|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri January 28, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110128 |
1401.50 |
1423.25 |
1392.50 |
1398.00 |
-1.50 |
83,207 |
262,961 |
-2,456 |
May11 |
110128 |
1410.25 |
1433.50 |
1403.00 |
1408.25 |
-1.75 |
24,294 |
113,084 |
+3,023 |
Jul11 |
110128 |
1416.50 |
1437.50 |
1409.50 |
1413.50 |
-2.25 |
28,590 |
96,339 |
+2,270 |
Aug11 |
110128 |
1390.00 |
1410.50 |
1383.75 |
1386.50 |
-4.75 |
980 |
3,640 |
+100 |
Sep11 |
110128 |
1363.50 |
1375.00 |
1350.25 |
1353.00 |
-3.50 |
527 |
4,467 |
+36 |
Nov11 |
110128 |
1326.00 |
1343.75 |
1317.00 |
1323.00 |
-2.50 |
19,649 |
147,966 |
+944 |
Jan12 |
110128 |
1327.75 |
1345.25 |
1321.00 |
1325.50 |
-2.50 |
316 |
12,121 |
-32 |
Total Volume and Open Interest |
158,428 |
660,596 |
+4,102 |
Soybean Meal(CBOT) |
Mar11 |
110128 |
377.00 |
384.40 |
374.70 |
377.00 |
-0.40 |
31,071 |
94,300 |
-962 |
May11 |
110128 |
379.50 |
386.50 |
377.00 |
379.50 |
-0.20 |
9,141 |
37,791 |
+1,241 |
Jul11 |
110128 |
379.20 |
386.80 |
377.50 |
380.00 |
-0.10 |
8,196 |
35,927 |
-723 |
Aug11 |
110128 |
371.00 |
377.50 |
368.00 |
371.00 |
-0.50 |
1,808 |
7,342 |
-26 |
Sep11 |
110128 |
361.00 |
366.90 |
358.30 |
361.20 |
-0.50 |
1,813 |
7,123 |
-192 |
Oct11 |
110128 |
346.70 |
351.00 |
343.90 |
347.20 |
+0.20 |
893 |
6,074 |
+214 |
Dec11 |
110128 |
344.00 |
347.80 |
340.30 |
344.30 |
+0.30 |
3,253 |
18,426 |
-197 |
Jan12 |
110128 |
343.70 |
343.90 |
343.50 |
343.90 |
+0.40 |
326 |
1,946 |
+102 |
Total Volume and Open Interest |
56,950 |
212,835 |
-423 |
Soybean Oil(CBOT) |
Mar11 |
110128 |
57.45 |
58.15 |
56.87 |
57.27 |
-0.14 |
44,609 |
183,867 |
-807 |
May11 |
110128 |
57.86 |
58.65 |
57.39 |
57.77 |
-0.13 |
12,029 |
71,896 |
+353 |
Jul11 |
110128 |
58.30 |
59.05 |
57.80 |
58.17 |
-0.15 |
13,110 |
69,628 |
+1,140 |
Aug11 |
110128 |
58.01 |
59.12 |
58.01 |
58.27 |
-0.16 |
1,415 |
7,058 |
+278 |
Sep11 |
110128 |
58.50 |
59.05 |
58.11 |
58.34 |
-0.19 |
1,549 |
9,304 |
+306 |
Oct11 |
110128 |
58.28 |
59.12 |
58.07 |
58.29 |
-0.20 |
1,821 |
10,072 |
+369 |
Dec11 |
110128 |
58.50 |
59.20 |
58.00 |
58.33 |
-0.21 |
5,117 |
34,717 |
+505 |
Jan12 |
110128 |
58.12 |
58.59 |
58.12 |
58.38 |
-0.21 |
24 |
462 |
+0 |
Total Volume and Open Interest |
80,288 |
388,481 |
+2,428 |
Canola(WCE) |
Mar11 |
110128 |
597.2 |
601.9 |
594.5 |
597.6 |
+0.4 |
11,364 |
104,095 |
-1,323 |
May11 |
110128 |
605.6 |
610.7 |
604.5 |
606.5 |
+0.6 |
5,488 |
32,761 |
+582 |
Jul11 |
110128 |
612.4 |
616.2 |
610.4 |
611.6 |
+0.7 |
1,496 |
18,913 |
+185 |
Nov11 |
110128 |
566.0 |
571.8 |
566.0 |
567.5 |
-2.9 |
3,049 |
49,417 |
+1,619 |
Jan12 |
110128 |
572.1 |
573.8 |
572.1 |
573.8 |
-2.8 |
687 |
3,044 |
+491 |
Total Volume and Open Interest |
22,203 |
209,928 |
+1,654 |
Corn(CBOT) |
Mar11 |
110128 |
652.00 |
657.75 |
642.50 |
644.00 |
-6.75 |
144,411 |
593,500 |
-9,212 |
May11 |
110128 |
663.00 |
668.00 |
653.00 |
654.50 |
-6.50 |
50,327 |
323,843 |
+10,885 |
Jul11 |
110128 |
668.00 |
673.25 |
658.00 |
659.75 |
-6.25 |
21,134 |
257,425 |
+1,657 |
Sep11 |
110128 |
618.00 |
624.75 |
610.50 |
611.75 |
-6.00 |
3,136 |
53,551 |
+183 |
Dec11 |
110128 |
584.00 |
590.00 |
575.50 |
576.50 |
-6.25 |
20,645 |
325,084 |
+2,186 |
Mar12 |
110128 |
590.00 |
597.50 |
584.25 |
584.50 |
-5.75 |
1,210 |
29,816 |
+63 |
Total Volume and Open Interest |
242,608 |
1,634,288 |
+5,916 |
Wheat(CBOT) |
Mar11 |
110128 |
848.00 |
849.75 |
824.00 |
825.75 |
-20.50 |
46,081 |
220,198 |
+243 |
May11 |
110128 |
877.50 |
878.25 |
854.50 |
855.50 |
-19.50 |
14,652 |
87,431 |
+1,906 |
Jul11 |
110128 |
896.75 |
897.50 |
873.75 |
874.75 |
-19.75 |
10,541 |
120,828 |
-24 |
Sep11 |
110128 |
914.00 |
915.50 |
893.25 |
893.75 |
-18.50 |
1,439 |
26,584 |
+125 |
Dec11 |
110128 |
922.50 |
927.00 |
905.50 |
906.50 |
-17.25 |
6,262 |
72,137 |
+1,232 |
Total Volume and Open Interest |
80,047 |
545,880 |
+4,003 |
Wheat(KCBT) |
Mar11 |
110128 |
932.75 |
935.50 |
912.00 |
912.00 |
-20.50 |
14,087 |
79,918 |
-1,601 |
May11 |
110128 |
943.00 |
945.75 |
922.75 |
922.75 |
-20.50 |
4,955 |
45,358 |
+1,602 |
Jul11 |
110128 |
950.00 |
952.50 |
930.75 |
930.75 |
-19.50 |
3,615 |
57,509 |
+629 |
Sep11 |
110128 |
958.00 |
959.50 |
938.25 |
938.25 |
-20.25 |
1,521 |
14,635 |
+73 |
Dec11 |
110128 |
970.00 |
971.00 |
948.50 |
948.50 |
-21.50 |
1,130 |
12,665 |
+401 |
Total Volume and Open Interest |
25,424 |
213,161 |
+1,154 |
Wheat(MGE) |
Mar11 |
110128 |
975.50 |
979.00 |
959.25 |
961.50 |
-14.50 |
4,255 |
20,223 |
-124 |
May11 |
110128 |
984.25 |
987.25 |
967.50 |
969.75 |
-14.50 |
1,835 |
15,625 |
-91 |
Jul11 |
110128 |
987.50 |
990.00 |
971.25 |
974.25 |
-13.50 |
1,052 |
10,735 |
+50 |
Sep11 |
110128 |
977.00 |
981.00 |
962.00 |
963.50 |
-14.50 |
600 |
11,272 |
+138 |
Dec11 |
110128 |
981.00 |
982.25 |
962.25 |
964.50 |
-14.50 |
313 |
9,091 |
+82 |
Total Volume and Open Interest |
8,221 |
68,770 |
+107 |
Oats(CBOT) |
Mar11 |
110128 |
387.50 |
395.75 |
385.00 |
385.50 |
-4.50 |
852 |
8,284 |
-208 |
May11 |
110128 |
401.00 |
403.00 |
393.75 |
393.75 |
-4.25 |
385 |
3,616 |
+261 |
Jul11 |
110128 |
404.75 |
405.50 |
397.25 |
397.25 |
-4.25 |
55 |
558 |
+18 |
Sep11 |
110128 |
372.25 |
373.75 |
372.25 |
373.00 |
-0.75 |
6 |
186 |
+5 |
Total Volume and Open Interest |
1,476 |
14,034 |
+109 |
Rough Rice(CBOT) |
Mar11 |
110128 |
15.09 |
15.15 |
14.64 |
15.01 |
-0.07 |
1,072 |
14,378 |
+103 |
May11 |
110128 |
15.35 |
15.40 |
14.94 |
15.31 |
-0.07 |
304 |
2,676 |
+106 |
Jul11 |
110128 |
15.70 |
15.70 |
15.23 |
15.59 |
-0.06 |
109 |
1,733 |
-2 |
Sep11 |
110128 |
15.55 |
15.55 |
15.17 |
15.43 |
-0.06 |
131 |
1,329 |
+4 |
Total Volume and Open Interest |
1,661 |
20,627 |
+234 |
Live Cattle(CME) |
Feb11 |
110128 |
106.950 |
107.830 |
106.730 |
107.500 |
+0.550 |
13,268 |
45,617 |
-4,178 |
Apr11 |
110128 |
112.285 |
113.400 |
111.930 |
112.785 |
+0.605 |
26,132 |
163,859 |
+474 |
Jun11 |
110128 |
112.400 |
113.850 |
112.250 |
113.385 |
+0.935 |
9,516 |
83,605 |
+422 |
Aug11 |
110128 |
112.980 |
114.330 |
112.950 |
113.900 |
+0.720 |
3,682 |
27,006 |
+177 |
Oct11 |
110128 |
116.000 |
117.150 |
115.800 |
116.680 |
+0.630 |
1,583 |
18,030 |
+441 |
Dec11 |
110128 |
116.600 |
117.800 |
116.500 |
117.350 |
+0.350 |
1,371 |
15,092 |
+595 |
Total Volume and Open Interest |
55,844 |
357,020 |
-1,925 |
Feeder Cattle(CME) |
Mar11 |
110128 |
125.635 |
126.785 |
125.385 |
126.230 |
+0.630 |
3,078 |
25,087 |
-146 |
Apr11 |
110128 |
126.385 |
127.680 |
126.285 |
127.285 |
+0.900 |
650 |
6,566 |
-26 |
May11 |
110128 |
126.500 |
128.000 |
126.500 |
127.550 |
+0.850 |
658 |
8,988 |
+302 |
Aug11 |
110128 |
127.980 |
128.950 |
127.680 |
128.500 |
+0.900 |
348 |
9,713 |
+45 |
Sep11 |
110128 |
127.150 |
128.600 |
127.150 |
128.600 |
+1.200 |
73 |
1,268 |
+11 |
Oct11 |
110128 |
127.850 |
128.550 |
127.535 |
128.535 |
+1.235 |
26 |
613 |
+14 |
Nov11 |
110128 |
126.750 |
128.500 |
126.750 |
128.150 |
+0.750 |
6 |
313 |
+5 |
Total Volume and Open Interest |
5,149 |
54,366 |
+100 |
Lean Hogs(CME) |
Feb11 |
110128 |
83.900 |
86.080 |
83.750 |
85.750 |
+1.800 |
12,227 |
20,659 |
-1,191 |
Apr11 |
110128 |
90.285 |
92.300 |
90.135 |
91.635 |
+1.600 |
32,127 |
97,050 |
+273 |
May11 |
110128 |
97.450 |
98.500 |
97.450 |
98.250 |
+1.200 |
236 |
2,217 |
-44 |
Jun11 |
110128 |
98.800 |
99.730 |
98.635 |
99.430 |
+0.545 |
11,257 |
54,862 |
+936 |
Jul11 |
110128 |
97.480 |
98.200 |
97.200 |
97.535 |
+0.055 |
2,793 |
19,430 |
+130 |
Aug11 |
110128 |
96.900 |
97.700 |
96.700 |
97.100 |
+0.020 |
3,256 |
17,050 |
+707 |
Oct11 |
110128 |
85.400 |
85.900 |
85.250 |
85.700 |
+0.220 |
2,011 |
14,354 |
-43 |
Dec11 |
110128 |
81.900 |
82.000 |
81.350 |
81.900 |
+0.250 |
426 |
5,887 |
+60 |
Total Volume and Open Interest |
64,408 |
233,895 |
+850 |
Class III Milk(CME) |
Jan11 |
110128 |
13.52 |
13.52 |
13.48 |
13.50 |
-0.02 |
53 |
5,135 |
-39 |
Feb11 |
110128 |
16.48 |
16.50 |
16.36 |
16.43 |
-0.05 |
331 |
5,703 |
+42 |
Mar11 |
110128 |
17.50 |
17.54 |
17.33 |
17.44 |
-0.05 |
495 |
5,397 |
+146 |
Apr11 |
110128 |
17.17 |
17.22 |
16.95 |
17.10 |
-0.09 |
457 |
4,027 |
+224 |
May11 |
110128 |
16.75 |
16.85 |
16.60 |
16.75 |
-0.07 |
246 |
3,431 |
+77 |
Total Volume and Open Interest |
1,993 |
38,180 |
+647 |
Cocoa(ICE) |
Mar11 |
110128 |
3353 |
3358 |
3256 |
3277 |
-81 |
11,339 |
59,224 |
+856 |
May11 |
110128 |
3335 |
3342 |
3250 |
3275 |
-64 |
3,565 |
33,034 |
+724 |
Jul11 |
110128 |
3330 |
3330 |
3232 |
3259 |
-63 |
920 |
15,363 |
+1 |
Sep11 |
110128 |
3295 |
3295 |
3221 |
3239 |
-61 |
261 |
10,242 |
-3 |
Dec11 |
110128 |
3265 |
3265 |
3227 |
3244 |
-52 |
322 |
14,590 |
+85 |
Mar12 |
110128 |
3324 |
3325 |
3289 |
3306 |
-53 |
558 |
15,575 |
+134 |
May12 |
110128 |
3323 |
3324 |
3288 |
3305 |
-52 |
155 |
5,138 |
-59 |
Total Volume and Open Interest |
17,282 |
155,417 |
+1,763 |
Coffee "C"(ICE) |
Mar11 |
110128 |
236.70 |
246.35 |
235.85 |
245.00 |
+8.05 |
8,651 |
72,988 |
-509 |
May11 |
110128 |
238.60 |
248.00 |
237.95 |
246.80 |
+8.15 |
3,088 |
35,980 |
+127 |
Jul11 |
110128 |
239.30 |
248.60 |
239.30 |
247.65 |
+7.80 |
555 |
13,808 |
+69 |
Sep11 |
110128 |
238.20 |
247.30 |
238.20 |
246.10 |
+7.40 |
161 |
5,466 |
+24 |
Dec11 |
110128 |
237.90 |
244.10 |
237.80 |
242.95 |
+7.05 |
82 |
8,460 |
+33 |
Mar12 |
110128 |
235.00 |
240.00 |
235.00 |
239.20 |
+7.05 |
10 |
966 |
-3 |
Total Volume and Open Interest |
12,557 |
138,443 |
-255 |
Orange Juice(ICE) |
Mar11 |
110128 |
167.15 |
167.50 |
165.40 |
165.90 |
-1.15 |
948 |
20,287 |
-542 |
May11 |
110128 |
165.25 |
165.55 |
164.40 |
165.35 |
+0.35 |
742 |
7,833 |
+213 |
Jul11 |
110128 |
164.45 |
164.50 |
164.40 |
164.50 |
unch |
18 |
2,562 |
+9 |
Sep11 |
110128 |
164.15 |
164.15 |
164.15 |
164.15 |
unch |
7 |
500 |
+7 |
Nov11 |
110128 |
162.75 |
162.75 |
162.75 |
162.75 |
-0.40 |
7 |
549 |
+1 |
Jan12 |
110128 |
162.60 |
162.60 |
162.60 |
162.60 |
+0.05 |
4 |
5 |
+3 |
Total Volume and Open Interest |
1,726 |
31,758 |
-309 |
Sugar #11(ICE) |
Mar11 |
110128 |
34.18 |
34.51 |
33.54 |
33.94 |
-0.24 |
70,373 |
216,522 |
+4,597 |
May11 |
110128 |
31.30 |
31.54 |
30.65 |
31.29 |
-0.02 |
40,606 |
125,888 |
+3,991 |
Jul11 |
110128 |
28.20 |
28.29 |
27.55 |
28.21 |
+0.01 |
26,087 |
128,350 |
+1,897 |
Oct11 |
110128 |
26.39 |
26.44 |
25.74 |
26.42 |
+0.03 |
10,605 |
68,543 |
+149 |
Mar12 |
110128 |
25.52 |
25.70 |
24.90 |
25.70 |
+0.11 |
5,105 |
47,944 |
+524 |
Total Volume and Open Interest |
154,772 |
637,708 |
+11,109 |
London Cocoa(LCE) |
Mar11 |
110128 |
2191 |
2210 |
2156 |
2164 |
-36 |
5,569 |
56,482 |
-1,204 |
May11 |
110128 |
2175 |
2185 |
2136 |
2143 |
-37 |
3,514 |
33,408 |
+1,011 |
Jul11 |
110128 |
2161 |
2176 |
2126 |
2133 |
-37 |
1,311 |
29,844 |
+379 |
Sep11 |
110128 |
2149 |
2157 |
2115 |
2122 |
-38 |
522 |
20,311 |
-318 |
Dec11 |
110128 |
2130 |
2143 |
2096 |
2107 |
-33 |
999 |
26,583 |
+217 |
Mar12 |
110128 |
2115 |
2126 |
2114 |
2117 |
-30 |
1,729 |
21,626 |
+1,287 |
May12 |
110128 |
2134 |
2134 |
2122 |
2130 |
-24 |
93 |
3,962 |
+10 |
Total Volume and Open Interest |
13,813 |
199,871 |
+1,423 |
London Sugar(LCE) |
Mar11 |
110128 |
820.90 |
827.40 |
808.30 |
814.40 |
-10.10 |
6,046 |
22,240 |
+1,024 |
May11 |
110128 |
792.20 |
800.00 |
786.20 |
792.40 |
-6.10 |
2,695 |
15,721 |
+707 |
Aug11 |
110128 |
744.30 |
750.00 |
736.30 |
745.60 |
-2.30 |
970 |
9,662 |
+534 |
Oct11 |
110128 |
686.00 |
690.50 |
679.70 |
687.50 |
-1.20 |
171 |
2,891 |
+76 |
Dec11 |
110128 |
667.50 |
669.40 |
667.50 |
667.70 |
-1.10 |
36 |
1,112 |
-5 |
Total Volume and Open Interest |
9,918 |
52,483 |
+2,336 |
Cotton(ICE) |
Mar11 |
110128 |
169.39 |
171.10 |
164.51 |
164.75 |
-4.64 |
20,056 |
89,165 |
-286 |
May11 |
110128 |
163.90 |
164.85 |
158.91 |
159.49 |
-3.94 |
7,566 |
26,151 |
+763 |
Jul11 |
110128 |
155.00 |
155.99 |
150.73 |
151.15 |
-3.82 |
4,610 |
34,989 |
+66 |
Oct11 |
110128 |
126.80 |
129.71 |
126.00 |
126.20 |
-1.07 |
14 |
178 |
+0 |
Dec11 |
110128 |
113.01 |
114.74 |
111.44 |
111.96 |
-1.90 |
3,950 |
52,605 |
+664 |
Mar12 |
110128 |
107.00 |
107.89 |
105.00 |
105.11 |
-1.87 |
212 |
2,607 |
+68 |
Total Volume and Open Interest |
36,456 |
207,819 |
+1,294 |
Lumber(CME) |
Mar11 |
110128 |
315.1 |
315.6 |
307.8 |
315.0 |
+5.7 |
635 |
6,191 |
-302 |
May11 |
110128 |
331.8 |
332.0 |
324.6 |
329.7 |
-0.3 |
174 |
3,058 |
+28 |
Jul11 |
110128 |
336.9 |
337.5 |
330.0 |
332.5 |
-2.2 |
274 |
1,307 |
+16 |
Sep11 |
110128 |
334.8 |
334.9 |
330.2 |
332.5 |
-0.2 |
2 |
188 |
+0 |
Total Volume and Open Interest |
1,085 |
10,745 |
-258 |
Crude Oil(NYM) |
Mar11 |
110128 |
85.28 |
89.73 |
85.11 |
89.34 |
+3.70 |
369,379 |
407,802 |
-2,828 |
Apr11 |
110128 |
88.01 |
91.97 |
87.96 |
91.68 |
+3.39 |
183,487 |
122,679 |
+3,542 |
May11 |
110128 |
90.33 |
93.69 |
90.33 |
93.43 |
+2.98 |
116,240 |
102,464 |
+6,387 |
Jun11 |
110128 |
91.95 |
94.91 |
91.90 |
94.64 |
+2.73 |
105,519 |
116,886 |
+3,853 |
Jul11 |
110128 |
93.07 |
95.69 |
93.05 |
95.57 |
+2.63 |
48,034 |
59,585 |
+1,562 |
Aug11 |
110128 |
93.77 |
96.26 |
93.73 |
96.19 |
+2.57 |
29,313 |
33,548 |
-170 |
Sep11 |
110128 |
94.19 |
96.67 |
94.19 |
96.62 |
+2.55 |
21,674 |
35,035 |
+935 |
Oct11 |
110128 |
95.29 |
96.96 |
94.55 |
96.96 |
+2.52 |
11,557 |
24,226 |
-1,001 |
Nov11 |
110128 |
94.96 |
97.31 |
94.96 |
97.31 |
+2.52 |
12,454 |
23,730 |
+415 |
Dec11 |
110128 |
95.17 |
97.74 |
95.13 |
97.67 |
+2.54 |
68,426 |
175,515 |
-2,847 |
Jan12 |
110128 |
96.49 |
97.96 |
96.46 |
97.92 |
+2.55 |
10,071 |
31,575 |
-608 |
Feb12 |
110128 |
96.48 |
98.09 |
96.43 |
98.06 |
+2.55 |
3,399 |
10,281 |
-786 |
Mar12 |
110128 |
98.11 |
98.12 |
98.11 |
98.11 |
+2.52 |
2,374 |
12,982 |
+67 |
Apr12 |
110128 |
98.15 |
98.16 |
98.15 |
98.15 |
+2.50 |
894 |
5,377 |
+109 |
May12 |
110128 |
98.18 |
98.19 |
98.18 |
98.18 |
+2.47 |
488 |
7,977 |
+160 |
Jun12 |
110128 |
96.62 |
98.23 |
96.25 |
98.23 |
+2.43 |
2,451 |
49,532 |
-2,019 |
Total Volume and Open Interest |
1,009,715 |
1,516,579 |
+8,236 |
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 |
110128 |
85.325 |
89.750 |
85.100 |
89.350 |
+3.700 |
8,759 |
8,503 |
+424 |
Apr11 |
110128 |
88.150 |
91.925 |
87.950 |
91.675 |
+3.375 |
769 |
1,835 |
+73 |
May11 |
110128 |
91.200 |
93.575 |
91.200 |
93.425 |
+2.975 |
71 |
387 |
+11 |
Jun11 |
110128 |
94.650 |
94.750 |
94.250 |
94.650 |
+2.750 |
1 |
67 |
+0 |
Jul11 |
110128 |
95.425 |
95.575 |
95.075 |
95.575 |
+2.625 |
0 |
10 |
+0 |
Aug11 |
110128 |
96.050 |
96.200 |
96.050 |
96.200 |
+2.575 |
0 |
10 |
+0 |
Sep11 |
110128 |
96.625 |
96.625 |
96.625 |
96.625 |
+2.550 |
0 |
7 |
+0 |
Oct11 |
110128 |
96.950 |
96.975 |
96.950 |
96.950 |
+2.500 |
0 |
42 |
+0 |
Total Volume and Open Interest |
9,604 |
11,158 |
+512 |
Heating Oil(NYM) |
Feb11 |
110128 |
265.89 |
270.33 |
264.40 |
269.02 |
+3.56 |
19,400 |
16,001 |
-6,250 |
Mar11 |
110128 |
265.79 |
270.71 |
264.25 |
269.42 |
+3.91 |
52,884 |
113,521 |
+2,373 |
Apr11 |
110128 |
265.20 |
269.77 |
263.42 |
268.71 |
+4.10 |
18,696 |
46,767 |
-83 |
May11 |
110128 |
265.32 |
269.33 |
263.11 |
268.42 |
+4.37 |
9,928 |
26,225 |
-541 |
Jun11 |
110128 |
264.78 |
269.68 |
263.39 |
268.84 |
+4.54 |
10,119 |
36,528 |
-200 |
Jul11 |
110128 |
265.19 |
270.31 |
264.62 |
270.00 |
+4.61 |
3,863 |
11,618 |
-758 |
Aug11 |
110128 |
268.19 |
271.75 |
265.98 |
271.24 |
+4.55 |
1,586 |
9,370 |
+203 |
Sep11 |
110128 |
269.21 |
273.40 |
268.24 |
272.89 |
+4.42 |
998 |
9,505 |
+207 |
Oct11 |
110128 |
270.95 |
275.14 |
269.51 |
274.54 |
+4.36 |
500 |
4,764 |
+60 |
Nov11 |
110128 |
272.57 |
276.76 |
271.45 |
276.10 |
+4.30 |
642 |
5,330 |
+44 |
Dec11 |
110128 |
275.10 |
278.04 |
272.83 |
277.52 |
+4.25 |
2,481 |
19,031 |
-492 |
Jan12 |
110128 |
276.62 |
278.86 |
276.62 |
278.86 |
+4.24 |
234 |
3,883 |
+128 |
Total Volume and Open Interest |
121,879 |
311,972 |
-5,036 |
Gasoline(NYMEX) |
Feb11 |
110128 |
238.85 |
246.00 |
238.69 |
245.68 |
+7.52 |
16,719 |
12,081 |
-5,389 |
Mar11 |
110128 |
241.76 |
249.00 |
241.12 |
248.59 |
+7.27 |
47,153 |
102,978 |
-612 |
Apr11 |
110128 |
254.71 |
262.33 |
254.52 |
261.78 |
+7.07 |
26,407 |
40,432 |
+1,099 |
May11 |
110128 |
255.52 |
263.07 |
255.45 |
262.68 |
+6.98 |
14,488 |
29,540 |
+1,489 |
Jun11 |
110128 |
255.79 |
263.17 |
255.79 |
262.76 |
+6.88 |
12,783 |
29,611 |
+1,411 |
Jul11 |
110128 |
256.54 |
262.33 |
256.12 |
262.08 |
+6.74 |
4,664 |
12,500 |
+954 |
Aug11 |
110128 |
255.74 |
261.20 |
254.85 |
261.09 |
+6.67 |
1,534 |
7,924 |
+463 |
Sep11 |
110128 |
254.44 |
259.33 |
253.71 |
259.33 |
+6.59 |
1,770 |
6,373 |
+262 |
Oct11 |
110128 |
243.07 |
248.94 |
243.07 |
248.94 |
+6.61 |
1,509 |
5,615 |
+206 |
Nov11 |
110128 |
247.15 |
247.15 |
247.15 |
247.15 |
+6.58 |
1,047 |
1,966 |
+89 |
Total Volume and Open Interest |
130,413 |
283,115 |
+253 |
e-miNY RBOB Gasoline(NYM) |
Feb11 |
110127 |
238.20 |
238.20 |
238.16 |
238.20 |
-4.90 |
1 |
2 |
-1 |
Mar11 |
110128 |
248.60 |
248.60 |
248.59 |
248.60 |
+7.30 |
2 |
4 |
+2 |
Apr11 |
110128 |
261.80 |
261.80 |
261.78 |
261.80 |
+7.10 |
0 |
1 |
+0 |
May11 |
110128 |
262.70 |
262.70 |
262.68 |
262.70 |
+7.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2 |
9 |
+0 |
Natural Gas(NYM) |
Mar11 |
110128 |
4.322 |
4.369 |
4.252 |
4.323 |
+0.004 |
140,454 |
257,651 |
+7,357 |
Apr11 |
110128 |
4.351 |
4.380 |
4.274 |
4.340 |
+0.004 |
40,069 |
106,183 |
-9 |
May11 |
110128 |
4.379 |
4.421 |
4.321 |
4.384 |
unch |
18,822 |
96,983 |
+1,918 |
Jun11 |
110128 |
4.420 |
4.461 |
4.363 |
4.425 |
-0.003 |
8,752 |
23,828 |
+11 |
Jul11 |
110128 |
4.476 |
4.510 |
4.430 |
4.478 |
-0.002 |
6,081 |
33,268 |
+101 |
Aug11 |
110128 |
4.510 |
4.535 |
4.445 |
4.507 |
-0.001 |
3,360 |
20,115 |
+59 |
Sep11 |
110128 |
4.450 |
4.538 |
4.450 |
4.511 |
-0.002 |
3,085 |
14,815 |
+307 |
Oct11 |
110128 |
4.553 |
4.582 |
4.500 |
4.554 |
-0.003 |
13,814 |
56,845 |
+96 |
Nov11 |
110128 |
4.660 |
4.720 |
4.660 |
4.702 |
-0.012 |
4,640 |
25,671 |
+857 |
Dec11 |
110128 |
4.940 |
4.952 |
4.899 |
4.930 |
-0.016 |
4,195 |
23,298 |
+560 |
Jan12 |
110128 |
5.041 |
5.072 |
5.022 |
5.047 |
-0.019 |
7,378 |
44,483 |
+615 |
Feb12 |
110128 |
5.010 |
5.047 |
4.997 |
5.022 |
-0.021 |
961 |
10,240 |
-185 |
Mar12 |
110128 |
4.930 |
4.961 |
4.915 |
4.940 |
-0.015 |
1,167 |
24,833 |
+99 |
Apr12 |
110128 |
4.740 |
4.778 |
4.730 |
4.757 |
-0.010 |
1,698 |
19,976 |
-214 |
May12 |
110128 |
4.750 |
4.762 |
4.750 |
4.762 |
-0.010 |
129 |
5,223 |
+3 |
Jun12 |
110128 |
4.790 |
4.790 |
4.770 |
4.787 |
-0.010 |
231 |
4,128 |
+181 |
Total Volume and Open Interest |
255,573 |
832,448 |
+2,477 |
Brent Crude Oil(ICE) |
Mar11 |
110128 |
97.44 |
99.74 |
97.14 |
99.42 |
+2.03 |
201,584 |
240,305 |
-6,573 |
Apr11 |
110128 |
97.44 |
99.85 |
97.28 |
99.57 |
+2.06 |
111,931 |
174,329 |
+1,583 |
May11 |
110128 |
97.83 |
100.04 |
97.55 |
99.83 |
+2.06 |
48,318 |
86,379 |
+2,196 |
Jun11 |
110128 |
98.19 |
100.27 |
97.80 |
100.05 |
+2.06 |
54,431 |
105,379 |
+1,669 |
Jul11 |
110128 |
98.70 |
100.39 |
98.00 |
100.18 |
+2.03 |
14,191 |
35,891 |
+1,286 |
Aug11 |
110128 |
98.86 |
100.36 |
98.13 |
100.25 |
+1.97 |
7,012 |
17,272 |
+472 |
Sep11 |
110128 |
98.97 |
100.43 |
98.22 |
100.31 |
+1.92 |
7,500 |
25,082 |
-1,053 |
Oct11 |
110128 |
99.10 |
100.40 |
98.31 |
100.38 |
+1.88 |
3,581 |
19,393 |
+124 |
Nov11 |
110128 |
99.14 |
100.44 |
98.38 |
100.44 |
+1.85 |
3,237 |
11,567 |
+253 |
Dec11 |
110128 |
98.82 |
100.67 |
98.45 |
100.50 |
+1.82 |
35,836 |
105,623 |
-1,358 |
Jan12 |
110128 |
100.65 |
100.65 |
100.56 |
100.56 |
+1.82 |
1,271 |
12,303 |
+234 |
Feb12 |
110128 |
100.56 |
100.56 |
100.56 |
100.56 |
+1.80 |
328 |
6,309 |
+96 |
Mar12 |
110128 |
100.55 |
100.55 |
100.55 |
100.55 |
+1.78 |
174 |
4,450 |
-24 |
Apr12 |
110128 |
100.52 |
100.52 |
100.52 |
100.52 |
+1.75 |
102 |
2,703 |
+38 |
Total Volume and Open Interest |
500,446 |
956,075 |
+23 |
Gas Oil(ICE) |
Feb11 |
110128 |
815.25 |
833.00 |
813.00 |
829.50 |
+12.50 |
44,151 |
102,299 |
-1,629 |
Mar11 |
110128 |
821.75 |
838.00 |
818.00 |
835.50 |
+13.00 |
82,712 |
152,242 |
-2,071 |
Apr11 |
110128 |
827.25 |
841.00 |
821.50 |
837.50 |
+11.25 |
32,804 |
75,876 |
+3,681 |
May11 |
110128 |
832.00 |
844.00 |
824.75 |
841.00 |
+11.50 |
15,341 |
62,591 |
+1,298 |
Jun11 |
110128 |
831.25 |
847.00 |
828.00 |
843.00 |
+10.25 |
21,913 |
59,794 |
+1,150 |
Jul11 |
110128 |
837.00 |
849.50 |
832.25 |
848.25 |
+12.25 |
4,588 |
22,274 |
+705 |
Aug11 |
110128 |
841.00 |
852.75 |
835.25 |
851.50 |
+12.50 |
3,167 |
21,517 |
+655 |
Sep11 |
110128 |
843.25 |
856.50 |
838.75 |
855.25 |
+13.25 |
2,379 |
20,470 |
+15 |
Oct11 |
110128 |
845.25 |
857.75 |
841.50 |
857.00 |
+13.00 |
2,297 |
13,847 |
-275 |
Nov11 |
110128 |
846.00 |
858.50 |
842.50 |
858.00 |
+12.50 |
2,241 |
11,305 |
-67 |
Total Volume and Open Interest |
223,218 |
666,075 |
+4,813 |
Ethanol(CBOT) |
Jan11 |
110105 |
2.315 |
2.315 |
2.305 |
2.305 |
-0.008 |
63 |
135 |
-73 |
Feb11 |
110128 |
2.315 |
2.324 |
2.286 |
2.304 |
-0.003 |
41 |
467 |
-3 |
Mar11 |
110128 |
2.327 |
2.329 |
2.305 |
2.315 |
-0.005 |
37 |
1,509 |
-2 |
Apr11 |
110128 |
2.357 |
2.357 |
2.324 |
2.331 |
-0.010 |
35 |
981 |
+20 |
May11 |
110128 |
2.384 |
2.384 |
2.344 |
2.347 |
-0.007 |
23 |
505 |
+23 |
Jun11 |
110128 |
2.383 |
2.385 |
2.366 |
2.373 |
-0.003 |
6 |
687 |
+2 |
Jul11 |
110128 |
2.390 |
2.390 |
2.389 |
2.389 |
-0.005 |
18 |
799 |
-3 |
Aug11 |
110128 |
2.390 |
2.390 |
2.372 |
2.372 |
-0.005 |
31 |
866 |
+10 |
Total Volume and Open Interest |
250 |
8,229 |
+94 |
WTI Crude Oil(ICE |
Mar11 |
110128 |
85.24 |
89.73 |
85.11 |
89.34 |
+3.70 |
137,959 |
135,198 |
+826 |
Apr11 |
110128 |
88.06 |
91.97 |
87.98 |
91.68 |
+3.39 |
111,030 |
62,577 |
+3,764 |
May11 |
110128 |
90.39 |
93.68 |
90.35 |
93.43 |
+2.98 |
49,570 |
45,361 |
+3,408 |
Jun11 |
110128 |
91.92 |
94.90 |
91.92 |
94.64 |
+2.73 |
40,115 |
60,719 |
+1,791 |
Jul11 |
110128 |
93.04 |
95.74 |
93.04 |
95.57 |
+2.63 |
14,589 |
18,494 |
-1,060 |
Aug11 |
110128 |
93.75 |
96.29 |
93.75 |
96.19 |
+2.57 |
8,322 |
13,237 |
+206 |
Sep11 |
110128 |
94.23 |
96.62 |
94.20 |
96.62 |
+2.55 |
7,523 |
20,190 |
-452 |
Oct11 |
110128 |
94.60 |
96.96 |
94.60 |
96.96 |
+2.52 |
3,783 |
13,723 |
-234 |
Nov11 |
110128 |
94.92 |
97.31 |
94.92 |
97.31 |
+2.52 |
3,554 |
9,365 |
+155 |
Dec11 |
110128 |
95.34 |
97.72 |
95.19 |
97.67 |
+2.54 |
24,150 |
81,633 |
+1,110 |
Jan12 |
110128 |
97.92 |
97.92 |
97.92 |
97.92 |
+2.55 |
855 |
7,409 |
+162 |
Feb12 |
110128 |
98.06 |
98.06 |
98.06 |
98.06 |
+2.55 |
114 |
1,301 |
+8 |
Mar12 |
110128 |
98.11 |
98.11 |
98.11 |
98.11 |
+2.52 |
62 |
3,953 |
-11 |
Apr12 |
110128 |
98.15 |
98.15 |
98.15 |
98.15 |
+2.50 |
293 |
1,217 |
+194 |
May12 |
110128 |
98.18 |
98.18 |
98.18 |
98.18 |
+2.47 |
57 |
941 |
+7 |
Jun12 |
110128 |
96.80 |
98.23 |
96.14 |
98.23 |
+2.43 |
528 |
21,274 |
-64 |
Total Volume and Open Interest |
407,695 |
573,141 |
+10,682 |
US Dollar Index(ICE) |
Mar11 |
110128 |
77.845 |
78.425 |
77.705 |
78.280 |
+0.425 |
22,148 |
37,780 |
+37 |
Jun11 |
110128 |
78.410 |
78.735 |
78.175 |
78.630 |
+0.425 |
32 |
1,015 |
+7 |
Sep11 |
110128 |
78.990 |
78.990 |
78.990 |
78.990 |
+0.425 |
0 |
3 |
+0 |
Total Volume and Open Interest |
22,180 |
38,798 |
+44 |
Australian Dollar(CME) |
Mar11 |
110128 |
98.64 |
99.35 |
98.30 |
98.85 |
+0.12 |
110,286 |
111,421 |
-2,064 |
Jun11 |
110128 |
97.35 |
98.24 |
97.20 |
97.72 |
+0.12 |
53 |
766 |
+0 |
Sep11 |
110128 |
96.51 |
96.51 |
96.39 |
96.51 |
+0.12 |
0 |
14 |
+0 |
Total Volume and Open Interest |
110,339 |
112,295 |
-2,064 |
British Pound(CME) |
Mar11 |
110128 |
159.29 |
159.62 |
158.20 |
158.63 |
-0.67 |
131,180 |
101,494 |
+426 |
Jun11 |
110128 |
158.68 |
159.40 |
158.11 |
158.49 |
-0.66 |
133 |
611 |
+85 |
Sep11 |
110128 |
158.25 |
158.90 |
158.25 |
158.25 |
-0.65 |
10 |
8 |
+0 |
Total Volume and Open Interest |
131,323 |
102,145 |
+511 |
Canadian Dollar(CME) |
Mar11 |
110128 |
100.45 |
100.54 |
99.73 |
99.89 |
-0.62 |
77,082 |
114,758 |
+1,839 |
Jun11 |
110128 |
100.30 |
100.30 |
99.55 |
99.69 |
-0.61 |
121 |
3,301 |
+55 |
Sep11 |
110128 |
99.42 |
100.01 |
99.39 |
99.41 |
-0.60 |
1 |
990 |
-1 |
Dec11 |
110128 |
99.70 |
99.74 |
99.15 |
99.17 |
-0.57 |
25 |
1,316 |
+15 |
Total Volume and Open Interest |
77,229 |
120,415 |
+1,908 |
Japanese Yen(CME) |
Mar11 |
110128 |
120.73 |
122.01 |
120.62 |
121.75 |
+0.97 |
176,572 |
110,458 |
-716 |
Jun11 |
110128 |
121.05 |
122.10 |
120.90 |
121.86 |
+0.96 |
137 |
795 |
+21 |
Sep11 |
110128 |
122.02 |
122.02 |
121.06 |
122.02 |
+0.96 |
1 |
20 |
+1 |
Total Volume and Open Interest |
176,710 |
111,280 |
-699 |
Swiss Franc(CME) |
Mar11 |
110128 |
105.76 |
106.40 |
105.62 |
106.19 |
+0.42 |
38,962 |
42,253 |
+1,404 |
Jun11 |
110128 |
106.20 |
106.28 |
105.86 |
106.28 |
+0.42 |
15 |
71 |
+0 |
Sep11 |
110128 |
106.38 |
106.38 |
105.96 |
106.38 |
+0.42 |
1 |
6 |
+1 |
Total Volume and Open Interest |
38,978 |
42,332 |
+1,405 |
EuroFX(CME) |
Mar11 |
110128 |
137.25 |
137.40 |
135.76 |
136.09 |
-1.13 |
384,226 |
208,260 |
+7,586 |
Jun11 |
110128 |
137.03 |
137.20 |
135.62 |
135.92 |
-1.13 |
1,351 |
3,570 |
+796 |
Sep11 |
110128 |
136.00 |
136.81 |
135.49 |
135.67 |
-1.14 |
0 |
38 |
+0 |
Total Volume and Open Interest |
385,587 |
212,206 |
+8,382 |
Mexican Peso(CME) |
Feb11 |
110128 |
821.0 |
831.8 |
821.0 |
821.0 |
-10.8 |
|
|
|
Mar11 |
110128 |
828.0 |
829.2 |
815.2 |
817.5 |
-10.8 |
18,140 |
142,725 |
-998 |
Total Volume and Open Interest |
18,141 |
142,827 |
-998 |
30-Year T-Bonds(CBOT) |
Mar11 |
110128 |
120~180 |
121~210 |
119~210 |
121~140 |
+0~230 |
338,471 |
560,090 |
+3,151 |
Jun11 |
110128 |
118~230 |
120~010 |
118~030 |
119~260 |
+0~220 |
202 |
1,532 |
+28 |
Sep11 |
110128 |
118~060 |
118~060 |
117~170 |
118~060 |
+0~210 |
|
|
|
Total Volume and Open Interest |
338,673 |
561,622 |
+3,179 |
10-Year T-Notes(CBOT) |
Mar11 |
110128 |
120~190 |
121~100 |
120~060 |
121~050 |
+0~155 |
1,328,715 |
1,382,613 |
+31,322 |
Jun11 |
110128 |
119~160 |
120~000 |
118~310 |
119~305 |
+0~155 |
570 |
11,364 |
+189 |
Sep11 |
110128 |
118~270 |
118~270 |
118~115 |
118~270 |
+0~155 |
|
|
|
Total Volume and Open Interest |
1,329,285 |
1,393,981 |
+31,511 |
5-Year T-Notes(CBOT) |
Mar11 |
110128 |
118~031 |
118~087 |
117~127 |
118~071 |
+0~034 |
635,072 |
1,106,271 |
-5,337 |
Jun11 |
110128 |
117~020 |
117~088 |
117~020 |
117~088 |
+0~036 |
429 |
5,283 |
+82 |
Sep11 |
110128 |
116~112 |
116~112 |
116~076 |
116~112 |
+0~036 |
|
|
|
Total Volume and Open Interest |
635,501 |
1,111,554 |
-5,255 |
2 Year T-Notes(CBOT) |
Mar11 |
110128 |
109~074 |
109~085 |
109~066 |
109~082 |
+0~009 |
278,595 |
780,792 |
+37,342 |
Jun11 |
110128 |
109~034 |
109~048 |
109~034 |
109~048 |
+0~010 |
27 |
566 |
+12 |
Sep11 |
110128 |
109~014 |
109~014 |
109~003 |
109~014 |
+0~011 |
|
|
|
Total Volume and Open Interest |
278,622 |
781,358 |
+37,354 |
Eurodollars(CME) |
Mar11 |
110128 |
99.660 |
99.665 |
99.650 |
99.655 |
-0.005 |
213,087 |
1,210,445 |
+45,829 |
Jun11 |
110128 |
99.595 |
99.600 |
99.580 |
99.585 |
-0.010 |
220,840 |
1,133,825 |
+4,639 |
Sep11 |
110128 |
99.495 |
99.515 |
99.485 |
99.495 |
-0.005 |
201,536 |
1,078,234 |
+17,131 |
Dec11 |
110128 |
99.335 |
99.380 |
99.315 |
99.355 |
+0.010 |
222,534 |
918,637 |
+11,955 |
Mar12 |
110128 |
99.125 |
99.180 |
99.095 |
99.155 |
+0.025 |
297,484 |
968,380 |
+15,612 |
Jun12 |
110128 |
98.850 |
98.915 |
98.810 |
98.895 |
+0.040 |
299,825 |
612,954 |
+11,859 |
Sep12 |
110128 |
98.565 |
98.640 |
98.520 |
98.620 |
+0.045 |
219,637 |
483,279 |
-507 |
Dec12 |
110128 |
98.280 |
98.365 |
98.230 |
98.340 |
+0.050 |
189,640 |
326,396 |
+1,357 |
Mar13 |
110128 |
98.000 |
98.100 |
97.950 |
98.070 |
+0.060 |
121,517 |
218,318 |
-5,745 |
Jun13 |
110128 |
97.725 |
97.825 |
97.670 |
97.795 |
+0.065 |
94,406 |
165,286 |
+4,424 |
Sep13 |
110128 |
97.450 |
97.560 |
97.395 |
97.525 |
+0.065 |
67,946 |
179,913 |
+1,194 |
Dec13 |
110128 |
97.190 |
97.290 |
97.120 |
97.255 |
+0.070 |
67,511 |
150,876 |
+4,471 |
Mar14 |
110128 |
96.940 |
97.040 |
96.870 |
97.005 |
+0.070 |
32,770 |
117,291 |
-993 |
Jun14 |
110128 |
96.690 |
96.790 |
96.620 |
96.755 |
+0.070 |
34,108 |
109,258 |
-1,932 |
Sep14 |
110128 |
96.450 |
96.545 |
96.380 |
96.515 |
+0.070 |
19,711 |
64,443 |
-966 |
Dec14 |
110128 |
96.210 |
96.305 |
96.135 |
96.280 |
+0.070 |
19,988 |
73,735 |
-1,147 |
Mar15 |
110128 |
96.005 |
96.110 |
95.935 |
96.080 |
+0.070 |
16,091 |
52,621 |
-2,469 |
Jun15 |
110128 |
4.065 |
4.165 |
3.990 |
4.140 |
+0.070 |
8,799 |
32,229 |
-1,001 |
Total Volume and Open Interest |
2,375,669 |
8,106,236 |
+106,671 |
30 Day Federal Funds(CBOT) |
Jan11 |
110128 |
99.832 |
99.832 |
99.830 |
99.830 |
unch |
270 |
67,580 |
-58 |
Feb11 |
110128 |
99.835 |
99.840 |
99.835 |
99.835 |
unch |
12,235 |
73,687 |
+2,609 |
Mar11 |
110128 |
99.845 |
99.845 |
99.840 |
99.840 |
unch |
6,181 |
52,000 |
+1,779 |
Apr11 |
110128 |
99.850 |
99.855 |
99.850 |
99.850 |
unch |
5,981 |
45,112 |
+2,230 |
May11 |
110128 |
99.855 |
99.860 |
99.850 |
99.855 |
unch |
4,364 |
61,353 |
-1,135 |
Jun11 |
110128 |
99.850 |
99.855 |
99.850 |
99.850 |
unch |
4,209 |
36,633 |
-803 |
Total Volume and Open Interest |
71,375 |
600,000 |
+12,195 |
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 |
110128 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
1,304 |
-4 |
Jun11 |
110128 |
99.647 |
99.647 |
99.647 |
99.647 |
unch |
0 |
75 |
+0 |
Sep11 |
110128 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
0 |
201 |
-20 |
Dec11 |
110128 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
0 |
75 |
+0 |
Mar12 |
110128 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
0 |
100 |
+0 |
Jun12 |
110128 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Sep12 |
110128 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec12 |
110128 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Mar13 |
110128 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Jun13 |
110128 |
99.445 |
99.445 |
99.445 |
99.445 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
1,755 |
-24 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110128 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
3,108 |
+0 |
Jun11 |
110128 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,122 |
+0 |
Sep11 |
110128 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
786 |
+0 |
Dec11 |
110128 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
103 |
1,688 |
+0 |
Mar12 |
110128 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
405 |
+0 |
Jun12 |
110128 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
110128 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
310 |
+0 |
Dec12 |
110128 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
103 |
8,178 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110128 |
139.47 |
140.00 |
139.40 |
139.87 |
+0.32 |
2,485 |
12,270 |
-87 |
Jun11 |
110128 |
137.78 |
137.78 |
137.78 |
137.78 |
+0.32 |
|
|
|
Sep11 |
110128 |
135.35 |
135.35 |
135.35 |
135.35 |
-0.02 |
|
|
|
Total Volume and Open Interest |
2,485 |
12,270 |
-87 |
Euro-Bund(EUREX) |
Mar11 |
110128 |
123.53 |
123.88 |
123.17 |
123.73 |
+0.39 |
1,005,308 |
1,379,237 |
-127,108 |
Jun11 |
110128 |
122.08 |
122.45 |
121.82 |
122.32 |
+0.38 |
212 |
2,910 |
-74 |
Sep11 |
110128 |
121.98 |
121.98 |
121.98 |
121.98 |
+0.39 |
100 |
230 |
+130 |
Total Volume and Open Interest |
1,005,620 |
1,382,377 |
-127,052 |
Euro-Bobl(EUREX) |
Mar11 |
110128 |
116.77 |
116.94 |
116.51 |
116.82 |
+0.16 |
724,731 |
993,581 |
-90,705 |
Jun11 |
110128 |
115.31 |
115.46 |
115.25 |
115.39 |
+0.16 |
1,140 |
12,345 |
+4,047 |
Sep11 |
110128 |
114.56 |
115.39 |
114.56 |
115.39 |
+0.16 |
40 |
1 |
-39 |
Total Volume and Open Interest |
725,911 |
1,005,927 |
-86,697 |
3-Mth Euribor(EUREX) |
Mar11 |
110128 |
98.815 |
98.820 |
98.815 |
98.820 |
-0.010 |
5 |
5,798 |
+5 |
Jun11 |
110128 |
98.615 |
98.615 |
98.575 |
98.585 |
-0.020 |
0 |
9,286 |
+30 |
Sep11 |
110128 |
98.370 |
98.370 |
98.370 |
98.370 |
-0.010 |
30 |
2,076 |
+0 |
Total Volume and Open Interest |
90 |
24,586 |
+35 |
Long Gilt(LIFFE) |
Mar11 |
110128 |
117~03 |
117~13 |
116~27 |
117~11 |
+0~11 |
167,562 |
254,354 |
+9,079 |
Jun11 |
110128 |
116~04 |
116~04 |
116~04 |
116~04 |
+0~11 |
|
|
|
Total Volume and Open Interest |
167,562 |
254,354 |
+9,079 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110128 |
99.17 |
99.20 |
99.16 |
99.17 |
unch |
36,648 |
288,699 |
-4,786 |
Jun11 |
110128 |
98.99 |
99.03 |
98.98 |
99.01 |
+0.02 |
91,229 |
311,535 |
-4,756 |
Sep11 |
110128 |
98.78 |
98.82 |
98.75 |
98.80 |
+0.03 |
110,140 |
270,942 |
-67 |
Dec11 |
110128 |
98.53 |
98.56 |
98.47 |
98.54 |
+0.04 |
100,455 |
285,590 |
-5,209 |
Mar12 |
110128 |
98.26 |
98.29 |
98.19 |
98.28 |
+0.05 |
101,217 |
298,685 |
-605 |
Jun12 |
110128 |
98.00 |
98.02 |
97.90 |
98.00 |
+0.04 |
90,886 |
211,445 |
+4,556 |
Total Volume and Open Interest |
659,345 |
2,090,079 |
-16,403 |
3-Mth Euribor(LIFFE) |
Mar11 |
110128 |
98.820 |
98.840 |
98.805 |
98.820 |
-0.010 |
161,119 |
653,878 |
+9,268 |
Jun11 |
110128 |
98.605 |
98.625 |
98.560 |
98.585 |
-0.020 |
213,346 |
568,521 |
+12,749 |
Sep11 |
110128 |
98.395 |
98.410 |
98.325 |
98.370 |
-0.010 |
190,311 |
429,180 |
+5,141 |
Total Volume and Open Interest |
1,327,762 |
3,371,884 |
+48,847 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110128 |
95.02 |
95.03 |
95.01 |
95.03 |
+0.01 |
7,605 |
172,959 |
-3,931 |
Jun11 |
110128 |
94.95 |
94.97 |
94.95 |
94.97 |
+0.01 |
12,753 |
166,163 |
-269 |
Sep11 |
110128 |
94.85 |
94.87 |
94.83 |
94.87 |
+0.02 |
12,746 |
96,927 |
+410 |
Dec11 |
110128 |
94.73 |
94.76 |
94.71 |
94.76 |
+0.03 |
6,468 |
60,172 |
+637 |
Mar12 |
110128 |
94.63 |
94.67 |
94.61 |
94.67 |
+0.03 |
4,063 |
48,506 |
+2,010 |
Jun12 |
110128 |
94.57 |
94.61 |
94.55 |
94.61 |
+0.05 |
2,504 |
39,577 |
-441 |
Sep12 |
110128 |
94.52 |
94.56 |
94.49 |
94.55 |
+0.04 |
978 |
25,296 |
+141 |
Dec12 |
110128 |
94.47 |
94.52 |
94.44 |
94.50 |
+0.04 |
261 |
12,864 |
+113 |
Mar13 |
110128 |
94.39 |
94.47 |
94.39 |
94.47 |
+0.04 |
14 |
3,023 |
+7 |
Jun13 |
110128 |
94.40 |
94.42 |
94.40 |
94.42 |
+0.03 |
10 |
590 |
+0 |
Total Volume and Open Interest |
47,423 |
627,723 |
-1,319 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110128 |
94.45 |
94.50 |
94.41 |
94.49 |
+0.04 |
34,414 |
357,385 |
-4,379 |
Jun11 |
110128 |
94.49 |
94.49 |
94.49 |
94.49 |
+0.04 |
|
|
|
Total Volume and Open Interest |
34,414 |
357,385 |
-4,379 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110128 |
94.89 |
94.95 |
94.88 |
94.95 |
+0.05 |
107,868 |
475,208 |
+8,657 |
Jun11 |
110128 |
94.95 |
94.95 |
94.95 |
94.95 |
+0.05 |
|
|
|
Total Volume and Open Interest |
107,868 |
475,208 |
+8,657 |
Gold(CMX) |
Feb11 |
110128 |
1314.0 |
1346.6 |
1307.7 |
1340.7 |
+22.3 |
210,699 |
42,809 |
-56,227 |
Apr11 |
110128 |
1314.9 |
1348.0 |
1309.1 |
1341.7 |
+21.9 |
185,772 |
296,055 |
+52,331 |
Jun11 |
110128 |
1316.8 |
1349.0 |
1310.9 |
1343.3 |
+21.9 |
8,043 |
46,607 |
+1,281 |
Aug11 |
110128 |
1319.0 |
1348.9 |
1314.2 |
1344.7 |
+22.0 |
1,481 |
15,755 |
+62 |
Oct11 |
110128 |
1319.6 |
1346.4 |
1318.6 |
1346.4 |
+21.9 |
175 |
9,154 |
+6 |
Dec11 |
110128 |
1322.8 |
1353.8 |
1319.2 |
1348.1 |
+21.8 |
1,783 |
23,824 |
+148 |
Feb12 |
110128 |
1321.1 |
1351.5 |
1321.1 |
1350.3 |
+21.7 |
335 |
3,487 |
-270 |
Apr12 |
110128 |
1353.5 |
1353.5 |
1352.6 |
1352.6 |
+21.7 |
106 |
5,253 |
+0 |
Jun12 |
110128 |
1326.3 |
1355.2 |
1326.3 |
1355.2 |
+21.7 |
220 |
7,061 |
+120 |
Aug12 |
110128 |
1358.0 |
1358.0 |
1358.0 |
1358.0 |
+21.7 |
0 |
777 |
+0 |
Oct12 |
110128 |
1361.4 |
1361.4 |
1361.4 |
1361.4 |
+21.7 |
0 |
1,301 |
+0 |
Dec12 |
110128 |
1348.0 |
1365.2 |
1348.0 |
1365.2 |
+21.7 |
27 |
12,978 |
+4 |
Total Volume and Open Interest |
411,172 |
488,926 |
-2,296 |
Silver(CMX) |
Mar11 |
110128 |
2689.5 |
2803.0 |
2630.0 |
2791.9 |
+88.8 |
62,547 |
64,946 |
-1,167 |
May11 |
110128 |
2697.5 |
2804.5 |
2640.0 |
2793.6 |
+88.2 |
2,081 |
21,550 |
+387 |
Jul11 |
110128 |
2680.5 |
2800.0 |
2645.0 |
2794.6 |
+88.1 |
310 |
6,730 |
+45 |
Sep11 |
110128 |
2671.0 |
2795.5 |
2671.0 |
2795.0 |
+87.8 |
24 |
3,652 |
-1 |
Dec11 |
110128 |
2666.0 |
2801.0 |
2641.0 |
2795.2 |
+87.1 |
423 |
11,670 |
+155 |
Mar12 |
110128 |
2796.7 |
2796.7 |
2796.7 |
2796.7 |
+86.9 |
0 |
666 |
+0 |
May12 |
110128 |
2797.5 |
2797.5 |
2797.5 |
2797.5 |
+86.9 |
0 |
260 |
+0 |
Total Volume and Open Interest |
65,585 |
123,501 |
-720 |
Platinum(NYMEX) |
Apr11 |
110128 |
1788.8 |
1809.9 |
1761.1 |
1805.0 |
+1.5 |
5,859 |
40,330 |
+133 |
Jul11 |
110128 |
1789.9 |
1808.6 |
1789.9 |
1808.6 |
+1.7 |
30 |
1,258 |
+29 |
Oct11 |
110128 |
1775.1 |
1811.2 |
1775.1 |
1811.2 |
+1.7 |
7 |
86 |
+7 |
Jan12 |
110128 |
1813.2 |
1813.2 |
1813.2 |
1813.2 |
+1.7 |
1 |
1 |
+0 |
Total Volume and Open Interest |
5,898 |
41,696 |
+122 |
Palladium(NYMEX) |
Mar11 |
110128 |
805.50 |
818.40 |
790.95 |
817.00 |
+3.50 |
2,925 |
20,626 |
-94 |
Jun11 |
110128 |
799.35 |
819.70 |
796.45 |
818.65 |
+3.55 |
154 |
977 |
-2 |
Sep11 |
110128 |
819.85 |
819.85 |
819.85 |
819.85 |
+3.55 |
3 |
25 |
+3 |
Total Volume and Open Interest |
3,082 |
21,631 |
-93 |
Copper(CMX) |
Mar11 |
110128 |
432.00 |
440.70 |
428.60 |
437.30 |
+3.45 |
38,268 |
99,399 |
+292 |
May11 |
110128 |
432.50 |
441.05 |
429.85 |
438.05 |
+3.50 |
5,068 |
28,858 |
+169 |
Jul11 |
110128 |
432.45 |
440.25 |
432.45 |
437.95 |
+3.65 |
393 |
11,771 |
+36 |
Sep11 |
110128 |
437.50 |
437.50 |
437.50 |
437.50 |
+3.75 |
137 |
5,358 |
-35 |
Dec11 |
110128 |
434.00 |
437.00 |
432.35 |
435.70 |
+3.85 |
224 |
4,119 |
-5 |
Total Volume and Open Interest |
44,734 |
154,977 |
+408 |
DJIA Index(CBOT) |
Mar11 |
110128 |
11938 |
11962 |
11763 |
11775 |
-169 |
278 |
9,580 |
+31 |
Jun11 |
110128 |
11708 |
11882 |
11708 |
11708 |
-174 |
|
|
|
Sep11 |
110128 |
11655 |
11825 |
11655 |
11655 |
-170 |
|
|
|
Dec11 |
110128 |
11600 |
11771 |
11600 |
11600 |
-171 |
0 |
1 |
+0 |
Total Volume and Open Interest |
278 |
9,581 |
+31 |
S & P 500(CME) |
Mar11 |
110128 |
1295.20 |
1299.40 |
1270.00 |
1271.50 |
-24.30 |
11,803 |
298,114 |
+11 |
Jun11 |
110128 |
1274.00 |
1292.90 |
1265.90 |
1266.60 |
-24.30 |
1,210 |
6,632 |
+1,011 |
Sep11 |
110128 |
1261.70 |
1288.00 |
1261.70 |
1261.70 |
-24.30 |
20 |
2,861 |
+20 |
Dec11 |
110128 |
1256.80 |
1283.10 |
1256.80 |
1256.80 |
-24.30 |
1 |
551 |
+0 |
Total Volume and Open Interest |
13,034 |
308,158 |
+1,042 |
S & P 500 E-Mini(Globex) |
Mar11 |
110128 |
1295.25 |
1299.50 |
1270.50 |
1271.50 |
-24.25 |
1,554,851 |
2,634,255 |
-12,632 |
Jun11 |
110128 |
1289.75 |
1294.00 |
1266.00 |
1266.50 |
-24.50 |
594 |
15,312 |
+81 |
Total Volume and Open Interest |
1,555,466 |
2,650,027 |
-12,543 |
NASDAQ 100(CME) |
Mar11 |
110128 |
2321.80 |
2330.50 |
2258.00 |
2268.00 |
-55.00 |
878 |
16,271 |
-255 |
Jun11 |
110128 |
2265.30 |
2265.30 |
2258.00 |
2265.30 |
-55.00 |
0 |
700 |
+0 |
Sep11 |
110128 |
2262.80 |
2263.80 |
2262.80 |
2262.80 |
-55.00 |
|
|
|
Total Volume and Open Interest |
878 |
16,971 |
-255 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110128 |
2322.00 |
2331.00 |
2258.00 |
2268.00 |
-55.00 |
242,547 |
373,103 |
-6,092 |
Jun11 |
110128 |
2319.00 |
2324.50 |
2256.50 |
2265.30 |
-55.00 |
264 |
793 |
+32 |
Total Volume and Open Interest |
242,811 |
373,902 |
-6,060 |
S & P Midcap 400(CME) |
Mar11 |
110128 |
936.00 |
937.00 |
913.00 |
916.50 |
-17.00 |
0 |
2,463 |
+0 |
Jun11 |
110128 |
914.10 |
915.10 |
914.10 |
914.10 |
-17.00 |
|
|
|
Sep11 |
110128 |
912.20 |
913.20 |
912.20 |
912.20 |
-17.00 |
|
|
|
Total Volume and Open Interest |
0 |
2,463 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110128 |
10510 |
10510 |
10215 |
10235 |
-280 |
11,362 |
41,885 |
+3,151 |
Jun11 |
110128 |
10400 |
10405 |
10215 |
10215 |
-280 |
0 |
4 |
+0 |
Total Volume and Open Interest |
11,362 |
41,889 |
+3,151 |
Nikkei 225(SGX) |
Mar11 |
110128 |
10480 |
10510 |
10310 |
10370 |
-110 |
100,956 |
246,148 |
+6,927 |
Jun11 |
110128 |
10370 |
10410 |
10295 |
10295 |
-110 |
10 |
3,226 |
-3 |
Sep11 |
110128 |
10300 |
10300 |
10300 |
10300 |
-110 |
0 |
400 |
+0 |
Total Volume and Open Interest |
100,969 |
258,625 |
+6,924 |
CAC 40(EURONEXT) |
Feb11 |
110128 |
4064.5 |
4074.5 |
3972.5 |
4001.0 |
-60.0 |
123,868 |
356,238 |
+17,349 |
Mar11 |
110128 |
4063.5 |
4071.0 |
3980.0 |
4003.5 |
-60.0 |
828 |
63,943 |
-7 |
Apr11 |
110128 |
4003.0 |
4003.0 |
4003.0 |
4003.0 |
-60.0 |
0 |
1 |
+0 |
Total Volume and Open Interest |
124,696 |
420,227 |
+17,342 |
Hang Seng Index(HKFE) |
Jan11 |
110128 |
23802 |
23805 |
23555 |
23647 |
-132 |
86,696 |
14,983 |
-11,437 |
Feb11 |
110128 |
23778 |
23815 |
23565 |
23593 |
-202 |
68,993 |
99,975 |
+5,802 |
Mar11 |
110128 |
23764 |
23764 |
23504 |
23535 |
-193 |
2,282 |
8,451 |
+319 |
Total Volume and Open Interest |
158,229 |
125,156 |
-5,311 |
DAX(EUREX) |
Mar11 |
110128 |
7162.0 |
7184.5 |
7080.0 |
7115.0 |
-48.0 |
137,213 |
257,376 |
+5,132 |
Jun11 |
110128 |
7185.5 |
7202.0 |
7106.0 |
7136.0 |
-48.0 |
193 |
11,299 |
+212 |
Sep11 |
110128 |
7212.5 |
7222.5 |
7130.0 |
7157.5 |
-47.0 |
58 |
513 |
+13 |
Total Volume and Open Interest |
137,464 |
269,188 |
+5,357 |
FT-SE 100(EURONEXT) |
Mar11 |
110128 |
5930.00 |
5930.50 |
5801.00 |
5850.50 |
-80.00 |
89,076 |
653,859 |
+3,369 |
Jun11 |
110128 |
5839.00 |
5847.50 |
5796.00 |
5807.50 |
-80.50 |
10 |
2,870 |
+0 |
Sep11 |
110128 |
5769.00 |
5774.50 |
5769.00 |
5774.50 |
-81.50 |
0 |
263 |
+0 |
Total Volume and Open Interest |
89,106 |
657,092 |
+3,389 |
SPI 200(SFE) |
Mar11 |
110128 |
4784.0 |
4798.0 |
4729.0 |
4757.0 |
-23.0 |
32,733 |
182,716 |
-30 |
Jun11 |
110128 |
4780.0 |
4780.0 |
4779.0 |
4779.0 |
-24.0 |
107 |
2,892 |
-19 |
Sep11 |
110128 |
4770.0 |
4770.0 |
4770.0 |
4770.0 |
-24.0 |
0 |
1,820 |
+0 |
Total Volume and Open Interest |
32,851 |
188,884 |
-38 |
GSCI(CME) |
Feb11 |
110128 |
638.00 |
644.00 |
629.90 |
642.50 |
+12.50 |
92 |
14,542 |
-16 |
Mar11 |
110128 |
650.00 |
650.40 |
637.40 |
650.00 |
+12.50 |
0 |
58 |
+0 |
Apr11 |
110128 |
0.64 |
0.64 |
643.90 |
0.64 |
-643.36 |
|
|
|
Total Volume and Open Interest |
92 |
14,600 |
-16 |
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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|