|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu January 20, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110120 |
1413.00 |
1421.00 |
1383.50 |
1414.25 |
+2.75 |
122,583 |
292,385 |
-3,867 |
May11 |
110120 |
1422.50 |
1431.00 |
1393.75 |
1424.50 |
+2.50 |
31,064 |
100,654 |
+1,240 |
Jul11 |
110120 |
1430.00 |
1437.00 |
1399.75 |
1430.25 |
+2.25 |
39,591 |
92,341 |
+2,823 |
Aug11 |
110120 |
1405.00 |
1410.00 |
1382.00 |
1404.75 |
+3.25 |
773 |
3,483 |
+55 |
Sep11 |
110120 |
1360.00 |
1373.00 |
1343.25 |
1372.25 |
+4.25 |
1,404 |
4,074 |
+325 |
Nov11 |
110120 |
1335.00 |
1346.00 |
1310.50 |
1341.75 |
+5.75 |
27,479 |
136,491 |
+3,261 |
Jan12 |
110120 |
1348.75 |
1348.75 |
1318.50 |
1345.00 |
+5.75 |
659 |
11,335 |
+77 |
Total Volume and Open Interest |
225,384 |
658,883 |
+4,505 |
Soybean Meal(CBOT) |
Mar11 |
110120 |
382.00 |
385.50 |
375.90 |
385.30 |
+2.00 |
36,895 |
95,377 |
-6 |
May11 |
110120 |
385.20 |
388.00 |
378.50 |
387.90 |
+1.80 |
9,223 |
35,487 |
+685 |
Jul11 |
110120 |
386.00 |
388.40 |
379.30 |
388.40 |
+1.50 |
10,961 |
35,391 |
-265 |
Aug11 |
110120 |
376.50 |
378.40 |
370.00 |
378.40 |
+2.00 |
1,593 |
7,158 |
-19 |
Sep11 |
110120 |
365.00 |
367.60 |
359.80 |
367.60 |
+2.70 |
751 |
7,053 |
+178 |
Oct11 |
110120 |
350.20 |
353.80 |
345.00 |
353.80 |
+3.70 |
608 |
5,721 |
+33 |
Dec11 |
110120 |
346.70 |
351.60 |
342.00 |
351.60 |
+3.50 |
2,576 |
18,383 |
-278 |
Jan12 |
110120 |
351.20 |
351.20 |
348.20 |
351.20 |
+3.00 |
209 |
1,304 |
+23 |
Total Volume and Open Interest |
63,616 |
208,454 |
+690 |
Soybean Oil(CBOT) |
Mar11 |
110120 |
57.67 |
57.90 |
55.54 |
57.26 |
-0.43 |
44,124 |
195,230 |
-1,200 |
May11 |
110120 |
58.11 |
58.35 |
56.41 |
57.72 |
-0.44 |
14,913 |
64,909 |
+3,324 |
Jul11 |
110120 |
58.54 |
58.76 |
56.80 |
58.15 |
-0.42 |
13,291 |
63,774 |
+1,649 |
Aug11 |
110120 |
58.65 |
58.65 |
56.50 |
58.25 |
-0.40 |
640 |
6,374 |
+18 |
Sep11 |
110120 |
58.71 |
58.71 |
57.00 |
58.33 |
-0.38 |
763 |
8,186 |
+167 |
Oct11 |
110120 |
58.85 |
58.86 |
56.95 |
58.28 |
-0.30 |
705 |
9,047 |
+339 |
Dec11 |
110120 |
58.60 |
58.93 |
56.50 |
58.31 |
-0.33 |
3,541 |
29,742 |
+1,101 |
Jan12 |
110120 |
57.70 |
58.64 |
57.70 |
58.36 |
-0.28 |
5 |
461 |
+5 |
Total Volume and Open Interest |
77,993 |
378,648 |
+5,405 |
Canola(WCE) |
Jan11 |
110114 |
584.0 |
584.0 |
582.7 |
582.7 |
-6.6 |
8 |
4 |
+4 |
Mar11 |
110120 |
605.6 |
607.3 |
594.5 |
599.9 |
-4.8 |
10,582 |
116,924 |
-1,317 |
May11 |
110120 |
613.4 |
615.6 |
602.4 |
607.7 |
-5.2 |
4,403 |
25,912 |
+1,624 |
Jul11 |
110120 |
617.0 |
619.1 |
606.8 |
611.1 |
-5.2 |
743 |
19,493 |
+277 |
Nov11 |
110120 |
568.6 |
572.0 |
562.0 |
566.0 |
-3.1 |
1,792 |
44,185 |
+1,143 |
Total Volume and Open Interest |
17,579 |
210,218 |
+1,762 |
Corn(CBOT) |
Mar11 |
110120 |
641.25 |
654.75 |
627.50 |
654.00 |
+12.75 |
225,524 |
661,026 |
-13,118 |
May11 |
110120 |
651.00 |
664.75 |
637.50 |
664.00 |
+12.75 |
51,097 |
275,370 |
+8,687 |
Jul11 |
110120 |
655.50 |
668.50 |
641.00 |
668.00 |
+12.50 |
55,597 |
243,251 |
+2,636 |
Sep11 |
110120 |
604.75 |
616.25 |
596.75 |
616.25 |
+11.00 |
8,746 |
50,959 |
-77 |
Dec11 |
110120 |
568.25 |
576.75 |
561.00 |
576.00 |
+7.75 |
49,085 |
300,731 |
+1,208 |
Mar12 |
110120 |
576.00 |
584.50 |
569.25 |
584.50 |
+8.00 |
2,286 |
28,730 |
+238 |
Total Volume and Open Interest |
395,688 |
1,610,026 |
-163 |
Wheat(CBOT) |
Mar11 |
110120 |
798.00 |
805.75 |
782.00 |
803.50 |
+6.25 |
52,166 |
215,680 |
+1,330 |
May11 |
110120 |
825.50 |
834.00 |
811.25 |
832.00 |
+6.00 |
11,277 |
72,762 |
+1,037 |
Jul11 |
110120 |
847.75 |
854.50 |
833.75 |
853.25 |
+4.00 |
11,004 |
117,962 |
+1,852 |
Sep11 |
110120 |
869.00 |
871.00 |
850.75 |
870.50 |
+3.50 |
2,258 |
23,203 |
-47 |
Dec11 |
110120 |
883.00 |
885.75 |
865.25 |
884.75 |
+3.25 |
4,297 |
64,738 |
+337 |
Total Volume and Open Interest |
81,601 |
510,887 |
+4,781 |
Wheat(KCBT) |
Mar11 |
110120 |
878.00 |
888.00 |
865.00 |
886.25 |
+8.75 |
12,455 |
87,707 |
-57 |
May11 |
110120 |
888.75 |
898.75 |
875.75 |
897.00 |
+8.75 |
3,065 |
40,878 |
+333 |
Jul11 |
110120 |
896.00 |
906.00 |
883.00 |
903.75 |
+7.75 |
3,448 |
56,402 |
+142 |
Sep11 |
110120 |
906.75 |
915.00 |
894.75 |
914.50 |
+7.75 |
1,447 |
14,285 |
-305 |
Dec11 |
110120 |
919.00 |
925.25 |
904.25 |
925.25 |
+7.75 |
524 |
11,642 |
+71 |
Total Volume and Open Interest |
21,010 |
213,592 |
+240 |
Wheat(MGE) |
Mar11 |
110120 |
911.00 |
921.75 |
900.75 |
920.00 |
+8.75 |
3,814 |
21,461 |
-152 |
May11 |
110120 |
919.00 |
931.00 |
910.00 |
928.50 |
+9.50 |
1,642 |
15,007 |
+446 |
Jul11 |
110120 |
924.00 |
935.25 |
914.50 |
933.25 |
+9.25 |
682 |
10,423 |
+67 |
Sep11 |
110120 |
919.00 |
932.00 |
909.75 |
930.00 |
+10.50 |
296 |
10,472 |
+52 |
Dec11 |
110120 |
924.75 |
935.50 |
914.00 |
934.00 |
+9.50 |
283 |
8,868 |
-27 |
Total Volume and Open Interest |
6,751 |
67,853 |
+373 |
Oats(CBOT) |
Mar11 |
110120 |
387.25 |
389.00 |
370.25 |
382.00 |
-4.50 |
875 |
9,751 |
+16 |
May11 |
110120 |
395.00 |
395.00 |
379.00 |
389.75 |
-4.50 |
274 |
2,445 |
+164 |
Jul11 |
110120 |
397.25 |
397.25 |
382.25 |
392.75 |
-4.50 |
58 |
512 |
+17 |
Sep11 |
110120 |
363.00 |
365.50 |
359.00 |
360.50 |
-5.00 |
24 |
132 |
+16 |
Total Volume and Open Interest |
1,359 |
14,061 |
+221 |
Rough Rice(CBOT) |
Jan11 |
110114 |
13.69 |
13.69 |
13.69 |
13.69 |
+0.05 |
1 |
9 |
-8 |
Mar11 |
110120 |
14.65 |
14.72 |
14.33 |
14.70 |
+0.04 |
2,256 |
14,303 |
+419 |
May11 |
110120 |
14.90 |
15.01 |
14.64 |
14.98 |
+0.04 |
676 |
1,961 |
-12 |
Jul11 |
110120 |
15.10 |
15.28 |
14.93 |
15.25 |
+0.03 |
505 |
1,687 |
+77 |
Total Volume and Open Interest |
4,026 |
19,597 |
+641 |
Live Cattle(CME) |
Feb11 |
110120 |
108.635 |
108.850 |
108.000 |
108.650 |
-0.150 |
19,147 |
65,971 |
-3,279 |
Apr11 |
110120 |
113.035 |
113.600 |
112.650 |
113.450 |
+0.250 |
19,623 |
155,536 |
+3,354 |
Jun11 |
110120 |
112.035 |
112.900 |
111.730 |
112.680 |
+0.230 |
8,703 |
72,293 |
+2,069 |
Aug11 |
110120 |
112.680 |
113.150 |
112.150 |
113.080 |
+0.045 |
3,084 |
23,847 |
+572 |
Oct11 |
110120 |
115.650 |
115.800 |
114.950 |
115.700 |
unch |
2,169 |
15,528 |
+897 |
Dec11 |
110120 |
116.285 |
116.400 |
115.500 |
116.330 |
-0.350 |
689 |
12,831 |
+277 |
Total Volume and Open Interest |
53,712 |
348,863 |
+4,031 |
Feeder Cattle(CME) |
Jan11 |
110120 |
126.500 |
126.900 |
125.900 |
126.300 |
-0.700 |
518 |
2,668 |
-138 |
Mar11 |
110120 |
127.180 |
127.500 |
126.100 |
126.300 |
-1.200 |
2,451 |
25,334 |
+20 |
Apr11 |
110120 |
127.635 |
127.830 |
126.600 |
126.730 |
-1.270 |
556 |
6,447 |
-25 |
May11 |
110120 |
127.750 |
128.000 |
126.900 |
127.500 |
-0.735 |
534 |
8,342 |
+159 |
Aug11 |
110120 |
128.285 |
128.685 |
127.680 |
127.950 |
-0.900 |
434 |
8,956 |
+153 |
Sep11 |
110120 |
127.850 |
128.150 |
127.300 |
128.000 |
-0.250 |
151 |
1,168 |
+87 |
Oct11 |
110120 |
128.000 |
128.000 |
127.200 |
127.850 |
-0.200 |
55 |
527 |
+2 |
Total Volume and Open Interest |
4,718 |
53,711 |
+267 |
Lean Hogs(CME) |
Feb11 |
110120 |
80.050 |
80.475 |
79.350 |
80.285 |
+0.285 |
14,150 |
30,714 |
-3,994 |
Apr11 |
110120 |
86.600 |
87.035 |
85.635 |
86.750 |
+0.350 |
14,645 |
92,168 |
+3,680 |
May11 |
110120 |
94.150 |
94.600 |
93.400 |
94.550 |
+0.220 |
86 |
2,061 |
+17 |
Jun11 |
110120 |
96.800 |
97.100 |
95.800 |
96.980 |
+0.230 |
3,148 |
46,350 |
+390 |
Jul11 |
110120 |
95.900 |
96.100 |
94.850 |
95.980 |
+0.080 |
822 |
13,396 |
+306 |
Aug11 |
110120 |
95.000 |
95.300 |
94.100 |
95.150 |
-0.135 |
1,223 |
14,381 |
-12 |
Oct11 |
110120 |
85.330 |
85.330 |
84.200 |
85.250 |
+0.100 |
854 |
13,016 |
+204 |
Dec11 |
110120 |
81.000 |
81.330 |
80.330 |
81.200 |
+0.100 |
241 |
4,676 |
+35 |
Total Volume and Open Interest |
35,344 |
218,517 |
+612 |
Class III Milk(CME) |
Jan11 |
110120 |
13.47 |
13.50 |
13.46 |
13.50 |
+0.03 |
158 |
5,411 |
-29 |
Feb11 |
110120 |
14.79 |
15.38 |
14.67 |
15.34 |
+0.44 |
418 |
5,462 |
-71 |
Mar11 |
110120 |
14.85 |
15.53 |
14.76 |
15.50 |
+0.55 |
501 |
4,494 |
-23 |
Apr11 |
110120 |
15.45 |
15.75 |
15.31 |
15.67 |
+0.17 |
244 |
2,967 |
-14 |
May11 |
110120 |
15.70 |
16.00 |
15.65 |
15.90 |
+0.12 |
249 |
2,819 |
+48 |
Total Volume and Open Interest |
1,902 |
33,460 |
-19 |
Cocoa(ICE) |
Mar11 |
110120 |
3091 |
3190 |
3090 |
3178 |
+78 |
14,759 |
62,890 |
-1,587 |
May11 |
110120 |
3105 |
3202 |
3105 |
3187 |
+72 |
10,513 |
26,490 |
+528 |
Jul11 |
110120 |
3118 |
3204 |
3118 |
3194 |
+70 |
1,391 |
13,331 |
+129 |
Sep11 |
110120 |
3129 |
3204 |
3129 |
3194 |
+57 |
1,502 |
9,033 |
+307 |
Dec11 |
110120 |
3143 |
3218 |
3143 |
3209 |
+56 |
1,062 |
14,115 |
+96 |
Mar12 |
110120 |
3223 |
3275 |
3211 |
3261 |
+54 |
4,704 |
11,905 |
+1,083 |
May12 |
110120 |
3216 |
3256 |
3207 |
3253 |
+53 |
49 |
4,620 |
+0 |
Total Volume and Open Interest |
34,042 |
144,421 |
+613 |
Coffee "C"(ICE) |
Mar11 |
110120 |
232.05 |
234.20 |
226.50 |
231.80 |
-0.70 |
11,268 |
79,425 |
-1,723 |
May11 |
110120 |
233.85 |
236.00 |
228.50 |
233.65 |
-0.60 |
3,201 |
29,955 |
+902 |
Jul11 |
110120 |
235.45 |
236.25 |
230.00 |
234.95 |
-0.55 |
1,316 |
13,563 |
+538 |
Sep11 |
110120 |
235.00 |
235.00 |
229.95 |
233.75 |
-0.65 |
391 |
5,021 |
-451 |
Dec11 |
110120 |
231.50 |
231.50 |
226.95 |
230.70 |
-0.45 |
379 |
8,143 |
+95 |
Mar12 |
110120 |
226.55 |
226.65 |
224.00 |
226.65 |
-0.05 |
4 |
1,069 |
+181 |
Total Volume and Open Interest |
16,559 |
137,952 |
-458 |
Orange Juice(ICE) |
Mar11 |
110120 |
175.00 |
176.95 |
172.10 |
176.00 |
+1.00 |
1,200 |
21,751 |
-390 |
May11 |
110120 |
173.60 |
175.95 |
172.00 |
175.40 |
+0.90 |
702 |
6,705 |
+501 |
Jul11 |
110120 |
173.75 |
174.80 |
173.20 |
174.40 |
+0.65 |
9 |
2,606 |
-4 |
Sep11 |
110120 |
173.90 |
173.90 |
173.90 |
173.90 |
+0.70 |
0 |
493 |
+0 |
Nov11 |
110120 |
172.70 |
172.70 |
172.70 |
172.70 |
+0.10 |
16 |
548 |
-2 |
Jan12 |
110120 |
172.20 |
172.20 |
172.20 |
172.20 |
+0.10 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,927 |
32,127 |
+105 |
Sugar #11(ICE) |
Mar11 |
110120 |
31.18 |
31.40 |
30.04 |
31.31 |
+0.13 |
51,186 |
219,959 |
-261 |
May11 |
110120 |
29.22 |
29.38 |
28.09 |
29.28 |
+0.02 |
25,739 |
116,760 |
-543 |
Jul11 |
110120 |
27.06 |
27.23 |
26.00 |
27.02 |
-0.04 |
23,523 |
120,692 |
-1,024 |
Oct11 |
110120 |
25.60 |
25.66 |
24.52 |
25.43 |
-0.10 |
7,437 |
66,495 |
+731 |
Mar12 |
110120 |
24.60 |
24.86 |
23.80 |
24.55 |
-0.18 |
5,280 |
46,853 |
+164 |
Total Volume and Open Interest |
114,195 |
620,050 |
-868 |
London Cocoa(LCE) |
Mar11 |
110120 |
2059 |
2130 |
2058 |
2128 |
+73 |
7,878 |
60,661 |
+541 |
May11 |
110120 |
2049 |
2105 |
2045 |
2102 |
+60 |
3,123 |
25,772 |
+710 |
Jul11 |
110120 |
2058 |
2099 |
2055 |
2095 |
+49 |
738 |
26,501 |
-148 |
Sep11 |
110120 |
2057 |
2094 |
2054 |
2091 |
+48 |
2,349 |
20,929 |
+960 |
Dec11 |
110120 |
2054 |
2090 |
2050 |
2085 |
+42 |
340 |
24,750 |
+18 |
Mar12 |
110120 |
2060 |
2097 |
2059 |
2092 |
+48 |
588 |
19,873 |
+78 |
May12 |
110120 |
2094 |
2094 |
2094 |
2094 |
+47 |
2 |
3,698 |
+0 |
Total Volume and Open Interest |
16,525 |
189,692 |
+2,664 |
London Sugar(LCE) |
Mar11 |
110120 |
773.70 |
776.20 |
752.20 |
768.30 |
-3.30 |
3,083 |
20,475 |
+31 |
May11 |
110120 |
744.40 |
746.50 |
722.70 |
739.60 |
-1.80 |
1,860 |
11,270 |
-78 |
Aug11 |
110120 |
707.10 |
708.70 |
686.20 |
701.50 |
-2.60 |
329 |
8,560 |
+99 |
Oct11 |
110120 |
665.70 |
669.00 |
642.00 |
656.00 |
-6.70 |
52 |
2,693 |
+9 |
Dec11 |
110120 |
645.40 |
645.40 |
630.00 |
644.00 |
+1.60 |
16 |
1,053 |
-1 |
Total Volume and Open Interest |
5,367 |
44,842 |
+80 |
Cotton(ICE) |
Mar11 |
110120 |
149.25 |
152.94 |
148.02 |
152.94 |
+4.00 |
11,734 |
89,492 |
+2,436 |
May11 |
110120 |
144.36 |
147.31 |
142.55 |
147.27 |
+3.96 |
3,673 |
24,477 |
-133 |
Jul11 |
110120 |
136.75 |
140.40 |
135.77 |
140.36 |
+3.96 |
2,875 |
34,795 |
+463 |
Oct11 |
110120 |
116.21 |
119.93 |
116.21 |
119.93 |
+1.25 |
2 |
172 |
-1 |
Dec11 |
110120 |
104.37 |
107.07 |
103.50 |
105.70 |
+1.22 |
3,845 |
49,344 |
+1,023 |
Mar12 |
110120 |
100.00 |
101.50 |
99.00 |
100.46 |
+0.98 |
294 |
2,091 |
+169 |
Total Volume and Open Interest |
22,499 |
202,326 |
+3,939 |
Lumber(CME) |
Mar11 |
110120 |
305.0 |
305.0 |
300.2 |
303.4 |
+5.8 |
774 |
6,845 |
-51 |
May11 |
110120 |
321.7 |
321.9 |
315.7 |
320.0 |
+5.8 |
233 |
2,799 |
+6 |
Jul11 |
110120 |
322.7 |
327.5 |
322.1 |
327.5 |
+6.2 |
57 |
1,119 |
+14 |
Sep11 |
110120 |
319.6 |
324.2 |
319.6 |
323.4 |
+5.2 |
7 |
185 |
+0 |
Total Volume and Open Interest |
1,071 |
10,949 |
-31 |
Crude Oil(NYM) |
Feb11 |
110120 |
90.70 |
90.86 |
88.00 |
88.86 |
-2.00 |
109,525 |
19,065 |
-33,396 |
Mar11 |
110120 |
91.63 |
91.80 |
88.90 |
89.59 |
-2.22 |
325,048 |
411,835 |
+11,942 |
Apr11 |
110120 |
92.76 |
92.95 |
90.26 |
90.96 |
-2.02 |
91,283 |
112,002 |
+86 |
May11 |
110120 |
93.77 |
93.94 |
91.44 |
92.18 |
-1.81 |
42,075 |
88,167 |
+3,233 |
Jun11 |
110120 |
94.50 |
94.71 |
92.26 |
93.04 |
-1.66 |
43,066 |
113,957 |
+3,486 |
Jul11 |
110120 |
94.89 |
95.09 |
93.00 |
93.65 |
-1.58 |
11,518 |
59,897 |
-773 |
Aug11 |
110120 |
95.28 |
95.42 |
93.31 |
94.04 |
-1.53 |
6,286 |
32,148 |
+46 |
Sep11 |
110120 |
95.31 |
95.67 |
93.59 |
94.34 |
-1.48 |
4,619 |
31,698 |
+625 |
Oct11 |
110120 |
95.51 |
95.70 |
93.94 |
94.60 |
-1.43 |
3,077 |
22,065 |
+815 |
Nov11 |
110120 |
96.08 |
96.08 |
94.20 |
94.83 |
-1.36 |
1,174 |
20,652 |
+143 |
Dec11 |
110120 |
96.30 |
96.30 |
94.19 |
95.04 |
-1.29 |
27,517 |
166,736 |
+2,584 |
Jan12 |
110120 |
96.08 |
96.08 |
94.95 |
95.10 |
-1.23 |
3,608 |
30,699 |
+103 |
Feb12 |
110120 |
94.68 |
95.11 |
94.68 |
95.11 |
-1.19 |
1,095 |
9,481 |
+589 |
Mar12 |
110120 |
95.12 |
95.12 |
95.12 |
95.12 |
-1.15 |
209 |
12,424 |
+9 |
Apr12 |
110120 |
95.11 |
95.11 |
95.11 |
95.11 |
-1.12 |
84 |
5,089 |
-23 |
May12 |
110120 |
95.11 |
95.11 |
95.11 |
95.11 |
-1.09 |
55 |
7,158 |
-4 |
Total Volume and Open Interest |
683,893 |
1,482,573 |
-9,423 |
e-miNY Crude Oil(NYM) |
Jan11 |
101217 |
87.925 |
88.500 |
87.025 |
88.025 |
+0.325 |
5,348 |
3,079 |
-457 |
Feb11 |
110119 |
91.225 |
92.100 |
90.500 |
90.850 |
-0.525 |
6,388 |
2,249 |
-394 |
Mar11 |
110120 |
91.600 |
91.775 |
88.725 |
89.600 |
-2.200 |
8,144 |
5,504 |
+439 |
Apr11 |
110120 |
92.700 |
92.850 |
90.350 |
90.950 |
-2.025 |
234 |
958 |
+68 |
May11 |
110120 |
93.700 |
93.700 |
91.800 |
92.175 |
-1.825 |
18 |
66 |
+10 |
Jun11 |
110120 |
93.400 |
93.400 |
93.050 |
93.050 |
-1.650 |
0 |
54 |
+0 |
Jul11 |
110120 |
93.650 |
93.650 |
93.650 |
93.650 |
-1.575 |
1 |
12 |
-1 |
Aug11 |
110120 |
93.525 |
94.050 |
93.525 |
94.050 |
-1.525 |
0 |
11 |
+0 |
Sep11 |
110120 |
94.350 |
94.350 |
94.350 |
94.350 |
-1.475 |
2 |
6 |
+0 |
Oct11 |
110120 |
94.600 |
94.600 |
94.600 |
94.600 |
-1.425 |
0 |
42 |
+0 |
Total Volume and Open Interest |
8,399 |
6,937 |
-1,733 |
Heating Oil(NYM) |
Feb11 |
110120 |
265.50 |
265.68 |
259.62 |
262.32 |
-3.30 |
32,038 |
61,546 |
-6,371 |
Mar11 |
110120 |
265.74 |
265.90 |
259.91 |
262.65 |
-3.25 |
40,869 |
89,685 |
+7,254 |
Apr11 |
110120 |
263.73 |
264.43 |
258.90 |
261.56 |
-3.13 |
15,244 |
38,112 |
+1,615 |
May11 |
110120 |
262.52 |
263.24 |
258.13 |
260.63 |
-3.08 |
6,974 |
23,072 |
+60 |
Jun11 |
110120 |
263.48 |
263.48 |
258.02 |
260.47 |
-3.02 |
8,911 |
34,243 |
+259 |
Jul11 |
110120 |
263.85 |
263.85 |
258.74 |
261.28 |
-3.06 |
2,397 |
11,441 |
+498 |
Aug11 |
110120 |
262.73 |
262.81 |
259.80 |
262.27 |
-3.11 |
2,713 |
7,665 |
+525 |
Sep11 |
110120 |
266.11 |
266.11 |
261.41 |
263.75 |
-3.04 |
1,604 |
8,474 |
+177 |
Oct11 |
110120 |
265.48 |
265.60 |
263.02 |
265.33 |
-2.92 |
808 |
4,410 |
+145 |
Nov11 |
110120 |
266.91 |
267.55 |
264.70 |
266.92 |
-2.75 |
606 |
5,110 |
-145 |
Dec11 |
110120 |
270.87 |
270.87 |
265.95 |
268.25 |
-2.62 |
1,413 |
17,730 |
-108 |
Jan12 |
110120 |
267.60 |
270.24 |
267.60 |
269.55 |
-2.53 |
30 |
3,277 |
-1 |
Total Volume and Open Interest |
113,624 |
313,178 |
+3,922 |
Gasoline(NYMEX) |
Feb11 |
110120 |
247.99 |
248.16 |
239.75 |
242.25 |
-5.91 |
30,445 |
48,475 |
-6,223 |
Mar11 |
110120 |
249.50 |
249.72 |
241.65 |
244.21 |
-5.42 |
35,266 |
92,219 |
+5,381 |
Apr11 |
110120 |
260.02 |
260.25 |
252.93 |
255.41 |
-4.73 |
17,664 |
39,798 |
+4,182 |
May11 |
110120 |
259.63 |
259.73 |
253.96 |
256.22 |
-4.51 |
8,858 |
23,317 |
+94 |
Jun11 |
110120 |
260.65 |
260.65 |
253.92 |
256.27 |
-4.38 |
8,146 |
26,158 |
+715 |
Jul11 |
110120 |
259.50 |
259.50 |
253.40 |
255.70 |
-4.23 |
2,412 |
9,394 |
+46 |
Aug11 |
110120 |
256.02 |
256.10 |
252.82 |
254.49 |
-4.01 |
2,305 |
6,040 |
+284 |
Sep11 |
110120 |
256.00 |
256.02 |
252.33 |
252.72 |
-3.83 |
1,738 |
5,320 |
+192 |
Oct11 |
110120 |
243.04 |
243.04 |
240.54 |
242.17 |
-3.47 |
1,015 |
5,131 |
+250 |
Nov11 |
110120 |
240.85 |
240.85 |
239.63 |
240.17 |
-3.34 |
400 |
1,777 |
+113 |
Total Volume and Open Interest |
110,220 |
291,905 |
+4,759 |
e-miNY RBOB Gasoline(NYM) |
Feb11 |
110120 |
242.30 |
242.30 |
242.25 |
242.30 |
-5.90 |
0 |
3 |
+0 |
Mar11 |
110120 |
244.20 |
244.21 |
244.20 |
244.20 |
-5.40 |
0 |
1 |
+0 |
Apr11 |
110120 |
255.40 |
255.41 |
255.40 |
255.40 |
-4.70 |
0 |
1 |
+0 |
May11 |
110120 |
256.20 |
256.22 |
256.20 |
256.20 |
-4.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Feb11 |
110120 |
4.575 |
4.704 |
4.525 |
4.695 |
+0.134 |
138,907 |
68,106 |
-15,004 |
Mar11 |
110120 |
4.585 |
4.698 |
4.534 |
4.692 |
+0.116 |
99,088 |
254,356 |
+6,056 |
Apr11 |
110120 |
4.574 |
4.684 |
4.531 |
4.677 |
+0.107 |
31,615 |
95,328 |
+424 |
May11 |
110120 |
4.609 |
4.715 |
4.568 |
4.707 |
+0.103 |
16,485 |
83,609 |
+2,450 |
Jun11 |
110120 |
4.646 |
4.752 |
4.607 |
4.739 |
+0.096 |
7,505 |
22,044 |
+556 |
Jul11 |
110120 |
4.690 |
4.806 |
4.666 |
4.791 |
+0.089 |
7,155 |
30,973 |
+754 |
Aug11 |
110120 |
4.738 |
4.830 |
4.699 |
4.816 |
+0.086 |
4,559 |
18,805 |
-255 |
Sep11 |
110120 |
4.744 |
4.834 |
4.705 |
4.821 |
+0.083 |
2,995 |
14,188 |
+647 |
Oct11 |
110120 |
4.779 |
4.879 |
4.756 |
4.869 |
+0.075 |
15,366 |
53,910 |
-839 |
Nov11 |
110120 |
4.951 |
5.006 |
4.926 |
5.002 |
+0.055 |
3,711 |
23,317 |
+420 |
Dec11 |
110120 |
5.135 |
5.210 |
5.125 |
5.202 |
+0.039 |
4,685 |
21,599 |
-395 |
Jan12 |
110120 |
5.273 |
5.340 |
5.252 |
5.326 |
+0.032 |
7,737 |
39,338 |
+208 |
Feb12 |
110120 |
5.225 |
5.285 |
5.225 |
5.283 |
+0.029 |
684 |
8,985 |
+234 |
Mar12 |
110120 |
5.129 |
5.180 |
5.129 |
5.174 |
+0.023 |
1,367 |
22,165 |
+109 |
Apr12 |
110120 |
4.890 |
4.940 |
4.885 |
4.919 |
+0.002 |
2,412 |
20,085 |
-416 |
May12 |
110120 |
4.920 |
4.920 |
4.920 |
4.920 |
-0.001 |
157 |
5,216 |
+71 |
Total Volume and Open Interest |
345,712 |
847,811 |
-4,322 |
Brent Crude Oil(ICE) |
Mar11 |
110120 |
97.88 |
98.14 |
95.43 |
96.58 |
-1.58 |
181,435 |
271,695 |
-5,561 |
Apr11 |
110120 |
97.81 |
98.03 |
95.51 |
96.64 |
-1.47 |
101,290 |
163,009 |
-1,004 |
May11 |
110120 |
97.92 |
98.14 |
95.75 |
96.82 |
-1.39 |
48,760 |
76,770 |
-443 |
Jun11 |
110120 |
98.04 |
98.26 |
95.94 |
97.00 |
-1.31 |
44,443 |
99,630 |
-5,453 |
Jul11 |
110120 |
98.09 |
98.30 |
96.07 |
97.11 |
-1.24 |
10,678 |
33,642 |
+1,044 |
Aug11 |
110120 |
98.19 |
98.32 |
96.27 |
97.16 |
-1.21 |
6,180 |
16,524 |
+357 |
Sep11 |
110120 |
98.29 |
98.33 |
96.31 |
97.19 |
-1.18 |
5,239 |
25,608 |
+839 |
Oct11 |
110120 |
98.32 |
98.36 |
96.38 |
97.24 |
-1.15 |
2,274 |
18,614 |
+410 |
Nov11 |
110120 |
98.05 |
98.29 |
96.43 |
97.28 |
-1.14 |
2,595 |
11,159 |
+128 |
Dec11 |
110120 |
98.40 |
98.46 |
96.27 |
97.33 |
-1.13 |
22,937 |
106,981 |
+2,436 |
Jan12 |
110120 |
97.35 |
97.35 |
97.35 |
97.35 |
-1.12 |
1,774 |
11,657 |
+339 |
Feb12 |
110120 |
97.35 |
97.35 |
97.35 |
97.35 |
-1.11 |
651 |
5,960 |
+41 |
Mar12 |
110120 |
97.35 |
97.35 |
97.35 |
97.35 |
-1.10 |
189 |
3,805 |
-1 |
Apr12 |
110120 |
97.32 |
97.32 |
97.32 |
97.32 |
-1.06 |
47 |
2,185 |
+26 |
Total Volume and Open Interest |
437,075 |
948,961 |
-7,196 |
Gas Oil(ICE) |
Feb11 |
110120 |
819.00 |
819.25 |
798.00 |
806.25 |
-15.00 |
59,772 |
125,545 |
+176 |
Mar11 |
110120 |
823.75 |
824.25 |
802.25 |
810.50 |
-15.00 |
72,200 |
145,454 |
+8,421 |
Apr11 |
110120 |
825.75 |
826.25 |
804.75 |
812.50 |
-15.00 |
32,290 |
71,377 |
+1,852 |
May11 |
110120 |
827.75 |
828.25 |
808.00 |
814.50 |
-14.75 |
12,445 |
57,531 |
+395 |
Jun11 |
110120 |
831.25 |
831.25 |
809.25 |
816.75 |
-14.50 |
19,619 |
55,690 |
+2,663 |
Jul11 |
110120 |
832.00 |
832.00 |
811.50 |
819.75 |
-14.25 |
4,501 |
22,071 |
-39 |
Aug11 |
110120 |
830.25 |
830.50 |
814.50 |
822.50 |
-14.25 |
3,992 |
19,237 |
-973 |
Sep11 |
110120 |
837.25 |
837.25 |
819.50 |
825.75 |
-13.75 |
4,542 |
19,056 |
+1,747 |
Oct11 |
110120 |
838.75 |
838.75 |
822.00 |
827.75 |
-13.25 |
2,773 |
13,041 |
+203 |
Nov11 |
110120 |
836.50 |
836.50 |
827.75 |
829.00 |
-12.75 |
2,405 |
10,884 |
+686 |
Total Volume and Open Interest |
230,116 |
653,106 |
+16,290 |
Ethanol(CBOT) |
Jan11 |
110105 |
2.315 |
2.315 |
2.305 |
2.305 |
-0.008 |
63 |
135 |
-73 |
Feb11 |
110120 |
2.329 |
2.329 |
2.270 |
2.323 |
+0.010 |
222 |
782 |
+145 |
Mar11 |
110120 |
2.351 |
2.351 |
2.286 |
2.336 |
+0.013 |
207 |
1,405 |
-15 |
Apr11 |
110120 |
2.305 |
2.365 |
2.304 |
2.359 |
+0.015 |
44 |
877 |
+7 |
May11 |
110120 |
2.329 |
2.389 |
2.328 |
2.380 |
+0.012 |
54 |
486 |
+18 |
Jun11 |
110120 |
2.355 |
2.409 |
2.340 |
2.398 |
+0.013 |
42 |
608 |
-12 |
Jul11 |
110120 |
2.355 |
2.419 |
2.355 |
2.402 |
+0.010 |
42 |
813 |
+32 |
Aug11 |
110120 |
2.338 |
2.394 |
2.338 |
2.388 |
+0.010 |
111 |
796 |
+45 |
Total Volume and Open Interest |
889 |
8,013 |
+240 |
WTI Crude Oil(ICE |
Mar11 |
110120 |
91.57 |
91.79 |
88.82 |
89.59 |
-2.22 |
85,618 |
142,552 |
+3,340 |
Apr11 |
110120 |
92.89 |
92.94 |
90.18 |
90.96 |
-2.02 |
32,366 |
58,799 |
+771 |
May11 |
110120 |
93.88 |
93.93 |
91.38 |
92.18 |
-1.81 |
15,769 |
41,835 |
-356 |
Jun11 |
110120 |
94.68 |
94.68 |
92.29 |
93.04 |
-1.66 |
17,667 |
65,809 |
-2,337 |
Jul11 |
110120 |
94.74 |
94.89 |
92.91 |
93.65 |
-1.58 |
3,353 |
19,374 |
-765 |
Aug11 |
110120 |
95.22 |
95.22 |
93.47 |
94.04 |
-1.53 |
2,075 |
10,900 |
-195 |
Sep11 |
110120 |
95.57 |
95.57 |
93.91 |
94.34 |
-1.48 |
2,359 |
16,693 |
-50 |
Oct11 |
110120 |
95.63 |
95.77 |
94.01 |
94.60 |
-1.43 |
1,224 |
11,685 |
-270 |
Nov11 |
110120 |
95.80 |
95.95 |
94.23 |
94.83 |
-1.36 |
1,040 |
9,098 |
-14 |
Dec11 |
110120 |
96.05 |
96.10 |
94.23 |
95.04 |
-1.29 |
12,148 |
76,643 |
+2,322 |
Jan12 |
110120 |
95.10 |
95.10 |
95.10 |
95.10 |
-1.23 |
198 |
6,313 |
+22 |
Feb12 |
110120 |
95.11 |
95.11 |
95.11 |
95.11 |
-1.19 |
8 |
1,227 |
+8 |
Mar12 |
110120 |
95.12 |
95.12 |
95.12 |
95.12 |
-1.15 |
20 |
3,240 |
+4 |
Apr12 |
110120 |
95.11 |
95.11 |
95.11 |
95.11 |
-1.12 |
12 |
778 |
+10 |
May12 |
110120 |
95.11 |
95.11 |
95.11 |
95.11 |
-1.09 |
1 |
874 |
+0 |
Jun12 |
110120 |
95.11 |
95.11 |
95.11 |
95.11 |
-1.06 |
1,099 |
19,460 |
+493 |
Total Volume and Open Interest |
179,355 |
560,215 |
-21,137 |
US Dollar Index(ICE) |
Mar11 |
110120 |
78.885 |
79.340 |
78.600 |
78.985 |
+0.175 |
22,273 |
33,685 |
+1,641 |
Jun11 |
110120 |
79.305 |
79.705 |
79.015 |
79.350 |
+0.170 |
120 |
974 |
+6 |
Sep11 |
110120 |
79.710 |
79.710 |
79.710 |
79.710 |
+0.170 |
0 |
2 |
+0 |
Total Volume and Open Interest |
22,393 |
34,661 |
+1,647 |
Australian Dollar(CME) |
Mar11 |
110120 |
99.17 |
99.28 |
97.69 |
98.17 |
-1.11 |
100,948 |
114,158 |
+625 |
Jun11 |
110120 |
98.10 |
98.14 |
96.62 |
97.04 |
-1.10 |
45 |
682 |
+9 |
Sep11 |
110120 |
95.82 |
96.90 |
95.82 |
95.82 |
-1.08 |
0 |
14 |
+0 |
Total Volume and Open Interest |
100,993 |
114,948 |
+634 |
British Pound(CME) |
Mar11 |
110120 |
159.85 |
160.05 |
158.31 |
159.05 |
-0.76 |
114,573 |
90,490 |
+99 |
Jun11 |
110120 |
159.18 |
159.76 |
158.20 |
158.88 |
-0.76 |
63 |
211 |
+9 |
Sep11 |
110120 |
158.61 |
159.37 |
158.61 |
158.61 |
-0.76 |
0 |
5 |
+0 |
Total Volume and Open Interest |
114,636 |
90,738 |
+108 |
Canadian Dollar(CME) |
Mar11 |
110120 |
100.33 |
100.37 |
99.57 |
100.17 |
-0.10 |
70,307 |
120,557 |
-2,844 |
Jun11 |
110120 |
99.98 |
100.06 |
99.39 |
99.95 |
-0.09 |
330 |
2,455 |
-14 |
Sep11 |
110120 |
99.08 |
99.72 |
99.08 |
99.65 |
-0.07 |
94 |
973 |
-69 |
Dec11 |
110120 |
99.25 |
99.42 |
98.88 |
99.36 |
-0.06 |
9 |
1,270 |
+5 |
Total Volume and Open Interest |
70,740 |
125,263 |
-2,922 |
Japanese Yen(CME) |
Mar11 |
110120 |
121.87 |
121.94 |
120.34 |
120.49 |
-1.41 |
127,259 |
113,599 |
+3,789 |
Jun11 |
110120 |
121.87 |
122.03 |
120.52 |
120.62 |
-1.41 |
117 |
636 |
+71 |
Sep11 |
110120 |
120.80 |
122.21 |
120.80 |
120.80 |
-1.41 |
0 |
17 |
+0 |
Total Volume and Open Interest |
127,377 |
114,266 |
+3,861 |
Swiss Franc(CME) |
Mar11 |
110120 |
104.69 |
105.01 |
103.30 |
103.42 |
-1.32 |
38,159 |
42,499 |
+732 |
Jun11 |
110120 |
104.67 |
104.98 |
103.51 |
103.51 |
-1.33 |
1 |
66 |
+0 |
Sep11 |
110120 |
103.49 |
104.96 |
103.49 |
103.62 |
-1.34 |
0 |
4 |
+0 |
Total Volume and Open Interest |
38,160 |
42,571 |
+732 |
EuroFX(CME) |
Mar11 |
110120 |
134.55 |
135.18 |
133.90 |
134.66 |
+0.13 |
373,392 |
186,449 |
+203 |
Jun11 |
110120 |
134.30 |
135.02 |
133.75 |
134.53 |
+0.13 |
1,061 |
2,398 |
+80 |
Sep11 |
110120 |
134.34 |
134.34 |
134.23 |
134.34 |
+0.11 |
0 |
31 |
+0 |
Total Volume and Open Interest |
374,453 |
189,216 |
+283 |
Mexican Peso(CME) |
Feb11 |
110120 |
828.5 |
828.5 |
825.8 |
828.5 |
+2.8 |
|
|
|
Mar11 |
110120 |
822.8 |
827.2 |
820.0 |
825.0 |
+2.8 |
27,846 |
139,720 |
+4,580 |
Total Volume and Open Interest |
27,846 |
139,822 |
+4,580 |
30-Year T-Bonds(CBOT) |
Mar11 |
110120 |
120~300 |
121~140 |
119~090 |
119~150 |
-1~170 |
262,211 |
558,499 |
-397 |
Jun11 |
110120 |
119~160 |
119~250 |
117~230 |
117~280 |
-1~170 |
159 |
1,117 |
+23 |
Sep11 |
110120 |
116~090 |
117~260 |
116~090 |
116~090 |
-1~170 |
|
|
|
Total Volume and Open Interest |
262,370 |
559,616 |
-374 |
10-Year T-Notes(CBOT) |
Mar11 |
110120 |
120~235 |
120~305 |
119~220 |
119~265 |
-0~305 |
947,718 |
1,323,519 |
+1,561 |
Jun11 |
110120 |
119~145 |
119~220 |
118~150 |
118~180 |
-1~000 |
1,505 |
5,097 |
+360 |
Sep11 |
110120 |
117~155 |
118~155 |
117~155 |
117~155 |
-1~000 |
|
|
|
Total Volume and Open Interest |
949,223 |
1,328,620 |
+1,921 |
5-Year T-Notes(CBOT) |
Mar11 |
110120 |
118~027 |
118~039 |
117~077 |
117~084 |
-0~074 |
387,520 |
1,098,593 |
+553 |
Jun11 |
110120 |
116~113 |
117~049 |
116~102 |
116~102 |
-0~075 |
2,250 |
1,956 |
+1,848 |
Sep11 |
110120 |
115~126 |
116~073 |
115~126 |
115~126 |
-0~075 |
|
|
|
Total Volume and Open Interest |
389,770 |
1,100,549 |
+2,401 |
2 Year T-Notes(CBOT) |
Mar11 |
110120 |
109~066 |
109~069 |
109~048 |
109~050 |
-0~017 |
140,348 |
726,596 |
+6,283 |
Jun11 |
110120 |
109~013 |
109~034 |
109~012 |
109~013 |
-0~021 |
32 |
341 |
+2 |
Sep11 |
110120 |
108~104 |
109~001 |
108~104 |
108~104 |
-0~025 |
|
|
|
Total Volume and Open Interest |
140,380 |
726,937 |
+6,285 |
Eurodollars(CME) |
Mar11 |
110120 |
99.650 |
99.660 |
99.645 |
99.650 |
unch |
140,906 |
1,215,657 |
+33,624 |
Jun11 |
110120 |
99.570 |
99.580 |
99.550 |
99.555 |
-0.015 |
148,573 |
1,126,284 |
+4,033 |
Sep11 |
110120 |
99.465 |
99.465 |
99.415 |
99.420 |
-0.040 |
152,830 |
1,004,327 |
+7,621 |
Dec11 |
110120 |
99.305 |
99.315 |
99.230 |
99.235 |
-0.070 |
167,909 |
813,551 |
+19,401 |
Mar12 |
110120 |
99.095 |
99.110 |
98.995 |
99.005 |
-0.095 |
179,567 |
885,962 |
+8,961 |
Jun12 |
110120 |
98.840 |
98.855 |
98.720 |
98.730 |
-0.110 |
153,427 |
571,379 |
+7,602 |
Sep12 |
110120 |
98.570 |
98.595 |
98.440 |
98.455 |
-0.115 |
124,836 |
451,463 |
+4,751 |
Dec12 |
110120 |
98.300 |
98.325 |
98.165 |
98.180 |
-0.120 |
130,589 |
317,932 |
+11,347 |
Mar13 |
110120 |
98.035 |
98.065 |
97.905 |
97.920 |
-0.120 |
93,556 |
211,811 |
+10,536 |
Jun13 |
110120 |
97.770 |
97.800 |
97.635 |
97.650 |
-0.125 |
63,797 |
162,971 |
-133 |
Sep13 |
110120 |
97.505 |
97.540 |
97.365 |
97.390 |
-0.125 |
58,877 |
182,352 |
+851 |
Dec13 |
110120 |
97.245 |
97.275 |
97.090 |
97.120 |
-0.130 |
52,929 |
142,779 |
+3,261 |
Mar14 |
110120 |
97.010 |
97.035 |
96.835 |
96.870 |
-0.140 |
20,408 |
114,184 |
+892 |
Jun14 |
110120 |
96.760 |
96.795 |
96.585 |
96.620 |
-0.150 |
17,260 |
107,576 |
+327 |
Sep14 |
110120 |
96.530 |
96.560 |
96.340 |
96.375 |
-0.160 |
14,981 |
63,273 |
+152 |
Dec14 |
110120 |
96.300 |
96.325 |
96.105 |
96.135 |
-0.170 |
15,316 |
73,564 |
-892 |
Mar15 |
110120 |
96.105 |
96.135 |
95.905 |
95.935 |
-0.175 |
10,071 |
54,565 |
+759 |
Jun15 |
110120 |
4.160 |
4.200 |
3.965 |
3.995 |
-0.180 |
7,295 |
34,379 |
-367 |
Total Volume and Open Interest |
1,575,552 |
7,715,309 |
+116,842 |
30 Day Federal Funds(CBOT) |
Jan11 |
110120 |
99.827 |
99.832 |
99.827 |
99.830 |
unch |
2,931 |
63,676 |
-153 |
Feb11 |
110120 |
99.830 |
99.835 |
99.830 |
99.830 |
unch |
1,827 |
67,295 |
+1,395 |
Mar11 |
110120 |
99.835 |
99.840 |
99.830 |
99.835 |
unch |
1,144 |
49,039 |
+469 |
Apr11 |
110120 |
99.840 |
99.850 |
99.840 |
99.840 |
unch |
2,485 |
41,640 |
+588 |
May11 |
110120 |
99.845 |
99.850 |
99.840 |
99.845 |
+0.005 |
1,036 |
64,702 |
+274 |
Jun11 |
110120 |
99.840 |
99.850 |
99.840 |
99.840 |
unch |
1,920 |
36,187 |
-249 |
Total Volume and Open Interest |
26,590 |
568,149 |
+5,762 |
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 |
110120 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.002 |
2 |
1,163 |
+2 |
Jun11 |
110120 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.002 |
0 |
175 |
+0 |
Sep11 |
110120 |
99.632 |
99.632 |
99.632 |
99.632 |
+0.003 |
|
|
|
Dec11 |
110120 |
99.613 |
99.613 |
99.613 |
99.613 |
+0.003 |
0 |
75 |
+0 |
Mar12 |
110120 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Jun12 |
110120 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Sep12 |
110120 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec12 |
110120 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Mar13 |
110120 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Jun13 |
110120 |
99.445 |
99.445 |
99.445 |
99.445 |
unch |
|
|
|
Total Volume and Open Interest |
2 |
1,413 |
+2 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110120 |
99.65 |
99.66 |
99.65 |
99.66 |
+0.00 |
300 |
3,063 |
-13 |
Jun11 |
110120 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
140 |
1,222 |
+0 |
Sep11 |
110120 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.00 |
100 |
659 |
+0 |
Dec11 |
110120 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
202 |
1,713 |
-103 |
Mar12 |
110120 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
305 |
+0 |
Jun12 |
110120 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
110120 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
310 |
+0 |
Dec12 |
110120 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
742 |
8,031 |
-116 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110120 |
139.24 |
139.80 |
139.21 |
139.75 |
+0.42 |
1,692 |
12,306 |
-93 |
Jun11 |
110120 |
137.66 |
137.66 |
137.66 |
137.66 |
+0.42 |
|
|
|
Sep11 |
110120 |
135.57 |
135.57 |
135.57 |
135.57 |
+0.42 |
|
|
|
Total Volume and Open Interest |
1,692 |
12,306 |
-93 |
Euro-Bund(EUREX) |
Mar11 |
110120 |
124.47 |
124.50 |
123.48 |
123.67 |
-0.67 |
750,018 |
1,510,778 |
+182,297 |
Jun11 |
110120 |
122.93 |
122.93 |
122.16 |
122.24 |
-0.67 |
21 |
1,500 |
+275 |
Sep11 |
110120 |
121.98 |
121.98 |
121.98 |
121.98 |
-0.67 |
|
|
|
Total Volume and Open Interest |
750,039 |
1,512,278 |
+182,572 |
Euro-Bobl(EUREX) |
Mar11 |
110120 |
117.72 |
117.75 |
117.03 |
117.14 |
-0.52 |
474,984 |
1,052,996 |
+127,852 |
Jun11 |
110120 |
115.75 |
115.75 |
115.69 |
115.71 |
-0.52 |
7 |
6,885 |
+29 |
Sep11 |
110120 |
115.71 |
115.71 |
115.71 |
115.71 |
-0.52 |
|
|
|
Total Volume and Open Interest |
474,991 |
1,059,881 |
+127,881 |
3-Mth Euribor(EUREX) |
Mar11 |
110120 |
98.865 |
98.865 |
98.835 |
98.835 |
-0.030 |
15 |
5,807 |
+5 |
Jun11 |
110120 |
98.660 |
98.660 |
98.640 |
98.640 |
-0.045 |
0 |
9,157 |
+0 |
Sep11 |
110120 |
98.470 |
98.470 |
98.445 |
98.445 |
-0.070 |
0 |
1,981 |
-1 |
Total Volume and Open Interest |
25 |
24,218 |
-4 |
Long Gilt(LIFFE) |
Mar11 |
110120 |
117~11 |
117~14 |
116~24 |
116~30 |
-0~16 |
115,131 |
246,227 |
-2,886 |
Jun11 |
110120 |
115~25 |
115~25 |
115~25 |
115~25 |
-0~16 |
|
|
|
Total Volume and Open Interest |
115,131 |
246,227 |
-2,886 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110120 |
99.11 |
99.13 |
99.09 |
99.10 |
-0.01 |
60,674 |
327,791 |
+14,129 |
Jun11 |
110120 |
98.92 |
98.93 |
98.87 |
98.88 |
-0.02 |
112,365 |
319,517 |
+4,364 |
Sep11 |
110120 |
98.70 |
98.71 |
98.63 |
98.64 |
-0.04 |
106,256 |
272,778 |
+16,857 |
Dec11 |
110120 |
98.46 |
98.48 |
98.37 |
98.38 |
-0.07 |
104,330 |
315,007 |
+14,110 |
Mar12 |
110120 |
98.25 |
98.26 |
98.11 |
98.13 |
-0.09 |
94,629 |
264,995 |
-2,823 |
Jun12 |
110120 |
98.01 |
98.02 |
97.86 |
97.88 |
-0.10 |
72,243 |
180,923 |
+3,347 |
Total Volume and Open Interest |
669,276 |
2,086,327 |
+62,788 |
3-Mth Euribor(LIFFE) |
Mar11 |
110120 |
98.865 |
98.875 |
98.830 |
98.835 |
-0.030 |
194,827 |
618,815 |
+581 |
Jun11 |
110120 |
98.690 |
98.700 |
98.625 |
98.640 |
-0.045 |
144,251 |
505,336 |
-2,269 |
Sep11 |
110120 |
98.515 |
98.530 |
98.425 |
98.445 |
-0.065 |
152,470 |
415,638 |
+6,325 |
Total Volume and Open Interest |
1,046,156 |
3,061,642 |
+24,632 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110120 |
95.00 |
95.02 |
95.00 |
95.02 |
+0.01 |
12,365 |
189,331 |
+594 |
Jun11 |
110120 |
94.90 |
94.93 |
94.90 |
94.93 |
+0.02 |
9,403 |
141,939 |
+4,763 |
Sep11 |
110120 |
94.75 |
94.78 |
94.74 |
94.78 |
+0.02 |
8,021 |
95,043 |
+3,603 |
Dec11 |
110120 |
94.62 |
94.66 |
94.61 |
94.66 |
+0.03 |
4,158 |
58,720 |
+612 |
Mar12 |
110120 |
94.53 |
94.58 |
94.52 |
94.58 |
+0.04 |
1,830 |
46,232 |
+513 |
Jun12 |
110120 |
94.46 |
94.52 |
94.46 |
94.52 |
+0.05 |
1,231 |
40,728 |
+317 |
Sep12 |
110120 |
94.41 |
94.49 |
94.41 |
94.48 |
+0.05 |
410 |
24,874 |
-53 |
Dec12 |
110120 |
94.38 |
94.45 |
94.37 |
94.44 |
+0.05 |
375 |
12,106 |
-34 |
Mar13 |
110120 |
94.33 |
94.41 |
94.32 |
94.41 |
+0.05 |
234 |
2,985 |
+142 |
Jun13 |
110120 |
94.36 |
94.36 |
94.36 |
94.36 |
+0.06 |
0 |
586 |
+0 |
Total Volume and Open Interest |
38,804 |
614,182 |
+11,197 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110120 |
94.35 |
94.43 |
94.35 |
94.43 |
+0.07 |
29,657 |
358,380 |
+5,191 |
Jun11 |
110120 |
94.43 |
94.43 |
94.43 |
94.43 |
+0.07 |
|
|
|
Total Volume and Open Interest |
29,657 |
358,380 |
+5,191 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110120 |
94.79 |
94.85 |
94.78 |
94.85 |
+0.05 |
90,067 |
450,014 |
-7,125 |
Jun11 |
110120 |
94.85 |
94.85 |
94.85 |
94.85 |
+0.05 |
|
|
|
Total Volume and Open Interest |
90,067 |
450,014 |
-8,365 |
Gold(CMX) |
Feb11 |
110120 |
1369.9 |
1370.9 |
1342.4 |
1346.5 |
-23.7 |
137,094 |
244,371 |
-14,053 |
Apr11 |
110120 |
1371.1 |
1372.5 |
1344.0 |
1348.1 |
-23.9 |
23,100 |
127,750 |
+4,704 |
Jun11 |
110120 |
1371.8 |
1372.5 |
1345.8 |
1349.9 |
-24.0 |
4,186 |
40,925 |
+1,504 |
Aug11 |
110120 |
1374.9 |
1374.9 |
1348.9 |
1351.4 |
-24.3 |
533 |
19,604 |
+193 |
Oct11 |
110120 |
1375.1 |
1375.1 |
1350.9 |
1353.1 |
-24.6 |
51 |
10,814 |
-1 |
Dec11 |
110120 |
1377.6 |
1377.6 |
1351.9 |
1355.0 |
-24.8 |
1,051 |
24,328 |
-5 |
Feb12 |
110120 |
1357.3 |
1357.3 |
1357.3 |
1357.3 |
-24.8 |
1 |
7,551 |
+1 |
Apr12 |
110120 |
1360.0 |
1360.0 |
1360.0 |
1360.0 |
-24.9 |
0 |
6,883 |
+0 |
Jun12 |
110120 |
1362.9 |
1362.9 |
1362.9 |
1362.9 |
-24.9 |
190 |
13,020 |
+190 |
Aug12 |
110120 |
1366.0 |
1366.0 |
1366.0 |
1366.0 |
-24.9 |
0 |
7,261 |
+0 |
Oct12 |
110120 |
1369.6 |
1369.6 |
1369.6 |
1369.6 |
-24.9 |
25 |
4,560 |
+25 |
Dec12 |
110120 |
1371.5 |
1373.6 |
1371.5 |
1373.6 |
-24.9 |
429 |
13,651 |
+111 |
Total Volume and Open Interest |
167,682 |
581,113 |
-6,719 |
Silver(CMX) |
Mar11 |
110120 |
2867.0 |
2878.0 |
2737.5 |
2747.3 |
-132.8 |
77,586 |
71,963 |
-1,576 |
May11 |
110120 |
2875.5 |
2875.5 |
2744.0 |
2749.7 |
-133.0 |
12,335 |
20,072 |
+4,949 |
Jul11 |
110120 |
2872.5 |
2872.5 |
2746.0 |
2751.2 |
-133.3 |
2,001 |
8,731 |
+138 |
Sep11 |
110120 |
2774.5 |
2805.0 |
2752.4 |
2752.4 |
-133.5 |
474 |
6,149 |
+51 |
Dec11 |
110120 |
2866.0 |
2875.0 |
2748.5 |
2753.8 |
-133.9 |
2,713 |
11,659 |
-2,055 |
Mar12 |
110120 |
2768.0 |
2768.0 |
2756.1 |
2756.1 |
-134.3 |
2 |
749 |
+2 |
May12 |
110120 |
2757.5 |
2757.5 |
2757.5 |
2757.5 |
-134.7 |
0 |
355 |
+0 |
Total Volume and Open Interest |
96,115 |
136,552 |
+877 |
Platinum(NYMEX) |
Jan11 |
110120 |
1828.3 |
1828.3 |
1813.7 |
1813.7 |
-19.6 |
5 |
345 |
-1 |
Apr11 |
110120 |
1841.0 |
1842.4 |
1800.6 |
1818.6 |
-19.5 |
6,121 |
40,634 |
+470 |
Jul11 |
110120 |
1810.5 |
1823.6 |
1810.5 |
1821.5 |
-20.2 |
65 |
1,094 |
+62 |
Oct11 |
110120 |
1826.8 |
1826.8 |
1824.0 |
1824.0 |
-20.2 |
2 |
42 |
+1 |
Total Volume and Open Interest |
6,196 |
42,137 |
+533 |
Palladium(NYMEX) |
Mar11 |
110120 |
811.55 |
818.75 |
795.00 |
815.85 |
-3.90 |
3,533 |
21,865 |
+82 |
Jun11 |
110120 |
814.20 |
816.80 |
799.00 |
816.80 |
-4.00 |
58 |
821 |
+28 |
Sep11 |
110120 |
817.40 |
820.40 |
817.40 |
817.40 |
-4.00 |
0 |
18 |
+0 |
Total Volume and Open Interest |
3,591 |
22,707 |
+110 |
Copper(CMX) |
Mar11 |
110120 |
435.70 |
438.90 |
422.85 |
427.20 |
-9.80 |
42,924 |
111,931 |
-1,951 |
May11 |
110120 |
435.95 |
438.50 |
423.40 |
427.65 |
-9.75 |
2,634 |
27,489 |
+601 |
Jul11 |
110120 |
436.50 |
436.55 |
424.50 |
427.20 |
-9.55 |
708 |
10,601 |
+213 |
Sep11 |
110120 |
425.90 |
426.55 |
425.25 |
426.55 |
-9.40 |
59 |
5,173 |
+25 |
Dec11 |
110120 |
426.95 |
426.95 |
422.70 |
424.65 |
-9.30 |
52 |
3,937 |
-21 |
Total Volume and Open Interest |
47,138 |
164,879 |
-994 |
DJIA Index(CBOT) |
Mar11 |
110120 |
11784 |
11794 |
11695 |
11774 |
-12 |
148 |
9,619 |
+8 |
Jun11 |
110120 |
11711 |
11723 |
11711 |
11711 |
-12 |
|
|
|
Sep11 |
110120 |
11655 |
11667 |
11655 |
11655 |
-12 |
|
|
|
Dec11 |
110120 |
11740 |
11740 |
11598 |
11598 |
-12 |
|
|
|
Total Volume and Open Interest |
148 |
9,619 |
+8 |
S & P 500(CME) |
Mar11 |
110120 |
1279.40 |
1281.30 |
1267.70 |
1276.20 |
-2.30 |
15,488 |
288,605 |
+610 |
Jun11 |
110120 |
1271.20 |
1274.00 |
1262.50 |
1271.20 |
-2.30 |
101 |
4,234 |
-11 |
Sep11 |
110120 |
1266.30 |
1269.10 |
1257.60 |
1266.30 |
-2.30 |
0 |
2,798 |
+0 |
Dec11 |
110120 |
1261.70 |
1264.50 |
1253.00 |
1261.70 |
-2.30 |
0 |
550 |
+0 |
Total Volume and Open Interest |
15,589 |
296,187 |
+599 |
S & P 500 E-Mini(Globex) |
Mar11 |
110120 |
1279.25 |
1281.50 |
1267.50 |
1276.25 |
-2.25 |
2,322,868 |
2,586,802 |
+23,259 |
Jun11 |
110120 |
1273.50 |
1275.75 |
1263.75 |
1271.25 |
-2.25 |
423 |
11,749 |
+66 |
Total Volume and Open Interest |
2,323,293 |
2,598,984 |
+23,513 |
NASDAQ 100(CME) |
Mar11 |
110120 |
2295.80 |
2299.00 |
2267.00 |
2281.50 |
-13.00 |
1,078 |
13,909 |
+146 |
Jun11 |
110120 |
2278.50 |
2278.50 |
2267.00 |
2278.50 |
-13.00 |
2 |
0 |
+0 |
Sep11 |
110120 |
2276.00 |
2279.00 |
2276.00 |
2276.00 |
-13.00 |
|
|
|
Total Volume and Open Interest |
1,080 |
13,909 |
+146 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110120 |
2297.80 |
2299.50 |
2267.00 |
2281.50 |
-13.00 |
293,316 |
371,487 |
-3,754 |
Jun11 |
110120 |
2285.50 |
2296.30 |
2267.00 |
2278.50 |
-13.00 |
52 |
754 |
+5 |
Total Volume and Open Interest |
293,368 |
372,247 |
-3,749 |
S & P Midcap 400(CME) |
Mar11 |
110120 |
918.00 |
922.00 |
910.00 |
914.20 |
-9.30 |
273 |
2,436 |
-163 |
Jun11 |
110120 |
911.80 |
913.10 |
911.80 |
911.80 |
-9.30 |
|
|
|
Sep11 |
110120 |
910.20 |
911.50 |
910.20 |
910.20 |
-9.30 |
|
|
|
Total Volume and Open Interest |
273 |
2,436 |
-163 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110120 |
10475 |
10530 |
10415 |
10485 |
unch |
7,122 |
40,600 |
-1,435 |
Jun11 |
110120 |
10465 |
10465 |
10465 |
10465 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
7,122 |
40,604 |
-1,435 |
Nikkei 225(SGX) |
Mar11 |
110120 |
10570 |
10580 |
10420 |
10435 |
-145 |
83,812 |
232,537 |
-4,749 |
Jun11 |
110120 |
10360 |
10360 |
10360 |
10360 |
-145 |
1 |
2,995 |
+49 |
Sep11 |
110120 |
10365 |
10365 |
10365 |
10365 |
-145 |
0 |
400 |
+400 |
Total Volume and Open Interest |
83,883 |
244,142 |
-3,900 |
CAC 40(EURONEXT) |
Jan11 |
110120 |
3969.5 |
3996.0 |
3949.5 |
3964.0 |
-15.0 |
246,850 |
305,931 |
-67,888 |
Feb11 |
110120 |
3974.5 |
3998.0 |
3952.0 |
3966.0 |
-15.0 |
140,066 |
230,685 |
+104,105 |
Mar11 |
110120 |
3976.0 |
3989.5 |
3955.0 |
3968.0 |
-15.0 |
6,718 |
46,920 |
+518 |
Total Volume and Open Interest |
393,634 |
583,576 |
+36,735 |
Hang Seng Index(HKFE) |
Jan11 |
110120 |
24252 |
24258 |
23965 |
24024 |
-370 |
66,232 |
97,096 |
-1,127 |
Feb11 |
110120 |
24225 |
24232 |
23973 |
24029 |
-369 |
1,007 |
5,324 |
+1,382 |
Mar11 |
110120 |
24170 |
24178 |
23930 |
23969 |
-376 |
284 |
6,266 |
+82 |
Total Volume and Open Interest |
67,642 |
110,339 |
+533 |
DAX(EUREX) |
Mar11 |
110120 |
7080.0 |
7095.0 |
7015.5 |
7033.5 |
-56.0 |
131,915 |
254,144 |
+10,458 |
Jun11 |
110120 |
7103.0 |
7111.0 |
7054.0 |
7055.0 |
-56.0 |
1,453 |
10,886 |
+74 |
Sep11 |
110120 |
7122.5 |
7128.0 |
7074.0 |
7074.0 |
-57.0 |
49 |
145 |
+52 |
Total Volume and Open Interest |
133,417 |
265,175 |
+10,584 |
FT-SE 100(EURONEXT) |
Mar11 |
110120 |
5940.50 |
5944.50 |
5824.00 |
5830.00 |
-109.00 |
107,847 |
629,718 |
-6,612 |
Jun11 |
110120 |
5871.00 |
5871.50 |
5787.50 |
5789.00 |
-108.00 |
324 |
1,816 |
+299 |
Sep11 |
110120 |
5802.50 |
5802.50 |
5756.50 |
5756.50 |
-109.50 |
129 |
211 |
+127 |
Total Volume and Open Interest |
108,300 |
631,745 |
-6,186 |
SPI 200(SFE) |
Mar11 |
110120 |
4828.0 |
4831.0 |
4760.0 |
4770.0 |
-58.0 |
33,993 |
198,826 |
+7,588 |
Jun11 |
110120 |
4812.0 |
4812.0 |
4792.0 |
4792.0 |
-58.0 |
1 |
3,010 |
+0 |
Sep11 |
110120 |
4783.0 |
4783.0 |
4783.0 |
4783.0 |
-58.0 |
0 |
1,820 |
+0 |
Total Volume and Open Interest |
34,022 |
206,315 |
+7,251 |
GSCI(CME) |
Feb11 |
110120 |
634.50 |
636.70 |
628.70 |
636.00 |
-7.25 |
137 |
15,103 |
-15 |
Mar11 |
110120 |
639.50 |
640.50 |
633.75 |
640.50 |
-6.50 |
2 |
6 |
+0 |
Apr11 |
110120 |
639.00 |
644.00 |
638.00 |
644.00 |
-6.00 |
|
|
|
Total Volume and Open Interest |
139 |
15,109 |
-15 |
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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