|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue February 22, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110222 |
1379.00 |
1385.75 |
1298.00 |
1298.00 |
-70.00 |
119,679 |
94,698 |
-34,542 |
May11 |
110222 |
1391.00 |
1397.50 |
1311.00 |
1311.00 |
-70.00 |
74,463 |
226,965 |
+4,398 |
Jul11 |
110222 |
1398.50 |
1405.50 |
1319.00 |
1319.00 |
-70.00 |
36,339 |
113,099 |
-460 |
Aug11 |
110222 |
1384.75 |
1389.50 |
1304.00 |
1304.00 |
-70.00 |
578 |
6,278 |
-68 |
Sep11 |
110222 |
1362.00 |
1372.50 |
1286.50 |
1289.00 |
-67.50 |
760 |
5,060 |
+135 |
Nov11 |
110222 |
1353.25 |
1359.25 |
1272.00 |
1274.25 |
-67.75 |
24,128 |
158,889 |
-1,738 |
Jan12 |
110222 |
1359.50 |
1362.00 |
1275.50 |
1278.00 |
-67.50 |
330 |
17,355 |
+55 |
Total Volume and Open Interest |
257,605 |
649,460 |
-32,025 |
Soybean Meal(CBOT) |
Mar11 |
110222 |
365.70 |
368.00 |
345.20 |
346.50 |
-15.50 |
41,996 |
33,071 |
-8,701 |
May11 |
110222 |
370.00 |
371.90 |
349.50 |
350.70 |
-15.30 |
29,493 |
75,842 |
+3,320 |
Jul11 |
110222 |
371.40 |
373.10 |
351.30 |
352.50 |
-15.00 |
12,182 |
39,219 |
-404 |
Aug11 |
110222 |
366.80 |
367.60 |
347.50 |
349.00 |
-13.60 |
742 |
9,076 |
-71 |
Sep11 |
110222 |
361.00 |
362.30 |
341.40 |
345.00 |
-11.40 |
1,662 |
8,194 |
+302 |
Oct11 |
110222 |
353.30 |
355.10 |
333.00 |
336.90 |
-11.30 |
800 |
8,822 |
-64 |
Dec11 |
110222 |
351.70 |
354.00 |
331.00 |
335.50 |
-11.50 |
3,969 |
23,820 |
-269 |
Jan12 |
110222 |
348.30 |
348.30 |
332.40 |
335.80 |
-11.20 |
209 |
3,314 |
-59 |
Total Volume and Open Interest |
91,234 |
207,384 |
-6,036 |
Soybean Oil(CBOT) |
Mar11 |
110222 |
57.45 |
57.93 |
53.99 |
53.99 |
-2.50 |
79,115 |
55,646 |
-15,851 |
May11 |
110222 |
58.10 |
58.56 |
54.62 |
54.62 |
-2.50 |
70,503 |
156,482 |
+7,074 |
Jul11 |
110222 |
58.70 |
59.05 |
55.13 |
55.13 |
-2.50 |
20,953 |
85,027 |
+468 |
Aug11 |
110222 |
58.30 |
58.30 |
55.32 |
55.32 |
-2.50 |
571 |
9,190 |
+95 |
Sep11 |
110222 |
58.27 |
58.52 |
55.41 |
55.41 |
-2.50 |
501 |
10,165 |
+36 |
Oct11 |
110222 |
58.67 |
59.20 |
55.34 |
55.34 |
-2.50 |
821 |
12,670 |
+161 |
Dec11 |
110222 |
58.88 |
59.30 |
55.41 |
55.41 |
-2.50 |
5,488 |
44,970 |
+1,173 |
Jan12 |
110222 |
58.49 |
58.49 |
55.46 |
55.46 |
-2.50 |
63 |
951 |
-13 |
Total Volume and Open Interest |
178,107 |
378,922 |
-6,869 |
Canola(WCE) |
Mar11 |
110222 |
585.9 |
590.1 |
555.9 |
556.1 |
-29.8 |
10,275 |
27,520 |
-9,517 |
May11 |
110222 |
595.5 |
598.1 |
564.1 |
564.1 |
-30.0 |
9,962 |
89,279 |
+4,788 |
Jul11 |
110222 |
600.8 |
604.4 |
571.7 |
571.7 |
-30.0 |
1,010 |
21,676 |
+415 |
Nov11 |
110222 |
575.5 |
576.0 |
545.5 |
545.5 |
-30.0 |
1,385 |
61,774 |
+285 |
Jan12 |
110222 |
580.1 |
580.1 |
550.8 |
550.8 |
-30.0 |
43 |
3,680 |
+12 |
Total Volume and Open Interest |
22,717 |
206,432 |
-3,990 |
Corn(CBOT) |
Mar11 |
110222 |
714.50 |
724.25 |
679.75 |
679.75 |
-30.00 |
156,484 |
256,607 |
-44,991 |
May11 |
110222 |
725.25 |
744.25 |
690.25 |
690.25 |
-30.00 |
105,579 |
618,189 |
+23,159 |
Jul11 |
110222 |
729.00 |
738.75 |
694.50 |
694.50 |
-30.00 |
33,823 |
343,108 |
+3,553 |
Sep11 |
110222 |
663.00 |
671.00 |
629.25 |
629.25 |
-30.00 |
5,127 |
64,363 |
+567 |
Dec11 |
110222 |
615.00 |
623.00 |
582.50 |
582.50 |
-30.00 |
21,244 |
350,239 |
+1,364 |
Mar12 |
110222 |
621.25 |
630.75 |
590.50 |
590.50 |
-30.00 |
1,828 |
41,965 |
-388 |
Total Volume and Open Interest |
325,173 |
1,728,923 |
-16,335 |
Wheat(CBOT) |
Mar11 |
110222 |
825.00 |
835.50 |
762.25 |
762.25 |
-60.00 |
64,089 |
64,441 |
-23,181 |
May11 |
110222 |
858.50 |
869.50 |
795.75 |
795.75 |
-60.00 |
44,437 |
184,550 |
+4,076 |
Jul11 |
110222 |
889.00 |
898.00 |
826.00 |
826.50 |
-59.50 |
18,984 |
129,103 |
-595 |
Sep11 |
110222 |
915.50 |
924.00 |
853.00 |
854.50 |
-58.50 |
3,664 |
37,434 |
+520 |
Dec11 |
110222 |
933.25 |
938.00 |
868.25 |
871.75 |
-56.50 |
6,471 |
91,172 |
+720 |
Total Volume and Open Interest |
140,414 |
532,259 |
-17,632 |
Wheat(KCBT) |
Mar11 |
110222 |
932.25 |
939.50 |
869.75 |
872.75 |
-57.00 |
15,095 |
30,188 |
-4,664 |
May11 |
110222 |
943.75 |
951.00 |
881.00 |
884.00 |
-56.75 |
10,702 |
80,182 |
+3,333 |
Jul11 |
110222 |
953.50 |
960.25 |
890.50 |
893.50 |
-57.00 |
6,737 |
64,261 |
+706 |
Sep11 |
110222 |
971.00 |
972.00 |
905.00 |
907.50 |
-55.75 |
1,900 |
17,254 |
+84 |
Dec11 |
110222 |
980.50 |
985.50 |
919.75 |
922.00 |
-55.50 |
1,610 |
17,612 |
+238 |
Total Volume and Open Interest |
36,178 |
213,522 |
-241 |
Wheat(MGE) |
Mar11 |
110222 |
960.00 |
965.50 |
899.00 |
906.25 |
-49.25 |
5,299 |
8,531 |
-1,209 |
May11 |
110222 |
970.00 |
976.50 |
909.00 |
916.75 |
-49.75 |
2,665 |
20,920 |
-375 |
Jul11 |
110222 |
977.50 |
984.00 |
916.75 |
924.50 |
-49.75 |
1,283 |
12,511 |
+15 |
Sep11 |
110222 |
980.75 |
986.00 |
920.00 |
927.00 |
-48.50 |
2,127 |
13,483 |
+481 |
Dec11 |
110222 |
988.75 |
993.75 |
928.50 |
934.75 |
-49.75 |
1,207 |
10,891 |
+403 |
Total Volume and Open Interest |
12,727 |
68,583 |
-663 |
Oats(CBOT) |
Mar11 |
110222 |
416.00 |
419.25 |
389.75 |
389.75 |
-20.00 |
612 |
3,766 |
-55 |
May11 |
110222 |
423.50 |
427.00 |
397.50 |
397.50 |
-20.00 |
564 |
7,892 |
+94 |
Jul11 |
110222 |
430.00 |
430.00 |
402.00 |
402.00 |
-20.00 |
20 |
1,244 |
+3 |
Sep11 |
110222 |
406.00 |
406.00 |
380.50 |
380.50 |
-19.00 |
5 |
289 |
-3 |
Total Volume and Open Interest |
1,393 |
15,009 |
+98 |
Rough Rice(CBOT) |
Mar11 |
110222 |
14.79 |
15.03 |
14.25 |
14.25 |
-0.50 |
2,203 |
6,936 |
-1,323 |
May11 |
110222 |
15.18 |
15.39 |
14.57 |
14.57 |
-0.50 |
1,814 |
11,877 |
+1,289 |
Jul11 |
110222 |
15.60 |
15.66 |
14.88 |
14.88 |
-0.50 |
152 |
4,147 |
-4 |
Sep11 |
110222 |
15.63 |
15.74 |
15.02 |
15.02 |
-0.50 |
68 |
2,142 |
+18 |
Total Volume and Open Interest |
4,261 |
25,740 |
-14 |
Live Cattle(CME) |
Feb11 |
110222 |
111.135 |
111.750 |
109.550 |
110.100 |
-0.950 |
5,411 |
6,694 |
-2,794 |
Apr11 |
110222 |
115.400 |
115.600 |
113.250 |
113.650 |
-1.500 |
22,341 |
168,803 |
-1,493 |
Jun11 |
110222 |
116.150 |
116.600 |
114.000 |
114.785 |
-1.395 |
8,468 |
91,099 |
+1,397 |
Aug11 |
110222 |
117.480 |
117.980 |
114.850 |
115.650 |
-1.930 |
3,817 |
37,436 |
+554 |
Oct11 |
110222 |
119.950 |
120.330 |
117.500 |
118.650 |
-1.400 |
2,218 |
25,850 |
+539 |
Dec11 |
110222 |
119.900 |
120.300 |
117.300 |
118.700 |
-1.500 |
830 |
21,179 |
+221 |
Total Volume and Open Interest |
43,379 |
357,962 |
-1,486 |
Feeder Cattle(CME) |
Mar11 |
110222 |
130.075 |
130.600 |
128.935 |
129.200 |
-0.875 |
1,586 |
15,045 |
-262 |
Apr11 |
110222 |
131.685 |
132.130 |
130.450 |
130.600 |
-1.150 |
635 |
9,553 |
+83 |
May11 |
110222 |
132.630 |
132.700 |
131.035 |
131.550 |
-0.700 |
750 |
11,284 |
+6 |
Aug11 |
110222 |
132.800 |
133.000 |
131.380 |
132.000 |
-0.800 |
686 |
11,908 |
+120 |
Sep11 |
110222 |
132.100 |
132.100 |
130.700 |
131.400 |
-0.600 |
80 |
1,895 |
+15 |
Oct11 |
110222 |
130.750 |
131.250 |
130.185 |
130.900 |
-0.700 |
60 |
1,004 |
+7 |
Nov11 |
110222 |
131.075 |
131.235 |
129.880 |
130.800 |
-0.700 |
35 |
543 |
+19 |
Total Volume and Open Interest |
3,838 |
51,265 |
-8 |
Lean Hogs(CME) |
Apr11 |
110222 |
92.730 |
93.950 |
91.900 |
92.285 |
unch |
15,431 |
101,009 |
-870 |
May11 |
110222 |
100.650 |
101.500 |
99.350 |
100.050 |
-0.500 |
191 |
3,004 |
+91 |
Jun11 |
110222 |
102.885 |
104.100 |
101.850 |
102.400 |
-0.385 |
6,860 |
65,713 |
+1,290 |
Jul11 |
110222 |
101.850 |
102.700 |
100.550 |
100.850 |
-0.550 |
2,294 |
23,665 |
+236 |
Aug11 |
110222 |
100.385 |
100.980 |
98.500 |
99.580 |
-0.470 |
1,229 |
19,762 |
+125 |
Oct11 |
110222 |
89.000 |
89.500 |
87.050 |
88.035 |
-0.850 |
1,577 |
17,839 |
+135 |
Dec11 |
110222 |
84.600 |
85.000 |
82.385 |
83.250 |
-1.250 |
204 |
8,941 |
+89 |
Feb12 |
110222 |
84.950 |
85.500 |
82.800 |
83.100 |
-1.650 |
57 |
2,400 |
+8 |
Total Volume and Open Interest |
27,851 |
243,685 |
+1,108 |
Class III Milk(CME) |
Feb11 |
110222 |
17.01 |
17.02 |
16.97 |
16.98 |
-0.01 |
309 |
4,885 |
-47 |
Mar11 |
110222 |
18.61 |
18.85 |
18.48 |
18.77 |
+0.26 |
528 |
6,355 |
+51 |
Apr11 |
110222 |
18.14 |
18.34 |
17.85 |
18.15 |
+0.09 |
358 |
5,889 |
+57 |
May11 |
110222 |
17.90 |
18.13 |
17.65 |
17.89 |
+0.04 |
340 |
4,713 |
+72 |
Jun11 |
110222 |
17.59 |
17.73 |
17.20 |
17.40 |
-0.16 |
185 |
3,682 |
+6 |
Total Volume and Open Interest |
2,359 |
39,764 |
+328 |
Cocoa(ICE) |
Mar11 |
110222 |
3600 |
3666 |
3600 |
3633 |
+87 |
36 |
240 |
-503 |
May11 |
110222 |
3520 |
3608 |
3509 |
3586 |
+87 |
9,140 |
72,058 |
-1,121 |
Jul11 |
110222 |
3450 |
3541 |
3450 |
3522 |
+70 |
1,848 |
22,433 |
+312 |
Sep11 |
110222 |
3400 |
3470 |
3400 |
3456 |
+52 |
1,128 |
11,960 |
+213 |
Dec11 |
110222 |
3350 |
3411 |
3350 |
3396 |
+38 |
660 |
16,166 |
+355 |
Mar12 |
110222 |
3416 |
3426 |
3404 |
3422 |
+34 |
1,140 |
23,003 |
-1,014 |
May12 |
110222 |
3418 |
3418 |
3418 |
3418 |
+29 |
7 |
4,753 |
+7 |
Total Volume and Open Interest |
14,164 |
154,054 |
-1,726 |
Coffee "C"(ICE) |
Mar11 |
110222 |
272.25 |
277.00 |
269.90 |
273.60 |
+1.95 |
546 |
1,744 |
-386 |
May11 |
110222 |
273.00 |
278.40 |
270.35 |
274.35 |
+1.35 |
9,430 |
81,517 |
-1,769 |
Jul11 |
110222 |
275.75 |
280.15 |
272.45 |
276.20 |
+1.45 |
2,361 |
19,400 |
+857 |
Sep11 |
110222 |
277.30 |
280.00 |
273.30 |
277.10 |
+2.30 |
575 |
7,941 |
+159 |
Dec11 |
110222 |
275.00 |
277.40 |
271.50 |
275.25 |
+2.60 |
371 |
12,890 |
+238 |
Mar12 |
110222 |
271.00 |
274.95 |
271.00 |
272.10 |
+2.65 |
33 |
1,841 |
+4 |
Total Volume and Open Interest |
13,336 |
126,306 |
-881 |
Orange Juice(ICE) |
Mar11 |
110222 |
178.00 |
182.55 |
175.40 |
180.30 |
+2.10 |
1,316 |
5,799 |
-934 |
May11 |
110222 |
174.95 |
180.15 |
172.75 |
177.20 |
+3.15 |
1,728 |
20,473 |
+915 |
Jul11 |
110222 |
170.00 |
174.00 |
169.80 |
172.20 |
+2.40 |
81 |
2,829 |
+54 |
Sep11 |
110222 |
169.90 |
170.75 |
169.80 |
169.80 |
+1.50 |
23 |
653 |
+5 |
Nov11 |
110222 |
164.50 |
164.50 |
164.50 |
164.50 |
+0.60 |
46 |
693 |
-46 |
Jan12 |
110222 |
162.45 |
162.45 |
162.45 |
162.45 |
+0.70 |
0 |
15 |
+0 |
Total Volume and Open Interest |
3,194 |
30,484 |
-6 |
Sugar #11(ICE) |
Mar11 |
110222 |
31.50 |
31.90 |
30.83 |
30.96 |
-0.06 |
34,804 |
71,615 |
-9,787 |
May11 |
110222 |
28.81 |
29.23 |
28.24 |
28.38 |
-0.04 |
47,056 |
213,522 |
+3,424 |
Jul11 |
110222 |
26.50 |
27.06 |
26.22 |
26.37 |
unch |
16,808 |
175,355 |
+2,720 |
Oct11 |
110222 |
24.75 |
25.35 |
24.58 |
24.69 |
+0.03 |
7,245 |
76,505 |
+610 |
Mar12 |
110222 |
24.25 |
24.54 |
23.81 |
23.91 |
+0.03 |
2,764 |
53,570 |
-390 |
Total Volume and Open Interest |
109,199 |
645,547 |
-3,388 |
London Cocoa(LCE) |
Mar11 |
110222 |
2318 |
2378 |
2318 |
2362 |
+61 |
2,467 |
44,284 |
+0 |
May11 |
110222 |
2309 |
2355 |
2298 |
2338 |
+52 |
6,666 |
42,585 |
+0 |
Jul11 |
110222 |
2236 |
2270 |
2225 |
2265 |
+52 |
2,199 |
27,886 |
+0 |
Sep11 |
110222 |
2181 |
2208 |
2174 |
2206 |
+47 |
1,112 |
22,068 |
+0 |
Dec11 |
110222 |
2155 |
2182 |
2150 |
2175 |
+40 |
1,305 |
29,439 |
+0 |
Mar12 |
110222 |
2150 |
2179 |
2150 |
2175 |
+41 |
289 |
23,158 |
+0 |
May12 |
110222 |
2158 |
2182 |
2158 |
2182 |
+45 |
363 |
4,663 |
+0 |
Total Volume and Open Interest |
14,944 |
202,207 |
+821 |
London Sugar(LCE) |
May11 |
110222 |
731.90 |
736.00 |
718.50 |
719.00 |
-5.50 |
4,018 |
21,215 |
+0 |
Aug11 |
110222 |
706.10 |
712.00 |
695.10 |
696.00 |
-5.50 |
1,355 |
10,779 |
+0 |
Oct11 |
110222 |
661.00 |
662.00 |
650.40 |
650.90 |
-6.90 |
68 |
3,293 |
+0 |
Dec11 |
110222 |
645.70 |
645.70 |
634.80 |
634.90 |
-6.90 |
50 |
1,172 |
+0 |
Mar12 |
110222 |
625.70 |
625.70 |
625.70 |
625.70 |
-7.20 |
8 |
1,023 |
+0 |
Total Volume and Open Interest |
5,500 |
37,791 |
-1,764 |
Cotton(ICE) |
Mar11 |
110222 |
185.00 |
190.02 |
177.20 |
187.94 |
-9.08 |
17,836 |
1,352 |
-8,443 |
May11 |
110222 |
188.93 |
189.22 |
187.93 |
187.93 |
-7.00 |
18,835 |
72,347 |
+1,160 |
Jul11 |
110222 |
180.00 |
180.00 |
179.56 |
179.56 |
-7.00 |
6,594 |
38,545 |
+158 |
Oct11 |
110222 |
145.47 |
147.49 |
145.47 |
145.47 |
-7.00 |
87 |
350 |
+2 |
Dec11 |
110222 |
119.78 |
121.90 |
119.39 |
119.39 |
-7.00 |
22,457 |
58,647 |
-955 |
Mar12 |
110222 |
117.97 |
117.97 |
112.43 |
112.43 |
-7.00 |
531 |
3,673 |
-26 |
Total Volume and Open Interest |
67,797 |
178,793 |
-7,882 |
Lumber(CME) |
Mar11 |
110222 |
306.3 |
314.8 |
305.7 |
307.0 |
+1.0 |
308 |
2,628 |
-126 |
May11 |
110222 |
324.7 |
332.8 |
323.6 |
325.0 |
-1.0 |
283 |
5,438 |
-49 |
Jul11 |
110222 |
327.8 |
334.8 |
327.0 |
329.0 |
+0.5 |
68 |
1,925 |
+21 |
Sep11 |
110222 |
333.9 |
334.1 |
328.1 |
330.7 |
-1.3 |
4 |
234 |
+1 |
Total Volume and Open Interest |
663 |
10,228 |
-153 |
Crude Oil(NYM) |
Mar11 |
110222 |
86.38 |
94.49 |
86.25 |
93.57 |
+7.37 |
155,296 |
34,287 |
-56,000 |
Apr11 |
110222 |
90.04 |
98.48 |
89.77 |
95.42 |
+5.71 |
370,523 |
297,201 |
+20,941 |
May11 |
110222 |
92.43 |
99.84 |
92.29 |
96.80 |
+4.49 |
144,013 |
179,848 |
+715 |
Jun11 |
110222 |
93.75 |
100.67 |
93.75 |
97.65 |
+3.83 |
97,902 |
133,199 |
+2,870 |
Jul11 |
110222 |
94.97 |
101.15 |
94.97 |
98.28 |
+3.35 |
32,221 |
68,516 |
+1,083 |
Aug11 |
110222 |
95.94 |
101.49 |
95.94 |
98.66 |
+3.00 |
18,892 |
48,432 |
+1,324 |
Sep11 |
110222 |
96.58 |
101.90 |
96.58 |
98.98 |
+2.74 |
13,064 |
44,851 |
+163 |
Oct11 |
110222 |
97.16 |
102.38 |
97.14 |
99.26 |
+2.52 |
8,679 |
31,783 |
+56 |
Nov11 |
110222 |
98.00 |
102.78 |
98.00 |
99.52 |
+2.32 |
9,543 |
34,220 |
+1,645 |
Dec11 |
110222 |
97.70 |
103.31 |
97.70 |
99.74 |
+2.16 |
55,422 |
167,435 |
+1,233 |
Jan12 |
110222 |
100.61 |
102.88 |
99.34 |
99.93 |
+2.00 |
4,976 |
31,253 |
+753 |
Feb12 |
110222 |
99.10 |
103.06 |
99.10 |
100.02 |
+1.84 |
2,988 |
12,976 |
-52 |
Mar12 |
110222 |
100.29 |
100.29 |
99.49 |
100.09 |
+1.69 |
2,220 |
18,767 |
-136 |
Apr12 |
110222 |
100.11 |
100.11 |
100.11 |
100.11 |
+1.56 |
1,379 |
7,758 |
+146 |
May12 |
110222 |
100.51 |
100.51 |
100.13 |
100.13 |
+1.43 |
1,467 |
9,083 |
+122 |
Jun12 |
110222 |
99.81 |
101.59 |
99.41 |
100.16 |
+1.30 |
9,106 |
57,537 |
+2,139 |
Total Volume and Open Interest |
952,938 |
1,511,253 |
-19,952 |
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 |
110222 |
90.100 |
98.400 |
89.900 |
95.425 |
+5.725 |
8,463 |
4,924 |
+438 |
May11 |
110222 |
92.475 |
99.650 |
92.475 |
96.800 |
+4.500 |
561 |
1,691 |
+75 |
Jun11 |
110222 |
95.000 |
100.350 |
95.000 |
97.650 |
+3.825 |
36 |
409 |
+13 |
Jul11 |
110222 |
97.175 |
100.800 |
97.175 |
98.275 |
+3.350 |
4 |
24 |
+4 |
Aug11 |
110222 |
98.650 |
98.650 |
98.650 |
98.650 |
+3.000 |
0 |
12 |
+0 |
Sep11 |
110222 |
98.975 |
98.975 |
98.975 |
98.975 |
+2.725 |
0 |
11 |
+0 |
Oct11 |
110222 |
101.875 |
101.875 |
99.250 |
99.250 |
+2.500 |
2 |
46 |
+0 |
Nov11 |
110222 |
99.525 |
99.525 |
99.525 |
99.525 |
+2.325 |
0 |
3 |
+0 |
Total Volume and Open Interest |
9,074 |
7,447 |
-8,888 |
Heating Oil(NYM) |
Mar11 |
110222 |
272.85 |
285.59 |
272.76 |
279.24 |
+7.95 |
48,770 |
38,636 |
-13,006 |
Apr11 |
110222 |
272.75 |
286.93 |
272.75 |
280.35 |
+7.75 |
50,462 |
84,954 |
+6,850 |
May11 |
110222 |
274.12 |
287.02 |
274.12 |
281.28 |
+7.46 |
19,399 |
42,982 |
+426 |
Jun11 |
110222 |
276.63 |
288.00 |
276.63 |
282.36 |
+7.17 |
16,560 |
42,708 |
-152 |
Jul11 |
110222 |
279.38 |
289.83 |
279.38 |
283.62 |
+6.91 |
4,646 |
19,527 |
+609 |
Aug11 |
110222 |
283.72 |
289.43 |
283.72 |
284.89 |
+6.64 |
1,961 |
13,399 |
-17 |
Sep11 |
110222 |
285.14 |
292.00 |
283.84 |
286.47 |
+6.36 |
1,808 |
13,309 |
+145 |
Oct11 |
110222 |
288.15 |
291.89 |
287.39 |
288.42 |
+6.18 |
673 |
6,287 |
+31 |
Nov11 |
110222 |
289.93 |
293.34 |
289.63 |
290.68 |
+6.11 |
733 |
7,185 |
+290 |
Dec11 |
110222 |
292.55 |
297.56 |
289.82 |
292.72 |
+6.09 |
4,334 |
27,861 |
+448 |
Jan12 |
110222 |
294.43 |
294.43 |
294.43 |
294.43 |
+6.04 |
183 |
6,838 |
+0 |
Feb12 |
110222 |
295.86 |
295.86 |
295.08 |
295.08 |
+5.89 |
22 |
2,248 |
+20 |
Total Volume and Open Interest |
149,690 |
317,449 |
-4,344 |
Gasoline(NYMEX) |
Mar11 |
110222 |
256.37 |
268.10 |
256.37 |
260.21 |
+5.08 |
25,346 |
39,383 |
-1,936 |
Apr11 |
110222 |
269.01 |
282.42 |
268.73 |
274.64 |
+5.63 |
35,936 |
77,258 |
+752 |
May11 |
110222 |
271.71 |
283.12 |
271.59 |
276.07 |
+5.75 |
15,526 |
49,267 |
+63 |
Jun11 |
110222 |
272.50 |
283.59 |
272.50 |
276.40 |
+5.77 |
12,888 |
33,525 |
+134 |
Jul11 |
110222 |
273.85 |
282.65 |
273.85 |
276.17 |
+5.81 |
3,216 |
19,147 |
+275 |
Aug11 |
110222 |
271.68 |
281.22 |
271.68 |
275.42 |
+5.86 |
1,782 |
11,309 |
-294 |
Sep11 |
110222 |
274.00 |
278.47 |
273.17 |
273.92 |
+5.97 |
1,003 |
7,211 |
+132 |
Oct11 |
110222 |
264.50 |
264.72 |
263.32 |
263.32 |
+5.98 |
569 |
5,100 |
+2 |
Nov11 |
110222 |
261.93 |
261.93 |
261.23 |
261.23 |
+5.84 |
497 |
2,914 |
+33 |
Dec11 |
110222 |
263.50 |
264.79 |
259.70 |
260.23 |
+5.67 |
752 |
23,349 |
+99 |
Total Volume and Open Interest |
97,550 |
283,669 |
-733 |
e-miNY RBOB Gasoline(NYM) |
Mar11 |
110222 |
260.20 |
260.21 |
260.20 |
260.20 |
+5.10 |
0 |
5 |
+0 |
Apr11 |
110222 |
274.60 |
274.64 |
274.60 |
274.60 |
+5.60 |
0 |
2 |
+0 |
May11 |
110222 |
276.10 |
276.10 |
276.07 |
276.10 |
+5.80 |
0 |
1 |
+0 |
Jun11 |
110222 |
276.40 |
276.40 |
276.40 |
276.40 |
+5.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
12 |
+0 |
Natural Gas(NYM) |
Mar11 |
110222 |
3.879 |
3.989 |
3.824 |
3.867 |
-0.009 |
87,964 |
35,903 |
-20,273 |
Apr11 |
110222 |
3.905 |
4.030 |
3.866 |
3.907 |
+0.001 |
77,364 |
213,167 |
+14,808 |
May11 |
110222 |
3.968 |
4.093 |
3.935 |
3.976 |
unch |
29,150 |
212,735 |
+6,234 |
Jun11 |
110222 |
4.042 |
4.145 |
3.997 |
4.038 |
+0.001 |
12,861 |
65,919 |
+1,293 |
Jul11 |
110222 |
4.097 |
4.196 |
4.058 |
4.096 |
+0.001 |
5,650 |
55,728 |
+968 |
Aug11 |
110222 |
4.159 |
4.229 |
4.090 |
4.128 |
+0.003 |
3,802 |
24,589 |
+464 |
Sep11 |
110222 |
4.158 |
4.239 |
4.102 |
4.139 |
+0.004 |
3,332 |
23,970 |
+477 |
Oct11 |
110222 |
4.207 |
4.290 |
4.150 |
4.185 |
+0.005 |
7,960 |
74,601 |
+24 |
Nov11 |
110222 |
4.433 |
4.455 |
4.351 |
4.382 |
+0.006 |
1,345 |
25,888 |
+86 |
Dec11 |
110222 |
4.630 |
4.680 |
4.596 |
4.627 |
+0.011 |
994 |
24,153 |
+173 |
Jan12 |
110222 |
4.753 |
4.803 |
4.728 |
4.760 |
+0.012 |
2,739 |
54,264 |
+68 |
Feb12 |
110222 |
4.797 |
4.798 |
4.717 |
4.749 |
+0.011 |
589 |
13,036 |
-85 |
Mar12 |
110222 |
4.754 |
4.754 |
4.659 |
4.690 |
+0.012 |
978 |
26,020 |
-42 |
Apr12 |
110222 |
4.580 |
4.626 |
4.525 |
4.555 |
+0.017 |
555 |
24,017 |
-130 |
May12 |
110222 |
4.610 |
4.610 |
4.586 |
4.587 |
+0.019 |
42 |
5,733 |
-5 |
Jun12 |
110222 |
4.615 |
4.631 |
4.610 |
4.621 |
+0.018 |
39 |
4,480 |
+23 |
Total Volume and Open Interest |
235,704 |
955,054 |
+4,233 |
Brent Crude Oil(ICE) |
Apr11 |
110222 |
107.90 |
108.57 |
105.56 |
105.78 |
+0.04 |
209,576 |
208,541 |
+0 |
May11 |
110222 |
107.87 |
108.41 |
105.62 |
105.79 |
-0.10 |
88,394 |
137,803 |
+0 |
Jun11 |
110222 |
107.79 |
108.33 |
105.69 |
105.84 |
-0.15 |
74,145 |
129,762 |
+0 |
Jul11 |
110222 |
107.42 |
108.18 |
105.68 |
105.81 |
-0.21 |
16,177 |
40,667 |
+0 |
Aug11 |
110222 |
107.39 |
108.11 |
105.64 |
105.77 |
-0.27 |
8,057 |
24,523 |
+0 |
Sep11 |
110222 |
107.39 |
108.05 |
105.57 |
105.71 |
-0.34 |
11,975 |
31,698 |
+0 |
Oct11 |
110222 |
107.43 |
108.04 |
105.65 |
105.67 |
-0.43 |
3,945 |
18,201 |
+0 |
Nov11 |
110222 |
107.44 |
107.98 |
105.49 |
105.61 |
-0.51 |
4,664 |
15,412 |
+0 |
Dec11 |
110222 |
105.81 |
107.94 |
105.42 |
105.56 |
-0.57 |
52,726 |
107,232 |
+0 |
Jan12 |
110222 |
105.52 |
105.52 |
105.52 |
105.52 |
-0.65 |
3,011 |
15,398 |
+0 |
Feb12 |
110222 |
105.49 |
105.49 |
105.49 |
105.49 |
-0.72 |
825 |
8,944 |
+0 |
Mar12 |
110222 |
105.46 |
105.46 |
105.46 |
105.46 |
-0.77 |
1,649 |
16,275 |
+0 |
Apr12 |
110222 |
105.35 |
105.35 |
105.35 |
105.35 |
-0.80 |
400 |
3,626 |
+0 |
May12 |
110222 |
105.23 |
105.23 |
105.23 |
105.23 |
-0.83 |
359 |
3,598 |
+0 |
Total Volume and Open Interest |
500,440 |
887,465 |
-3,213 |
Gas Oil(ICE) |
Mar11 |
110222 |
895.00 |
901.25 |
878.50 |
889.75 |
+12.50 |
87,660 |
163,214 |
+0 |
Apr11 |
110222 |
899.00 |
905.25 |
881.75 |
893.00 |
+11.75 |
99,154 |
156,078 |
+0 |
May11 |
110222 |
899.00 |
905.25 |
884.50 |
896.00 |
+11.25 |
34,775 |
73,942 |
+0 |
Jun11 |
110222 |
900.50 |
908.25 |
887.75 |
899.50 |
+11.00 |
27,890 |
70,500 |
+0 |
Jul11 |
110222 |
909.75 |
911.50 |
891.75 |
903.25 |
+10.75 |
4,464 |
25,041 |
+0 |
Aug11 |
110222 |
913.50 |
915.25 |
898.25 |
907.00 |
+10.75 |
4,289 |
24,722 |
+0 |
Sep11 |
110222 |
917.25 |
918.75 |
899.50 |
910.75 |
+10.50 |
6,890 |
21,467 |
+0 |
Oct11 |
110222 |
919.50 |
921.00 |
903.00 |
913.00 |
+10.25 |
3,603 |
19,652 |
+0 |
Nov11 |
110222 |
920.75 |
922.25 |
904.50 |
914.50 |
+10.25 |
2,400 |
15,590 |
+0 |
Dec11 |
110222 |
923.25 |
926.75 |
905.00 |
916.00 |
+9.75 |
17,003 |
54,055 |
+0 |
Total Volume and Open Interest |
296,861 |
712,887 |
+10,463 |
Ethanol(CBOT) |
Feb11 |
110203 |
2.340 |
2.345 |
2.340 |
2.340 |
+0.005 |
15 |
114 |
-120 |
Mar11 |
110222 |
2.470 |
2.470 |
2.399 |
2.431 |
-0.073 |
151 |
525 |
-30 |
Apr11 |
110222 |
2.463 |
2.464 |
2.420 |
2.449 |
-0.067 |
115 |
1,122 |
+30 |
May11 |
110222 |
2.470 |
2.470 |
2.440 |
2.451 |
-0.072 |
83 |
527 |
+42 |
Jun11 |
110222 |
2.475 |
2.480 |
2.460 |
2.460 |
-0.067 |
79 |
983 |
+25 |
Jul11 |
110222 |
2.470 |
2.470 |
2.460 |
2.460 |
-0.073 |
63 |
1,088 |
+61 |
Aug11 |
110222 |
2.450 |
2.450 |
2.448 |
2.448 |
-0.056 |
114 |
907 |
-1 |
Sep11 |
110222 |
2.341 |
2.341 |
2.341 |
2.341 |
-0.056 |
94 |
665 |
+10 |
Total Volume and Open Interest |
749 |
7,760 |
+158 |
WTI Crude Oil(ICE |
Apr11 |
110222 |
97.30 |
98.23 |
93.49 |
95.42 |
+0.09 |
51,532 |
94,012 |
+2,247 |
May11 |
110222 |
98.72 |
99.73 |
95.38 |
96.80 |
-0.16 |
69,489 |
73,299 |
+0 |
Jun11 |
110222 |
99.13 |
100.55 |
96.47 |
97.65 |
-0.31 |
54,818 |
75,772 |
+0 |
Jul11 |
110222 |
99.85 |
100.97 |
97.29 |
98.28 |
-0.44 |
10,835 |
23,684 |
+0 |
Aug11 |
110222 |
101.31 |
101.31 |
97.79 |
98.66 |
-0.56 |
5,344 |
16,853 |
+0 |
Sep11 |
110222 |
101.63 |
101.79 |
98.15 |
98.98 |
-0.66 |
7,876 |
25,130 |
+0 |
Oct11 |
110222 |
101.85 |
101.85 |
98.46 |
99.26 |
-0.77 |
2,647 |
18,487 |
+0 |
Nov11 |
110222 |
102.14 |
102.14 |
98.78 |
99.52 |
-0.89 |
2,204 |
13,509 |
+0 |
Dec11 |
110222 |
101.88 |
102.64 |
98.82 |
99.74 |
-1.01 |
26,187 |
90,490 |
+0 |
Jan12 |
110222 |
99.93 |
99.93 |
99.93 |
99.93 |
-1.11 |
581 |
9,978 |
+0 |
Feb12 |
110222 |
100.02 |
100.02 |
100.02 |
100.02 |
-1.21 |
66 |
1,810 |
+0 |
Mar12 |
110222 |
100.09 |
100.09 |
100.09 |
100.09 |
-1.30 |
40 |
4,190 |
+0 |
Apr12 |
110222 |
100.11 |
100.11 |
100.11 |
100.11 |
-1.39 |
121 |
1,974 |
+0 |
May12 |
110222 |
100.13 |
100.13 |
100.13 |
100.13 |
-1.48 |
91 |
969 |
+0 |
Jun12 |
110222 |
101.08 |
101.58 |
99.88 |
100.16 |
-1.57 |
3,082 |
25,858 |
+0 |
Jul12 |
110222 |
100.12 |
100.12 |
100.12 |
100.12 |
-1.61 |
0 |
549 |
+0 |
Total Volume and Open Interest |
308,208 |
556,274 |
-16,725 |
US Dollar Index(ICE) |
Mar11 |
110222 |
77.880 |
78.390 |
77.635 |
77.823 |
+0.103 |
5,135 |
39,021 |
+612 |
Jun11 |
110222 |
78.220 |
78.655 |
77.985 |
78.143 |
+0.103 |
145 |
1,228 |
-20 |
Sep11 |
110222 |
78.550 |
78.550 |
78.503 |
78.503 |
+0.103 |
0 |
4 |
+0 |
Total Volume and Open Interest |
5,280 |
40,254 |
+592 |
Australian Dollar(CME) |
Mar11 |
110222 |
101.16 |
101.26 |
99.42 |
99.50 |
-1.66 |
67,270 |
128,168 |
+1,477 |
Jun11 |
110222 |
99.95 |
100.02 |
98.34 |
98.37 |
-1.65 |
404 |
1,521 |
+280 |
Sep11 |
110222 |
97.15 |
98.77 |
97.15 |
97.15 |
-1.62 |
0 |
14 |
+0 |
Total Volume and Open Interest |
67,674 |
129,751 |
+1,757 |
British Pound(CME) |
Mar11 |
110222 |
162.45 |
162.54 |
160.98 |
161.42 |
-1.01 |
126,706 |
125,250 |
+1,866 |
Jun11 |
110222 |
162.23 |
162.23 |
160.80 |
161.24 |
-0.99 |
825 |
1,056 |
+20 |
Sep11 |
110222 |
160.75 |
161.90 |
160.75 |
160.90 |
-1.00 |
11 |
18 |
-5 |
Total Volume and Open Interest |
127,542 |
126,357 |
+1,881 |
Canadian Dollar(CME) |
Mar11 |
110222 |
101.43 |
101.77 |
100.75 |
100.92 |
-0.38 |
72,523 |
137,451 |
-3,273 |
Jun11 |
110222 |
101.26 |
101.54 |
100.59 |
100.72 |
-0.37 |
541 |
4,446 |
+329 |
Sep11 |
110222 |
101.10 |
101.10 |
100.33 |
100.45 |
-0.35 |
10 |
1,100 |
+9 |
Dec11 |
110222 |
100.45 |
100.69 |
100.09 |
100.14 |
-0.34 |
9 |
1,767 |
-2 |
Total Volume and Open Interest |
73,083 |
144,849 |
-2,937 |
Japanese Yen(CME) |
Mar11 |
110222 |
120.32 |
121.12 |
119.87 |
120.93 |
+0.61 |
116,464 |
120,071 |
-611 |
Jun11 |
110222 |
120.50 |
121.21 |
120.00 |
121.02 |
+0.60 |
371 |
1,752 |
-73 |
Sep11 |
110222 |
120.37 |
121.18 |
120.37 |
121.17 |
+0.61 |
0 |
33 |
+0 |
Total Volume and Open Interest |
116,835 |
121,875 |
-684 |
Swiss Franc(CME) |
Mar11 |
110222 |
105.68 |
106.78 |
105.21 |
106.62 |
+0.83 |
44,782 |
41,835 |
+633 |
Jun11 |
110222 |
105.90 |
106.80 |
105.55 |
106.72 |
+0.83 |
62 |
244 |
+3 |
Sep11 |
110222 |
105.60 |
107.00 |
105.60 |
106.83 |
+0.83 |
0 |
5 |
+0 |
Total Volume and Open Interest |
44,844 |
42,095 |
+636 |
EuroFX(CME) |
Mar11 |
110222 |
136.87 |
137.14 |
135.23 |
136.58 |
-0.23 |
354,605 |
199,983 |
+12,505 |
Jun11 |
110222 |
136.80 |
136.97 |
135.10 |
136.40 |
-0.25 |
1,524 |
5,282 |
+436 |
Sep11 |
110222 |
136.05 |
136.39 |
135.87 |
136.12 |
-0.27 |
17 |
111 |
-12 |
Total Volume and Open Interest |
356,146 |
205,737 |
+12,929 |
Mexican Peso(CME) |
Mar11 |
110222 |
829.8 |
831.2 |
821.5 |
823.5 |
-6.2 |
16,183 |
146,733 |
-3,472 |
Apr11 |
110222 |
822.8 |
829.0 |
822.8 |
822.8 |
-6.2 |
|
|
|
Total Volume and Open Interest |
16,206 |
148,281 |
-3,470 |
30-Year T-Bonds(CBOT) |
Mar11 |
110222 |
119~050 |
121~010 |
119~040 |
120~270 |
+1~200 |
325,081 |
572,804 |
-5,032 |
Jun11 |
110222 |
117~240 |
119~140 |
117~220 |
119~090 |
+1~210 |
26,676 |
40,341 |
+14,533 |
Sep11 |
110222 |
117~210 |
117~210 |
116~000 |
117~210 |
+1~210 |
0 |
1 |
+0 |
Total Volume and Open Interest |
351,757 |
613,146 |
+9,501 |
10-Year T-Notes(CBOT) |
Mar11 |
110222 |
119~005 |
120~050 |
119~000 |
120~030 |
+1~010 |
864,245 |
1,428,901 |
-44,942 |
Jun11 |
110222 |
117~195 |
118~255 |
117~195 |
118~240 |
+1~040 |
36,896 |
113,516 |
+18,506 |
Sep11 |
110222 |
117~170 |
117~170 |
116~130 |
117~170 |
+1~040 |
0 |
1 |
+0 |
Total Volume and Open Interest |
901,141 |
1,542,422 |
-26,436 |
5-Year T-Notes(CBOT) |
Mar11 |
110222 |
116~127 |
117~089 |
116~123 |
117~085 |
+0~090 |
533,324 |
1,208,824 |
-34,182 |
Jun11 |
110222 |
116~011 |
116~092 |
115~123 |
116~089 |
+0~094 |
62,898 |
148,435 |
+20,790 |
Sep11 |
110222 |
115~019 |
115~113 |
115~019 |
115~113 |
+0~094 |
|
|
|
Total Volume and Open Interest |
596,222 |
1,357,259 |
-13,392 |
2 Year T-Notes(CBOT) |
Mar11 |
110222 |
109~034 |
109~050 |
109~032 |
109~046 |
+0~014 |
297,855 |
886,856 |
-33,676 |
Jun11 |
110222 |
108~117 |
109~004 |
108~115 |
109~001 |
+0~014 |
17,953 |
49,239 |
+8,945 |
Sep11 |
110222 |
108~095 |
108~095 |
108~081 |
108~095 |
+0~014 |
|
|
|
Total Volume and Open Interest |
315,808 |
936,095 |
-24,731 |
Eurodollars(CME) |
Mar11 |
110222 |
99.668 |
99.675 |
99.660 |
99.670 |
+0.002 |
323,998 |
1,004,569 |
-46,158 |
Jun11 |
110222 |
99.610 |
99.610 |
99.590 |
99.605 |
+0.005 |
250,290 |
1,203,691 |
+13,546 |
Sep11 |
110222 |
99.515 |
99.520 |
99.490 |
99.500 |
+0.005 |
301,569 |
1,268,217 |
+14,943 |
Dec11 |
110222 |
99.315 |
99.345 |
99.300 |
99.325 |
+0.025 |
308,879 |
1,265,567 |
+684 |
Mar12 |
110222 |
99.000 |
99.075 |
99.000 |
99.045 |
+0.050 |
331,673 |
1,004,028 |
+2,620 |
Jun12 |
110222 |
98.635 |
98.715 |
98.625 |
98.685 |
+0.070 |
256,247 |
711,493 |
-8,185 |
Sep12 |
110222 |
98.260 |
98.350 |
98.250 |
98.325 |
+0.085 |
235,183 |
561,029 |
+7,991 |
Dec12 |
110222 |
97.925 |
98.030 |
97.915 |
98.010 |
+0.100 |
205,283 |
426,251 |
-17,772 |
Mar13 |
110222 |
97.635 |
97.745 |
97.630 |
97.735 |
+0.115 |
109,074 |
260,856 |
+1,660 |
Jun13 |
110222 |
97.360 |
97.485 |
97.355 |
97.475 |
+0.130 |
77,123 |
211,850 |
+1,175 |
Sep13 |
110222 |
97.100 |
97.235 |
97.100 |
97.230 |
+0.145 |
70,623 |
208,713 |
+1,377 |
Dec13 |
110222 |
96.845 |
96.995 |
96.840 |
96.985 |
+0.155 |
55,817 |
182,251 |
+3,158 |
Mar14 |
110222 |
96.610 |
96.775 |
96.605 |
96.760 |
+0.165 |
27,597 |
129,756 |
+1,806 |
Jun14 |
110222 |
96.375 |
96.555 |
96.375 |
96.535 |
+0.175 |
19,941 |
105,490 |
+910 |
Sep14 |
110222 |
96.165 |
96.340 |
96.165 |
96.320 |
+0.180 |
18,276 |
65,488 |
+1,089 |
Dec14 |
110222 |
95.940 |
96.120 |
95.940 |
96.100 |
+0.175 |
16,142 |
78,785 |
+116 |
Mar15 |
110222 |
95.780 |
95.935 |
95.780 |
95.915 |
+0.170 |
12,297 |
56,294 |
+1,462 |
Jun15 |
110222 |
3.845 |
4.010 |
3.835 |
3.990 |
+0.165 |
10,005 |
38,866 |
+1,580 |
Total Volume and Open Interest |
2,656,365 |
8,959,957 |
-17,819 |
30 Day Federal Funds(CBOT) |
Feb11 |
110222 |
99.842 |
99.842 |
99.840 |
99.840 |
unch |
450 |
82,107 |
-72 |
Mar11 |
110222 |
99.855 |
99.855 |
99.850 |
99.850 |
unch |
651 |
60,330 |
+86 |
Apr11 |
110222 |
99.855 |
99.865 |
99.855 |
99.860 |
unch |
2,272 |
57,122 |
+175 |
May11 |
110222 |
99.855 |
99.860 |
99.855 |
99.855 |
unch |
1,084 |
62,301 |
+267 |
Jun11 |
110222 |
99.850 |
99.855 |
99.850 |
99.855 |
+0.005 |
1,398 |
46,666 |
-126 |
Jul11 |
110222 |
99.830 |
99.840 |
99.830 |
99.830 |
unch |
3,045 |
55,021 |
-584 |
Total Volume and Open Interest |
34,311 |
612,329 |
+3,224 |
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 |
110222 |
99.658 |
99.660 |
99.658 |
99.660 |
-0.002 |
180 |
3,725 |
+40 |
Jun11 |
110222 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
150 |
+0 |
Sep11 |
110222 |
99.632 |
99.632 |
99.632 |
99.632 |
+0.005 |
|
|
|
Dec11 |
110222 |
99.618 |
99.618 |
99.618 |
99.618 |
+0.010 |
0 |
75 |
+0 |
Mar12 |
110222 |
99.600 |
99.600 |
99.600 |
99.600 |
+0.015 |
|
|
|
Jun12 |
110222 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.015 |
|
|
|
Sep12 |
110222 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.015 |
|
|
|
Dec12 |
110222 |
99.500 |
99.500 |
99.500 |
99.500 |
+0.015 |
|
|
|
Mar13 |
110222 |
99.500 |
99.500 |
99.500 |
99.500 |
+0.015 |
|
|
|
Jun13 |
110222 |
99.455 |
99.455 |
99.455 |
99.455 |
+0.015 |
|
|
|
Total Volume and Open Interest |
180 |
3,950 |
+40 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110222 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
5,306 |
+0 |
Jun11 |
110222 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
972 |
+0 |
Sep11 |
110222 |
99.64 |
99.64 |
99.63 |
99.63 |
unch |
0 |
786 |
+0 |
Dec11 |
110222 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
102 |
2,211 |
+0 |
Mar12 |
110222 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
405 |
+0 |
Jun12 |
110222 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
110222 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
310 |
+0 |
Dec12 |
110222 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
102 |
10,749 |
+164 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110222 |
138.98 |
139.62 |
138.96 |
139.58 |
+0.61 |
1,110 |
16,358 |
-505 |
Jun11 |
110222 |
138.21 |
138.66 |
138.21 |
138.66 |
+0.66 |
21 |
60 |
+0 |
Sep11 |
110222 |
136.23 |
136.23 |
136.23 |
136.23 |
+0.66 |
|
|
|
Total Volume and Open Interest |
1,679 |
16,923 |
+238 |
Euro-Bund(EUREX) |
Mar11 |
110222 |
123.95 |
124.36 |
123.89 |
124.13 |
+0.38 |
869,035 |
1,246,500 |
+0 |
Jun11 |
110222 |
122.90 |
122.91 |
122.50 |
122.70 |
+0.39 |
14,069 |
46,635 |
+0 |
Sep11 |
110222 |
122.23 |
122.23 |
122.23 |
122.23 |
+0.38 |
55 |
1 |
+0 |
Total Volume and Open Interest |
883,159 |
1,293,136 |
-112,957 |
Euro-Bobl(EUREX) |
Mar11 |
110222 |
117.32 |
117.51 |
117.11 |
117.29 |
+0.06 |
591,524 |
908,417 |
+0 |
Jun11 |
110222 |
115.92 |
116.02 |
115.67 |
115.83 |
+0.06 |
7,164 |
49,651 |
+0 |
Sep11 |
110222 |
115.29 |
115.29 |
115.29 |
115.29 |
+0.11 |
|
|
|
Total Volume and Open Interest |
598,688 |
958,068 |
-83,346 |
3-Mth Euribor(EUREX) |
Mar11 |
110222 |
98.855 |
98.855 |
98.835 |
98.835 |
-0.025 |
0 |
5,970 |
+0 |
Jun11 |
110222 |
98.520 |
98.525 |
98.520 |
98.525 |
-0.040 |
8 |
9,514 |
+0 |
Sep11 |
110222 |
98.260 |
98.260 |
98.260 |
98.260 |
-0.055 |
3 |
2,256 |
+0 |
Total Volume and Open Interest |
187 |
26,267 |
+236 |
Long Gilt(LIFFE) |
Mar11 |
110222 |
116~29 |
117~10 |
116~29 |
117~05 |
+0~15 |
106,535 |
272,176 |
+0 |
Jun11 |
110222 |
115~18 |
116~00 |
115~18 |
115~28 |
+0~15 |
5,173 |
5,344 |
+0 |
Total Volume and Open Interest |
111,708 |
277,520 |
+7,574 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110222 |
99.12 |
99.12 |
99.09 |
99.11 |
unch |
94,512 |
346,412 |
+0 |
Jun11 |
110222 |
98.81 |
98.83 |
98.78 |
98.81 |
unch |
106,321 |
360,521 |
+0 |
Sep11 |
110222 |
98.55 |
98.58 |
98.52 |
98.55 |
unch |
118,992 |
348,012 |
+0 |
Dec11 |
110222 |
98.29 |
98.31 |
98.25 |
98.27 |
-0.01 |
93,284 |
369,981 |
+0 |
Mar12 |
110222 |
98.02 |
98.04 |
97.98 |
97.99 |
-0.01 |
106,323 |
300,408 |
+0 |
Jun12 |
110222 |
97.73 |
97.77 |
97.69 |
97.71 |
unch |
76,084 |
194,105 |
+0 |
Total Volume and Open Interest |
721,748 |
2,383,241 |
+24,197 |
3-Mth Euribor(LIFFE) |
Mar11 |
110222 |
98.850 |
98.860 |
98.815 |
98.835 |
-0.025 |
117,267 |
605,409 |
-14,434 |
Jun11 |
110222 |
98.560 |
98.590 |
98.495 |
98.525 |
-0.040 |
173,608 |
633,109 |
+0 |
Sep11 |
110222 |
98.315 |
98.330 |
98.225 |
98.265 |
-0.050 |
196,185 |
606,282 |
+0 |
Total Volume and Open Interest |
1,039,923 |
3,649,854 |
+71,000 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110222 |
95.05 |
95.06 |
95.04 |
95.06 |
+0.01 |
8,884 |
119,470 |
+0 |
Jun11 |
110222 |
94.97 |
94.98 |
94.96 |
94.98 |
+0.01 |
11,719 |
188,251 |
+0 |
Sep11 |
110222 |
94.85 |
94.88 |
94.84 |
94.87 |
+0.02 |
11,837 |
116,375 |
+0 |
Dec11 |
110222 |
94.70 |
94.76 |
94.70 |
94.76 |
+0.05 |
5,489 |
62,326 |
+0 |
Mar12 |
110222 |
94.57 |
94.65 |
94.57 |
94.65 |
+0.07 |
1,641 |
52,634 |
+0 |
Jun12 |
110222 |
94.50 |
94.55 |
94.50 |
94.55 |
+0.07 |
56 |
42,297 |
+0 |
Sep12 |
110222 |
94.42 |
94.46 |
94.42 |
94.46 |
+0.07 |
206 |
29,945 |
+0 |
Dec12 |
110222 |
94.35 |
94.41 |
94.35 |
94.39 |
+0.07 |
275 |
16,225 |
+0 |
Mar13 |
110222 |
94.28 |
94.34 |
94.28 |
94.34 |
+0.07 |
0 |
3,226 |
+0 |
Jun13 |
110222 |
94.28 |
94.28 |
94.28 |
94.28 |
+0.07 |
0 |
611 |
+0 |
Total Volume and Open Interest |
40,107 |
633,050 |
+18,356 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110222 |
94.35 |
94.41 |
94.35 |
94.40 |
+0.04 |
21,110 |
376,598 |
+0 |
Jun11 |
110222 |
94.40 |
94.40 |
94.40 |
94.40 |
+0.04 |
|
|
|
Total Volume and Open Interest |
21,110 |
376,598 |
+6,416 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110222 |
94.78 |
94.85 |
94.76 |
94.85 |
+0.07 |
124,606 |
503,790 |
+12,148 |
Jun11 |
110222 |
94.85 |
94.85 |
94.85 |
94.85 |
+0.07 |
|
|
|
Total Volume and Open Interest |
57,556 |
491,642 |
-17,289 |
Gold(CMX) |
Feb11 |
110222 |
1395.1 |
1408.7 |
1395.1 |
1400.5 |
+12.3 |
98 |
585 |
-68 |
Apr11 |
110222 |
1390.1 |
1411.5 |
1390.1 |
1401.1 |
+12.5 |
113,558 |
318,374 |
+5,610 |
Jun11 |
110222 |
1392.5 |
1412.8 |
1392.1 |
1402.6 |
+12.5 |
2,655 |
54,201 |
-77 |
Aug11 |
110222 |
1398.4 |
1412.5 |
1398.4 |
1404.0 |
+12.5 |
1,017 |
22,349 |
+137 |
Oct11 |
110222 |
1395.0 |
1413.0 |
1395.0 |
1405.3 |
+12.4 |
474 |
8,142 |
+97 |
Dec11 |
110222 |
1396.5 |
1416.9 |
1396.5 |
1406.8 |
+12.3 |
1,457 |
25,959 |
+169 |
Feb12 |
110222 |
1406.6 |
1411.9 |
1406.6 |
1408.7 |
+12.3 |
62 |
6,663 |
+25 |
Apr12 |
110222 |
1412.0 |
1412.0 |
1411.2 |
1411.2 |
+12.3 |
2 |
5,348 |
+1 |
Jun12 |
110222 |
1414.1 |
1414.1 |
1414.1 |
1414.1 |
+12.0 |
2 |
6,656 |
+0 |
Aug12 |
110222 |
1417.3 |
1417.3 |
1417.3 |
1417.3 |
+11.8 |
0 |
977 |
+0 |
Oct12 |
110222 |
1421.2 |
1421.2 |
1421.2 |
1421.2 |
+11.5 |
0 |
1,341 |
+0 |
Dec12 |
110222 |
1419.1 |
1433.2 |
1419.1 |
1425.7 |
+11.4 |
207 |
12,208 |
+31 |
Total Volume and Open Interest |
120,519 |
487,834 |
+6,286 |
Silver(CMX) |
Mar11 |
110222 |
3265.0 |
3432.0 |
3239.0 |
3286.2 |
+56.6 |
85,991 |
50,848 |
-2,277 |
May11 |
110222 |
3268.5 |
3431.5 |
3238.0 |
3285.6 |
+57.1 |
24,160 |
53,782 |
+955 |
Jul11 |
110222 |
3267.0 |
3421.0 |
3242.0 |
3284.7 |
+57.1 |
3,372 |
11,094 |
-262 |
Sep11 |
110222 |
3270.0 |
3427.0 |
3270.0 |
3283.5 |
+56.9 |
698 |
5,053 |
+162 |
Dec11 |
110222 |
3275.0 |
3425.0 |
3263.0 |
3281.7 |
+56.4 |
1,810 |
13,811 |
+428 |
Mar12 |
110222 |
3272.5 |
3419.5 |
3244.0 |
3274.1 |
+53.3 |
17 |
691 |
+2 |
May12 |
110222 |
3269.6 |
3269.6 |
3269.6 |
3269.6 |
+51.8 |
0 |
220 |
+0 |
Total Volume and Open Interest |
117,094 |
150,160 |
-455 |
Platinum(NYMEX) |
Apr11 |
110222 |
1840.5 |
1858.0 |
1785.6 |
1786.3 |
-57.0 |
3,607 |
39,706 |
+546 |
Jul11 |
110222 |
1852.5 |
1858.8 |
1789.0 |
1789.0 |
-56.8 |
30 |
2,097 |
+2 |
Oct11 |
110222 |
1852.5 |
1852.5 |
1791.8 |
1791.8 |
-56.9 |
5 |
370 |
+5 |
Jan12 |
110222 |
1860.5 |
1860.5 |
1794.4 |
1794.4 |
-56.3 |
1 |
11 |
+1 |
Total Volume and Open Interest |
3,653 |
42,224 |
+556 |
Palladium(NYMEX) |
Mar11 |
110222 |
854.50 |
862.00 |
799.30 |
805.70 |
-52.00 |
4,066 |
11,610 |
-1,171 |
Jun11 |
110222 |
855.25 |
863.70 |
801.10 |
807.40 |
-52.05 |
1,538 |
12,137 |
+1,392 |
Sep11 |
110222 |
856.00 |
860.15 |
808.50 |
808.50 |
-51.75 |
0 |
54 |
-1 |
Total Volume and Open Interest |
5,611 |
23,815 |
+220 |
Copper(CMX) |
Mar11 |
110222 |
448.80 |
451.40 |
430.80 |
434.70 |
-13.50 |
35,755 |
36,360 |
-4,340 |
May11 |
110222 |
449.60 |
452.60 |
432.30 |
436.30 |
-13.30 |
14,186 |
75,834 |
+3,086 |
Jul11 |
110222 |
450.00 |
452.90 |
433.90 |
437.15 |
-13.00 |
802 |
24,828 |
+357 |
Sep11 |
110222 |
449.10 |
449.10 |
434.45 |
437.60 |
-12.65 |
698 |
6,808 |
+111 |
Dec11 |
110222 |
448.00 |
448.60 |
434.85 |
437.60 |
-11.95 |
682 |
6,221 |
+123 |
Total Volume and Open Interest |
52,680 |
155,150 |
-810 |
DJIA Index(CBOT) |
Mar11 |
110222 |
12370 |
12373 |
12160 |
12183 |
-192 |
332 |
11,849 |
+86 |
Jun11 |
110222 |
12140 |
12140 |
12118 |
12118 |
-192 |
0 |
14 |
-1 |
Sep11 |
110222 |
12063 |
12255 |
12063 |
12063 |
-192 |
|
|
|
Dec11 |
110222 |
12008 |
12200 |
12008 |
12008 |
-192 |
0 |
1 |
+0 |
Total Volume and Open Interest |
332 |
11,864 |
+85 |
S & P 500(CME) |
Mar11 |
110222 |
1342.00 |
1342.40 |
1310.50 |
1314.40 |
-28.00 |
14,036 |
315,380 |
+2,261 |
Jun11 |
110222 |
1321.50 |
1328.00 |
1305.80 |
1309.50 |
-28.00 |
1,259 |
13,760 |
-14 |
Sep11 |
110222 |
1304.60 |
1304.60 |
1300.90 |
1304.60 |
-28.00 |
0 |
3,090 |
+0 |
Dec11 |
110222 |
1299.80 |
1299.80 |
1296.10 |
1299.80 |
-28.00 |
0 |
637 |
+0 |
Total Volume and Open Interest |
15,295 |
332,867 |
+2,247 |
S & P 500 E-Mini(Globex) |
Mar11 |
110222 |
1342.25 |
1342.50 |
1310.25 |
1314.50 |
-28.00 |
1,516,091 |
2,854,700 |
+5,052 |
Jun11 |
110222 |
1335.75 |
1337.50 |
1306.00 |
1309.50 |
-28.00 |
1,651 |
25,061 |
-112 |
Total Volume and Open Interest |
1,517,746 |
2,880,034 |
+4,938 |
NASDAQ 100(CME) |
Mar11 |
110222 |
2392.00 |
2393.00 |
2316.00 |
2321.80 |
-73.20 |
1,750 |
18,718 |
+1,348 |
Jun11 |
110222 |
2338.00 |
2360.00 |
2316.00 |
2319.00 |
-73.30 |
2 |
1,063 |
+0 |
Sep11 |
110222 |
2316.50 |
2316.50 |
2313.50 |
2316.50 |
-73.30 |
|
|
|
Total Volume and Open Interest |
1,752 |
19,781 |
+1,348 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110222 |
2393.50 |
2394.00 |
2315.50 |
2321.80 |
-73.20 |
183,849 |
372,510 |
+10,108 |
Jun11 |
110222 |
2385.00 |
2387.00 |
2313.30 |
2319.00 |
-73.30 |
127 |
1,966 |
+22 |
Total Volume and Open Interest |
183,976 |
374,482 |
+10,130 |
S & P Midcap 400(CME) |
Mar11 |
110222 |
959.10 |
959.10 |
955.00 |
959.10 |
-22.20 |
54 |
2,856 |
+46 |
Jun11 |
110222 |
956.50 |
956.50 |
956.50 |
956.50 |
-22.20 |
|
|
|
Sep11 |
110222 |
954.40 |
954.40 |
954.40 |
954.40 |
-22.20 |
|
|
|
Total Volume and Open Interest |
54 |
2,856 |
+46 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110222 |
10850 |
10880 |
10510 |
10540 |
-315 |
5,902 |
49,552 |
+307 |
Jun11 |
110222 |
10710 |
10750 |
10485 |
10515 |
-315 |
31 |
201 |
+31 |
Total Volume and Open Interest |
5,933 |
49,753 |
+338 |
Nikkei 225(SGX) |
Mar11 |
110222 |
10860 |
10870 |
10630 |
10655 |
-210 |
68,459 |
250,403 |
+0 |
Jun11 |
110222 |
10715 |
10750 |
10570 |
10580 |
-205 |
6 |
4,713 |
+0 |
Sep11 |
110222 |
10580 |
10580 |
10580 |
10580 |
-210 |
0 |
400 |
+0 |
Total Volume and Open Interest |
68,665 |
264,595 |
+317 |
CAC 40(EURONEXT) |
Mar11 |
110222 |
4088.5 |
4088.5 |
4017.5 |
4056.5 |
-42.0 |
140,809 |
350,443 |
+0 |
Apr11 |
110222 |
4080.0 |
4080.5 |
4022.0 |
4059.5 |
-42.0 |
306 |
334 |
+0 |
May11 |
110222 |
3981.5 |
3981.5 |
3981.5 |
3981.5 |
-42.0 |
|
|
|
Total Volume and Open Interest |
141,119 |
350,831 |
|
Hang Seng Index(HKFE) |
Feb11 |
110222 |
23200 |
23200 |
22919 |
22942 |
-505 |
80,114 |
79,959 |
+0 |
Mar11 |
110222 |
23140 |
23140 |
22860 |
22882 |
-504 |
3,716 |
15,842 |
+0 |
Total Volume and Open Interest |
84,187 |
98,395 |
+1,741 |
DAX(EUREX) |
Mar11 |
110222 |
7310.5 |
7356.5 |
7252.0 |
7325.5 |
-1.0 |
103,348 |
249,731 |
+0 |
Jun11 |
110222 |
7334.0 |
7378.5 |
7276.5 |
7349.5 |
unch |
364 |
16,039 |
+0 |
Sep11 |
110222 |
7339.0 |
7375.0 |
7314.0 |
7372.5 |
+0.5 |
197 |
776 |
+0 |
Total Volume and Open Interest |
103,909 |
266,546 |
+12,286 |
FT-SE 100(EURONEXT) |
Mar11 |
110222 |
5975.00 |
6008.00 |
5902.50 |
5978.50 |
-18.50 |
84,563 |
659,217 |
+0 |
Jun11 |
110222 |
5913.00 |
5950.00 |
5870.00 |
5935.50 |
-18.50 |
400 |
8,477 |
+0 |
Sep11 |
110222 |
5858.50 |
5904.00 |
5858.50 |
5904.00 |
-18.00 |
0 |
321 |
+0 |
Total Volume and Open Interest |
84,968 |
668,105 |
+1,212 |
SPI 200(SFE) |
Mar11 |
110222 |
4900.0 |
4902.0 |
4838.0 |
4846.0 |
-49.0 |
39,514 |
202,796 |
+0 |
Jun11 |
110222 |
4871.0 |
4871.0 |
4866.0 |
4871.0 |
-46.0 |
39 |
3,834 |
+0 |
Sep11 |
110222 |
4860.0 |
4860.0 |
4860.0 |
4860.0 |
-48.0 |
6 |
1,976 |
+0 |
Total Volume and Open Interest |
39,725 |
210,791 |
+14,487 |
GSCI(CME) |
Mar11 |
110222 |
25.64 |
25.64 |
10.54 |
14.14 |
+11.50 |
222 |
14,274 |
+127 |
Apr11 |
110222 |
30.64 |
30.64 |
16.64 |
19.64 |
+9.00 |
1 |
24 |
-1 |
May11 |
110222 |
21.64 |
31.64 |
21.64 |
21.64 |
+7.50 |
|
|
|
Total Volume and Open Interest |
223 |
14,298 |
+126 |
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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