|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri February 18, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110218 |
1406.50 |
1410.00 |
1361.75 |
1368.00 |
-36.50 |
130,312 |
129,240 |
-12,456 |
May11 |
110218 |
1417.50 |
1421.25 |
1373.50 |
1381.00 |
-35.50 |
83,429 |
222,567 |
+3,502 |
Jul11 |
110218 |
1424.25 |
1429.00 |
1380.75 |
1389.00 |
-34.75 |
37,324 |
113,559 |
-3,382 |
Aug11 |
110218 |
1412.25 |
1412.25 |
1371.75 |
1374.00 |
-34.00 |
396 |
6,346 |
+77 |
Sep11 |
110218 |
1389.50 |
1389.50 |
1348.00 |
1356.50 |
-33.00 |
349 |
4,925 |
+31 |
Nov11 |
110218 |
1372.00 |
1378.25 |
1332.25 |
1342.00 |
-31.50 |
24,956 |
160,627 |
+2,617 |
Jan12 |
110218 |
1376.00 |
1380.00 |
1336.25 |
1345.50 |
-30.75 |
350 |
17,300 |
+95 |
Total Volume and Open Interest |
278,388 |
681,485 |
-9,297 |
Soybean Meal(CBOT) |
Mar11 |
110218 |
373.70 |
374.60 |
361.50 |
362.00 |
-10.70 |
40,129 |
41,772 |
-4,816 |
May11 |
110218 |
377.90 |
378.70 |
366.00 |
366.00 |
-10.90 |
28,275 |
72,522 |
+3,400 |
Jul11 |
110218 |
377.90 |
379.80 |
367.50 |
367.50 |
-10.30 |
7,625 |
39,623 |
+464 |
Aug11 |
110218 |
368.50 |
373.00 |
362.60 |
362.60 |
-10.40 |
680 |
9,147 |
+167 |
Sep11 |
110218 |
363.10 |
367.00 |
356.40 |
356.40 |
-10.60 |
823 |
7,892 |
+175 |
Oct11 |
110218 |
358.80 |
358.80 |
348.20 |
348.20 |
-10.30 |
726 |
8,886 |
+148 |
Dec11 |
110218 |
357.50 |
358.20 |
347.00 |
347.00 |
-10.00 |
4,083 |
24,089 |
+474 |
Jan12 |
110218 |
352.80 |
352.80 |
347.00 |
347.00 |
-9.70 |
132 |
3,373 |
+43 |
Total Volume and Open Interest |
82,781 |
213,420 |
+106 |
Soybean Oil(CBOT) |
Mar11 |
110218 |
58.25 |
58.34 |
56.38 |
56.49 |
-1.76 |
80,466 |
71,497 |
-11,226 |
May11 |
110218 |
58.87 |
58.94 |
57.02 |
57.12 |
-1.75 |
58,074 |
149,408 |
+5,942 |
Jul11 |
110218 |
59.39 |
59.44 |
57.52 |
57.63 |
-1.76 |
18,628 |
84,559 |
+591 |
Aug11 |
110218 |
58.85 |
59.20 |
57.82 |
57.82 |
-1.75 |
938 |
9,095 |
+76 |
Sep11 |
110218 |
59.49 |
59.49 |
57.91 |
57.91 |
-1.77 |
659 |
10,129 |
-39 |
Oct11 |
110218 |
59.24 |
59.25 |
57.84 |
57.84 |
-1.79 |
1,482 |
12,509 |
+554 |
Dec11 |
110218 |
59.70 |
59.82 |
57.83 |
57.91 |
-1.82 |
6,302 |
43,797 |
+1,044 |
Jan12 |
110218 |
58.60 |
58.60 |
57.96 |
57.96 |
-1.82 |
81 |
964 |
+36 |
Total Volume and Open Interest |
166,869 |
385,791 |
-2,901 |
Canola(WCE) |
Mar11 |
110218 |
589.0 |
590.0 |
579.4 |
585.9 |
-3.9 |
11,494 |
37,037 |
-6,394 |
May11 |
110218 |
597.0 |
598.3 |
587.7 |
594.1 |
-4.0 |
9,292 |
84,491 |
+4,731 |
Jul11 |
110218 |
605.0 |
605.0 |
595.3 |
601.7 |
-4.0 |
3,819 |
21,261 |
+1,905 |
Nov11 |
110218 |
579.0 |
579.0 |
568.8 |
575.5 |
-4.3 |
2,486 |
61,489 |
+410 |
Jan12 |
110218 |
578.8 |
583.4 |
578.0 |
580.8 |
-3.8 |
140 |
3,668 |
-72 |
Total Volume and Open Interest |
27,429 |
210,422 |
+703 |
Corn(CBOT) |
Mar11 |
110218 |
712.00 |
715.50 |
701.75 |
709.75 |
-3.00 |
121,105 |
301,598 |
+250 |
May11 |
110218 |
722.25 |
725.50 |
712.50 |
720.25 |
-2.75 |
86,129 |
595,030 |
+13,615 |
Jul11 |
110218 |
726.00 |
729.00 |
716.25 |
724.50 |
-2.25 |
47,679 |
339,555 |
+7,592 |
Sep11 |
110218 |
659.75 |
662.50 |
651.00 |
659.25 |
-2.75 |
5,724 |
63,796 |
-224 |
Dec11 |
110218 |
614.50 |
618.00 |
605.50 |
612.50 |
-2.75 |
25,799 |
348,875 |
+953 |
Mar12 |
110218 |
622.50 |
625.00 |
613.75 |
620.50 |
-3.00 |
1,377 |
42,353 |
-230 |
Total Volume and Open Interest |
289,108 |
1,745,258 |
+22,206 |
Wheat(CBOT) |
Mar11 |
110218 |
851.25 |
852.75 |
817.25 |
822.25 |
-28.50 |
55,063 |
87,622 |
-11,896 |
May11 |
110218 |
884.00 |
885.25 |
850.50 |
855.75 |
-27.75 |
44,323 |
180,474 |
+7,575 |
Jul11 |
110218 |
913.75 |
915.50 |
881.00 |
886.00 |
-27.75 |
18,950 |
129,698 |
-458 |
Sep11 |
110218 |
939.00 |
939.00 |
908.25 |
913.00 |
-25.00 |
5,381 |
36,914 |
+1,156 |
Dec11 |
110218 |
952.00 |
953.00 |
924.00 |
928.25 |
-22.50 |
5,013 |
90,452 |
+1,358 |
Total Volume and Open Interest |
130,014 |
549,891 |
-1,918 |
Wheat(KCBT) |
Mar11 |
110218 |
953.75 |
954.00 |
925.75 |
929.75 |
-23.50 |
13,271 |
34,852 |
-3,451 |
May11 |
110218 |
965.00 |
965.00 |
936.75 |
940.75 |
-23.25 |
9,425 |
76,849 |
+1,321 |
Jul11 |
110218 |
973.00 |
974.50 |
946.75 |
950.50 |
-22.75 |
7,872 |
63,555 |
+1,736 |
Sep11 |
110218 |
987.00 |
987.75 |
960.00 |
963.25 |
-24.00 |
3,190 |
17,170 |
+139 |
Dec11 |
110218 |
998.50 |
1000.50 |
973.75 |
977.50 |
-21.25 |
2,502 |
17,374 |
+795 |
Total Volume and Open Interest |
36,475 |
213,763 |
+621 |
Wheat(MGE) |
Mar11 |
110218 |
981.50 |
983.25 |
952.00 |
955.50 |
-25.50 |
3,275 |
9,740 |
-896 |
May11 |
110218 |
990.75 |
993.00 |
963.00 |
966.50 |
-24.25 |
3,807 |
21,295 |
+894 |
Jul11 |
110218 |
1000.00 |
1000.50 |
970.25 |
974.25 |
-25.25 |
2,414 |
12,496 |
-52 |
Sep11 |
110218 |
1003.00 |
1003.00 |
971.00 |
975.50 |
-27.25 |
1,312 |
13,002 |
+0 |
Dec11 |
110218 |
1010.75 |
1011.00 |
980.50 |
984.50 |
-26.50 |
1,411 |
10,488 |
+397 |
Total Volume and Open Interest |
12,373 |
69,246 |
+394 |
Oats(CBOT) |
Mar11 |
110218 |
415.00 |
416.75 |
404.75 |
409.75 |
-5.25 |
1,658 |
3,821 |
-802 |
May11 |
110218 |
423.50 |
424.50 |
412.00 |
417.50 |
-5.25 |
1,610 |
7,798 |
+1,023 |
Jul11 |
110218 |
427.75 |
427.75 |
417.50 |
422.00 |
-4.75 |
98 |
1,241 |
+37 |
Sep11 |
110218 |
398.00 |
399.50 |
398.00 |
399.50 |
+1.50 |
3 |
292 |
+1 |
Total Volume and Open Interest |
3,454 |
14,911 |
+306 |
Rough Rice(CBOT) |
Mar11 |
110218 |
15.08 |
15.22 |
14.73 |
14.75 |
-0.35 |
1,984 |
8,259 |
-863 |
May11 |
110218 |
15.40 |
15.52 |
15.05 |
15.07 |
-0.34 |
1,510 |
10,588 |
+806 |
Jul11 |
110218 |
15.73 |
15.81 |
15.36 |
15.38 |
-0.33 |
199 |
4,151 |
+30 |
Sep11 |
110218 |
15.75 |
15.88 |
15.48 |
15.52 |
-0.23 |
64 |
2,124 |
-2 |
Total Volume and Open Interest |
3,779 |
25,754 |
-27 |
Live Cattle(CME) |
Feb11 |
110218 |
110.700 |
111.150 |
109.850 |
111.050 |
+0.765 |
4,454 |
9,488 |
-1,176 |
Apr11 |
110218 |
115.180 |
115.635 |
114.500 |
115.150 |
+0.050 |
20,614 |
170,296 |
+950 |
Jun11 |
110218 |
116.250 |
116.650 |
115.450 |
116.180 |
-0.120 |
8,044 |
89,702 |
+1,296 |
Aug11 |
110218 |
118.000 |
118.400 |
117.180 |
117.580 |
-0.500 |
4,955 |
36,882 |
+1,862 |
Oct11 |
110218 |
120.480 |
120.750 |
119.550 |
120.050 |
-0.400 |
2,729 |
25,311 |
+859 |
Dec11 |
110218 |
120.500 |
120.750 |
119.550 |
120.200 |
-0.435 |
1,816 |
20,958 |
+870 |
Total Volume and Open Interest |
43,531 |
359,448 |
+5,036 |
Feeder Cattle(CME) |
Mar11 |
110218 |
130.500 |
130.700 |
129.650 |
130.075 |
-0.525 |
2,424 |
15,307 |
-163 |
Apr11 |
110218 |
131.685 |
132.250 |
131.200 |
131.750 |
-0.630 |
1,289 |
9,470 |
+87 |
May11 |
110218 |
132.950 |
132.950 |
131.900 |
132.250 |
-0.935 |
1,263 |
11,278 |
+55 |
Aug11 |
110218 |
133.050 |
133.450 |
132.500 |
132.800 |
-0.650 |
1,026 |
11,788 |
+120 |
Sep11 |
110218 |
132.300 |
132.300 |
132.000 |
132.000 |
-0.900 |
241 |
1,880 |
+76 |
Oct11 |
110218 |
131.500 |
131.700 |
131.500 |
131.600 |
-0.950 |
166 |
997 |
+95 |
Nov11 |
110218 |
131.500 |
131.500 |
131.500 |
131.500 |
-0.800 |
44 |
524 |
+40 |
Total Volume and Open Interest |
6,462 |
51,273 |
+318 |
Lean Hogs(CME) |
Apr11 |
110218 |
92.200 |
93.650 |
92.000 |
92.285 |
+0.105 |
18,000 |
101,879 |
-490 |
May11 |
110218 |
100.400 |
101.100 |
100.150 |
100.550 |
+0.250 |
153 |
2,913 |
+13 |
Jun11 |
110218 |
102.500 |
103.500 |
102.350 |
102.785 |
+0.185 |
5,519 |
64,423 |
+617 |
Jul11 |
110218 |
101.850 |
102.035 |
101.000 |
101.400 |
-0.135 |
1,700 |
23,429 |
+306 |
Aug11 |
110218 |
100.050 |
100.400 |
99.550 |
100.050 |
unch |
789 |
19,637 |
+171 |
Oct11 |
110218 |
88.535 |
89.000 |
88.050 |
88.885 |
+0.085 |
923 |
17,704 |
+36 |
Dec11 |
110218 |
84.600 |
84.600 |
83.750 |
84.500 |
-0.180 |
568 |
8,852 |
+199 |
Feb12 |
110218 |
85.100 |
85.200 |
84.350 |
84.750 |
-0.250 |
167 |
2,392 |
+106 |
Total Volume and Open Interest |
27,911 |
242,577 |
+999 |
Class III Milk(CME) |
Feb11 |
110218 |
16.97 |
17.05 |
16.97 |
16.99 |
+0.01 |
114 |
4,932 |
-91 |
Mar11 |
110218 |
18.91 |
18.94 |
18.40 |
18.51 |
-0.40 |
643 |
6,304 |
+151 |
Apr11 |
110218 |
18.56 |
18.67 |
17.97 |
18.06 |
-0.50 |
709 |
5,832 |
+299 |
May11 |
110218 |
18.24 |
18.33 |
17.83 |
17.85 |
-0.38 |
615 |
4,641 |
+77 |
Jun11 |
110218 |
17.90 |
17.90 |
17.52 |
17.56 |
-0.31 |
269 |
3,676 |
+56 |
Total Volume and Open Interest |
2,851 |
39,436 |
+681 |
Cocoa(ICE) |
Mar11 |
110218 |
3496 |
3546 |
3468 |
3546 |
+64 |
48 |
743 |
-22 |
May11 |
110218 |
3422 |
3511 |
3422 |
3499 |
+61 |
6,684 |
73,179 |
+1,013 |
Jul11 |
110218 |
3403 |
3457 |
3400 |
3452 |
+52 |
1,314 |
22,121 |
+237 |
Sep11 |
110218 |
3373 |
3411 |
3351 |
3404 |
+31 |
1,043 |
11,747 |
+36 |
Dec11 |
110218 |
3333 |
3365 |
3301 |
3358 |
+23 |
418 |
15,811 |
+216 |
Mar12 |
110218 |
3384 |
3393 |
3343 |
3388 |
+22 |
37 |
24,017 |
+29 |
May12 |
110218 |
3371 |
3389 |
3371 |
3389 |
+27 |
3 |
4,746 |
+0 |
Total Volume and Open Interest |
9,554 |
155,780 |
+1,511 |
Coffee "C"(ICE) |
Mar11 |
110218 |
267.85 |
274.00 |
266.45 |
271.65 |
+4.30 |
1,266 |
2,130 |
-458 |
May11 |
110218 |
269.15 |
275.90 |
267.50 |
273.00 |
+4.15 |
9,613 |
83,286 |
+1,123 |
Jul11 |
110218 |
270.65 |
277.40 |
269.35 |
274.75 |
+4.30 |
1,737 |
18,543 |
+210 |
Sep11 |
110218 |
270.40 |
276.70 |
269.60 |
274.80 |
+4.55 |
436 |
7,782 |
+143 |
Dec11 |
110218 |
268.10 |
274.60 |
267.60 |
272.65 |
+4.60 |
1,223 |
12,652 |
+800 |
Mar12 |
110218 |
265.55 |
271.25 |
265.55 |
269.45 |
+4.50 |
62 |
1,837 |
+6 |
Total Volume and Open Interest |
14,385 |
127,187 |
+1,849 |
Orange Juice(ICE) |
Mar11 |
110218 |
175.00 |
178.55 |
174.30 |
178.20 |
+3.55 |
3,057 |
6,733 |
-2,501 |
May11 |
110218 |
171.80 |
174.40 |
170.80 |
174.05 |
+2.05 |
3,719 |
19,558 |
+2,546 |
Jul11 |
110218 |
168.95 |
170.20 |
168.95 |
169.80 |
-0.15 |
64 |
2,775 |
+24 |
Sep11 |
110218 |
168.70 |
169.15 |
168.30 |
168.30 |
-0.65 |
2 |
648 |
-1 |
Nov11 |
110218 |
164.40 |
164.75 |
163.90 |
163.90 |
-0.60 |
2 |
739 |
-31 |
Jan12 |
110218 |
161.75 |
161.75 |
161.55 |
161.75 |
-0.70 |
0 |
15 |
+0 |
Total Volume and Open Interest |
6,844 |
30,490 |
+37 |
Sugar #11(ICE) |
Mar11 |
110218 |
31.10 |
31.49 |
30.80 |
31.02 |
-0.24 |
39,803 |
81,402 |
-7,903 |
May11 |
110218 |
28.89 |
28.94 |
28.08 |
28.42 |
-0.44 |
49,421 |
210,098 |
+1,918 |
Jul11 |
110218 |
26.65 |
26.82 |
26.05 |
26.37 |
-0.37 |
25,147 |
172,635 |
-974 |
Oct11 |
110218 |
25.00 |
25.08 |
24.44 |
24.66 |
-0.42 |
6,668 |
75,895 |
+123 |
Mar12 |
110218 |
24.15 |
24.30 |
23.70 |
23.88 |
-0.41 |
2,837 |
53,960 |
-334 |
Total Volume and Open Interest |
124,272 |
648,935 |
-7,167 |
London Cocoa(LCE) |
Mar11 |
110218 |
2248 |
2296 |
2239 |
2280 |
+36 |
3,427 |
43,726 |
+1,048 |
May11 |
110218 |
2235 |
2279 |
2224 |
2263 |
+31 |
7,314 |
42,328 |
+851 |
Jul11 |
110218 |
2177 |
2218 |
2172 |
2200 |
+28 |
2,639 |
28,715 |
-747 |
Sep11 |
110218 |
2137 |
2162 |
2133 |
2158 |
+16 |
164 |
21,989 |
+30 |
Dec11 |
110218 |
2121 |
2150 |
2115 |
2133 |
+12 |
354 |
29,167 |
+277 |
Mar12 |
110218 |
2121 |
2146 |
2118 |
2130 |
+9 |
93 |
23,015 |
+36 |
May12 |
110218 |
2134 |
2150 |
2126 |
2133 |
+5 |
78 |
4,477 |
+57 |
Total Volume and Open Interest |
14,069 |
201,386 |
+1,552 |
London Sugar(LCE) |
May11 |
110218 |
732.30 |
733.00 |
715.20 |
720.60 |
-6.20 |
2,779 |
22,458 |
-59 |
Aug11 |
110218 |
703.40 |
706.30 |
694.40 |
702.60 |
+2.00 |
1,267 |
11,291 |
-452 |
Oct11 |
110218 |
653.80 |
657.80 |
645.40 |
657.60 |
+5.70 |
14 |
3,302 |
+4 |
Dec11 |
110218 |
639.40 |
641.60 |
629.40 |
641.60 |
+5.70 |
17 |
1,172 |
+6 |
Mar12 |
110218 |
630.80 |
631.70 |
630.80 |
631.70 |
+3.70 |
50 |
1,023 |
+46 |
Total Volume and Open Interest |
4,175 |
39,555 |
-476 |
Cotton(ICE) |
Mar11 |
110218 |
211.02 |
211.02 |
197.02 |
197.02 |
-7.00 |
9,991 |
9,795 |
-3,632 |
May11 |
110218 |
208.93 |
208.93 |
194.93 |
194.93 |
-7.00 |
9,883 |
71,187 |
+718 |
Jul11 |
110218 |
200.56 |
200.56 |
186.56 |
186.56 |
-7.00 |
5,583 |
38,387 |
+698 |
Oct11 |
110218 |
166.47 |
166.47 |
152.47 |
152.47 |
-7.00 |
111 |
348 |
+51 |
Dec11 |
110218 |
132.38 |
133.01 |
126.39 |
126.39 |
-7.00 |
9,666 |
59,602 |
+387 |
Mar12 |
110218 |
124.00 |
124.00 |
119.43 |
119.43 |
-7.00 |
103 |
3,699 |
+27 |
Total Volume and Open Interest |
36,008 |
186,675 |
-1,660 |
Lumber(CME) |
Mar11 |
110218 |
307.0 |
308.5 |
303.0 |
306.0 |
+1.1 |
475 |
2,754 |
-165 |
May11 |
110218 |
322.3 |
326.0 |
319.5 |
326.0 |
+3.4 |
423 |
5,487 |
-18 |
Jul11 |
110218 |
324.1 |
328.5 |
322.2 |
328.5 |
+5.5 |
36 |
1,904 |
-9 |
Sep11 |
110218 |
329.2 |
332.0 |
325.0 |
332.0 |
+6.0 |
1 |
233 |
-1 |
Total Volume and Open Interest |
935 |
10,381 |
-193 |
Crude Oil(NYM) |
Mar11 |
110218 |
86.40 |
87.88 |
85.65 |
86.20 |
-0.16 |
176,128 |
90,287 |
-20,500 |
Apr11 |
110218 |
89.00 |
90.96 |
88.43 |
89.71 |
+0.87 |
307,820 |
276,260 |
+7,686 |
May11 |
110218 |
91.35 |
93.23 |
90.94 |
92.31 |
+1.13 |
165,823 |
179,133 |
+6,734 |
Jun11 |
110218 |
92.80 |
94.57 |
92.44 |
93.82 |
+1.08 |
118,722 |
130,329 |
+885 |
Jul11 |
110218 |
93.94 |
95.57 |
93.72 |
94.93 |
+1.10 |
42,647 |
67,433 |
-2,699 |
Aug11 |
110218 |
94.52 |
96.24 |
94.21 |
95.66 |
+1.12 |
21,469 |
47,108 |
-2,060 |
Sep11 |
110218 |
95.21 |
96.76 |
95.05 |
96.24 |
+1.15 |
19,135 |
44,688 |
-998 |
Oct11 |
110218 |
95.93 |
97.08 |
95.63 |
96.74 |
+1.16 |
10,839 |
31,727 |
+551 |
Nov11 |
110218 |
96.20 |
97.43 |
95.86 |
97.20 |
+1.18 |
11,177 |
32,575 |
-1,045 |
Dec11 |
110218 |
96.49 |
98.02 |
95.97 |
97.58 |
+1.17 |
57,057 |
166,202 |
-2,512 |
Jan12 |
110218 |
96.84 |
98.30 |
96.51 |
97.93 |
+1.18 |
6,762 |
30,500 |
+195 |
Feb12 |
110218 |
96.76 |
98.53 |
96.76 |
98.18 |
+1.18 |
1,837 |
13,028 |
+172 |
Mar12 |
110218 |
98.71 |
98.71 |
98.40 |
98.40 |
+1.19 |
3,081 |
18,903 |
+660 |
Apr12 |
110218 |
98.65 |
98.65 |
98.55 |
98.55 |
+1.19 |
859 |
7,612 |
+36 |
May12 |
110218 |
98.70 |
98.70 |
98.70 |
98.70 |
+1.20 |
909 |
8,961 |
+280 |
Jun12 |
110218 |
97.73 |
99.02 |
97.44 |
98.86 |
+1.21 |
5,041 |
55,398 |
+272 |
Total Volume and Open Interest |
976,236 |
1,531,205 |
-12,926 |
e-miNY Crude Oil(NYM) |
Feb11 |
110119 |
91.225 |
92.100 |
90.500 |
90.850 |
-0.525 |
6,388 |
2,249 |
-394 |
Mar11 |
110218 |
86.450 |
87.875 |
85.675 |
86.200 |
-0.150 |
5,303 |
9,418 |
-472 |
Apr11 |
110218 |
88.950 |
90.975 |
88.450 |
89.700 |
+0.850 |
4,059 |
4,486 |
+143 |
May11 |
110218 |
91.675 |
93.100 |
91.000 |
92.300 |
+1.125 |
413 |
1,616 |
-47 |
Jun11 |
110218 |
93.300 |
94.400 |
93.275 |
93.825 |
+1.075 |
18 |
396 |
+1 |
Jul11 |
110218 |
94.300 |
95.025 |
94.300 |
94.925 |
+1.100 |
4 |
20 |
-3 |
Aug11 |
110218 |
95.650 |
95.650 |
95.650 |
95.650 |
+1.100 |
0 |
12 |
+0 |
Sep11 |
110218 |
96.250 |
96.250 |
96.250 |
96.250 |
+1.150 |
5 |
11 |
+1 |
Oct11 |
110218 |
95.850 |
96.750 |
95.850 |
96.750 |
+1.175 |
0 |
46 |
+0 |
Nov11 |
110218 |
97.200 |
97.200 |
97.200 |
97.200 |
+1.175 |
0 |
3 |
+0 |
Total Volume and Open Interest |
9,821 |
16,335 |
-368 |
Heating Oil(NYM) |
Mar11 |
110218 |
272.99 |
274.95 |
267.31 |
271.29 |
-1.95 |
39,265 |
51,642 |
-9,594 |
Apr11 |
110218 |
273.51 |
275.81 |
268.31 |
272.60 |
-1.49 |
34,764 |
78,104 |
+2,612 |
May11 |
110218 |
274.89 |
276.31 |
269.65 |
273.82 |
-1.24 |
13,608 |
42,556 |
+1,000 |
Jun11 |
110218 |
276.83 |
277.51 |
270.87 |
275.19 |
-1.03 |
13,548 |
42,860 |
+114 |
Jul11 |
110218 |
277.45 |
278.99 |
273.45 |
276.71 |
-0.97 |
4,539 |
18,918 |
+168 |
Aug11 |
110218 |
277.95 |
279.75 |
275.00 |
278.25 |
-0.93 |
2,052 |
13,416 |
+203 |
Sep11 |
110218 |
282.00 |
282.84 |
277.20 |
280.11 |
-0.93 |
3,516 |
13,164 |
+201 |
Oct11 |
110218 |
280.31 |
283.37 |
279.60 |
282.24 |
-0.86 |
1,474 |
6,256 |
+156 |
Nov11 |
110218 |
286.84 |
286.84 |
281.76 |
284.57 |
-0.79 |
1,105 |
6,895 |
+139 |
Dec11 |
110218 |
287.07 |
288.81 |
282.74 |
286.63 |
-0.75 |
6,295 |
27,413 |
+489 |
Jan12 |
110218 |
285.78 |
290.12 |
285.67 |
288.39 |
-0.71 |
925 |
6,838 |
+135 |
Feb12 |
110218 |
287.32 |
290.40 |
287.32 |
289.19 |
-0.61 |
176 |
2,228 |
+93 |
Total Volume and Open Interest |
121,898 |
321,793 |
-3,968 |
Gasoline(NYMEX) |
Mar11 |
110218 |
253.48 |
256.83 |
249.77 |
255.13 |
+2.36 |
27,081 |
41,319 |
-3,127 |
Apr11 |
110218 |
267.30 |
270.48 |
263.53 |
269.01 |
+2.41 |
31,399 |
76,506 |
+2,936 |
May11 |
110218 |
268.60 |
271.75 |
265.15 |
270.32 |
+2.11 |
10,292 |
49,204 |
-503 |
Jun11 |
110218 |
269.15 |
272.20 |
265.70 |
270.63 |
+1.77 |
8,333 |
33,391 |
-263 |
Jul11 |
110218 |
269.10 |
271.05 |
266.38 |
270.36 |
+1.62 |
2,726 |
18,872 |
+423 |
Aug11 |
110218 |
268.49 |
270.63 |
265.60 |
269.56 |
+1.49 |
1,417 |
11,603 |
-199 |
Sep11 |
110218 |
267.50 |
268.13 |
264.19 |
267.95 |
+1.39 |
809 |
7,079 |
+152 |
Oct11 |
110218 |
255.15 |
257.77 |
255.15 |
257.34 |
+1.19 |
519 |
5,098 |
+67 |
Nov11 |
110218 |
255.39 |
255.39 |
255.39 |
255.39 |
+1.07 |
369 |
2,881 |
+54 |
Dec11 |
110218 |
254.01 |
255.10 |
250.50 |
254.56 |
+0.95 |
698 |
23,250 |
+54 |
Total Volume and Open Interest |
83,694 |
284,402 |
-430 |
e-miNY RBOB Gasoline(NYM) |
Mar11 |
110218 |
255.10 |
255.13 |
255.10 |
255.10 |
+2.30 |
0 |
5 |
+0 |
Apr11 |
110218 |
269.00 |
269.01 |
269.00 |
269.00 |
+2.40 |
0 |
2 |
+0 |
May11 |
110218 |
270.30 |
270.32 |
270.30 |
270.30 |
+2.10 |
0 |
1 |
+0 |
Jun11 |
110218 |
270.60 |
270.63 |
270.60 |
270.60 |
+1.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
12 |
+0 |
Natural Gas(NYM) |
Mar11 |
110218 |
3.870 |
3.899 |
3.841 |
3.876 |
+0.008 |
105,755 |
56,176 |
-11,008 |
Apr11 |
110218 |
3.910 |
3.930 |
3.877 |
3.906 |
+0.005 |
79,674 |
198,359 |
+8,684 |
May11 |
110218 |
3.955 |
3.995 |
3.941 |
3.976 |
+0.008 |
33,287 |
206,501 |
-1,384 |
Jun11 |
110218 |
4.032 |
4.057 |
4.001 |
4.037 |
+0.007 |
14,825 |
64,626 |
+1,603 |
Jul11 |
110218 |
4.090 |
4.113 |
4.058 |
4.095 |
+0.008 |
11,826 |
54,760 |
+1,635 |
Aug11 |
110218 |
4.123 |
4.145 |
4.090 |
4.125 |
+0.007 |
5,170 |
24,125 |
+503 |
Sep11 |
110218 |
4.120 |
4.155 |
4.105 |
4.135 |
+0.005 |
4,441 |
23,493 |
+134 |
Oct11 |
110218 |
4.180 |
4.200 |
4.151 |
4.180 |
+0.004 |
13,551 |
74,577 |
+515 |
Nov11 |
110218 |
4.444 |
4.444 |
4.360 |
4.376 |
+0.005 |
4,281 |
25,802 |
+252 |
Dec11 |
110218 |
4.605 |
4.628 |
4.601 |
4.616 |
+0.003 |
2,952 |
23,980 |
-465 |
Jan12 |
110218 |
4.737 |
4.760 |
4.730 |
4.748 |
+0.006 |
5,385 |
54,196 |
-1 |
Feb12 |
110218 |
4.735 |
4.750 |
4.724 |
4.738 |
+0.006 |
580 |
13,121 |
-12 |
Mar12 |
110218 |
4.685 |
4.686 |
4.666 |
4.678 |
+0.009 |
1,456 |
26,062 |
+141 |
Apr12 |
110218 |
4.536 |
4.545 |
4.522 |
4.538 |
+0.008 |
936 |
24,147 |
+504 |
May12 |
110218 |
4.570 |
4.580 |
4.562 |
4.568 |
+0.009 |
34 |
5,738 |
-2 |
Jun12 |
110218 |
4.610 |
4.615 |
4.603 |
4.603 |
+0.010 |
42 |
4,457 |
+21 |
Total Volume and Open Interest |
284,746 |
950,821 |
+1,147 |
Brent Crude Oil(ICE) |
Apr11 |
110218 |
102.97 |
103.50 |
100.73 |
102.52 |
-0.07 |
210,884 |
211,173 |
-2,708 |
May11 |
110218 |
103.17 |
103.80 |
101.09 |
102.86 |
-0.03 |
99,968 |
139,773 |
-3,378 |
Jun11 |
110218 |
103.35 |
104.03 |
101.42 |
103.11 |
+0.01 |
80,254 |
129,258 |
+3,398 |
Jul11 |
110218 |
103.19 |
104.05 |
101.65 |
103.25 |
+0.03 |
19,132 |
41,334 |
+742 |
Aug11 |
110218 |
103.28 |
104.15 |
101.77 |
103.34 |
+0.03 |
12,387 |
25,029 |
+866 |
Sep11 |
110218 |
103.33 |
104.22 |
101.85 |
103.40 |
+0.04 |
10,351 |
30,072 |
+12 |
Oct11 |
110218 |
103.27 |
104.32 |
102.32 |
103.50 |
+0.07 |
5,271 |
17,945 |
-399 |
Nov11 |
110218 |
103.29 |
104.38 |
102.38 |
103.55 |
+0.09 |
4,481 |
14,887 |
+131 |
Dec11 |
110218 |
103.53 |
104.45 |
101.97 |
103.60 |
+0.11 |
41,019 |
109,776 |
-1,067 |
Jan12 |
110218 |
103.67 |
103.67 |
103.67 |
103.67 |
+0.11 |
1,828 |
15,028 |
-19 |
Feb12 |
110218 |
103.74 |
103.74 |
103.74 |
103.74 |
+0.10 |
1,598 |
9,131 |
-89 |
Mar12 |
110218 |
104.34 |
104.34 |
103.80 |
103.80 |
+0.10 |
1,437 |
16,589 |
+549 |
Apr12 |
110218 |
103.76 |
103.76 |
103.76 |
103.76 |
+0.10 |
335 |
3,571 |
+63 |
May12 |
110218 |
103.69 |
103.69 |
103.69 |
103.69 |
+0.11 |
275 |
3,572 |
+53 |
Total Volume and Open Interest |
505,121 |
890,678 |
-777 |
Gas Oil(ICE) |
Mar11 |
110218 |
859.50 |
866.75 |
845.25 |
860.75 |
-12.75 |
60,406 |
168,341 |
-4,755 |
Apr11 |
110218 |
863.25 |
870.50 |
849.25 |
865.25 |
-12.25 |
80,943 |
148,724 |
+9,682 |
May11 |
110218 |
868.50 |
873.75 |
853.00 |
869.00 |
-11.75 |
34,501 |
72,975 |
-5,850 |
Jun11 |
110218 |
872.75 |
876.75 |
856.75 |
872.75 |
-11.25 |
18,934 |
66,523 |
+1,261 |
Jul11 |
110218 |
876.75 |
881.00 |
862.00 |
877.00 |
-11.00 |
6,126 |
24,706 |
-231 |
Aug11 |
110218 |
879.75 |
882.00 |
866.25 |
881.25 |
-10.75 |
3,299 |
25,640 |
+1,282 |
Sep11 |
110218 |
884.00 |
886.50 |
871.00 |
885.50 |
-10.50 |
2,626 |
20,879 |
-166 |
Oct11 |
110218 |
886.25 |
888.50 |
874.00 |
888.50 |
-10.00 |
4,145 |
19,027 |
+1,137 |
Nov11 |
110218 |
887.75 |
890.25 |
875.75 |
890.25 |
-9.75 |
3,428 |
15,366 |
+335 |
Dec11 |
110218 |
891.00 |
895.25 |
877.25 |
892.25 |
-9.50 |
11,041 |
52,528 |
+1,004 |
Total Volume and Open Interest |
229,983 |
702,424 |
+3,718 |
Ethanol(CBOT) |
Feb11 |
110203 |
2.340 |
2.345 |
2.340 |
2.340 |
+0.005 |
15 |
114 |
-120 |
Mar11 |
110218 |
2.480 |
2.512 |
2.480 |
2.504 |
-0.001 |
162 |
555 |
-67 |
Apr11 |
110218 |
2.493 |
2.520 |
2.493 |
2.516 |
-0.005 |
257 |
1,092 |
+84 |
May11 |
110218 |
2.521 |
2.538 |
2.511 |
2.523 |
-0.008 |
96 |
485 |
+22 |
Jun11 |
110218 |
2.527 |
2.530 |
2.515 |
2.527 |
-0.009 |
17 |
958 |
+10 |
Jul11 |
110218 |
2.543 |
2.543 |
2.528 |
2.533 |
-0.010 |
20 |
1,027 |
+1 |
Aug11 |
110218 |
2.485 |
2.513 |
2.485 |
2.504 |
-0.005 |
34 |
908 |
-5 |
Sep11 |
110218 |
2.390 |
2.399 |
2.380 |
2.397 |
-0.012 |
15 |
655 |
+12 |
Total Volume and Open Interest |
676 |
7,602 |
+85 |
WTI Crude Oil(ICE |
Mar11 |
110218 |
86.34 |
87.88 |
85.67 |
86.20 |
-0.16 |
40,768 |
28,506 |
-7,725 |
Apr11 |
110218 |
89.07 |
90.96 |
88.42 |
89.71 |
+0.87 |
108,629 |
88,466 |
-851 |
May11 |
110218 |
91.30 |
93.22 |
90.95 |
92.31 |
+1.13 |
59,964 |
71,412 |
+2,848 |
Jun11 |
110218 |
92.94 |
94.55 |
92.61 |
93.82 |
+1.08 |
48,757 |
72,741 |
+2,902 |
Jul11 |
110218 |
93.93 |
95.56 |
93.83 |
94.93 |
+1.10 |
13,534 |
22,904 |
-750 |
Aug11 |
110218 |
94.69 |
96.17 |
94.44 |
95.66 |
+1.12 |
5,709 |
16,626 |
-1,001 |
Sep11 |
110218 |
95.21 |
96.75 |
94.92 |
96.24 |
+1.15 |
5,375 |
24,391 |
+86 |
Oct11 |
110218 |
95.69 |
97.20 |
95.35 |
96.74 |
+1.16 |
3,080 |
18,625 |
+26 |
Nov11 |
110218 |
96.12 |
97.62 |
95.75 |
97.20 |
+1.18 |
4,578 |
13,211 |
+945 |
Dec11 |
110218 |
96.40 |
98.03 |
96.00 |
97.58 |
+1.17 |
23,374 |
90,399 |
-1,849 |
Jan12 |
110218 |
97.93 |
97.93 |
97.93 |
97.93 |
+1.18 |
915 |
9,603 |
+144 |
Feb12 |
110218 |
98.18 |
98.18 |
98.18 |
98.18 |
+1.18 |
149 |
1,820 |
+40 |
Mar12 |
110218 |
98.40 |
98.40 |
98.40 |
98.40 |
+1.19 |
86 |
4,222 |
+44 |
Apr12 |
110218 |
98.55 |
98.55 |
98.55 |
98.55 |
+1.19 |
8 |
1,875 |
+5 |
May12 |
110218 |
98.70 |
98.70 |
98.70 |
98.70 |
+1.20 |
44 |
962 |
+1 |
Jun12 |
110218 |
97.74 |
99.15 |
97.74 |
98.86 |
+1.21 |
1,760 |
25,023 |
+222 |
Total Volume and Open Interest |
323,569 |
572,999 |
-4,021 |
US Dollar Index(ICE) |
Mar11 |
110218 |
78.035 |
78.295 |
77.570 |
77.720 |
-0.345 |
23,410 |
38,409 |
+435 |
Jun11 |
110218 |
78.410 |
78.575 |
77.900 |
78.040 |
-0.345 |
251 |
1,248 |
+30 |
Sep11 |
110218 |
78.400 |
78.400 |
78.400 |
78.400 |
-0.345 |
0 |
4 |
+0 |
Total Volume and Open Interest |
23,661 |
39,662 |
+465 |
Australian Dollar(CME) |
Mar11 |
110218 |
100.83 |
101.30 |
100.60 |
101.16 |
+0.19 |
93,125 |
126,691 |
+6,744 |
Jun11 |
110218 |
99.85 |
100.08 |
99.52 |
100.02 |
+0.19 |
98 |
1,241 |
+19 |
Sep11 |
110218 |
98.77 |
98.77 |
98.58 |
98.77 |
+0.19 |
0 |
14 |
+0 |
Total Volume and Open Interest |
93,223 |
127,994 |
+6,763 |
British Pound(CME) |
Mar11 |
110218 |
161.71 |
162.61 |
161.46 |
162.43 |
+0.73 |
105,095 |
123,384 |
+2,554 |
Jun11 |
110218 |
161.65 |
162.38 |
161.45 |
162.23 |
+0.71 |
65 |
1,036 |
+19 |
Sep11 |
110218 |
161.40 |
161.90 |
161.22 |
161.90 |
+0.68 |
0 |
23 |
+0 |
Total Volume and Open Interest |
105,160 |
124,476 |
+2,573 |
Canadian Dollar(CME) |
Mar11 |
110218 |
101.48 |
101.81 |
101.22 |
101.30 |
-0.21 |
59,462 |
140,724 |
+3,035 |
Jun11 |
110218 |
101.30 |
101.60 |
101.03 |
101.09 |
-0.20 |
435 |
4,117 |
+176 |
Sep11 |
110218 |
101.17 |
101.28 |
100.80 |
100.80 |
-0.20 |
16 |
1,091 |
+3 |
Dec11 |
110218 |
100.70 |
100.87 |
100.44 |
100.48 |
-0.20 |
12 |
1,769 |
+1 |
Total Volume and Open Interest |
59,925 |
147,786 |
+3,215 |
Japanese Yen(CME) |
Mar11 |
110218 |
120.02 |
120.47 |
119.72 |
120.32 |
+0.32 |
128,988 |
120,682 |
-370 |
Jun11 |
110218 |
120.12 |
120.52 |
119.84 |
120.42 |
+0.32 |
376 |
1,825 |
+28 |
Sep11 |
110218 |
120.56 |
120.56 |
120.24 |
120.56 |
+0.32 |
0 |
33 |
-1 |
Total Volume and Open Interest |
129,369 |
122,559 |
-338 |
Swiss Franc(CME) |
Mar11 |
110218 |
105.34 |
105.98 |
104.85 |
105.79 |
+0.45 |
58,876 |
41,202 |
-2,017 |
Jun11 |
110218 |
105.38 |
105.92 |
104.97 |
105.89 |
+0.45 |
95 |
241 |
+28 |
Sep11 |
110218 |
106.00 |
106.00 |
105.55 |
106.00 |
+0.45 |
2 |
5 |
+0 |
Total Volume and Open Interest |
58,973 |
41,459 |
-1,989 |
EuroFX(CME) |
Mar11 |
110218 |
136.05 |
137.14 |
135.42 |
136.81 |
+0.80 |
294,706 |
187,478 |
-2,110 |
Jun11 |
110218 |
135.91 |
136.93 |
135.30 |
136.65 |
+0.80 |
502 |
4,846 |
-63 |
Sep11 |
110218 |
134.99 |
136.70 |
134.99 |
136.39 |
+0.78 |
50 |
123 |
+41 |
Total Volume and Open Interest |
295,258 |
192,808 |
-2,132 |
Mexican Peso(CME) |
Mar11 |
110218 |
830.8 |
832.0 |
829.2 |
829.8 |
-2.0 |
29,434 |
150,205 |
+4,340 |
Apr11 |
110218 |
829.0 |
831.0 |
829.0 |
829.0 |
-2.0 |
|
|
|
Total Volume and Open Interest |
29,508 |
151,751 |
+4,352 |
30-Year T-Bonds(CBOT) |
Mar11 |
110218 |
119~100 |
119~150 |
118~220 |
119~070 |
-0~070 |
371,269 |
577,836 |
+4,444 |
Jun11 |
110218 |
117~220 |
117~270 |
117~040 |
117~200 |
-0~070 |
19,071 |
25,808 |
+3,817 |
Sep11 |
110218 |
116~000 |
116~070 |
116~000 |
116~000 |
-0~070 |
3 |
1 |
+0 |
Total Volume and Open Interest |
390,343 |
603,645 |
+8,261 |
10-Year T-Notes(CBOT) |
Mar11 |
110218 |
119~005 |
119~050 |
118~210 |
119~020 |
+0~015 |
1,288,735 |
1,473,843 |
-40,973 |
Jun11 |
110218 |
117~150 |
117~220 |
117~060 |
117~200 |
+0~015 |
42,374 |
95,010 |
+24,149 |
Sep11 |
110218 |
116~130 |
116~130 |
116~115 |
116~130 |
+0~015 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,331,109 |
1,568,858 |
-16,824 |
5-Year T-Notes(CBOT) |
Mar11 |
110218 |
116~118 |
117~006 |
116~088 |
116~123 |
+0~007 |
773,170 |
1,243,006 |
-42,497 |
Jun11 |
110218 |
115~111 |
116~005 |
115~088 |
115~123 |
+0~005 |
80,830 |
127,645 |
+27,414 |
Sep11 |
110218 |
115~019 |
115~019 |
115~014 |
115~019 |
+0~005 |
|
|
|
Total Volume and Open Interest |
854,000 |
1,370,651 |
-15,083 |
2 Year T-Notes(CBOT) |
Mar11 |
110218 |
109~028 |
109~036 |
109~019 |
109~032 |
+0~005 |
336,069 |
920,532 |
-9,261 |
Jun11 |
110218 |
108~106 |
108~117 |
108~100 |
108~115 |
+0~006 |
27,262 |
40,294 |
+9,914 |
Sep11 |
110218 |
108~081 |
108~081 |
108~075 |
108~081 |
+0~006 |
|
|
|
Total Volume and Open Interest |
363,331 |
960,826 |
+653 |
Eurodollars(CME) |
Mar11 |
110218 |
99.675 |
99.677 |
99.660 |
99.668 |
-0.007 |
175,195 |
1,050,727 |
-4,320 |
Jun11 |
110218 |
99.600 |
99.610 |
99.585 |
99.600 |
unch |
200,857 |
1,190,145 |
-2,868 |
Sep11 |
110218 |
99.485 |
99.515 |
99.465 |
99.495 |
+0.010 |
296,655 |
1,253,274 |
+23,785 |
Dec11 |
110218 |
99.275 |
99.320 |
99.245 |
99.300 |
+0.025 |
426,318 |
1,264,883 |
+27,914 |
Mar12 |
110218 |
98.965 |
99.010 |
98.920 |
98.995 |
+0.035 |
442,362 |
1,001,408 |
-22,598 |
Jun12 |
110218 |
98.585 |
98.635 |
98.535 |
98.615 |
+0.035 |
394,464 |
719,678 |
-7,396 |
Sep12 |
110218 |
98.215 |
98.260 |
98.155 |
98.240 |
+0.030 |
323,729 |
553,038 |
+5,004 |
Dec12 |
110218 |
97.880 |
97.925 |
97.825 |
97.910 |
+0.030 |
254,388 |
444,023 |
-2,001 |
Mar13 |
110218 |
97.605 |
97.635 |
97.535 |
97.620 |
+0.025 |
204,208 |
259,196 |
-4,622 |
Jun13 |
110218 |
97.315 |
97.360 |
97.270 |
97.345 |
+0.020 |
134,074 |
210,675 |
-6,487 |
Sep13 |
110218 |
97.080 |
97.100 |
97.015 |
97.085 |
+0.010 |
111,406 |
207,336 |
-1,351 |
Dec13 |
110218 |
96.815 |
96.845 |
96.765 |
96.830 |
+0.005 |
76,908 |
179,093 |
-1,476 |
Mar14 |
110218 |
96.605 |
96.615 |
96.530 |
96.595 |
-0.005 |
37,441 |
127,950 |
+1,897 |
Jun14 |
110218 |
96.360 |
96.390 |
96.300 |
96.360 |
-0.015 |
35,458 |
104,580 |
+2,757 |
Sep14 |
110218 |
96.145 |
96.175 |
96.085 |
96.140 |
-0.025 |
27,500 |
64,399 |
+2,580 |
Dec14 |
110218 |
95.945 |
95.960 |
95.870 |
95.925 |
-0.030 |
29,333 |
78,669 |
-334 |
Mar15 |
110218 |
95.760 |
95.780 |
95.695 |
95.745 |
-0.030 |
13,028 |
54,832 |
-1,184 |
Jun15 |
110218 |
3.840 |
3.865 |
3.775 |
3.825 |
-0.030 |
12,305 |
37,286 |
-790 |
Total Volume and Open Interest |
3,219,799 |
8,977,776 |
+8,120 |
30 Day Federal Funds(CBOT) |
Feb11 |
110218 |
99.842 |
99.842 |
99.840 |
99.840 |
unch |
913 |
82,179 |
-24 |
Mar11 |
110218 |
99.855 |
99.855 |
99.850 |
99.850 |
unch |
2,600 |
60,244 |
+225 |
Apr11 |
110218 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
2,365 |
56,947 |
+510 |
May11 |
110218 |
99.855 |
99.860 |
99.855 |
99.855 |
unch |
5,427 |
62,034 |
+1,865 |
Jun11 |
110218 |
99.850 |
99.855 |
99.845 |
99.850 |
+0.005 |
3,439 |
46,792 |
+1,063 |
Jul11 |
110218 |
99.825 |
99.835 |
99.825 |
99.830 |
+0.005 |
4,825 |
55,605 |
-627 |
Total Volume and Open Interest |
57,898 |
609,105 |
+4,034 |
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 |
110218 |
99.662 |
99.662 |
99.662 |
99.662 |
+0.002 |
0 |
3,685 |
-14 |
Jun11 |
110218 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
150 |
+0 |
Sep11 |
110218 |
99.628 |
99.628 |
99.628 |
99.628 |
unch |
|
|
|
Dec11 |
110218 |
99.607 |
99.607 |
99.607 |
99.607 |
+0.005 |
0 |
75 |
+0 |
Mar12 |
110218 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Jun12 |
110218 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
|
|
|
Sep12 |
110218 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Dec12 |
110218 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Mar13 |
110218 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Jun13 |
110218 |
99.440 |
99.440 |
99.440 |
99.440 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
3,910 |
-14 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110218 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
5,142 |
+0 |
Jun11 |
110218 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
972 |
+0 |
Sep11 |
110218 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
786 |
+0 |
Dec11 |
110218 |
99.61 |
99.61 |
99.60 |
99.60 |
unch |
0 |
2,211 |
+102 |
Mar12 |
110218 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
405 |
+0 |
Jun12 |
110218 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
754 |
+0 |
Sep12 |
110218 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
310 |
+0 |
Dec12 |
110218 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
0 |
10,585 |
+102 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110218 |
138.69 |
139.07 |
138.64 |
138.88 |
+0.21 |
1,245 |
16,644 |
+79 |
Jun11 |
110218 |
137.80 |
137.94 |
137.80 |
137.94 |
+0.19 |
4 |
41 |
+8 |
Sep11 |
110218 |
135.51 |
135.51 |
135.51 |
135.51 |
+0.19 |
|
|
|
Total Volume and Open Interest |
1,249 |
16,685 |
+87 |
Euro-Bund(EUREX) |
Mar11 |
110218 |
123.73 |
123.89 |
123.00 |
123.09 |
-0.66 |
853,066 |
1,362,259 |
-6,039 |
Jun11 |
110218 |
122.30 |
122.40 |
121.65 |
121.65 |
-0.67 |
2,361 |
43,779 |
+9,427 |
Sep11 |
110218 |
121.62 |
121.62 |
121.19 |
121.19 |
-0.81 |
5 |
55 |
+49 |
Total Volume and Open Interest |
855,432 |
1,406,093 |
+3,437 |
Euro-Bobl(EUREX) |
Mar11 |
110218 |
117.35 |
117.40 |
116.90 |
116.94 |
-0.46 |
608,220 |
998,705 |
-22,460 |
Jun11 |
110218 |
115.87 |
115.88 |
115.47 |
115.48 |
-0.46 |
855 |
42,709 |
+6,089 |
Sep11 |
110218 |
114.89 |
114.89 |
114.89 |
114.89 |
-0.46 |
|
|
|
Total Volume and Open Interest |
609,075 |
1,041,414 |
-16,371 |
3-Mth Euribor(EUREX) |
Mar11 |
110218 |
98.875 |
98.875 |
98.875 |
98.875 |
-0.005 |
4 |
5,723 |
-4 |
Jun11 |
110218 |
98.635 |
98.635 |
98.590 |
98.590 |
-0.040 |
6 |
9,608 |
-4 |
Sep11 |
110218 |
98.405 |
98.405 |
98.335 |
98.335 |
-0.075 |
0 |
2,177 |
+3 |
Total Volume and Open Interest |
96 |
26,031 |
+168 |
Long Gilt(LIFFE) |
Mar11 |
110218 |
116~09 |
116~18 |
115~31 |
116~01 |
-0~13 |
120,864 |
268,841 |
+2,700 |
Jun11 |
110218 |
114~31 |
115~04 |
114~22 |
114~23 |
-0~13 |
299 |
1,105 |
+237 |
Total Volume and Open Interest |
121,163 |
269,946 |
+2,937 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110218 |
99.14 |
99.14 |
99.09 |
99.10 |
-0.04 |
28,653 |
334,903 |
+2,305 |
Jun11 |
110218 |
98.86 |
98.86 |
98.79 |
98.80 |
-0.06 |
92,146 |
358,206 |
-11,896 |
Sep11 |
110218 |
98.62 |
98.62 |
98.52 |
98.53 |
-0.08 |
104,665 |
329,208 |
+1,539 |
Dec11 |
110218 |
98.34 |
98.34 |
98.25 |
98.25 |
-0.09 |
98,734 |
369,579 |
-5,801 |
Mar12 |
110218 |
98.06 |
98.06 |
97.96 |
97.97 |
-0.08 |
97,908 |
306,224 |
-7,861 |
Jun12 |
110218 |
97.76 |
97.77 |
97.66 |
97.68 |
-0.07 |
65,466 |
193,820 |
-3,160 |
Total Volume and Open Interest |
593,970 |
2,359,044 |
-29,466 |
3-Mth Euribor(LIFFE) |
Mar11 |
110218 |
98.885 |
98.890 |
98.865 |
98.875 |
-0.005 |
117,044 |
598,794 |
-14,873 |
Jun11 |
110218 |
98.640 |
98.640 |
98.585 |
98.585 |
-0.045 |
143,992 |
634,178 |
+6,702 |
Sep11 |
110218 |
98.415 |
98.420 |
98.325 |
98.330 |
-0.080 |
130,156 |
574,951 |
+5,015 |
Total Volume and Open Interest |
999,615 |
3,578,854 |
-39,399 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110218 |
95.05 |
95.06 |
95.04 |
95.06 |
+0.01 |
8,628 |
118,685 |
-23,651 |
Jun11 |
110218 |
94.96 |
94.97 |
94.95 |
94.97 |
+0.01 |
10,269 |
180,586 |
-8,865 |
Sep11 |
110218 |
94.82 |
94.84 |
94.81 |
94.84 |
+0.02 |
9,293 |
108,980 |
-6,945 |
Dec11 |
110218 |
94.67 |
94.70 |
94.67 |
94.70 |
+0.02 |
4,492 |
60,679 |
-4,748 |
Mar12 |
110218 |
94.55 |
94.58 |
94.54 |
94.58 |
+0.03 |
2,026 |
51,868 |
-705 |
Jun12 |
110218 |
94.46 |
94.48 |
94.46 |
94.48 |
+0.04 |
589 |
42,481 |
+490 |
Sep12 |
110218 |
94.37 |
94.39 |
94.37 |
94.39 |
+0.03 |
263 |
29,839 |
-132 |
Dec12 |
110218 |
94.29 |
94.33 |
94.29 |
94.32 |
+0.04 |
251 |
16,049 |
+181 |
Mar13 |
110218 |
94.22 |
94.27 |
94.22 |
94.27 |
+0.04 |
7 |
3,226 |
+3 |
Jun13 |
110218 |
94.18 |
94.20 |
94.18 |
94.20 |
+0.03 |
4 |
611 |
+2 |
Total Volume and Open Interest |
35,824 |
614,694 |
-44,370 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110218 |
94.30 |
94.37 |
94.30 |
94.35 |
+0.04 |
31,345 |
370,182 |
-8,940 |
Jun11 |
110218 |
94.35 |
94.35 |
94.35 |
94.35 |
+0.04 |
|
|
|
Total Volume and Open Interest |
31,345 |
370,182 |
-8,940 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110218 |
94.75 |
94.78 |
94.74 |
94.78 |
+0.03 |
78,244 |
508,931 |
-56,110 |
Jun11 |
110218 |
94.78 |
94.78 |
94.78 |
94.78 |
+0.03 |
|
|
|
Total Volume and Open Interest |
78,244 |
508,931 |
-56,110 |
Gold(CMX) |
Feb11 |
110218 |
1384.1 |
1391.8 |
1381.8 |
1388.2 |
+3.5 |
113 |
653 |
+5 |
Apr11 |
110218 |
1385.4 |
1392.6 |
1382.0 |
1388.6 |
+3.5 |
97,397 |
312,764 |
+1,179 |
Jun11 |
110218 |
1386.6 |
1393.9 |
1383.5 |
1390.1 |
+3.5 |
1,250 |
54,278 |
+107 |
Aug11 |
110218 |
1387.1 |
1394.6 |
1385.6 |
1391.5 |
+3.5 |
1,183 |
22,212 |
+360 |
Oct11 |
110218 |
1388.1 |
1396.6 |
1387.0 |
1392.9 |
+3.4 |
313 |
8,045 |
+42 |
Dec11 |
110218 |
1390.0 |
1398.3 |
1388.6 |
1394.5 |
+3.4 |
1,364 |
25,790 |
+461 |
Feb12 |
110218 |
1393.9 |
1400.0 |
1390.7 |
1396.4 |
+3.4 |
218 |
6,638 |
+56 |
Apr12 |
110218 |
1398.9 |
1398.9 |
1398.9 |
1398.9 |
+3.4 |
0 |
5,347 |
+0 |
Jun12 |
110218 |
1402.1 |
1402.1 |
1402.1 |
1402.1 |
+3.5 |
60 |
6,656 |
+60 |
Aug12 |
110218 |
1405.5 |
1405.5 |
1405.5 |
1405.5 |
+3.5 |
0 |
977 |
+0 |
Oct12 |
110218 |
1409.7 |
1409.7 |
1409.7 |
1409.7 |
+3.6 |
0 |
1,341 |
+0 |
Dec12 |
110218 |
1412.4 |
1417.0 |
1410.0 |
1414.3 |
+3.6 |
245 |
12,177 |
-23 |
Total Volume and Open Interest |
103,525 |
481,548 |
+2,369 |
Silver(CMX) |
Mar11 |
110218 |
3174.0 |
3287.0 |
3161.0 |
3229.6 |
+72.6 |
74,863 |
53,125 |
-2,686 |
May11 |
110218 |
3178.0 |
3284.5 |
3162.0 |
3228.5 |
+70.4 |
24,166 |
52,827 |
+4,681 |
Jul11 |
110218 |
3168.0 |
3282.0 |
3162.0 |
3227.6 |
+69.2 |
1,922 |
11,356 |
+91 |
Sep11 |
110218 |
3185.5 |
3277.5 |
3185.0 |
3226.6 |
+68.8 |
123 |
4,891 |
-5 |
Dec11 |
110218 |
3168.0 |
3280.0 |
3162.5 |
3225.3 |
+68.4 |
977 |
13,383 |
+445 |
Mar12 |
110218 |
3166.5 |
3258.0 |
3166.5 |
3220.8 |
+67.4 |
36 |
689 |
+30 |
May12 |
110218 |
3217.8 |
3217.8 |
3217.8 |
3217.8 |
+66.7 |
0 |
220 |
+0 |
Total Volume and Open Interest |
103,195 |
150,615 |
+2,349 |
Platinum(NYMEX) |
Apr11 |
110218 |
1848.0 |
1849.5 |
1831.8 |
1843.3 |
-0.7 |
2,726 |
39,160 |
+171 |
Jul11 |
110218 |
1842.0 |
1848.8 |
1839.5 |
1845.8 |
-0.5 |
42 |
2,095 |
+38 |
Oct11 |
110218 |
1852.9 |
1852.9 |
1845.0 |
1848.7 |
-0.5 |
11 |
365 |
+11 |
Jan12 |
110218 |
1847.6 |
1850.7 |
1847.6 |
1850.7 |
-0.5 |
0 |
10 |
+0 |
Total Volume and Open Interest |
2,780 |
41,668 |
+220 |
Palladium(NYMEX) |
Mar11 |
110218 |
844.45 |
858.25 |
841.90 |
857.70 |
+14.70 |
4,249 |
12,781 |
-1,239 |
Jun11 |
110218 |
846.25 |
859.95 |
843.85 |
859.45 |
+14.75 |
1,966 |
10,745 |
+1,714 |
Sep11 |
110218 |
860.25 |
860.25 |
860.25 |
860.25 |
+14.75 |
4 |
55 |
+1 |
Total Volume and Open Interest |
6,259 |
23,595 |
+476 |
Copper(CMX) |
Mar11 |
110218 |
450.50 |
452.45 |
442.10 |
448.20 |
-0.20 |
44,820 |
40,700 |
-5,457 |
May11 |
110218 |
451.90 |
453.65 |
443.60 |
449.60 |
-0.10 |
16,923 |
72,748 |
+3,595 |
Jul11 |
110218 |
453.00 |
454.00 |
444.00 |
450.15 |
-0.05 |
1,670 |
24,471 |
+746 |
Sep11 |
110218 |
452.00 |
452.00 |
447.15 |
450.25 |
-0.05 |
174 |
6,697 |
+41 |
Dec11 |
110218 |
446.50 |
452.40 |
446.50 |
449.55 |
-0.05 |
85 |
6,098 |
+8 |
Total Volume and Open Interest |
64,659 |
155,960 |
-878 |
DJIA Index(CBOT) |
Mar11 |
110218 |
12290 |
12380 |
12274 |
12375 |
+87 |
492 |
11,763 |
+121 |
Jun11 |
110218 |
12310 |
12310 |
12223 |
12310 |
+87 |
5 |
15 |
+3 |
Sep11 |
110218 |
12255 |
12255 |
12168 |
12255 |
+87 |
|
|
|
Dec11 |
110218 |
12200 |
12200 |
12113 |
12200 |
+87 |
0 |
1 |
+0 |
Total Volume and Open Interest |
497 |
11,779 |
+124 |
S & P 500(CME) |
Mar11 |
110218 |
1337.40 |
1342.80 |
1335.20 |
1342.40 |
+4.60 |
14,433 |
313,119 |
+1,056 |
Jun11 |
110218 |
1332.30 |
1337.50 |
1332.30 |
1337.50 |
+4.60 |
436 |
13,774 |
+61 |
Sep11 |
110218 |
1332.60 |
1332.60 |
1327.50 |
1332.60 |
+4.60 |
136 |
3,090 |
+100 |
Dec11 |
110218 |
1327.80 |
1327.80 |
1322.70 |
1327.80 |
+4.60 |
0 |
637 |
+0 |
Total Volume and Open Interest |
15,005 |
330,620 |
+1,217 |
S & P 500 E-Mini(Globex) |
Mar11 |
110218 |
1337.75 |
1343.00 |
1335.00 |
1342.50 |
+4.75 |
1,677,669 |
2,849,648 |
+4,361 |
Jun11 |
110218 |
1332.50 |
1337.75 |
1330.75 |
1337.50 |
+4.50 |
4,186 |
25,173 |
+2,389 |
Total Volume and Open Interest |
1,681,860 |
2,875,096 |
+6,752 |
NASDAQ 100(CME) |
Mar11 |
110218 |
2393.50 |
2401.00 |
2382.00 |
2395.00 |
+1.50 |
895 |
17,370 |
-2 |
Jun11 |
110218 |
2392.30 |
2397.00 |
2380.00 |
2392.30 |
+1.50 |
95 |
1,063 |
+37 |
Sep11 |
110218 |
2389.80 |
2389.80 |
2389.50 |
2389.80 |
+1.50 |
|
|
|
Total Volume and Open Interest |
990 |
18,433 |
+35 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110218 |
2393.80 |
2400.50 |
2382.00 |
2395.00 |
+1.50 |
197,725 |
362,402 |
+6,734 |
Jun11 |
110218 |
2387.50 |
2397.00 |
2382.50 |
2392.30 |
+1.50 |
151 |
1,944 |
+20 |
Total Volume and Open Interest |
197,876 |
364,352 |
+6,754 |
S & P Midcap 400(CME) |
Mar11 |
110218 |
981.50 |
983.00 |
979.00 |
981.30 |
+1.40 |
3 |
2,810 |
+2 |
Jun11 |
110218 |
978.70 |
978.70 |
977.30 |
978.70 |
+1.40 |
|
|
|
Sep11 |
110218 |
976.60 |
976.60 |
975.20 |
976.60 |
+1.40 |
|
|
|
Total Volume and Open Interest |
3 |
2,810 |
+2 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110218 |
10855 |
10880 |
10830 |
10855 |
-15 |
5,989 |
49,245 |
+690 |
Jun11 |
110218 |
10850 |
10850 |
10830 |
10830 |
-15 |
0 |
170 |
+0 |
Total Volume and Open Interest |
5,989 |
49,415 |
+690 |
Nikkei 225(SGX) |
Mar11 |
110218 |
10840 |
10860 |
10805 |
10850 |
+15 |
94,703 |
250,081 |
+490 |
Jun11 |
110218 |
10765 |
10775 |
10765 |
10775 |
+15 |
75 |
4,718 |
+2 |
Sep11 |
110218 |
10775 |
10775 |
10775 |
10775 |
+10 |
0 |
400 |
+0 |
Total Volume and Open Interest |
96,879 |
264,278 |
+689 |
CAC 40(EURONEXT) |
Feb11 |
110218 |
4161.0 |
4168.0 |
4134.5 |
4150.0 |
-2.5 |
198,126 |
179,127 |
-170,959 |
Mar11 |
110218 |
4158.0 |
4170.5 |
4136.5 |
4159.5 |
+5.0 |
129,739 |
311,276 |
+72,266 |
Apr11 |
110218 |
4159.5 |
4166.0 |
4143.0 |
4162.5 |
+5.0 |
18 |
40 |
-6 |
Total Volume and Open Interest |
327,883 |
490,494 |
-98,699 |
Hang Seng Index(HKFE) |
Feb11 |
110218 |
23289 |
23616 |
23271 |
23580 |
+295 |
76,291 |
79,934 |
+3,639 |
Mar11 |
110218 |
23287 |
23549 |
23208 |
23520 |
+300 |
1,946 |
13,923 |
+863 |
Total Volume and Open Interest |
78,408 |
96,654 |
+4,504 |
DAX(EUREX) |
Mar11 |
110218 |
7419.0 |
7430.5 |
7383.5 |
7421.0 |
+18.0 |
120,987 |
238,384 |
-9,081 |
Jun11 |
110218 |
7437.0 |
7453.0 |
7415.0 |
7444.0 |
+18.0 |
264 |
15,080 |
+98 |
Sep11 |
110218 |
7456.0 |
7472.5 |
7436.0 |
7466.0 |
+18.5 |
38 |
796 |
+40 |
Total Volume and Open Interest |
121,289 |
254,260 |
-8,943 |
FT-SE 100(EURONEXT) |
Mar11 |
110218 |
6060.50 |
6077.00 |
6027.00 |
6053.00 |
-8.50 |
86,201 |
658,368 |
-2,558 |
Jun11 |
110218 |
6010.00 |
6014.50 |
5986.00 |
6010.00 |
-8.50 |
5 |
8,109 |
-2 |
Sep11 |
110218 |
5978.00 |
5978.00 |
5978.00 |
5978.00 |
-8.00 |
0 |
321 |
+0 |
Total Volume and Open Interest |
86,206 |
666,893 |
-2,560 |
SPI 200(SFE) |
Mar11 |
110218 |
4916.0 |
4931.0 |
4903.0 |
4922.0 |
+8.0 |
25,067 |
188,238 |
+3,742 |
Jun11 |
110218 |
4948.0 |
4948.0 |
4928.0 |
4945.0 |
+8.0 |
621 |
3,882 |
+549 |
Sep11 |
110218 |
4936.0 |
4936.0 |
4936.0 |
4936.0 |
+8.0 |
130 |
1,976 |
+127 |
Total Volume and Open Interest |
26,210 |
196,304 |
+3,146 |
GSCI(CME) |
Mar11 |
110218 |
1.84 |
6.44 |
653.50 |
2.64 |
unch |
42 |
14,147 |
+13 |
Apr11 |
110218 |
10.64 |
14.14 |
6.39 |
10.64 |
+0.30 |
25 |
25 |
+25 |
May11 |
110218 |
14.14 |
17.64 |
10.14 |
14.14 |
+0.50 |
|
|
|
Total Volume and Open Interest |
67 |
14,172 |
+38 |
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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