|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri March 04, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110304 |
1404.75 |
1414.50 |
1392.00 |
1407.75 |
+2.25 |
6,864 |
8,419 |
-3,624 |
May11 |
110304 |
1410.25 |
1424.25 |
1395.75 |
1414.00 |
+2.00 |
114,792 |
253,030 |
+480 |
Jul11 |
110304 |
1417.00 |
1431.25 |
1403.00 |
1421.25 |
+2.00 |
45,146 |
123,920 |
+10 |
Aug11 |
110304 |
1406.50 |
1412.75 |
1393.50 |
1408.00 |
+1.75 |
2,929 |
7,056 |
+724 |
Sep11 |
110304 |
1383.00 |
1390.00 |
1367.00 |
1382.75 |
+0.25 |
1,433 |
6,655 |
+337 |
Nov11 |
110304 |
1360.50 |
1370.00 |
1345.25 |
1361.00 |
-1.50 |
29,590 |
162,674 |
+1,188 |
Jan12 |
110304 |
1363.25 |
1372.00 |
1350.00 |
1364.00 |
-1.75 |
944 |
21,774 |
+119 |
Total Volume and Open Interest |
203,632 |
612,286 |
-382 |
Soybean Meal(CBOT) |
Mar11 |
110304 |
365.30 |
368.60 |
360.50 |
363.80 |
-3.00 |
5,353 |
4,501 |
-658 |
May11 |
110304 |
372.40 |
375.00 |
360.50 |
369.70 |
-2.80 |
42,339 |
91,902 |
-164 |
Jul11 |
110304 |
374.90 |
377.90 |
369.20 |
373.10 |
-2.50 |
17,882 |
48,520 |
+1,460 |
Aug11 |
110304 |
373.00 |
373.60 |
366.30 |
370.10 |
-2.40 |
1,405 |
10,289 |
+6 |
Sep11 |
110304 |
365.80 |
367.70 |
359.50 |
363.30 |
-2.50 |
1,200 |
8,997 |
-168 |
Oct11 |
110304 |
355.40 |
355.90 |
349.50 |
352.70 |
-2.70 |
1,033 |
10,180 |
+351 |
Dec11 |
110304 |
354.50 |
355.00 |
348.60 |
352.00 |
-2.60 |
8,566 |
26,000 |
+311 |
Jan12 |
110304 |
353.10 |
354.60 |
348.70 |
351.90 |
-2.70 |
354 |
3,170 |
+14 |
Total Volume and Open Interest |
78,482 |
210,151 |
+1,219 |
Soybean Oil(CBOT) |
Mar11 |
110304 |
58.25 |
59.03 |
58.15 |
58.96 |
+0.70 |
7,189 |
4,906 |
-2,002 |
May11 |
110304 |
58.71 |
59.68 |
58.64 |
59.48 |
+0.71 |
63,459 |
176,639 |
-902 |
Jul11 |
110304 |
59.17 |
60.15 |
59.12 |
59.98 |
+0.72 |
21,819 |
89,699 |
-2,191 |
Aug11 |
110304 |
59.92 |
60.20 |
59.49 |
60.12 |
+0.68 |
2,068 |
11,270 |
+551 |
Sep11 |
110304 |
60.03 |
60.35 |
59.43 |
60.21 |
+0.69 |
1,172 |
11,338 |
-8 |
Oct11 |
110304 |
59.60 |
60.26 |
59.27 |
60.08 |
+0.68 |
925 |
12,675 |
+58 |
Dec11 |
110304 |
59.60 |
60.29 |
59.22 |
60.09 |
+0.65 |
11,009 |
53,420 |
+2,342 |
Jan12 |
110304 |
60.04 |
60.14 |
59.31 |
60.14 |
+0.65 |
270 |
1,163 |
+123 |
Total Volume and Open Interest |
108,335 |
365,544 |
-2,034 |
Canola(WCE) |
Mar11 |
110304 |
594.4 |
596.1 |
593.6 |
593.6 |
+0.5 |
41 |
478 |
-1 |
May11 |
110304 |
595.0 |
604.5 |
591.0 |
597.6 |
+1.5 |
10,230 |
99,836 |
-779 |
Jul11 |
110304 |
605.6 |
610.8 |
597.8 |
604.4 |
+1.3 |
3,280 |
29,722 |
+1,770 |
Nov11 |
110304 |
579.2 |
582.1 |
572.0 |
577.6 |
-1.6 |
2,141 |
59,241 |
-61 |
Jan12 |
110304 |
584.5 |
585.4 |
582.4 |
582.4 |
-1.4 |
256 |
3,627 |
-90 |
Total Volume and Open Interest |
16,224 |
195,625 |
+871 |
Corn(CBOT) |
Mar11 |
110304 |
729.50 |
735.00 |
716.25 |
721.25 |
-8.50 |
18,565 |
16,681 |
-6,976 |
May11 |
110304 |
735.50 |
742.00 |
723.25 |
728.00 |
-8.75 |
234,964 |
723,050 |
-10,251 |
Jul11 |
110304 |
739.50 |
745.00 |
727.00 |
732.75 |
-7.50 |
76,565 |
374,290 |
+8,540 |
Sep11 |
110304 |
663.50 |
665.75 |
654.75 |
660.00 |
-5.00 |
7,029 |
65,536 |
+465 |
Dec11 |
110304 |
614.25 |
616.50 |
604.00 |
609.50 |
-6.25 |
46,288 |
362,782 |
+4,233 |
Mar12 |
110304 |
621.25 |
624.25 |
612.50 |
618.25 |
-5.75 |
4,298 |
47,018 |
+2,106 |
Total Volume and Open Interest |
390,494 |
1,646,492 |
-1,143 |
Wheat(CBOT) |
Mar11 |
110304 |
800.25 |
802.50 |
783.00 |
800.50 |
+10.00 |
1,356 |
919 |
-531 |
May11 |
110304 |
822.00 |
837.50 |
813.75 |
832.25 |
+8.75 |
62,288 |
197,734 |
-148 |
Jul11 |
110304 |
851.75 |
864.50 |
842.50 |
860.00 |
+7.00 |
17,442 |
130,231 |
-509 |
Sep11 |
110304 |
878.00 |
890.25 |
870.50 |
886.00 |
+6.50 |
5,016 |
37,269 |
-52 |
Dec11 |
110304 |
899.00 |
906.00 |
888.00 |
903.00 |
+6.00 |
8,441 |
90,458 |
+846 |
Total Volume and Open Interest |
95,972 |
484,676 |
-135 |
Wheat(KCBT) |
Mar11 |
110304 |
915.50 |
918.00 |
905.25 |
918.00 |
+9.75 |
1,195 |
996 |
-513 |
May11 |
110304 |
917.25 |
932.50 |
912.50 |
928.50 |
+10.25 |
16,243 |
89,741 |
+332 |
Jul11 |
110304 |
927.00 |
941.00 |
921.75 |
936.75 |
+9.50 |
8,164 |
65,618 |
+1,271 |
Sep11 |
110304 |
936.25 |
945.75 |
929.50 |
942.00 |
+4.75 |
2,548 |
17,291 |
-291 |
Dec11 |
110304 |
948.00 |
958.00 |
940.25 |
953.50 |
+4.75 |
2,806 |
18,343 |
-303 |
Total Volume and Open Interest |
31,183 |
196,314 |
+512 |
Wheat(MGE) |
Mar11 |
110304 |
952.75 |
953.00 |
952.75 |
953.00 |
+6.50 |
264 |
235 |
-56 |
May11 |
110304 |
949.75 |
970.00 |
947.75 |
965.25 |
+13.75 |
4,840 |
23,245 |
-286 |
Jul11 |
110304 |
955.50 |
974.25 |
954.50 |
969.75 |
+12.25 |
1,897 |
14,487 |
+71 |
Sep11 |
110304 |
955.50 |
969.00 |
952.75 |
965.75 |
+9.50 |
1,134 |
13,856 |
+49 |
Dec11 |
110304 |
962.00 |
972.25 |
953.25 |
968.50 |
+6.25 |
1,017 |
10,941 |
-91 |
Total Volume and Open Interest |
9,272 |
65,136 |
-322 |
Oats(CBOT) |
Mar11 |
110304 |
380.25 |
384.50 |
376.00 |
381.00 |
-3.00 |
50 |
65 |
-22 |
May11 |
110304 |
393.50 |
396.50 |
384.25 |
390.00 |
-4.00 |
433 |
8,835 |
-58 |
Jul11 |
110304 |
399.50 |
401.50 |
391.75 |
397.25 |
-3.50 |
55 |
1,747 |
+0 |
Sep11 |
110304 |
393.00 |
395.50 |
393.00 |
393.00 |
-2.50 |
5 |
262 |
+1 |
Total Volume and Open Interest |
640 |
13,053 |
-69 |
Rough Rice(CBOT) |
Mar11 |
110304 |
13.99 |
14.06 |
13.81 |
13.91 |
+0.10 |
33 |
152 |
-101 |
May11 |
110304 |
14.23 |
14.40 |
14.03 |
14.19 |
+0.09 |
970 |
16,391 |
+1 |
Jul11 |
110304 |
14.58 |
14.69 |
14.35 |
14.49 |
+0.10 |
760 |
5,295 |
+373 |
Sep11 |
110304 |
14.75 |
15.18 |
14.75 |
15.18 |
+0.45 |
597 |
3,704 |
+302 |
Total Volume and Open Interest |
2,386 |
26,272 |
+585 |
Live Cattle(CME) |
Apr11 |
110304 |
115.000 |
115.200 |
113.900 |
114.050 |
-0.150 |
36,225 |
136,749 |
-8,479 |
Jun11 |
110304 |
115.480 |
115.850 |
114.635 |
115.050 |
-0.100 |
22,041 |
108,342 |
+2,335 |
Aug11 |
110304 |
117.650 |
117.785 |
116.635 |
117.050 |
-0.335 |
5,819 |
43,904 |
+1,412 |
Oct11 |
110304 |
120.730 |
120.800 |
119.600 |
120.135 |
-0.265 |
2,891 |
30,252 |
+126 |
Dec11 |
110304 |
121.000 |
121.100 |
119.980 |
120.480 |
-0.220 |
1,888 |
24,216 |
+184 |
Feb12 |
110304 |
120.900 |
121.000 |
119.980 |
120.785 |
-0.100 |
975 |
6,211 |
+204 |
Total Volume and Open Interest |
70,008 |
351,674 |
-4,159 |
Feeder Cattle(CME) |
Mar11 |
110304 |
130.400 |
130.825 |
129.050 |
129.950 |
-0.035 |
2,161 |
9,568 |
-786 |
Apr11 |
110304 |
132.650 |
132.785 |
131.050 |
131.825 |
-0.250 |
2,158 |
10,752 |
-7 |
May11 |
110304 |
133.850 |
133.850 |
132.350 |
133.380 |
+0.180 |
2,000 |
12,106 |
+29 |
Aug11 |
110304 |
134.700 |
134.935 |
133.500 |
134.735 |
+0.335 |
853 |
13,123 |
+255 |
Sep11 |
110304 |
133.650 |
133.935 |
132.800 |
133.850 |
+0.450 |
144 |
2,162 |
+65 |
Oct11 |
110304 |
133.380 |
133.650 |
132.600 |
133.650 |
+0.165 |
78 |
1,256 |
+48 |
Nov11 |
110304 |
133.000 |
133.000 |
131.850 |
133.000 |
unch |
12 |
610 |
+11 |
Total Volume and Open Interest |
7,407 |
49,633 |
-385 |
Lean Hogs(CME) |
Apr11 |
110304 |
88.500 |
89.050 |
87.750 |
88.480 |
-0.320 |
18,533 |
80,453 |
-1,917 |
May11 |
110304 |
97.900 |
98.400 |
97.200 |
98.230 |
+0.050 |
243 |
3,093 |
-16 |
Jun11 |
110304 |
100.535 |
101.285 |
99.850 |
101.050 |
+0.370 |
9,900 |
72,381 |
+424 |
Jul11 |
110304 |
100.250 |
100.930 |
99.650 |
100.830 |
+0.280 |
3,495 |
25,714 |
+850 |
Aug11 |
110304 |
98.950 |
99.635 |
98.550 |
99.400 |
+0.200 |
2,286 |
20,750 |
-402 |
Oct11 |
110304 |
88.200 |
89.035 |
88.000 |
88.950 |
+0.220 |
1,903 |
20,211 |
+325 |
Dec11 |
110304 |
84.950 |
85.400 |
84.750 |
85.300 |
-0.180 |
1,981 |
11,458 |
+529 |
Feb12 |
110304 |
85.580 |
85.980 |
85.400 |
85.850 |
-0.050 |
70 |
2,684 |
+23 |
Total Volume and Open Interest |
38,435 |
238,671 |
-176 |
Class III Milk(CME) |
Mar11 |
110304 |
19.63 |
19.63 |
19.52 |
19.58 |
-0.02 |
109 |
6,568 |
+20 |
Apr11 |
110304 |
18.30 |
18.54 |
18.16 |
18.43 |
+0.13 |
160 |
5,813 |
+14 |
May11 |
110304 |
17.50 |
17.72 |
17.38 |
17.56 |
+0.05 |
34 |
4,644 |
+6 |
Jun11 |
110304 |
17.09 |
17.14 |
16.95 |
17.02 |
-0.01 |
70 |
3,655 |
-29 |
Jul11 |
110304 |
17.10 |
17.16 |
17.04 |
17.04 |
-0.04 |
43 |
2,649 |
-24 |
Total Volume and Open Interest |
589 |
40,672 |
+82 |
Cocoa(ICE) |
Mar11 |
110304 |
3807 |
3807 |
3697 |
3697 |
-77 |
0 |
90 |
-5 |
May11 |
110304 |
3750 |
3775 |
3613 |
3657 |
-76 |
8,448 |
73,515 |
-275 |
Jul11 |
110304 |
3686 |
3710 |
3560 |
3591 |
-78 |
1,664 |
26,678 |
+542 |
Sep11 |
110304 |
3646 |
3646 |
3540 |
3545 |
-73 |
421 |
12,560 |
+100 |
Dec11 |
110304 |
3592 |
3592 |
3475 |
3500 |
-72 |
340 |
17,312 |
-1 |
Mar12 |
110304 |
3620 |
3620 |
3496 |
3525 |
-68 |
383 |
22,654 |
-278 |
May12 |
110304 |
3601 |
3601 |
3522 |
3522 |
-68 |
2 |
4,776 |
-1 |
Total Volume and Open Interest |
11,258 |
161,943 |
+82 |
Coffee "C"(ICE) |
Mar11 |
110304 |
275.00 |
277.50 |
272.90 |
272.90 |
-1.60 |
31 |
497 |
-1 |
May11 |
110304 |
275.00 |
279.20 |
271.15 |
272.80 |
-1.95 |
8,152 |
76,933 |
+51 |
Jul11 |
110304 |
277.20 |
280.85 |
273.10 |
274.60 |
-1.95 |
1,410 |
19,794 |
+111 |
Sep11 |
110304 |
277.60 |
281.80 |
274.15 |
275.70 |
-1.90 |
597 |
8,435 |
+24 |
Dec11 |
110304 |
277.00 |
280.85 |
273.65 |
275.10 |
-1.75 |
113 |
12,899 |
+12 |
Mar12 |
110304 |
275.00 |
276.95 |
270.40 |
271.85 |
-1.90 |
50 |
1,897 |
+2 |
Total Volume and Open Interest |
10,382 |
121,583 |
+201 |
Orange Juice(ICE) |
Mar11 |
110304 |
177.00 |
177.00 |
175.25 |
175.25 |
-3.05 |
122 |
1,916 |
-106 |
May11 |
110304 |
174.25 |
174.60 |
172.60 |
173.05 |
-1.50 |
758 |
24,621 |
+263 |
Jul11 |
110304 |
170.05 |
171.00 |
169.10 |
169.45 |
-1.80 |
109 |
3,313 |
+72 |
Sep11 |
110304 |
166.50 |
166.50 |
166.25 |
166.25 |
-1.95 |
44 |
709 |
+25 |
Nov11 |
110304 |
161.00 |
161.00 |
161.00 |
161.00 |
-1.25 |
55 |
671 |
-4 |
Jan12 |
110304 |
158.80 |
158.80 |
158.80 |
158.80 |
-1.20 |
1 |
16 |
-1 |
Total Volume and Open Interest |
1,089 |
31,268 |
+249 |
Sugar #11(ICE) |
May11 |
110304 |
30.60 |
30.76 |
29.00 |
29.88 |
-0.71 |
55,375 |
238,203 |
+924 |
Jul11 |
110304 |
27.92 |
28.07 |
26.60 |
27.45 |
-0.49 |
21,335 |
171,014 |
-1,264 |
Oct11 |
110304 |
26.45 |
26.56 |
25.11 |
25.91 |
-0.51 |
9,044 |
78,235 |
-301 |
Mar12 |
110304 |
25.60 |
25.71 |
24.33 |
25.11 |
-0.49 |
3,358 |
54,279 |
+149 |
May12 |
110304 |
24.07 |
24.25 |
23.05 |
23.80 |
-0.36 |
624 |
14,506 |
+203 |
Total Volume and Open Interest |
90,622 |
598,737 |
+101 |
London Cocoa(LCE) |
Mar11 |
110304 |
2430 |
2433 |
2349 |
2353 |
-52 |
2,147 |
43,050 |
-1,110 |
May11 |
110304 |
2411 |
2425 |
2335 |
2340 |
-56 |
6,564 |
48,161 |
-258 |
Jul11 |
110304 |
2335 |
2348 |
2273 |
2276 |
-47 |
1,995 |
26,149 |
+169 |
Sep11 |
110304 |
2300 |
2306 |
2246 |
2250 |
-34 |
1,352 |
23,298 |
+249 |
Dec11 |
110304 |
2275 |
2278 |
2222 |
2225 |
-33 |
832 |
32,149 |
+10 |
Mar12 |
110304 |
2267 |
2273 |
2217 |
2217 |
-31 |
262 |
24,754 |
-66 |
May12 |
110304 |
2259 |
2265 |
2221 |
2221 |
-31 |
0 |
4,702 |
+0 |
Total Volume and Open Interest |
13,152 |
211,320 |
-1,006 |
London Sugar(LCE) |
May11 |
110304 |
757.00 |
762.20 |
728.20 |
735.70 |
-21.80 |
3,706 |
20,538 |
+285 |
Aug11 |
110304 |
731.60 |
735.70 |
704.10 |
711.70 |
-19.70 |
868 |
11,246 |
+224 |
Oct11 |
110304 |
690.50 |
694.10 |
667.50 |
670.90 |
-18.90 |
140 |
3,295 |
+3 |
Dec11 |
110304 |
661.20 |
661.70 |
648.00 |
648.00 |
-21.90 |
23 |
1,253 |
+19 |
Mar12 |
110304 |
640.30 |
640.30 |
640.30 |
640.30 |
-21.60 |
65 |
1,127 |
+26 |
Total Volume and Open Interest |
4,831 |
37,969 |
+582 |
Cotton(ICE) |
Mar11 |
110304 |
211.79 |
217.77 |
204.00 |
215.15 |
+6.95 |
161 |
412 |
+33 |
May11 |
110304 |
207.00 |
212.70 |
206.40 |
212.70 |
+7.00 |
7,794 |
71,322 |
-725 |
Jul11 |
110304 |
195.10 |
202.97 |
195.10 |
202.97 |
+7.00 |
4,518 |
37,890 |
+150 |
Oct11 |
110304 |
156.62 |
156.62 |
154.00 |
154.30 |
-0.20 |
13 |
382 |
-2 |
Dec11 |
110304 |
126.10 |
127.94 |
122.82 |
123.31 |
-3.49 |
7,591 |
57,074 |
-54 |
Mar12 |
110304 |
117.30 |
119.95 |
116.55 |
116.73 |
-3.03 |
362 |
3,795 |
-5 |
Total Volume and Open Interest |
20,778 |
174,733 |
-673 |
Lumber(CME) |
Mar11 |
110304 |
297.5 |
305.6 |
296.9 |
303.2 |
+6.1 |
452 |
1,194 |
-341 |
May11 |
110304 |
316.1 |
324.9 |
315.3 |
322.5 |
+7.3 |
488 |
5,978 |
+89 |
Jul11 |
110304 |
325.1 |
334.5 |
325.0 |
329.8 |
+4.8 |
292 |
2,265 |
+147 |
Sep11 |
110304 |
328.8 |
338.0 |
328.7 |
336.4 |
+7.6 |
15 |
244 |
+9 |
Total Volume and Open Interest |
1,247 |
9,685 |
-96 |
Crude Oil(NYM) |
Apr11 |
110304 |
101.70 |
104.94 |
101.54 |
104.42 |
+2.51 |
446,378 |
293,546 |
-1,465 |
May11 |
110304 |
102.79 |
106.24 |
102.70 |
105.61 |
+2.52 |
164,094 |
217,016 |
+4,257 |
Jun11 |
110304 |
103.58 |
106.70 |
103.51 |
106.17 |
+2.40 |
110,388 |
141,812 |
+139 |
Jul11 |
110304 |
104.10 |
107.01 |
104.01 |
106.52 |
+2.27 |
29,354 |
81,112 |
+3,867 |
Aug11 |
110304 |
104.79 |
107.08 |
104.45 |
106.63 |
+2.09 |
17,224 |
43,937 |
-964 |
Sep11 |
110304 |
104.82 |
106.88 |
104.76 |
106.66 |
+1.88 |
18,588 |
50,180 |
+1,930 |
Oct11 |
110304 |
105.39 |
106.83 |
105.39 |
106.65 |
+1.69 |
9,852 |
32,303 |
+901 |
Nov11 |
110304 |
105.87 |
106.77 |
105.61 |
106.62 |
+1.51 |
10,724 |
32,324 |
+1,682 |
Dec11 |
110304 |
105.22 |
106.80 |
105.00 |
106.56 |
+1.34 |
73,740 |
177,982 |
-6,855 |
Jan12 |
110304 |
106.14 |
106.44 |
105.84 |
106.38 |
+1.17 |
6,236 |
35,745 |
+209 |
Feb12 |
110304 |
106.15 |
106.15 |
105.99 |
106.13 |
+1.04 |
2,976 |
14,764 |
-159 |
Mar12 |
110304 |
105.80 |
105.85 |
105.77 |
105.85 |
+0.94 |
2,464 |
22,452 |
-130 |
Apr12 |
110304 |
105.84 |
105.84 |
105.34 |
105.51 |
+0.85 |
742 |
8,897 |
+105 |
May12 |
110304 |
105.12 |
105.16 |
104.99 |
105.16 |
+0.77 |
1,235 |
9,516 |
+77 |
Jun12 |
110304 |
104.75 |
105.32 |
104.61 |
104.85 |
+0.69 |
5,540 |
56,883 |
-999 |
Jul12 |
110304 |
104.57 |
104.57 |
104.57 |
104.57 |
+0.64 |
59 |
11,182 |
+15 |
Total Volume and Open Interest |
942,468 |
1,574,388 |
+4,869 |
e-miNY Crude Oil(NYM) |
Mar11 |
110218 |
86.450 |
87.875 |
85.675 |
86.200 |
-0.150 |
5,303 |
9,418 |
-472 |
Apr11 |
110301 |
96.900 |
100.750 |
96.275 |
99.625 |
+2.650 |
|
|
|
May11 |
110304 |
103.000 |
106.250 |
102.950 |
105.600 |
+2.500 |
1,006 |
1,611 |
-24 |
Jun11 |
110304 |
104.175 |
106.625 |
103.950 |
106.175 |
+2.400 |
418 |
430 |
+207 |
Jul11 |
110304 |
104.600 |
106.525 |
104.600 |
106.525 |
+2.275 |
9 |
52 |
+2 |
Aug11 |
110304 |
106.625 |
106.625 |
106.625 |
106.625 |
+2.075 |
1 |
14 |
+1 |
Sep11 |
110304 |
104.750 |
106.650 |
104.750 |
106.650 |
+1.875 |
3 |
8 |
+1 |
Oct11 |
110304 |
106.650 |
106.650 |
106.650 |
106.650 |
+1.700 |
1 |
53 |
+0 |
Nov11 |
110304 |
106.625 |
106.625 |
106.625 |
106.625 |
+1.525 |
1 |
14 |
+1 |
Dec11 |
110304 |
106.450 |
106.750 |
106.450 |
106.550 |
+1.325 |
2 |
178 |
+2 |
Total Volume and Open Interest |
18,839 |
5,753 |
+240 |
Heating Oil(NYM) |
Apr11 |
110304 |
304.46 |
309.30 |
304.46 |
308.93 |
+4.00 |
53,656 |
92,734 |
-3,616 |
May11 |
110304 |
305.80 |
309.99 |
305.80 |
309.57 |
+3.69 |
20,505 |
49,556 |
+798 |
Jun11 |
110304 |
307.35 |
310.57 |
307.00 |
310.23 |
+3.42 |
22,504 |
47,868 |
+1,719 |
Jul11 |
110304 |
308.41 |
311.50 |
308.01 |
311.21 |
+3.01 |
9,555 |
23,267 |
+1,325 |
Aug11 |
110304 |
310.59 |
312.72 |
309.82 |
312.27 |
+2.69 |
4,517 |
14,373 |
+1,563 |
Sep11 |
110304 |
311.67 |
314.10 |
311.00 |
313.61 |
+2.46 |
5,963 |
11,582 |
-153 |
Oct11 |
110304 |
313.00 |
315.09 |
313.00 |
315.09 |
+2.34 |
2,201 |
6,881 |
+472 |
Nov11 |
110304 |
314.00 |
316.62 |
314.00 |
316.62 |
+2.20 |
2,464 |
6,643 |
+49 |
Dec11 |
110304 |
316.18 |
318.47 |
315.40 |
318.01 |
+2.07 |
9,340 |
28,376 |
+559 |
Jan12 |
110304 |
319.36 |
319.36 |
319.36 |
319.36 |
+1.91 |
2,141 |
5,755 |
+251 |
Feb12 |
110304 |
319.40 |
319.40 |
319.40 |
319.40 |
+1.74 |
191 |
2,118 |
+25 |
Mar12 |
110304 |
318.08 |
318.08 |
318.08 |
318.08 |
+1.49 |
78 |
1,221 |
+11 |
Total Volume and Open Interest |
134,341 |
302,508 |
+3,541 |
Gasoline(NYMEX) |
Apr11 |
110304 |
302.20 |
305.41 |
302.20 |
304.64 |
+2.02 |
47,497 |
89,448 |
-2,019 |
May11 |
110304 |
303.45 |
305.97 |
303.40 |
305.25 |
+1.96 |
24,132 |
56,858 |
-71 |
Jun11 |
110304 |
302.90 |
304.92 |
302.63 |
304.42 |
+1.92 |
18,074 |
34,229 |
+435 |
Jul11 |
110304 |
302.85 |
303.56 |
302.00 |
303.04 |
+1.78 |
9,863 |
20,107 |
+672 |
Aug11 |
110304 |
300.93 |
301.95 |
299.90 |
301.35 |
+1.64 |
5,022 |
11,621 |
-247 |
Sep11 |
110304 |
298.55 |
299.02 |
298.14 |
298.85 |
+1.45 |
5,212 |
10,444 |
+488 |
Oct11 |
110304 |
286.29 |
286.29 |
285.32 |
286.10 |
+0.88 |
1,359 |
6,087 |
+93 |
Nov11 |
110304 |
282.50 |
283.10 |
282.02 |
283.10 |
+0.78 |
928 |
4,776 |
+113 |
Dec11 |
110304 |
281.70 |
282.20 |
280.23 |
281.35 |
+0.75 |
1,772 |
24,802 |
+202 |
Jan12 |
110304 |
280.85 |
281.55 |
280.24 |
281.55 |
+0.55 |
98 |
3,941 |
+46 |
Total Volume and Open Interest |
114,442 |
277,100 |
-236 |
e-miNY RBOB Gasoline(NYM) |
Apr11 |
110304 |
304.60 |
304.64 |
304.60 |
304.60 |
+2.00 |
0 |
2 |
+0 |
May11 |
110304 |
305.30 |
305.30 |
305.25 |
305.30 |
+2.00 |
0 |
1 |
+0 |
Jun11 |
110304 |
304.40 |
304.42 |
304.40 |
304.40 |
+1.90 |
0 |
1 |
+0 |
Jul11 |
110304 |
303.00 |
303.04 |
303.00 |
303.00 |
+1.70 |
|
|
|
Total Volume and Open Interest |
1 |
6 |
-1 |
Natural Gas(NYM) |
Apr11 |
110304 |
3.782 |
3.826 |
3.731 |
3.809 |
+0.031 |
93,450 |
218,907 |
-6,877 |
May11 |
110304 |
3.861 |
3.904 |
3.809 |
3.887 |
+0.028 |
38,375 |
225,499 |
-2,162 |
Jun11 |
110304 |
3.944 |
3.973 |
3.884 |
3.957 |
+0.025 |
27,298 |
71,860 |
-3,941 |
Jul11 |
110304 |
3.997 |
4.049 |
3.964 |
4.036 |
+0.025 |
23,588 |
69,002 |
+3,487 |
Aug11 |
110304 |
4.010 |
4.082 |
3.994 |
4.071 |
+0.025 |
6,919 |
26,339 |
+354 |
Sep11 |
110304 |
4.040 |
4.096 |
4.012 |
4.084 |
+0.024 |
7,451 |
26,602 |
+556 |
Oct11 |
110304 |
4.089 |
4.140 |
4.051 |
4.129 |
+0.023 |
18,611 |
75,104 |
+1,320 |
Nov11 |
110304 |
4.272 |
4.327 |
4.261 |
4.314 |
+0.020 |
7,128 |
31,185 |
+1,305 |
Dec11 |
110304 |
4.559 |
4.596 |
4.530 |
4.580 |
+0.019 |
2,991 |
25,940 |
+452 |
Jan12 |
110304 |
4.654 |
4.733 |
4.654 |
4.719 |
+0.019 |
9,070 |
58,651 |
-504 |
Feb12 |
110304 |
4.650 |
4.722 |
4.650 |
4.712 |
+0.018 |
1,267 |
12,939 |
-143 |
Mar12 |
110304 |
4.600 |
4.665 |
4.600 |
4.653 |
+0.018 |
1,502 |
26,655 |
+76 |
Apr12 |
110304 |
4.499 |
4.534 |
4.493 |
4.529 |
+0.019 |
1,108 |
24,310 |
-51 |
May12 |
110304 |
4.544 |
4.562 |
4.544 |
4.562 |
+0.019 |
113 |
5,823 |
+13 |
Jun12 |
110304 |
4.590 |
4.600 |
4.590 |
4.597 |
+0.019 |
124 |
4,575 |
+0 |
Jul12 |
110304 |
4.631 |
4.662 |
4.612 |
4.639 |
+0.019 |
276 |
3,744 |
+93 |
Total Volume and Open Interest |
240,229 |
976,570 |
-5,638 |
Brent Crude Oil(ICE) |
Apr11 |
110304 |
114.85 |
116.49 |
114.79 |
115.97 |
+1.18 |
208,292 |
168,970 |
-15,029 |
May11 |
110304 |
115.00 |
116.40 |
114.82 |
115.89 |
+1.06 |
105,830 |
146,862 |
-2,975 |
Jun11 |
110304 |
114.87 |
116.25 |
114.75 |
115.75 |
+0.95 |
77,893 |
121,225 |
-4,584 |
Jul11 |
110304 |
114.72 |
116.03 |
114.71 |
115.55 |
+0.86 |
26,624 |
44,030 |
+4,069 |
Aug11 |
110304 |
114.55 |
115.84 |
114.55 |
115.38 |
+0.80 |
12,979 |
28,769 |
+3,169 |
Sep11 |
110304 |
114.32 |
115.59 |
114.31 |
115.14 |
+0.76 |
8,324 |
30,790 |
+686 |
Oct11 |
110304 |
114.14 |
115.26 |
114.14 |
114.89 |
+0.69 |
4,919 |
19,269 |
+88 |
Nov11 |
110304 |
113.97 |
115.02 |
113.97 |
114.59 |
+0.59 |
4,051 |
16,752 |
+186 |
Dec11 |
110304 |
113.81 |
114.93 |
113.81 |
114.30 |
+0.49 |
46,028 |
98,317 |
-4,163 |
Jan12 |
110304 |
113.94 |
114.04 |
113.93 |
114.04 |
+0.40 |
5,718 |
16,794 |
+523 |
Feb12 |
110304 |
113.76 |
113.79 |
113.76 |
113.79 |
+0.31 |
3,620 |
10,444 |
+1,174 |
Mar12 |
110304 |
113.50 |
113.50 |
113.50 |
113.50 |
+0.24 |
2,620 |
16,850 |
-90 |
Apr12 |
110304 |
113.11 |
113.11 |
113.11 |
113.11 |
+0.18 |
640 |
4,064 |
+208 |
May12 |
110304 |
112.70 |
112.70 |
112.70 |
112.70 |
+0.15 |
672 |
3,734 |
-265 |
Total Volume and Open Interest |
528,057 |
866,731 |
-15,516 |
Gas Oil(ICE) |
Mar11 |
110304 |
960.00 |
971.00 |
960.00 |
966.25 |
+6.75 |
50,203 |
112,030 |
-6,111 |
Apr11 |
110304 |
963.00 |
974.00 |
961.50 |
969.00 |
+6.50 |
107,114 |
167,406 |
+3,230 |
May11 |
110304 |
967.25 |
975.50 |
964.25 |
971.25 |
+6.00 |
37,318 |
82,878 |
-829 |
Jun11 |
110304 |
969.00 |
977.50 |
967.00 |
973.50 |
+5.50 |
30,534 |
65,110 |
+732 |
Jul11 |
110304 |
972.00 |
980.00 |
970.00 |
975.75 |
+5.00 |
11,623 |
28,152 |
-297 |
Aug11 |
110304 |
979.75 |
982.25 |
974.50 |
978.25 |
+4.50 |
6,850 |
23,161 |
-775 |
Sep11 |
110304 |
982.75 |
984.75 |
977.00 |
980.75 |
+4.00 |
8,101 |
24,313 |
-30 |
Oct11 |
110304 |
984.00 |
985.25 |
978.25 |
982.00 |
+4.00 |
5,185 |
20,447 |
+526 |
Nov11 |
110304 |
985.00 |
985.25 |
979.50 |
982.00 |
+3.75 |
4,665 |
15,882 |
-185 |
Dec11 |
110304 |
981.00 |
986.50 |
978.75 |
982.75 |
+3.25 |
16,477 |
54,381 |
-35 |
Total Volume and Open Interest |
285,505 |
689,299 |
-3,442 |
Ethanol(CBOT) |
Mar11 |
110303 |
2.585 |
2.585 |
2.583 |
2.583 |
-0.007 |
90 |
273 |
-46 |
Apr11 |
110304 |
2.634 |
2.634 |
2.600 |
2.618 |
unch |
456 |
989 |
-171 |
May11 |
110304 |
2.610 |
2.614 |
2.598 |
2.605 |
-0.008 |
214 |
753 |
+54 |
Jun11 |
110304 |
2.620 |
2.620 |
2.593 |
2.607 |
-0.010 |
98 |
1,075 |
+49 |
Jul11 |
110304 |
2.610 |
2.620 |
2.595 |
2.604 |
-0.005 |
98 |
1,291 |
+47 |
Aug11 |
110304 |
2.595 |
2.600 |
2.585 |
2.595 |
-0.007 |
67 |
1,015 |
+11 |
Sep11 |
110304 |
2.495 |
2.495 |
2.485 |
2.490 |
-0.006 |
70 |
878 |
+55 |
Oct11 |
110304 |
2.340 |
2.345 |
2.333 |
2.338 |
-0.011 |
46 |
605 |
+7 |
Total Volume and Open Interest |
1,200 |
8,181 |
-1 |
WTI Crude Oil(ICE |
Apr11 |
110304 |
101.92 |
105.17 |
101.84 |
104.42 |
+2.51 |
116,115 |
79,249 |
-11,418 |
May11 |
110304 |
103.00 |
106.20 |
103.00 |
105.61 |
+2.52 |
64,525 |
87,150 |
+2,326 |
Jun11 |
110304 |
104.31 |
106.61 |
104.03 |
106.17 |
+2.40 |
49,832 |
73,007 |
-3,444 |
Jul11 |
110304 |
104.55 |
106.67 |
104.55 |
106.52 |
+2.27 |
17,916 |
30,445 |
+1,745 |
Aug11 |
110304 |
104.81 |
106.73 |
104.81 |
106.63 |
+2.09 |
9,508 |
16,884 |
+1,877 |
Sep11 |
110304 |
105.04 |
106.83 |
105.04 |
106.66 |
+1.88 |
7,191 |
26,404 |
+213 |
Oct11 |
110304 |
105.52 |
106.69 |
105.52 |
106.65 |
+1.69 |
3,047 |
17,572 |
+17 |
Nov11 |
110304 |
105.67 |
106.70 |
105.67 |
106.62 |
+1.51 |
3,140 |
12,780 |
+104 |
Dec11 |
110304 |
105.46 |
106.88 |
105.46 |
106.56 |
+1.34 |
39,451 |
88,982 |
-3,863 |
Jan12 |
110304 |
106.38 |
106.38 |
106.38 |
106.38 |
+1.17 |
1,229 |
9,915 |
+245 |
Feb12 |
110304 |
106.13 |
106.13 |
106.13 |
106.13 |
+1.04 |
185 |
2,118 |
+46 |
Mar12 |
110304 |
105.85 |
105.85 |
105.85 |
105.85 |
+0.94 |
261 |
4,435 |
-10 |
Apr12 |
110304 |
105.51 |
105.51 |
105.51 |
105.51 |
+0.85 |
159 |
3,007 |
+78 |
May12 |
110304 |
105.16 |
105.16 |
105.16 |
105.16 |
+0.77 |
37 |
1,128 |
+11 |
Jun12 |
110304 |
104.89 |
105.06 |
104.60 |
104.85 |
+0.69 |
1,406 |
27,252 |
+160 |
Jul12 |
110304 |
104.57 |
104.57 |
104.57 |
104.57 |
+0.64 |
31 |
555 |
+0 |
Total Volume and Open Interest |
328,908 |
570,563 |
-9,277 |
US Dollar Index(ICE) |
Mar11 |
110304 |
76.510 |
76.640 |
76.285 |
76.415 |
-0.080 |
32,448 |
55,011 |
+10,318 |
Jun11 |
110304 |
76.780 |
76.905 |
76.600 |
76.705 |
-0.080 |
972 |
1,911 |
+210 |
Sep11 |
110304 |
77.065 |
77.065 |
77.065 |
77.065 |
-0.080 |
0 |
10 |
+0 |
Total Volume and Open Interest |
33,420 |
56,933 |
+10,528 |
Australian Dollar(CME) |
Mar11 |
110304 |
101.20 |
101.40 |
100.65 |
101.20 |
-0.20 |
93,375 |
133,306 |
-9 |
Jun11 |
110304 |
100.04 |
100.26 |
99.53 |
100.06 |
-0.20 |
1,866 |
3,425 |
+1,281 |
Sep11 |
110304 |
98.81 |
99.00 |
98.81 |
98.81 |
-0.19 |
0 |
14 |
+0 |
Total Volume and Open Interest |
95,247 |
136,799 |
+1,272 |
British Pound(CME) |
Mar11 |
110304 |
162.74 |
163.30 |
162.20 |
162.61 |
-0.12 |
104,401 |
124,708 |
+280 |
Jun11 |
110304 |
162.62 |
163.12 |
162.00 |
162.43 |
-0.12 |
1,898 |
3,078 |
+1,203 |
Sep11 |
110304 |
162.22 |
162.24 |
161.80 |
162.13 |
-0.11 |
0 |
14 |
+0 |
Total Volume and Open Interest |
106,300 |
127,833 |
+1,483 |
Canadian Dollar(CME) |
Mar11 |
110304 |
102.80 |
103.09 |
102.62 |
102.82 |
-0.05 |
68,830 |
137,016 |
+1,339 |
Jun11 |
110304 |
102.61 |
102.86 |
102.42 |
102.61 |
-0.05 |
1,811 |
10,621 |
+1,043 |
Sep11 |
110304 |
102.32 |
102.63 |
102.31 |
102.34 |
-0.04 |
78 |
1,263 |
+62 |
Dec11 |
110304 |
102.15 |
102.15 |
102.00 |
102.04 |
-0.03 |
63 |
1,802 |
-15 |
Total Volume and Open Interest |
70,782 |
150,843 |
+2,429 |
Japanese Yen(CME) |
Mar11 |
110304 |
121.34 |
121.65 |
120.36 |
121.44 |
+0.04 |
133,769 |
126,061 |
-4,399 |
Jun11 |
110304 |
121.46 |
121.73 |
120.45 |
121.53 |
+0.04 |
5,908 |
8,850 |
+2,814 |
Sep11 |
110304 |
121.66 |
121.66 |
121.62 |
121.66 |
+0.04 |
0 |
37 |
+0 |
Total Volume and Open Interest |
139,677 |
134,976 |
-1,585 |
Swiss Franc(CME) |
Mar11 |
110304 |
107.31 |
108.43 |
107.17 |
107.97 |
+0.66 |
61,773 |
59,531 |
+3,159 |
Jun11 |
110304 |
107.35 |
108.46 |
107.25 |
108.04 |
+0.65 |
973 |
1,445 |
+476 |
Sep11 |
110304 |
108.11 |
108.11 |
107.45 |
108.11 |
+0.66 |
1 |
8 |
+0 |
Total Volume and Open Interest |
62,747 |
60,995 |
+3,635 |
EuroFX(CME) |
Mar11 |
110304 |
139.59 |
140.07 |
139.38 |
139.85 |
+0.29 |
336,858 |
213,545 |
+4,746 |
Jun11 |
110304 |
139.36 |
139.86 |
139.20 |
139.64 |
+0.28 |
6,955 |
11,454 |
+3,631 |
Sep11 |
110304 |
139.31 |
139.31 |
138.98 |
139.29 |
+0.28 |
3 |
87 |
+2 |
Total Volume and Open Interest |
343,817 |
225,445 |
+8,379 |
Mexican Peso(CME) |
Mar11 |
110304 |
832.8 |
835.5 |
830.5 |
832.8 |
-0.5 |
24,814 |
129,571 |
-708 |
Apr11 |
110304 |
832.2 |
832.8 |
832.2 |
832.2 |
-0.5 |
|
|
|
Total Volume and Open Interest |
25,672 |
134,497 |
-324 |
30-Year T-Bonds(CBOT) |
Mar11 |
110304 |
120~180 |
120~260 |
120~180 |
120~260 |
+0~270 |
|
|
|
Jun11 |
110304 |
118~190 |
119~140 |
118~050 |
119~070 |
+0~270 |
388,730 |
598,827 |
-449 |
Sep11 |
110304 |
117~200 |
117~200 |
116~250 |
117~200 |
+0~270 |
0 |
1 |
+0 |
Total Volume and Open Interest |
433,890 |
647,553 |
-17,202 |
10-Year T-Notes(CBOT) |
Mar11 |
110304 |
119~105 |
120~025 |
118~315 |
120~000 |
+0~245 |
100,121 |
67,982 |
-17,937 |
Jun11 |
110304 |
117~295 |
118~230 |
117~180 |
118~200 |
+0~255 |
1,236,300 |
1,430,566 |
+39,118 |
Sep11 |
110304 |
117~050 |
117~140 |
116~205 |
117~140 |
+0~255 |
0 |
12 |
+0 |
Total Volume and Open Interest |
1,336,421 |
1,498,564 |
+21,181 |
5-Year T-Notes(CBOT) |
Mar11 |
110304 |
117~068 |
117~093 |
117~068 |
117~093 |
+0~079 |
83,705 |
65,710 |
-22,880 |
Jun11 |
110304 |
116~026 |
116~108 |
115~114 |
116~102 |
+0~086 |
789,357 |
1,174,195 |
+13,372 |
Sep11 |
110304 |
116~000 |
116~000 |
115~042 |
116~000 |
+0~086 |
|
|
|
Total Volume and Open Interest |
873,062 |
1,239,905 |
-9,508 |
2 Year T-Notes(CBOT) |
Mar11 |
110304 |
109~044 |
109~067 |
109~028 |
109~065 |
+0~025 |
60,596 |
60,353 |
-20,417 |
Jun11 |
110304 |
108~124 |
109~024 |
108~105 |
109~021 |
+0~029 |
305,625 |
808,960 |
+4,209 |
Sep11 |
110304 |
108~113 |
108~113 |
108~084 |
108~113 |
+0~029 |
|
|
|
Total Volume and Open Interest |
366,221 |
869,313 |
-16,208 |
Eurodollars(CME) |
Mar11 |
110304 |
99.688 |
99.690 |
99.683 |
99.688 |
+0.003 |
127,401 |
1,014,500 |
-6,823 |
Jun11 |
110304 |
99.630 |
99.645 |
99.605 |
99.640 |
+0.020 |
236,922 |
1,184,801 |
-17,787 |
Sep11 |
110304 |
99.520 |
99.555 |
99.465 |
99.550 |
+0.045 |
232,664 |
1,371,129 |
+17,286 |
Dec11 |
110304 |
99.320 |
99.400 |
99.250 |
99.395 |
+0.090 |
277,483 |
1,332,277 |
+37,782 |
Mar12 |
110304 |
99.020 |
99.150 |
98.935 |
99.135 |
+0.130 |
292,048 |
1,217,645 |
+26,322 |
Jun12 |
110304 |
98.660 |
98.805 |
98.555 |
98.790 |
+0.155 |
257,357 |
762,621 |
+4,483 |
Sep12 |
110304 |
98.285 |
98.435 |
98.175 |
98.420 |
+0.165 |
183,694 |
563,785 |
+3,113 |
Dec12 |
110304 |
97.950 |
98.100 |
97.840 |
98.080 |
+0.165 |
165,324 |
436,387 |
-9,210 |
Mar13 |
110304 |
97.655 |
97.805 |
97.540 |
97.785 |
+0.165 |
151,169 |
293,526 |
+524 |
Jun13 |
110304 |
97.380 |
97.520 |
97.265 |
97.500 |
+0.160 |
98,517 |
196,139 |
+295 |
Sep13 |
110304 |
97.115 |
97.255 |
97.005 |
97.230 |
+0.150 |
87,264 |
203,485 |
+2,241 |
Dec13 |
110304 |
96.860 |
96.995 |
96.760 |
96.970 |
+0.140 |
65,233 |
170,525 |
-2,653 |
Mar14 |
110304 |
96.615 |
96.760 |
96.540 |
96.735 |
+0.135 |
23,003 |
123,669 |
-625 |
Jun14 |
110304 |
96.380 |
96.525 |
96.310 |
96.500 |
+0.130 |
21,593 |
99,926 |
+816 |
Sep14 |
110304 |
96.145 |
96.305 |
96.095 |
96.280 |
+0.130 |
17,839 |
59,857 |
-286 |
Dec14 |
110304 |
95.920 |
96.080 |
95.875 |
96.055 |
+0.130 |
15,464 |
73,501 |
-1,546 |
Mar15 |
110304 |
95.730 |
95.890 |
95.700 |
95.865 |
+0.130 |
7,356 |
55,745 |
-592 |
Jun15 |
110304 |
3.805 |
3.960 |
3.765 |
3.935 |
+0.130 |
8,430 |
39,132 |
+137 |
Total Volume and Open Interest |
2,293,056 |
9,382,349 |
+55,441 |
30 Day Federal Funds(CBOT) |
Mar11 |
110304 |
99.850 |
99.855 |
99.845 |
99.850 |
unch |
9,653 |
66,860 |
+1,251 |
Apr11 |
110304 |
99.855 |
99.865 |
99.850 |
99.860 |
unch |
1,292 |
58,900 |
-39 |
May11 |
110304 |
99.855 |
99.865 |
99.850 |
99.860 |
unch |
1,346 |
63,461 |
-91 |
Jun11 |
110304 |
99.855 |
99.865 |
99.845 |
99.860 |
+0.005 |
2,066 |
44,730 |
-1,034 |
Jul11 |
110304 |
99.835 |
99.850 |
99.830 |
99.845 |
+0.005 |
1,454 |
46,592 |
-707 |
Aug11 |
110304 |
99.820 |
99.840 |
99.805 |
99.835 |
+0.015 |
2,920 |
35,936 |
+542 |
Total Volume and Open Interest |
57,861 |
567,491 |
+9,267 |
30 Day Fed Funds(e-CBOT) |
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 |
110304 |
99.662 |
99.662 |
99.662 |
99.662 |
+0.002 |
170 |
4,431 |
+60 |
Jun11 |
110304 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
0 |
150 |
+0 |
Sep11 |
110304 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Dec11 |
110304 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
0 |
75 |
+0 |
Mar12 |
110304 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Jun12 |
110304 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep12 |
110304 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Dec12 |
110304 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Mar13 |
110304 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Jun13 |
110304 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
Total Volume and Open Interest |
170 |
4,656 |
+60 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110304 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
6,384 |
+378 |
Jun11 |
110304 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
125 |
1,536 |
+114 |
Sep11 |
110304 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
1 |
766 |
+0 |
Dec11 |
110304 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
1,909 |
-1 |
Mar12 |
110304 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
405 |
+0 |
Jun12 |
110304 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
110304 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
310 |
+0 |
Dec12 |
110304 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
126 |
12,069 |
+491 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110303 |
139.57 |
139.75 |
139.50 |
139.62 |
-0.10 |
3,571 |
13,233 |
-116 |
Jun11 |
110304 |
138.72 |
138.72 |
138.35 |
138.55 |
-0.22 |
666 |
2,236 |
+607 |
Sep11 |
110304 |
136.12 |
136.12 |
136.12 |
136.12 |
-0.22 |
|
|
|
Total Volume and Open Interest |
2,870 |
13,826 |
-908 |
Euro-Bund(EUREX) |
Mar11 |
110304 |
122.65 |
123.33 |
122.56 |
123.15 |
-0.72 |
1,313,570 |
1,333,531 |
-301,927 |
Jun11 |
110304 |
121.14 |
121.93 |
121.12 |
121.74 |
+0.29 |
216,493 |
660,004 |
+364,726 |
Sep11 |
110304 |
120.95 |
121.30 |
120.95 |
121.30 |
+0.28 |
1 |
502 |
+501 |
Total Volume and Open Interest |
1,207,777 |
2,228,492 |
+599,682 |
Euro-Bobl(EUREX) |
Mar11 |
110304 |
116.02 |
116.31 |
115.83 |
116.20 |
+0.09 |
648,647 |
1,159,128 |
+233,712 |
Jun11 |
110304 |
114.63 |
114.89 |
114.38 |
114.77 |
+0.09 |
127,787 |
577,964 |
+333,966 |
Sep11 |
110304 |
114.21 |
114.21 |
114.21 |
114.21 |
+0.08 |
|
|
|
Total Volume and Open Interest |
776,434 |
1,737,092 |
+567,678 |
3-Mth Euribor(EUREX) |
Mar11 |
110304 |
98.770 |
98.780 |
98.770 |
98.775 |
-0.005 |
252 |
5,989 |
-114 |
Jun11 |
110304 |
98.365 |
98.400 |
98.365 |
98.390 |
+0.015 |
25 |
9,759 |
+332 |
Sep11 |
110304 |
98.060 |
98.080 |
98.060 |
98.080 |
unch |
0 |
2,172 |
-25 |
Total Volume and Open Interest |
281 |
25,754 |
+193 |
Long Gilt(LIFFE) |
Mar11 |
110304 |
117~03 |
118~00 |
117~03 |
117~26 |
+0~23 |
8,973 |
27,414 |
-5,949 |
Jun11 |
110304 |
115~25 |
116~25 |
115~25 |
116~17 |
+0~23 |
118,821 |
284,646 |
-4,375 |
Total Volume and Open Interest |
127,794 |
312,060 |
-10,324 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110304 |
99.16 |
99.18 |
99.15 |
99.17 |
+0.01 |
36,326 |
311,567 |
-2,930 |
Jun11 |
110304 |
98.89 |
98.93 |
98.88 |
98.92 |
+0.03 |
101,316 |
349,639 |
-12,757 |
Sep11 |
110304 |
98.63 |
98.67 |
98.60 |
98.66 |
+0.05 |
71,303 |
330,976 |
-6,565 |
Dec11 |
110304 |
98.32 |
98.40 |
98.30 |
98.38 |
+0.06 |
79,676 |
373,191 |
-5,723 |
Mar12 |
110304 |
98.04 |
98.12 |
98.01 |
98.11 |
+0.08 |
89,173 |
273,189 |
+6,585 |
Jun12 |
110304 |
97.74 |
97.84 |
97.71 |
97.82 |
+0.08 |
65,655 |
181,752 |
-4,724 |
Total Volume and Open Interest |
581,197 |
2,275,443 |
-23,664 |
3-Mth Euribor(LIFFE) |
Mar11 |
110304 |
98.755 |
98.795 |
98.755 |
98.775 |
-0.005 |
81,007 |
591,127 |
-12,507 |
Jun11 |
110304 |
98.360 |
98.415 |
98.350 |
98.390 |
+0.015 |
113,015 |
646,389 |
+12,067 |
Sep11 |
110304 |
98.080 |
98.110 |
98.045 |
98.080 |
unch |
116,207 |
642,196 |
+17,017 |
Total Volume and Open Interest |
766,539 |
3,711,499 |
+26,387 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110304 |
95.03 |
95.04 |
95.02 |
95.03 |
-0.01 |
16,395 |
90,195 |
-6,711 |
Jun11 |
110304 |
94.97 |
94.98 |
94.94 |
94.96 |
-0.02 |
18,057 |
199,846 |
+875 |
Sep11 |
110304 |
94.86 |
94.86 |
94.80 |
94.83 |
-0.03 |
13,816 |
132,624 |
-2,302 |
Dec11 |
110304 |
94.73 |
94.74 |
94.67 |
94.70 |
-0.04 |
5,850 |
73,851 |
+279 |
Mar12 |
110304 |
94.63 |
94.64 |
94.57 |
94.60 |
-0.04 |
3,246 |
57,078 |
-536 |
Jun12 |
110304 |
94.58 |
94.58 |
94.51 |
94.54 |
-0.04 |
1,290 |
43,458 |
-111 |
Sep12 |
110304 |
94.52 |
94.52 |
94.46 |
94.49 |
-0.03 |
1,616 |
31,118 |
+100 |
Dec12 |
110304 |
94.47 |
94.47 |
94.41 |
94.43 |
-0.04 |
1,180 |
18,368 |
+208 |
Mar13 |
110304 |
94.42 |
94.43 |
94.36 |
94.39 |
-0.05 |
2 |
3,423 |
+2 |
Jun13 |
110304 |
94.36 |
94.38 |
94.28 |
94.33 |
-0.06 |
12 |
617 |
+3 |
Total Volume and Open Interest |
61,476 |
652,277 |
-8,189 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110304 |
94.46 |
94.48 |
94.38 |
94.42 |
-0.05 |
39,056 |
371,596 |
-18,937 |
Jun11 |
110304 |
94.40 |
94.40 |
94.40 |
94.40 |
-0.05 |
0 |
5 |
+0 |
Total Volume and Open Interest |
39,056 |
371,601 |
-18,937 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110301 |
94.90 |
94.91 |
94.84 |
94.88 |
-0.02 |
|
|
|
Jun11 |
110304 |
94.74 |
94.74 |
94.73 |
94.73 |
-0.05 |
|
|
|
Total Volume and Open Interest |
172,111 |
524,457 |
-9,898 |
Gold(CMX) |
Apr11 |
110304 |
1415.7 |
1432.8 |
1413.8 |
1428.6 |
+12.2 |
160,582 |
321,644 |
-3,774 |
Jun11 |
110304 |
1417.6 |
1434.0 |
1415.4 |
1430.1 |
+12.2 |
13,998 |
76,886 |
+3,940 |
Aug11 |
110304 |
1422.5 |
1436.5 |
1419.5 |
1431.5 |
+12.2 |
1,981 |
24,143 |
+836 |
Oct11 |
110304 |
1420.6 |
1435.6 |
1420.6 |
1432.9 |
+12.1 |
559 |
6,584 |
+247 |
Dec11 |
110304 |
1422.0 |
1439.2 |
1421.1 |
1434.2 |
+12.0 |
2,890 |
29,525 |
+1,858 |
Feb12 |
110304 |
1435.8 |
1439.8 |
1434.2 |
1436.0 |
+11.9 |
141 |
7,260 |
+90 |
Apr12 |
110304 |
1428.6 |
1438.8 |
1428.6 |
1438.2 |
+11.9 |
12 |
5,338 |
+10 |
Jun12 |
110304 |
1440.8 |
1440.8 |
1440.8 |
1440.8 |
+11.7 |
0 |
6,733 |
+0 |
Aug12 |
110304 |
1443.7 |
1443.7 |
1443.7 |
1443.7 |
+11.2 |
1 |
977 |
-1 |
Oct12 |
110304 |
1447.1 |
1447.1 |
1447.1 |
1447.1 |
+10.8 |
0 |
2,308 |
+0 |
Dec12 |
110304 |
1441.2 |
1455.9 |
1439.2 |
1451.4 |
+10.5 |
1,922 |
11,415 |
-955 |
Total Volume and Open Interest |
184,893 |
518,731 |
+2,947 |
Silver(CMX) |
Mar11 |
110304 |
3424.5 |
3562.0 |
3420.0 |
3531.7 |
+100.4 |
913 |
2,040 |
-211 |
May11 |
110304 |
3423.0 |
3556.0 |
3420.5 |
3532.7 |
+100.0 |
51,111 |
83,718 |
-783 |
Jul11 |
110304 |
3431.5 |
3563.0 |
3431.5 |
3532.4 |
+99.5 |
2,248 |
12,896 |
+234 |
Sep11 |
110304 |
3450.5 |
3556.0 |
3435.0 |
3531.4 |
+99.3 |
140 |
5,190 |
+48 |
Dec11 |
110304 |
3422.0 |
3560.5 |
3422.0 |
3529.7 |
+99.0 |
1,030 |
13,929 |
-12 |
Mar12 |
110304 |
3458.5 |
3526.0 |
3458.5 |
3523.1 |
+98.6 |
340 |
1,118 |
+222 |
May12 |
110304 |
3485.0 |
3518.7 |
3485.0 |
3518.7 |
+98.6 |
1 |
220 |
+1 |
Total Volume and Open Interest |
57,275 |
135,513 |
-289 |
Platinum(NYMEX) |
Apr11 |
110304 |
1827.9 |
1846.7 |
1827.8 |
1837.9 |
+4.9 |
6,641 |
36,980 |
-173 |
Jul11 |
110304 |
1840.9 |
1846.8 |
1833.0 |
1841.9 |
+4.9 |
688 |
4,354 |
+395 |
Oct11 |
110304 |
1845.8 |
1849.5 |
1843.9 |
1843.9 |
+4.9 |
47 |
485 |
+8 |
Jan12 |
110304 |
1846.3 |
1846.3 |
1846.3 |
1846.3 |
+4.9 |
0 |
12 |
+0 |
Total Volume and Open Interest |
7,376 |
41,851 |
+230 |
Palladium(NYMEX) |
Mar11 |
110304 |
810.50 |
810.50 |
807.80 |
807.80 |
-4.80 |
45 |
423 |
-57 |
Jun11 |
110304 |
814.05 |
822.80 |
800.00 |
809.80 |
-5.00 |
4,041 |
22,596 |
+752 |
Sep11 |
110304 |
811.90 |
812.35 |
811.15 |
811.15 |
-4.85 |
11 |
76 |
+3 |
Total Volume and Open Interest |
4,177 |
23,159 |
+702 |
Copper(CMX) |
Mar11 |
110304 |
446.70 |
453.55 |
445.85 |
447.20 |
-0.30 |
663 |
5,395 |
-603 |
May11 |
110304 |
449.10 |
455.40 |
446.50 |
448.55 |
-0.45 |
25,069 |
97,357 |
+118 |
Jul11 |
110304 |
452.15 |
456.20 |
447.90 |
449.85 |
-0.40 |
890 |
25,783 |
+116 |
Sep11 |
110304 |
452.40 |
452.60 |
449.95 |
450.50 |
-0.45 |
179 |
6,341 |
+25 |
Dec11 |
110304 |
455.85 |
455.85 |
450.80 |
450.80 |
-0.55 |
52 |
5,940 |
-14 |
Total Volume and Open Interest |
27,282 |
147,164 |
-417 |
DJIA Index(CBOT) |
Mar11 |
110304 |
12241 |
12280 |
12075 |
12154 |
-85 |
1,432 |
13,733 |
+974 |
Jun11 |
110304 |
12089 |
12174 |
12089 |
12089 |
-85 |
11 |
33 |
+11 |
Sep11 |
110304 |
12034 |
12119 |
12034 |
12034 |
-85 |
|
|
|
Dec11 |
110304 |
11979 |
12064 |
11979 |
11979 |
-85 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,443 |
13,767 |
+985 |
S & P 500(CME) |
Mar11 |
110304 |
1329.40 |
1334.40 |
1311.50 |
1320.30 |
-9.40 |
20,124 |
327,349 |
-522 |
Jun11 |
110304 |
1322.30 |
1324.50 |
1307.00 |
1315.40 |
-9.30 |
2,394 |
21,877 |
+1,370 |
Sep11 |
110304 |
1303.20 |
1319.80 |
1301.90 |
1310.30 |
-9.30 |
0 |
3,089 |
+3 |
Dec11 |
110304 |
1305.00 |
1314.90 |
1297.00 |
1305.40 |
-9.30 |
29 |
652 |
+18 |
Total Volume and Open Interest |
22,547 |
352,967 |
+869 |
S & P 500 E-Mini(Globex) |
Mar11 |
110304 |
1329.75 |
1334.50 |
1311.25 |
1320.25 |
-9.50 |
2,680,941 |
2,915,339 |
+16,992 |
Jun11 |
110304 |
1324.50 |
1329.50 |
1306.50 |
1315.50 |
-9.25 |
21,409 |
79,860 |
+7,917 |
Total Volume and Open Interest |
2,702,399 |
2,995,528 |
+24,933 |
NASDAQ 100(CME) |
Mar11 |
110304 |
2372.00 |
2379.80 |
2345.00 |
2359.80 |
-12.00 |
691 |
18,493 |
+104 |
Jun11 |
110304 |
2359.00 |
2363.00 |
2345.00 |
2357.50 |
-12.00 |
14 |
1,266 |
+1 |
Sep11 |
110304 |
2355.00 |
2357.00 |
2355.00 |
2355.00 |
-12.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
705 |
19,760 |
+105 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110304 |
2371.30 |
2378.80 |
2344.30 |
2359.80 |
-12.00 |
335,530 |
352,825 |
-5,124 |
Jun11 |
110304 |
2367.50 |
2376.50 |
2342.30 |
2357.50 |
-12.00 |
1,061 |
2,427 |
+3 |
Total Volume and Open Interest |
336,592 |
355,268 |
-5,121 |
S & P Midcap 400(CME) |
Mar11 |
110304 |
971.00 |
972.00 |
963.00 |
968.80 |
-6.20 |
104 |
3,186 |
-4 |
Jun11 |
110304 |
966.20 |
966.40 |
966.20 |
966.20 |
-6.20 |
|
|
|
Sep11 |
110304 |
964.10 |
964.30 |
964.10 |
964.10 |
-6.20 |
|
|
|
Total Volume and Open Interest |
104 |
3,186 |
-4 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110304 |
10650 |
10650 |
10650 |
10650 |
-75 |
|
|
|
Jun11 |
110304 |
10710 |
10730 |
10540 |
10620 |
-80 |
527 |
1,245 |
+202 |
Total Volume and Open Interest |
13,299 |
43,808 |
-588 |
Nikkei 225(SGX) |
Mar11 |
110304 |
10565 |
10775 |
10530 |
10690 |
+105 |
170,652 |
250,775 |
+205 |
Jun11 |
110304 |
10495 |
10700 |
10465 |
10615 |
+105 |
1,446 |
7,151 |
+1,215 |
Sep11 |
110304 |
10615 |
10615 |
10615 |
10615 |
+105 |
0 |
200 |
+0 |
Total Volume and Open Interest |
172,566 |
268,583 |
+1,824 |
CAC 40(EURONEXT) |
Mar11 |
110304 |
4078.5 |
4094.0 |
3988.0 |
4021.5 |
-41.0 |
165,385 |
364,099 |
+5,955 |
Apr11 |
110304 |
4076.0 |
4094.0 |
3994.0 |
4024.0 |
-41.0 |
481 |
668 |
+5 |
May11 |
110304 |
3954.5 |
3954.5 |
3954.5 |
3954.5 |
-39.5 |
3 |
16 |
+0 |
Total Volume and Open Interest |
166,581 |
365,518 |
+6,618 |
Hang Seng Index(HKFE) |
Mar11 |
110304 |
23314 |
23472 |
23295 |
23319 |
+321 |
80,247 |
75,333 |
+618 |
Apr11 |
110304 |
23280 |
23450 |
23280 |
23300 |
+320 |
1,523 |
1,280 |
+156 |
Total Volume and Open Interest |
82,796 |
80,355 |
+792 |
DAX(EUREX) |
Mar11 |
110304 |
7266.5 |
7315.0 |
7130.0 |
7173.0 |
-49.5 |
161,737 |
274,491 |
+8,697 |
Jun11 |
110304 |
7293.0 |
7338.0 |
7158.5 |
7198.5 |
-49.5 |
1,864 |
23,135 |
+3,679 |
Sep11 |
110304 |
7331.0 |
7358.5 |
7198.5 |
7224.0 |
-48.5 |
168 |
962 |
-5 |
Total Volume and Open Interest |
163,769 |
298,588 |
+12,371 |
FT-SE 100(EURONEXT) |
Mar11 |
110304 |
6009.50 |
6037.50 |
5934.00 |
5968.50 |
-15.50 |
134,742 |
641,117 |
+2,001 |
Jun11 |
110304 |
5969.00 |
5996.00 |
5900.50 |
5928.00 |
-15.00 |
11,180 |
12,265 |
+3,377 |
Sep11 |
110304 |
5893.00 |
5893.00 |
5893.00 |
5893.00 |
-14.00 |
0 |
413 |
+0 |
Total Volume and Open Interest |
145,922 |
653,930 |
+5,378 |
SPI 200(SFE) |
Mar11 |
110304 |
4810.0 |
4870.0 |
4798.0 |
4864.0 |
+62.0 |
32,184 |
181,823 |
-15,180 |
Jun11 |
110304 |
4868.0 |
4896.0 |
4866.0 |
4890.0 |
+63.0 |
129 |
4,270 |
+115 |
Sep11 |
110304 |
4870.0 |
4880.0 |
4870.0 |
4880.0 |
+63.0 |
132 |
2,553 |
+66 |
Total Volume and Open Interest |
32,447 |
190,706 |
-14,999 |
GSCI(CME) |
Mar11 |
110304 |
62.34 |
64.79 |
60.14 |
64.14 |
+7.50 |
148 |
14,295 |
-6 |
Apr11 |
110304 |
67.34 |
70.04 |
64.89 |
69.14 |
+7.50 |
16 |
49 |
+22 |
May11 |
110304 |
69.89 |
70.64 |
62.59 |
69.89 |
+7.25 |
|
|
|
Total Volume and Open Interest |
164 |
14,344 |
+16 |
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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