|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon January 10, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
110110 |
1361.75 |
1385.75 |
1361.00 |
1373.25 |
+15.50 |
3,304 |
4,799 |
-1,596 |
Mar11 |
110110 |
1368.00 |
1394.50 |
1366.00 |
1380.50 |
+15.50 |
90,450 |
298,719 |
-2,585 |
May11 |
110110 |
1377.25 |
1402.50 |
1375.00 |
1388.50 |
+14.75 |
18,675 |
91,300 |
-504 |
Jul11 |
110110 |
1380.75 |
1405.50 |
1379.50 |
1391.75 |
+14.00 |
20,316 |
77,829 |
+1,568 |
Aug11 |
110110 |
1359.00 |
1379.00 |
1353.75 |
1367.50 |
+13.75 |
513 |
2,394 |
+73 |
Sep11 |
110110 |
1322.50 |
1339.00 |
1317.00 |
1327.00 |
+10.00 |
973 |
3,085 |
+371 |
Nov11 |
110110 |
1281.75 |
1301.00 |
1281.75 |
1287.75 |
+6.00 |
12,774 |
117,675 |
+56 |
Total Volume and Open Interest |
147,458 |
617,500 |
-2,414 |
Soybean Meal(CBOT) |
Jan11 |
110110 |
361.00 |
371.30 |
361.00 |
366.80 |
+7.70 |
1,438 |
1,361 |
-664 |
Mar11 |
110110 |
363.60 |
375.30 |
363.30 |
370.60 |
+7.90 |
29,546 |
97,390 |
-987 |
May11 |
110110 |
366.30 |
377.20 |
366.30 |
372.60 |
+7.60 |
5,365 |
28,211 |
+37 |
Jul11 |
110110 |
367.50 |
377.50 |
367.50 |
372.90 |
+7.40 |
5,420 |
24,827 |
+558 |
Aug11 |
110110 |
360.40 |
367.50 |
360.00 |
363.30 |
+7.10 |
584 |
6,496 |
+91 |
Sep11 |
110110 |
350.30 |
354.90 |
350.30 |
351.30 |
+5.80 |
608 |
5,759 |
+88 |
Oct11 |
110110 |
334.00 |
336.60 |
331.90 |
334.20 |
+4.40 |
425 |
5,324 |
+66 |
Dec11 |
110110 |
327.70 |
334.10 |
327.60 |
331.60 |
+4.30 |
1,355 |
20,042 |
-283 |
Total Volume and Open Interest |
44,796 |
192,414 |
-1,076 |
Soybean Oil(CBOT) |
Jan11 |
110110 |
56.81 |
57.15 |
56.50 |
56.66 |
+0.31 |
2,767 |
2,694 |
-596 |
Mar11 |
110110 |
57.19 |
57.68 |
56.86 |
57.13 |
+0.31 |
47,990 |
205,318 |
-1,514 |
May11 |
110110 |
57.59 |
58.06 |
57.29 |
57.53 |
+0.31 |
10,186 |
59,139 |
+375 |
Jul11 |
110110 |
57.52 |
58.23 |
57.52 |
57.75 |
+0.31 |
8,236 |
52,869 |
+671 |
Aug11 |
110110 |
57.93 |
58.15 |
57.60 |
57.75 |
+0.28 |
1,485 |
5,761 |
+469 |
Sep11 |
110110 |
57.62 |
58.09 |
57.47 |
57.70 |
+0.23 |
1,660 |
7,349 |
+930 |
Oct11 |
110110 |
57.55 |
57.97 |
57.39 |
57.52 |
+0.20 |
933 |
8,267 |
-37 |
Dec11 |
110110 |
57.62 |
57.98 |
57.35 |
57.51 |
+0.19 |
2,328 |
26,984 |
-75 |
Total Volume and Open Interest |
75,589 |
369,376 |
+210 |
Canola(WCE) |
Jan11 |
110110 |
588.4 |
588.4 |
588.4 |
588.4 |
+7.0 |
0 |
423 |
+0 |
Mar11 |
110110 |
587.4 |
594.3 |
584.5 |
593.1 |
+7.0 |
7,128 |
119,997 |
-1,062 |
May11 |
110110 |
595.0 |
600.1 |
593.2 |
599.8 |
+7.3 |
1,778 |
13,742 |
+405 |
Jul11 |
110110 |
592.2 |
600.2 |
591.0 |
600.2 |
+9.4 |
1,557 |
18,316 |
+458 |
Nov11 |
110110 |
533.9 |
545.9 |
526.0 |
544.8 |
+15.5 |
1,355 |
38,167 |
+112 |
Total Volume and Open Interest |
11,826 |
193,791 |
-87 |
Corn(CBOT) |
Mar11 |
110110 |
597.50 |
614.00 |
597.25 |
607.00 |
+12.00 |
164,232 |
703,823 |
-17,448 |
May11 |
110110 |
606.25 |
622.75 |
606.25 |
615.50 |
+11.75 |
34,144 |
228,060 |
+3,364 |
Jul11 |
110110 |
610.00 |
627.00 |
610.00 |
620.25 |
+11.75 |
57,165 |
221,537 |
-10,126 |
Sep11 |
110110 |
571.00 |
583.00 |
571.00 |
578.00 |
+8.50 |
7,509 |
46,066 |
+1,905 |
Dec11 |
110110 |
543.50 |
554.25 |
543.00 |
548.00 |
+6.00 |
34,810 |
277,737 |
+195 |
Mar12 |
110110 |
551.00 |
562.00 |
551.00 |
556.00 |
+6.00 |
1,237 |
26,374 |
+25 |
Total Volume and Open Interest |
301,531 |
1,551,169 |
-21,075 |
Wheat(CBOT) |
Mar11 |
110110 |
777.25 |
783.00 |
766.25 |
767.25 |
-6.75 |
41,870 |
223,722 |
-3,836 |
May11 |
110110 |
803.50 |
810.50 |
793.75 |
795.00 |
-6.75 |
14,485 |
70,095 |
+2,052 |
Jul11 |
110110 |
822.00 |
831.50 |
815.00 |
816.75 |
-4.25 |
11,656 |
111,758 |
+2,106 |
Sep11 |
110110 |
838.00 |
846.75 |
833.00 |
834.75 |
-3.25 |
2,241 |
20,393 |
+497 |
Dec11 |
110110 |
853.75 |
861.00 |
848.00 |
849.25 |
-2.75 |
4,217 |
61,146 |
+1,098 |
Total Volume and Open Interest |
74,781 |
502,524 |
+2,013 |
Wheat(KCBT) |
Mar11 |
110110 |
847.75 |
856.50 |
840.00 |
841.50 |
-4.75 |
11,904 |
106,848 |
-2,173 |
May11 |
110110 |
856.25 |
866.50 |
851.00 |
851.75 |
-4.50 |
4,850 |
34,253 |
+2,424 |
Jul11 |
110110 |
863.25 |
875.00 |
859.50 |
860.25 |
-3.00 |
3,635 |
54,334 |
+1,052 |
Sep11 |
110110 |
874.00 |
883.50 |
869.00 |
870.50 |
-2.00 |
292 |
13,595 |
+8 |
Dec11 |
110110 |
883.00 |
892.50 |
877.75 |
879.00 |
-2.25 |
556 |
10,606 |
+83 |
Total Volume and Open Interest |
21,278 |
221,940 |
+1,407 |
Wheat(MGE) |
Mar11 |
110110 |
871.50 |
881.00 |
863.00 |
865.25 |
-5.50 |
4,179 |
25,358 |
-1,422 |
May11 |
110110 |
880.25 |
888.75 |
871.75 |
874.00 |
-6.25 |
2,402 |
13,786 |
+243 |
Jul11 |
110110 |
884.50 |
891.75 |
876.50 |
878.50 |
-5.00 |
844 |
10,222 |
+416 |
Sep11 |
110110 |
877.00 |
888.00 |
872.00 |
874.25 |
-3.50 |
392 |
9,754 |
+58 |
Dec11 |
110110 |
886.25 |
893.50 |
879.50 |
881.50 |
-2.25 |
323 |
8,555 |
+22 |
Total Volume and Open Interest |
8,187 |
69,168 |
-660 |
Oats(CBOT) |
Mar11 |
110110 |
370.75 |
382.00 |
368.50 |
379.50 |
+8.75 |
691 |
9,468 |
-201 |
May11 |
110110 |
380.00 |
385.50 |
375.50 |
384.25 |
+8.75 |
149 |
845 |
+28 |
Jul11 |
110110 |
379.00 |
386.25 |
376.00 |
385.25 |
+8.75 |
28 |
464 |
-3 |
Sep11 |
110110 |
358.50 |
359.25 |
351.50 |
359.25 |
+7.75 |
1 |
63 |
+1 |
Total Volume and Open Interest |
925 |
12,014 |
-205 |
Rough Rice(CBOT) |
Jan11 |
110110 |
13.62 |
13.69 |
13.39 |
13.61 |
+0.22 |
5 |
136 |
-40 |
Mar11 |
110110 |
13.63 |
13.95 |
13.61 |
13.84 |
+0.20 |
990 |
13,768 |
-79 |
May11 |
110110 |
13.89 |
14.18 |
13.89 |
14.12 |
+0.21 |
187 |
1,696 |
-31 |
Jul11 |
110110 |
14.16 |
14.42 |
14.16 |
14.39 |
+0.21 |
170 |
1,635 |
+18 |
Total Volume and Open Interest |
1,519 |
18,453 |
-69 |
Live Cattle(CME) |
Feb11 |
110110 |
106.350 |
107.580 |
106.300 |
106.950 |
+0.565 |
28,471 |
129,415 |
-6,851 |
Apr11 |
110110 |
110.500 |
111.650 |
110.480 |
111.450 |
+0.900 |
18,431 |
103,573 |
+3,476 |
Jun11 |
110110 |
108.350 |
109.400 |
108.350 |
109.285 |
+0.885 |
9,862 |
59,324 |
+3,231 |
Aug11 |
110110 |
108.800 |
109.800 |
108.800 |
109.750 |
+1.000 |
1,803 |
19,598 |
+207 |
Oct11 |
110110 |
110.900 |
112.050 |
110.900 |
111.980 |
+1.050 |
640 |
11,281 |
+188 |
Dec11 |
110110 |
112.000 |
113.000 |
112.000 |
112.885 |
+0.905 |
922 |
8,792 |
+328 |
Total Volume and Open Interest |
60,333 |
333,551 |
+668 |
Feeder Cattle(CME) |
Jan11 |
110110 |
122.050 |
122.850 |
121.980 |
122.300 |
+0.700 |
1,039 |
4,650 |
-16 |
Mar11 |
110110 |
122.800 |
124.000 |
122.750 |
123.430 |
+0.680 |
2,285 |
23,232 |
-491 |
Apr11 |
110110 |
123.200 |
124.350 |
123.150 |
124.180 |
+0.980 |
697 |
5,737 |
+33 |
May11 |
110110 |
123.635 |
124.550 |
123.500 |
124.480 |
+0.830 |
774 |
7,082 |
-7 |
Aug11 |
110110 |
124.000 |
125.500 |
124.000 |
125.450 |
+0.950 |
639 |
7,183 |
+165 |
Sep11 |
110110 |
124.330 |
125.100 |
124.200 |
125.100 |
+0.870 |
250 |
818 |
+173 |
Oct11 |
110110 |
124.000 |
125.000 |
124.000 |
124.980 |
+0.750 |
37 |
293 |
+16 |
Total Volume and Open Interest |
5,760 |
49,157 |
-98 |
Lean Hogs(CME) |
Feb11 |
110110 |
79.580 |
80.500 |
79.500 |
79.700 |
+0.270 |
20,663 |
69,268 |
-5,173 |
Apr11 |
110110 |
84.150 |
85.135 |
84.050 |
84.650 |
+0.600 |
11,546 |
61,228 |
+664 |
May11 |
110110 |
91.500 |
92.400 |
91.500 |
92.200 |
+0.500 |
82 |
1,864 |
+27 |
Jun11 |
110110 |
93.980 |
94.650 |
93.885 |
94.385 |
+0.405 |
6,291 |
40,402 |
+946 |
Jul11 |
110110 |
93.080 |
93.800 |
93.080 |
93.650 |
+0.350 |
2,284 |
10,082 |
+518 |
Aug11 |
110110 |
92.300 |
92.850 |
92.300 |
92.430 |
+0.130 |
1,110 |
12,534 |
+360 |
Oct11 |
110110 |
82.480 |
82.700 |
82.450 |
82.650 |
+0.170 |
947 |
10,357 |
+438 |
Dec11 |
110110 |
78.800 |
79.000 |
78.700 |
79.000 |
+0.100 |
166 |
3,500 |
+51 |
Total Volume and Open Interest |
43,121 |
210,296 |
-2,149 |
Class III Milk(CME) |
Jan11 |
110110 |
13.34 |
13.39 |
13.32 |
13.35 |
+0.02 |
251 |
5,695 |
+33 |
Feb11 |
110110 |
14.20 |
14.43 |
14.15 |
14.39 |
+0.24 |
591 |
5,428 |
-12 |
Mar11 |
110110 |
14.48 |
14.65 |
14.43 |
14.60 |
+0.17 |
381 |
4,090 |
+56 |
Apr11 |
110110 |
14.89 |
15.10 |
14.89 |
15.03 |
+0.01 |
223 |
2,791 |
+2 |
May11 |
110110 |
15.29 |
15.33 |
15.22 |
15.25 |
-0.04 |
211 |
2,556 |
+14 |
Total Volume and Open Interest |
2,039 |
31,483 |
+157 |
Cocoa(ICE) |
Mar11 |
110110 |
2835 |
2887 |
2823 |
2881 |
+31 |
6,931 |
67,904 |
-277 |
May11 |
110110 |
2856 |
2910 |
2848 |
2905 |
+32 |
1,228 |
24,426 |
+459 |
Jul11 |
110110 |
2870 |
2926 |
2865 |
2921 |
+32 |
612 |
13,378 |
+8 |
Sep11 |
110110 |
2895 |
2940 |
2885 |
2939 |
+30 |
598 |
7,946 |
+400 |
Dec11 |
110110 |
2915 |
2958 |
2915 |
2958 |
+28 |
23 |
13,430 |
-14 |
Mar12 |
110110 |
2995 |
3023 |
2982 |
3023 |
+26 |
27 |
10,890 |
-23 |
May12 |
110110 |
2973 |
3020 |
2973 |
3020 |
+24 |
2 |
4,612 |
+0 |
Total Volume and Open Interest |
9,421 |
144,476 |
+553 |
Coffee "C"(ICE) |
Mar11 |
110110 |
231.20 |
235.15 |
230.55 |
231.25 |
+0.55 |
12,255 |
88,192 |
-614 |
May11 |
110110 |
232.00 |
236.50 |
232.00 |
232.75 |
+0.50 |
3,022 |
28,216 |
-271 |
Jul11 |
110110 |
233.20 |
236.75 |
232.95 |
233.40 |
+0.80 |
1,548 |
10,790 |
+52 |
Sep11 |
110110 |
230.85 |
234.45 |
230.85 |
231.40 |
+0.70 |
448 |
4,847 |
+237 |
Dec11 |
110110 |
229.50 |
230.50 |
227.30 |
227.45 |
+0.70 |
88 |
7,840 |
+36 |
Mar12 |
110110 |
224.75 |
226.00 |
223.05 |
223.05 |
+0.85 |
21 |
766 |
+5 |
Total Volume and Open Interest |
17,382 |
141,344 |
-555 |
Orange Juice(ICE) |
Jan11 |
110110 |
185.55 |
185.55 |
185.55 |
185.55 |
-3.05 |
289 |
1,405 |
+18 |
Mar11 |
110110 |
177.15 |
179.40 |
174.50 |
178.75 |
+0.60 |
1,563 |
21,886 |
+353 |
May11 |
110110 |
176.00 |
178.75 |
175.60 |
178.15 |
+0.40 |
302 |
5,601 |
+139 |
Jul11 |
110110 |
177.95 |
178.00 |
177.75 |
177.90 |
+0.75 |
68 |
2,515 |
+57 |
Sep11 |
110110 |
177.50 |
177.50 |
177.25 |
177.50 |
+0.70 |
50 |
493 |
+40 |
Nov11 |
110110 |
176.90 |
176.90 |
176.90 |
176.90 |
-0.25 |
2 |
550 |
+0 |
Total Volume and Open Interest |
2,274 |
32,474 |
+607 |
Sugar #11(ICE) |
Mar11 |
110110 |
31.55 |
31.97 |
30.82 |
31.74 |
+0.21 |
71,762 |
222,367 |
+395 |
May11 |
110110 |
29.15 |
29.69 |
28.50 |
29.50 |
+0.35 |
34,883 |
116,780 |
-1,254 |
Jul11 |
110110 |
26.50 |
27.05 |
25.82 |
26.92 |
+0.42 |
27,667 |
111,471 |
+1,639 |
Oct11 |
110110 |
25.00 |
25.20 |
24.14 |
25.15 |
+0.28 |
11,877 |
61,980 |
+1,518 |
Mar12 |
110110 |
24.00 |
24.34 |
23.38 |
24.29 |
+0.32 |
6,313 |
46,739 |
-174 |
Total Volume and Open Interest |
160,104 |
608,571 |
+1,595 |
London Cocoa(LCE) |
Mar11 |
110110 |
1921 |
1941 |
1907 |
1940 |
+12 |
3,939 |
64,313 |
-1,339 |
May11 |
110110 |
1931 |
1949 |
1918 |
1948 |
+12 |
1,370 |
25,150 |
-381 |
Jul11 |
110110 |
1941 |
1962 |
1932 |
1962 |
+12 |
544 |
24,481 |
+114 |
Sep11 |
110110 |
1952 |
1968 |
1939 |
1968 |
+12 |
2,443 |
17,000 |
+1,857 |
Dec11 |
110110 |
1961 |
1977 |
1950 |
1977 |
+11 |
59 |
23,307 |
-11 |
Mar12 |
110110 |
1970 |
1983 |
1970 |
1983 |
+8 |
47 |
19,914 |
+11 |
May12 |
110110 |
1983 |
1992 |
1983 |
1988 |
+6 |
300 |
4,308 |
+300 |
Total Volume and Open Interest |
8,702 |
178,897 |
+551 |
London Sugar(LCE) |
Mar11 |
110110 |
776.60 |
787.20 |
764.00 |
775.50 |
+10.40 |
4,525 |
24,906 |
-370 |
May11 |
110110 |
751.50 |
757.40 |
734.60 |
745.20 |
+6.20 |
1,747 |
11,245 |
+310 |
Aug11 |
110110 |
697.80 |
701.30 |
682.20 |
693.20 |
+5.00 |
926 |
8,258 |
+219 |
Oct11 |
110110 |
652.00 |
653.20 |
639.80 |
646.70 |
+7.30 |
169 |
2,532 |
+39 |
Dec11 |
110110 |
630.40 |
630.40 |
615.10 |
626.20 |
+7.40 |
23 |
955 |
+8 |
Total Volume and Open Interest |
7,450 |
48,630 |
+266 |
Cotton(ICE) |
Mar11 |
110110 |
140.50 |
144.60 |
140.50 |
143.25 |
+2.65 |
11,385 |
95,632 |
-3,652 |
May11 |
110110 |
138.00 |
140.51 |
137.25 |
139.18 |
+2.67 |
2,124 |
24,299 |
-193 |
Jul11 |
110110 |
130.01 |
132.97 |
129.70 |
132.11 |
+3.10 |
1,629 |
32,966 |
+198 |
Oct11 |
110110 |
115.00 |
115.25 |
115.00 |
115.25 |
+3.06 |
2 |
170 |
+0 |
Dec11 |
110110 |
100.00 |
102.94 |
100.00 |
102.52 |
+2.88 |
1,830 |
48,384 |
-16 |
Mar12 |
110110 |
96.04 |
97.00 |
96.04 |
97.00 |
+2.01 |
91 |
1,255 |
+34 |
Total Volume and Open Interest |
17,144 |
204,618 |
-3,627 |
Lumber(CME) |
Jan11 |
110110 |
304.8 |
304.8 |
290.7 |
290.7 |
-14.3 |
218 |
650 |
-134 |
Mar11 |
110110 |
324.1 |
324.1 |
312.8 |
312.8 |
-10.0 |
314 |
7,654 |
+68 |
May11 |
110110 |
337.5 |
337.5 |
331.5 |
331.5 |
-10.0 |
108 |
2,724 |
+29 |
Jul11 |
110110 |
341.0 |
341.0 |
332.7 |
332.7 |
-10.0 |
70 |
1,077 |
+40 |
Total Volume and Open Interest |
728 |
12,290 |
+20 |
Crude Oil(NYM) |
Feb11 |
110110 |
89.00 |
89.98 |
88.13 |
89.25 |
+1.22 |
444,813 |
251,299 |
-37,639 |
Mar11 |
110110 |
90.11 |
91.00 |
89.28 |
90.58 |
+1.36 |
263,239 |
247,954 |
+10,920 |
Apr11 |
110110 |
91.00 |
91.99 |
90.25 |
91.67 |
+1.50 |
134,214 |
98,814 |
-2,261 |
May11 |
110110 |
92.25 |
92.81 |
91.08 |
92.58 |
+1.60 |
73,065 |
82,450 |
+1,696 |
Jun11 |
110110 |
92.21 |
93.45 |
91.70 |
93.26 |
+1.67 |
71,444 |
98,275 |
-755 |
Jul11 |
110110 |
93.02 |
94.00 |
92.40 |
93.76 |
+1.69 |
27,388 |
55,026 |
+3,475 |
Aug11 |
110110 |
93.15 |
94.18 |
93.15 |
94.10 |
+1.70 |
12,547 |
28,706 |
-500 |
Sep11 |
110110 |
93.67 |
94.48 |
92.87 |
94.35 |
+1.71 |
7,290 |
28,006 |
+419 |
Oct11 |
110110 |
93.64 |
94.78 |
93.50 |
94.56 |
+1.74 |
3,857 |
19,123 |
+252 |
Nov11 |
110110 |
93.86 |
94.92 |
93.86 |
94.73 |
+1.77 |
2,510 |
19,719 |
-104 |
Dec11 |
110110 |
93.52 |
95.11 |
93.06 |
94.89 |
+1.80 |
37,460 |
153,976 |
-2,327 |
Jan12 |
110110 |
94.00 |
94.94 |
94.00 |
94.94 |
+1.82 |
1,939 |
29,535 |
+247 |
Feb12 |
110110 |
94.93 |
94.93 |
94.93 |
94.93 |
+1.83 |
1,358 |
8,756 |
-99 |
Mar12 |
110110 |
94.89 |
94.89 |
94.89 |
94.89 |
+1.83 |
414 |
10,735 |
-23 |
Apr12 |
110110 |
94.84 |
94.84 |
94.84 |
94.84 |
+1.83 |
68 |
4,962 |
-10 |
May12 |
110110 |
94.80 |
94.80 |
94.80 |
94.80 |
+1.83 |
27 |
5,952 |
-25 |
Total Volume and Open Interest |
1,098,125 |
1,473,979 |
-27,027 |
e-miNY Crude Oil(NYM) |
Jan11 |
101217 |
87.925 |
88.500 |
87.025 |
88.025 |
+0.325 |
5,348 |
3,079 |
-457 |
Feb11 |
110110 |
88.825 |
89.875 |
88.150 |
89.250 |
+1.225 |
11,231 |
4,177 |
+179 |
Mar11 |
110110 |
89.700 |
90.950 |
89.250 |
90.575 |
+1.350 |
2,153 |
3,620 |
+402 |
Apr11 |
110110 |
91.300 |
91.850 |
90.375 |
91.675 |
+1.500 |
124 |
512 |
+59 |
May11 |
110110 |
92.600 |
92.600 |
92.575 |
92.575 |
+1.600 |
33 |
53 |
+31 |
Jun11 |
110110 |
93.000 |
93.250 |
92.800 |
93.250 |
+1.650 |
10 |
56 |
+10 |
Jul11 |
110110 |
93.000 |
93.750 |
93.000 |
93.750 |
+1.675 |
0 |
15 |
+0 |
Aug11 |
110110 |
94.075 |
94.100 |
94.075 |
94.100 |
+1.700 |
1 |
10 |
+1 |
Sep11 |
110110 |
93.125 |
94.350 |
93.075 |
94.350 |
+1.700 |
0 |
1 |
+0 |
Oct11 |
110110 |
93.775 |
94.550 |
93.775 |
94.550 |
+1.725 |
0 |
41 |
+0 |
Total Volume and Open Interest |
13,552 |
8,730 |
+682 |
Heating Oil(NYM) |
Feb11 |
110110 |
250.90 |
256.35 |
249.30 |
255.61 |
+6.98 |
63,603 |
91,097 |
-5,659 |
Mar11 |
110110 |
251.74 |
256.56 |
249.72 |
255.78 |
+6.72 |
30,866 |
67,267 |
+3,020 |
Apr11 |
110110 |
252.34 |
255.68 |
250.00 |
254.97 |
+6.32 |
14,242 |
29,822 |
+2,170 |
May11 |
110110 |
252.00 |
255.20 |
249.20 |
254.60 |
+6.05 |
5,664 |
19,893 |
+644 |
Jun11 |
110110 |
251.85 |
255.40 |
249.85 |
254.84 |
+5.81 |
8,122 |
33,017 |
-243 |
Jul11 |
110110 |
253.06 |
256.20 |
250.74 |
256.18 |
+5.73 |
1,251 |
9,298 |
-66 |
Aug11 |
110110 |
254.06 |
257.69 |
254.06 |
257.59 |
+5.64 |
747 |
5,887 |
+38 |
Sep11 |
110110 |
258.00 |
259.15 |
257.27 |
259.01 |
+5.56 |
644 |
6,870 |
+143 |
Oct11 |
110110 |
258.70 |
260.53 |
258.70 |
260.45 |
+5.50 |
208 |
4,300 |
+8 |
Nov11 |
110110 |
258.67 |
261.95 |
258.67 |
261.95 |
+5.45 |
263 |
5,128 |
+64 |
Dec11 |
110110 |
260.15 |
263.52 |
260.15 |
263.23 |
+5.37 |
2,545 |
17,178 |
+547 |
Jan12 |
110110 |
264.47 |
264.50 |
264.47 |
264.50 |
+5.26 |
65 |
2,834 |
+7 |
Total Volume and Open Interest |
128,282 |
299,898 |
+687 |
Gasoline(NYMEX) |
Feb11 |
110110 |
243.30 |
247.00 |
241.26 |
245.43 |
+4.12 |
46,743 |
84,014 |
-7,178 |
Mar11 |
110110 |
244.04 |
247.62 |
241.75 |
246.07 |
+4.24 |
29,330 |
61,053 |
+4,082 |
Apr11 |
110110 |
253.60 |
256.63 |
251.39 |
255.43 |
+4.65 |
13,719 |
30,838 |
+340 |
May11 |
110110 |
251.82 |
257.15 |
251.78 |
255.93 |
+4.72 |
7,568 |
18,868 |
+541 |
Jun11 |
110110 |
253.63 |
256.52 |
251.80 |
255.68 |
+4.75 |
7,126 |
20,826 |
-609 |
Jul11 |
110110 |
252.62 |
254.98 |
251.45 |
254.74 |
+4.69 |
2,088 |
6,152 |
-336 |
Aug11 |
110110 |
253.17 |
253.17 |
253.12 |
253.12 |
+4.63 |
1,865 |
6,600 |
+157 |
Sep11 |
110110 |
251.19 |
251.19 |
251.19 |
251.19 |
+4.58 |
1,270 |
4,463 |
+405 |
Oct11 |
110110 |
240.37 |
240.37 |
240.37 |
240.37 |
+4.59 |
546 |
4,069 |
+156 |
Nov11 |
110110 |
238.46 |
238.46 |
238.46 |
238.46 |
+4.68 |
154 |
1,449 |
+4 |
Total Volume and Open Interest |
111,868 |
272,517 |
-2,019 |
e-miNY RBOB Gasoline(NYM) |
Feb11 |
110110 |
245.40 |
245.43 |
245.40 |
245.40 |
+4.10 |
0 |
3 |
+0 |
Mar11 |
110110 |
246.10 |
246.10 |
246.07 |
246.10 |
+4.30 |
0 |
1 |
+0 |
Apr11 |
110110 |
255.40 |
255.43 |
255.40 |
255.40 |
+4.60 |
0 |
1 |
+0 |
May11 |
110110 |
255.90 |
255.93 |
255.90 |
255.90 |
+4.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Feb11 |
110110 |
4.373 |
4.450 |
4.322 |
4.399 |
-0.023 |
124,905 |
128,206 |
-7,216 |
Mar11 |
110110 |
4.371 |
4.426 |
4.311 |
4.389 |
-0.013 |
76,879 |
191,890 |
+6,608 |
Apr11 |
110110 |
4.360 |
4.419 |
4.302 |
4.379 |
-0.011 |
46,424 |
92,846 |
+145 |
May11 |
110110 |
4.433 |
4.460 |
4.342 |
4.419 |
-0.011 |
25,952 |
62,123 |
+4,885 |
Jun11 |
110110 |
4.490 |
4.505 |
4.389 |
4.468 |
-0.007 |
8,848 |
18,642 |
+370 |
Jul11 |
110110 |
4.520 |
4.565 |
4.459 |
4.538 |
-0.002 |
10,754 |
18,633 |
+1,502 |
Aug11 |
110110 |
4.600 |
4.600 |
4.497 |
4.571 |
-0.002 |
5,431 |
17,448 |
+372 |
Sep11 |
110110 |
4.548 |
4.589 |
4.510 |
4.582 |
-0.002 |
4,014 |
12,898 |
-152 |
Oct11 |
110110 |
4.657 |
4.665 |
4.570 |
4.646 |
-0.003 |
14,342 |
50,333 |
-1,089 |
Nov11 |
110110 |
4.790 |
4.844 |
4.757 |
4.825 |
unch |
2,621 |
21,660 |
-249 |
Dec11 |
110110 |
5.092 |
5.092 |
5.001 |
5.065 |
+0.003 |
1,909 |
20,938 |
-142 |
Jan12 |
110110 |
5.186 |
5.226 |
5.146 |
5.210 |
+0.004 |
5,610 |
36,971 |
+121 |
Feb12 |
110110 |
5.207 |
5.207 |
5.117 |
5.177 |
+0.005 |
860 |
7,491 |
+363 |
Mar12 |
110110 |
5.054 |
5.094 |
5.020 |
5.079 |
+0.006 |
2,620 |
20,071 |
+866 |
Apr12 |
110110 |
4.815 |
4.862 |
4.802 |
4.849 |
+0.011 |
722 |
19,218 |
+243 |
May12 |
110110 |
4.847 |
4.860 |
4.806 |
4.854 |
+0.011 |
83 |
5,095 |
+35 |
Total Volume and Open Interest |
332,826 |
788,791 |
+6,941 |
Brent Crude Oil(ICE) |
Feb11 |
110110 |
93.80 |
95.88 |
93.60 |
95.70 |
+2.37 |
165,974 |
132,682 |
-18,830 |
Mar11 |
110110 |
93.56 |
95.63 |
93.46 |
95.49 |
+2.31 |
151,583 |
201,490 |
+4,278 |
Apr11 |
110110 |
93.85 |
95.57 |
93.51 |
95.48 |
+2.26 |
67,808 |
91,759 |
+8,334 |
May11 |
110110 |
94.03 |
95.65 |
93.66 |
95.58 |
+2.19 |
28,946 |
59,086 |
+2,592 |
Jun11 |
110110 |
94.23 |
95.79 |
93.80 |
95.73 |
+2.15 |
36,619 |
75,996 |
+892 |
Jul11 |
110110 |
93.99 |
95.91 |
93.96 |
95.85 |
+2.14 |
12,272 |
26,087 |
+2,510 |
Aug11 |
110110 |
94.39 |
95.99 |
94.05 |
95.92 |
+2.11 |
5,979 |
14,889 |
+1,027 |
Sep11 |
110110 |
94.44 |
96.04 |
94.11 |
95.96 |
+2.08 |
5,861 |
24,354 |
+868 |
Oct11 |
110110 |
94.67 |
96.10 |
94.17 |
96.02 |
+2.06 |
4,204 |
17,157 |
+575 |
Nov11 |
110110 |
96.07 |
96.07 |
96.07 |
96.07 |
+2.03 |
2,447 |
10,519 |
+122 |
Dec11 |
110110 |
95.12 |
96.25 |
94.27 |
96.14 |
+2.01 |
21,324 |
102,700 |
+1,648 |
Jan12 |
110110 |
96.21 |
96.21 |
96.21 |
96.21 |
+2.01 |
530 |
10,360 |
+256 |
Feb12 |
110110 |
96.23 |
96.23 |
96.23 |
96.23 |
+2.01 |
189 |
6,198 |
+24 |
Mar12 |
110110 |
96.23 |
96.23 |
96.23 |
96.23 |
+2.02 |
83 |
3,587 |
-43 |
Total Volume and Open Interest |
508,290 |
873,584 |
+5,072 |
Gas Oil(ICE) |
Jan11 |
110110 |
766.00 |
784.25 |
764.25 |
782.50 |
+13.50 |
41,759 |
47,844 |
-5,702 |
Feb11 |
110110 |
772.50 |
790.00 |
770.25 |
788.00 |
+13.00 |
99,572 |
128,104 |
+1,072 |
Mar11 |
110110 |
778.00 |
794.00 |
774.25 |
791.75 |
+12.25 |
52,292 |
94,930 |
+1,819 |
Apr11 |
110110 |
783.00 |
796.00 |
778.00 |
794.50 |
+11.75 |
15,376 |
58,809 |
+2,695 |
May11 |
110110 |
786.25 |
798.50 |
780.75 |
797.25 |
+11.50 |
9,380 |
49,264 |
+2,046 |
Jun11 |
110110 |
789.75 |
801.75 |
784.50 |
800.25 |
+11.00 |
13,388 |
60,715 |
+1,334 |
Jul11 |
110110 |
789.25 |
804.25 |
787.00 |
804.00 |
+10.75 |
1,972 |
20,429 |
+165 |
Aug11 |
110110 |
792.75 |
807.75 |
792.75 |
807.50 |
+10.75 |
902 |
18,275 |
+222 |
Sep11 |
110110 |
807.75 |
811.25 |
804.75 |
811.25 |
+11.00 |
956 |
14,472 |
+399 |
Oct11 |
110110 |
798.25 |
813.50 |
798.25 |
813.50 |
+11.00 |
869 |
11,711 |
+255 |
Total Volume and Open Interest |
253,774 |
618,657 |
+6,448 |
Ethanol(CBOT) |
Jan11 |
110105 |
2.315 |
2.315 |
2.305 |
2.305 |
-0.008 |
63 |
135 |
-73 |
Feb11 |
110110 |
2.269 |
2.288 |
2.269 |
2.285 |
+0.045 |
79 |
849 |
+13 |
Mar11 |
110110 |
2.260 |
2.276 |
2.257 |
2.257 |
+0.029 |
51 |
1,173 |
-8 |
Apr11 |
110110 |
2.263 |
2.285 |
2.263 |
2.272 |
+0.033 |
12 |
779 |
+6 |
May11 |
110110 |
2.280 |
2.293 |
2.280 |
2.280 |
+0.028 |
38 |
415 |
+0 |
Jun11 |
110110 |
2.280 |
2.298 |
2.280 |
2.293 |
+0.031 |
73 |
534 |
-23 |
Jul11 |
110110 |
2.311 |
2.318 |
2.296 |
2.299 |
+0.032 |
62 |
736 |
+2 |
Aug11 |
110110 |
2.290 |
2.295 |
2.279 |
2.282 |
+0.025 |
16 |
768 |
-1 |
Total Volume and Open Interest |
606 |
7,188 |
-59 |
WTI Crude Oil(ICE |
Feb11 |
110110 |
89.08 |
89.95 |
88.12 |
89.25 |
+1.22 |
108,711 |
92,238 |
-13,029 |
Mar11 |
110110 |
90.12 |
91.00 |
89.27 |
90.58 |
+1.36 |
92,755 |
99,520 |
+5,166 |
Apr11 |
110110 |
91.25 |
92.04 |
90.25 |
91.67 |
+1.50 |
50,290 |
50,706 |
-1,675 |
May11 |
110110 |
91.73 |
92.89 |
91.06 |
92.58 |
+1.60 |
22,231 |
38,525 |
+593 |
Jun11 |
110110 |
92.30 |
93.52 |
91.72 |
93.26 |
+1.67 |
22,120 |
67,956 |
+918 |
Jul11 |
110110 |
92.31 |
93.76 |
92.31 |
93.76 |
+1.69 |
3,697 |
19,462 |
+213 |
Aug11 |
110110 |
93.05 |
94.10 |
93.05 |
94.10 |
+1.70 |
2,946 |
12,082 |
-228 |
Sep11 |
110110 |
92.93 |
94.35 |
92.93 |
94.35 |
+1.71 |
1,785 |
15,803 |
-41 |
Oct11 |
110110 |
93.06 |
94.62 |
93.06 |
94.56 |
+1.74 |
773 |
12,059 |
-152 |
Nov11 |
110110 |
94.73 |
94.73 |
94.73 |
94.73 |
+1.77 |
484 |
9,217 |
-12 |
Dec11 |
110110 |
93.56 |
95.06 |
93.13 |
94.89 |
+1.80 |
15,824 |
67,677 |
-325 |
Jan12 |
110110 |
94.94 |
94.94 |
94.94 |
94.94 |
+1.82 |
90 |
6,151 |
+15 |
Feb12 |
110110 |
94.93 |
94.93 |
94.93 |
94.93 |
+1.83 |
93 |
1,173 |
+12 |
Mar12 |
110110 |
94.89 |
94.89 |
94.89 |
94.89 |
+1.83 |
18 |
3,159 |
+8 |
Apr12 |
110110 |
94.84 |
94.84 |
94.84 |
94.84 |
+1.83 |
10 |
760 |
+0 |
May12 |
110110 |
94.80 |
94.80 |
94.80 |
94.80 |
+1.83 |
40 |
869 |
+28 |
Total Volume and Open Interest |
325,261 |
587,029 |
-8,211 |
US Dollar Index(ICE) |
Mar11 |
110110 |
81.490 |
81.635 |
81.115 |
81.162 |
-0.158 |
29,039 |
33,665 |
-688 |
Jun11 |
110110 |
81.845 |
81.985 |
81.500 |
81.537 |
-0.162 |
210 |
866 |
+7 |
Sep11 |
110110 |
81.897 |
81.897 |
81.897 |
81.897 |
-0.162 |
0 |
4 |
+0 |
Total Volume and Open Interest |
29,249 |
34,535 |
-681 |
Australian Dollar(CME) |
Mar11 |
110110 |
98.70 |
99.05 |
98.06 |
98.85 |
+0.11 |
115,329 |
118,439 |
+297 |
Jun11 |
110110 |
97.74 |
97.78 |
97.00 |
97.71 |
+0.11 |
106 |
378 |
+43 |
Sep11 |
110110 |
96.50 |
96.50 |
96.39 |
96.50 |
+0.11 |
0 |
14 |
+0 |
Total Volume and Open Interest |
115,435 |
118,927 |
+340 |
British Pound(CME) |
Mar11 |
110110 |
155.26 |
155.95 |
154.67 |
155.75 |
+0.34 |
118,535 |
85,758 |
-5,958 |
Jun11 |
110110 |
155.44 |
155.64 |
154.61 |
155.59 |
+0.33 |
85 |
204 |
+0 |
Sep11 |
110110 |
155.33 |
155.33 |
155.03 |
155.33 |
+0.30 |
0 |
5 |
+0 |
Total Volume and Open Interest |
118,620 |
85,999 |
-5,958 |
Canadian Dollar(CME) |
Mar11 |
110110 |
100.59 |
100.75 |
100.02 |
100.52 |
-0.11 |
89,578 |
119,006 |
-1,728 |
Jun11 |
110110 |
100.27 |
100.38 |
99.79 |
100.28 |
-0.10 |
150 |
2,182 |
+14 |
Sep11 |
110110 |
100.07 |
100.07 |
99.97 |
99.97 |
-0.10 |
3 |
1,016 |
+3 |
Dec11 |
110110 |
99.73 |
99.79 |
99.68 |
99.68 |
-0.10 |
14 |
1,202 |
+7 |
Total Volume and Open Interest |
89,745 |
123,410 |
-1,704 |
Japanese Yen(CME) |
Mar11 |
110110 |
120.31 |
121.04 |
120.15 |
120.85 |
+0.34 |
170,930 |
111,576 |
-3,068 |
Jun11 |
110110 |
120.48 |
121.12 |
120.48 |
121.00 |
+0.35 |
255 |
380 |
+2 |
Sep11 |
110110 |
121.20 |
121.20 |
120.86 |
121.20 |
+0.34 |
0 |
17 |
+0 |
Total Volume and Open Interest |
171,195 |
111,984 |
-3,056 |
Swiss Franc(CME) |
Mar11 |
110110 |
103.28 |
103.89 |
102.83 |
103.37 |
-0.25 |
42,068 |
44,003 |
-282 |
Jun11 |
110110 |
103.62 |
104.00 |
103.00 |
103.49 |
-0.25 |
33 |
59 |
+3 |
Sep11 |
110110 |
103.64 |
103.89 |
103.64 |
103.64 |
-0.25 |
0 |
2 |
+0 |
Total Volume and Open Interest |
42,101 |
44,066 |
-279 |
EuroFX(CME) |
Mar11 |
110110 |
128.93 |
129.61 |
128.70 |
129.49 |
+0.20 |
436,215 |
181,534 |
-2,585 |
Jun11 |
110110 |
128.95 |
129.53 |
128.64 |
129.42 |
+0.21 |
526 |
840 |
+79 |
Sep11 |
110110 |
128.90 |
129.34 |
128.38 |
129.34 |
+0.21 |
4 |
34 |
+1 |
Total Volume and Open Interest |
436,767 |
182,750 |
-2,513 |
Mexican Peso(CME) |
Jan11 |
110110 |
819.0 |
819.0 |
818.2 |
819.0 |
+0.8 |
|
|
|
Feb11 |
110110 |
817.0 |
817.0 |
816.2 |
817.0 |
+0.8 |
|
|
|
Total Volume and Open Interest |
27,990 |
121,270 |
-390 |
30-Year T-Bonds(CBOT) |
Mar11 |
110110 |
121~050 |
121~210 |
120~220 |
121~060 |
+0~070 |
352,986 |
535,308 |
-3,159 |
Jun11 |
110110 |
119~110 |
120~010 |
119~060 |
119~190 |
+0~070 |
92 |
1,681 |
+1,006 |
Sep11 |
110110 |
118~000 |
118~000 |
117~250 |
118~000 |
+0~070 |
|
|
|
Total Volume and Open Interest |
353,078 |
536,989 |
-2,153 |
10-Year T-Notes(CBOT) |
Mar11 |
110110 |
120~245 |
121~005 |
120~195 |
120~280 |
+0~065 |
1,458,223 |
1,375,461 |
+8,501 |
Jun11 |
110110 |
119~115 |
119~235 |
119~115 |
119~235 |
+0~070 |
57 |
1,258 |
-7 |
Sep11 |
110110 |
118~210 |
118~210 |
118~140 |
118~210 |
+0~070 |
|
|
|
Total Volume and Open Interest |
1,458,280 |
1,376,723 |
+8,494 |
5-Year T-Notes(CBOT) |
Mar11 |
110110 |
118~007 |
118~024 |
117~121 |
118~015 |
+0~016 |
672,881 |
1,056,799 |
+28,138 |
Jun11 |
110110 |
117~039 |
117~039 |
117~023 |
117~039 |
+0~016 |
5 |
5 |
+5 |
Sep11 |
110110 |
116~063 |
116~063 |
116~047 |
116~063 |
+0~016 |
|
|
|
Total Volume and Open Interest |
672,886 |
1,056,804 |
+28,143 |
2 Year T-Notes(CBOT) |
Mar11 |
110110 |
109~056 |
109~065 |
109~052 |
109~062 |
+0~007 |
253,202 |
669,521 |
+5,606 |
Jun11 |
110110 |
109~031 |
109~031 |
109~024 |
109~031 |
+0~007 |
6 |
122 |
+6 |
Sep11 |
110110 |
109~000 |
109~000 |
108~121 |
109~000 |
+0~007 |
|
|
|
Total Volume and Open Interest |
253,208 |
669,643 |
+5,612 |
Eurodollars(CME) |
Mar11 |
110110 |
99.605 |
99.615 |
99.595 |
99.605 |
+0.005 |
300,537 |
1,170,103 |
-8,419 |
Jun11 |
110110 |
99.500 |
99.515 |
99.485 |
99.510 |
+0.010 |
310,838 |
1,151,696 |
+15,476 |
Sep11 |
110110 |
99.380 |
99.405 |
99.365 |
99.400 |
+0.015 |
328,905 |
953,889 |
+2,088 |
Dec11 |
110110 |
99.215 |
99.245 |
99.190 |
99.240 |
+0.030 |
324,330 |
772,047 |
+9,745 |
Mar12 |
110110 |
98.985 |
99.030 |
98.960 |
99.030 |
+0.045 |
428,563 |
818,349 |
+19,556 |
Jun12 |
110110 |
98.715 |
98.780 |
98.685 |
98.770 |
+0.050 |
298,647 |
522,041 |
+3,711 |
Sep12 |
110110 |
98.455 |
98.520 |
98.420 |
98.510 |
+0.055 |
244,600 |
456,166 |
+10,617 |
Dec12 |
110110 |
98.185 |
98.265 |
98.155 |
98.245 |
+0.050 |
225,512 |
297,707 |
+2,014 |
Mar13 |
110110 |
97.950 |
98.020 |
97.910 |
97.990 |
+0.040 |
151,392 |
193,554 |
+359 |
Jun13 |
110110 |
97.695 |
97.765 |
97.655 |
97.725 |
+0.030 |
94,981 |
160,061 |
+934 |
Sep13 |
110110 |
97.450 |
97.515 |
97.415 |
97.470 |
+0.020 |
90,527 |
175,855 |
-1,719 |
Dec13 |
110110 |
97.195 |
97.260 |
97.160 |
97.210 |
+0.015 |
69,742 |
139,508 |
-681 |
Mar14 |
110110 |
96.960 |
97.030 |
96.940 |
96.980 |
+0.010 |
30,403 |
113,153 |
+1,600 |
Jun14 |
110110 |
96.730 |
96.795 |
96.715 |
96.745 |
+0.010 |
23,889 |
104,147 |
-1,170 |
Sep14 |
110110 |
96.500 |
96.560 |
96.485 |
96.520 |
+0.015 |
23,362 |
65,040 |
-1,101 |
Dec14 |
110110 |
96.280 |
96.330 |
96.260 |
96.295 |
+0.015 |
21,151 |
66,348 |
-492 |
Mar15 |
110110 |
96.085 |
96.140 |
96.080 |
96.110 |
+0.020 |
12,209 |
53,062 |
+503 |
Jun15 |
110110 |
4.155 |
4.210 |
4.145 |
4.185 |
+0.025 |
12,749 |
36,172 |
+452 |
Total Volume and Open Interest |
3,039,775 |
7,488,030 |
+56,805 |
30 Day Federal Funds(CBOT) |
Jan11 |
110110 |
99.823 |
99.825 |
99.823 |
99.823 |
unch |
5,851 |
73,341 |
-75 |
Feb11 |
110110 |
99.825 |
99.825 |
99.820 |
99.820 |
unch |
2,191 |
62,844 |
-415 |
Mar11 |
110110 |
99.825 |
99.830 |
99.815 |
99.825 |
+0.010 |
8,374 |
45,740 |
+1,970 |
Apr11 |
110110 |
99.825 |
99.835 |
99.820 |
99.830 |
+0.010 |
6,992 |
42,065 |
+1,902 |
May11 |
110110 |
99.825 |
99.835 |
99.820 |
99.825 |
+0.005 |
21,243 |
61,316 |
+7,242 |
Jun11 |
110110 |
99.820 |
99.830 |
99.815 |
99.820 |
+0.005 |
8,130 |
32,397 |
+2,761 |
Total Volume and Open Interest |
99,443 |
538,637 |
+16,416 |
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 |
110110 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
1,161 |
+0 |
Jun11 |
110110 |
99.647 |
99.647 |
99.647 |
99.647 |
unch |
0 |
175 |
+0 |
Sep11 |
110110 |
99.643 |
99.643 |
99.643 |
99.643 |
unch |
|
|
|
Dec11 |
110110 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
75 |
+0 |
Mar12 |
110110 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.030 |
|
|
|
Jun12 |
110110 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
110110 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Dec12 |
110110 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
Mar13 |
110110 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
Jun13 |
110110 |
99.475 |
99.475 |
99.475 |
99.475 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
1,411 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110110 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
200 |
2,476 |
+0 |
Jun11 |
110110 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,387 |
+0 |
Sep11 |
110110 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,054 |
+0 |
Dec11 |
110110 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,823 |
+0 |
Mar12 |
110110 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
305 |
+0 |
Jun12 |
110110 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
754 |
+0 |
Sep12 |
110110 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
310 |
+0 |
Dec12 |
110110 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
200 |
8,114 |
+0 |
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 |
110110 |
126.30 |
126.46 |
125.98 |
126.28 |
+0.15 |
814,740 |
1,210,554 |
+366,017 |
Jun11 |
110110 |
124.65 |
124.89 |
124.65 |
124.85 |
+0.16 |
268 |
576 |
+4 |
Sep11 |
110110 |
124.59 |
124.59 |
124.59 |
124.59 |
+0.15 |
|
|
|
Total Volume and Open Interest |
815,008 |
1,211,130 |
+366,021 |
Euro-Bobl(EUREX) |
Mar11 |
110110 |
119.14 |
119.23 |
118.96 |
119.13 |
+0.03 |
451,564 |
852,432 |
+187,698 |
Jun11 |
110110 |
117.68 |
117.68 |
117.68 |
117.68 |
+0.03 |
1,700 |
3,855 |
+1,700 |
Sep11 |
110110 |
117.68 |
117.68 |
117.68 |
117.68 |
+0.03 |
|
|
|
Total Volume and Open Interest |
453,264 |
856,287 |
+189,398 |
3-Mth Euribor(EUREX) |
Mar11 |
110110 |
98.935 |
98.935 |
98.930 |
98.935 |
-0.010 |
1 |
6,310 |
+151 |
Jun11 |
110110 |
98.830 |
98.835 |
98.825 |
98.835 |
-0.010 |
20 |
9,222 |
+106 |
Sep11 |
110110 |
98.715 |
98.730 |
98.710 |
98.730 |
-0.005 |
0 |
1,771 |
+15 |
Total Volume and Open Interest |
23 |
24,365 |
+249 |
Long Gilt(LIFFE) |
Mar11 |
110110 |
118~17 |
118~23 |
118~02 |
118~19 |
+0~03 |
95,875 |
244,716 |
-5,072 |
Jun11 |
110110 |
117~19 |
117~19 |
117~19 |
117~19 |
-0~24 |
|
|
|
Total Volume and Open Interest |
95,875 |
244,716 |
-5,072 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110110 |
99.14 |
99.14 |
99.07 |
99.11 |
-0.03 |
50,025 |
296,292 |
+1,413 |
Jun11 |
110110 |
98.97 |
98.97 |
98.90 |
98.93 |
-0.05 |
93,885 |
261,047 |
-2,785 |
Sep11 |
110110 |
98.78 |
98.79 |
98.70 |
98.73 |
-0.07 |
73,909 |
257,866 |
-8,106 |
Dec11 |
110110 |
98.56 |
98.57 |
98.46 |
98.50 |
-0.07 |
77,578 |
288,120 |
+932 |
Mar12 |
110110 |
98.31 |
98.32 |
98.21 |
98.26 |
-0.06 |
77,332 |
238,210 |
+616 |
Jun12 |
110110 |
98.05 |
98.05 |
97.94 |
98.00 |
-0.06 |
71,464 |
147,660 |
+9,426 |
Total Volume and Open Interest |
532,320 |
1,844,285 |
+3,510 |
3-Mth Euribor(LIFFE) |
Mar11 |
110110 |
98.940 |
98.945 |
98.930 |
98.935 |
-0.010 |
97,038 |
582,308 |
+2,802 |
Jun11 |
110110 |
98.840 |
98.845 |
98.815 |
98.835 |
-0.010 |
96,911 |
495,202 |
-1,725 |
Sep11 |
110110 |
98.735 |
98.735 |
98.695 |
98.730 |
-0.005 |
103,784 |
386,921 |
+5,619 |
Total Volume and Open Interest |
732,563 |
2,728,580 |
+4,799 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110110 |
94.95 |
94.97 |
94.93 |
94.96 |
+0.01 |
14,675 |
203,404 |
-2,284 |
Jun11 |
110110 |
94.85 |
94.89 |
94.84 |
94.87 |
+0.02 |
18,003 |
127,786 |
+3,059 |
Sep11 |
110110 |
94.69 |
94.74 |
94.68 |
94.74 |
+0.04 |
8,377 |
81,419 |
-992 |
Dec11 |
110110 |
94.56 |
94.63 |
94.56 |
94.62 |
+0.05 |
3,096 |
52,913 |
-469 |
Mar12 |
110110 |
94.49 |
94.55 |
94.48 |
94.55 |
+0.07 |
514 |
42,421 |
-49 |
Jun12 |
110110 |
94.45 |
94.49 |
94.45 |
94.49 |
+0.07 |
319 |
38,454 |
-67 |
Sep12 |
110110 |
94.42 |
94.44 |
94.41 |
94.44 |
+0.07 |
157 |
20,905 |
+22 |
Dec12 |
110110 |
94.39 |
94.39 |
94.39 |
94.39 |
+0.08 |
0 |
9,382 |
+0 |
Mar13 |
110110 |
94.36 |
94.36 |
94.36 |
94.36 |
+0.10 |
0 |
2,661 |
-1 |
Jun13 |
110110 |
94.31 |
94.31 |
94.31 |
94.31 |
+0.10 |
0 |
587 |
+0 |
Total Volume and Open Interest |
45,141 |
580,834 |
-781 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110110 |
94.36 |
94.46 |
94.34 |
94.45 |
+0.08 |
24,136 |
356,346 |
-4,934 |
Jun11 |
110110 |
94.45 |
94.45 |
94.45 |
94.45 |
+0.08 |
|
|
|
Total Volume and Open Interest |
24,136 |
356,346 |
-4,934 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110110 |
94.79 |
94.86 |
94.78 |
94.85 |
+0.06 |
70,243 |
416,202 |
+2,342 |
Jun11 |
110110 |
94.85 |
94.85 |
94.85 |
94.85 |
+0.06 |
|
|
|
Total Volume and Open Interest |
70,243 |
416,202 |
+2,342 |
Gold(CMX) |
Feb11 |
110110 |
1369.8 |
1376.4 |
1365.0 |
1374.1 |
+5.2 |
223,830 |
318,383 |
-10,906 |
Apr11 |
110110 |
1372.8 |
1378.0 |
1367.6 |
1376.0 |
+5.2 |
28,464 |
74,581 |
+6,383 |
Jun11 |
110110 |
1376.6 |
1380.0 |
1369.9 |
1378.1 |
+5.4 |
2,986 |
33,673 |
+779 |
Aug11 |
110110 |
1378.0 |
1382.0 |
1372.0 |
1380.0 |
+5.4 |
845 |
17,361 |
+478 |
Oct11 |
110110 |
1381.8 |
1383.0 |
1376.4 |
1382.1 |
+5.4 |
511 |
12,078 |
-356 |
Dec11 |
110110 |
1381.9 |
1385.6 |
1376.7 |
1384.3 |
+5.5 |
1,029 |
23,198 |
+53 |
Feb12 |
110110 |
1386.8 |
1386.8 |
1386.8 |
1386.8 |
+5.6 |
9 |
7,163 |
+1 |
Apr12 |
110110 |
1389.5 |
1389.5 |
1389.4 |
1389.5 |
+5.7 |
0 |
6,859 |
+0 |
Jun12 |
110110 |
1392.6 |
1392.6 |
1392.5 |
1392.6 |
+5.7 |
200 |
12,210 |
+200 |
Aug12 |
110110 |
1395.7 |
1395.7 |
1395.7 |
1395.7 |
+5.6 |
50 |
6,906 |
+50 |
Oct12 |
110110 |
1399.4 |
1399.4 |
1399.4 |
1399.4 |
+5.7 |
398 |
1,732 |
+378 |
Dec12 |
110110 |
1400.4 |
1403.8 |
1400.4 |
1403.6 |
+5.8 |
2,655 |
14,148 |
+199 |
Total Volume and Open Interest |
263,192 |
581,199 |
-2,721 |
Silver(CMX) |
Mar11 |
110110 |
2875.0 |
2914.0 |
2865.0 |
2886.1 |
+19.0 |
86,333 |
75,298 |
-2,449 |
May11 |
110110 |
2878.5 |
2918.0 |
2870.0 |
2890.9 |
+19.1 |
1,391 |
14,752 |
-169 |
Jul11 |
110110 |
2888.5 |
2920.0 |
2884.0 |
2895.5 |
+19.2 |
619 |
10,048 |
+123 |
Sep11 |
110110 |
2904.5 |
2924.0 |
2899.8 |
2899.8 |
+19.3 |
77 |
6,267 |
+21 |
Dec11 |
110110 |
2905.0 |
2929.5 |
2898.5 |
2906.8 |
+19.4 |
1,371 |
12,699 |
-26 |
Mar12 |
110110 |
2912.8 |
2912.8 |
2912.8 |
2912.8 |
+19.7 |
0 |
379 |
+0 |
May12 |
110110 |
2916.8 |
2916.8 |
2916.8 |
2916.8 |
+19.9 |
0 |
540 |
+0 |
Total Volume and Open Interest |
92,716 |
137,079 |
-2,212 |
Platinum(NYMEX) |
Jan11 |
110110 |
1747.6 |
1748.0 |
1741.6 |
1743.0 |
+7.9 |
29 |
370 |
-12 |
Apr11 |
110110 |
1743.7 |
1753.4 |
1735.6 |
1745.1 |
+6.8 |
4,929 |
37,500 |
+6 |
Jul11 |
110110 |
1750.1 |
1753.4 |
1748.4 |
1748.4 |
+6.5 |
59 |
771 |
+52 |
Oct11 |
110110 |
1756.2 |
1756.2 |
1751.6 |
1751.6 |
+6.5 |
1 |
17 |
+1 |
Total Volume and Open Interest |
5,020 |
38,667 |
+45 |
Palladium(NYMEX) |
Mar11 |
110110 |
755.95 |
764.35 |
746.20 |
749.65 |
-6.30 |
3,624 |
21,947 |
-39 |
Jun11 |
110110 |
759.75 |
759.75 |
750.75 |
750.75 |
-6.20 |
112 |
637 |
+86 |
Sep11 |
110110 |
751.35 |
751.35 |
751.35 |
751.35 |
-6.20 |
2 |
13 |
+0 |
Total Volume and Open Interest |
3,743 |
22,604 |
+48 |
Copper(CMX) |
Mar11 |
110110 |
428.60 |
432.75 |
425.40 |
426.45 |
-1.80 |
41,744 |
116,028 |
-2,139 |
May11 |
110110 |
428.25 |
432.00 |
425.95 |
426.40 |
-1.55 |
3,018 |
27,494 |
-119 |
Jul11 |
110110 |
430.50 |
430.50 |
424.95 |
425.75 |
-1.30 |
1,248 |
8,397 |
+504 |
Sep11 |
110110 |
429.60 |
429.60 |
424.85 |
424.85 |
-1.10 |
212 |
5,488 |
+22 |
Dec11 |
110110 |
424.75 |
424.75 |
422.70 |
422.75 |
-0.90 |
160 |
3,331 |
-49 |
Total Volume and Open Interest |
47,797 |
166,235 |
-1,624 |
DJIA Index(CBOT) |
Mar11 |
110110 |
11609 |
11609 |
11520 |
11587 |
-32 |
434 |
7,266 |
+17 |
Jun11 |
110110 |
11527 |
11559 |
11527 |
11527 |
-32 |
|
|
|
Sep11 |
110110 |
11467 |
11499 |
11467 |
11467 |
-32 |
|
|
|
Dec11 |
110110 |
11412 |
11444 |
11412 |
11412 |
-32 |
|
|
|
Total Volume and Open Interest |
434 |
7,266 |
+17 |
S & P 500(CME) |
Mar11 |
110110 |
1266.70 |
1268.00 |
1258.00 |
1265.50 |
-2.00 |
12,064 |
275,387 |
+111 |
Jun11 |
110110 |
1257.50 |
1263.00 |
1253.50 |
1260.50 |
-2.00 |
152 |
4,209 |
-35 |
Sep11 |
110110 |
1255.80 |
1258.30 |
1248.80 |
1255.80 |
-2.00 |
0 |
2,147 |
-3 |
Dec11 |
110110 |
1251.30 |
1253.80 |
1244.30 |
1251.30 |
-2.00 |
1 |
550 |
+0 |
Total Volume and Open Interest |
12,217 |
282,293 |
+73 |
S & P 500 E-Mini(Globex) |
Mar11 |
110110 |
1266.25 |
1268.00 |
1258.00 |
1265.50 |
-2.00 |
2,175,596 |
2,505,895 |
+10,628 |
Jun11 |
110110 |
1261.25 |
1262.50 |
1253.50 |
1260.50 |
-2.00 |
581 |
4,537 |
+8 |
Total Volume and Open Interest |
2,176,177 |
2,510,530 |
+10,621 |
NASDAQ 100(CME) |
Mar11 |
110110 |
2269.50 |
2286.50 |
2261.30 |
2282.50 |
+9.50 |
527 |
13,733 |
+224 |
Jun11 |
110110 |
2279.50 |
2286.00 |
2260.00 |
2279.50 |
+9.70 |
|
|
|
Sep11 |
110110 |
2277.00 |
2277.00 |
2276.30 |
2277.00 |
+9.70 |
|
|
|
Total Volume and Open Interest |
527 |
13,733 |
+224 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110110 |
2272.30 |
2287.00 |
2260.80 |
2282.50 |
+9.50 |
279,363 |
367,230 |
-1,178 |
Jun11 |
110110 |
2266.00 |
2284.30 |
2260.50 |
2279.50 |
+9.70 |
128 |
508 |
-18 |
Total Volume and Open Interest |
279,492 |
367,744 |
-1,195 |
S & P Midcap 400(CME) |
Mar11 |
110110 |
900.50 |
917.00 |
900.50 |
913.20 |
+5.40 |
13 |
1,693 |
-7 |
Jun11 |
110110 |
910.70 |
914.30 |
910.70 |
910.70 |
+5.40 |
|
|
|
Sep11 |
110110 |
909.80 |
912.80 |
909.80 |
909.80 |
+6.00 |
|
|
|
Total Volume and Open Interest |
13 |
1,693 |
-7 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110110 |
10545 |
10545 |
10395 |
10480 |
-25 |
9,859 |
39,463 |
+229 |
Jun11 |
110110 |
10460 |
10485 |
10460 |
10460 |
-25 |
0 |
4 |
+0 |
Total Volume and Open Interest |
9,859 |
39,467 |
+229 |
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 |
110110 |
3854.0 |
3856.5 |
3790.5 |
3804.0 |
-61.0 |
154,773 |
385,295 |
+10,937 |
Feb11 |
110110 |
3853.5 |
3853.5 |
3797.0 |
3805.5 |
-60.5 |
308 |
519 |
+162 |
Mar11 |
110110 |
3857.5 |
3857.5 |
3796.5 |
3807.0 |
-61.0 |
332 |
42,832 |
-104 |
Total Volume and Open Interest |
155,414 |
428,688 |
+10,996 |
Hang Seng Index(HKFE) |
Jan11 |
110110 |
23656 |
23813 |
23480 |
23517 |
-219 |
62,060 |
95,384 |
+427 |
Feb11 |
110110 |
23749 |
23815 |
23489 |
23521 |
-214 |
739 |
1,466 |
+252 |
Mar11 |
110110 |
23558 |
23760 |
23450 |
23472 |
-218 |
476 |
6,016 |
+49 |
Total Volume and Open Interest |
63,404 |
104,154 |
+783 |
DAX(EUREX) |
Mar11 |
110110 |
6945.0 |
6952.0 |
6842.5 |
6880.0 |
-81.5 |
158,953 |
250,834 |
+65,392 |
Jun11 |
110110 |
6970.0 |
6970.0 |
6867.5 |
6901.5 |
-82.0 |
210 |
10,696 |
+30 |
Sep11 |
110110 |
6986.0 |
6986.0 |
6886.5 |
6919.5 |
-81.5 |
21 |
53 |
+27 |
Total Volume and Open Interest |
159,184 |
261,583 |
+65,449 |
FT-SE 100(EURONEXT) |
Mar11 |
110110 |
5940.50 |
5948.50 |
5897.50 |
5922.50 |
-21.00 |
115,946 |
637,353 |
-4,506 |
Jun11 |
110110 |
5879.50 |
5879.50 |
5879.50 |
5879.50 |
-21.00 |
8 |
1,457 |
+3 |
Sep11 |
110110 |
5844.00 |
5848.00 |
5844.00 |
5848.00 |
-21.00 |
0 |
58 |
+0 |
Total Volume and Open Interest |
115,954 |
638,868 |
-4,503 |
SPI 200(SFE) |
Mar11 |
110110 |
4693.0 |
4710.0 |
4654.0 |
4702.0 |
+9.0 |
19,626 |
195,487 |
-4,452 |
Jun11 |
110110 |
4697.0 |
4725.0 |
4697.0 |
4725.0 |
+8.0 |
2 |
2,988 |
+2 |
Sep11 |
110110 |
4716.0 |
4716.0 |
4716.0 |
4716.0 |
+8.0 |
0 |
1,826 |
+0 |
Total Volume and Open Interest |
19,629 |
201,922 |
-4,470 |
GSCI(CME) |
Jan11 |
110110 |
623.50 |
625.00 |
616.50 |
623.50 |
+6.85 |
2,619 |
12,429 |
-2,316 |
Feb11 |
110110 |
628.25 |
629.00 |
620.50 |
628.25 |
+7.25 |
2,569 |
2,524 |
+2,523 |
Mar11 |
110110 |
632.00 |
632.00 |
623.50 |
632.00 |
+8.00 |
|
|
|
Total Volume and Open Interest |
5,188 |
14,953 |
+207 |
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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