|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon March 21, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110321 |
1369.25 |
1376.75 |
1351.50 |
1363.00 |
+0.50 |
105,300 |
238,120 |
-10,291 |
Jul11 |
110321 |
1376.75 |
1385.00 |
1360.75 |
1373.00 |
+1.50 |
49,226 |
134,293 |
+901 |
Aug11 |
110321 |
1377.75 |
1378.00 |
1358.25 |
1369.50 |
+2.25 |
1,740 |
9,623 |
-102 |
Sep11 |
110321 |
1355.00 |
1359.50 |
1343.75 |
1357.50 |
+6.75 |
2,055 |
11,182 |
+146 |
Nov11 |
110321 |
1338.75 |
1347.75 |
1325.00 |
1345.00 |
+11.00 |
26,666 |
167,406 |
-184 |
Jan12 |
110321 |
1340.50 |
1349.75 |
1330.00 |
1349.75 |
+11.25 |
424 |
20,999 |
-88 |
Mar12 |
110321 |
1344.00 |
1346.50 |
1329.50 |
1346.00 |
+11.25 |
497 |
11,611 |
-101 |
Total Volume and Open Interest |
186,827 |
611,402 |
-9,344 |
Soybean Meal(CBOT) |
May11 |
110321 |
367.50 |
370.40 |
362.00 |
366.40 |
-1.50 |
38,018 |
83,958 |
+730 |
Jul11 |
110321 |
370.60 |
373.60 |
365.50 |
370.30 |
-0.80 |
9,507 |
55,709 |
+648 |
Aug11 |
110321 |
373.70 |
373.70 |
366.80 |
371.00 |
-0.50 |
1,736 |
13,081 |
+28 |
Sep11 |
110321 |
369.10 |
370.20 |
364.40 |
368.70 |
+0.20 |
1,472 |
10,632 |
+85 |
Oct11 |
110321 |
359.10 |
362.00 |
355.00 |
362.00 |
+2.20 |
1,210 |
11,321 |
-123 |
Dec11 |
110321 |
358.70 |
360.80 |
352.60 |
360.60 |
+2.50 |
4,302 |
29,845 |
+109 |
Jan12 |
110321 |
357.10 |
361.60 |
355.50 |
361.60 |
+2.70 |
213 |
3,359 |
-29 |
Mar12 |
110321 |
356.70 |
361.60 |
355.20 |
361.60 |
+3.00 |
172 |
2,616 |
+58 |
Total Volume and Open Interest |
57,114 |
214,628 |
+1,375 |
Soybean Oil(CBOT) |
May11 |
110321 |
55.87 |
56.17 |
55.31 |
55.88 |
+0.11 |
58,193 |
145,646 |
-2,122 |
Jul11 |
110321 |
56.38 |
56.75 |
55.89 |
56.45 |
+0.10 |
28,833 |
100,235 |
+1,740 |
Aug11 |
110321 |
56.59 |
56.89 |
56.23 |
56.64 |
+0.10 |
2,190 |
12,416 |
+229 |
Sep11 |
110321 |
56.93 |
56.93 |
56.30 |
56.79 |
+0.09 |
1,054 |
12,633 |
+177 |
Oct11 |
110321 |
56.73 |
56.98 |
56.24 |
56.74 |
+0.10 |
585 |
13,391 |
-154 |
Dec11 |
110321 |
57.00 |
57.11 |
56.35 |
56.88 |
+0.10 |
7,076 |
58,713 |
+232 |
Jan12 |
110321 |
56.75 |
57.00 |
56.75 |
56.99 |
+0.10 |
53 |
2,554 |
-5 |
Mar12 |
110321 |
56.71 |
57.01 |
56.47 |
56.99 |
+0.10 |
11 |
2,634 |
+9 |
Total Volume and Open Interest |
98,041 |
351,506 |
+104 |
Canola(WCE) |
Mar11 |
110314 |
550.9 |
550.9 |
550.9 |
550.9 |
-3.1 |
|
|
|
May11 |
110321 |
577.5 |
580.5 |
572.6 |
576.8 |
+4.0 |
7,479 |
80,356 |
-795 |
Jul11 |
110321 |
581.3 |
588.2 |
581.2 |
584.9 |
+3.8 |
4,248 |
33,700 |
+399 |
Nov11 |
110321 |
565.0 |
565.4 |
559.0 |
564.6 |
+4.6 |
4,245 |
63,010 |
+907 |
Jan12 |
110321 |
570.0 |
570.6 |
565.0 |
569.7 |
+4.6 |
151 |
3,864 |
+50 |
Total Volume and Open Interest |
16,133 |
183,738 |
+561 |
Corn(CBOT) |
May11 |
110321 |
685.75 |
698.50 |
676.00 |
686.50 |
+3.00 |
118,749 |
621,115 |
-10,565 |
Jul11 |
110321 |
692.00 |
704.75 |
682.25 |
693.50 |
+3.50 |
89,015 |
375,991 |
+31 |
Sep11 |
110321 |
637.75 |
651.00 |
632.50 |
645.50 |
+8.50 |
20,313 |
86,070 |
-1,733 |
Dec11 |
110321 |
598.50 |
612.00 |
596.00 |
609.50 |
+11.00 |
59,215 |
375,850 |
+733 |
Mar12 |
110321 |
607.00 |
620.00 |
604.75 |
618.00 |
+11.00 |
4,207 |
58,787 |
-296 |
May12 |
110321 |
619.50 |
625.00 |
614.00 |
624.50 |
+11.00 |
766 |
7,393 |
+89 |
Total Volume and Open Interest |
296,368 |
1,586,877 |
-6,529 |
Wheat(CBOT) |
May11 |
110321 |
724.00 |
741.75 |
717.25 |
721.00 |
-2.00 |
57,595 |
194,299 |
+2,850 |
Jul11 |
110321 |
760.00 |
777.25 |
753.25 |
757.00 |
-1.50 |
25,935 |
125,986 |
+84 |
Sep11 |
110321 |
800.25 |
815.25 |
794.50 |
797.00 |
-0.25 |
6,790 |
41,871 |
+4 |
Dec11 |
110321 |
830.50 |
846.00 |
823.75 |
826.00 |
-0.75 |
12,579 |
90,281 |
-565 |
Mar12 |
110321 |
858.75 |
865.50 |
845.00 |
846.50 |
+0.25 |
982 |
8,447 |
+230 |
Total Volume and Open Interest |
104,945 |
483,282 |
+2,709 |
Wheat(KCBT) |
May11 |
110321 |
846.00 |
862.50 |
836.75 |
842.00 |
-3.00 |
9,257 |
74,440 |
-995 |
Jul11 |
110321 |
855.75 |
873.25 |
847.50 |
852.75 |
-3.00 |
3,809 |
65,358 |
+811 |
Sep11 |
110321 |
871.25 |
887.25 |
863.00 |
867.00 |
-3.25 |
658 |
17,797 |
-87 |
Dec11 |
110321 |
888.75 |
906.25 |
881.75 |
885.75 |
-3.25 |
1,131 |
20,127 |
-60 |
Mar12 |
110321 |
906.50 |
916.00 |
895.00 |
896.00 |
-3.00 |
263 |
2,022 |
+98 |
Total Volume and Open Interest |
15,300 |
184,053 |
-160 |
Wheat(MGE) |
Mar11 |
110314 |
853.75 |
853.75 |
853.75 |
853.75 |
+0.50 |
4 |
36 |
+0 |
May11 |
110321 |
867.50 |
887.50 |
862.75 |
869.25 |
+1.75 |
3,232 |
18,735 |
+19 |
Jul11 |
110321 |
876.00 |
896.50 |
874.25 |
879.00 |
+2.75 |
1,643 |
13,885 |
+310 |
Sep11 |
110321 |
882.00 |
895.00 |
880.00 |
885.25 |
+3.00 |
605 |
13,315 |
+132 |
Dec11 |
110321 |
904.25 |
907.25 |
891.75 |
895.75 |
+2.75 |
556 |
11,188 |
+165 |
Total Volume and Open Interest |
6,177 |
59,855 |
+638 |
Oats(CBOT) |
May11 |
110321 |
354.00 |
359.00 |
346.00 |
350.00 |
-2.00 |
538 |
7,638 |
-189 |
Jul11 |
110321 |
362.25 |
366.25 |
354.50 |
358.25 |
-2.25 |
237 |
2,732 |
+60 |
Sep11 |
110321 |
367.00 |
367.00 |
364.50 |
364.50 |
-2.50 |
33 |
205 |
-16 |
Dec11 |
110321 |
378.00 |
381.00 |
373.00 |
375.00 |
-3.00 |
123 |
2,363 |
-51 |
Total Volume and Open Interest |
931 |
12,939 |
-196 |
Rough Rice(CBOT) |
Mar11 |
110314 |
12.90 |
13.19 |
12.90 |
13.19 |
+0.40 |
8 |
86 |
-12 |
May11 |
110321 |
13.69 |
13.88 |
13.56 |
13.84 |
+0.20 |
868 |
14,828 |
+108 |
Jul11 |
110321 |
13.92 |
14.19 |
13.92 |
14.14 |
+0.20 |
259 |
4,972 |
+65 |
Sep11 |
110321 |
14.61 |
14.82 |
14.61 |
14.79 |
+0.19 |
75 |
3,417 |
-90 |
Total Volume and Open Interest |
1,263 |
24,379 |
+67 |
Live Cattle(CME) |
Apr11 |
110321 |
112.250 |
113.700 |
112.050 |
113.600 |
+1.950 |
18,395 |
61,059 |
-1,799 |
Jun11 |
110321 |
112.500 |
113.885 |
112.050 |
113.680 |
+1.880 |
32,459 |
160,130 |
-319 |
Aug11 |
110321 |
114.400 |
115.650 |
114.230 |
115.600 |
+1.450 |
7,977 |
62,074 |
+620 |
Oct11 |
110321 |
118.200 |
119.450 |
118.200 |
119.385 |
+1.385 |
5,177 |
40,153 |
+864 |
Dec11 |
110321 |
118.680 |
120.000 |
118.680 |
119.980 |
+1.345 |
2,381 |
28,353 |
-296 |
Feb12 |
110321 |
118.500 |
119.900 |
118.500 |
119.850 |
+1.250 |
412 |
7,511 |
-36 |
Total Volume and Open Interest |
66,940 |
361,768 |
-906 |
Feeder Cattle(CME) |
Mar11 |
110321 |
128.735 |
129.900 |
128.700 |
129.300 |
+1.300 |
1,205 |
2,647 |
-419 |
Apr11 |
110321 |
130.000 |
131.535 |
129.950 |
131.000 |
+1.815 |
1,429 |
5,243 |
-712 |
May11 |
110321 |
130.985 |
133.050 |
130.950 |
132.535 |
+2.285 |
2,903 |
14,337 |
-209 |
Aug11 |
110321 |
132.150 |
134.785 |
132.150 |
134.150 |
+2.250 |
1,579 |
14,905 |
-247 |
Sep11 |
110321 |
132.000 |
133.950 |
132.000 |
133.650 |
+2.115 |
195 |
2,672 |
-20 |
Oct11 |
110321 |
132.500 |
133.700 |
132.325 |
133.600 |
+2.000 |
112 |
1,604 |
-13 |
Nov11 |
110321 |
132.880 |
133.750 |
132.650 |
133.700 |
+1.915 |
63 |
759 |
-29 |
Total Volume and Open Interest |
7,520 |
42,293 |
-1,632 |
Lean Hogs(CME) |
Apr11 |
110321 |
88.500 |
88.900 |
87.900 |
88.400 |
+0.070 |
12,820 |
25,448 |
-1,786 |
May11 |
110321 |
98.350 |
99.500 |
98.150 |
99.350 |
+1.000 |
380 |
3,344 |
+52 |
Jun11 |
110321 |
99.980 |
101.300 |
99.900 |
100.980 |
+1.150 |
11,119 |
83,962 |
-1,165 |
Jul11 |
110321 |
100.000 |
101.250 |
99.830 |
101.050 |
+1.070 |
3,198 |
30,062 |
+559 |
Aug11 |
110321 |
99.800 |
101.000 |
99.785 |
100.800 |
+1.050 |
3,201 |
30,417 |
+531 |
Oct11 |
110321 |
89.785 |
90.680 |
89.680 |
90.400 |
+0.550 |
1,672 |
21,352 |
-183 |
Dec11 |
110321 |
85.500 |
86.700 |
85.500 |
86.600 |
+0.500 |
1,025 |
13,861 |
+242 |
Feb12 |
110321 |
86.100 |
86.850 |
86.100 |
86.200 |
+0.700 |
234 |
2,958 |
-44 |
Total Volume and Open Interest |
33,742 |
213,858 |
-1,755 |
Class III Milk(CME) |
Mar11 |
110321 |
19.45 |
19.50 |
19.40 |
19.46 |
-0.04 |
|
|
|
Apr11 |
110321 |
16.60 |
16.65 |
16.35 |
16.54 |
-0.11 |
293 |
5,688 |
-88 |
May11 |
110321 |
16.50 |
16.54 |
16.20 |
16.43 |
-0.05 |
298 |
4,984 |
-10 |
Jun11 |
110321 |
16.50 |
16.61 |
16.18 |
16.50 |
+0.01 |
167 |
3,982 |
+44 |
Jul11 |
110321 |
16.96 |
16.97 |
16.82 |
16.95 |
unch |
40 |
2,803 |
+3 |
Total Volume and Open Interest |
1,275 |
38,416 |
+218 |
Cocoa(ICE) |
May11 |
110321 |
3120 |
3220 |
3103 |
3189 |
+62 |
9,001 |
65,826 |
+691 |
Jul11 |
110321 |
3120 |
3215 |
3104 |
3189 |
+58 |
2,328 |
30,844 |
-650 |
Sep11 |
110321 |
3127 |
3219 |
3110 |
3192 |
+57 |
1,015 |
14,906 |
+256 |
Dec11 |
110321 |
3127 |
3218 |
3115 |
3197 |
+63 |
528 |
17,694 |
-238 |
Mar12 |
110321 |
3204 |
3252 |
3165 |
3243 |
+71 |
61 |
23,142 |
+24 |
May12 |
110321 |
3161 |
3243 |
3158 |
3237 |
+72 |
0 |
5,047 |
+0 |
Jul12 |
110321 |
3231 |
3238 |
3231 |
3238 |
+73 |
0 |
544 |
+0 |
Total Volume and Open Interest |
12,933 |
162,268 |
+83 |
Coffee "C"(ICE) |
Mar11 |
110321 |
278.30 |
278.30 |
275.75 |
275.75 |
-1.05 |
16 |
88 |
-34 |
May11 |
110321 |
277.90 |
281.15 |
275.50 |
277.00 |
+0.80 |
10,749 |
69,469 |
-202 |
Jul11 |
110321 |
279.30 |
283.15 |
278.00 |
279.15 |
+0.75 |
3,128 |
23,902 |
+627 |
Sep11 |
110321 |
282.30 |
284.85 |
279.95 |
281.00 |
+0.70 |
1,125 |
9,666 |
+106 |
Dec11 |
110321 |
282.90 |
286.00 |
280.80 |
282.00 |
+0.45 |
364 |
14,362 |
+34 |
Mar12 |
110321 |
282.00 |
282.80 |
278.50 |
279.80 |
+0.30 |
85 |
2,583 |
+1 |
Total Volume and Open Interest |
15,646 |
121,388 |
+569 |
Orange Juice(ICE) |
May11 |
110321 |
163.60 |
167.00 |
157.60 |
158.05 |
-5.40 |
1,967 |
22,304 |
-645 |
Jul11 |
110321 |
162.20 |
163.75 |
156.50 |
156.90 |
-4.85 |
245 |
3,487 |
+17 |
Sep11 |
110321 |
161.10 |
162.00 |
156.10 |
156.40 |
-4.70 |
105 |
813 |
-9 |
Nov11 |
110321 |
155.50 |
155.50 |
154.50 |
154.75 |
-2.50 |
20 |
677 |
+10 |
Jan12 |
110321 |
156.00 |
156.00 |
154.00 |
154.00 |
-1.05 |
0 |
35 |
+0 |
Mar12 |
110321 |
154.00 |
154.00 |
154.00 |
154.00 |
-1.10 |
0 |
40 |
+0 |
Total Volume and Open Interest |
2,337 |
27,363 |
-627 |
Sugar #11(ICE) |
May11 |
110321 |
27.80 |
28.20 |
27.24 |
27.48 |
-0.23 |
33,252 |
217,433 |
-2,085 |
Jul11 |
110321 |
25.51 |
26.01 |
25.06 |
25.33 |
-0.16 |
21,993 |
170,562 |
-2,524 |
Oct11 |
110321 |
24.12 |
24.89 |
23.99 |
24.17 |
-0.17 |
9,798 |
82,923 |
+527 |
Mar12 |
110321 |
24.05 |
24.26 |
23.45 |
23.62 |
-0.18 |
3,482 |
59,372 |
-239 |
May12 |
110321 |
22.79 |
23.40 |
22.75 |
22.97 |
-0.18 |
857 |
16,532 |
+295 |
Total Volume and Open Interest |
69,579 |
589,512 |
-4,082 |
London Cocoa(LCE) |
May11 |
110321 |
1996 |
2069 |
1988 |
2050 |
+47 |
7,280 |
55,121 |
-776 |
Jul11 |
110321 |
2003 |
2068 |
1994 |
2051 |
+43 |
5,961 |
37,662 |
-1,084 |
Sep11 |
110321 |
2012 |
2073 |
2005 |
2056 |
+38 |
1,940 |
24,091 |
+417 |
Dec11 |
110321 |
2022 |
2076 |
2013 |
2063 |
+35 |
981 |
31,974 |
-54 |
Mar12 |
110321 |
2026 |
2082 |
2019 |
2068 |
+37 |
179 |
25,730 |
-26 |
May12 |
110321 |
2050 |
2088 |
2022 |
2072 |
+38 |
44 |
5,655 |
+9 |
Jul12 |
110321 |
2086 |
2086 |
2072 |
2072 |
+38 |
42 |
2,672 |
-3 |
Total Volume and Open Interest |
16,517 |
190,092 |
-1,525 |
London Sugar(LCE) |
May11 |
110321 |
707.70 |
719.80 |
700.80 |
706.30 |
-4.30 |
2,961 |
23,943 |
-187 |
Aug11 |
110321 |
674.00 |
684.10 |
664.90 |
669.60 |
-5.30 |
1,564 |
18,364 |
+360 |
Oct11 |
110321 |
640.20 |
649.00 |
637.70 |
640.70 |
-2.70 |
162 |
4,060 |
-11 |
Dec11 |
110321 |
627.40 |
627.40 |
626.00 |
626.30 |
-1.00 |
20 |
1,483 |
-1 |
Mar12 |
110321 |
622.40 |
628.90 |
616.40 |
619.50 |
+1.10 |
30 |
1,214 |
+29 |
Total Volume and Open Interest |
4,845 |
49,694 |
+284 |
Cotton(ICE) |
May11 |
110321 |
202.62 |
204.88 |
197.35 |
198.96 |
-0.16 |
8,125 |
70,638 |
-503 |
Jul11 |
110321 |
192.40 |
194.90 |
188.27 |
189.90 |
+0.44 |
5,103 |
39,611 |
+494 |
Oct11 |
110321 |
148.44 |
148.44 |
148.44 |
148.44 |
-0.12 |
12 |
418 |
+2 |
Dec11 |
110321 |
124.40 |
125.00 |
122.00 |
124.37 |
+0.53 |
4,169 |
53,739 |
-563 |
Mar12 |
110321 |
117.00 |
118.00 |
115.50 |
117.42 |
+0.60 |
265 |
4,341 |
+42 |
May12 |
110321 |
112.00 |
112.33 |
111.00 |
112.33 |
+0.63 |
46 |
1,155 |
+17 |
Total Volume and Open Interest |
17,792 |
172,925 |
-478 |
Lumber(CME) |
May11 |
110321 |
322.0 |
324.9 |
318.6 |
323.8 |
+4.4 |
362 |
5,808 |
-18 |
Jul11 |
110321 |
336.8 |
338.5 |
332.4 |
337.1 |
+2.8 |
192 |
2,708 |
+13 |
Sep11 |
110321 |
336.5 |
340.4 |
336.5 |
340.4 |
+3.1 |
36 |
388 |
+19 |
Nov11 |
110321 |
328.8 |
332.0 |
328.8 |
331.1 |
+6.1 |
8 |
50 |
+5 |
Total Volume and Open Interest |
598 |
8,954 |
+19 |
Crude Oil(NYM) |
Apr11 |
110321 |
102.12 |
103.35 |
101.66 |
102.33 |
+1.26 |
261,573 |
91,395 |
-41,673 |
May11 |
110321 |
103.02 |
104.27 |
102.60 |
103.09 |
+1.24 |
165,099 |
343,874 |
+11,502 |
Jun11 |
110321 |
103.42 |
104.85 |
103.26 |
103.72 |
+1.28 |
58,801 |
152,032 |
+2,530 |
Jul11 |
110321 |
103.75 |
105.31 |
103.75 |
104.28 |
+1.33 |
20,690 |
89,694 |
-125 |
Aug11 |
110321 |
104.76 |
105.54 |
104.24 |
104.61 |
+1.35 |
10,335 |
40,661 |
-59 |
Sep11 |
110321 |
105.39 |
105.72 |
104.31 |
104.86 |
+1.37 |
9,554 |
60,404 |
+1,059 |
Oct11 |
110321 |
105.76 |
105.76 |
104.73 |
105.00 |
+1.40 |
4,136 |
33,371 |
+297 |
Nov11 |
110321 |
105.79 |
105.80 |
104.54 |
105.09 |
+1.41 |
3,290 |
31,513 |
-54 |
Dec11 |
110321 |
105.00 |
105.85 |
104.57 |
105.16 |
+1.42 |
31,685 |
176,016 |
-100 |
Jan12 |
110321 |
105.28 |
105.65 |
104.74 |
105.04 |
+1.44 |
1,924 |
35,126 |
+22 |
Feb12 |
110321 |
104.88 |
104.88 |
104.85 |
104.85 |
+1.45 |
971 |
16,070 |
+191 |
Mar12 |
110321 |
104.78 |
104.91 |
104.45 |
104.63 |
+1.47 |
1,064 |
23,954 |
-155 |
Apr12 |
110321 |
104.29 |
104.37 |
104.29 |
104.37 |
+1.50 |
844 |
9,564 |
+94 |
May12 |
110321 |
104.09 |
104.09 |
104.09 |
104.09 |
+1.53 |
760 |
10,694 |
+89 |
Jun12 |
110321 |
104.00 |
104.00 |
103.25 |
103.85 |
+1.56 |
6,940 |
56,322 |
+849 |
Jul12 |
110321 |
103.56 |
103.56 |
103.56 |
103.56 |
+1.56 |
192 |
11,301 |
+86 |
Total Volume and Open Interest |
597,378 |
1,540,236 |
-24,598 |
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 |
110321 |
103.175 |
104.275 |
102.650 |
103.100 |
+1.250 |
2,173 |
1,535 |
-57 |
Jun11 |
110321 |
103.500 |
104.725 |
103.300 |
103.725 |
+1.275 |
128 |
425 |
-10 |
Jul11 |
110321 |
105.575 |
105.575 |
104.150 |
104.275 |
+1.325 |
7 |
149 |
-3 |
Aug11 |
110321 |
105.425 |
105.425 |
104.375 |
104.600 |
+1.350 |
1 |
10 |
+0 |
Sep11 |
110321 |
104.575 |
104.850 |
104.575 |
104.850 |
+1.350 |
5 |
12 |
-3 |
Oct11 |
110321 |
105.000 |
105.000 |
105.000 |
105.000 |
+1.400 |
1 |
36 |
+0 |
Nov11 |
110321 |
105.100 |
105.100 |
105.100 |
105.100 |
+1.425 |
0 |
13 |
+0 |
Dec11 |
110321 |
105.750 |
105.925 |
105.150 |
105.150 |
+1.400 |
2 |
224 |
+2 |
Total Volume and Open Interest |
13,060 |
5,085 |
-754 |
Heating Oil(NYM) |
Apr11 |
110321 |
304.80 |
307.90 |
303.63 |
305.25 |
+2.82 |
37,627 |
54,293 |
-5,453 |
May11 |
110321 |
306.29 |
309.06 |
305.16 |
306.72 |
+3.08 |
25,220 |
80,502 |
+3,151 |
Jun11 |
110321 |
308.42 |
310.00 |
306.62 |
308.18 |
+3.36 |
22,197 |
55,171 |
-996 |
Jul11 |
110321 |
307.50 |
310.54 |
307.50 |
309.59 |
+3.59 |
7,726 |
25,412 |
-1,017 |
Aug11 |
110321 |
311.96 |
312.32 |
309.63 |
310.98 |
+3.72 |
4,683 |
17,293 |
+706 |
Sep11 |
110321 |
311.90 |
313.95 |
311.13 |
312.38 |
+3.80 |
5,543 |
14,710 |
+795 |
Oct11 |
110321 |
312.68 |
314.20 |
312.68 |
313.73 |
+3.80 |
2,751 |
6,566 |
-65 |
Nov11 |
110321 |
315.12 |
315.15 |
313.97 |
315.11 |
+3.83 |
938 |
6,411 |
-25 |
Dec11 |
110321 |
315.00 |
317.10 |
314.77 |
316.23 |
+3.87 |
5,928 |
27,831 |
-83 |
Jan12 |
110321 |
317.05 |
317.25 |
317.05 |
317.25 |
+3.86 |
417 |
7,263 |
-146 |
Feb12 |
110321 |
316.28 |
317.20 |
315.98 |
317.20 |
+3.91 |
84 |
2,267 |
-7 |
Mar12 |
110321 |
315.70 |
315.70 |
315.70 |
315.70 |
+4.01 |
179 |
1,582 |
+178 |
Total Volume and Open Interest |
113,681 |
311,699 |
-3,144 |
Gasoline(NYMEX) |
Apr11 |
110321 |
297.97 |
301.10 |
297.97 |
299.74 |
+4.80 |
34,514 |
47,246 |
-2,400 |
May11 |
110321 |
298.66 |
301.88 |
298.21 |
300.60 |
+5.16 |
24,248 |
76,542 |
+1,970 |
Jun11 |
110321 |
297.47 |
300.84 |
297.47 |
299.56 |
+5.06 |
10,372 |
40,327 |
+472 |
Jul11 |
110321 |
296.79 |
299.15 |
296.48 |
298.04 |
+5.06 |
3,689 |
21,160 |
+261 |
Aug11 |
110321 |
294.90 |
296.63 |
294.70 |
296.01 |
+4.89 |
2,303 |
11,816 |
+205 |
Sep11 |
110321 |
293.80 |
293.80 |
292.06 |
293.27 |
+4.71 |
2,407 |
13,014 |
+162 |
Oct11 |
110321 |
280.40 |
281.63 |
280.30 |
280.51 |
+4.05 |
3,091 |
9,844 |
+1,499 |
Nov11 |
110321 |
278.04 |
278.04 |
277.40 |
277.78 |
+3.95 |
2,170 |
5,069 |
-227 |
Dec11 |
110321 |
278.20 |
278.20 |
275.67 |
276.77 |
+3.98 |
2,389 |
23,561 |
-798 |
Jan12 |
110321 |
277.00 |
277.05 |
277.00 |
277.05 |
+3.93 |
45 |
4,747 |
+1 |
Total Volume and Open Interest |
85,333 |
269,781 |
+1,145 |
e-miNY RBOB Gasoline(NYM) |
Apr11 |
110321 |
299.70 |
299.74 |
299.70 |
299.70 |
+4.80 |
0 |
2 |
+0 |
May11 |
110321 |
300.60 |
300.60 |
300.60 |
300.60 |
+5.20 |
0 |
1 |
+0 |
Jun11 |
110321 |
299.60 |
299.60 |
299.56 |
299.60 |
+5.10 |
0 |
1 |
+0 |
Jul11 |
110321 |
298.00 |
298.04 |
298.00 |
298.00 |
+5.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Apr11 |
110321 |
4.168 |
4.230 |
4.116 |
4.161 |
-0.007 |
169,314 |
91,465 |
-6,646 |
May11 |
110321 |
4.254 |
4.309 |
4.200 |
4.241 |
-0.005 |
117,478 |
258,655 |
+7,418 |
Jun11 |
110321 |
4.335 |
4.377 |
4.276 |
4.313 |
-0.003 |
33,934 |
65,294 |
-2,518 |
Jul11 |
110321 |
4.420 |
4.449 |
4.347 |
4.383 |
-0.005 |
21,938 |
80,295 |
+1,959 |
Aug11 |
110321 |
4.445 |
4.480 |
4.381 |
4.415 |
-0.007 |
11,689 |
31,040 |
+542 |
Sep11 |
110321 |
4.450 |
4.493 |
4.398 |
4.426 |
-0.012 |
13,287 |
45,159 |
+646 |
Oct11 |
110321 |
4.510 |
4.552 |
4.450 |
4.478 |
-0.014 |
23,079 |
72,562 |
+1,524 |
Nov11 |
110321 |
4.673 |
4.707 |
4.628 |
4.646 |
-0.021 |
5,791 |
30,883 |
+372 |
Dec11 |
110321 |
4.933 |
4.952 |
4.874 |
4.892 |
-0.023 |
6,512 |
26,691 |
+702 |
Jan12 |
110321 |
5.070 |
5.095 |
5.006 |
5.025 |
-0.025 |
12,778 |
59,964 |
+117 |
Feb12 |
110321 |
5.047 |
5.072 |
4.995 |
5.013 |
-0.026 |
1,684 |
12,982 |
-42 |
Mar12 |
110321 |
4.977 |
5.006 |
4.929 |
4.951 |
-0.028 |
4,325 |
27,266 |
-774 |
Apr12 |
110321 |
4.844 |
4.855 |
4.781 |
4.799 |
-0.030 |
2,586 |
24,961 |
+153 |
May12 |
110321 |
4.844 |
4.880 |
4.820 |
4.825 |
-0.032 |
611 |
6,134 |
+15 |
Jun12 |
110321 |
4.915 |
4.915 |
4.856 |
4.856 |
-0.033 |
353 |
4,475 |
-206 |
Jul12 |
110321 |
4.941 |
4.950 |
4.899 |
4.900 |
-0.031 |
407 |
4,118 |
-106 |
Total Volume and Open Interest |
429,408 |
913,496 |
+3,393 |
Brent Crude Oil(ICE) |
May11 |
110321 |
115.68 |
116.22 |
114.60 |
114.96 |
+1.03 |
184,238 |
185,744 |
+9,170 |
Jun11 |
110321 |
115.48 |
116.02 |
114.55 |
114.91 |
+1.14 |
92,208 |
185,888 |
+1,009 |
Jul11 |
110321 |
115.37 |
115.71 |
114.41 |
114.74 |
+1.23 |
27,211 |
54,522 |
+474 |
Aug11 |
110321 |
114.67 |
115.39 |
114.16 |
114.47 |
+1.27 |
13,028 |
29,671 |
+1,315 |
Sep11 |
110321 |
114.59 |
115.02 |
113.90 |
114.14 |
+1.28 |
12,044 |
34,139 |
-530 |
Oct11 |
110321 |
113.91 |
114.68 |
113.60 |
113.84 |
+1.28 |
8,260 |
23,435 |
+3 |
Nov11 |
110321 |
113.57 |
114.32 |
113.27 |
113.53 |
+1.28 |
5,647 |
18,569 |
+51 |
Dec11 |
110321 |
113.83 |
114.00 |
112.85 |
113.23 |
+1.28 |
38,327 |
101,311 |
+1,194 |
Jan12 |
110321 |
113.39 |
113.54 |
112.64 |
112.95 |
+1.27 |
2,944 |
22,881 |
-192 |
Feb12 |
110321 |
112.67 |
112.67 |
112.67 |
112.67 |
+1.27 |
1,273 |
13,592 |
-179 |
Mar12 |
110321 |
112.38 |
112.38 |
112.38 |
112.38 |
+1.28 |
778 |
16,882 |
+145 |
Apr12 |
110321 |
112.03 |
112.03 |
112.03 |
112.03 |
+1.31 |
355 |
5,218 |
+126 |
May12 |
110321 |
111.65 |
111.65 |
111.65 |
111.65 |
+1.35 |
477 |
3,452 |
-24 |
Jun12 |
110321 |
111.05 |
111.72 |
110.95 |
111.26 |
+1.37 |
2,198 |
30,724 |
-462 |
Total Volume and Open Interest |
403,416 |
834,701 |
+12,195 |
Gas Oil(ICE) |
Apr11 |
110321 |
978.50 |
983.75 |
970.75 |
978.25 |
+6.00 |
71,029 |
125,864 |
-4,287 |
May11 |
110321 |
977.25 |
982.50 |
970.25 |
977.50 |
+7.00 |
82,545 |
114,431 |
+1,827 |
Jun11 |
110321 |
975.75 |
981.75 |
970.25 |
977.00 |
+7.75 |
55,221 |
66,835 |
-621 |
Jul11 |
110321 |
979.00 |
982.50 |
972.00 |
978.50 |
+8.50 |
16,591 |
32,378 |
-1,362 |
Aug11 |
110321 |
980.50 |
984.25 |
975.75 |
980.50 |
+8.75 |
11,653 |
27,186 |
+678 |
Sep11 |
110321 |
980.50 |
986.00 |
977.50 |
982.25 |
+9.00 |
12,728 |
39,035 |
+1,212 |
Oct11 |
110321 |
980.50 |
985.75 |
978.25 |
982.75 |
+9.25 |
8,230 |
24,069 |
+207 |
Nov11 |
110321 |
979.50 |
985.00 |
977.75 |
982.25 |
+9.25 |
8,616 |
19,776 |
+1,132 |
Dec11 |
110321 |
978.75 |
985.00 |
976.25 |
982.00 |
+9.50 |
21,698 |
53,609 |
-724 |
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 |
110321 |
2.490 |
2.490 |
2.477 |
2.487 |
+0.002 |
270 |
759 |
-82 |
May11 |
110321 |
2.493 |
2.493 |
2.469 |
2.481 |
-0.002 |
76 |
818 |
+32 |
Jun11 |
110321 |
2.490 |
2.490 |
2.470 |
2.480 |
unch |
52 |
1,064 |
+16 |
Jul11 |
110321 |
2.470 |
2.475 |
2.469 |
2.474 |
unch |
29 |
1,315 |
+6 |
Aug11 |
110321 |
2.451 |
2.454 |
2.440 |
2.454 |
+0.006 |
257 |
728 |
-183 |
Sep11 |
110321 |
2.370 |
2.383 |
2.370 |
2.377 |
-0.003 |
64 |
1,016 |
+29 |
Oct11 |
110321 |
2.300 |
2.300 |
2.294 |
2.296 |
+0.004 |
7 |
611 |
-3 |
Total Volume and Open Interest |
823 |
7,912 |
-177 |
WTI Crude Oil(ICE |
Apr11 |
110321 |
103.00 |
103.35 |
101.68 |
102.33 |
+1.26 |
45,144 |
25,295 |
-7,956 |
May11 |
110321 |
103.82 |
104.25 |
102.61 |
103.09 |
+1.24 |
47,083 |
91,527 |
-184 |
Jun11 |
110321 |
104.73 |
104.81 |
103.26 |
103.72 |
+1.28 |
19,986 |
74,567 |
+193 |
Jul11 |
110321 |
105.02 |
105.06 |
103.78 |
104.28 |
+1.33 |
6,575 |
34,464 |
-401 |
Aug11 |
110321 |
104.82 |
105.30 |
104.08 |
104.61 |
+1.35 |
3,637 |
16,978 |
-497 |
Sep11 |
110321 |
105.02 |
105.53 |
104.31 |
104.86 |
+1.37 |
3,253 |
27,838 |
-227 |
Oct11 |
110321 |
105.61 |
105.63 |
104.41 |
105.00 |
+1.40 |
1,979 |
17,770 |
-52 |
Nov11 |
110321 |
105.16 |
105.68 |
104.50 |
105.09 |
+1.41 |
1,361 |
14,895 |
+398 |
Dec11 |
110321 |
105.73 |
105.76 |
104.57 |
105.16 |
+1.42 |
15,167 |
96,343 |
+1,244 |
Jan12 |
110321 |
105.04 |
105.04 |
105.04 |
105.04 |
+1.44 |
564 |
10,486 |
+122 |
Feb12 |
110321 |
104.85 |
104.85 |
104.85 |
104.85 |
+1.45 |
177 |
2,423 |
-15 |
Mar12 |
110321 |
104.63 |
104.63 |
104.63 |
104.63 |
+1.47 |
247 |
5,058 |
+41 |
Apr12 |
110321 |
104.37 |
104.37 |
104.37 |
104.37 |
+1.50 |
286 |
3,080 |
+21 |
May12 |
110321 |
104.09 |
104.09 |
104.09 |
104.09 |
+1.53 |
241 |
1,287 |
+34 |
Jun12 |
110321 |
103.32 |
103.90 |
103.32 |
103.85 |
+1.56 |
806 |
23,923 |
-59 |
Jul12 |
110321 |
103.56 |
103.56 |
103.56 |
103.56 |
+1.56 |
27 |
582 |
+16 |
Total Volume and Open Interest |
154,230 |
537,433 |
-5,571 |
US Dollar Index(ICE) |
Jun11 |
110321 |
75.870 |
76.005 |
75.590 |
75.655 |
-0.315 |
29,144 |
53,178 |
-313 |
Sep11 |
110321 |
76.270 |
76.270 |
76.070 |
76.085 |
-0.340 |
5 |
510 |
+2 |
Dec11 |
110321 |
76.445 |
76.445 |
76.445 |
76.445 |
-0.340 |
0 |
1 |
+0 |
Total Volume and Open Interest |
29,149 |
53,689 |
-311 |
Australian Dollar(CME) |
Jun11 |
110321 |
98.58 |
99.66 |
98.49 |
99.55 |
+0.99 |
143,362 |
93,833 |
-1,969 |
Sep11 |
110321 |
97.60 |
98.43 |
97.39 |
98.35 |
+0.96 |
21 |
178 |
-19 |
Dec11 |
110321 |
97.26 |
97.26 |
96.31 |
97.26 |
+0.95 |
0 |
54 |
+0 |
Total Volume and Open Interest |
143,383 |
94,065 |
-1,988 |
British Pound(CME) |
Jun11 |
110321 |
162.03 |
163.12 |
161.90 |
163.02 |
+1.03 |
118,570 |
95,708 |
-1,146 |
Sep11 |
110321 |
161.75 |
162.77 |
161.75 |
162.77 |
+1.02 |
20 |
31 |
-5 |
Dec11 |
110321 |
162.49 |
162.49 |
161.47 |
162.49 |
+1.02 |
0 |
38 |
+0 |
Total Volume and Open Interest |
118,590 |
95,779 |
-1,151 |
Canadian Dollar(CME) |
Jun11 |
110321 |
101.30 |
102.37 |
101.28 |
102.02 |
+0.79 |
86,756 |
116,010 |
-2,688 |
Sep11 |
110321 |
101.40 |
102.10 |
100.99 |
101.77 |
+0.78 |
99 |
2,332 |
-12 |
Dec11 |
110321 |
100.94 |
101.83 |
100.73 |
101.49 |
+0.76 |
22 |
2,081 |
+2 |
Mar12 |
110321 |
101.18 |
101.18 |
100.44 |
101.18 |
+0.74 |
0 |
171 |
+0 |
Total Volume and Open Interest |
86,877 |
120,605 |
-2,698 |
Japanese Yen(CME) |
Jun11 |
110321 |
123.71 |
123.95 |
123.05 |
123.42 |
-0.14 |
242,640 |
119,340 |
+5,329 |
Sep11 |
110321 |
123.93 |
123.93 |
123.27 |
123.56 |
-0.14 |
386 |
546 |
+157 |
Dec11 |
110321 |
123.55 |
123.88 |
123.55 |
123.74 |
-0.14 |
58 |
83 |
+32 |
Total Volume and Open Interest |
243,084 |
119,977 |
+5,518 |
Swiss Franc(CME) |
Jun11 |
110321 |
110.89 |
111.02 |
110.26 |
110.60 |
-0.36 |
51,848 |
58,542 |
-1,408 |
Sep11 |
110321 |
110.65 |
111.05 |
110.50 |
110.68 |
-0.37 |
12 |
34 |
+0 |
Dec11 |
110321 |
110.74 |
111.12 |
110.74 |
110.74 |
-0.38 |
0 |
11 |
+0 |
Total Volume and Open Interest |
51,860 |
58,588 |
-1,408 |
EuroFX(CME) |
Jun11 |
110321 |
141.59 |
142.21 |
141.20 |
142.07 |
+0.70 |
311,103 |
187,422 |
+4,469 |
Sep11 |
110321 |
141.23 |
141.86 |
140.98 |
141.74 |
+0.69 |
184 |
947 |
+46 |
Dec11 |
110321 |
141.37 |
141.37 |
140.70 |
141.37 |
+0.67 |
0 |
78 |
+0 |
Total Volume and Open Interest |
311,287 |
188,732 |
+4,515 |
Mexican Peso(CME) |
Apr11 |
110321 |
834.2 |
834.2 |
828.2 |
834.2 |
+6.0 |
|
|
|
May11 |
110321 |
830.8 |
830.8 |
824.8 |
830.8 |
+6.0 |
|
|
|
Total Volume and Open Interest |
45,419 |
133,509 |
-13,437 |
30-Year T-Bonds(CBOT) |
Mar11 |
110321 |
123~020 |
123~020 |
123~020 |
123~020 |
-0~090 |
|
|
|
Jun11 |
110321 |
121~270 |
121~290 |
120~250 |
121~150 |
-0~090 |
365,591 |
585,209 |
-4,728 |
Sep11 |
110321 |
119~220 |
120~090 |
119~150 |
120~000 |
-0~090 |
6 |
10 |
+3 |
Total Volume and Open Interest |
367,173 |
590,874 |
-5,270 |
10-Year T-Notes(CBOT) |
Mar11 |
110321 |
122~080 |
122~080 |
121~100 |
121~170 |
-0~135 |
7,981 |
13,159 |
-1,698 |
Jun11 |
110321 |
120~230 |
120~235 |
119~270 |
120~065 |
-0~155 |
1,443,230 |
1,584,918 |
-15,440 |
Sep11 |
110321 |
118~180 |
119~110 |
118~095 |
118~265 |
-0~165 |
3 |
36 |
+2 |
Total Volume and Open Interest |
1,451,214 |
1,598,117 |
-17,136 |
5-Year T-Notes(CBOT) |
Mar11 |
110321 |
118~074 |
118~106 |
118~043 |
118~061 |
-0~045 |
5,568 |
10,296 |
-2,040 |
Jun11 |
110321 |
118~011 |
118~016 |
117~065 |
117~084 |
-0~051 |
686,240 |
1,153,725 |
+11,573 |
Sep11 |
110321 |
116~100 |
117~023 |
116~100 |
116~100 |
-0~051 |
|
|
|
Total Volume and Open Interest |
691,808 |
1,164,021 |
+9,533 |
2 Year T-Notes(CBOT) |
Mar11 |
110321 |
109~081 |
109~090 |
109~074 |
109~080 |
-0~010 |
741 |
8,428 |
-325 |
Jun11 |
110321 |
109~054 |
109~056 |
109~035 |
109~042 |
-0~012 |
264,729 |
886,787 |
-1,449 |
Sep11 |
110321 |
109~006 |
109~018 |
109~006 |
109~006 |
-0~012 |
|
|
|
Total Volume and Open Interest |
265,470 |
895,215 |
-1,774 |
Eurodollars(CME) |
Jun11 |
110321 |
99.630 |
99.635 |
99.620 |
99.625 |
-0.005 |
235,945 |
1,161,675 |
-9,770 |
Sep11 |
110321 |
99.570 |
99.570 |
99.545 |
99.555 |
-0.015 |
243,090 |
1,318,086 |
-21,157 |
Dec11 |
110321 |
99.465 |
99.465 |
99.430 |
99.445 |
-0.025 |
311,036 |
1,394,871 |
-3,125 |
Mar12 |
110321 |
99.290 |
99.290 |
99.225 |
99.250 |
-0.040 |
408,152 |
1,315,820 |
-1,712 |
Jun12 |
110321 |
99.020 |
99.020 |
98.925 |
98.955 |
-0.060 |
460,007 |
915,489 |
+18,974 |
Sep12 |
110321 |
98.700 |
98.700 |
98.580 |
98.615 |
-0.075 |
340,297 |
603,425 |
+10,787 |
Dec12 |
110321 |
98.390 |
98.390 |
98.250 |
98.290 |
-0.090 |
333,816 |
468,723 |
+12,468 |
Mar13 |
110321 |
98.125 |
98.130 |
97.975 |
98.010 |
-0.105 |
261,781 |
288,804 |
+16,205 |
Jun13 |
110321 |
97.860 |
97.860 |
97.705 |
97.740 |
-0.110 |
124,457 |
196,539 |
-1,255 |
Sep13 |
110321 |
97.605 |
97.610 |
97.450 |
97.485 |
-0.110 |
88,373 |
200,052 |
-906 |
Dec13 |
110321 |
97.360 |
97.360 |
97.205 |
97.240 |
-0.105 |
74,630 |
173,889 |
-2,083 |
Mar14 |
110321 |
97.090 |
97.090 |
96.980 |
97.015 |
-0.105 |
68,057 |
139,188 |
+888 |
Jun14 |
110321 |
96.835 |
96.860 |
96.750 |
96.790 |
-0.100 |
24,875 |
101,997 |
+55 |
Sep14 |
110321 |
96.640 |
96.645 |
96.535 |
96.570 |
-0.100 |
23,871 |
57,750 |
+618 |
Dec14 |
110321 |
96.435 |
96.435 |
96.305 |
96.345 |
-0.100 |
19,704 |
71,289 |
-2,634 |
Mar15 |
110321 |
96.210 |
96.210 |
96.110 |
96.150 |
-0.095 |
21,320 |
53,922 |
-3,685 |
Jun15 |
110321 |
4.245 |
4.260 |
4.165 |
4.210 |
-0.095 |
14,681 |
32,960 |
-2,631 |
Sep15 |
110321 |
4.075 |
4.085 |
3.985 |
4.035 |
-0.090 |
13,752 |
36,162 |
-41 |
Total Volume and Open Interest |
3,101,875 |
8,725,846 |
+15,025 |
30 Day Federal Funds(CBOT) |
Mar11 |
110321 |
99.855 |
99.857 |
99.855 |
99.857 |
unch |
3,133 |
84,357 |
+362 |
Apr11 |
110321 |
99.855 |
99.860 |
99.855 |
99.860 |
unch |
1,832 |
66,417 |
+710 |
May11 |
110321 |
99.860 |
99.860 |
99.850 |
99.860 |
unch |
2,847 |
70,116 |
-542 |
Jun11 |
110321 |
99.860 |
99.860 |
99.850 |
99.855 |
-0.005 |
1,227 |
44,024 |
+405 |
Jul11 |
110321 |
99.850 |
99.850 |
99.840 |
99.845 |
-0.005 |
980 |
46,734 |
+38 |
Aug11 |
110321 |
99.830 |
99.835 |
99.820 |
99.825 |
-0.010 |
809 |
37,895 |
-332 |
Total Volume and Open Interest |
48,591 |
656,390 |
+6,466 |
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 |
110321 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
150 |
+0 |
Sep11 |
110321 |
99.647 |
99.647 |
99.647 |
99.647 |
unch |
|
|
|
Dec11 |
110321 |
99.632 |
99.632 |
99.632 |
99.632 |
unch |
0 |
75 |
+0 |
Mar12 |
110321 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
Jun12 |
110321 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Sep12 |
110321 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec12 |
110321 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Mar13 |
110321 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Jun13 |
110321 |
99.445 |
99.445 |
99.445 |
99.445 |
unch |
|
|
|
Sep13 |
110321 |
99.305 |
99.305 |
99.305 |
99.305 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
225 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110321 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
2,946 |
+0 |
Sep11 |
110321 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
866 |
+0 |
Dec11 |
110321 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
1,936 |
+0 |
Mar12 |
110321 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
1,532 |
+194 |
Jun12 |
110321 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
110321 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
310 |
+0 |
Dec12 |
110321 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
4 |
+0 |
Mar13 |
110321 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8,349 |
+194 |
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 |
110321 |
122.50 |
122.55 |
122.09 |
122.17 |
-0.46 |
1,126,004 |
1,256,067 |
-216,007 |
Sep11 |
110321 |
122.15 |
122.16 |
121.80 |
121.80 |
-0.47 |
29 |
499 |
+173 |
Dec11 |
110321 |
121.85 |
121.85 |
121.85 |
121.85 |
-0.46 |
|
|
|
Total Volume and Open Interest |
1,126,033 |
1,256,566 |
-215,834 |
Euro-Bobl(EUREX) |
Jun11 |
110321 |
115.31 |
115.39 |
115.04 |
115.07 |
-0.32 |
781,223 |
954,794 |
-198,611 |
Sep11 |
110321 |
114.48 |
114.48 |
114.48 |
114.48 |
-0.33 |
11 |
4,468 |
-7 |
Dec11 |
110321 |
114.52 |
114.52 |
114.52 |
114.52 |
-0.32 |
|
|
|
Total Volume and Open Interest |
781,234 |
959,262 |
-198,618 |
3-Mth Euribor(EUREX) |
Mar11 |
110314 |
98.830 |
98.830 |
98.825 |
98.825 |
unch |
564 |
5,430 |
-114 |
Jun11 |
110321 |
98.475 |
98.480 |
98.445 |
98.445 |
-0.005 |
21 |
11,895 |
+412 |
Sep11 |
110321 |
98.205 |
98.205 |
98.165 |
98.165 |
-0.020 |
35 |
2,864 |
+397 |
Total Volume and Open Interest |
86 |
22,589 |
+809 |
Long Gilt(LIFFE) |
Mar11 |
110318 |
120~00 |
120~00 |
119~24 |
119~29 |
+0~15 |
1,841 |
1,162 |
-1,839 |
Jun11 |
110321 |
118~09 |
118~17 |
118~04 |
118~12 |
-0~07 |
136,156 |
290,509 |
+3,288 |
Total Volume and Open Interest |
136,412 |
291,419 |
+3,036 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110321 |
99.03 |
99.04 |
99.00 |
99.02 |
-0.01 |
111,410 |
367,803 |
-15,283 |
Sep11 |
110321 |
98.84 |
98.85 |
98.81 |
98.83 |
-0.02 |
127,060 |
361,384 |
+21,632 |
Dec11 |
110321 |
98.64 |
98.64 |
98.59 |
98.61 |
-0.03 |
110,942 |
356,261 |
-3,279 |
Mar12 |
110321 |
98.41 |
98.42 |
98.36 |
98.38 |
-0.04 |
117,827 |
314,247 |
+13,518 |
Jun12 |
110321 |
98.15 |
98.17 |
98.09 |
98.11 |
-0.05 |
93,502 |
190,674 |
+7,374 |
Sep12 |
110321 |
97.88 |
97.89 |
97.82 |
97.84 |
-0.06 |
62,294 |
136,008 |
+4,994 |
Total Volume and Open Interest |
729,083 |
2,035,054 |
+28,996 |
3-Mth Euribor(LIFFE) |
Jun11 |
110321 |
98.470 |
98.485 |
98.440 |
98.445 |
-0.005 |
200,479 |
720,082 |
+16,341 |
Sep11 |
110321 |
98.220 |
98.220 |
98.160 |
98.165 |
-0.020 |
195,696 |
588,712 |
+10,813 |
Dec11 |
110321 |
97.985 |
97.985 |
97.915 |
97.920 |
-0.040 |
282,162 |
543,873 |
+5,707 |
Total Volume and Open Interest |
1,395,273 |
3,186,451 |
+49,495 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110321 |
95.14 |
95.18 |
95.10 |
95.11 |
-0.03 |
45,876 |
262,060 |
+11,836 |
Sep11 |
110321 |
95.09 |
95.12 |
95.04 |
95.06 |
-0.04 |
34,318 |
257,937 |
-14,174 |
Dec11 |
110321 |
95.01 |
95.04 |
94.95 |
94.96 |
-0.05 |
25,738 |
119,896 |
+9,218 |
Mar12 |
110321 |
94.91 |
94.93 |
94.85 |
94.86 |
-0.05 |
9,214 |
69,351 |
-477 |
Jun12 |
110321 |
94.82 |
94.84 |
94.75 |
94.76 |
-0.05 |
3,861 |
47,186 |
+1,156 |
Sep12 |
110321 |
94.77 |
94.77 |
94.68 |
94.69 |
-0.04 |
2,664 |
39,517 |
-369 |
Dec12 |
110321 |
94.65 |
94.71 |
94.60 |
94.61 |
-0.04 |
1,788 |
20,045 |
-466 |
Mar13 |
110321 |
94.61 |
94.61 |
94.56 |
94.56 |
-0.04 |
1,474 |
6,418 |
+264 |
Jun13 |
110321 |
94.51 |
94.52 |
94.49 |
94.51 |
-0.03 |
11 |
780 |
+0 |
Sep13 |
110321 |
94.39 |
94.43 |
94.39 |
94.43 |
-0.06 |
0 |
897 |
+0 |
Total Volume and Open Interest |
124,944 |
824,906 |
+6,988 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110321 |
94.59 |
94.63 |
94.55 |
94.55 |
-0.04 |
44,296 |
352,701 |
+6,205 |
Sep11 |
110321 |
94.55 |
94.55 |
94.55 |
94.55 |
-0.04 |
|
|
|
Total Volume and Open Interest |
44,296 |
352,701 |
+6,205 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110321 |
95.03 |
95.07 |
94.97 |
94.98 |
-0.05 |
185,266 |
652,103 |
+28,860 |
Sep11 |
110321 |
94.98 |
94.98 |
94.98 |
94.98 |
-0.05 |
|
|
|
Total Volume and Open Interest |
185,266 |
652,103 |
+28,860 |
Gold(CMX) |
Apr11 |
110321 |
1424.2 |
1435.1 |
1423.5 |
1426.4 |
+10.3 |
109,183 |
224,972 |
-7,399 |
Jun11 |
110321 |
1423.6 |
1436.2 |
1423.6 |
1427.8 |
+10.3 |
7,348 |
141,085 |
+2,996 |
Aug11 |
110321 |
1427.0 |
1436.6 |
1427.0 |
1429.2 |
+10.3 |
417 |
30,524 |
-3 |
Oct11 |
110321 |
1431.1 |
1439.0 |
1430.6 |
1430.6 |
+10.4 |
312 |
6,404 |
-269 |
Dec11 |
110321 |
1430.0 |
1440.2 |
1430.0 |
1432.1 |
+10.4 |
581 |
28,949 |
-98 |
Feb12 |
110321 |
1431.9 |
1441.8 |
1431.9 |
1433.7 |
+10.5 |
516 |
7,632 |
+220 |
Apr12 |
110321 |
1435.6 |
1435.6 |
1435.6 |
1435.6 |
+10.5 |
504 |
5,007 |
-501 |
Jun12 |
110321 |
1441.0 |
1441.0 |
1437.9 |
1437.9 |
+10.6 |
101 |
6,760 |
+1 |
Aug12 |
110321 |
1440.5 |
1440.5 |
1440.5 |
1440.5 |
+10.8 |
1,100 |
1,190 |
+136 |
Oct12 |
110321 |
1443.6 |
1443.6 |
1443.6 |
1443.6 |
+11.0 |
251 |
2,898 |
+219 |
Dec12 |
110321 |
1448.7 |
1453.3 |
1447.6 |
1447.6 |
+11.2 |
937 |
10,936 |
-241 |
Total Volume and Open Interest |
125,269 |
497,543 |
-4,076 |
Silver(CMX) |
Mar11 |
110321 |
3575.0 |
3616.0 |
3570.5 |
3600.2 |
+94.2 |
239 |
893 |
-161 |
May11 |
110321 |
3535.5 |
3627.5 |
3535.5 |
3600.1 |
+94.3 |
56,777 |
77,020 |
-168 |
Jul11 |
110321 |
3544.0 |
3627.0 |
3544.0 |
3601.6 |
+94.4 |
1,666 |
13,874 |
+50 |
Sep11 |
110321 |
3539.0 |
3622.0 |
3539.0 |
3602.8 |
+94.7 |
451 |
6,837 |
+37 |
Dec11 |
110321 |
3580.0 |
3621.0 |
3565.0 |
3603.4 |
+95.0 |
846 |
15,223 |
+37 |
Mar12 |
110321 |
3573.0 |
3607.0 |
3573.0 |
3601.0 |
+96.1 |
40 |
1,303 |
+28 |
May12 |
110321 |
3599.6 |
3599.6 |
3599.6 |
3599.6 |
+97.0 |
0 |
320 |
+0 |
Total Volume and Open Interest |
60,558 |
132,608 |
-208 |
Platinum(NYMEX) |
Apr11 |
110321 |
1723.4 |
1754.7 |
1723.4 |
1744.9 |
+21.5 |
9,844 |
19,997 |
-1,463 |
Jul11 |
110321 |
1728.3 |
1758.0 |
1728.3 |
1748.7 |
+21.7 |
1,461 |
13,279 |
+895 |
Oct11 |
110321 |
1740.3 |
1756.0 |
1740.3 |
1750.9 |
+21.6 |
42 |
574 |
+0 |
Jan12 |
110321 |
1753.3 |
1753.3 |
1753.3 |
1753.3 |
+21.6 |
0 |
14 |
+0 |
Total Volume and Open Interest |
11,348 |
33,901 |
-569 |
Palladium(NYMEX) |
Mar11 |
110321 |
740.00 |
743.00 |
739.80 |
741.30 |
+9.90 |
25 |
49 |
-1 |
Jun11 |
110321 |
731.00 |
748.00 |
731.00 |
742.30 |
+11.10 |
4,250 |
19,783 |
-553 |
Sep11 |
110321 |
743.65 |
749.35 |
743.45 |
743.45 |
+11.10 |
15 |
139 |
+11 |
Total Volume and Open Interest |
4,292 |
20,036 |
-543 |
Copper(CMX) |
Mar11 |
110321 |
435.10 |
435.10 |
427.00 |
427.55 |
-5.40 |
495 |
1,193 |
-70 |
May11 |
110321 |
435.65 |
436.85 |
426.65 |
428.60 |
-5.30 |
43,224 |
85,591 |
-1,583 |
Jul11 |
110321 |
438.10 |
438.20 |
428.80 |
430.30 |
-5.25 |
3,175 |
24,074 |
+1,729 |
Sep11 |
110321 |
438.65 |
438.65 |
431.00 |
431.55 |
-5.10 |
113 |
9,113 |
+66 |
Dec11 |
110321 |
432.95 |
432.95 |
431.50 |
432.05 |
-4.95 |
77 |
5,937 |
+11 |
Total Volume and Open Interest |
47,848 |
132,509 |
+178 |
DJIA Index(CBOT) |
Jun11 |
110321 |
11819 |
12015 |
11819 |
11963 |
+164 |
1,192 |
3,684 |
+379 |
Sep11 |
110321 |
11896 |
11896 |
11729 |
11896 |
+167 |
|
|
|
Dec11 |
110321 |
11828 |
11828 |
11661 |
11828 |
+167 |
0 |
1 |
+0 |
Mar12 |
110321 |
11766 |
11766 |
11599 |
11766 |
+167 |
|
|
|
Total Volume and Open Interest |
2,959 |
14,378 |
|
S & P 500(CME) |
Jun11 |
110321 |
1276.90 |
1296.00 |
1275.00 |
1293.10 |
+18.90 |
31,586 |
270,615 |
+10,153 |
Sep11 |
110321 |
1287.80 |
1290.90 |
1287.80 |
1287.80 |
+18.90 |
54 |
3,983 |
-10 |
Dec11 |
110321 |
1282.40 |
1285.50 |
1282.40 |
1282.40 |
+18.90 |
0 |
700 |
+0 |
Mar12 |
110321 |
1277.80 |
1280.90 |
1277.80 |
1277.80 |
+18.90 |
|
|
|
Total Volume and Open Interest |
53,460 |
453,302 |
-6,291 |
S & P 500 E-Mini(Globex) |
Jun11 |
110321 |
1292.50 |
1293.25 |
1291.75 |
1292.00 |
+17.75 |
2,979,478 |
2,586,929 |
+68,527 |
Sep11 |
110321 |
1272.25 |
1290.00 |
1272.25 |
1287.75 |
+18.75 |
444 |
586 |
+138 |
Total Volume and Open Interest |
3,462,733 |
3,729,935 |
-30,544 |
NASDAQ 100(CME) |
Jun11 |
110321 |
2225.00 |
2272.00 |
2220.00 |
2254.50 |
+33.00 |
1,616 |
7,224 |
+246 |
Sep11 |
110321 |
2251.50 |
2267.00 |
2251.50 |
2251.50 |
+33.00 |
|
|
|
Dec11 |
110321 |
2249.00 |
2251.00 |
2249.00 |
2249.00 |
+33.00 |
|
|
|
Total Volume and Open Interest |
2,799 |
27,906 |
-172 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110321 |
2223.00 |
2271.50 |
2219.00 |
2254.50 |
+33.00 |
373,620 |
270,123 |
+21,013 |
Sep11 |
110321 |
2222.50 |
2268.80 |
2221.50 |
2251.50 |
+33.00 |
14 |
28 |
+3 |
Total Volume and Open Interest |
420,717 |
445,824 |
+8,047 |
S & P Midcap 400(CME) |
Jun11 |
110321 |
959.50 |
960.00 |
958.40 |
958.40 |
+18.30 |
295 |
674 |
+295 |
Sep11 |
110321 |
956.30 |
957.00 |
956.30 |
956.30 |
+18.30 |
|
|
|
Dec11 |
110321 |
954.70 |
955.40 |
954.70 |
954.70 |
+18.30 |
|
|
|
Total Volume and Open Interest |
1,074 |
3,017 |
+218 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110321 |
9540 |
9545 |
9540 |
9540 |
+295 |
|
|
|
Sep11 |
110321 |
9470 |
9575 |
9470 |
9570 |
+295 |
3 |
4 |
+1 |
Total Volume and Open Interest |
37,104 |
52,564 |
-3,461 |
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) |
Apr11 |
110321 |
3843.0 |
3910.5 |
3841.0 |
3905.0 |
+91.0 |
92,763 |
251,160 |
+32,597 |
May11 |
110321 |
3773.0 |
3838.0 |
3773.0 |
3836.0 |
+93.0 |
41 |
74 |
+6 |
Jun11 |
110321 |
3730.0 |
3797.0 |
3730.0 |
3795.0 |
+92.0 |
3,341 |
25,715 |
+3,343 |
Total Volume and Open Interest |
331,640 |
496,424 |
-65,921 |
Hang Seng Index(HKFE) |
Mar11 |
110321 |
22479 |
22675 |
22341 |
22611 |
+352 |
103,368 |
85,152 |
+2,635 |
Apr11 |
110321 |
22438 |
22656 |
22325 |
22593 |
+357 |
2,037 |
5,446 |
+119 |
Total Volume and Open Interest |
106,086 |
95,708 |
+2,922 |
DAX(EUREX) |
Mar11 |
110318 |
6725.0 |
6735.0 |
6668.0 |
6689.5 |
+36.0 |
394,085 |
231,651 |
-107,036 |
Jun11 |
110321 |
6740.0 |
6849.0 |
6733.0 |
6828.0 |
+133.5 |
100,424 |
238,369 |
+44,651 |
Sep11 |
110321 |
6775.0 |
6869.0 |
6775.0 |
6851.5 |
+135.0 |
20,667 |
4,425 |
+124 |
Total Volume and Open Interest |
369,385 |
346,019 |
-83,651 |
FT-SE 100(EURONEXT) |
Jun11 |
110321 |
5688.50 |
5754.00 |
5686.00 |
5737.00 |
+59.50 |
115,865 |
575,473 |
+25,076 |
Sep11 |
110321 |
5702.50 |
5702.50 |
5702.50 |
5702.50 |
+59.50 |
11 |
466 |
+2 |
Dec11 |
110321 |
5683.00 |
5683.00 |
5682.50 |
5682.50 |
+59.50 |
0 |
166 |
+0 |
Total Volume and Open Interest |
318,336 |
686,527 |
-31,829 |
SPI 200(SFE) |
Mar11 |
110317 |
4564.0 |
4577.0 |
4464.0 |
4520.0 |
-47.0 |
127,175 |
225,244 |
-24,965 |
Jun11 |
110321 |
4639.0 |
4666.0 |
4617.0 |
4664.0 |
+17.0 |
58,635 |
204,762 |
+3,185 |
Sep11 |
110321 |
4625.0 |
4652.0 |
4625.0 |
4652.0 |
+15.0 |
3 |
2,634 |
-55 |
Total Volume and Open Interest |
58,659 |
210,404 |
-86,658 |
GSCI(CME) |
Apr11 |
110321 |
53.39 |
55.64 |
46.59 |
53.34 |
+6.70 |
340 |
13,335 |
+2 |
May11 |
110321 |
54.64 |
56.64 |
47.49 |
54.64 |
+7.10 |
2 |
23 |
+0 |
Jun11 |
110321 |
55.64 |
57.64 |
49.09 |
55.64 |
+6.50 |
|
|
|
Total Volume and Open Interest |
342 |
13,358 |
+2 |
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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