|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri February 11, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110211 |
1433.00 |
1442.25 |
1410.25 |
1416.00 |
-17.00 |
112,316 |
188,811 |
-13,134 |
May11 |
110211 |
1444.75 |
1454.50 |
1423.00 |
1429.00 |
-16.25 |
66,043 |
185,347 |
+11,795 |
Jul11 |
110211 |
1450.75 |
1461.00 |
1431.25 |
1437.00 |
-15.00 |
31,903 |
114,140 |
+945 |
Aug11 |
110211 |
1432.50 |
1432.50 |
1412.50 |
1417.50 |
-12.50 |
1,498 |
6,175 |
+287 |
Sep11 |
110211 |
1408.25 |
1411.50 |
1391.50 |
1396.00 |
-9.25 |
1,064 |
4,681 |
-116 |
Nov11 |
110211 |
1384.75 |
1398.50 |
1374.00 |
1379.50 |
-6.00 |
25,256 |
161,735 |
-538 |
Jan12 |
110211 |
1386.00 |
1397.75 |
1377.25 |
1381.25 |
-5.00 |
2,134 |
17,396 |
+911 |
Total Volume and Open Interest |
242,799 |
704,913 |
+1,230 |
Soybean Meal(CBOT) |
Mar11 |
110211 |
383.00 |
385.50 |
376.10 |
378.10 |
-4.40 |
35,112 |
74,706 |
-5,470 |
May11 |
110211 |
387.00 |
388.50 |
380.00 |
382.10 |
-3.80 |
18,224 |
57,271 |
+5,019 |
Jul11 |
110211 |
387.00 |
388.80 |
381.40 |
383.40 |
-3.40 |
15,534 |
40,735 |
+1,462 |
Aug11 |
110211 |
378.80 |
379.20 |
375.80 |
377.40 |
-2.30 |
548 |
8,936 |
+150 |
Sep11 |
110211 |
372.20 |
372.40 |
369.10 |
370.40 |
-0.80 |
938 |
7,972 |
+204 |
Oct11 |
110211 |
362.10 |
365.00 |
360.00 |
361.70 |
-0.40 |
1,208 |
8,417 |
+315 |
Dec11 |
110211 |
360.20 |
364.10 |
358.00 |
359.80 |
-0.40 |
5,437 |
20,996 |
+384 |
Jan12 |
110211 |
359.70 |
360.90 |
359.00 |
359.70 |
unch |
645 |
3,131 |
+94 |
Total Volume and Open Interest |
79,122 |
227,698 |
+2,841 |
Soybean Oil(CBOT) |
Mar11 |
110211 |
59.01 |
59.37 |
58.25 |
58.49 |
-0.55 |
54,642 |
126,051 |
-11,749 |
May11 |
110211 |
59.60 |
59.94 |
58.82 |
59.07 |
-0.55 |
30,470 |
125,948 |
+6,600 |
Jul11 |
110211 |
60.10 |
60.43 |
59.32 |
59.59 |
-0.51 |
15,884 |
78,202 |
+28 |
Aug11 |
110211 |
60.44 |
60.48 |
59.50 |
59.74 |
-0.51 |
738 |
8,787 |
+103 |
Sep11 |
110211 |
60.42 |
60.42 |
59.57 |
59.83 |
-0.50 |
1,180 |
10,453 |
-159 |
Oct11 |
110211 |
60.31 |
60.58 |
59.52 |
59.80 |
-0.50 |
1,528 |
11,754 |
+96 |
Dec11 |
110211 |
60.40 |
60.78 |
59.68 |
59.97 |
-0.49 |
6,262 |
40,749 |
-251 |
Jan12 |
110211 |
60.41 |
60.51 |
59.84 |
60.02 |
-0.49 |
48 |
913 |
-15 |
Total Volume and Open Interest |
111,340 |
405,613 |
-5,110 |
Canola(WCE) |
Mar11 |
110211 |
614.8 |
614.9 |
598.2 |
600.5 |
-11.2 |
9,098 |
69,219 |
-2,814 |
May11 |
110211 |
623.4 |
623.4 |
606.6 |
609.1 |
-11.4 |
5,174 |
62,676 |
+2,912 |
Jul11 |
110211 |
629.0 |
629.0 |
613.9 |
616.5 |
-11.1 |
1,300 |
18,642 |
-107 |
Nov11 |
110211 |
600.7 |
600.7 |
582.5 |
586.6 |
-9.9 |
1,742 |
59,280 |
+1,239 |
Jan12 |
110211 |
599.0 |
599.0 |
590.9 |
591.5 |
-9.6 |
6 |
3,669 |
+3 |
Total Volume and Open Interest |
17,332 |
215,827 |
+1,233 |
Corn(CBOT) |
Mar11 |
110211 |
698.75 |
706.75 |
695.00 |
706.50 |
+8.00 |
224,737 |
403,870 |
-38,153 |
May11 |
110211 |
709.50 |
719.00 |
706.00 |
717.25 |
+7.75 |
181,320 |
499,162 |
+38,155 |
Jul11 |
110211 |
713.00 |
722.00 |
710.00 |
722.00 |
+8.25 |
86,570 |
306,948 |
+5,591 |
Sep11 |
110211 |
658.25 |
664.25 |
656.00 |
663.25 |
+3.25 |
7,527 |
61,463 |
+125 |
Dec11 |
110211 |
613.75 |
619.00 |
610.25 |
618.25 |
+3.75 |
30,627 |
354,292 |
+3,166 |
Mar12 |
110211 |
622.75 |
627.75 |
619.50 |
627.00 |
+4.25 |
2,999 |
41,826 |
-167 |
Total Volume and Open Interest |
538,761 |
1,719,729 |
+8,304 |
Wheat(CBOT) |
Mar11 |
110211 |
865.00 |
871.25 |
855.50 |
867.00 |
+4.25 |
75,619 |
143,284 |
-14,716 |
May11 |
110211 |
897.00 |
903.25 |
887.25 |
898.75 |
+4.25 |
43,751 |
146,655 |
+7,661 |
Jul11 |
110211 |
922.75 |
929.00 |
912.75 |
925.50 |
+4.50 |
21,238 |
125,103 |
+844 |
Sep11 |
110211 |
949.00 |
952.00 |
939.00 |
950.50 |
+4.00 |
3,048 |
32,473 |
+464 |
Dec11 |
110211 |
962.50 |
966.00 |
950.25 |
963.50 |
+4.00 |
8,494 |
87,434 |
+1,644 |
Total Volume and Open Interest |
153,456 |
557,098 |
-3,571 |
Wheat(KCBT) |
Mar11 |
110211 |
971.25 |
975.50 |
961.25 |
973.00 |
+5.00 |
13,787 |
51,142 |
-3,322 |
May11 |
110211 |
981.75 |
986.25 |
972.25 |
984.25 |
+5.00 |
7,257 |
67,215 |
+1,152 |
Jul11 |
110211 |
988.75 |
994.00 |
981.25 |
992.50 |
+5.25 |
4,216 |
58,888 |
-356 |
Sep11 |
110211 |
1001.00 |
1004.25 |
993.00 |
1003.50 |
+4.75 |
1,715 |
15,792 |
-41 |
Dec11 |
110211 |
1014.50 |
1016.50 |
1003.50 |
1015.50 |
+4.50 |
1,000 |
15,980 |
+142 |
Total Volume and Open Interest |
28,161 |
212,676 |
-2,391 |
Wheat(MGE) |
Mar11 |
110211 |
1016.50 |
1023.50 |
1009.00 |
1017.75 |
+3.00 |
3,774 |
15,934 |
-57 |
May11 |
110211 |
1025.75 |
1034.00 |
1019.75 |
1028.75 |
+3.00 |
3,824 |
18,154 |
+1,526 |
Jul11 |
110211 |
1035.75 |
1040.00 |
1026.25 |
1035.25 |
+4.00 |
1,361 |
11,811 |
+49 |
Sep11 |
110211 |
1030.00 |
1035.25 |
1025.00 |
1034.00 |
+4.00 |
766 |
12,351 |
-51 |
Dec11 |
110211 |
1031.50 |
1036.25 |
1025.00 |
1035.25 |
+5.25 |
465 |
9,687 |
+76 |
Total Volume and Open Interest |
10,268 |
70,067 |
+1,554 |
Oats(CBOT) |
Mar11 |
110211 |
415.50 |
423.00 |
411.50 |
418.00 |
-1.00 |
370 |
6,199 |
-28 |
May11 |
110211 |
419.75 |
429.50 |
419.00 |
425.50 |
-0.50 |
590 |
5,628 |
+125 |
Jul11 |
110211 |
424.25 |
426.00 |
419.00 |
425.00 |
unch |
27 |
773 |
-10 |
Sep11 |
110211 |
400.75 |
400.75 |
394.50 |
398.00 |
+1.00 |
11 |
284 |
+8 |
Total Volume and Open Interest |
1,068 |
14,606 |
+99 |
Rough Rice(CBOT) |
Mar11 |
110211 |
16.12 |
16.26 |
15.83 |
15.89 |
-0.27 |
1,192 |
12,311 |
+25 |
May11 |
110211 |
16.47 |
16.57 |
16.15 |
16.19 |
-0.28 |
693 |
7,907 |
+70 |
Jul11 |
110211 |
16.73 |
16.83 |
16.45 |
16.46 |
-0.28 |
343 |
2,947 |
+188 |
Sep11 |
110211 |
16.59 |
16.68 |
16.38 |
16.47 |
-0.13 |
121 |
2,007 |
+42 |
Total Volume and Open Interest |
2,415 |
25,805 |
+333 |
Live Cattle(CME) |
Feb11 |
110211 |
108.885 |
108.900 |
107.700 |
107.785 |
-1.115 |
4,898 |
17,482 |
-1,403 |
Apr11 |
110211 |
113.080 |
113.480 |
112.150 |
112.700 |
-0.380 |
30,883 |
168,794 |
-502 |
Jun11 |
110211 |
113.400 |
114.135 |
112.930 |
113.250 |
-0.200 |
9,903 |
88,234 |
-1,933 |
Aug11 |
110211 |
115.000 |
115.750 |
114.730 |
115.480 |
+0.095 |
6,004 |
30,220 |
+614 |
Oct11 |
110211 |
117.980 |
118.680 |
117.635 |
118.450 |
+0.370 |
3,380 |
23,251 |
+285 |
Dec11 |
110211 |
118.550 |
119.300 |
118.285 |
118.900 |
-0.280 |
2,380 |
19,373 |
+1,683 |
Total Volume and Open Interest |
58,035 |
353,060 |
-1,052 |
Feeder Cattle(CME) |
Mar11 |
110211 |
125.035 |
126.250 |
124.450 |
126.035 |
+1.205 |
5,410 |
16,349 |
-1,783 |
Apr11 |
110211 |
126.750 |
127.900 |
126.300 |
127.785 |
+1.105 |
2,394 |
8,465 |
+534 |
May11 |
110211 |
127.500 |
128.630 |
127.080 |
128.600 |
+1.020 |
895 |
10,107 |
+57 |
Aug11 |
110211 |
128.500 |
129.685 |
128.150 |
129.400 |
+1.000 |
590 |
10,602 |
+120 |
Sep11 |
110211 |
128.650 |
129.380 |
128.050 |
129.285 |
+0.750 |
91 |
1,550 |
+39 |
Oct11 |
110211 |
128.600 |
129.500 |
128.250 |
129.500 |
+0.700 |
56 |
707 |
+10 |
Nov11 |
110211 |
128.000 |
129.250 |
128.000 |
129.000 |
+0.500 |
21 |
369 |
+12 |
Total Volume and Open Interest |
9,464 |
48,160 |
-1,005 |
Lean Hogs(CME) |
Feb11 |
110211 |
86.930 |
87.000 |
86.350 |
86.400 |
-0.330 |
2,813 |
10,571 |
-27 |
Apr11 |
110211 |
93.330 |
93.580 |
92.300 |
92.385 |
-1.315 |
24,783 |
104,709 |
+479 |
May11 |
110211 |
100.430 |
100.650 |
99.950 |
100.580 |
-0.470 |
266 |
2,782 |
+82 |
Jun11 |
110211 |
102.300 |
102.500 |
101.400 |
101.450 |
-0.950 |
9,695 |
61,704 |
+1,023 |
Jul11 |
110211 |
101.100 |
101.700 |
100.730 |
101.330 |
-0.370 |
4,620 |
23,053 |
+1,875 |
Aug11 |
110211 |
100.250 |
100.950 |
99.850 |
100.830 |
+0.045 |
2,341 |
18,180 |
-153 |
Oct11 |
110211 |
88.500 |
89.300 |
88.500 |
89.300 |
+0.250 |
3,217 |
16,125 |
+206 |
Dec11 |
110211 |
84.350 |
85.035 |
84.285 |
84.900 |
+0.150 |
1,278 |
7,989 |
+270 |
Total Volume and Open Interest |
49,321 |
248,183 |
+3,905 |
Class III Milk(CME) |
Feb11 |
110211 |
16.72 |
17.02 |
16.70 |
16.99 |
+0.29 |
128 |
5,126 |
-48 |
Mar11 |
110211 |
18.50 |
18.89 |
18.50 |
18.78 |
+0.22 |
345 |
5,787 |
-24 |
Apr11 |
110211 |
18.30 |
18.70 |
18.30 |
18.63 |
+0.29 |
208 |
5,162 |
+52 |
May11 |
110211 |
17.95 |
18.28 |
17.93 |
18.24 |
+0.29 |
150 |
4,394 |
+28 |
Jun11 |
110211 |
17.41 |
17.79 |
17.41 |
17.72 |
+0.31 |
247 |
3,612 |
+128 |
Total Volume and Open Interest |
1,360 |
37,135 |
+254 |
Cocoa(ICE) |
Mar11 |
110211 |
3400 |
3416 |
3330 |
3374 |
-23 |
9,068 |
6,028 |
-4,797 |
May11 |
110211 |
3373 |
3397 |
3334 |
3371 |
-2 |
15,336 |
70,858 |
+3,518 |
Jul11 |
110211 |
3368 |
3377 |
3322 |
3358 |
-4 |
2,530 |
22,095 |
+1,248 |
Sep11 |
110211 |
3357 |
3365 |
3318 |
3349 |
-2 |
1,369 |
11,644 |
+224 |
Dec11 |
110211 |
3332 |
3332 |
3280 |
3319 |
-7 |
1,869 |
14,922 |
-430 |
Mar12 |
110211 |
3333 |
3359 |
3323 |
3357 |
unch |
515 |
23,530 |
+37 |
May12 |
110211 |
3353 |
3353 |
3353 |
3353 |
unch |
3 |
4,747 |
+0 |
Total Volume and Open Interest |
30,690 |
157,215 |
-200 |
Coffee "C"(ICE) |
Mar11 |
110211 |
255.10 |
255.35 |
251.15 |
251.95 |
-3.65 |
18,293 |
29,950 |
-21,249 |
May11 |
110211 |
257.60 |
257.60 |
254.40 |
254.95 |
-2.90 |
10,425 |
65,860 |
+5,050 |
Jul11 |
110211 |
258.60 |
258.75 |
256.00 |
256.55 |
-2.75 |
1,478 |
18,201 |
+369 |
Sep11 |
110211 |
256.95 |
257.85 |
255.75 |
256.20 |
-2.25 |
435 |
7,098 |
+83 |
Dec11 |
110211 |
254.85 |
256.25 |
253.65 |
254.40 |
-2.15 |
243 |
10,627 |
+59 |
Mar12 |
110211 |
252.20 |
253.00 |
251.45 |
251.55 |
-2.40 |
93 |
1,782 |
+57 |
Total Volume and Open Interest |
30,988 |
134,365 |
-15,616 |
Orange Juice(ICE) |
Mar11 |
110211 |
165.75 |
166.45 |
162.35 |
165.25 |
unch |
2,123 |
14,586 |
-1,392 |
May11 |
110211 |
164.35 |
165.20 |
161.45 |
164.35 |
-0.05 |
1,124 |
12,414 |
+862 |
Jul11 |
110211 |
164.45 |
164.45 |
161.00 |
163.35 |
-0.60 |
59 |
2,708 |
+16 |
Sep11 |
110211 |
163.00 |
164.20 |
160.70 |
163.05 |
-0.40 |
10 |
515 |
+0 |
Nov11 |
110211 |
161.00 |
161.05 |
160.60 |
161.05 |
-0.35 |
9 |
666 |
+116 |
Jan12 |
110211 |
160.50 |
160.70 |
160.25 |
160.70 |
+0.30 |
0 |
6 |
+0 |
Total Volume and Open Interest |
3,325 |
30,918 |
-397 |
Sugar #11(ICE) |
Mar11 |
110211 |
32.15 |
32.65 |
30.83 |
31.30 |
-0.75 |
84,973 |
156,970 |
-3,482 |
May11 |
110211 |
30.19 |
30.71 |
28.86 |
29.39 |
-0.80 |
63,974 |
177,613 |
+16,260 |
Jul11 |
110211 |
27.90 |
28.08 |
26.68 |
27.13 |
-0.68 |
40,487 |
161,521 |
+9,840 |
Oct11 |
110211 |
25.96 |
26.20 |
24.80 |
25.21 |
-0.75 |
7,815 |
73,166 |
-63 |
Mar12 |
110211 |
25.00 |
25.15 |
23.94 |
24.36 |
-0.70 |
3,506 |
53,018 |
+460 |
Total Volume and Open Interest |
205,199 |
676,909 |
+23,817 |
London Cocoa(LCE) |
Mar11 |
110211 |
2190 |
2225 |
2189 |
2223 |
+30 |
3,407 |
44,101 |
-478 |
May11 |
110211 |
2175 |
2202 |
2173 |
2199 |
+23 |
4,520 |
37,754 |
+852 |
Jul11 |
110211 |
2161 |
2182 |
2155 |
2177 |
+16 |
1,965 |
29,702 |
+258 |
Sep11 |
110211 |
2151 |
2163 |
2141 |
2161 |
+15 |
531 |
21,583 |
+52 |
Dec11 |
110211 |
2131 |
2140 |
2116 |
2137 |
+6 |
2,230 |
27,623 |
+603 |
Mar12 |
110211 |
2135 |
2145 |
2117 |
2132 |
-3 |
783 |
22,393 |
+164 |
May12 |
110211 |
2129 |
2142 |
2127 |
2139 |
+2 |
103 |
4,033 |
+62 |
Total Volume and Open Interest |
13,539 |
195,154 |
+1,513 |
London Sugar(LCE) |
May11 |
110211 |
766.90 |
778.00 |
750.40 |
756.20 |
-16.80 |
4,455 |
23,176 |
+915 |
Aug11 |
110211 |
728.50 |
734.10 |
712.40 |
719.30 |
-14.00 |
721 |
11,248 |
+229 |
Oct11 |
110211 |
679.00 |
679.30 |
660.30 |
665.10 |
-15.20 |
114 |
3,246 |
+60 |
Dec11 |
110211 |
660.10 |
664.60 |
643.50 |
645.10 |
-15.40 |
66 |
1,164 |
+2 |
Mar12 |
110211 |
645.00 |
653.80 |
633.20 |
637.60 |
-15.70 |
54 |
808 |
+13 |
Total Volume and Open Interest |
12,299 |
43,785 |
-3,497 |
Cotton(ICE) |
Mar11 |
110211 |
190.52 |
194.55 |
187.96 |
189.97 |
+2.39 |
16,456 |
66,846 |
-5,365 |
May11 |
110211 |
184.98 |
189.40 |
182.45 |
185.56 |
+0.58 |
13,807 |
49,709 |
+1,195 |
Jul11 |
110211 |
181.90 |
186.00 |
176.61 |
180.29 |
+0.82 |
5,055 |
37,118 |
+205 |
Oct11 |
110211 |
146.20 |
150.00 |
146.20 |
147.98 |
-2.97 |
19 |
251 |
+9 |
Dec11 |
110211 |
131.00 |
132.20 |
127.70 |
129.00 |
-2.50 |
5,265 |
59,260 |
+423 |
Mar12 |
110211 |
123.05 |
125.00 |
120.75 |
121.64 |
-2.64 |
337 |
3,774 |
+20 |
Total Volume and Open Interest |
41,544 |
220,096 |
-3,309 |
Lumber(CME) |
Mar11 |
110211 |
313.5 |
317.9 |
309.0 |
313.2 |
-0.3 |
578 |
3,621 |
-117 |
May11 |
110211 |
327.0 |
332.8 |
324.6 |
327.5 |
+0.5 |
418 |
4,919 |
-10 |
Jul11 |
110211 |
329.0 |
332.0 |
326.0 |
328.5 |
+0.5 |
156 |
1,784 |
+88 |
Sep11 |
110211 |
329.4 |
330.0 |
326.9 |
327.0 |
unch |
2 |
234 |
+1 |
Total Volume and Open Interest |
1,154 |
10,561 |
-38 |
Crude Oil(NYM) |
Mar11 |
110211 |
87.70 |
87.77 |
85.10 |
85.58 |
-1.15 |
419,188 |
221,434 |
-39,553 |
Apr11 |
110211 |
90.81 |
90.91 |
88.70 |
89.13 |
-0.81 |
250,851 |
221,746 |
+25,849 |
May11 |
110211 |
93.68 |
93.70 |
91.91 |
92.35 |
-0.57 |
157,012 |
153,484 |
+8,407 |
Jun11 |
110211 |
95.10 |
95.32 |
93.81 |
94.14 |
-0.54 |
110,447 |
116,653 |
+4,059 |
Jul11 |
110211 |
96.18 |
96.48 |
95.09 |
95.34 |
-0.53 |
32,037 |
66,549 |
+3,469 |
Aug11 |
110211 |
97.17 |
97.17 |
95.88 |
96.05 |
-0.55 |
15,315 |
47,681 |
-322 |
Sep11 |
110211 |
97.61 |
97.61 |
96.41 |
96.52 |
-0.56 |
18,972 |
42,899 |
-543 |
Oct11 |
110211 |
98.03 |
98.10 |
96.85 |
96.93 |
-0.58 |
15,623 |
30,021 |
+877 |
Nov11 |
110211 |
98.34 |
98.48 |
97.21 |
97.33 |
-0.56 |
8,844 |
29,277 |
+129 |
Dec11 |
110211 |
98.75 |
98.87 |
97.54 |
97.70 |
-0.55 |
60,753 |
171,339 |
-1,128 |
Jan12 |
110211 |
98.67 |
98.98 |
97.93 |
98.02 |
-0.54 |
5,521 |
28,129 |
+750 |
Feb12 |
110211 |
98.60 |
98.69 |
98.15 |
98.27 |
-0.53 |
1,427 |
12,693 |
+284 |
Mar12 |
110211 |
99.25 |
99.25 |
98.42 |
98.45 |
-0.52 |
1,685 |
16,809 |
+110 |
Apr12 |
110211 |
98.57 |
98.57 |
98.57 |
98.57 |
-0.51 |
1,665 |
7,634 |
+552 |
May12 |
110211 |
98.68 |
98.68 |
98.68 |
98.68 |
-0.49 |
660 |
8,621 |
+304 |
Jun12 |
110211 |
99.46 |
99.76 |
98.69 |
98.79 |
-0.47 |
3,328 |
53,813 |
+592 |
Total Volume and Open Interest |
1,130,654 |
1,549,506 |
+4,400 |
e-miNY Crude Oil(NYM) |
Feb11 |
110119 |
91.225 |
92.100 |
90.500 |
90.850 |
-0.525 |
6,388 |
2,249 |
-394 |
Mar11 |
110211 |
87.675 |
87.725 |
85.000 |
85.575 |
-1.150 |
9,262 |
10,057 |
+201 |
Apr11 |
110211 |
90.850 |
90.900 |
88.625 |
89.125 |
-0.825 |
1,283 |
2,973 |
+100 |
May11 |
110211 |
93.600 |
93.675 |
91.975 |
92.350 |
-0.575 |
529 |
1,055 |
+289 |
Jun11 |
110211 |
93.850 |
94.150 |
93.800 |
94.150 |
-0.525 |
4 |
93 |
+1 |
Jul11 |
110211 |
96.100 |
96.100 |
95.350 |
95.350 |
-0.525 |
0 |
18 |
+0 |
Aug11 |
110211 |
96.250 |
96.250 |
96.050 |
96.050 |
-0.550 |
1 |
10 |
+0 |
Sep11 |
110211 |
96.525 |
96.525 |
96.525 |
96.525 |
-0.550 |
1 |
9 |
-1 |
Oct11 |
110211 |
96.925 |
96.925 |
96.925 |
96.925 |
-0.575 |
3 |
43 |
+1 |
Nov11 |
110211 |
97.325 |
97.325 |
97.325 |
97.325 |
-0.575 |
0 |
3 |
+0 |
Total Volume and Open Interest |
11,083 |
14,576 |
+571 |
Heating Oil(NYM) |
Mar11 |
110211 |
272.90 |
273.50 |
268.73 |
269.58 |
-1.49 |
65,960 |
77,757 |
-10,927 |
Apr11 |
110211 |
273.06 |
274.13 |
269.32 |
270.28 |
-1.33 |
43,467 |
58,775 |
+4,435 |
May11 |
110211 |
274.02 |
275.07 |
270.22 |
271.26 |
-1.28 |
24,339 |
33,204 |
+2,454 |
Jun11 |
110211 |
275.22 |
275.64 |
271.31 |
272.31 |
-1.30 |
19,693 |
40,747 |
-2,750 |
Jul11 |
110211 |
276.77 |
276.96 |
273.22 |
273.67 |
-1.37 |
6,253 |
17,072 |
+979 |
Aug11 |
110211 |
278.40 |
278.40 |
274.70 |
275.12 |
-1.40 |
2,505 |
12,883 |
-53 |
Sep11 |
110211 |
280.30 |
280.30 |
276.60 |
276.93 |
-1.45 |
3,393 |
12,639 |
+1,093 |
Oct11 |
110211 |
282.08 |
282.08 |
278.43 |
278.79 |
-1.44 |
841 |
5,964 |
+39 |
Nov11 |
110211 |
284.02 |
284.02 |
280.59 |
280.91 |
-1.44 |
556 |
6,247 |
-12 |
Dec11 |
110211 |
285.95 |
286.27 |
282.06 |
282.77 |
-1.50 |
5,525 |
25,005 |
+219 |
Jan12 |
110211 |
287.25 |
287.25 |
284.34 |
284.34 |
-1.57 |
862 |
6,563 |
+206 |
Feb12 |
110211 |
285.13 |
285.13 |
285.13 |
285.13 |
-1.54 |
301 |
1,360 |
+41 |
Total Volume and Open Interest |
174,566 |
309,170 |
-3,880 |
Gasoline(NYMEX) |
Mar11 |
110211 |
249.00 |
250.37 |
245.73 |
246.52 |
-0.46 |
45,758 |
64,926 |
-5,912 |
Apr11 |
110211 |
263.40 |
265.04 |
260.41 |
261.50 |
-0.39 |
37,173 |
52,479 |
+1,973 |
May11 |
110211 |
265.27 |
266.63 |
262.57 |
263.34 |
-0.44 |
18,675 |
42,772 |
+1,750 |
Jun11 |
110211 |
266.22 |
267.40 |
263.17 |
264.20 |
-0.41 |
11,922 |
31,435 |
-112 |
Jul11 |
110211 |
266.32 |
266.52 |
264.09 |
264.24 |
-0.41 |
3,127 |
16,287 |
+752 |
Aug11 |
110211 |
265.90 |
266.60 |
263.42 |
263.54 |
-0.37 |
1,906 |
9,965 |
-49 |
Sep11 |
110211 |
264.30 |
264.57 |
261.73 |
262.01 |
-0.23 |
2,311 |
6,632 |
+705 |
Oct11 |
110211 |
251.73 |
251.73 |
251.73 |
251.73 |
-0.28 |
796 |
4,429 |
+38 |
Nov11 |
110211 |
250.17 |
250.17 |
250.17 |
250.17 |
-0.33 |
465 |
2,710 |
-11 |
Dec11 |
110211 |
251.65 |
251.65 |
248.77 |
249.52 |
-0.41 |
1,229 |
21,052 |
+149 |
Total Volume and Open Interest |
123,484 |
267,285 |
-727 |
e-miNY RBOB Gasoline(NYM) |
Mar11 |
110211 |
246.50 |
246.52 |
246.50 |
246.50 |
-0.50 |
0 |
5 |
+0 |
Apr11 |
110211 |
261.50 |
261.50 |
261.50 |
261.50 |
-0.40 |
0 |
1 |
+0 |
May11 |
110211 |
263.30 |
263.34 |
263.30 |
263.30 |
-0.50 |
0 |
1 |
+0 |
Jun11 |
110211 |
264.20 |
264.20 |
264.20 |
264.20 |
-0.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
10 |
+0 |
Natural Gas(NYM) |
Mar11 |
110211 |
3.963 |
3.981 |
3.903 |
3.910 |
-0.076 |
205,273 |
129,454 |
-25,204 |
Apr11 |
110211 |
4.022 |
4.034 |
3.962 |
3.977 |
-0.060 |
121,706 |
149,266 |
+3,474 |
May11 |
110211 |
4.085 |
4.107 |
4.037 |
4.052 |
-0.058 |
91,097 |
176,723 |
+22,876 |
Jun11 |
110211 |
4.161 |
4.161 |
4.101 |
4.121 |
-0.054 |
29,735 |
56,989 |
+2,836 |
Jul11 |
110211 |
4.217 |
4.217 |
4.167 |
4.188 |
-0.050 |
15,229 |
48,217 |
+2,357 |
Aug11 |
110211 |
4.234 |
4.245 |
4.206 |
4.221 |
-0.050 |
8,797 |
22,011 |
+353 |
Sep11 |
110211 |
4.238 |
4.250 |
4.210 |
4.227 |
-0.050 |
6,578 |
18,344 |
+941 |
Oct11 |
110211 |
4.298 |
4.298 |
4.257 |
4.275 |
-0.050 |
21,287 |
70,156 |
+2,760 |
Nov11 |
110211 |
4.478 |
4.495 |
4.456 |
4.470 |
-0.041 |
4,711 |
25,877 |
-72 |
Dec11 |
110211 |
4.731 |
4.731 |
4.696 |
4.707 |
-0.042 |
2,696 |
24,331 |
-317 |
Jan12 |
110211 |
4.875 |
4.875 |
4.819 |
4.835 |
-0.041 |
11,604 |
53,006 |
+1,212 |
Feb12 |
110211 |
4.822 |
4.848 |
4.810 |
4.826 |
-0.037 |
1,037 |
12,593 |
+177 |
Mar12 |
110211 |
4.751 |
4.780 |
4.751 |
4.758 |
-0.037 |
2,424 |
25,338 |
-210 |
Apr12 |
110211 |
4.600 |
4.622 |
4.595 |
4.605 |
-0.032 |
2,069 |
22,924 |
+212 |
May12 |
110211 |
4.614 |
4.645 |
4.614 |
4.625 |
-0.031 |
135 |
5,594 |
-30 |
Jun12 |
110211 |
4.660 |
4.665 |
4.653 |
4.655 |
-0.031 |
109 |
4,390 |
+39 |
Total Volume and Open Interest |
526,280 |
915,528 |
+12,085 |
Brent Crude Oil(ICE) |
Mar11 |
110211 |
101.56 |
102.03 |
100.43 |
101.43 |
+0.56 |
130,453 |
23,196 |
-45,021 |
Apr11 |
110211 |
102.19 |
102.54 |
100.52 |
100.94 |
-0.50 |
261,605 |
212,693 |
-3,059 |
May11 |
110211 |
102.51 |
102.86 |
100.90 |
101.30 |
-0.52 |
83,350 |
127,263 |
+8,841 |
Jun11 |
110211 |
102.48 |
103.08 |
101.16 |
101.56 |
-0.54 |
65,928 |
118,859 |
-472 |
Jul11 |
110211 |
102.86 |
103.17 |
101.31 |
101.71 |
-0.56 |
19,784 |
40,400 |
+1,509 |
Aug11 |
110211 |
103.12 |
103.27 |
101.47 |
101.83 |
-0.57 |
10,900 |
24,754 |
+316 |
Sep11 |
110211 |
102.82 |
103.35 |
101.58 |
101.91 |
-0.57 |
9,333 |
30,155 |
-710 |
Oct11 |
110211 |
103.05 |
103.45 |
101.70 |
102.01 |
-0.57 |
6,171 |
20,552 |
-869 |
Nov11 |
110211 |
102.90 |
103.53 |
101.80 |
102.10 |
-0.55 |
4,793 |
15,286 |
-50 |
Dec11 |
110211 |
103.16 |
103.60 |
101.84 |
102.18 |
-0.52 |
39,847 |
110,515 |
+1,757 |
Jan12 |
110211 |
102.28 |
102.28 |
102.28 |
102.28 |
-0.52 |
1,298 |
15,356 |
-369 |
Feb12 |
110211 |
102.39 |
102.39 |
102.39 |
102.39 |
-0.52 |
1,299 |
8,169 |
+80 |
Mar12 |
110211 |
103.40 |
103.40 |
102.16 |
102.47 |
-0.52 |
2,151 |
14,216 |
+470 |
Apr12 |
110211 |
102.44 |
102.44 |
102.44 |
102.44 |
-0.51 |
1,994 |
3,325 |
+69 |
Total Volume and Open Interest |
657,879 |
882,922 |
-35,008 |
Gas Oil(ICE) |
Mar11 |
110211 |
857.75 |
861.50 |
845.00 |
850.25 |
-11.50 |
106,909 |
191,778 |
-2,561 |
Apr11 |
110211 |
861.00 |
865.00 |
848.75 |
854.25 |
-10.75 |
97,337 |
106,615 |
+4,270 |
May11 |
110211 |
866.25 |
868.00 |
851.75 |
857.50 |
-10.50 |
41,736 |
70,938 |
+2,217 |
Jun11 |
110211 |
869.00 |
871.00 |
855.50 |
861.25 |
-10.25 |
32,665 |
61,759 |
+74 |
Jul11 |
110211 |
872.25 |
875.25 |
860.00 |
865.50 |
-10.25 |
10,638 |
27,782 |
+677 |
Aug11 |
110211 |
878.00 |
878.75 |
864.25 |
869.25 |
-10.25 |
6,346 |
23,099 |
-1,364 |
Sep11 |
110211 |
879.75 |
882.75 |
868.75 |
872.75 |
-10.25 |
4,369 |
20,732 |
+22 |
Oct11 |
110211 |
882.50 |
884.75 |
871.00 |
875.25 |
-10.00 |
3,141 |
17,426 |
+519 |
Nov11 |
110211 |
883.75 |
885.00 |
876.75 |
876.75 |
-10.00 |
2,011 |
14,310 |
+485 |
Dec11 |
110211 |
885.50 |
888.25 |
873.00 |
878.50 |
-10.00 |
14,802 |
54,915 |
+3,527 |
Total Volume and Open Interest |
324,989 |
675,167 |
-2,164 |
Ethanol(CBOT) |
Feb11 |
110203 |
2.340 |
2.345 |
2.340 |
2.340 |
+0.005 |
15 |
114 |
-120 |
Mar11 |
110211 |
2.474 |
2.475 |
2.460 |
2.465 |
-0.010 |
197 |
1,318 |
+51 |
Apr11 |
110211 |
2.484 |
2.490 |
2.473 |
2.486 |
+0.003 |
321 |
959 |
-183 |
May11 |
110211 |
2.483 |
2.493 |
2.483 |
2.493 |
+0.005 |
47 |
471 |
-11 |
Jun11 |
110211 |
2.497 |
2.505 |
2.494 |
2.503 |
unch |
15 |
879 |
+5 |
Jul11 |
110211 |
2.500 |
2.514 |
2.495 |
2.512 |
+0.008 |
86 |
908 |
+33 |
Aug11 |
110211 |
2.479 |
2.494 |
2.475 |
2.489 |
+0.006 |
25 |
868 |
+21 |
Sep11 |
110211 |
2.404 |
2.404 |
2.386 |
2.398 |
+0.002 |
10 |
572 |
+5 |
Total Volume and Open Interest |
741 |
7,859 |
-45 |
WTI Crude Oil(ICE |
Mar11 |
110211 |
87.61 |
87.72 |
85.06 |
85.58 |
-1.15 |
98,879 |
86,741 |
-1,984 |
Apr11 |
110211 |
90.79 |
90.91 |
88.66 |
89.13 |
-0.81 |
94,940 |
83,239 |
+5,486 |
May11 |
110211 |
93.52 |
93.67 |
91.87 |
92.35 |
-0.57 |
50,133 |
63,508 |
+6,277 |
Jun11 |
110211 |
95.27 |
95.33 |
93.80 |
94.14 |
-0.54 |
39,458 |
65,195 |
+2,512 |
Jul11 |
110211 |
96.43 |
96.43 |
95.16 |
95.34 |
-0.53 |
8,877 |
22,631 |
+759 |
Aug11 |
110211 |
97.16 |
97.16 |
95.96 |
96.05 |
-0.55 |
5,227 |
17,571 |
+344 |
Sep11 |
110211 |
97.65 |
97.75 |
96.39 |
96.52 |
-0.56 |
7,571 |
22,746 |
+735 |
Oct11 |
110211 |
97.92 |
97.92 |
96.87 |
96.93 |
-0.58 |
4,033 |
17,366 |
+1,478 |
Nov11 |
110211 |
98.11 |
98.11 |
97.27 |
97.33 |
-0.56 |
2,605 |
10,703 |
-240 |
Dec11 |
110211 |
98.83 |
98.83 |
97.51 |
97.70 |
-0.55 |
25,840 |
89,994 |
-255 |
Jan12 |
110211 |
98.02 |
98.02 |
98.02 |
98.02 |
-0.54 |
1,268 |
9,101 |
-309 |
Feb12 |
110211 |
98.27 |
98.27 |
98.27 |
98.27 |
-0.53 |
131 |
1,561 |
+15 |
Mar12 |
110211 |
98.45 |
98.45 |
98.45 |
98.45 |
-0.52 |
102 |
3,958 |
-37 |
Apr12 |
110211 |
98.57 |
98.57 |
98.57 |
98.57 |
-0.51 |
119 |
1,558 |
-12 |
May12 |
110211 |
98.68 |
98.68 |
98.68 |
98.68 |
-0.49 |
127 |
959 |
+0 |
Jun12 |
110211 |
98.89 |
98.89 |
98.79 |
98.79 |
-0.47 |
2,752 |
23,521 |
+881 |
Total Volume and Open Interest |
346,822 |
602,472 |
+15,768 |
US Dollar Index(ICE) |
Mar11 |
110211 |
78.230 |
78.795 |
78.210 |
78.565 |
+0.238 |
22,338 |
41,960 |
-2,457 |
Jun11 |
110211 |
78.815 |
79.110 |
78.700 |
78.900 |
+0.238 |
146 |
1,191 |
+29 |
Sep11 |
110211 |
79.260 |
79.260 |
79.260 |
79.260 |
+0.238 |
0 |
4 |
+0 |
Total Volume and Open Interest |
22,484 |
43,156 |
-2,428 |
Australian Dollar(CME) |
Mar11 |
110211 |
99.75 |
99.98 |
99.25 |
99.82 |
-0.20 |
104,144 |
128,558 |
-2,758 |
Jun11 |
110211 |
98.60 |
98.88 |
98.16 |
98.69 |
-0.19 |
173 |
943 |
+40 |
Sep11 |
110211 |
97.46 |
97.64 |
97.46 |
97.46 |
-0.18 |
0 |
14 |
+0 |
Total Volume and Open Interest |
104,317 |
129,562 |
-2,718 |
British Pound(CME) |
Mar11 |
110211 |
160.87 |
161.09 |
159.59 |
160.19 |
-0.69 |
142,363 |
120,417 |
+5,382 |
Jun11 |
110211 |
160.80 |
160.80 |
159.44 |
160.01 |
-0.69 |
74 |
640 |
-11 |
Sep11 |
110211 |
159.32 |
160.40 |
159.31 |
159.72 |
-0.68 |
0 |
22 |
+0 |
Total Volume and Open Interest |
142,437 |
121,111 |
+5,371 |
Canadian Dollar(CME) |
Mar11 |
110211 |
100.38 |
101.35 |
100.08 |
101.21 |
+0.84 |
66,301 |
127,849 |
-3,568 |
Jun11 |
110211 |
100.11 |
101.10 |
99.90 |
100.99 |
+0.83 |
361 |
3,737 |
+76 |
Sep11 |
110211 |
100.15 |
100.71 |
99.88 |
100.71 |
+0.83 |
7 |
1,078 |
+2 |
Dec11 |
110211 |
99.93 |
100.50 |
99.60 |
100.43 |
+0.83 |
59 |
1,639 |
+15 |
Total Volume and Open Interest |
66,733 |
134,368 |
-3,471 |
Japanese Yen(CME) |
Mar11 |
110211 |
120.04 |
120.15 |
119.53 |
119.79 |
-0.24 |
189,871 |
113,618 |
+252 |
Jun11 |
110211 |
120.23 |
120.23 |
119.65 |
119.89 |
-0.25 |
312 |
1,531 |
+62 |
Sep11 |
110211 |
119.97 |
120.30 |
119.97 |
120.06 |
-0.24 |
0 |
28 |
+0 |
Total Volume and Open Interest |
190,183 |
115,184 |
+314 |
Swiss Franc(CME) |
Mar11 |
110211 |
103.15 |
103.33 |
102.31 |
102.70 |
-0.45 |
56,677 |
46,348 |
-1,090 |
Jun11 |
110211 |
103.36 |
103.37 |
102.68 |
102.79 |
-0.45 |
35 |
105 |
-11 |
Sep11 |
110211 |
102.91 |
103.36 |
102.91 |
102.91 |
-0.45 |
0 |
5 |
+0 |
Total Volume and Open Interest |
56,712 |
46,469 |
-1,101 |
EuroFX(CME) |
Mar11 |
110211 |
135.95 |
136.17 |
134.92 |
135.34 |
-0.52 |
342,236 |
196,385 |
-4,350 |
Jun11 |
110211 |
135.74 |
135.95 |
134.80 |
135.18 |
-0.51 |
936 |
4,780 |
+223 |
Sep11 |
110211 |
135.28 |
135.45 |
134.75 |
134.95 |
-0.50 |
11 |
47 |
+7 |
Total Volume and Open Interest |
343,184 |
201,573 |
-4,119 |
Mexican Peso(CME) |
Feb11 |
110211 |
832.8 |
832.8 |
828.8 |
832.8 |
+4.0 |
|
|
|
Mar11 |
110211 |
826.0 |
830.5 |
822.0 |
829.2 |
+4.0 |
38,263 |
156,779 |
+6,489 |
Total Volume and Open Interest |
40,111 |
158,267 |
+6,170 |
30-Year T-Bonds(CBOT) |
Mar11 |
110211 |
117~230 |
118~280 |
117~210 |
118~130 |
+0~290 |
408,949 |
582,700 |
+4,147 |
Jun11 |
110211 |
116~010 |
117~060 |
116~010 |
116~250 |
+0~300 |
1,803 |
13,893 |
+417 |
Sep11 |
110211 |
115~050 |
115~050 |
114~070 |
115~050 |
+0~300 |
0 |
1 |
+0 |
Total Volume and Open Interest |
410,752 |
596,594 |
+4,564 |
10-Year T-Notes(CBOT) |
Mar11 |
110211 |
118~065 |
118~295 |
118~050 |
118~160 |
+0~120 |
1,298,147 |
1,500,795 |
+26,835 |
Jun11 |
110211 |
116~170 |
117~100 |
116~150 |
116~290 |
+0~140 |
12,683 |
36,120 |
+4,265 |
Sep11 |
110211 |
115~220 |
115~220 |
115~080 |
115~220 |
+0~140 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,310,830 |
1,536,920 |
+31,100 |
5-Year T-Notes(CBOT) |
Mar11 |
110211 |
116~045 |
116~098 |
116~042 |
116~060 |
+0~021 |
724,517 |
1,294,418 |
+6,832 |
Jun11 |
110211 |
115~050 |
115~091 |
115~031 |
115~055 |
+0~024 |
11,346 |
36,073 |
+4,799 |
Sep11 |
110211 |
114~079 |
114~079 |
114~055 |
114~079 |
+0~024 |
|
|
|
Total Volume and Open Interest |
735,863 |
1,330,491 |
+11,631 |
2 Year T-Notes(CBOT) |
Mar11 |
110211 |
109~008 |
109~019 |
109~006 |
109~008 |
+0~001 |
405,387 |
860,735 |
-18,211 |
Jun11 |
110211 |
108~096 |
108~101 |
108~089 |
108~089 |
unch |
6,519 |
9,070 |
+3,831 |
Sep11 |
110211 |
108~055 |
108~055 |
108~055 |
108~055 |
unch |
|
|
|
Total Volume and Open Interest |
411,906 |
869,805 |
-14,380 |
Eurodollars(CME) |
Mar11 |
110211 |
99.670 |
99.670 |
99.660 |
99.670 |
unch |
95,724 |
1,121,442 |
-7,114 |
Jun11 |
110211 |
99.565 |
99.580 |
99.560 |
99.570 |
unch |
247,118 |
1,181,946 |
+10,992 |
Sep11 |
110211 |
99.405 |
99.430 |
99.395 |
99.400 |
-0.005 |
227,489 |
1,173,347 |
+2,638 |
Dec11 |
110211 |
99.165 |
99.205 |
99.145 |
99.155 |
-0.010 |
283,321 |
1,129,251 |
+28,450 |
Mar12 |
110211 |
98.850 |
98.900 |
98.830 |
98.840 |
-0.010 |
350,632 |
1,043,801 |
-10,665 |
Jun12 |
110211 |
98.480 |
98.545 |
98.465 |
98.470 |
-0.005 |
302,351 |
711,681 |
+6,145 |
Sep12 |
110211 |
98.110 |
98.185 |
98.095 |
98.105 |
+0.005 |
271,461 |
527,212 |
-12,908 |
Dec12 |
110211 |
97.760 |
97.850 |
97.750 |
97.765 |
+0.010 |
248,799 |
412,276 |
+19,099 |
Mar13 |
110211 |
97.445 |
97.555 |
97.440 |
97.465 |
+0.015 |
172,080 |
260,113 |
+217 |
Jun13 |
110211 |
97.160 |
97.275 |
97.155 |
97.190 |
+0.025 |
105,397 |
203,301 |
+3,439 |
Sep13 |
110211 |
96.890 |
97.015 |
96.890 |
96.930 |
+0.030 |
94,855 |
201,158 |
+2,261 |
Dec13 |
110211 |
96.630 |
96.755 |
96.630 |
96.675 |
+0.035 |
76,732 |
175,158 |
+2,090 |
Mar14 |
110211 |
96.385 |
96.520 |
96.385 |
96.445 |
+0.045 |
35,596 |
130,221 |
+556 |
Jun14 |
110211 |
96.150 |
96.285 |
96.150 |
96.215 |
+0.055 |
26,157 |
110,240 |
+2,355 |
Sep14 |
110211 |
95.930 |
96.060 |
95.930 |
96.000 |
+0.065 |
23,376 |
65,316 |
+350 |
Dec14 |
110211 |
95.710 |
95.845 |
95.710 |
95.790 |
+0.075 |
22,568 |
77,196 |
-127 |
Mar15 |
110211 |
95.550 |
95.660 |
95.550 |
95.615 |
+0.080 |
13,464 |
58,387 |
+562 |
Jun15 |
110211 |
3.645 |
3.745 |
3.645 |
3.700 |
+0.085 |
9,860 |
39,911 |
+1,041 |
Total Volume and Open Interest |
2,645,272 |
8,852,763 |
+47,630 |
30 Day Federal Funds(CBOT) |
Feb11 |
110211 |
99.838 |
99.838 |
99.835 |
99.835 |
unch |
4,535 |
80,936 |
+842 |
Mar11 |
110211 |
99.840 |
99.845 |
99.835 |
99.840 |
+0.005 |
2,520 |
58,876 |
-1,070 |
Apr11 |
110211 |
99.850 |
99.855 |
99.845 |
99.850 |
+0.005 |
137 |
53,041 |
-52 |
May11 |
110211 |
99.850 |
99.855 |
99.845 |
99.850 |
+0.005 |
2,247 |
59,162 |
-456 |
Jun11 |
110211 |
99.845 |
99.850 |
99.840 |
99.840 |
unch |
1,940 |
42,812 |
+947 |
Jul11 |
110211 |
99.815 |
99.825 |
99.815 |
99.820 |
unch |
9,989 |
52,838 |
+2,827 |
Total Volume and Open Interest |
57,524 |
586,577 |
+7,145 |
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 |
110211 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
300 |
4,152 |
-9 |
Jun11 |
110211 |
99.647 |
99.647 |
99.647 |
99.647 |
unch |
0 |
150 |
-50 |
Sep11 |
110211 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
|
|
|
Dec11 |
110211 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
0 |
75 |
+0 |
Mar12 |
110211 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Jun12 |
110211 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep12 |
110211 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Dec12 |
110211 |
99.480 |
99.480 |
99.480 |
99.480 |
unch |
|
|
|
Mar13 |
110211 |
99.480 |
99.480 |
99.480 |
99.480 |
unch |
|
|
|
Jun13 |
110211 |
99.435 |
99.435 |
99.435 |
99.435 |
unch |
|
|
|
Total Volume and Open Interest |
300 |
4,377 |
-59 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110211 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
4 |
5,325 |
+122 |
Jun11 |
110211 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,172 |
+0 |
Sep11 |
110211 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
786 |
+0 |
Dec11 |
110211 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
1,791 |
+0 |
Mar12 |
110211 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
405 |
+0 |
Jun12 |
110211 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
754 |
+0 |
Sep12 |
110211 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
310 |
+0 |
Dec12 |
110211 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
4 |
10,548 |
+122 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110210 |
138.71 |
138.98 |
138.62 |
138.98 |
+0.31 |
3,557 |
15,587 |
+48 |
Jun11 |
110210 |
138.15 |
138.15 |
138.15 |
138.15 |
+0.31 |
0 |
1 |
+0 |
Sep11 |
110210 |
135.72 |
135.72 |
135.72 |
135.72 |
+0.31 |
|
|
|
Total Volume and Open Interest |
3,557 |
15,588 |
+48 |
Euro-Bund(EUREX) |
Mar11 |
110211 |
122.47 |
123.01 |
122.46 |
122.78 |
+0.36 |
910,575 |
1,397,665 |
-39,862 |
Jun11 |
110211 |
121.11 |
121.60 |
121.11 |
121.38 |
+0.35 |
1,590 |
26,873 |
+427 |
Sep11 |
110211 |
121.03 |
121.03 |
121.03 |
121.03 |
+0.36 |
0 |
46 |
+45 |
Total Volume and Open Interest |
912,165 |
1,424,584 |
-39,390 |
Euro-Bobl(EUREX) |
Mar11 |
110211 |
116.46 |
116.83 |
116.42 |
116.72 |
+0.29 |
613,181 |
988,757 |
-53,971 |
Jun11 |
110211 |
115.31 |
115.34 |
115.28 |
115.28 |
+0.28 |
934 |
26,952 |
-4,114 |
Sep11 |
110211 |
114.65 |
114.65 |
114.65 |
114.65 |
+0.29 |
|
|
|
Total Volume and Open Interest |
614,115 |
1,015,709 |
-58,085 |
3-Mth Euribor(EUREX) |
Mar11 |
110211 |
98.850 |
98.855 |
98.845 |
98.855 |
+0.015 |
5 |
5,787 |
+54 |
Jun11 |
110211 |
98.575 |
98.600 |
98.575 |
98.600 |
+0.030 |
5 |
9,602 |
-2 |
Sep11 |
110211 |
98.320 |
98.350 |
98.320 |
98.350 |
+0.040 |
0 |
2,169 |
+3 |
Total Volume and Open Interest |
13 |
25,626 |
-7 |
Long Gilt(LIFFE) |
Mar11 |
110211 |
115~17 |
115~31 |
115~12 |
115~23 |
+0~10 |
110,471 |
256,112 |
+9,397 |
Jun11 |
110211 |
114~14 |
114~14 |
114~14 |
114~14 |
+0~10 |
1 |
1 |
+1 |
Total Volume and Open Interest |
110,472 |
256,113 |
+9,398 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110211 |
99.10 |
99.12 |
99.10 |
99.11 |
unch |
154,872 |
311,590 |
-14,038 |
Jun11 |
110211 |
98.85 |
98.87 |
98.83 |
98.86 |
+0.02 |
104,899 |
366,923 |
+8,286 |
Sep11 |
110211 |
98.57 |
98.60 |
98.55 |
98.59 |
+0.02 |
117,205 |
305,365 |
+11,985 |
Dec11 |
110211 |
98.28 |
98.30 |
98.26 |
98.29 |
+0.03 |
157,230 |
370,287 |
+23,963 |
Mar12 |
110211 |
97.97 |
97.99 |
97.93 |
97.97 |
+0.03 |
105,904 |
306,031 |
-701 |
Jun12 |
110211 |
97.64 |
97.67 |
97.61 |
97.65 |
+0.03 |
71,760 |
207,081 |
+2,276 |
Total Volume and Open Interest |
841,458 |
2,336,395 |
+57,425 |
3-Mth Euribor(LIFFE) |
Mar11 |
110211 |
98.840 |
98.855 |
98.840 |
98.855 |
+0.015 |
121,493 |
614,837 |
+1,727 |
Jun11 |
110211 |
98.570 |
98.605 |
98.570 |
98.600 |
+0.030 |
176,212 |
624,630 |
+3,549 |
Sep11 |
110211 |
98.310 |
98.360 |
98.305 |
98.350 |
+0.040 |
117,981 |
557,178 |
+9,125 |
Total Volume and Open Interest |
888,532 |
3,669,026 |
+16,574 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110211 |
95.02 |
95.04 |
95.01 |
95.04 |
+0.02 |
17,530 |
162,562 |
+7,581 |
Jun11 |
110211 |
94.91 |
94.97 |
94.86 |
94.95 |
+0.05 |
58,182 |
191,918 |
+24,836 |
Sep11 |
110211 |
94.75 |
94.83 |
94.72 |
94.81 |
+0.06 |
32,259 |
118,786 |
+6,104 |
Dec11 |
110211 |
94.60 |
94.69 |
94.56 |
94.67 |
+0.07 |
19,161 |
72,133 |
+4,629 |
Mar12 |
110211 |
94.47 |
94.57 |
94.43 |
94.54 |
+0.07 |
5,369 |
54,231 |
+1,170 |
Jun12 |
110211 |
94.37 |
94.45 |
94.34 |
94.43 |
+0.06 |
3,012 |
42,860 |
+1,064 |
Sep12 |
110211 |
94.30 |
94.40 |
94.27 |
94.37 |
+0.07 |
892 |
29,106 |
+192 |
Dec12 |
110211 |
94.25 |
94.34 |
94.21 |
94.30 |
+0.07 |
573 |
15,234 |
+227 |
Mar13 |
110211 |
94.20 |
94.29 |
94.20 |
94.26 |
+0.06 |
22 |
3,186 |
+2 |
Jun13 |
110211 |
94.19 |
94.24 |
94.19 |
94.21 |
+0.06 |
17 |
608 |
+10 |
Total Volume and Open Interest |
137,022 |
692,314 |
+45,815 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110211 |
94.28 |
94.31 |
94.25 |
94.30 |
+0.02 |
30,675 |
385,015 |
+2,495 |
Jun11 |
110211 |
94.30 |
94.30 |
94.30 |
94.30 |
+0.02 |
|
|
|
Total Volume and Open Interest |
30,675 |
385,015 |
+2,495 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110211 |
94.68 |
94.76 |
94.63 |
94.74 |
+0.06 |
205,600 |
627,575 |
+52,842 |
Jun11 |
110211 |
94.74 |
94.74 |
94.74 |
94.74 |
+0.06 |
|
|
|
Total Volume and Open Interest |
205,600 |
627,575 |
+52,842 |
Gold(CMX) |
Feb11 |
110211 |
1364.0 |
1368.8 |
1355.2 |
1359.9 |
-2.0 |
312 |
943 |
+3 |
Apr11 |
110211 |
1364.0 |
1369.7 |
1354.3 |
1360.4 |
-2.1 |
120,574 |
302,329 |
-894 |
Jun11 |
110211 |
1365.3 |
1371.1 |
1355.9 |
1361.9 |
-2.0 |
1,762 |
54,376 |
+151 |
Aug11 |
110211 |
1366.9 |
1371.1 |
1357.5 |
1363.5 |
-2.1 |
1,222 |
19,358 |
+636 |
Oct11 |
110211 |
1368.4 |
1370.7 |
1362.2 |
1365.0 |
-2.1 |
564 |
7,955 |
-3 |
Dec11 |
110211 |
1370.8 |
1375.2 |
1361.8 |
1366.8 |
-2.1 |
645 |
24,220 |
+135 |
Feb12 |
110211 |
1372.4 |
1374.8 |
1365.3 |
1369.0 |
-2.1 |
12 |
3,615 |
+0 |
Apr12 |
110211 |
1371.5 |
1371.5 |
1371.5 |
1371.5 |
-2.1 |
3 |
5,322 |
+3 |
Jun12 |
110211 |
1370.0 |
1374.5 |
1370.0 |
1374.5 |
-2.1 |
126 |
6,599 |
+0 |
Aug12 |
110211 |
1377.9 |
1377.9 |
1377.9 |
1377.9 |
-2.1 |
0 |
977 |
+0 |
Oct12 |
110211 |
1382.3 |
1382.3 |
1382.3 |
1382.3 |
-2.0 |
0 |
1,301 |
+0 |
Dec12 |
110211 |
1395.3 |
1395.3 |
1387.1 |
1387.1 |
-2.1 |
207 |
12,002 |
+14 |
Total Volume and Open Interest |
127,577 |
462,968 |
+572 |
Silver(CMX) |
Mar11 |
110211 |
3018.5 |
3028.5 |
2968.5 |
2999.5 |
-9.9 |
57,500 |
62,692 |
+111 |
May11 |
110211 |
3017.0 |
3030.5 |
2972.5 |
3001.9 |
-10.0 |
8,327 |
35,919 |
+3,976 |
Jul11 |
110211 |
3020.5 |
3026.0 |
2987.0 |
3003.4 |
-10.3 |
1,084 |
10,387 |
+291 |
Sep11 |
110211 |
3016.0 |
3026.0 |
3003.3 |
3003.3 |
-10.2 |
80 |
4,260 |
+34 |
Dec11 |
110211 |
3012.0 |
3024.5 |
2975.0 |
3003.3 |
-10.6 |
594 |
11,960 |
+122 |
Mar12 |
110211 |
3017.0 |
3017.0 |
2976.5 |
3001.9 |
-10.7 |
8 |
671 |
+5 |
May12 |
110211 |
3000.8 |
3000.8 |
3000.8 |
3000.8 |
-10.9 |
1 |
260 |
+0 |
Total Volume and Open Interest |
68,308 |
140,275 |
+4,835 |
Platinum(NYMEX) |
Apr11 |
110211 |
1831.4 |
1840.2 |
1803.5 |
1813.5 |
-17.3 |
4,730 |
40,485 |
-916 |
Jul11 |
110211 |
1842.3 |
1842.3 |
1808.1 |
1815.8 |
-17.9 |
82 |
1,899 |
+67 |
Oct11 |
110211 |
1839.3 |
1839.3 |
1816.5 |
1819.0 |
-16.9 |
1 |
123 |
+1 |
Jan12 |
110211 |
1821.0 |
1821.0 |
1821.0 |
1821.0 |
-16.9 |
0 |
10 |
+0 |
Total Volume and Open Interest |
4,814 |
42,554 |
-849 |
Palladium(NYMEX) |
Mar11 |
110211 |
821.75 |
828.90 |
805.00 |
814.70 |
-6.20 |
3,678 |
18,455 |
-751 |
Jun11 |
110211 |
824.50 |
830.50 |
808.25 |
816.30 |
-6.10 |
405 |
4,000 |
+233 |
Sep11 |
110211 |
825.80 |
825.90 |
810.00 |
817.50 |
-5.90 |
2 |
50 |
+2 |
Total Volume and Open Interest |
4,088 |
22,518 |
-514 |
Copper(CMX) |
Mar11 |
110211 |
454.95 |
457.95 |
448.10 |
453.60 |
-0.75 |
38,126 |
69,767 |
-5,547 |
May11 |
110211 |
455.50 |
458.80 |
449.15 |
454.70 |
-0.65 |
15,039 |
55,270 |
+5,344 |
Jul11 |
110211 |
458.00 |
458.20 |
450.00 |
455.00 |
-0.70 |
2,784 |
21,694 |
+1,580 |
Sep11 |
110211 |
457.10 |
457.10 |
453.85 |
454.60 |
-0.80 |
473 |
5,864 |
+187 |
Dec11 |
110211 |
453.20 |
453.25 |
452.75 |
452.80 |
-1.00 |
121 |
4,571 |
-11 |
Total Volume and Open Interest |
56,924 |
161,489 |
+1,483 |
DJIA Index(CBOT) |
Mar11 |
110211 |
12157 |
12255 |
12138 |
12241 |
+47 |
910 |
11,560 |
+448 |
Jun11 |
110211 |
12176 |
12176 |
12129 |
12176 |
+47 |
1 |
12 |
+1 |
Sep11 |
110211 |
12121 |
12121 |
12074 |
12121 |
+47 |
|
|
|
Dec11 |
110211 |
12066 |
12066 |
12019 |
12066 |
+47 |
0 |
1 |
+0 |
Total Volume and Open Interest |
911 |
11,573 |
+449 |
S & P 500(CME) |
Mar11 |
110211 |
1318.10 |
1328.50 |
1310.10 |
1327.30 |
+8.50 |
11,805 |
310,641 |
+660 |
Jun11 |
110211 |
1323.10 |
1323.10 |
1308.90 |
1322.40 |
+8.50 |
550 |
8,407 |
+541 |
Sep11 |
110211 |
1318.10 |
1318.10 |
1304.00 |
1317.50 |
+8.50 |
0 |
2,997 |
+0 |
Dec11 |
110211 |
1312.70 |
1313.20 |
1299.20 |
1312.70 |
+8.50 |
0 |
638 |
+0 |
Total Volume and Open Interest |
12,355 |
322,683 |
+1,201 |
S & P 500 E-Mini(Globex) |
Mar11 |
110211 |
1318.25 |
1328.75 |
1310.00 |
1327.25 |
+8.50 |
2,055,532 |
2,799,077 |
+18,194 |
Jun11 |
110211 |
1311.00 |
1323.75 |
1306.50 |
1322.50 |
+8.50 |
1,062 |
20,806 |
+99 |
Total Volume and Open Interest |
2,056,612 |
2,820,193 |
+18,290 |
NASDAQ 100(CME) |
Mar11 |
110211 |
2355.30 |
2382.00 |
2348.30 |
2378.30 |
+16.50 |
1,274 |
16,297 |
+277 |
Jun11 |
110211 |
2375.50 |
2375.50 |
2352.00 |
2375.50 |
+16.50 |
200 |
901 |
+200 |
Sep11 |
110211 |
2373.00 |
2373.00 |
2372.00 |
2373.00 |
+16.50 |
|
|
|
Total Volume and Open Interest |
1,474 |
17,198 |
+477 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110211 |
2360.00 |
2380.50 |
2347.80 |
2378.30 |
+16.50 |
334,186 |
359,153 |
+14,320 |
Jun11 |
110211 |
2351.80 |
2376.30 |
2348.00 |
2375.50 |
+16.50 |
79 |
810 |
+5 |
Total Volume and Open Interest |
334,265 |
359,970 |
+14,325 |
S & P Midcap 400(CME) |
Mar11 |
110211 |
969.70 |
970.00 |
957.00 |
969.70 |
+10.90 |
246 |
2,876 |
+246 |
Jun11 |
110211 |
967.10 |
967.10 |
965.20 |
967.10 |
+10.90 |
|
|
|
Sep11 |
110211 |
965.00 |
965.00 |
963.10 |
965.00 |
+10.90 |
|
|
|
Total Volume and Open Interest |
246 |
2,876 |
+246 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110211 |
10655 |
10735 |
10590 |
10715 |
+40 |
10,643 |
44,292 |
+344 |
Jun11 |
110211 |
10695 |
10695 |
10650 |
10690 |
+40 |
3 |
155 |
+2 |
Total Volume and Open Interest |
10,646 |
44,447 |
+346 |
Nikkei 225(SGX) |
Mar11 |
110210 |
10615 |
10630 |
10565 |
10610 |
-5 |
107,176 |
250,630 |
+5,971 |
Jun11 |
110210 |
10525 |
10545 |
10505 |
10535 |
-5 |
352 |
4,531 |
+24 |
Sep11 |
110210 |
10540 |
10540 |
10540 |
10540 |
unch |
0 |
400 |
+0 |
Total Volume and Open Interest |
112,773 |
261,782 |
-3,290 |
CAC 40(EURONEXT) |
Feb11 |
110211 |
4082.5 |
4122.5 |
4038.5 |
4104.5 |
+10.0 |
146,512 |
355,666 |
+19,236 |
Mar11 |
110211 |
4082.5 |
4124.0 |
4041.5 |
4106.5 |
+9.5 |
8,120 |
77,200 |
+4,448 |
Apr11 |
110211 |
4082.0 |
4109.5 |
4082.0 |
4109.5 |
+9.5 |
0 |
8 |
+0 |
Total Volume and Open Interest |
154,637 |
432,918 |
+23,678 |
Hang Seng Index(HKFE) |
Feb11 |
110211 |
22688 |
22830 |
22414 |
22740 |
+22 |
103,348 |
84,786 |
-3,024 |
Mar11 |
110211 |
22611 |
22755 |
22347 |
22670 |
+21 |
2,030 |
11,189 |
+395 |
Total Volume and Open Interest |
105,841 |
98,449 |
-2,489 |
DAX(EUREX) |
Mar11 |
110211 |
7320.0 |
7403.5 |
7287.0 |
7385.0 |
+44.0 |
148,617 |
264,775 |
+2,073 |
Jun11 |
110211 |
7346.0 |
7422.0 |
7310.0 |
7408.5 |
+45.5 |
770 |
14,810 |
+1,395 |
Sep11 |
110211 |
7371.5 |
7432.0 |
7339.5 |
7430.5 |
+44.0 |
156 |
773 |
+33 |
Total Volume and Open Interest |
149,543 |
280,358 |
+3,501 |
FT-SE 100(EURONEXT) |
Mar11 |
110211 |
6004.00 |
6059.50 |
5952.50 |
6043.50 |
+39.50 |
100,408 |
657,567 |
-1,052 |
Jun11 |
110211 |
5934.50 |
6000.50 |
5915.00 |
6000.50 |
+39.50 |
239 |
8,106 |
-1 |
Sep11 |
110211 |
5944.00 |
5969.00 |
5944.00 |
5969.00 |
+38.50 |
30 |
284 |
+20 |
Total Volume and Open Interest |
100,712 |
666,087 |
-1,048 |
SPI 200(SFE) |
Mar11 |
110211 |
4888.0 |
4889.0 |
4847.0 |
4852.0 |
-36.0 |
27,935 |
188,780 |
+8,006 |
Jun11 |
110211 |
4900.0 |
4900.0 |
4877.0 |
4877.0 |
-35.0 |
22 |
3,434 |
+20 |
Sep11 |
110211 |
4868.0 |
4868.0 |
4868.0 |
4868.0 |
-35.0 |
0 |
1,847 |
+0 |
Total Volume and Open Interest |
28,216 |
196,493 |
+8,052 |
GSCI(CME) |
Feb11 |
110211 |
644.20 |
648.00 |
640.00 |
641.15 |
-5.10 |
3,864 |
4,173 |
-3,224 |
Mar11 |
110211 |
652.50 |
4.14 |
651.00 |
652.50 |
+651.36 |
3,963 |
11,372 |
+3,657 |
Apr11 |
110211 |
7.64 |
11.64 |
5.64 |
7.64 |
-2.75 |
|
|
|
Total Volume and Open Interest |
7,827 |
15,545 |
+433 |
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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