|
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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