|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue January 25, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110125 |
1404.25 |
1408.00 |
1370.25 |
1374.50 |
-30.00 |
87,474 |
274,970 |
-6,221 |
May11 |
110125 |
1414.75 |
1418.00 |
1381.25 |
1385.50 |
-29.50 |
18,989 |
103,869 |
-284 |
Jul11 |
110125 |
1423.50 |
1425.25 |
1387.75 |
1392.25 |
-29.75 |
22,717 |
97,104 |
+1,183 |
Aug11 |
110125 |
1399.00 |
1400.50 |
1366.25 |
1371.00 |
-26.00 |
363 |
3,382 |
-9 |
Sep11 |
110125 |
1357.00 |
1365.25 |
1338.00 |
1340.50 |
-24.75 |
453 |
4,256 |
+16 |
Nov11 |
110125 |
1337.25 |
1341.75 |
1308.25 |
1312.75 |
-24.00 |
20,465 |
141,003 |
-1,008 |
Jan12 |
110125 |
1338.25 |
1339.75 |
1311.75 |
1315.75 |
-23.50 |
824 |
12,178 |
+252 |
Total Volume and Open Interest |
153,023 |
656,306 |
-5,829 |
Soybean Meal(CBOT) |
Mar11 |
110125 |
380.10 |
380.80 |
371.80 |
372.60 |
-7.60 |
28,297 |
94,554 |
-1,624 |
May11 |
110125 |
382.50 |
383.40 |
374.50 |
375.20 |
-7.70 |
6,039 |
35,580 |
+309 |
Jul11 |
110125 |
383.50 |
383.80 |
375.30 |
376.00 |
-7.90 |
3,746 |
36,000 |
+83 |
Aug11 |
110125 |
373.00 |
373.00 |
367.00 |
367.60 |
-6.50 |
618 |
7,403 |
+30 |
Sep11 |
110125 |
363.00 |
363.00 |
357.90 |
357.90 |
-5.60 |
851 |
7,346 |
+5 |
Oct11 |
110125 |
350.40 |
351.20 |
344.90 |
345.70 |
-5.00 |
225 |
5,769 |
-41 |
Dec11 |
110125 |
348.80 |
349.20 |
342.20 |
343.50 |
-5.10 |
2,248 |
18,455 |
-1 |
Jan12 |
110125 |
346.50 |
346.50 |
343.30 |
343.30 |
-4.50 |
78 |
1,692 |
+22 |
Total Volume and Open Interest |
42,913 |
210,082 |
-965 |
Soybean Oil(CBOT) |
Mar11 |
110125 |
57.24 |
57.43 |
55.75 |
55.78 |
-1.40 |
45,242 |
190,958 |
-1,448 |
May11 |
110125 |
57.70 |
57.89 |
56.29 |
56.29 |
-1.35 |
9,150 |
66,303 |
+1,321 |
Jul11 |
110125 |
58.10 |
58.19 |
56.74 |
56.74 |
-1.31 |
5,996 |
66,730 |
+520 |
Aug11 |
110125 |
57.74 |
57.74 |
56.88 |
56.88 |
-1.26 |
704 |
6,525 |
+145 |
Sep11 |
110125 |
57.50 |
57.75 |
57.00 |
57.01 |
-1.22 |
392 |
8,628 |
+65 |
Oct11 |
110125 |
58.42 |
58.42 |
56.98 |
56.98 |
-1.23 |
87 |
9,244 |
-22 |
Dec11 |
110125 |
58.21 |
58.45 |
57.00 |
57.00 |
-1.27 |
1,405 |
31,638 |
+179 |
Jan12 |
110125 |
57.05 |
58.32 |
57.05 |
57.05 |
-1.27 |
0 |
467 |
+0 |
Total Volume and Open Interest |
62,991 |
381,446 |
+767 |
Canola(WCE) |
Mar11 |
110125 |
598.5 |
598.5 |
587.7 |
591.7 |
-7.5 |
10,548 |
112,443 |
-1,073 |
May11 |
110125 |
602.0 |
602.4 |
596.9 |
600.0 |
-7.2 |
2,978 |
29,424 |
+1,483 |
Jul11 |
110125 |
608.0 |
608.0 |
600.2 |
603.4 |
-7.2 |
2,007 |
18,718 |
-1,012 |
Nov11 |
110125 |
565.0 |
566.0 |
558.6 |
560.7 |
-5.9 |
4,117 |
46,654 |
+1,921 |
Jan12 |
110125 |
563.4 |
565.0 |
563.4 |
564.5 |
-5.8 |
333 |
2,383 |
+175 |
Total Volume and Open Interest |
20,016 |
211,151 |
+1,519 |
Corn(CBOT) |
Mar11 |
110125 |
654.75 |
655.00 |
639.25 |
644.00 |
-11.25 |
129,965 |
628,587 |
-19,361 |
May11 |
110125 |
664.75 |
664.75 |
649.50 |
654.25 |
-10.75 |
45,061 |
298,044 |
+13,698 |
Jul11 |
110125 |
668.75 |
669.50 |
654.00 |
659.00 |
-10.50 |
44,705 |
251,698 |
+5,593 |
Sep11 |
110125 |
619.00 |
619.00 |
606.25 |
612.75 |
-8.50 |
6,571 |
52,592 |
+522 |
Dec11 |
110125 |
585.50 |
588.00 |
575.25 |
579.00 |
-8.25 |
41,458 |
317,462 |
+3,782 |
Mar12 |
110125 |
593.00 |
595.00 |
583.00 |
586.50 |
-8.50 |
2,006 |
29,662 |
+89 |
Total Volume and Open Interest |
271,798 |
1,628,475 |
+4,647 |
Wheat(CBOT) |
Mar11 |
110125 |
835.25 |
839.50 |
820.75 |
838.25 |
+3.00 |
53,540 |
218,196 |
+1,729 |
May11 |
110125 |
861.00 |
866.25 |
848.00 |
865.50 |
+3.75 |
19,226 |
81,699 |
+2,974 |
Jul11 |
110125 |
878.00 |
883.25 |
866.25 |
882.50 |
+3.75 |
12,702 |
119,851 |
+1,897 |
Sep11 |
110125 |
892.00 |
896.50 |
881.25 |
896.50 |
+3.25 |
2,145 |
25,708 |
+426 |
Dec11 |
110125 |
902.00 |
908.50 |
893.50 |
908.25 |
+2.25 |
4,046 |
67,191 |
+1,157 |
Total Volume and Open Interest |
92,391 |
529,975 |
+8,468 |
Wheat(KCBT) |
Mar11 |
110125 |
908.75 |
917.50 |
897.00 |
917.50 |
+9.50 |
11,701 |
85,114 |
-1,632 |
May11 |
110125 |
919.00 |
928.25 |
909.00 |
928.25 |
+9.50 |
4,543 |
42,655 |
+190 |
Jul11 |
110125 |
923.50 |
934.25 |
914.00 |
934.25 |
+10.50 |
2,782 |
56,328 |
+204 |
Sep11 |
110125 |
931.50 |
942.50 |
922.25 |
942.50 |
+9.50 |
641 |
14,278 |
+35 |
Dec11 |
110125 |
939.25 |
951.00 |
932.00 |
951.00 |
+9.00 |
307 |
12,082 |
+53 |
Total Volume and Open Interest |
20,024 |
213,246 |
-1,113 |
Wheat(MGE) |
Mar11 |
110125 |
950.00 |
957.25 |
937.00 |
956.00 |
+5.75 |
3,498 |
20,901 |
-298 |
May11 |
110125 |
957.75 |
965.75 |
946.25 |
965.00 |
+6.50 |
2,452 |
15,727 |
+504 |
Jul11 |
110125 |
953.00 |
968.50 |
946.50 |
967.75 |
+9.25 |
1,069 |
10,347 |
-24 |
Sep11 |
110125 |
944.25 |
960.50 |
937.25 |
959.75 |
+9.75 |
384 |
10,769 |
+93 |
Dec11 |
110125 |
948.50 |
963.00 |
941.25 |
961.50 |
+8.50 |
189 |
8,859 |
+22 |
Total Volume and Open Interest |
7,663 |
68,293 |
+327 |
Oats(CBOT) |
Mar11 |
110125 |
386.75 |
392.75 |
379.00 |
381.00 |
-6.00 |
319 |
8,642 |
+0 |
May11 |
110125 |
395.00 |
398.25 |
387.00 |
389.00 |
-6.00 |
60 |
3,028 |
+18 |
Jul11 |
110125 |
399.00 |
402.00 |
390.75 |
392.50 |
-5.50 |
7 |
535 |
-4 |
Sep11 |
110125 |
368.00 |
369.00 |
366.00 |
367.50 |
-1.50 |
13 |
165 |
+11 |
Total Volume and Open Interest |
429 |
13,695 |
+13 |
Rough Rice(CBOT) |
Mar11 |
110125 |
15.14 |
15.15 |
14.72 |
14.75 |
-0.40 |
1,981 |
14,414 |
+469 |
May11 |
110125 |
15.40 |
15.40 |
15.02 |
15.04 |
-0.39 |
379 |
2,449 |
+52 |
Jul11 |
110125 |
15.49 |
15.63 |
15.28 |
15.28 |
-0.40 |
308 |
1,681 |
-67 |
Sep11 |
110125 |
15.37 |
15.44 |
15.12 |
15.12 |
-0.37 |
216 |
1,443 |
+57 |
Total Volume and Open Interest |
2,930 |
20,411 |
+518 |
Live Cattle(CME) |
Feb11 |
110125 |
106.750 |
106.950 |
106.050 |
106.250 |
-0.535 |
12,177 |
57,195 |
-3,087 |
Apr11 |
110125 |
111.750 |
111.885 |
111.080 |
111.150 |
-0.530 |
16,454 |
161,978 |
+2,844 |
Jun11 |
110125 |
111.650 |
111.785 |
110.850 |
110.950 |
-0.800 |
6,719 |
78,968 |
+1,720 |
Aug11 |
110125 |
112.230 |
112.350 |
111.330 |
111.680 |
-0.705 |
1,786 |
25,261 |
+445 |
Oct11 |
110125 |
114.830 |
115.000 |
114.150 |
114.480 |
-0.500 |
653 |
16,449 |
+278 |
Dec11 |
110125 |
115.730 |
115.800 |
114.980 |
115.300 |
-0.680 |
1,139 |
13,412 |
+148 |
Total Volume and Open Interest |
39,024 |
356,470 |
+2,357 |
Feeder Cattle(CME) |
Jan11 |
110125 |
126.350 |
126.350 |
125.785 |
125.980 |
-0.370 |
585 |
2,277 |
-103 |
Mar11 |
110125 |
125.330 |
125.730 |
124.535 |
125.135 |
-0.415 |
2,302 |
25,372 |
+436 |
Apr11 |
110125 |
126.135 |
126.450 |
125.350 |
125.900 |
-0.400 |
545 |
6,449 |
+47 |
May11 |
110125 |
126.600 |
126.850 |
125.730 |
126.250 |
-0.450 |
338 |
8,584 |
+81 |
Aug11 |
110125 |
127.250 |
127.350 |
126.250 |
126.900 |
-0.400 |
374 |
9,468 |
+109 |
Sep11 |
110125 |
126.600 |
126.650 |
125.885 |
126.600 |
-0.550 |
53 |
1,209 |
+18 |
Oct11 |
110125 |
126.800 |
126.900 |
125.830 |
126.550 |
-0.550 |
7 |
572 |
+0 |
Total Volume and Open Interest |
4,206 |
54,207 |
+588 |
Lean Hogs(CME) |
Feb11 |
110125 |
80.650 |
82.035 |
80.535 |
81.830 |
+1.180 |
8,886 |
25,501 |
-1,977 |
Apr11 |
110125 |
86.300 |
87.650 |
86.180 |
87.135 |
+0.885 |
10,009 |
91,839 |
-380 |
May11 |
110125 |
94.980 |
95.600 |
94.750 |
95.300 |
+0.200 |
95 |
2,143 |
+42 |
Jun11 |
110125 |
97.300 |
98.400 |
96.830 |
97.285 |
-0.250 |
3,946 |
49,736 |
+617 |
Jul11 |
110125 |
96.430 |
97.100 |
95.700 |
95.950 |
-0.480 |
1,380 |
14,269 |
+353 |
Aug11 |
110125 |
96.000 |
96.450 |
95.400 |
95.700 |
-0.350 |
998 |
15,205 |
+284 |
Oct11 |
110125 |
85.930 |
86.350 |
85.300 |
85.830 |
-0.400 |
904 |
13,578 |
+78 |
Dec11 |
110125 |
82.200 |
82.450 |
81.430 |
82.000 |
-0.250 |
975 |
5,289 |
+362 |
Total Volume and Open Interest |
27,428 |
219,723 |
-448 |
Class III Milk(CME) |
Jan11 |
110125 |
13.54 |
13.55 |
13.53 |
13.53 |
unch |
66 |
5,168 |
-35 |
Feb11 |
110125 |
16.58 |
16.75 |
16.16 |
16.30 |
-0.19 |
868 |
5,701 |
+190 |
Mar11 |
110125 |
17.10 |
17.46 |
16.89 |
17.01 |
+0.01 |
840 |
4,507 |
+150 |
Apr11 |
110125 |
17.20 |
17.37 |
16.85 |
17.01 |
-0.08 |
651 |
3,397 |
+229 |
May11 |
110125 |
17.10 |
17.25 |
16.65 |
16.89 |
-0.16 |
590 |
3,026 |
+158 |
Total Volume and Open Interest |
4,851 |
35,525 |
+1,465 |
Cocoa(ICE) |
Mar11 |
110125 |
3333 |
3375 |
3270 |
3335 |
+23 |
16,937 |
60,073 |
-620 |
May11 |
110125 |
3293 |
3333 |
3247 |
3301 |
+19 |
7,288 |
31,781 |
+2,648 |
Jul11 |
110125 |
3286 |
3320 |
3248 |
3287 |
+19 |
2,246 |
14,603 |
+351 |
Sep11 |
110125 |
3261 |
3291 |
3227 |
3261 |
+11 |
1,318 |
10,212 |
-217 |
Dec11 |
110125 |
3262 |
3296 |
3225 |
3259 |
+6 |
1,229 |
14,101 |
-167 |
Mar12 |
110125 |
3320 |
3358 |
3278 |
3324 |
+14 |
1,093 |
15,619 |
+1,034 |
May12 |
110125 |
3278 |
3319 |
3269 |
3319 |
+16 |
4 |
4,574 |
-2 |
Total Volume and Open Interest |
30,115 |
153,171 |
+3,027 |
Coffee "C"(ICE) |
Mar11 |
110125 |
237.30 |
238.30 |
230.30 |
231.25 |
-6.05 |
8,147 |
77,713 |
-1,173 |
May11 |
110125 |
239.00 |
240.00 |
232.25 |
233.10 |
-6.00 |
2,255 |
33,615 |
+464 |
Jul11 |
110125 |
240.00 |
240.90 |
233.45 |
234.35 |
-5.90 |
568 |
13,711 |
+165 |
Sep11 |
110125 |
238.05 |
239.25 |
232.70 |
233.45 |
-5.50 |
144 |
5,238 |
+14 |
Dec11 |
110125 |
235.00 |
235.25 |
230.00 |
230.50 |
-5.45 |
196 |
8,223 |
+37 |
Mar12 |
110125 |
231.00 |
231.00 |
226.55 |
226.55 |
-5.20 |
27 |
943 |
+7 |
Total Volume and Open Interest |
11,377 |
140,215 |
-492 |
Orange Juice(ICE) |
Mar11 |
110125 |
171.45 |
171.45 |
169.20 |
170.65 |
-0.15 |
1,611 |
21,290 |
-495 |
May11 |
110125 |
170.75 |
170.75 |
168.60 |
169.30 |
-1.00 |
696 |
7,371 |
+432 |
Jul11 |
110125 |
169.45 |
169.45 |
168.90 |
169.00 |
-1.00 |
131 |
2,522 |
-89 |
Sep11 |
110125 |
168.75 |
168.75 |
168.75 |
168.75 |
-0.75 |
0 |
493 |
+0 |
Nov11 |
110125 |
166.80 |
166.80 |
166.80 |
166.80 |
-0.20 |
1 |
548 |
+1 |
Jan12 |
110125 |
166.45 |
166.45 |
166.45 |
166.45 |
-0.30 |
0 |
2 |
+0 |
Total Volume and Open Interest |
2,439 |
32,248 |
-151 |
Sugar #11(ICE) |
Mar11 |
110125 |
32.17 |
32.24 |
31.15 |
31.84 |
-0.47 |
25,558 |
214,513 |
-961 |
May11 |
110125 |
29.86 |
29.92 |
28.87 |
29.54 |
-0.46 |
12,266 |
120,431 |
+1,333 |
Jul11 |
110125 |
27.48 |
27.48 |
26.36 |
27.03 |
-0.41 |
7,441 |
123,009 |
+719 |
Oct11 |
110125 |
25.70 |
25.70 |
24.75 |
25.53 |
-0.25 |
3,034 |
67,417 |
+342 |
Mar12 |
110125 |
24.75 |
24.85 |
23.97 |
24.85 |
-0.05 |
2,522 |
46,096 |
-29 |
Total Volume and Open Interest |
52,264 |
621,457 |
+1,313 |
London Cocoa(LCE) |
Mar11 |
110125 |
2214 |
2231 |
2187 |
2227 |
+37 |
10,430 |
56,358 |
-1,486 |
May11 |
110125 |
2176 |
2190 |
2155 |
2176 |
+15 |
5,715 |
29,609 |
+1,973 |
Jul11 |
110125 |
2166 |
2182 |
2148 |
2171 |
+17 |
2,195 |
28,283 |
+923 |
Sep11 |
110125 |
2147 |
2164 |
2136 |
2154 |
+19 |
750 |
20,678 |
-372 |
Dec11 |
110125 |
2127 |
2136 |
2104 |
2123 |
+13 |
197 |
27,175 |
+63 |
Mar12 |
110125 |
2120 |
2144 |
2115 |
2132 |
+22 |
1,156 |
20,602 |
+517 |
May12 |
110125 |
2126 |
2151 |
2116 |
2136 |
+24 |
1 |
3,699 |
+1 |
Total Volume and Open Interest |
20,444 |
193,935 |
+1,619 |
London Sugar(LCE) |
Mar11 |
110125 |
790.90 |
794.30 |
770.80 |
781.50 |
-14.70 |
1,988 |
19,951 |
-102 |
May11 |
110125 |
764.50 |
768.30 |
747.50 |
759.00 |
-10.60 |
1,778 |
12,628 |
+182 |
Aug11 |
110125 |
717.70 |
722.00 |
705.00 |
712.20 |
-10.60 |
511 |
8,835 |
+122 |
Oct11 |
110125 |
659.40 |
662.20 |
651.00 |
662.20 |
-6.50 |
27 |
2,693 |
-2 |
Dec11 |
110125 |
643.40 |
645.30 |
634.50 |
645.30 |
-8.20 |
16 |
1,074 |
-2 |
Total Volume and Open Interest |
4,322 |
45,981 |
+198 |
Cotton(ICE) |
Mar11 |
110125 |
163.84 |
167.89 |
158.01 |
161.83 |
-0.11 |
4,621 |
89,576 |
-68 |
May11 |
110125 |
157.00 |
159.11 |
151.39 |
154.33 |
-1.94 |
2,742 |
24,537 |
+660 |
Jul11 |
110125 |
150.00 |
151.20 |
144.30 |
146.55 |
-2.81 |
2,728 |
35,688 |
+280 |
Oct11 |
110125 |
123.05 |
128.00 |
123.00 |
123.01 |
-3.39 |
16 |
179 |
+7 |
Dec11 |
110125 |
113.74 |
114.00 |
108.01 |
108.67 |
-5.07 |
5,163 |
51,824 |
+1,360 |
Mar12 |
110125 |
104.94 |
107.00 |
102.50 |
102.51 |
-4.29 |
257 |
2,419 |
+145 |
Total Volume and Open Interest |
15,607 |
206,245 |
+2,392 |
Lumber(CME) |
Mar11 |
110125 |
319.8 |
320.3 |
310.0 |
311.0 |
-9.0 |
425 |
6,884 |
+83 |
May11 |
110125 |
334.0 |
335.5 |
327.2 |
329.9 |
-7.3 |
161 |
2,899 |
+24 |
Jul11 |
110125 |
341.0 |
341.0 |
333.1 |
335.3 |
-7.7 |
60 |
1,208 |
+13 |
Sep11 |
110125 |
335.1 |
335.1 |
332.5 |
333.5 |
-8.5 |
4 |
188 |
+0 |
Total Volume and Open Interest |
650 |
11,180 |
+120 |
Crude Oil(NYM) |
Mar11 |
110125 |
87.70 |
87.85 |
86.12 |
86.19 |
-1.68 |
356,085 |
409,644 |
+4,268 |
Apr11 |
110125 |
89.38 |
89.60 |
87.83 |
87.88 |
-1.65 |
141,631 |
118,324 |
+471 |
May11 |
110125 |
90.84 |
91.14 |
89.40 |
89.43 |
-1.59 |
93,065 |
95,642 |
+5,655 |
Jun11 |
110125 |
91.75 |
92.25 |
90.50 |
90.57 |
-1.50 |
89,846 |
114,429 |
+4,251 |
Jul11 |
110125 |
92.70 |
93.02 |
91.36 |
91.40 |
-1.42 |
30,304 |
60,321 |
+837 |
Aug11 |
110125 |
93.22 |
93.30 |
91.88 |
91.92 |
-1.37 |
15,939 |
35,064 |
+769 |
Sep11 |
110125 |
93.47 |
93.47 |
92.33 |
92.34 |
-1.33 |
13,745 |
33,619 |
+1,218 |
Oct11 |
110125 |
93.84 |
94.08 |
92.69 |
92.71 |
-1.32 |
8,175 |
25,459 |
+1,796 |
Nov11 |
110125 |
93.23 |
93.25 |
93.00 |
93.06 |
-1.31 |
4,894 |
21,339 |
+631 |
Dec11 |
110125 |
94.35 |
94.88 |
93.29 |
93.39 |
-1.30 |
46,282 |
176,735 |
+3,632 |
Jan12 |
110125 |
94.16 |
94.16 |
93.56 |
93.56 |
-1.28 |
7,044 |
31,611 |
-501 |
Feb12 |
110125 |
93.66 |
93.66 |
93.66 |
93.66 |
-1.26 |
3,067 |
10,644 |
+577 |
Mar12 |
110125 |
93.72 |
93.72 |
93.72 |
93.72 |
-1.26 |
1,448 |
12,793 |
-315 |
Apr12 |
110125 |
93.78 |
93.78 |
93.78 |
93.78 |
-1.24 |
303 |
5,132 |
+5 |
May12 |
110125 |
93.85 |
93.85 |
93.85 |
93.85 |
-1.23 |
175 |
7,183 |
-34 |
Jun12 |
110125 |
94.01 |
94.19 |
93.93 |
93.93 |
-1.21 |
5,211 |
51,131 |
+744 |
Total Volume and Open Interest |
839,683 |
1,503,008 |
+27,092 |
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 |
110125 |
87.750 |
87.875 |
86.100 |
86.200 |
-1.675 |
10,408 |
7,917 |
+1,081 |
Apr11 |
110125 |
89.275 |
89.600 |
87.850 |
87.875 |
-1.650 |
1,205 |
1,726 |
+196 |
May11 |
110125 |
90.800 |
90.800 |
89.425 |
89.425 |
-1.600 |
275 |
374 |
+170 |
Jun11 |
110125 |
90.575 |
90.575 |
90.575 |
90.575 |
-1.500 |
5 |
60 |
+4 |
Jul11 |
110125 |
91.775 |
91.850 |
91.400 |
91.400 |
-1.425 |
0 |
12 |
+0 |
Aug11 |
110125 |
91.925 |
91.925 |
91.925 |
91.925 |
-1.375 |
0 |
10 |
+0 |
Sep11 |
110125 |
92.650 |
92.775 |
92.350 |
92.350 |
-1.325 |
0 |
6 |
+0 |
Oct11 |
110125 |
92.700 |
92.700 |
92.700 |
92.700 |
-1.325 |
0 |
42 |
+0 |
Total Volume and Open Interest |
11,894 |
10,430 |
+1,450 |
Heating Oil(NYM) |
Feb11 |
110125 |
261.71 |
262.30 |
257.23 |
259.29 |
-2.64 |
28,245 |
37,444 |
-6,531 |
Mar11 |
110125 |
261.93 |
262.72 |
257.62 |
259.66 |
-2.65 |
47,233 |
106,092 |
+5,582 |
Apr11 |
110125 |
261.28 |
261.89 |
256.86 |
258.94 |
-2.57 |
20,653 |
42,089 |
+2,122 |
May11 |
110125 |
260.35 |
261.29 |
256.34 |
258.33 |
-2.62 |
9,238 |
22,952 |
-526 |
Jun11 |
110125 |
260.25 |
260.25 |
256.23 |
258.34 |
-2.67 |
11,204 |
34,799 |
+506 |
Jul11 |
110125 |
261.99 |
261.99 |
257.40 |
259.40 |
-2.56 |
2,843 |
11,808 |
-77 |
Aug11 |
110125 |
260.47 |
261.48 |
258.50 |
260.64 |
-2.45 |
1,974 |
8,449 |
+249 |
Sep11 |
110125 |
265.12 |
265.19 |
260.34 |
262.37 |
-2.29 |
1,737 |
9,015 |
-76 |
Oct11 |
110125 |
262.50 |
264.93 |
262.50 |
264.12 |
-2.22 |
609 |
4,493 |
-19 |
Nov11 |
110125 |
264.57 |
266.93 |
264.57 |
265.81 |
-2.25 |
380 |
5,226 |
+50 |
Dec11 |
110125 |
268.49 |
268.49 |
265.32 |
267.19 |
-2.27 |
3,529 |
19,662 |
+780 |
Jan12 |
110125 |
268.00 |
268.80 |
268.00 |
268.52 |
-2.24 |
529 |
3,647 |
+377 |
Total Volume and Open Interest |
128,449 |
314,731 |
+2,693 |
Gasoline(NYMEX) |
Feb11 |
110125 |
241.10 |
241.32 |
234.14 |
234.27 |
-7.05 |
23,879 |
28,687 |
-9,380 |
Mar11 |
110125 |
243.32 |
243.81 |
236.92 |
237.06 |
-6.73 |
44,540 |
97,285 |
-1,411 |
Apr11 |
110125 |
255.00 |
255.57 |
249.50 |
250.04 |
-5.45 |
18,799 |
39,905 |
-1,962 |
May11 |
110125 |
256.10 |
256.39 |
250.63 |
251.14 |
-5.22 |
9,505 |
25,645 |
+1,123 |
Jun11 |
110125 |
256.19 |
256.19 |
250.85 |
251.40 |
-5.08 |
8,541 |
27,226 |
-76 |
Jul11 |
110125 |
255.71 |
255.71 |
250.51 |
250.99 |
-4.97 |
3,418 |
10,619 |
+192 |
Aug11 |
110125 |
250.75 |
251.81 |
249.90 |
250.00 |
-4.87 |
3,991 |
6,922 |
+671 |
Sep11 |
110125 |
253.10 |
253.10 |
248.40 |
248.40 |
-4.71 |
951 |
5,477 |
+45 |
Oct11 |
110125 |
238.38 |
239.23 |
238.03 |
238.03 |
-4.52 |
645 |
5,439 |
+120 |
Nov11 |
110125 |
237.03 |
237.17 |
236.18 |
236.18 |
-4.47 |
351 |
1,799 |
-34 |
Total Volume and Open Interest |
116,818 |
282,801 |
-10,974 |
e-miNY RBOB Gasoline(NYM) |
Feb11 |
110125 |
234.30 |
234.30 |
234.27 |
234.30 |
-7.00 |
0 |
3 |
+0 |
Mar11 |
110125 |
237.10 |
237.10 |
237.06 |
237.10 |
-6.70 |
0 |
1 |
+0 |
Apr11 |
110125 |
250.00 |
250.04 |
250.00 |
250.00 |
-5.50 |
0 |
1 |
+0 |
May11 |
110125 |
251.10 |
251.14 |
251.10 |
251.10 |
-5.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Feb11 |
110125 |
4.581 |
4.609 |
4.401 |
4.473 |
-0.107 |
115,557 |
29,139 |
-14,498 |
Mar11 |
110125 |
4.593 |
4.636 |
4.421 |
4.490 |
-0.108 |
83,594 |
250,463 |
-3,512 |
Apr11 |
110125 |
4.593 |
4.631 |
4.431 |
4.500 |
-0.095 |
36,243 |
105,745 |
+412 |
May11 |
110125 |
4.637 |
4.660 |
4.471 |
4.540 |
-0.093 |
19,871 |
91,065 |
+1,789 |
Jun11 |
110125 |
4.698 |
4.698 |
4.517 |
4.580 |
-0.090 |
8,117 |
22,755 |
+318 |
Jul11 |
110125 |
4.743 |
4.754 |
4.565 |
4.633 |
-0.087 |
8,313 |
31,181 |
-252 |
Aug11 |
110125 |
4.700 |
4.700 |
4.600 |
4.655 |
-0.085 |
2,883 |
19,371 |
+122 |
Sep11 |
110125 |
4.686 |
4.689 |
4.606 |
4.659 |
-0.082 |
3,141 |
14,304 |
+115 |
Oct11 |
110125 |
4.802 |
4.802 |
4.641 |
4.707 |
-0.078 |
16,193 |
56,760 |
+41 |
Nov11 |
110125 |
4.935 |
4.935 |
4.802 |
4.862 |
-0.071 |
4,609 |
24,466 |
-606 |
Dec11 |
110125 |
5.133 |
5.133 |
5.032 |
5.082 |
-0.066 |
4,057 |
21,686 |
-305 |
Jan12 |
110125 |
5.242 |
5.260 |
5.160 |
5.205 |
-0.065 |
7,064 |
42,946 |
-87 |
Feb12 |
110125 |
5.213 |
5.213 |
5.130 |
5.173 |
-0.056 |
1,217 |
10,188 |
+334 |
Mar12 |
110125 |
5.075 |
5.078 |
5.032 |
5.078 |
-0.051 |
1,660 |
24,064 |
+603 |
Apr12 |
110125 |
4.870 |
4.870 |
4.817 |
4.860 |
-0.029 |
1,075 |
20,439 |
-284 |
May12 |
110125 |
4.841 |
4.880 |
4.840 |
4.862 |
-0.028 |
100 |
5,207 |
+47 |
Total Volume and Open Interest |
314,574 |
838,593 |
-15,607 |
Brent Crude Oil(ICE) |
Mar11 |
110125 |
96.39 |
96.68 |
94.75 |
95.25 |
-1.36 |
193,777 |
257,594 |
-6,925 |
Apr11 |
110125 |
96.42 |
96.73 |
94.88 |
95.29 |
-1.36 |
114,748 |
171,043 |
-708 |
May11 |
110125 |
96.55 |
96.92 |
95.15 |
95.52 |
-1.31 |
50,691 |
81,605 |
-2,755 |
Jun11 |
110125 |
96.75 |
97.14 |
95.38 |
95.74 |
-1.29 |
49,996 |
106,815 |
+2,303 |
Jul11 |
110125 |
97.06 |
97.25 |
95.63 |
95.89 |
-1.26 |
9,639 |
33,537 |
+174 |
Aug11 |
110125 |
97.01 |
97.37 |
95.76 |
96.03 |
-1.21 |
7,151 |
17,355 |
+825 |
Sep11 |
110125 |
97.24 |
97.48 |
95.95 |
96.16 |
-1.17 |
6,494 |
26,618 |
+864 |
Oct11 |
110125 |
97.26 |
97.58 |
95.98 |
96.28 |
-1.14 |
3,723 |
19,722 |
+66 |
Nov11 |
110125 |
97.33 |
97.67 |
96.17 |
96.38 |
-1.12 |
3,068 |
11,228 |
+133 |
Dec11 |
110125 |
97.34 |
97.84 |
96.18 |
96.48 |
-1.10 |
27,972 |
108,589 |
-522 |
Jan12 |
110125 |
96.54 |
96.54 |
96.54 |
96.54 |
-1.09 |
1,572 |
11,762 |
+33 |
Feb12 |
110125 |
96.57 |
96.57 |
96.57 |
96.57 |
-1.08 |
1,029 |
6,093 |
+109 |
Mar12 |
110125 |
96.58 |
96.58 |
96.58 |
96.58 |
-1.07 |
423 |
3,815 |
-49 |
Apr12 |
110125 |
96.60 |
96.60 |
96.57 |
96.57 |
-1.05 |
250 |
2,115 |
+8 |
Total Volume and Open Interest |
477,527 |
962,192 |
-6,373 |
Gas Oil(ICE) |
Feb11 |
110125 |
805.00 |
809.00 |
792.50 |
799.00 |
-20.25 |
54,478 |
121,349 |
-4,184 |
Mar11 |
110125 |
810.75 |
814.50 |
798.00 |
804.50 |
-19.50 |
81,556 |
153,783 |
+2,178 |
Apr11 |
110125 |
814.75 |
817.00 |
801.50 |
807.75 |
-18.75 |
43,311 |
70,645 |
+27 |
May11 |
110125 |
818.00 |
819.00 |
804.00 |
810.50 |
-18.25 |
18,439 |
56,554 |
-765 |
Jun11 |
110125 |
819.50 |
821.50 |
806.50 |
813.00 |
-17.75 |
20,067 |
62,603 |
+3,512 |
Jul11 |
110125 |
823.50 |
824.25 |
810.25 |
816.25 |
-17.50 |
4,799 |
21,480 |
+366 |
Aug11 |
110125 |
827.00 |
827.00 |
813.75 |
819.75 |
-17.00 |
4,107 |
19,836 |
-1,307 |
Sep11 |
110125 |
829.75 |
830.50 |
817.50 |
823.25 |
-16.75 |
5,436 |
20,101 |
+1,125 |
Oct11 |
110125 |
831.75 |
832.50 |
819.75 |
825.50 |
-16.25 |
3,572 |
13,814 |
+434 |
Nov11 |
110125 |
833.50 |
833.50 |
822.75 |
827.00 |
-15.75 |
1,866 |
10,714 |
+199 |
Total Volume and Open Interest |
249,999 |
668,678 |
+2,092 |
Ethanol(CBOT) |
Jan11 |
110105 |
2.315 |
2.315 |
2.305 |
2.305 |
-0.008 |
63 |
135 |
-73 |
Feb11 |
110125 |
2.320 |
2.320 |
2.259 |
2.278 |
-0.042 |
54 |
621 |
-5 |
Mar11 |
110125 |
2.310 |
2.310 |
2.281 |
2.296 |
-0.041 |
63 |
1,523 |
+24 |
Apr11 |
110125 |
2.319 |
2.320 |
2.305 |
2.319 |
-0.040 |
43 |
942 |
+6 |
May11 |
110125 |
2.350 |
2.350 |
2.329 |
2.338 |
-0.045 |
19 |
485 |
-2 |
Jun11 |
110125 |
2.370 |
2.370 |
2.352 |
2.360 |
-0.045 |
56 |
636 |
+22 |
Jul11 |
110125 |
2.376 |
2.376 |
2.376 |
2.376 |
-0.038 |
17 |
803 |
-3 |
Aug11 |
110125 |
2.365 |
2.366 |
2.365 |
2.366 |
-0.038 |
15 |
851 |
+10 |
Total Volume and Open Interest |
308 |
8,168 |
+64 |
WTI Crude Oil(ICE |
Mar11 |
110125 |
87.59 |
87.85 |
86.12 |
86.19 |
-1.68 |
128,577 |
132,853 |
-5,591 |
Apr11 |
110125 |
89.21 |
89.59 |
87.81 |
87.88 |
-1.65 |
81,087 |
64,353 |
+558 |
May11 |
110125 |
90.77 |
91.00 |
89.40 |
89.43 |
-1.59 |
48,361 |
43,410 |
+2,981 |
Jun11 |
110125 |
92.07 |
92.22 |
90.57 |
90.57 |
-1.50 |
44,533 |
62,958 |
+3,091 |
Jul11 |
110125 |
92.85 |
92.89 |
91.40 |
91.40 |
-1.42 |
9,841 |
20,043 |
-55 |
Aug11 |
110125 |
93.34 |
93.46 |
91.92 |
91.92 |
-1.37 |
6,252 |
12,088 |
+487 |
Sep11 |
110125 |
93.72 |
93.84 |
92.32 |
92.34 |
-1.33 |
6,860 |
20,292 |
+1,789 |
Oct11 |
110125 |
94.20 |
94.20 |
92.70 |
92.71 |
-1.32 |
2,923 |
14,059 |
+806 |
Nov11 |
110125 |
94.44 |
94.48 |
93.06 |
93.06 |
-1.31 |
1,804 |
9,334 |
+145 |
Dec11 |
110125 |
94.76 |
94.89 |
93.38 |
93.39 |
-1.30 |
19,981 |
79,861 |
-732 |
Jan12 |
110125 |
93.56 |
93.56 |
93.56 |
93.56 |
-1.28 |
481 |
7,015 |
+123 |
Feb12 |
110125 |
93.66 |
93.66 |
93.66 |
93.66 |
-1.26 |
53 |
1,283 |
-13 |
Mar12 |
110125 |
93.72 |
93.72 |
93.72 |
93.72 |
-1.26 |
90 |
3,967 |
-20 |
Apr12 |
110125 |
93.78 |
93.78 |
93.78 |
93.78 |
-1.24 |
140 |
906 |
+123 |
May12 |
110125 |
93.85 |
93.85 |
93.85 |
93.85 |
-1.23 |
45 |
934 |
+10 |
Jun12 |
110125 |
94.23 |
94.43 |
93.93 |
93.93 |
-1.21 |
1,396 |
20,932 |
+626 |
Total Volume and Open Interest |
356,947 |
569,923 |
+4,224 |
US Dollar Index(ICE) |
Mar11 |
110125 |
78.155 |
78.570 |
77.950 |
78.145 |
-0.048 |
25,051 |
38,352 |
+1,569 |
Jun11 |
110125 |
78.500 |
78.875 |
78.355 |
78.495 |
-0.057 |
35 |
998 |
+2 |
Sep11 |
110125 |
78.855 |
78.855 |
78.855 |
78.855 |
-0.057 |
0 |
3 |
+0 |
Total Volume and Open Interest |
25,086 |
39,353 |
+1,571 |
Australian Dollar(CME) |
Mar11 |
110125 |
99.12 |
99.36 |
98.31 |
98.68 |
-0.53 |
81,370 |
116,201 |
+4,139 |
Jun11 |
110125 |
97.87 |
98.18 |
97.23 |
97.55 |
-0.52 |
63 |
719 |
+7 |
Sep11 |
110125 |
96.34 |
96.83 |
96.34 |
96.34 |
-0.49 |
0 |
14 |
+0 |
Total Volume and Open Interest |
81,433 |
117,028 |
+4,146 |
British Pound(CME) |
Mar11 |
110125 |
159.76 |
160.13 |
157.45 |
157.87 |
-2.01 |
86,266 |
99,233 |
+2,120 |
Jun11 |
110125 |
159.66 |
159.83 |
157.34 |
157.73 |
-1.98 |
66 |
237 |
+61 |
Sep11 |
110125 |
157.50 |
159.45 |
157.50 |
157.52 |
-1.93 |
0 |
5 |
+0 |
Total Volume and Open Interest |
86,332 |
99,507 |
+2,181 |
Canadian Dollar(CME) |
Mar11 |
110125 |
100.53 |
100.78 |
99.75 |
99.94 |
-0.46 |
47,779 |
116,243 |
-1,134 |
Jun11 |
110125 |
100.50 |
100.50 |
99.69 |
99.73 |
-0.45 |
58 |
3,103 |
+11 |
Sep11 |
110125 |
99.44 |
99.89 |
99.40 |
99.44 |
-0.45 |
8 |
983 |
-3 |
Dec11 |
110125 |
99.60 |
99.61 |
99.16 |
99.16 |
-0.45 |
15 |
1,292 |
+9 |
Total Volume and Open Interest |
47,860 |
121,671 |
-1,117 |
Japanese Yen(CME) |
Mar11 |
110125 |
121.20 |
122.04 |
121.01 |
121.74 |
+0.50 |
89,611 |
109,191 |
+2,085 |
Jun11 |
110125 |
121.46 |
122.08 |
121.21 |
121.86 |
+0.49 |
39 |
653 |
+8 |
Sep11 |
110125 |
122.02 |
122.02 |
121.54 |
122.02 |
+0.48 |
1 |
19 |
+1 |
Total Volume and Open Interest |
89,651 |
109,875 |
+2,094 |
Swiss Franc(CME) |
Mar11 |
110125 |
105.39 |
106.38 |
105.05 |
106.17 |
+0.82 |
42,310 |
38,682 |
-1,217 |
Jun11 |
110125 |
105.43 |
106.41 |
105.43 |
106.26 |
+0.82 |
2 |
66 |
+0 |
Sep11 |
110125 |
106.36 |
106.36 |
105.54 |
106.36 |
+0.82 |
0 |
5 |
+0 |
Total Volume and Open Interest |
42,312 |
38,755 |
-1,217 |
EuroFX(CME) |
Mar11 |
110125 |
136.32 |
136.96 |
135.66 |
136.63 |
+0.34 |
296,429 |
187,918 |
-299 |
Jun11 |
110125 |
136.15 |
136.75 |
135.54 |
136.47 |
+0.33 |
525 |
2,564 |
-40 |
Sep11 |
110125 |
136.26 |
136.26 |
135.94 |
136.26 |
+0.32 |
3 |
36 |
+3 |
Total Volume and Open Interest |
296,957 |
190,856 |
-336 |
Mexican Peso(CME) |
Feb11 |
110125 |
826.2 |
830.0 |
826.2 |
826.2 |
-3.8 |
|
|
|
Mar11 |
110125 |
826.2 |
827.5 |
821.2 |
822.8 |
-3.8 |
11,168 |
141,819 |
+142 |
Total Volume and Open Interest |
11,168 |
141,921 |
+142 |
30-Year T-Bonds(CBOT) |
Mar11 |
110125 |
120~110 |
121~260 |
120~030 |
121~230 |
+1~130 |
214,164 |
551,027 |
-6,098 |
Jun11 |
110125 |
118~190 |
120~050 |
118~190 |
120~040 |
+1~130 |
196 |
1,159 |
-8 |
Sep11 |
110125 |
118~170 |
118~170 |
117~040 |
118~170 |
+1~130 |
|
|
|
Total Volume and Open Interest |
214,360 |
552,186 |
-6,106 |
10-Year T-Notes(CBOT) |
Mar11 |
110125 |
120~080 |
121~015 |
120~035 |
120~295 |
+0~220 |
754,533 |
1,357,541 |
+1,836 |
Jun11 |
110125 |
118~275 |
119~275 |
118~275 |
119~245 |
+0~250 |
327 |
6,314 |
+36 |
Sep11 |
110125 |
118~210 |
118~210 |
117~280 |
118~210 |
+0~250 |
|
|
|
Total Volume and Open Interest |
754,860 |
1,363,859 |
+1,872 |
5-Year T-Notes(CBOT) |
Mar11 |
110125 |
117~113 |
118~047 |
117~101 |
118~031 |
+0~048 |
382,064 |
1,122,771 |
+7,105 |
Jun11 |
110125 |
116~115 |
117~050 |
116~115 |
117~048 |
+0~047 |
190 |
2,893 |
-149 |
Sep11 |
110125 |
116~072 |
116~072 |
116~025 |
116~072 |
+0~047 |
|
|
|
Total Volume and Open Interest |
382,254 |
1,125,664 |
+6,956 |
2 Year T-Notes(CBOT) |
Mar11 |
110125 |
109~053 |
109~068 |
109~050 |
109~065 |
+0~011 |
155,269 |
736,813 |
-5,517 |
Jun11 |
110125 |
109~018 |
109~030 |
109~017 |
109~030 |
+0~013 |
131 |
459 |
+92 |
Sep11 |
110125 |
108~123 |
108~123 |
108~108 |
108~123 |
+0~015 |
|
|
|
Total Volume and Open Interest |
155,400 |
737,272 |
-5,425 |
Eurodollars(CME) |
Mar11 |
110125 |
99.660 |
99.665 |
99.650 |
99.655 |
unch |
72,786 |
1,215,114 |
+1,142 |
Jun11 |
110125 |
99.580 |
99.590 |
99.570 |
99.580 |
+0.005 |
111,518 |
1,123,160 |
+4,439 |
Sep11 |
110125 |
99.450 |
99.490 |
99.450 |
99.475 |
+0.025 |
166,205 |
1,037,430 |
+30,609 |
Dec11 |
110125 |
99.270 |
99.330 |
99.260 |
99.310 |
+0.040 |
166,103 |
880,167 |
+32,639 |
Mar12 |
110125 |
99.035 |
99.115 |
99.015 |
99.095 |
+0.060 |
172,345 |
892,282 |
+8,935 |
Jun12 |
110125 |
98.750 |
98.850 |
98.735 |
98.825 |
+0.070 |
124,441 |
572,872 |
+876 |
Sep12 |
110125 |
98.465 |
98.575 |
98.450 |
98.550 |
+0.075 |
99,927 |
465,323 |
-1,098 |
Dec12 |
110125 |
98.190 |
98.305 |
98.165 |
98.275 |
+0.075 |
107,000 |
315,413 |
-1,613 |
Mar13 |
110125 |
97.930 |
98.040 |
97.900 |
98.015 |
+0.080 |
68,712 |
215,076 |
+3,200 |
Jun13 |
110125 |
97.665 |
97.775 |
97.630 |
97.750 |
+0.080 |
48,584 |
166,992 |
-682 |
Sep13 |
110125 |
97.405 |
97.515 |
97.370 |
97.490 |
+0.075 |
43,520 |
186,820 |
-1,883 |
Dec13 |
110125 |
97.145 |
97.255 |
97.105 |
97.225 |
+0.075 |
32,223 |
147,956 |
+1,795 |
Mar14 |
110125 |
96.900 |
97.015 |
96.870 |
96.990 |
+0.080 |
15,298 |
118,822 |
+1,212 |
Jun14 |
110125 |
96.655 |
96.780 |
96.630 |
96.750 |
+0.085 |
14,957 |
110,673 |
+765 |
Sep14 |
110125 |
96.420 |
96.545 |
96.395 |
96.520 |
+0.095 |
13,420 |
66,343 |
+1,150 |
Dec14 |
110125 |
96.190 |
96.320 |
96.160 |
96.290 |
+0.100 |
15,867 |
75,491 |
-743 |
Mar15 |
110125 |
95.995 |
96.130 |
95.975 |
96.100 |
+0.105 |
9,807 |
55,030 |
-243 |
Jun15 |
110125 |
4.055 |
4.195 |
4.040 |
4.165 |
+0.105 |
9,508 |
33,348 |
-1,641 |
Total Volume and Open Interest |
1,308,458 |
7,868,722 |
+80,888 |
30 Day Federal Funds(CBOT) |
Jan11 |
110125 |
99.832 |
99.832 |
99.827 |
99.830 |
unch |
304 |
67,028 |
-114 |
Feb11 |
110125 |
99.835 |
99.835 |
99.830 |
99.830 |
unch |
2,327 |
69,065 |
+454 |
Mar11 |
110125 |
99.835 |
99.840 |
99.830 |
99.835 |
unch |
171 |
48,791 |
-91 |
Apr11 |
110125 |
99.845 |
99.845 |
99.840 |
99.845 |
unch |
328 |
43,425 |
-42 |
May11 |
110125 |
99.845 |
99.850 |
99.840 |
99.845 |
unch |
194 |
62,813 |
-26 |
Jun11 |
110125 |
99.850 |
99.850 |
99.840 |
99.845 |
unch |
3,563 |
36,560 |
+247 |
Total Volume and Open Interest |
16,915 |
576,361 |
+1,775 |
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 |
110125 |
99.658 |
99.665 |
99.658 |
99.665 |
+0.007 |
201 |
1,166 |
+101 |
Jun11 |
110125 |
99.647 |
99.647 |
99.647 |
99.647 |
+0.003 |
100 |
175 |
+0 |
Sep11 |
110125 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
100 |
100 |
+100 |
Dec11 |
110125 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.002 |
0 |
75 |
+0 |
Mar12 |
110125 |
99.590 |
99.590 |
99.590 |
99.590 |
+0.010 |
100 |
100 |
+100 |
Jun12 |
110125 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Sep12 |
110125 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec12 |
110125 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Mar13 |
110125 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Jun13 |
110125 |
99.445 |
99.445 |
99.445 |
99.445 |
unch |
|
|
|
Total Volume and Open Interest |
501 |
1,616 |
+301 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110125 |
99.66 |
99.67 |
99.66 |
99.66 |
+0.00 |
0 |
2,976 |
-87 |
Jun11 |
110125 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
0 |
1,122 |
-100 |
Sep11 |
110125 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
685 |
+26 |
Dec11 |
110125 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
203 |
1,791 |
-4 |
Mar12 |
110125 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
405 |
+100 |
Jun12 |
110125 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
110125 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
310 |
+0 |
Dec12 |
110125 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
203 |
8,048 |
-65 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110125 |
139.50 |
139.68 |
139.34 |
139.45 |
-0.15 |
1,526 |
12,306 |
-144 |
Jun11 |
110125 |
137.36 |
137.36 |
137.36 |
137.36 |
-0.15 |
|
|
|
Sep11 |
110125 |
135.27 |
135.27 |
135.27 |
135.27 |
-0.15 |
|
|
|
Total Volume and Open Interest |
1,526 |
12,306 |
-144 |
Euro-Bund(EUREX) |
Mar11 |
110125 |
123.77 |
124.34 |
123.71 |
123.97 |
+0.05 |
695,257 |
1,438,279 |
+140,243 |
Jun11 |
110125 |
122.43 |
122.90 |
122.43 |
122.57 |
+0.04 |
2,958 |
2,844 |
-674 |
Sep11 |
110125 |
122.28 |
122.28 |
122.28 |
122.28 |
+0.05 |
|
|
|
Total Volume and Open Interest |
698,215 |
1,441,123 |
+139,569 |
Euro-Bobl(EUREX) |
Mar11 |
110125 |
117.13 |
117.45 |
117.09 |
117.23 |
+0.04 |
435,317 |
1,065,227 |
+154,651 |
Jun11 |
110125 |
115.81 |
115.81 |
115.81 |
115.81 |
+0.04 |
152 |
7,176 |
+122 |
Sep11 |
110125 |
115.80 |
115.80 |
115.80 |
115.80 |
+0.04 |
|
|
|
Total Volume and Open Interest |
435,469 |
1,072,403 |
+154,773 |
3-Mth Euribor(EUREX) |
Mar11 |
110125 |
98.830 |
98.840 |
98.830 |
98.840 |
-0.015 |
5 |
5,799 |
-2 |
Jun11 |
110125 |
98.655 |
98.655 |
98.635 |
98.650 |
+0.005 |
2 |
9,253 |
+2 |
Sep11 |
110125 |
98.445 |
98.455 |
98.445 |
98.455 |
+0.015 |
64 |
2,046 |
-1 |
Total Volume and Open Interest |
239 |
24,490 |
+6 |
Long Gilt(LIFFE) |
Mar11 |
110125 |
117~03 |
118~06 |
117~02 |
117~18 |
+0~13 |
85,941 |
243,051 |
-1,398 |
Jun11 |
110125 |
116~11 |
116~11 |
116~11 |
116~11 |
+0~12 |
|
|
|
Total Volume and Open Interest |
85,941 |
243,051 |
-1,398 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110125 |
99.14 |
99.23 |
99.14 |
99.18 |
+0.03 |
53,008 |
332,093 |
-354 |
Jun11 |
110125 |
98.94 |
99.08 |
98.93 |
99.03 |
+0.09 |
76,283 |
328,473 |
+3,542 |
Sep11 |
110125 |
98.70 |
98.89 |
98.69 |
98.85 |
+0.14 |
58,281 |
281,411 |
+5,939 |
Dec11 |
110125 |
98.43 |
98.65 |
98.43 |
98.62 |
+0.17 |
64,417 |
302,630 |
+6,784 |
Mar12 |
110125 |
98.19 |
98.42 |
98.18 |
98.38 |
+0.18 |
73,365 |
288,549 |
+1,644 |
Jun12 |
110125 |
97.94 |
98.17 |
97.93 |
98.13 |
+0.19 |
46,229 |
171,441 |
-2,540 |
Total Volume and Open Interest |
439,646 |
2,128,308 |
+15,679 |
3-Mth Euribor(LIFFE) |
Mar11 |
110125 |
98.860 |
98.870 |
98.825 |
98.840 |
-0.015 |
128,883 |
639,089 |
+7,867 |
Jun11 |
110125 |
98.655 |
98.675 |
98.625 |
98.650 |
+0.005 |
160,537 |
496,522 |
-26,762 |
Sep11 |
110125 |
98.455 |
98.480 |
98.420 |
98.455 |
+0.015 |
173,719 |
420,177 |
+7,804 |
Total Volume and Open Interest |
1,094,686 |
3,194,694 |
+6,163 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110125 |
94.97 |
95.01 |
94.97 |
95.01 |
+0.03 |
21,203 |
179,751 |
-14,833 |
Jun11 |
110125 |
94.88 |
94.95 |
94.87 |
94.93 |
+0.04 |
37,361 |
172,138 |
+16,380 |
Sep11 |
110125 |
94.73 |
94.81 |
94.72 |
94.80 |
+0.06 |
15,819 |
96,798 |
+578 |
Dec11 |
110125 |
94.58 |
94.67 |
94.58 |
94.66 |
+0.07 |
7,725 |
58,362 |
+678 |
Mar12 |
110125 |
94.48 |
94.56 |
94.47 |
94.56 |
+0.07 |
3,157 |
47,193 |
+819 |
Jun12 |
110125 |
94.42 |
94.49 |
94.41 |
94.49 |
+0.07 |
466 |
40,198 |
+0 |
Sep12 |
110125 |
94.36 |
94.45 |
94.35 |
94.45 |
+0.08 |
516 |
25,224 |
-175 |
Dec12 |
110125 |
94.34 |
94.40 |
94.31 |
94.40 |
+0.07 |
903 |
12,626 |
+198 |
Mar13 |
110125 |
94.29 |
94.36 |
94.27 |
94.36 |
+0.06 |
42 |
3,016 |
+21 |
Jun13 |
110125 |
94.22 |
94.30 |
94.22 |
94.29 |
+0.05 |
8 |
589 |
+2 |
Total Volume and Open Interest |
87,213 |
637,537 |
+3,668 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110125 |
94.36 |
94.43 |
94.35 |
94.42 |
+0.06 |
28,257 |
359,627 |
+1,442 |
Jun11 |
110125 |
94.42 |
94.42 |
94.42 |
94.42 |
+0.06 |
|
|
|
Total Volume and Open Interest |
28,257 |
359,627 |
+1,442 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110125 |
94.78 |
94.87 |
94.76 |
94.86 |
+0.08 |
119,555 |
461,891 |
-510 |
Jun11 |
110125 |
94.86 |
94.86 |
94.86 |
94.86 |
+0.08 |
|
|
|
Total Volume and Open Interest |
119,555 |
461,891 |
-510 |
Gold(CMX) |
Feb11 |
110125 |
1333.8 |
1338.0 |
1321.9 |
1332.3 |
-12.2 |
182,108 |
176,672 |
-36,417 |
Apr11 |
110125 |
1336.4 |
1339.3 |
1323.5 |
1333.8 |
-12.2 |
65,534 |
175,706 |
+19,974 |
Jun11 |
110125 |
1337.8 |
1340.0 |
1325.1 |
1335.5 |
-12.2 |
2,795 |
43,785 |
+1,042 |
Aug11 |
110125 |
1340.5 |
1340.5 |
1327.0 |
1337.0 |
-12.2 |
661 |
15,376 |
-4,654 |
Oct11 |
110125 |
1330.0 |
1338.7 |
1329.0 |
1338.7 |
-12.2 |
164 |
9,127 |
-1,626 |
Dec11 |
110125 |
1343.9 |
1343.9 |
1330.5 |
1340.5 |
-12.2 |
1,326 |
23,568 |
-961 |
Feb12 |
110125 |
1339.4 |
1344.0 |
1333.4 |
1342.8 |
-12.3 |
46 |
3,763 |
-3,790 |
Apr12 |
110125 |
1345.3 |
1345.3 |
1345.3 |
1345.3 |
-12.4 |
0 |
5,253 |
-1,630 |
Jun12 |
110125 |
1348.0 |
1348.0 |
1348.0 |
1348.0 |
-12.6 |
70 |
6,898 |
-6,122 |
Aug12 |
110125 |
1350.8 |
1350.8 |
1350.8 |
1350.8 |
-12.8 |
80 |
802 |
-6,459 |
Oct12 |
110125 |
1354.3 |
1354.3 |
1354.3 |
1354.3 |
-12.8 |
0 |
1,301 |
-3,374 |
Dec12 |
110125 |
1361.2 |
1361.2 |
1350.0 |
1358.2 |
-12.8 |
200 |
13,014 |
-881 |
Total Volume and Open Interest |
256,445 |
498,998 |
-81,752 |
Silver(CMX) |
Mar11 |
110125 |
2691.5 |
2703.5 |
2654.0 |
2680.5 |
-51.6 |
58,437 |
70,067 |
-203 |
May11 |
110125 |
2698.5 |
2704.0 |
2657.5 |
2682.4 |
-51.9 |
5,169 |
19,918 |
+137 |
Jul11 |
110125 |
2705.5 |
2705.5 |
2660.0 |
2683.3 |
-52.2 |
2,835 |
6,640 |
-2,051 |
Sep11 |
110125 |
2683.0 |
2683.9 |
2683.0 |
2683.9 |
-52.3 |
2,032 |
3,662 |
-2,787 |
Dec11 |
110125 |
2676.0 |
2697.5 |
2660.5 |
2684.7 |
-52.4 |
1,587 |
11,669 |
+118 |
Mar12 |
110125 |
2686.5 |
2686.5 |
2686.5 |
2686.5 |
-52.9 |
2 |
666 |
-84 |
May12 |
110125 |
2687.5 |
2687.5 |
2687.5 |
2687.5 |
-53.3 |
0 |
260 |
-95 |
Total Volume and Open Interest |
70,438 |
128,228 |
-5,368 |
Platinum(NYMEX) |
Jan11 |
110125 |
1798.5 |
1798.5 |
1784.2 |
1784.2 |
-30.4 |
10 |
277 |
-66 |
Apr11 |
110125 |
1812.8 |
1820.7 |
1781.1 |
1787.3 |
-32.3 |
3,815 |
40,633 |
+7 |
Jul11 |
110125 |
1814.2 |
1814.2 |
1787.3 |
1790.6 |
-33.0 |
58 |
1,176 |
+15 |
Oct11 |
110125 |
1798.0 |
1798.0 |
1792.6 |
1792.6 |
-33.0 |
34 |
78 |
+34 |
Total Volume and Open Interest |
3,919 |
42,186 |
-10 |
Palladium(NYMEX) |
Mar11 |
110125 |
807.90 |
810.00 |
776.25 |
784.75 |
-31.80 |
2,300 |
21,064 |
-130 |
Jun11 |
110125 |
807.65 |
807.65 |
780.15 |
786.05 |
-31.60 |
39 |
836 |
+1 |
Sep11 |
110125 |
786.75 |
786.75 |
786.75 |
786.75 |
-31.50 |
1 |
19 |
+1 |
Total Volume and Open Interest |
2,340 |
21,922 |
-128 |
Copper(CMX) |
Mar11 |
110125 |
423.30 |
435.25 |
420.80 |
422.60 |
-12.25 |
25,817 |
103,976 |
-3,783 |
May11 |
110125 |
435.05 |
435.05 |
421.85 |
423.25 |
-12.05 |
2,039 |
27,891 |
+322 |
Jul11 |
110125 |
428.55 |
428.55 |
422.80 |
422.95 |
-11.85 |
1,130 |
11,271 |
+640 |
Sep11 |
110125 |
424.50 |
424.50 |
421.00 |
422.40 |
-11.65 |
195 |
5,294 |
+2 |
Dec11 |
110125 |
423.00 |
423.50 |
419.80 |
420.60 |
-11.35 |
22 |
4,088 |
-11 |
Total Volume and Open Interest |
29,650 |
158,295 |
-2,898 |
DJIA Index(CBOT) |
Mar11 |
110125 |
11924 |
11948 |
11855 |
11922 |
-8 |
511 |
8,996 |
-11 |
Jun11 |
110125 |
11859 |
11867 |
11859 |
11859 |
-8 |
|
|
|
Sep11 |
110125 |
11805 |
11813 |
11805 |
11805 |
-8 |
|
|
|
Dec11 |
110125 |
11748 |
11756 |
11748 |
11748 |
-8 |
0 |
1 |
+0 |
Total Volume and Open Interest |
511 |
8,997 |
-11 |
S & P 500(CME) |
Mar11 |
110125 |
1288.50 |
1291.70 |
1277.50 |
1287.60 |
-0.90 |
10,844 |
299,940 |
+2,498 |
Jun11 |
110125 |
1282.60 |
1283.60 |
1270.50 |
1282.60 |
-0.90 |
220 |
4,765 |
+20 |
Sep11 |
110125 |
1277.70 |
1278.70 |
1265.60 |
1277.70 |
-0.90 |
50 |
2,841 |
+43 |
Dec11 |
110125 |
1273.10 |
1274.10 |
1261.00 |
1273.10 |
-0.90 |
0 |
550 |
+0 |
Total Volume and Open Interest |
11,114 |
308,096 |
+2,561 |
S & P 500 E-Mini(Globex) |
Mar11 |
110125 |
1288.50 |
1291.75 |
1277.00 |
1287.50 |
-1.00 |
1,635,794 |
2,634,978 |
+40,107 |
Jun11 |
110125 |
1283.00 |
1286.25 |
1272.75 |
1282.50 |
-1.00 |
807 |
12,822 |
+565 |
Total Volume and Open Interest |
1,636,616 |
2,648,252 |
+40,686 |
NASDAQ 100(CME) |
Mar11 |
110125 |
2307.30 |
2307.30 |
2282.30 |
2301.30 |
+3.30 |
2,225 |
16,420 |
+795 |
Jun11 |
110125 |
2298.30 |
2298.30 |
2280.00 |
2298.30 |
+3.30 |
150 |
700 |
+150 |
Sep11 |
110125 |
2295.80 |
2295.80 |
2294.50 |
2295.80 |
+3.30 |
|
|
|
Total Volume and Open Interest |
2,375 |
17,120 |
+945 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110125 |
2298.00 |
2303.30 |
2281.30 |
2301.30 |
+3.30 |
222,971 |
386,317 |
+19,633 |
Jun11 |
110125 |
2295.50 |
2301.00 |
2280.00 |
2298.30 |
+3.30 |
64 |
767 |
-4 |
Total Volume and Open Interest |
223,035 |
387,090 |
+19,629 |
S & P Midcap 400(CME) |
Mar11 |
110125 |
918.50 |
922.10 |
913.50 |
922.10 |
+2.20 |
17 |
2,478 |
-1 |
Jun11 |
110125 |
919.70 |
919.70 |
919.50 |
919.70 |
+2.20 |
|
|
|
Sep11 |
110125 |
917.80 |
917.80 |
917.60 |
917.80 |
+2.20 |
|
|
|
Total Volume and Open Interest |
17 |
2,478 |
-1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110125 |
10410 |
10500 |
10360 |
10445 |
+30 |
5,668 |
37,274 |
-1,415 |
Jun11 |
110125 |
10425 |
10425 |
10395 |
10425 |
+30 |
0 |
4 |
+0 |
Total Volume and Open Interest |
5,668 |
37,278 |
-1,415 |
Nikkei 225(SGX) |
Mar11 |
110125 |
10340 |
10485 |
10325 |
10475 |
+130 |
109,357 |
251,964 |
+9,688 |
Jun11 |
110125 |
10285 |
10405 |
10285 |
10405 |
+130 |
11 |
3,185 |
+3 |
Sep11 |
110125 |
10405 |
10405 |
10405 |
10405 |
+130 |
0 |
400 |
+0 |
Total Volume and Open Interest |
109,928 |
264,399 |
+9,691 |
CAC 40(EURONEXT) |
Feb11 |
110125 |
4052.5 |
4059.0 |
4018.0 |
4023.5 |
-11.0 |
112,452 |
325,135 |
-9,573 |
Mar11 |
110125 |
4054.5 |
4060.0 |
4022.0 |
4026.0 |
-10.5 |
6,689 |
64,203 |
+568 |
Apr11 |
110125 |
4029.5 |
4029.5 |
4029.5 |
4029.5 |
-7.0 |
|
|
|
Total Volume and Open Interest |
119,141 |
389,378 |
|
Hang Seng Index(HKFE) |
Jan11 |
110125 |
23915 |
24025 |
23775 |
23781 |
-30 |
74,452 |
79,088 |
-14,191 |
Feb11 |
110125 |
23959 |
24030 |
23782 |
23789 |
-35 |
9,076 |
39,294 |
+25,972 |
Mar11 |
110125 |
23857 |
23957 |
23729 |
23731 |
-35 |
842 |
6,439 |
+210 |
Total Volume and Open Interest |
84,889 |
126,561 |
+11,951 |
DAX(EUREX) |
Mar11 |
110125 |
7102.0 |
7113.5 |
7053.5 |
7063.5 |
-12.5 |
127,391 |
252,083 |
+8,399 |
Jun11 |
110125 |
7117.0 |
7129.0 |
7078.5 |
7084.5 |
-13.0 |
237 |
11,067 |
+72 |
Sep11 |
110125 |
7136.5 |
7147.0 |
7104.0 |
7104.0 |
-12.5 |
117 |
378 |
+67 |
Total Volume and Open Interest |
127,745 |
263,528 |
+8,538 |
FT-SE 100(EURONEXT) |
Mar11 |
110125 |
5927.00 |
5933.00 |
5865.00 |
5882.50 |
-28.00 |
90,638 |
636,369 |
-3,144 |
Jun11 |
110125 |
5851.50 |
5851.50 |
5840.00 |
5840.00 |
-29.00 |
1,659 |
2,870 |
+1,053 |
Sep11 |
110125 |
5824.50 |
5824.50 |
5798.00 |
5808.50 |
-28.00 |
30 |
236 |
+0 |
Total Volume and Open Interest |
92,347 |
639,495 |
-2,081 |
SPI 200(SFE) |
Mar11 |
110125 |
4775.0 |
4806.0 |
4756.0 |
4784.0 |
+14.0 |
27,736 |
185,397 |
+3,477 |
Jun11 |
110125 |
4800.0 |
4807.0 |
4800.0 |
4807.0 |
+13.0 |
111 |
3,010 |
-69 |
Sep11 |
110125 |
4798.0 |
4798.0 |
4798.0 |
4798.0 |
+13.0 |
0 |
1,820 |
+0 |
Total Volume and Open Interest |
28,038 |
191,672 |
+3,570 |
GSCI(CME) |
Feb11 |
110125 |
624.25 |
625.75 |
623.50 |
623.50 |
-9.50 |
983 |
14,537 |
-578 |
Mar11 |
110125 |
629.25 |
630.50 |
628.50 |
628.50 |
-8.00 |
58 |
57 |
+51 |
Apr11 |
110125 |
633.50 |
633.50 |
633.50 |
633.50 |
-8.00 |
|
|
|
Total Volume and Open Interest |
1,041 |
14,594 |
-527 |
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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