302.0 |
+31.0 |
369 |
2,523 |
+291 |
Sep12 |
120229 |
4270.0 |
4270.0 |
4270.0 |
4270.0 |
+30.0 |
7 |
1,611 |
+0 |
Total Volume and Open Interest |
29,862 |
204,650 |
+2,215 |
GSCI(CME) |
Mar12 |
120229 |
704.00 |
707.30 |
694.00 |
703.00 |
-1.60 |
1,903 |
9,423 |
-751 |
Apr12 |
120229 |
705.20 |
708.50 |
695.20 |
704.10 |
-1.70 |
3 |
1 |
+1 |
May12 |
120229 |
705.00 |
709.75 |
696.00 |
705.00 |
-2.00 |
|
|
|
Total Volume and Open Interest |
1,906 |
9,424 |
-750 |
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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