|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue February 01, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110201 |
1413.50 |
1440.50 |
1408.25 |
1438.00 |
+25.00 |
|
|
|
May11 |
110201 |
1424.25 |
1450.50 |
1418.75 |
1448.00 |
+24.75 |
|
|
|
Jul11 |
110201 |
1428.25 |
1455.00 |
1424.25 |
1453.00 |
+24.50 |
|
|
|
Aug11 |
110201 |
1407.50 |
1426.00 |
1402.50 |
1426.00 |
+23.50 |
|
|
|
Sep11 |
110201 |
1370.75 |
1393.25 |
1369.75 |
1393.25 |
+23.00 |
|
|
|
Nov11 |
110201 |
1340.00 |
1370.00 |
1336.00 |
1368.00 |
+27.00 |
|
|
|
Jan12 |
110201 |
1343.00 |
1370.75 |
1339.00 |
1370.00 |
+26.75 |
|
|
|
Total Volume and Open Interest |
253,917 |
662,078 |
+0 |
Soybean Meal(CBOT) |
Mar11 |
110201 |
380.50 |
391.00 |
378.30 |
390.00 |
+9.70 |
|
|
|
May11 |
110201 |
383.50 |
392.40 |
380.90 |
392.40 |
+9.50 |
|
|
|
Jul11 |
110201 |
383.90 |
392.60 |
381.50 |
392.60 |
+9.10 |
|
|
|
Aug11 |
110201 |
374.00 |
383.30 |
374.00 |
383.30 |
+9.00 |
|
|
|
Sep11 |
110201 |
364.60 |
373.00 |
364.60 |
373.00 |
+9.10 |
|
|
|
Oct11 |
110201 |
350.60 |
360.30 |
350.40 |
360.30 |
+9.90 |
|
|
|
Dec11 |
110201 |
346.00 |
357.80 |
346.00 |
357.80 |
+9.50 |
|
|
|
Jan12 |
110201 |
351.50 |
356.80 |
351.50 |
356.80 |
+8.90 |
|
|
|
Total Volume and Open Interest |
57,878 |
211,247 |
+0 |
Soybean Oil(CBOT) |
Mar11 |
110201 |
57.92 |
58.78 |
57.77 |
58.72 |
+0.84 |
|
|
|
May11 |
110201 |
58.40 |
59.26 |
58.27 |
59.22 |
+0.84 |
|
|
|
Jul11 |
110201 |
58.80 |
59.64 |
58.67 |
59.61 |
+0.84 |
|
|
|
Aug11 |
110201 |
58.83 |
59.80 |
58.80 |
59.74 |
+0.87 |
|
|
|
Sep11 |
110201 |
58.87 |
59.94 |
58.86 |
59.82 |
+0.87 |
|
|
|
Oct11 |
110201 |
58.97 |
59.77 |
58.85 |
59.76 |
+0.88 |
|
|
|
Dec11 |
110201 |
58.87 |
59.79 |
58.82 |
59.79 |
+0.88 |
|
|
|
Jan12 |
110201 |
59.43 |
59.79 |
59.25 |
59.79 |
+0.83 |
|
|
|
Total Volume and Open Interest |
106,609 |
387,635 |
+0 |
Canola(WCE) |
Mar11 |
110201 |
602.0 |
610.4 |
601.1 |
609.0 |
+5.4 |
|
|
|
May11 |
110201 |
611.7 |
619.0 |
611.7 |
617.7 |
+5.3 |
|
|
|
Jul11 |
110201 |
617.0 |
624.2 |
617.0 |
623.1 |
+5.4 |
|
|
|
Nov11 |
110201 |
569.9 |
582.5 |
569.2 |
581.3 |
+9.3 |
|
|
|
Jan12 |
110201 |
577.4 |
587.6 |
577.4 |
586.8 |
+9.3 |
|
|
|
Total Volume and Open Interest |
16,863 |
207,789 |
+0 |
Corn(CBOT) |
Mar11 |
110201 |
658.75 |
666.75 |
655.75 |
666.00 |
+6.50 |
|
|
|
May11 |
110201 |
669.00 |
677.25 |
666.25 |
676.50 |
+6.50 |
|
|
|
Jul11 |
110201 |
673.50 |
681.75 |
671.25 |
681.00 |
+6.00 |
|
|
|
Sep11 |
110201 |
623.25 |
633.00 |
622.75 |
633.00 |
+6.75 |
|
|
|
Dec11 |
110201 |
590.25 |
597.50 |
586.25 |
596.00 |
+4.75 |
|
|
|
Mar12 |
110201 |
597.75 |
605.00 |
595.75 |
604.50 |
+5.25 |
|
|
|
Total Volume and Open Interest |
262,759 |
1,639,347 |
+0 |
Wheat(CBOT) |
Mar11 |
110201 |
844.50 |
845.00 |
831.50 |
835.75 |
-5.00 |
|
|
|
May11 |
110201 |
872.50 |
874.00 |
861.50 |
866.25 |
-4.50 |
|
|
|
Jul11 |
110201 |
893.00 |
893.00 |
881.25 |
886.00 |
-3.50 |
|
|
|
Sep11 |
110201 |
907.25 |
909.50 |
901.75 |
906.75 |
-0.50 |
|
|
|
Dec11 |
110201 |
922.25 |
922.25 |
912.75 |
920.00 |
+0.75 |
|
|
|
Total Volume and Open Interest |
96,554 |
544,495 |
+0 |
Wheat(KCBT) |
Mar11 |
110201 |
930.00 |
930.50 |
919.00 |
924.00 |
-0.75 |
|
|
|
May11 |
110201 |
940.50 |
941.00 |
930.00 |
935.00 |
-0.75 |
|
|
|
Jul11 |
110201 |
947.50 |
948.00 |
938.00 |
942.00 |
-1.50 |
|
|
|
Sep11 |
110201 |
953.25 |
956.25 |
949.50 |
950.50 |
-2.25 |
|
|
|
Dec11 |
110201 |
962.25 |
965.50 |
957.25 |
960.00 |
-2.00 |
|
|
|
Total Volume and Open Interest |
25,405 |
214,215 |
+0 |
Wheat(MGE) |
Mar11 |
110201 |
981.00 |
983.50 |
972.75 |
981.00 |
+1.25 |
|
|
|
May11 |
110201 |
987.25 |
992.50 |
981.50 |
990.25 |
+2.25 |
|
|
|
Jul11 |
110201 |
990.00 |
996.25 |
985.00 |
992.75 |
+1.50 |
|
|
|
Sep11 |
110201 |
980.00 |
986.00 |
976.75 |
981.75 |
+0.25 |
|
|
|
Dec11 |
110201 |
977.75 |
984.50 |
976.25 |
982.25 |
+1.50 |
|
|
|
Total Volume and Open Interest |
8,128 |
68,935 |
+0 |
Oats(CBOT) |
Mar11 |
110201 |
392.00 |
400.00 |
391.50 |
397.50 |
+1.50 |
|
|
|
May11 |
110201 |
403.00 |
406.00 |
402.25 |
405.75 |
+1.50 |
|
|
|
Jul11 |
110201 |
405.00 |
407.75 |
404.00 |
407.75 |
+2.00 |
|
|
|
Sep11 |
110201 |
377.75 |
378.75 |
376.50 |
377.50 |
+1.00 |
|
|
|
Total Volume and Open Interest |
2,668 |
14,027 |
+0 |
Rough Rice(CBOT) |
Mar11 |
110201 |
15.59 |
15.99 |
15.41 |
15.94 |
+0.43 |
|
|
|
May11 |
110201 |
15.81 |
16.30 |
15.72 |
16.24 |
+0.43 |
|
|
|
Jul11 |
110201 |
16.17 |
16.43 |
16.02 |
16.43 |
+0.34 |
|
|
|
Sep11 |
110201 |
15.90 |
16.29 |
15.85 |
16.25 |
+0.32 |
|
|
|
Total Volume and Open Interest |
3,961 |
21,062 |
+0 |
Live Cattle(CME) |
Feb11 |
110201 |
109.000 |
109.250 |
108.180 |
109.000 |
+0.050 |
|
|
|
Apr11 |
110201 |
114.200 |
114.830 |
113.550 |
114.650 |
+0.600 |
|
|
|
Jun11 |
110201 |
114.450 |
114.885 |
113.900 |
114.535 |
-0.015 |
|
|
|
Aug11 |
110201 |
114.730 |
115.250 |
114.350 |
115.050 |
+0.200 |
|
|
|
Oct11 |
110201 |
117.500 |
118.100 |
117.230 |
117.900 |
+0.365 |
|
|
|
Dec11 |
110201 |
117.980 |
118.650 |
117.900 |
118.450 |
+0.165 |
|
|
|
Total Volume and Open Interest |
55,472 |
360,640 |
+0 |
Feeder Cattle(CME) |
Mar11 |
110201 |
128.000 |
128.130 |
127.050 |
127.480 |
-0.520 |
|
|
|
Apr11 |
110201 |
128.880 |
129.250 |
128.435 |
128.900 |
-0.175 |
|
|
|
May11 |
110201 |
129.325 |
129.600 |
128.735 |
129.400 |
-0.175 |
|
|
|
Aug11 |
110201 |
129.535 |
129.950 |
129.250 |
129.900 |
-0.085 |
|
|
|
Sep11 |
110201 |
129.500 |
129.750 |
129.100 |
129.700 |
-0.100 |
|
|
|
Oct11 |
110201 |
129.250 |
129.700 |
129.250 |
129.700 |
+0.100 |
|
|
|
Nov11 |
110201 |
129.200 |
129.400 |
128.935 |
129.400 |
unch |
|
|
|
Total Volume and Open Interest |
4,774 |
52,418 |
+0 |
Lean Hogs(CME) |
Feb11 |
110201 |
87.100 |
87.100 |
84.450 |
85.080 |
-2.170 |
|
|
|
Apr11 |
110201 |
93.600 |
93.700 |
91.700 |
93.150 |
-0.850 |
|
|
|
May11 |
110201 |
98.300 |
98.500 |
97.300 |
98.500 |
-0.600 |
|
|
|
Jun11 |
110201 |
100.635 |
100.700 |
99.550 |
100.535 |
-0.415 |
|
|
|
Jul11 |
110201 |
98.000 |
98.500 |
97.385 |
98.250 |
-0.080 |
|
|
|
Aug11 |
110201 |
96.600 |
97.150 |
96.180 |
97.100 |
-0.230 |
|
|
|
Oct11 |
110201 |
85.000 |
85.250 |
84.550 |
85.250 |
-0.400 |
|
|
|
Dec11 |
110201 |
80.750 |
81.250 |
80.750 |
81.250 |
+0.050 |
|
|
|
Total Volume and Open Interest |
40,050 |
238,305 |
+0 |
Class III Milk(CME) |
Feb11 |
110201 |
16.70 |
16.79 |
16.35 |
16.65 |
-0.05 |
|
|
|
Mar11 |
110201 |
18.26 |
18.57 |
18.15 |
18.44 |
+0.25 |
|
|
|
Apr11 |
110201 |
17.69 |
18.17 |
17.69 |
18.12 |
+0.43 |
|
|
|
May11 |
110201 |
17.31 |
17.70 |
17.25 |
17.64 |
+0.39 |
|
|
|
Jun11 |
110201 |
16.75 |
17.05 |
16.66 |
16.99 |
+0.25 |
|
|
|
Total Volume and Open Interest |
2,192 |
38,851 |
+0 |
Cocoa(ICE) |
Mar11 |
110201 |
3352 |
3369 |
3280 |
3313 |
-39 |
|
|
|
May11 |
110201 |
3366 |
3371 |
3283 |
3316 |
-38 |
|
|
|
Jul11 |
110201 |
3342 |
3357 |
3274 |
3306 |
-35 |
|
|
|
Sep11 |
110201 |
3339 |
3339 |
3256 |
3290 |
-32 |
|
|
|
Dec11 |
110201 |
3324 |
3338 |
3248 |
3282 |
-38 |
|
|
|
Mar12 |
110201 |
3357 |
3357 |
3292 |
3331 |
-49 |
|
|
|
May12 |
110201 |
3306 |
3328 |
3282 |
3328 |
-42 |
|
|
|
Total Volume and Open Interest |
17,873 |
155,303 |
+0 |
Coffee "C"(ICE) |
Mar11 |
110201 |
245.55 |
249.75 |
245.35 |
249.40 |
+4.60 |
|
|
|
May11 |
110201 |
246.70 |
251.50 |
246.70 |
251.25 |
+4.70 |
|
|
|
Jul11 |
110201 |
249.55 |
252.45 |
248.65 |
252.20 |
+4.50 |
|
|
|
Sep11 |
110201 |
248.05 |
251.20 |
247.45 |
250.75 |
+4.35 |
|
|
|
Dec11 |
110201 |
245.00 |
248.05 |
245.00 |
246.75 |
+3.30 |
|
|
|
Mar12 |
110201 |
241.00 |
244.20 |
241.00 |
242.85 |
+3.15 |
|
|
|
Total Volume and Open Interest |
22,699 |
141,199 |
+0 |
Orange Juice(ICE) |
Mar11 |
110201 |
168.60 |
170.30 |
167.40 |
169.55 |
+1.00 |
|
|
|
May11 |
110201 |
168.00 |
169.30 |
167.40 |
168.95 |
+0.90 |
|
|
|
Jul11 |
110201 |
167.00 |
168.20 |
167.00 |
167.70 |
+0.65 |
|
|
|
Sep11 |
110201 |
166.70 |
166.70 |
166.70 |
166.70 |
+0.10 |
|
|
|
Nov11 |
110201 |
165.10 |
165.10 |
165.10 |
165.10 |
+0.35 |
|
|
|
Jan12 |
110201 |
164.35 |
164.35 |
164.35 |
164.35 |
+0.10 |
|
|
|
Total Volume and Open Interest |
1,750 |
31,652 |
+0 |
Sugar #11(ICE) |
Mar11 |
110201 |
33.97 |
34.40 |
33.47 |
33.96 |
-0.01 |
|
|
|
May11 |
110201 |
31.50 |
31.75 |
31.03 |
31.51 |
+0.02 |
|
|
|
Jul11 |
110201 |
28.20 |
28.49 |
27.90 |
28.48 |
+0.17 |
|
|
|
Oct11 |
110201 |
26.30 |
26.60 |
26.09 |
26.60 |
+0.18 |
|
|
|
Mar12 |
110201 |
25.70 |
25.89 |
25.35 |
25.87 |
+0.17 |
|
|
|
Total Volume and Open Interest |
101,478 |
639,739 |
+0 |
London Cocoa(LCE) |
Mar11 |
110201 |
2193 |
2197 |
2141 |
2160 |
-25 |
|
|
|
May11 |
110201 |
2176 |
2185 |
2132 |
2147 |
-28 |
|
|
|
Jul11 |
110201 |
2160 |
2169 |
2121 |
2134 |
-29 |
|
|
|
Sep11 |
110201 |
2155 |
2162 |
2107 |
2122 |
-29 |
|
|
|
Dec11 |
110201 |
2123 |
2135 |
2086 |
2098 |
-26 |
|
|
|
Mar12 |
110201 |
2130 |
2140 |
2099 |
2104 |
-28 |
|
|
|
May12 |
110201 |
2105 |
2112 |
2105 |
2112 |
-27 |
|
|
|
Total Volume and Open Interest |
15,260 |
198,612 |
+0 |
London Sugar(LCE) |
Mar11 |
110201 |
812.90 |
830.00 |
810.00 |
819.20 |
+7.60 |
|
|
|
May11 |
110201 |
795.60 |
807.20 |
787.30 |
795.40 |
+4.00 |
|
|
|
Aug11 |
110201 |
748.20 |
758.70 |
743.10 |
748.80 |
+3.20 |
|
|
|
Oct11 |
110201 |
686.50 |
694.90 |
684.20 |
688.80 |
+1.50 |
|
|
|
Dec11 |
110201 |
674.00 |
674.00 |
663.10 |
670.60 |
+5.20 |
|
|
|
Total Volume and Open Interest |
4,577 |
53,309 |
+0 |
Cotton(ICE) |
Mar11 |
110201 |
170.77 |
172.44 |
169.23 |
172.22 |
+3.78 |
|
|
|
May11 |
110201 |
165.00 |
167.18 |
163.80 |
167.00 |
+3.82 |
|
|
|
Jul11 |
110201 |
158.00 |
159.15 |
155.42 |
158.38 |
+3.23 |
|
|
|
Oct11 |
110201 |
130.00 |
131.87 |
130.00 |
131.87 |
+3.02 |
|
|
|
Dec11 |
110201 |
114.05 |
117.52 |
113.70 |
116.23 |
+2.03 |
|
|
|
Mar12 |
110201 |
107.50 |
110.50 |
107.50 |
109.67 |
+1.87 |
|
|
|
Total Volume and Open Interest |
25,271 |
207,249 |
+0 |
Lumber(CME) |
Mar11 |
110201 |
313.4 |
320.0 |
310.5 |
315.7 |
+5.7 |
|
|
|
May11 |
110201 |
327.6 |
338.1 |
325.0 |
334.5 |
+6.3 |
|
|
|
Jul11 |
110201 |
329.0 |
338.4 |
328.0 |
337.9 |
+5.9 |
|
|
|
Sep11 |
110201 |
329.0 |
336.5 |
329.0 |
336.5 |
+4.0 |
|
|
|
Total Volume and Open Interest |
2,574 |
10,262 |
+0 |
Crude Oil(NYM) |
Mar11 |
110201 |
92.20 |
92.45 |
90.44 |
90.77 |
-1.42 |
|
|
|
Apr11 |
110201 |
94.32 |
94.57 |
93.19 |
93.50 |
-0.78 |
|
|
|
May11 |
110201 |
95.70 |
96.22 |
95.02 |
95.42 |
-0.40 |
|
|
|
Jun11 |
110201 |
96.53 |
97.20 |
95.97 |
96.52 |
-0.26 |
|
|
|
Jul11 |
110201 |
97.05 |
97.94 |
96.79 |
97.33 |
-0.20 |
|
|
|
Aug11 |
110201 |
97.81 |
98.27 |
97.33 |
97.91 |
-0.14 |
|
|
|
Sep11 |
110201 |
97.92 |
98.59 |
97.79 |
98.31 |
-0.09 |
|
|
|
Oct11 |
110201 |
98.20 |
99.02 |
97.97 |
98.66 |
-0.05 |
|
|
|
Nov11 |
110201 |
98.47 |
99.10 |
98.32 |
98.99 |
-0.02 |
|
|
|
Dec11 |
110201 |
98.93 |
99.77 |
98.47 |
99.33 |
+0.01 |
|
|
|
Jan12 |
110201 |
99.24 |
99.62 |
98.80 |
99.60 |
+0.04 |
|
|
|
Feb12 |
110201 |
99.21 |
99.77 |
99.21 |
99.77 |
+0.06 |
|
|
|
Mar12 |
110201 |
99.86 |
99.86 |
99.86 |
99.86 |
+0.08 |
|
|
|
Apr12 |
110201 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.10 |
|
|
|
May12 |
110201 |
99.97 |
99.97 |
99.97 |
99.97 |
+0.12 |
|
|
|
Jun12 |
110201 |
99.60 |
100.17 |
99.60 |
100.03 |
+0.14 |
|
|
|
Total Volume and Open Interest |
1,472,088 |
1,511,565 |
+0 |
e-miNY Crude Oil(NYM) |
Feb11 |
110119 |
91.225 |
92.100 |
90.500 |
90.850 |
-0.525 |
6,388 |
2,249 |
-394 |
Mar11 |
110201 |
92.175 |
92.450 |
90.325 |
90.775 |
-1.425 |
|
|
|
Apr11 |
110201 |
94.100 |
94.550 |
93.250 |
93.500 |
-0.775 |
|
|
|
May11 |
110201 |
95.750 |
96.125 |
95.200 |
95.425 |
-0.400 |
|
|
|
Jun11 |
110201 |
96.475 |
96.525 |
96.475 |
96.525 |
-0.250 |
|
|
|
Jul11 |
110201 |
97.125 |
97.725 |
96.800 |
97.325 |
-0.200 |
|
|
|
Aug11 |
110201 |
97.900 |
97.900 |
97.900 |
97.900 |
-0.150 |
|
|
|
Sep11 |
110201 |
97.575 |
98.300 |
97.575 |
98.300 |
-0.100 |
|
|
|
Oct11 |
110201 |
98.650 |
98.650 |
98.650 |
98.650 |
-0.050 |
|
|
|
Nov11 |
110201 |
99.000 |
99.000 |
99.000 |
99.000 |
unch |
|
|
|
Total Volume and Open Interest |
18,467 |
11,425 |
+0 |
Heating Oil(NYM) |
Mar11 |
110201 |
273.37 |
276.25 |
272.07 |
275.70 |
+1.67 |
|
|
|
Apr11 |
110201 |
272.70 |
275.66 |
271.35 |
275.22 |
+1.91 |
|
|
|
May11 |
110201 |
272.20 |
275.41 |
270.89 |
275.03 |
+2.07 |
|
|
|
Jun11 |
110201 |
272.19 |
275.82 |
271.27 |
275.45 |
+2.18 |
|
|
|
Jul11 |
110201 |
272.51 |
276.79 |
272.51 |
276.59 |
+2.32 |
|
|
|
Aug11 |
110201 |
274.70 |
277.89 |
273.83 |
277.89 |
+2.42 |
|
|
|
Sep11 |
110201 |
275.96 |
279.95 |
275.17 |
279.60 |
+2.49 |
|
|
|
Oct11 |
110201 |
278.81 |
281.33 |
278.81 |
281.30 |
+2.52 |
|
|
|
Nov11 |
110201 |
280.41 |
283.04 |
280.41 |
283.04 |
+2.63 |
|
|
|
Dec11 |
110201 |
280.66 |
284.74 |
280.66 |
284.54 |
+2.69 |
|
|
|
Jan12 |
110201 |
285.80 |
285.80 |
285.80 |
285.80 |
+2.69 |
|
|
|
Feb12 |
110201 |
286.25 |
286.25 |
286.25 |
286.25 |
+2.69 |
|
|
|
Total Volume and Open Interest |
167,617 |
304,721 |
+0 |
Gasoline(NYMEX) |
Mar11 |
110201 |
249.80 |
253.39 |
248.37 |
251.94 |
+1.93 |
|
|
|
Apr11 |
110201 |
262.89 |
266.78 |
262.08 |
265.84 |
+1.90 |
|
|
|
May11 |
110201 |
264.35 |
267.70 |
263.90 |
266.86 |
+1.90 |
|
|
|
Jun11 |
110201 |
264.32 |
268.00 |
263.79 |
267.05 |
+1.95 |
|
|
|
Jul11 |
110201 |
264.07 |
267.10 |
264.00 |
266.48 |
+1.98 |
|
|
|
Aug11 |
110201 |
263.00 |
266.69 |
263.00 |
265.61 |
+1.97 |
|
|
|
Sep11 |
110201 |
260.59 |
263.93 |
260.59 |
263.93 |
+1.95 |
|
|
|
Oct11 |
110201 |
252.16 |
253.62 |
251.52 |
253.33 |
+1.70 |
|
|
|
Nov11 |
110201 |
251.48 |
251.48 |
251.48 |
251.48 |
+1.55 |
|
|
|
Dec11 |
110201 |
248.50 |
250.75 |
248.50 |
250.69 |
+1.36 |
|
|
|
Total Volume and Open Interest |
107,844 |
280,800 |
+0 |
e-miNY RBOB Gasoline(NYM) |
Mar11 |
110201 |
249.90 |
251.90 |
249.90 |
251.90 |
+1.90 |
|
|
|
Apr11 |
110201 |
265.80 |
265.84 |
265.80 |
265.80 |
+1.90 |
|
|
|
May11 |
110201 |
266.90 |
266.90 |
266.86 |
266.90 |
+1.90 |
|
|
|
Jun11 |
110201 |
267.10 |
267.10 |
267.05 |
267.10 |
+2.00 |
|
|
|
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Mar11 |
110201 |
4.417 |
4.425 |
4.321 |
4.347 |
-0.073 |
|
|
|
Apr11 |
110201 |
4.420 |
4.440 |
4.340 |
4.366 |
-0.065 |
|
|
|
May11 |
110201 |
4.478 |
4.478 |
4.384 |
4.409 |
-0.061 |
|
|
|
Jun11 |
110201 |
4.508 |
4.514 |
4.432 |
4.457 |
-0.056 |
|
|
|
Jul11 |
110201 |
4.548 |
4.558 |
4.481 |
4.506 |
-0.056 |
|
|
|
Aug11 |
110201 |
4.580 |
4.590 |
4.507 |
4.533 |
-0.055 |
|
|
|
Sep11 |
110201 |
4.544 |
4.560 |
4.515 |
4.536 |
-0.054 |
|
|
|
Oct11 |
110201 |
4.600 |
4.601 |
4.550 |
4.578 |
-0.053 |
|
|
|
Nov11 |
110201 |
4.727 |
4.740 |
4.710 |
4.728 |
-0.040 |
|
|
|
Dec11 |
110201 |
4.948 |
4.964 |
4.922 |
4.948 |
-0.037 |
|
|
|
Jan12 |
110201 |
5.062 |
5.081 |
5.036 |
5.065 |
-0.034 |
|
|
|
Feb12 |
110201 |
5.025 |
5.050 |
5.020 |
5.042 |
-0.032 |
|
|
|
Mar12 |
110201 |
4.974 |
4.980 |
4.945 |
4.972 |
-0.024 |
|
|
|
Apr12 |
110201 |
4.830 |
4.830 |
4.776 |
4.802 |
-0.011 |
|
|
|
May12 |
110201 |
4.808 |
4.813 |
4.790 |
4.807 |
-0.009 |
|
|
|
Jun12 |
110201 |
4.826 |
4.850 |
4.807 |
4.832 |
-0.009 |
|
|
|
Total Volume and Open Interest |
177,343 |
827,521 |
+0 |
Brent Crude Oil(ICE) |
Mar11 |
110201 |
101.01 |
102.08 |
100.19 |
101.74 |
+0.73 |
|
|
|
Apr11 |
110201 |
101.00 |
102.20 |
100.29 |
101.91 |
+0.79 |
|
|
|
May11 |
110201 |
101.05 |
102.39 |
100.50 |
102.15 |
+0.81 |
|
|
|
Jun11 |
110201 |
101.26 |
102.57 |
100.70 |
102.35 |
+0.82 |
|
|
|
Jul11 |
110201 |
101.33 |
102.59 |
100.86 |
102.44 |
+0.81 |
|
|
|
Aug11 |
110201 |
101.39 |
102.62 |
100.89 |
102.49 |
+0.82 |
|
|
|
Sep11 |
110201 |
101.43 |
102.64 |
100.91 |
102.52 |
+0.82 |
|
|
|
Oct11 |
110201 |
101.38 |
102.67 |
101.01 |
102.56 |
+0.81 |
|
|
|
Nov11 |
110201 |
101.42 |
102.68 |
101.04 |
102.59 |
+0.80 |
|
|
|
Dec11 |
110201 |
101.17 |
102.84 |
100.93 |
102.62 |
+0.79 |
|
|
|
Jan12 |
110201 |
101.87 |
102.66 |
101.87 |
102.66 |
+0.79 |
|
|
|
Feb12 |
110201 |
102.68 |
102.68 |
102.68 |
102.68 |
+0.80 |
|
|
|
Mar12 |
110201 |
102.68 |
102.68 |
102.68 |
102.68 |
+0.81 |
|
|
|
Apr12 |
110201 |
102.66 |
102.66 |
102.66 |
102.66 |
+0.82 |
|
|
|
Total Volume and Open Interest |
594,628 |
954,443 |
+0 |
Gas Oil(ICE) |
Feb11 |
110201 |
840.50 |
852.50 |
838.25 |
846.25 |
+10.75 |
|
|
|
Mar11 |
110201 |
846.25 |
857.25 |
843.00 |
851.00 |
+10.50 |
|
|
|
Apr11 |
110201 |
847.00 |
860.25 |
846.00 |
854.00 |
+10.25 |
|
|
|
May11 |
110201 |
850.25 |
863.00 |
848.50 |
856.75 |
+10.00 |
|
|
|
Jun11 |
110201 |
853.25 |
866.00 |
851.50 |
859.75 |
+9.75 |
|
|
|
Jul11 |
110201 |
856.50 |
869.25 |
856.00 |
862.75 |
+9.50 |
|
|
|
Aug11 |
110201 |
859.50 |
872.50 |
859.00 |
866.00 |
+9.50 |
|
|
|
Sep11 |
110201 |
862.50 |
875.75 |
861.00 |
869.00 |
+9.50 |
|
|
|
Oct11 |
110201 |
864.25 |
876.00 |
864.00 |
870.75 |
+9.50 |
|
|
|
Nov11 |
110201 |
865.50 |
877.00 |
865.00 |
872.00 |
+9.25 |
|
|
|
Total Volume and Open Interest |
315,468 |
677,841 |
+0 |
Ethanol(CBOT) |
Feb11 |
110201 |
2.327 |
2.335 |
2.327 |
2.335 |
+0.005 |
|
|
|
Mar11 |
110201 |
2.352 |
2.365 |
2.347 |
2.358 |
+0.009 |
|
|
|
Apr11 |
110201 |
2.369 |
2.384 |
2.369 |
2.379 |
+0.010 |
|
|
|
May11 |
110201 |
2.405 |
2.405 |
2.400 |
2.400 |
+0.010 |
|
|
|
Jun11 |
110201 |
2.418 |
2.425 |
2.418 |
2.425 |
+0.010 |
|
|
|
Jul11 |
110201 |
2.433 |
2.444 |
2.433 |
2.439 |
+0.008 |
|
|
|
Aug11 |
110201 |
2.419 |
2.422 |
2.419 |
2.422 |
+0.010 |
|
|
|
Sep11 |
110201 |
2.350 |
2.356 |
2.350 |
2.356 |
+0.010 |
|
|
|
Total Volume and Open Interest |
613 |
8,304 |
+0 |
WTI Crude Oil(ICE |
Mar11 |
110201 |
92.09 |
92.44 |
90.32 |
90.77 |
-1.42 |
|
|
|
Apr11 |
110201 |
94.12 |
94.57 |
93.13 |
93.50 |
-0.78 |
|
|
|
May11 |
110201 |
95.47 |
96.20 |
95.01 |
95.42 |
-0.40 |
|
|
|
Jun11 |
110201 |
96.64 |
97.11 |
96.01 |
96.52 |
-0.26 |
|
|
|
Jul11 |
110201 |
97.06 |
97.84 |
96.85 |
97.33 |
-0.20 |
|
|
|
Aug11 |
110201 |
97.45 |
98.38 |
97.34 |
97.91 |
-0.14 |
|
|
|
Sep11 |
110201 |
97.78 |
98.72 |
97.67 |
98.31 |
-0.09 |
|
|
|
Oct11 |
110201 |
97.97 |
98.72 |
97.97 |
98.66 |
-0.05 |
|
|
|
Nov11 |
110201 |
98.87 |
99.04 |
98.50 |
98.99 |
-0.02 |
|
|
|
Dec11 |
110201 |
98.71 |
99.75 |
98.48 |
99.33 |
+0.01 |
|
|
|
Jan12 |
110201 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.04 |
|
|
|
Feb12 |
110201 |
99.77 |
99.77 |
99.77 |
99.77 |
+0.06 |
|
|
|
Mar12 |
110201 |
99.86 |
99.86 |
99.86 |
99.86 |
+0.08 |
|
|
|
Apr12 |
110201 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.10 |
|
|
|
May12 |
110201 |
99.97 |
99.97 |
99.97 |
99.97 |
+0.12 |
|
|
|
Jun12 |
110201 |
99.65 |
100.03 |
99.45 |
100.03 |
+0.14 |
|
|
|
Total Volume and Open Interest |
487,432 |
578,662 |
+0 |
US Dollar Index(ICE) |
Mar11 |
110201 |
77.760 |
77.790 |
77.065 |
77.192 |
-0.673 |
|
|
|
Jun11 |
110201 |
78.130 |
78.150 |
77.495 |
77.552 |
-0.673 |
|
|
|
Sep11 |
110201 |
78.030 |
78.030 |
77.912 |
77.912 |
-0.673 |
|
|
|
Total Volume and Open Interest |
25,505 |
39,540 |
+0 |
Australian Dollar(CME) |
Mar11 |
110201 |
99.12 |
100.97 |
99.12 |
100.70 |
+1.48 |
|
|
|
Jun11 |
110201 |
98.22 |
99.78 |
98.09 |
99.55 |
+1.46 |
|
|
|
Sep11 |
110201 |
98.32 |
98.32 |
96.88 |
98.32 |
+1.44 |
|
|
|
Total Volume and Open Interest |
115,285 |
114,847 |
+0 |
British Pound(CME) |
Mar11 |
110201 |
160.10 |
161.59 |
160.05 |
161.35 |
+1.15 |
|
|
|
Jun11 |
110201 |
160.15 |
161.22 |
160.06 |
161.19 |
+1.13 |
|
|
|
Sep11 |
110201 |
160.37 |
161.00 |
160.27 |
160.92 |
+1.11 |
|
|
|
Total Volume and Open Interest |
122,839 |
100,479 |
+0 |
Canadian Dollar(CME) |
Mar11 |
110201 |
99.90 |
100.93 |
99.83 |
100.70 |
+0.92 |
|
|
|
Jun11 |
110201 |
99.70 |
100.70 |
99.58 |
100.49 |
+0.91 |
|
|
|
Sep11 |
110201 |
100.24 |
100.45 |
99.30 |
100.22 |
+0.92 |
|
|
|
Dec11 |
110201 |
99.39 |
100.16 |
99.05 |
99.97 |
+0.92 |
|
|
|
Total Volume and Open Interest |
85,929 |
118,845 |
+0 |
Japanese Yen(CME) |
Mar11 |
110201 |
121.90 |
123.03 |
121.76 |
122.85 |
+0.89 |
|
|
|
Jun11 |
110201 |
122.14 |
123.10 |
122.07 |
122.96 |
+0.89 |
|
|
|
Sep11 |
110201 |
123.00 |
123.14 |
122.25 |
123.14 |
+0.89 |
|
|
|
Total Volume and Open Interest |
160,282 |
111,386 |
+0 |
Swiss Franc(CME) |
Mar11 |
110201 |
105.97 |
107.16 |
105.79 |
106.84 |
+0.80 |
|
|
|
Jun11 |
110201 |
106.46 |
107.12 |
106.14 |
106.95 |
+0.81 |
|
|
|
Sep11 |
110201 |
107.06 |
107.06 |
106.25 |
107.06 |
+0.81 |
|
|
|
Total Volume and Open Interest |
31,425 |
41,876 |
+0 |
EuroFX(CME) |
Mar11 |
110201 |
136.83 |
138.36 |
136.82 |
138.13 |
+1.25 |
|
|
|
Jun11 |
110201 |
136.92 |
138.18 |
136.80 |
137.96 |
+1.25 |
|
|
|
Sep11 |
110201 |
136.64 |
138.12 |
136.64 |
137.69 |
+1.24 |
|
|
|
Total Volume and Open Interest |
368,950 |
205,316 |
+0 |
Mexican Peso(CME) |
Feb11 |
110201 |
834.0 |
834.0 |
824.0 |
834.0 |
+10.0 |
|
|
|
Mar11 |
110201 |
821.0 |
832.2 |
820.8 |
830.5 |
+10.0 |
|
|
|
Total Volume and Open Interest |
46,633 |
138,709 |
+0 |
30-Year T-Bonds(CBOT) |
Mar11 |
110201 |
120~040 |
120~050 |
119~210 |
119~300 |
-0~220 |
|
|
|
Jun11 |
110201 |
118~160 |
119~000 |
118~000 |
118~100 |
-0~220 |
|
|
|
Sep11 |
110201 |
116~220 |
117~120 |
116~220 |
116~220 |
-0~220 |
|
|
|
Total Volume and Open Interest |
399,948 |
563,875 |
+0 |
10-Year T-Notes(CBOT) |
Mar11 |
110201 |
120~265 |
120~280 |
120~020 |
120~095 |
-0~160 |
|
|
|
Jun11 |
110201 |
119~110 |
119~175 |
118~255 |
119~005 |
-0~170 |
|
|
|
Sep11 |
110201 |
117~290 |
118~140 |
117~290 |
117~290 |
-0~170 |
|
|
|
Total Volume and Open Interest |
1,405,803 |
1,391,660 |
+0 |
5-Year T-Notes(CBOT) |
Mar11 |
110201 |
118~016 |
118~016 |
118~008 |
118~009 |
-0~044 |
|
|
|
Jun11 |
110201 |
117~033 |
117~070 |
117~023 |
117~023 |
-0~047 |
|
|
|
Sep11 |
110201 |
116~047 |
116~094 |
116~047 |
116~047 |
-0~047 |
|
|
|
Total Volume and Open Interest |
678,802 |
1,126,289 |
+0 |
2 Year T-Notes(CBOT) |
Mar11 |
110201 |
109~077 |
109~079 |
109~060 |
109~064 |
-0~012 |
|
|
|
Jun11 |
110201 |
109~041 |
109~044 |
109~026 |
109~030 |
-0~014 |
|
|
|
Sep11 |
110201 |
108~124 |
109~010 |
108~124 |
108~124 |
-0~014 |
|
|
|
Total Volume and Open Interest |
247,600 |
786,094 |
+0 |
Eurodollars(CME) |
Mar11 |
110201 |
99.655 |
99.660 |
99.645 |
99.655 |
unch |
|
|
|
Jun11 |
110201 |
99.575 |
99.585 |
99.565 |
99.575 |
unch |
|
|
|
Sep11 |
110201 |
99.485 |
99.485 |
99.455 |
99.465 |
-0.015 |
|
|
|
Dec11 |
110201 |
99.340 |
99.345 |
99.290 |
99.310 |
-0.030 |
|
|
|
Mar12 |
110201 |
99.140 |
99.145 |
99.060 |
99.085 |
-0.050 |
|
|
|
Jun12 |
110201 |
98.875 |
98.880 |
98.775 |
98.795 |
-0.065 |
|
|
|
Sep12 |
110201 |
98.600 |
98.605 |
98.475 |
98.495 |
-0.085 |
|
|
|
Dec12 |
110201 |
98.325 |
98.335 |
98.185 |
98.205 |
-0.100 |
|
|
|
Mar13 |
110201 |
98.065 |
98.065 |
97.910 |
97.935 |
-0.105 |
|
|
|
Jun13 |
110201 |
97.790 |
97.790 |
97.635 |
97.665 |
-0.105 |
|
|
|
Sep13 |
110201 |
97.520 |
97.520 |
97.370 |
97.400 |
-0.105 |
|
|
|
Dec13 |
110201 |
97.240 |
97.240 |
97.100 |
97.135 |
-0.095 |
|
|
|
Mar14 |
110201 |
96.965 |
96.975 |
96.845 |
96.890 |
-0.085 |
|
|
|
Jun14 |
110201 |
96.730 |
96.730 |
96.595 |
96.640 |
-0.080 |
|
|
|
Sep14 |
110201 |
96.475 |
96.475 |
96.355 |
96.405 |
-0.070 |
|
|
|
Dec14 |
110201 |
96.230 |
96.230 |
96.120 |
96.170 |
-0.065 |
|
|
|
Mar15 |
110201 |
96.025 |
96.030 |
95.925 |
95.975 |
-0.060 |
|
|
|
Jun15 |
110201 |
4.080 |
4.090 |
3.985 |
4.035 |
-0.060 |
|
|
|
Total Volume and Open Interest |
2,334,942 |
8,135,787 |
+0 |
30 Day Federal Funds(CBOT) |
Feb11 |
110201 |
99.835 |
99.835 |
99.830 |
99.835 |
unch |
|
|
|
Mar11 |
110201 |
99.835 |
99.840 |
99.835 |
99.840 |
unch |
|
|
|
Apr11 |
110201 |
99.845 |
99.850 |
99.840 |
99.845 |
-0.005 |
|
|
|
May11 |
110201 |
99.850 |
99.855 |
99.845 |
99.850 |
-0.005 |
|
|
|
Jun11 |
110201 |
99.845 |
99.850 |
99.845 |
99.850 |
unch |
|
|
|
Jul11 |
110201 |
99.840 |
99.845 |
99.830 |
99.835 |
-0.010 |
|
|
|
Total Volume and Open Interest |
46,892 |
605,484 |
+0 |
30 Day Fed Funds(e-CBOT) |
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 |
110201 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Jun11 |
110201 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Sep11 |
110201 |
99.637 |
99.637 |
99.637 |
99.637 |
unch |
|
|
|
Dec11 |
110201 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
Mar12 |
110201 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
Jun12 |
110201 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep12 |
110201 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Dec12 |
110201 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Mar13 |
110201 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Jun13 |
110201 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
1,955 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110201 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
66 |
0 |
-3,208 |
Jun11 |
110201 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
|
|
|
Sep11 |
110201 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
|
|
|
Dec11 |
110201 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
100 |
0 |
-1,666 |
Mar12 |
110201 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
|
|
|
Jun12 |
110201 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
|
|
|
Sep12 |
110201 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
|
|
|
Dec12 |
110201 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
8,356 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110131 |
139.87 |
140.17 |
139.80 |
140.00 |
+0.13 |
1,981 |
12,652 |
+382 |
Jun11 |
110201 |
137.61 |
137.61 |
137.61 |
137.61 |
-0.30 |
|
|
|
Sep11 |
110201 |
135.18 |
135.18 |
135.18 |
135.18 |
-0.30 |
|
|
|
Total Volume and Open Interest |
1,981 |
12,652 |
+0 |
Euro-Bund(EUREX) |
Mar11 |
110201 |
123.44 |
123.51 |
122.88 |
123.01 |
-0.73 |
723,716 |
0 |
-1,318,590 |
Jun11 |
110201 |
121.93 |
122.00 |
121.50 |
121.60 |
-0.74 |
950 |
0 |
-3,399 |
Sep11 |
110201 |
121.24 |
121.24 |
121.24 |
121.24 |
-0.75 |
|
|
|
Total Volume and Open Interest |
824,774 |
1,321,989 |
+0 |
Euro-Bobl(EUREX) |
Mar11 |
110131 |
116.85 |
116.89 |
116.66 |
116.82 |
unch |
554,116 |
991,869 |
-1,712 |
Jun11 |
110201 |
115.29 |
115.35 |
115.10 |
115.15 |
-0.25 |
3,953 |
0 |
-15,992 |
Sep11 |
110201 |
114.62 |
114.65 |
114.62 |
114.65 |
-0.75 |
|
|
|
Total Volume and Open Interest |
558,713 |
1,007,862 |
+0 |
3-Mth Euribor(EUREX) |
Mar11 |
110201 |
98.820 |
98.830 |
98.820 |
98.825 |
+0.010 |
5 |
0 |
-5,793 |
Jun11 |
110201 |
98.565 |
98.570 |
98.555 |
98.555 |
-0.020 |
3 |
0 |
-9,283 |
Sep11 |
110201 |
98.335 |
98.335 |
98.335 |
98.335 |
-0.035 |
3 |
0 |
-2,079 |
Total Volume and Open Interest |
38 |
24,642 |
+0 |
Long Gilt(LIFFE) |
Mar11 |
110201 |
116~30 |
117~04 |
116~19 |
116~26 |
-0~17 |
|
|
|
Jun11 |
110201 |
115~19 |
115~19 |
115~19 |
115~19 |
-0~17 |
|
|
|
Total Volume and Open Interest |
81,310 |
240,444 |
+0 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110201 |
99.16 |
99.17 |
99.11 |
99.14 |
-0.02 |
|
|
|
Jun11 |
110201 |
98.97 |
98.98 |
98.88 |
98.92 |
-0.06 |
|
|
|
Sep11 |
110201 |
98.74 |
98.75 |
98.63 |
98.67 |
-0.09 |
|
|
|
Dec11 |
110201 |
98.47 |
98.47 |
98.34 |
98.39 |
-0.10 |
|
|
|
Mar12 |
110201 |
98.18 |
98.20 |
98.05 |
98.10 |
-0.12 |
|
|
|
Jun12 |
110201 |
97.90 |
97.92 |
97.77 |
97.82 |
-0.13 |
|
|
|
Total Volume and Open Interest |
479,752 |
2,045,006 |
+0 |
3-Mth Euribor(LIFFE) |
Mar11 |
110201 |
98.810 |
98.845 |
98.800 |
98.825 |
+0.010 |
|
|
|
Jun11 |
110201 |
98.570 |
98.615 |
98.540 |
98.555 |
-0.020 |
|
|
|
Sep11 |
110201 |
98.365 |
98.400 |
98.320 |
98.335 |
-0.035 |
|
|
|
Total Volume and Open Interest |
1,325,475 |
3,406,908 |
+0 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110201 |
95.03 |
95.04 |
95.01 |
95.04 |
unch |
|
|
|
Jun11 |
110201 |
94.97 |
94.98 |
94.93 |
94.98 |
unch |
|
|
|
Sep11 |
110201 |
94.87 |
94.88 |
94.80 |
94.87 |
unch |
|
|
|
Dec11 |
110201 |
94.75 |
94.76 |
94.69 |
94.75 |
-0.01 |
|
|
|
Mar12 |
110201 |
94.67 |
94.67 |
94.61 |
94.65 |
-0.02 |
|
|
|
Jun12 |
110201 |
94.58 |
94.60 |
94.52 |
94.58 |
-0.02 |
|
|
|
Sep12 |
110201 |
94.53 |
94.56 |
94.49 |
94.52 |
-0.04 |
|
|
|
Dec12 |
110201 |
94.48 |
94.51 |
94.43 |
94.47 |
-0.04 |
|
|
|
Mar13 |
110201 |
94.43 |
94.46 |
94.42 |
94.44 |
-0.04 |
|
|
|
Jun13 |
110201 |
94.40 |
94.40 |
94.40 |
94.40 |
-0.03 |
|
|
|
Total Volume and Open Interest |
78,219 |
650,126 |
+0 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110201 |
94.47 |
94.49 |
94.42 |
94.46 |
-0.01 |
|
|
|
Jun11 |
110201 |
94.46 |
94.46 |
94.46 |
94.46 |
-0.01 |
|
|
|
Total Volume and Open Interest |
37,221 |
364,871 |
+0 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110131 |
94.94 |
95.00 |
94.93 |
94.95 |
unch |
160,526 |
533,622 |
+58,414 |
Jun11 |
110201 |
94.93 |
94.93 |
94.93 |
94.93 |
-0.02 |
|
|
|
Total Volume and Open Interest |
160,526 |
533,622 |
+0 |
Gold(CMX) |
Feb11 |
110201 |
1333.1 |
1342.9 |
1325.3 |
1339.6 |
+5.8 |
|
|
|
Apr11 |
110201 |
1334.0 |
1344.1 |
1326.0 |
1340.3 |
+5.8 |
|
|
|
Jun11 |
110201 |
1335.2 |
1345.4 |
1327.6 |
1341.8 |
+5.7 |
|
|
|
Aug11 |
110201 |
1336.9 |
1346.2 |
1330.0 |
1343.1 |
+5.7 |
|
|
|
Oct11 |
110201 |
1338.9 |
1344.7 |
1338.9 |
1344.7 |
+5.6 |
|
|
|
Dec11 |
110201 |
1340.0 |
1350.0 |
1333.6 |
1346.4 |
+5.6 |
|
|
|
Feb12 |
110201 |
1347.9 |
1351.4 |
1343.8 |
1348.6 |
+5.6 |
|
|
|
Apr12 |
110201 |
1350.9 |
1350.9 |
1350.9 |
1350.9 |
+5.6 |
|
|
|
Jun12 |
110201 |
1353.5 |
1353.5 |
1353.5 |
1353.5 |
+5.6 |
|
|
|
Aug12 |
110201 |
1356.5 |
1356.5 |
1356.5 |
1356.5 |
+5.8 |
|
|
|
Oct12 |
110201 |
1360.1 |
1360.1 |
1360.1 |
1360.1 |
+6.0 |
|
|
|
Dec12 |
110201 |
1362.4 |
1365.0 |
1351.6 |
1364.0 |
+6.1 |
|
|
|
Total Volume and Open Interest |
335,863 |
478,913 |
+0 |
Silver(CMX) |
Mar11 |
110201 |
2806.0 |
2863.5 |
2785.0 |
2851.4 |
+34.5 |
|
|
|
May11 |
110201 |
2807.5 |
2864.5 |
2790.0 |
2853.7 |
+34.7 |
|
|
|
Jul11 |
110201 |
2814.5 |
2865.0 |
2800.0 |
2854.9 |
+34.9 |
|
|
|
Sep11 |
110201 |
2835.5 |
2866.0 |
2812.0 |
2855.0 |
+34.6 |
|
|
|
Dec11 |
110201 |
2820.0 |
2865.0 |
2794.5 |
2855.9 |
+35.1 |
|
|
|
Mar12 |
110201 |
2857.4 |
2857.4 |
2857.4 |
2857.4 |
+35.1 |
|
|
|
May12 |
110201 |
2858.2 |
2858.2 |
2858.2 |
2858.2 |
+35.1 |
|
|
|
Total Volume and Open Interest |
83,982 |
124,343 |
+0 |
Platinum(NYMEX) |
Apr11 |
110201 |
1798.4 |
1834.6 |
1792.7 |
1833.0 |
+32.1 |
|
|
|
Jul11 |
110201 |
1801.2 |
1834.8 |
1801.2 |
1834.8 |
+31.6 |
|
|
|
Oct11 |
110201 |
1823.9 |
1837.0 |
1823.9 |
1837.0 |
+31.2 |
|
|
|
Jan12 |
110201 |
1839.0 |
1839.0 |
1839.0 |
1839.0 |
+31.2 |
|
|
|
Total Volume and Open Interest |
7,802 |
41,540 |
+0 |
Palladium(NYMEX) |
Mar11 |
110201 |
815.50 |
825.75 |
815.50 |
823.55 |
+3.45 |
|
|
|
Jun11 |
110201 |
825.50 |
825.50 |
820.00 |
825.20 |
+3.40 |
|
|
|
Sep11 |
110201 |
825.45 |
826.20 |
825.45 |
826.20 |
+3.20 |
|
|
|
Total Volume and Open Interest |
3,123 |
21,679 |
+0 |
Copper(CMX) |
Mar11 |
110201 |
446.20 |
455.60 |
444.40 |
454.70 |
+8.85 |
|
|
|
May11 |
110201 |
446.00 |
456.10 |
445.30 |
455.35 |
+8.80 |
|
|
|
Jul11 |
110201 |
445.75 |
455.25 |
445.00 |
455.15 |
+8.75 |
|
|
|
Sep11 |
110201 |
450.00 |
454.35 |
448.70 |
454.35 |
+8.45 |
|
|
|
Dec11 |
110201 |
444.45 |
452.25 |
444.45 |
451.90 |
+7.95 |
|
|
|
Total Volume and Open Interest |
48,137 |
155,885 |
+0 |
DJIA Index(CBOT) |
Mar11 |
110201 |
11838 |
12003 |
11838 |
11973 |
+133 |
|
|
|
Jun11 |
110201 |
11820 |
11909 |
11775 |
11909 |
+134 |
|
|
|
Sep11 |
110201 |
11854 |
11854 |
11720 |
11854 |
+134 |
|
|
|
Dec11 |
110201 |
11799 |
11799 |
11665 |
11799 |
+134 |
|
|
|
Total Volume and Open Interest |
2,178 |
10,577 |
+0 |
S & P 500(CME) |
Mar11 |
110201 |
1282.30 |
1305.80 |
1281.40 |
1302.70 |
+20.30 |
|
|
|
Jun11 |
110201 |
1292.50 |
1301.00 |
1292.50 |
1297.80 |
+20.30 |
|
|
|
Sep11 |
110201 |
1286.30 |
1296.10 |
1286.00 |
1292.90 |
+20.30 |
|
|
|
Dec11 |
110201 |
1288.00 |
1291.20 |
1288.00 |
1288.00 |
+20.30 |
|
|
|
Total Volume and Open Interest |
29,206 |
313,428 |
+0 |
S & P 500 E-Mini(Globex) |
Mar11 |
110201 |
1282.50 |
1306.00 |
1281.25 |
1302.75 |
+20.25 |
|
|
|
Jun11 |
110201 |
1277.50 |
1300.75 |
1277.00 |
1297.75 |
+20.25 |
|
|
|
Total Volume and Open Interest |
3,241,382 |
2,712,037 |
+0 |
NASDAQ 100(CME) |
Mar11 |
110201 |
2282.00 |
2328.00 |
2281.00 |
2322.50 |
+42.50 |
|
|
|
Jun11 |
110201 |
2319.80 |
2324.00 |
2318.00 |
2319.80 |
+42.50 |
|
|
|
Sep11 |
110201 |
2317.30 |
2317.30 |
2313.80 |
2317.30 |
+42.50 |
|
|
|
Total Volume and Open Interest |
6,737 |
15,981 |
+0 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110201 |
2284.00 |
2328.30 |
2281.30 |
2322.50 |
+42.50 |
|
|
|
Jun11 |
110201 |
2281.00 |
2325.50 |
2280.00 |
2319.80 |
+42.50 |
|
|
|
Total Volume and Open Interest |
435,089 |
364,432 |
+0 |
S & P Midcap 400(CME) |
Mar11 |
110201 |
929.00 |
941.00 |
928.75 |
936.70 |
+13.60 |
|
|
|
Jun11 |
110201 |
934.30 |
934.30 |
933.70 |
934.30 |
+13.60 |
|
|
|
Sep11 |
110201 |
932.40 |
932.40 |
931.80 |
932.40 |
+13.60 |
|
|
|
Total Volume and Open Interest |
2 |
2,465 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110201 |
10245 |
10385 |
10245 |
10335 |
+80 |
|
|
|
Jun11 |
110201 |
10310 |
10315 |
10310 |
10310 |
+75 |
|
|
|
Total Volume and Open Interest |
12,717 |
41,137 |
+0 |
Nikkei 225(SGX) |
Mar11 |
110201 |
10230 |
10300 |
10205 |
10275 |
+45 |
121,281 |
0 |
-241,845 |
Jun11 |
110201 |
10205 |
10205 |
10200 |
10200 |
+45 |
5 |
0 |
-3,228 |
Sep11 |
110201 |
10205 |
10205 |
10205 |
10205 |
+50 |
|
|
|
Total Volume and Open Interest |
164,833 |
254,414 |
+0 |
CAC 40(EURONEXT) |
Feb11 |
110201 |
4021.0 |
4088.5 |
4019.0 |
4072.5 |
+66.5 |
|
|
|
Mar11 |
110201 |
4023.0 |
4090.0 |
4022.0 |
4075.5 |
+67.5 |
|
|
|
Apr11 |
110201 |
4077.0 |
4077.0 |
4077.0 |
4077.0 |
+68.0 |
|
|
|
Total Volume and Open Interest |
154,861 |
425,894 |
+0 |
Hang Seng Index(HKFE) |
Feb11 |
110201 |
23449 |
23540 |
23405 |
23466 |
+95 |
60,426 |
0 |
-97,282 |
Mar11 |
110201 |
23397 |
23450 |
23353 |
23395 |
+99 |
550 |
0 |
-8,784 |
Total Volume and Open Interest |
82,815 |
107,856 |
+0 |
DAX(EUREX) |
Mar11 |
110201 |
7123.0 |
7205.0 |
7113.0 |
7185.5 |
+89.5 |
140,060 |
0 |
-252,608 |
Jun11 |
110201 |
7141.0 |
7226.0 |
7135.5 |
7207.5 |
+90.0 |
143 |
0 |
-11,224 |
Sep11 |
110201 |
7162.0 |
7248.0 |
7162.0 |
7229.5 |
+91.0 |
44 |
0 |
-505 |
Total Volume and Open Interest |
150,332 |
264,337 |
+0 |
FT-SE 100(EURONEXT) |
Mar11 |
110201 |
5851.00 |
5944.50 |
5833.50 |
5913.00 |
+80.00 |
|
|
|
Jun11 |
110201 |
5802.00 |
5886.50 |
5802.00 |
5870.50 |
+80.00 |
|
|
|
Sep11 |
110201 |
5837.00 |
5837.00 |
5837.00 |
5837.00 |
+80.00 |
|
|
|
Total Volume and Open Interest |
138,924 |
653,213 |
+0 |
SPI 200(SFE) |
Mar11 |
110201 |
4726.0 |
4741.0 |
4698.0 |
4723.0 |
-3.0 |
|
|
|
Jun11 |
110201 |
4726.0 |
4760.0 |
4726.0 |
4747.0 |
-1.0 |
|
|
|
Sep11 |
110201 |
4737.0 |
4738.0 |
4737.0 |
4738.0 |
-1.0 |
|
|
|
Total Volume and Open Interest |
37,511 |
191,465 |
+0 |
GSCI(CME) |
Feb11 |
110201 |
654.00 |
3.44 |
654.00 |
654.50 |
+654.36 |
|
|
|
Mar11 |
110201 |
7.14 |
10.64 |
4.64 |
7.14 |
+0.50 |
|
|
|
Apr11 |
110201 |
13.14 |
15.64 |
9.64 |
13.14 |
+2.50 |
|
|
|
Total Volume and Open Interest |
224 |
14,650 |
+0 |
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. |
|
|