|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu March 17, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110317 |
1286.75 |
1346.75 |
1285.25 |
1335.25 |
+48.25 |
160,944 |
249,684 |
+412 |
Jul11 |
110317 |
1295.25 |
1354.50 |
1293.75 |
1343.50 |
+48.25 |
71,334 |
133,055 |
+414 |
Aug11 |
110317 |
1290.00 |
1349.00 |
1290.00 |
1339.75 |
+49.00 |
3,017 |
9,553 |
-147 |
Sep11 |
110317 |
1272.00 |
1330.00 |
1272.00 |
1321.00 |
+50.00 |
4,638 |
10,962 |
+58 |
Nov11 |
110317 |
1251.00 |
1311.75 |
1250.25 |
1302.25 |
+51.50 |
45,730 |
167,797 |
+1,158 |
Jan12 |
110317 |
1258.50 |
1315.75 |
1258.50 |
1307.25 |
+51.00 |
2,209 |
21,137 |
-212 |
Mar12 |
110317 |
1289.00 |
1314.00 |
1288.00 |
1304.00 |
+50.25 |
814 |
11,719 |
-10 |
Total Volume and Open Interest |
290,809 |
621,678 |
+1,486 |
Soybean Meal(CBOT) |
May11 |
110317 |
345.00 |
361.30 |
344.10 |
358.60 |
+14.10 |
56,851 |
85,682 |
-833 |
Jul11 |
110317 |
348.10 |
364.50 |
347.50 |
361.80 |
+14.00 |
23,983 |
55,513 |
-731 |
Aug11 |
110317 |
348.60 |
364.10 |
348.60 |
361.90 |
+14.30 |
5,320 |
12,681 |
+1,282 |
Sep11 |
110317 |
345.50 |
360.00 |
344.70 |
358.30 |
+14.50 |
4,472 |
10,345 |
+1,006 |
Oct11 |
110317 |
334.00 |
350.40 |
334.00 |
348.70 |
+15.00 |
2,413 |
11,398 |
+164 |
Dec11 |
110317 |
332.60 |
348.40 |
332.00 |
347.00 |
+15.00 |
8,566 |
29,649 |
+652 |
Jan12 |
110317 |
340.30 |
348.50 |
340.30 |
347.60 |
+14.90 |
299 |
3,377 |
-38 |
Mar12 |
110317 |
339.90 |
348.30 |
339.90 |
347.10 |
+14.70 |
371 |
2,489 |
+83 |
Total Volume and Open Interest |
102,582 |
215,424 |
+1,634 |
Soybean Oil(CBOT) |
May11 |
110317 |
53.00 |
55.22 |
53.00 |
54.52 |
+1.56 |
87,091 |
168,964 |
+1,747 |
Jul11 |
110317 |
53.63 |
55.76 |
53.55 |
55.07 |
+1.54 |
31,599 |
101,155 |
-599 |
Aug11 |
110317 |
53.97 |
55.89 |
53.96 |
55.27 |
+1.54 |
3,952 |
12,078 |
-619 |
Sep11 |
110317 |
54.29 |
56.09 |
54.26 |
55.41 |
+1.54 |
2,557 |
12,591 |
+101 |
Oct11 |
110317 |
54.17 |
56.02 |
54.15 |
55.34 |
+1.56 |
2,618 |
13,366 |
+279 |
Dec11 |
110317 |
54.10 |
56.17 |
53.86 |
55.47 |
+1.57 |
15,286 |
56,812 |
+1,610 |
Jan12 |
110317 |
55.90 |
56.15 |
54.01 |
55.58 |
+1.57 |
1,624 |
2,707 |
+939 |
Mar12 |
110317 |
56.08 |
56.08 |
54.01 |
55.58 |
+1.57 |
919 |
2,548 |
+461 |
Total Volume and Open Interest |
146,614 |
373,398 |
+4,245 |
Canola(WCE) |
Mar11 |
110314 |
550.9 |
550.9 |
550.9 |
550.9 |
-3.1 |
|
|
|
May11 |
110317 |
533.2 |
563.9 |
533.2 |
562.1 |
+28.2 |
13,602 |
86,194 |
-7,586 |
Jul11 |
110317 |
543.3 |
572.2 |
543.3 |
570.5 |
+28.3 |
2,352 |
32,182 |
+335 |
Nov11 |
110317 |
522.7 |
553.0 |
522.7 |
550.5 |
+27.5 |
4,146 |
62,567 |
-806 |
Jan12 |
110317 |
543.9 |
558.0 |
543.9 |
555.8 |
+27.8 |
155 |
3,764 |
-45 |
Total Volume and Open Interest |
20,255 |
187,469 |
-8,102 |
Corn(CBOT) |
May11 |
110317 |
618.25 |
646.50 |
616.00 |
646.50 |
+30.00 |
189,088 |
651,786 |
-6,988 |
Jul11 |
110317 |
625.25 |
653.75 |
623.00 |
653.75 |
+30.00 |
100,121 |
377,668 |
-4,342 |
Sep11 |
110317 |
587.75 |
613.00 |
585.00 |
613.00 |
+30.00 |
19,704 |
85,606 |
+1,341 |
Dec11 |
110317 |
550.00 |
579.25 |
550.00 |
579.25 |
+30.00 |
63,454 |
375,571 |
+677 |
Mar12 |
110317 |
560.00 |
587.50 |
560.00 |
587.50 |
+30.00 |
8,180 |
59,487 |
+928 |
May12 |
110317 |
569.00 |
595.00 |
569.00 |
595.00 |
+30.00 |
1,961 |
7,253 |
-21 |
Total Volume and Open Interest |
387,890 |
1,613,794 |
-8,741 |
Wheat(CBOT) |
May11 |
110317 |
663.25 |
718.75 |
663.00 |
710.25 |
+48.25 |
78,878 |
192,715 |
-848 |
Jul11 |
110317 |
696.50 |
753.00 |
696.50 |
745.25 |
+49.25 |
26,652 |
126,759 |
+316 |
Sep11 |
110317 |
735.50 |
790.00 |
734.50 |
784.00 |
+49.50 |
9,014 |
41,654 |
-511 |
Dec11 |
110317 |
765.00 |
817.75 |
763.50 |
812.25 |
+48.75 |
17,570 |
94,376 |
-1,495 |
Mar12 |
110317 |
787.00 |
838.00 |
785.25 |
832.50 |
+47.25 |
2,030 |
8,096 |
+174 |
Total Volume and Open Interest |
135,856 |
485,753 |
-2,058 |
Wheat(KCBT) |
May11 |
110317 |
778.00 |
833.00 |
777.25 |
831.00 |
+52.75 |
14,477 |
77,420 |
-1,287 |
Jul11 |
110317 |
789.00 |
842.75 |
785.25 |
841.75 |
+53.00 |
7,433 |
66,656 |
-338 |
Sep11 |
110317 |
803.75 |
857.25 |
802.75 |
856.50 |
+52.25 |
1,550 |
17,442 |
+95 |
Dec11 |
110317 |
824.00 |
875.75 |
822.00 |
875.75 |
+51.75 |
2,596 |
19,905 |
+271 |
Mar12 |
110317 |
833.25 |
886.75 |
832.75 |
886.75 |
+50.25 |
488 |
1,840 |
+236 |
Total Volume and Open Interest |
26,726 |
187,373 |
-949 |
Wheat(MGE) |
Mar11 |
110314 |
853.75 |
853.75 |
853.75 |
853.75 |
+0.50 |
4 |
36 |
+0 |
May11 |
110317 |
806.00 |
860.00 |
806.00 |
854.75 |
+48.75 |
4,058 |
18,825 |
-668 |
Jul11 |
110317 |
817.00 |
869.00 |
816.00 |
865.25 |
+50.00 |
2,466 |
13,530 |
-519 |
Sep11 |
110317 |
820.75 |
873.25 |
820.50 |
869.50 |
+50.25 |
2,297 |
13,211 |
+112 |
Dec11 |
110317 |
830.00 |
883.00 |
830.00 |
878.00 |
+48.50 |
1,085 |
10,633 |
+216 |
Total Volume and Open Interest |
10,182 |
58,913 |
-834 |
Oats(CBOT) |
May11 |
110317 |
316.25 |
335.00 |
316.25 |
335.00 |
+20.00 |
1,721 |
8,092 |
-368 |
Jul11 |
110317 |
323.25 |
343.25 |
323.25 |
343.25 |
+20.00 |
756 |
2,504 |
+379 |
Sep11 |
110317 |
331.00 |
352.00 |
331.00 |
351.00 |
+19.00 |
61 |
221 |
-3 |
Dec11 |
110317 |
345.00 |
362.75 |
343.00 |
361.00 |
+18.00 |
154 |
2,346 |
+45 |
Total Volume and Open Interest |
2,692 |
13,164 |
+53 |
Rough Rice(CBOT) |
Mar11 |
110314 |
12.90 |
13.19 |
12.90 |
13.19 |
+0.40 |
8 |
86 |
-12 |
May11 |
110317 |
12.78 |
13.26 |
12.66 |
13.26 |
+0.50 |
1,491 |
14,864 |
-262 |
Jul11 |
110317 |
13.09 |
13.56 |
12.90 |
13.56 |
+0.50 |
353 |
4,849 |
+6 |
Sep11 |
110317 |
13.70 |
14.26 |
13.70 |
14.26 |
+0.50 |
118 |
3,480 |
-20 |
Total Volume and Open Interest |
2,188 |
24,345 |
-130 |
Live Cattle(CME) |
Apr11 |
110317 |
111.400 |
113.400 |
110.800 |
111.600 |
+1.100 |
24,265 |
69,056 |
-5,123 |
Jun11 |
110317 |
111.150 |
113.250 |
110.830 |
111.785 |
+1.135 |
22,854 |
163,196 |
+1,594 |
Aug11 |
110317 |
112.550 |
115.050 |
112.250 |
113.930 |
+1.880 |
7,943 |
60,789 |
+438 |
Oct11 |
110317 |
115.800 |
118.150 |
115.350 |
117.450 |
+2.300 |
4,456 |
39,454 |
-551 |
Dec11 |
110317 |
115.900 |
118.450 |
115.750 |
117.800 |
+2.300 |
1,542 |
28,812 |
+309 |
Feb12 |
110317 |
115.750 |
118.400 |
115.750 |
117.950 |
+2.200 |
201 |
7,543 |
+69 |
Total Volume and Open Interest |
61,383 |
371,349 |
-3,258 |
Feeder Cattle(CME) |
Mar11 |
110317 |
126.650 |
129.035 |
126.650 |
127.700 |
+1.200 |
2,113 |
4,013 |
-926 |
Apr11 |
110317 |
127.980 |
130.685 |
127.700 |
129.285 |
+1.585 |
2,342 |
6,131 |
-688 |
May11 |
110317 |
129.000 |
131.850 |
128.400 |
130.880 |
+1.380 |
2,003 |
15,008 |
-698 |
Aug11 |
110317 |
130.550 |
133.485 |
129.550 |
132.185 |
+1.335 |
1,282 |
15,473 |
-295 |
Sep11 |
110317 |
129.850 |
132.400 |
129.150 |
131.700 |
+1.550 |
140 |
2,648 |
+40 |
Oct11 |
110317 |
129.850 |
132.435 |
129.535 |
131.600 |
+1.600 |
77 |
1,525 |
+25 |
Nov11 |
110317 |
129.600 |
132.350 |
128.985 |
131.900 |
+1.900 |
37 |
796 |
+7 |
Total Volume and Open Interest |
8,002 |
45,701 |
-2,532 |
Lean Hogs(CME) |
Apr11 |
110317 |
85.980 |
88.300 |
85.430 |
88.150 |
+2.850 |
20,689 |
30,154 |
-5,898 |
May11 |
110317 |
94.500 |
97.250 |
94.050 |
96.650 |
+2.150 |
444 |
3,312 |
-1 |
Jun11 |
110317 |
96.000 |
98.350 |
95.385 |
97.680 |
+2.330 |
17,027 |
86,484 |
-1,237 |
Jul11 |
110317 |
95.450 |
98.100 |
94.980 |
97.600 |
+2.450 |
3,347 |
29,723 |
+213 |
Aug11 |
110317 |
95.150 |
98.100 |
95.050 |
97.650 |
+2.550 |
3,088 |
29,751 |
+17 |
Oct11 |
110317 |
85.100 |
87.650 |
85.050 |
87.430 |
+2.080 |
2,393 |
21,897 |
-403 |
Dec11 |
110317 |
81.050 |
83.885 |
80.950 |
83.350 |
+2.200 |
880 |
13,786 |
+54 |
Feb12 |
110317 |
81.900 |
84.100 |
81.900 |
84.100 |
+2.700 |
135 |
3,004 |
-38 |
Total Volume and Open Interest |
48,143 |
220,518 |
-7,284 |
Class III Milk(CME) |
Mar11 |
110317 |
19.55 |
19.55 |
19.55 |
19.55 |
-0.03 |
|
|
|
Apr11 |
110317 |
16.39 |
16.94 |
16.30 |
16.79 |
+0.30 |
1,028 |
5,771 |
+15 |
May11 |
110317 |
16.13 |
16.77 |
16.00 |
16.60 |
+0.45 |
590 |
4,896 |
+3 |
Jun11 |
110317 |
16.04 |
16.49 |
15.93 |
16.45 |
+0.43 |
370 |
3,866 |
+18 |
Jul11 |
110317 |
16.54 |
16.81 |
16.43 |
16.80 |
+0.29 |
166 |
2,780 |
+57 |
Total Volume and Open Interest |
3,072 |
37,740 |
+433 |
Cocoa(ICE) |
Mar11 |
110316 |
3233 |
3233 |
3233 |
3233 |
-61 |
5 |
25 |
-5 |
May11 |
110317 |
3225 |
3311 |
3200 |
3282 |
+67 |
16,445 |
66,328 |
-4,177 |
Jul11 |
110317 |
3245 |
3301 |
3203 |
3278 |
+68 |
4,795 |
31,126 |
+452 |
Sep11 |
110317 |
3230 |
3299 |
3206 |
3278 |
+67 |
2,080 |
14,553 |
+995 |
Dec11 |
110317 |
3270 |
3298 |
3204 |
3278 |
+64 |
2,123 |
17,596 |
-505 |
Mar12 |
110317 |
3247 |
3312 |
3241 |
3312 |
+67 |
235 |
22,900 |
+130 |
May12 |
110317 |
3306 |
3306 |
3306 |
3306 |
+68 |
27 |
5,045 |
+20 |
Total Volume and Open Interest |
25,808 |
162,365 |
-2,996 |
Coffee "C"(ICE) |
Mar11 |
110317 |
269.15 |
274.70 |
269.15 |
271.40 |
+6.85 |
33 |
123 |
-2 |
May11 |
110317 |
266.00 |
274.30 |
265.80 |
270.90 |
+5.55 |
20,001 |
71,815 |
-3,365 |
Jul11 |
110317 |
268.00 |
276.10 |
268.00 |
273.10 |
+5.60 |
4,669 |
23,139 |
+618 |
Sep11 |
110317 |
271.30 |
278.00 |
270.20 |
274.95 |
+5.50 |
1,543 |
9,437 |
+128 |
Dec11 |
110317 |
271.55 |
278.55 |
271.20 |
275.85 |
+4.30 |
575 |
14,117 |
-44 |
Mar12 |
110317 |
268.85 |
275.55 |
268.85 |
273.55 |
+4.70 |
62 |
2,542 |
+16 |
Total Volume and Open Interest |
26,909 |
122,449 |
-2,642 |
Orange Juice(ICE) |
May11 |
110317 |
165.55 |
166.50 |
162.70 |
164.85 |
-0.70 |
591 |
23,371 |
-231 |
Jul11 |
110317 |
163.50 |
163.65 |
160.75 |
162.80 |
-0.35 |
137 |
3,467 |
-18 |
Sep11 |
110317 |
163.00 |
163.00 |
160.60 |
161.85 |
-0.75 |
15 |
808 |
+9 |
Nov11 |
110317 |
158.00 |
158.35 |
157.00 |
158.35 |
+0.45 |
2 |
667 |
+0 |
Jan12 |
110317 |
156.80 |
156.80 |
156.80 |
156.80 |
+0.50 |
2 |
35 |
+0 |
Mar12 |
110317 |
156.85 |
156.85 |
156.85 |
156.85 |
-1.10 |
2 |
22 |
+2 |
Total Volume and Open Interest |
749 |
28,377 |
-238 |
Sugar #11(ICE) |
May11 |
110317 |
26.09 |
27.00 |
25.98 |
26.74 |
+0.89 |
77,032 |
226,052 |
-1,303 |
Jul11 |
110317 |
24.07 |
24.84 |
23.83 |
24.60 |
+0.94 |
34,814 |
173,327 |
+1,312 |
Oct11 |
110317 |
23.08 |
23.72 |
22.70 |
23.55 |
+0.96 |
22,980 |
83,120 |
+3,677 |
Mar12 |
110317 |
22.06 |
23.14 |
22.06 |
22.98 |
+0.87 |
11,053 |
60,136 |
+3,620 |
May12 |
110317 |
21.93 |
22.52 |
21.70 |
22.41 |
+0.84 |
2,104 |
16,046 |
+404 |
Total Volume and Open Interest |
150,789 |
601,818 |
+7,706 |
London Cocoa(LCE) |
May11 |
110317 |
2093 |
2139 |
2075 |
2126 |
+24 |
12,648 |
57,129 |
-987 |
Jul11 |
110317 |
2092 |
2134 |
2074 |
2121 |
+25 |
4,202 |
38,076 |
+250 |
Sep11 |
110317 |
2087 |
2132 |
2069 |
2121 |
+32 |
1,505 |
23,720 |
-154 |
Dec11 |
110317 |
2090 |
2123 |
2075 |
2121 |
+30 |
1,094 |
32,032 |
-19 |
Mar12 |
110317 |
2085 |
2121 |
2082 |
2118 |
+36 |
223 |
25,692 |
+56 |
May12 |
110317 |
2073 |
2114 |
2073 |
2114 |
+37 |
507 |
5,648 |
+152 |
Jul12 |
110317 |
2074 |
2103 |
2066 |
2103 |
+33 |
113 |
2,671 |
+22 |
Total Volume and Open Interest |
22,801 |
197,764 |
-2,495 |
London Sugar(LCE) |
May11 |
110317 |
676.60 |
692.90 |
671.90 |
686.20 |
+17.60 |
8,673 |
24,851 |
+930 |
Aug11 |
110317 |
645.10 |
658.80 |
638.30 |
653.60 |
+16.00 |
2,285 |
17,578 |
+863 |
Oct11 |
110317 |
619.60 |
630.00 |
610.00 |
624.20 |
+14.20 |
830 |
4,102 |
+352 |
Dec11 |
110317 |
601.10 |
613.40 |
601.10 |
610.90 |
+14.20 |
127 |
1,465 |
+94 |
Mar12 |
110317 |
597.90 |
605.00 |
597.90 |
603.60 |
+13.20 |
85 |
1,185 |
+4 |
Total Volume and Open Interest |
12,021 |
49,715 |
+2,256 |
Cotton(ICE) |
May11 |
110317 |
186.95 |
192.12 |
185.00 |
192.12 |
+7.00 |
8,284 |
71,539 |
+2,147 |
Jul11 |
110317 |
176.55 |
182.46 |
175.75 |
182.46 |
+7.00 |
4,859 |
39,536 |
+589 |
Oct11 |
110317 |
140.50 |
146.50 |
140.50 |
146.50 |
+5.06 |
34 |
415 |
+7 |
Dec11 |
110317 |
117.85 |
122.90 |
117.36 |
120.96 |
+4.27 |
4,854 |
54,991 |
-660 |
Mar12 |
110317 |
110.00 |
115.94 |
110.00 |
114.36 |
+4.39 |
412 |
4,168 |
+75 |
May12 |
110317 |
108.13 |
110.75 |
108.13 |
109.24 |
+4.11 |
80 |
1,134 |
+46 |
Total Volume and Open Interest |
18,587 |
174,736 |
+2,229 |
Lumber(CME) |
May11 |
110317 |
306.1 |
312.7 |
302.7 |
312.7 |
+10.0 |
673 |
5,839 |
-10 |
Jul11 |
110317 |
320.0 |
328.0 |
316.6 |
327.9 |
+9.9 |
166 |
2,689 |
+30 |
Sep11 |
110317 |
325.4 |
332.0 |
325.2 |
332.0 |
+10.0 |
15 |
363 |
-6 |
Nov11 |
110317 |
320.0 |
325.0 |
320.0 |
323.3 |
+7.2 |
1 |
45 |
+1 |
Total Volume and Open Interest |
855 |
8,936 |
-215 |
Crude Oil(NYM) |
Apr11 |
110317 |
98.10 |
101.99 |
96.60 |
101.42 |
+3.44 |
388,736 |
154,888 |
-23,418 |
May11 |
110317 |
99.09 |
102.96 |
97.62 |
102.39 |
+3.44 |
218,453 |
320,282 |
+4,014 |
Jun11 |
110317 |
99.84 |
103.60 |
98.30 |
103.06 |
+3.48 |
100,941 |
153,955 |
+3,715 |
Jul11 |
110317 |
99.72 |
104.14 |
98.88 |
103.60 |
+3.45 |
29,754 |
89,872 |
+5,829 |
Aug11 |
110317 |
99.94 |
104.45 |
99.94 |
103.94 |
+3.39 |
14,497 |
41,173 |
-233 |
Sep11 |
110317 |
100.35 |
104.47 |
100.29 |
104.17 |
+3.34 |
18,392 |
58,099 |
+252 |
Oct11 |
110317 |
100.65 |
104.50 |
100.65 |
104.27 |
+3.32 |
7,918 |
32,857 |
-511 |
Nov11 |
110317 |
101.45 |
104.42 |
101.38 |
104.32 |
+3.31 |
7,112 |
31,386 |
-66 |
Dec11 |
110317 |
100.21 |
104.83 |
99.80 |
104.35 |
+3.29 |
52,176 |
178,538 |
-2,814 |
Jan12 |
110317 |
103.41 |
104.21 |
100.00 |
104.21 |
+3.27 |
6,455 |
35,351 |
-393 |
Feb12 |
110317 |
103.94 |
104.02 |
103.94 |
104.02 |
+3.26 |
1,992 |
15,487 |
-224 |
Mar12 |
110317 |
101.80 |
104.00 |
101.80 |
103.79 |
+3.25 |
2,284 |
24,476 |
+284 |
Apr12 |
110317 |
103.00 |
103.51 |
103.00 |
103.51 |
+3.24 |
1,002 |
9,401 |
+17 |
May12 |
110317 |
102.17 |
103.21 |
102.17 |
103.21 |
+3.23 |
642 |
10,552 |
-3 |
Jun12 |
110317 |
98.98 |
103.21 |
98.97 |
102.95 |
+3.20 |
3,898 |
55,760 |
-472 |
Jul12 |
110317 |
102.67 |
102.67 |
102.67 |
102.67 |
+3.17 |
314 |
11,233 |
+15 |
Total Volume and Open Interest |
873,024 |
1,580,632 |
-13,578 |
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 |
110317 |
99.100 |
102.925 |
97.750 |
102.400 |
+3.450 |
2,673 |
1,492 |
-4 |
Jun11 |
110317 |
99.250 |
103.400 |
98.425 |
103.050 |
+3.475 |
699 |
366 |
+17 |
Jul11 |
110317 |
101.450 |
103.600 |
101.175 |
103.600 |
+3.450 |
160 |
194 |
+4 |
Aug11 |
110317 |
104.000 |
104.000 |
103.950 |
103.950 |
+3.400 |
3 |
10 |
-2 |
Sep11 |
110317 |
101.825 |
104.175 |
101.825 |
104.175 |
+3.350 |
11 |
12 |
+2 |
Oct11 |
110317 |
104.275 |
104.275 |
104.275 |
104.275 |
+3.325 |
8 |
39 |
+5 |
Nov11 |
110317 |
104.325 |
104.325 |
104.325 |
104.325 |
+3.325 |
3 |
13 |
+0 |
Dec11 |
110317 |
103.275 |
104.350 |
103.275 |
104.350 |
+3.300 |
4 |
220 |
+1 |
Total Volume and Open Interest |
21,832 |
6,661 |
+459 |
Heating Oil(NYM) |
Apr11 |
110317 |
299.80 |
308.08 |
296.58 |
306.49 |
+6.77 |
63,626 |
62,684 |
-5,209 |
May11 |
110317 |
300.50 |
309.06 |
297.28 |
307.45 |
+6.98 |
33,062 |
72,935 |
+1,285 |
Jun11 |
110317 |
300.50 |
309.85 |
299.69 |
308.34 |
+7.22 |
28,046 |
54,521 |
+2,749 |
Jul11 |
110317 |
299.00 |
310.57 |
299.00 |
309.29 |
+7.40 |
7,522 |
25,461 |
+790 |
Aug11 |
110317 |
308.26 |
311.91 |
306.27 |
310.33 |
+7.55 |
5,456 |
16,452 |
+601 |
Sep11 |
110317 |
302.00 |
311.56 |
302.00 |
311.56 |
+7.75 |
5,215 |
13,748 |
-16 |
Oct11 |
110317 |
311.90 |
312.87 |
311.90 |
312.82 |
+7.84 |
3,023 |
6,823 |
-18 |
Nov11 |
110317 |
307.67 |
314.07 |
306.80 |
314.07 |
+7.99 |
2,009 |
6,469 |
-2 |
Dec11 |
110317 |
305.36 |
316.54 |
305.36 |
315.10 |
+8.09 |
8,667 |
27,082 |
-515 |
Jan12 |
110317 |
315.50 |
316.10 |
315.50 |
316.10 |
+8.14 |
415 |
6,585 |
+39 |
Feb12 |
110317 |
315.90 |
315.90 |
315.90 |
315.90 |
+8.09 |
223 |
2,278 |
+17 |
Mar12 |
110317 |
314.25 |
314.25 |
314.25 |
314.25 |
+7.99 |
148 |
1,346 |
-18 |
Total Volume and Open Interest |
158,128 |
309,125 |
-99 |
Gasoline(NYMEX) |
Apr11 |
110317 |
284.39 |
296.63 |
281.50 |
295.06 |
+10.69 |
52,781 |
51,837 |
-4,704 |
May11 |
110317 |
285.03 |
297.22 |
282.11 |
295.63 |
+10.60 |
38,360 |
72,407 |
+1,906 |
Jun11 |
110317 |
282.80 |
296.49 |
282.80 |
294.91 |
+10.55 |
18,200 |
40,952 |
+336 |
Jul11 |
110317 |
286.00 |
294.90 |
286.00 |
293.61 |
+10.45 |
6,616 |
20,978 |
-433 |
Aug11 |
110317 |
285.50 |
292.71 |
284.95 |
291.96 |
+10.24 |
3,860 |
11,984 |
+301 |
Sep11 |
110317 |
282.49 |
290.24 |
282.48 |
289.58 |
+9.98 |
4,628 |
12,831 |
-350 |
Oct11 |
110317 |
271.57 |
278.78 |
271.57 |
277.75 |
+9.60 |
2,371 |
7,754 |
-328 |
Nov11 |
110317 |
270.75 |
275.22 |
270.75 |
275.22 |
+9.55 |
1,594 |
5,430 |
-106 |
Dec11 |
110317 |
262.83 |
275.05 |
262.83 |
274.07 |
+9.63 |
2,541 |
24,471 |
+260 |
Jan12 |
110317 |
271.00 |
274.45 |
271.00 |
274.45 |
+9.56 |
144 |
4,688 |
+112 |
Total Volume and Open Interest |
131,394 |
269,787 |
-2,872 |
e-miNY RBOB Gasoline(NYM) |
Apr11 |
110317 |
295.10 |
295.10 |
295.06 |
295.10 |
+10.70 |
0 |
2 |
+0 |
May11 |
110317 |
295.60 |
295.63 |
295.60 |
295.60 |
+10.60 |
0 |
1 |
+0 |
Jun11 |
110317 |
294.90 |
294.91 |
294.90 |
294.90 |
+10.50 |
0 |
1 |
+0 |
Jul11 |
110317 |
293.60 |
293.61 |
293.60 |
293.60 |
+10.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1 |
8 |
+1 |
Natural Gas(NYM) |
Apr11 |
110317 |
3.941 |
4.169 |
3.919 |
4.158 |
+0.220 |
204,326 |
111,036 |
-11,959 |
May11 |
110317 |
4.018 |
4.244 |
3.991 |
4.234 |
+0.224 |
103,604 |
250,357 |
+6,265 |
Jun11 |
110317 |
4.079 |
4.311 |
4.069 |
4.299 |
+0.220 |
21,195 |
68,233 |
-1,113 |
Jul11 |
110317 |
4.150 |
4.381 |
4.150 |
4.369 |
+0.212 |
14,042 |
77,958 |
+298 |
Aug11 |
110317 |
4.225 |
4.411 |
4.221 |
4.405 |
+0.203 |
8,860 |
28,216 |
+176 |
Sep11 |
110317 |
4.252 |
4.429 |
4.250 |
4.423 |
+0.196 |
11,363 |
44,015 |
+1,572 |
Oct11 |
110317 |
4.291 |
4.480 |
4.256 |
4.476 |
+0.192 |
17,502 |
71,355 |
-867 |
Nov11 |
110317 |
4.518 |
4.654 |
4.512 |
4.653 |
+0.161 |
4,532 |
30,358 |
-499 |
Dec11 |
110317 |
4.779 |
4.911 |
4.779 |
4.907 |
+0.139 |
4,248 |
25,778 |
-195 |
Jan12 |
110317 |
4.904 |
5.046 |
4.904 |
5.043 |
+0.138 |
8,659 |
59,430 |
-713 |
Feb12 |
110317 |
4.925 |
5.034 |
4.912 |
5.030 |
+0.133 |
1,313 |
12,908 |
+239 |
Mar12 |
110317 |
4.875 |
4.977 |
4.858 |
4.975 |
+0.128 |
2,064 |
28,164 |
+11 |
Apr12 |
110317 |
4.755 |
4.839 |
4.752 |
4.837 |
+0.109 |
2,922 |
24,656 |
-501 |
May12 |
110317 |
4.810 |
4.867 |
4.780 |
4.867 |
+0.106 |
270 |
5,971 |
+9 |
Jun12 |
110317 |
4.810 |
4.900 |
4.810 |
4.900 |
+0.104 |
173 |
4,679 |
+0 |
Jul12 |
110317 |
4.860 |
4.945 |
4.860 |
4.945 |
+0.104 |
123 |
4,195 |
+2 |
Total Volume and Open Interest |
407,240 |
918,567 |
-7,277 |
Brent Crude Oil(ICE) |
May11 |
110317 |
110.24 |
115.50 |
109.45 |
114.90 |
+4.30 |
278,048 |
178,100 |
+9,027 |
Jun11 |
110317 |
109.85 |
115.25 |
109.28 |
114.65 |
+4.21 |
110,268 |
184,201 |
-1,746 |
Jul11 |
110317 |
109.99 |
114.83 |
109.09 |
114.38 |
+4.14 |
22,970 |
52,804 |
+2,414 |
Aug11 |
110317 |
109.56 |
114.42 |
108.90 |
114.11 |
+4.09 |
11,169 |
28,770 |
-555 |
Sep11 |
110317 |
109.13 |
114.09 |
108.68 |
113.79 |
+4.03 |
7,685 |
32,262 |
+77 |
Oct11 |
110317 |
109.03 |
113.81 |
108.48 |
113.49 |
+3.97 |
5,224 |
19,717 |
+232 |
Nov11 |
110317 |
108.76 |
113.49 |
108.24 |
113.17 |
+3.93 |
3,814 |
16,901 |
+474 |
Dec11 |
110317 |
108.52 |
113.30 |
108.01 |
112.85 |
+3.88 |
41,012 |
96,187 |
-738 |
Jan12 |
110317 |
109.52 |
112.84 |
109.51 |
112.58 |
+3.84 |
4,187 |
22,447 |
+74 |
Feb12 |
110317 |
112.31 |
112.31 |
112.31 |
112.31 |
+3.80 |
2,953 |
13,451 |
+256 |
Mar12 |
110317 |
112.04 |
112.04 |
112.04 |
112.04 |
+3.78 |
1,356 |
16,604 |
-52 |
Apr12 |
110317 |
111.69 |
111.69 |
111.69 |
111.69 |
+3.78 |
1,380 |
5,160 |
-45 |
May12 |
110317 |
111.29 |
111.29 |
111.29 |
111.29 |
+3.75 |
1,142 |
3,568 |
-182 |
Jun12 |
110317 |
109.41 |
111.20 |
109.41 |
110.89 |
+3.72 |
4,482 |
31,863 |
-1,790 |
Total Volume and Open Interest |
605,737 |
844,342 |
-11,712 |
Gas Oil(ICE) |
Apr11 |
110317 |
952.00 |
983.00 |
948.25 |
974.25 |
+15.25 |
117,351 |
150,135 |
-13,902 |
May11 |
110317 |
948.00 |
980.75 |
946.00 |
972.50 |
+15.75 |
106,598 |
104,028 |
+4,463 |
Jun11 |
110317 |
946.50 |
978.75 |
944.50 |
971.00 |
+16.75 |
62,600 |
64,708 |
-6,157 |
Jul11 |
110317 |
945.00 |
979.00 |
944.25 |
971.25 |
+17.50 |
20,835 |
34,960 |
-1,380 |
Aug11 |
110317 |
945.50 |
980.00 |
944.75 |
972.25 |
+18.25 |
13,538 |
24,174 |
+1,339 |
Sep11 |
110317 |
946.00 |
978.75 |
945.25 |
973.00 |
+18.50 |
12,246 |
36,623 |
+2,870 |
Oct11 |
110317 |
954.50 |
978.75 |
954.50 |
973.00 |
+19.00 |
5,191 |
22,476 |
+1,356 |
Nov11 |
110317 |
957.00 |
974.50 |
955.50 |
972.50 |
+19.25 |
2,394 |
16,659 |
+929 |
Dec11 |
110317 |
944.25 |
979.75 |
943.75 |
972.50 |
+19.50 |
17,837 |
54,942 |
-1,648 |
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 |
110317 |
2.372 |
2.411 |
2.372 |
2.403 |
+0.106 |
55 |
902 |
-25 |
May11 |
110317 |
2.374 |
2.411 |
2.374 |
2.402 |
+0.113 |
39 |
764 |
+31 |
Jun11 |
110317 |
2.384 |
2.406 |
2.382 |
2.405 |
+0.117 |
18 |
1,032 |
+12 |
Jul11 |
110317 |
2.390 |
2.406 |
2.384 |
2.404 |
+0.114 |
39 |
1,262 |
+22 |
Aug11 |
110317 |
2.376 |
2.385 |
2.370 |
2.384 |
+0.115 |
43 |
926 |
+15 |
Sep11 |
110317 |
2.310 |
2.340 |
2.310 |
2.335 |
+0.101 |
18 |
984 |
-13 |
Oct11 |
110317 |
2.257 |
2.257 |
2.244 |
2.244 |
+0.091 |
16 |
592 |
+6 |
Total Volume and Open Interest |
303 |
8,044 |
+62 |
WTI Crude Oil(ICE |
Apr11 |
110317 |
97.38 |
101.98 |
97.38 |
101.42 |
+3.44 |
74,396 |
42,240 |
-3,052 |
May11 |
110317 |
98.61 |
102.94 |
98.40 |
102.39 |
+3.44 |
72,431 |
96,499 |
-2,327 |
Jun11 |
110317 |
99.26 |
103.60 |
99.04 |
103.06 |
+3.48 |
44,786 |
75,375 |
+118 |
Jul11 |
110317 |
101.57 |
103.86 |
101.54 |
103.60 |
+3.45 |
10,135 |
35,035 |
-1,245 |
Aug11 |
110317 |
101.96 |
104.24 |
101.96 |
103.94 |
+3.39 |
3,379 |
17,694 |
-650 |
Sep11 |
110317 |
102.36 |
104.47 |
102.36 |
104.17 |
+3.34 |
4,799 |
27,156 |
+315 |
Oct11 |
110317 |
102.47 |
104.51 |
102.47 |
104.27 |
+3.32 |
2,708 |
17,762 |
+252 |
Nov11 |
110317 |
102.52 |
104.57 |
102.52 |
104.32 |
+3.31 |
2,762 |
13,219 |
+522 |
Dec11 |
110317 |
100.55 |
104.90 |
100.55 |
104.35 |
+3.29 |
17,625 |
94,491 |
+629 |
Jan12 |
110317 |
104.21 |
104.21 |
104.21 |
104.21 |
+3.27 |
1,059 |
10,168 |
+123 |
Feb12 |
110317 |
104.02 |
104.02 |
104.02 |
104.02 |
+3.26 |
362 |
2,460 |
+66 |
Mar12 |
110317 |
103.79 |
103.79 |
103.79 |
103.79 |
+3.25 |
325 |
5,025 |
+62 |
Apr12 |
110317 |
103.51 |
103.51 |
103.51 |
103.51 |
+3.24 |
304 |
3,017 |
+44 |
May12 |
110317 |
103.21 |
103.21 |
103.21 |
103.21 |
+3.23 |
211 |
1,258 |
+44 |
Jun12 |
110317 |
101.84 |
103.26 |
101.84 |
102.95 |
+3.20 |
2,171 |
24,045 |
-527 |
Jul12 |
110317 |
102.67 |
102.67 |
102.67 |
102.67 |
+3.17 |
8 |
571 |
+1 |
Total Volume and Open Interest |
242,713 |
554,026 |
-5,440 |
US Dollar Index(ICE) |
Jun11 |
110317 |
76.910 |
76.980 |
76.150 |
76.340 |
-0.645 |
29,747 |
50,639 |
-410 |
Sep11 |
110317 |
77.260 |
77.260 |
76.685 |
76.835 |
-0.570 |
4 |
507 |
+3 |
Dec11 |
110317 |
77.195 |
77.195 |
77.195 |
77.195 |
-0.570 |
0 |
1 |
+0 |
Total Volume and Open Interest |
29,751 |
51,147 |
-407 |
Australian Dollar(CME) |
Jun11 |
110317 |
96.37 |
97.69 |
96.06 |
97.02 |
-0.25 |
241,389 |
100,102 |
-15,858 |
Sep11 |
110317 |
95.80 |
96.41 |
95.80 |
95.88 |
-0.25 |
190 |
169 |
+130 |
Dec11 |
110317 |
94.83 |
95.08 |
94.83 |
94.83 |
-0.25 |
0 |
55 |
+0 |
Total Volume and Open Interest |
241,579 |
100,326 |
-15,728 |
British Pound(CME) |
Jun11 |
110317 |
159.73 |
161.58 |
159.67 |
161.20 |
+1.08 |
125,233 |
98,110 |
-2,339 |
Sep11 |
110317 |
160.60 |
161.21 |
159.90 |
160.95 |
+1.05 |
23 |
31 |
+10 |
Dec11 |
110317 |
160.66 |
160.66 |
159.65 |
160.66 |
+1.01 |
0 |
38 |
+0 |
Total Volume and Open Interest |
125,258 |
98,181 |
-2,328 |
Canadian Dollar(CME) |
Jun11 |
110317 |
100.69 |
101.49 |
100.42 |
101.11 |
+0.49 |
170,697 |
121,255 |
-13,989 |
Sep11 |
110317 |
100.55 |
101.23 |
100.35 |
100.87 |
+0.48 |
486 |
2,273 |
+377 |
Dec11 |
110317 |
100.63 |
100.98 |
100.13 |
100.61 |
+0.48 |
37 |
2,079 |
+18 |
Mar12 |
110317 |
100.32 |
100.32 |
99.84 |
100.32 |
+0.48 |
3 |
171 |
+1 |
Total Volume and Open Interest |
171,227 |
125,788 |
-13,591 |
Japanese Yen(CME) |
Jun11 |
110317 |
127.19 |
129.57 |
124.88 |
126.55 |
+1.67 |
236,070 |
114,377 |
+13,348 |
Sep11 |
110317 |
129.03 |
129.44 |
125.02 |
126.69 |
+1.67 |
292 |
267 |
+133 |
Dec11 |
110317 |
126.50 |
127.08 |
125.19 |
126.85 |
+1.66 |
24 |
50 |
+21 |
Total Volume and Open Interest |
236,388 |
114,701 |
+13,504 |
Swiss Franc(CME) |
Jun11 |
110317 |
111.34 |
111.63 |
110.47 |
111.13 |
+1.09 |
76,522 |
61,479 |
+168 |
Sep11 |
110317 |
111.48 |
111.48 |
110.14 |
111.23 |
+1.09 |
2 |
14 |
+1 |
Dec11 |
110317 |
111.30 |
111.30 |
110.23 |
111.30 |
+1.07 |
0 |
11 |
+0 |
Total Volume and Open Interest |
76,525 |
61,506 |
+171 |
EuroFX(CME) |
Jun11 |
110317 |
139.04 |
140.36 |
138.50 |
139.88 |
+1.06 |
380,356 |
189,608 |
-232 |
Sep11 |
110317 |
138.93 |
140.00 |
138.54 |
139.59 |
+1.05 |
644 |
877 |
+341 |
Dec11 |
110317 |
139.25 |
139.25 |
138.24 |
139.25 |
+1.01 |
3 |
80 |
-7 |
Total Volume and Open Interest |
381,005 |
190,848 |
+103 |
Mexican Peso(CME) |
Apr11 |
110317 |
825.0 |
825.0 |
822.8 |
825.0 |
+2.2 |
|
|
|
May11 |
110317 |
821.5 |
821.5 |
819.2 |
821.5 |
+2.2 |
|
|
|
Total Volume and Open Interest |
49,655 |
161,361 |
-5,073 |
30-Year T-Bonds(CBOT) |
Mar11 |
110317 |
124~240 |
124~240 |
123~030 |
123~160 |
-0~180 |
|
|
|
Jun11 |
110317 |
123~010 |
123~070 |
121~140 |
121~300 |
-0~180 |
464,410 |
588,468 |
-14,521 |
Sep11 |
110317 |
120~200 |
121~010 |
120~150 |
120~150 |
-0~180 |
0 |
2 |
+0 |
Total Volume and Open Interest |
468,554 |
596,535 |
-16,158 |
10-Year T-Notes(CBOT) |
Mar11 |
110317 |
122~290 |
122~290 |
121~260 |
122~050 |
-0~100 |
5,703 |
15,101 |
-3,438 |
Jun11 |
110317 |
121~190 |
121~250 |
120~170 |
120~300 |
-0~100 |
1,716,995 |
1,583,559 |
+8,558 |
Sep11 |
110317 |
119~100 |
119~295 |
119~100 |
119~195 |
-0~100 |
5 |
34 |
+0 |
Total Volume and Open Interest |
1,722,703 |
1,598,698 |
+5,120 |
5-Year T-Notes(CBOT) |
Mar11 |
110317 |
119~051 |
119~051 |
118~100 |
118~124 |
-0~023 |
6,738 |
13,922 |
-2,328 |
Jun11 |
110317 |
118~080 |
118~095 |
117~122 |
118~027 |
-0~027 |
990,447 |
1,152,316 |
-40,641 |
Sep11 |
110317 |
117~043 |
117~070 |
117~043 |
117~043 |
-0~027 |
|
|
|
Total Volume and Open Interest |
997,185 |
1,166,238 |
-42,969 |
2 Year T-Notes(CBOT) |
Mar11 |
110317 |
109~086 |
109~096 |
109~083 |
109~091 |
-0~005 |
3,989 |
10,794 |
-2,324 |
Jun11 |
110317 |
109~071 |
109~072 |
109~045 |
109~054 |
-0~006 |
388,180 |
871,883 |
+1,410 |
Sep11 |
110317 |
109~018 |
109~024 |
109~018 |
109~018 |
-0~006 |
|
|
|
Total Volume and Open Interest |
392,169 |
882,677 |
-914 |
Eurodollars(CME) |
Jun11 |
110317 |
99.610 |
99.630 |
99.595 |
99.620 |
+0.010 |
412,767 |
1,206,751 |
-20,038 |
Sep11 |
110317 |
99.560 |
99.570 |
99.540 |
99.560 |
+0.005 |
420,577 |
1,340,766 |
-8,895 |
Dec11 |
110317 |
99.475 |
99.500 |
99.440 |
99.460 |
-0.010 |
525,488 |
1,361,444 |
-14,399 |
Mar12 |
110317 |
99.320 |
99.355 |
99.260 |
99.285 |
-0.030 |
611,854 |
1,322,780 |
+1,998 |
Jun12 |
110317 |
99.075 |
99.115 |
98.980 |
99.015 |
-0.045 |
599,262 |
868,614 |
-33,793 |
Sep12 |
110317 |
98.775 |
98.825 |
98.655 |
98.695 |
-0.060 |
453,264 |
587,188 |
+8,591 |
Dec12 |
110317 |
98.495 |
98.540 |
98.340 |
98.395 |
-0.065 |
413,040 |
463,788 |
+1,648 |
Mar13 |
110317 |
98.230 |
98.275 |
98.080 |
98.135 |
-0.065 |
351,728 |
285,089 |
+15,705 |
Jun13 |
110317 |
97.980 |
98.015 |
97.820 |
97.880 |
-0.055 |
168,647 |
202,247 |
+3,236 |
Sep13 |
110317 |
97.725 |
97.765 |
97.575 |
97.635 |
-0.045 |
124,917 |
206,931 |
+1,788 |
Dec13 |
110317 |
97.475 |
97.525 |
97.330 |
97.390 |
-0.045 |
107,326 |
178,098 |
-4,649 |
Mar14 |
110317 |
97.265 |
97.295 |
97.110 |
97.170 |
-0.045 |
95,351 |
134,524 |
+4,371 |
Jun14 |
110317 |
97.045 |
97.055 |
96.880 |
96.945 |
-0.040 |
34,007 |
105,113 |
+1,706 |
Sep14 |
110317 |
96.845 |
96.845 |
96.655 |
96.725 |
-0.035 |
25,010 |
57,509 |
-36 |
Dec14 |
110317 |
96.620 |
96.620 |
96.430 |
96.500 |
-0.030 |
23,660 |
71,298 |
-566 |
Mar15 |
110317 |
96.400 |
96.400 |
96.225 |
96.300 |
-0.025 |
21,344 |
54,588 |
+819 |
Jun15 |
110317 |
4.460 |
4.465 |
4.280 |
4.360 |
-0.020 |
11,868 |
35,387 |
-518 |
Sep15 |
110317 |
4.215 |
4.230 |
4.100 |
4.180 |
-0.015 |
12,693 |
35,539 |
+223 |
Total Volume and Open Interest |
4,477,570 |
8,702,082 |
-33,857 |
30 Day Federal Funds(CBOT) |
Mar11 |
110317 |
99.860 |
99.860 |
99.857 |
99.857 |
unch |
11,135 |
78,426 |
+3,254 |
Apr11 |
110317 |
99.860 |
99.865 |
99.860 |
99.860 |
unch |
7,838 |
62,752 |
+394 |
May11 |
110317 |
99.865 |
99.865 |
99.860 |
99.860 |
unch |
10,449 |
68,940 |
+4,669 |
Jun11 |
110317 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
5,152 |
44,020 |
-1,244 |
Jul11 |
110317 |
99.850 |
99.855 |
99.845 |
99.850 |
-0.005 |
3,335 |
45,070 |
-872 |
Aug11 |
110317 |
99.840 |
99.840 |
99.830 |
99.835 |
-0.005 |
5,729 |
36,084 |
-444 |
Total Volume and Open Interest |
119,809 |
623,786 |
+11,319 |
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 |
110317 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
150 |
+0 |
Sep11 |
110317 |
99.647 |
99.647 |
99.647 |
99.647 |
unch |
|
|
|
Dec11 |
110317 |
99.632 |
99.632 |
99.632 |
99.632 |
unch |
0 |
75 |
+0 |
Mar12 |
110317 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
Jun12 |
110317 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Sep12 |
110317 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec12 |
110317 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Mar13 |
110317 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Jun13 |
110317 |
99.445 |
99.445 |
99.445 |
99.445 |
unch |
|
|
|
Sep13 |
110317 |
99.305 |
99.305 |
99.305 |
99.305 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
225 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110317 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
2,946 |
+1 |
Sep11 |
110317 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
866 |
+0 |
Dec11 |
110317 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
1,936 |
+0 |
Mar12 |
110317 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
202 |
1,338 |
+6 |
Jun12 |
110317 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
110317 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
310 |
+0 |
Dec12 |
110317 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
4 |
+0 |
Mar13 |
110317 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
202 |
8,155 |
+7 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110317 |
140.51 |
140.69 |
139.60 |
139.65 |
-0.22 |
5,404 |
12,028 |
+0 |
Sep11 |
110317 |
138.75 |
138.75 |
138.75 |
138.75 |
+1.31 |
0 |
1 |
+0 |
Dec11 |
110317 |
136.66 |
136.66 |
136.66 |
136.66 |
+1.31 |
|
|
|
Total Volume and Open Interest |
5,404 |
12,362 |
+250 |
Euro-Bund(EUREX) |
Jun11 |
110317 |
123.57 |
123.60 |
122.72 |
122.83 |
-0.82 |
1,353,756 |
1,547,329 |
-56,678 |
Sep11 |
110317 |
123.00 |
123.04 |
122.47 |
122.47 |
-0.82 |
538 |
333 |
-242 |
Dec11 |
110317 |
122.51 |
122.51 |
122.51 |
122.51 |
-0.82 |
|
|
|
Total Volume and Open Interest |
1,354,294 |
1,547,662 |
-56,920 |
Euro-Bobl(EUREX) |
Jun11 |
110317 |
116.21 |
116.23 |
115.59 |
115.68 |
-0.56 |
875,908 |
1,205,378 |
-4,913 |
Sep11 |
110317 |
115.50 |
115.50 |
115.11 |
115.11 |
-0.58 |
201 |
4,518 |
+1,553 |
Dec11 |
110317 |
115.13 |
115.13 |
115.13 |
115.13 |
-0.56 |
|
|
|
Total Volume and Open Interest |
876,109 |
1,209,896 |
-3,360 |
3-Mth Euribor(EUREX) |
Mar11 |
110314 |
98.830 |
98.830 |
98.825 |
98.825 |
unch |
564 |
5,430 |
-114 |
Jun11 |
110317 |
98.555 |
98.555 |
98.530 |
98.530 |
-0.020 |
533 |
11,494 |
+488 |
Sep11 |
110317 |
98.310 |
98.310 |
98.275 |
98.275 |
-0.075 |
6 |
2,474 |
+0 |
Total Volume and Open Interest |
683 |
21,795 |
+508 |
Long Gilt(LIFFE) |
Mar11 |
110317 |
120~00 |
120~00 |
119~14 |
119~14 |
-0~23 |
151 |
3,001 |
-143 |
Jun11 |
110317 |
118~23 |
118~23 |
118~01 |
118~04 |
-0~23 |
179,123 |
290,236 |
+1,034 |
Total Volume and Open Interest |
179,274 |
293,237 |
+891 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110317 |
99.03 |
99.05 |
98.98 |
98.99 |
-0.07 |
113,165 |
382,755 |
+10,417 |
Sep11 |
110317 |
98.89 |
98.89 |
98.80 |
98.81 |
-0.10 |
150,556 |
335,596 |
+7,673 |
Dec11 |
110317 |
98.69 |
98.70 |
98.59 |
98.61 |
-0.11 |
165,516 |
352,535 |
-16,491 |
Mar12 |
110317 |
98.48 |
98.48 |
98.37 |
98.39 |
-0.11 |
176,814 |
311,610 |
-13,557 |
Jun12 |
110317 |
98.20 |
98.23 |
98.11 |
98.13 |
-0.11 |
174,058 |
177,700 |
-7,710 |
Sep12 |
110317 |
97.95 |
97.97 |
97.86 |
97.87 |
-0.12 |
94,450 |
128,792 |
-6,617 |
Total Volume and Open Interest |
1,038,539 |
2,264,190 |
-58,849 |
3-Mth Euribor(LIFFE) |
Jun11 |
110317 |
98.570 |
98.580 |
98.520 |
98.530 |
-0.020 |
363,678 |
708,172 |
-22,374 |
Sep11 |
110317 |
98.365 |
98.375 |
98.265 |
98.280 |
-0.070 |
395,944 |
568,626 |
-18,346 |
Dec11 |
110317 |
98.190 |
98.190 |
98.050 |
98.065 |
-0.110 |
379,641 |
531,821 |
-37,368 |
Total Volume and Open Interest |
2,234,356 |
3,124,859 |
-88,837 |
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 |
110317 |
95.16 |
95.29 |
95.12 |
95.20 |
+0.05 |
71,581 |
265,440 |
+7,007 |
Sep11 |
110317 |
95.13 |
95.27 |
95.09 |
95.17 |
+0.03 |
84,642 |
260,326 |
-938 |
Dec11 |
110317 |
95.04 |
95.18 |
95.00 |
95.08 |
+0.04 |
55,102 |
133,951 |
-4,717 |
Mar12 |
110317 |
94.91 |
95.08 |
94.88 |
94.97 |
+0.05 |
11,198 |
72,925 |
-5,498 |
Jun12 |
110317 |
94.83 |
94.97 |
94.79 |
94.87 |
+0.05 |
4,630 |
46,366 |
-1,225 |
Sep12 |
110317 |
94.76 |
94.90 |
94.71 |
94.80 |
+0.05 |
4,819 |
41,404 |
+1,686 |
Dec12 |
110317 |
94.71 |
94.85 |
94.64 |
94.73 |
+0.04 |
529 |
20,533 |
-444 |
Mar13 |
110317 |
94.59 |
94.81 |
94.59 |
94.69 |
+0.04 |
380 |
5,726 |
-157 |
Jun13 |
110317 |
94.57 |
94.72 |
94.56 |
94.64 |
+0.03 |
92 |
665 |
-46 |
Total Volume and Open Interest |
233,035 |
849,046 |
-4,340 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110317 |
94.59 |
94.70 |
94.56 |
94.63 |
+0.05 |
55,969 |
390,972 |
-16,266 |
Sep11 |
110317 |
94.63 |
94.63 |
94.63 |
94.63 |
+0.05 |
|
|
|
Total Volume and Open Interest |
55,969 |
390,972 |
|
3-Year Aus T-Bonds(SFE) |
Jun11 |
110317 |
95.05 |
95.20 |
95.00 |
95.10 |
+0.01 |
308,071 |
591,329 |
+220,701 |
Sep11 |
110317 |
95.10 |
95.10 |
95.10 |
95.10 |
+0.05 |
|
|
|
Total Volume and Open Interest |
259,635 |
575,786 |
|
Gold(CMX) |
Apr11 |
110317 |
1400.0 |
1405.4 |
1386.8 |
1404.2 |
+8.1 |
248,089 |
243,356 |
-14,576 |
Jun11 |
110317 |
1401.2 |
1406.7 |
1388.4 |
1405.6 |
+8.1 |
27,174 |
133,822 |
+9,439 |
Aug11 |
110317 |
1395.0 |
1407.8 |
1389.8 |
1406.9 |
+8.1 |
3,131 |
30,545 |
-853 |
Oct11 |
110317 |
1393.0 |
1408.2 |
1393.0 |
1408.2 |
+8.1 |
1,031 |
6,725 |
+228 |
Dec11 |
110317 |
1402.2 |
1410.6 |
1392.3 |
1409.7 |
+8.1 |
1,610 |
28,990 |
+227 |
Feb12 |
110317 |
1394.3 |
1411.2 |
1394.3 |
1411.2 |
+8.2 |
629 |
7,437 |
+166 |
Apr12 |
110317 |
1402.4 |
1413.1 |
1402.4 |
1413.1 |
+8.3 |
52 |
5,338 |
+20 |
Jun12 |
110317 |
1411.9 |
1415.3 |
1411.9 |
1415.3 |
+8.4 |
237 |
6,762 |
+20 |
Aug12 |
110317 |
1417.7 |
1417.7 |
1417.7 |
1417.7 |
+8.6 |
257 |
1,038 |
-40 |
Oct12 |
110317 |
1420.6 |
1420.6 |
1420.6 |
1420.6 |
+8.7 |
76 |
2,679 |
-54 |
Dec12 |
110317 |
1411.0 |
1424.4 |
1410.0 |
1424.4 |
+8.9 |
226 |
11,174 |
+14 |
Total Volume and Open Interest |
285,107 |
507,760 |
-3,912 |
Silver(CMX) |
Mar11 |
110317 |
3380.0 |
3460.0 |
3370.0 |
3426.0 |
-21.1 |
530 |
1,079 |
-230 |
May11 |
110317 |
3420.5 |
3469.5 |
3364.0 |
3425.8 |
-21.4 |
105,109 |
79,026 |
-1,649 |
Jul11 |
110317 |
3413.0 |
3467.0 |
3368.0 |
3426.4 |
-21.6 |
2,435 |
14,034 |
+387 |
Sep11 |
110317 |
3385.0 |
3458.5 |
3383.0 |
3426.8 |
-21.7 |
386 |
6,846 |
+122 |
Dec11 |
110317 |
3386.5 |
3464.5 |
3375.0 |
3426.5 |
-21.7 |
990 |
15,080 |
+203 |
Mar12 |
110317 |
3398.0 |
3420.4 |
3385.0 |
3420.4 |
-21.9 |
14 |
1,258 |
-3 |
May12 |
110317 |
3416.6 |
3416.6 |
3416.6 |
3416.6 |
-21.9 |
0 |
320 |
+0 |
Total Volume and Open Interest |
110,683 |
134,914 |
-1,179 |
Platinum(NYMEX) |
Apr11 |
110317 |
1686.8 |
1710.6 |
1658.0 |
1706.9 |
+6.4 |
13,395 |
22,959 |
-1,166 |
Jul11 |
110317 |
1693.3 |
1713.3 |
1663.9 |
1710.2 |
+6.3 |
1,585 |
12,009 |
+969 |
Oct11 |
110317 |
1674.6 |
1713.5 |
1674.6 |
1712.3 |
+6.3 |
54 |
566 |
+18 |
Jan12 |
110317 |
1714.7 |
1714.7 |
1714.7 |
1714.7 |
+6.3 |
0 |
14 |
+0 |
Total Volume and Open Interest |
15,034 |
35,584 |
-179 |
Palladium(NYMEX) |
Mar11 |
110317 |
716.00 |
716.00 |
716.00 |
716.00 |
+9.90 |
202 |
177 |
+118 |
Jun11 |
110317 |
695.50 |
721.50 |
687.00 |
716.80 |
+11.75 |
12,842 |
20,616 |
-1,207 |
Sep11 |
110317 |
710.00 |
720.00 |
710.00 |
717.95 |
+11.65 |
35 |
110 |
+8 |
Total Volume and Open Interest |
13,084 |
20,961 |
-1,079 |
Copper(CMX) |
Mar11 |
110317 |
424.85 |
435.55 |
424.10 |
433.60 |
+14.90 |
428 |
1,543 |
-179 |
May11 |
110317 |
417.60 |
436.75 |
414.60 |
434.40 |
+14.65 |
57,238 |
89,133 |
-2,082 |
Jul11 |
110317 |
417.50 |
438.20 |
416.60 |
435.95 |
+14.65 |
2,692 |
22,411 |
+269 |
Sep11 |
110317 |
426.10 |
437.20 |
426.10 |
437.00 |
+14.60 |
557 |
9,248 |
-44 |
Dec11 |
110317 |
418.80 |
437.65 |
418.80 |
437.25 |
+14.40 |
186 |
5,909 |
+35 |
Total Volume and Open Interest |
61,850 |
134,739 |
-2,036 |
DJIA Index(CBOT) |
Mar11 |
110317 |
11657 |
11776 |
11611 |
11776 |
+135 |
1,149 |
12,359 |
+73 |
Jun11 |
110317 |
11592 |
11730 |
11459 |
11711 |
+133 |
1,169 |
2,534 |
+411 |
Sep11 |
110317 |
11641 |
11641 |
11506 |
11641 |
+135 |
|
|
|
Dec11 |
110317 |
11573 |
11573 |
11438 |
11573 |
+135 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,318 |
14,894 |
+484 |
S & P 500(CME) |
Mar11 |
110317 |
1275.50 |
1278.50 |
1267.50 |
1273.80 |
+15.10 |
59,789 |
223,042 |
-10,520 |
Jun11 |
110317 |
1255.30 |
1274.20 |
1241.50 |
1268.80 |
+14.90 |
69,596 |
227,700 |
+31,585 |
Sep11 |
110317 |
1263.50 |
1268.50 |
1263.50 |
1263.50 |
+15.00 |
1 |
3,093 |
-4 |
Dec11 |
110317 |
1258.10 |
1263.10 |
1258.10 |
1258.10 |
+15.00 |
36 |
709 |
+0 |
Total Volume and Open Interest |
129,422 |
454,544 |
+21,061 |
S & P 500 E-Mini(Globex) |
Mar11 |
110317 |
1259.75 |
1279.25 |
1246.50 |
1273.75 |
+15.00 |
1,008,182 |
1,458,735 |
-279,096 |
Jun11 |
110317 |
1254.75 |
1274.50 |
1241.25 |
1268.75 |
+14.75 |
3,992,352 |
2,134,386 |
+495,089 |
Total Volume and Open Interest |
5,000,812 |
3,593,893 |
+216,013 |
NASDAQ 100(CME) |
Mar11 |
110317 |
2240.00 |
2246.00 |
2224.00 |
2228.50 |
+17.50 |
2,192 |
20,863 |
-464 |
Jun11 |
110317 |
2211.50 |
2245.00 |
2186.50 |
2226.00 |
+17.50 |
2,868 |
6,099 |
+1,225 |
Sep11 |
110317 |
2223.50 |
2223.50 |
2223.50 |
2223.50 |
+17.50 |
|
|
|
Total Volume and Open Interest |
5,060 |
26,962 |
+761 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
110317 |
2210.50 |
2248.00 |
2188.30 |
2228.50 |
+17.50 |
92,079 |
226,392 |
-21,370 |
Jun11 |
110317 |
2209.00 |
2245.80 |
2185.80 |
2226.00 |
+17.50 |
430,853 |
201,862 |
+29,992 |
Total Volume and Open Interest |
522,949 |
428,273 |
+8,623 |
S & P Midcap 400(CME) |
Mar11 |
110317 |
936.90 |
937.10 |
936.90 |
936.90 |
+2.80 |
564 |
2,843 |
-61 |
Jun11 |
110317 |
934.50 |
934.90 |
934.50 |
934.50 |
+2.60 |
96 |
371 |
+14 |
Sep11 |
110317 |
932.40 |
932.60 |
932.40 |
932.40 |
+2.80 |
|
|
|
Total Volume and Open Interest |
660 |
3,214 |
-47 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110317 |
8850 |
8890 |
8850 |
8890 |
+360 |
|
|
|
Sep11 |
110317 |
8745 |
8960 |
8745 |
8925 |
+370 |
1 |
1 |
+1 |
Total Volume and Open Interest |
59,429 |
47,888 |
+2,012 |
Nikkei 225(SGX) |
Jun11 |
110317 |
9000 |
9015 |
8365 |
8905 |
-45 |
559,300 |
287,243 |
+18,673 |
Sep11 |
110317 |
8740 |
8985 |
8170 |
8905 |
-45 |
291 |
399 |
+9 |
Dec11 |
110317 |
8850 |
8850 |
8850 |
8850 |
-40 |
0 |
5,359 |
-9 |
Total Volume and Open Interest |
563,740 |
313,602 |
+28,127 |
CAC 40(EURONEXT) |
Mar11 |
110317 |
3700.5 |
3797.5 |
3696.0 |
3787.5 |
+88.5 |
420,273 |
402,537 |
+49,268 |
Apr11 |
110317 |
3697.5 |
3799.0 |
3697.5 |
3789.5 |
+89.0 |
108,746 |
126,126 |
+86,967 |
May11 |
110317 |
3674.0 |
3729.0 |
3657.0 |
3718.5 |
+89.0 |
97 |
86 |
+45 |
Total Volume and Open Interest |
543,000 |
545,036 |
+148,997 |
Hang Seng Index(HKFE) |
Mar11 |
110317 |
22266 |
22469 |
22095 |
22168 |
-443 |
175,908 |
87,886 |
-921 |
Apr11 |
110317 |
22280 |
22426 |
22082 |
22146 |
-444 |
3,333 |
4,685 |
+1,120 |
Total Volume and Open Interest |
180,065 |
97,471 |
+370 |
DAX(EUREX) |
Mar11 |
110317 |
6520.0 |
6692.5 |
6515.0 |
6653.5 |
+124.0 |
407,263 |
338,687 |
-43,738 |
Jun11 |
110317 |
6548.0 |
6716.0 |
6538.0 |
6676.0 |
+123.5 |
104,604 |
203,404 |
+55,811 |
Sep11 |
110317 |
6565.0 |
6737.0 |
6560.0 |
6697.5 |
+122.5 |
10,556 |
4,344 |
+1,157 |
Total Volume and Open Interest |
522,423 |
546,435 |
+13,230 |
FT-SE 100(EURONEXT) |
Mar11 |
110317 |
5570.00 |
5708.00 |
5563.00 |
5691.50 |
+77.00 |
376,336 |
261,922 |
-153,854 |
Jun11 |
110317 |
5532.00 |
5661.00 |
5523.00 |
5644.00 |
+74.00 |
182,300 |
444,675 |
+171,422 |
Sep11 |
110317 |
5570.00 |
5610.50 |
5560.50 |
5610.50 |
+75.00 |
0 |
464 |
+0 |
Total Volume and Open Interest |
558,636 |
707,227 |
+17,568 |
SPI 200(SFE) |
Mar11 |
110317 |
4564.0 |
4577.0 |
4464.0 |
4520.0 |
-47.0 |
127,175 |
225,244 |
-24,965 |
Jun11 |
110317 |
4576.0 |
4596.0 |
4478.0 |
4557.0 |
-27.0 |
93,911 |
194,362 |
+41,506 |
Sep11 |
110317 |
4498.0 |
4547.0 |
4498.0 |
4547.0 |
-27.0 |
4 |
2,529 |
+0 |
Total Volume and Open Interest |
221,782 |
425,357 |
+16,889 |
GSCI(CME) |
Apr11 |
110317 |
37.64 |
47.44 |
33.64 |
45.14 |
+23.50 |
679 |
13,377 |
-27 |
May11 |
110317 |
38.64 |
48.44 |
38.64 |
46.14 |
+23.40 |
0 |
25 |
+0 |
Jun11 |
110317 |
48.14 |
49.44 |
48.14 |
48.14 |
+24.00 |
|
|
|
Total Volume and Open Interest |
679 |
13,402 |
-1,311 |
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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