|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed February 02, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110202 |
1439.50 |
1452.00 |
1430.00 |
1444.00 |
+6.00 |
119,431 |
255,615 |
+255,615 |
May11 |
110202 |
1449.25 |
1461.75 |
1443.75 |
1454.00 |
+6.00 |
38,091 |
125,093 |
+125,093 |
Jul11 |
110202 |
1453.50 |
1465.00 |
1449.00 |
1459.25 |
+6.25 |
29,539 |
98,673 |
+98,673 |
Aug11 |
110202 |
1429.25 |
1434.50 |
1425.50 |
1432.00 |
+6.00 |
1,270 |
4,870 |
+4,870 |
Sep11 |
110202 |
1392.75 |
1401.75 |
1392.75 |
1400.00 |
+6.75 |
1,648 |
4,166 |
+4,166 |
Nov11 |
110202 |
1367.50 |
1379.00 |
1362.00 |
1375.00 |
+7.00 |
22,309 |
154,029 |
+154,029 |
Jan12 |
110202 |
1369.25 |
1379.00 |
1367.00 |
1376.75 |
+6.75 |
1,463 |
13,516 |
+13,516 |
Total Volume and Open Interest |
216,862 |
677,852 |
+15,774 |
Soybean Meal(CBOT) |
Mar11 |
110202 |
388.40 |
390.70 |
384.10 |
386.90 |
-3.10 |
34,402 |
92,624 |
+92,624 |
May11 |
110202 |
391.00 |
392.70 |
386.90 |
389.50 |
-2.90 |
9,102 |
40,645 |
+40,645 |
Jul11 |
110202 |
391.10 |
393.30 |
387.30 |
389.90 |
-2.70 |
6,813 |
36,212 |
+36,212 |
Aug11 |
110202 |
381.90 |
383.00 |
379.00 |
380.50 |
-2.80 |
1,833 |
8,334 |
+8,334 |
Sep11 |
110202 |
369.90 |
373.00 |
367.80 |
370.10 |
-2.90 |
1,352 |
7,789 |
+7,789 |
Oct11 |
110202 |
357.70 |
359.90 |
355.30 |
357.70 |
-2.60 |
1,960 |
7,188 |
+7,188 |
Dec11 |
110202 |
355.10 |
357.40 |
353.00 |
355.40 |
-2.40 |
5,462 |
18,217 |
+18,217 |
Jan12 |
110202 |
353.00 |
356.80 |
353.00 |
354.50 |
-2.30 |
792 |
2,571 |
+2,571 |
Total Volume and Open Interest |
62,812 |
218,089 |
+6,842 |
Soybean Oil(CBOT) |
Mar11 |
110202 |
58.68 |
59.43 |
58.46 |
59.25 |
+0.53 |
46,222 |
182,780 |
+182,780 |
May11 |
110202 |
59.20 |
59.93 |
59.02 |
59.76 |
+0.54 |
16,176 |
79,319 |
+79,319 |
Jul11 |
110202 |
59.61 |
60.31 |
59.36 |
60.14 |
+0.53 |
9,625 |
71,166 |
+71,166 |
Aug11 |
110202 |
59.73 |
60.36 |
59.71 |
60.26 |
+0.52 |
1,222 |
7,840 |
+7,840 |
Sep11 |
110202 |
60.23 |
60.48 |
59.82 |
60.33 |
+0.51 |
973 |
10,028 |
+10,028 |
Oct11 |
110202 |
59.65 |
60.38 |
59.49 |
60.26 |
+0.50 |
2,001 |
11,018 |
+11,018 |
Dec11 |
110202 |
59.71 |
60.48 |
59.57 |
60.36 |
+0.57 |
3,489 |
36,106 |
+36,106 |
Jan12 |
110202 |
59.75 |
60.36 |
59.75 |
60.36 |
+0.57 |
128 |
504 |
+504 |
Total Volume and Open Interest |
80,354 |
400,599 |
+12,964 |
Canola(WCE) |
Mar11 |
110202 |
608.1 |
613.4 |
606.0 |
612.0 |
+3.0 |
14,779 |
89,376 |
+89,376 |
May11 |
110202 |
616.0 |
622.0 |
615.5 |
620.4 |
+2.7 |
7,635 |
42,402 |
+42,402 |
Jul11 |
110202 |
624.2 |
626.8 |
623.1 |
625.5 |
+2.4 |
775 |
18,580 |
+18,580 |
Nov11 |
110202 |
580.0 |
586.5 |
580.0 |
584.8 |
+3.5 |
2,136 |
50,319 |
+50,319 |
Jan12 |
110202 |
584.0 |
590.8 |
584.0 |
590.8 |
+4.0 |
98 |
3,284 |
+3,284 |
Total Volume and Open Interest |
25,478 |
205,740 |
-2,049 |
Corn(CBOT) |
Mar11 |
110202 |
665.50 |
674.50 |
663.25 |
669.25 |
+3.25 |
136,793 |
580,518 |
+580,518 |
May11 |
110202 |
675.75 |
685.00 |
673.50 |
679.75 |
+3.25 |
48,778 |
355,624 |
+355,624 |
Jul11 |
110202 |
680.00 |
689.25 |
678.00 |
684.50 |
+3.50 |
41,174 |
265,634 |
+265,634 |
Sep11 |
110202 |
631.00 |
639.00 |
629.25 |
635.75 |
+2.75 |
3,791 |
55,391 |
+55,391 |
Dec11 |
110202 |
595.00 |
603.00 |
592.75 |
597.75 |
+1.75 |
30,766 |
330,609 |
+330,609 |
Mar12 |
110202 |
604.00 |
610.75 |
601.75 |
609.00 |
+4.50 |
1,131 |
30,392 |
+30,392 |
Total Volume and Open Interest |
263,520 |
1,669,116 |
+29,769 |
Wheat(CBOT) |
Mar11 |
110202 |
836.00 |
864.50 |
835.50 |
863.00 |
+27.25 |
53,425 |
203,670 |
+203,670 |
May11 |
110202 |
866.00 |
895.25 |
865.00 |
894.00 |
+27.75 |
21,063 |
99,710 |
+99,710 |
Jul11 |
110202 |
885.50 |
915.75 |
885.50 |
914.75 |
+28.75 |
11,454 |
119,890 |
+119,890 |
Sep11 |
110202 |
908.00 |
937.00 |
908.00 |
936.25 |
+29.50 |
2,593 |
27,752 |
+27,752 |
Dec11 |
110202 |
922.50 |
948.75 |
922.50 |
948.25 |
+28.25 |
5,531 |
75,580 |
+75,580 |
Total Volume and Open Interest |
94,699 |
545,753 |
+1,258 |
Wheat(KCBT) |
Mar11 |
110202 |
925.50 |
953.50 |
925.00 |
952.75 |
+28.75 |
12,511 |
75,309 |
+75,309 |
May11 |
110202 |
935.25 |
964.00 |
935.25 |
963.75 |
+28.75 |
3,239 |
50,172 |
+50,172 |
Jul11 |
110202 |
942.00 |
972.25 |
942.00 |
971.25 |
+29.25 |
2,859 |
58,734 |
+58,734 |
Sep11 |
110202 |
955.00 |
979.75 |
955.00 |
979.75 |
+29.25 |
502 |
15,266 |
+15,266 |
Dec11 |
110202 |
965.75 |
989.50 |
965.75 |
988.75 |
+28.75 |
921 |
13,065 |
+13,065 |
Total Volume and Open Interest |
20,134 |
215,717 |
+1,502 |
Wheat(MGE) |
Mar11 |
110202 |
981.00 |
1014.50 |
980.25 |
1010.25 |
+29.25 |
3,310 |
20,226 |
+20,226 |
May11 |
110202 |
990.00 |
1020.25 |
990.00 |
1017.00 |
+26.75 |
1,813 |
16,329 |
+16,329 |
Jul11 |
110202 |
992.50 |
1026.75 |
992.50 |
1022.50 |
+29.75 |
1,125 |
11,369 |
+11,369 |
Sep11 |
110202 |
981.75 |
1015.50 |
981.75 |
1013.25 |
+31.50 |
606 |
11,792 |
+11,792 |
Dec11 |
110202 |
982.00 |
1015.00 |
982.00 |
1012.00 |
+29.75 |
433 |
9,272 |
+9,272 |
Total Volume and Open Interest |
7,407 |
70,869 |
+1,934 |
Oats(CBOT) |
Mar11 |
110202 |
397.00 |
414.00 |
396.00 |
413.50 |
+16.00 |
1,289 |
7,006 |
+7,006 |
May11 |
110202 |
405.00 |
416.50 |
405.00 |
416.50 |
+10.75 |
880 |
4,586 |
+4,586 |
Jul11 |
110202 |
408.50 |
416.50 |
407.00 |
416.50 |
+8.75 |
26 |
651 |
+651 |
Sep11 |
110202 |
380.25 |
381.00 |
377.00 |
381.00 |
+3.50 |
15 |
209 |
+209 |
Total Volume and Open Interest |
2,315 |
14,011 |
-16 |
Rough Rice(CBOT) |
Mar11 |
110202 |
15.94 |
16.17 |
15.71 |
15.96 |
+0.02 |
3,506 |
14,288 |
+14,288 |
May11 |
110202 |
16.24 |
16.47 |
16.02 |
16.27 |
+0.03 |
1,616 |
4,638 |
+4,638 |
Jul11 |
110202 |
16.43 |
16.64 |
16.28 |
16.53 |
+0.10 |
323 |
1,999 |
+1,999 |
Sep11 |
110202 |
16.22 |
16.44 |
16.09 |
16.32 |
+0.07 |
207 |
1,491 |
+1,491 |
Total Volume and Open Interest |
5,689 |
23,034 |
+1,972 |
Live Cattle(CME) |
Feb11 |
110202 |
109.035 |
109.980 |
107.150 |
107.750 |
-1.250 |
8,261 |
38,530 |
+38,530 |
Apr11 |
110202 |
114.700 |
115.850 |
112.250 |
113.535 |
-1.115 |
20,798 |
171,720 |
+171,720 |
Jun11 |
110202 |
114.800 |
115.600 |
112.400 |
114.200 |
-0.335 |
8,080 |
87,994 |
+87,994 |
Aug11 |
110202 |
115.000 |
115.980 |
113.035 |
114.500 |
-0.550 |
2,976 |
29,542 |
+29,542 |
Oct11 |
110202 |
118.000 |
118.850 |
116.430 |
117.600 |
-0.300 |
1,751 |
19,887 |
+19,887 |
Dec11 |
110202 |
118.600 |
119.300 |
117.000 |
118.400 |
-0.050 |
576 |
16,355 |
+16,355 |
Total Volume and Open Interest |
42,568 |
368,348 |
+7,708 |
Feeder Cattle(CME) |
Mar11 |
110202 |
127.650 |
128.350 |
124.650 |
125.800 |
-1.680 |
2,258 |
23,924 |
+23,924 |
Apr11 |
110202 |
129.200 |
129.550 |
125.900 |
127.450 |
-1.450 |
1,076 |
6,957 |
+6,957 |
May11 |
110202 |
129.400 |
129.950 |
126.400 |
127.800 |
-1.600 |
636 |
9,327 |
+9,327 |
Aug11 |
110202 |
129.900 |
130.400 |
126.900 |
128.800 |
-1.100 |
273 |
10,046 |
+10,046 |
Sep11 |
110202 |
129.500 |
130.000 |
127.200 |
128.900 |
-0.800 |
43 |
1,458 |
+1,458 |
Oct11 |
110202 |
129.300 |
129.300 |
127.050 |
128.900 |
-0.800 |
33 |
645 |
+645 |
Nov11 |
110202 |
129.400 |
129.500 |
127.500 |
128.250 |
-1.150 |
7 |
346 |
+346 |
Total Volume and Open Interest |
4,326 |
52,705 |
+287 |
Lean Hogs(CME) |
Feb11 |
110202 |
85.150 |
86.180 |
83.680 |
84.035 |
-1.045 |
7,844 |
17,089 |
+17,089 |
Apr11 |
110202 |
92.930 |
93.980 |
91.300 |
91.400 |
-1.750 |
20,990 |
103,196 |
+103,196 |
May11 |
110202 |
98.100 |
98.850 |
97.400 |
97.650 |
-0.850 |
195 |
2,341 |
+2,341 |
Jun11 |
110202 |
100.535 |
101.000 |
99.650 |
100.000 |
-0.535 |
6,467 |
58,380 |
+58,380 |
Jul11 |
110202 |
98.480 |
99.200 |
97.950 |
98.450 |
+0.200 |
1,512 |
20,316 |
+20,316 |
Aug11 |
110202 |
97.200 |
97.700 |
96.800 |
97.150 |
+0.050 |
2,156 |
17,690 |
+17,690 |
Oct11 |
110202 |
85.400 |
85.500 |
84.900 |
85.500 |
+0.250 |
802 |
14,608 |
+14,608 |
Dec11 |
110202 |
81.250 |
81.635 |
80.885 |
81.400 |
+0.150 |
225 |
6,268 |
+6,268 |
Total Volume and Open Interest |
40,295 |
242,344 |
+4,039 |
Class III Milk(CME) |
Feb11 |
110202 |
16.61 |
16.65 |
16.46 |
16.47 |
-0.18 |
337 |
5,565 |
+5,565 |
Mar11 |
110202 |
18.40 |
18.44 |
17.92 |
18.04 |
-0.40 |
709 |
5,561 |
+5,561 |
Apr11 |
110202 |
18.05 |
18.12 |
17.65 |
17.74 |
-0.38 |
789 |
4,627 |
+4,627 |
May11 |
110202 |
17.65 |
17.67 |
17.35 |
17.45 |
-0.19 |
589 |
3,972 |
+3,972 |
Jun11 |
110202 |
16.93 |
16.99 |
16.65 |
16.80 |
-0.19 |
256 |
3,049 |
+3,049 |
Total Volume and Open Interest |
3,518 |
40,243 |
+1,392 |
Cocoa(ICE) |
Mar11 |
110202 |
3380 |
3380 |
3326 |
3352 |
+39 |
13,480 |
50,314 |
+50,314 |
May11 |
110202 |
3345 |
3376 |
3330 |
3357 |
+41 |
9,456 |
44,629 |
+44,629 |
Jul11 |
110202 |
3341 |
3367 |
3323 |
3351 |
+45 |
2,264 |
16,285 |
+16,285 |
Sep11 |
110202 |
3333 |
3352 |
3311 |
3337 |
+47 |
410 |
10,388 |
+10,388 |
Dec11 |
110202 |
3300 |
3341 |
3292 |
3322 |
+40 |
1,261 |
14,693 |
+14,693 |
Mar12 |
110202 |
3350 |
3385 |
3348 |
3374 |
+43 |
2,353 |
21,983 |
+21,983 |
May12 |
110202 |
3372 |
3372 |
3372 |
3372 |
+44 |
56 |
5,148 |
+5,148 |
Total Volume and Open Interest |
29,283 |
166,379 |
+11,076 |
Coffee "C"(ICE) |
Mar11 |
110202 |
249.30 |
251.50 |
247.10 |
250.40 |
+1.00 |
14,137 |
70,474 |
+70,474 |
May11 |
110202 |
251.30 |
253.30 |
248.90 |
252.25 |
+1.00 |
5,789 |
41,093 |
+41,093 |
Jul11 |
110202 |
251.35 |
254.20 |
250.00 |
253.25 |
+1.05 |
1,523 |
14,237 |
+14,237 |
Sep11 |
110202 |
249.65 |
252.50 |
248.75 |
252.10 |
+1.35 |
357 |
5,466 |
+5,466 |
Dec11 |
110202 |
246.60 |
249.15 |
246.60 |
248.90 |
+2.15 |
868 |
9,449 |
+9,449 |
Mar12 |
110202 |
242.75 |
246.00 |
242.75 |
245.90 |
+3.05 |
69 |
1,031 |
+1,031 |
Total Volume and Open Interest |
22,758 |
142,532 |
+1,333 |
Orange Juice(ICE) |
Mar11 |
110202 |
170.30 |
174.50 |
169.45 |
169.90 |
+0.35 |
1,332 |
18,408 |
+18,408 |
May11 |
110202 |
169.40 |
173.00 |
168.60 |
169.05 |
+0.10 |
675 |
9,332 |
+9,332 |
Jul11 |
110202 |
168.60 |
168.70 |
167.75 |
168.40 |
+0.70 |
28 |
2,590 |
+2,590 |
Sep11 |
110202 |
166.50 |
167.95 |
166.50 |
167.95 |
+1.25 |
8 |
502 |
+502 |
Nov11 |
110202 |
165.00 |
166.20 |
165.00 |
166.20 |
+1.10 |
1 |
549 |
+549 |
Jan12 |
110202 |
165.70 |
165.70 |
165.70 |
165.70 |
+1.35 |
0 |
7 |
+7 |
Total Volume and Open Interest |
2,044 |
31,410 |
-242 |
Sugar #11(ICE) |
Mar11 |
110202 |
34.10 |
36.08 |
34.01 |
35.31 |
+1.35 |
53,492 |
209,039 |
+209,039 |
May11 |
110202 |
31.70 |
33.11 |
31.43 |
32.76 |
+1.25 |
30,694 |
137,041 |
+137,041 |
Jul11 |
110202 |
28.48 |
29.65 |
28.47 |
29.64 |
+1.16 |
13,953 |
129,298 |
+129,298 |
Oct11 |
110202 |
26.55 |
27.55 |
26.55 |
27.53 |
+0.93 |
11,163 |
70,457 |
+70,457 |
Mar12 |
110202 |
25.90 |
26.75 |
25.82 |
26.75 |
+0.88 |
3,414 |
49,440 |
+49,440 |
Total Volume and Open Interest |
114,602 |
646,042 |
+6,303 |
London Cocoa(LCE) |
Mar11 |
110202 |
2173 |
2189 |
2169 |
2187 |
+27 |
4,656 |
51,842 |
+51,842 |
May11 |
110202 |
2166 |
2177 |
2154 |
2173 |
+26 |
4,664 |
35,407 |
+35,407 |
Jul11 |
110202 |
2163 |
2163 |
2142 |
2159 |
+25 |
856 |
29,397 |
+29,397 |
Sep11 |
110202 |
2148 |
2150 |
2131 |
2141 |
+19 |
1,314 |
20,910 |
+20,910 |
Dec11 |
110202 |
2119 |
2120 |
2104 |
2117 |
+19 |
489 |
26,528 |
+26,528 |
Mar12 |
110202 |
2123 |
2126 |
2107 |
2125 |
+21 |
124 |
21,457 |
+21,457 |
May12 |
110202 |
2121 |
2132 |
2119 |
2132 |
+20 |
1 |
3,961 |
+3,961 |
Total Volume and Open Interest |
12,104 |
197,396 |
-1,216 |
London Sugar(LCE) |
Mar11 |
110202 |
827.00 |
857.00 |
826.30 |
844.50 |
+25.30 |
6,866 |
20,822 |
+20,822 |
May11 |
110202 |
804.50 |
832.00 |
803.60 |
820.30 |
+24.90 |
2,887 |
17,574 |
+17,574 |
Aug11 |
110202 |
755.90 |
782.00 |
755.90 |
769.30 |
+20.50 |
354 |
10,034 |
+10,034 |
Oct11 |
110202 |
694.00 |
712.00 |
694.00 |
699.90 |
+11.10 |
212 |
2,957 |
+2,957 |
Dec11 |
110202 |
674.00 |
693.00 |
674.00 |
681.50 |
+10.90 |
10 |
1,151 |
+1,151 |
Total Volume and Open Interest |
10,331 |
53,418 |
+109 |
Cotton(ICE) |
Mar11 |
110202 |
173.00 |
176.22 |
173.00 |
176.22 |
+4.00 |
14,060 |
85,629 |
+85,629 |
May11 |
110202 |
167.63 |
171.00 |
167.63 |
171.00 |
+4.00 |
7,033 |
29,124 |
+29,124 |
Jul11 |
110202 |
158.30 |
162.38 |
158.30 |
162.38 |
+4.00 |
2,175 |
36,552 |
+36,552 |
Oct11 |
110202 |
133.38 |
133.38 |
133.38 |
133.38 |
+1.51 |
6 |
176 |
+176 |
Dec11 |
110202 |
116.25 |
118.74 |
116.11 |
118.37 |
+2.14 |
3,653 |
54,969 |
+54,969 |
Mar12 |
110202 |
110.60 |
112.00 |
110.01 |
111.51 |
+1.84 |
243 |
2,909 |
+2,909 |
Total Volume and Open Interest |
27,339 |
211,690 |
+4,441 |
Lumber(CME) |
Mar11 |
110202 |
320.5 |
325.0 |
305.7 |
305.7 |
-10.0 |
1,590 |
4,882 |
+4,882 |
May11 |
110202 |
334.1 |
338.9 |
324.5 |
324.5 |
-10.0 |
1,229 |
3,907 |
+3,907 |
Jul11 |
110202 |
336.9 |
340.0 |
327.9 |
327.9 |
-10.0 |
113 |
1,370 |
+1,370 |
Sep11 |
110202 |
336.0 |
336.0 |
326.5 |
328.0 |
-8.5 |
39 |
202 |
+202 |
Total Volume and Open Interest |
2,973 |
10,363 |
+101 |
Crude Oil(NYM) |
Mar11 |
110202 |
90.51 |
91.78 |
90.10 |
90.86 |
+0.09 |
392,882 |
389,902 |
+389,902 |
Apr11 |
110202 |
93.17 |
94.28 |
92.88 |
93.68 |
+0.18 |
169,495 |
136,773 |
+136,773 |
May11 |
110202 |
95.41 |
96.09 |
94.98 |
95.78 |
+0.36 |
94,155 |
107,119 |
+107,119 |
Jun11 |
110202 |
96.44 |
97.15 |
96.21 |
97.01 |
+0.49 |
83,930 |
113,168 |
+113,168 |
Jul11 |
110202 |
97.26 |
98.00 |
97.14 |
97.91 |
+0.58 |
26,591 |
56,534 |
+56,534 |
Aug11 |
110202 |
97.83 |
98.57 |
97.72 |
98.54 |
+0.63 |
21,001 |
40,684 |
+40,684 |
Sep11 |
110202 |
98.23 |
98.99 |
98.17 |
98.99 |
+0.68 |
17,147 |
36,410 |
+36,410 |
Oct11 |
110202 |
98.82 |
99.50 |
98.58 |
99.41 |
+0.75 |
10,086 |
24,927 |
+24,927 |
Nov11 |
110202 |
99.50 |
99.82 |
99.01 |
99.82 |
+0.83 |
6,890 |
24,397 |
+24,397 |
Dec11 |
110202 |
99.35 |
100.34 |
99.30 |
100.21 |
+0.88 |
56,024 |
172,698 |
+172,698 |
Jan12 |
110202 |
99.84 |
100.50 |
99.75 |
100.49 |
+0.89 |
4,436 |
31,223 |
+31,223 |
Feb12 |
110202 |
100.16 |
100.67 |
100.00 |
100.67 |
+0.90 |
936 |
9,952 |
+9,952 |
Mar12 |
110202 |
100.78 |
100.78 |
100.78 |
100.78 |
+0.92 |
2,052 |
14,530 |
+14,530 |
Apr12 |
110202 |
100.84 |
100.84 |
100.84 |
100.84 |
+0.92 |
857 |
5,898 |
+5,898 |
May12 |
110202 |
100.88 |
100.88 |
100.88 |
100.88 |
+0.91 |
311 |
7,960 |
+7,960 |
Jun12 |
110202 |
100.03 |
100.94 |
100.03 |
100.93 |
+0.90 |
5,885 |
53,218 |
+53,218 |
Total Volume and Open Interest |
919,766 |
1,531,942 |
+20,377 |
e-miNY Crude Oil(NYM) |
Feb11 |
110119 |
91.225 |
92.100 |
90.500 |
90.850 |
-0.525 |
6,388 |
2,249 |
-394 |
Mar11 |
110202 |
90.600 |
91.775 |
90.075 |
90.850 |
+0.075 |
11,969 |
7,790 |
+7,790 |
Apr11 |
110202 |
93.550 |
94.250 |
92.900 |
93.675 |
+0.175 |
900 |
2,259 |
+2,259 |
May11 |
110202 |
95.400 |
96.000 |
95.225 |
95.775 |
+0.350 |
138 |
414 |
+414 |
Jun11 |
110202 |
97.000 |
97.000 |
97.000 |
97.000 |
+0.475 |
1 |
77 |
+77 |
Jul11 |
110202 |
97.900 |
97.900 |
97.900 |
97.900 |
+0.575 |
11 |
12 |
+12 |
Aug11 |
110202 |
98.550 |
98.550 |
98.550 |
98.550 |
+0.650 |
2 |
11 |
+11 |
Sep11 |
110202 |
99.000 |
99.000 |
99.000 |
99.000 |
+0.700 |
1 |
6 |
+6 |
Oct11 |
110202 |
99.400 |
99.400 |
99.400 |
99.400 |
+0.750 |
0 |
42 |
+42 |
Nov11 |
110202 |
99.825 |
99.825 |
99.825 |
99.825 |
+0.825 |
0 |
3 |
+3 |
Total Volume and Open Interest |
13,023 |
10,910 |
-515 |
Heating Oil(NYM) |
Mar11 |
110202 |
275.51 |
278.61 |
274.85 |
278.07 |
+2.37 |
63,710 |
113,263 |
+113,263 |
Apr11 |
110202 |
275.05 |
278.27 |
274.61 |
277.84 |
+2.62 |
29,457 |
46,038 |
+46,038 |
May11 |
110202 |
275.26 |
278.22 |
274.60 |
277.73 |
+2.70 |
15,948 |
26,274 |
+26,274 |
Jun11 |
110202 |
276.10 |
278.74 |
275.10 |
278.27 |
+2.82 |
18,157 |
39,171 |
+39,171 |
Jul11 |
110202 |
277.22 |
279.83 |
276.61 |
279.48 |
+2.89 |
4,055 |
12,494 |
+12,494 |
Aug11 |
110202 |
278.97 |
281.00 |
278.17 |
280.75 |
+2.86 |
1,452 |
9,398 |
+9,398 |
Sep11 |
110202 |
280.25 |
282.75 |
279.66 |
282.48 |
+2.88 |
2,373 |
10,387 |
+10,387 |
Oct11 |
110202 |
281.79 |
284.47 |
281.52 |
284.19 |
+2.89 |
1,000 |
4,888 |
+4,888 |
Nov11 |
110202 |
283.79 |
285.99 |
283.60 |
285.99 |
+2.95 |
886 |
5,570 |
+5,570 |
Dec11 |
110202 |
285.03 |
287.81 |
284.35 |
287.55 |
+3.01 |
6,826 |
22,669 |
+22,669 |
Jan12 |
110202 |
287.51 |
288.75 |
287.51 |
288.75 |
+2.95 |
408 |
4,963 |
+4,963 |
Feb12 |
110202 |
289.20 |
289.20 |
289.20 |
289.20 |
+2.95 |
8 |
870 |
+870 |
Total Volume and Open Interest |
144,589 |
305,609 |
+888 |
Gasoline(NYMEX) |
Mar11 |
110202 |
251.80 |
252.29 |
248.73 |
249.85 |
-2.09 |
40,217 |
105,602 |
+105,602 |
Apr11 |
110202 |
265.50 |
266.33 |
263.57 |
265.02 |
-0.82 |
18,447 |
43,438 |
+43,438 |
May11 |
110202 |
266.95 |
267.05 |
265.22 |
266.38 |
-0.48 |
8,315 |
31,591 |
+31,591 |
Jun11 |
110202 |
267.10 |
267.60 |
265.38 |
266.82 |
-0.23 |
6,999 |
29,120 |
+29,120 |
Jul11 |
110202 |
265.97 |
267.03 |
265.26 |
266.46 |
-0.02 |
2,713 |
11,711 |
+11,711 |
Aug11 |
110202 |
265.57 |
266.18 |
265.04 |
265.76 |
+0.15 |
2,479 |
8,646 |
+8,646 |
Sep11 |
110202 |
264.37 |
264.43 |
263.64 |
264.27 |
+0.34 |
1,273 |
6,180 |
+6,180 |
Oct11 |
110202 |
253.67 |
254.02 |
253.52 |
253.91 |
+0.58 |
692 |
5,458 |
+5,458 |
Nov11 |
110202 |
252.29 |
252.29 |
252.29 |
252.29 |
+0.81 |
607 |
2,126 |
+2,126 |
Dec11 |
110202 |
251.33 |
251.90 |
251.00 |
251.73 |
+1.04 |
1,391 |
20,048 |
+20,048 |
Total Volume and Open Interest |
83,230 |
278,309 |
-2,491 |
e-miNY RBOB Gasoline(NYM) |
Mar11 |
110202 |
249.90 |
249.90 |
249.85 |
249.90 |
-2.00 |
2 |
5 |
+5 |
Apr11 |
110202 |
265.00 |
265.02 |
265.00 |
265.00 |
-0.80 |
0 |
1 |
+1 |
May11 |
110202 |
266.40 |
266.40 |
266.38 |
266.40 |
-0.50 |
0 |
1 |
+1 |
Jun11 |
110202 |
266.80 |
266.82 |
266.80 |
266.80 |
-0.30 |
0 |
1 |
+1 |
Total Volume and Open Interest |
2 |
10 |
+1 |
Natural Gas(NYM) |
Mar11 |
110202 |
4.351 |
4.445 |
4.339 |
4.429 |
+0.082 |
100,146 |
249,210 |
+249,210 |
Apr11 |
110202 |
4.370 |
4.458 |
4.364 |
4.445 |
+0.079 |
44,996 |
108,159 |
+108,159 |
May11 |
110202 |
4.410 |
4.498 |
4.408 |
4.485 |
+0.076 |
19,062 |
96,205 |
+96,205 |
Jun11 |
110202 |
4.465 |
4.550 |
4.460 |
4.539 |
+0.082 |
10,823 |
25,101 |
+25,101 |
Jul11 |
110202 |
4.506 |
4.596 |
4.506 |
4.586 |
+0.080 |
10,108 |
33,458 |
+33,458 |
Aug11 |
110202 |
4.559 |
4.621 |
4.543 |
4.609 |
+0.076 |
3,543 |
20,589 |
+20,589 |
Sep11 |
110202 |
4.559 |
4.625 |
4.540 |
4.611 |
+0.075 |
2,761 |
14,756 |
+14,756 |
Oct11 |
110202 |
4.585 |
4.666 |
4.578 |
4.652 |
+0.074 |
12,013 |
58,375 |
+58,375 |
Nov11 |
110202 |
4.770 |
4.802 |
4.729 |
4.791 |
+0.063 |
3,161 |
25,182 |
+25,182 |
Dec11 |
110202 |
4.956 |
5.010 |
4.954 |
5.005 |
+0.057 |
1,464 |
23,403 |
+23,403 |
Jan12 |
110202 |
5.070 |
5.131 |
5.060 |
5.120 |
+0.055 |
5,488 |
45,002 |
+45,002 |
Feb12 |
110202 |
5.075 |
5.097 |
5.045 |
5.097 |
+0.055 |
859 |
10,842 |
+10,842 |
Mar12 |
110202 |
5.000 |
5.025 |
4.975 |
5.025 |
+0.053 |
1,505 |
24,965 |
+24,965 |
Apr12 |
110202 |
4.814 |
4.852 |
4.814 |
4.850 |
+0.048 |
1,555 |
20,973 |
+20,973 |
May12 |
110202 |
4.849 |
4.855 |
4.823 |
4.855 |
+0.048 |
210 |
5,213 |
+5,213 |
Jun12 |
110202 |
4.850 |
4.877 |
4.850 |
4.877 |
+0.045 |
306 |
4,341 |
+4,341 |
Total Volume and Open Interest |
219,239 |
831,568 |
+4,047 |
Brent Crude Oil(ICE) |
Mar11 |
110202 |
101.70 |
102.59 |
101.29 |
102.34 |
+0.60 |
181,776 |
193,708 |
+193,708 |
Apr11 |
110202 |
102.00 |
102.91 |
101.56 |
102.66 |
+0.75 |
114,762 |
173,080 |
+173,080 |
May11 |
110202 |
102.24 |
103.20 |
101.80 |
102.96 |
+0.81 |
56,205 |
94,627 |
+94,627 |
Jun11 |
110202 |
102.60 |
103.45 |
102.02 |
103.21 |
+0.86 |
49,938 |
117,671 |
+117,671 |
Jul11 |
110202 |
102.67 |
103.50 |
102.12 |
103.38 |
+0.94 |
12,496 |
36,343 |
+36,343 |
Aug11 |
110202 |
102.73 |
103.58 |
102.28 |
103.47 |
+0.98 |
4,787 |
16,908 |
+16,908 |
Sep11 |
110202 |
102.77 |
103.63 |
102.34 |
103.53 |
+1.01 |
4,662 |
28,039 |
+28,039 |
Oct11 |
110202 |
102.84 |
103.70 |
102.41 |
103.61 |
+1.05 |
6,498 |
20,906 |
+20,906 |
Nov11 |
110202 |
102.88 |
103.74 |
102.45 |
103.66 |
+1.07 |
4,543 |
13,214 |
+13,214 |
Dec11 |
110202 |
102.92 |
103.87 |
102.37 |
103.71 |
+1.09 |
29,993 |
107,070 |
+107,070 |
Jan12 |
110202 |
102.72 |
103.77 |
102.71 |
103.77 |
+1.11 |
2,954 |
13,225 |
+13,225 |
Feb12 |
110202 |
102.74 |
103.84 |
102.70 |
103.84 |
+1.16 |
1,804 |
6,483 |
+6,483 |
Mar12 |
110202 |
103.89 |
103.89 |
103.87 |
103.87 |
+1.19 |
2,363 |
5,030 |
+5,030 |
Apr12 |
110202 |
103.85 |
103.85 |
103.85 |
103.85 |
+1.19 |
356 |
2,810 |
+2,810 |
Total Volume and Open Interest |
487,381 |
943,627 |
-10,816 |
Gas Oil(ICE) |
Feb11 |
110202 |
851.00 |
859.75 |
849.00 |
858.00 |
+11.75 |
41,227 |
94,863 |
+94,863 |
Mar11 |
110202 |
856.00 |
865.25 |
853.75 |
863.00 |
+12.00 |
107,345 |
169,838 |
+169,838 |
Apr11 |
110202 |
861.00 |
868.50 |
856.75 |
866.25 |
+12.25 |
38,204 |
77,760 |
+77,760 |
May11 |
110202 |
861.00 |
871.50 |
860.25 |
869.00 |
+12.25 |
22,498 |
61,376 |
+61,376 |
Jun11 |
110202 |
866.25 |
875.00 |
862.75 |
872.00 |
+12.25 |
26,220 |
64,515 |
+64,515 |
Jul11 |
110202 |
869.00 |
878.00 |
867.50 |
875.25 |
+12.50 |
4,941 |
25,883 |
+25,883 |
Aug11 |
110202 |
872.25 |
880.50 |
870.25 |
878.75 |
+12.75 |
2,630 |
22,352 |
+22,352 |
Sep11 |
110202 |
875.50 |
883.00 |
873.50 |
882.00 |
+13.00 |
3,041 |
20,435 |
+20,435 |
Oct11 |
110202 |
876.00 |
884.75 |
875.75 |
884.00 |
+13.25 |
2,254 |
14,723 |
+14,723 |
Nov11 |
110202 |
877.25 |
885.75 |
876.50 |
885.25 |
+13.25 |
1,423 |
12,603 |
+12,603 |
Total Volume and Open Interest |
263,974 |
691,312 |
+13,471 |
Ethanol(CBOT) |
Feb11 |
110202 |
2.340 |
2.340 |
2.335 |
2.335 |
unch |
112 |
234 |
+234 |
Mar11 |
110202 |
2.366 |
2.366 |
2.350 |
2.361 |
+0.003 |
481 |
1,443 |
+1,443 |
Apr11 |
110202 |
2.385 |
2.385 |
2.374 |
2.378 |
-0.001 |
195 |
1,082 |
+1,082 |
May11 |
110202 |
2.412 |
2.412 |
2.396 |
2.399 |
-0.001 |
17 |
504 |
+504 |
Jun11 |
110202 |
2.425 |
2.425 |
2.420 |
2.424 |
-0.001 |
1 |
731 |
+731 |
Jul11 |
110202 |
2.442 |
2.442 |
2.435 |
2.438 |
-0.001 |
21 |
807 |
+807 |
Aug11 |
110202 |
2.423 |
2.423 |
2.402 |
2.414 |
-0.008 |
28 |
748 |
+748 |
Sep11 |
110202 |
2.357 |
2.357 |
2.357 |
2.357 |
+0.001 |
10 |
494 |
+494 |
Total Volume and Open Interest |
895 |
7,907 |
-397 |
WTI Crude Oil(ICE |
Mar11 |
110202 |
90.78 |
91.77 |
90.08 |
90.86 |
+0.09 |
101,866 |
131,229 |
+131,229 |
Apr11 |
110202 |
93.66 |
94.23 |
92.87 |
93.68 |
+0.18 |
65,715 |
65,309 |
+65,309 |
May11 |
110202 |
95.54 |
95.95 |
95.00 |
95.78 |
+0.36 |
30,707 |
50,460 |
+50,460 |
Jun11 |
110202 |
96.65 |
97.14 |
96.22 |
97.01 |
+0.49 |
25,589 |
59,965 |
+59,965 |
Jul11 |
110202 |
97.63 |
97.91 |
97.41 |
97.91 |
+0.58 |
5,874 |
19,546 |
+19,546 |
Aug11 |
110202 |
98.21 |
98.54 |
98.00 |
98.54 |
+0.63 |
3,932 |
15,734 |
+15,734 |
Sep11 |
110202 |
98.82 |
99.03 |
98.47 |
98.99 |
+0.68 |
4,538 |
20,654 |
+20,654 |
Oct11 |
110202 |
99.19 |
99.45 |
98.78 |
99.41 |
+0.75 |
3,600 |
14,710 |
+14,710 |
Nov11 |
110202 |
99.54 |
99.86 |
99.16 |
99.82 |
+0.83 |
3,326 |
9,536 |
+9,536 |
Dec11 |
110202 |
99.67 |
100.24 |
99.40 |
100.21 |
+0.88 |
21,072 |
85,050 |
+85,050 |
Jan12 |
110202 |
100.45 |
100.49 |
100.45 |
100.49 |
+0.89 |
1,991 |
9,376 |
+9,376 |
Feb12 |
110202 |
100.67 |
100.67 |
100.67 |
100.67 |
+0.90 |
50 |
1,318 |
+1,318 |
Mar12 |
110202 |
100.78 |
100.78 |
100.78 |
100.78 |
+0.92 |
56 |
3,979 |
+3,979 |
Apr12 |
110202 |
100.84 |
100.84 |
100.84 |
100.84 |
+0.92 |
114 |
1,333 |
+1,333 |
May12 |
110202 |
100.88 |
100.88 |
100.88 |
100.88 |
+0.91 |
28 |
942 |
+942 |
Jun12 |
110202 |
100.50 |
100.93 |
100.26 |
100.93 |
+0.90 |
650 |
21,905 |
+21,905 |
Total Volume and Open Interest |
274,394 |
589,977 |
+11,315 |
US Dollar Index(ICE) |
Mar11 |
110202 |
77.140 |
77.430 |
77.000 |
77.277 |
+0.085 |
23,584 |
41,426 |
+41,426 |
Jun11 |
110202 |
77.500 |
77.725 |
77.375 |
77.628 |
+0.075 |
53 |
1,041 |
+1,041 |
Sep11 |
110202 |
77.988 |
77.988 |
77.988 |
77.988 |
+0.075 |
1 |
4 |
+4 |
Total Volume and Open Interest |
23,638 |
42,472 |
+2,932 |
Australian Dollar(CME) |
Mar11 |
110202 |
100.54 |
100.84 |
100.06 |
100.34 |
-0.36 |
121,194 |
120,167 |
+120,167 |
Jun11 |
110202 |
99.66 |
99.66 |
98.98 |
99.20 |
-0.35 |
174 |
715 |
+715 |
Sep11 |
110202 |
97.98 |
98.32 |
97.98 |
97.98 |
-0.34 |
0 |
14 |
+14 |
Total Volume and Open Interest |
121,368 |
120,991 |
+6,144 |
British Pound(CME) |
Mar11 |
110202 |
161.32 |
162.25 |
161.24 |
161.67 |
+0.32 |
136,837 |
107,972 |
+107,972 |
Jun11 |
110202 |
161.50 |
161.95 |
161.19 |
161.49 |
+0.30 |
161 |
568 |
+568 |
Sep11 |
110202 |
161.18 |
161.18 |
160.92 |
161.18 |
+0.26 |
14 |
15 |
+15 |
Total Volume and Open Interest |
137,012 |
108,587 |
+8,108 |
Canadian Dollar(CME) |
Mar11 |
110202 |
100.84 |
101.34 |
100.70 |
101.10 |
+0.40 |
92,940 |
113,288 |
+113,288 |
Jun11 |
110202 |
100.65 |
101.10 |
100.49 |
100.88 |
+0.39 |
507 |
3,640 |
+3,640 |
Sep11 |
110202 |
100.58 |
100.64 |
100.22 |
100.61 |
+0.39 |
53 |
1,023 |
+1,023 |
Dec11 |
110202 |
100.40 |
100.42 |
99.97 |
100.35 |
+0.38 |
107 |
1,484 |
+1,484 |
Total Volume and Open Interest |
93,611 |
119,488 |
+643 |
Japanese Yen(CME) |
Mar11 |
110202 |
122.89 |
123.00 |
122.19 |
122.56 |
-0.29 |
131,166 |
115,324 |
+115,324 |
Jun11 |
110202 |
122.88 |
123.05 |
122.46 |
122.67 |
-0.29 |
215 |
1,028 |
+1,028 |
Sep11 |
110202 |
122.85 |
123.14 |
122.85 |
122.85 |
-0.29 |
1 |
25 |
+25 |
Total Volume and Open Interest |
131,382 |
116,384 |
+4,998 |
Swiss Franc(CME) |
Mar11 |
110202 |
106.96 |
107.23 |
105.93 |
106.21 |
-0.63 |
56,030 |
46,650 |
+46,650 |
Jun11 |
110202 |
107.02 |
107.30 |
106.15 |
106.31 |
-0.64 |
38 |
92 |
+92 |
Sep11 |
110202 |
106.42 |
107.06 |
106.42 |
106.42 |
-0.64 |
0 |
6 |
+6 |
Total Volume and Open Interest |
56,068 |
46,750 |
+4,874 |
EuroFX(CME) |
Mar11 |
110202 |
138.15 |
138.56 |
137.60 |
137.92 |
-0.21 |
365,982 |
207,547 |
+207,547 |
Jun11 |
110202 |
138.02 |
138.37 |
137.46 |
137.74 |
-0.22 |
713 |
3,799 |
+3,799 |
Sep11 |
110202 |
138.00 |
138.00 |
137.47 |
137.47 |
-0.22 |
10 |
35 |
+35 |
Total Volume and Open Interest |
366,707 |
211,730 |
+6,414 |
Mexican Peso(CME) |
Feb11 |
110202 |
832.8 |
834.0 |
832.8 |
832.8 |
-1.2 |
|
|
|
Mar11 |
110202 |
830.5 |
831.0 |
827.2 |
829.2 |
-1.2 |
46,847 |
151,629 |
+151,629 |
Total Volume and Open Interest |
46,847 |
151,734 |
+13,025 |
30-Year T-Bonds(CBOT) |
Mar11 |
110202 |
119~300 |
120~220 |
119~080 |
119~170 |
-0~130 |
|
|
|
Jun11 |
110202 |
118~100 |
119~010 |
117~210 |
117~290 |
-0~130 |
930 |
2,671 |
+2,671 |
Sep11 |
110202 |
117~030 |
117~030 |
116~090 |
116~090 |
-0~130 |
|
|
|
Total Volume and Open Interest |
286,317 |
560,523 |
-3,352 |
10-Year T-Notes(CBOT) |
Mar11 |
110202 |
120~105 |
120~225 |
119~225 |
119~285 |
-0~130 |
1,140,337 |
1,351,342 |
+1,351,342 |
Jun11 |
110202 |
119~030 |
119~110 |
118~150 |
118~195 |
-0~130 |
8,238 |
14,190 |
+14,190 |
Sep11 |
110202 |
117~160 |
117~290 |
117~160 |
117~160 |
-0~130 |
|
|
|
Total Volume and Open Interest |
1,148,575 |
1,365,536 |
-26,124 |
5-Year T-Notes(CBOT) |
Mar11 |
110202 |
118~016 |
118~032 |
117~080 |
117~088 |
-0~049 |
|
|
|
Jun11 |
110202 |
116~105 |
117~023 |
116~096 |
116~098 |
-0~053 |
1,666 |
9,391 |
+9,391 |
Sep11 |
110202 |
115~122 |
116~047 |
115~122 |
115~122 |
-0~053 |
|
|
|
Total Volume and Open Interest |
578,391 |
1,120,310 |
-5,979 |
2 Year T-Notes(CBOT) |
Mar11 |
110202 |
109~066 |
109~068 |
109~046 |
109~051 |
-0~013 |
249,174 |
795,178 |
+795,178 |
Jun11 |
110202 |
109~030 |
109~030 |
109~013 |
109~016 |
-0~014 |
488 |
935 |
+935 |
Sep11 |
110202 |
108~110 |
108~124 |
108~110 |
108~110 |
-0~014 |
|
|
|
Total Volume and Open Interest |
249,662 |
796,113 |
+10,019 |
Eurodollars(CME) |
Mar11 |
110202 |
99.660 |
99.665 |
99.655 |
99.660 |
+0.005 |
150,562 |
1,158,244 |
+1,158,244 |
Jun11 |
110202 |
99.580 |
99.585 |
99.565 |
99.570 |
-0.005 |
175,422 |
1,134,061 |
+1,134,061 |
Sep11 |
110202 |
99.475 |
99.480 |
99.430 |
99.445 |
-0.020 |
202,998 |
1,113,626 |
+1,113,626 |
Dec11 |
110202 |
99.325 |
99.325 |
99.255 |
99.275 |
-0.035 |
257,644 |
955,537 |
+955,537 |
Mar12 |
110202 |
99.105 |
99.105 |
99.010 |
99.035 |
-0.050 |
286,105 |
1,053,721 |
+1,053,721 |
Jun12 |
110202 |
98.810 |
98.815 |
98.700 |
98.725 |
-0.070 |
235,755 |
643,027 |
+643,027 |
Sep12 |
110202 |
98.515 |
98.520 |
98.385 |
98.405 |
-0.090 |
183,780 |
513,001 |
+513,001 |
Dec12 |
110202 |
98.215 |
98.235 |
98.080 |
98.095 |
-0.110 |
182,555 |
353,005 |
+353,005 |
Mar13 |
110202 |
97.950 |
97.970 |
97.800 |
97.815 |
-0.120 |
132,045 |
225,400 |
+225,400 |
Jun13 |
110202 |
97.670 |
97.700 |
97.530 |
97.545 |
-0.120 |
90,558 |
176,476 |
+176,476 |
Sep13 |
110202 |
97.410 |
97.435 |
97.265 |
97.280 |
-0.120 |
70,099 |
187,213 |
+187,213 |
Dec13 |
110202 |
97.135 |
97.170 |
97.000 |
97.010 |
-0.125 |
59,008 |
154,966 |
+154,966 |
Mar14 |
110202 |
96.890 |
96.925 |
96.755 |
96.770 |
-0.120 |
26,861 |
119,063 |
+119,063 |
Jun14 |
110202 |
96.640 |
96.680 |
96.515 |
96.530 |
-0.110 |
22,934 |
111,153 |
+111,153 |
Sep14 |
110202 |
96.405 |
96.450 |
96.285 |
96.305 |
-0.100 |
18,831 |
65,981 |
+65,981 |
Dec14 |
110202 |
96.165 |
96.215 |
96.055 |
96.075 |
-0.095 |
18,914 |
76,038 |
+76,038 |
Mar15 |
110202 |
95.965 |
96.025 |
95.870 |
95.885 |
-0.090 |
9,624 |
52,078 |
+52,078 |
Jun15 |
110202 |
4.025 |
4.095 |
3.940 |
3.955 |
-0.080 |
10,318 |
32,957 |
+32,957 |
Total Volume and Open Interest |
2,164,370 |
8,341,997 |
+206,210 |
30 Day Federal Funds(CBOT) |
Feb11 |
110202 |
99.835 |
99.835 |
99.830 |
99.835 |
unch |
681 |
71,370 |
+71,370 |
Mar11 |
110202 |
99.840 |
99.840 |
99.835 |
99.840 |
unch |
2,665 |
57,086 |
+57,086 |
Apr11 |
110202 |
99.845 |
99.850 |
99.840 |
99.845 |
unch |
2,991 |
46,948 |
+46,948 |
May11 |
110202 |
99.850 |
99.850 |
99.840 |
99.850 |
unch |
2,810 |
61,707 |
+61,707 |
Jun11 |
110202 |
99.850 |
99.850 |
99.835 |
99.845 |
-0.005 |
2,509 |
38,337 |
+38,337 |
Jul11 |
110202 |
99.835 |
99.840 |
99.820 |
99.825 |
-0.010 |
1,464 |
39,247 |
+39,247 |
Total Volume and Open Interest |
32,487 |
544,417 |
-61,067 |
30 Day Fed Funds(e-CBOT) |
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 |
110202 |
99.668 |
99.668 |
99.662 |
99.662 |
-0.005 |
2,500 |
3,904 |
+3,904 |
Jun11 |
110202 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
0 |
175 |
+175 |
Sep11 |
110202 |
99.637 |
99.637 |
99.637 |
99.637 |
unch |
|
|
|
Dec11 |
110202 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
0 |
75 |
+75 |
Mar12 |
110202 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
Jun12 |
110202 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep12 |
110202 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Dec12 |
110202 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Mar13 |
110202 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Jun13 |
110202 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
Total Volume and Open Interest |
10 |
3,967 |
+2,012 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110202 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
1,922 |
5,460 |
+5,460 |
Jun11 |
110202 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,222 |
+1,222 |
Sep11 |
110202 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
786 |
+786 |
Dec11 |
110202 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
2 |
1,625 |
+1,625 |
Mar12 |
110202 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
405 |
+405 |
Jun12 |
110202 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+754 |
Sep12 |
110202 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
310 |
+310 |
Dec12 |
110202 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
4 |
+4 |
Total Volume and Open Interest |
1,924 |
10,567 |
+2,211 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110202 |
139.67 |
139.81 |
139.57 |
139.71 |
-0.29 |
1,934 |
0 |
-12,652 |
Jun11 |
110202 |
139.19 |
139.19 |
138.88 |
138.88 |
+1.27 |
0 |
1 |
+1 |
Sep11 |
110202 |
136.45 |
136.45 |
136.45 |
136.45 |
+1.27 |
|
|
|
Total Volume and Open Interest |
1,988 |
12,600 |
-52 |
Euro-Bund(EUREX) |
Mar11 |
110202 |
123.10 |
123.29 |
122.68 |
122.87 |
-0.14 |
997,784 |
1,430,804 |
+1,430,804 |
Jun11 |
110202 |
121.79 |
121.86 |
121.30 |
121.46 |
-0.14 |
1,402 |
8,794 |
+8,794 |
Sep11 |
110202 |
121.10 |
121.10 |
121.10 |
121.10 |
-0.14 |
|
|
|
Total Volume and Open Interest |
999,186 |
1,439,598 |
+117,609 |
Euro-Bobl(EUREX) |
Mar11 |
110202 |
116.61 |
116.79 |
116.33 |
116.49 |
-0.33 |
512,535 |
0 |
-991,869 |
Jun11 |
110202 |
115.05 |
115.06 |
114.95 |
115.06 |
-0.09 |
131 |
19,711 |
+19,711 |
Sep11 |
110202 |
114.57 |
114.57 |
114.57 |
114.57 |
-0.08 |
1 |
0 |
+0 |
Total Volume and Open Interest |
602,567 |
1,072,590 |
+64,728 |
3-Mth Euribor(EUREX) |
Mar11 |
110202 |
98.840 |
98.840 |
98.815 |
98.815 |
-0.010 |
3 |
5,796 |
+5,796 |
Jun11 |
110202 |
98.565 |
98.565 |
98.520 |
98.525 |
-0.030 |
45 |
9,412 |
+9,412 |
Sep11 |
110202 |
98.345 |
98.345 |
98.290 |
98.290 |
-0.045 |
0 |
2,222 |
+2,222 |
Total Volume and Open Interest |
94 |
24,925 |
+283 |
Long Gilt(LIFFE) |
Mar11 |
110202 |
116~27 |
116~32 |
116~09 |
116~14 |
-0~12 |
139,580 |
249,466 |
+249,466 |
Jun11 |
110202 |
115~07 |
115~07 |
115~07 |
115~07 |
-0~12 |
|
|
|
Total Volume and Open Interest |
139,580 |
249,466 |
+9,022 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110202 |
99.15 |
99.15 |
99.08 |
99.08 |
-0.06 |
119,660 |
297,087 |
+297,087 |
Jun11 |
110202 |
98.93 |
98.93 |
98.83 |
98.84 |
-0.08 |
174,444 |
316,544 |
+316,544 |
Sep11 |
110202 |
98.69 |
98.69 |
98.57 |
98.59 |
-0.08 |
167,142 |
258,945 |
+258,945 |
Dec11 |
110202 |
98.40 |
98.41 |
98.28 |
98.31 |
-0.08 |
167,380 |
293,410 |
+293,410 |
Mar12 |
110202 |
98.11 |
98.13 |
98.00 |
98.02 |
-0.08 |
169,365 |
297,870 |
+297,870 |
Jun12 |
110202 |
97.81 |
97.84 |
97.71 |
97.74 |
-0.08 |
91,178 |
209,389 |
+209,389 |
Total Volume and Open Interest |
994,499 |
2,112,699 |
+67,693 |
3-Mth Euribor(LIFFE) |
Mar11 |
110202 |
98.815 |
98.850 |
98.800 |
98.815 |
-0.010 |
250,063 |
656,713 |
+656,713 |
Jun11 |
110202 |
98.540 |
98.600 |
98.515 |
98.525 |
-0.030 |
306,473 |
613,850 |
+613,850 |
Sep11 |
110202 |
98.330 |
98.360 |
98.270 |
98.290 |
-0.045 |
249,715 |
478,011 |
+478,011 |
Total Volume and Open Interest |
1,452,540 |
3,566,972 |
+160,064 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110202 |
95.03 |
95.04 |
95.02 |
95.04 |
unch |
10,019 |
172,224 |
+172,224 |
Jun11 |
110202 |
94.97 |
94.97 |
94.94 |
94.96 |
-0.02 |
18,589 |
175,715 |
+175,715 |
Sep11 |
110202 |
94.86 |
94.87 |
94.82 |
94.86 |
-0.01 |
25,850 |
116,367 |
+116,367 |
Dec11 |
110202 |
94.75 |
94.75 |
94.69 |
94.73 |
-0.02 |
11,663 |
70,337 |
+70,337 |
Mar12 |
110202 |
94.65 |
94.65 |
94.59 |
94.63 |
-0.02 |
2,616 |
50,215 |
+50,215 |
Jun12 |
110202 |
94.58 |
94.58 |
94.52 |
94.57 |
-0.01 |
1,364 |
39,689 |
+39,689 |
Sep12 |
110202 |
94.50 |
94.53 |
94.48 |
94.51 |
-0.01 |
274 |
26,835 |
+26,835 |
Dec12 |
110202 |
94.44 |
94.46 |
94.41 |
94.45 |
-0.02 |
576 |
13,747 |
+13,747 |
Mar13 |
110202 |
94.39 |
94.42 |
94.35 |
94.42 |
-0.02 |
3 |
3,031 |
+3,031 |
Jun13 |
110202 |
94.33 |
94.37 |
94.32 |
94.37 |
-0.03 |
4 |
588 |
+588 |
Total Volume and Open Interest |
70,800 |
671,435 |
+21,309 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110202 |
94.46 |
94.46 |
94.38 |
94.44 |
-0.02 |
45,317 |
377,090 |
+377,090 |
Jun11 |
110202 |
94.44 |
94.44 |
94.44 |
94.44 |
-0.02 |
|
|
|
Total Volume and Open Interest |
45,317 |
377,090 |
+12,219 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110202 |
94.91 |
94.92 |
94.87 |
94.92 |
-0.03 |
|
|
|
Jun11 |
110202 |
94.92 |
94.92 |
94.92 |
94.92 |
-0.01 |
|
|
|
Total Volume and Open Interest |
165,914 |
610,233 |
+76,611 |
Gold(CMX) |
Feb11 |
110202 |
1344.0 |
1344.0 |
1327.1 |
1331.5 |
-8.1 |
3,180 |
2,396 |
+2,396 |
Apr11 |
110202 |
1343.5 |
1345.6 |
1327.3 |
1332.1 |
-8.2 |
146,591 |
307,686 |
+307,686 |
Jun11 |
110202 |
1346.2 |
1346.2 |
1329.0 |
1333.5 |
-8.3 |
5,256 |
51,612 |
+51,612 |
Aug11 |
110202 |
1346.2 |
1346.9 |
1330.9 |
1334.9 |
-8.2 |
620 |
16,143 |
+16,143 |
Oct11 |
110202 |
1346.7 |
1346.7 |
1336.5 |
1336.5 |
-8.2 |
403 |
8,954 |
+8,954 |
Dec11 |
110202 |
1350.2 |
1351.2 |
1334.5 |
1338.1 |
-8.3 |
2,118 |
23,766 |
+23,766 |
Feb12 |
110202 |
1345.0 |
1345.6 |
1340.2 |
1340.2 |
-8.4 |
40 |
3,480 |
+3,480 |
Apr12 |
110202 |
1342.4 |
1342.4 |
1342.4 |
1342.4 |
-8.5 |
0 |
5,253 |
+5,253 |
Jun12 |
110202 |
1344.9 |
1344.9 |
1344.9 |
1344.9 |
-8.6 |
712 |
6,587 |
+6,587 |
Aug12 |
110202 |
1347.6 |
1347.6 |
1347.6 |
1347.6 |
-8.9 |
300 |
1,077 |
+1,077 |
Oct12 |
110202 |
1351.3 |
1351.3 |
1351.3 |
1351.3 |
-8.8 |
0 |
1,301 |
+1,301 |
Dec12 |
110202 |
1358.5 |
1358.5 |
1353.3 |
1355.4 |
-8.6 |
1,238 |
13,073 |
+13,073 |
Total Volume and Open Interest |
163,079 |
462,907 |
-16,006 |
Silver(CMX) |
Mar11 |
110202 |
2856.5 |
2872.5 |
2810.5 |
2828.9 |
-22.5 |
62,568 |
64,670 |
+64,670 |
May11 |
110202 |
2860.0 |
2870.5 |
2812.5 |
2831.2 |
-22.5 |
3,312 |
23,360 |
+23,360 |
Jul11 |
110202 |
2857.0 |
2859.0 |
2818.5 |
2832.4 |
-22.5 |
492 |
7,479 |
+7,479 |
Sep11 |
110202 |
2853.5 |
2868.0 |
2822.0 |
2832.6 |
-22.4 |
210 |
3,719 |
+3,719 |
Dec11 |
110202 |
2854.5 |
2870.0 |
2822.5 |
2833.2 |
-22.7 |
565 |
11,133 |
+11,133 |
Mar12 |
110202 |
2833.4 |
2833.4 |
2833.4 |
2833.4 |
-24.0 |
0 |
667 |
+667 |
May12 |
110202 |
2833.9 |
2833.9 |
2833.9 |
2833.9 |
-24.3 |
1 |
260 |
+260 |
Total Volume and Open Interest |
67,333 |
125,287 |
+944 |
Platinum(NYMEX) |
Apr11 |
110202 |
1832.8 |
1840.0 |
1824.9 |
1828.6 |
-4.4 |
6,864 |
40,921 |
+40,921 |
Jul11 |
110202 |
1841.0 |
1841.0 |
1830.7 |
1830.7 |
-4.1 |
163 |
1,451 |
+1,451 |
Oct11 |
110202 |
1832.9 |
1832.9 |
1832.9 |
1832.9 |
-4.1 |
7 |
91 |
+91 |
Jan12 |
110202 |
1834.9 |
1834.9 |
1834.9 |
1834.9 |
-4.1 |
0 |
1 |
+1 |
Total Volume and Open Interest |
7,079 |
42,483 |
+943 |
Palladium(NYMEX) |
Mar11 |
110202 |
820.30 |
828.75 |
808.50 |
810.55 |
-13.00 |
2,402 |
21,198 |
+21,198 |
Jun11 |
110202 |
823.95 |
830.00 |
812.15 |
812.15 |
-13.05 |
115 |
1,123 |
+1,123 |
Sep11 |
110202 |
823.05 |
823.05 |
813.00 |
813.00 |
-13.20 |
1 |
30 |
+30 |
Total Volume and Open Interest |
2,520 |
22,356 |
+677 |
Copper(CMX) |
Mar11 |
110202 |
454.80 |
456.20 |
451.60 |
454.40 |
-0.30 |
35,266 |
102,610 |
+102,610 |
May11 |
110202 |
455.35 |
456.60 |
452.75 |
455.15 |
-0.20 |
6,527 |
30,491 |
+30,491 |
Jul11 |
110202 |
455.00 |
455.90 |
453.00 |
454.95 |
-0.20 |
870 |
12,439 |
+12,439 |
Sep11 |
110202 |
453.80 |
454.20 |
453.80 |
454.20 |
-0.15 |
397 |
5,336 |
+5,336 |
Dec11 |
110202 |
451.20 |
452.20 |
450.85 |
452.05 |
+0.15 |
577 |
4,753 |
+4,753 |
Total Volume and Open Interest |
44,551 |
160,259 |
+4,374 |
DJIA Index(CBOT) |
Mar11 |
110202 |
11974 |
12010 |
11951 |
11985 |
+12 |
477 |
10,604 |
+10,604 |
Jun11 |
110202 |
11920 |
11920 |
11909 |
11920 |
+11 |
5 |
11 |
+11 |
Sep11 |
110202 |
11865 |
11865 |
11854 |
11865 |
+11 |
|
|
|
Dec11 |
110202 |
11810 |
11810 |
11799 |
11810 |
+11 |
0 |
1 |
+1 |
Total Volume and Open Interest |
482 |
10,616 |
+39 |
S & P 500(CME) |
Mar11 |
110202 |
1302.00 |
1305.30 |
1297.90 |
1300.00 |
-2.70 |
20,041 |
302,442 |
+302,442 |
Jun11 |
110202 |
1295.10 |
1298.30 |
1294.80 |
1295.10 |
-2.70 |
319 |
7,501 |
+7,501 |
Sep11 |
110202 |
1290.20 |
1293.40 |
1289.90 |
1290.20 |
-2.70 |
32 |
2,950 |
+2,950 |
Dec11 |
110202 |
1285.30 |
1288.50 |
1285.00 |
1285.30 |
-2.70 |
0 |
636 |
+636 |
Total Volume and Open Interest |
20,392 |
313,529 |
+101 |
S & P 500 E-Mini(Globex) |
Mar11 |
110202 |
1302.25 |
1305.50 |
1298.00 |
1300.00 |
-2.75 |
2,314,420 |
2,666,224 |
+2,666,224 |
Jun11 |
110202 |
1296.50 |
1300.00 |
1293.25 |
1295.00 |
-2.75 |
1,455 |
17,055 |
+17,055 |
Total Volume and Open Interest |
2,090,721 |
2,707,779 |
-4,258 |
NASDAQ 100(CME) |
Mar11 |
110202 |
2321.00 |
2325.00 |
2312.80 |
2319.80 |
-2.70 |
2,914 |
15,342 |
+15,342 |
Jun11 |
110202 |
2317.00 |
2319.80 |
2317.00 |
2317.00 |
-2.80 |
0 |
701 |
+701 |
Sep11 |
110202 |
2314.50 |
2317.30 |
2314.50 |
2314.50 |
-2.80 |
|
|
|
Total Volume and Open Interest |
2,914 |
16,043 |
+62 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110202 |
2320.80 |
2327.80 |
2312.00 |
2319.80 |
-2.70 |
300,511 |
365,526 |
+365,526 |
Jun11 |
110202 |
2317.50 |
2322.80 |
2310.30 |
2317.00 |
-2.80 |
153 |
767 |
+767 |
Total Volume and Open Interest |
300,666 |
366,300 |
+1,868 |
S & P Midcap 400(CME) |
Mar11 |
110202 |
938.00 |
938.00 |
935.00 |
935.10 |
-1.60 |
185 |
2,651 |
+2,651 |
Jun11 |
110202 |
932.70 |
934.30 |
932.70 |
932.70 |
-1.60 |
|
|
|
Sep11 |
110202 |
930.80 |
932.40 |
930.80 |
930.80 |
-1.60 |
|
|
|
Total Volume and Open Interest |
185 |
2,651 |
+186 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110202 |
10335 |
10510 |
10330 |
10460 |
+125 |
7,749 |
40,245 |
+40,245 |
Jun11 |
110202 |
10435 |
10435 |
10310 |
10435 |
+125 |
17 |
153 |
+153 |
Total Volume and Open Interest |
7,766 |
40,398 |
-739 |
Nikkei 225(SGX) |
Mar11 |
110202 |
10275 |
10495 |
10255 |
10455 |
+180 |
91,361 |
245,378 |
+245,378 |
Jun11 |
110202 |
10350 |
10395 |
10350 |
10380 |
+180 |
56 |
4,344 |
+4,344 |
Sep11 |
110202 |
10380 |
10380 |
10380 |
10380 |
+175 |
0 |
400 |
+400 |
Total Volume and Open Interest |
92,245 |
260,920 |
+6,506 |
CAC 40(EURONEXT) |
Feb11 |
110202 |
4083.0 |
4090.5 |
4051.0 |
4064.5 |
-8.0 |
144,824 |
366,607 |
+366,607 |
Mar11 |
110202 |
4085.5 |
4092.0 |
4056.5 |
4067.0 |
-8.5 |
14,614 |
77,604 |
+77,604 |
Apr11 |
110202 |
4078.0 |
4085.0 |
4069.0 |
4069.0 |
-8.0 |
0 |
1 |
+1 |
Total Volume and Open Interest |
159,439 |
444,258 |
+18,364 |
Hang Seng Index(HKFE) |
Feb11 |
110202 |
23649 |
23960 |
23634 |
23955 |
+489 |
45,876 |
97,440 |
+97,440 |
Mar11 |
110202 |
23584 |
23891 |
23579 |
23890 |
+495 |
484 |
8,863 |
+8,863 |
Total Volume and Open Interest |
46,649 |
108,196 |
+340 |
DAX(EUREX) |
Mar11 |
110202 |
7199.5 |
7228.0 |
7166.5 |
7186.0 |
+0.5 |
135,247 |
257,283 |
+257,283 |
Jun11 |
110202 |
7228.5 |
7248.5 |
7190.0 |
7207.5 |
unch |
631 |
11,728 |
+11,728 |
Sep11 |
110202 |
7251.0 |
7270.0 |
7212.0 |
7231.0 |
+1.5 |
151 |
620 |
+620 |
Total Volume and Open Interest |
136,029 |
269,631 |
+5,294 |
FT-SE 100(EURONEXT) |
Mar11 |
110202 |
5942.50 |
5989.00 |
5935.00 |
5963.50 |
+50.50 |
121,254 |
651,543 |
+651,543 |
Jun11 |
110202 |
5932.50 |
5937.50 |
5910.00 |
5921.00 |
+50.50 |
3,032 |
6,002 |
+6,002 |
Sep11 |
110202 |
5887.50 |
5887.50 |
5887.50 |
5887.50 |
+50.50 |
0 |
263 |
+263 |
Total Volume and Open Interest |
124,286 |
657,918 |
+4,705 |
SPI 200(SFE) |
Mar11 |
110202 |
4730.0 |
4784.0 |
4723.0 |
4763.0 |
+40.0 |
36,691 |
191,575 |
+191,575 |
Jun11 |
110202 |
4765.0 |
4785.0 |
4765.0 |
4785.0 |
+38.0 |
7 |
3,121 |
+3,121 |
Sep11 |
110202 |
4776.0 |
4776.0 |
4776.0 |
4776.0 |
+38.0 |
163 |
1,922 |
+1,922 |
Total Volume and Open Interest |
36,869 |
198,269 |
+6,804 |
GSCI(CME) |
Feb11 |
110202 |
4.64 |
5.04 |
654.50 |
4.39 |
-650.11 |
449 |
14,769 |
+14,769 |
Mar11 |
110202 |
12.44 |
12.44 |
7.14 |
12.39 |
+5.25 |
0 |
58 |
+58 |
Apr11 |
110202 |
18.64 |
18.64 |
12.64 |
18.64 |
+5.50 |
|
|
|
Total Volume and Open Interest |
449 |
14,827 |
+177 |
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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