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MRCI's End of Day Prices

MRCI Logo
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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