|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue January 18, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110118 |
1412.25 |
1430.00 |
1408.25 |
1413.25 |
-9.25 |
76,245 |
294,669 |
-1,307 |
May11 |
110118 |
1424.00 |
1439.50 |
1417.50 |
1423.25 |
-8.00 |
16,324 |
97,342 |
-534 |
Jul11 |
110118 |
1427.75 |
1444.50 |
1421.00 |
1428.25 |
-6.50 |
21,370 |
88,855 |
+1,045 |
Aug11 |
110118 |
1397.50 |
1414.75 |
1394.00 |
1399.25 |
-4.75 |
1,912 |
3,296 |
+532 |
Sep11 |
110118 |
1363.00 |
1374.00 |
1361.50 |
1361.50 |
-0.75 |
1,189 |
3,454 |
-64 |
Nov11 |
110118 |
1319.00 |
1338.75 |
1312.25 |
1326.00 |
+2.75 |
22,207 |
130,445 |
+4,214 |
Jan12 |
110118 |
1320.75 |
1340.00 |
1316.00 |
1330.25 |
+4.25 |
669 |
10,974 |
-70 |
Total Volume and Open Interest |
140,923 |
646,247 |
+3,731 |
Soybean Meal(CBOT) |
Mar11 |
110118 |
384.20 |
387.80 |
382.20 |
383.40 |
-4.70 |
25,305 |
95,954 |
-167 |
May11 |
110118 |
388.00 |
389.80 |
384.80 |
385.90 |
-4.50 |
6,843 |
34,614 |
+796 |
Jul11 |
110118 |
388.10 |
390.40 |
385.00 |
386.10 |
-4.50 |
9,007 |
35,723 |
+1,621 |
Aug11 |
110118 |
376.90 |
378.20 |
374.00 |
375.00 |
-4.50 |
432 |
7,044 |
+133 |
Sep11 |
110118 |
363.80 |
366.20 |
361.80 |
362.80 |
-3.70 |
523 |
6,221 |
+124 |
Oct11 |
110118 |
350.60 |
350.60 |
346.50 |
347.30 |
-1.90 |
291 |
5,636 |
+1 |
Dec11 |
110118 |
344.50 |
348.00 |
344.30 |
344.90 |
-1.90 |
3,207 |
18,458 |
-291 |
Jan12 |
110118 |
345.90 |
347.90 |
345.00 |
345.00 |
-1.90 |
26 |
1,196 |
+16 |
Total Volume and Open Interest |
45,679 |
207,059 |
+2,059 |
Soybean Oil(CBOT) |
Mar11 |
110118 |
57.05 |
58.13 |
56.66 |
57.55 |
+0.28 |
45,278 |
195,827 |
-8,843 |
May11 |
110118 |
57.50 |
58.58 |
57.15 |
58.03 |
+0.27 |
16,439 |
59,321 |
+272 |
Jul11 |
110118 |
57.75 |
58.98 |
57.49 |
58.43 |
+0.35 |
15,772 |
60,128 |
+1,442 |
Aug11 |
110118 |
57.76 |
58.95 |
57.76 |
58.48 |
+0.38 |
519 |
6,443 |
-118 |
Sep11 |
110118 |
57.70 |
59.00 |
57.70 |
58.50 |
+0.40 |
612 |
7,746 |
+76 |
Oct11 |
110118 |
57.41 |
58.83 |
57.41 |
58.33 |
+0.45 |
1,182 |
8,617 |
-88 |
Dec11 |
110118 |
57.57 |
58.85 |
57.37 |
58.33 |
+0.45 |
4,711 |
27,588 |
+589 |
Jan12 |
110118 |
58.33 |
58.33 |
57.88 |
58.33 |
+0.45 |
475 |
706 |
+358 |
Total Volume and Open Interest |
85,003 |
367,049 |
-8,279 |
Canola(WCE) |
Jan11 |
110114 |
584.0 |
584.0 |
582.7 |
582.7 |
-6.6 |
8 |
4 |
+4 |
Mar11 |
110118 |
589.0 |
600.0 |
589.0 |
599.8 |
+8.4 |
1,365 |
119,736 |
-761 |
May11 |
110118 |
600.9 |
607.7 |
600.5 |
607.7 |
+8.6 |
597 |
23,819 |
+237 |
Jul11 |
110118 |
604.8 |
611.0 |
602.5 |
611.0 |
+8.6 |
109 |
19,015 |
-38 |
Nov11 |
110118 |
550.0 |
563.9 |
548.2 |
563.9 |
+14.4 |
258 |
41,031 |
-82 |
Total Volume and Open Interest |
2,350 |
207,191 |
-640 |
Corn(CBOT) |
Mar11 |
110118 |
647.25 |
662.75 |
645.50 |
659.50 |
+10.75 |
159,213 |
678,757 |
-4,698 |
May11 |
110118 |
656.75 |
672.00 |
654.75 |
669.25 |
+11.25 |
41,637 |
257,994 |
+5,492 |
Jul11 |
110118 |
661.25 |
676.00 |
659.25 |
673.00 |
+10.75 |
43,559 |
236,431 |
+3,861 |
Sep11 |
110118 |
606.25 |
617.00 |
606.25 |
616.75 |
+7.25 |
6,665 |
50,559 |
+636 |
Dec11 |
110118 |
570.00 |
579.25 |
569.00 |
578.00 |
+6.75 |
33,181 |
295,471 |
+1,827 |
Mar12 |
110118 |
578.00 |
586.50 |
578.00 |
586.00 |
+6.75 |
1,691 |
28,110 |
+267 |
Total Volume and Open Interest |
289,771 |
1,596,367 |
+7,392 |
Wheat(CBOT) |
Mar11 |
110118 |
777.50 |
795.75 |
773.50 |
793.25 |
+20.00 |
58,445 |
214,015 |
-2,050 |
May11 |
110118 |
806.00 |
824.25 |
803.75 |
822.25 |
+19.25 |
18,613 |
70,456 |
-194 |
Jul11 |
110118 |
831.00 |
847.75 |
829.75 |
846.25 |
+18.50 |
8,749 |
115,274 |
+140 |
Sep11 |
110118 |
850.00 |
866.00 |
846.75 |
865.00 |
+18.25 |
2,018 |
22,307 |
+414 |
Dec11 |
110118 |
868.00 |
884.00 |
864.50 |
880.75 |
+15.50 |
3,080 |
62,927 |
+495 |
Total Volume and Open Interest |
91,233 |
500,997 |
-1,107 |
Wheat(KCBT) |
Mar11 |
110118 |
861.75 |
879.00 |
858.50 |
876.50 |
+16.50 |
18,720 |
88,670 |
-4,293 |
May11 |
110118 |
870.75 |
889.50 |
869.75 |
886.75 |
+16.00 |
6,039 |
40,222 |
-788 |
Jul11 |
110118 |
880.00 |
897.00 |
878.25 |
894.75 |
+15.50 |
5,002 |
55,966 |
-959 |
Sep11 |
110118 |
892.00 |
908.50 |
892.00 |
906.75 |
+14.75 |
1,395 |
14,537 |
+227 |
Dec11 |
110118 |
901.00 |
918.50 |
901.00 |
915.75 |
+13.00 |
965 |
11,503 |
-209 |
Total Volume and Open Interest |
32,250 |
213,495 |
-5,970 |
Wheat(MGE) |
Mar11 |
110118 |
890.25 |
910.00 |
890.00 |
906.00 |
+15.75 |
3,747 |
21,794 |
-582 |
May11 |
110118 |
899.25 |
915.50 |
899.25 |
914.75 |
+15.50 |
1,647 |
14,328 |
+285 |
Jul11 |
110118 |
905.50 |
921.75 |
905.25 |
921.25 |
+15.75 |
880 |
10,183 |
-20 |
Sep11 |
110118 |
900.75 |
918.50 |
900.75 |
917.50 |
+16.50 |
508 |
10,231 |
+32 |
Dec11 |
110118 |
911.75 |
925.75 |
911.00 |
923.50 |
+13.75 |
467 |
8,891 |
-56 |
Total Volume and Open Interest |
7,346 |
67,023 |
-317 |
Oats(CBOT) |
Mar11 |
110118 |
392.25 |
404.00 |
389.00 |
398.00 |
+6.00 |
1,101 |
9,679 |
+87 |
May11 |
110118 |
401.00 |
409.50 |
398.50 |
405.25 |
+6.75 |
769 |
1,583 |
+602 |
Jul11 |
110118 |
402.00 |
411.00 |
400.00 |
406.75 |
+6.75 |
33 |
505 |
+3 |
Sep11 |
110118 |
375.00 |
375.00 |
364.00 |
370.00 |
+6.00 |
3 |
107 |
+2 |
Total Volume and Open Interest |
1,968 |
13,074 |
+711 |
Rough Rice(CBOT) |
Jan11 |
110114 |
13.69 |
13.69 |
13.69 |
13.69 |
+0.05 |
1 |
9 |
-8 |
Mar11 |
110118 |
14.03 |
14.51 |
14.03 |
14.51 |
+0.50 |
907 |
13,473 |
-145 |
May11 |
110118 |
14.33 |
14.80 |
14.33 |
14.80 |
+0.50 |
446 |
1,888 |
+50 |
Jul11 |
110118 |
14.60 |
15.09 |
14.60 |
15.09 |
+0.50 |
219 |
1,483 |
+117 |
Total Volume and Open Interest |
1,777 |
18,048 |
-14 |
Live Cattle(CME) |
Feb11 |
110118 |
109.580 |
112.385 |
108.900 |
109.200 |
-0.185 |
21,653 |
76,802 |
-4,717 |
Apr11 |
110118 |
114.285 |
116.600 |
113.500 |
113.750 |
unch |
24,524 |
148,452 |
+8,218 |
Jun11 |
110118 |
112.635 |
115.180 |
112.300 |
113.080 |
+0.780 |
7,217 |
68,051 |
+1,340 |
Aug11 |
110118 |
112.900 |
115.650 |
112.800 |
113.885 |
+1.100 |
2,064 |
22,832 |
+279 |
Oct11 |
110118 |
115.535 |
118.000 |
115.430 |
116.500 |
+1.050 |
1,430 |
13,998 |
+9 |
Dec11 |
110118 |
116.600 |
118.800 |
116.480 |
117.330 |
+0.730 |
963 |
12,282 |
+501 |
Total Volume and Open Interest |
58,028 |
344,823 |
+5,726 |
Feeder Cattle(CME) |
Jan11 |
110118 |
126.330 |
128.600 |
125.980 |
127.300 |
+1.700 |
471 |
3,242 |
-138 |
Mar11 |
110118 |
127.635 |
130.035 |
127.535 |
127.950 |
+0.650 |
2,239 |
25,531 |
+385 |
Apr11 |
110118 |
127.980 |
130.500 |
127.885 |
128.485 |
+0.735 |
633 |
6,367 |
+40 |
May11 |
110118 |
128.500 |
130.600 |
128.050 |
128.650 |
+0.520 |
625 |
7,800 |
+177 |
Aug11 |
110118 |
128.250 |
130.500 |
128.250 |
129.000 |
+0.600 |
337 |
8,405 |
+180 |
Sep11 |
110118 |
128.250 |
129.900 |
128.250 |
128.800 |
+0.700 |
137 |
993 |
-32 |
Oct11 |
110118 |
128.300 |
129.500 |
128.200 |
128.800 |
+1.050 |
25 |
364 |
+13 |
Total Volume and Open Interest |
4,478 |
52,928 |
+630 |
Lean Hogs(CME) |
Feb11 |
110118 |
79.700 |
81.535 |
79.580 |
80.475 |
+0.940 |
13,622 |
36,552 |
-4,133 |
Apr11 |
110118 |
85.480 |
87.430 |
85.385 |
86.730 |
+1.445 |
13,438 |
86,363 |
+1,747 |
May11 |
110118 |
92.850 |
94.900 |
92.850 |
94.450 |
+1.470 |
120 |
2,003 |
+2 |
Jun11 |
110118 |
95.500 |
97.150 |
95.350 |
96.950 |
+1.470 |
4,208 |
44,781 |
+16 |
Jul11 |
110118 |
94.680 |
96.200 |
94.580 |
96.050 |
+1.620 |
945 |
12,500 |
+101 |
Aug11 |
110118 |
93.580 |
95.480 |
93.580 |
95.385 |
+1.805 |
1,410 |
13,863 |
+164 |
Oct11 |
110118 |
83.650 |
85.450 |
83.650 |
85.250 |
+1.600 |
479 |
12,520 |
+89 |
Dec11 |
110118 |
79.900 |
81.600 |
79.900 |
81.300 |
+1.450 |
346 |
4,440 |
+23 |
Total Volume and Open Interest |
34,717 |
214,672 |
-1,987 |
Class III Milk(CME) |
Jan11 |
110118 |
13.49 |
13.54 |
13.49 |
13.51 |
unch |
125 |
5,569 |
-25 |
Feb11 |
110118 |
15.09 |
15.24 |
15.00 |
15.12 |
+0.12 |
422 |
5,546 |
+65 |
Mar11 |
110118 |
15.19 |
15.35 |
15.16 |
15.23 |
+0.10 |
460 |
4,504 |
+121 |
Apr11 |
110118 |
15.50 |
15.68 |
15.50 |
15.60 |
+0.15 |
139 |
2,966 |
+33 |
May11 |
110118 |
15.70 |
15.83 |
15.70 |
15.77 |
+0.12 |
92 |
2,760 |
+16 |
Total Volume and Open Interest |
1,995 |
33,301 |
+632 |
Cocoa(ICE) |
Mar11 |
110118 |
3039 |
3067 |
2995 |
3036 |
+17 |
6,906 |
65,139 |
-954 |
May11 |
110118 |
3052 |
3088 |
3020 |
3056 |
+15 |
2,520 |
25,956 |
+750 |
Jul11 |
110118 |
3070 |
3098 |
3034 |
3069 |
+13 |
961 |
13,001 |
-300 |
Sep11 |
110118 |
3089 |
3111 |
3050 |
3081 |
+7 |
234 |
8,620 |
+30 |
Dec11 |
110118 |
3107 |
3128 |
3081 |
3098 |
+5 |
996 |
13,928 |
+140 |
Mar12 |
110118 |
3168 |
3183 |
3159 |
3160 |
+6 |
46 |
10,842 |
+7 |
May12 |
110118 |
3160 |
3167 |
3150 |
3152 |
+5 |
10 |
4,618 |
+0 |
Total Volume and Open Interest |
11,680 |
144,081 |
-327 |
Coffee "C"(ICE) |
Mar11 |
110118 |
235.35 |
237.50 |
234.35 |
235.35 |
+0.75 |
13,185 |
81,123 |
-1,623 |
May11 |
110118 |
236.65 |
239.00 |
236.15 |
237.10 |
+0.80 |
5,347 |
28,392 |
+350 |
Jul11 |
110118 |
239.35 |
240.15 |
237.40 |
238.30 |
+0.85 |
2,144 |
13,100 |
-21 |
Sep11 |
110118 |
237.50 |
238.20 |
236.20 |
236.75 |
+0.85 |
390 |
5,415 |
+221 |
Dec11 |
110118 |
232.20 |
234.55 |
232.20 |
233.40 |
+0.85 |
124 |
7,990 |
+99 |
Mar12 |
110118 |
228.90 |
228.90 |
228.75 |
228.75 |
+1.30 |
103 |
883 |
+4 |
Total Volume and Open Interest |
21,388 |
137,679 |
-963 |
Orange Juice(ICE) |
Mar11 |
110118 |
172.65 |
176.55 |
172.60 |
175.40 |
+2.35 |
1,509 |
21,918 |
+36 |
May11 |
110118 |
172.50 |
176.00 |
172.15 |
174.75 |
+2.25 |
301 |
6,079 |
-4 |
Jul11 |
110118 |
172.15 |
175.00 |
172.15 |
174.00 |
+1.40 |
27 |
2,575 |
+1 |
Sep11 |
110118 |
173.45 |
173.55 |
173.45 |
173.45 |
+1.25 |
2 |
495 |
+0 |
Nov11 |
110118 |
172.70 |
172.80 |
172.15 |
172.70 |
unch |
0 |
558 |
+4 |
Jan12 |
110118 |
172.20 |
172.30 |
172.20 |
172.20 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,839 |
31,649 |
+37 |
Sugar #11(ICE) |
Mar11 |
110118 |
31.02 |
31.55 |
30.52 |
31.12 |
+0.23 |
43,329 |
221,446 |
+1,059 |
May11 |
110118 |
28.89 |
29.60 |
28.74 |
29.30 |
+0.37 |
18,376 |
116,520 |
+585 |
Jul11 |
110118 |
26.85 |
27.48 |
26.71 |
27.34 |
+0.49 |
13,111 |
121,710 |
+1,459 |
Oct11 |
110118 |
25.40 |
25.90 |
25.20 |
25.77 |
+0.44 |
5,944 |
64,789 |
+1,233 |
Mar12 |
110118 |
24.59 |
24.98 |
24.40 |
24.94 |
+0.35 |
2,865 |
46,412 |
+377 |
Total Volume and Open Interest |
84,707 |
620,000 |
+4,577 |
London Cocoa(LCE) |
Mar11 |
110118 |
2011 |
2023 |
1995 |
2010 |
+5 |
2,969 |
60,318 |
+218 |
May11 |
110118 |
2005 |
2015 |
1986 |
2000 |
+1 |
839 |
24,481 |
+77 |
Jul11 |
110118 |
2007 |
2016 |
1988 |
2003 |
+2 |
832 |
26,748 |
-134 |
Sep11 |
110118 |
2001 |
2019 |
1987 |
2005 |
+9 |
202 |
19,704 |
+40 |
Dec11 |
110118 |
2002 |
2024 |
1991 |
2005 |
+11 |
360 |
24,612 |
+218 |
Mar12 |
110118 |
2017 |
2032 |
2010 |
2014 |
+10 |
498 |
19,744 |
-177 |
May12 |
110118 |
2017 |
2017 |
2017 |
2017 |
+10 |
0 |
3,698 |
+0 |
Total Volume and Open Interest |
5,730 |
186,308 |
+272 |
London Sugar(LCE) |
Mar11 |
110118 |
778.60 |
785.80 |
765.20 |
780.20 |
+6.00 |
1,183 |
20,965 |
-2,077 |
May11 |
110118 |
744.60 |
751.60 |
733.60 |
746.80 |
+8.50 |
609 |
11,693 |
-1,186 |
Aug11 |
110118 |
706.20 |
714.60 |
698.40 |
711.50 |
+10.20 |
305 |
8,325 |
+39 |
Oct11 |
110118 |
669.50 |
673.10 |
657.10 |
669.60 |
+8.00 |
4 |
2,682 |
-1 |
Dec11 |
110118 |
654.90 |
654.90 |
653.30 |
653.30 |
+12.70 |
0 |
1,055 |
+0 |
Total Volume and Open Interest |
2,101 |
45,481 |
-3,225 |
Cotton(ICE) |
Mar11 |
110118 |
142.99 |
145.44 |
142.47 |
145.44 |
+4.00 |
14,650 |
87,750 |
-2,757 |
May11 |
110118 |
136.90 |
140.37 |
136.90 |
140.37 |
+4.00 |
4,080 |
24,499 |
-676 |
Jul11 |
110118 |
131.80 |
133.93 |
131.44 |
133.93 |
+4.00 |
2,975 |
34,239 |
+746 |
Oct11 |
110118 |
113.50 |
115.88 |
113.50 |
115.88 |
+4.00 |
2 |
173 |
+0 |
Dec11 |
110118 |
102.02 |
103.29 |
102.01 |
103.29 |
+4.00 |
3,164 |
47,839 |
-503 |
Mar12 |
110118 |
97.00 |
98.01 |
96.99 |
97.77 |
+3.76 |
224 |
1,882 |
+22 |
Total Volume and Open Interest |
25,095 |
198,347 |
-3,161 |
Lumber(CME) |
Mar11 |
110118 |
303.2 |
304.0 |
296.5 |
297.1 |
-5.0 |
266 |
6,955 |
-1 |
May11 |
110118 |
315.5 |
317.0 |
312.8 |
314.5 |
-6.5 |
54 |
2,785 |
-2 |
Jul11 |
110118 |
322.7 |
323.4 |
319.5 |
322.0 |
-4.8 |
14 |
1,103 |
+5 |
Sep11 |
110118 |
319.4 |
322.0 |
315.5 |
322.0 |
unch |
0 |
185 |
+0 |
Total Volume and Open Interest |
334 |
11,029 |
-196 |
Crude Oil(NYM) |
Feb11 |
110118 |
91.51 |
91.90 |
90.55 |
91.38 |
-0.16 |
313,331 |
88,818 |
-40,847 |
Mar11 |
110118 |
92.55 |
92.89 |
91.46 |
92.31 |
-0.26 |
238,650 |
374,420 |
+11,781 |
Apr11 |
110118 |
93.53 |
93.90 |
92.45 |
93.33 |
-0.23 |
133,620 |
112,436 |
+3,007 |
May11 |
110118 |
94.37 |
94.77 |
93.31 |
94.24 |
-0.19 |
59,697 |
84,694 |
-3,844 |
Jun11 |
110118 |
94.97 |
95.45 |
93.97 |
94.92 |
-0.16 |
59,472 |
108,349 |
+1,590 |
Jul11 |
110118 |
95.41 |
95.76 |
94.50 |
95.43 |
-0.13 |
17,861 |
59,400 |
-2,284 |
Aug11 |
110118 |
95.47 |
96.05 |
94.99 |
95.76 |
-0.12 |
8,562 |
31,785 |
+1,246 |
Sep11 |
110118 |
95.72 |
96.23 |
95.13 |
96.00 |
-0.13 |
5,872 |
30,615 |
+60 |
Oct11 |
110118 |
96.12 |
96.60 |
95.51 |
96.20 |
-0.13 |
4,114 |
19,773 |
+12 |
Nov11 |
110118 |
96.08 |
96.44 |
95.60 |
96.36 |
-0.14 |
3,879 |
20,281 |
+280 |
Dec11 |
110118 |
96.64 |
97.02 |
95.54 |
96.50 |
-0.14 |
35,507 |
163,229 |
+1,291 |
Jan12 |
110118 |
96.21 |
96.51 |
96.21 |
96.51 |
-0.15 |
2,400 |
31,044 |
+1,105 |
Feb12 |
110118 |
96.50 |
96.50 |
96.49 |
96.49 |
-0.15 |
462 |
8,632 |
+42 |
Mar12 |
110118 |
96.47 |
96.47 |
96.47 |
96.47 |
-0.14 |
208 |
12,469 |
+85 |
Apr12 |
110118 |
96.44 |
96.44 |
96.44 |
96.44 |
-0.13 |
65 |
4,958 |
+1 |
May12 |
110118 |
96.41 |
96.41 |
96.41 |
96.41 |
-0.13 |
1,021 |
7,195 |
+850 |
Total Volume and Open Interest |
903,578 |
1,495,239 |
-23,415 |
e-miNY Crude Oil(NYM) |
Jan11 |
101217 |
87.925 |
88.500 |
87.025 |
88.025 |
+0.325 |
5,348 |
3,079 |
-457 |
Feb11 |
110118 |
91.650 |
91.950 |
90.575 |
91.375 |
-0.175 |
7,447 |
2,643 |
-394 |
Mar11 |
110118 |
92.800 |
92.950 |
91.500 |
92.300 |
-0.275 |
1,932 |
4,586 |
+48 |
Apr11 |
110118 |
93.600 |
93.850 |
92.575 |
93.325 |
-0.225 |
120 |
698 |
+20 |
May11 |
110118 |
93.625 |
94.300 |
93.625 |
94.250 |
-0.175 |
7 |
52 |
+0 |
Jun11 |
110118 |
94.925 |
94.925 |
94.925 |
94.925 |
-0.150 |
2 |
54 |
+0 |
Jul11 |
110118 |
95.425 |
95.425 |
95.425 |
95.425 |
-0.125 |
0 |
13 |
+0 |
Aug11 |
110118 |
95.750 |
95.750 |
95.750 |
95.750 |
-0.125 |
1 |
11 |
+0 |
Sep11 |
110118 |
96.000 |
96.000 |
96.000 |
96.000 |
-0.125 |
0 |
6 |
+0 |
Oct11 |
110118 |
96.200 |
96.200 |
96.200 |
96.200 |
-0.125 |
1 |
42 |
+0 |
Total Volume and Open Interest |
9,515 |
8,389 |
-322 |
Heating Oil(NYM) |
Feb11 |
110118 |
264.30 |
266.17 |
262.18 |
264.59 |
+0.07 |
42,328 |
71,764 |
-3,499 |
Mar11 |
110118 |
264.86 |
266.34 |
262.45 |
264.89 |
+0.03 |
29,900 |
77,106 |
+1,545 |
Apr11 |
110118 |
264.30 |
265.24 |
261.39 |
263.91 |
-0.20 |
10,018 |
35,305 |
+996 |
May11 |
110118 |
262.24 |
264.35 |
260.98 |
263.06 |
-0.41 |
9,648 |
22,496 |
+785 |
Jun11 |
110118 |
263.02 |
264.30 |
260.67 |
262.96 |
-0.57 |
11,014 |
34,203 |
+1,511 |
Jul11 |
110118 |
263.89 |
265.26 |
261.70 |
263.95 |
-0.73 |
2,493 |
10,713 |
-84 |
Aug11 |
110118 |
264.99 |
266.39 |
263.00 |
265.08 |
-0.87 |
777 |
6,208 |
+100 |
Sep11 |
110118 |
266.48 |
267.78 |
264.30 |
266.51 |
-0.82 |
1,421 |
8,177 |
+241 |
Oct11 |
110118 |
265.80 |
269.26 |
265.80 |
267.98 |
-0.78 |
429 |
4,394 |
+109 |
Nov11 |
110118 |
267.20 |
270.09 |
267.20 |
269.44 |
-0.76 |
550 |
5,197 |
+66 |
Dec11 |
110118 |
271.41 |
272.07 |
268.40 |
270.67 |
-0.74 |
3,816 |
17,147 |
-295 |
Jan12 |
110118 |
270.57 |
271.88 |
270.57 |
271.88 |
-0.73 |
1,056 |
3,332 |
+69 |
Total Volume and Open Interest |
113,893 |
304,082 |
+1,695 |
Gasoline(NYMEX) |
Feb11 |
110118 |
249.27 |
250.78 |
245.23 |
247.92 |
-1.54 |
32,100 |
61,488 |
-315 |
Mar11 |
110118 |
250.64 |
251.92 |
246.69 |
249.39 |
-1.25 |
25,852 |
82,269 |
+1,895 |
Apr11 |
110118 |
260.40 |
262.00 |
257.53 |
259.85 |
-1.03 |
15,211 |
32,013 |
+978 |
May11 |
110118 |
260.50 |
261.78 |
257.61 |
260.36 |
-0.86 |
9,315 |
22,578 |
+482 |
Jun11 |
110118 |
260.74 |
261.86 |
257.62 |
260.21 |
-0.71 |
8,549 |
24,864 |
+1,000 |
Jul11 |
110118 |
259.05 |
260.85 |
257.78 |
259.44 |
-0.60 |
1,643 |
9,165 |
+302 |
Aug11 |
110118 |
256.39 |
259.05 |
256.39 |
257.96 |
-0.46 |
691 |
6,368 |
-76 |
Sep11 |
110118 |
254.67 |
257.51 |
254.67 |
256.03 |
-0.49 |
898 |
4,943 |
+116 |
Oct11 |
110118 |
246.12 |
246.12 |
245.00 |
245.10 |
-0.52 |
762 |
4,645 |
+187 |
Nov11 |
110118 |
242.70 |
244.00 |
242.70 |
243.05 |
-0.57 |
710 |
1,682 |
-33 |
Total Volume and Open Interest |
97,563 |
284,412 |
+4,297 |
e-miNY RBOB Gasoline(NYM) |
Feb11 |
110118 |
247.90 |
247.92 |
247.90 |
247.90 |
-1.60 |
0 |
3 |
+0 |
Mar11 |
110118 |
249.40 |
249.40 |
249.39 |
249.40 |
-1.20 |
0 |
1 |
+0 |
Apr11 |
110118 |
259.90 |
259.90 |
259.85 |
259.90 |
-1.00 |
0 |
1 |
+0 |
May11 |
110118 |
260.40 |
260.40 |
260.36 |
260.40 |
-0.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Feb11 |
110118 |
4.494 |
4.545 |
4.387 |
4.425 |
-0.055 |
130,337 |
90,758 |
-8,673 |
Mar11 |
110118 |
4.511 |
4.550 |
4.404 |
4.446 |
-0.044 |
84,850 |
239,162 |
+5,835 |
Apr11 |
110118 |
4.500 |
4.535 |
4.405 |
4.450 |
-0.034 |
27,424 |
92,910 |
+172 |
May11 |
110118 |
4.570 |
4.570 |
4.448 |
4.492 |
-0.033 |
11,683 |
78,474 |
+1,352 |
Jun11 |
110118 |
4.604 |
4.611 |
4.500 |
4.541 |
-0.033 |
3,777 |
21,250 |
-6 |
Jul11 |
110118 |
4.670 |
4.674 |
4.565 |
4.608 |
-0.034 |
5,110 |
29,191 |
+501 |
Aug11 |
110118 |
4.700 |
4.700 |
4.595 |
4.638 |
-0.032 |
3,301 |
18,717 |
+144 |
Sep11 |
110118 |
4.674 |
4.708 |
4.605 |
4.647 |
-0.031 |
2,234 |
13,458 |
+0 |
Oct11 |
110118 |
4.750 |
4.765 |
4.663 |
4.704 |
-0.032 |
15,534 |
54,750 |
+1,902 |
Nov11 |
110118 |
4.895 |
4.900 |
4.831 |
4.867 |
-0.021 |
1,993 |
22,939 |
+268 |
Dec11 |
110118 |
5.153 |
5.153 |
5.050 |
5.092 |
-0.018 |
2,542 |
21,993 |
+217 |
Jan12 |
110118 |
5.265 |
5.268 |
5.186 |
5.229 |
-0.019 |
8,675 |
38,837 |
+543 |
Feb12 |
110118 |
5.190 |
5.203 |
5.163 |
5.192 |
-0.018 |
630 |
8,503 |
+325 |
Mar12 |
110118 |
5.095 |
5.110 |
5.063 |
5.095 |
-0.015 |
639 |
21,499 |
+222 |
Apr12 |
110118 |
4.870 |
4.885 |
4.850 |
4.885 |
+0.003 |
449 |
20,449 |
+2 |
May12 |
110118 |
4.898 |
4.899 |
4.850 |
4.890 |
+0.004 |
81 |
5,151 |
-30 |
Total Volume and Open Interest |
300,402 |
843,029 |
+3,013 |
Brent Crude Oil(ICE) |
Mar11 |
110118 |
97.40 |
98.37 |
96.60 |
97.80 |
+0.37 |
85,289 |
276,250 |
-3,574 |
Apr11 |
110118 |
97.38 |
98.38 |
96.66 |
97.85 |
+0.46 |
53,034 |
156,992 |
+8,872 |
May11 |
110118 |
97.74 |
98.50 |
96.86 |
98.02 |
+0.49 |
17,322 |
75,051 |
+194 |
Jun11 |
110118 |
97.86 |
98.66 |
97.05 |
98.17 |
+0.51 |
16,418 |
96,343 |
+559 |
Jul11 |
110118 |
98.08 |
98.71 |
97.21 |
98.24 |
+0.54 |
7,218 |
30,240 |
-695 |
Aug11 |
110118 |
98.08 |
98.71 |
97.23 |
98.26 |
+0.56 |
2,341 |
15,942 |
-611 |
Sep11 |
110118 |
97.99 |
98.60 |
97.21 |
98.27 |
+0.59 |
1,116 |
24,265 |
-51 |
Oct11 |
110118 |
98.02 |
98.70 |
97.29 |
98.28 |
+0.60 |
733 |
17,761 |
-80 |
Nov11 |
110118 |
98.06 |
98.71 |
97.29 |
98.31 |
+0.63 |
798 |
10,941 |
-204 |
Dec11 |
110118 |
97.88 |
98.70 |
97.20 |
98.34 |
+0.66 |
7,474 |
100,529 |
-1,894 |
Jan12 |
110118 |
98.35 |
98.35 |
98.35 |
98.35 |
+0.66 |
544 |
11,786 |
-216 |
Feb12 |
110118 |
98.35 |
98.35 |
98.35 |
98.35 |
+0.67 |
179 |
6,225 |
+39 |
Mar12 |
110118 |
98.33 |
98.33 |
98.33 |
98.33 |
+0.67 |
55 |
3,750 |
+2 |
Apr12 |
110118 |
98.28 |
98.28 |
98.28 |
98.28 |
+0.68 |
4 |
2,161 |
+2 |
Total Volume and Open Interest |
193,177 |
930,389 |
+2,195 |
Gas Oil(ICE) |
Feb11 |
110118 |
809.75 |
820.00 |
808.00 |
818.00 |
+8.00 |
19,451 |
131,522 |
-2,768 |
Mar11 |
110118 |
813.75 |
824.25 |
812.00 |
822.25 |
+7.75 |
23,194 |
129,745 |
+2,390 |
Apr11 |
110118 |
816.50 |
826.75 |
814.25 |
824.25 |
+7.25 |
9,886 |
66,163 |
+2,085 |
May11 |
110118 |
819.75 |
828.50 |
816.50 |
826.25 |
+6.75 |
3,800 |
56,323 |
+1,117 |
Jun11 |
110118 |
822.50 |
830.75 |
818.75 |
828.50 |
+6.50 |
5,957 |
52,789 |
-151 |
Jul11 |
110118 |
828.00 |
832.00 |
822.00 |
831.25 |
+6.25 |
2,523 |
21,604 |
+544 |
Aug11 |
110118 |
831.00 |
835.25 |
825.25 |
834.00 |
+6.00 |
828 |
21,102 |
+442 |
Sep11 |
110118 |
832.25 |
838.25 |
828.25 |
837.00 |
+5.75 |
807 |
17,279 |
+368 |
Oct11 |
110118 |
836.00 |
839.75 |
830.00 |
839.00 |
+6.00 |
564 |
12,586 |
-24 |
Nov11 |
110118 |
837.00 |
840.75 |
831.00 |
839.75 |
+5.75 |
377 |
10,329 |
+12 |
Total Volume and Open Interest |
70,499 |
630,433 |
+4,715 |
Ethanol(CBOT) |
Jan11 |
110105 |
2.315 |
2.315 |
2.305 |
2.305 |
-0.008 |
63 |
135 |
-73 |
Feb11 |
110118 |
2.335 |
2.350 |
2.335 |
2.349 |
+0.007 |
150 |
612 |
-140 |
Mar11 |
110118 |
2.332 |
2.380 |
2.332 |
2.359 |
+0.010 |
227 |
1,381 |
-93 |
Apr11 |
110118 |
2.369 |
2.382 |
2.369 |
2.377 |
+0.017 |
125 |
858 |
-74 |
May11 |
110118 |
2.397 |
2.403 |
2.392 |
2.400 |
+0.021 |
110 |
446 |
+64 |
Jun11 |
110118 |
2.420 |
2.421 |
2.410 |
2.415 |
+0.024 |
20 |
590 |
+10 |
Jul11 |
110118 |
2.405 |
2.430 |
2.400 |
2.427 |
+0.031 |
24 |
777 |
+4 |
Aug11 |
110118 |
2.402 |
2.418 |
2.402 |
2.416 |
+0.029 |
44 |
784 |
+4 |
Total Volume and Open Interest |
845 |
7,739 |
-180 |
WTI Crude Oil(ICE |
Feb11 |
110118 |
90.90 |
91.89 |
90.56 |
91.38 |
+0.44 |
7,683 |
35,667 |
-2,243 |
Mar11 |
110118 |
91.93 |
92.88 |
91.46 |
92.31 |
+0.44 |
15,739 |
130,864 |
+191 |
Apr11 |
110118 |
92.92 |
93.85 |
92.46 |
93.33 |
+0.45 |
8,192 |
58,557 |
+66 |
May11 |
110118 |
94.43 |
94.70 |
93.38 |
94.24 |
+0.50 |
4,165 |
41,933 |
-958 |
Jun11 |
110118 |
95.07 |
95.42 |
94.00 |
94.92 |
+0.57 |
3,110 |
68,140 |
+504 |
Jul11 |
110118 |
95.44 |
95.78 |
94.73 |
95.43 |
+0.60 |
498 |
19,987 |
-237 |
Aug11 |
110118 |
95.88 |
96.07 |
95.18 |
95.76 |
+0.62 |
207 |
11,185 |
-25 |
Sep11 |
110118 |
96.21 |
96.31 |
95.09 |
96.00 |
+0.61 |
184 |
16,315 |
-9 |
Oct11 |
110118 |
95.49 |
96.50 |
95.49 |
96.20 |
+0.60 |
75 |
12,080 |
+0 |
Nov11 |
110118 |
96.36 |
96.36 |
96.36 |
96.36 |
+0.58 |
64 |
9,048 |
-4 |
Dec11 |
110118 |
96.30 |
97.01 |
95.50 |
96.50 |
+0.57 |
2,705 |
72,300 |
-57 |
Jan12 |
110118 |
96.51 |
96.51 |
96.51 |
96.51 |
+0.53 |
8 |
6,284 |
+1 |
Feb12 |
110118 |
96.49 |
96.49 |
96.49 |
96.49 |
+0.51 |
8 |
1,194 |
-4 |
Mar12 |
110118 |
96.47 |
96.47 |
96.47 |
96.47 |
+0.52 |
10 |
3,234 |
+0 |
Apr12 |
110118 |
96.44 |
96.44 |
96.44 |
96.44 |
+0.53 |
21 |
768 |
-9 |
May12 |
110118 |
96.41 |
96.41 |
96.41 |
96.41 |
+0.52 |
22 |
874 |
+0 |
Total Volume and Open Interest |
43,774 |
581,664 |
-2,136 |
US Dollar Index(ICE) |
Mar11 |
110118 |
79.635 |
79.665 |
78.755 |
79.160 |
-0.205 |
7,612 |
31,829 |
+4,013 |
Jun11 |
110118 |
80.085 |
80.085 |
79.215 |
79.535 |
-0.220 |
51 |
984 |
+42 |
Sep11 |
110118 |
79.895 |
79.895 |
79.895 |
79.895 |
-0.220 |
0 |
2 |
+0 |
Total Volume and Open Interest |
7,663 |
32,815 |
+4,055 |
Australian Dollar(CME) |
Mar11 |
110118 |
98.33 |
99.37 |
97.93 |
99.16 |
+0.92 |
102,608 |
113,138 |
-1,453 |
Jun11 |
110118 |
96.99 |
98.10 |
96.83 |
98.02 |
+0.91 |
204 |
667 |
+141 |
Sep11 |
110118 |
96.81 |
96.81 |
95.91 |
96.81 |
+0.90 |
0 |
14 |
+0 |
Total Volume and Open Interest |
102,812 |
113,913 |
-1,312 |
British Pound(CME) |
Mar11 |
110118 |
158.70 |
160.54 |
158.28 |
159.69 |
+0.94 |
114,305 |
82,041 |
-3,059 |
Jun11 |
110118 |
158.42 |
160.35 |
158.19 |
159.51 |
+0.93 |
63 |
191 |
-12 |
Sep11 |
110118 |
158.40 |
159.50 |
158.30 |
159.22 |
+0.92 |
0 |
5 |
+0 |
Total Volume and Open Interest |
114,368 |
82,269 |
-3,071 |
Canadian Dollar(CME) |
Mar11 |
110118 |
101.09 |
101.53 |
100.54 |
100.65 |
-0.29 |
83,226 |
124,500 |
-1,651 |
Jun11 |
110118 |
100.76 |
101.26 |
100.33 |
100.41 |
-0.28 |
151 |
2,496 |
+60 |
Sep11 |
110118 |
100.28 |
100.36 |
100.07 |
100.08 |
-0.28 |
4 |
1,021 |
+1 |
Dec11 |
110118 |
100.28 |
100.28 |
99.70 |
99.79 |
-0.27 |
90 |
1,252 |
+11 |
Total Volume and Open Interest |
83,474 |
129,276 |
-1,576 |
Japanese Yen(CME) |
Mar11 |
110118 |
120.67 |
121.52 |
120.53 |
121.17 |
+0.63 |
123,473 |
105,158 |
-1,009 |
Jun11 |
110118 |
120.68 |
121.62 |
120.67 |
121.30 |
+0.63 |
35 |
453 |
+14 |
Sep11 |
110118 |
121.48 |
121.48 |
120.85 |
121.48 |
+0.63 |
0 |
17 |
+0 |
Total Volume and Open Interest |
123,508 |
105,639 |
-995 |
Swiss Franc(CME) |
Mar11 |
110118 |
103.87 |
104.75 |
103.39 |
103.86 |
+0.17 |
41,642 |
40,288 |
-928 |
Jun11 |
110118 |
103.65 |
104.72 |
103.57 |
103.96 |
+0.16 |
11 |
64 |
+3 |
Sep11 |
110118 |
104.08 |
104.08 |
103.92 |
104.08 |
+0.16 |
1 |
4 |
+1 |
Total Volume and Open Interest |
41,654 |
40,358 |
-924 |
EuroFX(CME) |
Mar11 |
110118 |
133.69 |
134.61 |
132.34 |
133.80 |
+0.27 |
358,114 |
180,786 |
-9,849 |
Jun11 |
110118 |
133.19 |
134.45 |
132.17 |
133.67 |
+0.27 |
439 |
1,888 |
+50 |
Sep11 |
110118 |
132.36 |
133.48 |
132.36 |
133.48 |
+0.25 |
3 |
32 |
+0 |
Total Volume and Open Interest |
358,560 |
183,044 |
-9,803 |
Mexican Peso(CME) |
Jan11 |
110114 |
825.8 |
825.8 |
825.8 |
825.8 |
unch |
|
|
|
Feb11 |
110118 |
830.5 |
831.2 |
830.5 |
830.5 |
-0.8 |
|
|
|
Total Volume and Open Interest |
31,592 |
137,729 |
+3,889 |
30-Year T-Bonds(CBOT) |
Mar11 |
110118 |
120~310 |
121~240 |
119~230 |
120~140 |
-0~150 |
277,677 |
566,024 |
+298 |
Jun11 |
110118 |
119~120 |
120~000 |
118~070 |
118~270 |
-0~140 |
462 |
1,002 |
+168 |
Sep11 |
110118 |
117~080 |
117~210 |
117~080 |
117~080 |
-0~130 |
|
|
|
Total Volume and Open Interest |
278,139 |
567,026 |
+466 |
10-Year T-Notes(CBOT) |
Mar11 |
110118 |
120~285 |
121~095 |
120~065 |
120~190 |
-0~085 |
1,123,821 |
1,336,924 |
-3,125 |
Jun11 |
110118 |
119~215 |
120~010 |
119~045 |
119~115 |
-0~105 |
1,878 |
4,128 |
+933 |
Sep11 |
110118 |
118~090 |
118~195 |
118~090 |
118~090 |
-0~105 |
|
|
|
Total Volume and Open Interest |
1,125,699 |
1,341,056 |
-2,192 |
5-Year T-Notes(CBOT) |
Mar11 |
110118 |
118~024 |
118~058 |
117~106 |
118~013 |
-0~009 |
555,254 |
1,088,270 |
+11,989 |
Jun11 |
110118 |
117~048 |
117~048 |
117~005 |
117~032 |
-0~016 |
7 |
75 |
-4 |
Sep11 |
110118 |
116~056 |
116~072 |
116~056 |
116~056 |
-0~016 |
|
|
|
Total Volume and Open Interest |
555,261 |
1,088,345 |
+11,985 |
2 Year T-Notes(CBOT) |
Mar11 |
110118 |
109~064 |
109~072 |
109~057 |
109~063 |
unch |
219,698 |
709,585 |
+6,266 |
Jun11 |
110118 |
109~030 |
109~030 |
109~024 |
109~030 |
unch |
129 |
339 |
+75 |
Sep11 |
110118 |
108~125 |
108~125 |
108~125 |
108~125 |
unch |
|
|
|
Total Volume and Open Interest |
219,827 |
709,924 |
+6,341 |
Eurodollars(CME) |
Mar11 |
110118 |
99.645 |
99.650 |
99.640 |
99.650 |
+0.005 |
146,443 |
1,157,592 |
-26,383 |
Jun11 |
110118 |
99.560 |
99.570 |
99.545 |
99.565 |
+0.010 |
168,300 |
1,131,261 |
-2,731 |
Sep11 |
110118 |
99.445 |
99.465 |
99.420 |
99.445 |
+0.005 |
186,361 |
990,611 |
+9,690 |
Dec11 |
110118 |
99.285 |
99.310 |
99.245 |
99.280 |
+0.005 |
205,252 |
797,627 |
+1,584 |
Mar12 |
110118 |
99.075 |
99.105 |
99.025 |
99.065 |
+0.005 |
308,138 |
836,799 |
-25,324 |
Jun12 |
110118 |
98.815 |
98.850 |
98.760 |
98.800 |
unch |
243,705 |
556,524 |
+12,103 |
Sep12 |
110118 |
98.545 |
98.595 |
98.485 |
98.530 |
unch |
188,897 |
450,378 |
+4,509 |
Dec12 |
110118 |
98.270 |
98.325 |
98.210 |
98.260 |
unch |
183,392 |
301,776 |
-183 |
Mar13 |
110118 |
98.010 |
98.075 |
97.945 |
98.000 |
unch |
130,744 |
196,830 |
-2,199 |
Jun13 |
110118 |
97.740 |
97.810 |
97.675 |
97.735 |
unch |
78,784 |
161,387 |
+3,515 |
Sep13 |
110118 |
97.480 |
97.560 |
97.415 |
97.475 |
-0.005 |
71,234 |
182,187 |
+1,573 |
Dec13 |
110118 |
97.220 |
97.300 |
97.150 |
97.210 |
-0.015 |
57,365 |
140,761 |
-1,847 |
Mar14 |
110118 |
96.990 |
97.075 |
96.920 |
96.975 |
-0.025 |
25,026 |
109,718 |
+444 |
Jun14 |
110118 |
96.760 |
96.850 |
96.680 |
96.735 |
-0.035 |
20,260 |
104,009 |
-285 |
Sep14 |
110118 |
96.545 |
96.625 |
96.450 |
96.500 |
-0.045 |
16,216 |
61,881 |
-262 |
Dec14 |
110118 |
96.310 |
96.405 |
96.215 |
96.270 |
-0.050 |
17,453 |
72,640 |
+1,007 |
Mar15 |
110118 |
96.125 |
96.215 |
96.030 |
96.075 |
-0.060 |
11,606 |
52,618 |
+556 |
Jun15 |
110118 |
4.200 |
4.285 |
4.095 |
4.135 |
-0.070 |
11,514 |
34,568 |
-1,161 |
Total Volume and Open Interest |
2,111,883 |
7,511,683 |
-95,793 |
30 Day Federal Funds(CBOT) |
Jan11 |
110118 |
99.830 |
99.830 |
99.827 |
99.830 |
unch |
4,788 |
66,870 |
-2,314 |
Feb11 |
110118 |
99.835 |
99.835 |
99.825 |
99.830 |
unch |
5,890 |
65,069 |
+1,738 |
Mar11 |
110118 |
99.835 |
99.840 |
99.830 |
99.835 |
+0.005 |
1,380 |
46,499 |
+287 |
Apr11 |
110118 |
99.835 |
99.845 |
99.830 |
99.840 |
+0.005 |
914 |
42,603 |
+327 |
May11 |
110118 |
99.835 |
99.850 |
99.835 |
99.840 |
+0.005 |
1,357 |
63,671 |
+808 |
Jun11 |
110118 |
99.835 |
99.845 |
99.830 |
99.840 |
+0.010 |
2,182 |
36,169 |
+1,220 |
Total Volume and Open Interest |
41,426 |
560,790 |
+5,184 |
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 |
110118 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
0 |
1,161 |
+0 |
Jun11 |
110118 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
175 |
+0 |
Sep11 |
110118 |
99.632 |
99.632 |
99.632 |
99.632 |
-0.005 |
|
|
|
Dec11 |
110118 |
99.618 |
99.618 |
99.618 |
99.618 |
-0.005 |
0 |
75 |
+0 |
Mar12 |
110118 |
99.595 |
99.595 |
99.595 |
99.595 |
-0.005 |
|
|
|
Jun12 |
110118 |
99.640 |
99.640 |
99.640 |
99.640 |
-0.005 |
|
|
|
Sep12 |
110118 |
99.590 |
99.590 |
99.590 |
99.590 |
-0.005 |
|
|
|
Dec12 |
110118 |
99.495 |
99.495 |
99.495 |
99.495 |
-0.005 |
|
|
|
Mar13 |
110118 |
99.495 |
99.495 |
99.495 |
99.495 |
-0.005 |
|
|
|
Jun13 |
110118 |
99.450 |
99.450 |
99.450 |
99.450 |
-0.005 |
|
|
|
Total Volume and Open Interest |
0 |
1,411 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110118 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
300 |
2,976 |
+0 |
Jun11 |
110118 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,262 |
+0 |
Sep11 |
110118 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
622 |
-200 |
Dec11 |
110118 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
1,818 |
+0 |
Mar12 |
110118 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
305 |
+0 |
Jun12 |
110118 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
110118 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
310 |
+0 |
Dec12 |
110118 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
300 |
8,052 |
-200 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110118 |
139.91 |
139.96 |
139.62 |
139.67 |
-0.17 |
3,258 |
12,297 |
-31 |
Jun11 |
110118 |
137.58 |
137.58 |
137.58 |
137.58 |
-0.17 |
|
|
|
Sep11 |
110118 |
135.49 |
135.49 |
135.49 |
135.49 |
-0.17 |
|
|
|
Total Volume and Open Interest |
3,258 |
12,297 |
-31 |
Euro-Bund(EUREX) |
Mar11 |
110118 |
124.75 |
124.75 |
123.97 |
124.06 |
-0.70 |
444,307 |
1,442,035 |
+274,130 |
Jun11 |
110118 |
123.26 |
123.26 |
122.64 |
122.64 |
-0.71 |
198 |
1,823 |
-170 |
Sep11 |
110118 |
122.37 |
122.37 |
122.37 |
122.37 |
-0.70 |
|
|
|
Total Volume and Open Interest |
444,505 |
1,443,858 |
+273,960 |
Euro-Bobl(EUREX) |
Mar11 |
110118 |
117.88 |
117.90 |
117.46 |
117.51 |
-0.42 |
347,796 |
961,168 |
+97,259 |
Jun11 |
110118 |
116.14 |
116.22 |
116.08 |
116.08 |
-0.42 |
1,273 |
6,851 |
-14 |
Sep11 |
110118 |
116.08 |
116.08 |
116.08 |
116.08 |
-0.42 |
|
|
|
Total Volume and Open Interest |
349,069 |
968,019 |
+97,245 |
3-Mth Euribor(EUREX) |
Mar11 |
110118 |
98.850 |
98.850 |
98.830 |
98.835 |
-0.020 |
14 |
5,806 |
-5 |
Jun11 |
110118 |
98.660 |
98.660 |
98.650 |
98.650 |
-0.050 |
43 |
9,157 |
+0 |
Sep11 |
110118 |
98.480 |
98.480 |
98.470 |
98.470 |
-0.070 |
71 |
1,982 |
+30 |
Total Volume and Open Interest |
152 |
24,226 |
+37 |
Long Gilt(LIFFE) |
Mar11 |
110118 |
117~09 |
117~16 |
116~30 |
117~04 |
-0~13 |
44,139 |
239,107 |
-4,102 |
Jun11 |
110118 |
116~00 |
116~00 |
116~00 |
116~00 |
-0~17 |
|
|
|
Total Volume and Open Interest |
44,139 |
239,107 |
-4,102 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110118 |
99.10 |
99.12 |
99.06 |
99.09 |
-0.01 |
20,654 |
320,089 |
-47 |
Jun11 |
110118 |
98.88 |
98.89 |
98.82 |
98.87 |
-0.01 |
35,534 |
302,866 |
+752 |
Sep11 |
110118 |
98.63 |
98.66 |
98.57 |
98.63 |
-0.02 |
30,157 |
265,296 |
-3,493 |
Dec11 |
110118 |
98.39 |
98.42 |
98.30 |
98.38 |
-0.03 |
59,371 |
302,147 |
+15,092 |
Mar12 |
110118 |
98.12 |
98.18 |
98.05 |
98.14 |
-0.02 |
36,348 |
262,785 |
+2,227 |
Jun12 |
110118 |
97.86 |
97.93 |
97.79 |
97.89 |
-0.01 |
27,057 |
175,651 |
+2,490 |
Total Volume and Open Interest |
246,342 |
2,014,625 |
+18,724 |
3-Mth Euribor(LIFFE) |
Mar11 |
110118 |
98.855 |
98.870 |
98.825 |
98.835 |
-0.020 |
174,596 |
610,726 |
+2,518 |
Jun11 |
110118 |
98.690 |
98.700 |
98.635 |
98.650 |
-0.050 |
144,779 |
491,109 |
+2,429 |
Sep11 |
110118 |
98.530 |
98.530 |
98.450 |
98.470 |
-0.070 |
101,968 |
402,438 |
+180 |
Total Volume and Open Interest |
914,968 |
2,966,123 |
-6,641 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110118 |
95.00 |
95.02 |
94.99 |
95.02 |
+0.02 |
9,556 |
190,413 |
+470 |
Jun11 |
110118 |
94.91 |
94.93 |
94.90 |
94.93 |
+0.02 |
7,935 |
139,292 |
+1,593 |
Sep11 |
110118 |
94.78 |
94.80 |
94.77 |
94.79 |
+0.01 |
7,047 |
90,418 |
+750 |
Dec11 |
110118 |
94.67 |
94.70 |
94.66 |
94.68 |
+0.01 |
3,229 |
58,491 |
+339 |
Mar12 |
110118 |
94.59 |
94.62 |
94.59 |
94.60 |
+0.01 |
1,397 |
44,623 |
-476 |
Jun12 |
110118 |
94.53 |
94.56 |
94.53 |
94.54 |
unch |
1,011 |
40,361 |
+40 |
Sep12 |
110118 |
94.49 |
94.52 |
94.49 |
94.50 |
unch |
754 |
24,446 |
+160 |
Dec12 |
110118 |
94.44 |
94.47 |
94.44 |
94.46 |
unch |
508 |
11,873 |
+308 |
Mar13 |
110118 |
94.40 |
94.42 |
94.39 |
94.42 |
unch |
111 |
2,858 |
+101 |
Jun13 |
110118 |
94.38 |
94.38 |
94.38 |
94.38 |
unch |
0 |
588 |
+0 |
Total Volume and Open Interest |
31,548 |
604,266 |
+3,285 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110118 |
94.44 |
94.48 |
94.44 |
94.46 |
+0.01 |
18,035 |
344,275 |
-4,980 |
Jun11 |
110118 |
94.46 |
94.46 |
94.46 |
94.46 |
+0.01 |
|
|
|
Total Volume and Open Interest |
18,035 |
344,275 |
-4,980 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110118 |
94.85 |
94.89 |
94.84 |
94.87 |
+0.01 |
70,562 |
418,290 |
+7,678 |
Jun11 |
110118 |
94.87 |
94.87 |
94.87 |
94.87 |
+0.01 |
|
|
|
Total Volume and Open Interest |
70,562 |
418,290 |
+7,678 |
Gold(CMX) |
Feb11 |
110118 |
1361.2 |
1376.0 |
1356.8 |
1368.2 |
+7.7 |
200,388 |
269,770 |
-7,568 |
Apr11 |
110118 |
1361.1 |
1377.7 |
1358.9 |
1369.9 |
+7.6 |
21,076 |
119,948 |
+7,194 |
Jun11 |
110118 |
1366.0 |
1378.2 |
1363.0 |
1371.9 |
+7.6 |
2,105 |
37,552 |
+241 |
Aug11 |
110118 |
1369.0 |
1380.0 |
1366.6 |
1373.8 |
+7.7 |
1,216 |
18,467 |
+955 |
Oct11 |
110118 |
1372.2 |
1377.7 |
1366.7 |
1375.8 |
+7.7 |
51 |
10,835 |
+19 |
Dec11 |
110118 |
1373.8 |
1384.7 |
1368.0 |
1377.9 |
+7.7 |
1,065 |
23,431 |
-223 |
Feb12 |
110118 |
1380.2 |
1380.2 |
1380.2 |
1380.2 |
+7.5 |
30 |
7,508 |
+17 |
Apr12 |
110118 |
1383.0 |
1383.0 |
1383.0 |
1383.0 |
+7.5 |
50 |
6,883 |
+0 |
Jun12 |
110118 |
1386.0 |
1386.0 |
1386.0 |
1386.0 |
+7.5 |
111 |
12,855 |
+89 |
Aug12 |
110118 |
1389.3 |
1389.3 |
1389.3 |
1389.3 |
+7.8 |
175 |
7,236 |
+175 |
Oct12 |
110118 |
1392.9 |
1392.9 |
1392.9 |
1392.9 |
+7.9 |
25 |
4,510 |
+25 |
Dec12 |
110118 |
1388.2 |
1401.6 |
1388.2 |
1396.9 |
+7.8 |
626 |
14,052 |
+154 |
Total Volume and Open Interest |
230,606 |
592,856 |
+2,039 |
Silver(CMX) |
Mar11 |
110118 |
2842.5 |
2908.0 |
2805.0 |
2891.2 |
+59.2 |
78,248 |
75,575 |
+1,949 |
May11 |
110118 |
2855.0 |
2908.0 |
2810.0 |
2895.7 |
+59.3 |
1,152 |
14,819 |
+72 |
Jul11 |
110118 |
2873.0 |
2902.0 |
2815.0 |
2899.9 |
+59.4 |
326 |
8,497 |
-579 |
Sep11 |
110118 |
2848.0 |
2905.0 |
2828.0 |
2903.8 |
+59.4 |
206 |
6,357 |
-28 |
Dec11 |
110118 |
2880.0 |
2919.0 |
2824.0 |
2909.4 |
+59.4 |
569 |
13,668 |
-81 |
Mar12 |
110118 |
2914.3 |
2914.3 |
2914.3 |
2914.3 |
+59.5 |
1 |
580 |
+0 |
May12 |
110118 |
2917.6 |
2917.6 |
2917.6 |
2917.6 |
+59.6 |
500 |
355 |
+0 |
Total Volume and Open Interest |
81,885 |
136,929 |
+1,048 |
Platinum(NYMEX) |
Jan11 |
110118 |
1810.0 |
1823.5 |
1808.0 |
1823.5 |
+10.1 |
3 |
348 |
+0 |
Apr11 |
110118 |
1816.9 |
1832.3 |
1803.2 |
1828.3 |
+12.3 |
7,436 |
39,527 |
+1,168 |
Jul11 |
110118 |
1821.6 |
1833.3 |
1813.4 |
1831.9 |
+12.8 |
26 |
982 |
+24 |
Oct11 |
110118 |
1834.2 |
1834.4 |
1834.2 |
1834.4 |
+13.3 |
2 |
25 |
+2 |
Total Volume and Open Interest |
7,467 |
40,903 |
+1,194 |
Palladium(NYMEX) |
Mar11 |
110118 |
789.00 |
814.70 |
782.50 |
810.45 |
+19.95 |
3,881 |
21,733 |
-124 |
Jun11 |
110118 |
790.00 |
814.65 |
790.00 |
811.75 |
+20.10 |
40 |
785 |
+3 |
Sep11 |
110118 |
812.35 |
812.35 |
812.35 |
812.35 |
+20.10 |
2 |
18 |
+2 |
Total Volume and Open Interest |
3,947 |
22,539 |
-119 |
Copper(CMX) |
Mar11 |
110118 |
443.05 |
446.30 |
436.65 |
442.80 |
+1.60 |
32,948 |
113,629 |
+1,940 |
May11 |
110118 |
443.45 |
446.00 |
437.20 |
443.00 |
+1.55 |
1,933 |
26,342 |
+767 |
Jul11 |
110118 |
439.10 |
443.60 |
436.60 |
442.30 |
+1.35 |
217 |
10,208 |
+63 |
Sep11 |
110118 |
441.80 |
441.80 |
441.45 |
441.45 |
+1.20 |
104 |
5,142 |
+6 |
Dec11 |
110118 |
435.85 |
440.60 |
435.85 |
439.45 |
+0.90 |
31 |
3,849 |
+22 |
Total Volume and Open Interest |
35,747 |
164,800 |
+2,817 |
DJIA Index(CBOT) |
Mar11 |
110118 |
11737 |
11813 |
11696 |
11811 |
+86 |
839 |
9,551 |
-602 |
Jun11 |
110118 |
11748 |
11748 |
11663 |
11748 |
+85 |
|
|
|
Sep11 |
110118 |
11692 |
11692 |
11605 |
11692 |
+87 |
|
|
|
Dec11 |
110118 |
11635 |
11635 |
11550 |
11635 |
+85 |
|
|
|
Total Volume and Open Interest |
839 |
9,551 |
-602 |
S & P 500(CME) |
Mar11 |
110118 |
1289.60 |
1295.00 |
1283.00 |
1294.70 |
+5.30 |
12,296 |
287,608 |
+1,079 |
Jun11 |
110118 |
1283.70 |
1289.70 |
1281.40 |
1289.70 |
+5.30 |
70 |
4,202 |
+0 |
Sep11 |
110118 |
1280.20 |
1284.80 |
1276.50 |
1284.80 |
+5.30 |
39 |
2,798 |
+32 |
Dec11 |
110118 |
1280.20 |
1280.20 |
1271.90 |
1280.20 |
+5.30 |
0 |
550 |
+0 |
Total Volume and Open Interest |
12,405 |
295,158 |
+1,111 |
S & P 500 E-Mini(Globex) |
Mar11 |
110118 |
1289.50 |
1295.00 |
1282.75 |
1294.75 |
+5.25 |
1,631,162 |
2,527,355 |
-3,726 |
Jun11 |
110118 |
1285.00 |
1289.75 |
1278.00 |
1289.75 |
+5.25 |
1,529 |
10,008 |
+1,246 |
Total Volume and Open Interest |
1,632,706 |
2,537,607 |
-2,480 |
NASDAQ 100(CME) |
Mar11 |
110118 |
2324.00 |
2332.00 |
2286.00 |
2330.80 |
+10.80 |
678 |
12,940 |
+202 |
Jun11 |
110118 |
2327.80 |
2327.80 |
2301.00 |
2327.80 |
+10.80 |
|
|
|
Sep11 |
110118 |
2325.30 |
2325.30 |
2322.50 |
2325.30 |
+10.80 |
|
|
|
Total Volume and Open Interest |
678 |
12,940 |
+202 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110118 |
2321.30 |
2332.50 |
2285.30 |
2330.80 |
+10.80 |
177,966 |
358,615 |
+7,770 |
Jun11 |
110118 |
2295.00 |
2327.80 |
2284.30 |
2327.80 |
+10.80 |
81 |
751 |
+3 |
Total Volume and Open Interest |
178,047 |
359,372 |
+7,773 |
S & P Midcap 400(CME) |
Mar11 |
110118 |
929.00 |
939.10 |
928.00 |
939.10 |
+8.80 |
876 |
2,589 |
+724 |
Jun11 |
110118 |
936.70 |
936.70 |
935.80 |
936.70 |
+8.90 |
|
|
|
Sep11 |
110118 |
935.40 |
935.40 |
933.80 |
935.40 |
+9.60 |
|
|
|
Total Volume and Open Interest |
876 |
2,589 |
+724 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110118 |
10605 |
10610 |
10490 |
10605 |
+10 |
8,343 |
41,283 |
-823 |
Jun11 |
110118 |
10585 |
10585 |
10575 |
10585 |
+10 |
0 |
4 |
+0 |
Total Volume and Open Interest |
8,343 |
41,287 |
-823 |
Nikkei 225(SGX) |
Mar11 |
110118 |
10500 |
10550 |
10450 |
10510 |
+15 |
87,061 |
232,278 |
+3,310 |
Jun11 |
110118 |
10430 |
10465 |
10430 |
10435 |
+10 |
58 |
2,945 |
+108 |
Sep11 |
110118 |
10440 |
10440 |
10440 |
10440 |
+15 |
|
|
|
Total Volume and Open Interest |
87,119 |
242,963 |
+3,493 |
CAC 40(EURONEXT) |
Jan11 |
110118 |
3980.0 |
4017.5 |
3976.5 |
4012.0 |
+35.5 |
81,760 |
337,363 |
-19,426 |
Feb11 |
110118 |
3973.5 |
4019.5 |
3973.5 |
4013.5 |
+35.5 |
19,337 |
33,556 |
+17,614 |
Mar11 |
110118 |
3983.5 |
4020.0 |
3983.5 |
4015.5 |
+36.0 |
431 |
42,644 |
-122 |
Total Volume and Open Interest |
101,528 |
413,603 |
-1,935 |
Hang Seng Index(HKFE) |
Jan11 |
110118 |
24198 |
24417 |
24087 |
24190 |
-24 |
65,943 |
98,408 |
-996 |
Feb11 |
110118 |
24197 |
24418 |
24105 |
24191 |
-27 |
1,050 |
3,480 |
+463 |
Mar11 |
110118 |
24136 |
24363 |
24080 |
24143 |
-24 |
241 |
6,125 |
-54 |
Total Volume and Open Interest |
67,578 |
109,437 |
-590 |
DAX(EUREX) |
Mar11 |
110118 |
7086.0 |
7165.0 |
7085.0 |
7149.0 |
+67.5 |
57,203 |
236,146 |
+20,286 |
Jun11 |
110118 |
7110.0 |
7184.0 |
7110.0 |
7170.5 |
+68.0 |
189 |
10,755 |
-1 |
Sep11 |
110118 |
7188.0 |
7190.0 |
7188.0 |
7190.0 |
+68.0 |
111 |
107 |
+10 |
Total Volume and Open Interest |
57,503 |
247,008 |
+20,295 |
FT-SE 100(EURONEXT) |
Mar11 |
110118 |
5949.50 |
6033.50 |
5949.50 |
6019.50 |
+77.00 |
51,693 |
625,611 |
+291 |
Jun11 |
110118 |
5955.00 |
5977.50 |
5955.00 |
5977.50 |
+78.00 |
0 |
1,514 |
+0 |
Sep11 |
110118 |
5935.50 |
5946.50 |
5933.00 |
5946.50 |
+78.50 |
0 |
69 |
+0 |
Total Volume and Open Interest |
51,693 |
627,194 |
+291 |
SPI 200(SFE) |
Mar11 |
110118 |
4744.0 |
4797.0 |
4737.0 |
4779.0 |
+34.0 |
20,739 |
188,825 |
-1,915 |
Jun11 |
110118 |
4801.0 |
4801.0 |
4801.0 |
4801.0 |
+34.0 |
2 |
3,019 |
-2 |
Sep11 |
110118 |
4792.0 |
4792.0 |
4792.0 |
4792.0 |
+34.0 |
102 |
1,820 |
-6 |
Total Volume and Open Interest |
21,267 |
196,137 |
-1,686 |
GSCI(CME) |
Feb11 |
110118 |
644.25 |
645.75 |
640.70 |
644.25 |
+0.25 |
1,609 |
14,545 |
+1,218 |
Mar11 |
110118 |
647.75 |
648.50 |
644.00 |
647.75 |
+1.00 |
|
|
|
Apr11 |
110118 |
651.00 |
651.00 |
651.00 |
651.00 |
|
|
|
|
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. |
|
|