|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue January 04, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
110104 |
1369.50 |
1381.75 |
1350.25 |
1361.00 |
-9.25 |
9,249 |
15,020 |
-2,789 |
Mar11 |
110104 |
1378.25 |
1390.50 |
1357.50 |
1369.50 |
-9.50 |
93,436 |
306,330 |
-3,062 |
May11 |
110104 |
1385.75 |
1398.00 |
1365.50 |
1377.00 |
-10.00 |
17,194 |
85,844 |
+14 |
Jul11 |
110104 |
1389.25 |
1398.75 |
1369.50 |
1379.75 |
-10.50 |
13,681 |
74,295 |
-187 |
Aug11 |
110104 |
1364.00 |
1369.00 |
1345.00 |
1353.25 |
-10.75 |
181 |
2,302 |
+52 |
Sep11 |
110104 |
1326.00 |
1334.50 |
1306.25 |
1313.75 |
-14.00 |
93 |
2,632 |
-71 |
Nov11 |
110104 |
1291.75 |
1302.25 |
1268.75 |
1277.50 |
-16.75 |
9,633 |
118,385 |
+1,931 |
Total Volume and Open Interest |
144,306 |
625,586 |
-3,814 |
Soybean Meal(CBOT) |
Jan11 |
110104 |
364.00 |
365.80 |
360.00 |
364.70 |
-1.00 |
6,277 |
3,277 |
-678 |
Mar11 |
110104 |
368.00 |
369.80 |
363.20 |
367.80 |
-1.20 |
36,731 |
95,925 |
+33 |
May11 |
110104 |
369.70 |
370.80 |
364.90 |
369.40 |
-0.90 |
6,621 |
28,144 |
-549 |
Jul11 |
110104 |
370.80 |
371.00 |
365.80 |
369.90 |
-1.20 |
5,129 |
22,652 |
-154 |
Aug11 |
110104 |
360.20 |
361.50 |
356.80 |
360.00 |
-1.50 |
691 |
6,361 |
-8 |
Sep11 |
110104 |
348.10 |
348.90 |
346.20 |
348.90 |
-1.80 |
850 |
5,609 |
-167 |
Oct11 |
110104 |
336.00 |
336.00 |
329.10 |
333.00 |
-3.20 |
591 |
5,122 |
+65 |
Dec11 |
110104 |
332.90 |
333.50 |
326.40 |
330.50 |
-3.20 |
873 |
20,405 |
+42 |
Total Volume and Open Interest |
57,826 |
190,367 |
-1,392 |
Soybean Oil(CBOT) |
Jan11 |
110104 |
57.08 |
57.67 |
55.77 |
56.33 |
-0.76 |
7,942 |
5,910 |
-1,613 |
Mar11 |
110104 |
57.65 |
58.33 |
56.32 |
56.85 |
-0.85 |
48,263 |
204,070 |
+1,391 |
May11 |
110104 |
58.19 |
58.72 |
56.75 |
57.28 |
-0.82 |
11,281 |
56,504 |
+557 |
Jul11 |
110104 |
58.36 |
58.77 |
56.92 |
57.45 |
-0.77 |
5,184 |
47,491 |
+365 |
Aug11 |
110104 |
58.59 |
58.59 |
57.10 |
57.39 |
-0.73 |
505 |
4,904 |
-51 |
Sep11 |
110104 |
58.04 |
58.04 |
57.00 |
57.29 |
-0.71 |
352 |
5,770 |
+38 |
Oct11 |
110104 |
56.93 |
57.73 |
56.52 |
57.08 |
-0.65 |
744 |
7,816 |
+246 |
Dec11 |
110104 |
57.92 |
58.24 |
56.38 |
57.03 |
-0.62 |
1,664 |
26,080 |
+519 |
Total Volume and Open Interest |
75,939 |
359,486 |
+1,444 |
Canola(WCE) |
Jan11 |
110104 |
579.5 |
585.4 |
569.0 |
580.8 |
-3.0 |
1,886 |
871 |
-542 |
Mar11 |
110104 |
586.0 |
591.6 |
576.1 |
585.8 |
-3.5 |
4,227 |
124,678 |
+861 |
May11 |
110104 |
591.3 |
595.7 |
580.6 |
590.6 |
-2.9 |
659 |
10,789 |
-29 |
Jul11 |
110104 |
585.0 |
592.5 |
581.0 |
591.0 |
-1.5 |
100 |
16,947 |
+7 |
Nov11 |
110104 |
531.9 |
533.0 |
526.2 |
530.9 |
-1.1 |
828 |
37,204 |
+38 |
Total Volume and Open Interest |
7,701 |
193,397 |
+287 |
Corn(CBOT) |
Mar11 |
110104 |
620.00 |
623.50 |
603.25 |
608.50 |
-12.00 |
122,199 |
729,612 |
-4,699 |
May11 |
110104 |
628.00 |
631.00 |
611.25 |
616.75 |
-11.75 |
24,676 |
208,801 |
+1,122 |
Jul11 |
110104 |
631.50 |
634.25 |
615.00 |
620.75 |
-11.25 |
22,367 |
230,978 |
+2,045 |
Sep11 |
110104 |
585.00 |
586.00 |
568.00 |
576.00 |
-9.00 |
3,389 |
43,199 |
+461 |
Dec11 |
110104 |
552.00 |
554.25 |
536.00 |
543.50 |
-9.00 |
24,383 |
272,867 |
+3,587 |
Mar12 |
110104 |
559.75 |
561.00 |
544.25 |
551.75 |
-8.50 |
1,897 |
21,377 |
+232 |
Total Volume and Open Interest |
201,555 |
1,552,175 |
+2,947 |
Wheat(CBOT) |
Mar11 |
110104 |
803.50 |
808.75 |
783.25 |
789.25 |
-16.25 |
41,582 |
230,938 |
+4,597 |
May11 |
110104 |
828.00 |
834.00 |
810.25 |
816.25 |
-14.25 |
8,048 |
68,213 |
+1,696 |
Jul11 |
110104 |
839.25 |
843.25 |
821.50 |
827.25 |
-13.00 |
6,241 |
107,740 |
+866 |
Sep11 |
110104 |
854.00 |
855.00 |
837.25 |
841.25 |
-11.75 |
838 |
19,396 |
+202 |
Dec11 |
110104 |
865.75 |
866.50 |
847.50 |
855.00 |
-9.75 |
2,648 |
58,142 |
+338 |
Total Volume and Open Interest |
59,684 |
499,307 |
+7,772 |
Wheat(KCBT) |
Mar11 |
110104 |
859.75 |
864.50 |
844.00 |
849.25 |
-13.75 |
13,215 |
112,330 |
+285 |
May11 |
110104 |
868.75 |
872.75 |
854.50 |
858.25 |
-13.50 |
2,119 |
28,544 |
+366 |
Jul11 |
110104 |
876.00 |
877.00 |
858.75 |
864.25 |
-12.00 |
2,047 |
53,589 |
+114 |
Sep11 |
110104 |
883.00 |
884.75 |
866.25 |
872.75 |
-11.00 |
331 |
13,656 |
+33 |
Dec11 |
110104 |
884.00 |
890.50 |
873.75 |
880.25 |
-9.75 |
244 |
10,595 |
+45 |
Total Volume and Open Interest |
18,028 |
220,969 |
+874 |
Wheat(MGE) |
Mar11 |
110104 |
887.50 |
890.00 |
873.00 |
876.25 |
-12.75 |
3,164 |
28,814 |
+219 |
May11 |
110104 |
897.00 |
897.00 |
881.25 |
884.25 |
-12.75 |
660 |
12,652 |
-43 |
Jul11 |
110104 |
897.50 |
898.25 |
882.25 |
885.25 |
-12.25 |
796 |
9,852 |
+619 |
Sep11 |
110104 |
888.00 |
890.00 |
875.50 |
877.25 |
-11.50 |
355 |
9,527 |
+150 |
Dec11 |
110104 |
893.75 |
895.00 |
878.25 |
881.50 |
-12.75 |
306 |
8,324 |
+117 |
Total Volume and Open Interest |
5,323 |
70,583 |
+1,101 |
Oats(CBOT) |
Mar11 |
110104 |
397.50 |
401.00 |
385.25 |
393.75 |
-4.25 |
500 |
9,866 |
+0 |
May11 |
110104 |
403.00 |
404.00 |
394.50 |
398.00 |
-4.50 |
72 |
740 |
+51 |
Jul11 |
110104 |
400.00 |
403.50 |
392.00 |
395.00 |
-8.50 |
49 |
385 |
+30 |
Sep11 |
110104 |
356.00 |
357.50 |
355.00 |
357.00 |
+2.00 |
37 |
57 |
+18 |
Total Volume and Open Interest |
885 |
12,368 |
+325 |
Rough Rice(CBOT) |
Jan11 |
110104 |
14.19 |
14.24 |
13.86 |
13.89 |
-0.30 |
86 |
421 |
-554 |
Mar11 |
110104 |
14.41 |
14.55 |
14.10 |
14.15 |
-0.34 |
1,372 |
13,802 |
+272 |
May11 |
110104 |
14.77 |
14.82 |
14.42 |
14.43 |
-0.34 |
78 |
1,795 |
+33 |
Jul11 |
110104 |
14.74 |
14.79 |
14.70 |
14.70 |
-0.32 |
4 |
1,670 |
+1 |
Total Volume and Open Interest |
1,774 |
18,791 |
-67 |
Live Cattle(CME) |
Feb11 |
110104 |
107.180 |
107.180 |
106.000 |
106.180 |
-0.800 |
20,818 |
144,827 |
-1,587 |
Apr11 |
110104 |
110.950 |
111.000 |
109.950 |
110.285 |
-0.665 |
9,726 |
94,316 |
+1,738 |
Jun11 |
110104 |
108.200 |
108.430 |
107.600 |
108.135 |
-0.345 |
7,078 |
50,175 |
+1,103 |
Aug11 |
110104 |
108.680 |
108.785 |
107.830 |
108.350 |
-0.535 |
1,290 |
18,556 |
+390 |
Oct11 |
110104 |
110.950 |
111.080 |
110.150 |
110.480 |
-0.700 |
647 |
10,982 |
-69 |
Dec11 |
110104 |
112.000 |
112.080 |
111.250 |
111.580 |
-0.870 |
257 |
8,158 |
-63 |
Total Volume and Open Interest |
39,922 |
328,302 |
+1,584 |
Feeder Cattle(CME) |
Jan11 |
110104 |
121.300 |
121.300 |
120.650 |
121.000 |
-0.250 |
497 |
5,605 |
-218 |
Mar11 |
110104 |
123.135 |
123.135 |
122.350 |
122.400 |
-0.635 |
1,895 |
23,729 |
+267 |
Apr11 |
110104 |
123.730 |
123.885 |
123.135 |
123.400 |
-0.385 |
408 |
5,407 |
+41 |
May11 |
110104 |
123.885 |
124.035 |
123.330 |
123.600 |
-0.580 |
553 |
6,742 |
+84 |
Aug11 |
110104 |
125.000 |
125.000 |
124.080 |
124.450 |
-0.650 |
229 |
6,600 |
+59 |
Sep11 |
110104 |
124.650 |
124.650 |
123.650 |
124.300 |
-0.700 |
37 |
587 |
+9 |
Oct11 |
110104 |
124.250 |
124.300 |
123.650 |
124.300 |
-0.700 |
13 |
211 |
+13 |
Total Volume and Open Interest |
3,639 |
48,982 |
+260 |
Lean Hogs(CME) |
Feb11 |
110104 |
78.000 |
78.385 |
77.250 |
77.300 |
-0.675 |
15,626 |
79,865 |
-2,034 |
Apr11 |
110104 |
82.385 |
82.830 |
81.700 |
81.885 |
-0.665 |
6,217 |
56,988 |
+713 |
May11 |
110104 |
90.100 |
90.100 |
89.350 |
89.850 |
-0.150 |
136 |
1,781 |
-33 |
Jun11 |
110104 |
92.180 |
92.550 |
91.500 |
91.650 |
-0.530 |
2,531 |
36,785 |
+375 |
Jul11 |
110104 |
91.550 |
91.700 |
91.150 |
91.450 |
-0.130 |
833 |
8,993 |
-41 |
Aug11 |
110104 |
90.980 |
91.500 |
90.830 |
91.450 |
+0.270 |
506 |
10,361 |
+154 |
Oct11 |
110104 |
81.250 |
81.900 |
81.250 |
81.900 |
-0.280 |
207 |
7,261 |
-6 |
Dec11 |
110104 |
78.135 |
78.300 |
77.885 |
78.250 |
-0.200 |
80 |
3,198 |
-34 |
Total Volume and Open Interest |
26,167 |
206,178 |
-911 |
Class III Milk(CME) |
Jan11 |
110104 |
13.20 |
13.21 |
13.15 |
13.18 |
-0.01 |
194 |
4,961 |
+86 |
Feb11 |
110104 |
13.65 |
13.79 |
13.61 |
13.69 |
+0.04 |
341 |
5,261 |
+217 |
Mar11 |
110104 |
14.06 |
14.15 |
14.00 |
14.07 |
-0.01 |
269 |
3,700 |
+90 |
Apr11 |
110104 |
14.56 |
14.66 |
14.56 |
14.61 |
+0.01 |
72 |
2,732 |
+15 |
May11 |
110104 |
14.75 |
14.90 |
14.75 |
14.78 |
-0.01 |
74 |
2,484 |
+25 |
Total Volume and Open Interest |
1,174 |
29,250 |
+501 |
Cocoa(ICE) |
Mar11 |
110104 |
3027 |
3035 |
2906 |
2932 |
-103 |
5,519 |
69,489 |
-607 |
May11 |
110104 |
3055 |
3055 |
2927 |
2953 |
-99 |
1,008 |
22,782 |
+93 |
Jul11 |
110104 |
3035 |
3052 |
2945 |
2967 |
-97 |
186 |
12,588 |
+19 |
Sep11 |
110104 |
3050 |
3069 |
2958 |
2980 |
-96 |
126 |
7,391 |
-5 |
Dec11 |
110104 |
3066 |
3088 |
2975 |
2998 |
-95 |
419 |
13,273 |
+846 |
Mar12 |
110104 |
3145 |
3146 |
3051 |
3070 |
-95 |
104 |
10,927 |
+83 |
May12 |
110104 |
3115 |
3115 |
3063 |
3065 |
-94 |
83 |
4,595 |
+25 |
Total Volume and Open Interest |
7,447 |
142,930 |
+454 |
Coffee "C"(ICE) |
Mar11 |
110104 |
239.00 |
240.50 |
232.00 |
234.95 |
-5.55 |
4,661 |
90,662 |
+996 |
May11 |
110104 |
241.25 |
241.95 |
233.75 |
236.55 |
-5.25 |
994 |
27,628 |
+181 |
Jul11 |
110104 |
240.40 |
240.40 |
233.20 |
236.05 |
-4.60 |
144 |
10,153 |
+6 |
Sep11 |
110104 |
234.90 |
236.00 |
229.90 |
232.65 |
-4.30 |
59 |
4,507 |
-8 |
Dec11 |
110104 |
229.70 |
230.25 |
225.50 |
228.15 |
-3.30 |
66 |
6,979 |
-31 |
Mar12 |
110104 |
223.10 |
223.10 |
223.10 |
223.10 |
-2.70 |
34 |
715 |
+4 |
Total Volume and Open Interest |
5,970 |
141,306 |
+1,136 |
Orange Juice(ICE) |
Jan11 |
110104 |
185.00 |
187.00 |
177.20 |
177.55 |
-2.75 |
148 |
1,416 |
-6 |
Mar11 |
110104 |
173.65 |
180.80 |
168.80 |
169.25 |
-2.55 |
2,532 |
21,418 |
+275 |
May11 |
110104 |
175.00 |
180.00 |
169.85 |
170.15 |
-2.95 |
707 |
5,265 |
+482 |
Jul11 |
110104 |
178.65 |
178.65 |
170.25 |
170.50 |
-3.40 |
4 |
2,476 |
-1 |
Sep11 |
110104 |
171.45 |
171.45 |
171.45 |
171.45 |
-3.55 |
0 |
457 |
+0 |
Nov11 |
110104 |
177.00 |
177.00 |
172.00 |
172.40 |
-3.65 |
2 |
557 |
+1 |
Total Volume and Open Interest |
3,393 |
31,612 |
+751 |
Sugar #11(ICE) |
Mar11 |
110104 |
32.27 |
33.45 |
30.35 |
31.00 |
-1.12 |
68,588 |
233,496 |
-3,531 |
May11 |
110104 |
29.55 |
30.25 |
27.59 |
28.30 |
-1.02 |
29,793 |
116,384 |
+38 |
Jul11 |
110104 |
26.36 |
26.79 |
24.59 |
25.45 |
-0.75 |
17,012 |
105,037 |
-451 |
Oct11 |
110104 |
24.54 |
24.90 |
22.80 |
23.62 |
-0.84 |
7,557 |
60,668 |
+803 |
Mar12 |
110104 |
23.78 |
23.95 |
21.96 |
22.71 |
-1.05 |
4,205 |
47,729 |
+465 |
Total Volume and Open Interest |
130,320 |
611,158 |
-2,218 |
London Cocoa(LCE) |
Mar11 |
110104 |
2026 |
2036 |
1950 |
1962 |
-55 |
5,325 |
64,392 |
-195 |
May11 |
110104 |
2035 |
2042 |
1962 |
1975 |
-54 |
3,127 |
24,359 |
+2,219 |
Jul11 |
110104 |
2049 |
2061 |
1979 |
1989 |
-55 |
163 |
21,257 |
+2 |
Sep11 |
110104 |
2055 |
2055 |
1983 |
1998 |
-52 |
10 |
13,889 |
-11 |
Dec11 |
110104 |
2072 |
2072 |
1998 |
2008 |
-52 |
426 |
22,011 |
+197 |
Mar12 |
110104 |
2079 |
2079 |
2004 |
2019 |
-54 |
2,240 |
19,565 |
+1,009 |
May12 |
110104 |
2046 |
2047 |
2022 |
2022 |
-56 |
23 |
3,508 |
+0 |
Total Volume and Open Interest |
11,314 |
169,405 |
+3,221 |
London Sugar(LCE) |
Mar11 |
110104 |
788.50 |
808.10 |
750.00 |
760.80 |
-16.70 |
1,409 |
27,190 |
-539 |
May11 |
110104 |
758.90 |
776.70 |
719.50 |
732.20 |
-14.30 |
346 |
10,151 |
-69 |
Aug11 |
110104 |
690.10 |
705.10 |
658.10 |
670.00 |
-8.60 |
164 |
7,603 |
+63 |
Oct11 |
110104 |
645.50 |
648.80 |
608.00 |
613.50 |
-19.80 |
39 |
2,392 |
-28 |
Dec11 |
110104 |
619.60 |
631.30 |
581.20 |
593.50 |
-21.30 |
0 |
931 |
+0 |
Total Volume and Open Interest |
1,958 |
48,871 |
-573 |
Cotton(ICE) |
Mar11 |
110104 |
141.25 |
145.00 |
139.80 |
143.78 |
+1.58 |
6,879 |
102,718 |
-719 |
May11 |
110104 |
136.30 |
138.97 |
134.50 |
137.89 |
+1.59 |
2,048 |
23,479 |
+754 |
Jul11 |
110104 |
128.00 |
130.72 |
126.52 |
129.49 |
+0.65 |
1,355 |
31,140 |
+54 |
Oct11 |
110104 |
110.41 |
111.95 |
110.41 |
111.95 |
+1.35 |
3 |
173 |
-4 |
Dec11 |
110104 |
99.80 |
100.25 |
98.60 |
99.51 |
-0.68 |
1,385 |
47,342 |
+552 |
Mar12 |
110104 |
94.10 |
95.34 |
94.10 |
94.42 |
-0.87 |
31 |
1,035 |
-1 |
Total Volume and Open Interest |
11,701 |
207,460 |
+636 |
Lumber(CME) |
Jan11 |
110104 |
314.7 |
326.9 |
302.8 |
305.0 |
-8.0 |
180 |
1,066 |
-135 |
Mar11 |
110104 |
334.1 |
340.0 |
320.1 |
320.1 |
-9.9 |
688 |
7,120 |
-7 |
May11 |
110104 |
344.0 |
352.6 |
332.7 |
335.9 |
-6.7 |
203 |
2,304 |
+59 |
Jul11 |
110104 |
342.8 |
352.1 |
332.2 |
337.5 |
-4.6 |
51 |
813 |
+26 |
Total Volume and Open Interest |
1,126 |
11,439 |
-56 |
Crude Oil(NYM) |
Feb11 |
110104 |
91.50 |
92.07 |
88.36 |
89.38 |
-2.17 |
225,189 |
315,022 |
+3,284 |
Mar11 |
110104 |
92.49 |
92.95 |
89.41 |
90.42 |
-2.01 |
77,594 |
210,607 |
+8,577 |
Apr11 |
110104 |
93.23 |
93.66 |
90.35 |
91.32 |
-1.82 |
35,205 |
92,486 |
+1,939 |
May11 |
110104 |
93.95 |
94.26 |
91.10 |
92.07 |
-1.65 |
22,850 |
63,396 |
+2,151 |
Jun11 |
110104 |
94.35 |
94.65 |
91.64 |
92.63 |
-1.50 |
29,476 |
92,954 |
+260 |
Jul11 |
110104 |
94.53 |
94.81 |
92.12 |
93.06 |
-1.39 |
7,387 |
45,304 |
+964 |
Aug11 |
110104 |
94.80 |
95.15 |
92.48 |
93.33 |
-1.32 |
3,729 |
25,550 |
+1,207 |
Sep11 |
110104 |
95.00 |
95.30 |
92.74 |
93.51 |
-1.26 |
3,020 |
26,803 |
+311 |
Oct11 |
110104 |
94.53 |
94.54 |
92.92 |
93.62 |
-1.22 |
2,309 |
18,666 |
+56 |
Nov11 |
110104 |
95.36 |
95.37 |
93.10 |
93.71 |
-1.18 |
2,406 |
21,450 |
+227 |
Dec11 |
110104 |
95.10 |
95.50 |
92.87 |
93.79 |
-1.13 |
27,770 |
157,204 |
+3,186 |
Jan12 |
110104 |
93.75 |
93.75 |
93.75 |
93.75 |
-1.08 |
1,208 |
28,859 |
+188 |
Feb12 |
110104 |
93.67 |
93.67 |
93.67 |
93.67 |
-1.03 |
650 |
8,536 |
+229 |
Mar12 |
110104 |
93.58 |
93.58 |
93.58 |
93.58 |
-0.98 |
316 |
10,774 |
+144 |
Apr12 |
110104 |
93.50 |
93.50 |
93.50 |
93.50 |
-0.94 |
192 |
4,796 |
+121 |
May12 |
110104 |
93.41 |
93.41 |
93.41 |
93.41 |
-0.92 |
170 |
5,809 |
+106 |
Total Volume and Open Interest |
459,184 |
1,455,898 |
+25,743 |
e-miNY Crude Oil(NYM) |
Jan11 |
101217 |
87.925 |
88.500 |
87.025 |
88.025 |
+0.325 |
5,348 |
3,079 |
-457 |
Feb11 |
110104 |
91.475 |
92.075 |
88.350 |
89.375 |
-2.000 |
5,562 |
4,653 |
+276 |
Mar11 |
110104 |
92.475 |
92.925 |
89.375 |
90.425 |
-2.000 |
1,119 |
2,073 |
+140 |
Apr11 |
110104 |
93.200 |
93.500 |
90.475 |
91.325 |
-1.825 |
56 |
111 |
+18 |
May11 |
110104 |
91.925 |
92.075 |
91.925 |
92.075 |
-1.650 |
0 |
19 |
+0 |
Jun11 |
110104 |
92.625 |
92.625 |
92.625 |
92.625 |
-1.500 |
0 |
46 |
+0 |
Jul11 |
110104 |
94.250 |
94.250 |
93.050 |
93.050 |
-1.400 |
1 |
12 |
+1 |
Aug11 |
110104 |
94.875 |
95.225 |
92.925 |
93.325 |
-1.325 |
0 |
9 |
+0 |
Sep11 |
110104 |
93.500 |
93.500 |
93.500 |
93.500 |
-1.275 |
0 |
1 |
+0 |
Oct11 |
110104 |
93.625 |
93.625 |
93.625 |
93.625 |
-1.225 |
40 |
41 |
+40 |
Total Volume and Open Interest |
8,273 |
7,220 |
+213 |
Heating Oil(NYM) |
Feb11 |
110104 |
255.50 |
257.23 |
248.35 |
250.65 |
-4.63 |
41,036 |
108,958 |
+2,658 |
Mar11 |
110104 |
256.49 |
257.81 |
249.35 |
251.65 |
-4.20 |
10,871 |
58,425 |
+768 |
Apr11 |
110104 |
255.60 |
256.87 |
249.14 |
251.53 |
-3.86 |
4,312 |
28,287 |
-285 |
May11 |
110104 |
255.70 |
256.78 |
249.00 |
251.40 |
-3.57 |
2,250 |
18,307 |
+369 |
Jun11 |
110104 |
256.54 |
256.97 |
249.50 |
251.94 |
-3.34 |
3,286 |
34,623 |
-76 |
Jul11 |
110104 |
258.00 |
258.00 |
251.31 |
253.34 |
-3.10 |
913 |
9,359 |
+96 |
Aug11 |
110104 |
257.75 |
257.85 |
252.83 |
254.81 |
-2.85 |
951 |
5,797 |
+430 |
Sep11 |
110104 |
259.50 |
260.22 |
254.00 |
256.24 |
-2.67 |
1,160 |
5,366 |
+230 |
Oct11 |
110104 |
257.85 |
257.85 |
255.46 |
257.67 |
-2.54 |
208 |
4,210 |
+104 |
Nov11 |
110104 |
257.20 |
259.15 |
257.00 |
259.15 |
-2.50 |
142 |
4,665 |
+23 |
Dec11 |
110104 |
263.91 |
264.20 |
257.97 |
260.46 |
-2.52 |
845 |
15,403 |
+276 |
Jan12 |
110104 |
261.64 |
261.80 |
259.25 |
261.77 |
-2.56 |
52 |
2,399 |
-15 |
Total Volume and Open Interest |
66,040 |
302,805 |
+4,581 |
Gasoline(NYMEX) |
Feb11 |
110104 |
242.50 |
244.50 |
237.47 |
241.40 |
-1.33 |
31,971 |
94,671 |
-185 |
Mar11 |
110104 |
243.60 |
245.02 |
238.28 |
242.03 |
-1.30 |
12,185 |
50,905 |
+2,106 |
Apr11 |
110104 |
253.05 |
253.99 |
248.10 |
251.65 |
-1.22 |
5,548 |
32,053 |
-98 |
May11 |
110104 |
253.89 |
254.72 |
248.75 |
252.15 |
-1.28 |
2,480 |
15,844 |
+643 |
Jun11 |
110104 |
254.83 |
254.84 |
248.80 |
251.98 |
-1.37 |
2,307 |
20,890 |
+298 |
Jul11 |
110104 |
251.65 |
251.87 |
248.65 |
251.11 |
-1.39 |
520 |
5,915 |
+65 |
Aug11 |
110104 |
248.85 |
249.63 |
248.75 |
249.63 |
-1.42 |
198 |
6,178 |
+8 |
Sep11 |
110104 |
249.73 |
249.73 |
246.06 |
247.80 |
-1.35 |
153 |
3,510 |
-1 |
Oct11 |
110104 |
237.14 |
237.14 |
237.14 |
237.14 |
-1.41 |
133 |
3,603 |
+24 |
Nov11 |
110104 |
237.76 |
238.10 |
234.90 |
235.26 |
-1.51 |
147 |
1,315 |
+19 |
Total Volume and Open Interest |
55,956 |
269,013 |
+2,932 |
e-miNY RBOB Gasoline(NYM) |
Feb11 |
110104 |
242.70 |
242.70 |
241.40 |
241.40 |
-1.60 |
0 |
2 |
+0 |
Mar11 |
110104 |
242.00 |
242.03 |
242.00 |
242.00 |
-1.30 |
0 |
1 |
+0 |
Apr11 |
110104 |
251.70 |
251.70 |
251.65 |
251.70 |
-1.20 |
0 |
1 |
+0 |
May11 |
110104 |
252.20 |
252.20 |
252.15 |
252.20 |
-1.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Feb11 |
110104 |
4.627 |
4.707 |
4.557 |
4.669 |
+0.019 |
156,619 |
153,690 |
-13,067 |
Mar11 |
110104 |
4.576 |
4.668 |
4.527 |
4.632 |
+0.018 |
72,966 |
174,945 |
+1,839 |
Apr11 |
110104 |
4.574 |
4.630 |
4.490 |
4.588 |
+0.014 |
43,305 |
87,800 |
-1,291 |
May11 |
110104 |
4.602 |
4.654 |
4.520 |
4.618 |
+0.014 |
15,393 |
45,421 |
+1,895 |
Jun11 |
110104 |
4.628 |
4.691 |
4.560 |
4.657 |
+0.018 |
7,141 |
18,356 |
+522 |
Jul11 |
110104 |
4.725 |
4.745 |
4.618 |
4.712 |
+0.015 |
4,966 |
17,607 |
+97 |
Aug11 |
110104 |
4.750 |
4.775 |
4.652 |
4.744 |
+0.013 |
2,274 |
17,339 |
-102 |
Sep11 |
110104 |
4.775 |
4.775 |
4.666 |
4.755 |
+0.012 |
1,630 |
12,675 |
+142 |
Oct11 |
110104 |
4.800 |
4.854 |
4.735 |
4.820 |
+0.011 |
13,458 |
51,767 |
-1,128 |
Nov11 |
110104 |
4.990 |
5.010 |
4.905 |
4.978 |
+0.006 |
2,152 |
22,120 |
+76 |
Dec11 |
110104 |
5.179 |
5.240 |
5.140 |
5.206 |
+0.004 |
2,454 |
20,056 |
+153 |
Jan12 |
110104 |
5.350 |
5.375 |
5.285 |
5.346 |
+0.002 |
8,996 |
35,458 |
+1,640 |
Feb12 |
110104 |
5.310 |
5.310 |
5.252 |
5.306 |
-0.003 |
727 |
7,076 |
+421 |
Mar12 |
110104 |
5.162 |
5.191 |
5.135 |
5.191 |
-0.006 |
2,166 |
17,535 |
+530 |
Apr12 |
110104 |
4.945 |
4.945 |
4.870 |
4.925 |
-0.013 |
3,035 |
16,229 |
+1,344 |
May12 |
110104 |
4.911 |
4.943 |
4.899 |
4.923 |
-0.013 |
465 |
4,268 |
-7 |
Total Volume and Open Interest |
338,450 |
765,766 |
-6,638 |
Brent Crude Oil(ICE) |
Feb11 |
110104 |
94.92 |
95.74 |
92.58 |
93.53 |
-1.31 |
82,668 |
199,469 |
-8,495 |
Mar11 |
110104 |
94.87 |
95.65 |
92.53 |
93.49 |
-1.31 |
41,479 |
193,775 |
+1,782 |
Apr11 |
110104 |
95.08 |
95.69 |
92.68 |
93.64 |
-1.33 |
17,850 |
80,737 |
+2,256 |
May11 |
110104 |
95.23 |
95.77 |
92.89 |
93.85 |
-1.32 |
9,520 |
47,241 |
+727 |
Jun11 |
110104 |
95.44 |
96.08 |
93.09 |
94.04 |
-1.29 |
13,640 |
68,491 |
+1,576 |
Jul11 |
110104 |
95.61 |
95.98 |
93.25 |
94.18 |
-1.25 |
3,054 |
23,336 |
+322 |
Aug11 |
110104 |
95.63 |
96.02 |
93.35 |
94.26 |
-1.22 |
2,015 |
12,264 |
+220 |
Sep11 |
110104 |
95.62 |
96.01 |
93.44 |
94.30 |
-1.18 |
965 |
21,391 |
+274 |
Oct11 |
110104 |
95.62 |
95.99 |
93.51 |
94.33 |
-1.14 |
651 |
13,888 |
+1,151 |
Nov11 |
110104 |
94.36 |
94.36 |
94.36 |
94.36 |
-1.12 |
473 |
10,625 |
-27 |
Dec11 |
110104 |
95.71 |
96.22 |
93.49 |
94.42 |
-1.09 |
6,723 |
92,507 |
+506 |
Jan12 |
110104 |
94.44 |
94.44 |
94.44 |
94.44 |
-1.04 |
243 |
9,173 |
-1 |
Feb12 |
110104 |
94.43 |
94.43 |
94.43 |
94.43 |
-1.01 |
92 |
5,649 |
-92 |
Mar12 |
110104 |
94.41 |
94.41 |
94.41 |
94.41 |
-0.99 |
0 |
3,575 |
+0 |
Total Volume and Open Interest |
182,215 |
873,364 |
+248 |
Gas Oil(ICE) |
Jan11 |
110104 |
786.25 |
791.00 |
763.75 |
767.75 |
-25.00 |
22,550 |
92,091 |
+0 |
Feb11 |
110104 |
792.25 |
796.75 |
770.00 |
774.50 |
-24.00 |
38,573 |
122,863 |
+331 |
Mar11 |
110104 |
795.00 |
800.50 |
774.75 |
779.25 |
-23.25 |
11,987 |
77,620 |
+2,137 |
Apr11 |
110104 |
797.25 |
802.25 |
778.00 |
782.25 |
-22.25 |
6,090 |
57,492 |
-277 |
May11 |
110104 |
799.50 |
803.25 |
780.50 |
784.75 |
-22.00 |
1,316 |
44,593 |
+106 |
Jun11 |
110104 |
802.75 |
806.00 |
783.50 |
787.75 |
-21.00 |
3,124 |
56,168 |
+471 |
Jul11 |
110104 |
806.25 |
809.25 |
788.50 |
791.75 |
-20.25 |
510 |
19,945 |
+163 |
Aug11 |
110104 |
809.50 |
811.00 |
791.00 |
795.00 |
-20.00 |
418 |
17,870 |
+82 |
Sep11 |
110104 |
810.75 |
815.00 |
793.75 |
797.75 |
-19.75 |
446 |
11,773 |
+120 |
Oct11 |
110104 |
812.00 |
815.00 |
795.00 |
799.25 |
-19.50 |
206 |
10,730 |
-21 |
Total Volume and Open Interest |
84,723 |
619,666 |
+684 |
Ethanol(CBOT) |
Jan11 |
110104 |
2.330 |
2.330 |
2.300 |
2.313 |
-0.047 |
134 |
208 |
-84 |
Feb11 |
110104 |
2.290 |
2.290 |
2.265 |
2.277 |
-0.040 |
176 |
759 |
-42 |
Mar11 |
110104 |
2.305 |
2.305 |
2.263 |
2.279 |
-0.036 |
58 |
1,137 |
+1 |
Apr11 |
110104 |
2.286 |
2.287 |
2.280 |
2.284 |
-0.037 |
12 |
706 |
+4 |
May11 |
110104 |
2.302 |
2.302 |
2.290 |
2.293 |
-0.041 |
8 |
432 |
+7 |
Jun11 |
110104 |
2.300 |
2.305 |
2.290 |
2.300 |
-0.036 |
7 |
559 |
+4 |
Jul11 |
110104 |
2.311 |
2.313 |
2.303 |
2.308 |
-0.033 |
19 |
725 |
+2 |
Aug11 |
110104 |
2.290 |
2.290 |
2.290 |
2.290 |
-0.037 |
5 |
759 |
+5 |
Total Volume and Open Interest |
513 |
7,103 |
-106 |
WTI Crude Oil(ICE |
Feb11 |
110104 |
91.60 |
92.06 |
88.35 |
89.38 |
-2.17 |
52,794 |
115,811 |
+1,845 |
Mar11 |
110104 |
92.50 |
92.92 |
89.40 |
90.42 |
-2.01 |
24,579 |
91,347 |
+5,217 |
Apr11 |
110104 |
93.17 |
93.60 |
90.31 |
91.32 |
-1.82 |
11,973 |
40,469 |
+310 |
May11 |
110104 |
93.78 |
94.19 |
91.31 |
92.07 |
-1.65 |
6,987 |
24,382 |
+353 |
Jun11 |
110104 |
94.21 |
94.62 |
91.80 |
92.63 |
-1.50 |
10,485 |
61,380 |
+699 |
Jul11 |
110104 |
94.53 |
94.87 |
92.30 |
93.06 |
-1.39 |
1,718 |
17,441 |
+310 |
Aug11 |
110104 |
95.08 |
95.08 |
93.07 |
93.33 |
-1.32 |
831 |
12,169 |
+179 |
Sep11 |
110104 |
94.84 |
95.27 |
92.88 |
93.51 |
-1.26 |
617 |
15,344 |
+30 |
Oct11 |
110104 |
94.90 |
95.34 |
92.99 |
93.62 |
-1.22 |
638 |
10,246 |
+67 |
Nov11 |
110104 |
93.71 |
93.71 |
93.71 |
93.71 |
-1.18 |
430 |
8,679 |
+130 |
Dec11 |
110104 |
94.95 |
95.42 |
93.00 |
93.79 |
-1.13 |
7,967 |
63,582 |
+310 |
Jan12 |
110104 |
93.75 |
93.75 |
93.75 |
93.75 |
-1.08 |
29 |
5,155 |
+1 |
Feb12 |
110104 |
93.67 |
93.67 |
93.67 |
93.67 |
-1.03 |
12 |
1,200 |
+0 |
Mar12 |
110104 |
93.58 |
93.58 |
93.58 |
93.58 |
-0.98 |
0 |
3,137 |
+0 |
Apr12 |
110104 |
93.50 |
93.50 |
93.50 |
93.50 |
-0.94 |
0 |
733 |
+0 |
May12 |
110104 |
93.41 |
93.41 |
93.41 |
93.41 |
-0.92 |
0 |
846 |
+0 |
Total Volume and Open Interest |
122,437 |
557,930 |
+9,170 |
US Dollar Index(ICE) |
Mar11 |
110104 |
79.500 |
79.775 |
79.115 |
79.700 |
+0.315 |
18,711 |
26,742 |
+1,274 |
Jun11 |
110104 |
79.920 |
80.115 |
79.640 |
80.115 |
+0.310 |
244 |
652 |
+6 |
Sep11 |
110104 |
80.475 |
80.475 |
80.475 |
80.475 |
+0.310 |
0 |
4 |
+0 |
Total Volume and Open Interest |
18,955 |
27,398 |
+1,280 |
Australian Dollar(CME) |
Mar11 |
110104 |
100.73 |
100.84 |
99.42 |
99.65 |
-1.37 |
58,655 |
123,100 |
-254 |
Jun11 |
110104 |
99.38 |
99.84 |
98.39 |
98.48 |
-1.36 |
6 |
304 |
+0 |
Sep11 |
110104 |
97.23 |
98.54 |
97.23 |
97.23 |
-1.31 |
0 |
14 |
+0 |
Total Volume and Open Interest |
58,711 |
123,511 |
-304 |
British Pound(CME) |
Mar11 |
110104 |
154.75 |
156.38 |
154.47 |
155.73 |
+0.90 |
69,691 |
86,798 |
+4,613 |
Jun11 |
110104 |
154.54 |
156.09 |
154.54 |
155.58 |
+0.90 |
89 |
189 |
+55 |
Sep11 |
110104 |
155.37 |
155.37 |
154.49 |
155.37 |
+0.88 |
0 |
3 |
+0 |
Total Volume and Open Interest |
69,780 |
87,022 |
+4,668 |
Canadian Dollar(CME) |
Mar11 |
110104 |
100.51 |
100.68 |
99.50 |
99.89 |
-0.78 |
50,347 |
122,484 |
+4,896 |
Jun11 |
110104 |
100.26 |
100.42 |
99.30 |
99.64 |
-0.78 |
266 |
2,053 |
+91 |
Sep11 |
110104 |
99.34 |
100.12 |
99.12 |
99.34 |
-0.78 |
20 |
993 |
+12 |
Dec11 |
110104 |
99.60 |
99.82 |
98.71 |
99.04 |
-0.78 |
36 |
1,071 |
-1 |
Total Volume and Open Interest |
50,669 |
126,605 |
+4,998 |
Japanese Yen(CME) |
Mar11 |
110104 |
122.46 |
122.63 |
121.63 |
122.06 |
-0.54 |
79,052 |
125,282 |
+4,062 |
Jun11 |
110104 |
122.59 |
122.75 |
121.89 |
122.20 |
-0.55 |
33 |
356 |
-8 |
Sep11 |
110104 |
122.45 |
122.95 |
122.40 |
122.40 |
-0.55 |
1 |
12 |
+1 |
Total Volume and Open Interest |
79,086 |
125,651 |
+4,055 |
Swiss Franc(CME) |
Mar11 |
110104 |
107.17 |
107.30 |
105.14 |
105.38 |
-1.91 |
32,004 |
48,801 |
+1,836 |
Jun11 |
110104 |
107.31 |
107.42 |
105.50 |
105.50 |
-1.92 |
24 |
53 |
+3 |
Sep11 |
110104 |
105.66 |
107.58 |
105.66 |
105.66 |
-1.92 |
1 |
1 |
+1 |
Total Volume and Open Interest |
32,029 |
48,857 |
+1,840 |
EuroFX(CME) |
Mar11 |
110104 |
133.50 |
134.31 |
132.87 |
133.01 |
-0.61 |
232,011 |
162,919 |
+3,303 |
Jun11 |
110104 |
133.34 |
134.19 |
132.85 |
132.94 |
-0.62 |
134 |
762 |
+15 |
Sep11 |
110104 |
133.47 |
133.49 |
132.86 |
132.86 |
-0.63 |
2 |
31 |
-1 |
Total Volume and Open Interest |
232,147 |
164,004 |
+3,317 |
Mexican Peso(CME) |
Jan11 |
110104 |
818.2 |
818.2 |
817.8 |
818.2 |
+0.5 |
|
|
|
Feb11 |
110104 |
816.2 |
816.2 |
815.8 |
816.2 |
+0.5 |
|
|
|
Total Volume and Open Interest |
35,293 |
123,587 |
+8,231 |
30-Year T-Bonds(CBOT) |
Mar11 |
110104 |
121~170 |
122~010 |
121~030 |
121~100 |
-0~060 |
228,261 |
534,455 |
-2,383 |
Jun11 |
110104 |
119~230 |
119~290 |
119~230 |
119~230 |
-0~060 |
138 |
657 |
+9 |
Sep11 |
110104 |
118~040 |
118~100 |
118~040 |
118~040 |
-0~060 |
|
|
|
Total Volume and Open Interest |
228,399 |
535,112 |
-2,374 |
10-Year T-Notes(CBOT) |
Mar11 |
110104 |
120~085 |
120~215 |
120~000 |
120~100 |
+0~045 |
731,629 |
1,336,595 |
+9,402 |
Jun11 |
110104 |
119~035 |
119~135 |
119~000 |
119~050 |
+0~050 |
73 |
111 |
+60 |
Sep11 |
110104 |
118~025 |
118~025 |
117~295 |
118~025 |
+0~050 |
|
|
|
Total Volume and Open Interest |
731,702 |
1,336,710 |
+9,462 |
5-Year T-Notes(CBOT) |
Mar11 |
110104 |
117~093 |
118~003 |
117~070 |
117~088 |
+0~004 |
327,909 |
992,417 |
+24,761 |
Jun11 |
110104 |
116~112 |
116~112 |
116~108 |
116~112 |
+0~004 |
|
|
|
Sep11 |
110104 |
116~008 |
116~008 |
116~004 |
116~008 |
+0~004 |
|
|
|
Total Volume and Open Interest |
327,909 |
992,417 |
+24,761 |
2 Year T-Notes(CBOT) |
Mar11 |
110104 |
109~059 |
109~063 |
109~048 |
109~051 |
-0~004 |
110,920 |
641,200 |
+4,653 |
Jun11 |
110104 |
109~032 |
109~032 |
109~024 |
109~024 |
-0~006 |
0 |
25 |
+0 |
Sep11 |
110104 |
108~125 |
109~005 |
108~125 |
108~125 |
-0~008 |
|
|
|
Total Volume and Open Interest |
110,920 |
641,225 |
+4,653 |
Eurodollars(CME) |
Mar11 |
110104 |
99.635 |
99.645 |
99.625 |
99.635 |
unch |
97,201 |
1,162,096 |
+13,455 |
Jun11 |
110104 |
99.560 |
99.570 |
99.535 |
99.540 |
-0.020 |
109,504 |
1,089,175 |
+12,288 |
Sep11 |
110104 |
99.450 |
99.460 |
99.405 |
99.410 |
-0.035 |
154,176 |
905,411 |
+10,621 |
Dec11 |
110104 |
99.285 |
99.295 |
99.215 |
99.225 |
-0.045 |
125,731 |
753,900 |
+10,550 |
Mar12 |
110104 |
99.065 |
99.090 |
98.990 |
99.000 |
-0.050 |
201,531 |
852,980 |
+31,165 |
Jun12 |
110104 |
98.800 |
98.835 |
98.725 |
98.735 |
-0.045 |
114,341 |
503,965 |
+11,331 |
Sep12 |
110104 |
98.520 |
98.575 |
98.460 |
98.475 |
-0.025 |
111,269 |
385,718 |
+10,346 |
Dec12 |
110104 |
98.235 |
98.310 |
98.180 |
98.210 |
unch |
91,095 |
288,789 |
+10,501 |
Mar13 |
110104 |
97.955 |
98.045 |
97.905 |
97.950 |
+0.020 |
76,588 |
175,637 |
+5,404 |
Jun13 |
110104 |
97.670 |
97.770 |
97.625 |
97.675 |
+0.035 |
41,503 |
156,603 |
-2,144 |
Sep13 |
110104 |
97.395 |
97.505 |
97.360 |
97.410 |
+0.040 |
35,506 |
179,226 |
+91 |
Dec13 |
110104 |
97.125 |
97.240 |
97.095 |
97.145 |
+0.045 |
31,537 |
141,428 |
-1,596 |
Mar14 |
110104 |
96.900 |
97.005 |
96.870 |
96.915 |
+0.045 |
20,380 |
109,252 |
-575 |
Jun14 |
110104 |
96.670 |
96.770 |
96.640 |
96.680 |
+0.040 |
15,844 |
105,414 |
-1,736 |
Sep14 |
110104 |
96.450 |
96.545 |
96.420 |
96.455 |
+0.035 |
10,999 |
69,528 |
-558 |
Dec14 |
110104 |
96.220 |
96.325 |
96.205 |
96.235 |
+0.030 |
14,461 |
69,382 |
-806 |
Mar15 |
110104 |
96.055 |
96.135 |
96.030 |
96.050 |
+0.025 |
6,030 |
49,676 |
-331 |
Jun15 |
110104 |
4.140 |
4.210 |
4.110 |
4.125 |
+0.015 |
7,112 |
35,051 |
-568 |
Total Volume and Open Interest |
1,286,659 |
7,257,827 |
+106,896 |
30 Day Federal Funds(CBOT) |
Jan11 |
110104 |
99.820 |
99.823 |
99.820 |
99.823 |
+0.003 |
3,331 |
69,715 |
+1,449 |
Feb11 |
110104 |
99.820 |
99.825 |
99.815 |
99.815 |
unch |
1,159 |
59,932 |
+732 |
Mar11 |
110104 |
99.820 |
99.825 |
99.815 |
99.815 |
unch |
1,969 |
41,796 |
+1,060 |
Apr11 |
110104 |
99.820 |
99.830 |
99.820 |
99.820 |
unch |
596 |
38,485 |
+183 |
May11 |
110104 |
99.815 |
99.825 |
99.815 |
99.815 |
unch |
2,428 |
51,933 |
+226 |
Jun11 |
110104 |
99.810 |
99.815 |
99.805 |
99.810 |
unch |
545 |
28,515 |
+204 |
Total Volume and Open Interest |
27,396 |
503,388 |
-83,313 |
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 |
110104 |
99.662 |
99.665 |
99.662 |
99.665 |
+0.010 |
0 |
979 |
+0 |
Jun11 |
110104 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
175 |
+0 |
Sep11 |
110104 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Dec11 |
110104 |
99.632 |
99.632 |
99.632 |
99.632 |
+0.018 |
0 |
75 |
+0 |
Mar12 |
110104 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.015 |
|
|
|
Jun12 |
110104 |
99.660 |
99.660 |
99.660 |
99.660 |
+0.015 |
|
|
|
Sep12 |
110104 |
99.610 |
99.610 |
99.610 |
99.610 |
+0.015 |
|
|
|
Dec12 |
110104 |
99.515 |
99.515 |
99.515 |
99.515 |
+0.015 |
|
|
|
Mar13 |
110104 |
99.515 |
99.515 |
99.515 |
99.515 |
+0.015 |
|
|
|
Jun13 |
110104 |
99.470 |
99.470 |
99.470 |
99.470 |
+0.015 |
|
|
|
Total Volume and Open Interest |
0 |
1,229 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110104 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
2,094 |
+35 |
Jun11 |
110104 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,389 |
+0 |
Sep11 |
110104 |
99.64 |
99.64 |
99.62 |
99.62 |
unch |
0 |
1,054 |
-10 |
Dec11 |
110104 |
99.64 |
99.64 |
99.63 |
99.63 |
+0.02 |
0 |
1,723 |
+210 |
Mar12 |
110104 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
0 |
305 |
+0 |
Jun12 |
110104 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.02 |
0 |
754 |
+0 |
Sep12 |
110104 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
0 |
310 |
+0 |
Dec12 |
110104 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.01 |
0 |
4 |
+0 |
Total Volume and Open Interest |
0 |
7,634 |
+235 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110104 |
140.78 |
140.85 |
140.21 |
140.23 |
-0.38 |
1,788 |
11,414 |
-257 |
Jun11 |
110104 |
138.14 |
138.14 |
138.14 |
138.14 |
-0.38 |
|
|
|
Sep11 |
110104 |
136.05 |
136.05 |
136.05 |
136.05 |
-0.38 |
|
|
|
Total Volume and Open Interest |
1,788 |
11,414 |
-257 |
Euro-Bund(EUREX) |
Mar11 |
110104 |
125.89 |
126.18 |
125.49 |
126.11 |
+0.38 |
327,105 |
907,086 |
+2,477 |
Jun11 |
110104 |
124.38 |
124.67 |
124.38 |
124.67 |
+0.44 |
5 |
564 |
+0 |
Sep11 |
110104 |
124.44 |
124.44 |
124.44 |
124.44 |
+0.18 |
|
|
|
Total Volume and Open Interest |
327,110 |
907,650 |
+2,477 |
Euro-Bobl(EUREX) |
Mar11 |
110104 |
119.10 |
119.19 |
118.92 |
119.08 |
+0.06 |
207,972 |
662,601 |
+3,555 |
Jun11 |
110104 |
117.62 |
117.63 |
117.62 |
117.63 |
+0.08 |
1 |
48 |
+1 |
Sep11 |
110104 |
117.63 |
117.63 |
117.63 |
117.63 |
+0.08 |
|
|
|
Total Volume and Open Interest |
207,973 |
662,649 |
+3,556 |
3-Mth Euribor(EUREX) |
Mar11 |
110104 |
98.975 |
98.975 |
98.955 |
98.965 |
-0.010 |
59 |
8,263 |
+10 |
Jun11 |
110104 |
98.870 |
98.870 |
98.865 |
98.865 |
-0.025 |
72 |
9,116 |
+40 |
Sep11 |
110104 |
98.795 |
98.795 |
98.765 |
98.770 |
-0.035 |
4 |
1,912 |
+1 |
Total Volume and Open Interest |
173 |
26,562 |
+89 |
Long Gilt(LIFFE) |
Mar11 |
101231 |
118~25 |
119~17 |
118~24 |
119~16 |
+0~24 |
49,139 |
237,786 |
+2,708 |
Jun11 |
110104 |
118~29 |
118~29 |
118~29 |
118~29 |
-0~18 |
|
|
|
Total Volume and Open Interest |
21,264 |
242,597 |
+4,811 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110104 |
99.20 |
99.23 |
99.15 |
99.17 |
-0.03 |
10,285 |
287,101 |
+259 |
Jun11 |
110104 |
99.11 |
99.13 |
99.02 |
99.06 |
-0.04 |
14,985 |
254,856 |
+1,978 |
Sep11 |
110104 |
98.98 |
99.00 |
98.86 |
98.91 |
-0.04 |
13,653 |
229,420 |
+3,154 |
Dec11 |
110104 |
98.76 |
98.79 |
98.64 |
98.70 |
-0.05 |
17,815 |
255,687 |
+178 |
Mar12 |
110104 |
98.51 |
98.55 |
98.40 |
98.46 |
-0.05 |
33,612 |
229,695 |
-5,304 |
Jun12 |
110104 |
98.25 |
98.28 |
98.12 |
98.19 |
-0.05 |
15,754 |
138,844 |
+366 |
Total Volume and Open Interest |
130,224 |
1,749,140 |
-772 |
3-Mth Euribor(LIFFE) |
Mar11 |
110104 |
98.970 |
98.980 |
98.955 |
98.965 |
-0.010 |
58,049 |
551,872 |
+12,468 |
Jun11 |
110104 |
98.890 |
98.900 |
98.850 |
98.865 |
-0.025 |
68,787 |
476,560 |
-1,903 |
Sep11 |
110104 |
98.805 |
98.810 |
98.755 |
98.770 |
-0.035 |
69,048 |
352,731 |
-4,375 |
Total Volume and Open Interest |
435,430 |
2,617,037 |
+30,872 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110104 |
94.92 |
94.95 |
94.92 |
94.94 |
+0.01 |
16,172 |
198,179 |
+2,647 |
Jun11 |
110104 |
94.81 |
94.84 |
94.79 |
94.81 |
unch |
14,780 |
118,071 |
-1,779 |
Sep11 |
110104 |
94.62 |
94.68 |
94.62 |
94.65 |
unch |
8,885 |
77,970 |
+2,440 |
Dec11 |
110104 |
94.49 |
94.55 |
94.48 |
94.51 |
unch |
3,474 |
50,647 |
+1,146 |
Mar12 |
110104 |
94.41 |
94.45 |
94.38 |
94.43 |
+0.01 |
1,215 |
41,873 |
+26 |
Jun12 |
110104 |
94.36 |
94.39 |
94.35 |
94.37 |
unch |
747 |
37,209 |
+298 |
Sep12 |
110104 |
94.34 |
94.35 |
94.31 |
94.32 |
+0.01 |
315 |
19,377 |
+50 |
Dec12 |
110104 |
94.25 |
94.28 |
94.25 |
94.27 |
+0.02 |
93 |
8,849 |
+12 |
Mar13 |
110104 |
94.25 |
94.25 |
94.23 |
94.23 |
+0.01 |
1 |
2,658 |
-1 |
Jun13 |
110104 |
94.20 |
94.20 |
94.19 |
94.19 |
+0.01 |
1 |
575 |
+0 |
Total Volume and Open Interest |
45,689 |
556,259 |
+4,839 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110104 |
94.44 |
94.48 |
94.43 |
94.45 |
+0.01 |
20,845 |
346,667 |
+261 |
Jun11 |
110104 |
94.45 |
94.45 |
94.45 |
94.45 |
+0.01 |
|
|
|
Total Volume and Open Interest |
20,845 |
346,667 |
+261 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110104 |
94.68 |
94.74 |
94.67 |
94.72 |
+0.02 |
60,798 |
383,409 |
+3,638 |
Jun11 |
110104 |
94.72 |
94.72 |
94.72 |
94.72 |
+0.02 |
1,984 |
1,984 |
+1,984 |
Total Volume and Open Interest |
62,782 |
385,393 |
+5,622 |
Gold(CMX) |
Feb11 |
110104 |
1414.8 |
1417.8 |
1375.0 |
1378.8 |
-44.1 |
77,199 |
346,860 |
+930 |
Apr11 |
110104 |
1418.4 |
1419.7 |
1377.3 |
1380.9 |
-44.2 |
2,910 |
55,357 |
+585 |
Jun11 |
110104 |
1420.3 |
1421.7 |
1379.7 |
1382.9 |
-44.3 |
1,896 |
34,379 |
-55 |
Aug11 |
110104 |
1421.8 |
1422.4 |
1383.1 |
1384.8 |
-44.4 |
112 |
16,181 |
+33 |
Oct11 |
110104 |
1415.3 |
1417.4 |
1385.9 |
1386.7 |
-44.6 |
18 |
12,429 |
-15 |
Dec11 |
110104 |
1427.3 |
1427.3 |
1385.0 |
1388.8 |
-44.8 |
456 |
26,467 |
-127 |
Feb12 |
110104 |
1393.0 |
1393.0 |
1391.1 |
1391.1 |
-45.0 |
202 |
6,412 |
-192 |
Apr12 |
110104 |
1393.7 |
1393.7 |
1393.7 |
1393.7 |
-45.2 |
481 |
5,868 |
+455 |
Jun12 |
110104 |
1416.8 |
1416.8 |
1396.4 |
1396.4 |
-45.5 |
1,156 |
12,258 |
-164 |
Aug12 |
110104 |
1399.6 |
1399.6 |
1399.6 |
1399.6 |
-45.8 |
25 |
6,066 |
+0 |
Oct12 |
110104 |
1403.3 |
1403.3 |
1403.3 |
1403.3 |
-46.0 |
650 |
1,084 |
-132 |
Dec12 |
110104 |
1430.0 |
1430.0 |
1406.3 |
1407.4 |
-46.2 |
472 |
14,118 |
+222 |
Total Volume and Open Interest |
86,280 |
586,628 |
+1,514 |
Silver(CMX) |
Mar11 |
110104 |
3074.0 |
3088.5 |
2932.5 |
2950.8 |
-161.7 |
41,283 |
78,658 |
+377 |
May11 |
110104 |
3075.0 |
3090.5 |
2944.0 |
2955.9 |
-162.0 |
869 |
12,916 |
-26 |
Jul11 |
110104 |
3088.5 |
3088.5 |
2950.0 |
2960.4 |
-162.5 |
1,132 |
9,629 |
-46 |
Sep11 |
110104 |
3082.5 |
3093.0 |
2964.8 |
2964.8 |
-162.9 |
29 |
6,085 |
+0 |
Dec11 |
110104 |
3090.5 |
3101.0 |
2966.5 |
2971.6 |
-163.3 |
463 |
12,603 |
-126 |
Mar12 |
110104 |
2976.8 |
2976.8 |
2976.8 |
2976.8 |
-164.3 |
0 |
374 |
+0 |
May12 |
110104 |
2980.3 |
2980.3 |
2980.3 |
2980.3 |
-165.0 |
0 |
540 |
+0 |
Total Volume and Open Interest |
44,305 |
136,286 |
+316 |
Platinum(NYMEX) |
Jan11 |
110104 |
1767.8 |
1769.3 |
1738.2 |
1743.1 |
-38.0 |
19 |
447 |
-38 |
Apr11 |
110104 |
1773.9 |
1777.5 |
1743.1 |
1747.4 |
-39.0 |
3,523 |
38,326 |
+359 |
Jul11 |
110104 |
1766.4 |
1766.4 |
1750.1 |
1751.4 |
-39.8 |
9 |
624 |
+0 |
Oct11 |
110104 |
1751.4 |
1751.4 |
1751.4 |
1751.4 |
-39.8 |
1 |
15 |
+1 |
Total Volume and Open Interest |
3,555 |
39,417 |
+324 |
Palladium(NYMEX) |
Mar11 |
110104 |
792.50 |
795.20 |
765.10 |
769.05 |
-31.35 |
2,626 |
22,800 |
+459 |
Jun11 |
110104 |
790.00 |
790.60 |
770.25 |
770.25 |
-31.25 |
22 |
505 |
+20 |
Sep11 |
110104 |
768.75 |
768.75 |
768.75 |
768.75 |
-31.25 |
0 |
12 |
+0 |
Total Volume and Open Interest |
2,650 |
23,323 |
+474 |
Copper(CMX) |
Mar11 |
110104 |
443.45 |
446.60 |
435.30 |
436.90 |
-8.85 |
18,390 |
117,850 |
+25 |
May11 |
110104 |
444.80 |
445.60 |
435.20 |
436.30 |
-8.70 |
756 |
27,211 |
+262 |
Jul11 |
110104 |
443.60 |
443.60 |
434.90 |
434.90 |
-8.50 |
77 |
7,634 |
+6 |
Sep11 |
110104 |
439.00 |
439.00 |
432.00 |
433.45 |
-8.30 |
15 |
5,446 |
+7 |
Dec11 |
110104 |
439.00 |
439.00 |
430.00 |
430.75 |
-8.05 |
50 |
3,333 |
+19 |
Total Volume and Open Interest |
19,811 |
167,313 |
+495 |
DJIA Index(CBOT) |
Mar11 |
110104 |
11585 |
11638 |
11575 |
11619 |
+34 |
285 |
6,482 |
+57 |
Jun11 |
110104 |
11556 |
11556 |
11522 |
11556 |
+34 |
|
|
|
Sep11 |
110104 |
11499 |
11499 |
11465 |
11499 |
+34 |
|
|
|
Dec11 |
110104 |
11444 |
11444 |
11410 |
11444 |
+34 |
|
|
|
Total Volume and Open Interest |
285 |
6,482 |
+57 |
S & P 500(CME) |
Mar11 |
110104 |
1265.10 |
1269.90 |
1258.30 |
1265.30 |
unch |
14,059 |
269,361 |
+517 |
Jun11 |
110104 |
1265.50 |
1266.00 |
1253.70 |
1260.20 |
unch |
76 |
3,840 |
-1 |
Sep11 |
110104 |
1255.40 |
1259.40 |
1248.90 |
1255.40 |
unch |
26 |
2,275 |
+11 |
Dec11 |
110104 |
1250.80 |
1254.80 |
1244.30 |
1250.80 |
unch |
0 |
350 |
+0 |
Total Volume and Open Interest |
14,161 |
275,826 |
+527 |
S & P 500 E-Mini(Globex) |
Mar11 |
110104 |
1264.75 |
1270.00 |
1258.25 |
1265.25 |
unch |
667,046 |
2,478,376 |
+0 |
Jun11 |
110104 |
1260.25 |
1264.50 |
1253.75 |
1260.25 |
unch |
734 |
2,991 |
+97 |
Total Volume and Open Interest |
1,591,785 |
2,503,815 |
+22,442 |
NASDAQ 100(CME) |
Mar11 |
110104 |
2251.00 |
2262.00 |
2236.00 |
2245.50 |
-5.00 |
5,869 |
12,735 |
+2,863 |
Jun11 |
110104 |
2242.30 |
2250.00 |
2240.00 |
2242.30 |
-5.00 |
|
|
|
Sep11 |
110104 |
2239.80 |
2243.30 |
2239.80 |
2239.80 |
-5.00 |
|
|
|
Total Volume and Open Interest |
5,869 |
12,735 |
+2,863 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110104 |
2249.80 |
2262.50 |
2236.50 |
2245.50 |
-5.00 |
276,753 |
367,978 |
+39,881 |
Jun11 |
110104 |
2247.80 |
2256.00 |
2234.00 |
2242.30 |
-5.00 |
88 |
133 |
-14 |
Total Volume and Open Interest |
276,842 |
368,116 |
+39,867 |
S & P Midcap 400(CME) |
Mar11 |
110104 |
919.00 |
920.00 |
901.00 |
907.40 |
-8.50 |
10 |
1,403 |
-7 |
Jun11 |
110104 |
904.90 |
904.90 |
904.90 |
904.90 |
-8.60 |
|
|
|
Sep11 |
110104 |
903.10 |
903.10 |
903.10 |
903.10 |
-8.60 |
|
|
|
Total Volume and Open Interest |
10 |
1,403 |
-7 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110104 |
10370 |
10460 |
10345 |
10430 |
+65 |
5,387 |
38,550 |
+783 |
Jun11 |
110104 |
10465 |
10465 |
10345 |
10410 |
+65 |
0 |
3 |
+0 |
Total Volume and Open Interest |
5,387 |
38,553 |
+783 |
Nikkei 225(SGX) |
Mar11 |
110104 |
10345 |
10425 |
10325 |
10390 |
+180 |
79,928 |
213,400 |
+14,237 |
Jun11 |
110104 |
10315 |
10320 |
10315 |
10320 |
+185 |
17 |
2,673 |
+4 |
Sep11 |
110104 |
10320 |
10320 |
10320 |
10320 |
+185 |
|
|
|
Total Volume and Open Interest |
80,425 |
231,688 |
+14,632 |
CAC 40(EURONEXT) |
Jan11 |
110104 |
3901.5 |
3947.5 |
3891.0 |
3916.5 |
+14.0 |
89,883 |
383,301 |
+30,731 |
Feb11 |
110104 |
3910.0 |
3948.0 |
3894.0 |
3918.5 |
+14.5 |
91 |
304 |
+62 |
Mar11 |
110104 |
3910.5 |
3946.0 |
3897.0 |
3919.5 |
+14.5 |
430 |
43,535 |
+31 |
Total Volume and Open Interest |
90,404 |
427,175 |
+30,824 |
Hang Seng Index(HKFE) |
Jan11 |
110104 |
23387 |
23683 |
23387 |
23670 |
+284 |
56,739 |
89,462 |
+1,837 |
Feb11 |
110104 |
23456 |
23681 |
23431 |
23670 |
+278 |
360 |
495 |
+272 |
Mar11 |
110104 |
23144 |
23640 |
23144 |
23620 |
+276 |
477 |
5,842 |
+106 |
Total Volume and Open Interest |
57,678 |
96,999 |
+2,172 |
DAX(EUREX) |
Mar11 |
110104 |
6989.5 |
7038.0 |
6963.0 |
6983.0 |
-15.0 |
94,718 |
192,465 |
-2,447 |
Jun11 |
110104 |
7018.0 |
7056.0 |
6992.5 |
7005.5 |
-15.5 |
352 |
10,892 |
-178 |
Sep11 |
110104 |
7049.0 |
7065.0 |
7023.0 |
7023.5 |
-14.5 |
6 |
15 |
+1 |
Total Volume and Open Interest |
95,076 |
203,372 |
-2,624 |
FT-SE 100(EURONEXT) |
Mar11 |
110104 |
5908.50 |
6010.50 |
5908.00 |
5959.00 |
+66.00 |
21,986 |
650,865 |
-1,550 |
Jun11 |
110104 |
5923.50 |
5961.50 |
5916.00 |
5916.00 |
+66.00 |
1 |
1,253 |
-5 |
Sep11 |
110104 |
5920.00 |
5920.00 |
5884.50 |
5884.50 |
+66.00 |
0 |
40 |
+0 |
Total Volume and Open Interest |
21,987 |
652,158 |
-1,555 |
SPI 200(SFE) |
Mar11 |
110104 |
4780.0 |
4783.0 |
4722.0 |
4736.0 |
+6.0 |
33,101 |
197,153 |
+3,588 |
Jun11 |
110104 |
4756.0 |
4766.0 |
4754.0 |
4763.0 |
+7.0 |
4 |
2,963 |
+3 |
Sep11 |
110104 |
4754.0 |
4754.0 |
4754.0 |
4754.0 |
+7.0 |
2 |
1,826 |
+0 |
Total Volume and Open Interest |
33,188 |
203,444 |
+3,602 |
GSCI(CME) |
Jan11 |
110104 |
632.50 |
635.00 |
619.00 |
624.00 |
-12.25 |
305 |
14,794 |
+152 |
Feb11 |
110104 |
636.00 |
639.00 |
623.00 |
628.00 |
-11.75 |
2 |
1 |
+0 |
Mar11 |
110104 |
630.00 |
641.60 |
626.00 |
630.00 |
-11.50 |
|
|
|
Total Volume and Open Interest |
307 |
14,795 |
+152 |
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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