|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue March 01, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110301 |
1360.00 |
1369.00 |
1347.25 |
1367.50 |
+10.25 |
|
|
|
May11 |
110301 |
1368.00 |
1376.50 |
1353.75 |
1375.25 |
+10.50 |
|
|
|
Jul11 |
110301 |
1375.25 |
1384.25 |
1361.25 |
1382.00 |
+9.50 |
|
|
|
Aug11 |
110301 |
1363.50 |
1371.00 |
1351.75 |
1370.00 |
+11.00 |
|
|
|
Sep11 |
110301 |
1342.00 |
1350.50 |
1332.75 |
1347.25 |
+6.75 |
|
|
|
Nov11 |
110301 |
1326.75 |
1335.00 |
1315.00 |
1328.25 |
+3.50 |
|
|
|
Jan12 |
110301 |
1326.25 |
1339.00 |
1321.25 |
1332.75 |
+3.50 |
|
|
|
Total Volume and Open Interest |
268,573 |
618,719 |
+0 |
Soybean Meal(CBOT) |
Mar11 |
110301 |
356.40 |
359.50 |
351.40 |
358.00 |
+1.60 |
|
|
|
May11 |
110301 |
361.80 |
364.00 |
356.60 |
363.40 |
+1.50 |
|
|
|
Jul11 |
110301 |
364.00 |
366.20 |
359.10 |
366.00 |
+1.90 |
|
|
|
Aug11 |
110301 |
361.80 |
362.90 |
357.00 |
362.90 |
+2.00 |
|
|
|
Sep11 |
110301 |
354.10 |
356.50 |
350.90 |
356.20 |
+1.10 |
|
|
|
Oct11 |
110301 |
345.80 |
349.00 |
342.70 |
347.10 |
unch |
|
|
|
Dec11 |
110301 |
346.10 |
348.30 |
341.80 |
346.50 |
-0.70 |
|
|
|
Jan12 |
110301 |
347.10 |
347.50 |
342.40 |
346.70 |
-0.80 |
|
|
|
Total Volume and Open Interest |
105,032 |
208,368 |
+0 |
Soybean Oil(CBOT) |
Mar11 |
110301 |
56.80 |
57.23 |
56.57 |
57.07 |
+0.30 |
|
|
|
May11 |
110301 |
57.30 |
57.81 |
57.04 |
57.60 |
+0.27 |
|
|
|
Jul11 |
110301 |
57.89 |
58.33 |
57.57 |
58.13 |
+0.27 |
|
|
|
Aug11 |
110301 |
58.48 |
58.49 |
57.86 |
58.34 |
+0.28 |
|
|
|
Sep11 |
110301 |
58.32 |
58.66 |
57.97 |
58.45 |
+0.29 |
|
|
|
Oct11 |
110301 |
58.09 |
58.53 |
57.85 |
58.36 |
+0.27 |
|
|
|
Dec11 |
110301 |
58.11 |
58.61 |
57.79 |
58.40 |
+0.24 |
|
|
|
Jan12 |
110301 |
58.10 |
58.45 |
58.10 |
58.45 |
+0.24 |
|
|
|
Total Volume and Open Interest |
154,659 |
360,917 |
+0 |
Canola(WCE) |
Mar11 |
110301 |
574.5 |
577.7 |
569.9 |
577.7 |
+5.0 |
|
|
|
May11 |
110301 |
578.9 |
583.2 |
574.3 |
582.6 |
+3.9 |
|
|
|
Jul11 |
110301 |
587.0 |
590.4 |
582.0 |
589.8 |
+4.0 |
|
|
|
Nov11 |
110301 |
569.4 |
572.0 |
563.8 |
571.5 |
+2.3 |
|
|
|
Jan12 |
110301 |
574.0 |
576.6 |
568.4 |
576.3 |
+2.3 |
|
|
|
Total Volume and Open Interest |
24,372 |
195,260 |
+0 |
Corn(CBOT) |
Mar11 |
110301 |
722.00 |
727.75 |
717.25 |
727.25 |
+4.75 |
|
|
|
May11 |
110301 |
730.50 |
736.25 |
725.25 |
735.50 |
+4.50 |
|
|
|
Jul11 |
110301 |
732.75 |
739.00 |
728.00 |
738.25 |
+5.00 |
|
|
|
Sep11 |
110301 |
649.75 |
654.75 |
644.75 |
654.75 |
+4.50 |
|
|
|
Dec11 |
110301 |
606.00 |
610.00 |
601.00 |
604.75 |
-2.00 |
|
|
|
Mar12 |
110301 |
615.00 |
618.50 |
610.00 |
615.00 |
-0.50 |
|
|
|
Total Volume and Open Interest |
497,949 |
1,651,178 |
+0 |
Wheat(CBOT) |
Mar11 |
110301 |
784.50 |
784.75 |
766.00 |
775.75 |
-6.75 |
|
|
|
May11 |
110301 |
819.50 |
823.25 |
797.25 |
810.25 |
-6.75 |
|
|
|
Jul11 |
110301 |
849.25 |
853.25 |
828.00 |
840.75 |
-7.50 |
|
|
|
Sep11 |
110301 |
879.25 |
883.50 |
859.50 |
870.25 |
-9.00 |
|
|
|
Dec11 |
110301 |
900.00 |
905.75 |
880.00 |
889.50 |
-10.50 |
|
|
|
Total Volume and Open Interest |
145,468 |
490,446 |
+0 |
Wheat(KCBT) |
Mar11 |
110301 |
902.00 |
907.00 |
886.00 |
902.00 |
-0.50 |
|
|
|
May11 |
110301 |
915.00 |
918.00 |
895.75 |
912.00 |
-0.50 |
|
|
|
Jul11 |
110301 |
923.75 |
927.75 |
904.75 |
920.75 |
-1.75 |
|
|
|
Sep11 |
110301 |
936.25 |
939.50 |
918.25 |
932.50 |
-3.00 |
|
|
|
Dec11 |
110301 |
952.25 |
955.50 |
932.50 |
946.00 |
-4.75 |
|
|
|
Total Volume and Open Interest |
52,871 |
200,943 |
+0 |
Wheat(MGE) |
Mar11 |
110301 |
929.50 |
931.50 |
926.25 |
931.50 |
+0.75 |
|
|
|
May11 |
110301 |
941.00 |
948.25 |
928.00 |
939.50 |
-1.50 |
|
|
|
Jul11 |
110301 |
949.75 |
955.50 |
935.25 |
946.00 |
-3.25 |
|
|
|
Sep11 |
110301 |
952.75 |
958.75 |
938.25 |
946.50 |
-4.00 |
|
|
|
Dec11 |
110301 |
960.75 |
965.75 |
943.50 |
954.50 |
-4.00 |
|
|
|
Total Volume and Open Interest |
15,896 |
65,790 |
+0 |
Oats(CBOT) |
Mar11 |
110301 |
369.25 |
383.25 |
365.00 |
380.00 |
+8.75 |
|
|
|
May11 |
110301 |
379.75 |
389.50 |
373.75 |
389.50 |
+8.50 |
|
|
|
Jul11 |
110301 |
385.00 |
397.00 |
382.00 |
397.00 |
+8.50 |
|
|
|
Sep11 |
110301 |
384.00 |
392.00 |
384.00 |
391.00 |
+5.00 |
|
|
|
Total Volume and Open Interest |
3,678 |
13,185 |
+0 |
Rough Rice(CBOT) |
Mar11 |
110301 |
13.94 |
14.00 |
13.82 |
13.85 |
unch |
|
|
|
May11 |
110301 |
14.27 |
14.41 |
14.11 |
14.17 |
-0.04 |
|
|
|
Jul11 |
110301 |
14.52 |
14.73 |
14.43 |
14.47 |
-0.05 |
|
|
|
Sep11 |
110301 |
14.81 |
14.99 |
14.76 |
14.76 |
-0.05 |
|
|
|
Total Volume and Open Interest |
5,396 |
26,522 |
+0 |
Live Cattle(CME) |
Apr11 |
110301 |
112.980 |
113.350 |
111.350 |
111.400 |
-1.500 |
|
|
|
Jun11 |
110301 |
114.700 |
115.100 |
113.200 |
113.600 |
-1.050 |
|
|
|
Aug11 |
110301 |
116.800 |
117.100 |
115.580 |
115.980 |
-0.920 |
|
|
|
Oct11 |
110301 |
119.930 |
120.200 |
118.980 |
119.300 |
-0.650 |
|
|
|
Dec11 |
110301 |
119.885 |
120.350 |
119.230 |
119.500 |
-0.700 |
|
|
|
Feb12 |
110301 |
119.500 |
119.750 |
118.830 |
119.600 |
-0.150 |
|
|
|
Total Volume and Open Interest |
44,170 |
359,692 |
+0 |
Feeder Cattle(CME) |
Mar11 |
110301 |
130.150 |
130.350 |
128.130 |
128.900 |
-1.175 |
|
|
|
Apr11 |
110301 |
131.600 |
132.100 |
129.985 |
130.630 |
-1.155 |
|
|
|
May11 |
110301 |
132.450 |
132.880 |
130.735 |
131.435 |
-1.195 |
|
|
|
Aug11 |
110301 |
132.750 |
133.400 |
131.300 |
132.200 |
-0.900 |
|
|
|
Sep11 |
110301 |
132.000 |
132.630 |
130.500 |
131.750 |
-0.600 |
|
|
|
Oct11 |
110301 |
131.785 |
131.800 |
130.200 |
131.630 |
-0.570 |
|
|
|
Nov11 |
110301 |
130.950 |
131.400 |
130.050 |
131.400 |
-0.600 |
|
|
|
Total Volume and Open Interest |
5,712 |
49,903 |
+0 |
Lean Hogs(CME) |
Apr11 |
110301 |
88.850 |
89.550 |
87.750 |
88.100 |
-0.700 |
|
|
|
May11 |
110301 |
97.900 |
97.900 |
96.400 |
97.300 |
-0.800 |
|
|
|
Jun11 |
110301 |
100.230 |
100.800 |
99.180 |
99.930 |
-0.270 |
|
|
|
Jul11 |
110301 |
99.750 |
100.150 |
98.700 |
99.450 |
-0.400 |
|
|
|
Aug11 |
110301 |
99.080 |
99.230 |
97.930 |
98.430 |
-0.650 |
|
|
|
Oct11 |
110301 |
88.300 |
88.700 |
87.730 |
88.500 |
-0.100 |
|
|
|
Dec11 |
110301 |
84.480 |
85.100 |
84.200 |
84.950 |
+0.065 |
|
|
|
Feb12 |
110301 |
84.950 |
85.430 |
84.650 |
85.350 |
+0.150 |
|
|
|
Total Volume and Open Interest |
31,031 |
242,144 |
+0 |
Class III Milk(CME) |
Mar11 |
110301 |
19.16 |
19.48 |
19.16 |
19.44 |
+0.25 |
|
|
|
Apr11 |
110301 |
18.00 |
18.18 |
17.94 |
18.11 |
+0.17 |
|
|
|
May11 |
110301 |
17.40 |
17.54 |
17.40 |
17.50 |
+0.10 |
|
|
|
Jun11 |
110301 |
16.95 |
17.08 |
16.95 |
17.05 |
+0.10 |
|
|
|
Jul11 |
110301 |
17.00 |
17.09 |
16.97 |
17.07 |
+0.10 |
|
|
|
Total Volume and Open Interest |
2,160 |
40,316 |
+0 |
Cocoa(ICE) |
Mar11 |
110301 |
3755 |
3755 |
3578 |
3660 |
-97 |
|
|
|
May11 |
110301 |
3695 |
3712 |
3400 |
3620 |
-75 |
|
|
|
Jul11 |
110301 |
3640 |
3650 |
3360 |
3573 |
-61 |
|
|
|
Sep11 |
110301 |
3573 |
3579 |
3379 |
3518 |
-46 |
|
|
|
Dec11 |
110301 |
3519 |
3519 |
3263 |
3461 |
-44 |
|
|
|
Mar12 |
110301 |
3536 |
3543 |
3463 |
3486 |
-41 |
|
|
|
May12 |
110301 |
3527 |
3542 |
3482 |
3482 |
-38 |
|
|
|
Total Volume and Open Interest |
9,507 |
160,101 |
+0 |
Coffee "C"(ICE) |
Mar11 |
110301 |
273.70 |
274.90 |
265.55 |
269.30 |
-2.40 |
|
|
|
May11 |
110301 |
271.90 |
275.10 |
265.55 |
269.30 |
-2.40 |
|
|
|
Jul11 |
110301 |
275.00 |
276.95 |
267.90 |
271.10 |
-2.50 |
|
|
|
Sep11 |
110301 |
275.70 |
277.75 |
269.95 |
272.25 |
-2.70 |
|
|
|
Dec11 |
110301 |
273.50 |
276.50 |
268.55 |
271.30 |
-2.60 |
|
|
|
Mar12 |
110301 |
272.50 |
273.05 |
268.15 |
268.15 |
-2.75 |
|
|
|
Total Volume and Open Interest |
8,766 |
123,088 |
+0 |
Orange Juice(ICE) |
Mar11 |
110301 |
180.95 |
182.15 |
180.00 |
180.65 |
+0.70 |
|
|
|
May11 |
110301 |
174.65 |
176.45 |
173.70 |
175.25 |
+0.60 |
|
|
|
Jul11 |
110301 |
172.15 |
172.40 |
170.50 |
171.85 |
+1.00 |
|
|
|
Sep11 |
110301 |
167.40 |
169.05 |
167.40 |
168.75 |
+1.20 |
|
|
|
Nov11 |
110301 |
161.25 |
162.85 |
159.85 |
162.85 |
-0.20 |
|
|
|
Jan12 |
110301 |
159.60 |
160.90 |
158.00 |
160.90 |
-0.65 |
|
|
|
Total Volume and Open Interest |
2,129 |
31,377 |
+0 |
Sugar #11(ICE) |
May11 |
110301 |
29.45 |
29.45 |
28.58 |
29.26 |
-0.19 |
|
|
|
Jul11 |
110301 |
27.15 |
27.15 |
26.39 |
26.93 |
-0.33 |
|
|
|
Oct11 |
110301 |
25.79 |
25.79 |
25.04 |
25.52 |
-0.27 |
|
|
|
Mar12 |
110301 |
25.00 |
25.00 |
24.41 |
24.82 |
-0.20 |
|
|
|
May12 |
110301 |
23.49 |
23.58 |
23.09 |
23.49 |
-0.05 |
|
|
|
Total Volume and Open Interest |
146,705 |
611,490 |
+0 |
London Cocoa(LCE) |
Mar11 |
110301 |
2395 |
2401 |
2330 |
2337 |
-55 |
|
|
|
May11 |
110301 |
2387 |
2389 |
2316 |
2325 |
-56 |
|
|
|
Jul11 |
110301 |
2310 |
2315 |
2246 |
2262 |
-46 |
|
|
|
Sep11 |
110301 |
2280 |
2288 |
2223 |
2242 |
-38 |
|
|
|
Dec11 |
110301 |
2224 |
2231 |
2163 |
2198 |
-25 |
|
|
|
Mar12 |
110301 |
2213 |
2215 |
2184 |
2190 |
-21 |
|
|
|
May12 |
110301 |
2218 |
2220 |
2196 |
2196 |
-20 |
|
|
|
Total Volume and Open Interest |
13,067 |
208,804 |
+0 |
London Sugar(LCE) |
May11 |
110301 |
743.90 |
743.90 |
722.00 |
733.40 |
-10.40 |
|
|
|
Aug11 |
110301 |
714.20 |
714.20 |
696.10 |
707.40 |
-10.50 |
|
|
|
Oct11 |
110301 |
665.00 |
668.00 |
654.90 |
666.80 |
-5.60 |
|
|
|
Dec11 |
110301 |
642.90 |
648.50 |
642.90 |
647.80 |
-8.10 |
|
|
|
Mar12 |
110301 |
637.50 |
646.50 |
637.50 |
641.30 |
-5.60 |
|
|
|
Total Volume and Open Interest |
2,125 |
37,408 |
+0 |
Cotton(ICE) |
Mar11 |
110301 |
205.77 |
209.50 |
190.00 |
195.87 |
-9.27 |
|
|
|
May11 |
110301 |
198.23 |
198.23 |
191.57 |
193.60 |
+2.37 |
|
|
|
Jul11 |
110301 |
189.59 |
189.59 |
182.97 |
185.24 |
+2.65 |
|
|
|
Oct11 |
110301 |
160.00 |
162.09 |
152.18 |
152.18 |
-2.91 |
|
|
|
Dec11 |
110301 |
130.38 |
134.80 |
124.51 |
124.88 |
-4.86 |
|
|
|
Mar12 |
110301 |
125.84 |
127.59 |
117.66 |
117.88 |
-5.62 |
|
|
|
Total Volume and Open Interest |
16,639 |
174,935 |
+0 |
Lumber(CME) |
Mar11 |
110301 |
291.1 |
292.6 |
285.1 |
288.0 |
-0.9 |
|
|
|
May11 |
110301 |
309.2 |
309.9 |
305.5 |
309.2 |
+0.8 |
|
|
|
Jul11 |
110301 |
315.5 |
316.4 |
313.0 |
315.0 |
unch |
|
|
|
Sep11 |
110301 |
316.6 |
318.8 |
315.2 |
318.8 |
unch |
|
|
|
Total Volume and Open Interest |
1,310 |
9,761 |
+0 |
Crude Oil(NYM) |
Apr11 |
110301 |
96.97 |
100.69 |
96.37 |
99.63 |
+2.66 |
|
|
|
May11 |
110301 |
98.64 |
102.43 |
98.07 |
101.40 |
+2.76 |
|
|
|
Jun11 |
110301 |
99.35 |
103.07 |
98.94 |
102.17 |
+2.73 |
|
|
|
Jul11 |
110301 |
100.09 |
103.51 |
100.00 |
102.75 |
+2.64 |
|
|
|
Aug11 |
110301 |
101.14 |
103.72 |
100.84 |
103.09 |
+2.55 |
|
|
|
Sep11 |
110301 |
100.79 |
103.94 |
100.79 |
103.37 |
+2.52 |
|
|
|
Oct11 |
110301 |
101.64 |
104.00 |
101.64 |
103.59 |
+2.50 |
|
|
|
Nov11 |
110301 |
101.91 |
103.88 |
101.91 |
103.79 |
+2.48 |
|
|
|
Dec11 |
110301 |
101.39 |
104.42 |
101.01 |
103.92 |
+2.45 |
|
|
|
Jan12 |
110301 |
102.20 |
104.27 |
102.18 |
103.93 |
+2.36 |
|
|
|
Feb12 |
110301 |
102.96 |
104.03 |
102.96 |
103.82 |
+2.30 |
|
|
|
Mar12 |
110301 |
103.66 |
103.69 |
103.34 |
103.65 |
+2.24 |
|
|
|
Apr12 |
110301 |
103.40 |
103.40 |
103.40 |
103.40 |
+2.22 |
|
|
|
May12 |
110301 |
103.10 |
103.10 |
103.10 |
103.10 |
+2.16 |
|
|
|
Jun12 |
110301 |
101.12 |
102.86 |
101.12 |
102.86 |
+2.10 |
|
|
|
Jul12 |
110301 |
102.63 |
102.63 |
102.63 |
102.63 |
+2.03 |
|
|
|
Total Volume and Open Interest |
672,386 |
1,524,041 |
+0 |
e-miNY Crude Oil(NYM) |
Mar11 |
110218 |
86.450 |
87.875 |
85.675 |
86.200 |
-0.150 |
5,303 |
9,418 |
-472 |
Apr11 |
110301 |
96.900 |
100.750 |
96.275 |
99.625 |
+2.650 |
|
|
|
May11 |
110301 |
98.625 |
102.375 |
97.900 |
101.400 |
+2.750 |
|
|
|
Jun11 |
110301 |
98.950 |
103.075 |
98.950 |
102.175 |
+2.725 |
|
|
|
Jul11 |
110301 |
100.525 |
102.750 |
100.525 |
102.750 |
+2.650 |
|
|
|
Aug11 |
110301 |
103.100 |
103.100 |
103.100 |
103.100 |
+2.550 |
|
|
|
Sep11 |
110301 |
102.875 |
103.750 |
102.875 |
103.375 |
+2.525 |
|
|
|
Oct11 |
110301 |
103.600 |
103.600 |
103.600 |
103.600 |
+2.500 |
|
|
|
Nov11 |
110301 |
103.800 |
103.800 |
103.800 |
103.800 |
+2.500 |
|
|
|
Dec11 |
110301 |
103.925 |
103.925 |
103.925 |
103.925 |
+2.450 |
|
|
|
Total Volume and Open Interest |
16,020 |
6,709 |
+0 |
Heating Oil(NYM) |
Apr11 |
110301 |
293.57 |
305.24 |
293.15 |
302.35 |
+8.46 |
|
|
|
May11 |
110301 |
295.40 |
306.47 |
295.17 |
303.68 |
+8.25 |
|
|
|
Jun11 |
110301 |
296.96 |
307.87 |
296.96 |
305.04 |
+8.08 |
|
|
|
Jul11 |
110301 |
299.14 |
309.08 |
299.14 |
306.65 |
+7.91 |
|
|
|
Aug11 |
110301 |
303.20 |
309.94 |
302.67 |
308.20 |
+7.82 |
|
|
|
Sep11 |
110301 |
304.71 |
311.48 |
304.71 |
309.86 |
+7.82 |
|
|
|
Oct11 |
110301 |
308.60 |
311.94 |
307.37 |
311.49 |
+7.81 |
|
|
|
Nov11 |
110301 |
308.40 |
315.02 |
308.39 |
313.28 |
+7.85 |
|
|
|
Dec11 |
110301 |
307.01 |
317.83 |
307.01 |
314.94 |
+7.93 |
|
|
|
Jan12 |
110301 |
316.53 |
316.53 |
316.53 |
316.53 |
+8.03 |
|
|
|
Feb12 |
110301 |
313.50 |
319.64 |
313.50 |
316.83 |
+7.98 |
|
|
|
Mar12 |
110301 |
315.83 |
315.83 |
315.83 |
315.83 |
+7.88 |
|
|
|
Total Volume and Open Interest |
121,686 |
300,763 |
+0 |
Gasoline(NYMEX) |
Apr11 |
110301 |
289.44 |
301.79 |
289.00 |
298.34 |
+9.07 |
|
|
|
May11 |
110301 |
290.70 |
302.50 |
290.70 |
299.62 |
+8.71 |
|
|
|
Jun11 |
110301 |
291.09 |
302.53 |
291.09 |
299.50 |
+8.36 |
|
|
|
Jul11 |
110301 |
291.28 |
301.47 |
291.28 |
298.72 |
+8.05 |
|
|
|
Aug11 |
110301 |
290.82 |
297.70 |
290.82 |
297.62 |
+7.70 |
|
|
|
Sep11 |
110301 |
289.33 |
295.76 |
289.33 |
295.70 |
+7.31 |
|
|
|
Oct11 |
110301 |
280.00 |
285.00 |
280.00 |
283.76 |
+7.19 |
|
|
|
Nov11 |
110301 |
279.00 |
281.89 |
277.98 |
281.06 |
+6.92 |
|
|
|
Dec11 |
110301 |
275.00 |
279.60 |
274.96 |
279.47 |
+6.81 |
|
|
|
Jan12 |
110301 |
278.41 |
281.95 |
277.42 |
279.92 |
+6.56 |
|
|
|
Total Volume and Open Interest |
137,812 |
280,153 |
+0 |
e-miNY RBOB Gasoline(NYM) |
Apr11 |
110301 |
298.30 |
298.34 |
298.30 |
298.30 |
+9.00 |
|
|
|
May11 |
110301 |
299.60 |
299.62 |
299.60 |
299.60 |
+8.70 |
|
|
|
Jun11 |
110301 |
299.50 |
299.50 |
299.50 |
299.50 |
+8.40 |
|
|
|
Jul11 |
110301 |
298.70 |
298.72 |
298.70 |
298.70 |
+8.00 |
|
|
|
Total Volume and Open Interest |
2 |
7 |
+0 |
Natural Gas(NYM) |
Apr11 |
110301 |
4.050 |
4.056 |
3.854 |
3.873 |
-0.164 |
|
|
|
May11 |
110301 |
4.122 |
4.122 |
3.931 |
3.950 |
-0.160 |
|
|
|
Jun11 |
110301 |
4.173 |
4.182 |
4.000 |
4.015 |
-0.158 |
|
|
|
Jul11 |
110301 |
4.241 |
4.241 |
4.070 |
4.084 |
-0.151 |
|
|
|
Aug11 |
110301 |
4.256 |
4.268 |
4.105 |
4.116 |
-0.148 |
|
|
|
Sep11 |
110301 |
4.254 |
4.279 |
4.115 |
4.128 |
-0.147 |
|
|
|
Oct11 |
110301 |
4.329 |
4.329 |
4.170 |
4.176 |
-0.146 |
|
|
|
Nov11 |
110301 |
4.521 |
4.521 |
4.360 |
4.376 |
-0.139 |
|
|
|
Dec11 |
110301 |
4.785 |
4.786 |
4.637 |
4.644 |
-0.126 |
|
|
|
Jan12 |
110301 |
4.902 |
4.912 |
4.770 |
4.782 |
-0.123 |
|
|
|
Feb12 |
110301 |
4.904 |
4.904 |
4.769 |
4.775 |
-0.122 |
|
|
|
Mar12 |
110301 |
4.830 |
4.830 |
4.700 |
4.712 |
-0.123 |
|
|
|
Apr12 |
110301 |
4.715 |
4.715 |
4.571 |
4.577 |
-0.116 |
|
|
|
May12 |
110301 |
4.735 |
4.735 |
4.605 |
4.607 |
-0.112 |
|
|
|
Jun12 |
110301 |
4.755 |
4.755 |
4.640 |
4.642 |
-0.109 |
|
|
|
Jul12 |
110301 |
4.810 |
4.810 |
4.682 |
4.682 |
-0.106 |
|
|
|
Total Volume and Open Interest |
263,838 |
956,596 |
+0 |
Brent Crude Oil(ICE) |
Apr11 |
110301 |
111.90 |
116.76 |
111.80 |
115.42 |
+3.62 |
|
|
|
May11 |
110301 |
111.78 |
116.58 |
111.70 |
115.30 |
+3.67 |
|
|
|
Jun11 |
110301 |
111.68 |
116.36 |
111.62 |
115.15 |
+3.63 |
|
|
|
Jul11 |
110301 |
111.84 |
116.05 |
111.53 |
114.94 |
+3.55 |
|
|
|
Aug11 |
110301 |
111.72 |
115.70 |
111.45 |
114.70 |
+3.43 |
|
|
|
Sep11 |
110301 |
111.52 |
115.34 |
111.31 |
114.41 |
+3.31 |
|
|
|
Oct11 |
110301 |
111.37 |
115.04 |
111.19 |
114.17 |
+3.22 |
|
|
|
Nov11 |
110301 |
111.23 |
114.73 |
111.07 |
113.93 |
+3.13 |
|
|
|
Dec11 |
110301 |
110.78 |
114.50 |
110.77 |
113.67 |
+3.04 |
|
|
|
Jan12 |
110301 |
111.59 |
113.44 |
111.56 |
113.44 |
+2.99 |
|
|
|
Feb12 |
110301 |
113.22 |
113.22 |
113.22 |
113.22 |
+2.94 |
|
|
|
Mar12 |
110301 |
112.96 |
112.96 |
112.96 |
112.96 |
+2.87 |
|
|
|
Apr12 |
110301 |
112.59 |
112.59 |
112.59 |
112.59 |
+2.79 |
|
|
|
May12 |
110301 |
112.18 |
112.18 |
112.18 |
112.18 |
+2.67 |
|
|
|
Total Volume and Open Interest |
494,062 |
850,954 |
+0 |
Gas Oil(ICE) |
Mar11 |
110301 |
926.00 |
963.25 |
924.75 |
940.75 |
+8.50 |
|
|
|
Apr11 |
110301 |
930.25 |
966.50 |
928.25 |
944.25 |
+8.50 |
|
|
|
May11 |
110301 |
934.25 |
969.75 |
932.25 |
947.50 |
+8.25 |
|
|
|
Jun11 |
110301 |
936.75 |
972.75 |
936.75 |
950.75 |
+8.25 |
|
|
|
Jul11 |
110301 |
941.25 |
976.00 |
940.50 |
954.25 |
+8.25 |
|
|
|
Aug11 |
110301 |
944.75 |
979.50 |
944.75 |
958.00 |
+8.50 |
|
|
|
Sep11 |
110301 |
948.00 |
978.00 |
948.00 |
961.25 |
+8.25 |
|
|
|
Oct11 |
110301 |
949.50 |
979.50 |
949.50 |
963.00 |
+8.25 |
|
|
|
Nov11 |
110301 |
950.00 |
974.50 |
950.00 |
963.50 |
+8.25 |
|
|
|
Dec11 |
110301 |
951.00 |
980.75 |
951.00 |
964.50 |
+8.25 |
|
|
|
Total Volume and Open Interest |
235,043 |
691,192 |
+0 |
Ethanol(CBOT) |
Mar11 |
110301 |
2.590 |
2.620 |
2.580 |
2.595 |
+0.003 |
|
|
|
Apr11 |
110301 |
2.575 |
2.586 |
2.566 |
2.585 |
+0.018 |
|
|
|
May11 |
110301 |
2.582 |
2.587 |
2.570 |
2.582 |
+0.016 |
|
|
|
Jun11 |
110301 |
2.575 |
2.594 |
2.571 |
2.590 |
+0.012 |
|
|
|
Jul11 |
110301 |
2.582 |
2.590 |
2.576 |
2.588 |
+0.008 |
|
|
|
Aug11 |
110301 |
2.588 |
2.592 |
2.577 |
2.583 |
+0.013 |
|
|
|
Sep11 |
110301 |
2.460 |
2.482 |
2.460 |
2.477 |
+0.007 |
|
|
|
Oct11 |
110301 |
2.346 |
2.346 |
2.341 |
2.341 |
+0.001 |
|
|
|
Total Volume and Open Interest |
1,277 |
8,093 |
+0 |
WTI Crude Oil(ICE |
Apr11 |
110301 |
96.86 |
100.65 |
96.81 |
99.63 |
+2.66 |
|
|
|
May11 |
110301 |
98.62 |
102.40 |
98.61 |
101.40 |
+2.76 |
|
|
|
Jun11 |
110301 |
99.48 |
103.07 |
99.48 |
102.17 |
+2.73 |
|
|
|
Jul11 |
110301 |
100.78 |
103.50 |
100.22 |
102.75 |
+2.64 |
|
|
|
Aug11 |
110301 |
101.27 |
103.76 |
100.73 |
103.09 |
+2.55 |
|
|
|
Sep11 |
110301 |
101.61 |
103.98 |
101.11 |
103.37 |
+2.52 |
|
|
|
Oct11 |
110301 |
101.88 |
104.12 |
101.41 |
103.59 |
+2.50 |
|
|
|
Nov11 |
110301 |
102.13 |
103.79 |
101.69 |
103.79 |
+2.48 |
|
|
|
Dec11 |
110301 |
102.09 |
104.38 |
101.90 |
103.92 |
+2.45 |
|
|
|
Jan12 |
110301 |
103.93 |
103.93 |
103.93 |
103.93 |
+2.36 |
|
|
|
Feb12 |
110301 |
103.82 |
103.82 |
103.82 |
103.82 |
+2.30 |
|
|
|
Mar12 |
110301 |
103.62 |
103.65 |
103.60 |
103.65 |
+2.24 |
|
|
|
Apr12 |
110301 |
103.40 |
103.40 |
103.40 |
103.40 |
+2.22 |
|
|
|
May12 |
110301 |
103.10 |
103.10 |
103.10 |
103.10 |
+2.16 |
|
|
|
Jun12 |
110301 |
101.96 |
102.86 |
101.96 |
102.86 |
+2.10 |
|
|
|
Jul12 |
110301 |
102.63 |
102.63 |
102.63 |
102.63 |
+2.03 |
|
|
|
Total Volume and Open Interest |
189,117 |
582,083 |
+0 |
US Dollar Index(ICE) |
Mar11 |
110301 |
76.855 |
77.130 |
76.765 |
77.082 |
+0.162 |
|
|
|
Jun11 |
110301 |
77.165 |
77.450 |
77.090 |
77.408 |
+0.173 |
|
|
|
Sep11 |
110301 |
77.768 |
77.768 |
77.768 |
77.768 |
+0.173 |
|
|
|
Total Volume and Open Interest |
17,435 |
47,038 |
+0 |
Australian Dollar(CME) |
Mar11 |
110301 |
101.70 |
101.88 |
101.08 |
101.22 |
-0.51 |
|
|
|
Jun11 |
110301 |
100.57 |
100.71 |
99.93 |
100.07 |
-0.51 |
|
|
|
Sep11 |
110301 |
98.81 |
99.32 |
98.81 |
98.81 |
-0.51 |
|
|
|
Total Volume and Open Interest |
79,374 |
129,771 |
+0 |
British Pound(CME) |
Mar11 |
110301 |
162.65 |
163.29 |
162.50 |
162.63 |
-0.05 |
|
|
|
Jun11 |
110301 |
162.48 |
163.10 |
162.20 |
162.45 |
-0.05 |
|
|
|
Sep11 |
110301 |
162.15 |
162.20 |
162.15 |
162.15 |
-0.05 |
|
|
|
Total Volume and Open Interest |
114,053 |
117,488 |
+0 |
Canadian Dollar(CME) |
Mar11 |
110301 |
102.94 |
103.24 |
102.48 |
102.56 |
-0.38 |
|
|
|
Jun11 |
110301 |
102.73 |
103.03 |
102.27 |
102.35 |
-0.37 |
|
|
|
Sep11 |
110301 |
102.52 |
102.55 |
102.02 |
102.05 |
-0.37 |
|
|
|
Dec11 |
110301 |
101.66 |
102.10 |
101.66 |
101.74 |
-0.36 |
|
|
|
Total Volume and Open Interest |
64,479 |
141,893 |
+0 |
Japanese Yen(CME) |
Mar11 |
110301 |
122.47 |
122.47 |
121.61 |
122.08 |
-0.26 |
|
|
|
Jun11 |
110301 |
122.48 |
122.48 |
121.71 |
122.17 |
-0.26 |
|
|
|
Sep11 |
110301 |
121.73 |
122.56 |
121.73 |
122.30 |
-0.26 |
|
|
|
Total Volume and Open Interest |
121,328 |
128,965 |
+0 |
Swiss Franc(CME) |
Mar11 |
110301 |
107.72 |
107.84 |
107.28 |
107.53 |
-0.15 |
|
|
|
Jun11 |
110301 |
107.73 |
107.91 |
107.38 |
107.62 |
-0.15 |
|
|
|
Sep11 |
110301 |
107.70 |
107.87 |
107.70 |
107.70 |
-0.17 |
|
|
|
Total Volume and Open Interest |
42,659 |
52,048 |
+0 |
EuroFX(CME) |
Mar11 |
110301 |
138.03 |
138.53 |
137.61 |
137.70 |
-0.31 |
|
|
|
Jun11 |
110301 |
137.87 |
138.35 |
137.44 |
137.53 |
-0.30 |
|
|
|
Sep11 |
110301 |
137.24 |
137.54 |
137.24 |
137.24 |
-0.30 |
|
|
|
Total Volume and Open Interest |
240,669 |
206,992 |
+0 |
Mexican Peso(CME) |
Mar11 |
110301 |
825.0 |
828.0 |
822.2 |
824.0 |
-1.0 |
|
|
|
Apr11 |
110301 |
823.5 |
824.5 |
823.5 |
823.5 |
-1.0 |
|
|
|
Total Volume and Open Interest |
16,448 |
134,777 |
+0 |
30-Year T-Bonds(CBOT) |
Mar11 |
110301 |
122~000 |
122~000 |
122~000 |
122~000 |
+0~020 |
|
|
|
Jun11 |
110301 |
120~030 |
120~210 |
119~140 |
120~130 |
+0~020 |
|
|
|
Sep11 |
110301 |
118~260 |
118~260 |
118~240 |
118~260 |
+0~020 |
|
|
|
Total Volume and Open Interest |
648,854 |
709,238 |
+0 |
10-Year T-Notes(CBOT) |
Mar11 |
110301 |
120~080 |
120~185 |
119~255 |
120~140 |
+0~030 |
|
|
|
Jun11 |
110301 |
118~300 |
119~080 |
118~135 |
119~040 |
+0~025 |
|
|
|
Sep11 |
110301 |
117~125 |
117~300 |
117~120 |
117~300 |
+0~015 |
|
|
|
Total Volume and Open Interest |
1,888,191 |
1,541,067 |
+0 |
5-Year T-Notes(CBOT) |
Mar11 |
110301 |
117~105 |
118~005 |
117~066 |
117~124 |
+0~012 |
|
|
|
Jun11 |
110301 |
116~114 |
117~016 |
116~073 |
117~004 |
+0~012 |
|
|
|
Sep11 |
110301 |
116~030 |
116~030 |
116~018 |
116~030 |
+0~012 |
|
|
|
Total Volume and Open Interest |
1,230,026 |
1,234,970 |
+0 |
2 Year T-Notes(CBOT) |
Mar11 |
110301 |
109~060 |
109~072 |
109~055 |
109~069 |
+0~006 |
|
|
|
Jun11 |
110301 |
109~018 |
109~029 |
109~008 |
109~025 |
+0~006 |
|
|
|
Sep11 |
110301 |
108~117 |
108~117 |
108~110 |
108~117 |
+0~007 |
|
|
|
Total Volume and Open Interest |
942,885 |
934,440 |
+0 |
Eurodollars(CME) |
Mar11 |
110301 |
99.688 |
99.690 |
99.685 |
99.685 |
unch |
|
|
|
Jun11 |
110301 |
99.640 |
99.650 |
99.630 |
99.645 |
+0.010 |
|
|
|
Sep11 |
110301 |
99.550 |
99.570 |
99.535 |
99.565 |
+0.015 |
|
|
|
Dec11 |
110301 |
99.395 |
99.425 |
99.365 |
99.420 |
+0.030 |
|
|
|
Mar12 |
110301 |
99.130 |
99.170 |
99.085 |
99.165 |
+0.035 |
|
|
|
Jun12 |
110301 |
98.780 |
98.830 |
98.720 |
98.815 |
+0.035 |
|
|
|
Sep12 |
110301 |
98.410 |
98.470 |
98.345 |
98.450 |
+0.035 |
|
|
|
Dec12 |
110301 |
98.075 |
98.140 |
98.005 |
98.120 |
+0.040 |
|
|
|
Mar13 |
110301 |
97.785 |
97.855 |
97.715 |
97.830 |
+0.035 |
|
|
|
Jun13 |
110301 |
97.515 |
97.580 |
97.445 |
97.555 |
+0.030 |
|
|
|
Sep13 |
110301 |
97.250 |
97.315 |
97.190 |
97.295 |
+0.020 |
|
|
|
Dec13 |
110301 |
97.010 |
97.060 |
96.940 |
97.040 |
+0.015 |
|
|
|
Mar14 |
110301 |
96.770 |
96.825 |
96.710 |
96.805 |
+0.005 |
|
|
|
Jun14 |
110301 |
96.550 |
96.600 |
96.480 |
96.575 |
unch |
|
|
|
Sep14 |
110301 |
96.330 |
96.375 |
96.260 |
96.355 |
-0.005 |
|
|
|
Dec14 |
110301 |
96.100 |
96.150 |
96.035 |
96.130 |
-0.010 |
|
|
|
Mar15 |
110301 |
95.925 |
95.960 |
95.850 |
95.935 |
-0.020 |
|
|
|
Jun15 |
110301 |
3.945 |
4.030 |
3.920 |
4.005 |
-0.025 |
|
|
|
Total Volume and Open Interest |
1,782,769 |
9,121,523 |
+0 |
30 Day Federal Funds(CBOT) |
Mar11 |
110301 |
99.850 |
99.850 |
99.845 |
99.850 |
unch |
|
|
|
Apr11 |
110301 |
99.860 |
99.860 |
99.855 |
99.860 |
unch |
|
|
|
May11 |
110301 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
|
|
|
Jun11 |
110301 |
99.860 |
99.865 |
99.855 |
99.855 |
unch |
|
|
|
Jul11 |
110301 |
99.845 |
99.850 |
99.840 |
99.845 |
unch |
|
|
|
Aug11 |
110301 |
99.835 |
99.840 |
99.825 |
99.835 |
+0.005 |
|
|
|
Total Volume and Open Interest |
50,830 |
622,721 |
+0 |
30 Day Fed Funds(e-CBOT) |
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 |
110301 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Jun11 |
110301 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
|
|
|
Sep11 |
110301 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Dec11 |
110301 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
|
|
|
Mar12 |
110301 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Jun12 |
110301 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep12 |
110301 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Dec12 |
110301 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Mar13 |
110301 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Jun13 |
110301 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
4,596 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110301 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
|
|
|
Jun11 |
110301 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
350 |
0 |
-1,422 |
Sep11 |
110301 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
|
|
|
Dec11 |
110301 |
99.62 |
99.63 |
99.62 |
99.63 |
unch |
|
|
|
Mar12 |
110301 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
|
|
|
Jun12 |
110301 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
|
|
|
Sep12 |
110301 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
|
|
|
Dec12 |
110301 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
205 |
11,578 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110301 |
139.42 |
139.44 |
139.19 |
139.24 |
-0.31 |
3,266 |
0 |
-13,349 |
Jun11 |
110301 |
138.59 |
138.60 |
138.35 |
138.35 |
-0.35 |
24 |
0 |
-122 |
Sep11 |
110301 |
135.92 |
135.92 |
135.92 |
135.92 |
-0.35 |
|
|
|
Total Volume and Open Interest |
2,472 |
13,471 |
+0 |
Euro-Bund(EUREX) |
Mar11 |
110301 |
124.05 |
124.32 |
123.79 |
124.06 |
-0.06 |
752,084 |
0 |
-1,259,083 |
Jun11 |
110301 |
122.68 |
122.87 |
122.34 |
122.61 |
-0.06 |
35,333 |
0 |
-101,973 |
Sep11 |
110301 |
122.26 |
122.26 |
122.26 |
122.26 |
-0.06 |
105 |
0 |
-105 |
Total Volume and Open Interest |
690,062 |
1,361,161 |
+0 |
Euro-Bobl(EUREX) |
Mar11 |
110301 |
117.16 |
117.26 |
116.94 |
117.09 |
-0.09 |
509,641 |
0 |
-899,192 |
Jun11 |
110301 |
115.67 |
115.79 |
115.48 |
115.63 |
-0.07 |
50,270 |
0 |
-123,854 |
Sep11 |
110301 |
115.04 |
115.04 |
115.04 |
115.04 |
-0.09 |
|
|
|
Total Volume and Open Interest |
474,403 |
1,023,046 |
+0 |
3-Mth Euribor(EUREX) |
Mar11 |
110301 |
98.865 |
98.865 |
98.865 |
98.865 |
+0.010 |
|
|
|
Jun11 |
110301 |
98.540 |
98.550 |
98.540 |
98.550 |
+0.010 |
9 |
0 |
-9,631 |
Sep11 |
110301 |
98.285 |
98.285 |
98.285 |
98.285 |
+0.005 |
|
|
|
Total Volume and Open Interest |
420 |
25,829 |
+0 |
Long Gilt(LIFFE) |
Mar11 |
110301 |
117~28 |
117~31 |
117~18 |
117~24 |
-0~08 |
|
|
|
Jun11 |
110301 |
116~18 |
116~22 |
116~07 |
116~14 |
-0~08 |
|
|
|
Total Volume and Open Interest |
180,966 |
324,491 |
+0 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110301 |
99.15 |
99.18 |
99.15 |
99.17 |
+0.01 |
|
|
|
Jun11 |
110301 |
98.89 |
98.92 |
98.87 |
98.91 |
+0.01 |
|
|
|
Sep11 |
110301 |
98.63 |
98.69 |
98.61 |
98.66 |
unch |
|
|
|
Dec11 |
110301 |
98.37 |
98.45 |
98.36 |
98.40 |
-0.01 |
|
|
|
Mar12 |
110301 |
98.13 |
98.19 |
98.09 |
98.14 |
-0.01 |
|
|
|
Jun12 |
110301 |
97.86 |
97.92 |
97.81 |
97.86 |
-0.02 |
|
|
|
Total Volume and Open Interest |
806,666 |
2,303,960 |
+0 |
3-Mth Euribor(LIFFE) |
Mar11 |
110228 |
98.850 |
98.860 |
98.845 |
98.855 |
+0.015 |
62,223 |
605,507 |
+3,015 |
Jun11 |
110301 |
98.550 |
98.555 |
98.530 |
98.550 |
+0.010 |
|
|
|
Sep11 |
110301 |
98.290 |
98.295 |
98.260 |
98.285 |
+0.005 |
|
|
|
Total Volume and Open Interest |
661,237 |
3,709,813 |
+0 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110301 |
95.05 |
95.05 |
95.02 |
95.04 |
-0.01 |
|
|
|
Jun11 |
110301 |
94.97 |
94.98 |
94.94 |
94.96 |
-0.01 |
|
|
|
Sep11 |
110301 |
94.86 |
94.86 |
94.81 |
94.84 |
-0.02 |
|
|
|
Dec11 |
110301 |
94.74 |
94.76 |
94.68 |
94.71 |
-0.04 |
|
|
|
Mar12 |
110301 |
94.66 |
94.66 |
94.58 |
94.61 |
-0.05 |
|
|
|
Jun12 |
110301 |
94.57 |
94.57 |
94.52 |
94.55 |
-0.03 |
|
|
|
Sep12 |
110301 |
94.48 |
94.52 |
94.46 |
94.49 |
-0.03 |
|
|
|
Dec12 |
110301 |
94.41 |
94.47 |
94.40 |
94.44 |
-0.02 |
|
|
|
Mar13 |
110301 |
94.40 |
94.41 |
94.40 |
94.41 |
-0.02 |
|
|
|
Jun13 |
110301 |
94.35 |
94.42 |
94.35 |
94.42 |
+0.05 |
|
|
|
Total Volume and Open Interest |
76,962 |
652,344 |
+0 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110301 |
94.50 |
94.52 |
94.46 |
94.48 |
-0.02 |
|
|
|
Jun11 |
110301 |
94.50 |
94.50 |
94.48 |
94.48 |
-0.02 |
|
|
|
Total Volume and Open Interest |
54,323 |
382,649 |
+0 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110301 |
94.90 |
94.91 |
94.84 |
94.88 |
-0.02 |
|
|
|
Jun11 |
110301 |
94.88 |
94.88 |
94.88 |
94.88 |
-0.02 |
|
|
|
Total Volume and Open Interest |
166,676 |
547,368 |
+0 |
Gold(CMX) |
Apr11 |
110301 |
1411.6 |
1435.6 |
1409.8 |
1431.2 |
+21.3 |
|
|
|
Jun11 |
110301 |
1413.3 |
1437.1 |
1411.3 |
1432.7 |
+21.4 |
|
|
|
Aug11 |
110301 |
1415.5 |
1438.6 |
1415.4 |
1434.1 |
+21.5 |
|
|
|
Oct11 |
110301 |
1414.1 |
1438.7 |
1414.1 |
1435.5 |
+21.5 |
|
|
|
Dec11 |
110301 |
1417.0 |
1441.3 |
1417.0 |
1436.9 |
+21.5 |
|
|
|
Feb12 |
110301 |
1421.8 |
1438.7 |
1421.2 |
1438.7 |
+21.6 |
|
|
|
Apr12 |
110301 |
1433.3 |
1440.8 |
1433.3 |
1440.8 |
+21.6 |
|
|
|
Jun12 |
110301 |
1443.4 |
1443.4 |
1443.4 |
1443.4 |
+21.6 |
|
|
|
Aug12 |
110301 |
1446.4 |
1446.4 |
1446.4 |
1446.4 |
+21.7 |
|
|
|
Oct12 |
110301 |
1450.0 |
1450.0 |
1450.0 |
1450.0 |
+21.8 |
|
|
|
Dec12 |
110301 |
1446.0 |
1455.0 |
1445.8 |
1454.4 |
+21.9 |
|
|
|
Total Volume and Open Interest |
134,503 |
505,900 |
+0 |
Silver(CMX) |
Mar11 |
110301 |
3388.5 |
3469.0 |
3382.5 |
3441.6 |
+61.2 |
|
|
|
May11 |
110301 |
3390.0 |
3472.0 |
3379.0 |
3442.7 |
+60.7 |
|
|
|
Jul11 |
110301 |
3394.0 |
3470.0 |
3387.5 |
3442.2 |
+60.8 |
|
|
|
Sep11 |
110301 |
3381.0 |
3469.0 |
3381.0 |
3440.8 |
+60.7 |
|
|
|
Dec11 |
110301 |
3382.5 |
3466.0 |
3382.5 |
3439.2 |
+60.7 |
|
|
|
Mar12 |
110301 |
3375.0 |
3434.0 |
3375.0 |
3432.1 |
+61.3 |
|
|
|
May12 |
110301 |
3427.2 |
3427.2 |
3427.2 |
3427.2 |
+61.9 |
|
|
|
Total Volume and Open Interest |
103,514 |
135,479 |
+0 |
Platinum(NYMEX) |
Apr11 |
110301 |
1812.4 |
1846.7 |
1806.0 |
1845.1 |
+35.9 |
|
|
|
Jul11 |
110301 |
1812.1 |
1850.5 |
1812.1 |
1848.9 |
+35.7 |
|
|
|
Oct11 |
110301 |
1840.0 |
1850.8 |
1840.0 |
1850.7 |
+36.0 |
|
|
|
Jan12 |
110301 |
1853.3 |
1853.3 |
1853.3 |
1853.3 |
+36.0 |
|
|
|
Total Volume and Open Interest |
4,817 |
39,701 |
+0 |
Palladium(NYMEX) |
Mar11 |
110301 |
798.00 |
814.90 |
797.10 |
814.35 |
+16.70 |
|
|
|
Jun11 |
110301 |
799.85 |
819.05 |
798.05 |
816.70 |
+17.10 |
|
|
|
Sep11 |
110301 |
816.00 |
818.00 |
816.00 |
818.00 |
+17.20 |
|
|
|
Total Volume and Open Interest |
9,814 |
22,114 |
+0 |
Copper(CMX) |
Mar11 |
110301 |
448.60 |
450.20 |
443.05 |
449.05 |
+1.25 |
|
|
|
May11 |
110301 |
449.95 |
452.50 |
444.85 |
450.95 |
+1.30 |
|
|
|
Jul11 |
110301 |
451.00 |
453.35 |
446.20 |
452.15 |
+1.50 |
|
|
|
Sep11 |
110301 |
450.55 |
452.90 |
449.45 |
452.85 |
+1.70 |
|
|
|
Dec11 |
110301 |
448.55 |
453.15 |
447.00 |
453.15 |
+1.95 |
|
|
|
Total Volume and Open Interest |
69,954 |
148,669 |
+0 |
DJIA Index(CBOT) |
Mar11 |
110301 |
12220 |
12285 |
12022 |
12022 |
-192 |
|
|
|
Jun11 |
110301 |
12214 |
12214 |
11958 |
11958 |
-191 |
|
|
|
Sep11 |
110301 |
11903 |
12094 |
11903 |
11903 |
-191 |
|
|
|
Dec11 |
110301 |
11848 |
12039 |
11848 |
11848 |
-191 |
|
|
|
Total Volume and Open Interest |
360 |
12,974 |
+0 |
S & P 500(CME) |
Mar11 |
110301 |
1326.70 |
1336.20 |
1300.50 |
1301.10 |
-25.00 |
|
|
|
Jun11 |
110301 |
1323.30 |
1327.00 |
1296.10 |
1296.10 |
-25.00 |
|
|
|
Sep11 |
110301 |
1291.00 |
1322.10 |
1291.00 |
1291.00 |
-25.10 |
|
|
|
Dec11 |
110301 |
1314.00 |
1317.10 |
1285.90 |
1285.90 |
-25.20 |
|
|
|
Total Volume and Open Interest |
26,604 |
346,995 |
+0 |
S & P 500 E-Mini(Globex) |
Mar11 |
110301 |
1326.50 |
1336.50 |
1300.75 |
1301.00 |
-25.00 |
|
|
|
Jun11 |
110301 |
1321.75 |
1331.25 |
1296.00 |
1296.00 |
-25.00 |
|
|
|
Total Volume and Open Interest |
1,840,696 |
2,923,241 |
+0 |
NASDAQ 100(CME) |
Mar11 |
110301 |
2353.00 |
2371.50 |
2308.00 |
2311.50 |
-39.30 |
|
|
|
Jun11 |
110301 |
2358.00 |
2358.00 |
2305.00 |
2309.30 |
-39.00 |
|
|
|
Sep11 |
110301 |
2306.80 |
2310.80 |
2306.80 |
2306.80 |
-39.00 |
|
|
|
Total Volume and Open Interest |
971 |
19,726 |
+0 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110301 |
2351.00 |
2371.80 |
2307.50 |
2311.50 |
-39.30 |
|
|
|
Jun11 |
110301 |
2347.80 |
2367.30 |
2305.00 |
2309.30 |
-39.00 |
|
|
|
Total Volume and Open Interest |
244,857 |
376,961 |
+0 |
S & P Midcap 400(CME) |
Mar11 |
110301 |
947.10 |
966.85 |
942.00 |
947.10 |
-18.80 |
|
|
|
Jun11 |
110301 |
944.50 |
944.50 |
943.30 |
944.50 |
-18.80 |
|
|
|
Sep11 |
110301 |
942.40 |
942.40 |
941.20 |
942.40 |
-18.80 |
|
|
|
Total Volume and Open Interest |
117 |
3,095 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110301 |
10600 |
10600 |
10600 |
10600 |
-85 |
|
|
|
Jun11 |
110301 |
10690 |
10760 |
10575 |
10575 |
-85 |
|
|
|
Total Volume and Open Interest |
8,506 |
44,613 |
+0 |
Nikkei 225(SGX) |
Mar11 |
110301 |
10620 |
10760 |
10610 |
10760 |
+140 |
152,223 |
0 |
-256,356 |
Jun11 |
110301 |
10545 |
10685 |
10540 |
10685 |
+130 |
223 |
0 |
-5,027 |
Sep11 |
110301 |
10685 |
10685 |
10685 |
10685 |
+140 |
|
|
|
Total Volume and Open Interest |
142,777 |
270,777 |
+0 |
CAC 40(EURONEXT) |
Mar11 |
110301 |
4131.0 |
4147.5 |
4039.5 |
4068.0 |
-42.0 |
|
|
|
Apr11 |
110301 |
4131.0 |
4149.0 |
4049.5 |
4071.0 |
-42.0 |
|
|
|
May11 |
110301 |
3998.5 |
3998.5 |
3998.5 |
3998.5 |
-39.5 |
|
|
|
Total Volume and Open Interest |
130,276 |
356,234 |
+0 |
Hang Seng Index(HKFE) |
Mar11 |
110301 |
23300 |
23444 |
23192 |
23380 |
+82 |
91,926 |
0 |
-77,662 |
Apr11 |
110301 |
23260 |
23400 |
23165 |
23347 |
+80 |
379 |
0 |
|
Total Volume and Open Interest |
102,397 |
80,648 |
|
DAX(EUREX) |
Mar11 |
110301 |
7330.0 |
7360.5 |
7168.5 |
7224.5 |
-51.0 |
145,366 |
0 |
-256,427 |
Jun11 |
110301 |
7347.0 |
7383.0 |
7196.5 |
7248.0 |
-50.5 |
313 |
0 |
-18,240 |
Sep11 |
110301 |
7362.5 |
7405.0 |
7225.5 |
7270.5 |
-51.0 |
59 |
0 |
-840 |
Total Volume and Open Interest |
118,720 |
275,507 |
+0 |
FT-SE 100(EURONEXT) |
Mar11 |
110301 |
5990.00 |
6022.50 |
5865.50 |
5914.00 |
-59.50 |
|
|
|
Jun11 |
110301 |
5958.50 |
5977.50 |
5825.00 |
5872.00 |
-58.50 |
|
|
|
Sep11 |
110301 |
5886.50 |
5902.00 |
5837.50 |
5837.50 |
-60.00 |
|
|
|
Total Volume and Open Interest |
112,031 |
653,269 |
+0 |
SPI 200(SFE) |
Mar11 |
110301 |
4825.0 |
4853.0 |
4816.0 |
4825.0 |
-1.0 |
|
|
|
Jun11 |
110301 |
4845.0 |
4873.0 |
4845.0 |
4851.0 |
-1.0 |
|
|
|
Sep11 |
110301 |
4841.0 |
4841.0 |
4841.0 |
4841.0 |
unch |
|
|
|
Total Volume and Open Interest |
33,154 |
206,342 |
+0 |
GSCI(CME) |
Mar11 |
110301 |
41.24 |
47.14 |
41.24 |
47.14 |
+10.50 |
|
|
|
Apr11 |
110301 |
47.24 |
53.64 |
47.24 |
53.64 |
+10.75 |
|
|
|
May11 |
110301 |
55.14 |
55.14 |
55.14 |
55.14 |
+10.75 |
|
|
|
Total Volume and Open Interest |
484 |
14,549 |
+0 |
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. |
|
|