|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon March 07, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110307 |
1407.75 |
1408.00 |
1380.00 |
1387.75 |
-20.00 |
3,646 |
6,536 |
-1,883 |
May11 |
110307 |
1412.00 |
1419.00 |
1384.50 |
1395.00 |
-19.00 |
77,975 |
253,400 |
+370 |
Jul11 |
110307 |
1418.50 |
1426.00 |
1392.50 |
1402.75 |
-18.50 |
29,420 |
125,832 |
+1,912 |
Aug11 |
110307 |
1405.50 |
1408.00 |
1383.00 |
1391.75 |
-16.25 |
1,709 |
7,165 |
+109 |
Sep11 |
110307 |
1379.50 |
1382.75 |
1357.25 |
1371.75 |
-11.00 |
895 |
6,715 |
+60 |
Nov11 |
110307 |
1358.25 |
1363.00 |
1336.25 |
1354.75 |
-6.25 |
19,512 |
163,795 |
+1,121 |
Jan12 |
110307 |
1361.25 |
1364.00 |
1342.25 |
1358.00 |
-6.00 |
685 |
21,653 |
-121 |
Total Volume and Open Interest |
135,567 |
614,601 |
+2,315 |
Soybean Meal(CBOT) |
Mar11 |
110307 |
364.20 |
364.20 |
356.50 |
358.10 |
-5.70 |
6,460 |
3,498 |
-1,003 |
May11 |
110307 |
369.70 |
371.90 |
353.00 |
363.40 |
-6.30 |
48,237 |
91,301 |
-601 |
Jul11 |
110307 |
373.40 |
375.40 |
365.00 |
367.00 |
-6.10 |
16,346 |
49,705 |
+1,185 |
Aug11 |
110307 |
369.00 |
370.10 |
362.60 |
364.70 |
-5.40 |
1,275 |
10,315 |
+26 |
Sep11 |
110307 |
361.30 |
363.30 |
356.00 |
358.80 |
-4.50 |
1,010 |
8,867 |
-130 |
Oct11 |
110307 |
353.50 |
353.60 |
345.90 |
349.90 |
-2.80 |
1,303 |
10,369 |
+189 |
Dec11 |
110307 |
352.00 |
352.80 |
345.00 |
349.30 |
-2.70 |
4,952 |
26,005 |
+5 |
Jan12 |
110307 |
349.50 |
351.90 |
346.20 |
349.30 |
-2.60 |
199 |
3,161 |
-9 |
Total Volume and Open Interest |
80,337 |
209,962 |
-189 |
Soybean Oil(CBOT) |
Mar11 |
110307 |
58.63 |
59.00 |
58.15 |
58.57 |
-0.39 |
4,584 |
3,712 |
-1,194 |
May11 |
110307 |
59.45 |
59.75 |
58.61 |
59.10 |
-0.38 |
54,495 |
176,159 |
-480 |
Jul11 |
110307 |
59.98 |
60.15 |
59.09 |
59.58 |
-0.40 |
15,549 |
90,367 |
+668 |
Aug11 |
110307 |
59.72 |
60.05 |
59.30 |
59.72 |
-0.40 |
1,130 |
11,332 |
+62 |
Sep11 |
110307 |
59.94 |
59.96 |
59.40 |
59.80 |
-0.41 |
1,298 |
11,656 |
+318 |
Oct11 |
110307 |
59.74 |
59.81 |
59.27 |
59.72 |
-0.36 |
1,374 |
12,866 |
+191 |
Dec11 |
110307 |
60.09 |
60.14 |
59.14 |
59.74 |
-0.35 |
6,631 |
53,349 |
-71 |
Jan12 |
110307 |
59.64 |
60.14 |
59.40 |
59.69 |
-0.45 |
255 |
1,293 |
+130 |
Total Volume and Open Interest |
85,597 |
365,149 |
-395 |
Canola(WCE) |
Mar11 |
110307 |
588.5 |
588.5 |
588.5 |
588.5 |
-5.1 |
400 |
278 |
-200 |
May11 |
110307 |
596.9 |
601.0 |
588.0 |
592.6 |
-5.0 |
9,262 |
97,060 |
-2,776 |
Jul11 |
110307 |
604.4 |
608.3 |
595.0 |
599.5 |
-4.9 |
2,792 |
30,657 |
+935 |
Nov11 |
110307 |
574.6 |
580.1 |
567.8 |
571.8 |
-5.8 |
1,929 |
60,322 |
+1,081 |
Jan12 |
110307 |
579.9 |
584.5 |
573.1 |
577.2 |
-5.2 |
310 |
3,783 |
+156 |
Total Volume and Open Interest |
14,796 |
194,895 |
-730 |
Corn(CBOT) |
Mar11 |
110307 |
721.25 |
726.00 |
704.25 |
710.75 |
-10.50 |
8,537 |
12,447 |
-4,234 |
May11 |
110307 |
728.50 |
733.50 |
710.25 |
717.50 |
-10.50 |
137,572 |
723,985 |
+935 |
Jul11 |
110307 |
733.25 |
737.75 |
715.50 |
722.50 |
-10.25 |
52,011 |
376,678 |
+2,388 |
Sep11 |
110307 |
657.25 |
661.50 |
650.25 |
661.50 |
+1.50 |
6,193 |
65,435 |
-101 |
Dec11 |
110307 |
609.00 |
611.00 |
600.00 |
610.50 |
+1.00 |
27,630 |
364,079 |
+1,297 |
Mar12 |
110307 |
617.50 |
619.25 |
608.75 |
617.50 |
-0.75 |
1,648 |
47,009 |
-9 |
Total Volume and Open Interest |
237,698 |
1,647,032 |
+540 |
Wheat(CBOT) |
Mar11 |
110307 |
790.00 |
800.50 |
766.25 |
769.00 |
-31.50 |
1,237 |
923 |
+4 |
May11 |
110307 |
831.50 |
833.75 |
798.25 |
800.75 |
-31.50 |
45,629 |
197,655 |
-79 |
Jul11 |
110307 |
859.50 |
861.00 |
826.50 |
830.25 |
-29.75 |
14,747 |
129,860 |
-371 |
Sep11 |
110307 |
883.25 |
884.50 |
855.00 |
861.75 |
-24.25 |
4,425 |
37,711 |
+442 |
Dec11 |
110307 |
903.25 |
903.25 |
872.75 |
880.25 |
-22.75 |
7,093 |
91,912 |
+1,454 |
Total Volume and Open Interest |
74,137 |
486,354 |
+1,678 |
Wheat(KCBT) |
Mar11 |
110307 |
913.00 |
913.00 |
888.00 |
888.00 |
-30.00 |
409 |
514 |
-482 |
May11 |
110307 |
928.50 |
932.75 |
896.00 |
898.50 |
-30.00 |
11,317 |
88,638 |
-1,103 |
Jul11 |
110307 |
936.00 |
941.00 |
905.50 |
908.00 |
-28.75 |
6,272 |
65,180 |
-438 |
Sep11 |
110307 |
943.50 |
946.75 |
914.50 |
917.50 |
-24.50 |
2,810 |
17,310 |
+19 |
Dec11 |
110307 |
951.50 |
956.00 |
925.75 |
929.00 |
-24.50 |
1,720 |
18,312 |
-31 |
Total Volume and Open Interest |
22,713 |
194,360 |
-1,954 |
Wheat(MGE) |
Mar11 |
110307 |
940.50 |
940.50 |
940.50 |
940.50 |
-12.50 |
9 |
76 |
-159 |
May11 |
110307 |
965.00 |
971.50 |
939.00 |
943.75 |
-21.50 |
2,765 |
22,882 |
-363 |
Jul11 |
110307 |
970.25 |
975.25 |
946.50 |
949.50 |
-20.25 |
931 |
14,674 |
+187 |
Sep11 |
110307 |
966.00 |
970.00 |
942.50 |
944.75 |
-21.00 |
671 |
13,710 |
-146 |
Dec11 |
110307 |
968.50 |
972.25 |
943.25 |
947.00 |
-21.50 |
695 |
10,697 |
-244 |
Total Volume and Open Interest |
5,130 |
64,430 |
-706 |
Oats(CBOT) |
Mar11 |
110307 |
380.25 |
381.00 |
373.25 |
378.50 |
-2.50 |
28 |
46 |
-19 |
May11 |
110307 |
390.00 |
390.00 |
377.00 |
386.00 |
-4.00 |
838 |
9,025 |
+190 |
Jul11 |
110307 |
395.00 |
397.25 |
385.50 |
394.00 |
-3.25 |
111 |
1,748 |
+1 |
Sep11 |
110307 |
391.00 |
393.00 |
388.00 |
391.00 |
-2.00 |
10 |
265 |
+3 |
Total Volume and Open Interest |
1,053 |
13,257 |
+204 |
Rough Rice(CBOT) |
Mar11 |
110307 |
13.78 |
13.78 |
13.69 |
13.69 |
-0.22 |
132 |
123 |
-29 |
May11 |
110307 |
14.16 |
14.22 |
13.79 |
13.94 |
-0.24 |
1,106 |
16,584 |
+193 |
Jul11 |
110307 |
14.43 |
14.49 |
14.10 |
14.23 |
-0.26 |
526 |
5,402 |
+107 |
Sep11 |
110307 |
15.12 |
15.20 |
14.89 |
15.03 |
-0.15 |
409 |
3,879 |
+175 |
Total Volume and Open Interest |
2,258 |
26,798 |
+526 |
Live Cattle(CME) |
Apr11 |
110307 |
114.100 |
114.635 |
113.330 |
113.600 |
-0.450 |
38,142 |
132,226 |
-4,523 |
Jun11 |
110307 |
115.050 |
115.650 |
114.385 |
114.750 |
-0.300 |
24,582 |
112,317 |
+3,975 |
Aug11 |
110307 |
117.135 |
117.550 |
116.480 |
117.100 |
+0.050 |
8,918 |
46,873 |
+2,969 |
Oct11 |
110307 |
120.000 |
120.535 |
119.885 |
120.385 |
+0.250 |
3,287 |
31,065 |
+813 |
Dec11 |
110307 |
120.600 |
120.900 |
120.180 |
120.535 |
+0.055 |
1,780 |
24,457 |
+241 |
Feb12 |
110307 |
120.700 |
120.930 |
120.300 |
120.900 |
+0.115 |
850 |
6,590 |
+379 |
Total Volume and Open Interest |
77,751 |
355,596 |
+3,922 |
Feeder Cattle(CME) |
Mar11 |
110307 |
129.750 |
130.150 |
129.735 |
129.800 |
-0.150 |
2,545 |
8,491 |
-1,077 |
Apr11 |
110307 |
131.785 |
132.050 |
131.550 |
131.700 |
-0.125 |
2,499 |
10,532 |
-220 |
May11 |
110307 |
133.000 |
133.600 |
133.000 |
133.575 |
+0.195 |
2,358 |
12,802 |
+696 |
Aug11 |
110307 |
134.250 |
134.825 |
134.250 |
134.750 |
+0.015 |
919 |
13,363 |
+240 |
Sep11 |
110307 |
133.550 |
134.000 |
133.550 |
133.550 |
-0.300 |
132 |
2,238 |
+76 |
Oct11 |
110307 |
133.400 |
133.785 |
133.400 |
133.735 |
+0.085 |
56 |
1,282 |
+26 |
Nov11 |
110307 |
132.450 |
133.300 |
132.450 |
133.285 |
+0.285 |
20 |
629 |
+19 |
Total Volume and Open Interest |
8,529 |
49,393 |
-240 |
Lean Hogs(CME) |
Apr11 |
110307 |
88.480 |
88.480 |
86.250 |
86.400 |
-2.080 |
18,590 |
77,479 |
-2,974 |
May11 |
110307 |
98.000 |
98.080 |
96.350 |
97.035 |
-1.195 |
147 |
3,089 |
-4 |
Jun11 |
110307 |
100.850 |
101.135 |
99.350 |
99.480 |
-1.570 |
8,684 |
71,415 |
-966 |
Jul11 |
110307 |
100.580 |
100.700 |
99.100 |
99.450 |
-1.380 |
4,475 |
26,133 |
+419 |
Aug11 |
110307 |
99.285 |
99.400 |
98.080 |
98.850 |
-0.550 |
2,384 |
20,692 |
-58 |
Oct11 |
110307 |
88.750 |
88.930 |
87.450 |
88.180 |
-0.770 |
1,110 |
20,486 |
+275 |
Dec11 |
110307 |
85.200 |
85.450 |
83.830 |
84.800 |
-0.500 |
741 |
11,750 |
+292 |
Feb12 |
110307 |
85.980 |
85.980 |
84.730 |
85.000 |
-0.850 |
139 |
2,721 |
+37 |
Total Volume and Open Interest |
36,388 |
235,752 |
-2,919 |
Class III Milk(CME) |
Mar11 |
110307 |
19.61 |
19.62 |
19.50 |
19.61 |
+0.03 |
336 |
6,548 |
-20 |
Apr11 |
110307 |
18.57 |
18.59 |
18.25 |
18.40 |
-0.03 |
402 |
5,809 |
-4 |
May11 |
110307 |
17.69 |
17.74 |
17.40 |
17.50 |
-0.06 |
174 |
4,707 |
+63 |
Jun11 |
110307 |
17.03 |
17.23 |
16.91 |
16.94 |
-0.08 |
92 |
3,674 |
+19 |
Jul11 |
110307 |
17.10 |
17.20 |
16.95 |
16.95 |
-0.09 |
43 |
2,662 |
+13 |
Total Volume and Open Interest |
1,203 |
40,824 |
+152 |
Cocoa(ICE) |
Mar11 |
110307 |
3721 |
3721 |
3721 |
3721 |
+24 |
6 |
90 |
+0 |
May11 |
110307 |
3657 |
3699 |
3612 |
3662 |
+5 |
8,857 |
73,859 |
+344 |
Jul11 |
110307 |
3590 |
3636 |
3550 |
3603 |
+12 |
2,275 |
27,561 |
+883 |
Sep11 |
110307 |
3546 |
3576 |
3517 |
3569 |
+24 |
620 |
12,724 |
+164 |
Dec11 |
110307 |
3500 |
3543 |
3497 |
3534 |
+34 |
270 |
17,495 |
+183 |
Mar12 |
110307 |
3515 |
3567 |
3511 |
3555 |
+30 |
142 |
22,607 |
-47 |
May12 |
110307 |
3507 |
3556 |
3501 |
3548 |
+26 |
22 |
4,783 |
+7 |
Total Volume and Open Interest |
12,228 |
163,508 |
+1,565 |
Coffee "C"(ICE) |
Mar11 |
110307 |
275.00 |
281.60 |
275.00 |
280.95 |
+8.05 |
48 |
498 |
+1 |
May11 |
110307 |
273.80 |
281.85 |
273.80 |
281.15 |
+8.35 |
11,550 |
78,171 |
+1,238 |
Jul11 |
110307 |
275.45 |
283.55 |
275.45 |
283.00 |
+8.40 |
3,812 |
21,312 |
+1,518 |
Sep11 |
110307 |
277.40 |
284.70 |
277.20 |
284.15 |
+8.45 |
657 |
8,586 |
+151 |
Dec11 |
110307 |
276.65 |
284.00 |
276.65 |
283.50 |
+8.40 |
270 |
12,979 |
+80 |
Mar12 |
110307 |
273.35 |
280.15 |
273.35 |
280.15 |
+8.30 |
101 |
1,916 |
+19 |
Total Volume and Open Interest |
16,443 |
124,590 |
+3,007 |
Orange Juice(ICE) |
Mar11 |
110307 |
175.00 |
179.25 |
175.00 |
177.70 |
+2.45 |
1,258 |
686 |
-1,230 |
May11 |
110307 |
173.05 |
176.55 |
172.70 |
174.55 |
+1.50 |
786 |
24,608 |
-13 |
Jul11 |
110307 |
169.50 |
172.75 |
169.50 |
170.60 |
+1.15 |
62 |
3,319 |
+6 |
Sep11 |
110307 |
168.50 |
168.70 |
167.50 |
167.50 |
+1.25 |
14 |
720 |
+11 |
Nov11 |
110307 |
162.00 |
162.00 |
161.55 |
161.55 |
+0.55 |
1 |
670 |
-1 |
Jan12 |
110307 |
159.95 |
159.95 |
159.95 |
159.95 |
+1.15 |
0 |
16 |
+0 |
Total Volume and Open Interest |
2,121 |
30,041 |
-1,227 |
Sugar #11(ICE) |
May11 |
110307 |
30.00 |
30.39 |
29.69 |
29.99 |
+0.11 |
34,390 |
237,724 |
-479 |
Jul11 |
110307 |
27.58 |
27.90 |
27.29 |
27.63 |
+0.18 |
14,833 |
171,728 |
+714 |
Oct11 |
110307 |
25.97 |
26.20 |
25.73 |
26.13 |
+0.22 |
6,128 |
79,594 |
+1,359 |
Mar12 |
110307 |
25.20 |
25.39 |
24.90 |
25.35 |
+0.24 |
1,575 |
54,557 |
+278 |
May12 |
110307 |
23.68 |
24.08 |
23.67 |
24.05 |
+0.25 |
515 |
14,635 |
+129 |
Total Volume and Open Interest |
59,645 |
601,054 |
+2,317 |
London Cocoa(LCE) |
Mar11 |
110307 |
2347 |
2367 |
2298 |
2350 |
-3 |
7,009 |
37,719 |
-5,331 |
May11 |
110307 |
2334 |
2364 |
2293 |
2346 |
+6 |
5,776 |
49,523 |
+1,362 |
Jul11 |
110307 |
2271 |
2309 |
2243 |
2295 |
+19 |
3,027 |
26,395 |
+246 |
Sep11 |
110307 |
2243 |
2281 |
2220 |
2270 |
+20 |
689 |
23,329 |
+31 |
Dec11 |
110307 |
2209 |
2260 |
2196 |
2250 |
+25 |
720 |
32,189 |
+40 |
Mar12 |
110307 |
2214 |
2242 |
2208 |
2240 |
+23 |
207 |
24,806 |
+52 |
May12 |
110307 |
2194 |
2239 |
2194 |
2231 |
+10 |
86 |
4,703 |
+1 |
Total Volume and Open Interest |
17,629 |
207,779 |
-3,541 |
London Sugar(LCE) |
May11 |
110307 |
747.40 |
759.00 |
740.30 |
748.80 |
+13.10 |
2,417 |
21,177 |
+639 |
Aug11 |
110307 |
722.70 |
730.40 |
715.00 |
722.40 |
+10.70 |
1,156 |
11,533 |
+287 |
Oct11 |
110307 |
676.90 |
687.70 |
676.50 |
685.00 |
+14.10 |
338 |
3,432 |
+137 |
Dec11 |
110307 |
662.10 |
662.10 |
662.10 |
662.10 |
+14.10 |
28 |
1,254 |
+1 |
Mar12 |
110307 |
656.70 |
656.90 |
653.60 |
654.30 |
+14.00 |
2 |
1,128 |
+1 |
Total Volume and Open Interest |
3,943 |
39,035 |
+1,066 |
Cotton(ICE) |
Mar11 |
110307 |
215.62 |
227.00 |
210.75 |
214.50 |
-0.65 |
32 |
402 |
-10 |
May11 |
110307 |
213.75 |
219.70 |
213.13 |
214.14 |
+1.44 |
12,701 |
71,278 |
-44 |
Jul11 |
110307 |
205.90 |
209.97 |
203.00 |
203.97 |
+1.00 |
8,047 |
38,250 |
+360 |
Oct11 |
110307 |
154.01 |
159.30 |
152.00 |
154.21 |
-0.09 |
49 |
396 |
+14 |
Dec11 |
110307 |
123.00 |
126.85 |
122.19 |
126.53 |
+3.22 |
5,911 |
56,907 |
-167 |
Mar12 |
110307 |
117.18 |
119.60 |
116.00 |
119.39 |
+2.66 |
519 |
3,888 |
+93 |
Total Volume and Open Interest |
27,587 |
174,962 |
+229 |
Lumber(CME) |
Mar11 |
110307 |
302.5 |
304.6 |
297.8 |
300.6 |
-2.6 |
295 |
1,034 |
-160 |
May11 |
110307 |
321.6 |
325.4 |
317.5 |
318.8 |
-3.7 |
632 |
6,030 |
+52 |
Jul11 |
110307 |
330.4 |
334.8 |
328.0 |
329.1 |
-0.7 |
227 |
2,348 |
+83 |
Sep11 |
110307 |
331.8 |
334.8 |
330.0 |
332.0 |
-4.4 |
15 |
250 |
+6 |
Total Volume and Open Interest |
1,169 |
9,666 |
-19 |
Crude Oil(NYM) |
Apr11 |
110307 |
104.65 |
106.95 |
104.25 |
105.44 |
+1.02 |
382,555 |
280,646 |
-12,900 |
May11 |
110307 |
105.71 |
108.25 |
105.46 |
106.73 |
+1.12 |
127,527 |
215,691 |
-1,325 |
Jun11 |
110307 |
106.24 |
108.80 |
106.00 |
107.28 |
+1.11 |
91,059 |
142,508 |
+696 |
Jul11 |
110307 |
106.52 |
109.10 |
106.52 |
107.67 |
+1.15 |
28,644 |
83,653 |
+2,541 |
Aug11 |
110307 |
106.89 |
109.18 |
106.89 |
107.83 |
+1.20 |
17,637 |
42,356 |
-1,581 |
Sep11 |
110307 |
107.07 |
109.30 |
107.07 |
107.85 |
+1.19 |
19,259 |
50,577 |
+397 |
Oct11 |
110307 |
106.88 |
109.16 |
106.33 |
107.78 |
+1.13 |
8,358 |
32,730 |
+427 |
Nov11 |
110307 |
106.74 |
109.11 |
106.74 |
107.68 |
+1.06 |
8,282 |
32,411 |
+87 |
Dec11 |
110307 |
106.75 |
109.10 |
106.56 |
107.56 |
+1.00 |
49,712 |
176,716 |
-1,266 |
Jan12 |
110307 |
106.61 |
108.88 |
106.61 |
107.31 |
+0.93 |
3,239 |
35,188 |
-557 |
Feb12 |
110307 |
108.43 |
108.43 |
106.50 |
107.00 |
+0.87 |
1,976 |
14,796 |
+32 |
Mar12 |
110307 |
107.48 |
107.48 |
106.10 |
106.67 |
+0.82 |
1,244 |
22,297 |
-155 |
Apr12 |
110307 |
106.59 |
106.59 |
106.29 |
106.29 |
+0.78 |
735 |
8,759 |
-138 |
May12 |
110307 |
106.23 |
106.30 |
105.89 |
105.89 |
+0.73 |
274 |
9,546 |
+30 |
Jun12 |
110307 |
106.23 |
106.95 |
105.49 |
105.53 |
+0.68 |
3,900 |
56,109 |
-774 |
Jul12 |
110307 |
105.20 |
105.20 |
105.20 |
105.20 |
+0.63 |
266 |
11,048 |
-134 |
Total Volume and Open Interest |
770,794 |
1,560,597 |
-13,791 |
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 |
110307 |
105.500 |
108.250 |
105.500 |
106.725 |
+1.125 |
850 |
1,663 |
+52 |
Jun11 |
110307 |
106.750 |
108.750 |
106.025 |
107.275 |
+1.100 |
141 |
438 |
+8 |
Jul11 |
110307 |
107.700 |
109.175 |
107.100 |
107.675 |
+1.150 |
7 |
53 |
+1 |
Aug11 |
110307 |
107.825 |
107.825 |
107.825 |
107.825 |
+1.200 |
0 |
14 |
+0 |
Sep11 |
110307 |
107.850 |
107.850 |
107.850 |
107.850 |
+1.200 |
1 |
9 |
+1 |
Oct11 |
110307 |
107.775 |
107.775 |
107.775 |
107.775 |
+1.125 |
0 |
53 |
+0 |
Nov11 |
110307 |
107.675 |
107.675 |
107.675 |
107.675 |
+1.050 |
0 |
14 |
+0 |
Dec11 |
110307 |
109.150 |
109.150 |
107.550 |
107.550 |
+1.000 |
21 |
190 |
+12 |
Total Volume and Open Interest |
17,538 |
6,197 |
+444 |
Heating Oil(NYM) |
Apr11 |
110307 |
309.05 |
313.72 |
304.67 |
306.57 |
-2.36 |
42,949 |
91,391 |
-1,343 |
May11 |
110307 |
309.21 |
314.26 |
305.61 |
307.43 |
-2.14 |
15,020 |
50,949 |
+1,393 |
Jun11 |
110307 |
310.00 |
314.76 |
306.60 |
308.32 |
-1.91 |
17,332 |
50,563 |
+2,695 |
Jul11 |
110307 |
311.97 |
315.70 |
308.40 |
309.50 |
-1.71 |
7,660 |
24,895 |
+1,628 |
Aug11 |
110307 |
316.19 |
316.20 |
310.65 |
310.81 |
-1.46 |
2,265 |
14,504 |
+131 |
Sep11 |
110307 |
315.48 |
318.00 |
312.20 |
312.34 |
-1.27 |
4,221 |
11,559 |
-23 |
Oct11 |
110307 |
318.00 |
318.00 |
313.84 |
313.84 |
-1.25 |
1,264 |
6,915 |
+34 |
Nov11 |
110307 |
321.01 |
321.01 |
315.34 |
315.34 |
-1.28 |
1,422 |
6,454 |
-189 |
Dec11 |
110307 |
318.99 |
322.62 |
315.14 |
316.76 |
-1.25 |
5,438 |
28,407 |
+31 |
Jan12 |
110307 |
323.54 |
323.72 |
318.14 |
318.14 |
-1.22 |
886 |
6,091 |
+336 |
Feb12 |
110307 |
321.00 |
321.00 |
318.24 |
318.24 |
-1.16 |
226 |
2,213 |
+95 |
Mar12 |
110307 |
318.00 |
318.00 |
316.99 |
316.99 |
-1.09 |
83 |
1,195 |
-26 |
Total Volume and Open Interest |
99,008 |
307,282 |
+4,774 |
Gasoline(NYMEX) |
Apr11 |
110307 |
305.19 |
309.36 |
299.34 |
300.39 |
-4.25 |
41,268 |
88,824 |
-624 |
May11 |
110307 |
305.90 |
309.50 |
300.45 |
301.19 |
-4.06 |
20,398 |
57,086 |
+228 |
Jun11 |
110307 |
304.40 |
308.34 |
299.75 |
300.59 |
-3.83 |
12,555 |
35,427 |
+1,198 |
Jul11 |
110307 |
305.67 |
305.67 |
299.00 |
299.43 |
-3.61 |
5,361 |
19,592 |
-515 |
Aug11 |
110307 |
304.30 |
304.75 |
297.75 |
297.89 |
-3.46 |
2,604 |
11,264 |
-357 |
Sep11 |
110307 |
301.44 |
301.44 |
295.42 |
295.51 |
-3.34 |
2,050 |
10,742 |
+298 |
Oct11 |
110307 |
283.09 |
283.09 |
283.09 |
283.09 |
-3.01 |
1,328 |
6,144 |
+57 |
Nov11 |
110307 |
284.75 |
284.75 |
280.38 |
280.38 |
-2.72 |
931 |
5,154 |
+378 |
Dec11 |
110307 |
284.00 |
285.40 |
278.39 |
278.76 |
-2.59 |
1,600 |
24,484 |
-318 |
Jan12 |
110307 |
284.34 |
284.34 |
279.10 |
279.10 |
-2.45 |
45 |
3,942 |
+1 |
Total Volume and Open Interest |
88,263 |
277,453 |
+353 |
e-miNY RBOB Gasoline(NYM) |
Apr11 |
110307 |
300.40 |
300.40 |
300.39 |
300.40 |
-4.20 |
0 |
2 |
+0 |
May11 |
110307 |
301.20 |
301.20 |
301.19 |
301.20 |
-4.10 |
0 |
1 |
+0 |
Jun11 |
110307 |
300.60 |
300.60 |
300.59 |
300.60 |
-3.80 |
0 |
1 |
+0 |
Jul11 |
110307 |
299.40 |
299.43 |
299.40 |
299.40 |
-3.60 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
Natural Gas(NYM) |
Apr11 |
110307 |
3.792 |
3.936 |
3.731 |
3.927 |
+0.118 |
104,048 |
214,269 |
-4,638 |
May11 |
110307 |
3.881 |
3.993 |
3.805 |
3.984 |
+0.097 |
39,241 |
223,432 |
-2,067 |
Jun11 |
110307 |
3.917 |
4.055 |
3.877 |
4.042 |
+0.085 |
29,505 |
67,264 |
-4,596 |
Jul11 |
110307 |
3.995 |
4.118 |
3.955 |
4.113 |
+0.077 |
24,473 |
72,284 |
+3,282 |
Aug11 |
110307 |
4.020 |
4.153 |
3.999 |
4.149 |
+0.078 |
10,361 |
27,512 |
+1,173 |
Sep11 |
110307 |
4.040 |
4.167 |
4.012 |
4.163 |
+0.079 |
10,903 |
28,545 |
+1,943 |
Oct11 |
110307 |
4.095 |
4.213 |
4.053 |
4.208 |
+0.079 |
15,434 |
73,999 |
-1,105 |
Nov11 |
110307 |
4.300 |
4.384 |
4.244 |
4.381 |
+0.067 |
5,553 |
30,425 |
-760 |
Dec11 |
110307 |
4.550 |
4.640 |
4.520 |
4.638 |
+0.058 |
2,661 |
25,892 |
-48 |
Jan12 |
110307 |
4.700 |
4.781 |
4.657 |
4.778 |
+0.059 |
7,888 |
58,370 |
-281 |
Feb12 |
110307 |
4.700 |
4.775 |
4.653 |
4.769 |
+0.057 |
1,042 |
12,856 |
-83 |
Mar12 |
110307 |
4.620 |
4.712 |
4.610 |
4.710 |
+0.057 |
2,013 |
26,670 |
+15 |
Apr12 |
110307 |
4.498 |
4.581 |
4.498 |
4.577 |
+0.048 |
1,718 |
24,405 |
+95 |
May12 |
110307 |
4.546 |
4.613 |
4.546 |
4.610 |
+0.048 |
43 |
5,838 |
+15 |
Jun12 |
110307 |
4.605 |
4.645 |
4.600 |
4.645 |
+0.048 |
21 |
4,589 |
+14 |
Jul12 |
110307 |
4.655 |
4.689 |
4.641 |
4.688 |
+0.049 |
1,016 |
4,146 |
+402 |
Total Volume and Open Interest |
256,991 |
970,246 |
-6,324 |
Brent Crude Oil(ICE) |
Apr11 |
110307 |
116.35 |
118.50 |
114.50 |
115.04 |
-0.93 |
213,736 |
158,556 |
-10,414 |
May11 |
110307 |
116.30 |
118.42 |
114.64 |
115.20 |
-0.69 |
131,405 |
144,802 |
-2,060 |
Jun11 |
110307 |
116.16 |
118.25 |
114.68 |
115.19 |
-0.56 |
87,668 |
127,321 |
+6,096 |
Jul11 |
110307 |
116.08 |
117.81 |
114.60 |
115.06 |
-0.49 |
20,874 |
44,246 |
+216 |
Aug11 |
110307 |
115.88 |
117.57 |
114.46 |
114.90 |
-0.48 |
11,997 |
28,259 |
-510 |
Sep11 |
110307 |
115.58 |
117.37 |
114.24 |
114.68 |
-0.46 |
9,275 |
30,574 |
-216 |
Oct11 |
110307 |
115.38 |
116.98 |
114.04 |
114.48 |
-0.41 |
4,566 |
18,839 |
-430 |
Nov11 |
110307 |
115.47 |
116.69 |
113.81 |
114.25 |
-0.34 |
4,136 |
16,744 |
-8 |
Dec11 |
110307 |
114.86 |
116.62 |
113.50 |
113.99 |
-0.31 |
43,855 |
94,775 |
-3,542 |
Jan12 |
110307 |
115.22 |
115.90 |
113.73 |
113.73 |
-0.31 |
4,350 |
17,671 |
+877 |
Feb12 |
110307 |
113.48 |
113.48 |
113.48 |
113.48 |
-0.31 |
2,994 |
10,841 |
+397 |
Mar12 |
110307 |
113.20 |
113.20 |
113.20 |
113.20 |
-0.30 |
1,824 |
17,129 |
+279 |
Apr12 |
110307 |
112.80 |
112.80 |
112.80 |
112.80 |
-0.31 |
1,059 |
4,194 |
+130 |
May12 |
110307 |
112.37 |
112.37 |
112.37 |
112.37 |
-0.33 |
765 |
3,703 |
-31 |
Total Volume and Open Interest |
558,232 |
861,590 |
-5,141 |
Gas Oil(ICE) |
Mar11 |
110307 |
972.50 |
987.25 |
959.00 |
976.50 |
+10.25 |
48,992 |
102,346 |
-9,684 |
Apr11 |
110307 |
974.75 |
990.00 |
961.50 |
979.75 |
+10.75 |
111,807 |
167,995 |
+589 |
May11 |
110307 |
976.75 |
991.25 |
964.25 |
981.75 |
+10.50 |
42,299 |
81,601 |
-1,277 |
Jun11 |
110307 |
979.00 |
992.25 |
966.75 |
984.25 |
+10.75 |
26,888 |
65,341 |
+231 |
Jul11 |
110307 |
981.25 |
994.75 |
971.25 |
986.75 |
+11.00 |
9,238 |
28,362 |
+210 |
Aug11 |
110307 |
984.00 |
996.00 |
974.25 |
989.50 |
+11.25 |
5,229 |
22,107 |
-1,054 |
Sep11 |
110307 |
985.25 |
998.25 |
977.00 |
992.25 |
+11.50 |
6,903 |
25,083 |
+770 |
Oct11 |
110307 |
991.00 |
999.25 |
978.00 |
993.25 |
+11.25 |
5,443 |
21,138 |
+691 |
Nov11 |
110307 |
990.75 |
998.50 |
980.75 |
993.25 |
+11.25 |
5,132 |
16,027 |
+145 |
Dec11 |
110307 |
987.50 |
1000.75 |
977.25 |
993.50 |
+10.75 |
12,544 |
54,541 |
+160 |
Total Volume and Open Interest |
280,230 |
681,185 |
-8,114 |
Ethanol(CBOT) |
Mar11 |
110303 |
2.585 |
2.585 |
2.583 |
2.583 |
-0.007 |
90 |
273 |
-46 |
Apr11 |
110307 |
2.620 |
2.620 |
2.585 |
2.595 |
-0.023 |
391 |
1,072 |
+83 |
May11 |
110307 |
2.590 |
2.590 |
2.565 |
2.576 |
-0.029 |
104 |
765 |
+12 |
Jun11 |
110307 |
2.595 |
2.595 |
2.565 |
2.576 |
-0.031 |
104 |
1,123 |
+48 |
Jul11 |
110307 |
2.596 |
2.596 |
2.558 |
2.575 |
-0.029 |
55 |
1,310 |
+19 |
Aug11 |
110307 |
2.585 |
2.585 |
2.559 |
2.563 |
-0.032 |
20 |
1,030 |
+15 |
Sep11 |
110307 |
2.480 |
2.489 |
2.473 |
2.489 |
-0.001 |
25 |
883 |
+5 |
Oct11 |
110307 |
2.320 |
2.320 |
2.310 |
2.315 |
-0.023 |
35 |
620 |
+15 |
Total Volume and Open Interest |
777 |
8,186 |
+5 |
WTI Crude Oil(ICE |
Apr11 |
110307 |
105.21 |
106.94 |
104.28 |
105.44 |
+1.02 |
88,238 |
78,731 |
-518 |
May11 |
110307 |
106.38 |
108.22 |
105.50 |
106.73 |
+1.12 |
53,900 |
84,899 |
-2,251 |
Jun11 |
110307 |
107.61 |
108.77 |
106.67 |
107.28 |
+1.11 |
39,177 |
74,527 |
+1,520 |
Jul11 |
110307 |
108.43 |
109.09 |
107.16 |
107.67 |
+1.15 |
9,427 |
30,744 |
+299 |
Aug11 |
110307 |
108.25 |
109.20 |
107.41 |
107.83 |
+1.20 |
5,155 |
16,809 |
-75 |
Sep11 |
110307 |
108.24 |
109.14 |
107.44 |
107.85 |
+1.19 |
6,281 |
26,649 |
+245 |
Oct11 |
110307 |
109.02 |
109.10 |
107.39 |
107.78 |
+1.13 |
3,131 |
17,615 |
+43 |
Nov11 |
110307 |
108.06 |
109.02 |
107.30 |
107.68 |
+1.06 |
2,734 |
12,096 |
-684 |
Dec11 |
110307 |
108.33 |
109.00 |
107.00 |
107.56 |
+1.00 |
21,981 |
86,765 |
-2,217 |
Jan12 |
110307 |
107.31 |
107.31 |
107.31 |
107.31 |
+0.93 |
1,339 |
9,737 |
-178 |
Feb12 |
110307 |
107.00 |
107.00 |
107.00 |
107.00 |
+0.87 |
653 |
2,242 |
+124 |
Mar12 |
110307 |
106.67 |
106.67 |
106.67 |
106.67 |
+0.82 |
62 |
4,438 |
+3 |
Apr12 |
110307 |
106.29 |
106.29 |
106.29 |
106.29 |
+0.78 |
65 |
2,980 |
-27 |
May12 |
110307 |
105.89 |
105.89 |
105.89 |
105.89 |
+0.73 |
22 |
1,126 |
-2 |
Jun12 |
110307 |
106.14 |
106.14 |
105.53 |
105.53 |
+0.68 |
2,193 |
27,072 |
-180 |
Jul12 |
110307 |
105.20 |
105.20 |
105.20 |
105.20 |
+0.63 |
5 |
560 |
+5 |
Total Volume and Open Interest |
242,245 |
566,715 |
-3,848 |
US Dollar Index(ICE) |
Mar11 |
110307 |
76.350 |
76.570 |
76.145 |
76.515 |
+0.100 |
29,963 |
53,390 |
-1,621 |
Jun11 |
110307 |
76.605 |
76.835 |
76.405 |
76.780 |
+0.075 |
1,993 |
3,197 |
+1,286 |
Sep11 |
110307 |
76.875 |
77.200 |
76.875 |
77.200 |
+0.135 |
1 |
10 |
+0 |
Total Volume and Open Interest |
31,957 |
56,598 |
-335 |
Australian Dollar(CME) |
Mar11 |
110307 |
101.39 |
101.76 |
100.83 |
101.05 |
-0.15 |
90,041 |
134,511 |
+1,205 |
Jun11 |
110307 |
100.28 |
100.60 |
99.69 |
99.91 |
-0.15 |
1,929 |
4,425 |
+1,000 |
Sep11 |
110307 |
98.66 |
98.81 |
98.66 |
98.66 |
-0.15 |
0 |
14 |
+0 |
Total Volume and Open Interest |
91,970 |
139,004 |
+2,205 |
British Pound(CME) |
Mar11 |
110307 |
162.77 |
163.40 |
161.81 |
161.99 |
-0.62 |
136,190 |
123,597 |
-1,111 |
Jun11 |
110307 |
162.59 |
163.21 |
161.65 |
161.81 |
-0.62 |
2,955 |
4,035 |
+957 |
Sep11 |
110307 |
161.75 |
162.13 |
161.51 |
161.51 |
-0.62 |
1 |
13 |
-1 |
Total Volume and Open Interest |
139,146 |
127,678 |
-155 |
Canadian Dollar(CME) |
Mar11 |
110307 |
102.81 |
103.08 |
102.61 |
102.78 |
-0.04 |
68,804 |
139,352 |
+2,336 |
Jun11 |
110307 |
102.61 |
102.86 |
102.41 |
102.57 |
-0.04 |
3,898 |
13,467 |
+2,846 |
Sep11 |
110307 |
102.62 |
102.62 |
102.15 |
102.29 |
-0.05 |
18 |
1,271 |
+8 |
Dec11 |
110307 |
102.31 |
102.31 |
101.88 |
101.98 |
-0.06 |
38 |
1,811 |
+9 |
Total Volume and Open Interest |
72,762 |
156,045 |
+5,202 |
Japanese Yen(CME) |
Mar11 |
110307 |
121.62 |
122.05 |
121.37 |
121.51 |
+0.07 |
185,556 |
127,625 |
+1,564 |
Jun11 |
110307 |
121.76 |
122.11 |
121.46 |
121.59 |
+0.06 |
3,287 |
9,664 |
+814 |
Sep11 |
110307 |
121.72 |
121.72 |
121.66 |
121.72 |
+0.06 |
0 |
37 |
+0 |
Total Volume and Open Interest |
188,851 |
137,354 |
+2,378 |
Swiss Franc(CME) |
Mar11 |
110307 |
108.08 |
108.27 |
107.81 |
107.98 |
+0.01 |
66,387 |
55,781 |
-3,750 |
Jun11 |
110307 |
108.16 |
108.33 |
107.87 |
108.05 |
+0.01 |
1,804 |
2,375 |
+930 |
Sep11 |
110307 |
108.09 |
108.11 |
108.09 |
108.09 |
-0.02 |
0 |
8 |
+0 |
Total Volume and Open Interest |
68,191 |
58,175 |
-2,820 |
EuroFX(CME) |
Mar11 |
110307 |
139.90 |
140.35 |
139.54 |
139.66 |
-0.19 |
432,965 |
217,301 |
+3,756 |
Jun11 |
110307 |
139.71 |
140.14 |
139.34 |
139.45 |
-0.19 |
24,853 |
18,658 |
+7,204 |
Sep11 |
110307 |
139.04 |
139.55 |
139.04 |
139.11 |
-0.18 |
184 |
174 |
+87 |
Total Volume and Open Interest |
458,003 |
236,492 |
+11,047 |
Mexican Peso(CME) |
Mar11 |
110307 |
832.0 |
833.8 |
827.8 |
829.0 |
-3.8 |
51,815 |
122,901 |
-6,670 |
Apr11 |
110307 |
828.5 |
832.2 |
828.5 |
828.5 |
-3.8 |
|
|
|
Total Volume and Open Interest |
69,513 |
142,471 |
+7,974 |
30-Year T-Bonds(CBOT) |
Mar11 |
110307 |
120~250 |
120~250 |
120~250 |
120~250 |
-0~010 |
|
|
|
Jun11 |
110307 |
119~040 |
119~160 |
118~130 |
119~060 |
-0~010 |
391,963 |
599,757 |
+930 |
Sep11 |
110307 |
117~190 |
117~200 |
117~190 |
117~190 |
-0~010 |
0 |
1 |
+0 |
Total Volume and Open Interest |
427,536 |
639,019 |
-8,534 |
10-Year T-Notes(CBOT) |
Mar11 |
110307 |
119~275 |
120~080 |
119~190 |
120~010 |
+0~010 |
85,959 |
50,903 |
-17,079 |
Jun11 |
110307 |
118~170 |
118~275 |
118~050 |
118~195 |
-0~005 |
1,399,411 |
1,456,154 |
+25,588 |
Sep11 |
110307 |
117~025 |
117~140 |
117~005 |
117~135 |
-0~005 |
27 |
34 |
+22 |
Total Volume and Open Interest |
1,485,397 |
1,507,095 |
+8,531 |
5-Year T-Notes(CBOT) |
Mar11 |
110307 |
117~091 |
117~110 |
117~060 |
117~087 |
-0~006 |
|
|
|
Jun11 |
110307 |
116~095 |
116~119 |
116~066 |
116~095 |
-0~007 |
944,582 |
1,196,616 |
+22,421 |
Sep11 |
110307 |
115~111 |
116~000 |
115~111 |
115~111 |
-0~017 |
|
|
|
Total Volume and Open Interest |
998,571 |
1,250,667 |
+10,762 |
2 Year T-Notes(CBOT) |
Mar11 |
110307 |
109~063 |
109~065 |
109~056 |
109~061 |
-0~004 |
29,937 |
54,879 |
-5,474 |
Jun11 |
110307 |
109~022 |
109~023 |
109~010 |
109~017 |
-0~004 |
398,465 |
808,464 |
-496 |
Sep11 |
110307 |
108~109 |
108~113 |
108~109 |
108~109 |
-0~004 |
|
|
|
Total Volume and Open Interest |
428,402 |
863,343 |
-5,970 |
Eurodollars(CME) |
Mar11 |
110307 |
99.690 |
99.692 |
99.688 |
99.688 |
unch |
126,935 |
1,004,111 |
-10,389 |
Jun11 |
110307 |
99.640 |
99.645 |
99.635 |
99.640 |
unch |
213,034 |
1,179,157 |
-5,644 |
Sep11 |
110307 |
99.550 |
99.560 |
99.535 |
99.545 |
-0.005 |
294,868 |
1,350,529 |
-20,600 |
Dec11 |
110307 |
99.390 |
99.410 |
99.365 |
99.385 |
-0.010 |
411,001 |
1,325,120 |
-7,157 |
Mar12 |
110307 |
99.135 |
99.160 |
99.095 |
99.135 |
unch |
522,530 |
1,265,450 |
+47,805 |
Jun12 |
110307 |
98.790 |
98.825 |
98.740 |
98.790 |
unch |
391,397 |
757,867 |
-4,754 |
Sep12 |
110307 |
98.425 |
98.455 |
98.365 |
98.420 |
unch |
309,852 |
554,992 |
-8,793 |
Dec12 |
110307 |
98.090 |
98.120 |
98.025 |
98.080 |
unch |
309,189 |
454,973 |
+18,586 |
Mar13 |
110307 |
97.780 |
97.830 |
97.720 |
97.785 |
unch |
209,187 |
298,502 |
+4,976 |
Jun13 |
110307 |
97.465 |
97.550 |
97.435 |
97.500 |
unch |
128,871 |
202,970 |
+6,831 |
Sep13 |
110307 |
97.195 |
97.285 |
97.165 |
97.235 |
+0.005 |
112,240 |
199,924 |
-3,561 |
Dec13 |
110307 |
96.970 |
97.030 |
96.905 |
96.985 |
+0.015 |
106,282 |
181,962 |
+11,437 |
Mar14 |
110307 |
96.725 |
96.795 |
96.675 |
96.755 |
+0.020 |
31,681 |
125,320 |
+1,651 |
Jun14 |
110307 |
96.495 |
96.565 |
96.445 |
96.525 |
+0.025 |
25,768 |
101,865 |
+1,939 |
Sep14 |
110307 |
96.270 |
96.345 |
96.220 |
96.305 |
+0.025 |
22,583 |
59,752 |
-105 |
Dec14 |
110307 |
96.045 |
96.115 |
96.000 |
96.080 |
+0.025 |
21,807 |
74,624 |
+1,123 |
Mar15 |
110307 |
95.855 |
95.925 |
95.810 |
95.890 |
+0.025 |
11,877 |
55,733 |
-12 |
Jun15 |
110307 |
3.915 |
3.990 |
3.880 |
3.960 |
+0.025 |
10,397 |
39,137 |
+5 |
Total Volume and Open Interest |
3,301,403 |
9,419,991 |
+37,642 |
30 Day Federal Funds(CBOT) |
Mar11 |
110307 |
99.855 |
99.855 |
99.850 |
99.850 |
unch |
4,999 |
66,936 |
+76 |
Apr11 |
110307 |
99.865 |
99.865 |
99.860 |
99.860 |
unch |
1,941 |
58,185 |
-715 |
May11 |
110307 |
99.865 |
99.865 |
99.860 |
99.860 |
unch |
4,383 |
62,565 |
-896 |
Jun11 |
110307 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
2,051 |
45,325 |
+595 |
Jul11 |
110307 |
99.850 |
99.855 |
99.845 |
99.845 |
unch |
2,673 |
46,181 |
-411 |
Aug11 |
110307 |
99.840 |
99.840 |
99.835 |
99.835 |
unch |
4,155 |
36,025 |
+89 |
Total Volume and Open Interest |
60,400 |
563,579 |
-3,912 |
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 |
110307 |
99.660 |
99.665 |
99.660 |
99.660 |
-0.002 |
400 |
5,019 |
+588 |
Jun11 |
110307 |
99.650 |
99.650 |
99.650 |
99.650 |
-0.002 |
0 |
150 |
+0 |
Sep11 |
110307 |
99.643 |
99.643 |
99.643 |
99.643 |
-0.002 |
|
|
|
Dec11 |
110307 |
99.628 |
99.628 |
99.628 |
99.628 |
-0.002 |
0 |
75 |
+0 |
Mar12 |
110307 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Jun12 |
110307 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep12 |
110307 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Dec12 |
110307 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Mar13 |
110307 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Jun13 |
110307 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
Total Volume and Open Interest |
400 |
5,244 |
+588 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110307 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
800 |
6,273 |
-111 |
Jun11 |
110307 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
250 |
1,536 |
+0 |
Sep11 |
110307 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
766 |
+0 |
Dec11 |
110307 |
99.63 |
99.63 |
99.63 |
99.63 |
0.00 |
101 |
1,909 |
+0 |
Mar12 |
110307 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
405 |
+0 |
Jun12 |
110307 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
110307 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
310 |
+0 |
Dec12 |
110307 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,151 |
11,958 |
-111 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110307 |
139.43 |
139.88 |
139.34 |
139.66 |
+0.04 |
2,204 |
13,105 |
-128 |
Jun11 |
110307 |
138.51 |
139.04 |
138.41 |
138.81 |
+0.26 |
1,127 |
3,270 |
+1,034 |
Sep11 |
110307 |
136.38 |
136.38 |
136.38 |
136.38 |
+0.26 |
|
|
|
Total Volume and Open Interest |
4,007 |
14,322 |
+496 |
Euro-Bund(EUREX) |
Mar11 |
110307 |
123.31 |
123.32 |
122.72 |
123.03 |
-0.12 |
1,586,235 |
1,162,162 |
-171,369 |
Jun11 |
110307 |
121.89 |
121.92 |
121.32 |
121.64 |
-0.10 |
574,330 |
927,900 |
+267,896 |
Sep11 |
110307 |
121.37 |
121.37 |
120.96 |
121.18 |
-0.12 |
501 |
8 |
-494 |
Total Volume and Open Interest |
2,161,066 |
2,090,070 |
-138,422 |
Euro-Bobl(EUREX) |
Mar11 |
110304 |
116.02 |
116.31 |
115.83 |
116.20 |
+0.09 |
648,647 |
1,159,128 |
+233,712 |
Jun11 |
110307 |
114.79 |
114.82 |
114.48 |
114.65 |
-0.12 |
569,317 |
818,508 |
+240,544 |
Sep11 |
110307 |
113.85 |
113.86 |
113.69 |
113.86 |
-0.35 |
|
|
|
Total Volume and Open Interest |
1,841,099 |
1,675,529 |
-61,563 |
3-Mth Euribor(EUREX) |
Mar11 |
110307 |
98.780 |
98.785 |
98.780 |
98.780 |
+0.005 |
21 |
6,052 |
+63 |
Jun11 |
110307 |
98.405 |
98.415 |
98.405 |
98.410 |
+0.020 |
537 |
9,650 |
-109 |
Sep11 |
110307 |
98.100 |
98.120 |
98.100 |
98.110 |
+0.030 |
491 |
2,058 |
-114 |
Total Volume and Open Interest |
1,461 |
25,790 |
+36 |
Long Gilt(LIFFE) |
Mar11 |
110307 |
117~23 |
117~24 |
117~13 |
117~24 |
-0~02 |
10,993 |
20,853 |
-6,561 |
Jun11 |
110307 |
116~14 |
116~20 |
116~02 |
116~15 |
-0~02 |
161,876 |
289,185 |
+4,539 |
Total Volume and Open Interest |
172,869 |
310,038 |
-2,022 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110307 |
99.17 |
99.17 |
99.15 |
99.16 |
-0.01 |
78,523 |
315,680 |
+4,113 |
Jun11 |
110307 |
98.91 |
98.94 |
98.91 |
98.92 |
unch |
141,873 |
352,566 |
+2,927 |
Sep11 |
110307 |
98.66 |
98.69 |
98.65 |
98.67 |
+0.01 |
131,224 |
342,760 |
+11,784 |
Dec11 |
110307 |
98.37 |
98.43 |
98.36 |
98.40 |
+0.02 |
144,817 |
359,717 |
-13,474 |
Mar12 |
110307 |
98.10 |
98.16 |
98.09 |
98.13 |
+0.02 |
160,499 |
273,357 |
+168 |
Jun12 |
110307 |
97.81 |
97.87 |
97.79 |
97.84 |
+0.02 |
118,353 |
192,233 |
+10,481 |
Total Volume and Open Interest |
944,636 |
2,290,437 |
+14,994 |
3-Mth Euribor(LIFFE) |
Mar11 |
110307 |
98.775 |
98.785 |
98.770 |
98.780 |
+0.005 |
412,993 |
582,714 |
-8,413 |
Jun11 |
110307 |
98.395 |
98.420 |
98.390 |
98.410 |
+0.020 |
613,763 |
706,036 |
+59,647 |
Sep11 |
110307 |
98.095 |
98.120 |
98.075 |
98.110 |
+0.030 |
501,532 |
657,647 |
+15,451 |
Total Volume and Open Interest |
3,037,191 |
3,887,126 |
+175,627 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110307 |
95.02 |
95.03 |
95.02 |
95.03 |
unch |
11,611 |
75,281 |
-14,914 |
Jun11 |
110307 |
94.95 |
94.98 |
94.95 |
94.98 |
+0.02 |
25,670 |
198,709 |
-1,137 |
Sep11 |
110307 |
94.82 |
94.86 |
94.82 |
94.86 |
+0.03 |
13,069 |
132,657 |
+33 |
Dec11 |
110307 |
94.69 |
94.74 |
94.69 |
94.74 |
+0.04 |
5,334 |
75,216 |
+1,365 |
Mar12 |
110307 |
94.60 |
94.65 |
94.58 |
94.64 |
+0.04 |
3,674 |
57,581 |
+503 |
Jun12 |
110307 |
94.54 |
94.58 |
94.54 |
94.58 |
+0.04 |
1,453 |
44,110 |
+652 |
Sep12 |
110307 |
94.49 |
94.53 |
94.49 |
94.53 |
+0.04 |
566 |
31,202 |
+84 |
Dec12 |
110307 |
94.44 |
94.48 |
94.44 |
94.47 |
+0.04 |
796 |
18,559 |
+191 |
Mar13 |
110307 |
94.39 |
94.43 |
94.39 |
94.43 |
+0.04 |
611 |
3,576 |
+153 |
Jun13 |
110307 |
94.36 |
94.39 |
94.36 |
94.39 |
+0.06 |
50 |
633 |
+16 |
Total Volume and Open Interest |
62,848 |
639,223 |
-13,054 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110307 |
94.42 |
94.48 |
94.38 |
94.48 |
+0.06 |
36,191 |
371,187 |
-409 |
Jun11 |
110307 |
94.45 |
94.45 |
94.45 |
94.45 |
+0.05 |
12 |
17 |
+12 |
Total Volume and Open Interest |
36,203 |
371,204 |
-397 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110301 |
94.90 |
94.91 |
94.84 |
94.88 |
-0.02 |
|
|
|
Jun11 |
110307 |
94.80 |
94.80 |
94.76 |
94.79 |
+0.06 |
550 |
550 |
+550 |
Total Volume and Open Interest |
119,703 |
515,514 |
-8,943 |
Gold(CMX) |
Apr11 |
110307 |
1435.0 |
1445.7 |
1428.3 |
1434.5 |
+5.9 |
202,801 |
314,632 |
-7,012 |
Jun11 |
110307 |
1436.1 |
1447.2 |
1429.8 |
1436.0 |
+5.9 |
18,022 |
81,034 |
+4,148 |
Aug11 |
110307 |
1436.0 |
1447.0 |
1434.2 |
1437.4 |
+5.9 |
1,467 |
24,563 |
+420 |
Oct11 |
110307 |
1439.5 |
1449.0 |
1436.2 |
1438.8 |
+5.9 |
426 |
6,555 |
-29 |
Dec11 |
110307 |
1441.0 |
1450.2 |
1434.2 |
1440.2 |
+6.0 |
2,165 |
29,446 |
-79 |
Feb12 |
110307 |
1442.6 |
1452.8 |
1438.9 |
1441.9 |
+5.9 |
88 |
7,315 |
+55 |
Apr12 |
110307 |
1447.3 |
1447.3 |
1444.0 |
1444.0 |
+5.8 |
0 |
5,338 |
+0 |
Jun12 |
110307 |
1450.2 |
1450.2 |
1446.5 |
1446.5 |
+5.7 |
590 |
6,758 |
+25 |
Aug12 |
110307 |
1449.3 |
1449.3 |
1449.3 |
1449.3 |
+5.6 |
0 |
977 |
+0 |
Oct12 |
110307 |
1452.7 |
1452.7 |
1452.7 |
1452.7 |
+5.6 |
0 |
2,308 |
+0 |
Dec12 |
110307 |
1459.6 |
1468.0 |
1452.9 |
1457.0 |
+5.6 |
1,855 |
10,781 |
-634 |
Total Volume and Open Interest |
229,481 |
515,043 |
-3,688 |
Silver(CMX) |
Mar11 |
110307 |
3567.0 |
3673.0 |
3565.0 |
3585.5 |
+53.8 |
526 |
1,876 |
-164 |
May11 |
110307 |
3564.0 |
3674.5 |
3560.5 |
3586.5 |
+53.8 |
63,916 |
83,398 |
-320 |
Jul11 |
110307 |
3562.0 |
3673.0 |
3562.0 |
3586.5 |
+54.1 |
1,509 |
12,969 |
+73 |
Sep11 |
110307 |
3591.0 |
3667.0 |
3585.9 |
3585.9 |
+54.5 |
209 |
5,219 |
+29 |
Dec11 |
110307 |
3566.5 |
3671.0 |
3560.0 |
3584.4 |
+54.7 |
800 |
14,098 |
+169 |
Mar12 |
110307 |
3627.0 |
3632.5 |
3578.2 |
3578.2 |
+55.1 |
139 |
1,167 |
+49 |
May12 |
110307 |
3574.1 |
3574.1 |
3574.1 |
3574.1 |
+55.4 |
100 |
319 |
+99 |
Total Volume and Open Interest |
68,685 |
135,654 |
+141 |
Platinum(NYMEX) |
Apr11 |
110307 |
1842.2 |
1847.6 |
1801.6 |
1820.4 |
-17.5 |
6,057 |
35,522 |
-1,458 |
Jul11 |
110307 |
1851.6 |
1851.6 |
1811.6 |
1824.4 |
-17.5 |
2,066 |
5,532 |
+1,178 |
Oct11 |
110307 |
1849.1 |
1849.5 |
1810.0 |
1826.2 |
-17.7 |
14 |
498 |
+13 |
Jan12 |
110307 |
1829.0 |
1829.0 |
1828.6 |
1828.6 |
-17.7 |
0 |
12 |
+0 |
Total Volume and Open Interest |
8,138 |
41,585 |
-266 |
Palladium(NYMEX) |
Mar11 |
110307 |
781.70 |
788.25 |
780.40 |
788.25 |
-19.55 |
12 |
418 |
-5 |
Jun11 |
110307 |
813.50 |
820.90 |
782.00 |
790.10 |
-19.70 |
2,806 |
22,595 |
-1 |
Sep11 |
110307 |
802.40 |
802.40 |
789.35 |
791.25 |
-19.90 |
2 |
77 |
+1 |
Total Volume and Open Interest |
2,833 |
23,144 |
-15 |
Copper(CMX) |
Mar11 |
110307 |
447.00 |
448.45 |
429.55 |
431.30 |
-15.90 |
1,265 |
4,480 |
-915 |
May11 |
110307 |
448.80 |
451.65 |
430.40 |
432.70 |
-15.85 |
29,124 |
98,202 |
+845 |
Jul11 |
110307 |
452.50 |
452.50 |
432.40 |
434.15 |
-15.70 |
682 |
25,686 |
-97 |
Sep11 |
110307 |
450.10 |
450.10 |
433.30 |
435.10 |
-15.40 |
130 |
6,374 |
+33 |
Dec11 |
110307 |
450.00 |
450.00 |
433.55 |
435.80 |
-15.00 |
33 |
5,936 |
-4 |
Total Volume and Open Interest |
31,799 |
146,961 |
-203 |
DJIA Index(CBOT) |
Mar11 |
110307 |
12149 |
12230 |
12035 |
12078 |
-76 |
702 |
13,813 |
+80 |
Jun11 |
110307 |
12015 |
12089 |
12015 |
12015 |
-74 |
2 |
34 |
+1 |
Sep11 |
110307 |
11960 |
12034 |
11960 |
11960 |
-74 |
|
|
|
Dec11 |
110307 |
11905 |
11979 |
11905 |
11905 |
-74 |
0 |
1 |
+0 |
Total Volume and Open Interest |
704 |
13,848 |
+81 |
S & P 500(CME) |
Mar11 |
110307 |
1320.30 |
1327.20 |
1303.00 |
1309.10 |
-11.20 |
30,928 |
322,475 |
-4,874 |
Jun11 |
110307 |
1319.50 |
1322.00 |
1298.00 |
1304.20 |
-11.20 |
5,828 |
26,007 |
+4,130 |
Sep11 |
110307 |
1299.10 |
1317.30 |
1293.80 |
1299.10 |
-11.20 |
0 |
3,086 |
-3 |
Dec11 |
110307 |
1294.10 |
1312.40 |
1288.90 |
1294.10 |
-11.30 |
20 |
637 |
-15 |
Total Volume and Open Interest |
36,776 |
352,205 |
-762 |
S & P 500 E-Mini(Globex) |
Mar11 |
110307 |
1320.25 |
1327.25 |
1302.75 |
1309.00 |
-11.25 |
2,361,733 |
2,887,515 |
-27,824 |
Jun11 |
110307 |
1315.00 |
1322.00 |
1298.25 |
1304.25 |
-11.25 |
24,845 |
93,800 |
+13,940 |
Total Volume and Open Interest |
2,386,666 |
2,981,645 |
-13,883 |
NASDAQ 100(CME) |
Mar11 |
110307 |
2363.30 |
2373.80 |
2306.00 |
2324.50 |
-35.30 |
2,456 |
19,437 |
+944 |
Jun11 |
110307 |
2322.00 |
2365.00 |
2307.00 |
2322.00 |
-35.50 |
3 |
1,268 |
+2 |
Sep11 |
110307 |
2319.50 |
2321.50 |
2319.50 |
2319.50 |
-35.50 |
1 |
0 |
-1 |
Total Volume and Open Interest |
2,460 |
20,705 |
+945 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110307 |
2360.30 |
2374.30 |
2306.30 |
2324.50 |
-35.30 |
288,788 |
380,496 |
+27,671 |
Jun11 |
110307 |
2354.80 |
2371.80 |
2305.00 |
2322.00 |
-35.50 |
990 |
2,626 |
+199 |
Total Volume and Open Interest |
289,779 |
383,134 |
+27,866 |
S & P Midcap 400(CME) |
Mar11 |
110307 |
971.00 |
972.00 |
945.00 |
953.90 |
-14.90 |
373 |
3,475 |
+289 |
Jun11 |
110307 |
951.40 |
951.70 |
951.40 |
951.40 |
-14.80 |
|
|
|
Sep11 |
110307 |
949.30 |
949.60 |
949.30 |
949.30 |
-14.80 |
|
|
|
Total Volume and Open Interest |
373 |
3,475 |
+289 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110307 |
10450 |
10450 |
10450 |
10450 |
-200 |
|
|
|
Jun11 |
110307 |
10585 |
10585 |
10400 |
10420 |
-200 |
2,978 |
4,237 |
+2,992 |
Total Volume and Open Interest |
17,932 |
45,279 |
+1,471 |
Nikkei 225(SGX) |
Mar11 |
110307 |
10690 |
10740 |
10465 |
10525 |
-165 |
140,643 |
249,174 |
-1,601 |
Jun11 |
110307 |
10625 |
10660 |
10395 |
10450 |
-165 |
1,423 |
14,385 |
+7,234 |
Sep11 |
110307 |
10445 |
10445 |
10445 |
10445 |
-170 |
0 |
200 |
+0 |
Total Volume and Open Interest |
142,470 |
274,698 |
+6,115 |
CAC 40(EURONEXT) |
Mar11 |
110307 |
3999.5 |
4052.0 |
3967.0 |
3991.5 |
-30.0 |
186,442 |
347,071 |
-17,028 |
Apr11 |
110307 |
3998.0 |
4054.0 |
3972.0 |
3994.0 |
-30.0 |
8,039 |
8,050 |
+7,382 |
May11 |
110307 |
3941.0 |
3941.0 |
3910.0 |
3924.5 |
-30.0 |
13 |
27 |
+11 |
Total Volume and Open Interest |
194,523 |
355,905 |
-9,613 |
Hang Seng Index(HKFE) |
Mar11 |
110307 |
23152 |
23443 |
23081 |
23319 |
unch |
78,934 |
77,020 |
+1,687 |
Apr11 |
110307 |
23041 |
23416 |
23041 |
23298 |
-2 |
585 |
1,583 |
+303 |
Total Volume and Open Interest |
79,826 |
82,317 |
+1,962 |
DAX(EUREX) |
Mar11 |
110307 |
7146.0 |
7274.0 |
7124.5 |
7165.0 |
-8.0 |
176,198 |
275,169 |
+678 |
Jun11 |
110307 |
7168.0 |
7298.0 |
7157.0 |
7191.0 |
-7.5 |
5,318 |
32,309 |
+9,174 |
Sep11 |
110307 |
7193.5 |
7306.0 |
7189.0 |
7216.5 |
-7.5 |
194 |
962 |
+0 |
Total Volume and Open Interest |
181,710 |
308,440 |
+9,852 |
FT-SE 100(EURONEXT) |
Mar11 |
110307 |
5970.00 |
6029.00 |
5917.50 |
5965.50 |
-3.00 |
126,771 |
652,671 |
+11,554 |
Jun11 |
110307 |
5913.00 |
5987.00 |
5884.50 |
5924.00 |
-4.00 |
3,700 |
18,956 |
+6,691 |
Sep11 |
110307 |
5889.50 |
5889.50 |
5889.50 |
5889.50 |
-3.50 |
23 |
413 |
+0 |
Total Volume and Open Interest |
130,514 |
672,155 |
+18,225 |
SPI 200(SFE) |
Mar11 |
110307 |
4860.0 |
4868.0 |
4789.0 |
4790.0 |
-74.0 |
32,508 |
180,136 |
-1,687 |
Jun11 |
110307 |
4881.0 |
4881.0 |
4816.0 |
4816.0 |
-74.0 |
349 |
4,612 |
+342 |
Sep11 |
110307 |
4806.0 |
4806.0 |
4806.0 |
4806.0 |
-74.0 |
4 |
2,553 |
+0 |
Total Volume and Open Interest |
32,861 |
189,361 |
-1,345 |
GSCI(CME) |
Mar11 |
110307 |
74.64 |
74.64 |
61.04 |
62.64 |
-1.50 |
678 |
14,140 |
-155 |
Apr11 |
110307 |
79.89 |
80.39 |
68.04 |
68.04 |
-1.10 |
56 |
93 |
+44 |
May11 |
110307 |
75.64 |
80.64 |
69.04 |
69.04 |
-0.85 |
|
|
|
Total Volume and Open Interest |
734 |
14,233 |
-111 |
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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