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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri March 02, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar12 120302 1316.00 1328.25 1311.50 1328.25 +11.50 21,121 11,841 -8,301
May12 120302 1321.50 1333.00 1316.25 1333.00 +10.50 116,965 248,076 +4,884
Jul12 120302 1328.75 1340.25 1323.00 1340.25 +10.75 42,264 125,477 +1,813
Aug12 120302 1316.50 1330.50 1315.50 1330.50 +10.00 1,334 3,576 +259
Sep12 120302 1301.75 1312.25 1300.25 1312.25 +7.00 1,305 3,851 +307
Nov12 120302 1291.75 1298.00 1287.00 1298.00 +3.75 31,203 113,908 +7,249
Jan13 120302 1295.75 1301.25 1291.75 1301.25 +4.25 1,937 18,184 +401
Mar13 120302 1293.00 1299.75 1290.25 1299.75 +4.75 1,275 7,150 +510
May13 120302 1285.50 1295.25 1285.50 1295.25 +5.25 909 3,341 +338
Jul13 120302 1291.00 1296.50 1286.00 1296.50 +5.25 1,728 7,062 +826
Aug13 120302 1284.00 1284.00 1279.25 1284.00 +4.75 0 3 +0
Sep13 120302 1252.00 1256.75 1252.00 1253.00 -0.50 50 101 +40
Nov13 120302 1223.00 1223.50 1218.00 1223.00 -3.50 597 5,649 +175
Jan14 120302 1229.00 1233.25 1229.00 1229.75 -3.50 23 128 +15
Total Volume and Open Interest 220,713 548,827 +8,517
Soybean Meal(CBOT)
Mar12 120302 352.20 358.80 352.00 357.30 +3.60 7,462 5,810 -4,558
May12 120302 354.90 360.10 353.00 359.10 +3.60 54,419 97,345 +4,800
Jul12 120302 355.90 360.80 353.50 359.90 +3.60 19,399 41,056 +3,093
Aug12 120302 353.70 359.00 353.70 358.00 +3.40 1,370 7,083 +85
Sep12 120302 349.90 355.00 349.90 353.90 +2.70 1,354 6,245 +255
Oct12 120302 345.50 348.10 345.20 347.40 +1.50 1,057 3,898 +208
Dec12 120302 343.70 347.30 342.40 346.20 +1.20 8,296 21,362 +351
Jan13 120302 346.00 346.00 345.10 346.00 +0.90 316 3,006 +72
Mar13 120302 343.50 346.30 343.50 345.60 +0.60 122 3,784 +5
May13 120302 342.10 344.20 342.10 344.00 +0.50 42 1,700 +3
Total Volume and Open Interest 94,616 194,355 +4,552
Soybean Oil(CBOT)
Mar12 120302 53.84 53.94 53.48 53.76 -0.18 13,601 7,652 -4,361
May12 120302 54.28 54.31 53.78 54.08 -0.19 67,238 147,601 -2,608
Jul12 120302 54.68 54.69 54.17 54.48 -0.19 21,560 77,686 +1,807
Aug12 120302 54.80 54.83 54.36 54.62 -0.19 1,453 8,662 -37
Sep12 120302 54.90 54.95 54.48 54.74 -0.18 1,287 6,724 +212
Oct12 120302 54.95 55.05 54.55 54.85 -0.17 851 5,943 -24
Dec12 120302 55.28 55.28 54.79 55.10 -0.16 10,637 39,044 +423
Jan13 120302 55.03 55.33 54.97 55.17 -0.16 200 2,128 +105
Mar13 120302 54.96 55.38 54.96 55.25 -0.13 142 1,968 +48
May13 120302 54.87 55.33 54.86 55.20 -0.13 266 983 +67
Total Volume and Open Interest 118,222 303,226 -4,032
Canola(WCE)
Mar12 120302 579.2 579.2 577.5 578.1 -0.8 428 615 -398
May12 120302 570.5 573.4 568.0 570.5 -0.9 10,775 91,826 +454
Jul12 120302 570.5 574.4 569.2 571.8 +0.5 3,607 35,520 +530
Nov12 120302 537.0 541.6 533.6 535.5 -0.6 3,725 52,358 +1,298
Jan13 120302 541.8 545.1 537.4 539.6 -0.4 654 2,854 +239
Total Volume and Open Interest 19,285 185,518 +2,208
Corn(CBOT)
Mar12 120302 653.00 660.00 648.00 659.00 +5.25 48,751 29,577 -21,611
May12 120302 653.25 655.50 647.00 655.00 +1.00 168,396 495,460 +2,626
Jul12 120302 655.00 657.00 648.75 656.25 +0.75 60,762 293,862 +5,071
Sep12 120302 597.00 606.50 594.75 604.50 +6.50 12,190 102,053 +1,363
Dec12 120302 566.75 570.50 563.75 570.00 +3.25 37,299 271,305 +1,963
Mar13 120302 576.25 580.00 574.25 580.00 +3.50 1,825 46,891 -50
May13 120302 583.25 586.75 581.00 586.75 +3.50 269 2,917 +99
Jul13 120302 586.75 590.50 584.25 590.50 +3.75 600 5,182 +211
Sep13 120302 562.00 569.00 561.25 569.00 +3.75 97 883 +9
Dec13 120302 559.00 562.00 555.50 562.00 +2.75 1,055 20,275 +363
Total Volume and Open Interest 331,461 1,271,728 -9,891
Wheat(CBOT)
Mar12 120302 656.25 671.00 654.75 670.75 +11.50 3,167 3,496 -1,222
May12 120302 663.25 675.50 657.50 674.50 +10.50 56,059 195,701 -2,222
Jul12 120302 675.00 687.50 669.25 686.25 +10.25 19,739 116,039 +981
Sep12 120302 688.75 702.25 685.00 701.25 +10.00 5,232 46,910 +410
Dec12 120302 706.00 718.00 700.75 716.50 +9.50 6,368 67,128 +784
Mar13 120302 715.00 729.25 714.50 728.75 +9.00 659 8,560 +342
Total Volume and Open Interest 91,527 445,874 -883
Wheat(KCBT)
Mar12 120302 695.00 711.00 694.25 710.50 +13.50 1,821 2,433 -456
May12 120302 704.75 720.50 701.00 719.00 +13.00 9,536 47,476 -976
Jul12 120302 713.00 728.50 709.50 727.50 +13.00 3,979 54,207 +48
Sep12 120302 725.00 740.00 721.50 739.00 +12.00 727 11,151 +59
Dec12 120302 743.00 757.00 739.75 756.50 +12.00 1,204 14,611 +344
Mar13 120302 755.00 768.00 755.00 768.00 +12.50 43 653 +18
Total Volume and Open Interest 17,331 131,086 -943
Wheat(MGE)
Mar12 120302 815.00 827.75 815.00 827.75 +13.75 477 1,379 -1,046
May12 120302 815.00 834.25 814.00 831.50 +14.50 3,252 12,274 -321
Jul12 120302 812.50 827.00 812.50 825.75 +12.25 1,512 9,388 -122
Sep12 120302 797.50 807.00 795.75 805.25 +7.75 631 7,435 +62
Dec12 120302 802.00 810.00 800.50 809.00 +6.50 284 4,870 +74
Total Volume and Open Interest 6,207 35,837 -1,313
Oats(CBOT)
Mar12 120302 327.50 330.00 327.25 328.00 +0.75 153 629 -131
May12 120302 308.75 310.00 305.25 305.75 -3.50 609 8,089 +26
Jul12 120302 307.00 308.25 303.75 304.75 -3.50 45 916 +20
Sep12 120302 310.00 313.25 308.00 308.00 -5.25 26 85 +9
Total Volume and Open Interest 898 11,011 -25
Rough Rice(CBOT)
Mar12 120302 13.98 14.27 13.86 14.27 +0.27 584 600 -1,007
May12 120302 14.26 14.59 14.03 14.51 +0.26 1,245 11,942 +205
Jul12 120302 14.41 14.77 14.32 14.77 +0.26 61 1,607 +30
Sep12 120302 14.65 15.00 14.60 15.00 +0.26 52 729 +34
Total Volume and Open Interest 1,951 14,921 -729
Live Cattle(CME)
Apr12 120302 131.150 131.250 129.850 129.950 -1.000 31,973 154,026 -282
Jun12 120302 128.285 128.300 127.200 127.285 -0.845 15,558 106,972 +2,002
Aug12 120302 130.450 130.450 129.600 129.650 -0.650 7,864 58,021 -278
Oct12 120302 134.800 134.985 134.035 134.325 -0.625 6,172 26,364 +1,055
Dec12 120302 135.400 135.435 134.600 135.100 -0.450 2,401 16,949 +1,090
Feb13 120302 135.450 135.450 134.685 135.200 -0.600 612 4,729 +293
Total Volume and Open Interest 64,750 369,407 +3,395
Feeder Cattle(CME)
Mar12 120302 158.850 159.000 157.800 158.100 -0.475 3,088 13,059 -1,249
Apr12 120302 161.825 162.050 161.200 161.325 -0.460 3,370 13,819 +690
May12 120302 163.200 163.400 162.600 162.850 -0.335 1,948 12,077 +253
Aug12 120302 164.300 164.435 163.650 164.035 -0.265 1,286 12,707 +212
Sep12 120302 163.900 163.900 163.150 163.500 -0.485 80 2,376 +36
Oct12 120302 163.500 163.600 163.000 163.500 unch 70 1,221 +34
Nov12 120302 163.500 163.650 162.985 163.300 +0.050 40 749 +27
Total Volume and Open Interest 9,886 56,213 +6
Lean Hogs(CME)
Apr12 120302 90.200 90.730 90.150 90.430 +0.230 23,985 87,613 -1,119
May12 120302 98.350 98.600 98.180 98.550 +0.320 93 3,099 -5
Jun12 120302 99.430 99.680 99.180 99.500 +0.200 10,559 62,719 +270
Jul12 120302 99.900 100.080 99.650 99.750 +0.070 2,771 30,153 +390
Aug12 120302 99.850 100.050 99.650 99.980 +0.130 3,290 26,105 +519
Oct12 120302 89.600 89.730 89.350 89.635 -0.215 1,924 30,359 -76
Dec12 120302 85.500 85.850 85.400 85.785 +0.205 2,046 17,881 +804
Feb13 120302 86.350 86.500 86.200 86.500 +0.500 196 5,637 +69
Total Volume and Open Interest 45,123 267,872 +1,014
Class III Milk(CME)
Mar12 120302 15.54 15.56 15.25 15.36 -0.12 397 6,074 -73
Apr12 120302 15.53 15.60 14.85 14.99 -0.61 552 4,481 -9
May12 120302 15.41 15.49 14.80 14.95 -0.53 248 3,429 -33
Jun12 120302 15.79 15.85 15.27 15.49 -0.33 138 3,041 -2
Jul12 120302 16.15 16.15 15.75 15.95 -0.19 65 2,361 +13
Total Volume and Open Interest 1,529 35,132 -53
Cocoa(ICE)
Mar12 120302 2389 2389 2358 2358 -34 13 433 +0
May12 120302 2366 2388 2326 2334 -32 14,307 70,265 +1,638
Jul12 120302 2396 2398 2342 2352 -32 3,508 34,481 +547
Sep12 120302 2409 2409 2354 2364 -32 1,108 17,248 +327
Dec12 120302 2388 2391 2356 2368 -31 762 20,272 -18
Mar13 120302 2410 2410 2359 2372 -28 747 14,673 -58
May13 120302 2386 2390 2383 2383 -28 112 4,030 +29
Total Volume and Open Interest 20,665 163,172 +2,429
Coffee "C"(ICE)
Mar12 120302 202.85 202.85 200.90 201.65 -2.35 47 365 -41
May12 120302 204.10 204.75 200.75 201.80 -2.30 12,449 75,133 +1,222
Jul12 120302 207.60 207.60 203.50 204.45 -2.30 2,757 28,910 +349
Sep12 120302 209.50 209.50 206.00 207.05 -2.20 817 16,722 +193
Dec12 120302 211.95 211.95 209.30 209.90 -2.35 741 11,380 +125
Mar13 120302 214.40 214.40 211.90 212.30 -2.40 259 2,292 +201
Total Volume and Open Interest 17,110 135,873 +2,050
Orange Juice(ICE)
Mar12 120302 197.10 197.10 197.10 197.10 +4.40 271 677 -126
May12 120302 188.85 193.70 187.75 190.35 +2.60 1,294 18,592 +403
Jul12 120302 182.90 186.50 182.90 184.25 +1.30 171 1,325 -63
Sep12 120302 178.00 180.50 178.00 179.95 +1.30 60 881 -11
Nov12 120302 171.15 172.95 170.00 172.40 +1.65 94 473 +59
Jan13 120302 170.80 170.80 170.80 170.80 +1.65 0 30 +0
Total Volume and Open Interest 1,890 21,982 +262
Sugar #11(ICE)
May12 120302 24.85 25.16 24.63 24.96 +0.11 63,151 252,610 -128
Jul12 120302 24.25 24.39 23.91 24.23 +0.03 35,165 208,462 +3,222
Oct12 120302 24.36 24.43 24.05 24.27 -0.09 17,713 102,961 +3,032
Mar13 120302 24.88 24.95 24.61 24.78 -0.14 7,426 78,110 +198
May13 120302 24.40 24.44 24.13 24.32 -0.13 3,907 14,493 +873
Jul13 120302 24.13 24.17 23.91 24.11 -0.11 1,415 16,850 +157
Oct13 120302 24.22 24.25 24.02 24.22 -0.09 1,133 17,606 +553
Mar14 120302 24.25 24.35 24.15 24.34 -0.07 415 12,645 +198
Total Volume and Open Interest 130,681 713,668 -10,079
London Cocoa(LCE)
Mar12 120302 1497 1497 1467 1470 -14 6,436 47,657 -2,533
May12 120302 1517 1519 1489 1495 -9 7,364 31,757 +635
Jul12 120302 1531 1531 1504 1509 -9 1,676 34,453 +2,060
Sep12 120302 1535 1535 1510 1515 -8 473 22,851 +148
Dec12 120302 1533 1533 1507 1513 -9 544 21,586 +250
Mar13 120302 1528 1528 1505 1510 -7 2,100 18,681 +1,148
May13 120302 1539 1539 1520 1520 -8 190 7,676 +0
Total Volume and Open Interest 19,052 187,855 +1,715
London Sugar(LCE)
May12 120302 650.50 656.60 644.60 653.10 +7.10 2,581 25,595 +331
Aug12 120302 635.10 640.10 628.90 636.90 +7.00 866 18,337 -130
Oct12 120302 631.00 633.60 625.00 631.00 +4.20 260 8,910 +130
Dec12 120302 632.80 635.30 627.10 632.90 +3.60 90 2,654 +41
Mar13 120302 637.10 638.20 630.30 635.70 +2.60 102 4,292 +35
Total Volume and Open Interest 4,081 60,199 +566
Cotton(ICE)
Mar12 120302 88.29 88.29 87.46 87.46 -1.00 13 218 -7
May12 120302 89.82 90.50 87.80 88.23 -1.44 11,290 90,887 -387
Jul12 120302 91.10 91.66 89.21 89.59 -1.46 3,601 49,693 +1,258
Oct12 120302 90.62 90.62 90.62 90.62 -1.26 0 87 +0
Dec12 120302 91.00 91.35 89.30 89.92 -0.96 1,459 29,166 +170
Mar13 120302 91.82 92.15 90.90 91.42 -0.86 126 1,500 +93
Total Volume and Open Interest 16,500 172,767 +1,135
Lumber(CME)
Mar12 120302 275.4 277.4 273.9 275.5 +4.8 348 1,160 -142
May12 120302 281.1 284.0 279.3 280.1 +1.0 398 5,774 +22
Jul12 120302 295.5 295.7 291.5 293.0 +1.4 157 1,839 +52
Sep12 120302 296.1 297.7 295.8 296.0 unch 45 1,046 +17
Total Volume and Open Interest 963 10,413 -44
Crude Oil(NYM)
Apr12 120302 108.75 109.03 105.80 106.70 -2.14 353,125 262,079 -1,713
May12 120302 109.19 109.41 106.28 107.17 -2.10 88,332 148,456 +11,887
Jun12 120302 109.65 109.80 106.82 107.64 -2.04 88,207 150,369 +8,139
Jul12 120302 109.92 110.10 107.09 107.96 -1.97 19,436 87,815 +2,252
Aug12 120302 109.64 109.66 107.39 108.06 -1.88 9,218 45,650 -435
Sep12 120302 109.80 109.80 107.19 108.05 -1.75 12,487 61,237 +1,817
Oct12 120302 108.86 109.20 107.14 107.95 -1.65 5,996 36,701 -405
Nov12 120302 107.83 107.89 107.15 107.83 -1.56 5,800 33,223 +287
Dec12 120302 109.17 109.30 106.83 107.71 -1.48 53,880 198,614 -1,612
Jan13 120302 108.33 108.33 107.10 107.52 -1.40 3,264 41,185 +741
Feb13 120302 106.75 107.25 106.52 107.23 -1.34 1,480 19,080 -47
Mar13 120302 106.90 106.92 106.00 106.82 -1.29 3,938 24,687 +429
Apr13 120302 106.31 106.31 106.31 106.31 -1.26 655 9,936 +146
May13 120302 105.40 106.25 105.21 105.75 -1.24 546 10,737 -177
Jun13 120302 106.32 106.32 104.55 105.18 -1.20 7,905 65,505 +106
Jul13 120302 104.57 104.57 104.57 104.57 -1.17 132 9,729 +49
Total Volume and Open Interest 691,115 1,543,447 +25,614
e-miNY Crude Oil(NYM)
Mar12 120217 102.300 103.525 102.250 103.250 +0.950 6,783 1,739 -348
Apr12 120302 108.675 109.025 105.775 106.700 -2.150 10,480 1,841 -433
May12 120302 109.200 109.400 106.300 107.175 -2.100 457 333 +19
Jun12 120302 109.875 109.875 107.050 107.650 -2.025 63 146 -8
Jul12 120302 109.700 109.700 107.925 107.950 -1.975 3 21 +1
Aug12 120302 108.050 108.050 108.050 108.050 -1.900 1 12 -1
Sep12 120302 108.050 108.050 108.050 108.050 -1.750 0 31 +0
Oct12 120302 107.950 107.950 107.950 107.950 -1.650 0 10 +0
Nov12 120302 107.825 107.825 107.825 107.825 -1.575 1 1 -1
Dec12 120302 107.700 107.700 107.700 107.700 -1.500 0 148 +0
Total Volume and Open Interest 11,009 2,674 -421
Heating Oil(NYM)
Apr12 120302 326.01 327.72 318.79 320.18 -7.35 96,465 94,902 -3,834
May12 120302 326.25 327.42 319.30 320.66 -6.67 45,846 42,485 -3,657
Jun12 120302 326.80 326.80 319.79 321.13 -6.06 46,997 54,790 -1,202
Jul12 120302 325.68 325.84 320.71 321.92 -5.80 11,601 22,483 +618
Aug12 120302 326.33 326.33 322.17 322.59 -5.72 5,463 11,373 +229
Sep12 120302 325.13 325.31 322.88 323.15 -5.69 4,956 14,608 +413
Oct12 120302 326.75 326.75 322.33 323.73 -5.57 845 5,413 -67
Nov12 120302 325.64 325.64 323.95 324.26 -5.54 709 3,864 +275
Dec12 120302 328.23 328.52 323.30 324.62 -5.49 6,003 28,765 -360
Jan13 120302 327.56 327.56 324.80 324.80 -5.44 41 3,846 +1
Feb13 120302 325.53 325.53 324.15 324.15 -5.49 5 775 +3
Mar13 120302 323.60 323.60 321.75 321.75 -5.49 13 1,135 -7
Total Volume and Open Interest 218,955 284,941 -16,801
Gasoline(NYMEX)
Apr12 120302 332.00 333.42 326.50 327.21 -7.96 54,983 113,393 +27
May12 120302 331.21 332.16 326.00 326.79 -7.46 28,730 58,413 +2,048
Jun12 120302 329.10 329.10 323.34 324.17 -6.73 19,998 53,355 -1,374
Jul12 120302 324.00 324.10 319.56 320.51 -6.14 10,052 34,909 -485
Aug12 120302 319.33 319.33 315.15 316.08 -5.63 6,105 22,080 -30
Sep12 120302 313.21 313.86 309.86 310.97 -5.20 6,239 16,140 +375
Oct12 120302 296.00 297.30 293.70 295.07 -4.75 2,906 15,207 +863
Nov12 120302 290.79 290.80 289.95 290.11 -4.55 1,793 6,224 +19
Dec12 120302 289.00 289.29 286.42 287.04 -4.36 2,047 18,056 -74
Jan13 120302 286.19 286.19 285.72 285.72 -4.18 399 4,831 -137
Total Volume and Open Interest 133,452 350,909 -5,644
e-miNY RBOB Gasoline(NYM)
Apr12 120302 333.50 333.50 327.20 327.20 -8.00      
May12 120302 326.80 326.80 326.79 326.80 -7.50      
Jun12 120302 324.20 324.20 324.17 324.20 -6.70      
Jul12 120302 320.50 320.51 320.50 320.50 -6.20      
Total Volume and Open Interest 1 1 -1
Natural Gas(NYM)
Apr12 120302 2.472 2.505 2.461 2.484 +0.021 156,551 199,913 -10,923
May12 120302 2.598 2.621 2.578 2.600 +0.021 54,096 248,128 +31
Jun12 120302 2.690 2.711 2.671 2.692 +0.023 25,386 76,343 -312
Jul12 120302 2.758 2.785 2.750 2.773 +0.029 17,063 107,128 +365
Aug12 120302 2.796 2.824 2.788 2.807 +0.028 10,912 40,323 +1,326
Sep12 120302 2.804 2.829 2.801 2.817 +0.026 11,793 63,678 +304
Oct12 120302 2.869 2.894 2.844 2.872 +0.026 22,434 119,489 +544
Nov12 120302 3.023 3.063 3.023 3.050 +0.029 4,327 47,337 +875
Dec12 120302 3.349 3.364 3.325 3.345 +0.025 3,673 46,046 +137
Jan13 120302 3.480 3.500 3.460 3.481 +0.022 8,693 61,658 +53
Feb13 120302 3.495 3.506 3.475 3.495 +0.022 1,899 17,748 +92
Mar13 120302 3.482 3.485 3.458 3.474 +0.021 2,356 28,042 +458
Apr13 120302 3.450 3.455 3.435 3.446 +0.024 3,211 38,051 -301
May13 120302 3.492 3.494 3.473 3.487 +0.024 148 10,000 +28
Jun13 120302 3.539 3.539 3.533 3.536 +0.024 210 3,868 +19
Jul13 120302 3.582 3.583 3.575 3.579 +0.024 186 4,461 +47
Total Volume and Open Interest 324,717 1,197,308 -7,073
Brent Crude Oil(ICE)
Apr12 120302 126.16 126.16 123.12 123.65 -2.55 256,360 213,084 +4,536
May12 120302 124.92 124.92 122.11 122.61 -2.35 141,866 148,973 -664
Jun12 120302 123.92 123.96 121.37 121.90 -2.19 108,622 126,907 -7,349
Jul12 120302 123.48 123.48 120.70 121.23 -2.10 45,217 58,895 +743
Aug12 120302 122.33 122.39 119.97 120.54 -1.99 22,545 49,523 +592
Sep12 120302 121.42 121.52 119.13 119.75 -1.86 17,917 64,537 -1,717
Oct12 120302 120.57 120.72 118.34 119.00 -1.73 13,772 37,676 +2,042
Nov12 120302 119.24 119.35 117.65 118.32 -1.60 8,817 24,108 +714
Dec12 120302 119.12 119.16 116.92 117.62 -1.50 44,153 104,636 -3,402
Jan13 120302 117.50 117.50 116.94 116.94 -1.42 3,678 16,887 -152
Feb13 120302 117.00 117.00 116.25 116.25 -1.35 2,446 8,879 -322
Mar13 120302 115.54 115.54 115.54 115.54 -1.29 1,292 8,509 -459
Apr13 120302 114.83 114.83 114.83 114.83 -1.24 749 5,739 +264
May13 120302 114.07 114.07 114.07 114.07 -1.20 496 5,522 -49
Total Volume and Open Interest 688,077 1,043,867 -4,297
Gas Oil(ICE)
Mar12 120302 1026.50 1026.75 1003.50 1010.50 +1.00 58,652 75,627 -13,972
Apr12 120302 1027.00 1029.25 1005.75 1013.00 +2.00 134,068 140,367 +7,258
May12 120302 1028.75 1028.75 1007.50 1015.00 +2.75 75,620 68,567 -1,434
Jun12 120302 1027.50 1027.50 1008.50 1016.00 +3.00 56,275 58,923 -2,330
Jul12 120302 1027.75 1027.75 1009.00 1016.75 +2.75 12,096 30,175 -842
Aug12 120302 1027.50 1027.50 1011.50 1017.00 +2.75 6,818 20,647 +345
Sep12 120302 1022.50 1024.25 1010.75 1016.25 +2.75 6,178 20,890 -534
Oct12 120302 1024.00 1024.00 1010.00 1014.50 +3.00 2,360 14,717 +86
Nov12 120302 1020.75 1020.75 1006.50 1011.50 +2.75 1,794 10,688 -206
Dec12 120302 1017.00 1018.00 1001.75 1008.75 +2.50 13,832 40,148 +1,096
Total Volume and Open Interest 374,843 544,056 -9,583
Ethanol(CBOT)
Mar12 120302 2.254 2.260 2.254 2.260 -0.004 102 188 -125
Apr12 120302 2.270 2.289 2.270 2.287 +0.003 196 1,542 +10
May12 120302 2.305 2.308 2.296 2.303 -0.005 181 1,417 +87
Jun12 120302 2.295 2.328 2.295 2.325 -0.005 69 900 -17
Jul12 120302 2.332 2.348 2.332 2.342 -0.007 75 1,747 -33
Aug12 120302 2.320 2.335 2.315 2.327 -0.007 31 1,171 +12
Sep12 120302 2.280 2.293 2.275 2.290 -0.004 81 1,074 +11
Oct12 120302 2.188 2.200 2.188 2.196 -0.008 42 898 +10
Total Volume and Open Interest 883 11,343 -40
WTI Crude Oil(ICE)
Apr12 120302 108.90 108.91 105.80 106.70 -2.14 73,743 47,817 -1,761
May12 120302 109.27 109.30 106.29 107.17 -2.10 17,827 32,070 +973
Jun12 120302 109.77 109.77 106.74 107.64 -2.04 25,798 56,477 +1,459
Jul12 120302 110.05 110.05 107.06 107.96 -1.97 5,757 28,931 +538
Aug12 120302 109.27 109.27 107.23 108.06 -1.88 3,243 14,267 -508
Sep12 120302 109.85 109.85 107.13 108.05 -1.75 3,016 14,929 +950
Oct12 120302 108.92 108.92 107.02 107.95 -1.65 1,695 8,813 -148
Nov12 120302 108.70 108.70 106.91 107.83 -1.56 1,025 5,867 -161
Dec12 120302 108.56 108.79 106.80 107.71 -1.48 11,261 58,504 -426
Jan13 120302 107.52 107.52 107.52 107.52 -1.40 342 5,829 +39
Feb13 120302 107.23 107.23 107.23 107.23 -1.34 190 1,883 -4
Mar13 120302 106.82 106.82 106.82 106.82 -1.29 105 3,591 +7
Apr13 120302 106.31 106.31 106.31 106.31 -1.26 4 485 +0
May13 120302 105.75 105.75 105.75 105.75 -1.24 0 624 +0
Jun13 120302 104.65 105.18 104.65 105.18 -1.20 1,715 15,280 -340
Jul13 120302 104.57 104.57 104.57 104.57 -1.17 0 132 +0
Total Volume and Open Interest 149,502 380,643 +909
US Dollar Index(ICE)
Mar12 120302 78.825 79.515 78.790 79.463 +0.628 36,179 46,154 -1,440
Jun12 120302 79.235 79.860 79.235 79.798 +0.628 203 1,100 +96
Sep12 120302 80.177 80.177 80.177 80.177 +0.627      
Total Volume and Open Interest 36,382 47,254 -1,344
Australian Dollar(CME)
Mar12 120302 107.90 107.99 107.08 107.19 -0.54 178,246 163,267 +3,456
Jun12 120302 106.77 106.80 106.00 106.09 -0.54 1,071 1,554 +293
Sep12 120302 105.14 105.14 105.02 105.02 -0.55 12 140 +3
Total Volume and Open Interest 179,329 164,971 +3,752
British Pound(CME)
Mar12 120302 159.53 159.65 158.22 158.30 -1.20 139,306 170,943 -5,158
Jun12 120302 159.48 159.51 158.17 158.20 -1.19 2,082 2,238 +1,461
Sep12 120302 158.11 159.27 158.11 158.11 -1.16 20 24 +20
Total Volume and Open Interest 141,408 173,208 -3,677
Canadian Dollar(CME)
Mar12 120302 101.44 101.50 101.00 101.16 -0.26 158,499 131,496 +3,704
Jun12 120302 101.25 101.26 100.82 100.95 -0.26 1,524 5,465 +361
Sep12 120302 100.81 100.98 100.60 100.72 -0.26 57 1,865 +18
Dec12 120302 100.55 100.78 100.43 100.51 -0.27 719 2,366 +624
Total Volume and Open Interest 160,871 141,316 +4,763
Japanese Yen(CME)
Mar12 120302 123.27 123.34 122.14 122.25 -1.09 123,758 138,521 -6,530
Jun12 120302 123.30 123.46 122.26 122.36 -1.10 2,377 3,850 +653
Sep12 120302 122.60 123.60 122.50 122.50 -1.10 6 44 -4
Total Volume and Open Interest 126,141 142,429 -5,881
Swiss Franc(CME)
Mar12 120302 110.44 110.54 109.30 109.45 -0.95 62,283 48,834 -599
Jun12 120302 110.12 110.53 109.47 109.59 -0.94 3,029 5,859 +2,942
Sep12 120302 109.76 110.70 109.76 109.76 -0.94 2 9 +0
Total Volume and Open Interest 65,314 54,703 +2,343
EuroFX(CME)
Mar12 120302 133.17 133.34 131.88 132.06 -1.10 345,085 261,452 +1,225
Jun12 120302 133.22 133.38 131.97 132.14 -1.09 6,100 13,547 +2,709
Sep12 120302 132.83 133.32 132.16 132.25 -1.07 49 195 +3
Total Volume and Open Interest 351,274 275,227 +3,945
Mexican Peso(CME)
Mar12 120302 784.8 785.0 779.8 783.2 -0.8 54,438 142,354 -767
Apr12 120302 781.5 782.0 781.5 781.5 -0.5      
Total Volume and Open Interest 60,579 194,709 +4,931
Brazilian Real(CME)
Apr12 120302 575.70 575.70 573.15 575.70 -3.80 2,161 2,600 +653
May12 120302 572.10 572.10 572.10 572.10 -3.90      
Jun12 120302 572.95 572.95 568.50 568.50 -4.00 1,442 2,393 +1,494
Jul12 120302 565.25 565.25 565.25 565.25 -4.00      
Total Volume and Open Interest 3,603 18,543 -1,172
30-Year T-Bonds(CBOT)
Mar12 120302 142~010 143~020 141~290 142~210 +0~240 131,979 52,427 -45,399
Jun12 120302 140~200 141~200 140~150 141~070 +0~240 461,469 571,628 +25,940
Sep12 120302 140~000 140~040 139~120 140~040 +0~240 0 10 +0
Total Volume and Open Interest 593,448 624,065 -19,459
10-Year T-Notes(CBOT)
Mar12 120302 130~305 131~170 130~280 131~125 +0~160 492,967 193,861 -145,246
Jun12 120302 130~195 131~065 130~165 131~030 +0~180 1,507,587 1,700,487 +138,446
Sep12 120302 130~045 130~045 130~045 130~045 +0~180 1 1 +1
Total Volume and Open Interest 2,000,555 1,894,350 -6,799
5-Year T-Notes(CBOT)
Mar12 120302 123~034 123~071 123~028 123~063 +0~035 300,475 195,886 -96,940
Jun12 120302 123~016 123~057 123~010 123~049 +0~039 819,951 1,218,461 +73,781
Sep12 120302 122~073 122~073 122~034 122~073 +0~039      
Total Volume and Open Interest 1,120,426 1,414,347 -23,159
2 Year T-Notes(CBOT)
Mar12 120302 110~031 110~035 110~030 110~033 +0~003 121,745 140,031 -54,210
Jun12 120302 110~019 110~024 110~018 110~023 +0~005 321,135 801,233 +66,976
Sep12 120302 109~089 109~089 109~084 109~089 +0~005      
Total Volume and Open Interest 442,880 941,264 +12,766
Eurodollars(CME)
Mar12 120302 99.548 99.560 99.545 99.555 +0.010 196,096 893,212 +18,478
Jun12 120302 99.570 99.595 99.555 99.585 +0.020 249,119 1,107,776 -320
Sep12 120302 99.530 99.565 99.520 99.550 +0.020 232,809 895,121 +2,933
Dec12 120302 99.485 99.520 99.475 99.510 +0.025 260,438 899,327 -9,828
Mar13 120302 99.450 99.490 99.440 99.480 +0.035 224,362 700,123 +6,781
Jun13 120302 99.400 99.445 99.390 99.435 +0.040 202,022 606,061 +2,786
Sep13 120302 99.350 99.395 99.335 99.380 +0.040 165,241 607,707 -6,948
Dec13 120302 99.285 99.330 99.270 99.310 +0.040 181,183 553,921 +5,436
Mar14 120302 99.215 99.260 99.195 99.240 +0.040 131,409 441,412 +8,271
Jun14 120302 99.110 99.160 99.090 99.140 +0.045 125,078 300,852 -2,542
Sep14 120302 98.980 99.035 98.960 99.015 +0.050 104,062 264,120 -1,978
Dec14 120302 98.800 98.870 98.795 98.850 +0.050 113,926 309,356 +9,053
Mar15 120302 98.640 98.710 98.630 98.690 +0.055 66,929 214,326 +1,924
Jun15 120302 0.151 0.236 0.151 0.216 +0.060 60,531 190,522 +2,944
Sep15 120302 6.540 0.066 6.540 0.051 -6.489 47,372 123,387 +3,731
Dec15 120302 6.370 6.450 6.370 6.435 +0.065 37,156 126,444 +949
Mar16 120302 6.215 6.300 6.215 6.285 +0.065 12,853 71,812 +556
Jun16 120302 6.070 6.150 6.060 6.135 +0.070 13,911 81,037 +1,940
Total Volume and Open Interest 2,456,427 8,613,763 +45,915
30 Day Federal Funds(CBOT)
Mar12 120302 99.890 99.895 99.885 99.890 +0.005 1,115 59,978 -10
Apr12 120302 99.890 99.895 99.885 99.885 unch 3,138 43,982 +1,493
May12 120302 99.890 99.890 99.885 99.885 unch 2,085 47,473 +279
Jun12 120302 99.885 99.890 99.880 99.880 unch 1,209 32,850 +223
Jul12 120302 99.875 99.880 99.875 99.875 unch 1,353 39,387 +557
Aug12 120302 99.870 99.875 99.865 99.870 +0.005 649 34,477 +366
Total Volume and Open Interest 18,641 502,648 -63,533
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Mar12 120302 99.665 99.665 99.665 99.665 unch 0 58 +0
Jun12 120302 99.665 99.665 99.665 99.665 unch      
Sep12 120302 99.665 99.665 99.665 99.665 unch      
Dec12 120302 99.665 99.665 99.665 99.665 unch      
Mar13 120302 99.665 99.665 99.665 99.665 unch      
Jun13 120302 99.660 99.660 99.660 99.660 unch      
Sep13 120302 99.660 99.660 99.660 99.660 unch      
Dec13 120302 99.650 99.650 99.650 99.650 unch      
Mar14 120302 99.510 99.510 99.510 99.510 unch      
Jun14 120302 99.370 99.370 99.370 99.370 unch      
Total Volume and Open Interest 0 58 +0
3-Mth Euro-Yen(SGX)
Mar12 120301 99.67 99.67 99.67 99.67 unch 0 1,915 +0
Jun12 120301 99.67 99.67 99.67 99.67 unch 0 1,849 +0
Sep12 120301 99.67 99.67 99.67 99.67 unch 0 683 +0
Dec12 120301 99.67 99.67 99.67 99.67 unch 0 415 +0
Mar13 120301 99.67 99.67 99.67 99.67 unch 0 131 +0
Jun13 120301 99.66 99.66 99.66 99.66 unch 0 216 +0
Sep13 120301 99.66 99.66 99.66 99.66 unch 0 325 +0
Dec13 120301 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 120301 142.74 142.87 142.66 142.67 -0.05 4,193 25,138 -505
Jun12 120301 142.30 142.37 142.25 142.25 -0.04 103 174 +63
Sep12 120301 140.16 140.16 140.16 140.16 -0.04 0 5 +0
Total Volume and Open Interest 4,296 25,321 -442
Euro-Bund(EUREX)
Mar12 120302 139.50 140.16 139.39 140.06 +0.76 910,757 876,557 -29,888
Jun12 120302 137.76 138.44 137.68 138.35 +0.77 38,260 128,684 +23,434
Sep12 120302 137.59 137.76 137.59 137.76 +0.46 119 1 +0
Total Volume and Open Interest 949,136 1,005,242 -6,454
Euro-Bobl(EUREX)
Mar12 120302 125.43 125.80 125.39 125.75 +0.41 489,721 647,939 -49,846
Jun12 120302 123.81 124.18 123.80 124.15 +0.43 74,068 105,410 +8,655
Sep12 120302 124.00 124.00 124.00 124.00 +0.41 0 3 +0
Total Volume and Open Interest 563,789 753,352 -41,191
3-Mth Euribor(EUREX)
Mar12 120302 99.195 99.195 99.190 99.190 +0.050 62 1,661 -6
Jun12 120302 99.350 99.350 99.350 99.350 +0.045 49 1,302 +24
Sep12 120302 99.380 99.380 99.380 99.380 +0.050 101 1,079 +100
Total Volume and Open Interest 214 6,768 +119
Long Gilt(LIFFE)
Mar12 120302 115~21 116~16 115~21 116~15 +0~27 23,272 67,745 +1,251
Jun12 120302 114~13 115~08 114~08 115~04 +0~29 173,733 266,589 -4,066
Total Volume and Open Interest 197,005 334,334 -2,815
3-Mth Short Sterling(LIFFE)
Mar12 120302 98.98 99.03 98.97 99.03 +0.05 59,335 288,211 +4,359
Jun12 120302 99.07 99.17 99.05 99.16 +0.09 60,112 253,906 +4,933
Sep12 120302 99.09 99.20 99.07 99.19 +0.10 78,963 314,194 +23,400
Dec12 120302 99.07 99.19 99.06 99.18 +0.11 84,264 261,750 +31,281
Mar13 120302 99.05 99.17 99.04 99.16 +0.11 62,395 300,867 +695
Jun13 120302 99.00 99.12 98.99 99.12 +0.12 52,916 222,224 +4,523
Total Volume and Open Interest 521,632 2,160,998 +77,232
3-Mth Euribor(LIFFE)
Mar12 120302 99.145 99.205 99.140 99.190 +0.050 121,626 512,686 +2,069
Jun12 120302 99.310 99.360 99.305 99.350 +0.045 231,445 469,102 -5,064
Sep12 120302 99.330 99.385 99.325 99.380 +0.050 213,940 452,387 +18,872
Total Volume and Open Interest 1,059,053 3,390,910 +27,097
3-Mth Aus T-Bills(SFE)
Mar12 120302 95.55 95.57 95.53 95.54 -0.02 23,703 109,769 -21,306
Jun12 120302 95.72 95.73 95.67 95.68 -0.04 32,636 224,906 +2,184
Sep12 120302 95.80 95.81 95.75 95.76 -0.05 20,565 151,468 +2,718
Dec12 120302 95.82 95.83 95.77 95.78 -0.06 8,727 97,661 +482
Mar13 120302 95.83 95.83 95.76 95.76 -0.08 6,571 66,082 +2,252
Jun13 120302 95.78 95.78 95.72 95.72 -0.09 3,919 59,869 -301
Sep13 120302 95.73 95.73 95.67 95.67 -0.09 2,094 38,695 +1,052
Dec13 120302 95.66 95.67 95.60 95.60 -0.10 779 28,354 +133
Mar14 120302 95.61 95.61 95.54 95.54 -0.11 721 3,807 +608
Jun14 120302 95.48 95.48 95.48 95.48 -0.12 20 540 +20
Total Volume and Open Interest 99,736 781,399 -12,157
10-Year Aus T-Bonds(SFE)
Mar12 120302 95.91 95.92 95.83 95.84 -0.07 63,127 381,125 +5,978
Jun12 120302 95.83 95.83 95.83 95.83 -0.08 12 11 +11
Total Volume and Open Interest 63,139 381,136 +5,989
3-Year Aus T-Bonds(SFE)
Mar12 120302 96.30 96.31 96.21 96.23 -0.07 201,362 512,424 +15,882
Jun12 120302 96.29 96.29 96.26 96.26 -0.07 27 127 +27
Total Volume and Open Interest 201,389 512,551 +15,909
Gold(CMX)
Apr12 120302 1719.7 1725.4 1705.4 1709.8 -12.4 343,493 252,192 -17,991
Jun12 120302 1721.8 1727.6 1708.1 1712.6 -12.4 13,521 65,522 +30
Aug12 120302 1725.6 1729.3 1714.2 1715.2 -12.4 3,242 25,230 +437
Oct12 120302 1731.2 1731.2 1714.0 1717.5 -12.5 341 11,341 +144
Dec12 120302 1733.7 1735.2 1716.2 1719.9 -12.5 3,225 31,603 +129
Feb13 120302 1722.2 1726.7 1722.2 1722.2 -12.6 1,026 14,630 +87
Apr13 120302 1724.6 1724.6 1724.6 1724.6 -12.7 322 4,246 +116
Jun13 120302 1727.5 1727.6 1727.5 1727.5 -12.9 420 9,367 -143
Aug13 120302 1730.6 1730.7 1730.6 1730.6 -13.1 0 279 +0
Oct13 120302 1733.9 1734.0 1733.9 1733.9 -13.3 0 1 +0
Dec13 120302 1742.8 1742.8 1737.5 1737.5 -13.4 345 11,007 +302
Total Volume and Open Interest 366,754 461,741 -17,303
Silver(CMX)
Mar12 120302 3550.0 3550.0 3438.0 3448.1 -113.0 4,321 2,181 -1,081
May12 120302 3553.0 3556.0 3437.5 3452.5 -113.6 114,770 64,280 -1,163
Jul12 120302 3550.5 3553.5 3446.0 3458.1 -113.7 4,876 11,449 +612
Sep12 120302 3525.0 3538.0 3462.4 3462.4 -113.8 961 4,982 +349
Dec12 120302 3552.0 3552.0 3467.9 3467.9 -114.0 1,571 13,715 +209
Mar13 120302 3557.0 3557.0 3470.6 3470.6 -114.0 286 1,756 +67
May13 120302 3471.2 3471.2 3471.2 3471.2 -114.1 0 1,088 +0
Total Volume and Open Interest 127,562 114,827 -1,039
Platinum(NYMEX)
Apr12 120302 1700.5 1714.8 1689.3 1691.7 -9.4 15,976 39,062 -789
Jul12 120302 1710.0 1718.5 1695.3 1696.6 -9.3 907 5,638 +593
Oct12 120302 1712.0 1712.9 1700.5 1700.5 -8.5 35 467 +29
Jan13 120302 1703.5 1703.5 1703.5 1703.5 -8.5 4 7 +4
Total Volume and Open Interest 16,936 45,178 -159
Palladium(NYMEX)
Mar12 120302 59.19 64.24 55.44 55.44 -4.20 370 566 -79
Jun12 120302 62.74 67.64 54.64 57.19 -4.20 5,592 21,020 +132
Sep12 120302 64.94 64.94 58.59 58.59 -4.25 3 330 +3
Total Volume and Open Interest 5,967 21,920 +56
Copper(CMX)
Mar12 120302 392.90 394.20 388.75 389.55 -2.90 6,575 6,841 -1,118
May12 120302 393.15 394.95 388.90 390.30 -2.85 60,543 81,651 +411
Jul12 120302 394.05 395.10 390.00 391.30 -2.75 2,007 31,914 -12
Sep12 120302 393.70 393.70 391.15 392.25 -2.75 1,036 12,164 +488
Dec12 120302 395.60 395.60 392.80 393.05 -2.70 515 8,740 +69
Total Volume and Open Interest 71,193 153,141 -171
DJIA Index(CBOT)
Mar12 120302 12984 12988 12925 12968 -5 221 13,121 +59
Jun12 120302 12896 12901 12896 12896 -5 2 307 +1
Sep12 120302 12833 12838 12833 12833 -5      
Dec12 120302 12756 12761 12756 12756 -5      
Total Volume and Open Interest 223 13,428 +60
E-mini DJIA Index(CBOT)
Mar12 120302 12974 12994 12912 12968 -5 144,503 109,076 -2,523
Jun12 120302 12893 12901 12842 12896 -5 137 285 +24
Sep12 120302 12869 12869 12750 12833 -5 4 23 +0
Dec12 120302 12753 12756 12753 12756 -5 0 14 +0
Total Volume and Open Interest 144,644 109,398 -2,499
S & P 500(CME)
Mar12 120302 1374.40 1376.90 1365.00 1368.80 -5.70 14,065 232,531 -1,170
Jun12 120302 1365.50 1367.60 1360.00 1362.90 -5.70 220 11,043 -48
Sep12 120302 1356.80 1359.60 1354.30 1356.80 -5.80 7 1,021 +6
Dec12 120302 1350.40 1353.20 1347.90 1350.40 -5.80 0 602 +0
Total Volume and Open Interest 14,292 245,197 -1,212
S & P 500 E-Mini(Globex)
Mar12 120302 1374.50 1377.00 1365.00 1368.75 -5.75 2,280,683 2,767,710 +31,212
Jun12 120302 1369.00 1371.00 1359.25 1363.00 -5.50 16,631 101,408 +10,346
Total Volume and Open Interest 2,297,361 2,869,507 +41,586
NASDAQ 100(CME)
Mar12 120302 2643.80 2649.30 2632.50 2643.50 +0.20 250 17,932 -32
Jun12 120302 2642.00 2643.00 2632.00 2638.00 +0.50 0 580 +0
Sep12 120302 2635.50 2635.50 2635.00 2635.50 +0.50      
Total Volume and Open Interest 250 18,512 -32
NASDAQ 100 E-Mini(Globex)
Mar12 120302 2644.50 2650.00 2632.80 2643.50 +0.20 258,510 477,646 -2,350
Jun12 120302 2640.50 2644.00 2627.80 2638.00 +0.50 476 1,320 +83
Total Volume and Open Interest 258,986 478,989 -2,267
S & P Midcap 400(CME)
Mar12 120302 975.50 975.50 975.50 975.50 -11.20 0 2,401 +0
Jun12 120302 973.00 973.00 973.00 973.00 -11.10      
Sep12 120302 971.00 971.00 971.00 971.00 -11.10      
Total Volume and Open Interest 0 2,401 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar12 120302 9835 9850 9740 9815 +25 6,830 36,100 +150
Jun12 120302 9780 9790 9710 9760 +30 138 743 +29
Total Volume and Open Interest 6,968 36,843 +179
Nikkei 225(SGX)
Mar12 120302 9780 9815 9775 9775 +95 159,888 224,680 -1,024
Jun12 120302 9705 9735 9700 9700 +100 3,475 19,254 +2,357
Sep12 120302 9700 9700 9700 9700 +100 0 30 +0
Total Volume and Open Interest 163,659 251,573 +1,364
CAC 40(EURONEXT)
Mar12 120302 3510.5 3515.0 3491.5 3500.5 unch 119,533 361,066 +4,589
Apr12 120302 3502.0 3507.0 3487.0 3493.0 unch 275 11,926 -7
May12 120302 3433.0 3433.0 3433.0 3433.0 unch      
Total Volume and Open Interest 119,819 373,197 +4,593
Hang Seng Index(HKFE)
Mar12 120302 21533 21596 21484 21534 +217 73,961 101,547 +2,097
Apr12 120302 21678 21678 21482 21535 +215 1,117 634 +634
Total Volume and Open Interest 75,225 106,476 -9,884
DAX(EUREX)
Mar12 120302 6962.0 6965.0 6898.5 6925.0 -9.0 169,077 158,299 +2,577
Jun12 120302 6973.0 6975.5 6914.5 6938.0 -9.0 1,403 8,000 +162
Sep12 120302 6966.5 6970.0 6933.0 6945.5 -10.0 97 512 +27
Total Volume and Open Interest 170,577 166,811 +2,766
FT-SE 100(EURONEXT)
Mar12 120302 5922.00 5930.00 5877.00 5898.00 -16.50 172,225 634,193 -9,930
Jun12 120302 5864.00 5864.50 5839.00 5846.50 -16.50 15,419 24,576 +13,256
Sep12 120302 5808.00 5808.00 5808.00 5808.00 -17.50 10 20 +10
Total Volume and Open Interest 187,655 658,806 +3,337
SPI 200(SFE)
Mar12 120302 4249.0 4290.0 4235.0 4278.0 +29.0 38,580 203,971 -3,283
Jun12 120302 4292.0 4300.0 4280.0 4292.0 +29.0 310 2,938 +77
Sep12 120302 4259.0 4259.0 4259.0 4259.0 +28.0 305 1,777 +166
Total Volume and Open Interest 39,213 209,937 -3,049
GSCI(CME)
Mar12 120302 711.00 711.00 703.50 703.50 -9.50 491 9,305 -173
Apr12 120302 712.00 712.00 705.00 705.00 -9.20 2 50 +0
May12 120302 706.00 706.00 706.00 706.00 -9.75      
Total Volume and Open Interest 493 9,355 -173
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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