|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed March 02, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110302 |
1365.00 |
1391.75 |
1364.50 |
1387.25 |
+19.75 |
21,470 |
15,315 |
+15,315 |
May11 |
110302 |
1374.50 |
1399.00 |
1372.00 |
1394.25 |
+19.00 |
87,004 |
250,970 |
+250,970 |
Jul11 |
110302 |
1381.75 |
1405.75 |
1378.75 |
1401.75 |
+19.75 |
26,035 |
122,476 |
+122,476 |
Aug11 |
110302 |
1370.00 |
1392.25 |
1370.00 |
1390.25 |
+20.25 |
2,260 |
6,610 |
+6,610 |
Sep11 |
110302 |
1345.00 |
1370.25 |
1345.00 |
1366.50 |
+19.25 |
822 |
6,140 |
+6,140 |
Nov11 |
110302 |
1327.25 |
1349.50 |
1325.50 |
1345.75 |
+17.50 |
16,210 |
161,002 |
+161,002 |
Jan12 |
110302 |
1331.50 |
1353.75 |
1330.75 |
1349.25 |
+16.50 |
562 |
21,643 |
+21,643 |
Total Volume and Open Interest |
155,651 |
612,247 |
-6,472 |
Soybean Meal(CBOT) |
Mar11 |
110302 |
358.00 |
363.50 |
357.00 |
359.00 |
+1.00 |
11,553 |
6,689 |
+6,689 |
May11 |
110302 |
363.40 |
369.70 |
361.50 |
364.40 |
+1.00 |
38,898 |
92,033 |
+92,033 |
Jul11 |
110302 |
365.50 |
372.00 |
364.50 |
367.30 |
+1.30 |
8,852 |
46,907 |
+46,907 |
Aug11 |
110302 |
362.00 |
369.10 |
362.00 |
364.40 |
+1.50 |
867 |
9,932 |
+9,932 |
Sep11 |
110302 |
358.40 |
362.00 |
356.80 |
357.80 |
+1.60 |
298 |
9,025 |
+9,025 |
Oct11 |
110302 |
345.50 |
350.80 |
345.50 |
347.00 |
-0.10 |
590 |
9,456 |
+9,456 |
Dec11 |
110302 |
345.30 |
351.00 |
344.60 |
347.10 |
+0.60 |
3,660 |
24,331 |
+24,331 |
Jan12 |
110302 |
349.60 |
349.60 |
346.70 |
347.10 |
+0.40 |
140 |
3,153 |
+3,153 |
Total Volume and Open Interest |
65,016 |
207,954 |
-414 |
Soybean Oil(CBOT) |
Mar11 |
110302 |
57.07 |
58.33 |
57.07 |
58.27 |
+1.20 |
17,489 |
10,964 |
+10,964 |
May11 |
110302 |
57.60 |
58.90 |
57.50 |
58.80 |
+1.20 |
61,285 |
177,152 |
+177,152 |
Jul11 |
110302 |
58.13 |
59.40 |
58.11 |
59.30 |
+1.17 |
17,535 |
90,827 |
+90,827 |
Aug11 |
110302 |
58.34 |
59.51 |
58.34 |
59.50 |
+1.16 |
3,834 |
10,472 |
+10,472 |
Sep11 |
110302 |
58.45 |
59.70 |
58.45 |
59.61 |
+1.16 |
1,230 |
11,131 |
+11,131 |
Oct11 |
110302 |
58.33 |
59.52 |
58.33 |
59.51 |
+1.15 |
1,326 |
12,447 |
+12,447 |
Dec11 |
110302 |
58.37 |
59.60 |
58.32 |
59.52 |
+1.12 |
8,608 |
47,027 |
+47,027 |
Jan12 |
110302 |
59.40 |
59.60 |
59.03 |
59.57 |
+1.12 |
0 |
1,028 |
+1,028 |
Total Volume and Open Interest |
111,359 |
365,369 |
+4,452 |
Canola(WCE) |
Mar11 |
110302 |
585.0 |
585.1 |
580.0 |
585.1 |
+7.4 |
1,961 |
1,337 |
+1,337 |
May11 |
110302 |
581.5 |
593.0 |
579.6 |
590.1 |
+7.5 |
8,831 |
100,252 |
+100,252 |
Jul11 |
110302 |
585.9 |
599.5 |
585.9 |
597.5 |
+7.7 |
1,380 |
27,515 |
+27,515 |
Nov11 |
110302 |
571.9 |
576.5 |
569.9 |
573.3 |
+1.8 |
774 |
59,317 |
+59,317 |
Jan12 |
110302 |
576.6 |
580.1 |
574.9 |
578.7 |
+2.4 |
10 |
3,700 |
+3,700 |
Total Volume and Open Interest |
12,964 |
194,808 |
-452 |
Corn(CBOT) |
Mar11 |
110302 |
726.25 |
732.50 |
699.75 |
714.00 |
-13.25 |
39,229 |
34,712 |
+34,712 |
May11 |
110302 |
734.00 |
740.75 |
707.00 |
721.50 |
-14.00 |
185,926 |
726,111 |
+726,111 |
Jul11 |
110302 |
737.00 |
743.50 |
711.00 |
725.25 |
-13.00 |
77,717 |
359,771 |
+359,771 |
Sep11 |
110302 |
652.25 |
660.00 |
639.75 |
652.50 |
-2.25 |
4,571 |
65,748 |
+65,748 |
Dec11 |
110302 |
603.25 |
611.50 |
595.50 |
605.50 |
+0.75 |
21,579 |
357,023 |
+357,023 |
Mar12 |
110302 |
612.00 |
620.00 |
605.00 |
614.00 |
-1.00 |
2,170 |
44,009 |
+44,009 |
Total Volume and Open Interest |
332,949 |
1,643,459 |
-7,719 |
Wheat(CBOT) |
Mar11 |
110302 |
771.00 |
793.00 |
768.75 |
776.75 |
+1.00 |
10,109 |
3,495 |
+3,495 |
May11 |
110302 |
809.75 |
831.75 |
796.25 |
811.25 |
+1.00 |
48,182 |
200,452 |
+200,452 |
Jul11 |
110302 |
840.25 |
858.25 |
825.00 |
839.75 |
-1.00 |
10,686 |
129,854 |
+129,854 |
Sep11 |
110302 |
865.25 |
884.00 |
853.00 |
866.50 |
-3.75 |
3,467 |
36,867 |
+36,867 |
Dec11 |
110302 |
888.00 |
901.75 |
873.25 |
885.25 |
-4.25 |
5,354 |
89,519 |
+89,519 |
Total Volume and Open Interest |
78,934 |
487,525 |
-2,921 |
Wheat(KCBT) |
Mar11 |
110302 |
899.00 |
916.00 |
887.50 |
900.00 |
-2.00 |
7,111 |
2,364 |
+2,364 |
May11 |
110302 |
909.25 |
932.75 |
895.75 |
910.00 |
-2.00 |
13,088 |
89,350 |
+89,350 |
Jul11 |
110302 |
918.50 |
941.75 |
905.50 |
918.50 |
-2.25 |
5,397 |
66,294 |
+66,294 |
Sep11 |
110302 |
926.50 |
947.50 |
917.50 |
927.25 |
-5.25 |
1,077 |
17,721 |
+17,721 |
Dec11 |
110302 |
943.50 |
961.50 |
930.00 |
939.50 |
-6.50 |
892 |
18,238 |
+18,238 |
Total Volume and Open Interest |
27,687 |
198,189 |
-2,754 |
Wheat(MGE) |
Mar11 |
110302 |
938.50 |
945.50 |
931.50 |
931.50 |
unch |
666 |
437 |
+437 |
May11 |
110302 |
938.00 |
961.50 |
927.25 |
940.50 |
+1.00 |
3,994 |
23,479 |
+23,479 |
Jul11 |
110302 |
943.00 |
966.25 |
934.00 |
946.75 |
+0.75 |
1,058 |
14,535 |
+14,535 |
Sep11 |
110302 |
941.00 |
963.25 |
933.50 |
947.00 |
+0.50 |
630 |
13,767 |
+13,767 |
Dec11 |
110302 |
950.25 |
967.00 |
941.25 |
953.50 |
-1.00 |
451 |
10,895 |
+10,895 |
Total Volume and Open Interest |
6,856 |
65,467 |
-323 |
Oats(CBOT) |
Mar11 |
110302 |
382.50 |
382.50 |
378.50 |
380.50 |
+0.50 |
163 |
126 |
+126 |
May11 |
110302 |
387.00 |
394.00 |
384.50 |
390.00 |
+0.50 |
839 |
8,935 |
+8,935 |
Jul11 |
110302 |
394.25 |
400.00 |
392.00 |
397.00 |
unch |
97 |
1,636 |
+1,636 |
Sep11 |
110302 |
393.00 |
393.00 |
389.75 |
392.00 |
+1.00 |
16 |
258 |
+258 |
Total Volume and Open Interest |
1,153 |
13,121 |
-64 |
Rough Rice(CBOT) |
Mar11 |
110302 |
13.98 |
13.98 |
13.71 |
13.71 |
-0.14 |
631 |
872 |
+872 |
May11 |
110302 |
14.22 |
14.34 |
13.93 |
14.02 |
-0.15 |
2,710 |
16,403 |
+16,403 |
Jul11 |
110302 |
14.62 |
14.62 |
14.27 |
14.31 |
-0.16 |
455 |
4,854 |
+4,854 |
Sep11 |
110302 |
14.90 |
14.91 |
14.60 |
14.65 |
-0.11 |
184 |
3,328 |
+3,328 |
Total Volume and Open Interest |
3,995 |
26,164 |
-358 |
Live Cattle(CME) |
Apr11 |
110302 |
111.430 |
113.250 |
111.035 |
112.200 |
+0.800 |
38,002 |
152,499 |
+152,499 |
Jun11 |
110302 |
113.400 |
114.850 |
112.700 |
114.180 |
+0.580 |
17,004 |
102,468 |
+102,468 |
Aug11 |
110302 |
116.000 |
117.050 |
115.250 |
116.650 |
+0.670 |
9,910 |
41,692 |
+41,692 |
Oct11 |
110302 |
119.080 |
120.100 |
118.500 |
119.730 |
+0.430 |
4,031 |
29,737 |
+29,737 |
Dec11 |
110302 |
119.300 |
120.250 |
118.785 |
120.080 |
+0.580 |
3,385 |
23,675 |
+23,675 |
Feb12 |
110302 |
119.385 |
120.200 |
118.850 |
120.180 |
+0.580 |
475 |
5,876 |
+5,876 |
Total Volume and Open Interest |
72,866 |
357,841 |
-1,851 |
Feeder Cattle(CME) |
Mar11 |
110302 |
128.500 |
130.130 |
128.000 |
129.380 |
+0.480 |
3,495 |
11,226 |
+11,226 |
Apr11 |
110302 |
130.250 |
132.035 |
129.880 |
131.400 |
+0.770 |
2,237 |
10,473 |
+10,473 |
May11 |
110302 |
131.075 |
133.035 |
130.785 |
132.535 |
+1.100 |
2,615 |
11,736 |
+11,736 |
Aug11 |
110302 |
131.650 |
133.880 |
131.650 |
133.535 |
+1.335 |
1,706 |
12,650 |
+12,650 |
Sep11 |
110302 |
132.000 |
133.150 |
131.285 |
132.750 |
+1.000 |
164 |
2,077 |
+2,077 |
Oct11 |
110302 |
131.550 |
133.000 |
131.000 |
132.800 |
+1.170 |
150 |
1,183 |
+1,183 |
Nov11 |
110302 |
131.035 |
132.035 |
130.500 |
132.000 |
+0.600 |
36 |
598 |
+598 |
Total Volume and Open Interest |
10,421 |
49,996 |
+93 |
Lean Hogs(CME) |
Apr11 |
110302 |
87.950 |
88.580 |
87.300 |
88.250 |
+0.150 |
18,126 |
86,006 |
+86,006 |
May11 |
110302 |
96.600 |
97.600 |
96.330 |
97.150 |
-0.150 |
106 |
3,042 |
+3,042 |
Jun11 |
110302 |
99.550 |
100.050 |
98.750 |
99.800 |
-0.130 |
9,765 |
71,159 |
+71,159 |
Jul11 |
110302 |
98.850 |
99.480 |
98.200 |
99.430 |
-0.020 |
2,492 |
24,775 |
+24,775 |
Aug11 |
110302 |
98.300 |
98.300 |
97.300 |
98.150 |
-0.280 |
3,185 |
20,903 |
+20,903 |
Oct11 |
110302 |
88.200 |
88.385 |
87.385 |
88.100 |
-0.400 |
1,854 |
19,729 |
+19,729 |
Dec11 |
110302 |
84.700 |
84.980 |
84.080 |
84.650 |
-0.300 |
1,082 |
10,789 |
+10,789 |
Feb12 |
110302 |
85.135 |
85.135 |
84.600 |
85.100 |
-0.250 |
75 |
2,605 |
+2,605 |
Total Volume and Open Interest |
36,737 |
240,902 |
-1,242 |
Class III Milk(CME) |
Mar11 |
110302 |
19.44 |
19.48 |
19.35 |
19.47 |
+0.03 |
321 |
6,533 |
+6,533 |
Apr11 |
110302 |
18.13 |
18.14 |
17.96 |
18.07 |
-0.04 |
359 |
5,768 |
+5,768 |
May11 |
110302 |
17.50 |
17.50 |
17.31 |
17.37 |
-0.13 |
162 |
4,640 |
+4,640 |
Jun11 |
110302 |
17.07 |
17.07 |
16.85 |
16.90 |
-0.15 |
105 |
3,680 |
+3,680 |
Jul11 |
110302 |
17.05 |
17.10 |
16.94 |
16.99 |
-0.08 |
51 |
2,661 |
+2,661 |
Total Volume and Open Interest |
1,242 |
40,539 |
+223 |
Cocoa(ICE) |
Mar11 |
110302 |
3701 |
3701 |
3701 |
3701 |
+41 |
10 |
74 |
+74 |
May11 |
110302 |
3623 |
3690 |
3578 |
3664 |
+44 |
7,077 |
74,119 |
+74,119 |
Jul11 |
110302 |
3582 |
3630 |
3535 |
3609 |
+36 |
1,050 |
25,675 |
+25,675 |
Sep11 |
110302 |
3520 |
3574 |
3481 |
3555 |
+37 |
411 |
12,344 |
+12,344 |
Dec11 |
110302 |
3462 |
3525 |
3429 |
3505 |
+44 |
272 |
17,364 |
+17,364 |
Mar12 |
110302 |
3486 |
3527 |
3470 |
3527 |
+41 |
456 |
22,966 |
+22,966 |
May12 |
110302 |
3526 |
3526 |
3526 |
3526 |
+44 |
91 |
4,774 |
+4,774 |
Total Volume and Open Interest |
9,663 |
161,659 |
+1,558 |
Coffee "C"(ICE) |
Mar11 |
110302 |
267.25 |
270.15 |
266.00 |
269.50 |
+0.20 |
104 |
687 |
+687 |
May11 |
110302 |
268.80 |
272.20 |
266.10 |
269.55 |
+0.25 |
9,711 |
78,169 |
+78,169 |
Jul11 |
110302 |
270.75 |
274.00 |
268.05 |
271.35 |
+0.25 |
1,575 |
19,773 |
+19,773 |
Sep11 |
110302 |
269.95 |
275.00 |
269.00 |
272.35 |
+0.10 |
575 |
8,423 |
+8,423 |
Dec11 |
110302 |
268.85 |
273.35 |
268.60 |
271.40 |
+0.10 |
353 |
12,857 |
+12,857 |
Mar12 |
110302 |
265.80 |
269.60 |
265.50 |
268.40 |
+0.25 |
97 |
1,874 |
+1,874 |
Total Volume and Open Interest |
12,534 |
122,885 |
-203 |
Orange Juice(ICE) |
Mar11 |
110302 |
180.95 |
181.00 |
179.50 |
180.40 |
-0.25 |
881 |
2,027 |
+2,027 |
May11 |
110302 |
175.45 |
177.90 |
175.45 |
176.30 |
+1.05 |
1,645 |
23,954 |
+23,954 |
Jul11 |
110302 |
172.50 |
173.80 |
172.20 |
172.55 |
+0.70 |
87 |
3,199 |
+3,199 |
Sep11 |
110302 |
168.80 |
169.90 |
168.45 |
168.95 |
+0.20 |
10 |
656 |
+656 |
Nov11 |
110302 |
160.75 |
163.00 |
160.10 |
162.90 |
+0.05 |
6 |
688 |
+688 |
Jan12 |
110302 |
161.90 |
161.90 |
160.95 |
160.95 |
+0.05 |
1 |
15 |
+15 |
Total Volume and Open Interest |
2,630 |
30,561 |
-816 |
Sugar #11(ICE) |
May11 |
110302 |
29.26 |
30.61 |
29.21 |
30.38 |
+1.12 |
54,391 |
235,653 |
+235,653 |
Jul11 |
110302 |
27.10 |
28.00 |
26.92 |
27.81 |
+0.88 |
29,465 |
171,840 |
+171,840 |
Oct11 |
110302 |
25.70 |
26.41 |
25.53 |
26.28 |
+0.76 |
8,623 |
77,901 |
+77,901 |
Mar12 |
110302 |
24.93 |
25.60 |
24.83 |
25.48 |
+0.66 |
5,136 |
54,166 |
+54,166 |
May12 |
110302 |
23.58 |
24.14 |
23.55 |
24.01 |
+0.52 |
663 |
14,161 |
+14,161 |
Total Volume and Open Interest |
100,503 |
595,489 |
-16,001 |
London Cocoa(LCE) |
Mar11 |
110302 |
2338 |
2355 |
2300 |
2354 |
+17 |
3,580 |
45,580 |
+45,580 |
May11 |
110302 |
2331 |
2348 |
2291 |
2346 |
+21 |
5,229 |
47,773 |
+47,773 |
Jul11 |
110302 |
2261 |
2292 |
2241 |
2289 |
+27 |
2,082 |
26,048 |
+26,048 |
Sep11 |
110302 |
2252 |
2269 |
2216 |
2262 |
+20 |
352 |
22,867 |
+22,867 |
Dec11 |
110302 |
2209 |
2238 |
2177 |
2235 |
+37 |
799 |
32,002 |
+32,002 |
Mar12 |
110302 |
2197 |
2225 |
2174 |
2222 |
+32 |
1,256 |
24,755 |
+24,755 |
May12 |
110302 |
2225 |
2225 |
2225 |
2225 |
+29 |
149 |
4,691 |
+4,691 |
Total Volume and Open Interest |
13,875 |
212,768 |
+3,964 |
London Sugar(LCE) |
May11 |
110302 |
739.80 |
762.40 |
734.20 |
760.50 |
+27.10 |
2,380 |
20,022 |
+20,022 |
Aug11 |
110302 |
709.70 |
734.00 |
709.00 |
733.50 |
+26.10 |
667 |
11,030 |
+11,030 |
Oct11 |
110302 |
669.80 |
688.90 |
669.70 |
688.60 |
+21.80 |
167 |
3,407 |
+3,407 |
Dec11 |
110302 |
658.30 |
670.20 |
658.30 |
670.20 |
+22.40 |
4 |
1,242 |
+1,242 |
Mar12 |
110302 |
649.00 |
664.50 |
649.00 |
664.50 |
+23.20 |
4 |
1,101 |
+1,101 |
Total Volume and Open Interest |
3,263 |
37,288 |
-120 |
Cotton(ICE) |
Mar11 |
110302 |
202.00 |
209.25 |
195.25 |
204.45 |
+8.58 |
85 |
412 |
+412 |
May11 |
110302 |
199.40 |
200.60 |
193.30 |
200.60 |
+7.00 |
2,488 |
71,607 |
+71,607 |
Jul11 |
110302 |
185.24 |
192.24 |
184.90 |
192.24 |
+7.00 |
1,964 |
36,815 |
+36,815 |
Oct11 |
110302 |
154.62 |
157.25 |
151.79 |
155.42 |
+3.24 |
14 |
370 |
+370 |
Dec11 |
110302 |
124.63 |
130.00 |
123.51 |
128.62 |
+3.74 |
4,407 |
56,915 |
+56,915 |
Mar12 |
110302 |
117.00 |
122.33 |
117.00 |
121.71 |
+3.83 |
614 |
3,903 |
+3,903 |
Total Volume and Open Interest |
9,869 |
174,074 |
-861 |
Lumber(CME) |
Mar11 |
110302 |
286.5 |
286.5 |
283.6 |
285.5 |
-2.5 |
399 |
1,560 |
+1,560 |
May11 |
110302 |
307.9 |
307.9 |
304.8 |
305.2 |
-4.0 |
823 |
5,756 |
+5,756 |
Jul11 |
110302 |
312.8 |
315.0 |
312.0 |
315.0 |
unch |
174 |
2,059 |
+2,059 |
Sep11 |
110302 |
315.3 |
318.8 |
314.5 |
318.8 |
unch |
18 |
227 |
+227 |
Total Volume and Open Interest |
1,414 |
9,606 |
-155 |
Crude Oil(NYM) |
Apr11 |
110302 |
100.48 |
102.50 |
99.21 |
102.23 |
+2.60 |
262,001 |
287,572 |
+287,572 |
May11 |
110302 |
102.25 |
103.94 |
100.96 |
103.48 |
+2.08 |
86,904 |
208,207 |
+208,207 |
Jun11 |
110302 |
102.95 |
104.58 |
101.71 |
104.03 |
+1.86 |
69,349 |
137,512 |
+137,512 |
Jul11 |
110302 |
103.33 |
104.99 |
102.44 |
104.47 |
+1.72 |
30,112 |
76,035 |
+76,035 |
Aug11 |
110302 |
103.49 |
105.30 |
102.93 |
104.72 |
+1.63 |
18,310 |
44,398 |
+44,398 |
Sep11 |
110302 |
103.86 |
105.48 |
103.23 |
104.90 |
+1.53 |
13,987 |
46,078 |
+46,078 |
Oct11 |
110302 |
103.74 |
105.07 |
103.52 |
105.03 |
+1.44 |
8,913 |
32,120 |
+32,120 |
Nov11 |
110302 |
104.20 |
105.40 |
103.62 |
105.14 |
+1.35 |
8,965 |
31,496 |
+31,496 |
Dec11 |
110302 |
104.05 |
105.82 |
103.61 |
105.19 |
+1.27 |
40,394 |
183,080 |
+183,080 |
Jan12 |
110302 |
104.34 |
105.35 |
103.81 |
105.13 |
+1.20 |
6,497 |
36,020 |
+36,020 |
Feb12 |
110302 |
104.28 |
105.22 |
103.98 |
104.96 |
+1.14 |
3,077 |
13,219 |
+13,219 |
Mar12 |
110302 |
104.41 |
104.96 |
103.64 |
104.76 |
+1.11 |
2,784 |
22,088 |
+22,088 |
Apr12 |
110302 |
103.79 |
104.49 |
103.66 |
104.49 |
+1.09 |
577 |
8,617 |
+8,617 |
May12 |
110302 |
103.25 |
104.21 |
103.25 |
104.21 |
+1.11 |
1,081 |
9,364 |
+9,364 |
Jun12 |
110302 |
102.91 |
104.07 |
102.85 |
103.97 |
+1.11 |
4,323 |
57,253 |
+57,253 |
Jul12 |
110302 |
103.71 |
103.71 |
103.71 |
103.71 |
+1.08 |
294 |
11,104 |
+11,104 |
Total Volume and Open Interest |
574,252 |
1,543,266 |
+19,225 |
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 |
110302 |
102.375 |
103.875 |
101.000 |
103.475 |
+2.075 |
461 |
1,622 |
+1,622 |
Jun11 |
110302 |
103.075 |
104.400 |
101.800 |
104.025 |
+1.850 |
120 |
316 |
+316 |
Jul11 |
110302 |
103.200 |
104.900 |
103.200 |
104.475 |
+1.725 |
1 |
46 |
+46 |
Aug11 |
110302 |
104.750 |
104.750 |
104.725 |
104.725 |
+1.625 |
1 |
13 |
+13 |
Sep11 |
110302 |
104.350 |
104.900 |
104.350 |
104.900 |
+1.525 |
0 |
10 |
+10 |
Oct11 |
110302 |
104.000 |
105.025 |
104.000 |
105.025 |
+1.425 |
0 |
45 |
+45 |
Nov11 |
110302 |
105.250 |
105.250 |
105.150 |
105.150 |
+1.350 |
0 |
3 |
+3 |
Dec11 |
110302 |
103.725 |
105.200 |
103.725 |
105.200 |
+1.275 |
7 |
180 |
+180 |
Total Volume and Open Interest |
11,729 |
6,593 |
-116 |
Heating Oil(NYM) |
Apr11 |
110302 |
304.78 |
308.25 |
300.57 |
305.77 |
+3.42 |
41,107 |
97,386 |
+97,386 |
May11 |
110302 |
305.98 |
309.38 |
302.58 |
306.92 |
+3.24 |
15,865 |
45,967 |
+45,967 |
Jun11 |
110302 |
306.43 |
310.53 |
303.77 |
308.04 |
+3.00 |
21,630 |
46,004 |
+46,004 |
Jul11 |
110302 |
308.30 |
311.37 |
305.19 |
309.55 |
+2.90 |
11,889 |
21,373 |
+21,373 |
Aug11 |
110302 |
307.99 |
312.70 |
307.04 |
311.01 |
+2.81 |
8,510 |
12,999 |
+12,999 |
Sep11 |
110302 |
311.00 |
314.36 |
309.76 |
312.66 |
+2.80 |
6,027 |
10,848 |
+10,848 |
Oct11 |
110302 |
311.52 |
315.38 |
310.98 |
314.28 |
+2.79 |
1,448 |
6,481 |
+6,481 |
Nov11 |
110302 |
312.75 |
316.15 |
312.75 |
315.96 |
+2.68 |
1,568 |
6,740 |
+6,740 |
Dec11 |
110302 |
313.94 |
319.56 |
313.25 |
317.54 |
+2.60 |
8,279 |
29,817 |
+29,817 |
Jan12 |
110302 |
316.60 |
319.82 |
316.60 |
319.09 |
+2.56 |
831 |
5,606 |
+5,606 |
Feb12 |
110302 |
316.88 |
319.29 |
316.88 |
319.29 |
+2.46 |
63 |
2,128 |
+2,128 |
Mar12 |
110302 |
317.25 |
318.14 |
317.00 |
318.14 |
+2.31 |
48 |
1,194 |
+1,194 |
Total Volume and Open Interest |
117,424 |
297,531 |
-3,232 |
Gasoline(NYMEX) |
Apr11 |
110302 |
301.00 |
304.77 |
297.72 |
302.95 |
+4.61 |
38,667 |
90,944 |
+90,944 |
May11 |
110302 |
301.81 |
305.67 |
299.00 |
303.82 |
+4.20 |
19,353 |
58,135 |
+58,135 |
Jun11 |
110302 |
301.84 |
305.09 |
298.30 |
303.17 |
+3.67 |
13,705 |
32,996 |
+32,996 |
Jul11 |
110302 |
300.75 |
303.33 |
297.79 |
302.02 |
+3.30 |
7,511 |
18,889 |
+18,889 |
Aug11 |
110302 |
298.78 |
302.48 |
297.61 |
300.60 |
+2.98 |
5,890 |
11,620 |
+11,620 |
Sep11 |
110302 |
295.33 |
300.42 |
294.82 |
298.39 |
+2.69 |
4,712 |
8,935 |
+8,935 |
Oct11 |
110302 |
283.70 |
287.37 |
283.70 |
286.33 |
+2.57 |
3,255 |
6,112 |
+6,112 |
Nov11 |
110302 |
283.75 |
283.75 |
282.70 |
283.51 |
+2.45 |
3,993 |
4,399 |
+4,399 |
Dec11 |
110302 |
281.80 |
284.01 |
278.16 |
281.92 |
+2.45 |
5,789 |
24,217 |
+24,217 |
Jan12 |
110302 |
283.89 |
283.89 |
280.71 |
282.34 |
+2.42 |
348 |
3,412 |
+3,412 |
Total Volume and Open Interest |
104,500 |
273,599 |
-6,554 |
e-miNY RBOB Gasoline(NYM) |
Apr11 |
110302 |
303.00 |
303.00 |
302.95 |
303.00 |
+4.70 |
0 |
2 |
+2 |
May11 |
110302 |
303.80 |
303.82 |
303.80 |
303.80 |
+4.20 |
0 |
1 |
+1 |
Jun11 |
110302 |
303.20 |
303.20 |
303.17 |
303.20 |
+3.70 |
0 |
1 |
+1 |
Jul11 |
110302 |
302.00 |
302.02 |
302.00 |
302.00 |
+3.30 |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Apr11 |
110302 |
3.856 |
3.885 |
3.796 |
3.818 |
-0.055 |
123,002 |
215,596 |
+215,596 |
May11 |
110302 |
3.937 |
3.960 |
3.871 |
3.894 |
-0.056 |
48,395 |
224,583 |
+224,583 |
Jun11 |
110302 |
4.015 |
4.024 |
3.938 |
3.961 |
-0.054 |
21,637 |
75,336 |
+75,336 |
Jul11 |
110302 |
4.071 |
4.093 |
4.011 |
4.037 |
-0.047 |
12,650 |
62,371 |
+62,371 |
Aug11 |
110302 |
4.107 |
4.124 |
4.046 |
4.071 |
-0.045 |
6,392 |
25,730 |
+25,730 |
Sep11 |
110302 |
4.100 |
4.121 |
4.058 |
4.084 |
-0.044 |
7,194 |
25,010 |
+25,010 |
Oct11 |
110302 |
4.170 |
4.173 |
4.104 |
4.130 |
-0.046 |
17,181 |
73,537 |
+73,537 |
Nov11 |
110302 |
4.360 |
4.367 |
4.302 |
4.319 |
-0.057 |
6,826 |
27,738 |
+27,738 |
Dec11 |
110302 |
4.643 |
4.644 |
4.575 |
4.587 |
-0.057 |
3,060 |
24,922 |
+24,922 |
Jan12 |
110302 |
4.782 |
4.783 |
4.712 |
4.726 |
-0.056 |
7,698 |
57,961 |
+57,961 |
Feb12 |
110302 |
4.735 |
4.765 |
4.708 |
4.720 |
-0.055 |
1,433 |
13,296 |
+13,296 |
Mar12 |
110302 |
4.681 |
4.700 |
4.651 |
4.661 |
-0.051 |
1,441 |
26,112 |
+26,112 |
Apr12 |
110302 |
4.539 |
4.570 |
4.517 |
4.535 |
-0.042 |
1,076 |
24,225 |
+24,225 |
May12 |
110302 |
4.599 |
4.599 |
4.560 |
4.567 |
-0.040 |
25 |
5,770 |
+5,770 |
Jun12 |
110302 |
4.606 |
4.640 |
4.597 |
4.602 |
-0.040 |
18 |
4,528 |
+4,528 |
Jul12 |
110302 |
4.660 |
4.685 |
4.631 |
4.644 |
-0.038 |
8 |
3,637 |
+3,637 |
Total Volume and Open Interest |
258,922 |
958,906 |
+2,310 |
Brent Crude Oil(ICE) |
Apr11 |
110302 |
116.20 |
117.81 |
114.53 |
116.35 |
+0.93 |
172,912 |
183,106 |
+183,106 |
May11 |
110302 |
116.15 |
117.56 |
114.41 |
116.18 |
+0.88 |
77,974 |
144,591 |
+144,591 |
Jun11 |
110302 |
115.92 |
117.32 |
114.24 |
115.97 |
+0.82 |
69,498 |
120,443 |
+120,443 |
Jul11 |
110302 |
115.56 |
117.00 |
114.17 |
115.71 |
+0.77 |
23,530 |
39,078 |
+39,078 |
Aug11 |
110302 |
115.17 |
116.70 |
113.96 |
115.47 |
+0.77 |
14,239 |
25,703 |
+25,703 |
Sep11 |
110302 |
114.84 |
116.36 |
113.68 |
115.17 |
+0.76 |
8,249 |
30,094 |
+30,094 |
Oct11 |
110302 |
114.56 |
116.07 |
113.47 |
114.91 |
+0.74 |
5,771 |
19,018 |
+19,018 |
Nov11 |
110302 |
114.05 |
115.76 |
113.40 |
114.65 |
+0.72 |
5,557 |
16,376 |
+16,376 |
Dec11 |
110302 |
114.04 |
115.60 |
113.00 |
114.40 |
+0.73 |
32,685 |
100,060 |
+100,060 |
Jan12 |
110302 |
114.16 |
114.16 |
114.16 |
114.16 |
+0.72 |
4,016 |
16,515 |
+16,515 |
Feb12 |
110302 |
113.10 |
113.94 |
113.10 |
113.94 |
+0.72 |
1,491 |
8,664 |
+8,664 |
Mar12 |
110302 |
113.66 |
113.66 |
113.66 |
113.66 |
+0.70 |
1,423 |
16,837 |
+16,837 |
Apr12 |
110302 |
113.27 |
113.27 |
113.27 |
113.27 |
+0.68 |
180 |
3,440 |
+3,440 |
May12 |
110302 |
112.83 |
112.83 |
112.83 |
112.83 |
+0.65 |
89 |
3,883 |
+3,883 |
Total Volume and Open Interest |
431,917 |
862,170 |
+11,216 |
Gas Oil(ICE) |
Mar11 |
110302 |
959.00 |
971.50 |
947.50 |
964.75 |
+24.00 |
40,108 |
122,102 |
+122,102 |
Apr11 |
110302 |
963.00 |
975.00 |
950.25 |
968.00 |
+23.75 |
72,835 |
164,128 |
+164,128 |
May11 |
110302 |
964.00 |
977.50 |
954.50 |
971.00 |
+23.50 |
25,636 |
78,684 |
+78,684 |
Jun11 |
110302 |
966.75 |
980.75 |
958.00 |
973.75 |
+23.00 |
23,822 |
65,211 |
+65,211 |
Jul11 |
110302 |
970.50 |
981.75 |
961.50 |
976.75 |
+22.50 |
7,366 |
26,290 |
+26,290 |
Aug11 |
110302 |
967.00 |
985.50 |
965.75 |
979.75 |
+21.75 |
3,817 |
24,349 |
+24,349 |
Sep11 |
110302 |
972.25 |
988.00 |
971.00 |
982.50 |
+21.25 |
4,938 |
23,585 |
+23,585 |
Oct11 |
110302 |
976.00 |
989.00 |
970.50 |
983.75 |
+20.75 |
1,707 |
20,076 |
+20,076 |
Nov11 |
110302 |
974.75 |
989.00 |
972.50 |
984.00 |
+20.50 |
1,086 |
15,949 |
+15,949 |
Dec11 |
110302 |
971.50 |
991.25 |
971.50 |
985.00 |
+20.50 |
8,911 |
55,051 |
+55,051 |
Total Volume and Open Interest |
194,610 |
689,866 |
-1,326 |
Ethanol(CBOT) |
Mar11 |
110302 |
2.590 |
2.590 |
2.560 |
2.590 |
-0.005 |
239 |
319 |
+319 |
Apr11 |
110302 |
2.618 |
2.618 |
2.560 |
2.594 |
+0.009 |
233 |
1,165 |
+1,165 |
May11 |
110302 |
2.620 |
2.620 |
2.556 |
2.585 |
+0.003 |
137 |
676 |
+676 |
Jun11 |
110302 |
2.599 |
2.599 |
2.575 |
2.588 |
-0.002 |
52 |
962 |
+962 |
Jul11 |
110302 |
2.605 |
2.615 |
2.582 |
2.585 |
-0.003 |
123 |
1,237 |
+1,237 |
Aug11 |
110302 |
2.577 |
2.580 |
2.565 |
2.578 |
-0.005 |
89 |
997 |
+997 |
Sep11 |
110302 |
2.477 |
2.477 |
2.465 |
2.472 |
-0.005 |
34 |
802 |
+802 |
Oct11 |
110302 |
2.334 |
2.353 |
2.320 |
2.327 |
-0.014 |
42 |
603 |
+603 |
Total Volume and Open Interest |
1,090 |
8,115 |
+22 |
WTI Crude Oil(ICE |
Apr11 |
110302 |
100.33 |
102.49 |
99.21 |
102.23 |
+2.60 |
51,805 |
91,938 |
+91,938 |
May11 |
110302 |
101.99 |
103.93 |
100.96 |
103.48 |
+2.08 |
35,244 |
78,929 |
+78,929 |
Jun11 |
110302 |
102.71 |
104.54 |
101.69 |
104.03 |
+1.86 |
37,008 |
73,829 |
+73,829 |
Jul11 |
110302 |
103.11 |
104.88 |
102.61 |
104.47 |
+1.72 |
13,792 |
28,902 |
+28,902 |
Aug11 |
110302 |
102.85 |
105.16 |
102.85 |
104.72 |
+1.63 |
5,115 |
14,666 |
+14,666 |
Sep11 |
110302 |
103.15 |
105.38 |
103.15 |
104.90 |
+1.53 |
4,270 |
26,650 |
+26,650 |
Oct11 |
110302 |
103.97 |
105.51 |
103.75 |
105.03 |
+1.44 |
3,782 |
18,538 |
+18,538 |
Nov11 |
110302 |
104.16 |
105.63 |
103.92 |
105.14 |
+1.35 |
3,824 |
12,733 |
+12,733 |
Dec11 |
110302 |
103.94 |
105.83 |
103.70 |
105.19 |
+1.27 |
15,022 |
90,522 |
+90,522 |
Jan12 |
110302 |
105.13 |
105.13 |
105.13 |
105.13 |
+1.20 |
921 |
9,824 |
+9,824 |
Feb12 |
110302 |
104.96 |
104.96 |
104.96 |
104.96 |
+1.14 |
387 |
2,054 |
+2,054 |
Mar12 |
110302 |
104.76 |
104.76 |
104.76 |
104.76 |
+1.11 |
165 |
4,410 |
+4,410 |
Apr12 |
110302 |
104.49 |
104.49 |
104.49 |
104.49 |
+1.09 |
92 |
2,865 |
+2,865 |
May12 |
110302 |
104.21 |
104.21 |
104.21 |
104.21 |
+1.11 |
57 |
1,075 |
+1,075 |
Jun12 |
110302 |
103.15 |
104.37 |
103.13 |
103.97 |
+1.11 |
704 |
27,114 |
+27,114 |
Jul12 |
110302 |
103.71 |
103.71 |
103.71 |
103.71 |
+1.08 |
6 |
555 |
+555 |
Total Volume and Open Interest |
176,390 |
570,306 |
-11,777 |
US Dollar Index(ICE) |
Mar11 |
110302 |
77.080 |
77.210 |
76.540 |
76.690 |
-0.392 |
19,312 |
45,746 |
+45,746 |
Jun11 |
110302 |
77.390 |
77.525 |
76.860 |
76.995 |
-0.412 |
540 |
1,605 |
+1,605 |
Sep11 |
110302 |
77.355 |
77.355 |
77.355 |
77.355 |
-0.412 |
0 |
10 |
+10 |
Total Volume and Open Interest |
19,852 |
47,362 |
+324 |
Australian Dollar(CME) |
Mar11 |
110302 |
101.21 |
101.67 |
100.69 |
101.52 |
+0.30 |
78,459 |
131,022 |
+131,022 |
Jun11 |
110302 |
100.03 |
100.50 |
99.55 |
100.37 |
+0.30 |
422 |
1,832 |
+1,832 |
Sep11 |
110302 |
99.11 |
99.11 |
98.81 |
99.11 |
+0.30 |
0 |
14 |
+14 |
Total Volume and Open Interest |
78,881 |
132,916 |
+3,145 |
British Pound(CME) |
Mar11 |
110302 |
162.61 |
163.43 |
162.14 |
163.28 |
+0.65 |
137,969 |
123,186 |
+123,186 |
Jun11 |
110302 |
162.51 |
163.26 |
161.97 |
163.10 |
+0.65 |
629 |
1,646 |
+1,646 |
Sep11 |
110302 |
162.81 |
162.81 |
162.15 |
162.81 |
+0.66 |
6 |
14 |
+14 |
Total Volume and Open Interest |
138,624 |
124,879 |
+7,391 |
Canadian Dollar(CME) |
Mar11 |
110302 |
102.57 |
102.98 |
102.26 |
102.85 |
+0.29 |
80,019 |
134,923 |
+134,923 |
Jun11 |
110302 |
102.39 |
102.77 |
102.07 |
102.64 |
+0.29 |
1,339 |
7,692 |
+7,692 |
Sep11 |
110302 |
102.10 |
102.49 |
102.05 |
102.36 |
+0.31 |
40 |
1,178 |
+1,178 |
Dec11 |
110302 |
101.62 |
102.09 |
101.62 |
102.04 |
+0.30 |
33 |
1,826 |
+1,826 |
Total Volume and Open Interest |
81,448 |
145,758 |
+3,865 |
Japanese Yen(CME) |
Mar11 |
110302 |
122.12 |
122.61 |
121.78 |
122.14 |
+0.06 |
124,000 |
127,771 |
+127,771 |
Jun11 |
110302 |
122.22 |
122.70 |
121.91 |
122.22 |
+0.05 |
2,245 |
5,108 |
+5,108 |
Sep11 |
110302 |
122.36 |
122.36 |
122.30 |
122.36 |
+0.06 |
2 |
37 |
+37 |
Total Volume and Open Interest |
126,247 |
132,944 |
+3,979 |
Swiss Franc(CME) |
Mar11 |
110302 |
107.69 |
108.69 |
107.64 |
108.27 |
+0.74 |
37,423 |
53,322 |
+53,322 |
Jun11 |
110302 |
107.84 |
108.77 |
107.62 |
108.36 |
+0.74 |
171 |
773 |
+773 |
Sep11 |
110302 |
108.84 |
108.84 |
107.70 |
108.44 |
+0.74 |
4 |
8 |
+8 |
Total Volume and Open Interest |
37,598 |
54,114 |
+2,066 |
EuroFX(CME) |
Mar11 |
110302 |
137.74 |
138.90 |
137.42 |
138.60 |
+0.90 |
272,105 |
209,288 |
+209,288 |
Jun11 |
110302 |
137.56 |
138.72 |
137.29 |
138.43 |
+0.90 |
2,406 |
7,504 |
+7,504 |
Sep11 |
110302 |
137.75 |
138.20 |
137.24 |
138.14 |
+0.90 |
18 |
85 |
+85 |
Total Volume and Open Interest |
274,531 |
217,238 |
+10,246 |
Mexican Peso(CME) |
Mar11 |
110302 |
824.5 |
827.0 |
821.8 |
826.8 |
+2.8 |
18,350 |
131,389 |
+131,389 |
Apr11 |
110302 |
826.2 |
826.2 |
823.5 |
826.2 |
+2.8 |
|
|
|
Total Volume and Open Interest |
19,548 |
134,922 |
+145 |
30-Year T-Bonds(CBOT) |
Mar11 |
110302 |
121~160 |
121~170 |
121~020 |
121~020 |
-0~300 |
|
|
|
Jun11 |
110302 |
120~170 |
120~260 |
119~090 |
119~150 |
-0~300 |
276,947 |
587,676 |
+587,676 |
Sep11 |
110302 |
117~280 |
118~260 |
117~280 |
117~280 |
-0~300 |
0 |
1 |
+1 |
Total Volume and Open Interest |
396,264 |
669,914 |
-39,324 |
10-Year T-Notes(CBOT) |
Mar11 |
110302 |
120~175 |
120~230 |
119~305 |
120~020 |
-0~120 |
380,265 |
130,432 |
+130,432 |
Jun11 |
110302 |
119~070 |
119~125 |
118~195 |
118~230 |
-0~130 |
966,189 |
1,372,877 |
+1,372,877 |
Sep11 |
110302 |
117~170 |
117~300 |
117~170 |
117~170 |
-0~130 |
0 |
4 |
+4 |
Total Volume and Open Interest |
1,346,454 |
1,503,317 |
-37,750 |
5-Year T-Notes(CBOT) |
Mar11 |
110302 |
118~004 |
118~018 |
117~086 |
117~097 |
-0~027 |
219,628 |
136,819 |
+136,819 |
Jun11 |
110302 |
117~016 |
117~027 |
116~095 |
116~107 |
-0~025 |
508,208 |
1,106,296 |
+1,106,296 |
Sep11 |
110302 |
116~005 |
116~030 |
116~005 |
116~005 |
-0~025 |
|
|
|
Total Volume and Open Interest |
727,836 |
1,243,115 |
+8,145 |
2 Year T-Notes(CBOT) |
Mar11 |
110302 |
109~070 |
109~072 |
109~060 |
109~063 |
-0~006 |
139,417 |
109,002 |
+109,002 |
Jun11 |
110302 |
109~027 |
109~030 |
109~016 |
109~019 |
-0~006 |
328,084 |
802,319 |
+802,319 |
Sep11 |
110302 |
108~111 |
108~117 |
108~111 |
108~111 |
-0~006 |
|
|
|
Total Volume and Open Interest |
467,501 |
911,321 |
-23,119 |
Eurodollars(CME) |
Mar11 |
110302 |
99.688 |
99.690 |
99.685 |
99.685 |
unch |
112,923 |
1,024,210 |
+1,024,210 |
Jun11 |
110302 |
99.640 |
99.645 |
99.625 |
99.630 |
-0.015 |
152,031 |
1,205,092 |
+1,205,092 |
Sep11 |
110302 |
99.565 |
99.565 |
99.535 |
99.540 |
-0.025 |
161,229 |
1,343,996 |
+1,343,996 |
Dec11 |
110302 |
99.420 |
99.420 |
99.380 |
99.385 |
-0.035 |
206,227 |
1,285,288 |
+1,285,288 |
Mar12 |
110302 |
99.170 |
99.170 |
99.125 |
99.130 |
-0.035 |
287,483 |
1,099,933 |
+1,099,933 |
Jun12 |
110302 |
98.830 |
98.840 |
98.775 |
98.790 |
-0.025 |
236,643 |
747,449 |
+747,449 |
Sep12 |
110302 |
98.460 |
98.485 |
98.405 |
98.425 |
-0.025 |
172,881 |
551,671 |
+551,671 |
Dec12 |
110302 |
98.140 |
98.160 |
98.065 |
98.095 |
-0.025 |
148,318 |
440,556 |
+440,556 |
Mar13 |
110302 |
97.850 |
97.875 |
97.770 |
97.805 |
-0.025 |
90,175 |
283,701 |
+283,701 |
Jun13 |
110302 |
97.575 |
97.605 |
97.490 |
97.525 |
-0.030 |
74,183 |
209,780 |
+209,780 |
Sep13 |
110302 |
97.315 |
97.345 |
97.225 |
97.260 |
-0.035 |
57,497 |
201,178 |
+201,178 |
Dec13 |
110302 |
97.055 |
97.085 |
96.970 |
96.995 |
-0.045 |
47,651 |
176,400 |
+176,400 |
Mar14 |
110302 |
96.815 |
96.850 |
96.740 |
96.755 |
-0.050 |
15,847 |
127,604 |
+127,604 |
Jun14 |
110302 |
96.580 |
96.620 |
96.500 |
96.520 |
-0.055 |
12,915 |
98,602 |
+98,602 |
Sep14 |
110302 |
96.360 |
96.390 |
96.275 |
96.295 |
-0.060 |
9,642 |
59,661 |
+59,661 |
Dec14 |
110302 |
96.135 |
96.175 |
96.045 |
96.065 |
-0.065 |
9,554 |
75,159 |
+75,159 |
Mar15 |
110302 |
95.945 |
95.985 |
95.850 |
95.870 |
-0.065 |
5,325 |
55,210 |
+55,210 |
Jun15 |
110302 |
4.015 |
4.050 |
3.920 |
3.935 |
-0.070 |
5,986 |
38,903 |
+38,903 |
Total Volume and Open Interest |
1,819,446 |
9,198,115 |
+76,592 |
30 Day Federal Funds(CBOT) |
Mar11 |
110302 |
99.850 |
99.855 |
99.845 |
99.850 |
unch |
7,296 |
65,200 |
+65,200 |
Apr11 |
110302 |
99.855 |
99.860 |
99.855 |
99.860 |
unch |
2,373 |
56,276 |
+56,276 |
May11 |
110302 |
99.865 |
99.865 |
99.860 |
99.860 |
unch |
2,616 |
62,910 |
+62,910 |
Jun11 |
110302 |
99.860 |
99.865 |
99.855 |
99.855 |
unch |
3,493 |
46,034 |
+46,034 |
Jul11 |
110302 |
99.850 |
99.850 |
99.845 |
99.845 |
unch |
5,116 |
48,929 |
+48,929 |
Aug11 |
110302 |
99.840 |
99.840 |
99.830 |
99.835 |
unch |
2,178 |
36,697 |
+36,697 |
Total Volume and Open Interest |
59,313 |
635,693 |
+12,972 |
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 |
110302 |
99.665 |
99.665 |
99.662 |
99.662 |
unch |
0 |
4,371 |
+4,371 |
Jun11 |
110302 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
0 |
150 |
+150 |
Sep11 |
110302 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Dec11 |
110302 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
0 |
75 |
+75 |
Mar12 |
110302 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Jun12 |
110302 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep12 |
110302 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Dec12 |
110302 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Mar13 |
110302 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Jun13 |
110302 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
4,596 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110302 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
6,006 |
+6,006 |
Jun11 |
110302 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
350 |
1,422 |
+1,422 |
Sep11 |
110302 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
766 |
+766 |
Dec11 |
110302 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
1,910 |
+1,910 |
Mar12 |
110302 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
405 |
+405 |
Jun12 |
110302 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+754 |
Sep12 |
110302 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
310 |
+310 |
Dec12 |
110302 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
4 |
+4 |
Total Volume and Open Interest |
350 |
11,578 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110302 |
139.52 |
139.79 |
139.48 |
139.72 |
+0.48 |
3,266 |
13,349 |
+13,349 |
Jun11 |
110302 |
138.40 |
138.92 |
138.40 |
138.90 |
+0.55 |
24 |
1,516 |
+1,516 |
Sep11 |
110302 |
136.47 |
136.47 |
136.47 |
136.47 |
+0.55 |
|
|
|
Total Volume and Open Interest |
3,290 |
14,749 |
+1,278 |
Euro-Bund(EUREX) |
Mar11 |
110302 |
124.37 |
124.49 |
123.68 |
123.87 |
-0.19 |
752,084 |
1,635,458 |
+1,635,458 |
Jun11 |
110302 |
122.93 |
123.04 |
122.25 |
122.43 |
-0.18 |
35,333 |
167,768 |
+167,768 |
Sep11 |
110302 |
121.88 |
122.01 |
121.88 |
122.01 |
-0.25 |
105 |
358 |
+358 |
Total Volume and Open Interest |
787,522 |
1,803,584 |
+442,423 |
Euro-Bobl(EUREX) |
Mar11 |
110302 |
117.25 |
117.33 |
116.82 |
116.99 |
-0.10 |
509,641 |
959,243 |
+959,243 |
Jun11 |
110302 |
115.78 |
115.86 |
115.37 |
115.53 |
-0.10 |
50,270 |
169,251 |
+169,251 |
Sep11 |
110302 |
114.98 |
114.98 |
114.98 |
114.98 |
-0.06 |
|
|
|
Total Volume and Open Interest |
559,911 |
1,128,494 |
+105,448 |
3-Mth Euribor(EUREX) |
Mar11 |
110302 |
98.865 |
98.870 |
98.865 |
98.870 |
+0.005 |
0 |
5,970 |
+5,970 |
Jun11 |
110302 |
98.555 |
98.555 |
98.545 |
98.545 |
-0.005 |
9 |
9,477 |
+9,477 |
Sep11 |
110302 |
98.280 |
98.280 |
98.280 |
98.280 |
-0.005 |
0 |
2,197 |
+2,197 |
Total Volume and Open Interest |
9 |
25,474 |
-355 |
Long Gilt(LIFFE) |
Mar11 |
110302 |
117~26 |
118~04 |
117~20 |
117~20 |
-0~04 |
31,760 |
40,855 |
+40,855 |
Jun11 |
110302 |
116~21 |
116~28 |
116~09 |
116~10 |
-0~04 |
110,937 |
284,928 |
+284,928 |
Total Volume and Open Interest |
142,697 |
325,783 |
+1,292 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110302 |
99.16 |
99.18 |
99.13 |
99.16 |
-0.01 |
23,374 |
315,202 |
+315,202 |
Jun11 |
110302 |
98.91 |
98.93 |
98.90 |
98.91 |
unch |
54,417 |
362,852 |
+362,852 |
Sep11 |
110302 |
98.67 |
98.69 |
98.65 |
98.66 |
unch |
33,840 |
346,152 |
+346,152 |
Dec11 |
110302 |
98.42 |
98.44 |
98.38 |
98.39 |
-0.01 |
73,428 |
369,488 |
+369,488 |
Mar12 |
110302 |
98.16 |
98.18 |
98.12 |
98.12 |
-0.02 |
67,584 |
267,622 |
+267,622 |
Jun12 |
110302 |
97.88 |
97.91 |
97.84 |
97.84 |
-0.02 |
36,061 |
180,623 |
+180,623 |
Total Volume and Open Interest |
349,079 |
2,296,320 |
-7,640 |
3-Mth Euribor(LIFFE) |
Mar11 |
110302 |
98.865 |
98.875 |
98.860 |
98.870 |
+0.015 |
|
|
|
Jun11 |
110302 |
98.550 |
98.570 |
98.540 |
98.545 |
-0.005 |
111,840 |
647,596 |
+647,596 |
Sep11 |
110302 |
98.285 |
98.315 |
98.275 |
98.280 |
-0.005 |
101,059 |
629,426 |
+629,426 |
Total Volume and Open Interest |
749,813 |
3,714,144 |
+4,331 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110302 |
95.03 |
95.04 |
95.02 |
95.04 |
unch |
17,043 |
105,141 |
+105,141 |
Jun11 |
110302 |
94.96 |
94.98 |
94.94 |
94.98 |
+0.02 |
21,023 |
198,740 |
+198,740 |
Sep11 |
110302 |
94.83 |
94.86 |
94.82 |
94.86 |
+0.02 |
17,895 |
132,548 |
+132,548 |
Dec11 |
110302 |
94.70 |
94.75 |
94.68 |
94.74 |
+0.03 |
10,932 |
71,704 |
+71,704 |
Mar12 |
110302 |
94.60 |
94.65 |
94.58 |
94.65 |
+0.04 |
3,644 |
56,636 |
+56,636 |
Jun12 |
110302 |
94.52 |
94.60 |
94.52 |
94.60 |
+0.05 |
1,072 |
43,585 |
+43,585 |
Sep12 |
110302 |
94.46 |
94.55 |
94.46 |
94.55 |
+0.06 |
1,293 |
31,262 |
+31,262 |
Dec12 |
110302 |
94.42 |
94.49 |
94.42 |
94.49 |
+0.05 |
1,384 |
18,106 |
+18,106 |
Mar13 |
110302 |
94.40 |
94.46 |
94.40 |
94.46 |
+0.05 |
17 |
3,420 |
+3,420 |
Jun13 |
110302 |
94.34 |
94.45 |
94.34 |
94.45 |
+0.03 |
11 |
611 |
+611 |
Total Volume and Open Interest |
74,321 |
663,445 |
+11,101 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110302 |
94.48 |
94.52 |
94.44 |
94.51 |
+0.03 |
54,751 |
382,214 |
+382,214 |
Jun11 |
110302 |
94.51 |
94.51 |
94.51 |
94.51 |
+0.03 |
5 |
5 |
+5 |
Total Volume and Open Interest |
54,756 |
382,219 |
-430 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110301 |
94.90 |
94.91 |
94.84 |
94.88 |
-0.02 |
|
|
|
Jun11 |
110302 |
94.88 |
94.88 |
94.88 |
94.88 |
unch |
|
|
|
Total Volume and Open Interest |
176,041 |
540,534 |
-6,834 |
Gold(CMX) |
Apr11 |
110302 |
1434.9 |
1441.0 |
1428.2 |
1437.7 |
+6.5 |
115,324 |
325,453 |
+325,453 |
Jun11 |
110302 |
1435.0 |
1442.2 |
1430.0 |
1439.3 |
+6.6 |
7,167 |
68,083 |
+68,083 |
Aug11 |
110302 |
1438.2 |
1443.1 |
1432.5 |
1440.7 |
+6.6 |
1,003 |
22,941 |
+22,941 |
Oct11 |
110302 |
1438.8 |
1443.8 |
1433.9 |
1442.2 |
+6.7 |
112 |
7,838 |
+7,838 |
Dec11 |
110302 |
1440.0 |
1446.2 |
1434.3 |
1443.6 |
+6.7 |
775 |
27,444 |
+27,444 |
Feb12 |
110302 |
1437.4 |
1448.0 |
1437.4 |
1445.4 |
+6.7 |
521 |
7,098 |
+7,098 |
Apr12 |
110302 |
1439.8 |
1447.5 |
1439.8 |
1447.5 |
+6.7 |
1 |
5,326 |
+5,326 |
Jun12 |
110302 |
1450.1 |
1450.1 |
1450.1 |
1450.1 |
+6.7 |
9 |
6,727 |
+6,727 |
Aug12 |
110302 |
1447.6 |
1453.1 |
1447.6 |
1453.1 |
+6.7 |
0 |
978 |
+978 |
Oct12 |
110302 |
1456.6 |
1456.6 |
1456.6 |
1456.6 |
+6.6 |
0 |
789 |
+789 |
Dec12 |
110302 |
1454.3 |
1463.5 |
1453.0 |
1460.9 |
+6.5 |
26 |
12,218 |
+12,218 |
Total Volume and Open Interest |
126,564 |
509,724 |
+3,824 |
Silver(CMX) |
Mar11 |
110302 |
3470.0 |
3493.0 |
3424.0 |
3482.5 |
+40.9 |
4,514 |
2,833 |
+2,833 |
May11 |
110302 |
3470.0 |
3497.5 |
3421.0 |
3483.5 |
+40.8 |
56,446 |
84,753 |
+84,753 |
Jul11 |
110302 |
3469.5 |
3497.5 |
3423.5 |
3483.7 |
+41.5 |
1,297 |
12,581 |
+12,581 |
Sep11 |
110302 |
3455.0 |
3495.0 |
3437.0 |
3482.9 |
+42.1 |
284 |
5,083 |
+5,083 |
Dec11 |
110302 |
3462.0 |
3494.0 |
3422.5 |
3481.5 |
+42.3 |
663 |
14,041 |
+14,041 |
Mar12 |
110302 |
3470.0 |
3487.0 |
3425.0 |
3475.3 |
+43.2 |
57 |
827 |
+827 |
May12 |
110302 |
3470.7 |
3470.7 |
3470.7 |
3470.7 |
+43.5 |
0 |
219 |
+219 |
Total Volume and Open Interest |
63,925 |
136,214 |
+735 |
Platinum(NYMEX) |
Apr11 |
110302 |
1845.0 |
1865.5 |
1829.2 |
1859.3 |
+14.2 |
5,416 |
35,814 |
+35,814 |
Jul11 |
110302 |
1840.3 |
1868.8 |
1836.0 |
1863.0 |
+14.1 |
637 |
3,305 |
+3,305 |
Oct11 |
110302 |
1861.7 |
1870.0 |
1861.7 |
1864.8 |
+14.1 |
18 |
474 |
+474 |
Jan12 |
110302 |
1867.4 |
1867.4 |
1867.4 |
1867.4 |
+14.1 |
0 |
11 |
+11 |
Total Volume and Open Interest |
6,071 |
39,639 |
-62 |
Palladium(NYMEX) |
Mar11 |
110302 |
813.50 |
821.90 |
807.70 |
820.40 |
+6.05 |
507 |
537 |
+537 |
Jun11 |
110302 |
817.10 |
826.10 |
809.80 |
822.65 |
+5.95 |
4,600 |
21,947 |
+21,947 |
Sep11 |
110302 |
816.50 |
824.45 |
816.50 |
823.90 |
+5.90 |
11 |
73 |
+73 |
Total Volume and Open Interest |
5,126 |
22,615 |
+501 |
Copper(CMX) |
Mar11 |
110302 |
444.35 |
449.10 |
443.70 |
448.00 |
-1.05 |
3,740 |
7,405 |
+7,405 |
May11 |
110302 |
446.50 |
451.85 |
445.40 |
449.80 |
-1.15 |
25,745 |
97,904 |
+97,904 |
Jul11 |
110302 |
449.15 |
452.85 |
446.85 |
451.05 |
-1.10 |
1,628 |
25,475 |
+25,475 |
Sep11 |
110302 |
449.50 |
452.70 |
449.50 |
451.85 |
-1.00 |
571 |
6,376 |
+6,376 |
Dec11 |
110302 |
448.00 |
452.25 |
448.00 |
452.25 |
-0.90 |
82 |
6,149 |
+6,149 |
Total Volume and Open Interest |
33,472 |
149,834 |
+1,165 |
DJIA Index(CBOT) |
Mar11 |
110302 |
12006 |
12100 |
11985 |
12046 |
+24 |
858 |
12,826 |
+12,826 |
Jun11 |
110302 |
11983 |
11983 |
11958 |
11983 |
+25 |
2 |
18 |
+18 |
Sep11 |
110302 |
11928 |
11928 |
11903 |
11928 |
+25 |
|
|
|
Dec11 |
110302 |
11873 |
11873 |
11848 |
11873 |
+25 |
0 |
1 |
+1 |
Total Volume and Open Interest |
860 |
12,845 |
-129 |
S & P 500(CME) |
Mar11 |
110302 |
1301.60 |
1313.50 |
1296.30 |
1305.80 |
+4.70 |
22,663 |
322,328 |
+322,328 |
Jun11 |
110302 |
1308.10 |
1308.10 |
1296.10 |
1300.80 |
+4.70 |
1,273 |
19,989 |
+19,989 |
Sep11 |
110302 |
1295.70 |
1303.00 |
1295.70 |
1295.70 |
+4.70 |
1 |
3,084 |
+3,084 |
Dec11 |
110302 |
1291.00 |
1297.90 |
1285.90 |
1290.60 |
+4.70 |
0 |
627 |
+627 |
Total Volume and Open Interest |
23,937 |
346,028 |
-967 |
S & P 500 E-Mini(Globex) |
Mar11 |
110302 |
1301.25 |
1313.75 |
1296.25 |
1305.75 |
+4.75 |
1,941,581 |
2,852,603 |
+2,852,603 |
Jun11 |
110302 |
1296.00 |
1308.50 |
1291.50 |
1300.75 |
+4.75 |
14,859 |
61,779 |
+61,779 |
Total Volume and Open Interest |
1,957,136 |
2,914,672 |
-8,569 |
NASDAQ 100(CME) |
Mar11 |
110302 |
2311.50 |
2340.00 |
2302.80 |
2323.30 |
+11.80 |
661 |
18,530 |
+18,530 |
Jun11 |
110302 |
2310.00 |
2338.00 |
2310.00 |
2321.00 |
+11.70 |
0 |
1,268 |
+1,268 |
Sep11 |
110302 |
2318.50 |
2320.00 |
2318.50 |
2318.50 |
+11.70 |
0 |
1 |
+1 |
Total Volume and Open Interest |
661 |
19,799 |
+73 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110302 |
2311.30 |
2341.00 |
2301.80 |
2323.30 |
+11.80 |
232,535 |
366,709 |
+366,709 |
Jun11 |
110302 |
2309.00 |
2338.00 |
2300.30 |
2321.00 |
+11.70 |
323 |
2,154 |
+2,154 |
Total Volume and Open Interest |
232,858 |
368,879 |
-8,082 |
S & P Midcap 400(CME) |
Mar11 |
110302 |
947.00 |
964.00 |
945.65 |
953.30 |
+6.20 |
8 |
3,099 |
+3,099 |
Jun11 |
110302 |
950.70 |
950.70 |
949.50 |
950.70 |
+6.20 |
|
|
|
Sep11 |
110302 |
948.60 |
948.60 |
947.40 |
948.60 |
+6.20 |
|
|
|
Total Volume and Open Interest |
8 |
3,099 |
+4 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110302 |
10515 |
10515 |
10515 |
10515 |
-85 |
|
|
|
Jun11 |
110302 |
10580 |
10580 |
10460 |
10490 |
-85 |
250 |
908 |
+908 |
Total Volume and Open Interest |
10,327 |
45,478 |
+865 |
Nikkei 225(SGX) |
Mar11 |
110302 |
10760 |
10785 |
10480 |
10490 |
-270 |
152,223 |
250,769 |
+250,769 |
Jun11 |
110302 |
10685 |
10705 |
10415 |
10415 |
-270 |
223 |
5,377 |
+5,377 |
Sep11 |
110302 |
10410 |
10410 |
10410 |
10410 |
-275 |
0 |
200 |
+200 |
Total Volume and Open Interest |
152,446 |
265,998 |
-4,779 |
CAC 40(EURONEXT) |
Mar11 |
110302 |
4036.0 |
4056.0 |
4010.0 |
4036.5 |
-31.5 |
122,225 |
359,844 |
+359,844 |
Apr11 |
110302 |
4038.0 |
4056.5 |
4021.0 |
4039.5 |
-31.5 |
140 |
635 |
+635 |
May11 |
110302 |
3959.5 |
3967.0 |
3959.5 |
3967.0 |
-31.5 |
0 |
16 |
+16 |
Total Volume and Open Interest |
122,373 |
360,572 |
+4,338 |
Hang Seng Index(HKFE) |
Mar11 |
110302 |
23067 |
23135 |
22822 |
22940 |
-440 |
91,926 |
77,692 |
+77,692 |
Apr11 |
110302 |
23000 |
23100 |
22805 |
22920 |
-427 |
379 |
424 |
+424 |
Total Volume and Open Interest |
92,627 |
81,044 |
+396 |
DAX(EUREX) |
Mar11 |
110302 |
7155.5 |
7207.0 |
7125.5 |
7191.5 |
-33.0 |
145,366 |
274,765 |
+274,765 |
Jun11 |
110302 |
7185.0 |
7228.0 |
7150.0 |
7215.0 |
-33.0 |
313 |
18,337 |
+18,337 |
Sep11 |
110302 |
7219.5 |
7237.5 |
7180.5 |
7237.5 |
-33.0 |
59 |
823 |
+823 |
Total Volume and Open Interest |
145,738 |
293,925 |
+18,418 |
FT-SE 100(EURONEXT) |
Mar11 |
110302 |
5857.50 |
5926.00 |
5847.50 |
5905.00 |
-9.00 |
112,305 |
642,738 |
+642,738 |
Jun11 |
110302 |
5820.00 |
5882.00 |
5808.50 |
5863.00 |
-9.00 |
110 |
8,129 |
+8,129 |
Sep11 |
110302 |
5828.50 |
5828.50 |
5828.50 |
5828.50 |
-9.00 |
0 |
403 |
+403 |
Total Volume and Open Interest |
112,415 |
651,405 |
-1,864 |
SPI 200(SFE) |
Mar11 |
110302 |
4828.0 |
4842.0 |
4761.0 |
4785.0 |
-40.0 |
32,493 |
197,815 |
+197,815 |
Jun11 |
110302 |
4862.0 |
4862.0 |
4795.0 |
4812.0 |
-39.0 |
69 |
4,158 |
+4,158 |
Sep11 |
110302 |
4802.0 |
4802.0 |
4802.0 |
4802.0 |
-39.0 |
0 |
2,487 |
+2,487 |
Total Volume and Open Interest |
32,724 |
206,607 |
+265 |
GSCI(CME) |
Mar11 |
110302 |
54.64 |
58.64 |
54.64 |
55.64 |
+8.50 |
310 |
14,460 |
+14,460 |
Apr11 |
110302 |
60.94 |
63.89 |
52.64 |
60.94 |
+7.30 |
2 |
25 |
+25 |
May11 |
110302 |
62.14 |
64.64 |
54.64 |
62.14 |
+7.00 |
|
|
|
Total Volume and Open Interest |
312 |
14,485 |
-64 |
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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