|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue March 08, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110308 |
1389.25 |
1389.25 |
1368.00 |
1375.50 |
-12.25 |
5,382 |
4,166 |
-2,370 |
May11 |
110308 |
1395.75 |
1396.00 |
1374.00 |
1382.00 |
-13.00 |
91,264 |
255,751 |
+2,351 |
Jul11 |
110308 |
1403.00 |
1403.25 |
1381.50 |
1390.00 |
-12.75 |
36,397 |
128,977 |
+3,145 |
Aug11 |
110308 |
1385.00 |
1388.00 |
1371.75 |
1380.25 |
-11.50 |
1,419 |
7,413 |
+248 |
Sep11 |
110308 |
1368.00 |
1372.00 |
1351.00 |
1361.50 |
-10.25 |
1,803 |
7,283 |
+568 |
Nov11 |
110308 |
1355.00 |
1355.75 |
1333.25 |
1346.00 |
-8.75 |
25,528 |
163,745 |
-50 |
Jan12 |
110308 |
1358.00 |
1358.00 |
1339.25 |
1349.25 |
-8.75 |
721 |
21,595 |
-58 |
Total Volume and Open Interest |
163,500 |
618,564 |
+3,963 |
Soybean Meal(CBOT) |
Mar11 |
110308 |
357.60 |
358.00 |
354.00 |
355.40 |
-2.70 |
2,520 |
2,855 |
-643 |
May11 |
110308 |
364.10 |
364.80 |
358.50 |
360.40 |
-3.00 |
34,136 |
92,263 |
+962 |
Jul11 |
110308 |
367.30 |
368.10 |
362.10 |
364.00 |
-3.00 |
8,716 |
50,027 |
+322 |
Aug11 |
110308 |
363.80 |
364.20 |
360.30 |
362.10 |
-2.60 |
671 |
10,329 |
+14 |
Sep11 |
110308 |
358.40 |
359.90 |
354.80 |
356.80 |
-2.00 |
683 |
8,970 |
+103 |
Oct11 |
110308 |
349.40 |
350.20 |
345.50 |
348.20 |
-1.70 |
1,634 |
10,792 |
+423 |
Dec11 |
110308 |
349.60 |
350.20 |
345.00 |
347.60 |
-1.70 |
5,622 |
27,567 |
+1,562 |
Jan12 |
110308 |
346.70 |
349.30 |
346.10 |
347.60 |
-1.70 |
587 |
3,303 |
+142 |
Total Volume and Open Interest |
54,825 |
212,852 |
+2,890 |
Soybean Oil(CBOT) |
Mar11 |
110308 |
58.39 |
58.40 |
57.60 |
57.97 |
-0.60 |
2,917 |
2,262 |
-1,450 |
May11 |
110308 |
59.20 |
59.20 |
58.08 |
58.48 |
-0.62 |
54,937 |
175,593 |
-566 |
Jul11 |
110308 |
59.58 |
59.58 |
58.58 |
58.97 |
-0.61 |
23,524 |
95,133 |
+4,766 |
Aug11 |
110308 |
59.38 |
59.72 |
58.79 |
59.12 |
-0.60 |
3,574 |
11,748 |
+416 |
Sep11 |
110308 |
59.66 |
59.81 |
58.73 |
59.22 |
-0.58 |
1,586 |
12,163 |
+507 |
Oct11 |
110308 |
59.57 |
59.72 |
58.76 |
59.17 |
-0.55 |
959 |
12,813 |
-53 |
Dec11 |
110308 |
59.61 |
59.73 |
58.78 |
59.24 |
-0.50 |
6,282 |
53,614 |
+265 |
Jan12 |
110308 |
58.86 |
59.58 |
58.86 |
59.19 |
-0.50 |
543 |
1,422 |
+129 |
Total Volume and Open Interest |
94,522 |
369,161 |
+4,012 |
Canola(WCE) |
Mar11 |
110308 |
581.1 |
581.3 |
581.1 |
581.3 |
-7.2 |
12 |
14 |
-264 |
May11 |
110308 |
587.9 |
591.0 |
580.4 |
585.4 |
-7.2 |
13,037 |
96,513 |
-547 |
Jul11 |
110308 |
595.1 |
596.7 |
587.8 |
592.4 |
-7.1 |
2,149 |
30,530 |
-127 |
Nov11 |
110308 |
568.5 |
568.5 |
559.6 |
563.1 |
-8.7 |
1,591 |
61,203 |
+881 |
Jan12 |
110308 |
565.8 |
572.0 |
565.8 |
568.1 |
-9.1 |
67 |
3,813 |
+30 |
Total Volume and Open Interest |
16,867 |
194,879 |
-16 |
Corn(CBOT) |
Mar11 |
110308 |
710.75 |
712.00 |
695.00 |
698.75 |
-12.00 |
9,568 |
8,892 |
-3,555 |
May11 |
110308 |
717.50 |
719.50 |
700.25 |
705.50 |
-12.00 |
161,461 |
725,951 |
+1,966 |
Jul11 |
110308 |
722.25 |
724.25 |
705.50 |
711.00 |
-11.50 |
69,724 |
377,178 |
+500 |
Sep11 |
110308 |
661.00 |
663.00 |
649.25 |
656.00 |
-5.50 |
9,618 |
65,213 |
-222 |
Dec11 |
110308 |
609.50 |
614.00 |
602.00 |
610.00 |
-0.50 |
27,016 |
366,134 |
+2,055 |
Mar12 |
110308 |
617.75 |
622.00 |
611.25 |
618.50 |
+1.00 |
1,530 |
46,838 |
-171 |
Total Volume and Open Interest |
281,492 |
1,648,245 |
+1,213 |
Wheat(CBOT) |
Mar11 |
110308 |
774.25 |
775.00 |
749.25 |
751.25 |
-17.75 |
172 |
491 |
-432 |
May11 |
110308 |
801.00 |
803.25 |
778.25 |
779.75 |
-21.00 |
47,654 |
195,263 |
-2,392 |
Jul11 |
110308 |
831.25 |
832.00 |
809.75 |
811.50 |
-18.75 |
16,224 |
129,358 |
-502 |
Sep11 |
110308 |
861.25 |
861.25 |
843.25 |
845.50 |
-16.25 |
3,399 |
37,774 |
+63 |
Dec11 |
110308 |
881.00 |
881.50 |
863.00 |
866.00 |
-14.25 |
6,346 |
93,046 |
+1,134 |
Total Volume and Open Interest |
75,360 |
484,542 |
-1,812 |
Wheat(KCBT) |
Mar11 |
110308 |
886.50 |
889.00 |
864.50 |
864.50 |
-23.50 |
388 |
430 |
-84 |
May11 |
110308 |
897.50 |
900.00 |
873.00 |
874.00 |
-24.50 |
14,018 |
88,044 |
-594 |
Jul11 |
110308 |
908.00 |
908.75 |
883.00 |
884.00 |
-24.00 |
11,457 |
66,785 |
+1,605 |
Sep11 |
110308 |
916.75 |
918.00 |
896.00 |
897.25 |
-20.25 |
4,599 |
16,578 |
-732 |
Dec11 |
110308 |
930.00 |
930.00 |
908.50 |
908.50 |
-20.50 |
2,284 |
17,731 |
-581 |
Total Volume and Open Interest |
33,350 |
194,338 |
-22 |
Wheat(MGE) |
Mar11 |
110308 |
933.50 |
933.50 |
912.00 |
912.00 |
-28.50 |
362 |
300 |
+224 |
May11 |
110308 |
942.75 |
943.00 |
918.25 |
922.25 |
-21.50 |
5,561 |
23,802 |
+920 |
Jul11 |
110308 |
949.50 |
949.50 |
925.75 |
928.00 |
-21.50 |
1,618 |
14,656 |
-18 |
Sep11 |
110308 |
945.00 |
947.75 |
921.50 |
925.50 |
-19.25 |
958 |
13,683 |
-27 |
Dec11 |
110308 |
940.50 |
945.00 |
926.50 |
928.50 |
-18.50 |
732 |
10,684 |
-13 |
Total Volume and Open Interest |
9,368 |
65,570 |
+1,140 |
Oats(CBOT) |
Mar11 |
110308 |
371.50 |
378.50 |
368.50 |
368.50 |
-10.00 |
56 |
52 |
+6 |
May11 |
110308 |
385.75 |
385.75 |
373.00 |
375.00 |
-11.00 |
539 |
9,046 |
+21 |
Jul11 |
110308 |
390.25 |
392.00 |
381.50 |
383.00 |
-11.00 |
133 |
1,776 |
+28 |
Sep11 |
110308 |
382.00 |
391.00 |
380.50 |
382.00 |
-9.00 |
8 |
263 |
-2 |
Total Volume and Open Interest |
778 |
13,299 |
+42 |
Rough Rice(CBOT) |
Mar11 |
110308 |
13.50 |
13.55 |
13.42 |
13.52 |
-0.16 |
89 |
87 |
-36 |
May11 |
110308 |
13.95 |
13.95 |
13.61 |
13.80 |
-0.15 |
1,187 |
16,697 |
+113 |
Jul11 |
110308 |
14.25 |
14.25 |
13.94 |
14.09 |
-0.15 |
1,208 |
5,293 |
-109 |
Sep11 |
110308 |
14.88 |
14.88 |
14.72 |
14.80 |
-0.23 |
1,079 |
3,887 |
+8 |
Total Volume and Open Interest |
3,706 |
26,833 |
+35 |
Live Cattle(CME) |
Apr11 |
110308 |
113.550 |
115.730 |
113.500 |
114.800 |
+1.200 |
32,096 |
126,815 |
-5,411 |
Jun11 |
110308 |
114.830 |
116.650 |
114.730 |
115.900 |
+1.150 |
18,092 |
115,073 |
+2,756 |
Aug11 |
110308 |
117.000 |
118.300 |
117.000 |
117.885 |
+0.785 |
11,826 |
49,351 |
+2,478 |
Oct11 |
110308 |
120.285 |
121.450 |
120.250 |
120.980 |
+0.595 |
4,993 |
32,315 |
+1,250 |
Dec11 |
110308 |
120.500 |
121.500 |
120.400 |
121.350 |
+0.815 |
1,521 |
25,038 |
+581 |
Feb12 |
110308 |
120.600 |
121.450 |
120.600 |
121.300 |
+0.400 |
165 |
6,595 |
+5 |
Total Volume and Open Interest |
68,749 |
357,275 |
+1,679 |
Feeder Cattle(CME) |
Mar11 |
110308 |
129.900 |
131.400 |
129.850 |
131.185 |
+1.385 |
2,285 |
7,696 |
-795 |
Apr11 |
110308 |
131.750 |
133.450 |
131.750 |
133.150 |
+1.450 |
2,018 |
10,138 |
-394 |
May11 |
110308 |
133.350 |
135.000 |
133.350 |
134.735 |
+1.160 |
1,743 |
13,089 |
+287 |
Aug11 |
110308 |
134.800 |
136.300 |
134.600 |
136.130 |
+1.380 |
1,319 |
13,612 |
+249 |
Sep11 |
110308 |
133.935 |
135.400 |
133.935 |
135.325 |
+1.775 |
93 |
2,231 |
-7 |
Oct11 |
110308 |
133.700 |
135.500 |
133.700 |
135.450 |
+1.715 |
44 |
1,281 |
-1 |
Nov11 |
110308 |
133.250 |
134.900 |
133.250 |
134.900 |
+1.615 |
12 |
638 |
+9 |
Total Volume and Open Interest |
7,517 |
48,744 |
-649 |
Lean Hogs(CME) |
Apr11 |
110308 |
86.700 |
89.400 |
86.200 |
89.135 |
+2.735 |
21,959 |
73,130 |
-4,349 |
May11 |
110308 |
97.050 |
99.750 |
96.730 |
99.400 |
+2.365 |
146 |
3,115 |
+26 |
Jun11 |
110308 |
99.885 |
102.200 |
99.330 |
101.680 |
+2.200 |
11,165 |
73,156 |
+1,741 |
Jul11 |
110308 |
99.550 |
101.600 |
99.200 |
101.200 |
+1.750 |
4,043 |
26,523 |
+390 |
Aug11 |
110308 |
98.885 |
101.000 |
98.480 |
100.830 |
+1.980 |
1,837 |
20,529 |
-163 |
Oct11 |
110308 |
87.980 |
89.830 |
87.980 |
89.650 |
+1.470 |
823 |
20,602 |
+116 |
Dec11 |
110308 |
85.000 |
85.900 |
84.600 |
85.700 |
+0.900 |
490 |
11,713 |
-37 |
Feb12 |
110308 |
85.480 |
86.000 |
85.250 |
85.800 |
+0.800 |
129 |
2,717 |
-4 |
Total Volume and Open Interest |
40,606 |
233,473 |
-2,279 |
Class III Milk(CME) |
Mar11 |
110308 |
19.55 |
19.63 |
19.48 |
19.54 |
-0.07 |
251 |
6,639 |
+91 |
Apr11 |
110308 |
18.40 |
18.45 |
17.78 |
17.96 |
-0.44 |
502 |
5,866 |
+57 |
May11 |
110308 |
17.57 |
17.59 |
16.96 |
17.08 |
-0.42 |
132 |
4,723 |
+16 |
Jun11 |
110308 |
16.96 |
17.09 |
16.62 |
16.75 |
-0.19 |
221 |
3,684 |
+10 |
Jul11 |
110308 |
17.07 |
17.07 |
16.80 |
16.88 |
-0.07 |
68 |
2,685 |
+23 |
Total Volume and Open Interest |
1,301 |
36,016 |
-4,808 |
Cocoa(ICE) |
Mar11 |
110308 |
3700 |
3703 |
3700 |
3703 |
-18 |
1 |
85 |
-5 |
May11 |
110308 |
3670 |
3734 |
3614 |
3633 |
-29 |
9,007 |
74,102 |
+243 |
Jul11 |
110308 |
3610 |
3677 |
3560 |
3575 |
-28 |
1,810 |
28,004 |
+443 |
Sep11 |
110308 |
3589 |
3631 |
3525 |
3540 |
-29 |
248 |
12,791 |
+67 |
Dec11 |
110308 |
3554 |
3600 |
3488 |
3501 |
-33 |
590 |
17,552 |
+57 |
Mar12 |
110308 |
3575 |
3610 |
3536 |
3536 |
-19 |
135 |
22,618 |
+11 |
May12 |
110308 |
3594 |
3600 |
3529 |
3529 |
-19 |
9 |
4,789 |
+6 |
Total Volume and Open Interest |
11,827 |
164,357 |
+849 |
Coffee "C"(ICE) |
Mar11 |
110308 |
282.55 |
287.15 |
282.55 |
287.15 |
+6.20 |
78 |
496 |
-2 |
May11 |
110308 |
282.40 |
287.65 |
281.30 |
287.20 |
+6.05 |
11,735 |
77,777 |
-394 |
Jul11 |
110308 |
283.60 |
289.75 |
283.55 |
289.30 |
+6.30 |
1,768 |
21,332 |
+20 |
Sep11 |
110308 |
283.60 |
291.10 |
283.60 |
291.10 |
+6.95 |
629 |
8,596 |
+10 |
Dec11 |
110308 |
283.00 |
290.75 |
283.00 |
290.55 |
+7.05 |
585 |
13,713 |
+734 |
Mar12 |
110308 |
279.60 |
288.05 |
279.60 |
287.70 |
+7.55 |
206 |
2,016 |
+100 |
Total Volume and Open Interest |
15,071 |
125,063 |
+473 |
Orange Juice(ICE) |
Mar11 |
110308 |
178.00 |
180.05 |
178.00 |
178.70 |
+1.00 |
8 |
684 |
-2 |
May11 |
110308 |
175.00 |
178.50 |
174.50 |
176.90 |
+2.35 |
564 |
24,829 |
+221 |
Jul11 |
110308 |
171.70 |
173.75 |
171.70 |
172.85 |
+2.25 |
53 |
3,355 |
+36 |
Sep11 |
110308 |
169.00 |
169.00 |
168.45 |
168.90 |
+1.40 |
1 |
721 |
+1 |
Nov11 |
110308 |
160.60 |
162.75 |
160.00 |
162.75 |
+1.20 |
0 |
670 |
+0 |
Jan12 |
110308 |
161.35 |
161.35 |
160.75 |
160.75 |
+0.80 |
0 |
16 |
+0 |
Total Volume and Open Interest |
626 |
30,297 |
+256 |
Sugar #11(ICE) |
May11 |
110308 |
30.06 |
31.05 |
29.75 |
30.70 |
+0.71 |
46,319 |
238,000 |
+276 |
Jul11 |
110308 |
27.60 |
28.39 |
27.36 |
28.08 |
+0.45 |
20,815 |
174,402 |
+2,674 |
Oct11 |
110308 |
26.13 |
26.70 |
25.84 |
26.49 |
+0.36 |
9,847 |
80,820 |
+1,226 |
Mar12 |
110308 |
25.05 |
25.86 |
25.05 |
25.72 |
+0.37 |
4,378 |
55,716 |
+1,159 |
May12 |
110308 |
23.93 |
24.51 |
23.81 |
24.44 |
+0.39 |
600 |
14,734 |
+99 |
Total Volume and Open Interest |
82,638 |
606,622 |
+5,568 |
London Cocoa(LCE) |
Mar11 |
110308 |
2369 |
2390 |
2315 |
2320 |
-30 |
11,177 |
32,870 |
-4,849 |
May11 |
110308 |
2371 |
2387 |
2315 |
2320 |
-26 |
12,021 |
52,325 |
+2,802 |
Jul11 |
110308 |
2315 |
2330 |
2274 |
2278 |
-17 |
2,599 |
26,903 |
+508 |
Sep11 |
110308 |
2300 |
2306 |
2254 |
2259 |
-11 |
581 |
23,487 |
+158 |
Dec11 |
110308 |
2278 |
2285 |
2230 |
2238 |
-12 |
639 |
32,264 |
+75 |
Mar12 |
110308 |
2273 |
2275 |
2234 |
2234 |
-6 |
125 |
24,856 |
+50 |
May12 |
110308 |
2264 |
2269 |
2229 |
2230 |
-1 |
53 |
4,708 |
+5 |
Total Volume and Open Interest |
27,233 |
206,560 |
-1,219 |
London Sugar(LCE) |
May11 |
110308 |
746.40 |
767.90 |
743.20 |
763.10 |
+14.30 |
3,336 |
21,348 |
+171 |
Aug11 |
110308 |
718.90 |
738.00 |
716.10 |
735.00 |
+12.60 |
1,106 |
11,825 |
+292 |
Oct11 |
110308 |
681.00 |
696.50 |
680.70 |
694.70 |
+9.70 |
180 |
3,432 |
+0 |
Dec11 |
110308 |
669.50 |
675.00 |
669.50 |
671.70 |
+9.60 |
12 |
1,255 |
+1 |
Mar12 |
110308 |
659.60 |
663.70 |
659.60 |
663.70 |
+9.40 |
0 |
1,128 |
+0 |
Total Volume and Open Interest |
4,635 |
39,499 |
+464 |
Cotton(ICE) |
Mar11 |
110308 |
211.00 |
215.00 |
202.05 |
207.04 |
-7.46 |
67 |
376 |
-26 |
May11 |
110308 |
213.76 |
215.75 |
207.14 |
207.14 |
-7.00 |
7,779 |
70,566 |
-712 |
Jul11 |
110308 |
202.95 |
204.00 |
196.97 |
196.97 |
-7.00 |
5,883 |
39,083 |
+833 |
Oct11 |
110308 |
151.85 |
151.85 |
148.50 |
148.95 |
-5.26 |
44 |
401 |
+5 |
Dec11 |
110308 |
125.05 |
125.05 |
120.23 |
120.75 |
-5.78 |
7,791 |
57,146 |
+239 |
Mar12 |
110308 |
115.76 |
116.82 |
113.63 |
114.12 |
-5.27 |
459 |
3,850 |
-38 |
Total Volume and Open Interest |
22,101 |
175,284 |
+322 |
Lumber(CME) |
Mar11 |
110308 |
297.9 |
300.6 |
295.4 |
300.6 |
unch |
221 |
879 |
-155 |
May11 |
110308 |
318.0 |
322.5 |
316.3 |
318.5 |
-0.3 |
595 |
5,973 |
-57 |
Jul11 |
110308 |
328.5 |
334.0 |
327.3 |
334.0 |
+4.9 |
266 |
2,415 |
+67 |
Sep11 |
110308 |
330.7 |
336.0 |
329.5 |
336.0 |
+4.0 |
65 |
289 |
+39 |
Total Volume and Open Interest |
1,147 |
9,560 |
-106 |
Crude Oil(NYM) |
Apr11 |
110308 |
104.85 |
105.79 |
103.33 |
105.02 |
-0.42 |
369,148 |
275,563 |
-5,083 |
May11 |
110308 |
106.13 |
107.08 |
104.65 |
105.95 |
-0.78 |
127,363 |
220,059 |
+4,368 |
Jun11 |
110308 |
106.72 |
107.63 |
105.25 |
106.48 |
-0.80 |
98,811 |
146,192 |
+3,684 |
Jul11 |
110308 |
107.66 |
107.91 |
105.64 |
106.86 |
-0.81 |
44,358 |
83,401 |
-252 |
Aug11 |
110308 |
107.78 |
107.92 |
105.78 |
107.02 |
-0.81 |
32,957 |
40,821 |
-1,535 |
Sep11 |
110308 |
107.71 |
107.96 |
105.81 |
107.04 |
-0.81 |
26,947 |
51,283 |
+706 |
Oct11 |
110308 |
107.50 |
107.73 |
105.78 |
106.98 |
-0.80 |
12,213 |
32,775 |
+45 |
Nov11 |
110308 |
107.61 |
107.80 |
105.85 |
106.89 |
-0.79 |
12,532 |
30,391 |
-2,020 |
Dec11 |
110308 |
106.77 |
107.77 |
105.56 |
106.79 |
-0.77 |
72,929 |
178,642 |
+1,926 |
Jan12 |
110308 |
107.27 |
107.28 |
105.44 |
106.59 |
-0.72 |
5,816 |
34,803 |
-385 |
Feb12 |
110308 |
106.50 |
106.50 |
105.45 |
106.32 |
-0.68 |
2,590 |
14,895 |
+99 |
Mar12 |
110308 |
105.91 |
106.08 |
105.78 |
106.04 |
-0.63 |
3,309 |
23,239 |
+942 |
Apr12 |
110308 |
105.70 |
105.70 |
105.70 |
105.70 |
-0.59 |
1,741 |
8,749 |
-10 |
May12 |
110308 |
105.40 |
105.40 |
105.33 |
105.33 |
-0.56 |
865 |
9,510 |
-36 |
Jun12 |
110308 |
104.29 |
105.53 |
103.80 |
105.01 |
-0.52 |
8,655 |
56,126 |
+17 |
Jul12 |
110308 |
104.19 |
104.70 |
104.19 |
104.70 |
-0.50 |
194 |
11,057 |
+9 |
Total Volume and Open Interest |
865,400 |
1,568,095 |
+7,498 |
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 |
110308 |
105.925 |
106.975 |
104.650 |
105.950 |
-0.775 |
825 |
1,754 |
+91 |
Jun11 |
110308 |
106.525 |
107.550 |
105.350 |
106.475 |
-0.800 |
278 |
529 |
+91 |
Jul11 |
110308 |
106.000 |
106.900 |
105.900 |
106.850 |
-0.825 |
8 |
60 |
+7 |
Aug11 |
110308 |
107.025 |
107.025 |
107.025 |
107.025 |
-0.800 |
0 |
14 |
+0 |
Sep11 |
110308 |
107.050 |
107.050 |
107.050 |
107.050 |
-0.800 |
3 |
8 |
-1 |
Oct11 |
110308 |
106.975 |
106.975 |
106.975 |
106.975 |
-0.800 |
0 |
53 |
+0 |
Nov11 |
110308 |
105.575 |
106.900 |
105.575 |
106.900 |
-0.775 |
0 |
14 |
+0 |
Dec11 |
110308 |
107.200 |
107.200 |
106.250 |
106.800 |
-0.750 |
22 |
208 |
+18 |
Total Volume and Open Interest |
16,155 |
6,475 |
+278 |
Heating Oil(NYM) |
Apr11 |
110308 |
304.69 |
307.12 |
298.29 |
301.11 |
-5.46 |
51,620 |
89,526 |
-1,865 |
May11 |
110308 |
305.00 |
308.02 |
299.57 |
302.31 |
-5.12 |
19,514 |
52,639 |
+1,690 |
Jun11 |
110308 |
305.86 |
308.32 |
300.84 |
303.53 |
-4.79 |
26,649 |
50,687 |
+124 |
Jul11 |
110308 |
306.75 |
308.80 |
302.95 |
304.96 |
-4.54 |
8,258 |
24,954 |
+59 |
Aug11 |
110308 |
307.83 |
308.27 |
304.40 |
306.50 |
-4.31 |
3,759 |
14,816 |
+312 |
Sep11 |
110308 |
310.04 |
312.25 |
306.00 |
308.12 |
-4.22 |
3,816 |
11,480 |
-79 |
Oct11 |
110308 |
309.25 |
310.47 |
309.21 |
309.71 |
-4.13 |
1,033 |
6,966 |
+51 |
Nov11 |
110308 |
311.68 |
313.11 |
308.70 |
311.29 |
-4.05 |
1,853 |
6,288 |
-166 |
Dec11 |
110308 |
314.33 |
316.76 |
310.09 |
312.73 |
-4.03 |
10,494 |
28,856 |
+449 |
Jan12 |
110308 |
315.00 |
315.72 |
313.58 |
314.13 |
-4.01 |
1,010 |
6,118 |
+27 |
Feb12 |
110308 |
316.05 |
316.05 |
313.70 |
314.31 |
-3.93 |
19 |
2,205 |
-8 |
Mar12 |
110308 |
314.75 |
314.75 |
312.75 |
313.13 |
-3.86 |
21 |
1,205 |
+10 |
Total Volume and Open Interest |
128,562 |
307,984 |
+702 |
Gasoline(NYMEX) |
Apr11 |
110308 |
299.50 |
301.05 |
293.23 |
294.67 |
-5.72 |
34,950 |
85,291 |
-3,533 |
May11 |
110308 |
299.99 |
301.77 |
294.30 |
295.60 |
-5.59 |
16,996 |
58,909 |
+1,823 |
Jun11 |
110308 |
299.46 |
301.28 |
294.00 |
295.25 |
-5.34 |
12,765 |
35,488 |
+61 |
Jul11 |
110308 |
296.75 |
297.80 |
293.55 |
294.25 |
-5.18 |
4,082 |
19,560 |
-32 |
Aug11 |
110308 |
297.40 |
297.40 |
292.35 |
293.00 |
-4.89 |
3,506 |
11,469 |
+205 |
Sep11 |
110308 |
295.91 |
295.91 |
289.99 |
291.05 |
-4.46 |
1,838 |
11,411 |
+669 |
Oct11 |
110308 |
279.66 |
280.63 |
278.41 |
279.12 |
-3.97 |
1,336 |
6,274 |
+130 |
Nov11 |
110308 |
277.70 |
277.70 |
275.59 |
276.63 |
-3.75 |
1,015 |
5,540 |
+386 |
Dec11 |
110308 |
278.19 |
278.65 |
273.31 |
275.13 |
-3.63 |
2,113 |
24,319 |
-165 |
Jan12 |
110308 |
279.00 |
279.00 |
273.91 |
275.57 |
-3.53 |
164 |
4,050 |
+108 |
Total Volume and Open Interest |
78,922 |
277,160 |
-293 |
e-miNY RBOB Gasoline(NYM) |
Apr11 |
110308 |
294.70 |
294.70 |
294.67 |
294.70 |
-5.70 |
0 |
2 |
+0 |
May11 |
110308 |
295.60 |
295.60 |
295.60 |
295.60 |
-5.60 |
0 |
1 |
+0 |
Jun11 |
110308 |
295.30 |
295.30 |
295.25 |
295.30 |
-5.30 |
0 |
1 |
+0 |
Jul11 |
110308 |
294.30 |
294.30 |
294.25 |
294.30 |
-5.10 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
Natural Gas(NYM) |
Apr11 |
110308 |
3.920 |
3.964 |
3.832 |
3.864 |
-0.063 |
76,281 |
211,520 |
-2,749 |
May11 |
110308 |
3.984 |
4.021 |
3.892 |
3.924 |
-0.060 |
32,352 |
225,669 |
+2,237 |
Jun11 |
110308 |
4.043 |
4.080 |
3.963 |
3.986 |
-0.056 |
21,949 |
66,438 |
-826 |
Jul11 |
110308 |
4.118 |
4.151 |
4.033 |
4.062 |
-0.051 |
19,104 |
78,356 |
+6,072 |
Aug11 |
110308 |
4.157 |
4.187 |
4.070 |
4.105 |
-0.044 |
5,645 |
26,757 |
-755 |
Sep11 |
110308 |
4.173 |
4.204 |
4.089 |
4.122 |
-0.041 |
4,296 |
28,675 |
+130 |
Oct11 |
110308 |
4.211 |
4.249 |
4.135 |
4.168 |
-0.040 |
11,455 |
74,123 |
+124 |
Nov11 |
110308 |
4.393 |
4.423 |
4.315 |
4.351 |
-0.030 |
2,854 |
30,711 |
+286 |
Dec11 |
110308 |
4.638 |
4.674 |
4.578 |
4.605 |
-0.033 |
2,838 |
25,561 |
-331 |
Jan12 |
110308 |
4.790 |
4.804 |
4.716 |
4.740 |
-0.038 |
6,412 |
58,586 |
+216 |
Feb12 |
110308 |
4.735 |
4.795 |
4.715 |
4.733 |
-0.036 |
1,003 |
12,798 |
-58 |
Mar12 |
110308 |
4.695 |
4.739 |
4.649 |
4.679 |
-0.031 |
2,686 |
27,286 |
+616 |
Apr12 |
110308 |
4.570 |
4.603 |
4.526 |
4.551 |
-0.026 |
1,322 |
24,356 |
-49 |
May12 |
110308 |
4.604 |
4.604 |
4.585 |
4.585 |
-0.025 |
69 |
5,849 |
+11 |
Jun12 |
110308 |
4.640 |
4.640 |
4.619 |
4.619 |
-0.026 |
50 |
4,610 |
+21 |
Jul12 |
110308 |
4.673 |
4.710 |
4.662 |
4.662 |
-0.026 |
28 |
4,146 |
+0 |
Total Volume and Open Interest |
189,135 |
975,283 |
+5,037 |
Brent Crude Oil(ICE) |
Apr11 |
110308 |
114.80 |
115.29 |
112.13 |
113.06 |
-1.98 |
167,586 |
148,441 |
-10,115 |
May11 |
110308 |
115.00 |
115.41 |
112.41 |
113.29 |
-1.91 |
119,287 |
141,777 |
-3,025 |
Jun11 |
110308 |
115.02 |
115.37 |
112.49 |
113.35 |
-1.84 |
77,694 |
135,153 |
+7,832 |
Jul11 |
110308 |
114.88 |
115.16 |
112.48 |
113.32 |
-1.74 |
22,663 |
45,386 |
+1,140 |
Aug11 |
110308 |
114.31 |
115.03 |
112.40 |
113.25 |
-1.65 |
13,104 |
27,814 |
-445 |
Sep11 |
110308 |
114.08 |
114.84 |
112.27 |
113.12 |
-1.56 |
12,036 |
30,686 |
+112 |
Oct11 |
110308 |
113.07 |
114.61 |
112.25 |
113.00 |
-1.48 |
5,895 |
18,982 |
+143 |
Nov11 |
110308 |
112.86 |
114.39 |
112.08 |
112.84 |
-1.41 |
4,758 |
17,440 |
+696 |
Dec11 |
110308 |
114.15 |
114.24 |
111.85 |
112.65 |
-1.34 |
45,538 |
96,027 |
+1,252 |
Jan12 |
110308 |
112.42 |
112.42 |
112.42 |
112.42 |
-1.31 |
3,505 |
18,143 |
+472 |
Feb12 |
110308 |
112.18 |
112.18 |
112.18 |
112.18 |
-1.30 |
2,537 |
11,073 |
+232 |
Mar12 |
110308 |
111.91 |
111.91 |
111.91 |
111.91 |
-1.29 |
1,720 |
17,074 |
-55 |
Apr12 |
110308 |
111.53 |
111.53 |
111.53 |
111.53 |
-1.27 |
674 |
4,317 |
+123 |
May12 |
110308 |
111.12 |
111.12 |
111.12 |
111.12 |
-1.25 |
224 |
3,761 |
+58 |
Total Volume and Open Interest |
505,396 |
861,919 |
+329 |
Gas Oil(ICE) |
Mar11 |
110308 |
963.25 |
966.50 |
940.50 |
949.75 |
-26.75 |
32,655 |
91,485 |
-10,861 |
Apr11 |
110308 |
964.25 |
969.75 |
943.75 |
953.50 |
-26.25 |
91,667 |
165,729 |
-2,266 |
May11 |
110308 |
966.25 |
972.25 |
946.75 |
956.25 |
-25.50 |
38,722 |
83,735 |
+2,134 |
Jun11 |
110308 |
969.00 |
974.00 |
949.50 |
959.25 |
-25.00 |
35,371 |
69,259 |
+3,918 |
Jul11 |
110308 |
971.75 |
976.25 |
952.75 |
962.25 |
-24.50 |
13,236 |
30,445 |
+2,083 |
Aug11 |
110308 |
973.25 |
978.50 |
956.50 |
965.75 |
-23.75 |
6,207 |
21,846 |
-261 |
Sep11 |
110308 |
976.00 |
981.00 |
959.75 |
969.00 |
-23.25 |
7,226 |
25,538 |
+455 |
Oct11 |
110308 |
977.00 |
982.25 |
961.25 |
970.50 |
-22.75 |
3,863 |
21,346 |
+208 |
Nov11 |
110308 |
977.25 |
982.00 |
961.50 |
971.00 |
-22.25 |
2,790 |
16,066 |
+39 |
Dec11 |
110308 |
971.75 |
983.25 |
962.25 |
971.75 |
-21.75 |
13,514 |
54,084 |
-457 |
Total Volume and Open Interest |
252,978 |
677,256 |
-3,929 |
Ethanol(CBOT) |
Mar11 |
110303 |
2.585 |
2.585 |
2.583 |
2.583 |
-0.007 |
90 |
273 |
-46 |
Apr11 |
110308 |
2.565 |
2.570 |
2.538 |
2.561 |
-0.034 |
314 |
1,007 |
-65 |
May11 |
110308 |
2.556 |
2.556 |
2.530 |
2.551 |
-0.025 |
247 |
680 |
-85 |
Jun11 |
110308 |
2.555 |
2.555 |
2.530 |
2.542 |
-0.034 |
99 |
1,141 |
+18 |
Jul11 |
110308 |
2.555 |
2.555 |
2.535 |
2.546 |
-0.029 |
129 |
1,346 |
+36 |
Aug11 |
110308 |
2.523 |
2.531 |
2.520 |
2.531 |
-0.032 |
155 |
1,034 |
+4 |
Sep11 |
110308 |
2.460 |
2.460 |
2.435 |
2.453 |
-0.036 |
167 |
997 |
+114 |
Oct11 |
110308 |
2.291 |
2.295 |
2.280 |
2.295 |
-0.020 |
66 |
660 |
+40 |
Total Volume and Open Interest |
1,223 |
8,286 |
+100 |
WTI Crude Oil(ICE |
Apr11 |
110308 |
105.20 |
105.79 |
103.34 |
105.02 |
-0.42 |
81,148 |
79,166 |
+435 |
May11 |
110308 |
106.54 |
107.05 |
104.67 |
105.95 |
-0.78 |
47,368 |
90,263 |
+5,364 |
Jun11 |
110308 |
107.13 |
107.59 |
105.34 |
106.48 |
-0.80 |
38,364 |
76,562 |
+2,035 |
Jul11 |
110308 |
107.32 |
107.83 |
105.66 |
106.86 |
-0.81 |
16,889 |
33,708 |
+2,964 |
Aug11 |
110308 |
107.21 |
107.63 |
105.88 |
107.02 |
-0.81 |
9,543 |
18,297 |
+1,488 |
Sep11 |
110308 |
107.59 |
107.80 |
105.88 |
107.04 |
-0.81 |
11,574 |
26,751 |
+102 |
Oct11 |
110308 |
106.74 |
107.52 |
105.85 |
106.98 |
-0.80 |
4,638 |
17,309 |
-306 |
Nov11 |
110308 |
107.50 |
107.50 |
106.38 |
106.89 |
-0.79 |
3,360 |
12,360 |
+264 |
Dec11 |
110308 |
107.37 |
107.65 |
105.61 |
106.79 |
-0.77 |
29,053 |
88,407 |
+1,642 |
Jan12 |
110308 |
106.59 |
106.59 |
106.59 |
106.59 |
-0.72 |
832 |
9,871 |
+134 |
Feb12 |
110308 |
106.32 |
106.32 |
106.32 |
106.32 |
-0.68 |
333 |
2,260 |
+18 |
Mar12 |
110308 |
106.04 |
106.04 |
106.04 |
106.04 |
-0.63 |
159 |
4,434 |
-4 |
Apr12 |
110308 |
105.70 |
105.70 |
105.70 |
105.70 |
-0.59 |
63 |
3,012 |
+32 |
May12 |
110308 |
105.33 |
105.33 |
105.33 |
105.33 |
-0.56 |
30 |
1,118 |
-8 |
Jun12 |
110308 |
104.13 |
105.73 |
103.90 |
105.01 |
-0.52 |
2,646 |
26,996 |
-76 |
Jul12 |
110308 |
104.70 |
104.70 |
104.70 |
104.70 |
-0.50 |
42 |
560 |
+0 |
Total Volume and Open Interest |
259,172 |
581,324 |
+14,609 |
US Dollar Index(ICE) |
Mar11 |
110308 |
76.520 |
76.995 |
76.425 |
76.800 |
+0.285 |
32,455 |
47,622 |
-5,768 |
Jun11 |
110308 |
76.790 |
77.270 |
76.690 |
77.065 |
+0.285 |
1,337 |
3,524 |
+327 |
Sep11 |
110308 |
77.450 |
77.485 |
77.450 |
77.485 |
+0.285 |
0 |
10 |
+0 |
Total Volume and Open Interest |
33,792 |
51,157 |
-5,441 |
Australian Dollar(CME) |
Mar11 |
110308 |
101.10 |
101.27 |
100.46 |
100.99 |
-0.06 |
103,748 |
133,149 |
-1,362 |
Jun11 |
110308 |
99.98 |
100.12 |
99.33 |
99.85 |
-0.06 |
7,740 |
7,853 |
+3,428 |
Sep11 |
110308 |
98.61 |
98.66 |
98.61 |
98.61 |
-0.05 |
0 |
14 |
+0 |
Total Volume and Open Interest |
111,488 |
141,070 |
+2,066 |
British Pound(CME) |
Mar11 |
110308 |
162.05 |
162.09 |
161.23 |
161.58 |
-0.41 |
108,310 |
124,870 |
+1,273 |
Jun11 |
110308 |
161.91 |
161.92 |
161.07 |
161.41 |
-0.40 |
3,998 |
6,322 |
+2,287 |
Sep11 |
110308 |
161.20 |
161.51 |
161.11 |
161.11 |
-0.40 |
2 |
13 |
+0 |
Total Volume and Open Interest |
112,310 |
131,238 |
+3,560 |
Canadian Dollar(CME) |
Mar11 |
110308 |
102.77 |
103.00 |
102.56 |
102.95 |
+0.17 |
97,590 |
131,659 |
-7,693 |
Jun11 |
110308 |
102.56 |
102.78 |
102.35 |
102.74 |
+0.17 |
13,767 |
22,777 |
+9,310 |
Sep11 |
110308 |
102.24 |
102.46 |
102.24 |
102.46 |
+0.17 |
100 |
1,326 |
+55 |
Dec11 |
110308 |
102.09 |
102.14 |
101.98 |
102.14 |
+0.16 |
34 |
1,820 |
+9 |
Total Volume and Open Interest |
111,497 |
157,727 |
+1,682 |
Japanese Yen(CME) |
Mar11 |
110308 |
121.52 |
121.64 |
120.69 |
120.96 |
-0.55 |
189,780 |
121,653 |
-5,972 |
Jun11 |
110308 |
121.58 |
121.71 |
120.76 |
121.04 |
-0.55 |
5,249 |
10,760 |
+1,096 |
Sep11 |
110308 |
121.70 |
121.72 |
120.66 |
121.17 |
-0.55 |
0 |
33 |
-4 |
Total Volume and Open Interest |
195,029 |
132,474 |
-4,880 |
Swiss Franc(CME) |
Mar11 |
110308 |
107.95 |
107.98 |
106.80 |
106.88 |
-1.10 |
68,984 |
56,366 |
+585 |
Jun11 |
110308 |
108.00 |
108.05 |
106.88 |
106.95 |
-1.10 |
5,906 |
6,452 |
+4,077 |
Sep11 |
110308 |
107.16 |
108.09 |
106.96 |
107.00 |
-1.09 |
0 |
8 |
+0 |
Total Volume and Open Interest |
74,890 |
62,837 |
+4,662 |
EuroFX(CME) |
Mar11 |
110308 |
139.68 |
139.88 |
138.60 |
139.01 |
-0.65 |
342,618 |
224,222 |
+6,921 |
Jun11 |
110308 |
139.49 |
139.67 |
138.40 |
138.80 |
-0.65 |
22,202 |
28,488 |
+9,830 |
Sep11 |
110308 |
138.55 |
139.11 |
138.06 |
138.46 |
-0.65 |
9 |
177 |
+3 |
Total Volume and Open Interest |
364,829 |
253,246 |
+16,754 |
Mexican Peso(CME) |
Mar11 |
110308 |
829.5 |
833.8 |
827.0 |
832.8 |
+3.8 |
28,929 |
120,527 |
-2,374 |
Apr11 |
110308 |
832.2 |
832.2 |
828.5 |
832.2 |
+3.8 |
|
|
|
Total Volume and Open Interest |
39,704 |
148,515 |
+6,044 |
30-Year T-Bonds(CBOT) |
Mar11 |
110308 |
120~030 |
120~030 |
120~030 |
120~030 |
-0~220 |
|
|
|
Jun11 |
110308 |
118~290 |
119~060 |
118~120 |
118~160 |
-0~220 |
411,688 |
609,321 |
+9,564 |
Sep11 |
110308 |
116~290 |
117~190 |
116~290 |
116~290 |
-0~220 |
0 |
1 |
+0 |
Total Volume and Open Interest |
434,271 |
642,106 |
+3,087 |
10-Year T-Notes(CBOT) |
Mar11 |
110308 |
119~295 |
120~040 |
119~210 |
119~245 |
-0~085 |
48,222 |
42,667 |
-8,236 |
Jun11 |
110308 |
118~155 |
118~235 |
118~070 |
118~110 |
-0~085 |
1,464,311 |
1,442,937 |
-13,217 |
Sep11 |
110308 |
117~000 |
117~135 |
116~300 |
117~050 |
-0~085 |
1 |
34 |
+0 |
Total Volume and Open Interest |
1,512,534 |
1,485,642 |
-21,453 |
5-Year T-Notes(CBOT) |
Mar11 |
110308 |
117~067 |
117~067 |
117~067 |
117~067 |
-0~020 |
32,079 |
47,288 |
+47,288 |
Jun11 |
110308 |
116~085 |
116~104 |
116~060 |
116~076 |
-0~019 |
873,977 |
1,185,605 |
-11,011 |
Sep11 |
110308 |
115~092 |
115~111 |
115~092 |
115~092 |
-0~019 |
|
|
|
Total Volume and Open Interest |
906,056 |
1,232,893 |
-17,774 |
2 Year T-Notes(CBOT) |
Mar11 |
110308 |
109~058 |
109~061 |
109~050 |
109~055 |
-0~006 |
30,599 |
41,950 |
-12,929 |
Jun11 |
110308 |
109~014 |
109~019 |
109~004 |
109~009 |
-0~008 |
430,568 |
820,754 |
+12,290 |
Sep11 |
110308 |
108~101 |
108~109 |
108~101 |
108~101 |
-0~008 |
|
|
|
Total Volume and Open Interest |
461,167 |
862,704 |
-639 |
Eurodollars(CME) |
Mar11 |
110308 |
99.690 |
99.690 |
99.688 |
99.688 |
unch |
162,185 |
975,281 |
-28,830 |
Jun11 |
110308 |
99.640 |
99.640 |
99.630 |
99.635 |
-0.005 |
325,743 |
1,197,340 |
+18,183 |
Sep11 |
110308 |
99.540 |
99.550 |
99.530 |
99.535 |
-0.010 |
410,048 |
1,355,524 |
+4,995 |
Dec11 |
110308 |
99.380 |
99.390 |
99.360 |
99.370 |
-0.015 |
553,178 |
1,341,513 |
+16,393 |
Mar12 |
110308 |
99.125 |
99.145 |
99.095 |
99.115 |
-0.020 |
698,429 |
1,252,038 |
-13,412 |
Jun12 |
110308 |
98.780 |
98.805 |
98.735 |
98.765 |
-0.025 |
513,166 |
763,834 |
+5,967 |
Sep12 |
110308 |
98.405 |
98.435 |
98.350 |
98.390 |
-0.030 |
346,470 |
548,733 |
-6,259 |
Dec12 |
110308 |
98.065 |
98.100 |
98.005 |
98.045 |
-0.035 |
315,370 |
450,036 |
-4,937 |
Mar13 |
110308 |
97.770 |
97.805 |
97.710 |
97.755 |
-0.030 |
263,413 |
304,682 |
+6,180 |
Jun13 |
110308 |
97.480 |
97.520 |
97.430 |
97.475 |
-0.025 |
173,640 |
202,264 |
-706 |
Sep13 |
110308 |
97.215 |
97.260 |
97.175 |
97.215 |
-0.020 |
134,630 |
202,763 |
+2,839 |
Dec13 |
110308 |
96.960 |
97.005 |
96.925 |
96.965 |
-0.020 |
145,742 |
181,868 |
-94 |
Mar14 |
110308 |
96.730 |
96.775 |
96.700 |
96.740 |
-0.015 |
35,647 |
124,865 |
-455 |
Jun14 |
110308 |
96.500 |
96.555 |
96.475 |
96.515 |
-0.010 |
28,996 |
101,376 |
-489 |
Sep14 |
110308 |
96.285 |
96.330 |
96.265 |
96.295 |
-0.010 |
20,789 |
59,342 |
-410 |
Dec14 |
110308 |
96.055 |
96.110 |
96.035 |
96.070 |
-0.010 |
21,455 |
74,770 |
+146 |
Mar15 |
110308 |
95.855 |
95.920 |
95.850 |
95.880 |
-0.010 |
8,744 |
55,671 |
-62 |
Jun15 |
110308 |
3.940 |
3.990 |
3.920 |
3.950 |
-0.010 |
10,550 |
38,296 |
-841 |
Total Volume and Open Interest |
4,191,568 |
9,419,138 |
-853 |
30 Day Federal Funds(CBOT) |
Mar11 |
110308 |
99.853 |
99.857 |
99.850 |
99.855 |
+0.005 |
2,531 |
67,246 |
+310 |
Apr11 |
110308 |
99.865 |
99.865 |
99.860 |
99.860 |
unch |
5,610 |
58,421 |
+236 |
May11 |
110308 |
99.865 |
99.865 |
99.860 |
99.860 |
unch |
3,943 |
63,063 |
+498 |
Jun11 |
110308 |
99.860 |
99.865 |
99.860 |
99.860 |
unch |
3,553 |
45,092 |
-233 |
Jul11 |
110308 |
99.845 |
99.850 |
99.840 |
99.845 |
unch |
6,293 |
47,270 |
+1,089 |
Aug11 |
110308 |
99.835 |
99.840 |
99.825 |
99.830 |
-0.005 |
7,135 |
35,617 |
-408 |
Total Volume and Open Interest |
98,856 |
574,004 |
+10,425 |
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 |
110308 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
4,777 |
-242 |
Jun11 |
110308 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
0 |
150 |
+0 |
Sep11 |
110308 |
99.643 |
99.643 |
99.643 |
99.643 |
unch |
|
|
|
Dec11 |
110308 |
99.590 |
99.590 |
99.590 |
99.590 |
-0.038 |
0 |
75 |
+0 |
Mar12 |
110308 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Jun12 |
110308 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep12 |
110308 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Dec12 |
110308 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Mar13 |
110308 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Jun13 |
110308 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
5,002 |
-242 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110308 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,563 |
+27 |
Sep11 |
110308 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
866 |
+100 |
Dec11 |
110308 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
1,928 |
+19 |
Mar12 |
110308 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
405 |
+0 |
Jun12 |
110308 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
110308 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
310 |
+0 |
Dec12 |
110308 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
4 |
+0 |
Mar13 |
110308 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
12,133 |
+175 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110308 |
138.75 |
138.95 |
138.64 |
138.67 |
-0.14 |
1,986 |
6,482 |
+3,212 |
Sep11 |
110308 |
136.24 |
136.24 |
136.24 |
136.24 |
-0.14 |
|
|
|
Dec11 |
110308 |
134.15 |
134.15 |
134.15 |
134.15 |
-0.14 |
|
|
|
Total Volume and Open Interest |
5,459 |
18,868 |
+4,546 |
Euro-Bund(EUREX) |
Mar11 |
110308 |
123.06 |
123.15 |
122.92 |
123.05 |
+0.02 |
1,350,882 |
516,316 |
-645,846 |
Jun11 |
110308 |
121.64 |
121.88 |
121.41 |
121.50 |
-0.14 |
758,656 |
1,257,582 |
+329,682 |
Sep11 |
110308 |
120.93 |
121.02 |
120.90 |
121.02 |
-0.16 |
3 |
360 |
+352 |
Total Volume and Open Interest |
2,109,541 |
1,774,258 |
-315,812 |
Euro-Bobl(EUREX) |
Mar11 |
110304 |
116.02 |
116.31 |
115.83 |
116.20 |
+0.09 |
648,647 |
1,159,128 |
+233,712 |
Jun11 |
110308 |
114.62 |
114.86 |
114.62 |
114.66 |
+0.01 |
633,149 |
1,063,896 |
+245,388 |
Sep11 |
110308 |
114.38 |
114.38 |
113.98 |
113.98 |
+0.12 |
0 |
548 |
+548 |
Total Volume and Open Interest |
1,563,540 |
1,476,782 |
-198,747 |
3-Mth Euribor(EUREX) |
Mar11 |
110308 |
98.785 |
98.790 |
98.785 |
98.790 |
+0.010 |
244 |
6,647 |
+595 |
Jun11 |
110308 |
98.420 |
98.435 |
98.420 |
98.420 |
+0.010 |
535 |
9,987 |
+337 |
Sep11 |
110308 |
98.130 |
98.145 |
98.125 |
98.125 |
+0.015 |
221 |
1,982 |
-76 |
Total Volume and Open Interest |
1,840 |
26,455 |
+665 |
Long Gilt(LIFFE) |
Mar11 |
110308 |
117~25 |
117~27 |
117~13 |
117~14 |
-0~10 |
1,078 |
20,713 |
-140 |
Jun11 |
110308 |
116~18 |
116~22 |
116~01 |
116~04 |
-0~10 |
139,392 |
285,013 |
-4,172 |
Total Volume and Open Interest |
140,470 |
305,726 |
-4,312 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110308 |
99.16 |
99.17 |
99.14 |
99.17 |
+0.01 |
27,576 |
312,507 |
-3,173 |
Jun11 |
110308 |
98.93 |
98.94 |
98.91 |
98.93 |
+0.01 |
62,346 |
359,125 |
+6,559 |
Sep11 |
110308 |
98.69 |
98.71 |
98.66 |
98.68 |
+0.01 |
54,884 |
337,714 |
-5,046 |
Dec11 |
110308 |
98.41 |
98.45 |
98.38 |
98.41 |
+0.01 |
98,250 |
364,165 |
+4,448 |
Mar12 |
110308 |
98.14 |
98.19 |
98.11 |
98.14 |
+0.01 |
101,756 |
290,182 |
+16,825 |
Jun12 |
110308 |
97.85 |
97.92 |
97.82 |
97.85 |
+0.01 |
75,500 |
175,890 |
-16,343 |
Total Volume and Open Interest |
544,318 |
2,297,251 |
+6,814 |
3-Mth Euribor(LIFFE) |
Mar11 |
110308 |
98.780 |
98.795 |
98.780 |
98.790 |
+0.010 |
219,297 |
601,096 |
+18,382 |
Jun11 |
110308 |
98.410 |
98.440 |
98.400 |
98.420 |
+0.010 |
309,043 |
725,786 |
+19,750 |
Sep11 |
110308 |
98.110 |
98.145 |
98.105 |
98.125 |
+0.015 |
235,606 |
637,362 |
-20,285 |
Total Volume and Open Interest |
1,752,711 |
3,879,916 |
-7,210 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110308 |
95.03 |
95.03 |
95.02 |
95.03 |
unch |
8,936 |
75,702 |
+421 |
Jun11 |
110308 |
94.98 |
94.98 |
94.96 |
94.98 |
unch |
20,871 |
198,574 |
-135 |
Sep11 |
110308 |
94.85 |
94.88 |
94.84 |
94.87 |
+0.01 |
8,306 |
132,790 |
+133 |
Dec11 |
110308 |
94.73 |
94.77 |
94.71 |
94.74 |
unch |
5,890 |
76,155 |
+939 |
Mar12 |
110308 |
94.64 |
94.66 |
94.61 |
94.64 |
unch |
2,073 |
57,980 |
+399 |
Jun12 |
110308 |
94.58 |
94.58 |
94.54 |
94.57 |
-0.01 |
904 |
44,435 |
+325 |
Sep12 |
110308 |
94.52 |
94.52 |
94.48 |
94.52 |
-0.01 |
443 |
31,401 |
+199 |
Dec12 |
110308 |
94.51 |
94.51 |
94.42 |
94.45 |
-0.02 |
205 |
18,741 |
+182 |
Mar13 |
110308 |
94.41 |
94.41 |
94.39 |
94.41 |
-0.02 |
1 |
3,577 |
+1 |
Jun13 |
110308 |
94.36 |
94.37 |
94.34 |
94.37 |
-0.02 |
13 |
640 |
+7 |
Total Volume and Open Interest |
47,644 |
641,694 |
+2,471 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110308 |
94.48 |
94.49 |
94.42 |
94.45 |
-0.03 |
31,456 |
364,560 |
-6,627 |
Jun11 |
110308 |
94.42 |
94.43 |
94.41 |
94.42 |
-0.03 |
256 |
261 |
+244 |
Total Volume and Open Interest |
31,712 |
364,821 |
-6,383 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110301 |
94.90 |
94.91 |
94.84 |
94.88 |
-0.02 |
|
|
|
Jun11 |
110308 |
94.77 |
94.78 |
94.76 |
94.78 |
-0.01 |
302 |
815 |
+265 |
Total Volume and Open Interest |
117,090 |
530,689 |
+15,175 |
Gold(CMX) |
Apr11 |
110308 |
1432.3 |
1437.2 |
1423.6 |
1427.2 |
-7.3 |
141,350 |
314,956 |
+324 |
Jun11 |
110308 |
1434.5 |
1438.6 |
1425.3 |
1428.8 |
-7.2 |
4,883 |
82,618 |
+1,584 |
Aug11 |
110308 |
1430.0 |
1438.9 |
1428.0 |
1430.2 |
-7.2 |
1,645 |
24,916 |
+353 |
Oct11 |
110308 |
1437.0 |
1439.6 |
1430.1 |
1431.6 |
-7.2 |
302 |
6,539 |
-16 |
Dec11 |
110308 |
1437.4 |
1442.5 |
1430.0 |
1433.0 |
-7.2 |
1,095 |
29,294 |
-152 |
Feb12 |
110308 |
1434.3 |
1434.7 |
1434.3 |
1434.7 |
-7.2 |
196 |
7,229 |
-86 |
Apr12 |
110308 |
1436.8 |
1436.8 |
1436.8 |
1436.8 |
-7.2 |
7 |
5,338 |
+0 |
Jun12 |
110308 |
1439.4 |
1439.4 |
1439.4 |
1439.4 |
-7.1 |
67 |
6,737 |
-21 |
Aug12 |
110308 |
1442.3 |
1442.3 |
1442.3 |
1442.3 |
-7.0 |
25 |
952 |
-25 |
Oct12 |
110308 |
1445.8 |
1445.8 |
1445.8 |
1445.8 |
-6.9 |
151 |
2,459 |
+151 |
Dec12 |
110308 |
1450.0 |
1456.5 |
1450.0 |
1450.3 |
-6.7 |
103 |
10,813 |
+32 |
Total Volume and Open Interest |
151,067 |
517,698 |
+2,655 |
Silver(CMX) |
Mar11 |
110308 |
3581.5 |
3639.5 |
3565.0 |
3565.3 |
-20.2 |
649 |
1,675 |
-201 |
May11 |
110308 |
3589.5 |
3655.0 |
3551.0 |
3565.8 |
-20.7 |
62,971 |
86,417 |
+3,019 |
Jul11 |
110308 |
3589.5 |
3652.0 |
3559.5 |
3566.3 |
-20.2 |
2,127 |
12,959 |
-10 |
Sep11 |
110308 |
3570.5 |
3623.5 |
3566.3 |
3566.3 |
-19.6 |
231 |
5,243 |
+24 |
Dec11 |
110308 |
3590.0 |
3642.0 |
3564.5 |
3565.5 |
-18.9 |
1,085 |
14,590 |
+492 |
Mar12 |
110308 |
3589.0 |
3589.0 |
3559.1 |
3559.1 |
-19.1 |
111 |
1,174 |
+7 |
May12 |
110308 |
3555.4 |
3555.4 |
3555.4 |
3555.4 |
-18.7 |
3 |
319 |
+0 |
Total Volume and Open Interest |
68,654 |
139,218 |
+3,564 |
Platinum(NYMEX) |
Apr11 |
110308 |
1821.2 |
1821.2 |
1794.0 |
1802.6 |
-17.8 |
4,062 |
34,266 |
-1,256 |
Jul11 |
110308 |
1817.4 |
1817.4 |
1799.0 |
1806.9 |
-17.5 |
1,114 |
6,135 |
+603 |
Oct11 |
110308 |
1823.3 |
1823.3 |
1806.0 |
1808.5 |
-17.7 |
10 |
508 |
+10 |
Jan12 |
110308 |
1810.9 |
1810.9 |
1810.9 |
1810.9 |
-17.7 |
0 |
12 |
+0 |
Total Volume and Open Interest |
5,186 |
40,942 |
-643 |
Palladium(NYMEX) |
Mar11 |
110308 |
786.50 |
787.00 |
775.10 |
785.15 |
-3.10 |
10 |
411 |
-7 |
Jun11 |
110308 |
789.00 |
795.00 |
775.35 |
786.70 |
-3.40 |
2,778 |
22,622 |
+27 |
Sep11 |
110308 |
781.95 |
787.85 |
777.40 |
787.85 |
-3.40 |
14 |
84 |
+7 |
Total Volume and Open Interest |
2,803 |
23,172 |
+28 |
Copper(CMX) |
Mar11 |
110308 |
434.00 |
434.20 |
424.85 |
432.50 |
+1.20 |
1,865 |
3,914 |
-566 |
May11 |
110308 |
434.55 |
435.85 |
425.40 |
433.85 |
+1.15 |
30,785 |
99,147 |
+945 |
Jul11 |
110308 |
436.90 |
436.90 |
427.15 |
435.40 |
+1.25 |
594 |
25,607 |
-79 |
Sep11 |
110308 |
430.00 |
437.25 |
430.00 |
436.45 |
+1.35 |
766 |
5,964 |
-410 |
Dec11 |
110308 |
431.00 |
437.50 |
431.00 |
437.30 |
+1.50 |
132 |
5,864 |
-72 |
Total Volume and Open Interest |
34,859 |
146,698 |
-263 |
DJIA Index(CBOT) |
Mar11 |
110308 |
12085 |
12245 |
12063 |
12199 |
+121 |
603 |
13,635 |
-178 |
Jun11 |
110308 |
12025 |
12165 |
12025 |
12136 |
+121 |
3 |
36 |
+2 |
Sep11 |
110308 |
12081 |
12081 |
11960 |
12081 |
+121 |
|
|
|
Dec11 |
110308 |
12026 |
12026 |
11905 |
12026 |
+121 |
0 |
1 |
+0 |
Total Volume and Open Interest |
606 |
13,672 |
-176 |
S & P 500(CME) |
Mar11 |
110308 |
1308.60 |
1325.50 |
1306.20 |
1320.10 |
+11.00 |
27,785 |
326,530 |
+4,055 |
Jun11 |
110308 |
1307.00 |
1320.50 |
1301.50 |
1315.30 |
+11.10 |
2,349 |
27,894 |
+1,887 |
Sep11 |
110308 |
1310.20 |
1315.10 |
1298.10 |
1310.20 |
+11.10 |
8 |
3,079 |
-7 |
Dec11 |
110308 |
1305.20 |
1310.10 |
1293.10 |
1305.20 |
+11.10 |
59 |
656 |
+19 |
Total Volume and Open Interest |
30,201 |
358,159 |
+5,954 |
S & P 500 E-Mini(Globex) |
Mar11 |
110308 |
1308.75 |
1325.75 |
1306.00 |
1320.00 |
+11.00 |
2,944,659 |
2,894,251 |
+6,736 |
Jun11 |
110308 |
1303.75 |
1321.00 |
1301.25 |
1315.25 |
+11.00 |
23,611 |
102,828 |
+9,028 |
Total Volume and Open Interest |
2,968,380 |
2,997,418 |
+15,773 |
NASDAQ 100(CME) |
Mar11 |
110308 |
2325.50 |
2348.00 |
2311.50 |
2333.80 |
+9.30 |
1,039 |
19,149 |
-288 |
Jun11 |
110308 |
2330.00 |
2344.50 |
2318.00 |
2331.50 |
+9.50 |
152 |
1,319 |
+51 |
Sep11 |
110308 |
2329.00 |
2329.00 |
2327.50 |
2329.00 |
+9.50 |
|
|
|
Total Volume and Open Interest |
1,191 |
20,468 |
-237 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110308 |
2324.00 |
2348.00 |
2310.50 |
2333.80 |
+9.30 |
299,221 |
366,337 |
-14,159 |
Jun11 |
110308 |
2324.80 |
2345.30 |
2308.80 |
2331.50 |
+9.50 |
1,660 |
2,870 |
+244 |
Total Volume and Open Interest |
300,884 |
369,221 |
-13,913 |
S & P Midcap 400(CME) |
Mar11 |
110308 |
955.00 |
970.00 |
952.00 |
966.80 |
+12.90 |
4 |
3,478 |
+3 |
Jun11 |
110308 |
964.40 |
964.40 |
964.40 |
964.40 |
+13.00 |
|
|
|
Sep11 |
110308 |
962.20 |
962.20 |
962.20 |
962.20 |
+12.90 |
|
|
|
Total Volume and Open Interest |
4 |
3,478 |
+3 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110308 |
10570 |
10570 |
10570 |
10570 |
+120 |
|
|
|
Jun11 |
110308 |
10470 |
10595 |
10420 |
10535 |
+115 |
907 |
4,009 |
-228 |
Total Volume and Open Interest |
15,263 |
44,421 |
-858 |
Nikkei 225(SGX) |
Mar11 |
110308 |
10530 |
10610 |
10450 |
10550 |
+25 |
161,297 |
251,447 |
+2,273 |
Jun11 |
110308 |
10460 |
10530 |
10385 |
10480 |
+30 |
16,743 |
16,243 |
+1,858 |
Sep11 |
110308 |
10475 |
10475 |
10475 |
10475 |
+30 |
0 |
250 |
+50 |
Total Volume and Open Interest |
189,017 |
278,879 |
+4,181 |
CAC 40(EURONEXT) |
Mar11 |
110308 |
4001.0 |
4026.0 |
3965.0 |
4017.0 |
+25.5 |
181,855 |
362,131 |
+15,060 |
Apr11 |
110308 |
4004.0 |
4026.5 |
3985.0 |
4020.0 |
+26.0 |
240 |
8,056 |
+6 |
May11 |
110308 |
3930.0 |
3951.0 |
3908.5 |
3951.0 |
+26.5 |
0 |
17 |
-10 |
Total Volume and Open Interest |
182,133 |
370,944 |
+15,039 |
Hang Seng Index(HKFE) |
Mar11 |
110308 |
23263 |
23751 |
23217 |
23740 |
+421 |
65,533 |
78,520 |
+1,500 |
Apr11 |
110308 |
23250 |
23730 |
23205 |
23718 |
+420 |
716 |
1,789 |
+206 |
Total Volume and Open Interest |
66,420 |
84,118 |
+1,801 |
DAX(EUREX) |
Mar11 |
110308 |
7194.0 |
7226.5 |
7072.0 |
7164.0 |
-1.0 |
181,454 |
280,098 |
+4,929 |
Jun11 |
110308 |
7224.0 |
7251.0 |
7099.5 |
7190.0 |
-1.0 |
14,444 |
30,064 |
-2,245 |
Sep11 |
110308 |
7255.5 |
7274.5 |
7136.5 |
7216.0 |
-0.5 |
102 |
979 |
+17 |
Total Volume and Open Interest |
196,000 |
311,141 |
+2,701 |
FT-SE 100(EURONEXT) |
Mar11 |
110308 |
5940.00 |
6000.00 |
5893.00 |
5955.00 |
-10.50 |
121,101 |
644,544 |
-8,127 |
Jun11 |
110308 |
5915.50 |
5942.00 |
5853.00 |
5913.50 |
-10.50 |
11,888 |
27,076 |
+8,120 |
Sep11 |
110308 |
5858.50 |
5879.00 |
5820.00 |
5879.00 |
-10.50 |
0 |
413 |
+0 |
Total Volume and Open Interest |
132,989 |
672,148 |
-7 |
SPI 200(SFE) |
Mar11 |
110308 |
4792.0 |
4823.0 |
4753.0 |
4806.0 |
+16.0 |
43,485 |
185,927 |
+5,791 |
Jun11 |
110308 |
4820.0 |
4840.0 |
4795.0 |
4833.0 |
+17.0 |
747 |
5,090 |
+478 |
Sep11 |
110308 |
4823.0 |
4823.0 |
4823.0 |
4823.0 |
+17.0 |
1 |
2,531 |
-22 |
Total Volume and Open Interest |
44,309 |
195,684 |
+6,323 |
GSCI(CME) |
Mar11 |
110308 |
58.14 |
60.14 |
52.64 |
57.14 |
-5.50 |
132 |
14,075 |
-65 |
Apr11 |
110308 |
64.04 |
65.64 |
57.64 |
61.84 |
-6.20 |
48 |
133 |
+40 |
May11 |
110308 |
65.04 |
66.64 |
59.14 |
62.14 |
-6.90 |
|
|
|
Total Volume and Open Interest |
180 |
14,208 |
-25 |
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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