|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu March 03, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110303 |
1385.00 |
1406.75 |
1380.00 |
1405.50 |
+18.25 |
9,490 |
12,043 |
-3,272 |
May11 |
110303 |
1390.50 |
1414.50 |
1384.50 |
1412.00 |
+17.75 |
99,096 |
252,550 |
+1,580 |
Jul11 |
110303 |
1398.00 |
1422.00 |
1392.75 |
1419.25 |
+17.50 |
40,436 |
123,910 |
+1,434 |
Aug11 |
110303 |
1385.75 |
1409.50 |
1382.25 |
1406.25 |
+16.00 |
3,022 |
6,332 |
-278 |
Sep11 |
110303 |
1365.00 |
1383.25 |
1361.75 |
1382.50 |
+16.00 |
1,322 |
6,318 |
+178 |
Nov11 |
110303 |
1343.50 |
1365.00 |
1335.75 |
1362.50 |
+16.75 |
21,891 |
161,486 |
+484 |
Jan12 |
110303 |
1348.25 |
1367.25 |
1348.25 |
1365.75 |
+16.50 |
444 |
21,655 |
+12 |
Total Volume and Open Interest |
177,493 |
612,668 |
+421 |
Soybean Meal(CBOT) |
Mar11 |
110303 |
358.50 |
367.00 |
358.10 |
366.80 |
+7.80 |
9,083 |
5,159 |
-1,530 |
May11 |
110303 |
364.30 |
373.00 |
362.50 |
372.50 |
+8.10 |
41,210 |
92,066 |
+33 |
Jul11 |
110303 |
367.30 |
375.70 |
366.20 |
375.60 |
+8.30 |
12,761 |
47,060 |
+153 |
Aug11 |
110303 |
364.90 |
372.50 |
364.00 |
372.50 |
+8.10 |
1,521 |
10,283 |
+351 |
Sep11 |
110303 |
357.00 |
365.80 |
357.00 |
365.80 |
+8.00 |
860 |
9,165 |
+140 |
Oct11 |
110303 |
348.50 |
355.40 |
346.70 |
355.40 |
+8.40 |
1,521 |
9,829 |
+373 |
Dec11 |
110303 |
347.20 |
354.60 |
345.70 |
354.60 |
+7.50 |
6,122 |
25,689 |
+1,358 |
Jan12 |
110303 |
348.00 |
354.60 |
347.10 |
354.60 |
+7.50 |
178 |
3,156 |
+3 |
Total Volume and Open Interest |
73,877 |
208,932 |
+978 |
Soybean Oil(CBOT) |
Mar11 |
110303 |
58.00 |
58.76 |
57.93 |
58.26 |
-0.01 |
12,032 |
6,908 |
-4,056 |
May11 |
110303 |
58.80 |
59.35 |
58.30 |
58.77 |
-0.03 |
51,650 |
177,541 |
+389 |
Jul11 |
110303 |
59.30 |
59.84 |
58.80 |
59.26 |
-0.04 |
18,810 |
91,890 |
+1,063 |
Aug11 |
110303 |
59.20 |
60.01 |
59.17 |
59.44 |
-0.06 |
1,930 |
10,719 |
+247 |
Sep11 |
110303 |
59.26 |
60.12 |
59.26 |
59.52 |
-0.09 |
1,259 |
11,346 |
+215 |
Oct11 |
110303 |
59.37 |
59.98 |
59.28 |
59.40 |
-0.11 |
938 |
12,617 |
+170 |
Dec11 |
110303 |
59.43 |
60.00 |
59.00 |
59.44 |
-0.08 |
9,455 |
51,078 |
+4,051 |
Jan12 |
110303 |
59.84 |
59.95 |
59.43 |
59.49 |
-0.08 |
68 |
1,040 |
+12 |
Total Volume and Open Interest |
96,527 |
367,578 |
+2,209 |
Canola(WCE) |
Mar11 |
110303 |
593.1 |
593.1 |
593.1 |
593.1 |
+8.0 |
607 |
479 |
-858 |
May11 |
110303 |
590.1 |
597.4 |
590.1 |
596.1 |
+6.0 |
10,285 |
100,615 |
+363 |
Jul11 |
110303 |
600.0 |
603.9 |
598.5 |
603.1 |
+5.6 |
1,394 |
27,952 |
+437 |
Nov11 |
110303 |
573.8 |
581.3 |
572.8 |
579.2 |
+5.9 |
612 |
59,302 |
-15 |
Jan12 |
110303 |
578.6 |
585.0 |
577.6 |
583.8 |
+5.1 |
23 |
3,717 |
+17 |
Total Volume and Open Interest |
12,933 |
194,754 |
-54 |
Corn(CBOT) |
Mar11 |
110303 |
714.00 |
730.00 |
711.00 |
729.75 |
+15.75 |
28,952 |
23,657 |
-11,055 |
May11 |
110303 |
721.00 |
737.00 |
718.00 |
736.75 |
+15.25 |
158,835 |
733,301 |
+7,190 |
Jul11 |
110303 |
724.75 |
740.25 |
721.75 |
740.25 |
+15.00 |
57,525 |
365,750 |
+5,979 |
Sep11 |
110303 |
652.50 |
665.00 |
647.75 |
665.00 |
+12.50 |
8,517 |
65,071 |
-677 |
Dec11 |
110303 |
605.25 |
615.75 |
602.00 |
615.75 |
+10.25 |
24,134 |
358,549 |
+1,526 |
Mar12 |
110303 |
614.00 |
624.00 |
612.50 |
624.00 |
+10.00 |
4,052 |
44,912 |
+903 |
Total Volume and Open Interest |
283,968 |
1,647,635 |
+4,176 |
Wheat(CBOT) |
Mar11 |
110303 |
777.75 |
792.25 |
776.75 |
790.50 |
+13.75 |
4,655 |
1,450 |
-2,045 |
May11 |
110303 |
810.25 |
826.50 |
804.50 |
823.50 |
+12.25 |
58,635 |
197,882 |
-2,570 |
Jul11 |
110303 |
838.25 |
855.25 |
833.00 |
853.00 |
+13.25 |
19,473 |
130,740 |
+886 |
Sep11 |
110303 |
864.50 |
882.75 |
861.75 |
879.50 |
+13.00 |
2,682 |
37,321 |
+454 |
Dec11 |
110303 |
883.50 |
901.50 |
880.00 |
897.00 |
+11.75 |
5,030 |
89,612 |
+93 |
Total Volume and Open Interest |
92,210 |
484,811 |
-2,714 |
Wheat(KCBT) |
Mar11 |
110303 |
901.00 |
912.50 |
901.00 |
908.25 |
+8.25 |
2,462 |
1,509 |
-855 |
May11 |
110303 |
908.75 |
924.75 |
904.00 |
918.25 |
+8.25 |
18,135 |
89,409 |
+59 |
Jul11 |
110303 |
918.50 |
933.50 |
914.00 |
927.25 |
+8.75 |
9,565 |
64,347 |
-1,947 |
Sep11 |
110303 |
928.25 |
942.25 |
925.00 |
937.25 |
+10.00 |
1,352 |
17,582 |
-139 |
Dec11 |
110303 |
940.00 |
953.75 |
936.00 |
948.75 |
+9.25 |
1,684 |
18,646 |
+408 |
Total Volume and Open Interest |
33,373 |
195,802 |
-2,387 |
Wheat(MGE) |
Mar11 |
110303 |
942.00 |
946.50 |
942.00 |
946.50 |
+15.00 |
262 |
291 |
-146 |
May11 |
110303 |
940.00 |
956.00 |
936.00 |
951.50 |
+11.00 |
3,869 |
23,531 |
+52 |
Jul11 |
110303 |
946.25 |
961.25 |
942.25 |
957.50 |
+10.75 |
1,688 |
14,416 |
-119 |
Sep11 |
110303 |
946.50 |
960.50 |
946.50 |
956.25 |
+9.25 |
725 |
13,807 |
+40 |
Dec11 |
110303 |
953.00 |
966.25 |
949.00 |
962.25 |
+8.75 |
637 |
11,032 |
+137 |
Total Volume and Open Interest |
7,255 |
65,458 |
-9 |
Oats(CBOT) |
Mar11 |
110303 |
384.00 |
384.25 |
380.50 |
384.00 |
+3.50 |
51 |
87 |
-39 |
May11 |
110303 |
388.00 |
396.75 |
388.00 |
394.00 |
+4.00 |
719 |
8,893 |
-42 |
Jul11 |
110303 |
396.00 |
403.00 |
396.00 |
400.75 |
+3.75 |
278 |
1,747 |
+111 |
Sep11 |
110303 |
394.00 |
397.00 |
392.00 |
395.50 |
+3.50 |
4 |
261 |
+3 |
Total Volume and Open Interest |
1,146 |
13,122 |
+1 |
Rough Rice(CBOT) |
Mar11 |
110303 |
13.94 |
13.94 |
13.71 |
13.81 |
+0.10 |
117 |
253 |
-619 |
May11 |
110303 |
14.02 |
14.37 |
13.93 |
14.10 |
+0.09 |
1,081 |
16,390 |
-13 |
Jul11 |
110303 |
14.24 |
14.62 |
14.24 |
14.39 |
+0.08 |
316 |
4,922 |
+68 |
Sep11 |
110303 |
14.68 |
15.00 |
14.65 |
14.73 |
+0.09 |
131 |
3,402 |
+74 |
Total Volume and Open Interest |
1,674 |
25,687 |
-477 |
Live Cattle(CME) |
Apr11 |
110303 |
113.150 |
115.200 |
112.730 |
114.200 |
+2.000 |
33,486 |
145,228 |
-7,271 |
Jun11 |
110303 |
114.600 |
115.950 |
114.050 |
115.150 |
+0.970 |
19,103 |
106,007 |
+3,539 |
Aug11 |
110303 |
116.900 |
117.830 |
116.600 |
117.385 |
+0.735 |
6,574 |
42,492 |
+800 |
Oct11 |
110303 |
120.100 |
120.800 |
119.680 |
120.400 |
+0.670 |
3,903 |
30,126 |
+389 |
Dec11 |
110303 |
120.150 |
121.000 |
119.950 |
120.700 |
+0.620 |
2,188 |
24,032 |
+357 |
Feb12 |
110303 |
120.150 |
120.950 |
119.785 |
120.885 |
+0.705 |
850 |
6,007 |
+131 |
Total Volume and Open Interest |
66,293 |
355,833 |
-2,008 |
Feeder Cattle(CME) |
Mar11 |
110303 |
129.750 |
130.750 |
129.150 |
129.985 |
+0.605 |
3,598 |
10,354 |
-872 |
Apr11 |
110303 |
131.900 |
132.900 |
131.150 |
132.075 |
+0.675 |
2,704 |
10,759 |
+286 |
May11 |
110303 |
132.600 |
133.935 |
132.250 |
133.200 |
+0.665 |
2,108 |
12,077 |
+341 |
Aug11 |
110303 |
133.700 |
134.950 |
133.200 |
134.400 |
+0.865 |
1,253 |
12,868 |
+218 |
Sep11 |
110303 |
133.000 |
134.000 |
132.450 |
133.400 |
+0.650 |
126 |
2,097 |
+20 |
Oct11 |
110303 |
132.450 |
133.500 |
132.350 |
133.485 |
+0.685 |
54 |
1,208 |
+25 |
Nov11 |
110303 |
132.650 |
133.000 |
132.200 |
133.000 |
+1.000 |
11 |
599 |
+1 |
Total Volume and Open Interest |
9,861 |
50,018 |
+22 |
Lean Hogs(CME) |
Apr11 |
110303 |
88.430 |
89.150 |
88.035 |
88.800 |
+0.550 |
19,285 |
82,370 |
-3,636 |
May11 |
110303 |
97.135 |
98.250 |
97.000 |
98.180 |
+1.030 |
356 |
3,109 |
+67 |
Jun11 |
110303 |
99.930 |
101.080 |
99.480 |
100.680 |
+0.880 |
10,159 |
71,957 |
+798 |
Jul11 |
110303 |
99.250 |
100.730 |
99.200 |
100.550 |
+1.120 |
3,548 |
24,864 |
+89 |
Aug11 |
110303 |
97.730 |
99.430 |
97.700 |
99.200 |
+1.050 |
3,584 |
21,152 |
+249 |
Oct11 |
110303 |
88.000 |
88.800 |
87.950 |
88.730 |
+0.630 |
2,223 |
19,886 |
+157 |
Dec11 |
110303 |
84.450 |
85.580 |
84.150 |
85.480 |
+0.830 |
1,259 |
10,929 |
+140 |
Feb12 |
110303 |
85.200 |
85.900 |
85.200 |
85.900 |
+0.800 |
193 |
2,661 |
+56 |
Total Volume and Open Interest |
40,689 |
238,847 |
-2,055 |
Class III Milk(CME) |
Mar11 |
110303 |
19.45 |
19.60 |
19.40 |
19.60 |
+0.13 |
294 |
6,548 |
+15 |
Apr11 |
110303 |
18.07 |
18.35 |
18.00 |
18.30 |
+0.23 |
376 |
5,799 |
+31 |
May11 |
110303 |
17.37 |
17.60 |
17.37 |
17.51 |
+0.14 |
84 |
4,638 |
-2 |
Jun11 |
110303 |
16.90 |
17.06 |
16.89 |
17.03 |
+0.13 |
71 |
3,684 |
+4 |
Jul11 |
110303 |
17.00 |
17.10 |
16.92 |
17.08 |
+0.09 |
32 |
2,673 |
+12 |
Total Volume and Open Interest |
1,080 |
40,590 |
+51 |
Cocoa(ICE) |
Mar11 |
110303 |
3772 |
3826 |
3772 |
3774 |
+73 |
29 |
95 |
+21 |
May11 |
110303 |
3664 |
3760 |
3663 |
3733 |
+69 |
13,776 |
73,790 |
-329 |
Jul11 |
110303 |
3600 |
3690 |
3600 |
3669 |
+60 |
2,177 |
26,136 |
+461 |
Sep11 |
110303 |
3575 |
3636 |
3575 |
3618 |
+63 |
501 |
12,460 |
+116 |
Dec11 |
110303 |
3525 |
3594 |
3525 |
3572 |
+67 |
266 |
17,313 |
-51 |
Mar12 |
110303 |
3575 |
3613 |
3570 |
3593 |
+66 |
153 |
22,932 |
-34 |
May12 |
110303 |
3575 |
3609 |
3575 |
3590 |
+64 |
19 |
4,777 |
+3 |
Total Volume and Open Interest |
16,938 |
161,861 |
+202 |
Coffee "C"(ICE) |
Mar11 |
110303 |
269.05 |
274.50 |
268.65 |
274.50 |
+5.00 |
314 |
498 |
-189 |
May11 |
110303 |
268.90 |
276.75 |
268.65 |
274.75 |
+5.20 |
11,298 |
76,882 |
-1,287 |
Jul11 |
110303 |
271.35 |
278.25 |
270.75 |
276.55 |
+5.20 |
1,588 |
19,683 |
-90 |
Sep11 |
110303 |
271.95 |
279.05 |
271.95 |
277.60 |
+5.25 |
652 |
8,411 |
-12 |
Dec11 |
110303 |
271.55 |
278.10 |
271.55 |
276.85 |
+5.45 |
392 |
12,887 |
+30 |
Mar12 |
110303 |
271.00 |
275.00 |
271.00 |
273.75 |
+5.35 |
64 |
1,895 |
+21 |
Total Volume and Open Interest |
14,343 |
121,382 |
-1,503 |
Orange Juice(ICE) |
Mar11 |
110303 |
179.50 |
180.25 |
177.25 |
178.30 |
-2.10 |
194 |
2,022 |
-5 |
May11 |
110303 |
176.00 |
177.40 |
171.95 |
174.55 |
-1.75 |
1,022 |
24,358 |
+404 |
Jul11 |
110303 |
173.00 |
173.00 |
169.50 |
171.25 |
-1.30 |
88 |
3,241 |
+42 |
Sep11 |
110303 |
167.50 |
168.20 |
167.50 |
168.20 |
-0.75 |
35 |
684 |
+28 |
Nov11 |
110303 |
162.25 |
162.25 |
162.25 |
162.25 |
-0.65 |
31 |
675 |
-13 |
Jan12 |
110303 |
160.00 |
160.00 |
160.00 |
160.00 |
-0.95 |
3 |
17 |
+2 |
Total Volume and Open Interest |
1,373 |
31,019 |
+458 |
Sugar #11(ICE) |
May11 |
110303 |
30.47 |
30.74 |
29.88 |
30.59 |
+0.21 |
31,049 |
237,279 |
+1,626 |
Jul11 |
110303 |
27.75 |
27.99 |
27.36 |
27.94 |
+0.13 |
16,335 |
172,278 |
+438 |
Oct11 |
110303 |
26.26 |
26.45 |
25.94 |
26.42 |
+0.14 |
4,753 |
78,536 |
+635 |
Mar12 |
110303 |
25.36 |
25.61 |
25.23 |
25.60 |
+0.12 |
1,069 |
54,130 |
-36 |
May12 |
110303 |
24.07 |
24.18 |
23.87 |
24.16 |
+0.15 |
484 |
14,303 |
+142 |
Total Volume and Open Interest |
54,406 |
598,636 |
+3,147 |
London Cocoa(LCE) |
Mar11 |
110303 |
2363 |
2413 |
2363 |
2405 |
+51 |
3,187 |
44,160 |
-1,420 |
May11 |
110303 |
2350 |
2406 |
2350 |
2396 |
+50 |
8,220 |
48,419 |
+646 |
Jul11 |
110303 |
2295 |
2327 |
2294 |
2323 |
+34 |
1,410 |
25,980 |
-68 |
Sep11 |
110303 |
2262 |
2294 |
2262 |
2284 |
+22 |
770 |
23,049 |
+182 |
Dec11 |
110303 |
2245 |
2270 |
2238 |
2258 |
+23 |
569 |
32,139 |
+137 |
Mar12 |
110303 |
2238 |
2260 |
2232 |
2248 |
+26 |
215 |
24,820 |
+65 |
May12 |
110303 |
2241 |
2258 |
2241 |
2252 |
+27 |
70 |
4,702 |
+11 |
Total Volume and Open Interest |
14,463 |
212,326 |
-442 |
London Sugar(LCE) |
May11 |
110303 |
760.60 |
761.90 |
747.00 |
757.50 |
-3.00 |
2,731 |
20,253 |
+231 |
Aug11 |
110303 |
732.80 |
734.20 |
718.50 |
731.40 |
-2.10 |
1,290 |
11,022 |
-8 |
Oct11 |
110303 |
679.20 |
692.30 |
675.80 |
689.80 |
+1.20 |
338 |
3,292 |
-115 |
Dec11 |
110303 |
669.90 |
672.50 |
667.80 |
669.90 |
-0.30 |
36 |
1,234 |
-8 |
Mar12 |
110303 |
662.40 |
664.20 |
661.90 |
661.90 |
-2.60 |
15 |
1,101 |
+0 |
Total Volume and Open Interest |
4,413 |
37,387 |
+99 |
Cotton(ICE) |
Mar11 |
110303 |
203.00 |
210.50 |
203.00 |
208.20 |
+3.75 |
222 |
379 |
-33 |
May11 |
110303 |
204.00 |
207.60 |
200.60 |
205.70 |
+5.10 |
12,219 |
72,047 |
+440 |
Jul11 |
110303 |
198.88 |
199.24 |
191.60 |
195.97 |
+3.73 |
7,019 |
37,740 |
+925 |
Oct11 |
110303 |
157.00 |
157.00 |
152.58 |
154.50 |
-0.92 |
110 |
384 |
+14 |
Dec11 |
110303 |
129.23 |
130.50 |
123.01 |
126.80 |
-1.82 |
11,508 |
57,128 |
+213 |
Mar12 |
110303 |
123.00 |
123.00 |
116.52 |
119.76 |
-1.95 |
985 |
3,800 |
-103 |
Total Volume and Open Interest |
32,943 |
175,406 |
+1,332 |
Lumber(CME) |
Mar11 |
110303 |
284.3 |
299.9 |
283.6 |
297.1 |
+11.6 |
198 |
1,535 |
-25 |
May11 |
110303 |
305.5 |
315.2 |
303.0 |
315.2 |
+10.0 |
438 |
5,889 |
+133 |
Jul11 |
110303 |
314.0 |
325.0 |
312.0 |
325.0 |
+10.0 |
96 |
2,118 |
+59 |
Sep11 |
110303 |
317.4 |
328.8 |
317.1 |
328.8 |
+10.0 |
12 |
235 |
+8 |
Total Volume and Open Interest |
744 |
9,781 |
+175 |
Crude Oil(NYM) |
Apr11 |
110303 |
102.39 |
102.94 |
100.15 |
101.91 |
-0.32 |
322,429 |
295,011 |
+7,439 |
May11 |
110303 |
103.67 |
104.25 |
101.36 |
103.09 |
-0.39 |
109,281 |
212,759 |
+4,552 |
Jun11 |
110303 |
104.28 |
104.77 |
102.06 |
103.77 |
-0.26 |
85,088 |
141,673 |
+4,161 |
Jul11 |
110303 |
104.60 |
105.18 |
102.56 |
104.25 |
-0.22 |
27,755 |
77,245 |
+1,210 |
Aug11 |
110303 |
104.80 |
104.80 |
103.00 |
104.54 |
-0.18 |
19,238 |
44,901 |
+503 |
Sep11 |
110303 |
105.30 |
105.30 |
103.07 |
104.78 |
-0.12 |
20,896 |
48,250 |
+2,172 |
Oct11 |
110303 |
104.83 |
104.96 |
103.72 |
104.96 |
-0.07 |
10,116 |
31,402 |
-718 |
Nov11 |
110303 |
104.94 |
105.11 |
103.49 |
105.11 |
-0.03 |
9,806 |
30,642 |
-854 |
Dec11 |
110303 |
105.66 |
105.66 |
103.41 |
105.22 |
+0.03 |
67,716 |
184,837 |
+1,757 |
Jan12 |
110303 |
105.20 |
105.21 |
104.00 |
105.21 |
+0.08 |
14,378 |
35,536 |
-484 |
Feb12 |
110303 |
103.95 |
105.15 |
103.95 |
105.09 |
+0.13 |
6,791 |
14,923 |
+1,704 |
Mar12 |
110303 |
103.62 |
104.98 |
103.10 |
104.91 |
+0.15 |
3,316 |
22,582 |
+494 |
Apr12 |
110303 |
103.97 |
104.66 |
103.93 |
104.66 |
+0.17 |
1,846 |
8,792 |
+175 |
May12 |
110303 |
103.26 |
104.39 |
103.20 |
104.39 |
+0.18 |
2,123 |
9,439 |
+75 |
Jun12 |
110303 |
103.13 |
104.16 |
102.50 |
104.16 |
+0.19 |
9,220 |
57,882 |
+629 |
Jul12 |
110303 |
103.93 |
103.93 |
103.93 |
103.93 |
+0.22 |
163 |
11,167 |
+63 |
Total Volume and Open Interest |
739,473 |
1,569,519 |
+26,253 |
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 |
110303 |
103.650 |
104.250 |
101.400 |
103.100 |
-0.375 |
623 |
1,635 |
+13 |
Jun11 |
110303 |
104.325 |
104.875 |
102.050 |
103.775 |
-0.250 |
393 |
223 |
-93 |
Jul11 |
110303 |
103.200 |
104.325 |
102.900 |
104.250 |
-0.225 |
5 |
50 |
+4 |
Aug11 |
110303 |
104.550 |
104.550 |
104.550 |
104.550 |
-0.175 |
0 |
13 |
+0 |
Sep11 |
110303 |
104.900 |
104.900 |
104.775 |
104.775 |
-0.125 |
2 |
7 |
-3 |
Oct11 |
110303 |
104.950 |
104.950 |
104.950 |
104.950 |
-0.075 |
10 |
53 |
+8 |
Nov11 |
110303 |
105.100 |
105.100 |
105.100 |
105.100 |
-0.050 |
10 |
13 |
+10 |
Dec11 |
110303 |
104.325 |
105.225 |
103.550 |
105.225 |
+0.025 |
4 |
176 |
-4 |
Total Volume and Open Interest |
14,597 |
5,513 |
-1,080 |
Heating Oil(NYM) |
Apr11 |
110303 |
306.10 |
306.73 |
301.14 |
304.93 |
-0.84 |
45,298 |
96,350 |
-1,036 |
May11 |
110303 |
307.08 |
307.40 |
302.84 |
305.88 |
-1.04 |
15,371 |
48,758 |
+2,791 |
Jun11 |
110303 |
308.50 |
308.50 |
303.72 |
306.81 |
-1.23 |
13,675 |
46,149 |
+145 |
Jul11 |
110303 |
307.00 |
308.60 |
305.37 |
308.20 |
-1.35 |
5,874 |
21,942 |
+569 |
Aug11 |
110303 |
307.00 |
309.75 |
307.00 |
309.58 |
-1.43 |
5,145 |
12,810 |
-189 |
Sep11 |
110303 |
311.44 |
311.44 |
308.83 |
311.15 |
-1.51 |
5,764 |
11,735 |
+887 |
Oct11 |
110303 |
313.19 |
313.19 |
309.87 |
312.75 |
-1.53 |
2,582 |
6,409 |
-72 |
Nov11 |
110303 |
313.55 |
314.52 |
311.88 |
314.42 |
-1.54 |
1,338 |
6,594 |
-146 |
Dec11 |
110303 |
318.00 |
318.00 |
312.90 |
315.94 |
-1.60 |
8,908 |
27,817 |
-2,000 |
Jan12 |
110303 |
316.82 |
317.75 |
314.63 |
317.45 |
-1.64 |
1,906 |
5,504 |
-102 |
Feb12 |
110303 |
316.25 |
317.66 |
316.25 |
317.66 |
-1.63 |
112 |
2,093 |
-35 |
Mar12 |
110303 |
315.35 |
316.59 |
315.35 |
316.59 |
-1.55 |
28 |
1,210 |
+16 |
Total Volume and Open Interest |
107,091 |
298,967 |
+1,436 |
Gasoline(NYMEX) |
Apr11 |
110303 |
302.69 |
303.00 |
298.00 |
302.62 |
-0.33 |
40,536 |
91,467 |
+523 |
May11 |
110303 |
303.50 |
303.70 |
298.96 |
303.29 |
-0.53 |
18,687 |
56,929 |
-1,206 |
Jun11 |
110303 |
303.23 |
303.23 |
298.48 |
302.50 |
-0.67 |
11,553 |
33,794 |
+798 |
Jul11 |
110303 |
297.01 |
301.34 |
297.01 |
301.26 |
-0.76 |
5,808 |
19,435 |
+546 |
Aug11 |
110303 |
298.52 |
299.80 |
296.00 |
299.71 |
-0.89 |
3,372 |
11,868 |
+248 |
Sep11 |
110303 |
296.33 |
297.52 |
294.09 |
297.40 |
-0.99 |
4,249 |
9,956 |
+1,021 |
Oct11 |
110303 |
283.40 |
285.22 |
282.06 |
285.22 |
-1.11 |
1,673 |
5,994 |
-118 |
Nov11 |
110303 |
280.73 |
282.32 |
280.39 |
282.32 |
-1.19 |
1,303 |
4,663 |
+264 |
Dec11 |
110303 |
281.92 |
281.92 |
276.42 |
280.60 |
-1.32 |
4,822 |
24,600 |
+383 |
Jan12 |
110303 |
281.00 |
281.00 |
281.00 |
281.00 |
-1.34 |
1,180 |
3,895 |
+483 |
Total Volume and Open Interest |
94,870 |
277,336 |
+3,737 |
e-miNY RBOB Gasoline(NYM) |
Apr11 |
110303 |
302.60 |
302.62 |
302.60 |
302.60 |
-0.40 |
0 |
2 |
+0 |
May11 |
110303 |
303.30 |
303.30 |
303.29 |
303.30 |
-0.50 |
0 |
1 |
+0 |
Jun11 |
110303 |
302.50 |
302.50 |
302.50 |
302.50 |
-0.70 |
0 |
1 |
+0 |
Jul11 |
110303 |
301.30 |
301.30 |
301.26 |
301.30 |
-0.70 |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Apr11 |
110303 |
3.814 |
3.870 |
3.760 |
3.778 |
-0.040 |
140,928 |
225,784 |
+10,188 |
May11 |
110303 |
3.894 |
3.946 |
3.840 |
3.859 |
-0.035 |
50,843 |
227,661 |
+3,078 |
Jun11 |
110303 |
3.958 |
4.009 |
3.911 |
3.932 |
-0.029 |
19,995 |
75,801 |
+465 |
Jul11 |
110303 |
4.047 |
4.085 |
3.990 |
4.011 |
-0.026 |
15,346 |
65,515 |
+3,144 |
Aug11 |
110303 |
4.063 |
4.115 |
4.023 |
4.046 |
-0.025 |
6,372 |
25,985 |
+255 |
Sep11 |
110303 |
4.098 |
4.126 |
4.035 |
4.060 |
-0.024 |
7,551 |
26,046 |
+1,036 |
Oct11 |
110303 |
4.130 |
4.172 |
4.082 |
4.106 |
-0.024 |
19,733 |
73,784 |
+247 |
Nov11 |
110303 |
4.319 |
4.355 |
4.276 |
4.294 |
-0.025 |
7,789 |
29,880 |
+2,142 |
Dec11 |
110303 |
4.610 |
4.619 |
4.546 |
4.561 |
-0.026 |
5,560 |
25,488 |
+566 |
Jan12 |
110303 |
4.727 |
4.755 |
4.685 |
4.700 |
-0.026 |
10,535 |
59,155 |
+1,194 |
Feb12 |
110303 |
4.705 |
4.746 |
4.678 |
4.694 |
-0.026 |
1,607 |
13,082 |
-214 |
Mar12 |
110303 |
4.670 |
4.689 |
4.620 |
4.635 |
-0.026 |
2,038 |
26,579 |
+467 |
Apr12 |
110303 |
4.528 |
4.563 |
4.490 |
4.510 |
-0.025 |
2,506 |
24,361 |
+136 |
May12 |
110303 |
4.555 |
4.590 |
4.531 |
4.543 |
-0.024 |
181 |
5,810 |
+40 |
Jun12 |
110303 |
4.600 |
4.622 |
4.569 |
4.578 |
-0.024 |
149 |
4,575 |
+47 |
Jul12 |
110303 |
4.671 |
4.671 |
4.610 |
4.620 |
-0.024 |
102 |
3,651 |
+14 |
Total Volume and Open Interest |
294,295 |
982,208 |
+23,302 |
Brent Crude Oil(ICE) |
Apr11 |
110303 |
116.65 |
116.90 |
113.09 |
114.79 |
-1.56 |
194,425 |
183,999 |
+893 |
May11 |
110303 |
116.42 |
116.70 |
113.00 |
114.83 |
-1.35 |
114,536 |
149,837 |
+5,246 |
Jun11 |
110303 |
116.20 |
116.49 |
112.93 |
114.80 |
-1.17 |
80,055 |
125,809 |
+5,366 |
Jul11 |
110303 |
115.13 |
115.59 |
113.03 |
114.69 |
-1.02 |
19,502 |
39,961 |
+883 |
Aug11 |
110303 |
115.03 |
115.37 |
113.26 |
114.58 |
-0.89 |
10,820 |
25,600 |
-103 |
Sep11 |
110303 |
114.61 |
115.15 |
113.21 |
114.38 |
-0.79 |
9,060 |
30,104 |
+10 |
Oct11 |
110303 |
115.24 |
115.36 |
113.02 |
114.20 |
-0.71 |
5,432 |
19,181 |
+163 |
Nov11 |
110303 |
114.23 |
114.47 |
112.82 |
114.00 |
-0.65 |
4,715 |
16,566 |
+190 |
Dec11 |
110303 |
114.72 |
114.95 |
111.84 |
113.81 |
-0.59 |
45,800 |
102,480 |
+2,420 |
Jan12 |
110303 |
113.64 |
113.64 |
113.64 |
113.64 |
-0.52 |
3,229 |
16,271 |
-244 |
Feb12 |
110303 |
113.48 |
113.48 |
113.48 |
113.48 |
-0.46 |
3,300 |
9,270 |
+606 |
Mar12 |
110303 |
113.26 |
113.26 |
113.26 |
113.26 |
-0.40 |
2,083 |
16,940 |
+103 |
Apr12 |
110303 |
112.93 |
112.93 |
112.93 |
112.93 |
-0.34 |
1,096 |
3,856 |
+416 |
May12 |
110303 |
112.55 |
112.55 |
112.55 |
112.55 |
-0.28 |
464 |
3,999 |
+116 |
Total Volume and Open Interest |
513,746 |
882,247 |
+20,077 |
Gas Oil(ICE) |
Mar11 |
110303 |
960.00 |
965.75 |
945.00 |
959.50 |
-5.25 |
41,385 |
118,141 |
-3,961 |
Apr11 |
110303 |
967.00 |
969.75 |
948.50 |
962.50 |
-5.50 |
84,235 |
164,176 |
+48 |
May11 |
110303 |
970.25 |
971.00 |
951.50 |
965.25 |
-5.75 |
31,197 |
83,707 |
+5,023 |
Jun11 |
110303 |
974.00 |
974.00 |
956.75 |
968.00 |
-5.75 |
27,061 |
64,378 |
-833 |
Jul11 |
110303 |
963.75 |
975.00 |
961.75 |
970.75 |
-6.00 |
9,156 |
28,449 |
+2,159 |
Aug11 |
110303 |
979.75 |
979.75 |
965.50 |
973.75 |
-6.00 |
6,413 |
23,936 |
-413 |
Sep11 |
110303 |
982.50 |
982.50 |
967.75 |
976.75 |
-5.75 |
4,889 |
24,343 |
+758 |
Oct11 |
110303 |
979.25 |
981.75 |
968.50 |
978.00 |
-5.75 |
2,246 |
19,921 |
-155 |
Nov11 |
110303 |
974.75 |
981.50 |
969.25 |
978.25 |
-5.75 |
695 |
16,067 |
+118 |
Dec11 |
110303 |
985.00 |
985.00 |
970.50 |
979.50 |
-5.50 |
13,358 |
54,416 |
-635 |
Total Volume and Open Interest |
228,412 |
692,741 |
+2,875 |
Ethanol(CBOT) |
Mar11 |
110303 |
2.585 |
2.585 |
2.583 |
2.583 |
-0.007 |
90 |
273 |
-46 |
Apr11 |
110303 |
2.602 |
2.620 |
2.600 |
2.618 |
+0.024 |
319 |
1,160 |
-5 |
May11 |
110303 |
2.600 |
2.615 |
2.593 |
2.613 |
+0.028 |
48 |
699 |
+23 |
Jun11 |
110303 |
2.600 |
2.620 |
2.598 |
2.617 |
+0.029 |
116 |
1,026 |
+64 |
Jul11 |
110303 |
2.605 |
2.615 |
2.598 |
2.609 |
+0.024 |
50 |
1,244 |
+7 |
Aug11 |
110303 |
2.595 |
2.602 |
2.595 |
2.602 |
+0.024 |
47 |
1,004 |
+7 |
Sep11 |
110303 |
2.494 |
2.496 |
2.490 |
2.496 |
+0.024 |
44 |
823 |
+21 |
Oct11 |
110303 |
2.340 |
2.349 |
2.340 |
2.349 |
+0.022 |
15 |
598 |
-5 |
Total Volume and Open Interest |
756 |
8,182 |
+67 |
WTI Crude Oil(ICE |
Apr11 |
110303 |
102.53 |
102.72 |
100.15 |
101.91 |
-0.32 |
74,024 |
90,667 |
-1,271 |
May11 |
110303 |
103.91 |
103.91 |
101.34 |
103.09 |
-0.39 |
51,364 |
84,824 |
+5,895 |
Jun11 |
110303 |
104.53 |
104.53 |
102.07 |
103.77 |
-0.26 |
42,548 |
76,451 |
+2,622 |
Jul11 |
110303 |
104.23 |
104.35 |
102.60 |
104.25 |
-0.22 |
12,069 |
28,700 |
-202 |
Aug11 |
110303 |
104.47 |
104.62 |
103.53 |
104.54 |
-0.18 |
5,570 |
15,007 |
+341 |
Sep11 |
110303 |
104.66 |
104.84 |
103.73 |
104.78 |
-0.12 |
5,181 |
26,191 |
-459 |
Oct11 |
110303 |
104.34 |
105.00 |
103.87 |
104.96 |
-0.07 |
3,559 |
17,555 |
-983 |
Nov11 |
110303 |
104.50 |
105.14 |
103.69 |
105.11 |
-0.03 |
3,955 |
12,676 |
-57 |
Dec11 |
110303 |
104.69 |
105.26 |
103.41 |
105.22 |
+0.03 |
24,337 |
92,845 |
+2,323 |
Jan12 |
110303 |
105.21 |
105.21 |
105.21 |
105.21 |
+0.08 |
1,541 |
9,670 |
-154 |
Feb12 |
110303 |
105.09 |
105.09 |
105.09 |
105.09 |
+0.13 |
189 |
2,072 |
+18 |
Mar12 |
110303 |
104.91 |
104.91 |
104.91 |
104.91 |
+0.15 |
304 |
4,445 |
+35 |
Apr12 |
110303 |
104.66 |
104.66 |
104.66 |
104.66 |
+0.17 |
185 |
2,929 |
+64 |
May12 |
110303 |
104.39 |
104.39 |
104.39 |
104.39 |
+0.18 |
286 |
1,117 |
+42 |
Jun12 |
110303 |
103.40 |
104.16 |
102.69 |
104.16 |
+0.19 |
1,883 |
27,092 |
-22 |
Jul12 |
110303 |
103.93 |
103.93 |
103.93 |
103.93 |
+0.22 |
0 |
555 |
+0 |
Total Volume and Open Interest |
236,081 |
579,840 |
+9,534 |
US Dollar Index(ICE) |
Mar11 |
110303 |
76.710 |
76.875 |
76.375 |
76.495 |
-0.195 |
19,643 |
44,693 |
-1,053 |
Jun11 |
110303 |
77.010 |
77.175 |
76.705 |
76.785 |
-0.210 |
682 |
1,701 |
+96 |
Sep11 |
110303 |
77.145 |
77.145 |
77.145 |
77.145 |
-0.210 |
0 |
10 |
+0 |
Total Volume and Open Interest |
20,325 |
46,405 |
-957 |
Australian Dollar(CME) |
Mar11 |
110303 |
101.55 |
101.79 |
101.15 |
101.40 |
-0.12 |
92,996 |
133,315 |
+2,293 |
Jun11 |
110303 |
100.38 |
100.63 |
100.04 |
100.26 |
-0.11 |
876 |
2,144 |
+312 |
Sep11 |
110303 |
99.00 |
99.11 |
99.00 |
99.00 |
-0.11 |
0 |
14 |
+0 |
Total Volume and Open Interest |
93,879 |
135,527 |
+2,611 |
British Pound(CME) |
Mar11 |
110303 |
163.25 |
163.33 |
162.51 |
162.73 |
-0.55 |
126,980 |
124,428 |
+1,242 |
Jun11 |
110303 |
163.13 |
163.13 |
162.36 |
162.55 |
-0.55 |
870 |
1,875 |
+229 |
Sep11 |
110303 |
162.92 |
162.92 |
162.24 |
162.24 |
-0.57 |
0 |
14 |
+0 |
Total Volume and Open Interest |
127,850 |
126,350 |
+1,471 |
Canadian Dollar(CME) |
Mar11 |
110303 |
102.76 |
102.92 |
102.51 |
102.87 |
+0.02 |
88,154 |
135,677 |
+754 |
Jun11 |
110303 |
102.56 |
102.68 |
102.30 |
102.66 |
+0.02 |
3,215 |
9,578 |
+1,886 |
Sep11 |
110303 |
102.15 |
102.38 |
102.10 |
102.38 |
+0.02 |
142 |
1,201 |
+23 |
Dec11 |
110303 |
101.90 |
102.07 |
101.78 |
102.07 |
+0.03 |
20 |
1,817 |
-9 |
Total Volume and Open Interest |
91,533 |
148,414 |
+2,656 |
Japanese Yen(CME) |
Mar11 |
110303 |
122.20 |
122.37 |
121.18 |
121.40 |
-0.74 |
141,510 |
130,460 |
+2,689 |
Jun11 |
110303 |
122.32 |
122.44 |
121.28 |
121.49 |
-0.73 |
2,290 |
6,036 |
+928 |
Sep11 |
110303 |
121.62 |
122.36 |
121.62 |
121.62 |
-0.74 |
3 |
37 |
+0 |
Total Volume and Open Interest |
143,803 |
136,561 |
+3,617 |
Swiss Franc(CME) |
Mar11 |
110303 |
108.27 |
108.32 |
107.20 |
107.31 |
-0.96 |
52,362 |
56,372 |
+3,050 |
Jun11 |
110303 |
108.30 |
108.36 |
107.28 |
107.39 |
-0.97 |
564 |
969 |
+196 |
Sep11 |
110303 |
107.45 |
108.44 |
107.45 |
107.45 |
-0.99 |
0 |
8 |
+0 |
Total Volume and Open Interest |
52,926 |
57,360 |
+3,246 |
EuroFX(CME) |
Mar11 |
110303 |
138.63 |
139.75 |
138.31 |
139.56 |
+0.96 |
276,952 |
208,799 |
-489 |
Jun11 |
110303 |
138.48 |
139.56 |
138.15 |
139.36 |
+0.93 |
2,502 |
7,823 |
+319 |
Sep11 |
110303 |
138.38 |
139.20 |
138.14 |
139.01 |
+0.87 |
1 |
85 |
+0 |
Total Volume and Open Interest |
279,455 |
217,066 |
-172 |
Mexican Peso(CME) |
Mar11 |
110303 |
826.8 |
833.5 |
826.0 |
833.2 |
+6.5 |
34,445 |
130,279 |
-1,110 |
Apr11 |
110303 |
832.8 |
832.8 |
826.2 |
832.8 |
+6.5 |
|
|
|
Total Volume and Open Interest |
35,858 |
134,821 |
-101 |
30-Year T-Bonds(CBOT) |
Mar11 |
110303 |
120~170 |
120~170 |
119~310 |
119~310 |
-1~030 |
|
|
|
Jun11 |
110303 |
119~140 |
119~190 |
118~100 |
118~120 |
-1~030 |
399,761 |
599,276 |
+11,600 |
Sep11 |
110303 |
116~250 |
117~280 |
116~250 |
116~250 |
-1~030 |
0 |
1 |
+0 |
Total Volume and Open Interest |
456,131 |
664,755 |
-5,159 |
10-Year T-Notes(CBOT) |
Mar11 |
110303 |
119~315 |
120~030 |
119~070 |
119~075 |
-0~265 |
239,169 |
85,919 |
-44,513 |
Jun11 |
110303 |
118~205 |
118~230 |
117~255 |
117~265 |
-0~285 |
1,514,412 |
1,391,448 |
+18,571 |
Sep11 |
110303 |
117~145 |
117~170 |
116~160 |
116~205 |
-0~285 |
9 |
12 |
+8 |
Total Volume and Open Interest |
1,753,590 |
1,477,383 |
-25,934 |
5-Year T-Notes(CBOT) |
Mar11 |
110303 |
117~082 |
117~097 |
117~011 |
117~014 |
-0~083 |
137,081 |
88,590 |
-48,229 |
Jun11 |
110303 |
116~097 |
116~101 |
116~012 |
116~016 |
-0~091 |
804,339 |
1,160,823 |
+54,527 |
Sep11 |
110303 |
115~042 |
116~005 |
115~042 |
115~042 |
-0~091 |
|
|
|
Total Volume and Open Interest |
941,420 |
1,249,413 |
+6,298 |
2 Year T-Notes(CBOT) |
Mar11 |
110303 |
109~062 |
109~063 |
109~039 |
109~040 |
-0~023 |
73,106 |
80,770 |
-28,232 |
Jun11 |
110303 |
109~017 |
109~018 |
108~118 |
108~120 |
-0~027 |
366,475 |
804,751 |
+2,432 |
Sep11 |
110303 |
108~084 |
108~111 |
108~084 |
108~084 |
-0~027 |
|
|
|
Total Volume and Open Interest |
439,581 |
885,521 |
-25,800 |
Eurodollars(CME) |
Mar11 |
110303 |
99.688 |
99.690 |
99.685 |
99.685 |
unch |
114,530 |
1,021,323 |
-2,887 |
Jun11 |
110303 |
99.630 |
99.635 |
99.615 |
99.620 |
-0.010 |
207,460 |
1,202,588 |
-2,504 |
Sep11 |
110303 |
99.535 |
99.540 |
99.500 |
99.505 |
-0.035 |
245,407 |
1,353,843 |
+9,847 |
Dec11 |
110303 |
99.385 |
99.385 |
99.300 |
99.305 |
-0.080 |
362,340 |
1,294,495 |
+9,207 |
Mar12 |
110303 |
99.130 |
99.130 |
98.995 |
99.005 |
-0.125 |
531,932 |
1,191,323 |
+91,390 |
Jun12 |
110303 |
98.780 |
98.780 |
98.625 |
98.635 |
-0.155 |
381,731 |
758,138 |
+10,689 |
Sep12 |
110303 |
98.410 |
98.410 |
98.245 |
98.255 |
-0.170 |
229,285 |
560,672 |
+9,001 |
Dec12 |
110303 |
98.075 |
98.080 |
97.910 |
97.915 |
-0.180 |
224,076 |
445,597 |
+5,041 |
Mar13 |
110303 |
97.780 |
97.790 |
97.615 |
97.620 |
-0.185 |
209,565 |
293,002 |
+9,301 |
Jun13 |
110303 |
97.505 |
97.515 |
97.335 |
97.340 |
-0.185 |
147,453 |
195,844 |
-13,936 |
Sep13 |
110303 |
97.240 |
97.245 |
97.075 |
97.080 |
-0.180 |
98,659 |
201,244 |
+66 |
Dec13 |
110303 |
96.980 |
96.990 |
96.825 |
96.830 |
-0.165 |
92,068 |
173,178 |
-3,222 |
Mar14 |
110303 |
96.745 |
96.755 |
96.590 |
96.600 |
-0.155 |
30,904 |
124,294 |
-3,310 |
Jun14 |
110303 |
96.510 |
96.520 |
96.360 |
96.370 |
-0.150 |
23,749 |
99,110 |
+508 |
Sep14 |
110303 |
96.285 |
96.300 |
96.135 |
96.150 |
-0.145 |
21,099 |
60,143 |
+482 |
Dec14 |
110303 |
96.060 |
96.070 |
95.910 |
95.925 |
-0.140 |
17,280 |
75,047 |
-112 |
Mar15 |
110303 |
95.845 |
95.865 |
95.725 |
95.735 |
-0.135 |
12,447 |
56,337 |
+1,127 |
Jun15 |
110303 |
3.915 |
3.940 |
3.795 |
3.805 |
-0.130 |
10,180 |
38,995 |
+92 |
Total Volume and Open Interest |
2,997,808 |
9,326,908 |
+128,793 |
30 Day Federal Funds(CBOT) |
Mar11 |
110303 |
99.845 |
99.850 |
99.845 |
99.850 |
unch |
3,125 |
65,609 |
+409 |
Apr11 |
110303 |
99.860 |
99.860 |
99.855 |
99.860 |
unch |
5,209 |
58,939 |
+2,663 |
May11 |
110303 |
99.865 |
99.865 |
99.855 |
99.860 |
unch |
3,931 |
63,552 |
+642 |
Jun11 |
110303 |
99.860 |
99.860 |
99.855 |
99.855 |
unch |
2,756 |
45,764 |
-270 |
Jul11 |
110303 |
99.845 |
99.845 |
99.835 |
99.840 |
-0.005 |
7,014 |
47,299 |
-1,630 |
Aug11 |
110303 |
99.830 |
99.835 |
99.815 |
99.820 |
-0.015 |
2,628 |
35,394 |
-1,303 |
Total Volume and Open Interest |
51,549 |
558,224 |
-77,469 |
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 |
110303 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.002 |
0 |
4,371 |
+0 |
Jun11 |
110303 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
0 |
150 |
+0 |
Sep11 |
110303 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Dec11 |
110303 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
0 |
75 |
+0 |
Mar12 |
110303 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Jun12 |
110303 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep12 |
110303 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Dec12 |
110303 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Mar13 |
110303 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Jun13 |
110303 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
4,596 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar11 |
110303 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
6,006 |
+0 |
Jun11 |
110303 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,422 |
+0 |
Sep11 |
110303 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
766 |
+0 |
Dec11 |
110303 |
99.62 |
99.63 |
99.62 |
99.63 |
unch |
102 |
1,910 |
+0 |
Mar12 |
110303 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
405 |
+0 |
Jun12 |
110303 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
110303 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
310 |
+0 |
Dec12 |
110303 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
102 |
11,578 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar11 |
110303 |
139.57 |
139.75 |
139.50 |
139.62 |
-0.10 |
3,571 |
13,233 |
-116 |
Jun11 |
110303 |
138.85 |
138.90 |
138.68 |
138.77 |
-0.13 |
1,608 |
1,629 |
+113 |
Sep11 |
110303 |
136.34 |
136.34 |
136.34 |
136.34 |
-0.13 |
|
|
|
Total Volume and Open Interest |
5,179 |
14,734 |
-15 |
Euro-Bund(EUREX) |
Mar11 |
110302 |
124.37 |
124.49 |
123.68 |
123.87 |
-0.19 |
752,084 |
1,635,458 |
+1,635,458 |
Jun11 |
110303 |
122.22 |
122.23 |
121.25 |
121.45 |
-0.98 |
104,050 |
295,278 |
+127,510 |
Sep11 |
110303 |
121.75 |
121.75 |
120.85 |
121.02 |
-0.99 |
358 |
1 |
-357 |
Total Volume and Open Interest |
1,417,978 |
1,628,810 |
-174,774 |
Euro-Bobl(EUREX) |
Mar11 |
110303 |
116.81 |
116.87 |
115.96 |
116.11 |
-0.88 |
690,549 |
925,416 |
-33,827 |
Jun11 |
110303 |
115.32 |
115.41 |
114.52 |
114.68 |
-0.85 |
93,939 |
243,998 |
+74,747 |
Sep11 |
110303 |
114.13 |
114.13 |
114.13 |
114.13 |
-0.85 |
|
|
|
Total Volume and Open Interest |
784,488 |
1,169,414 |
+40,920 |
3-Mth Euribor(EUREX) |
Mar11 |
110303 |
98.865 |
98.865 |
98.760 |
98.780 |
-0.090 |
0 |
6,103 |
+133 |
Jun11 |
110303 |
98.535 |
98.535 |
98.360 |
98.375 |
-0.170 |
40 |
9,427 |
-50 |
Sep11 |
110303 |
98.270 |
98.275 |
98.080 |
98.080 |
-0.200 |
0 |
2,197 |
+0 |
Total Volume and Open Interest |
63 |
25,561 |
+87 |
Long Gilt(LIFFE) |
Mar11 |
110303 |
117~12 |
117~20 |
117~00 |
117~03 |
-0~17 |
23,664 |
33,363 |
-7,492 |
Jun11 |
110303 |
116~05 |
116~11 |
115~22 |
115~26 |
-0~16 |
162,257 |
289,021 |
+4,093 |
Total Volume and Open Interest |
185,921 |
322,384 |
-3,399 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110303 |
99.17 |
99.19 |
99.08 |
99.16 |
unch |
36,149 |
314,497 |
-705 |
Jun11 |
110303 |
98.91 |
98.95 |
98.82 |
98.89 |
-0.02 |
65,412 |
362,396 |
-456 |
Sep11 |
110303 |
98.64 |
98.71 |
98.57 |
98.61 |
-0.05 |
92,533 |
337,541 |
-8,611 |
Dec11 |
110303 |
98.38 |
98.45 |
98.30 |
98.32 |
-0.07 |
133,692 |
378,914 |
+9,426 |
Mar12 |
110303 |
98.09 |
98.18 |
98.00 |
98.03 |
-0.09 |
104,456 |
266,604 |
-1,018 |
Jun12 |
110303 |
97.81 |
97.89 |
97.71 |
97.74 |
-0.10 |
77,904 |
186,476 |
+5,853 |
Total Volume and Open Interest |
642,005 |
2,299,107 |
+2,787 |
3-Mth Euribor(LIFFE) |
Mar11 |
110303 |
98.870 |
98.870 |
98.750 |
98.780 |
-0.090 |
85,086 |
603,634 |
+603,634 |
Jun11 |
110303 |
98.545 |
98.550 |
98.345 |
98.375 |
-0.170 |
140,902 |
634,322 |
-13,274 |
Sep11 |
110303 |
98.275 |
98.280 |
98.045 |
98.080 |
-0.200 |
138,987 |
625,179 |
-4,247 |
Total Volume and Open Interest |
1,063,961 |
3,685,112 |
-29,032 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110303 |
95.03 |
95.04 |
95.02 |
95.04 |
unch |
13,366 |
96,906 |
-8,235 |
Jun11 |
110303 |
94.98 |
94.98 |
94.96 |
94.98 |
unch |
20,659 |
198,971 |
+231 |
Sep11 |
110303 |
94.86 |
94.87 |
94.83 |
94.86 |
unch |
12,988 |
134,926 |
+2,378 |
Dec11 |
110303 |
94.74 |
94.75 |
94.71 |
94.74 |
unch |
8,295 |
73,572 |
+1,868 |
Mar12 |
110303 |
94.67 |
94.67 |
94.61 |
94.64 |
-0.01 |
4,190 |
57,614 |
+978 |
Jun12 |
110303 |
94.59 |
94.61 |
94.55 |
94.58 |
-0.02 |
1,389 |
43,569 |
-16 |
Sep12 |
110303 |
94.55 |
94.55 |
94.50 |
94.52 |
-0.03 |
495 |
31,018 |
-244 |
Dec12 |
110303 |
94.49 |
94.49 |
94.44 |
94.47 |
-0.02 |
585 |
18,160 |
+54 |
Mar13 |
110303 |
94.44 |
94.44 |
94.44 |
94.44 |
-0.02 |
1 |
3,421 |
+1 |
Jun13 |
110303 |
94.47 |
94.47 |
94.36 |
94.39 |
-0.06 |
4 |
614 |
+3 |
Total Volume and Open Interest |
61,975 |
660,466 |
-2,979 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110303 |
94.51 |
94.52 |
94.44 |
94.47 |
-0.04 |
65,176 |
390,533 |
+8,319 |
Jun11 |
110303 |
94.45 |
94.45 |
94.45 |
94.45 |
-0.06 |
0 |
5 |
+0 |
Total Volume and Open Interest |
65,176 |
390,538 |
+8,319 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110301 |
94.90 |
94.91 |
94.84 |
94.88 |
-0.02 |
|
|
|
Jun11 |
110303 |
94.78 |
94.78 |
94.78 |
94.78 |
-0.10 |
|
|
|
Total Volume and Open Interest |
149,150 |
534,355 |
-6,179 |
Gold(CMX) |
Apr11 |
110303 |
1436.5 |
1436.9 |
1410.6 |
1416.4 |
-21.3 |
169,542 |
325,418 |
-35 |
Jun11 |
110303 |
1436.8 |
1438.3 |
1412.1 |
1417.9 |
-21.4 |
17,501 |
72,946 |
+4,863 |
Aug11 |
110303 |
1438.4 |
1438.4 |
1414.6 |
1419.3 |
-21.4 |
1,938 |
23,307 |
+366 |
Oct11 |
110303 |
1435.3 |
1435.3 |
1415.5 |
1420.8 |
-21.4 |
2,291 |
6,337 |
-1,501 |
Dec11 |
110303 |
1439.1 |
1441.8 |
1416.4 |
1422.2 |
-21.4 |
1,648 |
27,667 |
+223 |
Feb12 |
110303 |
1431.6 |
1431.6 |
1420.0 |
1424.1 |
-21.3 |
333 |
7,170 |
+72 |
Apr12 |
110303 |
1426.3 |
1426.3 |
1426.3 |
1426.3 |
-21.2 |
6 |
5,328 |
+2 |
Jun12 |
110303 |
1429.1 |
1429.1 |
1429.1 |
1429.1 |
-21.0 |
6 |
6,733 |
+6 |
Aug12 |
110303 |
1432.5 |
1432.5 |
1432.5 |
1432.5 |
-20.6 |
0 |
978 |
+0 |
Oct12 |
110303 |
1436.3 |
1436.3 |
1436.3 |
1436.3 |
-20.3 |
1,885 |
2,308 |
+1,519 |
Dec12 |
110303 |
1451.5 |
1451.5 |
1437.4 |
1440.9 |
-20.0 |
378 |
12,370 |
+152 |
Total Volume and Open Interest |
196,763 |
515,784 |
+6,060 |
Silver(CMX) |
Mar11 |
110303 |
3458.0 |
3479.0 |
3404.5 |
3431.3 |
-51.2 |
1,737 |
2,251 |
-582 |
May11 |
110303 |
3470.5 |
3496.0 |
3403.0 |
3432.7 |
-50.8 |
55,982 |
84,501 |
-252 |
Jul11 |
110303 |
3475.5 |
3491.5 |
3406.0 |
3432.9 |
-50.8 |
971 |
12,662 |
+81 |
Sep11 |
110303 |
3457.0 |
3457.0 |
3425.5 |
3432.1 |
-50.8 |
297 |
5,142 |
+59 |
Dec11 |
110303 |
3460.5 |
3480.5 |
3406.0 |
3430.7 |
-50.8 |
766 |
13,941 |
-100 |
Mar12 |
110303 |
3424.5 |
3424.5 |
3410.0 |
3424.5 |
-50.8 |
76 |
896 |
+69 |
May12 |
110303 |
3405.0 |
3420.1 |
3405.0 |
3420.1 |
-50.6 |
0 |
219 |
+0 |
Total Volume and Open Interest |
60,772 |
135,802 |
-412 |
Platinum(NYMEX) |
Apr11 |
110303 |
1852.0 |
1854.4 |
1821.1 |
1833.0 |
-26.3 |
8,521 |
37,153 |
+1,339 |
Jul11 |
110303 |
1857.0 |
1857.0 |
1827.0 |
1837.0 |
-26.0 |
744 |
3,959 |
+654 |
Oct11 |
110303 |
1845.5 |
1845.5 |
1839.0 |
1839.0 |
-25.8 |
9 |
477 |
+3 |
Jan12 |
110303 |
1841.4 |
1841.4 |
1841.4 |
1841.4 |
-26.0 |
1 |
12 |
+1 |
Total Volume and Open Interest |
9,275 |
41,621 |
+1,982 |
Palladium(NYMEX) |
Mar11 |
110303 |
814.80 |
818.15 |
812.00 |
812.60 |
-7.80 |
97 |
480 |
-57 |
Jun11 |
110303 |
818.05 |
824.80 |
811.85 |
814.80 |
-7.85 |
3,841 |
21,844 |
-103 |
Sep11 |
110303 |
819.95 |
819.95 |
816.00 |
816.00 |
-7.90 |
2 |
73 |
+0 |
Total Volume and Open Interest |
3,944 |
22,457 |
-158 |
Copper(CMX) |
Mar11 |
110303 |
447.75 |
453.00 |
445.90 |
447.50 |
-0.50 |
1,743 |
5,998 |
-1,407 |
May11 |
110303 |
449.40 |
454.85 |
447.05 |
449.00 |
-0.80 |
32,520 |
97,239 |
-665 |
Jul11 |
110303 |
451.95 |
456.00 |
448.70 |
450.25 |
-0.80 |
1,315 |
25,667 |
+192 |
Sep11 |
110303 |
454.85 |
455.70 |
450.95 |
450.95 |
-0.90 |
772 |
6,316 |
-60 |
Dec11 |
110303 |
452.50 |
456.15 |
451.35 |
451.35 |
-0.90 |
351 |
5,954 |
-195 |
Total Volume and Open Interest |
37,357 |
147,581 |
-2,253 |
DJIA Index(CBOT) |
Mar11 |
110303 |
12048 |
12267 |
12048 |
12239 |
+193 |
634 |
12,759 |
-67 |
Jun11 |
110303 |
12152 |
12175 |
12152 |
12174 |
+191 |
5 |
22 |
+4 |
Sep11 |
110303 |
12119 |
12119 |
11928 |
12119 |
+191 |
|
|
|
Dec11 |
110303 |
12064 |
12064 |
11873 |
12064 |
+191 |
0 |
1 |
+0 |
Total Volume and Open Interest |
639 |
12,782 |
-63 |
S & P 500(CME) |
Mar11 |
110303 |
1306.20 |
1331.70 |
1304.90 |
1329.70 |
+23.90 |
33,301 |
327,871 |
+5,543 |
Jun11 |
110303 |
1314.80 |
1326.30 |
1314.80 |
1324.70 |
+23.90 |
696 |
20,507 |
+518 |
Sep11 |
110303 |
1319.60 |
1320.90 |
1319.60 |
1319.60 |
+23.90 |
0 |
3,086 |
+2 |
Dec11 |
110303 |
1314.70 |
1315.80 |
1314.70 |
1314.70 |
+24.10 |
11 |
634 |
+7 |
Total Volume and Open Interest |
34,008 |
352,098 |
+6,070 |
S & P 500 E-Mini(Globex) |
Mar11 |
110303 |
1306.25 |
1332.00 |
1305.00 |
1329.75 |
+24.00 |
3,054,741 |
2,898,347 |
+45,744 |
Jun11 |
110303 |
1300.75 |
1327.00 |
1300.75 |
1324.75 |
+24.00 |
16,143 |
71,943 |
+10,164 |
Total Volume and Open Interest |
3,070,921 |
2,970,595 |
+55,923 |
NASDAQ 100(CME) |
Mar11 |
110303 |
2315.30 |
2377.00 |
2315.30 |
2371.80 |
+48.50 |
2,281 |
18,389 |
-141 |
Jun11 |
110303 |
2360.00 |
2373.00 |
2358.00 |
2369.50 |
+48.50 |
20 |
1,265 |
-3 |
Sep11 |
110303 |
2361.00 |
2367.00 |
2361.00 |
2367.00 |
+48.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,301 |
19,655 |
-144 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110303 |
2322.00 |
2376.00 |
2321.30 |
2371.80 |
+48.50 |
349,697 |
357,949 |
-8,760 |
Jun11 |
110303 |
2320.80 |
2373.80 |
2320.80 |
2369.50 |
+48.50 |
1,110 |
2,424 |
+270 |
Total Volume and Open Interest |
350,807 |
360,389 |
-8,490 |
S & P Midcap 400(CME) |
Mar11 |
110303 |
964.50 |
979.00 |
964.50 |
975.00 |
+21.70 |
109 |
3,190 |
+91 |
Jun11 |
110303 |
972.40 |
972.40 |
970.70 |
972.40 |
+21.70 |
|
|
|
Sep11 |
110303 |
970.30 |
970.30 |
968.60 |
970.30 |
+21.70 |
|
|
|
Total Volume and Open Interest |
109 |
3,190 |
+91 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110303 |
10725 |
10725 |
10725 |
10725 |
+210 |
|
|
|
Jun11 |
110303 |
10510 |
10710 |
10490 |
10700 |
+210 |
193 |
1,043 |
+135 |
Total Volume and Open Interest |
11,959 |
44,396 |
-1,082 |
Nikkei 225(SGX) |
Mar11 |
110303 |
10515 |
10600 |
10475 |
10585 |
+95 |
125,538 |
250,570 |
-199 |
Jun11 |
110303 |
10455 |
10525 |
10410 |
10510 |
+95 |
621 |
5,936 |
+559 |
Sep11 |
110303 |
10510 |
10510 |
10510 |
10510 |
+100 |
0 |
200 |
+0 |
Total Volume and Open Interest |
126,660 |
266,759 |
+761 |
CAC 40(EURONEXT) |
Mar11 |
110303 |
4054.0 |
4100.5 |
4040.5 |
4062.5 |
+26.0 |
165,502 |
358,144 |
-1,700 |
Apr11 |
110303 |
4058.0 |
4096.5 |
4045.0 |
4065.0 |
+25.5 |
262 |
663 |
+28 |
May11 |
110303 |
4002.5 |
4016.5 |
3973.5 |
3994.0 |
+27.0 |
0 |
16 |
+0 |
Total Volume and Open Interest |
165,775 |
358,900 |
-1,672 |
Hang Seng Index(HKFE) |
Mar11 |
110303 |
23030 |
23288 |
22991 |
22998 |
+58 |
79,005 |
74,715 |
-2,977 |
Apr11 |
110303 |
23000 |
23265 |
22975 |
22980 |
+60 |
700 |
1,124 |
+700 |
Total Volume and Open Interest |
80,003 |
79,563 |
-1,481 |
DAX(EUREX) |
Mar11 |
110303 |
7220.0 |
7297.5 |
7192.0 |
7222.5 |
+31.0 |
172,467 |
265,794 |
-8,971 |
Jun11 |
110303 |
7239.5 |
7320.0 |
7221.5 |
7248.0 |
+33.0 |
559 |
19,456 |
+1,119 |
Sep11 |
110303 |
7264.0 |
7331.5 |
7262.5 |
7272.5 |
+35.0 |
67 |
967 |
+144 |
Total Volume and Open Interest |
173,093 |
286,217 |
-7,708 |
FT-SE 100(EURONEXT) |
Mar11 |
110303 |
5889.50 |
6021.00 |
5889.00 |
5984.00 |
+79.00 |
130,648 |
639,116 |
-3,622 |
Jun11 |
110303 |
5871.00 |
5975.00 |
5865.50 |
5943.00 |
+80.00 |
2,456 |
8,888 |
+759 |
Sep11 |
110303 |
5883.50 |
5915.00 |
5883.50 |
5907.00 |
+78.50 |
11 |
413 |
+10 |
Total Volume and Open Interest |
133,115 |
648,552 |
-2,853 |
SPI 200(SFE) |
Mar11 |
110303 |
4781.0 |
4815.0 |
4773.0 |
4802.0 |
+17.0 |
45,508 |
197,003 |
-812 |
Jun11 |
110303 |
4810.0 |
4836.0 |
4810.0 |
4827.0 |
+15.0 |
85 |
4,155 |
-3 |
Sep11 |
110303 |
4817.0 |
4817.0 |
4817.0 |
4817.0 |
+15.0 |
0 |
2,487 |
+0 |
Total Volume and Open Interest |
45,681 |
205,705 |
-902 |
GSCI(CME) |
Mar11 |
110303 |
50.89 |
56.89 |
49.34 |
56.64 |
+1.00 |
286 |
14,301 |
-159 |
Apr11 |
110303 |
56.64 |
61.64 |
54.64 |
61.64 |
+0.70 |
5 |
27 |
+2 |
May11 |
110303 |
62.64 |
62.64 |
55.64 |
62.64 |
+0.50 |
|
|
|
Total Volume and Open Interest |
291 |
14,328 |
-157 |
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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