|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon February 07, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110207 |
1438.00 |
1443.75 |
1421.25 |
1424.50 |
-9.00 |
78,364 |
245,545 |
-2,723 |
May11 |
110207 |
1448.00 |
1454.00 |
1432.00 |
1435.50 |
-8.50 |
25,537 |
139,642 |
+5,691 |
Jul11 |
110207 |
1453.75 |
1460.50 |
1439.25 |
1443.00 |
-7.00 |
23,753 |
104,371 |
+2,868 |
Aug11 |
110207 |
1433.25 |
1433.25 |
1416.00 |
1417.50 |
-5.00 |
1,195 |
5,511 |
-193 |
Sep11 |
110207 |
1400.25 |
1407.00 |
1384.50 |
1389.00 |
-4.00 |
733 |
4,780 |
+56 |
Nov11 |
110207 |
1370.00 |
1383.00 |
1360.00 |
1366.00 |
-3.00 |
18,099 |
160,027 |
+1,627 |
Jan12 |
110207 |
1372.00 |
1382.75 |
1362.75 |
1367.50 |
-4.00 |
2,413 |
15,553 |
+934 |
Total Volume and Open Interest |
151,824 |
699,401 |
+8,514 |
Soybean Meal(CBOT) |
Mar11 |
110207 |
384.30 |
386.90 |
380.10 |
382.40 |
-0.80 |
26,231 |
86,723 |
-3,176 |
May11 |
110207 |
386.90 |
389.50 |
382.80 |
385.40 |
-0.50 |
10,224 |
44,337 |
+2,413 |
Jul11 |
110207 |
387.50 |
390.00 |
383.60 |
386.20 |
-0.20 |
5,849 |
36,747 |
-38 |
Aug11 |
110207 |
379.60 |
380.50 |
375.00 |
377.40 |
+0.50 |
959 |
8,406 |
-141 |
Sep11 |
110207 |
369.30 |
371.00 |
364.70 |
367.20 |
+0.30 |
556 |
7,864 |
-40 |
Oct11 |
110207 |
357.30 |
358.80 |
352.70 |
356.90 |
+1.90 |
994 |
8,043 |
+162 |
Dec11 |
110207 |
354.20 |
356.90 |
350.50 |
354.10 |
+1.10 |
2,596 |
19,152 |
+56 |
Jan12 |
110207 |
353.50 |
356.10 |
349.90 |
353.40 |
+1.00 |
93 |
2,907 |
+35 |
Total Volume and Open Interest |
47,650 |
218,854 |
-686 |
Soybean Oil(CBOT) |
Mar11 |
110207 |
59.02 |
59.34 |
58.37 |
58.41 |
-0.57 |
50,215 |
172,614 |
-6,802 |
May11 |
110207 |
59.60 |
59.87 |
58.93 |
58.97 |
-0.54 |
24,439 |
90,026 |
+5,278 |
Jul11 |
110207 |
60.08 |
60.29 |
59.42 |
59.47 |
-0.49 |
17,464 |
75,565 |
+1,101 |
Aug11 |
110207 |
60.37 |
60.37 |
59.61 |
59.61 |
-0.50 |
1,574 |
8,184 |
+306 |
Sep11 |
110207 |
60.38 |
60.38 |
59.73 |
59.73 |
-0.50 |
3,319 |
10,281 |
-146 |
Oct11 |
110207 |
60.38 |
60.47 |
59.65 |
59.72 |
-0.49 |
5,261 |
11,427 |
+266 |
Dec11 |
110207 |
60.51 |
60.71 |
59.85 |
59.91 |
-0.45 |
9,056 |
39,078 |
+1,854 |
Jan12 |
110207 |
60.13 |
60.13 |
59.96 |
59.96 |
-0.40 |
47 |
516 |
-14 |
Total Volume and Open Interest |
111,441 |
409,642 |
+1,885 |
Canola(WCE) |
Mar11 |
110207 |
609.4 |
612.5 |
606.5 |
607.9 |
-1.5 |
8,125 |
84,275 |
-2,354 |
May11 |
110207 |
616.1 |
620.9 |
615.4 |
616.9 |
-1.0 |
5,907 |
48,439 |
+2,136 |
Jul11 |
110207 |
625.3 |
628.3 |
623.4 |
624.9 |
-0.4 |
3,485 |
19,043 |
+326 |
Nov11 |
110207 |
589.6 |
594.3 |
589.0 |
592.8 |
+3.2 |
4,462 |
53,526 |
+2,405 |
Jan12 |
110207 |
593.7 |
598.9 |
593.7 |
597.6 |
+3.2 |
352 |
3,492 |
+94 |
Total Volume and Open Interest |
22,669 |
211,056 |
+2,912 |
Corn(CBOT) |
Mar11 |
110207 |
677.00 |
682.50 |
669.50 |
674.75 |
-3.75 |
144,574 |
547,452 |
-6,339 |
May11 |
110207 |
687.75 |
693.25 |
680.50 |
685.75 |
-3.50 |
45,157 |
383,122 |
+7,066 |
Jul11 |
110207 |
692.25 |
698.25 |
686.50 |
691.50 |
-2.75 |
39,017 |
273,624 |
+4,944 |
Sep11 |
110207 |
640.00 |
646.00 |
638.25 |
643.75 |
-0.25 |
3,880 |
58,016 |
+1,042 |
Dec11 |
110207 |
600.00 |
604.75 |
597.00 |
602.00 |
+0.25 |
29,923 |
340,890 |
-1,500 |
Mar12 |
110207 |
608.50 |
613.50 |
606.50 |
611.75 |
+0.25 |
5,996 |
40,353 |
+814 |
Total Volume and Open Interest |
269,989 |
1,695,837 |
+6,155 |
Wheat(CBOT) |
Mar11 |
110207 |
861.00 |
869.50 |
851.50 |
858.75 |
+5.00 |
51,667 |
189,655 |
-4,805 |
May11 |
110207 |
890.00 |
900.50 |
883.00 |
890.50 |
+5.75 |
22,317 |
112,936 |
+3,190 |
Jul11 |
110207 |
915.25 |
923.00 |
908.50 |
916.75 |
+8.50 |
14,208 |
120,695 |
-49 |
Sep11 |
110207 |
936.00 |
945.50 |
930.00 |
940.50 |
+9.75 |
2,799 |
30,014 |
+945 |
Dec11 |
110207 |
948.50 |
958.50 |
946.50 |
954.50 |
+10.25 |
7,668 |
81,620 |
+1,131 |
Total Volume and Open Interest |
99,502 |
555,471 |
+558 |
Wheat(KCBT) |
Mar11 |
110207 |
947.25 |
961.00 |
943.00 |
953.50 |
+10.75 |
16,874 |
70,008 |
-1,068 |
May11 |
110207 |
955.75 |
972.00 |
955.00 |
964.50 |
+10.75 |
10,084 |
59,488 |
+5,268 |
Jul11 |
110207 |
966.00 |
980.75 |
962.50 |
973.75 |
+11.25 |
5,508 |
58,321 |
-383 |
Sep11 |
110207 |
983.00 |
991.50 |
976.50 |
985.25 |
+11.25 |
2,186 |
15,742 |
+353 |
Dec11 |
110207 |
991.00 |
1005.50 |
989.75 |
1000.00 |
+14.25 |
2,776 |
14,704 |
+110 |
Total Volume and Open Interest |
37,561 |
221,568 |
+4,306 |
Wheat(MGE) |
Mar11 |
110207 |
992.00 |
1004.00 |
985.25 |
991.25 |
+2.75 |
4,421 |
18,375 |
-902 |
May11 |
110207 |
999.00 |
1013.75 |
995.50 |
1002.00 |
+3.25 |
3,107 |
15,351 |
+20 |
Jul11 |
110207 |
1006.75 |
1020.50 |
1003.00 |
1009.50 |
+4.25 |
2,112 |
11,282 |
+84 |
Sep11 |
110207 |
1003.25 |
1017.75 |
1003.25 |
1009.00 |
+5.75 |
1,276 |
12,193 |
+45 |
Dec11 |
110207 |
1004.75 |
1020.25 |
1004.75 |
1012.50 |
+8.50 |
990 |
9,527 |
+16 |
Total Volume and Open Interest |
12,003 |
68,727 |
-740 |
Oats(CBOT) |
Mar11 |
110207 |
416.00 |
421.50 |
408.00 |
421.00 |
+5.50 |
438 |
6,673 |
-60 |
May11 |
110207 |
424.00 |
427.00 |
416.00 |
427.00 |
+6.00 |
230 |
4,987 |
+17 |
Jul11 |
110207 |
425.00 |
427.00 |
417.25 |
427.00 |
+6.00 |
43 |
755 |
+6 |
Sep11 |
110207 |
389.00 |
395.25 |
389.00 |
394.00 |
+4.50 |
1 |
249 |
+1 |
Total Volume and Open Interest |
805 |
14,323 |
-20 |
Rough Rice(CBOT) |
Mar11 |
110207 |
15.82 |
16.15 |
15.45 |
15.55 |
-0.26 |
2,341 |
13,640 |
-169 |
May11 |
110207 |
16.15 |
16.43 |
15.77 |
15.85 |
-0.25 |
1,094 |
6,030 |
+108 |
Jul11 |
110207 |
16.34 |
16.65 |
16.05 |
16.09 |
-0.25 |
413 |
2,341 |
-3 |
Sep11 |
110207 |
16.14 |
16.49 |
15.91 |
15.94 |
-0.19 |
189 |
1,738 |
+58 |
Total Volume and Open Interest |
4,084 |
24,393 |
+1 |
Live Cattle(CME) |
Feb11 |
110207 |
108.180 |
108.800 |
107.500 |
107.730 |
-0.520 |
19,597 |
28,364 |
-8,825 |
Apr11 |
110207 |
113.050 |
113.800 |
111.700 |
111.750 |
-1.285 |
16,042 |
173,270 |
+627 |
Jun11 |
110207 |
113.700 |
114.200 |
112.430 |
112.635 |
-1.000 |
4,481 |
91,506 |
+754 |
Aug11 |
110207 |
114.100 |
114.900 |
113.430 |
113.785 |
-0.515 |
2,011 |
29,687 |
+19 |
Oct11 |
110207 |
117.430 |
118.000 |
116.700 |
117.200 |
-0.200 |
1,340 |
21,335 |
+333 |
Dec11 |
110207 |
117.330 |
118.135 |
117.000 |
117.680 |
+0.030 |
580 |
17,086 |
+206 |
Total Volume and Open Interest |
44,284 |
366,269 |
-6,752 |
Feeder Cattle(CME) |
Mar11 |
110207 |
124.750 |
125.785 |
124.200 |
124.580 |
-0.420 |
2,524 |
21,455 |
-606 |
Apr11 |
110207 |
126.600 |
127.430 |
125.930 |
126.500 |
-0.230 |
1,151 |
7,288 |
+129 |
May11 |
110207 |
127.100 |
128.185 |
126.680 |
127.300 |
-0.050 |
701 |
9,208 |
-185 |
Aug11 |
110207 |
128.250 |
129.100 |
127.730 |
128.400 |
-0.050 |
472 |
10,360 |
+22 |
Sep11 |
110207 |
128.735 |
128.735 |
128.035 |
128.200 |
-0.300 |
17 |
1,460 |
-25 |
Oct11 |
110207 |
128.400 |
128.600 |
127.830 |
128.400 |
-0.100 |
8 |
656 |
+3 |
Nov11 |
110207 |
128.000 |
128.500 |
127.850 |
128.250 |
-0.050 |
2 |
353 |
+1 |
Total Volume and Open Interest |
4,875 |
50,783 |
-661 |
Lean Hogs(CME) |
Feb11 |
110207 |
84.500 |
85.500 |
84.500 |
84.950 |
+0.450 |
5,568 |
12,743 |
-904 |
Apr11 |
110207 |
91.785 |
92.350 |
91.200 |
91.830 |
+0.180 |
12,934 |
105,121 |
-1,671 |
May11 |
110207 |
98.050 |
98.700 |
98.050 |
98.550 |
+0.200 |
145 |
2,615 |
+76 |
Jun11 |
110207 |
100.635 |
101.535 |
100.450 |
101.350 |
+0.465 |
3,688 |
60,809 |
+307 |
Jul11 |
110207 |
99.230 |
100.300 |
98.930 |
100.230 |
+0.750 |
1,550 |
20,791 |
-151 |
Aug11 |
110207 |
97.700 |
98.650 |
97.385 |
98.500 |
+0.670 |
1,944 |
19,118 |
+231 |
Oct11 |
110207 |
85.500 |
86.500 |
85.200 |
86.450 |
+0.915 |
910 |
15,573 |
+189 |
Dec11 |
110207 |
80.930 |
82.250 |
80.885 |
82.200 |
+1.250 |
503 |
6,830 |
+134 |
Total Volume and Open Interest |
27,309 |
246,308 |
-1,780 |
Class III Milk(CME) |
Feb11 |
110207 |
16.56 |
16.64 |
16.54 |
16.56 |
-0.03 |
308 |
5,376 |
-37 |
Mar11 |
110207 |
18.45 |
18.59 |
18.45 |
18.56 |
+0.06 |
519 |
5,710 |
+159 |
Apr11 |
110207 |
18.12 |
18.40 |
18.11 |
18.32 |
+0.17 |
315 |
4,882 |
+67 |
May11 |
110207 |
17.77 |
17.97 |
17.77 |
17.88 |
+0.05 |
215 |
4,152 |
+26 |
Jun11 |
110207 |
17.05 |
17.24 |
17.02 |
17.21 |
+0.11 |
100 |
3,256 |
+45 |
Total Volume and Open Interest |
1,642 |
35,975 |
-4,785 |
Cocoa(ICE) |
Mar11 |
110207 |
3255 |
3281 |
3188 |
3223 |
-28 |
17,449 |
29,857 |
-7,947 |
May11 |
110207 |
3280 |
3288 |
3199 |
3239 |
-25 |
14,504 |
58,247 |
+3,635 |
Jul11 |
110207 |
3259 |
3285 |
3196 |
3237 |
-24 |
2,968 |
18,289 |
+1,183 |
Sep11 |
110207 |
3256 |
3256 |
3199 |
3236 |
-25 |
729 |
11,360 |
+307 |
Dec11 |
110207 |
3242 |
3242 |
3186 |
3226 |
-19 |
939 |
15,302 |
+142 |
Mar12 |
110207 |
3289 |
3289 |
3251 |
3273 |
-26 |
763 |
23,368 |
+538 |
May12 |
110207 |
3269 |
3269 |
3269 |
3269 |
-26 |
4 |
5,143 |
+0 |
Total Volume and Open Interest |
37,357 |
164,549 |
-2,141 |
Coffee "C"(ICE) |
Mar11 |
110207 |
250.05 |
252.00 |
249.15 |
249.75 |
+0.45 |
12,894 |
63,896 |
-3,236 |
May11 |
110207 |
251.65 |
253.85 |
251.05 |
251.70 |
+0.45 |
7,826 |
47,066 |
+3,015 |
Jul11 |
110207 |
251.80 |
255.00 |
251.80 |
253.20 |
+0.70 |
1,420 |
15,548 |
+455 |
Sep11 |
110207 |
251.00 |
253.95 |
251.00 |
252.25 |
+1.05 |
730 |
6,623 |
+641 |
Dec11 |
110207 |
249.50 |
251.10 |
249.00 |
250.30 |
+1.60 |
427 |
10,291 |
+124 |
Mar12 |
110207 |
248.00 |
248.40 |
247.45 |
248.40 |
+1.75 |
193 |
1,440 |
+138 |
Total Volume and Open Interest |
23,527 |
145,674 |
+1,153 |
Orange Juice(ICE) |
Mar11 |
110207 |
173.30 |
175.50 |
170.60 |
172.50 |
-0.10 |
621 |
17,604 |
-459 |
May11 |
110207 |
171.25 |
172.85 |
168.80 |
170.50 |
-0.75 |
330 |
10,451 |
+509 |
Jul11 |
110207 |
170.00 |
170.30 |
168.30 |
169.85 |
-0.05 |
19 |
2,623 |
-3 |
Sep11 |
110207 |
169.50 |
169.50 |
167.80 |
169.35 |
+0.15 |
4 |
506 |
+2 |
Nov11 |
110207 |
168.05 |
168.05 |
168.05 |
168.05 |
+0.35 |
4 |
549 |
-2 |
Jan12 |
110207 |
167.45 |
167.45 |
167.45 |
167.45 |
+0.35 |
0 |
6 |
+0 |
Total Volume and Open Interest |
978 |
31,761 |
+47 |
Sugar #11(ICE) |
Mar11 |
110207 |
33.00 |
33.40 |
32.56 |
32.68 |
+0.04 |
76,514 |
187,885 |
-8,133 |
May11 |
110207 |
30.61 |
31.19 |
30.52 |
30.63 |
+0.24 |
43,029 |
142,576 |
+2,572 |
Jul11 |
110207 |
27.77 |
28.47 |
27.76 |
28.34 |
+0.65 |
28,374 |
138,036 |
+3,418 |
Oct11 |
110207 |
25.96 |
26.56 |
25.78 |
26.49 |
+0.75 |
12,742 |
72,215 |
+1,580 |
Mar12 |
110207 |
25.00 |
25.78 |
24.93 |
25.70 |
+0.77 |
8,065 |
52,082 |
-54 |
Total Volume and Open Interest |
171,413 |
646,155 |
-881 |
London Cocoa(LCE) |
Mar11 |
110207 |
2135 |
2142 |
2092 |
2109 |
-30 |
7,266 |
49,347 |
-611 |
May11 |
110207 |
2122 |
2129 |
2082 |
2100 |
-25 |
4,985 |
36,778 |
+485 |
Jul11 |
110207 |
2105 |
2108 |
2069 |
2091 |
-22 |
1,192 |
29,901 |
+480 |
Sep11 |
110207 |
2093 |
2093 |
2058 |
2083 |
-19 |
1,036 |
21,457 |
+102 |
Dec11 |
110207 |
2090 |
2090 |
2047 |
2069 |
-22 |
501 |
26,825 |
+168 |
Mar12 |
110207 |
2090 |
2092 |
2058 |
2077 |
-22 |
94 |
22,100 |
+7 |
May12 |
110207 |
2095 |
2095 |
2075 |
2083 |
-22 |
4 |
3,992 |
-4 |
Total Volume and Open Interest |
15,100 |
198,328 |
+627 |
London Sugar(LCE) |
Mar11 |
110207 |
800.00 |
807.90 |
797.00 |
799.50 |
+5.10 |
9,906 |
17,548 |
-1,797 |
May11 |
110207 |
776.90 |
785.00 |
774.60 |
778.80 |
+9.30 |
2,883 |
20,047 |
+684 |
Aug11 |
110207 |
737.00 |
743.50 |
733.50 |
740.40 |
+13.90 |
507 |
10,504 |
+124 |
Oct11 |
110207 |
674.50 |
683.10 |
673.00 |
678.90 |
+15.00 |
141 |
3,065 |
-7 |
Dec11 |
110207 |
661.30 |
661.50 |
659.00 |
659.00 |
+16.10 |
73 |
1,091 |
-65 |
Total Volume and Open Interest |
13,538 |
53,235 |
-1,038 |
Cotton(ICE) |
Mar11 |
110207 |
167.51 |
174.86 |
164.76 |
174.51 |
+6.65 |
14,810 |
87,784 |
+3,539 |
May11 |
110207 |
163.25 |
170.82 |
161.75 |
170.82 |
+7.00 |
8,792 |
33,873 |
+1,993 |
Jul11 |
110207 |
156.10 |
163.03 |
154.59 |
163.03 |
+7.00 |
5,329 |
38,281 |
-37 |
Oct11 |
110207 |
132.89 |
137.13 |
132.89 |
135.85 |
+4.71 |
79 |
211 |
+26 |
Dec11 |
110207 |
113.20 |
120.49 |
113.00 |
118.87 |
+4.96 |
3,420 |
56,821 |
-13 |
Mar12 |
110207 |
107.78 |
113.75 |
107.69 |
111.95 |
+4.17 |
192 |
3,324 |
+84 |
Total Volume and Open Interest |
32,697 |
222,772 |
+5,610 |
Lumber(CME) |
Mar11 |
110207 |
303.6 |
304.0 |
298.6 |
298.6 |
-2.9 |
381 |
4,104 |
-142 |
May11 |
110207 |
318.3 |
318.8 |
314.8 |
317.5 |
+1.9 |
275 |
4,042 |
+81 |
Jul11 |
110207 |
321.0 |
321.0 |
317.0 |
319.0 |
-2.0 |
165 |
1,512 |
+30 |
Sep11 |
110207 |
320.0 |
320.0 |
320.0 |
320.0 |
unch |
1 |
218 |
+0 |
Total Volume and Open Interest |
822 |
9,879 |
-31 |
Crude Oil(NYM) |
Mar11 |
110207 |
89.06 |
89.54 |
87.18 |
87.48 |
-1.55 |
359,925 |
365,414 |
-10,431 |
Apr11 |
110207 |
92.01 |
92.42 |
90.41 |
90.64 |
-1.21 |
146,776 |
157,165 |
+4,266 |
May11 |
110207 |
94.24 |
94.64 |
93.00 |
93.16 |
-0.84 |
71,659 |
115,187 |
+4,968 |
Jun11 |
110207 |
95.61 |
96.04 |
94.51 |
94.70 |
-0.62 |
59,198 |
113,548 |
+1,584 |
Jul11 |
110207 |
96.32 |
96.97 |
95.51 |
95.72 |
-0.52 |
20,498 |
56,980 |
-854 |
Aug11 |
110207 |
97.34 |
97.54 |
96.19 |
96.46 |
-0.46 |
16,445 |
44,922 |
+1,227 |
Sep11 |
110207 |
97.65 |
97.81 |
96.75 |
96.97 |
-0.44 |
16,162 |
43,038 |
+721 |
Oct11 |
110207 |
98.06 |
98.20 |
97.41 |
97.42 |
-0.42 |
12,827 |
24,477 |
+277 |
Nov11 |
110207 |
98.32 |
98.32 |
97.53 |
97.82 |
-0.40 |
8,875 |
29,119 |
+950 |
Dec11 |
110207 |
98.90 |
99.42 |
97.85 |
98.18 |
-0.39 |
36,623 |
178,212 |
-2,286 |
Jan12 |
110207 |
99.27 |
99.31 |
98.28 |
98.46 |
-0.38 |
3,174 |
30,028 |
+68 |
Feb12 |
110207 |
98.64 |
98.66 |
98.61 |
98.66 |
-0.36 |
2,117 |
11,247 |
+719 |
Mar12 |
110207 |
99.57 |
99.65 |
98.78 |
98.78 |
-0.36 |
2,015 |
14,509 |
-377 |
Apr12 |
110207 |
98.85 |
98.85 |
98.85 |
98.85 |
-0.35 |
229 |
6,359 |
+110 |
May12 |
110207 |
98.91 |
98.91 |
98.91 |
98.91 |
-0.33 |
100 |
8,218 |
+21 |
Jun12 |
110207 |
99.70 |
100.14 |
98.99 |
98.99 |
-0.31 |
2,443 |
53,868 |
+351 |
Total Volume and Open Interest |
783,001 |
1,562,364 |
+1,971 |
e-miNY Crude Oil(NYM) |
Feb11 |
110119 |
91.225 |
92.100 |
90.500 |
90.850 |
-0.525 |
6,388 |
2,249 |
-394 |
Mar11 |
110207 |
89.100 |
89.525 |
87.175 |
87.475 |
-1.550 |
11,420 |
9,010 |
+201 |
Apr11 |
110207 |
91.500 |
92.400 |
90.425 |
90.650 |
-1.200 |
938 |
2,493 |
+113 |
May11 |
110207 |
94.675 |
94.675 |
93.100 |
93.150 |
-0.850 |
101 |
561 |
+8 |
Jun11 |
110207 |
95.675 |
95.675 |
94.600 |
94.700 |
-0.625 |
5 |
84 |
+3 |
Jul11 |
110207 |
95.725 |
95.725 |
95.725 |
95.725 |
-0.525 |
1 |
14 |
+0 |
Aug11 |
110207 |
96.450 |
96.450 |
96.450 |
96.450 |
-0.475 |
2 |
10 |
+0 |
Sep11 |
110207 |
97.575 |
97.575 |
96.975 |
96.975 |
-0.425 |
0 |
6 |
+0 |
Oct11 |
110207 |
97.425 |
97.425 |
97.425 |
97.425 |
-0.425 |
0 |
42 |
+0 |
Nov11 |
110207 |
97.825 |
97.825 |
97.825 |
97.825 |
-0.400 |
0 |
3 |
+0 |
Total Volume and Open Interest |
12,467 |
12,519 |
+325 |
Heating Oil(NYM) |
Mar11 |
110207 |
271.89 |
273.89 |
269.10 |
270.61 |
-1.06 |
57,114 |
100,790 |
-6,421 |
Apr11 |
110207 |
272.26 |
274.04 |
269.24 |
270.78 |
-1.03 |
26,873 |
51,354 |
+1,647 |
May11 |
110207 |
273.45 |
274.26 |
269.78 |
271.36 |
-0.84 |
13,161 |
26,582 |
+206 |
Jun11 |
110207 |
273.80 |
275.13 |
270.89 |
272.30 |
-0.78 |
16,653 |
43,296 |
-232 |
Jul11 |
110207 |
276.27 |
276.27 |
272.00 |
273.75 |
-0.70 |
4,065 |
14,013 |
+547 |
Aug11 |
110207 |
276.68 |
276.68 |
273.70 |
275.21 |
-0.68 |
2,439 |
12,049 |
+337 |
Sep11 |
110207 |
277.72 |
278.59 |
276.04 |
277.03 |
-0.73 |
2,325 |
11,932 |
+661 |
Oct11 |
110207 |
280.20 |
280.28 |
278.33 |
278.83 |
-0.80 |
1,580 |
5,278 |
+112 |
Nov11 |
110207 |
281.70 |
281.78 |
280.48 |
280.85 |
-0.75 |
751 |
6,125 |
+274 |
Dec11 |
110207 |
283.02 |
284.42 |
281.30 |
282.68 |
-0.72 |
4,167 |
23,908 |
-512 |
Jan12 |
110207 |
283.86 |
284.20 |
283.86 |
284.20 |
-0.65 |
329 |
5,974 |
+115 |
Feb12 |
110207 |
284.45 |
284.80 |
284.45 |
284.80 |
-0.60 |
22 |
876 |
+2 |
Total Volume and Open Interest |
129,902 |
311,700 |
-3,187 |
Gasoline(NYMEX) |
Mar11 |
110207 |
244.15 |
247.45 |
243.53 |
245.05 |
+1.52 |
54,066 |
87,850 |
-9,160 |
Apr11 |
110207 |
260.25 |
261.61 |
257.99 |
258.98 |
+0.56 |
28,423 |
41,634 |
+124 |
May11 |
110207 |
260.50 |
262.90 |
259.39 |
260.48 |
+0.42 |
16,226 |
33,081 |
+784 |
Jun11 |
110207 |
263.43 |
263.50 |
260.08 |
261.17 |
+0.32 |
15,953 |
30,309 |
+1,125 |
Jul11 |
110207 |
261.04 |
262.78 |
260.18 |
261.11 |
+0.41 |
5,474 |
12,881 |
+429 |
Aug11 |
110207 |
261.88 |
262.00 |
259.38 |
260.46 |
+0.41 |
3,914 |
9,417 |
+91 |
Sep11 |
110207 |
260.19 |
260.22 |
258.00 |
258.97 |
+0.37 |
4,715 |
5,845 |
-217 |
Oct11 |
110207 |
249.62 |
249.67 |
248.87 |
248.87 |
+0.19 |
3,042 |
4,645 |
-407 |
Nov11 |
110207 |
247.51 |
247.51 |
247.51 |
247.51 |
+0.13 |
2,843 |
2,474 |
+185 |
Dec11 |
110207 |
247.30 |
248.22 |
246.02 |
247.11 |
+0.01 |
3,867 |
20,565 |
+357 |
Total Volume and Open Interest |
138,673 |
263,230 |
-6,694 |
e-miNY RBOB Gasoline(NYM) |
Mar11 |
110207 |
245.10 |
245.10 |
245.05 |
245.10 |
+1.60 |
0 |
5 |
+0 |
Apr11 |
110207 |
259.00 |
259.00 |
258.98 |
259.00 |
+0.60 |
0 |
1 |
+0 |
May11 |
110207 |
260.50 |
260.50 |
260.48 |
260.50 |
+0.40 |
0 |
1 |
+0 |
Jun11 |
110207 |
261.20 |
261.20 |
261.17 |
261.20 |
+0.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
10 |
+0 |
Natural Gas(NYM) |
Mar11 |
110207 |
4.260 |
4.274 |
4.101 |
4.104 |
-0.206 |
110,631 |
232,251 |
-7,694 |
Apr11 |
110207 |
4.295 |
4.309 |
4.136 |
4.140 |
-0.202 |
61,879 |
119,732 |
+4,602 |
May11 |
110207 |
4.350 |
4.364 |
4.200 |
4.204 |
-0.195 |
49,052 |
101,899 |
+10,885 |
Jun11 |
110207 |
4.410 |
4.449 |
4.263 |
4.267 |
-0.189 |
20,141 |
41,129 |
+7,465 |
Jul11 |
110207 |
4.503 |
4.503 |
4.321 |
4.323 |
-0.185 |
11,404 |
36,763 |
+826 |
Aug11 |
110207 |
4.491 |
4.491 |
4.350 |
4.355 |
-0.180 |
3,482 |
20,691 |
-46 |
Sep11 |
110207 |
4.495 |
4.500 |
4.357 |
4.361 |
-0.178 |
5,661 |
15,973 |
+1,481 |
Oct11 |
110207 |
4.546 |
4.546 |
4.406 |
4.411 |
-0.172 |
13,627 |
63,480 |
+2,178 |
Nov11 |
110207 |
4.685 |
4.685 |
4.582 |
4.586 |
-0.153 |
2,828 |
25,451 |
-120 |
Dec11 |
110207 |
4.939 |
4.948 |
4.827 |
4.829 |
-0.140 |
2,998 |
24,458 |
+625 |
Jan12 |
110207 |
5.055 |
5.055 |
4.956 |
4.961 |
-0.133 |
6,332 |
47,878 |
+528 |
Feb12 |
110207 |
4.984 |
4.992 |
4.941 |
4.941 |
-0.130 |
677 |
11,615 |
+377 |
Mar12 |
110207 |
4.936 |
4.936 |
4.871 |
4.871 |
-0.130 |
1,075 |
25,873 |
+287 |
Apr12 |
110207 |
4.776 |
4.777 |
4.700 |
4.709 |
-0.120 |
1,831 |
21,821 |
+38 |
May12 |
110207 |
4.765 |
4.765 |
4.723 |
4.723 |
-0.112 |
132 |
5,403 |
-8 |
Jun12 |
110207 |
4.811 |
4.811 |
4.750 |
4.750 |
-0.110 |
20 |
4,257 |
+16 |
Total Volume and Open Interest |
292,536 |
865,691 |
+21,666 |
Brent Crude Oil(ICE) |
Mar11 |
110207 |
100.35 |
100.90 |
98.77 |
99.25 |
-0.58 |
173,531 |
142,770 |
-10,900 |
Apr11 |
110207 |
100.67 |
101.35 |
99.40 |
99.87 |
-0.38 |
107,346 |
207,687 |
+14,309 |
May11 |
110207 |
101.18 |
101.73 |
99.93 |
100.37 |
-0.26 |
38,079 |
101,672 |
+3,822 |
Jun11 |
110207 |
101.43 |
102.02 |
100.38 |
100.77 |
-0.17 |
37,493 |
120,443 |
-558 |
Jul11 |
110207 |
101.55 |
102.06 |
100.70 |
101.03 |
-0.12 |
6,758 |
38,905 |
+994 |
Aug11 |
110207 |
101.68 |
102.33 |
100.92 |
101.19 |
-0.09 |
3,835 |
19,516 |
+515 |
Sep11 |
110207 |
101.72 |
102.43 |
101.02 |
101.31 |
-0.06 |
3,252 |
29,664 |
-14 |
Oct11 |
110207 |
101.91 |
102.54 |
101.17 |
101.43 |
-0.06 |
1,977 |
20,711 |
+181 |
Nov11 |
110207 |
102.01 |
102.45 |
101.25 |
101.53 |
-0.04 |
2,629 |
15,000 |
+36 |
Dec11 |
110207 |
102.09 |
102.72 |
101.12 |
101.62 |
-0.01 |
27,077 |
112,189 |
+2,012 |
Jan12 |
110207 |
101.75 |
101.75 |
101.75 |
101.75 |
+0.01 |
1,913 |
12,975 |
+47 |
Feb12 |
110207 |
101.90 |
101.90 |
101.90 |
101.90 |
+0.04 |
1,359 |
7,030 |
+396 |
Mar12 |
110207 |
102.03 |
102.03 |
102.03 |
102.03 |
+0.07 |
4,096 |
9,399 |
+1,514 |
Apr12 |
110207 |
102.04 |
102.04 |
102.04 |
102.04 |
+0.08 |
681 |
3,191 |
+203 |
Total Volume and Open Interest |
417,645 |
956,368 |
+12,900 |
Gas Oil(ICE) |
Feb11 |
110207 |
847.00 |
850.00 |
835.25 |
845.00 |
+1.75 |
32,303 |
73,370 |
-6,100 |
Mar11 |
110207 |
849.75 |
856.00 |
841.25 |
851.00 |
+2.00 |
96,029 |
168,676 |
+5,270 |
Apr11 |
110207 |
854.00 |
859.50 |
844.75 |
854.75 |
+2.00 |
31,219 |
85,560 |
+471 |
May11 |
110207 |
857.50 |
863.00 |
848.50 |
858.25 |
+2.00 |
18,475 |
62,667 |
-81 |
Jun11 |
110207 |
861.25 |
866.50 |
852.50 |
862.00 |
+2.00 |
26,264 |
66,412 |
-662 |
Jul11 |
110207 |
865.00 |
870.25 |
858.75 |
866.25 |
+2.25 |
6,520 |
25,467 |
-144 |
Aug11 |
110207 |
868.75 |
873.00 |
863.50 |
870.00 |
+2.25 |
5,673 |
23,765 |
+139 |
Sep11 |
110207 |
872.25 |
876.00 |
865.75 |
873.50 |
+2.25 |
5,783 |
21,759 |
+320 |
Oct11 |
110207 |
874.25 |
878.00 |
871.00 |
875.50 |
+2.25 |
4,450 |
17,156 |
+1,349 |
Nov11 |
110207 |
875.75 |
877.00 |
872.75 |
877.00 |
+2.25 |
2,112 |
12,895 |
+398 |
Total Volume and Open Interest |
245,458 |
689,078 |
+3,688 |
Ethanol(CBOT) |
Feb11 |
110203 |
2.340 |
2.345 |
2.340 |
2.340 |
+0.005 |
15 |
114 |
-120 |
Mar11 |
110207 |
2.400 |
2.408 |
2.386 |
2.398 |
-0.015 |
303 |
1,335 |
-48 |
Apr11 |
110207 |
2.410 |
2.420 |
2.401 |
2.415 |
-0.009 |
183 |
1,218 |
+13 |
May11 |
110207 |
2.424 |
2.431 |
2.424 |
2.430 |
-0.010 |
60 |
486 |
+2 |
Jun11 |
110207 |
2.449 |
2.449 |
2.439 |
2.442 |
-0.009 |
84 |
798 |
+81 |
Jul11 |
110207 |
2.441 |
2.450 |
2.441 |
2.450 |
-0.015 |
30 |
816 |
-10 |
Aug11 |
110207 |
2.415 |
2.427 |
2.415 |
2.426 |
-0.004 |
29 |
793 |
+9 |
Sep11 |
110207 |
2.362 |
2.367 |
2.361 |
2.364 |
-0.007 |
11 |
541 |
+11 |
Total Volume and Open Interest |
741 |
7,921 |
+72 |
WTI Crude Oil(ICE |
Mar11 |
110207 |
89.38 |
89.50 |
87.17 |
87.48 |
-1.55 |
92,089 |
125,146 |
-1,897 |
Apr11 |
110207 |
92.42 |
92.42 |
90.42 |
90.64 |
-1.21 |
49,929 |
65,610 |
-3,354 |
May11 |
110207 |
94.61 |
94.61 |
93.04 |
93.16 |
-0.84 |
18,734 |
49,942 |
-5,207 |
Jun11 |
110207 |
95.76 |
95.94 |
94.59 |
94.70 |
-0.62 |
18,117 |
60,006 |
-283 |
Jul11 |
110207 |
96.66 |
96.83 |
95.66 |
95.72 |
-0.52 |
3,482 |
20,544 |
+131 |
Aug11 |
110207 |
97.36 |
97.36 |
96.32 |
96.46 |
-0.46 |
2,137 |
16,518 |
-204 |
Sep11 |
110207 |
97.85 |
97.85 |
96.74 |
96.97 |
-0.44 |
4,029 |
20,857 |
-94 |
Oct11 |
110207 |
98.28 |
98.28 |
97.29 |
97.42 |
-0.42 |
4,105 |
15,385 |
-150 |
Nov11 |
110207 |
98.74 |
98.74 |
97.65 |
97.82 |
-0.40 |
2,798 |
10,856 |
+28 |
Dec11 |
110207 |
98.50 |
99.23 |
97.92 |
98.18 |
-0.39 |
17,227 |
90,188 |
+1,325 |
Jan12 |
110207 |
98.46 |
98.46 |
98.46 |
98.46 |
-0.38 |
350 |
9,254 |
-13 |
Feb12 |
110207 |
98.66 |
98.66 |
98.66 |
98.66 |
-0.36 |
31 |
1,328 |
+11 |
Mar12 |
110207 |
98.78 |
98.78 |
98.78 |
98.78 |
-0.36 |
82 |
3,998 |
-2 |
Apr12 |
110207 |
98.85 |
98.85 |
98.85 |
98.85 |
-0.35 |
10 |
1,361 |
-2 |
May12 |
110207 |
98.91 |
98.91 |
98.91 |
98.91 |
-0.33 |
8 |
942 |
+0 |
Jun12 |
110207 |
98.99 |
98.99 |
98.99 |
98.99 |
-0.31 |
498 |
22,297 |
+309 |
Total Volume and Open Interest |
217,145 |
594,050 |
-9,460 |
US Dollar Index(ICE) |
Mar11 |
110207 |
78.170 |
78.440 |
77.940 |
78.122 |
-0.035 |
26,228 |
41,498 |
+1,527 |
Jun11 |
110207 |
78.485 |
78.775 |
78.325 |
78.482 |
-0.035 |
167 |
1,111 |
+36 |
Sep11 |
110207 |
78.842 |
78.842 |
78.842 |
78.842 |
-0.035 |
0 |
4 |
+0 |
Total Volume and Open Interest |
26,395 |
42,614 |
+1,563 |
Australian Dollar(CME) |
Mar11 |
110207 |
100.97 |
101.18 |
100.60 |
100.98 |
+0.06 |
92,552 |
135,967 |
+5,690 |
Jun11 |
110207 |
99.71 |
100.01 |
99.57 |
99.82 |
+0.06 |
131 |
877 |
+68 |
Sep11 |
110207 |
98.57 |
98.57 |
98.51 |
98.57 |
+0.06 |
1 |
13 |
-1 |
Total Volume and Open Interest |
92,684 |
136,952 |
+5,757 |
British Pound(CME) |
Mar11 |
110207 |
160.97 |
161.81 |
160.84 |
161.15 |
+0.24 |
121,311 |
113,894 |
+3,273 |
Jun11 |
110207 |
161.43 |
161.58 |
160.73 |
160.95 |
+0.22 |
19 |
552 |
+1 |
Sep11 |
110207 |
160.64 |
160.64 |
160.42 |
160.64 |
+0.22 |
0 |
17 |
+0 |
Total Volume and Open Interest |
121,330 |
114,495 |
+3,274 |
Canadian Dollar(CME) |
Mar11 |
110207 |
101.25 |
101.37 |
100.81 |
100.92 |
-0.23 |
107,070 |
140,392 |
+12,061 |
Jun11 |
110207 |
101.09 |
101.10 |
100.60 |
100.70 |
-0.23 |
530 |
3,233 |
-49 |
Sep11 |
110207 |
100.50 |
100.64 |
100.40 |
100.42 |
-0.22 |
66 |
1,054 |
-5 |
Dec11 |
110207 |
100.30 |
100.48 |
100.15 |
100.15 |
-0.21 |
39 |
1,543 |
+6 |
Total Volume and Open Interest |
107,722 |
146,275 |
+12,009 |
Japanese Yen(CME) |
Mar11 |
110207 |
121.65 |
121.74 |
121.28 |
121.53 |
-0.09 |
168,723 |
116,373 |
-6,131 |
Jun11 |
110207 |
121.74 |
121.79 |
121.41 |
121.64 |
-0.09 |
286 |
1,117 |
+42 |
Sep11 |
110207 |
121.81 |
121.90 |
121.81 |
121.81 |
-0.09 |
0 |
28 |
+0 |
Total Volume and Open Interest |
169,010 |
117,525 |
-6,090 |
Swiss Franc(CME) |
Mar11 |
110207 |
104.60 |
104.97 |
104.21 |
104.74 |
+0.04 |
60,000 |
47,781 |
-1,941 |
Jun11 |
110207 |
104.72 |
104.84 |
104.71 |
104.84 |
+0.04 |
27 |
129 |
+4 |
Sep11 |
110207 |
105.05 |
105.05 |
104.92 |
104.96 |
+0.04 |
0 |
6 |
+0 |
Total Volume and Open Interest |
60,032 |
47,927 |
-1,933 |
EuroFX(CME) |
Mar11 |
110207 |
135.68 |
136.21 |
135.03 |
135.82 |
+0.03 |
368,615 |
196,117 |
+1,752 |
Jun11 |
110207 |
135.47 |
136.02 |
134.88 |
135.66 |
+0.04 |
749 |
4,262 |
+144 |
Sep11 |
110207 |
134.75 |
135.45 |
134.75 |
135.45 |
+0.06 |
2 |
43 |
+0 |
Total Volume and Open Interest |
369,366 |
200,782 |
+1,896 |
Mexican Peso(CME) |
Feb11 |
110207 |
834.0 |
835.2 |
834.0 |
834.0 |
-1.2 |
|
|
|
Mar11 |
110207 |
831.8 |
833.8 |
829.5 |
830.5 |
-1.2 |
23,907 |
145,173 |
+612 |
Total Volume and Open Interest |
25,451 |
146,191 |
+1,525 |
30-Year T-Bonds(CBOT) |
Mar11 |
110207 |
117~300 |
118~060 |
117~140 |
118~030 |
+0~070 |
422,353 |
582,332 |
+16,642 |
Jun11 |
110207 |
116~150 |
116~170 |
115~260 |
116~140 |
+0~080 |
4,295 |
6,318 |
+1,518 |
Sep11 |
110207 |
114~260 |
114~260 |
114~180 |
114~260 |
+0~080 |
0 |
2 |
+0 |
Total Volume and Open Interest |
426,648 |
588,652 |
+18,160 |
10-Year T-Notes(CBOT) |
Mar11 |
110207 |
118~195 |
118~225 |
118~070 |
118~195 |
+0~010 |
1,624,263 |
1,446,055 |
+29,695 |
Jun11 |
110207 |
117~040 |
117~060 |
116~240 |
117~025 |
unch |
12,064 |
25,029 |
+6,695 |
Sep11 |
110207 |
115~170 |
115~310 |
115~170 |
115~275 |
-0~035 |
|
|
|
Total Volume and Open Interest |
1,636,327 |
1,471,088 |
+36,390 |
5-Year T-Notes(CBOT) |
Mar11 |
110207 |
116~112 |
116~117 |
116~073 |
116~113 |
+0~004 |
900,634 |
1,271,289 |
+52,215 |
Jun11 |
110207 |
115~106 |
115~111 |
115~073 |
115~111 |
+0~003 |
12,812 |
21,168 |
+6,930 |
Sep11 |
110207 |
115~007 |
115~007 |
115~004 |
115~007 |
+0~003 |
|
|
|
Total Volume and Open Interest |
913,446 |
1,292,457 |
+59,145 |
2 Year T-Notes(CBOT) |
Mar11 |
110207 |
109~027 |
109~030 |
109~015 |
109~023 |
-0~002 |
383,741 |
838,792 |
+27,710 |
Jun11 |
110207 |
108~122 |
108~122 |
108~106 |
108~111 |
-0~003 |
695 |
2,980 |
+224 |
Sep11 |
110207 |
108~077 |
108~080 |
108~077 |
108~077 |
-0~003 |
|
|
|
Total Volume and Open Interest |
384,436 |
841,772 |
+27,934 |
Eurodollars(CME) |
Mar11 |
110207 |
99.660 |
99.670 |
99.660 |
99.665 |
unch |
156,205 |
1,120,849 |
-11,249 |
Jun11 |
110207 |
99.575 |
99.580 |
99.560 |
99.580 |
+0.005 |
237,246 |
1,144,858 |
+15,432 |
Sep11 |
110207 |
99.420 |
99.435 |
99.395 |
99.430 |
+0.005 |
303,318 |
1,134,223 |
-4,115 |
Dec11 |
110207 |
99.225 |
99.230 |
99.170 |
99.220 |
unch |
414,453 |
1,025,124 |
+8,741 |
Mar12 |
110207 |
98.930 |
98.955 |
98.875 |
98.935 |
-0.010 |
552,534 |
1,050,264 |
+10,868 |
Jun12 |
110207 |
98.615 |
98.615 |
98.515 |
98.585 |
-0.010 |
492,074 |
650,908 |
-5,254 |
Sep12 |
110207 |
98.235 |
98.250 |
98.150 |
98.225 |
-0.010 |
367,258 |
544,339 |
+12,669 |
Dec12 |
110207 |
97.905 |
97.915 |
97.810 |
97.885 |
-0.010 |
342,946 |
357,889 |
+5,532 |
Mar13 |
110207 |
97.595 |
97.610 |
97.500 |
97.580 |
-0.015 |
259,400 |
243,756 |
+5,266 |
Jun13 |
110207 |
97.340 |
97.340 |
97.215 |
97.295 |
-0.020 |
182,733 |
185,270 |
+6,301 |
Sep13 |
110207 |
97.055 |
97.065 |
96.955 |
97.035 |
-0.015 |
151,068 |
189,275 |
-44 |
Dec13 |
110207 |
96.785 |
96.795 |
96.690 |
96.775 |
-0.010 |
128,367 |
162,202 |
+4,235 |
Mar14 |
110207 |
96.550 |
96.560 |
96.460 |
96.540 |
-0.005 |
95,331 |
130,003 |
+1,817 |
Jun14 |
110207 |
96.320 |
96.325 |
96.225 |
96.305 |
unch |
88,446 |
117,205 |
+4,984 |
Sep14 |
110207 |
96.100 |
96.105 |
96.000 |
96.085 |
+0.005 |
59,263 |
67,632 |
+240 |
Dec14 |
110207 |
95.880 |
95.880 |
95.780 |
95.860 |
+0.005 |
38,680 |
75,911 |
+674 |
Mar15 |
110207 |
95.675 |
95.695 |
95.595 |
95.675 |
+0.005 |
23,042 |
55,975 |
+2,045 |
Jun15 |
110207 |
3.675 |
3.765 |
3.670 |
3.745 |
unch |
18,503 |
37,059 |
+1,031 |
Total Volume and Open Interest |
3,955,264 |
8,520,095 |
+61,852 |
30 Day Federal Funds(CBOT) |
Feb11 |
110207 |
99.832 |
99.835 |
99.830 |
99.832 |
-0.003 |
2,598 |
75,532 |
-1,125 |
Mar11 |
110207 |
99.835 |
99.840 |
99.830 |
99.835 |
-0.005 |
1,283 |
56,856 |
-402 |
Apr11 |
110207 |
99.840 |
99.845 |
99.840 |
99.845 |
unch |
4,048 |
50,792 |
-316 |
May11 |
110207 |
99.840 |
99.850 |
99.840 |
99.845 |
unch |
2,700 |
61,690 |
-337 |
Jun11 |
110207 |
99.835 |
99.840 |
99.830 |
99.840 |
unch |
3,842 |
39,868 |
+1,309 |
Jul11 |
110207 |
99.815 |
99.820 |
99.805 |
99.815 |
-0.005 |
7,129 |
42,560 |
+843 |
Total Volume and Open Interest |
61,653 |
558,422 |
+58 |
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 |
110207 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
3,764 |
-25 |
Jun11 |
110207 |
99.647 |
99.647 |
99.647 |
99.647 |
unch |
0 |
175 |
+0 |
Sep11 |
110207 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Dec11 |
110207 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
0 |
75 |
+0 |
Mar12 |
110207 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
Jun12 |
110207 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep12 |
110207 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Dec12 |
110207 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Mar13 |
110207 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Jun13 |
110207 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
4,014 |
-25 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110207 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
5,210 |
+0 |
Jun11 |
110207 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,222 |
+0 |
Sep11 |
110207 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
786 |
+0 |
Dec11 |
110207 |
99.60 |
99.61 |
99.60 |
99.61 |
unch |
0 |
1,630 |
+37 |
Mar12 |
110207 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
405 |
+0 |
Jun12 |
110207 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
110207 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
310 |
+0 |
Dec12 |
110207 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
0 |
10,322 |
+37 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110207 |
139.06 |
139.15 |
138.70 |
138.95 |
-0.11 |
2,303 |
13,800 |
+615 |
Jun11 |
110207 |
138.12 |
138.12 |
138.12 |
138.12 |
-0.11 |
0 |
1 |
+0 |
Sep11 |
110207 |
135.69 |
135.69 |
135.69 |
135.69 |
-0.11 |
|
|
|
Total Volume and Open Interest |
2,303 |
13,801 |
+615 |
Euro-Bund(EUREX) |
Mar11 |
110207 |
122.45 |
122.92 |
122.42 |
122.86 |
+0.21 |
843,943 |
1,247,646 |
-123,650 |
Jun11 |
110207 |
121.01 |
121.45 |
121.01 |
121.45 |
+0.21 |
2,719 |
21,466 |
+9,421 |
Sep11 |
110207 |
121.10 |
121.10 |
121.10 |
121.10 |
+0.27 |
0 |
1 |
+0 |
Total Volume and Open Interest |
846,662 |
1,269,113 |
-114,229 |
Euro-Bobl(EUREX) |
Mar11 |
110207 |
116.39 |
116.76 |
116.39 |
116.73 |
+0.24 |
540,543 |
925,721 |
-58,922 |
Jun11 |
110207 |
115.10 |
115.30 |
115.10 |
115.28 |
+0.24 |
251 |
20,971 |
+1,310 |
Sep11 |
110207 |
114.66 |
114.66 |
114.66 |
114.66 |
+0.17 |
|
|
|
Total Volume and Open Interest |
540,794 |
946,692 |
-57,612 |
3-Mth Euribor(EUREX) |
Mar11 |
110207 |
98.835 |
98.865 |
98.835 |
98.865 |
+0.040 |
3 |
5,920 |
+126 |
Jun11 |
110207 |
98.600 |
98.620 |
98.600 |
98.615 |
+0.050 |
6 |
9,649 |
+208 |
Sep11 |
110207 |
98.365 |
98.385 |
98.360 |
98.385 |
+0.050 |
24 |
2,142 |
+2 |
Total Volume and Open Interest |
58 |
26,105 |
+833 |
Long Gilt(LIFFE) |
Mar11 |
110207 |
115~13 |
115~30 |
115~12 |
115~27 |
-0~01 |
90,942 |
251,615 |
-4,340 |
Jun11 |
110207 |
114~19 |
114~19 |
114~19 |
114~19 |
-0~01 |
|
|
|
Total Volume and Open Interest |
91,032 |
251,615 |
-4,340 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110207 |
99.07 |
99.07 |
99.02 |
99.06 |
-0.02 |
62,824 |
296,813 |
-20,889 |
Jun11 |
110207 |
98.81 |
98.84 |
98.77 |
98.83 |
-0.02 |
102,394 |
351,416 |
+15,133 |
Sep11 |
110207 |
98.55 |
98.59 |
98.49 |
98.58 |
-0.02 |
95,877 |
271,685 |
-22,711 |
Dec11 |
110207 |
98.23 |
98.29 |
98.20 |
98.28 |
-0.02 |
105,372 |
317,109 |
+7,960 |
Mar12 |
110207 |
97.93 |
97.98 |
97.88 |
97.96 |
-0.02 |
130,271 |
306,519 |
+4,180 |
Jun12 |
110207 |
97.59 |
97.65 |
97.55 |
97.63 |
-0.03 |
89,554 |
210,990 |
-8,574 |
Total Volume and Open Interest |
775,149 |
2,186,886 |
-32,262 |
3-Mth Euribor(LIFFE) |
Mar11 |
110207 |
98.825 |
98.870 |
98.820 |
98.865 |
+0.040 |
128,093 |
620,155 |
-21,536 |
Jun11 |
110207 |
98.560 |
98.625 |
98.545 |
98.615 |
+0.050 |
157,081 |
623,130 |
-2,575 |
Sep11 |
110207 |
98.310 |
98.395 |
98.305 |
98.385 |
+0.050 |
152,356 |
486,745 |
+16,583 |
Total Volume and Open Interest |
1,180,679 |
3,534,187 |
+13,368 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110207 |
95.02 |
95.03 |
95.00 |
95.03 |
+0.01 |
13,943 |
168,373 |
-2,900 |
Jun11 |
110207 |
94.89 |
94.90 |
94.85 |
94.88 |
-0.02 |
27,034 |
182,757 |
-6,950 |
Sep11 |
110207 |
94.74 |
94.75 |
94.69 |
94.71 |
-0.04 |
26,963 |
120,923 |
-8,478 |
Dec11 |
110207 |
94.57 |
94.57 |
94.51 |
94.54 |
-0.04 |
13,993 |
73,378 |
-1,914 |
Mar12 |
110207 |
94.43 |
94.43 |
94.37 |
94.39 |
-0.05 |
4,727 |
52,809 |
+1,144 |
Jun12 |
110207 |
94.33 |
94.34 |
94.27 |
94.30 |
-0.06 |
2,915 |
41,691 |
+1,095 |
Sep12 |
110207 |
94.27 |
94.27 |
94.21 |
94.23 |
-0.07 |
1,345 |
27,377 |
+117 |
Dec12 |
110207 |
94.20 |
94.20 |
94.14 |
94.16 |
-0.08 |
474 |
14,623 |
+55 |
Mar13 |
110207 |
94.09 |
94.13 |
94.09 |
94.12 |
-0.09 |
38 |
3,074 |
+35 |
Jun13 |
110207 |
94.08 |
94.09 |
94.07 |
94.07 |
-0.09 |
5 |
596 |
+2 |
Total Volume and Open Interest |
91,438 |
688,097 |
-17,794 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110207 |
94.31 |
94.32 |
94.24 |
94.26 |
-0.05 |
32,961 |
364,003 |
-16,007 |
Jun11 |
110207 |
94.26 |
94.26 |
94.26 |
94.26 |
-0.05 |
|
|
|
Total Volume and Open Interest |
32,961 |
364,003 |
-16,007 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110207 |
94.71 |
94.72 |
94.63 |
94.65 |
-0.07 |
165,858 |
501,960 |
-19,871 |
Jun11 |
110207 |
94.65 |
94.65 |
94.65 |
94.65 |
-0.07 |
|
|
|
Total Volume and Open Interest |
165,858 |
501,960 |
-19,871 |
Gold(CMX) |
Feb11 |
110207 |
1345.8 |
1353.8 |
1343.8 |
1347.6 |
-0.7 |
591 |
1,230 |
-463 |
Apr11 |
110207 |
1348.1 |
1354.5 |
1344.1 |
1348.2 |
-0.8 |
141,182 |
307,169 |
-1,378 |
Jun11 |
110207 |
1348.0 |
1355.6 |
1346.0 |
1349.7 |
-0.8 |
3,318 |
55,910 |
+97 |
Aug11 |
110207 |
1347.4 |
1356.1 |
1347.4 |
1351.2 |
-0.7 |
2,154 |
17,367 |
+851 |
Oct11 |
110207 |
1352.7 |
1356.7 |
1352.7 |
1352.7 |
-0.7 |
555 |
7,700 |
+224 |
Dec11 |
110207 |
1353.1 |
1360.0 |
1353.1 |
1354.4 |
-0.7 |
1,344 |
23,885 |
+269 |
Feb12 |
110207 |
1357.7 |
1357.7 |
1356.6 |
1356.6 |
-0.6 |
120 |
3,537 |
+50 |
Apr12 |
110207 |
1359.1 |
1359.1 |
1359.1 |
1359.1 |
-0.6 |
50 |
5,293 |
+40 |
Jun12 |
110207 |
1362.0 |
1362.0 |
1362.0 |
1362.0 |
-0.6 |
106 |
6,593 |
+1 |
Aug12 |
110207 |
1365.3 |
1365.3 |
1365.3 |
1365.3 |
-0.5 |
0 |
977 |
+0 |
Oct12 |
110207 |
1369.5 |
1369.5 |
1369.5 |
1369.5 |
-0.4 |
0 |
1,301 |
+0 |
Dec12 |
110207 |
1376.2 |
1378.3 |
1374.2 |
1374.2 |
-0.3 |
126 |
13,075 |
+25 |
Total Volume and Open Interest |
151,330 |
466,508 |
-470 |
Silver(CMX) |
Mar11 |
110207 |
2917.5 |
2945.0 |
2900.5 |
2934.3 |
+28.4 |
55,833 |
66,540 |
-67 |
May11 |
110207 |
2916.5 |
2947.0 |
2904.5 |
2936.7 |
+28.7 |
5,085 |
26,324 |
+973 |
Jul11 |
110207 |
2913.0 |
2945.0 |
2913.0 |
2938.3 |
+29.2 |
1,137 |
8,771 |
+234 |
Sep11 |
110207 |
2918.0 |
2938.0 |
2918.0 |
2938.0 |
+29.4 |
122 |
4,130 |
+38 |
Dec11 |
110207 |
2915.5 |
2945.5 |
2914.5 |
2938.1 |
+29.6 |
981 |
11,649 |
+317 |
Mar12 |
110207 |
2937.3 |
2937.3 |
2937.3 |
2937.3 |
+29.6 |
0 |
666 |
+0 |
May12 |
110207 |
2937.1 |
2937.1 |
2937.1 |
2937.1 |
+29.4 |
0 |
260 |
+0 |
Total Volume and Open Interest |
63,437 |
132,160 |
+1,559 |
Platinum(NYMEX) |
Apr11 |
110207 |
1848.0 |
1851.9 |
1835.0 |
1844.2 |
-1.6 |
5,233 |
41,381 |
+48 |
Jul11 |
110207 |
1848.6 |
1851.2 |
1842.0 |
1847.2 |
-1.3 |
48 |
1,526 |
+25 |
Oct11 |
110207 |
1849.4 |
1849.4 |
1849.4 |
1849.4 |
-1.3 |
6 |
92 |
-39 |
Jan12 |
110207 |
1851.4 |
1851.4 |
1851.4 |
1851.4 |
-1.3 |
10 |
10 |
+9 |
Total Volume and Open Interest |
5,301 |
43,028 |
+43 |
Palladium(NYMEX) |
Mar11 |
110207 |
816.00 |
823.25 |
814.45 |
819.05 |
+2.60 |
4,185 |
21,127 |
-259 |
Jun11 |
110207 |
815.90 |
822.50 |
815.90 |
820.70 |
+2.70 |
398 |
2,125 |
+320 |
Sep11 |
110207 |
821.50 |
821.55 |
821.50 |
821.55 |
+2.70 |
1 |
31 |
+0 |
Total Volume and Open Interest |
4,592 |
23,292 |
+65 |
Copper(CMX) |
Mar11 |
110207 |
457.95 |
463.75 |
453.70 |
457.50 |
-0.45 |
29,839 |
100,074 |
-2,780 |
May11 |
110207 |
459.55 |
464.00 |
454.95 |
458.40 |
-0.35 |
6,827 |
35,713 |
+2,138 |
Jul11 |
110207 |
462.20 |
463.85 |
456.85 |
458.55 |
-0.10 |
2,557 |
14,234 |
+1,464 |
Sep11 |
110207 |
459.95 |
462.00 |
457.95 |
458.00 |
+0.05 |
222 |
5,389 |
-11 |
Dec11 |
110207 |
460.00 |
460.00 |
456.35 |
456.35 |
+0.35 |
145 |
4,737 |
+13 |
Total Volume and Open Interest |
39,861 |
164,398 |
+859 |
DJIA Index(CBOT) |
Mar11 |
110207 |
12043 |
12133 |
12036 |
12108 |
+63 |
564 |
10,715 |
+62 |
Jun11 |
110207 |
12043 |
12043 |
11980 |
12043 |
+63 |
0 |
11 |
+0 |
Sep11 |
110207 |
11988 |
11988 |
11925 |
11988 |
+63 |
|
|
|
Dec11 |
110207 |
11933 |
11933 |
11870 |
11933 |
+63 |
0 |
1 |
+0 |
Total Volume and Open Interest |
564 |
10,727 |
+62 |
S & P 500(CME) |
Mar11 |
110207 |
1307.30 |
1320.00 |
1306.10 |
1315.80 |
+8.60 |
14,613 |
310,062 |
+1,983 |
Jun11 |
110207 |
1315.00 |
1315.00 |
1310.30 |
1310.90 |
+8.60 |
93 |
7,665 |
-37 |
Sep11 |
110207 |
1304.00 |
1308.90 |
1304.00 |
1306.00 |
+8.60 |
50 |
3,000 |
+50 |
Dec11 |
110207 |
1301.10 |
1304.00 |
1300.50 |
1301.10 |
+8.60 |
0 |
638 |
+0 |
Total Volume and Open Interest |
14,756 |
321,365 |
+1,996 |
S & P 500 E-Mini(Globex) |
Mar11 |
110207 |
1307.25 |
1320.00 |
1306.00 |
1315.75 |
+8.50 |
1,585,618 |
2,706,640 |
+13,835 |
Jun11 |
110207 |
1301.50 |
1315.00 |
1301.50 |
1311.00 |
+8.75 |
1,034 |
19,942 |
+154 |
Total Volume and Open Interest |
1,586,662 |
2,726,891 |
+13,985 |
NASDAQ 100(CME) |
Mar11 |
110207 |
2335.80 |
2359.50 |
2334.80 |
2345.00 |
+7.50 |
501 |
15,811 |
-13 |
Jun11 |
110207 |
2342.30 |
2358.00 |
2342.30 |
2342.30 |
+7.50 |
0 |
701 |
+0 |
Sep11 |
110207 |
2339.80 |
2340.50 |
2339.80 |
2339.80 |
+7.50 |
|
|
|
Total Volume and Open Interest |
501 |
16,512 |
-13 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110207 |
2337.80 |
2359.80 |
2334.50 |
2345.00 |
+7.50 |
224,139 |
352,239 |
-4,182 |
Jun11 |
110207 |
2339.00 |
2355.00 |
2338.50 |
2342.30 |
+7.50 |
90 |
809 |
+26 |
Total Volume and Open Interest |
224,231 |
353,055 |
-4,156 |
S & P Midcap 400(CME) |
Mar11 |
110207 |
951.20 |
951.20 |
950.00 |
951.20 |
+7.00 |
2 |
2,624 |
-2 |
Jun11 |
110207 |
948.60 |
948.60 |
947.60 |
948.60 |
+6.80 |
|
|
|
Sep11 |
110207 |
946.50 |
946.50 |
945.70 |
946.50 |
+6.60 |
|
|
|
Total Volume and Open Interest |
2 |
2,624 |
-2 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110207 |
10650 |
10690 |
10585 |
10665 |
+25 |
11,688 |
42,314 |
+1,651 |
Jun11 |
110207 |
10640 |
10640 |
10615 |
10640 |
+25 |
0 |
153 |
+0 |
Total Volume and Open Interest |
11,688 |
42,467 |
+1,651 |
Nikkei 225(SGX) |
Mar11 |
110207 |
10535 |
10660 |
10510 |
10585 |
+60 |
76,670 |
243,848 |
+3,823 |
Jun11 |
110207 |
10560 |
10560 |
10505 |
10510 |
+60 |
55 |
4,553 |
+33 |
Sep11 |
110207 |
10510 |
10510 |
10510 |
10510 |
+60 |
0 |
400 |
+0 |
Total Volume and Open Interest |
76,726 |
259,580 |
+3,836 |
CAC 40(EURONEXT) |
Feb11 |
110207 |
4063.0 |
4100.0 |
4050.5 |
4090.0 |
+44.5 |
98,708 |
347,637 |
-16,595 |
Mar11 |
110207 |
4066.0 |
4101.0 |
4053.5 |
4093.0 |
+45.0 |
213 |
77,605 |
-88 |
Apr11 |
110207 |
4095.5 |
4095.5 |
4095.5 |
4095.5 |
+46.5 |
2 |
8 |
+2 |
Total Volume and Open Interest |
98,925 |
425,300 |
-16,679 |
Hang Seng Index(HKFE) |
Feb11 |
110207 |
24008 |
24018 |
23466 |
23515 |
-440 |
39,009 |
95,842 |
-1,598 |
Mar11 |
110207 |
23811 |
23946 |
23405 |
23451 |
-439 |
547 |
9,015 |
+152 |
Total Volume and Open Interest |
39,639 |
106,808 |
-1,388 |
DAX(EUREX) |
Mar11 |
110207 |
7236.0 |
7295.0 |
7218.5 |
7287.0 |
+70.5 |
107,617 |
246,980 |
+5,548 |
Jun11 |
110207 |
7255.0 |
7315.0 |
7243.0 |
7308.5 |
+70.0 |
145 |
12,195 |
+224 |
Sep11 |
110207 |
7278.5 |
7337.0 |
7265.5 |
7330.5 |
+69.5 |
52 |
639 |
+9 |
Total Volume and Open Interest |
107,814 |
259,814 |
+5,781 |
FT-SE 100(EURONEXT) |
Mar11 |
110207 |
5985.00 |
6023.50 |
5963.50 |
6012.00 |
+54.50 |
73,361 |
652,106 |
+1,843 |
Jun11 |
110207 |
5950.00 |
5972.00 |
5950.00 |
5969.00 |
+54.50 |
109 |
6,006 |
+1 |
Sep11 |
110207 |
5938.00 |
5938.00 |
5938.00 |
5938.00 |
+54.50 |
1 |
264 |
+1 |
Total Volume and Open Interest |
73,471 |
658,486 |
+1,845 |
SPI 200(SFE) |
Mar11 |
110207 |
4843.0 |
4854.0 |
4830.0 |
4847.0 |
+3.0 |
25,509 |
184,020 |
-10,189 |
Jun11 |
110207 |
4864.0 |
4871.0 |
4864.0 |
4871.0 |
+4.0 |
11 |
3,119 |
+1 |
Sep11 |
110207 |
4862.0 |
4862.0 |
4862.0 |
4862.0 |
+4.0 |
0 |
1,847 |
-96 |
Total Volume and Open Interest |
25,751 |
190,996 |
-10,053 |
GSCI(CME) |
Feb11 |
110207 |
642.75 |
650.85 |
641.50 |
642.75 |
-6.75 |
270 |
14,865 |
-8 |
Mar11 |
110207 |
4.64 |
5.14 |
653.00 |
653.00 |
+649.86 |
2 |
58 |
+0 |
Apr11 |
110207 |
6.14 |
11.14 |
6.14 |
6.14 |
-3.00 |
|
|
|
Total Volume and Open Interest |
272 |
14,923 |
-8 |
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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