|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue February 15, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110215 |
1403.00 |
1409.25 |
1364.75 |
1368.00 |
-34.75 |
119,509 |
162,065 |
-10,899 |
May11 |
110215 |
1416.00 |
1422.00 |
1378.00 |
1381.25 |
-34.75 |
71,778 |
207,414 |
+13,964 |
Jul11 |
110215 |
1423.50 |
1429.50 |
1385.25 |
1388.50 |
-35.00 |
33,229 |
117,321 |
-279 |
Aug11 |
110215 |
1409.00 |
1409.00 |
1367.25 |
1370.50 |
-33.50 |
1,160 |
6,325 |
+20 |
Sep11 |
110215 |
1384.50 |
1384.50 |
1346.50 |
1350.00 |
-33.00 |
1,080 |
4,799 |
+43 |
Nov11 |
110215 |
1363.75 |
1374.75 |
1326.00 |
1332.75 |
-32.75 |
27,934 |
159,118 |
-3,977 |
Jan12 |
110215 |
1368.00 |
1375.50 |
1330.25 |
1336.00 |
-32.75 |
512 |
17,429 |
+145 |
Total Volume and Open Interest |
256,101 |
700,840 |
-990 |
Soybean Meal(CBOT) |
Mar11 |
110215 |
375.40 |
376.30 |
366.00 |
366.60 |
-8.90 |
28,614 |
62,589 |
-5,863 |
May11 |
110215 |
379.30 |
380.10 |
369.80 |
370.50 |
-8.90 |
15,234 |
62,910 |
+3,520 |
Jul11 |
110215 |
379.50 |
380.60 |
370.70 |
371.30 |
-9.00 |
6,830 |
40,263 |
-206 |
Aug11 |
110215 |
373.50 |
374.50 |
365.00 |
365.50 |
-9.00 |
1,103 |
9,422 |
+200 |
Sep11 |
110215 |
367.00 |
367.00 |
358.40 |
358.70 |
-9.00 |
1,271 |
7,781 |
-94 |
Oct11 |
110215 |
359.00 |
359.00 |
348.10 |
349.30 |
-9.50 |
560 |
8,426 |
+10 |
Dec11 |
110215 |
356.20 |
357.10 |
346.10 |
347.90 |
-8.90 |
2,688 |
23,512 |
+398 |
Jan12 |
110215 |
356.50 |
356.50 |
347.60 |
347.60 |
-8.90 |
27 |
3,313 |
+2 |
Total Volume and Open Interest |
56,393 |
224,223 |
-2,042 |
Soybean Oil(CBOT) |
Mar11 |
110215 |
57.70 |
58.07 |
56.09 |
56.54 |
-1.15 |
57,179 |
106,448 |
-7,316 |
May11 |
110215 |
58.29 |
58.65 |
56.67 |
57.13 |
-1.15 |
34,594 |
138,854 |
+1,393 |
Jul11 |
110215 |
58.80 |
59.20 |
57.24 |
57.67 |
-1.15 |
15,156 |
79,300 |
+672 |
Aug11 |
110215 |
59.32 |
59.32 |
57.42 |
57.84 |
-1.15 |
852 |
9,032 |
-54 |
Sep11 |
110215 |
58.80 |
59.09 |
57.48 |
57.94 |
-1.15 |
1,123 |
10,254 |
-315 |
Oct11 |
110215 |
59.28 |
59.33 |
57.46 |
57.88 |
-1.16 |
544 |
11,784 |
+24 |
Dec11 |
110215 |
59.09 |
59.48 |
57.57 |
58.03 |
-1.15 |
3,767 |
42,049 |
+1,208 |
Jan12 |
110215 |
58.08 |
59.23 |
58.08 |
58.08 |
-1.15 |
21 |
925 |
+7 |
Total Volume and Open Interest |
113,247 |
402,317 |
-4,391 |
Canola(WCE) |
Mar11 |
110215 |
590.5 |
590.5 |
571.5 |
573.4 |
-13.4 |
16,423 |
52,186 |
-13,293 |
May11 |
110215 |
593.5 |
593.5 |
580.4 |
581.7 |
-13.6 |
10,875 |
71,652 |
+5,159 |
Jul11 |
110215 |
600.1 |
600.1 |
588.0 |
589.3 |
-13.2 |
3,467 |
19,853 |
+1,062 |
Nov11 |
110215 |
579.0 |
579.0 |
563.1 |
564.4 |
-13.2 |
2,971 |
61,772 |
+1,591 |
Jan12 |
110215 |
573.7 |
575.0 |
569.5 |
570.1 |
-12.4 |
282 |
3,680 |
+0 |
Total Volume and Open Interest |
34,026 |
211,491 |
-5,481 |
Corn(CBOT) |
Mar11 |
110215 |
697.00 |
699.75 |
680.25 |
690.50 |
-5.25 |
156,566 |
343,594 |
-25,504 |
May11 |
110215 |
707.50 |
710.25 |
690.75 |
701.00 |
-5.50 |
94,034 |
545,037 |
+19,810 |
Jul11 |
110215 |
712.00 |
715.00 |
694.00 |
704.25 |
-7.00 |
52,556 |
325,448 |
+9,445 |
Sep11 |
110215 |
652.00 |
655.25 |
631.50 |
640.50 |
-11.75 |
6,314 |
63,866 |
+846 |
Dec11 |
110215 |
607.50 |
612.75 |
586.25 |
591.50 |
-16.00 |
34,856 |
352,496 |
-1,377 |
Mar12 |
110215 |
616.00 |
621.00 |
595.25 |
600.25 |
-16.25 |
1,013 |
42,166 |
+225 |
Total Volume and Open Interest |
346,882 |
1,725,099 |
+3,692 |
Wheat(CBOT) |
Mar11 |
110215 |
873.00 |
874.00 |
830.50 |
840.25 |
-31.75 |
51,283 |
125,965 |
-2,453 |
May11 |
110215 |
904.00 |
905.00 |
863.00 |
872.25 |
-31.75 |
35,444 |
161,732 |
+7,262 |
Jul11 |
110215 |
930.75 |
932.00 |
890.25 |
900.00 |
-31.00 |
19,337 |
127,533 |
+2,421 |
Sep11 |
110215 |
951.50 |
951.75 |
918.25 |
924.75 |
-31.00 |
2,720 |
33,545 |
+707 |
Dec11 |
110215 |
966.00 |
966.00 |
927.25 |
937.75 |
-30.00 |
6,210 |
87,926 |
+501 |
Total Volume and Open Interest |
116,948 |
559,997 |
+9,133 |
Wheat(KCBT) |
Mar11 |
110215 |
978.50 |
979.00 |
935.75 |
943.50 |
-33.50 |
12,718 |
46,697 |
-1,120 |
May11 |
110215 |
988.50 |
988.50 |
946.50 |
954.25 |
-33.75 |
8,281 |
70,116 |
+681 |
Jul11 |
110215 |
996.00 |
996.00 |
955.50 |
963.50 |
-32.75 |
5,421 |
59,561 |
+486 |
Sep11 |
110215 |
1005.75 |
1005.75 |
965.50 |
974.00 |
-31.75 |
741 |
15,698 |
-48 |
Dec11 |
110215 |
1013.00 |
1013.50 |
976.50 |
985.25 |
-31.25 |
1,094 |
15,987 |
+73 |
Total Volume and Open Interest |
28,528 |
211,836 |
+174 |
Wheat(MGE) |
Mar11 |
110215 |
1014.50 |
1016.50 |
970.25 |
975.50 |
-37.50 |
3,674 |
13,491 |
-475 |
May11 |
110215 |
1024.25 |
1024.75 |
982.50 |
986.50 |
-37.50 |
2,861 |
19,226 |
+374 |
Jul11 |
110215 |
1030.00 |
1030.50 |
988.75 |
994.25 |
-35.75 |
1,055 |
12,113 |
+151 |
Sep11 |
110215 |
1026.00 |
1026.75 |
987.50 |
994.00 |
-32.75 |
973 |
12,734 |
+312 |
Dec11 |
110215 |
1034.50 |
1034.50 |
990.25 |
998.00 |
-32.25 |
596 |
9,781 |
+24 |
Total Volume and Open Interest |
9,374 |
69,510 |
+422 |
Oats(CBOT) |
Mar11 |
110215 |
412.25 |
416.50 |
402.50 |
405.50 |
-6.50 |
581 |
5,580 |
+46 |
May11 |
110215 |
420.50 |
423.50 |
410.25 |
413.00 |
-6.00 |
285 |
6,198 |
+107 |
Jul11 |
110215 |
419.50 |
423.00 |
416.00 |
418.50 |
-1.50 |
20 |
751 |
+0 |
Sep11 |
110215 |
393.00 |
395.00 |
391.00 |
391.00 |
-4.00 |
10 |
288 |
+5 |
Total Volume and Open Interest |
919 |
14,533 |
+155 |
Rough Rice(CBOT) |
Mar11 |
110215 |
15.72 |
15.73 |
15.23 |
15.23 |
-0.50 |
1,491 |
11,604 |
+17 |
May11 |
110215 |
16.05 |
16.05 |
15.55 |
15.55 |
-0.50 |
941 |
8,553 |
+146 |
Jul11 |
110215 |
16.33 |
16.33 |
15.83 |
15.83 |
-0.50 |
242 |
3,139 |
+97 |
Sep11 |
110215 |
16.28 |
16.28 |
15.82 |
15.91 |
-0.40 |
92 |
2,087 |
+14 |
Total Volume and Open Interest |
2,799 |
26,014 |
+275 |
Live Cattle(CME) |
Feb11 |
110215 |
109.180 |
109.750 |
108.730 |
109.050 |
-0.150 |
5,120 |
13,240 |
-890 |
Apr11 |
110215 |
113.885 |
114.600 |
113.285 |
113.785 |
-0.100 |
16,803 |
168,950 |
+2,061 |
Jun11 |
110215 |
114.350 |
115.150 |
113.900 |
114.400 |
-0.200 |
5,001 |
87,856 |
+95 |
Aug11 |
110215 |
116.400 |
116.950 |
115.680 |
116.135 |
-0.500 |
2,932 |
31,683 |
+829 |
Oct11 |
110215 |
118.980 |
119.650 |
118.385 |
118.650 |
-0.635 |
1,612 |
24,277 |
+532 |
Dec11 |
110215 |
119.500 |
119.900 |
118.680 |
119.080 |
-0.600 |
750 |
19,420 |
+129 |
Total Volume and Open Interest |
33,106 |
351,487 |
+3,030 |
Feeder Cattle(CME) |
Mar11 |
110215 |
128.550 |
129.500 |
128.100 |
128.535 |
+0.155 |
3,419 |
15,982 |
-403 |
Apr11 |
110215 |
129.880 |
131.130 |
129.600 |
129.900 |
+0.020 |
1,363 |
8,975 |
+304 |
May11 |
110215 |
130.000 |
131.700 |
130.000 |
130.985 |
+0.410 |
1,634 |
10,729 |
+447 |
Aug11 |
110215 |
130.800 |
132.235 |
130.800 |
131.285 |
+0.335 |
1,111 |
11,248 |
+512 |
Sep11 |
110215 |
130.750 |
131.750 |
130.500 |
131.000 |
+0.300 |
191 |
1,666 |
+103 |
Oct11 |
110215 |
130.850 |
131.785 |
130.300 |
130.700 |
-0.050 |
106 |
804 |
+72 |
Nov11 |
110215 |
130.500 |
131.300 |
130.150 |
130.700 |
+0.200 |
55 |
419 |
+34 |
Total Volume and Open Interest |
7,889 |
49,843 |
+1,078 |
Lean Hogs(CME) |
Apr11 |
110215 |
92.500 |
93.350 |
92.080 |
92.550 |
+0.100 |
15,874 |
104,009 |
+581 |
May11 |
110215 |
100.800 |
100.800 |
99.650 |
100.480 |
+0.180 |
80 |
2,828 |
+27 |
Jun11 |
110215 |
102.035 |
103.135 |
101.730 |
102.350 |
+0.270 |
3,898 |
61,959 |
+31 |
Jul11 |
110215 |
101.200 |
102.100 |
100.800 |
101.385 |
-0.015 |
1,705 |
22,931 |
-25 |
Aug11 |
110215 |
100.300 |
101.000 |
99.600 |
100.050 |
-0.735 |
2,101 |
18,916 |
+418 |
Oct11 |
110215 |
89.200 |
89.830 |
88.550 |
89.285 |
-0.295 |
1,121 |
16,839 |
+186 |
Dec11 |
110215 |
85.200 |
85.500 |
84.300 |
84.900 |
-0.500 |
337 |
8,175 |
+99 |
Feb12 |
110215 |
85.900 |
86.000 |
84.900 |
85.100 |
-0.650 |
86 |
2,083 |
+17 |
Total Volume and Open Interest |
25,259 |
238,846 |
-8,114 |
Class III Milk(CME) |
Feb11 |
110215 |
17.00 |
17.00 |
16.95 |
16.96 |
unch |
22 |
5,052 |
+108 |
Mar11 |
110215 |
18.72 |
18.81 |
18.62 |
18.77 |
+0.04 |
268 |
6,012 |
+104 |
Apr11 |
110215 |
18.56 |
18.67 |
18.55 |
18.65 |
-0.02 |
523 |
5,312 |
+49 |
May11 |
110215 |
18.22 |
18.30 |
18.21 |
18.23 |
-0.07 |
346 |
4,510 |
+76 |
Jun11 |
110215 |
17.86 |
17.92 |
17.80 |
17.88 |
-0.04 |
226 |
3,596 |
-49 |
Total Volume and Open Interest |
2,012 |
38,108 |
+602 |
Cocoa(ICE) |
Mar11 |
110215 |
3425 |
3446 |
3380 |
3410 |
+10 |
466 |
987 |
-1,045 |
May11 |
110215 |
3406 |
3434 |
3346 |
3368 |
-38 |
5,678 |
72,401 |
+181 |
Jul11 |
110215 |
3381 |
3400 |
3330 |
3349 |
-31 |
870 |
22,300 |
-75 |
Sep11 |
110215 |
3375 |
3383 |
3314 |
3330 |
-31 |
290 |
11,997 |
+8 |
Dec11 |
110215 |
3315 |
3340 |
3279 |
3296 |
-25 |
451 |
15,295 |
+109 |
Mar12 |
110215 |
3345 |
3370 |
3310 |
3327 |
-27 |
281 |
23,711 |
+157 |
May12 |
110215 |
3325 |
3325 |
3325 |
3325 |
-23 |
0 |
4,747 |
+0 |
Total Volume and Open Interest |
8,036 |
154,829 |
-665 |
Coffee "C"(ICE) |
Mar11 |
110215 |
259.10 |
263.65 |
255.70 |
258.05 |
-0.60 |
12,242 |
12,536 |
-5,475 |
May11 |
110215 |
261.70 |
266.75 |
258.70 |
261.10 |
-0.60 |
14,094 |
77,769 |
+4,326 |
Jul11 |
110215 |
263.50 |
268.25 |
260.15 |
262.70 |
-0.60 |
1,581 |
18,074 |
+178 |
Sep11 |
110215 |
263.05 |
268.20 |
260.30 |
262.85 |
-0.20 |
661 |
7,228 |
+183 |
Dec11 |
110215 |
260.95 |
266.15 |
258.40 |
260.90 |
-0.05 |
1,138 |
11,137 |
+202 |
Mar12 |
110215 |
258.90 |
262.55 |
256.15 |
258.10 |
+0.20 |
101 |
1,824 |
+20 |
Total Volume and Open Interest |
29,889 |
129,459 |
-556 |
Orange Juice(ICE) |
Mar11 |
110215 |
168.35 |
168.75 |
167.05 |
167.35 |
-0.95 |
1,758 |
11,329 |
-914 |
May11 |
110215 |
166.65 |
166.80 |
165.60 |
166.30 |
-0.35 |
1,578 |
15,070 |
+895 |
Jul11 |
110215 |
165.50 |
165.65 |
165.05 |
165.30 |
-0.40 |
21 |
2,706 |
-12 |
Sep11 |
110215 |
164.90 |
165.10 |
164.90 |
165.00 |
-0.30 |
161 |
561 |
+28 |
Nov11 |
110215 |
162.25 |
162.60 |
162.25 |
162.60 |
-0.05 |
1 |
675 |
+1 |
Jan12 |
110215 |
161.55 |
161.55 |
161.55 |
161.55 |
-0.30 |
0 |
8 |
+0 |
Total Volume and Open Interest |
3,519 |
30,371 |
-2 |
Sugar #11(ICE) |
Mar11 |
110215 |
30.80 |
31.10 |
30.20 |
30.82 |
-0.09 |
74,846 |
140,411 |
-6,878 |
May11 |
110215 |
28.76 |
28.78 |
27.85 |
28.21 |
-0.57 |
64,278 |
196,799 |
+8,360 |
Jul11 |
110215 |
26.81 |
26.81 |
25.80 |
26.13 |
-0.58 |
27,928 |
168,206 |
+2,183 |
Oct11 |
110215 |
24.98 |
25.05 |
24.25 |
24.56 |
-0.42 |
7,701 |
73,839 |
+595 |
Mar12 |
110215 |
24.10 |
24.20 |
23.59 |
23.79 |
-0.36 |
3,355 |
52,588 |
-111 |
Total Volume and Open Interest |
178,861 |
686,426 |
+4,212 |
London Cocoa(LCE) |
Mar11 |
110215 |
2240 |
2247 |
2194 |
2208 |
-31 |
3,242 |
43,131 |
-846 |
May11 |
110215 |
2211 |
2219 |
2175 |
2191 |
-19 |
4,106 |
39,269 |
+1,003 |
Jul11 |
110215 |
2187 |
2191 |
2146 |
2164 |
-22 |
1,031 |
29,756 |
-76 |
Sep11 |
110215 |
2162 |
2171 |
2134 |
2140 |
-22 |
178 |
21,745 |
+92 |
Dec11 |
110215 |
2138 |
2141 |
2104 |
2114 |
-21 |
131 |
28,888 |
-22 |
Mar12 |
110215 |
2125 |
2125 |
2107 |
2111 |
-23 |
834 |
22,894 |
-468 |
May12 |
110215 |
2120 |
2120 |
2118 |
2118 |
-23 |
260 |
4,367 |
+185 |
Total Volume and Open Interest |
9,782 |
198,019 |
-132 |
London Sugar(LCE) |
May11 |
110215 |
735.50 |
740.60 |
725.00 |
725.30 |
-25.20 |
4,274 |
22,628 |
-280 |
Aug11 |
110215 |
702.20 |
707.30 |
691.60 |
692.60 |
-23.60 |
692 |
11,513 |
+163 |
Oct11 |
110215 |
650.10 |
653.10 |
644.10 |
644.10 |
-18.00 |
40 |
3,234 |
+12 |
Dec11 |
110215 |
636.60 |
640.90 |
627.90 |
628.00 |
-14.10 |
3 |
1,153 |
+0 |
Mar12 |
110215 |
633.70 |
633.70 |
622.70 |
622.70 |
-9.20 |
15 |
851 |
+1 |
Total Volume and Open Interest |
5,044 |
39,607 |
-86 |
Cotton(ICE) |
Mar11 |
110215 |
186.00 |
191.75 |
185.92 |
190.02 |
+3.97 |
19,074 |
31,333 |
-8,321 |
May11 |
110215 |
182.99 |
189.34 |
182.99 |
187.93 |
+4.87 |
14,306 |
64,106 |
+5,406 |
Jul11 |
110215 |
176.50 |
181.00 |
176.50 |
179.56 |
+3.02 |
4,409 |
37,176 |
+401 |
Oct11 |
110215 |
149.00 |
149.00 |
145.47 |
145.47 |
+2.55 |
35 |
270 |
+18 |
Dec11 |
110215 |
123.50 |
127.25 |
123.40 |
124.76 |
+2.08 |
7,135 |
58,363 |
+1,699 |
Mar12 |
110215 |
116.50 |
120.00 |
116.30 |
118.31 |
+2.15 |
375 |
3,670 |
-125 |
Total Volume and Open Interest |
46,069 |
198,388 |
-640 |
Lumber(CME) |
Mar11 |
110215 |
308.8 |
318.0 |
308.2 |
315.3 |
+7.3 |
406 |
3,271 |
-170 |
May11 |
110215 |
323.3 |
336.8 |
323.3 |
332.5 |
+5.7 |
350 |
5,222 |
+74 |
Jul11 |
110215 |
328.3 |
338.4 |
326.9 |
333.9 |
+5.4 |
76 |
1,841 |
+0 |
Sep11 |
110215 |
327.1 |
334.0 |
327.1 |
333.8 |
+6.8 |
3 |
234 |
-2 |
Total Volume and Open Interest |
835 |
10,571 |
-98 |
Crude Oil(NYM) |
Mar11 |
110215 |
84.84 |
85.97 |
83.85 |
84.32 |
-0.49 |
319,329 |
171,051 |
-19,848 |
Apr11 |
110215 |
88.70 |
89.57 |
87.10 |
87.57 |
-1.16 |
218,628 |
255,591 |
+11,890 |
May11 |
110215 |
92.32 |
93.02 |
90.44 |
90.86 |
-1.40 |
112,551 |
166,341 |
+3,481 |
Jun11 |
110215 |
94.47 |
94.90 |
92.21 |
92.68 |
-1.56 |
77,197 |
123,435 |
+3,878 |
Jul11 |
110215 |
95.98 |
96.12 |
93.46 |
93.96 |
-1.62 |
23,936 |
69,050 |
-846 |
Aug11 |
110215 |
96.92 |
96.92 |
94.40 |
94.78 |
-1.63 |
12,991 |
48,412 |
+79 |
Sep11 |
110215 |
97.47 |
97.47 |
94.91 |
95.34 |
-1.62 |
12,548 |
44,368 |
+1,226 |
Oct11 |
110215 |
97.90 |
97.90 |
95.35 |
95.80 |
-1.62 |
7,844 |
32,190 |
+798 |
Nov11 |
110215 |
98.36 |
98.36 |
96.22 |
96.22 |
-1.63 |
5,536 |
31,044 |
+1,301 |
Dec11 |
110215 |
98.49 |
98.77 |
96.13 |
96.60 |
-1.64 |
50,818 |
170,779 |
-1,127 |
Jan12 |
110215 |
98.81 |
98.81 |
96.75 |
96.93 |
-1.66 |
2,751 |
29,459 |
+741 |
Feb12 |
110215 |
98.34 |
98.55 |
96.78 |
97.18 |
-1.68 |
2,520 |
12,675 |
+83 |
Mar12 |
110215 |
98.73 |
98.73 |
97.16 |
97.38 |
-1.68 |
2,407 |
17,761 |
+417 |
Apr12 |
110215 |
97.83 |
97.83 |
97.53 |
97.53 |
-1.67 |
1,827 |
8,006 |
-200 |
May12 |
110215 |
97.80 |
97.80 |
97.68 |
97.68 |
-1.66 |
1,858 |
8,630 |
+20 |
Jun12 |
110215 |
99.16 |
99.58 |
97.84 |
97.84 |
-1.64 |
5,819 |
54,575 |
+781 |
Total Volume and Open Interest |
897,007 |
1,567,738 |
+4,822 |
e-miNY Crude Oil(NYM) |
Feb11 |
110119 |
91.225 |
92.100 |
90.500 |
90.850 |
-0.525 |
6,388 |
2,249 |
-394 |
Mar11 |
110215 |
84.875 |
85.950 |
83.875 |
84.325 |
-0.475 |
9,432 |
10,016 |
-288 |
Apr11 |
110215 |
88.950 |
89.575 |
87.125 |
87.575 |
-1.150 |
1,722 |
3,395 |
-72 |
May11 |
110215 |
92.475 |
92.975 |
90.425 |
90.850 |
-1.400 |
194 |
1,340 |
+110 |
Jun11 |
110215 |
94.350 |
94.400 |
92.300 |
92.675 |
-1.575 |
24 |
103 |
+8 |
Jul11 |
110215 |
95.800 |
95.800 |
93.950 |
93.950 |
-1.625 |
6 |
22 |
+3 |
Aug11 |
110215 |
94.775 |
94.775 |
94.775 |
94.775 |
-1.625 |
2 |
12 |
+1 |
Sep11 |
110215 |
97.200 |
97.200 |
95.350 |
95.350 |
-1.600 |
1 |
10 |
+1 |
Oct11 |
110215 |
95.800 |
95.800 |
95.800 |
95.800 |
-1.625 |
4 |
45 |
+2 |
Nov11 |
110215 |
96.225 |
96.225 |
96.225 |
96.225 |
-1.625 |
2 |
3 |
+0 |
Total Volume and Open Interest |
11,387 |
15,263 |
-235 |
Heating Oil(NYM) |
Mar11 |
110215 |
274.38 |
277.16 |
271.43 |
272.90 |
-2.14 |
42,327 |
71,444 |
+16 |
Apr11 |
110215 |
275.38 |
277.57 |
271.83 |
273.24 |
-2.27 |
21,528 |
66,195 |
+2,863 |
May11 |
110215 |
275.69 |
278.07 |
272.44 |
273.83 |
-2.40 |
10,707 |
38,176 |
+1,490 |
Jun11 |
110215 |
276.82 |
278.73 |
273.20 |
274.64 |
-2.44 |
14,080 |
41,095 |
+802 |
Jul11 |
110215 |
277.42 |
279.58 |
274.75 |
275.86 |
-2.44 |
3,040 |
17,716 |
+208 |
Aug11 |
110215 |
279.67 |
281.37 |
276.00 |
277.20 |
-2.47 |
1,846 |
12,333 |
-190 |
Sep11 |
110215 |
282.10 |
282.10 |
277.75 |
278.93 |
-2.52 |
789 |
12,763 |
-20 |
Oct11 |
110215 |
283.38 |
283.38 |
279.35 |
280.82 |
-2.52 |
371 |
5,913 |
-74 |
Nov11 |
110215 |
285.55 |
286.55 |
281.92 |
282.91 |
-2.54 |
431 |
6,444 |
+172 |
Dec11 |
110215 |
287.11 |
288.87 |
283.48 |
284.79 |
-2.54 |
3,303 |
25,877 |
+595 |
Jan12 |
110215 |
288.50 |
288.50 |
285.45 |
286.42 |
-2.50 |
329 |
6,576 |
+2 |
Feb12 |
110215 |
286.58 |
287.14 |
286.58 |
287.14 |
-2.57 |
25 |
1,393 |
+25 |
Total Volume and Open Interest |
98,809 |
316,911 |
+5,910 |
Gasoline(NYMEX) |
Mar11 |
110215 |
251.61 |
253.42 |
246.20 |
248.88 |
-2.86 |
40,005 |
56,234 |
-4,223 |
Apr11 |
110215 |
266.05 |
267.40 |
260.19 |
262.36 |
-3.41 |
28,257 |
61,870 |
+5,455 |
May11 |
110215 |
267.74 |
268.90 |
261.97 |
264.12 |
-3.36 |
10,970 |
47,137 |
+1,788 |
Jun11 |
110215 |
269.24 |
269.41 |
262.80 |
264.97 |
-3.37 |
7,641 |
32,036 |
+1,306 |
Jul11 |
110215 |
268.86 |
269.29 |
263.51 |
265.07 |
-3.38 |
3,483 |
17,050 |
+552 |
Aug11 |
110215 |
267.57 |
268.64 |
263.07 |
264.52 |
-3.29 |
1,066 |
10,189 |
+33 |
Sep11 |
110215 |
265.02 |
266.00 |
261.81 |
263.07 |
-3.19 |
1,506 |
6,705 |
-166 |
Oct11 |
110215 |
256.06 |
256.20 |
252.79 |
252.79 |
-3.19 |
696 |
4,449 |
+97 |
Nov11 |
110215 |
254.45 |
254.45 |
251.10 |
251.10 |
-3.21 |
672 |
2,825 |
+110 |
Dec11 |
110215 |
253.60 |
253.66 |
249.77 |
250.46 |
-3.16 |
1,443 |
21,336 |
+114 |
Total Volume and Open Interest |
96,043 |
274,429 |
+5,066 |
e-miNY RBOB Gasoline(NYM) |
Mar11 |
110215 |
248.90 |
248.90 |
248.88 |
248.90 |
-2.80 |
0 |
5 |
+0 |
Apr11 |
110215 |
262.40 |
262.40 |
262.36 |
262.40 |
-3.40 |
0 |
1 |
+0 |
May11 |
110215 |
264.10 |
264.12 |
264.10 |
264.10 |
-3.40 |
0 |
1 |
+0 |
Jun11 |
110215 |
265.00 |
265.00 |
264.97 |
265.00 |
-3.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
11 |
+0 |
Natural Gas(NYM) |
Mar11 |
110215 |
3.941 |
3.996 |
3.891 |
3.976 |
+0.051 |
121,908 |
107,331 |
-10,850 |
Apr11 |
110215 |
4.003 |
4.051 |
3.949 |
4.030 |
+0.039 |
87,098 |
164,937 |
+10,327 |
May11 |
110215 |
4.056 |
4.116 |
4.013 |
4.097 |
+0.041 |
31,262 |
197,079 |
+3,991 |
Jun11 |
110215 |
4.120 |
4.172 |
4.077 |
4.153 |
+0.034 |
11,724 |
58,465 |
+661 |
Jul11 |
110215 |
4.181 |
4.228 |
4.135 |
4.210 |
+0.029 |
7,317 |
51,725 |
+180 |
Aug11 |
110215 |
4.173 |
4.260 |
4.173 |
4.244 |
+0.031 |
6,993 |
23,005 |
+563 |
Sep11 |
110215 |
4.200 |
4.270 |
4.178 |
4.253 |
+0.033 |
6,033 |
20,254 |
+956 |
Oct11 |
110215 |
4.234 |
4.313 |
4.224 |
4.299 |
+0.031 |
12,406 |
72,707 |
+666 |
Nov11 |
110215 |
4.456 |
4.496 |
4.431 |
4.486 |
+0.024 |
2,970 |
25,496 |
-74 |
Dec11 |
110215 |
4.691 |
4.727 |
4.663 |
4.721 |
+0.021 |
2,044 |
23,955 |
+283 |
Jan12 |
110215 |
4.816 |
4.850 |
4.795 |
4.846 |
+0.018 |
4,235 |
53,316 |
-79 |
Feb12 |
110215 |
4.800 |
4.837 |
4.780 |
4.836 |
+0.018 |
821 |
12,938 |
+279 |
Mar12 |
110215 |
4.738 |
4.766 |
4.712 |
4.766 |
+0.016 |
757 |
25,628 |
+186 |
Apr12 |
110215 |
4.577 |
4.610 |
4.569 |
4.610 |
+0.016 |
725 |
23,255 |
+204 |
May12 |
110215 |
4.603 |
4.633 |
4.596 |
4.633 |
+0.016 |
56 |
5,755 |
+24 |
Jun12 |
110215 |
4.634 |
4.665 |
4.630 |
4.665 |
+0.016 |
29 |
4,424 |
+20 |
Total Volume and Open Interest |
297,149 |
940,734 |
+7,091 |
Brent Crude Oil(ICE) |
Apr11 |
110215 |
103.11 |
104.04 |
101.30 |
101.64 |
-1.44 |
191,735 |
217,708 |
+3,841 |
May11 |
110215 |
103.40 |
104.31 |
101.57 |
101.91 |
-1.50 |
82,731 |
136,132 |
-430 |
Jun11 |
110215 |
103.76 |
104.47 |
101.78 |
102.11 |
-1.52 |
53,319 |
123,475 |
+3,708 |
Jul11 |
110215 |
104.03 |
104.44 |
101.98 |
102.20 |
-1.54 |
17,110 |
41,262 |
+1,408 |
Aug11 |
110215 |
104.05 |
104.51 |
102.06 |
102.28 |
-1.54 |
7,073 |
24,292 |
+88 |
Sep11 |
110215 |
104.16 |
104.53 |
102.13 |
102.32 |
-1.55 |
7,468 |
29,133 |
-782 |
Oct11 |
110215 |
104.24 |
104.50 |
102.25 |
102.41 |
-1.53 |
4,518 |
19,239 |
-542 |
Nov11 |
110215 |
104.18 |
104.57 |
102.30 |
102.45 |
-1.54 |
3,609 |
14,950 |
-78 |
Dec11 |
110215 |
104.35 |
104.79 |
102.20 |
102.49 |
-1.54 |
33,774 |
108,710 |
-1,240 |
Jan12 |
110215 |
102.57 |
102.57 |
102.57 |
102.57 |
-1.53 |
900 |
15,200 |
+94 |
Feb12 |
110215 |
102.66 |
102.66 |
102.66 |
102.66 |
-1.52 |
461 |
8,277 |
+224 |
Mar12 |
110215 |
103.70 |
103.70 |
102.73 |
102.73 |
-1.49 |
1,011 |
15,317 |
+518 |
Apr12 |
110215 |
102.68 |
102.68 |
102.68 |
102.68 |
-1.48 |
1,437 |
3,478 |
-3 |
May12 |
110215 |
102.61 |
102.61 |
102.61 |
102.61 |
-1.47 |
905 |
3,483 |
+425 |
Total Volume and Open Interest |
415,555 |
878,127 |
+8,246 |
Gas Oil(ICE) |
Mar11 |
110215 |
866.00 |
873.25 |
853.25 |
867.00 |
-4.50 |
78,937 |
186,450 |
+1,951 |
Apr11 |
110215 |
868.25 |
876.00 |
856.25 |
870.00 |
-4.75 |
78,286 |
118,506 |
+4,138 |
May11 |
110215 |
871.50 |
877.00 |
858.75 |
872.50 |
-4.75 |
30,905 |
77,812 |
-951 |
Jun11 |
110215 |
874.00 |
879.50 |
862.00 |
875.25 |
-4.75 |
31,265 |
65,367 |
+5,031 |
Jul11 |
110215 |
882.75 |
882.75 |
866.25 |
878.75 |
-5.00 |
8,335 |
26,840 |
+796 |
Aug11 |
110215 |
881.75 |
885.75 |
869.75 |
882.50 |
-5.25 |
2,652 |
22,784 |
-218 |
Sep11 |
110215 |
889.50 |
890.00 |
873.75 |
886.00 |
-5.25 |
3,982 |
20,465 |
-14 |
Oct11 |
110215 |
887.75 |
891.50 |
876.00 |
888.25 |
-5.50 |
1,066 |
17,699 |
+239 |
Nov11 |
110215 |
889.25 |
892.50 |
880.00 |
889.50 |
-5.75 |
1,517 |
14,144 |
-8 |
Dec11 |
110215 |
891.00 |
896.00 |
879.00 |
891.25 |
-5.75 |
11,381 |
53,872 |
-1,367 |
Total Volume and Open Interest |
252,154 |
690,823 |
+10,213 |
Ethanol(CBOT) |
Feb11 |
110203 |
2.340 |
2.345 |
2.340 |
2.340 |
+0.005 |
15 |
114 |
-120 |
Mar11 |
110215 |
2.430 |
2.445 |
2.411 |
2.444 |
-0.003 |
216 |
751 |
-160 |
Apr11 |
110215 |
2.435 |
2.465 |
2.435 |
2.463 |
-0.004 |
145 |
1,020 |
+86 |
May11 |
110215 |
2.451 |
2.479 |
2.451 |
2.475 |
-0.002 |
1 |
480 |
+1 |
Jun11 |
110215 |
2.477 |
2.485 |
2.465 |
2.484 |
-0.003 |
53 |
939 |
+36 |
Jul11 |
110215 |
2.477 |
2.495 |
2.476 |
2.495 |
-0.002 |
18 |
959 |
+8 |
Aug11 |
110215 |
2.462 |
2.475 |
2.450 |
2.471 |
-0.008 |
42 |
931 |
+32 |
Sep11 |
110215 |
2.369 |
2.370 |
2.364 |
2.367 |
-0.021 |
27 |
613 |
+27 |
Total Volume and Open Interest |
689 |
7,491 |
-100 |
WTI Crude Oil(ICE |
Mar11 |
110215 |
85.05 |
85.97 |
83.84 |
84.32 |
-0.49 |
70,741 |
52,750 |
-16,849 |
Apr11 |
110215 |
88.98 |
89.57 |
87.10 |
87.57 |
-1.16 |
106,596 |
89,225 |
-259 |
May11 |
110215 |
92.52 |
93.01 |
90.42 |
90.86 |
-1.40 |
50,529 |
67,763 |
-653 |
Jun11 |
110215 |
94.40 |
94.89 |
92.21 |
92.68 |
-1.56 |
30,996 |
66,755 |
+1,285 |
Jul11 |
110215 |
96.04 |
96.16 |
93.47 |
93.96 |
-1.62 |
9,227 |
23,406 |
-54 |
Aug11 |
110215 |
96.49 |
96.93 |
94.31 |
94.78 |
-1.63 |
4,590 |
18,071 |
-808 |
Sep11 |
110215 |
97.45 |
97.45 |
94.97 |
95.34 |
-1.62 |
5,216 |
23,311 |
+113 |
Oct11 |
110215 |
97.90 |
97.90 |
95.64 |
95.80 |
-1.62 |
3,395 |
18,350 |
+385 |
Nov11 |
110215 |
98.32 |
98.32 |
96.17 |
96.22 |
-1.63 |
1,656 |
11,478 |
+486 |
Dec11 |
110215 |
98.48 |
98.71 |
96.15 |
96.60 |
-1.64 |
19,459 |
93,747 |
+2,037 |
Jan12 |
110215 |
96.93 |
96.93 |
96.93 |
96.93 |
-1.66 |
1,072 |
9,144 |
+157 |
Feb12 |
110215 |
97.18 |
97.18 |
97.18 |
97.18 |
-1.68 |
449 |
1,693 |
+122 |
Mar12 |
110215 |
97.38 |
97.38 |
97.38 |
97.38 |
-1.68 |
366 |
4,202 |
+111 |
Apr12 |
110215 |
97.53 |
97.53 |
97.53 |
97.53 |
-1.67 |
436 |
1,805 |
+64 |
May12 |
110215 |
97.68 |
97.68 |
97.68 |
97.68 |
-1.66 |
255 |
959 |
+0 |
Jun12 |
110215 |
98.49 |
98.49 |
97.84 |
97.84 |
-1.64 |
402 |
23,763 |
+109 |
Total Volume and Open Interest |
310,615 |
588,465 |
-13,942 |
US Dollar Index(ICE) |
Mar11 |
110215 |
78.630 |
78.830 |
78.395 |
78.660 |
-0.057 |
15,978 |
39,050 |
-1,420 |
Jun11 |
110215 |
78.905 |
79.100 |
78.750 |
78.990 |
-0.058 |
79 |
1,227 |
+28 |
Sep11 |
110215 |
79.350 |
79.350 |
79.350 |
79.350 |
-0.058 |
0 |
4 |
+0 |
Total Volume and Open Interest |
16,057 |
40,282 |
-1,392 |
Australian Dollar(CME) |
Mar11 |
110215 |
99.90 |
100.25 |
99.11 |
99.31 |
-0.64 |
69,173 |
125,394 |
+1,206 |
Jun11 |
110215 |
98.87 |
99.05 |
98.00 |
98.17 |
-0.64 |
109 |
972 |
+26 |
Sep11 |
110215 |
96.96 |
97.59 |
96.96 |
96.96 |
-0.63 |
0 |
14 |
+0 |
Total Volume and Open Interest |
69,282 |
126,428 |
+1,232 |
British Pound(CME) |
Mar11 |
110215 |
160.27 |
161.70 |
160.03 |
161.28 |
+0.97 |
95,690 |
110,410 |
-2,328 |
Jun11 |
110215 |
160.23 |
161.39 |
159.97 |
161.07 |
+0.96 |
293 |
749 |
+100 |
Sep11 |
110215 |
160.80 |
160.80 |
159.82 |
160.80 |
+0.98 |
1 |
24 |
+1 |
Total Volume and Open Interest |
95,984 |
111,215 |
-2,227 |
Canadian Dollar(CME) |
Mar11 |
110215 |
101.02 |
101.45 |
100.91 |
101.06 |
+0.05 |
56,489 |
134,044 |
+2,447 |
Jun11 |
110215 |
100.80 |
101.23 |
100.71 |
100.84 |
+0.05 |
256 |
3,654 |
-17 |
Sep11 |
110215 |
100.45 |
100.55 |
100.45 |
100.55 |
+0.05 |
11 |
1,082 |
-6 |
Dec11 |
110215 |
100.33 |
100.44 |
100.22 |
100.27 |
+0.05 |
120 |
1,700 |
+60 |
Total Volume and Open Interest |
56,919 |
140,564 |
+2,498 |
Japanese Yen(CME) |
Mar11 |
110215 |
120.07 |
120.22 |
119.18 |
119.31 |
-0.73 |
92,298 |
109,333 |
-1,836 |
Jun11 |
110215 |
120.20 |
120.25 |
119.29 |
119.41 |
-0.73 |
268 |
1,589 |
+56 |
Sep11 |
110215 |
119.74 |
120.31 |
119.58 |
119.58 |
-0.73 |
0 |
30 |
+0 |
Total Volume and Open Interest |
92,566 |
110,959 |
-1,780 |
Swiss Franc(CME) |
Mar11 |
110215 |
103.09 |
103.66 |
102.80 |
103.45 |
+0.38 |
43,754 |
41,434 |
-2,265 |
Jun11 |
110215 |
103.09 |
103.68 |
103.08 |
103.54 |
+0.38 |
30 |
116 |
+7 |
Sep11 |
110215 |
103.66 |
103.66 |
103.28 |
103.66 |
+0.38 |
0 |
5 |
+0 |
Total Volume and Open Interest |
43,784 |
41,566 |
-2,258 |
EuroFX(CME) |
Mar11 |
110215 |
134.88 |
135.47 |
134.57 |
134.89 |
+0.11 |
290,380 |
188,639 |
+634 |
Jun11 |
110215 |
134.72 |
135.32 |
134.41 |
134.73 |
+0.12 |
569 |
4,672 |
+63 |
Sep11 |
110215 |
134.83 |
134.95 |
134.39 |
134.49 |
+0.10 |
5 |
53 |
+2 |
Total Volume and Open Interest |
290,954 |
193,725 |
+699 |
Mexican Peso(CME) |
Feb11 |
110214 |
830.5 |
832.8 |
830.5 |
830.5 |
-2.2 |
|
|
|
Mar11 |
110215 |
828.0 |
829.5 |
819.2 |
821.5 |
-7.0 |
12,116 |
156,100 |
+34 |
Total Volume and Open Interest |
12,212 |
157,429 |
-18 |
30-Year T-Bonds(CBOT) |
Mar11 |
110215 |
118~250 |
119~060 |
118~150 |
118~310 |
+0~010 |
272,014 |
582,166 |
+2,523 |
Jun11 |
110215 |
117~070 |
117~180 |
116~290 |
117~120 |
+0~020 |
5,290 |
16,761 |
+3,016 |
Sep11 |
110215 |
115~240 |
115~240 |
115~220 |
115~240 |
+0~020 |
0 |
1 |
+0 |
Total Volume and Open Interest |
277,304 |
598,928 |
+5,539 |
10-Year T-Notes(CBOT) |
Mar11 |
110215 |
118~160 |
118~250 |
118~070 |
118~205 |
+0~005 |
812,941 |
1,516,742 |
-11,120 |
Jun11 |
110215 |
116~305 |
117~090 |
116~225 |
117~050 |
+0~025 |
19,918 |
45,503 |
+6,442 |
Sep11 |
110215 |
115~300 |
115~300 |
115~275 |
115~300 |
+0~025 |
0 |
1 |
+0 |
Total Volume and Open Interest |
832,859 |
1,562,250 |
-4,678 |
5-Year T-Notes(CBOT) |
Mar11 |
110215 |
116~060 |
116~087 |
116~027 |
116~077 |
+0~009 |
388,887 |
1,292,853 |
+3,064 |
Jun11 |
110215 |
115~045 |
115~083 |
115~022 |
115~075 |
+0~011 |
22,304 |
50,756 |
+10,603 |
Sep11 |
110215 |
114~099 |
114~099 |
114~088 |
114~099 |
+0~011 |
|
|
|
Total Volume and Open Interest |
411,191 |
1,343,609 |
+13,667 |
2 Year T-Notes(CBOT) |
Mar11 |
110215 |
109~006 |
109~014 |
108~123 |
109~011 |
+0~004 |
224,593 |
896,962 |
-3,826 |
Jun11 |
110215 |
108~083 |
108~093 |
108~077 |
108~091 |
+0~003 |
6,698 |
16,607 |
+5,016 |
Sep11 |
110215 |
108~057 |
108~057 |
108~054 |
108~057 |
+0~003 |
|
|
|
Total Volume and Open Interest |
231,291 |
913,569 |
+1,190 |
Eurodollars(CME) |
Mar11 |
110215 |
99.670 |
99.673 |
99.668 |
99.670 |
unch |
91,461 |
1,095,433 |
-28,448 |
Jun11 |
110215 |
99.570 |
99.575 |
99.560 |
99.570 |
unch |
83,022 |
1,182,718 |
+5,372 |
Sep11 |
110215 |
99.410 |
99.425 |
99.380 |
99.420 |
+0.010 |
121,529 |
1,177,317 |
+8,818 |
Dec11 |
110215 |
99.160 |
99.190 |
99.120 |
99.180 |
+0.015 |
151,506 |
1,139,389 |
+17,820 |
Mar12 |
110215 |
98.840 |
98.875 |
98.780 |
98.860 |
+0.015 |
177,146 |
1,040,574 |
+2,226 |
Jun12 |
110215 |
98.465 |
98.510 |
98.395 |
98.490 |
+0.020 |
151,084 |
722,104 |
+2,604 |
Sep12 |
110215 |
98.105 |
98.150 |
98.025 |
98.130 |
+0.025 |
121,004 |
531,920 |
+5,049 |
Dec12 |
110215 |
97.765 |
97.825 |
97.685 |
97.800 |
+0.030 |
112,999 |
430,314 |
+4,877 |
Mar13 |
110215 |
97.475 |
97.545 |
97.395 |
97.515 |
+0.040 |
87,956 |
262,153 |
-6,830 |
Jun13 |
110215 |
97.205 |
97.275 |
97.130 |
97.245 |
+0.040 |
76,399 |
211,473 |
+3,640 |
Sep13 |
110215 |
96.945 |
97.020 |
96.880 |
96.995 |
+0.040 |
49,678 |
202,507 |
-703 |
Dec13 |
110215 |
96.710 |
96.775 |
96.635 |
96.750 |
+0.040 |
51,678 |
179,980 |
+1,943 |
Mar14 |
110215 |
96.480 |
96.545 |
96.410 |
96.525 |
+0.040 |
18,290 |
127,275 |
+1,062 |
Jun14 |
110215 |
96.255 |
96.320 |
96.190 |
96.295 |
+0.035 |
23,355 |
106,638 |
-3,234 |
Sep14 |
110215 |
96.040 |
96.105 |
95.985 |
96.080 |
+0.030 |
13,194 |
64,385 |
-300 |
Dec14 |
110215 |
95.840 |
95.900 |
95.780 |
95.870 |
+0.025 |
15,985 |
77,444 |
-823 |
Mar15 |
110215 |
95.665 |
95.730 |
95.615 |
95.700 |
+0.020 |
9,834 |
57,788 |
+383 |
Jun15 |
110215 |
3.755 |
3.820 |
3.705 |
3.785 |
+0.015 |
7,529 |
38,771 |
-597 |
Total Volume and Open Interest |
1,385,402 |
8,824,243 |
-39,157 |
30 Day Federal Funds(CBOT) |
Feb11 |
110215 |
99.838 |
99.840 |
99.835 |
99.838 |
unch |
4,464 |
82,126 |
+807 |
Mar11 |
110215 |
99.845 |
99.845 |
99.840 |
99.840 |
unch |
655 |
58,515 |
+78 |
Apr11 |
110215 |
99.855 |
99.855 |
99.850 |
99.850 |
unch |
639 |
54,088 |
+149 |
May11 |
110215 |
99.850 |
99.855 |
99.850 |
99.850 |
unch |
1,607 |
58,058 |
-333 |
Jun11 |
110215 |
99.840 |
99.850 |
99.840 |
99.845 |
unch |
2,428 |
43,966 |
+614 |
Jul11 |
110215 |
99.820 |
99.820 |
99.810 |
99.820 |
unch |
1,013 |
55,615 |
+228 |
Total Volume and Open Interest |
18,000 |
592,399 |
+2,003 |
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 |
110215 |
99.660 |
99.662 |
99.660 |
99.662 |
+0.002 |
200 |
4,061 |
+0 |
Jun11 |
110215 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
150 |
+0 |
Sep11 |
110215 |
99.628 |
99.628 |
99.628 |
99.628 |
unch |
|
|
|
Dec11 |
110215 |
99.603 |
99.603 |
99.603 |
99.603 |
+0.005 |
0 |
75 |
+0 |
Mar12 |
110215 |
99.585 |
99.585 |
99.585 |
99.585 |
+0.005 |
|
|
|
Jun12 |
110215 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.005 |
|
|
|
Sep12 |
110215 |
99.580 |
99.580 |
99.580 |
99.580 |
+0.005 |
|
|
|
Dec12 |
110215 |
99.485 |
99.485 |
99.485 |
99.485 |
+0.005 |
|
|
|
Mar13 |
110215 |
99.485 |
99.485 |
99.485 |
99.485 |
+0.005 |
|
|
|
Jun13 |
110215 |
99.440 |
99.440 |
99.440 |
99.440 |
+0.005 |
|
|
|
Total Volume and Open Interest |
200 |
4,286 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110215 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
33 |
5,345 |
-65 |
Jun11 |
110215 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
972 |
-200 |
Sep11 |
110215 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
786 |
+0 |
Dec11 |
110215 |
99.61 |
99.61 |
99.60 |
99.60 |
+0.00 |
115 |
2,109 |
+205 |
Mar12 |
110215 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.00 |
0 |
405 |
+0 |
Jun12 |
110215 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.00 |
0 |
754 |
+0 |
Sep12 |
110215 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.01 |
0 |
310 |
+0 |
Dec12 |
110215 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.00 |
0 |
4 |
+0 |
Total Volume and Open Interest |
148 |
10,686 |
-60 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110215 |
138.82 |
139.06 |
138.65 |
138.83 |
-0.02 |
1,535 |
15,586 |
+112 |
Jun11 |
110215 |
138.49 |
138.49 |
138.00 |
138.00 |
-0.02 |
0 |
22 |
+21 |
Sep11 |
110215 |
135.57 |
135.57 |
135.57 |
135.57 |
-0.02 |
|
|
|
Total Volume and Open Interest |
1,535 |
15,608 |
+133 |
Euro-Bund(EUREX) |
Mar11 |
110215 |
122.51 |
122.80 |
122.34 |
122.68 |
+0.01 |
649,907 |
1,388,927 |
+106,741 |
Jun11 |
110215 |
121.12 |
121.37 |
121.00 |
121.27 |
+0.01 |
7,573 |
32,303 |
-1,260 |
Sep11 |
110215 |
120.93 |
120.93 |
120.93 |
120.93 |
+0.01 |
0 |
93 |
+92 |
Total Volume and Open Interest |
657,480 |
1,421,323 |
+105,573 |
Euro-Bobl(EUREX) |
Mar11 |
110215 |
116.59 |
116.75 |
116.41 |
116.67 |
-0.02 |
378,675 |
970,783 |
+57,384 |
Jun11 |
110215 |
115.11 |
115.23 |
115.03 |
115.23 |
-0.02 |
528 |
29,457 |
+2,367 |
Sep11 |
110215 |
114.67 |
114.67 |
114.67 |
114.67 |
+0.05 |
|
|
|
Total Volume and Open Interest |
379,203 |
1,000,240 |
+59,751 |
3-Mth Euribor(EUREX) |
Mar11 |
110215 |
98.845 |
98.865 |
98.845 |
98.865 |
+0.005 |
5 |
5,733 |
-5 |
Jun11 |
110215 |
98.595 |
98.595 |
98.595 |
98.595 |
-0.005 |
4 |
9,605 |
+2 |
Sep11 |
110215 |
98.345 |
98.345 |
98.345 |
98.345 |
-0.015 |
1 |
2,169 |
+0 |
Total Volume and Open Interest |
192 |
25,747 |
+168 |
Long Gilt(LIFFE) |
Mar11 |
110215 |
115~23 |
115~31 |
115~10 |
115~21 |
-0~05 |
82,330 |
255,349 |
+1,941 |
Jun11 |
110215 |
114~16 |
114~16 |
114~03 |
114~12 |
-0~06 |
0 |
1 |
+0 |
Total Volume and Open Interest |
82,330 |
255,350 |
+1,941 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110215 |
99.09 |
99.13 |
99.08 |
99.10 |
unch |
33,921 |
299,101 |
-7,332 |
Jun11 |
110215 |
98.86 |
98.93 |
98.80 |
98.82 |
-0.04 |
38,216 |
362,057 |
-2,094 |
Sep11 |
110215 |
98.59 |
98.68 |
98.51 |
98.54 |
-0.06 |
56,929 |
313,999 |
+3,744 |
Dec11 |
110215 |
98.29 |
98.39 |
98.20 |
98.24 |
-0.06 |
38,066 |
366,344 |
+79 |
Mar12 |
110215 |
97.97 |
98.07 |
97.87 |
97.92 |
-0.06 |
40,907 |
313,235 |
+5,962 |
Jun12 |
110215 |
97.63 |
97.73 |
97.55 |
97.60 |
-0.06 |
47,598 |
199,014 |
-8,602 |
Total Volume and Open Interest |
328,319 |
2,324,020 |
-9,200 |
3-Mth Euribor(LIFFE) |
Mar11 |
110215 |
98.865 |
98.875 |
98.845 |
98.865 |
+0.005 |
99,051 |
611,802 |
-8,943 |
Jun11 |
110215 |
98.605 |
98.610 |
98.570 |
98.595 |
-0.005 |
117,227 |
610,582 |
-7,317 |
Sep11 |
110215 |
98.345 |
98.365 |
98.310 |
98.345 |
-0.015 |
115,980 |
564,027 |
+2,962 |
Total Volume and Open Interest |
724,964 |
3,580,610 |
-64,764 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110215 |
95.03 |
95.04 |
95.03 |
95.04 |
unch |
11,949 |
146,907 |
-12,526 |
Jun11 |
110215 |
94.93 |
94.95 |
94.92 |
94.95 |
+0.01 |
22,728 |
184,892 |
-2,761 |
Sep11 |
110215 |
94.79 |
94.82 |
94.78 |
94.82 |
+0.02 |
7,888 |
111,107 |
-10,418 |
Dec11 |
110215 |
94.65 |
94.68 |
94.63 |
94.68 |
+0.02 |
5,453 |
68,739 |
-3,225 |
Mar12 |
110215 |
94.54 |
94.56 |
94.51 |
94.55 |
+0.02 |
1,088 |
51,052 |
-1,763 |
Jun12 |
110215 |
94.44 |
94.45 |
94.41 |
94.45 |
+0.02 |
838 |
41,230 |
+35 |
Sep12 |
110215 |
94.36 |
94.37 |
94.33 |
94.37 |
+0.01 |
606 |
29,286 |
-225 |
Dec12 |
110215 |
94.27 |
94.30 |
94.25 |
94.30 |
+0.01 |
985 |
15,674 |
+268 |
Mar13 |
110215 |
94.21 |
94.25 |
94.20 |
94.25 |
unch |
125 |
3,203 |
+14 |
Jun13 |
110215 |
94.13 |
94.17 |
94.13 |
94.17 |
-0.01 |
18 |
604 |
-8 |
Total Volume and Open Interest |
51,682 |
654,384 |
-30,609 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110215 |
94.28 |
94.29 |
94.26 |
94.29 |
+0.01 |
66,475 |
377,844 |
-9,277 |
Jun11 |
110215 |
94.29 |
94.29 |
94.29 |
94.29 |
+0.01 |
|
|
|
Total Volume and Open Interest |
66,475 |
377,844 |
-9,277 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110215 |
94.73 |
94.75 |
94.70 |
94.74 |
+0.01 |
106,730 |
589,389 |
-41,815 |
Jun11 |
110215 |
94.74 |
94.74 |
94.74 |
94.74 |
+0.01 |
|
|
|
Total Volume and Open Interest |
106,730 |
589,389 |
-41,815 |
Gold(CMX) |
Feb11 |
110215 |
1361.6 |
1376.0 |
1361.6 |
1373.6 |
+9.0 |
181 |
719 |
-112 |
Apr11 |
110215 |
1362.1 |
1377.5 |
1361.3 |
1374.1 |
+9.0 |
102,414 |
298,972 |
-830 |
Jun11 |
110215 |
1363.5 |
1378.6 |
1363.1 |
1375.5 |
+8.9 |
2,362 |
54,207 |
+957 |
Aug11 |
110215 |
1368.9 |
1378.0 |
1368.8 |
1377.0 |
+8.8 |
1,171 |
20,965 |
+227 |
Oct11 |
110215 |
1367.6 |
1378.6 |
1367.5 |
1378.6 |
+9.0 |
351 |
7,960 |
-31 |
Dec11 |
110215 |
1369.2 |
1382.7 |
1368.0 |
1380.4 |
+9.1 |
2,765 |
25,266 |
+1,028 |
Feb12 |
110215 |
1381.1 |
1385.4 |
1380.5 |
1382.5 |
+9.1 |
3,230 |
6,428 |
+2,790 |
Apr12 |
110215 |
1385.1 |
1385.1 |
1385.1 |
1385.1 |
+9.1 |
2 |
5,347 |
+0 |
Jun12 |
110215 |
1390.2 |
1390.5 |
1385.7 |
1388.2 |
+9.1 |
89 |
6,597 |
-3 |
Aug12 |
110215 |
1391.7 |
1391.7 |
1391.7 |
1391.7 |
+9.2 |
0 |
977 |
+0 |
Oct12 |
110215 |
1396.0 |
1396.0 |
1396.0 |
1396.0 |
+9.2 |
0 |
1,341 |
+0 |
Dec12 |
110215 |
1398.7 |
1400.8 |
1398.7 |
1400.8 |
+9.2 |
456 |
12,187 |
+189 |
Total Volume and Open Interest |
114,103 |
465,310 |
+4,379 |
Silver(CMX) |
Mar11 |
110215 |
3056.0 |
3090.5 |
3047.5 |
3069.6 |
+16.2 |
52,913 |
61,720 |
+483 |
May11 |
110215 |
3055.0 |
3092.0 |
3050.0 |
3072.1 |
+16.2 |
11,073 |
42,826 |
+4,109 |
Jul11 |
110215 |
3062.5 |
3091.0 |
3055.0 |
3073.8 |
+16.2 |
1,524 |
11,030 |
+67 |
Sep11 |
110215 |
3057.5 |
3081.0 |
3057.5 |
3073.6 |
+16.1 |
172 |
4,566 |
+43 |
Dec11 |
110215 |
3061.0 |
3088.0 |
3061.0 |
3073.6 |
+16.1 |
773 |
12,274 |
+186 |
Mar12 |
110215 |
3089.0 |
3093.0 |
3069.0 |
3070.6 |
+14.9 |
68 |
677 |
+4 |
May12 |
110215 |
3068.6 |
3068.6 |
3068.6 |
3068.6 |
+14.2 |
0 |
260 |
+0 |
Total Volume and Open Interest |
66,810 |
147,465 |
+4,945 |
Platinum(NYMEX) |
Apr11 |
110215 |
1833.9 |
1848.3 |
1826.6 |
1831.6 |
+4.0 |
3,780 |
39,234 |
-164 |
Jul11 |
110215 |
1838.6 |
1848.0 |
1834.1 |
1834.2 |
+3.7 |
185 |
1,983 |
-64 |
Oct11 |
110215 |
1837.3 |
1837.3 |
1837.2 |
1837.2 |
+3.5 |
121 |
335 |
+121 |
Jan12 |
110215 |
1839.2 |
1839.2 |
1839.2 |
1839.2 |
+3.5 |
0 |
10 |
+0 |
Total Volume and Open Interest |
4,090 |
41,599 |
-107 |
Palladium(NYMEX) |
Mar11 |
110215 |
833.75 |
848.50 |
832.10 |
839.90 |
+7.10 |
3,923 |
16,785 |
-1,021 |
Jun11 |
110215 |
833.65 |
850.00 |
833.65 |
841.70 |
+7.20 |
1,207 |
5,627 |
+1,135 |
Sep11 |
110215 |
841.70 |
842.50 |
841.70 |
842.50 |
+6.80 |
3 |
52 |
+0 |
Total Volume and Open Interest |
5,134 |
22,477 |
+114 |
Copper(CMX) |
Mar11 |
110215 |
463.40 |
464.95 |
452.10 |
453.60 |
-9.25 |
33,619 |
57,902 |
-3,266 |
May11 |
110215 |
464.10 |
465.75 |
453.20 |
454.60 |
-9.15 |
11,268 |
64,528 |
+2,735 |
Jul11 |
110215 |
465.00 |
465.35 |
453.85 |
454.90 |
-9.05 |
1,380 |
23,158 |
+447 |
Sep11 |
110215 |
458.90 |
459.20 |
454.65 |
454.65 |
-8.85 |
278 |
6,169 |
+123 |
Dec11 |
110215 |
460.05 |
460.35 |
452.50 |
453.20 |
-8.50 |
71 |
4,600 |
+35 |
Total Volume and Open Interest |
47,474 |
161,153 |
+565 |
DJIA Index(CBOT) |
Mar11 |
110215 |
12207 |
12235 |
12165 |
12202 |
-22 |
332 |
11,539 |
+11 |
Jun11 |
110215 |
12136 |
12158 |
12136 |
12136 |
-22 |
0 |
12 |
+0 |
Sep11 |
110215 |
12081 |
12103 |
12081 |
12081 |
-22 |
|
|
|
Dec11 |
110215 |
12026 |
12048 |
12026 |
12026 |
-22 |
0 |
1 |
+0 |
Total Volume and Open Interest |
332 |
11,552 |
+11 |
S & P 500(CME) |
Mar11 |
110215 |
1328.00 |
1329.20 |
1322.30 |
1326.30 |
-1.40 |
13,087 |
312,425 |
+3,750 |
Jun11 |
110215 |
1320.50 |
1323.00 |
1317.30 |
1321.40 |
-1.40 |
402 |
9,960 |
+387 |
Sep11 |
110215 |
1316.50 |
1318.10 |
1312.40 |
1316.50 |
-1.40 |
0 |
2,989 |
-8 |
Dec11 |
110215 |
1311.70 |
1313.30 |
1307.60 |
1311.70 |
-1.40 |
0 |
637 |
+0 |
Total Volume and Open Interest |
13,489 |
326,011 |
+4,129 |
S & P 500 E-Mini(Globex) |
Mar11 |
110215 |
1328.00 |
1329.25 |
1322.25 |
1326.25 |
-1.50 |
1,171,814 |
2,809,512 |
+10,298 |
Jun11 |
110215 |
1322.75 |
1323.50 |
1317.50 |
1321.50 |
-1.25 |
785 |
21,705 |
+320 |
Total Volume and Open Interest |
1,172,601 |
2,831,487 |
+10,580 |
NASDAQ 100(CME) |
Mar11 |
110215 |
2378.50 |
2385.00 |
2370.00 |
2381.50 |
-0.30 |
1,437 |
16,857 |
+412 |
Jun11 |
110215 |
2372.00 |
2380.00 |
2371.00 |
2378.80 |
-0.20 |
0 |
1,001 |
+0 |
Sep11 |
110215 |
2376.30 |
2376.50 |
2376.30 |
2376.30 |
-0.20 |
|
|
|
Total Volume and Open Interest |
1,437 |
17,858 |
+412 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110215 |
2381.80 |
2385.50 |
2370.80 |
2381.50 |
-0.30 |
153,281 |
351,558 |
-1,934 |
Jun11 |
110215 |
2376.00 |
2383.30 |
2369.00 |
2378.80 |
-0.20 |
82 |
1,815 |
+9 |
Total Volume and Open Interest |
153,364 |
353,379 |
-1,926 |
S & P Midcap 400(CME) |
Mar11 |
110215 |
971.50 |
972.00 |
967.00 |
969.90 |
-1.70 |
1 |
2,804 |
+1 |
Jun11 |
110215 |
967.30 |
967.30 |
965.00 |
967.30 |
-1.70 |
|
|
|
Sep11 |
110215 |
965.20 |
965.20 |
962.90 |
965.20 |
-1.70 |
|
|
|
Total Volume and Open Interest |
1 |
2,804 |
+1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110215 |
10740 |
10790 |
10725 |
10765 |
+10 |
10,379 |
48,989 |
+3,897 |
Jun11 |
110215 |
10745 |
10745 |
10730 |
10745 |
+15 |
2 |
160 |
+1 |
Total Volume and Open Interest |
10,381 |
49,149 |
+3,898 |
Nikkei 225(SGX) |
Mar11 |
110215 |
10725 |
10765 |
10700 |
10730 |
+10 |
73,281 |
253,925 |
-875 |
Jun11 |
110215 |
10670 |
10675 |
10645 |
10650 |
+5 |
31 |
4,614 |
+57 |
Sep11 |
110215 |
10660 |
10660 |
10660 |
10660 |
+15 |
0 |
400 |
+0 |
Total Volume and Open Interest |
73,812 |
265,721 |
-757 |
CAC 40(EURONEXT) |
Feb11 |
110215 |
4101.5 |
4119.0 |
4085.0 |
4109.5 |
+12.5 |
98,873 |
334,968 |
-35,166 |
Mar11 |
110215 |
4104.0 |
4121.0 |
4088.0 |
4111.5 |
+12.0 |
12,908 |
88,427 |
+863 |
Apr11 |
110215 |
4095.5 |
4120.0 |
4095.5 |
4114.5 |
+12.0 |
0 |
9 |
+0 |
Total Volume and Open Interest |
111,784 |
423,461 |
-34,301 |
Hang Seng Index(HKFE) |
Feb11 |
110215 |
23011 |
23074 |
22852 |
22920 |
-159 |
95,453 |
78,544 |
-4,879 |
Mar11 |
110215 |
22970 |
22999 |
22784 |
22849 |
-160 |
2,061 |
12,303 |
+775 |
Total Volume and Open Interest |
97,858 |
93,414 |
-4,075 |
DAX(EUREX) |
Mar11 |
110215 |
7413.0 |
7427.0 |
7382.0 |
7406.0 |
+6.5 |
96,666 |
245,602 |
+1,918 |
Jun11 |
110215 |
7435.0 |
7447.5 |
7410.0 |
7429.0 |
+6.0 |
202 |
14,952 |
+364 |
Sep11 |
110215 |
7458.0 |
7461.5 |
7451.0 |
7451.0 |
+6.0 |
44 |
756 |
-8 |
Total Volume and Open Interest |
96,912 |
261,310 |
+2,274 |
FT-SE 100(EURONEXT) |
Mar11 |
110215 |
6038.00 |
6054.50 |
6001.00 |
6014.50 |
-31.50 |
78,259 |
657,825 |
-4,382 |
Jun11 |
110215 |
5990.50 |
6003.00 |
5972.00 |
5972.00 |
-31.00 |
7 |
8,110 |
+4 |
Sep11 |
110215 |
5963.50 |
5963.50 |
5941.00 |
5941.00 |
-30.50 |
3 |
284 |
+0 |
Total Volume and Open Interest |
78,269 |
666,329 |
-4,378 |
SPI 200(SFE) |
Mar11 |
110215 |
4920.0 |
4928.0 |
4895.0 |
4915.0 |
-3.0 |
29,249 |
183,364 |
-7,339 |
Jun11 |
110215 |
4937.0 |
4940.0 |
4934.0 |
4939.0 |
-2.0 |
5 |
3,302 |
-168 |
Sep11 |
110215 |
4930.0 |
4930.0 |
4930.0 |
4930.0 |
-2.0 |
2 |
1,849 |
+0 |
Total Volume and Open Interest |
29,768 |
191,190 |
-7,624 |
GSCI(CME) |
Mar11 |
110215 |
3.14 |
3.14 |
646.75 |
649.75 |
+648.86 |
563 |
14,248 |
+395 |
Apr11 |
110215 |
11.04 |
12.04 |
1.64 |
4.39 |
-6.75 |
|
|
|
May11 |
110215 |
8.39 |
8.39 |
8.39 |
8.39 |
|
|
|
|
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. |
|
|