|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu March 10, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110310 |
1335.00 |
1358.25 |
1318.00 |
1348.75 |
+4.75 |
3,098 |
2,372 |
-1,500 |
May11 |
110310 |
1350.50 |
1369.00 |
1321.75 |
1355.50 |
+6.50 |
92,009 |
256,073 |
-109 |
Jul11 |
110310 |
1358.75 |
1376.75 |
1330.00 |
1363.75 |
+6.50 |
37,462 |
128,846 |
-341 |
Aug11 |
110310 |
1350.75 |
1370.00 |
1321.75 |
1357.25 |
+6.50 |
1,457 |
7,549 |
+206 |
Sep11 |
110310 |
1331.50 |
1350.00 |
1306.50 |
1338.50 |
+4.50 |
2,730 |
8,024 |
+544 |
Nov11 |
110310 |
1320.00 |
1333.25 |
1292.00 |
1321.00 |
+1.00 |
24,677 |
163,185 |
-575 |
Jan12 |
110310 |
1327.50 |
1336.00 |
1298.00 |
1325.00 |
+1.25 |
444 |
21,640 |
-5 |
Total Volume and Open Interest |
162,802 |
617,315 |
-1,808 |
Soybean Meal(CBOT) |
Mar11 |
110310 |
349.50 |
353.50 |
344.50 |
349.10 |
+0.60 |
2,041 |
1,484 |
-461 |
May11 |
110310 |
353.40 |
359.30 |
349.00 |
353.70 |
+0.80 |
30,672 |
89,808 |
-524 |
Jul11 |
110310 |
357.60 |
362.50 |
352.40 |
357.00 |
+0.40 |
9,015 |
52,728 |
+1,262 |
Aug11 |
110310 |
356.00 |
361.50 |
352.00 |
356.00 |
+0.50 |
1,120 |
10,685 |
+127 |
Sep11 |
110310 |
351.00 |
356.20 |
347.00 |
351.50 |
+0.60 |
994 |
9,396 |
+278 |
Oct11 |
110310 |
343.40 |
348.20 |
339.70 |
343.20 |
-0.20 |
1,122 |
11,173 |
+40 |
Dec11 |
110310 |
343.70 |
347.30 |
338.60 |
342.20 |
-0.40 |
3,699 |
27,143 |
-243 |
Jan12 |
110310 |
341.40 |
345.90 |
341.00 |
342.30 |
-0.40 |
37 |
3,318 |
+9 |
Total Volume and Open Interest |
48,809 |
212,482 |
+507 |
Soybean Oil(CBOT) |
Mar11 |
110310 |
56.15 |
56.90 |
55.20 |
56.48 |
-0.19 |
1,693 |
1,607 |
-132 |
May11 |
110310 |
57.22 |
57.54 |
55.55 |
56.93 |
-0.19 |
45,146 |
174,526 |
+487 |
Jul11 |
110310 |
57.72 |
58.08 |
56.10 |
57.48 |
-0.14 |
14,282 |
97,104 |
+569 |
Aug11 |
110310 |
57.00 |
58.14 |
56.26 |
57.62 |
-0.14 |
1,240 |
12,166 |
+332 |
Sep11 |
110310 |
57.26 |
58.16 |
56.36 |
57.72 |
-0.15 |
1,115 |
12,542 |
+230 |
Oct11 |
110310 |
57.05 |
58.13 |
56.63 |
57.70 |
-0.15 |
648 |
13,078 |
-136 |
Dec11 |
110310 |
58.00 |
58.26 |
56.34 |
57.77 |
-0.15 |
5,956 |
54,155 |
-254 |
Jan12 |
110310 |
57.03 |
57.75 |
56.65 |
57.72 |
-0.15 |
8 |
1,475 |
+2 |
Total Volume and Open Interest |
70,131 |
371,133 |
+1,141 |
Canola(WCE) |
Mar11 |
110310 |
565.8 |
565.8 |
565.8 |
565.8 |
-1.6 |
2 |
0 |
-14 |
May11 |
110310 |
566.2 |
577.2 |
554.2 |
569.9 |
-1.6 |
8,323 |
96,696 |
-796 |
Jul11 |
110310 |
573.1 |
584.1 |
562.2 |
577.2 |
-1.3 |
1,698 |
30,611 |
+389 |
Nov11 |
110310 |
550.0 |
553.9 |
540.0 |
551.0 |
-0.5 |
1,101 |
62,606 |
+414 |
Jan12 |
110310 |
546.7 |
558.5 |
546.7 |
555.8 |
-0.9 |
56 |
3,829 |
+14 |
Total Volume and Open Interest |
11,187 |
196,554 |
+13 |
Corn(CBOT) |
Mar11 |
110310 |
694.50 |
696.00 |
675.00 |
676.25 |
-18.75 |
4,674 |
4,529 |
-1,960 |
May11 |
110310 |
701.50 |
703.00 |
681.00 |
682.75 |
-18.25 |
154,364 |
697,724 |
-10,702 |
Jul11 |
110310 |
707.50 |
708.75 |
687.00 |
689.00 |
-18.00 |
68,329 |
381,645 |
+3,028 |
Sep11 |
110310 |
654.00 |
654.50 |
633.25 |
635.50 |
-18.75 |
23,075 |
71,350 |
+3,509 |
Dec11 |
110310 |
610.00 |
610.00 |
585.00 |
587.25 |
-23.00 |
48,038 |
366,923 |
+1,751 |
Mar12 |
110310 |
618.00 |
618.00 |
594.75 |
596.25 |
-22.75 |
2,130 |
47,112 |
+260 |
Total Volume and Open Interest |
303,063 |
1,627,775 |
-3,763 |
Wheat(CBOT) |
Mar11 |
110310 |
707.50 |
732.25 |
707.50 |
714.00 |
-18.25 |
910 |
521 |
+254 |
May11 |
110310 |
762.75 |
765.75 |
733.75 |
740.50 |
-18.25 |
53,913 |
192,964 |
-780 |
Jul11 |
110310 |
795.00 |
797.00 |
765.75 |
772.50 |
-18.50 |
22,914 |
128,725 |
-741 |
Sep11 |
110310 |
828.50 |
832.50 |
801.75 |
808.75 |
-17.50 |
8,121 |
39,576 |
+989 |
Dec11 |
110310 |
852.00 |
855.00 |
823.75 |
832.75 |
-16.25 |
9,630 |
94,987 |
+1,146 |
Total Volume and Open Interest |
97,098 |
485,958 |
+1,283 |
Wheat(KCBT) |
Mar11 |
110310 |
851.50 |
854.75 |
839.00 |
839.00 |
-14.50 |
162 |
151 |
-27 |
May11 |
110310 |
857.25 |
862.25 |
834.50 |
837.00 |
-16.50 |
14,382 |
86,409 |
-2,299 |
Jul11 |
110310 |
869.75 |
872.50 |
845.00 |
847.50 |
-16.50 |
6,134 |
66,774 |
+418 |
Sep11 |
110310 |
881.75 |
886.00 |
859.00 |
862.50 |
-15.25 |
893 |
16,622 |
+113 |
Dec11 |
110310 |
899.00 |
902.00 |
875.50 |
881.00 |
-13.25 |
1,275 |
16,951 |
-139 |
Total Volume and Open Interest |
23,372 |
191,892 |
-1,818 |
Wheat(MGE) |
Mar11 |
110310 |
892.00 |
892.00 |
876.25 |
876.25 |
-15.75 |
9 |
36 |
+0 |
May11 |
110310 |
904.00 |
909.00 |
875.00 |
877.75 |
-26.00 |
4,102 |
22,512 |
-548 |
Jul11 |
110310 |
910.25 |
915.00 |
882.50 |
885.25 |
-24.75 |
1,039 |
14,883 |
+14 |
Sep11 |
110310 |
911.00 |
914.00 |
884.75 |
886.75 |
-22.75 |
1,100 |
13,521 |
-64 |
Dec11 |
110310 |
918.50 |
919.00 |
892.00 |
895.25 |
-19.50 |
848 |
10,350 |
-308 |
Total Volume and Open Interest |
7,337 |
63,856 |
-836 |
Oats(CBOT) |
Mar11 |
110310 |
354.00 |
362.00 |
351.00 |
351.00 |
-11.00 |
6 |
32 |
-8 |
May11 |
110310 |
367.00 |
367.25 |
355.00 |
356.00 |
-11.00 |
378 |
8,867 |
+43 |
Jul11 |
110310 |
375.00 |
375.00 |
362.50 |
363.75 |
-11.25 |
115 |
1,715 |
+44 |
Sep11 |
110310 |
374.00 |
378.00 |
365.00 |
367.00 |
-11.00 |
11 |
264 |
+1 |
Total Volume and Open Interest |
565 |
13,058 |
+97 |
Rough Rice(CBOT) |
Mar11 |
110310 |
13.00 |
13.00 |
12.69 |
12.69 |
-0.61 |
57 |
83 |
+49 |
May11 |
110310 |
13.59 |
13.64 |
13.05 |
13.05 |
-0.50 |
1,311 |
16,361 |
-19 |
Jul11 |
110310 |
13.85 |
13.92 |
13.35 |
13.35 |
-0.50 |
365 |
4,915 |
+30 |
Sep11 |
110310 |
14.65 |
14.65 |
14.07 |
14.07 |
-0.50 |
177 |
3,520 |
+1 |
Total Volume and Open Interest |
1,984 |
25,768 |
+98 |
Live Cattle(CME) |
Apr11 |
110310 |
118.000 |
118.430 |
116.650 |
117.650 |
+0.115 |
31,085 |
111,363 |
-6,958 |
Jun11 |
110310 |
117.580 |
117.930 |
115.885 |
116.950 |
-0.500 |
25,254 |
126,264 |
+7,624 |
Aug11 |
110310 |
118.700 |
118.900 |
117.150 |
118.200 |
-0.630 |
10,134 |
53,016 |
+2,639 |
Oct11 |
110310 |
121.800 |
121.930 |
120.150 |
121.230 |
-0.700 |
3,238 |
36,400 |
+294 |
Dec11 |
110310 |
121.750 |
122.135 |
120.385 |
121.680 |
-0.570 |
1,472 |
26,065 |
+549 |
Feb12 |
110310 |
121.180 |
121.750 |
120.035 |
121.200 |
-0.600 |
491 |
6,772 |
+153 |
Total Volume and Open Interest |
71,786 |
362,122 |
+4,363 |
Feeder Cattle(CME) |
Mar11 |
110310 |
132.500 |
132.850 |
131.300 |
131.800 |
-0.400 |
1,480 |
6,743 |
-376 |
Apr11 |
110310 |
134.750 |
135.075 |
133.535 |
134.200 |
-0.335 |
2,416 |
8,988 |
-535 |
May11 |
110310 |
136.400 |
136.600 |
135.200 |
136.035 |
-0.290 |
1,968 |
13,717 |
+440 |
Aug11 |
110310 |
137.935 |
137.935 |
136.350 |
137.285 |
-0.095 |
1,831 |
14,434 |
+556 |
Sep11 |
110310 |
136.500 |
136.735 |
135.450 |
136.300 |
-0.100 |
508 |
2,406 |
+114 |
Oct11 |
110310 |
136.400 |
136.500 |
135.380 |
136.035 |
-0.365 |
177 |
1,379 |
+45 |
Nov11 |
110310 |
135.950 |
136.000 |
134.880 |
135.900 |
-0.100 |
64 |
694 |
+35 |
Total Volume and Open Interest |
8,469 |
48,448 |
+304 |
Lean Hogs(CME) |
Apr11 |
110310 |
89.700 |
90.635 |
88.750 |
89.850 |
+0.100 |
32,983 |
57,506 |
-7,097 |
May11 |
110310 |
99.580 |
100.000 |
98.350 |
99.830 |
-0.220 |
255 |
3,260 |
-33 |
Jun11 |
110310 |
101.800 |
101.950 |
100.550 |
101.450 |
-0.500 |
18,374 |
76,881 |
+2,283 |
Jul11 |
110310 |
101.285 |
101.285 |
100.200 |
100.800 |
-0.630 |
6,187 |
27,923 |
+639 |
Aug11 |
110310 |
101.000 |
101.080 |
100.050 |
100.900 |
-0.450 |
5,907 |
23,706 |
+1,588 |
Oct11 |
110310 |
89.950 |
89.950 |
88.900 |
89.785 |
-0.165 |
2,059 |
21,386 |
+661 |
Dec11 |
110310 |
85.900 |
86.000 |
84.850 |
85.850 |
-0.250 |
1,693 |
12,559 |
+528 |
Feb12 |
110310 |
85.900 |
86.000 |
85.300 |
86.000 |
+0.200 |
508 |
2,977 |
+200 |
Total Volume and Open Interest |
68,244 |
228,430 |
-1,011 |
Class III Milk(CME) |
Mar11 |
110310 |
19.57 |
19.63 |
19.52 |
19.60 |
-0.03 |
279 |
6,773 |
+100 |
Apr11 |
110310 |
18.20 |
18.40 |
17.84 |
17.87 |
-0.38 |
591 |
6,095 |
+52 |
May11 |
110310 |
17.20 |
17.45 |
16.79 |
16.88 |
-0.35 |
345 |
4,765 |
+12 |
Jun11 |
110310 |
16.90 |
16.98 |
16.55 |
16.66 |
-0.24 |
252 |
3,812 |
+35 |
Jul11 |
110310 |
16.90 |
16.90 |
16.72 |
16.84 |
-0.06 |
53 |
2,709 |
+18 |
Total Volume and Open Interest |
1,822 |
36,823 |
+317 |
Cocoa(ICE) |
Mar11 |
110310 |
3575 |
3575 |
3375 |
3490 |
-95 |
1 |
83 |
-2 |
May11 |
110310 |
3499 |
3510 |
3328 |
3445 |
-82 |
9,352 |
75,573 |
+735 |
Jul11 |
110310 |
3460 |
3460 |
3300 |
3411 |
-76 |
2,369 |
28,713 |
+409 |
Sep11 |
110310 |
3452 |
3452 |
3293 |
3402 |
-79 |
623 |
12,943 |
+85 |
Dec11 |
110310 |
3433 |
3433 |
3273 |
3378 |
-83 |
485 |
17,495 |
-18 |
Mar12 |
110310 |
3440 |
3440 |
3336 |
3405 |
-95 |
264 |
22,809 |
+135 |
May12 |
110310 |
3422 |
3422 |
3365 |
3400 |
-94 |
146 |
4,920 |
+104 |
Total Volume and Open Interest |
13,449 |
167,172 |
+1,647 |
Coffee "C"(ICE) |
Mar11 |
110310 |
292.65 |
292.65 |
279.85 |
280.30 |
-14.10 |
30 |
327 |
-44 |
May11 |
110310 |
295.10 |
295.10 |
278.65 |
280.55 |
-14.30 |
9,966 |
79,231 |
+187 |
Jul11 |
110310 |
295.65 |
296.95 |
281.00 |
282.50 |
-14.15 |
3,409 |
22,562 |
+507 |
Sep11 |
110310 |
298.60 |
298.60 |
283.20 |
284.40 |
-13.80 |
1,592 |
9,028 |
+85 |
Dec11 |
110310 |
296.25 |
296.35 |
283.70 |
285.00 |
-12.70 |
770 |
14,030 |
+294 |
Mar12 |
110310 |
290.25 |
291.55 |
281.85 |
283.30 |
-11.45 |
259 |
2,244 |
+122 |
Total Volume and Open Interest |
16,031 |
128,569 |
+1,157 |
Orange Juice(ICE) |
Mar11 |
110310 |
174.20 |
174.20 |
170.50 |
172.45 |
-3.75 |
275 |
307 |
-369 |
May11 |
110310 |
174.25 |
175.00 |
166.80 |
170.25 |
-3.80 |
574 |
25,078 |
-110 |
Jul11 |
110310 |
168.50 |
168.55 |
164.90 |
167.50 |
-2.80 |
114 |
3,505 |
+71 |
Sep11 |
110310 |
163.00 |
165.95 |
163.00 |
165.95 |
-1.05 |
29 |
766 |
+25 |
Nov11 |
110310 |
159.00 |
159.90 |
158.00 |
159.90 |
-1.65 |
63 |
668 |
-2 |
Jan12 |
110310 |
156.00 |
157.70 |
156.00 |
157.70 |
-1.95 |
1 |
16 |
+0 |
Total Volume and Open Interest |
1,056 |
30,362 |
-385 |
Sugar #11(ICE) |
May11 |
110310 |
30.21 |
30.38 |
28.56 |
28.71 |
-1.71 |
40,472 |
237,678 |
-916 |
Jul11 |
110310 |
27.66 |
27.80 |
26.26 |
26.41 |
-1.36 |
19,246 |
174,323 |
-743 |
Oct11 |
110310 |
26.02 |
26.23 |
24.81 |
24.97 |
-1.25 |
8,871 |
82,291 |
-149 |
Mar12 |
110310 |
25.25 |
25.35 |
24.09 |
24.28 |
-1.15 |
4,477 |
56,153 |
+270 |
May12 |
110310 |
23.90 |
24.01 |
22.98 |
23.17 |
-1.04 |
1,528 |
15,418 |
+619 |
Total Volume and Open Interest |
77,203 |
609,365 |
-401 |
London Cocoa(LCE) |
Mar11 |
110310 |
2240 |
2240 |
2147 |
2239 |
-15 |
6,727 |
27,932 |
-4,563 |
May11 |
110310 |
2230 |
2252 |
2157 |
2244 |
-15 |
10,405 |
56,349 |
+3,779 |
Jul11 |
110310 |
2213 |
2227 |
2133 |
2221 |
-17 |
2,737 |
27,710 |
+437 |
Sep11 |
110310 |
2205 |
2212 |
2126 |
2208 |
-14 |
822 |
23,743 |
+48 |
Dec11 |
110310 |
2177 |
2205 |
2112 |
2198 |
-16 |
885 |
32,462 |
+121 |
Mar12 |
110310 |
2165 |
2193 |
2118 |
2190 |
-13 |
261 |
24,958 |
+98 |
May12 |
110310 |
2153 |
2184 |
2102 |
2183 |
-11 |
284 |
5,031 |
+188 |
Total Volume and Open Interest |
22,521 |
207,582 |
+344 |
London Sugar(LCE) |
May11 |
110310 |
751.80 |
758.70 |
725.80 |
727.60 |
-23.50 |
5,267 |
23,382 |
+1,132 |
Aug11 |
110310 |
721.60 |
727.20 |
695.60 |
696.80 |
-22.80 |
2,446 |
14,098 |
+1,590 |
Oct11 |
110310 |
677.40 |
682.50 |
660.00 |
660.70 |
-17.90 |
301 |
3,595 |
+83 |
Dec11 |
110310 |
655.80 |
666.10 |
642.00 |
642.00 |
-17.40 |
68 |
1,291 |
+38 |
Mar12 |
110310 |
632.20 |
632.20 |
632.20 |
632.20 |
-17.30 |
8 |
1,144 |
+5 |
Total Volume and Open Interest |
8,090 |
44,021 |
+2,848 |
Cotton(ICE) |
May11 |
110310 |
204.41 |
207.71 |
200.38 |
200.98 |
-3.43 |
13,681 |
70,569 |
-32 |
Jul11 |
110310 |
193.66 |
196.24 |
190.00 |
190.59 |
-3.47 |
6,354 |
38,719 |
-642 |
Oct11 |
110310 |
153.33 |
154.97 |
152.00 |
154.97 |
+1.96 |
11 |
413 |
+1 |
Dec11 |
110310 |
125.00 |
128.95 |
122.80 |
128.80 |
+2.20 |
4,745 |
55,809 |
-1,243 |
Mar12 |
110310 |
118.80 |
120.95 |
117.80 |
120.73 |
+1.35 |
318 |
3,795 |
+3 |
May12 |
110310 |
111.64 |
113.98 |
111.64 |
113.98 |
+0.76 |
25 |
1,060 |
+0 |
Total Volume and Open Interest |
25,344 |
173,688 |
-1,952 |
Lumber(CME) |
Mar11 |
110310 |
294.8 |
295.6 |
285.0 |
285.0 |
-8.1 |
114 |
682 |
-92 |
May11 |
110310 |
317.2 |
319.2 |
309.0 |
309.1 |
-7.5 |
308 |
5,965 |
+19 |
Jul11 |
110310 |
331.8 |
332.8 |
324.2 |
325.3 |
-7.6 |
143 |
2,562 |
+59 |
Sep11 |
110310 |
336.6 |
336.6 |
332.0 |
332.0 |
-10.0 |
29 |
302 |
+16 |
Total Volume and Open Interest |
607 |
9,534 |
+15 |
Crude Oil(NYM) |
Apr11 |
110310 |
104.45 |
105.06 |
100.62 |
102.70 |
-1.68 |
420,036 |
233,827 |
-28,415 |
May11 |
110310 |
105.69 |
106.42 |
101.91 |
103.92 |
-1.69 |
185,457 |
252,900 |
+17,314 |
Jun11 |
110310 |
106.42 |
107.12 |
102.61 |
104.52 |
-1.78 |
113,541 |
148,962 |
+517 |
Jul11 |
110310 |
107.09 |
107.65 |
103.09 |
104.95 |
-1.87 |
43,404 |
83,467 |
+212 |
Aug11 |
110310 |
107.67 |
107.67 |
103.46 |
105.25 |
-1.88 |
25,611 |
39,671 |
-1,118 |
Sep11 |
110310 |
107.25 |
107.35 |
103.85 |
105.46 |
-1.86 |
22,817 |
51,840 |
+269 |
Oct11 |
110310 |
108.08 |
108.15 |
104.44 |
105.56 |
-1.85 |
10,989 |
33,473 |
+1,194 |
Nov11 |
110310 |
107.42 |
107.42 |
104.05 |
105.60 |
-1.85 |
9,040 |
29,063 |
-661 |
Dec11 |
110310 |
107.40 |
108.25 |
103.79 |
105.61 |
-1.83 |
76,443 |
187,060 |
+3,411 |
Jan12 |
110310 |
107.88 |
107.94 |
104.96 |
105.48 |
-1.82 |
4,779 |
36,006 |
+683 |
Feb12 |
110310 |
107.65 |
107.65 |
104.42 |
105.29 |
-1.81 |
2,161 |
15,636 |
+88 |
Mar12 |
110310 |
107.28 |
107.48 |
103.60 |
105.07 |
-1.80 |
3,127 |
23,654 |
+722 |
Apr12 |
110310 |
105.10 |
105.10 |
104.79 |
104.79 |
-1.79 |
1,528 |
9,393 |
+358 |
May12 |
110310 |
104.50 |
104.50 |
104.50 |
104.50 |
-1.78 |
571 |
9,568 |
-3 |
Jun12 |
110310 |
104.00 |
104.99 |
103.11 |
104.26 |
-1.76 |
13,484 |
56,039 |
-338 |
Jul12 |
110310 |
104.02 |
104.02 |
104.02 |
104.02 |
-1.76 |
182 |
11,151 |
+32 |
Total Volume and Open Interest |
959,285 |
1,572,544 |
-5,863 |
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 |
110310 |
105.650 |
106.450 |
101.925 |
103.925 |
-1.675 |
1,682 |
1,901 |
+51 |
Jun11 |
110310 |
106.750 |
107.050 |
102.725 |
104.525 |
-1.775 |
226 |
568 |
+47 |
Jul11 |
110310 |
105.000 |
105.475 |
103.725 |
104.950 |
-1.875 |
8 |
62 |
-1 |
Aug11 |
110310 |
105.250 |
105.250 |
105.250 |
105.250 |
-1.875 |
0 |
14 |
+0 |
Sep11 |
110310 |
105.775 |
105.775 |
105.350 |
105.450 |
-1.875 |
0 |
8 |
+0 |
Oct11 |
110310 |
106.000 |
106.675 |
104.525 |
105.550 |
-1.850 |
0 |
53 |
+0 |
Nov11 |
110310 |
105.600 |
105.600 |
105.600 |
105.600 |
-1.850 |
1 |
13 |
-1 |
Dec11 |
110310 |
107.750 |
107.750 |
104.850 |
105.600 |
-1.850 |
3 |
217 |
-2 |
Total Volume and Open Interest |
19,542 |
6,618 |
-75 |
Heating Oil(NYM) |
Apr11 |
110310 |
307.02 |
309.02 |
299.03 |
304.49 |
-2.58 |
56,308 |
81,386 |
-3,541 |
May11 |
110310 |
308.21 |
309.65 |
300.17 |
305.59 |
-2.37 |
25,804 |
56,967 |
+3,245 |
Jun11 |
110310 |
308.91 |
310.88 |
301.24 |
306.72 |
-2.23 |
24,039 |
53,104 |
+1,131 |
Jul11 |
110310 |
311.46 |
311.46 |
303.00 |
308.01 |
-2.23 |
8,109 |
25,148 |
+99 |
Aug11 |
110310 |
312.50 |
312.50 |
304.31 |
309.35 |
-2.32 |
3,465 |
15,219 |
+345 |
Sep11 |
110310 |
314.94 |
314.94 |
306.55 |
310.88 |
-2.34 |
3,024 |
11,711 |
+110 |
Oct11 |
110310 |
309.65 |
314.00 |
307.81 |
312.27 |
-2.45 |
704 |
7,164 |
-47 |
Nov11 |
110310 |
312.30 |
314.00 |
309.51 |
313.57 |
-2.57 |
1,365 |
6,192 |
-208 |
Dec11 |
110310 |
319.37 |
319.37 |
309.95 |
314.70 |
-2.74 |
9,163 |
27,450 |
-770 |
Jan12 |
110310 |
313.35 |
317.00 |
313.35 |
315.82 |
-2.92 |
786 |
6,324 |
+72 |
Feb12 |
110310 |
315.97 |
315.97 |
315.97 |
315.97 |
-2.97 |
120 |
2,207 |
+6 |
Mar12 |
110310 |
314.87 |
314.87 |
314.87 |
314.87 |
-2.97 |
48 |
1,251 |
+12 |
Total Volume and Open Interest |
133,232 |
306,312 |
+451 |
Gasoline(NYMEX) |
Apr11 |
110310 |
302.39 |
304.85 |
296.12 |
301.96 |
-0.76 |
44,050 |
73,943 |
-4,233 |
May11 |
110310 |
303.00 |
305.30 |
296.80 |
302.49 |
-0.87 |
31,101 |
62,075 |
+1,076 |
Jun11 |
110310 |
304.15 |
304.41 |
296.24 |
301.57 |
-1.05 |
15,844 |
37,289 |
+89 |
Jul11 |
110310 |
303.35 |
303.35 |
295.15 |
299.91 |
-1.35 |
9,053 |
20,492 |
+661 |
Aug11 |
110310 |
294.25 |
299.91 |
293.31 |
297.96 |
-1.75 |
6,946 |
12,532 |
+663 |
Sep11 |
110310 |
296.07 |
296.79 |
291.23 |
295.39 |
-2.08 |
5,396 |
12,224 |
+474 |
Oct11 |
110310 |
281.34 |
284.39 |
279.11 |
282.79 |
-2.36 |
3,211 |
6,528 |
+241 |
Nov11 |
110310 |
277.80 |
280.31 |
277.80 |
280.01 |
-2.44 |
1,894 |
5,702 |
+13 |
Dec11 |
110310 |
282.39 |
282.85 |
274.20 |
278.38 |
-2.44 |
3,742 |
23,764 |
-412 |
Jan12 |
110310 |
278.66 |
278.66 |
278.66 |
278.66 |
-2.50 |
165 |
4,206 |
-4 |
Total Volume and Open Interest |
122,100 |
274,371 |
-900 |
e-miNY RBOB Gasoline(NYM) |
Apr11 |
110310 |
302.00 |
302.00 |
301.96 |
302.00 |
-0.70 |
0 |
2 |
+0 |
May11 |
110310 |
302.50 |
302.50 |
302.49 |
302.50 |
-0.90 |
0 |
1 |
+0 |
Jun11 |
110310 |
301.60 |
301.60 |
301.57 |
301.60 |
-1.00 |
0 |
1 |
+0 |
Jul11 |
110310 |
299.90 |
299.91 |
299.90 |
299.90 |
-1.40 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
Natural Gas(NYM) |
Apr11 |
110310 |
3.922 |
3.940 |
3.795 |
3.830 |
-0.100 |
135,633 |
177,016 |
-7,436 |
May11 |
110310 |
3.982 |
3.995 |
3.855 |
3.892 |
-0.094 |
64,050 |
228,049 |
+2,898 |
Jun11 |
110310 |
4.034 |
4.053 |
3.923 |
3.955 |
-0.091 |
33,890 |
71,548 |
+5,040 |
Jul11 |
110310 |
4.105 |
4.127 |
4.000 |
4.030 |
-0.091 |
28,311 |
83,754 |
+2,106 |
Aug11 |
110310 |
4.149 |
4.176 |
4.050 |
4.078 |
-0.091 |
12,777 |
26,002 |
-576 |
Sep11 |
110310 |
4.152 |
4.194 |
4.071 |
4.098 |
-0.090 |
15,161 |
33,546 |
+3,122 |
Oct11 |
110310 |
4.210 |
4.243 |
4.116 |
4.147 |
-0.088 |
20,387 |
70,671 |
-1,848 |
Nov11 |
110310 |
4.392 |
4.408 |
4.307 |
4.335 |
-0.078 |
6,994 |
30,854 |
-61 |
Dec11 |
110310 |
4.645 |
4.665 |
4.568 |
4.593 |
-0.068 |
3,468 |
25,759 |
+199 |
Jan12 |
110310 |
4.786 |
4.787 |
4.700 |
4.726 |
-0.067 |
7,885 |
59,179 |
+17 |
Feb12 |
110310 |
4.765 |
4.778 |
4.692 |
4.717 |
-0.067 |
1,310 |
12,237 |
-108 |
Mar12 |
110310 |
4.722 |
4.722 |
4.643 |
4.668 |
-0.061 |
3,607 |
28,321 |
+731 |
Apr12 |
110310 |
4.612 |
4.612 |
4.522 |
4.548 |
-0.051 |
1,696 |
24,566 |
+202 |
May12 |
110310 |
4.596 |
4.596 |
4.556 |
4.581 |
-0.052 |
62 |
5,888 |
+39 |
Jun12 |
110310 |
4.633 |
4.644 |
4.600 |
4.616 |
-0.051 |
14 |
4,624 |
+18 |
Jul12 |
110310 |
4.647 |
4.670 |
4.640 |
4.658 |
-0.051 |
38 |
4,211 |
+34 |
Total Volume and Open Interest |
336,397 |
956,442 |
+4,666 |
Brent Crude Oil(ICE) |
Apr11 |
110310 |
116.12 |
116.55 |
113.52 |
115.43 |
-0.51 |
227,052 |
105,358 |
-26,239 |
May11 |
110310 |
116.20 |
116.57 |
113.42 |
115.36 |
-0.60 |
169,806 |
145,219 |
+1,755 |
Jun11 |
110310 |
116.15 |
116.45 |
113.28 |
115.20 |
-0.64 |
115,885 |
155,947 |
+9,030 |
Jul11 |
110310 |
116.01 |
116.13 |
113.09 |
114.98 |
-0.70 |
28,645 |
47,012 |
-36 |
Aug11 |
110310 |
115.82 |
115.92 |
112.96 |
114.71 |
-0.77 |
13,578 |
26,405 |
+101 |
Sep11 |
110310 |
115.68 |
115.68 |
112.73 |
114.42 |
-0.83 |
16,115 |
31,035 |
+610 |
Oct11 |
110310 |
115.52 |
115.52 |
112.54 |
114.17 |
-0.89 |
8,621 |
19,419 |
+182 |
Nov11 |
110310 |
115.33 |
115.33 |
112.33 |
113.92 |
-0.92 |
6,955 |
16,963 |
-686 |
Dec11 |
110310 |
115.12 |
115.21 |
111.95 |
113.67 |
-0.95 |
76,486 |
93,137 |
+2,008 |
Jan12 |
110310 |
113.42 |
113.42 |
113.42 |
113.42 |
-0.95 |
4,259 |
21,291 |
+772 |
Feb12 |
110310 |
113.18 |
113.18 |
113.18 |
113.18 |
-0.94 |
2,424 |
11,663 |
+378 |
Mar12 |
110310 |
112.91 |
112.91 |
112.91 |
112.91 |
-0.93 |
4,766 |
16,761 |
+127 |
Apr12 |
110310 |
112.54 |
112.54 |
112.54 |
112.54 |
-0.92 |
2,599 |
4,810 |
+173 |
May12 |
110310 |
112.14 |
112.14 |
112.14 |
112.14 |
-0.91 |
970 |
3,760 |
-24 |
Total Volume and Open Interest |
721,894 |
843,949 |
-10,693 |
Gas Oil(ICE) |
Mar11 |
110310 |
970.00 |
971.00 |
953.50 |
964.50 |
unch |
53,348 |
47,102 |
-22,137 |
Apr11 |
110310 |
970.00 |
974.75 |
945.25 |
953.25 |
-15.00 |
121,373 |
169,245 |
-195 |
May11 |
110310 |
972.50 |
977.25 |
948.00 |
955.25 |
-15.75 |
46,955 |
90,856 |
+1,164 |
Jun11 |
110310 |
969.25 |
979.75 |
950.50 |
957.25 |
-16.50 |
35,655 |
68,744 |
-150 |
Jul11 |
110310 |
981.50 |
982.50 |
953.50 |
959.50 |
-17.25 |
9,106 |
31,688 |
+485 |
Aug11 |
110310 |
984.50 |
985.50 |
956.50 |
962.25 |
-17.50 |
4,483 |
21,056 |
-234 |
Sep11 |
110310 |
988.25 |
988.25 |
959.50 |
965.00 |
-17.50 |
6,291 |
27,797 |
+1,490 |
Oct11 |
110310 |
988.25 |
988.75 |
960.50 |
966.00 |
-17.75 |
5,231 |
23,740 |
+1,769 |
Nov11 |
110310 |
978.50 |
988.75 |
960.50 |
966.00 |
-17.75 |
2,669 |
16,002 |
-105 |
Dec11 |
110310 |
978.75 |
989.25 |
960.75 |
966.75 |
-17.50 |
17,014 |
54,628 |
+2,252 |
Total Volume and Open Interest |
307,384 |
648,245 |
-16,421 |
Ethanol(CBOT) |
Mar11 |
110303 |
2.585 |
2.585 |
2.583 |
2.583 |
-0.007 |
90 |
273 |
-46 |
Apr11 |
110310 |
2.500 |
2.527 |
2.500 |
2.507 |
-0.036 |
168 |
983 |
+3 |
May11 |
110310 |
2.470 |
2.514 |
2.470 |
2.494 |
-0.031 |
118 |
686 |
+5 |
Jun11 |
110310 |
2.509 |
2.509 |
2.480 |
2.485 |
-0.039 |
56 |
1,013 |
-29 |
Jul11 |
110310 |
2.480 |
2.505 |
2.477 |
2.484 |
-0.041 |
50 |
1,209 |
+1 |
Aug11 |
110310 |
2.494 |
2.495 |
2.474 |
2.479 |
-0.027 |
72 |
956 |
-44 |
Sep11 |
110310 |
2.428 |
2.428 |
2.411 |
2.417 |
-0.036 |
98 |
916 |
-79 |
Oct11 |
110310 |
2.268 |
2.268 |
2.254 |
2.259 |
-0.034 |
108 |
588 |
-45 |
Total Volume and Open Interest |
779 |
7,862 |
-125 |
WTI Crude Oil(ICE |
Apr11 |
110310 |
104.74 |
105.08 |
100.63 |
102.70 |
-1.68 |
99,099 |
60,524 |
-14,714 |
May11 |
110310 |
106.11 |
106.41 |
101.93 |
103.92 |
-1.69 |
60,156 |
89,029 |
-1,273 |
Jun11 |
110310 |
107.07 |
107.12 |
102.63 |
104.52 |
-1.78 |
46,827 |
74,728 |
-2,345 |
Jul11 |
110310 |
106.50 |
106.50 |
103.12 |
104.95 |
-1.87 |
10,977 |
34,301 |
-108 |
Aug11 |
110310 |
106.48 |
106.48 |
103.48 |
105.25 |
-1.88 |
4,982 |
18,259 |
-231 |
Sep11 |
110310 |
106.62 |
106.62 |
103.67 |
105.46 |
-1.86 |
7,205 |
27,086 |
+409 |
Oct11 |
110310 |
106.68 |
106.68 |
103.76 |
105.56 |
-1.85 |
3,774 |
17,501 |
+101 |
Nov11 |
110310 |
106.68 |
106.68 |
103.82 |
105.60 |
-1.85 |
2,657 |
12,027 |
+28 |
Dec11 |
110310 |
107.00 |
107.00 |
103.76 |
105.61 |
-1.83 |
47,828 |
92,468 |
+3,611 |
Jan12 |
110310 |
105.48 |
105.48 |
105.48 |
105.48 |
-1.82 |
769 |
9,867 |
+27 |
Feb12 |
110310 |
105.29 |
105.29 |
105.29 |
105.29 |
-1.81 |
125 |
2,338 |
+6 |
Mar12 |
110310 |
105.07 |
105.07 |
105.07 |
105.07 |
-1.80 |
404 |
4,612 |
+83 |
Apr12 |
110310 |
104.79 |
104.79 |
104.79 |
104.79 |
-1.79 |
176 |
2,975 |
-41 |
May12 |
110310 |
104.50 |
104.50 |
104.50 |
104.50 |
-1.78 |
145 |
1,095 |
-20 |
Jun12 |
110310 |
103.80 |
104.26 |
102.81 |
104.26 |
-1.76 |
12,231 |
25,508 |
-1,411 |
Jul12 |
110310 |
104.02 |
104.02 |
104.02 |
104.02 |
-1.76 |
16 |
552 |
+0 |
Total Volume and Open Interest |
312,557 |
558,791 |
-18,526 |
US Dollar Index(ICE) |
Mar11 |
110310 |
76.680 |
77.355 |
76.660 |
77.275 |
+0.555 |
27,335 |
39,035 |
-5,512 |
Jun11 |
110310 |
76.965 |
77.640 |
76.910 |
77.558 |
+0.562 |
12,531 |
13,165 |
+6,469 |
Sep11 |
110310 |
77.978 |
77.978 |
77.978 |
77.978 |
+0.562 |
1 |
503 |
-1 |
Total Volume and Open Interest |
39,867 |
52,704 |
+956 |
Australian Dollar(CME) |
Mar11 |
110310 |
101.02 |
101.15 |
99.88 |
100.01 |
-1.02 |
108,676 |
106,679 |
-17,009 |
Jun11 |
110310 |
99.89 |
100.01 |
98.75 |
98.88 |
-1.01 |
35,773 |
46,118 |
+24,125 |
Sep11 |
110310 |
98.50 |
98.65 |
97.66 |
97.66 |
-0.99 |
0 |
14 |
+0 |
Total Volume and Open Interest |
144,449 |
152,865 |
+7,116 |
British Pound(CME) |
Mar11 |
110310 |
161.99 |
162.14 |
160.38 |
160.48 |
-1.45 |
103,113 |
104,541 |
-11,807 |
Jun11 |
110310 |
161.69 |
161.96 |
160.20 |
160.31 |
-1.44 |
35,637 |
40,760 |
+21,331 |
Sep11 |
110310 |
160.50 |
161.44 |
160.03 |
160.03 |
-1.41 |
1 |
18 |
+0 |
Total Volume and Open Interest |
138,751 |
145,352 |
+9,524 |
Canadian Dollar(CME) |
Mar11 |
110310 |
103.22 |
103.25 |
102.36 |
102.55 |
-0.69 |
91,310 |
110,932 |
-8,701 |
Jun11 |
110310 |
102.90 |
103.05 |
102.16 |
102.35 |
-0.68 |
41,603 |
59,999 |
+19,610 |
Sep11 |
110310 |
102.69 |
102.74 |
101.93 |
102.06 |
-0.68 |
171 |
1,612 |
+153 |
Dec11 |
110310 |
101.86 |
102.41 |
101.75 |
101.75 |
-0.66 |
69 |
2,018 |
+11 |
Total Volume and Open Interest |
133,153 |
174,715 |
+11,073 |
Japanese Yen(CME) |
Mar11 |
110310 |
120.84 |
120.93 |
120.22 |
120.47 |
-0.47 |
130,779 |
104,177 |
-7,935 |
Jun11 |
110310 |
120.89 |
121.02 |
120.29 |
120.55 |
-0.47 |
26,833 |
26,999 |
+10,258 |
Sep11 |
110310 |
120.74 |
121.14 |
120.50 |
120.67 |
-0.47 |
8 |
41 |
+8 |
Total Volume and Open Interest |
157,620 |
131,247 |
+2,331 |
Swiss Franc(CME) |
Mar11 |
110310 |
107.58 |
107.74 |
106.80 |
107.30 |
-0.24 |
58,766 |
46,961 |
-4,336 |
Jun11 |
110310 |
107.65 |
107.82 |
106.87 |
107.38 |
-0.24 |
13,794 |
15,951 |
+4,268 |
Sep11 |
110310 |
107.45 |
107.66 |
107.44 |
107.44 |
-0.22 |
5 |
13 |
+5 |
Total Volume and Open Interest |
72,565 |
62,936 |
-63 |
EuroFX(CME) |
Mar11 |
110310 |
139.06 |
139.24 |
137.74 |
137.95 |
-1.08 |
297,445 |
199,077 |
-12,984 |
Jun11 |
110310 |
138.86 |
139.03 |
137.56 |
137.76 |
-1.07 |
60,138 |
64,047 |
+24,176 |
Sep11 |
110310 |
137.80 |
138.50 |
137.20 |
137.43 |
-1.07 |
82 |
217 |
+42 |
Total Volume and Open Interest |
357,667 |
263,702 |
+11,235 |
Mexican Peso(CME) |
Mar11 |
110310 |
838.0 |
838.5 |
833.0 |
835.5 |
-3.0 |
34,707 |
79,814 |
-11,264 |
Apr11 |
110310 |
835.2 |
838.0 |
835.2 |
835.2 |
-2.8 |
|
|
|
Total Volume and Open Interest |
57,614 |
157,775 |
+4,899 |
30-Year T-Bonds(CBOT) |
Mar11 |
110310 |
121~290 |
121~290 |
121~290 |
121~290 |
+0~310 |
|
|
|
Jun11 |
110310 |
119~080 |
120~270 |
119~040 |
120~100 |
+0~310 |
275,675 |
603,029 |
+1,092 |
Sep11 |
110310 |
118~230 |
118~230 |
117~240 |
118~230 |
+0~310 |
0 |
1 |
+0 |
Total Volume and Open Interest |
292,826 |
622,337 |
-8,987 |
10-Year T-Notes(CBOT) |
Mar11 |
110310 |
120~095 |
121~050 |
120~090 |
120~305 |
+0~205 |
20,150 |
29,266 |
-4,998 |
Jun11 |
110310 |
118~285 |
119~280 |
118~270 |
119~200 |
+0~225 |
1,052,191 |
1,518,074 |
+25,754 |
Sep11 |
110310 |
117~160 |
118~140 |
117~160 |
118~140 |
+0~225 |
3 |
34 |
+0 |
Total Volume and Open Interest |
1,072,344 |
1,547,378 |
+20,756 |
5-Year T-Notes(CBOT) |
Mar11 |
110310 |
117~105 |
118~046 |
117~105 |
118~034 |
+0~055 |
19,529 |
30,051 |
+30,051 |
Jun11 |
110310 |
116~119 |
117~072 |
116~114 |
117~054 |
+0~061 |
568,379 |
1,182,601 |
-263 |
Sep11 |
110310 |
116~070 |
116~070 |
116~009 |
116~070 |
+0~061 |
|
|
|
Total Volume and Open Interest |
587,908 |
1,212,652 |
-7,665 |
2 Year T-Notes(CBOT) |
Mar11 |
110310 |
109~067 |
109~080 |
109~062 |
109~075 |
+0~012 |
12,005 |
33,960 |
-4,242 |
Jun11 |
110310 |
109~020 |
109~040 |
109~017 |
109~033 |
+0~013 |
230,408 |
834,993 |
+11,161 |
Sep11 |
110310 |
108~125 |
108~125 |
108~112 |
108~125 |
+0~013 |
|
|
|
Total Volume and Open Interest |
242,413 |
868,953 |
+6,919 |
Eurodollars(CME) |
Mar11 |
110310 |
99.688 |
99.690 |
99.685 |
99.688 |
unch |
92,100 |
960,969 |
-14,571 |
Jun11 |
110310 |
99.635 |
99.640 |
99.625 |
99.635 |
unch |
144,969 |
1,198,976 |
-1,732 |
Sep11 |
110310 |
99.550 |
99.565 |
99.535 |
99.555 |
+0.010 |
151,049 |
1,356,376 |
+6,285 |
Dec11 |
110310 |
99.395 |
99.435 |
99.380 |
99.420 |
+0.025 |
220,723 |
1,372,563 |
+18,057 |
Mar12 |
110310 |
99.155 |
99.220 |
99.145 |
99.200 |
+0.045 |
327,151 |
1,321,845 |
+41,048 |
Jun12 |
110310 |
98.825 |
98.915 |
98.815 |
98.885 |
+0.060 |
245,269 |
778,088 |
+4,628 |
Sep12 |
110310 |
98.465 |
98.575 |
98.450 |
98.540 |
+0.075 |
193,607 |
551,524 |
+3,915 |
Dec12 |
110310 |
98.130 |
98.255 |
98.115 |
98.215 |
+0.085 |
170,011 |
453,729 |
+4,683 |
Mar13 |
110310 |
97.840 |
97.980 |
97.825 |
97.935 |
+0.095 |
161,076 |
306,423 |
+2,442 |
Jun13 |
110310 |
97.570 |
97.710 |
97.545 |
97.665 |
+0.105 |
83,570 |
200,052 |
-235 |
Sep13 |
110310 |
97.295 |
97.450 |
97.290 |
97.410 |
+0.110 |
70,924 |
199,024 |
-895 |
Dec13 |
110310 |
97.045 |
97.205 |
97.040 |
97.165 |
+0.115 |
64,477 |
184,465 |
+5,476 |
Mar14 |
110310 |
96.820 |
96.980 |
96.810 |
96.940 |
+0.115 |
23,770 |
124,902 |
+443 |
Jun14 |
110310 |
96.590 |
96.750 |
96.580 |
96.710 |
+0.110 |
15,122 |
101,070 |
+30 |
Sep14 |
110310 |
96.370 |
96.530 |
96.360 |
96.490 |
+0.110 |
14,274 |
58,609 |
-392 |
Dec14 |
110310 |
96.145 |
96.305 |
96.140 |
96.260 |
+0.105 |
14,263 |
74,241 |
-165 |
Mar15 |
110310 |
95.950 |
96.110 |
95.945 |
96.065 |
+0.100 |
8,167 |
55,013 |
-206 |
Jun15 |
110310 |
4.050 |
4.170 |
4.010 |
4.125 |
+0.095 |
6,455 |
37,484 |
-456 |
Total Volume and Open Interest |
2,028,493 |
9,524,222 |
+69,198 |
30 Day Federal Funds(CBOT) |
Mar11 |
110310 |
99.855 |
99.860 |
99.855 |
99.857 |
+0.002 |
4,921 |
68,970 |
+1,668 |
Apr11 |
110310 |
99.865 |
99.870 |
99.860 |
99.860 |
unch |
3,293 |
59,716 |
+1,285 |
May11 |
110310 |
99.865 |
99.870 |
99.860 |
99.860 |
unch |
2,893 |
63,182 |
+225 |
Jun11 |
110310 |
99.865 |
99.865 |
99.860 |
99.860 |
unch |
422 |
45,035 |
+155 |
Jul11 |
110310 |
99.850 |
99.850 |
99.845 |
99.845 |
unch |
1,648 |
48,155 |
+1,015 |
Aug11 |
110310 |
99.830 |
99.840 |
99.825 |
99.830 |
unch |
3,520 |
35,923 |
+614 |
Total Volume and Open Interest |
41,558 |
584,776 |
+10,083 |
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 |
110310 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.003 |
0 |
4,731 |
-10 |
Jun11 |
110310 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
0 |
150 |
+0 |
Sep11 |
110310 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Dec11 |
110310 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
4 |
79 |
+4 |
Mar12 |
110310 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
Jun12 |
110310 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Sep12 |
110310 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec12 |
110310 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Mar13 |
110310 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Jun13 |
110310 |
99.445 |
99.445 |
99.445 |
99.445 |
unch |
|
|
|
Total Volume and Open Interest |
4 |
4,960 |
-6 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110310 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,563 |
+0 |
Sep11 |
110310 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
866 |
+0 |
Dec11 |
110310 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
1,928 |
+0 |
Mar12 |
110310 |
99.60 |
99.61 |
99.60 |
99.61 |
unch |
100 |
605 |
+100 |
Jun12 |
110310 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
110310 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
310 |
+0 |
Dec12 |
110310 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
4 |
+0 |
Mar13 |
110310 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
100 |
12,333 |
+100 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110310 |
138.57 |
138.72 |
138.35 |
138.65 |
+0.10 |
9,462 |
11,968 |
+657 |
Sep11 |
110310 |
136.22 |
136.22 |
136.22 |
136.22 |
+0.10 |
|
|
|
Dec11 |
110310 |
134.13 |
134.13 |
134.13 |
134.13 |
+0.10 |
|
|
|
Total Volume and Open Interest |
19,299 |
11,968 |
-6,845 |
Euro-Bund(EUREX) |
Mar11 |
110308 |
123.06 |
123.15 |
122.92 |
123.05 |
+0.02 |
1,350,882 |
516,316 |
-645,846 |
Jun11 |
110310 |
121.81 |
122.26 |
121.73 |
122.03 |
+0.44 |
727,117 |
1,252,825 |
+14,587 |
Sep11 |
110310 |
121.73 |
121.83 |
121.50 |
121.71 |
+0.51 |
2 |
40 |
+24 |
Total Volume and Open Interest |
757,166 |
1,252,865 |
-17 |
Euro-Bobl(EUREX) |
Mar11 |
110304 |
116.02 |
116.31 |
115.83 |
116.20 |
+0.09 |
648,647 |
1,159,128 |
+233,712 |
Jun11 |
110310 |
114.86 |
115.21 |
114.83 |
115.06 |
+0.28 |
556,812 |
1,016,420 |
-39,711 |
Sep11 |
110310 |
114.38 |
114.47 |
114.38 |
114.47 |
+0.32 |
252 |
2,167 |
+1,870 |
Total Volume and Open Interest |
583,173 |
1,018,587 |
-54,201 |
3-Mth Euribor(EUREX) |
Mar11 |
110310 |
98.815 |
98.825 |
98.815 |
98.820 |
+0.015 |
321 |
5,924 |
+0 |
Jun11 |
110310 |
98.430 |
98.445 |
98.430 |
98.445 |
+0.020 |
475 |
9,968 |
-52 |
Sep11 |
110310 |
98.140 |
98.140 |
98.140 |
98.140 |
+0.020 |
974 |
2,604 |
-174 |
Total Volume and Open Interest |
2,288 |
26,272 |
-733 |
Long Gilt(LIFFE) |
Mar11 |
110310 |
118~05 |
118~10 |
117~29 |
118~10 |
+0~24 |
976 |
4,733 |
-823 |
Jun11 |
110310 |
116~26 |
117~03 |
116~19 |
117~01 |
+0~24 |
106,158 |
276,516 |
-2,669 |
Total Volume and Open Interest |
107,134 |
281,249 |
-3,492 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110310 |
99.17 |
99.20 |
99.16 |
99.19 |
+0.03 |
28,971 |
303,388 |
-3,317 |
Jun11 |
110310 |
98.91 |
98.97 |
98.90 |
98.96 |
+0.05 |
107,060 |
346,933 |
-5,919 |
Sep11 |
110310 |
98.69 |
98.72 |
98.66 |
98.71 |
+0.05 |
62,902 |
337,043 |
-5,508 |
Dec11 |
110310 |
98.40 |
98.45 |
98.39 |
98.44 |
+0.05 |
40,467 |
375,635 |
+803 |
Mar12 |
110310 |
98.15 |
98.20 |
98.13 |
98.19 |
+0.07 |
68,029 |
299,386 |
+3,861 |
Jun12 |
110310 |
97.88 |
97.93 |
97.85 |
97.93 |
+0.09 |
45,309 |
175,026 |
-896 |
Total Volume and Open Interest |
447,943 |
2,305,244 |
-2,876 |
3-Mth Euribor(LIFFE) |
Mar11 |
110310 |
98.810 |
98.825 |
98.805 |
98.820 |
+0.015 |
131,413 |
590,299 |
-4,274 |
Jun11 |
110310 |
98.430 |
98.450 |
98.425 |
98.445 |
+0.020 |
189,769 |
688,257 |
-23,459 |
Sep11 |
110310 |
98.120 |
98.150 |
98.120 |
98.140 |
+0.020 |
159,001 |
605,149 |
-17,748 |
Total Volume and Open Interest |
1,042,984 |
3,792,013 |
-26,930 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110310 |
95.02 |
95.15 |
95.01 |
95.15 |
+0.13 |
26,650 |
73,390 |
-6,140 |
Jun11 |
110310 |
94.98 |
95.02 |
94.96 |
95.01 |
+0.03 |
52,753 |
211,687 |
+9,874 |
Sep11 |
110310 |
94.88 |
94.91 |
94.87 |
94.91 |
+0.03 |
45,615 |
152,698 |
+10,340 |
Dec11 |
110310 |
94.75 |
94.79 |
94.74 |
94.79 |
+0.03 |
22,190 |
84,480 |
+2,127 |
Mar12 |
110310 |
94.66 |
94.70 |
94.65 |
94.70 |
+0.04 |
4,940 |
58,882 |
+46 |
Jun12 |
110310 |
94.60 |
94.65 |
94.59 |
94.65 |
+0.05 |
2,454 |
45,082 |
-15 |
Sep12 |
110310 |
94.54 |
94.59 |
94.53 |
94.59 |
+0.06 |
1,282 |
31,928 |
+157 |
Dec12 |
110310 |
94.48 |
94.54 |
94.47 |
94.53 |
+0.07 |
1,050 |
19,568 |
-264 |
Mar13 |
110310 |
94.43 |
94.49 |
94.43 |
94.49 |
+0.07 |
1,077 |
4,040 |
-68 |
Jun13 |
110310 |
94.38 |
94.45 |
94.36 |
94.43 |
+0.05 |
2 |
639 |
-15 |
Total Volume and Open Interest |
158,025 |
684,093 |
+16,035 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110310 |
94.43 |
94.51 |
94.43 |
94.50 |
+0.06 |
78,347 |
336,944 |
-39,580 |
Jun11 |
110310 |
94.41 |
94.48 |
94.41 |
94.48 |
+0.07 |
54,088 |
51,106 |
+46,024 |
Total Volume and Open Interest |
132,435 |
388,050 |
+6,444 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110301 |
94.90 |
94.91 |
94.84 |
94.88 |
-0.02 |
|
|
|
Jun11 |
110310 |
94.80 |
94.85 |
94.79 |
94.84 |
+0.05 |
47,156 |
45,976 |
+40,709 |
Total Volume and Open Interest |
195,162 |
565,872 |
+9,549 |
Gold(CMX) |
Apr11 |
110310 |
1431.1 |
1431.8 |
1403.0 |
1412.5 |
-17.1 |
129,914 |
297,888 |
-6,325 |
Jun11 |
110310 |
1432.8 |
1433.1 |
1404.5 |
1414.1 |
-17.1 |
10,479 |
94,524 |
+6,263 |
Aug11 |
110310 |
1432.4 |
1433.9 |
1407.0 |
1415.5 |
-17.2 |
1,629 |
27,082 |
+868 |
Oct11 |
110310 |
1426.0 |
1426.2 |
1409.8 |
1416.9 |
-17.2 |
466 |
6,657 |
+119 |
Dec11 |
110310 |
1435.8 |
1436.3 |
1410.0 |
1418.2 |
-17.2 |
974 |
28,974 |
-127 |
Feb12 |
110310 |
1423.8 |
1428.8 |
1413.0 |
1419.8 |
-17.3 |
29 |
7,167 |
-2 |
Apr12 |
110310 |
1416.2 |
1425.2 |
1414.9 |
1421.7 |
-17.4 |
270 |
5,279 |
-35 |
Jun12 |
110310 |
1422.6 |
1424.1 |
1422.6 |
1424.1 |
-17.6 |
475 |
6,737 |
+0 |
Aug12 |
110310 |
1426.9 |
1426.9 |
1426.9 |
1426.9 |
-17.6 |
160 |
1,053 |
+100 |
Oct12 |
110310 |
1430.2 |
1430.2 |
1430.2 |
1430.2 |
-17.7 |
196 |
2,633 |
+145 |
Dec12 |
110310 |
1440.4 |
1443.3 |
1429.5 |
1434.6 |
-17.7 |
184 |
10,950 |
+31 |
Total Volume and Open Interest |
145,309 |
515,214 |
+817 |
Silver(CMX) |
Mar11 |
110310 |
3594.5 |
3617.5 |
3477.0 |
3506.4 |
-97.9 |
659 |
1,516 |
-80 |
May11 |
110310 |
3614.5 |
3619.0 |
3466.0 |
3506.6 |
-98.1 |
68,251 |
80,515 |
-2,000 |
Jul11 |
110310 |
3595.5 |
3617.0 |
3467.5 |
3506.9 |
-98.3 |
2,892 |
12,573 |
-389 |
Sep11 |
110310 |
3595.5 |
3617.0 |
3487.0 |
3507.1 |
-98.5 |
824 |
5,479 |
+93 |
Dec11 |
110310 |
3594.0 |
3618.0 |
3472.0 |
3506.5 |
-98.5 |
946 |
14,880 |
+67 |
Mar12 |
110310 |
3525.0 |
3525.0 |
3486.5 |
3500.3 |
-98.5 |
33 |
1,205 |
+27 |
May12 |
110310 |
3496.7 |
3496.7 |
3496.7 |
3496.7 |
-98.5 |
6 |
320 |
+1 |
Total Volume and Open Interest |
74,715 |
133,485 |
-2,182 |
Platinum(NYMEX) |
Apr11 |
110310 |
1802.1 |
1810.0 |
1754.8 |
1765.6 |
-36.4 |
7,522 |
29,201 |
-3,820 |
Jul11 |
110310 |
1802.5 |
1807.0 |
1760.0 |
1769.6 |
-36.6 |
1,369 |
8,151 |
+1,058 |
Oct11 |
110310 |
1795.0 |
1795.0 |
1771.3 |
1771.3 |
-36.4 |
18 |
532 |
+16 |
Jan12 |
110310 |
1770.5 |
1773.7 |
1770.5 |
1773.7 |
-36.4 |
0 |
13 |
+0 |
Total Volume and Open Interest |
8,909 |
37,918 |
-2,746 |
Palladium(NYMEX) |
Mar11 |
110310 |
767.35 |
769.70 |
762.50 |
764.35 |
-16.00 |
18 |
399 |
-8 |
Jun11 |
110310 |
781.00 |
784.80 |
761.10 |
766.40 |
-15.25 |
3,859 |
22,646 |
-43 |
Sep11 |
110310 |
769.50 |
769.50 |
767.55 |
767.55 |
-15.40 |
4 |
90 |
+2 |
Total Volume and Open Interest |
3,943 |
23,191 |
-49 |
Copper(CMX) |
Mar11 |
110310 |
420.20 |
421.60 |
412.30 |
418.45 |
-1.50 |
672 |
3,162 |
-286 |
May11 |
110310 |
421.50 |
422.90 |
413.60 |
419.75 |
-1.50 |
36,302 |
95,821 |
-2,077 |
Jul11 |
110310 |
423.40 |
424.45 |
415.55 |
421.50 |
-1.40 |
3,659 |
23,701 |
-1,390 |
Sep11 |
110310 |
422.95 |
423.10 |
417.30 |
422.75 |
-1.30 |
1,500 |
6,968 |
+411 |
Dec11 |
110310 |
423.00 |
424.35 |
418.40 |
423.80 |
-1.35 |
223 |
5,862 |
+6 |
Total Volume and Open Interest |
43,195 |
141,773 |
-3,351 |
DJIA Index(CBOT) |
Mar11 |
110310 |
12182 |
12185 |
11970 |
11983 |
-191 |
674 |
13,714 |
-6 |
Jun11 |
110310 |
12042 |
12062 |
11905 |
11920 |
-190 |
91 |
126 |
+89 |
Sep11 |
110310 |
11848 |
12055 |
11848 |
11848 |
-207 |
|
|
|
Dec11 |
110310 |
11780 |
12000 |
11780 |
11780 |
-220 |
0 |
1 |
+0 |
Total Volume and Open Interest |
765 |
13,841 |
+83 |
S & P 500(CME) |
Mar11 |
110310 |
1315.70 |
1317.10 |
1292.00 |
1294.30 |
-21.10 |
53,466 |
307,128 |
-11,967 |
Jun11 |
110310 |
1300.50 |
1300.50 |
1287.70 |
1289.50 |
-21.10 |
27,307 |
61,105 |
+22,751 |
Sep11 |
110310 |
1284.40 |
1285.00 |
1282.00 |
1284.40 |
-21.10 |
0 |
3,079 |
+1 |
Dec11 |
110310 |
1287.00 |
1289.00 |
1277.00 |
1279.40 |
-21.10 |
0 |
656 |
+0 |
Total Volume and Open Interest |
80,773 |
371,968 |
+10,785 |
S & P 500 E-Mini(Globex) |
Mar11 |
110310 |
1315.75 |
1317.25 |
1292.75 |
1294.25 |
-21.25 |
2,209,200 |
2,798,341 |
-99,435 |
Jun11 |
110310 |
1311.00 |
1312.50 |
1287.75 |
1289.50 |
-21.00 |
140,172 |
239,079 |
+101,651 |
Total Volume and Open Interest |
2,349,421 |
3,037,799 |
+2,244 |
NASDAQ 100(CME) |
Mar11 |
110310 |
2312.50 |
2314.80 |
2276.00 |
2283.00 |
-27.50 |
991 |
19,542 |
+137 |
Jun11 |
110310 |
2292.00 |
2297.00 |
2274.00 |
2280.80 |
-27.50 |
29 |
1,374 |
+5 |
Sep11 |
110310 |
2278.30 |
2279.80 |
2278.30 |
2278.30 |
-27.50 |
|
|
|
Total Volume and Open Interest |
1,020 |
20,916 |
+142 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110310 |
2312.30 |
2315.50 |
2275.50 |
2283.00 |
-27.50 |
363,782 |
356,775 |
-3,796 |
Jun11 |
110310 |
2309.50 |
2313.00 |
2273.00 |
2280.80 |
-27.50 |
6,046 |
6,976 |
+2,529 |
Total Volume and Open Interest |
369,828 |
363,766 |
-1,267 |
S & P Midcap 400(CME) |
Mar11 |
110310 |
946.10 |
946.10 |
940.00 |
946.10 |
-14.10 |
190 |
3,294 |
+34 |
Jun11 |
110310 |
944.00 |
944.00 |
939.00 |
944.00 |
-14.00 |
|
|
|
Sep11 |
110310 |
941.60 |
942.80 |
941.60 |
941.60 |
-14.20 |
|
|
|
Total Volume and Open Interest |
190 |
3,294 |
+34 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110309 |
10565 |
10565 |
10565 |
10565 |
-5 |
|
|
|
Jun11 |
110310 |
10515 |
10515 |
10290 |
10300 |
-230 |
26,771 |
31,210 |
+20,736 |
Total Volume and Open Interest |
64,953 |
67,016 |
+19,016 |
Nikkei 225(SGX) |
Jun11 |
110310 |
10525 |
10540 |
10330 |
10370 |
-165 |
82,053 |
136,303 |
+61,281 |
Sep11 |
110310 |
10365 |
10365 |
10365 |
10365 |
-165 |
0 |
250 |
+0 |
Dec11 |
110310 |
10315 |
10315 |
10315 |
10315 |
-160 |
4 |
4,768 |
+0 |
Total Volume and Open Interest |
299,566 |
331,442 |
+11,290 |
CAC 40(EURONEXT) |
Mar11 |
110310 |
3976.0 |
3982.0 |
3939.5 |
3964.5 |
-31.0 |
147,030 |
340,966 |
-10,635 |
Apr11 |
110310 |
3975.0 |
3980.0 |
3943.5 |
3966.5 |
-32.0 |
568 |
8,079 |
-12 |
May11 |
110310 |
3881.0 |
3897.0 |
3881.0 |
3897.0 |
-33.0 |
9 |
27 |
+9 |
Total Volume and Open Interest |
147,609 |
349,826 |
-10,633 |
Hang Seng Index(HKFE) |
Mar11 |
110310 |
23796 |
23797 |
23513 |
23640 |
-120 |
100,673 |
83,085 |
+117 |
Apr11 |
110310 |
23794 |
23794 |
23500 |
23621 |
-124 |
841 |
2,292 |
+426 |
Total Volume and Open Interest |
102,182 |
89,859 |
+797 |
DAX(EUREX) |
Mar11 |
110310 |
7087.5 |
7111.5 |
7023.0 |
7055.0 |
-73.0 |
205,137 |
269,901 |
-24,323 |
Jun11 |
110310 |
7111.0 |
7137.0 |
7049.5 |
7080.5 |
-73.5 |
14,133 |
36,345 |
-2,487 |
Sep11 |
110310 |
7136.0 |
7163.0 |
7075.5 |
7106.5 |
-73.0 |
3,154 |
2,728 |
+194 |
Total Volume and Open Interest |
222,424 |
308,974 |
-26,616 |
FT-SE 100(EURONEXT) |
Mar11 |
110310 |
5932.00 |
5932.00 |
5816.00 |
5839.00 |
-96.00 |
141,967 |
636,675 |
-9,365 |
Jun11 |
110310 |
5891.00 |
5891.00 |
5776.00 |
5796.50 |
-97.00 |
11,293 |
30,384 |
+2,355 |
Sep11 |
110310 |
5773.50 |
5773.50 |
5762.00 |
5762.00 |
-97.00 |
19 |
419 |
+6 |
Total Volume and Open Interest |
153,294 |
667,608 |
-6,989 |
SPI 200(SFE) |
Mar11 |
110310 |
4769.0 |
4790.0 |
4684.0 |
4689.0 |
-85.0 |
39,393 |
189,137 |
-4,950 |
Jun11 |
110310 |
4806.0 |
4813.0 |
4712.0 |
4716.0 |
-86.0 |
2,382 |
7,544 |
+2,071 |
Sep11 |
110310 |
4784.0 |
4784.0 |
4706.0 |
4706.0 |
-86.0 |
18 |
2,531 |
+0 |
Total Volume and Open Interest |
42,463 |
201,803 |
-2,511 |
GSCI(CME) |
Mar11 |
110310 |
48.64 |
53.64 |
40.64 |
48.64 |
-8.50 |
2,901 |
9,874 |
-1,759 |
Apr11 |
110310 |
53.64 |
56.64 |
45.14 |
53.34 |
-8.65 |
2,323 |
4,842 |
+2,225 |
May11 |
110310 |
54.34 |
54.64 |
47.64 |
54.34 |
-8.65 |
2 |
0 |
+0 |
Total Volume and Open Interest |
5,226 |
14,716 |
+466 |
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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