|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue January 11, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
110111 |
1376.50 |
1380.00 |
1349.00 |
1350.50 |
-22.75 |
3,394 |
3,447 |
-1,352 |
Mar11 |
110111 |
1382.00 |
1388.50 |
1355.25 |
1357.00 |
-23.50 |
87,030 |
301,291 |
+2,572 |
May11 |
110111 |
1389.75 |
1396.00 |
1364.50 |
1365.75 |
-22.75 |
18,180 |
90,543 |
-757 |
Jul11 |
110111 |
1393.00 |
1400.00 |
1368.75 |
1370.50 |
-21.25 |
17,585 |
79,539 |
+1,710 |
Aug11 |
110111 |
1369.00 |
1369.50 |
1345.25 |
1345.25 |
-22.25 |
326 |
2,430 |
+36 |
Sep11 |
110111 |
1326.50 |
1327.00 |
1307.75 |
1308.00 |
-19.00 |
409 |
3,089 |
+4 |
Nov11 |
110111 |
1287.75 |
1295.50 |
1271.50 |
1273.00 |
-14.75 |
10,903 |
118,221 |
+546 |
Total Volume and Open Interest |
142,275 |
623,778 |
+6,278 |
Soybean Meal(CBOT) |
Jan11 |
110111 |
368.20 |
368.20 |
358.30 |
359.20 |
-7.60 |
1,064 |
1,073 |
-288 |
Mar11 |
110111 |
370.20 |
372.20 |
361.10 |
362.90 |
-7.70 |
35,747 |
99,394 |
+2,004 |
May11 |
110111 |
372.60 |
373.80 |
363.20 |
365.00 |
-7.60 |
6,728 |
28,188 |
-23 |
Jul11 |
110111 |
372.70 |
374.20 |
363.80 |
365.60 |
-7.30 |
7,275 |
25,714 |
+887 |
Aug11 |
110111 |
363.20 |
363.20 |
356.00 |
356.80 |
-6.50 |
2,201 |
6,447 |
-49 |
Sep11 |
110111 |
351.30 |
351.70 |
344.20 |
345.50 |
-5.80 |
697 |
5,726 |
-33 |
Oct11 |
110111 |
334.20 |
334.20 |
328.80 |
329.10 |
-5.10 |
524 |
5,494 |
+170 |
Dec11 |
110111 |
330.80 |
332.20 |
325.20 |
326.60 |
-5.00 |
2,613 |
19,911 |
-131 |
Total Volume and Open Interest |
56,960 |
194,988 |
+2,574 |
Soybean Oil(CBOT) |
Jan11 |
110111 |
56.72 |
56.97 |
56.17 |
56.17 |
-0.49 |
2,165 |
2,217 |
-477 |
Mar11 |
110111 |
57.17 |
57.49 |
56.56 |
56.61 |
-0.52 |
46,723 |
205,101 |
-217 |
May11 |
110111 |
57.77 |
57.87 |
57.00 |
57.02 |
-0.51 |
10,514 |
59,352 |
+213 |
Jul11 |
110111 |
57.83 |
58.06 |
57.22 |
57.25 |
-0.50 |
10,181 |
54,307 |
+1,438 |
Aug11 |
110111 |
57.87 |
58.01 |
57.23 |
57.23 |
-0.52 |
1,644 |
6,279 |
+518 |
Sep11 |
110111 |
57.93 |
58.01 |
57.23 |
57.23 |
-0.47 |
749 |
7,379 |
+30 |
Oct11 |
110111 |
57.60 |
57.80 |
57.06 |
57.06 |
-0.46 |
1,056 |
8,716 |
+449 |
Dec11 |
110111 |
57.57 |
57.81 |
57.06 |
57.06 |
-0.45 |
3,491 |
27,273 |
+289 |
Total Volume and Open Interest |
76,524 |
371,619 |
+2,243 |
Canola(WCE) |
Jan11 |
110111 |
582.3 |
582.3 |
582.3 |
582.3 |
-6.1 |
0 |
423 |
+0 |
Mar11 |
110111 |
593.1 |
596.6 |
587.7 |
588.8 |
-4.3 |
9,763 |
120,074 |
+77 |
May11 |
110111 |
599.0 |
603.5 |
594.9 |
595.3 |
-4.5 |
3,597 |
15,893 |
+2,151 |
Jul11 |
110111 |
600.2 |
604.3 |
593.6 |
596.1 |
-4.1 |
798 |
18,386 |
+70 |
Nov11 |
110111 |
540.1 |
550.4 |
540.1 |
545.0 |
+0.2 |
2,895 |
39,366 |
+1,199 |
Total Volume and Open Interest |
17,466 |
197,602 |
+3,811 |
Corn(CBOT) |
Mar11 |
110111 |
608.00 |
615.50 |
603.50 |
607.00 |
unch |
165,455 |
702,451 |
-1,372 |
May11 |
110111 |
616.25 |
623.75 |
613.00 |
615.25 |
-0.25 |
33,359 |
229,058 |
+998 |
Jul11 |
110111 |
621.25 |
628.00 |
618.75 |
620.00 |
-0.25 |
36,975 |
220,930 |
-607 |
Sep11 |
110111 |
579.25 |
586.00 |
579.00 |
581.00 |
+3.00 |
6,226 |
46,212 |
+146 |
Dec11 |
110111 |
548.00 |
555.00 |
546.00 |
548.00 |
unch |
30,686 |
277,655 |
-82 |
Mar12 |
110111 |
555.25 |
562.00 |
554.75 |
556.00 |
unch |
1,553 |
26,314 |
-60 |
Total Volume and Open Interest |
275,721 |
1,550,492 |
-677 |
Wheat(CBOT) |
Mar11 |
110111 |
769.75 |
776.75 |
758.00 |
759.50 |
-7.75 |
45,406 |
220,248 |
-3,474 |
May11 |
110111 |
798.50 |
804.75 |
786.00 |
787.25 |
-7.75 |
12,667 |
69,687 |
-408 |
Jul11 |
110111 |
817.75 |
825.25 |
807.00 |
808.25 |
-8.50 |
11,477 |
113,727 |
+1,969 |
Sep11 |
110111 |
836.50 |
839.50 |
824.75 |
825.00 |
-9.75 |
2,269 |
20,851 |
+458 |
Dec11 |
110111 |
851.50 |
855.50 |
840.50 |
841.50 |
-7.75 |
3,542 |
60,942 |
-204 |
Total Volume and Open Interest |
75,672 |
500,955 |
-1,569 |
Wheat(KCBT) |
Mar11 |
110111 |
842.25 |
849.25 |
836.00 |
838.00 |
-3.50 |
18,233 |
102,190 |
-4,658 |
May11 |
110111 |
855.00 |
859.00 |
846.75 |
848.50 |
-3.25 |
11,164 |
36,339 |
+2,086 |
Jul11 |
110111 |
859.75 |
868.25 |
855.00 |
856.75 |
-3.50 |
5,751 |
55,288 |
+954 |
Sep11 |
110111 |
870.00 |
876.00 |
865.00 |
867.50 |
-3.00 |
775 |
13,573 |
-22 |
Dec11 |
110111 |
882.00 |
886.00 |
873.00 |
875.25 |
-3.75 |
922 |
10,781 |
+175 |
Total Volume and Open Interest |
36,887 |
220,491 |
-1,449 |
Wheat(MGE) |
Mar11 |
110111 |
865.50 |
873.50 |
863.25 |
865.25 |
unch |
5,208 |
22,942 |
-2,416 |
May11 |
110111 |
874.00 |
882.00 |
871.50 |
873.50 |
-0.50 |
955 |
13,579 |
-207 |
Jul11 |
110111 |
878.00 |
891.75 |
875.75 |
878.50 |
unch |
754 |
10,026 |
-196 |
Sep11 |
110111 |
873.00 |
881.25 |
871.50 |
873.75 |
-0.50 |
256 |
9,822 |
+68 |
Dec11 |
110111 |
880.00 |
886.75 |
875.50 |
877.25 |
-4.25 |
327 |
8,524 |
-31 |
Total Volume and Open Interest |
7,529 |
66,389 |
-2,779 |
Oats(CBOT) |
Mar11 |
110111 |
381.00 |
388.00 |
379.50 |
382.00 |
+2.50 |
683 |
9,439 |
-29 |
May11 |
110111 |
386.25 |
391.50 |
384.25 |
386.75 |
+2.50 |
116 |
930 |
+85 |
Jul11 |
110111 |
389.00 |
390.50 |
385.25 |
387.75 |
+2.50 |
20 |
462 |
-2 |
Sep11 |
110111 |
359.25 |
359.25 |
359.25 |
359.25 |
unch |
2 |
64 |
+1 |
Total Volume and Open Interest |
879 |
12,063 |
+49 |
Rough Rice(CBOT) |
Jan11 |
110111 |
13.77 |
13.80 |
13.36 |
13.36 |
-0.24 |
10 |
41 |
-95 |
Mar11 |
110111 |
13.86 |
14.09 |
13.86 |
13.88 |
+0.05 |
571 |
13,692 |
-76 |
May11 |
110111 |
14.18 |
14.36 |
14.12 |
14.17 |
+0.05 |
66 |
1,672 |
-24 |
Jul11 |
110111 |
14.61 |
14.71 |
14.39 |
14.45 |
+0.06 |
41 |
1,628 |
-7 |
Total Volume and Open Interest |
722 |
18,243 |
-210 |
Live Cattle(CME) |
Feb11 |
110111 |
106.850 |
109.050 |
106.750 |
108.450 |
+1.500 |
33,425 |
117,903 |
-11,512 |
Apr11 |
110111 |
111.350 |
113.230 |
111.100 |
112.785 |
+1.335 |
23,197 |
110,973 |
+7,400 |
Jun11 |
110111 |
109.080 |
111.050 |
108.900 |
110.700 |
+1.415 |
8,486 |
62,680 |
+3,356 |
Aug11 |
110111 |
109.400 |
111.500 |
109.350 |
111.230 |
+1.480 |
1,752 |
20,069 |
+471 |
Oct11 |
110111 |
111.785 |
113.900 |
111.680 |
113.480 |
+1.500 |
1,395 |
11,477 |
+196 |
Dec11 |
110111 |
112.885 |
114.650 |
112.885 |
114.180 |
+1.295 |
692 |
9,083 |
+291 |
Total Volume and Open Interest |
69,112 |
333,854 |
+303 |
Feeder Cattle(CME) |
Jan11 |
110111 |
122.480 |
123.680 |
122.000 |
123.450 |
+1.150 |
726 |
4,346 |
-304 |
Mar11 |
110111 |
123.535 |
125.580 |
123.500 |
125.300 |
+1.870 |
1,800 |
23,550 |
+318 |
Apr11 |
110111 |
124.200 |
126.080 |
124.200 |
125.930 |
+1.750 |
490 |
5,840 |
+103 |
May11 |
110111 |
124.635 |
126.180 |
124.450 |
126.080 |
+1.600 |
464 |
7,126 |
+44 |
Aug11 |
110111 |
125.450 |
127.000 |
125.250 |
127.000 |
+1.550 |
337 |
7,380 |
+197 |
Sep11 |
110111 |
125.000 |
126.900 |
125.000 |
126.900 |
+1.800 |
65 |
850 |
+32 |
Oct11 |
110111 |
124.885 |
126.500 |
124.700 |
126.500 |
+1.520 |
24 |
301 |
+8 |
Total Volume and Open Interest |
3,924 |
49,561 |
+404 |
Lean Hogs(CME) |
Feb11 |
110111 |
79.900 |
80.450 |
79.700 |
79.975 |
+0.275 |
23,402 |
61,534 |
-7,734 |
Apr11 |
110111 |
84.750 |
85.480 |
84.480 |
85.150 |
+0.500 |
14,764 |
65,101 |
+3,873 |
May11 |
110111 |
92.000 |
92.500 |
91.950 |
92.230 |
+0.030 |
59 |
1,894 |
+30 |
Jun11 |
110111 |
94.385 |
94.800 |
94.250 |
94.450 |
+0.065 |
4,409 |
41,704 |
+1,302 |
Jul11 |
110111 |
93.850 |
93.950 |
93.550 |
93.900 |
+0.250 |
1,511 |
10,614 |
+532 |
Aug11 |
110111 |
92.700 |
92.885 |
92.300 |
92.500 |
+0.070 |
1,307 |
13,087 |
+553 |
Oct11 |
110111 |
82.700 |
83.000 |
82.600 |
82.885 |
+0.235 |
937 |
10,880 |
+523 |
Dec11 |
110111 |
78.950 |
79.000 |
78.800 |
79.000 |
unch |
524 |
3,787 |
+287 |
Total Volume and Open Interest |
47,044 |
209,754 |
-542 |
Class III Milk(CME) |
Jan11 |
110111 |
13.33 |
13.50 |
13.29 |
13.46 |
+0.11 |
105 |
5,679 |
-16 |
Feb11 |
110111 |
14.35 |
15.00 |
14.27 |
14.92 |
+0.53 |
636 |
5,458 |
+30 |
Mar11 |
110111 |
14.63 |
15.10 |
14.51 |
15.02 |
+0.42 |
184 |
4,136 |
+46 |
Apr11 |
110111 |
14.98 |
15.37 |
14.96 |
15.34 |
+0.31 |
85 |
2,826 |
+35 |
May11 |
110111 |
15.20 |
15.49 |
15.20 |
15.46 |
+0.21 |
58 |
2,588 |
+32 |
Total Volume and Open Interest |
1,387 |
31,682 |
+199 |
Cocoa(ICE) |
Mar11 |
110111 |
2865 |
2943 |
2855 |
2934 |
+53 |
8,291 |
67,568 |
-336 |
May11 |
110111 |
2900 |
2963 |
2889 |
2957 |
+52 |
2,190 |
24,798 |
+372 |
Jul11 |
110111 |
2911 |
2979 |
2900 |
2973 |
+52 |
826 |
13,667 |
+289 |
Sep11 |
110111 |
2935 |
3000 |
2920 |
2997 |
+58 |
377 |
8,191 |
+245 |
Dec11 |
110111 |
2983 |
3019 |
2979 |
3017 |
+59 |
89 |
13,444 |
+14 |
Mar12 |
110111 |
3041 |
3080 |
3041 |
3075 |
+52 |
145 |
10,801 |
-89 |
May12 |
110111 |
3005 |
3071 |
3005 |
3071 |
+51 |
146 |
4,612 |
+0 |
Total Volume and Open Interest |
12,174 |
145,056 |
+580 |
Coffee "C"(ICE) |
Mar11 |
110111 |
231.25 |
236.70 |
230.85 |
234.70 |
+3.45 |
10,931 |
86,162 |
-2,030 |
May11 |
110111 |
232.80 |
238.00 |
232.45 |
236.10 |
+3.35 |
3,051 |
27,645 |
-571 |
Jul11 |
110111 |
233.45 |
238.50 |
233.45 |
236.85 |
+3.45 |
1,231 |
11,170 |
+380 |
Sep11 |
110111 |
233.00 |
235.75 |
233.00 |
234.60 |
+3.20 |
227 |
4,877 |
+30 |
Dec11 |
110111 |
229.00 |
231.30 |
229.00 |
230.40 |
+2.95 |
68 |
7,849 |
+9 |
Mar12 |
110111 |
225.00 |
226.80 |
224.95 |
225.90 |
+2.85 |
13 |
770 |
+4 |
Total Volume and Open Interest |
15,521 |
139,166 |
-2,178 |
Orange Juice(ICE) |
Jan11 |
110111 |
185.55 |
185.55 |
185.55 |
185.55 |
unch |
|
|
|
Mar11 |
110111 |
179.05 |
179.75 |
177.20 |
178.95 |
+0.20 |
863 |
21,882 |
-4 |
May11 |
110111 |
178.20 |
179.00 |
176.60 |
178.55 |
+0.40 |
222 |
5,745 |
+144 |
Jul11 |
110111 |
178.85 |
178.85 |
178.50 |
178.55 |
+0.65 |
18 |
2,535 |
+20 |
Sep11 |
110111 |
178.25 |
178.25 |
178.25 |
178.25 |
+0.75 |
8 |
495 |
+2 |
Nov11 |
110111 |
177.85 |
177.85 |
177.85 |
177.85 |
+0.95 |
4 |
554 |
+4 |
Total Volume and Open Interest |
1,115 |
31,235 |
-1,239 |
Sugar #11(ICE) |
Mar11 |
110111 |
31.78 |
32.93 |
31.67 |
32.75 |
+1.01 |
48,640 |
227,141 |
+4,774 |
May11 |
110111 |
29.62 |
30.44 |
29.44 |
30.38 |
+0.88 |
25,034 |
116,163 |
-617 |
Jul11 |
110111 |
26.90 |
27.55 |
26.83 |
27.52 |
+0.60 |
15,944 |
113,683 |
+2,212 |
Oct11 |
110111 |
25.18 |
25.66 |
25.06 |
25.64 |
+0.49 |
5,056 |
62,112 |
+132 |
Mar12 |
110111 |
24.12 |
24.61 |
24.12 |
24.61 |
+0.32 |
1,701 |
46,669 |
-70 |
Total Volume and Open Interest |
97,179 |
614,940 |
+6,369 |
London Cocoa(LCE) |
Mar11 |
110111 |
1935 |
1973 |
1932 |
1970 |
+30 |
5,572 |
63,262 |
-1,051 |
May11 |
110111 |
1943 |
1977 |
1938 |
1973 |
+25 |
1,767 |
24,857 |
-293 |
Jul11 |
110111 |
1956 |
1988 |
1950 |
1984 |
+22 |
624 |
24,522 |
+41 |
Sep11 |
110111 |
1960 |
1995 |
1960 |
1991 |
+23 |
787 |
17,484 |
+484 |
Dec11 |
110111 |
1971 |
2004 |
1968 |
2004 |
+27 |
299 |
23,449 |
+142 |
Mar12 |
110111 |
1979 |
2012 |
1979 |
2012 |
+29 |
21 |
19,903 |
-11 |
May12 |
110111 |
1979 |
2018 |
1979 |
2018 |
+30 |
2,000 |
2,937 |
-1,371 |
Total Volume and Open Interest |
13,180 |
178,352 |
-545 |
London Sugar(LCE) |
Mar11 |
110111 |
782.00 |
810.00 |
775.60 |
807.40 |
+31.90 |
3,718 |
24,526 |
-380 |
May11 |
110111 |
754.20 |
775.40 |
745.90 |
773.80 |
+28.60 |
2,349 |
11,211 |
-34 |
Aug11 |
110111 |
701.90 |
717.70 |
695.50 |
716.90 |
+23.70 |
419 |
8,335 |
+77 |
Oct11 |
110111 |
659.90 |
671.00 |
658.40 |
668.70 |
+22.00 |
64 |
2,578 |
+46 |
Dec11 |
110111 |
635.90 |
644.20 |
635.90 |
641.30 |
+15.10 |
62 |
938 |
-17 |
Total Volume and Open Interest |
6,616 |
48,325 |
-305 |
Cotton(ICE) |
Mar11 |
110111 |
143.25 |
147.25 |
143.15 |
147.25 |
+4.00 |
9,859 |
94,574 |
-1,058 |
May11 |
110111 |
139.25 |
143.18 |
139.20 |
143.18 |
+4.00 |
3,020 |
24,265 |
-34 |
Jul11 |
110111 |
132.50 |
136.11 |
131.96 |
136.11 |
+4.00 |
2,192 |
32,913 |
-53 |
Oct11 |
110111 |
115.00 |
118.50 |
115.00 |
117.86 |
+2.61 |
2 |
170 |
+0 |
Dec11 |
110111 |
102.00 |
105.20 |
102.00 |
104.92 |
+2.40 |
1,756 |
48,578 |
+194 |
Mar12 |
110111 |
97.00 |
98.81 |
97.00 |
98.81 |
+1.81 |
28 |
1,261 |
+6 |
Total Volume and Open Interest |
16,857 |
203,673 |
-945 |
Lumber(CME) |
Jan11 |
110111 |
290.8 |
291.0 |
285.2 |
286.6 |
-4.1 |
232 |
536 |
-114 |
Mar11 |
110111 |
310.8 |
310.8 |
302.8 |
302.8 |
-10.0 |
737 |
7,268 |
-386 |
May11 |
110111 |
327.3 |
327.3 |
321.5 |
321.5 |
-10.0 |
67 |
2,752 |
+28 |
Jul11 |
110111 |
330.9 |
330.9 |
322.7 |
325.0 |
-7.7 |
18 |
1,076 |
-1 |
Total Volume and Open Interest |
1,068 |
11,819 |
-471 |
Crude Oil(NYM) |
Feb11 |
110111 |
89.31 |
91.39 |
88.93 |
91.11 |
+1.86 |
430,277 |
226,754 |
-24,545 |
Mar11 |
110111 |
90.67 |
92.55 |
90.26 |
92.36 |
+1.78 |
233,623 |
270,466 |
+22,512 |
Apr11 |
110111 |
92.00 |
93.51 |
91.35 |
93.38 |
+1.71 |
82,405 |
97,449 |
-1,365 |
May11 |
110111 |
92.64 |
94.29 |
92.23 |
94.23 |
+1.65 |
49,043 |
81,555 |
-895 |
Jun11 |
110111 |
93.22 |
94.87 |
92.87 |
94.85 |
+1.59 |
59,402 |
101,467 |
+3,192 |
Jul11 |
110111 |
93.76 |
95.35 |
93.40 |
95.32 |
+1.56 |
19,271 |
57,588 |
+2,562 |
Aug11 |
110111 |
94.10 |
95.63 |
93.87 |
95.62 |
+1.52 |
12,003 |
28,464 |
-242 |
Sep11 |
110111 |
94.33 |
95.85 |
94.09 |
95.84 |
+1.49 |
9,430 |
28,314 |
+308 |
Oct11 |
110111 |
94.61 |
96.01 |
94.15 |
96.01 |
+1.45 |
4,155 |
19,010 |
-113 |
Nov11 |
110111 |
94.72 |
96.15 |
94.44 |
96.14 |
+1.41 |
4,188 |
19,489 |
-230 |
Dec11 |
110111 |
94.86 |
96.28 |
94.37 |
96.26 |
+1.37 |
34,614 |
155,187 |
+1,211 |
Jan12 |
110111 |
94.93 |
96.29 |
94.58 |
96.29 |
+1.35 |
2,356 |
29,742 |
+207 |
Feb12 |
110111 |
96.26 |
96.26 |
96.26 |
96.26 |
+1.33 |
877 |
8,390 |
-366 |
Mar12 |
110111 |
96.22 |
96.22 |
96.22 |
96.22 |
+1.33 |
1,626 |
11,858 |
+1,123 |
Apr12 |
110111 |
96.17 |
96.17 |
96.17 |
96.17 |
+1.33 |
174 |
4,915 |
-47 |
May12 |
110111 |
96.12 |
96.12 |
96.12 |
96.12 |
+1.32 |
133 |
6,023 |
+71 |
Total Volume and Open Interest |
953,400 |
1,477,863 |
+3,884 |
e-miNY Crude Oil(NYM) |
Jan11 |
101217 |
87.925 |
88.500 |
87.025 |
88.025 |
+0.325 |
5,348 |
3,079 |
-457 |
Feb11 |
110111 |
89.350 |
91.400 |
88.950 |
91.100 |
+1.850 |
9,445 |
3,939 |
-238 |
Mar11 |
110111 |
90.750 |
92.525 |
90.275 |
92.350 |
+1.775 |
1,237 |
3,868 |
+248 |
Apr11 |
110111 |
91.750 |
93.375 |
91.750 |
93.375 |
+1.700 |
86 |
546 |
+34 |
May11 |
110111 |
94.225 |
94.225 |
94.225 |
94.225 |
+1.650 |
3 |
56 |
+3 |
Jun11 |
110111 |
94.850 |
94.850 |
94.850 |
94.850 |
+1.600 |
2 |
54 |
-2 |
Jul11 |
110111 |
94.200 |
95.325 |
94.200 |
95.325 |
+1.575 |
1 |
13 |
-2 |
Aug11 |
110111 |
95.625 |
95.625 |
95.625 |
95.625 |
+1.525 |
1 |
9 |
-1 |
Sep11 |
110111 |
95.850 |
95.850 |
95.850 |
95.850 |
+1.500 |
7 |
6 |
+5 |
Oct11 |
110111 |
94.300 |
96.000 |
94.300 |
96.000 |
+1.450 |
1 |
42 |
+1 |
Total Volume and Open Interest |
10,809 |
8,802 |
+72 |
Heating Oil(NYM) |
Feb11 |
110111 |
255.80 |
261.30 |
254.51 |
260.88 |
+5.27 |
59,624 |
90,765 |
-332 |
Mar11 |
110111 |
256.68 |
261.39 |
254.74 |
261.12 |
+5.34 |
27,214 |
66,383 |
-884 |
Apr11 |
110111 |
255.16 |
260.60 |
254.70 |
260.37 |
+5.40 |
11,803 |
31,131 |
+1,309 |
May11 |
110111 |
255.51 |
259.98 |
253.66 |
259.87 |
+5.27 |
8,084 |
19,623 |
-270 |
Jun11 |
110111 |
254.84 |
260.08 |
253.82 |
259.94 |
+5.10 |
9,054 |
32,648 |
-369 |
Jul11 |
110111 |
256.37 |
261.16 |
256.37 |
261.14 |
+4.96 |
2,258 |
9,376 |
+78 |
Aug11 |
110111 |
262.15 |
262.44 |
261.82 |
262.44 |
+4.85 |
396 |
5,828 |
-59 |
Sep11 |
110111 |
261.68 |
263.82 |
260.49 |
263.82 |
+4.81 |
1,084 |
7,091 |
+221 |
Oct11 |
110111 |
264.80 |
265.29 |
264.80 |
265.29 |
+4.84 |
334 |
4,264 |
-36 |
Nov11 |
110111 |
263.50 |
266.82 |
263.50 |
266.82 |
+4.87 |
402 |
5,168 |
+40 |
Dec11 |
110111 |
263.23 |
268.33 |
262.70 |
268.10 |
+4.87 |
1,613 |
17,340 |
+162 |
Jan12 |
110111 |
266.70 |
269.30 |
266.70 |
269.30 |
+4.80 |
675 |
3,231 |
+397 |
Total Volume and Open Interest |
122,607 |
300,105 |
+207 |
Gasoline(NYMEX) |
Feb11 |
110111 |
246.01 |
248.83 |
243.50 |
247.84 |
+2.41 |
47,837 |
82,586 |
-1,428 |
Mar11 |
110111 |
247.10 |
249.73 |
244.30 |
249.01 |
+2.94 |
31,478 |
63,744 |
+2,691 |
Apr11 |
110111 |
255.95 |
259.40 |
254.45 |
258.88 |
+3.45 |
13,286 |
30,055 |
-783 |
May11 |
110111 |
257.61 |
259.80 |
256.53 |
259.50 |
+3.57 |
4,760 |
19,307 |
+439 |
Jun11 |
110111 |
255.21 |
259.52 |
254.50 |
259.33 |
+3.65 |
6,537 |
19,984 |
-842 |
Jul11 |
110111 |
256.85 |
258.73 |
255.96 |
258.54 |
+3.80 |
2,097 |
5,956 |
-196 |
Aug11 |
110111 |
255.35 |
257.00 |
255.35 |
257.00 |
+3.88 |
1,297 |
6,689 |
+89 |
Sep11 |
110111 |
253.38 |
255.13 |
252.40 |
255.13 |
+3.94 |
391 |
4,603 |
+140 |
Oct11 |
110111 |
242.33 |
244.34 |
240.86 |
244.34 |
+3.97 |
211 |
4,112 |
+43 |
Nov11 |
110111 |
240.40 |
242.38 |
240.40 |
242.38 |
+3.92 |
332 |
1,665 |
+216 |
Total Volume and Open Interest |
110,297 |
272,903 |
+386 |
e-miNY RBOB Gasoline(NYM) |
Feb11 |
110111 |
247.80 |
247.84 |
247.80 |
247.80 |
+2.40 |
0 |
3 |
+0 |
Mar11 |
110111 |
249.00 |
249.01 |
249.00 |
249.00 |
+2.90 |
0 |
1 |
+0 |
Apr11 |
110111 |
258.90 |
258.90 |
258.88 |
258.90 |
+3.50 |
0 |
1 |
+0 |
May11 |
110111 |
259.50 |
259.50 |
259.50 |
259.50 |
+3.60 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Feb11 |
110111 |
4.386 |
4.504 |
4.338 |
4.481 |
+0.082 |
108,501 |
122,773 |
-5,433 |
Mar11 |
110111 |
4.381 |
4.497 |
4.330 |
4.476 |
+0.087 |
61,924 |
200,332 |
+8,442 |
Apr11 |
110111 |
4.357 |
4.490 |
4.322 |
4.470 |
+0.091 |
36,452 |
91,651 |
-1,195 |
May11 |
110111 |
4.380 |
4.530 |
4.360 |
4.508 |
+0.089 |
23,657 |
67,195 |
+5,072 |
Jun11 |
110111 |
4.427 |
4.566 |
4.412 |
4.557 |
+0.089 |
8,688 |
19,720 |
+1,078 |
Jul11 |
110111 |
4.534 |
4.645 |
4.491 |
4.626 |
+0.088 |
10,551 |
21,297 |
+2,664 |
Aug11 |
110111 |
4.538 |
4.667 |
4.526 |
4.659 |
+0.088 |
3,966 |
17,692 |
+244 |
Sep11 |
110111 |
4.570 |
4.684 |
4.537 |
4.670 |
+0.088 |
1,754 |
12,930 |
+32 |
Oct11 |
110111 |
4.621 |
4.741 |
4.595 |
4.733 |
+0.087 |
10,020 |
50,799 |
+466 |
Nov11 |
110111 |
4.835 |
4.898 |
4.786 |
4.898 |
+0.073 |
2,560 |
21,354 |
-306 |
Dec11 |
110111 |
5.064 |
5.133 |
5.026 |
5.133 |
+0.068 |
2,097 |
20,804 |
-134 |
Jan12 |
110111 |
5.198 |
5.281 |
5.174 |
5.277 |
+0.067 |
4,395 |
37,230 |
+259 |
Feb12 |
110111 |
5.154 |
5.241 |
5.154 |
5.241 |
+0.064 |
446 |
7,516 |
+25 |
Mar12 |
110111 |
5.054 |
5.139 |
5.048 |
5.139 |
+0.060 |
778 |
20,046 |
-25 |
Apr12 |
110111 |
4.840 |
4.909 |
4.840 |
4.907 |
+0.058 |
425 |
19,248 |
+30 |
May12 |
110111 |
4.877 |
4.912 |
4.877 |
4.912 |
+0.058 |
41 |
5,150 |
+55 |
Total Volume and Open Interest |
276,337 |
800,194 |
+11,403 |
Brent Crude Oil(ICE) |
Feb11 |
110111 |
95.63 |
97.82 |
95.08 |
97.61 |
+1.91 |
165,991 |
122,402 |
-10,280 |
Mar11 |
110111 |
95.39 |
97.40 |
94.83 |
97.21 |
+1.72 |
164,970 |
226,729 |
+25,239 |
Apr11 |
110111 |
95.27 |
97.28 |
94.80 |
97.06 |
+1.58 |
63,081 |
102,611 |
+10,852 |
May11 |
110111 |
95.46 |
97.32 |
94.90 |
97.09 |
+1.51 |
21,501 |
59,131 |
+45 |
Jun11 |
110111 |
95.46 |
97.42 |
95.02 |
97.18 |
+1.45 |
27,813 |
76,851 |
+855 |
Jul11 |
110111 |
95.63 |
97.47 |
95.19 |
97.24 |
+1.39 |
7,924 |
25,843 |
-244 |
Aug11 |
110111 |
95.76 |
97.51 |
95.26 |
97.27 |
+1.35 |
4,105 |
15,583 |
+694 |
Sep11 |
110111 |
95.81 |
97.53 |
95.31 |
97.29 |
+1.33 |
3,616 |
24,254 |
-100 |
Oct11 |
110111 |
95.67 |
97.50 |
95.39 |
97.33 |
+1.31 |
3,578 |
17,122 |
-35 |
Nov11 |
110111 |
97.36 |
97.36 |
97.36 |
97.36 |
+1.29 |
3,281 |
10,546 |
+27 |
Dec11 |
110111 |
95.97 |
97.63 |
95.45 |
97.41 |
+1.27 |
19,392 |
101,970 |
-730 |
Jan12 |
110111 |
97.47 |
97.47 |
97.47 |
97.47 |
+1.26 |
1,805 |
10,907 |
+547 |
Feb12 |
110111 |
97.48 |
97.48 |
97.48 |
97.48 |
+1.25 |
571 |
6,314 |
+116 |
Mar12 |
110111 |
97.46 |
97.46 |
97.46 |
97.46 |
+1.23 |
158 |
3,657 |
+70 |
Total Volume and Open Interest |
496,211 |
901,800 |
+28,216 |
Gas Oil(ICE) |
Jan11 |
110111 |
782.25 |
799.25 |
779.00 |
794.50 |
+12.00 |
52,204 |
31,027 |
-16,817 |
Feb11 |
110111 |
788.75 |
806.00 |
785.00 |
800.50 |
+12.50 |
112,798 |
134,577 |
+6,473 |
Mar11 |
110111 |
791.25 |
809.50 |
788.75 |
804.25 |
+12.50 |
59,621 |
98,268 |
+3,338 |
Apr11 |
110111 |
794.25 |
811.00 |
791.25 |
806.75 |
+12.25 |
18,790 |
59,243 |
+434 |
May11 |
110111 |
796.75 |
814.00 |
794.00 |
809.50 |
+12.25 |
12,113 |
51,046 |
+1,782 |
Jun11 |
110111 |
799.50 |
816.50 |
796.75 |
812.50 |
+12.25 |
16,921 |
58,141 |
-2,574 |
Jul11 |
110111 |
803.25 |
818.25 |
801.00 |
815.75 |
+11.75 |
1,893 |
20,932 |
+503 |
Aug11 |
110111 |
807.00 |
821.50 |
804.50 |
819.00 |
+11.50 |
1,683 |
18,413 |
+138 |
Sep11 |
110111 |
810.25 |
824.50 |
808.00 |
822.25 |
+11.00 |
1,845 |
14,534 |
+62 |
Oct11 |
110111 |
812.25 |
826.00 |
810.50 |
824.50 |
+11.00 |
1,471 |
11,988 |
+277 |
Total Volume and Open Interest |
290,593 |
612,023 |
-6,634 |
Ethanol(CBOT) |
Jan11 |
110105 |
2.315 |
2.315 |
2.305 |
2.305 |
-0.008 |
63 |
135 |
-73 |
Feb11 |
110111 |
2.290 |
2.298 |
2.275 |
2.279 |
-0.006 |
135 |
787 |
-62 |
Mar11 |
110111 |
2.277 |
2.277 |
2.260 |
2.260 |
+0.003 |
73 |
1,182 |
+9 |
Apr11 |
110111 |
2.280 |
2.282 |
2.268 |
2.269 |
-0.003 |
37 |
795 |
+16 |
May11 |
110111 |
2.290 |
2.290 |
2.274 |
2.274 |
-0.006 |
36 |
392 |
-23 |
Jun11 |
110111 |
2.305 |
2.305 |
2.280 |
2.286 |
-0.007 |
70 |
508 |
-26 |
Jul11 |
110111 |
2.310 |
2.316 |
2.282 |
2.289 |
-0.010 |
24 |
726 |
-10 |
Aug11 |
110111 |
2.296 |
2.296 |
2.276 |
2.281 |
-0.001 |
25 |
759 |
-9 |
Total Volume and Open Interest |
444 |
7,118 |
-70 |
WTI Crude Oil(ICE |
Feb11 |
110111 |
89.38 |
91.39 |
88.93 |
91.11 |
+1.86 |
106,261 |
81,536 |
-10,702 |
Mar11 |
110111 |
90.67 |
92.53 |
90.26 |
92.36 |
+1.78 |
86,440 |
112,335 |
+12,815 |
Apr11 |
110111 |
91.65 |
93.46 |
91.37 |
93.38 |
+1.71 |
41,179 |
49,747 |
-959 |
May11 |
110111 |
92.30 |
94.25 |
92.27 |
94.23 |
+1.65 |
19,630 |
37,605 |
-920 |
Jun11 |
110111 |
93.15 |
94.87 |
92.92 |
94.85 |
+1.59 |
20,143 |
68,089 |
+133 |
Jul11 |
110111 |
93.66 |
95.32 |
93.40 |
95.32 |
+1.56 |
3,449 |
20,106 |
+644 |
Aug11 |
110111 |
94.00 |
95.62 |
93.71 |
95.62 |
+1.52 |
3,012 |
12,151 |
+69 |
Sep11 |
110111 |
93.93 |
95.84 |
93.93 |
95.84 |
+1.49 |
3,870 |
16,190 |
+387 |
Oct11 |
110111 |
94.44 |
96.01 |
94.44 |
96.01 |
+1.45 |
1,597 |
12,075 |
+16 |
Nov11 |
110111 |
96.14 |
96.14 |
96.14 |
96.14 |
+1.41 |
1,056 |
9,151 |
-66 |
Dec11 |
110111 |
94.74 |
96.30 |
94.37 |
96.26 |
+1.37 |
12,472 |
67,623 |
-54 |
Jan12 |
110111 |
96.29 |
96.29 |
96.29 |
96.29 |
+1.35 |
137 |
6,203 |
+52 |
Feb12 |
110111 |
96.26 |
96.26 |
96.26 |
96.26 |
+1.33 |
41 |
1,173 |
+0 |
Mar12 |
110111 |
96.22 |
96.22 |
96.22 |
96.22 |
+1.33 |
36 |
3,157 |
-2 |
Apr12 |
110111 |
96.17 |
96.17 |
96.17 |
96.17 |
+1.33 |
34 |
758 |
-2 |
May12 |
110111 |
96.12 |
96.12 |
96.12 |
96.12 |
+1.32 |
31 |
868 |
-1 |
Total Volume and Open Interest |
302,915 |
589,013 |
+1,984 |
US Dollar Index(ICE) |
Mar11 |
110111 |
81.265 |
81.450 |
81.035 |
81.135 |
-0.027 |
19,045 |
34,703 |
+1,038 |
Jun11 |
110111 |
81.700 |
81.760 |
81.430 |
81.505 |
-0.033 |
89 |
903 |
+37 |
Sep11 |
110111 |
81.865 |
81.865 |
81.865 |
81.865 |
-0.033 |
0 |
4 |
+0 |
Total Volume and Open Interest |
19,134 |
35,610 |
+1,075 |
Australian Dollar(CME) |
Mar11 |
110111 |
98.61 |
98.85 |
97.44 |
97.92 |
-0.93 |
90,065 |
113,897 |
-4,542 |
Jun11 |
110111 |
97.33 |
97.71 |
96.44 |
96.80 |
-0.91 |
24 |
359 |
-19 |
Sep11 |
110111 |
95.61 |
96.50 |
95.61 |
95.61 |
-0.89 |
0 |
14 |
+0 |
Total Volume and Open Interest |
90,089 |
114,364 |
-4,563 |
British Pound(CME) |
Mar11 |
110111 |
155.68 |
156.33 |
155.06 |
155.93 |
+0.18 |
90,933 |
87,188 |
+1,430 |
Jun11 |
110111 |
155.23 |
155.93 |
155.03 |
155.77 |
+0.18 |
32 |
194 |
-10 |
Sep11 |
110111 |
155.51 |
155.51 |
155.33 |
155.51 |
+0.18 |
0 |
5 |
+0 |
Total Volume and Open Interest |
90,965 |
87,419 |
+1,420 |
Canadian Dollar(CME) |
Mar11 |
110111 |
100.55 |
100.95 |
100.36 |
100.81 |
+0.29 |
62,680 |
121,529 |
+2,523 |
Jun11 |
110111 |
100.50 |
100.70 |
100.28 |
100.56 |
+0.28 |
73 |
2,195 |
+13 |
Sep11 |
110111 |
100.30 |
100.30 |
99.97 |
100.25 |
+0.28 |
1 |
1,016 |
+0 |
Dec11 |
110111 |
99.90 |
99.96 |
99.68 |
99.96 |
+0.28 |
23 |
1,216 |
+14 |
Total Volume and Open Interest |
62,777 |
125,960 |
+2,550 |
Japanese Yen(CME) |
Mar11 |
110111 |
120.98 |
121.00 |
119.83 |
120.20 |
-0.65 |
87,756 |
108,720 |
-2,856 |
Jun11 |
110111 |
120.50 |
121.00 |
119.99 |
120.34 |
-0.66 |
92 |
388 |
+8 |
Sep11 |
110111 |
120.54 |
121.20 |
120.54 |
120.54 |
-0.66 |
0 |
17 |
+0 |
Total Volume and Open Interest |
87,848 |
109,136 |
-2,848 |
Swiss Franc(CME) |
Mar11 |
110111 |
103.41 |
103.59 |
102.25 |
102.77 |
-0.60 |
36,159 |
42,918 |
-1,085 |
Jun11 |
110111 |
103.28 |
103.49 |
102.50 |
102.89 |
-0.60 |
8 |
64 |
+5 |
Sep11 |
110111 |
103.04 |
103.64 |
103.04 |
103.04 |
-0.60 |
0 |
2 |
+0 |
Total Volume and Open Interest |
36,167 |
42,986 |
-1,080 |
EuroFX(CME) |
Mar11 |
110111 |
129.44 |
129.89 |
128.99 |
129.66 |
+0.17 |
301,045 |
190,695 |
+9,161 |
Jun11 |
110111 |
129.44 |
129.81 |
129.00 |
129.58 |
+0.16 |
375 |
917 |
+77 |
Sep11 |
110111 |
129.29 |
129.50 |
129.29 |
129.49 |
+0.15 |
3 |
33 |
-1 |
Total Volume and Open Interest |
301,423 |
191,987 |
+9,237 |
Mexican Peso(CME) |
Jan11 |
110111 |
824.0 |
824.0 |
819.0 |
824.0 |
+5.0 |
|
|
|
Feb11 |
110111 |
822.0 |
822.0 |
817.0 |
822.0 |
+5.0 |
|
|
|
Total Volume and Open Interest |
23,250 |
124,856 |
+3,586 |
30-Year T-Bonds(CBOT) |
Mar11 |
110111 |
121~140 |
121~180 |
120~090 |
120~310 |
-0~070 |
220,882 |
541,052 |
+5,744 |
Jun11 |
110111 |
119~220 |
119~230 |
118~260 |
119~120 |
-0~070 |
89 |
681 |
-1,000 |
Sep11 |
110111 |
117~250 |
118~000 |
117~250 |
117~250 |
-0~070 |
|
|
|
Total Volume and Open Interest |
220,971 |
541,733 |
+4,744 |
10-Year T-Notes(CBOT) |
Mar11 |
110111 |
120~315 |
121~040 |
120~125 |
120~175 |
-0~105 |
773,576 |
1,358,040 |
-17,421 |
Jun11 |
110111 |
119~260 |
119~295 |
119~105 |
119~130 |
-0~105 |
42 |
1,257 |
-1 |
Sep11 |
110111 |
118~105 |
118~210 |
118~105 |
118~105 |
-0~105 |
|
|
|
Total Volume and Open Interest |
773,618 |
1,359,301 |
-17,422 |
5-Year T-Notes(CBOT) |
Mar11 |
110111 |
118~021 |
118~040 |
117~114 |
117~122 |
-0~021 |
391,025 |
1,051,592 |
-5,207 |
Jun11 |
110111 |
117~075 |
117~075 |
117~020 |
117~020 |
-0~019 |
0 |
5 |
+0 |
Sep11 |
110111 |
116~044 |
116~063 |
116~044 |
116~044 |
-0~019 |
|
|
|
Total Volume and Open Interest |
391,025 |
1,051,597 |
-5,207 |
2 Year T-Notes(CBOT) |
Mar11 |
110111 |
109~064 |
109~070 |
109~057 |
109~060 |
-0~002 |
201,162 |
673,500 |
+3,979 |
Jun11 |
110111 |
109~029 |
109~031 |
109~028 |
109~029 |
-0~002 |
0 |
122 |
+0 |
Sep11 |
110111 |
108~126 |
109~000 |
108~126 |
108~126 |
-0~002 |
|
|
|
Total Volume and Open Interest |
201,162 |
673,622 |
+3,979 |
Eurodollars(CME) |
Mar11 |
110111 |
99.615 |
99.630 |
99.610 |
99.615 |
+0.010 |
153,488 |
1,162,425 |
-7,678 |
Jun11 |
110111 |
99.510 |
99.530 |
99.505 |
99.515 |
+0.005 |
178,698 |
1,146,390 |
-5,306 |
Sep11 |
110111 |
99.400 |
99.420 |
99.385 |
99.395 |
-0.005 |
180,153 |
959,724 |
+5,835 |
Dec11 |
110111 |
99.240 |
99.260 |
99.210 |
99.230 |
-0.010 |
176,998 |
767,171 |
-4,876 |
Mar12 |
110111 |
99.035 |
99.050 |
98.995 |
99.020 |
-0.010 |
246,844 |
836,707 |
+18,358 |
Jun12 |
110111 |
98.780 |
98.800 |
98.735 |
98.760 |
-0.010 |
185,194 |
518,040 |
-4,001 |
Sep12 |
110111 |
98.520 |
98.540 |
98.470 |
98.500 |
-0.010 |
146,471 |
453,552 |
-2,614 |
Dec12 |
110111 |
98.255 |
98.285 |
98.205 |
98.235 |
-0.010 |
104,845 |
300,618 |
+2,911 |
Mar13 |
110111 |
98.000 |
98.035 |
97.950 |
97.975 |
-0.015 |
96,513 |
197,818 |
+4,264 |
Jun13 |
110111 |
97.740 |
97.775 |
97.680 |
97.705 |
-0.020 |
60,836 |
157,344 |
-2,717 |
Sep13 |
110111 |
97.485 |
97.520 |
97.425 |
97.445 |
-0.025 |
55,152 |
177,560 |
+1,705 |
Dec13 |
110111 |
97.225 |
97.260 |
97.160 |
97.180 |
-0.030 |
52,257 |
144,427 |
+4,919 |
Mar14 |
110111 |
97.000 |
97.030 |
96.930 |
96.950 |
-0.030 |
22,834 |
112,135 |
-1,018 |
Jun14 |
110111 |
96.755 |
96.800 |
96.690 |
96.715 |
-0.030 |
18,054 |
102,808 |
-1,339 |
Sep14 |
110111 |
96.540 |
96.570 |
96.460 |
96.485 |
-0.035 |
17,111 |
64,951 |
-89 |
Dec14 |
110111 |
96.305 |
96.345 |
96.235 |
96.260 |
-0.035 |
18,694 |
68,220 |
+1,872 |
Mar15 |
110111 |
96.120 |
96.150 |
96.050 |
96.075 |
-0.035 |
9,438 |
52,430 |
-632 |
Jun15 |
110111 |
4.200 |
4.230 |
4.125 |
4.150 |
-0.035 |
7,453 |
35,789 |
-383 |
Total Volume and Open Interest |
1,753,880 |
7,496,818 |
+8,788 |
30 Day Federal Funds(CBOT) |
Jan11 |
110111 |
99.823 |
99.827 |
99.823 |
99.825 |
+0.002 |
440 |
73,358 |
+17 |
Feb11 |
110111 |
99.825 |
99.830 |
99.820 |
99.825 |
+0.005 |
1,861 |
62,589 |
-255 |
Mar11 |
110111 |
99.825 |
99.830 |
99.825 |
99.825 |
unch |
2,672 |
45,924 |
+184 |
Apr11 |
110111 |
99.830 |
99.835 |
99.830 |
99.830 |
unch |
4,021 |
41,375 |
-690 |
May11 |
110111 |
99.830 |
99.835 |
99.825 |
99.830 |
+0.005 |
5,937 |
61,159 |
-157 |
Jun11 |
110111 |
99.825 |
99.830 |
99.820 |
99.820 |
unch |
4,517 |
33,100 |
+703 |
Total Volume and Open Interest |
40,354 |
542,745 |
+4,108 |
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 |
110111 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
1,161 |
+0 |
Jun11 |
110111 |
99.647 |
99.647 |
99.647 |
99.647 |
unch |
0 |
175 |
+0 |
Sep11 |
110111 |
99.643 |
99.643 |
99.643 |
99.643 |
unch |
|
|
|
Dec11 |
110111 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
75 |
+0 |
Mar12 |
110111 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
Jun12 |
110111 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
110111 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Dec12 |
110111 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
Mar13 |
110111 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
Jun13 |
110111 |
99.475 |
99.475 |
99.475 |
99.475 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
1,411 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110111 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
2,476 |
+0 |
Jun11 |
110111 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,387 |
+0 |
Sep11 |
110111 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
952 |
-102 |
Dec11 |
110111 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,823 |
+0 |
Mar12 |
110111 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
305 |
+0 |
Jun12 |
110111 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
754 |
+0 |
Sep12 |
110111 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
310 |
+0 |
Dec12 |
110111 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
0 |
8,012 |
-102 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110111 |
139.95 |
140.27 |
139.93 |
140.01 |
+0.26 |
1,705 |
12,098 |
+70 |
Jun11 |
110111 |
137.92 |
137.92 |
137.92 |
137.92 |
+0.26 |
|
|
|
Sep11 |
110111 |
135.83 |
135.83 |
135.83 |
135.83 |
+0.26 |
|
|
|
Total Volume and Open Interest |
1,705 |
12,098 |
+70 |
Euro-Bund(EUREX) |
Mar11 |
110111 |
126.07 |
126.47 |
125.70 |
125.79 |
-0.49 |
634,735 |
1,371,095 |
+160,541 |
Jun11 |
110111 |
124.90 |
124.90 |
124.36 |
124.36 |
-0.49 |
2 |
608 |
+32 |
Sep11 |
110111 |
124.10 |
124.10 |
124.10 |
124.10 |
-0.49 |
|
|
|
Total Volume and Open Interest |
634,737 |
1,371,703 |
+160,573 |
Euro-Bobl(EUREX) |
Mar11 |
110111 |
119.06 |
119.29 |
118.84 |
118.89 |
-0.24 |
364,327 |
890,795 |
+38,363 |
Jun11 |
110111 |
117.44 |
117.44 |
117.44 |
117.44 |
-0.24 |
0 |
3,855 |
+0 |
Sep11 |
110111 |
117.44 |
117.44 |
117.44 |
117.44 |
-0.24 |
|
|
|
Total Volume and Open Interest |
364,327 |
894,650 |
+38,363 |
3-Mth Euribor(EUREX) |
Mar11 |
110111 |
98.935 |
98.935 |
98.930 |
98.930 |
-0.005 |
194 |
5,988 |
-322 |
Jun11 |
110111 |
98.830 |
98.830 |
98.815 |
98.815 |
-0.020 |
231 |
9,186 |
-36 |
Sep11 |
110111 |
98.735 |
98.735 |
98.695 |
98.695 |
-0.035 |
20 |
1,781 |
+10 |
Total Volume and Open Interest |
741 |
24,027 |
-338 |
Long Gilt(LIFFE) |
Mar11 |
110111 |
118~20 |
118~28 |
118~03 |
118~05 |
-0~14 |
81,126 |
241,828 |
-2,888 |
Jun11 |
110111 |
117~04 |
117~04 |
117~04 |
117~04 |
-0~14 |
|
|
|
Total Volume and Open Interest |
81,126 |
241,828 |
-2,888 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110111 |
99.11 |
99.12 |
99.11 |
99.11 |
unch |
124,244 |
294,878 |
-1,414 |
Jun11 |
110111 |
98.92 |
98.94 |
98.91 |
98.92 |
-0.01 |
166,893 |
264,316 |
+3,269 |
Sep11 |
110111 |
98.71 |
98.75 |
98.70 |
98.71 |
-0.02 |
166,689 |
268,396 |
+10,530 |
Dec11 |
110111 |
98.49 |
98.53 |
98.47 |
98.48 |
-0.02 |
146,123 |
294,958 |
+6,838 |
Mar12 |
110111 |
98.25 |
98.29 |
98.22 |
98.24 |
-0.02 |
145,995 |
271,030 |
+32,820 |
Jun12 |
110111 |
98.01 |
98.05 |
97.97 |
97.99 |
-0.01 |
110,739 |
164,717 |
+17,057 |
Total Volume and Open Interest |
989,615 |
1,929,212 |
+84,927 |
3-Mth Euribor(LIFFE) |
Mar11 |
110111 |
98.930 |
98.940 |
98.925 |
98.930 |
-0.005 |
66,890 |
593,840 |
+11,532 |
Jun11 |
110111 |
98.830 |
98.840 |
98.810 |
98.815 |
-0.020 |
62,247 |
491,823 |
-3,379 |
Sep11 |
110111 |
98.715 |
98.740 |
98.690 |
98.695 |
-0.035 |
70,159 |
389,864 |
+2,943 |
Total Volume and Open Interest |
642,805 |
2,760,031 |
+31,451 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110111 |
94.96 |
95.05 |
94.94 |
95.04 |
+0.08 |
42,470 |
212,913 |
+9,509 |
Jun11 |
110111 |
94.87 |
95.00 |
94.86 |
94.98 |
+0.11 |
58,620 |
144,733 |
+16,947 |
Sep11 |
110111 |
94.74 |
94.89 |
94.72 |
94.88 |
+0.14 |
28,647 |
82,295 |
+876 |
Dec11 |
110111 |
94.62 |
94.79 |
94.61 |
94.78 |
+0.16 |
13,084 |
55,410 |
+2,497 |
Mar12 |
110111 |
94.56 |
94.71 |
94.53 |
94.70 |
+0.15 |
4,573 |
42,795 |
+374 |
Jun12 |
110111 |
94.49 |
94.66 |
94.46 |
94.65 |
+0.16 |
2,764 |
39,519 |
+1,065 |
Sep12 |
110111 |
94.44 |
94.61 |
94.43 |
94.59 |
+0.15 |
2,883 |
21,989 |
+1,084 |
Dec12 |
110111 |
94.36 |
94.56 |
94.36 |
94.55 |
+0.16 |
1,239 |
10,314 |
+932 |
Mar13 |
110111 |
94.50 |
94.53 |
94.50 |
94.52 |
+0.16 |
3 |
2,661 |
+0 |
Jun13 |
110111 |
94.47 |
94.47 |
94.47 |
94.47 |
+0.16 |
0 |
587 |
+0 |
Total Volume and Open Interest |
154,283 |
614,118 |
+33,284 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110111 |
94.45 |
94.55 |
94.41 |
94.55 |
+0.10 |
38,811 |
363,215 |
+6,869 |
Jun11 |
110111 |
94.55 |
94.55 |
94.55 |
94.55 |
+0.10 |
|
|
|
Total Volume and Open Interest |
38,811 |
363,215 |
+6,869 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110111 |
94.85 |
95.01 |
94.83 |
95.00 |
+0.15 |
202,458 |
447,020 |
+30,818 |
Jun11 |
110111 |
95.00 |
95.00 |
95.00 |
95.00 |
+0.15 |
|
|
|
Total Volume and Open Interest |
202,458 |
447,020 |
+30,818 |
Gold(CMX) |
Feb11 |
110111 |
1375.7 |
1386.8 |
1372.4 |
1384.3 |
+10.2 |
118,859 |
306,173 |
-12,210 |
Apr11 |
110111 |
1378.0 |
1388.5 |
1374.4 |
1386.3 |
+10.3 |
22,483 |
85,174 |
+10,593 |
Jun11 |
110111 |
1379.0 |
1389.7 |
1377.5 |
1388.4 |
+10.3 |
3,513 |
34,758 |
+1,085 |
Aug11 |
110111 |
1382.1 |
1390.4 |
1382.1 |
1390.4 |
+10.4 |
692 |
17,520 |
+159 |
Oct11 |
110111 |
1391.7 |
1392.4 |
1391.7 |
1392.4 |
+10.3 |
2,232 |
11,580 |
-498 |
Dec11 |
110111 |
1387.2 |
1396.2 |
1383.7 |
1394.6 |
+10.3 |
1,683 |
23,292 |
+94 |
Feb12 |
110111 |
1391.6 |
1397.1 |
1391.3 |
1397.1 |
+10.3 |
970 |
7,133 |
-30 |
Apr12 |
110111 |
1399.8 |
1399.8 |
1399.8 |
1399.8 |
+10.3 |
350 |
6,883 |
+24 |
Jun12 |
110111 |
1402.9 |
1402.9 |
1402.9 |
1402.9 |
+10.3 |
610 |
12,740 |
+530 |
Aug12 |
110111 |
1406.1 |
1406.1 |
1406.1 |
1406.1 |
+10.4 |
50 |
6,906 |
+0 |
Oct12 |
110111 |
1409.9 |
1409.9 |
1409.9 |
1409.9 |
+10.5 |
1,155 |
2,887 |
+1,155 |
Dec12 |
110111 |
1414.3 |
1414.3 |
1412.0 |
1414.2 |
+10.6 |
1,701 |
14,521 |
+373 |
Total Volume and Open Interest |
158,055 |
584,989 |
+3,790 |
Silver(CMX) |
Mar11 |
110111 |
2911.5 |
2971.0 |
2906.0 |
2949.9 |
+63.8 |
46,774 |
73,330 |
-1,968 |
May11 |
110111 |
2914.5 |
2975.0 |
2914.5 |
2954.7 |
+63.8 |
1,521 |
15,239 |
+487 |
Jul11 |
110111 |
2922.5 |
2973.5 |
2918.0 |
2959.1 |
+63.6 |
328 |
10,012 |
-36 |
Sep11 |
110111 |
2929.0 |
2970.0 |
2927.0 |
2963.3 |
+63.5 |
172 |
6,341 |
+74 |
Dec11 |
110111 |
2946.5 |
2985.5 |
2938.0 |
2969.8 |
+63.0 |
166 |
12,731 |
+32 |
Mar12 |
110111 |
2975.5 |
2975.5 |
2975.5 |
2975.5 |
+62.7 |
0 |
379 |
+0 |
May12 |
110111 |
2979.3 |
2979.3 |
2979.3 |
2979.3 |
+62.5 |
0 |
540 |
+0 |
Total Volume and Open Interest |
49,299 |
135,683 |
-1,396 |
Platinum(NYMEX) |
Jan11 |
110111 |
1747.5 |
1770.7 |
1747.5 |
1767.6 |
+24.6 |
22 |
361 |
-9 |
Apr11 |
110111 |
1742.2 |
1774.3 |
1740.0 |
1770.3 |
+25.2 |
3,198 |
37,359 |
-141 |
Jul11 |
110111 |
1749.8 |
1774.0 |
1749.8 |
1773.6 |
+25.2 |
36 |
805 |
+34 |
Oct11 |
110111 |
1775.0 |
1776.6 |
1775.0 |
1776.6 |
+25.0 |
2 |
18 |
+1 |
Total Volume and Open Interest |
3,258 |
38,552 |
-115 |
Palladium(NYMEX) |
Mar11 |
110111 |
753.50 |
787.10 |
753.00 |
783.75 |
+34.10 |
2,549 |
21,640 |
-307 |
Jun11 |
110111 |
755.25 |
785.20 |
755.25 |
784.95 |
+34.20 |
82 |
704 |
+67 |
Sep11 |
110111 |
785.55 |
785.55 |
785.55 |
785.55 |
+34.20 |
0 |
13 |
+0 |
Total Volume and Open Interest |
2,631 |
22,363 |
-241 |
Copper(CMX) |
Mar11 |
110111 |
428.70 |
436.20 |
427.30 |
434.90 |
+8.45 |
26,975 |
115,771 |
-257 |
May11 |
110111 |
428.35 |
436.05 |
428.30 |
434.90 |
+8.50 |
2,923 |
26,949 |
-545 |
Jul11 |
110111 |
429.45 |
434.60 |
429.45 |
434.25 |
+8.50 |
1,572 |
9,068 |
+671 |
Sep11 |
110111 |
427.40 |
433.70 |
427.40 |
433.35 |
+8.50 |
403 |
5,364 |
-124 |
Dec11 |
110111 |
426.00 |
431.35 |
426.00 |
431.35 |
+8.60 |
308 |
3,453 |
+122 |
Total Volume and Open Interest |
32,845 |
166,142 |
-93 |
DJIA Index(CBOT) |
Mar11 |
110111 |
11584 |
11655 |
11580 |
11616 |
+29 |
1,024 |
7,889 |
+623 |
Jun11 |
110111 |
11556 |
11556 |
11527 |
11556 |
+29 |
|
|
|
Sep11 |
110111 |
11496 |
11496 |
11467 |
11496 |
+29 |
|
|
|
Dec11 |
110111 |
11441 |
11441 |
11412 |
11441 |
+29 |
|
|
|
Total Volume and Open Interest |
1,024 |
7,889 |
+623 |
S & P 500(CME) |
Mar11 |
110111 |
1265.00 |
1273.60 |
1264.20 |
1270.40 |
+4.90 |
12,203 |
276,119 |
+732 |
Jun11 |
110111 |
1265.40 |
1268.50 |
1260.00 |
1265.40 |
+4.90 |
56 |
4,162 |
-47 |
Sep11 |
110111 |
1260.70 |
1263.80 |
1255.30 |
1260.70 |
+4.90 |
134 |
2,322 |
+175 |
Dec11 |
110111 |
1256.20 |
1259.30 |
1250.80 |
1256.20 |
+4.90 |
0 |
550 |
+0 |
Total Volume and Open Interest |
12,393 |
283,153 |
+860 |
S & P 500 E-Mini(Globex) |
Mar11 |
110111 |
1265.50 |
1273.75 |
1264.00 |
1270.50 |
+5.00 |
1,876,415 |
2,507,962 |
+2,067 |
Jun11 |
110111 |
1260.50 |
1268.50 |
1259.50 |
1265.50 |
+5.00 |
383 |
4,614 |
+77 |
Total Volume and Open Interest |
1,877,413 |
2,513,168 |
+2,638 |
NASDAQ 100(CME) |
Mar11 |
110111 |
2282.00 |
2294.80 |
2278.00 |
2285.50 |
+3.00 |
1,228 |
13,467 |
-266 |
Jun11 |
110111 |
2282.50 |
2287.00 |
2277.00 |
2282.50 |
+3.00 |
|
|
|
Sep11 |
110111 |
2280.00 |
2280.00 |
2279.50 |
2280.00 |
+3.00 |
|
|
|
Total Volume and Open Interest |
1,228 |
13,467 |
-266 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110111 |
2282.00 |
2295.30 |
2278.00 |
2285.50 |
+3.00 |
197,994 |
365,344 |
-1,886 |
Jun11 |
110111 |
2280.80 |
2292.30 |
2280.30 |
2282.50 |
+3.00 |
387 |
640 |
+132 |
Total Volume and Open Interest |
198,381 |
365,990 |
-1,754 |
S & P Midcap 400(CME) |
Mar11 |
110111 |
917.00 |
919.00 |
914.00 |
918.20 |
+5.00 |
4 |
1,685 |
-8 |
Jun11 |
110111 |
915.70 |
916.20 |
915.70 |
915.70 |
+5.00 |
|
|
|
Sep11 |
110111 |
914.00 |
915.30 |
914.00 |
914.00 |
+4.20 |
|
|
|
Total Volume and Open Interest |
4 |
1,685 |
-8 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110111 |
10480 |
10610 |
10475 |
10585 |
+105 |
7,688 |
38,967 |
-496 |
Jun11 |
110111 |
10565 |
10565 |
10460 |
10565 |
+105 |
0 |
4 |
+0 |
Total Volume and Open Interest |
7,688 |
38,971 |
-496 |
Nikkei 225(SGX) |
Mar11 |
110111 |
10475 |
10540 |
10370 |
10500 |
-45 |
65,087 |
217,031 |
-907 |
Jun11 |
110111 |
10455 |
10455 |
10425 |
10425 |
-50 |
10 |
2,707 |
+21 |
Sep11 |
110111 |
10430 |
10430 |
10430 |
10430 |
-45 |
|
|
|
Total Volume and Open Interest |
65,110 |
236,795 |
-150 |
CAC 40(EURONEXT) |
Jan11 |
110111 |
3819.5 |
3868.0 |
3810.0 |
3864.0 |
+60.0 |
139,471 |
376,000 |
-9,295 |
Feb11 |
110111 |
3824.0 |
3867.0 |
3813.0 |
3865.0 |
+59.5 |
211 |
582 |
+63 |
Mar11 |
110111 |
3827.0 |
3868.5 |
3819.0 |
3867.5 |
+60.5 |
240 |
42,743 |
-89 |
Total Volume and Open Interest |
139,923 |
419,367 |
-9,321 |
Hang Seng Index(HKFE) |
Jan11 |
110111 |
23594 |
23895 |
23520 |
23777 |
+260 |
63,272 |
98,961 |
+3,577 |
Feb11 |
110111 |
23568 |
23898 |
23530 |
23786 |
+265 |
601 |
1,726 |
+260 |
Mar11 |
110111 |
23518 |
23843 |
23479 |
23735 |
+263 |
457 |
5,952 |
-64 |
Total Volume and Open Interest |
64,446 |
107,901 |
+3,747 |
DAX(EUREX) |
Mar11 |
110111 |
6890.5 |
6959.5 |
6867.0 |
6953.0 |
+73.0 |
142,049 |
245,391 |
-5,443 |
Jun11 |
110111 |
6913.5 |
6979.0 |
6890.5 |
6974.5 |
+73.0 |
124 |
10,784 |
+88 |
Sep11 |
110111 |
6936.0 |
6992.0 |
6936.0 |
6992.0 |
+72.5 |
32 |
42 |
-11 |
Total Volume and Open Interest |
142,205 |
256,217 |
-5,366 |
FT-SE 100(EURONEXT) |
Mar11 |
110111 |
5937.50 |
6000.00 |
5936.50 |
5978.50 |
+56.00 |
92,981 |
641,677 |
+4,324 |
Jun11 |
110111 |
5932.00 |
5935.50 |
5927.00 |
5935.50 |
+56.00 |
0 |
1,457 |
+0 |
Sep11 |
110111 |
5904.00 |
5904.00 |
5904.00 |
5904.00 |
+56.00 |
10 |
68 |
+10 |
Total Volume and Open Interest |
92,991 |
643,202 |
+4,334 |
SPI 200(SFE) |
Mar11 |
110111 |
4699.0 |
4706.0 |
4663.0 |
4703.0 |
+1.0 |
21,277 |
197,434 |
+1,947 |
Jun11 |
110111 |
4698.0 |
4725.0 |
4698.0 |
4725.0 |
unch |
137 |
3,024 |
+36 |
Sep11 |
110111 |
4716.0 |
4716.0 |
4716.0 |
4716.0 |
unch |
0 |
1,826 |
+0 |
Total Volume and Open Interest |
21,577 |
204,068 |
+2,146 |
GSCI(CME) |
Jan11 |
110111 |
630.00 |
634.50 |
627.50 |
633.50 |
+10.00 |
2,195 |
10,451 |
-1,978 |
Feb11 |
110111 |
634.75 |
638.50 |
632.50 |
638.00 |
+9.75 |
2,027 |
4,791 |
+2,267 |
Mar11 |
110111 |
641.50 |
641.50 |
641.50 |
641.50 |
+9.50 |
|
|
|
Total Volume and Open Interest |
4,222 |
15,242 |
+289 |
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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