|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed March 16, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110316 |
1273.50 |
1308.00 |
1273.50 |
1287.00 |
+17.00 |
72,096 |
249,272 |
-2,797 |
Jul11 |
110316 |
1283.75 |
1316.50 |
1282.50 |
1295.25 |
+17.25 |
24,589 |
132,641 |
+729 |
Aug11 |
110316 |
1292.00 |
1313.00 |
1283.00 |
1290.75 |
+17.25 |
2,724 |
9,700 |
+617 |
Sep11 |
110316 |
1272.75 |
1296.25 |
1264.50 |
1271.00 |
+15.00 |
2,853 |
10,904 |
+683 |
Nov11 |
110316 |
1244.00 |
1279.00 |
1242.75 |
1250.75 |
+12.75 |
20,215 |
166,639 |
+860 |
Jan12 |
110316 |
1250.75 |
1283.75 |
1245.00 |
1256.25 |
+13.00 |
504 |
21,349 |
-96 |
Mar12 |
110316 |
1251.50 |
1280.50 |
1241.25 |
1253.75 |
+12.50 |
248 |
11,729 |
+14 |
Total Volume and Open Interest |
123,694 |
620,192 |
-364 |
Soybean Meal(CBOT) |
May11 |
110316 |
340.60 |
347.90 |
340.00 |
344.50 |
+3.70 |
31,887 |
86,515 |
-512 |
Jul11 |
110316 |
344.50 |
351.80 |
344.00 |
347.80 |
+2.90 |
9,855 |
56,244 |
+938 |
Aug11 |
110316 |
345.00 |
352.10 |
344.50 |
347.60 |
+2.40 |
1,809 |
11,399 |
+61 |
Sep11 |
110316 |
344.00 |
349.00 |
342.10 |
343.80 |
+1.90 |
977 |
9,339 |
+19 |
Oct11 |
110316 |
332.90 |
339.60 |
330.80 |
333.70 |
+0.80 |
647 |
11,234 |
-2 |
Dec11 |
110316 |
331.00 |
338.00 |
329.00 |
332.00 |
+0.80 |
2,774 |
28,997 |
-138 |
Jan12 |
110316 |
334.80 |
338.70 |
332.00 |
332.70 |
+0.80 |
127 |
3,415 |
+71 |
Mar12 |
110316 |
334.30 |
338.00 |
331.60 |
332.40 |
+0.70 |
99 |
2,406 |
+23 |
Total Volume and Open Interest |
48,280 |
213,790 |
+258 |
Soybean Oil(CBOT) |
May11 |
110316 |
52.74 |
54.20 |
52.73 |
52.96 |
+0.08 |
53,781 |
167,217 |
-2,019 |
Jul11 |
110316 |
53.33 |
54.75 |
53.26 |
53.53 |
+0.08 |
18,961 |
101,754 |
+1,388 |
Aug11 |
110316 |
53.57 |
54.92 |
53.50 |
53.73 |
+0.10 |
1,589 |
12,697 |
+102 |
Sep11 |
110316 |
53.78 |
55.02 |
53.00 |
53.87 |
+0.13 |
1,080 |
12,490 |
-117 |
Oct11 |
110316 |
53.69 |
54.98 |
53.45 |
53.78 |
+0.09 |
940 |
13,087 |
-4 |
Dec11 |
110316 |
53.65 |
55.18 |
53.65 |
53.90 |
+0.10 |
5,178 |
55,202 |
+406 |
Jan12 |
110316 |
54.85 |
55.00 |
53.90 |
54.01 |
+0.10 |
517 |
1,768 |
+323 |
Mar12 |
110316 |
53.86 |
55.10 |
53.86 |
54.01 |
+0.15 |
96 |
2,087 |
+69 |
Total Volume and Open Interest |
82,356 |
369,153 |
-507 |
Canola(WCE) |
Mar11 |
110314 |
550.9 |
550.9 |
550.9 |
550.9 |
-3.1 |
|
|
|
May11 |
110316 |
525.0 |
538.4 |
525.0 |
533.9 |
+8.9 |
9,590 |
93,780 |
-1,047 |
Jul11 |
110316 |
532.2 |
546.4 |
532.2 |
542.2 |
+9.3 |
1,779 |
31,847 |
+243 |
Nov11 |
110316 |
511.0 |
527.7 |
511.0 |
523.0 |
+9.0 |
1,565 |
63,373 |
-286 |
Jan12 |
110316 |
529.3 |
531.5 |
522.4 |
528.0 |
+8.8 |
117 |
3,809 |
+33 |
Total Volume and Open Interest |
13,439 |
195,571 |
-1,156 |
Corn(CBOT) |
May11 |
110316 |
630.00 |
647.75 |
608.00 |
616.50 |
-19.50 |
140,715 |
658,774 |
-12,278 |
Jul11 |
110316 |
636.25 |
654.25 |
615.25 |
623.75 |
-18.75 |
54,150 |
382,010 |
+1,635 |
Sep11 |
110316 |
591.50 |
611.00 |
581.25 |
583.00 |
-11.00 |
10,109 |
84,265 |
+771 |
Dec11 |
110316 |
548.50 |
572.50 |
544.75 |
549.25 |
+1.25 |
31,313 |
374,894 |
+464 |
Mar12 |
110316 |
558.50 |
582.25 |
555.00 |
557.50 |
unch |
1,937 |
58,559 |
-885 |
May12 |
110316 |
565.75 |
586.25 |
562.75 |
565.00 |
+0.75 |
591 |
7,274 |
+31 |
Total Volume and Open Interest |
241,145 |
1,622,535 |
-10,582 |
Wheat(CBOT) |
May11 |
110316 |
668.25 |
697.50 |
656.00 |
662.00 |
-5.75 |
39,105 |
193,563 |
+1,274 |
Jul11 |
110316 |
705.50 |
730.00 |
691.00 |
696.00 |
-4.50 |
15,211 |
126,443 |
+1,280 |
Sep11 |
110316 |
743.50 |
767.00 |
729.25 |
734.50 |
-3.25 |
4,262 |
42,165 |
-595 |
Dec11 |
110316 |
765.00 |
796.75 |
756.75 |
763.50 |
-0.75 |
7,681 |
95,871 |
-345 |
Mar12 |
110316 |
796.00 |
816.25 |
781.00 |
785.25 |
-2.50 |
750 |
7,922 |
+11 |
Total Volume and Open Interest |
67,518 |
487,811 |
+1,644 |
Wheat(KCBT) |
May11 |
110316 |
777.25 |
799.75 |
765.00 |
778.25 |
+1.25 |
10,027 |
78,707 |
-1,892 |
Jul11 |
110316 |
788.50 |
810.25 |
775.00 |
788.75 |
+1.00 |
5,348 |
66,994 |
-815 |
Sep11 |
110316 |
810.50 |
825.50 |
790.75 |
804.25 |
+1.00 |
784 |
17,347 |
+81 |
Dec11 |
110316 |
826.00 |
846.75 |
809.75 |
824.00 |
-1.00 |
1,138 |
19,634 |
+181 |
Mar12 |
110316 |
855.75 |
858.00 |
822.75 |
836.50 |
-0.50 |
458 |
1,604 |
+212 |
Total Volume and Open Interest |
17,879 |
188,322 |
-2,224 |
Wheat(MGE) |
Mar11 |
110314 |
853.75 |
853.75 |
853.75 |
853.75 |
+0.50 |
4 |
36 |
+0 |
May11 |
110316 |
807.00 |
828.75 |
797.25 |
806.00 |
-1.50 |
4,051 |
19,493 |
-815 |
Jul11 |
110316 |
818.75 |
837.00 |
806.50 |
815.25 |
-0.75 |
1,337 |
14,049 |
-163 |
Sep11 |
110316 |
821.50 |
842.25 |
810.50 |
819.25 |
-1.25 |
752 |
13,099 |
+41 |
Dec11 |
110316 |
836.75 |
854.00 |
820.75 |
829.50 |
-2.25 |
392 |
10,417 |
+77 |
Total Volume and Open Interest |
6,666 |
59,747 |
-911 |
Oats(CBOT) |
May11 |
110316 |
314.50 |
333.75 |
313.50 |
315.00 |
-9.00 |
623 |
8,460 |
-9 |
Jul11 |
110316 |
326.50 |
341.75 |
323.25 |
323.25 |
-8.50 |
151 |
2,125 |
+84 |
Sep11 |
110316 |
343.75 |
345.50 |
332.00 |
332.00 |
-4.50 |
2 |
224 |
-103 |
Dec11 |
110316 |
343.50 |
357.00 |
343.00 |
343.00 |
-3.50 |
36 |
2,301 |
+18 |
Total Volume and Open Interest |
812 |
13,111 |
-11 |
Rough Rice(CBOT) |
Mar11 |
110314 |
12.90 |
13.19 |
12.90 |
13.19 |
+0.40 |
8 |
86 |
-12 |
May11 |
110316 |
12.87 |
13.32 |
12.72 |
12.76 |
-0.11 |
1,773 |
15,126 |
-14 |
Jul11 |
110316 |
13.16 |
13.60 |
13.03 |
13.06 |
-0.11 |
335 |
4,843 |
+25 |
Sep11 |
110316 |
13.98 |
14.27 |
13.72 |
13.76 |
-0.11 |
182 |
3,500 |
-35 |
Total Volume and Open Interest |
2,341 |
24,475 |
-68 |
Live Cattle(CME) |
Apr11 |
110316 |
113.430 |
113.885 |
110.500 |
110.500 |
-3.000 |
20,710 |
74,179 |
-4,457 |
Jun11 |
110316 |
111.785 |
113.700 |
110.650 |
110.650 |
-3.000 |
22,594 |
161,602 |
+7,243 |
Aug11 |
110316 |
113.980 |
114.930 |
111.730 |
112.050 |
-2.650 |
5,685 |
60,351 |
+1,356 |
Oct11 |
110316 |
116.600 |
118.200 |
115.100 |
115.150 |
-2.635 |
2,825 |
40,005 |
+739 |
Dec11 |
110316 |
117.750 |
118.430 |
115.035 |
115.500 |
-2.535 |
1,764 |
28,503 |
+390 |
Feb12 |
110316 |
117.135 |
117.980 |
114.900 |
115.750 |
-1.950 |
569 |
7,474 |
+354 |
Total Volume and Open Interest |
54,324 |
374,607 |
+5,641 |
Feeder Cattle(CME) |
Mar11 |
110316 |
127.785 |
128.535 |
126.080 |
126.500 |
-1.400 |
1,223 |
4,939 |
-523 |
Apr11 |
110316 |
130.400 |
131.100 |
127.650 |
127.700 |
-2.950 |
1,849 |
6,819 |
-613 |
May11 |
110316 |
131.325 |
132.400 |
129.500 |
129.500 |
-3.000 |
1,758 |
15,706 |
+391 |
Aug11 |
110316 |
133.000 |
134.000 |
130.850 |
130.850 |
-3.000 |
1,093 |
15,768 |
+219 |
Sep11 |
110316 |
132.130 |
133.200 |
129.825 |
130.150 |
-2.675 |
164 |
2,608 |
+15 |
Oct11 |
110316 |
132.000 |
132.800 |
130.000 |
130.000 |
-3.000 |
81 |
1,500 |
-3 |
Nov11 |
110316 |
131.900 |
132.650 |
129.900 |
130.000 |
-2.900 |
43 |
789 |
+25 |
Total Volume and Open Interest |
6,211 |
48,233 |
-489 |
Lean Hogs(CME) |
Apr11 |
110316 |
84.830 |
86.385 |
84.700 |
85.300 |
+0.415 |
21,122 |
36,052 |
-3,608 |
May11 |
110316 |
93.930 |
95.400 |
93.785 |
94.500 |
+0.300 |
283 |
3,313 |
-7 |
Jun11 |
110316 |
94.730 |
96.800 |
94.535 |
95.350 |
+0.600 |
13,915 |
87,721 |
-249 |
Jul11 |
110316 |
94.650 |
96.400 |
94.330 |
95.150 |
+0.365 |
3,487 |
29,510 |
+453 |
Aug11 |
110316 |
94.850 |
96.600 |
94.650 |
95.100 |
+0.215 |
3,280 |
29,734 |
+480 |
Oct11 |
110316 |
84.885 |
86.430 |
84.650 |
85.350 |
+0.300 |
1,841 |
22,300 |
+4 |
Dec11 |
110316 |
81.250 |
82.450 |
80.885 |
81.150 |
+0.150 |
332 |
13,732 |
+33 |
Feb12 |
110316 |
81.400 |
82.885 |
81.400 |
81.400 |
unch |
70 |
3,042 |
-17 |
Total Volume and Open Interest |
44,378 |
227,802 |
-2,896 |
Class III Milk(CME) |
Mar11 |
110316 |
19.58 |
19.58 |
19.58 |
19.58 |
-0.01 |
|
|
|
Apr11 |
110316 |
16.40 |
16.65 |
16.33 |
16.49 |
+0.09 |
1,160 |
5,756 |
-50 |
May11 |
110316 |
16.06 |
16.25 |
15.96 |
16.15 |
+0.19 |
1,067 |
4,893 |
+139 |
Jun11 |
110316 |
16.10 |
16.22 |
15.90 |
16.02 |
+0.17 |
800 |
3,848 |
+8 |
Jul11 |
110316 |
16.50 |
16.53 |
16.38 |
16.51 |
+0.13 |
231 |
2,723 |
+27 |
Total Volume and Open Interest |
3,844 |
37,307 |
+91 |
Cocoa(ICE) |
Mar11 |
110316 |
3233 |
3233 |
3233 |
3233 |
-61 |
5 |
25 |
-5 |
May11 |
110316 |
3262 |
3325 |
3170 |
3215 |
-40 |
8,554 |
70,505 |
+72 |
Jul11 |
110316 |
3250 |
3315 |
3175 |
3210 |
-36 |
2,073 |
30,674 |
+216 |
Sep11 |
110316 |
3266 |
3314 |
3200 |
3211 |
-40 |
426 |
13,558 |
+11 |
Dec11 |
110316 |
3264 |
3309 |
3200 |
3214 |
-34 |
373 |
18,101 |
+147 |
Mar12 |
110316 |
3247 |
3331 |
3231 |
3245 |
-29 |
137 |
22,770 |
+60 |
May12 |
110316 |
3314 |
3314 |
3238 |
3238 |
-30 |
10 |
5,025 |
+0 |
Total Volume and Open Interest |
11,590 |
165,361 |
+504 |
Coffee "C"(ICE) |
Mar11 |
110316 |
269.00 |
269.35 |
263.00 |
264.55 |
+2.10 |
4 |
125 |
-9 |
May11 |
110316 |
263.95 |
273.00 |
263.60 |
265.35 |
+2.40 |
12,595 |
75,180 |
-2,135 |
Jul11 |
110316 |
266.50 |
274.90 |
265.90 |
267.50 |
+2.40 |
1,840 |
22,521 |
+72 |
Sep11 |
110316 |
270.00 |
274.30 |
268.50 |
269.45 |
+2.70 |
513 |
9,309 |
+106 |
Dec11 |
110316 |
273.50 |
275.40 |
270.55 |
271.55 |
+4.65 |
147 |
14,161 |
+34 |
Mar12 |
110316 |
271.00 |
271.60 |
267.95 |
268.85 |
+4.10 |
55 |
2,526 |
+24 |
Total Volume and Open Interest |
15,194 |
125,091 |
-1,879 |
Orange Juice(ICE) |
May11 |
110316 |
167.20 |
167.20 |
165.10 |
165.55 |
-1.65 |
806 |
23,602 |
-65 |
Jul11 |
110316 |
165.55 |
165.55 |
162.80 |
163.15 |
-1.70 |
46 |
3,485 |
+9 |
Sep11 |
110316 |
163.50 |
163.55 |
162.50 |
162.60 |
-1.45 |
14 |
799 |
+8 |
Nov11 |
110316 |
158.10 |
158.25 |
157.90 |
157.90 |
-1.15 |
22 |
667 |
-2 |
Jan12 |
110316 |
156.30 |
156.30 |
156.30 |
156.30 |
-1.55 |
15 |
35 |
+13 |
Mar12 |
110316 |
159.00 |
159.00 |
157.95 |
157.95 |
-2.05 |
0 |
20 |
+0 |
Total Volume and Open Interest |
903 |
28,615 |
-37 |
Sugar #11(ICE) |
May11 |
110316 |
26.00 |
26.62 |
25.79 |
25.85 |
+0.20 |
36,597 |
227,355 |
-2,817 |
Jul11 |
110316 |
23.98 |
24.45 |
23.58 |
23.66 |
+0.09 |
15,904 |
172,015 |
+331 |
Oct11 |
110316 |
23.00 |
23.34 |
22.50 |
22.59 |
+0.08 |
11,463 |
79,443 |
-996 |
Mar12 |
110316 |
22.19 |
22.85 |
22.02 |
22.11 |
-0.01 |
3,343 |
56,516 |
+632 |
May12 |
110316 |
22.36 |
22.36 |
21.50 |
21.57 |
-0.01 |
1,327 |
15,642 |
+593 |
Total Volume and Open Interest |
69,456 |
594,112 |
-2,134 |
London Cocoa(LCE) |
Mar11 |
110316 |
2099 |
2139 |
2099 |
2110 |
-9 |
5,779 |
7,607 |
-4,127 |
May11 |
110316 |
2116 |
2163 |
2086 |
2102 |
-19 |
7,803 |
58,116 |
-1,287 |
Jul11 |
110316 |
2114 |
2151 |
2077 |
2096 |
-14 |
1,946 |
37,826 |
-360 |
Sep11 |
110316 |
2101 |
2144 |
2071 |
2089 |
-12 |
543 |
23,874 |
-284 |
Dec11 |
110316 |
2095 |
2135 |
2072 |
2091 |
-4 |
184 |
32,051 |
+9 |
Mar12 |
110316 |
2084 |
2128 |
2065 |
2082 |
-2 |
23 |
25,636 |
+0 |
May12 |
110316 |
2058 |
2126 |
2058 |
2077 |
+7 |
86 |
5,496 |
-10 |
Total Volume and Open Interest |
16,433 |
200,259 |
-6,007 |
London Sugar(LCE) |
May11 |
110316 |
679.00 |
686.20 |
667.10 |
668.60 |
+1.50 |
4,169 |
23,921 |
+369 |
Aug11 |
110316 |
647.70 |
654.90 |
636.50 |
637.60 |
+2.50 |
1,635 |
16,715 |
+477 |
Oct11 |
110316 |
623.80 |
627.20 |
610.00 |
610.00 |
+0.70 |
260 |
3,750 |
+31 |
Dec11 |
110316 |
607.40 |
607.80 |
596.70 |
596.70 |
unch |
97 |
1,371 |
+38 |
Mar12 |
110316 |
604.70 |
609.80 |
589.30 |
590.40 |
-1.40 |
24 |
1,181 |
+0 |
Total Volume and Open Interest |
6,205 |
47,459 |
+925 |
Cotton(ICE) |
May11 |
110316 |
190.00 |
197.94 |
185.01 |
185.12 |
-5.82 |
6,987 |
69,392 |
-1,166 |
Jul11 |
110316 |
178.00 |
186.25 |
175.15 |
175.46 |
-3.79 |
4,205 |
38,947 |
-364 |
Oct11 |
110316 |
141.30 |
143.00 |
141.00 |
141.44 |
-0.46 |
3 |
408 |
+2 |
Dec11 |
110316 |
117.03 |
122.40 |
116.31 |
116.69 |
-0.40 |
28,383 |
55,651 |
-631 |
Mar12 |
110316 |
110.00 |
113.11 |
109.75 |
109.97 |
-0.12 |
471 |
4,093 |
+64 |
May12 |
110316 |
107.80 |
107.80 |
105.00 |
105.13 |
-0.25 |
41 |
1,088 |
-1 |
Total Volume and Open Interest |
40,245 |
172,507 |
-2,111 |
Lumber(CME) |
May11 |
110316 |
305.2 |
308.7 |
299.7 |
302.7 |
-1.8 |
439 |
5,849 |
-58 |
Jul11 |
110316 |
319.9 |
322.2 |
314.5 |
318.0 |
-1.3 |
131 |
2,659 |
-7 |
Sep11 |
110316 |
326.5 |
326.5 |
320.5 |
322.0 |
-2.0 |
35 |
369 |
-23 |
Nov11 |
110316 |
316.1 |
316.1 |
314.0 |
316.1 |
-3.9 |
1 |
44 |
+1 |
Total Volume and Open Interest |
776 |
9,151 |
-191 |
Crude Oil(NYM) |
Apr11 |
110316 |
97.40 |
99.60 |
96.22 |
97.98 |
+0.80 |
289,434 |
178,306 |
-29,413 |
May11 |
110316 |
98.06 |
100.57 |
97.02 |
98.95 |
+0.97 |
121,915 |
316,268 |
+5,955 |
Jun11 |
110316 |
98.77 |
101.13 |
97.61 |
99.58 |
+1.00 |
55,706 |
150,240 |
+450 |
Jul11 |
110316 |
99.37 |
101.58 |
98.20 |
100.15 |
+1.02 |
18,380 |
84,043 |
+436 |
Aug11 |
110316 |
99.80 |
101.93 |
98.51 |
100.55 |
+1.07 |
9,498 |
41,406 |
+610 |
Sep11 |
110316 |
100.41 |
102.05 |
99.99 |
100.83 |
+1.09 |
9,655 |
57,847 |
-138 |
Oct11 |
110316 |
100.11 |
101.63 |
99.41 |
100.95 |
+1.06 |
2,886 |
33,368 |
+283 |
Nov11 |
110316 |
99.35 |
102.26 |
99.35 |
101.01 |
+1.04 |
3,137 |
31,452 |
-71 |
Dec11 |
110316 |
99.94 |
102.42 |
99.07 |
101.06 |
+1.02 |
28,122 |
181,352 |
-2,612 |
Jan12 |
110316 |
100.50 |
102.05 |
99.52 |
100.94 |
+1.00 |
1,690 |
35,744 |
+359 |
Feb12 |
110316 |
100.85 |
100.99 |
100.76 |
100.76 |
+0.99 |
712 |
15,711 |
+8 |
Mar12 |
110316 |
101.04 |
101.62 |
100.38 |
100.54 |
+0.96 |
672 |
24,192 |
+250 |
Apr12 |
110316 |
101.00 |
101.00 |
100.13 |
100.27 |
+0.95 |
641 |
9,384 |
-69 |
May12 |
110316 |
100.52 |
100.52 |
99.78 |
99.98 |
+0.94 |
503 |
10,555 |
+104 |
Jun12 |
110316 |
98.83 |
100.72 |
98.83 |
99.75 |
+0.92 |
2,854 |
56,232 |
+175 |
Jul12 |
110316 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.89 |
462 |
11,218 |
+73 |
Total Volume and Open Interest |
565,955 |
1,594,210 |
-21,518 |
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 |
110316 |
98.000 |
100.550 |
97.025 |
98.950 |
+0.975 |
1,602 |
1,496 |
-11 |
Jun11 |
110316 |
99.150 |
100.950 |
98.000 |
99.575 |
+1.000 |
391 |
349 |
-213 |
Jul11 |
110316 |
101.250 |
101.375 |
99.975 |
100.150 |
+1.025 |
8 |
190 |
+3 |
Aug11 |
110316 |
99.000 |
100.550 |
99.000 |
100.550 |
+1.075 |
12 |
12 |
-2 |
Sep11 |
110316 |
100.800 |
101.875 |
100.625 |
100.825 |
+1.075 |
4 |
10 |
+1 |
Oct11 |
110316 |
100.350 |
100.950 |
100.350 |
100.950 |
+1.050 |
0 |
34 |
-1 |
Nov11 |
110316 |
101.000 |
101.000 |
101.000 |
101.000 |
+1.025 |
0 |
13 |
+0 |
Dec11 |
110316 |
101.500 |
101.800 |
100.500 |
101.050 |
+1.000 |
4 |
219 |
+0 |
Total Volume and Open Interest |
14,959 |
6,202 |
-828 |
Heating Oil(NYM) |
Apr11 |
110316 |
294.31 |
304.21 |
292.00 |
299.72 |
+4.34 |
56,125 |
67,893 |
-2,339 |
May11 |
110316 |
296.58 |
304.67 |
293.00 |
300.47 |
+4.39 |
31,276 |
71,650 |
+4,158 |
Jun11 |
110316 |
297.50 |
305.30 |
293.75 |
301.12 |
+4.33 |
27,748 |
51,772 |
+1,024 |
Jul11 |
110316 |
298.88 |
305.50 |
298.88 |
301.89 |
+4.27 |
11,079 |
24,671 |
-192 |
Aug11 |
110316 |
299.92 |
306.59 |
299.92 |
302.78 |
+4.17 |
6,707 |
15,851 |
-516 |
Sep11 |
110316 |
301.44 |
307.47 |
301.44 |
303.81 |
+3.92 |
6,342 |
13,764 |
+484 |
Oct11 |
110316 |
302.64 |
307.89 |
302.64 |
304.98 |
+3.82 |
3,278 |
6,841 |
-341 |
Nov11 |
110316 |
304.79 |
309.24 |
304.79 |
306.08 |
+3.74 |
2,439 |
6,471 |
-16 |
Dec11 |
110316 |
304.61 |
310.48 |
300.32 |
307.01 |
+3.69 |
8,106 |
27,597 |
-1,017 |
Jan12 |
110316 |
306.84 |
310.93 |
306.84 |
307.96 |
+3.65 |
260 |
6,546 |
+23 |
Feb12 |
110316 |
307.03 |
307.81 |
307.00 |
307.81 |
+3.49 |
56 |
2,261 |
+6 |
Mar12 |
110316 |
305.50 |
306.26 |
305.50 |
306.26 |
+3.29 |
107 |
1,364 |
+40 |
Total Volume and Open Interest |
154,160 |
309,224 |
+1,547 |
Gasoline(NYMEX) |
Apr11 |
110316 |
280.59 |
288.14 |
277.30 |
284.37 |
+4.08 |
39,795 |
56,541 |
-4,716 |
May11 |
110316 |
280.95 |
288.84 |
278.00 |
285.03 |
+4.36 |
25,890 |
70,501 |
+2,350 |
Jun11 |
110316 |
280.31 |
287.81 |
277.55 |
284.36 |
+4.43 |
14,084 |
40,616 |
+74 |
Jul11 |
110316 |
277.87 |
286.30 |
277.87 |
283.16 |
+4.46 |
4,467 |
21,411 |
+43 |
Aug11 |
110316 |
277.50 |
284.67 |
274.70 |
281.72 |
+4.48 |
2,348 |
11,683 |
+419 |
Sep11 |
110316 |
274.90 |
282.26 |
274.90 |
279.60 |
+4.48 |
2,709 |
13,181 |
-284 |
Oct11 |
110316 |
268.18 |
269.99 |
267.17 |
268.15 |
+4.61 |
1,467 |
8,082 |
+262 |
Nov11 |
110316 |
266.09 |
266.18 |
265.67 |
265.67 |
+4.62 |
938 |
5,536 |
-25 |
Dec11 |
110316 |
259.26 |
267.16 |
258.80 |
264.44 |
+4.68 |
2,629 |
24,211 |
+409 |
Jan12 |
110316 |
265.23 |
265.23 |
264.89 |
264.89 |
+4.66 |
489 |
4,576 |
+336 |
Total Volume and Open Interest |
94,872 |
272,659 |
-1,122 |
e-miNY RBOB Gasoline(NYM) |
Apr11 |
110316 |
284.40 |
284.40 |
284.37 |
284.40 |
-11.60 |
0 |
2 |
+0 |
May11 |
110316 |
285.00 |
285.03 |
285.00 |
285.00 |
+4.30 |
0 |
1 |
+0 |
Jun11 |
110316 |
284.40 |
284.40 |
284.36 |
284.40 |
+4.50 |
0 |
1 |
+0 |
Jul11 |
110316 |
283.20 |
283.20 |
283.16 |
283.20 |
+4.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Apr11 |
110316 |
3.948 |
4.015 |
3.902 |
3.938 |
-0.003 |
129,585 |
122,995 |
-8,331 |
May11 |
110316 |
4.013 |
4.085 |
3.979 |
4.010 |
-0.002 |
54,500 |
244,092 |
+3,533 |
Jun11 |
110316 |
4.084 |
4.152 |
4.046 |
4.079 |
-0.001 |
19,506 |
69,346 |
-474 |
Jul11 |
110316 |
4.190 |
4.225 |
4.124 |
4.157 |
-0.002 |
13,802 |
77,660 |
+280 |
Aug11 |
110316 |
4.233 |
4.269 |
4.171 |
4.202 |
-0.004 |
6,189 |
28,040 |
-263 |
Sep11 |
110316 |
4.231 |
4.294 |
4.191 |
4.227 |
-0.001 |
7,608 |
42,443 |
+816 |
Oct11 |
110316 |
4.320 |
4.344 |
4.250 |
4.284 |
+0.004 |
13,524 |
72,222 |
-525 |
Nov11 |
110316 |
4.530 |
4.550 |
4.461 |
4.492 |
+0.007 |
3,493 |
30,857 |
+224 |
Dec11 |
110316 |
4.783 |
4.815 |
4.742 |
4.768 |
+0.015 |
2,897 |
25,973 |
+209 |
Jan12 |
110316 |
4.915 |
4.956 |
4.870 |
4.905 |
+0.017 |
6,415 |
60,143 |
-34 |
Feb12 |
110316 |
4.905 |
4.937 |
4.864 |
4.897 |
+0.019 |
1,080 |
12,669 |
-123 |
Mar12 |
110316 |
4.867 |
4.890 |
4.820 |
4.847 |
+0.020 |
2,460 |
28,153 |
+282 |
Apr12 |
110316 |
4.711 |
4.760 |
4.706 |
4.728 |
+0.020 |
2,135 |
25,157 |
+57 |
May12 |
110316 |
4.773 |
4.797 |
4.743 |
4.761 |
+0.020 |
164 |
5,962 |
+80 |
Jun12 |
110316 |
4.829 |
4.833 |
4.779 |
4.796 |
+0.020 |
87 |
4,679 |
+28 |
Jul12 |
110316 |
4.878 |
4.878 |
4.827 |
4.841 |
+0.020 |
113 |
4,193 |
+11 |
Total Volume and Open Interest |
264,645 |
925,844 |
-4,063 |
Brent Crude Oil(ICE) |
Apr11 |
110316 |
108.25 |
111.76 |
107.35 |
110.62 |
+2.10 |
125,650 |
51,472 |
-13,009 |
May11 |
110316 |
108.59 |
112.00 |
107.40 |
110.60 |
+2.01 |
153,563 |
169,073 |
+10,487 |
Jun11 |
110316 |
108.01 |
111.84 |
107.31 |
110.44 |
+1.95 |
76,629 |
185,947 |
+976 |
Jul11 |
110316 |
107.88 |
111.62 |
107.28 |
110.24 |
+1.89 |
20,115 |
50,390 |
+98 |
Aug11 |
110316 |
107.76 |
111.41 |
107.27 |
110.02 |
+1.81 |
11,165 |
29,325 |
-231 |
Sep11 |
110316 |
108.61 |
111.19 |
107.09 |
109.76 |
+1.74 |
8,225 |
32,185 |
+491 |
Oct11 |
110316 |
108.45 |
110.85 |
107.06 |
109.52 |
+1.67 |
4,213 |
19,485 |
+95 |
Nov11 |
110316 |
108.24 |
110.48 |
106.89 |
109.24 |
+1.60 |
3,318 |
16,427 |
+171 |
Dec11 |
110316 |
107.95 |
110.49 |
106.40 |
108.97 |
+1.53 |
30,134 |
96,925 |
-54 |
Jan12 |
110316 |
108.76 |
108.76 |
108.74 |
108.74 |
+1.48 |
2,620 |
22,373 |
+1 |
Feb12 |
110316 |
108.51 |
108.51 |
108.51 |
108.51 |
+1.45 |
1,779 |
13,195 |
+530 |
Mar12 |
110316 |
108.26 |
108.26 |
108.26 |
108.26 |
+1.40 |
863 |
16,656 |
+129 |
Apr12 |
110316 |
107.91 |
107.91 |
107.91 |
107.91 |
+1.35 |
564 |
5,205 |
+221 |
May12 |
110316 |
107.54 |
107.54 |
107.54 |
107.54 |
+1.31 |
609 |
3,750 |
+149 |
Total Volume and Open Interest |
447,629 |
856,054 |
-516 |
Gas Oil(ICE) |
Apr11 |
110316 |
933.00 |
966.25 |
926.50 |
959.00 |
+7.00 |
106,232 |
164,037 |
-9,619 |
May11 |
110316 |
933.25 |
963.75 |
926.50 |
956.75 |
+5.25 |
91,045 |
99,565 |
-1,896 |
Jun11 |
110316 |
935.50 |
962.25 |
926.00 |
954.25 |
+3.00 |
66,336 |
70,865 |
-189 |
Jul11 |
110316 |
936.25 |
961.75 |
927.25 |
953.75 |
+1.50 |
21,863 |
36,340 |
-604 |
Aug11 |
110316 |
937.25 |
961.00 |
932.75 |
954.00 |
+0.50 |
12,918 |
22,835 |
+218 |
Sep11 |
110316 |
938.50 |
960.75 |
929.75 |
954.50 |
-0.25 |
15,281 |
33,753 |
+3,422 |
Oct11 |
110316 |
938.75 |
959.75 |
934.50 |
954.00 |
-1.00 |
6,620 |
21,120 |
-1,061 |
Nov11 |
110316 |
933.25 |
958.25 |
933.25 |
953.25 |
-1.50 |
2,029 |
15,730 |
-307 |
Dec11 |
110316 |
938.50 |
961.00 |
929.25 |
953.00 |
-1.75 |
18,802 |
56,590 |
+179 |
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 |
110316 |
2.360 |
2.380 |
2.285 |
2.297 |
-0.048 |
62 |
927 |
-22 |
May11 |
110316 |
2.351 |
2.351 |
2.285 |
2.289 |
-0.037 |
48 |
733 |
-19 |
Jun11 |
110316 |
2.358 |
2.360 |
2.280 |
2.288 |
-0.038 |
52 |
1,020 |
+28 |
Jul11 |
110316 |
2.342 |
2.345 |
2.287 |
2.290 |
-0.040 |
82 |
1,240 |
+37 |
Aug11 |
110316 |
2.352 |
2.352 |
2.257 |
2.269 |
-0.049 |
66 |
911 |
-33 |
Sep11 |
110316 |
2.273 |
2.273 |
2.230 |
2.234 |
-0.018 |
21 |
997 |
+10 |
Oct11 |
110316 |
2.185 |
2.185 |
2.132 |
2.153 |
+0.016 |
19 |
586 |
+0 |
Total Volume and Open Interest |
392 |
7,982 |
+6 |
WTI Crude Oil(ICE |
Apr11 |
110316 |
97.81 |
99.59 |
96.18 |
97.98 |
+0.80 |
60,875 |
45,292 |
-9,944 |
May11 |
110316 |
98.59 |
100.56 |
97.00 |
98.95 |
+0.97 |
39,183 |
98,826 |
-1,453 |
Jun11 |
110316 |
99.39 |
101.13 |
97.99 |
99.58 |
+1.00 |
24,652 |
75,257 |
-341 |
Jul11 |
110316 |
100.66 |
101.56 |
99.73 |
100.15 |
+1.02 |
6,974 |
36,280 |
+726 |
Aug11 |
110316 |
100.32 |
101.86 |
99.98 |
100.55 |
+1.07 |
2,441 |
18,344 |
+262 |
Sep11 |
110316 |
100.54 |
101.55 |
100.42 |
100.83 |
+1.09 |
2,385 |
26,841 |
-606 |
Oct11 |
110316 |
101.31 |
101.99 |
100.55 |
100.95 |
+1.06 |
1,748 |
17,510 |
+69 |
Nov11 |
110316 |
101.38 |
102.07 |
100.62 |
101.01 |
+1.04 |
2,056 |
12,697 |
+83 |
Dec11 |
110316 |
100.75 |
102.29 |
99.18 |
101.06 |
+1.02 |
12,742 |
93,862 |
+77 |
Jan12 |
110316 |
100.94 |
100.94 |
100.94 |
100.94 |
+1.00 |
403 |
10,045 |
+38 |
Feb12 |
110316 |
100.76 |
100.76 |
100.76 |
100.76 |
+0.99 |
103 |
2,394 |
+18 |
Mar12 |
110316 |
100.54 |
100.54 |
100.54 |
100.54 |
+0.96 |
63 |
4,963 |
+7 |
Apr12 |
110316 |
100.27 |
100.27 |
100.27 |
100.27 |
+0.95 |
96 |
2,973 |
+14 |
May12 |
110316 |
99.98 |
99.98 |
99.98 |
99.98 |
+0.94 |
112 |
1,214 |
+53 |
Jun12 |
110316 |
100.00 |
100.84 |
99.26 |
99.75 |
+0.92 |
488 |
24,572 |
-30 |
Jul12 |
110316 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.89 |
38 |
570 |
+6 |
Total Volume and Open Interest |
157,446 |
559,466 |
-5,120 |
US Dollar Index(ICE) |
Jun11 |
110316 |
76.740 |
77.135 |
76.635 |
76.985 |
+0.330 |
22,433 |
51,049 |
-446 |
Sep11 |
110316 |
77.515 |
77.515 |
77.405 |
77.405 |
+0.315 |
0 |
504 |
+0 |
Dec11 |
110316 |
77.765 |
77.765 |
77.765 |
77.765 |
+0.315 |
0 |
1 |
+0 |
Total Volume and Open Interest |
22,433 |
51,554 |
-18,118 |
Australian Dollar(CME) |
Jun11 |
110316 |
97.86 |
98.56 |
96.55 |
97.27 |
-0.68 |
85,301 |
115,960 |
-5,648 |
Sep11 |
110316 |
97.26 |
97.29 |
95.50 |
96.13 |
-0.70 |
1 |
39 |
-99 |
Dec11 |
110316 |
95.25 |
95.80 |
95.08 |
95.08 |
-0.72 |
0 |
55 |
+0 |
Total Volume and Open Interest |
85,302 |
116,054 |
-72,645 |
British Pound(CME) |
Jun11 |
110316 |
160.76 |
161.15 |
159.70 |
160.12 |
-0.64 |
121,332 |
100,449 |
+1,829 |
Sep11 |
110316 |
160.18 |
160.78 |
159.90 |
159.90 |
-0.63 |
0 |
21 |
+0 |
Dec11 |
110316 |
159.65 |
160.26 |
159.65 |
159.65 |
-0.61 |
0 |
38 |
+0 |
Total Volume and Open Interest |
121,332 |
100,509 |
-52,595 |
Canadian Dollar(CME) |
Jun11 |
110316 |
101.28 |
101.77 |
100.13 |
100.62 |
-1.01 |
58,607 |
135,244 |
-655 |
Sep11 |
110316 |
101.30 |
101.53 |
99.93 |
100.39 |
-1.00 |
25 |
1,896 |
+18 |
Dec11 |
110316 |
100.91 |
101.14 |
99.94 |
100.13 |
-0.98 |
7 |
2,061 |
+3 |
Mar12 |
110316 |
99.84 |
100.79 |
99.84 |
99.84 |
-0.95 |
0 |
170 |
+0 |
Total Volume and Open Interest |
58,640 |
139,379 |
-71,478 |
Japanese Yen(CME) |
Jun11 |
110316 |
123.90 |
125.77 |
123.28 |
124.88 |
+1.10 |
176,207 |
101,029 |
+6,512 |
Sep11 |
110316 |
123.65 |
125.84 |
123.48 |
125.02 |
+1.09 |
57 |
134 |
+31 |
Dec11 |
110316 |
124.99 |
125.19 |
124.10 |
125.19 |
+1.09 |
4 |
29 |
+2 |
Total Volume and Open Interest |
176,268 |
101,197 |
-34,591 |
Swiss Franc(CME) |
Jun11 |
110316 |
109.16 |
110.31 |
108.80 |
110.04 |
+0.93 |
39,628 |
61,311 |
+536 |
Sep11 |
110316 |
109.56 |
110.24 |
109.20 |
110.14 |
+0.94 |
0 |
13 |
+0 |
Dec11 |
110316 |
110.23 |
110.23 |
109.28 |
110.23 |
+0.95 |
0 |
11 |
+0 |
Total Volume and Open Interest |
39,628 |
61,335 |
-29,624 |
EuroFX(CME) |
Jun11 |
110316 |
139.77 |
139.84 |
138.48 |
138.82 |
-0.96 |
273,759 |
189,840 |
-2,397 |
Sep11 |
110316 |
139.32 |
139.48 |
138.27 |
138.54 |
-0.94 |
201 |
536 |
+133 |
Dec11 |
110316 |
138.65 |
139.14 |
137.88 |
138.24 |
-0.90 |
20 |
87 |
+9 |
Total Volume and Open Interest |
273,980 |
190,745 |
-117,522 |
Mexican Peso(CME) |
Apr11 |
110316 |
822.8 |
833.0 |
822.8 |
822.8 |
-10.2 |
|
|
|
May11 |
110316 |
819.2 |
829.5 |
819.2 |
819.2 |
-10.2 |
|
|
|
Total Volume and Open Interest |
23,948 |
166,434 |
-57,667 |
30-Year T-Bonds(CBOT) |
Mar11 |
110316 |
124~020 |
124~020 |
124~020 |
124~020 |
+1~060 |
|
|
|
Jun11 |
110316 |
121~210 |
123~220 |
121~010 |
122~160 |
+1~060 |
320,671 |
602,989 |
-8,862 |
Sep11 |
110316 |
121~000 |
121~050 |
119~270 |
121~010 |
+1~060 |
1 |
2 |
+1 |
Total Volume and Open Interest |
321,936 |
612,693 |
-9,358 |
10-Year T-Notes(CBOT) |
Mar11 |
110316 |
121~270 |
123~025 |
121~155 |
122~150 |
+0~275 |
13,155 |
18,539 |
-1,993 |
Jun11 |
110316 |
120~165 |
121~265 |
120~030 |
121~080 |
+0~290 |
1,185,572 |
1,575,001 |
+3,292 |
Sep11 |
110316 |
119~295 |
119~295 |
119~010 |
119~295 |
+0~285 |
3 |
34 |
+0 |
Total Volume and Open Interest |
1,198,730 |
1,593,578 |
+1,299 |
5-Year T-Notes(CBOT) |
Mar11 |
110316 |
118~066 |
119~056 |
118~066 |
119~019 |
+0~063 |
5,177 |
16,250 |
-2,513 |
Jun11 |
110316 |
117~124 |
118~100 |
117~092 |
118~054 |
+0~070 |
799,935 |
1,192,957 |
+9,788 |
Sep11 |
110316 |
117~070 |
117~070 |
117~000 |
117~070 |
+0~070 |
|
|
|
Total Volume and Open Interest |
805,112 |
1,209,207 |
+7,275 |
2 Year T-Notes(CBOT) |
Mar11 |
110316 |
109~081 |
109~099 |
109~081 |
109~096 |
+0~012 |
5,184 |
13,118 |
-2,973 |
Jun11 |
110316 |
109~049 |
109~070 |
109~040 |
109~060 |
+0~013 |
323,832 |
870,473 |
-6,496 |
Sep11 |
110316 |
109~024 |
109~024 |
109~011 |
109~024 |
+0~013 |
|
|
|
Total Volume and Open Interest |
329,016 |
883,591 |
-9,469 |
Eurodollars(CME) |
Jun11 |
110316 |
99.635 |
99.640 |
99.600 |
99.610 |
-0.020 |
212,281 |
1,226,789 |
+7,723 |
Sep11 |
110316 |
99.570 |
99.575 |
99.540 |
99.555 |
-0.010 |
226,321 |
1,349,661 |
-6,674 |
Dec11 |
110316 |
99.455 |
99.495 |
99.445 |
99.470 |
+0.015 |
300,857 |
1,375,843 |
+8,218 |
Mar12 |
110316 |
99.270 |
99.350 |
99.245 |
99.315 |
+0.050 |
329,816 |
1,320,782 |
-99,797 |
Jun12 |
110316 |
98.990 |
99.110 |
98.955 |
99.060 |
+0.080 |
337,247 |
902,407 |
+35,901 |
Sep12 |
110316 |
98.670 |
98.820 |
98.625 |
98.755 |
+0.100 |
243,718 |
578,597 |
+9,153 |
Dec12 |
110316 |
98.360 |
98.535 |
98.315 |
98.460 |
+0.115 |
222,596 |
462,140 |
-7,796 |
Mar13 |
110316 |
98.095 |
98.275 |
98.040 |
98.200 |
+0.125 |
200,193 |
269,384 |
-11,299 |
Jun13 |
110316 |
97.825 |
98.015 |
97.760 |
97.935 |
+0.135 |
125,060 |
199,011 |
+1,168 |
Sep13 |
110316 |
97.570 |
97.760 |
97.500 |
97.680 |
+0.140 |
86,135 |
205,143 |
+6,860 |
Dec13 |
110316 |
97.315 |
97.515 |
97.245 |
97.435 |
+0.145 |
81,718 |
182,747 |
-3,565 |
Mar14 |
110316 |
97.090 |
97.290 |
97.015 |
97.215 |
+0.155 |
71,028 |
130,153 |
+460 |
Jun14 |
110316 |
96.850 |
97.060 |
96.785 |
96.985 |
+0.155 |
25,266 |
103,407 |
+2,082 |
Sep14 |
110316 |
96.650 |
96.840 |
96.560 |
96.760 |
+0.155 |
22,089 |
57,545 |
+183 |
Dec14 |
110316 |
96.420 |
96.615 |
96.330 |
96.530 |
+0.155 |
24,695 |
71,864 |
-1,425 |
Mar15 |
110316 |
96.190 |
96.410 |
96.125 |
96.325 |
+0.155 |
31,643 |
53,769 |
+272 |
Jun15 |
110316 |
4.215 |
4.470 |
4.185 |
4.380 |
+0.150 |
13,954 |
35,905 |
-1,570 |
Sep15 |
110316 |
4.065 |
4.290 |
4.005 |
4.195 |
+0.145 |
11,128 |
35,316 |
-77 |
Total Volume and Open Interest |
2,614,408 |
8,735,939 |
-952,910 |
30 Day Federal Funds(CBOT) |
Mar11 |
110316 |
99.855 |
99.863 |
99.855 |
99.857 |
unch |
3,842 |
75,172 |
+1,254 |
Apr11 |
110316 |
99.860 |
99.865 |
99.860 |
99.860 |
unch |
4,464 |
62,358 |
-1,019 |
May11 |
110316 |
99.860 |
99.865 |
99.860 |
99.860 |
unch |
6,280 |
64,271 |
+13 |
Jun11 |
110316 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
2,747 |
45,264 |
+550 |
Jul11 |
110316 |
99.850 |
99.860 |
99.850 |
99.855 |
unch |
1,886 |
45,942 |
+99 |
Aug11 |
110316 |
99.835 |
99.845 |
99.830 |
99.840 |
unch |
3,000 |
36,528 |
+1,378 |
Total Volume and Open Interest |
44,347 |
612,467 |
+7,011 |
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) |
Jun11 |
110316 |
99.655 |
99.655 |
99.655 |
99.655 |
-0.015 |
0 |
150 |
+0 |
Sep11 |
110316 |
99.647 |
99.647 |
99.647 |
99.647 |
-0.015 |
|
|
|
Dec11 |
110316 |
99.632 |
99.632 |
99.632 |
99.632 |
-0.015 |
0 |
75 |
-4 |
Mar12 |
110316 |
99.605 |
99.605 |
99.605 |
99.605 |
-0.015 |
|
|
|
Jun12 |
110316 |
99.635 |
99.635 |
99.635 |
99.635 |
-0.015 |
|
|
|
Sep12 |
110316 |
99.585 |
99.585 |
99.585 |
99.585 |
-0.015 |
|
|
|
Dec12 |
110316 |
99.490 |
99.490 |
99.490 |
99.490 |
-0.015 |
|
|
|
Mar13 |
110316 |
99.490 |
99.490 |
99.490 |
99.490 |
-0.015 |
|
|
|
Jun13 |
110316 |
99.445 |
99.445 |
99.445 |
99.445 |
-0.015 |
|
|
|
Sep13 |
110316 |
99.305 |
99.305 |
99.305 |
99.305 |
-0.015 |
|
|
|
Total Volume and Open Interest |
0 |
225 |
-5,449 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110316 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
10 |
2,945 |
+0 |
Sep11 |
110316 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
0 |
866 |
+0 |
Dec11 |
110316 |
99.63 |
99.63 |
99.63 |
99.63 |
-0.01 |
101 |
1,936 |
+0 |
Mar12 |
110316 |
99.64 |
99.64 |
99.61 |
99.61 |
-0.01 |
200 |
1,332 |
+202 |
Jun12 |
110316 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
0 |
754 |
+0 |
Sep12 |
110316 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.01 |
0 |
310 |
+0 |
Dec12 |
110316 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.01 |
0 |
4 |
+0 |
Mar13 |
110316 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.01 |
0 |
1 |
+0 |
Total Volume and Open Interest |
311 |
8,148 |
+202 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110316 |
140.00 |
140.10 |
139.58 |
139.87 |
-0.04 |
3,908 |
12,028 |
+0 |
Sep11 |
110316 |
137.44 |
137.44 |
137.44 |
137.44 |
-0.04 |
1 |
1 |
+0 |
Dec11 |
110316 |
135.35 |
135.35 |
135.35 |
135.35 |
-0.04 |
|
|
|
Total Volume and Open Interest |
3,909 |
12,112 |
+83 |
Euro-Bund(EUREX) |
Jun11 |
110316 |
122.83 |
123.92 |
122.66 |
123.65 |
+0.63 |
967,422 |
1,604,007 |
+185,858 |
Sep11 |
110316 |
122.62 |
123.50 |
122.59 |
123.29 |
+0.63 |
19 |
575 |
+530 |
Dec11 |
110316 |
123.33 |
123.33 |
123.33 |
123.33 |
+0.65 |
|
|
|
Total Volume and Open Interest |
967,441 |
1,604,582 |
+186,388 |
Euro-Bobl(EUREX) |
Jun11 |
110316 |
115.62 |
116.49 |
115.54 |
116.24 |
+0.45 |
609,894 |
1,210,291 |
+116,164 |
Sep11 |
110316 |
115.48 |
115.69 |
115.47 |
115.69 |
+0.49 |
101 |
2,965 |
+100 |
Dec11 |
110316 |
115.69 |
115.69 |
115.69 |
115.69 |
+0.49 |
|
|
|
Total Volume and Open Interest |
609,995 |
1,213,256 |
+116,264 |
3-Mth Euribor(EUREX) |
Mar11 |
110314 |
98.830 |
98.830 |
98.825 |
98.825 |
unch |
564 |
5,430 |
-114 |
Jun11 |
110316 |
98.510 |
98.590 |
98.510 |
98.550 |
+0.025 |
552 |
11,006 |
+224 |
Sep11 |
110316 |
98.350 |
98.350 |
98.350 |
98.350 |
+0.070 |
0 |
2,474 |
+0 |
Total Volume and Open Interest |
697 |
21,287 |
-5,251 |
Long Gilt(LIFFE) |
Mar11 |
110316 |
119~19 |
120~06 |
119~17 |
120~05 |
+0~19 |
356 |
3,144 |
-350 |
Jun11 |
110316 |
118~06 |
118~32 |
118~03 |
118~27 |
+0~19 |
114,384 |
289,202 |
+2,590 |
Total Volume and Open Interest |
114,740 |
292,346 |
+2,240 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
110316 |
99.19 |
99.20 |
99.17 |
99.19 |
0.00 |
11,412 |
267,153 |
-2,569 |
Jun11 |
110316 |
99.04 |
99.13 |
99.02 |
99.06 |
+0.01 |
65,088 |
372,338 |
+7,880 |
Sep11 |
110316 |
98.85 |
98.97 |
98.83 |
98.91 |
+0.04 |
76,037 |
327,923 |
+2,042 |
Dec11 |
110316 |
98.64 |
98.76 |
98.61 |
98.72 |
+0.07 |
85,419 |
369,026 |
+8,448 |
Mar12 |
110316 |
98.40 |
98.52 |
98.37 |
98.50 |
+0.09 |
94,602 |
325,167 |
+2,692 |
Jun12 |
110316 |
98.11 |
98.27 |
98.09 |
98.24 |
+0.10 |
78,253 |
185,410 |
-5,963 |
Total Volume and Open Interest |
511,552 |
2,323,039 |
+14,656 |
3-Mth Euribor(LIFFE) |
Jun11 |
110316 |
98.525 |
98.595 |
98.495 |
98.550 |
+0.030 |
249,420 |
730,546 |
+29,788 |
Sep11 |
110316 |
98.265 |
98.395 |
98.245 |
98.350 |
+0.075 |
222,361 |
586,972 |
-18,850 |
Dec11 |
110316 |
98.065 |
98.235 |
98.040 |
98.175 |
+0.095 |
221,331 |
569,189 |
+8,722 |
Total Volume and Open Interest |
1,449,551 |
3,213,696 |
-470,049 |
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 |
110316 |
95.19 |
95.29 |
95.13 |
95.15 |
-0.04 |
90,529 |
258,433 |
+50,078 |
Sep11 |
110316 |
95.18 |
95.28 |
95.10 |
95.14 |
-0.04 |
134,984 |
261,264 |
+81,980 |
Dec11 |
110316 |
95.07 |
95.20 |
95.01 |
95.04 |
-0.03 |
77,093 |
138,668 |
+51,170 |
Mar12 |
110316 |
94.96 |
95.07 |
94.90 |
94.92 |
-0.04 |
29,044 |
78,423 |
+17,343 |
Jun12 |
110316 |
94.89 |
94.98 |
94.81 |
94.82 |
-0.05 |
5,803 |
47,591 |
+4,574 |
Sep12 |
110316 |
94.82 |
94.92 |
94.74 |
94.75 |
-0.05 |
3,208 |
39,718 |
+1,991 |
Dec12 |
110316 |
94.72 |
94.87 |
94.67 |
94.69 |
-0.04 |
1,612 |
20,977 |
+1,295 |
Mar13 |
110316 |
94.73 |
94.82 |
94.62 |
94.65 |
-0.04 |
993 |
5,883 |
+878 |
Jun13 |
110316 |
94.69 |
94.75 |
94.58 |
94.61 |
-0.03 |
91 |
711 |
+86 |
Total Volume and Open Interest |
343,414 |
853,386 |
+209,413 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110316 |
94.58 |
94.67 |
94.55 |
94.58 |
-0.01 |
111,209 |
407,238 |
+76,006 |
Sep11 |
110316 |
94.58 |
94.58 |
94.58 |
94.58 |
|
|
|
|
3-Year Aus T-Bonds(SFE) |
Jun11 |
110315 |
94.95 |
95.22 |
94.94 |
95.09 |
+0.13 |
202,573 |
370,628 |
+112,057 |
Sep11 |
110316 |
95.05 |
95.05 |
95.05 |
95.05 |
|
|
|
|
Gold(CMX) |
Apr11 |
110316 |
1394.8 |
1406.6 |
1392.3 |
1396.1 |
+3.3 |
107,163 |
257,932 |
-11,059 |
Jun11 |
110316 |
1398.3 |
1407.4 |
1393.8 |
1397.5 |
+3.3 |
16,262 |
124,383 |
+1,852 |
Aug11 |
110316 |
1400.5 |
1408.1 |
1395.2 |
1398.8 |
+3.3 |
731 |
31,398 |
+236 |
Oct11 |
110316 |
1399.8 |
1408.9 |
1398.6 |
1400.1 |
+3.3 |
76 |
6,497 |
-27 |
Dec11 |
110316 |
1399.0 |
1411.0 |
1398.4 |
1401.6 |
+3.4 |
492 |
28,763 |
-26 |
Feb12 |
110316 |
1405.5 |
1412.0 |
1403.0 |
1403.0 |
+3.3 |
271 |
7,271 |
-38 |
Apr12 |
110316 |
1403.8 |
1412.2 |
1403.8 |
1404.8 |
+3.3 |
6 |
5,318 |
+1 |
Jun12 |
110316 |
1406.9 |
1406.9 |
1406.9 |
1406.9 |
+3.3 |
1 |
6,742 |
+1 |
Aug12 |
110316 |
1409.1 |
1409.1 |
1409.1 |
1409.1 |
+3.3 |
56 |
1,078 |
+25 |
Oct12 |
110316 |
1411.9 |
1411.9 |
1411.9 |
1411.9 |
+3.2 |
17 |
2,733 |
+0 |
Dec12 |
110316 |
1420.3 |
1425.1 |
1412.2 |
1415.5 |
+2.9 |
254 |
11,160 |
+64 |
Total Volume and Open Interest |
126,669 |
511,672 |
-8,253 |
Silver(CMX) |
Mar11 |
110316 |
3435.0 |
3494.0 |
3390.0 |
3447.1 |
+35.5 |
1,001 |
1,309 |
+6 |
May11 |
110316 |
3425.5 |
3508.0 |
3384.5 |
3447.2 |
+35.5 |
55,849 |
80,675 |
-4,704 |
Jul11 |
110316 |
3422.0 |
3507.5 |
3387.5 |
3448.0 |
+35.8 |
2,480 |
13,647 |
+963 |
Sep11 |
110316 |
3430.5 |
3481.5 |
3398.0 |
3448.5 |
+35.9 |
1,085 |
6,724 |
+786 |
Dec11 |
110316 |
3430.0 |
3503.0 |
3399.0 |
3448.2 |
+35.9 |
386 |
14,877 |
-3 |
Mar12 |
110316 |
3440.0 |
3481.0 |
3413.0 |
3442.3 |
+35.9 |
9 |
1,261 |
+2 |
May12 |
110316 |
3438.5 |
3438.5 |
3438.5 |
3438.5 |
+35.9 |
0 |
320 |
+0 |
Total Volume and Open Interest |
62,154 |
136,093 |
-2,877 |
Platinum(NYMEX) |
Apr11 |
110316 |
1699.0 |
1730.5 |
1681.0 |
1700.5 |
-5.1 |
10,055 |
24,125 |
-1,839 |
Jul11 |
110316 |
1710.6 |
1731.8 |
1685.5 |
1703.9 |
-5.2 |
1,210 |
11,040 |
+472 |
Oct11 |
110316 |
1702.0 |
1710.0 |
1695.0 |
1706.0 |
-5.1 |
11 |
548 |
+6 |
Jan12 |
110316 |
1708.4 |
1708.4 |
1708.4 |
1708.4 |
-5.1 |
0 |
14 |
+0 |
Total Volume and Open Interest |
11,292 |
35,763 |
-1,347 |
Palladium(NYMEX) |
Mar11 |
110316 |
716.55 |
716.55 |
706.10 |
706.10 |
+2.80 |
20 |
59 |
-2 |
Jun11 |
110316 |
708.00 |
722.65 |
692.00 |
705.05 |
+0.15 |
3,284 |
21,823 |
-209 |
Sep11 |
110316 |
704.25 |
722.00 |
698.75 |
706.30 |
+0.20 |
25 |
102 |
+6 |
Total Volume and Open Interest |
3,331 |
22,040 |
-307 |
Copper(CMX) |
Mar11 |
110316 |
422.10 |
425.40 |
417.35 |
418.70 |
+6.20 |
304 |
1,722 |
-468 |
May11 |
110316 |
419.00 |
427.00 |
417.00 |
419.75 |
+6.05 |
34,797 |
91,215 |
-4,263 |
Jul11 |
110316 |
419.55 |
427.45 |
419.55 |
421.30 |
+6.00 |
1,708 |
22,142 |
-437 |
Sep11 |
110316 |
425.80 |
428.20 |
421.00 |
422.40 |
+5.95 |
593 |
9,292 |
+3 |
Dec11 |
110316 |
423.90 |
428.00 |
421.10 |
422.85 |
+5.80 |
91 |
5,874 |
-5 |
Total Volume and Open Interest |
38,075 |
136,775 |
-5,085 |
DJIA Index(CBOT) |
Mar11 |
110316 |
11853 |
11900 |
11640 |
11641 |
-212 |
2,142 |
12,286 |
-329 |
Jun11 |
110316 |
11785 |
11838 |
11500 |
11578 |
-211 |
1,329 |
2,123 |
+972 |
Sep11 |
110316 |
11506 |
11718 |
11506 |
11506 |
-212 |
|
|
|
Dec11 |
110316 |
11438 |
11650 |
11438 |
11438 |
-212 |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,471 |
14,410 |
+643 |
S & P 500(CME) |
Mar11 |
110316 |
1277.30 |
1280.00 |
1249.00 |
1258.70 |
-21.40 |
70,191 |
233,562 |
-36,609 |
Jun11 |
110316 |
1275.00 |
1283.20 |
1243.80 |
1253.90 |
-21.40 |
75,205 |
196,115 |
+46,099 |
Sep11 |
110316 |
1248.50 |
1248.50 |
1239.90 |
1248.50 |
-21.40 |
14 |
3,097 |
+13 |
Dec11 |
110316 |
1243.10 |
1243.10 |
1234.50 |
1243.10 |
-21.40 |
159 |
709 |
+33 |
Total Volume and Open Interest |
145,569 |
433,483 |
+9,536 |
S & P 500 E-Mini(Globex) |
Mar11 |
110316 |
1280.00 |
1288.25 |
1248.00 |
1258.75 |
-21.25 |
817,826 |
1,737,831 |
-236,407 |
Jun11 |
110316 |
1274.75 |
1283.50 |
1243.25 |
1254.00 |
-21.25 |
2,788,791 |
1,639,297 |
+329,176 |
Total Volume and Open Interest |
3,607,001 |
3,377,880 |
+93,083 |
NASDAQ 100(CME) |
Mar11 |
110316 |
2240.00 |
2250.00 |
2192.00 |
2211.00 |
-36.50 |
2,911 |
21,327 |
-1,147 |
Jun11 |
110316 |
2245.80 |
2261.00 |
2187.00 |
2208.50 |
-36.50 |
2,804 |
4,874 |
+1,804 |
Sep11 |
110316 |
2206.00 |
2206.00 |
2203.00 |
2206.00 |
-36.50 |
|
|
|
Total Volume and Open Interest |
5,715 |
26,201 |
+657 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110316 |
2249.00 |
2264.30 |
2188.50 |
2211.00 |
-36.50 |
108,276 |
247,762 |
-28,236 |
Jun11 |
110316 |
2245.80 |
2261.80 |
2186.50 |
2208.50 |
-36.50 |
420,634 |
171,870 |
+45,502 |
Total Volume and Open Interest |
528,914 |
419,650 |
+17,268 |
S & P Midcap 400(CME) |
Mar11 |
110316 |
937.00 |
938.00 |
900.00 |
934.10 |
-6.90 |
246 |
2,904 |
-245 |
Jun11 |
110316 |
940.50 |
947.00 |
920.00 |
931.90 |
-6.80 |
252 |
357 |
+275 |
Sep11 |
110316 |
929.60 |
929.60 |
927.80 |
929.60 |
-6.90 |
|
|
|
Total Volume and Open Interest |
498 |
3,261 |
+30 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110316 |
8530 |
8530 |
8530 |
8530 |
-455 |
|
|
|
Sep11 |
110316 |
8530 |
8610 |
8530 |
8555 |
-455 |
|
|
|
Total Volume and Open Interest |
53,353 |
45,876 |
+2,775 |
Nikkei 225(SGX) |
Jun11 |
110316 |
8665 |
9090 |
8310 |
8950 |
+330 |
379,242 |
268,570 |
+60,162 |
Sep11 |
110316 |
8725 |
9045 |
8370 |
8950 |
+330 |
231 |
390 |
+64 |
Dec11 |
110316 |
8890 |
8890 |
8890 |
8890 |
+330 |
0 |
5,368 |
+0 |
Total Volume and Open Interest |
380,306 |
285,475 |
+64,318 |
CAC 40(EURONEXT) |
Mar11 |
110316 |
3766.0 |
3802.0 |
3629.5 |
3699.0 |
-85.0 |
208,845 |
353,269 |
+23,105 |
Apr11 |
110316 |
3766.0 |
3804.0 |
3631.0 |
3700.5 |
-86.0 |
19,576 |
39,159 |
+9,551 |
May11 |
110316 |
3713.5 |
3725.5 |
3570.5 |
3629.5 |
-84.5 |
22 |
41 |
+14 |
Total Volume and Open Interest |
231,296 |
396,039 |
+35,210 |
Hang Seng Index(HKFE) |
Mar11 |
110316 |
22604 |
22780 |
22497 |
22611 |
+49 |
92,375 |
88,807 |
-1,967 |
Apr11 |
110316 |
22642 |
22750 |
22480 |
22590 |
+55 |
1,478 |
3,565 |
+278 |
Total Volume and Open Interest |
94,379 |
97,101 |
-1,573 |
DAX(EUREX) |
Mar11 |
110316 |
6623.5 |
6736.0 |
6412.5 |
6529.5 |
-134.5 |
288,524 |
382,425 |
+44,384 |
Jun11 |
110316 |
6645.0 |
6760.0 |
6436.0 |
6552.5 |
-135.0 |
90,662 |
147,593 |
+31,980 |
Sep11 |
110316 |
6671.5 |
6782.0 |
6486.5 |
6575.0 |
-136.0 |
1,127 |
3,187 |
+310 |
Total Volume and Open Interest |
380,313 |
533,205 |
+76,674 |
FT-SE 100(EURONEXT) |
Mar11 |
110316 |
5727.00 |
5730.00 |
5504.00 |
5614.50 |
-80.00 |
328,771 |
415,776 |
-126,173 |
Jun11 |
110316 |
5680.00 |
5686.00 |
5458.50 |
5570.00 |
-80.50 |
217,609 |
273,253 |
+139,142 |
Sep11 |
110316 |
5498.50 |
5535.50 |
5432.00 |
5535.50 |
-81.00 |
0 |
464 |
+0 |
Total Volume and Open Interest |
546,393 |
689,659 |
+12,980 |
SPI 200(SFE) |
Mar11 |
110316 |
4535.0 |
4578.0 |
4468.0 |
4567.0 |
+32.0 |
167,423 |
250,209 |
+55,493 |
Jun11 |
110316 |
4555.0 |
4596.0 |
4487.0 |
4584.0 |
+26.0 |
114,076 |
152,856 |
+97,227 |
Sep11 |
110316 |
4574.0 |
4574.0 |
4574.0 |
4574.0 |
+26.0 |
14 |
2,529 |
+1 |
Total Volume and Open Interest |
281,850 |
408,468 |
+153,058 |
GSCI(CME) |
Apr11 |
110316 |
26.64 |
33.64 |
18.14 |
21.64 |
+5.80 |
837 |
13,404 |
+501 |
May11 |
110316 |
28.14 |
34.14 |
20.14 |
22.74 |
+5.60 |
5 |
25 |
+0 |
Jun11 |
110316 |
24.14 |
35.64 |
18.14 |
24.14 |
+5.50 |
|
|
|
Total Volume and Open Interest |
1,534 |
14,713 |
|
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. |
|
|