|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed February 09, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110209 |
1437.00 |
1455.75 |
1435.00 |
1451.00 |
+16.75 |
110,561 |
217,554 |
-12,083 |
May11 |
110209 |
1448.50 |
1467.50 |
1447.00 |
1463.00 |
+17.00 |
58,962 |
162,412 |
+10,527 |
Jul11 |
110209 |
1455.25 |
1474.50 |
1454.00 |
1470.25 |
+17.00 |
30,102 |
107,999 |
+3,442 |
Aug11 |
110209 |
1434.25 |
1449.50 |
1433.50 |
1447.25 |
+18.25 |
753 |
5,570 |
+21 |
Sep11 |
110209 |
1406.50 |
1422.75 |
1401.00 |
1420.00 |
+19.00 |
970 |
4,903 |
+86 |
Nov11 |
110209 |
1379.50 |
1399.75 |
1377.75 |
1397.00 |
+19.50 |
23,884 |
159,071 |
-1,879 |
Jan12 |
110209 |
1381.00 |
1399.75 |
1380.50 |
1397.25 |
+18.25 |
586 |
15,857 |
+169 |
Total Volume and Open Interest |
227,126 |
698,094 |
+830 |
Soybean Meal(CBOT) |
Mar11 |
110209 |
386.40 |
392.00 |
384.40 |
388.60 |
+2.90 |
30,212 |
81,450 |
-3,851 |
May11 |
110209 |
389.00 |
393.30 |
387.50 |
391.80 |
+3.10 |
11,948 |
49,059 |
+1,672 |
Jul11 |
110209 |
389.80 |
394.00 |
388.20 |
392.80 |
+3.20 |
7,258 |
38,091 |
+984 |
Aug11 |
110209 |
381.20 |
384.90 |
380.90 |
384.90 |
+3.20 |
1,201 |
8,652 |
+255 |
Sep11 |
110209 |
372.00 |
375.50 |
371.60 |
375.30 |
+3.50 |
901 |
8,053 |
+11 |
Oct11 |
110209 |
359.00 |
365.00 |
359.00 |
364.60 |
+3.40 |
1,046 |
8,018 |
+24 |
Dec11 |
110209 |
358.30 |
363.20 |
357.50 |
362.10 |
+3.40 |
3,153 |
19,979 |
+565 |
Jan12 |
110209 |
358.90 |
361.10 |
357.80 |
361.10 |
+3.30 |
90 |
2,944 |
+21 |
Total Volume and Open Interest |
56,063 |
220,984 |
-238 |
Soybean Oil(CBOT) |
Mar11 |
110209 |
58.81 |
59.75 |
58.72 |
59.74 |
+0.97 |
59,444 |
144,493 |
-13,760 |
May11 |
110209 |
59.38 |
60.31 |
59.30 |
60.31 |
+0.97 |
32,642 |
110,454 |
+9,100 |
Jul11 |
110209 |
59.88 |
60.82 |
59.83 |
60.82 |
+0.98 |
18,420 |
78,780 |
+869 |
Aug11 |
110209 |
60.45 |
60.97 |
60.30 |
60.97 |
+0.98 |
1,281 |
8,783 |
+134 |
Sep11 |
110209 |
60.37 |
61.08 |
60.37 |
61.08 |
+0.97 |
815 |
10,608 |
+114 |
Oct11 |
110209 |
60.47 |
61.07 |
60.35 |
61.07 |
+0.98 |
1,149 |
11,579 |
+298 |
Dec11 |
110209 |
60.28 |
61.26 |
60.28 |
61.26 |
+0.97 |
4,518 |
40,070 |
+405 |
Jan12 |
110209 |
61.31 |
61.31 |
60.34 |
61.31 |
+0.97 |
22 |
906 |
+9 |
Total Volume and Open Interest |
119,061 |
408,159 |
-2,400 |
Canola(WCE) |
Mar11 |
110209 |
612.0 |
619.5 |
612.0 |
617.1 |
+5.1 |
11,034 |
73,923 |
-3,220 |
May11 |
110209 |
622.0 |
628.4 |
621.1 |
625.8 |
+5.2 |
5,823 |
56,615 |
+2,774 |
Jul11 |
110209 |
628.7 |
635.3 |
628.7 |
633.1 |
+5.2 |
2,622 |
18,709 |
-251 |
Nov11 |
110209 |
596.0 |
606.5 |
596.0 |
605.0 |
+5.6 |
3,008 |
56,606 |
+1,775 |
Jan12 |
110209 |
599.5 |
611.0 |
599.5 |
609.6 |
+5.4 |
298 |
3,514 |
+46 |
Total Volume and Open Interest |
22,803 |
211,697 |
+1,137 |
Corn(CBOT) |
Mar11 |
110209 |
673.50 |
700.75 |
673.25 |
698.00 |
+24.25 |
147,470 |
472,610 |
-31,253 |
May11 |
110209 |
684.25 |
711.50 |
684.00 |
708.75 |
+24.00 |
79,947 |
431,051 |
+17,077 |
Jul11 |
110209 |
691.00 |
716.25 |
691.00 |
713.50 |
+22.00 |
48,231 |
290,003 |
+7,649 |
Sep11 |
110209 |
644.00 |
663.00 |
643.50 |
659.75 |
+15.50 |
5,188 |
59,460 |
+375 |
Dec11 |
110209 |
604.00 |
619.50 |
603.75 |
614.50 |
+10.00 |
35,209 |
342,506 |
-42 |
Mar12 |
110209 |
613.00 |
628.00 |
613.00 |
622.00 |
+7.25 |
6,379 |
42,227 |
+967 |
Total Volume and Open Interest |
323,369 |
1,690,126 |
-5,279 |
Wheat(CBOT) |
Mar11 |
110209 |
876.00 |
893.25 |
875.25 |
886.00 |
+11.75 |
92,302 |
169,483 |
-10,502 |
May11 |
110209 |
908.75 |
925.50 |
906.50 |
917.75 |
+11.75 |
56,521 |
131,825 |
+8,715 |
Jul11 |
110209 |
932.25 |
950.75 |
932.25 |
944.75 |
+12.25 |
20,690 |
123,096 |
+801 |
Sep11 |
110209 |
958.00 |
971.50 |
957.25 |
969.50 |
+13.50 |
3,250 |
31,061 |
+574 |
Dec11 |
110209 |
969.00 |
986.75 |
969.00 |
982.75 |
+12.75 |
8,707 |
85,500 |
+2,341 |
Total Volume and Open Interest |
182,596 |
562,198 |
+2,420 |
Wheat(KCBT) |
Mar11 |
110209 |
972.00 |
990.25 |
972.00 |
988.00 |
+16.00 |
16,825 |
58,726 |
-3,813 |
May11 |
110209 |
982.75 |
1001.50 |
982.75 |
999.25 |
+16.00 |
10,457 |
61,825 |
+1,705 |
Jul11 |
110209 |
991.75 |
1009.75 |
991.75 |
1008.00 |
+15.75 |
4,628 |
59,238 |
-136 |
Sep11 |
110209 |
1002.50 |
1020.75 |
1002.50 |
1020.50 |
+16.25 |
1,393 |
15,979 |
+401 |
Dec11 |
110209 |
1018.50 |
1035.00 |
1018.25 |
1033.50 |
+15.25 |
1,648 |
15,571 |
+667 |
Total Volume and Open Interest |
35,155 |
214,887 |
-1,031 |
Wheat(MGE) |
Mar11 |
110209 |
1010.25 |
1031.25 |
1010.25 |
1027.00 |
+17.50 |
3,894 |
16,700 |
-716 |
May11 |
110209 |
1019.75 |
1042.00 |
1019.75 |
1038.75 |
+18.00 |
1,584 |
15,834 |
+343 |
Jul11 |
110209 |
1027.75 |
1048.75 |
1027.75 |
1044.25 |
+16.50 |
1,286 |
11,755 |
+167 |
Sep11 |
110209 |
1022.00 |
1046.75 |
1022.00 |
1042.75 |
+15.25 |
695 |
12,312 |
+90 |
Dec11 |
110209 |
1029.75 |
1050.00 |
1029.25 |
1045.50 |
+17.25 |
270 |
9,572 |
+18 |
Total Volume and Open Interest |
7,809 |
68,245 |
-59 |
Oats(CBOT) |
Mar11 |
110209 |
419.50 |
427.50 |
414.50 |
424.50 |
+5.00 |
345 |
6,295 |
-98 |
May11 |
110209 |
426.00 |
432.00 |
422.50 |
431.00 |
+5.00 |
351 |
5,348 |
+129 |
Jul11 |
110209 |
426.00 |
436.50 |
423.00 |
430.50 |
+4.50 |
17 |
761 |
+9 |
Sep11 |
110209 |
404.00 |
404.00 |
394.00 |
403.50 |
+9.50 |
8 |
263 |
+2 |
Total Volume and Open Interest |
800 |
14,365 |
+74 |
Rough Rice(CBOT) |
Mar11 |
110209 |
15.93 |
16.33 |
15.83 |
16.30 |
+0.38 |
2,384 |
12,371 |
-306 |
May11 |
110209 |
16.26 |
16.63 |
16.15 |
16.61 |
+0.38 |
1,297 |
7,671 |
+481 |
Jul11 |
110209 |
16.51 |
16.90 |
16.48 |
16.87 |
+0.39 |
508 |
2,547 |
+142 |
Sep11 |
110209 |
16.42 |
16.69 |
16.37 |
16.67 |
+0.24 |
217 |
1,789 |
+27 |
Total Volume and Open Interest |
4,438 |
25,022 |
+344 |
Live Cattle(CME) |
Feb11 |
110209 |
107.800 |
108.950 |
107.350 |
107.730 |
+0.080 |
6,242 |
20,647 |
-2,065 |
Apr11 |
110209 |
111.450 |
112.600 |
111.080 |
111.285 |
+0.035 |
20,199 |
170,183 |
-2,379 |
Jun11 |
110209 |
112.080 |
113.350 |
111.885 |
112.285 |
+0.335 |
7,189 |
90,109 |
-739 |
Aug11 |
110209 |
113.350 |
114.785 |
113.150 |
113.785 |
+0.535 |
3,800 |
29,458 |
-106 |
Oct11 |
110209 |
116.600 |
118.000 |
116.600 |
117.100 |
+0.520 |
2,150 |
22,538 |
+508 |
Dec11 |
110209 |
116.850 |
118.350 |
116.850 |
117.900 |
+1.100 |
438 |
17,256 |
+140 |
Total Volume and Open Interest |
40,359 |
355,295 |
-4,584 |
Feeder Cattle(CME) |
Mar11 |
110209 |
124.430 |
124.980 |
122.900 |
122.930 |
-1.320 |
3,917 |
19,989 |
-634 |
Apr11 |
110209 |
126.150 |
126.450 |
124.730 |
124.785 |
-1.065 |
1,133 |
7,619 |
+143 |
May11 |
110209 |
126.850 |
127.250 |
125.500 |
125.800 |
-1.180 |
1,687 |
9,933 |
+573 |
Aug11 |
110209 |
128.000 |
128.200 |
126.500 |
126.650 |
-1.135 |
381 |
10,396 |
+5 |
Sep11 |
110209 |
127.500 |
127.930 |
126.680 |
126.900 |
-0.635 |
49 |
1,457 |
-8 |
Oct11 |
110209 |
128.000 |
128.000 |
126.900 |
127.250 |
-0.850 |
26 |
691 |
+12 |
Nov11 |
110209 |
128.200 |
128.250 |
127.400 |
127.400 |
-0.550 |
1 |
360 |
+0 |
Total Volume and Open Interest |
7,194 |
50,448 |
+91 |
Lean Hogs(CME) |
Feb11 |
110209 |
84.750 |
85.480 |
84.750 |
85.180 |
+0.350 |
5,669 |
11,276 |
-902 |
Apr11 |
110209 |
91.250 |
92.150 |
90.700 |
91.250 |
unch |
13,419 |
104,707 |
+24 |
May11 |
110209 |
98.500 |
99.450 |
98.500 |
99.300 |
+0.570 |
260 |
2,688 |
+35 |
Jun11 |
110209 |
100.950 |
101.980 |
100.730 |
100.950 |
+0.050 |
5,770 |
61,295 |
-43 |
Jul11 |
110209 |
99.850 |
100.980 |
99.680 |
100.080 |
-0.055 |
3,452 |
20,862 |
-228 |
Aug11 |
110209 |
98.330 |
99.500 |
98.330 |
98.950 |
+0.370 |
1,997 |
18,666 |
-107 |
Oct11 |
110209 |
86.550 |
87.850 |
86.535 |
87.750 |
+0.965 |
808 |
15,827 |
+101 |
Dec11 |
110209 |
82.330 |
83.900 |
82.330 |
83.500 |
+0.950 |
430 |
7,216 |
+180 |
Total Volume and Open Interest |
31,915 |
245,328 |
-871 |
Class III Milk(CME) |
Feb11 |
110209 |
16.74 |
16.74 |
16.62 |
16.69 |
-0.01 |
341 |
5,192 |
-136 |
Mar11 |
110209 |
18.55 |
18.61 |
18.35 |
18.55 |
-0.06 |
370 |
5,813 |
-17 |
Apr11 |
110209 |
18.40 |
18.48 |
18.30 |
18.42 |
-0.05 |
471 |
5,054 |
+87 |
May11 |
110209 |
17.99 |
18.10 |
17.96 |
18.03 |
-0.05 |
373 |
4,278 |
+109 |
Jun11 |
110209 |
17.42 |
17.47 |
17.34 |
17.40 |
-0.02 |
238 |
3,429 |
+76 |
Total Volume and Open Interest |
2,099 |
36,595 |
+228 |
Cocoa(ICE) |
Mar11 |
110209 |
3225 |
3307 |
3210 |
3272 |
+33 |
15,796 |
16,249 |
-6,852 |
May11 |
110209 |
3240 |
3327 |
3226 |
3283 |
+23 |
16,602 |
66,331 |
+4,268 |
Jul11 |
110209 |
3236 |
3316 |
3222 |
3280 |
+24 |
2,755 |
20,485 |
+1,497 |
Sep11 |
110209 |
3227 |
3310 |
3222 |
3277 |
+23 |
574 |
11,452 |
+7 |
Dec11 |
110209 |
3211 |
3305 |
3211 |
3270 |
+28 |
136 |
15,360 |
-127 |
Mar12 |
110209 |
3330 |
3342 |
3309 |
3309 |
+23 |
68 |
23,450 |
+28 |
May12 |
110209 |
3306 |
3306 |
3306 |
3306 |
+25 |
14 |
5,146 |
+3 |
Total Volume and Open Interest |
35,956 |
161,464 |
-1,168 |
Coffee "C"(ICE) |
Mar11 |
110209 |
248.75 |
254.05 |
247.80 |
253.60 |
+6.00 |
17,808 |
54,695 |
-5,504 |
May11 |
110209 |
250.50 |
256.00 |
249.70 |
255.65 |
+6.05 |
11,561 |
54,329 |
+2,414 |
Jul11 |
110209 |
251.20 |
257.40 |
251.20 |
257.15 |
+5.95 |
3,959 |
17,582 |
+1,274 |
Sep11 |
110209 |
252.00 |
256.50 |
251.10 |
256.30 |
+5.85 |
409 |
6,768 |
+16 |
Dec11 |
110209 |
250.00 |
254.55 |
250.00 |
254.45 |
+5.80 |
390 |
10,667 |
+173 |
Mar12 |
110209 |
249.00 |
251.80 |
248.10 |
251.80 |
+5.20 |
169 |
1,772 |
+108 |
Total Volume and Open Interest |
34,336 |
146,637 |
-1,508 |
Orange Juice(ICE) |
Mar11 |
110209 |
171.00 |
171.85 |
165.00 |
167.45 |
-3.20 |
1,017 |
17,427 |
-138 |
May11 |
110209 |
170.00 |
170.35 |
163.60 |
166.55 |
-2.95 |
427 |
10,963 |
+249 |
Jul11 |
110209 |
166.90 |
168.15 |
164.20 |
166.05 |
-1.95 |
70 |
2,670 |
+41 |
Sep11 |
110209 |
163.15 |
165.25 |
163.15 |
165.25 |
-1.70 |
3 |
516 |
+11 |
Nov11 |
110209 |
160.50 |
163.90 |
160.50 |
163.05 |
-1.55 |
23 |
551 |
+2 |
Jan12 |
110209 |
162.10 |
162.10 |
162.10 |
162.10 |
-1.70 |
0 |
6 |
+0 |
Total Volume and Open Interest |
1,540 |
32,155 |
+165 |
Sugar #11(ICE) |
Mar11 |
110209 |
31.20 |
31.93 |
30.43 |
31.50 |
+0.34 |
103,453 |
171,313 |
-7,106 |
May11 |
110209 |
29.45 |
30.01 |
28.64 |
29.73 |
+0.34 |
67,201 |
155,825 |
+4,448 |
Jul11 |
110209 |
27.40 |
27.98 |
26.65 |
27.46 |
+0.10 |
31,271 |
148,140 |
+5,313 |
Oct11 |
110209 |
25.50 |
26.09 |
24.85 |
25.66 |
+0.15 |
9,797 |
71,870 |
-155 |
Mar12 |
110209 |
24.75 |
25.22 |
23.94 |
24.74 |
unch |
4,216 |
52,490 |
+183 |
Total Volume and Open Interest |
218,834 |
653,229 |
+2,750 |
London Cocoa(LCE) |
Mar11 |
110209 |
2125 |
2159 |
2120 |
2147 |
+13 |
5,889 |
46,467 |
-1,404 |
May11 |
110209 |
2110 |
2146 |
2105 |
2134 |
+11 |
5,662 |
36,361 |
-517 |
Jul11 |
110209 |
2102 |
2134 |
2094 |
2119 |
+6 |
1,649 |
29,674 |
-177 |
Sep11 |
110209 |
2091 |
2124 |
2090 |
2114 |
+11 |
300 |
21,570 |
+29 |
Dec11 |
110209 |
2082 |
2113 |
2078 |
2105 |
+14 |
884 |
27,060 |
+162 |
Mar12 |
110209 |
2092 |
2121 |
2092 |
2113 |
+14 |
123 |
22,177 |
+42 |
May12 |
110209 |
2095 |
2120 |
2095 |
2120 |
+15 |
0 |
3,971 |
+0 |
Total Volume and Open Interest |
14,507 |
195,245 |
-1,865 |
London Sugar(LCE) |
May11 |
110209 |
755.50 |
764.40 |
734.60 |
749.10 |
-5.60 |
8,435 |
21,023 |
+736 |
Aug11 |
110209 |
718.20 |
728.00 |
700.60 |
713.00 |
-4.70 |
2,034 |
10,794 |
+85 |
Oct11 |
110209 |
675.00 |
675.30 |
651.10 |
664.30 |
-1.50 |
781 |
3,159 |
+76 |
Dec11 |
110209 |
647.30 |
647.30 |
633.30 |
646.90 |
-3.20 |
251 |
1,144 |
+6 |
Mar12 |
110209 |
646.10 |
646.50 |
627.50 |
638.00 |
-4.00 |
20 |
782 |
+12 |
Total Volume and Open Interest |
25,194 |
48,419 |
-4,259 |
Cotton(ICE) |
Mar11 |
110209 |
175.30 |
182.29 |
173.67 |
180.58 |
+5.29 |
21,756 |
77,450 |
-4,621 |
May11 |
110209 |
174.45 |
180.69 |
171.71 |
177.98 |
+4.28 |
17,511 |
41,732 |
+4,567 |
Jul11 |
110209 |
167.74 |
173.94 |
166.35 |
172.47 |
+4.48 |
4,653 |
37,295 |
-361 |
Oct11 |
110209 |
138.25 |
144.00 |
138.25 |
144.00 |
+4.44 |
31 |
233 |
+15 |
Dec11 |
110209 |
120.88 |
125.25 |
120.20 |
124.55 |
+3.99 |
1,987 |
57,786 |
+700 |
Mar12 |
110209 |
113.81 |
119.00 |
113.81 |
117.56 |
+4.04 |
264 |
3,549 |
+133 |
Total Volume and Open Interest |
46,335 |
220,694 |
+481 |
Lumber(CME) |
Mar11 |
110209 |
302.2 |
311.2 |
302.2 |
309.0 |
+7.1 |
811 |
3,713 |
-266 |
May11 |
110209 |
318.0 |
326.3 |
318.0 |
324.5 |
+7.3 |
672 |
4,684 |
+451 |
Jul11 |
110209 |
320.4 |
326.2 |
320.4 |
325.8 |
+6.8 |
54 |
1,560 |
+37 |
Sep11 |
110209 |
321.7 |
327.0 |
321.7 |
327.0 |
+7.0 |
0 |
218 |
+0 |
Total Volume and Open Interest |
1,537 |
10,178 |
+222 |
Crude Oil(NYM) |
Mar11 |
110209 |
87.35 |
87.95 |
86.36 |
86.71 |
-0.23 |
414,877 |
293,484 |
-41,034 |
Apr11 |
110209 |
90.65 |
91.09 |
89.67 |
90.10 |
-0.14 |
218,966 |
177,406 |
+14,876 |
May11 |
110209 |
93.38 |
93.83 |
92.73 |
93.19 |
+0.07 |
113,549 |
132,496 |
+9,545 |
Jun11 |
110209 |
95.17 |
95.44 |
94.48 |
95.13 |
+0.24 |
79,012 |
112,249 |
+88 |
Jul11 |
110209 |
96.02 |
96.65 |
95.61 |
96.40 |
+0.32 |
26,728 |
61,203 |
+2,385 |
Aug11 |
110209 |
96.70 |
97.37 |
96.52 |
97.19 |
+0.34 |
17,069 |
46,416 |
+653 |
Sep11 |
110209 |
97.53 |
97.87 |
97.04 |
97.72 |
+0.37 |
15,270 |
43,665 |
+1,047 |
Oct11 |
110209 |
97.61 |
98.20 |
97.48 |
98.20 |
+0.40 |
8,978 |
27,524 |
+2,423 |
Nov11 |
110209 |
98.17 |
98.63 |
97.80 |
98.61 |
+0.42 |
6,336 |
28,901 |
+50 |
Dec11 |
110209 |
98.63 |
99.24 |
98.06 |
98.98 |
+0.43 |
52,053 |
173,625 |
-3,123 |
Jan12 |
110209 |
98.73 |
99.32 |
98.59 |
99.29 |
+0.45 |
6,420 |
27,423 |
-2,437 |
Feb12 |
110209 |
98.79 |
99.53 |
98.79 |
99.53 |
+0.46 |
1,961 |
12,349 |
+693 |
Mar12 |
110209 |
99.20 |
99.70 |
99.20 |
99.70 |
+0.48 |
2,780 |
15,709 |
+1,153 |
Apr12 |
110209 |
99.80 |
99.80 |
99.80 |
99.80 |
+0.50 |
1,038 |
6,484 |
-2 |
May12 |
110209 |
99.88 |
99.88 |
99.88 |
99.88 |
+0.50 |
978 |
8,262 |
+22 |
Jun12 |
110209 |
99.18 |
99.96 |
99.16 |
99.96 |
+0.49 |
5,596 |
53,026 |
-757 |
Total Volume and Open Interest |
1,006,455 |
1,536,606 |
-8,655 |
e-miNY Crude Oil(NYM) |
Feb11 |
110119 |
91.225 |
92.100 |
90.500 |
90.850 |
-0.525 |
6,388 |
2,249 |
-394 |
Mar11 |
110209 |
87.425 |
87.950 |
86.375 |
86.700 |
-0.250 |
11,651 |
9,975 |
+303 |
Apr11 |
110209 |
90.675 |
90.975 |
89.675 |
90.100 |
-0.150 |
1,034 |
2,654 |
+38 |
May11 |
110209 |
93.425 |
93.475 |
92.975 |
93.200 |
+0.075 |
187 |
607 |
+67 |
Jun11 |
110209 |
95.600 |
95.600 |
95.000 |
95.125 |
+0.225 |
8 |
87 |
+1 |
Jul11 |
110209 |
96.400 |
96.400 |
96.400 |
96.400 |
+0.325 |
0 |
14 |
+0 |
Aug11 |
110209 |
97.200 |
97.200 |
97.200 |
97.200 |
+0.350 |
0 |
10 |
+0 |
Sep11 |
110209 |
97.300 |
97.725 |
97.050 |
97.725 |
+0.375 |
0 |
6 |
+0 |
Oct11 |
110209 |
98.200 |
98.200 |
98.200 |
98.200 |
+0.400 |
0 |
42 |
+0 |
Nov11 |
110209 |
98.625 |
98.625 |
98.600 |
98.600 |
+0.400 |
0 |
3 |
+0 |
Total Volume and Open Interest |
12,880 |
13,733 |
+409 |
Heating Oil(NYM) |
Mar11 |
110209 |
273.25 |
277.62 |
272.73 |
276.89 |
+3.71 |
54,404 |
92,855 |
-2,527 |
Apr11 |
110209 |
273.59 |
277.77 |
272.91 |
277.06 |
+4.00 |
34,260 |
52,753 |
+826 |
May11 |
110209 |
273.80 |
278.21 |
273.46 |
277.64 |
+4.30 |
17,691 |
29,479 |
+1,751 |
Jun11 |
110209 |
274.23 |
279.21 |
274.23 |
278.54 |
+4.49 |
17,394 |
42,695 |
+557 |
Jul11 |
110209 |
276.37 |
279.94 |
276.08 |
279.94 |
+4.61 |
5,460 |
15,341 |
+1,281 |
Aug11 |
110209 |
277.10 |
281.45 |
277.10 |
281.37 |
+4.69 |
3,000 |
12,768 |
+850 |
Sep11 |
110209 |
279.59 |
283.10 |
279.42 |
283.10 |
+4.71 |
1,185 |
11,435 |
-36 |
Oct11 |
110209 |
281.04 |
284.80 |
281.04 |
284.80 |
+4.72 |
669 |
5,721 |
+124 |
Nov11 |
110209 |
283.18 |
286.82 |
282.55 |
286.82 |
+4.76 |
846 |
5,779 |
+109 |
Dec11 |
110209 |
283.88 |
289.22 |
283.85 |
288.69 |
+4.84 |
5,259 |
24,265 |
+409 |
Jan12 |
110209 |
286.85 |
290.31 |
286.78 |
290.31 |
+4.96 |
514 |
6,319 |
+347 |
Feb12 |
110209 |
291.13 |
291.13 |
291.13 |
291.13 |
+5.18 |
65 |
875 |
-7 |
Total Volume and Open Interest |
141,310 |
310,044 |
+3,966 |
Gasoline(NYMEX) |
Mar11 |
110209 |
249.93 |
253.31 |
248.11 |
252.60 |
+3.18 |
66,010 |
74,560 |
-7,313 |
Apr11 |
110209 |
262.88 |
267.12 |
261.64 |
266.48 |
+4.16 |
49,471 |
48,177 |
+5,747 |
May11 |
110209 |
264.40 |
268.50 |
263.20 |
268.10 |
+4.36 |
23,612 |
36,519 |
+2,720 |
Jun11 |
110209 |
264.80 |
269.05 |
263.95 |
268.71 |
+4.43 |
15,466 |
32,547 |
+1,140 |
Jul11 |
110209 |
264.40 |
268.67 |
264.09 |
268.67 |
+4.44 |
6,801 |
14,417 |
+1,207 |
Aug11 |
110209 |
263.36 |
267.90 |
263.10 |
267.81 |
+4.36 |
1,932 |
9,625 |
-22 |
Sep11 |
110209 |
261.83 |
266.05 |
261.40 |
266.05 |
+4.30 |
2,400 |
5,833 |
-26 |
Oct11 |
110209 |
251.44 |
255.59 |
251.44 |
255.59 |
+4.08 |
729 |
4,441 |
-75 |
Nov11 |
110209 |
253.75 |
253.75 |
253.75 |
253.75 |
+3.84 |
654 |
2,709 |
+112 |
Dec11 |
110209 |
249.90 |
253.02 |
248.83 |
253.02 |
+3.75 |
1,573 |
20,767 |
+196 |
Total Volume and Open Interest |
169,040 |
264,204 |
+3,764 |
e-miNY RBOB Gasoline(NYM) |
Mar11 |
110209 |
252.60 |
252.60 |
252.60 |
252.60 |
+3.20 |
0 |
5 |
+0 |
Apr11 |
110209 |
266.50 |
266.50 |
266.48 |
266.50 |
+4.20 |
0 |
1 |
+0 |
May11 |
110209 |
268.10 |
268.10 |
268.10 |
268.10 |
+4.40 |
0 |
1 |
+0 |
Jun11 |
110209 |
268.70 |
268.71 |
268.70 |
268.70 |
+4.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
10 |
+0 |
Natural Gas(NYM) |
Mar11 |
110209 |
4.074 |
4.087 |
3.992 |
4.044 |
+0.004 |
181,901 |
180,716 |
-29,751 |
Apr11 |
110209 |
4.116 |
4.124 |
4.018 |
4.083 |
+0.011 |
111,773 |
139,316 |
+15,043 |
May11 |
110209 |
4.160 |
4.187 |
4.089 |
4.149 |
+0.010 |
83,853 |
138,898 |
+16,613 |
Jun11 |
110209 |
4.222 |
4.248 |
4.149 |
4.214 |
+0.011 |
24,639 |
51,456 |
+3,673 |
Jul11 |
110209 |
4.280 |
4.307 |
4.209 |
4.274 |
+0.012 |
17,423 |
42,416 |
+3,037 |
Aug11 |
110209 |
4.315 |
4.344 |
4.240 |
4.309 |
+0.013 |
5,163 |
20,728 |
-4 |
Sep11 |
110209 |
4.256 |
4.344 |
4.255 |
4.314 |
+0.012 |
6,117 |
16,922 |
+1,211 |
Oct11 |
110209 |
4.381 |
4.390 |
4.292 |
4.363 |
+0.011 |
18,963 |
66,679 |
+2,118 |
Nov11 |
110209 |
4.479 |
4.560 |
4.479 |
4.535 |
+0.006 |
3,219 |
25,854 |
+293 |
Dec11 |
110209 |
4.718 |
4.795 |
4.715 |
4.773 |
+0.001 |
2,497 |
24,615 |
+157 |
Jan12 |
110209 |
4.910 |
4.924 |
4.853 |
4.902 |
-0.002 |
10,241 |
50,813 |
+1,649 |
Feb12 |
110209 |
4.845 |
4.904 |
4.844 |
4.885 |
+0.001 |
1,377 |
12,371 |
+296 |
Mar12 |
110209 |
4.788 |
4.837 |
4.779 |
4.817 |
+0.001 |
3,697 |
25,405 |
-1,275 |
Apr12 |
110209 |
4.660 |
4.676 |
4.625 |
4.657 |
-0.005 |
4,794 |
22,713 |
+21 |
May12 |
110209 |
4.645 |
4.690 |
4.645 |
4.674 |
-0.005 |
667 |
5,579 |
+94 |
Jun12 |
110209 |
4.680 |
4.717 |
4.677 |
4.701 |
-0.007 |
98 |
4,309 |
+28 |
Total Volume and Open Interest |
481,352 |
898,069 |
+14,912 |
Brent Crude Oil(ICE) |
Mar11 |
110209 |
100.34 |
102.25 |
100.03 |
101.82 |
+1.90 |
202,988 |
82,991 |
-23,329 |
Apr11 |
110209 |
100.93 |
102.72 |
100.58 |
102.32 |
+1.80 |
205,774 |
209,679 |
+7,821 |
May11 |
110209 |
101.33 |
103.11 |
101.05 |
102.72 |
+1.71 |
89,471 |
106,650 |
+49 |
Jun11 |
110209 |
101.63 |
103.38 |
101.43 |
103.00 |
+1.60 |
70,493 |
118,183 |
-4,527 |
Jul11 |
110209 |
101.86 |
103.56 |
101.66 |
103.18 |
+1.53 |
14,621 |
38,434 |
+18 |
Aug11 |
110209 |
101.99 |
103.60 |
101.77 |
103.30 |
+1.49 |
7,475 |
23,113 |
+588 |
Sep11 |
110209 |
102.07 |
103.71 |
101.86 |
103.38 |
+1.46 |
4,587 |
30,032 |
+127 |
Oct11 |
110209 |
102.41 |
103.81 |
101.98 |
103.48 |
+1.42 |
2,529 |
21,455 |
+327 |
Nov11 |
110209 |
102.49 |
103.89 |
102.07 |
103.56 |
+1.39 |
2,190 |
14,634 |
+55 |
Dec11 |
110209 |
102.40 |
103.97 |
102.12 |
103.61 |
+1.35 |
40,182 |
107,552 |
-2,787 |
Jan12 |
110209 |
103.71 |
103.71 |
103.71 |
103.71 |
+1.32 |
5,129 |
15,280 |
+1,078 |
Feb12 |
110209 |
103.82 |
103.82 |
103.82 |
103.82 |
+1.28 |
2,995 |
7,819 |
+628 |
Mar12 |
110209 |
103.91 |
103.91 |
103.91 |
103.91 |
+1.25 |
7,042 |
13,773 |
+2,747 |
Apr12 |
110209 |
103.86 |
103.86 |
103.86 |
103.86 |
+1.22 |
275 |
3,223 |
+46 |
Total Volume and Open Interest |
670,015 |
908,324 |
-17,700 |
Gas Oil(ICE) |
Feb11 |
110209 |
850.00 |
864.00 |
849.50 |
853.25 |
+3.50 |
52,173 |
35,940 |
-15,637 |
Mar11 |
110209 |
855.75 |
869.75 |
853.75 |
858.00 |
+3.25 |
125,080 |
175,856 |
+3,484 |
Apr11 |
110209 |
857.50 |
873.00 |
856.25 |
861.00 |
+3.50 |
68,685 |
93,875 |
+2,343 |
May11 |
110209 |
860.50 |
875.75 |
860.25 |
863.75 |
+3.50 |
31,232 |
63,442 |
-1,381 |
Jun11 |
110209 |
863.25 |
878.50 |
863.00 |
866.75 |
+3.75 |
38,623 |
61,181 |
-4,830 |
Jul11 |
110209 |
867.00 |
882.25 |
866.75 |
870.50 |
+4.00 |
9,012 |
27,246 |
+230 |
Aug11 |
110209 |
870.25 |
883.50 |
870.25 |
874.00 |
+4.25 |
4,940 |
24,247 |
+363 |
Sep11 |
110209 |
874.00 |
889.25 |
873.50 |
877.25 |
+4.00 |
4,555 |
21,413 |
-68 |
Oct11 |
110209 |
875.25 |
890.25 |
875.25 |
879.25 |
+4.00 |
3,333 |
17,141 |
+440 |
Nov11 |
110209 |
876.75 |
891.75 |
876.75 |
880.50 |
+4.00 |
1,534 |
13,563 |
+107 |
Total Volume and Open Interest |
358,564 |
668,027 |
-13,571 |
Ethanol(CBOT) |
Feb11 |
110203 |
2.340 |
2.345 |
2.340 |
2.340 |
+0.005 |
15 |
114 |
-120 |
Mar11 |
110209 |
2.463 |
2.463 |
2.436 |
2.457 |
+0.070 |
56 |
1,278 |
-14 |
Apr11 |
110209 |
2.460 |
2.475 |
2.455 |
2.468 |
+0.072 |
377 |
1,118 |
-195 |
May11 |
110209 |
2.475 |
2.485 |
2.463 |
2.475 |
+0.066 |
37 |
494 |
+8 |
Jun11 |
110209 |
2.475 |
2.500 |
2.475 |
2.492 |
+0.067 |
108 |
866 |
+51 |
Jul11 |
110209 |
2.484 |
2.513 |
2.484 |
2.498 |
+0.069 |
15 |
820 |
+7 |
Aug11 |
110209 |
2.472 |
2.480 |
2.472 |
2.478 |
+0.068 |
63 |
804 |
+16 |
Sep11 |
110209 |
2.390 |
2.407 |
2.390 |
2.400 |
+0.050 |
5 |
551 |
+0 |
Total Volume and Open Interest |
975 |
7,741 |
-286 |
WTI Crude Oil(ICE |
Mar11 |
110209 |
87.45 |
87.93 |
86.37 |
86.71 |
-0.23 |
114,268 |
103,374 |
-13,198 |
Apr11 |
110209 |
90.61 |
91.07 |
89.67 |
90.10 |
-0.14 |
85,668 |
72,303 |
+4,401 |
May11 |
110209 |
93.36 |
93.73 |
92.72 |
93.19 |
+0.07 |
32,809 |
51,930 |
+1,648 |
Jun11 |
110209 |
94.89 |
95.38 |
94.56 |
95.13 |
+0.24 |
22,152 |
59,486 |
-556 |
Jul11 |
110209 |
96.02 |
96.58 |
95.62 |
96.40 |
+0.32 |
6,520 |
21,097 |
+429 |
Aug11 |
110209 |
96.76 |
97.31 |
96.43 |
97.19 |
+0.34 |
3,844 |
16,564 |
+69 |
Sep11 |
110209 |
97.26 |
97.85 |
96.94 |
97.72 |
+0.37 |
3,696 |
21,177 |
+142 |
Oct11 |
110209 |
97.71 |
98.32 |
97.65 |
98.20 |
+0.40 |
2,123 |
15,692 |
+233 |
Nov11 |
110209 |
98.10 |
98.73 |
98.05 |
98.61 |
+0.42 |
1,588 |
11,162 |
+243 |
Dec11 |
110209 |
98.57 |
99.18 |
98.11 |
98.98 |
+0.43 |
18,005 |
89,577 |
+1,387 |
Jan12 |
110209 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.45 |
884 |
9,441 |
+81 |
Feb12 |
110209 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.46 |
149 |
1,425 |
+75 |
Mar12 |
110209 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.48 |
257 |
4,058 |
+89 |
Apr12 |
110209 |
99.80 |
99.80 |
99.80 |
99.80 |
+0.50 |
54 |
1,399 |
+24 |
May12 |
110209 |
99.88 |
99.88 |
99.88 |
99.88 |
+0.50 |
48 |
947 |
+5 |
Jun12 |
110209 |
99.35 |
100.02 |
99.35 |
99.96 |
+0.49 |
1,069 |
22,722 |
+434 |
Total Volume and Open Interest |
298,234 |
583,550 |
-3,805 |
US Dollar Index(ICE) |
Mar11 |
110209 |
78.055 |
78.185 |
77.580 |
77.720 |
-0.375 |
19,608 |
42,889 |
+1,040 |
Jun11 |
110209 |
78.380 |
78.490 |
78.000 |
78.055 |
-0.395 |
75 |
1,145 |
+28 |
Sep11 |
110209 |
78.415 |
78.415 |
78.415 |
78.415 |
-0.395 |
0 |
4 |
+0 |
Total Volume and Open Interest |
19,683 |
44,039 |
+1,068 |
Australian Dollar(CME) |
Mar11 |
110209 |
101.02 |
101.11 |
100.46 |
100.56 |
-0.53 |
96,406 |
134,352 |
-1,386 |
Jun11 |
110209 |
99.87 |
99.94 |
99.35 |
99.41 |
-0.53 |
165 |
873 |
-54 |
Sep11 |
110209 |
98.42 |
98.68 |
98.16 |
98.16 |
-0.52 |
0 |
13 |
+0 |
Total Volume and Open Interest |
96,571 |
135,334 |
-1,440 |
British Pound(CME) |
Mar11 |
110209 |
160.72 |
161.21 |
160.28 |
160.92 |
+0.39 |
129,097 |
110,666 |
-6,503 |
Jun11 |
110209 |
160.30 |
160.83 |
160.30 |
160.73 |
+0.39 |
21 |
643 |
+0 |
Sep11 |
110209 |
160.43 |
160.43 |
160.03 |
160.43 |
+0.40 |
5 |
22 |
+5 |
Total Volume and Open Interest |
129,123 |
111,363 |
-6,498 |
Canadian Dollar(CME) |
Mar11 |
110209 |
100.45 |
100.79 |
100.33 |
100.44 |
+0.11 |
83,372 |
135,323 |
-5,592 |
Jun11 |
110209 |
100.38 |
100.58 |
100.12 |
100.23 |
+0.11 |
563 |
3,575 |
+290 |
Sep11 |
110209 |
99.94 |
100.24 |
99.85 |
99.96 |
+0.11 |
10 |
1,054 |
+5 |
Dec11 |
110209 |
99.72 |
100.00 |
99.57 |
99.70 |
+0.13 |
60 |
1,593 |
+32 |
Total Volume and Open Interest |
84,015 |
141,604 |
-5,262 |
Japanese Yen(CME) |
Mar11 |
110209 |
121.52 |
121.68 |
120.98 |
121.42 |
+0.05 |
122,851 |
116,399 |
+3,199 |
Jun11 |
110209 |
121.64 |
121.73 |
121.19 |
121.52 |
+0.05 |
215 |
1,271 |
+71 |
Sep11 |
110209 |
121.68 |
121.68 |
121.64 |
121.68 |
+0.04 |
2 |
28 |
+0 |
Total Volume and Open Interest |
123,068 |
117,705 |
+3,270 |
Swiss Franc(CME) |
Mar11 |
110209 |
103.83 |
104.72 |
103.52 |
104.43 |
+0.62 |
54,396 |
47,733 |
-570 |
Jun11 |
110209 |
103.83 |
104.60 |
103.73 |
104.52 |
+0.62 |
27 |
127 |
+1 |
Sep11 |
110209 |
104.64 |
104.64 |
104.02 |
104.64 |
+0.62 |
0 |
5 |
+0 |
Total Volume and Open Interest |
54,423 |
47,876 |
-569 |
EuroFX(CME) |
Mar11 |
110209 |
136.22 |
137.39 |
136.04 |
137.18 |
+0.97 |
350,509 |
199,003 |
+2,868 |
Jun11 |
110209 |
136.04 |
137.21 |
135.95 |
137.01 |
+0.97 |
580 |
4,135 |
+110 |
Sep11 |
110209 |
136.50 |
136.76 |
135.80 |
136.76 |
+0.96 |
0 |
43 |
+0 |
Total Volume and Open Interest |
351,090 |
203,541 |
+2,977 |
Mexican Peso(CME) |
Feb11 |
110209 |
828.2 |
831.5 |
828.2 |
828.2 |
-3.2 |
|
|
|
Mar11 |
110209 |
828.5 |
830.5 |
824.2 |
824.8 |
-3.2 |
23,212 |
150,043 |
+2,565 |
Total Volume and Open Interest |
23,935 |
151,871 |
+2,964 |
30-Year T-Bonds(CBOT) |
Mar11 |
110209 |
117~070 |
118~180 |
116~260 |
118~100 |
+1~000 |
290,407 |
575,571 |
-6,901 |
Jun11 |
110209 |
115~100 |
116~270 |
115~070 |
116~210 |
+1~000 |
4,740 |
10,397 |
+4,020 |
Sep11 |
110209 |
114~000 |
115~010 |
114~000 |
115~010 |
+1~000 |
0 |
2 |
+0 |
Total Volume and Open Interest |
295,147 |
585,970 |
-2,881 |
10-Year T-Notes(CBOT) |
Mar11 |
110209 |
117~280 |
118~220 |
117~220 |
118~185 |
+0~190 |
1,093,750 |
1,478,597 |
-3,628 |
Jun11 |
110209 |
116~050 |
117~045 |
116~035 |
117~005 |
+0~205 |
12,686 |
28,301 |
+2,681 |
Sep11 |
110209 |
115~255 |
115~255 |
115~050 |
115~255 |
+0~205 |
2 |
1 |
-2 |
Total Volume and Open Interest |
1,106,438 |
1,506,903 |
-949 |
5-Year T-Notes(CBOT) |
Mar11 |
110209 |
116~039 |
116~098 |
116~024 |
116~089 |
+0~045 |
662,498 |
1,281,634 |
+7,699 |
Jun11 |
110209 |
115~016 |
115~085 |
115~016 |
115~085 |
+0~049 |
5,686 |
26,223 |
+3,368 |
Sep11 |
110209 |
114~109 |
114~109 |
114~060 |
114~109 |
+0~049 |
|
|
|
Total Volume and Open Interest |
668,184 |
1,307,857 |
+11,067 |
2 Year T-Notes(CBOT) |
Mar11 |
110209 |
109~004 |
109~021 |
108~127 |
109~019 |
+0~015 |
318,519 |
861,795 |
+15,212 |
Jun11 |
110209 |
108~083 |
108~102 |
108~083 |
108~102 |
+0~014 |
1,902 |
3,831 |
+847 |
Sep11 |
110209 |
108~068 |
108~068 |
108~054 |
108~068 |
+0~014 |
|
|
|
Total Volume and Open Interest |
320,421 |
865,626 |
+16,059 |
Eurodollars(CME) |
Mar11 |
110209 |
99.660 |
99.675 |
99.660 |
99.670 |
+0.005 |
186,252 |
1,130,239 |
+18,896 |
Jun11 |
110209 |
99.570 |
99.600 |
99.560 |
99.580 |
+0.015 |
232,101 |
1,166,678 |
+6,136 |
Sep11 |
110209 |
99.395 |
99.450 |
99.380 |
99.430 |
+0.040 |
280,068 |
1,137,666 |
+9,452 |
Dec11 |
110209 |
99.155 |
99.220 |
99.130 |
99.205 |
+0.055 |
379,708 |
1,079,500 |
+33,588 |
Mar12 |
110209 |
98.840 |
98.925 |
98.805 |
98.910 |
+0.070 |
417,092 |
1,042,751 |
-10,565 |
Jun12 |
110209 |
98.460 |
98.565 |
98.430 |
98.555 |
+0.085 |
348,812 |
681,830 |
+26,272 |
Sep12 |
110209 |
98.095 |
98.210 |
98.055 |
98.200 |
+0.100 |
236,263 |
561,772 |
+9,465 |
Dec12 |
110209 |
97.750 |
97.865 |
97.715 |
97.860 |
+0.100 |
223,852 |
370,448 |
+10,007 |
Mar13 |
110209 |
97.455 |
97.560 |
97.410 |
97.550 |
+0.095 |
167,475 |
252,095 |
-3,851 |
Jun13 |
110209 |
97.165 |
97.270 |
97.130 |
97.260 |
+0.090 |
115,679 |
195,823 |
+2,831 |
Sep13 |
110209 |
96.885 |
97.005 |
96.860 |
96.985 |
+0.075 |
92,065 |
191,814 |
+1,789 |
Dec13 |
110209 |
96.640 |
96.735 |
96.600 |
96.715 |
+0.060 |
78,995 |
169,332 |
+5,615 |
Mar14 |
110209 |
96.385 |
96.490 |
96.360 |
96.470 |
+0.050 |
29,802 |
129,323 |
-2,142 |
Jun14 |
110209 |
96.165 |
96.255 |
96.125 |
96.230 |
+0.045 |
31,847 |
109,028 |
-4,663 |
Sep14 |
110209 |
95.945 |
96.030 |
95.905 |
96.010 |
+0.045 |
28,656 |
63,185 |
-4,592 |
Dec14 |
110209 |
95.725 |
95.815 |
95.680 |
95.790 |
+0.045 |
25,371 |
75,142 |
-124 |
Mar15 |
110209 |
95.540 |
95.635 |
95.495 |
95.610 |
+0.050 |
13,322 |
57,350 |
+560 |
Jun15 |
110209 |
3.615 |
3.710 |
3.570 |
3.690 |
+0.050 |
11,765 |
37,909 |
+973 |
Total Volume and Open Interest |
2,928,199 |
8,684,020 |
+101,157 |
30 Day Federal Funds(CBOT) |
Feb11 |
110209 |
99.832 |
99.835 |
99.832 |
99.832 |
unch |
5,840 |
77,990 |
+2,834 |
Mar11 |
110209 |
99.835 |
99.840 |
99.830 |
99.835 |
unch |
3,141 |
59,514 |
+464 |
Apr11 |
110209 |
99.845 |
99.850 |
99.845 |
99.845 |
unch |
6,835 |
52,497 |
-541 |
May11 |
110209 |
99.845 |
99.850 |
99.845 |
99.845 |
unch |
10,285 |
59,318 |
-3,186 |
Jun11 |
110209 |
99.840 |
99.845 |
99.835 |
99.840 |
unch |
3,425 |
42,196 |
+458 |
Jul11 |
110209 |
99.810 |
99.825 |
99.810 |
99.820 |
+0.005 |
7,480 |
48,830 |
+3,294 |
Total Volume and Open Interest |
71,642 |
570,809 |
+3,775 |
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 |
110209 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.002 |
20 |
3,744 |
-20 |
Jun11 |
110209 |
99.643 |
99.643 |
99.643 |
99.643 |
-0.005 |
0 |
175 |
+0 |
Sep11 |
110209 |
99.628 |
99.628 |
99.628 |
99.628 |
-0.007 |
|
|
|
Dec11 |
110209 |
99.598 |
99.598 |
99.598 |
99.598 |
-0.007 |
0 |
75 |
+0 |
Mar12 |
110209 |
99.580 |
99.580 |
99.580 |
99.580 |
-0.005 |
|
|
|
Jun12 |
110209 |
99.625 |
99.625 |
99.625 |
99.625 |
-0.005 |
|
|
|
Sep12 |
110209 |
99.575 |
99.575 |
99.575 |
99.575 |
-0.005 |
|
|
|
Dec12 |
110209 |
99.480 |
99.480 |
99.480 |
99.480 |
-0.005 |
|
|
|
Mar13 |
110209 |
99.480 |
99.480 |
99.480 |
99.480 |
-0.005 |
|
|
|
Jun13 |
110209 |
99.435 |
99.435 |
99.435 |
99.435 |
-0.005 |
|
|
|
Total Volume and Open Interest |
20 |
3,994 |
-20 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110209 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
500 |
5,210 |
+0 |
Jun11 |
110209 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
1,222 |
+0 |
Sep11 |
110209 |
99.63 |
99.63 |
99.63 |
99.63 |
-0.01 |
0 |
786 |
+0 |
Dec11 |
110209 |
99.59 |
99.60 |
99.59 |
99.60 |
-0.01 |
100 |
1,791 |
+61 |
Mar12 |
110209 |
99.58 |
99.58 |
99.58 |
99.58 |
0.00 |
0 |
405 |
+0 |
Jun12 |
110209 |
99.62 |
99.62 |
99.62 |
99.62 |
0.00 |
0 |
754 |
+0 |
Sep12 |
110209 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.01 |
0 |
310 |
+0 |
Dec12 |
110209 |
99.48 |
99.48 |
99.48 |
99.48 |
0.00 |
0 |
4 |
+0 |
Total Volume and Open Interest |
600 |
10,483 |
+61 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110209 |
138.80 |
138.80 |
138.33 |
138.67 |
-0.15 |
1,716 |
15,539 |
+1,225 |
Jun11 |
110209 |
137.84 |
137.84 |
137.84 |
137.84 |
-0.15 |
0 |
1 |
+0 |
Sep11 |
110209 |
135.41 |
135.41 |
135.41 |
135.41 |
-0.15 |
|
|
|
Total Volume and Open Interest |
1,716 |
15,540 |
+1,225 |
Euro-Bund(EUREX) |
Mar11 |
110209 |
122.50 |
122.88 |
122.30 |
122.33 |
-0.49 |
804,446 |
1,430,372 |
+60,554 |
Jun11 |
110209 |
121.01 |
121.28 |
120.92 |
120.94 |
-0.47 |
5,180 |
32,555 |
+9,044 |
Sep11 |
110209 |
120.58 |
120.58 |
120.58 |
120.58 |
-0.49 |
0 |
1 |
+0 |
Total Volume and Open Interest |
809,626 |
1,462,928 |
+69,598 |
Euro-Bobl(EUREX) |
Mar11 |
110209 |
116.42 |
116.60 |
116.28 |
116.32 |
-0.26 |
491,295 |
1,062,676 |
+88,075 |
Jun11 |
110209 |
114.99 |
115.00 |
114.88 |
114.88 |
-0.26 |
2,454 |
33,456 |
+10,282 |
Sep11 |
110209 |
114.25 |
114.25 |
114.25 |
114.25 |
-0.26 |
0 |
115 |
+115 |
Total Volume and Open Interest |
493,749 |
1,096,247 |
+98,472 |
3-Mth Euribor(EUREX) |
Mar11 |
110209 |
98.830 |
98.840 |
98.830 |
98.840 |
-0.005 |
78 |
5,733 |
-26 |
Jun11 |
110209 |
98.540 |
98.570 |
98.540 |
98.560 |
-0.010 |
40 |
9,602 |
+9 |
Sep11 |
110209 |
98.300 |
98.300 |
98.300 |
98.300 |
-0.025 |
23 |
2,166 |
+1 |
Total Volume and Open Interest |
202 |
25,742 |
+74 |
Long Gilt(LIFFE) |
Mar11 |
110209 |
115~18 |
115~26 |
115~11 |
115~12 |
-0~15 |
96,628 |
250,118 |
+307 |
Jun11 |
110209 |
114~04 |
114~04 |
114~04 |
114~04 |
-0~15 |
|
|
|
Total Volume and Open Interest |
96,628 |
250,118 |
+307 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110209 |
99.06 |
99.11 |
99.04 |
99.07 |
unch |
55,877 |
301,590 |
+2,264 |
Jun11 |
110209 |
98.83 |
98.88 |
98.81 |
98.84 |
-0.01 |
57,207 |
359,852 |
+3,709 |
Sep11 |
110209 |
98.56 |
98.64 |
98.56 |
98.58 |
-0.02 |
52,364 |
280,518 |
+3,861 |
Dec11 |
110209 |
98.27 |
98.34 |
98.26 |
98.28 |
-0.03 |
63,153 |
339,202 |
+10,746 |
Mar12 |
110209 |
97.95 |
98.03 |
97.94 |
97.96 |
-0.03 |
57,676 |
308,407 |
+8,335 |
Jun12 |
110209 |
97.61 |
97.70 |
97.61 |
97.63 |
-0.03 |
40,616 |
209,479 |
+2,679 |
Total Volume and Open Interest |
410,353 |
2,234,709 |
+43,343 |
3-Mth Euribor(LIFFE) |
Mar11 |
110209 |
98.840 |
98.850 |
98.820 |
98.840 |
-0.005 |
205,508 |
614,054 |
-4,269 |
Jun11 |
110209 |
98.550 |
98.585 |
98.530 |
98.560 |
-0.010 |
261,179 |
629,517 |
+10,590 |
Sep11 |
110209 |
98.295 |
98.345 |
98.275 |
98.300 |
-0.025 |
264,175 |
540,349 |
+57,175 |
Total Volume and Open Interest |
1,479,883 |
3,629,150 |
+110,516 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110209 |
95.03 |
95.03 |
95.01 |
95.02 |
-0.01 |
11,184 |
154,922 |
-12,112 |
Jun11 |
110209 |
94.88 |
94.90 |
94.86 |
94.88 |
-0.01 |
21,312 |
169,040 |
-10,502 |
Sep11 |
110209 |
94.70 |
94.73 |
94.67 |
94.71 |
unch |
26,117 |
113,023 |
+1,418 |
Dec11 |
110209 |
94.54 |
94.57 |
94.50 |
94.55 |
unch |
10,766 |
66,660 |
-3,367 |
Mar12 |
110209 |
94.39 |
94.42 |
94.36 |
94.41 |
+0.01 |
7,528 |
53,147 |
-240 |
Jun12 |
110209 |
94.30 |
94.32 |
94.26 |
94.32 |
+0.01 |
4,566 |
41,026 |
+898 |
Sep12 |
110209 |
94.23 |
94.27 |
94.19 |
94.25 |
+0.01 |
2,262 |
28,780 |
+915 |
Dec12 |
110209 |
94.18 |
94.20 |
94.13 |
94.18 |
+0.01 |
917 |
14,599 |
-388 |
Mar13 |
110209 |
94.13 |
94.14 |
94.08 |
94.13 |
unch |
85 |
3,078 |
+1 |
Jun13 |
110209 |
94.04 |
94.10 |
94.04 |
94.09 |
+0.01 |
51 |
596 |
-4 |
Total Volume and Open Interest |
84,789 |
646,561 |
-24,180 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110209 |
94.24 |
94.27 |
94.20 |
94.24 |
-0.01 |
49,613 |
371,457 |
+7,014 |
Jun11 |
110209 |
94.24 |
94.24 |
94.24 |
94.24 |
-0.01 |
|
|
|
Total Volume and Open Interest |
49,613 |
371,457 |
+7,014 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110209 |
94.63 |
94.66 |
94.59 |
94.63 |
-0.01 |
142,243 |
531,616 |
+15,498 |
Jun11 |
110209 |
94.63 |
94.63 |
94.63 |
94.63 |
-0.01 |
|
|
|
Total Volume and Open Interest |
142,243 |
531,616 |
+15,498 |
Gold(CMX) |
Feb11 |
110209 |
1362.8 |
1366.5 |
1361.8 |
1364.8 |
+1.4 |
2,536 |
1,148 |
-444 |
Apr11 |
110209 |
1363.8 |
1367.7 |
1358.3 |
1365.5 |
+1.4 |
135,349 |
309,464 |
+3,197 |
Jun11 |
110209 |
1364.4 |
1368.9 |
1360.0 |
1366.9 |
+1.4 |
2,794 |
54,577 |
-646 |
Aug11 |
110209 |
1366.4 |
1369.2 |
1364.4 |
1368.5 |
+1.4 |
1,993 |
18,336 |
+645 |
Oct11 |
110209 |
1369.4 |
1370.6 |
1363.2 |
1370.0 |
+1.4 |
441 |
7,960 |
+220 |
Dec11 |
110209 |
1369.9 |
1373.5 |
1365.0 |
1371.8 |
+1.4 |
1,093 |
24,080 |
-94 |
Feb12 |
110209 |
1372.8 |
1374.0 |
1371.3 |
1374.0 |
+1.4 |
88 |
3,610 |
+72 |
Apr12 |
110209 |
1376.5 |
1376.5 |
1376.0 |
1376.4 |
+1.3 |
25 |
5,318 |
+25 |
Jun12 |
110209 |
1379.3 |
1379.3 |
1379.3 |
1379.3 |
+1.3 |
41 |
6,599 |
+6 |
Aug12 |
110209 |
1382.7 |
1382.7 |
1382.7 |
1382.7 |
+1.3 |
0 |
977 |
+0 |
Oct12 |
110209 |
1387.0 |
1387.0 |
1387.0 |
1387.0 |
+1.3 |
0 |
1,301 |
+0 |
Dec12 |
110209 |
1391.0 |
1391.8 |
1388.0 |
1391.8 |
+1.2 |
768 |
13,290 |
+296 |
Total Volume and Open Interest |
147,031 |
469,779 |
+3,679 |
Silver(CMX) |
Mar11 |
110209 |
3031.0 |
3050.0 |
3005.0 |
3027.6 |
+0.5 |
70,215 |
64,781 |
-61 |
May11 |
110209 |
3028.0 |
3051.0 |
3008.5 |
3030.1 |
+0.4 |
8,586 |
30,344 |
+2,621 |
Jul11 |
110209 |
3028.0 |
3051.5 |
3011.0 |
3031.7 |
+0.5 |
1,354 |
10,034 |
+686 |
Sep11 |
110209 |
3044.0 |
3044.0 |
3018.5 |
3031.3 |
+0.4 |
83 |
4,225 |
+48 |
Dec11 |
110209 |
3014.5 |
3052.0 |
3010.5 |
3031.2 |
+0.4 |
229 |
11,770 |
+90 |
Mar12 |
110209 |
3010.0 |
3030.2 |
3010.0 |
3030.2 |
+0.2 |
2 |
666 |
+0 |
May12 |
110209 |
3029.5 |
3029.5 |
3029.5 |
3029.5 |
-0.2 |
0 |
260 |
+0 |
Total Volume and Open Interest |
80,656 |
135,797 |
+3,465 |
Platinum(NYMEX) |
Apr11 |
110209 |
1861.0 |
1869.0 |
1850.4 |
1859.4 |
-2.5 |
4,871 |
41,886 |
+715 |
Jul11 |
110209 |
1855.0 |
1868.2 |
1855.0 |
1862.1 |
-2.9 |
45 |
1,784 |
+39 |
Oct11 |
110209 |
1867.0 |
1867.0 |
1864.3 |
1864.3 |
-2.9 |
0 |
92 |
+0 |
Jan12 |
110209 |
1866.3 |
1866.3 |
1866.3 |
1866.3 |
-2.9 |
0 |
10 |
+0 |
Total Volume and Open Interest |
4,939 |
43,810 |
+773 |
Palladium(NYMEX) |
Mar11 |
110209 |
838.05 |
839.50 |
823.40 |
826.45 |
-12.00 |
5,823 |
20,015 |
-958 |
Jun11 |
110209 |
838.75 |
840.20 |
825.70 |
828.10 |
-12.00 |
1,547 |
3,447 |
+1,127 |
Sep11 |
110209 |
837.65 |
837.65 |
829.10 |
829.10 |
-12.00 |
13 |
46 |
+13 |
Total Volume and Open Interest |
7,389 |
23,519 |
+182 |
Copper(CMX) |
Mar11 |
110209 |
459.15 |
460.40 |
449.05 |
452.40 |
-5.00 |
40,307 |
86,074 |
-6,125 |
May11 |
110209 |
459.95 |
460.30 |
450.75 |
453.40 |
-4.85 |
14,266 |
44,489 |
+4,233 |
Jul11 |
110209 |
457.55 |
457.75 |
452.90 |
453.70 |
-4.70 |
2,530 |
17,030 |
+1,748 |
Sep11 |
110209 |
456.65 |
456.65 |
453.25 |
453.40 |
-4.45 |
269 |
5,606 |
+86 |
Dec11 |
110209 |
457.50 |
457.50 |
449.55 |
451.80 |
-4.40 |
69 |
4,883 |
-20 |
Total Volume and Open Interest |
57,884 |
162,263 |
-173 |
DJIA Index(CBOT) |
Mar11 |
110209 |
12198 |
12215 |
12155 |
12207 |
+11 |
153 |
10,759 |
+16 |
Jun11 |
110209 |
12142 |
12142 |
12131 |
12142 |
+11 |
0 |
11 |
+0 |
Sep11 |
110209 |
12087 |
12087 |
12076 |
12087 |
+11 |
|
|
|
Dec11 |
110209 |
12032 |
12032 |
12021 |
12032 |
+11 |
0 |
1 |
+0 |
Total Volume and Open Interest |
153 |
10,771 |
+16 |
S & P 500(CME) |
Mar11 |
110209 |
1321.40 |
1321.90 |
1312.00 |
1319.20 |
-2.50 |
9,160 |
311,492 |
-49 |
Jun11 |
110209 |
1314.30 |
1316.90 |
1307.80 |
1314.30 |
-2.50 |
260 |
7,866 |
+229 |
Sep11 |
110209 |
1309.40 |
1312.00 |
1302.90 |
1309.40 |
-2.50 |
16 |
2,997 |
+0 |
Dec11 |
110209 |
1304.60 |
1307.10 |
1298.00 |
1304.60 |
-2.40 |
0 |
638 |
+0 |
Total Volume and Open Interest |
9,436 |
322,993 |
+180 |
S & P 500 E-Mini(Globex) |
Mar11 |
110209 |
1321.50 |
1322.00 |
1311.75 |
1319.25 |
-2.50 |
1,453,914 |
2,754,984 |
+24,826 |
Jun11 |
110209 |
1316.50 |
1317.25 |
1308.00 |
1314.25 |
-2.50 |
1,109 |
20,580 |
+449 |
Total Volume and Open Interest |
1,455,033 |
2,775,873 |
+25,275 |
NASDAQ 100(CME) |
Mar11 |
110209 |
2361.50 |
2366.00 |
2350.00 |
2362.30 |
-0.50 |
375 |
15,790 |
+18 |
Jun11 |
110209 |
2359.30 |
2363.00 |
2349.00 |
2359.30 |
-0.70 |
0 |
701 |
+0 |
Sep11 |
110209 |
2356.80 |
2356.80 |
2355.00 |
2356.80 |
-0.70 |
|
|
|
Total Volume and Open Interest |
375 |
16,491 |
+18 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110209 |
2362.50 |
2365.50 |
2350.50 |
2362.30 |
-0.50 |
187,536 |
349,758 |
-3,552 |
Jun11 |
110209 |
2361.50 |
2361.50 |
2350.00 |
2359.30 |
-0.70 |
83 |
817 |
+3 |
Total Volume and Open Interest |
187,619 |
350,582 |
-3,549 |
S & P Midcap 400(CME) |
Mar11 |
110209 |
955.30 |
956.10 |
950.00 |
955.30 |
-0.80 |
20 |
2,630 |
+6 |
Jun11 |
110209 |
952.70 |
953.50 |
952.70 |
952.70 |
-0.80 |
|
|
|
Sep11 |
110209 |
950.60 |
951.40 |
950.60 |
950.60 |
-0.80 |
|
|
|
Total Volume and Open Interest |
20 |
2,630 |
+6 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110209 |
10700 |
10700 |
10565 |
10630 |
-65 |
9,195 |
45,242 |
+3,571 |
Jun11 |
110209 |
10605 |
10620 |
10605 |
10605 |
-65 |
0 |
153 |
+0 |
Total Volume and Open Interest |
9,195 |
45,395 |
+3,571 |
Nikkei 225(SGX) |
Mar11 |
110209 |
10635 |
10700 |
10595 |
10615 |
-15 |
82,307 |
244,659 |
+3,567 |
Jun11 |
110209 |
10535 |
10620 |
10535 |
10540 |
-15 |
60 |
4,507 |
+4 |
Sep11 |
110209 |
10540 |
10540 |
10540 |
10540 |
-20 |
0 |
400 |
+0 |
Total Volume and Open Interest |
86,288 |
265,072 |
+6,395 |
CAC 40(EURONEXT) |
Feb11 |
110209 |
4102.5 |
4120.5 |
4085.5 |
4092.5 |
-14.0 |
121,827 |
341,688 |
-10,738 |
Mar11 |
110209 |
4107.0 |
4121.5 |
4088.0 |
4094.5 |
-14.5 |
15,405 |
72,543 |
-5,250 |
Apr11 |
110209 |
4097.0 |
4097.0 |
4097.0 |
4097.0 |
-14.5 |
0 |
8 |
+0 |
Total Volume and Open Interest |
137,233 |
414,289 |
-15,988 |
Hang Seng Index(HKFE) |
Feb11 |
110209 |
23452 |
23568 |
23069 |
23073 |
-318 |
74,806 |
87,303 |
-2,810 |
Mar11 |
110209 |
23427 |
23496 |
23005 |
23011 |
-309 |
650 |
10,352 |
+946 |
Total Volume and Open Interest |
75,886 |
99,876 |
-1,813 |
DAX(EUREX) |
Mar11 |
110209 |
7324.0 |
7358.0 |
7318.5 |
7321.0 |
+2.5 |
121,948 |
250,130 |
+1,918 |
Jun11 |
110209 |
7349.0 |
7378.5 |
7342.0 |
7343.0 |
+3.0 |
668 |
13,021 |
+329 |
Sep11 |
110209 |
7371.5 |
7398.0 |
7365.0 |
7365.0 |
+2.5 |
90 |
648 |
-6 |
Total Volume and Open Interest |
122,706 |
263,799 |
+2,241 |
FT-SE 100(EURONEXT) |
Mar11 |
110209 |
6075.50 |
6075.50 |
6025.00 |
6032.50 |
-15.00 |
93,696 |
654,541 |
+2,360 |
Jun11 |
110209 |
6018.00 |
6021.00 |
5986.50 |
5989.50 |
-15.00 |
80 |
8,107 |
+1 |
Sep11 |
110209 |
5958.50 |
5958.50 |
5958.50 |
5958.50 |
-15.00 |
0 |
264 |
+0 |
Total Volume and Open Interest |
93,796 |
663,032 |
+2,371 |
SPI 200(SFE) |
Mar11 |
110209 |
4870.0 |
4904.0 |
4856.0 |
4875.0 |
+6.0 |
34,055 |
183,349 |
+1,883 |
Jun11 |
110209 |
4896.0 |
4919.0 |
4896.0 |
4901.0 |
+9.0 |
271 |
3,410 |
+254 |
Sep11 |
110209 |
4892.0 |
4892.0 |
4892.0 |
4892.0 |
+9.0 |
3 |
1,847 |
+0 |
Total Volume and Open Interest |
34,523 |
190,908 |
+2,001 |
GSCI(CME) |
Feb11 |
110209 |
649.00 |
650.50 |
644.70 |
649.00 |
+3.80 |
2,899 |
10,465 |
-2,455 |
Mar11 |
110209 |
4.39 |
5.14 |
655.00 |
4.39 |
+4.00 |
2,589 |
4,712 |
+2,552 |
Apr11 |
110209 |
13.64 |
14.64 |
8.59 |
13.64 |
+5.00 |
2 |
0 |
+0 |
Total Volume and Open Interest |
5,490 |
15,177 |
+97 |
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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