|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed January 05, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
110105 |
1362.00 |
1387.25 |
1354.00 |
1386.00 |
+25.00 |
5,881 |
12,324 |
-2,696 |
Mar11 |
110105 |
1372.00 |
1395.00 |
1362.00 |
1393.50 |
+24.00 |
107,465 |
302,760 |
-3,570 |
May11 |
110105 |
1379.00 |
1402.50 |
1369.75 |
1400.50 |
+23.50 |
24,332 |
89,438 |
+3,594 |
Jul11 |
110105 |
1383.00 |
1404.75 |
1372.00 |
1402.25 |
+22.50 |
19,678 |
75,079 |
+784 |
Aug11 |
110105 |
1352.00 |
1373.50 |
1352.00 |
1373.50 |
+20.25 |
317 |
2,263 |
-39 |
Sep11 |
110105 |
1307.50 |
1333.00 |
1307.50 |
1333.00 |
+19.25 |
176 |
2,646 |
+14 |
Nov11 |
110105 |
1278.25 |
1298.25 |
1269.00 |
1295.50 |
+18.00 |
14,854 |
117,189 |
-1,196 |
Total Volume and Open Interest |
173,477 |
622,611 |
-2,975 |
Soybean Meal(CBOT) |
Jan11 |
110105 |
364.70 |
369.90 |
361.70 |
369.30 |
+4.60 |
3,362 |
2,564 |
-713 |
Mar11 |
110105 |
367.40 |
373.80 |
364.50 |
373.00 |
+5.20 |
35,591 |
97,234 |
+1,309 |
May11 |
110105 |
369.20 |
374.90 |
366.10 |
374.10 |
+4.70 |
11,170 |
27,154 |
-990 |
Jul11 |
110105 |
369.20 |
375.00 |
366.50 |
374.10 |
+4.20 |
4,849 |
22,441 |
-211 |
Aug11 |
110105 |
358.00 |
364.00 |
358.00 |
363.50 |
+3.50 |
346 |
6,331 |
-30 |
Sep11 |
110105 |
351.40 |
351.70 |
346.70 |
351.70 |
+2.80 |
424 |
5,650 |
+41 |
Oct11 |
110105 |
331.60 |
334.90 |
329.20 |
334.80 |
+1.80 |
588 |
5,215 |
+93 |
Dec11 |
110105 |
329.20 |
332.50 |
326.30 |
332.20 |
+1.70 |
2,294 |
20,565 |
+160 |
Total Volume and Open Interest |
58,696 |
190,035 |
-332 |
Soybean Oil(CBOT) |
Jan11 |
110105 |
56.43 |
57.38 |
56.00 |
57.25 |
+0.92 |
5,241 |
4,029 |
-1,881 |
Mar11 |
110105 |
56.98 |
57.90 |
56.40 |
57.76 |
+0.91 |
51,287 |
203,280 |
-790 |
May11 |
110105 |
57.50 |
58.31 |
56.84 |
58.21 |
+0.93 |
12,078 |
57,885 |
+1,381 |
Jul11 |
110105 |
57.54 |
58.52 |
57.02 |
58.40 |
+0.95 |
6,379 |
48,353 |
+862 |
Aug11 |
110105 |
57.21 |
58.45 |
57.20 |
58.40 |
+1.01 |
341 |
4,864 |
-40 |
Sep11 |
110105 |
57.20 |
58.43 |
57.20 |
58.36 |
+1.07 |
515 |
5,761 |
-9 |
Oct11 |
110105 |
56.89 |
58.31 |
56.80 |
58.21 |
+1.13 |
620 |
7,982 |
+166 |
Dec11 |
110105 |
57.14 |
58.25 |
56.62 |
58.19 |
+1.16 |
2,072 |
26,080 |
+0 |
Total Volume and Open Interest |
78,618 |
359,216 |
-270 |
Canola(WCE) |
Jan11 |
110105 |
579.1 |
590.0 |
579.1 |
584.6 |
+3.8 |
135 |
675 |
-196 |
Mar11 |
110105 |
581.5 |
594.5 |
581.2 |
589.1 |
+3.3 |
7,634 |
124,331 |
-347 |
May11 |
110105 |
591.0 |
601.0 |
586.0 |
594.9 |
+4.3 |
1,014 |
10,940 |
+151 |
Jul11 |
110105 |
583.0 |
599.3 |
583.0 |
595.3 |
+4.3 |
457 |
17,259 |
+312 |
Nov11 |
110105 |
531.0 |
535.0 |
523.3 |
532.2 |
+1.3 |
677 |
37,309 |
+105 |
Total Volume and Open Interest |
10,102 |
193,578 |
+181 |
Corn(CBOT) |
Mar11 |
110105 |
609.00 |
619.75 |
600.25 |
619.25 |
+10.75 |
177,112 |
719,829 |
-9,783 |
May11 |
110105 |
617.00 |
629.50 |
608.75 |
627.50 |
+10.75 |
25,218 |
212,185 |
+3,384 |
Jul11 |
110105 |
621.00 |
632.00 |
612.50 |
631.75 |
+11.00 |
30,103 |
231,827 |
+849 |
Sep11 |
110105 |
575.75 |
589.00 |
568.25 |
587.50 |
+11.50 |
2,763 |
43,469 |
+270 |
Dec11 |
110105 |
544.00 |
559.50 |
538.00 |
558.25 |
+14.75 |
31,225 |
271,052 |
-1,815 |
Mar12 |
110105 |
551.75 |
566.50 |
546.50 |
566.50 |
+14.75 |
2,077 |
21,865 |
+488 |
Total Volume and Open Interest |
271,924 |
1,546,155 |
-6,020 |
Wheat(CBOT) |
Mar11 |
110105 |
792.75 |
810.25 |
776.00 |
808.25 |
+19.00 |
42,111 |
228,131 |
-2,807 |
May11 |
110105 |
820.75 |
836.75 |
804.00 |
835.00 |
+18.75 |
10,936 |
68,120 |
-93 |
Jul11 |
110105 |
832.25 |
848.50 |
815.50 |
846.25 |
+19.00 |
8,266 |
108,521 |
+781 |
Sep11 |
110105 |
832.50 |
863.75 |
830.50 |
862.00 |
+20.75 |
1,168 |
19,741 |
+345 |
Dec11 |
110105 |
857.50 |
879.25 |
844.00 |
876.00 |
+21.00 |
3,881 |
59,015 |
+873 |
Total Volume and Open Interest |
66,645 |
498,538 |
-769 |
Wheat(KCBT) |
Mar11 |
110105 |
853.00 |
874.50 |
839.25 |
873.25 |
+24.00 |
13,651 |
111,596 |
-734 |
May11 |
110105 |
861.50 |
883.50 |
850.50 |
882.75 |
+24.50 |
3,925 |
29,824 |
+1,280 |
Jul11 |
110105 |
864.75 |
888.50 |
855.00 |
887.50 |
+23.25 |
2,998 |
53,872 |
+283 |
Sep11 |
110105 |
865.25 |
896.50 |
862.75 |
896.50 |
+23.75 |
300 |
13,672 |
+16 |
Dec11 |
110105 |
877.00 |
903.75 |
871.00 |
903.75 |
+23.50 |
432 |
10,638 |
+43 |
Total Volume and Open Interest |
21,331 |
221,870 |
+901 |
Wheat(MGE) |
Mar11 |
110105 |
877.00 |
900.75 |
866.00 |
899.00 |
+22.75 |
4,228 |
27,982 |
-832 |
May11 |
110105 |
884.00 |
907.50 |
874.00 |
906.00 |
+21.75 |
1,391 |
13,181 |
+529 |
Jul11 |
110105 |
887.50 |
908.50 |
876.00 |
907.00 |
+21.75 |
856 |
9,702 |
-150 |
Sep11 |
110105 |
877.00 |
900.00 |
870.00 |
899.75 |
+22.50 |
425 |
9,587 |
+60 |
Dec11 |
110105 |
882.50 |
903.25 |
872.25 |
901.25 |
+19.75 |
559 |
8,402 |
+78 |
Total Volume and Open Interest |
7,493 |
70,282 |
-301 |
Oats(CBOT) |
Mar11 |
110105 |
392.75 |
393.00 |
378.75 |
389.25 |
-4.50 |
886 |
10,202 |
+336 |
May11 |
110105 |
394.50 |
398.00 |
385.00 |
393.50 |
-4.50 |
88 |
793 |
+53 |
Jul11 |
110105 |
393.00 |
395.00 |
386.00 |
392.50 |
-2.50 |
45 |
396 |
+11 |
Sep11 |
110105 |
350.25 |
360.00 |
349.00 |
360.00 |
+3.00 |
9 |
60 |
+3 |
Total Volume and Open Interest |
1,092 |
12,563 |
+195 |
Rough Rice(CBOT) |
Jan11 |
110105 |
13.69 |
14.02 |
13.69 |
13.82 |
-0.06 |
248 |
332 |
-89 |
Mar11 |
110105 |
14.12 |
14.17 |
13.90 |
14.08 |
-0.07 |
1,000 |
13,842 |
+40 |
May11 |
110105 |
14.44 |
14.44 |
14.18 |
14.36 |
-0.07 |
76 |
1,794 |
-1 |
Jul11 |
110105 |
14.45 |
14.70 |
14.44 |
14.62 |
-0.08 |
10 |
1,670 |
+0 |
Total Volume and Open Interest |
1,377 |
18,768 |
-23 |
Live Cattle(CME) |
Feb11 |
110105 |
106.385 |
106.900 |
105.980 |
106.635 |
+0.455 |
25,265 |
140,074 |
-4,753 |
Apr11 |
110105 |
110.300 |
110.900 |
109.885 |
110.550 |
+0.265 |
12,310 |
97,046 |
+2,730 |
Jun11 |
110105 |
108.135 |
108.600 |
107.785 |
108.250 |
+0.115 |
10,689 |
53,652 |
+3,477 |
Aug11 |
110105 |
108.330 |
108.785 |
107.930 |
108.600 |
+0.250 |
1,586 |
18,794 |
+238 |
Oct11 |
110105 |
110.550 |
110.900 |
110.150 |
110.750 |
+0.270 |
674 |
11,034 |
+52 |
Dec11 |
110105 |
111.580 |
111.950 |
111.250 |
111.885 |
+0.305 |
354 |
8,324 |
+166 |
Total Volume and Open Interest |
51,025 |
330,306 |
+2,004 |
Feeder Cattle(CME) |
Jan11 |
110105 |
120.850 |
121.230 |
120.500 |
120.980 |
-0.020 |
709 |
5,335 |
-270 |
Mar11 |
110105 |
122.550 |
122.850 |
122.000 |
122.400 |
unch |
2,367 |
23,708 |
-21 |
Apr11 |
110105 |
123.500 |
123.650 |
122.885 |
123.300 |
-0.100 |
984 |
5,447 |
+40 |
May11 |
110105 |
123.535 |
123.800 |
123.180 |
123.600 |
unch |
567 |
6,867 |
+125 |
Aug11 |
110105 |
124.550 |
124.650 |
124.080 |
124.650 |
+0.200 |
448 |
6,794 |
+194 |
Sep11 |
110105 |
124.150 |
124.300 |
123.650 |
124.300 |
unch |
102 |
627 |
+40 |
Oct11 |
110105 |
124.100 |
124.300 |
123.650 |
124.300 |
unch |
60 |
243 |
+32 |
Total Volume and Open Interest |
5,253 |
49,136 |
+154 |
Lean Hogs(CME) |
Feb11 |
110105 |
77.350 |
78.680 |
77.100 |
78.035 |
+0.735 |
17,147 |
76,325 |
-3,540 |
Apr11 |
110105 |
81.785 |
82.785 |
81.500 |
82.180 |
+0.295 |
8,425 |
58,294 |
+1,306 |
May11 |
110105 |
89.450 |
90.300 |
89.135 |
90.135 |
+0.285 |
74 |
1,791 |
+10 |
Jun11 |
110105 |
91.800 |
92.750 |
91.400 |
92.350 |
+0.700 |
3,315 |
37,657 |
+872 |
Jul11 |
110105 |
91.230 |
92.180 |
91.150 |
91.830 |
+0.380 |
773 |
9,045 |
+52 |
Aug11 |
110105 |
91.035 |
91.800 |
90.930 |
91.350 |
-0.100 |
1,379 |
10,577 |
+216 |
Oct11 |
110105 |
81.450 |
82.050 |
81.330 |
81.785 |
-0.115 |
479 |
7,375 |
+114 |
Dec11 |
110105 |
78.350 |
78.600 |
77.850 |
78.550 |
+0.300 |
213 |
3,231 |
+33 |
Total Volume and Open Interest |
31,869 |
205,296 |
-882 |
Class III Milk(CME) |
Jan11 |
110105 |
13.17 |
13.23 |
13.16 |
13.21 |
+0.03 |
363 |
5,089 |
+128 |
Feb11 |
110105 |
13.72 |
13.85 |
13.64 |
13.72 |
+0.03 |
266 |
5,330 |
+69 |
Mar11 |
110105 |
14.03 |
14.29 |
14.03 |
14.13 |
+0.06 |
208 |
3,830 |
+130 |
Apr11 |
110105 |
14.56 |
14.90 |
14.56 |
14.75 |
+0.14 |
68 |
2,758 |
+26 |
May11 |
110105 |
14.80 |
15.13 |
14.78 |
15.00 |
+0.22 |
38 |
2,501 |
+17 |
Total Volume and Open Interest |
1,155 |
29,741 |
+491 |
Cocoa(ICE) |
Mar11 |
110105 |
2925 |
2929 |
2822 |
2852 |
-80 |
14,352 |
69,332 |
-157 |
May11 |
110105 |
2934 |
2943 |
2848 |
2875 |
-78 |
1,982 |
23,649 |
+867 |
Jul11 |
110105 |
2934 |
2934 |
2867 |
2892 |
-75 |
447 |
12,730 |
+142 |
Sep11 |
110105 |
2960 |
2960 |
2880 |
2909 |
-71 |
237 |
7,321 |
-70 |
Dec11 |
110105 |
2977 |
2977 |
2907 |
2929 |
-69 |
168 |
13,349 |
+76 |
Mar12 |
110105 |
2978 |
2997 |
2978 |
2997 |
-73 |
68 |
10,926 |
-1 |
May12 |
110105 |
2992 |
2995 |
2992 |
2995 |
-70 |
28 |
4,612 |
+17 |
Total Volume and Open Interest |
17,286 |
143,807 |
+877 |
Coffee "C"(ICE) |
Mar11 |
110105 |
234.10 |
237.90 |
230.00 |
233.00 |
-1.95 |
17,011 |
88,991 |
-1,671 |
May11 |
110105 |
235.75 |
238.90 |
232.25 |
234.55 |
-2.00 |
4,861 |
28,311 |
+683 |
Jul11 |
110105 |
234.65 |
239.05 |
231.55 |
234.40 |
-1.65 |
1,368 |
10,432 |
+279 |
Sep11 |
110105 |
230.50 |
235.85 |
228.95 |
231.40 |
-1.25 |
184 |
4,548 |
+41 |
Dec11 |
110105 |
224.60 |
231.10 |
224.60 |
226.80 |
-1.35 |
208 |
7,055 |
+76 |
Mar12 |
110105 |
220.40 |
226.00 |
220.40 |
221.85 |
-1.25 |
49 |
714 |
-1 |
Total Volume and Open Interest |
23,732 |
140,740 |
-566 |
Orange Juice(ICE) |
Jan11 |
110105 |
181.95 |
181.95 |
181.95 |
181.95 |
+4.40 |
72 |
1,385 |
-31 |
Mar11 |
110105 |
169.25 |
174.25 |
167.00 |
172.75 |
+3.50 |
2,114 |
21,764 |
+346 |
May11 |
110105 |
168.00 |
173.70 |
168.00 |
172.50 |
+2.35 |
279 |
5,369 |
+104 |
Jul11 |
110105 |
169.50 |
174.65 |
169.50 |
171.45 |
+0.95 |
22 |
2,474 |
-2 |
Sep11 |
110105 |
170.65 |
171.70 |
170.40 |
170.95 |
-0.50 |
2 |
457 |
+0 |
Nov11 |
110105 |
171.00 |
171.60 |
171.00 |
171.25 |
-1.15 |
18 |
559 |
+2 |
Total Volume and Open Interest |
2,507 |
32,031 |
+419 |
Sugar #11(ICE) |
Mar11 |
110105 |
31.08 |
32.41 |
30.45 |
32.20 |
+1.20 |
75,605 |
228,837 |
-4,659 |
May11 |
110105 |
28.44 |
29.46 |
27.88 |
29.29 |
+0.99 |
31,045 |
117,688 |
+1,304 |
Jul11 |
110105 |
25.45 |
26.48 |
25.20 |
26.29 |
+0.84 |
19,713 |
103,864 |
-1,173 |
Oct11 |
110105 |
23.79 |
24.56 |
23.33 |
24.39 |
+0.77 |
8,424 |
60,521 |
-147 |
Mar12 |
110105 |
23.00 |
23.70 |
22.53 |
23.52 |
+0.81 |
4,217 |
48,071 |
+342 |
Total Volume and Open Interest |
142,191 |
607,185 |
-3,973 |
London Cocoa(LCE) |
Mar11 |
110105 |
1958 |
1962 |
1914 |
1934 |
-28 |
5,325 |
64,392 |
+0 |
May11 |
110105 |
1966 |
1975 |
1921 |
1942 |
-33 |
2,252 |
24,559 |
+200 |
Jul11 |
110105 |
1965 |
1968 |
1934 |
1956 |
-33 |
1,920 |
22,069 |
+812 |
Sep11 |
110105 |
1998 |
1998 |
1947 |
1970 |
-28 |
1,470 |
14,496 |
+607 |
Dec11 |
110105 |
1984 |
1985 |
1959 |
1980 |
-28 |
573 |
22,181 |
+170 |
Mar12 |
110105 |
1999 |
1999 |
1967 |
1988 |
-31 |
465 |
19,927 |
+362 |
May12 |
110105 |
2001 |
2001 |
1994 |
1994 |
-28 |
19 |
3,508 |
+0 |
Total Volume and Open Interest |
16,468 |
170,349 |
+944 |
London Sugar(LCE) |
Mar11 |
110105 |
760.80 |
781.70 |
749.00 |
775.90 |
+15.10 |
3,784 |
26,753 |
-437 |
May11 |
110105 |
736.20 |
753.80 |
723.20 |
749.40 |
+17.20 |
1,404 |
10,120 |
-31 |
Aug11 |
110105 |
678.00 |
694.50 |
666.20 |
692.80 |
+22.80 |
493 |
7,645 |
+42 |
Oct11 |
110105 |
617.00 |
639.90 |
616.50 |
639.70 |
+26.20 |
195 |
2,444 |
+52 |
Dec11 |
110105 |
597.00 |
623.90 |
596.60 |
621.20 |
+27.70 |
71 |
960 |
+29 |
Total Volume and Open Interest |
5,998 |
48,570 |
-301 |
Cotton(ICE) |
Mar11 |
110105 |
143.50 |
147.78 |
142.05 |
145.20 |
+1.42 |
9,363 |
102,774 |
+56 |
May11 |
110105 |
137.89 |
141.89 |
136.37 |
140.11 |
+2.22 |
4,679 |
23,736 |
+257 |
Jul11 |
110105 |
129.99 |
133.49 |
128.05 |
131.16 |
+1.67 |
1,485 |
31,264 |
+124 |
Oct11 |
110105 |
112.00 |
112.00 |
112.00 |
112.00 |
+0.05 |
1 |
172 |
-1 |
Dec11 |
110105 |
99.60 |
101.00 |
98.95 |
100.02 |
+0.51 |
1,054 |
47,100 |
-242 |
Mar12 |
110105 |
94.80 |
95.50 |
94.60 |
95.39 |
+0.97 |
70 |
1,054 |
+19 |
Total Volume and Open Interest |
16,933 |
207,895 |
+435 |
Lumber(CME) |
Jan11 |
110105 |
308.1 |
319.0 |
306.4 |
313.0 |
+8.0 |
312 |
947 |
-119 |
Mar11 |
110105 |
322.5 |
330.1 |
322.2 |
330.1 |
+10.0 |
1,136 |
7,347 |
+227 |
May11 |
110105 |
332.7 |
345.9 |
332.7 |
344.9 |
+9.0 |
352 |
2,436 |
+132 |
Jul11 |
110105 |
338.6 |
346.5 |
338.6 |
345.8 |
+8.3 |
148 |
918 |
+105 |
Total Volume and Open Interest |
1,951 |
11,783 |
+344 |
Crude Oil(NYM) |
Feb11 |
110105 |
89.29 |
90.84 |
88.10 |
90.30 |
+0.92 |
415,521 |
310,848 |
-4,174 |
Mar11 |
110105 |
90.31 |
91.97 |
89.12 |
91.42 |
+1.00 |
146,287 |
214,467 |
+3,860 |
Apr11 |
110105 |
91.16 |
92.92 |
90.03 |
92.39 |
+1.07 |
67,756 |
94,273 |
+1,787 |
May11 |
110105 |
91.86 |
93.61 |
90.80 |
93.23 |
+1.16 |
38,673 |
69,861 |
+6,465 |
Jun11 |
110105 |
92.50 |
94.25 |
91.39 |
93.87 |
+1.24 |
53,944 |
93,450 |
+496 |
Jul11 |
110105 |
92.96 |
94.60 |
91.90 |
94.38 |
+1.32 |
18,409 |
48,825 |
+3,521 |
Aug11 |
110105 |
93.23 |
94.94 |
92.22 |
94.71 |
+1.38 |
8,562 |
27,764 |
+2,214 |
Sep11 |
110105 |
93.31 |
95.13 |
92.77 |
94.92 |
+1.41 |
6,673 |
26,682 |
-121 |
Oct11 |
110105 |
93.20 |
95.15 |
93.00 |
95.05 |
+1.43 |
3,832 |
18,570 |
-96 |
Nov11 |
110105 |
94.08 |
95.32 |
94.08 |
95.15 |
+1.44 |
4,397 |
21,622 |
+172 |
Dec11 |
110105 |
93.65 |
95.50 |
92.70 |
95.24 |
+1.45 |
38,797 |
156,099 |
-1,105 |
Jan12 |
110105 |
93.59 |
95.30 |
93.59 |
95.22 |
+1.47 |
2,770 |
28,674 |
-185 |
Feb12 |
110105 |
95.16 |
95.16 |
95.16 |
95.16 |
+1.49 |
545 |
8,682 |
+146 |
Mar12 |
110105 |
95.10 |
95.10 |
95.10 |
95.10 |
+1.52 |
256 |
10,700 |
-74 |
Apr12 |
110105 |
95.04 |
95.04 |
95.04 |
95.04 |
+1.54 |
270 |
4,991 |
+195 |
May12 |
110105 |
94.99 |
94.99 |
94.98 |
94.99 |
+1.58 |
193 |
5,894 |
+85 |
Total Volume and Open Interest |
826,067 |
1,471,226 |
+15,328 |
e-miNY Crude Oil(NYM) |
Jan11 |
101217 |
87.925 |
88.500 |
87.025 |
88.025 |
+0.325 |
5,348 |
3,079 |
-457 |
Feb11 |
110105 |
89.300 |
90.825 |
88.075 |
90.300 |
+0.925 |
14,237 |
4,953 |
+300 |
Mar11 |
110105 |
90.400 |
91.925 |
89.100 |
91.425 |
+1.000 |
2,057 |
2,426 |
+353 |
Apr11 |
110105 |
90.925 |
92.700 |
90.175 |
92.400 |
+1.075 |
103 |
171 |
+60 |
May11 |
110105 |
93.225 |
93.225 |
93.225 |
93.225 |
+1.150 |
1 |
18 |
-1 |
Jun11 |
110105 |
93.875 |
93.875 |
93.875 |
93.875 |
+1.250 |
0 |
46 |
+0 |
Jul11 |
110105 |
94.000 |
94.375 |
94.000 |
94.375 |
+1.325 |
2 |
14 |
+2 |
Aug11 |
110105 |
92.000 |
94.700 |
92.000 |
94.700 |
+1.375 |
5 |
10 |
+1 |
Sep11 |
110105 |
94.925 |
94.925 |
94.925 |
94.925 |
+1.425 |
0 |
1 |
+0 |
Oct11 |
110105 |
95.050 |
95.050 |
95.050 |
95.050 |
+1.425 |
0 |
41 |
+0 |
Total Volume and Open Interest |
16,405 |
7,921 |
+701 |
Heating Oil(NYM) |
Feb11 |
110105 |
250.35 |
255.36 |
246.78 |
254.22 |
+3.57 |
62,038 |
106,571 |
-2,387 |
Mar11 |
110105 |
252.00 |
256.22 |
247.86 |
255.10 |
+3.45 |
27,391 |
62,804 |
+4,379 |
Apr11 |
110105 |
251.84 |
255.79 |
248.13 |
254.82 |
+3.29 |
10,764 |
28,842 |
+555 |
May11 |
110105 |
248.19 |
255.55 |
248.19 |
254.69 |
+3.29 |
6,231 |
18,839 |
+532 |
Jun11 |
110105 |
250.89 |
256.15 |
248.39 |
255.21 |
+3.27 |
11,340 |
33,270 |
-1,353 |
Jul11 |
110105 |
253.60 |
257.45 |
250.50 |
256.60 |
+3.26 |
2,695 |
8,987 |
-372 |
Aug11 |
110105 |
252.66 |
258.80 |
252.66 |
258.09 |
+3.28 |
917 |
5,837 |
+40 |
Sep11 |
110105 |
254.68 |
260.46 |
254.10 |
259.58 |
+3.34 |
1,866 |
6,154 |
+788 |
Oct11 |
110105 |
255.37 |
261.33 |
254.75 |
261.05 |
+3.38 |
635 |
4,317 |
+107 |
Nov11 |
110105 |
256.54 |
263.18 |
256.25 |
262.55 |
+3.40 |
743 |
4,929 |
+264 |
Dec11 |
110105 |
259.68 |
264.45 |
257.30 |
263.88 |
+3.42 |
5,784 |
16,316 |
+913 |
Jan12 |
110105 |
261.78 |
265.25 |
261.78 |
265.25 |
+3.48 |
503 |
2,603 |
+204 |
Total Volume and Open Interest |
131,382 |
306,563 |
+3,758 |
Gasoline(NYMEX) |
Feb11 |
110105 |
239.91 |
246.12 |
236.88 |
244.51 |
+3.11 |
53,086 |
94,225 |
-446 |
Mar11 |
110105 |
240.15 |
246.64 |
237.71 |
245.17 |
+3.14 |
25,348 |
52,899 |
+1,994 |
Apr11 |
110105 |
249.75 |
255.90 |
248.26 |
254.68 |
+3.03 |
12,665 |
31,212 |
-841 |
May11 |
110105 |
249.23 |
256.40 |
248.49 |
255.23 |
+3.08 |
5,585 |
16,194 |
+350 |
Jun11 |
110105 |
251.30 |
256.14 |
248.16 |
255.03 |
+3.05 |
5,796 |
20,383 |
-507 |
Jul11 |
110105 |
249.76 |
255.02 |
248.30 |
254.16 |
+3.05 |
931 |
5,896 |
-19 |
Aug11 |
110105 |
251.40 |
252.69 |
251.40 |
252.69 |
+3.06 |
778 |
6,175 |
-3 |
Sep11 |
110105 |
245.40 |
251.04 |
245.40 |
250.92 |
+3.12 |
1,429 |
3,913 |
+403 |
Oct11 |
110105 |
234.60 |
240.12 |
234.60 |
240.12 |
+2.98 |
696 |
3,904 |
+301 |
Nov11 |
110105 |
234.02 |
238.24 |
234.02 |
238.24 |
+2.98 |
266 |
1,323 |
+8 |
Total Volume and Open Interest |
108,042 |
270,115 |
+1,102 |
e-miNY RBOB Gasoline(NYM) |
Feb11 |
110105 |
244.50 |
244.51 |
244.50 |
244.50 |
+3.10 |
1 |
3 |
+1 |
Mar11 |
110105 |
245.20 |
245.20 |
245.17 |
245.20 |
+3.20 |
0 |
1 |
+0 |
Apr11 |
110105 |
254.70 |
254.70 |
254.68 |
254.70 |
+3.00 |
0 |
1 |
+0 |
May11 |
110105 |
255.20 |
255.23 |
255.20 |
255.20 |
+3.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1 |
9 |
+1 |
Natural Gas(NYM) |
Feb11 |
110105 |
4.611 |
4.640 |
4.447 |
4.473 |
-0.196 |
160,213 |
145,683 |
-8,007 |
Mar11 |
110105 |
4.581 |
4.604 |
4.418 |
4.441 |
-0.191 |
49,112 |
175,808 |
+863 |
Apr11 |
110105 |
4.550 |
4.555 |
4.382 |
4.406 |
-0.182 |
41,301 |
90,300 |
+2,500 |
May11 |
110105 |
4.544 |
4.569 |
4.418 |
4.440 |
-0.178 |
25,606 |
48,836 |
+3,415 |
Jun11 |
110105 |
4.595 |
4.608 |
4.466 |
4.480 |
-0.177 |
11,856 |
18,649 |
+293 |
Jul11 |
110105 |
4.653 |
4.657 |
4.524 |
4.540 |
-0.172 |
9,371 |
16,999 |
-608 |
Aug11 |
110105 |
4.681 |
4.681 |
4.558 |
4.572 |
-0.172 |
4,255 |
17,144 |
-195 |
Sep11 |
110105 |
4.702 |
4.702 |
4.568 |
4.583 |
-0.172 |
2,855 |
12,999 |
+324 |
Oct11 |
110105 |
4.755 |
4.759 |
4.630 |
4.647 |
-0.173 |
10,946 |
52,004 |
+237 |
Nov11 |
110105 |
4.934 |
4.934 |
4.806 |
4.815 |
-0.163 |
2,333 |
22,152 |
+32 |
Dec11 |
110105 |
5.157 |
5.157 |
5.035 |
5.052 |
-0.154 |
2,576 |
20,277 |
+221 |
Jan12 |
110105 |
5.278 |
5.285 |
5.178 |
5.194 |
-0.152 |
7,222 |
36,455 |
+997 |
Feb12 |
110105 |
5.238 |
5.238 |
5.152 |
5.164 |
-0.142 |
937 |
6,944 |
-132 |
Mar12 |
110105 |
5.122 |
5.130 |
5.051 |
5.055 |
-0.136 |
3,051 |
17,842 |
+307 |
Apr12 |
110105 |
4.870 |
4.870 |
4.786 |
4.802 |
-0.123 |
1,459 |
16,840 |
+611 |
May12 |
110105 |
4.860 |
4.870 |
4.785 |
4.805 |
-0.118 |
588 |
4,680 |
+412 |
Total Volume and Open Interest |
333,895 |
767,021 |
+1,255 |
Brent Crude Oil(ICE) |
Feb11 |
110105 |
93.35 |
95.86 |
92.37 |
95.50 |
+1.97 |
184,625 |
182,269 |
-17,200 |
Mar11 |
110105 |
93.20 |
95.71 |
92.27 |
95.37 |
+1.88 |
109,500 |
193,699 |
-76 |
Apr11 |
110105 |
93.42 |
95.80 |
92.40 |
95.47 |
+1.83 |
54,831 |
82,384 |
+1,647 |
May11 |
110105 |
93.52 |
95.91 |
92.64 |
95.66 |
+1.81 |
28,136 |
50,819 |
+3,578 |
Jun11 |
110105 |
93.82 |
96.19 |
92.82 |
95.87 |
+1.83 |
37,156 |
69,020 |
+529 |
Jul11 |
110105 |
93.97 |
96.26 |
93.14 |
96.02 |
+1.84 |
9,028 |
22,108 |
-1,228 |
Aug11 |
110105 |
93.74 |
96.35 |
93.28 |
96.11 |
+1.85 |
6,752 |
13,060 |
+796 |
Sep11 |
110105 |
94.12 |
96.40 |
93.33 |
96.17 |
+1.87 |
5,923 |
22,979 |
+1,588 |
Oct11 |
110105 |
94.16 |
96.42 |
93.40 |
96.22 |
+1.89 |
4,380 |
15,268 |
+1,380 |
Nov11 |
110105 |
96.28 |
96.28 |
96.28 |
96.28 |
+1.92 |
3,534 |
10,402 |
-223 |
Dec11 |
110105 |
94.12 |
96.56 |
93.32 |
96.36 |
+1.94 |
22,995 |
96,333 |
+3,826 |
Jan12 |
110105 |
96.39 |
96.39 |
96.39 |
96.39 |
+1.95 |
1,187 |
9,459 |
+286 |
Feb12 |
110105 |
96.39 |
96.39 |
96.39 |
96.39 |
+1.96 |
817 |
5,705 |
+56 |
Mar12 |
110105 |
96.38 |
96.38 |
96.38 |
96.38 |
+1.97 |
525 |
3,613 |
+38 |
Total Volume and Open Interest |
477,645 |
870,690 |
-2,674 |
Gas Oil(ICE) |
Jan11 |
110105 |
769.25 |
784.50 |
757.75 |
777.50 |
+9.75 |
60,748 |
73,041 |
-19,050 |
Feb11 |
110105 |
775.25 |
790.50 |
764.25 |
783.50 |
+9.00 |
104,085 |
124,759 |
+1,896 |
Mar11 |
110105 |
778.75 |
795.00 |
769.50 |
788.00 |
+8.75 |
61,632 |
81,382 |
+3,762 |
Apr11 |
110105 |
783.25 |
798.50 |
773.50 |
791.50 |
+9.25 |
23,821 |
57,148 |
-344 |
May11 |
110105 |
785.75 |
801.25 |
778.25 |
794.75 |
+10.00 |
13,874 |
46,179 |
+1,586 |
Jun11 |
110105 |
789.00 |
804.75 |
780.00 |
798.25 |
+10.50 |
26,580 |
56,135 |
-33 |
Jul11 |
110105 |
792.75 |
809.00 |
784.50 |
802.25 |
+10.50 |
3,630 |
18,978 |
-967 |
Aug11 |
110105 |
794.75 |
812.75 |
792.25 |
806.00 |
+11.00 |
1,018 |
17,700 |
-170 |
Sep11 |
110105 |
797.50 |
816.25 |
796.00 |
809.25 |
+11.50 |
1,819 |
12,398 |
+625 |
Oct11 |
110105 |
799.00 |
818.00 |
795.50 |
811.25 |
+12.00 |
980 |
10,895 |
+165 |
Total Volume and Open Interest |
311,590 |
611,095 |
-8,571 |
Ethanol(CBOT) |
Jan11 |
110105 |
2.315 |
2.315 |
2.305 |
2.305 |
-0.008 |
63 |
135 |
-73 |
Feb11 |
110105 |
2.278 |
2.300 |
2.277 |
2.297 |
+0.020 |
176 |
781 |
+22 |
Mar11 |
110105 |
2.275 |
2.295 |
2.275 |
2.291 |
+0.012 |
63 |
1,145 |
+8 |
Apr11 |
110105 |
2.280 |
2.299 |
2.280 |
2.297 |
+0.013 |
22 |
715 |
+9 |
May11 |
110105 |
2.295 |
2.316 |
2.295 |
2.314 |
+0.021 |
69 |
407 |
-25 |
Jun11 |
110105 |
2.298 |
2.322 |
2.298 |
2.320 |
+0.020 |
45 |
546 |
-13 |
Jul11 |
110105 |
2.300 |
2.331 |
2.300 |
2.326 |
+0.018 |
51 |
705 |
-20 |
Aug11 |
110105 |
2.302 |
2.315 |
2.302 |
2.315 |
+0.025 |
10 |
761 |
+2 |
Total Volume and Open Interest |
619 |
7,038 |
-65 |
WTI Crude Oil(ICE |
Feb11 |
110105 |
89.27 |
90.84 |
88.08 |
90.30 |
+0.92 |
108,676 |
114,814 |
-997 |
Mar11 |
110105 |
90.22 |
91.93 |
89.10 |
91.42 |
+1.00 |
61,140 |
95,930 |
+4,583 |
Apr11 |
110105 |
91.15 |
92.87 |
90.13 |
92.39 |
+1.07 |
32,283 |
42,812 |
+2,343 |
May11 |
110105 |
91.31 |
93.64 |
90.89 |
93.23 |
+1.16 |
16,213 |
26,656 |
+2,274 |
Jun11 |
110105 |
92.01 |
94.23 |
91.47 |
93.87 |
+1.24 |
21,087 |
62,731 |
+1,351 |
Jul11 |
110105 |
92.54 |
94.56 |
92.17 |
94.38 |
+1.32 |
3,869 |
18,070 |
+629 |
Aug11 |
110105 |
92.50 |
94.86 |
92.50 |
94.71 |
+1.38 |
2,705 |
12,240 |
+71 |
Sep11 |
110105 |
93.01 |
95.07 |
92.69 |
94.92 |
+1.41 |
1,885 |
15,480 |
+136 |
Oct11 |
110105 |
94.79 |
95.20 |
94.79 |
95.05 |
+1.43 |
2,986 |
10,742 |
+496 |
Nov11 |
110105 |
95.15 |
95.15 |
95.15 |
95.15 |
+1.44 |
1,966 |
9,312 |
+633 |
Dec11 |
110105 |
93.43 |
95.50 |
92.87 |
95.24 |
+1.45 |
18,768 |
65,658 |
+2,076 |
Jan12 |
110105 |
95.22 |
95.22 |
95.22 |
95.22 |
+1.47 |
178 |
5,228 |
+73 |
Feb12 |
110105 |
95.16 |
95.16 |
95.16 |
95.16 |
+1.49 |
15 |
1,190 |
-10 |
Mar12 |
110105 |
95.10 |
95.10 |
95.10 |
95.10 |
+1.52 |
6 |
3,143 |
+6 |
Apr12 |
110105 |
95.04 |
95.04 |
95.04 |
95.04 |
+1.54 |
29 |
762 |
+29 |
May12 |
110105 |
94.99 |
94.99 |
94.99 |
94.99 |
+1.58 |
34 |
834 |
-12 |
Total Volume and Open Interest |
277,357 |
571,306 |
+13,376 |
US Dollar Index(ICE) |
Mar11 |
110105 |
79.710 |
80.635 |
79.710 |
80.537 |
+0.838 |
15,367 |
27,006 |
+264 |
Jun11 |
110105 |
80.290 |
81.015 |
80.290 |
80.923 |
+0.808 |
34 |
667 |
+15 |
Sep11 |
110105 |
81.283 |
81.283 |
81.283 |
81.283 |
+0.808 |
0 |
4 |
+0 |
Total Volume and Open Interest |
15,401 |
27,677 |
+279 |
Australian Dollar(CME) |
Mar11 |
110105 |
99.74 |
99.91 |
98.76 |
99.13 |
-0.52 |
104,037 |
121,182 |
-1,918 |
Jun11 |
110105 |
98.39 |
98.48 |
97.65 |
97.98 |
-0.50 |
124 |
272 |
-32 |
Sep11 |
110105 |
96.76 |
97.23 |
96.76 |
96.76 |
-0.47 |
0 |
14 |
+0 |
Total Volume and Open Interest |
104,163 |
121,562 |
-1,949 |
British Pound(CME) |
Mar11 |
110105 |
155.84 |
156.20 |
154.43 |
154.85 |
-0.88 |
110,787 |
84,042 |
-2,756 |
Jun11 |
110105 |
155.66 |
155.77 |
154.35 |
154.69 |
-0.89 |
131 |
193 |
+4 |
Sep11 |
110105 |
154.49 |
155.37 |
154.49 |
154.49 |
-0.88 |
0 |
3 |
+0 |
Total Volume and Open Interest |
110,918 |
84,270 |
-2,752 |
Canadian Dollar(CME) |
Mar11 |
110105 |
100.01 |
100.53 |
99.62 |
100.24 |
+0.35 |
77,955 |
116,556 |
-5,928 |
Jun11 |
110105 |
99.80 |
100.27 |
99.40 |
99.99 |
+0.35 |
202 |
2,129 |
+76 |
Sep11 |
110105 |
99.90 |
99.90 |
99.34 |
99.67 |
+0.33 |
11 |
992 |
-1 |
Dec11 |
110105 |
99.57 |
99.69 |
99.04 |
99.37 |
+0.33 |
26 |
1,077 |
+6 |
Total Volume and Open Interest |
78,194 |
120,758 |
-5,847 |
Japanese Yen(CME) |
Mar11 |
110105 |
121.91 |
122.22 |
120.00 |
120.10 |
-1.96 |
114,190 |
128,104 |
+2,822 |
Jun11 |
110105 |
122.23 |
122.23 |
120.24 |
120.24 |
-1.96 |
52 |
365 |
+9 |
Sep11 |
110105 |
120.45 |
122.40 |
120.45 |
120.45 |
-1.95 |
1 |
13 |
+1 |
Total Volume and Open Interest |
114,243 |
128,483 |
+2,832 |
Swiss Franc(CME) |
Mar11 |
110105 |
105.55 |
105.67 |
103.29 |
103.47 |
-1.91 |
53,313 |
47,424 |
-1,377 |
Jun11 |
110105 |
105.14 |
105.50 |
103.59 |
103.59 |
-1.91 |
23 |
57 |
+4 |
Sep11 |
110105 |
103.97 |
105.66 |
103.74 |
103.74 |
-1.92 |
1 |
1 |
+0 |
Total Volume and Open Interest |
53,337 |
47,484 |
-1,373 |
EuroFX(CME) |
Mar11 |
110105 |
133.06 |
133.22 |
131.21 |
131.46 |
-1.55 |
310,679 |
162,285 |
-634 |
Jun11 |
110105 |
132.66 |
132.94 |
131.23 |
131.38 |
-1.56 |
421 |
631 |
-131 |
Sep11 |
110105 |
132.86 |
132.86 |
131.30 |
131.30 |
-1.56 |
1 |
31 |
+0 |
Total Volume and Open Interest |
311,101 |
163,239 |
-765 |
Mexican Peso(CME) |
Jan11 |
110105 |
819.8 |
819.8 |
818.2 |
819.8 |
+1.5 |
|
|
|
Feb11 |
110105 |
817.8 |
817.8 |
816.2 |
817.8 |
+1.5 |
|
|
|
Total Volume and Open Interest |
28,851 |
118,786 |
-4,801 |
30-Year T-Bonds(CBOT) |
Mar11 |
110105 |
121~170 |
122~050 |
119~080 |
119~150 |
-1~270 |
222,049 |
537,971 |
+3,516 |
Jun11 |
110105 |
120~060 |
120~120 |
117~250 |
117~290 |
-1~260 |
10 |
659 |
+2 |
Sep11 |
110105 |
116~110 |
118~040 |
116~110 |
116~110 |
-1~250 |
|
|
|
Total Volume and Open Interest |
222,059 |
538,630 |
+3,518 |
10-Year T-Notes(CBOT) |
Mar11 |
110105 |
120~120 |
120~230 |
119~045 |
119~075 |
-1~025 |
885,723 |
1,356,993 |
+20,398 |
Jun11 |
110105 |
118~225 |
119~050 |
118~000 |
118~020 |
-1~030 |
8 |
113 |
+2 |
Sep11 |
110105 |
116~315 |
118~025 |
116~315 |
116~315 |
-1~030 |
|
|
|
Total Volume and Open Interest |
885,731 |
1,357,110 |
+20,400 |
5-Year T-Notes(CBOT) |
Mar11 |
110105 |
117~092 |
117~118 |
116~125 |
117~002 |
-0~086 |
498,268 |
988,426 |
-3,991 |
Jun11 |
110105 |
116~026 |
116~112 |
116~026 |
116~026 |
-0~086 |
|
|
|
Sep11 |
110105 |
115~050 |
116~008 |
115~050 |
115~050 |
-0~086 |
|
|
|
Total Volume and Open Interest |
498,268 |
988,426 |
-3,991 |
2 Year T-Notes(CBOT) |
Mar11 |
110105 |
109~053 |
109~058 |
109~020 |
109~021 |
-0~030 |
126,693 |
645,013 |
+3,813 |
Jun11 |
110105 |
109~024 |
109~024 |
108~118 |
108~118 |
-0~034 |
140 |
95 |
+70 |
Sep11 |
110105 |
108~087 |
108~125 |
108~087 |
108~087 |
-0~038 |
|
|
|
Total Volume and Open Interest |
126,833 |
645,108 |
+3,883 |
Eurodollars(CME) |
Mar11 |
110105 |
99.635 |
99.645 |
99.620 |
99.630 |
-0.005 |
168,963 |
1,164,596 |
+2,500 |
Jun11 |
110105 |
99.545 |
99.555 |
99.490 |
99.495 |
-0.045 |
192,600 |
1,096,477 |
+7,302 |
Sep11 |
110105 |
99.415 |
99.430 |
99.315 |
99.325 |
-0.085 |
225,909 |
914,296 |
+8,885 |
Dec11 |
110105 |
99.235 |
99.255 |
99.090 |
99.100 |
-0.125 |
210,236 |
752,721 |
-1,179 |
Mar12 |
110105 |
99.010 |
99.040 |
98.825 |
98.840 |
-0.160 |
294,427 |
830,856 |
-22,124 |
Jun12 |
110105 |
98.750 |
98.790 |
98.535 |
98.550 |
-0.185 |
223,739 |
498,028 |
-5,937 |
Sep12 |
110105 |
98.490 |
98.535 |
98.255 |
98.270 |
-0.205 |
185,973 |
397,045 |
+11,327 |
Dec12 |
110105 |
98.215 |
98.275 |
97.980 |
97.995 |
-0.215 |
169,643 |
290,846 |
+2,057 |
Mar13 |
110105 |
97.955 |
98.020 |
97.720 |
97.735 |
-0.215 |
118,131 |
181,419 |
+5,782 |
Jun13 |
110105 |
97.680 |
97.755 |
97.450 |
97.465 |
-0.210 |
92,415 |
152,269 |
-4,334 |
Sep13 |
110105 |
97.420 |
97.495 |
97.195 |
97.210 |
-0.200 |
75,047 |
180,093 |
+867 |
Dec13 |
110105 |
97.155 |
97.230 |
96.940 |
96.955 |
-0.190 |
75,408 |
140,462 |
-966 |
Mar14 |
110105 |
96.915 |
97.000 |
96.720 |
96.730 |
-0.185 |
30,080 |
108,821 |
-431 |
Jun14 |
110105 |
96.700 |
96.770 |
96.490 |
96.500 |
-0.180 |
22,924 |
103,185 |
-2,229 |
Sep14 |
110105 |
96.450 |
96.540 |
96.265 |
96.275 |
-0.180 |
22,397 |
66,530 |
-2,998 |
Dec14 |
110105 |
96.250 |
96.315 |
96.045 |
96.055 |
-0.180 |
23,593 |
67,925 |
-1,457 |
Mar15 |
110105 |
96.070 |
96.130 |
95.855 |
95.870 |
-0.180 |
14,374 |
49,623 |
-53 |
Jun15 |
110105 |
4.165 |
4.205 |
3.925 |
3.945 |
-0.180 |
10,576 |
35,014 |
-37 |
Total Volume and Open Interest |
2,199,367 |
7,257,558 |
-269 |
30 Day Federal Funds(CBOT) |
Jan11 |
110105 |
99.823 |
99.825 |
99.823 |
99.823 |
unch |
5,979 |
71,419 |
+1,704 |
Feb11 |
110105 |
99.820 |
99.825 |
99.815 |
99.815 |
unch |
6,096 |
61,679 |
+1,747 |
Mar11 |
110105 |
99.820 |
99.825 |
99.815 |
99.815 |
unch |
4,200 |
43,194 |
+1,398 |
Apr11 |
110105 |
99.825 |
99.825 |
99.815 |
99.820 |
unch |
1,811 |
38,943 |
+458 |
May11 |
110105 |
99.820 |
99.820 |
99.810 |
99.815 |
unch |
2,477 |
53,463 |
+1,530 |
Jun11 |
110105 |
99.810 |
99.810 |
99.795 |
99.800 |
-0.010 |
1,959 |
29,462 |
+947 |
Total Volume and Open Interest |
51,558 |
514,212 |
+10,824 |
30 Day Fed Funds(e-CBOT) |
Jan11 |
090519 |
98.500 |
98.500 |
98.475 |
98.475 |
unch |
0 |
1,177 |
|
Feb11 |
090519 |
98.350 |
98.350 |
98.330 |
98.350 |
unch |
0 |
1,700 |
|
Mar11 |
090519 |
98.265 |
98.265 |
98.240 |
98.265 |
unch |
0 |
324 |
|
Apr11 |
090519 |
98.165 |
98.165 |
98.165 |
98.165 |
unch |
1 |
10 |
|
Total Volume and Open Interest |
22,142 |
354,023 |
|
3-Mth Euro-Yen(CME) |
Mar11 |
110105 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.005 |
368 |
1,179 |
+200 |
Jun11 |
110105 |
99.647 |
99.647 |
99.647 |
99.647 |
+0.007 |
0 |
175 |
+0 |
Sep11 |
110105 |
99.643 |
99.643 |
99.643 |
99.643 |
+0.018 |
|
|
|
Dec11 |
110105 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.007 |
0 |
75 |
+0 |
Mar12 |
110105 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.005 |
|
|
|
Jun12 |
110105 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.005 |
|
|
|
Sep12 |
110105 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.005 |
|
|
|
Dec12 |
110105 |
99.520 |
99.520 |
99.520 |
99.520 |
+0.005 |
|
|
|
Mar13 |
110105 |
99.520 |
99.520 |
99.520 |
99.520 |
+0.005 |
|
|
|
Jun13 |
110105 |
99.475 |
99.475 |
99.475 |
99.475 |
+0.005 |
|
|
|
Total Volume and Open Interest |
368 |
1,429 |
+200 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110105 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.01 |
157 |
2,494 |
+400 |
Jun11 |
110105 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
0 |
1,389 |
+0 |
Sep11 |
110105 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.02 |
61 |
1,054 |
+0 |
Dec11 |
110105 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
210 |
1,823 |
+100 |
Mar12 |
110105 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
0 |
305 |
+0 |
Jun12 |
110105 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
754 |
+0 |
Sep12 |
110105 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
0 |
310 |
+0 |
Dec12 |
110105 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.00 |
0 |
4 |
+0 |
Total Volume and Open Interest |
428 |
8,134 |
+500 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110105 |
140.17 |
140.56 |
140.17 |
140.42 |
+0.19 |
3,006 |
11,605 |
+191 |
Jun11 |
110105 |
138.33 |
138.33 |
138.33 |
138.33 |
+0.19 |
|
|
|
Sep11 |
110105 |
136.24 |
136.24 |
136.24 |
136.24 |
+0.19 |
|
|
|
Total Volume and Open Interest |
3,006 |
11,605 |
+191 |
Euro-Bund(EUREX) |
Mar11 |
110105 |
126.06 |
126.52 |
125.20 |
125.49 |
-0.62 |
626,497 |
879,070 |
-28,016 |
Jun11 |
110105 |
124.78 |
124.97 |
123.84 |
124.06 |
-0.61 |
66 |
569 |
+5 |
Sep11 |
110105 |
123.85 |
123.85 |
123.85 |
123.85 |
-0.59 |
|
|
|
Total Volume and Open Interest |
626,563 |
879,639 |
-28,011 |
Euro-Bobl(EUREX) |
Mar11 |
110105 |
119.08 |
119.27 |
118.47 |
118.66 |
-0.42 |
350,437 |
649,005 |
-13,596 |
Jun11 |
110105 |
117.21 |
117.21 |
117.21 |
117.21 |
-0.42 |
1,629 |
1,655 |
+1,607 |
Sep11 |
110105 |
117.21 |
117.21 |
117.21 |
117.21 |
-0.42 |
|
|
|
Total Volume and Open Interest |
352,066 |
650,660 |
-11,989 |
3-Mth Euribor(EUREX) |
Mar11 |
110105 |
98.965 |
98.965 |
98.950 |
98.950 |
-0.015 |
2,069 |
6,820 |
-1,443 |
Jun11 |
110105 |
98.865 |
98.865 |
98.820 |
98.820 |
-0.045 |
40 |
9,116 |
+0 |
Sep11 |
110105 |
98.760 |
98.760 |
98.700 |
98.700 |
-0.070 |
49 |
1,912 |
+0 |
Total Volume and Open Interest |
2,425 |
24,919 |
-1,643 |
Long Gilt(LIFFE) |
Mar11 |
110105 |
118~31 |
119~12 |
118~01 |
118~04 |
-1~11 |
21,264 |
242,597 |
+4,811 |
Jun11 |
110105 |
118~04 |
118~04 |
118~04 |
118~04 |
-0~25 |
|
|
|
Total Volume and Open Interest |
98,043 |
245,808 |
+3,211 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110105 |
99.18 |
99.18 |
99.11 |
99.14 |
-0.03 |
41,197 |
289,930 |
+2,829 |
Jun11 |
110105 |
99.06 |
99.07 |
98.98 |
98.99 |
-0.07 |
54,833 |
263,312 |
+8,456 |
Sep11 |
110105 |
98.90 |
98.92 |
98.80 |
98.82 |
-0.09 |
92,724 |
251,033 |
+21,613 |
Dec11 |
110105 |
98.69 |
98.72 |
98.57 |
98.60 |
-0.10 |
103,472 |
273,466 |
+17,779 |
Mar12 |
110105 |
98.44 |
98.50 |
98.32 |
98.35 |
-0.11 |
80,345 |
236,950 |
+7,255 |
Jun12 |
110105 |
98.18 |
98.24 |
98.05 |
98.07 |
-0.12 |
51,291 |
135,981 |
-2,863 |
Total Volume and Open Interest |
513,654 |
1,795,976 |
+46,836 |
3-Mth Euribor(LIFFE) |
Mar11 |
110105 |
98.965 |
98.965 |
98.945 |
98.950 |
-0.015 |
113,371 |
566,322 |
+14,450 |
Jun11 |
110105 |
98.865 |
98.875 |
98.815 |
98.820 |
-0.045 |
121,187 |
483,618 |
+7,058 |
Sep11 |
110105 |
98.770 |
98.785 |
98.695 |
98.700 |
-0.070 |
107,672 |
365,854 |
+13,123 |
Total Volume and Open Interest |
834,188 |
2,670,493 |
+53,456 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110105 |
94.93 |
94.97 |
94.92 |
94.96 |
+0.02 |
16,172 |
198,179 |
+0 |
Jun11 |
110105 |
94.81 |
94.86 |
94.80 |
94.86 |
+0.05 |
25,367 |
124,490 |
+6,419 |
Sep11 |
110105 |
94.64 |
94.71 |
94.62 |
94.71 |
+0.06 |
8,380 |
80,212 |
+2,242 |
Dec11 |
110105 |
94.52 |
94.58 |
94.48 |
94.58 |
+0.07 |
3,551 |
52,276 |
+1,629 |
Mar12 |
110105 |
94.44 |
94.49 |
94.43 |
94.49 |
+0.06 |
2,087 |
42,211 |
+338 |
Jun12 |
110105 |
94.36 |
94.43 |
94.36 |
94.43 |
+0.06 |
2,340 |
38,952 |
+1,743 |
Sep12 |
110105 |
94.32 |
94.39 |
94.31 |
94.38 |
+0.06 |
857 |
19,709 |
+332 |
Dec12 |
110105 |
94.26 |
94.34 |
94.26 |
94.34 |
+0.07 |
47 |
8,868 |
+19 |
Mar13 |
110105 |
94.27 |
94.30 |
94.27 |
94.30 |
+0.07 |
5 |
2,658 |
+0 |
Jun13 |
110105 |
94.21 |
94.26 |
94.21 |
94.26 |
+0.07 |
10 |
580 |
+5 |
Total Volume and Open Interest |
69,229 |
573,002 |
+16,743 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110105 |
94.45 |
94.46 |
94.40 |
94.46 |
+0.01 |
30,053 |
357,078 |
+10,411 |
Jun11 |
110105 |
94.46 |
94.46 |
94.46 |
94.46 |
+0.01 |
|
|
|
Total Volume and Open Interest |
30,053 |
357,078 |
+10,411 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110105 |
94.72 |
94.80 |
94.69 |
94.79 |
+0.07 |
60,798 |
383,409 |
+0 |
Jun11 |
110105 |
94.79 |
94.79 |
94.79 |
94.79 |
+0.07 |
0 |
1,984 |
+0 |
Total Volume and Open Interest |
102,068 |
408,581 |
+23,188 |
Gold(CMX) |
Feb11 |
110105 |
1380.7 |
1385.2 |
1364.0 |
1373.7 |
-5.1 |
211,907 |
350,399 |
+3,539 |
Apr11 |
110105 |
1383.3 |
1386.7 |
1365.8 |
1375.6 |
-5.3 |
13,712 |
57,529 |
+2,172 |
Jun11 |
110105 |
1387.4 |
1389.0 |
1368.2 |
1377.6 |
-5.3 |
5,484 |
33,800 |
-579 |
Aug11 |
110105 |
1389.3 |
1389.3 |
1374.9 |
1379.6 |
-5.2 |
481 |
16,278 |
+97 |
Oct11 |
110105 |
1389.0 |
1391.1 |
1375.3 |
1381.7 |
-5.0 |
627 |
12,527 |
+98 |
Dec11 |
110105 |
1393.4 |
1394.5 |
1374.3 |
1384.0 |
-4.8 |
5,161 |
26,196 |
-271 |
Feb12 |
110105 |
1386.6 |
1386.6 |
1386.6 |
1386.6 |
-4.5 |
22 |
6,415 |
+3 |
Apr12 |
110105 |
1389.4 |
1389.4 |
1389.4 |
1389.4 |
-4.3 |
25 |
5,893 |
+25 |
Jun12 |
110105 |
1392.8 |
1392.8 |
1392.8 |
1392.8 |
-3.6 |
383 |
12,377 |
+119 |
Aug12 |
110105 |
1395.8 |
1395.8 |
1395.8 |
1395.8 |
-3.8 |
150 |
6,166 |
+100 |
Oct12 |
110105 |
1400.2 |
1400.2 |
1400.2 |
1400.2 |
-3.1 |
300 |
1,334 |
+250 |
Dec12 |
110105 |
1414.2 |
1414.2 |
1405.1 |
1405.1 |
-2.3 |
947 |
14,034 |
-84 |
Total Volume and Open Interest |
241,771 |
592,613 |
+5,985 |
Silver(CMX) |
Mar11 |
110105 |
2983.0 |
2990.5 |
2858.0 |
2919.8 |
-31.0 |
80,878 |
77,763 |
-895 |
May11 |
110105 |
2992.0 |
2992.0 |
2870.0 |
2924.8 |
-31.1 |
2,490 |
13,323 |
+407 |
Jul11 |
110105 |
2944.0 |
2945.5 |
2880.0 |
2929.5 |
-30.9 |
734 |
9,704 |
+75 |
Sep11 |
110105 |
2930.0 |
2934.1 |
2879.5 |
2934.1 |
-30.7 |
223 |
6,088 |
+3 |
Dec11 |
110105 |
3000.0 |
3000.5 |
2880.0 |
2941.5 |
-30.1 |
1,111 |
12,808 |
+205 |
Mar12 |
110105 |
2948.5 |
2948.5 |
2948.5 |
2948.5 |
-28.3 |
0 |
374 |
+0 |
May12 |
110105 |
2953.2 |
2953.2 |
2953.2 |
2953.2 |
-27.1 |
0 |
540 |
+0 |
Total Volume and Open Interest |
88,164 |
136,931 |
+645 |
Platinum(NYMEX) |
Jan11 |
110105 |
1733.8 |
1734.0 |
1715.0 |
1730.3 |
-12.8 |
102 |
414 |
-33 |
Apr11 |
110105 |
1753.0 |
1761.5 |
1710.6 |
1734.1 |
-13.3 |
6,354 |
38,505 |
+179 |
Jul11 |
110105 |
1723.5 |
1737.8 |
1723.5 |
1737.7 |
-13.7 |
75 |
677 |
+53 |
Oct11 |
110105 |
1749.5 |
1749.5 |
1741.7 |
1741.7 |
-9.7 |
0 |
15 |
+0 |
Total Volume and Open Interest |
6,537 |
39,620 |
+203 |
Palladium(NYMEX) |
Mar11 |
110105 |
777.55 |
779.05 |
750.20 |
775.30 |
+6.25 |
4,572 |
22,520 |
-280 |
Jun11 |
110105 |
773.00 |
776.30 |
754.00 |
776.30 |
+6.05 |
16 |
511 |
+6 |
Sep11 |
110105 |
760.00 |
776.30 |
760.00 |
776.30 |
+7.55 |
0 |
12 |
+0 |
Total Volume and Open Interest |
4,591 |
23,046 |
-277 |
Copper(CMX) |
Mar11 |
110105 |
438.30 |
441.95 |
429.05 |
440.80 |
+3.90 |
39,096 |
116,976 |
-874 |
May11 |
110105 |
437.00 |
441.00 |
429.00 |
440.20 |
+3.90 |
1,120 |
27,383 |
+172 |
Jul11 |
110105 |
430.70 |
439.45 |
430.70 |
438.80 |
+3.90 |
332 |
7,616 |
-18 |
Sep11 |
110105 |
429.00 |
437.45 |
429.00 |
437.30 |
+3.85 |
66 |
5,459 |
+13 |
Dec11 |
110105 |
428.00 |
434.55 |
424.65 |
434.55 |
+3.80 |
150 |
3,346 |
+13 |
Total Volume and Open Interest |
41,922 |
166,289 |
-1,024 |
DJIA Index(CBOT) |
Mar11 |
110105 |
11617 |
11682 |
11544 |
11664 |
+45 |
1,543 |
7,253 |
+771 |
Jun11 |
110105 |
11601 |
11601 |
11556 |
11601 |
+45 |
|
|
|
Sep11 |
110105 |
11544 |
11544 |
11499 |
11544 |
+45 |
|
|
|
Dec11 |
110105 |
11489 |
11489 |
11444 |
11489 |
+45 |
|
|
|
Total Volume and Open Interest |
1,543 |
7,253 |
+771 |
S & P 500(CME) |
Mar11 |
110105 |
1265.30 |
1273.50 |
1255.80 |
1271.80 |
+6.50 |
12,611 |
270,085 |
+724 |
Jun11 |
110105 |
1266.70 |
1268.20 |
1256.20 |
1266.70 |
+6.50 |
149 |
3,813 |
-27 |
Sep11 |
110105 |
1261.90 |
1263.40 |
1251.40 |
1261.90 |
+6.50 |
90 |
2,210 |
-65 |
Dec11 |
110105 |
1257.50 |
1258.80 |
1246.80 |
1257.50 |
+6.70 |
0 |
350 |
+0 |
Total Volume and Open Interest |
12,850 |
276,458 |
+632 |
S & P 500 E-Mini(Globex) |
Mar11 |
110105 |
1265.50 |
1273.75 |
1255.75 |
1271.75 |
+6.50 |
1,778,621 |
2,495,528 |
+17,152 |
Jun11 |
110105 |
1260.50 |
1268.75 |
1251.25 |
1266.75 |
+6.50 |
1,528 |
4,092 |
+1,101 |
Total Volume and Open Interest |
1,780,153 |
2,499,724 |
-4,091 |
NASDAQ 100(CME) |
Mar11 |
110105 |
2246.00 |
2271.00 |
2229.80 |
2269.80 |
+24.30 |
1,182 |
13,202 |
+467 |
Jun11 |
110105 |
2266.80 |
2267.00 |
2266.80 |
2266.80 |
+24.50 |
|
|
|
Sep11 |
110105 |
2264.30 |
2264.80 |
2264.30 |
2264.30 |
+24.50 |
|
|
|
Total Volume and Open Interest |
1,182 |
13,202 |
+467 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110105 |
2246.80 |
2271.80 |
2229.50 |
2269.80 |
+24.30 |
216,365 |
358,623 |
-9,355 |
Jun11 |
110105 |
2235.00 |
2268.00 |
2227.50 |
2266.80 |
+24.50 |
85 |
129 |
-4 |
Total Volume and Open Interest |
216,450 |
358,757 |
-9,359 |
S & P Midcap 400(CME) |
Mar11 |
110105 |
908.00 |
916.00 |
903.55 |
912.20 |
+4.80 |
75 |
1,475 |
+72 |
Jun11 |
110105 |
909.70 |
910.40 |
909.70 |
909.70 |
+4.80 |
|
|
|
Sep11 |
110105 |
907.90 |
908.60 |
907.90 |
907.90 |
+4.80 |
|
|
|
Total Volume and Open Interest |
75 |
1,475 |
+72 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110105 |
10420 |
10565 |
10365 |
10540 |
+110 |
6,751 |
39,691 |
+1,141 |
Jun11 |
110105 |
10520 |
10520 |
10510 |
10520 |
+110 |
2 |
4 |
+1 |
Total Volume and Open Interest |
6,753 |
39,695 |
+1,142 |
Nikkei 225(SGX) |
Mar11 |
110105 |
10380 |
10415 |
10305 |
10370 |
-20 |
71,045 |
211,244 |
-2,156 |
Jun11 |
110105 |
10270 |
10315 |
10270 |
10300 |
-20 |
8 |
2,674 |
+1 |
Sep11 |
110105 |
10300 |
10300 |
10300 |
10300 |
-20 |
|
|
|
Total Volume and Open Interest |
71,416 |
229,875 |
-1,813 |
CAC 40(EURONEXT) |
Jan11 |
110105 |
3905.5 |
3922.0 |
3850.5 |
3906.0 |
-10.5 |
101,275 |
386,550 |
+3,249 |
Feb11 |
110105 |
3905.5 |
3922.0 |
3860.0 |
3908.0 |
-10.5 |
83 |
281 |
-23 |
Mar11 |
110105 |
3909.5 |
3923.0 |
3866.5 |
3910.0 |
-9.5 |
379 |
43,221 |
-314 |
Total Volume and Open Interest |
101,737 |
430,087 |
+2,912 |
Hang Seng Index(HKFE) |
Jan11 |
110105 |
23602 |
23794 |
23578 |
23754 |
+84 |
64,524 |
90,954 |
+1,492 |
Feb11 |
110105 |
23623 |
23800 |
23590 |
23763 |
+93 |
458 |
608 |
+113 |
Mar11 |
110105 |
23540 |
23750 |
23540 |
23715 |
+95 |
496 |
5,794 |
-48 |
Total Volume and Open Interest |
65,599 |
98,575 |
+1,576 |
DAX(EUREX) |
Mar11 |
110105 |
6960.5 |
6981.0 |
6852.5 |
6946.5 |
-36.5 |
115,120 |
190,232 |
-2,233 |
Jun11 |
110105 |
6986.0 |
6990.5 |
6879.0 |
6968.0 |
-37.5 |
229 |
10,818 |
-74 |
Sep11 |
110105 |
7014.5 |
7014.5 |
6895.0 |
6986.0 |
-37.5 |
9 |
17 |
+2 |
Total Volume and Open Interest |
115,358 |
201,067 |
-2,305 |
FT-SE 100(EURONEXT) |
Mar11 |
110105 |
5975.00 |
6011.00 |
5922.00 |
5993.00 |
+34.00 |
123,906 |
654,208 |
+3,343 |
Jun11 |
110105 |
5920.00 |
5963.00 |
5898.50 |
5950.00 |
+34.00 |
58 |
1,267 |
+14 |
Sep11 |
110105 |
5877.00 |
5925.00 |
5877.00 |
5918.50 |
+34.00 |
30 |
70 |
+30 |
Total Volume and Open Interest |
123,994 |
655,545 |
+3,387 |
SPI 200(SFE) |
Mar11 |
110105 |
4734.0 |
4756.0 |
4693.0 |
4714.0 |
-22.0 |
25,127 |
195,317 |
-1,836 |
Jun11 |
110105 |
4775.0 |
4775.0 |
4725.0 |
4741.0 |
-22.0 |
6 |
2,963 |
+0 |
Sep11 |
110105 |
4732.0 |
4732.0 |
4732.0 |
4732.0 |
-22.0 |
2 |
1,826 |
+0 |
Total Volume and Open Interest |
25,301 |
201,770 |
-1,674 |
GSCI(CME) |
Jan11 |
110105 |
621.00 |
631.00 |
617.00 |
629.75 |
+5.75 |
242 |
14,816 |
+22 |
Feb11 |
110105 |
625.25 |
635.50 |
621.50 |
634.00 |
+6.00 |
2 |
1 |
+0 |
Mar11 |
110105 |
636.75 |
637.50 |
624.00 |
636.75 |
+6.75 |
|
|
|
Total Volume and Open Interest |
244 |
14,817 |
+22 |
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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