|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu February 17, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110217 |
1366.00 |
1407.00 |
1366.00 |
1404.50 |
+38.50 |
121,591 |
141,696 |
-10,842 |
May11 |
110217 |
1378.50 |
1418.75 |
1378.50 |
1416.50 |
+38.00 |
74,130 |
219,065 |
+4,877 |
Jul11 |
110217 |
1385.75 |
1425.75 |
1385.00 |
1423.75 |
+38.50 |
47,184 |
116,941 |
-369 |
Aug11 |
110217 |
1372.50 |
1408.00 |
1371.75 |
1408.00 |
+40.75 |
1,289 |
6,269 |
+24 |
Sep11 |
110217 |
1351.25 |
1389.50 |
1346.50 |
1389.50 |
+43.00 |
919 |
4,894 |
+22 |
Nov11 |
110217 |
1329.50 |
1373.75 |
1329.00 |
1373.50 |
+44.75 |
28,036 |
158,010 |
-1,691 |
Jan12 |
110217 |
1337.50 |
1376.25 |
1334.50 |
1376.25 |
+45.50 |
1,241 |
17,205 |
-227 |
Total Volume and Open Interest |
276,053 |
690,782 |
-7,984 |
Soybean Meal(CBOT) |
Mar11 |
110217 |
364.00 |
373.40 |
364.00 |
372.70 |
+8.40 |
37,904 |
46,588 |
-7,794 |
May11 |
110217 |
368.10 |
377.70 |
368.00 |
376.90 |
+8.70 |
28,637 |
69,122 |
+3,413 |
Jul11 |
110217 |
369.60 |
378.50 |
368.50 |
377.80 |
+9.00 |
9,155 |
39,159 |
-453 |
Aug11 |
110217 |
362.60 |
373.40 |
362.60 |
373.00 |
+10.40 |
1,743 |
8,980 |
-583 |
Sep11 |
110217 |
359.50 |
367.00 |
355.60 |
367.00 |
+11.40 |
1,017 |
7,717 |
-66 |
Oct11 |
110217 |
350.60 |
358.50 |
349.30 |
358.50 |
+12.40 |
1,101 |
8,738 |
-66 |
Dec11 |
110217 |
346.00 |
357.00 |
346.00 |
357.00 |
+12.50 |
3,060 |
23,615 |
+312 |
Jan12 |
110217 |
349.50 |
356.70 |
349.50 |
356.70 |
+12.40 |
184 |
3,330 |
-4 |
Total Volume and Open Interest |
82,875 |
213,314 |
-5,227 |
Soybean Oil(CBOT) |
Mar11 |
110217 |
56.70 |
58.38 |
56.38 |
58.25 |
+1.64 |
57,647 |
82,723 |
-12,264 |
May11 |
110217 |
57.30 |
58.99 |
56.97 |
58.87 |
+1.67 |
43,103 |
143,466 |
+1,628 |
Jul11 |
110217 |
57.82 |
59.51 |
57.48 |
59.39 |
+1.65 |
20,015 |
83,968 |
+331 |
Aug11 |
110217 |
58.35 |
59.64 |
58.35 |
59.57 |
+1.66 |
973 |
9,019 |
-10 |
Sep11 |
110217 |
58.33 |
59.76 |
58.33 |
59.68 |
+1.67 |
416 |
10,168 |
-84 |
Oct11 |
110217 |
57.89 |
59.74 |
57.69 |
59.63 |
+1.65 |
1,242 |
11,955 |
+242 |
Dec11 |
110217 |
58.25 |
59.83 |
57.80 |
59.73 |
+1.62 |
2,359 |
42,753 |
+383 |
Jan12 |
110217 |
58.54 |
59.78 |
58.16 |
59.78 |
+1.62 |
53 |
928 |
-4 |
Total Volume and Open Interest |
125,845 |
388,692 |
-9,757 |
Canola(WCE) |
Mar11 |
110217 |
576.1 |
590.9 |
574.0 |
589.8 |
+14.8 |
11,030 |
43,431 |
-4,678 |
May11 |
110217 |
583.6 |
599.0 |
581.6 |
598.1 |
+15.2 |
8,212 |
79,760 |
+3,487 |
Jul11 |
110217 |
587.1 |
606.4 |
587.1 |
605.7 |
+15.5 |
2,262 |
19,356 |
-178 |
Nov11 |
110217 |
562.3 |
580.0 |
559.1 |
579.8 |
+16.7 |
1,085 |
61,079 |
-457 |
Jan12 |
110217 |
566.3 |
584.6 |
563.1 |
584.6 |
+16.1 |
49 |
3,740 |
+30 |
Total Volume and Open Interest |
22,643 |
209,719 |
-1,791 |
Corn(CBOT) |
Mar11 |
110217 |
692.00 |
712.75 |
692.00 |
712.75 |
+22.25 |
165,499 |
301,348 |
-20,827 |
May11 |
110217 |
707.00 |
724.50 |
702.50 |
723.00 |
+22.00 |
130,453 |
581,415 |
+20,527 |
Jul11 |
110217 |
707.00 |
726.75 |
706.00 |
726.75 |
+22.25 |
61,263 |
331,963 |
+4,755 |
Sep11 |
110217 |
639.00 |
662.00 |
639.00 |
662.00 |
+22.75 |
8,336 |
64,020 |
-191 |
Dec11 |
110217 |
591.00 |
615.25 |
591.00 |
615.25 |
+23.25 |
34,467 |
347,922 |
-1,747 |
Mar12 |
110217 |
601.00 |
623.50 |
601.00 |
623.50 |
+22.50 |
1,203 |
42,583 |
+71 |
Total Volume and Open Interest |
402,662 |
1,723,052 |
+3,178 |
Wheat(CBOT) |
Mar11 |
110217 |
837.75 |
853.50 |
837.75 |
850.75 |
+13.75 |
60,655 |
99,518 |
-5,336 |
May11 |
110217 |
870.00 |
885.25 |
870.00 |
883.50 |
+14.00 |
46,286 |
172,899 |
+5,927 |
Jul11 |
110217 |
899.00 |
914.50 |
899.00 |
913.75 |
+16.00 |
15,033 |
130,156 |
+2,234 |
Sep11 |
110217 |
927.00 |
938.75 |
921.50 |
938.00 |
+16.50 |
4,212 |
35,758 |
+1,129 |
Dec11 |
110217 |
934.25 |
951.75 |
934.25 |
950.75 |
+16.50 |
6,362 |
89,094 |
+736 |
Total Volume and Open Interest |
133,887 |
551,809 |
+4,932 |
Wheat(KCBT) |
Mar11 |
110217 |
931.75 |
953.50 |
931.50 |
953.25 |
+23.25 |
22,839 |
38,303 |
-5,107 |
May11 |
110217 |
942.00 |
964.75 |
942.00 |
964.00 |
+23.25 |
14,331 |
75,528 |
+2,918 |
Jul11 |
110217 |
951.25 |
973.50 |
951.25 |
973.25 |
+23.25 |
9,010 |
61,819 |
+1,791 |
Sep11 |
110217 |
962.00 |
987.50 |
962.00 |
987.25 |
+25.50 |
1,974 |
17,031 |
+694 |
Dec11 |
110217 |
976.50 |
999.50 |
975.75 |
998.75 |
+25.50 |
1,855 |
16,579 |
+304 |
Total Volume and Open Interest |
50,158 |
213,142 |
+615 |
Wheat(MGE) |
Mar11 |
110217 |
959.00 |
983.00 |
955.50 |
981.00 |
+23.50 |
6,143 |
10,636 |
-1,937 |
May11 |
110217 |
967.00 |
993.25 |
967.00 |
990.75 |
+23.75 |
6,342 |
20,401 |
+186 |
Jul11 |
110217 |
980.75 |
1001.50 |
976.25 |
999.50 |
+23.25 |
3,287 |
12,548 |
+213 |
Sep11 |
110217 |
978.50 |
1005.50 |
978.50 |
1002.75 |
+24.25 |
2,181 |
13,002 |
+222 |
Dec11 |
110217 |
985.00 |
1013.50 |
985.00 |
1011.00 |
+24.75 |
1,634 |
10,091 |
+140 |
Total Volume and Open Interest |
19,900 |
68,852 |
-1,145 |
Oats(CBOT) |
Mar11 |
110217 |
406.50 |
417.00 |
404.75 |
415.00 |
+10.50 |
1,054 |
4,623 |
-453 |
May11 |
110217 |
413.75 |
424.50 |
413.75 |
422.75 |
+10.75 |
702 |
6,775 |
+287 |
Jul11 |
110217 |
419.75 |
427.00 |
418.00 |
426.75 |
+8.75 |
378 |
1,204 |
+271 |
Sep11 |
110217 |
397.50 |
398.00 |
391.00 |
398.00 |
+7.00 |
0 |
291 |
+0 |
Total Volume and Open Interest |
2,160 |
14,605 |
+100 |
Rough Rice(CBOT) |
Mar11 |
110217 |
14.68 |
15.11 |
14.59 |
15.10 |
+0.42 |
4,140 |
9,122 |
-1,818 |
May11 |
110217 |
15.02 |
15.44 |
14.91 |
15.41 |
+0.42 |
3,172 |
9,782 |
+922 |
Jul11 |
110217 |
15.29 |
15.70 |
15.21 |
15.70 |
+0.41 |
1,561 |
4,121 |
+796 |
Sep11 |
110217 |
15.46 |
15.75 |
15.22 |
15.75 |
+0.32 |
149 |
2,126 |
+5 |
Total Volume and Open Interest |
9,086 |
25,781 |
-95 |
Live Cattle(CME) |
Feb11 |
110217 |
109.000 |
110.800 |
109.000 |
110.285 |
+1.285 |
6,103 |
10,664 |
-1,900 |
Apr11 |
110217 |
114.230 |
115.400 |
113.800 |
115.100 |
+0.920 |
19,192 |
169,346 |
-714 |
Jun11 |
110217 |
115.050 |
116.635 |
114.830 |
116.300 |
+1.200 |
6,851 |
88,406 |
+408 |
Aug11 |
110217 |
116.950 |
118.250 |
116.785 |
118.080 |
+1.130 |
7,070 |
35,020 |
+2,432 |
Oct11 |
110217 |
119.550 |
120.600 |
119.285 |
120.450 |
+1.100 |
2,620 |
24,452 |
+138 |
Dec11 |
110217 |
119.500 |
120.700 |
119.385 |
120.635 |
+0.805 |
1,602 |
20,088 |
+214 |
Total Volume and Open Interest |
43,853 |
354,412 |
+714 |
Feeder Cattle(CME) |
Mar11 |
110217 |
130.485 |
131.100 |
129.750 |
130.600 |
+0.115 |
2,441 |
15,470 |
+34 |
Apr11 |
110217 |
132.050 |
132.880 |
131.400 |
132.380 |
+0.145 |
1,450 |
9,383 |
+395 |
May11 |
110217 |
132.800 |
133.450 |
132.100 |
133.185 |
+0.200 |
1,571 |
11,223 |
+376 |
Aug11 |
110217 |
132.950 |
133.800 |
132.550 |
133.450 |
+0.320 |
1,007 |
11,668 |
+232 |
Sep11 |
110217 |
132.600 |
132.935 |
132.035 |
132.900 |
+0.500 |
257 |
1,804 |
+87 |
Oct11 |
110217 |
132.000 |
132.550 |
131.600 |
132.550 |
+0.300 |
147 |
902 |
+69 |
Nov11 |
110217 |
131.900 |
132.300 |
131.450 |
132.300 |
+0.300 |
70 |
484 |
+45 |
Total Volume and Open Interest |
6,944 |
50,955 |
+1,239 |
Lean Hogs(CME) |
Apr11 |
110217 |
91.785 |
92.850 |
91.035 |
92.180 |
+0.280 |
22,297 |
102,369 |
-1,352 |
May11 |
110217 |
99.330 |
100.330 |
99.000 |
100.300 |
+0.100 |
115 |
2,900 |
+34 |
Jun11 |
110217 |
101.830 |
102.930 |
101.385 |
102.600 |
+0.620 |
8,060 |
63,806 |
+134 |
Jul11 |
110217 |
100.500 |
101.650 |
100.350 |
101.535 |
+0.885 |
2,789 |
23,123 |
+0 |
Aug11 |
110217 |
99.535 |
100.100 |
99.180 |
100.050 |
+0.470 |
2,737 |
19,466 |
+355 |
Oct11 |
110217 |
88.480 |
88.900 |
88.150 |
88.800 |
unch |
1,481 |
17,668 |
+402 |
Dec11 |
110217 |
84.250 |
84.750 |
83.980 |
84.680 |
+0.180 |
505 |
8,653 |
+182 |
Feb12 |
110217 |
84.700 |
85.100 |
84.400 |
85.000 |
+0.250 |
179 |
2,286 |
+114 |
Total Volume and Open Interest |
38,273 |
241,578 |
-51 |
Class III Milk(CME) |
Feb11 |
110217 |
16.96 |
16.98 |
16.93 |
16.98 |
+0.05 |
78 |
5,023 |
-45 |
Mar11 |
110217 |
18.95 |
18.95 |
18.64 |
18.91 |
-0.03 |
426 |
6,153 |
+39 |
Apr11 |
110217 |
18.78 |
18.78 |
18.41 |
18.56 |
-0.22 |
353 |
5,533 |
+39 |
May11 |
110217 |
18.30 |
18.40 |
18.17 |
18.23 |
-0.10 |
163 |
4,564 |
-1 |
Jun11 |
110217 |
17.92 |
17.95 |
17.65 |
17.87 |
-0.07 |
75 |
3,620 |
+0 |
Total Volume and Open Interest |
1,419 |
38,755 |
+193 |
Cocoa(ICE) |
Mar11 |
110217 |
3485 |
3497 |
3418 |
3482 |
+19 |
36 |
765 |
-36 |
May11 |
110217 |
3435 |
3455 |
3408 |
3438 |
+17 |
6,102 |
72,166 |
-397 |
Jul11 |
110217 |
3400 |
3417 |
3378 |
3400 |
+13 |
1,034 |
21,884 |
-130 |
Sep11 |
110217 |
3360 |
3389 |
3359 |
3373 |
+13 |
465 |
11,711 |
-92 |
Dec11 |
110217 |
3324 |
3352 |
3320 |
3335 |
+11 |
271 |
15,595 |
+16 |
Mar12 |
110217 |
3367 |
3380 |
3354 |
3366 |
+11 |
301 |
23,988 |
+19 |
May12 |
110217 |
3362 |
3362 |
3362 |
3362 |
+10 |
0 |
4,746 |
+0 |
Total Volume and Open Interest |
8,233 |
154,269 |
-596 |
Coffee "C"(ICE) |
Mar11 |
110217 |
258.85 |
267.85 |
258.85 |
267.35 |
+8.70 |
8,696 |
2,588 |
-5,899 |
May11 |
110217 |
261.70 |
269.50 |
261.70 |
268.85 |
+7.25 |
14,137 |
82,163 |
+1,332 |
Jul11 |
110217 |
264.35 |
271.10 |
263.75 |
270.45 |
+7.10 |
1,616 |
18,333 |
+565 |
Sep11 |
110217 |
265.00 |
270.90 |
263.75 |
270.25 |
+6.80 |
307 |
7,639 |
-44 |
Dec11 |
110217 |
263.00 |
268.25 |
262.70 |
268.05 |
+6.45 |
807 |
11,852 |
+708 |
Mar12 |
110217 |
261.00 |
265.15 |
261.00 |
264.95 |
+6.25 |
64 |
1,831 |
-26 |
Total Volume and Open Interest |
25,677 |
125,338 |
-3,325 |
Orange Juice(ICE) |
Mar11 |
110217 |
175.45 |
175.80 |
172.50 |
174.65 |
+0.05 |
2,040 |
9,234 |
-838 |
May11 |
110217 |
172.15 |
172.45 |
168.50 |
172.00 |
+0.85 |
2,104 |
17,012 |
+1,442 |
Jul11 |
110217 |
169.95 |
169.95 |
168.55 |
169.95 |
+0.85 |
97 |
2,751 |
+6 |
Sep11 |
110217 |
168.95 |
168.95 |
168.95 |
168.95 |
+0.70 |
43 |
649 |
+42 |
Nov11 |
110217 |
164.40 |
164.50 |
164.40 |
164.50 |
+0.85 |
23 |
770 |
+35 |
Jan12 |
110217 |
162.45 |
162.45 |
162.45 |
162.45 |
+0.70 |
8 |
15 |
+3 |
Total Volume and Open Interest |
4,315 |
30,453 |
+690 |
Sugar #11(ICE) |
Mar11 |
110217 |
31.62 |
31.94 |
30.84 |
31.26 |
-0.51 |
66,712 |
89,305 |
-15,019 |
May11 |
110217 |
29.12 |
29.56 |
28.46 |
28.86 |
-0.36 |
64,684 |
208,180 |
+2,955 |
Jul11 |
110217 |
26.88 |
27.36 |
26.35 |
26.74 |
-0.29 |
22,460 |
173,609 |
+3,999 |
Oct11 |
110217 |
25.15 |
25.61 |
24.62 |
25.08 |
-0.27 |
5,730 |
75,772 |
+652 |
Mar12 |
110217 |
24.37 |
24.80 |
23.98 |
24.29 |
-0.29 |
2,910 |
54,294 |
+285 |
Total Volume and Open Interest |
163,519 |
656,102 |
-6,941 |
London Cocoa(LCE) |
Mar11 |
110217 |
2245 |
2261 |
2230 |
2244 |
-9 |
2,934 |
42,678 |
-192 |
May11 |
110217 |
2235 |
2250 |
2218 |
2232 |
-5 |
5,419 |
41,477 |
+1,430 |
Jul11 |
110217 |
2175 |
2189 |
2163 |
2172 |
-14 |
1,530 |
29,462 |
-353 |
Sep11 |
110217 |
2155 |
2160 |
2137 |
2142 |
-14 |
411 |
21,959 |
+79 |
Dec11 |
110217 |
2123 |
2133 |
2117 |
2121 |
-13 |
448 |
28,890 |
+158 |
Mar12 |
110217 |
2129 |
2136 |
2121 |
2121 |
-13 |
355 |
22,979 |
+12 |
May12 |
110217 |
2137 |
2143 |
2128 |
2128 |
-13 |
94 |
4,420 |
+53 |
Total Volume and Open Interest |
11,191 |
199,834 |
+1,187 |
London Sugar(LCE) |
May11 |
110217 |
740.20 |
751.50 |
724.70 |
726.80 |
-21.90 |
1,815 |
22,517 |
+20 |
Aug11 |
110217 |
706.60 |
718.50 |
696.30 |
700.60 |
-14.00 |
519 |
11,743 |
+76 |
Oct11 |
110217 |
670.00 |
670.00 |
647.80 |
651.90 |
-12.00 |
65 |
3,298 |
+39 |
Dec11 |
110217 |
654.90 |
655.00 |
633.60 |
635.90 |
-12.00 |
26 |
1,166 |
+5 |
Mar12 |
110217 |
632.30 |
645.70 |
628.00 |
628.00 |
-11.30 |
148 |
977 |
+113 |
Total Volume and Open Interest |
2,704 |
40,031 |
+355 |
Cotton(ICE) |
Mar11 |
110217 |
204.02 |
204.02 |
204.02 |
204.02 |
+7.00 |
13,771 |
13,427 |
-9,247 |
May11 |
110217 |
200.97 |
201.93 |
199.60 |
201.93 |
+7.00 |
7,061 |
70,469 |
+1,726 |
Jul11 |
110217 |
191.50 |
193.56 |
191.34 |
193.56 |
+7.00 |
2,414 |
37,689 |
+146 |
Oct11 |
110217 |
156.21 |
159.47 |
156.21 |
159.47 |
+7.00 |
70 |
297 |
+26 |
Dec11 |
110217 |
129.00 |
135.76 |
128.85 |
133.39 |
+4.30 |
5,312 |
59,215 |
-49 |
Mar12 |
110217 |
125.00 |
128.00 |
123.71 |
126.43 |
+3.93 |
106 |
3,672 |
+11 |
Total Volume and Open Interest |
28,883 |
188,335 |
-7,333 |
Lumber(CME) |
Mar11 |
110217 |
310.5 |
312.4 |
302.8 |
304.9 |
-5.6 |
547 |
2,919 |
-188 |
May11 |
110217 |
328.1 |
329.7 |
320.0 |
322.6 |
-5.9 |
339 |
5,505 |
+108 |
Jul11 |
110217 |
329.1 |
329.4 |
323.0 |
323.0 |
-6.8 |
127 |
1,913 |
+49 |
Sep11 |
110217 |
327.2 |
327.2 |
326.0 |
326.0 |
-5.9 |
3 |
234 |
-2 |
Total Volume and Open Interest |
1,016 |
10,574 |
-33 |
Crude Oil(NYM) |
Mar11 |
110217 |
85.25 |
86.63 |
84.38 |
86.36 |
+1.37 |
297,660 |
110,787 |
-36,426 |
Apr11 |
110217 |
88.12 |
89.25 |
87.35 |
88.84 |
+1.00 |
254,054 |
268,574 |
+9,937 |
May11 |
110217 |
91.29 |
91.52 |
90.39 |
91.18 |
+0.22 |
121,195 |
172,399 |
+1,643 |
Jun11 |
110217 |
93.27 |
93.28 |
91.97 |
92.74 |
-0.08 |
92,808 |
129,444 |
+2,657 |
Jul11 |
110217 |
93.67 |
94.00 |
93.10 |
93.83 |
-0.30 |
29,536 |
70,132 |
-1,062 |
Aug11 |
110217 |
95.22 |
95.22 |
93.92 |
94.54 |
-0.43 |
17,621 |
49,168 |
+658 |
Sep11 |
110217 |
95.45 |
95.45 |
94.50 |
95.09 |
-0.48 |
13,570 |
45,686 |
-564 |
Oct11 |
110217 |
96.00 |
96.00 |
95.00 |
95.58 |
-0.49 |
8,393 |
31,176 |
-992 |
Nov11 |
110217 |
97.03 |
97.03 |
95.74 |
96.02 |
-0.50 |
8,874 |
33,620 |
+2,203 |
Dec11 |
110217 |
97.40 |
97.42 |
95.75 |
96.41 |
-0.49 |
54,941 |
168,714 |
+1,927 |
Jan12 |
110217 |
97.60 |
97.60 |
96.40 |
96.75 |
-0.47 |
4,007 |
30,305 |
+628 |
Feb12 |
110217 |
96.66 |
97.00 |
96.65 |
97.00 |
-0.46 |
2,070 |
12,856 |
+523 |
Mar12 |
110217 |
97.16 |
97.21 |
97.07 |
97.21 |
-0.44 |
2,141 |
18,243 |
+532 |
Apr12 |
110217 |
97.36 |
97.36 |
97.36 |
97.36 |
-0.43 |
1,407 |
7,576 |
-279 |
May12 |
110217 |
97.50 |
97.50 |
97.50 |
97.50 |
-0.43 |
1,753 |
8,681 |
+53 |
Jun12 |
110217 |
97.38 |
97.65 |
97.30 |
97.65 |
-0.44 |
4,894 |
55,126 |
+182 |
Total Volume and Open Interest |
942,065 |
1,544,131 |
-15,538 |
e-miNY Crude Oil(NYM) |
Feb11 |
110119 |
91.225 |
92.100 |
90.500 |
90.850 |
-0.525 |
6,388 |
2,249 |
-394 |
Mar11 |
110217 |
85.150 |
86.650 |
84.400 |
86.350 |
+1.350 |
8,798 |
9,890 |
+5 |
Apr11 |
110217 |
88.175 |
89.250 |
87.375 |
88.850 |
+1.000 |
3,519 |
4,343 |
+570 |
May11 |
110217 |
91.075 |
91.475 |
90.400 |
91.175 |
+0.225 |
337 |
1,663 |
+92 |
Jun11 |
110217 |
92.450 |
92.750 |
92.225 |
92.750 |
-0.075 |
128 |
395 |
+114 |
Jul11 |
110217 |
93.600 |
93.825 |
93.600 |
93.825 |
-0.300 |
0 |
23 |
+0 |
Aug11 |
110217 |
94.550 |
94.550 |
94.550 |
94.550 |
-0.425 |
0 |
12 |
+0 |
Sep11 |
110217 |
95.000 |
95.100 |
95.000 |
95.100 |
-0.475 |
2 |
10 |
+0 |
Oct11 |
110217 |
95.575 |
95.575 |
95.575 |
95.575 |
-0.500 |
3 |
46 |
+1 |
Nov11 |
110217 |
96.025 |
96.025 |
96.025 |
96.025 |
-0.500 |
0 |
3 |
+0 |
Total Volume and Open Interest |
12,788 |
16,703 |
+783 |
Heating Oil(NYM) |
Mar11 |
110217 |
277.66 |
278.25 |
272.52 |
273.24 |
-4.24 |
45,859 |
61,236 |
-5,998 |
Apr11 |
110217 |
278.44 |
278.88 |
273.35 |
274.09 |
-4.00 |
35,888 |
75,492 |
+6,465 |
May11 |
110217 |
279.49 |
279.67 |
274.33 |
275.06 |
-3.86 |
15,678 |
41,556 |
+1,261 |
Jun11 |
110217 |
279.82 |
280.67 |
275.44 |
276.22 |
-3.67 |
16,424 |
42,746 |
+288 |
Jul11 |
110217 |
280.31 |
281.66 |
277.48 |
277.68 |
-3.58 |
3,545 |
18,750 |
+25 |
Aug11 |
110217 |
281.95 |
282.90 |
279.00 |
279.18 |
-3.54 |
2,277 |
13,213 |
+828 |
Sep11 |
110217 |
284.64 |
284.79 |
280.91 |
281.04 |
-3.50 |
2,205 |
12,963 |
+402 |
Oct11 |
110217 |
286.59 |
286.80 |
282.48 |
283.10 |
-3.35 |
857 |
6,100 |
+95 |
Nov11 |
110217 |
288.39 |
288.97 |
285.36 |
285.36 |
-3.15 |
805 |
6,756 |
+42 |
Dec11 |
110217 |
290.37 |
291.31 |
286.65 |
287.38 |
-2.99 |
7,259 |
26,924 |
+165 |
Jan12 |
110217 |
292.05 |
292.05 |
289.10 |
289.10 |
-2.88 |
1,185 |
6,703 |
-26 |
Feb12 |
110217 |
292.50 |
292.50 |
289.80 |
289.80 |
-2.83 |
1,005 |
2,135 |
+658 |
Total Volume and Open Interest |
134,322 |
325,761 |
+4,326 |
Gasoline(NYMEX) |
Mar11 |
110217 |
254.48 |
255.54 |
252.26 |
252.77 |
-1.70 |
42,793 |
44,446 |
-5,079 |
Apr11 |
110217 |
268.70 |
269.66 |
266.02 |
266.60 |
-1.62 |
40,554 |
73,570 |
+6,896 |
May11 |
110217 |
270.50 |
271.00 |
267.79 |
268.21 |
-1.68 |
17,269 |
49,707 |
+1,352 |
Jun11 |
110217 |
271.24 |
271.90 |
268.36 |
268.86 |
-1.81 |
13,598 |
33,654 |
+620 |
Jul11 |
110217 |
269.93 |
271.24 |
268.71 |
268.74 |
-2.06 |
7,181 |
18,449 |
+517 |
Aug11 |
110217 |
270.00 |
271.05 |
267.89 |
268.07 |
-2.30 |
6,175 |
11,802 |
+1,466 |
Sep11 |
110217 |
268.43 |
269.24 |
266.56 |
266.56 |
-2.43 |
2,636 |
6,927 |
+219 |
Oct11 |
110217 |
258.15 |
259.03 |
256.15 |
256.15 |
-2.71 |
2,377 |
5,031 |
+550 |
Nov11 |
110217 |
257.40 |
257.40 |
254.32 |
254.32 |
-2.79 |
972 |
2,827 |
-15 |
Dec11 |
110217 |
255.80 |
255.91 |
253.05 |
253.61 |
-2.79 |
5,502 |
23,196 |
+1,649 |
Total Volume and Open Interest |
140,613 |
284,832 |
+8,582 |
e-miNY RBOB Gasoline(NYM) |
Mar11 |
110217 |
252.80 |
252.80 |
252.77 |
252.80 |
-1.70 |
0 |
5 |
+0 |
Apr11 |
110217 |
266.60 |
266.60 |
266.60 |
266.60 |
-1.60 |
1 |
2 |
+1 |
May11 |
110217 |
268.20 |
268.21 |
268.20 |
268.20 |
-1.70 |
0 |
1 |
+0 |
Jun11 |
110217 |
268.90 |
268.90 |
268.86 |
268.90 |
-1.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1 |
12 |
+1 |
Natural Gas(NYM) |
Mar11 |
110217 |
3.913 |
3.949 |
3.825 |
3.868 |
-0.053 |
121,592 |
67,184 |
-20,367 |
Apr11 |
110217 |
3.961 |
3.985 |
3.867 |
3.901 |
-0.060 |
86,402 |
189,675 |
+12,715 |
May11 |
110217 |
4.020 |
4.050 |
3.934 |
3.968 |
-0.062 |
30,419 |
207,885 |
+4,280 |
Jun11 |
110217 |
4.087 |
4.105 |
3.995 |
4.030 |
-0.058 |
12,191 |
63,023 |
+2,232 |
Jul11 |
110217 |
4.140 |
4.158 |
4.067 |
4.087 |
-0.056 |
7,670 |
53,125 |
+1,207 |
Aug11 |
110217 |
4.181 |
4.190 |
4.090 |
4.118 |
-0.057 |
6,105 |
23,622 |
+634 |
Sep11 |
110217 |
4.200 |
4.200 |
4.097 |
4.130 |
-0.057 |
5,093 |
23,359 |
+1,422 |
Oct11 |
110217 |
4.234 |
4.242 |
4.146 |
4.176 |
-0.057 |
11,118 |
74,062 |
+1,091 |
Nov11 |
110217 |
4.437 |
4.437 |
4.343 |
4.371 |
-0.054 |
1,991 |
25,550 |
+60 |
Dec11 |
110217 |
4.658 |
4.663 |
4.586 |
4.613 |
-0.045 |
1,574 |
24,445 |
+206 |
Jan12 |
110217 |
4.778 |
4.792 |
4.722 |
4.742 |
-0.041 |
3,024 |
54,197 |
+535 |
Feb12 |
110217 |
4.760 |
4.780 |
4.715 |
4.732 |
-0.042 |
483 |
13,133 |
+274 |
Mar12 |
110217 |
4.708 |
4.715 |
4.660 |
4.669 |
-0.035 |
835 |
25,921 |
+208 |
Apr12 |
110217 |
4.571 |
4.571 |
4.491 |
4.530 |
-0.027 |
684 |
23,643 |
+295 |
May12 |
110217 |
4.590 |
4.605 |
4.539 |
4.559 |
-0.025 |
50 |
5,740 |
-22 |
Jun12 |
110217 |
4.616 |
4.628 |
4.588 |
4.593 |
-0.023 |
18 |
4,436 |
+4 |
Total Volume and Open Interest |
289,593 |
949,674 |
+4,680 |
Brent Crude Oil(ICE) |
Apr11 |
110217 |
104.16 |
104.30 |
102.37 |
102.59 |
-1.19 |
208,417 |
213,881 |
+4,270 |
May11 |
110217 |
104.51 |
104.52 |
102.70 |
102.89 |
-1.12 |
95,710 |
143,151 |
+2,719 |
Jun11 |
110217 |
104.62 |
104.73 |
102.92 |
103.10 |
-1.07 |
73,872 |
125,860 |
+3,267 |
Jul11 |
110217 |
104.43 |
104.79 |
103.05 |
103.22 |
-1.03 |
15,808 |
40,592 |
+1,452 |
Aug11 |
110217 |
104.35 |
104.87 |
103.20 |
103.31 |
-1.01 |
9,756 |
24,163 |
+125 |
Sep11 |
110217 |
104.40 |
104.91 |
103.22 |
103.36 |
-0.99 |
11,232 |
30,060 |
+1,190 |
Oct11 |
110217 |
104.47 |
104.97 |
103.29 |
103.43 |
-0.98 |
6,199 |
18,344 |
-510 |
Nov11 |
110217 |
104.50 |
104.98 |
103.32 |
103.46 |
-0.97 |
5,513 |
14,756 |
+82 |
Dec11 |
110217 |
104.57 |
105.00 |
103.33 |
103.49 |
-0.96 |
46,614 |
110,843 |
+1,292 |
Jan12 |
110217 |
103.65 |
103.65 |
103.56 |
103.56 |
-0.94 |
1,379 |
15,047 |
-49 |
Feb12 |
110217 |
103.64 |
103.64 |
103.64 |
103.64 |
-0.92 |
1,844 |
9,220 |
+728 |
Mar12 |
110217 |
103.70 |
103.70 |
103.70 |
103.70 |
-0.91 |
1,801 |
16,040 |
+290 |
Apr12 |
110217 |
103.66 |
103.66 |
103.66 |
103.66 |
-0.91 |
1,275 |
3,508 |
-79 |
May12 |
110217 |
103.58 |
103.58 |
103.58 |
103.58 |
-0.91 |
481 |
3,519 |
+21 |
Total Volume and Open Interest |
501,537 |
891,455 |
+19,070 |
Gas Oil(ICE) |
Mar11 |
110217 |
875.00 |
876.00 |
859.00 |
873.50 |
+5.75 |
89,185 |
173,096 |
-7,600 |
Apr11 |
110217 |
879.00 |
879.00 |
863.00 |
877.50 |
+6.50 |
90,520 |
139,042 |
+14,227 |
May11 |
110217 |
881.00 |
881.25 |
866.50 |
880.75 |
+7.00 |
43,128 |
78,825 |
+2,293 |
Jun11 |
110217 |
883.00 |
884.50 |
870.00 |
884.00 |
+7.25 |
31,087 |
65,262 |
-362 |
Jul11 |
110217 |
885.50 |
888.00 |
874.75 |
888.00 |
+7.25 |
8,229 |
24,937 |
-950 |
Aug11 |
110217 |
890.75 |
892.00 |
879.00 |
892.00 |
+7.50 |
5,675 |
24,358 |
+785 |
Sep11 |
110217 |
894.25 |
896.00 |
883.00 |
896.00 |
+7.75 |
8,581 |
21,045 |
-508 |
Oct11 |
110217 |
896.75 |
898.50 |
885.75 |
898.50 |
+8.00 |
4,792 |
17,890 |
-63 |
Nov11 |
110217 |
895.00 |
900.00 |
890.00 |
900.00 |
+8.25 |
1,157 |
15,031 |
+178 |
Dec11 |
110217 |
899.75 |
902.50 |
889.00 |
901.75 |
+8.25 |
11,945 |
51,524 |
-2,945 |
Total Volume and Open Interest |
299,527 |
698,706 |
+5,534 |
Ethanol(CBOT) |
Feb11 |
110203 |
2.340 |
2.345 |
2.340 |
2.340 |
+0.005 |
15 |
114 |
-120 |
Mar11 |
110217 |
2.447 |
2.509 |
2.447 |
2.505 |
+0.065 |
63 |
622 |
-34 |
Apr11 |
110217 |
2.468 |
2.524 |
2.468 |
2.521 |
+0.061 |
40 |
1,008 |
+2 |
May11 |
110217 |
2.514 |
2.534 |
2.513 |
2.531 |
+0.056 |
23 |
463 |
-17 |
Jun11 |
110217 |
2.534 |
2.536 |
2.534 |
2.536 |
+0.056 |
33 |
948 |
+0 |
Jul11 |
110217 |
2.540 |
2.543 |
2.525 |
2.543 |
+0.055 |
58 |
1,026 |
+20 |
Aug11 |
110217 |
2.504 |
2.510 |
2.504 |
2.509 |
+0.045 |
20 |
913 |
-3 |
Sep11 |
110217 |
2.385 |
2.409 |
2.385 |
2.409 |
+0.054 |
36 |
643 |
+23 |
Total Volume and Open Interest |
407 |
7,517 |
+70 |
WTI Crude Oil(ICE |
Mar11 |
110217 |
85.20 |
86.62 |
84.38 |
86.36 |
+1.37 |
57,071 |
36,231 |
-10,968 |
Apr11 |
110217 |
88.15 |
89.25 |
87.35 |
88.84 |
+1.00 |
103,885 |
89,317 |
+23 |
May11 |
110217 |
91.29 |
91.56 |
90.38 |
91.18 |
+0.22 |
50,838 |
68,564 |
+1,311 |
Jun11 |
110217 |
92.82 |
92.99 |
91.99 |
92.74 |
-0.08 |
42,106 |
69,839 |
+1,706 |
Jul11 |
110217 |
93.47 |
93.87 |
93.23 |
93.83 |
-0.30 |
9,072 |
23,654 |
-34 |
Aug11 |
110217 |
94.95 |
94.95 |
94.18 |
94.54 |
-0.43 |
4,302 |
17,627 |
-44 |
Sep11 |
110217 |
95.63 |
95.63 |
94.70 |
95.09 |
-0.48 |
6,250 |
24,305 |
+1,152 |
Oct11 |
110217 |
95.86 |
95.86 |
95.19 |
95.58 |
-0.49 |
2,860 |
18,599 |
+185 |
Nov11 |
110217 |
96.35 |
96.35 |
95.65 |
96.02 |
-0.50 |
3,551 |
12,266 |
+739 |
Dec11 |
110217 |
97.02 |
97.02 |
95.75 |
96.41 |
-0.49 |
25,791 |
92,248 |
+11 |
Jan12 |
110217 |
96.75 |
96.75 |
96.75 |
96.75 |
-0.47 |
1,350 |
9,459 |
+239 |
Feb12 |
110217 |
97.00 |
97.00 |
97.00 |
97.00 |
-0.46 |
272 |
1,780 |
+15 |
Mar12 |
110217 |
97.21 |
97.21 |
97.21 |
97.21 |
-0.44 |
112 |
4,178 |
-23 |
Apr12 |
110217 |
97.36 |
97.36 |
97.36 |
97.36 |
-0.43 |
145 |
1,870 |
+57 |
May12 |
110217 |
97.50 |
97.50 |
97.50 |
97.50 |
-0.43 |
56 |
961 |
+2 |
Jun12 |
110217 |
97.61 |
97.65 |
97.27 |
97.65 |
-0.44 |
1,549 |
24,801 |
+1,082 |
Total Volume and Open Interest |
317,211 |
577,020 |
-4,932 |
US Dollar Index(ICE) |
Mar11 |
110217 |
78.280 |
78.410 |
77.990 |
78.065 |
-0.212 |
25,516 |
37,974 |
-857 |
Jun11 |
110217 |
78.645 |
78.745 |
78.350 |
78.385 |
-0.222 |
141 |
1,218 |
+2 |
Sep11 |
110217 |
78.745 |
78.745 |
78.745 |
78.745 |
-0.222 |
0 |
4 |
+0 |
Total Volume and Open Interest |
25,657 |
39,197 |
-855 |
Australian Dollar(CME) |
Mar11 |
110217 |
99.90 |
101.03 |
99.90 |
100.97 |
+0.85 |
100,961 |
119,947 |
-1,366 |
Jun11 |
110217 |
98.80 |
99.85 |
98.80 |
99.83 |
+0.85 |
488 |
1,222 |
+124 |
Sep11 |
110217 |
98.58 |
98.58 |
97.77 |
98.58 |
+0.81 |
0 |
14 |
+0 |
Total Volume and Open Interest |
101,449 |
121,231 |
-1,242 |
British Pound(CME) |
Mar11 |
110217 |
160.89 |
161.85 |
160.72 |
161.70 |
+0.78 |
199,390 |
120,830 |
-11,080 |
Jun11 |
110217 |
160.65 |
161.65 |
160.65 |
161.52 |
+0.79 |
554 |
1,017 |
+220 |
Sep11 |
110217 |
161.22 |
161.22 |
160.45 |
161.22 |
+0.77 |
2 |
23 |
+0 |
Total Volume and Open Interest |
199,946 |
121,903 |
-10,860 |
Canadian Dollar(CME) |
Mar11 |
110217 |
101.39 |
101.82 |
101.38 |
101.51 |
+0.09 |
61,050 |
137,689 |
+3,600 |
Jun11 |
110217 |
101.20 |
101.59 |
101.20 |
101.29 |
+0.09 |
252 |
3,941 |
+131 |
Sep11 |
110217 |
101.05 |
101.09 |
100.91 |
101.00 |
+0.09 |
3 |
1,088 |
+1 |
Dec11 |
110217 |
100.74 |
100.74 |
100.61 |
100.68 |
+0.07 |
45 |
1,768 |
+17 |
Total Volume and Open Interest |
61,350 |
144,571 |
+3,749 |
Japanese Yen(CME) |
Mar11 |
110217 |
119.51 |
120.27 |
119.41 |
120.00 |
+0.30 |
145,812 |
121,052 |
+5,925 |
Jun11 |
110217 |
119.73 |
120.38 |
119.62 |
120.10 |
+0.31 |
557 |
1,797 |
+160 |
Sep11 |
110217 |
120.24 |
120.24 |
119.95 |
120.24 |
+0.29 |
4 |
34 |
+2 |
Total Volume and Open Interest |
146,380 |
122,897 |
+6,094 |
Swiss Franc(CME) |
Mar11 |
110217 |
104.19 |
105.53 |
104.16 |
105.34 |
+0.99 |
92,165 |
43,219 |
+1,414 |
Jun11 |
110217 |
104.54 |
105.64 |
104.28 |
105.44 |
+1.00 |
239 |
213 |
+100 |
Sep11 |
110217 |
105.50 |
105.55 |
104.56 |
105.55 |
+0.99 |
0 |
5 |
+0 |
Total Volume and Open Interest |
92,404 |
43,448 |
+1,514 |
EuroFX(CME) |
Mar11 |
110217 |
135.55 |
136.17 |
135.33 |
136.01 |
+0.37 |
418,100 |
189,588 |
+1,377 |
Jun11 |
110217 |
135.53 |
135.96 |
135.28 |
135.85 |
+0.38 |
697 |
4,909 |
+240 |
Sep11 |
110217 |
135.46 |
135.70 |
135.24 |
135.61 |
+0.37 |
23 |
82 |
+19 |
Total Volume and Open Interest |
418,821 |
194,940 |
+1,636 |
Mexican Peso(CME) |
Mar11 |
110217 |
827.0 |
831.8 |
824.8 |
831.8 |
+4.8 |
31,914 |
145,865 |
-2,664 |
Apr11 |
110217 |
831.0 |
831.0 |
826.5 |
831.0 |
+4.5 |
|
|
|
Total Volume and Open Interest |
32,143 |
147,399 |
-2,475 |
30-Year T-Bonds(CBOT) |
Mar11 |
110217 |
118~290 |
119~250 |
118~260 |
119~140 |
+0~160 |
419,958 |
573,392 |
+245 |
Jun11 |
110217 |
117~140 |
118~050 |
117~110 |
117~270 |
+0~160 |
11,201 |
21,991 |
+3,291 |
Sep11 |
110217 |
116~040 |
116~070 |
115~070 |
116~070 |
+0~160 |
0 |
1 |
+0 |
Total Volume and Open Interest |
431,159 |
595,384 |
+3,536 |
10-Year T-Notes(CBOT) |
Mar11 |
110217 |
118~185 |
119~075 |
118~160 |
119~005 |
+0~135 |
1,442,480 |
1,514,816 |
+10,187 |
Jun11 |
110217 |
117~050 |
117~265 |
117~045 |
117~185 |
+0~140 |
31,272 |
70,861 |
+12,760 |
Sep11 |
110217 |
116~115 |
116~115 |
115~295 |
116~115 |
+0~140 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,473,752 |
1,585,682 |
+22,947 |
5-Year T-Notes(CBOT) |
Mar11 |
110217 |
116~069 |
117~006 |
116~064 |
116~116 |
+0~047 |
670,072 |
1,285,503 |
-5,952 |
Jun11 |
110217 |
115~077 |
116~007 |
115~066 |
115~118 |
+0~052 |
70,619 |
100,231 |
+30,932 |
Sep11 |
110217 |
115~014 |
115~014 |
114~090 |
115~014 |
+0~052 |
|
|
|
Total Volume and Open Interest |
740,691 |
1,385,734 |
+24,980 |
2 Year T-Notes(CBOT) |
Mar11 |
110217 |
109~010 |
109~029 |
109~008 |
109~027 |
+0~019 |
449,981 |
929,793 |
+24,353 |
Jun11 |
110217 |
108~089 |
108~111 |
108~088 |
108~109 |
+0~021 |
21,637 |
30,380 |
+7,269 |
Sep11 |
110217 |
108~075 |
108~075 |
108~054 |
108~075 |
+0~021 |
|
|
|
Total Volume and Open Interest |
471,618 |
960,173 |
+31,622 |
Eurodollars(CME) |
Mar11 |
110217 |
99.675 |
99.677 |
99.662 |
99.675 |
+0.005 |
159,996 |
1,055,047 |
-25,528 |
Jun11 |
110217 |
99.585 |
99.605 |
99.575 |
99.600 |
+0.020 |
206,857 |
1,193,013 |
-1,990 |
Sep11 |
110217 |
99.445 |
99.495 |
99.430 |
99.485 |
+0.050 |
296,132 |
1,229,489 |
+22,095 |
Dec11 |
110217 |
99.205 |
99.285 |
99.195 |
99.275 |
+0.080 |
440,545 |
1,236,969 |
+76,601 |
Mar12 |
110217 |
98.870 |
98.970 |
98.855 |
98.960 |
+0.105 |
439,167 |
1,024,006 |
-19,071 |
Jun12 |
110217 |
98.480 |
98.595 |
98.470 |
98.580 |
+0.110 |
382,590 |
727,074 |
+3,749 |
Sep12 |
110217 |
98.110 |
98.225 |
98.105 |
98.210 |
+0.115 |
288,578 |
548,034 |
+12,255 |
Dec12 |
110217 |
97.770 |
97.905 |
97.770 |
97.880 |
+0.120 |
271,497 |
446,024 |
+6,979 |
Mar13 |
110217 |
97.470 |
97.625 |
97.470 |
97.595 |
+0.120 |
218,548 |
263,818 |
+5,413 |
Jun13 |
110217 |
97.200 |
97.360 |
97.200 |
97.325 |
+0.115 |
133,545 |
217,162 |
+5,560 |
Sep13 |
110217 |
96.965 |
97.110 |
96.965 |
97.075 |
+0.115 |
100,930 |
208,687 |
+2,794 |
Dec13 |
110217 |
96.715 |
96.865 |
96.715 |
96.825 |
+0.110 |
89,680 |
180,569 |
-2,156 |
Mar14 |
110217 |
96.510 |
96.645 |
96.505 |
96.600 |
+0.105 |
27,129 |
126,053 |
-1,130 |
Jun14 |
110217 |
96.275 |
96.420 |
96.270 |
96.375 |
+0.100 |
29,303 |
101,823 |
-2,619 |
Sep14 |
110217 |
96.060 |
96.210 |
96.060 |
96.165 |
+0.095 |
20,657 |
61,819 |
-1,932 |
Dec14 |
110217 |
95.885 |
96.005 |
95.880 |
95.955 |
+0.085 |
21,457 |
79,003 |
+31 |
Mar15 |
110217 |
95.700 |
95.825 |
95.700 |
95.775 |
+0.070 |
9,250 |
56,016 |
-845 |
Jun15 |
110217 |
3.790 |
3.915 |
3.785 |
3.855 |
+0.055 |
10,125 |
38,076 |
-421 |
Total Volume and Open Interest |
3,176,445 |
8,969,656 |
+82,755 |
30 Day Federal Funds(CBOT) |
Feb11 |
110217 |
99.840 |
99.842 |
99.838 |
99.840 |
+0.002 |
5,214 |
82,203 |
+90 |
Mar11 |
110217 |
99.845 |
99.855 |
99.845 |
99.850 |
+0.005 |
2,044 |
60,019 |
+968 |
Apr11 |
110217 |
99.855 |
99.860 |
99.850 |
99.860 |
+0.005 |
8,527 |
56,437 |
+2,371 |
May11 |
110217 |
99.850 |
99.860 |
99.850 |
99.855 |
+0.005 |
2,474 |
60,169 |
+569 |
Jun11 |
110217 |
99.840 |
99.855 |
99.840 |
99.845 |
unch |
2,274 |
45,729 |
+230 |
Jul11 |
110217 |
99.815 |
99.830 |
99.815 |
99.825 |
+0.005 |
1,815 |
56,232 |
+1 |
Total Volume and Open Interest |
45,929 |
605,071 |
+6,335 |
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 |
110217 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
30 |
3,699 |
-387 |
Jun11 |
110217 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
150 |
+0 |
Sep11 |
110217 |
99.628 |
99.628 |
99.628 |
99.628 |
unch |
|
|
|
Dec11 |
110217 |
99.603 |
99.603 |
99.603 |
99.603 |
unch |
0 |
75 |
+0 |
Mar12 |
110217 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Jun12 |
110217 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
|
|
|
Sep12 |
110217 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Dec12 |
110217 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Mar13 |
110217 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Jun13 |
110217 |
99.440 |
99.440 |
99.440 |
99.440 |
unch |
|
|
|
Total Volume and Open Interest |
30 |
3,924 |
-387 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110217 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
40 |
5,142 |
-5 |
Jun11 |
110217 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
972 |
+0 |
Sep11 |
110217 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
786 |
+0 |
Dec11 |
110217 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
2,109 |
+0 |
Mar12 |
110217 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
405 |
+0 |
Jun12 |
110217 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
754 |
+0 |
Sep12 |
110217 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
310 |
+0 |
Dec12 |
110217 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
40 |
10,483 |
-5 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110217 |
138.65 |
138.73 |
138.47 |
138.67 |
+0.17 |
2,397 |
16,565 |
+124 |
Jun11 |
110217 |
137.90 |
137.90 |
137.75 |
137.75 |
+0.17 |
11 |
33 |
+2 |
Sep11 |
110217 |
135.32 |
135.32 |
135.32 |
135.32 |
+0.17 |
|
|
|
Total Volume and Open Interest |
2,408 |
16,598 |
+126 |
Euro-Bund(EUREX) |
Mar11 |
110217 |
123.24 |
123.84 |
123.13 |
123.75 |
+0.68 |
1,078,066 |
1,368,298 |
-186,167 |
Jun11 |
110217 |
121.76 |
122.41 |
121.76 |
122.32 |
+0.67 |
5,400 |
34,352 |
+511 |
Sep11 |
110217 |
121.89 |
122.00 |
121.89 |
122.00 |
+0.68 |
76 |
6 |
-71 |
Total Volume and Open Interest |
1,083,542 |
1,402,656 |
-185,727 |
Euro-Bobl(EUREX) |
Mar11 |
110217 |
116.96 |
117.44 |
116.92 |
117.40 |
+0.54 |
675,198 |
1,021,165 |
-32,227 |
Jun11 |
110217 |
115.53 |
115.95 |
115.52 |
115.94 |
+0.53 |
6,992 |
36,620 |
+639 |
Sep11 |
110217 |
115.35 |
115.35 |
115.35 |
115.35 |
+0.54 |
30 |
0 |
-30 |
Total Volume and Open Interest |
682,220 |
1,057,785 |
-31,618 |
3-Mth Euribor(EUREX) |
Mar11 |
110217 |
98.875 |
98.880 |
98.875 |
98.880 |
+0.010 |
24 |
5,727 |
-2 |
Jun11 |
110217 |
98.610 |
98.630 |
98.610 |
98.630 |
+0.030 |
33 |
9,612 |
-14 |
Sep11 |
110217 |
98.410 |
98.410 |
98.410 |
98.410 |
+0.050 |
5 |
2,174 |
+0 |
Total Volume and Open Interest |
269 |
25,863 |
+68 |
Long Gilt(LIFFE) |
Mar11 |
110217 |
116~01 |
116~18 |
115~31 |
116~14 |
+0~18 |
148,304 |
266,141 |
+7,688 |
Jun11 |
110217 |
114~25 |
115~07 |
114~25 |
115~04 |
+0~18 |
769 |
868 |
+754 |
Total Volume and Open Interest |
149,073 |
267,009 |
+8,442 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110217 |
99.15 |
99.17 |
99.12 |
99.14 |
unch |
136,657 |
332,598 |
+14,919 |
Jun11 |
110217 |
98.87 |
98.89 |
98.84 |
98.86 |
+0.01 |
164,878 |
370,102 |
+5,432 |
Sep11 |
110217 |
98.60 |
98.63 |
98.57 |
98.61 |
+0.03 |
154,203 |
327,669 |
+4,974 |
Dec11 |
110217 |
98.31 |
98.36 |
98.29 |
98.34 |
+0.05 |
185,435 |
375,380 |
+4,608 |
Mar12 |
110217 |
98.01 |
98.08 |
97.99 |
98.05 |
+0.06 |
190,104 |
314,085 |
-6,376 |
Jun12 |
110217 |
97.71 |
97.79 |
97.68 |
97.75 |
+0.07 |
129,394 |
196,980 |
+2,231 |
Total Volume and Open Interest |
1,123,169 |
2,388,510 |
+22,143 |
3-Mth Euribor(LIFFE) |
Mar11 |
110217 |
98.880 |
98.890 |
98.865 |
98.880 |
+0.010 |
60,067 |
613,667 |
-3,361 |
Jun11 |
110217 |
98.605 |
98.640 |
98.600 |
98.630 |
+0.030 |
120,541 |
627,476 |
+9,506 |
Sep11 |
110217 |
98.370 |
98.420 |
98.370 |
98.410 |
+0.055 |
96,755 |
569,936 |
+1,245 |
Total Volume and Open Interest |
784,736 |
3,618,253 |
+15,248 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110217 |
95.04 |
95.05 |
95.03 |
95.05 |
+0.01 |
6,297 |
142,336 |
-1,426 |
Jun11 |
110217 |
94.94 |
94.96 |
94.94 |
94.96 |
+0.01 |
10,128 |
189,451 |
+2,562 |
Sep11 |
110217 |
94.81 |
94.83 |
94.80 |
94.82 |
+0.01 |
11,902 |
115,925 |
+1,556 |
Dec11 |
110217 |
94.66 |
94.69 |
94.65 |
94.68 |
+0.01 |
2,993 |
65,427 |
-2,515 |
Mar12 |
110217 |
94.53 |
94.56 |
94.52 |
94.55 |
+0.01 |
984 |
52,573 |
+142 |
Jun12 |
110217 |
94.44 |
94.45 |
94.44 |
94.44 |
unch |
761 |
41,991 |
+479 |
Sep12 |
110217 |
94.36 |
94.37 |
94.33 |
94.36 |
+0.01 |
701 |
29,971 |
+203 |
Dec12 |
110217 |
94.30 |
94.30 |
94.25 |
94.28 |
unch |
169 |
15,868 |
+110 |
Mar13 |
110217 |
94.23 |
94.25 |
94.21 |
94.23 |
unch |
26 |
3,223 |
+15 |
Jun13 |
110217 |
94.16 |
94.17 |
94.16 |
94.17 |
unch |
4 |
609 |
+4 |
Total Volume and Open Interest |
33,967 |
659,064 |
+1,130 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110217 |
94.28 |
94.32 |
94.28 |
94.31 |
+0.03 |
34,219 |
379,122 |
-4,442 |
Jun11 |
110217 |
94.31 |
94.31 |
94.31 |
94.31 |
+0.03 |
|
|
|
Total Volume and Open Interest |
34,219 |
379,122 |
-4,442 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110217 |
94.74 |
94.76 |
94.72 |
94.75 |
+0.01 |
64,493 |
565,041 |
+9,826 |
Jun11 |
110217 |
94.75 |
94.75 |
94.75 |
94.75 |
+0.01 |
|
|
|
Total Volume and Open Interest |
64,493 |
565,041 |
+9,826 |
Gold(CMX) |
Feb11 |
110217 |
1377.7 |
1384.7 |
1377.0 |
1384.7 |
+10.0 |
156 |
648 |
-51 |
Apr11 |
110217 |
1376.5 |
1385.8 |
1374.6 |
1385.1 |
+10.0 |
133,587 |
311,585 |
+5,255 |
Jun11 |
110217 |
1377.0 |
1386.9 |
1376.2 |
1386.6 |
+10.0 |
1,291 |
54,171 |
-69 |
Aug11 |
110217 |
1380.5 |
1388.0 |
1380.5 |
1388.0 |
+9.9 |
1,495 |
21,852 |
+559 |
Oct11 |
110217 |
1380.7 |
1389.6 |
1380.4 |
1389.5 |
+9.9 |
195 |
8,003 |
+54 |
Dec11 |
110217 |
1382.0 |
1391.3 |
1381.3 |
1391.1 |
+9.8 |
371 |
25,329 |
+33 |
Feb12 |
110217 |
1392.0 |
1393.0 |
1391.6 |
1393.0 |
+9.6 |
46 |
6,582 |
+28 |
Apr12 |
110217 |
1395.5 |
1395.5 |
1395.5 |
1395.5 |
+9.5 |
0 |
5,347 |
+0 |
Jun12 |
110217 |
1398.6 |
1398.6 |
1398.6 |
1398.6 |
+9.5 |
3 |
6,596 |
-3 |
Aug12 |
110217 |
1402.0 |
1402.0 |
1402.0 |
1402.0 |
+9.4 |
0 |
977 |
+0 |
Oct12 |
110217 |
1406.1 |
1406.1 |
1406.1 |
1406.1 |
+9.2 |
0 |
1,341 |
+0 |
Dec12 |
110217 |
1403.6 |
1410.7 |
1403.6 |
1410.7 |
+9.0 |
61 |
12,200 |
+31 |
Total Volume and Open Interest |
137,849 |
479,179 |
+5,834 |
Silver(CMX) |
Mar11 |
110217 |
3065.5 |
3179.0 |
3053.5 |
3157.0 |
+94.1 |
74,566 |
55,811 |
-4,040 |
May11 |
110217 |
3064.5 |
3179.0 |
3055.0 |
3158.1 |
+93.7 |
21,251 |
48,146 |
+4,401 |
Jul11 |
110217 |
3067.5 |
3178.5 |
3061.0 |
3158.4 |
+93.2 |
2,579 |
11,265 |
+9 |
Sep11 |
110217 |
3100.0 |
3164.0 |
3100.0 |
3157.8 |
+93.0 |
1,040 |
4,896 |
+231 |
Dec11 |
110217 |
3069.5 |
3177.0 |
3066.0 |
3156.9 |
+92.7 |
1,176 |
12,938 |
+469 |
Mar12 |
110217 |
3080.0 |
3172.0 |
3080.0 |
3153.4 |
+92.7 |
10 |
659 |
-5 |
May12 |
110217 |
3151.1 |
3151.1 |
3151.1 |
3151.1 |
+92.7 |
0 |
220 |
+0 |
Total Volume and Open Interest |
101,033 |
148,266 |
+1,153 |
Platinum(NYMEX) |
Apr11 |
110217 |
1833.4 |
1849.0 |
1823.9 |
1844.0 |
+9.7 |
3,298 |
38,989 |
+12 |
Jul11 |
110217 |
1833.7 |
1849.0 |
1833.7 |
1846.3 |
+9.3 |
56 |
2,057 |
+46 |
Oct11 |
110217 |
1830.0 |
1849.5 |
1830.0 |
1849.2 |
+9.3 |
14 |
354 |
+14 |
Jan12 |
110217 |
1851.2 |
1851.2 |
1851.2 |
1851.2 |
+9.3 |
0 |
10 |
+0 |
Total Volume and Open Interest |
3,369 |
41,448 |
+73 |
Palladium(NYMEX) |
Mar11 |
110217 |
840.50 |
847.00 |
833.25 |
843.00 |
+4.65 |
3,927 |
14,020 |
-1,607 |
Jun11 |
110217 |
841.00 |
847.80 |
835.00 |
844.70 |
+4.50 |
2,154 |
9,031 |
+1,922 |
Sep11 |
110217 |
848.15 |
848.15 |
845.50 |
845.50 |
+4.50 |
1 |
54 |
+1 |
Total Volume and Open Interest |
6,085 |
23,119 |
+316 |
Copper(CMX) |
Mar11 |
110217 |
449.30 |
451.70 |
441.55 |
448.40 |
+1.40 |
53,668 |
46,157 |
-6,980 |
May11 |
110217 |
450.55 |
452.80 |
442.75 |
449.70 |
+1.45 |
17,658 |
69,153 |
+2,699 |
Jul11 |
110217 |
451.10 |
452.95 |
444.00 |
450.20 |
+1.45 |
2,519 |
23,725 |
+194 |
Sep11 |
110217 |
446.10 |
452.65 |
444.55 |
450.30 |
+1.60 |
323 |
6,656 |
-5 |
Dec11 |
110217 |
450.00 |
450.00 |
444.75 |
449.60 |
+1.90 |
1,561 |
6,090 |
+1,287 |
Total Volume and Open Interest |
76,582 |
156,838 |
-2,630 |
DJIA Index(CBOT) |
Mar11 |
110217 |
12255 |
12305 |
12225 |
12288 |
+36 |
825 |
11,642 |
+118 |
Jun11 |
110217 |
12199 |
12223 |
12187 |
12223 |
+36 |
0 |
12 |
+0 |
Sep11 |
110217 |
12168 |
12168 |
12132 |
12168 |
+36 |
|
|
|
Dec11 |
110217 |
12113 |
12113 |
12077 |
12113 |
+36 |
0 |
1 |
+0 |
Total Volume and Open Interest |
825 |
11,655 |
+118 |
S & P 500(CME) |
Mar11 |
110217 |
1333.00 |
1339.90 |
1328.50 |
1337.80 |
+4.80 |
16,558 |
312,063 |
+891 |
Jun11 |
110217 |
1325.80 |
1334.60 |
1325.00 |
1332.90 |
+4.80 |
3,611 |
13,713 |
+2,486 |
Sep11 |
110217 |
1327.90 |
1329.70 |
1320.20 |
1328.00 |
+4.80 |
16 |
2,990 |
+0 |
Dec11 |
110217 |
1323.20 |
1324.90 |
1315.40 |
1323.20 |
+4.80 |
0 |
637 |
+0 |
Total Volume and Open Interest |
20,185 |
329,403 |
+3,377 |
S & P 500 E-Mini(Globex) |
Mar11 |
110217 |
1333.00 |
1340.00 |
1328.50 |
1337.75 |
+4.75 |
1,801,087 |
2,845,287 |
+31,037 |
Jun11 |
110217 |
1328.00 |
1335.25 |
1324.50 |
1333.00 |
+5.00 |
1,329 |
22,784 |
+204 |
Total Volume and Open Interest |
1,802,428 |
2,868,344 |
+31,241 |
NASDAQ 100(CME) |
Mar11 |
110217 |
2392.00 |
2400.50 |
2383.50 |
2393.50 |
+1.50 |
430 |
17,372 |
+21 |
Jun11 |
110217 |
2385.00 |
2397.00 |
2385.00 |
2390.80 |
+1.50 |
8 |
1,026 |
+0 |
Sep11 |
110217 |
2388.30 |
2389.30 |
2388.30 |
2388.30 |
+1.50 |
|
|
|
Total Volume and Open Interest |
438 |
18,398 |
+21 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110217 |
2392.00 |
2400.80 |
2383.50 |
2393.50 |
+1.50 |
230,670 |
355,668 |
+3,202 |
Jun11 |
110217 |
2388.80 |
2397.00 |
2382.00 |
2390.80 |
+1.50 |
176 |
1,924 |
+18 |
Total Volume and Open Interest |
230,846 |
357,598 |
+3,220 |
S & P Midcap 400(CME) |
Mar11 |
110217 |
981.00 |
981.00 |
974.10 |
979.90 |
+4.70 |
0 |
2,808 |
+0 |
Jun11 |
110217 |
977.30 |
977.30 |
977.10 |
977.30 |
+4.70 |
|
|
|
Sep11 |
110217 |
975.20 |
975.20 |
975.00 |
975.20 |
+4.70 |
|
|
|
Total Volume and Open Interest |
0 |
2,808 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110217 |
10885 |
10895 |
10820 |
10870 |
-10 |
8,602 |
48,555 |
+433 |
Jun11 |
110217 |
10845 |
10855 |
10845 |
10845 |
-10 |
11 |
170 |
+0 |
Total Volume and Open Interest |
8,613 |
48,725 |
+433 |
Nikkei 225(SGX) |
Mar11 |
110217 |
10805 |
10900 |
10805 |
10835 |
+30 |
95,215 |
249,591 |
-3,590 |
Jun11 |
110217 |
10800 |
10805 |
10750 |
10760 |
+35 |
215 |
4,716 |
+22 |
Sep11 |
110217 |
10765 |
10765 |
10765 |
10765 |
+35 |
0 |
400 |
+0 |
Total Volume and Open Interest |
95,430 |
263,589 |
-1,468 |
CAC 40(EURONEXT) |
Feb11 |
110217 |
4151.5 |
4163.5 |
4129.0 |
4152.5 |
+1.0 |
281,731 |
350,086 |
+2,965 |
Mar11 |
110217 |
4150.5 |
4165.5 |
4131.5 |
4154.5 |
unch |
163,992 |
239,010 |
+103,196 |
Apr11 |
110217 |
4158.5 |
4158.5 |
4142.5 |
4157.5 |
unch |
21 |
46 |
+11 |
Total Volume and Open Interest |
445,746 |
589,193 |
+106,171 |
Hang Seng Index(HKFE) |
Feb11 |
110217 |
23170 |
23295 |
23039 |
23285 |
+195 |
84,919 |
76,295 |
-1,578 |
Mar11 |
110217 |
23127 |
23225 |
22977 |
23220 |
+196 |
1,864 |
13,060 |
+260 |
Total Volume and Open Interest |
87,435 |
92,150 |
-1,322 |
DAX(EUREX) |
Mar11 |
110217 |
7422.0 |
7439.0 |
7368.0 |
7403.0 |
-25.5 |
119,895 |
247,465 |
-128 |
Jun11 |
110217 |
7450.0 |
7460.0 |
7397.0 |
7426.0 |
-26.0 |
333 |
14,982 |
+77 |
Sep11 |
110217 |
7471.5 |
7472.0 |
7422.0 |
7447.5 |
-26.0 |
62 |
756 |
-9 |
Total Volume and Open Interest |
120,290 |
263,203 |
-60 |
FT-SE 100(EURONEXT) |
Mar11 |
110217 |
6073.50 |
6080.00 |
6025.00 |
6061.50 |
-7.50 |
85,174 |
660,926 |
+2,189 |
Jun11 |
110217 |
6023.50 |
6028.00 |
6005.00 |
6018.50 |
-7.50 |
28 |
8,111 |
+2 |
Sep11 |
110217 |
5986.00 |
5986.00 |
5986.00 |
5986.00 |
-9.50 |
35 |
321 |
+35 |
Total Volume and Open Interest |
85,262 |
669,453 |
+2,231 |
SPI 200(SFE) |
Mar11 |
110217 |
4912.0 |
4928.0 |
4909.0 |
4914.0 |
+2.0 |
24,173 |
184,496 |
-708 |
Jun11 |
110217 |
4939.0 |
4939.0 |
4937.0 |
4937.0 |
+1.0 |
123 |
3,333 |
+31 |
Sep11 |
110217 |
4928.0 |
4928.0 |
4928.0 |
4928.0 |
+2.0 |
4 |
1,849 |
+0 |
Total Volume and Open Interest |
24,300 |
193,158 |
-773 |
GSCI(CME) |
Mar11 |
110217 |
0.64 |
4.64 |
655.00 |
2.64 |
-651.86 |
204 |
14,134 |
-92 |
Apr11 |
110217 |
9.14 |
11.14 |
8.14 |
10.34 |
+1.70 |
|
|
|
May11 |
110217 |
13.64 |
14.14 |
12.54 |
13.64 |
+1.00 |
|
|
|
Total Volume and Open Interest |
204 |
14,134 |
-92 |
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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