|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu January 27, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110127 |
1389.25 |
1401.00 |
1378.00 |
1399.50 |
+14.00 |
83,339 |
265,417 |
-581 |
May11 |
110127 |
1399.25 |
1410.50 |
1389.50 |
1410.00 |
+13.50 |
24,777 |
110,061 |
+2,526 |
Jul11 |
110127 |
1405.25 |
1416.50 |
1395.75 |
1415.75 |
+12.75 |
24,367 |
94,069 |
-2,216 |
Aug11 |
110127 |
1384.00 |
1391.25 |
1377.00 |
1391.25 |
+10.25 |
473 |
3,540 |
+107 |
Sep11 |
110127 |
1352.00 |
1357.25 |
1346.00 |
1356.50 |
+4.50 |
364 |
4,431 |
+77 |
Nov11 |
110127 |
1325.25 |
1331.75 |
1317.50 |
1325.50 |
+1.75 |
27,761 |
147,022 |
+6,121 |
Jan12 |
110127 |
1325.50 |
1329.25 |
1320.75 |
1328.00 |
+1.75 |
408 |
12,153 |
+56 |
Total Volume and Open Interest |
162,987 |
656,494 |
+6,372 |
Soybean Meal(CBOT) |
Mar11 |
110127 |
375.20 |
377.90 |
371.30 |
377.40 |
+3.00 |
25,976 |
95,262 |
-461 |
May11 |
110127 |
378.10 |
380.20 |
374.00 |
379.70 |
+2.80 |
7,911 |
36,550 |
+911 |
Jul11 |
110127 |
379.40 |
380.70 |
374.70 |
380.10 |
+2.40 |
4,766 |
36,650 |
+605 |
Aug11 |
110127 |
369.60 |
371.80 |
366.70 |
371.50 |
+1.90 |
876 |
7,368 |
+202 |
Sep11 |
110127 |
360.90 |
368.00 |
358.00 |
361.70 |
+1.20 |
350 |
7,315 |
-26 |
Oct11 |
110127 |
346.50 |
348.20 |
344.50 |
347.00 |
-0.90 |
315 |
5,860 |
+47 |
Dec11 |
110127 |
346.00 |
346.90 |
341.50 |
344.00 |
-1.90 |
1,776 |
18,623 |
+34 |
Jan12 |
110127 |
343.70 |
343.70 |
342.90 |
343.50 |
-2.10 |
100 |
1,844 |
+31 |
Total Volume and Open Interest |
42,694 |
213,258 |
+1,455 |
Soybean Oil(CBOT) |
Mar11 |
110127 |
56.82 |
57.45 |
56.33 |
57.41 |
+0.71 |
46,173 |
184,674 |
-1,148 |
May11 |
110127 |
57.32 |
57.90 |
56.83 |
57.90 |
+0.70 |
13,665 |
71,543 |
+1,880 |
Jul11 |
110127 |
57.66 |
58.32 |
57.29 |
58.32 |
+0.68 |
12,730 |
68,488 |
+207 |
Aug11 |
110127 |
57.44 |
58.44 |
57.44 |
58.43 |
+0.67 |
753 |
6,780 |
-2 |
Sep11 |
110127 |
57.70 |
58.53 |
57.69 |
58.53 |
+0.67 |
837 |
8,998 |
+55 |
Oct11 |
110127 |
57.77 |
58.49 |
57.77 |
58.49 |
+0.63 |
1,495 |
9,703 |
-296 |
Dec11 |
110127 |
58.31 |
58.54 |
57.80 |
58.54 |
+0.62 |
6,738 |
34,212 |
+520 |
Jan12 |
110127 |
58.59 |
58.59 |
57.97 |
58.59 |
+0.62 |
0 |
462 |
+0 |
Total Volume and Open Interest |
82,756 |
386,053 |
+1,450 |
Canola(WCE) |
Mar11 |
110127 |
593.0 |
598.1 |
590.5 |
597.2 |
+2.7 |
9,209 |
105,418 |
-2,175 |
May11 |
110127 |
601.2 |
606.8 |
599.4 |
605.9 |
+2.7 |
3,723 |
32,179 |
+1,292 |
Jul11 |
110127 |
605.8 |
612.0 |
605.8 |
610.9 |
+3.0 |
1,218 |
18,728 |
+54 |
Nov11 |
110127 |
560.5 |
572.0 |
560.4 |
570.4 |
+6.4 |
1,717 |
47,798 |
+539 |
Jan12 |
110127 |
564.5 |
576.6 |
564.5 |
576.6 |
+7.7 |
151 |
2,553 |
+151 |
Total Volume and Open Interest |
16,082 |
208,274 |
-85 |
Corn(CBOT) |
Mar11 |
110127 |
658.50 |
661.75 |
647.50 |
650.75 |
-7.00 |
145,601 |
602,712 |
-8,176 |
May11 |
110127 |
668.50 |
671.50 |
657.50 |
661.00 |
-7.00 |
50,643 |
312,958 |
+6,211 |
Jul11 |
110127 |
673.00 |
676.50 |
662.25 |
666.00 |
-6.75 |
42,977 |
255,768 |
+3,627 |
Sep11 |
110127 |
624.00 |
626.25 |
614.50 |
617.75 |
-7.00 |
5,329 |
53,368 |
+666 |
Dec11 |
110127 |
589.25 |
593.00 |
581.00 |
582.75 |
-8.00 |
27,632 |
322,898 |
+1,939 |
Mar12 |
110127 |
595.00 |
600.00 |
588.75 |
590.25 |
-7.00 |
1,236 |
29,753 |
+247 |
Total Volume and Open Interest |
274,844 |
1,628,372 |
+4,620 |
Wheat(CBOT) |
Mar11 |
110127 |
859.00 |
863.50 |
845.50 |
846.25 |
-10.25 |
48,711 |
219,955 |
+2,274 |
May11 |
110127 |
886.00 |
891.00 |
874.00 |
875.00 |
-9.25 |
14,361 |
85,525 |
+1,789 |
Jul11 |
110127 |
904.00 |
909.00 |
893.25 |
894.50 |
-6.75 |
11,639 |
120,852 |
+25 |
Sep11 |
110127 |
917.00 |
924.25 |
910.25 |
912.25 |
-4.75 |
1,755 |
26,459 |
+157 |
Dec11 |
110127 |
929.75 |
936.50 |
919.00 |
923.75 |
-4.25 |
4,815 |
70,905 |
+1,241 |
Total Volume and Open Interest |
82,363 |
541,877 |
+5,933 |
Wheat(KCBT) |
Mar11 |
110127 |
940.00 |
946.50 |
931.25 |
932.50 |
-7.50 |
14,762 |
81,519 |
-1,589 |
May11 |
110127 |
949.50 |
957.00 |
942.25 |
943.25 |
-7.25 |
6,766 |
43,756 |
+876 |
Jul11 |
110127 |
955.50 |
962.75 |
949.00 |
950.25 |
-6.50 |
4,763 |
56,880 |
+70 |
Sep11 |
110127 |
964.00 |
969.00 |
957.50 |
958.50 |
-6.50 |
1,245 |
14,562 |
+311 |
Dec11 |
110127 |
973.00 |
978.25 |
968.00 |
970.00 |
-4.25 |
1,310 |
12,264 |
+112 |
Total Volume and Open Interest |
29,070 |
212,007 |
-66 |
Wheat(MGE) |
Mar11 |
110127 |
977.00 |
986.00 |
972.00 |
976.00 |
-1.00 |
3,701 |
20,347 |
-446 |
May11 |
110127 |
985.25 |
994.50 |
982.75 |
984.25 |
-1.00 |
2,038 |
15,716 |
+21 |
Jul11 |
110127 |
988.00 |
997.50 |
982.50 |
987.75 |
-0.25 |
895 |
10,685 |
+196 |
Sep11 |
110127 |
979.00 |
987.25 |
974.50 |
978.00 |
-1.75 |
608 |
11,134 |
+135 |
Dec11 |
110127 |
980.00 |
989.00 |
977.75 |
979.00 |
-2.25 |
831 |
9,009 |
+35 |
Total Volume and Open Interest |
8,295 |
68,663 |
-19 |
Oats(CBOT) |
Mar11 |
110127 |
390.00 |
391.50 |
382.00 |
390.00 |
+2.00 |
622 |
8,492 |
+73 |
May11 |
110127 |
397.50 |
398.00 |
390.25 |
398.00 |
+2.00 |
229 |
3,355 |
+176 |
Jul11 |
110127 |
397.50 |
402.00 |
396.50 |
401.50 |
+2.00 |
50 |
540 |
+6 |
Sep11 |
110127 |
374.75 |
374.75 |
372.25 |
373.75 |
+0.75 |
24 |
181 |
+15 |
Total Volume and Open Interest |
1,045 |
13,925 |
+301 |
Rough Rice(CBOT) |
Mar11 |
110127 |
15.20 |
15.29 |
15.03 |
15.09 |
-0.11 |
1,162 |
14,275 |
+21 |
May11 |
110127 |
15.51 |
15.56 |
15.35 |
15.38 |
-0.10 |
526 |
2,570 |
+39 |
Jul11 |
110127 |
15.77 |
15.83 |
15.62 |
15.65 |
-0.09 |
212 |
1,735 |
+35 |
Sep11 |
110127 |
15.57 |
15.61 |
15.48 |
15.49 |
-0.07 |
150 |
1,325 |
-29 |
Total Volume and Open Interest |
2,107 |
20,393 |
+101 |
Live Cattle(CME) |
Feb11 |
110127 |
107.200 |
108.000 |
106.150 |
106.950 |
-0.280 |
13,801 |
49,795 |
-4,911 |
Apr11 |
110127 |
112.330 |
113.250 |
111.250 |
112.180 |
-0.105 |
21,338 |
163,385 |
+432 |
Jun11 |
110127 |
112.480 |
113.500 |
111.650 |
112.450 |
-0.085 |
9,856 |
83,183 |
+1,870 |
Aug11 |
110127 |
113.200 |
113.950 |
112.385 |
113.180 |
-0.050 |
4,012 |
26,829 |
+1,160 |
Oct11 |
110127 |
116.135 |
117.100 |
115.450 |
116.050 |
-0.235 |
2,260 |
17,589 |
+914 |
Dec11 |
110127 |
116.900 |
117.550 |
116.050 |
117.000 |
-0.050 |
2,070 |
14,497 |
+784 |
Total Volume and Open Interest |
53,742 |
358,945 |
+512 |
Feeder Cattle(CME) |
Jan11 |
110127 |
126.385 |
126.480 |
126.080 |
126.150 |
-0.200 |
344 |
1,923 |
-189 |
Mar11 |
110127 |
126.100 |
126.680 |
125.250 |
125.600 |
-0.535 |
2,940 |
25,233 |
+295 |
Apr11 |
110127 |
126.930 |
127.400 |
126.100 |
126.385 |
-0.650 |
744 |
6,592 |
+65 |
May11 |
110127 |
127.250 |
127.580 |
126.350 |
126.700 |
-0.480 |
569 |
8,686 |
+51 |
Aug11 |
110127 |
127.950 |
128.435 |
127.100 |
127.600 |
-0.300 |
296 |
9,668 |
+79 |
Sep11 |
110127 |
127.050 |
127.730 |
126.700 |
127.400 |
-0.150 |
68 |
1,257 |
+31 |
Oct11 |
110127 |
126.600 |
127.300 |
126.400 |
127.300 |
-0.100 |
28 |
599 |
+17 |
Total Volume and Open Interest |
5,019 |
54,266 |
+369 |
Lean Hogs(CME) |
Feb11 |
110127 |
83.035 |
84.950 |
82.285 |
83.950 |
+0.915 |
13,062 |
21,850 |
-3,595 |
Apr11 |
110127 |
90.500 |
92.135 |
89.800 |
90.035 |
-0.100 |
30,373 |
96,777 |
+1,869 |
May11 |
110127 |
98.230 |
98.230 |
97.000 |
97.050 |
-1.000 |
350 |
2,261 |
+97 |
Jun11 |
110127 |
99.180 |
99.230 |
98.230 |
98.885 |
-0.115 |
12,489 |
53,926 |
+1,751 |
Jul11 |
110127 |
97.680 |
97.930 |
96.850 |
97.480 |
-0.200 |
6,956 |
19,300 |
+2,548 |
Aug11 |
110127 |
97.330 |
97.500 |
96.500 |
97.080 |
-0.500 |
3,353 |
16,343 |
+744 |
Oct11 |
110127 |
86.300 |
86.450 |
84.430 |
85.480 |
-1.070 |
1,739 |
14,397 |
+388 |
Dec11 |
110127 |
82.700 |
82.700 |
81.330 |
81.650 |
-1.000 |
1,007 |
5,827 |
+260 |
Total Volume and Open Interest |
69,562 |
233,045 |
+4,210 |
Class III Milk(CME) |
Jan11 |
110127 |
13.53 |
13.53 |
13.52 |
13.52 |
-0.01 |
2 |
5,174 |
+1 |
Feb11 |
110127 |
16.47 |
16.50 |
16.40 |
16.48 |
-0.01 |
322 |
5,661 |
-96 |
Mar11 |
110127 |
17.17 |
17.57 |
17.17 |
17.49 |
-0.01 |
1,200 |
5,251 |
+508 |
Apr11 |
110127 |
17.10 |
17.32 |
17.06 |
17.19 |
-0.11 |
508 |
3,803 |
+206 |
May11 |
110127 |
16.90 |
17.00 |
16.72 |
16.82 |
-0.18 |
366 |
3,354 |
+195 |
Total Volume and Open Interest |
3,000 |
37,533 |
+1,085 |
Cocoa(ICE) |
Mar11 |
110127 |
3352 |
3420 |
3334 |
3358 |
+6 |
11,687 |
58,368 |
+118 |
May11 |
110127 |
3322 |
3390 |
3322 |
3339 |
+1 |
4,243 |
32,310 |
+482 |
Jul11 |
110127 |
3330 |
3374 |
3317 |
3322 |
-13 |
1,965 |
15,362 |
+451 |
Sep11 |
110127 |
3323 |
3351 |
3295 |
3300 |
-13 |
578 |
10,245 |
+81 |
Dec11 |
110127 |
3314 |
3345 |
3293 |
3296 |
-10 |
651 |
14,505 |
+252 |
Mar12 |
110127 |
3361 |
3410 |
3352 |
3359 |
-14 |
1,155 |
15,441 |
+615 |
May12 |
110127 |
3354 |
3400 |
3349 |
3357 |
-13 |
633 |
5,197 |
+576 |
Total Volume and Open Interest |
20,928 |
153,654 |
+2,574 |
Coffee "C"(ICE) |
Mar11 |
110127 |
238.20 |
241.50 |
234.70 |
236.95 |
-0.55 |
16,062 |
73,497 |
-854 |
May11 |
110127 |
239.50 |
243.10 |
236.60 |
238.65 |
-0.65 |
6,795 |
35,853 |
+2,279 |
Jul11 |
110127 |
240.95 |
244.00 |
238.70 |
239.85 |
-0.60 |
865 |
13,739 |
+220 |
Sep11 |
110127 |
240.05 |
242.95 |
236.90 |
238.70 |
-0.80 |
246 |
5,442 |
+95 |
Dec11 |
110127 |
237.50 |
240.10 |
234.60 |
235.90 |
-0.75 |
326 |
8,427 |
+69 |
Mar12 |
110127 |
235.00 |
235.00 |
232.15 |
232.15 |
-0.80 |
48 |
969 |
+17 |
Total Volume and Open Interest |
24,348 |
138,698 |
+1,825 |
Orange Juice(ICE) |
Mar11 |
110127 |
167.05 |
167.20 |
166.00 |
167.05 |
-0.10 |
1,450 |
20,829 |
-268 |
May11 |
110127 |
165.50 |
165.50 |
164.35 |
165.00 |
-0.40 |
362 |
7,620 |
+80 |
Jul11 |
110127 |
164.45 |
164.50 |
164.45 |
164.50 |
-0.45 |
149 |
2,553 |
+27 |
Sep11 |
110127 |
163.50 |
164.15 |
161.30 |
164.15 |
-0.30 |
4 |
493 |
+0 |
Nov11 |
110127 |
162.10 |
163.15 |
162.10 |
163.15 |
-0.05 |
8 |
548 |
+0 |
Jan12 |
110127 |
162.35 |
162.55 |
162.35 |
162.55 |
-0.75 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,973 |
32,067 |
-161 |
Sugar #11(ICE) |
Mar11 |
110127 |
33.00 |
34.54 |
32.77 |
34.18 |
+1.05 |
46,921 |
211,925 |
+626 |
May11 |
110127 |
30.52 |
31.50 |
30.25 |
31.31 |
+0.73 |
26,507 |
121,897 |
+2,118 |
Jul11 |
110127 |
27.71 |
28.25 |
27.52 |
28.20 |
+0.40 |
18,924 |
126,453 |
+2,744 |
Oct11 |
110127 |
25.96 |
26.40 |
25.82 |
26.39 |
+0.37 |
7,242 |
68,394 |
+697 |
Mar12 |
110127 |
24.98 |
25.60 |
24.98 |
25.59 |
+0.35 |
4,357 |
47,420 |
+520 |
Total Volume and Open Interest |
105,988 |
626,599 |
+7,462 |
London Cocoa(LCE) |
Mar11 |
110127 |
2225 |
2249 |
2195 |
2200 |
-14 |
5,936 |
57,686 |
+926 |
May11 |
110127 |
2190 |
2219 |
2166 |
2180 |
+1 |
4,419 |
32,397 |
+1,487 |
Jul11 |
110127 |
2184 |
2204 |
2155 |
2170 |
-4 |
2,705 |
29,465 |
+839 |
Sep11 |
110127 |
2170 |
2190 |
2152 |
2160 |
-7 |
653 |
20,629 |
-16 |
Dec11 |
110127 |
2150 |
2166 |
2125 |
2140 |
-2 |
1,290 |
26,366 |
-223 |
Mar12 |
110127 |
2165 |
2169 |
2135 |
2147 |
-4 |
320 |
20,339 |
+1 |
May12 |
110127 |
2166 |
2172 |
2136 |
2154 |
-1 |
207 |
3,952 |
+120 |
Total Volume and Open Interest |
15,551 |
198,448 |
+3,139 |
London Sugar(LCE) |
Mar11 |
110127 |
802.30 |
825.80 |
797.00 |
824.50 |
+25.40 |
4,247 |
21,216 |
+450 |
May11 |
110127 |
777.00 |
799.40 |
774.50 |
798.50 |
+22.10 |
2,546 |
15,014 |
+876 |
Aug11 |
110127 |
730.00 |
748.80 |
729.10 |
747.90 |
+18.50 |
614 |
9,128 |
+198 |
Oct11 |
110127 |
681.20 |
689.80 |
679.20 |
688.70 |
+12.10 |
177 |
2,815 |
+96 |
Dec11 |
110127 |
666.00 |
669.60 |
666.00 |
668.80 |
+9.80 |
46 |
1,117 |
+20 |
Total Volume and Open Interest |
7,690 |
50,147 |
+1,697 |
Cotton(ICE) |
Mar11 |
110127 |
168.00 |
172.83 |
166.25 |
169.39 |
+2.56 |
10,746 |
89,451 |
+272 |
May11 |
110127 |
160.35 |
165.33 |
159.72 |
163.43 |
+4.10 |
3,144 |
25,388 |
+504 |
Jul11 |
110127 |
152.80 |
156.70 |
151.00 |
154.97 |
+3.42 |
2,350 |
34,923 |
-787 |
Oct11 |
110127 |
126.50 |
127.95 |
126.00 |
127.27 |
+2.60 |
7 |
178 |
-1 |
Dec11 |
110127 |
112.00 |
113.92 |
110.64 |
113.86 |
+3.43 |
2,515 |
51,941 |
-13 |
Mar12 |
110127 |
104.35 |
107.00 |
104.35 |
106.98 |
+3.29 |
124 |
2,539 |
+14 |
Total Volume and Open Interest |
18,941 |
206,525 |
+16 |
Lumber(CME) |
Mar11 |
110127 |
309.0 |
318.0 |
309.0 |
309.3 |
+1.3 |
625 |
6,493 |
-167 |
May11 |
110127 |
325.5 |
334.4 |
325.5 |
330.0 |
+3.0 |
271 |
3,030 |
+69 |
Jul11 |
110127 |
334.0 |
336.6 |
332.7 |
334.7 |
+1.7 |
287 |
1,291 |
+64 |
Sep11 |
110127 |
331.9 |
332.7 |
331.9 |
332.7 |
-0.1 |
0 |
188 |
+0 |
Total Volume and Open Interest |
1,183 |
11,003 |
-34 |
Crude Oil(NYM) |
Mar11 |
110127 |
87.55 |
87.66 |
85.42 |
85.64 |
-1.69 |
347,753 |
410,630 |
+2,238 |
Apr11 |
110127 |
89.65 |
89.69 |
87.92 |
88.29 |
-1.06 |
151,152 |
119,137 |
+4,990 |
May11 |
110127 |
91.45 |
91.55 |
90.07 |
90.45 |
-0.66 |
82,367 |
96,077 |
+1,960 |
Jun11 |
110127 |
92.59 |
92.93 |
91.55 |
91.91 |
-0.48 |
80,222 |
113,033 |
-1,146 |
Jul11 |
110127 |
93.05 |
93.90 |
92.70 |
92.94 |
-0.34 |
21,874 |
58,023 |
-1,139 |
Aug11 |
110127 |
93.98 |
94.51 |
93.32 |
93.62 |
-0.23 |
11,474 |
33,718 |
-511 |
Sep11 |
110127 |
94.52 |
94.98 |
93.84 |
94.07 |
-0.22 |
9,536 |
34,100 |
-206 |
Oct11 |
110127 |
94.60 |
95.37 |
94.22 |
94.44 |
-0.22 |
3,674 |
25,227 |
-370 |
Nov11 |
110127 |
94.60 |
95.72 |
94.60 |
94.79 |
-0.22 |
3,819 |
23,315 |
+156 |
Dec11 |
110127 |
95.50 |
96.08 |
94.71 |
95.13 |
-0.22 |
44,400 |
178,362 |
+93 |
Jan12 |
110127 |
95.18 |
96.30 |
95.12 |
95.37 |
-0.18 |
5,151 |
32,183 |
+839 |
Feb12 |
110127 |
96.45 |
96.46 |
95.15 |
95.51 |
-0.16 |
1,462 |
11,067 |
+253 |
Mar12 |
110127 |
95.59 |
95.59 |
95.59 |
95.59 |
-0.15 |
1,325 |
12,915 |
-152 |
Apr12 |
110127 |
95.65 |
95.65 |
95.65 |
95.65 |
-0.15 |
457 |
5,268 |
+42 |
May12 |
110127 |
95.71 |
95.71 |
95.71 |
95.71 |
-0.16 |
854 |
7,817 |
+501 |
Jun12 |
110127 |
96.01 |
96.15 |
95.60 |
95.80 |
-0.15 |
2,944 |
51,551 |
+446 |
Total Volume and Open Interest |
789,077 |
1,508,343 |
+8,744 |
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 |
110127 |
87.550 |
87.650 |
85.200 |
85.650 |
-1.675 |
8,662 |
8,079 |
+261 |
Apr11 |
110127 |
89.650 |
89.700 |
87.925 |
88.300 |
-1.050 |
706 |
1,762 |
+31 |
May11 |
110127 |
91.425 |
91.450 |
90.400 |
90.450 |
-0.650 |
106 |
376 |
+18 |
Jun11 |
110127 |
92.650 |
92.650 |
91.900 |
91.900 |
-0.500 |
7 |
67 |
+7 |
Jul11 |
110127 |
92.950 |
92.950 |
92.950 |
92.950 |
-0.325 |
2 |
10 |
-1 |
Aug11 |
110127 |
93.625 |
93.625 |
93.625 |
93.625 |
-0.225 |
0 |
10 |
+0 |
Sep11 |
110127 |
94.075 |
94.075 |
94.075 |
94.075 |
-0.225 |
2 |
7 |
-2 |
Oct11 |
110127 |
94.450 |
94.450 |
94.450 |
94.450 |
-0.200 |
0 |
42 |
+0 |
Total Volume and Open Interest |
9,502 |
10,646 |
+324 |
Heating Oil(NYM) |
Feb11 |
110127 |
267.81 |
269.44 |
265.20 |
265.46 |
-1.52 |
23,395 |
22,251 |
-5,857 |
Mar11 |
110127 |
267.68 |
269.60 |
265.20 |
265.51 |
-1.62 |
69,351 |
111,148 |
+2,987 |
Apr11 |
110127 |
266.36 |
268.62 |
264.33 |
264.61 |
-1.66 |
25,466 |
46,850 |
+542 |
May11 |
110127 |
265.44 |
267.54 |
263.76 |
264.05 |
-1.58 |
15,437 |
26,766 |
+2,989 |
Jun11 |
110127 |
266.46 |
267.96 |
264.00 |
264.30 |
-1.45 |
17,079 |
36,728 |
+1,209 |
Jul11 |
110127 |
268.54 |
268.55 |
265.18 |
265.39 |
-1.30 |
4,043 |
12,376 |
+407 |
Aug11 |
110127 |
267.78 |
269.57 |
266.46 |
266.69 |
-1.20 |
1,159 |
9,167 |
+19 |
Sep11 |
110127 |
268.77 |
270.56 |
268.47 |
268.47 |
-1.12 |
1,956 |
9,298 |
+209 |
Oct11 |
110127 |
272.67 |
272.81 |
270.10 |
270.18 |
-1.12 |
1,013 |
4,704 |
+110 |
Nov11 |
110127 |
274.38 |
274.40 |
271.80 |
271.80 |
-1.18 |
940 |
5,286 |
-87 |
Dec11 |
110127 |
274.59 |
276.14 |
273.21 |
273.27 |
-1.11 |
4,666 |
19,523 |
-87 |
Jan12 |
110127 |
275.35 |
275.35 |
274.62 |
274.62 |
-1.13 |
149 |
3,755 |
+94 |
Total Volume and Open Interest |
165,323 |
317,008 |
+2,513 |
Gasoline(NYMEX) |
Feb11 |
110127 |
243.70 |
243.70 |
238.00 |
238.16 |
-4.90 |
21,486 |
17,470 |
-5,628 |
Mar11 |
110127 |
246.03 |
246.49 |
241.02 |
241.32 |
-4.34 |
59,759 |
103,590 |
+5,186 |
Apr11 |
110127 |
258.40 |
259.28 |
254.50 |
254.71 |
-3.45 |
29,097 |
39,333 |
-2,055 |
May11 |
110127 |
258.69 |
260.11 |
255.61 |
255.70 |
-3.30 |
13,811 |
28,051 |
+1,082 |
Jun11 |
110127 |
258.41 |
260.32 |
255.78 |
255.88 |
-3.15 |
13,759 |
28,200 |
+433 |
Jul11 |
110127 |
258.03 |
259.36 |
255.10 |
255.34 |
-3.05 |
5,290 |
11,546 |
+746 |
Aug11 |
110127 |
257.09 |
258.13 |
254.35 |
254.42 |
-2.92 |
1,721 |
7,461 |
+120 |
Sep11 |
110127 |
254.18 |
256.45 |
252.74 |
252.74 |
-2.90 |
1,960 |
6,111 |
+308 |
Oct11 |
110127 |
245.50 |
245.96 |
242.33 |
242.33 |
-2.82 |
708 |
5,409 |
-36 |
Nov11 |
110127 |
242.65 |
242.98 |
240.57 |
240.57 |
-2.73 |
355 |
1,877 |
-22 |
Total Volume and Open Interest |
149,997 |
282,862 |
-72 |
e-miNY RBOB Gasoline(NYM) |
Feb11 |
110127 |
238.20 |
238.20 |
238.16 |
238.20 |
-4.90 |
1 |
2 |
-1 |
Mar11 |
110127 |
245.70 |
245.70 |
241.30 |
241.30 |
-4.40 |
1 |
2 |
+1 |
Apr11 |
110127 |
254.70 |
254.71 |
254.70 |
254.70 |
-3.50 |
0 |
1 |
+0 |
May11 |
110127 |
255.70 |
255.70 |
255.70 |
255.70 |
-3.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2 |
9 |
+0 |
Natural Gas(NYM) |
Feb11 |
110127 |
4.471 |
4.474 |
4.290 |
4.316 |
-0.175 |
63,383 |
9,345 |
-10,169 |
Mar11 |
110127 |
4.480 |
4.499 |
4.310 |
4.319 |
-0.182 |
105,943 |
250,294 |
-1,175 |
Apr11 |
110127 |
4.497 |
4.505 |
4.330 |
4.336 |
-0.172 |
39,636 |
106,192 |
-405 |
May11 |
110127 |
4.536 |
4.538 |
4.375 |
4.384 |
-0.163 |
22,648 |
95,065 |
+2,360 |
Jun11 |
110127 |
4.582 |
4.582 |
4.420 |
4.428 |
-0.159 |
11,783 |
23,817 |
+224 |
Jul11 |
110127 |
4.610 |
4.610 |
4.470 |
4.480 |
-0.157 |
10,162 |
33,167 |
+1,252 |
Aug11 |
110127 |
4.620 |
4.634 |
4.500 |
4.508 |
-0.154 |
9,046 |
20,056 |
+523 |
Sep11 |
110127 |
4.620 |
4.634 |
4.508 |
4.513 |
-0.152 |
4,166 |
14,508 |
+9 |
Oct11 |
110127 |
4.660 |
4.680 |
4.550 |
4.557 |
-0.153 |
17,498 |
56,749 |
-370 |
Nov11 |
110127 |
4.822 |
4.836 |
4.711 |
4.714 |
-0.151 |
5,143 |
24,814 |
+603 |
Dec11 |
110127 |
5.044 |
5.065 |
4.940 |
4.946 |
-0.142 |
4,515 |
22,738 |
+452 |
Jan12 |
110127 |
5.175 |
5.182 |
5.057 |
5.066 |
-0.142 |
7,229 |
43,868 |
+371 |
Feb12 |
110127 |
5.140 |
5.140 |
5.034 |
5.043 |
-0.137 |
797 |
10,425 |
+158 |
Mar12 |
110127 |
5.062 |
5.063 |
4.955 |
4.955 |
-0.132 |
1,031 |
24,734 |
+41 |
Apr12 |
110127 |
4.827 |
4.840 |
4.763 |
4.767 |
-0.110 |
777 |
20,190 |
-443 |
May12 |
110127 |
4.840 |
4.840 |
4.772 |
4.772 |
-0.107 |
31 |
5,220 |
+7 |
Total Volume and Open Interest |
305,093 |
829,971 |
-6,594 |
Brent Crude Oil(ICE) |
Mar11 |
110127 |
98.15 |
98.95 |
97.15 |
97.39 |
-0.52 |
205,114 |
246,878 |
-6,958 |
Apr11 |
110127 |
98.17 |
99.04 |
97.28 |
97.51 |
-0.46 |
101,815 |
172,746 |
-3,934 |
May11 |
110127 |
98.28 |
99.20 |
97.60 |
97.77 |
-0.42 |
45,976 |
84,183 |
+844 |
Jun11 |
110127 |
98.46 |
99.39 |
97.80 |
97.99 |
-0.39 |
45,395 |
103,710 |
-712 |
Jul11 |
110127 |
98.51 |
99.46 |
97.95 |
98.15 |
-0.36 |
9,355 |
34,605 |
+883 |
Aug11 |
110127 |
98.40 |
99.55 |
98.07 |
98.28 |
-0.34 |
7,337 |
16,800 |
+394 |
Sep11 |
110127 |
98.72 |
99.62 |
98.18 |
98.39 |
-0.33 |
6,008 |
26,135 |
-815 |
Oct11 |
110127 |
98.80 |
99.69 |
98.27 |
98.50 |
-0.31 |
3,302 |
19,269 |
-84 |
Nov11 |
110127 |
98.37 |
99.74 |
98.34 |
98.59 |
-0.30 |
3,119 |
11,314 |
-40 |
Dec11 |
110127 |
98.97 |
99.84 |
98.42 |
98.68 |
-0.29 |
26,343 |
106,981 |
-484 |
Jan12 |
110127 |
98.74 |
98.74 |
98.74 |
98.74 |
-0.29 |
1,536 |
12,069 |
+96 |
Feb12 |
110127 |
98.76 |
98.76 |
98.76 |
98.76 |
-0.29 |
769 |
6,213 |
+44 |
Mar12 |
110127 |
98.77 |
98.77 |
98.77 |
98.77 |
-0.29 |
393 |
4,474 |
-9 |
Apr12 |
110127 |
98.77 |
98.77 |
98.77 |
98.77 |
-0.28 |
217 |
2,665 |
+86 |
Total Volume and Open Interest |
466,166 |
956,052 |
-8,538 |
Gas Oil(ICE) |
Feb11 |
110127 |
822.00 |
826.25 |
814.00 |
817.00 |
+7.00 |
58,507 |
103,928 |
-9,237 |
Mar11 |
110127 |
827.50 |
832.00 |
819.00 |
822.50 |
+7.00 |
104,007 |
154,313 |
-1,744 |
Apr11 |
110127 |
830.50 |
835.50 |
822.75 |
826.25 |
+7.00 |
40,671 |
72,195 |
+2,533 |
May11 |
110127 |
834.75 |
838.75 |
826.50 |
829.50 |
+7.00 |
27,631 |
61,293 |
+1,744 |
Jun11 |
110127 |
835.75 |
842.00 |
829.50 |
832.75 |
+7.25 |
39,074 |
58,644 |
-5,489 |
Jul11 |
110127 |
836.50 |
844.50 |
833.50 |
836.00 |
+7.25 |
7,263 |
21,569 |
-425 |
Aug11 |
110127 |
840.25 |
847.50 |
838.00 |
839.00 |
+7.00 |
5,115 |
20,862 |
+921 |
Sep11 |
110127 |
843.00 |
849.00 |
840.25 |
842.00 |
+6.75 |
6,725 |
20,455 |
+212 |
Oct11 |
110127 |
845.00 |
851.50 |
843.25 |
844.00 |
+6.75 |
4,922 |
14,122 |
-103 |
Nov11 |
110127 |
844.00 |
851.00 |
844.00 |
845.50 |
+7.00 |
1,501 |
11,372 |
+293 |
Total Volume and Open Interest |
308,504 |
661,262 |
-11,015 |
Ethanol(CBOT) |
Jan11 |
110105 |
2.315 |
2.315 |
2.305 |
2.305 |
-0.008 |
63 |
135 |
-73 |
Feb11 |
110127 |
2.305 |
2.309 |
2.300 |
2.307 |
-0.021 |
64 |
470 |
-5 |
Mar11 |
110127 |
2.330 |
2.330 |
2.315 |
2.320 |
-0.024 |
313 |
1,511 |
-46 |
Apr11 |
110127 |
2.327 |
2.343 |
2.327 |
2.341 |
-0.015 |
55 |
961 |
+23 |
May11 |
110127 |
2.350 |
2.357 |
2.350 |
2.354 |
-0.022 |
22 |
482 |
-1 |
Jun11 |
110127 |
2.371 |
2.376 |
2.371 |
2.376 |
-0.021 |
68 |
685 |
+26 |
Jul11 |
110127 |
2.395 |
2.395 |
2.394 |
2.394 |
-0.021 |
6 |
802 |
+1 |
Aug11 |
110127 |
2.380 |
2.380 |
2.374 |
2.377 |
-0.021 |
10 |
856 |
+0 |
Total Volume and Open Interest |
609 |
8,135 |
+35 |
WTI Crude Oil(ICE |
Mar11 |
110127 |
87.62 |
87.63 |
85.20 |
85.64 |
-1.69 |
117,796 |
134,372 |
+251 |
Apr11 |
110127 |
89.61 |
89.67 |
87.95 |
88.29 |
-1.06 |
79,628 |
58,813 |
+740 |
May11 |
110127 |
91.37 |
91.53 |
90.08 |
90.45 |
-0.66 |
41,441 |
41,953 |
+533 |
Jun11 |
110127 |
92.58 |
92.86 |
91.60 |
91.91 |
-0.48 |
34,538 |
58,928 |
-2,013 |
Jul11 |
110127 |
93.16 |
93.85 |
92.67 |
92.94 |
-0.34 |
8,388 |
19,554 |
-429 |
Aug11 |
110127 |
93.72 |
94.47 |
93.33 |
93.62 |
-0.23 |
5,520 |
13,031 |
+840 |
Sep11 |
110127 |
94.47 |
94.92 |
93.78 |
94.07 |
-0.22 |
3,570 |
20,642 |
+29 |
Oct11 |
110127 |
94.39 |
95.30 |
94.15 |
94.44 |
-0.22 |
1,654 |
13,957 |
-314 |
Nov11 |
110127 |
94.64 |
95.64 |
94.49 |
94.79 |
-0.22 |
1,362 |
9,210 |
-198 |
Dec11 |
110127 |
95.40 |
95.97 |
94.78 |
95.13 |
-0.22 |
16,880 |
80,523 |
-243 |
Jan12 |
110127 |
95.37 |
95.37 |
95.37 |
95.37 |
-0.18 |
695 |
7,247 |
+246 |
Feb12 |
110127 |
95.51 |
95.51 |
95.51 |
95.51 |
-0.16 |
60 |
1,293 |
+19 |
Mar12 |
110127 |
95.59 |
95.59 |
95.59 |
95.59 |
-0.15 |
82 |
3,964 |
+1 |
Apr12 |
110127 |
95.65 |
95.65 |
95.65 |
95.65 |
-0.15 |
56 |
1,023 |
+25 |
May12 |
110127 |
95.71 |
95.71 |
95.71 |
95.71 |
-0.16 |
18 |
934 |
+0 |
Jun12 |
110127 |
95.80 |
95.80 |
95.80 |
95.80 |
-0.15 |
700 |
21,338 |
+4 |
Total Volume and Open Interest |
315,837 |
562,459 |
-279 |
US Dollar Index(ICE) |
Mar11 |
110127 |
77.855 |
78.280 |
77.710 |
77.855 |
-0.180 |
20,989 |
37,743 |
-436 |
Jun11 |
110127 |
78.275 |
78.505 |
78.165 |
78.205 |
-0.180 |
33 |
1,008 |
+0 |
Sep11 |
110127 |
78.565 |
78.565 |
78.565 |
78.565 |
-0.180 |
0 |
3 |
+0 |
Total Volume and Open Interest |
21,022 |
38,754 |
-436 |
Australian Dollar(CME) |
Mar11 |
110127 |
99.22 |
99.47 |
98.20 |
98.73 |
-0.29 |
73,945 |
113,485 |
+796 |
Jun11 |
110127 |
98.20 |
98.20 |
97.19 |
97.60 |
-0.29 |
96 |
766 |
-7 |
Sep11 |
110127 |
96.39 |
96.67 |
96.39 |
96.39 |
-0.28 |
0 |
14 |
+0 |
Total Volume and Open Interest |
74,041 |
114,359 |
+789 |
British Pound(CME) |
Mar11 |
110127 |
159.04 |
159.86 |
158.74 |
159.30 |
+0.57 |
138,207 |
101,068 |
+4,953 |
Jun11 |
110127 |
159.08 |
159.44 |
158.59 |
159.15 |
+0.56 |
134 |
526 |
+33 |
Sep11 |
110127 |
158.95 |
159.20 |
158.35 |
158.90 |
+0.55 |
0 |
8 |
+0 |
Total Volume and Open Interest |
138,341 |
101,634 |
+4,986 |
Canadian Dollar(CME) |
Mar11 |
110127 |
100.41 |
100.65 |
100.03 |
100.51 |
+0.14 |
63,330 |
112,919 |
+593 |
Jun11 |
110127 |
100.26 |
100.40 |
99.98 |
100.30 |
+0.14 |
86 |
3,246 |
+10 |
Sep11 |
110127 |
100.01 |
100.01 |
99.87 |
100.01 |
+0.14 |
25 |
991 |
-2 |
Dec11 |
110127 |
99.75 |
99.86 |
99.60 |
99.74 |
+0.14 |
17 |
1,301 |
+7 |
Total Volume and Open Interest |
63,458 |
118,507 |
+608 |
Japanese Yen(CME) |
Mar11 |
110127 |
121.61 |
121.98 |
120.19 |
120.78 |
-0.49 |
97,157 |
111,174 |
-4,718 |
Jun11 |
110127 |
121.90 |
121.90 |
120.60 |
120.90 |
-0.50 |
308 |
774 |
+36 |
Sep11 |
110127 |
120.79 |
121.56 |
120.79 |
121.06 |
-0.50 |
0 |
19 |
+0 |
Total Volume and Open Interest |
97,465 |
111,979 |
-4,682 |
Swiss Franc(CME) |
Mar11 |
110127 |
106.12 |
106.55 |
105.50 |
105.77 |
-0.21 |
30,195 |
40,849 |
+463 |
Jun11 |
110127 |
106.17 |
106.45 |
105.70 |
105.86 |
-0.21 |
31 |
71 |
-6 |
Sep11 |
110127 |
105.87 |
106.17 |
105.87 |
105.96 |
-0.21 |
3 |
5 |
+0 |
Total Volume and Open Interest |
30,229 |
40,927 |
+457 |
EuroFX(CME) |
Mar11 |
110127 |
136.92 |
137.53 |
136.29 |
137.22 |
+0.47 |
297,228 |
200,674 |
+3,995 |
Jun11 |
110127 |
136.77 |
137.35 |
136.20 |
137.05 |
+0.45 |
377 |
2,774 |
+121 |
Sep11 |
110127 |
136.81 |
136.81 |
136.37 |
136.81 |
+0.44 |
5 |
38 |
+2 |
Total Volume and Open Interest |
297,610 |
203,824 |
+4,118 |
Mexican Peso(CME) |
Feb11 |
110127 |
831.8 |
831.8 |
831.0 |
831.8 |
+0.8 |
|
|
|
Mar11 |
110127 |
829.5 |
831.2 |
826.8 |
828.2 |
+0.8 |
18,851 |
143,723 |
+1,039 |
Total Volume and Open Interest |
18,851 |
143,825 |
+1,039 |
30-Year T-Bonds(CBOT) |
Mar11 |
110127 |
120~090 |
120~250 |
119~190 |
120~230 |
+0~210 |
337,693 |
556,939 |
-9,787 |
Jun11 |
110127 |
118~120 |
119~040 |
118~010 |
119~040 |
+0~210 |
689 |
1,504 |
+324 |
Sep11 |
110127 |
117~170 |
117~170 |
116~280 |
117~170 |
+0~210 |
|
|
|
Total Volume and Open Interest |
338,382 |
558,443 |
-9,463 |
10-Year T-Notes(CBOT) |
Mar11 |
110127 |
120~110 |
120~235 |
119~280 |
120~215 |
+0~135 |
1,052,068 |
1,351,291 |
-11,605 |
Jun11 |
110127 |
119~090 |
119~150 |
118~260 |
119~150 |
+0~135 |
4,855 |
11,175 |
+3,227 |
Sep11 |
110127 |
118~115 |
118~115 |
117~300 |
118~115 |
+0~135 |
|
|
|
Total Volume and Open Interest |
1,056,923 |
1,362,470 |
-8,378 |
5-Year T-Notes(CBOT) |
Mar11 |
110127 |
118~004 |
118~038 |
117~097 |
118~037 |
+0~041 |
518,395 |
1,111,608 |
-16,799 |
Jun11 |
110127 |
117~014 |
117~052 |
117~007 |
117~052 |
+0~041 |
1,535 |
5,201 |
+647 |
Sep11 |
110127 |
116~076 |
116~076 |
116~035 |
116~076 |
+0~041 |
|
|
|
Total Volume and Open Interest |
519,930 |
1,116,809 |
-16,152 |
2 Year T-Notes(CBOT) |
Mar11 |
110127 |
109~061 |
109~074 |
109~055 |
109~073 |
+0~014 |
203,688 |
743,450 |
+774 |
Jun11 |
110127 |
109~024 |
109~038 |
109~024 |
109~038 |
+0~014 |
1 |
554 |
+0 |
Sep11 |
110127 |
109~003 |
109~003 |
108~117 |
109~003 |
+0~014 |
|
|
|
Total Volume and Open Interest |
203,689 |
744,004 |
+774 |
Eurodollars(CME) |
Mar11 |
110127 |
99.650 |
99.665 |
99.635 |
99.660 |
+0.005 |
123,410 |
1,164,616 |
-23,453 |
Jun11 |
110127 |
99.580 |
99.600 |
99.560 |
99.595 |
+0.020 |
140,549 |
1,129,186 |
+103 |
Sep11 |
110127 |
99.470 |
99.505 |
99.450 |
99.500 |
+0.035 |
168,917 |
1,061,103 |
+6,221 |
Dec11 |
110127 |
99.305 |
99.350 |
99.275 |
99.345 |
+0.045 |
229,584 |
906,682 |
+9,137 |
Mar12 |
110127 |
99.085 |
99.135 |
99.045 |
99.130 |
+0.055 |
271,101 |
952,768 |
+14,875 |
Jun12 |
110127 |
98.805 |
98.860 |
98.760 |
98.855 |
+0.060 |
251,913 |
601,095 |
+16,260 |
Sep12 |
110127 |
98.520 |
98.575 |
98.465 |
98.575 |
+0.065 |
201,457 |
483,786 |
+13,545 |
Dec12 |
110127 |
98.235 |
98.295 |
98.175 |
98.290 |
+0.065 |
182,488 |
325,039 |
+13,212 |
Mar13 |
110127 |
97.965 |
98.020 |
97.895 |
98.010 |
+0.055 |
111,134 |
224,063 |
+7,914 |
Jun13 |
110127 |
97.695 |
97.740 |
97.620 |
97.730 |
+0.050 |
87,313 |
160,862 |
-4,213 |
Sep13 |
110127 |
97.425 |
97.470 |
97.350 |
97.460 |
+0.045 |
55,717 |
178,719 |
-3,307 |
Dec13 |
110127 |
97.155 |
97.195 |
97.080 |
97.185 |
+0.040 |
52,431 |
146,405 |
+3,971 |
Mar14 |
110127 |
96.915 |
96.945 |
96.830 |
96.935 |
+0.035 |
20,509 |
118,284 |
+1,188 |
Jun14 |
110127 |
96.675 |
96.700 |
96.580 |
96.685 |
+0.035 |
21,128 |
111,190 |
+1,954 |
Sep14 |
110127 |
96.440 |
96.460 |
96.335 |
96.445 |
+0.030 |
15,871 |
65,409 |
+628 |
Dec14 |
110127 |
96.200 |
96.225 |
96.095 |
96.210 |
+0.030 |
15,287 |
74,882 |
+932 |
Mar15 |
110127 |
96.000 |
96.025 |
95.895 |
96.010 |
+0.025 |
9,881 |
55,090 |
+258 |
Jun15 |
110127 |
4.060 |
4.085 |
3.955 |
4.070 |
+0.025 |
8,252 |
33,230 |
+29 |
Total Volume and Open Interest |
1,996,973 |
7,999,565 |
+66,537 |
30 Day Federal Funds(CBOT) |
Jan11 |
110127 |
99.830 |
99.832 |
99.830 |
99.830 |
unch |
3,075 |
67,638 |
+380 |
Feb11 |
110127 |
99.830 |
99.840 |
99.830 |
99.835 |
+0.005 |
3,575 |
71,078 |
+1,485 |
Mar11 |
110127 |
99.830 |
99.845 |
99.830 |
99.840 |
+0.005 |
1,793 |
50,221 |
+194 |
Apr11 |
110127 |
99.840 |
99.855 |
99.840 |
99.850 |
+0.005 |
1,353 |
42,882 |
-353 |
May11 |
110127 |
99.845 |
99.860 |
99.845 |
99.855 |
+0.010 |
1,046 |
62,488 |
+308 |
Jun11 |
110127 |
99.845 |
99.855 |
99.845 |
99.850 |
+0.005 |
3,966 |
37,436 |
+216 |
Total Volume and Open Interest |
50,949 |
587,805 |
+5,389 |
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 |
110127 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
176 |
1,308 |
+35 |
Jun11 |
110127 |
99.647 |
99.647 |
99.647 |
99.647 |
unch |
0 |
75 |
-100 |
Sep11 |
110127 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
0 |
221 |
+20 |
Dec11 |
110127 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
0 |
75 |
+0 |
Mar12 |
110127 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
0 |
100 |
+0 |
Jun12 |
110127 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Sep12 |
110127 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec12 |
110127 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Mar13 |
110127 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Jun13 |
110127 |
99.445 |
99.445 |
99.445 |
99.445 |
unch |
|
|
|
Total Volume and Open Interest |
176 |
1,779 |
-45 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110127 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
3,108 |
-2 |
Jun11 |
110127 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
50 |
1,122 |
+0 |
Sep11 |
110127 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
786 |
+0 |
Dec11 |
110127 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
1,688 |
-103 |
Mar12 |
110127 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
405 |
+0 |
Jun12 |
110127 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
110127 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
310 |
+0 |
Dec12 |
110127 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
50 |
8,178 |
-105 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110127 |
139.47 |
139.80 |
139.34 |
139.55 |
-0.02 |
2,102 |
12,357 |
+12 |
Jun11 |
110127 |
137.46 |
137.46 |
137.46 |
137.46 |
-0.02 |
|
|
|
Sep11 |
110127 |
135.37 |
135.37 |
135.37 |
135.37 |
-0.02 |
|
|
|
Total Volume and Open Interest |
2,102 |
12,357 |
+12 |
Euro-Bund(EUREX) |
Mar11 |
110127 |
123.57 |
123.79 |
123.23 |
123.34 |
-0.27 |
852,837 |
1,506,345 |
+108,776 |
Jun11 |
110127 |
122.34 |
122.34 |
121.85 |
121.94 |
-0.27 |
457 |
2,984 |
+49 |
Sep11 |
110127 |
121.59 |
121.59 |
121.59 |
121.59 |
-0.25 |
0 |
100 |
+100 |
Total Volume and Open Interest |
853,294 |
1,509,429 |
+108,925 |
Euro-Bobl(EUREX) |
Mar11 |
110127 |
116.89 |
116.96 |
116.57 |
116.66 |
-0.29 |
586,074 |
1,084,286 |
+81,765 |
Jun11 |
110127 |
115.23 |
115.23 |
115.23 |
115.23 |
-0.28 |
42 |
8,298 |
+1,137 |
Sep11 |
110127 |
115.23 |
115.23 |
115.23 |
115.23 |
-0.29 |
0 |
40 |
+40 |
Total Volume and Open Interest |
586,116 |
1,092,624 |
+82,942 |
3-Mth Euribor(EUREX) |
Mar11 |
110127 |
98.845 |
98.845 |
98.830 |
98.830 |
-0.015 |
11 |
5,793 |
-3 |
Jun11 |
110127 |
98.605 |
98.605 |
98.605 |
98.605 |
-0.035 |
5 |
9,256 |
+0 |
Sep11 |
110127 |
98.395 |
98.395 |
98.380 |
98.380 |
-0.050 |
0 |
2,076 |
+30 |
Total Volume and Open Interest |
17 |
24,551 |
+61 |
Long Gilt(LIFFE) |
Mar11 |
110127 |
116~31 |
117~04 |
116~22 |
116~32 |
-0~01 |
135,316 |
245,275 |
+132 |
Jun11 |
110127 |
115~25 |
115~25 |
115~25 |
115~25 |
-0~01 |
|
|
|
Total Volume and Open Interest |
135,316 |
245,275 |
+132 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110127 |
99.16 |
99.18 |
99.13 |
99.17 |
unch |
82,690 |
293,485 |
-12,946 |
Jun11 |
110127 |
98.98 |
99.01 |
98.96 |
98.99 |
unch |
148,721 |
316,291 |
-752 |
Sep11 |
110127 |
98.77 |
98.80 |
98.74 |
98.77 |
-0.01 |
190,065 |
271,009 |
-7,999 |
Dec11 |
110127 |
98.53 |
98.54 |
98.48 |
98.50 |
-0.02 |
212,414 |
290,799 |
-2,573 |
Mar12 |
110127 |
98.24 |
98.27 |
98.21 |
98.23 |
-0.03 |
196,619 |
299,290 |
+6,331 |
Jun12 |
110127 |
97.99 |
98.01 |
97.93 |
97.96 |
-0.03 |
141,128 |
206,889 |
+22,728 |
Total Volume and Open Interest |
1,147,210 |
2,106,482 |
+11,933 |
3-Mth Euribor(LIFFE) |
Mar11 |
110127 |
98.835 |
98.850 |
98.820 |
98.830 |
-0.015 |
237,507 |
644,610 |
-12,352 |
Jun11 |
110127 |
98.635 |
98.645 |
98.595 |
98.605 |
-0.035 |
185,315 |
555,772 |
-2,379 |
Sep11 |
110127 |
98.420 |
98.430 |
98.370 |
98.380 |
-0.050 |
159,563 |
424,039 |
-3,961 |
Total Volume and Open Interest |
1,431,335 |
3,323,037 |
+13,876 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110127 |
95.00 |
95.02 |
94.99 |
95.02 |
+0.01 |
10,320 |
176,890 |
-2,861 |
Jun11 |
110127 |
94.93 |
94.96 |
94.92 |
94.96 |
+0.03 |
24,697 |
166,432 |
-5,706 |
Sep11 |
110127 |
94.80 |
94.85 |
94.78 |
94.85 |
+0.05 |
16,176 |
96,517 |
-281 |
Dec11 |
110127 |
94.67 |
94.74 |
94.65 |
94.73 |
+0.07 |
5,978 |
59,535 |
+1,173 |
Mar12 |
110127 |
94.58 |
94.64 |
94.55 |
94.64 |
+0.08 |
2,622 |
46,496 |
-697 |
Jun12 |
110127 |
94.52 |
94.57 |
94.48 |
94.56 |
+0.07 |
1,540 |
40,018 |
-180 |
Sep12 |
110127 |
94.42 |
94.52 |
94.42 |
94.51 |
+0.06 |
560 |
25,155 |
-69 |
Dec12 |
110127 |
94.41 |
94.48 |
94.38 |
94.46 |
+0.06 |
248 |
12,751 |
+125 |
Mar13 |
110127 |
94.36 |
94.43 |
94.36 |
94.43 |
+0.07 |
1 |
3,016 |
+0 |
Jun13 |
110127 |
94.32 |
94.39 |
94.31 |
94.39 |
+0.10 |
2 |
590 |
+1 |
Total Volume and Open Interest |
62,144 |
629,042 |
-8,495 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110127 |
94.45 |
94.47 |
94.40 |
94.45 |
+0.03 |
35,669 |
361,764 |
+2,137 |
Jun11 |
110127 |
94.45 |
94.45 |
94.45 |
94.45 |
+0.03 |
|
|
|
Total Volume and Open Interest |
35,669 |
361,764 |
+2,137 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110127 |
94.87 |
94.90 |
94.84 |
94.90 |
+0.04 |
107,503 |
466,551 |
+4,660 |
Jun11 |
110127 |
94.90 |
94.90 |
94.90 |
94.90 |
+0.04 |
|
|
|
Total Volume and Open Interest |
107,503 |
466,551 |
+4,660 |
Gold(CMX) |
Feb11 |
110127 |
1345.9 |
1347.5 |
1309.7 |
1318.4 |
-14.6 |
207,998 |
99,036 |
-47,776 |
Apr11 |
110127 |
1345.2 |
1349.0 |
1311.0 |
1319.8 |
-14.7 |
85,450 |
243,724 |
+32,365 |
Jun11 |
110127 |
1346.4 |
1350.6 |
1312.9 |
1321.4 |
-14.8 |
4,220 |
45,326 |
+1,206 |
Aug11 |
110127 |
1347.1 |
1348.5 |
1314.5 |
1322.7 |
-14.9 |
597 |
15,693 |
-64 |
Oct11 |
110127 |
1340.0 |
1340.0 |
1317.6 |
1324.5 |
-14.8 |
125 |
9,148 |
-12 |
Dec11 |
110127 |
1352.0 |
1355.4 |
1317.4 |
1326.3 |
-14.8 |
971 |
23,676 |
+5 |
Feb12 |
110127 |
1347.0 |
1350.4 |
1328.6 |
1328.6 |
-14.8 |
28 |
3,757 |
+2 |
Apr12 |
110127 |
1354.9 |
1356.4 |
1330.9 |
1330.9 |
-15.0 |
0 |
5,253 |
+0 |
Jun12 |
110127 |
1349.1 |
1349.1 |
1333.5 |
1333.5 |
-15.1 |
43 |
6,941 |
+43 |
Aug12 |
110127 |
1336.3 |
1336.3 |
1336.3 |
1336.3 |
-15.1 |
0 |
777 |
+0 |
Oct12 |
110127 |
1339.7 |
1339.7 |
1339.7 |
1339.7 |
-15.1 |
0 |
1,301 |
+0 |
Dec12 |
110127 |
1369.0 |
1372.8 |
1336.3 |
1343.5 |
-15.2 |
285 |
12,974 |
-52 |
Total Volume and Open Interest |
301,291 |
491,222 |
-14,825 |
Silver(CMX) |
Mar11 |
110127 |
2761.5 |
2779.5 |
2674.5 |
2703.1 |
-9.7 |
52,175 |
66,113 |
-821 |
May11 |
110127 |
2760.5 |
2778.0 |
2677.0 |
2705.4 |
-9.5 |
1,511 |
21,163 |
+504 |
Jul11 |
110127 |
2761.0 |
2770.5 |
2680.0 |
2706.5 |
-9.4 |
333 |
6,685 |
+14 |
Sep11 |
110127 |
2764.5 |
2764.5 |
2705.0 |
2707.2 |
-9.4 |
259 |
3,653 |
-9 |
Dec11 |
110127 |
2763.0 |
2770.0 |
2682.0 |
2708.1 |
-9.3 |
314 |
11,515 |
+6 |
Mar12 |
110127 |
2709.8 |
2709.8 |
2709.8 |
2709.8 |
-9.4 |
0 |
666 |
+0 |
May12 |
110127 |
2710.6 |
2710.6 |
2710.6 |
2710.6 |
-9.5 |
0 |
260 |
+0 |
Total Volume and Open Interest |
56,023 |
124,221 |
-1,008 |
Platinum(NYMEX) |
Apr11 |
110127 |
1807.5 |
1819.4 |
1781.4 |
1803.5 |
+6.6 |
5,691 |
40,197 |
-246 |
Jul11 |
110127 |
1812.9 |
1813.7 |
1800.0 |
1806.9 |
+6.7 |
24 |
1,229 |
+21 |
Oct11 |
110127 |
1815.0 |
1815.0 |
1808.0 |
1809.5 |
+7.3 |
0 |
79 |
+0 |
Jan12 |
110127 |
1806.0 |
1811.5 |
1806.0 |
1811.5 |
+7.3 |
0 |
1 |
+0 |
Total Volume and Open Interest |
5,720 |
41,574 |
-421 |
Palladium(NYMEX) |
Mar11 |
110127 |
814.00 |
819.00 |
802.05 |
813.50 |
+8.90 |
4,050 |
20,720 |
+2 |
Jun11 |
110127 |
818.70 |
819.80 |
805.10 |
815.10 |
+9.20 |
155 |
979 |
+88 |
Sep11 |
110127 |
816.30 |
816.30 |
816.30 |
816.30 |
+9.45 |
15 |
22 |
+3 |
Total Volume and Open Interest |
4,258 |
21,724 |
+93 |
Copper(CMX) |
Mar11 |
110127 |
429.00 |
435.55 |
427.55 |
433.85 |
+7.15 |
25,498 |
99,107 |
-2,325 |
May11 |
110127 |
430.20 |
435.80 |
428.95 |
434.55 |
+7.15 |
2,813 |
28,689 |
+1,038 |
Jul11 |
110127 |
431.55 |
435.55 |
430.85 |
434.30 |
+7.15 |
423 |
11,735 |
+174 |
Sep11 |
110127 |
433.75 |
433.75 |
433.75 |
433.75 |
+7.15 |
127 |
5,393 |
+39 |
Dec11 |
110127 |
427.30 |
432.00 |
427.30 |
431.85 |
+7.15 |
74 |
4,124 |
+15 |
Total Volume and Open Interest |
29,860 |
154,569 |
-1,241 |
DJIA Index(CBOT) |
Mar11 |
110127 |
11941 |
11975 |
11918 |
11944 |
+8 |
295 |
9,549 |
+2 |
Jun11 |
110127 |
11882 |
11882 |
11873 |
11882 |
+9 |
|
|
|
Sep11 |
110127 |
11825 |
11825 |
11816 |
11825 |
+9 |
|
|
|
Dec11 |
110127 |
11771 |
11771 |
11762 |
11771 |
+9 |
0 |
1 |
+0 |
Total Volume and Open Interest |
295 |
9,550 |
+2 |
S & P 500(CME) |
Mar11 |
110127 |
1293.70 |
1298.00 |
1289.30 |
1295.80 |
+2.20 |
16,731 |
298,103 |
-1,751 |
Jun11 |
110127 |
1290.00 |
1291.20 |
1287.70 |
1290.90 |
+2.20 |
980 |
5,621 |
+856 |
Sep11 |
110127 |
1286.00 |
1286.30 |
1282.80 |
1286.00 |
+2.20 |
0 |
2,841 |
+0 |
Dec11 |
110127 |
1281.10 |
1281.70 |
1278.20 |
1281.10 |
+1.90 |
1 |
551 |
+1 |
Total Volume and Open Interest |
17,712 |
307,116 |
-894 |
S & P 500 E-Mini(Globex) |
Mar11 |
110127 |
1293.75 |
1298.25 |
1289.25 |
1295.75 |
+2.25 |
1,609,255 |
2,646,887 |
+10,949 |
Jun11 |
110127 |
1288.00 |
1293.00 |
1284.50 |
1291.00 |
+2.25 |
2,482 |
15,231 |
+1,929 |
Total Volume and Open Interest |
1,611,744 |
2,662,570 |
+12,878 |
NASDAQ 100(CME) |
Mar11 |
110127 |
2318.30 |
2334.50 |
2313.50 |
2323.00 |
+4.50 |
1,300 |
16,526 |
+383 |
Jun11 |
110127 |
2320.30 |
2330.00 |
2314.00 |
2320.30 |
+4.80 |
0 |
700 |
+0 |
Sep11 |
110127 |
2317.80 |
2317.80 |
2313.00 |
2317.80 |
+4.80 |
|
|
|
Total Volume and Open Interest |
1,300 |
17,226 |
+383 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110127 |
2318.00 |
2334.50 |
2313.30 |
2323.00 |
+4.50 |
218,232 |
379,195 |
-3,387 |
Jun11 |
110127 |
2315.00 |
2330.00 |
2311.30 |
2320.30 |
+4.80 |
161 |
761 |
-1 |
Total Volume and Open Interest |
218,394 |
379,962 |
-3,388 |
S & P Midcap 400(CME) |
Mar11 |
110127 |
933.50 |
933.50 |
928.80 |
933.50 |
+4.70 |
1 |
2,463 |
-1 |
Jun11 |
110127 |
931.10 |
931.10 |
926.40 |
931.10 |
+4.70 |
|
|
|
Sep11 |
110127 |
929.20 |
929.20 |
924.50 |
929.20 |
+4.70 |
|
|
|
Total Volume and Open Interest |
1 |
2,463 |
-1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110127 |
10455 |
10535 |
10440 |
10515 |
+60 |
6,400 |
38,734 |
-2,049 |
Jun11 |
110127 |
10495 |
10495 |
10435 |
10495 |
+60 |
0 |
4 |
+0 |
Total Volume and Open Interest |
6,400 |
38,738 |
-2,049 |
Nikkei 225(SGX) |
Mar11 |
110127 |
10420 |
10490 |
10405 |
10480 |
+60 |
90,085 |
239,221 |
-942 |
Jun11 |
110127 |
10400 |
10405 |
10400 |
10405 |
+60 |
50 |
3,229 |
-1 |
Sep11 |
110127 |
10410 |
10410 |
10410 |
10410 |
+65 |
0 |
400 |
+0 |
Total Volume and Open Interest |
90,135 |
251,701 |
-942 |
CAC 40(EURONEXT) |
Feb11 |
110127 |
4060.0 |
4080.5 |
4033.5 |
4061.0 |
+12.5 |
103,636 |
338,889 |
+4,327 |
Mar11 |
110127 |
4062.0 |
4082.0 |
4039.5 |
4063.5 |
+12.5 |
1,073 |
63,950 |
-56 |
Apr11 |
110127 |
4063.0 |
4063.0 |
4063.0 |
4063.0 |
+12.5 |
1 |
1 |
+1 |
Total Volume and Open Interest |
104,715 |
402,885 |
+4,277 |
Hang Seng Index(HKFE) |
Jan11 |
110127 |
23770 |
24043 |
23720 |
23779 |
-79 |
114,492 |
26,420 |
-23,320 |
Feb11 |
110127 |
23790 |
24047 |
23728 |
23795 |
-71 |
55,998 |
94,173 |
+20,517 |
Mar11 |
110127 |
23705 |
23985 |
23680 |
23728 |
-77 |
673 |
8,132 |
+1,486 |
Total Volume and Open Interest |
171,270 |
130,467 |
-1,191 |
DAX(EUREX) |
Mar11 |
110127 |
7150.0 |
7189.0 |
7122.5 |
7163.0 |
+32.5 |
123,029 |
252,244 |
+4,819 |
Jun11 |
110127 |
7168.0 |
7205.5 |
7147.5 |
7184.0 |
+33.0 |
418 |
11,087 |
-10 |
Sep11 |
110127 |
7169.0 |
7227.0 |
7169.0 |
7204.5 |
+32.5 |
232 |
500 |
-4 |
Total Volume and Open Interest |
123,679 |
263,831 |
+4,805 |
FT-SE 100(EURONEXT) |
Mar11 |
110127 |
5939.00 |
5961.00 |
5910.00 |
5930.50 |
-10.00 |
90,947 |
650,490 |
+5,758 |
Jun11 |
110127 |
5880.00 |
5888.00 |
5880.00 |
5888.00 |
-10.00 |
10 |
2,870 |
+0 |
Sep11 |
110127 |
5856.00 |
5856.00 |
5856.00 |
5856.00 |
-10.50 |
10 |
263 |
+0 |
Total Volume and Open Interest |
91,047 |
653,703 |
+5,788 |
SPI 200(SFE) |
Mar11 |
110127 |
4782.0 |
4804.0 |
4774.0 |
4780.0 |
-4.0 |
21,073 |
182,746 |
-2,651 |
Jun11 |
110127 |
4820.0 |
4820.0 |
4803.0 |
4803.0 |
-4.0 |
17 |
2,911 |
-99 |
Sep11 |
110127 |
4794.0 |
4794.0 |
4794.0 |
4794.0 |
-4.0 |
5 |
1,820 |
+0 |
Total Volume and Open Interest |
21,095 |
188,922 |
-2,750 |
GSCI(CME) |
Feb11 |
110127 |
630.00 |
637.80 |
630.00 |
630.00 |
-5.50 |
163 |
14,558 |
+22 |
Mar11 |
110127 |
637.50 |
644.00 |
637.00 |
637.50 |
-3.50 |
2 |
58 |
+1 |
Apr11 |
110127 |
644.00 |
649.50 |
643.00 |
644.00 |
-2.00 |
|
|
|
Total Volume and Open Interest |
165 |
14,616 |
+23 |
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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