 |
MRCI's End of Day Prices |
Daily Futures Price Listing Thu February 24, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110224 |
1321.50 |
1325.75 |
1299.00 |
1318.25 |
-1.75 |
87,718 |
52,160 |
-13,696 |
May11 |
110224 |
1332.25 |
1336.75 |
1310.25 |
1329.25 |
-2.25 |
126,616 |
239,040 |
-229 |
Jul11 |
110224 |
1341.50 |
1345.50 |
1318.75 |
1337.75 |
-2.50 |
37,733 |
117,645 |
+504 |
Aug11 |
110224 |
1321.00 |
1328.75 |
1308.50 |
1325.00 |
-3.75 |
2,708 |
5,501 |
-771 |
Sep11 |
110224 |
1316.50 |
1316.50 |
1291.50 |
1305.00 |
-6.50 |
1,860 |
5,515 |
+298 |
Nov11 |
110224 |
1296.00 |
1302.50 |
1272.00 |
1286.25 |
-9.50 |
25,668 |
158,641 |
-1,386 |
Jan12 |
110224 |
1290.25 |
1303.75 |
1277.00 |
1290.50 |
-9.50 |
13,670 |
21,572 |
+4,131 |
Total Volume and Open Interest |
298,057 |
627,373 |
-11,020 |
Soybean Meal(CBOT) |
Mar11 |
110224 |
352.00 |
352.60 |
346.30 |
350.40 |
-1.40 |
26,304 |
16,291 |
-5,694 |
May11 |
110224 |
356.10 |
357.00 |
350.30 |
354.90 |
-1.20 |
45,865 |
85,835 |
+1,622 |
Jul11 |
110224 |
358.10 |
358.70 |
352.30 |
356.90 |
-1.20 |
16,796 |
39,937 |
+229 |
Aug11 |
110224 |
355.20 |
355.20 |
349.50 |
353.70 |
-1.30 |
1,385 |
9,603 |
+149 |
Sep11 |
110224 |
350.00 |
350.00 |
343.90 |
347.70 |
-1.70 |
1,742 |
8,777 |
+238 |
Oct11 |
110224 |
337.50 |
341.00 |
336.10 |
337.70 |
-3.20 |
1,307 |
8,852 |
+45 |
Dec11 |
110224 |
340.90 |
341.00 |
333.80 |
336.30 |
-3.30 |
4,840 |
23,609 |
-333 |
Jan12 |
110224 |
335.10 |
339.70 |
335.10 |
336.40 |
-3.30 |
121 |
3,223 |
+5 |
Total Volume and Open Interest |
98,977 |
202,328 |
-3,587 |
Soybean Oil(CBOT) |
Mar11 |
110224 |
55.10 |
55.25 |
53.90 |
54.61 |
-0.41 |
45,105 |
29,328 |
-11,248 |
May11 |
110224 |
55.70 |
55.95 |
54.56 |
55.28 |
-0.42 |
88,337 |
165,807 |
+1,297 |
Jul11 |
110224 |
56.26 |
56.45 |
55.09 |
55.81 |
-0.42 |
28,522 |
87,720 |
+654 |
Aug11 |
110224 |
55.60 |
56.45 |
55.38 |
55.99 |
-0.43 |
2,471 |
9,000 |
+16 |
Sep11 |
110224 |
55.64 |
56.57 |
55.57 |
56.10 |
-0.43 |
2,307 |
10,547 |
+83 |
Oct11 |
110224 |
56.35 |
56.47 |
55.34 |
56.01 |
-0.46 |
2,482 |
12,695 |
+46 |
Dec11 |
110224 |
56.70 |
56.76 |
55.40 |
56.12 |
-0.45 |
12,778 |
45,529 |
+911 |
Jan12 |
110224 |
56.52 |
56.62 |
56.05 |
56.17 |
-0.45 |
58 |
1,016 |
+5 |
Total Volume and Open Interest |
183,173 |
365,864 |
-7,890 |
Canola(WCE) |
Mar11 |
110224 |
568.8 |
570.8 |
558.0 |
565.4 |
-6.6 |
7,663 |
11,938 |
-10,571 |
May11 |
110224 |
577.5 |
578.9 |
566.1 |
574.2 |
-6.3 |
16,427 |
93,331 |
+1,977 |
Jul11 |
110224 |
585.1 |
586.8 |
573.9 |
581.9 |
-6.4 |
5,500 |
24,277 |
+2,160 |
Nov11 |
110224 |
559.5 |
563.3 |
550.1 |
560.3 |
-4.3 |
2,066 |
60,815 |
-534 |
Jan12 |
110224 |
562.2 |
565.9 |
557.8 |
565.9 |
-3.7 |
144 |
3,687 |
+32 |
Total Volume and Open Interest |
31,968 |
196,684 |
-6,809 |
Corn(CBOT) |
Mar11 |
110224 |
693.00 |
698.00 |
680.00 |
685.75 |
-5.75 |
194,778 |
146,116 |
-59,925 |
May11 |
110224 |
703.50 |
708.50 |
690.50 |
696.50 |
-5.75 |
245,715 |
655,660 |
+10,001 |
Jul11 |
110224 |
707.75 |
712.50 |
694.75 |
701.00 |
-6.00 |
76,126 |
351,370 |
+4,149 |
Sep11 |
110224 |
640.00 |
643.50 |
627.25 |
630.00 |
-10.25 |
10,871 |
65,797 |
+1,212 |
Dec11 |
110224 |
591.25 |
595.50 |
581.25 |
583.00 |
-8.75 |
53,055 |
349,491 |
-2,100 |
Mar12 |
110224 |
598.75 |
605.00 |
590.50 |
591.50 |
-9.00 |
5,538 |
43,035 |
+689 |
Total Volume and Open Interest |
589,973 |
1,667,098 |
-45,843 |
Wheat(CBOT) |
Mar11 |
110224 |
764.00 |
769.50 |
741.00 |
747.25 |
-15.75 |
62,224 |
30,565 |
-14,645 |
May11 |
110224 |
799.75 |
804.50 |
776.50 |
782.50 |
-15.75 |
101,578 |
195,197 |
+5,137 |
Jul11 |
110224 |
832.00 |
837.25 |
809.00 |
814.25 |
-17.00 |
23,375 |
128,660 |
-575 |
Sep11 |
110224 |
866.75 |
866.75 |
841.50 |
845.25 |
-17.00 |
8,213 |
37,390 |
+154 |
Dec11 |
110224 |
884.25 |
886.50 |
860.00 |
864.00 |
-16.00 |
11,604 |
90,951 |
+121 |
Total Volume and Open Interest |
208,407 |
508,791 |
-9,628 |
Wheat(KCBT) |
Mar11 |
110224 |
879.00 |
882.50 |
859.00 |
861.50 |
-17.25 |
27,183 |
17,568 |
-8,803 |
May11 |
110224 |
891.00 |
894.50 |
870.25 |
872.75 |
-17.50 |
20,365 |
85,256 |
+4,668 |
Jul11 |
110224 |
899.50 |
904.75 |
880.00 |
882.25 |
-18.00 |
9,997 |
65,221 |
+1,359 |
Sep11 |
110224 |
918.75 |
918.75 |
895.75 |
897.00 |
-17.75 |
2,117 |
18,025 |
+297 |
Dec11 |
110224 |
932.75 |
933.00 |
912.00 |
912.25 |
-18.00 |
1,566 |
18,104 |
+104 |
Total Volume and Open Interest |
61,328 |
208,251 |
-2,336 |
Wheat(MGE) |
Mar11 |
110224 |
908.25 |
912.00 |
888.75 |
893.75 |
-13.00 |
7,834 |
4,941 |
-1,740 |
May11 |
110224 |
920.00 |
924.25 |
901.25 |
905.75 |
-13.75 |
6,920 |
21,202 |
+605 |
Jul11 |
110224 |
930.25 |
932.00 |
909.75 |
913.75 |
-13.75 |
4,892 |
14,225 |
+1,950 |
Sep11 |
110224 |
932.25 |
932.25 |
912.50 |
915.75 |
-13.75 |
1,575 |
13,678 |
+80 |
Dec11 |
110224 |
941.00 |
942.00 |
922.00 |
923.25 |
-13.75 |
894 |
10,782 |
+34 |
Total Volume and Open Interest |
22,203 |
67,110 |
+956 |
Oats(CBOT) |
Mar11 |
110224 |
377.00 |
378.00 |
355.25 |
360.25 |
-15.00 |
1,338 |
1,592 |
-1,011 |
May11 |
110224 |
388.50 |
388.50 |
365.25 |
370.00 |
-15.00 |
2,314 |
8,956 |
+217 |
Jul11 |
110224 |
394.00 |
394.00 |
372.00 |
377.00 |
-14.50 |
328 |
1,415 |
+120 |
Sep11 |
110224 |
373.25 |
384.00 |
370.00 |
377.00 |
-7.00 |
40 |
278 |
-13 |
Total Volume and Open Interest |
4,409 |
14,353 |
-404 |
Rough Rice(CBOT) |
Mar11 |
110224 |
13.52 |
13.77 |
13.10 |
13.48 |
-0.02 |
4,321 |
2,645 |
-2,786 |
May11 |
110224 |
13.88 |
14.10 |
13.43 |
13.81 |
-0.02 |
5,727 |
14,690 |
+1,619 |
Jul11 |
110224 |
14.34 |
14.38 |
13.73 |
14.11 |
-0.02 |
797 |
4,281 |
+71 |
Sep11 |
110224 |
14.38 |
14.60 |
13.99 |
14.41 |
+0.06 |
308 |
2,198 |
+56 |
Total Volume and Open Interest |
11,316 |
24,458 |
-1,037 |
Live Cattle(CME) |
Feb11 |
110224 |
110.535 |
111.650 |
109.900 |
111.100 |
+0.770 |
2,177 |
3,787 |
-1,297 |
Apr11 |
110224 |
113.980 |
114.300 |
113.150 |
113.650 |
-0.330 |
21,699 |
165,372 |
-3,085 |
Jun11 |
110224 |
115.135 |
115.500 |
114.580 |
115.035 |
-0.250 |
8,614 |
95,034 |
+545 |
Aug11 |
110224 |
116.250 |
117.000 |
115.885 |
116.700 |
+0.250 |
4,466 |
38,370 |
+990 |
Oct11 |
110224 |
119.330 |
119.785 |
118.980 |
119.500 |
-0.100 |
5,255 |
26,741 |
+1,316 |
Dec11 |
110224 |
119.330 |
119.650 |
118.950 |
119.250 |
-0.330 |
1,408 |
21,485 |
+213 |
Total Volume and Open Interest |
44,096 |
357,989 |
-1,091 |
Feeder Cattle(CME) |
Mar11 |
110224 |
129.100 |
129.750 |
128.535 |
129.400 |
+0.550 |
2,524 |
13,826 |
-695 |
Apr11 |
110224 |
130.785 |
131.300 |
130.075 |
130.985 |
+0.435 |
1,653 |
9,613 |
+44 |
May11 |
110224 |
131.350 |
132.100 |
130.800 |
131.900 |
+0.650 |
841 |
11,459 |
+52 |
Aug11 |
110224 |
131.800 |
132.600 |
131.350 |
132.400 |
+0.500 |
972 |
12,166 |
+35 |
Sep11 |
110224 |
131.200 |
131.800 |
131.050 |
131.735 |
+0.435 |
122 |
1,992 |
+38 |
Oct11 |
110224 |
130.700 |
131.435 |
130.500 |
131.350 |
+0.550 |
80 |
1,037 |
+25 |
Nov11 |
110224 |
130.575 |
131.050 |
130.500 |
131.050 |
+0.450 |
31 |
567 |
+18 |
Total Volume and Open Interest |
6,226 |
50,696 |
-480 |
Lean Hogs(CME) |
Apr11 |
110224 |
91.150 |
91.885 |
89.330 |
89.500 |
-1.480 |
19,603 |
94,791 |
-4,032 |
May11 |
110224 |
99.300 |
99.800 |
97.830 |
98.100 |
-0.980 |
77 |
3,027 |
+13 |
Jun11 |
110224 |
101.750 |
102.580 |
100.100 |
100.535 |
-1.165 |
5,801 |
68,386 |
+1,148 |
Jul11 |
110224 |
100.500 |
101.500 |
99.480 |
100.050 |
-0.450 |
1,784 |
24,233 |
+256 |
Aug11 |
110224 |
99.200 |
100.080 |
98.100 |
98.850 |
-0.250 |
2,896 |
20,083 |
+53 |
Oct11 |
110224 |
87.980 |
88.800 |
87.000 |
87.830 |
-0.220 |
1,415 |
18,787 |
+247 |
Dec11 |
110224 |
83.285 |
84.100 |
82.500 |
83.150 |
-0.135 |
726 |
9,354 |
+140 |
Feb12 |
110224 |
83.580 |
84.300 |
82.800 |
83.500 |
+0.300 |
138 |
2,467 |
+0 |
Total Volume and Open Interest |
32,534 |
242,867 |
-2,132 |
Class III Milk(CME) |
Feb11 |
110224 |
16.99 |
17.04 |
16.95 |
17.00 |
-0.04 |
105 |
4,934 |
+45 |
Mar11 |
110224 |
18.72 |
18.84 |
18.48 |
18.73 |
-0.02 |
575 |
6,425 |
+64 |
Apr11 |
110224 |
17.70 |
17.79 |
17.09 |
17.15 |
-0.46 |
749 |
5,856 |
+29 |
May11 |
110224 |
17.56 |
17.56 |
16.90 |
16.91 |
-0.58 |
366 |
4,669 |
-8 |
Jun11 |
110224 |
16.96 |
17.06 |
16.55 |
16.62 |
-0.44 |
372 |
3,648 |
-35 |
Total Volume and Open Interest |
3,279 |
40,018 |
+180 |
Cocoa(ICE) |
Mar11 |
110224 |
3712 |
3715 |
3684 |
3684 |
+23 |
11 |
127 |
-1 |
May11 |
110224 |
3641 |
3645 |
3562 |
3625 |
-6 |
8,335 |
71,517 |
-122 |
Jul11 |
110224 |
3576 |
3580 |
3497 |
3560 |
-7 |
1,687 |
23,763 |
+839 |
Sep11 |
110224 |
3467 |
3509 |
3430 |
3491 |
-10 |
405 |
12,088 |
+84 |
Dec11 |
110224 |
3443 |
3452 |
3385 |
3432 |
-5 |
554 |
16,876 |
+129 |
Mar12 |
110224 |
3475 |
3481 |
3416 |
3465 |
-2 |
91 |
22,950 |
-17 |
May12 |
110224 |
3451 |
3469 |
3450 |
3469 |
-1 |
7 |
4,749 |
-3 |
Total Volume and Open Interest |
11,211 |
155,598 |
+942 |
Coffee "C"(ICE) |
Mar11 |
110224 |
269.00 |
269.00 |
262.00 |
264.20 |
-4.55 |
366 |
1,140 |
-302 |
May11 |
110224 |
269.60 |
270.50 |
262.10 |
264.65 |
-4.80 |
13,126 |
80,589 |
-933 |
Jul11 |
110224 |
272.35 |
272.35 |
264.30 |
266.60 |
-4.80 |
1,750 |
19,594 |
-98 |
Sep11 |
110224 |
272.00 |
272.80 |
265.55 |
267.95 |
-4.45 |
660 |
8,118 |
+68 |
Dec11 |
110224 |
269.70 |
270.75 |
264.20 |
266.75 |
-4.00 |
346 |
12,796 |
-27 |
Mar12 |
110224 |
262.50 |
264.70 |
262.50 |
264.00 |
-3.75 |
114 |
1,792 |
-50 |
Total Volume and Open Interest |
16,529 |
125,045 |
-1,283 |
Orange Juice(ICE) |
Mar11 |
110224 |
177.85 |
185.00 |
177.65 |
183.55 |
+4.25 |
948 |
4,317 |
-606 |
May11 |
110224 |
175.00 |
182.00 |
174.65 |
180.55 |
+5.70 |
1,556 |
22,348 |
+364 |
Jul11 |
110224 |
171.50 |
177.25 |
171.40 |
175.90 |
+5.65 |
207 |
2,967 |
+87 |
Sep11 |
110224 |
170.05 |
172.60 |
169.75 |
172.60 |
+5.05 |
1 |
653 |
+0 |
Nov11 |
110224 |
163.00 |
167.45 |
163.00 |
167.45 |
+5.00 |
6 |
687 |
-5 |
Jan12 |
110224 |
165.25 |
165.25 |
165.25 |
165.25 |
+4.85 |
0 |
15 |
+0 |
Total Volume and Open Interest |
2,718 |
31,009 |
-160 |
Sugar #11(ICE) |
Mar11 |
110224 |
30.07 |
30.60 |
29.60 |
30.22 |
+0.28 |
51,524 |
44,272 |
-15,108 |
May11 |
110224 |
27.36 |
27.97 |
26.90 |
27.83 |
+0.47 |
68,606 |
227,524 |
+8,849 |
Jul11 |
110224 |
25.34 |
25.82 |
25.01 |
25.72 |
+0.38 |
21,074 |
174,696 |
+36 |
Oct11 |
110224 |
24.07 |
24.40 |
23.66 |
24.30 |
+0.43 |
10,172 |
76,402 |
+115 |
Mar12 |
110224 |
23.35 |
23.65 |
23.01 |
23.59 |
+0.44 |
4,621 |
53,994 |
+269 |
Total Volume and Open Interest |
157,725 |
632,259 |
-5,612 |
London Cocoa(LCE) |
Mar11 |
110224 |
2373 |
2387 |
2340 |
2361 |
-13 |
1,936 |
44,683 |
+247 |
May11 |
110224 |
2357 |
2368 |
2325 |
2350 |
-7 |
5,939 |
44,749 |
+517 |
Jul11 |
110224 |
2277 |
2284 |
2244 |
2274 |
unch |
1,254 |
26,604 |
+7 |
Sep11 |
110224 |
2221 |
2230 |
2205 |
2222 |
+4 |
323 |
22,497 |
-5 |
Dec11 |
110224 |
2185 |
2191 |
2165 |
2185 |
+6 |
689 |
30,476 |
+283 |
Mar12 |
110224 |
2183 |
2185 |
2163 |
2185 |
+6 |
324 |
23,494 |
+43 |
May12 |
110224 |
2168 |
2192 |
2168 |
2192 |
+8 |
9 |
4,663 |
+0 |
Total Volume and Open Interest |
10,679 |
205,360 |
+1,154 |
London Sugar(LCE) |
May11 |
110224 |
695.00 |
713.20 |
689.30 |
705.00 |
+2.40 |
4,069 |
20,774 |
-784 |
Aug11 |
110224 |
670.00 |
683.80 |
665.50 |
681.20 |
+2.50 |
742 |
10,768 |
+324 |
Oct11 |
110224 |
630.00 |
641.00 |
628.30 |
641.00 |
+2.60 |
90 |
3,406 |
+43 |
Dec11 |
110224 |
622.70 |
626.70 |
616.00 |
626.70 |
+3.80 |
19 |
1,160 |
-6 |
Mar12 |
110224 |
610.50 |
617.90 |
610.50 |
616.80 |
+1.80 |
10 |
1,033 |
+10 |
Total Volume and Open Interest |
4,935 |
37,450 |
-413 |
Cotton(ICE) |
Mar11 |
110224 |
185.00 |
185.07 |
179.00 |
181.28 |
-5.28 |
913 |
683 |
-417 |
May11 |
110224 |
185.76 |
186.40 |
177.23 |
177.23 |
-7.00 |
18,371 |
72,766 |
+224 |
Jul11 |
110224 |
177.00 |
177.40 |
168.59 |
168.59 |
-7.00 |
6,941 |
38,232 |
-330 |
Oct11 |
110224 |
143.00 |
143.00 |
139.03 |
141.09 |
-2.75 |
60 |
371 |
+8 |
Dec11 |
110224 |
121.00 |
121.25 |
115.01 |
115.74 |
-5.01 |
6,902 |
58,685 |
+269 |
Mar12 |
110224 |
111.01 |
111.01 |
108.92 |
109.50 |
-4.95 |
420 |
3,767 |
+23 |
Total Volume and Open Interest |
33,891 |
178,450 |
-202 |
Lumber(CME) |
Mar11 |
110224 |
299.0 |
300.3 |
289.1 |
289.1 |
-10.0 |
396 |
2,375 |
-70 |
May11 |
110224 |
318.2 |
319.3 |
307.5 |
307.5 |
-10.0 |
388 |
5,676 |
-18 |
Jul11 |
110224 |
320.0 |
320.0 |
312.5 |
312.5 |
-10.0 |
81 |
1,997 |
+12 |
Sep11 |
110224 |
317.0 |
317.8 |
317.0 |
317.0 |
-10.0 |
8 |
230 |
-4 |
Total Volume and Open Interest |
874 |
10,282 |
-79 |
Crude Oil(NYM) |
Apr11 |
110224 |
98.97 |
103.41 |
95.62 |
97.28 |
-0.82 |
489,667 |
303,774 |
+2,892 |
May11 |
110224 |
100.75 |
104.95 |
97.21 |
98.74 |
-1.08 |
167,464 |
189,119 |
+8,211 |
Jun11 |
110224 |
101.47 |
105.55 |
97.92 |
99.44 |
-1.20 |
143,188 |
136,424 |
-3,109 |
Jul11 |
110224 |
101.81 |
105.33 |
98.51 |
100.05 |
-1.17 |
61,819 |
77,715 |
+789 |
Aug11 |
110224 |
102.49 |
105.49 |
100.20 |
100.44 |
-1.07 |
44,528 |
44,160 |
-5,816 |
Sep11 |
110224 |
101.88 |
106.00 |
99.45 |
100.67 |
-0.99 |
37,625 |
43,643 |
+257 |
Oct11 |
110224 |
102.20 |
105.32 |
99.43 |
100.81 |
-0.98 |
19,291 |
32,782 |
+1,034 |
Nov11 |
110224 |
103.18 |
105.07 |
99.95 |
100.93 |
-0.99 |
20,109 |
35,363 |
+1,049 |
Dec11 |
110224 |
102.50 |
105.00 |
99.52 |
100.99 |
-0.99 |
140,085 |
174,959 |
+1,649 |
Jan12 |
110224 |
102.33 |
104.13 |
100.00 |
100.97 |
-0.99 |
9,563 |
32,442 |
+1,809 |
Feb12 |
110224 |
103.45 |
103.45 |
100.55 |
100.85 |
-0.99 |
3,863 |
13,654 |
+320 |
Mar12 |
110224 |
100.70 |
100.70 |
100.70 |
100.70 |
-0.98 |
5,277 |
20,036 |
+1,130 |
Apr12 |
110224 |
100.44 |
100.44 |
100.44 |
100.44 |
-1.00 |
3,408 |
8,654 |
+321 |
May12 |
110224 |
100.19 |
100.19 |
100.19 |
100.19 |
-1.00 |
2,717 |
9,438 |
+111 |
Jun12 |
110224 |
100.80 |
101.70 |
99.49 |
99.98 |
-1.00 |
10,981 |
57,495 |
+0 |
Jul12 |
110224 |
99.79 |
99.79 |
99.79 |
99.79 |
-1.01 |
408 |
10,801 |
+83 |
Total Volume and Open Interest |
1,278,653 |
1,524,983 |
+19,649 |
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 |
110224 |
98.950 |
103.650 |
95.600 |
97.275 |
-0.825 |
17,266 |
4,532 |
-421 |
May11 |
110224 |
100.500 |
105.175 |
97.200 |
98.750 |
-1.075 |
1,427 |
1,776 |
-5 |
Jun11 |
110224 |
101.750 |
105.300 |
98.200 |
99.450 |
-1.200 |
348 |
221 |
-7 |
Jul11 |
110224 |
103.800 |
103.975 |
100.050 |
100.050 |
-1.175 |
15 |
37 |
+8 |
Aug11 |
110224 |
100.450 |
100.450 |
100.450 |
100.450 |
-1.050 |
6 |
12 |
+0 |
Sep11 |
110224 |
102.975 |
103.125 |
100.675 |
100.675 |
-0.975 |
1 |
12 |
+1 |
Oct11 |
110224 |
102.000 |
102.000 |
100.800 |
100.800 |
-1.000 |
1 |
46 |
-1 |
Nov11 |
110224 |
100.925 |
100.925 |
100.925 |
100.925 |
-1.000 |
0 |
3 |
+0 |
Total Volume and Open Interest |
19,083 |
6,978 |
-416 |
Heating Oil(NYM) |
Mar11 |
110224 |
291.20 |
306.25 |
284.50 |
287.73 |
-2.76 |
29,336 |
19,640 |
-12,594 |
Apr11 |
110224 |
292.86 |
307.67 |
285.83 |
289.32 |
-2.34 |
53,273 |
95,995 |
+3,767 |
May11 |
110224 |
294.63 |
307.31 |
287.43 |
290.81 |
-1.82 |
16,400 |
43,319 |
-356 |
Jun11 |
110224 |
296.57 |
309.28 |
288.83 |
292.31 |
-1.39 |
25,064 |
43,304 |
-976 |
Jul11 |
110224 |
299.38 |
304.42 |
293.00 |
293.97 |
-0.99 |
8,825 |
19,400 |
+130 |
Aug11 |
110224 |
305.62 |
305.62 |
292.05 |
295.60 |
-0.58 |
5,012 |
13,440 |
-354 |
Sep11 |
110224 |
306.64 |
307.03 |
294.14 |
297.28 |
-0.38 |
5,604 |
13,086 |
+27 |
Oct11 |
110224 |
305.41 |
306.47 |
298.91 |
298.91 |
-0.52 |
2,035 |
6,776 |
+247 |
Nov11 |
110224 |
306.40 |
306.40 |
299.77 |
300.67 |
-0.69 |
1,979 |
7,744 |
+224 |
Dec11 |
110224 |
308.63 |
317.83 |
298.72 |
302.33 |
-0.81 |
11,991 |
29,411 |
+854 |
Jan12 |
110224 |
307.82 |
309.74 |
303.84 |
303.84 |
-0.80 |
887 |
6,516 |
-338 |
Feb12 |
110224 |
308.19 |
308.19 |
304.19 |
304.19 |
-0.80 |
44 |
2,236 |
+9 |
Total Volume and Open Interest |
161,078 |
312,706 |
-9,094 |
Gasoline(NYMEX) |
Mar11 |
110224 |
273.95 |
285.60 |
268.78 |
271.67 |
+0.18 |
27,674 |
23,443 |
-8,863 |
Apr11 |
110224 |
289.00 |
303.54 |
284.43 |
287.49 |
+0.72 |
48,928 |
82,969 |
+3,492 |
May11 |
110224 |
290.79 |
304.06 |
285.53 |
288.63 |
+0.56 |
16,887 |
51,674 |
+1,253 |
Jun11 |
110224 |
290.44 |
301.20 |
285.44 |
288.39 |
+0.23 |
18,728 |
32,068 |
-1,872 |
Jul11 |
110224 |
292.96 |
297.33 |
285.50 |
287.62 |
+0.15 |
5,938 |
19,159 |
-92 |
Aug11 |
110224 |
290.72 |
297.30 |
283.11 |
286.41 |
+0.03 |
2,080 |
11,502 |
+138 |
Sep11 |
110224 |
289.64 |
295.15 |
282.20 |
284.31 |
-0.19 |
4,062 |
7,656 |
+348 |
Oct11 |
110224 |
280.00 |
284.75 |
272.32 |
272.32 |
-0.49 |
1,966 |
5,281 |
+147 |
Nov11 |
110224 |
276.01 |
276.05 |
267.14 |
269.62 |
-0.46 |
1,832 |
3,700 |
+533 |
Dec11 |
110224 |
271.71 |
273.55 |
266.08 |
268.15 |
-0.24 |
3,872 |
24,556 |
+753 |
Total Volume and Open Interest |
134,662 |
278,064 |
-3,814 |
e-miNY RBOB Gasoline(NYM) |
Mar11 |
110224 |
271.70 |
271.70 |
271.67 |
271.70 |
+0.20 |
0 |
5 |
+0 |
Apr11 |
110224 |
287.50 |
287.50 |
287.49 |
287.50 |
+0.70 |
0 |
2 |
+0 |
May11 |
110224 |
288.60 |
288.63 |
288.60 |
288.60 |
+0.50 |
0 |
1 |
+0 |
Jun11 |
110224 |
288.40 |
288.40 |
288.39 |
288.40 |
+0.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
12 |
+0 |
Natural Gas(NYM) |
Mar11 |
110224 |
3.898 |
3.906 |
3.775 |
3.793 |
-0.107 |
72,773 |
10,658 |
-14,884 |
Apr11 |
110224 |
3.945 |
3.954 |
3.822 |
3.872 |
-0.064 |
82,337 |
217,652 |
-1,814 |
May11 |
110224 |
4.003 |
4.025 |
3.894 |
3.940 |
-0.065 |
22,089 |
219,335 |
+1,450 |
Jun11 |
110224 |
4.066 |
4.082 |
3.960 |
4.007 |
-0.061 |
9,210 |
69,360 |
+1,138 |
Jul11 |
110224 |
4.124 |
4.137 |
4.023 |
4.070 |
-0.056 |
6,512 |
56,923 |
+94 |
Aug11 |
110224 |
4.158 |
4.170 |
4.053 |
4.103 |
-0.055 |
3,047 |
24,635 |
+100 |
Sep11 |
110224 |
4.132 |
4.191 |
4.067 |
4.117 |
-0.055 |
3,763 |
24,802 |
+304 |
Oct11 |
110224 |
4.181 |
4.235 |
4.120 |
4.166 |
-0.053 |
18,922 |
74,711 |
+292 |
Nov11 |
110224 |
4.351 |
4.365 |
4.311 |
4.354 |
-0.054 |
2,940 |
25,976 |
+169 |
Dec11 |
110224 |
4.688 |
4.688 |
4.565 |
4.606 |
-0.048 |
2,245 |
24,307 |
+34 |
Jan12 |
110224 |
4.747 |
4.754 |
4.706 |
4.744 |
-0.043 |
14,451 |
55,749 |
+1,129 |
Feb12 |
110224 |
4.739 |
4.743 |
4.688 |
4.733 |
-0.042 |
579 |
13,152 |
+17 |
Mar12 |
110224 |
4.676 |
4.689 |
4.638 |
4.676 |
-0.040 |
2,371 |
26,005 |
+468 |
Apr12 |
110224 |
4.554 |
4.557 |
4.506 |
4.544 |
-0.035 |
2,236 |
23,977 |
-66 |
May12 |
110224 |
4.595 |
4.595 |
4.546 |
4.574 |
-0.035 |
65 |
5,745 |
+18 |
Jun12 |
110224 |
4.630 |
4.642 |
4.590 |
4.608 |
-0.034 |
69 |
4,498 |
+17 |
Total Volume and Open Interest |
244,221 |
948,802 |
-11,406 |
Brent Crude Oil(ICE) |
Apr11 |
110224 |
111.98 |
119.79 |
109.60 |
111.36 |
+0.11 |
258,624 |
189,480 |
-1,202 |
May11 |
110224 |
111.50 |
118.40 |
109.45 |
111.11 |
+0.20 |
177,170 |
144,600 |
+6,139 |
Jun11 |
110224 |
111.43 |
117.55 |
109.38 |
110.92 |
+0.18 |
140,341 |
121,397 |
-11,555 |
Jul11 |
110224 |
111.31 |
116.16 |
109.21 |
110.71 |
+0.18 |
35,992 |
35,021 |
-3,352 |
Aug11 |
110224 |
110.93 |
115.30 |
109.22 |
110.49 |
+0.21 |
18,454 |
25,087 |
+219 |
Sep11 |
110224 |
110.52 |
115.50 |
108.82 |
110.29 |
+0.25 |
14,767 |
31,203 |
+81 |
Oct11 |
110224 |
110.54 |
114.32 |
108.68 |
110.15 |
+0.30 |
9,087 |
17,521 |
-227 |
Nov11 |
110224 |
110.30 |
113.93 |
108.53 |
110.00 |
+0.34 |
8,677 |
14,863 |
-352 |
Dec11 |
110224 |
110.01 |
114.43 |
108.40 |
109.88 |
+0.40 |
77,133 |
100,534 |
-7,809 |
Jan12 |
110224 |
109.40 |
109.71 |
109.40 |
109.71 |
+0.42 |
5,495 |
14,934 |
-94 |
Feb12 |
110224 |
109.51 |
109.51 |
109.51 |
109.51 |
+0.44 |
3,269 |
8,988 |
+30 |
Mar12 |
110224 |
112.60 |
112.60 |
109.30 |
109.30 |
+0.47 |
4,896 |
16,774 |
+279 |
Apr12 |
110224 |
109.02 |
109.02 |
109.02 |
109.02 |
+0.51 |
1,700 |
3,685 |
+62 |
May12 |
110224 |
108.74 |
108.74 |
108.74 |
108.74 |
+0.57 |
1,399 |
3,962 |
+322 |
Total Volume and Open Interest |
791,947 |
856,789 |
-15,205 |
Gas Oil(ICE) |
Mar11 |
110224 |
923.50 |
975.00 |
900.75 |
925.00 |
+14.50 |
80,835 |
147,090 |
-8,556 |
Apr11 |
110224 |
928.00 |
977.00 |
903.50 |
928.25 |
+15.50 |
115,775 |
164,910 |
+1,464 |
May11 |
110224 |
928.25 |
975.50 |
908.75 |
931.25 |
+16.00 |
41,215 |
80,776 |
+6,592 |
Jun11 |
110224 |
933.25 |
975.25 |
911.00 |
934.00 |
+16.00 |
43,335 |
69,303 |
-5,602 |
Jul11 |
110224 |
934.00 |
975.50 |
917.00 |
937.25 |
+15.75 |
10,735 |
25,039 |
+437 |
Aug11 |
110224 |
941.75 |
977.75 |
918.50 |
940.25 |
+15.75 |
6,951 |
24,549 |
+124 |
Sep11 |
110224 |
940.00 |
979.75 |
921.25 |
943.00 |
+15.50 |
8,067 |
22,242 |
+643 |
Oct11 |
110224 |
941.75 |
980.50 |
930.50 |
944.50 |
+15.50 |
6,278 |
20,414 |
+410 |
Nov11 |
110224 |
942.25 |
966.00 |
926.50 |
944.75 |
+15.50 |
4,055 |
16,463 |
+624 |
Dec11 |
110224 |
943.00 |
980.50 |
924.00 |
945.50 |
+15.50 |
26,934 |
53,879 |
-2,189 |
Total Volume and Open Interest |
355,550 |
716,870 |
-4,914 |
Ethanol(CBOT) |
Feb11 |
110203 |
2.340 |
2.345 |
2.340 |
2.340 |
+0.005 |
15 |
114 |
-120 |
Mar11 |
110224 |
2.451 |
2.488 |
2.450 |
2.486 |
+0.015 |
179 |
496 |
-14 |
Apr11 |
110224 |
2.467 |
2.496 |
2.467 |
2.496 |
+0.009 |
173 |
1,200 |
+55 |
May11 |
110224 |
2.495 |
2.506 |
2.490 |
2.505 |
+0.005 |
43 |
552 |
-3 |
Jun11 |
110224 |
2.497 |
2.518 |
2.495 |
2.515 |
+0.005 |
66 |
963 |
+5 |
Jul11 |
110224 |
2.502 |
2.520 |
2.500 |
2.520 |
+0.008 |
118 |
1,101 |
+29 |
Aug11 |
110224 |
2.472 |
2.511 |
2.472 |
2.508 |
+0.013 |
200 |
930 |
-9 |
Sep11 |
110224 |
2.375 |
2.416 |
2.375 |
2.412 |
+0.008 |
23 |
660 |
-5 |
Total Volume and Open Interest |
911 |
7,814 |
+12 |
WTI Crude Oil(ICE |
Apr11 |
110224 |
99.08 |
103.40 |
95.68 |
97.28 |
-0.82 |
109,137 |
98,635 |
+2,064 |
May11 |
110224 |
100.92 |
104.97 |
97.16 |
98.74 |
-1.08 |
62,066 |
73,030 |
-163 |
Jun11 |
110224 |
101.61 |
105.47 |
98.14 |
99.44 |
-1.20 |
47,603 |
81,118 |
-377 |
Jul11 |
110224 |
102.46 |
104.54 |
98.55 |
100.05 |
-1.17 |
18,394 |
26,937 |
+1,269 |
Aug11 |
110224 |
104.48 |
104.90 |
99.44 |
100.44 |
-1.07 |
14,442 |
15,382 |
-2,540 |
Sep11 |
110224 |
102.26 |
104.78 |
99.66 |
100.67 |
-0.99 |
12,688 |
25,497 |
+35 |
Oct11 |
110224 |
104.33 |
104.36 |
99.82 |
100.81 |
-0.98 |
6,694 |
18,093 |
-1,027 |
Nov11 |
110224 |
104.20 |
104.28 |
99.95 |
100.93 |
-0.99 |
7,184 |
13,220 |
+23 |
Dec11 |
110224 |
102.45 |
104.58 |
100.04 |
100.99 |
-0.99 |
46,923 |
90,510 |
-622 |
Jan12 |
110224 |
102.96 |
103.50 |
100.97 |
100.97 |
-0.99 |
1,766 |
9,636 |
-344 |
Feb12 |
110224 |
100.85 |
100.85 |
100.85 |
100.85 |
-0.99 |
195 |
1,995 |
+33 |
Mar12 |
110224 |
100.70 |
100.70 |
100.70 |
100.70 |
-0.98 |
170 |
4,243 |
+37 |
Apr12 |
110224 |
100.44 |
100.44 |
100.44 |
100.44 |
-1.00 |
413 |
2,681 |
+257 |
May12 |
110224 |
100.19 |
100.19 |
100.19 |
100.19 |
-1.00 |
140 |
1,009 |
+0 |
Jun12 |
110224 |
100.63 |
101.47 |
99.98 |
99.98 |
-1.00 |
1,765 |
26,340 |
+76 |
Jul12 |
110224 |
99.79 |
99.79 |
99.79 |
99.79 |
-1.01 |
23 |
555 |
+0 |
Total Volume and Open Interest |
350,434 |
573,144 |
+1,889 |
US Dollar Index(ICE) |
Mar11 |
110224 |
77.280 |
77.520 |
77.030 |
77.095 |
-0.350 |
24,250 |
41,935 |
+3,002 |
Jun11 |
110224 |
77.555 |
77.790 |
77.360 |
77.415 |
-0.340 |
260 |
1,399 |
+8 |
Sep11 |
110224 |
77.775 |
77.775 |
77.775 |
77.775 |
-0.340 |
0 |
10 |
+0 |
Total Volume and Open Interest |
24,510 |
43,345 |
+3,010 |
Australian Dollar(CME) |
Mar11 |
110224 |
100.12 |
101.04 |
99.81 |
100.77 |
+0.87 |
105,058 |
121,742 |
-1,870 |
Jun11 |
110224 |
98.90 |
99.88 |
98.71 |
99.63 |
+0.86 |
340 |
1,770 |
+103 |
Sep11 |
110224 |
98.39 |
98.39 |
97.55 |
98.39 |
+0.84 |
0 |
14 |
+0 |
Total Volume and Open Interest |
105,398 |
123,574 |
-1,767 |
British Pound(CME) |
Mar11 |
110224 |
162.10 |
162.53 |
160.82 |
161.38 |
-0.61 |
119,004 |
124,583 |
+1,939 |
Jun11 |
110224 |
161.94 |
162.28 |
160.69 |
161.20 |
-0.60 |
532 |
1,378 |
+299 |
Sep11 |
110224 |
160.75 |
161.47 |
160.75 |
160.89 |
-0.58 |
6 |
15 |
-3 |
Total Volume and Open Interest |
119,542 |
126,009 |
+2,235 |
Canadian Dollar(CME) |
Mar11 |
110224 |
101.05 |
101.96 |
100.94 |
101.64 |
+0.68 |
106,923 |
126,848 |
-6,121 |
Jun11 |
110224 |
100.88 |
101.71 |
100.75 |
101.43 |
+0.68 |
2,155 |
5,541 |
+924 |
Sep11 |
110224 |
101.17 |
101.30 |
100.48 |
101.16 |
+0.68 |
26 |
1,146 |
+10 |
Dec11 |
110224 |
101.00 |
101.00 |
100.18 |
100.86 |
+0.68 |
15 |
1,788 |
-8 |
Total Volume and Open Interest |
109,171 |
135,447 |
-5,163 |
Japanese Yen(CME) |
Mar11 |
110224 |
121.32 |
122.53 |
121.22 |
122.33 |
+1.11 |
146,603 |
115,858 |
-5,962 |
Jun11 |
110224 |
121.41 |
122.60 |
121.31 |
122.42 |
+1.11 |
985 |
2,509 |
+372 |
Sep11 |
110224 |
121.65 |
122.57 |
121.46 |
122.57 |
+1.11 |
0 |
33 |
+0 |
Total Volume and Open Interest |
147,590 |
118,428 |
-5,588 |
Swiss Franc(CME) |
Mar11 |
110224 |
107.17 |
108.33 |
107.17 |
108.17 |
+1.00 |
49,876 |
47,487 |
+3,903 |
Jun11 |
110224 |
107.40 |
108.36 |
107.26 |
108.26 |
+1.00 |
258 |
370 |
+40 |
Sep11 |
110224 |
108.00 |
108.38 |
107.38 |
108.38 |
+1.00 |
2 |
7 |
+1 |
Total Volume and Open Interest |
50,136 |
47,875 |
+3,944 |
EuroFX(CME) |
Mar11 |
110224 |
137.47 |
138.19 |
137.01 |
138.05 |
+0.64 |
311,028 |
202,673 |
-354 |
Jun11 |
110224 |
137.29 |
138.00 |
136.83 |
137.87 |
+0.65 |
2,120 |
7,174 |
+393 |
Sep11 |
110224 |
137.57 |
137.57 |
136.93 |
137.57 |
+0.64 |
5 |
86 |
+1 |
Total Volume and Open Interest |
313,154 |
210,294 |
+40 |
Mexican Peso(CME) |
Mar11 |
110224 |
819.5 |
823.2 |
815.5 |
822.2 |
+3.0 |
69,705 |
139,619 |
-8,032 |
Apr11 |
110224 |
821.8 |
821.8 |
818.5 |
821.8 |
+3.2 |
|
|
|
Total Volume and Open Interest |
70,117 |
141,962 |
-7,893 |
30-Year T-Bonds(CBOT) |
Mar11 |
110224 |
120~280 |
121~280 |
120~260 |
121~170 |
+0~230 |
599,300 |
408,465 |
-122,313 |
Jun11 |
110224 |
119~100 |
120~110 |
119~080 |
119~310 |
+0~230 |
243,015 |
254,140 |
+127,202 |
Sep11 |
110224 |
118~110 |
118~110 |
117~200 |
118~110 |
+0~230 |
0 |
1 |
+0 |
Total Volume and Open Interest |
842,315 |
662,606 |
+4,889 |
10-Year T-Notes(CBOT) |
Mar11 |
110224 |
119~255 |
120~115 |
119~250 |
120~015 |
+0~075 |
1,710,560 |
956,347 |
-355,655 |
Jun11 |
110224 |
118~155 |
119~015 |
118~155 |
118~250 |
+0~090 |
612,276 |
607,312 |
+328,616 |
Sep11 |
110224 |
117~180 |
117~180 |
117~090 |
117~180 |
+0~090 |
12 |
1 |
+0 |
Total Volume and Open Interest |
2,322,848 |
1,563,664 |
-27,039 |
5-Year T-Notes(CBOT) |
Mar11 |
110224 |
117~060 |
117~106 |
117~058 |
117~077 |
+0~015 |
1,102,347 |
729,950 |
-259,587 |
Jun11 |
110224 |
116~066 |
116~110 |
116~063 |
116~089 |
+0~023 |
419,588 |
554,453 |
+217,362 |
Sep11 |
110224 |
115~113 |
115~113 |
115~090 |
115~113 |
+0~023 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,521,935 |
1,284,405 |
-42,225 |
2 Year T-Notes(CBOT) |
Mar11 |
110224 |
109~045 |
109~056 |
109~043 |
109~051 |
+0~005 |
681,855 |
616,249 |
-227,921 |
Jun11 |
110224 |
108~124 |
109~008 |
108~124 |
109~004 |
+0~007 |
439,847 |
369,822 |
+226,578 |
Sep11 |
110224 |
108~098 |
108~098 |
108~091 |
108~098 |
+0~007 |
|
|
|
Total Volume and Open Interest |
1,121,702 |
986,071 |
-1,343 |
Eurodollars(CME) |
Mar11 |
110224 |
99.675 |
99.683 |
99.673 |
99.680 |
+0.005 |
144,767 |
1,004,132 |
-2,900 |
Jun11 |
110224 |
99.610 |
99.620 |
99.605 |
99.620 |
+0.010 |
243,462 |
1,203,113 |
+10,823 |
Sep11 |
110224 |
99.520 |
99.540 |
99.515 |
99.530 |
+0.010 |
277,581 |
1,326,778 |
+33,237 |
Dec11 |
110224 |
99.340 |
99.375 |
99.340 |
99.365 |
+0.020 |
343,106 |
1,285,647 |
+19,897 |
Mar12 |
110224 |
99.050 |
99.100 |
99.050 |
99.085 |
+0.030 |
293,159 |
1,033,320 |
+8,539 |
Jun12 |
110224 |
98.680 |
98.745 |
98.680 |
98.715 |
+0.030 |
290,377 |
719,935 |
+8,563 |
Sep12 |
110224 |
98.310 |
98.385 |
98.310 |
98.340 |
+0.025 |
224,896 |
555,754 |
+5,149 |
Dec12 |
110224 |
97.980 |
98.060 |
97.975 |
98.005 |
+0.020 |
210,576 |
428,338 |
-5,911 |
Mar13 |
110224 |
97.690 |
97.775 |
97.685 |
97.715 |
+0.015 |
155,731 |
281,152 |
+11,164 |
Jun13 |
110224 |
97.410 |
97.505 |
97.410 |
97.450 |
+0.020 |
96,418 |
209,510 |
-2,213 |
Sep13 |
110224 |
97.155 |
97.255 |
97.155 |
97.200 |
+0.025 |
85,236 |
208,839 |
+3,427 |
Dec13 |
110224 |
96.910 |
97.010 |
96.905 |
96.955 |
+0.025 |
66,053 |
180,690 |
+3,085 |
Mar14 |
110224 |
96.700 |
96.790 |
96.700 |
96.730 |
+0.025 |
27,563 |
126,662 |
+1,498 |
Jun14 |
110224 |
96.460 |
96.570 |
96.460 |
96.510 |
+0.030 |
19,906 |
99,712 |
+298 |
Sep14 |
110224 |
96.250 |
96.360 |
96.250 |
96.300 |
+0.035 |
16,642 |
62,276 |
-542 |
Dec14 |
110224 |
96.030 |
96.145 |
96.030 |
96.085 |
+0.040 |
17,410 |
76,203 |
+556 |
Mar15 |
110224 |
95.875 |
95.960 |
95.865 |
95.905 |
+0.045 |
11,173 |
55,325 |
+979 |
Jun15 |
110224 |
3.950 |
4.035 |
3.940 |
3.985 |
+0.050 |
16,694 |
35,675 |
-941 |
Total Volume and Open Interest |
2,568,319 |
9,064,558 |
+94,193 |
30 Day Federal Funds(CBOT) |
Feb11 |
110224 |
99.842 |
99.845 |
99.840 |
99.842 |
+0.003 |
13,284 |
82,307 |
+334 |
Mar11 |
110224 |
99.845 |
99.855 |
99.845 |
99.850 |
unch |
4,071 |
61,588 |
+826 |
Apr11 |
110224 |
99.860 |
99.865 |
99.860 |
99.860 |
unch |
1,719 |
56,554 |
-94 |
May11 |
110224 |
99.860 |
99.865 |
99.855 |
99.855 |
unch |
2,610 |
64,343 |
+1,564 |
Jun11 |
110224 |
99.855 |
99.860 |
99.855 |
99.855 |
unch |
3,339 |
47,562 |
+428 |
Jul11 |
110224 |
99.835 |
99.845 |
99.835 |
99.840 |
unch |
4,101 |
52,409 |
-2,027 |
Total Volume and Open Interest |
72,702 |
612,668 |
+672 |
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 |
110224 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
700 |
4,371 |
-100 |
Jun11 |
110224 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
0 |
150 |
+0 |
Sep11 |
110224 |
99.643 |
99.643 |
99.643 |
99.643 |
unch |
|
|
|
Dec11 |
110224 |
99.628 |
99.628 |
99.628 |
99.628 |
unch |
0 |
75 |
+0 |
Mar12 |
110224 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Jun12 |
110224 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Sep12 |
110224 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
Dec12 |
110224 |
99.510 |
99.510 |
99.510 |
99.510 |
unch |
|
|
|
Mar13 |
110224 |
99.510 |
99.510 |
99.510 |
99.510 |
unch |
|
|
|
Jun13 |
110224 |
99.465 |
99.465 |
99.465 |
99.465 |
unch |
|
|
|
Total Volume and Open Interest |
700 |
4,596 |
-100 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110224 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
6,006 |
+700 |
Jun11 |
110224 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
100 |
1,072 |
+16 |
Sep11 |
110224 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
175 |
766 |
+0 |
Dec11 |
110224 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
75 |
2,086 |
-200 |
Mar12 |
110224 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
405 |
+0 |
Jun12 |
110224 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
754 |
+0 |
Sep12 |
110224 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
310 |
+0 |
Dec12 |
110224 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
350 |
11,404 |
+516 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110224 |
139.66 |
139.96 |
139.60 |
139.96 |
+0.28 |
2,372 |
15,388 |
-670 |
Jun11 |
110224 |
138.87 |
139.11 |
138.67 |
139.11 |
+0.27 |
23 |
95 |
+20 |
Sep11 |
110224 |
136.68 |
136.68 |
136.68 |
136.68 |
+0.27 |
|
|
|
Total Volume and Open Interest |
2,395 |
15,483 |
-650 |
Euro-Bund(EUREX) |
Mar11 |
110224 |
124.28 |
124.60 |
124.16 |
124.41 |
+0.13 |
782,826 |
1,334,766 |
+6,635 |
Jun11 |
110224 |
122.84 |
123.13 |
122.77 |
122.98 |
+0.13 |
15,499 |
66,201 |
-889 |
Sep11 |
110224 |
122.61 |
122.61 |
122.61 |
122.61 |
+0.13 |
135 |
0 |
-135 |
Total Volume and Open Interest |
798,460 |
1,400,967 |
+5,611 |
Euro-Bobl(EUREX) |
Mar11 |
110224 |
117.27 |
117.50 |
117.20 |
117.31 |
+0.05 |
559,220 |
931,503 |
-53,825 |
Jun11 |
110224 |
115.80 |
116.01 |
115.78 |
115.85 |
+0.05 |
11,708 |
80,369 |
+8,663 |
Sep11 |
110224 |
115.31 |
115.31 |
115.31 |
115.31 |
+0.05 |
|
|
|
Total Volume and Open Interest |
570,928 |
1,011,872 |
-45,162 |
3-Mth Euribor(EUREX) |
Mar11 |
110224 |
98.840 |
98.840 |
98.840 |
98.840 |
+0.010 |
112 |
6,014 |
+12 |
Jun11 |
110224 |
98.535 |
98.535 |
98.520 |
98.520 |
unch |
108 |
9,579 |
-2 |
Sep11 |
110224 |
98.290 |
98.290 |
98.270 |
98.270 |
+0.015 |
1 |
2,254 |
+7 |
Total Volume and Open Interest |
221 |
26,707 |
+549 |
Long Gilt(LIFFE) |
Mar11 |
110224 |
117~16 |
117~28 |
117~15 |
117~22 |
+0~14 |
309,441 |
106,517 |
-121,229 |
Jun11 |
110224 |
116~10 |
116~19 |
116~06 |
116~12 |
+0~14 |
216,627 |
215,238 |
+130,962 |
Total Volume and Open Interest |
526,068 |
321,755 |
+9,733 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110224 |
99.13 |
99.16 |
99.13 |
99.14 |
+0.01 |
96,073 |
334,776 |
-13,335 |
Jun11 |
110224 |
98.82 |
98.87 |
98.82 |
98.85 |
+0.03 |
87,954 |
354,361 |
+100 |
Sep11 |
110224 |
98.54 |
98.60 |
98.54 |
98.58 |
+0.05 |
88,567 |
344,469 |
+1,083 |
Dec11 |
110224 |
98.26 |
98.32 |
98.25 |
98.30 |
+0.06 |
80,958 |
369,800 |
+4,669 |
Mar12 |
110224 |
97.98 |
98.04 |
97.97 |
98.02 |
+0.07 |
94,761 |
300,100 |
-10,676 |
Jun12 |
110224 |
97.67 |
97.76 |
97.67 |
97.74 |
+0.07 |
69,937 |
181,222 |
-3,271 |
Total Volume and Open Interest |
639,968 |
2,335,727 |
-17,887 |
3-Mth Euribor(LIFFE) |
Mar11 |
110224 |
98.830 |
98.850 |
98.830 |
98.840 |
+0.010 |
90,388 |
599,582 |
-636 |
Jun11 |
110224 |
98.530 |
98.545 |
98.500 |
98.520 |
unch |
208,677 |
646,286 |
+33,252 |
Sep11 |
110224 |
98.270 |
98.295 |
98.255 |
98.270 |
+0.015 |
154,261 |
609,684 |
-3,906 |
Total Volume and Open Interest |
1,105,727 |
3,686,551 |
+46,280 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110224 |
95.06 |
95.06 |
95.03 |
95.04 |
-0.02 |
10,714 |
110,752 |
+1,279 |
Jun11 |
110224 |
94.99 |
94.99 |
94.93 |
94.94 |
-0.05 |
30,008 |
194,717 |
+4,576 |
Sep11 |
110224 |
94.86 |
94.87 |
94.81 |
94.82 |
-0.05 |
29,962 |
129,663 |
+6,249 |
Dec11 |
110224 |
94.75 |
94.75 |
94.68 |
94.69 |
-0.07 |
24,146 |
72,193 |
+4,231 |
Mar12 |
110224 |
94.62 |
94.65 |
94.57 |
94.59 |
-0.05 |
10,777 |
55,596 |
+409 |
Jun12 |
110224 |
94.52 |
94.56 |
94.50 |
94.51 |
-0.05 |
2,267 |
43,496 |
+355 |
Sep12 |
110224 |
94.45 |
94.46 |
94.43 |
94.44 |
-0.05 |
1,039 |
30,624 |
+297 |
Dec12 |
110224 |
94.40 |
94.40 |
94.37 |
94.37 |
-0.04 |
672 |
16,776 |
+483 |
Mar13 |
110224 |
94.36 |
94.36 |
94.32 |
94.33 |
-0.04 |
214 |
3,501 |
+2 |
Jun13 |
110224 |
94.31 |
94.31 |
94.27 |
94.29 |
-0.03 |
51 |
649 |
+45 |
Total Volume and Open Interest |
109,855 |
659,657 |
+17,926 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110224 |
94.43 |
94.45 |
94.40 |
94.42 |
-0.01 |
42,701 |
371,548 |
-2,710 |
Jun11 |
110224 |
94.42 |
94.42 |
94.42 |
94.42 |
-0.01 |
|
|
|
Total Volume and Open Interest |
42,701 |
371,548 |
-2,710 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110224 |
94.86 |
94.87 |
94.80 |
94.82 |
-0.05 |
139,104 |
520,607 |
+5,420 |
Jun11 |
110224 |
94.82 |
94.82 |
94.82 |
94.82 |
-0.05 |
|
|
|
Total Volume and Open Interest |
139,104 |
520,607 |
+5,420 |
Gold(CMX) |
Feb11 |
110224 |
1410.0 |
1415.3 |
1408.3 |
1415.3 |
+1.9 |
318 |
524 |
-107 |
Apr11 |
110224 |
1412.1 |
1418.8 |
1392.2 |
1415.8 |
+1.8 |
153,788 |
331,160 |
+187 |
Jun11 |
110224 |
1414.0 |
1420.0 |
1393.5 |
1417.0 |
+1.5 |
5,549 |
56,651 |
+1,398 |
Aug11 |
110224 |
1415.2 |
1420.5 |
1398.8 |
1418.4 |
+1.5 |
484 |
22,647 |
+220 |
Oct11 |
110224 |
1419.4 |
1420.6 |
1401.5 |
1419.7 |
+1.5 |
164 |
8,060 |
+22 |
Dec11 |
110224 |
1418.7 |
1424.0 |
1399.0 |
1421.1 |
+1.5 |
1,586 |
26,580 |
+365 |
Feb12 |
110224 |
1422.0 |
1422.8 |
1400.0 |
1422.8 |
+1.4 |
131 |
6,923 |
+74 |
Apr12 |
110224 |
1425.1 |
1425.1 |
1425.1 |
1425.1 |
+1.3 |
0 |
5,350 |
+0 |
Jun12 |
110224 |
1427.8 |
1427.8 |
1427.8 |
1427.8 |
+1.1 |
2 |
6,724 |
+0 |
Aug12 |
110224 |
1430.8 |
1430.8 |
1430.8 |
1430.8 |
+0.9 |
0 |
977 |
+0 |
Oct12 |
110224 |
1434.5 |
1434.5 |
1434.5 |
1434.5 |
+0.8 |
0 |
1,341 |
+0 |
Dec12 |
110224 |
1441.3 |
1441.3 |
1418.9 |
1439.0 |
+0.8 |
136 |
12,271 |
+75 |
Total Volume and Open Interest |
163,624 |
504,476 |
+2,357 |
Silver(CMX) |
Mar11 |
110224 |
3351.0 |
3374.0 |
3169.5 |
3316.6 |
-13.2 |
91,189 |
28,275 |
-11,253 |
May11 |
110224 |
3353.5 |
3374.5 |
3170.5 |
3318.0 |
-12.4 |
42,167 |
65,620 |
+7,039 |
Jul11 |
110224 |
3353.0 |
3373.5 |
3175.0 |
3317.0 |
-12.0 |
1,452 |
11,519 |
+393 |
Sep11 |
110224 |
3356.0 |
3356.0 |
3281.5 |
3315.7 |
-11.9 |
233 |
5,118 |
+32 |
Dec11 |
110224 |
3344.0 |
3351.5 |
3174.5 |
3314.1 |
-11.6 |
884 |
14,365 |
-20 |
Mar12 |
110224 |
3306.5 |
3306.5 |
3173.5 |
3305.9 |
-10.8 |
14 |
716 |
+3 |
May12 |
110224 |
3300.4 |
3300.4 |
3300.4 |
3300.4 |
-10.9 |
0 |
220 |
+0 |
Total Volume and Open Interest |
136,854 |
141,512 |
-3,558 |
Platinum(NYMEX) |
Apr11 |
110224 |
1785.3 |
1804.3 |
1770.5 |
1786.8 |
+10.1 |
8,540 |
37,369 |
-1,591 |
Jul11 |
110224 |
1799.9 |
1799.9 |
1773.6 |
1789.6 |
+10.5 |
150 |
2,311 |
+82 |
Oct11 |
110224 |
1780.0 |
1793.4 |
1780.0 |
1791.8 |
+9.5 |
4 |
463 |
+3 |
Jan12 |
110224 |
1794.4 |
1794.4 |
1794.4 |
1794.4 |
+9.5 |
0 |
11 |
+0 |
Total Volume and Open Interest |
8,700 |
40,186 |
-1,514 |
Palladium(NYMEX) |
Mar11 |
110224 |
778.10 |
787.20 |
756.30 |
777.75 |
+3.20 |
9,272 |
6,298 |
-2,493 |
Jun11 |
110224 |
779.20 |
788.60 |
758.00 |
779.70 |
+3.40 |
6,617 |
16,854 |
+2,702 |
Sep11 |
110224 |
775.40 |
780.90 |
773.70 |
780.90 |
+3.50 |
7 |
65 |
+5 |
Total Volume and Open Interest |
15,965 |
23,244 |
+223 |
Copper(CMX) |
Mar11 |
110224 |
430.65 |
434.75 |
422.55 |
432.65 |
+5.10 |
45,578 |
23,894 |
-3,655 |
May11 |
110224 |
432.50 |
436.55 |
424.35 |
434.35 |
+5.20 |
23,288 |
83,943 |
+3,005 |
Jul11 |
110224 |
434.05 |
437.00 |
425.50 |
435.15 |
+5.05 |
1,662 |
25,718 |
+457 |
Sep11 |
110224 |
433.15 |
437.65 |
426.50 |
435.50 |
+5.00 |
336 |
6,845 |
+48 |
Dec11 |
110224 |
429.50 |
436.50 |
426.00 |
435.40 |
+4.80 |
297 |
6,137 |
-27 |
Total Volume and Open Interest |
71,891 |
151,847 |
-46 |
DJIA Index(CBOT) |
Mar11 |
110224 |
12125 |
12125 |
11970 |
12037 |
-57 |
2,457 |
13,828 |
+2,013 |
Jun11 |
110224 |
11974 |
12029 |
11974 |
11974 |
-55 |
0 |
17 |
+0 |
Sep11 |
110224 |
11919 |
11974 |
11919 |
11919 |
-55 |
|
|
|
Dec11 |
110224 |
11864 |
11919 |
11864 |
11864 |
-55 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,457 |
13,846 |
+2,013 |
S & P 500(CME) |
Mar11 |
110224 |
1305.40 |
1310.70 |
1293.00 |
1302.70 |
-2.80 |
19,119 |
323,462 |
+3,772 |
Jun11 |
110224 |
1300.70 |
1304.10 |
1290.00 |
1297.80 |
-2.80 |
95 |
13,795 |
+35 |
Sep11 |
110224 |
1292.80 |
1299.10 |
1286.20 |
1292.80 |
-2.80 |
25 |
3,093 |
+3 |
Dec11 |
110224 |
1287.80 |
1294.10 |
1281.20 |
1287.80 |
-2.80 |
0 |
637 |
+0 |
Total Volume and Open Interest |
19,239 |
340,987 |
+3,810 |
S & P 500 E-Mini(Globex) |
Mar11 |
110224 |
1305.75 |
1310.75 |
1292.50 |
1302.75 |
-2.75 |
3,075,485 |
2,910,101 |
+11,845 |
Jun11 |
110224 |
1297.00 |
1305.75 |
1287.75 |
1297.75 |
-2.75 |
5,670 |
26,992 |
+1,536 |
Total Volume and Open Interest |
3,081,171 |
2,937,376 |
+13,377 |
NASDAQ 100(CME) |
Mar11 |
110224 |
2305.00 |
2320.50 |
2280.80 |
2308.30 |
+4.80 |
914 |
18,960 |
-44 |
Jun11 |
110224 |
2302.00 |
2315.00 |
2295.00 |
2305.80 |
+4.80 |
4 |
1,265 |
+2 |
Sep11 |
110224 |
2307.00 |
2307.00 |
2303.30 |
2303.30 |
+4.80 |
|
|
|
Total Volume and Open Interest |
918 |
20,225 |
-42 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110224 |
2302.80 |
2321.00 |
2280.30 |
2308.30 |
+4.80 |
407,845 |
361,644 |
-25,661 |
Jun11 |
110224 |
2303.50 |
2317.30 |
2278.50 |
2305.80 |
+4.80 |
757 |
2,098 |
+86 |
Total Volume and Open Interest |
408,604 |
363,752 |
-25,573 |
S & P Midcap 400(CME) |
Mar11 |
110224 |
950.00 |
952.00 |
931.00 |
942.80 |
-0.60 |
134 |
2,996 |
+122 |
Jun11 |
110224 |
940.20 |
940.80 |
940.20 |
940.20 |
-0.60 |
|
|
|
Sep11 |
110224 |
938.10 |
938.70 |
938.10 |
938.10 |
-0.60 |
|
|
|
Total Volume and Open Interest |
134 |
2,996 |
+122 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110224 |
10565 |
10565 |
10340 |
10435 |
-125 |
15,596 |
46,893 |
-4,342 |
Jun11 |
110224 |
10530 |
10535 |
10320 |
10410 |
-125 |
101 |
552 |
+74 |
Total Volume and Open Interest |
15,697 |
47,445 |
-4,268 |
Nikkei 225(SGX) |
Mar11 |
110224 |
10575 |
10625 |
10430 |
10470 |
-110 |
154,004 |
269,347 |
-565 |
Jun11 |
110224 |
10540 |
10545 |
10395 |
10395 |
-110 |
142 |
4,856 |
-15 |
Sep11 |
110224 |
10395 |
10395 |
10395 |
10395 |
-110 |
0 |
200 |
-200 |
Total Volume and Open Interest |
154,148 |
283,537 |
-727 |
CAC 40(EURONEXT) |
Mar11 |
110224 |
4014.5 |
4027.0 |
3973.5 |
4012.0 |
-3.0 |
142,981 |
340,828 |
-13,400 |
Apr11 |
110224 |
4010.0 |
4017.0 |
3985.0 |
4014.0 |
-4.0 |
82 |
617 |
+57 |
May11 |
110224 |
3933.0 |
3939.0 |
3928.5 |
3939.0 |
-1.0 |
|
|
|
Total Volume and Open Interest |
143,080 |
341,527 |
-13,330 |
Hang Seng Index(HKFE) |
Feb11 |
110224 |
22868 |
23049 |
22542 |
22650 |
-289 |
105,934 |
30,497 |
-37,192 |
Mar11 |
110224 |
22777 |
22975 |
22468 |
22574 |
-289 |
48,246 |
75,198 |
+16,780 |
Total Volume and Open Interest |
154,724 |
108,440 |
-20,403 |
DAX(EUREX) |
Mar11 |
110224 |
7179.0 |
7182.5 |
7083.5 |
7135.0 |
-73.0 |
188,891 |
275,343 |
-6,582 |
Jun11 |
110224 |
7200.0 |
7200.0 |
7112.0 |
7158.5 |
-73.0 |
4,494 |
18,581 |
-3,184 |
Sep11 |
110224 |
7189.0 |
7190.5 |
7160.0 |
7181.5 |
-73.0 |
137 |
833 |
-2 |
Total Volume and Open Interest |
193,522 |
294,757 |
-9,768 |
FT-SE 100(EURONEXT) |
Mar11 |
110224 |
5888.00 |
5919.50 |
5838.00 |
5908.00 |
-6.50 |
119,814 |
644,063 |
-9,053 |
Jun11 |
110224 |
5852.50 |
5869.50 |
5798.00 |
5865.00 |
-6.50 |
1,204 |
8,122 |
-406 |
Sep11 |
110224 |
5794.00 |
5832.00 |
5794.00 |
5832.00 |
-7.00 |
15 |
356 |
+15 |
Total Volume and Open Interest |
121,033 |
652,606 |
-9,444 |
SPI 200(SFE) |
Mar11 |
110224 |
4829.0 |
4838.0 |
4777.0 |
4792.0 |
-37.0 |
35,377 |
191,994 |
-5,910 |
Jun11 |
110224 |
4850.0 |
4850.0 |
4815.0 |
4815.0 |
-38.0 |
17 |
4,038 |
+8 |
Sep11 |
110224 |
4806.0 |
4806.0 |
4806.0 |
4806.0 |
-37.0 |
85 |
2,487 |
+51 |
Total Volume and Open Interest |
35,577 |
200,522 |
-5,753 |
GSCI(CME) |
Mar11 |
110224 |
37.64 |
38.64 |
24.14 |
24.14 |
-5.60 |
317 |
14,394 |
+135 |
Apr11 |
110224 |
43.14 |
43.64 |
29.64 |
29.64 |
-6.00 |
0 |
24 |
+0 |
May11 |
110224 |
30.64 |
45.64 |
30.64 |
30.64 |
-6.50 |
|
|
|
Total Volume and Open Interest |
317 |
14,418 |
+135 |
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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