|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri February 04, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110204 |
1438.50 |
1442.75 |
1422.25 |
1433.50 |
-2.00 |
85,852 |
248,268 |
-3,859 |
May11 |
110204 |
1447.50 |
1452.50 |
1432.50 |
1444.00 |
-1.75 |
24,757 |
133,951 |
+3,798 |
Jul11 |
110204 |
1451.75 |
1456.50 |
1437.75 |
1450.00 |
-1.00 |
22,904 |
101,503 |
+618 |
Aug11 |
110204 |
1421.00 |
1424.50 |
1412.50 |
1422.50 |
+1.25 |
1,925 |
5,704 |
+803 |
Sep11 |
110204 |
1387.50 |
1393.75 |
1380.00 |
1393.00 |
+2.50 |
1,484 |
4,724 |
+520 |
Nov11 |
110204 |
1366.25 |
1371.75 |
1352.25 |
1369.00 |
+3.50 |
22,360 |
158,400 |
+1,856 |
Jan12 |
110204 |
1369.00 |
1372.50 |
1356.00 |
1371.50 |
+3.50 |
643 |
14,619 |
+237 |
Total Volume and Open Interest |
161,195 |
690,887 |
+4,289 |
Soybean Meal(CBOT) |
Mar11 |
110204 |
386.50 |
387.30 |
381.10 |
383.20 |
-3.20 |
26,070 |
89,899 |
-1,612 |
May11 |
110204 |
389.10 |
389.50 |
383.80 |
385.90 |
-3.10 |
7,184 |
41,924 |
+1,058 |
Jul11 |
110204 |
389.00 |
390.40 |
384.20 |
386.40 |
-3.10 |
6,441 |
36,785 |
+540 |
Aug11 |
110204 |
378.00 |
378.00 |
374.40 |
376.90 |
-2.60 |
897 |
8,547 |
+88 |
Sep11 |
110204 |
367.70 |
369.00 |
364.00 |
366.90 |
-2.10 |
846 |
7,904 |
+83 |
Oct11 |
110204 |
355.50 |
355.50 |
351.20 |
355.00 |
-1.80 |
1,380 |
7,881 |
+425 |
Dec11 |
110204 |
354.50 |
354.50 |
348.70 |
353.00 |
-1.80 |
4,734 |
19,096 |
+467 |
Jan12 |
110204 |
352.40 |
353.90 |
352.40 |
352.40 |
-1.50 |
241 |
2,872 |
+5 |
Total Volume and Open Interest |
48,049 |
219,540 |
+1,076 |
Soybean Oil(CBOT) |
Mar11 |
110204 |
58.91 |
59.05 |
58.33 |
58.98 |
+0.20 |
41,782 |
179,416 |
-2,428 |
May11 |
110204 |
59.41 |
59.55 |
58.86 |
59.51 |
+0.21 |
18,296 |
84,748 |
+2,402 |
Jul11 |
110204 |
59.73 |
59.97 |
59.29 |
59.96 |
+0.26 |
10,287 |
74,464 |
+1,261 |
Aug11 |
110204 |
60.01 |
60.13 |
59.48 |
60.11 |
+0.29 |
487 |
7,878 |
-23 |
Sep11 |
110204 |
59.90 |
60.23 |
59.56 |
60.23 |
+0.34 |
1,232 |
10,427 |
+173 |
Oct11 |
110204 |
59.85 |
60.21 |
59.51 |
60.21 |
+0.40 |
1,702 |
11,161 |
+225 |
Dec11 |
110204 |
60.15 |
60.36 |
59.65 |
60.36 |
+0.46 |
2,729 |
37,224 |
+486 |
Jan12 |
110204 |
60.36 |
60.36 |
59.90 |
60.36 |
+0.46 |
0 |
530 |
+0 |
Total Volume and Open Interest |
76,564 |
407,757 |
+2,145 |
Canola(WCE) |
Mar11 |
110204 |
607.0 |
609.6 |
603.1 |
609.4 |
+1.9 |
8,779 |
86,629 |
-1,812 |
May11 |
110204 |
616.0 |
618.5 |
612.1 |
617.9 |
+1.9 |
3,818 |
46,303 |
+1,866 |
Jul11 |
110204 |
624.1 |
627.0 |
618.4 |
625.3 |
+3.7 |
1,147 |
18,717 |
+281 |
Nov11 |
110204 |
581.0 |
590.6 |
581.0 |
589.6 |
+8.0 |
1,590 |
51,121 |
+366 |
Jan12 |
110204 |
587.8 |
595.1 |
586.3 |
594.4 |
+7.5 |
58 |
3,398 |
+7 |
Total Volume and Open Interest |
15,679 |
208,144 |
+840 |
Corn(CBOT) |
Mar11 |
110204 |
664.00 |
679.50 |
659.50 |
678.50 |
+16.00 |
155,387 |
553,791 |
-13,749 |
May11 |
110204 |
673.75 |
690.50 |
670.25 |
689.25 |
+16.00 |
51,945 |
376,056 |
+10,618 |
Jul11 |
110204 |
678.50 |
695.25 |
675.00 |
694.25 |
+16.25 |
33,286 |
268,680 |
+1,127 |
Sep11 |
110204 |
629.25 |
644.00 |
627.00 |
644.00 |
+15.00 |
3,504 |
56,974 |
+948 |
Dec11 |
110204 |
589.50 |
602.75 |
588.00 |
601.75 |
+13.25 |
29,439 |
342,390 |
+1,846 |
Mar12 |
110204 |
600.00 |
611.50 |
597.00 |
611.50 |
+11.50 |
8,515 |
39,539 |
+995 |
Total Volume and Open Interest |
285,842 |
1,689,682 |
+2,476 |
Wheat(CBOT) |
Mar11 |
110204 |
859.25 |
864.75 |
842.50 |
853.75 |
-5.25 |
62,142 |
194,460 |
-7,629 |
May11 |
110204 |
887.00 |
895.00 |
873.25 |
884.75 |
-5.25 |
24,780 |
109,746 |
+5,672 |
Jul11 |
110204 |
910.25 |
916.50 |
896.50 |
908.25 |
-3.75 |
15,584 |
120,744 |
+548 |
Sep11 |
110204 |
934.00 |
937.25 |
918.25 |
930.75 |
-3.25 |
3,159 |
29,069 |
+504 |
Dec11 |
110204 |
945.25 |
950.50 |
931.25 |
944.25 |
-2.75 |
10,698 |
80,489 |
+3,308 |
Total Volume and Open Interest |
117,930 |
554,913 |
+2,975 |
Wheat(KCBT) |
Mar11 |
110204 |
950.00 |
953.75 |
935.50 |
942.75 |
-6.25 |
16,062 |
71,076 |
-4,017 |
May11 |
110204 |
959.75 |
964.00 |
946.50 |
953.75 |
-6.25 |
8,807 |
54,220 |
+2,659 |
Jul11 |
110204 |
969.00 |
973.50 |
955.50 |
962.50 |
-6.25 |
4,949 |
58,704 |
-717 |
Sep11 |
110204 |
978.00 |
981.25 |
967.00 |
974.00 |
-4.00 |
906 |
15,389 |
+188 |
Dec11 |
110204 |
990.00 |
994.00 |
980.25 |
985.75 |
-3.75 |
2,890 |
14,594 |
+1,334 |
Total Volume and Open Interest |
33,707 |
217,262 |
-503 |
Wheat(MGE) |
Mar11 |
110204 |
998.25 |
1004.25 |
974.00 |
988.50 |
-10.00 |
4,602 |
19,277 |
-442 |
May11 |
110204 |
1008.00 |
1013.75 |
984.50 |
998.75 |
-9.75 |
1,896 |
15,331 |
-818 |
Jul11 |
110204 |
1014.00 |
1019.75 |
990.75 |
1005.25 |
-8.50 |
1,632 |
11,198 |
-111 |
Sep11 |
110204 |
1006.75 |
1010.00 |
988.50 |
1003.25 |
-3.50 |
960 |
12,148 |
+104 |
Dec11 |
110204 |
1010.00 |
1010.00 |
990.50 |
1004.00 |
-2.00 |
722 |
9,511 |
+168 |
Total Volume and Open Interest |
9,888 |
69,467 |
-1,105 |
Oats(CBOT) |
Mar11 |
110204 |
413.00 |
420.50 |
411.25 |
415.50 |
-0.25 |
1,029 |
6,733 |
-114 |
May11 |
110204 |
421.25 |
426.00 |
417.50 |
421.00 |
-2.25 |
555 |
4,970 |
+214 |
Jul11 |
110204 |
423.50 |
425.50 |
419.00 |
421.00 |
-2.25 |
141 |
749 |
+62 |
Sep11 |
110204 |
389.00 |
389.50 |
385.00 |
389.50 |
+4.50 |
13 |
248 |
+9 |
Total Volume and Open Interest |
1,830 |
14,343 |
+193 |
Rough Rice(CBOT) |
Mar11 |
110204 |
16.22 |
16.30 |
15.79 |
15.80 |
-0.48 |
2,291 |
13,809 |
-326 |
May11 |
110204 |
16.52 |
16.60 |
16.09 |
16.10 |
-0.49 |
1,323 |
5,922 |
+908 |
Jul11 |
110204 |
16.75 |
16.80 |
16.34 |
16.34 |
-0.45 |
804 |
2,344 |
+333 |
Sep11 |
110204 |
16.45 |
16.50 |
16.14 |
16.14 |
-0.36 |
438 |
1,680 |
+75 |
Total Volume and Open Interest |
4,900 |
24,392 |
+991 |
Live Cattle(CME) |
Feb11 |
110204 |
108.200 |
108.785 |
107.800 |
108.250 |
+0.050 |
9,835 |
37,189 |
-1,160 |
Apr11 |
110204 |
113.100 |
113.600 |
112.650 |
113.035 |
-0.165 |
19,452 |
172,643 |
+477 |
Jun11 |
110204 |
114.000 |
114.100 |
113.400 |
113.635 |
-0.400 |
7,871 |
90,752 |
+1,663 |
Aug11 |
110204 |
114.500 |
114.785 |
113.930 |
114.300 |
-0.250 |
2,174 |
29,668 |
+250 |
Oct11 |
110204 |
117.600 |
117.830 |
117.200 |
117.400 |
-0.280 |
2,210 |
21,002 |
+929 |
Dec11 |
110204 |
117.830 |
118.000 |
117.350 |
117.650 |
-0.400 |
1,017 |
16,880 |
+434 |
Total Volume and Open Interest |
43,191 |
373,021 |
+3,047 |
Feeder Cattle(CME) |
Mar11 |
110204 |
125.535 |
125.600 |
124.785 |
125.000 |
-0.500 |
3,356 |
22,061 |
-676 |
Apr11 |
110204 |
126.330 |
127.285 |
126.330 |
126.730 |
-0.570 |
1,268 |
7,159 |
+21 |
May11 |
110204 |
127.750 |
127.900 |
127.200 |
127.350 |
-0.480 |
524 |
9,393 |
+88 |
Aug11 |
110204 |
128.650 |
128.950 |
128.250 |
128.450 |
-0.485 |
859 |
10,338 |
+207 |
Sep11 |
110204 |
128.700 |
128.700 |
128.100 |
128.500 |
-0.400 |
82 |
1,485 |
-3 |
Oct11 |
110204 |
128.500 |
128.500 |
128.200 |
128.500 |
-0.350 |
39 |
653 |
+12 |
Nov11 |
110204 |
128.000 |
128.300 |
128.000 |
128.300 |
-0.400 |
15 |
352 |
+4 |
Total Volume and Open Interest |
6,144 |
51,444 |
-346 |
Lean Hogs(CME) |
Feb11 |
110204 |
83.480 |
84.850 |
83.480 |
84.500 |
+1.150 |
7,745 |
13,647 |
-1,970 |
Apr11 |
110204 |
91.635 |
92.050 |
90.730 |
91.650 |
+0.100 |
22,799 |
106,792 |
+2,623 |
May11 |
110204 |
97.950 |
98.350 |
96.950 |
98.350 |
+0.650 |
296 |
2,539 |
+165 |
Jun11 |
110204 |
100.700 |
101.100 |
99.700 |
100.885 |
+0.135 |
7,089 |
60,502 |
+1,334 |
Jul11 |
110204 |
99.230 |
99.635 |
97.930 |
99.480 |
+0.250 |
3,907 |
20,942 |
+267 |
Aug11 |
110204 |
97.635 |
97.900 |
96.200 |
97.830 |
+0.380 |
3,444 |
18,887 |
+871 |
Oct11 |
110204 |
85.650 |
85.730 |
84.200 |
85.535 |
+0.035 |
1,184 |
15,384 |
+498 |
Dec11 |
110204 |
81.200 |
81.475 |
80.000 |
80.950 |
-0.250 |
683 |
6,696 |
+255 |
Total Volume and Open Interest |
47,296 |
248,088 |
+4,134 |
Class III Milk(CME) |
Feb11 |
110204 |
16.63 |
16.68 |
16.50 |
16.59 |
-0.04 |
221 |
5,413 |
-64 |
Mar11 |
110204 |
18.30 |
18.50 |
18.22 |
18.50 |
+0.13 |
464 |
5,551 |
+64 |
Apr11 |
110204 |
18.06 |
18.19 |
17.97 |
18.15 |
+0.07 |
499 |
4,815 |
+26 |
May11 |
110204 |
17.70 |
17.83 |
17.58 |
17.83 |
+0.12 |
319 |
4,126 |
+110 |
Jun11 |
110204 |
17.03 |
17.10 |
16.95 |
17.10 |
+0.07 |
245 |
3,211 |
+150 |
Total Volume and Open Interest |
2,021 |
40,760 |
+380 |
Cocoa(ICE) |
Mar11 |
110204 |
3380 |
3380 |
3241 |
3251 |
-107 |
12,081 |
37,804 |
-4,375 |
May11 |
110204 |
3369 |
3369 |
3250 |
3264 |
-99 |
10,629 |
54,612 |
+4,683 |
Jul11 |
110204 |
3358 |
3358 |
3256 |
3261 |
-95 |
1,722 |
17,106 |
+284 |
Sep11 |
110204 |
3291 |
3306 |
3255 |
3261 |
-87 |
772 |
11,053 |
+332 |
Dec11 |
110204 |
3290 |
3290 |
3240 |
3245 |
-83 |
1,268 |
15,160 |
+319 |
Mar12 |
110204 |
3338 |
3338 |
3286 |
3299 |
-79 |
699 |
22,830 |
+480 |
May12 |
110204 |
3287 |
3295 |
3287 |
3295 |
-75 |
32 |
5,143 |
-6 |
Total Volume and Open Interest |
27,247 |
166,690 |
+1,756 |
Coffee "C"(ICE) |
Mar11 |
110204 |
250.00 |
251.10 |
247.30 |
249.30 |
-2.05 |
10,386 |
67,132 |
-1,817 |
May11 |
110204 |
252.60 |
252.80 |
249.30 |
251.25 |
-2.00 |
5,004 |
44,051 |
+1,140 |
Jul11 |
110204 |
254.35 |
254.35 |
250.50 |
252.50 |
-1.90 |
1,604 |
15,093 |
+506 |
Sep11 |
110204 |
251.00 |
252.25 |
249.50 |
251.20 |
-2.05 |
712 |
5,982 |
-113 |
Dec11 |
110204 |
248.25 |
249.65 |
247.45 |
248.70 |
-1.75 |
1,264 |
10,167 |
+739 |
Mar12 |
110204 |
245.50 |
247.00 |
245.35 |
246.65 |
-2.10 |
304 |
1,302 |
+253 |
Total Volume and Open Interest |
19,305 |
144,521 |
+711 |
Orange Juice(ICE) |
Mar11 |
110204 |
172.30 |
173.35 |
171.00 |
172.60 |
+0.25 |
862 |
18,063 |
-250 |
May11 |
110204 |
171.50 |
171.75 |
169.65 |
171.25 |
+0.25 |
447 |
9,942 |
+268 |
Jul11 |
110204 |
170.45 |
170.70 |
169.90 |
169.90 |
-0.45 |
23 |
2,626 |
-1 |
Sep11 |
110204 |
169.30 |
169.40 |
169.20 |
169.20 |
-0.55 |
1 |
504 |
+1 |
Nov11 |
110204 |
168.00 |
168.00 |
167.70 |
167.70 |
-1.05 |
3 |
551 |
+1 |
Jan12 |
110204 |
167.10 |
167.10 |
167.10 |
167.10 |
-0.90 |
2 |
6 |
-1 |
Total Volume and Open Interest |
1,338 |
31,714 |
+18 |
Sugar #11(ICE) |
Mar11 |
110204 |
32.08 |
33.24 |
31.85 |
32.64 |
+0.60 |
112,956 |
196,018 |
-12,728 |
May11 |
110204 |
29.87 |
30.87 |
29.50 |
30.39 |
+0.62 |
62,991 |
140,004 |
+2,403 |
Jul11 |
110204 |
27.33 |
27.97 |
26.68 |
27.69 |
+0.67 |
32,470 |
134,618 |
+1,540 |
Oct11 |
110204 |
25.35 |
25.90 |
24.75 |
25.74 |
+0.76 |
17,418 |
70,635 |
-1,514 |
Mar12 |
110204 |
24.30 |
25.10 |
23.89 |
24.93 |
+0.82 |
8,480 |
52,136 |
-145 |
Total Volume and Open Interest |
240,362 |
647,036 |
-10,363 |
London Cocoa(LCE) |
Mar11 |
110204 |
2176 |
2183 |
2128 |
2139 |
-52 |
4,553 |
49,958 |
-1,631 |
May11 |
110204 |
2158 |
2165 |
2116 |
2125 |
-48 |
3,107 |
36,293 |
+238 |
Jul11 |
110204 |
2136 |
2143 |
2102 |
2113 |
-44 |
809 |
29,421 |
+82 |
Sep11 |
110204 |
2120 |
2130 |
2091 |
2102 |
-37 |
302 |
21,355 |
-47 |
Dec11 |
110204 |
2117 |
2117 |
2082 |
2091 |
-30 |
710 |
26,657 |
+162 |
Mar12 |
110204 |
2110 |
2113 |
2099 |
2099 |
-30 |
223 |
22,093 |
+86 |
May12 |
110204 |
2106 |
2106 |
2105 |
2105 |
-31 |
94 |
3,996 |
+35 |
Total Volume and Open Interest |
9,849 |
197,701 |
-1,041 |
London Sugar(LCE) |
Mar11 |
110204 |
793.00 |
804.30 |
780.00 |
794.40 |
-19.80 |
4,355 |
19,345 |
-676 |
May11 |
110204 |
770.00 |
778.80 |
753.40 |
769.50 |
-22.30 |
2,585 |
19,363 |
+812 |
Aug11 |
110204 |
721.30 |
735.40 |
711.60 |
726.50 |
-23.90 |
597 |
10,380 |
+32 |
Oct11 |
110204 |
667.40 |
669.40 |
648.30 |
663.90 |
-22.30 |
208 |
3,072 |
+16 |
Dec11 |
110204 |
643.00 |
647.40 |
633.00 |
642.90 |
-22.60 |
68 |
1,156 |
-4 |
Total Volume and Open Interest |
7,869 |
54,273 |
+205 |
Cotton(ICE) |
Mar11 |
110204 |
171.86 |
172.44 |
167.86 |
167.86 |
-4.00 |
25,374 |
84,245 |
+583 |
May11 |
110204 |
168.15 |
168.46 |
163.82 |
163.82 |
-4.00 |
12,235 |
31,880 |
+2,158 |
Jul11 |
110204 |
160.50 |
160.50 |
156.00 |
156.03 |
-3.97 |
7,541 |
38,318 |
+1,589 |
Oct11 |
110204 |
131.00 |
133.42 |
128.73 |
131.14 |
-0.59 |
25 |
185 |
+9 |
Dec11 |
110204 |
115.00 |
116.80 |
113.00 |
113.91 |
-2.15 |
4,923 |
56,834 |
+1,301 |
Mar12 |
110204 |
107.00 |
108.76 |
106.52 |
107.78 |
-1.76 |
361 |
3,240 |
+152 |
Total Volume and Open Interest |
50,692 |
217,162 |
+5,879 |
Lumber(CME) |
Mar11 |
110204 |
302.0 |
303.3 |
299.0 |
301.5 |
+1.5 |
649 |
4,246 |
-231 |
May11 |
110204 |
317.8 |
318.8 |
315.4 |
315.6 |
-4.2 |
283 |
3,961 |
+56 |
Jul11 |
110204 |
318.5 |
321.0 |
316.0 |
321.0 |
+2.4 |
247 |
1,482 |
+47 |
Sep11 |
110204 |
319.0 |
320.0 |
319.0 |
320.0 |
unch |
31 |
218 |
+13 |
Total Volume and Open Interest |
1,210 |
9,910 |
-115 |
Crude Oil(NYM) |
Mar11 |
110204 |
90.63 |
91.67 |
88.45 |
89.03 |
-1.51 |
290,494 |
375,845 |
-5,716 |
Apr11 |
110204 |
93.23 |
94.22 |
91.19 |
91.85 |
-1.39 |
127,187 |
152,899 |
+11,216 |
May11 |
110204 |
95.24 |
96.17 |
93.29 |
94.00 |
-1.37 |
63,213 |
110,219 |
+1,485 |
Jun11 |
110204 |
96.49 |
97.30 |
94.57 |
95.32 |
-1.34 |
54,748 |
111,964 |
+1,855 |
Jul11 |
110204 |
97.53 |
98.12 |
95.59 |
96.24 |
-1.34 |
16,658 |
57,834 |
-12 |
Aug11 |
110204 |
98.16 |
98.73 |
96.24 |
96.92 |
-1.31 |
11,811 |
43,695 |
+1,773 |
Sep11 |
110204 |
99.06 |
99.06 |
96.88 |
97.41 |
-1.28 |
11,181 |
42,317 |
+2,720 |
Oct11 |
110204 |
99.46 |
99.46 |
97.33 |
97.84 |
-1.25 |
7,570 |
24,200 |
-783 |
Nov11 |
110204 |
99.51 |
99.51 |
97.56 |
98.22 |
-1.26 |
6,836 |
28,169 |
+2,071 |
Dec11 |
110204 |
99.65 |
100.32 |
97.86 |
98.57 |
-1.29 |
53,183 |
180,498 |
+2,959 |
Jan12 |
110204 |
100.47 |
100.47 |
98.47 |
98.84 |
-1.29 |
2,918 |
29,960 |
+47 |
Feb12 |
110204 |
98.95 |
99.02 |
98.95 |
99.02 |
-1.30 |
1,093 |
10,528 |
+53 |
Mar12 |
110204 |
100.65 |
100.65 |
98.54 |
99.14 |
-1.30 |
1,279 |
14,886 |
+140 |
Apr12 |
110204 |
99.20 |
99.20 |
99.20 |
99.20 |
-1.31 |
920 |
6,249 |
+261 |
May12 |
110204 |
99.24 |
99.24 |
99.24 |
99.24 |
-1.32 |
439 |
8,197 |
+229 |
Jun12 |
110204 |
100.90 |
100.90 |
98.92 |
99.30 |
-1.32 |
2,961 |
53,517 |
+435 |
Total Volume and Open Interest |
682,075 |
1,560,393 |
+18,688 |
e-miNY Crude Oil(NYM) |
Feb11 |
110119 |
91.225 |
92.100 |
90.500 |
90.850 |
-0.525 |
6,388 |
2,249 |
-394 |
Mar11 |
110204 |
90.625 |
91.650 |
88.475 |
89.025 |
-1.525 |
9,442 |
8,809 |
+687 |
Apr11 |
110204 |
93.200 |
94.125 |
91.200 |
91.850 |
-1.400 |
676 |
2,380 |
+43 |
May11 |
110204 |
95.500 |
96.025 |
93.725 |
94.000 |
-1.375 |
104 |
553 |
+27 |
Jun11 |
110204 |
96.000 |
96.000 |
95.125 |
95.325 |
-1.325 |
19 |
81 |
+3 |
Jul11 |
110204 |
96.250 |
96.250 |
96.250 |
96.250 |
-1.325 |
0 |
14 |
+0 |
Aug11 |
110204 |
96.500 |
97.225 |
96.500 |
96.925 |
-1.300 |
1 |
10 |
-1 |
Sep11 |
110204 |
97.400 |
97.400 |
97.400 |
97.400 |
-1.300 |
0 |
6 |
+0 |
Oct11 |
110204 |
97.850 |
97.850 |
97.850 |
97.850 |
-1.250 |
0 |
42 |
+0 |
Nov11 |
110204 |
98.225 |
98.225 |
98.225 |
98.225 |
-1.250 |
1 |
3 |
+0 |
Total Volume and Open Interest |
10,243 |
12,194 |
+759 |
Heating Oil(NYM) |
Mar11 |
110204 |
276.30 |
278.43 |
270.48 |
271.67 |
-5.07 |
52,808 |
107,211 |
-2,124 |
Apr11 |
110204 |
276.30 |
278.37 |
270.50 |
271.81 |
-4.91 |
28,087 |
49,707 |
+1,945 |
May11 |
110204 |
277.16 |
278.39 |
270.75 |
272.20 |
-4.61 |
17,613 |
26,376 |
+4 |
Jun11 |
110204 |
277.42 |
279.00 |
271.55 |
273.08 |
-4.44 |
15,899 |
43,528 |
+1,150 |
Jul11 |
110204 |
278.56 |
279.86 |
273.04 |
274.45 |
-4.38 |
5,154 |
13,466 |
+475 |
Aug11 |
110204 |
279.32 |
281.00 |
274.24 |
275.89 |
-4.31 |
2,961 |
11,712 |
+1,378 |
Sep11 |
110204 |
282.51 |
282.95 |
276.60 |
277.76 |
-4.26 |
3,550 |
11,271 |
+594 |
Oct11 |
110204 |
284.39 |
284.39 |
278.50 |
279.63 |
-4.20 |
894 |
5,166 |
+242 |
Nov11 |
110204 |
286.26 |
286.28 |
280.72 |
281.60 |
-4.12 |
805 |
5,851 |
+194 |
Dec11 |
110204 |
287.37 |
288.30 |
282.07 |
283.40 |
-4.00 |
3,483 |
24,420 |
-13 |
Jan12 |
110204 |
285.98 |
285.98 |
284.85 |
284.85 |
-3.83 |
376 |
5,859 |
+283 |
Feb12 |
110204 |
286.49 |
286.49 |
285.40 |
285.40 |
-3.78 |
8 |
874 |
+6 |
Total Volume and Open Interest |
132,040 |
314,887 |
+4,141 |
Gasoline(NYMEX) |
Mar11 |
110204 |
250.33 |
251.88 |
242.90 |
243.53 |
-6.81 |
46,393 |
97,010 |
-3,326 |
Apr11 |
110204 |
264.94 |
266.38 |
257.80 |
258.42 |
-6.77 |
24,862 |
41,510 |
+1,012 |
May11 |
110204 |
266.51 |
267.41 |
259.55 |
260.06 |
-6.56 |
11,049 |
32,297 |
-624 |
Jun11 |
110204 |
267.43 |
268.10 |
259.98 |
260.85 |
-6.32 |
10,141 |
29,184 |
-181 |
Jul11 |
110204 |
266.78 |
267.48 |
260.00 |
260.70 |
-6.16 |
3,256 |
12,452 |
+51 |
Aug11 |
110204 |
266.60 |
266.78 |
259.99 |
260.05 |
-6.09 |
2,263 |
9,326 |
+43 |
Sep11 |
110204 |
264.50 |
265.36 |
258.13 |
258.60 |
-6.00 |
1,194 |
6,062 |
-48 |
Oct11 |
110204 |
248.77 |
249.00 |
248.68 |
248.68 |
-5.64 |
880 |
5,052 |
-153 |
Nov11 |
110204 |
251.08 |
251.08 |
247.07 |
247.38 |
-5.18 |
391 |
2,289 |
+50 |
Dec11 |
110204 |
252.10 |
252.10 |
246.10 |
247.10 |
-4.70 |
1,461 |
20,208 |
+49 |
Total Volume and Open Interest |
102,030 |
269,924 |
-3,078 |
e-miNY RBOB Gasoline(NYM) |
Mar11 |
110204 |
243.50 |
243.53 |
243.50 |
243.50 |
-6.80 |
0 |
5 |
+0 |
Apr11 |
110204 |
258.40 |
258.42 |
258.40 |
258.40 |
-6.80 |
0 |
1 |
+0 |
May11 |
110204 |
260.10 |
260.10 |
260.06 |
260.10 |
-6.50 |
0 |
1 |
+0 |
Jun11 |
110204 |
260.90 |
260.90 |
260.85 |
260.90 |
-6.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
10 |
+0 |
Natural Gas(NYM) |
Mar11 |
110204 |
4.359 |
4.369 |
4.287 |
4.310 |
-0.027 |
143,778 |
239,945 |
-3,243 |
Apr11 |
110204 |
4.379 |
4.387 |
4.308 |
4.342 |
-0.015 |
50,711 |
115,130 |
+4,750 |
May11 |
110204 |
4.428 |
4.429 |
4.359 |
4.399 |
-0.006 |
34,016 |
91,014 |
-479 |
Jun11 |
110204 |
4.482 |
4.488 |
4.420 |
4.456 |
-0.005 |
18,591 |
33,664 |
+2,714 |
Jul11 |
110204 |
4.539 |
4.542 |
4.471 |
4.508 |
-0.005 |
8,956 |
35,937 |
+894 |
Aug11 |
110204 |
4.501 |
4.553 |
4.501 |
4.535 |
-0.006 |
4,635 |
20,737 |
+318 |
Sep11 |
110204 |
4.560 |
4.560 |
4.516 |
4.539 |
-0.006 |
3,698 |
14,492 |
-286 |
Oct11 |
110204 |
4.605 |
4.609 |
4.547 |
4.583 |
-0.006 |
15,829 |
61,302 |
+1,606 |
Nov11 |
110204 |
4.733 |
4.748 |
4.712 |
4.739 |
+0.004 |
3,218 |
25,571 |
+296 |
Dec11 |
110204 |
4.961 |
4.976 |
4.930 |
4.969 |
+0.010 |
2,177 |
23,833 |
+268 |
Jan12 |
110204 |
5.063 |
5.105 |
5.057 |
5.094 |
+0.017 |
5,573 |
47,350 |
+1,347 |
Feb12 |
110204 |
5.040 |
5.084 |
5.037 |
5.071 |
+0.017 |
414 |
11,238 |
+103 |
Mar12 |
110204 |
4.985 |
5.015 |
4.968 |
5.001 |
+0.017 |
1,529 |
25,586 |
+120 |
Apr12 |
110204 |
4.825 |
4.836 |
4.802 |
4.829 |
+0.011 |
1,241 |
21,783 |
+277 |
May12 |
110204 |
4.837 |
4.837 |
4.835 |
4.835 |
+0.011 |
237 |
5,411 |
+0 |
Jun12 |
110204 |
4.859 |
4.864 |
4.850 |
4.860 |
+0.011 |
295 |
4,241 |
-88 |
Total Volume and Open Interest |
295,834 |
844,025 |
+8,897 |
Brent Crude Oil(ICE) |
Mar11 |
110204 |
101.86 |
102.48 |
99.48 |
99.83 |
-1.93 |
162,562 |
153,670 |
-11,568 |
Apr11 |
110204 |
102.21 |
102.82 |
99.90 |
100.25 |
-1.91 |
108,315 |
193,378 |
+8,482 |
May11 |
110204 |
102.62 |
103.10 |
100.23 |
100.63 |
-1.86 |
42,312 |
97,850 |
+3,427 |
Jun11 |
110204 |
103.07 |
103.31 |
100.48 |
100.94 |
-1.82 |
41,137 |
121,001 |
+3,019 |
Jul11 |
110204 |
103.19 |
103.43 |
100.68 |
101.15 |
-1.80 |
12,538 |
37,911 |
+444 |
Aug11 |
110204 |
103.31 |
103.54 |
100.81 |
101.28 |
-1.79 |
8,395 |
19,001 |
+898 |
Sep11 |
110204 |
103.44 |
103.59 |
100.91 |
101.37 |
-1.78 |
6,982 |
29,678 |
+935 |
Oct11 |
110204 |
103.53 |
103.68 |
101.02 |
101.49 |
-1.76 |
4,648 |
20,530 |
+616 |
Nov11 |
110204 |
103.56 |
103.74 |
101.10 |
101.57 |
-1.74 |
5,405 |
14,964 |
+714 |
Dec11 |
110204 |
103.55 |
103.90 |
101.16 |
101.63 |
-1.73 |
34,170 |
110,177 |
+222 |
Jan12 |
110204 |
101.80 |
101.80 |
101.74 |
101.74 |
-1.70 |
1,705 |
12,928 |
-155 |
Feb12 |
110204 |
101.86 |
101.86 |
101.86 |
101.86 |
-1.65 |
1,030 |
6,634 |
+174 |
Mar12 |
110204 |
101.96 |
101.96 |
101.96 |
101.96 |
-1.60 |
3,863 |
7,885 |
+1,022 |
Apr12 |
110204 |
101.96 |
101.96 |
101.96 |
101.96 |
-1.59 |
443 |
2,988 |
+170 |
Total Volume and Open Interest |
440,988 |
943,468 |
+8,180 |
Gas Oil(ICE) |
Feb11 |
110204 |
860.75 |
861.00 |
838.25 |
843.25 |
-17.50 |
47,064 |
79,470 |
-6,526 |
Mar11 |
110204 |
861.75 |
867.00 |
844.00 |
849.00 |
-17.50 |
103,508 |
163,406 |
-6,413 |
Apr11 |
110204 |
864.50 |
870.75 |
847.75 |
852.75 |
-17.50 |
38,599 |
85,089 |
+1,009 |
May11 |
110204 |
869.25 |
874.00 |
851.25 |
856.25 |
-17.25 |
22,554 |
62,748 |
+1,573 |
Jun11 |
110204 |
877.00 |
877.50 |
854.75 |
860.00 |
-17.00 |
35,091 |
67,074 |
+4,076 |
Jul11 |
110204 |
877.50 |
879.75 |
859.25 |
864.00 |
-16.50 |
7,597 |
25,611 |
+44 |
Aug11 |
110204 |
880.50 |
884.00 |
863.50 |
867.75 |
-16.25 |
6,462 |
23,626 |
+371 |
Sep11 |
110204 |
884.00 |
887.00 |
866.25 |
871.25 |
-16.25 |
5,968 |
21,439 |
+1,077 |
Oct11 |
110204 |
886.25 |
888.50 |
869.00 |
873.25 |
-16.25 |
3,066 |
15,807 |
+1,013 |
Nov11 |
110204 |
887.25 |
888.50 |
869.50 |
874.75 |
-16.00 |
1,683 |
12,497 |
-55 |
Total Volume and Open Interest |
293,948 |
685,390 |
-1,035 |
Ethanol(CBOT) |
Feb11 |
110203 |
2.340 |
2.345 |
2.340 |
2.340 |
+0.005 |
15 |
114 |
-120 |
Mar11 |
110204 |
2.360 |
2.434 |
2.358 |
2.413 |
+0.049 |
227 |
1,383 |
+34 |
Apr11 |
110204 |
2.380 |
2.427 |
2.375 |
2.424 |
+0.045 |
202 |
1,205 |
-26 |
May11 |
110204 |
2.395 |
2.440 |
2.395 |
2.440 |
+0.045 |
122 |
484 |
-22 |
Jun11 |
110204 |
2.424 |
2.455 |
2.424 |
2.451 |
+0.031 |
14 |
717 |
-2 |
Jul11 |
110204 |
2.445 |
2.465 |
2.440 |
2.465 |
+0.031 |
73 |
826 |
+28 |
Aug11 |
110204 |
2.418 |
2.430 |
2.418 |
2.430 |
+0.022 |
45 |
784 |
+24 |
Sep11 |
110204 |
2.350 |
2.371 |
2.350 |
2.371 |
+0.022 |
36 |
530 |
+31 |
Total Volume and Open Interest |
776 |
7,849 |
+0 |
WTI Crude Oil(ICE |
Mar11 |
110204 |
90.85 |
91.66 |
88.44 |
89.03 |
-1.51 |
66,469 |
127,043 |
-346 |
Apr11 |
110204 |
93.54 |
94.21 |
91.18 |
91.85 |
-1.39 |
40,254 |
68,964 |
+2,045 |
May11 |
110204 |
95.41 |
96.16 |
93.26 |
94.00 |
-1.37 |
18,353 |
55,149 |
+5,881 |
Jun11 |
110204 |
96.66 |
97.30 |
94.62 |
95.32 |
-1.34 |
15,385 |
60,289 |
+325 |
Jul11 |
110204 |
97.58 |
98.14 |
95.52 |
96.24 |
-1.34 |
3,610 |
20,413 |
+112 |
Aug11 |
110204 |
98.11 |
98.73 |
96.16 |
96.92 |
-1.31 |
2,627 |
16,722 |
+443 |
Sep11 |
110204 |
98.64 |
99.16 |
96.63 |
97.41 |
-1.28 |
2,786 |
20,951 |
+238 |
Oct11 |
110204 |
99.03 |
99.52 |
97.06 |
97.84 |
-1.25 |
2,392 |
15,535 |
+309 |
Nov11 |
110204 |
99.28 |
99.90 |
97.47 |
98.22 |
-1.26 |
2,064 |
10,828 |
+912 |
Dec11 |
110204 |
99.87 |
100.27 |
97.87 |
98.57 |
-1.29 |
16,669 |
88,863 |
+2,509 |
Jan12 |
110204 |
98.84 |
98.84 |
98.84 |
98.84 |
-1.29 |
682 |
9,267 |
-231 |
Feb12 |
110204 |
99.02 |
99.02 |
99.02 |
99.02 |
-1.30 |
64 |
1,317 |
-12 |
Mar12 |
110204 |
99.14 |
99.14 |
99.14 |
99.14 |
-1.30 |
49 |
4,000 |
+21 |
Apr12 |
110204 |
99.20 |
99.20 |
99.20 |
99.20 |
-1.31 |
13 |
1,363 |
+5 |
May12 |
110204 |
99.24 |
99.24 |
99.24 |
99.24 |
-1.32 |
21 |
942 |
+0 |
Jun12 |
110204 |
99.73 |
99.74 |
99.30 |
99.30 |
-1.32 |
207 |
21,988 |
-178 |
Total Volume and Open Interest |
176,860 |
603,510 |
+12,156 |
US Dollar Index(ICE) |
Mar11 |
110204 |
77.940 |
78.325 |
77.565 |
78.158 |
+0.290 |
25,191 |
39,971 |
-1,205 |
Jun11 |
110204 |
78.345 |
78.650 |
78.170 |
78.518 |
+0.275 |
231 |
1,075 |
+32 |
Sep11 |
110204 |
78.878 |
78.878 |
78.878 |
78.878 |
+0.275 |
0 |
4 |
+0 |
Total Volume and Open Interest |
25,422 |
41,051 |
-1,173 |
Australian Dollar(CME) |
Mar11 |
110204 |
101.09 |
101.56 |
100.65 |
100.92 |
-0.08 |
94,239 |
130,277 |
+6,612 |
Jun11 |
110204 |
100.18 |
100.40 |
99.55 |
99.76 |
-0.09 |
67 |
809 |
+4 |
Sep11 |
110204 |
98.50 |
98.61 |
98.50 |
98.51 |
-0.10 |
0 |
14 |
+0 |
Total Volume and Open Interest |
94,306 |
131,195 |
+6,616 |
British Pound(CME) |
Mar11 |
110204 |
161.33 |
161.69 |
160.32 |
160.91 |
-0.52 |
136,208 |
110,621 |
+3,310 |
Jun11 |
110204 |
161.47 |
161.47 |
160.28 |
160.73 |
-0.52 |
90 |
551 |
-2 |
Sep11 |
110204 |
160.42 |
160.95 |
160.42 |
160.42 |
-0.53 |
13 |
17 |
+2 |
Total Volume and Open Interest |
136,311 |
111,221 |
+3,310 |
Canadian Dollar(CME) |
Mar11 |
110204 |
100.85 |
101.63 |
100.35 |
101.15 |
+0.22 |
67,960 |
128,331 |
+7,179 |
Jun11 |
110204 |
100.60 |
101.50 |
100.40 |
100.93 |
+0.22 |
154 |
3,282 |
-28 |
Sep11 |
110204 |
101.00 |
101.00 |
100.41 |
100.64 |
+0.20 |
111 |
1,059 |
+14 |
Dec11 |
110204 |
100.42 |
100.42 |
100.08 |
100.36 |
+0.18 |
1 |
1,537 |
+1 |
Total Volume and Open Interest |
68,226 |
134,266 |
+7,166 |
Japanese Yen(CME) |
Mar11 |
110204 |
122.60 |
123.41 |
121.27 |
121.62 |
-0.89 |
118,655 |
122,504 |
+4,636 |
Jun11 |
110204 |
122.66 |
123.88 |
121.41 |
121.73 |
-0.89 |
92 |
1,075 |
+36 |
Sep11 |
110204 |
121.90 |
122.80 |
121.90 |
121.90 |
-0.90 |
2 |
28 |
+3 |
Total Volume and Open Interest |
118,749 |
123,615 |
+4,675 |
Swiss Franc(CME) |
Mar11 |
110204 |
105.75 |
105.82 |
104.26 |
104.70 |
-1.15 |
51,525 |
49,722 |
+1,278 |
Jun11 |
110204 |
105.79 |
105.95 |
104.51 |
104.80 |
-1.15 |
12 |
125 |
-4 |
Sep11 |
110204 |
104.92 |
106.06 |
104.92 |
104.92 |
-1.14 |
0 |
6 |
+0 |
Total Volume and Open Interest |
51,542 |
49,860 |
+1,279 |
EuroFX(CME) |
Mar11 |
110204 |
136.22 |
136.76 |
135.38 |
135.79 |
-0.50 |
416,132 |
194,365 |
-5,965 |
Jun11 |
110204 |
136.04 |
136.23 |
135.24 |
135.62 |
-0.50 |
759 |
4,118 |
-26 |
Sep11 |
110204 |
136.25 |
136.25 |
134.89 |
135.39 |
-0.50 |
5 |
43 |
+3 |
Total Volume and Open Interest |
416,907 |
198,886 |
-5,977 |
Mexican Peso(CME) |
Feb11 |
110204 |
835.2 |
835.2 |
834.2 |
835.2 |
+1.0 |
|
|
|
Mar11 |
110204 |
830.2 |
833.8 |
828.8 |
831.8 |
+1.0 |
28,270 |
144,561 |
-1,482 |
Total Volume and Open Interest |
28,270 |
144,666 |
-1,482 |
30-Year T-Bonds(CBOT) |
Mar11 |
110204 |
119~010 |
119~180 |
117~230 |
117~280 |
-1~070 |
331,552 |
565,690 |
-943 |
Jun11 |
110204 |
117~080 |
117~140 |
116~030 |
116~060 |
-1~090 |
2,751 |
4,800 |
+347 |
Sep11 |
110204 |
114~180 |
115~270 |
114~180 |
114~180 |
-1~090 |
0 |
2 |
+0 |
Total Volume and Open Interest |
334,303 |
570,492 |
-596 |
10-Year T-Notes(CBOT) |
Mar11 |
110204 |
119~110 |
119~225 |
118~125 |
118~185 |
-0~275 |
1,379,745 |
1,416,360 |
+42,240 |
Jun11 |
110204 |
118~000 |
118~095 |
117~000 |
117~025 |
-1~020 |
4,991 |
18,334 |
+946 |
Sep11 |
110204 |
115~310 |
117~010 |
115~310 |
115~310 |
-1~020 |
|
|
|
Total Volume and Open Interest |
1,384,736 |
1,434,698 |
+43,186 |
5-Year T-Notes(CBOT) |
Mar11 |
110204 |
117~041 |
117~064 |
116~091 |
116~109 |
-0~070 |
767,984 |
1,219,074 |
+39,578 |
Jun11 |
110204 |
116~048 |
116~059 |
115~097 |
115~108 |
-0~079 |
7,740 |
14,238 |
+2,988 |
Sep11 |
110204 |
115~004 |
115~083 |
115~004 |
115~004 |
-0~079 |
|
|
|
Total Volume and Open Interest |
775,724 |
1,233,312 |
+42,566 |
2 Year T-Notes(CBOT) |
Mar11 |
110204 |
109~038 |
109~051 |
109~022 |
109~025 |
-0~016 |
380,927 |
811,082 |
+30,706 |
Jun11 |
110204 |
109~003 |
109~003 |
108~114 |
108~114 |
-0~020 |
1,972 |
2,756 |
+1,320 |
Sep11 |
110204 |
108~080 |
108~080 |
108~080 |
108~080 |
-0~020 |
|
|
|
Total Volume and Open Interest |
382,899 |
813,838 |
+32,026 |
Eurodollars(CME) |
Mar11 |
110204 |
99.665 |
99.670 |
99.660 |
99.665 |
+0.005 |
149,409 |
1,132,098 |
-10,921 |
Jun11 |
110204 |
99.570 |
99.590 |
99.555 |
99.575 |
unch |
229,437 |
1,129,426 |
+1,127 |
Sep11 |
110204 |
99.440 |
99.470 |
99.405 |
99.425 |
-0.025 |
312,479 |
1,138,338 |
-5,794 |
Dec11 |
110204 |
99.255 |
99.300 |
99.205 |
99.220 |
-0.045 |
391,369 |
1,016,383 |
+33,443 |
Mar12 |
110204 |
98.985 |
99.055 |
98.920 |
98.945 |
-0.060 |
439,923 |
1,039,396 |
-3,497 |
Jun12 |
110204 |
98.650 |
98.740 |
98.570 |
98.595 |
-0.080 |
362,847 |
656,162 |
+11,938 |
Sep12 |
110204 |
98.305 |
98.410 |
98.210 |
98.235 |
-0.100 |
303,975 |
531,670 |
+6,718 |
Dec12 |
110204 |
97.980 |
98.085 |
97.865 |
97.895 |
-0.115 |
285,077 |
352,357 |
-2,473 |
Mar13 |
110204 |
97.695 |
97.800 |
97.555 |
97.595 |
-0.125 |
265,201 |
238,490 |
+6,973 |
Jun13 |
110204 |
97.420 |
97.525 |
97.265 |
97.315 |
-0.130 |
160,709 |
178,969 |
+1,361 |
Sep13 |
110204 |
97.155 |
97.265 |
96.995 |
97.050 |
-0.130 |
117,367 |
189,319 |
-2,646 |
Dec13 |
110204 |
96.895 |
97.010 |
96.725 |
96.785 |
-0.125 |
96,715 |
157,967 |
+872 |
Mar14 |
110204 |
96.660 |
96.765 |
96.490 |
96.545 |
-0.125 |
39,084 |
128,186 |
+3,402 |
Jun14 |
110204 |
96.420 |
96.525 |
96.250 |
96.305 |
-0.125 |
31,308 |
112,221 |
-1,581 |
Sep14 |
110204 |
96.205 |
96.270 |
96.020 |
96.080 |
-0.125 |
22,858 |
67,392 |
+363 |
Dec14 |
110204 |
95.975 |
96.055 |
95.800 |
95.855 |
-0.125 |
24,607 |
75,237 |
-598 |
Mar15 |
110204 |
95.790 |
95.860 |
95.615 |
95.670 |
-0.125 |
14,878 |
53,930 |
+772 |
Jun15 |
110204 |
3.865 |
3.950 |
3.695 |
3.745 |
-0.125 |
14,751 |
36,028 |
+1,141 |
Total Volume and Open Interest |
3,298,348 |
8,458,243 |
+42,223 |
30 Day Federal Funds(CBOT) |
Feb11 |
110204 |
99.830 |
99.835 |
99.825 |
99.835 |
unch |
10,242 |
76,657 |
+1,458 |
Mar11 |
110204 |
99.835 |
99.840 |
99.830 |
99.840 |
unch |
5,641 |
57,258 |
+132 |
Apr11 |
110204 |
99.840 |
99.845 |
99.840 |
99.845 |
unch |
6,799 |
51,108 |
-49 |
May11 |
110204 |
99.845 |
99.850 |
99.840 |
99.845 |
-0.005 |
3,890 |
62,027 |
-699 |
Jun11 |
110204 |
99.840 |
99.845 |
99.835 |
99.840 |
-0.005 |
1,869 |
38,559 |
+130 |
Jul11 |
110204 |
99.820 |
99.830 |
99.815 |
99.820 |
-0.005 |
3,722 |
41,717 |
+1,467 |
Total Volume and Open Interest |
62,097 |
558,364 |
+1,563 |
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 |
110204 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
3,789 |
-300 |
Jun11 |
110204 |
99.647 |
99.647 |
99.647 |
99.647 |
unch |
0 |
175 |
+0 |
Sep11 |
110204 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Dec11 |
110204 |
99.615 |
99.615 |
99.615 |
99.615 |
-0.003 |
0 |
75 |
+0 |
Mar12 |
110204 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
Jun12 |
110204 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep12 |
110204 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Dec12 |
110204 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Mar13 |
110204 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Jun13 |
110204 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
4,039 |
-300 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110204 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
200 |
5,210 |
+0 |
Jun11 |
110204 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,222 |
+0 |
Sep11 |
110204 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
786 |
+0 |
Dec11 |
110204 |
99.61 |
99.61 |
99.61 |
99.61 |
0.00 |
50 |
1,593 |
+0 |
Mar12 |
110204 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
405 |
+0 |
Jun12 |
110204 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
110204 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
310 |
+0 |
Dec12 |
110204 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
250 |
10,285 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110204 |
139.39 |
139.40 |
138.89 |
139.06 |
-0.35 |
1,453 |
13,185 |
+746 |
Jun11 |
110204 |
138.23 |
138.23 |
138.23 |
138.23 |
-0.35 |
0 |
1 |
+0 |
Sep11 |
110204 |
135.80 |
135.80 |
135.80 |
135.80 |
-0.35 |
|
|
|
Total Volume and Open Interest |
1,453 |
13,186 |
+746 |
Euro-Bund(EUREX) |
Mar11 |
110204 |
123.03 |
123.16 |
122.58 |
122.65 |
-0.57 |
1,043,185 |
1,371,296 |
-179,314 |
Jun11 |
110204 |
121.67 |
121.67 |
121.22 |
121.24 |
-0.57 |
3,583 |
12,045 |
+1,166 |
Sep11 |
110204 |
120.83 |
120.83 |
120.83 |
120.83 |
-0.61 |
3 |
1 |
-2 |
Total Volume and Open Interest |
1,046,771 |
1,383,342 |
-178,150 |
Euro-Bobl(EUREX) |
Mar11 |
110204 |
116.80 |
116.90 |
116.45 |
116.49 |
-0.49 |
751,844 |
984,643 |
-147,189 |
Jun11 |
110204 |
115.32 |
115.32 |
115.03 |
115.04 |
-0.50 |
1,655 |
19,661 |
+93 |
Sep11 |
110204 |
114.49 |
114.49 |
114.49 |
114.49 |
-0.57 |
|
|
|
Total Volume and Open Interest |
753,499 |
1,004,304 |
-147,096 |
3-Mth Euribor(EUREX) |
Mar11 |
110204 |
98.830 |
98.830 |
98.825 |
98.825 |
-0.015 |
15 |
5,794 |
+0 |
Jun11 |
110204 |
98.585 |
98.585 |
98.565 |
98.565 |
-0.025 |
126 |
9,441 |
-61 |
Sep11 |
110204 |
98.370 |
98.370 |
98.335 |
98.335 |
-0.050 |
10 |
2,140 |
+24 |
Total Volume and Open Interest |
670 |
25,272 |
-28 |
Long Gilt(LIFFE) |
Mar11 |
110204 |
116~05 |
116~14 |
115~20 |
115~27 |
-0~14 |
134,294 |
255,955 |
-585 |
Jun11 |
110204 |
114~20 |
114~20 |
114~20 |
114~20 |
-0~14 |
|
|
|
Total Volume and Open Interest |
134,294 |
255,955 |
-585 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110204 |
99.09 |
99.12 |
99.07 |
99.08 |
-0.01 |
166,146 |
317,702 |
-11,013 |
Jun11 |
110204 |
98.86 |
98.90 |
98.83 |
98.85 |
-0.01 |
163,417 |
336,283 |
-2,191 |
Sep11 |
110204 |
98.64 |
98.66 |
98.56 |
98.60 |
-0.03 |
150,489 |
294,396 |
+9,432 |
Dec11 |
110204 |
98.35 |
98.38 |
98.25 |
98.30 |
-0.06 |
141,831 |
309,149 |
+6,061 |
Mar12 |
110204 |
98.06 |
98.08 |
97.93 |
97.98 |
-0.10 |
151,232 |
302,339 |
+9,765 |
Jun12 |
110204 |
97.75 |
97.77 |
97.60 |
97.66 |
-0.13 |
99,194 |
219,564 |
+4,686 |
Total Volume and Open Interest |
1,023,822 |
2,219,148 |
+14,888 |
3-Mth Euribor(LIFFE) |
Mar11 |
110204 |
98.835 |
98.840 |
98.825 |
98.825 |
-0.015 |
260,492 |
641,691 |
-16,611 |
Jun11 |
110204 |
98.585 |
98.600 |
98.555 |
98.565 |
-0.025 |
254,397 |
625,705 |
-2,777 |
Sep11 |
110204 |
98.385 |
98.395 |
98.315 |
98.335 |
-0.050 |
261,837 |
470,162 |
-12,243 |
Total Volume and Open Interest |
1,765,809 |
3,520,819 |
-72,409 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110204 |
95.02 |
95.03 |
95.00 |
95.02 |
-0.01 |
13,072 |
171,273 |
+117 |
Jun11 |
110204 |
94.92 |
94.93 |
94.88 |
94.90 |
-0.03 |
39,397 |
189,707 |
+11,229 |
Sep11 |
110204 |
94.80 |
94.80 |
94.73 |
94.75 |
-0.05 |
39,435 |
129,401 |
+13,467 |
Dec11 |
110204 |
94.66 |
94.66 |
94.54 |
94.58 |
-0.08 |
16,374 |
75,292 |
+4,459 |
Mar12 |
110204 |
94.55 |
94.56 |
94.42 |
94.44 |
-0.12 |
7,362 |
51,665 |
+1,341 |
Jun12 |
110204 |
94.48 |
94.48 |
94.34 |
94.36 |
-0.13 |
1,597 |
40,596 |
+277 |
Sep12 |
110204 |
94.42 |
94.43 |
94.29 |
94.30 |
-0.14 |
1,795 |
27,260 |
+333 |
Dec12 |
110204 |
94.36 |
94.40 |
94.24 |
94.24 |
-0.14 |
1,693 |
14,568 |
+739 |
Mar13 |
110204 |
94.34 |
94.35 |
94.20 |
94.21 |
-0.14 |
112 |
3,039 |
+7 |
Jun13 |
110204 |
94.29 |
94.29 |
94.14 |
94.16 |
-0.15 |
13 |
594 |
+6 |
Total Volume and Open Interest |
120,854 |
705,891 |
+31,975 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110204 |
94.38 |
94.39 |
94.28 |
94.31 |
-0.07 |
44,123 |
380,010 |
+7,189 |
Jun11 |
110204 |
94.31 |
94.31 |
94.31 |
94.31 |
-0.07 |
|
|
|
Total Volume and Open Interest |
44,123 |
380,010 |
+7,189 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110204 |
94.85 |
94.86 |
94.70 |
94.72 |
-0.14 |
245,000 |
521,831 |
+29,602 |
Jun11 |
110204 |
94.72 |
94.72 |
94.72 |
94.72 |
-0.14 |
|
|
|
Total Volume and Open Interest |
245,000 |
521,831 |
+29,602 |
Gold(CMX) |
Feb11 |
110204 |
1354.8 |
1360.0 |
1345.0 |
1348.3 |
-4.0 |
1,865 |
1,693 |
-187 |
Apr11 |
110204 |
1356.4 |
1361.0 |
1345.5 |
1349.0 |
-4.0 |
189,233 |
308,547 |
+3,713 |
Jun11 |
110204 |
1356.4 |
1361.8 |
1347.6 |
1350.5 |
-3.9 |
7,239 |
55,813 |
+1,069 |
Aug11 |
110204 |
1357.2 |
1361.1 |
1349.3 |
1351.9 |
-3.8 |
2,150 |
16,516 |
+178 |
Oct11 |
110204 |
1355.2 |
1359.9 |
1353.4 |
1353.4 |
-3.8 |
1,631 |
7,476 |
-1,494 |
Dec11 |
110204 |
1358.0 |
1365.1 |
1351.7 |
1355.1 |
-3.8 |
1,087 |
23,616 |
+168 |
Feb12 |
110204 |
1360.2 |
1365.0 |
1356.5 |
1357.2 |
-3.8 |
4 |
3,487 |
+1 |
Apr12 |
110204 |
1359.7 |
1359.7 |
1359.7 |
1359.7 |
-3.7 |
4 |
5,253 |
+0 |
Jun12 |
110204 |
1362.6 |
1362.6 |
1362.6 |
1362.6 |
-3.5 |
8 |
6,592 |
+5 |
Aug12 |
110204 |
1365.8 |
1365.8 |
1365.8 |
1365.8 |
-3.3 |
0 |
977 |
+0 |
Oct12 |
110204 |
1369.9 |
1369.9 |
1369.9 |
1369.9 |
-3.1 |
0 |
1,301 |
+0 |
Dec12 |
110204 |
1377.5 |
1377.5 |
1374.5 |
1374.5 |
-2.8 |
100 |
13,050 |
+22 |
Total Volume and Open Interest |
206,038 |
466,978 |
+3,930 |
Silver(CMX) |
Mar11 |
110204 |
2893.0 |
2928.5 |
2872.0 |
2905.9 |
+33.1 |
67,109 |
66,607 |
+2,444 |
May11 |
110204 |
2894.0 |
2930.0 |
2873.5 |
2908.0 |
+33.2 |
7,033 |
25,351 |
+1,181 |
Jul11 |
110204 |
2891.0 |
2927.5 |
2879.0 |
2909.1 |
+33.4 |
2,450 |
8,537 |
+944 |
Sep11 |
110204 |
2888.0 |
2917.0 |
2887.0 |
2908.6 |
+33.2 |
458 |
4,092 |
+70 |
Dec11 |
110204 |
2884.0 |
2921.5 |
2880.0 |
2908.5 |
+33.2 |
1,333 |
11,332 |
-35 |
Mar12 |
110204 |
2907.7 |
2907.7 |
2907.7 |
2907.7 |
+33.1 |
7 |
666 |
-1 |
May12 |
110204 |
2907.7 |
2907.7 |
2907.7 |
2907.7 |
+33.2 |
0 |
260 |
+0 |
Total Volume and Open Interest |
79,892 |
130,601 |
+4,350 |
Platinum(NYMEX) |
Apr11 |
110204 |
1838.2 |
1863.4 |
1835.1 |
1845.8 |
+1.7 |
3,534 |
41,333 |
+461 |
Jul11 |
110204 |
1858.0 |
1858.0 |
1846.6 |
1848.5 |
+1.8 |
59 |
1,501 |
+38 |
Oct11 |
110204 |
1856.9 |
1860.0 |
1850.7 |
1850.7 |
+1.8 |
1 |
131 |
+40 |
Jan12 |
110204 |
1864.3 |
1864.3 |
1852.7 |
1852.7 |
+1.8 |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,603 |
42,985 |
+539 |
Palladium(NYMEX) |
Mar11 |
110204 |
820.55 |
834.50 |
813.00 |
816.45 |
-4.10 |
3,104 |
21,386 |
+200 |
Jun11 |
110204 |
821.55 |
835.00 |
815.00 |
818.00 |
-4.10 |
300 |
1,805 |
+56 |
Sep11 |
110204 |
830.00 |
830.00 |
818.85 |
818.85 |
-4.10 |
1 |
31 |
+0 |
Total Volume and Open Interest |
3,405 |
23,227 |
+256 |
Copper(CMX) |
Mar11 |
110204 |
454.70 |
461.40 |
453.60 |
457.95 |
+3.50 |
25,876 |
102,854 |
+176 |
May11 |
110204 |
454.90 |
462.05 |
454.80 |
458.75 |
+3.50 |
7,194 |
33,575 |
+2,251 |
Jul11 |
110204 |
456.30 |
462.00 |
456.00 |
458.65 |
+3.50 |
949 |
12,770 |
+329 |
Sep11 |
110204 |
455.55 |
457.95 |
455.20 |
457.95 |
+3.45 |
133 |
5,400 |
-4 |
Dec11 |
110204 |
453.60 |
459.00 |
453.60 |
456.00 |
+3.45 |
156 |
4,724 |
-29 |
Total Volume and Open Interest |
34,621 |
163,539 |
+2,249 |
DJIA Index(CBOT) |
Mar11 |
110204 |
12012 |
12050 |
11985 |
12045 |
+36 |
298 |
10,653 |
+33 |
Jun11 |
110204 |
11980 |
11980 |
11944 |
11980 |
+36 |
0 |
11 |
+0 |
Sep11 |
110204 |
11925 |
11925 |
11889 |
11925 |
+36 |
|
|
|
Dec11 |
110204 |
11870 |
11870 |
11834 |
11870 |
+36 |
0 |
1 |
+0 |
Total Volume and Open Interest |
298 |
10,665 |
+33 |
S & P 500(CME) |
Mar11 |
110204 |
1303.30 |
1308.60 |
1298.20 |
1307.20 |
+3.90 |
13,017 |
308,079 |
+3,069 |
Jun11 |
110204 |
1300.40 |
1303.00 |
1293.10 |
1302.30 |
+3.90 |
0 |
7,702 |
+0 |
Sep11 |
110204 |
1297.40 |
1298.10 |
1288.20 |
1297.40 |
+3.90 |
0 |
2,950 |
+0 |
Dec11 |
110204 |
1292.50 |
1293.20 |
1283.30 |
1292.50 |
+3.90 |
0 |
638 |
+0 |
Total Volume and Open Interest |
13,017 |
319,369 |
+3,069 |
S & P 500 E-Mini(Globex) |
Mar11 |
110204 |
1303.25 |
1308.50 |
1298.00 |
1307.25 |
+4.00 |
1,828,391 |
2,692,805 |
-21,563 |
Jun11 |
110204 |
1298.00 |
1304.75 |
1293.75 |
1302.25 |
+3.75 |
1,011 |
19,788 |
+167 |
Total Volume and Open Interest |
1,829,423 |
2,712,906 |
-21,579 |
NASDAQ 100(CME) |
Mar11 |
110204 |
2320.80 |
2341.80 |
2317.00 |
2337.50 |
+15.70 |
819 |
15,824 |
+172 |
Jun11 |
110204 |
2334.80 |
2337.00 |
2334.80 |
2334.80 |
+15.80 |
0 |
701 |
+0 |
Sep11 |
110204 |
2332.30 |
2332.50 |
2332.30 |
2332.30 |
+15.80 |
|
|
|
Total Volume and Open Interest |
819 |
16,525 |
+172 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110204 |
2322.30 |
2339.50 |
2316.50 |
2337.50 |
+15.70 |
258,037 |
356,421 |
-5,273 |
Jun11 |
110204 |
2320.80 |
2335.00 |
2318.50 |
2334.80 |
+15.80 |
41 |
783 |
+3 |
Total Volume and Open Interest |
258,078 |
357,211 |
-5,270 |
S & P Midcap 400(CME) |
Mar11 |
110204 |
941.50 |
944.20 |
937.00 |
944.20 |
+6.30 |
0 |
2,626 |
-7 |
Jun11 |
110204 |
941.80 |
941.80 |
937.50 |
941.80 |
+6.30 |
|
|
|
Sep11 |
110204 |
939.90 |
939.90 |
935.60 |
939.90 |
+6.30 |
|
|
|
Total Volume and Open Interest |
0 |
2,626 |
-7 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110204 |
10515 |
10645 |
10515 |
10640 |
+130 |
8,928 |
40,663 |
-362 |
Jun11 |
110204 |
10615 |
10615 |
10585 |
10615 |
+130 |
0 |
153 |
+0 |
Total Volume and Open Interest |
8,928 |
40,816 |
-362 |
Nikkei 225(SGX) |
Mar11 |
110204 |
10455 |
10585 |
10415 |
10525 |
+75 |
58,075 |
240,025 |
+189 |
Jun11 |
110204 |
10455 |
10490 |
10450 |
10450 |
+75 |
155 |
4,520 |
+45 |
Sep11 |
110204 |
10450 |
10450 |
10450 |
10450 |
+75 |
0 |
400 |
+0 |
Total Volume and Open Interest |
58,230 |
255,744 |
+235 |
CAC 40(EURONEXT) |
Feb11 |
110204 |
4050.0 |
4063.0 |
4026.5 |
4045.5 |
+12.0 |
129,251 |
364,232 |
+4,272 |
Mar11 |
110204 |
4053.0 |
4064.0 |
4029.0 |
4048.0 |
+12.0 |
654 |
77,693 |
+15 |
Apr11 |
110204 |
4058.5 |
4058.5 |
4049.0 |
4049.0 |
+12.0 |
0 |
6 |
+0 |
Total Volume and Open Interest |
129,905 |
441,979 |
+4,287 |
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 |
110204 |
7212.5 |
7236.0 |
7192.0 |
7216.5 |
+25.5 |
117,226 |
241,432 |
-3,022 |
Jun11 |
110204 |
7238.0 |
7256.0 |
7217.5 |
7238.5 |
+25.5 |
585 |
11,971 |
-35 |
Sep11 |
110204 |
7257.5 |
7277.0 |
7239.5 |
7261.0 |
+26.0 |
34 |
630 |
+10 |
Total Volume and Open Interest |
117,845 |
254,033 |
-3,047 |
FT-SE 100(EURONEXT) |
Mar11 |
110204 |
5965.00 |
5993.00 |
5953.00 |
5957.50 |
+7.00 |
81,530 |
650,263 |
+1,261 |
Jun11 |
110204 |
5931.00 |
5935.00 |
5914.50 |
5914.50 |
+6.50 |
14 |
6,005 |
-27 |
Sep11 |
110204 |
5900.50 |
5900.50 |
5883.50 |
5883.50 |
+8.00 |
10 |
263 |
+0 |
Total Volume and Open Interest |
81,564 |
656,641 |
+1,234 |
SPI 200(SFE) |
Mar11 |
110204 |
4782.0 |
4851.0 |
4767.0 |
4844.0 |
+61.0 |
31,668 |
194,209 |
+7,830 |
Jun11 |
110204 |
4845.0 |
4867.0 |
4845.0 |
4867.0 |
+60.0 |
14 |
3,118 |
-4 |
Sep11 |
110204 |
4854.0 |
4858.0 |
4854.0 |
4858.0 |
+60.0 |
146 |
1,943 |
+21 |
Total Volume and Open Interest |
32,148 |
201,049 |
+7,972 |
GSCI(CME) |
Feb11 |
110204 |
0.64 |
2.74 |
646.00 |
649.50 |
+649.36 |
255 |
14,873 |
+168 |
Mar11 |
110204 |
8.89 |
10.64 |
655.00 |
3.14 |
-5.50 |
2 |
58 |
+0 |
Apr11 |
110204 |
9.14 |
17.14 |
6.14 |
9.14 |
-6.50 |
|
|
|
Total Volume and Open Interest |
257 |
14,931 |
+168 |
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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