|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu February 10, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110210 |
1451.25 |
1455.00 |
1430.00 |
1433.00 |
-18.00 |
120,796 |
201,945 |
-15,609 |
May11 |
110210 |
1463.00 |
1466.75 |
1442.50 |
1445.25 |
-17.75 |
54,585 |
173,552 |
+11,140 |
Jul11 |
110210 |
1470.25 |
1474.00 |
1449.50 |
1452.00 |
-18.25 |
39,353 |
113,195 |
+5,196 |
Aug11 |
110210 |
1444.50 |
1449.00 |
1429.50 |
1430.00 |
-17.25 |
1,786 |
5,888 |
+318 |
Sep11 |
110210 |
1419.00 |
1422.75 |
1403.75 |
1405.25 |
-14.75 |
1,528 |
4,797 |
-106 |
Nov11 |
110210 |
1396.75 |
1402.75 |
1384.00 |
1385.50 |
-11.50 |
24,976 |
162,273 |
+3,202 |
Jan12 |
110210 |
1397.00 |
1402.00 |
1386.25 |
1386.25 |
-11.00 |
1,168 |
16,485 |
+628 |
Total Volume and Open Interest |
246,922 |
703,683 |
+5,589 |
Soybean Meal(CBOT) |
Mar11 |
110210 |
388.60 |
390.00 |
381.70 |
382.50 |
-6.10 |
39,339 |
80,176 |
-1,274 |
May11 |
110210 |
392.00 |
393.20 |
385.00 |
385.90 |
-5.90 |
17,680 |
52,252 |
+3,193 |
Jul11 |
110210 |
393.40 |
394.00 |
386.00 |
386.80 |
-6.00 |
11,006 |
39,273 |
+1,182 |
Aug11 |
110210 |
382.90 |
386.00 |
379.00 |
379.70 |
-5.20 |
806 |
8,786 |
+134 |
Sep11 |
110210 |
375.00 |
376.80 |
369.50 |
371.20 |
-4.10 |
856 |
7,768 |
-285 |
Oct11 |
110210 |
363.70 |
366.50 |
361.80 |
362.10 |
-2.50 |
850 |
8,102 |
+84 |
Dec11 |
110210 |
361.30 |
364.30 |
359.40 |
360.20 |
-1.90 |
5,933 |
20,612 |
+633 |
Jan12 |
110210 |
359.70 |
361.10 |
359.70 |
359.70 |
-1.40 |
152 |
3,037 |
+93 |
Total Volume and Open Interest |
76,842 |
224,857 |
+3,873 |
Soybean Oil(CBOT) |
Mar11 |
110210 |
59.60 |
59.96 |
58.96 |
59.04 |
-0.70 |
60,561 |
137,800 |
-6,693 |
May11 |
110210 |
60.24 |
60.50 |
59.47 |
59.62 |
-0.69 |
30,053 |
119,348 |
+8,894 |
Jul11 |
110210 |
60.70 |
61.02 |
59.98 |
60.10 |
-0.72 |
11,990 |
78,174 |
-606 |
Aug11 |
110210 |
60.85 |
60.88 |
60.20 |
60.25 |
-0.72 |
634 |
8,684 |
-99 |
Sep11 |
110210 |
60.82 |
61.19 |
60.22 |
60.33 |
-0.75 |
660 |
10,612 |
+4 |
Oct11 |
110210 |
60.84 |
60.95 |
60.24 |
60.30 |
-0.77 |
938 |
11,658 |
+79 |
Dec11 |
110210 |
61.04 |
61.25 |
60.37 |
60.46 |
-0.80 |
4,661 |
41,000 |
+930 |
Jan12 |
110210 |
61.04 |
61.31 |
60.51 |
60.51 |
-0.80 |
43 |
928 |
+22 |
Total Volume and Open Interest |
109,710 |
410,723 |
+2,564 |
Canola(WCE) |
Mar11 |
110210 |
617.0 |
617.9 |
611.0 |
611.7 |
-5.4 |
11,562 |
72,033 |
-1,890 |
May11 |
110210 |
625.8 |
626.7 |
619.8 |
620.5 |
-5.3 |
7,684 |
59,764 |
+3,149 |
Jul11 |
110210 |
632.0 |
632.4 |
627.2 |
627.6 |
-5.5 |
1,819 |
18,749 |
+40 |
Nov11 |
110210 |
602.0 |
602.5 |
596.1 |
596.5 |
-8.5 |
2,818 |
58,041 |
+1,435 |
Jan12 |
110210 |
609.5 |
609.5 |
601.1 |
601.1 |
-8.5 |
289 |
3,666 |
+152 |
Total Volume and Open Interest |
24,228 |
214,594 |
+2,897 |
Corn(CBOT) |
Mar11 |
110210 |
698.00 |
704.50 |
694.25 |
698.50 |
+0.50 |
231,721 |
442,023 |
-30,587 |
May11 |
110210 |
708.00 |
715.00 |
705.00 |
709.50 |
+0.75 |
135,333 |
461,007 |
+29,956 |
Jul11 |
110210 |
712.00 |
718.75 |
710.00 |
713.75 |
+0.25 |
89,770 |
301,357 |
+11,354 |
Sep11 |
110210 |
659.00 |
664.25 |
656.50 |
660.00 |
+0.25 |
10,359 |
61,338 |
+1,878 |
Dec11 |
110210 |
614.00 |
618.75 |
613.00 |
614.50 |
unch |
53,679 |
351,126 |
+8,620 |
Mar12 |
110210 |
621.25 |
626.25 |
621.25 |
622.75 |
+0.75 |
4,590 |
41,993 |
-234 |
Total Volume and Open Interest |
528,948 |
1,711,425 |
+21,299 |
Wheat(CBOT) |
Mar11 |
110210 |
886.00 |
886.00 |
861.00 |
862.75 |
-23.25 |
69,104 |
158,000 |
-11,483 |
May11 |
110210 |
918.00 |
918.00 |
893.00 |
894.50 |
-23.25 |
39,556 |
138,994 |
+7,169 |
Jul11 |
110210 |
944.00 |
944.25 |
919.75 |
921.00 |
-23.75 |
14,455 |
124,259 |
+1,163 |
Sep11 |
110210 |
967.50 |
969.50 |
945.00 |
946.50 |
-23.00 |
2,941 |
32,009 |
+948 |
Dec11 |
110210 |
982.00 |
982.00 |
958.25 |
959.50 |
-23.25 |
5,904 |
85,790 |
+290 |
Total Volume and Open Interest |
133,237 |
560,669 |
-1,529 |
Wheat(KCBT) |
Mar11 |
110210 |
985.75 |
988.75 |
965.50 |
968.00 |
-20.00 |
15,794 |
54,464 |
-4,262 |
May11 |
110210 |
996.75 |
1000.00 |
976.50 |
979.25 |
-20.00 |
10,285 |
66,063 |
+4,238 |
Jul11 |
110210 |
1003.00 |
1008.75 |
984.75 |
987.25 |
-20.75 |
4,094 |
59,244 |
+6 |
Sep11 |
110210 |
1017.00 |
1020.50 |
996.50 |
998.75 |
-21.75 |
1,244 |
15,833 |
-146 |
Dec11 |
110210 |
1032.25 |
1032.25 |
1008.50 |
1011.00 |
-22.50 |
763 |
15,838 |
+267 |
Total Volume and Open Interest |
32,373 |
215,067 |
+180 |
Wheat(MGE) |
Mar11 |
110210 |
1025.25 |
1031.75 |
1012.50 |
1014.75 |
-12.25 |
2,963 |
15,991 |
-709 |
May11 |
110210 |
1037.00 |
1042.00 |
1023.50 |
1025.75 |
-13.00 |
2,044 |
16,628 |
+794 |
Jul11 |
110210 |
1043.75 |
1049.00 |
1029.50 |
1031.25 |
-13.00 |
835 |
11,762 |
+7 |
Sep11 |
110210 |
1042.00 |
1047.00 |
1030.00 |
1030.00 |
-12.75 |
504 |
12,402 |
+90 |
Dec11 |
110210 |
1044.25 |
1047.00 |
1027.50 |
1030.00 |
-15.50 |
383 |
9,611 |
+39 |
Total Volume and Open Interest |
6,843 |
68,513 |
+268 |
Oats(CBOT) |
Mar11 |
110210 |
423.50 |
425.00 |
415.50 |
419.00 |
-5.50 |
491 |
6,227 |
-68 |
May11 |
110210 |
431.00 |
431.00 |
423.50 |
426.00 |
-5.00 |
336 |
5,503 |
+155 |
Jul11 |
110210 |
434.50 |
434.50 |
423.00 |
425.00 |
-5.50 |
80 |
783 |
+22 |
Sep11 |
110210 |
403.00 |
403.50 |
397.00 |
397.00 |
-6.50 |
17 |
276 |
+13 |
Total Volume and Open Interest |
1,032 |
14,507 |
+142 |
Rough Rice(CBOT) |
Mar11 |
110210 |
16.12 |
16.25 |
15.91 |
16.16 |
-0.14 |
1,604 |
12,286 |
-85 |
May11 |
110210 |
16.42 |
16.56 |
16.24 |
16.48 |
-0.14 |
1,080 |
7,837 |
+166 |
Jul11 |
110210 |
16.72 |
16.87 |
16.50 |
16.74 |
-0.13 |
502 |
2,759 |
+212 |
Sep11 |
110210 |
16.58 |
16.64 |
16.43 |
16.59 |
-0.08 |
321 |
1,965 |
+176 |
Total Volume and Open Interest |
3,546 |
25,472 |
+450 |
Live Cattle(CME) |
Feb11 |
110210 |
107.635 |
109.200 |
107.050 |
108.900 |
+1.170 |
4,568 |
18,885 |
-1,762 |
Apr11 |
110210 |
111.135 |
113.550 |
110.600 |
113.080 |
+1.795 |
21,263 |
169,296 |
-887 |
Jun11 |
110210 |
112.050 |
114.080 |
111.650 |
113.450 |
+1.165 |
9,884 |
90,167 |
+58 |
Aug11 |
110210 |
113.635 |
115.400 |
113.080 |
115.385 |
+1.600 |
5,133 |
29,606 |
+148 |
Oct11 |
110210 |
117.000 |
118.535 |
116.450 |
118.080 |
+0.980 |
2,222 |
22,966 |
+428 |
Dec11 |
110210 |
117.400 |
119.400 |
117.035 |
119.180 |
+1.280 |
1,433 |
17,690 |
+434 |
Total Volume and Open Interest |
45,063 |
354,112 |
-1,183 |
Feeder Cattle(CME) |
Mar11 |
110210 |
123.100 |
125.400 |
122.785 |
124.830 |
+1.900 |
5,740 |
18,132 |
-1,857 |
Apr11 |
110210 |
125.000 |
127.100 |
124.650 |
126.680 |
+1.895 |
2,708 |
7,931 |
+312 |
May11 |
110210 |
125.800 |
127.885 |
125.450 |
127.580 |
+1.780 |
1,284 |
10,050 |
+117 |
Aug11 |
110210 |
126.800 |
129.000 |
126.500 |
128.400 |
+1.750 |
794 |
10,482 |
+86 |
Sep11 |
110210 |
127.100 |
129.000 |
126.950 |
128.535 |
+1.635 |
143 |
1,511 |
+54 |
Oct11 |
110210 |
127.285 |
129.000 |
127.285 |
128.800 |
+1.550 |
91 |
697 |
+6 |
Nov11 |
110210 |
127.500 |
128.850 |
127.500 |
128.500 |
+1.100 |
9 |
357 |
-3 |
Total Volume and Open Interest |
10,771 |
49,165 |
-1,283 |
Lean Hogs(CME) |
Feb11 |
110210 |
85.350 |
86.930 |
85.350 |
86.730 |
+1.550 |
3,106 |
10,598 |
-678 |
Apr11 |
110210 |
91.480 |
94.080 |
90.930 |
93.700 |
+2.450 |
15,724 |
104,230 |
-477 |
May11 |
110210 |
98.680 |
101.050 |
98.680 |
101.050 |
+1.750 |
148 |
2,700 |
+12 |
Jun11 |
110210 |
100.950 |
102.850 |
100.650 |
102.400 |
+1.450 |
7,156 |
60,681 |
-614 |
Jul11 |
110210 |
100.100 |
101.800 |
99.450 |
101.700 |
+1.620 |
4,088 |
21,178 |
+316 |
Aug11 |
110210 |
98.750 |
101.000 |
98.550 |
100.785 |
+1.835 |
3,414 |
18,333 |
-333 |
Oct11 |
110210 |
87.400 |
89.100 |
87.400 |
89.050 |
+1.300 |
2,134 |
15,919 |
+92 |
Dec11 |
110210 |
83.500 |
84.930 |
83.400 |
84.750 |
+1.250 |
1,141 |
7,719 |
+503 |
Total Volume and Open Interest |
37,301 |
244,278 |
-1,050 |
Class III Milk(CME) |
Feb11 |
110210 |
16.75 |
16.75 |
16.69 |
16.70 |
+0.01 |
155 |
5,174 |
-18 |
Mar11 |
110210 |
18.48 |
18.58 |
18.25 |
18.56 |
+0.01 |
594 |
5,811 |
-2 |
Apr11 |
110210 |
18.41 |
18.44 |
18.28 |
18.34 |
-0.08 |
258 |
5,110 |
+56 |
May11 |
110210 |
18.05 |
18.07 |
17.93 |
17.95 |
-0.08 |
151 |
4,366 |
+88 |
Jun11 |
110210 |
17.38 |
17.45 |
17.38 |
17.41 |
+0.01 |
113 |
3,484 |
+55 |
Total Volume and Open Interest |
1,667 |
36,881 |
+286 |
Cocoa(ICE) |
Mar11 |
110210 |
3300 |
3437 |
3284 |
3397 |
+125 |
10,095 |
10,825 |
-5,424 |
May11 |
110210 |
3325 |
3431 |
3283 |
3373 |
+90 |
12,338 |
67,340 |
+1,009 |
Jul11 |
110210 |
3313 |
3400 |
3278 |
3362 |
+82 |
1,304 |
20,847 |
+362 |
Sep11 |
110210 |
3311 |
3398 |
3277 |
3351 |
+74 |
261 |
11,420 |
-32 |
Dec11 |
110210 |
3288 |
3387 |
3270 |
3326 |
+56 |
318 |
15,352 |
-8 |
Mar12 |
110210 |
3313 |
3365 |
3309 |
3357 |
+48 |
67 |
23,493 |
+43 |
May12 |
110210 |
3311 |
3353 |
3311 |
3353 |
+47 |
403 |
4,747 |
-399 |
Total Volume and Open Interest |
25,186 |
157,415 |
-4,049 |
Coffee "C"(ICE) |
Mar11 |
110210 |
252.50 |
255.80 |
251.50 |
255.60 |
+2.00 |
19,258 |
51,199 |
-3,496 |
May11 |
110210 |
255.15 |
258.00 |
253.65 |
257.85 |
+2.20 |
13,709 |
60,810 |
+6,481 |
Jul11 |
110210 |
257.40 |
259.45 |
255.15 |
259.30 |
+2.15 |
2,483 |
17,832 |
+250 |
Sep11 |
110210 |
256.30 |
258.60 |
254.25 |
258.45 |
+2.15 |
550 |
7,015 |
+247 |
Dec11 |
110210 |
253.60 |
256.55 |
252.55 |
256.55 |
+2.10 |
188 |
10,568 |
-99 |
Mar12 |
110210 |
250.20 |
253.95 |
250.20 |
253.95 |
+2.15 |
50 |
1,725 |
-47 |
Total Volume and Open Interest |
36,286 |
149,981 |
+3,344 |
Orange Juice(ICE) |
Mar11 |
110210 |
168.75 |
169.10 |
164.70 |
165.25 |
-2.20 |
2,345 |
15,978 |
-1,449 |
May11 |
110210 |
168.00 |
168.20 |
163.90 |
164.40 |
-2.15 |
1,185 |
11,552 |
+589 |
Jul11 |
110210 |
168.00 |
168.00 |
163.95 |
163.95 |
-2.10 |
30 |
2,692 |
+22 |
Sep11 |
110210 |
163.70 |
163.70 |
163.45 |
163.45 |
-1.80 |
8 |
515 |
-1 |
Nov11 |
110210 |
163.00 |
163.00 |
161.40 |
161.40 |
-1.65 |
2 |
550 |
-1 |
Jan12 |
110210 |
160.40 |
160.40 |
160.40 |
160.40 |
-1.70 |
0 |
6 |
+0 |
Total Volume and Open Interest |
3,570 |
31,315 |
-840 |
Sugar #11(ICE) |
Mar11 |
110210 |
31.79 |
33.09 |
31.75 |
32.05 |
+0.55 |
108,029 |
160,452 |
-10,861 |
May11 |
110210 |
29.88 |
31.10 |
29.88 |
30.19 |
+0.46 |
72,502 |
161,353 |
+5,528 |
Jul11 |
110210 |
27.49 |
28.61 |
27.47 |
27.81 |
+0.35 |
40,009 |
151,681 |
+3,541 |
Oct11 |
110210 |
25.65 |
26.52 |
25.62 |
25.96 |
+0.30 |
14,301 |
73,229 |
+1,359 |
Mar12 |
110210 |
24.75 |
25.40 |
24.72 |
25.06 |
+0.32 |
4,576 |
52,558 |
+68 |
Total Volume and Open Interest |
244,673 |
653,092 |
-137 |
London Cocoa(LCE) |
Mar11 |
110210 |
2169 |
2219 |
2156 |
2193 |
+46 |
3,260 |
44,579 |
-1,888 |
May11 |
110210 |
2154 |
2205 |
2141 |
2176 |
+42 |
2,265 |
36,902 |
+541 |
Jul11 |
110210 |
2139 |
2187 |
2127 |
2161 |
+42 |
1,091 |
29,444 |
-230 |
Sep11 |
110210 |
2125 |
2165 |
2121 |
2146 |
+32 |
210 |
21,531 |
-39 |
Dec11 |
110210 |
2108 |
2145 |
2105 |
2131 |
+26 |
219 |
27,020 |
-40 |
Mar12 |
110210 |
2115 |
2150 |
2115 |
2135 |
+22 |
63 |
22,229 |
+52 |
May12 |
110210 |
2131 |
2159 |
2129 |
2137 |
+17 |
5 |
3,971 |
+0 |
Total Volume and Open Interest |
7,123 |
193,641 |
-1,604 |
London Sugar(LCE) |
May11 |
110210 |
773.40 |
785.00 |
763.30 |
773.00 |
+23.90 |
4,139 |
22,261 |
+1,238 |
Aug11 |
110210 |
724.00 |
742.90 |
724.00 |
733.30 |
+20.30 |
888 |
11,019 |
+225 |
Oct11 |
110210 |
678.00 |
689.40 |
673.50 |
680.30 |
+16.00 |
77 |
3,186 |
+27 |
Dec11 |
110210 |
657.60 |
670.00 |
657.60 |
660.50 |
+13.60 |
36 |
1,162 |
+18 |
Mar12 |
110210 |
648.60 |
660.00 |
648.40 |
653.30 |
+15.30 |
34 |
795 |
+13 |
Total Volume and Open Interest |
10,414 |
47,282 |
-1,137 |
Cotton(ICE) |
Mar11 |
110210 |
183.18 |
187.58 |
183.00 |
187.58 |
+7.00 |
21,157 |
72,211 |
-5,239 |
May11 |
110210 |
180.88 |
184.98 |
179.44 |
184.98 |
+7.00 |
16,218 |
48,514 |
+6,782 |
Jul11 |
110210 |
175.00 |
179.47 |
173.82 |
179.47 |
+7.00 |
4,757 |
36,913 |
-382 |
Oct11 |
110210 |
146.50 |
150.99 |
146.50 |
150.95 |
+6.95 |
25 |
242 |
+9 |
Dec11 |
110210 |
125.50 |
131.55 |
125.50 |
131.50 |
+6.95 |
5,566 |
58,837 |
+1,051 |
Mar12 |
110210 |
118.50 |
124.50 |
118.50 |
124.28 |
+6.72 |
423 |
3,754 |
+205 |
Total Volume and Open Interest |
48,610 |
223,405 |
+2,711 |
Lumber(CME) |
Mar11 |
110210 |
307.7 |
317.6 |
305.9 |
313.5 |
+4.5 |
776 |
3,738 |
+25 |
May11 |
110210 |
321.0 |
332.9 |
321.0 |
327.0 |
+2.5 |
849 |
4,929 |
+245 |
Jul11 |
110210 |
324.0 |
332.5 |
324.0 |
328.0 |
+2.2 |
420 |
1,696 |
+136 |
Sep11 |
110210 |
327.4 |
327.9 |
327.0 |
327.0 |
unch |
37 |
233 |
+15 |
Total Volume and Open Interest |
2,082 |
10,599 |
+421 |
Crude Oil(NYM) |
Mar11 |
110210 |
86.93 |
87.90 |
85.96 |
86.73 |
+0.02 |
367,209 |
260,987 |
-32,497 |
Apr11 |
110210 |
90.33 |
90.97 |
89.30 |
89.94 |
-0.16 |
219,018 |
195,897 |
+18,491 |
May11 |
110210 |
93.41 |
93.78 |
92.40 |
92.92 |
-0.27 |
131,123 |
145,077 |
+12,581 |
Jun11 |
110210 |
95.23 |
95.50 |
94.19 |
94.68 |
-0.45 |
101,255 |
112,594 |
+345 |
Jul11 |
110210 |
96.42 |
96.61 |
95.43 |
95.87 |
-0.53 |
35,469 |
63,080 |
+1,877 |
Aug11 |
110210 |
97.35 |
97.35 |
96.25 |
96.60 |
-0.59 |
15,492 |
48,003 |
+1,587 |
Sep11 |
110210 |
97.70 |
97.85 |
96.76 |
97.08 |
-0.64 |
11,338 |
43,442 |
-223 |
Oct11 |
110210 |
97.44 |
98.31 |
97.27 |
97.51 |
-0.69 |
8,096 |
29,144 |
+1,620 |
Nov11 |
110210 |
97.94 |
98.75 |
97.72 |
97.89 |
-0.72 |
5,043 |
29,148 |
+247 |
Dec11 |
110210 |
98.93 |
99.25 |
98.00 |
98.25 |
-0.73 |
52,809 |
172,467 |
-1,158 |
Jan12 |
110210 |
98.71 |
99.20 |
98.40 |
98.56 |
-0.73 |
4,654 |
27,379 |
-44 |
Feb12 |
110210 |
99.12 |
99.22 |
98.80 |
98.80 |
-0.73 |
1,959 |
12,409 |
+60 |
Mar12 |
110210 |
99.61 |
99.61 |
98.89 |
98.97 |
-0.73 |
2,110 |
16,699 |
+990 |
Apr12 |
110210 |
99.08 |
99.08 |
99.08 |
99.08 |
-0.72 |
1,062 |
7,082 |
+598 |
May12 |
110210 |
99.17 |
99.17 |
99.17 |
99.17 |
-0.71 |
398 |
8,317 |
+55 |
Jun12 |
110210 |
99.11 |
99.96 |
99.06 |
99.26 |
-0.70 |
4,541 |
53,221 |
+195 |
Total Volume and Open Interest |
985,397 |
1,545,106 |
+8,500 |
e-miNY Crude Oil(NYM) |
Feb11 |
110119 |
91.225 |
92.100 |
90.500 |
90.850 |
-0.525 |
6,388 |
2,249 |
-394 |
Mar11 |
110210 |
86.875 |
87.900 |
86.000 |
86.725 |
+0.025 |
9,478 |
9,856 |
-119 |
Apr11 |
110210 |
90.300 |
90.925 |
89.325 |
89.950 |
-0.150 |
1,198 |
2,873 |
+219 |
May11 |
110210 |
92.975 |
93.625 |
92.650 |
92.925 |
-0.275 |
282 |
766 |
+159 |
Jun11 |
110210 |
95.450 |
95.450 |
94.425 |
94.675 |
-0.450 |
9 |
92 |
+5 |
Jul11 |
110210 |
95.875 |
95.875 |
95.875 |
95.875 |
-0.525 |
6 |
18 |
+4 |
Aug11 |
110210 |
96.600 |
96.600 |
96.600 |
96.600 |
-0.600 |
0 |
10 |
+0 |
Sep11 |
110210 |
97.275 |
97.275 |
97.075 |
97.075 |
-0.650 |
6 |
10 |
+4 |
Oct11 |
110210 |
98.325 |
98.325 |
97.500 |
97.500 |
-0.700 |
0 |
42 |
+0 |
Nov11 |
110210 |
97.900 |
97.900 |
97.900 |
97.900 |
-0.700 |
2 |
3 |
+0 |
Total Volume and Open Interest |
10,983 |
14,005 |
+272 |
Heating Oil(NYM) |
Mar11 |
110210 |
276.90 |
278.01 |
270.36 |
271.07 |
-5.82 |
56,867 |
88,684 |
-4,171 |
Apr11 |
110210 |
277.10 |
278.08 |
270.83 |
271.61 |
-5.45 |
31,794 |
54,340 |
+1,587 |
May11 |
110210 |
277.56 |
278.20 |
271.83 |
272.54 |
-5.10 |
17,450 |
30,750 |
+1,271 |
Jun11 |
110210 |
278.71 |
278.72 |
272.96 |
273.61 |
-4.93 |
18,001 |
43,497 |
+802 |
Jul11 |
110210 |
277.64 |
278.77 |
274.57 |
275.04 |
-4.90 |
3,669 |
16,093 |
+752 |
Aug11 |
110210 |
280.80 |
281.38 |
276.50 |
276.52 |
-4.85 |
2,171 |
12,936 |
+168 |
Sep11 |
110210 |
282.40 |
282.41 |
278.11 |
278.38 |
-4.72 |
1,819 |
11,546 |
+111 |
Oct11 |
110210 |
284.80 |
284.80 |
280.23 |
280.23 |
-4.57 |
835 |
5,925 |
+204 |
Nov11 |
110210 |
283.00 |
283.88 |
282.35 |
282.35 |
-4.47 |
880 |
6,259 |
+480 |
Dec11 |
110210 |
288.73 |
289.06 |
283.72 |
284.27 |
-4.42 |
7,613 |
24,786 |
+521 |
Jan12 |
110210 |
288.56 |
288.56 |
285.91 |
285.91 |
-4.40 |
1,012 |
6,357 |
+38 |
Feb12 |
110210 |
289.41 |
289.41 |
286.67 |
286.67 |
-4.46 |
1,033 |
1,319 |
+444 |
Total Volume and Open Interest |
144,173 |
313,050 |
+3,006 |
Gasoline(NYMEX) |
Mar11 |
110210 |
253.19 |
254.80 |
246.04 |
246.98 |
-5.62 |
49,501 |
70,838 |
-3,722 |
Apr11 |
110210 |
267.09 |
268.23 |
260.75 |
261.89 |
-4.59 |
39,772 |
50,506 |
+2,329 |
May11 |
110210 |
268.75 |
269.62 |
262.83 |
263.78 |
-4.32 |
21,842 |
41,022 |
+4,503 |
Jun11 |
110210 |
269.08 |
269.31 |
263.48 |
264.61 |
-4.10 |
10,739 |
31,547 |
-1,000 |
Jul11 |
110210 |
268.72 |
268.72 |
264.33 |
264.65 |
-4.02 |
4,212 |
15,535 |
+1,118 |
Aug11 |
110210 |
267.73 |
268.11 |
263.10 |
263.91 |
-3.90 |
3,010 |
10,014 |
+389 |
Sep11 |
110210 |
265.75 |
265.85 |
261.84 |
262.24 |
-3.81 |
2,177 |
5,927 |
+94 |
Oct11 |
110210 |
254.11 |
254.11 |
252.01 |
252.01 |
-3.58 |
1,101 |
4,391 |
-50 |
Nov11 |
110210 |
252.00 |
252.00 |
250.50 |
250.50 |
-3.25 |
634 |
2,721 |
+12 |
Dec11 |
110210 |
253.24 |
253.35 |
249.14 |
249.93 |
-3.09 |
1,178 |
20,903 |
+136 |
Total Volume and Open Interest |
134,285 |
268,012 |
+3,808 |
e-miNY RBOB Gasoline(NYM) |
Mar11 |
110210 |
247.00 |
247.00 |
246.98 |
247.00 |
-5.60 |
0 |
5 |
+0 |
Apr11 |
110210 |
261.90 |
261.90 |
261.89 |
261.90 |
-4.60 |
0 |
1 |
+0 |
May11 |
110210 |
263.80 |
263.80 |
263.78 |
263.80 |
-4.30 |
0 |
1 |
+0 |
Jun11 |
110210 |
264.60 |
264.61 |
264.60 |
264.60 |
-4.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
10 |
+0 |
Natural Gas(NYM) |
Mar11 |
110210 |
4.066 |
4.130 |
3.965 |
3.986 |
-0.058 |
156,216 |
154,658 |
-26,058 |
Apr11 |
110210 |
4.117 |
4.180 |
4.010 |
4.037 |
-0.046 |
102,386 |
145,792 |
+6,476 |
May11 |
110210 |
4.170 |
4.249 |
4.081 |
4.110 |
-0.039 |
85,466 |
153,847 |
+14,949 |
Jun11 |
110210 |
4.230 |
4.290 |
4.140 |
4.175 |
-0.039 |
17,557 |
54,153 |
+2,697 |
Jul11 |
110210 |
4.263 |
4.285 |
4.202 |
4.238 |
-0.036 |
13,856 |
45,860 |
+3,444 |
Aug11 |
110210 |
4.291 |
4.320 |
4.240 |
4.271 |
-0.038 |
6,475 |
21,658 |
+930 |
Sep11 |
110210 |
4.293 |
4.312 |
4.244 |
4.277 |
-0.037 |
4,418 |
17,403 |
+481 |
Oct11 |
110210 |
4.356 |
4.369 |
4.295 |
4.325 |
-0.038 |
14,412 |
67,396 |
+717 |
Nov11 |
110210 |
4.524 |
4.532 |
4.481 |
4.511 |
-0.024 |
2,393 |
25,949 |
+95 |
Dec11 |
110210 |
4.783 |
4.828 |
4.721 |
4.749 |
-0.024 |
1,648 |
24,648 |
+33 |
Jan12 |
110210 |
4.909 |
4.909 |
4.847 |
4.876 |
-0.026 |
6,304 |
51,794 |
+981 |
Feb12 |
110210 |
4.879 |
4.879 |
4.830 |
4.863 |
-0.022 |
705 |
12,416 |
+45 |
Mar12 |
110210 |
4.807 |
4.815 |
4.762 |
4.795 |
-0.022 |
1,512 |
25,548 |
+143 |
Apr12 |
110210 |
4.651 |
4.658 |
4.605 |
4.637 |
-0.020 |
1,459 |
22,712 |
-1 |
May12 |
110210 |
4.670 |
4.670 |
4.635 |
4.656 |
-0.018 |
85 |
5,624 |
+45 |
Jun12 |
110210 |
4.695 |
4.700 |
4.658 |
4.686 |
-0.015 |
512 |
4,351 |
+42 |
Total Volume and Open Interest |
416,340 |
903,443 |
+5,374 |
Brent Crude Oil(ICE) |
Mar11 |
110210 |
101.95 |
102.88 |
100.48 |
100.87 |
-0.95 |
136,431 |
68,217 |
-14,774 |
Apr11 |
110210 |
102.55 |
103.34 |
101.06 |
101.44 |
-0.88 |
191,558 |
215,752 |
+6,073 |
May11 |
110210 |
102.94 |
103.63 |
101.46 |
101.82 |
-0.90 |
88,760 |
118,422 |
+11,772 |
Jun11 |
110210 |
103.24 |
103.88 |
101.75 |
102.10 |
-0.90 |
70,557 |
119,331 |
+1,148 |
Jul11 |
110210 |
103.36 |
103.93 |
101.93 |
102.27 |
-0.91 |
19,708 |
38,891 |
+457 |
Aug11 |
110210 |
103.49 |
104.02 |
102.05 |
102.40 |
-0.90 |
8,448 |
24,438 |
+1,325 |
Sep11 |
110210 |
103.57 |
104.00 |
102.13 |
102.48 |
-0.90 |
6,713 |
30,865 |
+833 |
Oct11 |
110210 |
103.68 |
104.09 |
102.23 |
102.58 |
-0.90 |
3,347 |
21,421 |
-34 |
Nov11 |
110210 |
103.76 |
104.13 |
102.30 |
102.65 |
-0.91 |
3,557 |
15,336 |
+702 |
Dec11 |
110210 |
103.82 |
104.28 |
102.35 |
102.70 |
-0.91 |
33,839 |
108,758 |
+1,206 |
Jan12 |
110210 |
103.44 |
103.44 |
102.80 |
102.80 |
-0.91 |
2,394 |
15,725 |
+445 |
Feb12 |
110210 |
102.91 |
102.91 |
102.91 |
102.91 |
-0.91 |
1,154 |
8,089 |
+270 |
Mar12 |
110210 |
102.99 |
102.99 |
102.99 |
102.99 |
-0.92 |
1,404 |
13,746 |
-27 |
Apr12 |
110210 |
102.95 |
102.95 |
102.95 |
102.95 |
-0.91 |
237 |
3,256 |
+33 |
Total Volume and Open Interest |
583,541 |
917,930 |
+9,606 |
Gas Oil(ICE) |
Feb11 |
110210 |
862.00 |
865.25 |
853.25 |
853.25 |
unch |
56,727 |
10,995 |
-24,945 |
Mar11 |
110210 |
871.00 |
875.75 |
852.25 |
861.75 |
+3.75 |
136,370 |
194,339 |
+18,483 |
Apr11 |
110210 |
873.00 |
875.25 |
855.75 |
865.00 |
+4.00 |
76,259 |
102,345 |
+8,470 |
May11 |
110210 |
875.00 |
877.50 |
858.75 |
868.00 |
+4.25 |
34,501 |
68,721 |
+5,279 |
Jun11 |
110210 |
880.00 |
880.00 |
861.75 |
871.50 |
+4.75 |
27,182 |
61,685 |
+504 |
Jul11 |
110210 |
875.75 |
883.50 |
866.75 |
875.75 |
+5.25 |
5,584 |
27,105 |
-141 |
Aug11 |
110210 |
879.50 |
881.50 |
870.00 |
879.50 |
+5.50 |
2,308 |
24,463 |
+216 |
Sep11 |
110210 |
887.25 |
890.00 |
874.50 |
883.00 |
+5.75 |
2,829 |
20,710 |
-703 |
Oct11 |
110210 |
889.75 |
889.75 |
878.75 |
885.25 |
+6.00 |
1,049 |
16,907 |
-234 |
Nov11 |
110210 |
891.00 |
891.75 |
881.50 |
886.75 |
+6.25 |
1,474 |
13,825 |
+262 |
Total Volume and Open Interest |
366,954 |
677,331 |
+9,304 |
Ethanol(CBOT) |
Feb11 |
110203 |
2.340 |
2.345 |
2.340 |
2.340 |
+0.005 |
15 |
114 |
-120 |
Mar11 |
110210 |
2.473 |
2.490 |
2.465 |
2.475 |
+0.018 |
163 |
1,267 |
-11 |
Apr11 |
110210 |
2.485 |
2.495 |
2.480 |
2.483 |
+0.015 |
272 |
1,142 |
+24 |
May11 |
110210 |
2.505 |
2.505 |
2.488 |
2.488 |
+0.013 |
76 |
482 |
-12 |
Jun11 |
110210 |
2.510 |
2.520 |
2.503 |
2.503 |
+0.011 |
50 |
874 |
+8 |
Jul11 |
110210 |
2.519 |
2.520 |
2.500 |
2.504 |
+0.006 |
137 |
875 |
+55 |
Aug11 |
110210 |
2.500 |
2.500 |
2.483 |
2.483 |
+0.005 |
71 |
847 |
+43 |
Sep11 |
110210 |
2.395 |
2.396 |
2.395 |
2.396 |
-0.004 |
36 |
567 |
+16 |
Total Volume and Open Interest |
861 |
7,904 |
+163 |
WTI Crude Oil(ICE |
Mar11 |
110210 |
86.84 |
87.90 |
85.95 |
86.73 |
+0.02 |
96,359 |
88,725 |
-14,649 |
Apr11 |
110210 |
90.24 |
90.98 |
89.29 |
89.94 |
-0.16 |
88,253 |
77,753 |
+5,450 |
May11 |
110210 |
93.37 |
93.81 |
92.40 |
92.92 |
-0.27 |
46,721 |
57,231 |
+5,301 |
Jun11 |
110210 |
95.21 |
95.48 |
94.19 |
94.68 |
-0.45 |
32,749 |
62,683 |
+3,197 |
Jul11 |
110210 |
95.55 |
96.65 |
95.44 |
95.87 |
-0.53 |
8,914 |
21,872 |
+775 |
Aug11 |
110210 |
96.47 |
97.27 |
96.27 |
96.60 |
-0.59 |
4,578 |
17,227 |
+663 |
Sep11 |
110210 |
96.90 |
97.90 |
96.82 |
97.08 |
-0.64 |
4,628 |
22,011 |
+834 |
Oct11 |
110210 |
98.16 |
98.35 |
97.44 |
97.51 |
-0.69 |
2,722 |
15,888 |
+196 |
Nov11 |
110210 |
98.59 |
98.64 |
97.84 |
97.89 |
-0.72 |
1,416 |
10,943 |
-219 |
Dec11 |
110210 |
98.21 |
99.14 |
98.00 |
98.25 |
-0.73 |
20,872 |
90,249 |
+672 |
Jan12 |
110210 |
98.56 |
98.56 |
98.56 |
98.56 |
-0.73 |
1,164 |
9,410 |
-31 |
Feb12 |
110210 |
98.80 |
98.80 |
98.80 |
98.80 |
-0.73 |
227 |
1,546 |
+121 |
Mar12 |
110210 |
98.97 |
98.97 |
98.97 |
98.97 |
-0.73 |
220 |
3,995 |
-63 |
Apr12 |
110210 |
99.08 |
99.08 |
99.08 |
99.08 |
-0.72 |
250 |
1,570 |
+171 |
May12 |
110210 |
99.17 |
99.17 |
99.17 |
99.17 |
-0.71 |
108 |
959 |
+12 |
Jun12 |
110210 |
99.26 |
99.26 |
99.26 |
99.26 |
-0.70 |
1,407 |
22,640 |
-82 |
Total Volume and Open Interest |
317,358 |
586,704 |
+3,154 |
US Dollar Index(ICE) |
Mar11 |
110210 |
77.760 |
78.435 |
77.750 |
78.327 |
+0.607 |
22,374 |
44,417 |
+1,528 |
Jun11 |
110210 |
78.125 |
78.745 |
78.125 |
78.662 |
+0.607 |
72 |
1,162 |
+17 |
Sep11 |
110210 |
79.022 |
79.022 |
79.022 |
79.022 |
+0.607 |
0 |
4 |
+0 |
Total Volume and Open Interest |
22,446 |
45,584 |
+1,545 |
Australian Dollar(CME) |
Mar11 |
110210 |
100.75 |
101.02 |
99.71 |
100.02 |
-0.54 |
87,693 |
131,316 |
-3,036 |
Jun11 |
110210 |
99.51 |
99.65 |
98.65 |
98.88 |
-0.53 |
112 |
903 |
+30 |
Sep11 |
110210 |
97.64 |
98.16 |
97.64 |
97.64 |
-0.52 |
1 |
14 |
+1 |
Total Volume and Open Interest |
87,866 |
132,280 |
-3,054 |
British Pound(CME) |
Mar11 |
110210 |
160.93 |
161.36 |
160.01 |
160.88 |
-0.04 |
119,649 |
115,035 |
+4,369 |
Jun11 |
110210 |
160.55 |
161.15 |
160.00 |
160.70 |
-0.03 |
25 |
651 |
+8 |
Sep11 |
110210 |
160.40 |
160.43 |
160.40 |
160.40 |
-0.03 |
0 |
22 |
+0 |
Total Volume and Open Interest |
119,674 |
115,740 |
+4,377 |
Canadian Dollar(CME) |
Mar11 |
110210 |
100.55 |
100.57 |
100.06 |
100.37 |
-0.07 |
64,107 |
131,417 |
-3,906 |
Jun11 |
110210 |
100.23 |
100.25 |
99.87 |
100.16 |
-0.07 |
159 |
3,661 |
+86 |
Sep11 |
110210 |
99.97 |
99.97 |
99.88 |
99.88 |
-0.08 |
44 |
1,076 |
+22 |
Dec11 |
110210 |
99.52 |
99.70 |
99.52 |
99.60 |
-0.10 |
72 |
1,624 |
+31 |
Total Volume and Open Interest |
64,388 |
137,839 |
-3,765 |
Japanese Yen(CME) |
Mar11 |
110210 |
121.46 |
121.47 |
119.96 |
120.03 |
-1.39 |
128,629 |
113,366 |
-3,033 |
Jun11 |
110210 |
121.54 |
121.54 |
120.09 |
120.14 |
-1.38 |
485 |
1,469 |
+198 |
Sep11 |
110210 |
120.30 |
121.68 |
120.30 |
120.30 |
-1.38 |
0 |
28 |
+0 |
Total Volume and Open Interest |
129,114 |
114,870 |
-2,835 |
Swiss Franc(CME) |
Mar11 |
110210 |
104.39 |
104.43 |
103.09 |
103.15 |
-1.28 |
51,288 |
47,438 |
-295 |
Jun11 |
110210 |
104.36 |
104.52 |
103.24 |
103.24 |
-1.28 |
75 |
116 |
-11 |
Sep11 |
110210 |
103.36 |
104.64 |
103.36 |
103.36 |
-1.28 |
0 |
5 |
+0 |
Total Volume and Open Interest |
51,368 |
47,570 |
-306 |
EuroFX(CME) |
Mar11 |
110210 |
137.17 |
137.24 |
135.72 |
135.86 |
-1.32 |
356,255 |
200,735 |
+1,732 |
Jun11 |
110210 |
136.91 |
137.01 |
135.59 |
135.69 |
-1.32 |
969 |
4,557 |
+422 |
Sep11 |
110210 |
136.00 |
136.76 |
135.28 |
135.45 |
-1.31 |
4 |
40 |
-3 |
Total Volume and Open Interest |
357,228 |
205,692 |
+2,151 |
Mexican Peso(CME) |
Feb11 |
110210 |
828.8 |
828.8 |
828.2 |
828.8 |
+0.5 |
|
|
|
Mar11 |
110210 |
825.0 |
826.2 |
821.0 |
825.2 |
+0.5 |
31,385 |
150,290 |
+247 |
Total Volume and Open Interest |
31,551 |
152,097 |
+226 |
30-Year T-Bonds(CBOT) |
Mar11 |
110210 |
118~000 |
118~130 |
117~100 |
117~160 |
-0~260 |
420,593 |
578,553 |
+2,982 |
Jun11 |
110210 |
116~110 |
116~240 |
115~250 |
115~270 |
-0~260 |
10,987 |
13,476 |
+3,079 |
Sep11 |
110210 |
114~070 |
115~010 |
114~070 |
114~070 |
-0~260 |
4 |
1 |
-1 |
Total Volume and Open Interest |
431,584 |
592,030 |
+6,060 |
10-Year T-Notes(CBOT) |
Mar11 |
110210 |
118~130 |
118~225 |
118~005 |
118~040 |
-0~145 |
1,451,507 |
1,473,960 |
-4,637 |
Jun11 |
110210 |
116~245 |
117~030 |
116~140 |
116~150 |
-0~175 |
12,420 |
31,855 |
+3,554 |
Sep11 |
110210 |
115~080 |
115~255 |
115~080 |
115~080 |
-0~175 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,463,927 |
1,505,820 |
-1,083 |
5-Year T-Notes(CBOT) |
Mar11 |
110210 |
116~075 |
116~100 |
116~034 |
116~039 |
-0~050 |
730,459 |
1,287,586 |
+5,952 |
Jun11 |
110210 |
115~074 |
115~087 |
115~028 |
115~031 |
-0~054 |
10,688 |
31,274 |
+5,051 |
Sep11 |
110210 |
114~055 |
114~109 |
114~055 |
114~055 |
-0~054 |
|
|
|
Total Volume and Open Interest |
741,147 |
1,318,860 |
+11,003 |
2 Year T-Notes(CBOT) |
Mar11 |
110210 |
109~017 |
109~025 |
109~005 |
109~007 |
-0~012 |
355,453 |
878,946 |
+17,151 |
Jun11 |
110210 |
108~100 |
108~104 |
108~087 |
108~089 |
-0~013 |
2,880 |
5,239 |
+1,408 |
Sep11 |
110210 |
108~055 |
108~068 |
108~055 |
108~055 |
-0~013 |
|
|
|
Total Volume and Open Interest |
358,333 |
884,185 |
+18,559 |
Eurodollars(CME) |
Mar11 |
110210 |
99.665 |
99.670 |
99.665 |
99.670 |
unch |
180,040 |
1,128,556 |
-1,683 |
Jun11 |
110210 |
99.580 |
99.585 |
99.565 |
99.570 |
-0.010 |
259,801 |
1,170,954 |
+4,276 |
Sep11 |
110210 |
99.425 |
99.435 |
99.400 |
99.405 |
-0.025 |
501,111 |
1,170,709 |
+33,043 |
Dec11 |
110210 |
99.195 |
99.220 |
99.160 |
99.165 |
-0.040 |
446,952 |
1,100,801 |
+21,301 |
Mar12 |
110210 |
98.895 |
98.930 |
98.840 |
98.850 |
-0.060 |
448,413 |
1,054,466 |
+11,715 |
Jun12 |
110210 |
98.530 |
98.575 |
98.465 |
98.475 |
-0.080 |
408,705 |
705,536 |
+23,706 |
Sep12 |
110210 |
98.175 |
98.220 |
98.095 |
98.100 |
-0.100 |
333,622 |
540,120 |
-21,652 |
Dec12 |
110210 |
97.835 |
97.880 |
97.750 |
97.755 |
-0.105 |
272,194 |
393,177 |
+22,729 |
Mar13 |
110210 |
97.525 |
97.575 |
97.440 |
97.450 |
-0.100 |
188,172 |
259,896 |
+7,801 |
Jun13 |
110210 |
97.230 |
97.285 |
97.155 |
97.165 |
-0.095 |
120,236 |
199,862 |
+4,039 |
Sep13 |
110210 |
96.955 |
97.015 |
96.890 |
96.900 |
-0.085 |
104,050 |
198,897 |
+7,083 |
Dec13 |
110210 |
96.685 |
96.750 |
96.625 |
96.640 |
-0.075 |
88,573 |
173,068 |
+3,736 |
Mar14 |
110210 |
96.435 |
96.505 |
96.385 |
96.400 |
-0.070 |
33,426 |
129,665 |
+342 |
Jun14 |
110210 |
96.190 |
96.270 |
96.145 |
96.160 |
-0.070 |
32,065 |
107,885 |
-1,143 |
Sep14 |
110210 |
95.965 |
96.045 |
95.920 |
95.935 |
-0.075 |
29,381 |
64,966 |
+1,781 |
Dec14 |
110210 |
95.765 |
95.825 |
95.700 |
95.715 |
-0.075 |
29,127 |
77,323 |
+2,181 |
Mar15 |
110210 |
95.575 |
95.645 |
95.520 |
95.535 |
-0.075 |
18,210 |
57,825 |
+475 |
Jun15 |
110210 |
3.670 |
3.730 |
3.600 |
3.615 |
-0.075 |
15,890 |
38,870 |
+961 |
Total Volume and Open Interest |
3,552,990 |
8,805,133 |
+121,113 |
30 Day Federal Funds(CBOT) |
Feb11 |
110210 |
99.832 |
99.835 |
99.832 |
99.835 |
+0.003 |
2,545 |
80,094 |
+2,104 |
Mar11 |
110210 |
99.835 |
99.840 |
99.835 |
99.835 |
unch |
1,054 |
59,946 |
+432 |
Apr11 |
110210 |
99.850 |
99.850 |
99.845 |
99.845 |
unch |
1,893 |
53,093 |
+596 |
May11 |
110210 |
99.850 |
99.850 |
99.845 |
99.845 |
unch |
914 |
59,618 |
+300 |
Jun11 |
110210 |
99.845 |
99.845 |
99.840 |
99.840 |
unch |
2,506 |
41,865 |
-331 |
Jul11 |
110210 |
99.820 |
99.825 |
99.815 |
99.820 |
unch |
8,659 |
50,011 |
+1,181 |
Total Volume and Open Interest |
58,095 |
579,432 |
+8,623 |
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 |
110210 |
99.665 |
99.665 |
99.662 |
99.662 |
+0.002 |
500 |
4,161 |
+417 |
Jun11 |
110210 |
99.647 |
99.647 |
99.647 |
99.647 |
+0.005 |
50 |
200 |
+25 |
Sep11 |
110210 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.002 |
|
|
|
Dec11 |
110210 |
99.600 |
99.600 |
99.600 |
99.600 |
+0.002 |
0 |
75 |
+0 |
Mar12 |
110210 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Jun12 |
110210 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep12 |
110210 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Dec12 |
110210 |
99.480 |
99.480 |
99.480 |
99.480 |
unch |
|
|
|
Mar13 |
110210 |
99.480 |
99.480 |
99.480 |
99.480 |
unch |
|
|
|
Jun13 |
110210 |
99.435 |
99.435 |
99.435 |
99.435 |
unch |
|
|
|
Total Volume and Open Interest |
550 |
4,436 |
+442 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110210 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.00 |
1 |
5,203 |
-7 |
Jun11 |
110210 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
0 |
1,172 |
-50 |
Sep11 |
110210 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.00 |
0 |
786 |
+0 |
Dec11 |
110210 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.00 |
103 |
1,791 |
+0 |
Mar12 |
110210 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
405 |
+0 |
Jun12 |
110210 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
754 |
+0 |
Sep12 |
110210 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
310 |
+0 |
Dec12 |
110210 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
104 |
10,426 |
-57 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110210 |
138.71 |
138.98 |
138.62 |
138.98 |
+0.31 |
3,557 |
15,587 |
+48 |
Jun11 |
110210 |
138.15 |
138.15 |
138.15 |
138.15 |
+0.31 |
0 |
1 |
+0 |
Sep11 |
110210 |
135.72 |
135.72 |
135.72 |
135.72 |
+0.31 |
|
|
|
Total Volume and Open Interest |
3,557 |
15,588 |
+48 |
Euro-Bund(EUREX) |
Mar11 |
110210 |
122.61 |
122.98 |
122.29 |
122.42 |
+0.09 |
884,840 |
1,437,527 |
+7,155 |
Jun11 |
110210 |
121.20 |
121.53 |
120.94 |
121.03 |
+0.09 |
12,748 |
26,446 |
-6,109 |
Sep11 |
110210 |
120.67 |
120.67 |
120.67 |
120.67 |
+0.09 |
0 |
1 |
+0 |
Total Volume and Open Interest |
897,588 |
1,463,974 |
+1,046 |
Euro-Bobl(EUREX) |
Mar11 |
110210 |
116.48 |
116.77 |
116.35 |
116.43 |
+0.11 |
623,283 |
1,042,728 |
-19,948 |
Jun11 |
110210 |
115.18 |
115.18 |
115.00 |
115.00 |
+0.12 |
11,513 |
31,066 |
-2,390 |
Sep11 |
110210 |
114.36 |
114.36 |
114.36 |
114.36 |
+0.11 |
115 |
0 |
-115 |
Total Volume and Open Interest |
634,911 |
1,073,794 |
-22,453 |
3-Mth Euribor(EUREX) |
Mar11 |
110210 |
98.845 |
98.845 |
98.840 |
98.840 |
unch |
27 |
5,733 |
+0 |
Jun11 |
110210 |
98.570 |
98.570 |
98.570 |
98.570 |
+0.010 |
14 |
9,604 |
+2 |
Sep11 |
110210 |
98.310 |
98.310 |
98.310 |
98.310 |
+0.010 |
1 |
2,166 |
+0 |
Total Volume and Open Interest |
463 |
25,633 |
-109 |
Long Gilt(LIFFE) |
Mar11 |
110210 |
115~17 |
115~29 |
115~09 |
115~12 |
+0~01 |
76,662 |
246,715 |
-3,403 |
Jun11 |
110210 |
114~18 |
114~18 |
114~04 |
114~04 |
unch |
|
|
|
Total Volume and Open Interest |
76,662 |
246,715 |
-3,403 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110210 |
99.08 |
99.12 |
99.07 |
99.11 |
+0.04 |
70,673 |
325,628 |
+24,038 |
Jun11 |
110210 |
98.84 |
98.90 |
98.82 |
98.84 |
unch |
71,719 |
358,637 |
-1,215 |
Sep11 |
110210 |
98.59 |
98.65 |
98.55 |
98.57 |
-0.01 |
73,818 |
293,380 |
+12,862 |
Dec11 |
110210 |
98.31 |
98.36 |
98.24 |
98.26 |
-0.02 |
53,576 |
346,324 |
+7,122 |
Mar12 |
110210 |
97.97 |
98.05 |
97.92 |
97.94 |
-0.02 |
55,320 |
306,732 |
-1,675 |
Jun12 |
110210 |
97.66 |
97.72 |
97.60 |
97.62 |
-0.01 |
34,240 |
204,805 |
-4,674 |
Total Volume and Open Interest |
421,347 |
2,278,970 |
+44,261 |
3-Mth Euribor(LIFFE) |
Mar11 |
110210 |
98.840 |
98.855 |
98.835 |
98.840 |
unch |
115,614 |
613,110 |
-944 |
Jun11 |
110210 |
98.565 |
98.600 |
98.560 |
98.570 |
+0.010 |
156,538 |
621,081 |
-8,436 |
Sep11 |
110210 |
98.310 |
98.350 |
98.295 |
98.310 |
+0.010 |
169,761 |
548,053 |
+7,704 |
Total Volume and Open Interest |
1,109,980 |
3,652,452 |
+23,302 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110210 |
95.02 |
95.02 |
95.01 |
95.02 |
unch |
5,932 |
154,981 |
+59 |
Jun11 |
110210 |
94.87 |
94.91 |
94.87 |
94.90 |
+0.02 |
21,194 |
167,082 |
-1,958 |
Sep11 |
110210 |
94.71 |
94.75 |
94.70 |
94.75 |
+0.04 |
17,065 |
112,682 |
-341 |
Dec11 |
110210 |
94.55 |
94.61 |
94.55 |
94.60 |
+0.05 |
10,873 |
67,504 |
+844 |
Mar12 |
110210 |
94.41 |
94.47 |
94.41 |
94.47 |
+0.06 |
3,604 |
53,061 |
-86 |
Jun12 |
110210 |
94.32 |
94.38 |
94.32 |
94.37 |
+0.05 |
1,756 |
41,796 |
+770 |
Sep12 |
110210 |
94.25 |
94.30 |
94.24 |
94.30 |
+0.05 |
655 |
28,914 |
+134 |
Dec12 |
110210 |
94.19 |
94.26 |
94.19 |
94.23 |
+0.05 |
909 |
15,007 |
+408 |
Mar13 |
110210 |
94.14 |
94.20 |
94.13 |
94.20 |
+0.07 |
256 |
3,184 |
+106 |
Jun13 |
110210 |
94.16 |
94.16 |
94.14 |
94.15 |
+0.06 |
2 |
598 |
+2 |
Total Volume and Open Interest |
62,246 |
646,499 |
-62 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110210 |
94.24 |
94.29 |
94.23 |
94.28 |
+0.04 |
45,149 |
382,520 |
+11,063 |
Jun11 |
110210 |
94.28 |
94.28 |
94.28 |
94.28 |
+0.04 |
|
|
|
Total Volume and Open Interest |
45,149 |
382,520 |
+11,063 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110210 |
94.62 |
94.68 |
94.60 |
94.68 |
+0.05 |
160,933 |
574,733 |
+43,117 |
Jun11 |
110210 |
94.68 |
94.68 |
94.68 |
94.68 |
+0.05 |
|
|
|
Total Volume and Open Interest |
160,933 |
574,733 |
+43,117 |
Gold(CMX) |
Feb11 |
110210 |
1364.3 |
1364.5 |
1351.7 |
1361.9 |
-2.9 |
146 |
940 |
-208 |
Apr11 |
110210 |
1364.2 |
1366.8 |
1351.4 |
1362.5 |
-3.0 |
109,183 |
303,223 |
-6,241 |
Jun11 |
110210 |
1365.5 |
1367.3 |
1353.1 |
1363.9 |
-3.0 |
2,713 |
54,225 |
-352 |
Aug11 |
110210 |
1360.0 |
1369.9 |
1356.3 |
1365.6 |
-2.9 |
2,204 |
18,722 |
+386 |
Oct11 |
110210 |
1369.0 |
1369.5 |
1359.0 |
1367.1 |
-2.9 |
198 |
7,958 |
-2 |
Dec11 |
110210 |
1368.3 |
1373.0 |
1359.8 |
1368.9 |
-2.9 |
858 |
24,085 |
+5 |
Feb12 |
110210 |
1367.9 |
1371.1 |
1366.1 |
1371.1 |
-2.9 |
5 |
3,615 |
+5 |
Apr12 |
110210 |
1373.6 |
1373.6 |
1372.6 |
1373.6 |
-2.8 |
3 |
5,319 |
+1 |
Jun12 |
110210 |
1376.6 |
1376.6 |
1376.6 |
1376.6 |
-2.7 |
604 |
6,599 |
+0 |
Aug12 |
110210 |
1380.0 |
1380.0 |
1380.0 |
1380.0 |
-2.7 |
0 |
977 |
+0 |
Oct12 |
110210 |
1384.3 |
1384.3 |
1384.3 |
1384.3 |
-2.7 |
0 |
1,301 |
+0 |
Dec12 |
110210 |
1377.5 |
1390.0 |
1377.5 |
1389.2 |
-2.6 |
1,517 |
11,988 |
-1,302 |
Total Volume and Open Interest |
119,193 |
462,396 |
-7,383 |
Silver(CMX) |
Mar11 |
110210 |
3016.5 |
3027.5 |
2963.5 |
3009.4 |
-18.2 |
61,613 |
62,581 |
-2,200 |
May11 |
110210 |
3011.5 |
3029.0 |
2967.0 |
3011.9 |
-18.2 |
6,407 |
31,943 |
+1,599 |
Jul11 |
110210 |
3017.5 |
3029.0 |
2977.0 |
3013.7 |
-18.0 |
1,202 |
10,096 |
+62 |
Sep11 |
110210 |
3001.0 |
3028.0 |
3001.0 |
3013.5 |
-17.8 |
23 |
4,226 |
+1 |
Dec11 |
110210 |
3015.0 |
3027.5 |
2974.0 |
3013.9 |
-17.3 |
469 |
11,838 |
+68 |
Mar12 |
110210 |
3008.5 |
3019.5 |
3008.5 |
3012.6 |
-17.6 |
1 |
666 |
+0 |
May12 |
110210 |
3011.7 |
3011.7 |
3011.7 |
3011.7 |
-17.8 |
0 |
260 |
+0 |
Total Volume and Open Interest |
70,105 |
135,440 |
-357 |
Platinum(NYMEX) |
Apr11 |
110210 |
1859.4 |
1864.0 |
1825.2 |
1830.8 |
-28.6 |
4,891 |
41,401 |
-485 |
Jul11 |
110210 |
1864.0 |
1864.0 |
1830.7 |
1833.7 |
-28.4 |
73 |
1,832 |
+48 |
Oct11 |
110210 |
1833.3 |
1835.9 |
1833.3 |
1835.9 |
-28.4 |
30 |
122 |
+30 |
Jan12 |
110210 |
1837.9 |
1837.9 |
1837.9 |
1837.9 |
-28.4 |
0 |
10 |
+0 |
Total Volume and Open Interest |
4,994 |
43,403 |
-407 |
Palladium(NYMEX) |
Mar11 |
110210 |
831.55 |
834.10 |
815.50 |
820.90 |
-5.55 |
3,071 |
19,206 |
-809 |
Jun11 |
110210 |
829.60 |
829.60 |
818.00 |
822.40 |
-5.70 |
535 |
3,767 |
+320 |
Sep11 |
110210 |
818.60 |
823.40 |
818.60 |
823.40 |
-5.70 |
2 |
48 |
+2 |
Total Volume and Open Interest |
3,611 |
23,032 |
-487 |
Copper(CMX) |
Mar11 |
110210 |
452.90 |
455.85 |
449.05 |
454.35 |
+1.95 |
41,996 |
75,314 |
-10,760 |
May11 |
110210 |
453.55 |
456.70 |
450.00 |
455.35 |
+1.95 |
14,009 |
49,926 |
+5,437 |
Jul11 |
110210 |
453.65 |
456.00 |
451.00 |
455.70 |
+2.00 |
4,146 |
20,114 |
+3,084 |
Sep11 |
110210 |
450.55 |
455.40 |
449.90 |
455.40 |
+2.00 |
426 |
5,677 |
+71 |
Dec11 |
110210 |
453.90 |
454.05 |
449.25 |
453.80 |
+2.00 |
369 |
4,582 |
-301 |
Total Volume and Open Interest |
61,565 |
160,006 |
-2,257 |
DJIA Index(CBOT) |
Mar11 |
110210 |
12200 |
12216 |
12120 |
12194 |
-13 |
738 |
11,112 |
+353 |
Jun11 |
110210 |
12142 |
12142 |
12129 |
12129 |
-13 |
0 |
11 |
+0 |
Sep11 |
110210 |
12074 |
12087 |
12074 |
12074 |
-13 |
|
|
|
Dec11 |
110210 |
12019 |
12032 |
12019 |
12019 |
-13 |
0 |
1 |
+0 |
Total Volume and Open Interest |
738 |
11,124 |
+353 |
S & P 500(CME) |
Mar11 |
110210 |
1318.90 |
1320.20 |
1308.80 |
1318.80 |
-0.40 |
17,765 |
309,981 |
-1,511 |
Jun11 |
110210 |
1313.90 |
1314.80 |
1304.30 |
1313.90 |
-0.40 |
0 |
7,866 |
+0 |
Sep11 |
110210 |
1309.00 |
1309.90 |
1299.40 |
1309.00 |
-0.40 |
0 |
2,997 |
+0 |
Dec11 |
110210 |
1304.20 |
1305.10 |
1294.60 |
1304.20 |
-0.40 |
0 |
638 |
+0 |
Total Volume and Open Interest |
17,765 |
321,482 |
-1,511 |
S & P 500 E-Mini(Globex) |
Mar11 |
110210 |
1318.50 |
1320.50 |
1308.50 |
1318.75 |
-0.50 |
1,825,859 |
2,780,883 |
+25,899 |
Jun11 |
110210 |
1313.75 |
1315.75 |
1304.00 |
1314.00 |
-0.25 |
677 |
20,707 |
+127 |
Total Volume and Open Interest |
1,826,540 |
2,801,903 |
+26,030 |
NASDAQ 100(CME) |
Mar11 |
110210 |
2359.00 |
2365.00 |
2338.50 |
2361.80 |
-0.50 |
879 |
16,020 |
+230 |
Jun11 |
110210 |
2359.00 |
2362.00 |
2340.00 |
2359.00 |
-0.30 |
0 |
701 |
+0 |
Sep11 |
110210 |
2356.50 |
2356.50 |
2355.80 |
2356.50 |
-0.30 |
|
|
|
Total Volume and Open Interest |
879 |
16,721 |
+230 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110210 |
2357.00 |
2365.00 |
2338.30 |
2361.80 |
-0.50 |
198,569 |
344,833 |
-4,925 |
Jun11 |
110210 |
2348.50 |
2362.00 |
2336.00 |
2359.00 |
-0.30 |
273 |
805 |
-12 |
Total Volume and Open Interest |
198,842 |
345,645 |
-4,937 |
S & P Midcap 400(CME) |
Mar11 |
110210 |
958.80 |
961.00 |
948.50 |
958.80 |
+3.50 |
0 |
2,630 |
+0 |
Jun11 |
110210 |
956.20 |
956.20 |
955.70 |
956.20 |
+3.50 |
|
|
|
Sep11 |
110210 |
954.10 |
954.10 |
953.60 |
954.10 |
+3.50 |
|
|
|
Total Volume and Open Interest |
0 |
2,630 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110210 |
10635 |
10695 |
10555 |
10675 |
+45 |
7,847 |
43,948 |
-1,294 |
Jun11 |
110210 |
10550 |
10650 |
10550 |
10650 |
+45 |
0 |
153 |
+0 |
Total Volume and Open Interest |
7,847 |
44,101 |
-1,294 |
Nikkei 225(SGX) |
Mar11 |
110210 |
10615 |
10630 |
10565 |
10610 |
-5 |
107,176 |
250,630 |
+5,971 |
Jun11 |
110210 |
10525 |
10545 |
10505 |
10535 |
-5 |
352 |
4,531 |
+24 |
Sep11 |
110210 |
10540 |
10540 |
10540 |
10540 |
unch |
0 |
400 |
+0 |
Total Volume and Open Interest |
112,773 |
261,782 |
-3,290 |
CAC 40(EURONEXT) |
Feb11 |
110210 |
4096.0 |
4108.5 |
4041.5 |
4094.5 |
+2.0 |
106,007 |
336,430 |
-5,258 |
Mar11 |
110210 |
4093.0 |
4108.0 |
4045.0 |
4097.0 |
+2.5 |
632 |
72,752 |
+209 |
Apr11 |
110210 |
4100.0 |
4100.0 |
4100.0 |
4100.0 |
+3.0 |
0 |
8 |
+0 |
Total Volume and Open Interest |
106,639 |
409,240 |
-5,049 |
Hang Seng Index(HKFE) |
Feb11 |
110210 |
23069 |
23073 |
22632 |
22718 |
-355 |
86,961 |
87,810 |
+507 |
Mar11 |
110210 |
23005 |
23005 |
22570 |
22649 |
-362 |
1,370 |
10,794 |
+442 |
Total Volume and Open Interest |
88,575 |
100,938 |
+1,062 |
DAX(EUREX) |
Mar11 |
110210 |
7336.0 |
7360.0 |
7275.0 |
7341.0 |
+20.0 |
116,642 |
262,702 |
+12,572 |
Jun11 |
110210 |
7351.0 |
7380.5 |
7300.0 |
7363.0 |
+20.0 |
517 |
13,415 |
+394 |
Sep11 |
110210 |
7348.5 |
7393.0 |
7323.5 |
7386.5 |
+21.5 |
66 |
740 |
+92 |
Total Volume and Open Interest |
117,225 |
276,857 |
+13,058 |
FT-SE 100(EURONEXT) |
Mar11 |
110210 |
6042.00 |
6049.50 |
5966.00 |
6004.00 |
-28.50 |
81,920 |
658,619 |
+4,078 |
Jun11 |
110210 |
5941.00 |
5962.00 |
5930.00 |
5961.00 |
-28.50 |
141 |
8,107 |
+0 |
Sep11 |
110210 |
5927.50 |
5930.50 |
5905.00 |
5930.50 |
-28.00 |
0 |
264 |
+0 |
Total Volume and Open Interest |
82,086 |
667,135 |
+4,103 |
SPI 200(SFE) |
Mar11 |
110210 |
4870.0 |
4890.0 |
4856.0 |
4888.0 |
+13.0 |
28,071 |
180,774 |
-2,575 |
Jun11 |
110210 |
4904.0 |
4912.0 |
4900.0 |
4912.0 |
+11.0 |
21 |
3,414 |
+4 |
Sep11 |
110210 |
4903.0 |
4903.0 |
4903.0 |
4903.0 |
+11.0 |
0 |
1,847 |
+0 |
Total Volume and Open Interest |
28,210 |
188,441 |
-2,467 |
GSCI(CME) |
Feb11 |
110210 |
646.25 |
646.25 |
646.25 |
646.25 |
-2.75 |
3,174 |
7,397 |
-3,068 |
Mar11 |
110210 |
1.14 |
1.14 |
1.14 |
1.14 |
-3.25 |
3,069 |
7,715 |
+3,003 |
Apr11 |
110210 |
10.39 |
10.39 |
10.39 |
10.39 |
-3.25 |
|
|
|
Total Volume and Open Interest |
6,243 |
15,112 |
-65 |
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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