|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri January 14, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110114 |
1418.50 |
1429.50 |
1405.00 |
1422.50 |
+6.50 |
114,472 |
295,976 |
-543 |
May11 |
110114 |
1427.25 |
1433.00 |
1414.75 |
1431.25 |
+5.75 |
31,909 |
97,876 |
+2,587 |
Jul11 |
110114 |
1430.75 |
1441.00 |
1418.50 |
1434.75 |
+5.25 |
28,041 |
87,810 |
+4,411 |
Aug11 |
110114 |
1390.00 |
1404.00 |
1390.00 |
1404.00 |
+6.00 |
850 |
2,764 |
+100 |
Sep11 |
110114 |
1359.00 |
1362.25 |
1347.25 |
1362.25 |
+9.00 |
803 |
3,518 |
+114 |
Nov11 |
110114 |
1312.00 |
1325.00 |
1306.00 |
1323.25 |
+10.75 |
18,663 |
126,231 |
+5,076 |
Jan12 |
110114 |
1313.00 |
1326.00 |
1308.75 |
1326.00 |
+12.50 |
510 |
11,044 |
+62 |
Total Volume and Open Interest |
197,630 |
642,516 |
+10,921 |
Soybean Meal(CBOT) |
Mar11 |
110114 |
382.50 |
388.50 |
379.60 |
388.10 |
+4.50 |
34,797 |
96,121 |
+684 |
May11 |
110114 |
385.60 |
390.40 |
382.10 |
390.40 |
+4.10 |
13,027 |
33,818 |
+749 |
Jul11 |
110114 |
386.00 |
390.60 |
382.50 |
390.60 |
+4.10 |
12,932 |
34,102 |
+2,793 |
Aug11 |
110114 |
374.40 |
379.50 |
373.20 |
379.50 |
+4.30 |
469 |
6,911 |
+20 |
Sep11 |
110114 |
359.00 |
366.50 |
358.70 |
366.50 |
+5.30 |
745 |
6,097 |
+111 |
Oct11 |
110114 |
341.50 |
349.20 |
341.30 |
349.20 |
+6.10 |
650 |
5,635 |
-60 |
Dec11 |
110114 |
338.90 |
346.80 |
337.70 |
346.80 |
+6.40 |
3,030 |
18,749 |
-250 |
Jan12 |
110114 |
346.90 |
346.90 |
340.30 |
346.90 |
+6.60 |
55 |
1,180 |
+2 |
Total Volume and Open Interest |
66,183 |
205,000 |
+3,807 |
Soybean Oil(CBOT) |
Mar11 |
110114 |
57.82 |
57.82 |
56.66 |
57.27 |
-0.44 |
47,895 |
204,670 |
-2,230 |
May11 |
110114 |
58.17 |
58.23 |
57.17 |
57.76 |
-0.43 |
14,003 |
59,049 |
-215 |
Jul11 |
110114 |
58.50 |
58.50 |
57.53 |
58.08 |
-0.43 |
15,416 |
58,686 |
+1,898 |
Aug11 |
110114 |
58.20 |
58.20 |
57.75 |
58.10 |
-0.41 |
1,234 |
6,561 |
+161 |
Sep11 |
110114 |
57.95 |
58.20 |
57.79 |
58.10 |
-0.36 |
1,029 |
7,670 |
+171 |
Oct11 |
110114 |
58.16 |
58.21 |
57.45 |
57.88 |
-0.33 |
456 |
8,705 |
+70 |
Dec11 |
110114 |
58.26 |
58.26 |
57.36 |
57.88 |
-0.28 |
3,353 |
26,999 |
-822 |
Jan12 |
110114 |
57.88 |
58.21 |
57.88 |
57.88 |
-0.33 |
0 |
348 |
+0 |
Total Volume and Open Interest |
85,789 |
375,328 |
-773 |
Canola(WCE) |
Jan11 |
110114 |
584.0 |
584.0 |
582.7 |
582.7 |
-6.6 |
8 |
4 |
+4 |
Mar11 |
110114 |
598.9 |
598.9 |
589.5 |
592.7 |
-3.1 |
10,866 |
120,971 |
-1,063 |
May11 |
110114 |
605.0 |
606.6 |
597.0 |
600.2 |
-3.4 |
3,983 |
23,173 |
+2,391 |
Jul11 |
110114 |
605.9 |
608.5 |
599.7 |
603.2 |
-2.4 |
1,408 |
18,661 |
+398 |
Nov11 |
110114 |
551.4 |
553.0 |
549.0 |
550.2 |
-1.8 |
2,349 |
41,279 |
+356 |
Total Volume and Open Interest |
18,897 |
207,668 |
+2,053 |
Corn(CBOT) |
Mar11 |
110114 |
645.00 |
652.00 |
636.25 |
648.75 |
+6.25 |
199,502 |
683,455 |
-13,166 |
May11 |
110114 |
654.00 |
658.75 |
645.25 |
658.00 |
+6.50 |
59,491 |
252,502 |
+13,732 |
Jul11 |
110114 |
658.50 |
665.00 |
650.00 |
662.25 |
+5.75 |
54,385 |
232,570 |
+2,626 |
Sep11 |
110114 |
608.00 |
609.75 |
600.75 |
609.50 |
+1.50 |
8,465 |
49,923 |
+1,216 |
Dec11 |
110114 |
570.50 |
572.00 |
565.00 |
571.25 |
+0.75 |
41,057 |
293,644 |
+5,434 |
Mar12 |
110114 |
578.00 |
579.25 |
572.50 |
579.25 |
+1.00 |
2,405 |
27,843 |
+555 |
Total Volume and Open Interest |
367,760 |
1,588,975 |
+10,530 |
Wheat(CBOT) |
Mar11 |
110114 |
784.25 |
784.75 |
763.00 |
773.25 |
-10.25 |
52,198 |
216,065 |
+1,899 |
May11 |
110114 |
812.75 |
812.75 |
792.75 |
803.00 |
-9.25 |
16,632 |
70,650 |
+653 |
Jul11 |
110114 |
837.25 |
837.50 |
819.00 |
827.75 |
-9.75 |
10,143 |
115,134 |
-4 |
Sep11 |
110114 |
856.00 |
856.00 |
838.50 |
846.75 |
-11.00 |
2,037 |
21,893 |
+277 |
Dec11 |
110114 |
874.25 |
875.75 |
857.25 |
865.25 |
-11.00 |
4,796 |
62,432 |
+327 |
Total Volume and Open Interest |
86,337 |
502,104 |
+3,300 |
Wheat(KCBT) |
Mar11 |
110114 |
867.75 |
868.00 |
850.75 |
860.00 |
-8.50 |
15,146 |
92,963 |
-2,252 |
May11 |
110114 |
875.75 |
876.75 |
862.00 |
870.75 |
-8.50 |
3,456 |
41,010 |
+586 |
Jul11 |
110114 |
886.00 |
887.00 |
870.00 |
879.25 |
-9.00 |
4,892 |
56,925 |
+1,163 |
Sep11 |
110114 |
895.00 |
895.00 |
883.25 |
892.00 |
-8.75 |
1,652 |
14,310 |
+245 |
Dec11 |
110114 |
910.00 |
910.00 |
894.75 |
902.75 |
-10.00 |
1,361 |
11,712 |
+562 |
Total Volume and Open Interest |
26,849 |
219,465 |
+472 |
Wheat(MGE) |
Mar11 |
110114 |
894.00 |
894.25 |
878.75 |
890.25 |
-3.50 |
3,566 |
22,376 |
-272 |
May11 |
110114 |
902.00 |
902.75 |
888.25 |
899.25 |
-3.50 |
1,474 |
14,043 |
-120 |
Jul11 |
110114 |
908.25 |
908.25 |
895.00 |
905.50 |
-2.75 |
627 |
10,203 |
-137 |
Sep11 |
110114 |
902.75 |
907.00 |
893.75 |
901.00 |
-7.00 |
393 |
10,199 |
+129 |
Dec11 |
110114 |
914.00 |
914.75 |
900.25 |
909.75 |
-5.75 |
705 |
8,947 |
+114 |
Total Volume and Open Interest |
6,857 |
67,340 |
-242 |
Oats(CBOT) |
Mar11 |
110114 |
396.50 |
396.50 |
387.00 |
392.00 |
-4.50 |
512 |
9,592 |
-32 |
May11 |
110114 |
394.00 |
401.25 |
392.75 |
398.50 |
-2.75 |
134 |
981 |
+20 |
Jul11 |
110114 |
396.50 |
401.25 |
393.50 |
400.00 |
-1.25 |
45 |
502 |
+10 |
Sep11 |
110114 |
364.00 |
364.50 |
364.00 |
364.00 |
-0.50 |
29 |
105 |
+26 |
Total Volume and Open Interest |
782 |
12,363 |
+26 |
Rough Rice(CBOT) |
Jan11 |
110114 |
13.69 |
13.69 |
13.69 |
13.69 |
+0.05 |
1 |
9 |
-8 |
Mar11 |
110114 |
13.85 |
14.05 |
13.85 |
14.01 |
+0.16 |
801 |
13,618 |
-112 |
May11 |
110114 |
14.20 |
14.31 |
14.12 |
14.30 |
+0.17 |
156 |
1,838 |
+59 |
Jul11 |
110114 |
14.51 |
14.59 |
14.41 |
14.59 |
+0.18 |
54 |
1,366 |
+27 |
Total Volume and Open Interest |
1,207 |
18,062 |
-47 |
Live Cattle(CME) |
Feb11 |
110114 |
109.900 |
109.980 |
109.050 |
109.385 |
-0.515 |
39,495 |
81,519 |
-10,999 |
Apr11 |
110114 |
114.300 |
114.450 |
113.700 |
113.750 |
-0.700 |
35,244 |
140,234 |
+15,434 |
Jun11 |
110114 |
112.200 |
112.800 |
111.750 |
112.300 |
-0.235 |
9,935 |
66,711 |
+1,991 |
Aug11 |
110114 |
112.850 |
113.180 |
112.300 |
112.785 |
-0.315 |
3,130 |
22,553 |
+690 |
Oct11 |
110114 |
115.180 |
115.785 |
114.900 |
115.450 |
-0.250 |
2,573 |
13,989 |
+505 |
Dec11 |
110114 |
116.000 |
116.700 |
115.600 |
116.600 |
-0.150 |
2,385 |
11,781 |
+1,476 |
Total Volume and Open Interest |
93,075 |
339,097 |
+9,351 |
Feeder Cattle(CME) |
Jan11 |
110114 |
125.600 |
125.600 |
124.750 |
125.600 |
+0.700 |
397 |
3,380 |
-118 |
Mar11 |
110114 |
126.650 |
127.450 |
126.450 |
127.300 |
+0.400 |
2,878 |
25,146 |
+517 |
Apr11 |
110114 |
127.250 |
127.950 |
127.150 |
127.750 |
+0.100 |
629 |
6,327 |
+125 |
May11 |
110114 |
127.500 |
128.150 |
127.330 |
128.130 |
+0.200 |
834 |
7,623 |
+289 |
Aug11 |
110114 |
128.400 |
128.400 |
127.900 |
128.400 |
-0.050 |
512 |
8,225 |
+333 |
Sep11 |
110114 |
128.100 |
128.100 |
127.700 |
128.100 |
+0.100 |
86 |
1,025 |
+41 |
Oct11 |
110114 |
127.050 |
127.750 |
127.050 |
127.750 |
+0.150 |
35 |
351 |
+15 |
Total Volume and Open Interest |
5,411 |
52,298 |
+1,220 |
Lean Hogs(CME) |
Feb11 |
110114 |
80.400 |
80.600 |
79.050 |
79.535 |
-0.765 |
27,124 |
40,685 |
-6,761 |
Apr11 |
110114 |
86.730 |
86.800 |
85.050 |
85.285 |
-1.015 |
24,142 |
84,616 |
+7,306 |
May11 |
110114 |
93.730 |
93.730 |
92.700 |
92.980 |
-0.420 |
266 |
2,001 |
-15 |
Jun11 |
110114 |
95.950 |
96.200 |
94.885 |
95.480 |
-0.470 |
5,833 |
44,765 |
+1,125 |
Jul11 |
110114 |
95.150 |
95.150 |
94.000 |
94.430 |
-0.720 |
1,986 |
12,399 |
+186 |
Aug11 |
110114 |
93.750 |
93.950 |
93.000 |
93.580 |
-0.170 |
1,402 |
13,699 |
-67 |
Oct11 |
110114 |
83.950 |
83.950 |
83.180 |
83.650 |
-0.385 |
613 |
12,431 |
+96 |
Dec11 |
110114 |
80.000 |
80.000 |
79.500 |
79.850 |
-0.150 |
503 |
4,417 |
+122 |
Total Volume and Open Interest |
62,159 |
216,659 |
+2,181 |
Class III Milk(CME) |
Jan11 |
110114 |
13.54 |
13.55 |
13.47 |
13.51 |
-0.04 |
133 |
5,594 |
+29 |
Feb11 |
110114 |
14.98 |
15.20 |
14.92 |
15.00 |
+0.09 |
175 |
5,481 |
+6 |
Mar11 |
110114 |
14.98 |
15.18 |
14.97 |
15.13 |
+0.21 |
262 |
4,383 |
+60 |
Apr11 |
110114 |
15.38 |
15.48 |
15.30 |
15.45 |
+0.13 |
160 |
2,933 |
-31 |
May11 |
110114 |
15.50 |
15.68 |
15.47 |
15.65 |
+0.18 |
84 |
2,744 |
+51 |
Total Volume and Open Interest |
1,181 |
32,669 |
+293 |
Cocoa(ICE) |
Mar11 |
110114 |
2970 |
3050 |
2938 |
3019 |
+67 |
6,906 |
66,093 |
-422 |
May11 |
110114 |
2992 |
3073 |
2962 |
3041 |
+65 |
2,520 |
25,206 |
-67 |
Jul11 |
110114 |
3007 |
3086 |
2985 |
3056 |
+62 |
961 |
13,301 |
-193 |
Sep11 |
110114 |
3028 |
3101 |
3000 |
3074 |
+59 |
234 |
8,590 |
-14 |
Dec11 |
110114 |
3028 |
3117 |
3027 |
3093 |
+54 |
996 |
13,788 |
+245 |
Mar12 |
110114 |
3095 |
3163 |
3095 |
3154 |
+59 |
46 |
10,835 |
+4 |
May12 |
110114 |
3125 |
3154 |
3122 |
3147 |
+58 |
10 |
4,618 |
+0 |
Total Volume and Open Interest |
11,680 |
144,408 |
-454 |
Coffee "C"(ICE) |
Mar11 |
110114 |
238.00 |
239.15 |
231.55 |
234.60 |
-2.90 |
13,185 |
82,746 |
-3,360 |
May11 |
110114 |
239.15 |
240.70 |
233.30 |
236.30 |
-2.85 |
5,347 |
28,042 |
-185 |
Jul11 |
110114 |
240.05 |
241.70 |
235.00 |
237.45 |
-2.80 |
2,144 |
13,121 |
+99 |
Sep11 |
110114 |
239.05 |
239.35 |
233.80 |
235.90 |
-2.25 |
390 |
5,194 |
+159 |
Dec11 |
110114 |
234.50 |
234.50 |
230.10 |
232.55 |
-1.05 |
124 |
7,891 |
+39 |
Mar12 |
110114 |
225.95 |
227.45 |
225.00 |
227.45 |
-1.40 |
103 |
879 |
+54 |
Total Volume and Open Interest |
21,388 |
138,642 |
-3,121 |
Orange Juice(ICE) |
Mar11 |
110114 |
172.50 |
175.50 |
171.60 |
173.05 |
+0.55 |
1,509 |
21,882 |
-101 |
May11 |
110114 |
171.70 |
174.00 |
171.70 |
172.50 |
+0.50 |
301 |
6,083 |
+114 |
Jul11 |
110114 |
171.70 |
172.80 |
171.70 |
172.60 |
+0.20 |
27 |
2,574 |
+17 |
Sep11 |
110114 |
172.20 |
172.20 |
172.20 |
172.20 |
-0.30 |
2 |
495 |
+0 |
Nov11 |
110114 |
173.10 |
173.10 |
172.70 |
172.70 |
+0.15 |
0 |
554 |
+0 |
Jan12 |
110114 |
172.20 |
172.20 |
172.20 |
172.20 |
-0.35 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,839 |
31,612 |
+30 |
Sugar #11(ICE) |
Mar11 |
110114 |
32.20 |
32.25 |
30.35 |
30.89 |
-1.17 |
43,329 |
220,387 |
-3,220 |
May11 |
110114 |
30.00 |
30.00 |
28.40 |
28.93 |
-0.92 |
18,376 |
115,935 |
+308 |
Jul11 |
110114 |
27.55 |
27.55 |
26.35 |
26.85 |
-0.65 |
13,111 |
120,251 |
+1,999 |
Oct11 |
110114 |
25.70 |
25.73 |
24.82 |
25.33 |
-0.36 |
5,944 |
63,556 |
+169 |
Mar12 |
110114 |
24.66 |
24.85 |
24.19 |
24.59 |
-0.20 |
2,865 |
46,035 |
-204 |
Total Volume and Open Interest |
84,707 |
615,423 |
-943 |
London Cocoa(LCE) |
Mar11 |
110114 |
1970 |
2011 |
1954 |
2006 |
+42 |
5,350 |
59,018 |
+144 |
May11 |
110114 |
1971 |
2014 |
1956 |
2007 |
+40 |
2,869 |
24,445 |
-657 |
Jul11 |
110114 |
1976 |
2023 |
1969 |
2015 |
+35 |
748 |
28,051 |
+49 |
Sep11 |
110114 |
1976 |
2025 |
1975 |
2017 |
+31 |
2,354 |
18,474 |
+492 |
Dec11 |
110114 |
1987 |
2033 |
1987 |
2026 |
+27 |
259 |
23,889 |
+99 |
Mar12 |
110114 |
2014 |
2046 |
2014 |
2035 |
+28 |
14 |
19,902 |
-12 |
May12 |
110114 |
2021 |
2050 |
2021 |
2041 |
+31 |
0 |
3,943 |
+0 |
Total Volume and Open Interest |
12,706 |
184,164 |
+115 |
London Sugar(LCE) |
Mar11 |
110114 |
795.00 |
795.20 |
760.10 |
773.00 |
-14.40 |
3,061 |
22,731 |
-440 |
May11 |
110114 |
764.50 |
765.70 |
732.40 |
739.90 |
-19.00 |
2,421 |
11,898 |
+484 |
Aug11 |
110114 |
718.20 |
718.20 |
691.40 |
702.00 |
-10.40 |
637 |
8,397 |
+170 |
Oct11 |
110114 |
669.00 |
669.00 |
652.10 |
662.80 |
-4.20 |
174 |
2,689 |
-31 |
Dec11 |
110114 |
643.20 |
646.70 |
634.60 |
641.30 |
-1.50 |
16 |
1,015 |
+0 |
Total Volume and Open Interest |
6,309 |
47,470 |
+183 |
Cotton(ICE) |
Mar11 |
110114 |
144.00 |
145.95 |
141.19 |
141.44 |
-2.62 |
14,650 |
90,507 |
-1,660 |
May11 |
110114 |
139.50 |
140.90 |
136.06 |
136.37 |
-3.09 |
4,080 |
25,175 |
+351 |
Jul11 |
110114 |
132.60 |
134.18 |
129.62 |
129.93 |
-3.17 |
2,975 |
33,493 |
+63 |
Oct11 |
110114 |
113.15 |
113.50 |
111.88 |
111.88 |
-3.12 |
2 |
173 |
+2 |
Dec11 |
110114 |
102.10 |
103.45 |
99.01 |
99.29 |
-3.09 |
3,164 |
48,342 |
-703 |
Mar12 |
110114 |
96.00 |
96.00 |
94.01 |
94.01 |
-2.74 |
224 |
1,860 |
+202 |
Total Volume and Open Interest |
25,095 |
201,508 |
-1,745 |
Lumber(CME) |
Jan11 |
110114 |
289.9 |
291.2 |
286.0 |
288.0 |
+3.0 |
146 |
198 |
-49 |
Mar11 |
110114 |
307.0 |
308.0 |
302.1 |
302.1 |
-2.1 |
291 |
6,956 |
-8 |
May11 |
110114 |
320.6 |
321.0 |
317.6 |
321.0 |
-1.0 |
44 |
2,787 |
+5 |
Jul11 |
110114 |
326.0 |
326.8 |
324.0 |
326.8 |
-0.2 |
19 |
1,098 |
+7 |
Total Volume and Open Interest |
500 |
11,225 |
-45 |
Crude Oil(NYM) |
Feb11 |
110114 |
90.99 |
91.69 |
90.10 |
91.54 |
+0.14 |
358,898 |
129,665 |
-39,552 |
Mar11 |
110114 |
92.07 |
92.67 |
91.17 |
92.57 |
+0.27 |
232,416 |
362,639 |
+29,638 |
Apr11 |
110114 |
93.09 |
93.65 |
92.28 |
93.56 |
+0.35 |
113,337 |
109,429 |
-1,683 |
May11 |
110114 |
94.26 |
94.50 |
93.23 |
94.43 |
+0.43 |
69,548 |
88,538 |
+5,516 |
Jun11 |
110114 |
94.90 |
95.12 |
93.90 |
95.08 |
+0.48 |
61,976 |
106,759 |
+1,560 |
Jul11 |
110114 |
95.17 |
95.63 |
94.45 |
95.56 |
+0.50 |
20,520 |
61,684 |
+1,853 |
Aug11 |
110114 |
95.59 |
95.88 |
94.94 |
95.88 |
+0.50 |
10,082 |
30,539 |
+885 |
Sep11 |
110114 |
95.20 |
96.13 |
95.18 |
96.13 |
+0.51 |
8,496 |
30,555 |
-314 |
Oct11 |
110114 |
96.08 |
96.33 |
95.65 |
96.33 |
+0.52 |
3,140 |
19,761 |
+665 |
Nov11 |
110114 |
96.24 |
96.50 |
95.82 |
96.50 |
+0.55 |
2,130 |
20,001 |
+169 |
Dec11 |
110114 |
96.44 |
96.74 |
95.56 |
96.64 |
+0.57 |
35,149 |
161,938 |
+2,550 |
Jan12 |
110114 |
96.39 |
96.66 |
95.66 |
96.66 |
+0.57 |
1,048 |
29,939 |
+301 |
Feb12 |
110114 |
96.64 |
96.64 |
96.64 |
96.64 |
+0.58 |
266 |
8,590 |
+149 |
Mar12 |
110114 |
96.50 |
96.61 |
96.50 |
96.61 |
+0.59 |
147 |
12,384 |
+94 |
Apr12 |
110114 |
96.57 |
96.57 |
96.57 |
96.57 |
+0.59 |
43 |
4,957 |
+19 |
May12 |
110114 |
96.54 |
96.54 |
96.54 |
96.54 |
+0.60 |
574 |
6,345 |
+303 |
Total Volume and Open Interest |
940,851 |
1,518,654 |
+1,962 |
e-miNY Crude Oil(NYM) |
Jan11 |
101217 |
87.925 |
88.500 |
87.025 |
88.025 |
+0.325 |
5,348 |
3,079 |
-457 |
Feb11 |
110114 |
91.000 |
91.675 |
90.100 |
91.550 |
+0.150 |
8,411 |
3,037 |
-314 |
Mar11 |
110114 |
92.150 |
92.675 |
91.150 |
92.575 |
+0.275 |
2,440 |
4,538 |
+308 |
Apr11 |
110114 |
93.050 |
93.600 |
92.300 |
93.550 |
+0.350 |
111 |
678 |
+44 |
May11 |
110114 |
94.425 |
94.425 |
94.425 |
94.425 |
+0.425 |
7 |
52 |
-4 |
Jun11 |
110114 |
95.075 |
95.075 |
95.075 |
95.075 |
+0.475 |
2 |
54 |
+0 |
Jul11 |
110114 |
95.550 |
95.550 |
95.550 |
95.550 |
+0.500 |
0 |
13 |
+0 |
Aug11 |
110114 |
95.875 |
95.875 |
95.875 |
95.875 |
+0.500 |
1 |
11 |
+1 |
Sep11 |
110114 |
96.125 |
96.125 |
96.125 |
96.125 |
+0.500 |
0 |
6 |
+0 |
Oct11 |
110114 |
96.325 |
96.325 |
96.325 |
96.325 |
+0.525 |
1 |
42 |
+1 |
Total Volume and Open Interest |
10,974 |
8,711 |
+37 |
Heating Oil(NYM) |
Feb11 |
110114 |
262.08 |
264.64 |
259.59 |
264.52 |
+3.61 |
50,144 |
75,263 |
-6,441 |
Mar11 |
110114 |
262.47 |
264.95 |
260.31 |
264.86 |
+3.55 |
35,807 |
75,561 |
+5,425 |
Apr11 |
110114 |
261.69 |
264.20 |
259.80 |
264.11 |
+3.35 |
15,951 |
34,309 |
+1,993 |
May11 |
110114 |
260.80 |
263.49 |
260.45 |
263.47 |
+3.11 |
6,620 |
21,711 |
+421 |
Jun11 |
110114 |
261.50 |
263.63 |
260.58 |
263.53 |
+2.95 |
11,716 |
32,692 |
+971 |
Jul11 |
110114 |
261.62 |
264.70 |
261.62 |
264.68 |
+2.86 |
3,977 |
10,797 |
+689 |
Aug11 |
110114 |
264.39 |
265.95 |
264.23 |
265.95 |
+2.85 |
1,697 |
6,108 |
+86 |
Sep11 |
110114 |
264.93 |
267.33 |
264.82 |
267.33 |
+2.86 |
2,798 |
7,936 |
+882 |
Oct11 |
110114 |
267.07 |
268.76 |
266.96 |
268.76 |
+2.84 |
399 |
4,285 |
+47 |
Nov11 |
110114 |
269.75 |
270.20 |
268.75 |
270.20 |
+2.78 |
193 |
5,131 |
+7 |
Dec11 |
110114 |
269.70 |
271.41 |
269.05 |
271.41 |
+2.69 |
3,155 |
17,442 |
+85 |
Jan12 |
110114 |
272.01 |
272.61 |
272.01 |
272.61 |
+2.60 |
263 |
3,263 |
-224 |
Total Volume and Open Interest |
133,203 |
302,387 |
+4,133 |
Gasoline(NYMEX) |
Feb11 |
110114 |
245.65 |
249.60 |
244.93 |
249.46 |
+4.87 |
50,859 |
61,803 |
-7,571 |
Mar11 |
110114 |
247.16 |
250.78 |
246.40 |
250.64 |
+4.49 |
32,016 |
80,374 |
+5,244 |
Apr11 |
110114 |
257.76 |
261.00 |
256.81 |
260.88 |
+4.27 |
15,237 |
31,035 |
+2,730 |
May11 |
110114 |
258.15 |
261.25 |
257.74 |
261.22 |
+3.98 |
6,604 |
22,096 |
+587 |
Jun11 |
110114 |
258.30 |
261.03 |
257.00 |
260.92 |
+3.78 |
9,509 |
23,864 |
+2,414 |
Jul11 |
110114 |
257.35 |
260.04 |
256.85 |
260.04 |
+3.56 |
2,080 |
8,863 |
+714 |
Aug11 |
110114 |
257.15 |
258.42 |
257.15 |
258.42 |
+3.37 |
742 |
6,444 |
-261 |
Sep11 |
110114 |
254.20 |
256.52 |
254.20 |
256.52 |
+3.20 |
709 |
4,827 |
-91 |
Oct11 |
110114 |
245.62 |
245.62 |
245.62 |
245.62 |
+3.05 |
176 |
4,458 |
+19 |
Nov11 |
110114 |
243.62 |
243.62 |
243.62 |
243.62 |
+2.95 |
138 |
1,715 |
-22 |
Total Volume and Open Interest |
119,654 |
280,115 |
+3,326 |
e-miNY RBOB Gasoline(NYM) |
Feb11 |
110114 |
249.50 |
249.50 |
249.46 |
249.50 |
+4.90 |
0 |
3 |
+0 |
Mar11 |
110114 |
250.60 |
250.64 |
250.60 |
250.60 |
+4.40 |
0 |
1 |
+0 |
Apr11 |
110114 |
260.90 |
260.90 |
260.88 |
260.90 |
+4.30 |
0 |
1 |
+0 |
May11 |
110114 |
261.20 |
261.22 |
261.20 |
261.20 |
+4.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Feb11 |
110114 |
4.401 |
4.496 |
4.367 |
4.480 |
+0.073 |
169,037 |
99,431 |
-16,110 |
Mar11 |
110114 |
4.410 |
4.504 |
4.380 |
4.490 |
+0.071 |
108,266 |
233,327 |
+13,990 |
Apr11 |
110114 |
4.410 |
4.494 |
4.380 |
4.484 |
+0.064 |
42,621 |
92,738 |
-206 |
May11 |
110114 |
4.460 |
4.532 |
4.424 |
4.525 |
+0.062 |
28,014 |
77,122 |
+3,170 |
Jun11 |
110114 |
4.514 |
4.579 |
4.475 |
4.574 |
+0.060 |
10,237 |
21,256 |
+1,463 |
Jul11 |
110114 |
4.591 |
4.650 |
4.544 |
4.642 |
+0.058 |
10,204 |
28,690 |
+2,606 |
Aug11 |
110114 |
4.630 |
4.675 |
4.579 |
4.670 |
+0.056 |
3,479 |
18,573 |
-9 |
Sep11 |
110114 |
4.615 |
4.684 |
4.586 |
4.678 |
+0.057 |
3,056 |
13,458 |
+491 |
Oct11 |
110114 |
4.675 |
4.742 |
4.643 |
4.736 |
+0.057 |
13,469 |
52,848 |
+123 |
Nov11 |
110114 |
4.866 |
4.895 |
4.805 |
4.888 |
+0.049 |
2,109 |
22,671 |
+145 |
Dec11 |
110114 |
5.081 |
5.114 |
5.035 |
5.110 |
+0.043 |
1,411 |
21,776 |
+29 |
Jan12 |
110114 |
5.215 |
5.252 |
5.173 |
5.248 |
+0.038 |
4,846 |
38,294 |
+404 |
Feb12 |
110114 |
5.175 |
5.215 |
5.151 |
5.210 |
+0.037 |
717 |
8,178 |
+246 |
Mar12 |
110114 |
5.073 |
5.115 |
5.035 |
5.110 |
+0.035 |
1,614 |
21,277 |
+54 |
Apr12 |
110114 |
4.853 |
4.889 |
4.841 |
4.882 |
+0.029 |
830 |
20,447 |
+104 |
May12 |
110114 |
4.865 |
4.886 |
4.855 |
4.886 |
+0.028 |
281 |
5,181 |
-14 |
Total Volume and Open Interest |
400,929 |
840,016 |
+6,661 |
Brent Crude Oil(ICE) |
Feb11 |
110114 |
98.44 |
99.20 |
97.74 |
98.68 |
+0.62 |
96,063 |
30,491 |
-31,238 |
Mar11 |
110114 |
97.26 |
98.75 |
96.77 |
98.38 |
+1.09 |
249,554 |
274,517 |
+18,784 |
Apr11 |
110114 |
97.24 |
98.52 |
96.79 |
98.32 |
+1.08 |
119,442 |
142,754 |
+7,460 |
May11 |
110114 |
97.59 |
98.60 |
96.96 |
98.43 |
+1.08 |
59,375 |
74,123 |
+6,392 |
Jun11 |
110114 |
97.75 |
98.62 |
97.11 |
98.54 |
+1.09 |
59,518 |
92,847 |
+8,889 |
Jul11 |
110114 |
97.69 |
98.62 |
97.27 |
98.58 |
+1.08 |
15,778 |
29,728 |
+3,167 |
Aug11 |
110114 |
97.98 |
98.61 |
97.34 |
98.58 |
+1.07 |
8,113 |
16,758 |
+48 |
Sep11 |
110114 |
97.71 |
98.58 |
97.32 |
98.57 |
+1.05 |
5,552 |
23,435 |
-481 |
Oct11 |
110114 |
97.75 |
98.57 |
97.40 |
98.57 |
+1.03 |
3,371 |
17,723 |
+802 |
Nov11 |
110114 |
98.57 |
98.57 |
98.57 |
98.57 |
+1.02 |
1,718 |
11,212 |
+61 |
Dec11 |
110114 |
97.77 |
98.67 |
97.30 |
98.57 |
+1.02 |
28,441 |
99,357 |
+450 |
Jan12 |
110114 |
98.57 |
98.57 |
98.57 |
98.57 |
+1.01 |
604 |
11,725 |
+92 |
Feb12 |
110114 |
98.55 |
98.55 |
98.55 |
98.55 |
+1.00 |
180 |
6,291 |
-33 |
Mar12 |
110114 |
98.52 |
98.52 |
98.52 |
98.52 |
+1.00 |
113 |
3,931 |
-19 |
Total Volume and Open Interest |
654,821 |
938,164 |
+14,353 |
Gas Oil(ICE) |
Feb11 |
110114 |
809.00 |
817.00 |
801.25 |
811.00 |
+0.50 |
59,920 |
142,013 |
-7,798 |
Mar11 |
110114 |
812.25 |
821.50 |
806.00 |
815.75 |
+1.00 |
58,854 |
127,031 |
+8,473 |
Apr11 |
110114 |
816.50 |
824.25 |
810.00 |
818.50 |
+1.25 |
22,388 |
67,231 |
+3,608 |
May11 |
110114 |
817.50 |
826.75 |
812.25 |
821.00 |
+1.50 |
11,094 |
55,172 |
+993 |
Jun11 |
110114 |
821.00 |
829.50 |
815.50 |
823.75 |
+1.50 |
18,119 |
53,433 |
+325 |
Jul11 |
110114 |
823.25 |
832.50 |
820.25 |
826.75 |
+1.50 |
5,007 |
21,390 |
+245 |
Aug11 |
110114 |
825.50 |
835.50 |
825.50 |
829.75 |
+1.50 |
2,936 |
20,053 |
+618 |
Sep11 |
110114 |
826.75 |
838.75 |
826.75 |
833.00 |
+1.50 |
2,791 |
16,944 |
+593 |
Oct11 |
110114 |
829.00 |
840.75 |
829.00 |
835.00 |
+1.50 |
2,168 |
12,519 |
-43 |
Nov11 |
110114 |
830.00 |
836.00 |
830.00 |
836.00 |
+1.50 |
618 |
10,050 |
-208 |
Total Volume and Open Interest |
197,217 |
635,335 |
+8,112 |
Ethanol(CBOT) |
Jan11 |
110105 |
2.315 |
2.315 |
2.305 |
2.305 |
-0.008 |
63 |
135 |
-73 |
Feb11 |
110114 |
2.332 |
2.348 |
2.312 |
2.342 |
-0.008 |
148 |
752 |
-67 |
Mar11 |
110114 |
2.334 |
2.352 |
2.314 |
2.349 |
+0.003 |
147 |
1,474 |
+35 |
Apr11 |
110114 |
2.332 |
2.369 |
2.332 |
2.360 |
+0.010 |
183 |
932 |
+81 |
May11 |
110114 |
2.365 |
2.382 |
2.350 |
2.379 |
+0.012 |
44 |
382 |
+11 |
Jun11 |
110114 |
2.378 |
2.397 |
2.378 |
2.391 |
+0.012 |
89 |
580 |
+50 |
Jul11 |
110114 |
2.391 |
2.399 |
2.385 |
2.396 |
+0.015 |
40 |
773 |
+34 |
Aug11 |
110114 |
2.371 |
2.388 |
2.361 |
2.387 |
+0.013 |
51 |
780 |
+11 |
Total Volume and Open Interest |
900 |
7,919 |
+286 |
WTI Crude Oil(ICE |
Feb11 |
110114 |
90.88 |
91.82 |
90.10 |
91.54 |
+0.14 |
78,965 |
44,861 |
-7,700 |
Mar11 |
110114 |
91.89 |
92.76 |
91.16 |
92.57 |
+0.27 |
99,146 |
126,443 |
+3,900 |
Apr11 |
110114 |
92.96 |
93.75 |
92.30 |
93.56 |
+0.35 |
51,463 |
56,631 |
+2,459 |
May11 |
110114 |
93.82 |
94.43 |
93.22 |
94.43 |
+0.43 |
25,206 |
42,108 |
+79 |
Jun11 |
110114 |
94.73 |
95.08 |
93.90 |
95.08 |
+0.48 |
25,920 |
72,374 |
+3,833 |
Jul11 |
110114 |
95.28 |
95.56 |
94.47 |
95.56 |
+0.50 |
5,486 |
20,735 |
+120 |
Aug11 |
110114 |
95.62 |
95.88 |
94.87 |
95.88 |
+0.50 |
2,192 |
12,075 |
-230 |
Sep11 |
110114 |
95.82 |
96.13 |
95.14 |
96.13 |
+0.51 |
1,479 |
16,409 |
+26 |
Oct11 |
110114 |
95.32 |
96.33 |
95.32 |
96.33 |
+0.52 |
1,014 |
12,194 |
+50 |
Nov11 |
110114 |
96.50 |
96.50 |
96.50 |
96.50 |
+0.55 |
1,054 |
9,044 |
-142 |
Dec11 |
110114 |
96.30 |
96.69 |
95.60 |
96.64 |
+0.57 |
19,616 |
72,571 |
+2,666 |
Jan12 |
110114 |
96.66 |
96.66 |
96.66 |
96.66 |
+0.57 |
123 |
6,302 |
+27 |
Feb12 |
110114 |
96.64 |
96.64 |
96.64 |
96.64 |
+0.58 |
9 |
1,185 |
+0 |
Mar12 |
110114 |
96.61 |
96.61 |
96.61 |
96.61 |
+0.59 |
11 |
3,165 |
+3 |
Apr12 |
110114 |
96.57 |
96.57 |
96.57 |
96.57 |
+0.59 |
16 |
767 |
+8 |
May12 |
110114 |
96.54 |
96.54 |
96.54 |
96.54 |
+0.60 |
48 |
873 |
+5 |
Total Volume and Open Interest |
316,798 |
590,276 |
+5,396 |
US Dollar Index(ICE) |
Mar11 |
110114 |
79.415 |
79.605 |
78.970 |
79.365 |
-0.040 |
33,122 |
27,816 |
-445 |
Jun11 |
110114 |
79.800 |
79.910 |
79.415 |
79.755 |
-0.040 |
126 |
942 |
-6 |
Sep11 |
110114 |
80.000 |
80.115 |
80.000 |
80.115 |
-0.040 |
1 |
2 |
-1 |
Total Volume and Open Interest |
33,249 |
28,760 |
-452 |
Australian Dollar(CME) |
Mar11 |
110114 |
99.17 |
99.21 |
97.84 |
98.24 |
-0.81 |
101,456 |
114,591 |
+32 |
Jun11 |
110114 |
97.63 |
97.99 |
96.74 |
97.11 |
-0.81 |
76 |
526 |
+24 |
Sep11 |
110114 |
95.91 |
96.69 |
95.91 |
95.91 |
-0.78 |
0 |
14 |
+0 |
Total Volume and Open Interest |
101,532 |
115,225 |
+56 |
British Pound(CME) |
Mar11 |
110114 |
158.26 |
158.82 |
158.03 |
158.75 |
+0.39 |
129,403 |
85,100 |
-1,753 |
Jun11 |
110114 |
158.15 |
158.58 |
157.92 |
158.58 |
+0.39 |
100 |
203 |
-6 |
Sep11 |
110114 |
158.30 |
158.30 |
157.91 |
158.30 |
+0.39 |
0 |
5 |
+0 |
Total Volume and Open Interest |
129,503 |
85,340 |
-1,759 |
Canadian Dollar(CME) |
Mar11 |
110114 |
100.97 |
101.03 |
100.11 |
100.94 |
-0.02 |
61,744 |
126,151 |
+309 |
Jun11 |
110114 |
100.56 |
100.79 |
99.90 |
100.69 |
-0.02 |
308 |
2,436 |
+215 |
Sep11 |
110114 |
100.46 |
100.47 |
100.36 |
100.36 |
-0.02 |
4 |
1,020 |
+1 |
Dec11 |
110114 |
99.40 |
100.10 |
99.35 |
100.06 |
-0.02 |
15 |
1,241 |
+4 |
Total Volume and Open Interest |
62,071 |
130,852 |
+529 |
Japanese Yen(CME) |
Mar11 |
110114 |
120.86 |
121.40 |
120.44 |
120.54 |
-0.42 |
124,039 |
106,167 |
+107 |
Jun11 |
110114 |
121.31 |
121.50 |
120.62 |
120.67 |
-0.42 |
53 |
439 |
+19 |
Sep11 |
110114 |
120.85 |
121.27 |
120.85 |
120.85 |
-0.42 |
0 |
17 |
+0 |
Total Volume and Open Interest |
124,092 |
106,634 |
+126 |
Swiss Franc(CME) |
Mar11 |
110114 |
103.74 |
104.16 |
103.27 |
103.69 |
-0.16 |
49,777 |
41,216 |
-1,415 |
Jun11 |
110114 |
104.01 |
104.11 |
103.58 |
103.80 |
-0.16 |
44 |
61 |
-9 |
Sep11 |
110114 |
103.90 |
104.08 |
103.90 |
103.92 |
-0.16 |
0 |
3 |
+0 |
Total Volume and Open Interest |
49,821 |
41,282 |
-1,424 |
EuroFX(CME) |
Mar11 |
110114 |
133.45 |
134.53 |
133.10 |
133.53 |
+0.10 |
518,037 |
190,635 |
-11,722 |
Jun11 |
110114 |
133.35 |
134.29 |
132.99 |
133.40 |
+0.09 |
1,107 |
1,838 |
+608 |
Sep11 |
110114 |
133.23 |
133.23 |
133.15 |
133.23 |
+0.08 |
3 |
32 |
+2 |
Total Volume and Open Interest |
519,151 |
192,847 |
-11,112 |
Mexican Peso(CME) |
Jan11 |
110114 |
825.8 |
825.8 |
825.8 |
825.8 |
unch |
|
|
|
Feb11 |
110114 |
831.2 |
831.2 |
823.8 |
831.2 |
+7.5 |
|
|
|
Total Volume and Open Interest |
21,912 |
133,840 |
+3,227 |
30-Year T-Bonds(CBOT) |
Mar11 |
110114 |
121~120 |
122~020 |
120~280 |
120~290 |
-0~180 |
437,552 |
565,726 |
+13,698 |
Jun11 |
110114 |
119~310 |
120~140 |
119~090 |
119~090 |
-0~180 |
811 |
834 |
+157 |
Sep11 |
110114 |
117~210 |
118~070 |
117~210 |
117~210 |
-0~180 |
|
|
|
Total Volume and Open Interest |
438,363 |
566,560 |
+13,855 |
10-Year T-Notes(CBOT) |
Mar11 |
110114 |
121~020 |
121~155 |
120~250 |
120~275 |
-0~080 |
1,322,061 |
1,340,049 |
+2,122 |
Jun11 |
110114 |
119~295 |
119~305 |
119~220 |
119~220 |
-0~085 |
14 |
3,195 |
-1 |
Sep11 |
110114 |
118~195 |
118~280 |
118~195 |
118~195 |
-0~085 |
|
|
|
Total Volume and Open Interest |
1,322,075 |
1,343,248 |
+2,121 |
5-Year T-Notes(CBOT) |
Mar11 |
110114 |
118~034 |
118~064 |
118~004 |
118~022 |
-0~013 |
542,931 |
1,076,281 |
+25,909 |
Jun11 |
110114 |
117~048 |
117~061 |
117~048 |
117~048 |
-0~013 |
44 |
79 |
+44 |
Sep11 |
110114 |
116~072 |
116~085 |
116~072 |
116~072 |
-0~013 |
|
|
|
Total Volume and Open Interest |
542,975 |
1,076,360 |
+25,953 |
2 Year T-Notes(CBOT) |
Mar11 |
110114 |
109~063 |
109~069 |
109~052 |
109~063 |
-0~001 |
222,334 |
703,319 |
+14,519 |
Jun11 |
110114 |
109~016 |
109~031 |
109~016 |
109~030 |
-0~001 |
0 |
264 |
+0 |
Sep11 |
110114 |
108~125 |
108~126 |
108~125 |
108~125 |
-0~001 |
|
|
|
Total Volume and Open Interest |
222,334 |
703,583 |
+14,519 |
Eurodollars(CME) |
Mar11 |
110114 |
99.645 |
99.650 |
99.640 |
99.645 |
unch |
199,225 |
1,183,975 |
+34,002 |
Jun11 |
110114 |
99.555 |
99.565 |
99.540 |
99.555 |
unch |
175,206 |
1,133,992 |
+3,291 |
Sep11 |
110114 |
99.445 |
99.455 |
99.410 |
99.440 |
-0.005 |
222,480 |
980,921 |
+8,113 |
Dec11 |
110114 |
99.280 |
99.300 |
99.235 |
99.275 |
-0.005 |
240,825 |
796,043 |
+11,205 |
Mar12 |
110114 |
99.075 |
99.100 |
99.015 |
99.060 |
-0.010 |
326,931 |
862,123 |
-1,107 |
Jun12 |
110114 |
98.825 |
98.855 |
98.750 |
98.800 |
-0.010 |
225,337 |
544,421 |
+9,665 |
Sep12 |
110114 |
98.560 |
98.605 |
98.480 |
98.530 |
-0.015 |
165,734 |
445,869 |
-6,929 |
Dec12 |
110114 |
98.295 |
98.350 |
98.210 |
98.260 |
-0.020 |
161,667 |
301,959 |
-2,798 |
Mar13 |
110114 |
98.030 |
98.095 |
97.950 |
98.000 |
-0.025 |
113,568 |
199,029 |
-618 |
Jun13 |
110114 |
97.765 |
97.840 |
97.695 |
97.735 |
-0.025 |
62,459 |
157,872 |
+511 |
Sep13 |
110114 |
97.520 |
97.590 |
97.450 |
97.480 |
-0.030 |
58,374 |
180,614 |
+2,403 |
Dec13 |
110114 |
97.260 |
97.340 |
97.200 |
97.225 |
-0.030 |
48,846 |
142,608 |
-631 |
Mar14 |
110114 |
97.040 |
97.120 |
96.980 |
97.000 |
-0.035 |
18,520 |
109,274 |
+1,314 |
Jun14 |
110114 |
96.810 |
96.890 |
96.750 |
96.770 |
-0.035 |
18,542 |
104,294 |
-129 |
Sep14 |
110114 |
96.585 |
96.665 |
96.520 |
96.545 |
-0.035 |
15,705 |
62,143 |
-516 |
Dec14 |
110114 |
96.355 |
96.440 |
96.300 |
96.320 |
-0.035 |
15,251 |
71,633 |
+1,182 |
Mar15 |
110114 |
96.180 |
96.250 |
96.110 |
96.135 |
-0.035 |
10,810 |
52,062 |
+330 |
Jun15 |
110114 |
4.245 |
4.320 |
4.185 |
4.205 |
-0.035 |
8,901 |
35,729 |
+308 |
Total Volume and Open Interest |
2,126,266 |
7,607,476 |
+61,651 |
30 Day Federal Funds(CBOT) |
Jan11 |
110114 |
99.830 |
99.832 |
99.827 |
99.830 |
+0.003 |
7,402 |
69,184 |
-4,691 |
Feb11 |
110114 |
99.835 |
99.835 |
99.825 |
99.830 |
+0.005 |
8,839 |
63,331 |
+1,319 |
Mar11 |
110114 |
99.835 |
99.835 |
99.830 |
99.830 |
unch |
2,193 |
46,212 |
-54 |
Apr11 |
110114 |
99.835 |
99.840 |
99.830 |
99.835 |
unch |
5,143 |
42,276 |
+1,040 |
May11 |
110114 |
99.840 |
99.840 |
99.835 |
99.835 |
unch |
4,740 |
62,863 |
+1,319 |
Jun11 |
110114 |
99.835 |
99.840 |
99.830 |
99.830 |
unch |
3,233 |
34,949 |
+1,233 |
Total Volume and Open Interest |
66,180 |
555,606 |
+5,650 |
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 |
110114 |
99.658 |
99.658 |
99.658 |
99.658 |
+0.003 |
0 |
1,161 |
+0 |
Jun11 |
110114 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.002 |
0 |
175 |
+0 |
Sep11 |
110114 |
99.637 |
99.637 |
99.637 |
99.637 |
+0.002 |
|
|
|
Dec11 |
110114 |
99.622 |
99.622 |
99.622 |
99.622 |
+0.002 |
0 |
75 |
+0 |
Mar12 |
110114 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Jun12 |
110114 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Sep12 |
110114 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
Dec12 |
110114 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Mar13 |
110114 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun13 |
110114 |
99.455 |
99.455 |
99.455 |
99.455 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
1,411 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110114 |
99.65 |
99.66 |
99.65 |
99.66 |
+0.00 |
100 |
2,708 |
+32 |
Jun11 |
110114 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
75 |
1,262 |
-50 |
Sep11 |
110114 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
205 |
822 |
-25 |
Dec11 |
110114 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
0 |
1,818 |
-5 |
Mar12 |
110114 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
305 |
+0 |
Jun12 |
110114 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
110114 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
310 |
+0 |
Dec12 |
110114 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
380 |
7,984 |
-48 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110114 |
140.02 |
140.33 |
139.91 |
139.94 |
-0.12 |
1,703 |
12,389 |
-150 |
Jun11 |
110114 |
137.85 |
137.85 |
137.85 |
137.85 |
-0.12 |
|
|
|
Sep11 |
110114 |
135.76 |
135.76 |
135.76 |
135.76 |
-0.12 |
|
|
|
Total Volume and Open Interest |
1,703 |
12,389 |
-150 |
Euro-Bund(EUREX) |
Mar11 |
110114 |
124.85 |
125.17 |
124.49 |
124.91 |
+0.27 |
1,104,501 |
1,431,371 |
-154,767 |
Jun11 |
110114 |
123.50 |
123.58 |
123.15 |
123.47 |
+0.25 |
45 |
1,964 |
+1,356 |
Sep11 |
110114 |
123.22 |
123.22 |
123.22 |
123.22 |
+0.27 |
|
|
|
Total Volume and Open Interest |
1,104,546 |
1,433,335 |
-153,411 |
Euro-Bobl(EUREX) |
Mar11 |
110114 |
117.86 |
118.04 |
117.68 |
117.88 |
-0.13 |
667,037 |
940,057 |
-69,329 |
Jun11 |
110114 |
116.30 |
116.45 |
116.30 |
116.45 |
-0.12 |
509 |
5,599 |
+1,234 |
Sep11 |
110114 |
116.45 |
116.45 |
116.45 |
116.45 |
-0.12 |
|
|
|
Total Volume and Open Interest |
667,546 |
945,656 |
-68,095 |
3-Mth Euribor(EUREX) |
Mar11 |
110114 |
98.845 |
98.865 |
98.845 |
98.850 |
-0.025 |
39 |
6,007 |
+0 |
Jun11 |
110114 |
98.685 |
98.685 |
98.685 |
98.685 |
-0.035 |
64 |
9,198 |
+0 |
Sep11 |
110114 |
98.515 |
98.535 |
98.515 |
98.525 |
-0.035 |
45 |
1,903 |
+100 |
Total Volume and Open Interest |
200 |
24,402 |
+317 |
Long Gilt(LIFFE) |
Mar11 |
110114 |
117~24 |
117~29 |
117~10 |
117~20 |
unch |
103,264 |
241,920 |
-832 |
Jun11 |
110114 |
116~20 |
116~20 |
116~20 |
116~20 |
unch |
|
|
|
Total Volume and Open Interest |
103,264 |
241,920 |
-832 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110114 |
99.10 |
99.13 |
99.08 |
99.10 |
unch |
66,153 |
320,790 |
+14,190 |
Jun11 |
110114 |
98.90 |
98.91 |
98.84 |
98.89 |
-0.01 |
116,157 |
299,250 |
+18,467 |
Sep11 |
110114 |
98.66 |
98.69 |
98.62 |
98.66 |
-0.03 |
116,265 |
279,646 |
+14,543 |
Dec11 |
110114 |
98.42 |
98.45 |
98.36 |
98.42 |
-0.03 |
98,277 |
301,710 |
+619 |
Mar12 |
110114 |
98.18 |
98.21 |
98.09 |
98.17 |
-0.03 |
90,259 |
267,955 |
-7,111 |
Jun12 |
110114 |
97.92 |
97.95 |
97.83 |
97.91 |
-0.03 |
63,884 |
176,289 |
+5,149 |
Total Volume and Open Interest |
648,193 |
2,033,134 |
+59,332 |
3-Mth Euribor(LIFFE) |
Mar11 |
110114 |
98.855 |
98.870 |
98.835 |
98.850 |
-0.025 |
313,066 |
619,401 |
+13,894 |
Jun11 |
110114 |
98.700 |
98.710 |
98.660 |
98.685 |
-0.035 |
287,291 |
489,536 |
-4,759 |
Sep11 |
110114 |
98.520 |
98.555 |
98.490 |
98.525 |
-0.040 |
355,253 |
416,205 |
+32,053 |
Total Volume and Open Interest |
2,173,660 |
2,923,094 |
+134,824 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110114 |
95.00 |
95.02 |
94.99 |
95.01 |
+0.01 |
7,057 |
203,260 |
-1,481 |
Jun11 |
110114 |
94.91 |
94.94 |
94.90 |
94.92 |
unch |
9,957 |
149,960 |
-21 |
Sep11 |
110114 |
94.78 |
94.81 |
94.75 |
94.79 |
unch |
6,591 |
90,641 |
+1,457 |
Dec11 |
110114 |
94.65 |
94.69 |
94.63 |
94.67 |
+0.01 |
2,816 |
58,695 |
-260 |
Mar12 |
110114 |
94.58 |
94.62 |
94.56 |
94.60 |
+0.01 |
2,223 |
45,599 |
+177 |
Jun12 |
110114 |
94.55 |
94.56 |
94.53 |
94.55 |
+0.01 |
1,073 |
40,670 |
-129 |
Sep12 |
110114 |
94.47 |
94.51 |
94.47 |
94.51 |
+0.02 |
914 |
24,152 |
+428 |
Dec12 |
110114 |
94.46 |
94.47 |
94.45 |
94.45 |
+0.02 |
372 |
11,839 |
+364 |
Mar13 |
110114 |
94.42 |
94.42 |
94.42 |
94.42 |
+0.04 |
0 |
2,758 |
+0 |
Jun13 |
110114 |
94.36 |
94.36 |
94.36 |
94.36 |
+0.03 |
0 |
588 |
-1 |
Total Volume and Open Interest |
31,003 |
629,064 |
+534 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110114 |
94.42 |
94.48 |
94.40 |
94.47 |
+0.05 |
22,075 |
367,946 |
-27 |
Jun11 |
110114 |
94.47 |
94.47 |
94.47 |
94.47 |
+0.05 |
|
|
|
Total Volume and Open Interest |
22,075 |
367,946 |
-27 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110114 |
94.85 |
94.89 |
94.82 |
94.87 |
+0.01 |
104,966 |
503,493 |
-3,387 |
Jun11 |
110114 |
94.87 |
94.87 |
94.87 |
94.87 |
+0.01 |
|
|
|
Total Volume and Open Interest |
104,966 |
503,493 |
-3,387 |
Gold(CMX) |
Feb11 |
110114 |
1373.6 |
1377.8 |
1354.6 |
1360.5 |
-26.5 |
201,998 |
277,338 |
-13,026 |
Apr11 |
110114 |
1375.3 |
1379.5 |
1356.4 |
1362.3 |
-26.6 |
37,749 |
112,754 |
+13,737 |
Jun11 |
110114 |
1376.7 |
1381.0 |
1358.4 |
1364.3 |
-26.7 |
5,411 |
37,311 |
+1,398 |
Aug11 |
110114 |
1380.6 |
1382.0 |
1362.7 |
1366.1 |
-26.9 |
1,014 |
17,512 |
-51 |
Oct11 |
110114 |
1371.7 |
1373.5 |
1363.3 |
1368.1 |
-26.9 |
359 |
10,816 |
-73 |
Dec11 |
110114 |
1386.3 |
1386.3 |
1364.0 |
1370.2 |
-26.9 |
2,571 |
23,654 |
-989 |
Feb12 |
110114 |
1387.9 |
1387.9 |
1372.0 |
1372.7 |
-26.8 |
1,003 |
7,491 |
-478 |
Apr12 |
110114 |
1375.5 |
1375.5 |
1375.5 |
1375.5 |
-26.7 |
30 |
6,883 |
+0 |
Jun12 |
110114 |
1378.5 |
1378.5 |
1378.5 |
1378.5 |
-26.7 |
0 |
12,766 |
-17 |
Aug12 |
110114 |
1381.5 |
1381.5 |
1381.5 |
1381.5 |
-27.0 |
55 |
7,061 |
+55 |
Oct12 |
110114 |
1385.0 |
1385.0 |
1385.0 |
1385.0 |
-27.2 |
100 |
4,485 |
+100 |
Dec12 |
110114 |
1395.7 |
1395.7 |
1385.9 |
1389.1 |
-27.3 |
199 |
13,898 |
+153 |
Total Volume and Open Interest |
252,778 |
590,817 |
+1,449 |
Silver(CMX) |
Mar11 |
110114 |
2875.0 |
2896.5 |
2810.0 |
2832.0 |
-94.3 |
68,071 |
73,626 |
-683 |
May11 |
110114 |
2887.5 |
2899.0 |
2818.0 |
2836.4 |
-94.5 |
1,571 |
14,747 |
-1 |
Jul11 |
110114 |
2888.0 |
2888.0 |
2822.0 |
2840.5 |
-94.8 |
1,960 |
9,076 |
-502 |
Sep11 |
110114 |
2880.5 |
2880.5 |
2844.4 |
2844.4 |
-95.0 |
529 |
6,385 |
-414 |
Dec11 |
110114 |
2900.0 |
2907.0 |
2833.0 |
2850.0 |
-95.5 |
1,809 |
13,749 |
+560 |
Mar12 |
110114 |
2854.8 |
2854.8 |
2854.8 |
2854.8 |
-96.1 |
1 |
580 |
+1 |
May12 |
110114 |
2858.0 |
2858.0 |
2858.0 |
2858.0 |
-96.6 |
500 |
355 |
-185 |
Total Volume and Open Interest |
74,747 |
135,881 |
-1,178 |
Platinum(NYMEX) |
Jan11 |
110114 |
1808.0 |
1813.8 |
1808.0 |
1813.4 |
-5.2 |
6 |
348 |
-7 |
Apr11 |
110114 |
1806.8 |
1826.5 |
1804.0 |
1816.0 |
-5.2 |
8,629 |
38,359 |
-236 |
Jul11 |
110114 |
1812.6 |
1819.5 |
1812.6 |
1819.1 |
-5.2 |
33 |
958 |
+24 |
Oct11 |
110114 |
1823.0 |
1823.0 |
1821.1 |
1821.1 |
-5.2 |
0 |
23 |
+0 |
Total Volume and Open Interest |
8,668 |
39,709 |
-219 |
Palladium(NYMEX) |
Mar11 |
110114 |
806.25 |
811.50 |
787.35 |
790.50 |
-22.95 |
4,078 |
21,857 |
-66 |
Jun11 |
110114 |
809.80 |
809.80 |
790.00 |
791.65 |
-23.05 |
114 |
782 |
+15 |
Sep11 |
110114 |
793.00 |
795.35 |
792.25 |
792.25 |
-23.05 |
2 |
16 |
+2 |
Total Volume and Open Interest |
4,194 |
22,658 |
-49 |
Copper(CMX) |
Mar11 |
110114 |
435.40 |
443.95 |
434.65 |
441.20 |
+3.50 |
32,091 |
111,689 |
-1,633 |
May11 |
110114 |
435.30 |
444.00 |
435.00 |
441.45 |
+3.45 |
3,896 |
25,575 |
-868 |
Jul11 |
110114 |
439.35 |
440.95 |
439.20 |
440.95 |
+3.25 |
1,805 |
10,145 |
+282 |
Sep11 |
110114 |
434.80 |
440.25 |
434.80 |
440.25 |
+3.05 |
167 |
5,136 |
-3 |
Dec11 |
110114 |
437.85 |
440.00 |
436.50 |
438.55 |
+2.90 |
187 |
3,827 |
-14 |
Total Volume and Open Interest |
38,768 |
161,983 |
-2,262 |
DJIA Index(CBOT) |
Mar11 |
110114 |
11692 |
11735 |
11630 |
11725 |
+42 |
188 |
10,153 |
+674 |
Jun11 |
110114 |
11663 |
11663 |
11621 |
11663 |
+42 |
|
|
|
Sep11 |
110114 |
11605 |
11605 |
11563 |
11605 |
+42 |
|
|
|
Dec11 |
110114 |
11550 |
11550 |
11508 |
11550 |
+42 |
|
|
|
Total Volume and Open Interest |
188 |
10,153 |
+674 |
S & P 500(CME) |
Mar11 |
110114 |
1281.50 |
1290.80 |
1274.30 |
1289.40 |
+8.10 |
14,413 |
286,529 |
+4,893 |
Jun11 |
110114 |
1284.40 |
1284.40 |
1272.30 |
1284.40 |
+8.10 |
70 |
4,202 |
-10 |
Sep11 |
110114 |
1274.50 |
1279.50 |
1267.40 |
1279.50 |
+8.10 |
145 |
2,766 |
-25 |
Dec11 |
110114 |
1274.90 |
1274.90 |
1262.80 |
1274.90 |
+8.10 |
0 |
550 |
+0 |
Total Volume and Open Interest |
14,628 |
294,047 |
+4,858 |
S & P 500 E-Mini(Globex) |
Mar11 |
110114 |
1281.25 |
1290.00 |
1274.25 |
1289.50 |
+8.25 |
1,671,242 |
2,531,081 |
-26,710 |
Jun11 |
110114 |
1279.00 |
1284.50 |
1269.50 |
1284.50 |
+8.25 |
2,362 |
8,762 |
+2,055 |
Total Volume and Open Interest |
1,673,619 |
2,540,087 |
-24,640 |
NASDAQ 100(CME) |
Mar11 |
110114 |
2308.30 |
2322.50 |
2298.00 |
2320.00 |
+17.20 |
719 |
12,738 |
-371 |
Jun11 |
110114 |
2317.00 |
2318.00 |
2302.00 |
2317.00 |
+17.20 |
|
|
|
Sep11 |
110114 |
2314.50 |
2315.50 |
2314.50 |
2314.50 |
+17.20 |
|
|
|
Total Volume and Open Interest |
719 |
12,738 |
-371 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110114 |
2303.80 |
2323.00 |
2297.50 |
2320.00 |
+17.20 |
185,940 |
350,845 |
-6,707 |
Jun11 |
110114 |
2305.80 |
2319.80 |
2295.30 |
2317.00 |
+17.20 |
119 |
748 |
+6 |
Total Volume and Open Interest |
186,059 |
351,599 |
-6,701 |
S & P Midcap 400(CME) |
Mar11 |
110114 |
920.50 |
930.30 |
919.00 |
930.30 |
+7.20 |
2 |
1,865 |
-2 |
Jun11 |
110114 |
927.80 |
927.80 |
926.60 |
927.80 |
+7.20 |
|
|
|
Sep11 |
110114 |
925.80 |
925.80 |
925.40 |
925.80 |
+6.40 |
|
|
|
Total Volume and Open Interest |
2 |
1,865 |
-2 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110114 |
10615 |
10625 |
10495 |
10595 |
+5 |
9,130 |
42,106 |
+1,468 |
Jun11 |
110114 |
10575 |
10575 |
10570 |
10575 |
+5 |
0 |
4 |
+0 |
Total Volume and Open Interest |
9,130 |
42,110 |
+1,468 |
Nikkei 225(SGX) |
Mar11 |
110114 |
10575 |
10625 |
10490 |
10515 |
-55 |
101,330 |
228,968 |
+3,265 |
Jun11 |
110114 |
10490 |
10500 |
10430 |
10445 |
-50 |
29 |
2,858 |
+8 |
Sep11 |
110114 |
10445 |
10445 |
10445 |
10445 |
-50 |
|
|
|
Total Volume and Open Interest |
109,290 |
239,491 |
-10,713 |
CAC 40(EURONEXT) |
Jan11 |
110114 |
3967.5 |
4007.5 |
3954.0 |
3984.5 |
+7.5 |
153,526 |
363,260 |
-1,960 |
Feb11 |
110114 |
3968.5 |
4008.5 |
3956.0 |
3986.0 |
+7.5 |
3,175 |
12,664 |
+3,065 |
Mar11 |
110114 |
3970.5 |
4010.0 |
3960.0 |
3988.0 |
+8.0 |
299 |
42,922 |
+157 |
Total Volume and Open Interest |
157,006 |
418,883 |
+1,257 |
Hang Seng Index(HKFE) |
Jan11 |
110114 |
24285 |
24354 |
24198 |
24348 |
+83 |
66,482 |
99,789 |
+430 |
Feb11 |
110114 |
24288 |
24350 |
24209 |
24350 |
+79 |
938 |
2,509 |
+598 |
Mar11 |
110114 |
24211 |
24300 |
24180 |
24300 |
+79 |
510 |
6,172 |
-86 |
Total Volume and Open Interest |
68,002 |
109,758 |
+949 |
DAX(EUREX) |
Mar11 |
110114 |
7061.0 |
7110.5 |
7023.0 |
7090.0 |
+14.0 |
122,246 |
241,886 |
+2,262 |
Jun11 |
110114 |
7092.0 |
7128.5 |
7052.0 |
7111.0 |
+14.0 |
252 |
10,813 |
+88 |
Sep11 |
110114 |
7117.0 |
7146.5 |
7081.0 |
7131.0 |
+15.0 |
83 |
106 |
+27 |
Total Volume and Open Interest |
122,581 |
252,805 |
+2,377 |
FT-SE 100(EURONEXT) |
Mar11 |
110114 |
5973.00 |
5996.00 |
5906.00 |
5959.00 |
-18.00 |
108,262 |
633,552 |
-8,210 |
Jun11 |
110114 |
5945.00 |
5945.00 |
5870.50 |
5917.00 |
-17.00 |
114 |
1,488 |
+22 |
Sep11 |
110114 |
5853.00 |
5885.00 |
5852.50 |
5885.00 |
-17.50 |
10 |
69 |
+0 |
Total Volume and Open Interest |
108,386 |
635,109 |
-8,188 |
SPI 200(SFE) |
Mar11 |
110114 |
4783.0 |
4794.0 |
4762.0 |
4790.0 |
+5.0 |
20,055 |
200,686 |
-807 |
Jun11 |
110114 |
4800.0 |
4812.0 |
4800.0 |
4812.0 |
+5.0 |
3 |
3,075 |
+1 |
Sep11 |
110114 |
4803.0 |
4803.0 |
4803.0 |
4803.0 |
+5.0 |
0 |
1,826 |
+0 |
Total Volume and Open Interest |
20,655 |
208,330 |
-551 |
GSCI(CME) |
Jan11 |
110114 |
639.90 |
639.90 |
634.00 |
639.90 |
+3.05 |
3,088 |
2,264 |
-2,553 |
Feb11 |
110114 |
644.00 |
644.50 |
638.25 |
644.00 |
+3.00 |
3,130 |
13,327 |
+2,819 |
Mar11 |
110114 |
646.75 |
646.75 |
642.50 |
646.75 |
+2.25 |
|
|
|
Total Volume and Open Interest |
6,218 |
15,591 |
+266 |
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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