|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon January 03, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
110103 |
1388.50 |
1399.50 |
1367.00 |
1370.25 |
-23.50 |
11,684 |
17,809 |
-4,613 |
Mar11 |
110103 |
1396.00 |
1409.00 |
1375.00 |
1379.00 |
-24.00 |
60,405 |
309,392 |
+3,245 |
May11 |
110103 |
1400.50 |
1415.50 |
1382.50 |
1387.00 |
-22.00 |
11,045 |
85,830 |
+775 |
Jul11 |
110103 |
1405.00 |
1418.00 |
1386.25 |
1390.25 |
-21.25 |
10,109 |
74,482 |
+693 |
Aug11 |
110103 |
1387.00 |
1388.25 |
1364.00 |
1364.00 |
-18.00 |
503 |
2,250 |
+56 |
Sep11 |
110103 |
1346.25 |
1346.25 |
1326.25 |
1327.75 |
-15.75 |
508 |
2,703 |
-37 |
Nov11 |
110103 |
1301.00 |
1310.00 |
1291.00 |
1294.25 |
-14.25 |
8,363 |
116,454 |
+575 |
Total Volume and Open Interest |
104,061 |
629,400 |
+1,011 |
Soybean Meal(CBOT) |
Jan11 |
110103 |
370.00 |
371.60 |
362.20 |
365.70 |
-4.60 |
3,776 |
3,955 |
-985 |
Mar11 |
110103 |
372.80 |
375.80 |
365.70 |
369.00 |
-4.90 |
16,088 |
95,892 |
+1,701 |
May11 |
110103 |
374.00 |
376.50 |
367.00 |
370.30 |
-4.20 |
3,015 |
28,693 |
+268 |
Jul11 |
110103 |
374.80 |
376.20 |
367.90 |
371.10 |
-3.70 |
1,615 |
22,806 |
-191 |
Aug11 |
110103 |
364.30 |
364.40 |
359.80 |
361.50 |
-2.80 |
82 |
6,369 |
-15 |
Sep11 |
110103 |
353.50 |
353.50 |
349.60 |
350.70 |
-1.80 |
69 |
5,776 |
-6 |
Oct11 |
110103 |
336.00 |
337.20 |
334.10 |
336.20 |
-0.40 |
57 |
5,057 |
-6 |
Dec11 |
110103 |
333.50 |
334.00 |
328.20 |
333.70 |
+0.20 |
578 |
20,363 |
+19 |
Total Volume and Open Interest |
25,506 |
191,759 |
+812 |
Soybean Oil(CBOT) |
Jan11 |
110103 |
57.77 |
58.42 |
56.94 |
57.09 |
-0.65 |
10,535 |
7,523 |
-6,334 |
Mar11 |
110103 |
58.11 |
59.10 |
57.37 |
57.70 |
-0.67 |
36,364 |
202,679 |
-693 |
May11 |
110103 |
58.50 |
59.50 |
57.75 |
58.10 |
-0.64 |
8,510 |
55,947 |
+1,107 |
Jul11 |
110103 |
58.75 |
59.51 |
57.90 |
58.22 |
-0.60 |
4,286 |
47,126 |
+1,065 |
Aug11 |
110103 |
58.95 |
59.20 |
58.12 |
58.12 |
-0.58 |
150 |
4,955 |
+1 |
Sep11 |
110103 |
58.74 |
59.00 |
58.00 |
58.00 |
-0.55 |
248 |
5,732 |
+145 |
Oct11 |
110103 |
58.81 |
58.95 |
57.63 |
57.73 |
-0.54 |
120 |
7,570 |
-15 |
Dec11 |
110103 |
58.14 |
58.90 |
57.40 |
57.65 |
-0.55 |
486 |
25,561 |
+152 |
Total Volume and Open Interest |
60,706 |
358,042 |
-4,566 |
Canola(WCE) |
Jan11 |
101231 |
579.5 |
583.8 |
578.1 |
583.8 |
+9.2 |
1,886 |
1,413 |
-1,856 |
Mar11 |
101231 |
584.1 |
590.4 |
583.8 |
589.3 |
+5.5 |
4,227 |
123,817 |
+955 |
May11 |
101231 |
590.0 |
593.5 |
588.7 |
593.5 |
+5.0 |
659 |
10,818 |
+526 |
Jul11 |
101231 |
590.0 |
593.9 |
589.0 |
592.5 |
+5.8 |
100 |
16,940 |
+2 |
Nov11 |
101231 |
526.4 |
532.0 |
522.5 |
532.0 |
+6.0 |
828 |
37,166 |
+265 |
Total Volume and Open Interest |
7,701 |
193,110 |
-108 |
Corn(CBOT) |
Mar11 |
110103 |
626.25 |
634.00 |
620.00 |
620.50 |
-8.50 |
69,508 |
734,311 |
+6,475 |
May11 |
110103 |
634.25 |
641.50 |
627.75 |
628.50 |
-8.00 |
20,179 |
207,679 |
+2,143 |
Jul11 |
110103 |
638.00 |
645.00 |
631.50 |
632.00 |
-8.00 |
17,532 |
228,933 |
+457 |
Sep11 |
110103 |
592.75 |
597.00 |
584.25 |
585.00 |
-10.50 |
1,536 |
42,738 |
+76 |
Dec11 |
110103 |
557.25 |
564.50 |
551.75 |
552.50 |
-9.50 |
12,620 |
269,280 |
+2,514 |
Mar12 |
110103 |
567.00 |
571.75 |
559.50 |
560.25 |
-9.50 |
440 |
21,145 |
+120 |
Total Volume and Open Interest |
122,545 |
1,549,228 |
+11,860 |
Wheat(CBOT) |
Mar11 |
110103 |
793.50 |
825.00 |
792.75 |
805.50 |
+11.25 |
18,720 |
226,341 |
-1,353 |
May11 |
110103 |
821.00 |
848.00 |
818.75 |
830.50 |
+9.75 |
4,805 |
66,517 |
+413 |
Jul11 |
110103 |
829.75 |
858.50 |
829.75 |
840.25 |
+8.25 |
4,947 |
106,874 |
+303 |
Sep11 |
110103 |
848.00 |
867.00 |
844.75 |
853.00 |
+8.25 |
1,226 |
19,194 |
+44 |
Dec11 |
110103 |
858.50 |
880.00 |
857.75 |
864.75 |
+9.25 |
4,438 |
57,804 |
+770 |
Total Volume and Open Interest |
34,410 |
491,535 |
+273 |
Wheat(KCBT) |
Mar11 |
110103 |
854.00 |
881.50 |
852.75 |
863.00 |
+12.00 |
5,731 |
112,045 |
+768 |
May11 |
110103 |
863.25 |
889.75 |
860.75 |
871.75 |
+12.25 |
1,508 |
28,178 |
+853 |
Jul11 |
110103 |
867.75 |
893.50 |
867.50 |
876.25 |
+11.00 |
1,240 |
53,475 |
-89 |
Sep11 |
110103 |
880.50 |
900.00 |
880.50 |
883.75 |
+9.50 |
299 |
13,623 |
-103 |
Dec11 |
110103 |
889.50 |
906.00 |
885.00 |
890.00 |
+9.50 |
238 |
10,550 |
-4 |
Total Volume and Open Interest |
9,044 |
220,095 |
+1,423 |
Wheat(MGE) |
Mar11 |
110103 |
880.50 |
908.00 |
880.50 |
889.00 |
+7.50 |
2,423 |
28,595 |
+0 |
May11 |
110103 |
889.75 |
915.00 |
889.75 |
897.00 |
+7.00 |
484 |
12,695 |
+0 |
Jul11 |
110103 |
898.25 |
914.50 |
895.25 |
897.50 |
+7.25 |
306 |
9,233 |
+0 |
Sep11 |
110103 |
880.00 |
904.00 |
880.00 |
888.75 |
+8.75 |
189 |
9,377 |
+0 |
Dec11 |
110103 |
887.50 |
906.50 |
887.50 |
894.25 |
+8.25 |
175 |
8,207 |
+0 |
Total Volume and Open Interest |
3,614 |
69,482 |
+0 |
Oats(CBOT) |
Mar11 |
110103 |
393.75 |
398.00 |
387.50 |
398.00 |
+4.00 |
500 |
9,866 |
+65 |
May11 |
110103 |
394.00 |
402.50 |
394.00 |
402.50 |
+4.00 |
82 |
689 |
+42 |
Jul11 |
110103 |
401.50 |
403.50 |
396.00 |
403.50 |
+2.00 |
52 |
355 |
+23 |
Sep11 |
110103 |
356.00 |
357.50 |
355.00 |
355.00 |
-2.50 |
0 |
39 |
+0 |
Total Volume and Open Interest |
676 |
12,043 |
+159 |
Rough Rice(CBOT) |
Jan11 |
110103 |
14.03 |
14.34 |
14.03 |
14.19 |
+0.19 |
251 |
975 |
-549 |
Mar11 |
110103 |
14.30 |
14.67 |
14.20 |
14.48 |
+0.19 |
792 |
13,530 |
+150 |
May11 |
110103 |
14.59 |
14.94 |
14.52 |
14.77 |
+0.19 |
28 |
1,762 |
+24 |
Jul11 |
110103 |
14.95 |
15.13 |
14.85 |
15.03 |
+0.19 |
12 |
1,669 |
+1 |
Total Volume and Open Interest |
1,132 |
18,858 |
-344 |
Live Cattle(CME) |
Feb11 |
110103 |
108.350 |
108.535 |
106.950 |
106.980 |
-1.370 |
14,759 |
146,414 |
+644 |
Apr11 |
110103 |
112.200 |
112.400 |
110.900 |
110.950 |
-1.250 |
7,415 |
92,578 |
+1,049 |
Jun11 |
110103 |
109.480 |
109.650 |
108.330 |
108.480 |
-0.805 |
2,750 |
49,072 |
+911 |
Aug11 |
110103 |
109.885 |
110.035 |
108.680 |
108.885 |
-0.865 |
733 |
18,166 |
+106 |
Oct11 |
110103 |
111.600 |
112.250 |
110.980 |
111.180 |
-0.820 |
561 |
11,051 |
+32 |
Dec11 |
110103 |
112.050 |
113.050 |
111.700 |
112.450 |
-0.550 |
251 |
8,221 |
+111 |
Total Volume and Open Interest |
26,601 |
326,718 |
+2,593 |
Feeder Cattle(CME) |
Jan11 |
110103 |
122.330 |
122.350 |
121.080 |
121.250 |
-0.635 |
380 |
5,823 |
-16 |
Mar11 |
110103 |
124.480 |
124.650 |
123.000 |
123.035 |
-0.915 |
1,252 |
23,462 |
+154 |
Apr11 |
110103 |
125.000 |
125.150 |
123.700 |
123.785 |
-1.045 |
398 |
5,366 |
+48 |
May11 |
110103 |
125.200 |
125.285 |
123.885 |
124.180 |
-1.050 |
240 |
6,658 |
+52 |
Aug11 |
110103 |
125.900 |
126.050 |
124.800 |
125.100 |
-0.700 |
142 |
6,541 |
+15 |
Sep11 |
110103 |
125.250 |
125.535 |
124.400 |
125.000 |
-0.500 |
17 |
578 |
+4 |
Oct11 |
110103 |
125.000 |
125.000 |
124.400 |
125.000 |
-0.400 |
23 |
198 |
+20 |
Total Volume and Open Interest |
2,456 |
48,722 |
+280 |
Lean Hogs(CME) |
Feb11 |
110103 |
79.600 |
79.725 |
77.885 |
77.975 |
-1.775 |
8,893 |
81,899 |
-250 |
Apr11 |
110103 |
83.680 |
83.980 |
82.400 |
82.550 |
-1.335 |
4,188 |
56,275 |
+741 |
May11 |
110103 |
90.750 |
91.150 |
89.930 |
90.000 |
-1.635 |
99 |
1,814 |
-17 |
Jun11 |
110103 |
93.035 |
93.150 |
92.035 |
92.180 |
-0.870 |
1,715 |
36,410 |
+449 |
Jul11 |
110103 |
92.450 |
92.500 |
91.385 |
91.580 |
-0.870 |
427 |
9,034 |
+184 |
Aug11 |
110103 |
91.550 |
91.650 |
90.650 |
91.180 |
-0.370 |
87 |
10,207 |
+29 |
Oct11 |
110103 |
81.850 |
82.250 |
81.200 |
82.180 |
+0.030 |
238 |
7,267 |
+90 |
Dec11 |
110103 |
78.550 |
78.550 |
77.800 |
78.450 |
-0.185 |
74 |
3,232 |
+2 |
Total Volume and Open Interest |
15,743 |
207,089 |
+1,234 |
Class III Milk(CME) |
Jan11 |
110103 |
13.22 |
13.25 |
13.17 |
13.19 |
-0.03 |
211 |
4,875 |
+100 |
Feb11 |
110103 |
13.69 |
13.77 |
13.56 |
13.65 |
-0.07 |
424 |
5,044 |
+91 |
Mar11 |
110103 |
14.10 |
14.19 |
14.01 |
14.08 |
+0.02 |
218 |
3,610 |
+68 |
Apr11 |
110103 |
14.60 |
14.66 |
14.52 |
14.60 |
+0.05 |
53 |
2,717 |
+30 |
May11 |
110103 |
14.81 |
14.85 |
14.73 |
14.79 |
+0.06 |
27 |
2,459 |
+18 |
Total Volume and Open Interest |
1,167 |
28,749 |
+410 |
Cocoa(ICE) |
Mar11 |
101231 |
3030 |
3048 |
2988 |
3035 |
+35 |
5,519 |
70,096 |
-269 |
May11 |
101231 |
3058 |
3060 |
3006 |
3052 |
+36 |
1,008 |
22,689 |
+394 |
Jul11 |
101231 |
3045 |
3072 |
3018 |
3064 |
+36 |
186 |
12,569 |
-14 |
Sep11 |
101231 |
3041 |
3084 |
3041 |
3076 |
+37 |
126 |
7,396 |
-3 |
Dec11 |
101231 |
3050 |
3103 |
3048 |
3093 |
+37 |
419 |
12,427 |
+402 |
Mar12 |
101231 |
3133 |
3165 |
3111 |
3165 |
+45 |
104 |
10,844 |
-54 |
May12 |
101231 |
3122 |
3159 |
3114 |
3159 |
+46 |
83 |
4,570 |
+68 |
Total Volume and Open Interest |
7,447 |
142,476 |
+526 |
Coffee "C"(ICE) |
Mar11 |
101231 |
236.30 |
241.30 |
236.30 |
240.50 |
+4.20 |
4,661 |
89,666 |
-515 |
May11 |
101231 |
237.60 |
242.60 |
237.60 |
241.80 |
+4.10 |
994 |
27,447 |
+234 |
Jul11 |
101231 |
238.25 |
241.40 |
238.15 |
240.65 |
+4.10 |
144 |
10,147 |
+94 |
Sep11 |
101231 |
234.55 |
237.55 |
234.55 |
236.95 |
+4.10 |
59 |
4,515 |
-10 |
Dec11 |
101231 |
229.35 |
232.05 |
229.25 |
231.45 |
+3.90 |
66 |
7,010 |
-13 |
Mar12 |
101231 |
223.70 |
226.30 |
223.70 |
225.80 |
+3.70 |
34 |
711 |
+7 |
Total Volume and Open Interest |
5,970 |
140,170 |
-191 |
Orange Juice(ICE) |
Jan11 |
110103 |
169.00 |
182.25 |
169.00 |
180.30 |
+7.95 |
572 |
1,422 |
-550 |
Mar11 |
110103 |
165.00 |
173.55 |
164.50 |
171.80 |
+8.25 |
1,886 |
21,143 |
+572 |
May11 |
110103 |
169.40 |
175.10 |
169.40 |
173.10 |
+8.00 |
385 |
4,783 |
+313 |
Jul11 |
110103 |
174.90 |
174.90 |
173.90 |
173.90 |
+7.55 |
38 |
2,477 |
-12 |
Sep11 |
110103 |
175.00 |
175.00 |
175.00 |
175.00 |
+7.30 |
38 |
457 |
-14 |
Nov11 |
110103 |
176.05 |
176.05 |
176.05 |
176.05 |
+7.15 |
533 |
556 |
+485 |
Total Volume and Open Interest |
3,452 |
30,861 |
+794 |
Sugar #11(ICE) |
Mar11 |
101231 |
30.63 |
32.25 |
30.25 |
32.12 |
+1.74 |
68,588 |
237,027 |
-2,904 |
May11 |
101231 |
27.79 |
29.44 |
27.56 |
29.32 |
+1.64 |
29,793 |
116,346 |
+4,873 |
Jul11 |
101231 |
25.00 |
26.26 |
24.58 |
26.20 |
+1.56 |
17,012 |
105,488 |
+1,721 |
Oct11 |
101231 |
23.13 |
24.50 |
22.88 |
24.46 |
+1.34 |
7,557 |
59,865 |
+908 |
Mar12 |
101231 |
22.24 |
23.82 |
22.06 |
23.76 |
+1.38 |
4,205 |
47,264 |
-319 |
Total Volume and Open Interest |
130,320 |
613,376 |
+4,688 |
London Cocoa(LCE) |
Mar11 |
101231 |
2030 |
2044 |
2001 |
2017 |
-6 |
1,982 |
64,587 |
-517 |
May11 |
101231 |
2037 |
2048 |
2013 |
2029 |
-5 |
555 |
22,140 |
+104 |
Jul11 |
101231 |
2052 |
2052 |
2030 |
2044 |
-3 |
432 |
21,255 |
+262 |
Sep11 |
101231 |
2053 |
2054 |
2050 |
2050 |
-4 |
147 |
13,900 |
+78 |
Dec11 |
101231 |
2070 |
2070 |
2048 |
2060 |
-5 |
163 |
21,814 |
+149 |
Mar12 |
101231 |
2083 |
2083 |
2059 |
2073 |
-6 |
85 |
18,556 |
-17 |
May12 |
101231 |
2089 |
2089 |
2067 |
2078 |
-9 |
271 |
3,508 |
+171 |
Total Volume and Open Interest |
3,636 |
166,184 |
+230 |
London Sugar(LCE) |
Mar11 |
101231 |
749.50 |
782.30 |
748.00 |
777.50 |
+16.20 |
2,956 |
27,729 |
-248 |
May11 |
101231 |
716.00 |
746.60 |
714.00 |
746.50 |
+21.00 |
312 |
10,220 |
-67 |
Aug11 |
101231 |
645.00 |
678.60 |
643.80 |
678.60 |
+30.60 |
156 |
7,540 |
+63 |
Oct11 |
101231 |
621.60 |
634.60 |
619.10 |
633.30 |
+33.00 |
207 |
2,420 |
+74 |
Dec11 |
101231 |
614.80 |
614.80 |
614.80 |
614.80 |
+33.00 |
32 |
931 |
+15 |
Total Volume and Open Interest |
3,676 |
49,444 |
-151 |
Cotton(ICE) |
Mar11 |
110103 |
144.97 |
146.50 |
141.37 |
142.20 |
-2.61 |
5,435 |
103,437 |
-20 |
May11 |
110103 |
137.49 |
139.50 |
135.27 |
136.30 |
-1.31 |
1,448 |
22,725 |
+156 |
Jul11 |
110103 |
128.52 |
131.30 |
127.45 |
128.84 |
-0.46 |
2,132 |
31,086 |
+200 |
Oct11 |
110103 |
113.00 |
113.00 |
110.60 |
110.60 |
-1.45 |
2 |
177 |
+2 |
Dec11 |
110103 |
100.00 |
101.94 |
99.00 |
100.19 |
-0.39 |
2,958 |
46,790 |
+1,408 |
Mar12 |
110103 |
95.00 |
95.50 |
94.50 |
95.29 |
+0.65 |
176 |
1,036 |
-1 |
Total Volume and Open Interest |
12,198 |
206,824 |
+1,764 |
Lumber(CME) |
Jan11 |
110103 |
303.6 |
316.4 |
303.6 |
313.0 |
+11.0 |
86 |
1,201 |
-40 |
Mar11 |
110103 |
323.1 |
330.0 |
323.1 |
330.0 |
+10.0 |
345 |
7,127 |
+43 |
May11 |
110103 |
336.0 |
342.6 |
336.0 |
342.6 |
+10.0 |
28 |
2,245 |
-5 |
Jul11 |
110103 |
336.0 |
342.1 |
336.0 |
342.1 |
+10.0 |
7 |
787 |
+1 |
Total Volume and Open Interest |
466 |
11,495 |
-1 |
Crude Oil(NYM) |
Feb11 |
110103 |
91.31 |
92.57 |
91.21 |
91.55 |
+0.17 |
171,010 |
311,738 |
-851 |
Mar11 |
110103 |
92.12 |
93.43 |
92.06 |
92.43 |
+0.21 |
51,321 |
202,030 |
+2,515 |
Apr11 |
110103 |
92.93 |
94.12 |
92.79 |
93.14 |
+0.23 |
23,303 |
90,547 |
+2,044 |
May11 |
110103 |
93.75 |
94.66 |
93.45 |
93.72 |
+0.31 |
15,464 |
61,245 |
-2,741 |
Jun11 |
110103 |
93.77 |
95.02 |
93.77 |
94.13 |
+0.35 |
20,279 |
92,694 |
+437 |
Jul11 |
110103 |
94.73 |
95.29 |
94.43 |
94.45 |
+0.39 |
3,381 |
44,340 |
+643 |
Aug11 |
110103 |
94.43 |
95.47 |
94.33 |
94.65 |
+0.42 |
2,028 |
24,343 |
+137 |
Sep11 |
110103 |
94.77 |
95.53 |
94.45 |
94.77 |
+0.43 |
1,672 |
26,492 |
-141 |
Oct11 |
110103 |
94.87 |
95.61 |
94.50 |
94.84 |
+0.42 |
1,466 |
18,610 |
-87 |
Nov11 |
110103 |
94.91 |
95.62 |
94.75 |
94.89 |
+0.41 |
2,438 |
21,223 |
+354 |
Dec11 |
110103 |
94.40 |
95.63 |
94.40 |
94.92 |
+0.40 |
15,377 |
154,018 |
-1,378 |
Jan12 |
110103 |
95.37 |
95.37 |
94.83 |
94.83 |
+0.40 |
1,423 |
28,671 |
+542 |
Feb12 |
110103 |
94.70 |
94.70 |
94.70 |
94.70 |
+0.39 |
354 |
8,307 |
-50 |
Mar12 |
110103 |
94.56 |
94.56 |
94.56 |
94.56 |
+0.37 |
220 |
10,630 |
+5 |
Apr12 |
110103 |
94.44 |
94.44 |
94.44 |
94.44 |
+0.33 |
0 |
4,675 |
+0 |
May12 |
110103 |
94.33 |
94.33 |
94.33 |
94.33 |
+0.30 |
25 |
5,703 |
+0 |
Total Volume and Open Interest |
318,408 |
1,430,155 |
+5,719 |
e-miNY Crude Oil(NYM) |
Jan11 |
101217 |
87.925 |
88.500 |
87.025 |
88.025 |
+0.325 |
5,348 |
3,079 |
-457 |
Feb11 |
101231 |
89.650 |
92.050 |
89.050 |
91.375 |
+1.525 |
7,919 |
4,377 |
-402 |
Mar11 |
110103 |
92.250 |
93.400 |
92.075 |
92.425 |
+0.200 |
653 |
1,933 |
+178 |
Apr11 |
110103 |
93.150 |
94.050 |
93.150 |
93.150 |
+0.250 |
28 |
93 |
+8 |
May11 |
110103 |
93.725 |
93.725 |
93.725 |
93.725 |
+0.325 |
1 |
19 |
+1 |
Jun11 |
110103 |
94.125 |
94.125 |
94.125 |
94.125 |
+0.350 |
1 |
46 |
+1 |
Jul11 |
110103 |
95.075 |
95.075 |
94.450 |
94.450 |
+0.400 |
0 |
11 |
+0 |
Aug11 |
110103 |
94.650 |
94.650 |
94.650 |
94.650 |
+0.425 |
0 |
9 |
+0 |
Sep11 |
110103 |
94.775 |
94.775 |
94.775 |
94.775 |
+0.425 |
0 |
1 |
+0 |
Oct11 |
110103 |
95.200 |
95.225 |
94.850 |
94.850 |
+0.425 |
0 |
1 |
+0 |
Total Volume and Open Interest |
6,245 |
7,007 |
+464 |
Heating Oil(NYM) |
Feb11 |
110103 |
254.24 |
258.81 |
253.40 |
255.28 |
+1.04 |
38,785 |
106,300 |
+551 |
Mar11 |
110103 |
254.80 |
259.21 |
254.80 |
255.85 |
+1.00 |
11,310 |
57,657 |
+2,085 |
Apr11 |
110103 |
255.03 |
258.64 |
255.03 |
255.39 |
+0.95 |
5,782 |
28,572 |
+824 |
May11 |
110103 |
256.53 |
257.76 |
254.97 |
254.97 |
+0.93 |
3,838 |
17,938 |
-366 |
Jun11 |
110103 |
254.49 |
258.37 |
254.49 |
255.28 |
+0.93 |
5,145 |
34,699 |
+10 |
Jul11 |
110103 |
258.44 |
259.33 |
256.44 |
256.44 |
+0.95 |
944 |
9,263 |
+231 |
Aug11 |
110103 |
259.90 |
260.10 |
257.66 |
257.66 |
+1.00 |
392 |
5,367 |
+70 |
Sep11 |
110103 |
261.28 |
262.05 |
258.91 |
258.91 |
+1.07 |
343 |
5,136 |
+131 |
Oct11 |
110103 |
262.17 |
262.97 |
260.21 |
260.21 |
+1.15 |
269 |
4,106 |
-8 |
Nov11 |
110103 |
263.66 |
263.66 |
261.65 |
261.65 |
+1.16 |
623 |
4,642 |
+339 |
Dec11 |
110103 |
262.08 |
265.57 |
262.08 |
262.98 |
+1.18 |
1,343 |
15,127 |
-29 |
Jan12 |
110103 |
266.50 |
266.50 |
264.33 |
264.33 |
+1.20 |
131 |
2,414 |
+14 |
Total Volume and Open Interest |
69,008 |
298,224 |
+3,859 |
Gasoline(NYMEX) |
Feb11 |
110103 |
242.88 |
246.71 |
242.45 |
242.73 |
-0.30 |
25,432 |
94,856 |
-1,428 |
Mar11 |
110103 |
243.32 |
246.81 |
242.73 |
243.33 |
+0.01 |
10,703 |
48,799 |
+1,909 |
Apr11 |
110103 |
252.23 |
255.75 |
252.23 |
252.87 |
+0.35 |
3,394 |
32,151 |
-43 |
May11 |
110103 |
253.21 |
256.05 |
253.14 |
253.43 |
+0.54 |
2,052 |
15,201 |
-121 |
Jun11 |
110103 |
252.67 |
255.88 |
252.40 |
253.35 |
+0.63 |
2,978 |
20,592 |
-220 |
Jul11 |
110103 |
254.49 |
254.52 |
252.50 |
252.50 |
+0.65 |
588 |
5,850 |
+137 |
Aug11 |
110103 |
253.05 |
253.05 |
251.05 |
251.05 |
+0.68 |
405 |
6,170 |
+85 |
Sep11 |
110103 |
249.15 |
249.15 |
249.15 |
249.15 |
+0.71 |
540 |
3,511 |
+342 |
Oct11 |
110103 |
238.46 |
239.23 |
238.46 |
238.55 |
+0.81 |
461 |
3,579 |
+305 |
Nov11 |
110103 |
238.10 |
238.10 |
236.77 |
236.77 |
+0.84 |
255 |
1,296 |
+60 |
Total Volume and Open Interest |
54,115 |
266,081 |
+1,666 |
e-miNY RBOB Gasoline(NYM) |
Feb11 |
101231 |
243.00 |
243.03 |
243.00 |
243.00 |
+4.50 |
1 |
2 |
-1 |
Mar11 |
110103 |
243.30 |
243.33 |
243.30 |
243.30 |
unch |
0 |
1 |
+0 |
Apr11 |
110103 |
252.90 |
252.90 |
252.87 |
252.90 |
+0.40 |
0 |
1 |
+0 |
May11 |
110103 |
253.40 |
253.43 |
253.40 |
253.40 |
+0.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Feb11 |
110103 |
4.492 |
4.689 |
4.491 |
4.650 |
+0.245 |
65,874 |
166,757 |
-1,708 |
Mar11 |
110103 |
4.509 |
4.645 |
4.505 |
4.614 |
+0.192 |
29,141 |
173,106 |
+526 |
Apr11 |
110103 |
4.476 |
4.598 |
4.476 |
4.574 |
+0.173 |
17,947 |
89,091 |
-143 |
May11 |
110103 |
4.510 |
4.620 |
4.510 |
4.604 |
+0.170 |
5,424 |
43,526 |
-97 |
Jun11 |
110103 |
4.546 |
4.655 |
4.546 |
4.639 |
+0.164 |
2,649 |
17,834 |
-63 |
Jul11 |
110103 |
4.638 |
4.710 |
4.625 |
4.697 |
+0.156 |
2,355 |
17,510 |
+169 |
Aug11 |
110103 |
4.675 |
4.746 |
4.662 |
4.731 |
+0.152 |
1,292 |
17,441 |
+273 |
Sep11 |
110103 |
4.686 |
4.749 |
4.670 |
4.743 |
+0.153 |
1,639 |
12,533 |
-194 |
Oct11 |
110103 |
4.706 |
4.817 |
4.706 |
4.809 |
+0.152 |
7,848 |
52,895 |
+1,320 |
Nov11 |
110103 |
4.926 |
4.975 |
4.901 |
4.972 |
+0.132 |
1,078 |
22,044 |
+481 |
Dec11 |
110103 |
5.182 |
5.207 |
5.142 |
5.202 |
+0.110 |
1,345 |
19,903 |
+264 |
Jan12 |
110103 |
5.308 |
5.355 |
5.288 |
5.344 |
+0.100 |
2,784 |
33,818 |
+440 |
Feb12 |
110103 |
5.296 |
5.309 |
5.252 |
5.309 |
+0.094 |
249 |
6,655 |
-238 |
Mar12 |
110103 |
5.182 |
5.198 |
5.148 |
5.197 |
+0.081 |
1,120 |
17,005 |
-489 |
Apr12 |
110103 |
4.961 |
4.976 |
4.901 |
4.938 |
+0.057 |
615 |
14,885 |
+320 |
May12 |
110103 |
4.949 |
4.949 |
4.913 |
4.936 |
+0.052 |
351 |
4,275 |
+0 |
Total Volume and Open Interest |
142,256 |
772,404 |
+1,296 |
Brent Crude Oil(ICE) |
Feb11 |
110103 |
94.55 |
96.17 |
94.50 |
94.84 |
+0.09 |
71,719 |
207,964 |
-5,974 |
Mar11 |
110103 |
94.51 |
96.06 |
94.43 |
94.80 |
+0.13 |
35,926 |
191,993 |
+2,354 |
Apr11 |
110103 |
94.61 |
96.15 |
94.57 |
94.97 |
+0.16 |
12,531 |
78,481 |
+1,886 |
May11 |
110103 |
94.71 |
96.26 |
94.71 |
95.17 |
+0.20 |
4,763 |
46,514 |
+40 |
Jun11 |
110103 |
94.82 |
96.40 |
94.82 |
95.33 |
+0.23 |
4,922 |
66,915 |
+262 |
Jul11 |
110103 |
95.74 |
96.07 |
95.36 |
95.43 |
+0.28 |
1,359 |
23,014 |
+293 |
Aug11 |
110103 |
95.75 |
96.41 |
95.40 |
95.48 |
+0.31 |
1,750 |
12,044 |
-63 |
Sep11 |
110103 |
95.19 |
96.19 |
95.19 |
95.48 |
+0.32 |
2,898 |
21,117 |
+2,219 |
Oct11 |
110103 |
95.66 |
96.03 |
95.40 |
95.47 |
+0.33 |
2,117 |
12,737 |
+661 |
Nov11 |
110103 |
95.48 |
95.48 |
95.48 |
95.48 |
+0.34 |
349 |
10,652 |
+52 |
Dec11 |
110103 |
95.17 |
96.35 |
95.03 |
95.51 |
+0.34 |
3,602 |
92,001 |
+79 |
Jan12 |
110103 |
95.48 |
95.48 |
95.48 |
95.48 |
+0.33 |
99 |
9,174 |
+14 |
Feb12 |
110103 |
95.44 |
95.44 |
95.44 |
95.44 |
+0.32 |
28 |
5,741 |
-11 |
Mar12 |
110103 |
95.40 |
95.40 |
95.40 |
95.40 |
+0.30 |
0 |
3,575 |
+0 |
Total Volume and Open Interest |
142,639 |
873,116 |
+1,911 |
Gas Oil(ICE) |
Jan11 |
110103 |
781.50 |
795.00 |
781.50 |
792.75 |
+30.25 |
22,550 |
92,091 |
-2,702 |
Feb11 |
110103 |
786.00 |
800.75 |
786.00 |
798.50 |
+30.50 |
32,564 |
122,532 |
+1,743 |
Mar11 |
110103 |
792.00 |
804.25 |
790.50 |
802.50 |
+30.25 |
11,043 |
75,483 |
+3,190 |
Apr11 |
110103 |
793.00 |
806.25 |
793.00 |
804.50 |
+29.75 |
7,536 |
57,769 |
+1,181 |
May11 |
110103 |
795.00 |
807.00 |
795.00 |
806.75 |
+29.75 |
3,374 |
44,487 |
+480 |
Jun11 |
110103 |
797.25 |
810.75 |
797.00 |
808.75 |
+29.25 |
3,040 |
55,697 |
+665 |
Jul11 |
110103 |
800.50 |
812.25 |
800.50 |
812.00 |
+29.25 |
575 |
19,782 |
+148 |
Aug11 |
110103 |
803.50 |
815.25 |
803.50 |
815.00 |
+29.00 |
469 |
17,788 |
+185 |
Sep11 |
110103 |
806.25 |
817.75 |
806.25 |
817.50 |
+28.50 |
474 |
11,653 |
+212 |
Oct11 |
110103 |
807.75 |
818.75 |
807.75 |
818.75 |
+28.25 |
249 |
10,751 |
+54 |
Total Volume and Open Interest |
82,755 |
618,982 |
+5,153 |
Ethanol(CBOT) |
Jan11 |
110103 |
2.380 |
2.380 |
2.350 |
2.360 |
-0.018 |
52 |
292 |
-29 |
Feb11 |
110103 |
2.326 |
2.330 |
2.310 |
2.317 |
-0.003 |
58 |
801 |
+5 |
Mar11 |
110103 |
2.327 |
2.327 |
2.310 |
2.315 |
-0.007 |
27 |
1,136 |
+11 |
Apr11 |
110103 |
2.341 |
2.341 |
2.321 |
2.321 |
-0.008 |
9 |
702 |
+3 |
May11 |
110103 |
2.342 |
2.342 |
2.330 |
2.334 |
-0.012 |
18 |
425 |
-3 |
Jun11 |
110103 |
2.335 |
2.340 |
2.335 |
2.336 |
-0.013 |
0 |
555 |
+0 |
Jul11 |
110103 |
2.340 |
2.348 |
2.336 |
2.341 |
-0.009 |
10 |
723 |
+5 |
Aug11 |
110103 |
2.327 |
2.327 |
2.327 |
2.327 |
-0.001 |
21 |
754 |
+21 |
Total Volume and Open Interest |
278 |
7,209 |
+85 |
WTI Crude Oil(ICE |
Feb11 |
110103 |
91.33 |
92.56 |
91.24 |
91.55 |
+0.17 |
51,660 |
113,966 |
+2,828 |
Mar11 |
110103 |
92.12 |
93.42 |
92.12 |
92.43 |
+0.21 |
27,736 |
86,130 |
+1,587 |
Apr11 |
110103 |
92.96 |
94.12 |
92.90 |
93.14 |
+0.23 |
10,931 |
40,159 |
-117 |
May11 |
110103 |
93.61 |
94.62 |
93.61 |
93.72 |
+0.31 |
8,984 |
24,029 |
+144 |
Jun11 |
110103 |
94.00 |
94.99 |
94.00 |
94.13 |
+0.35 |
10,651 |
60,681 |
+1,711 |
Jul11 |
110103 |
94.29 |
95.17 |
94.29 |
94.45 |
+0.39 |
1,454 |
17,131 |
+74 |
Aug11 |
110103 |
94.45 |
95.37 |
94.45 |
94.65 |
+0.42 |
552 |
11,990 |
+7 |
Sep11 |
110103 |
95.38 |
95.45 |
94.77 |
94.77 |
+0.43 |
646 |
15,314 |
-89 |
Oct11 |
110103 |
95.10 |
95.40 |
94.84 |
94.84 |
+0.42 |
1,192 |
10,179 |
+565 |
Nov11 |
110103 |
94.89 |
94.89 |
94.89 |
94.89 |
+0.41 |
893 |
8,549 |
+178 |
Dec11 |
110103 |
94.52 |
95.60 |
94.52 |
94.92 |
+0.40 |
8,059 |
63,272 |
+68 |
Jan12 |
110103 |
94.83 |
94.83 |
94.83 |
94.83 |
+0.40 |
38 |
5,154 |
+3 |
Feb12 |
110103 |
94.70 |
94.70 |
94.70 |
94.70 |
+0.39 |
0 |
1,200 |
+0 |
Mar12 |
110103 |
94.56 |
94.56 |
94.56 |
94.56 |
+0.37 |
0 |
3,137 |
+0 |
Apr12 |
110103 |
94.44 |
94.44 |
94.44 |
94.44 |
+0.33 |
0 |
733 |
+0 |
May12 |
110103 |
94.33 |
94.33 |
94.33 |
94.33 |
+0.30 |
0 |
846 |
+0 |
Total Volume and Open Interest |
124,466 |
548,760 |
+6,992 |
US Dollar Index(ICE) |
Mar11 |
110103 |
79.310 |
79.730 |
79.230 |
79.385 |
+0.098 |
11,870 |
25,468 |
+718 |
Jun11 |
110103 |
80.025 |
80.075 |
79.710 |
79.805 |
+0.103 |
91 |
646 |
+36 |
Sep11 |
110103 |
80.165 |
80.165 |
80.165 |
80.165 |
+0.103 |
1 |
4 |
+0 |
Total Volume and Open Interest |
11,962 |
26,118 |
+754 |
Australian Dollar(CME) |
Mar11 |
110103 |
101.32 |
101.41 |
100.64 |
101.02 |
-0.39 |
27,516 |
123,354 |
-233 |
Jun11 |
110103 |
99.96 |
100.23 |
99.50 |
99.84 |
-0.39 |
60 |
304 |
+20 |
Sep11 |
110103 |
98.54 |
98.93 |
98.54 |
98.54 |
-0.39 |
0 |
14 |
+0 |
Total Volume and Open Interest |
27,576 |
123,815 |
-213 |
British Pound(CME) |
Mar11 |
110103 |
155.36 |
155.81 |
154.24 |
154.83 |
-0.98 |
47,158 |
82,185 |
-2,849 |
Jun11 |
110103 |
155.46 |
155.66 |
154.23 |
154.68 |
-0.98 |
149 |
134 |
+3 |
Sep11 |
110103 |
154.49 |
155.47 |
154.49 |
154.49 |
-0.98 |
0 |
3 |
+0 |
Total Volume and Open Interest |
47,307 |
82,354 |
-2,846 |
Canadian Dollar(CME) |
Mar11 |
110103 |
100.50 |
100.97 |
100.36 |
100.67 |
+0.23 |
33,281 |
117,588 |
+2,724 |
Jun11 |
110103 |
100.40 |
100.71 |
100.18 |
100.42 |
+0.24 |
232 |
1,962 |
+22 |
Sep11 |
110103 |
100.05 |
100.23 |
99.90 |
100.12 |
+0.22 |
9 |
981 |
+4 |
Dec11 |
110103 |
99.99 |
100.00 |
99.62 |
99.82 |
+0.20 |
17 |
1,072 |
+9 |
Total Volume and Open Interest |
33,539 |
121,607 |
+2,759 |
Japanese Yen(CME) |
Mar11 |
110103 |
123.45 |
123.45 |
122.43 |
122.60 |
-0.68 |
32,686 |
121,220 |
+2,676 |
Jun11 |
110103 |
123.29 |
123.42 |
122.59 |
122.75 |
-0.67 |
55 |
364 |
+18 |
Sep11 |
110103 |
123.07 |
123.62 |
122.95 |
122.95 |
-0.67 |
1 |
11 |
+1 |
Total Volume and Open Interest |
32,742 |
121,596 |
+2,695 |
Swiss Franc(CME) |
Mar11 |
110103 |
107.16 |
107.38 |
106.66 |
107.29 |
+0.15 |
16,279 |
46,965 |
+46 |
Jun11 |
110103 |
107.07 |
107.42 |
106.90 |
107.42 |
+0.14 |
14 |
50 |
+2 |
Sep11 |
110103 |
107.20 |
107.58 |
107.20 |
107.58 |
+0.14 |
|
|
|
Total Volume and Open Interest |
16,293 |
47,017 |
+48 |
EuroFX(CME) |
Mar11 |
110103 |
133.44 |
133.94 |
132.48 |
133.62 |
-0.02 |
89,767 |
159,616 |
-2,205 |
Jun11 |
110103 |
133.50 |
133.81 |
132.48 |
133.56 |
-0.01 |
335 |
747 |
-15 |
Sep11 |
110103 |
132.40 |
133.50 |
132.40 |
133.49 |
-0.01 |
1 |
32 |
+0 |
Total Volume and Open Interest |
90,103 |
160,687 |
-2,220 |
Mexican Peso(CME) |
Jan11 |
110103 |
817.8 |
817.8 |
811.2 |
817.8 |
+6.5 |
|
|
|
Feb11 |
110103 |
815.8 |
815.8 |
809.2 |
815.8 |
+6.5 |
|
|
|
Total Volume and Open Interest |
11,521 |
115,356 |
-1,258 |
30-Year T-Bonds(CBOT) |
Mar11 |
110103 |
122~020 |
122~020 |
120~150 |
121~160 |
-0~200 |
81,721 |
536,838 |
+13,508 |
Jun11 |
110103 |
119~090 |
120~170 |
119~000 |
119~290 |
-0~200 |
43 |
648 |
+23 |
Sep11 |
110103 |
118~100 |
118~300 |
118~100 |
118~100 |
-0~200 |
|
|
|
Total Volume and Open Interest |
81,764 |
537,486 |
+13,531 |
10-Year T-Notes(CBOT) |
Mar11 |
110103 |
120~095 |
120~105 |
119~150 |
120~055 |
-0~085 |
200,271 |
1,327,193 |
-4,790 |
Jun11 |
110103 |
119~010 |
119~070 |
118~250 |
119~000 |
-0~070 |
1 |
51 |
-1 |
Sep11 |
110103 |
117~295 |
118~045 |
117~295 |
117~295 |
-0~070 |
|
|
|
Total Volume and Open Interest |
200,272 |
1,327,248 |
-4,791 |
5-Year T-Notes(CBOT) |
Mar11 |
110103 |
117~078 |
117~096 |
117~025 |
117~084 |
-0~008 |
129,685 |
967,656 |
+2,648 |
Jun11 |
110103 |
116~108 |
116~116 |
116~108 |
116~108 |
-0~008 |
|
|
|
Sep11 |
110103 |
116~004 |
116~012 |
116~004 |
116~004 |
-0~008 |
|
|
|
Total Volume and Open Interest |
129,685 |
967,656 |
-5,480 |
2 Year T-Notes(CBOT) |
Mar11 |
110103 |
109~056 |
109~059 |
109~045 |
109~055 |
-0~003 |
63,691 |
636,547 |
+4,611 |
Jun11 |
110103 |
109~030 |
109~033 |
109~030 |
109~030 |
-0~003 |
0 |
25 |
+0 |
Sep11 |
110103 |
109~005 |
109~008 |
109~005 |
109~005 |
-0~003 |
|
|
|
Total Volume and Open Interest |
63,691 |
636,572 |
-7,797 |
Eurodollars(CME) |
Mar11 |
110103 |
99.635 |
99.645 |
99.625 |
99.635 |
unch |
54,158 |
1,148,641 |
+4,216 |
Jun11 |
110103 |
99.555 |
99.565 |
99.540 |
99.560 |
unch |
47,689 |
1,076,887 |
+4,147 |
Sep11 |
110103 |
99.445 |
99.455 |
99.410 |
99.445 |
unch |
65,613 |
894,790 |
-1,418 |
Dec11 |
110103 |
99.260 |
99.285 |
99.220 |
99.270 |
unch |
72,469 |
743,350 |
+1,514 |
Mar12 |
110103 |
99.045 |
99.070 |
98.995 |
99.050 |
unch |
99,270 |
821,815 |
+25,937 |
Jun12 |
110103 |
98.770 |
98.800 |
98.710 |
98.780 |
unch |
50,146 |
492,634 |
-1,937 |
Sep12 |
110103 |
98.490 |
98.525 |
98.420 |
98.500 |
-0.005 |
48,384 |
375,372 |
-2,872 |
Dec12 |
110103 |
98.220 |
98.240 |
98.115 |
98.210 |
-0.005 |
56,329 |
278,288 |
+8,577 |
Mar13 |
110103 |
97.940 |
97.955 |
97.820 |
97.930 |
-0.005 |
32,424 |
170,233 |
-1,413 |
Jun13 |
110103 |
97.650 |
97.665 |
97.530 |
97.640 |
-0.010 |
23,937 |
158,747 |
+3,836 |
Sep13 |
110103 |
97.385 |
97.395 |
97.255 |
97.370 |
-0.010 |
18,175 |
179,135 |
-1,002 |
Dec13 |
110103 |
97.105 |
97.130 |
96.990 |
97.100 |
-0.015 |
18,267 |
143,024 |
+547 |
Mar14 |
110103 |
96.875 |
96.895 |
96.760 |
96.870 |
-0.015 |
7,736 |
109,827 |
+111 |
Jun14 |
110103 |
96.640 |
96.665 |
96.530 |
96.640 |
-0.015 |
7,042 |
107,150 |
-148 |
Sep14 |
110103 |
96.420 |
96.450 |
96.310 |
96.420 |
-0.015 |
6,875 |
70,086 |
+76 |
Dec14 |
110103 |
96.205 |
96.235 |
96.095 |
96.205 |
-0.015 |
6,757 |
70,188 |
+738 |
Mar15 |
110103 |
96.025 |
96.055 |
95.915 |
96.025 |
-0.015 |
4,779 |
50,007 |
+381 |
Jun15 |
110103 |
4.105 |
4.140 |
3.995 |
4.110 |
-0.010 |
4,691 |
35,619 |
-277 |
Total Volume and Open Interest |
641,066 |
7,150,931 |
+40,801 |
30 Day Federal Funds(CBOT) |
Jan11 |
110103 |
99.820 |
99.820 |
99.817 |
99.820 |
unch |
749 |
68,266 |
+453 |
Feb11 |
110103 |
99.815 |
99.820 |
99.815 |
99.815 |
unch |
473 |
59,200 |
+259 |
Mar11 |
110103 |
99.815 |
99.820 |
99.815 |
99.815 |
unch |
2,111 |
40,736 |
+1,465 |
Apr11 |
110103 |
99.820 |
99.825 |
99.815 |
99.820 |
unch |
769 |
38,302 |
+523 |
May11 |
110103 |
99.815 |
99.820 |
99.815 |
99.815 |
unch |
646 |
51,707 |
+262 |
Jun11 |
110103 |
99.810 |
99.815 |
99.805 |
99.810 |
+0.005 |
1,125 |
28,311 |
+111 |
Total Volume and Open Interest |
19,377 |
586,701 |
+5,723 |
30 Day Fed Funds(e-CBOT) |
Jan11 |
090519 |
98.500 |
98.500 |
98.475 |
98.475 |
unch |
0 |
1,177 |
|
Feb11 |
090519 |
98.350 |
98.350 |
98.330 |
98.350 |
unch |
0 |
1,700 |
|
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 |
110103 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
979 |
+0 |
Jun11 |
110103 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
175 |
+0 |
Sep11 |
110103 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Dec11 |
110103 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
0 |
75 |
+0 |
Mar12 |
110103 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Jun12 |
110103 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Sep12 |
110103 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
Dec12 |
110103 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Mar13 |
110103 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun13 |
110103 |
99.455 |
99.455 |
99.455 |
99.455 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
1,229 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110103 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
2,059 |
+0 |
Jun11 |
110103 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,389 |
+0 |
Sep11 |
110103 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
1,064 |
+0 |
Dec11 |
110103 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
1,513 |
+0 |
Mar12 |
110103 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
305 |
+0 |
Jun12 |
110103 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
110103 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
310 |
+0 |
Dec12 |
110103 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
0 |
7,399 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar11 |
101230 |
140.13 |
140.69 |
139.92 |
140.61 |
+0.49 |
1,013 |
11,671 |
+364 |
Jun11 |
101230 |
138.52 |
138.52 |
138.52 |
138.52 |
+0.49 |
|
|
|
Sep11 |
101230 |
136.43 |
136.43 |
136.43 |
136.43 |
+0.49 |
|
|
|
Total Volume and Open Interest |
1,013 |
11,671 |
+364 |
Euro-Bund(EUREX) |
Mar11 |
110103 |
125.34 |
125.99 |
125.26 |
125.73 |
+0.42 |
271,214 |
904,609 |
-8,146 |
Jun11 |
110103 |
124.29 |
124.34 |
123.83 |
124.23 |
+0.37 |
5 |
564 |
+3 |
Sep11 |
110103 |
124.26 |
124.26 |
124.26 |
124.26 |
+0.42 |
|
|
|
Total Volume and Open Interest |
271,219 |
905,173 |
-8,143 |
Euro-Bobl(EUREX) |
Mar11 |
110103 |
118.90 |
119.23 |
118.81 |
119.02 |
+0.24 |
144,178 |
659,046 |
-14,460 |
Jun11 |
110103 |
117.50 |
117.55 |
117.50 |
117.55 |
+0.22 |
2 |
47 |
+0 |
Sep11 |
110103 |
117.55 |
117.55 |
117.55 |
117.55 |
+0.22 |
|
|
|
Total Volume and Open Interest |
144,180 |
659,093 |
-14,460 |
3-Mth Euribor(EUREX) |
Mar11 |
110103 |
98.975 |
98.980 |
98.975 |
98.975 |
+0.010 |
0 |
8,253 |
+0 |
Jun11 |
110103 |
98.890 |
98.890 |
98.890 |
98.890 |
+0.015 |
499 |
9,076 |
+0 |
Sep11 |
110103 |
98.805 |
98.805 |
98.800 |
98.805 |
+0.030 |
0 |
1,911 |
+0 |
Total Volume and Open Interest |
500 |
26,473 |
+0 |
Long Gilt(LIFFE) |
Mar11 |
101231 |
118~25 |
119~17 |
118~24 |
119~16 |
+0~24 |
49,139 |
237,786 |
+2,708 |
Jun11 |
101231 |
119~15 |
119~15 |
119~15 |
119~15 |
+0~24 |
|
|
|
Total Volume and Open Interest |
49,139 |
237,786 |
+2,708 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
101231 |
99.19 |
99.20 |
99.18 |
99.20 |
+0.01 |
28,084 |
286,842 |
-4,750 |
Jun11 |
101231 |
99.09 |
99.12 |
99.08 |
99.10 |
+0.02 |
29,930 |
252,878 |
+5,130 |
Sep11 |
101231 |
98.93 |
98.98 |
98.93 |
98.95 |
+0.03 |
28,866 |
226,266 |
+7,299 |
Dec11 |
101231 |
98.72 |
98.79 |
98.72 |
98.75 |
+0.05 |
35,375 |
255,509 |
+1,898 |
Mar12 |
101231 |
98.50 |
98.55 |
98.47 |
98.51 |
+0.06 |
33,009 |
234,999 |
+6,705 |
Jun12 |
101231 |
98.24 |
98.27 |
98.18 |
98.24 |
+0.08 |
18,518 |
138,478 |
+5,502 |
Total Volume and Open Interest |
201,803 |
1,749,912 |
+24,705 |
3-Mth Euribor(LIFFE) |
Mar11 |
110103 |
98.960 |
98.995 |
98.960 |
98.975 |
+0.005 |
26,211 |
539,404 |
-1,658 |
Jun11 |
110103 |
98.875 |
98.920 |
98.875 |
98.890 |
unch |
18,280 |
478,463 |
+4,000 |
Sep11 |
110103 |
98.785 |
98.830 |
98.785 |
98.805 |
+0.005 |
18,686 |
357,106 |
+5,157 |
Total Volume and Open Interest |
136,659 |
2,586,165 |
+5,259 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
101231 |
94.92 |
94.93 |
94.91 |
94.93 |
unch |
5,784 |
195,532 |
+1,001 |
Jun11 |
101231 |
94.79 |
94.81 |
94.77 |
94.81 |
+0.02 |
6,289 |
119,850 |
+58 |
Sep11 |
101231 |
94.62 |
94.65 |
94.58 |
94.65 |
+0.04 |
2,893 |
75,530 |
-460 |
Dec11 |
101231 |
94.46 |
94.51 |
94.44 |
94.51 |
+0.05 |
1,619 |
49,501 |
+1,027 |
Mar12 |
101231 |
94.36 |
94.42 |
94.35 |
94.42 |
+0.05 |
1,029 |
41,847 |
+715 |
Jun12 |
101231 |
94.29 |
94.38 |
94.29 |
94.37 |
+0.05 |
894 |
36,911 |
+572 |
Sep12 |
101231 |
94.31 |
94.31 |
94.31 |
94.31 |
+0.05 |
0 |
19,327 |
-2 |
Dec12 |
101231 |
94.22 |
94.25 |
94.22 |
94.25 |
+0.03 |
106 |
8,837 |
+1 |
Mar13 |
101231 |
94.17 |
94.22 |
94.17 |
94.22 |
+0.02 |
106 |
2,659 |
+106 |
Jun13 |
101231 |
94.18 |
94.18 |
94.18 |
94.18 |
+0.02 |
0 |
575 |
+0 |
Total Volume and Open Interest |
18,720 |
551,420 |
+3,018 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
101231 |
94.38 |
94.44 |
94.36 |
94.44 |
+0.06 |
10,127 |
346,406 |
+553 |
Jun11 |
101231 |
94.44 |
94.44 |
94.44 |
94.44 |
+0.06 |
|
|
|
Total Volume and Open Interest |
10,127 |
346,406 |
+553 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
101231 |
94.65 |
94.71 |
94.64 |
94.70 |
+0.04 |
36,332 |
379,771 |
-1,393 |
Jun11 |
101231 |
94.70 |
94.70 |
94.70 |
94.70 |
+0.04 |
|
|
|
Total Volume and Open Interest |
36,332 |
379,771 |
-1,393 |
Gold(CMX) |
Feb11 |
110103 |
1420.4 |
1424.4 |
1413.1 |
1422.9 |
+1.5 |
44,808 |
345,930 |
-1,034 |
Apr11 |
110103 |
1422.6 |
1426.3 |
1415.5 |
1425.1 |
+1.5 |
6,132 |
54,772 |
+3,029 |
Jun11 |
110103 |
1423.3 |
1428.5 |
1417.6 |
1427.2 |
+1.5 |
1,096 |
34,434 |
-151 |
Aug11 |
110103 |
1424.2 |
1429.5 |
1419.5 |
1429.2 |
+1.5 |
475 |
16,148 |
-74 |
Oct11 |
110103 |
1429.0 |
1431.3 |
1429.0 |
1431.3 |
+1.5 |
163 |
12,444 |
+6 |
Dec11 |
110103 |
1429.7 |
1434.1 |
1425.0 |
1433.6 |
+1.5 |
619 |
26,594 |
-194 |
Feb12 |
110103 |
1436.1 |
1436.1 |
1427.6 |
1436.1 |
+1.5 |
0 |
6,604 |
+0 |
Apr12 |
110103 |
1438.9 |
1438.9 |
1438.9 |
1438.9 |
+1.6 |
100 |
5,413 |
+100 |
Jun12 |
110103 |
1441.9 |
1442.0 |
1441.9 |
1441.9 |
+1.4 |
140 |
12,422 |
+70 |
Aug12 |
110103 |
1445.4 |
1445.4 |
1445.4 |
1445.4 |
+1.5 |
45 |
6,066 |
-20 |
Oct12 |
110103 |
1449.3 |
1449.4 |
1449.3 |
1449.3 |
+1.5 |
0 |
1,216 |
+0 |
Dec12 |
110103 |
1453.8 |
1453.8 |
1447.0 |
1453.6 |
+1.5 |
115 |
13,896 |
+50 |
Total Volume and Open Interest |
53,980 |
585,114 |
+1,669 |
Silver(CMX) |
Mar11 |
110103 |
3093.0 |
3127.5 |
3050.0 |
3112.5 |
+18.8 |
15,992 |
78,281 |
-530 |
May11 |
110103 |
3087.0 |
3127.0 |
3057.0 |
3117.9 |
+18.8 |
1,556 |
12,942 |
+66 |
Jul11 |
110103 |
3101.0 |
3137.0 |
3065.5 |
3122.9 |
+18.9 |
196 |
9,675 |
+77 |
Sep11 |
110103 |
3096.0 |
3127.7 |
3092.0 |
3127.7 |
+19.0 |
43 |
6,085 |
-18 |
Dec11 |
110103 |
3103.0 |
3136.0 |
3085.0 |
3134.9 |
+19.1 |
185 |
12,729 |
+64 |
Mar12 |
110103 |
3141.1 |
3141.1 |
3141.1 |
3141.1 |
+19.1 |
30 |
374 |
+0 |
May12 |
110103 |
3145.3 |
3145.3 |
3145.3 |
3145.3 |
+19.1 |
0 |
540 |
+0 |
Total Volume and Open Interest |
18,664 |
135,970 |
-305 |
Platinum(NYMEX) |
Jan11 |
110103 |
1774.0 |
1784.4 |
1774.0 |
1781.1 |
+7.8 |
140 |
485 |
-188 |
Apr11 |
110103 |
1780.0 |
1792.8 |
1766.5 |
1786.4 |
+8.2 |
2,953 |
37,967 |
+526 |
Jul11 |
110103 |
1783.2 |
1791.2 |
1776.5 |
1791.2 |
+8.2 |
35 |
624 |
-2 |
Oct11 |
110103 |
1795.0 |
1795.0 |
1791.2 |
1791.2 |
+8.2 |
8 |
14 |
+8 |
Total Volume and Open Interest |
3,139 |
39,093 |
+345 |
Palladium(NYMEX) |
Mar11 |
110103 |
803.30 |
808.90 |
791.25 |
800.40 |
-2.90 |
1,091 |
22,341 |
-10 |
Jun11 |
110103 |
798.60 |
806.70 |
798.60 |
801.50 |
-2.90 |
9 |
485 |
+4 |
Sep11 |
110103 |
800.00 |
800.00 |
800.00 |
800.00 |
-2.90 |
0 |
12 |
+0 |
Total Volume and Open Interest |
1,107 |
22,849 |
-19 |
Copper(CMX) |
Mar11 |
110103 |
445.50 |
449.80 |
442.00 |
445.75 |
+1.05 |
12,115 |
117,825 |
-460 |
May11 |
110103 |
445.00 |
449.00 |
441.40 |
445.00 |
+1.05 |
1,274 |
26,949 |
-266 |
Jul11 |
110103 |
443.60 |
444.35 |
442.20 |
443.40 |
+1.10 |
463 |
7,628 |
+222 |
Sep11 |
110103 |
439.85 |
442.65 |
439.45 |
441.75 |
+1.10 |
95 |
5,439 |
-17 |
Dec11 |
110103 |
439.55 |
442.00 |
436.25 |
438.80 |
+1.10 |
14 |
3,314 |
+6 |
Total Volume and Open Interest |
14,158 |
166,818 |
-654 |
DJIA Index(CBOT) |
Mar11 |
110103 |
11549 |
11653 |
11549 |
11585 |
+72 |
301 |
6,425 |
+15 |
Jun11 |
110103 |
11522 |
11522 |
11448 |
11522 |
+74 |
|
|
|
Sep11 |
110103 |
11465 |
11465 |
11393 |
11465 |
+72 |
|
|
|
Dec11 |
110103 |
11410 |
11410 |
11338 |
11410 |
+72 |
|
|
|
Total Volume and Open Interest |
301 |
6,425 |
+15 |
S & P 500(CME) |
Mar11 |
110103 |
1256.30 |
1272.00 |
1255.90 |
1265.30 |
+12.30 |
11,165 |
268,844 |
-206 |
Jun11 |
110103 |
1259.00 |
1266.90 |
1259.00 |
1260.20 |
+12.30 |
160 |
3,841 |
-96 |
Sep11 |
110103 |
1256.50 |
1263.50 |
1255.40 |
1255.40 |
+12.30 |
210 |
2,264 |
+110 |
Dec11 |
110103 |
1250.80 |
1257.80 |
1250.80 |
1250.80 |
+12.00 |
0 |
350 |
+0 |
Total Volume and Open Interest |
11,535 |
275,299 |
-192 |
S & P 500 E-Mini(Globex) |
Mar11 |
110103 |
1256.00 |
1272.50 |
1255.25 |
1265.25 |
+12.25 |
667,046 |
2,478,376 |
+9,055 |
Jun11 |
110103 |
1250.75 |
1267.00 |
1250.75 |
1260.25 |
+12.25 |
128 |
2,894 |
+31 |
Total Volume and Open Interest |
667,176 |
2,481,373 |
+9,087 |
NASDAQ 100(CME) |
Mar11 |
110103 |
2221.80 |
2267.00 |
2219.80 |
2250.50 |
+34.50 |
967 |
9,872 |
+190 |
Jun11 |
110103 |
2247.30 |
2260.00 |
2247.30 |
2247.30 |
+34.50 |
|
|
|
Sep11 |
110103 |
2244.80 |
2245.30 |
2244.80 |
2244.80 |
+34.50 |
|
|
|
Total Volume and Open Interest |
967 |
9,872 |
+190 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110103 |
2220.00 |
2267.80 |
2219.30 |
2250.50 |
+34.50 |
100,071 |
328,097 |
-2,865 |
Jun11 |
110103 |
2220.00 |
2263.00 |
2219.30 |
2247.30 |
+34.50 |
90 |
147 |
+45 |
Total Volume and Open Interest |
100,161 |
328,249 |
-2,820 |
S & P Midcap 400(CME) |
Mar11 |
110103 |
912.50 |
923.00 |
909.00 |
915.90 |
+10.60 |
3 |
1,410 |
-10 |
Jun11 |
110103 |
913.50 |
913.50 |
912.80 |
913.50 |
+10.60 |
|
|
|
Sep11 |
110103 |
911.70 |
912.00 |
911.70 |
911.70 |
+9.60 |
|
|
|
Total Volume and Open Interest |
3 |
1,410 |
-10 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110103 |
10230 |
10390 |
10230 |
10365 |
+135 |
1,352 |
37,767 |
-479 |
Jun11 |
110103 |
10345 |
10345 |
10210 |
10345 |
+135 |
0 |
3 |
+0 |
Total Volume and Open Interest |
1,352 |
37,770 |
-479 |
Nikkei 225(SGX) |
Mar11 |
101230 |
10340 |
10360 |
10185 |
10210 |
-130 |
47,593 |
199,163 |
-4,905 |
Jun11 |
101230 |
10185 |
10185 |
10135 |
10135 |
-135 |
20 |
2,669 |
+17 |
Sep11 |
101230 |
10135 |
10135 |
10135 |
10135 |
-135 |
|
|
|
Total Volume and Open Interest |
47,617 |
217,056 |
-4,439 |
CAC 40(EURONEXT) |
Jan11 |
110103 |
3845.0 |
3908.5 |
3835.5 |
3902.5 |
+93.0 |
22,356 |
352,570 |
-9,192 |
Feb11 |
110103 |
3853.5 |
3910.0 |
3853.5 |
3904.0 |
+93.0 |
43 |
242 |
+15 |
Mar11 |
110103 |
3864.0 |
3906.5 |
3847.0 |
3905.0 |
+92.0 |
168 |
43,504 |
+96 |
Total Volume and Open Interest |
22,567 |
396,351 |
-9,081 |
Hang Seng Index(HKFE) |
Jan11 |
110103 |
23180 |
23475 |
23063 |
23386 |
+366 |
24,699 |
87,625 |
+5,748 |
Feb11 |
110103 |
23150 |
23460 |
23071 |
23392 |
+367 |
144 |
223 |
|
Mar11 |
110103 |
23163 |
23432 |
23025 |
23344 |
+334 |
128 |
5,736 |
+93 |
Total Volume and Open Interest |
24,993 |
94,827 |
+6,011 |
DAX(EUREX) |
Mar11 |
110103 |
7001.5 |
7042.5 |
6977.0 |
6998.0 |
+71.0 |
45,468 |
194,912 |
+206 |
Jun11 |
110103 |
7029.0 |
7058.0 |
7008.0 |
7021.0 |
+71.0 |
565 |
11,070 |
+5 |
Sep11 |
110103 |
7030.0 |
7074.0 |
7030.0 |
7038.0 |
+69.5 |
62 |
14 |
+1 |
Total Volume and Open Interest |
46,095 |
205,996 |
+212 |
FT-SE 100(EURONEXT) |
Mar11 |
101231 |
5923.00 |
5948.00 |
5875.00 |
5893.00 |
-38.00 |
44,239 |
652,415 |
-675 |
Jun11 |
101231 |
5896.00 |
5896.00 |
5850.00 |
5850.00 |
-38.00 |
20 |
1,258 |
+15 |
Sep11 |
101231 |
5818.50 |
5818.50 |
5818.50 |
5818.50 |
-37.00 |
30 |
40 |
+20 |
Total Volume and Open Interest |
44,289 |
653,713 |
-640 |
SPI 200(SFE) |
Mar11 |
101231 |
4800.0 |
4800.0 |
4681.0 |
4730.0 |
-66.0 |
11,797 |
193,565 |
+1,049 |
Jun11 |
101231 |
4800.0 |
4800.0 |
4756.0 |
4756.0 |
-67.0 |
2 |
2,960 |
+1 |
Sep11 |
101231 |
4747.0 |
4747.0 |
4747.0 |
4747.0 |
-67.0 |
0 |
1,826 |
+0 |
Total Volume and Open Interest |
11,799 |
199,842 |
+1,050 |
GSCI(CME) |
Jan11 |
110103 |
638.50 |
642.00 |
636.00 |
636.25 |
+2.25 |
327 |
14,642 |
-139 |
Feb11 |
110103 |
642.00 |
649.00 |
639.50 |
639.75 |
+2.25 |
0 |
1 |
+0 |
Mar11 |
110103 |
641.50 |
646.50 |
641.50 |
641.50 |
+2.00 |
|
|
|
Total Volume and Open Interest |
327 |
14,643 |
-139 |
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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