|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed January 26, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110126 |
1375.50 |
1391.00 |
1364.25 |
1385.50 |
+11.00 |
122,405 |
265,998 |
-8,972 |
May11 |
110126 |
1386.00 |
1402.00 |
1375.25 |
1396.50 |
+11.00 |
36,246 |
107,535 |
+3,666 |
Jul11 |
110126 |
1393.50 |
1408.50 |
1381.75 |
1403.00 |
+10.75 |
26,769 |
96,285 |
-819 |
Aug11 |
110126 |
1366.75 |
1385.25 |
1366.75 |
1381.00 |
+10.00 |
681 |
3,433 |
+51 |
Sep11 |
110126 |
1345.75 |
1354.25 |
1339.25 |
1352.00 |
+11.50 |
546 |
4,354 |
+98 |
Nov11 |
110126 |
1313.25 |
1330.00 |
1303.00 |
1323.75 |
+11.00 |
22,116 |
140,901 |
-102 |
Jan12 |
110126 |
1315.75 |
1330.50 |
1308.00 |
1326.25 |
+10.50 |
391 |
12,097 |
-81 |
Total Volume and Open Interest |
210,077 |
650,122 |
-6,184 |
Soybean Meal(CBOT) |
Mar11 |
110126 |
373.40 |
377.00 |
370.60 |
374.40 |
+1.80 |
41,013 |
95,723 |
+1,169 |
May11 |
110126 |
376.90 |
379.50 |
374.20 |
376.90 |
+1.70 |
13,627 |
35,639 |
+59 |
Jul11 |
110126 |
377.20 |
380.20 |
375.00 |
377.70 |
+1.70 |
12,576 |
36,045 |
+45 |
Aug11 |
110126 |
369.50 |
371.70 |
368.80 |
369.60 |
+2.00 |
1,333 |
7,166 |
-237 |
Sep11 |
110126 |
360.20 |
362.50 |
357.90 |
360.50 |
+2.60 |
755 |
7,341 |
-5 |
Oct11 |
110126 |
349.40 |
350.50 |
345.70 |
347.90 |
+2.20 |
533 |
5,813 |
+44 |
Dec11 |
110126 |
344.60 |
348.40 |
342.00 |
345.90 |
+2.40 |
2,403 |
18,589 |
+134 |
Jan12 |
110126 |
346.00 |
347.40 |
343.30 |
345.60 |
+2.30 |
334 |
1,813 |
+121 |
Total Volume and Open Interest |
73,419 |
211,803 |
+1,721 |
Soybean Oil(CBOT) |
Mar11 |
110126 |
55.90 |
56.84 |
55.40 |
56.70 |
+0.92 |
61,591 |
185,822 |
-5,136 |
May11 |
110126 |
56.36 |
57.32 |
55.91 |
57.20 |
+0.91 |
19,854 |
69,663 |
+3,360 |
Jul11 |
110126 |
56.83 |
57.77 |
56.37 |
57.64 |
+0.90 |
18,109 |
68,281 |
+1,551 |
Aug11 |
110126 |
57.08 |
57.81 |
56.68 |
57.76 |
+0.88 |
1,155 |
6,782 |
+257 |
Sep11 |
110126 |
57.00 |
57.88 |
56.80 |
57.86 |
+0.85 |
1,456 |
8,943 |
+315 |
Oct11 |
110126 |
57.13 |
57.96 |
56.66 |
57.86 |
+0.88 |
2,324 |
9,999 |
+755 |
Dec11 |
110126 |
57.15 |
58.04 |
56.67 |
57.92 |
+0.92 |
7,586 |
33,692 |
+2,054 |
Jan12 |
110126 |
57.97 |
57.97 |
57.05 |
57.97 |
+0.92 |
0 |
462 |
-5 |
Total Volume and Open Interest |
112,091 |
384,603 |
+3,157 |
Canola(WCE) |
Mar11 |
110126 |
590.1 |
598.2 |
586.6 |
594.5 |
+2.8 |
11,500 |
107,593 |
-4,850 |
May11 |
110126 |
598.1 |
607.2 |
595.1 |
603.2 |
+3.2 |
3,189 |
30,887 |
+1,463 |
Jul11 |
110126 |
600.5 |
612.0 |
599.2 |
607.9 |
+4.5 |
766 |
18,674 |
-44 |
Nov11 |
110126 |
552.5 |
568.0 |
552.5 |
564.0 |
+3.3 |
1,507 |
47,259 |
+605 |
Jan12 |
110126 |
562.9 |
568.9 |
562.9 |
568.9 |
+4.4 |
155 |
2,402 |
+19 |
Total Volume and Open Interest |
17,132 |
208,359 |
-2,792 |
Corn(CBOT) |
Mar11 |
110126 |
644.00 |
662.00 |
640.25 |
657.75 |
+13.75 |
169,909 |
610,888 |
-17,699 |
May11 |
110126 |
654.25 |
672.25 |
650.50 |
668.00 |
+13.75 |
45,187 |
306,747 |
+8,703 |
Jul11 |
110126 |
659.00 |
676.50 |
655.25 |
672.75 |
+13.75 |
37,873 |
252,141 |
+443 |
Sep11 |
110126 |
612.00 |
627.25 |
609.50 |
624.75 |
+12.00 |
4,964 |
52,702 |
+110 |
Dec11 |
110126 |
579.00 |
592.00 |
576.25 |
590.75 |
+11.75 |
32,443 |
320,959 |
+3,497 |
Mar12 |
110126 |
585.75 |
599.00 |
584.25 |
597.25 |
+10.75 |
2,056 |
29,506 |
-156 |
Total Volume and Open Interest |
294,225 |
1,623,752 |
-4,723 |
Wheat(CBOT) |
Mar11 |
110126 |
840.50 |
861.25 |
839.75 |
856.50 |
+18.25 |
63,195 |
217,681 |
-515 |
May11 |
110126 |
867.00 |
888.50 |
867.00 |
884.25 |
+18.75 |
18,785 |
83,736 |
+2,037 |
Jul11 |
110126 |
882.50 |
905.75 |
882.50 |
901.25 |
+18.75 |
14,998 |
120,827 |
+976 |
Sep11 |
110126 |
897.00 |
920.00 |
897.00 |
917.00 |
+20.50 |
2,292 |
26,302 |
+594 |
Dec11 |
110126 |
911.25 |
930.75 |
910.00 |
928.00 |
+19.75 |
7,269 |
69,664 |
+2,473 |
Total Volume and Open Interest |
107,428 |
535,944 |
+5,969 |
Wheat(KCBT) |
Mar11 |
110126 |
916.75 |
944.75 |
916.00 |
940.00 |
+22.50 |
13,063 |
83,108 |
-2,006 |
May11 |
110126 |
924.50 |
955.50 |
924.50 |
950.50 |
+22.25 |
5,723 |
42,880 |
+225 |
Jul11 |
110126 |
934.50 |
961.00 |
933.00 |
956.75 |
+22.50 |
3,994 |
56,810 |
+482 |
Sep11 |
110126 |
932.75 |
967.25 |
932.75 |
965.00 |
+22.50 |
1,331 |
14,251 |
-27 |
Dec11 |
110126 |
951.00 |
976.75 |
949.00 |
974.25 |
+23.25 |
869 |
12,152 |
+70 |
Total Volume and Open Interest |
25,171 |
212,073 |
-1,173 |
Wheat(MGE) |
Mar11 |
110126 |
955.50 |
982.75 |
955.50 |
977.00 |
+21.00 |
4,396 |
20,793 |
-108 |
May11 |
110126 |
965.00 |
990.75 |
965.00 |
985.25 |
+20.25 |
1,279 |
15,695 |
-32 |
Jul11 |
110126 |
967.00 |
993.25 |
967.00 |
988.00 |
+20.25 |
887 |
10,489 |
+142 |
Sep11 |
110126 |
959.00 |
985.50 |
959.00 |
979.75 |
+20.00 |
922 |
10,999 |
+230 |
Dec11 |
110126 |
962.25 |
988.75 |
962.25 |
981.25 |
+19.75 |
737 |
8,974 |
+115 |
Total Volume and Open Interest |
8,394 |
68,682 |
+389 |
Oats(CBOT) |
Mar11 |
110126 |
381.50 |
392.00 |
375.50 |
388.00 |
+7.00 |
654 |
8,419 |
-223 |
May11 |
110126 |
386.00 |
398.75 |
386.00 |
396.00 |
+7.00 |
247 |
3,179 |
+151 |
Jul11 |
110126 |
394.00 |
402.00 |
391.00 |
399.50 |
+7.00 |
15 |
534 |
-1 |
Sep11 |
110126 |
369.75 |
373.00 |
367.50 |
373.00 |
+5.50 |
3 |
166 |
+1 |
Total Volume and Open Interest |
962 |
13,624 |
-71 |
Rough Rice(CBOT) |
Mar11 |
110126 |
14.76 |
15.23 |
14.63 |
15.19 |
+0.44 |
1,513 |
14,254 |
-160 |
May11 |
110126 |
15.04 |
15.51 |
14.91 |
15.48 |
+0.44 |
403 |
2,531 |
+82 |
Jul11 |
110126 |
15.23 |
15.76 |
15.18 |
15.74 |
+0.45 |
157 |
1,700 |
+19 |
Sep11 |
110126 |
15.12 |
15.57 |
15.12 |
15.56 |
+0.44 |
193 |
1,354 |
-89 |
Total Volume and Open Interest |
2,342 |
20,292 |
-119 |
Live Cattle(CME) |
Feb11 |
110126 |
106.200 |
107.430 |
106.080 |
107.230 |
+0.980 |
13,353 |
54,706 |
-2,489 |
Apr11 |
110126 |
111.250 |
112.580 |
111.100 |
112.285 |
+1.135 |
16,537 |
162,953 |
+975 |
Jun11 |
110126 |
111.000 |
112.700 |
110.885 |
112.535 |
+1.585 |
7,648 |
81,313 |
+2,345 |
Aug11 |
110126 |
111.600 |
113.385 |
111.500 |
113.230 |
+1.550 |
2,279 |
25,669 |
+408 |
Oct11 |
110126 |
114.300 |
116.400 |
114.300 |
116.285 |
+1.805 |
991 |
16,675 |
+226 |
Dec11 |
110126 |
115.100 |
117.200 |
115.100 |
117.050 |
+1.750 |
972 |
13,713 |
+301 |
Total Volume and Open Interest |
42,081 |
358,433 |
+1,963 |
Feeder Cattle(CME) |
Jan11 |
110126 |
126.100 |
126.430 |
126.050 |
126.350 |
+0.370 |
302 |
2,112 |
-165 |
Mar11 |
110126 |
125.285 |
126.285 |
124.980 |
126.135 |
+1.000 |
2,314 |
24,938 |
-434 |
Apr11 |
110126 |
125.900 |
127.050 |
125.635 |
127.035 |
+1.135 |
502 |
6,527 |
+78 |
May11 |
110126 |
126.100 |
127.250 |
126.100 |
127.180 |
+0.930 |
265 |
8,635 |
+51 |
Aug11 |
110126 |
126.800 |
127.950 |
126.700 |
127.900 |
+1.000 |
328 |
9,589 |
+121 |
Sep11 |
110126 |
126.430 |
127.550 |
126.430 |
127.550 |
+0.950 |
45 |
1,226 |
+17 |
Oct11 |
110126 |
126.600 |
127.400 |
126.600 |
127.400 |
+0.850 |
28 |
582 |
+10 |
Total Volume and Open Interest |
3,797 |
53,897 |
-310 |
Lean Hogs(CME) |
Feb11 |
110126 |
81.650 |
83.050 |
81.550 |
83.035 |
+1.205 |
11,807 |
25,445 |
-56 |
Apr11 |
110126 |
87.150 |
90.135 |
87.000 |
90.135 |
+3.000 |
21,184 |
94,908 |
+3,069 |
May11 |
110126 |
95.285 |
98.050 |
95.285 |
98.050 |
+2.750 |
138 |
2,164 |
+21 |
Jun11 |
110126 |
97.285 |
99.450 |
97.150 |
99.000 |
+1.715 |
8,134 |
52,175 |
+2,439 |
Jul11 |
110126 |
96.080 |
97.950 |
95.980 |
97.680 |
+1.730 |
3,992 |
16,752 |
+2,483 |
Aug11 |
110126 |
95.830 |
97.600 |
95.830 |
97.580 |
+1.880 |
2,729 |
15,599 |
+394 |
Oct11 |
110126 |
85.750 |
86.650 |
85.750 |
86.550 |
+0.720 |
948 |
14,009 |
+431 |
Dec11 |
110126 |
82.000 |
83.000 |
82.000 |
82.650 |
+0.650 |
656 |
5,567 |
+278 |
Total Volume and Open Interest |
49,686 |
228,835 |
+9,112 |
Class III Milk(CME) |
Jan11 |
110126 |
13.53 |
13.53 |
13.53 |
13.53 |
unch |
12 |
5,173 |
+5 |
Feb11 |
110126 |
16.35 |
16.52 |
16.22 |
16.49 |
+0.19 |
762 |
5,757 |
+56 |
Mar11 |
110126 |
17.09 |
17.57 |
17.00 |
17.50 |
+0.49 |
1,311 |
4,743 |
+236 |
Apr11 |
110126 |
17.08 |
17.40 |
16.95 |
17.30 |
+0.29 |
661 |
3,597 |
+200 |
May11 |
110126 |
16.95 |
17.13 |
16.85 |
17.00 |
+0.11 |
489 |
3,159 |
+133 |
Total Volume and Open Interest |
4,142 |
36,448 |
+923 |
Cocoa(ICE) |
Mar11 |
110126 |
3351 |
3395 |
3319 |
3352 |
+17 |
14,592 |
58,250 |
-1,823 |
May11 |
110126 |
3318 |
3355 |
3288 |
3338 |
+37 |
3,863 |
31,828 |
+47 |
Jul11 |
110126 |
3313 |
3339 |
3276 |
3335 |
+48 |
2,733 |
14,911 |
+308 |
Sep11 |
110126 |
3283 |
3315 |
3251 |
3313 |
+52 |
878 |
10,164 |
-48 |
Dec11 |
110126 |
3283 |
3309 |
3254 |
3306 |
+47 |
970 |
14,253 |
+152 |
Mar12 |
110126 |
3348 |
3373 |
3342 |
3373 |
+49 |
1,219 |
14,826 |
-793 |
May12 |
110126 |
3340 |
3370 |
3338 |
3370 |
+51 |
102 |
4,621 |
+47 |
Total Volume and Open Interest |
24,435 |
151,080 |
-2,091 |
Coffee "C"(ICE) |
Mar11 |
110126 |
231.80 |
240.35 |
231.80 |
237.50 |
+6.25 |
15,458 |
74,351 |
-3,362 |
May11 |
110126 |
234.55 |
241.95 |
234.00 |
239.30 |
+6.20 |
4,199 |
33,574 |
-41 |
Jul11 |
110126 |
235.35 |
242.70 |
235.35 |
240.45 |
+6.10 |
917 |
13,519 |
-192 |
Sep11 |
110126 |
234.90 |
241.65 |
234.90 |
239.50 |
+6.05 |
430 |
5,347 |
+109 |
Dec11 |
110126 |
231.90 |
238.90 |
231.90 |
236.65 |
+6.15 |
232 |
8,358 |
+135 |
Mar12 |
110126 |
230.00 |
235.25 |
229.90 |
232.95 |
+6.40 |
9 |
952 |
+9 |
Total Volume and Open Interest |
21,245 |
136,873 |
-3,342 |
Orange Juice(ICE) |
Mar11 |
110126 |
171.00 |
171.10 |
166.40 |
167.15 |
-3.50 |
1,353 |
21,097 |
-193 |
May11 |
110126 |
168.65 |
169.15 |
165.35 |
165.40 |
-3.90 |
356 |
7,540 |
+169 |
Jul11 |
110126 |
168.45 |
168.45 |
164.95 |
164.95 |
-4.05 |
28 |
2,526 |
+4 |
Sep11 |
110126 |
166.95 |
166.95 |
164.45 |
164.45 |
-4.30 |
1 |
493 |
+0 |
Nov11 |
110126 |
165.30 |
165.30 |
163.20 |
163.20 |
-3.60 |
1 |
548 |
+0 |
Jan12 |
110126 |
163.30 |
163.30 |
163.30 |
163.30 |
-3.15 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,739 |
32,228 |
-20 |
Sugar #11(ICE) |
Mar11 |
110126 |
31.99 |
33.19 |
31.71 |
33.13 |
+1.29 |
36,837 |
211,299 |
-3,214 |
May11 |
110126 |
29.66 |
30.59 |
29.37 |
30.58 |
+1.04 |
20,419 |
119,779 |
-652 |
Jul11 |
110126 |
27.02 |
27.80 |
26.80 |
27.80 |
+0.77 |
11,169 |
123,709 |
+700 |
Oct11 |
110126 |
25.46 |
26.02 |
25.25 |
26.02 |
+0.49 |
6,166 |
67,697 |
+280 |
Mar12 |
110126 |
24.65 |
25.24 |
24.65 |
25.24 |
+0.39 |
3,414 |
46,900 |
+804 |
Total Volume and Open Interest |
79,075 |
619,137 |
-2,320 |
London Cocoa(LCE) |
Mar11 |
110126 |
2237 |
2254 |
2187 |
2214 |
-13 |
8,372 |
56,760 |
+402 |
May11 |
110126 |
2185 |
2203 |
2146 |
2179 |
+3 |
5,657 |
30,910 |
+1,301 |
Jul11 |
110126 |
2185 |
2190 |
2141 |
2174 |
+3 |
2,431 |
28,626 |
+343 |
Sep11 |
110126 |
2169 |
2172 |
2131 |
2167 |
+13 |
1,396 |
20,645 |
-33 |
Dec11 |
110126 |
2138 |
2143 |
2103 |
2142 |
+19 |
1,349 |
26,589 |
-586 |
Mar12 |
110126 |
2140 |
2151 |
2135 |
2151 |
+19 |
972 |
20,338 |
-264 |
May12 |
110126 |
2148 |
2155 |
2140 |
2155 |
+19 |
140 |
3,832 |
+133 |
Total Volume and Open Interest |
20,396 |
195,309 |
+1,374 |
London Sugar(LCE) |
Mar11 |
110126 |
784.90 |
803.20 |
774.80 |
799.10 |
+17.60 |
4,781 |
20,766 |
+815 |
May11 |
110126 |
760.60 |
779.00 |
755.80 |
776.40 |
+17.40 |
3,047 |
14,138 |
+1,510 |
Aug11 |
110126 |
715.50 |
730.00 |
712.10 |
729.40 |
+17.20 |
394 |
8,930 |
+95 |
Oct11 |
110126 |
665.60 |
677.10 |
665.60 |
676.60 |
+14.40 |
83 |
2,719 |
+26 |
Dec11 |
110126 |
656.00 |
659.90 |
654.20 |
659.00 |
+13.70 |
33 |
1,097 |
+23 |
Total Volume and Open Interest |
8,338 |
48,450 |
+2,469 |
Cotton(ICE) |
Mar11 |
110126 |
163.04 |
166.83 |
160.81 |
166.83 |
+5.00 |
21,609 |
89,179 |
-397 |
May11 |
110126 |
155.12 |
159.33 |
153.26 |
159.33 |
+5.00 |
7,694 |
24,884 |
+347 |
Jul11 |
110126 |
148.52 |
151.55 |
145.35 |
151.55 |
+5.00 |
4,957 |
35,710 |
+22 |
Oct11 |
110126 |
123.00 |
127.03 |
123.00 |
124.67 |
+1.66 |
39 |
179 |
+0 |
Dec11 |
110126 |
108.70 |
113.00 |
107.21 |
110.43 |
+1.76 |
4,661 |
51,954 |
+130 |
Mar12 |
110126 |
102.51 |
106.00 |
102.51 |
103.69 |
+1.18 |
319 |
2,525 |
+106 |
Total Volume and Open Interest |
39,424 |
206,509 |
+264 |
Lumber(CME) |
Mar11 |
110126 |
310.0 |
312.6 |
306.0 |
308.0 |
-3.0 |
662 |
6,660 |
-224 |
May11 |
110126 |
324.5 |
327.2 |
323.3 |
327.0 |
-2.9 |
194 |
2,961 |
+62 |
Jul11 |
110126 |
330.2 |
333.3 |
329.3 |
333.0 |
-2.3 |
237 |
1,227 |
+19 |
Sep11 |
110126 |
332.8 |
333.5 |
330.0 |
332.8 |
-0.7 |
10 |
188 |
+0 |
Total Volume and Open Interest |
1,103 |
11,037 |
-143 |
Crude Oil(NYM) |
Mar11 |
110126 |
86.23 |
87.78 |
86.03 |
87.33 |
+1.14 |
338,646 |
408,392 |
-1,252 |
Apr11 |
110126 |
87.95 |
89.85 |
87.91 |
89.35 |
+1.47 |
137,438 |
114,147 |
-4,177 |
May11 |
110126 |
89.59 |
91.62 |
89.54 |
91.11 |
+1.68 |
70,212 |
94,117 |
-1,525 |
Jun11 |
110126 |
90.77 |
92.91 |
90.69 |
92.39 |
+1.82 |
68,908 |
114,179 |
-250 |
Jul11 |
110126 |
91.56 |
93.76 |
91.56 |
93.28 |
+1.88 |
18,258 |
59,162 |
-1,159 |
Aug11 |
110126 |
92.11 |
94.28 |
92.09 |
93.85 |
+1.93 |
11,495 |
34,229 |
-835 |
Sep11 |
110126 |
92.77 |
94.80 |
92.65 |
94.29 |
+1.95 |
7,993 |
34,306 |
+687 |
Oct11 |
110126 |
93.10 |
94.80 |
92.98 |
94.66 |
+1.95 |
4,862 |
25,597 |
+138 |
Nov11 |
110126 |
94.18 |
95.09 |
94.18 |
95.01 |
+1.95 |
5,031 |
23,159 |
+1,820 |
Dec11 |
110126 |
93.65 |
95.82 |
93.64 |
95.35 |
+1.96 |
34,522 |
178,269 |
+1,534 |
Jan12 |
110126 |
93.85 |
95.70 |
93.81 |
95.55 |
+1.99 |
2,887 |
31,344 |
-267 |
Feb12 |
110126 |
94.08 |
95.67 |
94.08 |
95.67 |
+2.01 |
616 |
10,814 |
+170 |
Mar12 |
110126 |
94.24 |
95.74 |
94.24 |
95.74 |
+2.02 |
1,105 |
13,067 |
+274 |
Apr12 |
110126 |
95.80 |
95.80 |
95.80 |
95.80 |
+2.02 |
410 |
5,226 |
+94 |
May12 |
110126 |
95.87 |
95.87 |
95.87 |
95.87 |
+2.02 |
337 |
7,316 |
+133 |
Jun12 |
110126 |
94.61 |
95.95 |
94.60 |
95.95 |
+2.02 |
2,625 |
51,105 |
-26 |
Total Volume and Open Interest |
723,309 |
1,499,599 |
-3,409 |
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 |
110126 |
86.250 |
87.775 |
86.025 |
87.325 |
+1.125 |
8,096 |
7,818 |
-99 |
Apr11 |
110126 |
87.875 |
89.800 |
87.875 |
89.350 |
+1.475 |
827 |
1,731 |
+5 |
May11 |
110126 |
89.400 |
91.500 |
89.400 |
91.100 |
+1.675 |
76 |
358 |
-16 |
Jun11 |
110126 |
91.275 |
92.400 |
91.000 |
92.400 |
+1.825 |
0 |
60 |
+0 |
Jul11 |
110126 |
91.725 |
93.275 |
91.725 |
93.275 |
+1.875 |
7 |
11 |
-1 |
Aug11 |
110126 |
93.850 |
93.850 |
93.850 |
93.850 |
+1.925 |
1 |
10 |
+0 |
Sep11 |
110126 |
92.400 |
94.300 |
92.375 |
94.300 |
+1.950 |
3 |
9 |
+3 |
Oct11 |
110126 |
94.650 |
94.650 |
94.650 |
94.650 |
+1.950 |
0 |
42 |
+0 |
Total Volume and Open Interest |
9,012 |
10,322 |
-108 |
Heating Oil(NYM) |
Feb11 |
110126 |
260.85 |
268.25 |
260.51 |
266.98 |
+7.69 |
27,521 |
28,108 |
-9,336 |
Mar11 |
110126 |
261.25 |
268.41 |
260.50 |
267.13 |
+7.47 |
56,053 |
108,161 |
+2,069 |
Apr11 |
110126 |
259.82 |
267.40 |
259.82 |
266.27 |
+7.33 |
22,831 |
46,308 |
+4,219 |
May11 |
110126 |
259.38 |
266.52 |
259.37 |
265.63 |
+7.30 |
12,113 |
23,777 |
+825 |
Jun11 |
110126 |
259.29 |
266.69 |
259.29 |
265.75 |
+7.41 |
16,478 |
35,519 |
+720 |
Jul11 |
110126 |
260.08 |
267.20 |
260.08 |
266.69 |
+7.29 |
3,140 |
11,969 |
+161 |
Aug11 |
110126 |
261.33 |
268.35 |
261.25 |
267.89 |
+7.25 |
2,800 |
9,148 |
+699 |
Sep11 |
110126 |
265.78 |
270.16 |
265.04 |
269.59 |
+7.22 |
2,602 |
9,089 |
+74 |
Oct11 |
110126 |
267.72 |
271.81 |
267.41 |
271.30 |
+7.18 |
754 |
4,594 |
+101 |
Nov11 |
110126 |
269.10 |
273.48 |
269.10 |
272.98 |
+7.17 |
723 |
5,373 |
+147 |
Dec11 |
110126 |
270.76 |
274.38 |
270.17 |
274.38 |
+7.19 |
4,590 |
19,610 |
-52 |
Jan12 |
110126 |
272.00 |
275.75 |
272.00 |
275.75 |
+7.23 |
121 |
3,661 |
+14 |
Total Volume and Open Interest |
149,922 |
314,495 |
-236 |
Gasoline(NYMEX) |
Feb11 |
110126 |
235.44 |
244.20 |
234.86 |
243.06 |
+8.79 |
21,643 |
23,098 |
-5,589 |
Mar11 |
110126 |
237.45 |
246.73 |
237.41 |
245.66 |
+8.60 |
55,800 |
98,404 |
+1,119 |
Apr11 |
110126 |
250.74 |
258.75 |
250.28 |
258.16 |
+8.12 |
30,329 |
41,388 |
+1,483 |
May11 |
110126 |
251.60 |
259.40 |
251.41 |
259.00 |
+7.86 |
10,125 |
26,969 |
+1,324 |
Jun11 |
110126 |
253.21 |
259.31 |
252.16 |
259.03 |
+7.63 |
10,682 |
27,767 |
+541 |
Jul11 |
110126 |
253.06 |
258.60 |
251.70 |
258.39 |
+7.40 |
3,331 |
10,800 |
+181 |
Aug11 |
110126 |
250.37 |
257.34 |
250.35 |
257.34 |
+7.34 |
2,334 |
7,341 |
+419 |
Sep11 |
110126 |
250.04 |
255.64 |
249.63 |
255.64 |
+7.24 |
1,733 |
5,803 |
+326 |
Oct11 |
110126 |
239.68 |
245.25 |
239.44 |
245.15 |
+7.12 |
472 |
5,445 |
+6 |
Nov11 |
110126 |
243.30 |
243.30 |
243.30 |
243.30 |
+7.12 |
375 |
1,899 |
+100 |
Total Volume and Open Interest |
142,269 |
282,934 |
+133 |
e-miNY RBOB Gasoline(NYM) |
Feb11 |
110126 |
243.10 |
243.10 |
243.06 |
243.10 |
+8.80 |
0 |
3 |
+0 |
Mar11 |
110126 |
245.70 |
245.70 |
245.66 |
245.70 |
+8.60 |
0 |
1 |
+0 |
Apr11 |
110126 |
258.20 |
258.20 |
258.16 |
258.20 |
+8.20 |
0 |
1 |
+0 |
May11 |
110126 |
259.00 |
259.00 |
259.00 |
259.00 |
+7.90 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Feb11 |
110126 |
4.467 |
4.510 |
4.381 |
4.491 |
+0.018 |
91,893 |
19,514 |
-9,625 |
Mar11 |
110126 |
4.488 |
4.529 |
4.398 |
4.501 |
+0.011 |
106,582 |
251,469 |
+1,006 |
Apr11 |
110126 |
4.495 |
4.539 |
4.406 |
4.508 |
+0.008 |
36,075 |
106,597 |
+852 |
May11 |
110126 |
4.532 |
4.575 |
4.444 |
4.547 |
+0.007 |
18,554 |
92,705 |
+1,640 |
Jun11 |
110126 |
4.576 |
4.614 |
4.483 |
4.587 |
+0.007 |
7,386 |
23,593 |
+838 |
Jul11 |
110126 |
4.631 |
4.660 |
4.537 |
4.637 |
+0.004 |
5,669 |
31,915 |
+734 |
Aug11 |
110126 |
4.654 |
4.667 |
4.566 |
4.662 |
+0.007 |
4,961 |
19,533 |
+162 |
Sep11 |
110126 |
4.618 |
4.670 |
4.568 |
4.665 |
+0.006 |
3,287 |
14,499 |
+195 |
Oct11 |
110126 |
4.700 |
4.714 |
4.613 |
4.710 |
+0.003 |
15,868 |
57,119 |
+359 |
Nov11 |
110126 |
4.786 |
4.866 |
4.779 |
4.865 |
+0.003 |
3,851 |
24,211 |
-255 |
Dec11 |
110126 |
5.066 |
5.105 |
5.004 |
5.088 |
+0.006 |
4,077 |
22,286 |
+600 |
Jan12 |
110126 |
5.193 |
5.240 |
5.120 |
5.208 |
+0.003 |
5,622 |
43,497 |
+551 |
Feb12 |
110126 |
5.111 |
5.180 |
5.106 |
5.180 |
+0.007 |
1,587 |
10,267 |
+79 |
Mar12 |
110126 |
5.016 |
5.087 |
5.010 |
5.087 |
+0.009 |
2,029 |
24,693 |
+629 |
Apr12 |
110126 |
4.815 |
4.877 |
4.800 |
4.877 |
+0.017 |
1,167 |
20,633 |
+194 |
May12 |
110126 |
4.841 |
4.879 |
4.841 |
4.879 |
+0.017 |
112 |
5,213 |
+6 |
Total Volume and Open Interest |
309,687 |
836,565 |
-2,028 |
Brent Crude Oil(ICE) |
Mar11 |
110126 |
95.39 |
98.34 |
95.29 |
97.91 |
+2.66 |
229,708 |
253,836 |
-3,758 |
Apr11 |
110126 |
95.34 |
98.39 |
95.34 |
97.97 |
+2.68 |
127,700 |
176,680 |
+5,637 |
May11 |
110126 |
95.61 |
98.58 |
95.61 |
98.19 |
+2.67 |
54,172 |
83,339 |
+1,734 |
Jun11 |
110126 |
95.90 |
98.82 |
95.90 |
98.38 |
+2.64 |
69,254 |
104,422 |
-2,393 |
Jul11 |
110126 |
96.04 |
98.92 |
96.04 |
98.51 |
+2.62 |
10,974 |
33,722 |
+185 |
Aug11 |
110126 |
96.15 |
99.05 |
96.15 |
98.62 |
+2.59 |
7,624 |
16,406 |
-949 |
Sep11 |
110126 |
96.78 |
99.15 |
96.74 |
98.72 |
+2.56 |
6,133 |
26,950 |
+332 |
Oct11 |
110126 |
97.00 |
99.24 |
96.85 |
98.81 |
+2.53 |
3,358 |
19,353 |
-369 |
Nov11 |
110126 |
97.09 |
99.32 |
96.94 |
98.89 |
+2.51 |
2,143 |
11,354 |
+126 |
Dec11 |
110126 |
96.80 |
99.42 |
96.80 |
98.97 |
+2.49 |
38,461 |
107,465 |
-1,124 |
Jan12 |
110126 |
99.03 |
99.03 |
99.03 |
99.03 |
+2.49 |
2,194 |
11,973 |
+211 |
Feb12 |
110126 |
99.05 |
99.05 |
99.05 |
99.05 |
+2.48 |
1,235 |
6,169 |
+76 |
Mar12 |
110126 |
99.06 |
99.06 |
99.06 |
99.06 |
+2.48 |
1,291 |
4,483 |
+668 |
Apr12 |
110126 |
99.05 |
99.05 |
99.05 |
99.05 |
+2.48 |
748 |
2,579 |
+464 |
Total Volume and Open Interest |
565,900 |
964,590 |
+2,398 |
Gas Oil(ICE) |
Feb11 |
110126 |
801.50 |
823.00 |
800.75 |
810.00 |
+11.00 |
60,117 |
113,165 |
-8,184 |
Mar11 |
110126 |
805.75 |
829.00 |
805.50 |
815.50 |
+11.00 |
88,466 |
156,057 |
+2,274 |
Apr11 |
110126 |
809.75 |
832.25 |
809.75 |
819.25 |
+11.50 |
33,295 |
69,662 |
-983 |
May11 |
110126 |
811.75 |
834.25 |
811.75 |
822.50 |
+12.00 |
16,979 |
59,549 |
+2,995 |
Jun11 |
110126 |
814.75 |
838.00 |
814.75 |
825.50 |
+12.50 |
23,807 |
64,133 |
+1,530 |
Jul11 |
110126 |
817.75 |
841.25 |
817.75 |
828.75 |
+12.50 |
6,758 |
21,994 |
+514 |
Aug11 |
110126 |
821.00 |
844.50 |
821.00 |
832.00 |
+12.25 |
3,504 |
19,941 |
+105 |
Sep11 |
110126 |
826.75 |
847.75 |
825.75 |
835.25 |
+12.00 |
3,777 |
20,243 |
+142 |
Oct11 |
110126 |
829.00 |
849.75 |
829.00 |
837.25 |
+11.75 |
2,457 |
14,225 |
+411 |
Nov11 |
110126 |
830.50 |
850.75 |
829.25 |
838.50 |
+11.50 |
2,391 |
11,079 |
+365 |
Total Volume and Open Interest |
261,016 |
672,277 |
+3,599 |
Ethanol(CBOT) |
Jan11 |
110105 |
2.315 |
2.315 |
2.305 |
2.305 |
-0.008 |
63 |
135 |
-73 |
Feb11 |
110126 |
2.310 |
2.329 |
2.310 |
2.328 |
+0.050 |
275 |
475 |
-146 |
Mar11 |
110126 |
2.310 |
2.346 |
2.309 |
2.344 |
+0.048 |
107 |
1,557 |
+34 |
Apr11 |
110126 |
2.350 |
2.361 |
2.350 |
2.356 |
+0.037 |
46 |
938 |
-4 |
May11 |
110126 |
2.375 |
2.388 |
2.375 |
2.376 |
+0.038 |
19 |
483 |
-2 |
Jun11 |
110126 |
2.390 |
2.407 |
2.390 |
2.397 |
+0.037 |
88 |
659 |
+23 |
Jul11 |
110126 |
2.415 |
2.415 |
2.415 |
2.415 |
+0.039 |
2 |
801 |
-2 |
Aug11 |
110126 |
2.400 |
2.400 |
2.398 |
2.398 |
+0.032 |
10 |
856 |
+5 |
Total Volume and Open Interest |
612 |
8,100 |
-68 |
WTI Crude Oil(ICE |
Mar11 |
110126 |
86.37 |
87.75 |
86.02 |
87.33 |
+1.14 |
121,042 |
134,121 |
+1,268 |
Apr11 |
110126 |
88.04 |
89.79 |
87.83 |
89.35 |
+1.47 |
69,025 |
58,073 |
-6,280 |
May11 |
110126 |
89.57 |
91.55 |
89.57 |
91.11 |
+1.68 |
37,580 |
41,420 |
-1,990 |
Jun11 |
110126 |
90.98 |
92.51 |
90.89 |
92.39 |
+1.82 |
37,060 |
60,941 |
-2,017 |
Jul11 |
110126 |
92.11 |
93.41 |
91.72 |
93.28 |
+1.88 |
5,569 |
19,983 |
-60 |
Aug11 |
110126 |
92.61 |
93.97 |
92.25 |
93.85 |
+1.93 |
2,744 |
12,191 |
+103 |
Sep11 |
110126 |
93.27 |
94.41 |
92.69 |
94.29 |
+1.95 |
3,539 |
20,613 |
+321 |
Oct11 |
110126 |
93.55 |
94.78 |
93.18 |
94.66 |
+1.95 |
1,580 |
14,271 |
+212 |
Nov11 |
110126 |
93.43 |
95.12 |
93.43 |
95.01 |
+1.95 |
1,364 |
9,408 |
+74 |
Dec11 |
110126 |
93.77 |
95.47 |
93.77 |
95.35 |
+1.96 |
16,295 |
80,766 |
+905 |
Jan12 |
110126 |
95.55 |
95.55 |
95.55 |
95.55 |
+1.99 |
324 |
7,001 |
-14 |
Feb12 |
110126 |
95.67 |
95.67 |
95.67 |
95.67 |
+2.01 |
15 |
1,274 |
-9 |
Mar12 |
110126 |
95.74 |
95.74 |
95.74 |
95.74 |
+2.02 |
21 |
3,963 |
-4 |
Apr12 |
110126 |
95.80 |
95.80 |
95.80 |
95.80 |
+2.02 |
118 |
998 |
+92 |
May12 |
110126 |
95.87 |
95.87 |
95.87 |
95.87 |
+2.02 |
29 |
934 |
+0 |
Jun12 |
110126 |
94.58 |
96.05 |
94.56 |
95.95 |
+2.02 |
604 |
21,334 |
+402 |
Total Volume and Open Interest |
299,688 |
562,738 |
-7,185 |
US Dollar Index(ICE) |
Mar11 |
110126 |
78.135 |
78.235 |
77.810 |
78.035 |
-0.110 |
21,614 |
38,179 |
-173 |
Jun11 |
110126 |
78.495 |
78.535 |
78.200 |
78.385 |
-0.110 |
34 |
1,008 |
+10 |
Sep11 |
110126 |
78.745 |
78.745 |
78.745 |
78.745 |
-0.110 |
0 |
3 |
+0 |
Total Volume and Open Interest |
21,648 |
39,190 |
-163 |
Australian Dollar(CME) |
Mar11 |
110126 |
99.05 |
99.40 |
98.68 |
99.02 |
+0.34 |
121,151 |
112,689 |
-3,512 |
Jun11 |
110126 |
97.80 |
98.14 |
97.55 |
97.89 |
+0.34 |
114 |
773 |
+54 |
Sep11 |
110126 |
96.67 |
96.67 |
96.34 |
96.67 |
+0.33 |
0 |
14 |
+0 |
Total Volume and Open Interest |
121,265 |
113,570 |
-3,458 |
British Pound(CME) |
Mar11 |
110126 |
158.16 |
159.39 |
157.63 |
158.73 |
+0.86 |
204,006 |
96,115 |
-3,118 |
Jun11 |
110126 |
158.02 |
159.13 |
157.73 |
158.59 |
+0.86 |
539 |
493 |
+256 |
Sep11 |
110126 |
158.35 |
158.35 |
157.52 |
158.35 |
+0.83 |
4 |
8 |
+3 |
Total Volume and Open Interest |
204,549 |
96,648 |
-2,859 |
Canadian Dollar(CME) |
Mar11 |
110126 |
100.25 |
100.54 |
99.94 |
100.37 |
+0.43 |
77,618 |
112,326 |
-3,917 |
Jun11 |
110126 |
99.97 |
100.31 |
99.73 |
100.16 |
+0.43 |
295 |
3,236 |
+133 |
Sep11 |
110126 |
99.98 |
100.00 |
99.44 |
99.87 |
+0.43 |
19 |
993 |
+10 |
Dec11 |
110126 |
99.60 |
99.75 |
99.16 |
99.60 |
+0.44 |
2 |
1,294 |
+2 |
Total Volume and Open Interest |
77,934 |
117,899 |
-3,772 |
Japanese Yen(CME) |
Mar11 |
110126 |
121.69 |
122.02 |
121.06 |
121.27 |
-0.47 |
136,534 |
115,892 |
+6,701 |
Jun11 |
110126 |
121.81 |
121.94 |
121.24 |
121.40 |
-0.46 |
151 |
738 |
+85 |
Sep11 |
110126 |
121.56 |
122.02 |
121.56 |
121.56 |
-0.46 |
0 |
19 |
+0 |
Total Volume and Open Interest |
136,685 |
116,661 |
+6,786 |
Swiss Franc(CME) |
Mar11 |
110126 |
106.11 |
106.43 |
105.69 |
105.98 |
-0.19 |
44,668 |
40,386 |
+1,704 |
Jun11 |
110126 |
106.09 |
106.32 |
105.90 |
106.07 |
-0.19 |
33 |
77 |
+11 |
Sep11 |
110126 |
106.21 |
106.36 |
106.17 |
106.17 |
-0.19 |
0 |
5 |
+0 |
Total Volume and Open Interest |
44,701 |
40,470 |
+1,715 |
EuroFX(CME) |
Mar11 |
110126 |
136.72 |
137.14 |
136.32 |
136.75 |
+0.12 |
393,954 |
196,679 |
+8,761 |
Jun11 |
110126 |
136.44 |
136.95 |
136.15 |
136.60 |
+0.13 |
397 |
2,653 |
+89 |
Sep11 |
110126 |
136.40 |
136.40 |
136.22 |
136.37 |
+0.11 |
0 |
36 |
+0 |
Total Volume and Open Interest |
394,351 |
199,706 |
+8,850 |
Mexican Peso(CME) |
Feb11 |
110126 |
831.0 |
831.0 |
826.2 |
831.0 |
+4.8 |
|
|
|
Mar11 |
110126 |
823.2 |
830.8 |
822.8 |
827.5 |
+4.8 |
20,832 |
142,684 |
+865 |
Total Volume and Open Interest |
20,832 |
142,786 |
+865 |
30-Year T-Bonds(CBOT) |
Mar11 |
110126 |
121~150 |
121~160 |
119~300 |
120~020 |
-1~210 |
383,717 |
566,726 |
+15,699 |
Jun11 |
110126 |
119~140 |
120~040 |
118~130 |
118~150 |
-1~210 |
497 |
1,180 |
+21 |
Sep11 |
110126 |
116~280 |
118~170 |
116~280 |
116~280 |
-1~210 |
|
|
|
Total Volume and Open Interest |
384,214 |
567,906 |
+15,720 |
10-Year T-Notes(CBOT) |
Mar11 |
110126 |
120~260 |
120~265 |
120~050 |
120~080 |
-0~215 |
1,286,403 |
1,362,896 |
+5,355 |
Jun11 |
110126 |
119~110 |
119~245 |
119~000 |
119~015 |
-0~230 |
2,850 |
7,948 |
+1,634 |
Sep11 |
110126 |
117~300 |
118~210 |
117~300 |
117~300 |
-0~230 |
|
|
|
Total Volume and Open Interest |
1,289,253 |
1,370,848 |
+6,989 |
5-Year T-Notes(CBOT) |
Mar11 |
110126 |
118~025 |
118~025 |
117~107 |
117~124 |
-0~035 |
681,898 |
1,128,407 |
+5,636 |
Jun11 |
110126 |
117~039 |
117~048 |
117~011 |
117~011 |
-0~037 |
2,905 |
4,554 |
+1,661 |
Sep11 |
110126 |
116~035 |
116~072 |
116~035 |
116~035 |
-0~037 |
|
|
|
Total Volume and Open Interest |
684,803 |
1,132,961 |
+7,297 |
2 Year T-Notes(CBOT) |
Mar11 |
110126 |
109~065 |
109~065 |
109~051 |
109~059 |
-0~006 |
285,736 |
742,676 |
+5,863 |
Jun11 |
110126 |
109~024 |
109~030 |
109~024 |
109~024 |
-0~006 |
144 |
554 |
+95 |
Sep11 |
110126 |
108~117 |
108~123 |
108~117 |
108~117 |
-0~006 |
|
|
|
Total Volume and Open Interest |
285,880 |
743,230 |
+5,958 |
Eurodollars(CME) |
Mar11 |
110126 |
99.655 |
99.660 |
99.650 |
99.655 |
unch |
284,827 |
1,188,069 |
-27,045 |
Jun11 |
110126 |
99.580 |
99.585 |
99.565 |
99.575 |
-0.005 |
193,735 |
1,129,083 |
+5,923 |
Sep11 |
110126 |
99.475 |
99.480 |
99.445 |
99.465 |
-0.010 |
250,767 |
1,054,882 |
+17,452 |
Dec11 |
110126 |
99.315 |
99.320 |
99.270 |
99.300 |
-0.010 |
278,153 |
897,545 |
+17,378 |
Mar12 |
110126 |
99.095 |
99.100 |
99.040 |
99.075 |
-0.020 |
349,209 |
937,893 |
+45,611 |
Jun12 |
110126 |
98.825 |
98.830 |
98.755 |
98.795 |
-0.030 |
267,308 |
584,835 |
+11,963 |
Sep12 |
110126 |
98.560 |
98.560 |
98.465 |
98.510 |
-0.040 |
213,811 |
470,241 |
+4,918 |
Dec12 |
110126 |
98.280 |
98.280 |
98.185 |
98.225 |
-0.050 |
186,222 |
311,827 |
-3,586 |
Mar13 |
110126 |
98.020 |
98.020 |
97.920 |
97.955 |
-0.060 |
123,166 |
216,149 |
+1,073 |
Jun13 |
110126 |
97.750 |
97.750 |
97.650 |
97.680 |
-0.070 |
87,098 |
165,075 |
-1,917 |
Sep13 |
110126 |
97.480 |
97.485 |
97.390 |
97.415 |
-0.075 |
92,315 |
182,026 |
-4,794 |
Dec13 |
110126 |
97.215 |
97.215 |
97.125 |
97.145 |
-0.080 |
64,387 |
142,434 |
-5,522 |
Mar14 |
110126 |
96.980 |
96.980 |
96.885 |
96.900 |
-0.090 |
33,317 |
117,096 |
-1,726 |
Jun14 |
110126 |
96.740 |
96.740 |
96.640 |
96.650 |
-0.100 |
25,492 |
109,236 |
-1,437 |
Sep14 |
110126 |
96.510 |
96.510 |
96.405 |
96.415 |
-0.105 |
24,356 |
64,781 |
-1,562 |
Dec14 |
110126 |
96.280 |
96.280 |
96.175 |
96.180 |
-0.110 |
20,453 |
73,950 |
-1,541 |
Mar15 |
110126 |
96.070 |
96.070 |
95.975 |
95.985 |
-0.115 |
12,675 |
54,832 |
-198 |
Jun15 |
110126 |
4.130 |
4.130 |
4.035 |
4.045 |
-0.120 |
10,343 |
33,201 |
-147 |
Total Volume and Open Interest |
2,555,321 |
7,933,028 |
+64,306 |
30 Day Federal Funds(CBOT) |
Jan11 |
110126 |
99.830 |
99.832 |
99.830 |
99.830 |
unch |
1,494 |
67,258 |
+230 |
Feb11 |
110126 |
99.830 |
99.835 |
99.830 |
99.830 |
unch |
1,881 |
69,593 |
+528 |
Mar11 |
110126 |
99.835 |
99.835 |
99.830 |
99.835 |
unch |
2,766 |
50,027 |
+1,236 |
Apr11 |
110126 |
99.840 |
99.845 |
99.840 |
99.845 |
unch |
1,389 |
43,235 |
-190 |
May11 |
110126 |
99.845 |
99.845 |
99.840 |
99.845 |
unch |
6,866 |
62,180 |
-633 |
Jun11 |
110126 |
99.840 |
99.845 |
99.840 |
99.845 |
unch |
1,376 |
37,220 |
+660 |
Total Volume and Open Interest |
40,172 |
582,416 |
+6,055 |
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 |
110126 |
99.662 |
99.662 |
99.662 |
99.662 |
-0.003 |
350 |
1,273 |
+107 |
Jun11 |
110126 |
99.647 |
99.647 |
99.647 |
99.647 |
unch |
0 |
175 |
+0 |
Sep11 |
110126 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.005 |
101 |
201 |
+101 |
Dec11 |
110126 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
0 |
75 |
+0 |
Mar12 |
110126 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
0 |
100 |
+0 |
Jun12 |
110126 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Sep12 |
110126 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec12 |
110126 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Mar13 |
110126 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Jun13 |
110126 |
99.445 |
99.445 |
99.445 |
99.445 |
unch |
|
|
|
Total Volume and Open Interest |
451 |
1,824 |
+208 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110126 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
55 |
3,110 |
+134 |
Jun11 |
110126 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,122 |
+0 |
Sep11 |
110126 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
786 |
+101 |
Dec11 |
110126 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
4 |
1,791 |
+0 |
Mar12 |
110126 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
405 |
+0 |
Jun12 |
110126 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
110126 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
310 |
+0 |
Dec12 |
110126 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
59 |
8,283 |
+235 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110126 |
139.51 |
139.70 |
139.40 |
139.57 |
+0.12 |
1,376 |
12,345 |
+39 |
Jun11 |
110126 |
137.48 |
137.48 |
137.48 |
137.48 |
+0.12 |
|
|
|
Sep11 |
110126 |
135.39 |
135.39 |
135.39 |
135.39 |
+0.12 |
|
|
|
Total Volume and Open Interest |
1,376 |
12,345 |
+39 |
Euro-Bund(EUREX) |
Mar11 |
110126 |
123.96 |
124.13 |
123.47 |
123.61 |
-0.36 |
866,756 |
1,397,569 |
-40,710 |
Jun11 |
110126 |
122.61 |
122.70 |
122.12 |
122.21 |
-0.36 |
456 |
2,935 |
+91 |
Sep11 |
110126 |
121.84 |
121.84 |
121.84 |
121.84 |
-0.44 |
|
|
|
Total Volume and Open Interest |
867,212 |
1,400,504 |
-40,619 |
Euro-Bobl(EUREX) |
Mar11 |
110126 |
117.17 |
117.29 |
116.85 |
116.95 |
-0.28 |
667,428 |
1,002,521 |
-62,706 |
Jun11 |
110126 |
115.80 |
115.80 |
115.51 |
115.51 |
-0.30 |
178 |
7,161 |
-15 |
Sep11 |
110126 |
115.52 |
115.52 |
115.52 |
115.52 |
-0.28 |
|
|
|
Total Volume and Open Interest |
667,606 |
1,009,682 |
-62,721 |
3-Mth Euribor(EUREX) |
Mar11 |
110126 |
98.830 |
98.845 |
98.830 |
98.845 |
+0.005 |
5 |
5,796 |
-3 |
Jun11 |
110126 |
98.640 |
98.640 |
98.630 |
98.640 |
-0.010 |
6 |
9,256 |
+3 |
Sep11 |
110126 |
98.430 |
98.430 |
98.430 |
98.430 |
-0.025 |
4 |
2,046 |
+0 |
Total Volume and Open Interest |
23 |
24,490 |
+0 |
Long Gilt(LIFFE) |
Mar11 |
110126 |
117~19 |
117~23 |
116~28 |
117~01 |
-0~17 |
143,780 |
245,143 |
+2,092 |
Jun11 |
110126 |
115~26 |
115~26 |
115~26 |
115~26 |
-0~17 |
|
|
|
Total Volume and Open Interest |
143,780 |
245,143 |
+2,092 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110126 |
99.18 |
99.23 |
99.13 |
99.17 |
-0.01 |
134,148 |
306,431 |
-25,662 |
Jun11 |
110126 |
99.06 |
99.08 |
98.96 |
98.99 |
-0.04 |
245,732 |
317,043 |
-11,430 |
Sep11 |
110126 |
98.90 |
98.90 |
98.76 |
98.78 |
-0.07 |
264,935 |
279,008 |
-2,403 |
Dec11 |
110126 |
98.66 |
98.67 |
98.50 |
98.52 |
-0.10 |
230,438 |
293,372 |
-9,258 |
Mar12 |
110126 |
98.42 |
98.44 |
98.24 |
98.26 |
-0.12 |
253,440 |
292,959 |
+4,410 |
Jun12 |
110126 |
98.15 |
98.18 |
97.97 |
97.99 |
-0.14 |
153,122 |
184,161 |
+12,720 |
Total Volume and Open Interest |
1,491,791 |
2,094,549 |
-33,759 |
3-Mth Euribor(LIFFE) |
Mar11 |
110126 |
98.835 |
98.860 |
98.820 |
98.845 |
+0.005 |
263,110 |
656,962 |
+17,873 |
Jun11 |
110126 |
98.650 |
98.665 |
98.620 |
98.640 |
-0.010 |
258,720 |
558,151 |
+61,629 |
Sep11 |
110126 |
98.460 |
98.465 |
98.405 |
98.430 |
-0.025 |
194,146 |
428,000 |
+7,823 |
Total Volume and Open Interest |
1,434,590 |
3,309,161 |
+114,467 |
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 |
110126 |
1331.5 |
1345.5 |
1324.3 |
1333.0 |
+0.7 |
227,628 |
146,812 |
-29,860 |
Apr11 |
110126 |
1334.4 |
1346.9 |
1325.9 |
1334.5 |
+0.7 |
72,284 |
211,359 |
+35,653 |
Jun11 |
110126 |
1335.4 |
1348.5 |
1328.2 |
1336.2 |
+0.7 |
2,408 |
44,120 |
+335 |
Aug11 |
110126 |
1336.9 |
1349.8 |
1329.9 |
1337.6 |
+0.6 |
825 |
15,757 |
+381 |
Oct11 |
110126 |
1332.9 |
1350.4 |
1332.8 |
1339.3 |
+0.6 |
112 |
9,160 |
+33 |
Dec11 |
110126 |
1341.1 |
1353.4 |
1332.9 |
1341.1 |
+0.6 |
694 |
23,671 |
+103 |
Feb12 |
110126 |
1346.0 |
1351.0 |
1337.0 |
1343.4 |
+0.6 |
184 |
3,755 |
-8 |
Apr12 |
110126 |
1345.9 |
1345.9 |
1345.9 |
1345.9 |
+0.6 |
1 |
5,253 |
+0 |
Jun12 |
110126 |
1348.6 |
1348.6 |
1348.6 |
1348.6 |
+0.6 |
0 |
6,898 |
+0 |
Aug12 |
110126 |
1351.4 |
1351.4 |
1351.4 |
1351.4 |
+0.6 |
27 |
777 |
-25 |
Oct12 |
110126 |
1354.8 |
1354.8 |
1354.8 |
1354.8 |
+0.5 |
0 |
1,301 |
+0 |
Dec12 |
110126 |
1351.5 |
1358.7 |
1351.5 |
1358.7 |
+0.5 |
205 |
13,026 |
+12 |
Total Volume and Open Interest |
306,016 |
506,047 |
+7,049 |
Silver(CMX) |
Mar11 |
110126 |
2685.5 |
2764.5 |
2665.5 |
2712.8 |
+32.3 |
64,485 |
66,934 |
-3,133 |
May11 |
110126 |
2685.5 |
2761.0 |
2672.0 |
2714.9 |
+32.5 |
3,861 |
20,659 |
+741 |
Jul11 |
110126 |
2700.0 |
2719.0 |
2672.0 |
2715.9 |
+32.6 |
686 |
6,671 |
+31 |
Sep11 |
110126 |
2675.0 |
2716.6 |
2675.0 |
2716.6 |
+32.7 |
56 |
3,662 |
+0 |
Dec11 |
110126 |
2701.0 |
2761.0 |
2675.5 |
2717.4 |
+32.7 |
564 |
11,509 |
-160 |
Mar12 |
110126 |
2719.2 |
2719.2 |
2719.2 |
2719.2 |
+32.7 |
0 |
666 |
+0 |
May12 |
110126 |
2720.1 |
2720.1 |
2720.1 |
2720.1 |
+32.6 |
0 |
260 |
+0 |
Total Volume and Open Interest |
71,426 |
125,229 |
-2,999 |
Platinum(NYMEX) |
Jan11 |
110126 |
1793.8 |
1793.8 |
1793.8 |
1793.8 |
+9.6 |
97 |
243 |
-34 |
Apr11 |
110126 |
1787.4 |
1816.8 |
1781.1 |
1796.9 |
+9.6 |
5,960 |
40,443 |
-190 |
Jul11 |
110126 |
1808.6 |
1808.6 |
1796.5 |
1800.2 |
+9.6 |
43 |
1,208 |
+32 |
Oct11 |
110126 |
1802.2 |
1802.2 |
1802.2 |
1802.2 |
+9.6 |
3 |
79 |
+1 |
Total Volume and Open Interest |
6,105 |
41,995 |
-191 |
Palladium(NYMEX) |
Mar11 |
110126 |
780.05 |
815.75 |
780.00 |
804.60 |
+19.85 |
4,716 |
20,718 |
-346 |
Jun11 |
110126 |
783.85 |
817.00 |
783.85 |
805.90 |
+19.85 |
142 |
891 |
+55 |
Sep11 |
110126 |
806.85 |
806.85 |
806.85 |
806.85 |
+20.10 |
0 |
19 |
+0 |
Total Volume and Open Interest |
4,858 |
21,631 |
-291 |
Copper(CMX) |
Mar11 |
110126 |
425.10 |
429.90 |
422.40 |
426.70 |
+4.10 |
41,864 |
101,432 |
-2,544 |
May11 |
110126 |
425.05 |
430.00 |
423.10 |
427.40 |
+4.15 |
4,355 |
27,651 |
-240 |
Jul11 |
110126 |
424.55 |
428.55 |
424.55 |
427.15 |
+4.20 |
877 |
11,561 |
+290 |
Sep11 |
110126 |
423.65 |
426.60 |
423.65 |
426.60 |
+4.20 |
160 |
5,354 |
+60 |
Dec11 |
110126 |
423.30 |
427.00 |
421.55 |
424.70 |
+4.10 |
102 |
4,109 |
+21 |
Total Volume and Open Interest |
48,123 |
155,810 |
-2,485 |
DJIA Index(CBOT) |
Mar11 |
110126 |
11915 |
11975 |
11915 |
11936 |
+14 |
768 |
9,547 |
+551 |
Jun11 |
110126 |
11873 |
11873 |
11859 |
11873 |
+14 |
|
|
|
Sep11 |
110126 |
11816 |
11816 |
11805 |
11816 |
+11 |
|
|
|
Dec11 |
110126 |
11762 |
11762 |
11748 |
11762 |
+14 |
0 |
1 |
+0 |
Total Volume and Open Interest |
768 |
9,548 |
+551 |
S & P 500(CME) |
Mar11 |
110126 |
1287.10 |
1296.30 |
1286.20 |
1293.60 |
+6.00 |
12,820 |
299,854 |
-86 |
Jun11 |
110126 |
1288.70 |
1291.60 |
1288.60 |
1288.70 |
+6.10 |
0 |
4,765 |
+0 |
Sep11 |
110126 |
1283.80 |
1286.70 |
1277.20 |
1283.80 |
+6.10 |
0 |
2,841 |
+0 |
Dec11 |
110126 |
1279.20 |
1282.10 |
1272.60 |
1279.20 |
+6.10 |
0 |
550 |
+0 |
Total Volume and Open Interest |
12,820 |
308,010 |
-86 |
S & P 500 E-Mini(Globex) |
Mar11 |
110126 |
1287.25 |
1296.75 |
1286.00 |
1293.50 |
+6.00 |
2,360,267 |
2,635,938 |
+960 |
Jun11 |
110126 |
1282.00 |
1291.50 |
1282.00 |
1288.75 |
+6.25 |
1,040 |
13,302 |
+480 |
Total Volume and Open Interest |
2,361,322 |
2,649,692 |
+1,440 |
NASDAQ 100(CME) |
Mar11 |
110126 |
2301.30 |
2321.00 |
2298.50 |
2318.50 |
+17.20 |
569 |
16,143 |
-277 |
Jun11 |
110126 |
2315.50 |
2315.50 |
2315.00 |
2315.50 |
+17.20 |
0 |
700 |
+0 |
Sep11 |
110126 |
2313.00 |
2313.00 |
2312.50 |
2313.00 |
+17.20 |
|
|
|
Total Volume and Open Interest |
569 |
16,843 |
-277 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110126 |
2300.30 |
2320.00 |
2298.00 |
2318.50 |
+17.20 |
250,703 |
382,582 |
-3,735 |
Jun11 |
110126 |
2298.30 |
2315.50 |
2295.30 |
2315.50 |
+17.20 |
112 |
762 |
-5 |
Total Volume and Open Interest |
250,815 |
383,350 |
-3,740 |
S & P Midcap 400(CME) |
Mar11 |
110126 |
922.50 |
931.00 |
921.00 |
928.80 |
+6.70 |
106 |
2,464 |
-14 |
Jun11 |
110126 |
926.40 |
927.20 |
926.40 |
926.40 |
+6.70 |
|
|
|
Sep11 |
110126 |
924.50 |
925.30 |
924.50 |
924.50 |
+6.70 |
|
|
|
Total Volume and Open Interest |
106 |
2,464 |
-14 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110126 |
10435 |
10485 |
10405 |
10455 |
+10 |
14,795 |
40,783 |
+3,509 |
Jun11 |
110126 |
10435 |
10435 |
10425 |
10435 |
+10 |
0 |
4 |
+0 |
Total Volume and Open Interest |
14,795 |
40,787 |
+3,509 |
Nikkei 225(SGX) |
Mar11 |
110126 |
10470 |
10480 |
10385 |
10420 |
-55 |
126,140 |
240,163 |
-11,801 |
Jun11 |
110126 |
10345 |
10345 |
10345 |
10345 |
-60 |
7 |
3,230 |
+45 |
Sep11 |
110126 |
10345 |
10345 |
10345 |
10345 |
-60 |
0 |
400 |
+0 |
Total Volume and Open Interest |
126,147 |
252,643 |
-11,756 |
CAC 40(EURONEXT) |
Feb11 |
110126 |
4047.0 |
4068.0 |
4041.5 |
4048.5 |
+25.0 |
116,389 |
334,562 |
+9,427 |
Mar11 |
110126 |
4050.0 |
4070.0 |
4047.0 |
4051.0 |
+25.0 |
427 |
64,006 |
-197 |
Apr11 |
110126 |
4051.0 |
4051.0 |
4050.5 |
4050.5 |
+21.0 |
|
|
|
Total Volume and Open Interest |
116,816 |
398,608 |
+9,230 |
Hang Seng Index(HKFE) |
Jan11 |
110126 |
23812 |
24012 |
23653 |
23858 |
+77 |
92,935 |
49,740 |
-29,348 |
Feb11 |
110126 |
23845 |
24016 |
23666 |
23866 |
+77 |
34,576 |
73,656 |
+34,362 |
Mar11 |
110126 |
23780 |
23952 |
23638 |
23805 |
+74 |
832 |
6,646 |
+207 |
Total Volume and Open Interest |
128,483 |
131,658 |
+5,097 |
DAX(EUREX) |
Mar11 |
110126 |
7102.0 |
7169.5 |
7094.0 |
7130.5 |
+67.0 |
139,327 |
247,425 |
-4,658 |
Jun11 |
110126 |
7120.0 |
7190.0 |
7117.5 |
7151.0 |
+66.5 |
292 |
11,097 |
+30 |
Sep11 |
110126 |
7138.5 |
7209.0 |
7138.5 |
7172.0 |
+68.0 |
102 |
504 |
+126 |
Total Volume and Open Interest |
139,721 |
259,026 |
-4,502 |
FT-SE 100(EURONEXT) |
Mar11 |
110126 |
5888.50 |
5968.50 |
5888.50 |
5940.50 |
+58.00 |
102,188 |
644,732 |
+8,363 |
Jun11 |
110126 |
5914.50 |
5914.50 |
5898.00 |
5898.00 |
+58.00 |
1 |
2,870 |
+0 |
Sep11 |
110126 |
5882.00 |
5882.00 |
5866.50 |
5866.50 |
+58.00 |
27 |
263 |
+27 |
Total Volume and Open Interest |
102,246 |
647,915 |
+8,420 |
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 |
110126 |
627.00 |
635.50 |
627.00 |
635.50 |
+12.00 |
190 |
14,536 |
-1 |
Mar11 |
110126 |
641.00 |
641.00 |
641.00 |
641.00 |
+12.50 |
2 |
57 |
+0 |
Apr11 |
110126 |
646.00 |
646.00 |
646.00 |
646.00 |
+12.50 |
|
|
|
Total Volume and Open Interest |
192 |
14,593 |
-1 |
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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