|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri January 07, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
110107 |
1365.50 |
1370.75 |
1353.00 |
1357.75 |
-11.75 |
3,582 |
6,395 |
-1,847 |
Mar11 |
110107 |
1376.75 |
1382.50 |
1360.25 |
1365.00 |
-13.00 |
96,307 |
301,304 |
-5,210 |
May11 |
110107 |
1385.75 |
1391.00 |
1369.00 |
1373.75 |
-12.75 |
28,839 |
91,804 |
+791 |
Jul11 |
110107 |
1388.50 |
1393.00 |
1373.00 |
1377.75 |
-11.75 |
20,148 |
76,261 |
-945 |
Aug11 |
110107 |
1359.00 |
1361.00 |
1346.50 |
1353.75 |
-7.25 |
230 |
2,321 |
+18 |
Sep11 |
110107 |
1322.75 |
1322.75 |
1311.75 |
1317.00 |
-5.00 |
301 |
2,714 |
+68 |
Nov11 |
110107 |
1285.00 |
1290.00 |
1275.00 |
1281.75 |
-4.25 |
8,936 |
117,619 |
+596 |
Total Volume and Open Interest |
158,970 |
619,914 |
-6,373 |
Soybean Meal(CBOT) |
Jan11 |
110107 |
362.00 |
364.20 |
358.00 |
359.10 |
-6.10 |
2,344 |
2,025 |
-353 |
Mar11 |
110107 |
367.70 |
369.30 |
361.50 |
362.70 |
-6.40 |
31,641 |
98,377 |
-843 |
May11 |
110107 |
369.50 |
370.20 |
363.80 |
365.00 |
-5.90 |
6,517 |
28,174 |
+335 |
Jul11 |
110107 |
370.00 |
371.00 |
364.10 |
365.50 |
-5.50 |
5,938 |
24,269 |
+505 |
Aug11 |
110107 |
359.90 |
360.00 |
354.80 |
356.20 |
-4.70 |
231 |
6,405 |
+37 |
Sep11 |
110107 |
347.90 |
349.50 |
344.60 |
345.50 |
-4.00 |
516 |
5,671 |
-8 |
Oct11 |
110107 |
330.10 |
334.00 |
328.70 |
329.80 |
-2.70 |
257 |
5,258 |
+1 |
Dec11 |
110107 |
329.00 |
331.60 |
325.90 |
327.30 |
-2.70 |
889 |
20,325 |
-24 |
Total Volume and Open Interest |
48,524 |
193,490 |
-293 |
Soybean Oil(CBOT) |
Jan11 |
110107 |
56.71 |
56.99 |
56.35 |
56.35 |
-0.55 |
3,806 |
3,290 |
-533 |
Mar11 |
110107 |
57.35 |
57.69 |
56.67 |
56.82 |
-0.59 |
44,209 |
206,832 |
+39 |
May11 |
110107 |
57.43 |
57.99 |
57.08 |
57.22 |
-0.60 |
9,820 |
58,764 |
+156 |
Jul11 |
110107 |
57.87 |
58.13 |
57.28 |
57.44 |
-0.57 |
9,590 |
52,198 |
+1,206 |
Aug11 |
110107 |
57.60 |
58.15 |
57.34 |
57.47 |
-0.52 |
703 |
5,292 |
+159 |
Sep11 |
110107 |
57.60 |
58.00 |
57.31 |
57.47 |
-0.45 |
612 |
6,419 |
+8 |
Oct11 |
110107 |
57.44 |
57.97 |
57.17 |
57.32 |
-0.45 |
625 |
8,304 |
+123 |
Dec11 |
110107 |
57.41 |
57.96 |
56.93 |
57.32 |
-0.41 |
1,847 |
27,059 |
+376 |
Total Volume and Open Interest |
71,212 |
369,166 |
+1,534 |
Canola(WCE) |
Jan11 |
110107 |
581.4 |
581.4 |
581.4 |
581.4 |
-0.5 |
65 |
423 |
-55 |
Mar11 |
110107 |
586.6 |
588.0 |
582.4 |
586.1 |
-0.5 |
9,908 |
121,059 |
-1,992 |
May11 |
110107 |
590.5 |
594.5 |
589.9 |
592.5 |
-0.6 |
2,345 |
13,337 |
+1,233 |
Jul11 |
110107 |
593.1 |
593.1 |
588.6 |
590.8 |
-2.3 |
406 |
17,858 |
+241 |
Nov11 |
110107 |
525.0 |
530.0 |
525.0 |
529.3 |
+0.4 |
701 |
38,055 |
+62 |
Total Volume and Open Interest |
13,425 |
193,878 |
-511 |
Corn(CBOT) |
Mar11 |
110107 |
600.50 |
604.50 |
595.00 |
595.00 |
-7.00 |
178,708 |
721,271 |
-1,242 |
May11 |
110107 |
609.50 |
613.00 |
603.75 |
603.75 |
-7.00 |
42,708 |
224,696 |
+10,953 |
Jul11 |
110107 |
614.00 |
617.00 |
608.00 |
608.50 |
-6.50 |
43,981 |
231,663 |
-2,302 |
Sep11 |
110107 |
574.75 |
578.25 |
569.00 |
569.50 |
-5.75 |
2,513 |
44,161 |
+64 |
Dec11 |
110107 |
549.25 |
555.50 |
541.50 |
542.00 |
-8.00 |
32,145 |
277,542 |
+4,116 |
Mar12 |
110107 |
557.00 |
562.75 |
550.00 |
550.00 |
-8.25 |
5,864 |
26,349 |
+4,217 |
Total Volume and Open Interest |
308,041 |
1,572,244 |
+16,114 |
Wheat(CBOT) |
Mar11 |
110107 |
789.00 |
794.00 |
772.00 |
774.00 |
-15.00 |
38,317 |
227,558 |
-3,945 |
May11 |
110107 |
815.00 |
820.25 |
799.75 |
801.75 |
-14.50 |
7,987 |
68,043 |
-202 |
Jul11 |
110107 |
827.25 |
832.50 |
817.00 |
821.00 |
-7.25 |
7,447 |
109,652 |
+1,018 |
Sep11 |
110107 |
839.00 |
848.00 |
834.00 |
838.00 |
-7.00 |
917 |
19,896 |
+73 |
Dec11 |
110107 |
855.25 |
861.00 |
849.25 |
852.00 |
-8.75 |
2,978 |
60,048 |
+399 |
Total Volume and Open Interest |
57,971 |
500,511 |
-2,587 |
Wheat(KCBT) |
Mar11 |
110107 |
857.50 |
863.50 |
845.00 |
846.25 |
-12.25 |
12,760 |
109,021 |
-1,397 |
May11 |
110107 |
868.25 |
873.00 |
855.50 |
856.25 |
-12.00 |
3,201 |
31,829 |
+1,536 |
Jul11 |
110107 |
873.00 |
878.75 |
862.00 |
863.25 |
-10.25 |
2,980 |
53,282 |
+49 |
Sep11 |
110107 |
882.00 |
886.50 |
872.50 |
872.50 |
-9.75 |
290 |
13,587 |
-83 |
Dec11 |
110107 |
884.00 |
893.00 |
879.75 |
881.25 |
-8.25 |
666 |
10,523 |
-49 |
Total Volume and Open Interest |
19,926 |
220,533 |
+53 |
Wheat(MGE) |
Mar11 |
110107 |
883.00 |
889.25 |
869.00 |
870.75 |
-13.00 |
3,878 |
26,780 |
-141 |
May11 |
110107 |
892.00 |
894.50 |
878.00 |
880.25 |
-12.25 |
908 |
13,543 |
+194 |
Jul11 |
110107 |
893.50 |
897.50 |
883.50 |
883.50 |
-13.00 |
612 |
9,806 |
+40 |
Sep11 |
110107 |
885.00 |
889.00 |
876.50 |
877.75 |
-10.00 |
425 |
9,696 |
-104 |
Dec11 |
110107 |
890.00 |
891.75 |
881.25 |
883.75 |
-7.00 |
499 |
8,533 |
+56 |
Total Volume and Open Interest |
6,358 |
69,828 |
+57 |
Oats(CBOT) |
Mar11 |
110107 |
376.00 |
377.00 |
370.00 |
370.75 |
-7.00 |
817 |
9,669 |
-51 |
May11 |
110107 |
379.50 |
382.50 |
375.00 |
375.50 |
-7.00 |
111 |
817 |
+2 |
Jul11 |
110107 |
380.75 |
382.50 |
376.50 |
376.50 |
-6.00 |
58 |
467 |
+31 |
Sep11 |
110107 |
343.25 |
352.50 |
343.25 |
351.50 |
-1.00 |
0 |
62 |
+0 |
Total Volume and Open Interest |
1,033 |
12,219 |
-30 |
Rough Rice(CBOT) |
Jan11 |
110107 |
13.38 |
13.57 |
13.38 |
13.39 |
-0.26 |
46 |
176 |
-9 |
Mar11 |
110107 |
13.93 |
13.93 |
13.47 |
13.63 |
-0.27 |
784 |
13,847 |
-46 |
May11 |
110107 |
14.13 |
14.18 |
13.77 |
13.91 |
-0.27 |
130 |
1,727 |
-59 |
Jul11 |
110107 |
14.45 |
14.45 |
14.15 |
14.18 |
-0.28 |
71 |
1,617 |
-32 |
Total Volume and Open Interest |
1,064 |
18,522 |
-130 |
Live Cattle(CME) |
Feb11 |
110107 |
106.450 |
106.650 |
105.800 |
106.385 |
-0.345 |
22,339 |
136,266 |
-633 |
Apr11 |
110107 |
110.500 |
110.700 |
109.980 |
110.550 |
-0.250 |
10,662 |
100,097 |
+2,323 |
Jun11 |
110107 |
108.285 |
108.550 |
107.930 |
108.400 |
-0.200 |
5,765 |
56,093 |
+1,823 |
Aug11 |
110107 |
108.500 |
108.750 |
108.180 |
108.750 |
-0.100 |
1,726 |
19,391 |
+280 |
Oct11 |
110107 |
110.700 |
110.950 |
110.300 |
110.930 |
-0.070 |
516 |
11,093 |
+44 |
Dec11 |
110107 |
111.800 |
112.035 |
111.385 |
111.980 |
-0.220 |
448 |
8,464 |
+99 |
Total Volume and Open Interest |
41,685 |
332,883 |
+3,988 |
Feeder Cattle(CME) |
Jan11 |
110107 |
121.900 |
122.230 |
121.180 |
121.600 |
-0.330 |
871 |
4,666 |
-344 |
Mar11 |
110107 |
123.230 |
123.450 |
122.135 |
122.750 |
-0.330 |
2,070 |
23,723 |
+190 |
Apr11 |
110107 |
124.000 |
124.035 |
122.635 |
123.200 |
-0.630 |
655 |
5,704 |
+170 |
May11 |
110107 |
124.200 |
124.200 |
123.000 |
123.650 |
-0.650 |
351 |
7,089 |
+81 |
Aug11 |
110107 |
124.950 |
125.050 |
123.850 |
124.500 |
-0.785 |
236 |
7,018 |
+116 |
Sep11 |
110107 |
124.750 |
124.750 |
123.650 |
124.230 |
-0.700 |
32 |
645 |
+10 |
Oct11 |
110107 |
124.700 |
124.750 |
123.580 |
124.230 |
-0.700 |
40 |
277 |
+18 |
Total Volume and Open Interest |
4,269 |
49,255 |
+250 |
Lean Hogs(CME) |
Feb11 |
110107 |
79.475 |
79.700 |
78.650 |
79.430 |
-0.355 |
21,290 |
74,441 |
-1,232 |
Apr11 |
110107 |
83.885 |
84.350 |
83.250 |
84.050 |
-0.050 |
10,395 |
60,564 |
+1,303 |
May11 |
110107 |
91.385 |
91.750 |
90.700 |
91.700 |
+0.200 |
126 |
1,837 |
+39 |
Jun11 |
110107 |
93.785 |
94.000 |
93.150 |
93.980 |
-0.055 |
5,017 |
39,456 |
+1,429 |
Jul11 |
110107 |
92.850 |
93.400 |
92.450 |
93.300 |
+0.320 |
1,593 |
9,564 |
+469 |
Aug11 |
110107 |
92.300 |
92.580 |
91.800 |
92.300 |
-0.280 |
2,182 |
12,174 |
+1,071 |
Oct11 |
110107 |
81.900 |
82.550 |
81.900 |
82.480 |
+0.080 |
2,627 |
9,919 |
+1,516 |
Dec11 |
110107 |
78.430 |
78.900 |
78.180 |
78.900 |
+0.200 |
376 |
3,449 |
+137 |
Total Volume and Open Interest |
43,664 |
212,445 |
+4,769 |
Class III Milk(CME) |
Jan11 |
110107 |
13.20 |
13.34 |
13.20 |
13.33 |
+0.11 |
364 |
5,662 |
+147 |
Feb11 |
110107 |
13.84 |
14.30 |
13.84 |
14.15 |
+0.27 |
554 |
5,440 |
+31 |
Mar11 |
110107 |
14.25 |
14.55 |
14.20 |
14.43 |
+0.19 |
334 |
4,034 |
+38 |
Apr11 |
110107 |
14.82 |
15.12 |
14.80 |
15.02 |
+0.12 |
136 |
2,789 |
+33 |
May11 |
110107 |
15.19 |
15.34 |
15.11 |
15.29 |
+0.09 |
163 |
2,542 |
+19 |
Total Volume and Open Interest |
2,375 |
31,326 |
+675 |
Cocoa(ICE) |
Mar11 |
110107 |
2825 |
2888 |
2821 |
2850 |
+20 |
6,994 |
68,181 |
-6 |
May11 |
110107 |
2842 |
2909 |
2842 |
2873 |
+21 |
1,262 |
23,967 |
-284 |
Jul11 |
110107 |
2867 |
2925 |
2862 |
2889 |
+19 |
585 |
13,370 |
+325 |
Sep11 |
110107 |
2885 |
2940 |
2880 |
2909 |
+23 |
419 |
7,546 |
+234 |
Dec11 |
110107 |
2910 |
2930 |
2910 |
2930 |
+23 |
65 |
13,444 |
+31 |
Mar12 |
110107 |
2979 |
2997 |
2979 |
2997 |
+22 |
39 |
10,913 |
-3 |
May12 |
110107 |
2996 |
2996 |
2996 |
2996 |
+23 |
5 |
4,612 |
+0 |
Total Volume and Open Interest |
9,370 |
143,923 |
+298 |
Coffee "C"(ICE) |
Mar11 |
110107 |
232.55 |
235.50 |
230.30 |
230.70 |
-2.30 |
8,058 |
88,806 |
-218 |
May11 |
110107 |
234.00 |
237.00 |
231.80 |
232.25 |
-2.40 |
2,188 |
28,487 |
-260 |
Jul11 |
110107 |
233.15 |
236.75 |
232.15 |
232.60 |
-1.95 |
1,006 |
10,738 |
+245 |
Sep11 |
110107 |
230.25 |
234.10 |
230.25 |
230.70 |
-1.05 |
268 |
4,610 |
+110 |
Dec11 |
110107 |
227.40 |
229.00 |
226.45 |
226.75 |
-0.65 |
130 |
7,804 |
+49 |
Mar12 |
110107 |
221.80 |
222.20 |
221.80 |
222.20 |
-0.25 |
42 |
761 |
+31 |
Total Volume and Open Interest |
11,696 |
141,899 |
-41 |
Orange Juice(ICE) |
Jan11 |
110107 |
183.35 |
190.00 |
183.35 |
188.60 |
+5.25 |
42 |
1,387 |
+0 |
Mar11 |
110107 |
177.45 |
180.60 |
174.70 |
178.15 |
+0.70 |
1,060 |
21,533 |
+61 |
May11 |
110107 |
175.40 |
180.00 |
175.40 |
177.75 |
+0.30 |
309 |
5,462 |
+100 |
Jul11 |
110107 |
175.75 |
178.70 |
175.75 |
177.15 |
+0.70 |
33 |
2,458 |
-6 |
Sep11 |
110107 |
175.25 |
178.25 |
175.25 |
176.80 |
+1.05 |
10 |
453 |
-4 |
Nov11 |
110107 |
178.00 |
178.00 |
177.15 |
177.15 |
+1.30 |
0 |
550 |
+0 |
Total Volume and Open Interest |
1,454 |
31,867 |
+151 |
Sugar #11(ICE) |
Mar11 |
110107 |
30.35 |
32.10 |
29.58 |
31.53 |
+1.29 |
58,517 |
221,972 |
-3,846 |
May11 |
110107 |
27.77 |
29.39 |
27.06 |
29.15 |
+1.47 |
21,614 |
118,034 |
-178 |
Jul11 |
110107 |
25.25 |
26.60 |
24.46 |
26.50 |
+1.54 |
21,674 |
109,832 |
+3,643 |
Oct11 |
110107 |
23.40 |
25.05 |
22.90 |
24.87 |
+1.53 |
8,107 |
60,462 |
+154 |
Mar12 |
110107 |
22.50 |
24.15 |
22.20 |
23.97 |
+1.41 |
4,636 |
46,913 |
-701 |
Total Volume and Open Interest |
117,844 |
606,976 |
-231 |
London Cocoa(LCE) |
Mar11 |
110107 |
1924 |
1948 |
1922 |
1928 |
+4 |
10,079 |
65,652 |
+2,340 |
May11 |
110107 |
1933 |
1955 |
1930 |
1936 |
+3 |
1,434 |
25,531 |
+75 |
Jul11 |
110107 |
1947 |
1968 |
1945 |
1950 |
+3 |
3,708 |
24,367 |
+2,322 |
Sep11 |
110107 |
1956 |
1977 |
1952 |
1956 |
+1 |
712 |
15,143 |
+506 |
Dec11 |
110107 |
1967 |
1983 |
1966 |
1966 |
+1 |
478 |
23,318 |
+102 |
Mar12 |
110107 |
1976 |
1989 |
1975 |
1975 |
+2 |
6 |
19,903 |
+0 |
May12 |
110107 |
1988 |
1988 |
1982 |
1982 |
+3 |
2 |
4,008 |
+0 |
Total Volume and Open Interest |
16,419 |
178,346 |
+5,345 |
London Sugar(LCE) |
Mar11 |
110107 |
739.00 |
781.00 |
730.50 |
765.10 |
+16.90 |
3,405 |
25,276 |
-581 |
May11 |
110107 |
708.60 |
752.20 |
705.00 |
739.00 |
+18.20 |
1,600 |
10,935 |
+723 |
Aug11 |
110107 |
657.40 |
699.70 |
657.40 |
688.20 |
+19.00 |
1,429 |
8,039 |
+380 |
Oct11 |
110107 |
627.00 |
648.10 |
614.60 |
639.40 |
+14.60 |
167 |
2,493 |
+49 |
Dec11 |
110107 |
607.30 |
634.40 |
607.30 |
618.80 |
+15.30 |
17 |
947 |
-3 |
Total Volume and Open Interest |
6,618 |
48,364 |
+568 |
Cotton(ICE) |
Mar11 |
110107 |
141.00 |
142.50 |
139.61 |
140.60 |
-0.62 |
15,563 |
99,284 |
-2,287 |
May11 |
110107 |
136.91 |
138.30 |
135.71 |
136.51 |
-0.71 |
3,980 |
24,492 |
+254 |
Jul11 |
110107 |
128.25 |
130.00 |
127.61 |
129.01 |
+0.76 |
3,047 |
32,768 |
+771 |
Oct11 |
110107 |
110.00 |
112.19 |
110.00 |
112.19 |
+0.59 |
0 |
170 |
+0 |
Dec11 |
110107 |
100.43 |
101.17 |
99.03 |
99.64 |
-1.33 |
3,964 |
48,400 |
+1,198 |
Mar12 |
110107 |
96.50 |
96.80 |
94.99 |
94.99 |
-1.55 |
260 |
1,221 |
+129 |
Total Volume and Open Interest |
26,927 |
208,245 |
+171 |
Lumber(CME) |
Jan11 |
110107 |
310.0 |
311.2 |
304.8 |
305.0 |
-3.0 |
336 |
784 |
-121 |
Mar11 |
110107 |
328.4 |
332.9 |
321.0 |
322.8 |
-7.1 |
689 |
7,586 |
+157 |
May11 |
110107 |
341.8 |
344.7 |
338.6 |
341.5 |
-5.3 |
214 |
2,695 |
+95 |
Jul11 |
110107 |
343.0 |
344.0 |
339.1 |
342.7 |
-3.8 |
76 |
1,037 |
+49 |
Total Volume and Open Interest |
1,334 |
12,270 |
+193 |
Crude Oil(NYM) |
Feb11 |
110107 |
88.18 |
89.48 |
87.25 |
88.03 |
-0.35 |
440,456 |
288,938 |
-13,683 |
Mar11 |
110107 |
89.58 |
90.52 |
88.45 |
89.22 |
-0.53 |
216,028 |
237,034 |
+15,972 |
Apr11 |
110107 |
90.72 |
91.40 |
89.43 |
90.17 |
-0.73 |
119,253 |
101,075 |
+5,099 |
May11 |
110107 |
91.83 |
92.11 |
90.21 |
90.98 |
-0.86 |
81,872 |
80,754 |
+3,786 |
Jun11 |
110107 |
92.54 |
92.70 |
90.80 |
91.59 |
-0.95 |
83,481 |
99,030 |
+4,599 |
Jul11 |
110107 |
92.80 |
92.96 |
91.28 |
92.07 |
-1.02 |
25,257 |
51,551 |
+1,013 |
Aug11 |
110107 |
93.12 |
93.12 |
91.78 |
92.40 |
-1.06 |
12,029 |
29,206 |
+1,356 |
Sep11 |
110107 |
93.48 |
93.49 |
91.94 |
92.64 |
-1.08 |
8,964 |
27,587 |
+238 |
Oct11 |
110107 |
93.56 |
93.56 |
92.13 |
92.82 |
-1.10 |
4,451 |
18,871 |
+155 |
Nov11 |
110107 |
93.47 |
93.47 |
92.33 |
92.96 |
-1.13 |
4,570 |
19,823 |
-1,037 |
Dec11 |
110107 |
94.21 |
94.21 |
92.28 |
93.09 |
-1.16 |
50,885 |
156,303 |
+1,439 |
Jan12 |
110107 |
93.68 |
93.88 |
92.51 |
93.12 |
-1.18 |
3,232 |
29,288 |
+756 |
Feb12 |
110107 |
93.10 |
93.10 |
93.10 |
93.10 |
-1.19 |
981 |
8,855 |
+143 |
Mar12 |
110107 |
93.06 |
93.06 |
93.06 |
93.06 |
-1.20 |
210 |
10,758 |
+77 |
Apr12 |
110107 |
93.01 |
93.01 |
93.01 |
93.01 |
-1.21 |
151 |
4,972 |
-6 |
May12 |
110107 |
92.97 |
92.97 |
92.97 |
92.97 |
-1.21 |
366 |
5,977 |
+68 |
Total Volume and Open Interest |
1,076,851 |
1,501,006 |
+19,809 |
e-miNY Crude Oil(NYM) |
Jan11 |
101217 |
87.925 |
88.500 |
87.025 |
88.025 |
+0.325 |
5,348 |
3,079 |
-457 |
Feb11 |
110107 |
88.200 |
89.450 |
87.100 |
88.025 |
-0.350 |
12,984 |
3,998 |
-222 |
Mar11 |
110107 |
89.675 |
90.500 |
88.300 |
89.225 |
-0.525 |
1,144 |
3,218 |
+196 |
Apr11 |
110107 |
90.850 |
90.925 |
89.500 |
90.175 |
-0.725 |
196 |
453 |
+128 |
May11 |
110107 |
91.550 |
91.550 |
90.250 |
90.975 |
-0.875 |
0 |
22 |
+0 |
Jun11 |
110107 |
91.600 |
91.600 |
91.600 |
91.600 |
-0.950 |
0 |
46 |
+0 |
Jul11 |
110107 |
92.075 |
92.075 |
92.075 |
92.075 |
-1.025 |
2 |
15 |
+0 |
Aug11 |
110107 |
91.950 |
92.400 |
91.950 |
92.400 |
-1.050 |
0 |
9 |
+0 |
Sep11 |
110107 |
92.650 |
92.650 |
92.650 |
92.650 |
-1.075 |
0 |
1 |
+0 |
Oct11 |
110107 |
92.825 |
92.825 |
92.825 |
92.825 |
-1.100 |
0 |
41 |
+0 |
Total Volume and Open Interest |
14,330 |
8,048 |
+106 |
Heating Oil(NYM) |
Feb11 |
110107 |
251.39 |
252.33 |
247.10 |
248.63 |
-2.49 |
60,724 |
96,756 |
-6,306 |
Mar11 |
110107 |
252.41 |
252.60 |
247.50 |
249.06 |
-2.69 |
28,039 |
64,247 |
+416 |
Apr11 |
110107 |
251.55 |
252.20 |
247.12 |
248.65 |
-2.82 |
14,808 |
27,652 |
-1,176 |
May11 |
110107 |
251.41 |
251.51 |
247.08 |
248.55 |
-2.90 |
6,458 |
19,249 |
+426 |
Jun11 |
110107 |
252.41 |
252.41 |
247.43 |
249.03 |
-2.98 |
11,647 |
33,260 |
+652 |
Jul11 |
110107 |
252.01 |
253.09 |
249.27 |
250.45 |
-2.99 |
1,258 |
9,364 |
+300 |
Aug11 |
110107 |
253.43 |
254.21 |
250.41 |
251.95 |
-3.06 |
412 |
5,849 |
+22 |
Sep11 |
110107 |
255.46 |
256.02 |
251.94 |
253.45 |
-3.13 |
690 |
6,727 |
+75 |
Oct11 |
110107 |
257.00 |
257.00 |
253.85 |
254.95 |
-3.18 |
490 |
4,292 |
+33 |
Nov11 |
110107 |
258.11 |
258.46 |
255.45 |
256.50 |
-3.23 |
415 |
5,064 |
+87 |
Dec11 |
110107 |
261.52 |
261.52 |
256.45 |
257.86 |
-3.26 |
4,669 |
16,631 |
+650 |
Jan12 |
110107 |
259.50 |
261.20 |
258.68 |
259.24 |
-3.23 |
231 |
2,827 |
+116 |
Total Volume and Open Interest |
129,982 |
299,211 |
-4,600 |
Gasoline(NYMEX) |
Feb11 |
110107 |
244.80 |
245.86 |
239.45 |
241.31 |
-2.99 |
50,113 |
91,192 |
-2,777 |
Mar11 |
110107 |
244.90 |
246.00 |
239.90 |
241.83 |
-2.81 |
34,443 |
56,971 |
+2,490 |
Apr11 |
110107 |
253.00 |
254.55 |
249.50 |
250.78 |
-2.87 |
19,528 |
30,498 |
-422 |
May11 |
110107 |
253.52 |
254.25 |
249.90 |
251.21 |
-2.78 |
6,552 |
18,327 |
+1,508 |
Jun11 |
110107 |
253.20 |
254.13 |
248.90 |
250.93 |
-2.67 |
7,275 |
21,435 |
+438 |
Jul11 |
110107 |
252.00 |
252.87 |
248.75 |
250.05 |
-2.64 |
2,724 |
6,488 |
+648 |
Aug11 |
110107 |
250.85 |
250.85 |
246.88 |
248.49 |
-2.60 |
588 |
6,443 |
+172 |
Sep11 |
110107 |
248.08 |
248.56 |
246.61 |
246.61 |
-2.71 |
426 |
4,058 |
-34 |
Oct11 |
110107 |
235.78 |
236.26 |
235.78 |
235.78 |
-2.70 |
219 |
3,913 |
-17 |
Nov11 |
110107 |
233.78 |
233.78 |
233.78 |
233.78 |
-2.82 |
79 |
1,445 |
+2 |
Total Volume and Open Interest |
123,143 |
274,536 |
+1,980 |
e-miNY RBOB Gasoline(NYM) |
Feb11 |
110107 |
241.30 |
241.31 |
241.30 |
241.30 |
-3.00 |
0 |
3 |
+0 |
Mar11 |
110107 |
241.80 |
241.83 |
241.80 |
241.80 |
-2.80 |
0 |
1 |
+0 |
Apr11 |
110107 |
250.80 |
250.80 |
250.78 |
250.80 |
-2.90 |
0 |
1 |
+0 |
May11 |
110107 |
251.20 |
251.21 |
251.20 |
251.20 |
-2.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Feb11 |
110107 |
4.400 |
4.450 |
4.327 |
4.422 |
-0.012 |
164,028 |
135,422 |
-3,325 |
Mar11 |
110107 |
4.367 |
4.429 |
4.302 |
4.402 |
-0.002 |
66,148 |
185,282 |
+3,558 |
Apr11 |
110107 |
4.336 |
4.404 |
4.284 |
4.390 |
+0.015 |
43,679 |
92,701 |
+833 |
May11 |
110107 |
4.363 |
4.437 |
4.321 |
4.430 |
+0.020 |
20,028 |
57,238 |
+2,427 |
Jun11 |
110107 |
4.424 |
4.478 |
4.364 |
4.475 |
+0.024 |
7,440 |
18,272 |
-91 |
Jul11 |
110107 |
4.466 |
4.542 |
4.426 |
4.540 |
+0.027 |
8,168 |
17,131 |
-8 |
Aug11 |
110107 |
4.520 |
4.576 |
4.460 |
4.573 |
+0.028 |
3,699 |
17,076 |
-87 |
Sep11 |
110107 |
4.541 |
4.587 |
4.473 |
4.584 |
+0.028 |
2,677 |
13,050 |
-278 |
Oct11 |
110107 |
4.625 |
4.650 |
4.539 |
4.649 |
+0.029 |
12,321 |
51,422 |
+465 |
Nov11 |
110107 |
4.796 |
4.825 |
4.720 |
4.825 |
+0.039 |
3,004 |
21,909 |
-356 |
Dec11 |
110107 |
4.980 |
5.062 |
4.961 |
5.062 |
+0.039 |
2,865 |
21,080 |
-261 |
Jan12 |
110107 |
5.129 |
5.206 |
5.109 |
5.206 |
+0.036 |
8,645 |
36,850 |
+481 |
Feb12 |
110107 |
5.097 |
5.172 |
5.072 |
5.172 |
+0.034 |
715 |
7,128 |
-37 |
Mar12 |
110107 |
4.990 |
5.073 |
4.976 |
5.073 |
+0.043 |
4,252 |
19,205 |
+1,366 |
Apr12 |
110107 |
4.780 |
4.840 |
4.742 |
4.838 |
+0.053 |
2,727 |
18,975 |
+1,779 |
May12 |
110107 |
4.800 |
4.843 |
4.780 |
4.843 |
+0.055 |
69 |
5,060 |
+51 |
Total Volume and Open Interest |
351,185 |
781,850 |
+6,581 |
Brent Crude Oil(ICE) |
Feb11 |
110107 |
94.38 |
94.58 |
92.59 |
93.33 |
-1.19 |
217,453 |
151,512 |
-18,262 |
Mar11 |
110107 |
94.37 |
94.40 |
92.42 |
93.18 |
-1.19 |
172,260 |
197,212 |
+441 |
Apr11 |
110107 |
94.44 |
94.44 |
92.44 |
93.22 |
-1.20 |
76,026 |
83,425 |
-798 |
May11 |
110107 |
94.60 |
94.60 |
92.69 |
93.39 |
-1.20 |
37,577 |
56,494 |
+3,347 |
Jun11 |
110107 |
94.81 |
94.81 |
92.80 |
93.58 |
-1.23 |
47,156 |
75,104 |
+1,302 |
Jul11 |
110107 |
94.68 |
94.68 |
92.93 |
93.71 |
-1.26 |
11,025 |
23,577 |
+1,409 |
Aug11 |
110107 |
94.50 |
94.76 |
93.10 |
93.81 |
-1.29 |
7,500 |
13,862 |
+702 |
Sep11 |
110107 |
94.89 |
94.89 |
93.17 |
93.88 |
-1.31 |
5,209 |
23,486 |
+282 |
Oct11 |
110107 |
94.62 |
94.86 |
93.58 |
93.96 |
-1.31 |
5,475 |
16,582 |
+998 |
Nov11 |
110107 |
94.04 |
94.04 |
94.04 |
94.04 |
-1.32 |
2,658 |
10,397 |
+11 |
Dec11 |
110107 |
95.46 |
95.46 |
93.36 |
94.13 |
-1.33 |
34,330 |
101,052 |
+2,636 |
Jan12 |
110107 |
94.20 |
94.20 |
94.20 |
94.20 |
-1.33 |
1,245 |
10,104 |
+402 |
Feb12 |
110107 |
94.22 |
94.22 |
94.22 |
94.22 |
-1.34 |
465 |
6,174 |
+329 |
Mar12 |
110107 |
94.21 |
94.21 |
94.21 |
94.21 |
-1.35 |
28 |
3,630 |
+19 |
Total Volume and Open Interest |
630,500 |
868,512 |
-6,418 |
Gas Oil(ICE) |
Jan11 |
110107 |
771.00 |
771.00 |
757.25 |
769.00 |
-6.25 |
37,626 |
53,546 |
-6,902 |
Feb11 |
110107 |
778.25 |
779.75 |
763.25 |
775.00 |
-6.50 |
87,957 |
127,032 |
-1,318 |
Mar11 |
110107 |
783.75 |
784.25 |
767.75 |
779.50 |
-7.00 |
54,849 |
93,111 |
+6,022 |
Apr11 |
110107 |
785.50 |
785.75 |
770.75 |
782.75 |
-7.50 |
17,714 |
56,114 |
-231 |
May11 |
110107 |
789.25 |
789.50 |
774.25 |
785.75 |
-7.75 |
9,389 |
47,218 |
-1,135 |
Jun11 |
110107 |
797.50 |
797.50 |
777.50 |
789.25 |
-8.25 |
13,428 |
59,381 |
-650 |
Jul11 |
110107 |
795.00 |
795.00 |
781.50 |
793.25 |
-8.50 |
3,294 |
20,264 |
+478 |
Aug11 |
110107 |
796.75 |
798.00 |
785.50 |
796.75 |
-8.75 |
1,708 |
18,053 |
+42 |
Sep11 |
110107 |
800.00 |
802.25 |
789.00 |
800.25 |
-8.75 |
2,846 |
14,073 |
+1,189 |
Oct11 |
110107 |
802.25 |
804.25 |
791.50 |
802.50 |
-8.75 |
1,205 |
11,456 |
+60 |
Total Volume and Open Interest |
244,011 |
612,209 |
-1,343 |
Ethanol(CBOT) |
Jan11 |
110105 |
2.315 |
2.315 |
2.305 |
2.305 |
-0.008 |
63 |
135 |
-73 |
Feb11 |
110107 |
2.260 |
2.260 |
2.228 |
2.240 |
-0.012 |
58 |
836 |
+8 |
Mar11 |
110107 |
2.243 |
2.243 |
2.210 |
2.228 |
-0.016 |
60 |
1,181 |
-7 |
Apr11 |
110107 |
2.253 |
2.253 |
2.230 |
2.239 |
-0.014 |
30 |
773 |
+21 |
May11 |
110107 |
2.240 |
2.256 |
2.240 |
2.252 |
-0.016 |
26 |
415 |
+12 |
Jun11 |
110107 |
2.267 |
2.275 |
2.259 |
2.262 |
-0.017 |
27 |
557 |
-2 |
Jul11 |
110107 |
2.271 |
2.286 |
2.260 |
2.267 |
-0.019 |
20 |
734 |
+7 |
Aug11 |
110107 |
2.250 |
2.257 |
2.250 |
2.257 |
-0.016 |
5 |
769 |
+5 |
Total Volume and Open Interest |
306 |
7,247 |
+54 |
WTI Crude Oil(ICE |
Feb11 |
110107 |
88.21 |
89.48 |
87.24 |
88.03 |
-0.35 |
122,966 |
105,267 |
-7,314 |
Mar11 |
110107 |
89.74 |
90.50 |
88.43 |
89.22 |
-0.53 |
93,304 |
94,354 |
+1,605 |
Apr11 |
110107 |
90.86 |
91.39 |
89.40 |
90.17 |
-0.73 |
64,684 |
52,381 |
+3,864 |
May11 |
110107 |
91.50 |
92.12 |
90.35 |
90.98 |
-0.86 |
34,844 |
37,932 |
+6,101 |
Jun11 |
110107 |
92.13 |
92.46 |
90.92 |
91.59 |
-0.95 |
32,391 |
67,038 |
+3,783 |
Jul11 |
110107 |
92.76 |
92.90 |
91.59 |
92.07 |
-1.02 |
5,449 |
19,249 |
+751 |
Aug11 |
110107 |
93.07 |
93.21 |
91.77 |
92.40 |
-1.06 |
3,040 |
12,310 |
+220 |
Sep11 |
110107 |
93.31 |
93.43 |
92.15 |
92.64 |
-1.08 |
2,148 |
15,844 |
+106 |
Oct11 |
110107 |
93.48 |
93.48 |
92.33 |
92.82 |
-1.10 |
3,179 |
12,211 |
+1,419 |
Nov11 |
110107 |
92.96 |
92.96 |
92.96 |
92.96 |
-1.13 |
1,137 |
9,229 |
-155 |
Dec11 |
110107 |
93.91 |
93.91 |
92.33 |
93.09 |
-1.16 |
26,581 |
68,002 |
+1,375 |
Jan12 |
110107 |
93.12 |
93.12 |
93.12 |
93.12 |
-1.18 |
136 |
6,136 |
+37 |
Feb12 |
110107 |
93.10 |
93.10 |
93.10 |
93.10 |
-1.19 |
105 |
1,161 |
-25 |
Mar12 |
110107 |
93.06 |
93.06 |
93.06 |
93.06 |
-1.20 |
18 |
3,151 |
+16 |
Apr12 |
110107 |
93.01 |
93.01 |
93.01 |
93.01 |
-1.21 |
23 |
760 |
-1 |
May12 |
110107 |
93.18 |
93.18 |
92.97 |
92.97 |
-1.21 |
49 |
841 |
+9 |
Total Volume and Open Interest |
399,673 |
595,240 |
+14,406 |
US Dollar Index(ICE) |
Mar11 |
110107 |
81.140 |
81.455 |
80.985 |
81.320 |
+0.228 |
31,381 |
34,353 |
+5,299 |
Jun11 |
110107 |
81.625 |
81.750 |
81.430 |
81.700 |
+0.227 |
1,031 |
859 |
+144 |
Sep11 |
110107 |
82.060 |
82.060 |
82.060 |
82.060 |
+0.228 |
0 |
4 |
+0 |
Total Volume and Open Interest |
32,412 |
35,216 |
+5,443 |
Australian Dollar(CME) |
Mar11 |
110107 |
98.68 |
99.15 |
98.28 |
98.74 |
+0.13 |
99,419 |
118,142 |
-546 |
Jun11 |
110107 |
97.39 |
97.97 |
97.21 |
97.60 |
+0.13 |
53 |
335 |
+30 |
Sep11 |
110107 |
96.39 |
96.39 |
96.25 |
96.39 |
+0.14 |
0 |
14 |
+0 |
Total Volume and Open Interest |
99,472 |
118,587 |
-516 |
British Pound(CME) |
Mar11 |
110107 |
154.48 |
155.73 |
153.97 |
155.41 |
+0.80 |
126,000 |
91,716 |
+786 |
Jun11 |
110107 |
154.20 |
155.30 |
154.05 |
155.26 |
+0.81 |
55 |
204 |
+2 |
Sep11 |
110107 |
155.03 |
155.03 |
154.25 |
155.03 |
+0.78 |
2 |
5 |
+2 |
Total Volume and Open Interest |
126,057 |
91,957 |
+790 |
Canadian Dollar(CME) |
Mar11 |
110107 |
100.18 |
100.88 |
99.82 |
100.63 |
+0.39 |
72,102 |
120,734 |
+174 |
Jun11 |
110107 |
99.95 |
100.60 |
99.60 |
100.38 |
+0.39 |
81 |
2,168 |
+15 |
Sep11 |
110107 |
100.16 |
100.16 |
99.67 |
100.07 |
+0.40 |
0 |
1,013 |
+0 |
Dec11 |
110107 |
100.00 |
100.03 |
99.39 |
99.78 |
+0.39 |
137 |
1,195 |
+72 |
Total Volume and Open Interest |
72,320 |
125,114 |
+261 |
Japanese Yen(CME) |
Mar11 |
110107 |
120.13 |
120.78 |
119.52 |
120.51 |
+0.35 |
115,383 |
114,644 |
-1,739 |
Jun11 |
110107 |
120.21 |
120.79 |
119.83 |
120.65 |
+0.36 |
50 |
378 |
+9 |
Sep11 |
110107 |
120.86 |
120.86 |
120.50 |
120.86 |
+0.36 |
4 |
17 |
+4 |
Total Volume and Open Interest |
115,437 |
115,040 |
-1,726 |
Swiss Franc(CME) |
Mar11 |
110107 |
103.67 |
104.21 |
103.25 |
103.62 |
-0.10 |
41,698 |
44,285 |
-1,883 |
Jun11 |
110107 |
103.62 |
104.33 |
103.57 |
103.74 |
-0.10 |
10 |
56 |
+0 |
Sep11 |
110107 |
103.89 |
103.99 |
103.89 |
103.89 |
-0.10 |
0 |
2 |
+0 |
Total Volume and Open Interest |
41,708 |
44,345 |
-1,883 |
EuroFX(CME) |
Mar11 |
110107 |
130.00 |
130.23 |
129.01 |
129.29 |
-0.81 |
388,774 |
184,119 |
+16,981 |
Jun11 |
110107 |
129.77 |
130.07 |
128.99 |
129.21 |
-0.80 |
412 |
761 |
+79 |
Sep11 |
110107 |
129.50 |
129.92 |
129.13 |
129.13 |
-0.79 |
5 |
33 |
+0 |
Total Volume and Open Interest |
389,255 |
185,263 |
+17,118 |
Mexican Peso(CME) |
Jan11 |
110107 |
818.2 |
819.0 |
818.2 |
818.2 |
-0.8 |
|
|
|
Feb11 |
110107 |
816.2 |
817.0 |
816.2 |
816.2 |
-0.8 |
|
|
|
Total Volume and Open Interest |
20,949 |
121,660 |
-257 |
30-Year T-Bonds(CBOT) |
Mar11 |
110107 |
120~100 |
121~130 |
119~200 |
120~310 |
+0~280 |
236,444 |
538,467 |
-2,644 |
Jun11 |
110107 |
118~130 |
119~210 |
118~030 |
119~120 |
+0~270 |
62 |
675 |
+4 |
Sep11 |
110107 |
117~250 |
117~250 |
116~310 |
117~250 |
+0~260 |
|
|
|
Total Volume and Open Interest |
236,506 |
539,142 |
-2,640 |
10-Year T-Notes(CBOT) |
Mar11 |
110107 |
119~305 |
120~285 |
119~170 |
120~215 |
+0~275 |
1,033,157 |
1,366,960 |
-31,220 |
Jun11 |
110107 |
118~225 |
119~210 |
118~200 |
119~165 |
+0~285 |
21 |
1,265 |
+2 |
Sep11 |
110107 |
118~140 |
118~140 |
117~175 |
118~140 |
+0~285 |
|
|
|
Total Volume and Open Interest |
1,033,178 |
1,368,229 |
-31,218 |
5-Year T-Notes(CBOT) |
Mar11 |
110107 |
117~048 |
118~018 |
117~020 |
117~127 |
+0~084 |
576,907 |
1,028,661 |
+41,325 |
Jun11 |
110107 |
117~023 |
117~023 |
116~067 |
117~023 |
+0~084 |
|
|
|
Sep11 |
110107 |
116~047 |
116~047 |
115~091 |
116~047 |
+0~084 |
|
|
|
Total Volume and Open Interest |
576,907 |
1,028,661 |
+41,325 |
2 Year T-Notes(CBOT) |
Mar11 |
110107 |
109~035 |
109~058 |
109~027 |
109~055 |
+0~021 |
207,042 |
663,915 |
+7,316 |
Jun11 |
110107 |
109~018 |
109~024 |
109~003 |
109~024 |
+0~021 |
0 |
116 |
+0 |
Sep11 |
110107 |
108~121 |
108~121 |
108~100 |
108~121 |
+0~021 |
|
|
|
Total Volume and Open Interest |
207,042 |
664,031 |
+7,316 |
Eurodollars(CME) |
Mar11 |
110107 |
99.605 |
99.620 |
99.590 |
99.600 |
-0.005 |
317,244 |
1,178,522 |
+31,514 |
Jun11 |
110107 |
99.480 |
99.520 |
99.460 |
99.500 |
+0.020 |
340,998 |
1,136,220 |
+17,964 |
Sep11 |
110107 |
99.330 |
99.405 |
99.310 |
99.385 |
+0.055 |
331,590 |
951,801 |
+29,644 |
Dec11 |
110107 |
99.125 |
99.230 |
99.090 |
99.210 |
+0.090 |
286,352 |
762,302 |
+1,070 |
Mar12 |
110107 |
98.870 |
99.005 |
98.840 |
98.985 |
+0.120 |
305,942 |
798,793 |
-14,601 |
Jun12 |
110107 |
98.590 |
98.745 |
98.535 |
98.720 |
+0.145 |
257,195 |
518,330 |
+14,243 |
Sep12 |
110107 |
98.315 |
98.485 |
98.270 |
98.455 |
+0.155 |
256,671 |
445,549 |
+35,687 |
Dec12 |
110107 |
98.045 |
98.235 |
97.985 |
98.195 |
+0.160 |
188,469 |
295,693 |
+7,764 |
Mar13 |
110107 |
97.795 |
97.990 |
97.745 |
97.950 |
+0.165 |
133,359 |
193,195 |
+2,117 |
Jun13 |
110107 |
97.550 |
97.740 |
97.485 |
97.695 |
+0.165 |
95,884 |
159,127 |
-346 |
Sep13 |
110107 |
97.305 |
97.500 |
97.245 |
97.450 |
+0.160 |
84,282 |
177,574 |
-4,928 |
Dec13 |
110107 |
97.060 |
97.250 |
96.990 |
97.195 |
+0.155 |
70,574 |
140,189 |
-64 |
Mar14 |
110107 |
96.840 |
97.025 |
96.770 |
96.970 |
+0.150 |
33,046 |
111,553 |
-1,211 |
Jun14 |
110107 |
96.615 |
96.795 |
96.540 |
96.735 |
+0.145 |
26,912 |
105,317 |
-1,633 |
Sep14 |
110107 |
96.390 |
96.565 |
96.320 |
96.505 |
+0.140 |
21,515 |
66,141 |
-2,027 |
Dec14 |
110107 |
96.180 |
96.340 |
96.105 |
96.280 |
+0.135 |
21,369 |
66,840 |
-12 |
Mar15 |
110107 |
95.990 |
96.140 |
95.925 |
96.090 |
+0.130 |
18,281 |
52,559 |
+1,319 |
Jun15 |
110107 |
4.075 |
4.210 |
4.005 |
4.160 |
+0.125 |
15,529 |
35,720 |
+62 |
Total Volume and Open Interest |
2,864,519 |
7,431,225 |
+123,118 |
30 Day Federal Funds(CBOT) |
Jan11 |
110107 |
99.823 |
99.825 |
99.820 |
99.823 |
unch |
3,568 |
73,416 |
+1,400 |
Feb11 |
110107 |
99.815 |
99.825 |
99.815 |
99.820 |
+0.005 |
6,819 |
63,259 |
+1,193 |
Mar11 |
110107 |
99.815 |
99.825 |
99.810 |
99.815 |
unch |
2,018 |
43,770 |
-248 |
Apr11 |
110107 |
99.810 |
99.825 |
99.810 |
99.820 |
+0.005 |
9,084 |
40,163 |
+1,793 |
May11 |
110107 |
99.810 |
99.825 |
99.805 |
99.820 |
+0.005 |
2,451 |
54,074 |
+274 |
Jun11 |
110107 |
99.800 |
99.820 |
99.795 |
99.815 |
+0.015 |
1,039 |
29,636 |
+346 |
Total Volume and Open Interest |
55,862 |
522,221 |
+7,785 |
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 |
110107 |
99.660 |
99.660 |
99.660 |
99.660 |
+0.005 |
0 |
1,161 |
+0 |
Jun11 |
110107 |
99.647 |
99.647 |
99.647 |
99.647 |
+0.005 |
0 |
175 |
+0 |
Sep11 |
110107 |
99.643 |
99.643 |
99.643 |
99.643 |
+0.005 |
|
|
|
Dec11 |
110107 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.005 |
0 |
75 |
+0 |
Mar12 |
110107 |
99.590 |
99.590 |
99.590 |
99.590 |
-0.025 |
|
|
|
Jun12 |
110107 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.005 |
|
|
|
Sep12 |
110107 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.005 |
|
|
|
Dec12 |
110107 |
99.520 |
99.520 |
99.520 |
99.520 |
+0.005 |
|
|
|
Mar13 |
110107 |
99.520 |
99.520 |
99.520 |
99.520 |
+0.005 |
|
|
|
Jun13 |
110107 |
99.475 |
99.475 |
99.475 |
99.475 |
+0.005 |
|
|
|
Total Volume and Open Interest |
0 |
1,411 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110107 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.01 |
1,172 |
2,476 |
-178 |
Jun11 |
110107 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
10 |
1,387 |
+0 |
Sep11 |
110107 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
0 |
1,054 |
+0 |
Dec11 |
110107 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
1,823 |
+0 |
Mar12 |
110107 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
0 |
305 |
+0 |
Jun12 |
110107 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
754 |
+0 |
Sep12 |
110107 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
0 |
310 |
+0 |
Dec12 |
110107 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.00 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,182 |
8,114 |
-178 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110107 |
139.56 |
139.89 |
139.54 |
139.75 |
+0.15 |
2,714 |
12,028 |
-89 |
Jun11 |
110107 |
137.66 |
137.66 |
137.66 |
137.66 |
+0.15 |
|
|
|
Sep11 |
110107 |
135.57 |
135.57 |
135.57 |
135.57 |
+0.15 |
|
|
|
Total Volume and Open Interest |
2,714 |
12,028 |
-89 |
Euro-Bund(EUREX) |
Mar11 |
110107 |
125.91 |
126.38 |
125.31 |
126.13 |
+0.40 |
945,021 |
844,537 |
-19,688 |
Jun11 |
110107 |
124.30 |
124.92 |
124.16 |
124.69 |
+0.40 |
6 |
572 |
-3 |
Sep11 |
110107 |
124.44 |
124.44 |
124.44 |
124.44 |
+0.40 |
|
|
|
Total Volume and Open Interest |
945,027 |
845,109 |
-19,691 |
Euro-Bobl(EUREX) |
Mar11 |
110107 |
118.91 |
119.22 |
118.62 |
119.10 |
+0.31 |
431,149 |
664,734 |
+12,289 |
Jun11 |
110107 |
117.65 |
117.65 |
117.65 |
117.65 |
+0.31 |
0 |
2,155 |
+0 |
Sep11 |
110107 |
117.65 |
117.65 |
117.65 |
117.65 |
+0.31 |
|
|
|
Total Volume and Open Interest |
431,149 |
666,889 |
+12,289 |
3-Mth Euribor(EUREX) |
Mar11 |
110107 |
98.950 |
98.950 |
98.945 |
98.945 |
-0.005 |
5 |
6,159 |
-661 |
Jun11 |
110107 |
98.845 |
98.845 |
98.845 |
98.845 |
+0.010 |
1 |
9,116 |
+0 |
Sep11 |
110107 |
98.735 |
98.735 |
98.735 |
98.735 |
+0.025 |
0 |
1,756 |
-1 |
Total Volume and Open Interest |
6 |
24,116 |
-662 |
Long Gilt(LIFFE) |
Mar11 |
110107 |
118~11 |
118~22 |
118~00 |
118~16 |
+0~06 |
117,525 |
249,788 |
+1,511 |
Jun11 |
110107 |
118~11 |
118~11 |
118~11 |
118~11 |
+0~01 |
|
|
|
Total Volume and Open Interest |
117,525 |
249,788 |
+1,511 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110107 |
99.14 |
99.16 |
99.11 |
99.14 |
-0.01 |
57,426 |
294,879 |
+4,257 |
Jun11 |
110107 |
99.01 |
99.02 |
98.96 |
98.98 |
-0.04 |
67,122 |
263,832 |
+517 |
Sep11 |
110107 |
98.82 |
98.84 |
98.78 |
98.80 |
-0.04 |
64,635 |
265,972 |
-10,486 |
Dec11 |
110107 |
98.60 |
98.62 |
98.54 |
98.57 |
-0.04 |
84,086 |
287,188 |
+9,155 |
Mar12 |
110107 |
98.34 |
98.37 |
98.29 |
98.32 |
-0.03 |
92,273 |
237,594 |
-5,107 |
Jun12 |
110107 |
98.08 |
98.11 |
98.02 |
98.06 |
-0.02 |
74,868 |
138,234 |
+4,969 |
Total Volume and Open Interest |
548,225 |
1,840,775 |
+10,869 |
3-Mth Euribor(LIFFE) |
Mar11 |
110107 |
98.945 |
98.950 |
98.930 |
98.945 |
-0.005 |
101,275 |
579,506 |
+9,454 |
Jun11 |
110107 |
98.830 |
98.845 |
98.810 |
98.845 |
+0.010 |
103,106 |
496,927 |
+1,557 |
Sep11 |
110107 |
98.710 |
98.740 |
98.690 |
98.735 |
+0.025 |
110,153 |
381,302 |
+8,136 |
Total Volume and Open Interest |
751,956 |
2,723,781 |
+31,884 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110107 |
94.95 |
94.96 |
94.94 |
94.95 |
unch |
8,489 |
205,688 |
+2,439 |
Jun11 |
110107 |
94.85 |
94.87 |
94.84 |
94.85 |
unch |
10,883 |
124,727 |
+3,572 |
Sep11 |
110107 |
94.70 |
94.73 |
94.68 |
94.70 |
unch |
7,274 |
82,411 |
+268 |
Dec11 |
110107 |
94.55 |
94.60 |
94.55 |
94.57 |
unch |
4,044 |
53,382 |
+1,082 |
Mar12 |
110107 |
94.49 |
94.52 |
94.47 |
94.48 |
unch |
1,582 |
42,470 |
+162 |
Jun12 |
110107 |
94.41 |
94.44 |
94.41 |
94.42 |
+0.01 |
1,202 |
38,521 |
-218 |
Sep12 |
110107 |
94.36 |
94.39 |
94.36 |
94.37 |
unch |
1,407 |
20,883 |
+1,157 |
Dec12 |
110107 |
94.31 |
94.34 |
94.31 |
94.31 |
unch |
326 |
9,382 |
+274 |
Mar13 |
110107 |
94.28 |
94.28 |
94.26 |
94.26 |
-0.01 |
26 |
2,662 |
+5 |
Jun13 |
110107 |
94.21 |
94.21 |
94.21 |
94.21 |
+0.01 |
0 |
587 |
+0 |
Total Volume and Open Interest |
35,233 |
581,615 |
+8,741 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110107 |
94.41 |
94.42 |
94.35 |
94.37 |
-0.04 |
26,276 |
361,280 |
+1,426 |
Jun11 |
110107 |
94.37 |
94.37 |
94.37 |
94.37 |
-0.04 |
|
|
|
Total Volume and Open Interest |
26,276 |
361,280 |
+1,426 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110107 |
94.78 |
94.82 |
94.76 |
94.79 |
+0.01 |
77,266 |
413,860 |
-18,315 |
Jun11 |
110107 |
94.79 |
94.79 |
94.79 |
94.79 |
+0.01 |
|
|
|
Total Volume and Open Interest |
77,266 |
413,860 |
-18,315 |
Gold(CMX) |
Feb11 |
110107 |
1371.7 |
1379.0 |
1352.7 |
1368.9 |
-2.8 |
173,240 |
329,289 |
-5,939 |
Apr11 |
110107 |
1373.6 |
1380.4 |
1354.5 |
1370.8 |
-2.7 |
19,023 |
68,198 |
+5,466 |
Jun11 |
110107 |
1372.7 |
1380.8 |
1357.0 |
1372.7 |
-2.7 |
2,111 |
32,894 |
-206 |
Aug11 |
110107 |
1377.6 |
1377.6 |
1364.3 |
1374.6 |
-2.8 |
799 |
16,883 |
+395 |
Oct11 |
110107 |
1368.0 |
1383.7 |
1368.0 |
1376.7 |
-2.9 |
117 |
12,434 |
-46 |
Dec11 |
110107 |
1380.5 |
1384.5 |
1364.3 |
1378.8 |
-3.1 |
2,469 |
23,145 |
-2,180 |
Feb12 |
110107 |
1370.0 |
1381.2 |
1370.0 |
1381.2 |
-3.3 |
142 |
7,162 |
+122 |
Apr12 |
110107 |
1383.8 |
1383.8 |
1383.8 |
1383.8 |
-3.5 |
600 |
6,859 |
+400 |
Jun12 |
110107 |
1386.9 |
1386.9 |
1386.9 |
1386.9 |
-3.6 |
1,835 |
12,010 |
-610 |
Aug12 |
110107 |
1390.1 |
1390.1 |
1390.1 |
1390.1 |
-3.9 |
1,040 |
6,856 |
+950 |
Oct12 |
110107 |
1393.7 |
1393.7 |
1393.7 |
1393.7 |
-4.4 |
50 |
1,354 |
+0 |
Dec12 |
110107 |
1390.0 |
1397.8 |
1387.9 |
1397.8 |
-5.0 |
2,015 |
13,949 |
+252 |
Total Volume and Open Interest |
208,575 |
583,920 |
+720 |
Silver(CMX) |
Mar11 |
110107 |
2904.0 |
2937.5 |
2832.5 |
2867.1 |
-45.5 |
62,887 |
77,747 |
+267 |
May11 |
110107 |
2916.5 |
2933.0 |
2841.0 |
2871.8 |
-45.6 |
2,827 |
14,921 |
+300 |
Jul11 |
110107 |
2918.0 |
2931.0 |
2852.0 |
2876.3 |
-45.7 |
1,144 |
9,925 |
+20 |
Sep11 |
110107 |
2850.0 |
2932.0 |
2850.0 |
2880.5 |
-46.1 |
226 |
6,246 |
+101 |
Dec11 |
110107 |
2924.0 |
2955.0 |
2863.0 |
2887.4 |
-46.4 |
517 |
12,725 |
-171 |
Mar12 |
110107 |
2893.1 |
2893.1 |
2893.1 |
2893.1 |
-47.3 |
0 |
379 |
+0 |
May12 |
110107 |
2896.9 |
2896.9 |
2896.9 |
2896.9 |
-48.0 |
0 |
540 |
+0 |
Total Volume and Open Interest |
68,429 |
139,291 |
+731 |
Platinum(NYMEX) |
Jan11 |
110107 |
1728.0 |
1740.3 |
1717.8 |
1735.1 |
+2.4 |
5 |
382 |
-6 |
Apr11 |
110107 |
1728.3 |
1749.8 |
1719.0 |
1738.3 |
+3.2 |
3,775 |
37,494 |
-175 |
Jul11 |
110107 |
1730.0 |
1743.8 |
1730.0 |
1741.9 |
+3.2 |
24 |
719 |
+18 |
Oct11 |
110107 |
1753.2 |
1753.2 |
1745.1 |
1745.1 |
+3.2 |
1 |
16 |
+1 |
Total Volume and Open Interest |
3,805 |
38,622 |
-162 |
Palladium(NYMEX) |
Mar11 |
110107 |
762.00 |
767.10 |
740.00 |
755.95 |
-6.95 |
2,033 |
21,986 |
-286 |
Jun11 |
110107 |
754.00 |
764.00 |
749.00 |
756.95 |
-6.90 |
21 |
551 |
+13 |
Sep11 |
110107 |
755.60 |
757.55 |
755.60 |
757.55 |
-6.30 |
0 |
13 |
+0 |
Total Volume and Open Interest |
2,057 |
22,556 |
-270 |
Copper(CMX) |
Mar11 |
110107 |
432.75 |
435.20 |
425.05 |
428.25 |
-4.70 |
33,813 |
118,167 |
-904 |
May11 |
110107 |
432.05 |
434.10 |
424.90 |
427.95 |
-4.55 |
1,225 |
27,613 |
-12 |
Jul11 |
110107 |
427.00 |
432.60 |
426.90 |
427.05 |
-4.25 |
476 |
7,893 |
+262 |
Sep11 |
110107 |
425.65 |
431.60 |
425.65 |
425.95 |
-4.10 |
162 |
5,466 |
+3 |
Dec11 |
110107 |
424.00 |
427.70 |
422.95 |
423.65 |
-3.90 |
152 |
3,380 |
+14 |
Total Volume and Open Interest |
36,654 |
167,859 |
-768 |
DJIA Index(CBOT) |
Mar11 |
110107 |
11635 |
11666 |
11490 |
11619 |
-27 |
217 |
7,249 |
-44 |
Jun11 |
110107 |
11559 |
11583 |
11559 |
11559 |
-24 |
|
|
|
Sep11 |
110107 |
11499 |
11526 |
11499 |
11499 |
-27 |
|
|
|
Dec11 |
110107 |
11444 |
11471 |
11444 |
11444 |
-27 |
|
|
|
Total Volume and Open Interest |
217 |
7,249 |
-44 |
S & P 500(CME) |
Mar11 |
110107 |
1269.80 |
1273.80 |
1257.80 |
1267.50 |
-2.70 |
17,354 |
275,276 |
+745 |
Jun11 |
110107 |
1267.00 |
1267.80 |
1254.20 |
1262.50 |
-2.70 |
333 |
4,244 |
+329 |
Sep11 |
110107 |
1257.80 |
1263.50 |
1249.50 |
1257.80 |
-2.70 |
0 |
2,150 |
+0 |
Dec11 |
110107 |
1258.00 |
1259.00 |
1245.00 |
1253.30 |
-2.70 |
0 |
550 |
+0 |
Total Volume and Open Interest |
17,687 |
282,220 |
+1,074 |
S & P 500 E-Mini(Globex) |
Mar11 |
110107 |
1269.75 |
1274.00 |
1257.75 |
1267.50 |
-2.75 |
1,614,397 |
2,495,267 |
-15,508 |
Jun11 |
110107 |
1263.75 |
1268.50 |
1253.25 |
1262.50 |
-2.75 |
1,419 |
4,529 |
+331 |
Total Volume and Open Interest |
1,615,847 |
2,499,909 |
-15,186 |
NASDAQ 100(CME) |
Mar11 |
110107 |
2276.50 |
2281.80 |
2252.50 |
2273.00 |
-3.30 |
300 |
13,509 |
+6 |
Jun11 |
110107 |
2269.80 |
2279.00 |
2250.00 |
2269.80 |
-3.20 |
|
|
|
Sep11 |
110107 |
2267.30 |
2269.00 |
2267.30 |
2267.30 |
-3.20 |
|
|
|
Total Volume and Open Interest |
300 |
13,509 |
+6 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110107 |
2277.00 |
2282.30 |
2252.30 |
2273.00 |
-3.30 |
177,334 |
368,408 |
-4,146 |
Jun11 |
110107 |
2275.00 |
2277.80 |
2250.80 |
2269.80 |
-3.20 |
74 |
526 |
-1 |
Total Volume and Open Interest |
177,408 |
368,939 |
-4,147 |
S & P Midcap 400(CME) |
Mar11 |
110107 |
913.00 |
916.00 |
900.00 |
907.80 |
-4.30 |
1,020 |
1,700 |
+239 |
Jun11 |
110107 |
905.30 |
906.10 |
905.30 |
905.30 |
-4.30 |
|
|
|
Sep11 |
110107 |
903.80 |
905.00 |
903.80 |
903.80 |
-4.70 |
|
|
|
Total Volume and Open Interest |
1,020 |
1,700 |
+239 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110107 |
10545 |
10595 |
10455 |
10505 |
-15 |
6,265 |
39,234 |
-1,914 |
Jun11 |
110107 |
10485 |
10500 |
10485 |
10485 |
-15 |
0 |
4 |
+0 |
Total Volume and Open Interest |
6,265 |
39,238 |
-1,914 |
Nikkei 225(SGX) |
Mar11 |
110107 |
10520 |
10555 |
10465 |
10545 |
+30 |
85,754 |
217,938 |
+1,626 |
Jun11 |
110107 |
10440 |
10475 |
10440 |
10475 |
+35 |
8 |
2,686 |
+5 |
Sep11 |
110107 |
10475 |
10475 |
10475 |
10475 |
+30 |
|
|
|
Total Volume and Open Interest |
86,362 |
236,945 |
+1,644 |
CAC 40(EURONEXT) |
Jan11 |
110107 |
3898.5 |
3915.5 |
3844.0 |
3865.0 |
-41.0 |
116,015 |
374,358 |
-23,603 |
Feb11 |
110107 |
3893.5 |
3914.5 |
3846.0 |
3866.0 |
-42.0 |
127 |
357 |
+0 |
Mar11 |
110107 |
3897.5 |
3918.0 |
3849.5 |
3868.0 |
-41.5 |
374 |
42,936 |
-490 |
Total Volume and Open Interest |
116,522 |
417,692 |
-24,087 |
Hang Seng Index(HKFE) |
Jan11 |
110107 |
23791 |
23921 |
23674 |
23736 |
-70 |
58,567 |
94,957 |
+2,404 |
Feb11 |
110107 |
23780 |
23925 |
23685 |
23735 |
-76 |
766 |
1,214 |
+210 |
Mar11 |
110107 |
23724 |
23873 |
23640 |
23690 |
-72 |
170 |
5,967 |
+148 |
Total Volume and Open Interest |
59,649 |
103,371 |
+2,800 |
DAX(EUREX) |
Mar11 |
110107 |
6991.0 |
7022.5 |
6934.0 |
6961.5 |
-28.0 |
137,766 |
185,442 |
-1,446 |
Jun11 |
110107 |
7008.5 |
7038.5 |
6957.5 |
6983.5 |
-27.5 |
188 |
10,666 |
+4 |
Sep11 |
110107 |
7050.0 |
7051.5 |
6999.0 |
7001.0 |
-28.5 |
18 |
26 |
-2 |
Total Volume and Open Interest |
137,972 |
196,134 |
-1,444 |
FT-SE 100(EURONEXT) |
Mar11 |
110107 |
5970.00 |
5981.50 |
5912.50 |
5943.50 |
-33.50 |
113,479 |
641,859 |
-11,665 |
Jun11 |
110107 |
5906.00 |
5910.50 |
5900.50 |
5900.50 |
-33.50 |
100 |
1,454 |
+0 |
Sep11 |
110107 |
5869.00 |
5869.00 |
5869.00 |
5869.00 |
-33.50 |
0 |
58 |
+0 |
Total Volume and Open Interest |
113,579 |
643,371 |
-11,665 |
SPI 200(SFE) |
Mar11 |
110107 |
4712.0 |
4732.0 |
4679.0 |
4693.0 |
-19.0 |
20,776 |
199,939 |
+2,355 |
Jun11 |
110107 |
4711.0 |
4717.0 |
4711.0 |
4717.0 |
-21.0 |
50 |
2,986 |
+6 |
Sep11 |
110107 |
4708.0 |
4708.0 |
4708.0 |
4708.0 |
-21.0 |
0 |
1,826 |
+0 |
Total Volume and Open Interest |
20,861 |
206,392 |
+2,365 |
GSCI(CME) |
Jan11 |
110107 |
621.10 |
623.10 |
613.00 |
616.65 |
-2.85 |
130 |
14,745 |
+8 |
Feb11 |
110107 |
621.00 |
626.50 |
617.50 |
621.00 |
-3.50 |
2 |
1 |
+0 |
Mar11 |
110107 |
626.00 |
629.50 |
621.00 |
624.00 |
-3.50 |
|
|
|
Total Volume and Open Interest |
132 |
14,746 |
+8 |
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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