|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon January 31, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110131 |
1395.25 |
1413.50 |
1394.50 |
1413.00 |
+15.00 |
135,660 |
256,488 |
-6,473 |
May11 |
110131 |
1405.25 |
1423.25 |
1405.25 |
1423.25 |
+15.00 |
56,711 |
120,096 |
+7,012 |
Jul11 |
110131 |
1410.25 |
1428.50 |
1410.00 |
1428.50 |
+15.00 |
36,159 |
95,514 |
-825 |
Aug11 |
110131 |
1390.50 |
1402.50 |
1390.50 |
1402.50 |
+16.00 |
2,569 |
4,826 |
+1,186 |
Sep11 |
110131 |
1359.25 |
1370.25 |
1353.00 |
1370.25 |
+17.25 |
977 |
4,510 |
+43 |
Nov11 |
110131 |
1320.00 |
1342.00 |
1320.00 |
1341.00 |
+18.00 |
19,757 |
147,594 |
-372 |
Jan12 |
110131 |
1321.75 |
1344.00 |
1321.75 |
1343.25 |
+17.75 |
751 |
12,504 |
+383 |
Total Volume and Open Interest |
253,917 |
662,078 |
+1,482 |
Soybean Meal(CBOT) |
Mar11 |
110131 |
375.20 |
380.70 |
374.50 |
380.30 |
+3.30 |
34,101 |
91,875 |
-2,425 |
May11 |
110131 |
377.70 |
383.30 |
377.70 |
382.90 |
+3.40 |
7,342 |
38,821 |
+1,030 |
Jul11 |
110131 |
377.90 |
383.50 |
377.50 |
383.50 |
+3.50 |
8,915 |
35,712 |
-215 |
Aug11 |
110131 |
371.40 |
374.30 |
370.10 |
374.30 |
+3.30 |
1,305 |
7,510 |
+168 |
Sep11 |
110131 |
361.40 |
363.90 |
360.30 |
363.90 |
+2.70 |
892 |
7,077 |
-46 |
Oct11 |
110131 |
345.50 |
351.00 |
345.50 |
350.40 |
+3.20 |
1,096 |
5,976 |
-98 |
Dec11 |
110131 |
343.20 |
348.80 |
342.30 |
348.30 |
+4.00 |
4,035 |
18,389 |
-37 |
Jan12 |
110131 |
344.00 |
347.90 |
343.90 |
347.90 |
+4.00 |
31 |
1,952 |
+6 |
Total Volume and Open Interest |
57,878 |
211,247 |
-1,588 |
Soybean Oil(CBOT) |
Mar11 |
110131 |
57.29 |
57.90 |
57.27 |
57.88 |
+0.61 |
64,733 |
179,947 |
-3,920 |
May11 |
110131 |
57.75 |
58.41 |
57.75 |
58.38 |
+0.61 |
21,033 |
73,018 |
+1,122 |
Jul11 |
110131 |
58.20 |
58.85 |
58.17 |
58.77 |
+0.60 |
13,929 |
69,821 |
+193 |
Aug11 |
110131 |
58.40 |
58.90 |
58.40 |
58.87 |
+0.60 |
1,557 |
7,392 |
+334 |
Sep11 |
110131 |
58.47 |
58.97 |
58.47 |
58.95 |
+0.61 |
1,287 |
9,613 |
+309 |
Oct11 |
110131 |
58.65 |
58.97 |
58.55 |
58.88 |
+0.59 |
638 |
10,198 |
+126 |
Dec11 |
110131 |
58.43 |
59.00 |
58.43 |
58.91 |
+0.58 |
3,344 |
35,637 |
+920 |
Jan12 |
110131 |
58.60 |
58.96 |
58.60 |
58.96 |
+0.58 |
2 |
464 |
+2 |
Total Volume and Open Interest |
106,609 |
387,635 |
-846 |
Canola(WCE) |
Mar11 |
110131 |
598.1 |
604.3 |
598.1 |
603.6 |
+6.0 |
9,666 |
100,255 |
-3,840 |
May11 |
110131 |
607.1 |
612.7 |
607.0 |
612.4 |
+5.9 |
4,472 |
35,113 |
+2,352 |
Jul11 |
110131 |
611.2 |
618.4 |
611.2 |
617.7 |
+6.1 |
996 |
18,580 |
-333 |
Nov11 |
110131 |
567.5 |
572.8 |
567.3 |
572.0 |
+4.5 |
1,517 |
48,973 |
-444 |
Jan12 |
110131 |
574.0 |
577.5 |
573.7 |
577.5 |
+3.7 |
188 |
3,149 |
+105 |
Total Volume and Open Interest |
16,863 |
207,789 |
-2,139 |
Corn(CBOT) |
Mar11 |
110131 |
642.25 |
659.50 |
642.25 |
659.50 |
+15.50 |
149,126 |
585,034 |
-8,466 |
May11 |
110131 |
652.50 |
670.00 |
652.50 |
670.00 |
+15.50 |
42,289 |
334,494 |
+10,651 |
Jul11 |
110131 |
658.00 |
676.50 |
657.00 |
675.00 |
+15.25 |
32,909 |
258,957 |
+1,532 |
Sep11 |
110131 |
610.50 |
626.25 |
608.00 |
626.25 |
+14.50 |
3,920 |
53,834 |
+283 |
Dec11 |
110131 |
573.25 |
591.25 |
572.50 |
591.25 |
+14.75 |
29,375 |
326,016 |
+932 |
Mar12 |
110131 |
581.50 |
599.25 |
581.50 |
599.25 |
+14.75 |
2,567 |
29,885 |
+69 |
Total Volume and Open Interest |
262,759 |
1,639,347 |
+5,059 |
Wheat(CBOT) |
Mar11 |
110131 |
824.00 |
847.75 |
823.00 |
840.75 |
+15.00 |
60,972 |
214,374 |
-5,824 |
May11 |
110131 |
853.50 |
877.25 |
853.00 |
870.75 |
+15.25 |
18,759 |
90,492 |
+3,061 |
Jul11 |
110131 |
872.50 |
895.75 |
872.25 |
889.50 |
+14.75 |
9,387 |
120,524 |
-304 |
Sep11 |
110131 |
894.50 |
912.75 |
894.50 |
907.25 |
+13.50 |
1,285 |
26,995 |
+411 |
Dec11 |
110131 |
906.50 |
925.50 |
904.50 |
919.25 |
+12.75 |
5,138 |
73,336 |
+1,199 |
Total Volume and Open Interest |
96,554 |
544,495 |
-1,385 |
Wheat(KCBT) |
Mar11 |
110131 |
912.00 |
932.25 |
911.00 |
924.75 |
+12.75 |
14,164 |
78,570 |
-1,348 |
May11 |
110131 |
922.75 |
942.75 |
916.50 |
935.75 |
+13.00 |
5,353 |
46,948 |
+1,590 |
Jul11 |
110131 |
930.00 |
950.00 |
929.50 |
943.50 |
+12.75 |
3,088 |
57,887 |
+378 |
Sep11 |
110131 |
938.00 |
958.50 |
938.00 |
952.75 |
+14.50 |
1,643 |
14,934 |
+299 |
Dec11 |
110131 |
950.00 |
968.50 |
949.75 |
962.00 |
+13.50 |
1,062 |
12,760 |
+95 |
Total Volume and Open Interest |
25,405 |
214,215 |
+1,054 |
Wheat(MGE) |
Mar11 |
110131 |
960.25 |
982.50 |
959.25 |
979.75 |
+18.25 |
3,605 |
19,787 |
-436 |
May11 |
110131 |
969.25 |
990.75 |
968.25 |
988.00 |
+18.25 |
1,956 |
15,934 |
+309 |
Jul11 |
110131 |
977.50 |
994.00 |
976.00 |
991.25 |
+17.00 |
1,154 |
10,931 |
+196 |
Sep11 |
110131 |
963.00 |
984.00 |
963.00 |
981.50 |
+18.00 |
802 |
11,298 |
+26 |
Dec11 |
110131 |
964.00 |
984.75 |
964.00 |
980.75 |
+16.25 |
504 |
9,144 |
+53 |
Total Volume and Open Interest |
8,128 |
68,935 |
+165 |
Oats(CBOT) |
Mar11 |
110131 |
385.50 |
396.25 |
376.00 |
396.00 |
+10.50 |
1,579 |
7,945 |
-339 |
May11 |
110131 |
390.00 |
404.25 |
385.00 |
404.25 |
+10.50 |
834 |
3,840 |
+224 |
Jul11 |
110131 |
395.00 |
405.75 |
390.00 |
405.75 |
+8.50 |
42 |
573 |
+15 |
Sep11 |
110131 |
376.75 |
376.75 |
373.00 |
376.50 |
+3.50 |
3 |
189 |
+3 |
Total Volume and Open Interest |
2,668 |
14,027 |
-7 |
Rough Rice(CBOT) |
Mar11 |
110131 |
15.02 |
15.51 |
14.99 |
15.51 |
+0.50 |
2,203 |
13,930 |
-448 |
May11 |
110131 |
15.30 |
15.81 |
15.30 |
15.81 |
+0.50 |
1,488 |
3,453 |
+777 |
Jul11 |
110131 |
15.57 |
16.09 |
15.57 |
16.09 |
+0.50 |
175 |
1,824 |
+91 |
Sep11 |
110131 |
15.51 |
15.93 |
15.51 |
15.93 |
+0.50 |
84 |
1,343 |
+14 |
Total Volume and Open Interest |
3,961 |
21,062 |
+435 |
Live Cattle(CME) |
Feb11 |
110131 |
107.700 |
109.500 |
107.600 |
108.950 |
+1.450 |
14,652 |
42,287 |
-3,330 |
Apr11 |
110131 |
112.850 |
115.200 |
112.850 |
114.050 |
+1.265 |
25,305 |
165,978 |
+2,119 |
Jun11 |
110131 |
113.680 |
115.500 |
113.600 |
114.550 |
+1.165 |
8,602 |
85,758 |
+2,153 |
Aug11 |
110131 |
114.200 |
115.500 |
114.200 |
114.850 |
+0.950 |
3,435 |
27,960 |
+954 |
Oct11 |
110131 |
116.930 |
118.100 |
116.900 |
117.535 |
+0.855 |
1,623 |
18,711 |
+681 |
Dec11 |
110131 |
117.535 |
118.580 |
117.350 |
118.285 |
+0.935 |
1,416 |
15,854 |
+762 |
Total Volume and Open Interest |
55,472 |
360,640 |
+3,620 |
Feeder Cattle(CME) |
Mar11 |
110131 |
126.600 |
128.575 |
126.600 |
128.000 |
+1.770 |
2,579 |
24,742 |
-345 |
Apr11 |
110131 |
127.600 |
129.380 |
127.600 |
129.075 |
+1.790 |
828 |
6,660 |
+94 |
May11 |
110131 |
128.075 |
129.785 |
128.075 |
129.575 |
+2.025 |
592 |
9,081 |
+93 |
Aug11 |
110131 |
128.850 |
130.250 |
128.850 |
129.985 |
+1.485 |
487 |
9,696 |
-17 |
Sep11 |
110131 |
128.950 |
130.000 |
128.825 |
129.800 |
+1.200 |
234 |
1,312 |
+44 |
Oct11 |
110131 |
128.800 |
129.750 |
128.785 |
129.600 |
+1.065 |
37 |
601 |
-12 |
Nov11 |
110131 |
128.500 |
129.400 |
128.500 |
129.400 |
+1.250 |
17 |
326 |
+13 |
Total Volume and Open Interest |
4,774 |
52,418 |
-1,948 |
Lean Hogs(CME) |
Feb11 |
110131 |
86.550 |
87.600 |
86.350 |
87.250 |
+1.500 |
6,191 |
20,604 |
-55 |
Apr11 |
110131 |
92.100 |
94.550 |
92.035 |
94.000 |
+2.365 |
18,904 |
98,857 |
+1,807 |
May11 |
110131 |
98.350 |
99.200 |
98.100 |
99.100 |
+0.850 |
171 |
2,272 |
+55 |
Jun11 |
110131 |
99.600 |
101.000 |
99.400 |
100.950 |
+1.520 |
8,809 |
56,232 |
+1,370 |
Jul11 |
110131 |
97.830 |
98.500 |
97.480 |
98.330 |
+0.795 |
2,068 |
19,705 |
+275 |
Aug11 |
110131 |
97.000 |
97.400 |
96.050 |
97.330 |
+0.230 |
2,368 |
17,700 |
+650 |
Oct11 |
110131 |
85.580 |
85.830 |
84.250 |
85.650 |
-0.050 |
999 |
14,447 |
+93 |
Dec11 |
110131 |
81.750 |
81.950 |
80.600 |
81.200 |
-0.700 |
459 |
6,093 |
+206 |
Total Volume and Open Interest |
40,050 |
238,305 |
+4,410 |
Class III Milk(CME) |
Jan11 |
110131 |
13.48 |
13.50 |
13.48 |
13.49 |
-0.01 |
10 |
5,138 |
+3 |
Feb11 |
110131 |
16.43 |
16.74 |
16.43 |
16.70 |
+0.27 |
210 |
5,658 |
-45 |
Mar11 |
110131 |
17.44 |
18.19 |
17.44 |
18.19 |
+0.75 |
637 |
5,559 |
+162 |
Apr11 |
110131 |
17.03 |
17.73 |
17.03 |
17.69 |
+0.59 |
593 |
4,283 |
+256 |
May11 |
110131 |
16.75 |
17.30 |
16.75 |
17.25 |
+0.50 |
260 |
3,569 |
+138 |
Total Volume and Open Interest |
2,192 |
38,851 |
+671 |
Cocoa(ICE) |
Mar11 |
110131 |
3267 |
3365 |
3224 |
3352 |
+75 |
10,954 |
57,731 |
-1,493 |
May11 |
110131 |
3260 |
3367 |
3226 |
3354 |
+79 |
4,030 |
33,702 |
+668 |
Jul11 |
110131 |
3244 |
3350 |
3230 |
3341 |
+82 |
960 |
15,382 |
+19 |
Sep11 |
110131 |
3212 |
3331 |
3212 |
3322 |
+83 |
340 |
10,357 |
+115 |
Dec11 |
110131 |
3248 |
3326 |
3244 |
3320 |
+76 |
275 |
14,608 |
+18 |
Mar12 |
110131 |
3305 |
3383 |
3300 |
3380 |
+74 |
508 |
15,570 |
-5 |
May12 |
110131 |
3320 |
3370 |
3318 |
3370 |
+65 |
108 |
5,113 |
-25 |
Total Volume and Open Interest |
17,873 |
155,303 |
-114 |
Coffee "C"(ICE) |
Mar11 |
110131 |
245.50 |
250.75 |
243.25 |
244.80 |
-0.20 |
14,200 |
74,140 |
+1,152 |
May11 |
110131 |
246.80 |
252.25 |
245.00 |
246.55 |
-0.25 |
6,317 |
37,431 |
+1,451 |
Jul11 |
110131 |
248.05 |
253.00 |
246.20 |
247.70 |
+0.05 |
1,352 |
13,779 |
-29 |
Sep11 |
110131 |
246.30 |
250.85 |
244.80 |
246.40 |
+0.30 |
295 |
5,490 |
+24 |
Dec11 |
110131 |
244.00 |
247.50 |
241.70 |
243.45 |
+0.50 |
383 |
8,567 |
+107 |
Mar12 |
110131 |
239.00 |
244.00 |
238.00 |
239.70 |
+0.50 |
133 |
1,025 |
+59 |
Total Volume and Open Interest |
22,699 |
141,199 |
+2,756 |
Orange Juice(ICE) |
Mar11 |
110131 |
166.35 |
169.10 |
164.00 |
168.55 |
+2.65 |
1,130 |
19,745 |
-542 |
May11 |
110131 |
164.50 |
168.30 |
164.00 |
168.05 |
+2.70 |
605 |
8,262 |
+429 |
Jul11 |
110131 |
163.50 |
167.50 |
163.50 |
167.05 |
+2.55 |
15 |
2,569 |
+7 |
Sep11 |
110131 |
166.00 |
166.60 |
166.00 |
166.60 |
+2.45 |
0 |
500 |
+0 |
Nov11 |
110131 |
165.00 |
165.00 |
164.75 |
164.75 |
+2.00 |
0 |
549 |
+0 |
Jan12 |
110131 |
163.15 |
164.85 |
163.15 |
164.25 |
+1.65 |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,750 |
31,652 |
-106 |
Sugar #11(ICE) |
Mar11 |
110131 |
34.10 |
34.10 |
32.59 |
33.97 |
+0.03 |
43,561 |
215,163 |
-1,359 |
May11 |
110131 |
31.25 |
31.52 |
30.15 |
31.49 |
+0.20 |
26,517 |
128,331 |
+2,443 |
Jul11 |
110131 |
28.03 |
28.31 |
27.20 |
28.31 |
+0.10 |
15,163 |
127,881 |
-469 |
Oct11 |
110131 |
26.00 |
26.42 |
25.45 |
26.42 |
unch |
8,949 |
68,776 |
+233 |
Mar12 |
110131 |
25.23 |
25.70 |
24.69 |
25.70 |
unch |
4,537 |
49,004 |
+1,060 |
Total Volume and Open Interest |
101,478 |
639,739 |
+2,031 |
London Cocoa(LCE) |
Mar11 |
110131 |
2160 |
2190 |
2156 |
2185 |
+21 |
5,476 |
55,614 |
-868 |
May11 |
110131 |
2132 |
2180 |
2132 |
2175 |
+32 |
5,997 |
34,116 |
+708 |
Jul11 |
110131 |
2138 |
2170 |
2138 |
2163 |
+30 |
1,690 |
29,405 |
-439 |
Sep11 |
110131 |
2116 |
2155 |
2116 |
2151 |
+29 |
855 |
19,850 |
-461 |
Dec11 |
110131 |
2107 |
2130 |
2107 |
2124 |
+17 |
877 |
26,316 |
-267 |
Mar12 |
110131 |
2129 |
2137 |
2124 |
2132 |
+15 |
101 |
21,596 |
-30 |
May12 |
110131 |
2137 |
2144 |
2132 |
2139 |
+9 |
68 |
3,961 |
-1 |
Total Volume and Open Interest |
15,260 |
198,612 |
-1,259 |
London Sugar(LCE) |
Mar11 |
110131 |
816.00 |
816.50 |
791.50 |
811.60 |
-2.80 |
2,729 |
22,277 |
+37 |
May11 |
110131 |
793.90 |
793.90 |
769.80 |
791.40 |
-1.00 |
1,454 |
16,294 |
+573 |
Aug11 |
110131 |
747.70 |
747.70 |
727.30 |
745.60 |
unch |
276 |
9,817 |
+155 |
Oct11 |
110131 |
686.20 |
688.70 |
668.70 |
687.30 |
-0.20 |
93 |
2,932 |
+41 |
Dec11 |
110131 |
652.00 |
665.40 |
651.00 |
665.40 |
-2.30 |
4 |
1,112 |
+0 |
Total Volume and Open Interest |
4,577 |
53,309 |
+826 |
Cotton(ICE) |
Mar11 |
110131 |
165.89 |
168.75 |
165.46 |
168.44 |
+3.69 |
13,951 |
87,602 |
-1,563 |
May11 |
110131 |
160.65 |
163.49 |
160.24 |
163.18 |
+3.69 |
6,127 |
26,842 |
+691 |
Jul11 |
110131 |
152.50 |
155.15 |
152.15 |
155.15 |
+4.00 |
1,782 |
35,109 |
+120 |
Oct11 |
110131 |
130.00 |
130.00 |
128.85 |
128.85 |
+2.65 |
7 |
179 |
+1 |
Dec11 |
110131 |
112.10 |
115.00 |
112.10 |
114.20 |
+2.24 |
3,174 |
52,660 |
+55 |
Mar12 |
110131 |
104.80 |
108.00 |
104.80 |
107.80 |
+2.69 |
161 |
2,686 |
+79 |
Total Volume and Open Interest |
25,271 |
207,249 |
-570 |
Lumber(CME) |
Mar11 |
110131 |
310.0 |
313.7 |
310.0 |
310.0 |
-5.0 |
1,314 |
5,522 |
-669 |
May11 |
110131 |
326.1 |
328.2 |
325.0 |
328.2 |
-1.5 |
1,104 |
3,219 |
+161 |
Jul11 |
110131 |
330.5 |
332.3 |
330.1 |
332.0 |
-0.5 |
153 |
1,332 |
+25 |
Sep11 |
110131 |
330.1 |
332.5 |
330.1 |
332.5 |
unch |
3 |
188 |
+0 |
Total Volume and Open Interest |
2,574 |
10,262 |
-483 |
Crude Oil(NYM) |
Mar11 |
110131 |
89.97 |
92.84 |
88.40 |
92.19 |
+2.85 |
584,789 |
396,281 |
-11,521 |
Apr11 |
110131 |
91.99 |
94.89 |
90.89 |
94.28 |
+2.60 |
290,335 |
124,181 |
+1,502 |
May11 |
110131 |
93.66 |
96.40 |
92.84 |
95.82 |
+2.39 |
171,099 |
101,469 |
-995 |
Jun11 |
110131 |
94.80 |
97.36 |
94.11 |
96.78 |
+2.14 |
155,640 |
120,959 |
+4,073 |
Jul11 |
110131 |
95.75 |
97.93 |
95.12 |
97.53 |
+1.96 |
45,560 |
59,084 |
-501 |
Aug11 |
110131 |
96.40 |
98.18 |
95.76 |
98.05 |
+1.86 |
27,324 |
34,159 |
+611 |
Sep11 |
110131 |
97.14 |
98.92 |
96.09 |
98.40 |
+1.78 |
24,091 |
35,034 |
-1 |
Oct11 |
110131 |
97.06 |
98.73 |
96.73 |
98.71 |
+1.75 |
15,713 |
23,587 |
-639 |
Nov11 |
110131 |
97.28 |
99.01 |
97.01 |
99.01 |
+1.70 |
9,750 |
23,986 |
+256 |
Dec11 |
110131 |
97.67 |
99.90 |
96.91 |
99.32 |
+1.65 |
91,043 |
175,077 |
-438 |
Jan12 |
110131 |
97.56 |
100.06 |
97.19 |
99.56 |
+1.64 |
9,454 |
29,587 |
-1,988 |
Feb12 |
110131 |
97.68 |
99.71 |
97.45 |
99.71 |
+1.65 |
3,581 |
10,071 |
-210 |
Mar12 |
110131 |
98.00 |
99.78 |
98.00 |
99.78 |
+1.67 |
2,567 |
13,846 |
+864 |
Apr12 |
110131 |
99.82 |
99.82 |
99.82 |
99.82 |
+1.67 |
613 |
5,679 |
+302 |
May12 |
110131 |
99.85 |
99.85 |
99.85 |
99.85 |
+1.67 |
660 |
7,938 |
-39 |
Jun12 |
110131 |
98.40 |
100.13 |
97.86 |
99.89 |
+1.66 |
4,705 |
51,650 |
+2,118 |
Total Volume and Open Interest |
1,472,088 |
1,511,565 |
-5,014 |
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 |
110131 |
89.775 |
92.850 |
88.425 |
92.200 |
+2.850 |
15,987 |
8,470 |
-33 |
Apr11 |
110131 |
92.150 |
94.875 |
90.950 |
94.275 |
+2.600 |
2,150 |
2,120 |
+285 |
May11 |
110131 |
93.850 |
96.200 |
93.075 |
95.825 |
+2.400 |
313 |
395 |
+8 |
Jun11 |
110131 |
94.850 |
97.200 |
94.500 |
96.775 |
+2.125 |
9 |
74 |
+7 |
Jul11 |
110131 |
96.000 |
97.575 |
96.000 |
97.525 |
+1.950 |
3 |
9 |
-1 |
Aug11 |
110131 |
97.925 |
98.050 |
97.925 |
98.050 |
+1.850 |
1 |
9 |
-1 |
Sep11 |
110131 |
96.325 |
98.400 |
96.325 |
98.400 |
+1.775 |
0 |
7 |
+0 |
Oct11 |
110131 |
98.700 |
98.700 |
98.700 |
98.700 |
+1.750 |
0 |
42 |
+0 |
Total Volume and Open Interest |
18,467 |
11,425 |
+267 |
Heating Oil(NYM) |
Feb11 |
110131 |
269.72 |
275.75 |
266.90 |
274.68 |
+5.66 |
26,131 |
7,107 |
-8,894 |
Mar11 |
110131 |
270.45 |
275.94 |
267.28 |
274.03 |
+4.61 |
67,183 |
115,400 |
+1,879 |
Apr11 |
110131 |
269.11 |
275.14 |
266.94 |
273.31 |
+4.60 |
27,255 |
44,187 |
-2,580 |
May11 |
110131 |
269.90 |
274.68 |
267.27 |
272.96 |
+4.54 |
15,209 |
25,426 |
-799 |
Jun11 |
110131 |
270.16 |
275.07 |
266.50 |
273.27 |
+4.43 |
13,809 |
36,994 |
+466 |
Jul11 |
110131 |
268.12 |
275.79 |
268.12 |
274.27 |
+4.27 |
5,293 |
11,820 |
+202 |
Aug11 |
110131 |
272.61 |
276.85 |
269.80 |
275.47 |
+4.23 |
1,893 |
9,210 |
-160 |
Sep11 |
110131 |
272.39 |
278.49 |
271.83 |
277.11 |
+4.22 |
2,118 |
9,156 |
-349 |
Oct11 |
110131 |
274.14 |
280.19 |
273.45 |
278.78 |
+4.24 |
1,346 |
4,807 |
+43 |
Nov11 |
110131 |
277.80 |
281.86 |
275.08 |
280.41 |
+4.31 |
1,227 |
5,179 |
-151 |
Dec11 |
110131 |
278.70 |
283.45 |
276.49 |
281.85 |
+4.33 |
5,193 |
21,398 |
+2,367 |
Jan12 |
110131 |
279.53 |
283.51 |
279.53 |
283.11 |
+4.25 |
513 |
4,331 |
+448 |
Total Volume and Open Interest |
167,617 |
304,721 |
-7,251 |
Gasoline(NYMEX) |
Feb11 |
110131 |
247.95 |
250.25 |
243.50 |
249.06 |
+3.38 |
19,514 |
4,469 |
-7,612 |
Mar11 |
110131 |
249.20 |
253.28 |
246.13 |
250.01 |
+1.42 |
44,605 |
109,354 |
+6,376 |
Apr11 |
110131 |
262.49 |
267.00 |
259.27 |
263.94 |
+2.16 |
22,070 |
40,615 |
+183 |
May11 |
110131 |
263.88 |
267.64 |
260.74 |
264.96 |
+2.28 |
7,488 |
29,324 |
-216 |
Jun11 |
110131 |
262.62 |
267.95 |
260.41 |
265.10 |
+2.34 |
6,525 |
29,145 |
-466 |
Jul11 |
110131 |
260.08 |
267.12 |
260.08 |
264.50 |
+2.42 |
3,406 |
11,926 |
-574 |
Aug11 |
110131 |
262.80 |
264.50 |
259.83 |
263.64 |
+2.55 |
1,263 |
7,959 |
+35 |
Sep11 |
110131 |
258.32 |
263.00 |
257.97 |
261.98 |
+2.65 |
961 |
6,554 |
+181 |
Oct11 |
110131 |
247.77 |
251.63 |
247.77 |
251.63 |
+2.69 |
425 |
5,552 |
-63 |
Nov11 |
110131 |
252.00 |
252.00 |
249.91 |
249.93 |
+2.78 |
335 |
1,950 |
-16 |
Total Volume and Open Interest |
107,844 |
280,800 |
-2,315 |
e-miNY RBOB Gasoline(NYM) |
Mar11 |
110131 |
250.50 |
250.50 |
250.00 |
250.00 |
+1.40 |
0 |
4 |
+0 |
Apr11 |
110131 |
263.90 |
263.94 |
263.90 |
263.90 |
+2.10 |
0 |
1 |
+0 |
May11 |
110131 |
265.00 |
265.00 |
264.96 |
265.00 |
+2.30 |
0 |
1 |
+0 |
Jun11 |
110131 |
265.10 |
265.10 |
265.10 |
265.10 |
+2.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Mar11 |
110131 |
4.323 |
4.460 |
4.290 |
4.420 |
+0.097 |
92,454 |
253,481 |
-4,170 |
Apr11 |
110131 |
4.356 |
4.470 |
4.305 |
4.431 |
+0.091 |
28,665 |
106,129 |
-54 |
May11 |
110131 |
4.395 |
4.512 |
4.346 |
4.470 |
+0.086 |
15,159 |
97,099 |
+116 |
Jun11 |
110131 |
4.444 |
4.549 |
4.389 |
4.513 |
+0.088 |
6,486 |
23,514 |
-314 |
Jul11 |
110131 |
4.500 |
4.590 |
4.445 |
4.562 |
+0.084 |
4,398 |
33,008 |
-260 |
Aug11 |
110131 |
4.585 |
4.624 |
4.476 |
4.588 |
+0.081 |
2,972 |
20,103 |
-12 |
Sep11 |
110131 |
4.570 |
4.627 |
4.484 |
4.590 |
+0.079 |
1,906 |
14,760 |
-55 |
Oct11 |
110131 |
4.574 |
4.667 |
4.520 |
4.631 |
+0.077 |
10,821 |
56,533 |
-312 |
Nov11 |
110131 |
4.732 |
4.785 |
4.667 |
4.768 |
+0.066 |
2,715 |
25,432 |
-239 |
Dec11 |
110131 |
4.930 |
5.004 |
4.895 |
4.985 |
+0.055 |
2,665 |
23,394 |
+96 |
Jan12 |
110131 |
5.090 |
5.121 |
5.010 |
5.099 |
+0.052 |
4,536 |
44,529 |
+46 |
Feb12 |
110131 |
5.060 |
5.094 |
4.989 |
5.074 |
+0.052 |
455 |
10,401 |
+161 |
Mar12 |
110131 |
4.967 |
5.011 |
4.910 |
4.996 |
+0.056 |
1,812 |
24,692 |
-141 |
Apr12 |
110131 |
4.790 |
4.827 |
4.740 |
4.813 |
+0.056 |
977 |
20,038 |
+62 |
May12 |
110131 |
4.818 |
4.825 |
4.790 |
4.816 |
+0.054 |
53 |
5,218 |
-5 |
Jun12 |
110131 |
4.791 |
4.841 |
4.791 |
4.841 |
+0.054 |
572 |
4,134 |
+6 |
Total Volume and Open Interest |
177,343 |
827,521 |
-4,927 |
Brent Crude Oil(ICE) |
Mar11 |
110131 |
99.80 |
101.73 |
98.50 |
101.01 |
+1.59 |
234,919 |
227,143 |
-13,162 |
Apr11 |
110131 |
99.96 |
101.81 |
98.65 |
101.12 |
+1.55 |
130,394 |
175,561 |
+1,232 |
May11 |
110131 |
100.23 |
102.00 |
98.92 |
101.34 |
+1.51 |
60,746 |
89,618 |
+3,239 |
Jun11 |
110131 |
100.38 |
102.23 |
99.08 |
101.53 |
+1.48 |
56,704 |
108,423 |
+3,044 |
Jul11 |
110131 |
100.42 |
102.23 |
99.21 |
101.63 |
+1.45 |
18,016 |
35,941 |
+50 |
Aug11 |
110131 |
100.47 |
102.26 |
99.25 |
101.67 |
+1.42 |
11,862 |
16,715 |
-557 |
Sep11 |
110131 |
100.52 |
102.27 |
99.31 |
101.70 |
+1.39 |
8,943 |
27,449 |
+2,367 |
Oct11 |
110131 |
99.94 |
102.31 |
99.53 |
101.75 |
+1.37 |
6,274 |
19,270 |
-123 |
Nov11 |
110131 |
100.00 |
102.33 |
99.60 |
101.79 |
+1.35 |
3,866 |
11,790 |
+223 |
Dec11 |
110131 |
100.69 |
102.45 |
99.49 |
101.83 |
+1.33 |
40,549 |
104,437 |
-1,186 |
Jan12 |
110131 |
102.00 |
102.00 |
101.87 |
101.87 |
+1.31 |
1,701 |
12,632 |
+329 |
Feb12 |
110131 |
101.88 |
101.88 |
101.88 |
101.88 |
+1.32 |
922 |
6,353 |
+44 |
Mar12 |
110131 |
101.87 |
101.87 |
101.87 |
101.87 |
+1.32 |
588 |
4,545 |
+95 |
Apr12 |
110131 |
101.84 |
101.84 |
101.84 |
101.84 |
+1.32 |
379 |
2,756 |
+53 |
Total Volume and Open Interest |
594,628 |
954,443 |
-1,632 |
Gas Oil(ICE) |
Feb11 |
110131 |
833.75 |
849.50 |
823.00 |
835.50 |
+6.00 |
55,730 |
104,731 |
+2,432 |
Mar11 |
110131 |
839.00 |
854.25 |
828.00 |
840.50 |
+5.00 |
116,997 |
154,575 |
+2,333 |
Apr11 |
110131 |
840.50 |
857.25 |
831.25 |
843.75 |
+6.25 |
50,822 |
74,400 |
-1,476 |
May11 |
110131 |
845.00 |
860.25 |
834.75 |
846.75 |
+5.75 |
22,844 |
65,225 |
+2,634 |
Jun11 |
110131 |
848.25 |
863.25 |
837.75 |
850.00 |
+7.00 |
24,562 |
61,839 |
+2,045 |
Jul11 |
110131 |
850.25 |
865.75 |
841.00 |
853.25 |
+5.00 |
7,997 |
24,206 |
+1,932 |
Aug11 |
110131 |
846.50 |
868.75 |
846.50 |
856.50 |
+5.00 |
4,082 |
21,539 |
+22 |
Sep11 |
110131 |
856.25 |
872.50 |
849.50 |
859.50 |
+4.25 |
5,829 |
19,834 |
-636 |
Oct11 |
110131 |
858.25 |
874.25 |
853.00 |
861.25 |
+4.25 |
5,853 |
14,483 |
+636 |
Nov11 |
110131 |
854.50 |
875.25 |
854.50 |
862.75 |
+4.75 |
4,335 |
13,013 |
+1,708 |
Total Volume and Open Interest |
315,468 |
677,841 |
+11,766 |
Ethanol(CBOT) |
Jan11 |
110105 |
2.315 |
2.315 |
2.305 |
2.305 |
-0.008 |
63 |
135 |
-73 |
Feb11 |
110131 |
2.329 |
2.335 |
2.315 |
2.330 |
+0.026 |
142 |
434 |
-33 |
Mar11 |
110131 |
2.325 |
2.350 |
2.325 |
2.349 |
+0.034 |
232 |
1,490 |
-19 |
Apr11 |
110131 |
2.354 |
2.375 |
2.354 |
2.369 |
+0.038 |
55 |
1,002 |
+21 |
May11 |
110131 |
2.379 |
2.395 |
2.379 |
2.390 |
+0.043 |
30 |
515 |
+10 |
Jun11 |
110131 |
2.400 |
2.415 |
2.400 |
2.415 |
+0.042 |
71 |
716 |
+29 |
Jul11 |
110131 |
2.404 |
2.431 |
2.404 |
2.431 |
+0.042 |
5 |
799 |
+0 |
Aug11 |
110131 |
2.398 |
2.413 |
2.398 |
2.412 |
+0.040 |
50 |
916 |
+50 |
Total Volume and Open Interest |
613 |
8,304 |
+75 |
WTI Crude Oil(ICE |
Mar11 |
110131 |
90.49 |
92.84 |
88.40 |
92.19 |
+2.85 |
178,940 |
131,307 |
-3,891 |
Apr11 |
110131 |
92.38 |
94.88 |
90.89 |
94.28 |
+2.60 |
117,840 |
62,566 |
-11 |
May11 |
110131 |
93.52 |
96.34 |
92.80 |
95.82 |
+2.39 |
54,851 |
47,759 |
+2,398 |
Jun11 |
110131 |
94.75 |
97.23 |
94.16 |
96.78 |
+2.14 |
47,286 |
62,430 |
+1,711 |
Jul11 |
110131 |
95.89 |
97.96 |
95.27 |
97.53 |
+1.96 |
13,583 |
18,858 |
+364 |
Aug11 |
110131 |
96.43 |
98.40 |
95.87 |
98.05 |
+1.86 |
9,182 |
14,669 |
+1,432 |
Sep11 |
110131 |
96.79 |
98.81 |
96.30 |
98.40 |
+1.78 |
7,738 |
20,762 |
+572 |
Oct11 |
110131 |
97.08 |
98.92 |
96.70 |
98.71 |
+1.75 |
6,771 |
13,882 |
+159 |
Nov11 |
110131 |
97.00 |
99.31 |
97.00 |
99.01 |
+1.70 |
3,126 |
9,154 |
-211 |
Dec11 |
110131 |
97.37 |
99.85 |
96.95 |
99.32 |
+1.65 |
35,306 |
81,310 |
-323 |
Jan12 |
110131 |
99.56 |
99.56 |
99.56 |
99.56 |
+1.64 |
763 |
7,468 |
+59 |
Feb12 |
110131 |
99.71 |
99.71 |
99.71 |
99.71 |
+1.65 |
142 |
1,333 |
+32 |
Mar12 |
110131 |
99.78 |
99.78 |
99.78 |
99.78 |
+1.67 |
58 |
3,952 |
-1 |
Apr12 |
110131 |
99.82 |
99.82 |
99.82 |
99.82 |
+1.67 |
108 |
1,283 |
+66 |
May12 |
110131 |
99.85 |
99.85 |
99.85 |
99.85 |
+1.67 |
69 |
942 |
+1 |
Jun12 |
110131 |
98.27 |
100.25 |
98.24 |
99.89 |
+1.66 |
2,123 |
21,923 |
+649 |
Total Volume and Open Interest |
487,432 |
578,662 |
+5,521 |
US Dollar Index(ICE) |
Mar11 |
110131 |
78.455 |
78.470 |
77.665 |
77.865 |
-0.415 |
25,486 |
38,519 |
+739 |
Jun11 |
110131 |
78.750 |
78.755 |
78.050 |
78.225 |
-0.405 |
19 |
1,018 |
+3 |
Sep11 |
110131 |
78.585 |
78.585 |
78.585 |
78.585 |
-0.405 |
0 |
3 |
+0 |
Total Volume and Open Interest |
25,505 |
39,540 |
+742 |
Australian Dollar(CME) |
Mar11 |
110131 |
98.41 |
99.38 |
98.12 |
99.22 |
+0.37 |
115,096 |
114,038 |
+2,617 |
Jun11 |
110131 |
97.00 |
98.19 |
96.99 |
98.09 |
+0.37 |
189 |
701 |
-65 |
Sep11 |
110131 |
96.88 |
96.88 |
96.51 |
96.88 |
+0.37 |
0 |
14 |
+0 |
Total Volume and Open Interest |
115,285 |
114,847 |
+2,552 |
British Pound(CME) |
Mar11 |
110131 |
158.42 |
160.45 |
158.18 |
160.20 |
+1.57 |
122,793 |
99,831 |
-1,663 |
Jun11 |
110131 |
158.59 |
160.27 |
158.49 |
160.06 |
+1.57 |
46 |
608 |
-3 |
Sep11 |
110131 |
159.38 |
159.85 |
158.25 |
159.81 |
+1.56 |
0 |
8 |
+0 |
Total Volume and Open Interest |
122,839 |
100,479 |
-1,666 |
Canadian Dollar(CME) |
Mar11 |
110131 |
99.98 |
100.29 |
99.32 |
99.78 |
-0.11 |
85,639 |
113,017 |
-1,741 |
Jun11 |
110131 |
99.52 |
100.07 |
99.18 |
99.58 |
-0.11 |
219 |
3,437 |
+136 |
Sep11 |
110131 |
99.27 |
99.41 |
99.08 |
99.30 |
-0.11 |
2 |
990 |
+0 |
Dec11 |
110131 |
99.00 |
99.48 |
98.78 |
99.05 |
-0.12 |
64 |
1,349 |
+33 |
Total Volume and Open Interest |
85,929 |
118,845 |
-1,570 |
Japanese Yen(CME) |
Mar11 |
110131 |
121.80 |
122.17 |
121.61 |
121.96 |
+0.21 |
160,146 |
110,462 |
+4 |
Jun11 |
110131 |
121.93 |
122.20 |
121.76 |
122.07 |
+0.21 |
136 |
897 |
+102 |
Sep11 |
110131 |
121.84 |
122.25 |
121.84 |
122.25 |
+0.23 |
0 |
20 |
+0 |
Total Volume and Open Interest |
160,282 |
111,386 |
+106 |
Swiss Franc(CME) |
Mar11 |
110131 |
106.19 |
106.78 |
105.86 |
106.04 |
-0.15 |
31,405 |
41,784 |
-469 |
Jun11 |
110131 |
106.33 |
106.84 |
106.05 |
106.14 |
-0.14 |
20 |
84 |
+13 |
Sep11 |
110131 |
106.25 |
106.38 |
106.25 |
106.25 |
-0.13 |
0 |
6 |
+0 |
Total Volume and Open Interest |
31,425 |
41,876 |
-456 |
EuroFX(CME) |
Mar11 |
110131 |
135.75 |
137.34 |
135.64 |
136.88 |
+0.79 |
368,088 |
201,346 |
-6,914 |
Jun11 |
110131 |
135.55 |
137.14 |
135.52 |
136.71 |
+0.79 |
839 |
3,583 |
+13 |
Sep11 |
110131 |
136.50 |
136.50 |
135.67 |
136.45 |
+0.78 |
2 |
38 |
+0 |
Total Volume and Open Interest |
368,950 |
205,316 |
-6,890 |
Mexican Peso(CME) |
Feb11 |
110131 |
824.0 |
824.0 |
821.0 |
824.0 |
+3.0 |
|
|
|
Mar11 |
110131 |
817.2 |
823.2 |
814.0 |
820.5 |
+3.0 |
46,629 |
138,605 |
-4,120 |
Total Volume and Open Interest |
46,633 |
138,709 |
-4,118 |
30-Year T-Bonds(CBOT) |
Mar11 |
110131 |
121~160 |
121~230 |
120~090 |
120~200 |
-0~260 |
399,028 |
561,664 |
+1,574 |
Jun11 |
110131 |
119~250 |
119~260 |
118~220 |
119~000 |
-0~260 |
920 |
2,211 |
+679 |
Sep11 |
110131 |
117~120 |
118~060 |
117~120 |
117~120 |
-0~260 |
|
|
|
Total Volume and Open Interest |
399,948 |
563,875 |
+2,253 |
10-Year T-Notes(CBOT) |
Mar11 |
110131 |
121~100 |
121~145 |
120~195 |
120~255 |
-0~115 |
1,402,926 |
1,379,020 |
-3,593 |
Jun11 |
110131 |
119~300 |
120~015 |
119~125 |
119~175 |
-0~130 |
2,877 |
12,636 |
+1,272 |
Sep11 |
110131 |
118~140 |
118~270 |
118~140 |
118~140 |
-0~130 |
|
|
|
Total Volume and Open Interest |
1,405,803 |
1,391,660 |
-2,321 |
5-Year T-Notes(CBOT) |
Mar11 |
110131 |
118~082 |
118~096 |
118~041 |
118~053 |
-0~018 |
675,519 |
1,120,232 |
+13,961 |
Jun11 |
110131 |
117~097 |
117~097 |
117~066 |
117~070 |
-0~018 |
3,283 |
6,057 |
+774 |
Sep11 |
110131 |
116~094 |
116~112 |
116~094 |
116~094 |
-0~018 |
|
|
|
Total Volume and Open Interest |
678,802 |
1,126,289 |
+14,735 |
2 Year T-Notes(CBOT) |
Mar11 |
110131 |
109~085 |
109~086 |
109~074 |
109~076 |
-0~006 |
247,498 |
785,468 |
+4,676 |
Jun11 |
110131 |
109~044 |
109~048 |
109~044 |
109~044 |
-0~004 |
102 |
626 |
+60 |
Sep11 |
110131 |
109~010 |
109~014 |
109~010 |
109~010 |
-0~004 |
|
|
|
Total Volume and Open Interest |
247,600 |
786,094 |
+4,736 |
Eurodollars(CME) |
Mar11 |
110131 |
99.655 |
99.660 |
99.640 |
99.655 |
unch |
207,550 |
1,188,368 |
-22,077 |
Jun11 |
110131 |
99.585 |
99.590 |
99.565 |
99.575 |
-0.010 |
201,986 |
1,134,916 |
+1,091 |
Sep11 |
110131 |
99.500 |
99.505 |
99.475 |
99.480 |
-0.015 |
221,619 |
1,080,490 |
+2,256 |
Dec11 |
110131 |
99.360 |
99.370 |
99.330 |
99.340 |
-0.015 |
279,161 |
933,873 |
+15,236 |
Mar12 |
110131 |
99.160 |
99.180 |
99.125 |
99.135 |
-0.020 |
299,855 |
994,969 |
+26,589 |
Jun12 |
110131 |
98.895 |
98.920 |
98.850 |
98.860 |
-0.035 |
260,134 |
619,286 |
+6,332 |
Sep12 |
110131 |
98.620 |
98.645 |
98.565 |
98.580 |
-0.040 |
204,101 |
478,810 |
-4,469 |
Dec12 |
110131 |
98.355 |
98.375 |
98.285 |
98.305 |
-0.035 |
214,039 |
335,090 |
+8,694 |
Mar13 |
110131 |
98.070 |
98.105 |
98.015 |
98.040 |
-0.030 |
122,145 |
219,072 |
+754 |
Jun13 |
110131 |
97.810 |
97.830 |
97.735 |
97.770 |
-0.025 |
75,627 |
166,912 |
+1,626 |
Sep13 |
110131 |
97.535 |
97.560 |
97.465 |
97.505 |
-0.020 |
65,558 |
176,600 |
-3,313 |
Dec13 |
110131 |
97.280 |
97.295 |
97.190 |
97.230 |
-0.025 |
65,584 |
154,268 |
+3,392 |
Mar14 |
110131 |
97.005 |
97.040 |
96.940 |
96.975 |
-0.030 |
23,232 |
116,934 |
-357 |
Jun14 |
110131 |
96.780 |
96.785 |
96.685 |
96.720 |
-0.035 |
20,647 |
108,121 |
-1,137 |
Sep14 |
110131 |
96.545 |
96.545 |
96.440 |
96.475 |
-0.040 |
15,555 |
62,933 |
-1,510 |
Dec14 |
110131 |
96.305 |
96.310 |
96.205 |
96.235 |
-0.045 |
14,440 |
73,808 |
+73 |
Mar15 |
110131 |
96.090 |
96.110 |
96.010 |
96.035 |
-0.045 |
7,663 |
52,574 |
-47 |
Jun15 |
110131 |
4.165 |
4.165 |
4.065 |
4.095 |
-0.045 |
7,444 |
31,678 |
-551 |
Total Volume and Open Interest |
2,334,942 |
8,135,787 |
+29,551 |
30 Day Federal Funds(CBOT) |
Jan11 |
110131 |
99.830 |
99.832 |
99.830 |
99.830 |
unch |
7,003 |
71,855 |
+4,275 |
Feb11 |
110131 |
99.835 |
99.840 |
99.830 |
99.835 |
unch |
1,331 |
73,345 |
-342 |
Mar11 |
110131 |
99.845 |
99.845 |
99.835 |
99.840 |
unch |
1,959 |
52,716 |
+716 |
Apr11 |
110131 |
99.850 |
99.855 |
99.845 |
99.850 |
unch |
2,212 |
44,844 |
-268 |
May11 |
110131 |
99.855 |
99.860 |
99.850 |
99.855 |
unch |
2,630 |
62,045 |
+692 |
Jun11 |
110131 |
99.850 |
99.855 |
99.845 |
99.850 |
unch |
2,968 |
37,354 |
+721 |
Total Volume and Open Interest |
46,892 |
605,484 |
+5,484 |
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 |
110131 |
99.668 |
99.668 |
99.668 |
99.668 |
+0.005 |
0 |
1,404 |
+100 |
Jun11 |
110131 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.003 |
0 |
175 |
+100 |
Sep11 |
110131 |
99.637 |
99.637 |
99.637 |
99.637 |
+0.002 |
0 |
201 |
+0 |
Dec11 |
110131 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.005 |
0 |
75 |
+0 |
Mar12 |
110131 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.005 |
0 |
100 |
+0 |
Jun12 |
110131 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.005 |
|
|
|
Sep12 |
110131 |
99.590 |
99.590 |
99.590 |
99.590 |
+0.005 |
|
|
|
Dec12 |
110131 |
99.495 |
99.495 |
99.495 |
99.495 |
+0.005 |
|
|
|
Mar13 |
110131 |
99.495 |
99.495 |
99.495 |
99.495 |
+0.005 |
|
|
|
Jun13 |
110131 |
99.450 |
99.450 |
99.450 |
99.450 |
+0.005 |
|
|
|
Total Volume and Open Interest |
0 |
1,955 |
+200 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110131 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
3,208 |
+100 |
Jun11 |
110131 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
0 |
1,222 |
+100 |
Sep11 |
110131 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
786 |
+0 |
Dec11 |
110131 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
0 |
1,666 |
-22 |
Mar12 |
110131 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
405 |
+0 |
Jun12 |
110131 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
754 |
+0 |
Sep12 |
110131 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.00 |
0 |
310 |
+0 |
Dec12 |
110131 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.01 |
0 |
4 |
+0 |
Total Volume and Open Interest |
0 |
8,356 |
+178 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110131 |
139.87 |
140.17 |
139.80 |
140.00 |
+0.13 |
1,981 |
12,652 |
+382 |
Jun11 |
110131 |
137.91 |
137.91 |
137.91 |
137.91 |
+0.13 |
|
|
|
Sep11 |
110131 |
135.48 |
135.48 |
135.48 |
135.48 |
+0.13 |
|
|
|
Total Volume and Open Interest |
1,981 |
12,652 |
+382 |
Euro-Bund(EUREX) |
Mar11 |
110131 |
123.71 |
123.94 |
123.45 |
123.74 |
+0.01 |
824,471 |
1,318,590 |
-60,647 |
Jun11 |
110131 |
122.31 |
122.43 |
122.12 |
122.34 |
+0.02 |
73 |
3,399 |
+489 |
Sep11 |
110131 |
121.99 |
121.99 |
121.99 |
121.99 |
+0.01 |
230 |
0 |
-230 |
Total Volume and Open Interest |
824,774 |
1,321,989 |
-60,388 |
Euro-Bobl(EUREX) |
Mar11 |
110131 |
116.85 |
116.89 |
116.66 |
116.82 |
unch |
554,116 |
991,869 |
-1,712 |
Jun11 |
110131 |
115.29 |
115.40 |
115.29 |
115.40 |
+0.01 |
4,596 |
15,992 |
+3,647 |
Sep11 |
110131 |
115.40 |
115.40 |
115.40 |
115.40 |
+0.01 |
1 |
1 |
+0 |
Total Volume and Open Interest |
558,713 |
1,007,862 |
+1,935 |
3-Mth Euribor(EUREX) |
Mar11 |
110131 |
98.810 |
98.815 |
98.810 |
98.815 |
-0.005 |
5 |
5,793 |
-5 |
Jun11 |
110131 |
98.570 |
98.575 |
98.570 |
98.575 |
-0.010 |
33 |
9,283 |
-3 |
Sep11 |
110131 |
98.355 |
98.370 |
98.355 |
98.370 |
unch |
0 |
2,079 |
+3 |
Total Volume and Open Interest |
38 |
24,642 |
+56 |
Long Gilt(LIFFE) |
Mar11 |
110131 |
117~08 |
117~14 |
117~01 |
117~11 |
0~00 |
81,310 |
240,444 |
-13,910 |
Jun11 |
110131 |
116~04 |
116~04 |
116~04 |
116~04 |
0~00 |
|
|
|
Total Volume and Open Interest |
81,310 |
240,444 |
-13,910 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110131 |
99.18 |
99.18 |
99.16 |
99.16 |
-0.01 |
29,682 |
284,155 |
-4,544 |
Jun11 |
110131 |
99.01 |
99.01 |
98.97 |
98.98 |
-0.03 |
55,984 |
297,359 |
-14,176 |
Sep11 |
110131 |
98.80 |
98.80 |
98.74 |
98.76 |
-0.04 |
53,167 |
247,530 |
-23,412 |
Dec11 |
110131 |
98.53 |
98.54 |
98.48 |
98.49 |
-0.05 |
73,073 |
292,539 |
+6,949 |
Mar12 |
110131 |
98.27 |
98.27 |
98.21 |
98.22 |
-0.06 |
81,971 |
290,942 |
-7,743 |
Jun12 |
110131 |
97.99 |
98.00 |
97.92 |
97.95 |
-0.05 |
69,697 |
205,311 |
-6,134 |
Total Volume and Open Interest |
479,752 |
2,045,006 |
-45,073 |
3-Mth Euribor(LIFFE) |
Mar11 |
110131 |
98.820 |
98.830 |
98.795 |
98.815 |
-0.005 |
191,946 |
652,220 |
-1,658 |
Jun11 |
110131 |
98.585 |
98.600 |
98.545 |
98.575 |
-0.010 |
226,525 |
585,174 |
+16,653 |
Sep11 |
110131 |
98.380 |
98.385 |
98.325 |
98.370 |
unch |
196,236 |
442,433 |
+13,253 |
Total Volume and Open Interest |
1,325,475 |
3,406,908 |
+35,024 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110131 |
95.02 |
95.04 |
95.02 |
95.04 |
+0.01 |
16,850 |
175,586 |
+2,627 |
Jun11 |
110131 |
94.97 |
94.99 |
94.96 |
94.98 |
+0.01 |
22,068 |
170,524 |
+4,361 |
Sep11 |
110131 |
94.86 |
94.90 |
94.85 |
94.87 |
unch |
20,744 |
106,710 |
+9,783 |
Dec11 |
110131 |
94.76 |
94.81 |
94.75 |
94.76 |
unch |
10,169 |
63,207 |
+3,035 |
Mar12 |
110131 |
94.67 |
94.72 |
94.66 |
94.67 |
unch |
3,744 |
49,561 |
+1,055 |
Jun12 |
110131 |
94.60 |
94.65 |
94.59 |
94.60 |
-0.01 |
3,167 |
40,196 |
+619 |
Sep12 |
110131 |
94.55 |
94.60 |
94.53 |
94.56 |
+0.01 |
980 |
25,887 |
+591 |
Dec12 |
110131 |
94.50 |
94.55 |
94.50 |
94.51 |
+0.01 |
490 |
13,201 |
+337 |
Mar13 |
110131 |
94.45 |
94.52 |
94.45 |
94.48 |
+0.01 |
2 |
3,022 |
-1 |
Jun13 |
110131 |
94.42 |
94.43 |
94.42 |
94.43 |
+0.01 |
5 |
586 |
-4 |
Total Volume and Open Interest |
78,219 |
650,126 |
+22,403 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110131 |
94.49 |
94.54 |
94.47 |
94.47 |
-0.02 |
37,221 |
364,871 |
+7,486 |
Jun11 |
110131 |
94.47 |
94.47 |
94.47 |
94.47 |
-0.02 |
|
|
|
Total Volume and Open Interest |
37,221 |
364,871 |
+7,486 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110131 |
94.94 |
95.00 |
94.93 |
94.95 |
unch |
160,526 |
533,622 |
+58,414 |
Jun11 |
110131 |
94.95 |
94.95 |
94.95 |
94.95 |
unch |
|
|
|
Total Volume and Open Interest |
160,526 |
533,622 |
+58,414 |
Gold(CMX) |
Feb11 |
110131 |
1339.0 |
1345.9 |
1323.3 |
1333.8 |
-6.9 |
73,023 |
17,067 |
-25,742 |
Apr11 |
110131 |
1338.8 |
1347.2 |
1323.6 |
1334.5 |
-7.2 |
251,014 |
310,079 |
+14,024 |
Jun11 |
110131 |
1341.5 |
1348.5 |
1325.3 |
1336.1 |
-7.2 |
7,729 |
47,956 |
+1,349 |
Aug11 |
110131 |
1347.4 |
1347.4 |
1328.2 |
1337.4 |
-7.3 |
527 |
15,845 |
+90 |
Oct11 |
110131 |
1350.7 |
1350.7 |
1334.8 |
1339.1 |
-7.3 |
71 |
9,152 |
-2 |
Dec11 |
110131 |
1346.8 |
1352.1 |
1329.9 |
1340.8 |
-7.3 |
581 |
23,821 |
-3 |
Feb12 |
110131 |
1350.4 |
1350.5 |
1340.1 |
1343.0 |
-7.3 |
67 |
3,447 |
-40 |
Apr12 |
110131 |
1345.3 |
1345.3 |
1345.3 |
1345.3 |
-7.3 |
1 |
5,253 |
+0 |
Jun12 |
110131 |
1347.9 |
1347.9 |
1347.9 |
1347.9 |
-7.3 |
7 |
7,065 |
+4 |
Aug12 |
110131 |
1350.7 |
1350.7 |
1350.7 |
1350.7 |
-7.3 |
0 |
777 |
+0 |
Oct12 |
110131 |
1354.1 |
1354.1 |
1354.1 |
1354.1 |
-7.3 |
0 |
1,301 |
+0 |
Dec12 |
110131 |
1369.4 |
1369.4 |
1357.9 |
1357.9 |
-7.3 |
173 |
13,011 |
+33 |
Total Volume and Open Interest |
335,863 |
478,913 |
-10,013 |
Silver(CMX) |
Mar11 |
110131 |
2796.0 |
2842.5 |
2752.0 |
2816.9 |
+25.0 |
77,481 |
65,639 |
+693 |
May11 |
110131 |
2800.0 |
2842.5 |
2755.0 |
2819.0 |
+25.4 |
4,013 |
21,812 |
+262 |
Jul11 |
110131 |
2810.0 |
2842.0 |
2762.5 |
2820.0 |
+25.4 |
1,030 |
7,266 |
+536 |
Sep11 |
110131 |
2802.0 |
2823.5 |
2802.0 |
2820.4 |
+25.4 |
157 |
3,661 |
+9 |
Dec11 |
110131 |
2798.0 |
2840.0 |
2779.5 |
2820.8 |
+25.6 |
1,211 |
11,018 |
-652 |
Mar12 |
110131 |
2828.0 |
2828.0 |
2775.0 |
2822.3 |
+25.6 |
0 |
666 |
+0 |
May12 |
110131 |
2823.1 |
2823.1 |
2823.1 |
2823.1 |
+25.6 |
0 |
260 |
+0 |
Total Volume and Open Interest |
83,982 |
124,343 |
+842 |
Platinum(NYMEX) |
Apr11 |
110131 |
1802.9 |
1808.6 |
1776.5 |
1800.9 |
-4.1 |
7,713 |
40,116 |
-214 |
Jul11 |
110131 |
1807.5 |
1809.4 |
1780.5 |
1803.2 |
-5.4 |
81 |
1,315 |
+57 |
Oct11 |
110131 |
1794.0 |
1805.8 |
1785.1 |
1805.8 |
-5.4 |
5 |
87 |
+1 |
Jan12 |
110131 |
1807.8 |
1807.8 |
1807.8 |
1807.8 |
-5.4 |
0 |
1 |
+0 |
Total Volume and Open Interest |
7,802 |
41,540 |
-156 |
Palladium(NYMEX) |
Mar11 |
110131 |
817.00 |
822.50 |
802.85 |
820.10 |
+3.10 |
2,999 |
20,636 |
+10 |
Jun11 |
110131 |
811.50 |
823.50 |
807.50 |
821.80 |
+3.15 |
122 |
1,013 |
+36 |
Sep11 |
110131 |
823.00 |
823.00 |
823.00 |
823.00 |
+3.15 |
2 |
27 |
+2 |
Total Volume and Open Interest |
3,123 |
21,679 |
+48 |
Copper(CMX) |
Mar11 |
110131 |
435.05 |
446.20 |
433.60 |
445.85 |
+8.55 |
42,515 |
99,745 |
+346 |
May11 |
110131 |
437.00 |
446.75 |
434.40 |
446.55 |
+8.50 |
4,303 |
29,136 |
+278 |
Jul11 |
110131 |
435.00 |
446.40 |
435.00 |
446.40 |
+8.45 |
430 |
11,849 |
+78 |
Sep11 |
110131 |
445.90 |
445.90 |
445.90 |
445.90 |
+8.40 |
148 |
5,398 |
+40 |
Dec11 |
110131 |
441.65 |
443.95 |
441.65 |
443.95 |
+8.25 |
191 |
4,232 |
+113 |
Total Volume and Open Interest |
48,137 |
155,885 |
+908 |
DJIA Index(CBOT) |
Mar11 |
110131 |
11745 |
11850 |
11694 |
11840 |
+65 |
2,178 |
10,576 |
+996 |
Jun11 |
110131 |
11707 |
11775 |
11707 |
11775 |
+67 |
|
|
|
Sep11 |
110131 |
11720 |
11720 |
11655 |
11720 |
+65 |
|
|
|
Dec11 |
110131 |
11665 |
11665 |
11600 |
11665 |
+65 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,178 |
10,577 |
+996 |
S & P 500(CME) |
Mar11 |
110131 |
1271.50 |
1283.60 |
1262.60 |
1282.40 |
+10.90 |
28,370 |
302,763 |
+4,649 |
Jun11 |
110131 |
1277.50 |
1279.60 |
1276.60 |
1277.50 |
+10.90 |
561 |
7,166 |
+534 |
Sep11 |
110131 |
1272.60 |
1274.70 |
1271.70 |
1272.60 |
+10.90 |
100 |
2,863 |
+2 |
Dec11 |
110131 |
1267.70 |
1269.80 |
1266.80 |
1267.70 |
+10.90 |
175 |
636 |
+85 |
Total Volume and Open Interest |
29,206 |
313,428 |
+5,270 |
S & P 500 E-Mini(Globex) |
Mar11 |
110131 |
1269.50 |
1283.75 |
1262.25 |
1282.50 |
+11.00 |
3,238,629 |
2,694,729 |
+60,474 |
Jun11 |
110131 |
1264.75 |
1278.75 |
1259.00 |
1277.50 |
+11.00 |
2,749 |
16,848 |
+1,536 |
Total Volume and Open Interest |
3,241,382 |
2,712,037 |
+62,010 |
NASDAQ 100(CME) |
Mar11 |
110131 |
2263.50 |
2286.00 |
2250.00 |
2280.00 |
+12.00 |
6,737 |
15,281 |
-990 |
Jun11 |
110131 |
2256.00 |
2282.30 |
2256.00 |
2277.30 |
+12.00 |
0 |
700 |
+0 |
Sep11 |
110131 |
2274.80 |
2279.80 |
2274.80 |
2274.80 |
+12.00 |
|
|
|
Total Volume and Open Interest |
6,737 |
15,981 |
-990 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110131 |
2265.50 |
2286.00 |
2248.50 |
2280.00 |
+12.00 |
434,902 |
363,658 |
-9,445 |
Jun11 |
110131 |
2263.00 |
2282.00 |
2245.80 |
2277.30 |
+12.00 |
187 |
768 |
-25 |
Total Volume and Open Interest |
435,089 |
364,432 |
-9,470 |
S & P Midcap 400(CME) |
Mar11 |
110131 |
921.00 |
928.30 |
914.00 |
923.10 |
+6.60 |
2 |
2,465 |
+2 |
Jun11 |
110131 |
920.70 |
922.10 |
920.70 |
920.70 |
+6.60 |
|
|
|
Sep11 |
110131 |
918.80 |
920.20 |
918.80 |
918.80 |
+6.60 |
|
|
|
Total Volume and Open Interest |
2 |
2,465 |
+2 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110131 |
10230 |
10300 |
10170 |
10255 |
+20 |
12,481 |
40,983 |
-902 |
Jun11 |
110131 |
10220 |
10235 |
10215 |
10235 |
+20 |
236 |
154 |
+150 |
Total Volume and Open Interest |
12,717 |
41,137 |
-752 |
Nikkei 225(SGX) |
Mar11 |
110131 |
10370 |
10405 |
10170 |
10230 |
-140 |
164,721 |
241,845 |
-4,303 |
Jun11 |
110131 |
10200 |
10200 |
10110 |
10155 |
-140 |
112 |
3,228 |
+2 |
Sep11 |
110131 |
10155 |
10155 |
10155 |
10155 |
-145 |
0 |
400 |
+0 |
Total Volume and Open Interest |
164,833 |
254,414 |
-4,211 |
CAC 40(EURONEXT) |
Feb11 |
110131 |
3991.0 |
4028.5 |
3953.5 |
4006.0 |
+5.0 |
154,401 |
361,758 |
+5,520 |
Mar11 |
110131 |
3989.0 |
4027.5 |
3965.5 |
4008.0 |
+4.5 |
460 |
64,090 |
+147 |
Apr11 |
110131 |
4009.0 |
4009.0 |
4009.0 |
4009.0 |
+6.0 |
0 |
1 |
+0 |
Total Volume and Open Interest |
154,861 |
425,894 |
+5,667 |
Hang Seng Index(HKFE) |
Jan11 |
110128 |
23802 |
23805 |
23555 |
23647 |
-132 |
86,696 |
14,983 |
-11,437 |
Feb11 |
110131 |
23280 |
23539 |
23257 |
23371 |
-222 |
67,620 |
97,282 |
-2,693 |
Mar11 |
110131 |
23250 |
23450 |
23198 |
23296 |
-239 |
722 |
8,784 |
+333 |
Total Volume and Open Interest |
82,815 |
107,856 |
-17,300 |
DAX(EUREX) |
Mar11 |
110131 |
7100.0 |
7116.0 |
7041.0 |
7096.0 |
-19.0 |
149,613 |
252,608 |
-4,768 |
Jun11 |
110131 |
7117.5 |
7136.0 |
7070.0 |
7117.5 |
-18.5 |
661 |
11,224 |
-75 |
Sep11 |
110131 |
7144.0 |
7151.0 |
7090.5 |
7138.5 |
-19.0 |
58 |
505 |
-8 |
Total Volume and Open Interest |
150,332 |
264,337 |
-4,851 |
FT-SE 100(EURONEXT) |
Mar11 |
110131 |
5800.00 |
5848.00 |
5777.00 |
5833.00 |
-17.50 |
138,749 |
649,868 |
-3,991 |
Jun11 |
110131 |
5799.00 |
5799.00 |
5790.00 |
5790.50 |
-17.00 |
155 |
2,972 |
+102 |
Sep11 |
110131 |
5763.00 |
5763.00 |
5757.00 |
5757.00 |
-17.50 |
10 |
263 |
+0 |
Total Volume and Open Interest |
138,924 |
653,213 |
-3,879 |
SPI 200(SFE) |
Mar11 |
110131 |
4753.0 |
4772.0 |
4688.0 |
4726.0 |
-31.0 |
37,074 |
184,983 |
+2,267 |
Jun11 |
110131 |
4753.0 |
4753.0 |
4728.0 |
4748.0 |
-31.0 |
300 |
3,122 |
+230 |
Sep11 |
110131 |
4739.0 |
4739.0 |
4739.0 |
4739.0 |
-31.0 |
3 |
1,820 |
+0 |
Total Volume and Open Interest |
37,511 |
191,465 |
+2,581 |
GSCI(CME) |
Feb11 |
110131 |
650.00 |
3.14 |
642.40 |
0.14 |
-642.36 |
224 |
14,592 |
+50 |
Mar11 |
110131 |
6.64 |
8.14 |
649.95 |
6.64 |
-643.36 |
0 |
58 |
+0 |
Apr11 |
110131 |
10.64 |
12.64 |
0.59 |
10.64 |
+10.00 |
|
|
|
Total Volume and Open Interest |
224 |
14,650 |
+50 |
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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