|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue February 08, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110208 |
1425.00 |
1437.00 |
1414.00 |
1434.25 |
+9.75 |
89,659 |
229,637 |
-15,908 |
May11 |
110208 |
1436.00 |
1447.50 |
1425.50 |
1446.00 |
+10.50 |
43,021 |
151,885 |
+12,243 |
Jul11 |
110208 |
1444.00 |
1454.25 |
1433.00 |
1453.25 |
+10.25 |
31,928 |
104,557 |
+186 |
Aug11 |
110208 |
1418.00 |
1429.00 |
1409.25 |
1429.00 |
+11.50 |
685 |
5,549 |
+38 |
Sep11 |
110208 |
1391.00 |
1401.00 |
1381.00 |
1401.00 |
+12.00 |
417 |
4,817 |
+37 |
Nov11 |
110208 |
1366.25 |
1378.00 |
1357.00 |
1377.50 |
+11.50 |
13,196 |
160,950 |
+923 |
Jan12 |
110208 |
1370.50 |
1379.00 |
1359.50 |
1379.00 |
+11.50 |
278 |
15,688 |
+135 |
Total Volume and Open Interest |
179,859 |
697,264 |
-2,137 |
Soybean Meal(CBOT) |
Mar11 |
110208 |
382.40 |
386.00 |
378.30 |
385.70 |
+3.30 |
26,926 |
85,301 |
-1,422 |
May11 |
110208 |
385.40 |
388.70 |
381.20 |
388.70 |
+3.30 |
15,438 |
47,387 |
+3,050 |
Jul11 |
110208 |
385.80 |
389.60 |
382.20 |
389.60 |
+3.40 |
5,839 |
37,107 |
+360 |
Aug11 |
110208 |
377.60 |
381.70 |
374.00 |
381.70 |
+4.30 |
478 |
8,397 |
-9 |
Sep11 |
110208 |
365.30 |
371.80 |
364.40 |
371.80 |
+4.60 |
552 |
8,042 |
+178 |
Oct11 |
110208 |
356.00 |
361.20 |
352.50 |
361.20 |
+4.30 |
787 |
7,994 |
-49 |
Dec11 |
110208 |
354.00 |
358.70 |
349.50 |
358.70 |
+4.60 |
2,431 |
19,414 |
+262 |
Jan12 |
110208 |
354.10 |
357.80 |
350.00 |
357.80 |
+4.40 |
39 |
2,923 |
+16 |
Total Volume and Open Interest |
52,582 |
221,222 |
+2,368 |
Soybean Oil(CBOT) |
Mar11 |
110208 |
58.44 |
58.95 |
58.06 |
58.77 |
+0.36 |
52,561 |
158,253 |
-14,361 |
May11 |
110208 |
58.97 |
59.52 |
58.61 |
59.34 |
+0.37 |
36,817 |
101,354 |
+11,328 |
Jul11 |
110208 |
59.51 |
59.98 |
59.11 |
59.84 |
+0.37 |
14,686 |
77,911 |
+2,346 |
Aug11 |
110208 |
59.80 |
59.99 |
59.38 |
59.99 |
+0.38 |
2,016 |
8,649 |
+465 |
Sep11 |
110208 |
59.78 |
60.15 |
59.40 |
60.11 |
+0.38 |
1,070 |
10,494 |
+213 |
Oct11 |
110208 |
59.80 |
60.13 |
59.43 |
60.09 |
+0.37 |
1,542 |
11,281 |
-146 |
Dec11 |
110208 |
59.88 |
60.31 |
59.51 |
60.29 |
+0.38 |
4,034 |
39,665 |
+587 |
Jan12 |
110208 |
60.34 |
60.34 |
59.96 |
60.34 |
+0.38 |
575 |
897 |
+381 |
Total Volume and Open Interest |
113,509 |
410,559 |
+917 |
Canola(WCE) |
Mar11 |
110208 |
608.4 |
612.4 |
603.5 |
612.0 |
+4.1 |
11,744 |
77,143 |
-7,132 |
May11 |
110208 |
617.5 |
621.2 |
612.8 |
620.6 |
+3.7 |
8,576 |
53,841 |
+5,402 |
Jul11 |
110208 |
623.0 |
628.6 |
617.9 |
627.9 |
+3.0 |
1,261 |
18,960 |
-83 |
Nov11 |
110208 |
585.8 |
599.6 |
584.0 |
599.4 |
+6.6 |
2,048 |
54,831 |
+1,305 |
Jan12 |
110208 |
593.0 |
604.2 |
593.0 |
604.2 |
+6.6 |
193 |
3,468 |
-24 |
Total Volume and Open Interest |
23,903 |
210,560 |
-496 |
Corn(CBOT) |
Mar11 |
110208 |
674.00 |
675.00 |
666.25 |
673.75 |
-1.00 |
182,660 |
503,863 |
-43,589 |
May11 |
110208 |
685.00 |
686.00 |
678.00 |
684.75 |
-1.00 |
113,543 |
413,974 |
+30,852 |
Jul11 |
110208 |
691.00 |
697.75 |
683.25 |
691.50 |
unch |
62,434 |
282,354 |
+8,730 |
Sep11 |
110208 |
642.00 |
644.75 |
636.50 |
644.25 |
+0.50 |
4,240 |
59,085 |
+1,069 |
Dec11 |
110208 |
601.50 |
604.50 |
595.25 |
604.50 |
+2.50 |
29,924 |
342,548 |
+1,658 |
Mar12 |
110208 |
611.00 |
614.75 |
606.50 |
614.75 |
+3.00 |
6,600 |
41,260 |
+907 |
Total Volume and Open Interest |
400,776 |
1,695,405 |
-432 |
Wheat(CBOT) |
Mar11 |
110208 |
859.75 |
880.75 |
844.00 |
874.25 |
+15.50 |
63,365 |
179,985 |
-9,670 |
May11 |
110208 |
891.25 |
911.75 |
876.25 |
906.00 |
+15.50 |
42,272 |
123,110 |
+10,174 |
Jul11 |
110208 |
916.75 |
937.75 |
904.00 |
932.50 |
+15.75 |
13,812 |
122,295 |
+1,600 |
Sep11 |
110208 |
940.50 |
960.00 |
930.50 |
956.00 |
+15.50 |
2,977 |
30,487 |
+473 |
Dec11 |
110208 |
954.00 |
973.50 |
943.00 |
970.00 |
+15.50 |
5,976 |
83,159 |
+1,539 |
Total Volume and Open Interest |
129,385 |
559,778 |
+4,307 |
Wheat(KCBT) |
Mar11 |
110208 |
954.00 |
977.25 |
943.00 |
972.00 |
+18.50 |
16,429 |
62,539 |
-7,469 |
May11 |
110208 |
964.25 |
986.50 |
955.00 |
983.25 |
+18.75 |
7,980 |
60,120 |
+632 |
Jul11 |
110208 |
973.25 |
994.50 |
963.25 |
992.25 |
+18.50 |
7,250 |
59,374 |
+1,053 |
Sep11 |
110208 |
985.00 |
1005.50 |
981.25 |
1004.25 |
+19.00 |
1,418 |
15,578 |
-164 |
Dec11 |
110208 |
998.00 |
1018.25 |
990.50 |
1018.25 |
+18.25 |
1,713 |
14,904 |
+200 |
Total Volume and Open Interest |
34,956 |
215,918 |
-5,650 |
Wheat(MGE) |
Mar11 |
110208 |
990.75 |
1014.00 |
984.00 |
1009.50 |
+18.25 |
3,440 |
17,416 |
-959 |
May11 |
110208 |
1002.00 |
1024.00 |
995.00 |
1020.75 |
+18.75 |
2,133 |
15,491 |
+140 |
Jul11 |
110208 |
1009.50 |
1032.50 |
1003.00 |
1027.75 |
+18.25 |
1,516 |
11,588 |
+306 |
Sep11 |
110208 |
1009.00 |
1031.00 |
1005.00 |
1027.50 |
+18.50 |
702 |
12,222 |
+29 |
Dec11 |
110208 |
1012.50 |
1032.50 |
1006.00 |
1028.25 |
+15.75 |
355 |
9,554 |
+27 |
Total Volume and Open Interest |
8,213 |
68,304 |
-423 |
Oats(CBOT) |
Mar11 |
110208 |
420.00 |
421.50 |
414.75 |
419.50 |
-1.50 |
1,028 |
6,393 |
-280 |
May11 |
110208 |
426.00 |
427.00 |
422.00 |
426.00 |
-1.00 |
576 |
5,219 |
+232 |
Jul11 |
110208 |
427.00 |
427.00 |
423.00 |
426.00 |
-1.00 |
16 |
752 |
-3 |
Sep11 |
110208 |
394.50 |
394.50 |
391.00 |
394.00 |
unch |
19 |
261 |
+12 |
Total Volume and Open Interest |
1,679 |
14,291 |
-32 |
Rough Rice(CBOT) |
Mar11 |
110208 |
15.64 |
16.05 |
15.21 |
15.91 |
+0.37 |
2,868 |
12,677 |
-963 |
May11 |
110208 |
15.85 |
16.35 |
15.52 |
16.23 |
+0.38 |
1,706 |
7,190 |
+1,160 |
Jul11 |
110208 |
16.08 |
16.49 |
15.77 |
16.49 |
+0.39 |
155 |
2,405 |
+64 |
Sep11 |
110208 |
15.86 |
16.43 |
15.75 |
16.43 |
+0.49 |
106 |
1,762 |
+24 |
Total Volume and Open Interest |
4,858 |
24,678 |
+285 |
Live Cattle(CME) |
Feb11 |
110208 |
107.700 |
108.535 |
107.350 |
107.650 |
-0.080 |
14,696 |
22,712 |
-5,652 |
Apr11 |
110208 |
111.730 |
112.330 |
111.050 |
111.250 |
-0.500 |
16,644 |
172,562 |
-708 |
Jun11 |
110208 |
112.450 |
112.750 |
111.550 |
111.950 |
-0.685 |
6,403 |
90,848 |
-658 |
Aug11 |
110208 |
113.350 |
113.850 |
112.850 |
113.250 |
-0.535 |
3,804 |
29,564 |
-123 |
Oct11 |
110208 |
116.500 |
117.230 |
116.300 |
116.580 |
-0.620 |
2,224 |
22,030 |
+695 |
Dec11 |
110208 |
117.230 |
117.450 |
116.680 |
116.800 |
-0.880 |
573 |
17,116 |
+30 |
Total Volume and Open Interest |
44,495 |
359,879 |
-6,390 |
Feeder Cattle(CME) |
Mar11 |
110208 |
124.300 |
125.150 |
124.000 |
124.250 |
-0.330 |
2,835 |
20,623 |
-832 |
Apr11 |
110208 |
125.850 |
126.900 |
125.700 |
125.850 |
-0.650 |
1,255 |
7,476 |
+188 |
May11 |
110208 |
126.600 |
127.700 |
126.600 |
126.980 |
-0.320 |
1,277 |
9,360 |
+152 |
Aug11 |
110208 |
127.635 |
128.650 |
127.600 |
127.785 |
-0.615 |
289 |
10,391 |
+31 |
Sep11 |
110208 |
127.635 |
128.325 |
127.500 |
127.535 |
-0.665 |
48 |
1,465 |
+5 |
Oct11 |
110208 |
128.050 |
128.400 |
127.650 |
128.100 |
-0.300 |
42 |
679 |
+23 |
Nov11 |
110208 |
128.000 |
128.000 |
127.950 |
127.950 |
-0.300 |
8 |
360 |
+7 |
Total Volume and Open Interest |
5,754 |
50,357 |
-426 |
Lean Hogs(CME) |
Feb11 |
110208 |
85.035 |
85.450 |
84.400 |
84.830 |
-0.120 |
4,479 |
12,178 |
-565 |
Apr11 |
110208 |
91.950 |
91.950 |
90.750 |
91.250 |
-0.580 |
12,707 |
104,683 |
-438 |
May11 |
110208 |
98.580 |
98.750 |
97.600 |
98.730 |
+0.180 |
102 |
2,653 |
+38 |
Jun11 |
110208 |
101.350 |
101.500 |
100.250 |
100.900 |
-0.450 |
6,228 |
61,338 |
+529 |
Jul11 |
110208 |
99.900 |
100.250 |
99.135 |
100.135 |
-0.095 |
2,454 |
21,090 |
+299 |
Aug11 |
110208 |
98.100 |
98.650 |
97.635 |
98.580 |
+0.080 |
1,284 |
18,773 |
-345 |
Oct11 |
110208 |
86.285 |
86.900 |
85.800 |
86.785 |
+0.335 |
535 |
15,726 |
+153 |
Dec11 |
110208 |
82.080 |
82.550 |
81.750 |
82.550 |
+0.350 |
613 |
7,036 |
+206 |
Total Volume and Open Interest |
28,455 |
246,199 |
-109 |
Class III Milk(CME) |
Feb11 |
110208 |
16.53 |
16.72 |
16.53 |
16.70 |
+0.14 |
175 |
5,328 |
-48 |
Mar11 |
110208 |
18.54 |
18.62 |
18.46 |
18.61 |
+0.05 |
419 |
5,830 |
+120 |
Apr11 |
110208 |
18.27 |
18.49 |
18.20 |
18.47 |
+0.15 |
551 |
4,967 |
+85 |
May11 |
110208 |
17.86 |
18.13 |
17.80 |
18.08 |
+0.20 |
177 |
4,169 |
+17 |
Jun11 |
110208 |
17.19 |
17.43 |
17.15 |
17.42 |
+0.21 |
172 |
3,353 |
+97 |
Total Volume and Open Interest |
1,832 |
36,367 |
+392 |
Cocoa(ICE) |
Mar11 |
110208 |
3200 |
3258 |
3198 |
3239 |
+16 |
13,905 |
23,101 |
-6,756 |
May11 |
110208 |
3238 |
3275 |
3220 |
3260 |
+21 |
12,752 |
62,063 |
+3,816 |
Jul11 |
110208 |
3240 |
3272 |
3215 |
3256 |
+19 |
3,236 |
18,988 |
+699 |
Sep11 |
110208 |
3238 |
3269 |
3216 |
3254 |
+18 |
568 |
11,445 |
+85 |
Dec11 |
110208 |
3217 |
3254 |
3203 |
3242 |
+16 |
910 |
15,487 |
+185 |
Mar12 |
110208 |
3263 |
3294 |
3244 |
3286 |
+13 |
583 |
23,422 |
+54 |
May12 |
110208 |
3275 |
3285 |
3248 |
3281 |
+12 |
0 |
5,143 |
+0 |
Total Volume and Open Interest |
31,954 |
162,632 |
-1,917 |
Coffee "C"(ICE) |
Mar11 |
110208 |
249.75 |
251.10 |
246.70 |
247.60 |
-2.15 |
13,217 |
60,199 |
-3,697 |
May11 |
110208 |
251.75 |
253.00 |
248.70 |
249.60 |
-2.10 |
10,258 |
51,915 |
+4,849 |
Jul11 |
110208 |
253.15 |
253.80 |
250.10 |
251.20 |
-2.00 |
3,092 |
16,308 |
+760 |
Sep11 |
110208 |
250.50 |
253.30 |
249.70 |
250.45 |
-1.80 |
677 |
6,752 |
+129 |
Dec11 |
110208 |
248.55 |
250.70 |
248.20 |
248.65 |
-1.65 |
470 |
10,494 |
+203 |
Mar12 |
110208 |
246.55 |
247.55 |
246.20 |
246.60 |
-1.80 |
266 |
1,664 |
+224 |
Total Volume and Open Interest |
27,983 |
148,145 |
+2,471 |
Orange Juice(ICE) |
Mar11 |
110208 |
170.75 |
171.75 |
169.70 |
170.65 |
-1.85 |
1,148 |
17,565 |
-39 |
May11 |
110208 |
169.50 |
169.75 |
168.50 |
169.50 |
-1.00 |
410 |
10,714 |
+263 |
Jul11 |
110208 |
168.10 |
168.50 |
167.50 |
168.00 |
-1.85 |
19 |
2,629 |
+6 |
Sep11 |
110208 |
166.55 |
166.95 |
166.55 |
166.95 |
-2.40 |
6 |
505 |
-1 |
Nov11 |
110208 |
166.25 |
166.25 |
163.75 |
164.60 |
-3.45 |
0 |
549 |
+0 |
Jan12 |
110208 |
163.80 |
163.80 |
163.80 |
163.80 |
-3.65 |
0 |
6 |
+0 |
Total Volume and Open Interest |
1,583 |
31,990 |
+229 |
Sugar #11(ICE) |
Mar11 |
110208 |
32.65 |
32.86 |
31.02 |
31.16 |
-1.52 |
57,779 |
178,419 |
-9,466 |
May11 |
110208 |
30.60 |
30.82 |
29.06 |
29.39 |
-1.24 |
44,740 |
151,377 |
+8,801 |
Jul11 |
110208 |
28.30 |
28.45 |
26.99 |
27.36 |
-0.98 |
21,010 |
142,827 |
+4,791 |
Oct11 |
110208 |
26.49 |
26.52 |
25.23 |
25.51 |
-0.98 |
8,358 |
72,025 |
-190 |
Mar12 |
110208 |
25.27 |
25.70 |
24.46 |
24.74 |
-0.96 |
4,286 |
52,307 |
+225 |
Total Volume and Open Interest |
138,100 |
650,479 |
+4,324 |
London Cocoa(LCE) |
Mar11 |
110208 |
2110 |
2139 |
2093 |
2134 |
+25 |
4,685 |
47,871 |
-1,476 |
May11 |
110208 |
2105 |
2132 |
2087 |
2123 |
+23 |
3,635 |
36,878 |
+100 |
Jul11 |
110208 |
2093 |
2118 |
2079 |
2113 |
+22 |
750 |
29,851 |
-50 |
Sep11 |
110208 |
2085 |
2107 |
2073 |
2103 |
+20 |
250 |
21,541 |
+84 |
Dec11 |
110208 |
2069 |
2095 |
2058 |
2091 |
+22 |
455 |
26,898 |
+73 |
Mar12 |
110208 |
2082 |
2099 |
2067 |
2099 |
+22 |
113 |
22,135 |
+35 |
May12 |
110208 |
2105 |
2105 |
2105 |
2105 |
+22 |
176 |
3,971 |
-21 |
Total Volume and Open Interest |
10,194 |
197,110 |
-1,218 |
London Sugar(LCE) |
May11 |
110208 |
772.00 |
777.70 |
747.60 |
754.70 |
-24.10 |
4,267 |
20,287 |
+240 |
Aug11 |
110208 |
734.50 |
741.10 |
712.50 |
717.70 |
-22.70 |
599 |
10,709 |
+205 |
Oct11 |
110208 |
677.40 |
685.70 |
658.20 |
665.80 |
-13.10 |
95 |
3,083 |
+18 |
Dec11 |
110208 |
662.00 |
665.50 |
641.30 |
650.10 |
-8.90 |
61 |
1,138 |
+47 |
Mar12 |
110208 |
643.30 |
648.60 |
634.20 |
642.00 |
-9.20 |
5 |
770 |
+5 |
Total Volume and Open Interest |
11,362 |
52,678 |
-557 |
Cotton(ICE) |
Mar11 |
110208 |
174.51 |
178.16 |
172.94 |
175.29 |
+0.78 |
15,709 |
82,071 |
-5,713 |
May11 |
110208 |
171.65 |
175.25 |
170.83 |
173.70 |
+2.88 |
10,347 |
37,165 |
+3,292 |
Jul11 |
110208 |
164.95 |
169.00 |
164.62 |
167.99 |
+4.96 |
4,395 |
37,656 |
-625 |
Oct11 |
110208 |
137.00 |
139.56 |
133.25 |
139.56 |
+3.71 |
22 |
218 |
+7 |
Dec11 |
110208 |
118.35 |
120.90 |
118.35 |
120.56 |
+1.69 |
3,602 |
57,086 |
+265 |
Mar12 |
110208 |
113.00 |
113.65 |
111.52 |
113.52 |
+1.57 |
220 |
3,416 |
+92 |
Total Volume and Open Interest |
34,533 |
220,213 |
-2,559 |
Lumber(CME) |
Mar11 |
110208 |
300.4 |
302.6 |
298.5 |
301.9 |
+3.3 |
625 |
3,979 |
-125 |
May11 |
110208 |
316.8 |
318.5 |
315.0 |
317.2 |
-0.3 |
510 |
4,233 |
+191 |
Jul11 |
110208 |
317.9 |
319.5 |
316.0 |
319.0 |
unch |
17 |
1,523 |
+11 |
Sep11 |
110208 |
320.0 |
321.0 |
319.0 |
320.0 |
unch |
0 |
218 |
+0 |
Total Volume and Open Interest |
1,152 |
9,956 |
+77 |
Crude Oil(NYM) |
Mar11 |
110208 |
87.41 |
88.11 |
85.88 |
86.94 |
-0.54 |
324,984 |
334,518 |
-30,896 |
Apr11 |
110208 |
90.60 |
91.24 |
89.01 |
90.24 |
-0.40 |
158,279 |
162,530 |
+5,365 |
May11 |
110208 |
93.45 |
93.84 |
91.66 |
93.12 |
-0.04 |
87,663 |
122,951 |
+7,764 |
Jun11 |
110208 |
94.96 |
95.44 |
93.26 |
94.89 |
+0.19 |
55,396 |
112,161 |
-1,387 |
Jul11 |
110208 |
96.00 |
96.47 |
94.33 |
96.08 |
+0.36 |
19,814 |
58,818 |
+1,838 |
Aug11 |
110208 |
96.14 |
97.17 |
95.35 |
96.85 |
+0.39 |
11,627 |
45,763 |
+841 |
Sep11 |
110208 |
97.22 |
97.59 |
95.68 |
97.35 |
+0.38 |
7,941 |
42,618 |
-420 |
Oct11 |
110208 |
97.68 |
98.05 |
96.11 |
97.80 |
+0.38 |
5,933 |
25,101 |
+624 |
Nov11 |
110208 |
98.09 |
98.39 |
96.70 |
98.19 |
+0.37 |
4,307 |
28,851 |
-268 |
Dec11 |
110208 |
98.50 |
98.82 |
96.91 |
98.55 |
+0.37 |
29,837 |
176,748 |
-1,464 |
Jan12 |
110208 |
97.34 |
99.00 |
97.34 |
98.84 |
+0.38 |
2,586 |
29,860 |
-168 |
Feb12 |
110208 |
98.76 |
99.15 |
98.76 |
99.07 |
+0.41 |
1,124 |
11,656 |
+409 |
Mar12 |
110208 |
98.44 |
99.22 |
98.44 |
99.22 |
+0.44 |
872 |
14,556 |
+47 |
Apr12 |
110208 |
99.30 |
99.30 |
99.26 |
99.30 |
+0.45 |
304 |
6,486 |
+127 |
May12 |
110208 |
99.38 |
99.38 |
99.34 |
99.38 |
+0.47 |
120 |
8,240 |
+22 |
Jun12 |
110208 |
99.09 |
99.64 |
97.69 |
99.47 |
+0.48 |
1,893 |
53,783 |
-85 |
Total Volume and Open Interest |
723,152 |
1,545,261 |
-17,103 |
e-miNY Crude Oil(NYM) |
Feb11 |
110119 |
91.225 |
92.100 |
90.500 |
90.850 |
-0.525 |
6,388 |
2,249 |
-394 |
Mar11 |
110208 |
87.350 |
88.100 |
85.850 |
86.950 |
-0.525 |
7,007 |
9,672 |
+662 |
Apr11 |
110208 |
90.625 |
91.225 |
89.000 |
90.250 |
-0.400 |
838 |
2,616 |
+123 |
May11 |
110208 |
93.300 |
93.525 |
91.800 |
93.125 |
-0.025 |
87 |
540 |
-21 |
Jun11 |
110208 |
94.750 |
94.900 |
94.100 |
94.900 |
+0.200 |
13 |
86 |
+2 |
Jul11 |
110208 |
96.075 |
96.075 |
96.050 |
96.075 |
+0.350 |
0 |
14 |
+0 |
Aug11 |
110208 |
96.850 |
96.850 |
96.800 |
96.850 |
+0.400 |
0 |
10 |
+0 |
Sep11 |
110208 |
97.350 |
97.350 |
97.300 |
97.350 |
+0.375 |
1 |
6 |
+0 |
Oct11 |
110208 |
97.800 |
97.800 |
97.750 |
97.800 |
+0.375 |
0 |
42 |
+0 |
Nov11 |
110208 |
98.200 |
98.200 |
98.150 |
98.200 |
+0.375 |
0 |
3 |
+0 |
Total Volume and Open Interest |
7,986 |
13,324 |
+805 |
Heating Oil(NYM) |
Mar11 |
110208 |
270.60 |
274.42 |
266.80 |
273.18 |
+2.57 |
42,551 |
95,382 |
-5,408 |
Apr11 |
110208 |
270.71 |
274.27 |
266.92 |
273.06 |
+2.28 |
25,116 |
51,927 |
+573 |
May11 |
110208 |
271.31 |
274.46 |
267.50 |
273.34 |
+1.98 |
14,962 |
27,728 |
+1,146 |
Jun11 |
110208 |
272.26 |
274.98 |
268.45 |
274.05 |
+1.75 |
8,943 |
42,138 |
-1,158 |
Jul11 |
110208 |
273.45 |
276.05 |
271.42 |
275.33 |
+1.58 |
3,211 |
14,060 |
+47 |
Aug11 |
110208 |
272.41 |
277.10 |
272.41 |
276.68 |
+1.47 |
2,086 |
11,918 |
-131 |
Sep11 |
110208 |
274.00 |
278.70 |
273.70 |
278.39 |
+1.36 |
1,405 |
11,471 |
-461 |
Oct11 |
110208 |
275.00 |
280.65 |
274.33 |
280.08 |
+1.25 |
1,590 |
5,597 |
+319 |
Nov11 |
110208 |
278.50 |
282.30 |
278.50 |
282.06 |
+1.21 |
821 |
5,670 |
-455 |
Dec11 |
110208 |
282.68 |
284.74 |
278.93 |
283.85 |
+1.17 |
2,407 |
23,856 |
-52 |
Jan12 |
110208 |
282.84 |
285.35 |
282.84 |
285.35 |
+1.15 |
58 |
5,972 |
-2 |
Feb12 |
110208 |
281.91 |
285.95 |
281.91 |
285.95 |
+1.15 |
25 |
882 |
+6 |
Total Volume and Open Interest |
103,473 |
306,078 |
-5,622 |
Gasoline(NYMEX) |
Mar11 |
110208 |
245.11 |
251.25 |
242.38 |
249.42 |
+4.37 |
44,410 |
81,873 |
-5,977 |
Apr11 |
110208 |
258.60 |
263.44 |
255.73 |
262.32 |
+3.34 |
29,187 |
42,430 |
+796 |
May11 |
110208 |
260.05 |
264.67 |
257.65 |
263.74 |
+3.26 |
12,995 |
33,799 |
+718 |
Jun11 |
110208 |
260.75 |
265.22 |
258.16 |
264.28 |
+3.11 |
8,535 |
31,407 |
+1,098 |
Jul11 |
110208 |
260.53 |
265.00 |
260.30 |
264.23 |
+3.12 |
3,180 |
13,210 |
+329 |
Aug11 |
110208 |
259.74 |
263.70 |
259.74 |
263.45 |
+2.99 |
2,094 |
9,647 |
+230 |
Sep11 |
110208 |
257.00 |
262.46 |
257.00 |
261.75 |
+2.78 |
1,075 |
5,859 |
+14 |
Oct11 |
110208 |
251.69 |
251.86 |
249.85 |
251.51 |
+2.64 |
413 |
4,516 |
-129 |
Nov11 |
110208 |
249.18 |
249.91 |
249.18 |
249.91 |
+2.40 |
419 |
2,597 |
+123 |
Dec11 |
110208 |
247.10 |
249.60 |
244.55 |
249.27 |
+2.16 |
843 |
20,571 |
+6 |
Total Volume and Open Interest |
103,160 |
260,440 |
-2,790 |
e-miNY RBOB Gasoline(NYM) |
Mar11 |
110208 |
249.40 |
249.42 |
249.40 |
249.40 |
+4.30 |
0 |
5 |
+0 |
Apr11 |
110208 |
262.30 |
262.32 |
262.30 |
262.30 |
+3.30 |
0 |
1 |
+0 |
May11 |
110208 |
263.70 |
263.74 |
263.70 |
263.70 |
+3.20 |
0 |
1 |
+0 |
Jun11 |
110208 |
264.30 |
264.30 |
264.28 |
264.30 |
+3.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
10 |
+0 |
Natural Gas(NYM) |
Mar11 |
110208 |
4.111 |
4.127 |
4.028 |
4.040 |
-0.064 |
213,509 |
210,467 |
-21,784 |
Apr11 |
110208 |
4.155 |
4.158 |
4.056 |
4.072 |
-0.068 |
105,717 |
124,273 |
+4,541 |
May11 |
110208 |
4.213 |
4.220 |
4.123 |
4.139 |
-0.065 |
89,440 |
122,285 |
+20,386 |
Jun11 |
110208 |
4.267 |
4.280 |
4.187 |
4.203 |
-0.064 |
26,778 |
47,783 |
+6,654 |
Jul11 |
110208 |
4.335 |
4.335 |
4.245 |
4.262 |
-0.061 |
16,515 |
39,379 |
+2,616 |
Aug11 |
110208 |
4.355 |
4.370 |
4.281 |
4.296 |
-0.059 |
5,502 |
20,732 |
+41 |
Sep11 |
110208 |
4.361 |
4.365 |
4.286 |
4.302 |
-0.059 |
5,566 |
15,711 |
-262 |
Oct11 |
110208 |
4.410 |
4.412 |
4.335 |
4.352 |
-0.059 |
21,645 |
64,561 |
+1,081 |
Nov11 |
110208 |
4.561 |
4.588 |
4.515 |
4.529 |
-0.057 |
4,206 |
25,561 |
+110 |
Dec11 |
110208 |
4.827 |
4.830 |
4.756 |
4.772 |
-0.057 |
3,640 |
24,458 |
+0 |
Jan12 |
110208 |
4.961 |
4.964 |
4.882 |
4.904 |
-0.057 |
9,409 |
49,164 |
+1,286 |
Feb12 |
110208 |
4.909 |
4.940 |
4.875 |
4.884 |
-0.057 |
898 |
12,075 |
+460 |
Mar12 |
110208 |
4.842 |
4.872 |
4.800 |
4.816 |
-0.055 |
3,179 |
26,680 |
+807 |
Apr12 |
110208 |
4.690 |
4.715 |
4.650 |
4.662 |
-0.047 |
2,285 |
22,692 |
+871 |
May12 |
110208 |
4.705 |
4.729 |
4.669 |
4.679 |
-0.044 |
309 |
5,485 |
+82 |
Jun12 |
110208 |
4.743 |
4.743 |
4.697 |
4.708 |
-0.042 |
84 |
4,281 |
+24 |
Total Volume and Open Interest |
510,442 |
883,157 |
+17,466 |
Brent Crude Oil(ICE) |
Mar11 |
110208 |
99.30 |
100.42 |
97.51 |
99.92 |
+0.67 |
193,647 |
106,320 |
-36,450 |
Apr11 |
110208 |
99.78 |
100.94 |
98.12 |
100.52 |
+0.65 |
197,793 |
201,858 |
-5,829 |
May11 |
110208 |
100.48 |
101.40 |
98.64 |
101.01 |
+0.64 |
89,849 |
106,601 |
+4,929 |
Jun11 |
110208 |
100.90 |
101.68 |
99.06 |
101.40 |
+0.63 |
55,935 |
122,710 |
+2,267 |
Jul11 |
110208 |
101.50 |
101.89 |
99.36 |
101.65 |
+0.62 |
19,676 |
38,416 |
-489 |
Aug11 |
110208 |
101.74 |
101.96 |
99.53 |
101.81 |
+0.62 |
12,006 |
22,525 |
+3,009 |
Sep11 |
110208 |
101.36 |
102.06 |
99.65 |
101.92 |
+0.61 |
5,273 |
29,905 |
+241 |
Oct11 |
110208 |
101.50 |
102.18 |
99.78 |
102.06 |
+0.63 |
3,552 |
21,128 |
+417 |
Nov11 |
110208 |
101.61 |
102.29 |
99.92 |
102.17 |
+0.64 |
3,331 |
14,579 |
-421 |
Dec11 |
110208 |
101.71 |
102.41 |
99.98 |
102.26 |
+0.64 |
34,325 |
110,339 |
-1,850 |
Jan12 |
110208 |
102.39 |
102.39 |
102.39 |
102.39 |
+0.64 |
3,215 |
14,202 |
+1,227 |
Feb12 |
110208 |
102.54 |
102.54 |
102.54 |
102.54 |
+0.64 |
1,685 |
7,191 |
+161 |
Mar12 |
110208 |
102.66 |
102.66 |
102.66 |
102.66 |
+0.63 |
3,759 |
11,026 |
+1,627 |
Apr12 |
110208 |
102.64 |
102.64 |
102.64 |
102.64 |
+0.60 |
431 |
3,177 |
-14 |
Total Volume and Open Interest |
630,791 |
926,024 |
-30,344 |
Gas Oil(ICE) |
Feb11 |
110208 |
840.50 |
851.25 |
828.00 |
849.75 |
+4.75 |
44,855 |
51,577 |
-21,793 |
Mar11 |
110208 |
845.75 |
856.50 |
833.25 |
854.75 |
+3.75 |
90,442 |
172,372 |
+3,696 |
Apr11 |
110208 |
848.25 |
859.75 |
836.75 |
857.50 |
+2.75 |
49,208 |
91,532 |
+5,972 |
May11 |
110208 |
852.25 |
862.50 |
840.25 |
860.25 |
+2.00 |
27,455 |
64,823 |
+2,156 |
Jun11 |
110208 |
856.00 |
865.50 |
843.75 |
863.00 |
+1.00 |
25,691 |
66,011 |
-401 |
Jul11 |
110208 |
860.25 |
869.00 |
848.00 |
866.50 |
+0.25 |
6,794 |
27,016 |
+1,549 |
Aug11 |
110208 |
864.00 |
872.50 |
851.50 |
869.75 |
-0.25 |
3,699 |
23,884 |
+119 |
Sep11 |
110208 |
867.50 |
876.00 |
857.00 |
873.25 |
-0.25 |
3,102 |
21,481 |
-278 |
Oct11 |
110208 |
872.25 |
877.25 |
859.00 |
875.25 |
-0.25 |
2,555 |
16,701 |
-455 |
Nov11 |
110208 |
863.25 |
876.50 |
860.75 |
876.50 |
-0.50 |
2,620 |
13,456 |
+561 |
Total Volume and Open Interest |
269,587 |
681,598 |
-7,480 |
Ethanol(CBOT) |
Feb11 |
110203 |
2.340 |
2.345 |
2.340 |
2.340 |
+0.005 |
15 |
114 |
-120 |
Mar11 |
110208 |
2.398 |
2.398 |
2.370 |
2.387 |
-0.011 |
199 |
1,292 |
-43 |
Apr11 |
110208 |
2.406 |
2.408 |
2.380 |
2.396 |
-0.019 |
209 |
1,313 |
+95 |
May11 |
110208 |
2.413 |
2.420 |
2.398 |
2.409 |
-0.021 |
60 |
486 |
+0 |
Jun11 |
110208 |
2.430 |
2.431 |
2.412 |
2.425 |
-0.017 |
27 |
815 |
+17 |
Jul11 |
110208 |
2.436 |
2.439 |
2.429 |
2.429 |
-0.021 |
15 |
813 |
-3 |
Aug11 |
110208 |
2.413 |
2.413 |
2.408 |
2.410 |
-0.016 |
35 |
788 |
-5 |
Sep11 |
110208 |
2.346 |
2.350 |
2.346 |
2.350 |
-0.014 |
24 |
551 |
+10 |
Total Volume and Open Interest |
612 |
8,027 |
+106 |
WTI Crude Oil(ICE |
Mar11 |
110208 |
87.45 |
88.11 |
85.88 |
86.94 |
-0.54 |
87,157 |
116,572 |
-8,574 |
Apr11 |
110208 |
90.65 |
91.24 |
89.03 |
90.24 |
-0.40 |
56,257 |
67,902 |
+2,292 |
May11 |
110208 |
93.35 |
93.82 |
91.64 |
93.12 |
-0.04 |
22,676 |
50,282 |
+340 |
Jun11 |
110208 |
94.56 |
95.44 |
93.23 |
94.89 |
+0.19 |
18,394 |
60,042 |
+36 |
Jul11 |
110208 |
95.43 |
96.41 |
94.55 |
96.08 |
+0.36 |
3,254 |
20,668 |
+124 |
Aug11 |
110208 |
95.41 |
97.11 |
95.27 |
96.85 |
+0.39 |
1,542 |
16,495 |
-23 |
Sep11 |
110208 |
96.04 |
97.59 |
95.81 |
97.35 |
+0.38 |
1,318 |
21,035 |
+178 |
Oct11 |
110208 |
96.49 |
97.99 |
96.35 |
97.80 |
+0.38 |
1,310 |
15,459 |
+74 |
Nov11 |
110208 |
97.26 |
98.42 |
96.74 |
98.19 |
+0.37 |
1,187 |
10,919 |
+63 |
Dec11 |
110208 |
98.47 |
98.76 |
96.80 |
98.55 |
+0.37 |
16,181 |
88,190 |
-1,998 |
Jan12 |
110208 |
98.84 |
98.84 |
98.84 |
98.84 |
+0.38 |
561 |
9,360 |
+106 |
Feb12 |
110208 |
99.07 |
99.07 |
99.07 |
99.07 |
+0.41 |
84 |
1,350 |
+22 |
Mar12 |
110208 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.44 |
52 |
3,969 |
-29 |
Apr12 |
110208 |
99.30 |
99.30 |
99.30 |
99.30 |
+0.45 |
50 |
1,375 |
+14 |
May12 |
110208 |
99.38 |
99.38 |
99.38 |
99.38 |
+0.47 |
25 |
942 |
+0 |
Jun12 |
110208 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.48 |
25 |
22,288 |
-9 |
Total Volume and Open Interest |
213,247 |
587,355 |
-6,695 |
US Dollar Index(ICE) |
Mar11 |
110208 |
78.135 |
78.195 |
77.715 |
78.095 |
-0.027 |
16,389 |
41,849 |
+351 |
Jun11 |
110208 |
78.525 |
78.525 |
78.145 |
78.450 |
-0.033 |
74 |
1,117 |
+6 |
Sep11 |
110208 |
78.810 |
78.810 |
78.810 |
78.810 |
-0.033 |
0 |
4 |
+0 |
Total Volume and Open Interest |
16,463 |
42,971 |
+357 |
Australian Dollar(CME) |
Mar11 |
110208 |
100.94 |
101.47 |
100.72 |
101.09 |
+0.11 |
59,312 |
135,738 |
-229 |
Jun11 |
110208 |
99.66 |
100.30 |
99.60 |
99.94 |
+0.12 |
127 |
927 |
+50 |
Sep11 |
110208 |
98.68 |
98.68 |
98.57 |
98.68 |
+0.11 |
0 |
13 |
+0 |
Total Volume and Open Interest |
59,440 |
136,774 |
-178 |
British Pound(CME) |
Mar11 |
110208 |
161.12 |
161.58 |
160.23 |
160.53 |
-0.62 |
97,537 |
117,169 |
+3,275 |
Jun11 |
110208 |
160.83 |
161.04 |
160.20 |
160.34 |
-0.61 |
156 |
643 |
+91 |
Sep11 |
110208 |
160.10 |
160.64 |
160.03 |
160.03 |
-0.61 |
0 |
17 |
+0 |
Total Volume and Open Interest |
97,693 |
117,861 |
+3,366 |
Canadian Dollar(CME) |
Mar11 |
110208 |
100.86 |
101.25 |
100.14 |
100.33 |
-0.59 |
55,406 |
140,915 |
+523 |
Jun11 |
110208 |
100.60 |
100.79 |
99.95 |
100.12 |
-0.58 |
136 |
3,285 |
+52 |
Sep11 |
110208 |
100.25 |
100.42 |
99.81 |
99.85 |
-0.57 |
12 |
1,049 |
-5 |
Dec11 |
110208 |
100.11 |
100.15 |
99.49 |
99.57 |
-0.58 |
33 |
1,561 |
+18 |
Total Volume and Open Interest |
55,592 |
146,866 |
+591 |
Japanese Yen(CME) |
Mar11 |
110208 |
121.47 |
122.33 |
121.33 |
121.37 |
-0.16 |
84,174 |
113,200 |
-3,173 |
Jun11 |
110208 |
121.64 |
122.43 |
121.47 |
121.47 |
-0.17 |
158 |
1,200 |
+83 |
Sep11 |
110208 |
121.91 |
121.91 |
121.64 |
121.64 |
-0.17 |
0 |
28 |
+0 |
Total Volume and Open Interest |
84,332 |
114,435 |
-3,090 |
Swiss Franc(CME) |
Mar11 |
110208 |
104.68 |
105.03 |
103.72 |
103.81 |
-0.93 |
40,480 |
48,303 |
+522 |
Jun11 |
110208 |
104.77 |
105.04 |
103.83 |
103.90 |
-0.94 |
10 |
126 |
-3 |
Sep11 |
110208 |
104.02 |
104.96 |
104.02 |
104.02 |
-0.94 |
1 |
5 |
-1 |
Total Volume and Open Interest |
40,491 |
48,445 |
+518 |
EuroFX(CME) |
Mar11 |
110208 |
135.75 |
136.83 |
135.68 |
136.21 |
+0.39 |
284,488 |
196,135 |
+18 |
Jun11 |
110208 |
135.88 |
136.65 |
135.82 |
136.04 |
+0.38 |
912 |
4,025 |
-237 |
Sep11 |
110208 |
135.80 |
135.80 |
135.45 |
135.80 |
+0.35 |
1 |
43 |
+0 |
Total Volume and Open Interest |
285,402 |
200,564 |
-218 |
Mexican Peso(CME) |
Feb11 |
110208 |
831.5 |
834.0 |
831.5 |
831.5 |
-2.5 |
|
|
|
Mar11 |
110208 |
830.5 |
833.8 |
827.0 |
828.0 |
-2.5 |
12,525 |
147,478 |
+2,305 |
Total Volume and Open Interest |
13,068 |
148,907 |
+2,716 |
30-Year T-Bonds(CBOT) |
Mar11 |
110208 |
118~050 |
118~100 |
117~030 |
117~100 |
-0~250 |
243,833 |
582,472 |
+140 |
Jun11 |
110208 |
116~160 |
116~160 |
115~140 |
115~210 |
-0~250 |
1,137 |
6,377 |
+59 |
Sep11 |
110208 |
114~010 |
114~260 |
114~010 |
114~010 |
-0~250 |
0 |
2 |
+0 |
Total Volume and Open Interest |
244,970 |
588,851 |
+199 |
10-Year T-Notes(CBOT) |
Mar11 |
110208 |
118~210 |
118~235 |
117~260 |
117~315 |
-0~200 |
947,953 |
1,482,225 |
+36,170 |
Jun11 |
110208 |
117~010 |
117~060 |
116~080 |
116~120 |
-0~225 |
6,454 |
25,620 |
+591 |
Sep11 |
110208 |
115~050 |
115~275 |
115~050 |
115~050 |
-0~225 |
4 |
3 |
+3 |
Total Volume and Open Interest |
954,411 |
1,507,852 |
+36,764 |
5-Year T-Notes(CBOT) |
Mar11 |
110208 |
116~115 |
116~122 |
116~033 |
116~044 |
-0~069 |
545,245 |
1,273,935 |
+2,646 |
Jun11 |
110208 |
115~088 |
115~111 |
115~030 |
115~036 |
-0~075 |
5,102 |
22,855 |
+1,687 |
Sep11 |
110208 |
114~060 |
115~007 |
114~060 |
114~060 |
-0~075 |
|
|
|
Total Volume and Open Interest |
550,347 |
1,296,790 |
+4,333 |
2 Year T-Notes(CBOT) |
Mar11 |
110208 |
109~024 |
109~027 |
109~001 |
109~004 |
-0~019 |
275,398 |
846,583 |
+7,791 |
Jun11 |
110208 |
108~105 |
108~111 |
108~086 |
108~088 |
-0~023 |
38 |
2,984 |
+4 |
Sep11 |
110208 |
108~054 |
108~077 |
108~054 |
108~054 |
-0~023 |
|
|
|
Total Volume and Open Interest |
275,436 |
849,567 |
+7,795 |
Eurodollars(CME) |
Mar11 |
110208 |
99.660 |
99.665 |
99.660 |
99.665 |
unch |
100,838 |
1,111,343 |
-9,506 |
Jun11 |
110208 |
99.580 |
99.585 |
99.560 |
99.565 |
-0.015 |
184,594 |
1,160,542 |
+15,684 |
Sep11 |
110208 |
99.430 |
99.440 |
99.380 |
99.390 |
-0.040 |
194,832 |
1,128,214 |
-6,009 |
Dec11 |
110208 |
99.225 |
99.235 |
99.140 |
99.150 |
-0.070 |
241,618 |
1,045,912 |
+20,788 |
Mar12 |
110208 |
98.940 |
98.960 |
98.825 |
98.840 |
-0.095 |
282,615 |
1,053,316 |
+3,052 |
Jun12 |
110208 |
98.590 |
98.610 |
98.450 |
98.470 |
-0.115 |
223,347 |
655,558 |
+4,650 |
Sep12 |
110208 |
98.235 |
98.255 |
98.080 |
98.100 |
-0.125 |
177,933 |
552,307 |
+7,968 |
Dec12 |
110208 |
97.895 |
97.920 |
97.740 |
97.760 |
-0.125 |
203,523 |
360,441 |
+2,552 |
Mar13 |
110208 |
97.595 |
97.620 |
97.430 |
97.455 |
-0.125 |
151,945 |
255,946 |
+12,190 |
Jun13 |
110208 |
97.310 |
97.335 |
97.150 |
97.170 |
-0.125 |
81,182 |
192,992 |
+7,722 |
Sep13 |
110208 |
97.050 |
97.070 |
96.885 |
96.910 |
-0.125 |
67,005 |
190,025 |
+750 |
Dec13 |
110208 |
96.785 |
96.810 |
96.625 |
96.655 |
-0.120 |
62,717 |
163,717 |
+1,515 |
Mar14 |
110208 |
96.550 |
96.575 |
96.385 |
96.420 |
-0.120 |
27,799 |
131,465 |
+1,462 |
Jun14 |
110208 |
96.320 |
96.340 |
96.150 |
96.185 |
-0.120 |
26,106 |
113,691 |
-3,514 |
Sep14 |
110208 |
96.105 |
96.115 |
95.925 |
95.965 |
-0.120 |
26,178 |
67,777 |
+145 |
Dec14 |
110208 |
95.880 |
95.890 |
95.705 |
95.745 |
-0.115 |
28,023 |
75,266 |
-645 |
Mar15 |
110208 |
95.680 |
95.700 |
95.520 |
95.560 |
-0.115 |
15,183 |
56,790 |
+815 |
Jun15 |
110208 |
3.760 |
3.775 |
3.595 |
3.640 |
-0.105 |
11,876 |
36,936 |
-123 |
Total Volume and Open Interest |
2,150,133 |
8,582,863 |
+62,768 |
30 Day Federal Funds(CBOT) |
Feb11 |
110208 |
99.832 |
99.835 |
99.830 |
99.832 |
unch |
2,519 |
75,156 |
-376 |
Mar11 |
110208 |
99.835 |
99.840 |
99.830 |
99.835 |
unch |
5,560 |
59,050 |
+2,194 |
Apr11 |
110208 |
99.845 |
99.850 |
99.840 |
99.845 |
unch |
4,648 |
53,038 |
+2,246 |
May11 |
110208 |
99.845 |
99.855 |
99.845 |
99.845 |
unch |
2,852 |
62,504 |
+814 |
Jun11 |
110208 |
99.840 |
99.850 |
99.835 |
99.840 |
unch |
5,727 |
41,738 |
+1,870 |
Jul11 |
110208 |
99.815 |
99.825 |
99.810 |
99.815 |
unch |
19,158 |
45,536 |
+2,976 |
Total Volume and Open Interest |
71,328 |
567,034 |
+8,612 |
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 |
110208 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
3,764 |
+0 |
Jun11 |
110208 |
99.647 |
99.647 |
99.647 |
99.647 |
unch |
0 |
175 |
+0 |
Sep11 |
110208 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Dec11 |
110208 |
99.605 |
99.605 |
99.605 |
99.605 |
-0.010 |
0 |
75 |
+0 |
Mar12 |
110208 |
99.585 |
99.585 |
99.585 |
99.585 |
-0.010 |
|
|
|
Jun12 |
110208 |
99.630 |
99.630 |
99.630 |
99.630 |
-0.010 |
|
|
|
Sep12 |
110208 |
99.580 |
99.580 |
99.580 |
99.580 |
-0.010 |
|
|
|
Dec12 |
110208 |
99.485 |
99.485 |
99.485 |
99.485 |
-0.010 |
|
|
|
Mar13 |
110208 |
99.485 |
99.485 |
99.485 |
99.485 |
-0.010 |
|
|
|
Jun13 |
110208 |
99.440 |
99.440 |
99.440 |
99.440 |
-0.010 |
|
|
|
Total Volume and Open Interest |
0 |
4,014 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110208 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
5,210 |
+0 |
Jun11 |
110208 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,222 |
+0 |
Sep11 |
110208 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
786 |
+0 |
Dec11 |
110208 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
72 |
1,730 |
+100 |
Mar12 |
110208 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.01 |
0 |
405 |
+0 |
Jun12 |
110208 |
99.63 |
99.63 |
99.63 |
99.63 |
-0.01 |
0 |
754 |
+0 |
Sep12 |
110208 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.01 |
0 |
310 |
+0 |
Dec12 |
110208 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.01 |
0 |
4 |
+0 |
Total Volume and Open Interest |
72 |
10,422 |
+100 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110208 |
138.88 |
139.09 |
138.72 |
138.82 |
-0.13 |
1,744 |
14,314 |
+514 |
Jun11 |
110208 |
137.99 |
137.99 |
137.99 |
137.99 |
-0.13 |
0 |
1 |
+0 |
Sep11 |
110208 |
135.56 |
135.56 |
135.56 |
135.56 |
-0.13 |
|
|
|
Total Volume and Open Interest |
1,744 |
14,315 |
+514 |
Euro-Bund(EUREX) |
Mar11 |
110208 |
122.76 |
123.12 |
122.55 |
122.82 |
-0.04 |
565,025 |
1,369,818 |
+122,172 |
Jun11 |
110208 |
121.60 |
121.60 |
121.20 |
121.41 |
-0.04 |
10,274 |
23,511 |
+2,045 |
Sep11 |
110208 |
121.07 |
121.07 |
121.07 |
121.07 |
-0.03 |
0 |
1 |
+0 |
Total Volume and Open Interest |
575,299 |
1,393,330 |
+124,217 |
Euro-Bobl(EUREX) |
Mar11 |
110208 |
116.63 |
116.89 |
116.44 |
116.58 |
-0.15 |
364,664 |
974,601 |
+48,880 |
Jun11 |
110208 |
115.25 |
115.26 |
115.14 |
115.14 |
-0.14 |
1,341 |
23,174 |
+2,203 |
Sep11 |
110208 |
114.51 |
114.51 |
114.51 |
114.51 |
-0.15 |
|
|
|
Total Volume and Open Interest |
366,005 |
997,775 |
+51,083 |
3-Mth Euribor(EUREX) |
Mar11 |
110208 |
98.870 |
98.870 |
98.840 |
98.845 |
-0.020 |
261 |
5,759 |
-161 |
Jun11 |
110208 |
98.575 |
98.585 |
98.570 |
98.570 |
-0.045 |
375 |
9,593 |
-56 |
Sep11 |
110208 |
98.340 |
98.340 |
98.325 |
98.325 |
-0.060 |
161 |
2,165 |
+23 |
Total Volume and Open Interest |
1,566 |
25,668 |
-437 |
Long Gilt(LIFFE) |
Mar11 |
110208 |
115~29 |
116~06 |
115~23 |
115~26 |
0~00 |
77,655 |
249,811 |
-1,804 |
Jun11 |
110208 |
114~19 |
114~19 |
114~19 |
114~19 |
0~00 |
|
|
|
Total Volume and Open Interest |
77,655 |
249,811 |
-1,804 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110208 |
99.06 |
99.08 |
99.05 |
99.07 |
+0.01 |
64,955 |
299,326 |
+2,513 |
Jun11 |
110208 |
98.82 |
98.87 |
98.81 |
98.85 |
+0.02 |
71,585 |
356,143 |
+4,727 |
Sep11 |
110208 |
98.56 |
98.62 |
98.56 |
98.60 |
+0.02 |
61,903 |
276,657 |
+4,972 |
Dec11 |
110208 |
98.26 |
98.33 |
98.26 |
98.31 |
+0.03 |
101,418 |
328,456 |
+11,347 |
Mar12 |
110208 |
97.94 |
98.02 |
97.93 |
97.99 |
+0.03 |
85,925 |
300,072 |
-6,447 |
Jun12 |
110208 |
97.62 |
97.70 |
97.61 |
97.66 |
+0.03 |
51,080 |
206,800 |
-4,190 |
Total Volume and Open Interest |
521,234 |
2,191,366 |
+4,480 |
3-Mth Euribor(LIFFE) |
Mar11 |
110208 |
98.865 |
98.880 |
98.835 |
98.845 |
-0.020 |
130,918 |
618,323 |
-1,832 |
Jun11 |
110208 |
98.620 |
98.640 |
98.545 |
98.570 |
-0.045 |
147,441 |
618,927 |
-4,203 |
Sep11 |
110208 |
98.385 |
98.420 |
98.290 |
98.325 |
-0.060 |
104,107 |
483,174 |
-3,571 |
Total Volume and Open Interest |
813,483 |
3,518,634 |
-15,553 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110208 |
95.02 |
95.03 |
95.01 |
95.03 |
unch |
7,381 |
167,034 |
-1,339 |
Jun11 |
110208 |
94.88 |
94.91 |
94.86 |
94.89 |
+0.01 |
25,404 |
179,542 |
-3,215 |
Sep11 |
110208 |
94.71 |
94.75 |
94.68 |
94.71 |
unch |
25,383 |
111,605 |
-9,318 |
Dec11 |
110208 |
94.53 |
94.60 |
94.51 |
94.55 |
+0.01 |
10,297 |
70,027 |
-3,351 |
Mar12 |
110208 |
94.38 |
94.46 |
94.37 |
94.40 |
+0.01 |
5,234 |
53,387 |
+578 |
Jun12 |
110208 |
94.29 |
94.35 |
94.26 |
94.31 |
+0.01 |
4,048 |
40,128 |
-1,563 |
Sep12 |
110208 |
94.19 |
94.29 |
94.19 |
94.24 |
+0.01 |
2,244 |
27,865 |
+488 |
Dec12 |
110208 |
94.12 |
94.23 |
94.12 |
94.17 |
+0.01 |
1,337 |
14,987 |
+364 |
Mar13 |
110208 |
94.07 |
94.18 |
94.07 |
94.13 |
+0.01 |
23 |
3,077 |
+3 |
Jun13 |
110208 |
94.13 |
94.14 |
94.08 |
94.08 |
+0.01 |
6 |
600 |
+4 |
Total Volume and Open Interest |
81,368 |
670,741 |
-17,356 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110208 |
94.25 |
94.28 |
94.24 |
94.25 |
-0.01 |
34,602 |
364,443 |
+440 |
Jun11 |
110208 |
94.25 |
94.25 |
94.25 |
94.25 |
-0.01 |
|
|
|
Total Volume and Open Interest |
34,602 |
364,443 |
+440 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110208 |
94.65 |
94.68 |
94.62 |
94.64 |
-0.01 |
158,538 |
516,118 |
+14,158 |
Jun11 |
110208 |
94.64 |
94.64 |
94.64 |
94.64 |
-0.01 |
|
|
|
Total Volume and Open Interest |
158,538 |
516,118 |
+14,158 |
Gold(CMX) |
Feb11 |
110208 |
1351.2 |
1367.0 |
1350.0 |
1363.4 |
+15.8 |
1,004 |
1,592 |
+362 |
Apr11 |
110208 |
1352.9 |
1368.7 |
1348.9 |
1364.1 |
+15.9 |
79,087 |
306,267 |
-902 |
Jun11 |
110208 |
1353.0 |
1370.2 |
1350.3 |
1365.5 |
+15.8 |
2,087 |
55,223 |
-687 |
Aug11 |
110208 |
1354.8 |
1370.1 |
1351.8 |
1367.1 |
+15.9 |
2,230 |
17,691 |
+324 |
Oct11 |
110208 |
1356.8 |
1372.5 |
1354.6 |
1368.6 |
+15.9 |
88 |
7,740 |
+40 |
Dec11 |
110208 |
1358.2 |
1374.5 |
1355.6 |
1370.4 |
+16.0 |
708 |
24,174 |
+289 |
Feb12 |
110208 |
1360.0 |
1374.0 |
1360.0 |
1372.6 |
+16.0 |
1 |
3,538 |
+1 |
Apr12 |
110208 |
1375.1 |
1375.1 |
1375.1 |
1375.1 |
+16.0 |
5 |
5,293 |
+0 |
Jun12 |
110208 |
1378.8 |
1378.8 |
1378.0 |
1378.0 |
+16.0 |
0 |
6,593 |
+0 |
Aug12 |
110208 |
1381.4 |
1381.4 |
1381.4 |
1381.4 |
+16.1 |
0 |
977 |
+0 |
Oct12 |
110208 |
1385.7 |
1385.7 |
1385.7 |
1385.7 |
+16.2 |
0 |
1,301 |
+0 |
Dec12 |
110208 |
1390.6 |
1391.4 |
1390.5 |
1390.6 |
+16.4 |
343 |
12,994 |
-81 |
Total Volume and Open Interest |
88,495 |
466,100 |
-408 |
Silver(CMX) |
Mar11 |
110208 |
2935.0 |
3034.5 |
2926.0 |
3027.1 |
+92.8 |
43,062 |
64,842 |
-1,698 |
May11 |
110208 |
2942.0 |
3035.5 |
2928.5 |
3029.7 |
+93.0 |
6,392 |
27,723 |
+1,399 |
Jul11 |
110208 |
2970.0 |
3037.0 |
2933.0 |
3031.2 |
+92.9 |
1,454 |
9,348 |
+577 |
Sep11 |
110208 |
2937.0 |
3030.9 |
2937.0 |
3030.9 |
+92.9 |
150 |
4,177 |
+47 |
Dec11 |
110208 |
2940.0 |
3034.5 |
2931.0 |
3030.8 |
+92.7 |
328 |
11,680 |
+31 |
Mar12 |
110208 |
3010.0 |
3030.0 |
2975.0 |
3030.0 |
+92.7 |
0 |
666 |
+0 |
May12 |
110208 |
3029.7 |
3029.7 |
3029.7 |
3029.7 |
+92.6 |
0 |
260 |
+0 |
Total Volume and Open Interest |
52,025 |
132,332 |
+172 |
Platinum(NYMEX) |
Apr11 |
110208 |
1842.6 |
1867.4 |
1838.4 |
1861.9 |
+17.7 |
3,171 |
41,171 |
-210 |
Jul11 |
110208 |
1844.5 |
1865.0 |
1844.5 |
1865.0 |
+17.8 |
291 |
1,745 |
+219 |
Oct11 |
110208 |
1867.2 |
1867.2 |
1867.2 |
1867.2 |
+17.8 |
0 |
92 |
+0 |
Jan12 |
110208 |
1869.2 |
1869.2 |
1869.2 |
1869.2 |
+17.8 |
0 |
10 |
+0 |
Total Volume and Open Interest |
3,464 |
43,037 |
+9 |
Palladium(NYMEX) |
Mar11 |
110208 |
819.80 |
839.50 |
815.75 |
838.45 |
+19.40 |
1,926 |
20,973 |
-154 |
Jun11 |
110208 |
820.10 |
840.85 |
820.00 |
840.10 |
+19.40 |
357 |
2,320 |
+195 |
Sep11 |
110208 |
820.00 |
841.20 |
820.00 |
841.10 |
+19.55 |
3 |
33 |
+2 |
Total Volume and Open Interest |
2,338 |
23,337 |
+45 |
Copper(CMX) |
Mar11 |
110208 |
454.05 |
460.95 |
450.60 |
457.40 |
-0.10 |
31,825 |
92,199 |
-7,875 |
May11 |
110208 |
455.10 |
461.50 |
451.55 |
458.25 |
-0.15 |
13,487 |
40,256 |
+4,543 |
Jul11 |
110208 |
456.60 |
459.90 |
455.00 |
458.40 |
-0.15 |
2,251 |
15,282 |
+1,048 |
Sep11 |
110208 |
458.80 |
458.85 |
455.00 |
457.85 |
-0.15 |
573 |
5,520 |
+131 |
Dec11 |
110208 |
455.00 |
458.95 |
453.15 |
456.20 |
-0.15 |
224 |
4,903 |
+166 |
Total Volume and Open Interest |
48,683 |
162,436 |
-1,962 |
DJIA Index(CBOT) |
Mar11 |
110208 |
12104 |
12200 |
12101 |
12196 |
+88 |
217 |
10,743 |
+28 |
Jun11 |
110208 |
12131 |
12131 |
12043 |
12131 |
+88 |
0 |
11 |
+0 |
Sep11 |
110208 |
12076 |
12076 |
11988 |
12076 |
+88 |
|
|
|
Dec11 |
110208 |
12021 |
12021 |
11933 |
12021 |
+88 |
0 |
1 |
+0 |
Total Volume and Open Interest |
217 |
10,755 |
+28 |
S & P 500(CME) |
Mar11 |
110208 |
1315.00 |
1322.30 |
1313.30 |
1321.70 |
+5.90 |
14,959 |
311,541 |
+1,479 |
Jun11 |
110208 |
1315.00 |
1317.40 |
1309.90 |
1316.80 |
+5.90 |
104 |
7,637 |
-28 |
Sep11 |
110208 |
1309.00 |
1312.50 |
1305.00 |
1311.90 |
+5.90 |
116 |
2,997 |
-3 |
Dec11 |
110208 |
1307.00 |
1307.60 |
1300.10 |
1307.00 |
+5.90 |
0 |
638 |
+0 |
Total Volume and Open Interest |
15,179 |
322,813 |
+1,448 |
S & P 500 E-Mini(Globex) |
Mar11 |
110208 |
1315.00 |
1322.25 |
1313.00 |
1321.75 |
+6.00 |
1,501,112 |
2,730,158 |
+23,518 |
Jun11 |
110208 |
1310.25 |
1317.50 |
1308.75 |
1316.75 |
+5.75 |
768 |
20,131 |
+189 |
Total Volume and Open Interest |
1,501,892 |
2,750,598 |
+23,707 |
NASDAQ 100(CME) |
Mar11 |
110208 |
2343.00 |
2365.00 |
2342.00 |
2362.80 |
+17.80 |
387 |
15,772 |
-39 |
Jun11 |
110208 |
2360.00 |
2360.00 |
2356.00 |
2360.00 |
+17.70 |
0 |
701 |
+0 |
Sep11 |
110208 |
2357.50 |
2357.50 |
2354.80 |
2357.50 |
+17.70 |
|
|
|
Total Volume and Open Interest |
387 |
16,473 |
-39 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110208 |
2343.80 |
2364.00 |
2341.30 |
2362.80 |
+17.80 |
240,695 |
353,310 |
+1,071 |
Jun11 |
110208 |
2341.30 |
2361.00 |
2339.00 |
2360.00 |
+17.70 |
31 |
814 |
+5 |
Total Volume and Open Interest |
240,726 |
354,131 |
+1,076 |
S & P Midcap 400(CME) |
Mar11 |
110208 |
953.50 |
956.10 |
952.50 |
956.10 |
+4.90 |
0 |
2,624 |
+0 |
Jun11 |
110208 |
953.50 |
953.50 |
953.40 |
953.50 |
+4.90 |
|
|
|
Sep11 |
110208 |
951.40 |
951.40 |
951.30 |
951.40 |
+4.90 |
|
|
|
Total Volume and Open Interest |
0 |
2,624 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110208 |
10650 |
10700 |
10620 |
10695 |
+30 |
6,319 |
41,671 |
-643 |
Jun11 |
110208 |
10670 |
10670 |
10640 |
10670 |
+30 |
0 |
153 |
+0 |
Total Volume and Open Interest |
6,319 |
41,824 |
-643 |
Nikkei 225(SGX) |
Mar11 |
110208 |
10595 |
10675 |
10580 |
10630 |
+45 |
96,705 |
241,092 |
-2,756 |
Jun11 |
110208 |
10565 |
10565 |
10555 |
10555 |
+45 |
61 |
4,503 |
-50 |
Sep11 |
110208 |
10560 |
10560 |
10560 |
10560 |
+50 |
0 |
400 |
+0 |
Total Volume and Open Interest |
96,792 |
258,677 |
-903 |
CAC 40(EURONEXT) |
Feb11 |
110208 |
4086.5 |
4114.5 |
4077.5 |
4106.5 |
+16.5 |
126,501 |
352,426 |
+4,789 |
Mar11 |
110208 |
4095.0 |
4116.0 |
4083.5 |
4109.0 |
+16.0 |
820 |
77,793 |
+188 |
Apr11 |
110208 |
4111.5 |
4111.5 |
4111.5 |
4111.5 |
+16.0 |
0 |
8 |
+0 |
Total Volume and Open Interest |
127,321 |
430,277 |
+4,977 |
Hang Seng Index(HKFE) |
Feb11 |
110208 |
23610 |
23625 |
23367 |
23391 |
-124 |
73,514 |
90,113 |
-5,729 |
Mar11 |
110208 |
23550 |
23550 |
23303 |
23320 |
-131 |
639 |
9,406 |
+391 |
Total Volume and Open Interest |
74,367 |
101,689 |
-5,119 |
DAX(EUREX) |
Mar11 |
110208 |
7288.0 |
7341.0 |
7277.5 |
7318.5 |
+31.5 |
116,038 |
248,212 |
+1,232 |
Jun11 |
110208 |
7309.0 |
7358.5 |
7301.5 |
7340.0 |
+31.5 |
425 |
12,692 |
+497 |
Sep11 |
110208 |
7329.0 |
7381.0 |
7323.5 |
7362.5 |
+32.0 |
71 |
654 |
+15 |
Total Volume and Open Interest |
116,534 |
261,558 |
+1,744 |
FT-SE 100(EURONEXT) |
Mar11 |
110208 |
6022.50 |
6077.00 |
5999.50 |
6047.50 |
+35.50 |
80,990 |
652,181 |
+75 |
Jun11 |
110208 |
5972.00 |
6020.00 |
5970.50 |
6004.50 |
+35.50 |
2,359 |
8,106 |
+2,100 |
Sep11 |
110208 |
5973.50 |
5973.50 |
5973.50 |
5973.50 |
+35.50 |
0 |
264 |
+0 |
Total Volume and Open Interest |
83,349 |
660,661 |
+2,175 |
SPI 200(SFE) |
Mar11 |
110208 |
4841.0 |
4873.0 |
4841.0 |
4869.0 |
+22.0 |
26,254 |
181,466 |
-2,554 |
Jun11 |
110208 |
4886.0 |
4892.0 |
4880.0 |
4892.0 |
+21.0 |
215 |
3,156 |
+37 |
Sep11 |
110208 |
4883.0 |
4883.0 |
4883.0 |
4883.0 |
+21.0 |
4 |
1,847 |
+0 |
Total Volume and Open Interest |
26,901 |
188,907 |
-2,089 |
GSCI(CME) |
Feb11 |
110208 |
644.25 |
647.50 |
638.50 |
645.20 |
+2.45 |
2,336 |
12,920 |
-1,945 |
Mar11 |
110208 |
654.20 |
1.79 |
648.50 |
0.39 |
-652.61 |
2,196 |
2,160 |
+2,102 |
Apr11 |
110208 |
6.84 |
9.64 |
1.14 |
8.64 |
+2.50 |
|
|
|
Total Volume and Open Interest |
4,532 |
15,080 |
+157 |
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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