|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri March 25, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110325 |
1356.50 |
1367.75 |
1353.25 |
1358.25 |
+3.75 |
62,385 |
232,232 |
-939 |
Jul11 |
110325 |
1365.50 |
1377.75 |
1363.00 |
1368.50 |
+4.00 |
29,310 |
140,575 |
+1,182 |
Aug11 |
110325 |
1364.75 |
1376.25 |
1362.50 |
1367.00 |
+4.50 |
3,088 |
10,081 |
+304 |
Sep11 |
110325 |
1357.25 |
1366.25 |
1354.25 |
1358.25 |
+5.50 |
1,153 |
11,739 |
+322 |
Nov11 |
110325 |
1343.50 |
1359.00 |
1342.00 |
1350.25 |
+6.75 |
14,905 |
171,106 |
+492 |
Jan12 |
110325 |
1355.00 |
1363.00 |
1351.50 |
1355.00 |
+7.00 |
264 |
21,070 |
+66 |
Mar12 |
110325 |
1349.00 |
1359.00 |
1344.75 |
1351.75 |
+7.00 |
138 |
11,831 |
-28 |
Total Volume and Open Interest |
111,797 |
617,533 |
+1,489 |
Soybean Meal(CBOT) |
May11 |
110325 |
359.90 |
361.50 |
356.10 |
357.20 |
-2.60 |
24,245 |
84,604 |
-245 |
Jul11 |
110325 |
364.00 |
366.30 |
360.90 |
362.00 |
-2.40 |
9,529 |
53,687 |
+393 |
Aug11 |
110325 |
365.70 |
367.00 |
362.60 |
363.30 |
-2.10 |
2,698 |
13,794 |
+517 |
Sep11 |
110325 |
364.00 |
366.40 |
361.30 |
362.50 |
-1.80 |
378 |
10,514 |
+43 |
Oct11 |
110325 |
360.10 |
361.40 |
357.30 |
358.30 |
-1.30 |
483 |
11,380 |
+38 |
Dec11 |
110325 |
357.20 |
360.50 |
356.20 |
357.60 |
-1.00 |
2,793 |
30,975 |
+365 |
Jan12 |
110325 |
357.80 |
359.30 |
357.80 |
358.60 |
-0.70 |
87 |
3,246 |
-59 |
Mar12 |
110325 |
358.60 |
358.90 |
358.60 |
358.60 |
-0.30 |
69 |
2,768 |
-19 |
Total Volume and Open Interest |
40,424 |
215,110 |
+1,010 |
Soybean Oil(CBOT) |
May11 |
110325 |
56.08 |
56.85 |
55.87 |
56.84 |
+0.72 |
36,568 |
141,460 |
-148 |
Jul11 |
110325 |
56.68 |
57.45 |
56.50 |
57.41 |
+0.71 |
14,869 |
95,335 |
+468 |
Aug11 |
110325 |
57.00 |
57.60 |
56.86 |
57.60 |
+0.70 |
2,639 |
13,214 |
+692 |
Sep11 |
110325 |
57.10 |
57.76 |
56.98 |
57.76 |
+0.70 |
1,206 |
13,071 |
+362 |
Oct11 |
110325 |
57.10 |
57.71 |
57.10 |
57.71 |
+0.69 |
826 |
13,386 |
+318 |
Dec11 |
110325 |
57.31 |
57.83 |
56.85 |
57.81 |
+0.66 |
6,324 |
61,369 |
+1,815 |
Jan12 |
110325 |
57.50 |
57.91 |
57.40 |
57.91 |
+0.66 |
59 |
2,877 |
-22 |
Mar12 |
110325 |
57.62 |
57.86 |
57.20 |
57.86 |
+0.66 |
97 |
3,187 |
+17 |
Total Volume and Open Interest |
62,761 |
347,105 |
+3,419 |
Canola(WCE) |
May11 |
110325 |
581.1 |
589.6 |
579.2 |
581.3 |
+1.9 |
9,448 |
75,303 |
-1,508 |
Jul11 |
110325 |
589.9 |
597.9 |
587.7 |
589.7 |
+1.8 |
3,563 |
35,420 |
+1,191 |
Nov11 |
110325 |
567.7 |
573.9 |
565.0 |
567.0 |
+0.9 |
989 |
64,407 |
+706 |
Jan12 |
110325 |
570.0 |
578.5 |
570.0 |
571.8 |
+0.9 |
23 |
3,925 |
+1 |
Mar12 |
110325 |
576.0 |
578.0 |
574.0 |
574.0 |
+0.9 |
6 |
931 |
+0 |
Total Volume and Open Interest |
14,031 |
181,903 |
+392 |
Corn(CBOT) |
May11 |
110325 |
702.75 |
717.25 |
688.25 |
689.50 |
-13.00 |
116,369 |
584,645 |
-6,147 |
Jul11 |
110325 |
708.00 |
722.00 |
693.75 |
695.50 |
-12.50 |
55,129 |
384,695 |
+5,703 |
Sep11 |
110325 |
657.00 |
664.50 |
643.25 |
644.75 |
-13.75 |
10,081 |
88,188 |
+1,114 |
Dec11 |
110325 |
617.00 |
624.00 |
608.25 |
609.50 |
-9.25 |
31,683 |
382,464 |
-388 |
Mar12 |
110325 |
624.50 |
631.00 |
616.50 |
617.75 |
-9.25 |
1,299 |
59,375 |
+214 |
May12 |
110325 |
630.25 |
637.00 |
624.75 |
625.00 |
-8.00 |
445 |
7,905 |
+41 |
Total Volume and Open Interest |
217,039 |
1,571,055 |
+538 |
Wheat(CBOT) |
May11 |
110325 |
739.50 |
757.00 |
726.50 |
733.25 |
-6.25 |
34,716 |
185,632 |
-2,022 |
Jul11 |
110325 |
774.75 |
787.25 |
762.00 |
768.75 |
-6.00 |
16,931 |
129,601 |
+635 |
Sep11 |
110325 |
813.50 |
822.75 |
799.50 |
806.50 |
-6.00 |
5,953 |
42,073 |
+90 |
Dec11 |
110325 |
841.25 |
850.50 |
826.50 |
833.50 |
-6.50 |
8,699 |
85,373 |
-836 |
Mar12 |
110325 |
858.00 |
865.25 |
845.50 |
852.00 |
-3.75 |
1,080 |
8,410 |
+81 |
Total Volume and Open Interest |
68,199 |
473,791 |
-2,003 |
Wheat(KCBT) |
May11 |
110325 |
853.00 |
870.25 |
845.50 |
855.00 |
+1.75 |
9,305 |
69,636 |
-877 |
Jul11 |
110325 |
863.00 |
878.50 |
856.75 |
865.75 |
+2.00 |
4,606 |
65,480 |
-656 |
Sep11 |
110325 |
881.00 |
895.00 |
871.50 |
880.75 |
+1.50 |
894 |
18,323 |
+180 |
Dec11 |
110325 |
900.00 |
910.75 |
889.75 |
899.75 |
+1.50 |
847 |
20,367 |
-49 |
Mar12 |
110325 |
909.00 |
912.50 |
898.00 |
907.50 |
+1.50 |
84 |
2,139 |
-3 |
Total Volume and Open Interest |
15,838 |
180,386 |
-1,360 |
Wheat(MGE) |
May11 |
110325 |
883.00 |
897.00 |
875.75 |
881.00 |
-2.25 |
2,019 |
17,382 |
-608 |
Jul11 |
110325 |
891.25 |
905.50 |
884.00 |
889.25 |
-2.00 |
892 |
13,659 |
-273 |
Sep11 |
110325 |
897.00 |
911.50 |
890.00 |
896.00 |
-1.00 |
728 |
13,390 |
+63 |
Dec11 |
110325 |
908.00 |
920.50 |
901.00 |
906.75 |
-2.75 |
326 |
10,880 |
-53 |
Mar12 |
110325 |
920.00 |
921.75 |
910.00 |
916.00 |
-1.50 |
130 |
1,507 |
+74 |
Total Volume and Open Interest |
4,174 |
58,218 |
-743 |
Oats(CBOT) |
May11 |
110325 |
349.00 |
353.00 |
346.25 |
349.00 |
+0.50 |
972 |
7,321 |
-19 |
Jul11 |
110325 |
357.75 |
361.75 |
355.00 |
357.50 |
+0.25 |
865 |
3,518 |
+755 |
Sep11 |
110325 |
364.00 |
366.50 |
363.75 |
365.75 |
+0.75 |
6 |
200 |
+1 |
Dec11 |
110325 |
376.25 |
378.00 |
375.00 |
376.25 |
+0.75 |
106 |
2,426 |
+62 |
Total Volume and Open Interest |
1,949 |
13,466 |
+799 |
Rough Rice(CBOT) |
May11 |
110325 |
14.11 |
14.34 |
14.05 |
14.30 |
+0.11 |
929 |
14,772 |
-101 |
Jul11 |
110325 |
14.42 |
14.65 |
14.38 |
14.60 |
+0.10 |
256 |
5,167 |
-35 |
Sep11 |
110325 |
15.13 |
15.25 |
15.03 |
15.20 |
+0.07 |
191 |
3,439 |
+42 |
Nov11 |
110325 |
15.48 |
15.48 |
15.30 |
15.47 |
+0.06 |
35 |
832 |
-4 |
Total Volume and Open Interest |
1,415 |
24,559 |
-97 |
Live Cattle(CME) |
Apr11 |
110325 |
115.930 |
118.650 |
115.700 |
118.600 |
+2.770 |
15,289 |
52,178 |
-2,504 |
Jun11 |
110325 |
115.000 |
117.785 |
114.785 |
117.750 |
+2.965 |
21,918 |
162,309 |
+1,596 |
Aug11 |
110325 |
116.400 |
119.300 |
116.250 |
119.250 |
+2.770 |
4,992 |
66,547 |
+976 |
Oct11 |
110325 |
120.100 |
122.785 |
120.080 |
122.600 |
+2.620 |
2,536 |
41,128 |
+26 |
Dec11 |
110325 |
120.500 |
123.400 |
120.500 |
123.400 |
+2.820 |
1,866 |
28,579 |
-103 |
Feb12 |
110325 |
120.450 |
123.250 |
120.450 |
123.250 |
+2.600 |
374 |
7,615 |
-11 |
Total Volume and Open Interest |
47,109 |
361,007 |
+16 |
Feeder Cattle(CME) |
Mar11 |
110325 |
130.700 |
132.400 |
130.050 |
131.900 |
+1.100 |
728 |
2,207 |
-201 |
Apr11 |
110325 |
132.575 |
135.630 |
132.435 |
134.850 |
+2.220 |
1,376 |
4,607 |
-51 |
May11 |
110325 |
134.100 |
137.075 |
133.825 |
137.050 |
+2.975 |
1,963 |
13,918 |
-13 |
Aug11 |
110325 |
135.880 |
139.000 |
135.850 |
138.535 |
+2.405 |
1,207 |
15,327 |
+299 |
Sep11 |
110325 |
135.485 |
138.100 |
135.485 |
137.900 |
+2.500 |
151 |
2,749 |
+50 |
Oct11 |
110325 |
135.000 |
137.950 |
135.000 |
137.450 |
+2.250 |
61 |
1,571 |
-4 |
Nov11 |
110325 |
134.950 |
137.500 |
134.950 |
137.100 |
+2.100 |
33 |
769 |
+11 |
Total Volume and Open Interest |
5,519 |
41,285 |
+91 |
Lean Hogs(CME) |
Apr11 |
110325 |
90.330 |
93.150 |
90.330 |
92.480 |
+2.150 |
8,917 |
20,522 |
-1,770 |
May11 |
110325 |
99.600 |
101.850 |
99.600 |
101.730 |
+2.130 |
364 |
3,688 |
-1 |
Jun11 |
110325 |
101.250 |
103.730 |
101.250 |
103.700 |
+2.520 |
13,299 |
87,799 |
+1,600 |
Jul11 |
110325 |
101.100 |
102.700 |
101.100 |
102.680 |
+1.730 |
1,693 |
28,456 |
-522 |
Aug11 |
110325 |
100.700 |
102.000 |
100.700 |
102.000 |
+1.400 |
2,675 |
30,958 |
+430 |
Oct11 |
110325 |
90.200 |
91.500 |
90.200 |
91.450 |
+1.165 |
2,058 |
24,031 |
+852 |
Dec11 |
110325 |
86.000 |
87.400 |
86.000 |
87.330 |
+1.195 |
895 |
15,681 |
+410 |
Feb12 |
110325 |
86.350 |
87.330 |
86.350 |
87.000 |
+0.700 |
113 |
3,460 |
+41 |
Total Volume and Open Interest |
30,143 |
217,496 |
+1,137 |
Class III Milk(CME) |
Mar11 |
110325 |
19.45 |
19.47 |
19.40 |
19.44 |
-0.01 |
44 |
7,124 |
-21 |
Apr11 |
110325 |
16.53 |
16.80 |
16.47 |
16.79 |
+0.22 |
425 |
5,723 |
+28 |
May11 |
110325 |
16.62 |
17.43 |
16.61 |
17.22 |
+0.52 |
402 |
5,072 |
-37 |
Jun11 |
110325 |
16.79 |
17.34 |
16.70 |
17.15 |
+0.39 |
142 |
4,134 |
+38 |
Jul11 |
110325 |
17.29 |
17.68 |
17.29 |
17.65 |
+0.28 |
102 |
3,015 |
+61 |
Total Volume and Open Interest |
1,517 |
39,383 |
+261 |
Cocoa(ICE) |
May11 |
110325 |
3222 |
3290 |
3199 |
3242 |
+39 |
7,135 |
62,355 |
-895 |
Jul11 |
110325 |
3240 |
3287 |
3200 |
3244 |
+40 |
2,640 |
31,918 |
+651 |
Sep11 |
110325 |
3228 |
3280 |
3201 |
3247 |
+42 |
390 |
15,342 |
-19 |
Dec11 |
110325 |
3227 |
3272 |
3201 |
3244 |
+35 |
524 |
17,228 |
+100 |
Mar12 |
110325 |
3277 |
3277 |
3275 |
3275 |
+33 |
72 |
23,196 |
-47 |
May12 |
110325 |
3278 |
3278 |
3278 |
3278 |
+32 |
0 |
5,112 |
+0 |
Jul12 |
110325 |
3281 |
3281 |
3281 |
3281 |
+32 |
0 |
546 |
+0 |
Total Volume and Open Interest |
10,761 |
159,948 |
-210 |
Coffee "C"(ICE) |
May11 |
110325 |
267.15 |
270.00 |
266.15 |
268.60 |
+2.80 |
8,564 |
67,163 |
-864 |
Jul11 |
110325 |
270.00 |
272.10 |
268.70 |
271.05 |
+2.80 |
2,723 |
25,360 |
+359 |
Sep11 |
110325 |
271.50 |
274.00 |
271.00 |
273.15 |
+2.85 |
1,034 |
10,287 |
+274 |
Dec11 |
110325 |
272.70 |
275.55 |
272.60 |
274.90 |
+3.30 |
543 |
14,556 |
+119 |
Mar12 |
110325 |
271.80 |
275.50 |
271.80 |
274.65 |
+3.80 |
138 |
2,614 |
+24 |
May12 |
110325 |
269.30 |
275.20 |
269.30 |
274.35 |
+5.70 |
1 |
548 |
+0 |
Total Volume and Open Interest |
13,005 |
121,350 |
-87 |
Orange Juice(ICE) |
May11 |
110325 |
162.25 |
163.20 |
161.30 |
162.45 |
+0.65 |
1,198 |
18,464 |
-450 |
Jul11 |
110325 |
160.00 |
160.75 |
159.25 |
160.25 |
+0.70 |
483 |
4,335 |
+298 |
Sep11 |
110325 |
159.10 |
159.10 |
158.60 |
159.05 |
+0.65 |
101 |
1,088 |
+20 |
Nov11 |
110325 |
155.65 |
155.65 |
155.65 |
155.65 |
-0.30 |
0 |
760 |
+0 |
Jan12 |
110325 |
154.90 |
154.90 |
154.90 |
154.90 |
-0.75 |
0 |
112 |
+0 |
Mar12 |
110325 |
154.75 |
154.75 |
154.75 |
154.75 |
-0.75 |
0 |
40 |
+0 |
Total Volume and Open Interest |
1,782 |
24,806 |
-132 |
Sugar #11(ICE) |
May11 |
110325 |
27.45 |
28.00 |
27.05 |
27.86 |
+0.41 |
23,118 |
214,840 |
+1,027 |
Jul11 |
110325 |
25.31 |
25.71 |
24.90 |
25.62 |
+0.31 |
17,901 |
175,684 |
+1,535 |
Oct11 |
110325 |
24.23 |
24.54 |
23.80 |
24.45 |
+0.22 |
8,021 |
83,233 |
-11 |
Mar12 |
110325 |
23.70 |
24.07 |
23.35 |
24.03 |
+0.25 |
1,545 |
58,102 |
-582 |
May12 |
110325 |
22.79 |
23.48 |
22.78 |
23.44 |
+0.30 |
261 |
16,550 |
-56 |
Total Volume and Open Interest |
51,728 |
592,036 |
+1,826 |
London Cocoa(LCE) |
May11 |
110325 |
2079 |
2136 |
2069 |
2111 |
+37 |
4,175 |
52,547 |
-254 |
Jul11 |
110325 |
2076 |
2132 |
2069 |
2109 |
+35 |
2,286 |
41,030 |
+456 |
Sep11 |
110325 |
2077 |
2133 |
2069 |
2107 |
+34 |
730 |
25,100 |
+168 |
Dec11 |
110325 |
2078 |
2132 |
2074 |
2104 |
+28 |
494 |
33,285 |
-21 |
Mar12 |
110325 |
2084 |
2135 |
2084 |
2111 |
+25 |
107 |
26,228 |
+29 |
May12 |
110325 |
2103 |
2133 |
2092 |
2114 |
+25 |
51 |
6,057 |
+46 |
Jul12 |
110325 |
2114 |
2115 |
2114 |
2115 |
+26 |
5 |
2,658 |
+2 |
Total Volume and Open Interest |
7,946 |
194,255 |
+489 |
London Sugar(LCE) |
May11 |
110325 |
702.00 |
714.00 |
691.90 |
711.80 |
+5.70 |
2,971 |
23,904 |
-28 |
Aug11 |
110325 |
665.60 |
678.90 |
659.10 |
676.60 |
+7.00 |
870 |
20,815 |
+337 |
Oct11 |
110325 |
641.60 |
651.30 |
633.80 |
648.90 |
+5.30 |
99 |
4,374 |
+25 |
Dec11 |
110325 |
619.90 |
633.30 |
619.90 |
631.00 |
+4.50 |
57 |
1,538 |
-7 |
Mar12 |
110325 |
621.90 |
626.10 |
621.90 |
626.10 |
+6.60 |
7 |
1,276 |
+5 |
Total Volume and Open Interest |
4,016 |
52,776 |
+331 |
Cotton(ICE) |
May11 |
110325 |
209.68 |
211.16 |
202.63 |
204.49 |
-4.33 |
12,042 |
72,254 |
+145 |
Jul11 |
110325 |
201.19 |
203.25 |
195.23 |
197.11 |
-3.38 |
9,598 |
41,350 |
-79 |
Oct11 |
110325 |
152.50 |
154.51 |
152.50 |
154.51 |
+0.76 |
12 |
418 |
+1 |
Dec11 |
110325 |
126.50 |
128.10 |
125.25 |
127.92 |
+0.11 |
3,629 |
53,280 |
-100 |
Mar12 |
110325 |
119.50 |
121.25 |
118.40 |
120.69 |
-0.09 |
718 |
4,665 |
+183 |
May12 |
110325 |
113.75 |
114.84 |
113.00 |
114.84 |
+0.56 |
84 |
1,261 |
-1 |
Total Volume and Open Interest |
26,101 |
176,212 |
+147 |
Lumber(CME) |
May11 |
110325 |
315.0 |
321.0 |
313.8 |
319.4 |
+6.3 |
691 |
6,153 |
+180 |
Jul11 |
110325 |
331.3 |
338.4 |
330.6 |
338.2 |
+7.2 |
117 |
2,827 |
-25 |
Sep11 |
110325 |
334.8 |
342.8 |
334.0 |
342.8 |
+9.5 |
76 |
569 |
+48 |
Nov11 |
110325 |
329.8 |
330.8 |
328.0 |
330.0 |
+5.6 |
8 |
78 |
+7 |
Total Volume and Open Interest |
892 |
9,627 |
+210 |
Crude Oil(NYM) |
May11 |
110325 |
105.46 |
105.95 |
104.50 |
105.40 |
-0.20 |
254,571 |
363,643 |
-5,538 |
Jun11 |
110325 |
106.03 |
106.44 |
105.05 |
105.94 |
-0.17 |
99,302 |
154,507 |
+240 |
Jul11 |
110325 |
106.37 |
106.87 |
105.55 |
106.38 |
-0.14 |
38,085 |
99,462 |
+1,380 |
Aug11 |
110325 |
106.70 |
107.09 |
105.87 |
106.64 |
-0.09 |
16,599 |
41,718 |
+1,654 |
Sep11 |
110325 |
106.81 |
107.13 |
105.96 |
106.82 |
-0.04 |
16,115 |
63,177 |
+1,743 |
Oct11 |
110325 |
106.61 |
107.23 |
106.36 |
106.94 |
-0.01 |
8,874 |
32,074 |
-255 |
Nov11 |
110325 |
106.84 |
107.20 |
106.78 |
107.02 |
+0.01 |
9,072 |
33,498 |
+1,479 |
Dec11 |
110325 |
106.90 |
107.49 |
106.29 |
107.06 |
+0.01 |
45,279 |
182,540 |
+3,930 |
Jan12 |
110325 |
106.85 |
107.21 |
106.47 |
106.90 |
+0.01 |
3,268 |
34,675 |
-185 |
Feb12 |
110325 |
106.90 |
107.07 |
106.59 |
106.67 |
+0.02 |
1,766 |
15,877 |
+299 |
Mar12 |
110325 |
106.45 |
106.80 |
106.02 |
106.41 |
+0.04 |
2,145 |
25,075 |
+42 |
Apr12 |
110325 |
105.91 |
106.13 |
105.91 |
106.09 |
+0.06 |
995 |
9,483 |
-70 |
May12 |
110325 |
105.76 |
105.76 |
105.76 |
105.76 |
+0.09 |
711 |
10,736 |
+27 |
Jun12 |
110325 |
105.15 |
105.88 |
104.97 |
105.46 |
+0.11 |
3,454 |
58,458 |
+172 |
Jul12 |
110325 |
105.11 |
105.11 |
105.11 |
105.11 |
+0.10 |
155 |
12,649 |
-68 |
Aug12 |
110325 |
104.78 |
104.78 |
104.78 |
104.78 |
+0.09 |
65 |
7,663 |
+10 |
Total Volume and Open Interest |
519,675 |
1,506,560 |
+5,051 |
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 |
110321 |
103.175 |
104.275 |
102.650 |
103.100 |
+1.250 |
2,173 |
1,535 |
-57 |
Jun11 |
110325 |
105.975 |
106.350 |
105.025 |
105.950 |
-0.150 |
613 |
498 |
-6 |
Jul11 |
110325 |
106.325 |
106.775 |
105.575 |
106.375 |
-0.150 |
280 |
198 |
+41 |
Aug11 |
110325 |
106.650 |
106.650 |
106.650 |
106.650 |
-0.075 |
1 |
26 |
+0 |
Sep11 |
110325 |
106.825 |
106.825 |
106.825 |
106.825 |
-0.025 |
1 |
12 |
-1 |
Oct11 |
110325 |
106.950 |
106.950 |
106.950 |
106.950 |
unch |
13 |
46 |
+11 |
Nov11 |
110325 |
107.025 |
107.025 |
107.025 |
107.025 |
+0.025 |
2 |
11 |
-2 |
Dec11 |
110325 |
106.900 |
107.175 |
106.900 |
107.050 |
unch |
11 |
222 |
+6 |
Total Volume and Open Interest |
10,725 |
3,765 |
-80 |
Heating Oil(NYM) |
Apr11 |
110325 |
307.00 |
307.65 |
305.00 |
305.48 |
-0.72 |
27,560 |
31,327 |
-7,573 |
May11 |
110325 |
308.71 |
309.70 |
306.55 |
307.15 |
-0.72 |
39,648 |
90,767 |
+3,406 |
Jun11 |
110325 |
310.47 |
310.55 |
307.90 |
308.52 |
-0.82 |
21,043 |
54,594 |
-1,500 |
Jul11 |
110325 |
311.01 |
311.46 |
309.27 |
309.86 |
-0.90 |
8,504 |
25,119 |
-74 |
Aug11 |
110325 |
311.67 |
313.03 |
310.75 |
311.22 |
-0.97 |
4,953 |
17,793 |
-38 |
Sep11 |
110325 |
312.89 |
314.26 |
312.20 |
312.62 |
-0.94 |
3,429 |
15,194 |
+384 |
Oct11 |
110325 |
314.46 |
315.41 |
313.99 |
314.08 |
-0.86 |
1,628 |
7,320 |
-30 |
Nov11 |
110325 |
316.81 |
316.81 |
315.34 |
315.53 |
-0.81 |
1,640 |
7,133 |
+129 |
Dec11 |
110325 |
318.49 |
318.66 |
316.23 |
316.90 |
-0.71 |
5,529 |
28,039 |
+1,530 |
Jan12 |
110325 |
318.13 |
318.20 |
318.13 |
318.20 |
-0.64 |
650 |
7,449 |
+95 |
Feb12 |
110325 |
318.60 |
318.60 |
318.45 |
318.45 |
-0.59 |
77 |
3,541 |
+54 |
Mar12 |
110325 |
317.11 |
317.25 |
317.11 |
317.25 |
-0.51 |
1 |
1,714 |
-1 |
Total Volume and Open Interest |
114,967 |
303,126 |
-3,548 |
Gasoline(NYMEX) |
Apr11 |
110325 |
305.25 |
306.17 |
303.50 |
304.45 |
-0.03 |
23,544 |
32,429 |
-1,478 |
May11 |
110325 |
305.16 |
306.85 |
303.95 |
304.95 |
-0.13 |
34,606 |
93,602 |
+4,372 |
Jun11 |
110325 |
304.40 |
305.44 |
302.84 |
303.88 |
-0.11 |
15,056 |
43,077 |
-25 |
Jul11 |
110325 |
303.22 |
303.49 |
301.18 |
302.31 |
unch |
6,492 |
22,585 |
-324 |
Aug11 |
110325 |
299.59 |
300.97 |
299.06 |
300.06 |
unch |
3,360 |
12,375 |
+443 |
Sep11 |
110325 |
296.34 |
297.98 |
295.85 |
297.11 |
+0.03 |
4,890 |
14,822 |
+1,391 |
Oct11 |
110325 |
285.00 |
285.00 |
283.00 |
283.51 |
-0.12 |
2,903 |
11,522 |
+430 |
Nov11 |
110325 |
279.88 |
280.31 |
279.88 |
280.31 |
-0.11 |
1,099 |
4,395 |
+108 |
Dec11 |
110325 |
280.30 |
280.77 |
278.36 |
279.13 |
-0.06 |
2,466 |
23,322 |
+349 |
Jan12 |
110325 |
279.29 |
279.29 |
278.82 |
279.29 |
-0.06 |
496 |
5,308 |
+157 |
Total Volume and Open Interest |
95,214 |
280,088 |
+5,569 |
e-miNY RBOB Gasoline(NYM) |
Apr11 |
110325 |
304.50 |
304.50 |
304.45 |
304.50 |
unch |
0 |
2 |
+0 |
May11 |
110325 |
305.00 |
305.00 |
304.95 |
305.00 |
-0.10 |
0 |
1 |
+0 |
Jun11 |
110325 |
303.90 |
303.90 |
303.88 |
303.90 |
-0.10 |
0 |
1 |
+0 |
Jul11 |
110325 |
302.30 |
302.31 |
302.30 |
302.30 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Apr11 |
110325 |
4.230 |
4.432 |
4.219 |
4.403 |
+0.159 |
121,872 |
45,364 |
-9,096 |
May11 |
110325 |
4.300 |
4.515 |
4.300 |
4.490 |
+0.163 |
83,197 |
257,069 |
-2,809 |
Jun11 |
110325 |
4.394 |
4.582 |
4.387 |
4.563 |
+0.166 |
31,336 |
68,423 |
+186 |
Jul11 |
110325 |
4.461 |
4.650 |
4.461 |
4.636 |
+0.169 |
26,573 |
90,074 |
+3,041 |
Aug11 |
110325 |
4.494 |
4.679 |
4.492 |
4.665 |
+0.171 |
14,897 |
33,430 |
+2,273 |
Sep11 |
110325 |
4.510 |
4.683 |
4.502 |
4.673 |
+0.171 |
13,832 |
45,937 |
-721 |
Oct11 |
110325 |
4.562 |
4.735 |
4.552 |
4.722 |
+0.171 |
25,731 |
70,872 |
+450 |
Nov11 |
110325 |
4.773 |
4.878 |
4.720 |
4.872 |
+0.154 |
9,306 |
33,209 |
+117 |
Dec11 |
110325 |
4.944 |
5.109 |
4.944 |
5.105 |
+0.144 |
7,123 |
28,157 |
+929 |
Jan12 |
110325 |
5.060 |
5.224 |
5.060 |
5.219 |
+0.136 |
12,741 |
61,092 |
-651 |
Feb12 |
110325 |
5.080 |
5.203 |
5.070 |
5.200 |
+0.132 |
965 |
13,446 |
-153 |
Mar12 |
110325 |
5.011 |
5.135 |
5.010 |
5.132 |
+0.125 |
4,459 |
29,383 |
+661 |
Apr12 |
110325 |
4.855 |
4.961 |
4.855 |
4.959 |
+0.110 |
4,685 |
27,514 |
+734 |
May12 |
110325 |
4.896 |
4.978 |
4.888 |
4.978 |
+0.110 |
408 |
6,299 |
+51 |
Jun12 |
110325 |
4.901 |
5.011 |
4.901 |
5.011 |
+0.109 |
102 |
4,467 |
-48 |
Jul12 |
110325 |
5.003 |
5.055 |
4.970 |
5.052 |
+0.107 |
94 |
4,103 |
-14 |
Total Volume and Open Interest |
360,602 |
893,452 |
-4,117 |
Brent Crude Oil(ICE) |
May11 |
110325 |
115.73 |
116.13 |
115.20 |
115.59 |
-0.13 |
133,351 |
187,622 |
+741 |
Jun11 |
110325 |
115.71 |
116.00 |
115.07 |
115.42 |
-0.18 |
71,525 |
201,123 |
+670 |
Jul11 |
110325 |
115.46 |
115.73 |
114.83 |
115.17 |
-0.20 |
19,558 |
61,887 |
+219 |
Aug11 |
110325 |
115.14 |
115.47 |
114.71 |
114.90 |
-0.23 |
8,701 |
27,401 |
+327 |
Sep11 |
110325 |
114.85 |
115.18 |
114.34 |
114.60 |
-0.24 |
5,383 |
34,283 |
+33 |
Oct11 |
110325 |
114.60 |
114.92 |
114.08 |
114.35 |
-0.24 |
3,246 |
23,252 |
-316 |
Nov11 |
110325 |
114.34 |
114.63 |
113.84 |
114.09 |
-0.24 |
2,255 |
18,826 |
-7 |
Dec11 |
110325 |
114.42 |
114.42 |
113.57 |
113.85 |
-0.22 |
27,492 |
98,614 |
-2,832 |
Jan12 |
110325 |
113.62 |
113.63 |
113.49 |
113.63 |
-0.19 |
2,073 |
22,565 |
+211 |
Feb12 |
110325 |
113.39 |
113.39 |
113.39 |
113.39 |
-0.17 |
1,051 |
13,313 |
-102 |
Mar12 |
110325 |
113.12 |
113.12 |
113.12 |
113.12 |
-0.15 |
1,488 |
18,813 |
+273 |
Apr12 |
110325 |
112.79 |
112.79 |
112.79 |
112.79 |
-0.13 |
1,127 |
5,483 |
+343 |
May12 |
110325 |
112.42 |
112.42 |
112.42 |
112.42 |
-0.10 |
886 |
3,968 |
+100 |
Jun12 |
110325 |
112.11 |
112.41 |
111.95 |
112.03 |
-0.07 |
5,083 |
31,091 |
+140 |
Total Volume and Open Interest |
295,218 |
859,323 |
-41 |
Gas Oil(ICE) |
Apr11 |
110325 |
982.75 |
984.00 |
976.00 |
979.75 |
-2.00 |
65,837 |
110,470 |
-4,780 |
May11 |
110325 |
980.25 |
983.00 |
974.50 |
978.50 |
-2.25 |
84,294 |
119,532 |
+739 |
Jun11 |
110325 |
981.75 |
982.75 |
974.75 |
978.25 |
-2.25 |
58,707 |
76,119 |
+5,123 |
Jul11 |
110325 |
982.75 |
984.75 |
976.75 |
980.00 |
-2.00 |
17,615 |
33,755 |
+845 |
Aug11 |
110325 |
983.00 |
984.50 |
979.25 |
982.25 |
-2.00 |
9,565 |
26,191 |
-128 |
Sep11 |
110325 |
984.75 |
987.00 |
982.00 |
984.50 |
-1.50 |
7,868 |
36,273 |
-213 |
Oct11 |
110325 |
985.50 |
987.50 |
982.75 |
985.00 |
-1.75 |
3,178 |
26,421 |
+185 |
Nov11 |
110325 |
983.00 |
988.75 |
983.00 |
984.75 |
-1.75 |
1,850 |
19,279 |
+76 |
Dec11 |
110325 |
988.50 |
989.25 |
982.25 |
985.00 |
-1.50 |
17,392 |
54,968 |
+2,441 |
Jan12 |
090519 |
640.75 |
640.75 |
640.75 |
640.75 |
unch |
|
|
|
Total Volume and Open Interest |
182,235 |
622,424 |
|
Ethanol(CBOT) |
Mar11 |
110303 |
2.585 |
2.585 |
2.583 |
2.583 |
-0.007 |
90 |
273 |
-46 |
Apr11 |
110325 |
2.530 |
2.545 |
2.495 |
2.504 |
-0.011 |
78 |
567 |
-34 |
May11 |
110325 |
2.505 |
2.520 |
2.486 |
2.491 |
-0.009 |
173 |
814 |
-19 |
Jun11 |
110325 |
2.515 |
2.520 |
2.493 |
2.493 |
-0.008 |
35 |
1,056 |
+8 |
Jul11 |
110325 |
2.530 |
2.530 |
2.477 |
2.487 |
-0.012 |
47 |
1,338 |
+12 |
Aug11 |
110325 |
2.500 |
2.503 |
2.458 |
2.460 |
-0.019 |
169 |
676 |
-76 |
Sep11 |
110325 |
2.430 |
2.430 |
2.390 |
2.390 |
-0.019 |
48 |
1,042 |
+18 |
Oct11 |
110325 |
2.298 |
2.298 |
2.298 |
2.298 |
-0.024 |
46 |
630 |
-4 |
Total Volume and Open Interest |
670 |
7,762 |
-85 |
WTI Crude Oil(ICE |
May11 |
110325 |
105.49 |
105.93 |
104.50 |
105.40 |
-0.20 |
67,829 |
90,488 |
-3,536 |
Jun11 |
110325 |
105.95 |
106.43 |
105.04 |
105.94 |
-0.17 |
38,680 |
79,772 |
+1,133 |
Jul11 |
110325 |
106.56 |
106.85 |
105.59 |
106.38 |
-0.14 |
17,205 |
39,357 |
+1,344 |
Aug11 |
110325 |
106.46 |
107.09 |
105.94 |
106.64 |
-0.09 |
6,642 |
19,538 |
+928 |
Sep11 |
110325 |
106.59 |
107.24 |
106.13 |
106.82 |
-0.04 |
5,992 |
27,698 |
-326 |
Oct11 |
110325 |
106.69 |
107.33 |
106.30 |
106.94 |
-0.01 |
4,243 |
20,052 |
+1,675 |
Nov11 |
110325 |
106.75 |
107.40 |
106.41 |
107.02 |
+0.01 |
4,023 |
14,391 |
+310 |
Dec11 |
110325 |
106.94 |
107.47 |
106.40 |
107.06 |
+0.01 |
17,953 |
92,812 |
-1,317 |
Jan12 |
110325 |
106.90 |
107.08 |
106.76 |
106.90 |
+0.01 |
990 |
10,795 |
+48 |
Feb12 |
110325 |
106.67 |
106.67 |
106.67 |
106.67 |
+0.02 |
201 |
2,387 |
-26 |
Mar12 |
110325 |
106.57 |
106.57 |
106.11 |
106.41 |
+0.04 |
320 |
5,159 |
+7 |
Apr12 |
110325 |
106.09 |
106.09 |
106.09 |
106.09 |
+0.06 |
82 |
2,984 |
+0 |
May12 |
110325 |
105.76 |
105.76 |
105.76 |
105.76 |
+0.09 |
124 |
1,406 |
+2 |
Jun12 |
110325 |
105.43 |
105.89 |
105.14 |
105.46 |
+0.11 |
2,617 |
23,321 |
-186 |
Jul12 |
110325 |
105.11 |
105.11 |
105.11 |
105.11 |
+0.10 |
35 |
628 |
-5 |
Aug12 |
110325 |
104.78 |
104.78 |
104.78 |
104.78 |
+0.09 |
7 |
329 |
+2 |
Total Volume and Open Interest |
174,145 |
521,055 |
-455 |
US Dollar Index(ICE) |
Jun11 |
110325 |
75.940 |
76.560 |
75.840 |
76.485 |
+0.598 |
25,032 |
53,243 |
+953 |
Sep11 |
110325 |
76.285 |
76.970 |
76.285 |
76.900 |
+0.573 |
9 |
533 |
+2 |
Dec11 |
110325 |
77.260 |
77.260 |
77.260 |
77.260 |
+0.573 |
0 |
1 |
+0 |
Total Volume and Open Interest |
25,041 |
53,777 |
+955 |
Australian Dollar(CME) |
Jun11 |
110325 |
101.10 |
101.95 |
100.90 |
101.56 |
+0.31 |
95,732 |
110,904 |
+10,055 |
Sep11 |
110325 |
99.99 |
100.67 |
99.99 |
100.35 |
+0.31 |
149 |
374 |
+97 |
Dec11 |
110325 |
99.24 |
99.24 |
98.93 |
99.24 |
+0.31 |
0 |
54 |
+0 |
Total Volume and Open Interest |
95,881 |
111,332 |
+10,152 |
British Pound(CME) |
Jun11 |
110325 |
161.10 |
161.27 |
159.90 |
159.99 |
-0.92 |
100,696 |
121,830 |
+4,044 |
Sep11 |
110325 |
160.31 |
160.65 |
159.73 |
159.73 |
-0.92 |
67 |
163 |
+15 |
Dec11 |
110325 |
160.00 |
160.37 |
159.46 |
159.46 |
-0.91 |
0 |
38 |
+0 |
Total Volume and Open Interest |
100,763 |
122,033 |
+4,059 |
Canadian Dollar(CME) |
Jun11 |
110325 |
102.24 |
102.46 |
101.58 |
101.74 |
-0.49 |
66,365 |
112,333 |
-1,540 |
Sep11 |
110325 |
102.04 |
102.08 |
101.37 |
101.50 |
-0.49 |
69 |
2,292 |
+16 |
Dec11 |
110325 |
101.73 |
101.84 |
101.25 |
101.25 |
-0.48 |
168 |
2,222 |
+116 |
Mar12 |
110325 |
100.93 |
101.41 |
100.93 |
100.93 |
-0.48 |
0 |
175 |
+0 |
Total Volume and Open Interest |
66,632 |
117,055 |
-1,387 |
Japanese Yen(CME) |
Jun11 |
110325 |
123.50 |
123.74 |
122.76 |
122.89 |
-0.71 |
109,905 |
111,076 |
-347 |
Sep11 |
110325 |
123.23 |
123.73 |
122.98 |
123.03 |
-0.70 |
20 |
534 |
-29 |
Dec11 |
110325 |
123.21 |
123.91 |
123.21 |
123.21 |
-0.70 |
0 |
57 |
+0 |
Total Volume and Open Interest |
109,927 |
111,674 |
-377 |
Swiss Franc(CME) |
Jun11 |
110325 |
110.18 |
110.29 |
108.56 |
108.82 |
-1.47 |
47,285 |
58,010 |
+1,283 |
Sep11 |
110325 |
109.95 |
110.38 |
108.92 |
108.92 |
-1.46 |
7 |
51 |
+4 |
Dec11 |
110325 |
109.75 |
110.46 |
108.99 |
108.99 |
-1.47 |
0 |
11 |
+0 |
Total Volume and Open Interest |
47,292 |
58,073 |
+1,287 |
EuroFX(CME) |
Jun11 |
110325 |
141.56 |
141.76 |
140.36 |
140.51 |
-1.13 |
310,573 |
200,131 |
+6,845 |
Sep11 |
110325 |
141.15 |
141.31 |
140.09 |
140.18 |
-1.13 |
210 |
1,100 |
+38 |
Dec11 |
110325 |
139.90 |
140.96 |
139.83 |
139.83 |
-1.13 |
14 |
70 |
-1 |
Total Volume and Open Interest |
310,797 |
201,591 |
+6,882 |
Mexican Peso(CME) |
Apr11 |
110325 |
835.0 |
836.5 |
835.0 |
835.0 |
-1.5 |
|
|
|
May11 |
110325 |
831.5 |
833.0 |
831.5 |
831.5 |
-1.5 |
|
|
|
Total Volume and Open Interest |
20,618 |
126,810 |
-265 |
30-Year T-Bonds(CBOT) |
Jun11 |
110325 |
121~020 |
121~020 |
120~060 |
120~080 |
-0~160 |
|
|
|
Sep11 |
110325 |
119~160 |
119~200 |
118~220 |
118~260 |
-0~160 |
2 |
10 |
+0 |
Dec11 |
110325 |
117~110 |
117~270 |
117~110 |
117~110 |
-0~160 |
|
|
|
Total Volume and Open Interest |
296,905 |
597,309 |
+2,568 |
10-Year T-Notes(CBOT) |
Jun11 |
110325 |
119~145 |
119~235 |
119~015 |
119~060 |
-0~100 |
1,195,563 |
1,572,429 |
-21,448 |
Sep11 |
110325 |
118~005 |
118~005 |
117~225 |
117~225 |
-0~100 |
24 |
43 |
+1 |
Dec11 |
110325 |
116~225 |
117~005 |
116~225 |
116~225 |
-0~100 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,195,587 |
1,572,476 |
-21,447 |
5-Year T-Notes(CBOT) |
Jun11 |
110325 |
117~018 |
117~044 |
116~104 |
116~113 |
-0~039 |
570,217 |
1,236,839 |
+21,625 |
Sep11 |
110325 |
116~001 |
116~040 |
116~001 |
116~001 |
-0~039 |
|
|
|
Dec11 |
110325 |
115~025 |
115~064 |
115~025 |
115~025 |
-0~039 |
|
|
|
Total Volume and Open Interest |
571,364 |
1,243,855 |
+21,618 |
2 Year T-Notes(CBOT) |
Jun11 |
110325 |
109~024 |
109~029 |
109~008 |
109~010 |
-0~019 |
236,270 |
904,509 |
+8,513 |
Sep11 |
110325 |
108~104 |
108~121 |
108~104 |
108~104 |
-0~017 |
|
|
|
Dec11 |
110325 |
108~070 |
108~087 |
108~070 |
108~070 |
-0~017 |
|
|
|
Total Volume and Open Interest |
237,765 |
910,667 |
+8,238 |
Eurodollars(CME) |
Jun11 |
110325 |
99.620 |
99.625 |
99.605 |
99.620 |
unch |
189,505 |
1,133,899 |
-24,751 |
Sep11 |
110325 |
99.525 |
99.530 |
99.500 |
99.505 |
-0.025 |
200,470 |
1,314,411 |
+9,821 |
Dec11 |
110325 |
99.395 |
99.405 |
99.350 |
99.355 |
-0.045 |
205,973 |
1,401,676 |
+4,830 |
Mar12 |
110325 |
99.180 |
99.195 |
99.115 |
99.125 |
-0.065 |
241,309 |
1,323,774 |
-7,715 |
Jun12 |
110325 |
98.880 |
98.900 |
98.790 |
98.810 |
-0.085 |
310,061 |
989,804 |
+26,124 |
Sep12 |
110325 |
98.535 |
98.565 |
98.440 |
98.460 |
-0.095 |
211,225 |
625,838 |
-1,483 |
Dec12 |
110325 |
98.200 |
98.240 |
98.105 |
98.125 |
-0.095 |
165,028 |
478,036 |
-3,663 |
Mar13 |
110325 |
97.910 |
97.955 |
97.820 |
97.840 |
-0.090 |
179,469 |
303,319 |
+1,673 |
Jun13 |
110325 |
97.625 |
97.675 |
97.545 |
97.565 |
-0.085 |
100,138 |
208,675 |
-290 |
Sep13 |
110325 |
97.370 |
97.415 |
97.290 |
97.305 |
-0.085 |
74,335 |
207,340 |
+2,832 |
Dec13 |
110325 |
97.120 |
97.165 |
97.035 |
97.055 |
-0.080 |
57,459 |
179,599 |
+3,128 |
Mar14 |
110325 |
96.900 |
96.940 |
96.815 |
96.835 |
-0.075 |
57,309 |
150,668 |
+4,455 |
Jun14 |
110325 |
96.670 |
96.715 |
96.590 |
96.610 |
-0.075 |
19,893 |
106,333 |
+1,651 |
Sep14 |
110325 |
96.450 |
96.495 |
96.370 |
96.395 |
-0.070 |
15,981 |
60,402 |
+841 |
Dec14 |
110325 |
96.225 |
96.275 |
96.150 |
96.180 |
-0.060 |
14,324 |
72,867 |
+304 |
Mar15 |
110325 |
96.045 |
96.085 |
95.970 |
96.000 |
-0.045 |
12,065 |
54,708 |
+633 |
Jun15 |
110325 |
4.100 |
4.150 |
4.045 |
4.075 |
-0.035 |
7,092 |
33,091 |
+184 |
Sep15 |
110325 |
3.950 |
3.985 |
3.885 |
3.915 |
-0.025 |
6,354 |
38,336 |
+235 |
Total Volume and Open Interest |
2,091,765 |
8,888,362 |
+21,391 |
30 Day Federal Funds(CBOT) |
Mar11 |
110325 |
99.857 |
99.860 |
99.857 |
99.857 |
unch |
7,272 |
83,565 |
-411 |
Apr11 |
110325 |
99.865 |
99.870 |
99.860 |
99.865 |
+0.005 |
5,219 |
70,709 |
+1,727 |
May11 |
110325 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
2,168 |
71,395 |
+1,567 |
Jun11 |
110325 |
99.850 |
99.860 |
99.850 |
99.855 |
unch |
2,368 |
44,694 |
+299 |
Jul11 |
110325 |
99.840 |
99.845 |
99.835 |
99.845 |
unch |
2,171 |
48,526 |
+1,033 |
Aug11 |
110325 |
99.815 |
99.825 |
99.810 |
99.815 |
-0.010 |
2,216 |
37,403 |
+130 |
Total Volume and Open Interest |
42,684 |
663,952 |
+4,750 |
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) |
Jun11 |
110325 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.005 |
0 |
150 |
+0 |
Sep11 |
110325 |
99.662 |
99.662 |
99.662 |
99.662 |
-0.005 |
|
|
|
Dec11 |
110325 |
99.655 |
99.655 |
99.655 |
99.655 |
-0.003 |
0 |
75 |
+0 |
Mar12 |
110325 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Jun12 |
110325 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
110325 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Dec12 |
110325 |
99.560 |
99.560 |
99.560 |
99.560 |
+0.055 |
|
|
|
Mar13 |
110325 |
99.560 |
99.560 |
99.560 |
99.560 |
+0.055 |
|
|
|
Jun13 |
110325 |
99.515 |
99.515 |
99.515 |
99.515 |
+0.055 |
|
|
|
Sep13 |
110325 |
99.375 |
99.375 |
99.375 |
99.375 |
+0.055 |
|
|
|
Total Volume and Open Interest |
0 |
225 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110325 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
2,823 |
+0 |
Sep11 |
110325 |
99.66 |
99.66 |
99.66 |
99.66 |
-0.01 |
0 |
1,373 |
+0 |
Dec11 |
110325 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
0 |
1,936 |
+0 |
Mar12 |
110325 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
200 |
1,732 |
+0 |
Jun12 |
110325 |
99.62 |
99.67 |
99.62 |
99.67 |
unch |
0 |
754 |
+0 |
Sep12 |
110325 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
310 |
+0 |
Dec12 |
110325 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.06 |
0 |
24 |
+0 |
Mar13 |
110325 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.06 |
0 |
1 |
+0 |
Total Volume and Open Interest |
200 |
8,953 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110325 |
139.87 |
139.87 |
139.68 |
139.81 |
-0.10 |
2,206 |
12,635 |
+0 |
Sep11 |
110325 |
138.91 |
138.91 |
138.91 |
138.91 |
-0.10 |
0 |
1 |
+0 |
Dec11 |
110325 |
136.82 |
136.82 |
136.82 |
136.82 |
-0.10 |
|
|
|
Total Volume and Open Interest |
2,206 |
12,636 |
+0 |
Euro-Bund(EUREX) |
Jun11 |
110325 |
121.96 |
122.17 |
121.72 |
122.03 |
-0.17 |
1,118,502 |
1,304,822 |
-155,140 |
Sep11 |
110325 |
121.65 |
121.71 |
121.60 |
121.67 |
-0.17 |
1,068 |
2,192 |
-52 |
Dec11 |
110325 |
120.91 |
120.91 |
120.91 |
120.91 |
-0.17 |
|
|
|
Total Volume and Open Interest |
1,119,570 |
1,307,014 |
-155,192 |
Euro-Bobl(EUREX) |
Jun11 |
110322 |
115.08 |
115.14 |
114.85 |
115.04 |
-0.03 |
537,973 |
1,010,693 |
+55,899 |
Sep11 |
110325 |
114.47 |
114.47 |
114.47 |
114.47 |
-0.13 |
2,000 |
10,126 |
+3,426 |
Dec11 |
110325 |
114.52 |
114.52 |
114.52 |
114.52 |
-0.13 |
|
|
|
Total Volume and Open Interest |
559,160 |
1,085,952 |
+56,890 |
3-Mth Euribor(EUREX) |
Mar11 |
110314 |
98.830 |
98.830 |
98.825 |
98.825 |
unch |
564 |
5,430 |
-114 |
Jun11 |
110325 |
98.455 |
98.470 |
98.455 |
98.465 |
-0.005 |
0 |
11,714 |
+1 |
Sep11 |
110325 |
98.185 |
98.185 |
98.185 |
98.185 |
-0.010 |
0 |
2,858 |
+19 |
Total Volume and Open Interest |
0 |
22,458 |
+20 |
Long Gilt(LIFFE) |
Mar11 |
110324 |
119~21 |
119~21 |
119~10 |
119~10 |
-0~09 |
67 |
717 |
-193 |
Jun11 |
110325 |
117~28 |
118~04 |
117~21 |
117~29 |
-0~03 |
122,519 |
295,036 |
-181 |
Total Volume and Open Interest |
122,663 |
295,727 |
-207 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110325 |
99.01 |
99.01 |
98.98 |
98.99 |
-0.02 |
45,712 |
373,087 |
-5,153 |
Sep11 |
110325 |
98.81 |
98.83 |
98.79 |
98.81 |
-0.01 |
47,640 |
369,999 |
+3,927 |
Dec11 |
110325 |
98.59 |
98.62 |
98.58 |
98.60 |
unch |
57,289 |
357,527 |
+1,537 |
Mar12 |
110325 |
98.36 |
98.39 |
98.33 |
98.36 |
-0.01 |
66,690 |
319,484 |
+2,411 |
Jun12 |
110325 |
98.08 |
98.12 |
98.05 |
98.08 |
-0.02 |
62,760 |
199,308 |
+2,162 |
Sep12 |
110325 |
97.81 |
97.85 |
97.78 |
97.81 |
-0.02 |
37,154 |
146,130 |
+232 |
Total Volume and Open Interest |
383,185 |
2,074,835 |
+12,824 |
3-Mth Euribor(LIFFE) |
Jun11 |
110325 |
98.475 |
98.475 |
98.455 |
98.465 |
-0.005 |
122,889 |
707,655 |
-4,243 |
Sep11 |
110325 |
98.190 |
98.200 |
98.165 |
98.185 |
-0.010 |
135,834 |
597,879 |
+19,439 |
Dec11 |
110325 |
97.965 |
97.970 |
97.925 |
97.950 |
-0.020 |
178,025 |
532,656 |
-13,121 |
Total Volume and Open Interest |
955,486 |
3,239,722 |
+926 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110325 |
95.12 |
95.12 |
95.10 |
95.12 |
unch |
20,581 |
210,182 |
+1,942 |
Sep11 |
110325 |
95.08 |
95.09 |
95.05 |
95.07 |
-0.01 |
22,747 |
202,761 |
+7,310 |
Dec11 |
110325 |
94.98 |
94.99 |
94.95 |
94.97 |
-0.01 |
14,771 |
116,218 |
+7,560 |
Mar12 |
110325 |
94.88 |
94.88 |
94.84 |
94.86 |
-0.02 |
3,145 |
66,154 |
+363 |
Jun12 |
110325 |
94.79 |
94.79 |
94.75 |
94.77 |
-0.01 |
2,080 |
45,789 |
+677 |
Sep12 |
110325 |
94.70 |
94.71 |
94.66 |
94.68 |
-0.02 |
1,041 |
40,060 |
-200 |
Dec12 |
110325 |
94.63 |
94.64 |
94.57 |
94.59 |
-0.03 |
871 |
19,551 |
+219 |
Mar13 |
110325 |
94.58 |
94.59 |
94.52 |
94.54 |
-0.03 |
16 |
6,366 |
-4 |
Jun13 |
110325 |
94.52 |
94.52 |
94.47 |
94.48 |
-0.02 |
13 |
780 |
-2 |
Sep13 |
110325 |
94.42 |
94.43 |
94.41 |
94.43 |
-0.02 |
61 |
897 |
-2 |
Total Volume and Open Interest |
65,332 |
709,583 |
+17,869 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110325 |
94.58 |
94.60 |
94.52 |
94.55 |
-0.03 |
34,704 |
357,994 |
+6,156 |
Sep11 |
110325 |
94.55 |
94.55 |
94.55 |
94.55 |
-0.03 |
|
|
|
Total Volume and Open Interest |
34,704 |
357,994 |
+6,156 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110325 |
95.01 |
95.04 |
94.96 |
94.99 |
-0.03 |
125,797 |
536,312 |
+60,695 |
Sep11 |
110325 |
94.99 |
94.99 |
94.99 |
94.99 |
-0.03 |
|
|
|
Total Volume and Open Interest |
125,797 |
536,312 |
+26,790 |
Gold(CMX) |
Apr11 |
110325 |
1433.5 |
1438.1 |
1422.0 |
1426.2 |
-8.7 |
138,329 |
189,995 |
-18,072 |
Jun11 |
110325 |
1433.4 |
1439.5 |
1423.5 |
1427.6 |
-8.8 |
29,262 |
181,609 |
+13,349 |
Aug11 |
110325 |
1435.0 |
1441.0 |
1425.0 |
1429.1 |
-8.7 |
1,869 |
30,486 |
+396 |
Oct11 |
110325 |
1436.0 |
1441.5 |
1429.0 |
1430.5 |
-8.8 |
614 |
6,703 |
-72 |
Dec11 |
110325 |
1437.6 |
1443.9 |
1428.1 |
1432.0 |
-8.8 |
1,507 |
29,844 |
+152 |
Feb12 |
110325 |
1438.8 |
1445.1 |
1433.8 |
1433.8 |
-8.7 |
217 |
7,205 |
-68 |
Apr12 |
110325 |
1436.0 |
1436.0 |
1436.0 |
1436.0 |
-8.6 |
0 |
5,085 |
+0 |
Jun12 |
110325 |
1444.0 |
1446.7 |
1438.4 |
1438.4 |
-8.5 |
59 |
6,750 |
+0 |
Aug12 |
110325 |
1441.4 |
1441.4 |
1441.4 |
1441.4 |
-8.3 |
0 |
1,539 |
+0 |
Oct12 |
110325 |
1447.7 |
1447.7 |
1445.1 |
1445.1 |
-8.0 |
0 |
2,958 |
+0 |
Dec12 |
110325 |
1450.0 |
1450.2 |
1449.7 |
1449.7 |
-7.7 |
169 |
11,007 |
+100 |
Total Volume and Open Interest |
172,529 |
504,928 |
-4,203 |
Silver(CMX) |
Mar11 |
110325 |
3743.5 |
3762.5 |
3700.0 |
3705.8 |
-33.0 |
320 |
717 |
-126 |
May11 |
110325 |
3716.0 |
3779.5 |
3688.0 |
3704.9 |
-32.6 |
61,452 |
78,408 |
+1,308 |
Jul11 |
110325 |
3723.0 |
3779.0 |
3693.5 |
3706.9 |
-32.4 |
2,881 |
15,608 |
-382 |
Sep11 |
110325 |
3755.0 |
3773.0 |
3700.0 |
3708.3 |
-32.2 |
294 |
6,991 |
-14 |
Dec11 |
110325 |
3735.0 |
3780.0 |
3697.5 |
3709.1 |
-32.3 |
692 |
15,874 |
-122 |
Mar12 |
110325 |
3757.0 |
3758.5 |
3704.0 |
3706.2 |
-32.3 |
39 |
1,452 |
+24 |
May12 |
110325 |
3757.5 |
3761.0 |
3704.4 |
3704.4 |
-32.5 |
11 |
326 |
+0 |
Total Volume and Open Interest |
66,606 |
137,035 |
+1,047 |
Platinum(NYMEX) |
Apr11 |
110325 |
1757.8 |
1757.8 |
1743.8 |
1745.6 |
-14.4 |
6,297 |
11,858 |
-2,504 |
Jul11 |
110325 |
1758.0 |
1759.9 |
1748.2 |
1749.7 |
-14.5 |
3,617 |
20,401 |
+2,654 |
Oct11 |
110325 |
1755.0 |
1756.0 |
1751.7 |
1752.2 |
-14.1 |
3 |
592 |
+0 |
Jan12 |
110325 |
1754.6 |
1754.6 |
1754.6 |
1754.6 |
-14.1 |
0 |
14 |
+0 |
Total Volume and Open Interest |
9,917 |
32,902 |
+150 |
Palladium(NYMEX) |
Mar11 |
110325 |
751.00 |
751.00 |
750.40 |
750.40 |
-1.45 |
46 |
36 |
-19 |
Jun11 |
110325 |
749.50 |
757.30 |
746.70 |
750.40 |
-1.85 |
3,064 |
20,732 |
+481 |
Sep11 |
110325 |
751.00 |
751.65 |
751.00 |
751.65 |
-1.90 |
17 |
237 |
+15 |
Total Volume and Open Interest |
3,198 |
21,051 |
+477 |
Copper(CMX) |
Mar11 |
110325 |
441.40 |
441.85 |
440.00 |
440.85 |
-0.55 |
191 |
876 |
-32 |
May11 |
110325 |
442.35 |
445.40 |
439.90 |
441.90 |
-0.55 |
34,670 |
86,585 |
+1,072 |
Jul11 |
110325 |
443.65 |
446.75 |
442.00 |
443.55 |
-0.50 |
3,127 |
26,714 |
+1,082 |
Sep11 |
110325 |
443.55 |
447.00 |
443.55 |
444.90 |
-0.35 |
233 |
8,997 |
-25 |
Dec11 |
110325 |
446.75 |
447.40 |
445.35 |
445.90 |
-0.10 |
107 |
5,949 |
+26 |
Total Volume and Open Interest |
38,857 |
135,777 |
+2,064 |
DJIA Index(CBOT) |
Jun11 |
110325 |
12144 |
12192 |
12128 |
12170 |
+54 |
331 |
5,393 |
+1,013 |
Sep11 |
110325 |
12107 |
12107 |
12055 |
12107 |
+52 |
|
|
|
Dec11 |
110325 |
12039 |
12039 |
11987 |
12039 |
+52 |
0 |
1 |
+0 |
Mar12 |
110325 |
11977 |
11977 |
11925 |
11977 |
+52 |
|
|
|
Total Volume and Open Interest |
331 |
5,394 |
+1,013 |
S & P 500(CME) |
Jun11 |
110325 |
1304.20 |
1314.50 |
1304.20 |
1310.00 |
+4.80 |
13,301 |
288,962 |
-1,041 |
Sep11 |
110325 |
1304.90 |
1309.00 |
1299.50 |
1304.90 |
+4.90 |
30 |
4,031 |
+20 |
Dec11 |
110325 |
1299.60 |
1303.70 |
1294.20 |
1299.60 |
+4.90 |
0 |
698 |
+0 |
Mar12 |
110325 |
1295.00 |
1299.10 |
1289.60 |
1295.00 |
+4.90 |
|
|
|
Total Volume and Open Interest |
13,331 |
293,696 |
-1,021 |
S & P 500 E-Mini(Globex) |
Jun11 |
110325 |
1304.50 |
1314.50 |
1304.00 |
1310.00 |
+5.75 |
|
|
|
Sep11 |
110325 |
1302.00 |
1309.25 |
1300.25 |
1305.00 |
+5.00 |
1,216 |
2,123 |
+488 |
Total Volume and Open Interest |
1,941,116 |
2,590,263 |
+19,112 |
NASDAQ 100(CME) |
Jun11 |
110325 |
2304.30 |
2331.00 |
2304.30 |
2317.00 |
+8.50 |
705 |
8,302 |
+73 |
Sep11 |
110325 |
2314.50 |
2325.00 |
2314.50 |
2314.50 |
+8.50 |
|
|
|
Dec11 |
110325 |
2312.00 |
2312.50 |
2312.00 |
2312.00 |
+8.50 |
|
|
|
Total Volume and Open Interest |
705 |
8,302 |
+73 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110325 |
2305.50 |
2335.00 |
2304.00 |
2317.00 |
+8.50 |
277,187 |
284,850 |
+10,092 |
Sep11 |
110325 |
2301.50 |
2326.00 |
2301.50 |
2314.50 |
+8.50 |
47 |
62 |
+1 |
Total Volume and Open Interest |
277,234 |
284,917 |
+10,093 |
S & P Midcap 400(CME) |
Jun11 |
110325 |
968.10 |
976.00 |
968.00 |
968.10 |
+7.40 |
0 |
785 |
+0 |
Sep11 |
110325 |
966.00 |
966.00 |
965.60 |
966.00 |
+7.40 |
|
|
|
Dec11 |
110325 |
964.40 |
964.40 |
964.00 |
964.40 |
+7.40 |
|
|
|
Total Volume and Open Interest |
0 |
785 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110325 |
9415 |
9415 |
9415 |
9415 |
-140 |
|
|
|
Sep11 |
110325 |
9465 |
9475 |
9440 |
9440 |
-135 |
4 |
13 |
+4 |
Total Volume and Open Interest |
11,279 |
55,788 |
+100 |
Nikkei 225(SGX) |
Jun11 |
110325 |
9330 |
9510 |
9305 |
9465 |
+110 |
161,625 |
230,739 |
+0 |
Sep11 |
110325 |
9450 |
9465 |
9450 |
9465 |
+110 |
69 |
1,297 |
+0 |
Dec11 |
110325 |
9410 |
9410 |
9410 |
9410 |
+110 |
0 |
5,359 |
+0 |
Total Volume and Open Interest |
163,849 |
270,392 |
+0 |
CAC 40(EURONEXT) |
Apr11 |
110325 |
3990.0 |
3994.0 |
3961.5 |
3975.0 |
+4.0 |
118,715 |
249,298 |
-8,758 |
May11 |
110325 |
3919.0 |
3925.0 |
3900.0 |
3906.5 |
+4.0 |
62 |
466 |
+57 |
Jun11 |
110325 |
3883.0 |
3883.0 |
3865.0 |
3866.0 |
+4.5 |
109 |
26,512 |
-7 |
Total Volume and Open Interest |
118,886 |
276,276 |
-8,708 |
Hang Seng Index(HKFE) |
Mar11 |
110325 |
23200 |
23238 |
23068 |
23182 |
+245 |
67,976 |
81,040 |
-1,312 |
Apr11 |
110325 |
23200 |
23200 |
23045 |
23148 |
+242 |
7,269 |
9,580 |
+2,495 |
Total Volume and Open Interest |
75,859 |
96,163 |
+1,128 |
DAX(EUREX) |
Mar11 |
110318 |
6725.0 |
6735.0 |
6668.0 |
6689.5 |
+36.0 |
394,085 |
231,651 |
-107,036 |
Jun11 |
110325 |
6996.0 |
7006.0 |
6940.0 |
6981.5 |
+22.5 |
162,786 |
234,928 |
-10,905 |
Sep11 |
110325 |
7015.0 |
7028.0 |
6970.0 |
7006.0 |
+22.5 |
197 |
4,698 |
+453 |
Total Volume and Open Interest |
163,057 |
239,679 |
-10,460 |
FT-SE 100(EURONEXT) |
Jun11 |
110325 |
5862.50 |
5889.50 |
5832.00 |
5865.00 |
+20.00 |
106,133 |
577,235 |
+3,706 |
Sep11 |
110325 |
5830.50 |
5830.50 |
5830.50 |
5830.50 |
+20.00 |
0 |
518 |
+0 |
Dec11 |
110325 |
5812.00 |
5812.00 |
5812.00 |
5812.00 |
+20.00 |
0 |
190 |
+0 |
Total Volume and Open Interest |
106,133 |
577,943 |
+3,706 |
SPI 200(SFE) |
Mar11 |
110317 |
4564.0 |
4577.0 |
4464.0 |
4520.0 |
-47.0 |
127,175 |
225,244 |
-24,965 |
Jun11 |
110325 |
4718.0 |
4790.0 |
4709.0 |
4773.0 |
+51.0 |
31,610 |
202,189 |
+3,915 |
Sep11 |
110325 |
4738.0 |
4768.0 |
4738.0 |
4759.0 |
+50.0 |
129 |
3,275 |
+116 |
Total Volume and Open Interest |
32,024 |
209,159 |
+4,098 |
GSCI(CME) |
Apr11 |
110325 |
63.14 |
66.39 |
60.89 |
63.14 |
-1.50 |
73 |
13,408 |
+10 |
May11 |
110325 |
66.64 |
67.39 |
62.64 |
64.39 |
-1.25 |
2 |
22 |
-1 |
Jun11 |
110325 |
65.64 |
68.39 |
63.64 |
65.64 |
-1.00 |
|
|
|
Total Volume and Open Interest |
75 |
13,430 |
+9 |
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. |
|
|