|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu January 06, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
110106 |
1384.50 |
1390.00 |
1369.50 |
1369.50 |
-16.50 |
9,691 |
8,242 |
-4,082 |
Mar11 |
110106 |
1392.50 |
1398.75 |
1376.00 |
1378.00 |
-15.50 |
102,637 |
306,514 |
+3,754 |
May11 |
110106 |
1399.50 |
1405.75 |
1384.50 |
1386.50 |
-14.00 |
20,373 |
91,013 |
+1,575 |
Jul11 |
110106 |
1402.50 |
1407.00 |
1387.75 |
1389.50 |
-12.75 |
19,293 |
77,206 |
+2,127 |
Aug11 |
110106 |
1370.75 |
1375.00 |
1359.00 |
1361.00 |
-12.50 |
249 |
2,303 |
+40 |
Sep11 |
110106 |
1329.75 |
1333.00 |
1322.00 |
1322.00 |
-11.00 |
116 |
2,646 |
+0 |
Nov11 |
110106 |
1295.00 |
1300.75 |
1284.00 |
1286.00 |
-9.50 |
11,793 |
117,023 |
-166 |
Total Volume and Open Interest |
165,160 |
626,287 |
+3,676 |
Soybean Meal(CBOT) |
Jan11 |
110106 |
369.10 |
369.10 |
363.90 |
365.20 |
-4.10 |
3,207 |
2,378 |
-186 |
Mar11 |
110106 |
373.00 |
373.00 |
367.60 |
369.10 |
-3.90 |
31,221 |
99,220 |
+1,986 |
May11 |
110106 |
374.10 |
374.10 |
369.40 |
370.90 |
-3.20 |
5,074 |
27,839 |
+685 |
Jul11 |
110106 |
374.10 |
374.10 |
369.50 |
371.00 |
-3.10 |
5,990 |
23,764 |
+1,323 |
Aug11 |
110106 |
363.50 |
363.50 |
359.70 |
360.90 |
-2.60 |
336 |
6,368 |
+37 |
Sep11 |
110106 |
349.50 |
349.60 |
348.00 |
349.50 |
-2.20 |
691 |
5,679 |
+29 |
Oct11 |
110106 |
334.50 |
334.80 |
331.30 |
332.50 |
-2.30 |
339 |
5,257 |
+42 |
Dec11 |
110106 |
332.00 |
332.00 |
328.10 |
330.00 |
-2.20 |
2,405 |
20,349 |
-216 |
Total Volume and Open Interest |
49,333 |
193,783 |
+3,748 |
Soybean Oil(CBOT) |
Jan11 |
110106 |
57.40 |
57.50 |
56.90 |
56.90 |
-0.35 |
4,367 |
3,823 |
-206 |
Mar11 |
110106 |
57.77 |
58.50 |
57.26 |
57.41 |
-0.35 |
48,692 |
206,793 |
+3,513 |
May11 |
110106 |
58.21 |
58.90 |
57.66 |
57.82 |
-0.39 |
9,506 |
58,608 |
+723 |
Jul11 |
110106 |
58.40 |
59.08 |
57.86 |
58.01 |
-0.39 |
10,309 |
50,992 |
+2,639 |
Aug11 |
110106 |
58.71 |
58.96 |
57.99 |
57.99 |
-0.41 |
774 |
5,133 |
+269 |
Sep11 |
110106 |
58.72 |
58.72 |
57.92 |
57.92 |
-0.44 |
1,732 |
6,411 |
+650 |
Oct11 |
110106 |
58.89 |
58.89 |
57.69 |
57.77 |
-0.44 |
751 |
8,181 |
+199 |
Dec11 |
110106 |
58.20 |
58.83 |
57.63 |
57.73 |
-0.46 |
3,323 |
26,683 |
+603 |
Total Volume and Open Interest |
79,482 |
367,632 |
+8,416 |
Canola(WCE) |
Jan11 |
110106 |
585.5 |
586.0 |
581.5 |
581.9 |
-2.7 |
104 |
478 |
-197 |
Mar11 |
110106 |
590.0 |
591.0 |
584.8 |
586.6 |
-2.5 |
8,264 |
123,051 |
-1,280 |
May11 |
110106 |
588.8 |
596.8 |
588.8 |
593.1 |
-1.8 |
4,152 |
12,104 |
+1,164 |
Jul11 |
110106 |
591.5 |
598.2 |
591.5 |
593.1 |
-2.2 |
844 |
17,617 |
+358 |
Nov11 |
110106 |
530.9 |
534.8 |
528.9 |
528.9 |
-3.3 |
1,499 |
37,993 |
+684 |
Total Volume and Open Interest |
15,064 |
194,389 |
+811 |
Corn(CBOT) |
Mar11 |
110106 |
618.75 |
621.50 |
600.25 |
602.00 |
-17.25 |
164,318 |
722,513 |
+2,684 |
May11 |
110106 |
627.00 |
629.50 |
608.75 |
610.75 |
-16.75 |
26,284 |
213,743 |
+1,558 |
Jul11 |
110106 |
630.75 |
633.25 |
613.00 |
615.00 |
-16.75 |
36,122 |
233,965 |
+2,138 |
Sep11 |
110106 |
585.00 |
587.75 |
574.00 |
575.25 |
-12.25 |
3,476 |
44,097 |
+628 |
Dec11 |
110106 |
556.00 |
560.25 |
549.25 |
550.00 |
-8.25 |
42,906 |
273,426 |
+2,374 |
Mar12 |
110106 |
564.00 |
568.00 |
557.50 |
558.25 |
-8.25 |
1,834 |
22,132 |
+267 |
Total Volume and Open Interest |
277,536 |
1,556,130 |
+9,975 |
Wheat(CBOT) |
Mar11 |
110106 |
809.00 |
809.75 |
787.75 |
789.00 |
-19.25 |
43,836 |
231,503 |
+3,372 |
May11 |
110106 |
834.50 |
835.50 |
815.00 |
816.25 |
-18.75 |
9,807 |
68,245 |
+125 |
Jul11 |
110106 |
846.25 |
847.00 |
827.25 |
828.25 |
-18.00 |
7,493 |
108,634 |
+113 |
Sep11 |
110106 |
864.00 |
864.00 |
844.25 |
845.00 |
-17.00 |
1,244 |
19,823 |
+82 |
Dec11 |
110106 |
875.00 |
875.00 |
859.50 |
860.75 |
-15.25 |
3,919 |
59,649 |
+634 |
Total Volume and Open Interest |
66,904 |
503,098 |
+4,560 |
Wheat(KCBT) |
Mar11 |
110106 |
873.00 |
873.50 |
857.00 |
858.50 |
-14.75 |
12,548 |
110,418 |
-1,178 |
May11 |
110106 |
881.25 |
882.50 |
867.25 |
868.25 |
-14.50 |
2,778 |
30,293 |
+469 |
Jul11 |
110106 |
887.00 |
887.00 |
870.50 |
873.50 |
-14.00 |
2,527 |
53,233 |
-639 |
Sep11 |
110106 |
890.50 |
893.75 |
881.50 |
882.25 |
-14.25 |
302 |
13,670 |
-2 |
Dec11 |
110106 |
900.00 |
901.75 |
888.25 |
889.50 |
-14.25 |
438 |
10,572 |
-66 |
Total Volume and Open Interest |
18,636 |
220,480 |
-1,390 |
Wheat(MGE) |
Mar11 |
110106 |
900.50 |
900.50 |
881.75 |
883.75 |
-15.25 |
4,305 |
26,921 |
-1,061 |
May11 |
110106 |
907.00 |
907.00 |
890.50 |
892.50 |
-13.50 |
987 |
13,349 |
+168 |
Jul11 |
110106 |
907.00 |
907.00 |
893.50 |
896.50 |
-10.50 |
464 |
9,766 |
+64 |
Sep11 |
110106 |
898.00 |
899.00 |
885.25 |
887.75 |
-12.00 |
625 |
9,800 |
+213 |
Dec11 |
110106 |
901.00 |
902.50 |
889.75 |
890.75 |
-10.50 |
304 |
8,477 |
+75 |
Total Volume and Open Interest |
6,742 |
69,771 |
-511 |
Oats(CBOT) |
Mar11 |
110106 |
388.75 |
388.75 |
375.50 |
377.75 |
-11.50 |
1,471 |
9,720 |
-482 |
May11 |
110106 |
388.00 |
393.50 |
380.50 |
382.50 |
-11.00 |
76 |
815 |
+22 |
Jul11 |
110106 |
391.25 |
392.50 |
380.00 |
382.50 |
-10.00 |
82 |
436 |
+40 |
Sep11 |
110106 |
352.50 |
360.00 |
352.50 |
352.50 |
-7.50 |
23 |
62 |
+2 |
Total Volume and Open Interest |
1,788 |
12,249 |
-314 |
Rough Rice(CBOT) |
Jan11 |
110106 |
13.69 |
13.69 |
13.65 |
13.65 |
-0.17 |
12 |
185 |
-147 |
Mar11 |
110106 |
14.06 |
14.17 |
13.77 |
13.90 |
-0.18 |
1,143 |
13,893 |
+51 |
May11 |
110106 |
14.37 |
14.37 |
14.08 |
14.18 |
-0.18 |
76 |
1,786 |
-8 |
Jul11 |
110106 |
14.44 |
14.62 |
14.32 |
14.45 |
-0.17 |
37 |
1,649 |
-21 |
Total Volume and Open Interest |
1,318 |
18,652 |
-116 |
Live Cattle(CME) |
Feb11 |
110106 |
106.930 |
107.730 |
106.535 |
106.730 |
+0.095 |
19,027 |
136,899 |
-3,175 |
Apr11 |
110106 |
110.600 |
111.550 |
110.500 |
110.800 |
+0.250 |
10,033 |
97,774 |
+728 |
Jun11 |
110106 |
108.550 |
109.035 |
108.180 |
108.600 |
+0.350 |
5,603 |
54,270 |
+618 |
Aug11 |
110106 |
108.650 |
109.350 |
108.550 |
108.850 |
+0.250 |
1,372 |
19,111 |
+317 |
Oct11 |
110106 |
110.885 |
111.450 |
110.750 |
111.000 |
+0.250 |
590 |
11,049 |
+15 |
Dec11 |
110106 |
112.000 |
112.500 |
111.900 |
112.200 |
+0.315 |
350 |
8,365 |
+41 |
Total Volume and Open Interest |
37,153 |
328,895 |
-1,411 |
Feeder Cattle(CME) |
Jan11 |
110106 |
121.100 |
122.150 |
121.100 |
121.930 |
+0.950 |
867 |
5,010 |
-325 |
Mar11 |
110106 |
122.550 |
123.830 |
122.550 |
123.080 |
+0.680 |
2,136 |
23,533 |
-175 |
Apr11 |
110106 |
123.500 |
124.450 |
123.500 |
123.830 |
+0.530 |
795 |
5,534 |
+87 |
May11 |
110106 |
123.450 |
124.535 |
123.450 |
124.300 |
+0.700 |
475 |
7,008 |
+141 |
Aug11 |
110106 |
124.500 |
125.400 |
124.400 |
125.285 |
+0.635 |
305 |
6,902 |
+108 |
Sep11 |
110106 |
124.150 |
124.980 |
124.080 |
124.930 |
+0.630 |
51 |
635 |
+8 |
Oct11 |
110106 |
124.000 |
124.950 |
124.000 |
124.930 |
+0.630 |
26 |
259 |
+16 |
Total Volume and Open Interest |
4,668 |
49,005 |
-131 |
Lean Hogs(CME) |
Feb11 |
110106 |
78.500 |
80.100 |
78.330 |
79.785 |
+1.750 |
13,893 |
75,673 |
-652 |
Apr11 |
110106 |
82.680 |
84.250 |
82.400 |
84.100 |
+1.920 |
7,598 |
59,261 |
+967 |
May11 |
110106 |
90.230 |
91.750 |
90.230 |
91.500 |
+1.365 |
104 |
1,798 |
+7 |
Jun11 |
110106 |
92.750 |
94.100 |
92.600 |
94.035 |
+1.685 |
2,363 |
38,027 |
+370 |
Jul11 |
110106 |
92.330 |
93.230 |
92.330 |
92.980 |
+1.150 |
501 |
9,095 |
+50 |
Aug11 |
110106 |
91.730 |
92.650 |
91.600 |
92.580 |
+1.230 |
1,160 |
11,103 |
+526 |
Oct11 |
110106 |
81.950 |
82.450 |
81.900 |
82.400 |
+0.615 |
1,609 |
8,403 |
+1,028 |
Dec11 |
110106 |
78.550 |
78.700 |
78.500 |
78.700 |
+0.150 |
173 |
3,312 |
+81 |
Total Volume and Open Interest |
27,405 |
207,676 |
+2,380 |
Class III Milk(CME) |
Jan11 |
110106 |
13.20 |
13.29 |
13.19 |
13.22 |
+0.01 |
688 |
5,515 |
+426 |
Feb11 |
110106 |
13.80 |
13.93 |
13.72 |
13.88 |
+0.16 |
292 |
5,409 |
+79 |
Mar11 |
110106 |
14.13 |
14.34 |
14.13 |
14.24 |
+0.11 |
300 |
3,996 |
+166 |
Apr11 |
110106 |
14.72 |
14.92 |
14.72 |
14.90 |
+0.15 |
141 |
2,756 |
-2 |
May11 |
110106 |
15.10 |
15.28 |
15.00 |
15.20 |
+0.20 |
99 |
2,523 |
+22 |
Total Volume and Open Interest |
2,005 |
30,651 |
+910 |
Cocoa(ICE) |
Mar11 |
110106 |
2852 |
2876 |
2826 |
2830 |
-22 |
14,592 |
68,187 |
-1,145 |
May11 |
110106 |
2865 |
2895 |
2848 |
2852 |
-23 |
2,537 |
24,251 |
+602 |
Jul11 |
110106 |
2882 |
2908 |
2867 |
2870 |
-22 |
591 |
13,045 |
+315 |
Sep11 |
110106 |
2900 |
2931 |
2883 |
2886 |
-23 |
290 |
7,312 |
-9 |
Dec11 |
110106 |
2910 |
2910 |
2907 |
2907 |
-22 |
203 |
13,413 |
+64 |
Mar12 |
110106 |
3000 |
3000 |
2975 |
2975 |
-22 |
52 |
10,916 |
-10 |
May12 |
110106 |
2995 |
2995 |
2973 |
2973 |
-22 |
12 |
4,612 |
+0 |
Total Volume and Open Interest |
18,278 |
143,625 |
-182 |
Coffee "C"(ICE) |
Mar11 |
110106 |
233.60 |
236.85 |
232.10 |
233.00 |
unch |
11,361 |
89,024 |
+33 |
May11 |
110106 |
234.40 |
238.20 |
233.70 |
234.65 |
+0.10 |
2,137 |
28,747 |
+436 |
Jul11 |
110106 |
237.80 |
238.00 |
233.90 |
234.55 |
+0.15 |
1,036 |
10,493 |
+61 |
Sep11 |
110106 |
234.80 |
234.80 |
230.90 |
231.75 |
+0.35 |
335 |
4,500 |
-48 |
Dec11 |
110106 |
230.00 |
230.00 |
227.25 |
227.40 |
+0.60 |
857 |
7,755 |
+700 |
Mar12 |
110106 |
225.00 |
225.00 |
222.45 |
222.45 |
+0.60 |
40 |
730 |
+16 |
Total Volume and Open Interest |
15,774 |
141,940 |
+1,200 |
Orange Juice(ICE) |
Jan11 |
110106 |
185.00 |
186.00 |
183.35 |
183.35 |
+1.40 |
26 |
1,387 |
+2 |
Mar11 |
110106 |
175.00 |
178.45 |
172.70 |
177.45 |
+4.70 |
1,581 |
21,472 |
-292 |
May11 |
110106 |
172.50 |
177.65 |
172.20 |
177.45 |
+4.95 |
446 |
5,362 |
-7 |
Jul11 |
110106 |
174.00 |
176.70 |
174.00 |
176.45 |
+5.00 |
51 |
2,464 |
-10 |
Sep11 |
110106 |
173.00 |
176.00 |
173.00 |
175.75 |
+4.80 |
36 |
457 |
+0 |
Nov11 |
110106 |
175.85 |
175.85 |
175.85 |
175.85 |
+4.60 |
67 |
550 |
-9 |
Total Volume and Open Interest |
2,209 |
31,716 |
-315 |
Sugar #11(ICE) |
Mar11 |
110106 |
32.20 |
32.20 |
30.07 |
30.24 |
-1.96 |
50,593 |
225,818 |
-3,019 |
May11 |
110106 |
29.15 |
29.25 |
27.50 |
27.68 |
-1.61 |
24,428 |
118,212 |
+524 |
Jul11 |
110106 |
26.29 |
26.29 |
24.75 |
24.96 |
-1.33 |
20,484 |
106,189 |
+2,325 |
Oct11 |
110106 |
24.40 |
24.49 |
23.19 |
23.34 |
-1.05 |
7,843 |
60,308 |
-213 |
Mar12 |
110106 |
23.50 |
23.59 |
22.40 |
22.56 |
-0.96 |
4,039 |
47,614 |
-457 |
Total Volume and Open Interest |
111,621 |
607,207 |
+22 |
London Cocoa(LCE) |
Mar11 |
110106 |
1933 |
1954 |
1922 |
1924 |
-10 |
12,275 |
63,312 |
-1,080 |
May11 |
110106 |
1943 |
1959 |
1931 |
1933 |
-9 |
3,820 |
25,456 |
+897 |
Jul11 |
110106 |
1954 |
1972 |
1945 |
1947 |
-9 |
973 |
22,045 |
-24 |
Sep11 |
110106 |
1964 |
1976 |
1954 |
1955 |
-15 |
342 |
14,637 |
+141 |
Dec11 |
110106 |
1970 |
1978 |
1963 |
1965 |
-15 |
2,033 |
23,216 |
+1,035 |
Mar12 |
110106 |
1987 |
1987 |
1973 |
1973 |
-15 |
563 |
19,903 |
-24 |
May12 |
110106 |
1978 |
1979 |
1978 |
1979 |
-15 |
500 |
4,008 |
+500 |
Total Volume and Open Interest |
20,506 |
173,001 |
+2,652 |
London Sugar(LCE) |
Mar11 |
110106 |
775.30 |
776.40 |
743.00 |
748.20 |
-27.70 |
4,069 |
25,857 |
-896 |
May11 |
110106 |
748.50 |
748.90 |
716.40 |
720.80 |
-28.60 |
794 |
10,212 |
+92 |
Aug11 |
110106 |
689.60 |
691.90 |
664.10 |
669.20 |
-23.60 |
535 |
7,659 |
+14 |
Oct11 |
110106 |
638.90 |
641.40 |
615.80 |
624.80 |
-14.90 |
157 |
2,444 |
+0 |
Dec11 |
110106 |
619.00 |
620.30 |
594.90 |
603.50 |
-17.70 |
30 |
950 |
-10 |
Total Volume and Open Interest |
5,636 |
47,796 |
-774 |
Cotton(ICE) |
Mar11 |
110106 |
146.39 |
149.09 |
141.20 |
141.22 |
-3.98 |
10,195 |
101,571 |
-1,203 |
May11 |
110106 |
141.16 |
143.95 |
136.91 |
137.22 |
-2.89 |
2,209 |
24,238 |
+502 |
Jul11 |
110106 |
132.16 |
135.00 |
128.00 |
128.25 |
-2.91 |
2,222 |
31,997 |
+733 |
Oct11 |
110106 |
111.60 |
111.60 |
111.60 |
111.60 |
-0.40 |
8 |
170 |
-2 |
Dec11 |
110106 |
100.01 |
102.50 |
100.00 |
100.97 |
+0.95 |
1,297 |
47,202 |
+102 |
Mar12 |
110106 |
95.50 |
97.50 |
95.50 |
96.54 |
+1.15 |
71 |
1,092 |
+38 |
Total Volume and Open Interest |
16,013 |
208,074 |
+179 |
Lumber(CME) |
Jan11 |
110106 |
317.4 |
317.5 |
305.8 |
308.0 |
-5.0 |
147 |
905 |
-42 |
Mar11 |
110106 |
337.0 |
337.6 |
327.5 |
329.9 |
-0.2 |
430 |
7,429 |
+82 |
May11 |
110106 |
347.0 |
349.0 |
340.3 |
346.8 |
+1.9 |
305 |
2,600 |
+164 |
Jul11 |
110106 |
347.0 |
348.5 |
342.2 |
346.5 |
+0.7 |
210 |
988 |
+70 |
Total Volume and Open Interest |
1,124 |
12,077 |
+294 |
Crude Oil(NYM) |
Feb11 |
110106 |
90.47 |
90.71 |
87.85 |
88.38 |
-1.92 |
416,908 |
302,621 |
-8,227 |
Mar11 |
110106 |
91.55 |
91.83 |
89.20 |
89.75 |
-1.67 |
159,540 |
221,062 |
+6,595 |
Apr11 |
110106 |
92.51 |
92.79 |
90.40 |
90.90 |
-1.49 |
87,233 |
95,976 |
+1,703 |
May11 |
110106 |
93.38 |
93.46 |
91.42 |
91.84 |
-1.39 |
55,941 |
76,968 |
+7,107 |
Jun11 |
110106 |
94.06 |
94.24 |
92.09 |
92.54 |
-1.33 |
66,486 |
94,431 |
+981 |
Jul11 |
110106 |
94.56 |
94.60 |
92.77 |
93.09 |
-1.29 |
19,677 |
50,538 |
+1,713 |
Aug11 |
110106 |
94.96 |
94.96 |
93.39 |
93.46 |
-1.25 |
9,741 |
27,850 |
+86 |
Sep11 |
110106 |
95.03 |
95.16 |
93.65 |
93.72 |
-1.20 |
7,867 |
27,349 |
+667 |
Oct11 |
110106 |
95.26 |
95.27 |
93.40 |
93.92 |
-1.13 |
5,267 |
18,716 |
+146 |
Nov11 |
110106 |
95.33 |
95.51 |
93.98 |
94.09 |
-1.06 |
5,916 |
20,860 |
-762 |
Dec11 |
110106 |
95.39 |
95.72 |
93.73 |
94.25 |
-0.99 |
46,663 |
154,864 |
-1,235 |
Jan12 |
110106 |
95.25 |
95.58 |
94.10 |
94.30 |
-0.92 |
2,306 |
28,532 |
-142 |
Feb12 |
110106 |
94.29 |
94.29 |
94.29 |
94.29 |
-0.87 |
245 |
8,712 |
+30 |
Mar12 |
110106 |
94.26 |
94.26 |
94.26 |
94.26 |
-0.84 |
210 |
10,681 |
-19 |
Apr12 |
110106 |
94.22 |
94.22 |
94.22 |
94.22 |
-0.82 |
47 |
4,978 |
-13 |
May12 |
110106 |
94.18 |
94.18 |
94.18 |
94.18 |
-0.81 |
37 |
5,909 |
+15 |
Total Volume and Open Interest |
911,745 |
1,481,197 |
+9,971 |
e-miNY Crude Oil(NYM) |
Jan11 |
101217 |
87.925 |
88.500 |
87.025 |
88.025 |
+0.325 |
5,348 |
3,079 |
-457 |
Feb11 |
110106 |
90.450 |
90.700 |
87.875 |
88.375 |
-1.925 |
13,901 |
4,220 |
-733 |
Mar11 |
110106 |
91.650 |
91.800 |
89.225 |
89.750 |
-1.675 |
1,786 |
3,022 |
+596 |
Apr11 |
110106 |
92.725 |
92.725 |
90.675 |
90.900 |
-1.500 |
218 |
325 |
+154 |
May11 |
110106 |
91.850 |
91.850 |
91.850 |
91.850 |
-1.375 |
5 |
22 |
+4 |
Jun11 |
110106 |
92.550 |
92.550 |
92.550 |
92.550 |
-1.325 |
0 |
46 |
+0 |
Jul11 |
110106 |
93.100 |
93.100 |
93.100 |
93.100 |
-1.275 |
1 |
15 |
+1 |
Aug11 |
110106 |
93.450 |
93.450 |
93.450 |
93.450 |
-1.250 |
1 |
9 |
-1 |
Sep11 |
110106 |
93.725 |
93.725 |
93.725 |
93.725 |
-1.200 |
0 |
1 |
+0 |
Oct11 |
110106 |
93.925 |
93.925 |
93.925 |
93.925 |
-1.125 |
0 |
41 |
+0 |
Total Volume and Open Interest |
15,912 |
7,942 |
+21 |
Heating Oil(NYM) |
Feb11 |
110106 |
254.55 |
255.86 |
249.88 |
251.12 |
-3.10 |
57,531 |
103,062 |
-3,509 |
Mar11 |
110106 |
255.77 |
256.48 |
250.66 |
251.75 |
-3.35 |
24,677 |
63,831 |
+1,027 |
Apr11 |
110106 |
254.70 |
256.09 |
250.40 |
251.47 |
-3.35 |
10,059 |
28,828 |
-14 |
May11 |
110106 |
255.31 |
255.95 |
250.93 |
251.45 |
-3.24 |
5,308 |
18,823 |
-16 |
Jun11 |
110106 |
255.81 |
256.29 |
251.10 |
252.01 |
-3.20 |
10,712 |
32,608 |
-662 |
Jul11 |
110106 |
257.27 |
257.61 |
252.87 |
253.44 |
-3.16 |
1,003 |
9,064 |
+77 |
Aug11 |
110106 |
257.56 |
257.84 |
254.40 |
255.01 |
-3.08 |
472 |
5,827 |
-10 |
Sep11 |
110106 |
260.36 |
260.56 |
255.80 |
256.58 |
-3.00 |
1,338 |
6,652 |
+498 |
Oct11 |
110106 |
260.54 |
260.54 |
257.10 |
258.13 |
-2.92 |
358 |
4,259 |
-58 |
Nov11 |
110106 |
261.89 |
261.89 |
259.00 |
259.73 |
-2.82 |
248 |
4,977 |
+48 |
Dec11 |
110106 |
264.65 |
265.16 |
260.51 |
261.12 |
-2.76 |
2,092 |
15,981 |
-335 |
Jan12 |
110106 |
265.81 |
265.81 |
262.07 |
262.47 |
-2.78 |
190 |
2,711 |
+108 |
Total Volume and Open Interest |
114,273 |
303,811 |
-2,752 |
Gasoline(NYMEX) |
Feb11 |
110106 |
245.50 |
247.39 |
242.38 |
244.30 |
-0.21 |
51,828 |
93,969 |
-256 |
Mar11 |
110106 |
246.25 |
247.74 |
242.87 |
244.64 |
-0.53 |
24,203 |
54,481 |
+1,582 |
Apr11 |
110106 |
255.75 |
256.73 |
252.00 |
253.65 |
-1.03 |
11,619 |
30,920 |
-292 |
May11 |
110106 |
255.45 |
257.03 |
252.70 |
253.99 |
-1.24 |
5,612 |
16,819 |
+625 |
Jun11 |
110106 |
255.40 |
256.81 |
251.98 |
253.60 |
-1.43 |
5,996 |
20,997 |
+614 |
Jul11 |
110106 |
254.50 |
255.75 |
251.47 |
252.69 |
-1.47 |
1,421 |
5,840 |
-56 |
Aug11 |
110106 |
251.09 |
251.09 |
251.09 |
251.09 |
-1.60 |
1,332 |
6,271 |
+96 |
Sep11 |
110106 |
249.32 |
249.32 |
249.32 |
249.32 |
-1.60 |
1,395 |
4,092 |
+179 |
Oct11 |
110106 |
238.60 |
238.90 |
238.20 |
238.48 |
-1.64 |
905 |
3,930 |
+26 |
Nov11 |
110106 |
236.55 |
236.60 |
236.20 |
236.60 |
-1.64 |
512 |
1,443 |
+120 |
Total Volume and Open Interest |
107,032 |
272,556 |
+2,441 |
e-miNY RBOB Gasoline(NYM) |
Feb11 |
110106 |
244.30 |
244.30 |
244.30 |
244.30 |
-0.20 |
0 |
3 |
+0 |
Mar11 |
110106 |
244.60 |
244.64 |
244.60 |
244.60 |
-0.60 |
0 |
1 |
+0 |
Apr11 |
110106 |
253.70 |
253.70 |
253.65 |
253.70 |
-1.00 |
0 |
1 |
+0 |
May11 |
110106 |
254.00 |
254.00 |
253.99 |
254.00 |
-1.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Feb11 |
110106 |
4.486 |
4.623 |
4.380 |
4.434 |
-0.039 |
116,906 |
138,747 |
-6,936 |
Mar11 |
110106 |
4.460 |
4.582 |
4.351 |
4.404 |
-0.037 |
46,694 |
181,724 |
+5,916 |
Apr11 |
110106 |
4.422 |
4.539 |
4.322 |
4.375 |
-0.031 |
45,120 |
91,868 |
+1,568 |
May11 |
110106 |
4.449 |
4.565 |
4.359 |
4.410 |
-0.030 |
19,558 |
54,811 |
+5,975 |
Jun11 |
110106 |
4.512 |
4.594 |
4.400 |
4.451 |
-0.029 |
6,604 |
18,363 |
-286 |
Jul11 |
110106 |
4.575 |
4.646 |
4.462 |
4.513 |
-0.027 |
4,444 |
17,139 |
+140 |
Aug11 |
110106 |
4.631 |
4.681 |
4.491 |
4.545 |
-0.027 |
2,201 |
17,163 |
+19 |
Sep11 |
110106 |
4.652 |
4.680 |
4.500 |
4.556 |
-0.027 |
3,695 |
13,328 |
+329 |
Oct11 |
110106 |
4.700 |
4.759 |
4.572 |
4.620 |
-0.027 |
13,369 |
50,957 |
-1,047 |
Nov11 |
110106 |
4.856 |
4.911 |
4.771 |
4.786 |
-0.029 |
2,414 |
22,265 |
+113 |
Dec11 |
110106 |
5.085 |
5.142 |
4.990 |
5.023 |
-0.029 |
3,588 |
21,341 |
+1,064 |
Jan12 |
110106 |
5.239 |
5.283 |
5.128 |
5.170 |
-0.024 |
4,635 |
36,369 |
-86 |
Feb12 |
110106 |
5.213 |
5.221 |
5.100 |
5.138 |
-0.026 |
1,086 |
7,165 |
+221 |
Mar12 |
110106 |
5.091 |
5.128 |
4.990 |
5.030 |
-0.025 |
3,688 |
17,839 |
-3 |
Apr12 |
110106 |
4.834 |
4.867 |
4.751 |
4.785 |
-0.017 |
2,943 |
17,196 |
+356 |
May12 |
110106 |
4.850 |
4.862 |
4.757 |
4.788 |
-0.017 |
705 |
5,009 |
+329 |
Total Volume and Open Interest |
279,746 |
775,269 |
+8,248 |
Brent Crude Oil(ICE) |
Feb11 |
110106 |
95.70 |
96.12 |
94.01 |
94.52 |
-0.98 |
212,403 |
169,774 |
-12,495 |
Mar11 |
110106 |
95.40 |
95.92 |
93.86 |
94.37 |
-1.00 |
133,326 |
196,771 |
+3,072 |
Apr11 |
110106 |
95.58 |
95.94 |
93.93 |
94.42 |
-1.05 |
71,172 |
84,223 |
+1,839 |
May11 |
110106 |
95.67 |
96.03 |
94.10 |
94.59 |
-1.07 |
31,696 |
53,147 |
+2,328 |
Jun11 |
110106 |
95.87 |
96.25 |
94.32 |
94.81 |
-1.06 |
37,859 |
73,802 |
+4,782 |
Jul11 |
110106 |
95.85 |
96.31 |
94.73 |
94.97 |
-1.05 |
5,630 |
22,168 |
+60 |
Aug11 |
110106 |
95.99 |
96.40 |
94.70 |
95.10 |
-1.01 |
2,481 |
13,160 |
+100 |
Sep11 |
110106 |
96.09 |
96.43 |
94.68 |
95.19 |
-0.98 |
2,441 |
23,204 |
+225 |
Oct11 |
110106 |
96.15 |
96.50 |
94.90 |
95.27 |
-0.95 |
1,856 |
15,584 |
+316 |
Nov11 |
110106 |
95.36 |
95.36 |
95.36 |
95.36 |
-0.92 |
1,680 |
10,386 |
-16 |
Dec11 |
110106 |
96.36 |
96.76 |
94.92 |
95.46 |
-0.90 |
27,339 |
98,416 |
+2,083 |
Jan12 |
110106 |
95.53 |
95.53 |
95.53 |
95.53 |
-0.86 |
674 |
9,702 |
+243 |
Feb12 |
110106 |
95.56 |
95.56 |
95.56 |
95.56 |
-0.83 |
229 |
5,845 |
+140 |
Mar12 |
110106 |
95.56 |
95.56 |
95.56 |
95.56 |
-0.82 |
76 |
3,611 |
-2 |
Total Volume and Open Interest |
538,237 |
874,930 |
+4,240 |
Gas Oil(ICE) |
Jan11 |
110106 |
781.00 |
786.00 |
766.75 |
775.25 |
-2.25 |
64,477 |
60,448 |
-12,593 |
Feb11 |
110106 |
785.00 |
791.75 |
773.00 |
781.50 |
-2.00 |
113,400 |
128,350 |
+3,591 |
Mar11 |
110106 |
793.25 |
796.00 |
778.25 |
786.50 |
-1.50 |
60,063 |
87,089 |
+5,707 |
Apr11 |
110106 |
795.00 |
799.25 |
782.00 |
790.25 |
-1.25 |
23,551 |
56,345 |
-803 |
May11 |
110106 |
799.75 |
802.50 |
785.50 |
793.50 |
-1.25 |
16,746 |
48,353 |
+2,174 |
Jun11 |
110106 |
803.00 |
805.25 |
789.50 |
797.50 |
-0.75 |
24,570 |
60,031 |
+3,896 |
Jul11 |
110106 |
806.50 |
809.00 |
793.75 |
801.75 |
-0.50 |
4,915 |
19,786 |
+808 |
Aug11 |
110106 |
808.50 |
812.50 |
798.75 |
805.50 |
-0.50 |
970 |
18,011 |
+311 |
Sep11 |
110106 |
813.25 |
816.25 |
801.00 |
809.00 |
-0.25 |
1,821 |
12,884 |
+486 |
Oct11 |
110106 |
814.00 |
817.25 |
803.25 |
811.25 |
unch |
1,399 |
11,396 |
+501 |
Total Volume and Open Interest |
324,879 |
613,552 |
+2,457 |
Ethanol(CBOT) |
Jan11 |
110105 |
2.315 |
2.315 |
2.305 |
2.305 |
-0.008 |
63 |
135 |
-73 |
Feb11 |
110106 |
2.281 |
2.281 |
2.241 |
2.252 |
-0.045 |
181 |
828 |
+47 |
Mar11 |
110106 |
2.280 |
2.280 |
2.241 |
2.244 |
-0.047 |
126 |
1,188 |
+43 |
Apr11 |
110106 |
2.284 |
2.284 |
2.250 |
2.253 |
-0.044 |
68 |
752 |
+37 |
May11 |
110106 |
2.280 |
2.280 |
2.265 |
2.268 |
-0.046 |
39 |
403 |
-4 |
Jun11 |
110106 |
2.280 |
2.281 |
2.276 |
2.279 |
-0.041 |
33 |
559 |
+13 |
Jul11 |
110106 |
2.305 |
2.315 |
2.285 |
2.286 |
-0.040 |
35 |
727 |
+22 |
Aug11 |
110106 |
2.273 |
2.273 |
2.273 |
2.273 |
-0.042 |
33 |
764 |
+3 |
Total Volume and Open Interest |
712 |
7,193 |
+155 |
WTI Crude Oil(ICE |
Feb11 |
110106 |
90.42 |
90.52 |
87.85 |
88.38 |
-1.92 |
123,002 |
112,581 |
-2,233 |
Mar11 |
110106 |
91.62 |
91.62 |
89.19 |
89.75 |
-1.67 |
74,243 |
92,749 |
-3,181 |
Apr11 |
110106 |
92.55 |
92.57 |
90.43 |
90.90 |
-1.49 |
47,820 |
48,517 |
+5,705 |
May11 |
110106 |
93.36 |
93.38 |
91.50 |
91.84 |
-1.39 |
21,963 |
31,831 |
+5,175 |
Jun11 |
110106 |
94.01 |
94.14 |
92.13 |
92.54 |
-1.33 |
26,322 |
63,255 |
+524 |
Jul11 |
110106 |
94.53 |
94.58 |
92.84 |
93.09 |
-1.29 |
4,289 |
18,498 |
+428 |
Aug11 |
110106 |
94.69 |
94.93 |
93.20 |
93.46 |
-1.25 |
2,605 |
12,090 |
-150 |
Sep11 |
110106 |
94.89 |
95.16 |
93.72 |
93.72 |
-1.20 |
1,999 |
15,738 |
+258 |
Oct11 |
110106 |
95.03 |
95.30 |
93.63 |
93.92 |
-1.13 |
1,717 |
10,792 |
+50 |
Nov11 |
110106 |
94.95 |
94.95 |
94.09 |
94.09 |
-1.06 |
1,647 |
9,384 |
+72 |
Dec11 |
110106 |
95.19 |
95.60 |
93.75 |
94.25 |
-0.99 |
26,115 |
66,627 |
+969 |
Jan12 |
110106 |
95.12 |
95.12 |
94.30 |
94.30 |
-0.92 |
712 |
6,099 |
+871 |
Feb12 |
110106 |
94.29 |
94.29 |
94.29 |
94.29 |
-0.87 |
51 |
1,186 |
-4 |
Mar12 |
110106 |
94.26 |
94.26 |
94.26 |
94.26 |
-0.84 |
30 |
3,135 |
-8 |
Apr12 |
110106 |
94.22 |
94.22 |
94.22 |
94.22 |
-0.82 |
7 |
761 |
-1 |
May12 |
110106 |
94.18 |
94.18 |
94.18 |
94.18 |
-0.81 |
4 |
832 |
-2 |
Total Volume and Open Interest |
342,021 |
580,834 |
+9,528 |
US Dollar Index(ICE) |
Mar11 |
110106 |
80.570 |
81.220 |
80.460 |
81.092 |
+0.555 |
29,323 |
29,054 |
+2,048 |
Jun11 |
110106 |
81.100 |
81.570 |
80.900 |
81.473 |
+0.550 |
772 |
715 |
+48 |
Sep11 |
110106 |
81.832 |
81.832 |
81.832 |
81.832 |
+0.550 |
0 |
4 |
+0 |
Total Volume and Open Interest |
30,095 |
29,773 |
+2,096 |
Australian Dollar(CME) |
Mar11 |
110106 |
99.14 |
99.35 |
98.52 |
98.61 |
-0.52 |
115,083 |
118,688 |
-2,494 |
Jun11 |
110106 |
97.90 |
97.98 |
97.40 |
97.47 |
-0.51 |
196 |
305 |
+33 |
Sep11 |
110106 |
96.25 |
96.76 |
96.25 |
96.25 |
-0.51 |
0 |
14 |
+0 |
Total Volume and Open Interest |
115,282 |
119,103 |
-2,459 |
British Pound(CME) |
Mar11 |
110106 |
154.99 |
155.57 |
154.39 |
154.61 |
-0.24 |
110,012 |
90,930 |
+6,888 |
Jun11 |
110106 |
154.89 |
155.23 |
154.30 |
154.45 |
-0.24 |
36 |
202 |
+9 |
Sep11 |
110106 |
155.23 |
155.23 |
154.25 |
154.25 |
-0.24 |
0 |
3 |
+0 |
Total Volume and Open Interest |
110,048 |
91,167 |
+6,897 |
Canadian Dollar(CME) |
Mar11 |
110106 |
100.21 |
100.61 |
99.91 |
100.24 |
unch |
72,608 |
120,560 |
+4,004 |
Jun11 |
110106 |
100.32 |
100.33 |
99.70 |
99.99 |
unch |
104 |
2,153 |
+24 |
Sep11 |
110106 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
33 |
1,013 |
+21 |
Dec11 |
110106 |
99.57 |
99.57 |
99.24 |
99.39 |
+0.02 |
94 |
1,123 |
+46 |
Total Volume and Open Interest |
72,839 |
124,853 |
+4,095 |
Japanese Yen(CME) |
Mar11 |
110106 |
120.21 |
120.75 |
119.98 |
120.16 |
+0.06 |
185,471 |
116,383 |
-11,721 |
Jun11 |
110106 |
120.47 |
120.88 |
120.20 |
120.29 |
+0.05 |
109 |
369 |
+4 |
Sep11 |
110106 |
120.55 |
120.55 |
120.45 |
120.50 |
+0.05 |
0 |
13 |
+0 |
Total Volume and Open Interest |
185,580 |
116,766 |
-11,717 |
Swiss Franc(CME) |
Mar11 |
110106 |
103.66 |
104.11 |
103.06 |
103.72 |
+0.25 |
58,778 |
46,168 |
-1,256 |
Jun11 |
110106 |
103.84 |
103.84 |
103.59 |
103.84 |
+0.25 |
26 |
56 |
-1 |
Sep11 |
110106 |
103.99 |
103.99 |
103.74 |
103.99 |
+0.25 |
1 |
2 |
+1 |
Total Volume and Open Interest |
58,805 |
46,228 |
-1,256 |
EuroFX(CME) |
Mar11 |
110106 |
131.50 |
131.65 |
129.92 |
130.10 |
-1.36 |
361,260 |
167,138 |
+4,853 |
Jun11 |
110106 |
131.25 |
131.38 |
129.89 |
130.01 |
-1.37 |
262 |
682 |
+51 |
Sep11 |
110106 |
130.00 |
131.30 |
129.75 |
129.92 |
-1.38 |
2 |
33 |
+2 |
Total Volume and Open Interest |
361,524 |
168,145 |
+4,906 |
Mexican Peso(CME) |
Jan11 |
110106 |
819.0 |
819.8 |
819.0 |
819.0 |
-0.8 |
|
|
|
Feb11 |
110106 |
817.0 |
817.8 |
817.0 |
817.0 |
-0.8 |
|
|
|
Total Volume and Open Interest |
24,901 |
121,917 |
+3,131 |
30-Year T-Bonds(CBOT) |
Mar11 |
110106 |
119~210 |
120~150 |
119~150 |
120~030 |
+0~200 |
366,474 |
541,111 |
+3,140 |
Jun11 |
110106 |
118~040 |
118~180 |
117~290 |
118~170 |
+0~200 |
88 |
671 |
+12 |
Sep11 |
110106 |
116~310 |
116~310 |
116~110 |
116~310 |
+0~200 |
|
|
|
Total Volume and Open Interest |
366,562 |
541,782 |
+3,152 |
10-Year T-Notes(CBOT) |
Mar11 |
110106 |
119~125 |
120~000 |
119~105 |
119~260 |
+0~185 |
1,354,117 |
1,398,180 |
+41,187 |
Jun11 |
110106 |
118~120 |
118~230 |
118~020 |
118~200 |
+0~180 |
1,165 |
1,263 |
+1,150 |
Sep11 |
110106 |
117~175 |
117~175 |
116~315 |
117~175 |
+0~180 |
|
|
|
Total Volume and Open Interest |
1,355,282 |
1,399,447 |
+42,337 |
5-Year T-Notes(CBOT) |
Mar11 |
110106 |
117~017 |
117~089 |
117~012 |
117~043 |
+0~041 |
565,205 |
987,336 |
-1,090 |
Jun11 |
110106 |
116~067 |
116~067 |
116~026 |
116~067 |
+0~041 |
|
|
|
Sep11 |
110106 |
115~091 |
115~091 |
115~050 |
115~091 |
+0~041 |
|
|
|
Total Volume and Open Interest |
565,205 |
987,336 |
-1,090 |
2 Year T-Notes(CBOT) |
Mar11 |
110106 |
109~026 |
109~038 |
109~026 |
109~034 |
+0~013 |
221,638 |
656,599 |
+11,586 |
Jun11 |
110106 |
109~003 |
109~003 |
108~118 |
109~003 |
+0~013 |
52 |
116 |
+21 |
Sep11 |
110106 |
108~100 |
108~100 |
108~087 |
108~100 |
+0~013 |
|
|
|
Total Volume and Open Interest |
221,690 |
656,715 |
+11,607 |
Eurodollars(CME) |
Mar11 |
110106 |
99.630 |
99.640 |
99.590 |
99.605 |
-0.025 |
210,886 |
1,147,008 |
-17,588 |
Jun11 |
110106 |
99.505 |
99.525 |
99.475 |
99.480 |
-0.015 |
316,563 |
1,118,256 |
+21,779 |
Sep11 |
110106 |
99.335 |
99.370 |
99.320 |
99.330 |
+0.005 |
318,745 |
922,157 |
+7,861 |
Dec11 |
110106 |
99.110 |
99.160 |
99.110 |
99.120 |
+0.020 |
343,680 |
761,232 |
+8,511 |
Mar12 |
110106 |
98.855 |
98.905 |
98.855 |
98.865 |
+0.025 |
470,509 |
813,394 |
-17,462 |
Jun12 |
110106 |
98.570 |
98.620 |
98.565 |
98.575 |
+0.025 |
344,320 |
504,087 |
+6,059 |
Sep12 |
110106 |
98.295 |
98.345 |
98.290 |
98.300 |
+0.030 |
294,659 |
409,862 |
+12,817 |
Dec12 |
110106 |
98.020 |
98.070 |
98.010 |
98.035 |
+0.040 |
252,149 |
287,929 |
-2,917 |
Mar13 |
110106 |
97.765 |
97.815 |
97.755 |
97.785 |
+0.050 |
156,973 |
191,078 |
+9,659 |
Jun13 |
110106 |
97.500 |
97.555 |
97.495 |
97.530 |
+0.065 |
115,761 |
159,473 |
+7,204 |
Sep13 |
110106 |
97.245 |
97.315 |
97.245 |
97.290 |
+0.080 |
104,502 |
182,502 |
+2,409 |
Dec13 |
110106 |
96.995 |
97.065 |
96.995 |
97.040 |
+0.085 |
94,882 |
140,253 |
-209 |
Mar14 |
110106 |
96.785 |
96.845 |
96.770 |
96.820 |
+0.090 |
57,506 |
112,764 |
+3,943 |
Jun14 |
110106 |
96.560 |
96.625 |
96.545 |
96.590 |
+0.090 |
34,070 |
106,950 |
+3,765 |
Sep14 |
110106 |
96.320 |
96.400 |
96.320 |
96.365 |
+0.090 |
26,132 |
68,168 |
+1,638 |
Dec14 |
110106 |
96.100 |
96.180 |
96.095 |
96.145 |
+0.090 |
22,759 |
66,852 |
-1,073 |
Mar15 |
110106 |
95.920 |
95.990 |
95.905 |
95.960 |
+0.090 |
17,799 |
51,240 |
+1,617 |
Jun15 |
110106 |
3.995 |
4.060 |
3.975 |
4.035 |
+0.090 |
13,317 |
35,658 |
+644 |
Total Volume and Open Interest |
3,235,585 |
7,308,107 |
+50,549 |
30 Day Federal Funds(CBOT) |
Jan11 |
110106 |
99.825 |
99.825 |
99.823 |
99.823 |
unch |
2,138 |
72,016 |
+597 |
Feb11 |
110106 |
99.820 |
99.825 |
99.815 |
99.815 |
unch |
6,376 |
62,066 |
+387 |
Mar11 |
110106 |
99.815 |
99.820 |
99.815 |
99.815 |
unch |
2,414 |
44,018 |
+824 |
Apr11 |
110106 |
99.820 |
99.820 |
99.810 |
99.815 |
-0.005 |
3,191 |
38,370 |
-573 |
May11 |
110106 |
99.810 |
99.815 |
99.810 |
99.815 |
unch |
3,234 |
53,800 |
+337 |
Jun11 |
110106 |
99.800 |
99.805 |
99.800 |
99.800 |
unch |
4,932 |
29,290 |
-172 |
Total Volume and Open Interest |
77,761 |
514,436 |
+224 |
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 |
110106 |
99.655 |
99.655 |
99.655 |
99.655 |
-0.005 |
0 |
1,161 |
-18 |
Jun11 |
110106 |
99.643 |
99.643 |
99.643 |
99.643 |
-0.005 |
0 |
175 |
+0 |
Sep11 |
110106 |
99.637 |
99.637 |
99.637 |
99.637 |
-0.005 |
|
|
|
Dec11 |
110106 |
99.635 |
99.635 |
99.635 |
99.635 |
-0.005 |
0 |
75 |
+0 |
Mar12 |
110106 |
99.615 |
99.615 |
99.615 |
99.615 |
-0.005 |
|
|
|
Jun12 |
110106 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.005 |
|
|
|
Sep12 |
110106 |
99.610 |
99.610 |
99.610 |
99.610 |
-0.005 |
|
|
|
Dec12 |
110106 |
99.515 |
99.515 |
99.515 |
99.515 |
-0.005 |
|
|
|
Mar13 |
110106 |
99.515 |
99.515 |
99.515 |
99.515 |
-0.005 |
|
|
|
Jun13 |
110106 |
99.470 |
99.470 |
99.470 |
99.470 |
-0.005 |
|
|
|
Total Volume and Open Interest |
0 |
1,411 |
-18 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110106 |
99.66 |
99.66 |
99.65 |
99.65 |
-0.01 |
300 |
2,654 |
+160 |
Jun11 |
110106 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
1,387 |
-2 |
Sep11 |
110106 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
0 |
1,054 |
+0 |
Dec11 |
110106 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
100 |
1,823 |
+0 |
Mar12 |
110106 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
0 |
305 |
+0 |
Jun12 |
110106 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
754 |
+0 |
Sep12 |
110106 |
99.61 |
99.61 |
99.61 |
99.61 |
0.00 |
0 |
310 |
+0 |
Dec12 |
110106 |
99.51 |
99.51 |
99.51 |
99.51 |
0.00 |
0 |
4 |
+0 |
Total Volume and Open Interest |
400 |
8,292 |
+158 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110106 |
140.45 |
140.52 |
139.57 |
139.60 |
-0.82 |
2,003 |
12,117 |
+512 |
Jun11 |
110106 |
137.51 |
137.51 |
137.51 |
137.51 |
-0.82 |
|
|
|
Sep11 |
110106 |
135.42 |
135.42 |
135.42 |
135.42 |
-0.82 |
|
|
|
Total Volume and Open Interest |
2,003 |
12,117 |
+512 |
Euro-Bund(EUREX) |
Mar11 |
110106 |
125.39 |
125.94 |
125.07 |
125.73 |
+0.24 |
1,076,231 |
864,225 |
-14,845 |
Jun11 |
110106 |
124.06 |
124.46 |
123.87 |
124.29 |
+0.23 |
15 |
575 |
+6 |
Sep11 |
110106 |
124.04 |
124.04 |
124.04 |
124.04 |
+0.19 |
|
|
|
Total Volume and Open Interest |
1,076,246 |
864,800 |
-14,839 |
Euro-Bobl(EUREX) |
Mar11 |
110106 |
118.60 |
118.95 |
118.49 |
118.79 |
+0.13 |
519,010 |
652,445 |
+3,440 |
Jun11 |
110106 |
117.34 |
117.34 |
117.34 |
117.34 |
+0.13 |
517 |
2,155 |
+500 |
Sep11 |
110106 |
117.34 |
117.34 |
117.34 |
117.34 |
+0.13 |
|
|
|
Total Volume and Open Interest |
519,527 |
654,600 |
+3,940 |
3-Mth Euribor(EUREX) |
Mar11 |
110106 |
98.950 |
98.950 |
98.945 |
98.950 |
unch |
23 |
6,820 |
+0 |
Jun11 |
110106 |
98.835 |
98.835 |
98.835 |
98.835 |
+0.015 |
243 |
9,116 |
+0 |
Sep11 |
110106 |
98.710 |
98.710 |
98.710 |
98.710 |
+0.010 |
205 |
1,757 |
-155 |
Total Volume and Open Interest |
497 |
24,778 |
-141 |
Long Gilt(LIFFE) |
Mar11 |
110106 |
118~05 |
118~16 |
117~25 |
118~11 |
+0~06 |
101,819 |
248,277 |
+5,680 |
Jun11 |
110106 |
118~10 |
118~10 |
118~10 |
118~10 |
+0~06 |
|
|
|
Total Volume and Open Interest |
101,819 |
248,277 |
+2,469 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110106 |
99.15 |
99.18 |
99.13 |
99.15 |
+0.01 |
61,753 |
290,622 |
+692 |
Jun11 |
110106 |
99.00 |
99.04 |
98.99 |
99.02 |
+0.03 |
79,866 |
263,315 |
+3 |
Sep11 |
110106 |
98.83 |
98.85 |
98.80 |
98.84 |
+0.02 |
108,303 |
276,458 |
+25,425 |
Dec11 |
110106 |
98.60 |
98.62 |
98.56 |
98.61 |
+0.01 |
73,275 |
278,033 |
+4,567 |
Mar12 |
110106 |
98.35 |
98.37 |
98.30 |
98.35 |
unch |
86,267 |
242,701 |
+5,751 |
Jun12 |
110106 |
98.07 |
98.10 |
98.01 |
98.08 |
+0.01 |
66,264 |
133,265 |
-2,716 |
Total Volume and Open Interest |
600,968 |
1,829,906 |
+33,930 |
3-Mth Euribor(LIFFE) |
Mar11 |
110106 |
98.950 |
98.960 |
98.935 |
98.950 |
unch |
124,726 |
570,052 |
+3,730 |
Jun11 |
110106 |
98.825 |
98.840 |
98.815 |
98.835 |
+0.015 |
122,079 |
495,370 |
+11,752 |
Sep11 |
110106 |
98.700 |
98.720 |
98.685 |
98.710 |
+0.010 |
140,727 |
373,166 |
+7,312 |
Total Volume and Open Interest |
1,007,995 |
2,691,897 |
+21,404 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110106 |
94.96 |
94.97 |
94.94 |
94.95 |
-0.01 |
10,658 |
203,249 |
+5,070 |
Jun11 |
110106 |
94.86 |
94.87 |
94.82 |
94.85 |
-0.01 |
13,558 |
121,155 |
-3,335 |
Sep11 |
110106 |
94.71 |
94.73 |
94.67 |
94.70 |
-0.01 |
6,411 |
82,143 |
+1,931 |
Dec11 |
110106 |
94.58 |
94.60 |
94.54 |
94.57 |
-0.01 |
1,497 |
52,300 |
+24 |
Mar12 |
110106 |
94.49 |
94.51 |
94.44 |
94.48 |
-0.01 |
844 |
42,308 |
+97 |
Jun12 |
110106 |
94.43 |
94.44 |
94.37 |
94.41 |
-0.02 |
568 |
38,739 |
-213 |
Sep12 |
110106 |
94.39 |
94.41 |
94.34 |
94.37 |
-0.01 |
792 |
19,726 |
+17 |
Dec12 |
110106 |
94.36 |
94.36 |
94.30 |
94.31 |
-0.03 |
248 |
9,108 |
+240 |
Mar13 |
110106 |
94.31 |
94.31 |
94.27 |
94.27 |
-0.03 |
11 |
2,657 |
-1 |
Jun13 |
110106 |
94.20 |
94.21 |
94.20 |
94.20 |
-0.06 |
8 |
587 |
+7 |
Total Volume and Open Interest |
34,656 |
572,874 |
-128 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110106 |
94.46 |
94.47 |
94.37 |
94.41 |
-0.05 |
27,899 |
359,854 |
+2,776 |
Jun11 |
110106 |
94.41 |
94.41 |
94.41 |
94.41 |
-0.05 |
|
|
|
Total Volume and Open Interest |
27,899 |
359,854 |
+2,776 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110106 |
94.79 |
94.82 |
94.74 |
94.78 |
-0.01 |
108,002 |
432,175 |
+48,766 |
Jun11 |
110106 |
94.78 |
94.78 |
94.78 |
94.78 |
-0.01 |
|
|
|
Total Volume and Open Interest |
108,002 |
432,175 |
+23,594 |
Gold(CMX) |
Feb11 |
110106 |
1376.4 |
1380.0 |
1364.3 |
1371.7 |
-2.0 |
202,336 |
335,228 |
-15,171 |
Apr11 |
110106 |
1379.0 |
1381.5 |
1366.5 |
1373.5 |
-2.1 |
19,413 |
62,732 |
+5,203 |
Jun11 |
110106 |
1382.0 |
1383.6 |
1368.5 |
1375.4 |
-2.2 |
3,775 |
33,100 |
-700 |
Aug11 |
110106 |
1382.0 |
1385.2 |
1372.4 |
1377.4 |
-2.2 |
712 |
16,488 |
+210 |
Oct11 |
110106 |
1376.8 |
1379.6 |
1376.8 |
1379.6 |
-2.1 |
248 |
12,480 |
-47 |
Dec11 |
110106 |
1386.0 |
1388.5 |
1374.5 |
1381.9 |
-2.1 |
3,292 |
25,325 |
-871 |
Feb12 |
110106 |
1385.0 |
1387.3 |
1380.0 |
1384.5 |
-2.1 |
625 |
7,040 |
+625 |
Apr12 |
110106 |
1387.3 |
1387.3 |
1387.3 |
1387.3 |
-2.1 |
740 |
6,459 |
+566 |
Jun12 |
110106 |
1390.5 |
1390.5 |
1390.5 |
1390.5 |
-2.3 |
308 |
12,620 |
+243 |
Aug12 |
110106 |
1394.0 |
1394.0 |
1394.0 |
1394.0 |
-1.8 |
340 |
5,906 |
-260 |
Oct12 |
110106 |
1398.1 |
1398.1 |
1398.1 |
1398.1 |
-2.1 |
20 |
1,354 |
+20 |
Dec12 |
110106 |
1401.0 |
1405.0 |
1400.0 |
1402.8 |
-2.3 |
1,026 |
13,697 |
-337 |
Total Volume and Open Interest |
234,583 |
583,200 |
-9,413 |
Silver(CMX) |
Mar11 |
110106 |
2930.0 |
2960.0 |
2881.5 |
2912.6 |
-7.2 |
81,705 |
77,480 |
-283 |
May11 |
110106 |
2932.5 |
2956.5 |
2889.0 |
2917.4 |
-7.4 |
3,012 |
14,621 |
+1,298 |
Jul11 |
110106 |
2941.5 |
2953.0 |
2898.5 |
2922.0 |
-7.5 |
703 |
9,905 |
+201 |
Sep11 |
110106 |
2952.0 |
2961.0 |
2922.0 |
2926.6 |
-7.5 |
88 |
6,145 |
+57 |
Dec11 |
110106 |
2967.0 |
2967.0 |
2920.0 |
2933.8 |
-7.7 |
664 |
12,896 |
+88 |
Mar12 |
110106 |
2940.4 |
2940.4 |
2940.4 |
2940.4 |
-8.1 |
5 |
379 |
+5 |
May12 |
110106 |
2944.9 |
2944.9 |
2944.9 |
2944.9 |
-8.3 |
0 |
540 |
+0 |
Total Volume and Open Interest |
87,462 |
138,560 |
+1,629 |
Platinum(NYMEX) |
Jan11 |
110106 |
1731.3 |
1735.0 |
1731.3 |
1732.7 |
+2.4 |
39 |
388 |
-26 |
Apr11 |
110106 |
1730.0 |
1745.3 |
1727.0 |
1735.1 |
+1.0 |
8,056 |
37,669 |
-836 |
Jul11 |
110106 |
1740.0 |
1740.0 |
1738.7 |
1738.7 |
+1.0 |
26 |
701 |
+24 |
Oct11 |
110106 |
1740.0 |
1741.9 |
1740.0 |
1741.9 |
+0.2 |
2 |
15 |
+0 |
Total Volume and Open Interest |
8,127 |
38,784 |
-836 |
Palladium(NYMEX) |
Mar11 |
110106 |
775.20 |
778.50 |
758.50 |
762.90 |
-12.40 |
4,405 |
22,272 |
-248 |
Jun11 |
110106 |
768.50 |
771.00 |
761.55 |
763.85 |
-12.45 |
52 |
538 |
+27 |
Sep11 |
110106 |
763.85 |
763.85 |
763.85 |
763.85 |
-12.45 |
1 |
13 |
+1 |
Total Volume and Open Interest |
4,458 |
22,826 |
-220 |
Copper(CMX) |
Mar11 |
110106 |
440.40 |
442.60 |
431.15 |
432.95 |
-7.85 |
39,093 |
119,071 |
+2,095 |
May11 |
110106 |
440.00 |
441.75 |
431.25 |
432.50 |
-7.70 |
914 |
27,625 |
+242 |
Jul11 |
110106 |
436.60 |
436.60 |
430.25 |
431.30 |
-7.50 |
94 |
7,631 |
+15 |
Sep11 |
110106 |
432.20 |
432.25 |
428.95 |
430.05 |
-7.25 |
19 |
5,463 |
+4 |
Dec11 |
110106 |
432.80 |
432.80 |
425.75 |
427.55 |
-7.00 |
40 |
3,366 |
+20 |
Total Volume and Open Interest |
40,777 |
168,627 |
+2,338 |
DJIA Index(CBOT) |
Mar11 |
110106 |
11661 |
11705 |
11610 |
11646 |
-18 |
267 |
7,293 |
+40 |
Jun11 |
110106 |
11583 |
11601 |
11583 |
11583 |
-18 |
|
|
|
Sep11 |
110106 |
11526 |
11544 |
11526 |
11526 |
-18 |
|
|
|
Dec11 |
110106 |
11471 |
11489 |
11471 |
11471 |
-18 |
|
|
|
Total Volume and Open Interest |
267 |
7,293 |
+40 |
S & P 500(CME) |
Mar11 |
110106 |
1271.50 |
1276.90 |
1266.50 |
1270.20 |
-1.60 |
15,016 |
274,531 |
+4,446 |
Jun11 |
110106 |
1263.00 |
1267.70 |
1261.20 |
1265.20 |
-1.50 |
114 |
3,915 |
+102 |
Sep11 |
110106 |
1260.50 |
1262.90 |
1256.40 |
1260.50 |
-1.40 |
260 |
2,150 |
-60 |
Dec11 |
110106 |
1256.00 |
1258.50 |
1252.00 |
1256.00 |
-1.50 |
250 |
550 |
+200 |
Total Volume and Open Interest |
15,640 |
281,146 |
+4,688 |
S & P 500 E-Mini(Globex) |
Mar11 |
110106 |
1271.75 |
1277.00 |
1266.25 |
1270.25 |
-1.50 |
1,797,267 |
2,510,775 |
+15,247 |
Jun11 |
110106 |
1266.50 |
1271.00 |
1262.50 |
1265.25 |
-1.50 |
630 |
4,198 |
+106 |
Total Volume and Open Interest |
1,797,955 |
2,515,095 |
+15,371 |
NASDAQ 100(CME) |
Mar11 |
110106 |
2270.00 |
2278.80 |
2267.50 |
2276.30 |
+6.50 |
1,236 |
13,503 |
+301 |
Jun11 |
110106 |
2273.00 |
2277.00 |
2265.00 |
2273.00 |
+6.20 |
|
|
|
Sep11 |
110106 |
2270.50 |
2271.80 |
2270.50 |
2270.50 |
+6.20 |
|
|
|
Total Volume and Open Interest |
1,236 |
13,503 |
+301 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110106 |
2270.80 |
2279.30 |
2267.30 |
2276.30 |
+6.50 |
213,120 |
372,554 |
+13,931 |
Jun11 |
110106 |
2266.00 |
2273.50 |
2265.80 |
2273.00 |
+6.20 |
581 |
527 |
+398 |
Total Volume and Open Interest |
213,701 |
373,086 |
+14,329 |
S & P Midcap 400(CME) |
Mar11 |
110106 |
914.00 |
917.00 |
910.00 |
912.10 |
-0.10 |
4 |
1,461 |
-14 |
Jun11 |
110106 |
909.60 |
909.70 |
909.60 |
909.60 |
-0.10 |
|
|
|
Sep11 |
110106 |
908.50 |
908.50 |
907.90 |
908.50 |
+0.60 |
|
|
|
Total Volume and Open Interest |
4 |
1,461 |
-14 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110106 |
10550 |
10585 |
10495 |
10520 |
-20 |
10,933 |
41,148 |
+1,457 |
Jun11 |
110106 |
10500 |
10520 |
10500 |
10500 |
-20 |
0 |
4 |
+0 |
Total Volume and Open Interest |
10,933 |
41,152 |
+1,457 |
Nikkei 225(SGX) |
Mar11 |
110106 |
10370 |
10535 |
10330 |
10515 |
+145 |
66,993 |
216,312 |
+5,068 |
Jun11 |
110106 |
10310 |
10450 |
10310 |
10440 |
+140 |
2 |
2,681 |
+7 |
Sep11 |
110106 |
10445 |
10445 |
10445 |
10445 |
+145 |
|
|
|
Total Volume and Open Interest |
67,838 |
235,301 |
+5,426 |
CAC 40(EURONEXT) |
Jan11 |
110106 |
3918.0 |
3947.0 |
3886.0 |
3906.0 |
unch |
141,745 |
397,961 |
+11,411 |
Feb11 |
110106 |
3921.0 |
3945.0 |
3889.0 |
3908.0 |
unch |
185 |
357 |
+76 |
Mar11 |
110106 |
3925.0 |
3947.0 |
3895.0 |
3909.5 |
-0.5 |
637 |
43,426 |
+205 |
Total Volume and Open Interest |
142,567 |
441,779 |
+11,692 |
Hang Seng Index(HKFE) |
Jan11 |
110106 |
23838 |
23849 |
23720 |
23806 |
+52 |
57,608 |
92,553 |
+1,599 |
Feb11 |
110106 |
23875 |
23875 |
23730 |
23811 |
+48 |
420 |
1,004 |
+396 |
Mar11 |
110106 |
23793 |
23795 |
23688 |
23762 |
+47 |
307 |
5,819 |
+25 |
Total Volume and Open Interest |
58,492 |
100,571 |
+1,996 |
DAX(EUREX) |
Mar11 |
110106 |
6962.0 |
7059.0 |
6956.0 |
6989.5 |
+43.0 |
158,435 |
186,888 |
-3,344 |
Jun11 |
110106 |
6981.0 |
7078.5 |
6978.5 |
7011.0 |
+43.0 |
286 |
10,662 |
-156 |
Sep11 |
110106 |
7010.5 |
7094.0 |
7010.5 |
7029.5 |
+43.5 |
29 |
28 |
+11 |
Total Volume and Open Interest |
158,750 |
197,578 |
-3,489 |
FT-SE 100(EURONEXT) |
Mar11 |
110106 |
6000.00 |
6050.00 |
5954.00 |
5977.00 |
-16.00 |
113,517 |
653,524 |
-684 |
Jun11 |
110106 |
5982.50 |
6001.00 |
5934.00 |
5934.00 |
-16.00 |
213 |
1,454 |
+187 |
Sep11 |
110106 |
5902.50 |
5902.50 |
5902.50 |
5902.50 |
-16.00 |
26 |
58 |
-12 |
Total Volume and Open Interest |
113,756 |
655,036 |
-509 |
SPI 200(SFE) |
Mar11 |
110106 |
4716.0 |
4735.0 |
4681.0 |
4712.0 |
-2.0 |
26,232 |
197,584 |
+2,267 |
Jun11 |
110106 |
4712.0 |
4738.0 |
4712.0 |
4738.0 |
-3.0 |
38 |
2,980 |
+17 |
Sep11 |
110106 |
4729.0 |
4729.0 |
4729.0 |
4729.0 |
-3.0 |
0 |
1,826 |
+0 |
Total Volume and Open Interest |
26,273 |
204,027 |
+2,257 |
GSCI(CME) |
Jan11 |
110106 |
629.70 |
630.10 |
618.50 |
619.50 |
-10.25 |
261 |
14,737 |
-79 |
Feb11 |
110106 |
634.05 |
634.70 |
624.00 |
624.50 |
-9.50 |
2 |
1 |
+0 |
Mar11 |
110106 |
637.00 |
637.35 |
627.00 |
627.50 |
-9.25 |
|
|
|
Total Volume and Open Interest |
263 |
14,738 |
-79 |
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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