|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri March 18, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110318 |
1336.25 |
1385.75 |
1322.75 |
1362.50 |
+27.25 |
115,627 |
248,411 |
-1,273 |
Jul11 |
110318 |
1344.25 |
1393.75 |
1331.25 |
1371.50 |
+28.00 |
44,561 |
133,392 |
+337 |
Aug11 |
110318 |
1339.25 |
1390.00 |
1334.75 |
1367.25 |
+27.50 |
4,450 |
9,725 |
+172 |
Sep11 |
110318 |
1320.50 |
1369.00 |
1309.25 |
1350.75 |
+29.75 |
5,800 |
11,036 |
+74 |
Nov11 |
110318 |
1304.50 |
1357.75 |
1290.00 |
1334.00 |
+31.75 |
32,841 |
167,590 |
-207 |
Jan12 |
110318 |
1305.00 |
1360.50 |
1300.25 |
1338.50 |
+31.25 |
866 |
21,087 |
-50 |
Mar12 |
110318 |
1299.25 |
1352.00 |
1299.25 |
1334.75 |
+30.75 |
506 |
11,712 |
-7 |
Total Volume and Open Interest |
205,351 |
620,746 |
-932 |
Soybean Meal(CBOT) |
May11 |
110318 |
358.40 |
373.30 |
354.20 |
367.90 |
+9.30 |
43,489 |
83,228 |
-2,454 |
Jul11 |
110318 |
361.50 |
376.40 |
357.30 |
371.10 |
+9.30 |
20,056 |
55,061 |
-452 |
Aug11 |
110318 |
360.70 |
376.20 |
358.30 |
371.50 |
+9.60 |
3,925 |
13,053 |
+372 |
Sep11 |
110318 |
355.20 |
374.30 |
354.70 |
368.50 |
+10.20 |
2,548 |
10,547 |
+202 |
Oct11 |
110318 |
349.50 |
363.90 |
344.10 |
359.80 |
+11.10 |
2,184 |
11,444 |
+46 |
Dec11 |
110318 |
347.00 |
363.60 |
342.10 |
358.10 |
+11.10 |
8,308 |
29,736 |
+87 |
Jan12 |
110318 |
350.40 |
359.30 |
347.60 |
358.90 |
+11.30 |
389 |
3,388 |
+11 |
Mar12 |
110318 |
350.60 |
358.60 |
347.10 |
358.60 |
+11.50 |
543 |
2,558 |
+69 |
Total Volume and Open Interest |
82,509 |
213,253 |
-2,171 |
Soybean Oil(CBOT) |
May11 |
110318 |
54.70 |
56.20 |
54.42 |
55.77 |
+1.25 |
95,197 |
147,768 |
-21,196 |
Jul11 |
110318 |
55.30 |
56.78 |
54.97 |
56.35 |
+1.28 |
33,216 |
98,495 |
-2,660 |
Aug11 |
110318 |
55.70 |
56.85 |
55.27 |
56.54 |
+1.27 |
3,334 |
12,187 |
+109 |
Sep11 |
110318 |
55.76 |
56.99 |
55.76 |
56.70 |
+1.29 |
1,907 |
12,456 |
-135 |
Oct11 |
110318 |
55.79 |
56.92 |
55.34 |
56.64 |
+1.30 |
1,906 |
13,545 |
+179 |
Dec11 |
110318 |
56.00 |
57.14 |
55.36 |
56.78 |
+1.31 |
10,798 |
58,481 |
+1,669 |
Jan12 |
110318 |
56.35 |
57.07 |
55.58 |
56.89 |
+1.31 |
515 |
2,559 |
-148 |
Mar12 |
110318 |
56.75 |
56.89 |
56.56 |
56.89 |
+1.31 |
197 |
2,625 |
+77 |
Total Volume and Open Interest |
147,302 |
351,402 |
-21,996 |
Canola(WCE) |
Mar11 |
110314 |
550.9 |
550.9 |
550.9 |
550.9 |
-3.1 |
|
|
|
May11 |
110318 |
562.5 |
576.3 |
548.9 |
572.8 |
+10.7 |
11,833 |
81,151 |
-5,043 |
Jul11 |
110318 |
570.5 |
584.5 |
556.5 |
581.1 |
+10.6 |
3,285 |
33,301 |
+1,119 |
Nov11 |
110318 |
551.0 |
563.5 |
536.1 |
560.0 |
+9.5 |
2,828 |
62,103 |
-464 |
Jan12 |
110318 |
555.5 |
568.2 |
555.5 |
565.1 |
+9.3 |
122 |
3,814 |
+50 |
Total Volume and Open Interest |
18,136 |
183,177 |
-4,292 |
Corn(CBOT) |
May11 |
110318 |
656.00 |
691.50 |
652.25 |
683.50 |
+37.00 |
283,674 |
631,680 |
-20,106 |
Jul11 |
110318 |
664.00 |
698.75 |
660.00 |
690.00 |
+36.25 |
151,610 |
375,960 |
-1,708 |
Sep11 |
110318 |
619.25 |
657.00 |
616.50 |
637.00 |
+24.00 |
29,337 |
87,803 |
+2,197 |
Dec11 |
110318 |
582.50 |
618.00 |
577.50 |
598.50 |
+19.25 |
83,123 |
375,117 |
-454 |
Mar12 |
110318 |
591.75 |
625.00 |
587.25 |
607.00 |
+19.50 |
4,811 |
59,083 |
-404 |
May12 |
110318 |
599.25 |
630.00 |
595.00 |
613.50 |
+18.50 |
782 |
7,304 |
+51 |
Total Volume and Open Interest |
555,533 |
1,593,406 |
-20,388 |
Wheat(CBOT) |
May11 |
110318 |
708.75 |
749.00 |
705.50 |
723.00 |
+12.75 |
81,171 |
191,449 |
-1,266 |
Jul11 |
110318 |
744.00 |
784.00 |
740.50 |
758.50 |
+13.25 |
40,765 |
125,902 |
-857 |
Sep11 |
110318 |
784.00 |
823.00 |
781.25 |
797.25 |
+13.25 |
7,907 |
41,867 |
+213 |
Dec11 |
110318 |
812.25 |
851.25 |
811.00 |
826.75 |
+14.50 |
17,047 |
90,846 |
-3,530 |
Mar12 |
110318 |
834.25 |
867.75 |
834.25 |
846.25 |
+13.75 |
1,034 |
8,217 |
+121 |
Total Volume and Open Interest |
149,558 |
480,573 |
-5,180 |
Wheat(KCBT) |
May11 |
110318 |
830.00 |
869.00 |
823.25 |
845.00 |
+14.00 |
15,492 |
75,435 |
-1,985 |
Jul11 |
110318 |
840.50 |
879.75 |
833.75 |
855.75 |
+14.00 |
6,092 |
64,547 |
-2,109 |
Sep11 |
110318 |
853.25 |
891.25 |
852.75 |
870.25 |
+13.75 |
2,031 |
17,884 |
+442 |
Dec11 |
110318 |
875.00 |
911.00 |
872.75 |
889.00 |
+13.25 |
2,614 |
20,187 |
+282 |
Mar12 |
110318 |
884.25 |
918.25 |
884.00 |
899.00 |
+12.25 |
230 |
1,924 |
+84 |
Total Volume and Open Interest |
26,767 |
184,213 |
-3,160 |
Wheat(MGE) |
Mar11 |
110314 |
853.75 |
853.75 |
853.75 |
853.75 |
+0.50 |
4 |
36 |
+0 |
May11 |
110318 |
854.75 |
892.50 |
853.25 |
867.50 |
+12.75 |
3,512 |
18,716 |
-109 |
Jul11 |
110318 |
865.00 |
900.75 |
863.00 |
876.25 |
+11.00 |
1,921 |
13,575 |
+45 |
Sep11 |
110318 |
869.00 |
906.50 |
868.25 |
882.25 |
+12.75 |
1,080 |
13,183 |
-28 |
Dec11 |
110318 |
879.50 |
916.00 |
879.25 |
893.00 |
+15.00 |
1,184 |
11,023 |
+390 |
Total Volume and Open Interest |
7,921 |
59,217 |
+304 |
Oats(CBOT) |
May11 |
110318 |
339.00 |
353.00 |
337.00 |
352.00 |
+17.00 |
977 |
7,827 |
-265 |
Jul11 |
110318 |
348.25 |
360.50 |
346.00 |
360.50 |
+17.25 |
326 |
2,672 |
+168 |
Sep11 |
110318 |
352.00 |
367.00 |
351.00 |
367.00 |
+16.00 |
38 |
221 |
+0 |
Dec11 |
110318 |
364.00 |
378.00 |
364.00 |
378.00 |
+17.00 |
134 |
2,414 |
+68 |
Total Volume and Open Interest |
1,475 |
13,135 |
-29 |
Rough Rice(CBOT) |
Mar11 |
110314 |
12.90 |
13.19 |
12.90 |
13.19 |
+0.40 |
8 |
86 |
-12 |
May11 |
110318 |
13.31 |
13.72 |
13.27 |
13.64 |
+0.38 |
1,718 |
14,720 |
-144 |
Jul11 |
110318 |
13.62 |
14.01 |
13.56 |
13.94 |
+0.38 |
510 |
4,907 |
+58 |
Sep11 |
110318 |
14.30 |
14.65 |
14.30 |
14.60 |
+0.34 |
172 |
3,507 |
+27 |
Total Volume and Open Interest |
2,441 |
24,312 |
-33 |
Live Cattle(CME) |
Apr11 |
110318 |
112.050 |
112.300 |
111.250 |
111.650 |
+0.050 |
23,554 |
62,858 |
-6,198 |
Jun11 |
110318 |
112.200 |
112.600 |
111.250 |
111.800 |
+0.015 |
33,715 |
160,449 |
-2,747 |
Aug11 |
110318 |
114.050 |
114.730 |
113.500 |
114.150 |
+0.220 |
9,669 |
61,454 |
+665 |
Oct11 |
110318 |
117.450 |
118.200 |
117.150 |
118.000 |
+0.550 |
7,366 |
39,289 |
-165 |
Dec11 |
110318 |
117.635 |
118.650 |
117.600 |
118.635 |
+0.835 |
3,465 |
28,649 |
-163 |
Feb12 |
110318 |
117.535 |
118.600 |
117.450 |
118.600 |
+0.650 |
822 |
7,547 |
+4 |
Total Volume and Open Interest |
78,877 |
362,674 |
-8,675 |
Feeder Cattle(CME) |
Mar11 |
110318 |
127.800 |
128.785 |
127.550 |
128.000 |
+0.300 |
1,885 |
3,066 |
-947 |
Apr11 |
110318 |
129.500 |
130.630 |
128.735 |
129.185 |
-0.100 |
2,595 |
5,955 |
-176 |
May11 |
110318 |
130.850 |
132.000 |
129.630 |
130.250 |
-0.630 |
2,259 |
14,546 |
-462 |
Aug11 |
110318 |
132.300 |
133.400 |
131.150 |
131.900 |
-0.285 |
1,664 |
15,152 |
-321 |
Sep11 |
110318 |
131.735 |
132.800 |
130.700 |
131.535 |
-0.165 |
249 |
2,692 |
+44 |
Oct11 |
110318 |
131.750 |
132.750 |
130.750 |
131.600 |
unch |
201 |
1,617 |
+92 |
Nov11 |
110318 |
131.900 |
132.500 |
130.850 |
131.785 |
-0.115 |
91 |
788 |
-8 |
Total Volume and Open Interest |
8,946 |
43,925 |
-1,776 |
Lean Hogs(CME) |
Apr11 |
110318 |
88.385 |
89.180 |
87.850 |
88.330 |
+0.180 |
13,914 |
27,234 |
-2,920 |
May11 |
110318 |
96.800 |
98.500 |
96.180 |
98.350 |
+1.700 |
341 |
3,292 |
-20 |
Jun11 |
110318 |
98.100 |
100.000 |
97.650 |
99.830 |
+2.150 |
12,260 |
85,127 |
-1,357 |
Jul11 |
110318 |
97.700 |
100.035 |
97.580 |
99.980 |
+2.380 |
2,766 |
29,503 |
-220 |
Aug11 |
110318 |
97.800 |
100.000 |
97.650 |
99.750 |
+2.100 |
2,482 |
29,886 |
+135 |
Oct11 |
110318 |
87.430 |
90.000 |
87.135 |
89.850 |
+2.420 |
1,484 |
21,535 |
-362 |
Dec11 |
110318 |
83.750 |
86.300 |
83.300 |
86.100 |
+2.750 |
1,278 |
13,619 |
-167 |
Feb12 |
110318 |
84.200 |
86.350 |
84.000 |
85.500 |
+1.400 |
150 |
3,002 |
-2 |
Total Volume and Open Interest |
34,709 |
215,613 |
-4,905 |
Class III Milk(CME) |
Mar11 |
110318 |
19.50 |
19.50 |
19.50 |
19.50 |
-0.05 |
|
|
|
Apr11 |
110318 |
16.80 |
17.15 |
16.60 |
16.65 |
-0.14 |
523 |
5,776 |
+5 |
May11 |
110318 |
16.70 |
17.05 |
16.41 |
16.48 |
-0.12 |
452 |
4,994 |
+98 |
Jun11 |
110318 |
16.55 |
16.90 |
16.45 |
16.49 |
+0.04 |
304 |
3,938 |
+72 |
Jul11 |
110318 |
16.85 |
17.10 |
16.80 |
16.95 |
+0.15 |
74 |
2,800 |
+20 |
Total Volume and Open Interest |
2,014 |
38,198 |
+458 |
Cocoa(ICE) |
May11 |
110318 |
3315 |
3342 |
3095 |
3127 |
-155 |
13,291 |
65,135 |
-1,193 |
Jul11 |
110318 |
3310 |
3329 |
3100 |
3131 |
-147 |
3,961 |
31,494 |
+368 |
Sep11 |
110318 |
3269 |
3308 |
3104 |
3135 |
-143 |
1,116 |
14,650 |
+97 |
Dec11 |
110318 |
3280 |
3310 |
3105 |
3134 |
-144 |
1,814 |
17,932 |
+336 |
Mar12 |
110318 |
3326 |
3326 |
3150 |
3172 |
-140 |
565 |
23,118 |
+218 |
May12 |
110318 |
3193 |
3193 |
3139 |
3165 |
-141 |
5 |
5,047 |
+2 |
Jul12 |
110318 |
3165 |
3165 |
3165 |
3165 |
-141 |
0 |
544 |
+0 |
Total Volume and Open Interest |
20,784 |
162,185 |
-180 |
Coffee "C"(ICE) |
Mar11 |
110318 |
276.85 |
277.50 |
275.00 |
276.80 |
+5.40 |
9 |
122 |
-1 |
May11 |
110318 |
273.00 |
278.15 |
272.40 |
276.20 |
+5.30 |
14,084 |
69,671 |
-2,144 |
Jul11 |
110318 |
275.50 |
280.30 |
274.85 |
278.40 |
+5.30 |
2,972 |
23,275 |
+136 |
Sep11 |
110318 |
277.50 |
282.05 |
276.70 |
280.30 |
+5.35 |
1,694 |
9,560 |
+123 |
Dec11 |
110318 |
278.20 |
282.95 |
278.20 |
281.55 |
+5.70 |
912 |
14,328 |
+211 |
Mar12 |
110318 |
275.55 |
280.65 |
275.55 |
279.50 |
+5.95 |
102 |
2,582 |
+40 |
Total Volume and Open Interest |
19,780 |
120,819 |
-1,630 |
Orange Juice(ICE) |
May11 |
110318 |
165.25 |
165.40 |
163.25 |
163.45 |
-1.40 |
1,219 |
22,949 |
-422 |
Jul11 |
110318 |
162.80 |
163.20 |
161.50 |
161.75 |
-1.05 |
87 |
3,470 |
+3 |
Sep11 |
110318 |
161.15 |
162.00 |
161.00 |
161.10 |
-0.75 |
29 |
822 |
+14 |
Nov11 |
110318 |
157.75 |
157.75 |
156.00 |
157.25 |
-1.10 |
15 |
667 |
+0 |
Jan12 |
110318 |
156.00 |
156.00 |
154.00 |
155.05 |
-1.75 |
0 |
35 |
+0 |
Mar12 |
110318 |
155.10 |
155.10 |
155.10 |
155.10 |
-1.75 |
18 |
40 |
+18 |
Total Volume and Open Interest |
1,368 |
27,990 |
-387 |
Sugar #11(ICE) |
May11 |
110318 |
27.02 |
27.75 |
26.95 |
27.71 |
+0.97 |
47,117 |
219,518 |
-6,534 |
Jul11 |
110318 |
24.92 |
25.54 |
24.73 |
25.49 |
+0.89 |
31,397 |
173,086 |
-241 |
Oct11 |
110318 |
23.98 |
24.41 |
23.57 |
24.34 |
+0.79 |
12,365 |
82,396 |
-724 |
Mar12 |
110318 |
22.98 |
23.90 |
22.94 |
23.80 |
+0.82 |
4,957 |
59,611 |
-525 |
May12 |
110318 |
22.82 |
23.25 |
22.36 |
23.15 |
+0.74 |
1,135 |
16,237 |
+191 |
Total Volume and Open Interest |
100,012 |
593,594 |
-8,224 |
London Cocoa(LCE) |
May11 |
110318 |
2138 |
2142 |
1999 |
2003 |
-123 |
9,783 |
55,897 |
-1,232 |
Jul11 |
110318 |
2134 |
2136 |
2004 |
2008 |
-113 |
4,057 |
38,746 |
+670 |
Sep11 |
110318 |
2130 |
2130 |
2016 |
2018 |
-103 |
1,254 |
23,674 |
-46 |
Dec11 |
110318 |
2132 |
2132 |
2023 |
2028 |
-93 |
600 |
32,028 |
-4 |
Mar12 |
110318 |
2116 |
2123 |
2029 |
2031 |
-87 |
374 |
25,756 |
+64 |
May12 |
110318 |
2116 |
2116 |
2034 |
2034 |
-80 |
308 |
5,646 |
-2 |
Jul12 |
110318 |
2108 |
2122 |
2034 |
2034 |
-69 |
99 |
2,675 |
+4 |
Total Volume and Open Interest |
16,608 |
191,617 |
-6,147 |
London Sugar(LCE) |
May11 |
110318 |
692.00 |
712.30 |
689.10 |
710.60 |
+24.40 |
5,614 |
24,130 |
-721 |
Aug11 |
110318 |
662.00 |
676.50 |
657.40 |
674.90 |
+21.30 |
2,082 |
18,004 |
+426 |
Oct11 |
110318 |
631.00 |
644.00 |
631.00 |
643.40 |
+19.20 |
247 |
4,071 |
-31 |
Dec11 |
110318 |
616.40 |
629.20 |
616.40 |
627.30 |
+16.40 |
54 |
1,484 |
+19 |
Mar12 |
110318 |
608.00 |
620.30 |
608.00 |
618.40 |
+14.80 |
14 |
1,185 |
+0 |
Total Volume and Open Interest |
8,022 |
49,410 |
-305 |
Cotton(ICE) |
May11 |
110318 |
196.13 |
199.12 |
195.31 |
199.12 |
+7.00 |
15,654 |
71,141 |
-398 |
Jul11 |
110318 |
185.93 |
189.46 |
185.93 |
189.46 |
+7.00 |
8,908 |
39,117 |
-419 |
Oct11 |
110318 |
149.91 |
149.91 |
148.56 |
148.56 |
+2.06 |
14 |
416 |
+1 |
Dec11 |
110318 |
122.00 |
124.36 |
121.10 |
123.84 |
+2.88 |
4,567 |
54,302 |
-689 |
Mar12 |
110318 |
116.00 |
117.00 |
115.11 |
116.82 |
+2.46 |
314 |
4,299 |
+131 |
May12 |
110318 |
109.54 |
111.70 |
108.94 |
111.70 |
+2.46 |
10 |
1,138 |
+4 |
Total Volume and Open Interest |
29,543 |
173,403 |
-1,333 |
Lumber(CME) |
May11 |
110318 |
311.8 |
321.7 |
310.0 |
319.4 |
+6.7 |
589 |
5,826 |
-13 |
Jul11 |
110318 |
326.9 |
336.8 |
325.4 |
334.3 |
+6.4 |
157 |
2,695 |
+6 |
Sep11 |
110318 |
332.4 |
338.1 |
331.2 |
337.3 |
+5.3 |
14 |
369 |
+6 |
Nov11 |
110318 |
325.9 |
329.0 |
325.0 |
325.0 |
+1.7 |
0 |
45 |
+0 |
Total Volume and Open Interest |
760 |
8,935 |
-1 |
Crude Oil(NYM) |
Apr11 |
110318 |
101.78 |
103.66 |
100.14 |
101.07 |
-0.35 |
357,944 |
133,068 |
-21,820 |
May11 |
110318 |
102.80 |
104.54 |
101.01 |
101.85 |
-0.54 |
225,137 |
332,372 |
+12,090 |
Jun11 |
110318 |
103.44 |
105.18 |
101.60 |
102.44 |
-0.62 |
82,567 |
149,502 |
-4,453 |
Jul11 |
110318 |
103.80 |
105.64 |
102.12 |
102.95 |
-0.65 |
27,199 |
89,819 |
-53 |
Aug11 |
110318 |
104.20 |
105.83 |
102.61 |
103.26 |
-0.68 |
12,025 |
40,720 |
-453 |
Sep11 |
110318 |
105.74 |
105.87 |
102.78 |
103.49 |
-0.68 |
14,612 |
59,345 |
+1,246 |
Oct11 |
110318 |
105.89 |
105.91 |
103.00 |
103.60 |
-0.67 |
6,475 |
33,074 |
+217 |
Nov11 |
110318 |
105.79 |
105.83 |
102.92 |
103.68 |
-0.64 |
6,691 |
31,567 |
+181 |
Dec11 |
110318 |
105.00 |
106.33 |
102.90 |
103.74 |
-0.61 |
44,934 |
176,116 |
-2,422 |
Jan12 |
110318 |
105.50 |
106.11 |
103.00 |
103.60 |
-0.61 |
3,736 |
35,104 |
-247 |
Feb12 |
110318 |
105.24 |
105.48 |
103.38 |
103.40 |
-0.62 |
2,011 |
15,879 |
+392 |
Mar12 |
110318 |
103.50 |
103.50 |
103.16 |
103.16 |
-0.63 |
2,204 |
24,109 |
-367 |
Apr12 |
110318 |
102.85 |
102.98 |
102.85 |
102.87 |
-0.64 |
1,481 |
9,470 |
+69 |
May12 |
110318 |
102.55 |
102.56 |
102.48 |
102.56 |
-0.65 |
673 |
10,605 |
+53 |
Jun12 |
110318 |
104.70 |
104.70 |
102.09 |
102.29 |
-0.66 |
5,739 |
55,473 |
-287 |
Jul12 |
110318 |
102.00 |
102.00 |
102.00 |
102.00 |
-0.67 |
185 |
11,215 |
-18 |
Total Volume and Open Interest |
816,508 |
1,564,834 |
-15,798 |
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 |
110318 |
102.750 |
104.550 |
101.000 |
101.850 |
-0.550 |
2,664 |
1,592 |
+100 |
Jun11 |
110318 |
103.700 |
105.000 |
101.650 |
102.450 |
-0.600 |
312 |
435 |
+69 |
Jul11 |
110318 |
105.800 |
105.800 |
102.500 |
102.950 |
-0.650 |
74 |
152 |
-42 |
Aug11 |
110318 |
103.400 |
103.400 |
103.250 |
103.250 |
-0.700 |
2 |
10 |
+0 |
Sep11 |
110318 |
105.500 |
105.500 |
103.500 |
103.500 |
-0.675 |
8 |
15 |
+3 |
Oct11 |
110318 |
103.550 |
103.600 |
103.550 |
103.600 |
-0.675 |
3 |
36 |
-3 |
Nov11 |
110318 |
103.675 |
103.675 |
103.675 |
103.675 |
-0.650 |
0 |
13 |
+0 |
Dec11 |
110318 |
105.475 |
105.475 |
103.350 |
103.750 |
-0.600 |
9 |
222 |
+2 |
Total Volume and Open Interest |
17,609 |
5,839 |
-822 |
Heating Oil(NYM) |
Apr11 |
110318 |
306.30 |
310.24 |
300.51 |
302.43 |
-4.06 |
64,254 |
59,746 |
-2,938 |
May11 |
110318 |
308.40 |
311.27 |
301.72 |
303.64 |
-3.81 |
45,030 |
77,351 |
+4,416 |
Jun11 |
110318 |
310.00 |
312.48 |
302.94 |
304.82 |
-3.52 |
32,392 |
56,167 |
+1,646 |
Jul11 |
110318 |
313.12 |
313.46 |
304.42 |
306.00 |
-3.29 |
11,619 |
26,429 |
+968 |
Aug11 |
110318 |
307.82 |
309.21 |
306.66 |
307.26 |
-3.07 |
7,423 |
16,587 |
+135 |
Sep11 |
110318 |
313.54 |
313.54 |
307.26 |
308.58 |
-2.98 |
8,721 |
13,915 |
+167 |
Oct11 |
110318 |
309.35 |
309.93 |
309.29 |
309.93 |
-2.89 |
2,762 |
6,631 |
-192 |
Nov11 |
110318 |
311.30 |
311.33 |
310.40 |
311.28 |
-2.79 |
1,276 |
6,436 |
-33 |
Dec11 |
110318 |
317.40 |
318.73 |
310.81 |
312.36 |
-2.74 |
11,278 |
27,914 |
+832 |
Jan12 |
110318 |
318.00 |
318.00 |
312.46 |
313.39 |
-2.71 |
1,456 |
7,409 |
+824 |
Feb12 |
110318 |
313.29 |
313.29 |
313.29 |
313.29 |
-2.61 |
267 |
2,274 |
-4 |
Mar12 |
110318 |
311.69 |
311.69 |
311.69 |
311.69 |
-2.56 |
120 |
1,404 |
+58 |
Total Volume and Open Interest |
186,929 |
314,843 |
+5,718 |
Gasoline(NYMEX) |
Apr11 |
110318 |
295.07 |
299.75 |
292.26 |
294.94 |
-0.12 |
38,921 |
49,646 |
-2,191 |
May11 |
110318 |
298.00 |
300.24 |
292.73 |
295.44 |
-0.19 |
25,918 |
74,572 |
+2,165 |
Jun11 |
110318 |
297.28 |
298.47 |
292.00 |
294.50 |
-0.41 |
14,447 |
39,855 |
-1,097 |
Jul11 |
110318 |
296.95 |
297.65 |
290.67 |
292.98 |
-0.63 |
5,589 |
20,899 |
-79 |
Aug11 |
110318 |
295.35 |
295.72 |
289.12 |
291.12 |
-0.84 |
3,203 |
11,611 |
-373 |
Sep11 |
110318 |
290.72 |
290.72 |
287.67 |
288.56 |
-1.02 |
2,821 |
12,852 |
+21 |
Oct11 |
110318 |
276.00 |
277.31 |
276.00 |
276.46 |
-1.29 |
1,933 |
8,345 |
+591 |
Nov11 |
110318 |
273.26 |
275.00 |
273.26 |
273.83 |
-1.39 |
873 |
5,296 |
-134 |
Dec11 |
110318 |
276.58 |
276.87 |
270.79 |
272.79 |
-1.28 |
1,303 |
24,359 |
-112 |
Jan12 |
110318 |
275.00 |
275.00 |
273.12 |
273.12 |
-1.33 |
138 |
4,746 |
+58 |
Total Volume and Open Interest |
95,152 |
268,636 |
-1,151 |
e-miNY RBOB Gasoline(NYM) |
Apr11 |
110318 |
294.90 |
294.94 |
294.90 |
294.90 |
-0.20 |
0 |
2 |
+0 |
May11 |
110318 |
295.40 |
295.44 |
295.40 |
295.40 |
-0.20 |
0 |
1 |
+0 |
Jun11 |
110318 |
294.50 |
294.50 |
294.50 |
294.50 |
-0.40 |
0 |
1 |
+0 |
Jul11 |
110318 |
293.00 |
293.00 |
292.98 |
293.00 |
-0.60 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Apr11 |
110318 |
4.160 |
4.198 |
4.099 |
4.168 |
+0.010 |
128,821 |
98,111 |
-12,925 |
May11 |
110318 |
4.234 |
4.272 |
4.174 |
4.246 |
+0.012 |
87,741 |
251,237 |
+880 |
Jun11 |
110318 |
4.308 |
4.338 |
4.241 |
4.316 |
+0.017 |
18,590 |
67,812 |
-421 |
Jul11 |
110318 |
4.372 |
4.407 |
4.311 |
4.388 |
+0.019 |
15,092 |
78,336 |
+378 |
Aug11 |
110318 |
4.411 |
4.438 |
4.349 |
4.422 |
+0.017 |
11,204 |
30,498 |
+2,282 |
Sep11 |
110318 |
4.420 |
4.451 |
4.368 |
4.438 |
+0.015 |
7,212 |
44,513 |
+498 |
Oct11 |
110318 |
4.473 |
4.505 |
4.426 |
4.492 |
+0.016 |
14,593 |
71,038 |
-317 |
Nov11 |
110318 |
4.662 |
4.678 |
4.594 |
4.667 |
+0.014 |
3,209 |
30,511 |
+153 |
Dec11 |
110318 |
4.915 |
4.930 |
4.850 |
4.915 |
+0.008 |
3,134 |
25,989 |
+211 |
Jan12 |
110318 |
5.025 |
5.064 |
4.979 |
5.050 |
+0.007 |
8,672 |
59,847 |
+417 |
Feb12 |
110318 |
5.020 |
5.039 |
4.975 |
5.039 |
+0.009 |
961 |
13,024 |
+116 |
Mar12 |
110318 |
4.976 |
4.984 |
4.916 |
4.979 |
+0.004 |
1,653 |
28,040 |
-124 |
Apr12 |
110318 |
4.840 |
4.840 |
4.780 |
4.829 |
-0.008 |
1,633 |
24,808 |
+152 |
May12 |
110318 |
4.865 |
4.865 |
4.811 |
4.857 |
-0.010 |
270 |
6,119 |
+148 |
Jun12 |
110318 |
4.911 |
4.911 |
4.860 |
4.889 |
-0.011 |
156 |
4,681 |
+2 |
Jul12 |
110318 |
4.955 |
4.955 |
4.909 |
4.931 |
-0.014 |
99 |
4,224 |
+29 |
Total Volume and Open Interest |
304,483 |
910,103 |
-8,464 |
Brent Crude Oil(ICE) |
May11 |
110318 |
115.50 |
117.29 |
113.07 |
113.93 |
-0.97 |
233,901 |
176,574 |
-1,526 |
Jun11 |
110318 |
115.27 |
116.98 |
112.92 |
113.77 |
-0.88 |
104,659 |
184,879 |
+678 |
Jul11 |
110318 |
115.76 |
116.64 |
112.69 |
113.51 |
-0.87 |
30,202 |
54,048 |
+1,244 |
Aug11 |
110318 |
115.21 |
116.32 |
112.39 |
113.20 |
-0.91 |
18,038 |
28,356 |
-414 |
Sep11 |
110318 |
115.21 |
115.95 |
112.07 |
112.86 |
-0.93 |
15,480 |
34,669 |
+2,407 |
Oct11 |
110318 |
114.57 |
115.60 |
111.79 |
112.56 |
-0.93 |
10,379 |
23,432 |
+3,715 |
Nov11 |
110318 |
114.26 |
115.21 |
111.48 |
112.25 |
-0.92 |
7,158 |
18,518 |
+1,617 |
Dec11 |
110318 |
113.95 |
114.84 |
111.19 |
111.95 |
-0.90 |
44,694 |
100,117 |
+3,930 |
Jan12 |
110318 |
113.78 |
113.99 |
111.25 |
111.68 |
-0.90 |
4,078 |
23,073 |
+626 |
Feb12 |
110318 |
113.10 |
113.10 |
111.40 |
111.40 |
-0.91 |
2,912 |
13,771 |
+320 |
Mar12 |
110318 |
112.70 |
112.70 |
111.10 |
111.10 |
-0.94 |
1,836 |
16,737 |
+133 |
Apr12 |
110318 |
112.30 |
112.30 |
110.72 |
110.72 |
-0.97 |
1,093 |
5,092 |
-68 |
May12 |
110318 |
110.30 |
110.30 |
110.30 |
110.30 |
-0.99 |
1,073 |
3,476 |
-92 |
Jun12 |
110318 |
111.46 |
111.46 |
109.24 |
109.89 |
-1.00 |
3,849 |
31,186 |
-677 |
Total Volume and Open Interest |
495,596 |
822,506 |
-21,836 |
Gas Oil(ICE) |
Apr11 |
110318 |
982.00 |
995.00 |
961.00 |
972.25 |
-2.00 |
124,475 |
130,151 |
-19,984 |
May11 |
110318 |
980.00 |
992.75 |
959.50 |
970.50 |
-2.00 |
137,998 |
112,604 |
+8,576 |
Jun11 |
110318 |
979.25 |
989.50 |
959.00 |
969.25 |
-1.75 |
94,640 |
67,456 |
+2,748 |
Jul11 |
110318 |
981.25 |
989.75 |
960.75 |
970.00 |
-1.25 |
38,761 |
33,740 |
-1,220 |
Aug11 |
110318 |
982.00 |
988.25 |
962.25 |
971.75 |
-0.50 |
25,993 |
26,508 |
+2,334 |
Sep11 |
110318 |
982.75 |
988.75 |
964.75 |
973.25 |
+0.25 |
26,238 |
37,823 |
+1,200 |
Oct11 |
110318 |
985.00 |
988.25 |
965.00 |
973.50 |
+0.50 |
16,739 |
23,862 |
+1,386 |
Nov11 |
110318 |
982.00 |
987.50 |
964.50 |
973.00 |
+0.50 |
10,652 |
18,644 |
+1,985 |
Dec11 |
110318 |
981.75 |
990.25 |
963.50 |
972.50 |
unch |
31,198 |
54,333 |
-609 |
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 |
110318 |
2.509 |
2.509 |
2.475 |
2.485 |
+0.082 |
235 |
841 |
-61 |
May11 |
110318 |
2.487 |
2.504 |
2.477 |
2.483 |
+0.081 |
39 |
786 |
+22 |
Jun11 |
110318 |
2.489 |
2.509 |
2.475 |
2.480 |
+0.075 |
139 |
1,048 |
+16 |
Jul11 |
110318 |
2.430 |
2.490 |
2.430 |
2.474 |
+0.070 |
74 |
1,309 |
+47 |
Aug11 |
110318 |
2.451 |
2.451 |
2.440 |
2.448 |
+0.064 |
100 |
911 |
-15 |
Sep11 |
110318 |
2.400 |
2.400 |
2.380 |
2.380 |
+0.045 |
27 |
987 |
+3 |
Oct11 |
110318 |
2.292 |
2.292 |
2.292 |
2.292 |
+0.048 |
54 |
614 |
+22 |
Total Volume and Open Interest |
931 |
8,089 |
+45 |
WTI Crude Oil(ICE |
Apr11 |
110318 |
102.81 |
103.49 |
100.15 |
101.07 |
-0.35 |
57,780 |
33,251 |
-8,989 |
May11 |
110318 |
103.77 |
104.40 |
101.01 |
101.85 |
-0.54 |
69,627 |
91,711 |
-4,788 |
Jun11 |
110318 |
104.28 |
105.00 |
101.65 |
102.44 |
-0.62 |
35,793 |
74,374 |
-1,001 |
Jul11 |
110318 |
105.24 |
105.34 |
102.19 |
102.95 |
-0.65 |
10,863 |
34,865 |
-170 |
Aug11 |
110318 |
105.04 |
105.65 |
102.59 |
103.26 |
-0.68 |
4,985 |
17,475 |
-219 |
Sep11 |
110318 |
105.23 |
105.86 |
102.83 |
103.49 |
-0.68 |
4,170 |
28,065 |
+909 |
Oct11 |
110318 |
105.32 |
105.81 |
102.92 |
103.60 |
-0.67 |
2,517 |
17,822 |
+60 |
Nov11 |
110318 |
105.36 |
105.94 |
103.34 |
103.68 |
-0.64 |
3,014 |
14,497 |
+1,278 |
Dec11 |
110318 |
105.81 |
106.33 |
102.91 |
103.74 |
-0.61 |
17,702 |
95,099 |
+608 |
Jan12 |
110318 |
103.65 |
103.65 |
103.60 |
103.60 |
-0.61 |
933 |
10,364 |
+196 |
Feb12 |
110318 |
103.40 |
103.40 |
103.40 |
103.40 |
-0.62 |
128 |
2,438 |
-22 |
Mar12 |
110318 |
103.16 |
103.16 |
103.16 |
103.16 |
-0.63 |
280 |
5,017 |
-8 |
Apr12 |
110318 |
102.87 |
102.87 |
102.87 |
102.87 |
-0.64 |
342 |
3,059 |
+42 |
May12 |
110318 |
102.56 |
102.56 |
102.56 |
102.56 |
-0.65 |
111 |
1,253 |
-5 |
Jun12 |
110318 |
104.01 |
104.01 |
101.83 |
102.29 |
-0.66 |
1,285 |
23,982 |
-63 |
Jul12 |
110318 |
102.00 |
102.00 |
102.00 |
102.00 |
-0.67 |
14 |
566 |
-5 |
Total Volume and Open Interest |
218,632 |
543,004 |
-11,022 |
US Dollar Index(ICE) |
Jun11 |
110318 |
76.290 |
76.765 |
75.790 |
75.970 |
-0.370 |
38,320 |
53,491 |
+2,852 |
Sep11 |
110318 |
76.680 |
76.805 |
76.345 |
76.425 |
-0.410 |
1 |
508 |
+1 |
Dec11 |
110318 |
76.785 |
76.785 |
76.785 |
76.785 |
-0.410 |
0 |
1 |
+0 |
Total Volume and Open Interest |
38,321 |
54,000 |
+2,853 |
Australian Dollar(CME) |
Jun11 |
110318 |
97.10 |
98.75 |
96.77 |
98.56 |
+1.54 |
199,051 |
95,802 |
-4,300 |
Sep11 |
110318 |
97.06 |
97.52 |
95.88 |
97.39 |
+1.51 |
91 |
197 |
+28 |
Dec11 |
110318 |
96.31 |
96.31 |
94.83 |
96.31 |
+1.48 |
1 |
54 |
-1 |
Total Volume and Open Interest |
199,143 |
96,053 |
-4,273 |
British Pound(CME) |
Jun11 |
110318 |
161.29 |
162.43 |
160.43 |
161.99 |
+0.79 |
116,241 |
96,854 |
-1,256 |
Sep11 |
110318 |
160.36 |
161.75 |
160.36 |
161.75 |
+0.80 |
17 |
36 |
+5 |
Dec11 |
110318 |
161.47 |
161.47 |
160.66 |
161.47 |
+0.81 |
0 |
38 |
+0 |
Total Volume and Open Interest |
116,258 |
96,930 |
-1,251 |
Canadian Dollar(CME) |
Jun11 |
110318 |
101.30 |
101.81 |
101.11 |
101.23 |
+0.12 |
126,663 |
118,698 |
-2,557 |
Sep11 |
110318 |
101.25 |
101.55 |
100.87 |
100.99 |
+0.12 |
170 |
2,344 |
+71 |
Dec11 |
110318 |
101.25 |
101.25 |
100.61 |
100.73 |
+0.12 |
19 |
2,079 |
+0 |
Mar12 |
110318 |
100.81 |
100.81 |
100.32 |
100.44 |
+0.12 |
2 |
171 |
+0 |
Total Volume and Open Interest |
126,857 |
123,303 |
-2,485 |
Japanese Yen(CME) |
Jun11 |
110318 |
126.53 |
126.58 |
122.00 |
123.56 |
-2.99 |
223,995 |
114,011 |
-366 |
Sep11 |
110318 |
126.27 |
126.69 |
122.28 |
123.70 |
-2.99 |
213 |
389 |
+122 |
Dec11 |
110318 |
126.17 |
126.85 |
122.70 |
123.88 |
-2.97 |
4 |
51 |
+1 |
Total Volume and Open Interest |
224,214 |
114,459 |
-242 |
Swiss Franc(CME) |
Jun11 |
110318 |
111.35 |
111.49 |
110.09 |
110.96 |
-0.17 |
63,855 |
59,950 |
-1,529 |
Sep11 |
110318 |
110.96 |
111.23 |
110.68 |
111.05 |
-0.18 |
97 |
34 |
+20 |
Dec11 |
110318 |
111.12 |
111.30 |
111.12 |
111.12 |
-0.18 |
0 |
11 |
+0 |
Total Volume and Open Interest |
63,953 |
59,996 |
-1,510 |
EuroFX(CME) |
Jun11 |
110318 |
139.99 |
141.67 |
139.62 |
141.37 |
+1.49 |
370,287 |
182,953 |
-6,655 |
Sep11 |
110318 |
139.41 |
141.30 |
139.41 |
141.05 |
+1.46 |
209 |
901 |
+24 |
Dec11 |
110318 |
140.50 |
141.14 |
139.25 |
140.70 |
+1.45 |
12 |
78 |
-2 |
Total Volume and Open Interest |
370,510 |
184,217 |
-6,631 |
Mexican Peso(CME) |
Apr11 |
110318 |
828.2 |
828.2 |
825.0 |
828.2 |
+3.2 |
|
|
|
May11 |
110318 |
824.8 |
824.8 |
821.5 |
824.8 |
+3.2 |
|
|
|
Total Volume and Open Interest |
73,635 |
146,946 |
-14,415 |
30-Year T-Bonds(CBOT) |
Mar11 |
110318 |
123~110 |
123~110 |
123~110 |
123~110 |
-0~050 |
4,719 |
6,200 |
+6,200 |
Jun11 |
110318 |
121~250 |
122~000 |
120~230 |
121~240 |
-0~060 |
531,461 |
589,937 |
+1,469 |
Sep11 |
110318 |
119~280 |
120~150 |
119~270 |
120~090 |
-0~060 |
6 |
7 |
+5 |
Total Volume and Open Interest |
536,186 |
596,144 |
-391 |
10-Year T-Notes(CBOT) |
Mar11 |
110318 |
122~010 |
122~100 |
121~215 |
121~305 |
-0~065 |
10,284 |
14,857 |
-244 |
Jun11 |
110318 |
120~285 |
121~040 |
120~120 |
120~220 |
-0~080 |
2,126,048 |
1,600,358 |
+16,799 |
Sep11 |
110318 |
119~110 |
119~195 |
119~110 |
119~110 |
-0~085 |
0 |
34 |
+0 |
Total Volume and Open Interest |
2,136,332 |
1,615,253 |
+16,555 |
5-Year T-Notes(CBOT) |
Mar11 |
110318 |
118~089 |
119~002 |
118~088 |
118~106 |
-0~018 |
8,862 |
12,336 |
-1,586 |
Jun11 |
110318 |
118~020 |
118~045 |
117~114 |
118~007 |
-0~020 |
1,093,753 |
1,142,152 |
-10,164 |
Sep11 |
110318 |
117~023 |
117~043 |
117~023 |
117~023 |
-0~020 |
|
|
|
Total Volume and Open Interest |
1,102,615 |
1,154,488 |
-11,750 |
2 Year T-Notes(CBOT) |
Mar11 |
110318 |
109~086 |
109~095 |
109~086 |
109~090 |
-0~001 |
2,746 |
8,753 |
-2,041 |
Jun11 |
110318 |
109~053 |
109~060 |
109~046 |
109~054 |
unch |
427,801 |
888,236 |
+16,353 |
Sep11 |
110318 |
109~018 |
109~018 |
109~018 |
109~018 |
unch |
|
|
|
Total Volume and Open Interest |
430,547 |
896,989 |
+14,312 |
Eurodollars(CME) |
Jun11 |
110318 |
99.625 |
99.635 |
99.620 |
99.630 |
+0.010 |
391,090 |
1,171,445 |
-35,306 |
Sep11 |
110318 |
99.560 |
99.575 |
99.555 |
99.570 |
+0.010 |
416,704 |
1,339,243 |
-1,523 |
Dec11 |
110318 |
99.455 |
99.480 |
99.445 |
99.470 |
+0.010 |
466,215 |
1,397,996 |
+36,552 |
Mar12 |
110318 |
99.275 |
99.310 |
99.255 |
99.290 |
+0.005 |
523,804 |
1,317,532 |
-5,248 |
Jun12 |
110318 |
99.000 |
99.045 |
98.975 |
99.015 |
unch |
559,399 |
896,515 |
+27,901 |
Sep12 |
110318 |
98.680 |
98.735 |
98.650 |
98.690 |
-0.005 |
424,077 |
592,638 |
+5,450 |
Dec12 |
110318 |
98.380 |
98.435 |
98.340 |
98.380 |
-0.015 |
363,943 |
456,255 |
-7,533 |
Mar13 |
110318 |
98.120 |
98.180 |
98.075 |
98.115 |
-0.020 |
329,950 |
272,599 |
-12,490 |
Jun13 |
110318 |
97.865 |
97.920 |
97.815 |
97.850 |
-0.030 |
182,874 |
197,794 |
-4,453 |
Sep13 |
110318 |
97.615 |
97.675 |
97.565 |
97.595 |
-0.040 |
145,042 |
200,958 |
-5,973 |
Dec13 |
110318 |
97.375 |
97.430 |
97.320 |
97.345 |
-0.045 |
120,252 |
175,972 |
-2,126 |
Mar14 |
110318 |
97.155 |
97.205 |
97.100 |
97.120 |
-0.050 |
100,045 |
138,300 |
+3,776 |
Jun14 |
110318 |
96.935 |
96.975 |
96.870 |
96.890 |
-0.055 |
44,666 |
101,942 |
-3,171 |
Sep14 |
110318 |
96.700 |
96.750 |
96.645 |
96.670 |
-0.055 |
33,003 |
57,132 |
-377 |
Dec14 |
110318 |
96.485 |
96.515 |
96.420 |
96.445 |
-0.055 |
29,007 |
73,923 |
+2,625 |
Mar15 |
110318 |
96.285 |
96.325 |
96.215 |
96.245 |
-0.055 |
29,992 |
57,607 |
+3,019 |
Jun15 |
110318 |
4.340 |
4.375 |
4.270 |
4.305 |
-0.055 |
11,707 |
35,591 |
+204 |
Sep15 |
110318 |
4.135 |
4.195 |
4.085 |
4.125 |
-0.055 |
12,834 |
36,203 |
+664 |
Total Volume and Open Interest |
4,219,418 |
8,710,821 |
+8,739 |
30 Day Federal Funds(CBOT) |
Mar11 |
110318 |
99.860 |
99.860 |
99.853 |
99.857 |
unch |
11,148 |
83,995 |
+5,569 |
Apr11 |
110318 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
4,082 |
65,707 |
+2,955 |
May11 |
110318 |
99.865 |
99.865 |
99.860 |
99.860 |
unch |
13,468 |
70,658 |
+1,718 |
Jun11 |
110318 |
99.860 |
99.860 |
99.855 |
99.860 |
unch |
7,161 |
43,619 |
-401 |
Jul11 |
110318 |
99.850 |
99.850 |
99.845 |
99.850 |
unch |
4,945 |
46,696 |
+1,626 |
Aug11 |
110318 |
99.835 |
99.835 |
99.830 |
99.835 |
unch |
4,034 |
38,227 |
+2,143 |
Total Volume and Open Interest |
108,026 |
649,924 |
+26,138 |
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 |
110318 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
150 |
+0 |
Sep11 |
110318 |
99.647 |
99.647 |
99.647 |
99.647 |
unch |
|
|
|
Dec11 |
110318 |
99.632 |
99.632 |
99.632 |
99.632 |
unch |
0 |
75 |
+0 |
Mar12 |
110318 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
Jun12 |
110318 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Sep12 |
110318 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec12 |
110318 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Mar13 |
110318 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Jun13 |
110318 |
99.445 |
99.445 |
99.445 |
99.445 |
unch |
|
|
|
Sep13 |
110318 |
99.305 |
99.305 |
99.305 |
99.305 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
225 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110318 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
1 |
2,946 |
+0 |
Sep11 |
110318 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
866 |
+0 |
Dec11 |
110318 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
1,936 |
+0 |
Mar12 |
110318 |
99.63 |
99.63 |
99.61 |
99.61 |
unch |
13 |
1,338 |
+0 |
Jun12 |
110318 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
110318 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
310 |
+0 |
Dec12 |
110318 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
4 |
+0 |
Mar13 |
110318 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
14 |
8,155 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110318 |
139.73 |
139.80 |
139.31 |
139.80 |
+0.15 |
2,720 |
12,361 |
+333 |
Sep11 |
110318 |
138.90 |
138.90 |
138.90 |
138.90 |
+0.15 |
0 |
1 |
+0 |
Dec11 |
110318 |
136.81 |
136.81 |
136.81 |
136.81 |
+0.15 |
|
|
|
Total Volume and Open Interest |
2,720 |
12,373 |
+11 |
Euro-Bund(EUREX) |
Jun11 |
110318 |
122.78 |
123.21 |
122.53 |
122.63 |
-0.20 |
1,262,722 |
1,472,074 |
-75,255 |
Sep11 |
110318 |
122.75 |
122.77 |
122.27 |
122.27 |
-0.20 |
274 |
326 |
-7 |
Dec11 |
110318 |
122.31 |
122.31 |
122.31 |
122.31 |
-0.20 |
|
|
|
Total Volume and Open Interest |
1,262,996 |
1,472,400 |
-75,262 |
Euro-Bobl(EUREX) |
Jun11 |
110318 |
115.67 |
115.91 |
115.30 |
115.39 |
-0.29 |
870,934 |
1,153,405 |
-51,973 |
Sep11 |
110318 |
114.81 |
114.81 |
114.81 |
114.81 |
-0.30 |
1,553 |
4,475 |
-43 |
Dec11 |
110318 |
114.84 |
114.84 |
114.84 |
114.84 |
-0.29 |
|
|
|
Total Volume and Open Interest |
872,487 |
1,157,880 |
-52,016 |
3-Mth Euribor(EUREX) |
Mar11 |
110314 |
98.830 |
98.830 |
98.825 |
98.825 |
unch |
564 |
5,430 |
-114 |
Jun11 |
110318 |
98.510 |
98.535 |
98.450 |
98.450 |
-0.080 |
1,018 |
11,483 |
-11 |
Sep11 |
110318 |
98.310 |
98.310 |
98.185 |
98.185 |
-0.090 |
0 |
2,467 |
-7 |
Total Volume and Open Interest |
1,129 |
21,780 |
-15 |
Long Gilt(LIFFE) |
Mar11 |
110318 |
120~00 |
120~00 |
119~24 |
119~29 |
+0~15 |
1,841 |
1,162 |
-1,839 |
Jun11 |
110318 |
118~11 |
118~23 |
118~08 |
118~19 |
+0~15 |
135,655 |
287,221 |
-3,015 |
Total Volume and Open Interest |
137,496 |
288,383 |
-4,854 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110318 |
99.01 |
99.05 |
99.00 |
99.03 |
+0.04 |
127,269 |
383,086 |
+331 |
Sep11 |
110318 |
98.83 |
98.88 |
98.80 |
98.85 |
+0.04 |
114,428 |
339,752 |
+4,156 |
Dec11 |
110318 |
98.63 |
98.68 |
98.60 |
98.64 |
+0.03 |
122,763 |
359,540 |
+7,005 |
Mar12 |
110318 |
98.43 |
98.47 |
98.39 |
98.42 |
+0.03 |
150,558 |
300,729 |
-10,881 |
Jun12 |
110318 |
98.15 |
98.21 |
98.13 |
98.16 |
+0.03 |
128,510 |
183,300 |
+5,600 |
Sep12 |
110318 |
97.87 |
97.95 |
97.86 |
97.90 |
+0.03 |
74,850 |
131,014 |
+2,222 |
Total Volume and Open Interest |
813,165 |
2,006,058 |
-258,132 |
3-Mth Euribor(LIFFE) |
Jun11 |
110318 |
98.520 |
98.545 |
98.445 |
98.450 |
-0.080 |
259,727 |
703,741 |
-4,431 |
Sep11 |
110318 |
98.275 |
98.310 |
98.185 |
98.185 |
-0.095 |
271,012 |
577,899 |
+9,273 |
Dec11 |
110318 |
98.060 |
98.100 |
97.960 |
97.960 |
-0.105 |
277,746 |
538,166 |
+6,345 |
Total Volume and Open Interest |
1,552,640 |
3,136,956 |
+12,097 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110318 |
95.19 |
95.21 |
95.12 |
95.14 |
-0.06 |
69,441 |
250,224 |
-15,216 |
Sep11 |
110318 |
95.17 |
95.19 |
95.08 |
95.10 |
-0.07 |
47,186 |
272,111 |
+11,785 |
Dec11 |
110318 |
95.06 |
95.10 |
94.99 |
95.01 |
-0.07 |
26,100 |
110,678 |
-23,273 |
Mar12 |
110318 |
94.94 |
94.98 |
94.89 |
94.91 |
-0.06 |
12,241 |
69,828 |
-3,097 |
Jun12 |
110318 |
94.85 |
94.89 |
94.79 |
94.81 |
-0.06 |
6,168 |
46,030 |
-336 |
Sep12 |
110318 |
94.77 |
94.82 |
94.72 |
94.73 |
-0.07 |
2,591 |
39,886 |
-1,518 |
Dec12 |
110318 |
94.70 |
94.70 |
94.65 |
94.65 |
-0.08 |
712 |
20,511 |
-22 |
Mar13 |
110318 |
94.64 |
94.65 |
94.59 |
94.60 |
-0.09 |
461 |
6,154 |
+428 |
Jun13 |
110318 |
94.56 |
94.56 |
94.54 |
94.54 |
-0.10 |
128 |
780 |
+115 |
Sep13 |
110318 |
94.49 |
94.49 |
94.49 |
94.49 |
-0.07 |
7 |
897 |
-1 |
Total Volume and Open Interest |
165,042 |
817,918 |
-31,128 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110318 |
94.62 |
94.64 |
94.58 |
94.59 |
-0.04 |
64,926 |
346,496 |
-44,476 |
Sep11 |
110318 |
94.59 |
94.59 |
94.59 |
94.59 |
-0.04 |
|
|
|
Total Volume and Open Interest |
64,926 |
346,496 |
-44,476 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110318 |
95.09 |
95.11 |
95.01 |
95.03 |
-0.07 |
244,561 |
623,243 |
+31,914 |
Sep11 |
110318 |
95.03 |
95.03 |
95.03 |
95.03 |
-0.07 |
|
|
|
Total Volume and Open Interest |
244,561 |
623,243 |
+47,457 |
Gold(CMX) |
Apr11 |
110318 |
1404.9 |
1424.1 |
1402.2 |
1416.1 |
+11.9 |
151,887 |
232,371 |
-10,985 |
Jun11 |
110318 |
1405.8 |
1425.4 |
1403.8 |
1417.5 |
+11.9 |
11,541 |
138,089 |
+4,267 |
Aug11 |
110318 |
1411.0 |
1425.8 |
1411.0 |
1418.9 |
+12.0 |
461 |
30,527 |
-18 |
Oct11 |
110318 |
1411.6 |
1422.6 |
1409.8 |
1420.2 |
+12.0 |
239 |
6,673 |
-52 |
Dec11 |
110318 |
1409.5 |
1428.5 |
1409.5 |
1421.7 |
+12.0 |
958 |
29,047 |
+57 |
Feb12 |
110318 |
1419.5 |
1429.5 |
1419.5 |
1423.2 |
+12.0 |
234 |
7,412 |
-25 |
Apr12 |
110318 |
1418.6 |
1429.5 |
1418.6 |
1425.1 |
+12.0 |
222 |
5,508 |
+170 |
Jun12 |
110318 |
1427.3 |
1430.4 |
1427.3 |
1427.3 |
+12.0 |
248 |
6,759 |
-3 |
Aug12 |
110318 |
1429.7 |
1429.7 |
1429.7 |
1429.7 |
+12.0 |
125 |
1,054 |
+16 |
Oct12 |
110318 |
1432.6 |
1432.6 |
1432.6 |
1432.6 |
+12.0 |
116 |
2,679 |
+0 |
Dec12 |
110318 |
1430.1 |
1439.8 |
1430.0 |
1436.4 |
+12.0 |
556 |
11,177 |
+3 |
Total Volume and Open Interest |
167,549 |
501,619 |
-6,141 |
Silver(CMX) |
Mar11 |
110318 |
3483.5 |
3522.0 |
3480.5 |
3506.0 |
+80.0 |
235 |
1,054 |
-25 |
May11 |
110318 |
3428.0 |
3542.5 |
3424.0 |
3505.8 |
+80.0 |
80,946 |
77,188 |
-1,838 |
Jul11 |
110318 |
3428.0 |
3540.0 |
3428.0 |
3507.2 |
+80.8 |
3,461 |
13,824 |
-210 |
Sep11 |
110318 |
3460.5 |
3541.0 |
3460.5 |
3508.1 |
+81.3 |
450 |
6,800 |
-46 |
Dec11 |
110318 |
3480.0 |
3543.0 |
3479.0 |
3508.4 |
+81.9 |
815 |
15,186 |
+106 |
Mar12 |
110318 |
3504.9 |
3504.9 |
3504.9 |
3504.9 |
+84.5 |
27 |
1,275 |
+17 |
May12 |
110318 |
3502.6 |
3502.6 |
3502.6 |
3502.6 |
+86.0 |
0 |
320 |
+0 |
Total Volume and Open Interest |
86,578 |
132,816 |
-2,098 |
Platinum(NYMEX) |
Apr11 |
110318 |
1700.0 |
1724.0 |
1700.0 |
1723.4 |
+16.5 |
13,465 |
21,460 |
-1,499 |
Jul11 |
110318 |
1703.6 |
1727.3 |
1703.6 |
1727.0 |
+16.8 |
1,119 |
12,384 |
+375 |
Oct11 |
110318 |
1710.7 |
1729.3 |
1710.0 |
1729.3 |
+17.0 |
41 |
574 |
+8 |
Jan12 |
110318 |
1731.7 |
1731.7 |
1731.7 |
1731.7 |
+17.0 |
0 |
14 |
+0 |
Total Volume and Open Interest |
14,628 |
34,470 |
-1,114 |
Palladium(NYMEX) |
Mar11 |
110318 |
731.45 |
731.45 |
731.40 |
731.40 |
+15.40 |
13 |
50 |
-127 |
Jun11 |
110318 |
711.90 |
732.75 |
711.90 |
731.20 |
+14.40 |
5,831 |
20,336 |
-280 |
Sep11 |
110318 |
728.60 |
732.35 |
728.60 |
732.35 |
+14.40 |
26 |
128 |
+18 |
Total Volume and Open Interest |
5,882 |
20,579 |
-382 |
Copper(CMX) |
Mar11 |
110318 |
433.30 |
435.35 |
429.40 |
432.95 |
-0.65 |
408 |
1,263 |
-280 |
May11 |
110318 |
434.80 |
437.60 |
430.15 |
433.90 |
-0.50 |
47,444 |
87,174 |
-1,959 |
Jul11 |
110318 |
436.10 |
438.70 |
432.00 |
435.55 |
-0.40 |
1,815 |
22,345 |
-66 |
Sep11 |
110318 |
437.05 |
439.15 |
435.60 |
436.65 |
-0.35 |
543 |
9,047 |
-201 |
Dec11 |
110318 |
436.90 |
438.00 |
435.70 |
437.00 |
-0.25 |
126 |
5,926 |
+17 |
Total Volume and Open Interest |
50,795 |
132,331 |
-2,408 |
DJIA Index(CBOT) |
Jun11 |
110318 |
11700 |
11861 |
11683 |
11799 |
+88 |
1,664 |
3,305 |
+771 |
Sep11 |
110318 |
11729 |
11729 |
11641 |
11729 |
+88 |
|
|
|
Dec11 |
110318 |
11661 |
11661 |
11573 |
11661 |
+88 |
0 |
1 |
+0 |
Mar12 |
110318 |
11599 |
11599 |
11505 |
11599 |
|
|
|
|
S & P 500(CME) |
Jun11 |
110318 |
1267.80 |
1287.50 |
1261.90 |
1274.20 |
+5.40 |
66,397 |
260,462 |
+32,762 |
Sep11 |
110318 |
1268.90 |
1279.50 |
1268.90 |
1268.90 |
+5.40 |
1,006 |
3,993 |
+900 |
Dec11 |
110318 |
1263.50 |
1274.10 |
1263.50 |
1263.50 |
+5.40 |
14 |
700 |
-9 |
Mar12 |
110318 |
1258.90 |
1269.50 |
1258.90 |
1258.90 |
+5.40 |
|
|
|
Total Volume and Open Interest |
127,020 |
459,593 |
+5,049 |
S & P 500 E-Mini(Globex) |
Jun11 |
110318 |
1268.50 |
1287.50 |
1261.50 |
1274.25 |
+5.50 |
4,540,281 |
2,518,402 |
+384,016 |
Sep11 |
110318 |
1263.00 |
1278.75 |
1256.50 |
1269.00 |
+5.50 |
160 |
448 |
+32 |
Total Volume and Open Interest |
5,340,217 |
3,760,479 |
+166,586 |
NASDAQ 100(CME) |
Jun11 |
110318 |
2221.50 |
2249.50 |
2215.50 |
2221.50 |
-4.50 |
1,892 |
6,978 |
+879 |
Sep11 |
110318 |
2218.50 |
2238.00 |
2218.50 |
2218.50 |
-5.00 |
|
|
|
Dec11 |
110318 |
2216.00 |
2217.50 |
2216.00 |
2216.00 |
-5.00 |
|
|
|
Total Volume and Open Interest |
4,782 |
28,078 |
+1,116 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110318 |
2225.50 |
2253.80 |
2215.00 |
2221.50 |
-4.50 |
628,574 |
249,110 |
+47,248 |
Sep11 |
110318 |
2219.80 |
2251.50 |
2214.00 |
2218.50 |
-5.00 |
40 |
25 |
+11 |
Total Volume and Open Interest |
732,356 |
437,777 |
+9,504 |
S & P Midcap 400(CME) |
Jun11 |
110318 |
940.10 |
948.00 |
930.00 |
940.10 |
+5.60 |
8 |
379 |
+8 |
Sep11 |
110318 |
938.00 |
938.00 |
928.40 |
938.00 |
+5.60 |
|
|
|
Dec11 |
110318 |
936.40 |
936.40 |
926.80 |
936.40 |
+5.60 |
|
|
|
Total Volume and Open Interest |
89 |
2,799 |
-415 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110318 |
9245 |
9245 |
9245 |
9245 |
+355 |
|
|
|
Sep11 |
110318 |
8925 |
9275 |
8925 |
9275 |
+350 |
4 |
3 |
+2 |
Total Volume and Open Interest |
49,625 |
56,025 |
+8,137 |
Nikkei 225(SGX) |
Jun11 |
110318 |
8900 |
9200 |
8595 |
9110 |
+205 |
450,130 |
249,134 |
-38,109 |
Sep11 |
110318 |
9070 |
9170 |
9050 |
9110 |
+205 |
27 |
643 |
+244 |
Dec11 |
110318 |
9055 |
9055 |
9055 |
9055 |
+205 |
24 |
5,359 |
+0 |
Total Volume and Open Interest |
463,333 |
284,063 |
-29,539 |
CAC 40(EURONEXT) |
Mar11 |
110318 |
3809.0 |
3862.0 |
3795.5 |
3833.0 |
+45.5 |
409,780 |
321,342 |
-81,195 |
Apr11 |
110318 |
3801.0 |
3864.0 |
3796.5 |
3814.0 |
+24.5 |
158,553 |
218,563 |
+92,437 |
May11 |
110318 |
3744.5 |
3785.0 |
3729.0 |
3743.0 |
+24.5 |
78 |
68 |
-18 |
Total Volume and Open Interest |
576,021 |
562,345 |
+17,309 |
Hang Seng Index(HKFE) |
Mar11 |
110318 |
22381 |
22447 |
22245 |
22259 |
+91 |
96,931 |
82,517 |
-5,369 |
Apr11 |
110318 |
22300 |
22425 |
22230 |
22236 |
+90 |
2,193 |
5,327 |
+642 |
Total Volume and Open Interest |
99,664 |
92,786 |
-4,685 |
DAX(EUREX) |
Mar11 |
110318 |
6725.0 |
6735.0 |
6668.0 |
6689.5 |
+36.0 |
394,085 |
231,651 |
-107,036 |
Jun11 |
110318 |
6744.0 |
6784.5 |
6644.0 |
6694.5 |
+18.5 |
141,274 |
193,718 |
-9,686 |
Sep11 |
110318 |
6772.0 |
6793.0 |
6680.0 |
6716.5 |
+19.0 |
15,436 |
4,301 |
-43 |
Total Volume and Open Interest |
550,795 |
429,670 |
-116,765 |
FT-SE 100(EURONEXT) |
Mar11 |
110318 |
5700.00 |
5742.00 |
5699.50 |
5711.50 |
+20.00 |
357,933 |
167,329 |
-94,593 |
Jun11 |
110318 |
5653.50 |
5715.50 |
5650.50 |
5677.50 |
+33.50 |
208,921 |
550,397 |
+105,722 |
Sep11 |
110318 |
5630.00 |
5649.00 |
5630.00 |
5643.00 |
+32.50 |
6 |
464 |
+0 |
Total Volume and Open Interest |
566,860 |
718,356 |
+11,129 |
SPI 200(SFE) |
Mar11 |
110317 |
4564.0 |
4577.0 |
4464.0 |
4520.0 |
-47.0 |
127,175 |
225,244 |
-24,965 |
Jun11 |
110318 |
4559.0 |
4657.0 |
4534.0 |
4647.0 |
+90.0 |
61,175 |
201,577 |
+7,215 |
Sep11 |
110318 |
4561.0 |
4637.0 |
4561.0 |
4637.0 |
+90.0 |
249 |
2,689 |
+160 |
Total Volume and Open Interest |
78,795 |
297,062 |
-128,295 |
GSCI(CME) |
Apr11 |
110318 |
44.64 |
49.64 |
42.64 |
46.64 |
+1.50 |
683 |
13,333 |
-44 |
May11 |
110318 |
45.64 |
50.64 |
44.64 |
47.54 |
+1.40 |
4 |
23 |
-2 |
Jun11 |
110318 |
49.14 |
51.64 |
46.64 |
49.14 |
+1.00 |
|
|
|
Total Volume and Open Interest |
687 |
13,356 |
-46 |
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. |
|
|