|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed February 16, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110216 |
1369.00 |
1376.00 |
1357.00 |
1366.00 |
-2.00 |
144,806 |
152,538 |
-9,527 |
May11 |
110216 |
1382.25 |
1389.00 |
1370.00 |
1378.50 |
-2.75 |
80,856 |
214,188 |
+6,774 |
Jul11 |
110216 |
1389.25 |
1396.75 |
1377.50 |
1385.25 |
-3.25 |
44,143 |
117,310 |
-11 |
Aug11 |
110216 |
1375.50 |
1377.75 |
1360.75 |
1367.25 |
-3.25 |
1,305 |
6,245 |
-80 |
Sep11 |
110216 |
1356.75 |
1356.75 |
1340.75 |
1346.50 |
-3.50 |
1,042 |
4,872 |
+73 |
Nov11 |
110216 |
1333.00 |
1343.00 |
1321.75 |
1328.75 |
-4.00 |
32,222 |
159,701 |
+583 |
Jan12 |
110216 |
1336.00 |
1346.00 |
1325.00 |
1330.75 |
-5.25 |
497 |
17,432 |
+3 |
Total Volume and Open Interest |
306,758 |
698,766 |
-2,074 |
Soybean Meal(CBOT) |
Mar11 |
110216 |
366.70 |
369.30 |
363.30 |
364.30 |
-2.30 |
43,040 |
54,382 |
-8,207 |
May11 |
110216 |
370.50 |
373.10 |
367.00 |
368.20 |
-2.30 |
27,317 |
65,709 |
+2,799 |
Jul11 |
110216 |
371.80 |
373.60 |
367.50 |
368.80 |
-2.50 |
10,092 |
39,612 |
-651 |
Aug11 |
110216 |
364.80 |
366.30 |
361.70 |
362.60 |
-2.90 |
1,157 |
9,563 |
+141 |
Sep11 |
110216 |
357.80 |
361.00 |
354.90 |
355.60 |
-3.10 |
828 |
7,783 |
+2 |
Oct11 |
110216 |
351.30 |
351.70 |
344.80 |
346.10 |
-3.20 |
1,148 |
8,804 |
+378 |
Dec11 |
110216 |
348.10 |
350.80 |
343.10 |
344.50 |
-3.40 |
3,900 |
23,303 |
-209 |
Jan12 |
110216 |
346.50 |
347.60 |
344.30 |
344.30 |
-3.30 |
235 |
3,334 |
+21 |
Total Volume and Open Interest |
88,211 |
218,541 |
-5,682 |
Soybean Oil(CBOT) |
Mar11 |
110216 |
56.57 |
56.85 |
55.87 |
56.61 |
+0.07 |
74,986 |
94,987 |
-11,461 |
May11 |
110216 |
57.20 |
57.43 |
56.45 |
57.20 |
+0.07 |
55,372 |
141,838 |
+2,984 |
Jul11 |
110216 |
57.79 |
57.96 |
57.01 |
57.74 |
+0.07 |
30,375 |
83,637 |
+4,337 |
Aug11 |
110216 |
57.89 |
58.10 |
57.19 |
57.91 |
+0.07 |
1,067 |
9,029 |
-3 |
Sep11 |
110216 |
57.99 |
58.17 |
57.39 |
58.01 |
+0.07 |
1,206 |
10,252 |
-2 |
Oct11 |
110216 |
58.00 |
58.13 |
57.23 |
57.98 |
+0.10 |
1,129 |
11,713 |
-71 |
Dec11 |
110216 |
58.10 |
58.33 |
57.39 |
58.11 |
+0.08 |
3,573 |
42,370 |
+321 |
Jan12 |
110216 |
58.16 |
58.16 |
58.08 |
58.16 |
+0.08 |
10 |
932 |
+7 |
Total Volume and Open Interest |
167,791 |
398,449 |
-3,868 |
Canola(WCE) |
Mar11 |
110216 |
574.1 |
575.4 |
565.8 |
575.0 |
+1.6 |
18,706 |
48,109 |
-4,077 |
May11 |
110216 |
581.7 |
583.6 |
574.5 |
582.9 |
+1.2 |
12,120 |
76,273 |
+4,621 |
Jul11 |
110216 |
591.6 |
591.6 |
582.3 |
590.2 |
+0.9 |
2,579 |
19,534 |
-319 |
Nov11 |
110216 |
564.4 |
564.4 |
556.4 |
563.1 |
-1.3 |
3,165 |
61,536 |
-236 |
Jan12 |
110216 |
569.4 |
570.0 |
564.4 |
568.5 |
-1.6 |
77 |
3,710 |
+30 |
Total Volume and Open Interest |
36,647 |
211,510 |
+19 |
Corn(CBOT) |
Mar11 |
110216 |
691.50 |
695.00 |
682.75 |
690.50 |
unch |
218,422 |
322,175 |
-21,419 |
May11 |
110216 |
701.50 |
705.00 |
692.75 |
701.00 |
unch |
148,724 |
560,888 |
+15,851 |
Jul11 |
110216 |
704.25 |
707.75 |
695.00 |
704.50 |
+0.25 |
68,080 |
327,208 |
+1,760 |
Sep11 |
110216 |
640.00 |
641.00 |
628.50 |
639.25 |
-1.25 |
7,012 |
64,211 |
+345 |
Dec11 |
110216 |
592.25 |
595.00 |
584.25 |
592.00 |
+0.50 |
44,556 |
349,669 |
-2,827 |
Mar12 |
110216 |
600.25 |
602.75 |
593.25 |
601.00 |
+0.75 |
1,666 |
42,512 |
+346 |
Total Volume and Open Interest |
492,510 |
1,719,874 |
-5,225 |
Wheat(CBOT) |
Mar11 |
110216 |
843.75 |
849.25 |
825.50 |
837.00 |
-3.25 |
95,153 |
104,854 |
-21,111 |
May11 |
110216 |
874.25 |
881.00 |
857.50 |
869.50 |
-2.75 |
62,911 |
166,972 |
+5,240 |
Jul11 |
110216 |
902.25 |
909.00 |
885.50 |
897.75 |
-2.25 |
15,089 |
127,922 |
+389 |
Sep11 |
110216 |
928.25 |
931.00 |
910.00 |
921.50 |
-3.25 |
3,869 |
34,629 |
+1,084 |
Dec11 |
110216 |
944.00 |
945.25 |
922.75 |
934.25 |
-3.50 |
5,225 |
88,358 |
+432 |
Total Volume and Open Interest |
184,677 |
546,877 |
-13,120 |
Wheat(KCBT) |
Mar11 |
110216 |
946.00 |
953.00 |
920.00 |
930.00 |
-13.50 |
19,852 |
43,410 |
-3,287 |
May11 |
110216 |
956.00 |
964.00 |
931.25 |
940.75 |
-13.50 |
11,751 |
72,610 |
+2,494 |
Jul11 |
110216 |
965.00 |
973.00 |
940.50 |
950.00 |
-13.50 |
6,973 |
60,028 |
+467 |
Sep11 |
110216 |
977.00 |
981.50 |
953.25 |
961.75 |
-12.25 |
1,332 |
16,337 |
+639 |
Dec11 |
110216 |
989.75 |
992.00 |
964.75 |
973.25 |
-12.00 |
1,701 |
16,275 |
+288 |
Total Volume and Open Interest |
41,840 |
212,527 |
+691 |
Wheat(MGE) |
Mar11 |
110216 |
978.50 |
983.75 |
947.50 |
957.50 |
-18.00 |
5,725 |
12,573 |
-918 |
May11 |
110216 |
988.25 |
994.75 |
959.25 |
967.00 |
-19.50 |
4,183 |
20,215 |
+989 |
Jul11 |
110216 |
999.25 |
1000.00 |
967.50 |
976.25 |
-18.00 |
2,107 |
12,335 |
+222 |
Sep11 |
110216 |
994.00 |
1000.00 |
969.50 |
978.50 |
-15.50 |
1,110 |
12,780 |
+46 |
Dec11 |
110216 |
999.25 |
1005.50 |
976.50 |
986.25 |
-11.75 |
797 |
9,951 |
+170 |
Total Volume and Open Interest |
14,038 |
69,997 |
+487 |
Oats(CBOT) |
Mar11 |
110216 |
405.75 |
409.00 |
402.00 |
404.50 |
-1.00 |
1,296 |
5,076 |
-504 |
May11 |
110216 |
411.50 |
415.50 |
409.25 |
412.00 |
-1.00 |
961 |
6,488 |
+290 |
Jul11 |
110216 |
418.75 |
418.75 |
415.25 |
418.00 |
-0.50 |
464 |
933 |
+182 |
Sep11 |
110216 |
391.00 |
391.00 |
391.00 |
391.00 |
unch |
8 |
291 |
+3 |
Total Volume and Open Interest |
2,774 |
14,505 |
-28 |
Rough Rice(CBOT) |
Mar11 |
110216 |
14.85 |
14.97 |
14.50 |
14.68 |
-0.55 |
1,596 |
10,940 |
-664 |
May11 |
110216 |
15.27 |
15.27 |
14.81 |
14.99 |
-0.56 |
844 |
8,860 |
+307 |
Jul11 |
110216 |
15.52 |
15.52 |
15.10 |
15.29 |
-0.54 |
442 |
3,325 |
+186 |
Sep11 |
110216 |
15.65 |
15.65 |
15.25 |
15.43 |
-0.48 |
172 |
2,121 |
+34 |
Total Volume and Open Interest |
3,115 |
25,876 |
-138 |
Live Cattle(CME) |
Feb11 |
110216 |
109.600 |
109.700 |
108.635 |
109.000 |
-0.050 |
5,061 |
12,564 |
-676 |
Apr11 |
110216 |
114.200 |
114.950 |
113.850 |
114.180 |
+0.395 |
19,514 |
170,060 |
+1,110 |
Jun11 |
110216 |
114.700 |
115.550 |
114.450 |
115.100 |
+0.700 |
7,908 |
87,998 |
+142 |
Aug11 |
110216 |
116.250 |
117.230 |
116.050 |
116.950 |
+0.815 |
4,383 |
32,588 |
+905 |
Oct11 |
110216 |
118.650 |
119.785 |
118.650 |
119.350 |
+0.700 |
1,801 |
24,314 |
+37 |
Dec11 |
110216 |
119.000 |
119.900 |
119.000 |
119.830 |
+0.750 |
1,507 |
19,874 |
+454 |
Total Volume and Open Interest |
40,755 |
353,698 |
+2,211 |
Feeder Cattle(CME) |
Mar11 |
110216 |
128.985 |
130.630 |
128.880 |
130.485 |
+1.950 |
2,413 |
15,436 |
-546 |
Apr11 |
110216 |
130.300 |
132.250 |
130.285 |
132.235 |
+2.335 |
1,213 |
8,988 |
+13 |
May11 |
110216 |
131.400 |
133.000 |
131.250 |
132.985 |
+2.000 |
1,631 |
10,847 |
+118 |
Aug11 |
110216 |
131.630 |
133.150 |
131.535 |
133.130 |
+1.845 |
689 |
11,436 |
+188 |
Sep11 |
110216 |
131.250 |
132.535 |
131.150 |
132.400 |
+1.400 |
99 |
1,717 |
+51 |
Oct11 |
110216 |
131.000 |
132.250 |
131.000 |
132.250 |
+1.550 |
74 |
833 |
+29 |
Nov11 |
110216 |
131.000 |
132.000 |
130.900 |
132.000 |
+1.300 |
35 |
439 |
+20 |
Total Volume and Open Interest |
6,156 |
49,716 |
-127 |
Lean Hogs(CME) |
Apr11 |
110216 |
92.550 |
95.000 |
91.550 |
91.900 |
-0.650 |
11,300 |
103,721 |
-288 |
May11 |
110216 |
100.500 |
101.600 |
99.535 |
100.200 |
-0.280 |
77 |
2,866 |
+38 |
Jun11 |
110216 |
102.330 |
103.830 |
101.700 |
101.980 |
-0.370 |
7,015 |
63,672 |
+1,713 |
Jul11 |
110216 |
101.230 |
102.450 |
100.600 |
100.650 |
-0.735 |
1,900 |
23,123 |
+192 |
Aug11 |
110216 |
100.000 |
100.750 |
99.150 |
99.580 |
-0.470 |
2,379 |
19,111 |
+195 |
Oct11 |
110216 |
88.930 |
89.500 |
88.100 |
88.800 |
-0.485 |
1,445 |
17,266 |
+427 |
Dec11 |
110216 |
84.550 |
85.100 |
83.900 |
84.500 |
-0.400 |
707 |
8,471 |
+296 |
Feb12 |
110216 |
85.100 |
85.500 |
84.200 |
84.750 |
-0.350 |
219 |
2,172 |
+89 |
Total Volume and Open Interest |
25,233 |
241,629 |
+2,783 |
Class III Milk(CME) |
Feb11 |
110216 |
16.97 |
16.97 |
16.92 |
16.93 |
-0.03 |
27 |
5,068 |
+16 |
Mar11 |
110216 |
18.78 |
18.97 |
18.76 |
18.94 |
+0.17 |
460 |
6,114 |
+102 |
Apr11 |
110216 |
18.66 |
18.79 |
18.65 |
18.78 |
+0.13 |
293 |
5,494 |
+182 |
May11 |
110216 |
18.20 |
18.33 |
18.20 |
18.33 |
+0.10 |
233 |
4,565 |
+55 |
Jun11 |
110216 |
17.86 |
17.96 |
17.80 |
17.94 |
+0.06 |
102 |
3,620 |
+24 |
Total Volume and Open Interest |
1,453 |
38,562 |
+454 |
Cocoa(ICE) |
Mar11 |
110216 |
3449 |
3464 |
3400 |
3463 |
+53 |
83 |
801 |
-186 |
May11 |
110216 |
3404 |
3432 |
3350 |
3421 |
+53 |
7,647 |
72,563 |
+162 |
Jul11 |
110216 |
3376 |
3400 |
3334 |
3387 |
+38 |
798 |
22,014 |
-286 |
Sep11 |
110216 |
3347 |
3373 |
3307 |
3360 |
+30 |
456 |
11,803 |
-194 |
Dec11 |
110216 |
3310 |
3334 |
3269 |
3324 |
+28 |
711 |
15,579 |
+284 |
Mar12 |
110216 |
3301 |
3361 |
3301 |
3355 |
+28 |
473 |
23,969 |
+258 |
May12 |
110216 |
3352 |
3352 |
3352 |
3352 |
+27 |
2 |
4,746 |
-1 |
Total Volume and Open Interest |
10,174 |
154,865 |
+36 |
Coffee "C"(ICE) |
Mar11 |
110216 |
259.10 |
261.60 |
255.10 |
258.65 |
+0.60 |
10,053 |
8,487 |
-4,049 |
May11 |
110216 |
260.50 |
264.60 |
257.80 |
261.60 |
+0.50 |
16,794 |
80,831 |
+3,062 |
Jul11 |
110216 |
263.70 |
266.25 |
259.45 |
263.35 |
+0.65 |
2,642 |
17,768 |
-306 |
Sep11 |
110216 |
263.40 |
266.20 |
259.85 |
263.45 |
+0.60 |
1,427 |
7,683 |
+455 |
Dec11 |
110216 |
261.70 |
263.80 |
258.60 |
261.60 |
+0.70 |
326 |
11,144 |
+7 |
Mar12 |
110216 |
256.05 |
261.00 |
256.05 |
258.70 |
+0.60 |
149 |
1,857 |
+33 |
Total Volume and Open Interest |
31,422 |
128,663 |
-796 |
Orange Juice(ICE) |
Mar11 |
110216 |
167.55 |
175.30 |
167.40 |
174.60 |
+7.25 |
1,180 |
10,072 |
-1,257 |
May11 |
110216 |
166.45 |
172.50 |
166.40 |
171.15 |
+4.85 |
1,335 |
15,570 |
+500 |
Jul11 |
110216 |
165.65 |
170.25 |
165.65 |
169.10 |
+3.80 |
38 |
2,745 |
+39 |
Sep11 |
110216 |
165.55 |
169.50 |
165.55 |
168.25 |
+3.25 |
106 |
607 |
+46 |
Nov11 |
110216 |
163.00 |
164.50 |
163.00 |
163.65 |
+1.05 |
12 |
735 |
+60 |
Jan12 |
110216 |
162.00 |
162.00 |
161.55 |
161.75 |
+0.20 |
8 |
12 |
+4 |
Total Volume and Open Interest |
2,679 |
29,763 |
-608 |
Sugar #11(ICE) |
Mar11 |
110216 |
31.11 |
32.35 |
31.05 |
31.77 |
+0.95 |
92,873 |
104,324 |
-36,087 |
May11 |
110216 |
28.35 |
29.61 |
28.35 |
29.22 |
+1.01 |
67,982 |
205,225 |
+8,426 |
Jul11 |
110216 |
26.25 |
27.36 |
26.21 |
27.03 |
+0.90 |
19,197 |
169,610 |
+1,404 |
Oct11 |
110216 |
24.56 |
25.57 |
24.56 |
25.35 |
+0.79 |
7,464 |
75,120 |
+1,281 |
Mar12 |
110216 |
23.95 |
24.75 |
23.85 |
24.58 |
+0.79 |
5,066 |
54,009 |
+1,421 |
Total Volume and Open Interest |
194,198 |
663,043 |
-23,383 |
London Cocoa(LCE) |
Mar11 |
110216 |
2219 |
2256 |
2201 |
2253 |
+45 |
3,146 |
42,870 |
-261 |
May11 |
110216 |
2202 |
2240 |
2184 |
2237 |
+46 |
6,073 |
40,047 |
+778 |
Jul11 |
110216 |
2176 |
2200 |
2161 |
2186 |
+22 |
372 |
29,815 |
+59 |
Sep11 |
110216 |
2162 |
2172 |
2151 |
2156 |
+16 |
348 |
21,880 |
+135 |
Dec11 |
110216 |
2127 |
2145 |
2107 |
2134 |
+20 |
293 |
28,732 |
-156 |
Mar12 |
110216 |
2123 |
2140 |
2103 |
2134 |
+23 |
90 |
22,967 |
+73 |
May12 |
110216 |
2131 |
2143 |
2129 |
2141 |
+23 |
1 |
4,367 |
+0 |
Total Volume and Open Interest |
10,323 |
198,647 |
+628 |
London Sugar(LCE) |
May11 |
110216 |
732.70 |
755.00 |
728.20 |
748.70 |
+23.40 |
1,889 |
22,497 |
-131 |
Aug11 |
110216 |
700.70 |
718.80 |
696.90 |
714.60 |
+22.00 |
545 |
11,667 |
+154 |
Oct11 |
110216 |
654.00 |
669.30 |
653.10 |
663.90 |
+19.80 |
39 |
3,259 |
+25 |
Dec11 |
110216 |
641.00 |
653.20 |
641.00 |
647.90 |
+19.90 |
26 |
1,161 |
+8 |
Mar12 |
110216 |
629.90 |
644.30 |
627.70 |
639.30 |
+16.60 |
27 |
864 |
+13 |
Total Volume and Open Interest |
2,542 |
39,676 |
+69 |
Cotton(ICE) |
Mar11 |
110216 |
192.83 |
197.02 |
191.38 |
197.02 |
+7.00 |
16,327 |
22,674 |
-8,659 |
May11 |
110216 |
188.86 |
194.93 |
188.86 |
194.93 |
+7.00 |
13,899 |
68,743 |
+4,637 |
Jul11 |
110216 |
179.97 |
186.56 |
179.97 |
186.56 |
+7.00 |
4,749 |
37,543 |
+367 |
Oct11 |
110216 |
152.46 |
152.47 |
152.46 |
152.47 |
+7.00 |
6 |
271 |
+1 |
Dec11 |
110216 |
124.70 |
131.75 |
124.70 |
129.09 |
+4.33 |
4,421 |
59,264 |
+901 |
Mar12 |
110216 |
118.50 |
124.66 |
118.50 |
122.50 |
+4.19 |
157 |
3,661 |
-9 |
Total Volume and Open Interest |
39,660 |
195,668 |
-2,720 |
Lumber(CME) |
Mar11 |
110216 |
314.8 |
315.3 |
309.5 |
310.5 |
-4.8 |
789 |
3,107 |
-164 |
May11 |
110216 |
331.5 |
332.0 |
326.6 |
328.5 |
-4.0 |
681 |
5,397 |
+175 |
Jul11 |
110216 |
330.5 |
332.0 |
329.1 |
329.8 |
-4.1 |
71 |
1,864 |
+23 |
Sep11 |
110216 |
330.9 |
331.9 |
329.9 |
331.9 |
-1.9 |
10 |
236 |
+2 |
Total Volume and Open Interest |
1,551 |
10,607 |
+36 |
Crude Oil(NYM) |
Mar11 |
110216 |
84.44 |
85.95 |
84.12 |
84.99 |
+0.67 |
284,165 |
147,213 |
-23,838 |
Apr11 |
110216 |
87.75 |
88.77 |
87.09 |
87.84 |
+0.27 |
229,224 |
258,637 |
+3,046 |
May11 |
110216 |
91.07 |
91.81 |
90.27 |
90.96 |
+0.10 |
118,961 |
170,756 |
+4,415 |
Jun11 |
110216 |
92.89 |
93.48 |
92.10 |
92.82 |
+0.14 |
88,035 |
126,787 |
+3,352 |
Jul11 |
110216 |
94.17 |
94.71 |
93.47 |
94.13 |
+0.17 |
26,236 |
71,194 |
+2,144 |
Aug11 |
110216 |
94.95 |
95.45 |
94.32 |
94.97 |
+0.19 |
13,019 |
48,510 |
+98 |
Sep11 |
110216 |
95.83 |
96.00 |
94.91 |
95.57 |
+0.23 |
13,637 |
46,250 |
+1,882 |
Oct11 |
110216 |
96.26 |
96.27 |
95.98 |
96.07 |
+0.27 |
5,068 |
32,168 |
-22 |
Nov11 |
110216 |
96.60 |
96.76 |
96.21 |
96.52 |
+0.30 |
3,260 |
31,417 |
+373 |
Dec11 |
110216 |
96.87 |
97.41 |
96.20 |
96.90 |
+0.30 |
46,657 |
166,787 |
-3,992 |
Jan12 |
110216 |
97.58 |
97.70 |
96.83 |
97.22 |
+0.29 |
2,336 |
29,677 |
+218 |
Feb12 |
110216 |
97.32 |
97.61 |
97.20 |
97.46 |
+0.28 |
1,602 |
12,333 |
-342 |
Mar12 |
110216 |
97.74 |
97.74 |
97.57 |
97.65 |
+0.27 |
1,195 |
17,711 |
-50 |
Apr12 |
110216 |
97.79 |
97.79 |
97.79 |
97.79 |
+0.26 |
668 |
7,855 |
-151 |
May12 |
110216 |
97.93 |
97.93 |
97.93 |
97.93 |
+0.25 |
541 |
8,628 |
-2 |
Jun12 |
110216 |
98.38 |
98.55 |
97.62 |
98.09 |
+0.25 |
4,365 |
54,944 |
+369 |
Total Volume and Open Interest |
871,147 |
1,559,669 |
-8,069 |
e-miNY Crude Oil(NYM) |
Feb11 |
110119 |
91.225 |
92.100 |
90.500 |
90.850 |
-0.525 |
6,388 |
2,249 |
-394 |
Mar11 |
110216 |
84.425 |
85.950 |
84.100 |
85.000 |
+0.675 |
7,845 |
9,885 |
-131 |
Apr11 |
110216 |
87.775 |
88.775 |
87.075 |
87.850 |
+0.275 |
2,764 |
3,773 |
+378 |
May11 |
110216 |
91.075 |
91.550 |
90.300 |
90.950 |
+0.100 |
933 |
1,571 |
+231 |
Jun11 |
110216 |
92.825 |
93.100 |
92.200 |
92.825 |
+0.150 |
244 |
281 |
+178 |
Jul11 |
110216 |
94.125 |
94.125 |
94.125 |
94.125 |
+0.175 |
1 |
23 |
+1 |
Aug11 |
110216 |
94.975 |
94.975 |
94.975 |
94.975 |
+0.200 |
0 |
12 |
+0 |
Sep11 |
110216 |
95.675 |
95.700 |
95.575 |
95.575 |
+0.225 |
2 |
10 |
+0 |
Oct11 |
110216 |
95.950 |
96.300 |
95.925 |
96.075 |
+0.275 |
2 |
45 |
+0 |
Nov11 |
110216 |
96.525 |
96.525 |
96.525 |
96.525 |
+0.300 |
0 |
3 |
+0 |
Total Volume and Open Interest |
11,795 |
15,920 |
+657 |
Heating Oil(NYM) |
Mar11 |
110216 |
273.15 |
279.32 |
273.15 |
277.48 |
+4.58 |
46,943 |
67,234 |
-4,210 |
Apr11 |
110216 |
273.20 |
279.82 |
273.20 |
278.09 |
+4.85 |
30,852 |
69,027 |
+2,832 |
May11 |
110216 |
274.71 |
280.33 |
274.71 |
278.92 |
+5.09 |
14,129 |
40,295 |
+2,119 |
Jun11 |
110216 |
275.40 |
281.29 |
275.40 |
279.89 |
+5.25 |
14,400 |
42,458 |
+1,363 |
Jul11 |
110216 |
277.98 |
282.42 |
277.68 |
281.26 |
+5.40 |
4,122 |
18,725 |
+1,009 |
Aug11 |
110216 |
278.85 |
284.00 |
278.85 |
282.72 |
+5.52 |
1,292 |
12,385 |
+52 |
Sep11 |
110216 |
280.11 |
285.11 |
280.11 |
284.54 |
+5.61 |
1,170 |
12,561 |
-202 |
Oct11 |
110216 |
282.48 |
286.62 |
282.48 |
286.45 |
+5.63 |
913 |
6,005 |
+92 |
Nov11 |
110216 |
285.03 |
289.46 |
285.03 |
288.51 |
+5.60 |
932 |
6,714 |
+270 |
Dec11 |
110216 |
285.91 |
291.03 |
285.63 |
290.37 |
+5.58 |
5,615 |
26,759 |
+882 |
Jan12 |
110216 |
287.90 |
293.30 |
287.90 |
291.98 |
+5.56 |
749 |
6,729 |
+153 |
Feb12 |
110216 |
290.36 |
292.63 |
290.36 |
292.63 |
+5.49 |
175 |
1,477 |
+84 |
Total Volume and Open Interest |
121,437 |
321,435 |
+4,524 |
Gasoline(NYMEX) |
Mar11 |
110216 |
248.50 |
254.84 |
248.50 |
254.47 |
+5.59 |
45,120 |
49,525 |
-6,709 |
Apr11 |
110216 |
262.53 |
269.24 |
262.00 |
268.22 |
+5.86 |
38,786 |
66,674 |
+4,804 |
May11 |
110216 |
264.93 |
270.61 |
264.91 |
269.89 |
+5.77 |
13,437 |
48,355 |
+1,218 |
Jun11 |
110216 |
265.17 |
271.69 |
264.82 |
270.67 |
+5.70 |
10,189 |
33,034 |
+998 |
Jul11 |
110216 |
265.93 |
271.18 |
265.93 |
270.80 |
+5.73 |
2,943 |
17,932 |
+882 |
Aug11 |
110216 |
266.53 |
270.37 |
266.26 |
270.37 |
+5.85 |
683 |
10,336 |
+147 |
Sep11 |
110216 |
264.70 |
268.99 |
264.70 |
268.99 |
+5.92 |
708 |
6,708 |
+3 |
Oct11 |
110216 |
254.80 |
259.35 |
254.50 |
258.86 |
+6.07 |
328 |
4,481 |
+32 |
Nov11 |
110216 |
253.02 |
257.11 |
253.00 |
257.11 |
+6.01 |
263 |
2,842 |
+17 |
Dec11 |
110216 |
251.39 |
257.55 |
251.39 |
256.40 |
+5.94 |
963 |
21,547 |
+211 |
Total Volume and Open Interest |
113,909 |
276,250 |
+1,821 |
e-miNY RBOB Gasoline(NYM) |
Mar11 |
110216 |
254.50 |
254.50 |
254.47 |
254.50 |
+5.60 |
0 |
5 |
+0 |
Apr11 |
110216 |
267.40 |
268.20 |
267.40 |
268.20 |
+5.80 |
0 |
1 |
+0 |
May11 |
110216 |
269.90 |
269.90 |
269.89 |
269.90 |
+5.80 |
0 |
1 |
+0 |
Jun11 |
110216 |
270.70 |
270.70 |
270.67 |
270.70 |
+5.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
11 |
+0 |
Natural Gas(NYM) |
Mar11 |
110216 |
3.994 |
3.997 |
3.908 |
3.921 |
-0.055 |
127,677 |
87,551 |
-19,780 |
Apr11 |
110216 |
4.048 |
4.051 |
3.953 |
3.961 |
-0.069 |
96,959 |
176,960 |
+12,023 |
May11 |
110216 |
4.107 |
4.118 |
4.021 |
4.030 |
-0.067 |
35,827 |
203,605 |
+6,526 |
Jun11 |
110216 |
4.143 |
4.167 |
4.081 |
4.088 |
-0.065 |
17,189 |
60,791 |
+2,326 |
Jul11 |
110216 |
4.206 |
4.221 |
4.138 |
4.143 |
-0.067 |
8,756 |
51,918 |
+193 |
Aug11 |
110216 |
4.236 |
4.236 |
4.170 |
4.175 |
-0.069 |
6,223 |
22,988 |
-17 |
Sep11 |
110216 |
4.250 |
4.250 |
4.181 |
4.187 |
-0.066 |
6,918 |
21,937 |
+1,683 |
Oct11 |
110216 |
4.299 |
4.299 |
4.221 |
4.233 |
-0.066 |
12,422 |
72,971 |
+264 |
Nov11 |
110216 |
4.447 |
4.467 |
4.415 |
4.425 |
-0.061 |
1,623 |
25,490 |
-6 |
Dec11 |
110216 |
4.714 |
4.714 |
4.650 |
4.658 |
-0.063 |
2,070 |
24,239 |
+284 |
Jan12 |
110216 |
4.831 |
4.831 |
4.775 |
4.783 |
-0.063 |
4,116 |
53,662 |
+346 |
Feb12 |
110216 |
4.804 |
4.810 |
4.772 |
4.774 |
-0.062 |
642 |
12,859 |
-79 |
Mar12 |
110216 |
4.717 |
4.742 |
4.702 |
4.704 |
-0.062 |
876 |
25,713 |
+85 |
Apr12 |
110216 |
4.560 |
4.590 |
4.557 |
4.557 |
-0.053 |
369 |
23,348 |
+93 |
May12 |
110216 |
4.580 |
4.605 |
4.580 |
4.584 |
-0.049 |
17 |
5,762 |
+7 |
Jun12 |
110216 |
4.611 |
4.653 |
4.611 |
4.616 |
-0.049 |
10 |
4,432 |
+8 |
Total Volume and Open Interest |
322,299 |
944,994 |
+4,260 |
Brent Crude Oil(ICE) |
Apr11 |
110216 |
101.75 |
104.52 |
101.73 |
103.78 |
+2.14 |
184,707 |
209,611 |
-8,097 |
May11 |
110216 |
102.10 |
104.70 |
102.10 |
104.01 |
+2.10 |
78,856 |
140,432 |
+4,300 |
Jun11 |
110216 |
102.29 |
104.86 |
102.29 |
104.17 |
+2.06 |
59,460 |
122,593 |
-882 |
Jul11 |
110216 |
102.59 |
104.91 |
102.59 |
104.25 |
+2.05 |
17,400 |
39,140 |
-2,122 |
Aug11 |
110216 |
102.96 |
104.96 |
102.83 |
104.32 |
+2.04 |
8,163 |
24,038 |
-254 |
Sep11 |
110216 |
102.74 |
105.00 |
102.74 |
104.35 |
+2.03 |
10,178 |
28,870 |
-263 |
Oct11 |
110216 |
103.11 |
105.07 |
102.95 |
104.41 |
+2.00 |
7,437 |
18,854 |
-385 |
Nov11 |
110216 |
102.87 |
105.09 |
102.87 |
104.43 |
+1.98 |
8,187 |
14,674 |
-276 |
Dec11 |
110216 |
102.69 |
105.20 |
102.69 |
104.45 |
+1.96 |
33,171 |
109,551 |
+841 |
Jan12 |
110216 |
104.50 |
104.50 |
104.50 |
104.50 |
+1.93 |
1,749 |
15,096 |
-104 |
Feb12 |
110216 |
104.56 |
104.56 |
104.56 |
104.56 |
+1.90 |
1,491 |
8,492 |
+215 |
Mar12 |
110216 |
104.61 |
104.61 |
104.61 |
104.61 |
+1.88 |
1,609 |
15,750 |
+433 |
Apr12 |
110216 |
104.57 |
104.57 |
104.57 |
104.57 |
+1.89 |
245 |
3,587 |
+109 |
May12 |
110216 |
104.49 |
104.49 |
104.49 |
104.49 |
+1.88 |
183 |
3,498 |
+15 |
Total Volume and Open Interest |
422,867 |
872,385 |
-5,742 |
Gas Oil(ICE) |
Mar11 |
110216 |
860.00 |
878.00 |
858.00 |
867.75 |
+0.75 |
85,545 |
180,696 |
-5,754 |
Apr11 |
110216 |
861.50 |
881.50 |
861.00 |
871.00 |
+1.00 |
88,067 |
124,815 |
+6,309 |
May11 |
110216 |
865.00 |
884.25 |
864.00 |
873.75 |
+1.25 |
31,500 |
76,532 |
-1,280 |
Jun11 |
110216 |
867.75 |
887.00 |
867.00 |
876.75 |
+1.50 |
21,744 |
65,624 |
+257 |
Jul11 |
110216 |
872.00 |
889.75 |
872.00 |
880.75 |
+2.00 |
3,849 |
25,887 |
-953 |
Aug11 |
110216 |
878.00 |
893.25 |
877.75 |
884.50 |
+2.00 |
3,502 |
23,573 |
+789 |
Sep11 |
110216 |
879.25 |
897.00 |
879.25 |
888.25 |
+2.25 |
4,311 |
21,553 |
+1,088 |
Oct11 |
110216 |
881.75 |
899.25 |
881.75 |
890.50 |
+2.25 |
1,828 |
17,953 |
+254 |
Nov11 |
110216 |
891.50 |
900.50 |
888.25 |
891.75 |
+2.25 |
1,361 |
14,853 |
+709 |
Dec11 |
110216 |
883.50 |
902.50 |
883.00 |
893.50 |
+2.25 |
12,502 |
54,469 |
+597 |
Total Volume and Open Interest |
257,307 |
693,172 |
+2,349 |
Ethanol(CBOT) |
Feb11 |
110203 |
2.340 |
2.345 |
2.340 |
2.340 |
+0.005 |
15 |
114 |
-120 |
Mar11 |
110216 |
2.435 |
2.440 |
2.418 |
2.440 |
-0.004 |
211 |
656 |
-95 |
Apr11 |
110216 |
2.449 |
2.460 |
2.449 |
2.460 |
-0.003 |
153 |
1,006 |
-14 |
May11 |
110216 |
2.475 |
2.477 |
2.475 |
2.475 |
unch |
57 |
480 |
+0 |
Jun11 |
110216 |
2.470 |
2.483 |
2.465 |
2.480 |
-0.004 |
131 |
948 |
+9 |
Jul11 |
110216 |
2.495 |
2.495 |
2.481 |
2.488 |
-0.007 |
78 |
1,006 |
+47 |
Aug11 |
110216 |
2.460 |
2.464 |
2.460 |
2.464 |
-0.007 |
82 |
916 |
-15 |
Sep11 |
110216 |
2.350 |
2.355 |
2.340 |
2.355 |
-0.012 |
26 |
620 |
+7 |
Total Volume and Open Interest |
819 |
7,447 |
-44 |
WTI Crude Oil(ICE |
Mar11 |
110216 |
84.49 |
85.92 |
84.11 |
84.99 |
+0.67 |
53,315 |
47,199 |
-5,551 |
Apr11 |
110216 |
87.75 |
88.76 |
87.08 |
87.84 |
+0.27 |
97,084 |
89,294 |
+69 |
May11 |
110216 |
91.04 |
91.79 |
90.29 |
90.96 |
+0.10 |
49,322 |
67,253 |
-510 |
Jun11 |
110216 |
93.27 |
93.49 |
92.15 |
92.82 |
+0.14 |
36,363 |
68,133 |
+1,378 |
Jul11 |
110216 |
94.56 |
94.62 |
93.48 |
94.13 |
+0.17 |
10,418 |
23,688 |
+282 |
Aug11 |
110216 |
95.37 |
95.43 |
94.51 |
94.97 |
+0.19 |
5,048 |
17,671 |
-400 |
Sep11 |
110216 |
95.93 |
96.00 |
95.07 |
95.57 |
+0.23 |
5,593 |
23,153 |
-158 |
Oct11 |
110216 |
95.92 |
96.28 |
95.58 |
96.07 |
+0.27 |
3,432 |
18,414 |
+64 |
Nov11 |
110216 |
96.56 |
96.75 |
96.06 |
96.52 |
+0.30 |
1,667 |
11,527 |
+49 |
Dec11 |
110216 |
97.18 |
97.40 |
96.21 |
96.90 |
+0.30 |
20,860 |
92,237 |
-1,510 |
Jan12 |
110216 |
97.22 |
97.22 |
97.22 |
97.22 |
+0.29 |
838 |
9,220 |
+76 |
Feb12 |
110216 |
97.46 |
97.46 |
97.46 |
97.46 |
+0.28 |
198 |
1,765 |
+72 |
Mar12 |
110216 |
97.65 |
97.65 |
97.65 |
97.65 |
+0.27 |
140 |
4,201 |
-1 |
Apr12 |
110216 |
97.79 |
97.79 |
97.79 |
97.79 |
+0.26 |
27 |
1,813 |
+8 |
May12 |
110216 |
97.93 |
97.93 |
97.93 |
97.93 |
+0.25 |
29 |
959 |
+0 |
Jun12 |
110216 |
98.09 |
98.09 |
98.09 |
98.09 |
+0.25 |
447 |
23,719 |
-44 |
Total Volume and Open Interest |
289,091 |
581,952 |
-6,513 |
US Dollar Index(ICE) |
Mar11 |
110216 |
78.590 |
78.870 |
78.220 |
78.277 |
-0.383 |
14,250 |
38,831 |
-219 |
Jun11 |
110216 |
78.890 |
79.125 |
78.555 |
78.607 |
-0.382 |
182 |
1,216 |
-11 |
Sep11 |
110216 |
78.967 |
78.967 |
78.967 |
78.967 |
-0.382 |
0 |
4 |
+0 |
Total Volume and Open Interest |
14,432 |
40,052 |
-230 |
Australian Dollar(CME) |
Mar11 |
110216 |
99.42 |
100.25 |
99.30 |
100.12 |
+0.81 |
93,023 |
121,313 |
-4,081 |
Jun11 |
110216 |
98.27 |
99.08 |
98.17 |
98.98 |
+0.81 |
247 |
1,098 |
+126 |
Sep11 |
110216 |
97.77 |
97.77 |
96.96 |
97.77 |
+0.81 |
0 |
14 |
+0 |
Total Volume and Open Interest |
93,270 |
122,473 |
-3,955 |
British Pound(CME) |
Mar11 |
110216 |
161.20 |
161.82 |
159.83 |
160.92 |
-0.36 |
202,663 |
131,910 |
+21,500 |
Jun11 |
110216 |
161.02 |
161.59 |
159.67 |
160.73 |
-0.34 |
164 |
797 |
+48 |
Sep11 |
110216 |
160.22 |
160.80 |
160.22 |
160.45 |
-0.35 |
2 |
23 |
-1 |
Total Volume and Open Interest |
202,830 |
132,763 |
+21,548 |
Canadian Dollar(CME) |
Mar11 |
110216 |
100.99 |
101.51 |
100.96 |
101.42 |
+0.36 |
54,859 |
134,089 |
+45 |
Jun11 |
110216 |
100.84 |
101.27 |
100.84 |
101.20 |
+0.36 |
399 |
3,810 |
+156 |
Sep11 |
110216 |
100.77 |
100.91 |
100.55 |
100.91 |
+0.36 |
24 |
1,087 |
+5 |
Dec11 |
110216 |
100.52 |
100.65 |
100.27 |
100.61 |
+0.34 |
113 |
1,751 |
+51 |
Total Volume and Open Interest |
55,398 |
140,822 |
+258 |
Japanese Yen(CME) |
Mar11 |
110216 |
119.43 |
119.79 |
119.09 |
119.70 |
+0.39 |
144,499 |
115,127 |
+5,794 |
Jun11 |
110216 |
119.54 |
119.84 |
119.19 |
119.79 |
+0.38 |
419 |
1,637 |
+48 |
Sep11 |
110216 |
119.31 |
119.95 |
119.31 |
119.95 |
+0.37 |
3 |
32 |
+2 |
Total Volume and Open Interest |
144,921 |
116,803 |
+5,844 |
Swiss Franc(CME) |
Mar11 |
110216 |
103.44 |
104.71 |
102.70 |
104.35 |
+0.90 |
45,781 |
41,805 |
+371 |
Jun11 |
110216 |
103.66 |
104.70 |
102.83 |
104.44 |
+0.90 |
39 |
113 |
-3 |
Sep11 |
110216 |
104.56 |
104.56 |
103.66 |
104.56 |
+0.90 |
0 |
5 |
+0 |
Total Volume and Open Interest |
45,820 |
41,934 |
+368 |
EuroFX(CME) |
Mar11 |
110216 |
134.85 |
135.86 |
134.58 |
135.64 |
+0.75 |
319,852 |
188,211 |
-428 |
Jun11 |
110216 |
134.79 |
135.64 |
134.46 |
135.47 |
+0.74 |
804 |
4,669 |
-3 |
Sep11 |
110216 |
134.71 |
135.24 |
134.49 |
135.24 |
+0.75 |
20 |
63 |
+10 |
Total Volume and Open Interest |
320,676 |
193,304 |
-421 |
Mexican Peso(CME) |
Mar11 |
110216 |
821.2 |
827.5 |
819.8 |
827.0 |
+5.5 |
44,131 |
148,529 |
-7,571 |
Apr11 |
110216 |
826.5 |
826.5 |
821.0 |
826.5 |
+5.5 |
|
|
|
Total Volume and Open Interest |
44,317 |
149,874 |
-7,555 |
30-Year T-Bonds(CBOT) |
Mar11 |
110216 |
119~010 |
119~200 |
118~180 |
118~300 |
-0~010 |
281,321 |
573,147 |
-9,019 |
Jun11 |
110216 |
117~060 |
118~010 |
117~000 |
117~110 |
-0~010 |
4,117 |
18,700 |
+1,939 |
Sep11 |
110216 |
115~230 |
115~240 |
115~230 |
115~230 |
-0~010 |
0 |
1 |
+0 |
Total Volume and Open Interest |
285,438 |
591,848 |
-7,080 |
10-Year T-Notes(CBOT) |
Mar11 |
110216 |
118~220 |
118~300 |
118~110 |
118~190 |
-0~015 |
1,109,047 |
1,504,629 |
-12,113 |
Jun11 |
110216 |
117~030 |
117~150 |
116~275 |
117~045 |
-0~005 |
36,424 |
58,101 |
+12,598 |
Sep11 |
110216 |
115~295 |
115~300 |
115~295 |
115~295 |
-0~005 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,145,471 |
1,562,735 |
+485 |
5-Year T-Notes(CBOT) |
Mar11 |
110216 |
116~082 |
116~101 |
116~047 |
116~069 |
-0~008 |
605,727 |
1,291,455 |
-1,398 |
Jun11 |
110216 |
115~069 |
115~099 |
115~044 |
115~066 |
-0~009 |
44,467 |
69,299 |
+18,543 |
Sep11 |
110216 |
114~090 |
114~099 |
114~090 |
114~090 |
-0~009 |
|
|
|
Total Volume and Open Interest |
650,194 |
1,360,754 |
+17,145 |
2 Year T-Notes(CBOT) |
Mar11 |
110216 |
109~012 |
109~018 |
109~000 |
109~008 |
-0~003 |
288,978 |
905,440 |
+8,478 |
Jun11 |
110216 |
108~086 |
108~098 |
108~081 |
108~088 |
-0~003 |
11,442 |
23,111 |
+6,504 |
Sep11 |
110216 |
108~054 |
108~057 |
108~054 |
108~054 |
-0~003 |
|
|
|
Total Volume and Open Interest |
300,420 |
928,551 |
+14,982 |
Eurodollars(CME) |
Mar11 |
110216 |
99.670 |
99.675 |
99.668 |
99.670 |
unch |
126,063 |
1,080,575 |
-14,858 |
Jun11 |
110216 |
99.575 |
99.590 |
99.565 |
99.580 |
+0.010 |
192,133 |
1,195,003 |
+12,285 |
Sep11 |
110216 |
99.425 |
99.450 |
99.405 |
99.435 |
+0.015 |
268,029 |
1,207,394 |
+30,077 |
Dec11 |
110216 |
99.190 |
99.220 |
99.160 |
99.195 |
+0.015 |
326,200 |
1,160,368 |
+20,979 |
Mar12 |
110216 |
98.870 |
98.895 |
98.825 |
98.855 |
-0.005 |
361,358 |
1,043,077 |
+2,503 |
Jun12 |
110216 |
98.500 |
98.535 |
98.435 |
98.470 |
-0.020 |
355,954 |
723,325 |
+1,221 |
Sep12 |
110216 |
98.145 |
98.180 |
98.060 |
98.095 |
-0.035 |
239,932 |
535,779 |
+3,859 |
Dec12 |
110216 |
97.820 |
97.865 |
97.725 |
97.760 |
-0.040 |
231,610 |
439,045 |
+8,731 |
Mar13 |
110216 |
97.540 |
97.585 |
97.435 |
97.475 |
-0.040 |
163,764 |
258,405 |
-3,748 |
Jun13 |
110216 |
97.265 |
97.325 |
97.170 |
97.210 |
-0.035 |
117,091 |
211,602 |
+129 |
Sep13 |
110216 |
97.020 |
97.070 |
96.920 |
96.960 |
-0.035 |
80,534 |
205,893 |
+3,386 |
Dec13 |
110216 |
96.760 |
96.820 |
96.675 |
96.715 |
-0.035 |
60,557 |
182,725 |
+2,745 |
Mar14 |
110216 |
96.550 |
96.590 |
96.455 |
96.495 |
-0.030 |
29,760 |
127,183 |
-92 |
Jun14 |
110216 |
96.300 |
96.360 |
96.230 |
96.275 |
-0.020 |
24,785 |
104,442 |
-2,196 |
Sep14 |
110216 |
96.085 |
96.140 |
96.025 |
96.070 |
-0.010 |
17,576 |
63,751 |
-634 |
Dec14 |
110216 |
95.875 |
95.930 |
95.820 |
95.870 |
unch |
22,389 |
78,972 |
+1,528 |
Mar15 |
110216 |
95.695 |
95.750 |
95.655 |
95.705 |
+0.005 |
12,860 |
56,861 |
-927 |
Jun15 |
110216 |
3.775 |
3.845 |
3.750 |
3.800 |
+0.015 |
12,092 |
38,497 |
-274 |
Total Volume and Open Interest |
2,670,052 |
8,886,901 |
+62,658 |
30 Day Federal Funds(CBOT) |
Feb11 |
110216 |
99.840 |
99.840 |
99.838 |
99.838 |
unch |
3,222 |
82,113 |
-13 |
Mar11 |
110216 |
99.845 |
99.850 |
99.840 |
99.845 |
+0.005 |
1,048 |
59,051 |
+536 |
Apr11 |
110216 |
99.855 |
99.860 |
99.850 |
99.855 |
+0.005 |
662 |
54,066 |
-22 |
May11 |
110216 |
99.855 |
99.855 |
99.850 |
99.850 |
unch |
3,222 |
59,600 |
+1,542 |
Jun11 |
110216 |
99.845 |
99.850 |
99.840 |
99.845 |
unch |
2,287 |
45,499 |
+1,533 |
Jul11 |
110216 |
99.815 |
99.820 |
99.810 |
99.820 |
unch |
2,643 |
56,231 |
+616 |
Total Volume and Open Interest |
34,659 |
598,736 |
+6,337 |
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 |
110216 |
99.658 |
99.660 |
99.658 |
99.660 |
-0.002 |
525 |
4,086 |
+25 |
Jun11 |
110216 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
150 |
+0 |
Sep11 |
110216 |
99.628 |
99.628 |
99.628 |
99.628 |
unch |
|
|
|
Dec11 |
110216 |
99.603 |
99.603 |
99.603 |
99.603 |
unch |
0 |
75 |
+0 |
Mar12 |
110216 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Jun12 |
110216 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
|
|
|
Sep12 |
110216 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Dec12 |
110216 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Mar13 |
110216 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Jun13 |
110216 |
99.440 |
99.440 |
99.440 |
99.440 |
unch |
|
|
|
Total Volume and Open Interest |
525 |
4,311 |
+25 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110216 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
5,147 |
-198 |
Jun11 |
110216 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
200 |
972 |
+0 |
Sep11 |
110216 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
786 |
+0 |
Dec11 |
110216 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
205 |
2,109 |
+0 |
Mar12 |
110216 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
405 |
+0 |
Jun12 |
110216 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
754 |
+0 |
Sep12 |
110216 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
310 |
+0 |
Dec12 |
110216 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
405 |
10,488 |
-198 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110216 |
138.83 |
138.98 |
138.50 |
138.50 |
-0.33 |
1,335 |
16,441 |
+855 |
Jun11 |
110216 |
138.00 |
138.00 |
137.58 |
137.58 |
-0.42 |
21 |
31 |
+9 |
Sep11 |
110216 |
135.15 |
135.15 |
135.15 |
135.15 |
-0.42 |
|
|
|
Total Volume and Open Interest |
1,356 |
16,472 |
+864 |
Euro-Bund(EUREX) |
Mar11 |
110216 |
122.65 |
123.44 |
122.64 |
123.07 |
+0.39 |
833,159 |
1,554,465 |
+165,538 |
Jun11 |
110216 |
121.23 |
122.00 |
121.23 |
121.65 |
+0.38 |
4,921 |
33,841 |
+1,538 |
Sep11 |
110216 |
121.32 |
121.32 |
121.32 |
121.32 |
+0.39 |
92 |
77 |
-16 |
Total Volume and Open Interest |
838,172 |
1,588,383 |
+167,060 |
Euro-Bobl(EUREX) |
Mar11 |
110216 |
116.65 |
117.13 |
116.64 |
116.86 |
+0.19 |
480,955 |
1,053,392 |
+82,609 |
Jun11 |
110216 |
115.13 |
115.60 |
115.13 |
115.41 |
+0.18 |
2,802 |
35,981 |
+6,524 |
Sep11 |
110216 |
114.81 |
114.81 |
114.81 |
114.81 |
+0.14 |
0 |
30 |
+30 |
Total Volume and Open Interest |
483,757 |
1,089,403 |
+89,163 |
3-Mth Euribor(EUREX) |
Mar11 |
110216 |
98.875 |
98.875 |
98.870 |
98.870 |
+0.005 |
5 |
5,729 |
-4 |
Jun11 |
110216 |
98.605 |
98.610 |
98.600 |
98.600 |
+0.005 |
2 |
9,626 |
+21 |
Sep11 |
110216 |
98.360 |
98.365 |
98.360 |
98.360 |
+0.015 |
0 |
2,174 |
+5 |
Total Volume and Open Interest |
188 |
25,795 |
+48 |
Long Gilt(LIFFE) |
Mar11 |
110216 |
115~24 |
116~14 |
115~23 |
115~28 |
+0~08 |
135,329 |
258,453 |
+3,104 |
Jun11 |
110216 |
114~17 |
114~30 |
114~17 |
114~19 |
+0~07 |
128 |
114 |
+113 |
Total Volume and Open Interest |
135,457 |
258,567 |
+3,217 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110216 |
99.10 |
99.16 |
99.09 |
99.14 |
+0.04 |
132,049 |
317,679 |
+18,578 |
Jun11 |
110216 |
98.82 |
98.90 |
98.81 |
98.85 |
+0.03 |
193,813 |
364,670 |
+2,613 |
Sep11 |
110216 |
98.54 |
98.65 |
98.52 |
98.58 |
+0.04 |
203,251 |
322,695 |
+8,696 |
Dec11 |
110216 |
98.24 |
98.36 |
98.21 |
98.29 |
+0.05 |
203,843 |
370,772 |
+4,428 |
Mar12 |
110216 |
97.92 |
98.06 |
97.90 |
97.99 |
+0.07 |
201,729 |
320,461 |
+7,226 |
Jun12 |
110216 |
97.59 |
97.75 |
97.58 |
97.68 |
+0.08 |
102,605 |
194,749 |
-4,265 |
Total Volume and Open Interest |
1,196,374 |
2,366,367 |
+42,347 |
3-Mth Euribor(LIFFE) |
Mar11 |
110216 |
98.865 |
98.885 |
98.865 |
98.870 |
+0.005 |
127,500 |
617,028 |
+5,226 |
Jun11 |
110216 |
98.595 |
98.620 |
98.575 |
98.600 |
+0.005 |
138,396 |
617,970 |
+7,388 |
Sep11 |
110216 |
98.350 |
98.385 |
98.345 |
98.355 |
+0.010 |
123,911 |
568,691 |
+4,664 |
Total Volume and Open Interest |
859,861 |
3,603,005 |
+22,395 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110216 |
95.03 |
95.04 |
95.03 |
95.04 |
unch |
6,382 |
143,762 |
-3,145 |
Jun11 |
110216 |
94.94 |
94.96 |
94.93 |
94.95 |
unch |
11,800 |
186,889 |
+1,997 |
Sep11 |
110216 |
94.81 |
94.83 |
94.79 |
94.81 |
-0.01 |
13,016 |
114,369 |
+3,262 |
Dec11 |
110216 |
94.68 |
94.70 |
94.65 |
94.67 |
-0.01 |
9,617 |
67,942 |
-797 |
Mar12 |
110216 |
94.55 |
94.58 |
94.52 |
94.54 |
-0.01 |
6,412 |
52,431 |
+1,379 |
Jun12 |
110216 |
94.44 |
94.48 |
94.41 |
94.44 |
-0.01 |
886 |
41,512 |
+282 |
Sep12 |
110216 |
94.41 |
94.41 |
94.34 |
94.35 |
-0.02 |
933 |
29,768 |
+482 |
Dec12 |
110216 |
94.29 |
94.32 |
94.28 |
94.28 |
-0.02 |
677 |
15,758 |
+84 |
Mar13 |
110216 |
94.25 |
94.25 |
94.23 |
94.23 |
-0.02 |
5 |
3,208 |
+5 |
Jun13 |
110216 |
94.17 |
94.17 |
94.17 |
94.17 |
unch |
3 |
605 |
+1 |
Total Volume and Open Interest |
49,731 |
657,934 |
+3,550 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110216 |
94.29 |
94.33 |
94.27 |
94.28 |
-0.01 |
58,676 |
383,564 |
+5,720 |
Jun11 |
110216 |
94.28 |
94.28 |
94.28 |
94.28 |
-0.01 |
|
|
|
Total Volume and Open Interest |
58,676 |
383,564 |
+5,720 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110216 |
94.73 |
94.79 |
94.72 |
94.74 |
unch |
90,914 |
555,215 |
-34,174 |
Jun11 |
110216 |
94.74 |
94.74 |
94.74 |
94.74 |
unch |
|
|
|
Total Volume and Open Interest |
90,914 |
555,215 |
-34,174 |
Gold(CMX) |
Feb11 |
110216 |
1373.6 |
1382.0 |
1370.5 |
1374.7 |
+1.1 |
321 |
699 |
-20 |
Apr11 |
110216 |
1374.3 |
1382.7 |
1368.3 |
1375.1 |
+1.0 |
111,107 |
306,330 |
+7,358 |
Jun11 |
110216 |
1375.3 |
1384.1 |
1370.4 |
1376.6 |
+1.1 |
1,717 |
54,240 |
+33 |
Aug11 |
110216 |
1375.8 |
1385.4 |
1374.5 |
1378.1 |
+1.1 |
714 |
21,293 |
+328 |
Oct11 |
110216 |
1378.5 |
1386.6 |
1376.2 |
1379.6 |
+1.0 |
128 |
7,949 |
-11 |
Dec11 |
110216 |
1379.9 |
1388.1 |
1375.6 |
1381.3 |
+0.9 |
907 |
25,296 |
+30 |
Feb12 |
110216 |
1382.4 |
1390.0 |
1380.0 |
1383.4 |
+0.9 |
195 |
6,554 |
+126 |
Apr12 |
110216 |
1386.0 |
1386.0 |
1386.0 |
1386.0 |
+0.9 |
0 |
5,347 |
+0 |
Jun12 |
110216 |
1389.1 |
1389.1 |
1389.1 |
1389.1 |
+0.9 |
46 |
6,599 |
+2 |
Aug12 |
110216 |
1392.6 |
1392.6 |
1392.6 |
1392.6 |
+0.9 |
0 |
977 |
+0 |
Oct12 |
110216 |
1396.9 |
1396.9 |
1396.9 |
1396.9 |
+0.9 |
0 |
1,341 |
+0 |
Dec12 |
110216 |
1399.5 |
1406.8 |
1399.5 |
1401.7 |
+0.9 |
47 |
12,169 |
-18 |
Total Volume and Open Interest |
116,496 |
473,345 |
+8,035 |
Silver(CMX) |
Mar11 |
110216 |
3073.5 |
3097.0 |
3026.5 |
3062.9 |
-6.7 |
47,594 |
59,851 |
-1,869 |
May11 |
110216 |
3077.0 |
3095.5 |
3028.0 |
3064.4 |
-7.7 |
7,508 |
43,745 |
+919 |
Jul11 |
110216 |
3075.0 |
3096.0 |
3033.0 |
3065.2 |
-8.6 |
927 |
11,256 |
+226 |
Sep11 |
110216 |
3068.5 |
3094.0 |
3031.0 |
3064.8 |
-8.8 |
174 |
4,665 |
+99 |
Dec11 |
110216 |
3068.0 |
3093.0 |
3029.5 |
3064.2 |
-9.4 |
885 |
12,469 |
+195 |
Mar12 |
110216 |
3067.5 |
3067.5 |
3030.0 |
3060.7 |
-9.9 |
181 |
664 |
-13 |
May12 |
110216 |
3058.4 |
3058.4 |
3058.4 |
3058.4 |
-10.2 |
40 |
220 |
-40 |
Total Volume and Open Interest |
57,703 |
147,113 |
-352 |
Platinum(NYMEX) |
Apr11 |
110216 |
1833.8 |
1840.8 |
1826.0 |
1834.3 |
+2.7 |
4,991 |
38,977 |
-257 |
Jul11 |
110216 |
1838.4 |
1838.4 |
1833.3 |
1837.0 |
+2.8 |
32 |
2,011 |
+28 |
Oct11 |
110216 |
1835.0 |
1839.9 |
1835.0 |
1839.9 |
+2.7 |
5 |
340 |
+5 |
Jan12 |
110216 |
1841.9 |
1841.9 |
1841.9 |
1841.9 |
+2.7 |
0 |
10 |
+0 |
Total Volume and Open Interest |
5,028 |
41,375 |
-224 |
Palladium(NYMEX) |
Mar11 |
110216 |
837.00 |
845.45 |
833.15 |
838.35 |
-1.55 |
4,047 |
15,627 |
-1,158 |
Jun11 |
110216 |
839.50 |
847.10 |
835.00 |
840.20 |
-1.50 |
1,667 |
7,109 |
+1,482 |
Sep11 |
110216 |
842.30 |
842.30 |
841.00 |
841.00 |
-1.50 |
7 |
53 |
+1 |
Total Volume and Open Interest |
5,722 |
22,803 |
+326 |
Copper(CMX) |
Mar11 |
110216 |
453.00 |
454.90 |
446.15 |
447.00 |
-6.60 |
37,542 |
53,137 |
-4,765 |
May11 |
110216 |
453.85 |
455.85 |
447.50 |
448.25 |
-6.35 |
9,479 |
66,454 |
+1,926 |
Jul11 |
110216 |
453.85 |
455.65 |
448.25 |
448.75 |
-6.15 |
1,908 |
23,531 |
+373 |
Sep11 |
110216 |
454.30 |
454.30 |
448.60 |
448.70 |
-5.95 |
692 |
6,661 |
+492 |
Dec11 |
110216 |
452.40 |
452.70 |
447.00 |
447.70 |
-5.50 |
300 |
4,803 |
+203 |
Total Volume and Open Interest |
50,480 |
159,468 |
-1,685 |
DJIA Index(CBOT) |
Mar11 |
110216 |
12200 |
12285 |
12200 |
12252 |
+50 |
378 |
11,524 |
-15 |
Jun11 |
110216 |
12187 |
12187 |
12136 |
12187 |
+51 |
0 |
12 |
+0 |
Sep11 |
110216 |
12132 |
12132 |
12081 |
12132 |
+51 |
|
|
|
Dec11 |
110216 |
12077 |
12077 |
12026 |
12077 |
+51 |
0 |
1 |
+0 |
Total Volume and Open Interest |
378 |
11,537 |
-15 |
S & P 500(CME) |
Mar11 |
110216 |
1326.30 |
1336.00 |
1325.80 |
1333.00 |
+6.70 |
13,149 |
311,172 |
-1,253 |
Jun11 |
110216 |
1325.50 |
1330.60 |
1323.40 |
1328.10 |
+6.70 |
1,954 |
11,227 |
+1,267 |
Sep11 |
110216 |
1323.60 |
1325.70 |
1318.50 |
1323.20 |
+6.70 |
0 |
2,990 |
+1 |
Dec11 |
110216 |
1318.40 |
1320.90 |
1318.40 |
1318.40 |
+6.70 |
0 |
637 |
+0 |
Total Volume and Open Interest |
15,103 |
326,026 |
+15 |
S & P 500 E-Mini(Globex) |
Mar11 |
110216 |
1326.25 |
1336.00 |
1325.75 |
1333.00 |
+6.75 |
1,457,415 |
2,814,250 |
+4,738 |
Jun11 |
110216 |
1321.00 |
1331.00 |
1321.00 |
1328.00 |
+6.50 |
2,222 |
22,580 |
+875 |
Total Volume and Open Interest |
1,459,646 |
2,837,103 |
+5,616 |
NASDAQ 100(CME) |
Mar11 |
110216 |
2380.80 |
2404.00 |
2380.00 |
2392.00 |
+10.50 |
895 |
17,351 |
+494 |
Jun11 |
110216 |
2394.00 |
2398.00 |
2386.00 |
2389.30 |
+10.50 |
29 |
1,026 |
+25 |
Sep11 |
110216 |
2386.80 |
2386.80 |
2386.80 |
2386.80 |
+10.50 |
|
|
|
Total Volume and Open Interest |
924 |
18,377 |
+519 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110216 |
2381.30 |
2403.00 |
2379.80 |
2392.00 |
+10.50 |
166,706 |
352,466 |
+908 |
Jun11 |
110216 |
2380.00 |
2400.00 |
2380.00 |
2389.30 |
+10.50 |
164 |
1,906 |
+91 |
Total Volume and Open Interest |
166,870 |
354,378 |
+999 |
S & P Midcap 400(CME) |
Mar11 |
110216 |
975.20 |
975.20 |
974.90 |
975.20 |
+5.30 |
12 |
2,808 |
+4 |
Jun11 |
110216 |
972.60 |
972.60 |
972.30 |
972.60 |
+5.30 |
|
|
|
Sep11 |
110216 |
970.50 |
970.50 |
970.20 |
970.50 |
+5.30 |
|
|
|
Total Volume and Open Interest |
12 |
2,808 |
+4 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110216 |
10750 |
10910 |
10750 |
10880 |
+115 |
8,700 |
48,122 |
-867 |
Jun11 |
110216 |
10855 |
10855 |
10845 |
10855 |
+110 |
10 |
170 |
+10 |
Total Volume and Open Interest |
8,710 |
48,292 |
-857 |
Nikkei 225(SGX) |
Mar11 |
110216 |
10720 |
10840 |
10710 |
10805 |
+75 |
85,840 |
253,181 |
-744 |
Jun11 |
110216 |
10710 |
10755 |
10700 |
10725 |
+75 |
153 |
4,694 |
+80 |
Sep11 |
110216 |
10730 |
10730 |
10730 |
10730 |
+70 |
0 |
400 |
+0 |
Total Volume and Open Interest |
86,054 |
265,057 |
-664 |
CAC 40(EURONEXT) |
Feb11 |
110216 |
4128.5 |
4169.5 |
4118.5 |
4151.5 |
+42.0 |
185,020 |
347,121 |
+12,153 |
Mar11 |
110216 |
4126.0 |
4172.5 |
4121.5 |
4154.5 |
+43.0 |
94,605 |
135,814 |
+47,387 |
Apr11 |
110216 |
4133.5 |
4167.5 |
4133.5 |
4157.5 |
+43.0 |
35 |
35 |
+26 |
Total Volume and Open Interest |
279,667 |
483,022 |
+59,561 |
Hang Seng Index(HKFE) |
Feb11 |
110216 |
22967 |
23187 |
22783 |
23090 |
+170 |
77,907 |
77,873 |
-671 |
Mar11 |
110216 |
22900 |
23112 |
22717 |
23024 |
+175 |
1,897 |
12,800 |
+497 |
Total Volume and Open Interest |
80,223 |
93,472 |
+58 |
DAX(EUREX) |
Mar11 |
110216 |
7430.0 |
7443.5 |
7406.0 |
7428.5 |
+22.5 |
110,580 |
247,593 |
+1,991 |
Jun11 |
110216 |
7447.0 |
7466.0 |
7431.0 |
7452.0 |
+23.0 |
406 |
14,905 |
-47 |
Sep11 |
110216 |
7466.0 |
7485.0 |
7453.5 |
7473.5 |
+22.5 |
8 |
765 |
+9 |
Total Volume and Open Interest |
110,994 |
263,263 |
+1,953 |
FT-SE 100(EURONEXT) |
Mar11 |
110216 |
6014.50 |
6075.00 |
6014.50 |
6069.00 |
+54.50 |
76,118 |
658,737 |
+912 |
Jun11 |
110216 |
5981.00 |
6030.00 |
5981.00 |
6026.00 |
+54.00 |
52 |
8,109 |
-1 |
Sep11 |
110216 |
5974.50 |
5995.50 |
5974.00 |
5995.50 |
+54.50 |
10 |
286 |
+2 |
Total Volume and Open Interest |
76,220 |
667,222 |
+893 |
SPI 200(SFE) |
Mar11 |
110216 |
4915.0 |
4922.0 |
4895.0 |
4912.0 |
-3.0 |
28,187 |
185,204 |
+1,840 |
Jun11 |
110216 |
4940.0 |
4942.0 |
4926.0 |
4936.0 |
-3.0 |
18 |
3,302 |
+0 |
Sep11 |
110216 |
4929.0 |
4929.0 |
4926.0 |
4926.0 |
-4.0 |
2 |
1,849 |
+0 |
Total Volume and Open Interest |
29,335 |
193,931 |
+2,741 |
GSCI(CME) |
Mar11 |
110216 |
650.75 |
2.49 |
650.50 |
654.50 |
+4.75 |
275 |
14,226 |
-22 |
Apr11 |
110216 |
9.44 |
10.64 |
4.34 |
8.64 |
+4.25 |
2 |
0 |
+0 |
May11 |
110216 |
12.64 |
14.14 |
8.34 |
12.64 |
+4.25 |
|
|
|
Total Volume and Open Interest |
277 |
14,226 |
|
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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