|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue March 29, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110329 |
1345.25 |
1369.00 |
1341.00 |
1361.50 |
+13.00 |
72,510 |
229,365 |
-2,924 |
Jul11 |
110329 |
1352.00 |
1379.00 |
1351.50 |
1372.25 |
+13.00 |
30,203 |
142,155 |
+1,978 |
Aug11 |
110329 |
1353.50 |
1376.50 |
1352.25 |
1371.75 |
+13.50 |
1,659 |
10,773 |
-115 |
Sep11 |
110329 |
1346.00 |
1365.00 |
1344.75 |
1363.25 |
+13.25 |
2,068 |
12,139 |
+113 |
Nov11 |
110329 |
1340.00 |
1359.75 |
1332.00 |
1354.25 |
+12.25 |
21,236 |
170,592 |
-677 |
Jan12 |
110329 |
1341.75 |
1362.00 |
1341.75 |
1358.75 |
+12.00 |
1,091 |
21,670 |
+651 |
Mar12 |
110329 |
1348.00 |
1360.00 |
1343.75 |
1355.25 |
+11.50 |
184 |
11,891 |
+50 |
Total Volume and Open Interest |
129,865 |
617,944 |
-636 |
Soybean Meal(CBOT) |
May11 |
110329 |
353.50 |
360.50 |
352.20 |
358.60 |
+5.00 |
25,604 |
83,368 |
-590 |
Jul11 |
110329 |
358.30 |
364.90 |
356.90 |
363.00 |
+4.80 |
10,683 |
52,322 |
-805 |
Aug11 |
110329 |
358.30 |
365.00 |
357.90 |
364.00 |
+4.50 |
1,362 |
14,535 |
+188 |
Sep11 |
110329 |
357.30 |
364.30 |
357.30 |
363.30 |
+4.60 |
1,978 |
11,386 |
+615 |
Oct11 |
110329 |
356.50 |
360.40 |
354.80 |
359.50 |
+4.70 |
806 |
11,204 |
-158 |
Dec11 |
110329 |
352.30 |
360.00 |
352.00 |
358.90 |
+4.70 |
3,456 |
31,279 |
+473 |
Jan12 |
110329 |
360.80 |
361.30 |
355.40 |
360.20 |
+4.80 |
212 |
3,250 |
-30 |
Mar12 |
110329 |
359.80 |
361.50 |
355.80 |
360.70 |
+4.90 |
163 |
2,761 |
-22 |
Total Volume and Open Interest |
44,871 |
214,434 |
-135 |
Soybean Oil(CBOT) |
May11 |
110329 |
56.39 |
57.05 |
56.11 |
57.02 |
+0.49 |
55,017 |
133,225 |
-6,713 |
Jul11 |
110329 |
57.09 |
57.61 |
56.70 |
57.61 |
+0.50 |
30,550 |
96,073 |
+1,516 |
Aug11 |
110329 |
57.24 |
57.78 |
57.24 |
57.78 |
+0.48 |
2,281 |
13,512 |
+116 |
Sep11 |
110329 |
57.31 |
57.94 |
57.31 |
57.94 |
+0.48 |
1,807 |
13,525 |
+209 |
Oct11 |
110329 |
57.77 |
57.81 |
57.34 |
57.81 |
+0.47 |
793 |
13,582 |
+73 |
Dec11 |
110329 |
57.14 |
57.90 |
57.02 |
57.90 |
+0.47 |
6,928 |
66,159 |
+2,846 |
Jan12 |
110329 |
57.67 |
57.97 |
57.67 |
57.97 |
+0.44 |
17 |
2,908 |
-2 |
Mar12 |
110329 |
57.76 |
57.90 |
57.48 |
57.90 |
+0.42 |
41 |
3,226 |
+20 |
Total Volume and Open Interest |
97,616 |
345,529 |
-1,834 |
Canola(WCE) |
May11 |
110329 |
579.0 |
584.9 |
578.0 |
583.1 |
+2.9 |
7,205 |
73,622 |
-167 |
Jul11 |
110329 |
588.5 |
593.2 |
588.5 |
591.5 |
+3.0 |
2,326 |
36,795 |
+592 |
Nov11 |
110329 |
567.2 |
573.2 |
566.3 |
570.0 |
+4.1 |
759 |
64,908 |
+168 |
Jan12 |
110329 |
572.0 |
577.9 |
572.0 |
575.2 |
+4.3 |
92 |
4,053 |
+71 |
Mar12 |
110329 |
580.0 |
580.0 |
576.1 |
577.0 |
+3.9 |
8 |
937 |
+6 |
Total Volume and Open Interest |
10,399 |
182,242 |
+677 |
Corn(CBOT) |
May11 |
110329 |
671.00 |
677.00 |
661.25 |
671.75 |
+0.75 |
204,084 |
575,186 |
-5,698 |
Jul11 |
110329 |
678.50 |
683.75 |
668.50 |
678.75 |
+0.75 |
103,615 |
380,122 |
+1,065 |
Sep11 |
110329 |
630.00 |
636.75 |
623.00 |
632.50 |
+1.25 |
17,920 |
89,526 |
+1,186 |
Dec11 |
110329 |
596.00 |
604.25 |
592.75 |
600.25 |
+3.25 |
54,771 |
389,454 |
+2,190 |
Mar12 |
110329 |
605.00 |
612.00 |
602.00 |
609.50 |
+4.25 |
1,885 |
59,925 |
+373 |
May12 |
110329 |
611.00 |
618.75 |
608.00 |
617.00 |
+5.00 |
364 |
8,073 |
+78 |
Total Volume and Open Interest |
384,271 |
1,566,990 |
-251 |
Wheat(CBOT) |
May11 |
110329 |
723.75 |
742.00 |
721.25 |
737.25 |
+12.00 |
45,619 |
183,173 |
-2,581 |
Jul11 |
110329 |
761.00 |
777.00 |
757.00 |
772.75 |
+11.75 |
20,734 |
133,069 |
+2,584 |
Sep11 |
110329 |
796.00 |
814.00 |
796.00 |
810.25 |
+11.50 |
5,246 |
43,424 |
+855 |
Dec11 |
110329 |
823.75 |
841.00 |
822.75 |
836.00 |
+10.50 |
8,341 |
86,868 |
+1,655 |
Mar12 |
110329 |
842.50 |
859.50 |
842.50 |
856.75 |
+11.50 |
351 |
8,568 |
+121 |
Total Volume and Open Interest |
81,110 |
478,054 |
+2,679 |
Wheat(KCBT) |
May11 |
110329 |
847.50 |
869.00 |
845.00 |
867.00 |
+18.50 |
9,950 |
68,793 |
-847 |
Jul11 |
110329 |
858.75 |
879.50 |
856.25 |
877.50 |
+18.25 |
4,873 |
67,727 |
+1,323 |
Sep11 |
110329 |
871.00 |
893.75 |
871.00 |
891.75 |
+19.25 |
758 |
18,397 |
+153 |
Dec11 |
110329 |
892.25 |
911.75 |
892.25 |
910.50 |
+18.50 |
775 |
20,552 |
+40 |
Mar12 |
110329 |
908.25 |
918.50 |
903.50 |
918.50 |
+18.00 |
83 |
2,057 |
-17 |
Total Volume and Open Interest |
16,513 |
182,087 |
+721 |
Wheat(MGE) |
May11 |
110329 |
872.50 |
894.00 |
872.50 |
888.25 |
+13.25 |
2,298 |
17,174 |
+27 |
Jul11 |
110329 |
883.00 |
902.75 |
883.00 |
898.50 |
+15.00 |
1,230 |
14,092 |
+138 |
Sep11 |
110329 |
891.25 |
908.75 |
891.25 |
904.50 |
+15.00 |
616 |
13,449 |
+0 |
Dec11 |
110329 |
900.00 |
918.75 |
900.00 |
914.50 |
+13.75 |
251 |
10,836 |
-87 |
Mar12 |
110329 |
906.25 |
925.50 |
906.25 |
922.25 |
+11.00 |
48 |
1,519 |
+18 |
Total Volume and Open Interest |
4,465 |
58,523 |
+110 |
Oats(CBOT) |
May11 |
110329 |
349.50 |
351.00 |
344.25 |
351.00 |
+2.00 |
576 |
6,803 |
+19 |
Jul11 |
110329 |
358.00 |
359.50 |
353.75 |
359.50 |
+2.00 |
186 |
4,146 |
+36 |
Sep11 |
110329 |
363.25 |
367.75 |
363.25 |
367.75 |
+2.00 |
10 |
203 |
+1 |
Dec11 |
110329 |
376.00 |
378.25 |
373.50 |
378.25 |
+2.00 |
234 |
2,333 |
-128 |
Total Volume and Open Interest |
1,006 |
13,486 |
-72 |
Rough Rice(CBOT) |
May11 |
110329 |
13.86 |
13.95 |
13.61 |
13.85 |
-0.04 |
1,099 |
13,853 |
-458 |
Jul11 |
110329 |
14.16 |
14.25 |
13.91 |
14.16 |
-0.03 |
706 |
5,828 |
+152 |
Sep11 |
110329 |
14.78 |
14.93 |
14.60 |
14.93 |
+0.10 |
145 |
3,479 |
+41 |
Nov11 |
110329 |
14.99 |
15.22 |
14.92 |
15.22 |
+0.10 |
55 |
849 |
+11 |
Total Volume and Open Interest |
2,011 |
24,364 |
-254 |
Live Cattle(CME) |
Apr11 |
110329 |
117.850 |
120.000 |
117.600 |
118.385 |
+0.435 |
14,511 |
49,977 |
-1,319 |
Jun11 |
110329 |
117.080 |
119.430 |
116.885 |
117.900 |
+0.920 |
32,975 |
166,278 |
+2,619 |
Aug11 |
110329 |
118.300 |
120.250 |
118.150 |
119.200 |
+0.800 |
12,387 |
72,240 |
+4,050 |
Oct11 |
110329 |
121.500 |
123.180 |
121.430 |
122.135 |
+0.535 |
10,263 |
43,150 |
+1,900 |
Dec11 |
110329 |
122.080 |
123.500 |
121.885 |
122.635 |
+0.335 |
5,931 |
31,225 |
+2,332 |
Feb12 |
110329 |
121.700 |
122.850 |
121.700 |
122.400 |
+0.350 |
1,263 |
8,208 |
+557 |
Total Volume and Open Interest |
77,831 |
374,115 |
+10,499 |
Feeder Cattle(CME) |
Mar11 |
110329 |
132.250 |
133.350 |
132.250 |
132.700 |
+0.400 |
893 |
2,139 |
-93 |
Apr11 |
110329 |
134.935 |
136.485 |
134.650 |
135.700 |
+0.800 |
1,206 |
4,551 |
-21 |
May11 |
110329 |
136.880 |
138.380 |
136.500 |
137.575 |
+0.390 |
2,027 |
14,090 |
+228 |
Aug11 |
110329 |
138.485 |
140.000 |
138.150 |
139.325 |
+0.425 |
1,495 |
16,023 |
+499 |
Sep11 |
110329 |
137.880 |
139.500 |
137.880 |
138.900 |
+0.800 |
220 |
2,869 |
+88 |
Oct11 |
110329 |
137.380 |
138.750 |
137.250 |
138.300 |
+0.900 |
157 |
1,637 |
+65 |
Nov11 |
110329 |
136.750 |
138.200 |
136.750 |
138.200 |
+0.800 |
99 |
851 |
+62 |
Total Volume and Open Interest |
6,115 |
42,309 |
+836 |
Lean Hogs(CME) |
Apr11 |
110329 |
92.600 |
93.900 |
92.600 |
93.600 |
+1.000 |
8,905 |
19,400 |
-619 |
May11 |
110329 |
101.800 |
102.500 |
101.550 |
102.400 |
+0.515 |
990 |
4,220 |
+400 |
Jun11 |
110329 |
103.285 |
104.150 |
103.200 |
103.480 |
+0.230 |
16,868 |
91,611 |
+3,327 |
Jul11 |
110329 |
102.500 |
103.535 |
102.500 |
103.230 |
+0.650 |
4,392 |
28,943 |
+328 |
Aug11 |
110329 |
102.100 |
103.100 |
102.080 |
102.800 |
+0.665 |
5,373 |
31,981 |
+679 |
Oct11 |
110329 |
91.450 |
92.000 |
91.300 |
91.700 |
+0.050 |
3,519 |
25,205 |
+759 |
Dec11 |
110329 |
87.250 |
87.850 |
87.050 |
87.500 |
+0.350 |
3,034 |
17,420 |
+1,469 |
Feb12 |
110329 |
87.500 |
88.000 |
87.450 |
87.800 |
+0.350 |
500 |
3,864 |
+269 |
Total Volume and Open Interest |
44,079 |
225,950 |
+7,000 |
Class III Milk(CME) |
Mar11 |
110329 |
19.43 |
19.47 |
19.41 |
19.46 |
+0.02 |
146 |
7,112 |
+43 |
Apr11 |
110329 |
17.00 |
17.10 |
16.54 |
16.76 |
-0.28 |
301 |
5,672 |
-113 |
May11 |
110329 |
17.44 |
17.45 |
16.75 |
16.84 |
-0.60 |
417 |
5,076 |
+35 |
Jun11 |
110329 |
17.25 |
17.29 |
16.75 |
16.86 |
-0.43 |
280 |
4,208 |
+74 |
Jul11 |
110329 |
17.55 |
17.65 |
17.24 |
17.37 |
-0.28 |
81 |
3,060 |
+4 |
Total Volume and Open Interest |
1,530 |
39,796 |
+195 |
Cocoa(ICE) |
May11 |
110329 |
3241 |
3248 |
3030 |
3057 |
-191 |
7,793 |
62,021 |
-268 |
Jul11 |
110329 |
3265 |
3265 |
3035 |
3062 |
-189 |
3,006 |
33,407 |
+894 |
Sep11 |
110329 |
3250 |
3250 |
3054 |
3072 |
-183 |
980 |
15,609 |
+276 |
Dec11 |
110329 |
3270 |
3270 |
3065 |
3084 |
-167 |
357 |
17,490 |
+414 |
Mar12 |
110329 |
3241 |
3255 |
3103 |
3126 |
-152 |
14 |
23,203 |
+9 |
May12 |
110329 |
3144 |
3144 |
3114 |
3117 |
-164 |
0 |
5,113 |
+0 |
Jul12 |
110329 |
3117 |
3117 |
3117 |
3117 |
-167 |
0 |
547 |
+0 |
Total Volume and Open Interest |
12,164 |
161,643 |
+1,326 |
Coffee "C"(ICE) |
May11 |
110329 |
263.95 |
264.00 |
257.80 |
261.45 |
-2.50 |
7,507 |
64,446 |
-708 |
Jul11 |
110329 |
266.45 |
266.45 |
260.30 |
264.05 |
-2.40 |
2,426 |
25,753 |
+295 |
Sep11 |
110329 |
268.40 |
268.40 |
262.50 |
266.30 |
-2.35 |
1,128 |
10,917 |
+48 |
Dec11 |
110329 |
268.00 |
269.05 |
264.60 |
268.30 |
-2.10 |
605 |
14,626 |
+85 |
Mar12 |
110329 |
268.75 |
270.00 |
267.90 |
269.45 |
-1.95 |
302 |
2,706 |
+92 |
May12 |
110329 |
268.30 |
270.75 |
268.30 |
270.75 |
-1.10 |
148 |
633 |
+85 |
Total Volume and Open Interest |
12,163 |
119,930 |
-83 |
Orange Juice(ICE) |
May11 |
110329 |
162.60 |
162.60 |
160.40 |
161.65 |
-0.85 |
979 |
17,553 |
-559 |
Jul11 |
110329 |
159.70 |
159.80 |
157.75 |
159.05 |
-0.55 |
486 |
5,324 |
+501 |
Sep11 |
110329 |
157.85 |
157.85 |
156.40 |
157.15 |
-0.70 |
31 |
1,181 |
+38 |
Nov11 |
110329 |
154.45 |
154.45 |
153.75 |
153.75 |
-0.70 |
0 |
760 |
+0 |
Jan12 |
110329 |
153.70 |
153.70 |
153.00 |
153.00 |
-0.70 |
0 |
112 |
+0 |
Mar12 |
110329 |
152.95 |
152.95 |
152.95 |
152.95 |
-0.65 |
0 |
40 |
+0 |
Total Volume and Open Interest |
1,496 |
24,977 |
-20 |
Sugar #11(ICE) |
May11 |
110329 |
27.15 |
27.68 |
26.82 |
27.02 |
-0.03 |
32,129 |
212,132 |
-3,153 |
Jul11 |
110329 |
25.17 |
25.52 |
24.70 |
24.93 |
-0.03 |
16,689 |
181,695 |
+687 |
Oct11 |
110329 |
24.20 |
24.38 |
23.66 |
23.89 |
-0.01 |
6,346 |
82,848 |
+251 |
Mar12 |
110329 |
23.32 |
23.90 |
23.21 |
23.44 |
unch |
3,069 |
57,727 |
-410 |
May12 |
110329 |
22.87 |
23.20 |
22.61 |
22.85 |
+0.03 |
687 |
16,775 |
+164 |
Total Volume and Open Interest |
60,886 |
597,066 |
-1,786 |
London Cocoa(LCE) |
May11 |
110329 |
2110 |
2114 |
1994 |
1997 |
-127 |
4,118 |
51,861 |
-587 |
Jul11 |
110329 |
2099 |
2103 |
1987 |
1994 |
-119 |
3,148 |
42,376 |
+1,001 |
Sep11 |
110329 |
2096 |
2101 |
1995 |
2005 |
-106 |
582 |
25,311 |
+220 |
Dec11 |
110329 |
2093 |
2100 |
2004 |
2011 |
-98 |
1,194 |
33,976 |
+650 |
Mar12 |
110329 |
2100 |
2104 |
2015 |
2023 |
-92 |
204 |
26,541 |
+33 |
May12 |
110329 |
2100 |
2100 |
2022 |
2029 |
-89 |
26 |
6,109 |
+8 |
Jul12 |
110329 |
2079 |
2079 |
2034 |
2034 |
-85 |
1 |
2,709 |
+1 |
Total Volume and Open Interest |
9,273 |
196,233 |
+1,326 |
London Sugar(LCE) |
May11 |
110329 |
699.80 |
710.00 |
693.70 |
702.50 |
+0.90 |
2,581 |
23,555 |
+273 |
Aug11 |
110329 |
664.00 |
671.10 |
656.70 |
663.70 |
-0.80 |
1,033 |
20,968 |
-41 |
Oct11 |
110329 |
639.30 |
649.50 |
633.20 |
643.80 |
+2.90 |
168 |
4,350 |
-15 |
Dec11 |
110329 |
625.00 |
632.00 |
624.10 |
627.50 |
+4.30 |
28 |
1,560 |
+8 |
Mar12 |
110329 |
615.30 |
621.00 |
615.30 |
618.20 |
+2.60 |
1 |
1,383 |
+0 |
Total Volume and Open Interest |
3,849 |
52,735 |
+252 |
Cotton(ICE) |
May11 |
110329 |
196.53 |
201.00 |
194.10 |
194.88 |
-2.61 |
9,619 |
72,442 |
+88 |
Jul11 |
110329 |
188.62 |
193.50 |
186.70 |
187.79 |
-2.32 |
4,778 |
42,975 |
+961 |
Oct11 |
110329 |
150.25 |
150.98 |
149.22 |
149.93 |
-0.07 |
5 |
417 |
-1 |
Dec11 |
110329 |
124.00 |
125.45 |
123.13 |
124.97 |
+0.52 |
1,979 |
55,731 |
+1,846 |
Mar12 |
110329 |
117.75 |
118.43 |
116.61 |
118.43 |
+0.69 |
286 |
4,923 |
+117 |
May12 |
110329 |
111.56 |
112.80 |
111.56 |
112.80 |
+0.49 |
44 |
1,333 |
+31 |
Total Volume and Open Interest |
16,774 |
181,017 |
+3,084 |
Lumber(CME) |
May11 |
110329 |
313.5 |
313.9 |
305.5 |
305.6 |
-9.9 |
438 |
6,088 |
-25 |
Jul11 |
110329 |
330.2 |
331.9 |
323.5 |
324.7 |
-6.6 |
169 |
2,986 |
+62 |
Sep11 |
110329 |
335.1 |
335.1 |
329.1 |
332.5 |
-5.5 |
157 |
704 |
+111 |
Nov11 |
110329 |
324.0 |
324.0 |
321.0 |
321.0 |
-9.0 |
23 |
107 |
+23 |
Total Volume and Open Interest |
787 |
9,886 |
+171 |
Crude Oil(NYM) |
May11 |
110329 |
103.94 |
105.00 |
102.70 |
104.79 |
+0.81 |
235,658 |
355,480 |
-6,839 |
Jun11 |
110329 |
104.50 |
105.50 |
103.22 |
105.32 |
+0.76 |
65,355 |
158,311 |
+887 |
Jul11 |
110329 |
104.96 |
105.95 |
103.74 |
105.79 |
+0.73 |
31,737 |
101,593 |
+855 |
Aug11 |
110329 |
105.07 |
106.11 |
104.02 |
106.07 |
+0.70 |
10,139 |
44,436 |
+305 |
Sep11 |
110329 |
105.30 |
106.40 |
104.60 |
106.27 |
+0.67 |
11,131 |
63,328 |
-1,487 |
Oct11 |
110329 |
105.49 |
106.53 |
104.75 |
106.40 |
+0.64 |
7,170 |
32,785 |
-856 |
Nov11 |
110329 |
105.60 |
106.48 |
104.55 |
106.48 |
+0.61 |
6,133 |
35,315 |
-157 |
Dec11 |
110329 |
105.61 |
106.64 |
104.54 |
106.50 |
+0.57 |
32,612 |
181,756 |
+858 |
Jan12 |
110329 |
105.01 |
106.37 |
105.01 |
106.37 |
+0.57 |
5,616 |
36,145 |
+1,098 |
Feb12 |
110329 |
105.23 |
106.18 |
105.21 |
106.18 |
+0.58 |
2,171 |
16,449 |
+284 |
Mar12 |
110329 |
105.11 |
105.97 |
105.11 |
105.97 |
+0.60 |
2,110 |
25,278 |
+291 |
Apr12 |
110329 |
104.41 |
105.79 |
104.41 |
105.70 |
+0.61 |
699 |
9,719 |
+107 |
May12 |
110329 |
105.41 |
105.41 |
105.41 |
105.41 |
+0.63 |
686 |
10,889 |
+61 |
Jun12 |
110329 |
104.00 |
105.14 |
103.50 |
105.14 |
+0.64 |
4,873 |
59,845 |
+1,217 |
Jul12 |
110329 |
104.80 |
104.80 |
104.80 |
104.80 |
+0.63 |
333 |
13,026 |
+55 |
Aug12 |
110329 |
104.46 |
104.46 |
104.46 |
104.46 |
+0.62 |
159 |
7,721 |
+58 |
Total Volume and Open Interest |
433,173 |
1,517,203 |
-1,195 |
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 |
110329 |
103.975 |
105.000 |
102.700 |
104.800 |
+1.700 |
5,724 |
1,933 |
+398 |
Jun11 |
110329 |
104.475 |
105.475 |
103.250 |
105.325 |
+0.775 |
335 |
479 |
-5 |
Jul11 |
110329 |
104.850 |
105.800 |
103.800 |
105.800 |
+0.750 |
48 |
190 |
+2 |
Aug11 |
110329 |
104.475 |
106.075 |
104.175 |
106.075 |
+0.700 |
0 |
26 |
+0 |
Sep11 |
110329 |
106.275 |
106.275 |
106.275 |
106.275 |
+0.675 |
0 |
12 |
+0 |
Oct11 |
110329 |
106.400 |
106.400 |
106.400 |
106.400 |
+0.650 |
0 |
46 |
+0 |
Nov11 |
110329 |
106.475 |
106.475 |
106.475 |
106.475 |
+0.600 |
0 |
11 |
+0 |
Dec11 |
110329 |
106.500 |
106.500 |
106.500 |
106.500 |
+0.575 |
5 |
226 |
-1 |
Total Volume and Open Interest |
7,874 |
3,805 |
+97 |
Heating Oil(NYM) |
Apr11 |
110329 |
302.25 |
305.21 |
300.36 |
304.15 |
+1.66 |
19,756 |
21,774 |
-3,882 |
May11 |
110329 |
303.90 |
306.88 |
301.83 |
305.73 |
+1.61 |
40,088 |
92,845 |
+2,066 |
Jun11 |
110329 |
304.98 |
308.09 |
303.07 |
306.98 |
+1.55 |
17,622 |
55,711 |
+1,586 |
Jul11 |
110329 |
306.27 |
309.13 |
304.76 |
308.26 |
+1.51 |
7,860 |
28,317 |
+903 |
Aug11 |
110329 |
307.00 |
310.55 |
306.50 |
309.59 |
+1.51 |
3,508 |
18,738 |
+498 |
Sep11 |
110329 |
308.52 |
311.99 |
308.41 |
311.09 |
+1.52 |
2,456 |
15,629 |
+142 |
Oct11 |
110329 |
310.42 |
313.12 |
309.00 |
312.62 |
+1.56 |
1,517 |
7,759 |
+207 |
Nov11 |
110329 |
311.48 |
314.86 |
310.71 |
314.10 |
+1.50 |
1,082 |
7,768 |
+171 |
Dec11 |
110329 |
313.59 |
316.40 |
312.15 |
315.51 |
+1.44 |
2,884 |
27,647 |
+803 |
Jan12 |
110329 |
314.00 |
316.87 |
314.00 |
316.87 |
+1.45 |
281 |
7,507 |
+24 |
Feb12 |
110329 |
317.16 |
317.16 |
317.16 |
317.16 |
+1.47 |
37 |
3,581 |
+16 |
Mar12 |
110329 |
313.24 |
316.01 |
313.24 |
316.01 |
+1.47 |
17 |
1,725 |
+8 |
Total Volume and Open Interest |
97,613 |
302,312 |
+2,647 |
Gasoline(NYMEX) |
Apr11 |
110329 |
302.80 |
305.48 |
301.07 |
304.58 |
+1.84 |
18,545 |
27,211 |
-3,850 |
May11 |
110329 |
302.92 |
305.39 |
300.71 |
304.36 |
+1.60 |
35,395 |
100,913 |
+1,529 |
Jun11 |
110329 |
301.49 |
304.03 |
299.54 |
303.10 |
+1.52 |
14,880 |
44,349 |
+470 |
Jul11 |
110329 |
300.32 |
302.16 |
298.00 |
301.49 |
+1.56 |
7,845 |
22,537 |
-201 |
Aug11 |
110329 |
296.64 |
299.80 |
296.36 |
299.19 |
+1.59 |
3,289 |
12,249 |
-226 |
Sep11 |
110329 |
293.62 |
296.69 |
292.03 |
296.19 |
+1.66 |
4,491 |
16,102 |
+1,068 |
Oct11 |
110329 |
278.74 |
282.80 |
278.74 |
282.52 |
+1.76 |
2,543 |
13,270 |
+871 |
Nov11 |
110329 |
278.01 |
279.26 |
278.01 |
279.26 |
+1.74 |
940 |
4,407 |
+30 |
Dec11 |
110329 |
275.59 |
278.40 |
275.23 |
278.07 |
+1.71 |
1,913 |
23,733 |
+28 |
Jan12 |
110329 |
278.26 |
278.26 |
278.08 |
278.26 |
+1.74 |
350 |
5,623 |
+331 |
Total Volume and Open Interest |
90,601 |
287,088 |
+55 |
e-miNY RBOB Gasoline(NYM) |
Apr11 |
110329 |
304.60 |
304.60 |
304.58 |
304.60 |
+1.90 |
0 |
2 |
+0 |
May11 |
110329 |
304.40 |
304.40 |
304.36 |
304.40 |
+1.60 |
0 |
1 |
+0 |
Jun11 |
110329 |
303.10 |
303.10 |
303.10 |
303.10 |
+1.50 |
0 |
1 |
+0 |
Jul11 |
110329 |
301.50 |
301.50 |
301.49 |
301.50 |
+1.60 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Apr11 |
110329 |
4.333 |
4.369 |
4.195 |
4.240 |
-0.134 |
83,181 |
27,440 |
-5,873 |
May11 |
110329 |
4.413 |
4.453 |
4.256 |
4.263 |
-0.185 |
86,335 |
260,682 |
+2,791 |
Jun11 |
110329 |
4.496 |
4.527 |
4.330 |
4.335 |
-0.185 |
30,554 |
66,170 |
-1,675 |
Jul11 |
110329 |
4.559 |
4.601 |
4.408 |
4.411 |
-0.183 |
27,463 |
93,749 |
+2,035 |
Aug11 |
110329 |
4.600 |
4.631 |
4.443 |
4.445 |
-0.179 |
10,828 |
34,180 |
+164 |
Sep11 |
110329 |
4.639 |
4.639 |
4.446 |
4.452 |
-0.178 |
8,033 |
47,291 |
+492 |
Oct11 |
110329 |
4.644 |
4.689 |
4.500 |
4.503 |
-0.174 |
22,371 |
72,399 |
+1,528 |
Nov11 |
110329 |
4.825 |
4.825 |
4.660 |
4.666 |
-0.165 |
8,436 |
33,178 |
-160 |
Dec11 |
110329 |
5.068 |
5.068 |
4.891 |
4.899 |
-0.159 |
6,331 |
28,924 |
+830 |
Jan12 |
110329 |
5.160 |
5.183 |
5.013 |
5.019 |
-0.154 |
9,780 |
63,090 |
+1,035 |
Feb12 |
110329 |
5.113 |
5.118 |
4.996 |
5.001 |
-0.153 |
693 |
13,741 |
+152 |
Mar12 |
110329 |
5.028 |
5.045 |
4.935 |
4.939 |
-0.144 |
5,318 |
28,775 |
-457 |
Apr12 |
110329 |
4.870 |
4.885 |
4.786 |
4.791 |
-0.128 |
4,209 |
28,325 |
+284 |
May12 |
110329 |
4.919 |
4.940 |
4.813 |
4.813 |
-0.126 |
374 |
6,276 |
-1 |
Jun12 |
110329 |
4.917 |
4.924 |
4.848 |
4.848 |
-0.123 |
66 |
4,486 |
-10 |
Jul12 |
110329 |
4.985 |
4.985 |
4.891 |
4.891 |
-0.120 |
42 |
4,093 |
-5 |
Total Volume and Open Interest |
305,659 |
889,320 |
+1,724 |
Brent Crude Oil(ICE) |
May11 |
110329 |
114.68 |
115.64 |
113.52 |
115.16 |
+0.36 |
114,224 |
183,204 |
-3,845 |
Jun11 |
110329 |
114.46 |
115.44 |
113.32 |
114.96 |
+0.38 |
60,921 |
199,444 |
-4,630 |
Jul11 |
110329 |
114.11 |
115.17 |
113.08 |
114.70 |
+0.38 |
20,726 |
64,557 |
+2,308 |
Aug11 |
110329 |
113.83 |
114.86 |
112.81 |
114.43 |
+0.40 |
6,683 |
27,151 |
-167 |
Sep11 |
110329 |
113.50 |
114.50 |
112.53 |
114.14 |
+0.41 |
4,618 |
35,735 |
+1,148 |
Oct11 |
110329 |
113.34 |
114.16 |
112.31 |
113.89 |
+0.40 |
10,069 |
21,662 |
-1,646 |
Nov11 |
110329 |
113.04 |
113.88 |
112.09 |
113.64 |
+0.39 |
3,930 |
18,920 |
+475 |
Dec11 |
110329 |
112.83 |
113.80 |
111.88 |
113.40 |
+0.37 |
24,365 |
100,526 |
+558 |
Jan12 |
110329 |
112.66 |
113.38 |
111.82 |
113.18 |
+0.37 |
2,763 |
20,516 |
+330 |
Feb12 |
110329 |
112.94 |
112.94 |
112.94 |
112.94 |
+0.37 |
1,774 |
13,857 |
+440 |
Mar12 |
110329 |
112.67 |
112.67 |
112.67 |
112.67 |
+0.37 |
6,009 |
23,295 |
+3,132 |
Apr12 |
110329 |
112.36 |
112.36 |
112.36 |
112.36 |
+0.38 |
287 |
5,874 |
+95 |
May12 |
110329 |
112.00 |
112.00 |
112.00 |
112.00 |
+0.39 |
284 |
4,074 |
+58 |
Jun12 |
110329 |
111.19 |
111.77 |
110.58 |
111.63 |
+0.40 |
8,602 |
35,131 |
+3,950 |
Total Volume and Open Interest |
273,469 |
865,624 |
+1,933 |
Gas Oil(ICE) |
Apr11 |
110329 |
970.50 |
979.00 |
965.00 |
978.25 |
-3.25 |
40,033 |
107,169 |
+2,340 |
May11 |
110329 |
968.50 |
976.75 |
962.75 |
976.25 |
-3.50 |
60,308 |
126,510 |
-235 |
Jun11 |
110329 |
968.00 |
976.25 |
962.25 |
975.75 |
-3.50 |
31,158 |
73,643 |
-825 |
Jul11 |
110329 |
969.50 |
977.75 |
963.75 |
977.50 |
-3.50 |
10,437 |
34,317 |
-191 |
Aug11 |
110329 |
973.25 |
979.75 |
966.00 |
979.75 |
-3.25 |
6,859 |
25,581 |
+127 |
Sep11 |
110329 |
973.50 |
982.00 |
968.00 |
981.50 |
-3.50 |
8,407 |
37,026 |
-483 |
Oct11 |
110329 |
974.25 |
982.50 |
968.75 |
982.25 |
-3.75 |
1,881 |
25,999 |
-512 |
Nov11 |
110329 |
974.00 |
982.25 |
969.25 |
982.00 |
-3.50 |
1,269 |
18,823 |
-209 |
Dec11 |
110329 |
971.50 |
982.50 |
969.00 |
982.25 |
-3.50 |
11,581 |
56,792 |
+2,228 |
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 |
110329 |
2.489 |
2.498 |
2.462 |
2.492 |
+0.007 |
140 |
525 |
-62 |
May11 |
110329 |
2.468 |
2.472 |
2.445 |
2.467 |
+0.005 |
126 |
883 |
+26 |
Jun11 |
110329 |
2.460 |
2.470 |
2.444 |
2.463 |
+0.001 |
101 |
1,091 |
-38 |
Jul11 |
110329 |
2.465 |
2.469 |
2.450 |
2.460 |
-0.004 |
196 |
1,360 |
-25 |
Aug11 |
110329 |
2.443 |
2.445 |
2.435 |
2.442 |
+0.007 |
12 |
695 |
+4 |
Sep11 |
110329 |
2.374 |
2.389 |
2.374 |
2.382 |
+0.010 |
41 |
1,065 |
+13 |
Oct11 |
110329 |
2.310 |
2.312 |
2.290 |
2.308 |
+0.019 |
5 |
685 |
+5 |
Total Volume and Open Interest |
648 |
7,993 |
-77 |
WTI Crude Oil(ICE |
May11 |
110329 |
103.80 |
105.00 |
102.69 |
104.79 |
+0.81 |
50,815 |
85,016 |
-3,629 |
Jun11 |
110329 |
104.41 |
105.50 |
103.24 |
105.32 |
+0.76 |
23,973 |
83,638 |
+95 |
Jul11 |
110329 |
104.91 |
105.87 |
103.74 |
105.79 |
+0.73 |
9,295 |
41,006 |
+1,045 |
Aug11 |
110329 |
104.75 |
106.13 |
104.03 |
106.07 |
+0.70 |
3,712 |
19,534 |
-295 |
Sep11 |
110329 |
104.99 |
106.33 |
104.25 |
106.27 |
+0.67 |
2,633 |
28,087 |
+101 |
Oct11 |
110329 |
105.15 |
106.40 |
104.40 |
106.40 |
+0.64 |
8,403 |
20,063 |
-933 |
Nov11 |
110329 |
105.28 |
106.48 |
104.51 |
106.48 |
+0.61 |
2,985 |
14,324 |
-870 |
Dec11 |
110329 |
105.68 |
106.66 |
104.59 |
106.50 |
+0.57 |
17,554 |
94,707 |
+1,717 |
Jan12 |
110329 |
105.51 |
106.40 |
105.37 |
106.37 |
+0.57 |
2,207 |
11,104 |
+101 |
Feb12 |
110329 |
106.18 |
106.18 |
106.18 |
106.18 |
+0.58 |
337 |
2,476 |
+11 |
Mar12 |
110329 |
105.97 |
105.97 |
105.97 |
105.97 |
+0.60 |
5,199 |
9,167 |
+2,867 |
Apr12 |
110329 |
105.70 |
105.70 |
105.70 |
105.70 |
+0.61 |
189 |
2,967 |
+6 |
May12 |
110329 |
105.41 |
105.41 |
105.41 |
105.41 |
+0.63 |
242 |
1,425 |
-4 |
Jun12 |
110329 |
103.90 |
105.14 |
103.44 |
105.14 |
+0.64 |
6,944 |
28,277 |
+4,779 |
Jul12 |
110329 |
104.80 |
104.80 |
104.80 |
104.80 |
+0.63 |
31 |
632 |
+4 |
Aug12 |
110329 |
104.46 |
104.46 |
104.46 |
104.46 |
+0.62 |
28 |
331 |
+2 |
Total Volume and Open Interest |
139,113 |
533,588 |
+4,797 |
US Dollar Index(ICE) |
Jun11 |
110329 |
76.490 |
76.700 |
76.170 |
76.503 |
+0.128 |
28,296 |
51,127 |
-2,142 |
Sep11 |
110329 |
76.670 |
77.005 |
76.670 |
76.942 |
+0.127 |
13 |
518 |
+0 |
Dec11 |
110329 |
77.302 |
77.302 |
77.302 |
77.302 |
+0.127 |
0 |
1 |
+0 |
Total Volume and Open Interest |
28,309 |
51,646 |
-2,142 |
Australian Dollar(CME) |
Jun11 |
110329 |
101.49 |
102.00 |
101.09 |
101.94 |
+0.17 |
91,393 |
129,979 |
+5,336 |
Sep11 |
110329 |
100.39 |
100.84 |
100.39 |
100.72 |
+0.17 |
32 |
387 |
+11 |
Dec11 |
110329 |
99.62 |
99.62 |
99.44 |
99.62 |
+0.18 |
0 |
53 |
+0 |
Total Volume and Open Interest |
91,425 |
130,419 |
+5,347 |
British Pound(CME) |
Jun11 |
110329 |
159.73 |
160.27 |
159.27 |
159.75 |
-0.11 |
108,863 |
108,801 |
-795 |
Sep11 |
110329 |
159.10 |
159.60 |
159.10 |
159.50 |
-0.10 |
12 |
169 |
+7 |
Dec11 |
110329 |
159.23 |
159.33 |
159.23 |
159.23 |
-0.10 |
2 |
37 |
-1 |
Total Volume and Open Interest |
108,877 |
109,009 |
-789 |
Canadian Dollar(CME) |
Jun11 |
110329 |
102.02 |
102.52 |
102.02 |
102.37 |
+0.08 |
68,370 |
111,629 |
-2,850 |
Sep11 |
110329 |
101.98 |
102.13 |
101.98 |
102.12 |
+0.08 |
102 |
2,242 |
+27 |
Dec11 |
110329 |
101.79 |
101.93 |
101.79 |
101.87 |
+0.08 |
38 |
2,230 |
+10 |
Mar12 |
110329 |
101.55 |
101.55 |
101.47 |
101.55 |
+0.08 |
0 |
175 |
+0 |
Total Volume and Open Interest |
68,510 |
116,294 |
-2,828 |
Japanese Yen(CME) |
Jun11 |
110329 |
122.45 |
122.70 |
121.28 |
121.35 |
-1.16 |
87,929 |
111,195 |
+523 |
Sep11 |
110329 |
122.66 |
122.71 |
121.44 |
121.48 |
-1.16 |
15 |
530 |
+1 |
Dec11 |
110329 |
122.10 |
122.82 |
121.66 |
121.66 |
-1.16 |
0 |
57 |
+0 |
Total Volume and Open Interest |
87,944 |
111,789 |
+524 |
Swiss Franc(CME) |
Jun11 |
110329 |
109.11 |
109.48 |
108.45 |
108.54 |
-0.59 |
43,132 |
57,706 |
+80 |
Sep11 |
110329 |
108.74 |
109.22 |
108.60 |
108.62 |
-0.60 |
7 |
56 |
+1 |
Dec11 |
110329 |
108.69 |
109.30 |
108.69 |
108.69 |
-0.61 |
1 |
12 |
+1 |
Total Volume and Open Interest |
43,140 |
57,775 |
+82 |
EuroFX(CME) |
Jun11 |
110329 |
140.65 |
141.30 |
140.26 |
140.68 |
-0.10 |
236,849 |
208,318 |
-536 |
Sep11 |
110329 |
140.20 |
140.89 |
139.99 |
140.34 |
-0.11 |
256 |
1,481 |
+42 |
Dec11 |
110329 |
139.98 |
140.08 |
139.98 |
139.98 |
-0.10 |
2 |
70 |
+0 |
Total Volume and Open Interest |
237,107 |
210,159 |
-494 |
Mexican Peso(CME) |
Apr11 |
110329 |
836.2 |
836.2 |
836.0 |
836.2 |
+0.2 |
|
|
|
May11 |
110329 |
832.8 |
832.8 |
832.5 |
832.8 |
+0.2 |
|
|
|
Total Volume and Open Interest |
21,505 |
127,667 |
+356 |
30-Year T-Bonds(CBOT) |
Jun11 |
110329 |
120~060 |
120~140 |
119~240 |
119~240 |
-0~210 |
|
|
|
Sep11 |
110329 |
119~020 |
119~060 |
118~080 |
118~080 |
-0~220 |
32 |
20 |
+5 |
Dec11 |
110329 |
116~250 |
117~150 |
116~250 |
116~250 |
-0~220 |
|
|
|
Total Volume and Open Interest |
247,813 |
590,742 |
-545 |
10-Year T-Notes(CBOT) |
Jun11 |
110329 |
119~060 |
119~100 |
118~215 |
118~245 |
-0~100 |
1,102,318 |
1,600,246 |
+25,891 |
Sep11 |
110329 |
117~070 |
117~190 |
117~060 |
117~090 |
-0~100 |
13 |
43 |
-1 |
Dec11 |
110329 |
116~090 |
116~190 |
116~090 |
116~090 |
-0~100 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,102,331 |
1,600,293 |
+25,890 |
5-Year T-Notes(CBOT) |
Jun11 |
110329 |
116~110 |
116~121 |
116~068 |
116~079 |
-0~019 |
682,825 |
1,280,584 |
+28,936 |
Sep11 |
110329 |
115~095 |
115~114 |
115~095 |
115~095 |
-0~019 |
|
|
|
Dec11 |
110329 |
114~119 |
115~010 |
114~119 |
114~119 |
-0~019 |
|
|
|
Total Volume and Open Interest |
684,045 |
1,286,990 |
+28,996 |
2 Year T-Notes(CBOT) |
Jun11 |
110329 |
109~008 |
109~014 |
108~124 |
108~126 |
-0~006 |
303,782 |
921,552 |
+13,320 |
Sep11 |
110329 |
108~092 |
108~098 |
108~092 |
108~092 |
-0~006 |
|
|
|
Dec11 |
110329 |
108~058 |
108~064 |
108~058 |
108~058 |
-0~006 |
|
|
|
Total Volume and Open Interest |
304,343 |
927,435 |
+13,185 |
Eurodollars(CME) |
Jun11 |
110329 |
99.615 |
99.625 |
99.610 |
99.615 |
unch |
187,154 |
1,108,662 |
+639 |
Sep11 |
110329 |
99.500 |
99.510 |
99.490 |
99.495 |
unch |
225,243 |
1,298,882 |
-5,004 |
Dec11 |
110329 |
99.345 |
99.365 |
99.320 |
99.330 |
-0.005 |
273,028 |
1,400,055 |
-14,908 |
Mar12 |
110329 |
99.105 |
99.125 |
99.055 |
99.065 |
-0.025 |
318,020 |
1,334,156 |
+4,961 |
Jun12 |
110329 |
98.775 |
98.800 |
98.705 |
98.715 |
-0.045 |
408,255 |
979,147 |
-16,199 |
Sep12 |
110329 |
98.415 |
98.440 |
98.330 |
98.340 |
-0.060 |
300,000 |
624,721 |
-5,744 |
Dec12 |
110329 |
98.080 |
98.100 |
97.980 |
97.990 |
-0.070 |
241,446 |
481,377 |
+4,026 |
Mar13 |
110329 |
97.795 |
97.810 |
97.695 |
97.705 |
-0.070 |
220,453 |
296,301 |
-2,647 |
Jun13 |
110329 |
97.520 |
97.540 |
97.430 |
97.440 |
-0.065 |
123,764 |
212,106 |
+2,215 |
Sep13 |
110329 |
97.270 |
97.290 |
97.175 |
97.195 |
-0.060 |
96,900 |
211,406 |
+812 |
Dec13 |
110329 |
97.040 |
97.045 |
96.940 |
96.955 |
-0.055 |
71,274 |
182,018 |
+28 |
Mar14 |
110329 |
96.825 |
96.830 |
96.730 |
96.740 |
-0.055 |
73,365 |
158,350 |
+3,027 |
Jun14 |
110329 |
96.605 |
96.615 |
96.510 |
96.525 |
-0.050 |
24,178 |
109,437 |
+2,685 |
Sep14 |
110329 |
96.385 |
96.405 |
96.305 |
96.320 |
-0.045 |
31,458 |
62,632 |
+2,014 |
Dec14 |
110329 |
96.185 |
96.195 |
96.095 |
96.110 |
-0.040 |
29,597 |
76,447 |
+563 |
Mar15 |
110329 |
96.010 |
96.020 |
95.925 |
95.935 |
-0.040 |
24,726 |
57,386 |
+1,673 |
Jun15 |
110329 |
4.090 |
4.100 |
4.005 |
4.020 |
-0.035 |
12,494 |
37,426 |
+4,060 |
Sep15 |
110329 |
3.935 |
3.950 |
3.855 |
3.870 |
-0.030 |
11,027 |
37,929 |
-714 |
Total Volume and Open Interest |
2,695,214 |
8,877,598 |
-17,338 |
30 Day Federal Funds(CBOT) |
Mar11 |
110329 |
99.863 |
99.863 |
99.860 |
99.860 |
unch |
4,235 |
81,462 |
-2,576 |
Apr11 |
110329 |
99.870 |
99.875 |
99.865 |
99.870 |
+0.005 |
7,568 |
73,562 |
+2,124 |
May11 |
110329 |
99.870 |
99.870 |
99.865 |
99.865 |
unch |
8,131 |
72,826 |
+1,111 |
Jun11 |
110329 |
99.860 |
99.860 |
99.855 |
99.855 |
unch |
4,335 |
45,662 |
+732 |
Jul11 |
110329 |
99.840 |
99.845 |
99.840 |
99.840 |
-0.005 |
5,677 |
49,763 |
+885 |
Aug11 |
110329 |
99.810 |
99.815 |
99.810 |
99.815 |
unch |
5,036 |
38,742 |
+550 |
Total Volume and Open Interest |
84,082 |
672,461 |
+538 |
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 |
110329 |
99.668 |
99.668 |
99.668 |
99.668 |
+0.003 |
0 |
150 |
+0 |
Sep11 |
110329 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.003 |
|
|
|
Dec11 |
110329 |
99.658 |
99.658 |
99.658 |
99.658 |
+0.003 |
0 |
75 |
+0 |
Mar12 |
110329 |
99.643 |
99.643 |
99.643 |
99.643 |
+0.003 |
|
|
|
Jun12 |
110329 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
110329 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Dec12 |
110329 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Mar13 |
110329 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Jun13 |
110329 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Sep13 |
110329 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
225 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110329 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
250 |
3,073 |
+0 |
Sep11 |
110329 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
1,221 |
-152 |
Dec11 |
110329 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.00 |
0 |
1,941 |
+0 |
Mar12 |
110329 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
500 |
2,537 |
+105 |
Jun12 |
110329 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
300 |
1,254 |
+0 |
Sep12 |
110329 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
411 |
+0 |
Dec12 |
110329 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
24 |
+0 |
Mar13 |
110329 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,050 |
10,462 |
-47 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110329 |
139.58 |
139.96 |
139.55 |
139.75 |
+0.23 |
1,294 |
13,126 |
+94 |
Sep11 |
110329 |
138.85 |
138.85 |
138.85 |
138.85 |
+0.23 |
0 |
1 |
+0 |
Dec11 |
110329 |
136.76 |
136.76 |
136.76 |
136.76 |
+0.23 |
|
|
|
Total Volume and Open Interest |
1,294 |
13,127 |
+94 |
Euro-Bund(EUREX) |
Jun11 |
110329 |
121.80 |
121.86 |
121.21 |
121.50 |
-0.19 |
681,796 |
1,161,143 |
-10,613 |
Sep11 |
110329 |
121.41 |
121.41 |
120.91 |
121.13 |
-0.18 |
8 |
2,211 |
+21 |
Dec11 |
110329 |
120.38 |
120.38 |
120.38 |
120.38 |
-0.19 |
|
|
|
Total Volume and Open Interest |
681,804 |
1,163,354 |
-10,592 |
Euro-Bobl(EUREX) |
Jun11 |
110322 |
115.08 |
115.14 |
114.85 |
115.04 |
-0.03 |
537,973 |
1,010,693 |
+55,899 |
Sep11 |
110329 |
114.06 |
114.06 |
114.06 |
114.06 |
-0.20 |
0 |
9,045 |
+2,345 |
Dec11 |
110329 |
114.13 |
114.13 |
114.13 |
114.13 |
-0.18 |
|
|
|
Total Volume and Open Interest |
371,324 |
982,845 |
+54,406 |
3-Mth Euribor(EUREX) |
Mar11 |
110314 |
98.830 |
98.830 |
98.825 |
98.825 |
unch |
564 |
5,430 |
-114 |
Jun11 |
110329 |
98.455 |
98.480 |
98.455 |
98.470 |
+0.020 |
347 |
11,772 |
-242 |
Sep11 |
110329 |
98.165 |
98.165 |
98.165 |
98.165 |
unch |
8 |
2,857 |
+0 |
Total Volume and Open Interest |
395 |
22,521 |
-237 |
Long Gilt(LIFFE) |
Mar11 |
110324 |
119~21 |
119~21 |
119~10 |
119~10 |
-0~09 |
67 |
717 |
-193 |
Jun11 |
110329 |
117~27 |
118~02 |
117~19 |
117~22 |
-0~04 |
85,928 |
302,811 |
+9,094 |
Total Volume and Open Interest |
85,965 |
303,495 |
+9,097 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110329 |
98.99 |
99.00 |
98.98 |
99.00 |
+0.02 |
61,782 |
396,361 |
+16,389 |
Sep11 |
110329 |
98.80 |
98.82 |
98.78 |
98.81 |
+0.02 |
58,063 |
366,434 |
-10,035 |
Dec11 |
110329 |
98.58 |
98.60 |
98.57 |
98.59 |
+0.02 |
47,468 |
359,769 |
-684 |
Mar12 |
110329 |
98.34 |
98.38 |
98.33 |
98.35 |
+0.01 |
66,975 |
313,653 |
+684 |
Jun12 |
110329 |
98.07 |
98.12 |
98.06 |
98.08 |
+0.01 |
43,594 |
207,942 |
+5,566 |
Sep12 |
110329 |
97.81 |
97.84 |
97.78 |
97.80 |
+0.01 |
27,395 |
146,916 |
-1,603 |
Total Volume and Open Interest |
355,189 |
2,100,738 |
+12,158 |
3-Mth Euribor(LIFFE) |
Jun11 |
110329 |
98.450 |
98.485 |
98.450 |
98.470 |
+0.020 |
52,453 |
714,562 |
+4,615 |
Sep11 |
110329 |
98.175 |
98.180 |
98.155 |
98.165 |
unch |
59,209 |
612,549 |
+7,369 |
Dec11 |
110329 |
97.925 |
97.940 |
97.905 |
97.915 |
-0.015 |
74,172 |
537,442 |
+2,125 |
Total Volume and Open Interest |
430,031 |
3,274,102 |
+41,308 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110329 |
95.09 |
95.11 |
95.09 |
95.11 |
+0.01 |
20,772 |
204,193 |
-6,675 |
Sep11 |
110329 |
95.03 |
95.05 |
95.02 |
95.04 |
unch |
18,359 |
198,749 |
-3,555 |
Dec11 |
110329 |
94.91 |
94.93 |
94.89 |
94.93 |
+0.02 |
11,105 |
110,982 |
-5,146 |
Mar12 |
110329 |
94.77 |
94.80 |
94.76 |
94.80 |
+0.01 |
5,237 |
62,478 |
-2,010 |
Jun12 |
110329 |
94.67 |
94.70 |
94.67 |
94.70 |
+0.01 |
1,258 |
45,202 |
+167 |
Sep12 |
110329 |
94.60 |
94.62 |
94.60 |
94.62 |
+0.01 |
1,772 |
41,082 |
+1,053 |
Dec12 |
110329 |
94.52 |
94.53 |
94.52 |
94.53 |
unch |
279 |
19,102 |
+21 |
Mar13 |
110329 |
94.46 |
94.48 |
94.46 |
94.47 |
unch |
109 |
6,576 |
+102 |
Jun13 |
110329 |
94.41 |
94.41 |
94.41 |
94.41 |
unch |
53 |
946 |
+53 |
Sep13 |
110329 |
94.36 |
94.36 |
94.36 |
94.36 |
+0.01 |
38 |
900 |
+3 |
Total Volume and Open Interest |
59,002 |
691,062 |
-15,967 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110329 |
94.49 |
94.53 |
94.47 |
94.52 |
+0.02 |
32,116 |
334,599 |
-29,370 |
Sep11 |
110329 |
94.52 |
94.52 |
94.52 |
94.52 |
+0.02 |
|
|
|
Total Volume and Open Interest |
32,116 |
334,599 |
-29,370 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110329 |
94.91 |
94.95 |
94.89 |
94.94 |
+0.02 |
124,908 |
498,853 |
-20,285 |
Sep11 |
110329 |
94.94 |
94.94 |
94.94 |
94.94 |
+0.02 |
|
|
|
Total Volume and Open Interest |
124,908 |
498,853 |
-20,285 |
Gold(CMX) |
Apr11 |
110329 |
1421.0 |
1423.5 |
1411.0 |
1416.2 |
-3.7 |
182,739 |
122,341 |
-40,940 |
Jun11 |
110329 |
1422.5 |
1424.7 |
1412.1 |
1417.5 |
-3.8 |
80,759 |
239,042 |
+31,991 |
Aug11 |
110329 |
1424.0 |
1425.8 |
1414.5 |
1419.0 |
-3.8 |
4,961 |
32,449 |
+1,691 |
Oct11 |
110329 |
1423.4 |
1424.7 |
1417.4 |
1420.5 |
-3.8 |
399 |
6,863 |
+37 |
Dec11 |
110329 |
1424.6 |
1428.4 |
1416.8 |
1422.1 |
-3.7 |
2,453 |
29,822 |
-272 |
Feb12 |
110329 |
1422.0 |
1423.9 |
1420.9 |
1423.9 |
-3.7 |
175 |
7,185 |
-7 |
Apr12 |
110329 |
1429.0 |
1429.0 |
1426.2 |
1426.2 |
-3.6 |
9 |
5,091 |
+1 |
Jun12 |
110329 |
1432.8 |
1432.8 |
1428.9 |
1428.9 |
-3.5 |
120 |
6,751 |
+0 |
Aug12 |
110329 |
1432.1 |
1432.1 |
1432.1 |
1432.1 |
-3.4 |
735 |
2,168 |
+629 |
Oct12 |
110329 |
1435.9 |
1435.9 |
1435.9 |
1435.9 |
-3.3 |
36 |
2,993 |
+35 |
Dec12 |
110329 |
1437.4 |
1441.1 |
1437.4 |
1440.8 |
-3.2 |
227 |
11,261 |
+192 |
Total Volume and Open Interest |
275,747 |
499,002 |
-5,729 |
Silver(CMX) |
Mar11 |
110329 |
3665.0 |
3716.0 |
3661.0 |
3697.7 |
-12.0 |
81 |
388 |
-244 |
May11 |
110329 |
3717.0 |
3725.0 |
3653.0 |
3698.7 |
-10.1 |
70,937 |
76,438 |
-2,052 |
Jul11 |
110329 |
3718.0 |
3725.0 |
3658.0 |
3700.9 |
-10.1 |
3,411 |
17,014 |
+950 |
Sep11 |
110329 |
3720.0 |
3723.0 |
3680.0 |
3702.5 |
-10.1 |
582 |
7,072 |
+125 |
Dec11 |
110329 |
3714.0 |
3725.0 |
3663.5 |
3703.5 |
-10.1 |
727 |
16,236 |
+275 |
Mar12 |
110329 |
3704.5 |
3704.5 |
3690.0 |
3701.3 |
-10.0 |
44 |
1,523 |
+38 |
May12 |
110329 |
3699.7 |
3699.7 |
3699.7 |
3699.7 |
-10.0 |
5 |
347 |
+0 |
Total Volume and Open Interest |
76,435 |
136,733 |
-909 |
Platinum(NYMEX) |
Apr11 |
110329 |
1743.1 |
1752.0 |
1734.9 |
1740.6 |
-7.2 |
7,042 |
7,298 |
-2,818 |
Jul11 |
110329 |
1747.2 |
1756.0 |
1739.0 |
1744.1 |
-8.0 |
4,636 |
25,184 |
+2,764 |
Oct11 |
110329 |
1756.0 |
1756.0 |
1747.1 |
1747.9 |
-8.4 |
36 |
634 |
+26 |
Jan12 |
110329 |
1750.3 |
1750.3 |
1750.3 |
1750.3 |
-8.4 |
0 |
14 |
+0 |
Total Volume and Open Interest |
11,714 |
33,167 |
-28 |
Palladium(NYMEX) |
Jun11 |
110329 |
744.60 |
759.80 |
738.50 |
752.95 |
+7.25 |
2,509 |
20,546 |
-200 |
Sep11 |
110329 |
748.75 |
758.80 |
748.75 |
754.20 |
+7.25 |
176 |
425 |
+165 |
Dec11 |
110329 |
743.40 |
755.70 |
743.40 |
755.70 |
+7.55 |
3 |
23 |
+0 |
Total Volume and Open Interest |
2,769 |
21,051 |
-36 |
Copper(CMX) |
Mar11 |
110329 |
432.85 |
435.50 |
430.50 |
433.75 |
-0.30 |
130 |
730 |
-63 |
May11 |
110329 |
435.10 |
437.00 |
429.25 |
434.65 |
-0.35 |
25,983 |
84,804 |
-2,084 |
Jul11 |
110329 |
436.75 |
438.45 |
431.20 |
436.35 |
-0.35 |
7,023 |
29,119 |
+2,113 |
Sep11 |
110329 |
434.00 |
439.35 |
433.10 |
437.70 |
-0.40 |
620 |
8,971 |
+66 |
Dec11 |
110329 |
436.60 |
440.20 |
435.00 |
438.70 |
-0.35 |
370 |
5,602 |
-192 |
Total Volume and Open Interest |
34,735 |
135,816 |
-106 |
DJIA Index(CBOT) |
Jun11 |
110329 |
12117 |
12235 |
12115 |
12225 |
+111 |
333 |
6,994 |
+581 |
Sep11 |
110329 |
12156 |
12156 |
12050 |
12156 |
+106 |
0 |
6 |
+0 |
Dec11 |
110329 |
12090 |
12090 |
11983 |
12090 |
+107 |
0 |
1 |
+0 |
Mar12 |
110329 |
12029 |
12029 |
11921 |
12029 |
+108 |
|
|
|
Total Volume and Open Interest |
333 |
7,001 |
+581 |
S & P 500(CME) |
Jun11 |
110329 |
1303.00 |
1317.00 |
1300.50 |
1316.50 |
+14.30 |
17,666 |
288,382 |
-85 |
Sep11 |
110329 |
1305.00 |
1312.10 |
1296.60 |
1311.40 |
+14.30 |
35 |
4,012 |
-26 |
Dec11 |
110329 |
1306.20 |
1306.90 |
1291.40 |
1306.20 |
+14.30 |
260 |
989 |
+260 |
Mar12 |
110329 |
1301.60 |
1302.30 |
1286.80 |
1301.60 |
+14.30 |
|
|
|
Total Volume and Open Interest |
17,961 |
293,388 |
+149 |
S & P 500 E-Mini(Globex) |
Jun11 |
110329 |
1316.25 |
1318.25 |
1316.25 |
1318.00 |
+15.00 |
|
|
|
Sep11 |
110329 |
1298.00 |
1312.00 |
1295.50 |
1311.50 |
+14.50 |
723 |
2,272 |
+56 |
Total Volume and Open Interest |
1,652,302 |
2,601,290 |
-5,103 |
NASDAQ 100(CME) |
Jun11 |
110329 |
2297.50 |
2326.00 |
2290.00 |
2322.50 |
+26.70 |
1,523 |
9,631 |
+782 |
Sep11 |
110329 |
2319.50 |
2319.50 |
2317.30 |
2319.50 |
+26.20 |
0 |
1 |
+0 |
Dec11 |
110329 |
2317.00 |
2317.00 |
2314.80 |
2317.00 |
+26.20 |
|
|
|
Total Volume and Open Interest |
1,523 |
9,632 |
+782 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110329 |
2296.80 |
2324.80 |
2289.50 |
2322.50 |
+26.70 |
256,984 |
302,200 |
+8,751 |
Sep11 |
110329 |
2297.00 |
2321.50 |
2287.80 |
2319.50 |
+26.20 |
56 |
81 |
+1 |
Total Volume and Open Interest |
257,040 |
302,286 |
+8,752 |
S & P Midcap 400(CME) |
Jun11 |
110329 |
971.00 |
973.60 |
970.00 |
973.60 |
+12.70 |
109 |
1,360 |
+109 |
Sep11 |
110329 |
971.50 |
971.50 |
970.80 |
971.50 |
+12.70 |
|
|
|
Dec11 |
110329 |
969.90 |
969.90 |
969.20 |
969.90 |
+12.70 |
|
|
|
Total Volume and Open Interest |
109 |
1,360 |
+109 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110329 |
9375 |
9525 |
9330 |
9510 |
+135 |
|
|
|
Sep11 |
110329 |
9535 |
9535 |
9400 |
9535 |
+135 |
2 |
13 |
+0 |
Total Volume and Open Interest |
14,931 |
56,836 |
+1,830 |
Nikkei 225(SGX) |
Jun11 |
110329 |
9405 |
9505 |
9320 |
9480 |
+70 |
107,189 |
227,001 |
+1,276 |
Sep11 |
110329 |
9480 |
9480 |
9480 |
9480 |
+70 |
3 |
1,300 |
-1 |
Dec11 |
110329 |
9425 |
9425 |
9425 |
9425 |
+70 |
0 |
5,359 |
+0 |
Total Volume and Open Interest |
107,530 |
267,394 |
+1,673 |
CAC 40(EURONEXT) |
Apr11 |
110329 |
3977.0 |
4000.0 |
3950.5 |
3991.0 |
+14.0 |
89,201 |
247,140 |
-6,731 |
May11 |
110329 |
3911.0 |
3922.5 |
3885.0 |
3922.5 |
+14.0 |
64 |
608 |
+38 |
Jun11 |
110329 |
3869.0 |
3888.0 |
3842.5 |
3880.5 |
+12.5 |
59 |
26,607 |
+0 |
Total Volume and Open Interest |
89,324 |
274,355 |
-6,693 |
Hang Seng Index(HKFE) |
Mar11 |
110329 |
23009 |
23162 |
22970 |
23070 |
unch |
81,322 |
70,882 |
-8,288 |
Apr11 |
110329 |
22998 |
23131 |
22942 |
23041 |
-7 |
18,560 |
23,782 |
+10,691 |
Total Volume and Open Interest |
101,225 |
100,576 |
+2,726 |
DAX(EUREX) |
Mar11 |
110318 |
6725.0 |
6735.0 |
6668.0 |
6689.5 |
+36.0 |
394,085 |
231,651 |
-107,036 |
Jun11 |
110329 |
6955.0 |
6980.0 |
6885.0 |
6959.0 |
-1.5 |
114,463 |
218,339 |
+9,066 |
Sep11 |
110329 |
6984.5 |
7000.0 |
6919.5 |
6984.0 |
-1.0 |
222 |
4,952 |
+168 |
Total Volume and Open Interest |
114,699 |
223,353 |
+9,238 |
FT-SE 100(EURONEXT) |
Jun11 |
110329 |
5836.00 |
5898.50 |
5833.50 |
5885.00 |
+26.00 |
87,183 |
584,996 |
+7,966 |
Sep11 |
110329 |
5830.00 |
5850.50 |
5830.00 |
5850.50 |
+26.00 |
0 |
513 |
+0 |
Dec11 |
110329 |
5832.00 |
5832.00 |
5832.00 |
5832.00 |
+26.00 |
0 |
190 |
-4 |
Total Volume and Open Interest |
87,183 |
585,699 |
+7,962 |
SPI 200(SFE) |
Mar11 |
110317 |
4564.0 |
4577.0 |
4464.0 |
4520.0 |
-47.0 |
127,175 |
225,244 |
-24,965 |
Jun11 |
110329 |
4756.0 |
4784.0 |
4742.0 |
4783.0 |
+29.0 |
24,221 |
187,003 |
-18,992 |
Sep11 |
110329 |
4741.0 |
4771.0 |
4741.0 |
4771.0 |
+28.0 |
6 |
3,478 |
+0 |
Total Volume and Open Interest |
24,248 |
194,524 |
-19,375 |
GSCI(CME) |
Apr11 |
110329 |
57.64 |
57.64 |
52.14 |
57.64 |
+3.50 |
291 |
13,370 |
-26 |
May11 |
110329 |
58.64 |
58.64 |
53.89 |
58.64 |
+3.00 |
0 |
22 |
+0 |
Jun11 |
110329 |
59.64 |
59.64 |
54.64 |
59.64 |
+2.00 |
|
|
|
Total Volume and Open Interest |
291 |
13,392 |
-26 |
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. |
|
|