|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed January 19, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110119 |
1416.50 |
1431.75 |
1402.25 |
1411.50 |
-1.75 |
93,778 |
296,252 |
+1,583 |
May11 |
110119 |
1425.50 |
1441.75 |
1412.50 |
1422.00 |
-1.25 |
19,099 |
99,414 |
+2,072 |
Jul11 |
110119 |
1431.25 |
1446.50 |
1418.50 |
1428.00 |
-0.25 |
19,063 |
89,518 |
+663 |
Aug11 |
110119 |
1409.00 |
1415.00 |
1393.00 |
1401.50 |
+2.25 |
1,007 |
3,428 |
+132 |
Sep11 |
110119 |
1375.00 |
1380.00 |
1361.00 |
1368.00 |
+6.50 |
2,175 |
3,749 |
+295 |
Nov11 |
110119 |
1326.50 |
1345.00 |
1326.00 |
1336.00 |
+10.00 |
19,291 |
133,230 |
+2,785 |
Jan12 |
110119 |
1330.25 |
1347.00 |
1330.00 |
1339.25 |
+9.00 |
963 |
11,258 |
+284 |
Total Volume and Open Interest |
156,368 |
654,378 |
+8,131 |
Soybean Meal(CBOT) |
Mar11 |
110119 |
383.80 |
387.20 |
378.10 |
383.30 |
-0.10 |
32,674 |
95,383 |
-571 |
May11 |
110119 |
386.20 |
389.80 |
380.90 |
386.10 |
+0.20 |
7,464 |
34,802 |
+188 |
Jul11 |
110119 |
386.40 |
389.50 |
381.80 |
386.90 |
+0.80 |
8,037 |
35,656 |
-67 |
Aug11 |
110119 |
376.90 |
377.00 |
371.70 |
376.40 |
+1.40 |
1,371 |
7,177 |
+133 |
Sep11 |
110119 |
366.70 |
366.70 |
360.00 |
364.90 |
+2.10 |
2,101 |
6,875 |
+654 |
Oct11 |
110119 |
350.20 |
351.70 |
346.00 |
350.10 |
+2.80 |
524 |
5,688 |
+52 |
Dec11 |
110119 |
346.10 |
349.40 |
343.50 |
348.10 |
+3.20 |
2,403 |
18,661 |
+203 |
Jan12 |
110119 |
347.30 |
348.20 |
345.00 |
348.20 |
+3.20 |
208 |
1,281 |
+85 |
Total Volume and Open Interest |
54,945 |
207,764 |
+705 |
Soybean Oil(CBOT) |
Mar11 |
110119 |
57.61 |
58.12 |
57.35 |
57.69 |
+0.14 |
53,432 |
196,430 |
+603 |
May11 |
110119 |
58.03 |
58.60 |
57.83 |
58.16 |
+0.13 |
16,299 |
61,585 |
+2,264 |
Jul11 |
110119 |
58.46 |
59.00 |
58.23 |
58.57 |
+0.14 |
12,936 |
62,125 |
+1,997 |
Aug11 |
110119 |
58.93 |
58.99 |
58.45 |
58.65 |
+0.17 |
651 |
6,356 |
-87 |
Sep11 |
110119 |
58.96 |
59.08 |
58.45 |
58.71 |
+0.21 |
1,231 |
8,019 |
+273 |
Oct11 |
110119 |
58.60 |
58.92 |
58.32 |
58.58 |
+0.25 |
1,125 |
8,708 |
+91 |
Dec11 |
110119 |
58.38 |
58.92 |
58.35 |
58.64 |
+0.31 |
5,053 |
28,641 |
+1,053 |
Jan12 |
110119 |
58.65 |
58.65 |
58.64 |
58.64 |
+0.31 |
0 |
456 |
-250 |
Total Volume and Open Interest |
90,982 |
373,243 |
+6,194 |
Canola(WCE) |
Jan11 |
110114 |
584.0 |
584.0 |
582.7 |
582.7 |
-6.6 |
8 |
4 |
+4 |
Mar11 |
110119 |
597.5 |
608.6 |
597.5 |
604.7 |
+4.9 |
8,107 |
118,241 |
-1,495 |
May11 |
110119 |
607.7 |
616.2 |
607.7 |
612.9 |
+5.2 |
2,594 |
24,288 |
+469 |
Jul11 |
110119 |
611.0 |
618.8 |
608.4 |
616.3 |
+5.3 |
666 |
19,216 |
+201 |
Nov11 |
110119 |
563.6 |
572.5 |
563.6 |
569.1 |
+5.2 |
3,169 |
43,042 |
+2,011 |
Total Volume and Open Interest |
14,771 |
208,456 |
+1,265 |
Corn(CBOT) |
Mar11 |
110119 |
659.50 |
666.25 |
637.25 |
641.25 |
-18.25 |
171,361 |
674,144 |
-4,613 |
May11 |
110119 |
668.75 |
676.00 |
647.25 |
651.25 |
-18.00 |
47,225 |
266,683 |
+8,689 |
Jul11 |
110119 |
672.75 |
679.50 |
651.50 |
655.50 |
-17.50 |
46,736 |
240,615 |
+4,184 |
Sep11 |
110119 |
616.00 |
621.50 |
601.00 |
605.25 |
-11.50 |
7,122 |
51,036 |
+477 |
Dec11 |
110119 |
576.50 |
584.50 |
566.00 |
568.25 |
-9.75 |
37,412 |
299,523 |
+4,052 |
Mar12 |
110119 |
585.00 |
591.75 |
574.00 |
576.50 |
-9.50 |
4,618 |
28,492 |
+382 |
Total Volume and Open Interest |
317,980 |
1,610,189 |
+13,822 |
Wheat(CBOT) |
Mar11 |
110119 |
792.50 |
808.00 |
792.50 |
797.25 |
+4.00 |
45,206 |
214,350 |
+335 |
May11 |
110119 |
822.25 |
836.50 |
822.00 |
826.00 |
+3.75 |
9,798 |
71,725 |
+1,269 |
Jul11 |
110119 |
846.25 |
859.50 |
846.25 |
849.25 |
+3.00 |
8,916 |
116,110 |
+836 |
Sep11 |
110119 |
866.25 |
875.75 |
864.00 |
867.00 |
+2.00 |
2,556 |
23,250 |
+943 |
Dec11 |
110119 |
881.75 |
892.00 |
878.25 |
881.50 |
+0.75 |
4,440 |
64,401 |
+1,474 |
Total Volume and Open Interest |
71,439 |
506,106 |
+5,109 |
Wheat(KCBT) |
Mar11 |
110119 |
876.00 |
887.50 |
873.25 |
877.50 |
+1.00 |
11,288 |
87,764 |
-906 |
May11 |
110119 |
886.00 |
898.00 |
883.75 |
888.25 |
+1.50 |
1,985 |
40,545 |
+323 |
Jul11 |
110119 |
894.00 |
905.00 |
892.00 |
896.00 |
+1.25 |
2,252 |
56,260 |
+294 |
Sep11 |
110119 |
906.00 |
917.00 |
903.00 |
906.75 |
unch |
382 |
14,590 |
+53 |
Dec11 |
110119 |
915.75 |
925.00 |
913.25 |
917.50 |
+1.75 |
441 |
11,571 |
+68 |
Total Volume and Open Interest |
16,387 |
213,352 |
-143 |
Wheat(MGE) |
Mar11 |
110119 |
905.75 |
917.00 |
904.25 |
911.25 |
+5.25 |
4,097 |
21,613 |
-181 |
May11 |
110119 |
913.00 |
926.00 |
912.50 |
919.00 |
+4.25 |
1,010 |
14,561 |
+233 |
Jul11 |
110119 |
920.25 |
931.25 |
918.75 |
924.00 |
+2.75 |
870 |
10,356 |
+173 |
Sep11 |
110119 |
917.00 |
928.00 |
917.00 |
919.50 |
+2.00 |
513 |
10,420 |
+189 |
Dec11 |
110119 |
923.50 |
933.00 |
923.00 |
924.50 |
+1.00 |
376 |
8,895 |
+4 |
Total Volume and Open Interest |
6,947 |
67,480 |
+457 |
Oats(CBOT) |
Mar11 |
110119 |
399.50 |
403.50 |
385.00 |
386.50 |
-11.50 |
1,653 |
9,735 |
+56 |
May11 |
110119 |
404.25 |
412.25 |
393.00 |
394.25 |
-11.00 |
827 |
2,281 |
+698 |
Jul11 |
110119 |
407.00 |
412.25 |
395.75 |
397.25 |
-9.50 |
31 |
495 |
-10 |
Sep11 |
110119 |
372.00 |
372.00 |
363.75 |
365.50 |
-4.50 |
13 |
116 |
+9 |
Total Volume and Open Interest |
2,574 |
13,840 |
+766 |
Rough Rice(CBOT) |
Jan11 |
110114 |
13.69 |
13.69 |
13.69 |
13.69 |
+0.05 |
1 |
9 |
-8 |
Mar11 |
110119 |
14.51 |
14.95 |
14.51 |
14.66 |
+0.15 |
1,511 |
13,884 |
+411 |
May11 |
110119 |
14.80 |
15.25 |
14.80 |
14.94 |
+0.14 |
428 |
1,973 |
+85 |
Jul11 |
110119 |
15.15 |
15.49 |
15.08 |
15.22 |
+0.13 |
406 |
1,610 |
+127 |
Total Volume and Open Interest |
2,988 |
18,956 |
+908 |
Live Cattle(CME) |
Feb11 |
110119 |
109.400 |
109.700 |
108.450 |
108.800 |
-0.400 |
33,111 |
69,250 |
-7,552 |
Apr11 |
110119 |
114.050 |
114.250 |
112.930 |
113.200 |
-0.550 |
30,430 |
152,182 |
+3,730 |
Jun11 |
110119 |
113.200 |
113.350 |
112.050 |
112.450 |
-0.630 |
10,652 |
70,224 |
+2,173 |
Aug11 |
110119 |
113.700 |
113.950 |
112.730 |
113.035 |
-0.850 |
4,451 |
23,275 |
+443 |
Oct11 |
110119 |
116.400 |
116.535 |
115.600 |
115.700 |
-0.800 |
1,815 |
14,631 |
+633 |
Dec11 |
110119 |
117.150 |
117.200 |
116.250 |
116.680 |
-0.650 |
929 |
12,554 |
+272 |
Total Volume and Open Interest |
81,874 |
344,832 |
+9 |
Feeder Cattle(CME) |
Jan11 |
110119 |
127.400 |
127.500 |
126.450 |
127.000 |
-0.300 |
1,510 |
2,806 |
-436 |
Mar11 |
110119 |
127.980 |
128.285 |
127.050 |
127.500 |
-0.450 |
4,181 |
25,314 |
-217 |
Apr11 |
110119 |
128.400 |
128.650 |
127.580 |
128.000 |
-0.485 |
1,354 |
6,472 |
+105 |
May11 |
110119 |
128.735 |
128.750 |
127.785 |
128.235 |
-0.415 |
1,268 |
8,183 |
+383 |
Aug11 |
110119 |
128.750 |
129.100 |
128.235 |
128.850 |
-0.150 |
1,003 |
8,803 |
+398 |
Sep11 |
110119 |
128.600 |
128.685 |
128.000 |
128.250 |
-0.550 |
192 |
1,081 |
+88 |
Oct11 |
110119 |
128.500 |
128.500 |
127.830 |
128.050 |
-0.750 |
274 |
525 |
+161 |
Total Volume and Open Interest |
9,830 |
53,444 |
+516 |
Lean Hogs(CME) |
Feb11 |
110119 |
80.550 |
80.930 |
79.850 |
80.000 |
-0.475 |
16,785 |
34,708 |
-1,844 |
Apr11 |
110119 |
86.850 |
87.500 |
86.100 |
86.400 |
-0.330 |
14,517 |
88,488 |
+2,125 |
May11 |
110119 |
94.300 |
94.800 |
94.100 |
94.330 |
-0.120 |
149 |
2,044 |
+41 |
Jun11 |
110119 |
96.950 |
97.500 |
96.500 |
96.750 |
-0.200 |
4,835 |
45,960 |
+1,179 |
Jul11 |
110119 |
96.200 |
96.550 |
95.600 |
95.900 |
-0.150 |
1,253 |
13,090 |
+590 |
Aug11 |
110119 |
95.430 |
95.800 |
94.785 |
95.285 |
-0.100 |
1,167 |
14,393 |
+530 |
Oct11 |
110119 |
85.000 |
85.750 |
84.680 |
85.150 |
-0.100 |
681 |
12,812 |
+292 |
Dec11 |
110119 |
81.430 |
81.830 |
80.900 |
81.100 |
-0.200 |
682 |
4,641 |
+201 |
Total Volume and Open Interest |
40,268 |
217,905 |
+3,233 |
Class III Milk(CME) |
Jan11 |
110119 |
13.49 |
13.51 |
13.45 |
13.47 |
-0.04 |
172 |
5,440 |
-129 |
Feb11 |
110119 |
15.04 |
15.14 |
14.80 |
14.90 |
-0.22 |
287 |
5,533 |
-13 |
Mar11 |
110119 |
15.16 |
15.24 |
14.86 |
14.95 |
-0.28 |
500 |
4,517 |
+13 |
Apr11 |
110119 |
15.60 |
15.68 |
15.40 |
15.50 |
-0.10 |
236 |
2,981 |
+15 |
May11 |
110119 |
15.77 |
15.81 |
15.66 |
15.78 |
+0.01 |
89 |
2,771 |
+11 |
Total Volume and Open Interest |
1,911 |
33,479 |
+178 |
Cocoa(ICE) |
Mar11 |
110119 |
3029 |
3112 |
3018 |
3100 |
+64 |
10,174 |
64,477 |
-662 |
May11 |
110119 |
3043 |
3127 |
3043 |
3115 |
+59 |
3,679 |
25,962 |
+6 |
Jul11 |
110119 |
3060 |
3138 |
3060 |
3124 |
+55 |
1,341 |
13,202 |
+201 |
Sep11 |
110119 |
3080 |
3148 |
3080 |
3137 |
+56 |
1,055 |
8,726 |
+106 |
Dec11 |
110119 |
3120 |
3165 |
3120 |
3153 |
+55 |
521 |
14,019 |
+91 |
Mar12 |
110119 |
3179 |
3220 |
3179 |
3207 |
+47 |
104 |
10,822 |
-20 |
May12 |
110119 |
3171 |
3214 |
3171 |
3200 |
+48 |
12 |
4,620 |
+2 |
Total Volume and Open Interest |
16,889 |
143,808 |
-273 |
Coffee "C"(ICE) |
Mar11 |
110119 |
236.00 |
236.70 |
231.10 |
232.50 |
-2.85 |
7,379 |
81,148 |
+25 |
May11 |
110119 |
238.00 |
238.40 |
233.00 |
234.25 |
-2.85 |
2,752 |
29,053 |
+661 |
Jul11 |
110119 |
238.70 |
239.40 |
234.20 |
235.50 |
-2.80 |
596 |
13,025 |
-75 |
Sep11 |
110119 |
237.05 |
237.95 |
234.00 |
234.40 |
-2.35 |
225 |
5,472 |
+57 |
Dec11 |
110119 |
233.65 |
234.50 |
230.00 |
231.15 |
-2.25 |
136 |
8,048 |
+58 |
Mar12 |
110119 |
229.00 |
229.00 |
226.15 |
226.70 |
-2.05 |
15 |
888 |
+5 |
Total Volume and Open Interest |
11,103 |
138,410 |
+731 |
Orange Juice(ICE) |
Mar11 |
110119 |
173.50 |
176.50 |
173.50 |
175.00 |
-0.40 |
818 |
22,141 |
+223 |
May11 |
110119 |
175.50 |
176.00 |
174.30 |
174.50 |
-0.25 |
247 |
6,204 |
+125 |
Jul11 |
110119 |
173.85 |
173.85 |
173.60 |
173.75 |
-0.25 |
39 |
2,610 |
+35 |
Sep11 |
110119 |
173.20 |
173.20 |
173.20 |
173.20 |
-0.25 |
4 |
493 |
-2 |
Nov11 |
110119 |
173.65 |
173.65 |
172.60 |
172.60 |
-0.10 |
16 |
550 |
-8 |
Jan12 |
110119 |
172.10 |
172.10 |
172.10 |
172.10 |
-0.10 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,124 |
32,022 |
+373 |
Sugar #11(ICE) |
Mar11 |
110119 |
31.10 |
31.80 |
30.88 |
31.18 |
+0.06 |
40,836 |
220,220 |
-1,226 |
May11 |
110119 |
29.50 |
29.77 |
28.97 |
29.26 |
-0.04 |
19,924 |
117,303 |
+783 |
Jul11 |
110119 |
27.31 |
27.59 |
26.70 |
27.06 |
-0.28 |
12,152 |
121,716 |
+6 |
Oct11 |
110119 |
25.75 |
25.99 |
25.26 |
25.53 |
-0.24 |
8,178 |
65,764 |
+975 |
Mar12 |
110119 |
24.99 |
25.11 |
24.43 |
24.73 |
-0.21 |
4,513 |
46,689 |
+277 |
Total Volume and Open Interest |
87,017 |
620,918 |
+918 |
London Cocoa(LCE) |
Mar11 |
110119 |
2005 |
2060 |
2003 |
2055 |
+45 |
5,653 |
60,120 |
-198 |
May11 |
110119 |
1995 |
2050 |
1995 |
2042 |
+42 |
2,824 |
25,062 |
+581 |
Jul11 |
110119 |
2006 |
2054 |
2006 |
2046 |
+43 |
1,220 |
26,649 |
-99 |
Sep11 |
110119 |
2007 |
2050 |
2007 |
2043 |
+38 |
969 |
19,969 |
+265 |
Dec11 |
110119 |
2013 |
2043 |
2013 |
2043 |
+38 |
563 |
24,732 |
+120 |
Mar12 |
110119 |
2017 |
2051 |
2017 |
2044 |
+30 |
108 |
19,795 |
+51 |
May12 |
110119 |
2058 |
2058 |
2032 |
2047 |
+30 |
0 |
3,698 |
+0 |
Total Volume and Open Interest |
11,352 |
187,028 |
+720 |
London Sugar(LCE) |
Mar11 |
110119 |
785.20 |
790.50 |
770.10 |
771.60 |
-8.60 |
4,743 |
20,444 |
-521 |
May11 |
110119 |
750.80 |
757.80 |
739.10 |
741.40 |
-5.40 |
1,441 |
11,348 |
-345 |
Aug11 |
110119 |
716.20 |
719.60 |
701.70 |
704.10 |
-7.40 |
383 |
8,461 |
+136 |
Oct11 |
110119 |
670.00 |
677.00 |
661.00 |
662.70 |
-6.90 |
143 |
2,684 |
+2 |
Dec11 |
110119 |
655.70 |
655.70 |
642.40 |
642.40 |
-10.90 |
1 |
1,054 |
-1 |
Total Volume and Open Interest |
6,723 |
44,762 |
-719 |
Cotton(ICE) |
Mar11 |
110119 |
148.04 |
150.44 |
147.76 |
148.94 |
+3.50 |
4,312 |
87,056 |
-694 |
May11 |
110119 |
141.00 |
145.37 |
141.00 |
143.31 |
+2.94 |
1,536 |
24,610 |
+111 |
Jul11 |
110119 |
135.00 |
138.93 |
134.74 |
136.40 |
+2.47 |
1,799 |
34,332 |
+93 |
Oct11 |
110119 |
118.44 |
118.68 |
118.44 |
118.68 |
+2.80 |
2 |
173 |
+0 |
Dec11 |
110119 |
103.50 |
107.79 |
103.50 |
104.48 |
+1.19 |
2,283 |
48,321 |
+482 |
Mar12 |
110119 |
99.95 |
102.05 |
98.60 |
99.48 |
+1.71 |
98 |
1,922 |
+40 |
Total Volume and Open Interest |
10,049 |
198,387 |
+40 |
Lumber(CME) |
Mar11 |
110119 |
297.1 |
307.1 |
295.0 |
297.6 |
+0.5 |
441 |
6,896 |
-59 |
May11 |
110119 |
313.1 |
324.5 |
311.0 |
314.2 |
-0.3 |
132 |
2,793 |
+8 |
Jul11 |
110119 |
318.5 |
330.0 |
317.5 |
321.3 |
-0.7 |
59 |
1,105 |
+2 |
Sep11 |
110119 |
319.5 |
327.9 |
318.2 |
318.2 |
-3.8 |
7 |
185 |
+0 |
Total Volume and Open Interest |
639 |
10,980 |
-49 |
Crude Oil(NYM) |
Feb11 |
110119 |
91.34 |
92.10 |
90.47 |
90.86 |
-0.52 |
211,930 |
52,461 |
-36,357 |
Mar11 |
110119 |
92.20 |
93.02 |
91.46 |
91.81 |
-0.50 |
267,097 |
399,893 |
+25,473 |
Apr11 |
110119 |
93.06 |
94.02 |
92.58 |
92.98 |
-0.35 |
71,273 |
111,916 |
-520 |
May11 |
110119 |
94.00 |
94.92 |
93.53 |
93.99 |
-0.25 |
39,123 |
84,934 |
+240 |
Jun11 |
110119 |
94.79 |
95.56 |
94.25 |
94.70 |
-0.22 |
40,805 |
110,471 |
+2,122 |
Jul11 |
110119 |
95.47 |
96.04 |
94.76 |
95.23 |
-0.20 |
10,115 |
60,670 |
+1,270 |
Aug11 |
110119 |
95.92 |
96.11 |
95.18 |
95.57 |
-0.19 |
5,020 |
32,102 |
+317 |
Sep11 |
110119 |
96.15 |
96.45 |
95.42 |
95.82 |
-0.18 |
6,291 |
31,073 |
+458 |
Oct11 |
110119 |
96.12 |
96.69 |
95.76 |
96.03 |
-0.17 |
3,999 |
21,250 |
+1,477 |
Nov11 |
110119 |
96.52 |
96.77 |
95.91 |
96.19 |
-0.17 |
2,471 |
20,509 |
+228 |
Dec11 |
110119 |
96.42 |
97.02 |
95.81 |
96.33 |
-0.17 |
27,454 |
164,152 |
+923 |
Jan12 |
110119 |
96.33 |
96.33 |
96.33 |
96.33 |
-0.18 |
2,211 |
30,596 |
-448 |
Feb12 |
110119 |
96.30 |
96.30 |
96.30 |
96.30 |
-0.19 |
1,322 |
8,892 |
+260 |
Mar12 |
110119 |
96.27 |
96.27 |
96.27 |
96.27 |
-0.20 |
278 |
12,415 |
-54 |
Apr12 |
110119 |
96.23 |
96.23 |
96.23 |
96.23 |
-0.21 |
558 |
5,112 |
+154 |
May12 |
110119 |
96.20 |
96.20 |
96.20 |
96.20 |
-0.21 |
878 |
7,162 |
-33 |
Total Volume and Open Interest |
707,567 |
1,491,996 |
-3,243 |
e-miNY Crude Oil(NYM) |
Jan11 |
101217 |
87.925 |
88.500 |
87.025 |
88.025 |
+0.325 |
5,348 |
3,079 |
-457 |
Feb11 |
110119 |
91.225 |
92.100 |
90.500 |
90.850 |
-0.525 |
6,388 |
2,249 |
-394 |
Mar11 |
110119 |
92.200 |
93.000 |
91.450 |
91.800 |
-0.500 |
3,615 |
5,065 |
+479 |
Apr11 |
110119 |
93.225 |
94.000 |
92.700 |
92.975 |
-0.350 |
294 |
890 |
+192 |
May11 |
110119 |
94.800 |
94.800 |
93.725 |
94.000 |
-0.250 |
6 |
56 |
+4 |
Jun11 |
110119 |
94.700 |
94.700 |
94.700 |
94.700 |
-0.225 |
0 |
54 |
+0 |
Jul11 |
110119 |
95.050 |
95.225 |
95.050 |
95.225 |
-0.200 |
0 |
13 |
+0 |
Aug11 |
110119 |
95.575 |
95.575 |
95.575 |
95.575 |
-0.175 |
0 |
11 |
+0 |
Sep11 |
110119 |
96.375 |
96.375 |
95.625 |
95.825 |
-0.175 |
1 |
6 |
+0 |
Oct11 |
110119 |
96.025 |
96.025 |
96.025 |
96.025 |
-0.175 |
0 |
42 |
+0 |
Total Volume and Open Interest |
10,304 |
8,670 |
+281 |
Heating Oil(NYM) |
Feb11 |
110119 |
264.10 |
267.59 |
264.00 |
265.62 |
+1.03 |
46,339 |
67,917 |
-3,847 |
Mar11 |
110119 |
264.20 |
267.74 |
264.20 |
265.90 |
+1.01 |
32,949 |
82,431 |
+5,325 |
Apr11 |
110119 |
264.92 |
266.60 |
263.70 |
264.69 |
+0.78 |
13,783 |
36,497 |
+1,192 |
May11 |
110119 |
264.37 |
265.39 |
262.76 |
263.71 |
+0.65 |
5,528 |
23,012 |
+516 |
Jun11 |
110119 |
263.66 |
265.33 |
262.57 |
263.49 |
+0.53 |
7,708 |
33,984 |
-219 |
Jul11 |
110119 |
266.01 |
266.13 |
263.55 |
264.34 |
+0.39 |
3,279 |
10,943 |
+230 |
Aug11 |
110119 |
266.10 |
266.25 |
264.63 |
265.38 |
+0.30 |
5,134 |
7,140 |
+932 |
Sep11 |
110119 |
267.27 |
268.46 |
266.07 |
266.79 |
+0.28 |
1,535 |
8,297 |
+120 |
Oct11 |
110119 |
269.22 |
270.10 |
267.78 |
268.25 |
+0.27 |
467 |
4,265 |
-129 |
Nov11 |
110119 |
270.29 |
270.46 |
269.50 |
269.67 |
+0.23 |
250 |
5,255 |
+58 |
Dec11 |
110119 |
270.56 |
272.25 |
269.95 |
270.87 |
+0.20 |
3,112 |
17,838 |
+691 |
Jan12 |
110119 |
271.88 |
272.25 |
271.88 |
272.08 |
+0.20 |
209 |
3,278 |
-54 |
Total Volume and Open Interest |
120,906 |
309,256 |
+5,174 |
Gasoline(NYMEX) |
Feb11 |
110119 |
247.75 |
250.11 |
247.25 |
248.16 |
+0.24 |
40,891 |
54,698 |
-6,790 |
Mar11 |
110119 |
249.31 |
251.50 |
248.62 |
249.63 |
+0.24 |
30,837 |
86,838 |
+4,569 |
Apr11 |
110119 |
259.70 |
261.79 |
259.10 |
260.14 |
+0.29 |
12,745 |
35,616 |
+3,603 |
May11 |
110119 |
261.57 |
262.23 |
259.91 |
260.73 |
+0.37 |
5,255 |
23,223 |
+645 |
Jun11 |
110119 |
260.00 |
262.17 |
259.69 |
260.65 |
+0.44 |
5,072 |
25,443 |
+579 |
Jul11 |
110119 |
260.05 |
260.56 |
259.05 |
259.93 |
+0.49 |
2,719 |
9,348 |
+183 |
Aug11 |
110119 |
258.00 |
259.35 |
258.00 |
258.50 |
+0.54 |
3,975 |
5,756 |
-612 |
Sep11 |
110119 |
257.27 |
257.39 |
255.90 |
256.55 |
+0.52 |
820 |
5,128 |
+185 |
Oct11 |
110119 |
245.64 |
245.64 |
245.64 |
245.64 |
+0.54 |
555 |
4,881 |
+236 |
Nov11 |
110119 |
243.51 |
243.51 |
243.51 |
243.51 |
+0.46 |
232 |
1,664 |
-18 |
Total Volume and Open Interest |
105,416 |
287,146 |
+2,734 |
e-miNY RBOB Gasoline(NYM) |
Feb11 |
110119 |
248.20 |
248.20 |
248.16 |
248.20 |
+0.30 |
0 |
3 |
+0 |
Mar11 |
110119 |
249.60 |
249.63 |
249.60 |
249.60 |
+0.20 |
0 |
1 |
+0 |
Apr11 |
110119 |
260.10 |
260.14 |
260.10 |
260.10 |
+0.20 |
0 |
1 |
+0 |
May11 |
110119 |
260.70 |
260.73 |
260.70 |
260.70 |
+0.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Feb11 |
110119 |
4.410 |
4.585 |
4.406 |
4.561 |
+0.136 |
142,868 |
83,110 |
-7,648 |
Mar11 |
110119 |
4.432 |
4.586 |
4.432 |
4.576 |
+0.130 |
94,385 |
248,300 |
+9,138 |
Apr11 |
110119 |
4.437 |
4.578 |
4.437 |
4.570 |
+0.120 |
29,300 |
94,904 |
+1,994 |
May11 |
110119 |
4.507 |
4.621 |
4.507 |
4.604 |
+0.112 |
15,543 |
81,159 |
+2,685 |
Jun11 |
110119 |
4.528 |
4.660 |
4.528 |
4.643 |
+0.102 |
5,238 |
21,488 |
+238 |
Jul11 |
110119 |
4.629 |
4.714 |
4.629 |
4.702 |
+0.094 |
7,119 |
30,219 |
+1,028 |
Aug11 |
110119 |
4.662 |
4.741 |
4.662 |
4.730 |
+0.092 |
3,530 |
19,060 |
+343 |
Sep11 |
110119 |
4.687 |
4.749 |
4.670 |
4.738 |
+0.091 |
2,506 |
13,541 |
+83 |
Oct11 |
110119 |
4.733 |
4.804 |
4.721 |
4.794 |
+0.090 |
7,074 |
54,749 |
-1 |
Nov11 |
110119 |
4.897 |
4.950 |
4.885 |
4.947 |
+0.080 |
1,472 |
22,897 |
-42 |
Dec11 |
110119 |
5.095 |
5.165 |
5.092 |
5.163 |
+0.071 |
1,252 |
21,994 |
+1 |
Jan12 |
110119 |
5.246 |
5.295 |
5.235 |
5.294 |
+0.065 |
3,080 |
39,130 |
+293 |
Feb12 |
110119 |
5.227 |
5.254 |
5.205 |
5.254 |
+0.062 |
474 |
8,751 |
+248 |
Mar12 |
110119 |
5.119 |
5.151 |
5.107 |
5.151 |
+0.056 |
990 |
22,056 |
+557 |
Apr12 |
110119 |
4.883 |
4.917 |
4.883 |
4.917 |
+0.032 |
998 |
20,501 |
+52 |
May12 |
110119 |
4.895 |
4.921 |
4.895 |
4.921 |
+0.031 |
61 |
5,145 |
-6 |
Total Volume and Open Interest |
316,832 |
852,133 |
+9,104 |
Brent Crude Oil(ICE) |
Mar11 |
110119 |
97.75 |
98.60 |
97.55 |
98.16 |
+0.36 |
203,399 |
277,256 |
+1,006 |
Apr11 |
110119 |
97.81 |
98.60 |
97.59 |
98.11 |
+0.26 |
111,584 |
164,013 |
+7,021 |
May11 |
110119 |
97.99 |
98.70 |
97.77 |
98.21 |
+0.19 |
42,104 |
77,213 |
+2,162 |
Jun11 |
110119 |
98.17 |
98.81 |
97.88 |
98.31 |
+0.14 |
56,130 |
105,083 |
+8,740 |
Jul11 |
110119 |
98.29 |
98.80 |
97.93 |
98.35 |
+0.11 |
17,396 |
32,598 |
+2,358 |
Aug11 |
110119 |
98.32 |
98.76 |
97.93 |
98.37 |
+0.11 |
8,630 |
16,167 |
+225 |
Sep11 |
110119 |
98.45 |
98.73 |
97.91 |
98.37 |
+0.10 |
6,917 |
24,769 |
+504 |
Oct11 |
110119 |
98.44 |
98.73 |
97.91 |
98.39 |
+0.11 |
5,001 |
18,204 |
+443 |
Nov11 |
110119 |
98.50 |
98.73 |
97.92 |
98.42 |
+0.11 |
4,599 |
11,031 |
+90 |
Dec11 |
110119 |
98.34 |
98.85 |
97.92 |
98.46 |
+0.12 |
32,471 |
104,545 |
+4,016 |
Jan12 |
110119 |
98.47 |
98.47 |
98.47 |
98.47 |
+0.12 |
1,406 |
11,318 |
-468 |
Feb12 |
110119 |
98.46 |
98.46 |
98.46 |
98.46 |
+0.11 |
616 |
5,919 |
-306 |
Mar12 |
110119 |
98.45 |
98.45 |
98.45 |
98.45 |
+0.12 |
270 |
3,806 |
+56 |
Apr12 |
110119 |
98.38 |
98.38 |
98.38 |
98.38 |
+0.10 |
94 |
2,159 |
-2 |
Total Volume and Open Interest |
496,087 |
956,157 |
+25,768 |
Gas Oil(ICE) |
Feb11 |
110119 |
816.00 |
824.50 |
815.00 |
821.25 |
+3.25 |
70,961 |
125,369 |
-6,153 |
Mar11 |
110119 |
821.00 |
828.50 |
819.25 |
825.50 |
+3.25 |
74,272 |
137,033 |
+7,288 |
Apr11 |
110119 |
822.00 |
830.50 |
821.50 |
827.50 |
+3.25 |
32,089 |
69,525 |
+3,362 |
May11 |
110119 |
827.00 |
832.25 |
823.50 |
829.25 |
+3.00 |
12,116 |
57,136 |
+813 |
Jun11 |
110119 |
828.50 |
834.25 |
825.50 |
831.25 |
+2.75 |
17,932 |
53,027 |
+238 |
Jul11 |
110119 |
834.25 |
837.00 |
830.00 |
834.00 |
+2.75 |
3,382 |
22,110 |
+506 |
Aug11 |
110119 |
837.00 |
839.50 |
833.25 |
836.75 |
+2.75 |
2,874 |
20,210 |
-892 |
Sep11 |
110119 |
835.75 |
841.50 |
835.75 |
839.50 |
+2.50 |
3,002 |
17,309 |
+30 |
Oct11 |
110119 |
841.00 |
844.00 |
835.75 |
841.00 |
+2.00 |
1,577 |
12,838 |
+252 |
Nov11 |
110119 |
842.50 |
844.75 |
841.75 |
841.75 |
+2.00 |
862 |
10,198 |
-131 |
Total Volume and Open Interest |
228,804 |
636,816 |
+6,383 |
Ethanol(CBOT) |
Jan11 |
110105 |
2.315 |
2.315 |
2.305 |
2.305 |
-0.008 |
63 |
135 |
-73 |
Feb11 |
110119 |
2.350 |
2.350 |
2.305 |
2.313 |
-0.036 |
120 |
637 |
+25 |
Mar11 |
110119 |
2.370 |
2.371 |
2.320 |
2.323 |
-0.036 |
75 |
1,420 |
+39 |
Apr11 |
110119 |
2.378 |
2.380 |
2.337 |
2.344 |
-0.033 |
37 |
870 |
+12 |
May11 |
110119 |
2.396 |
2.396 |
2.360 |
2.368 |
-0.032 |
27 |
468 |
+22 |
Jun11 |
110119 |
2.395 |
2.395 |
2.372 |
2.385 |
-0.030 |
43 |
620 |
+30 |
Jul11 |
110119 |
2.430 |
2.430 |
2.381 |
2.392 |
-0.035 |
24 |
781 |
+4 |
Aug11 |
110119 |
2.420 |
2.420 |
2.374 |
2.378 |
-0.038 |
22 |
751 |
-33 |
Total Volume and Open Interest |
416 |
7,773 |
+34 |
WTI Crude Oil(ICE |
Feb11 |
110119 |
91.38 |
92.09 |
90.47 |
90.86 |
-0.52 |
31,262 |
24,442 |
-11,225 |
Mar11 |
110119 |
92.30 |
93.00 |
91.45 |
91.81 |
-0.50 |
95,022 |
139,212 |
+8,348 |
Apr11 |
110119 |
93.39 |
94.01 |
92.56 |
92.98 |
-0.35 |
33,682 |
58,028 |
-529 |
May11 |
110119 |
94.65 |
94.90 |
93.73 |
93.99 |
-0.25 |
14,093 |
42,191 |
+258 |
Jun11 |
110119 |
95.08 |
95.55 |
94.41 |
94.70 |
-0.22 |
18,667 |
68,146 |
+6 |
Jul11 |
110119 |
95.57 |
95.91 |
95.16 |
95.23 |
-0.20 |
2,374 |
20,139 |
+152 |
Aug11 |
110119 |
96.03 |
96.21 |
95.57 |
95.57 |
-0.19 |
1,070 |
11,095 |
-90 |
Sep11 |
110119 |
96.10 |
96.42 |
95.55 |
95.82 |
-0.18 |
1,475 |
16,743 |
+428 |
Oct11 |
110119 |
96.43 |
96.43 |
95.70 |
96.03 |
-0.17 |
617 |
11,955 |
-125 |
Nov11 |
110119 |
96.19 |
96.19 |
96.19 |
96.19 |
-0.17 |
870 |
9,112 |
+64 |
Dec11 |
110119 |
96.62 |
96.95 |
95.92 |
96.33 |
-0.17 |
16,453 |
74,321 |
+2,021 |
Jan12 |
110119 |
96.33 |
96.33 |
96.33 |
96.33 |
-0.18 |
224 |
6,291 |
+7 |
Feb12 |
110119 |
96.30 |
96.30 |
96.30 |
96.30 |
-0.19 |
37 |
1,219 |
+25 |
Mar12 |
110119 |
96.27 |
96.27 |
96.27 |
96.27 |
-0.20 |
17 |
3,236 |
+2 |
Apr12 |
110119 |
96.23 |
96.23 |
96.23 |
96.23 |
-0.21 |
15 |
768 |
+0 |
May12 |
110119 |
96.20 |
96.20 |
96.20 |
96.20 |
-0.21 |
0 |
874 |
+0 |
Total Volume and Open Interest |
218,699 |
581,352 |
-312 |
US Dollar Index(ICE) |
Mar11 |
110119 |
79.120 |
79.120 |
78.470 |
78.810 |
-0.350 |
33,047 |
32,044 |
+215 |
Jun11 |
110119 |
79.470 |
79.470 |
78.875 |
79.180 |
-0.355 |
136 |
968 |
-16 |
Sep11 |
110119 |
79.540 |
79.540 |
79.540 |
79.540 |
-0.355 |
0 |
2 |
+0 |
Total Volume and Open Interest |
33,183 |
33,014 |
+199 |
Australian Dollar(CME) |
Mar11 |
110119 |
99.16 |
100.09 |
98.96 |
99.28 |
+0.12 |
112,110 |
113,533 |
+395 |
Jun11 |
110119 |
98.29 |
98.78 |
98.02 |
98.14 |
+0.12 |
87 |
673 |
+6 |
Sep11 |
110119 |
96.90 |
96.90 |
96.81 |
96.90 |
+0.09 |
0 |
14 |
+0 |
Total Volume and Open Interest |
112,197 |
114,314 |
+401 |
British Pound(CME) |
Mar11 |
110119 |
159.59 |
160.32 |
159.38 |
159.81 |
+0.12 |
200,762 |
90,391 |
+8,350 |
Jun11 |
110119 |
159.60 |
160.09 |
159.34 |
159.64 |
+0.13 |
210 |
202 |
+11 |
Sep11 |
110119 |
159.37 |
159.37 |
159.22 |
159.37 |
+0.15 |
3 |
5 |
+0 |
Total Volume and Open Interest |
200,975 |
90,630 |
+8,361 |
Canadian Dollar(CME) |
Mar11 |
110119 |
100.74 |
101.01 |
100.22 |
100.27 |
-0.38 |
93,436 |
123,401 |
-1,099 |
Jun11 |
110119 |
100.57 |
100.72 |
99.99 |
100.04 |
-0.37 |
193 |
2,469 |
-27 |
Sep11 |
110119 |
100.08 |
100.08 |
99.70 |
99.72 |
-0.36 |
93 |
1,042 |
+21 |
Dec11 |
110119 |
99.63 |
99.79 |
99.42 |
99.42 |
-0.37 |
36 |
1,265 |
+13 |
Total Volume and Open Interest |
93,759 |
128,185 |
-1,091 |
Japanese Yen(CME) |
Mar11 |
110119 |
121.12 |
122.23 |
120.99 |
121.90 |
+0.73 |
153,887 |
109,810 |
+4,652 |
Jun11 |
110119 |
121.88 |
122.22 |
121.30 |
122.03 |
+0.73 |
154 |
565 |
+112 |
Sep11 |
110119 |
122.21 |
122.21 |
121.48 |
122.21 |
+0.73 |
0 |
17 |
+0 |
Total Volume and Open Interest |
154,043 |
110,405 |
+4,766 |
Swiss Franc(CME) |
Mar11 |
110119 |
103.86 |
105.09 |
103.71 |
104.74 |
+0.88 |
59,335 |
41,767 |
+1,479 |
Jun11 |
110119 |
104.52 |
104.84 |
103.96 |
104.84 |
+0.88 |
17 |
66 |
+2 |
Sep11 |
110119 |
104.96 |
104.96 |
104.08 |
104.96 |
+0.88 |
0 |
4 |
+0 |
Total Volume and Open Interest |
59,352 |
41,839 |
+1,481 |
EuroFX(CME) |
Mar11 |
110119 |
133.82 |
135.34 |
133.62 |
134.53 |
+0.73 |
539,424 |
186,246 |
+5,460 |
Jun11 |
110119 |
133.77 |
135.15 |
133.67 |
134.40 |
+0.73 |
1,358 |
2,318 |
+430 |
Sep11 |
110119 |
134.23 |
134.23 |
133.48 |
134.23 |
+0.75 |
2 |
31 |
-1 |
Total Volume and Open Interest |
540,784 |
188,933 |
+5,889 |
Mexican Peso(CME) |
Feb11 |
110119 |
825.8 |
830.5 |
825.8 |
825.8 |
-4.8 |
|
|
|
Mar11 |
110119 |
827.5 |
831.0 |
822.0 |
822.2 |
-4.8 |
29,870 |
135,140 |
-2,487 |
Total Volume and Open Interest |
29,870 |
135,242 |
-2,487 |
30-Year T-Bonds(CBOT) |
Mar11 |
110119 |
120~130 |
121~030 |
120~050 |
121~000 |
+0~180 |
384,445 |
558,896 |
-7,128 |
Jun11 |
110119 |
118~310 |
119~130 |
118~200 |
119~130 |
+0~180 |
287 |
1,094 |
+92 |
Sep11 |
110119 |
117~260 |
117~260 |
117~080 |
117~260 |
+0~180 |
|
|
|
Total Volume and Open Interest |
384,732 |
559,990 |
-7,036 |
10-Year T-Notes(CBOT) |
Mar11 |
110119 |
120~180 |
120~275 |
120~105 |
120~250 |
+0~060 |
1,230,041 |
1,321,958 |
-14,966 |
Jun11 |
110119 |
119~100 |
119~180 |
119~085 |
119~180 |
+0~065 |
920 |
4,737 |
+609 |
Sep11 |
110119 |
118~155 |
118~155 |
118~090 |
118~155 |
+0~065 |
|
|
|
Total Volume and Open Interest |
1,230,961 |
1,326,699 |
-14,357 |
5-Year T-Notes(CBOT) |
Mar11 |
110119 |
118~012 |
118~034 |
117~119 |
118~030 |
+0~017 |
553,826 |
1,098,040 |
+9,770 |
Jun11 |
110119 |
117~049 |
117~049 |
117~032 |
117~049 |
+0~017 |
41 |
108 |
+33 |
Sep11 |
110119 |
116~073 |
116~073 |
116~056 |
116~073 |
+0~017 |
|
|
|
Total Volume and Open Interest |
553,867 |
1,098,148 |
+9,803 |
2 Year T-Notes(CBOT) |
Mar11 |
110119 |
109~061 |
109~068 |
109~058 |
109~067 |
+0~004 |
237,522 |
720,313 |
+10,728 |
Jun11 |
110119 |
109~023 |
109~034 |
109~023 |
109~034 |
+0~004 |
66 |
339 |
+0 |
Sep11 |
110119 |
109~001 |
109~001 |
108~125 |
109~001 |
+0~004 |
|
|
|
Total Volume and Open Interest |
237,588 |
720,652 |
+10,728 |
Eurodollars(CME) |
Mar11 |
110119 |
99.650 |
99.655 |
99.640 |
99.650 |
unch |
174,287 |
1,182,033 |
+24,441 |
Jun11 |
110119 |
99.565 |
99.575 |
99.550 |
99.570 |
+0.005 |
192,250 |
1,122,251 |
-9,010 |
Sep11 |
110119 |
99.445 |
99.470 |
99.430 |
99.460 |
+0.015 |
219,548 |
996,706 |
+6,095 |
Dec11 |
110119 |
99.280 |
99.310 |
99.260 |
99.305 |
+0.025 |
206,822 |
794,150 |
-3,477 |
Mar12 |
110119 |
99.065 |
99.105 |
99.045 |
99.100 |
+0.035 |
254,799 |
877,001 |
+40,202 |
Jun12 |
110119 |
98.805 |
98.845 |
98.780 |
98.840 |
+0.040 |
195,116 |
563,777 |
+7,253 |
Sep12 |
110119 |
98.535 |
98.575 |
98.505 |
98.570 |
+0.040 |
169,634 |
446,712 |
-3,666 |
Dec12 |
110119 |
98.260 |
98.310 |
98.230 |
98.300 |
+0.040 |
161,137 |
306,585 |
+4,809 |
Mar13 |
110119 |
98.000 |
98.055 |
97.970 |
98.040 |
+0.040 |
113,890 |
201,275 |
+4,445 |
Jun13 |
110119 |
97.725 |
97.790 |
97.695 |
97.775 |
+0.040 |
82,072 |
163,104 |
+1,717 |
Sep13 |
110119 |
97.470 |
97.530 |
97.435 |
97.515 |
+0.040 |
71,036 |
181,501 |
-686 |
Dec13 |
110119 |
97.205 |
97.265 |
97.175 |
97.250 |
+0.040 |
70,908 |
139,518 |
-1,243 |
Mar14 |
110119 |
96.975 |
97.030 |
96.945 |
97.010 |
+0.035 |
28,884 |
113,292 |
+3,574 |
Jun14 |
110119 |
96.730 |
96.785 |
96.710 |
96.770 |
+0.035 |
32,309 |
107,249 |
+3,240 |
Sep14 |
110119 |
96.510 |
96.555 |
96.475 |
96.535 |
+0.035 |
22,224 |
63,121 |
+1,240 |
Dec14 |
110119 |
96.280 |
96.325 |
96.250 |
96.305 |
+0.035 |
22,985 |
74,456 |
+1,816 |
Mar15 |
110119 |
96.075 |
96.130 |
96.060 |
96.110 |
+0.035 |
11,827 |
53,806 |
+1,188 |
Jun15 |
110119 |
4.140 |
4.195 |
4.120 |
4.175 |
+0.040 |
12,847 |
34,746 |
+178 |
Total Volume and Open Interest |
2,090,306 |
7,598,467 |
+86,784 |
30 Day Federal Funds(CBOT) |
Jan11 |
110119 |
99.827 |
99.832 |
99.827 |
99.830 |
unch |
8,236 |
63,829 |
-3,041 |
Feb11 |
110119 |
99.830 |
99.835 |
99.830 |
99.830 |
unch |
4,640 |
65,900 |
+831 |
Mar11 |
110119 |
99.835 |
99.835 |
99.830 |
99.835 |
unch |
4,354 |
48,570 |
+2,071 |
Apr11 |
110119 |
99.840 |
99.845 |
99.835 |
99.840 |
unch |
6,178 |
41,052 |
-1,551 |
May11 |
110119 |
99.840 |
99.845 |
99.840 |
99.840 |
unch |
4,027 |
64,428 |
+757 |
Jun11 |
110119 |
99.840 |
99.845 |
99.840 |
99.840 |
unch |
5,788 |
36,436 |
+267 |
Total Volume and Open Interest |
75,236 |
562,387 |
+1,597 |
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 |
110119 |
99.662 |
99.662 |
99.662 |
99.662 |
+0.005 |
0 |
1,161 |
+0 |
Jun11 |
110119 |
99.643 |
99.643 |
99.643 |
99.643 |
-0.002 |
0 |
175 |
+0 |
Sep11 |
110119 |
99.630 |
99.630 |
99.630 |
99.630 |
-0.003 |
|
|
|
Dec11 |
110119 |
99.610 |
99.610 |
99.610 |
99.610 |
-0.007 |
0 |
75 |
+0 |
Mar12 |
110119 |
99.590 |
99.590 |
99.590 |
99.590 |
-0.005 |
|
|
|
Jun12 |
110119 |
99.635 |
99.635 |
99.635 |
99.635 |
-0.005 |
|
|
|
Sep12 |
110119 |
99.585 |
99.585 |
99.585 |
99.585 |
-0.005 |
|
|
|
Dec12 |
110119 |
99.490 |
99.490 |
99.490 |
99.490 |
-0.005 |
|
|
|
Mar13 |
110119 |
99.490 |
99.490 |
99.490 |
99.490 |
-0.005 |
|
|
|
Jun13 |
110119 |
99.445 |
99.445 |
99.445 |
99.445 |
-0.005 |
|
|
|
Total Volume and Open Interest |
0 |
1,411 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110119 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
3,076 |
+100 |
Jun11 |
110119 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
1,222 |
-40 |
Sep11 |
110119 |
99.62 |
99.63 |
99.62 |
99.63 |
0.00 |
200 |
659 |
+37 |
Dec11 |
110119 |
99.61 |
99.61 |
99.60 |
99.61 |
-0.01 |
0 |
1,816 |
-2 |
Mar12 |
110119 |
99.59 |
99.59 |
99.59 |
99.59 |
-0.01 |
0 |
305 |
+0 |
Jun12 |
110119 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
754 |
+0 |
Sep12 |
110119 |
99.58 |
99.58 |
99.58 |
99.58 |
0.00 |
0 |
310 |
+0 |
Dec12 |
110119 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.01 |
0 |
4 |
+0 |
Total Volume and Open Interest |
200 |
8,147 |
+95 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110119 |
139.61 |
139.68 |
139.16 |
139.33 |
-0.34 |
1,538 |
12,399 |
+102 |
Jun11 |
110119 |
137.24 |
137.24 |
137.24 |
137.24 |
-0.34 |
|
|
|
Sep11 |
110119 |
135.15 |
135.15 |
135.15 |
135.15 |
-0.34 |
|
|
|
Total Volume and Open Interest |
1,538 |
12,399 |
+102 |
Euro-Bund(EUREX) |
Mar11 |
110119 |
124.04 |
124.39 |
123.86 |
124.34 |
+0.28 |
1,014,643 |
1,328,481 |
-113,554 |
Jun11 |
110119 |
122.74 |
122.94 |
122.50 |
122.91 |
+0.27 |
29 |
1,225 |
-598 |
Sep11 |
110119 |
122.65 |
122.65 |
122.65 |
122.65 |
+0.28 |
|
|
|
Total Volume and Open Interest |
1,014,672 |
1,329,706 |
-114,152 |
Euro-Bobl(EUREX) |
Mar11 |
110119 |
117.56 |
117.76 |
117.46 |
117.66 |
+0.15 |
594,690 |
925,144 |
-36,024 |
Jun11 |
110119 |
116.23 |
116.23 |
116.23 |
116.23 |
+0.15 |
2 |
6,856 |
+5 |
Sep11 |
110119 |
116.23 |
116.23 |
116.23 |
116.23 |
+0.15 |
|
|
|
Total Volume and Open Interest |
594,692 |
932,000 |
-36,019 |
3-Mth Euribor(EUREX) |
Mar11 |
110119 |
98.855 |
98.865 |
98.850 |
98.865 |
+0.030 |
7 |
5,802 |
-4 |
Jun11 |
110119 |
98.685 |
98.685 |
98.685 |
98.685 |
+0.035 |
3 |
9,157 |
+0 |
Sep11 |
110119 |
98.515 |
98.515 |
98.515 |
98.515 |
+0.045 |
31 |
1,982 |
+0 |
Total Volume and Open Interest |
55 |
24,222 |
-4 |
Long Gilt(LIFFE) |
Mar11 |
110119 |
117~08 |
117~18 |
117~02 |
117~14 |
+0~10 |
128,972 |
249,113 |
+10,006 |
Jun11 |
110119 |
116~08 |
116~08 |
116~08 |
116~08 |
+0~08 |
|
|
|
Total Volume and Open Interest |
128,972 |
249,113 |
+10,006 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110119 |
99.09 |
99.13 |
99.08 |
99.11 |
+0.02 |
77,781 |
313,662 |
-6,427 |
Jun11 |
110119 |
98.87 |
98.93 |
98.86 |
98.90 |
+0.03 |
124,843 |
315,153 |
+12,287 |
Sep11 |
110119 |
98.64 |
98.72 |
98.63 |
98.68 |
+0.05 |
107,934 |
255,921 |
-9,375 |
Dec11 |
110119 |
98.40 |
98.49 |
98.39 |
98.45 |
+0.07 |
141,153 |
300,897 |
-1,250 |
Mar12 |
110119 |
98.16 |
98.27 |
98.15 |
98.22 |
+0.08 |
147,229 |
267,818 |
+5,033 |
Jun12 |
110119 |
97.91 |
98.02 |
97.90 |
97.98 |
+0.09 |
94,323 |
177,576 |
+1,925 |
Total Volume and Open Interest |
839,589 |
2,023,539 |
+8,914 |
3-Mth Euribor(LIFFE) |
Mar11 |
110119 |
98.845 |
98.870 |
98.820 |
98.865 |
+0.030 |
264,960 |
618,234 |
+7,508 |
Jun11 |
110119 |
98.650 |
98.700 |
98.645 |
98.685 |
+0.035 |
255,713 |
507,605 |
+16,496 |
Sep11 |
110119 |
98.485 |
98.525 |
98.480 |
98.510 |
+0.040 |
207,275 |
409,313 |
+6,875 |
Total Volume and Open Interest |
1,465,252 |
3,037,010 |
+70,887 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110119 |
95.01 |
95.02 |
95.00 |
95.01 |
-0.01 |
6,619 |
188,737 |
-1,676 |
Jun11 |
110119 |
94.92 |
94.93 |
94.90 |
94.91 |
-0.02 |
13,406 |
137,176 |
-2,116 |
Sep11 |
110119 |
94.79 |
94.80 |
94.74 |
94.76 |
-0.03 |
13,557 |
91,440 |
+1,022 |
Dec11 |
110119 |
94.67 |
94.68 |
94.61 |
94.63 |
-0.05 |
7,875 |
58,108 |
-383 |
Mar12 |
110119 |
94.59 |
94.60 |
94.51 |
94.54 |
-0.06 |
4,521 |
45,719 |
+1,096 |
Jun12 |
110119 |
94.53 |
94.53 |
94.44 |
94.47 |
-0.07 |
2,602 |
40,411 |
+50 |
Sep12 |
110119 |
94.46 |
94.46 |
94.40 |
94.43 |
-0.07 |
1,193 |
24,927 |
+481 |
Dec12 |
110119 |
94.41 |
94.42 |
94.38 |
94.39 |
-0.07 |
354 |
12,140 |
+267 |
Mar13 |
110119 |
94.38 |
94.38 |
94.35 |
94.36 |
-0.06 |
20 |
2,843 |
-15 |
Jun13 |
110119 |
94.35 |
94.35 |
94.30 |
94.30 |
-0.08 |
12 |
586 |
-2 |
Total Volume and Open Interest |
50,179 |
602,985 |
-1,281 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110119 |
94.46 |
94.46 |
94.35 |
94.36 |
-0.10 |
44,361 |
353,189 |
+8,914 |
Jun11 |
110119 |
94.36 |
94.36 |
94.36 |
94.36 |
-0.10 |
|
|
|
Total Volume and Open Interest |
44,361 |
353,189 |
+8,914 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110119 |
94.87 |
94.87 |
94.79 |
94.80 |
-0.07 |
184,613 |
457,139 |
+38,849 |
Jun11 |
110119 |
94.80 |
94.80 |
94.80 |
94.80 |
-0.07 |
1,240 |
1,240 |
+1,240 |
Total Volume and Open Interest |
185,853 |
458,379 |
+40,089 |
Gold(CMX) |
Feb11 |
110119 |
1367.8 |
1378.9 |
1365.5 |
1370.2 |
+2.0 |
165,113 |
258,424 |
-11,346 |
Apr11 |
110119 |
1368.7 |
1380.6 |
1368.1 |
1372.0 |
+2.1 |
23,326 |
123,046 |
+3,098 |
Jun11 |
110119 |
1373.9 |
1382.4 |
1370.4 |
1373.9 |
+2.0 |
5,325 |
39,421 |
+1,869 |
Aug11 |
110119 |
1373.0 |
1383.8 |
1373.0 |
1375.7 |
+1.9 |
2,359 |
19,411 |
+944 |
Oct11 |
110119 |
1378.8 |
1378.8 |
1377.2 |
1377.7 |
+1.9 |
126 |
10,815 |
-20 |
Dec11 |
110119 |
1382.6 |
1387.8 |
1377.4 |
1379.8 |
+1.9 |
2,530 |
24,333 |
+902 |
Feb12 |
110119 |
1384.3 |
1384.3 |
1382.1 |
1382.1 |
+1.9 |
133 |
7,550 |
+42 |
Apr12 |
110119 |
1384.9 |
1384.9 |
1384.9 |
1384.9 |
+1.9 |
0 |
6,883 |
+0 |
Jun12 |
110119 |
1387.8 |
1387.8 |
1387.8 |
1387.8 |
+1.8 |
25 |
12,830 |
-25 |
Aug12 |
110119 |
1390.9 |
1390.9 |
1390.9 |
1390.9 |
+1.6 |
25 |
7,261 |
+25 |
Oct12 |
110119 |
1394.5 |
1394.5 |
1394.5 |
1394.5 |
+1.6 |
25 |
4,535 |
+25 |
Dec12 |
110119 |
1400.6 |
1400.6 |
1398.5 |
1398.5 |
+1.6 |
2,937 |
13,540 |
-512 |
Total Volume and Open Interest |
204,878 |
587,832 |
-5,024 |
Silver(CMX) |
Mar11 |
110119 |
2889.5 |
2949.0 |
2862.5 |
2880.1 |
-11.1 |
58,706 |
73,539 |
-2,036 |
May11 |
110119 |
2898.0 |
2950.0 |
2869.5 |
2882.7 |
-13.0 |
1,110 |
15,123 |
+304 |
Jul11 |
110119 |
2923.5 |
2950.0 |
2884.5 |
2884.5 |
-15.4 |
486 |
8,593 |
+96 |
Sep11 |
110119 |
2918.0 |
2918.0 |
2883.0 |
2885.9 |
-17.9 |
402 |
6,098 |
-259 |
Dec11 |
110119 |
2953.5 |
2957.0 |
2874.5 |
2887.7 |
-21.7 |
392 |
13,714 |
+46 |
Mar12 |
110119 |
2890.4 |
2890.4 |
2890.4 |
2890.4 |
-23.9 |
169 |
747 |
+167 |
May12 |
110119 |
2892.2 |
2892.2 |
2892.2 |
2892.2 |
-25.4 |
0 |
355 |
+0 |
Total Volume and Open Interest |
61,975 |
135,675 |
-1,254 |
Platinum(NYMEX) |
Jan11 |
110119 |
1845.8 |
1845.8 |
1833.3 |
1833.3 |
+9.8 |
13 |
346 |
-2 |
Apr11 |
110119 |
1829.9 |
1851.1 |
1824.1 |
1838.1 |
+9.8 |
5,818 |
40,164 |
+637 |
Jul11 |
110119 |
1848.7 |
1848.7 |
1841.7 |
1841.7 |
+9.8 |
65 |
1,032 |
+50 |
Oct11 |
110119 |
1850.0 |
1850.0 |
1844.2 |
1844.2 |
+9.8 |
17 |
41 |
+16 |
Total Volume and Open Interest |
5,915 |
41,604 |
+701 |
Palladium(NYMEX) |
Mar11 |
110119 |
813.00 |
829.85 |
803.70 |
819.75 |
+9.30 |
3,565 |
21,783 |
+50 |
Jun11 |
110119 |
820.45 |
828.35 |
809.15 |
820.80 |
+9.05 |
62 |
793 |
+8 |
Sep11 |
110119 |
821.40 |
821.40 |
821.40 |
821.40 |
+9.05 |
0 |
18 |
+0 |
Total Volume and Open Interest |
3,662 |
22,597 |
+58 |
Copper(CMX) |
Mar11 |
110119 |
443.40 |
446.75 |
434.75 |
437.00 |
-5.80 |
35,022 |
113,882 |
+253 |
May11 |
110119 |
443.25 |
446.70 |
435.45 |
437.40 |
-5.60 |
2,448 |
26,888 |
+546 |
Jul11 |
110119 |
444.55 |
444.55 |
436.00 |
436.75 |
-5.55 |
622 |
10,388 |
+180 |
Sep11 |
110119 |
436.25 |
436.25 |
435.95 |
435.95 |
-5.50 |
309 |
5,148 |
+6 |
Dec11 |
110119 |
441.75 |
441.75 |
433.00 |
433.95 |
-5.50 |
309 |
3,958 |
+109 |
Total Volume and Open Interest |
39,121 |
165,873 |
+1,073 |
DJIA Index(CBOT) |
Mar11 |
110119 |
11805 |
11833 |
11750 |
11786 |
-25 |
345 |
9,611 |
+60 |
Jun11 |
110119 |
11723 |
11748 |
11723 |
11723 |
-25 |
|
|
|
Sep11 |
110119 |
11667 |
11692 |
11667 |
11667 |
-25 |
|
|
|
Dec11 |
110119 |
11610 |
11635 |
11610 |
11610 |
-25 |
|
|
|
Total Volume and Open Interest |
345 |
9,611 |
+60 |
S & P 500(CME) |
Mar11 |
110119 |
1294.60 |
1296.20 |
1275.20 |
1278.50 |
-16.20 |
16,461 |
287,995 |
+387 |
Jun11 |
110119 |
1279.00 |
1279.00 |
1269.70 |
1273.50 |
-16.20 |
106 |
4,245 |
+43 |
Sep11 |
110119 |
1268.60 |
1268.60 |
1264.80 |
1268.60 |
-16.20 |
12 |
2,798 |
+0 |
Dec11 |
110119 |
1264.00 |
1264.00 |
1260.20 |
1264.00 |
-16.20 |
0 |
550 |
+0 |
Total Volume and Open Interest |
16,579 |
295,588 |
+430 |
S & P 500 E-Mini(Globex) |
Mar11 |
110119 |
1294.50 |
1296.25 |
1275.00 |
1278.50 |
-16.25 |
1,673,094 |
2,563,543 |
+36,188 |
Jun11 |
110119 |
1290.75 |
1291.00 |
1270.50 |
1273.50 |
-16.25 |
2,544 |
11,683 |
+1,675 |
Total Volume and Open Interest |
1,675,644 |
2,575,471 |
+37,864 |
NASDAQ 100(CME) |
Mar11 |
110119 |
2337.00 |
2345.50 |
2294.00 |
2294.50 |
-36.30 |
1,912 |
13,763 |
+823 |
Jun11 |
110119 |
2304.00 |
2311.00 |
2291.50 |
2291.50 |
-36.30 |
|
|
|
Sep11 |
110119 |
2289.00 |
2294.30 |
2289.00 |
2289.00 |
-36.30 |
|
|
|
Total Volume and Open Interest |
1,912 |
13,763 |
+823 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110119 |
2331.50 |
2346.50 |
2293.00 |
2294.50 |
-36.30 |
289,649 |
375,241 |
+16,626 |
Jun11 |
110119 |
2338.00 |
2338.80 |
2291.50 |
2291.50 |
-36.30 |
159 |
749 |
-2 |
Total Volume and Open Interest |
289,808 |
375,996 |
+16,624 |
S & P Midcap 400(CME) |
Mar11 |
110119 |
936.00 |
936.00 |
921.00 |
923.50 |
-15.60 |
12 |
2,599 |
+10 |
Jun11 |
110119 |
921.10 |
921.70 |
921.10 |
921.10 |
-15.60 |
|
|
|
Sep11 |
110119 |
919.50 |
920.40 |
919.50 |
919.50 |
-15.90 |
|
|
|
Total Volume and Open Interest |
12 |
2,599 |
+10 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110119 |
10630 |
10630 |
10450 |
10485 |
-120 |
7,069 |
42,035 |
+752 |
Jun11 |
110119 |
10465 |
10585 |
10465 |
10465 |
-120 |
0 |
4 |
+0 |
Total Volume and Open Interest |
7,069 |
42,039 |
+752 |
Nikkei 225(SGX) |
Mar11 |
110119 |
10510 |
10590 |
10510 |
10580 |
+70 |
80,121 |
237,286 |
+5,008 |
Jun11 |
110119 |
10485 |
10505 |
10485 |
10505 |
+70 |
371 |
2,946 |
+1 |
Sep11 |
110119 |
10510 |
10510 |
10510 |
10510 |
+70 |
|
|
|
Total Volume and Open Interest |
80,567 |
248,042 |
+5,079 |
CAC 40(EURONEXT) |
Jan11 |
110119 |
4027.0 |
4027.5 |
3961.0 |
3979.0 |
-33.0 |
278,172 |
373,819 |
+36,456 |
Feb11 |
110119 |
4024.0 |
4029.0 |
3964.0 |
3981.0 |
-32.5 |
156,317 |
126,580 |
+93,024 |
Mar11 |
110119 |
4034.0 |
4034.0 |
3971.0 |
3983.0 |
-32.5 |
4,037 |
46,402 |
+3,758 |
Total Volume and Open Interest |
438,526 |
546,841 |
+133,238 |
Hang Seng Index(HKFE) |
Jan11 |
110119 |
24350 |
24462 |
24265 |
24394 |
+204 |
71,791 |
98,223 |
-185 |
Feb11 |
110119 |
24315 |
24463 |
24274 |
24398 |
+207 |
1,349 |
3,942 |
+462 |
Mar11 |
110119 |
24300 |
24410 |
24220 |
24345 |
+202 |
387 |
6,184 |
+59 |
Total Volume and Open Interest |
73,647 |
109,806 |
+369 |
DAX(EUREX) |
Mar11 |
110119 |
7181.0 |
7193.0 |
7073.0 |
7089.5 |
-59.5 |
113,740 |
243,686 |
+7,540 |
Jun11 |
110119 |
7198.0 |
7198.5 |
7099.5 |
7111.0 |
-59.5 |
156 |
10,812 |
+57 |
Sep11 |
110119 |
7220.0 |
7220.0 |
7119.0 |
7131.0 |
-59.0 |
32 |
93 |
-14 |
Total Volume and Open Interest |
113,928 |
254,591 |
+7,583 |
FT-SE 100(EURONEXT) |
Mar11 |
110119 |
6030.50 |
6042.50 |
5919.00 |
5939.00 |
-80.50 |
109,836 |
636,330 |
+10,719 |
Jun11 |
110119 |
5995.00 |
5995.00 |
5897.00 |
5897.00 |
-80.50 |
6 |
1,517 |
+3 |
Sep11 |
110119 |
5926.00 |
5932.50 |
5856.00 |
5866.00 |
-80.50 |
15 |
84 |
+15 |
Total Volume and Open Interest |
109,857 |
637,931 |
+10,737 |
SPI 200(SFE) |
Mar11 |
110119 |
4773.0 |
4829.0 |
4769.0 |
4828.0 |
+49.0 |
32,256 |
191,238 |
+2,413 |
Jun11 |
110119 |
4850.0 |
4850.0 |
4850.0 |
4850.0 |
+49.0 |
58 |
3,010 |
-9 |
Sep11 |
110119 |
4841.0 |
4841.0 |
4841.0 |
4841.0 |
+49.0 |
0 |
1,820 |
+0 |
Total Volume and Open Interest |
33,262 |
199,064 |
+2,927 |
GSCI(CME) |
Feb11 |
110119 |
648.50 |
648.90 |
642.00 |
643.25 |
-1.00 |
788 |
15,118 |
+573 |
Mar11 |
110119 |
652.00 |
652.50 |
646.00 |
647.00 |
-0.75 |
6 |
6 |
+6 |
Apr11 |
110119 |
650.00 |
655.25 |
649.00 |
650.00 |
-1.00 |
|
|
|
Total Volume and Open Interest |
794 |
15,124 |
|
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. |
|
|