|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed March 09, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110309 |
1369.00 |
1377.50 |
1343.00 |
1344.00 |
-31.50 |
3,289 |
3,872 |
-294 |
May11 |
110309 |
1382.00 |
1383.75 |
1347.25 |
1349.00 |
-33.00 |
88,038 |
256,182 |
+431 |
Jul11 |
110309 |
1389.75 |
1390.75 |
1355.00 |
1357.25 |
-32.75 |
38,490 |
129,187 |
+210 |
Aug11 |
110309 |
1379.00 |
1380.25 |
1347.00 |
1350.75 |
-29.50 |
890 |
7,343 |
-70 |
Sep11 |
110309 |
1361.50 |
1361.75 |
1328.75 |
1334.00 |
-27.50 |
675 |
7,480 |
+197 |
Nov11 |
110309 |
1345.00 |
1346.00 |
1313.00 |
1320.00 |
-26.00 |
17,399 |
163,760 |
+15 |
Jan12 |
110309 |
1346.25 |
1346.25 |
1317.75 |
1323.75 |
-25.50 |
240 |
21,645 |
+50 |
Total Volume and Open Interest |
150,277 |
619,123 |
+559 |
Soybean Meal(CBOT) |
Mar11 |
110309 |
353.50 |
355.50 |
348.50 |
348.50 |
-6.90 |
2,594 |
1,945 |
-910 |
May11 |
110309 |
360.40 |
360.60 |
352.00 |
352.90 |
-7.50 |
27,806 |
90,332 |
-1,931 |
Jul11 |
110309 |
364.00 |
364.00 |
356.40 |
356.60 |
-7.40 |
10,923 |
51,466 |
+1,439 |
Aug11 |
110309 |
361.30 |
362.20 |
355.50 |
355.50 |
-6.60 |
1,155 |
10,558 |
+229 |
Sep11 |
110309 |
357.00 |
357.30 |
350.90 |
350.90 |
-5.90 |
738 |
9,118 |
+148 |
Oct11 |
110309 |
348.20 |
348.20 |
342.70 |
343.40 |
-4.80 |
976 |
11,133 |
+341 |
Dec11 |
110309 |
348.00 |
348.00 |
341.80 |
342.60 |
-5.00 |
3,095 |
27,386 |
-181 |
Jan12 |
110309 |
346.30 |
347.60 |
342.70 |
342.70 |
-4.90 |
52 |
3,309 |
+6 |
Total Volume and Open Interest |
47,447 |
211,975 |
-877 |
Soybean Oil(CBOT) |
Mar11 |
110309 |
57.81 |
57.81 |
56.67 |
56.67 |
-1.30 |
1,160 |
1,739 |
-523 |
May11 |
110309 |
58.52 |
58.59 |
56.88 |
57.12 |
-1.36 |
45,042 |
174,039 |
-1,554 |
Jul11 |
110309 |
58.96 |
59.08 |
57.39 |
57.62 |
-1.35 |
15,941 |
96,535 |
+1,402 |
Aug11 |
110309 |
59.19 |
59.19 |
57.67 |
57.76 |
-1.36 |
1,061 |
11,834 |
+86 |
Sep11 |
110309 |
59.27 |
59.27 |
57.63 |
57.87 |
-1.35 |
1,319 |
12,312 |
+149 |
Oct11 |
110309 |
59.26 |
59.26 |
57.60 |
57.85 |
-1.32 |
1,318 |
13,214 |
+401 |
Dec11 |
110309 |
59.24 |
59.32 |
57.60 |
57.92 |
-1.32 |
8,272 |
54,409 |
+795 |
Jan12 |
110309 |
58.13 |
59.10 |
57.69 |
57.87 |
-1.32 |
158 |
1,473 |
+51 |
Total Volume and Open Interest |
74,377 |
369,992 |
+831 |
Canola(WCE) |
Mar11 |
110309 |
567.4 |
567.4 |
567.4 |
567.4 |
-13.9 |
0 |
14 |
+0 |
May11 |
110309 |
584.0 |
585.5 |
567.5 |
571.5 |
-13.9 |
9,087 |
97,492 |
+979 |
Jul11 |
110309 |
592.0 |
592.2 |
574.1 |
578.5 |
-13.9 |
1,401 |
30,222 |
-308 |
Nov11 |
110309 |
563.0 |
564.9 |
551.0 |
551.5 |
-11.6 |
1,567 |
62,192 |
+989 |
Jan12 |
110309 |
568.6 |
568.6 |
556.7 |
556.7 |
-11.4 |
185 |
3,815 |
+2 |
Total Volume and Open Interest |
12,240 |
196,541 |
+1,662 |
Corn(CBOT) |
Mar11 |
110309 |
699.00 |
707.25 |
685.00 |
695.00 |
-3.75 |
5,401 |
6,489 |
-2,403 |
May11 |
110309 |
705.50 |
711.25 |
691.25 |
701.00 |
-4.50 |
167,841 |
708,426 |
-17,525 |
Jul11 |
110309 |
711.00 |
717.00 |
697.00 |
707.00 |
-4.00 |
75,316 |
378,617 |
+1,439 |
Sep11 |
110309 |
655.50 |
659.00 |
644.00 |
654.25 |
-1.75 |
19,737 |
67,841 |
+2,628 |
Dec11 |
110309 |
609.25 |
613.75 |
602.25 |
610.25 |
+0.25 |
31,388 |
365,172 |
-962 |
Mar12 |
110309 |
616.50 |
622.00 |
611.25 |
619.00 |
+0.50 |
1,315 |
46,852 |
+14 |
Total Volume and Open Interest |
302,969 |
1,631,538 |
-16,707 |
Wheat(CBOT) |
Mar11 |
110309 |
750.75 |
763.00 |
727.25 |
732.25 |
-19.00 |
195 |
267 |
-224 |
May11 |
110309 |
782.00 |
789.00 |
749.25 |
758.75 |
-21.00 |
50,081 |
193,744 |
-1,519 |
Jul11 |
110309 |
812.75 |
821.00 |
781.25 |
791.00 |
-20.50 |
20,053 |
129,466 |
+108 |
Sep11 |
110309 |
846.50 |
854.00 |
817.00 |
826.25 |
-19.25 |
6,009 |
38,587 |
+813 |
Dec11 |
110309 |
865.75 |
876.75 |
840.75 |
849.00 |
-17.00 |
8,939 |
93,841 |
+795 |
Total Volume and Open Interest |
86,311 |
484,675 |
+133 |
Wheat(KCBT) |
Mar11 |
110309 |
866.00 |
866.00 |
841.50 |
853.50 |
-11.00 |
127 |
178 |
-252 |
May11 |
110309 |
876.25 |
883.75 |
844.75 |
853.50 |
-20.50 |
13,384 |
88,708 |
+664 |
Jul11 |
110309 |
885.50 |
894.25 |
854.75 |
864.00 |
-20.00 |
5,532 |
66,356 |
-429 |
Sep11 |
110309 |
900.00 |
904.00 |
868.00 |
877.75 |
-19.50 |
2,208 |
16,509 |
-69 |
Dec11 |
110309 |
910.25 |
921.00 |
885.75 |
894.25 |
-14.25 |
2,081 |
17,090 |
-641 |
Total Volume and Open Interest |
23,552 |
193,710 |
-628 |
Wheat(MGE) |
Mar11 |
110309 |
907.25 |
907.50 |
888.75 |
892.00 |
-20.00 |
0 |
36 |
-264 |
May11 |
110309 |
923.00 |
929.00 |
894.00 |
903.75 |
-18.50 |
3,459 |
23,060 |
-742 |
Jul11 |
110309 |
928.25 |
935.00 |
901.75 |
910.00 |
-18.00 |
1,126 |
14,869 |
+213 |
Sep11 |
110309 |
926.00 |
930.00 |
897.75 |
909.50 |
-16.00 |
811 |
13,585 |
-98 |
Dec11 |
110309 |
929.75 |
934.00 |
904.00 |
914.75 |
-13.75 |
860 |
10,658 |
-26 |
Total Volume and Open Interest |
6,399 |
64,692 |
-878 |
Oats(CBOT) |
Mar11 |
110309 |
359.50 |
362.00 |
359.50 |
362.00 |
-6.50 |
15 |
40 |
-12 |
May11 |
110309 |
375.00 |
376.25 |
362.00 |
367.00 |
-8.00 |
977 |
8,824 |
-222 |
Jul11 |
110309 |
381.75 |
383.00 |
370.00 |
375.00 |
-8.00 |
614 |
1,671 |
-105 |
Sep11 |
110309 |
380.50 |
382.00 |
373.25 |
378.00 |
-4.00 |
4 |
263 |
+0 |
Total Volume and Open Interest |
1,676 |
12,961 |
-338 |
Rough Rice(CBOT) |
Mar11 |
110309 |
13.34 |
13.50 |
13.18 |
13.30 |
-0.23 |
6 |
34 |
-53 |
May11 |
110309 |
13.85 |
13.93 |
13.35 |
13.55 |
-0.24 |
1,260 |
16,380 |
-317 |
Jul11 |
110309 |
14.22 |
14.22 |
13.64 |
13.85 |
-0.24 |
1,572 |
4,885 |
-408 |
Sep11 |
110309 |
14.88 |
14.95 |
14.40 |
14.57 |
-0.23 |
1,387 |
3,519 |
-368 |
Total Volume and Open Interest |
4,266 |
25,670 |
-1,163 |
Live Cattle(CME) |
Apr11 |
110309 |
115.285 |
117.800 |
115.050 |
117.535 |
+2.735 |
27,394 |
118,321 |
-8,494 |
Jun11 |
110309 |
116.350 |
118.000 |
116.080 |
117.450 |
+1.550 |
19,136 |
118,640 |
+3,567 |
Aug11 |
110309 |
117.850 |
119.200 |
117.650 |
118.830 |
+0.945 |
14,344 |
50,377 |
+1,026 |
Oct11 |
110309 |
121.100 |
122.080 |
120.850 |
121.930 |
+0.950 |
8,483 |
36,106 |
+3,791 |
Dec11 |
110309 |
121.200 |
122.300 |
121.150 |
122.250 |
+0.900 |
2,139 |
25,516 |
+478 |
Feb12 |
110309 |
121.250 |
122.000 |
121.050 |
121.800 |
+0.500 |
334 |
6,619 |
+24 |
Total Volume and Open Interest |
71,999 |
357,759 |
+484 |
Feeder Cattle(CME) |
Mar11 |
110309 |
131.500 |
133.000 |
131.300 |
132.200 |
+1.015 |
1,092 |
7,119 |
-577 |
Apr11 |
110309 |
133.380 |
135.200 |
133.300 |
134.535 |
+1.385 |
2,417 |
9,523 |
-615 |
May11 |
110309 |
135.000 |
136.880 |
134.935 |
136.325 |
+1.590 |
1,959 |
13,277 |
+188 |
Aug11 |
110309 |
136.130 |
138.000 |
136.130 |
137.380 |
+1.250 |
1,472 |
13,878 |
+266 |
Sep11 |
110309 |
135.500 |
137.050 |
135.485 |
136.400 |
+1.075 |
179 |
2,292 |
+61 |
Oct11 |
110309 |
135.500 |
136.825 |
135.300 |
136.400 |
+0.950 |
171 |
1,334 |
+53 |
Nov11 |
110309 |
135.000 |
136.500 |
134.950 |
136.000 |
+1.100 |
30 |
659 |
+21 |
Total Volume and Open Interest |
7,323 |
48,144 |
-600 |
Lean Hogs(CME) |
Apr11 |
110309 |
89.400 |
90.000 |
88.635 |
89.750 |
+0.615 |
29,592 |
64,603 |
-8,527 |
May11 |
110309 |
99.500 |
100.150 |
98.900 |
100.050 |
+0.650 |
504 |
3,293 |
+178 |
Jun11 |
110309 |
102.035 |
102.350 |
101.000 |
101.950 |
+0.270 |
16,200 |
74,598 |
+1,442 |
Jul11 |
110309 |
101.450 |
101.800 |
100.580 |
101.430 |
+0.230 |
5,130 |
27,284 |
+761 |
Aug11 |
110309 |
100.950 |
101.350 |
100.035 |
101.350 |
+0.520 |
5,297 |
22,118 |
+1,589 |
Oct11 |
110309 |
89.900 |
90.000 |
88.950 |
89.950 |
+0.300 |
954 |
20,725 |
+123 |
Dec11 |
110309 |
85.750 |
86.200 |
84.750 |
86.100 |
+0.400 |
651 |
12,031 |
+318 |
Feb12 |
110309 |
86.250 |
86.400 |
85.100 |
85.800 |
unch |
89 |
2,777 |
+60 |
Total Volume and Open Interest |
58,455 |
229,441 |
-4,032 |
Class III Milk(CME) |
Mar11 |
110309 |
19.52 |
19.63 |
19.43 |
19.63 |
+0.09 |
273 |
6,673 |
+34 |
Apr11 |
110309 |
17.90 |
18.32 |
17.60 |
18.25 |
+0.29 |
448 |
6,043 |
+177 |
May11 |
110309 |
16.93 |
17.28 |
16.75 |
17.23 |
+0.15 |
218 |
4,753 |
+30 |
Jun11 |
110309 |
16.65 |
16.93 |
16.50 |
16.90 |
+0.15 |
256 |
3,777 |
+93 |
Jul11 |
110309 |
16.76 |
16.95 |
16.62 |
16.90 |
+0.02 |
39 |
2,691 |
+6 |
Total Volume and Open Interest |
1,492 |
36,506 |
+490 |
Cocoa(ICE) |
Mar11 |
110309 |
3650 |
3650 |
3585 |
3585 |
-118 |
0 |
85 |
+0 |
May11 |
110309 |
3633 |
3633 |
3508 |
3527 |
-106 |
5,257 |
74,838 |
+736 |
Jul11 |
110309 |
3569 |
3569 |
3470 |
3487 |
-88 |
1,228 |
28,304 |
+300 |
Sep11 |
110309 |
3543 |
3543 |
3439 |
3481 |
-59 |
332 |
12,858 |
+67 |
Dec11 |
110309 |
3515 |
3515 |
3441 |
3461 |
-40 |
173 |
17,513 |
-39 |
Mar12 |
110309 |
3552 |
3555 |
3483 |
3500 |
-36 |
191 |
22,674 |
+56 |
May12 |
110309 |
3510 |
3547 |
3494 |
3494 |
-35 |
150 |
4,816 |
+27 |
Total Volume and Open Interest |
7,381 |
165,525 |
+1,168 |
Coffee "C"(ICE) |
Mar11 |
110309 |
289.00 |
294.70 |
289.00 |
294.40 |
+7.25 |
55 |
371 |
-125 |
May11 |
110309 |
287.55 |
296.65 |
287.35 |
294.85 |
+7.65 |
10,604 |
79,044 |
+1,267 |
Jul11 |
110309 |
289.75 |
298.15 |
289.75 |
296.65 |
+7.35 |
3,063 |
22,055 |
+723 |
Sep11 |
110309 |
292.20 |
299.35 |
292.05 |
298.20 |
+7.10 |
1,825 |
8,943 |
+347 |
Dec11 |
110309 |
293.20 |
298.50 |
292.40 |
297.70 |
+7.15 |
353 |
13,736 |
+23 |
Mar12 |
110309 |
289.75 |
295.00 |
289.75 |
294.75 |
+7.05 |
133 |
2,122 |
+106 |
Total Volume and Open Interest |
16,063 |
127,412 |
+2,349 |
Orange Juice(ICE) |
Mar11 |
110309 |
177.00 |
178.65 |
176.20 |
176.20 |
-2.50 |
9 |
676 |
-8 |
May11 |
110309 |
178.00 |
178.00 |
172.25 |
174.05 |
-2.85 |
900 |
25,188 |
+359 |
Jul11 |
110309 |
172.65 |
172.65 |
168.70 |
170.30 |
-2.55 |
123 |
3,434 |
+79 |
Sep11 |
110309 |
168.75 |
169.10 |
165.50 |
167.00 |
-1.90 |
29 |
741 |
+20 |
Nov11 |
110309 |
161.85 |
162.50 |
159.75 |
161.55 |
-1.20 |
2 |
670 |
+0 |
Jan12 |
110309 |
159.65 |
159.65 |
159.65 |
159.65 |
-1.10 |
0 |
16 |
+0 |
Total Volume and Open Interest |
1,063 |
30,747 |
+450 |
Sugar #11(ICE) |
May11 |
110309 |
30.83 |
30.97 |
29.83 |
30.42 |
-0.28 |
28,030 |
238,594 |
+594 |
Jul11 |
110309 |
28.11 |
28.30 |
27.30 |
27.77 |
-0.31 |
14,040 |
175,066 |
+664 |
Oct11 |
110309 |
26.50 |
26.69 |
25.71 |
26.22 |
-0.27 |
7,041 |
82,440 |
+1,620 |
Mar12 |
110309 |
25.72 |
25.88 |
24.93 |
25.43 |
-0.29 |
2,111 |
55,883 |
+167 |
May12 |
110309 |
24.50 |
24.60 |
23.72 |
24.21 |
-0.23 |
252 |
14,799 |
+65 |
Total Volume and Open Interest |
51,829 |
609,766 |
+3,144 |
London Cocoa(LCE) |
Mar11 |
110309 |
2300 |
2301 |
2247 |
2254 |
-66 |
978 |
32,495 |
-375 |
May11 |
110309 |
2290 |
2309 |
2250 |
2259 |
-61 |
5,689 |
52,570 |
+245 |
Jul11 |
110309 |
2250 |
2286 |
2228 |
2238 |
-40 |
2,393 |
27,273 |
+370 |
Sep11 |
110309 |
2229 |
2270 |
2211 |
2222 |
-37 |
372 |
23,695 |
+208 |
Dec11 |
110309 |
2229 |
2248 |
2191 |
2214 |
-24 |
670 |
32,341 |
+77 |
Mar12 |
110309 |
2206 |
2242 |
2200 |
2203 |
-31 |
216 |
24,860 |
+4 |
May12 |
110309 |
2197 |
2238 |
2194 |
2194 |
-36 |
276 |
4,843 |
+135 |
Total Volume and Open Interest |
10,622 |
207,238 |
+678 |
London Sugar(LCE) |
May11 |
110309 |
765.40 |
771.00 |
749.00 |
751.10 |
-12.00 |
3,165 |
22,250 |
+902 |
Aug11 |
110309 |
736.40 |
740.00 |
718.00 |
719.60 |
-15.40 |
1,058 |
12,508 |
+683 |
Oct11 |
110309 |
694.50 |
697.50 |
678.00 |
678.60 |
-16.10 |
160 |
3,512 |
+80 |
Dec11 |
110309 |
659.40 |
659.40 |
659.40 |
659.40 |
-12.30 |
0 |
1,253 |
-2 |
Mar12 |
110309 |
649.50 |
649.50 |
649.50 |
649.50 |
-14.20 |
13 |
1,139 |
+11 |
Total Volume and Open Interest |
4,397 |
41,173 |
+1,674 |
Cotton(ICE) |
Mar11 |
110309 |
204.00 |
205.99 |
204.00 |
205.99 |
-1.05 |
278 |
517 |
+141 |
May11 |
110309 |
205.45 |
213.40 |
202.48 |
204.41 |
-2.73 |
15,676 |
70,601 |
+35 |
Jul11 |
110309 |
195.75 |
202.00 |
192.04 |
194.06 |
-2.91 |
7,380 |
39,361 |
+278 |
Oct11 |
110309 |
149.43 |
153.01 |
149.43 |
153.01 |
+4.06 |
49 |
412 |
+11 |
Dec11 |
110309 |
120.50 |
126.60 |
120.20 |
126.60 |
+5.85 |
10,231 |
57,052 |
-94 |
Mar12 |
110309 |
114.12 |
119.60 |
113.72 |
119.38 |
+5.26 |
322 |
3,792 |
-58 |
Total Volume and Open Interest |
34,099 |
175,640 |
+356 |
Lumber(CME) |
Mar11 |
110309 |
300.2 |
300.2 |
293.1 |
293.1 |
-7.5 |
122 |
774 |
-105 |
May11 |
110309 |
321.6 |
323.5 |
316.1 |
316.6 |
-1.9 |
350 |
5,946 |
-27 |
Jul11 |
110309 |
332.7 |
334.8 |
330.0 |
332.9 |
-1.1 |
182 |
2,503 |
+88 |
Sep11 |
110309 |
335.7 |
342.0 |
332.0 |
342.0 |
+6.0 |
12 |
286 |
-3 |
Total Volume and Open Interest |
673 |
9,519 |
-41 |
Crude Oil(NYM) |
Apr11 |
110309 |
104.96 |
105.92 |
103.90 |
104.38 |
-0.64 |
404,435 |
262,242 |
-13,321 |
May11 |
110309 |
105.94 |
106.78 |
105.09 |
105.61 |
-0.34 |
159,741 |
235,586 |
+15,527 |
Jun11 |
110309 |
106.60 |
107.32 |
105.65 |
106.30 |
-0.18 |
101,282 |
148,445 |
+2,253 |
Jul11 |
110309 |
106.12 |
107.60 |
106.07 |
106.82 |
-0.04 |
34,838 |
83,255 |
-146 |
Aug11 |
110309 |
106.72 |
107.80 |
106.41 |
107.13 |
+0.11 |
27,620 |
40,789 |
-32 |
Sep11 |
110309 |
106.64 |
107.85 |
106.54 |
107.32 |
+0.28 |
30,678 |
51,571 |
+288 |
Oct11 |
110309 |
106.47 |
107.86 |
106.47 |
107.41 |
+0.43 |
9,246 |
32,279 |
-496 |
Nov11 |
110309 |
106.50 |
107.70 |
106.50 |
107.45 |
+0.56 |
9,523 |
29,724 |
-667 |
Dec11 |
110309 |
106.87 |
107.87 |
106.00 |
107.44 |
+0.65 |
71,683 |
183,649 |
+5,007 |
Jan12 |
110309 |
105.94 |
107.33 |
105.94 |
107.30 |
+0.71 |
4,970 |
35,323 |
+520 |
Feb12 |
110309 |
106.30 |
107.40 |
106.00 |
107.10 |
+0.78 |
2,516 |
15,548 |
+653 |
Mar12 |
110309 |
106.62 |
106.87 |
106.62 |
106.87 |
+0.83 |
5,315 |
22,932 |
-307 |
Apr12 |
110309 |
106.29 |
106.58 |
106.29 |
106.58 |
+0.88 |
1,729 |
9,035 |
+286 |
May12 |
110309 |
106.28 |
106.28 |
106.28 |
106.28 |
+0.95 |
1,020 |
9,571 |
+61 |
Jun12 |
110309 |
105.60 |
106.14 |
105.54 |
106.02 |
+1.01 |
5,183 |
56,377 |
+251 |
Jul12 |
110309 |
105.78 |
105.78 |
105.78 |
105.78 |
+1.08 |
262 |
11,119 |
+62 |
Total Volume and Open Interest |
902,351 |
1,578,407 |
+10,312 |
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 |
110309 |
105.875 |
106.700 |
105.150 |
105.600 |
-0.350 |
1,164 |
1,850 |
+96 |
Jun11 |
110309 |
106.400 |
107.175 |
105.800 |
106.300 |
-0.175 |
238 |
521 |
-8 |
Jul11 |
110309 |
107.425 |
107.425 |
106.825 |
106.825 |
-0.025 |
17 |
63 |
+3 |
Aug11 |
110309 |
107.125 |
107.125 |
107.125 |
107.125 |
+0.100 |
0 |
14 |
+0 |
Sep11 |
110309 |
107.325 |
107.325 |
107.000 |
107.325 |
+0.275 |
0 |
8 |
+0 |
Oct11 |
110309 |
107.400 |
107.400 |
107.400 |
107.400 |
+0.425 |
0 |
53 |
+0 |
Nov11 |
110309 |
107.450 |
107.450 |
107.450 |
107.450 |
+0.550 |
0 |
14 |
+0 |
Dec11 |
110309 |
107.100 |
107.500 |
107.100 |
107.450 |
+0.650 |
11 |
219 |
+11 |
Total Volume and Open Interest |
21,190 |
6,693 |
+218 |
Heating Oil(NYM) |
Apr11 |
110309 |
301.00 |
308.26 |
299.40 |
307.07 |
+5.96 |
50,458 |
84,927 |
-4,599 |
May11 |
110309 |
301.60 |
309.11 |
301.02 |
307.96 |
+5.65 |
21,519 |
53,722 |
+1,083 |
Jun11 |
110309 |
302.75 |
310.01 |
302.74 |
308.95 |
+5.42 |
20,068 |
51,973 |
+1,286 |
Jul11 |
110309 |
304.25 |
310.47 |
303.61 |
310.24 |
+5.28 |
4,577 |
25,049 |
+95 |
Aug11 |
110309 |
307.73 |
311.76 |
307.73 |
311.67 |
+5.17 |
2,171 |
14,874 |
+58 |
Sep11 |
110309 |
310.83 |
313.43 |
310.27 |
313.22 |
+5.10 |
2,646 |
11,601 |
+121 |
Oct11 |
110309 |
312.15 |
314.72 |
312.15 |
314.72 |
+5.01 |
1,270 |
7,211 |
+245 |
Nov11 |
110309 |
313.86 |
316.14 |
313.86 |
316.14 |
+4.85 |
1,818 |
6,400 |
+112 |
Dec11 |
110309 |
312.73 |
317.84 |
312.73 |
317.44 |
+4.71 |
7,669 |
28,220 |
-636 |
Jan12 |
110309 |
318.74 |
318.74 |
318.74 |
318.74 |
+4.61 |
486 |
6,252 |
+134 |
Feb12 |
110309 |
318.94 |
318.94 |
318.94 |
318.94 |
+4.63 |
48 |
2,201 |
-4 |
Mar12 |
110309 |
317.84 |
317.84 |
317.84 |
317.84 |
+4.71 |
45 |
1,239 |
+34 |
Total Volume and Open Interest |
113,056 |
305,861 |
-2,123 |
Gasoline(NYMEX) |
Apr11 |
110309 |
294.75 |
302.96 |
293.38 |
302.72 |
+8.05 |
48,771 |
78,176 |
-7,115 |
May11 |
110309 |
295.99 |
303.58 |
294.00 |
303.36 |
+7.76 |
26,128 |
60,999 |
+2,090 |
Jun11 |
110309 |
295.00 |
302.81 |
294.22 |
302.62 |
+7.37 |
14,831 |
37,200 |
+1,712 |
Jul11 |
110309 |
296.61 |
301.33 |
296.61 |
301.26 |
+7.01 |
5,960 |
19,831 |
+271 |
Aug11 |
110309 |
292.53 |
299.71 |
292.06 |
299.71 |
+6.71 |
3,678 |
11,869 |
+400 |
Sep11 |
110309 |
289.86 |
297.66 |
289.50 |
297.47 |
+6.42 |
2,928 |
11,750 |
+339 |
Oct11 |
110309 |
279.78 |
285.15 |
279.52 |
285.15 |
+6.03 |
1,314 |
6,287 |
+13 |
Nov11 |
110309 |
281.52 |
282.45 |
280.40 |
282.45 |
+5.82 |
1,385 |
5,689 |
+149 |
Dec11 |
110309 |
275.67 |
280.82 |
274.44 |
280.82 |
+5.69 |
2,783 |
24,176 |
-143 |
Jan12 |
110309 |
280.21 |
281.16 |
279.10 |
281.16 |
+5.59 |
376 |
4,210 |
+160 |
Total Volume and Open Interest |
108,680 |
275,271 |
-1,889 |
e-miNY RBOB Gasoline(NYM) |
Apr11 |
110309 |
302.70 |
302.72 |
302.70 |
302.70 |
+8.00 |
0 |
2 |
+0 |
May11 |
110309 |
303.40 |
303.40 |
303.36 |
303.40 |
+7.80 |
0 |
1 |
+0 |
Jun11 |
110309 |
302.60 |
302.62 |
302.60 |
302.60 |
+7.30 |
0 |
1 |
+0 |
Jul11 |
110309 |
301.30 |
301.30 |
301.30 |
301.30 |
+7.00 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
Natural Gas(NYM) |
Apr11 |
110309 |
3.854 |
3.946 |
3.838 |
3.930 |
+0.066 |
162,277 |
184,452 |
-27,068 |
May11 |
110309 |
3.911 |
4.002 |
3.897 |
3.986 |
+0.062 |
85,785 |
225,151 |
-518 |
Jun11 |
110309 |
3.982 |
4.061 |
3.957 |
4.046 |
+0.060 |
41,228 |
66,508 |
+70 |
Jul11 |
110309 |
4.051 |
4.136 |
4.035 |
4.121 |
+0.059 |
31,446 |
81,648 |
+3,292 |
Aug11 |
110309 |
4.120 |
4.180 |
4.080 |
4.169 |
+0.064 |
9,956 |
26,578 |
-179 |
Sep11 |
110309 |
4.109 |
4.197 |
4.096 |
4.188 |
+0.066 |
9,776 |
30,424 |
+1,749 |
Oct11 |
110309 |
4.156 |
4.246 |
4.144 |
4.235 |
+0.067 |
16,021 |
72,519 |
-1,604 |
Nov11 |
110309 |
4.344 |
4.419 |
4.340 |
4.413 |
+0.062 |
5,300 |
30,915 |
+204 |
Dec11 |
110309 |
4.601 |
4.668 |
4.596 |
4.661 |
+0.056 |
3,931 |
25,560 |
-1 |
Jan12 |
110309 |
4.740 |
4.800 |
4.733 |
4.793 |
+0.053 |
7,611 |
59,162 |
+576 |
Feb12 |
110309 |
4.738 |
4.790 |
4.724 |
4.784 |
+0.051 |
1,360 |
12,345 |
-453 |
Mar12 |
110309 |
4.679 |
4.736 |
4.671 |
4.729 |
+0.050 |
2,530 |
27,590 |
+304 |
Apr12 |
110309 |
4.572 |
4.605 |
4.547 |
4.599 |
+0.048 |
1,544 |
24,364 |
+8 |
May12 |
110309 |
4.600 |
4.633 |
4.600 |
4.633 |
+0.048 |
73 |
5,849 |
+0 |
Jun12 |
110309 |
4.645 |
4.667 |
4.633 |
4.667 |
+0.048 |
18 |
4,606 |
-4 |
Jul12 |
110309 |
4.687 |
4.709 |
4.679 |
4.709 |
+0.047 |
115 |
4,177 |
+31 |
Total Volume and Open Interest |
379,638 |
951,776 |
-23,507 |
Brent Crude Oil(ICE) |
Apr11 |
110309 |
112.95 |
116.18 |
112.16 |
115.94 |
+2.88 |
205,260 |
131,597 |
-16,844 |
May11 |
110309 |
113.17 |
116.28 |
112.38 |
115.96 |
+2.67 |
151,972 |
143,464 |
+1,687 |
Jun11 |
110309 |
113.04 |
116.21 |
112.45 |
115.84 |
+2.49 |
107,196 |
146,917 |
+11,764 |
Jul11 |
110309 |
112.56 |
115.96 |
112.56 |
115.68 |
+2.36 |
33,705 |
47,048 |
+1,662 |
Aug11 |
110309 |
112.63 |
115.80 |
112.63 |
115.48 |
+2.23 |
18,400 |
26,304 |
-1,510 |
Sep11 |
110309 |
112.49 |
115.61 |
112.49 |
115.25 |
+2.13 |
16,516 |
30,425 |
-261 |
Oct11 |
110309 |
112.98 |
115.41 |
112.96 |
115.06 |
+2.06 |
9,345 |
19,237 |
+255 |
Nov11 |
110309 |
112.80 |
115.17 |
112.78 |
114.84 |
+2.00 |
8,485 |
17,649 |
+209 |
Dec11 |
110309 |
111.88 |
114.93 |
111.79 |
114.62 |
+1.97 |
53,349 |
91,129 |
-4,898 |
Jan12 |
110309 |
114.37 |
114.37 |
114.37 |
114.37 |
+1.95 |
6,207 |
20,519 |
+2,376 |
Feb12 |
110309 |
114.12 |
114.12 |
114.12 |
114.12 |
+1.94 |
1,741 |
11,285 |
+212 |
Mar12 |
110309 |
113.84 |
113.84 |
113.84 |
113.84 |
+1.93 |
2,967 |
16,634 |
-440 |
Apr12 |
110309 |
113.46 |
113.46 |
113.46 |
113.46 |
+1.93 |
1,365 |
4,637 |
+320 |
May12 |
110309 |
113.05 |
113.05 |
113.05 |
113.05 |
+1.93 |
300 |
3,784 |
+23 |
Total Volume and Open Interest |
635,122 |
854,642 |
-7,277 |
Gas Oil(ICE) |
Mar11 |
110309 |
943.00 |
968.50 |
942.00 |
964.50 |
+14.75 |
51,362 |
69,239 |
-22,246 |
Apr11 |
110309 |
950.00 |
972.25 |
945.25 |
968.25 |
+14.75 |
123,220 |
169,440 |
+3,711 |
May11 |
110309 |
951.75 |
974.75 |
948.00 |
971.00 |
+14.75 |
58,781 |
89,692 |
+5,957 |
Jun11 |
110309 |
954.75 |
977.25 |
951.00 |
973.75 |
+14.50 |
35,083 |
68,894 |
-365 |
Jul11 |
110309 |
957.75 |
979.75 |
957.75 |
976.75 |
+14.50 |
8,284 |
31,203 |
+758 |
Aug11 |
110309 |
961.50 |
982.25 |
961.50 |
979.75 |
+14.00 |
3,932 |
21,290 |
-556 |
Sep11 |
110309 |
964.25 |
985.00 |
964.25 |
982.50 |
+13.50 |
3,201 |
26,307 |
+769 |
Oct11 |
110309 |
966.25 |
985.25 |
966.25 |
983.75 |
+13.25 |
2,703 |
21,971 |
+625 |
Nov11 |
110309 |
970.00 |
985.25 |
969.75 |
983.75 |
+12.75 |
1,683 |
16,107 |
+41 |
Dec11 |
110309 |
967.50 |
986.25 |
967.50 |
984.25 |
+12.50 |
16,148 |
52,376 |
-1,708 |
Total Volume and Open Interest |
310,806 |
664,666 |
-12,590 |
Ethanol(CBOT) |
Mar11 |
110303 |
2.585 |
2.585 |
2.583 |
2.583 |
-0.007 |
90 |
273 |
-46 |
Apr11 |
110309 |
2.575 |
2.575 |
2.530 |
2.543 |
-0.018 |
161 |
980 |
-27 |
May11 |
110309 |
2.560 |
2.560 |
2.515 |
2.525 |
-0.026 |
246 |
681 |
+1 |
Jun11 |
110309 |
2.550 |
2.550 |
2.515 |
2.524 |
-0.018 |
196 |
1,042 |
-99 |
Jul11 |
110309 |
2.525 |
2.530 |
2.516 |
2.525 |
-0.021 |
273 |
1,208 |
-138 |
Aug11 |
110309 |
2.510 |
2.522 |
2.506 |
2.506 |
-0.025 |
176 |
1,000 |
-34 |
Sep11 |
110309 |
2.440 |
2.456 |
2.440 |
2.453 |
unch |
110 |
995 |
-2 |
Oct11 |
110309 |
2.275 |
2.298 |
2.270 |
2.293 |
-0.002 |
113 |
633 |
-27 |
Total Volume and Open Interest |
1,313 |
7,987 |
-299 |
WTI Crude Oil(ICE |
Apr11 |
110309 |
104.57 |
105.93 |
103.90 |
104.38 |
-0.64 |
89,632 |
75,238 |
-3,928 |
May11 |
110309 |
105.52 |
106.79 |
105.09 |
105.61 |
-0.34 |
51,251 |
90,302 |
+39 |
Jun11 |
110309 |
106.20 |
107.33 |
105.78 |
106.30 |
-0.18 |
42,940 |
77,073 |
+511 |
Jul11 |
110309 |
106.93 |
107.55 |
106.32 |
106.82 |
-0.04 |
13,395 |
34,409 |
+701 |
Aug11 |
110309 |
107.08 |
107.68 |
106.59 |
107.13 |
+0.11 |
7,634 |
18,490 |
+193 |
Sep11 |
110309 |
106.87 |
107.81 |
106.74 |
107.32 |
+0.28 |
8,867 |
26,677 |
-74 |
Oct11 |
110309 |
107.07 |
107.62 |
106.80 |
107.41 |
+0.43 |
3,881 |
17,400 |
+91 |
Nov11 |
110309 |
106.99 |
107.57 |
106.88 |
107.45 |
+0.56 |
3,074 |
11,999 |
-361 |
Dec11 |
110309 |
106.28 |
107.84 |
106.20 |
107.44 |
+0.65 |
31,955 |
88,857 |
+450 |
Jan12 |
110309 |
107.30 |
107.30 |
107.30 |
107.30 |
+0.71 |
756 |
9,840 |
-31 |
Feb12 |
110309 |
107.10 |
107.10 |
107.10 |
107.10 |
+0.78 |
193 |
2,332 |
+72 |
Mar12 |
110309 |
106.87 |
106.87 |
106.87 |
106.87 |
+0.83 |
424 |
4,529 |
+95 |
Apr12 |
110309 |
106.58 |
106.58 |
106.58 |
106.58 |
+0.88 |
136 |
3,016 |
+4 |
May12 |
110309 |
106.28 |
106.28 |
106.28 |
106.28 |
+0.95 |
229 |
1,115 |
-3 |
Jun12 |
110309 |
105.78 |
106.02 |
105.59 |
106.02 |
+1.01 |
1,370 |
26,919 |
-77 |
Jul12 |
110309 |
105.78 |
105.78 |
105.78 |
105.78 |
+1.08 |
28 |
552 |
-8 |
Total Volume and Open Interest |
268,007 |
577,317 |
-4,007 |
US Dollar Index(ICE) |
Mar11 |
110309 |
76.900 |
76.975 |
76.540 |
76.720 |
-0.080 |
24,840 |
44,547 |
-3,075 |
Jun11 |
110309 |
77.200 |
77.245 |
76.810 |
76.995 |
-0.070 |
7,176 |
6,696 |
+3,172 |
Sep11 |
110309 |
77.415 |
77.415 |
77.415 |
77.415 |
-0.070 |
551 |
504 |
+494 |
Total Volume and Open Interest |
32,567 |
51,748 |
+591 |
Australian Dollar(CME) |
Mar11 |
110309 |
100.93 |
101.26 |
100.55 |
101.03 |
+0.04 |
104,958 |
123,688 |
-9,461 |
Jun11 |
110309 |
99.86 |
100.12 |
99.41 |
99.89 |
+0.04 |
22,758 |
21,993 |
+14,140 |
Sep11 |
110309 |
98.65 |
98.65 |
98.61 |
98.65 |
+0.04 |
0 |
14 |
+0 |
Total Volume and Open Interest |
127,716 |
145,749 |
+4,679 |
British Pound(CME) |
Mar11 |
110309 |
161.61 |
162.44 |
161.36 |
161.93 |
+0.35 |
118,994 |
116,348 |
-8,522 |
Jun11 |
110309 |
161.41 |
162.26 |
161.18 |
161.75 |
+0.34 |
21,990 |
19,429 |
+13,107 |
Sep11 |
110309 |
161.57 |
161.57 |
161.11 |
161.44 |
+0.33 |
6 |
18 |
+5 |
Total Volume and Open Interest |
140,990 |
135,828 |
+4,590 |
Canadian Dollar(CME) |
Mar11 |
110309 |
102.93 |
103.42 |
102.91 |
103.24 |
+0.29 |
79,580 |
119,633 |
-12,026 |
Jun11 |
110309 |
102.66 |
103.21 |
102.66 |
103.03 |
+0.29 |
24,901 |
40,389 |
+17,612 |
Sep11 |
110309 |
102.48 |
102.85 |
102.40 |
102.74 |
+0.28 |
164 |
1,459 |
+133 |
Dec11 |
110309 |
102.18 |
102.41 |
102.14 |
102.41 |
+0.27 |
278 |
2,007 |
+187 |
Total Volume and Open Interest |
104,935 |
163,642 |
+5,915 |
Japanese Yen(CME) |
Mar11 |
110309 |
120.96 |
121.10 |
120.58 |
120.94 |
-0.02 |
115,721 |
112,112 |
-9,541 |
Jun11 |
110309 |
121.00 |
121.17 |
120.65 |
121.02 |
-0.02 |
15,154 |
16,741 |
+5,981 |
Sep11 |
110309 |
121.14 |
121.17 |
121.14 |
121.14 |
-0.03 |
0 |
33 |
+0 |
Total Volume and Open Interest |
130,877 |
128,916 |
-3,558 |
Swiss Franc(CME) |
Mar11 |
110309 |
106.94 |
107.90 |
106.72 |
107.54 |
+0.66 |
45,816 |
51,297 |
-5,069 |
Jun11 |
110309 |
107.02 |
107.97 |
106.80 |
107.62 |
+0.67 |
7,994 |
11,683 |
+5,231 |
Sep11 |
110309 |
107.66 |
107.66 |
107.00 |
107.66 |
+0.66 |
1 |
8 |
+0 |
Total Volume and Open Interest |
53,811 |
62,999 |
+162 |
EuroFX(CME) |
Mar11 |
110309 |
139.04 |
139.41 |
138.54 |
139.03 |
+0.02 |
235,370 |
212,061 |
-12,161 |
Jun11 |
110309 |
138.93 |
139.21 |
138.34 |
138.83 |
+0.03 |
42,046 |
39,871 |
+11,383 |
Sep11 |
110309 |
138.71 |
138.71 |
138.40 |
138.50 |
+0.04 |
9 |
175 |
-2 |
Total Volume and Open Interest |
277,426 |
252,467 |
-779 |
Mexican Peso(CME) |
Mar11 |
110309 |
832.5 |
839.5 |
830.5 |
838.5 |
+5.8 |
64,478 |
91,078 |
-29,449 |
Apr11 |
110309 |
838.0 |
838.0 |
832.2 |
838.0 |
+5.8 |
|
|
|
Total Volume and Open Interest |
105,162 |
152,876 |
+4,361 |
30-Year T-Bonds(CBOT) |
Mar11 |
110309 |
120~120 |
120~300 |
120~120 |
120~300 |
+0~270 |
|
|
|
Jun11 |
110309 |
118~150 |
119~210 |
118~110 |
119~110 |
+0~270 |
265,447 |
601,937 |
-7,384 |
Sep11 |
110309 |
117~240 |
117~240 |
116~290 |
117~240 |
+0~270 |
0 |
1 |
+0 |
Total Volume and Open Interest |
273,904 |
631,324 |
-10,782 |
10-Year T-Notes(CBOT) |
Mar11 |
110309 |
119~225 |
120~160 |
119~225 |
120~100 |
+0~175 |
41,556 |
34,264 |
-8,403 |
Jun11 |
110309 |
118~110 |
119~035 |
118~085 |
118~295 |
+0~185 |
1,014,176 |
1,492,320 |
+49,383 |
Sep11 |
110309 |
117~120 |
117~235 |
117~050 |
117~235 |
+0~185 |
12 |
34 |
+0 |
Total Volume and Open Interest |
1,055,744 |
1,526,622 |
+40,980 |
5-Year T-Notes(CBOT) |
Mar11 |
110309 |
117~062 |
117~122 |
117~062 |
117~107 |
+0~040 |
|
|
|
Jun11 |
110309 |
116~077 |
117~010 |
116~071 |
116~121 |
+0~045 |
561,379 |
1,182,864 |
-2,741 |
Sep11 |
110309 |
116~009 |
116~009 |
115~092 |
116~009 |
+0~045 |
|
|
|
Total Volume and Open Interest |
580,284 |
1,220,317 |
-12,576 |
2 Year T-Notes(CBOT) |
Mar11 |
110309 |
109~053 |
109~065 |
109~053 |
109~063 |
+0~008 |
6,720 |
38,202 |
-3,748 |
Jun11 |
110309 |
109~009 |
109~025 |
109~007 |
109~020 |
+0~011 |
203,096 |
823,832 |
+3,078 |
Sep11 |
110309 |
108~112 |
108~112 |
108~101 |
108~112 |
+0~011 |
|
|
|
Total Volume and Open Interest |
209,816 |
862,034 |
-670 |
Eurodollars(CME) |
Mar11 |
110309 |
99.690 |
99.692 |
99.688 |
99.688 |
unch |
80,329 |
975,540 |
+259 |
Jun11 |
110309 |
99.635 |
99.640 |
99.625 |
99.635 |
unch |
120,520 |
1,200,708 |
+3,368 |
Sep11 |
110309 |
99.530 |
99.555 |
99.525 |
99.545 |
+0.010 |
165,693 |
1,350,091 |
-5,433 |
Dec11 |
110309 |
99.370 |
99.405 |
99.360 |
99.395 |
+0.025 |
219,005 |
1,354,506 |
+12,993 |
Mar12 |
110309 |
99.115 |
99.170 |
99.105 |
99.155 |
+0.040 |
294,889 |
1,280,797 |
+28,759 |
Jun12 |
110309 |
98.765 |
98.840 |
98.755 |
98.825 |
+0.060 |
208,295 |
773,460 |
+9,626 |
Sep12 |
110309 |
98.400 |
98.480 |
98.385 |
98.465 |
+0.075 |
166,423 |
547,609 |
-1,124 |
Dec12 |
110309 |
98.050 |
98.150 |
98.045 |
98.130 |
+0.085 |
149,682 |
449,046 |
-990 |
Mar13 |
110309 |
97.760 |
97.865 |
97.755 |
97.840 |
+0.085 |
141,612 |
303,981 |
-701 |
Jun13 |
110309 |
97.480 |
97.590 |
97.475 |
97.560 |
+0.085 |
70,375 |
200,287 |
-1,977 |
Sep13 |
110309 |
97.220 |
97.330 |
97.215 |
97.300 |
+0.085 |
55,714 |
199,919 |
-2,844 |
Dec13 |
110309 |
96.970 |
97.080 |
96.965 |
97.050 |
+0.085 |
64,465 |
178,989 |
-2,879 |
Mar14 |
110309 |
96.735 |
96.855 |
96.735 |
96.825 |
+0.085 |
15,339 |
124,459 |
-406 |
Jun14 |
110309 |
96.505 |
96.630 |
96.500 |
96.600 |
+0.085 |
12,688 |
101,040 |
-336 |
Sep14 |
110309 |
96.280 |
96.405 |
96.280 |
96.380 |
+0.085 |
10,711 |
59,001 |
-341 |
Dec14 |
110309 |
96.050 |
96.185 |
96.050 |
96.155 |
+0.085 |
11,768 |
74,406 |
-364 |
Mar15 |
110309 |
95.850 |
95.990 |
95.850 |
95.965 |
+0.085 |
7,413 |
55,219 |
-452 |
Jun15 |
110309 |
3.915 |
4.060 |
3.915 |
4.030 |
+0.080 |
6,742 |
37,940 |
-356 |
Total Volume and Open Interest |
1,818,419 |
9,455,024 |
+35,886 |
30 Day Federal Funds(CBOT) |
Mar11 |
110309 |
99.857 |
99.857 |
99.855 |
99.855 |
unch |
2,015 |
67,302 |
+56 |
Apr11 |
110309 |
99.860 |
99.865 |
99.860 |
99.860 |
unch |
129 |
58,431 |
+10 |
May11 |
110309 |
99.865 |
99.865 |
99.860 |
99.860 |
unch |
453 |
62,957 |
-106 |
Jun11 |
110309 |
99.860 |
99.865 |
99.860 |
99.860 |
unch |
615 |
44,880 |
-212 |
Jul11 |
110309 |
99.850 |
99.850 |
99.845 |
99.845 |
unch |
393 |
47,140 |
-130 |
Aug11 |
110309 |
99.825 |
99.835 |
99.825 |
99.830 |
unch |
796 |
35,309 |
-308 |
Total Volume and Open Interest |
21,203 |
574,693 |
+689 |
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 |
110309 |
99.662 |
99.662 |
99.662 |
99.662 |
+0.002 |
14 |
4,741 |
-36 |
Jun11 |
110309 |
99.652 |
99.652 |
99.652 |
99.652 |
+0.002 |
0 |
150 |
+0 |
Sep11 |
110309 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.002 |
|
|
|
Dec11 |
110309 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.040 |
0 |
75 |
+0 |
Mar12 |
110309 |
99.605 |
99.605 |
99.605 |
99.605 |
-0.005 |
|
|
|
Jun12 |
110309 |
99.635 |
99.635 |
99.635 |
99.635 |
-0.005 |
|
|
|
Sep12 |
110309 |
99.585 |
99.585 |
99.585 |
99.585 |
-0.005 |
|
|
|
Dec12 |
110309 |
99.490 |
99.490 |
99.490 |
99.490 |
-0.005 |
|
|
|
Mar13 |
110309 |
99.490 |
99.490 |
99.490 |
99.490 |
-0.005 |
|
|
|
Jun13 |
110309 |
99.445 |
99.445 |
99.445 |
99.445 |
-0.005 |
|
|
|
Total Volume and Open Interest |
14 |
4,966 |
-36 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110309 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
100 |
1,563 |
+0 |
Sep11 |
110309 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
100 |
866 |
+0 |
Dec11 |
110309 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.00 |
100 |
1,928 |
+0 |
Mar12 |
110309 |
99.60 |
99.61 |
99.60 |
99.61 |
0.00 |
0 |
505 |
+100 |
Jun12 |
110309 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
754 |
+0 |
Sep12 |
110309 |
99.58 |
99.58 |
99.58 |
99.58 |
0.00 |
0 |
310 |
+0 |
Dec12 |
110309 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.01 |
0 |
4 |
+0 |
Mar13 |
110309 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.01 |
0 |
1 |
+0 |
Total Volume and Open Interest |
400 |
12,233 |
+100 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110309 |
138.65 |
138.70 |
138.46 |
138.55 |
-0.12 |
7,840 |
11,311 |
+4,829 |
Sep11 |
110309 |
136.12 |
136.12 |
136.12 |
136.12 |
-0.12 |
|
|
|
Dec11 |
110309 |
134.03 |
134.03 |
134.03 |
134.03 |
-0.12 |
|
|
|
Total Volume and Open Interest |
16,939 |
18,813 |
-55 |
Euro-Bund(EUREX) |
Mar11 |
110308 |
123.06 |
123.15 |
122.92 |
123.05 |
+0.02 |
1,350,882 |
516,316 |
-645,846 |
Jun11 |
110309 |
121.45 |
121.76 |
121.42 |
121.59 |
+0.09 |
1,023,426 |
1,238,238 |
-19,344 |
Sep11 |
110309 |
121.20 |
121.30 |
121.19 |
121.20 |
+0.18 |
353 |
16 |
-344 |
Total Volume and Open Interest |
1,653,033 |
1,252,882 |
-521,376 |
Euro-Bobl(EUREX) |
Mar11 |
110304 |
116.02 |
116.31 |
115.83 |
116.20 |
+0.09 |
648,647 |
1,159,128 |
+233,712 |
Jun11 |
110309 |
114.62 |
114.88 |
114.59 |
114.78 |
+0.12 |
751,328 |
1,056,131 |
-7,765 |
Sep11 |
110309 |
114.12 |
114.15 |
114.11 |
114.15 |
+0.17 |
549 |
297 |
-251 |
Total Volume and Open Interest |
1,212,574 |
1,072,788 |
-403,994 |
3-Mth Euribor(EUREX) |
Mar11 |
110309 |
98.805 |
98.805 |
98.805 |
98.805 |
+0.015 |
761 |
5,924 |
-723 |
Jun11 |
110309 |
98.415 |
98.425 |
98.415 |
98.425 |
+0.005 |
1,020 |
10,020 |
+33 |
Sep11 |
110309 |
98.120 |
98.120 |
98.120 |
98.120 |
-0.005 |
86 |
2,778 |
+796 |
Total Volume and Open Interest |
1,927 |
27,005 |
+550 |
Long Gilt(LIFFE) |
Mar11 |
110309 |
117~12 |
117~20 |
117~12 |
117~18 |
+0~04 |
15,820 |
5,556 |
-15,157 |
Jun11 |
110309 |
116~03 |
116~13 |
116~02 |
116~09 |
+0~04 |
87,793 |
279,185 |
-5,828 |
Total Volume and Open Interest |
103,613 |
284,741 |
-20,985 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110309 |
99.16 |
99.17 |
99.16 |
99.16 |
-0.01 |
44,744 |
306,705 |
-5,802 |
Jun11 |
110309 |
98.92 |
98.92 |
98.90 |
98.91 |
-0.02 |
34,099 |
352,852 |
-6,273 |
Sep11 |
110309 |
98.67 |
98.67 |
98.65 |
98.66 |
-0.02 |
31,650 |
342,551 |
+4,837 |
Dec11 |
110309 |
98.39 |
98.41 |
98.37 |
98.39 |
-0.02 |
47,731 |
374,832 |
+10,667 |
Mar12 |
110309 |
98.11 |
98.15 |
98.09 |
98.12 |
-0.02 |
33,326 |
295,525 |
+5,343 |
Jun12 |
110309 |
97.81 |
97.87 |
97.81 |
97.84 |
-0.01 |
36,303 |
175,922 |
+32 |
Total Volume and Open Interest |
303,386 |
2,308,120 |
+10,869 |
3-Mth Euribor(LIFFE) |
Mar11 |
110309 |
98.790 |
98.810 |
98.785 |
98.805 |
+0.015 |
74,443 |
594,573 |
-6,523 |
Jun11 |
110309 |
98.410 |
98.435 |
98.395 |
98.425 |
+0.005 |
187,552 |
711,716 |
-14,070 |
Sep11 |
110309 |
98.115 |
98.130 |
98.105 |
98.120 |
-0.005 |
183,796 |
622,897 |
-14,465 |
Total Volume and Open Interest |
1,121,378 |
3,818,943 |
-60,973 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110309 |
95.03 |
95.03 |
95.01 |
95.02 |
-0.01 |
17,744 |
79,530 |
+3,828 |
Jun11 |
110309 |
94.97 |
94.98 |
94.95 |
94.98 |
unch |
22,531 |
201,813 |
+3,239 |
Sep11 |
110309 |
94.86 |
94.89 |
94.84 |
94.88 |
+0.01 |
18,388 |
142,358 |
+9,568 |
Dec11 |
110309 |
94.73 |
94.76 |
94.72 |
94.76 |
+0.02 |
11,166 |
82,353 |
+6,198 |
Mar12 |
110309 |
94.64 |
94.66 |
94.62 |
94.66 |
+0.02 |
5,735 |
58,836 |
+856 |
Jun12 |
110309 |
94.57 |
94.60 |
94.55 |
94.60 |
+0.03 |
1,484 |
45,097 |
+662 |
Sep12 |
110309 |
94.49 |
94.53 |
94.49 |
94.53 |
+0.01 |
406 |
31,771 |
+370 |
Dec12 |
110309 |
94.46 |
94.47 |
94.44 |
94.46 |
+0.01 |
1,121 |
19,832 |
+1,091 |
Mar13 |
110309 |
94.42 |
94.42 |
94.39 |
94.42 |
+0.01 |
531 |
4,108 |
+531 |
Jun13 |
110309 |
94.36 |
94.38 |
94.36 |
94.38 |
+0.01 |
14 |
654 |
+14 |
Total Volume and Open Interest |
79,127 |
668,058 |
+26,364 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110309 |
94.45 |
94.48 |
94.42 |
94.44 |
-0.01 |
37,827 |
376,524 |
+11,964 |
Jun11 |
110309 |
94.42 |
94.46 |
94.40 |
94.41 |
-0.01 |
4,849 |
5,082 |
+4,821 |
Total Volume and Open Interest |
42,676 |
381,606 |
+16,785 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110301 |
94.90 |
94.91 |
94.84 |
94.88 |
-0.02 |
|
|
|
Jun11 |
110309 |
94.79 |
94.79 |
94.76 |
94.79 |
+0.01 |
4,457 |
5,267 |
+4,452 |
Total Volume and Open Interest |
114,114 |
556,323 |
+25,634 |
Gold(CMX) |
Apr11 |
110309 |
1429.7 |
1436.8 |
1423.2 |
1429.6 |
+2.4 |
170,662 |
304,213 |
-10,743 |
Jun11 |
110309 |
1430.9 |
1438.1 |
1424.8 |
1431.2 |
+2.4 |
19,723 |
88,261 |
+5,643 |
Aug11 |
110309 |
1433.5 |
1437.7 |
1426.3 |
1432.7 |
+2.5 |
2,746 |
26,214 |
+1,298 |
Oct11 |
110309 |
1435.0 |
1440.9 |
1431.3 |
1434.1 |
+2.5 |
323 |
6,538 |
-1 |
Dec11 |
110309 |
1436.6 |
1442.2 |
1430.0 |
1435.4 |
+2.4 |
1,583 |
29,101 |
-193 |
Feb12 |
110309 |
1441.7 |
1442.8 |
1437.1 |
1437.1 |
+2.4 |
80 |
7,169 |
-60 |
Apr12 |
110309 |
1444.4 |
1444.4 |
1439.1 |
1439.1 |
+2.3 |
127 |
5,314 |
-24 |
Jun12 |
110309 |
1441.7 |
1441.7 |
1441.7 |
1441.7 |
+2.3 |
197 |
6,737 |
+0 |
Aug12 |
110309 |
1444.5 |
1444.5 |
1444.5 |
1444.5 |
+2.2 |
50 |
953 |
+1 |
Oct12 |
110309 |
1447.9 |
1447.9 |
1447.9 |
1447.9 |
+2.1 |
29 |
2,488 |
+29 |
Dec12 |
110309 |
1450.0 |
1452.3 |
1450.0 |
1452.3 |
+2.0 |
190 |
10,919 |
+106 |
Total Volume and Open Interest |
196,904 |
514,397 |
-3,301 |
Silver(CMX) |
Mar11 |
110309 |
3603.0 |
3639.5 |
3566.0 |
3604.3 |
+39.0 |
740 |
1,596 |
-79 |
May11 |
110309 |
3604.0 |
3644.0 |
3561.5 |
3604.7 |
+38.9 |
83,244 |
82,515 |
-3,902 |
Jul11 |
110309 |
3602.0 |
3643.0 |
3564.0 |
3605.2 |
+38.9 |
2,333 |
12,962 |
+3 |
Sep11 |
110309 |
3625.0 |
3645.0 |
3568.0 |
3605.6 |
+39.3 |
585 |
5,386 |
+143 |
Dec11 |
110309 |
3605.0 |
3640.0 |
3565.5 |
3605.0 |
+39.5 |
1,134 |
14,813 |
+223 |
Mar12 |
110309 |
3597.0 |
3623.5 |
3566.0 |
3598.8 |
+39.7 |
108 |
1,178 |
+4 |
May12 |
110309 |
3595.2 |
3595.2 |
3595.2 |
3595.2 |
+39.8 |
3 |
319 |
+0 |
Total Volume and Open Interest |
89,362 |
135,667 |
-3,551 |
Platinum(NYMEX) |
Apr11 |
110309 |
1806.1 |
1821.5 |
1793.9 |
1802.0 |
-0.6 |
6,012 |
33,021 |
-1,245 |
Jul11 |
110309 |
1809.1 |
1824.4 |
1799.5 |
1806.2 |
-0.7 |
1,449 |
7,093 |
+958 |
Oct11 |
110309 |
1818.0 |
1818.0 |
1801.8 |
1807.7 |
-0.8 |
11 |
516 |
+8 |
Jan12 |
110309 |
1810.1 |
1810.1 |
1810.1 |
1810.1 |
-0.8 |
1 |
13 |
+1 |
Total Volume and Open Interest |
7,473 |
40,664 |
-278 |
Palladium(NYMEX) |
Mar11 |
110309 |
794.45 |
798.80 |
780.35 |
780.35 |
-4.80 |
6 |
407 |
-4 |
Jun11 |
110309 |
790.00 |
802.50 |
777.70 |
781.65 |
-5.05 |
4,357 |
22,689 |
+67 |
Sep11 |
110309 |
796.80 |
798.30 |
780.10 |
782.95 |
-4.90 |
5 |
88 |
+4 |
Total Volume and Open Interest |
4,371 |
23,240 |
+68 |
Copper(CMX) |
Mar11 |
110309 |
433.10 |
436.45 |
417.00 |
419.95 |
-12.55 |
848 |
3,448 |
-466 |
May11 |
110309 |
434.50 |
437.90 |
418.30 |
421.25 |
-12.60 |
40,830 |
97,898 |
-1,249 |
Jul11 |
110309 |
435.10 |
439.00 |
420.20 |
422.90 |
-12.50 |
2,607 |
25,091 |
-516 |
Sep11 |
110309 |
430.80 |
430.80 |
422.95 |
424.05 |
-12.40 |
1,379 |
6,557 |
+593 |
Dec11 |
110309 |
436.00 |
440.00 |
422.00 |
425.15 |
-12.15 |
89 |
5,856 |
-8 |
Total Volume and Open Interest |
46,287 |
145,124 |
-1,574 |
DJIA Index(CBOT) |
Mar11 |
110309 |
12194 |
12250 |
12155 |
12174 |
-25 |
514 |
13,720 |
+85 |
Jun11 |
110309 |
12140 |
12180 |
12110 |
12110 |
-26 |
2 |
37 |
+1 |
Sep11 |
110309 |
12055 |
12081 |
12055 |
12055 |
-26 |
|
|
|
Dec11 |
110309 |
12000 |
12026 |
12000 |
12000 |
-26 |
0 |
1 |
+0 |
Total Volume and Open Interest |
516 |
13,758 |
+86 |
S & P 500(CME) |
Mar11 |
110309 |
1319.70 |
1324.90 |
1311.70 |
1315.40 |
-4.70 |
28,368 |
319,095 |
-7,435 |
Jun11 |
110309 |
1314.00 |
1317.50 |
1307.50 |
1310.60 |
-4.70 |
12,524 |
38,354 |
+10,460 |
Sep11 |
110309 |
1305.50 |
1312.20 |
1302.20 |
1305.50 |
-4.70 |
0 |
3,078 |
-1 |
Dec11 |
110309 |
1300.50 |
1307.20 |
1297.20 |
1300.50 |
-4.70 |
0 |
656 |
+0 |
Total Volume and Open Interest |
40,892 |
361,183 |
+3,024 |
S & P 500 E-Mini(Globex) |
Mar11 |
110309 |
1319.75 |
1325.00 |
1311.50 |
1315.50 |
-4.50 |
2,702,700 |
2,897,776 |
+3,525 |
Jun11 |
110309 |
1314.75 |
1320.00 |
1306.75 |
1310.50 |
-4.75 |
58,934 |
137,428 |
+34,600 |
Total Volume and Open Interest |
2,761,677 |
3,035,555 |
+38,137 |
NASDAQ 100(CME) |
Mar11 |
110309 |
2332.50 |
2339.80 |
2309.00 |
2310.50 |
-23.30 |
4,428 |
19,405 |
+256 |
Jun11 |
110309 |
2308.00 |
2328.00 |
2308.00 |
2308.30 |
-23.20 |
42 |
1,369 |
+50 |
Sep11 |
110309 |
2305.80 |
2311.00 |
2305.80 |
2305.80 |
-23.20 |
|
|
|
Total Volume and Open Interest |
4,470 |
20,774 |
+306 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110309 |
2332.80 |
2340.50 |
2308.30 |
2310.50 |
-23.30 |
402,341 |
360,571 |
-5,766 |
Jun11 |
110309 |
2330.00 |
2337.00 |
2306.30 |
2308.30 |
-23.20 |
3,769 |
4,447 |
+1,577 |
Total Volume and Open Interest |
406,112 |
365,033 |
-4,188 |
S & P Midcap 400(CME) |
Mar11 |
110309 |
960.20 |
970.00 |
957.00 |
960.20 |
-6.60 |
115 |
3,260 |
-218 |
Jun11 |
110309 |
958.00 |
958.90 |
958.00 |
958.00 |
-6.40 |
|
|
|
Sep11 |
110309 |
955.80 |
956.70 |
955.80 |
955.80 |
-6.40 |
|
|
|
Total Volume and Open Interest |
115 |
3,260 |
-218 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
110309 |
10565 |
10565 |
10565 |
10565 |
-5 |
|
|
|
Jun11 |
110309 |
10565 |
10620 |
10485 |
10530 |
-5 |
9,124 |
10,474 |
+6,465 |
Total Volume and Open Interest |
32,170 |
48,000 |
+3,579 |
Nikkei 225(SGX) |
Mar11 |
110309 |
10570 |
10665 |
10510 |
10605 |
+55 |
157,594 |
233,827 |
-17,620 |
Jun11 |
110309 |
10490 |
10590 |
10440 |
10535 |
+55 |
6,609 |
75,022 |
+58,779 |
Sep11 |
110309 |
10530 |
10530 |
10530 |
10530 |
+55 |
50 |
250 |
+0 |
Total Volume and Open Interest |
164,281 |
320,152 |
+41,273 |
CAC 40(EURONEXT) |
Mar11 |
110309 |
4006.0 |
4036.5 |
3985.5 |
3995.5 |
-21.5 |
156,855 |
351,601 |
-10,530 |
Apr11 |
110309 |
4010.5 |
4033.5 |
3991.0 |
3998.5 |
-21.5 |
348 |
8,091 |
+35 |
May11 |
110309 |
3930.0 |
3930.0 |
3930.0 |
3930.0 |
-21.0 |
4 |
18 |
+1 |
Total Volume and Open Interest |
157,223 |
360,459 |
-10,485 |
Hang Seng Index(HKFE) |
Mar11 |
110309 |
23820 |
23903 |
23743 |
23760 |
+20 |
83,244 |
82,968 |
+4,448 |
Apr11 |
110309 |
23974 |
23974 |
23727 |
23745 |
+27 |
949 |
1,866 |
+77 |
Total Volume and Open Interest |
84,452 |
89,062 |
+4,944 |
DAX(EUREX) |
Mar11 |
110309 |
7150.5 |
7220.0 |
7109.5 |
7128.0 |
-36.0 |
187,400 |
294,224 |
+14,126 |
Jun11 |
110309 |
7186.5 |
7244.0 |
7138.5 |
7154.0 |
-36.0 |
4,100 |
38,832 |
+8,768 |
Sep11 |
110309 |
7213.5 |
7267.0 |
7165.5 |
7179.5 |
-36.5 |
381 |
2,534 |
+1,555 |
Total Volume and Open Interest |
191,881 |
335,590 |
+24,449 |
FT-SE 100(EURONEXT) |
Mar11 |
110309 |
5967.50 |
5973.00 |
5915.50 |
5935.00 |
-20.00 |
113,961 |
646,040 |
+1,496 |
Jun11 |
110309 |
5911.50 |
5930.50 |
5879.50 |
5893.50 |
-20.00 |
4,632 |
28,029 |
+953 |
Sep11 |
110309 |
5859.00 |
5859.00 |
5859.00 |
5859.00 |
-20.00 |
0 |
413 |
+0 |
Total Volume and Open Interest |
118,593 |
674,597 |
+2,449 |
SPI 200(SFE) |
Mar11 |
110309 |
4804.0 |
4820.0 |
4758.0 |
4774.0 |
-32.0 |
41,846 |
194,087 |
+8,160 |
Jun11 |
110309 |
4839.0 |
4846.0 |
4795.0 |
4802.0 |
-31.0 |
1,121 |
5,473 |
+383 |
Sep11 |
110309 |
4797.0 |
4797.0 |
4792.0 |
4792.0 |
-31.0 |
1 |
2,531 |
+0 |
Total Volume and Open Interest |
43,075 |
204,314 |
+8,630 |
GSCI(CME) |
Mar11 |
110309 |
59.64 |
62.64 |
56.34 |
57.14 |
unch |
2,930 |
11,633 |
-2,442 |
Apr11 |
110309 |
64.04 |
67.14 |
61.14 |
61.99 |
+0.15 |
2,522 |
2,617 |
+2,484 |
May11 |
110309 |
62.99 |
68.14 |
62.09 |
62.99 |
+0.85 |
|
|
|
Total Volume and Open Interest |
5,452 |
14,250 |
+42 |
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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