|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon March 14, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar11 |
110314 |
1323.75 |
1332.50 |
1311.50 |
1329.00 |
+2.50 |
1,300 |
712 |
-680 |
May11 |
110314 |
1336.00 |
1342.50 |
1317.50 |
1340.00 |
+5.50 |
115,019 |
253,141 |
-695 |
Jul11 |
110314 |
1344.25 |
1350.50 |
1325.50 |
1348.00 |
+5.50 |
50,505 |
133,430 |
+1,594 |
Aug11 |
110314 |
1337.00 |
1344.75 |
1322.00 |
1343.50 |
+7.25 |
3,303 |
8,594 |
+878 |
Sep11 |
110314 |
1317.00 |
1326.25 |
1300.25 |
1326.00 |
+7.00 |
3,708 |
9,644 |
+1,386 |
Nov11 |
110314 |
1301.25 |
1309.00 |
1280.00 |
1308.00 |
+8.00 |
30,290 |
164,115 |
+2,302 |
Jan12 |
110314 |
1304.00 |
1312.50 |
1288.25 |
1312.50 |
+8.50 |
570 |
21,504 |
-128 |
Total Volume and Open Interest |
205,866 |
620,730 |
+4,756 |
Soybean Meal(CBOT) |
Mar11 |
110314 |
344.60 |
350.50 |
344.60 |
349.60 |
+3.50 |
760 |
460 |
-293 |
May11 |
110314 |
350.90 |
355.70 |
346.30 |
355.50 |
+5.50 |
46,438 |
88,223 |
-398 |
Jul11 |
110314 |
354.00 |
359.10 |
349.50 |
359.10 |
+5.80 |
18,665 |
54,777 |
+882 |
Aug11 |
110314 |
351.70 |
358.70 |
349.30 |
358.70 |
+6.10 |
3,363 |
11,248 |
+0 |
Sep11 |
110314 |
348.20 |
354.50 |
345.00 |
354.50 |
+6.30 |
2,206 |
9,268 |
-247 |
Oct11 |
110314 |
336.70 |
346.10 |
336.70 |
346.10 |
+6.40 |
1,052 |
11,021 |
+36 |
Dec11 |
110314 |
337.40 |
344.80 |
334.50 |
344.80 |
+6.30 |
6,083 |
28,400 |
-106 |
Jan12 |
110314 |
337.00 |
345.30 |
335.00 |
345.30 |
+6.50 |
459 |
3,351 |
+14 |
Total Volume and Open Interest |
79,897 |
213,447 |
-253 |
Soybean Oil(CBOT) |
Mar11 |
110314 |
55.50 |
55.50 |
54.67 |
55.27 |
-0.22 |
466 |
770 |
-374 |
May11 |
110314 |
56.07 |
56.09 |
55.04 |
55.38 |
-0.52 |
67,573 |
170,931 |
+78 |
Jul11 |
110314 |
56.59 |
56.67 |
55.62 |
55.95 |
-0.52 |
22,499 |
98,620 |
+389 |
Aug11 |
110314 |
56.45 |
56.53 |
55.80 |
56.13 |
-0.48 |
2,029 |
12,639 |
+316 |
Sep11 |
110314 |
56.72 |
56.72 |
55.95 |
56.24 |
-0.47 |
996 |
12,629 |
-17 |
Oct11 |
110314 |
56.12 |
56.58 |
55.82 |
56.19 |
-0.46 |
603 |
13,064 |
+24 |
Dec11 |
110314 |
56.85 |
56.88 |
55.90 |
56.30 |
-0.42 |
6,248 |
54,191 |
+305 |
Jan12 |
110314 |
56.00 |
56.60 |
56.00 |
56.41 |
-0.26 |
124 |
1,441 |
-31 |
Total Volume and Open Interest |
100,690 |
368,766 |
+690 |
Canola(WCE) |
Mar11 |
110314 |
550.9 |
550.9 |
550.9 |
550.9 |
-3.1 |
|
|
|
May11 |
110314 |
555.0 |
558.8 |
543.5 |
555.0 |
-3.1 |
10,070 |
94,188 |
-1,555 |
Jul11 |
110314 |
566.5 |
566.5 |
553.0 |
562.9 |
-2.9 |
3,053 |
31,021 |
-215 |
Nov11 |
110314 |
540.0 |
544.8 |
532.0 |
544.0 |
-0.7 |
1,741 |
63,669 |
+374 |
Jan12 |
110314 |
544.7 |
548.7 |
537.8 |
548.7 |
+1.7 |
65 |
3,773 |
+3 |
Total Volume and Open Interest |
14,949 |
195,492 |
-1,391 |
Corn(CBOT) |
Mar11 |
110314 |
658.00 |
668.00 |
650.50 |
664.00 |
+4.75 |
2,715 |
1,672 |
-1,236 |
May11 |
110314 |
665.50 |
674.25 |
655.00 |
666.00 |
+1.75 |
189,672 |
676,030 |
-9,598 |
Jul11 |
110314 |
671.50 |
680.75 |
660.50 |
672.50 |
+1.75 |
105,868 |
383,941 |
+670 |
Sep11 |
110314 |
623.00 |
630.00 |
612.00 |
624.00 |
+1.25 |
20,046 |
79,028 |
+4,233 |
Dec11 |
110314 |
578.25 |
584.75 |
566.00 |
578.00 |
+0.25 |
61,574 |
374,001 |
+1,653 |
Mar12 |
110314 |
587.00 |
594.00 |
577.00 |
587.50 |
+0.25 |
15,585 |
59,156 |
+11,827 |
Total Volume and Open Interest |
398,156 |
1,633,424 |
+8,217 |
Wheat(CBOT) |
Mar11 |
110314 |
690.00 |
700.50 |
690.00 |
700.50 |
+5.50 |
41 |
126 |
-90 |
May11 |
110314 |
719.25 |
730.00 |
706.00 |
720.75 |
+2.00 |
60,398 |
192,569 |
-1,312 |
Jul11 |
110314 |
751.00 |
762.00 |
737.75 |
753.00 |
+2.25 |
26,191 |
124,607 |
-2,376 |
Sep11 |
110314 |
788.00 |
797.50 |
774.75 |
789.50 |
+1.75 |
9,216 |
42,570 |
+1,320 |
Dec11 |
110314 |
811.75 |
821.75 |
799.00 |
814.50 |
+1.75 |
12,351 |
96,137 |
+470 |
Total Volume and Open Interest |
109,980 |
485,142 |
-1,977 |
Wheat(KCBT) |
Mar11 |
110314 |
815.50 |
815.50 |
815.50 |
815.50 |
-5.00 |
53 |
39 |
-51 |
May11 |
110314 |
824.50 |
833.50 |
813.75 |
825.50 |
+2.50 |
14,861 |
82,051 |
-1,651 |
Jul11 |
110314 |
836.00 |
844.25 |
824.50 |
836.50 |
+2.75 |
9,283 |
69,083 |
+1,452 |
Sep11 |
110314 |
848.50 |
858.00 |
839.75 |
851.50 |
+2.75 |
3,382 |
16,753 |
-70 |
Dec11 |
110314 |
866.75 |
877.75 |
856.75 |
869.00 |
+2.25 |
2,885 |
19,111 |
+628 |
Total Volume and Open Interest |
30,912 |
192,193 |
+359 |
Wheat(MGE) |
Mar11 |
110314 |
853.75 |
853.75 |
853.75 |
853.75 |
+0.50 |
4 |
36 |
+0 |
May11 |
110314 |
858.25 |
863.25 |
846.50 |
859.25 |
+0.75 |
4,973 |
21,062 |
-1,392 |
Jul11 |
110314 |
866.75 |
872.50 |
854.75 |
866.25 |
-0.50 |
3,098 |
14,379 |
-356 |
Sep11 |
110314 |
870.00 |
878.00 |
860.00 |
870.00 |
-2.00 |
1,472 |
13,044 |
-220 |
Dec11 |
110314 |
884.00 |
886.50 |
867.50 |
879.50 |
+2.50 |
381 |
10,308 |
-36 |
Total Volume and Open Interest |
10,078 |
61,489 |
-1,951 |
Oats(CBOT) |
Mar11 |
110314 |
352.75 |
352.75 |
345.50 |
346.00 |
+0.50 |
11 |
1 |
-11 |
May11 |
110314 |
352.00 |
353.00 |
343.25 |
344.00 |
-6.50 |
545 |
8,735 |
-32 |
Jul11 |
110314 |
358.25 |
362.25 |
351.75 |
351.75 |
-6.50 |
158 |
1,933 |
+61 |
Sep11 |
110314 |
355.00 |
359.50 |
353.00 |
353.00 |
-6.50 |
48 |
267 |
+8 |
Total Volume and Open Interest |
813 |
13,177 |
+59 |
Rough Rice(CBOT) |
Mar11 |
110314 |
12.90 |
13.19 |
12.90 |
13.19 |
+0.40 |
8 |
86 |
-12 |
May11 |
110314 |
13.02 |
13.49 |
12.96 |
13.38 |
+0.36 |
1,637 |
15,788 |
-344 |
Jul11 |
110314 |
13.38 |
13.77 |
13.26 |
13.66 |
+0.36 |
243 |
4,869 |
-22 |
Sep11 |
110314 |
14.18 |
14.49 |
14.04 |
14.37 |
+0.33 |
74 |
3,468 |
-36 |
Total Volume and Open Interest |
2,008 |
25,108 |
-407 |
Live Cattle(CME) |
Apr11 |
110314 |
117.250 |
117.580 |
116.385 |
116.500 |
-0.635 |
37,306 |
85,014 |
-9,401 |
Jun11 |
110314 |
117.000 |
117.150 |
115.830 |
116.650 |
-0.300 |
35,259 |
144,771 |
+7,847 |
Aug11 |
110314 |
117.580 |
118.000 |
117.000 |
117.700 |
-0.335 |
11,983 |
57,745 |
+2,064 |
Oct11 |
110314 |
120.830 |
121.000 |
120.250 |
120.785 |
-0.045 |
5,193 |
38,457 |
+1,025 |
Dec11 |
110314 |
120.450 |
121.180 |
120.430 |
121.035 |
-0.015 |
2,446 |
27,694 |
+129 |
Feb12 |
110314 |
120.100 |
120.500 |
119.785 |
120.450 |
-0.150 |
407 |
6,992 |
-17 |
Total Volume and Open Interest |
92,663 |
363,005 |
+1,673 |
Feeder Cattle(CME) |
Mar11 |
110314 |
131.550 |
131.630 |
130.785 |
130.900 |
-0.650 |
1,296 |
5,815 |
-357 |
Apr11 |
110314 |
134.600 |
134.600 |
133.200 |
133.650 |
-0.885 |
2,411 |
7,738 |
-675 |
May11 |
110314 |
136.350 |
136.350 |
134.985 |
135.500 |
-0.850 |
2,786 |
14,612 |
+472 |
Aug11 |
110314 |
137.035 |
137.575 |
136.325 |
136.850 |
-0.780 |
2,056 |
15,210 |
+290 |
Sep11 |
110314 |
136.130 |
136.150 |
135.450 |
135.825 |
-0.960 |
287 |
2,526 |
+49 |
Oct11 |
110314 |
135.600 |
136.000 |
135.250 |
136.000 |
-0.600 |
173 |
1,457 |
+37 |
Nov11 |
110314 |
135.450 |
135.900 |
134.900 |
135.900 |
-0.550 |
38 |
738 |
+17 |
Total Volume and Open Interest |
9,052 |
48,198 |
-163 |
Lean Hogs(CME) |
Apr11 |
110314 |
87.850 |
87.900 |
85.200 |
85.950 |
-2.200 |
26,613 |
46,554 |
-5,448 |
May11 |
110314 |
96.830 |
97.035 |
95.450 |
96.535 |
-1.815 |
361 |
3,323 |
+42 |
Jun11 |
110314 |
99.180 |
99.180 |
97.050 |
97.550 |
-1.950 |
18,296 |
83,976 |
+3,706 |
Jul11 |
110314 |
98.750 |
98.785 |
97.080 |
97.700 |
-1.435 |
7,120 |
28,684 |
+551 |
Aug11 |
110314 |
99.250 |
99.250 |
97.285 |
97.800 |
-1.850 |
5,632 |
26,941 |
+1,836 |
Oct11 |
110314 |
88.400 |
88.600 |
86.930 |
87.700 |
-1.200 |
1,359 |
21,857 |
+456 |
Dec11 |
110314 |
84.450 |
84.450 |
82.830 |
83.535 |
-1.165 |
1,347 |
13,337 |
+454 |
Feb12 |
110314 |
83.850 |
84.400 |
83.500 |
83.850 |
-1.250 |
176 |
3,050 |
+9 |
Total Volume and Open Interest |
61,039 |
230,063 |
+1,675 |
Class III Milk(CME) |
Mar11 |
110314 |
19.63 |
19.65 |
19.55 |
19.61 |
-0.04 |
93 |
6,968 |
+68 |
Apr11 |
110314 |
17.59 |
17.59 |
16.66 |
16.66 |
-0.75 |
567 |
5,796 |
-29 |
May11 |
110314 |
16.69 |
16.80 |
15.82 |
16.02 |
-0.55 |
444 |
4,688 |
+6 |
Jun11 |
110314 |
16.37 |
16.58 |
15.65 |
15.99 |
-0.41 |
264 |
3,796 |
-10 |
Jul11 |
110314 |
16.75 |
16.87 |
16.17 |
16.41 |
-0.29 |
169 |
2,724 |
+4 |
Total Volume and Open Interest |
1,951 |
37,042 |
+242 |
Cocoa(ICE) |
Mar11 |
110314 |
3519 |
3519 |
3431 |
3431 |
-29 |
20 |
51 |
-30 |
May11 |
110314 |
3427 |
3497 |
3350 |
3389 |
-23 |
18,240 |
72,159 |
-3,491 |
Jul11 |
110314 |
3392 |
3454 |
3330 |
3359 |
-25 |
4,780 |
30,635 |
+1,561 |
Sep11 |
110314 |
3417 |
3435 |
3320 |
3347 |
-27 |
1,247 |
13,144 |
+106 |
Dec11 |
110314 |
3385 |
3400 |
3305 |
3334 |
unch |
1,232 |
17,671 |
+211 |
Mar12 |
110314 |
3417 |
3417 |
3348 |
3366 |
+25 |
339 |
22,758 |
+0 |
May12 |
110314 |
3411 |
3411 |
3357 |
3361 |
+26 |
72 |
5,017 |
+56 |
Total Volume and Open Interest |
26,056 |
166,135 |
-1,570 |
Coffee "C"(ICE) |
Mar11 |
110314 |
271.75 |
273.15 |
271.45 |
273.15 |
-0.55 |
91 |
171 |
-156 |
May11 |
110314 |
274.10 |
276.40 |
268.85 |
273.30 |
-1.10 |
16,382 |
77,584 |
-1,745 |
Jul11 |
110314 |
276.20 |
278.10 |
270.90 |
275.35 |
-1.10 |
4,036 |
22,460 |
-530 |
Sep11 |
110314 |
276.20 |
279.10 |
273.00 |
276.90 |
-1.40 |
1,492 |
9,204 |
+44 |
Dec11 |
110314 |
276.70 |
278.95 |
273.00 |
276.65 |
-2.10 |
543 |
14,105 |
+73 |
Mar12 |
110314 |
275.75 |
277.00 |
271.00 |
274.70 |
-2.45 |
164 |
2,472 |
+96 |
Total Volume and Open Interest |
22,791 |
127,218 |
-2,199 |
Orange Juice(ICE) |
May11 |
110314 |
168.00 |
170.05 |
167.05 |
168.95 |
+1.00 |
2,126 |
23,945 |
-912 |
Jul11 |
110314 |
166.50 |
167.85 |
165.05 |
166.45 |
+0.70 |
300 |
3,477 |
-56 |
Sep11 |
110314 |
164.75 |
166.20 |
164.75 |
165.15 |
+0.70 |
38 |
775 |
+1 |
Nov11 |
110314 |
160.25 |
160.25 |
159.55 |
159.55 |
+0.55 |
25 |
669 |
+1 |
Jan12 |
110314 |
158.50 |
159.25 |
158.00 |
158.00 |
+0.70 |
7 |
22 |
+6 |
Mar12 |
110314 |
158.05 |
158.05 |
158.05 |
158.05 |
+0.50 |
5 |
20 |
+5 |
Total Volume and Open Interest |
2,527 |
29,104 |
-964 |
Sugar #11(ICE) |
May11 |
110314 |
28.61 |
28.79 |
27.41 |
27.79 |
-1.07 |
54,753 |
231,818 |
-2,643 |
Jul11 |
110314 |
26.33 |
26.41 |
25.20 |
25.60 |
-0.84 |
19,362 |
171,010 |
-1,872 |
Oct11 |
110314 |
24.73 |
24.88 |
24.00 |
24.45 |
-0.63 |
9,115 |
80,710 |
-1,366 |
Mar12 |
110314 |
24.21 |
24.31 |
23.54 |
24.11 |
-0.33 |
2,133 |
56,255 |
-426 |
May12 |
110314 |
22.89 |
23.52 |
22.68 |
23.37 |
-0.04 |
457 |
15,082 |
-360 |
Total Volume and Open Interest |
86,338 |
598,130 |
-6,821 |
London Cocoa(LCE) |
Mar11 |
110314 |
2242 |
2257 |
2170 |
2170 |
-46 |
6,608 |
26,654 |
-477 |
May11 |
110314 |
2236 |
2268 |
2179 |
2184 |
-42 |
18,030 |
58,090 |
+863 |
Jul11 |
110314 |
2220 |
2242 |
2161 |
2164 |
-42 |
6,282 |
28,277 |
-93 |
Sep11 |
110314 |
2215 |
2228 |
2152 |
2152 |
-39 |
1,561 |
24,354 |
+64 |
Dec11 |
110314 |
2188 |
2209 |
2141 |
2141 |
-39 |
2,031 |
32,246 |
+137 |
Mar12 |
110314 |
2185 |
2199 |
2136 |
2136 |
-40 |
1,127 |
25,382 |
+382 |
May12 |
110314 |
2201 |
2204 |
2129 |
2129 |
-42 |
563 |
5,273 |
+137 |
Total Volume and Open Interest |
36,504 |
209,854 |
+1,176 |
London Sugar(LCE) |
May11 |
110314 |
724.20 |
724.20 |
700.80 |
706.80 |
-13.20 |
3,157 |
23,821 |
-722 |
Aug11 |
110314 |
691.90 |
691.90 |
670.90 |
676.10 |
-12.80 |
929 |
15,864 |
+444 |
Oct11 |
110314 |
649.30 |
654.70 |
641.20 |
646.00 |
-9.60 |
90 |
3,702 |
+38 |
Dec11 |
110314 |
633.60 |
637.00 |
623.70 |
628.50 |
-7.10 |
23 |
1,302 |
+11 |
Mar12 |
110314 |
625.90 |
625.90 |
623.50 |
625.90 |
-0.30 |
0 |
1,144 |
+0 |
Total Volume and Open Interest |
4,199 |
46,344 |
-229 |
Cotton(ICE) |
May11 |
110314 |
204.94 |
206.83 |
197.94 |
197.94 |
-7.00 |
9,684 |
71,184 |
-700 |
Jul11 |
110314 |
193.25 |
195.00 |
186.25 |
186.25 |
-7.00 |
5,719 |
38,979 |
+392 |
Oct11 |
110314 |
150.05 |
150.05 |
146.80 |
146.80 |
-6.77 |
8 |
406 |
+0 |
Dec11 |
110314 |
127.00 |
128.00 |
121.32 |
122.77 |
-5.55 |
4,235 |
56,300 |
+139 |
Mar12 |
110314 |
118.10 |
118.10 |
113.50 |
115.37 |
-4.65 |
262 |
3,834 |
+26 |
May12 |
110314 |
109.60 |
112.00 |
109.47 |
109.84 |
-4.00 |
40 |
1,089 |
+20 |
Total Volume and Open Interest |
20,014 |
174,735 |
-107 |
Lumber(CME) |
Mar11 |
110314 |
284.7 |
284.7 |
279.1 |
279.7 |
-5.3 |
183 |
410 |
-97 |
May11 |
110314 |
312.3 |
312.3 |
306.3 |
307.8 |
-3.3 |
595 |
5,961 |
-93 |
Jul11 |
110314 |
326.2 |
326.2 |
321.2 |
322.5 |
-3.5 |
200 |
2,579 |
+2 |
Sep11 |
110314 |
330.6 |
331.1 |
327.9 |
329.4 |
-6.0 |
48 |
344 |
+13 |
Total Volume and Open Interest |
1,036 |
9,326 |
-170 |
Crude Oil(NYM) |
Apr11 |
110314 |
100.31 |
101.60 |
98.47 |
101.19 |
+0.03 |
432,988 |
215,405 |
-7,430 |
May11 |
110314 |
101.64 |
102.84 |
99.77 |
102.19 |
-0.16 |
194,250 |
286,005 |
+16,878 |
Jun11 |
110314 |
102.18 |
103.38 |
100.47 |
102.79 |
-0.16 |
100,459 |
152,627 |
-2,177 |
Jul11 |
110314 |
102.74 |
103.68 |
101.07 |
103.32 |
-0.14 |
43,412 |
85,690 |
+1,851 |
Aug11 |
110314 |
102.53 |
104.20 |
101.57 |
103.69 |
-0.14 |
25,467 |
39,528 |
+449 |
Sep11 |
110314 |
103.40 |
104.36 |
101.83 |
103.97 |
-0.12 |
16,615 |
56,819 |
+2,715 |
Oct11 |
110314 |
102.96 |
104.50 |
102.28 |
104.12 |
-0.10 |
8,132 |
32,725 |
-9 |
Nov11 |
110314 |
103.04 |
104.21 |
102.41 |
104.21 |
-0.06 |
9,316 |
30,234 |
+666 |
Dec11 |
110314 |
104.07 |
104.64 |
102.21 |
104.26 |
-0.04 |
56,143 |
182,445 |
-3,945 |
Jan12 |
110314 |
103.11 |
104.15 |
102.45 |
104.15 |
-0.02 |
5,091 |
34,637 |
-585 |
Feb12 |
110314 |
103.35 |
104.24 |
103.20 |
103.97 |
unch |
1,871 |
15,776 |
+135 |
Mar12 |
110314 |
102.80 |
104.10 |
102.10 |
103.77 |
+0.03 |
1,822 |
23,719 |
+209 |
Apr12 |
110314 |
102.80 |
103.50 |
102.80 |
103.50 |
+0.06 |
746 |
9,325 |
-12 |
May12 |
110314 |
103.20 |
103.20 |
103.20 |
103.20 |
+0.08 |
360 |
10,106 |
+68 |
Jun12 |
110314 |
101.50 |
102.96 |
101.50 |
102.96 |
+0.11 |
3,480 |
55,853 |
-492 |
Jul12 |
110314 |
102.72 |
102.72 |
102.72 |
102.72 |
+0.12 |
116 |
11,155 |
-54 |
Total Volume and Open Interest |
929,247 |
1,596,178 |
+11,134 |
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 |
110314 |
102.150 |
102.825 |
99.750 |
102.200 |
-0.150 |
2,353 |
1,637 |
-319 |
Jun11 |
110314 |
102.450 |
103.275 |
100.500 |
102.800 |
-0.150 |
329 |
548 |
-46 |
Jul11 |
110314 |
103.375 |
103.600 |
102.550 |
103.325 |
-0.125 |
185 |
187 |
+124 |
Aug11 |
110314 |
101.750 |
103.700 |
101.750 |
103.700 |
-0.125 |
0 |
14 |
+0 |
Sep11 |
110314 |
102.350 |
103.975 |
102.350 |
103.975 |
-0.125 |
6 |
9 |
+1 |
Oct11 |
110314 |
104.125 |
104.125 |
104.125 |
104.125 |
-0.100 |
23 |
35 |
-18 |
Nov11 |
110314 |
104.200 |
104.200 |
104.200 |
104.200 |
-0.075 |
0 |
13 |
+0 |
Dec11 |
110314 |
103.300 |
104.250 |
103.300 |
104.250 |
-0.050 |
4 |
219 |
+1 |
Total Volume and Open Interest |
26,886 |
7,643 |
+510 |
Heating Oil(NYM) |
Apr11 |
110314 |
302.98 |
307.85 |
299.66 |
306.38 |
+3.48 |
52,873 |
73,023 |
-6,699 |
May11 |
110314 |
304.35 |
308.54 |
300.72 |
307.09 |
+3.30 |
25,695 |
63,184 |
+6,796 |
Jun11 |
110314 |
305.30 |
309.24 |
301.58 |
307.77 |
+3.03 |
19,403 |
51,712 |
+389 |
Jul11 |
110314 |
306.50 |
310.14 |
302.52 |
308.70 |
+2.81 |
5,669 |
23,786 |
-120 |
Aug11 |
110314 |
306.15 |
310.23 |
306.15 |
309.75 |
+2.60 |
3,805 |
15,777 |
+721 |
Sep11 |
110314 |
308.70 |
312.23 |
304.76 |
310.99 |
+2.43 |
3,001 |
12,547 |
+520 |
Oct11 |
110314 |
310.00 |
312.87 |
309.35 |
312.16 |
+2.30 |
1,250 |
7,208 |
+3 |
Nov11 |
110314 |
311.73 |
313.27 |
311.54 |
313.27 |
+2.19 |
1,300 |
6,694 |
+437 |
Dec11 |
110314 |
313.00 |
315.67 |
307.90 |
314.19 |
+2.08 |
7,742 |
28,267 |
+779 |
Jan12 |
110314 |
316.06 |
316.06 |
313.54 |
315.11 |
+1.95 |
333 |
6,343 |
+14 |
Feb12 |
110314 |
314.90 |
315.11 |
314.90 |
315.11 |
+1.78 |
96 |
2,202 |
+0 |
Mar12 |
110314 |
313.60 |
313.76 |
313.60 |
313.76 |
+1.63 |
139 |
1,290 |
+65 |
Total Volume and Open Interest |
121,746 |
304,130 |
+2,804 |
Gasoline(NYMEX) |
Apr11 |
110314 |
298.80 |
299.90 |
292.98 |
296.03 |
-2.74 |
45,410 |
65,706 |
-5,183 |
May11 |
110314 |
298.84 |
300.00 |
293.00 |
296.40 |
-2.55 |
25,433 |
65,224 |
+818 |
Jun11 |
110314 |
296.24 |
296.24 |
291.86 |
295.62 |
-2.19 |
16,704 |
39,490 |
+237 |
Jul11 |
110314 |
295.90 |
296.29 |
290.37 |
294.23 |
-1.92 |
10,906 |
21,372 |
+1,239 |
Aug11 |
110314 |
289.75 |
292.45 |
289.36 |
292.45 |
-1.80 |
6,259 |
10,904 |
-911 |
Sep11 |
110314 |
287.00 |
290.11 |
287.00 |
290.11 |
-1.73 |
3,654 |
13,584 |
+369 |
Oct11 |
110314 |
275.74 |
278.10 |
275.74 |
277.78 |
-1.51 |
2,148 |
7,579 |
+895 |
Nov11 |
110314 |
275.28 |
275.42 |
274.55 |
275.13 |
-1.46 |
845 |
5,560 |
+17 |
Dec11 |
110314 |
270.56 |
274.50 |
270.56 |
273.68 |
-1.30 |
1,843 |
23,661 |
+403 |
Jan12 |
110314 |
272.40 |
274.08 |
272.38 |
274.08 |
-1.19 |
260 |
4,211 |
-182 |
Total Volume and Open Interest |
114,348 |
273,503 |
-1,843 |
e-miNY RBOB Gasoline(NYM) |
Apr11 |
110314 |
296.00 |
296.03 |
296.00 |
296.00 |
-2.80 |
0 |
2 |
+0 |
May11 |
110314 |
296.40 |
296.40 |
296.40 |
296.40 |
-2.60 |
0 |
1 |
+0 |
Jun11 |
110314 |
295.60 |
295.62 |
295.60 |
295.60 |
-2.20 |
0 |
1 |
+0 |
Jul11 |
110314 |
294.20 |
294.23 |
294.20 |
294.20 |
-2.00 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
Natural Gas(NYM) |
Apr11 |
110314 |
3.923 |
4.053 |
3.891 |
3.914 |
+0.025 |
132,678 |
149,459 |
-5,320 |
May11 |
110314 |
3.985 |
4.105 |
3.956 |
3.976 |
+0.031 |
69,548 |
236,903 |
+3,810 |
Jun11 |
110314 |
4.058 |
4.160 |
3.986 |
4.040 |
+0.033 |
24,631 |
70,629 |
-1,007 |
Jul11 |
110314 |
4.110 |
4.232 |
4.095 |
4.116 |
+0.034 |
21,280 |
79,776 |
-170 |
Aug11 |
110314 |
4.171 |
4.273 |
4.145 |
4.164 |
+0.032 |
10,370 |
28,598 |
+1,134 |
Sep11 |
110314 |
4.181 |
4.290 |
4.163 |
4.184 |
+0.032 |
13,974 |
38,481 |
+2,601 |
Oct11 |
110314 |
4.245 |
4.339 |
4.214 |
4.235 |
+0.033 |
17,802 |
72,888 |
+571 |
Nov11 |
110314 |
4.454 |
4.526 |
4.415 |
4.431 |
+0.042 |
4,023 |
30,792 |
-50 |
Dec11 |
110314 |
4.694 |
4.779 |
4.677 |
4.690 |
+0.046 |
3,076 |
25,706 |
-121 |
Jan12 |
110314 |
4.825 |
4.912 |
4.807 |
4.826 |
+0.047 |
8,049 |
59,207 |
+179 |
Feb12 |
110314 |
4.824 |
4.904 |
4.804 |
4.818 |
+0.046 |
1,512 |
12,519 |
+78 |
Mar12 |
110314 |
4.775 |
4.852 |
4.752 |
4.770 |
+0.048 |
2,747 |
28,202 |
-211 |
Apr12 |
110314 |
4.633 |
4.721 |
4.632 |
4.651 |
+0.057 |
2,122 |
24,474 |
-9 |
May12 |
110314 |
4.740 |
4.740 |
4.683 |
4.683 |
+0.056 |
108 |
5,875 |
-12 |
Jun12 |
110314 |
4.753 |
4.774 |
4.717 |
4.717 |
+0.055 |
75 |
4,637 |
+28 |
Jul12 |
110314 |
4.798 |
4.819 |
4.749 |
4.760 |
+0.056 |
85 |
4,163 |
-22 |
Total Volume and Open Interest |
313,508 |
942,655 |
+1,557 |
Brent Crude Oil(ICE) |
Apr11 |
110314 |
113.60 |
114.18 |
111.16 |
113.67 |
-0.17 |
201,416 |
84,830 |
-113,349 |
May11 |
110314 |
113.50 |
114.32 |
111.20 |
113.72 |
-0.12 |
176,601 |
160,603 |
-18,955 |
Jun11 |
110314 |
114.24 |
114.24 |
111.21 |
113.61 |
-0.17 |
97,477 |
176,108 |
+63,035 |
Jul11 |
110314 |
112.60 |
113.83 |
111.11 |
113.45 |
-0.17 |
30,043 |
48,136 |
+17,864 |
Aug11 |
110314 |
112.72 |
113.67 |
110.94 |
113.30 |
-0.11 |
20,108 |
28,135 |
+11,100 |
Sep11 |
110314 |
112.52 |
113.40 |
110.72 |
113.08 |
-0.07 |
12,827 |
31,922 |
+19,953 |
Oct11 |
110314 |
112.31 |
113.04 |
110.65 |
112.87 |
-0.07 |
9,853 |
19,378 |
+11,964 |
Nov11 |
110314 |
111.50 |
112.80 |
110.42 |
112.62 |
-0.09 |
9,011 |
15,559 |
+8,540 |
Dec11 |
110314 |
111.81 |
112.63 |
110.00 |
112.36 |
-0.11 |
46,570 |
94,332 |
+47,655 |
Jan12 |
110314 |
112.13 |
112.13 |
112.13 |
112.13 |
-0.11 |
5,479 |
22,349 |
+17,822 |
Feb12 |
110314 |
111.89 |
111.89 |
111.89 |
111.89 |
-0.12 |
1,907 |
12,450 |
+9,963 |
Mar12 |
110314 |
111.64 |
111.64 |
111.64 |
111.64 |
-0.12 |
2,047 |
16,683 |
+14,000 |
Apr12 |
110314 |
111.30 |
111.30 |
111.30 |
111.30 |
-0.12 |
933 |
4,843 |
+3,245 |
May12 |
110314 |
110.92 |
110.92 |
110.92 |
110.92 |
-0.12 |
676 |
3,705 |
+2,802 |
Total Volume and Open Interest |
632,643 |
863,528 |
+214,684 |
Gas Oil(ICE) |
Apr11 |
110314 |
956.75 |
972.25 |
949.25 |
963.00 |
+4.25 |
135,265 |
180,609 |
-4,966 |
May11 |
110314 |
958.00 |
972.25 |
949.00 |
962.50 |
+2.75 |
86,044 |
95,374 |
+1,081 |
Jun11 |
110314 |
959.00 |
972.75 |
949.50 |
962.75 |
+1.75 |
63,806 |
71,808 |
+192 |
Jul11 |
110314 |
960.75 |
973.50 |
951.00 |
963.50 |
+1.00 |
24,233 |
36,449 |
+4,303 |
Aug11 |
110314 |
957.25 |
975.00 |
952.25 |
965.00 |
+0.25 |
10,574 |
24,040 |
+1,032 |
Sep11 |
110314 |
959.50 |
976.75 |
953.75 |
966.50 |
-0.75 |
9,004 |
28,676 |
+477 |
Oct11 |
110314 |
959.75 |
977.00 |
954.00 |
966.75 |
-1.00 |
5,260 |
22,052 |
-688 |
Nov11 |
110314 |
962.25 |
976.50 |
953.50 |
966.25 |
-1.25 |
1,863 |
16,126 |
+57 |
Dec11 |
110314 |
965.75 |
976.25 |
953.00 |
966.00 |
-1.50 |
17,318 |
56,599 |
+1,027 |
Jan12 |
090519 |
640.75 |
640.75 |
640.75 |
640.75 |
unch |
|
|
|
Total Volume and Open Interest |
182,235 |
622,424 |
|
Ethanol(CBOT) |
Mar11 |
110303 |
2.585 |
2.585 |
2.583 |
2.583 |
-0.007 |
90 |
273 |
-46 |
Apr11 |
110314 |
2.439 |
2.469 |
2.439 |
2.462 |
+0.013 |
109 |
926 |
-58 |
May11 |
110314 |
2.425 |
2.459 |
2.425 |
2.449 |
+0.013 |
218 |
735 |
+39 |
Jun11 |
110314 |
2.440 |
2.460 |
2.440 |
2.442 |
+0.013 |
166 |
952 |
-90 |
Jul11 |
110314 |
2.440 |
2.450 |
2.434 |
2.447 |
+0.011 |
166 |
1,188 |
-71 |
Aug11 |
110314 |
2.430 |
2.438 |
2.430 |
2.430 |
+0.005 |
77 |
954 |
-8 |
Sep11 |
110314 |
2.375 |
2.393 |
2.375 |
2.375 |
+0.008 |
73 |
982 |
+31 |
Oct11 |
110314 |
2.252 |
2.253 |
2.250 |
2.251 |
+0.009 |
55 |
587 |
+3 |
Total Volume and Open Interest |
922 |
7,829 |
-142 |
WTI Crude Oil(ICE |
Apr11 |
110311 |
102.75 |
103.01 |
99.25 |
101.16 |
-1.54 |
89,373 |
56,609 |
-3,915 |
May11 |
110314 |
102.05 |
102.73 |
99.80 |
102.19 |
-0.16 |
64,417 |
94,667 |
+2,871 |
Jun11 |
110314 |
102.21 |
103.18 |
100.49 |
102.79 |
-0.16 |
36,767 |
74,604 |
-1,157 |
Jul11 |
110314 |
101.19 |
103.47 |
101.19 |
103.32 |
-0.14 |
11,070 |
35,424 |
+353 |
Aug11 |
110314 |
101.69 |
103.74 |
101.60 |
103.69 |
-0.14 |
5,458 |
17,884 |
-634 |
Sep11 |
110314 |
101.90 |
104.01 |
101.90 |
103.97 |
-0.12 |
4,474 |
27,524 |
-512 |
Oct11 |
110314 |
102.07 |
104.13 |
102.07 |
104.12 |
-0.10 |
2,649 |
17,344 |
-192 |
Nov11 |
110314 |
102.16 |
104.21 |
102.16 |
104.21 |
-0.06 |
2,718 |
12,356 |
+184 |
Dec11 |
110314 |
103.41 |
104.57 |
102.22 |
104.26 |
-0.04 |
23,301 |
92,279 |
+384 |
Jan12 |
110314 |
104.15 |
104.15 |
104.15 |
104.15 |
-0.02 |
432 |
9,885 |
-4 |
Feb12 |
110314 |
103.97 |
103.97 |
103.97 |
103.97 |
unch |
76 |
2,341 |
+8 |
Mar12 |
110314 |
103.77 |
103.77 |
103.77 |
103.77 |
+0.03 |
437 |
4,956 |
+358 |
Apr12 |
110314 |
103.50 |
103.50 |
103.50 |
103.50 |
+0.06 |
56 |
2,967 |
-5 |
May12 |
110314 |
103.20 |
103.20 |
103.20 |
103.20 |
+0.08 |
119 |
1,161 |
+59 |
Jun12 |
110314 |
102.13 |
102.96 |
102.09 |
102.96 |
+0.11 |
1,446 |
24,625 |
-718 |
Jul12 |
110314 |
102.72 |
102.72 |
102.72 |
102.72 |
+0.12 |
7 |
565 |
-2 |
Total Volume and Open Interest |
259,302 |
561,818 |
-1,348 |
US Dollar Index(ICE) |
Mar11 |
110314 |
76.550 |
76.725 |
76.270 |
76.463 |
-0.307 |
36,034 |
20,376 |
-9,559 |
Jun11 |
110314 |
76.810 |
77.040 |
76.470 |
76.635 |
-0.420 |
28,404 |
47,120 |
+12,227 |
Sep11 |
110314 |
77.060 |
77.060 |
77.060 |
77.060 |
-0.415 |
0 |
503 |
+0 |
Total Volume and Open Interest |
64,438 |
68,000 |
+2,668 |
Australian Dollar(CME) |
Mar11 |
110314 |
101.27 |
101.43 |
100.62 |
100.82 |
-0.61 |
113,128 |
73,872 |
-9,641 |
Jun11 |
110314 |
100.01 |
100.28 |
99.33 |
99.69 |
-0.59 |
100,522 |
101,943 |
+18,722 |
Sep11 |
110314 |
98.30 |
99.05 |
98.30 |
98.45 |
-0.60 |
6 |
28 |
+6 |
Total Volume and Open Interest |
213,657 |
175,898 |
+9,088 |
British Pound(CME) |
Mar11 |
110314 |
160.92 |
161.50 |
160.29 |
161.43 |
+0.74 |
130,465 |
61,725 |
-17,706 |
Jun11 |
110314 |
160.69 |
161.84 |
160.10 |
161.57 |
+1.04 |
117,331 |
94,122 |
+24,261 |
Sep11 |
110314 |
161.32 |
161.32 |
160.26 |
161.32 |
+1.06 |
6 |
21 |
+5 |
Total Volume and Open Interest |
247,803 |
155,907 |
+6,561 |
Canadian Dollar(CME) |
Mar11 |
110314 |
102.70 |
102.97 |
102.42 |
102.60 |
-0.21 |
108,887 |
77,686 |
-16,871 |
Jun11 |
110314 |
102.53 |
102.78 |
102.21 |
102.40 |
-0.21 |
82,888 |
127,135 |
+38,177 |
Sep11 |
110314 |
102.44 |
102.44 |
102.00 |
102.12 |
-0.21 |
275 |
1,808 |
+144 |
Dec11 |
110314 |
101.92 |
102.04 |
101.74 |
101.83 |
-0.21 |
67 |
2,053 |
+38 |
Total Volume and Open Interest |
192,120 |
208,839 |
+21,491 |
Japanese Yen(CME) |
Mar11 |
110314 |
122.40 |
124.25 |
121.27 |
122.23 |
+0.11 |
137,256 |
51,658 |
-17,747 |
Jun11 |
110314 |
122.40 |
124.44 |
121.36 |
122.58 |
+0.36 |
97,712 |
74,759 |
+14,905 |
Sep11 |
110314 |
124.34 |
124.34 |
121.60 |
122.73 |
+0.38 |
53 |
79 |
+38 |
Total Volume and Open Interest |
235,021 |
126,526 |
-2,804 |
Swiss Franc(CME) |
Mar11 |
110314 |
107.77 |
108.04 |
107.37 |
107.96 |
+0.37 |
50,824 |
35,911 |
-8,771 |
Jun11 |
110314 |
107.78 |
108.44 |
107.41 |
108.32 |
+0.65 |
52,940 |
53,375 |
+21,236 |
Sep11 |
110314 |
108.38 |
108.38 |
107.74 |
108.38 |
+0.64 |
2 |
14 |
+1 |
Total Volume and Open Interest |
103,766 |
89,311 |
+12,466 |
EuroFX(CME) |
Mar11 |
110314 |
139.72 |
139.81 |
138.87 |
139.64 |
+0.77 |
312,115 |
139,669 |
-39,364 |
Jun11 |
110314 |
139.48 |
139.84 |
138.69 |
139.73 |
+1.04 |
224,783 |
158,668 |
+57,088 |
Sep11 |
110314 |
138.80 |
139.48 |
138.36 |
139.40 |
+1.04 |
141 |
322 |
+96 |
Total Volume and Open Interest |
537,039 |
299,019 |
+17,820 |
Mexican Peso(CME) |
Mar11 |
110314 |
840.0 |
840.5 |
837.2 |
838.8 |
-0.8 |
47,740 |
62,289 |
-5,704 |
Apr11 |
110314 |
839.2 |
839.2 |
839.2 |
839.2 |
unch |
|
|
|
Total Volume and Open Interest |
106,096 |
202,832 |
+21,459 |
30-Year T-Bonds(CBOT) |
Mar11 |
110314 |
122~110 |
122~110 |
122~110 |
122~110 |
+0~150 |
7,661 |
11,289 |
+11,289 |
Jun11 |
110314 |
120~120 |
120~260 |
119~240 |
120~240 |
+0~150 |
446,227 |
610,577 |
+10,512 |
Sep11 |
110314 |
119~090 |
119~090 |
118~240 |
119~090 |
+0~170 |
0 |
1 |
+0 |
Total Volume and Open Interest |
453,888 |
621,867 |
+7,362 |
10-Year T-Notes(CBOT) |
Mar11 |
110314 |
121~010 |
121~215 |
120~290 |
121~165 |
+0~165 |
21,988 |
23,129 |
-4,146 |
Jun11 |
110314 |
119~260 |
120~135 |
119~175 |
120~060 |
+0~160 |
1,533,954 |
1,560,382 |
+13,133 |
Sep11 |
110314 |
118~120 |
118~280 |
118~120 |
118~280 |
+0~160 |
1 |
34 |
+1 |
Total Volume and Open Interest |
1,555,943 |
1,583,549 |
+8,988 |
5-Year T-Notes(CBOT) |
Mar11 |
110314 |
118~051 |
118~115 |
118~045 |
118~086 |
+0~041 |
9,302 |
21,668 |
-3,579 |
Jun11 |
110314 |
117~075 |
118~016 |
117~060 |
117~114 |
+0~049 |
809,063 |
1,190,946 |
+5,799 |
Sep11 |
110314 |
117~002 |
117~002 |
116~081 |
117~002 |
+0~049 |
|
|
|
Total Volume and Open Interest |
818,365 |
1,212,614 |
+2,220 |
2 Year T-Notes(CBOT) |
Mar11 |
110314 |
109~082 |
109~095 |
109~079 |
109~088 |
+0~009 |
11,552 |
20,579 |
-7,373 |
Jun11 |
110314 |
109~040 |
109~059 |
109~038 |
109~049 |
+0~011 |
303,637 |
872,285 |
+23,791 |
Sep11 |
110314 |
109~013 |
109~013 |
109~002 |
109~013 |
+0~011 |
|
|
|
Total Volume and Open Interest |
315,189 |
892,864 |
+16,418 |
Eurodollars(CME) |
Mar11 |
110314 |
99.688 |
99.690 |
99.688 |
99.690 |
+0.003 |
160,397 |
926,325 |
-23,542 |
Jun11 |
110314 |
99.645 |
99.655 |
99.640 |
99.640 |
unch |
225,160 |
1,227,742 |
+13,055 |
Sep11 |
110314 |
99.555 |
99.590 |
99.555 |
99.570 |
+0.015 |
259,378 |
1,364,790 |
+8,057 |
Dec11 |
110314 |
99.425 |
99.490 |
99.425 |
99.460 |
+0.030 |
333,658 |
1,383,651 |
-1,460 |
Mar12 |
110314 |
99.225 |
99.310 |
99.225 |
99.280 |
+0.050 |
496,083 |
1,379,204 |
+21,735 |
Jun12 |
110314 |
98.930 |
99.040 |
98.930 |
99.000 |
+0.065 |
414,043 |
809,971 |
+21,308 |
Sep12 |
110314 |
98.590 |
98.720 |
98.590 |
98.670 |
+0.075 |
328,746 |
562,484 |
+1,647 |
Dec12 |
110314 |
98.260 |
98.405 |
98.260 |
98.355 |
+0.085 |
301,254 |
454,171 |
-4,096 |
Mar13 |
110314 |
97.995 |
98.125 |
97.985 |
98.075 |
+0.090 |
249,415 |
321,752 |
+6,071 |
Jun13 |
110314 |
97.740 |
97.850 |
97.710 |
97.800 |
+0.090 |
145,555 |
199,532 |
-4,445 |
Sep13 |
110314 |
97.455 |
97.585 |
97.450 |
97.535 |
+0.085 |
107,526 |
199,859 |
-2,220 |
Dec13 |
110314 |
97.200 |
97.330 |
97.195 |
97.280 |
+0.080 |
93,180 |
185,306 |
-825 |
Mar14 |
110314 |
96.995 |
97.100 |
96.960 |
97.050 |
+0.080 |
30,831 |
126,936 |
+1,670 |
Jun14 |
110314 |
96.785 |
96.870 |
96.725 |
96.820 |
+0.085 |
22,064 |
99,969 |
-367 |
Sep14 |
110314 |
96.560 |
96.640 |
96.495 |
96.595 |
+0.085 |
18,763 |
57,783 |
-1,626 |
Dec14 |
110314 |
96.330 |
96.405 |
96.255 |
96.365 |
+0.085 |
18,171 |
74,898 |
-416 |
Mar15 |
110314 |
96.135 |
96.200 |
96.050 |
96.160 |
+0.080 |
13,549 |
54,109 |
-337 |
Jun15 |
110314 |
4.150 |
4.255 |
4.110 |
4.215 |
+0.075 |
13,222 |
36,884 |
-229 |
Total Volume and Open Interest |
3,274,718 |
9,661,334 |
+39,291 |
30 Day Federal Funds(CBOT) |
Mar11 |
110314 |
99.857 |
99.860 |
99.857 |
99.857 |
unch |
3,262 |
70,808 |
+1,749 |
Apr11 |
110314 |
99.865 |
99.865 |
99.860 |
99.860 |
unch |
4,907 |
61,627 |
+1,220 |
May11 |
110314 |
99.865 |
99.865 |
99.860 |
99.860 |
unch |
4,188 |
63,654 |
+134 |
Jun11 |
110314 |
99.860 |
99.870 |
99.860 |
99.860 |
unch |
1,941 |
45,439 |
+374 |
Jul11 |
110314 |
99.855 |
99.860 |
99.850 |
99.855 |
+0.005 |
3,545 |
47,911 |
+766 |
Aug11 |
110314 |
99.840 |
99.845 |
99.830 |
99.840 |
+0.005 |
3,294 |
35,621 |
-178 |
Total Volume and Open Interest |
57,120 |
597,300 |
+12,815 |
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 |
110314 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
280 |
5,336 |
+280 |
Jun11 |
110314 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.005 |
0 |
150 |
+0 |
Sep11 |
110314 |
99.662 |
99.662 |
99.662 |
99.662 |
-0.005 |
|
|
|
Dec11 |
110314 |
99.647 |
99.647 |
99.647 |
99.647 |
-0.005 |
0 |
79 |
+0 |
Mar12 |
110314 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.005 |
|
|
|
Jun12 |
110314 |
99.650 |
99.650 |
99.650 |
99.650 |
-0.005 |
|
|
|
Sep12 |
110314 |
99.600 |
99.600 |
99.600 |
99.600 |
-0.005 |
|
|
|
Dec12 |
110314 |
99.505 |
99.505 |
99.505 |
99.505 |
-0.005 |
|
|
|
Mar13 |
110314 |
99.505 |
99.505 |
99.505 |
99.505 |
-0.005 |
|
|
|
Jun13 |
110314 |
99.460 |
99.460 |
99.460 |
99.460 |
-0.005 |
|
|
|
Total Volume and Open Interest |
280 |
5,565 |
+280 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110314 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
200 |
2,945 |
+1,218 |
Sep11 |
110314 |
99.66 |
99.66 |
99.66 |
99.66 |
-0.01 |
0 |
866 |
+0 |
Dec11 |
110314 |
99.65 |
99.66 |
99.65 |
99.65 |
0.00 |
0 |
1,935 |
+7 |
Mar12 |
110314 |
99.68 |
99.68 |
99.62 |
99.62 |
0.00 |
100 |
930 |
+225 |
Jun12 |
110314 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
0 |
754 |
+0 |
Sep12 |
110314 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.01 |
0 |
310 |
+0 |
Dec12 |
110314 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
0 |
4 |
+0 |
Mar13 |
110314 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
0 |
1 |
+0 |
Total Volume and Open Interest |
400 |
14,408 |
+1,818 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110314 |
139.40 |
140.27 |
139.36 |
139.87 |
+0.57 |
2,618 |
12,272 |
+0 |
Sep11 |
110314 |
138.51 |
138.51 |
137.44 |
137.44 |
+0.57 |
|
|
|
Dec11 |
110314 |
135.35 |
135.35 |
135.35 |
135.35 |
+0.57 |
|
|
|
Total Volume and Open Interest |
2,618 |
12,184 |
-88 |
Euro-Bund(EUREX) |
Jun11 |
110314 |
122.39 |
122.53 |
121.70 |
122.19 |
-0.17 |
965,677 |
1,371,500 |
-29,746 |
Sep11 |
110314 |
121.59 |
121.98 |
121.39 |
121.85 |
-0.19 |
10 |
103 |
+74 |
Dec11 |
110314 |
121.87 |
121.87 |
121.87 |
121.87 |
-0.17 |
|
|
|
Total Volume and Open Interest |
965,687 |
1,371,603 |
-29,672 |
Euro-Bobl(EUREX) |
Jun11 |
110314 |
115.25 |
115.43 |
114.92 |
115.22 |
-0.06 |
504,221 |
1,066,572 |
+13,657 |
Sep11 |
110314 |
114.63 |
114.63 |
114.63 |
114.63 |
-0.06 |
610 |
2,766 |
-11 |
Dec11 |
110314 |
114.63 |
114.63 |
114.63 |
114.63 |
-0.06 |
|
|
|
Total Volume and Open Interest |
504,831 |
1,069,338 |
+13,646 |
3-Mth Euribor(EUREX) |
Mar11 |
110314 |
98.830 |
98.830 |
98.825 |
98.825 |
unch |
564 |
5,430 |
-114 |
Jun11 |
110314 |
98.480 |
98.500 |
98.480 |
98.490 |
+0.020 |
218 |
10,870 |
+888 |
Sep11 |
110314 |
98.205 |
98.205 |
98.205 |
98.205 |
+0.020 |
0 |
2,604 |
+0 |
Total Volume and Open Interest |
782 |
26,678 |
+774 |
Long Gilt(LIFFE) |
Mar11 |
110314 |
118~27 |
119~07 |
118~22 |
119~07 |
+0~17 |
2,153 |
3,709 |
-804 |
Jun11 |
110314 |
117~15 |
117~31 |
117~03 |
117~29 |
+0~17 |
108,749 |
284,677 |
-2,539 |
Total Volume and Open Interest |
110,902 |
288,386 |
-3,343 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110314 |
99.20 |
99.25 |
99.19 |
99.20 |
unch |
119,031 |
286,485 |
-11,928 |
Jun11 |
110314 |
99.03 |
99.08 |
99.01 |
99.03 |
+0.01 |
107,787 |
349,567 |
+4,583 |
Sep11 |
110314 |
98.81 |
98.84 |
98.79 |
98.83 |
+0.03 |
80,841 |
330,542 |
-5,542 |
Dec11 |
110314 |
98.57 |
98.60 |
98.53 |
98.59 |
+0.05 |
79,803 |
368,794 |
-8,690 |
Mar12 |
110314 |
98.31 |
98.36 |
98.27 |
98.34 |
+0.05 |
84,100 |
322,624 |
+14,837 |
Jun12 |
110314 |
98.05 |
98.10 |
98.00 |
98.07 |
+0.05 |
65,193 |
178,601 |
+5,583 |
Total Volume and Open Interest |
654,176 |
2,311,088 |
-258 |
3-Mth Euribor(LIFFE) |
Mar11 |
110314 |
98.825 |
98.830 |
98.825 |
98.825 |
unch |
126,602 |
562,288 |
-29,870 |
Jun11 |
110314 |
98.470 |
98.510 |
98.455 |
98.490 |
+0.020 |
151,182 |
706,508 |
+5,869 |
Sep11 |
110314 |
98.175 |
98.220 |
98.175 |
98.205 |
+0.020 |
145,021 |
601,717 |
-20,461 |
Total Volume and Open Interest |
1,042,265 |
3,805,966 |
-38,738 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
110310 |
95.02 |
95.15 |
95.01 |
95.15 |
+0.13 |
26,650 |
73,390 |
-6,140 |
Jun11 |
110314 |
95.01 |
95.07 |
95.01 |
95.06 |
+0.05 |
29,480 |
214,315 |
-10,858 |
Sep11 |
110314 |
94.93 |
95.01 |
94.93 |
95.00 |
+0.07 |
31,907 |
169,224 |
+14,517 |
Dec11 |
110314 |
94.82 |
94.90 |
94.82 |
94.90 |
+0.08 |
19,796 |
87,681 |
+1,641 |
Mar12 |
110314 |
94.75 |
94.81 |
94.74 |
94.80 |
+0.07 |
8,825 |
59,293 |
+148 |
Jun12 |
110314 |
94.71 |
94.75 |
94.68 |
94.74 |
+0.07 |
4,065 |
43,516 |
-717 |
Sep12 |
110314 |
94.64 |
94.70 |
94.62 |
94.68 |
+0.06 |
4,832 |
37,163 |
+2,071 |
Dec12 |
110314 |
94.56 |
94.64 |
94.56 |
94.62 |
+0.06 |
1,477 |
19,871 |
+253 |
Mar13 |
110314 |
94.57 |
94.59 |
94.55 |
94.58 |
+0.06 |
1,045 |
4,509 |
+426 |
Jun13 |
110314 |
94.51 |
94.51 |
94.51 |
94.51 |
+0.04 |
5 |
625 |
+5 |
Total Volume and Open Interest |
101,436 |
637,896 |
+5,636 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
110314 |
94.52 |
94.57 |
94.51 |
94.56 |
+0.04 |
247,244 |
361,095 |
+20,477 |
Jun11 |
110314 |
94.50 |
94.56 |
94.49 |
94.55 |
+0.05 |
226,778 |
243,078 |
+137,489 |
Total Volume and Open Interest |
474,022 |
604,173 |
+157,966 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
110314 |
94.98 |
95.06 |
94.98 |
95.05 |
+0.17 |
176,041 |
540,534 |
+540,534 |
Jun11 |
110314 |
94.89 |
94.96 |
94.89 |
94.96 |
+0.08 |
199,510 |
258,571 |
+153,767 |
Total Volume and Open Interest |
493,375 |
811,026 |
+198,081 |
Gold(CMX) |
Apr11 |
110314 |
1421.9 |
1433.5 |
1418.2 |
1424.9 |
+3.1 |
204,144 |
280,580 |
-14,345 |
Jun11 |
110314 |
1423.2 |
1434.4 |
1419.6 |
1426.3 |
+3.1 |
18,539 |
108,305 |
+7,314 |
Aug11 |
110314 |
1431.3 |
1433.4 |
1423.1 |
1427.7 |
+3.0 |
2,851 |
30,314 |
+1,638 |
Oct11 |
110314 |
1436.8 |
1436.8 |
1424.4 |
1429.0 |
+2.9 |
375 |
6,520 |
-117 |
Dec11 |
110314 |
1425.7 |
1436.8 |
1425.7 |
1430.4 |
+2.9 |
1,269 |
28,837 |
-69 |
Feb12 |
110314 |
1435.7 |
1435.9 |
1430.0 |
1431.9 |
+2.9 |
286 |
7,294 |
-27 |
Apr12 |
110314 |
1436.4 |
1436.4 |
1433.8 |
1433.8 |
+2.8 |
10 |
5,305 |
+1 |
Jun12 |
110314 |
1440.3 |
1440.3 |
1436.0 |
1436.0 |
+2.6 |
36 |
6,741 |
+4 |
Aug12 |
110314 |
1437.3 |
1438.5 |
1437.3 |
1438.5 |
+2.6 |
0 |
1,053 |
+0 |
Oct12 |
110314 |
1441.7 |
1441.7 |
1441.7 |
1441.7 |
+2.5 |
0 |
2,733 |
+0 |
Dec12 |
110314 |
1450.4 |
1452.0 |
1444.4 |
1445.7 |
+2.2 |
292 |
11,069 |
+56 |
Total Volume and Open Interest |
228,661 |
515,633 |
-5,504 |
Silver(CMX) |
Mar11 |
110314 |
3626.5 |
3632.5 |
3560.0 |
3582.5 |
-10.8 |
162 |
1,338 |
-89 |
May11 |
110314 |
3593.5 |
3650.5 |
3550.0 |
3584.0 |
-9.5 |
79,709 |
79,555 |
-925 |
Jul11 |
110314 |
3597.5 |
3650.0 |
3560.5 |
3584.5 |
-9.4 |
1,446 |
12,472 |
-33 |
Sep11 |
110314 |
3583.0 |
3640.0 |
3570.5 |
3584.8 |
-9.4 |
481 |
5,672 |
+119 |
Dec11 |
110314 |
3586.0 |
3650.0 |
3562.5 |
3584.4 |
-9.6 |
614 |
14,891 |
-58 |
Mar12 |
110314 |
3630.5 |
3630.5 |
3578.8 |
3578.8 |
-9.6 |
4 |
1,215 |
+4 |
May12 |
110314 |
3575.2 |
3575.2 |
3575.2 |
3575.2 |
-9.8 |
60 |
380 |
+60 |
Total Volume and Open Interest |
83,624 |
132,677 |
-815 |
Platinum(NYMEX) |
Apr11 |
110314 |
1783.5 |
1787.0 |
1739.9 |
1752.3 |
-29.4 |
12,857 |
27,364 |
-1,762 |
Jul11 |
110314 |
1789.2 |
1789.2 |
1744.8 |
1755.7 |
-30.0 |
1,093 |
9,899 |
+462 |
Oct11 |
110314 |
1758.0 |
1770.0 |
1751.9 |
1758.2 |
-29.2 |
8 |
542 |
+4 |
Jan12 |
110314 |
1760.6 |
1760.6 |
1760.6 |
1760.6 |
-29.2 |
1 |
14 |
+1 |
Total Volume and Open Interest |
13,962 |
37,841 |
-1,294 |
Palladium(NYMEX) |
Mar11 |
110314 |
746.45 |
747.65 |
746.45 |
746.45 |
-17.30 |
23 |
105 |
-288 |
Jun11 |
110314 |
759.05 |
763.55 |
744.10 |
748.20 |
-17.30 |
5,057 |
22,380 |
+1 |
Sep11 |
110314 |
755.10 |
755.10 |
745.50 |
749.40 |
-17.30 |
4 |
93 |
+0 |
Total Volume and Open Interest |
5,086 |
22,634 |
-286 |
Copper(CMX) |
Mar11 |
110314 |
419.85 |
419.85 |
415.00 |
417.35 |
-2.15 |
964 |
2,332 |
-261 |
May11 |
110314 |
422.75 |
422.75 |
414.00 |
418.65 |
-2.10 |
40,450 |
93,179 |
-2,209 |
Jul11 |
110314 |
422.85 |
423.50 |
416.05 |
420.40 |
-2.00 |
3,059 |
22,384 |
-594 |
Sep11 |
110314 |
424.35 |
424.35 |
421.00 |
421.65 |
-2.00 |
2,150 |
8,420 |
+850 |
Dec11 |
110314 |
421.45 |
424.60 |
418.75 |
422.55 |
-1.90 |
180 |
5,925 |
+2 |
Total Volume and Open Interest |
47,493 |
138,383 |
-2,219 |
DJIA Index(CBOT) |
Mar11 |
110314 |
12033 |
12055 |
11903 |
11988 |
-77 |
769 |
13,455 |
-284 |
Jun11 |
110314 |
11952 |
11993 |
11850 |
11926 |
-77 |
242 |
223 |
+93 |
Sep11 |
110314 |
11853 |
11930 |
11853 |
11853 |
-77 |
|
|
|
Dec11 |
110314 |
11785 |
11862 |
11785 |
11785 |
-77 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,011 |
13,679 |
-191 |
S & P 500(CME) |
Mar11 |
110314 |
1295.00 |
1299.50 |
1286.30 |
1295.40 |
-10.70 |
91,032 |
279,363 |
-21,858 |
Jun11 |
110314 |
1295.20 |
1300.40 |
1281.30 |
1290.50 |
-10.70 |
72,588 |
118,150 |
+41,306 |
Sep11 |
110314 |
1278.00 |
1288.10 |
1277.10 |
1285.10 |
-11.00 |
50 |
3,084 |
+5 |
Dec11 |
110314 |
1272.50 |
1283.00 |
1272.00 |
1279.70 |
-11.30 |
70 |
676 |
+20 |
Total Volume and Open Interest |
163,740 |
401,273 |
+19,473 |
S & P 500 E-Mini(Globex) |
Mar11 |
110314 |
1302.25 |
1305.75 |
1286.00 |
1295.50 |
-10.50 |
2,605,190 |
2,239,543 |
-374,991 |
Jun11 |
110314 |
1298.50 |
1300.75 |
1281.00 |
1290.50 |
-10.75 |
1,844,627 |
945,951 |
+506,930 |
Total Volume and Open Interest |
4,449,884 |
3,185,922 |
+131,978 |
NASDAQ 100(CME) |
Mar11 |
110314 |
2286.00 |
2303.00 |
2274.00 |
2292.00 |
-13.30 |
5,381 |
21,438 |
+1,462 |
Jun11 |
110314 |
2292.80 |
2300.50 |
2272.00 |
2289.50 |
-13.30 |
577 |
2,359 |
+282 |
Sep11 |
110314 |
2287.00 |
2287.30 |
2287.00 |
2287.00 |
-13.30 |
|
|
|
Total Volume and Open Interest |
5,958 |
23,797 |
+1,744 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110314 |
2296.50 |
2304.80 |
2273.50 |
2292.00 |
-13.30 |
346,788 |
299,236 |
-36,529 |
Jun11 |
110314 |
2298.00 |
2300.80 |
2271.00 |
2289.50 |
-13.30 |
219,741 |
82,465 |
+45,641 |
Total Volume and Open Interest |
566,530 |
381,717 |
+9,113 |
S & P Midcap 400(CME) |
Mar11 |
110314 |
949.20 |
949.20 |
948.80 |
949.20 |
-4.10 |
121 |
3,174 |
-129 |
Jun11 |
110314 |
939.50 |
947.00 |
938.50 |
947.00 |
-4.10 |
12 |
12 |
-4 |
Sep11 |
110314 |
944.70 |
944.70 |
944.30 |
944.70 |
-4.10 |
|
|
|
Total Volume and Open Interest |
133 |
3,186 |
-133 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110314 |
9750 |
9830 |
9145 |
9390 |
-615 |
15,582 |
40,200 |
+2,085 |
Sep11 |
110314 |
9415 |
9430 |
9415 |
9415 |
-615 |
|
|
|
Total Volume and Open Interest |
21,924 |
57,607 |
-5,718 |
Nikkei 225(SGX) |
Jun11 |
110314 |
10020 |
10120 |
9425 |
9425 |
-650 |
145,605 |
177,869 |
+12,733 |
Sep11 |
110314 |
10015 |
10040 |
9425 |
9425 |
-650 |
0 |
292 |
+42 |
Dec11 |
110314 |
9370 |
9370 |
9370 |
9370 |
-650 |
600 |
5,368 |
+0 |
Total Volume and Open Interest |
328,793 |
190,319 |
-145,920 |
CAC 40(EURONEXT) |
Mar11 |
110314 |
3908.5 |
3940.0 |
3870.5 |
3880.0 |
-49.5 |
182,079 |
334,724 |
-3,030 |
Apr11 |
110314 |
3923.0 |
3942.0 |
3873.5 |
3882.5 |
-49.5 |
22,704 |
24,937 |
+16,740 |
May11 |
110314 |
3848.0 |
3848.0 |
3805.0 |
3807.5 |
-55.5 |
1 |
23 |
+1 |
Total Volume and Open Interest |
204,808 |
360,501 |
+13,727 |
Hang Seng Index(HKFE) |
Mar11 |
110314 |
23108 |
23308 |
23001 |
23273 |
+61 |
72,704 |
86,177 |
+0 |
Apr11 |
110314 |
23120 |
23288 |
22990 |
23245 |
+49 |
889 |
2,482 |
+0 |
Total Volume and Open Interest |
73,713 |
93,164 |
+3,305 |
DAX(EUREX) |
Mar11 |
110314 |
6935.0 |
6949.0 |
6848.0 |
6875.0 |
-107.5 |
187,794 |
272,169 |
-2,358 |
Jun11 |
110314 |
6950.0 |
6971.5 |
6872.5 |
6899.5 |
-108.5 |
6,926 |
54,367 |
+13,125 |
Sep11 |
110314 |
6995.0 |
6995.5 |
6900.0 |
6924.5 |
-109.0 |
1,340 |
2,898 |
+229 |
Total Volume and Open Interest |
196,060 |
329,434 |
+10,996 |
FT-SE 100(EURONEXT) |
Mar11 |
110314 |
5830.50 |
5837.00 |
5762.00 |
5774.50 |
-51.50 |
192,090 |
604,627 |
-31,657 |
Jun11 |
110314 |
5786.00 |
5792.50 |
5719.00 |
5731.00 |
-52.50 |
74,340 |
73,083 |
+35,895 |
Sep11 |
110314 |
5697.00 |
5697.00 |
5697.00 |
5697.00 |
-52.00 |
55 |
474 |
+55 |
Total Volume and Open Interest |
266,490 |
678,319 |
+4,298 |
SPI 200(SFE) |
Mar11 |
110314 |
4623.0 |
4649.0 |
4561.0 |
4609.0 |
-22.0 |
68,493 |
218,212 |
+19,555 |
Jun11 |
110314 |
4600.0 |
4675.0 |
4586.0 |
4635.0 |
-23.0 |
6,127 |
13,118 |
+4,942 |
Sep11 |
110314 |
4650.0 |
4650.0 |
4612.0 |
4625.0 |
-23.0 |
8 |
2,525 |
+0 |
Total Volume and Open Interest |
74,637 |
236,322 |
+24,497 |
GSCI(CME) |
Mar11 |
110314 |
40.14 |
40.89 |
33.64 |
39.64 |
-1.00 |
2,945 |
4,954 |
-2,592 |
Apr11 |
110314 |
44.14 |
45.29 |
38.64 |
43.89 |
-1.35 |
2,547 |
9,419 |
+2,413 |
May11 |
110314 |
45.64 |
46.69 |
40.64 |
45.64 |
-1.00 |
|
|
|
Total Volume and Open Interest |
5,492 |
14,373 |
-179 |
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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