|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri January 21, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110121 |
1415.75 |
1427.00 |
1405.00 |
1412.25 |
-2.00 |
111,340 |
288,046 |
-4,339 |
May11 |
110121 |
1425.25 |
1436.75 |
1415.00 |
1422.75 |
-1.75 |
22,673 |
102,662 |
+2,008 |
Jul11 |
110121 |
1433.00 |
1443.25 |
1421.50 |
1430.00 |
-0.25 |
32,311 |
93,915 |
+1,574 |
Aug11 |
110121 |
1406.75 |
1415.50 |
1399.50 |
1405.75 |
+1.00 |
1,080 |
3,398 |
-85 |
Sep11 |
110121 |
1374.00 |
1380.00 |
1367.75 |
1375.50 |
+3.25 |
805 |
4,218 |
+144 |
Nov11 |
110121 |
1341.75 |
1359.50 |
1335.25 |
1348.25 |
+6.50 |
27,510 |
137,860 |
+1,369 |
Jan12 |
110121 |
1343.75 |
1361.00 |
1339.00 |
1350.50 |
+5.50 |
872 |
11,573 |
+238 |
Total Volume and Open Interest |
198,384 |
660,339 |
+1,456 |
Soybean Meal(CBOT) |
Mar11 |
110121 |
384.40 |
385.30 |
378.20 |
379.60 |
-5.70 |
31,957 |
95,331 |
-46 |
May11 |
110121 |
387.00 |
388.20 |
381.10 |
382.50 |
-5.40 |
9,719 |
34,337 |
-1,150 |
Jul11 |
110121 |
387.50 |
389.00 |
382.30 |
383.30 |
-5.10 |
12,372 |
35,202 |
-189 |
Aug11 |
110121 |
376.50 |
378.10 |
372.80 |
373.60 |
-4.80 |
1,308 |
7,183 |
+25 |
Sep11 |
110121 |
364.00 |
368.80 |
362.30 |
363.30 |
-4.30 |
755 |
7,130 |
+77 |
Oct11 |
110121 |
351.70 |
353.90 |
349.20 |
350.40 |
-3.40 |
617 |
5,778 |
+57 |
Dec11 |
110121 |
349.60 |
353.70 |
346.80 |
348.30 |
-3.30 |
2,526 |
18,047 |
-336 |
Jan12 |
110121 |
349.50 |
352.00 |
347.60 |
347.60 |
-3.60 |
309 |
1,423 |
+119 |
Total Volume and Open Interest |
60,339 |
207,227 |
-1,227 |
Soybean Oil(CBOT) |
Mar11 |
110121 |
57.26 |
58.07 |
57.10 |
57.56 |
+0.30 |
54,004 |
192,341 |
-2,889 |
May11 |
110121 |
57.75 |
58.50 |
57.59 |
58.00 |
+0.28 |
17,060 |
64,412 |
-497 |
Jul11 |
110121 |
58.15 |
58.94 |
58.00 |
58.41 |
+0.26 |
18,753 |
64,982 |
+1,208 |
Aug11 |
110121 |
58.25 |
59.00 |
58.15 |
58.51 |
+0.26 |
1,160 |
6,300 |
-74 |
Sep11 |
110121 |
58.40 |
58.96 |
58.40 |
58.59 |
+0.26 |
1,131 |
8,406 |
+220 |
Oct11 |
110121 |
58.16 |
59.00 |
58.16 |
58.60 |
+0.32 |
1,008 |
9,227 |
+180 |
Dec11 |
110121 |
58.40 |
59.16 |
58.20 |
58.65 |
+0.34 |
4,525 |
31,017 |
+1,275 |
Jan12 |
110121 |
58.70 |
58.70 |
58.36 |
58.70 |
+0.34 |
6 |
467 |
+6 |
Total Volume and Open Interest |
97,656 |
378,084 |
-564 |
Canola(WCE) |
Jan11 |
110114 |
584.0 |
584.0 |
582.7 |
582.7 |
-6.6 |
8 |
4 |
+4 |
Mar11 |
110121 |
600.0 |
603.8 |
592.0 |
601.6 |
+1.7 |
14,903 |
115,227 |
-1,697 |
May11 |
110121 |
610.4 |
611.3 |
600.0 |
609.8 |
+2.1 |
3,786 |
27,010 |
+1,098 |
Jul11 |
110121 |
614.6 |
615.0 |
605.0 |
613.7 |
+2.6 |
1,512 |
19,922 |
+429 |
Nov11 |
110121 |
566.0 |
567.5 |
560.0 |
566.6 |
+0.6 |
1,992 |
44,811 |
+626 |
Total Volume and Open Interest |
22,201 |
210,682 |
+464 |
Corn(CBOT) |
Mar11 |
110121 |
656.00 |
667.00 |
650.50 |
657.25 |
+3.25 |
198,694 |
653,753 |
-7,273 |
May11 |
110121 |
665.25 |
677.00 |
660.75 |
667.00 |
+3.00 |
43,373 |
280,424 |
+5,054 |
Jul11 |
110121 |
669.00 |
680.50 |
664.25 |
671.25 |
+3.25 |
56,194 |
243,989 |
+738 |
Sep11 |
110121 |
617.50 |
627.00 |
612.75 |
622.75 |
+6.50 |
7,464 |
51,483 |
+524 |
Dec11 |
110121 |
576.00 |
590.00 |
572.00 |
587.25 |
+11.25 |
40,996 |
304,777 |
+4,046 |
Mar12 |
110121 |
583.75 |
598.00 |
580.50 |
595.00 |
+10.50 |
2,553 |
29,237 |
+507 |
Total Volume and Open Interest |
351,930 |
1,614,051 |
+4,025 |
Wheat(CBOT) |
Mar11 |
110121 |
805.00 |
830.00 |
798.75 |
824.50 |
+21.00 |
47,555 |
212,239 |
-3,441 |
May11 |
110121 |
832.25 |
856.00 |
827.00 |
850.25 |
+18.25 |
13,600 |
73,785 |
+1,023 |
Jul11 |
110121 |
854.00 |
873.50 |
846.50 |
866.75 |
+13.50 |
9,492 |
117,624 |
-338 |
Sep11 |
110121 |
870.50 |
888.00 |
863.00 |
881.75 |
+11.25 |
3,974 |
25,068 |
+1,865 |
Dec11 |
110121 |
885.00 |
902.00 |
876.25 |
896.00 |
+11.25 |
3,059 |
65,534 |
+796 |
Total Volume and Open Interest |
78,147 |
510,965 |
+78 |
Wheat(KCBT) |
Mar11 |
110121 |
886.75 |
908.25 |
882.25 |
900.00 |
+13.75 |
12,720 |
87,604 |
-103 |
May11 |
110121 |
897.00 |
918.75 |
893.00 |
910.00 |
+13.00 |
3,575 |
41,279 |
+401 |
Jul11 |
110121 |
903.00 |
923.50 |
900.50 |
914.75 |
+11.00 |
3,797 |
56,408 |
+6 |
Sep11 |
110121 |
914.00 |
931.75 |
910.25 |
923.00 |
+8.50 |
422 |
14,327 |
+42 |
Dec11 |
110121 |
924.25 |
941.00 |
921.00 |
932.50 |
+7.25 |
602 |
11,781 |
+139 |
Total Volume and Open Interest |
21,158 |
214,101 |
+509 |
Wheat(MGE) |
Mar11 |
110121 |
920.00 |
944.50 |
915.75 |
937.25 |
+17.25 |
3,943 |
21,495 |
+34 |
May11 |
110121 |
928.00 |
952.25 |
924.75 |
943.00 |
+14.50 |
2,041 |
15,020 |
+13 |
Jul11 |
110121 |
932.25 |
955.75 |
929.50 |
945.50 |
+12.25 |
686 |
10,423 |
+0 |
Sep11 |
110121 |
929.75 |
949.25 |
924.75 |
939.00 |
+9.00 |
419 |
10,466 |
-6 |
Dec11 |
110121 |
934.00 |
950.75 |
928.75 |
941.25 |
+7.25 |
227 |
8,875 |
+7 |
Total Volume and Open Interest |
7,344 |
67,901 |
+48 |
Oats(CBOT) |
Mar11 |
110121 |
384.25 |
389.50 |
380.00 |
386.00 |
+4.00 |
1,653 |
9,332 |
-419 |
May11 |
110121 |
390.00 |
397.25 |
388.00 |
394.00 |
+4.25 |
170 |
2,466 |
+21 |
Jul11 |
110121 |
393.25 |
400.50 |
392.75 |
397.00 |
+4.25 |
63 |
543 |
+31 |
Sep11 |
110121 |
362.75 |
369.00 |
360.50 |
368.00 |
+7.50 |
8 |
137 |
+5 |
Total Volume and Open Interest |
2,014 |
13,762 |
-299 |
Rough Rice(CBOT) |
Mar11 |
110121 |
14.69 |
14.88 |
14.61 |
14.86 |
+0.16 |
1,466 |
14,241 |
-62 |
May11 |
110121 |
14.97 |
15.16 |
14.94 |
15.16 |
+0.18 |
351 |
2,009 |
+48 |
Jul11 |
110121 |
15.25 |
15.42 |
15.23 |
15.42 |
+0.17 |
211 |
1,737 |
+50 |
Sep11 |
110121 |
15.22 |
15.42 |
15.22 |
15.35 |
+0.12 |
184 |
1,256 |
+8 |
Total Volume and Open Interest |
2,255 |
19,651 |
+54 |
Live Cattle(CME) |
Feb11 |
110121 |
108.700 |
109.035 |
107.750 |
107.950 |
-0.700 |
12,818 |
64,844 |
-1,127 |
Apr11 |
110121 |
113.535 |
113.850 |
112.580 |
112.680 |
-0.770 |
14,873 |
158,242 |
+2,706 |
Jun11 |
110121 |
112.730 |
113.250 |
112.400 |
112.635 |
-0.045 |
4,760 |
73,669 |
+1,376 |
Aug11 |
110121 |
113.000 |
113.500 |
112.700 |
112.980 |
-0.100 |
2,619 |
24,374 |
+527 |
Oct11 |
110121 |
115.500 |
116.100 |
115.300 |
115.650 |
-0.050 |
1,388 |
16,023 |
+495 |
Dec11 |
110121 |
116.050 |
116.600 |
115.900 |
116.300 |
-0.030 |
1,020 |
13,003 |
+172 |
Total Volume and Open Interest |
37,925 |
353,242 |
+4,379 |
Feeder Cattle(CME) |
Jan11 |
110121 |
126.550 |
126.750 |
125.930 |
126.350 |
+0.050 |
552 |
2,552 |
-116 |
Mar11 |
110121 |
126.450 |
126.700 |
125.535 |
125.550 |
-0.750 |
3,114 |
24,975 |
-359 |
Apr11 |
110121 |
126.950 |
127.230 |
126.250 |
126.350 |
-0.380 |
1,305 |
6,444 |
-3 |
May11 |
110121 |
127.400 |
127.650 |
126.700 |
126.900 |
-0.600 |
588 |
8,466 |
+124 |
Aug11 |
110121 |
128.150 |
128.350 |
127.100 |
127.500 |
-0.450 |
746 |
9,244 |
+288 |
Sep11 |
110121 |
127.950 |
128.000 |
127.000 |
127.300 |
-0.700 |
86 |
1,180 |
+12 |
Oct11 |
110121 |
127.750 |
127.900 |
126.750 |
127.300 |
-0.550 |
49 |
530 |
+3 |
Total Volume and Open Interest |
6,448 |
53,661 |
-50 |
Lean Hogs(CME) |
Feb11 |
110121 |
80.285 |
81.180 |
80.150 |
80.330 |
+0.045 |
9,595 |
28,459 |
-2,255 |
Apr11 |
110121 |
86.785 |
87.900 |
86.500 |
86.580 |
-0.170 |
11,809 |
92,745 |
+577 |
May11 |
110121 |
94.450 |
95.250 |
94.450 |
95.135 |
+0.585 |
93 |
2,064 |
+3 |
Jun11 |
110121 |
97.100 |
97.885 |
97.035 |
97.535 |
+0.555 |
3,744 |
47,719 |
+1,369 |
Jul11 |
110121 |
96.100 |
96.730 |
95.800 |
96.480 |
+0.500 |
762 |
13,670 |
+274 |
Aug11 |
110121 |
95.230 |
96.035 |
95.150 |
95.930 |
+0.780 |
798 |
14,614 |
+233 |
Oct11 |
110121 |
85.150 |
85.950 |
85.000 |
85.885 |
+0.635 |
628 |
13,317 |
+301 |
Dec11 |
110121 |
81.050 |
81.980 |
81.050 |
81.900 |
+0.700 |
335 |
4,819 |
+143 |
Total Volume and Open Interest |
27,881 |
219,245 |
+728 |
Class III Milk(CME) |
Jan11 |
110121 |
13.51 |
13.53 |
13.48 |
13.50 |
unch |
52 |
5,385 |
-26 |
Feb11 |
110121 |
15.40 |
16.03 |
15.40 |
15.93 |
+0.59 |
594 |
5,411 |
-51 |
Mar11 |
110121 |
15.50 |
16.25 |
15.50 |
16.25 |
+0.75 |
975 |
4,328 |
-166 |
Apr11 |
110121 |
15.75 |
16.42 |
15.75 |
16.42 |
+0.75 |
278 |
3,093 |
+126 |
May11 |
110121 |
16.00 |
16.65 |
15.90 |
16.50 |
+0.60 |
220 |
2,801 |
-18 |
Total Volume and Open Interest |
2,592 |
33,431 |
-29 |
Cocoa(ICE) |
Mar11 |
110121 |
3193 |
3250 |
3157 |
3184 |
+6 |
14,543 |
62,818 |
-72 |
May11 |
110121 |
3200 |
3240 |
3167 |
3173 |
-14 |
6,786 |
28,248 |
+1,758 |
Jul11 |
110121 |
3221 |
3238 |
3173 |
3180 |
-14 |
1,305 |
13,715 |
+384 |
Sep11 |
110121 |
3222 |
3234 |
3167 |
3178 |
-16 |
1,309 |
9,712 |
+679 |
Dec11 |
110121 |
3236 |
3245 |
3179 |
3191 |
-18 |
784 |
14,281 |
+166 |
Mar12 |
110121 |
3299 |
3305 |
3229 |
3247 |
-14 |
3,191 |
13,198 |
+1,293 |
May12 |
110121 |
3284 |
3289 |
3221 |
3239 |
-14 |
66 |
4,608 |
-12 |
Total Volume and Open Interest |
28,069 |
148,698 |
+4,277 |
Coffee "C"(ICE) |
Mar11 |
110121 |
232.90 |
241.80 |
232.85 |
240.40 |
+8.60 |
18,825 |
76,947 |
-2,478 |
May11 |
110121 |
234.05 |
243.40 |
234.05 |
242.20 |
+8.55 |
4,821 |
32,019 |
+2,064 |
Jul11 |
110121 |
235.95 |
244.45 |
235.95 |
243.30 |
+8.35 |
865 |
13,606 |
+43 |
Sep11 |
110121 |
234.25 |
242.70 |
234.25 |
241.65 |
+7.90 |
388 |
5,192 |
+171 |
Dec11 |
110121 |
230.80 |
239.00 |
230.80 |
238.00 |
+7.30 |
154 |
8,168 |
+25 |
Mar12 |
110121 |
231.25 |
233.70 |
230.60 |
233.70 |
+7.05 |
30 |
915 |
-154 |
Total Volume and Open Interest |
25,083 |
137,623 |
-329 |
Orange Juice(ICE) |
Mar11 |
110121 |
176.80 |
176.95 |
172.60 |
174.00 |
-2.00 |
1,046 |
21,921 |
+170 |
May11 |
110121 |
175.25 |
175.95 |
171.90 |
172.75 |
-2.65 |
191 |
6,752 |
+47 |
Jul11 |
110121 |
171.95 |
172.25 |
171.95 |
172.15 |
-2.25 |
8 |
2,601 |
-5 |
Sep11 |
110121 |
171.65 |
171.65 |
171.65 |
171.65 |
-2.25 |
0 |
493 |
+0 |
Nov11 |
110121 |
171.50 |
171.50 |
170.05 |
170.05 |
-2.65 |
0 |
548 |
+0 |
Jan12 |
110121 |
169.70 |
169.70 |
169.70 |
169.70 |
-2.50 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,245 |
32,339 |
+212 |
Sugar #11(ICE) |
Mar11 |
110121 |
31.39 |
32.39 |
31.11 |
32.33 |
+1.02 |
59,157 |
215,963 |
-3,996 |
May11 |
110121 |
29.28 |
30.02 |
29.04 |
29.98 |
+0.70 |
24,091 |
117,537 |
+777 |
Jul11 |
110121 |
27.12 |
27.45 |
26.82 |
27.39 |
+0.37 |
15,067 |
121,194 |
+502 |
Oct11 |
110121 |
25.43 |
25.68 |
25.28 |
25.62 |
+0.19 |
6,345 |
66,540 |
+45 |
Mar12 |
110121 |
24.55 |
24.84 |
24.41 |
24.79 |
+0.24 |
4,998 |
46,660 |
-193 |
Total Volume and Open Interest |
112,392 |
617,666 |
-2,384 |
London Cocoa(LCE) |
Mar11 |
110121 |
2150 |
2170 |
2135 |
2148 |
+20 |
11,139 |
59,823 |
-838 |
May11 |
110121 |
2125 |
2142 |
2109 |
2114 |
+12 |
6,362 |
26,253 |
+481 |
Jul11 |
110121 |
2120 |
2140 |
2109 |
2111 |
+16 |
2,032 |
26,877 |
+376 |
Sep11 |
110121 |
2095 |
2129 |
2093 |
2099 |
+8 |
1,244 |
21,213 |
+284 |
Dec11 |
110121 |
2105 |
2116 |
2087 |
2087 |
+2 |
1,292 |
25,598 |
+848 |
Mar12 |
110121 |
2115 |
2121 |
2088 |
2092 |
unch |
184 |
19,879 |
+6 |
May12 |
110121 |
2096 |
2096 |
2096 |
2096 |
+2 |
0 |
3,698 |
+0 |
Total Volume and Open Interest |
22,290 |
190,872 |
+1,180 |
London Sugar(LCE) |
Mar11 |
110121 |
774.90 |
791.60 |
773.20 |
790.70 |
+22.40 |
4,944 |
19,527 |
-948 |
May11 |
110121 |
744.60 |
763.20 |
743.10 |
762.50 |
+22.90 |
2,053 |
11,824 |
+554 |
Aug11 |
110121 |
705.40 |
719.00 |
705.00 |
717.30 |
+15.80 |
629 |
8,772 |
+212 |
Oct11 |
110121 |
660.00 |
669.00 |
660.00 |
663.80 |
+7.80 |
304 |
2,683 |
-10 |
Dec11 |
110121 |
648.90 |
650.70 |
648.80 |
648.80 |
+4.80 |
46 |
1,069 |
+16 |
Total Volume and Open Interest |
8,003 |
44,675 |
-167 |
Cotton(ICE) |
Mar11 |
110121 |
153.90 |
156.94 |
153.72 |
156.94 |
+4.00 |
10,989 |
89,450 |
-42 |
May11 |
110121 |
147.74 |
151.27 |
147.74 |
151.27 |
+4.00 |
2,339 |
24,605 |
+128 |
Jul11 |
110121 |
141.49 |
144.36 |
141.49 |
144.36 |
+4.00 |
2,702 |
35,078 |
+283 |
Oct11 |
110121 |
122.78 |
122.78 |
122.78 |
122.78 |
+2.85 |
1 |
172 |
+0 |
Dec11 |
110121 |
106.16 |
109.69 |
106.16 |
108.74 |
+3.04 |
3,378 |
49,391 |
+47 |
Mar12 |
110121 |
101.50 |
103.91 |
101.50 |
102.50 |
+2.04 |
179 |
2,140 |
+49 |
Total Volume and Open Interest |
19,635 |
202,815 |
+489 |
Lumber(CME) |
Mar11 |
110121 |
304.4 |
313.4 |
304.4 |
313.4 |
+10.0 |
492 |
6,812 |
-33 |
May11 |
110121 |
321.0 |
330.0 |
320.9 |
330.0 |
+10.0 |
177 |
2,826 |
+27 |
Jul11 |
110121 |
327.0 |
337.5 |
327.0 |
337.5 |
+10.0 |
35 |
1,119 |
+0 |
Sep11 |
110121 |
325.0 |
333.4 |
325.0 |
333.4 |
+10.0 |
5 |
185 |
+0 |
Total Volume and Open Interest |
709 |
10,943 |
-6 |
Crude Oil(NYM) |
Mar11 |
110121 |
89.45 |
90.22 |
88.87 |
89.11 |
-0.48 |
442,041 |
410,592 |
-1,243 |
Apr11 |
110121 |
90.88 |
91.66 |
90.38 |
90.63 |
-0.33 |
167,019 |
120,896 |
+8,894 |
May11 |
110121 |
92.15 |
92.91 |
91.75 |
92.04 |
-0.14 |
94,236 |
94,363 |
+6,196 |
Jun11 |
110121 |
92.98 |
93.80 |
92.75 |
93.07 |
+0.03 |
80,969 |
109,298 |
-4,659 |
Jul11 |
110121 |
93.66 |
94.34 |
93.60 |
93.80 |
+0.15 |
20,527 |
59,032 |
-865 |
Aug11 |
110121 |
94.44 |
94.55 |
94.06 |
94.24 |
+0.20 |
11,961 |
34,354 |
+2,206 |
Sep11 |
110121 |
94.98 |
95.02 |
94.37 |
94.58 |
+0.24 |
10,417 |
31,867 |
+169 |
Oct11 |
110121 |
94.90 |
95.27 |
94.71 |
94.89 |
+0.29 |
6,429 |
22,959 |
+894 |
Nov11 |
110121 |
95.48 |
95.49 |
95.09 |
95.17 |
+0.34 |
5,317 |
22,047 |
+1,395 |
Dec11 |
110121 |
95.02 |
95.80 |
94.94 |
95.43 |
+0.39 |
46,789 |
170,673 |
+3,937 |
Jan12 |
110121 |
95.34 |
95.85 |
95.34 |
95.56 |
+0.46 |
5,045 |
31,236 |
+537 |
Feb12 |
110121 |
95.61 |
95.61 |
95.61 |
95.61 |
+0.50 |
1,469 |
9,819 |
+338 |
Mar12 |
110121 |
95.65 |
95.65 |
95.65 |
95.65 |
+0.53 |
708 |
12,813 |
+389 |
Apr12 |
110121 |
95.68 |
95.68 |
95.68 |
95.68 |
+0.57 |
134 |
5,121 |
+32 |
May12 |
110121 |
95.72 |
95.72 |
95.72 |
95.72 |
+0.61 |
199 |
7,283 |
+125 |
Jun12 |
110121 |
95.72 |
95.93 |
95.69 |
95.76 |
+0.65 |
4,377 |
49,970 |
+1,138 |
Total Volume and Open Interest |
929,563 |
1,483,234 |
+661 |
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 |
110121 |
89.450 |
90.200 |
88.875 |
89.100 |
-0.500 |
13,614 |
6,070 |
+566 |
Apr11 |
110121 |
90.825 |
91.650 |
90.400 |
90.625 |
-0.325 |
1,020 |
1,171 |
+213 |
May11 |
110121 |
92.200 |
92.375 |
92.050 |
92.050 |
-0.125 |
61 |
71 |
+5 |
Jun11 |
110121 |
93.075 |
93.075 |
93.075 |
93.075 |
+0.025 |
6 |
56 |
+2 |
Jul11 |
110121 |
93.900 |
93.900 |
93.800 |
93.800 |
+0.150 |
0 |
12 |
+0 |
Aug11 |
110121 |
94.250 |
94.250 |
94.250 |
94.250 |
+0.200 |
1 |
10 |
-1 |
Sep11 |
110121 |
94.575 |
94.575 |
94.575 |
94.575 |
+0.225 |
0 |
6 |
+0 |
Oct11 |
110121 |
94.900 |
94.900 |
94.900 |
94.900 |
+0.300 |
0 |
42 |
+0 |
Total Volume and Open Interest |
14,702 |
7,722 |
+785 |
Heating Oil(NYM) |
Feb11 |
110121 |
262.15 |
266.05 |
261.80 |
265.08 |
+2.76 |
30,713 |
52,346 |
-9,200 |
Mar11 |
110121 |
262.55 |
266.45 |
262.20 |
265.43 |
+2.78 |
47,690 |
93,945 |
+4,260 |
Apr11 |
110121 |
262.10 |
264.93 |
262.03 |
264.48 |
+2.92 |
15,157 |
39,310 |
+1,198 |
May11 |
110121 |
260.86 |
264.15 |
260.86 |
263.60 |
+2.97 |
6,027 |
23,067 |
-5 |
Jun11 |
110121 |
260.31 |
264.39 |
260.12 |
263.41 |
+2.94 |
10,208 |
33,824 |
-419 |
Jul11 |
110121 |
261.20 |
264.31 |
261.20 |
264.21 |
+2.93 |
4,416 |
12,022 |
+581 |
Aug11 |
110121 |
263.55 |
265.39 |
263.55 |
265.20 |
+2.93 |
4,569 |
7,976 |
+311 |
Sep11 |
110121 |
265.17 |
266.75 |
265.17 |
266.61 |
+2.86 |
2,102 |
9,007 |
+533 |
Oct11 |
110121 |
266.60 |
268.25 |
266.54 |
268.14 |
+2.81 |
588 |
4,485 |
+75 |
Nov11 |
110121 |
269.03 |
270.42 |
268.92 |
269.77 |
+2.85 |
542 |
5,113 |
+3 |
Dec11 |
110121 |
267.94 |
271.67 |
267.94 |
271.11 |
+2.86 |
2,588 |
18,521 |
+791 |
Jan12 |
110121 |
271.44 |
272.75 |
271.40 |
272.43 |
+2.88 |
86 |
3,270 |
-7 |
Total Volume and Open Interest |
125,197 |
311,627 |
-1,551 |
Gasoline(NYMEX) |
Feb11 |
110121 |
242.33 |
247.38 |
242.28 |
245.89 |
+3.64 |
35,900 |
40,756 |
-7,719 |
Mar11 |
110121 |
244.21 |
249.43 |
244.14 |
247.85 |
+3.64 |
50,726 |
94,542 |
+2,323 |
Apr11 |
110121 |
255.65 |
260.58 |
255.65 |
258.92 |
+3.51 |
20,042 |
41,974 |
+2,176 |
May11 |
110121 |
257.78 |
261.23 |
256.88 |
259.64 |
+3.42 |
11,479 |
24,121 |
+804 |
Jun11 |
110121 |
256.57 |
261.19 |
256.32 |
259.59 |
+3.32 |
11,168 |
26,532 |
+374 |
Jul11 |
110121 |
255.90 |
259.70 |
255.80 |
258.90 |
+3.20 |
4,503 |
9,566 |
+172 |
Aug11 |
110121 |
255.83 |
257.99 |
255.37 |
257.64 |
+3.15 |
4,812 |
6,281 |
+241 |
Sep11 |
110121 |
253.85 |
256.07 |
253.54 |
255.74 |
+3.02 |
1,238 |
5,344 |
+24 |
Oct11 |
110121 |
243.38 |
245.51 |
243.20 |
245.05 |
+2.88 |
684 |
5,202 |
+71 |
Nov11 |
110121 |
242.95 |
242.95 |
242.95 |
242.95 |
+2.78 |
393 |
1,747 |
-30 |
Total Volume and Open Interest |
143,438 |
290,082 |
-1,823 |
e-miNY RBOB Gasoline(NYM) |
Feb11 |
110121 |
245.90 |
245.90 |
245.89 |
245.90 |
+3.60 |
0 |
3 |
+0 |
Mar11 |
110121 |
247.90 |
247.90 |
247.85 |
247.90 |
+3.70 |
0 |
1 |
+0 |
Apr11 |
110121 |
258.90 |
258.92 |
258.90 |
258.90 |
+3.50 |
0 |
1 |
+0 |
May11 |
110121 |
259.60 |
259.64 |
259.60 |
259.60 |
+3.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Feb11 |
110121 |
4.689 |
4.777 |
4.644 |
4.736 |
+0.041 |
175,723 |
56,022 |
-12,084 |
Mar11 |
110121 |
4.692 |
4.776 |
4.655 |
4.743 |
+0.051 |
124,535 |
256,033 |
+1,677 |
Apr11 |
110121 |
4.689 |
4.749 |
4.640 |
4.720 |
+0.043 |
60,035 |
100,559 |
+5,231 |
May11 |
110121 |
4.701 |
4.777 |
4.668 |
4.753 |
+0.046 |
26,163 |
86,723 |
+3,114 |
Jun11 |
110121 |
4.746 |
4.805 |
4.711 |
4.787 |
+0.048 |
9,970 |
22,115 |
+71 |
Jul11 |
110121 |
4.787 |
4.853 |
4.751 |
4.837 |
+0.046 |
10,364 |
31,095 |
+122 |
Aug11 |
110121 |
4.850 |
4.880 |
4.780 |
4.856 |
+0.040 |
5,168 |
18,828 |
+23 |
Sep11 |
110121 |
4.849 |
4.881 |
4.787 |
4.856 |
+0.035 |
4,256 |
14,643 |
+455 |
Oct11 |
110121 |
4.899 |
4.919 |
4.833 |
4.900 |
+0.031 |
25,045 |
54,628 |
+718 |
Nov11 |
110121 |
5.010 |
5.042 |
4.965 |
5.023 |
+0.021 |
5,099 |
24,608 |
+1,291 |
Dec11 |
110121 |
5.200 |
5.240 |
5.166 |
5.219 |
+0.017 |
5,426 |
21,911 |
+312 |
Jan12 |
110121 |
5.340 |
5.360 |
5.290 |
5.338 |
+0.012 |
11,568 |
41,856 |
+2,518 |
Feb12 |
110121 |
5.310 |
5.310 |
5.249 |
5.293 |
+0.010 |
1,317 |
9,810 |
+825 |
Mar12 |
110121 |
5.191 |
5.203 |
5.145 |
5.190 |
+0.016 |
3,328 |
23,226 |
+1,061 |
Apr12 |
110121 |
4.939 |
4.950 |
4.890 |
4.932 |
+0.013 |
3,251 |
20,031 |
-54 |
May12 |
110121 |
4.920 |
4.935 |
4.900 |
4.933 |
+0.013 |
487 |
5,116 |
-100 |
Total Volume and Open Interest |
475,466 |
855,012 |
+7,201 |
Brent Crude Oil(ICE) |
Mar11 |
110121 |
96.34 |
97.86 |
96.26 |
97.60 |
+1.02 |
218,211 |
266,856 |
-4,839 |
Apr11 |
110121 |
96.40 |
97.81 |
96.34 |
97.57 |
+0.93 |
106,819 |
166,670 |
+3,661 |
May11 |
110121 |
96.57 |
97.91 |
96.57 |
97.68 |
+0.86 |
42,798 |
78,653 |
+1,883 |
Jun11 |
110121 |
96.79 |
98.04 |
96.75 |
97.82 |
+0.82 |
47,340 |
101,699 |
+2,069 |
Jul11 |
110121 |
96.91 |
98.15 |
96.91 |
97.90 |
+0.79 |
9,346 |
33,946 |
+304 |
Aug11 |
110121 |
96.99 |
98.20 |
96.99 |
97.95 |
+0.79 |
5,268 |
16,773 |
+249 |
Sep11 |
110121 |
97.70 |
98.24 |
97.37 |
97.98 |
+0.79 |
6,144 |
26,142 |
+534 |
Oct11 |
110121 |
97.59 |
98.29 |
97.54 |
98.03 |
+0.79 |
3,606 |
19,257 |
+643 |
Nov11 |
110121 |
97.78 |
98.33 |
97.54 |
98.07 |
+0.79 |
2,871 |
11,104 |
-55 |
Dec11 |
110121 |
97.20 |
98.38 |
97.20 |
98.12 |
+0.79 |
33,037 |
106,860 |
-121 |
Jan12 |
110121 |
98.15 |
98.15 |
98.15 |
98.15 |
+0.80 |
1,409 |
11,758 |
+101 |
Feb12 |
110121 |
98.16 |
98.16 |
98.16 |
98.16 |
+0.81 |
797 |
5,993 |
+33 |
Mar12 |
110121 |
98.16 |
98.16 |
98.16 |
98.16 |
+0.81 |
372 |
3,751 |
-54 |
Apr12 |
110121 |
98.14 |
98.14 |
98.14 |
98.14 |
+0.82 |
147 |
2,107 |
-78 |
Total Volume and Open Interest |
491,229 |
955,123 |
+6,162 |
Gas Oil(ICE) |
Feb11 |
110121 |
807.25 |
819.00 |
805.50 |
814.00 |
+7.75 |
65,997 |
121,912 |
-3,633 |
Mar11 |
110121 |
811.50 |
823.25 |
809.75 |
818.50 |
+8.00 |
78,205 |
149,933 |
+4,479 |
Apr11 |
110121 |
813.00 |
825.25 |
813.00 |
820.75 |
+8.25 |
30,571 |
74,642 |
+3,265 |
May11 |
110121 |
815.00 |
827.25 |
815.00 |
822.50 |
+8.00 |
10,753 |
55,274 |
-2,257 |
Jun11 |
110121 |
817.00 |
829.25 |
816.75 |
824.50 |
+7.75 |
16,055 |
57,131 |
+1,441 |
Jul11 |
110121 |
820.25 |
830.75 |
820.25 |
827.50 |
+7.75 |
2,832 |
22,557 |
+486 |
Aug11 |
110121 |
830.50 |
833.50 |
827.50 |
830.25 |
+7.75 |
1,558 |
19,393 |
+156 |
Sep11 |
110121 |
826.25 |
836.75 |
826.25 |
833.50 |
+7.75 |
2,228 |
19,439 |
+383 |
Oct11 |
110121 |
828.25 |
838.50 |
828.25 |
835.25 |
+7.50 |
1,103 |
13,070 |
+29 |
Nov11 |
110121 |
829.25 |
838.50 |
829.25 |
836.25 |
+7.25 |
1,067 |
10,619 |
-265 |
Total Volume and Open Interest |
227,951 |
659,091 |
+5,985 |
Ethanol(CBOT) |
Jan11 |
110105 |
2.315 |
2.315 |
2.305 |
2.305 |
-0.008 |
63 |
135 |
-73 |
Feb11 |
110121 |
2.330 |
2.340 |
2.325 |
2.332 |
+0.009 |
432 |
638 |
-144 |
Mar11 |
110121 |
2.330 |
2.365 |
2.325 |
2.349 |
+0.013 |
354 |
1,476 |
+71 |
Apr11 |
110121 |
2.373 |
2.374 |
2.363 |
2.372 |
+0.013 |
86 |
916 |
+39 |
May11 |
110121 |
2.390 |
2.400 |
2.372 |
2.395 |
+0.015 |
57 |
500 |
+14 |
Jun11 |
110121 |
2.398 |
2.418 |
2.398 |
2.414 |
+0.016 |
87 |
620 |
+12 |
Jul11 |
110121 |
2.415 |
2.428 |
2.415 |
2.423 |
+0.021 |
66 |
820 |
+7 |
Aug11 |
110121 |
2.410 |
2.412 |
2.410 |
2.411 |
+0.023 |
80 |
828 |
+32 |
Total Volume and Open Interest |
1,255 |
8,071 |
+58 |
WTI Crude Oil(ICE |
Mar11 |
110121 |
89.47 |
90.22 |
88.88 |
89.11 |
-0.48 |
135,030 |
141,445 |
-1,107 |
Apr11 |
110121 |
91.01 |
91.65 |
90.37 |
90.63 |
-0.33 |
73,707 |
62,767 |
+3,968 |
May11 |
110121 |
92.27 |
92.91 |
91.85 |
92.04 |
-0.14 |
33,784 |
42,052 |
+217 |
Jun11 |
110121 |
93.13 |
93.74 |
92.81 |
93.07 |
+0.03 |
36,802 |
61,126 |
-4,683 |
Jul11 |
110121 |
94.21 |
94.36 |
93.55 |
93.80 |
+0.15 |
6,859 |
19,209 |
-165 |
Aug11 |
110121 |
94.59 |
94.67 |
94.10 |
94.24 |
+0.20 |
5,195 |
11,894 |
+994 |
Sep11 |
110121 |
94.89 |
95.08 |
94.49 |
94.58 |
+0.24 |
5,287 |
17,418 |
+725 |
Oct11 |
110121 |
95.15 |
95.34 |
94.80 |
94.89 |
+0.29 |
3,086 |
12,099 |
+414 |
Nov11 |
110121 |
95.37 |
95.55 |
95.09 |
95.17 |
+0.34 |
1,349 |
9,217 |
+119 |
Dec11 |
110121 |
95.68 |
95.74 |
95.19 |
95.43 |
+0.39 |
24,429 |
78,022 |
+1,379 |
Jan12 |
110121 |
95.56 |
95.56 |
95.56 |
95.56 |
+0.46 |
393 |
6,373 |
+60 |
Feb12 |
110121 |
95.61 |
95.61 |
95.61 |
95.61 |
+0.50 |
91 |
1,283 |
+56 |
Mar12 |
110121 |
95.65 |
95.65 |
95.65 |
95.65 |
+0.53 |
78 |
3,312 |
+72 |
Apr12 |
110121 |
95.68 |
95.68 |
95.68 |
95.68 |
+0.57 |
15 |
778 |
+0 |
May12 |
110121 |
95.72 |
95.72 |
95.72 |
95.72 |
+0.61 |
20 |
894 |
+20 |
Jun12 |
110121 |
95.76 |
95.76 |
95.76 |
95.76 |
+0.65 |
1,463 |
20,339 |
+879 |
Total Volume and Open Interest |
333,839 |
563,364 |
+3,149 |
US Dollar Index(ICE) |
Mar11 |
110121 |
79.015 |
79.095 |
78.010 |
78.370 |
-0.615 |
24,532 |
36,449 |
+2,764 |
Jun11 |
110121 |
79.235 |
79.235 |
78.620 |
78.735 |
-0.615 |
44 |
974 |
+0 |
Sep11 |
110121 |
79.180 |
79.180 |
79.095 |
79.095 |
-0.615 |
0 |
2 |
+0 |
Total Volume and Open Interest |
24,576 |
37,425 |
+2,764 |
Australian Dollar(CME) |
Mar11 |
110121 |
98.05 |
98.56 |
97.78 |
98.33 |
+0.16 |
142,842 |
112,315 |
-1,843 |
Jun11 |
110121 |
96.89 |
97.35 |
96.89 |
97.20 |
+0.16 |
139 |
746 |
+64 |
Sep11 |
110121 |
95.98 |
95.98 |
95.82 |
95.98 |
+0.16 |
0 |
14 |
+0 |
Total Volume and Open Interest |
142,981 |
113,169 |
-1,779 |
British Pound(CME) |
Mar11 |
110121 |
158.91 |
160.11 |
158.61 |
159.95 |
+0.90 |
148,483 |
93,215 |
+2,725 |
Jun11 |
110121 |
158.79 |
159.78 |
158.77 |
159.78 |
+0.90 |
33 |
203 |
-8 |
Sep11 |
110121 |
159.51 |
159.51 |
158.61 |
159.51 |
+0.90 |
0 |
5 |
+0 |
Total Volume and Open Interest |
148,516 |
93,455 |
+2,717 |
Canadian Dollar(CME) |
Mar11 |
110121 |
100.17 |
100.82 |
100.02 |
100.42 |
+0.25 |
97,933 |
115,720 |
-4,837 |
Jun11 |
110121 |
100.10 |
100.56 |
99.95 |
100.20 |
+0.25 |
1,166 |
3,091 |
+636 |
Sep11 |
110121 |
99.88 |
99.91 |
99.65 |
99.91 |
+0.26 |
15 |
981 |
+8 |
Dec11 |
110121 |
99.62 |
100.00 |
99.36 |
99.63 |
+0.27 |
34 |
1,275 |
+5 |
Total Volume and Open Interest |
99,192 |
121,117 |
-4,146 |
Japanese Yen(CME) |
Mar11 |
110121 |
120.53 |
121.22 |
120.40 |
121.09 |
+0.60 |
156,433 |
106,444 |
-7,155 |
Jun11 |
110121 |
120.72 |
121.25 |
120.62 |
121.22 |
+0.60 |
80 |
629 |
-7 |
Sep11 |
110121 |
121.14 |
121.39 |
120.80 |
121.39 |
+0.59 |
0 |
17 |
+0 |
Total Volume and Open Interest |
156,515 |
107,102 |
-7,164 |
Swiss Franc(CME) |
Mar11 |
110121 |
103.38 |
104.49 |
103.27 |
104.30 |
+0.88 |
51,279 |
40,782 |
-1,717 |
Jun11 |
110121 |
104.50 |
104.50 |
103.51 |
104.39 |
+0.88 |
10 |
65 |
-1 |
Sep11 |
110121 |
104.49 |
104.49 |
103.62 |
104.49 |
+0.87 |
1 |
5 |
+1 |
Total Volume and Open Interest |
51,290 |
40,854 |
-1,717 |
EuroFX(CME) |
Mar11 |
110121 |
134.56 |
136.22 |
134.42 |
135.91 |
+1.25 |
384,487 |
188,403 |
+1,954 |
Jun11 |
110121 |
134.44 |
136.04 |
134.44 |
135.75 |
+1.22 |
1,216 |
2,267 |
-131 |
Sep11 |
110121 |
135.00 |
135.75 |
134.34 |
135.52 |
+1.18 |
0 |
31 |
+0 |
Total Volume and Open Interest |
385,727 |
191,039 |
+1,823 |
Mexican Peso(CME) |
Feb11 |
110121 |
829.2 |
829.2 |
828.5 |
829.2 |
+0.8 |
|
|
|
Mar11 |
110121 |
825.5 |
829.8 |
823.8 |
825.8 |
+0.8 |
28,003 |
143,414 |
+3,694 |
Total Volume and Open Interest |
28,003 |
143,516 |
+3,694 |
30-Year T-Bonds(CBOT) |
Mar11 |
110121 |
119~190 |
120~100 |
119~110 |
120~030 |
+0~200 |
385,807 |
555,216 |
-3,283 |
Jun11 |
110121 |
118~060 |
118~180 |
117~280 |
118~160 |
+0~200 |
224 |
1,160 |
+43 |
Sep11 |
110121 |
116~290 |
116~290 |
116~090 |
116~290 |
+0~200 |
|
|
|
Total Volume and Open Interest |
386,031 |
556,376 |
-3,240 |
10-Year T-Notes(CBOT) |
Mar11 |
110121 |
119~275 |
120~080 |
119~220 |
120~050 |
+0~105 |
1,423,201 |
1,347,309 |
+23,790 |
Jun11 |
110121 |
118~200 |
118~310 |
118~165 |
118~295 |
+0~115 |
566 |
5,341 |
+244 |
Sep11 |
110121 |
117~260 |
117~260 |
117~155 |
117~260 |
+0~105 |
|
|
|
Total Volume and Open Interest |
1,423,767 |
1,352,654 |
+24,034 |
5-Year T-Notes(CBOT) |
Mar11 |
110121 |
117~086 |
117~113 |
117~072 |
117~108 |
+0~024 |
632,959 |
1,099,106 |
+513 |
Jun11 |
110121 |
116~103 |
116~126 |
116~102 |
116~126 |
+0~024 |
77 |
2,153 |
+197 |
Sep11 |
110121 |
116~022 |
116~022 |
115~126 |
116~022 |
+0~024 |
|
|
|
Total Volume and Open Interest |
633,176 |
1,101,259 |
+710 |
2 Year T-Notes(CBOT) |
Mar11 |
110121 |
109~051 |
109~057 |
109~050 |
109~055 |
+0~005 |
256,533 |
724,976 |
-1,620 |
Jun11 |
110121 |
109~021 |
109~021 |
109~013 |
109~018 |
+0~005 |
73 |
363 |
+22 |
Sep11 |
110121 |
108~109 |
108~109 |
108~104 |
108~109 |
+0~005 |
|
|
|
Total Volume and Open Interest |
256,606 |
725,339 |
-1,598 |
Eurodollars(CME) |
Mar11 |
110121 |
99.655 |
99.660 |
99.650 |
99.655 |
+0.005 |
160,160 |
1,209,860 |
-5,797 |
Jun11 |
110121 |
99.555 |
99.575 |
99.555 |
99.565 |
+0.010 |
209,755 |
1,110,245 |
-16,039 |
Sep11 |
110121 |
99.420 |
99.445 |
99.420 |
99.435 |
+0.015 |
201,331 |
996,979 |
-7,348 |
Dec11 |
110121 |
99.235 |
99.265 |
99.235 |
99.255 |
+0.020 |
263,606 |
825,668 |
+12,117 |
Mar12 |
110121 |
99.005 |
99.035 |
99.000 |
99.025 |
+0.020 |
292,977 |
883,302 |
-2,660 |
Jun12 |
110121 |
98.720 |
98.765 |
98.720 |
98.750 |
+0.020 |
238,361 |
570,412 |
-967 |
Sep12 |
110121 |
98.445 |
98.495 |
98.440 |
98.475 |
+0.020 |
204,972 |
461,718 |
+10,255 |
Dec12 |
110121 |
98.160 |
98.220 |
98.160 |
98.200 |
+0.020 |
193,960 |
319,264 |
+1,332 |
Mar13 |
110121 |
97.915 |
97.960 |
97.890 |
97.940 |
+0.020 |
139,275 |
207,595 |
-4,216 |
Jun13 |
110121 |
97.645 |
97.695 |
97.620 |
97.675 |
+0.025 |
88,203 |
166,603 |
+3,632 |
Sep13 |
110121 |
97.405 |
97.440 |
97.355 |
97.415 |
+0.025 |
83,547 |
186,930 |
+4,578 |
Dec13 |
110121 |
97.135 |
97.170 |
97.085 |
97.150 |
+0.030 |
76,615 |
146,403 |
+3,624 |
Mar14 |
110121 |
96.875 |
96.930 |
96.840 |
96.910 |
+0.040 |
40,961 |
115,833 |
+1,649 |
Jun14 |
110121 |
96.640 |
96.680 |
96.590 |
96.665 |
+0.045 |
38,601 |
108,882 |
+1,306 |
Sep14 |
110121 |
96.385 |
96.445 |
96.350 |
96.430 |
+0.055 |
32,763 |
65,850 |
+2,577 |
Dec14 |
110121 |
96.145 |
96.210 |
96.110 |
96.195 |
+0.060 |
31,847 |
76,502 |
+2,938 |
Mar15 |
110121 |
95.950 |
96.015 |
95.915 |
96.000 |
+0.065 |
24,101 |
55,249 |
+684 |
Jun15 |
110121 |
4.030 |
4.085 |
3.980 |
4.065 |
+0.070 |
18,383 |
35,125 |
+746 |
Total Volume and Open Interest |
2,383,511 |
7,728,875 |
+13,566 |
30 Day Federal Funds(CBOT) |
Jan11 |
110121 |
99.832 |
99.832 |
99.830 |
99.830 |
unch |
4,321 |
66,628 |
+2,952 |
Feb11 |
110121 |
99.830 |
99.835 |
99.830 |
99.830 |
unch |
3,712 |
68,181 |
+886 |
Mar11 |
110121 |
99.835 |
99.840 |
99.835 |
99.835 |
unch |
3,090 |
48,946 |
-93 |
Apr11 |
110121 |
99.840 |
99.850 |
99.840 |
99.845 |
+0.005 |
5,799 |
43,244 |
+1,604 |
May11 |
110121 |
99.845 |
99.850 |
99.845 |
99.845 |
unch |
8,187 |
63,394 |
-1,308 |
Jun11 |
110121 |
99.840 |
99.845 |
99.840 |
99.840 |
unch |
4,994 |
36,349 |
+162 |
Total Volume and Open Interest |
51,018 |
573,314 |
+5,165 |
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 |
110121 |
99.658 |
99.658 |
99.658 |
99.658 |
-0.003 |
0 |
1,163 |
+0 |
Jun11 |
110121 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
175 |
+0 |
Sep11 |
110121 |
99.632 |
99.632 |
99.632 |
99.632 |
unch |
|
|
|
Dec11 |
110121 |
99.613 |
99.613 |
99.613 |
99.613 |
unch |
0 |
75 |
+0 |
Mar12 |
110121 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Jun12 |
110121 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Sep12 |
110121 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec12 |
110121 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Mar13 |
110121 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Jun13 |
110121 |
99.445 |
99.445 |
99.445 |
99.445 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
1,413 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110121 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
23 |
3,063 |
+0 |
Jun11 |
110121 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,222 |
+0 |
Sep11 |
110121 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
659 |
+0 |
Dec11 |
110121 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
103 |
1,713 |
+0 |
Mar12 |
110121 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
305 |
+0 |
Jun12 |
110121 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
110121 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
310 |
+0 |
Dec12 |
110121 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
126 |
8,031 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110121 |
139.75 |
139.85 |
139.42 |
139.78 |
+0.03 |
2,689 |
12,476 |
+170 |
Jun11 |
110121 |
137.69 |
137.69 |
137.69 |
137.69 |
+0.03 |
|
|
|
Sep11 |
110121 |
135.60 |
135.60 |
135.60 |
135.60 |
+0.03 |
|
|
|
Total Volume and Open Interest |
2,689 |
12,476 |
+170 |
Euro-Bund(EUREX) |
Mar11 |
110121 |
123.70 |
123.86 |
123.37 |
123.76 |
+0.09 |
1,068,753 |
1,376,476 |
-134,302 |
Jun11 |
110121 |
122.32 |
122.35 |
122.06 |
122.35 |
+0.11 |
942 |
1,433 |
-67 |
Sep11 |
110121 |
122.07 |
122.07 |
122.07 |
122.07 |
+0.09 |
|
|
|
Total Volume and Open Interest |
1,069,695 |
1,377,909 |
-134,369 |
Euro-Bobl(EUREX) |
Mar11 |
110121 |
117.10 |
117.19 |
116.92 |
117.07 |
-0.07 |
713,454 |
921,256 |
-131,740 |
Jun11 |
110121 |
115.57 |
115.65 |
115.57 |
115.65 |
-0.06 |
31 |
6,902 |
+17 |
Sep11 |
110121 |
115.64 |
115.64 |
115.64 |
115.64 |
-0.07 |
|
|
|
Total Volume and Open Interest |
713,485 |
928,158 |
-131,723 |
3-Mth Euribor(EUREX) |
Mar11 |
110121 |
98.830 |
98.835 |
98.825 |
98.830 |
-0.005 |
216 |
5,906 |
+99 |
Jun11 |
110121 |
98.630 |
98.630 |
98.620 |
98.620 |
-0.020 |
6 |
9,251 |
+94 |
Sep11 |
110121 |
98.420 |
98.420 |
98.415 |
98.415 |
-0.030 |
6 |
1,983 |
+2 |
Total Volume and Open Interest |
244 |
24,487 |
+269 |
Long Gilt(LIFFE) |
Mar11 |
110121 |
116~26 |
117~01 |
116~22 |
116~30 |
unch |
117,157 |
247,136 |
+909 |
Jun11 |
110121 |
115~25 |
115~25 |
115~25 |
115~25 |
unch |
|
|
|
Total Volume and Open Interest |
117,157 |
247,136 |
+909 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110121 |
99.10 |
99.15 |
99.08 |
99.11 |
+0.01 |
39,418 |
334,827 |
+7,036 |
Jun11 |
110121 |
98.88 |
98.94 |
98.87 |
98.89 |
+0.01 |
80,534 |
320,675 |
+1,158 |
Sep11 |
110121 |
98.65 |
98.70 |
98.62 |
98.65 |
+0.01 |
120,585 |
272,506 |
-272 |
Dec11 |
110121 |
98.38 |
98.42 |
98.35 |
98.39 |
+0.01 |
117,379 |
308,441 |
-6,566 |
Mar12 |
110121 |
98.12 |
98.17 |
98.09 |
98.15 |
+0.02 |
140,193 |
278,202 |
+13,207 |
Jun12 |
110121 |
97.89 |
97.91 |
97.83 |
97.90 |
+0.02 |
89,776 |
183,610 |
+2,687 |
Total Volume and Open Interest |
723,529 |
2,114,189 |
+27,862 |
3-Mth Euribor(LIFFE) |
Mar11 |
110121 |
98.835 |
98.845 |
98.815 |
98.830 |
-0.005 |
251,840 |
636,328 |
+17,513 |
Jun11 |
110121 |
98.640 |
98.655 |
98.600 |
98.620 |
-0.020 |
205,695 |
515,163 |
+9,827 |
Sep11 |
110121 |
98.440 |
98.445 |
98.390 |
98.415 |
-0.030 |
183,945 |
420,742 |
+5,104 |
Total Volume and Open Interest |
1,466,959 |
3,166,649 |
+105,007 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110121 |
95.02 |
95.02 |
94.99 |
95.00 |
-0.02 |
10,985 |
189,026 |
-305 |
Jun11 |
110121 |
94.92 |
94.93 |
94.89 |
94.90 |
-0.03 |
15,506 |
146,003 |
+4,064 |
Sep11 |
110121 |
94.78 |
94.78 |
94.73 |
94.75 |
-0.03 |
13,352 |
94,695 |
-348 |
Dec11 |
110121 |
94.65 |
94.65 |
94.60 |
94.61 |
-0.05 |
7,268 |
57,337 |
-1,383 |
Mar12 |
110121 |
94.57 |
94.57 |
94.50 |
94.51 |
-0.07 |
4,252 |
47,172 |
+940 |
Jun12 |
110121 |
94.50 |
94.50 |
94.44 |
94.44 |
-0.08 |
1,198 |
40,776 |
+48 |
Sep12 |
110121 |
94.47 |
94.47 |
94.39 |
94.40 |
-0.08 |
1,103 |
25,046 |
+172 |
Dec12 |
110121 |
94.41 |
94.42 |
94.34 |
94.35 |
-0.09 |
820 |
12,316 |
+210 |
Mar13 |
110121 |
94.38 |
94.38 |
94.31 |
94.31 |
-0.10 |
182 |
2,994 |
+9 |
Jun13 |
110121 |
94.24 |
94.27 |
94.24 |
94.27 |
-0.09 |
2 |
587 |
+1 |
Total Volume and Open Interest |
54,672 |
617,594 |
+3,412 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110121 |
94.43 |
94.43 |
94.32 |
94.33 |
-0.10 |
34,450 |
364,139 |
+5,759 |
Jun11 |
110121 |
94.33 |
94.33 |
94.33 |
94.33 |
-0.10 |
|
|
|
Total Volume and Open Interest |
34,450 |
364,139 |
+5,759 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110121 |
94.85 |
94.86 |
94.76 |
94.78 |
-0.07 |
132,754 |
470,394 |
+20,380 |
Jun11 |
110121 |
94.78 |
94.78 |
94.78 |
94.78 |
-0.07 |
|
|
|
Total Volume and Open Interest |
132,754 |
470,394 |
+20,380 |
Gold(CMX) |
Feb11 |
110121 |
1345.5 |
1349.7 |
1337.0 |
1341.0 |
-5.5 |
242,891 |
225,141 |
-19,230 |
Apr11 |
110121 |
1347.8 |
1351.1 |
1338.7 |
1342.6 |
-5.5 |
48,201 |
142,124 |
+14,374 |
Jun11 |
110121 |
1349.4 |
1352.9 |
1341.5 |
1344.4 |
-5.5 |
6,373 |
42,255 |
+1,330 |
Aug11 |
110121 |
1347.0 |
1349.4 |
1343.2 |
1346.0 |
-5.4 |
767 |
19,880 |
+276 |
Oct11 |
110121 |
1350.6 |
1351.0 |
1347.7 |
1347.7 |
-5.4 |
189 |
10,806 |
-8 |
Dec11 |
110121 |
1355.0 |
1356.7 |
1346.1 |
1349.6 |
-5.4 |
1,454 |
24,528 |
+200 |
Feb12 |
110121 |
1351.9 |
1351.9 |
1351.9 |
1351.9 |
-5.4 |
5 |
7,551 |
+0 |
Apr12 |
110121 |
1358.4 |
1358.4 |
1354.6 |
1354.6 |
-5.4 |
22 |
6,883 |
+0 |
Jun12 |
110121 |
1357.5 |
1357.5 |
1357.5 |
1357.5 |
-5.4 |
0 |
13,020 |
+0 |
Aug12 |
110121 |
1360.6 |
1360.6 |
1360.6 |
1360.6 |
-5.4 |
0 |
7,261 |
+0 |
Oct12 |
110121 |
1364.2 |
1364.2 |
1364.2 |
1364.2 |
-5.4 |
115 |
4,675 |
+115 |
Dec12 |
110121 |
1368.2 |
1369.7 |
1368.2 |
1368.2 |
-5.4 |
41 |
13,668 |
+17 |
Total Volume and Open Interest |
302,134 |
578,484 |
-2,629 |
Silver(CMX) |
Mar11 |
110121 |
2747.5 |
2763.0 |
2708.0 |
2742.7 |
-4.6 |
92,814 |
71,722 |
-241 |
May11 |
110121 |
2750.0 |
2763.5 |
2715.0 |
2745.1 |
-4.6 |
4,820 |
19,512 |
-560 |
Jul11 |
110121 |
2763.5 |
2763.5 |
2719.5 |
2746.5 |
-4.7 |
1,670 |
9,469 |
+738 |
Sep11 |
110121 |
2758.5 |
2765.5 |
2724.0 |
2747.6 |
-4.8 |
625 |
6,480 |
+331 |
Dec11 |
110121 |
2758.0 |
2766.0 |
2717.0 |
2748.8 |
-5.0 |
1,431 |
11,755 |
+96 |
Mar12 |
110121 |
2751.1 |
2751.1 |
2751.1 |
2751.1 |
-5.0 |
7 |
750 |
+1 |
May12 |
110121 |
2752.5 |
2752.5 |
2752.5 |
2752.5 |
-5.0 |
0 |
355 |
+0 |
Total Volume and Open Interest |
103,210 |
135,841 |
-711 |
Platinum(NYMEX) |
Jan11 |
110121 |
1814.0 |
1818.8 |
1812.5 |
1818.8 |
+5.1 |
10 |
350 |
+5 |
Apr11 |
110121 |
1816.5 |
1832.8 |
1805.3 |
1822.3 |
+3.7 |
8,872 |
40,338 |
-296 |
Jul11 |
110121 |
1819.9 |
1829.5 |
1819.9 |
1824.8 |
+3.3 |
46 |
1,124 |
+30 |
Oct11 |
110121 |
1827.3 |
1827.3 |
1827.3 |
1827.3 |
+3.3 |
2 |
44 |
+2 |
Total Volume and Open Interest |
8,934 |
41,878 |
-259 |
Palladium(NYMEX) |
Mar11 |
110121 |
810.00 |
824.00 |
803.00 |
816.75 |
+0.90 |
5,296 |
21,467 |
-398 |
Jun11 |
110121 |
810.55 |
824.00 |
810.55 |
817.70 |
+0.90 |
86 |
828 |
+7 |
Sep11 |
110121 |
818.30 |
818.30 |
818.30 |
818.30 |
+0.90 |
0 |
18 |
+0 |
Total Volume and Open Interest |
5,382 |
22,316 |
-391 |
Copper(CMX) |
Mar11 |
110121 |
425.40 |
433.75 |
424.50 |
430.90 |
+3.70 |
49,518 |
107,279 |
-4,652 |
May11 |
110121 |
428.50 |
433.65 |
425.90 |
431.30 |
+3.65 |
1,581 |
27,292 |
-197 |
Jul11 |
110121 |
425.50 |
430.60 |
425.50 |
430.60 |
+3.40 |
210 |
10,670 |
+69 |
Sep11 |
110121 |
428.30 |
431.10 |
428.30 |
429.75 |
+3.20 |
93 |
5,255 |
+82 |
Dec11 |
110121 |
427.65 |
430.00 |
427.65 |
427.65 |
+3.00 |
10 |
3,938 |
+1 |
Total Volume and Open Interest |
52,476 |
160,378 |
-4,501 |
DJIA Index(CBOT) |
Mar11 |
110121 |
11783 |
11855 |
11745 |
11822 |
+48 |
344 |
9,636 |
+17 |
Jun11 |
110121 |
11759 |
11759 |
11711 |
11759 |
+48 |
|
|
|
Sep11 |
110121 |
11703 |
11703 |
11655 |
11703 |
+48 |
|
|
|
Dec11 |
110121 |
11646 |
11646 |
11598 |
11646 |
+48 |
1 |
1 |
+1 |
Total Volume and Open Interest |
345 |
9,637 |
+18 |
S & P 500(CME) |
Mar11 |
110121 |
1276.30 |
1288.00 |
1273.30 |
1279.70 |
+3.50 |
19,844 |
293,627 |
+5,022 |
Jun11 |
110121 |
1274.70 |
1280.70 |
1274.70 |
1274.70 |
+3.50 |
0 |
4,237 |
+3 |
Sep11 |
110121 |
1269.80 |
1275.80 |
1269.80 |
1269.80 |
+3.50 |
0 |
2,798 |
+0 |
Dec11 |
110121 |
1265.20 |
1271.20 |
1265.20 |
1265.20 |
+3.50 |
0 |
550 |
+0 |
Total Volume and Open Interest |
19,844 |
301,212 |
+5,025 |
S & P 500 E-Mini(Globex) |
Mar11 |
110121 |
1276.00 |
1288.00 |
1273.25 |
1279.75 |
+3.50 |
2,534,106 |
2,614,326 |
+27,524 |
Jun11 |
110121 |
1272.75 |
1282.00 |
1268.25 |
1274.75 |
+3.50 |
235 |
11,794 |
+45 |
Total Volume and Open Interest |
2,534,344 |
2,626,556 |
+27,572 |
NASDAQ 100(CME) |
Mar11 |
110121 |
2283.30 |
2299.00 |
2265.50 |
2269.00 |
-12.50 |
3,303 |
15,148 |
+1,239 |
Jun11 |
110121 |
2266.30 |
2292.00 |
2264.00 |
2266.30 |
-12.20 |
200 |
250 |
+250 |
Sep11 |
110121 |
2263.80 |
2263.80 |
2263.00 |
2263.80 |
-12.20 |
|
|
|
Total Volume and Open Interest |
3,503 |
15,398 |
+1,489 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110121 |
2281.80 |
2300.30 |
2265.80 |
2269.00 |
-12.50 |
351,068 |
375,596 |
+4,109 |
Jun11 |
110121 |
2276.00 |
2295.80 |
2263.80 |
2266.30 |
-12.20 |
99 |
771 |
+17 |
Total Volume and Open Interest |
351,167 |
376,373 |
+4,126 |
S & P Midcap 400(CME) |
Mar11 |
110121 |
919.00 |
923.00 |
911.00 |
912.80 |
-1.40 |
3 |
2,475 |
+39 |
Jun11 |
110121 |
910.40 |
910.40 |
909.80 |
910.40 |
-1.40 |
|
|
|
Sep11 |
110121 |
908.70 |
908.70 |
908.20 |
908.70 |
-1.50 |
|
|
|
Total Volume and Open Interest |
3 |
2,475 |
+39 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110121 |
10510 |
10520 |
10290 |
10320 |
-165 |
13,183 |
39,474 |
-1,126 |
Jun11 |
110121 |
10300 |
10465 |
10300 |
10300 |
-165 |
0 |
4 |
+0 |
Total Volume and Open Interest |
13,183 |
39,478 |
-1,126 |
Nikkei 225(SGX) |
Mar11 |
110121 |
10430 |
10490 |
10255 |
10295 |
-140 |
113,322 |
243,249 |
+10,712 |
Jun11 |
110121 |
10375 |
10375 |
10215 |
10225 |
-135 |
60 |
3,173 |
+178 |
Sep11 |
110121 |
10225 |
10225 |
10225 |
10225 |
-140 |
400 |
400 |
+0 |
Total Volume and Open Interest |
114,182 |
255,132 |
+10,990 |
CAC 40(EURONEXT) |
Jan11 |
110121 |
3980.0 |
4050.5 |
3978.5 |
4049.5 |
+85.5 |
239,162 |
202,433 |
-103,498 |
Feb11 |
110121 |
3981.5 |
4060.5 |
3980.0 |
4022.5 |
+56.5 |
138,964 |
302,467 |
+71,782 |
Mar11 |
110121 |
3986.0 |
4059.0 |
3985.5 |
4024.5 |
+56.5 |
18,163 |
50,089 |
+3,169 |
Total Volume and Open Interest |
396,289 |
555,029 |
-28,547 |
Hang Seng Index(HKFE) |
Jan11 |
110121 |
24007 |
24156 |
23837 |
23871 |
-153 |
79,610 |
96,634 |
-462 |
Feb11 |
110121 |
24002 |
24157 |
23845 |
23875 |
-154 |
2,706 |
7,881 |
+2,557 |
Mar11 |
110121 |
23949 |
24103 |
23793 |
23822 |
-147 |
1,162 |
5,624 |
-642 |
Total Volume and Open Interest |
83,756 |
111,836 |
+1,497 |
DAX(EUREX) |
Mar11 |
110121 |
7051.0 |
7131.5 |
7033.0 |
7070.0 |
+36.5 |
160,920 |
251,807 |
-2,337 |
Jun11 |
110121 |
7073.0 |
7146.0 |
7061.0 |
7091.5 |
+36.5 |
318 |
10,939 |
+53 |
Sep11 |
110121 |
7092.0 |
7156.0 |
7085.5 |
7110.0 |
+36.0 |
175 |
262 |
+117 |
Total Volume and Open Interest |
161,413 |
263,008 |
-2,167 |
FT-SE 100(EURONEXT) |
Mar11 |
110121 |
5840.50 |
5902.50 |
5833.00 |
5862.00 |
+32.00 |
155,375 |
636,820 |
+7,102 |
Jun11 |
110121 |
5802.50 |
5830.50 |
5800.00 |
5820.50 |
+31.50 |
339 |
1,807 |
-9 |
Sep11 |
110121 |
5808.50 |
5808.50 |
5788.50 |
5788.50 |
+32.00 |
25 |
226 |
+15 |
Total Volume and Open Interest |
155,739 |
638,853 |
+7,108 |
SPI 200(SFE) |
Mar11 |
110121 |
4770.0 |
4777.0 |
4718.0 |
4736.0 |
-34.0 |
33,631 |
182,848 |
-15,978 |
Jun11 |
110121 |
4774.0 |
4774.0 |
4744.0 |
4760.0 |
-32.0 |
302 |
3,211 |
+201 |
Sep11 |
110121 |
4751.0 |
4751.0 |
4751.0 |
4751.0 |
-32.0 |
72 |
1,820 |
+0 |
Total Volume and Open Interest |
34,007 |
189,160 |
-17,155 |
GSCI(CME) |
Feb11 |
110121 |
639.00 |
639.00 |
635.95 |
639.00 |
+3.00 |
181 |
15,138 |
+35 |
Mar11 |
110121 |
643.50 |
643.50 |
640.45 |
643.50 |
+3.00 |
2 |
6 |
+0 |
Apr11 |
110121 |
646.00 |
647.00 |
643.95 |
646.00 |
+2.00 |
|
|
|
Total Volume and Open Interest |
183 |
15,144 |
+35 |
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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