|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu January 13, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
110113 |
1412.75 |
1426.00 |
1407.50 |
1410.00 |
+1.00 |
1,271 |
1,699 |
-4,433 |
Mar11 |
110113 |
1418.75 |
1432.50 |
1413.00 |
1416.00 |
+1.00 |
137,068 |
296,519 |
+873 |
May11 |
110113 |
1426.00 |
1442.00 |
1422.50 |
1425.50 |
+1.75 |
53,115 |
95,289 |
+4,473 |
Jul11 |
110113 |
1430.25 |
1445.50 |
1426.00 |
1429.50 |
+2.00 |
44,594 |
83,399 |
+2,385 |
Aug11 |
110113 |
1399.50 |
1412.00 |
1395.25 |
1398.00 |
+2.75 |
1,162 |
2,664 |
+241 |
Sep11 |
110113 |
1355.00 |
1367.25 |
1349.50 |
1353.25 |
+3.75 |
1,143 |
3,404 |
+231 |
Nov11 |
110113 |
1308.00 |
1327.25 |
1308.00 |
1312.50 |
+4.50 |
27,161 |
121,155 |
+2,471 |
Total Volume and Open Interest |
269,036 |
631,595 |
+8,389 |
Soybean Meal(CBOT) |
Jan11 |
110113 |
379.20 |
381.90 |
376.30 |
378.60 |
+1.20 |
1,105 |
441 |
-317 |
Mar11 |
110113 |
382.40 |
386.50 |
381.30 |
383.60 |
+2.10 |
36,916 |
95,437 |
-442 |
May11 |
110113 |
384.60 |
389.00 |
376.50 |
386.30 |
+2.70 |
15,375 |
33,069 |
+3,818 |
Jul11 |
110113 |
385.00 |
389.40 |
384.20 |
386.50 |
+3.00 |
19,210 |
31,309 |
+5,424 |
Aug11 |
110113 |
373.60 |
377.90 |
373.50 |
375.20 |
+3.20 |
2,766 |
6,891 |
+457 |
Sep11 |
110113 |
359.50 |
364.20 |
359.50 |
361.20 |
+3.20 |
2,468 |
5,986 |
+208 |
Oct11 |
110113 |
339.10 |
345.30 |
339.10 |
343.10 |
+3.70 |
1,566 |
5,695 |
+79 |
Dec11 |
110113 |
336.80 |
343.20 |
336.80 |
340.40 |
+3.90 |
6,953 |
18,999 |
-1,331 |
Total Volume and Open Interest |
87,232 |
201,193 |
+8,216 |
Soybean Oil(CBOT) |
Jan11 |
110113 |
57.40 |
57.63 |
57.14 |
57.30 |
-0.13 |
2,251 |
1,788 |
+294 |
Mar11 |
110113 |
58.03 |
58.95 |
57.46 |
57.71 |
-0.16 |
67,641 |
206,900 |
+6,503 |
May11 |
110113 |
58.55 |
58.75 |
57.91 |
58.19 |
-0.11 |
17,391 |
59,264 |
+57 |
Jul11 |
110113 |
58.82 |
59.00 |
58.23 |
58.51 |
-0.04 |
18,212 |
56,788 |
+1,997 |
Aug11 |
110113 |
58.46 |
58.78 |
58.34 |
58.51 |
-0.02 |
1,570 |
6,400 |
+28 |
Sep11 |
110113 |
58.29 |
58.78 |
58.29 |
58.46 |
+0.01 |
1,038 |
7,499 |
+8 |
Oct11 |
110113 |
58.48 |
58.53 |
57.95 |
58.21 |
-0.03 |
1,009 |
8,635 |
+79 |
Dec11 |
110113 |
58.37 |
58.53 |
57.88 |
58.16 |
-0.08 |
5,485 |
27,821 |
+396 |
Total Volume and Open Interest |
114,608 |
376,101 |
+9,373 |
Canola(WCE) |
Jan11 |
110113 |
590.0 |
590.0 |
589.3 |
589.3 |
-3.8 |
|
|
|
Mar11 |
110113 |
599.9 |
605.6 |
594.1 |
595.8 |
-3.8 |
15,903 |
122,034 |
+1,800 |
May11 |
110113 |
607.2 |
613.0 |
602.0 |
603.6 |
-3.6 |
5,899 |
20,782 |
+3,375 |
Jul11 |
110113 |
610.4 |
613.7 |
603.4 |
605.6 |
-2.7 |
1,468 |
18,263 |
-295 |
Nov11 |
110113 |
555.5 |
559.0 |
550.0 |
552.0 |
-1.9 |
3,275 |
40,923 |
+720 |
Total Volume and Open Interest |
26,761 |
205,615 |
+5,737 |
Corn(CBOT) |
Mar11 |
110113 |
633.50 |
649.50 |
633.25 |
642.50 |
+11.50 |
214,201 |
696,621 |
-1,386 |
May11 |
110113 |
642.25 |
658.25 |
642.25 |
651.50 |
+11.75 |
62,706 |
238,770 |
+9,128 |
Jul11 |
110113 |
646.50 |
662.75 |
642.50 |
656.50 |
+12.25 |
74,583 |
229,944 |
+5,923 |
Sep11 |
110113 |
600.00 |
610.50 |
598.00 |
608.00 |
+12.75 |
10,722 |
48,707 |
+808 |
Dec11 |
110113 |
562.25 |
572.75 |
562.00 |
570.50 |
+10.50 |
61,649 |
288,210 |
+9,199 |
Mar12 |
110113 |
568.50 |
580.00 |
568.50 |
578.25 |
+11.00 |
2,887 |
27,288 |
+587 |
Total Volume and Open Interest |
430,288 |
1,578,445 |
+24,794 |
Wheat(CBOT) |
Mar11 |
110113 |
776.75 |
787.50 |
769.25 |
783.50 |
+13.00 |
63,833 |
214,166 |
-78 |
May11 |
110113 |
803.75 |
815.00 |
797.75 |
812.25 |
+14.00 |
15,283 |
69,997 |
+532 |
Jul11 |
110113 |
828.50 |
840.00 |
822.00 |
837.50 |
+14.50 |
13,341 |
115,138 |
+577 |
Sep11 |
110113 |
846.75 |
859.25 |
843.00 |
857.75 |
+15.50 |
1,747 |
21,616 |
+525 |
Dec11 |
110113 |
863.50 |
878.00 |
859.75 |
876.25 |
+17.00 |
4,789 |
62,105 |
+646 |
Total Volume and Open Interest |
99,704 |
498,804 |
+2,429 |
Wheat(KCBT) |
Mar11 |
110113 |
854.50 |
869.50 |
853.25 |
868.50 |
+16.50 |
20,071 |
95,215 |
-4,349 |
May11 |
110113 |
864.00 |
880.00 |
864.00 |
879.25 |
+16.50 |
6,955 |
40,424 |
+2,636 |
Jul11 |
110113 |
872.00 |
889.25 |
872.00 |
888.25 |
+16.25 |
6,700 |
55,762 |
+441 |
Sep11 |
110113 |
888.50 |
901.00 |
886.00 |
900.75 |
+16.75 |
1,891 |
14,065 |
+437 |
Dec11 |
110113 |
890.50 |
913.00 |
890.50 |
912.75 |
+17.75 |
882 |
11,150 |
+240 |
Total Volume and Open Interest |
36,582 |
218,993 |
-540 |
Wheat(MGE) |
Mar11 |
110113 |
880.50 |
897.25 |
880.00 |
893.75 |
+16.25 |
5,007 |
22,648 |
-347 |
May11 |
110113 |
887.75 |
905.50 |
887.75 |
902.75 |
+16.75 |
1,923 |
14,163 |
+397 |
Jul11 |
110113 |
900.00 |
911.75 |
895.00 |
908.25 |
+14.75 |
1,160 |
10,340 |
+203 |
Sep11 |
110113 |
891.00 |
909.25 |
891.00 |
908.00 |
+17.00 |
661 |
10,070 |
+127 |
Dec11 |
110113 |
899.25 |
917.00 |
899.25 |
915.50 |
+16.25 |
641 |
8,833 |
+177 |
Total Volume and Open Interest |
9,539 |
67,582 |
+575 |
Oats(CBOT) |
Mar11 |
110113 |
394.50 |
399.50 |
393.25 |
396.50 |
+2.00 |
1,238 |
9,624 |
+188 |
May11 |
110113 |
399.00 |
403.50 |
399.00 |
401.25 |
+2.00 |
80 |
961 |
+25 |
Jul11 |
110113 |
402.00 |
403.75 |
399.00 |
401.25 |
+2.50 |
66 |
492 |
+21 |
Sep11 |
110113 |
368.25 |
368.25 |
364.50 |
364.50 |
-1.50 |
17 |
79 |
+15 |
Total Volume and Open Interest |
1,461 |
12,337 |
+264 |
Rough Rice(CBOT) |
Jan11 |
110113 |
13.71 |
13.71 |
13.48 |
13.64 |
+0.16 |
13 |
17 |
-35 |
Mar11 |
110113 |
13.74 |
13.97 |
13.71 |
13.85 |
+0.15 |
1,255 |
13,730 |
+51 |
May11 |
110113 |
13.99 |
14.23 |
13.98 |
14.13 |
+0.15 |
347 |
1,779 |
+79 |
Jul11 |
110113 |
14.36 |
14.47 |
14.36 |
14.40 |
+0.16 |
463 |
1,339 |
-294 |
Total Volume and Open Interest |
2,477 |
18,109 |
-172 |
Live Cattle(CME) |
Feb11 |
110113 |
110.550 |
110.750 |
109.550 |
109.900 |
-0.300 |
44,377 |
92,518 |
-14,246 |
Apr11 |
110113 |
114.700 |
114.900 |
113.950 |
114.450 |
-0.130 |
32,679 |
124,800 |
+7,597 |
Jun11 |
110113 |
112.500 |
112.885 |
111.700 |
112.535 |
+0.150 |
12,196 |
64,720 |
+111 |
Aug11 |
110113 |
112.800 |
113.535 |
112.330 |
113.100 |
+0.120 |
3,222 |
21,863 |
+752 |
Oct11 |
110113 |
115.000 |
115.980 |
114.800 |
115.700 |
+0.470 |
2,682 |
13,484 |
+1,320 |
Dec11 |
110113 |
115.400 |
116.800 |
115.385 |
116.750 |
+0.520 |
1,094 |
10,305 |
+489 |
Total Volume and Open Interest |
96,517 |
329,746 |
-3,808 |
Feeder Cattle(CME) |
Jan11 |
110113 |
124.285 |
124.980 |
123.550 |
124.900 |
+0.865 |
647 |
3,498 |
-325 |
Mar11 |
110113 |
126.330 |
127.250 |
125.385 |
126.900 |
+0.850 |
2,661 |
24,629 |
+225 |
Apr11 |
110113 |
127.050 |
127.785 |
126.100 |
127.650 |
+0.765 |
801 |
6,202 |
+141 |
May11 |
110113 |
127.150 |
127.950 |
126.250 |
127.930 |
+0.645 |
795 |
7,334 |
+24 |
Aug11 |
110113 |
127.730 |
128.500 |
126.950 |
128.450 |
+0.565 |
640 |
7,892 |
+232 |
Sep11 |
110113 |
127.000 |
128.000 |
126.700 |
128.000 |
+0.450 |
162 |
984 |
+76 |
Oct11 |
110113 |
126.850 |
127.785 |
126.535 |
127.600 |
+0.500 |
34 |
336 |
+20 |
Total Volume and Open Interest |
5,762 |
51,078 |
+405 |
Lean Hogs(CME) |
Feb11 |
110113 |
81.250 |
81.300 |
79.635 |
80.300 |
-0.835 |
24,887 |
47,446 |
-7,236 |
Apr11 |
110113 |
87.200 |
87.230 |
85.785 |
86.300 |
-0.735 |
19,231 |
77,310 |
+6,506 |
May11 |
110113 |
93.900 |
94.035 |
93.100 |
93.400 |
-0.550 |
145 |
2,016 |
+66 |
Jun11 |
110113 |
96.635 |
96.700 |
95.300 |
95.950 |
-0.685 |
8,578 |
43,640 |
+1,548 |
Jul11 |
110113 |
95.785 |
95.800 |
94.200 |
95.150 |
-0.530 |
2,842 |
12,213 |
+1,240 |
Aug11 |
110113 |
94.350 |
94.350 |
92.980 |
93.750 |
-0.550 |
1,776 |
13,766 |
+574 |
Oct11 |
110113 |
84.200 |
84.200 |
83.100 |
84.035 |
-0.250 |
1,566 |
12,335 |
+1,020 |
Dec11 |
110113 |
80.250 |
80.250 |
79.250 |
80.000 |
-0.200 |
737 |
4,295 |
+495 |
Total Volume and Open Interest |
60,012 |
214,478 |
+4,356 |
Class III Milk(CME) |
Jan11 |
110113 |
13.52 |
13.56 |
13.51 |
13.55 |
+0.03 |
237 |
5,565 |
-78 |
Feb11 |
110113 |
14.85 |
14.99 |
14.83 |
14.91 |
+0.04 |
784 |
5,475 |
+107 |
Mar11 |
110113 |
14.95 |
15.06 |
14.84 |
14.92 |
-0.01 |
539 |
4,323 |
+167 |
Apr11 |
110113 |
15.30 |
15.35 |
15.25 |
15.32 |
+0.02 |
218 |
2,964 |
+85 |
May11 |
110113 |
15.44 |
15.50 |
15.35 |
15.47 |
+0.03 |
140 |
2,693 |
+44 |
Total Volume and Open Interest |
2,376 |
32,376 |
+539 |
Cocoa(ICE) |
Mar11 |
110113 |
2947 |
2985 |
2924 |
2952 |
-7 |
6,916 |
66,515 |
-225 |
May11 |
110113 |
2977 |
3009 |
2948 |
2976 |
-4 |
1,686 |
25,273 |
+140 |
Jul11 |
110113 |
2981 |
3025 |
2970 |
2994 |
-3 |
687 |
13,494 |
-96 |
Sep11 |
110113 |
3000 |
3042 |
2990 |
3015 |
-3 |
1,049 |
8,604 |
-482 |
Dec11 |
110113 |
3040 |
3065 |
3015 |
3039 |
-2 |
264 |
13,543 |
+78 |
Mar12 |
110113 |
3100 |
3120 |
3095 |
3095 |
-4 |
33 |
10,831 |
+28 |
May12 |
110113 |
3115 |
3115 |
3089 |
3089 |
-3 |
0 |
4,618 |
+0 |
Total Volume and Open Interest |
10,636 |
144,862 |
-557 |
Coffee "C"(ICE) |
Mar11 |
110113 |
240.35 |
241.20 |
236.60 |
237.50 |
-3.10 |
21,731 |
86,106 |
+1,126 |
May11 |
110113 |
242.00 |
242.50 |
238.50 |
239.15 |
-2.90 |
7,784 |
28,227 |
+547 |
Jul11 |
110113 |
242.10 |
243.25 |
239.75 |
240.25 |
-2.65 |
3,186 |
13,022 |
+1,463 |
Sep11 |
110113 |
239.85 |
240.65 |
237.45 |
238.15 |
-2.25 |
440 |
5,035 |
+140 |
Dec11 |
110113 |
235.25 |
236.00 |
232.85 |
233.60 |
-2.05 |
169 |
7,852 |
-8 |
Mar12 |
110113 |
230.55 |
231.25 |
227.65 |
228.85 |
-2.10 |
75 |
825 |
+40 |
Total Volume and Open Interest |
33,388 |
141,763 |
+3,311 |
Orange Juice(ICE) |
Mar11 |
110113 |
175.05 |
175.05 |
171.75 |
172.50 |
-5.30 |
1,017 |
21,983 |
+35 |
May11 |
110113 |
174.00 |
174.00 |
171.55 |
172.00 |
-5.10 |
187 |
5,969 |
+91 |
Jul11 |
110113 |
174.25 |
174.25 |
172.25 |
172.40 |
-5.00 |
12 |
2,557 |
+15 |
Sep11 |
110113 |
175.20 |
175.20 |
172.50 |
172.50 |
-4.90 |
2 |
495 |
+0 |
Nov11 |
110113 |
172.55 |
172.55 |
172.55 |
172.55 |
-4.60 |
0 |
554 |
+0 |
Jan12 |
110113 |
172.55 |
172.55 |
172.55 |
172.55 |
-4.10 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,218 |
31,582 |
+141 |
Sugar #11(ICE) |
Mar11 |
110113 |
32.09 |
32.28 |
31.22 |
32.06 |
+0.04 |
67,207 |
223,607 |
-3,723 |
May11 |
110113 |
29.90 |
29.99 |
29.18 |
29.85 |
-0.04 |
28,455 |
115,627 |
+721 |
Jul11 |
110113 |
27.27 |
27.63 |
26.80 |
27.50 |
+0.19 |
19,271 |
118,252 |
+1,547 |
Oct11 |
110113 |
25.60 |
25.80 |
24.95 |
25.69 |
+0.08 |
7,682 |
63,387 |
+445 |
Mar12 |
110113 |
24.50 |
24.85 |
24.14 |
24.79 |
+0.06 |
4,116 |
46,239 |
-188 |
Total Volume and Open Interest |
129,390 |
616,366 |
-1,105 |
London Cocoa(LCE) |
Mar11 |
110113 |
1970 |
1973 |
1943 |
1964 |
-16 |
5,828 |
58,874 |
-1,596 |
May11 |
110113 |
1976 |
1977 |
1948 |
1967 |
-18 |
1,345 |
25,102 |
+135 |
Jul11 |
110113 |
1988 |
1990 |
1960 |
1980 |
-18 |
1,774 |
28,002 |
+313 |
Sep11 |
110113 |
1990 |
1990 |
1969 |
1986 |
-18 |
667 |
17,982 |
+396 |
Dec11 |
110113 |
1999 |
2001 |
1984 |
1999 |
-18 |
106 |
23,790 |
+32 |
Mar12 |
110113 |
2011 |
2011 |
1997 |
2007 |
-18 |
0 |
19,914 |
+0 |
May12 |
110113 |
2010 |
2010 |
2010 |
2010 |
-21 |
100 |
3,943 |
+0 |
Total Volume and Open Interest |
11,074 |
184,049 |
-466 |
London Sugar(LCE) |
Mar11 |
110113 |
793.60 |
796.20 |
781.40 |
787.40 |
+6.40 |
4,650 |
23,171 |
-1,092 |
May11 |
110113 |
763.90 |
767.70 |
753.50 |
758.90 |
+6.40 |
1,752 |
11,414 |
-77 |
Aug11 |
110113 |
709.00 |
718.50 |
704.10 |
712.40 |
+11.90 |
576 |
8,227 |
-62 |
Oct11 |
110113 |
667.10 |
671.00 |
661.30 |
667.00 |
+10.70 |
258 |
2,720 |
+120 |
Dec11 |
110113 |
643.40 |
644.50 |
640.20 |
642.80 |
+11.70 |
50 |
1,015 |
+5 |
Total Volume and Open Interest |
7,288 |
47,287 |
-1,104 |
Cotton(ICE) |
Mar11 |
110113 |
150.88 |
151.63 |
143.97 |
144.06 |
-3.91 |
17,388 |
92,167 |
-1,506 |
May11 |
110113 |
145.28 |
146.40 |
139.45 |
139.46 |
-3.99 |
5,094 |
24,824 |
+512 |
Jul11 |
110113 |
138.50 |
139.95 |
132.90 |
133.10 |
-3.80 |
3,787 |
33,430 |
+216 |
Oct11 |
110113 |
115.25 |
115.50 |
115.00 |
115.00 |
-2.92 |
4 |
171 |
-2 |
Dec11 |
110113 |
104.01 |
105.85 |
102.01 |
102.38 |
-2.05 |
2,549 |
49,045 |
+142 |
Mar12 |
110113 |
99.30 |
99.30 |
96.75 |
96.75 |
-2.17 |
509 |
1,658 |
+254 |
Total Volume and Open Interest |
29,477 |
203,253 |
-345 |
Lumber(CME) |
Jan11 |
110113 |
289.6 |
289.8 |
285.0 |
285.0 |
-1.6 |
213 |
247 |
-133 |
Mar11 |
110113 |
308.0 |
309.5 |
303.2 |
304.2 |
+1.3 |
477 |
6,964 |
+107 |
May11 |
110113 |
323.0 |
323.4 |
319.0 |
322.0 |
+2.0 |
89 |
2,782 |
+51 |
Jul11 |
110113 |
327.0 |
328.5 |
323.2 |
327.0 |
+1.8 |
33 |
1,091 |
+3 |
Total Volume and Open Interest |
820 |
11,270 |
+28 |
Crude Oil(NYM) |
Feb11 |
110113 |
92.00 |
92.37 |
90.75 |
91.40 |
-0.46 |
382,686 |
169,217 |
-26,513 |
Mar11 |
110113 |
92.98 |
93.27 |
91.83 |
92.30 |
-0.57 |
225,416 |
333,001 |
+24,022 |
Apr11 |
110113 |
93.81 |
94.10 |
92.74 |
93.21 |
-0.53 |
101,564 |
111,112 |
+7,127 |
May11 |
110113 |
94.59 |
94.73 |
93.49 |
94.00 |
-0.48 |
57,034 |
83,022 |
+1,125 |
Jun11 |
110113 |
95.05 |
95.30 |
94.05 |
94.60 |
-0.45 |
62,602 |
105,199 |
+1,282 |
Jul11 |
110113 |
95.53 |
95.75 |
94.50 |
95.06 |
-0.42 |
19,175 |
59,831 |
-75 |
Aug11 |
110113 |
95.82 |
95.96 |
94.83 |
95.38 |
-0.39 |
10,582 |
29,654 |
+1,570 |
Sep11 |
110113 |
96.05 |
96.18 |
95.50 |
95.62 |
-0.37 |
9,133 |
30,869 |
+1,946 |
Oct11 |
110113 |
96.19 |
96.34 |
95.81 |
95.81 |
-0.35 |
3,125 |
19,096 |
+443 |
Nov11 |
110113 |
96.28 |
96.28 |
95.50 |
95.95 |
-0.32 |
3,086 |
19,832 |
+138 |
Dec11 |
110113 |
96.46 |
96.68 |
95.47 |
96.07 |
-0.30 |
34,707 |
159,388 |
+2,506 |
Jan12 |
110113 |
96.35 |
96.44 |
95.77 |
96.09 |
-0.28 |
1,669 |
29,638 |
+340 |
Feb12 |
110113 |
96.06 |
96.06 |
96.06 |
96.06 |
-0.28 |
468 |
8,441 |
-18 |
Mar12 |
110113 |
96.02 |
96.02 |
96.02 |
96.02 |
-0.27 |
221 |
12,290 |
+25 |
Apr12 |
110113 |
95.98 |
95.98 |
95.98 |
95.98 |
-0.27 |
66 |
4,938 |
+23 |
May12 |
110113 |
95.94 |
95.94 |
95.94 |
95.94 |
-0.27 |
162 |
6,042 |
+10 |
Total Volume and Open Interest |
933,343 |
1,516,692 |
+15,104 |
e-miNY Crude Oil(NYM) |
Jan11 |
101217 |
87.925 |
88.500 |
87.025 |
88.025 |
+0.325 |
5,348 |
3,079 |
-457 |
Feb11 |
110113 |
91.975 |
92.350 |
90.800 |
91.400 |
-0.450 |
8,275 |
3,351 |
-266 |
Mar11 |
110113 |
93.100 |
93.250 |
91.850 |
92.300 |
-0.575 |
1,689 |
4,230 |
+276 |
Apr11 |
110113 |
93.825 |
93.925 |
92.700 |
93.200 |
-0.550 |
133 |
634 |
+58 |
May11 |
110113 |
94.400 |
94.475 |
94.000 |
94.000 |
-0.475 |
6 |
56 |
+0 |
Jun11 |
110113 |
95.000 |
95.000 |
94.600 |
94.600 |
-0.450 |
0 |
54 |
+0 |
Jul11 |
110113 |
95.050 |
95.050 |
95.050 |
95.050 |
-0.425 |
1 |
13 |
+1 |
Aug11 |
110113 |
95.925 |
95.925 |
95.375 |
95.375 |
-0.400 |
1 |
10 |
+1 |
Sep11 |
110113 |
95.625 |
95.625 |
95.625 |
95.625 |
-0.375 |
0 |
6 |
+0 |
Oct11 |
110113 |
96.300 |
96.300 |
95.800 |
95.800 |
-0.350 |
0 |
41 |
+0 |
Total Volume and Open Interest |
10,107 |
8,674 |
+68 |
Heating Oil(NYM) |
Feb11 |
110113 |
261.70 |
262.60 |
258.68 |
260.91 |
-0.95 |
48,870 |
81,704 |
-5,380 |
Mar11 |
110113 |
262.00 |
263.02 |
259.26 |
261.31 |
-0.92 |
31,336 |
70,136 |
+3,494 |
Apr11 |
110113 |
261.72 |
262.32 |
258.90 |
260.76 |
-0.79 |
10,389 |
32,316 |
-270 |
May11 |
110113 |
260.87 |
261.65 |
259.27 |
260.36 |
-0.75 |
8,959 |
21,290 |
+873 |
Jun11 |
110113 |
261.40 |
261.99 |
259.01 |
260.58 |
-0.65 |
13,994 |
31,721 |
-793 |
Jul11 |
110113 |
262.30 |
262.91 |
260.40 |
261.82 |
-0.55 |
2,653 |
10,108 |
+418 |
Aug11 |
110113 |
262.16 |
264.10 |
262.16 |
263.10 |
-0.47 |
1,246 |
6,022 |
+130 |
Sep11 |
110113 |
264.57 |
265.54 |
263.43 |
264.47 |
-0.35 |
1,359 |
7,054 |
+227 |
Oct11 |
110113 |
264.40 |
266.99 |
264.40 |
265.92 |
-0.39 |
425 |
4,238 |
+21 |
Nov11 |
110113 |
268.30 |
268.50 |
266.50 |
267.42 |
-0.49 |
334 |
5,124 |
-7 |
Dec11 |
110113 |
269.33 |
269.71 |
267.04 |
268.72 |
-0.56 |
3,719 |
17,357 |
+861 |
Jan12 |
110113 |
270.01 |
270.01 |
270.01 |
270.01 |
-0.57 |
63 |
3,487 |
+26 |
Total Volume and Open Interest |
124,239 |
298,254 |
-73 |
Gasoline(NYMEX) |
Feb11 |
110113 |
246.89 |
247.31 |
243.16 |
244.59 |
-1.72 |
45,978 |
69,374 |
-7,938 |
Mar11 |
110113 |
248.02 |
248.72 |
244.78 |
246.15 |
-1.57 |
37,867 |
75,130 |
+5,661 |
Apr11 |
110113 |
258.17 |
258.20 |
255.76 |
256.61 |
-1.55 |
18,413 |
28,305 |
-71 |
May11 |
110113 |
258.86 |
259.00 |
255.90 |
257.24 |
-1.63 |
6,281 |
21,509 |
+813 |
Jun11 |
110113 |
258.62 |
258.96 |
255.90 |
257.14 |
-1.59 |
10,914 |
21,450 |
+1,386 |
Jul11 |
110113 |
257.75 |
258.00 |
255.69 |
256.48 |
-1.54 |
2,145 |
8,149 |
+577 |
Aug11 |
110113 |
254.09 |
255.65 |
254.09 |
255.05 |
-1.52 |
432 |
6,705 |
-20 |
Sep11 |
110113 |
253.12 |
253.32 |
253.12 |
253.32 |
-1.50 |
763 |
4,918 |
+155 |
Oct11 |
110113 |
242.57 |
242.57 |
242.57 |
242.57 |
-1.53 |
246 |
4,439 |
+106 |
Nov11 |
110113 |
240.67 |
240.67 |
240.67 |
240.67 |
-1.53 |
167 |
1,737 |
+38 |
Total Volume and Open Interest |
125,509 |
276,789 |
+496 |
e-miNY RBOB Gasoline(NYM) |
Feb11 |
110113 |
244.60 |
244.60 |
244.59 |
244.60 |
-1.70 |
0 |
3 |
+0 |
Mar11 |
110113 |
246.20 |
246.20 |
246.15 |
246.20 |
-1.50 |
0 |
1 |
+0 |
Apr11 |
110113 |
256.60 |
256.61 |
256.60 |
256.60 |
-1.60 |
0 |
1 |
+0 |
May11 |
110113 |
257.20 |
257.24 |
257.20 |
257.20 |
-1.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Feb11 |
110113 |
4.481 |
4.503 |
4.362 |
4.407 |
-0.124 |
133,466 |
115,541 |
-4,862 |
Mar11 |
110113 |
4.481 |
4.498 |
4.377 |
4.419 |
-0.107 |
69,689 |
219,337 |
+9,894 |
Apr11 |
110113 |
4.470 |
4.492 |
4.380 |
4.420 |
-0.102 |
42,623 |
92,944 |
-1,567 |
May11 |
110113 |
4.523 |
4.532 |
4.425 |
4.463 |
-0.099 |
33,115 |
73,952 |
+6,461 |
Jun11 |
110113 |
4.578 |
4.580 |
4.487 |
4.514 |
-0.095 |
11,843 |
19,793 |
-267 |
Jul11 |
110113 |
4.630 |
4.644 |
4.552 |
4.584 |
-0.092 |
13,382 |
26,084 |
+2,249 |
Aug11 |
110113 |
4.659 |
4.674 |
4.588 |
4.614 |
-0.094 |
6,121 |
18,582 |
+583 |
Sep11 |
110113 |
4.667 |
4.682 |
4.590 |
4.621 |
-0.096 |
4,411 |
12,967 |
+142 |
Oct11 |
110113 |
4.736 |
4.739 |
4.648 |
4.679 |
-0.097 |
13,788 |
52,725 |
+693 |
Nov11 |
110113 |
4.880 |
4.900 |
4.815 |
4.839 |
-0.095 |
2,943 |
22,526 |
+532 |
Dec11 |
110113 |
5.115 |
5.127 |
5.040 |
5.067 |
-0.092 |
2,883 |
21,747 |
+53 |
Jan12 |
110113 |
5.254 |
5.266 |
5.185 |
5.210 |
-0.088 |
6,549 |
37,890 |
+107 |
Feb12 |
110113 |
5.215 |
5.215 |
5.159 |
5.173 |
-0.087 |
753 |
7,932 |
+190 |
Mar12 |
110113 |
5.110 |
5.122 |
5.056 |
5.075 |
-0.083 |
1,481 |
21,223 |
+481 |
Apr12 |
110113 |
4.890 |
4.891 |
4.837 |
4.853 |
-0.071 |
1,835 |
20,343 |
+790 |
May12 |
110113 |
4.894 |
4.894 |
4.845 |
4.858 |
-0.071 |
157 |
5,195 |
+16 |
Total Volume and Open Interest |
346,302 |
833,355 |
+15,563 |
Brent Crude Oil(ICE) |
Feb11 |
110113 |
98.22 |
98.67 |
97.30 |
98.06 |
-0.06 |
158,640 |
61,729 |
-40,088 |
Mar11 |
110113 |
97.71 |
97.88 |
96.49 |
97.29 |
-0.28 |
245,364 |
255,733 |
+9,407 |
Apr11 |
110113 |
97.56 |
97.78 |
96.46 |
97.24 |
-0.20 |
103,237 |
135,294 |
+18,057 |
May11 |
110113 |
97.59 |
97.79 |
96.60 |
97.35 |
-0.14 |
51,584 |
67,731 |
+3,842 |
Jun11 |
110113 |
97.64 |
97.96 |
96.75 |
97.45 |
-0.11 |
57,037 |
83,958 |
+6,431 |
Jul11 |
110113 |
97.65 |
97.92 |
96.84 |
97.50 |
-0.08 |
15,559 |
26,561 |
-288 |
Aug11 |
110113 |
97.65 |
97.93 |
96.86 |
97.51 |
-0.06 |
8,557 |
16,710 |
+2,420 |
Sep11 |
110113 |
97.62 |
97.89 |
96.86 |
97.52 |
-0.05 |
7,066 |
23,916 |
-652 |
Oct11 |
110113 |
97.72 |
97.93 |
96.90 |
97.54 |
-0.03 |
4,341 |
16,921 |
-199 |
Nov11 |
110113 |
97.55 |
97.55 |
97.55 |
97.55 |
-0.02 |
2,417 |
11,151 |
+325 |
Dec11 |
110113 |
97.65 |
97.96 |
96.86 |
97.55 |
-0.02 |
36,037 |
98,907 |
-1,116 |
Jan12 |
110113 |
97.56 |
97.56 |
97.56 |
97.56 |
-0.03 |
1,341 |
11,633 |
+737 |
Feb12 |
110113 |
97.55 |
97.55 |
97.55 |
97.55 |
-0.02 |
655 |
6,324 |
+2 |
Mar12 |
110113 |
97.52 |
97.52 |
97.52 |
97.52 |
-0.02 |
431 |
3,950 |
+122 |
Total Volume and Open Interest |
704,172 |
923,811 |
-12 |
Gas Oil(ICE) |
Feb11 |
110113 |
810.25 |
811.50 |
801.00 |
810.50 |
-1.00 |
110,916 |
149,811 |
+6,626 |
Mar11 |
110113 |
813.25 |
815.75 |
805.25 |
814.75 |
-0.50 |
101,127 |
118,558 |
+17,050 |
Apr11 |
110113 |
816.25 |
818.25 |
807.75 |
817.25 |
-0.25 |
30,978 |
63,623 |
+1,599 |
May11 |
110113 |
816.50 |
820.25 |
810.75 |
819.50 |
unch |
18,571 |
54,179 |
+3,331 |
Jun11 |
110113 |
819.00 |
823.00 |
813.25 |
822.25 |
+0.25 |
29,814 |
53,108 |
-363 |
Jul11 |
110113 |
822.75 |
826.00 |
817.25 |
825.25 |
+0.25 |
7,527 |
21,145 |
-70 |
Aug11 |
110113 |
824.75 |
828.25 |
820.50 |
828.25 |
unch |
4,458 |
19,435 |
+1,151 |
Sep11 |
110113 |
827.75 |
831.50 |
823.75 |
831.50 |
unch |
4,577 |
16,351 |
+1,022 |
Oct11 |
110113 |
830.00 |
833.50 |
826.00 |
833.50 |
-0.25 |
2,313 |
12,562 |
+668 |
Nov11 |
110113 |
832.25 |
834.50 |
826.00 |
834.50 |
-0.25 |
1,647 |
10,258 |
+230 |
Total Volume and Open Interest |
336,017 |
627,223 |
+26,435 |
Ethanol(CBOT) |
Jan11 |
110105 |
2.315 |
2.315 |
2.305 |
2.305 |
-0.008 |
63 |
135 |
-73 |
Feb11 |
110113 |
2.361 |
2.374 |
2.344 |
2.350 |
+0.001 |
160 |
819 |
+23 |
Mar11 |
110113 |
2.336 |
2.373 |
2.336 |
2.346 |
+0.014 |
352 |
1,439 |
+262 |
Apr11 |
110113 |
2.344 |
2.382 |
2.344 |
2.350 |
+0.012 |
80 |
851 |
+50 |
May11 |
110113 |
2.375 |
2.380 |
2.367 |
2.367 |
+0.018 |
52 |
371 |
-15 |
Jun11 |
110113 |
2.385 |
2.385 |
2.375 |
2.379 |
+0.018 |
34 |
530 |
+20 |
Jul11 |
110113 |
2.389 |
2.390 |
2.375 |
2.381 |
+0.019 |
38 |
739 |
+21 |
Aug11 |
110113 |
2.375 |
2.378 |
2.370 |
2.374 |
+0.019 |
32 |
769 |
+13 |
Total Volume and Open Interest |
967 |
7,633 |
+462 |
WTI Crude Oil(ICE |
Feb11 |
110113 |
92.06 |
92.36 |
90.85 |
91.40 |
-0.46 |
94,303 |
52,561 |
-15,964 |
Mar11 |
110113 |
93.05 |
93.26 |
91.84 |
92.30 |
-0.57 |
90,073 |
122,543 |
+4,632 |
Apr11 |
110113 |
93.90 |
94.04 |
92.74 |
93.21 |
-0.53 |
39,818 |
54,172 |
+739 |
May11 |
110113 |
94.39 |
94.74 |
93.54 |
94.00 |
-0.48 |
19,316 |
42,029 |
+3,097 |
Jun11 |
110113 |
95.01 |
95.28 |
94.05 |
94.60 |
-0.45 |
19,486 |
68,541 |
+845 |
Jul11 |
110113 |
95.45 |
95.60 |
94.65 |
95.06 |
-0.42 |
3,352 |
20,615 |
+850 |
Aug11 |
110113 |
95.61 |
95.89 |
95.26 |
95.38 |
-0.39 |
2,976 |
12,305 |
+254 |
Sep11 |
110113 |
95.78 |
96.10 |
95.18 |
95.62 |
-0.37 |
1,642 |
16,383 |
-33 |
Oct11 |
110113 |
95.97 |
96.12 |
95.36 |
95.81 |
-0.35 |
969 |
12,144 |
+134 |
Nov11 |
110113 |
96.37 |
96.37 |
95.95 |
95.95 |
-0.32 |
811 |
9,186 |
-21 |
Dec11 |
110113 |
96.31 |
96.65 |
95.47 |
96.07 |
-0.30 |
14,864 |
69,905 |
+130 |
Jan12 |
110113 |
96.44 |
96.44 |
96.09 |
96.09 |
-0.28 |
171 |
6,275 |
+43 |
Feb12 |
110113 |
96.06 |
96.06 |
96.06 |
96.06 |
-0.28 |
35 |
1,185 |
+13 |
Mar12 |
110113 |
96.02 |
96.02 |
96.02 |
96.02 |
-0.27 |
1 |
3,162 |
-1 |
Apr12 |
110113 |
95.98 |
95.98 |
95.98 |
95.98 |
-0.27 |
7 |
759 |
+1 |
May12 |
110113 |
95.94 |
95.94 |
95.94 |
95.94 |
-0.27 |
8 |
868 |
+0 |
Total Volume and Open Interest |
292,959 |
584,880 |
-4,658 |
US Dollar Index(ICE) |
Mar11 |
110113 |
80.290 |
80.445 |
79.210 |
79.405 |
-0.845 |
33,981 |
28,261 |
-7,343 |
Jun11 |
110113 |
80.585 |
80.670 |
79.660 |
79.795 |
-0.835 |
152 |
948 |
+18 |
Sep11 |
110113 |
80.170 |
80.170 |
80.155 |
80.155 |
-0.835 |
1 |
3 |
-1 |
Total Volume and Open Interest |
34,134 |
29,212 |
-7,326 |
Australian Dollar(CME) |
Mar11 |
110113 |
98.88 |
99.48 |
98.45 |
99.05 |
+0.16 |
108,687 |
114,559 |
+1,210 |
Jun11 |
110113 |
97.68 |
98.26 |
97.59 |
97.92 |
+0.16 |
138 |
502 |
+39 |
Sep11 |
110113 |
96.69 |
96.69 |
96.56 |
96.69 |
+0.13 |
0 |
14 |
+0 |
Total Volume and Open Interest |
108,825 |
115,169 |
+1,249 |
British Pound(CME) |
Mar11 |
110113 |
157.43 |
158.78 |
157.13 |
158.36 |
+0.78 |
138,823 |
86,853 |
+734 |
Jun11 |
110113 |
157.59 |
158.50 |
157.07 |
158.19 |
+0.78 |
120 |
209 |
+30 |
Sep11 |
110113 |
157.91 |
157.91 |
157.13 |
157.91 |
+0.78 |
0 |
5 |
+0 |
Total Volume and Open Interest |
138,943 |
87,099 |
+764 |
Canadian Dollar(CME) |
Mar11 |
110113 |
101.21 |
101.34 |
100.78 |
100.96 |
-0.14 |
70,261 |
125,842 |
+790 |
Jun11 |
110113 |
101.02 |
101.08 |
100.61 |
100.71 |
-0.15 |
96 |
2,221 |
+30 |
Sep11 |
110113 |
100.53 |
100.53 |
100.35 |
100.38 |
-0.15 |
13 |
1,019 |
+3 |
Dec11 |
110113 |
100.15 |
100.43 |
100.08 |
100.08 |
-0.15 |
44 |
1,237 |
+20 |
Total Volume and Open Interest |
70,414 |
130,323 |
+843 |
Japanese Yen(CME) |
Mar11 |
110113 |
120.51 |
121.21 |
120.32 |
120.96 |
+0.26 |
126,222 |
106,060 |
-620 |
Jun11 |
110113 |
120.86 |
121.17 |
120.84 |
121.09 |
+0.25 |
40 |
420 |
-4 |
Sep11 |
110113 |
121.27 |
121.27 |
121.03 |
121.27 |
+0.24 |
0 |
17 |
+0 |
Total Volume and Open Interest |
126,262 |
106,508 |
-624 |
Swiss Franc(CME) |
Mar11 |
110113 |
103.57 |
104.08 |
102.46 |
103.85 |
+0.39 |
42,917 |
42,631 |
-142 |
Jun11 |
110113 |
103.35 |
104.15 |
102.67 |
103.96 |
+0.38 |
28 |
70 |
+8 |
Sep11 |
110113 |
104.08 |
104.08 |
103.71 |
104.08 |
+0.37 |
1 |
3 |
+1 |
Total Volume and Open Interest |
42,946 |
42,706 |
-133 |
EuroFX(CME) |
Mar11 |
110113 |
131.22 |
133.79 |
130.84 |
133.43 |
+2.15 |
465,059 |
202,357 |
+1,743 |
Jun11 |
110113 |
131.05 |
133.61 |
130.83 |
133.31 |
+2.12 |
1,193 |
1,230 |
+214 |
Sep11 |
110113 |
131.53 |
133.15 |
131.07 |
133.15 |
+2.08 |
14 |
30 |
-2 |
Total Volume and Open Interest |
466,266 |
203,959 |
+1,955 |
Mexican Peso(CME) |
Jan11 |
110113 |
825.8 |
829.2 |
825.8 |
825.8 |
-3.5 |
|
|
|
Feb11 |
110113 |
823.8 |
827.2 |
823.8 |
823.8 |
-3.5 |
|
|
|
Total Volume and Open Interest |
36,632 |
130,613 |
+2,696 |
30-Year T-Bonds(CBOT) |
Mar11 |
110113 |
120~180 |
121~240 |
120~080 |
121~150 |
+0~220 |
294,268 |
552,028 |
+4,318 |
Jun11 |
110113 |
118~260 |
119~300 |
118~250 |
119~270 |
+0~210 |
102 |
677 |
-3 |
Sep11 |
110113 |
118~070 |
118~070 |
117~190 |
118~070 |
+0~200 |
|
|
|
Total Volume and Open Interest |
294,370 |
552,705 |
+4,315 |
10-Year T-Notes(CBOT) |
Mar11 |
110113 |
120~160 |
121~065 |
120~115 |
121~035 |
+0~175 |
1,086,172 |
1,337,927 |
-9,363 |
Jun11 |
110113 |
119~090 |
119~310 |
119~090 |
119~305 |
+0~175 |
1,014 |
3,196 |
+468 |
Sep11 |
110113 |
118~280 |
118~280 |
118~105 |
118~280 |
+0~175 |
|
|
|
Total Volume and Open Interest |
1,087,186 |
1,341,127 |
-8,895 |
5-Year T-Notes(CBOT) |
Mar11 |
110113 |
117~116 |
118~039 |
117~106 |
118~035 |
+0~041 |
497,075 |
1,050,372 |
-1,245 |
Jun11 |
110113 |
117~061 |
117~061 |
117~020 |
117~061 |
+0~041 |
10 |
35 |
+0 |
Sep11 |
110113 |
116~085 |
116~085 |
116~044 |
116~085 |
+0~041 |
|
|
|
Total Volume and Open Interest |
497,085 |
1,050,407 |
-1,245 |
2 Year T-Notes(CBOT) |
Mar11 |
110113 |
109~057 |
109~065 |
109~054 |
109~064 |
+0~005 |
208,152 |
688,800 |
+2,190 |
Jun11 |
110113 |
109~031 |
109~031 |
109~027 |
109~031 |
+0~004 |
114 |
264 |
+92 |
Sep11 |
110113 |
108~126 |
108~126 |
108~123 |
108~126 |
+0~003 |
|
|
|
Total Volume and Open Interest |
208,266 |
689,064 |
+2,282 |
Eurodollars(CME) |
Mar11 |
110113 |
99.635 |
99.650 |
99.630 |
99.645 |
+0.010 |
180,955 |
1,149,973 |
+289 |
Jun11 |
110113 |
99.535 |
99.560 |
99.530 |
99.555 |
+0.015 |
190,935 |
1,130,701 |
-5,325 |
Sep11 |
110113 |
99.410 |
99.450 |
99.405 |
99.445 |
+0.025 |
176,687 |
972,808 |
+11,685 |
Dec11 |
110113 |
99.240 |
99.290 |
99.230 |
99.280 |
+0.030 |
186,915 |
784,838 |
+12,962 |
Mar12 |
110113 |
99.015 |
99.080 |
99.010 |
99.070 |
+0.035 |
306,886 |
863,230 |
+6,714 |
Jun12 |
110113 |
98.750 |
98.820 |
98.735 |
98.810 |
+0.040 |
198,857 |
534,756 |
+11,393 |
Sep12 |
110113 |
98.480 |
98.560 |
98.465 |
98.545 |
+0.045 |
168,152 |
452,798 |
+143 |
Dec12 |
110113 |
98.210 |
98.295 |
98.195 |
98.280 |
+0.050 |
137,255 |
304,757 |
+4,220 |
Mar13 |
110113 |
97.945 |
98.040 |
97.930 |
98.025 |
+0.060 |
97,772 |
199,647 |
-2,579 |
Jun13 |
110113 |
97.660 |
97.775 |
97.660 |
97.760 |
+0.065 |
54,795 |
157,361 |
-236 |
Sep13 |
110113 |
97.420 |
97.525 |
97.405 |
97.510 |
+0.075 |
51,714 |
178,211 |
-289 |
Dec13 |
110113 |
97.150 |
97.270 |
97.135 |
97.255 |
+0.080 |
49,910 |
143,239 |
-728 |
Mar14 |
110113 |
96.915 |
97.045 |
96.910 |
97.035 |
+0.085 |
25,359 |
107,960 |
-2,006 |
Jun14 |
110113 |
96.695 |
96.820 |
96.675 |
96.805 |
+0.090 |
24,808 |
104,423 |
+4,036 |
Sep14 |
110113 |
96.465 |
96.595 |
96.445 |
96.580 |
+0.090 |
15,889 |
62,659 |
-228 |
Dec14 |
110113 |
96.235 |
96.370 |
96.220 |
96.355 |
+0.090 |
20,548 |
70,451 |
+39 |
Mar15 |
110113 |
96.060 |
96.185 |
96.030 |
96.170 |
+0.090 |
12,850 |
51,732 |
-275 |
Jun15 |
110113 |
4.120 |
4.255 |
4.100 |
4.240 |
+0.090 |
12,583 |
35,421 |
-439 |
Total Volume and Open Interest |
1,945,611 |
7,545,825 |
+38,957 |
30 Day Federal Funds(CBOT) |
Jan11 |
110113 |
99.827 |
99.832 |
99.827 |
99.827 |
unch |
892 |
73,875 |
-337 |
Feb11 |
110113 |
99.830 |
99.835 |
99.825 |
99.825 |
unch |
2,013 |
62,012 |
-1,299 |
Mar11 |
110113 |
99.830 |
99.835 |
99.825 |
99.830 |
+0.005 |
2,556 |
46,266 |
+272 |
Apr11 |
110113 |
99.835 |
99.840 |
99.830 |
99.835 |
+0.005 |
1,012 |
41,236 |
+8 |
May11 |
110113 |
99.835 |
99.840 |
99.830 |
99.835 |
+0.005 |
2,061 |
61,544 |
+259 |
Jun11 |
110113 |
99.830 |
99.840 |
99.825 |
99.830 |
+0.005 |
1,757 |
33,716 |
+401 |
Total Volume and Open Interest |
27,408 |
549,956 |
+91 |
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 |
110113 |
99.655 |
99.655 |
99.655 |
99.655 |
-0.005 |
0 |
1,161 |
+0 |
Jun11 |
110113 |
99.643 |
99.643 |
99.643 |
99.643 |
-0.005 |
0 |
175 |
+0 |
Sep11 |
110113 |
99.635 |
99.635 |
99.635 |
99.635 |
-0.005 |
|
|
|
Dec11 |
110113 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.005 |
0 |
75 |
+0 |
Mar12 |
110113 |
99.600 |
99.600 |
99.600 |
99.600 |
-0.005 |
|
|
|
Jun12 |
110113 |
99.645 |
99.645 |
99.645 |
99.645 |
-0.005 |
|
|
|
Sep12 |
110113 |
99.595 |
99.595 |
99.595 |
99.595 |
-0.005 |
|
|
|
Dec12 |
110113 |
99.500 |
99.500 |
99.500 |
99.500 |
-0.005 |
|
|
|
Mar13 |
110113 |
99.500 |
99.500 |
99.500 |
99.500 |
-0.005 |
|
|
|
Jun13 |
110113 |
99.455 |
99.455 |
99.455 |
99.455 |
-0.005 |
|
|
|
Total Volume and Open Interest |
0 |
1,411 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110113 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
200 |
2,676 |
+0 |
Jun11 |
110113 |
99.65 |
99.65 |
99.64 |
99.64 |
0.00 |
0 |
1,312 |
-75 |
Sep11 |
110113 |
99.64 |
99.64 |
99.63 |
99.64 |
0.00 |
0 |
847 |
-105 |
Dec11 |
110113 |
99.62 |
99.62 |
99.62 |
99.62 |
0.00 |
0 |
1,823 |
+0 |
Mar12 |
110113 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.01 |
0 |
305 |
+0 |
Jun12 |
110113 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
0 |
754 |
+0 |
Sep12 |
110113 |
99.60 |
99.60 |
99.60 |
99.60 |
0.00 |
0 |
310 |
+0 |
Dec12 |
110113 |
99.50 |
99.50 |
99.50 |
99.50 |
0.00 |
0 |
4 |
+0 |
Total Volume and Open Interest |
200 |
8,032 |
-180 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110113 |
139.90 |
140.08 |
139.89 |
140.06 |
-0.02 |
1,726 |
12,539 |
+377 |
Jun11 |
110113 |
137.97 |
137.97 |
137.97 |
137.97 |
-0.02 |
|
|
|
Sep11 |
110113 |
135.88 |
135.88 |
135.88 |
135.88 |
-0.02 |
|
|
|
Total Volume and Open Interest |
1,726 |
12,539 |
+377 |
Euro-Bund(EUREX) |
Mar11 |
110113 |
124.73 |
124.98 |
124.27 |
124.64 |
-0.05 |
1,161,761 |
1,586,138 |
+21,254 |
Jun11 |
110113 |
123.32 |
123.50 |
123.03 |
123.22 |
-0.04 |
16 |
608 |
+24 |
Sep11 |
110113 |
122.95 |
122.95 |
122.95 |
122.95 |
-0.05 |
|
|
|
Total Volume and Open Interest |
1,161,777 |
1,586,746 |
+21,278 |
Euro-Bobl(EUREX) |
Mar11 |
110113 |
118.34 |
118.47 |
117.84 |
118.01 |
-0.29 |
671,217 |
1,009,386 |
-7,898 |
Jun11 |
110113 |
116.91 |
116.91 |
116.50 |
116.57 |
-0.29 |
2 |
4,365 |
+508 |
Sep11 |
110113 |
116.57 |
116.57 |
116.57 |
116.57 |
-0.29 |
|
|
|
Total Volume and Open Interest |
671,219 |
1,013,751 |
-7,390 |
3-Mth Euribor(EUREX) |
Mar11 |
110113 |
98.925 |
98.925 |
98.875 |
98.875 |
-0.050 |
83 |
6,007 |
-2 |
Jun11 |
110113 |
98.790 |
98.790 |
98.720 |
98.720 |
-0.065 |
30 |
9,198 |
+0 |
Sep11 |
110113 |
98.650 |
98.650 |
98.530 |
98.560 |
-0.085 |
34 |
1,803 |
+33 |
Total Volume and Open Interest |
254 |
24,085 |
+42 |
Long Gilt(LIFFE) |
Mar11 |
110113 |
117~13 |
117~28 |
117~10 |
117~20 |
+0~09 |
127,835 |
242,752 |
+774 |
Jun11 |
110113 |
116~20 |
116~20 |
116~20 |
116~20 |
+0~09 |
|
|
|
Total Volume and Open Interest |
127,835 |
242,752 |
+774 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110113 |
99.10 |
99.13 |
99.09 |
99.10 |
+0.01 |
85,530 |
306,600 |
+7,331 |
Jun11 |
110113 |
98.89 |
98.94 |
98.87 |
98.90 |
+0.02 |
110,241 |
280,783 |
+12,403 |
Sep11 |
110113 |
98.66 |
98.72 |
98.64 |
98.69 |
+0.03 |
114,056 |
265,103 |
+11,107 |
Dec11 |
110113 |
98.41 |
98.48 |
98.40 |
98.45 |
+0.04 |
87,239 |
301,091 |
+6,265 |
Mar12 |
110113 |
98.16 |
98.22 |
98.15 |
98.20 |
+0.04 |
83,916 |
275,066 |
-524 |
Jun12 |
110113 |
97.88 |
97.96 |
97.88 |
97.94 |
+0.04 |
70,838 |
171,140 |
-5,230 |
Total Volume and Open Interest |
680,395 |
1,973,802 |
+28,961 |
3-Mth Euribor(LIFFE) |
Mar11 |
110113 |
98.920 |
98.930 |
98.850 |
98.875 |
-0.050 |
94,084 |
605,507 |
+6,761 |
Jun11 |
110113 |
98.785 |
98.795 |
98.685 |
98.720 |
-0.065 |
134,390 |
494,295 |
+4,064 |
Sep11 |
110113 |
98.645 |
98.660 |
98.510 |
98.565 |
-0.080 |
159,183 |
384,152 |
-7,718 |
Total Volume and Open Interest |
1,029,984 |
2,788,270 |
-3,785 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110113 |
95.01 |
95.02 |
94.98 |
95.00 |
-0.02 |
17,941 |
204,741 |
-13,698 |
Jun11 |
110113 |
94.95 |
94.95 |
94.88 |
94.92 |
-0.04 |
33,352 |
149,981 |
-957 |
Sep11 |
110113 |
94.85 |
94.85 |
94.74 |
94.79 |
-0.06 |
22,704 |
89,184 |
+1,025 |
Dec11 |
110113 |
94.72 |
94.72 |
94.64 |
94.66 |
-0.08 |
8,056 |
58,955 |
+699 |
Mar12 |
110113 |
94.61 |
94.62 |
94.56 |
94.59 |
-0.07 |
2,738 |
45,422 |
-36 |
Jun12 |
110113 |
94.56 |
94.57 |
94.51 |
94.54 |
-0.06 |
1,777 |
40,799 |
+281 |
Sep12 |
110113 |
94.54 |
94.54 |
94.46 |
94.49 |
-0.06 |
2,602 |
23,724 |
+1,087 |
Dec12 |
110113 |
94.45 |
94.48 |
94.41 |
94.43 |
-0.08 |
1,858 |
11,475 |
+883 |
Mar13 |
110113 |
94.37 |
94.38 |
94.37 |
94.38 |
-0.09 |
1 |
2,758 |
+0 |
Jun13 |
110113 |
94.32 |
94.33 |
94.32 |
94.33 |
-0.10 |
1 |
589 |
+1 |
Total Volume and Open Interest |
91,030 |
628,530 |
-10,715 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110113 |
94.47 |
94.47 |
94.38 |
94.42 |
-0.05 |
33,456 |
367,973 |
+235 |
Jun11 |
110113 |
94.42 |
94.42 |
94.42 |
94.42 |
-0.05 |
|
|
|
Total Volume and Open Interest |
33,456 |
367,973 |
+235 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110113 |
94.95 |
94.95 |
94.84 |
94.86 |
-0.10 |
191,040 |
506,880 |
+27,138 |
Jun11 |
110113 |
94.86 |
94.86 |
94.86 |
94.86 |
-0.10 |
|
|
|
Total Volume and Open Interest |
191,040 |
506,880 |
+27,138 |
Gold(CMX) |
Feb11 |
110113 |
1387.1 |
1392.9 |
1369.1 |
1387.0 |
+1.2 |
147,502 |
290,364 |
-7,223 |
Apr11 |
110113 |
1388.9 |
1394.7 |
1371.0 |
1388.9 |
+1.2 |
24,235 |
99,017 |
+6,464 |
Jun11 |
110113 |
1390.4 |
1396.1 |
1373.3 |
1391.0 |
+1.2 |
3,769 |
35,913 |
+1,119 |
Aug11 |
110113 |
1391.7 |
1397.5 |
1378.0 |
1393.0 |
+1.2 |
599 |
17,563 |
+140 |
Oct11 |
110113 |
1398.9 |
1398.9 |
1387.5 |
1395.0 |
+1.2 |
79 |
10,889 |
+1 |
Dec11 |
110113 |
1396.8 |
1402.1 |
1379.1 |
1397.1 |
+1.2 |
2,505 |
24,643 |
+1,285 |
Feb12 |
110113 |
1399.5 |
1399.5 |
1399.5 |
1399.5 |
+1.1 |
2,357 |
7,969 |
+376 |
Apr12 |
110113 |
1402.2 |
1402.2 |
1402.2 |
1402.2 |
+1.1 |
200 |
6,883 |
+0 |
Jun12 |
110113 |
1405.2 |
1405.2 |
1405.2 |
1405.2 |
+1.0 |
757 |
12,783 |
+80 |
Aug12 |
110113 |
1408.5 |
1408.5 |
1408.5 |
1408.5 |
+0.8 |
540 |
7,006 |
+100 |
Oct12 |
110113 |
1412.2 |
1412.2 |
1412.2 |
1412.2 |
+0.7 |
25 |
4,385 |
+25 |
Dec12 |
110113 |
1416.4 |
1416.4 |
1400.0 |
1416.4 |
+0.6 |
3,585 |
13,745 |
-1,843 |
Total Volume and Open Interest |
192,602 |
589,368 |
+1,189 |
Silver(CMX) |
Mar11 |
110113 |
2969.5 |
2981.0 |
2852.5 |
2926.3 |
-28.2 |
47,047 |
74,309 |
+746 |
May11 |
110113 |
2976.0 |
2984.5 |
2860.0 |
2930.9 |
-28.4 |
608 |
14,748 |
-222 |
Jul11 |
110113 |
2959.5 |
2980.5 |
2885.0 |
2935.3 |
-28.4 |
936 |
9,578 |
-285 |
Sep11 |
110113 |
2950.0 |
2950.0 |
2917.0 |
2939.4 |
-28.4 |
18 |
6,799 |
-1 |
Dec11 |
110113 |
2950.0 |
2960.0 |
2873.5 |
2945.5 |
-28.7 |
608 |
13,189 |
+345 |
Mar12 |
110113 |
2898.5 |
2950.9 |
2898.5 |
2950.9 |
-28.9 |
0 |
579 |
+0 |
May12 |
110113 |
2954.6 |
2954.6 |
2954.6 |
2954.6 |
-29.0 |
0 |
540 |
+0 |
Total Volume and Open Interest |
49,534 |
137,059 |
+728 |
Platinum(NYMEX) |
Jan11 |
110113 |
1816.7 |
1818.6 |
1815.5 |
1818.6 |
+20.7 |
123 |
355 |
-2 |
Apr11 |
110113 |
1804.9 |
1833.0 |
1794.5 |
1821.2 |
+20.1 |
9,553 |
38,595 |
+834 |
Jul11 |
110113 |
1824.5 |
1824.5 |
1824.3 |
1824.3 |
+20.5 |
116 |
934 |
+106 |
Oct11 |
110113 |
1826.3 |
1826.3 |
1826.3 |
1826.3 |
+19.5 |
4 |
23 |
+4 |
Total Volume and Open Interest |
9,816 |
39,928 |
+955 |
Palladium(NYMEX) |
Mar11 |
110113 |
811.05 |
825.10 |
805.00 |
813.45 |
+6.70 |
3,549 |
21,923 |
+490 |
Jun11 |
110113 |
810.35 |
822.95 |
808.90 |
814.70 |
+6.85 |
80 |
767 |
+29 |
Sep11 |
110113 |
823.25 |
823.25 |
815.30 |
815.30 |
+6.85 |
1 |
14 |
+1 |
Total Volume and Open Interest |
3,631 |
22,707 |
+519 |
Copper(CMX) |
Mar11 |
110113 |
441.70 |
442.55 |
434.25 |
437.70 |
-3.45 |
29,195 |
113,322 |
-1,548 |
May11 |
110113 |
441.50 |
442.00 |
434.80 |
438.00 |
-3.15 |
2,060 |
26,443 |
-519 |
Jul11 |
110113 |
439.00 |
439.00 |
435.60 |
437.70 |
-2.90 |
925 |
9,863 |
+600 |
Sep11 |
110113 |
438.20 |
438.20 |
436.95 |
437.20 |
-2.60 |
481 |
5,139 |
-189 |
Dec11 |
110113 |
437.00 |
437.00 |
433.45 |
435.65 |
-2.25 |
520 |
3,841 |
+285 |
Total Volume and Open Interest |
33,693 |
164,245 |
-1,243 |
DJIA Index(CBOT) |
Mar11 |
110113 |
11701 |
11712 |
11645 |
11683 |
-25 |
265 |
9,479 |
+38 |
Jun11 |
110113 |
11621 |
11648 |
11621 |
11621 |
-27 |
|
|
|
Sep11 |
110113 |
11563 |
11588 |
11563 |
11563 |
-25 |
|
|
|
Dec11 |
110113 |
11508 |
11533 |
11508 |
11508 |
-25 |
|
|
|
Total Volume and Open Interest |
265 |
9,479 |
+38 |
S & P 500(CME) |
Mar11 |
110113 |
1283.00 |
1284.50 |
1276.50 |
1281.30 |
-2.10 |
14,418 |
281,636 |
+1,798 |
Jun11 |
110113 |
1276.30 |
1278.90 |
1271.90 |
1276.30 |
-2.10 |
486 |
4,212 |
-50 |
Sep11 |
110113 |
1271.40 |
1274.10 |
1267.10 |
1271.40 |
-2.20 |
1,250 |
2,791 |
+690 |
Dec11 |
110113 |
1266.80 |
1269.50 |
1262.50 |
1266.80 |
-2.20 |
0 |
550 |
+0 |
Total Volume and Open Interest |
16,154 |
289,189 |
+2,438 |
S & P 500 E-Mini(Globex) |
Mar11 |
110113 |
1283.25 |
1284.50 |
1276.25 |
1281.25 |
-2.25 |
1,604,117 |
2,557,791 |
+29,987 |
Jun11 |
110113 |
1278.25 |
1278.75 |
1272.00 |
1276.25 |
-2.25 |
1,719 |
6,707 |
+1,064 |
Total Volume and Open Interest |
1,605,950 |
2,564,727 |
+31,153 |
NASDAQ 100(CME) |
Mar11 |
110113 |
2304.50 |
2310.00 |
2297.50 |
2302.80 |
-1.70 |
1,198 |
13,109 |
-50 |
Jun11 |
110113 |
2299.80 |
2307.00 |
2298.50 |
2299.80 |
-1.70 |
|
|
|
Sep11 |
110113 |
2297.30 |
2299.00 |
2297.30 |
2297.30 |
-1.70 |
|
|
|
Total Volume and Open Interest |
1,198 |
13,109 |
-50 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110113 |
2304.80 |
2309.50 |
2296.80 |
2302.80 |
-1.70 |
176,801 |
357,552 |
+3,864 |
Jun11 |
110113 |
2301.80 |
2304.80 |
2298.30 |
2299.80 |
-1.70 |
170 |
742 |
+5 |
Total Volume and Open Interest |
176,971 |
358,300 |
+3,869 |
S & P Midcap 400(CME) |
Mar11 |
110113 |
921.50 |
927.00 |
919.50 |
923.10 |
-1.00 |
191 |
1,867 |
+187 |
Jun11 |
110113 |
920.60 |
921.60 |
920.60 |
920.60 |
-1.00 |
|
|
|
Sep11 |
110113 |
919.40 |
920.00 |
919.40 |
919.40 |
-0.60 |
|
|
|
Total Volume and Open Interest |
191 |
1,867 |
+187 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110113 |
10635 |
10655 |
10580 |
10590 |
-30 |
8,858 |
40,638 |
+1,039 |
Jun11 |
110113 |
10570 |
10600 |
10570 |
10570 |
-30 |
0 |
4 |
+0 |
Total Volume and Open Interest |
8,858 |
40,642 |
+1,039 |
Nikkei 225(SGX) |
Mar11 |
110113 |
10535 |
10635 |
10520 |
10570 |
+40 |
81,299 |
225,703 |
+10,908 |
Jun11 |
110113 |
10500 |
10535 |
10495 |
10495 |
+35 |
167 |
2,850 |
+7 |
Sep11 |
110113 |
10495 |
10495 |
10495 |
10495 |
+35 |
|
|
|
Total Volume and Open Interest |
83,150 |
250,204 |
+15,136 |
CAC 40(EURONEXT) |
Jan11 |
110113 |
3951.5 |
3979.5 |
3944.0 |
3977.0 |
+29.5 |
142,186 |
365,220 |
+5,507 |
Feb11 |
110113 |
3961.0 |
3978.5 |
3945.5 |
3978.5 |
+30.0 |
751 |
9,599 |
+724 |
Mar11 |
110113 |
3954.5 |
3980.0 |
3950.0 |
3980.0 |
+29.0 |
315 |
42,765 |
+44 |
Total Volume and Open Interest |
143,253 |
417,626 |
+6,275 |
Hang Seng Index(HKFE) |
Jan11 |
110113 |
24327 |
24385 |
24233 |
24265 |
+42 |
74,898 |
99,359 |
-657 |
Feb11 |
110113 |
24467 |
24467 |
24240 |
24271 |
+46 |
763 |
1,911 |
+162 |
Mar11 |
110113 |
24350 |
24350 |
24195 |
24221 |
+56 |
256 |
6,258 |
+277 |
Total Volume and Open Interest |
76,014 |
108,809 |
-200 |
DAX(EUREX) |
Mar11 |
110113 |
7094.5 |
7098.0 |
7045.5 |
7076.0 |
-1.5 |
142,601 |
239,624 |
-11,311 |
Jun11 |
110113 |
7110.5 |
7114.0 |
7070.0 |
7097.0 |
-1.5 |
343 |
10,725 |
-132 |
Sep11 |
110113 |
7116.0 |
7116.0 |
7109.0 |
7116.0 |
-0.5 |
59 |
79 |
+23 |
Total Volume and Open Interest |
143,003 |
250,428 |
-11,420 |
FT-SE 100(EURONEXT) |
Mar11 |
110113 |
6003.50 |
6016.50 |
5963.50 |
5977.00 |
-25.50 |
109,113 |
641,762 |
-3,789 |
Jun11 |
110113 |
5970.00 |
5971.00 |
5934.00 |
5934.00 |
-25.50 |
0 |
1,466 |
+0 |
Sep11 |
110113 |
5916.00 |
5916.50 |
5902.50 |
5902.50 |
-25.50 |
21 |
69 |
+1 |
Total Volume and Open Interest |
109,134 |
643,297 |
-3,788 |
SPI 200(SFE) |
Mar11 |
110113 |
4711.0 |
4788.0 |
4707.0 |
4785.0 |
+71.0 |
28,853 |
201,493 |
+3,202 |
Jun11 |
110113 |
4738.0 |
4807.0 |
4738.0 |
4807.0 |
+71.0 |
2 |
3,074 |
+2 |
Sep11 |
110113 |
4798.0 |
4798.0 |
4798.0 |
4798.0 |
+71.0 |
0 |
1,826 |
+0 |
Total Volume and Open Interest |
29,354 |
208,881 |
+3,675 |
GSCI(CME) |
Jan11 |
110113 |
636.85 |
641.20 |
635.75 |
636.85 |
-2.05 |
3,089 |
4,817 |
-2,822 |
Feb11 |
110113 |
641.00 |
645.30 |
639.00 |
641.00 |
-2.00 |
3,092 |
10,508 |
+2,834 |
Mar11 |
110113 |
644.50 |
648.00 |
643.25 |
644.50 |
-2.50 |
2 |
0 |
+0 |
Total Volume and Open Interest |
6,183 |
15,325 |
+12 |
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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