|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue March 22, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110322 |
1363.50 |
1366.00 |
1344.00 |
1365.50 |
+2.50 |
124,866 |
234,566 |
-3,554 |
Jul11 |
110322 |
1373.50 |
1375.00 |
1354.00 |
1375.00 |
+2.00 |
53,498 |
138,219 |
+3,926 |
Aug11 |
110322 |
1365.25 |
1370.50 |
1356.75 |
1370.50 |
+1.00 |
3,363 |
9,831 |
+208 |
Sep11 |
110322 |
1357.00 |
1357.00 |
1334.25 |
1356.50 |
-1.00 |
1,900 |
11,063 |
-119 |
Nov11 |
110322 |
1345.00 |
1345.00 |
1323.50 |
1344.00 |
-1.00 |
37,558 |
169,264 |
+1,858 |
Jan12 |
110322 |
1340.25 |
1348.50 |
1329.00 |
1348.50 |
-1.25 |
1,406 |
20,940 |
-59 |
Mar12 |
110322 |
1339.25 |
1346.00 |
1325.25 |
1344.50 |
-1.50 |
969 |
11,725 |
+114 |
Total Volume and Open Interest |
225,221 |
614,225 |
+2,823 |
Soybean Meal(CBOT) |
May11 |
110322 |
366.30 |
367.20 |
361.20 |
366.40 |
unch |
53,166 |
83,323 |
-635 |
Jul11 |
110322 |
370.00 |
370.70 |
365.00 |
370.10 |
-0.20 |
22,266 |
55,360 |
-349 |
Aug11 |
110322 |
367.00 |
371.10 |
366.00 |
370.70 |
-0.30 |
2,692 |
13,436 |
+355 |
Sep11 |
110322 |
368.00 |
368.60 |
364.50 |
368.30 |
-0.40 |
1,721 |
10,496 |
-136 |
Oct11 |
110322 |
361.00 |
361.50 |
356.30 |
360.90 |
-1.10 |
2,135 |
11,360 |
+39 |
Dec11 |
110322 |
361.00 |
361.00 |
354.60 |
359.40 |
-1.20 |
7,784 |
30,067 |
+222 |
Jan12 |
110322 |
356.60 |
361.60 |
356.60 |
360.10 |
-1.50 |
141 |
3,342 |
-17 |
Mar12 |
110322 |
358.50 |
361.60 |
356.20 |
359.80 |
-1.80 |
182 |
2,629 |
+13 |
Total Volume and Open Interest |
90,585 |
214,143 |
-485 |
Soybean Oil(CBOT) |
May11 |
110322 |
55.93 |
55.93 |
55.00 |
55.86 |
-0.02 |
68,374 |
143,423 |
-2,223 |
Jul11 |
110322 |
56.52 |
56.52 |
55.54 |
56.42 |
-0.03 |
32,566 |
97,289 |
-2,946 |
Aug11 |
110322 |
56.54 |
56.64 |
55.80 |
56.61 |
-0.03 |
3,190 |
12,455 |
+39 |
Sep11 |
110322 |
55.68 |
56.76 |
55.52 |
56.76 |
-0.03 |
1,313 |
12,735 |
+102 |
Oct11 |
110322 |
55.95 |
56.71 |
55.89 |
56.71 |
-0.03 |
1,150 |
13,270 |
-121 |
Dec11 |
110322 |
56.78 |
56.87 |
55.96 |
56.87 |
-0.01 |
7,022 |
60,085 |
+1,372 |
Jan12 |
110322 |
56.97 |
56.99 |
56.97 |
56.97 |
-0.02 |
40 |
2,551 |
-3 |
Mar12 |
110322 |
56.73 |
56.99 |
56.05 |
56.92 |
-0.07 |
46 |
2,613 |
-21 |
Total Volume and Open Interest |
113,795 |
347,692 |
-3,814 |
Canola(WCE) |
Mar11 |
110314 |
550.9 |
550.9 |
550.9 |
550.9 |
-3.1 |
|
|
|
May11 |
110322 |
573.2 |
579.8 |
567.1 |
577.4 |
+0.6 |
9,278 |
79,362 |
-994 |
Jul11 |
110322 |
579.1 |
587.2 |
575.0 |
585.2 |
+0.3 |
1,192 |
33,434 |
-266 |
Nov11 |
110322 |
560.0 |
566.0 |
555.1 |
563.8 |
-0.8 |
1,574 |
63,273 |
+263 |
Jan12 |
110322 |
567.7 |
570.2 |
567.7 |
569.0 |
-0.7 |
91 |
3,923 |
+59 |
Total Volume and Open Interest |
12,168 |
182,822 |
-916 |
Corn(CBOT) |
May11 |
110322 |
686.75 |
687.00 |
673.00 |
686.75 |
+0.25 |
248,242 |
607,214 |
-13,901 |
Jul11 |
110322 |
693.50 |
694.75 |
680.00 |
694.00 |
+0.50 |
149,646 |
375,144 |
-847 |
Sep11 |
110322 |
645.00 |
645.75 |
635.50 |
645.75 |
+0.25 |
26,365 |
87,973 |
+1,903 |
Dec11 |
110322 |
608.25 |
612.25 |
600.00 |
612.25 |
+2.75 |
79,918 |
376,471 |
+621 |
Mar12 |
110322 |
616.00 |
620.75 |
608.25 |
620.75 |
+2.75 |
4,686 |
58,894 |
+107 |
May12 |
110322 |
624.50 |
627.00 |
615.00 |
627.00 |
+2.50 |
1,117 |
7,514 |
+121 |
Total Volume and Open Interest |
521,478 |
1,576,874 |
-10,003 |
Wheat(CBOT) |
May11 |
110322 |
721.50 |
728.00 |
705.25 |
722.25 |
+1.25 |
62,659 |
188,494 |
-5,805 |
Jul11 |
110322 |
756.50 |
763.00 |
740.75 |
757.75 |
+0.75 |
21,078 |
126,780 |
+794 |
Sep11 |
110322 |
795.00 |
802.50 |
780.50 |
796.50 |
-0.50 |
4,690 |
41,453 |
-418 |
Dec11 |
110322 |
825.00 |
831.75 |
809.75 |
825.50 |
-0.50 |
8,982 |
89,124 |
-1,157 |
Mar12 |
110322 |
846.25 |
849.00 |
836.50 |
842.00 |
-4.50 |
864 |
8,406 |
-41 |
Total Volume and Open Interest |
99,322 |
476,733 |
-6,549 |
Wheat(KCBT) |
May11 |
110322 |
841.50 |
849.75 |
827.00 |
845.00 |
+3.00 |
12,369 |
72,552 |
-1,888 |
Jul11 |
110322 |
850.00 |
860.75 |
837.00 |
855.75 |
+3.00 |
4,895 |
65,356 |
-2 |
Sep11 |
110322 |
862.50 |
875.00 |
852.00 |
870.75 |
+3.75 |
886 |
17,899 |
+102 |
Dec11 |
110322 |
881.75 |
893.50 |
869.50 |
889.50 |
+3.75 |
1,092 |
20,142 |
+15 |
Mar12 |
110322 |
893.25 |
900.00 |
887.00 |
898.75 |
+2.75 |
68 |
2,046 |
+24 |
Total Volume and Open Interest |
19,402 |
182,307 |
-1,746 |
Wheat(MGE) |
Mar11 |
110314 |
853.75 |
853.75 |
853.75 |
853.75 |
+0.50 |
4 |
36 |
+0 |
May11 |
110322 |
869.50 |
874.50 |
855.00 |
866.00 |
-3.25 |
2,609 |
18,128 |
-607 |
Jul11 |
110322 |
877.50 |
883.75 |
866.00 |
875.00 |
-4.00 |
1,051 |
14,019 |
+134 |
Sep11 |
110322 |
881.50 |
889.00 |
872.00 |
883.25 |
-2.00 |
614 |
13,272 |
-43 |
Dec11 |
110322 |
893.50 |
900.50 |
882.25 |
892.75 |
-3.00 |
608 |
11,137 |
-51 |
Total Volume and Open Interest |
4,946 |
59,294 |
-561 |
Oats(CBOT) |
May11 |
110322 |
350.00 |
350.25 |
337.50 |
342.00 |
-8.00 |
819 |
7,462 |
-176 |
Jul11 |
110322 |
356.00 |
358.25 |
346.75 |
350.25 |
-8.00 |
307 |
2,642 |
-90 |
Sep11 |
110322 |
362.00 |
364.50 |
355.25 |
357.50 |
-7.00 |
29 |
195 |
-10 |
Dec11 |
110322 |
373.00 |
375.00 |
366.00 |
368.00 |
-7.00 |
139 |
2,368 |
+5 |
Total Volume and Open Interest |
1,294 |
12,668 |
-271 |
Rough Rice(CBOT) |
Mar11 |
110314 |
12.90 |
13.19 |
12.90 |
13.19 |
+0.40 |
8 |
86 |
-12 |
May11 |
110322 |
13.77 |
13.90 |
13.57 |
13.85 |
+0.02 |
1,130 |
14,881 |
+53 |
Jul11 |
110322 |
14.04 |
14.20 |
13.89 |
14.16 |
+0.02 |
578 |
5,013 |
+41 |
Sep11 |
110322 |
14.68 |
14.82 |
14.58 |
14.81 |
+0.02 |
58 |
3,400 |
-17 |
Total Volume and Open Interest |
1,799 |
24,463 |
+84 |
Live Cattle(CME) |
Apr11 |
110322 |
113.700 |
114.430 |
112.950 |
114.285 |
+0.685 |
11,538 |
57,648 |
-3,411 |
Jun11 |
110322 |
113.800 |
114.035 |
112.650 |
113.850 |
+0.170 |
18,464 |
160,215 |
+85 |
Aug11 |
110322 |
115.500 |
115.885 |
114.600 |
115.785 |
+0.185 |
6,625 |
62,797 |
+723 |
Oct11 |
110322 |
119.350 |
119.600 |
118.535 |
119.400 |
+0.015 |
3,852 |
40,487 |
+334 |
Dec11 |
110322 |
119.750 |
120.200 |
119.100 |
120.050 |
+0.070 |
2,083 |
28,204 |
-149 |
Feb12 |
110322 |
119.550 |
120.200 |
118.930 |
120.150 |
+0.300 |
392 |
7,563 |
+52 |
Total Volume and Open Interest |
43,031 |
359,456 |
-2,312 |
Feeder Cattle(CME) |
Mar11 |
110322 |
129.650 |
130.000 |
128.950 |
130.000 |
+0.700 |
423 |
2,518 |
-129 |
Apr11 |
110322 |
131.200 |
131.630 |
130.185 |
131.400 |
+0.400 |
754 |
5,029 |
-214 |
May11 |
110322 |
132.850 |
133.400 |
132.000 |
133.130 |
+0.595 |
1,608 |
14,067 |
-270 |
Aug11 |
110322 |
134.550 |
135.250 |
133.785 |
135.185 |
+1.035 |
834 |
14,845 |
-60 |
Sep11 |
110322 |
134.150 |
134.500 |
133.300 |
134.250 |
+0.600 |
127 |
2,701 |
+29 |
Oct11 |
110322 |
133.880 |
134.250 |
133.000 |
134.185 |
+0.585 |
68 |
1,599 |
-5 |
Nov11 |
110322 |
134.000 |
134.285 |
133.035 |
134.250 |
+0.550 |
51 |
765 |
+6 |
Total Volume and Open Interest |
3,871 |
41,648 |
-645 |
Lean Hogs(CME) |
Apr11 |
110322 |
88.900 |
89.930 |
88.400 |
89.700 |
+1.300 |
11,124 |
23,238 |
-2,210 |
May11 |
110322 |
99.650 |
100.050 |
99.000 |
100.035 |
+0.685 |
478 |
3,302 |
-42 |
Jun11 |
110322 |
101.300 |
101.600 |
100.550 |
101.450 |
+0.470 |
12,200 |
85,050 |
+1,088 |
Jul11 |
110322 |
101.250 |
101.350 |
100.330 |
101.100 |
+0.050 |
3,469 |
29,523 |
-539 |
Aug11 |
110322 |
100.980 |
101.230 |
99.950 |
100.535 |
-0.265 |
3,055 |
30,332 |
-85 |
Oct11 |
110322 |
90.480 |
90.700 |
89.400 |
90.650 |
+0.250 |
1,965 |
21,612 |
+260 |
Dec11 |
110322 |
86.200 |
86.450 |
85.100 |
86.230 |
-0.370 |
1,435 |
14,088 |
+227 |
Feb12 |
110322 |
86.635 |
86.800 |
85.900 |
86.450 |
+0.250 |
223 |
3,019 |
+61 |
Total Volume and Open Interest |
34,270 |
212,769 |
-1,089 |
Class III Milk(CME) |
Mar11 |
110322 |
19.41 |
19.48 |
19.40 |
19.46 |
unch |
64 |
7,202 |
+7,202 |
Apr11 |
110322 |
16.55 |
16.60 |
16.33 |
16.44 |
-0.10 |
361 |
5,615 |
-73 |
May11 |
110322 |
16.40 |
16.43 |
16.09 |
16.18 |
-0.25 |
449 |
5,014 |
+30 |
Jun11 |
110322 |
16.45 |
16.50 |
16.21 |
16.38 |
-0.12 |
238 |
3,988 |
+6 |
Jul11 |
110322 |
16.95 |
17.16 |
16.90 |
17.10 |
+0.15 |
121 |
2,865 |
+62 |
Total Volume and Open Interest |
1,439 |
38,569 |
+153 |
Cocoa(ICE) |
May11 |
110322 |
3150 |
3265 |
3150 |
3263 |
+74 |
16,375 |
66,691 |
+865 |
Jul11 |
110322 |
3187 |
3264 |
3176 |
3261 |
+72 |
4,042 |
31,737 |
+893 |
Sep11 |
110322 |
3195 |
3262 |
3187 |
3261 |
+69 |
753 |
14,982 |
+76 |
Dec11 |
110322 |
3205 |
3268 |
3192 |
3268 |
+71 |
1,070 |
17,763 |
+69 |
Mar12 |
110322 |
3248 |
3306 |
3236 |
3306 |
+63 |
144 |
23,227 |
+85 |
May12 |
110322 |
3254 |
3303 |
3253 |
3303 |
+66 |
50 |
5,097 |
+50 |
Jul12 |
110322 |
3305 |
3305 |
3305 |
3305 |
+67 |
0 |
544 |
+0 |
Total Volume and Open Interest |
22,468 |
164,296 |
+2,028 |
Coffee "C"(ICE) |
Mar11 |
110321 |
278.30 |
278.30 |
275.75 |
275.75 |
-1.05 |
16 |
88 |
-34 |
May11 |
110322 |
277.05 |
277.70 |
268.15 |
273.45 |
-3.55 |
8,656 |
68,707 |
-762 |
Jul11 |
110322 |
279.15 |
279.80 |
270.50 |
275.70 |
-3.45 |
2,164 |
24,662 |
+760 |
Sep11 |
110322 |
280.55 |
281.45 |
272.60 |
277.55 |
-3.45 |
790 |
9,732 |
+66 |
Dec11 |
110322 |
282.00 |
282.00 |
273.85 |
278.75 |
-3.25 |
284 |
14,339 |
-23 |
Mar12 |
110322 |
278.35 |
278.80 |
273.75 |
276.75 |
-3.05 |
48 |
2,569 |
-14 |
Total Volume and Open Interest |
12,063 |
121,460 |
+72 |
Orange Juice(ICE) |
May11 |
110322 |
158.00 |
159.00 |
153.10 |
158.20 |
+0.15 |
1,057 |
22,101 |
-203 |
Jul11 |
110322 |
156.90 |
157.00 |
151.95 |
156.75 |
-0.15 |
290 |
3,696 |
+209 |
Sep11 |
110322 |
156.45 |
156.45 |
151.35 |
156.15 |
-0.25 |
25 |
829 |
+16 |
Nov11 |
110322 |
154.00 |
154.70 |
148.50 |
153.80 |
-0.95 |
67 |
675 |
-2 |
Jan12 |
110322 |
153.50 |
153.65 |
148.45 |
153.65 |
-0.35 |
49 |
59 |
+24 |
Mar12 |
110322 |
153.70 |
153.70 |
153.70 |
153.70 |
-0.30 |
0 |
40 |
+0 |
Total Volume and Open Interest |
1,488 |
27,407 |
+44 |
Sugar #11(ICE) |
May11 |
110322 |
27.41 |
27.51 |
26.37 |
27.16 |
-0.32 |
29,115 |
215,000 |
-2,433 |
Jul11 |
110322 |
25.30 |
25.37 |
24.50 |
25.25 |
-0.08 |
12,353 |
171,280 |
+718 |
Oct11 |
110322 |
24.40 |
24.40 |
23.42 |
24.10 |
-0.07 |
5,401 |
82,384 |
-539 |
Mar12 |
110322 |
23.54 |
23.65 |
22.98 |
23.60 |
-0.02 |
2,360 |
59,291 |
-81 |
May12 |
110322 |
22.84 |
22.96 |
22.35 |
22.94 |
-0.03 |
624 |
16,648 |
+116 |
Total Volume and Open Interest |
50,518 |
587,312 |
-2,200 |
London Cocoa(LCE) |
May11 |
110322 |
2048 |
2092 |
2036 |
2089 |
+39 |
12,368 |
54,516 |
-605 |
Jul11 |
110322 |
2049 |
2086 |
2036 |
2085 |
+34 |
7,830 |
39,700 |
+2,038 |
Sep11 |
110322 |
2055 |
2088 |
2041 |
2086 |
+30 |
2,416 |
23,573 |
-518 |
Dec11 |
110322 |
2061 |
2095 |
2049 |
2093 |
+30 |
4,157 |
32,777 |
+803 |
Mar12 |
110322 |
2064 |
2103 |
2060 |
2101 |
+33 |
845 |
25,881 |
+151 |
May12 |
110322 |
2069 |
2104 |
2067 |
2104 |
+32 |
412 |
6,012 |
+357 |
Jul12 |
110322 |
2066 |
2104 |
2058 |
2104 |
+32 |
92 |
2,646 |
-26 |
Total Volume and Open Interest |
28,206 |
192,299 |
+2,207 |
London Sugar(LCE) |
May11 |
110322 |
703.10 |
708.00 |
684.00 |
700.40 |
-5.90 |
2,899 |
23,983 |
+40 |
Aug11 |
110322 |
667.90 |
670.10 |
650.30 |
666.00 |
-3.60 |
1,585 |
18,919 |
+555 |
Oct11 |
110322 |
640.60 |
641.10 |
628.40 |
640.50 |
-0.20 |
117 |
4,125 |
+65 |
Dec11 |
110322 |
626.20 |
626.20 |
610.40 |
625.00 |
-1.30 |
23 |
1,503 |
+20 |
Mar12 |
110322 |
616.50 |
617.20 |
605.00 |
617.20 |
-2.30 |
34 |
1,243 |
+29 |
Total Volume and Open Interest |
4,870 |
50,594 |
+900 |
Cotton(ICE) |
May11 |
110322 |
200.50 |
205.96 |
197.43 |
205.96 |
+7.00 |
8,530 |
70,406 |
-232 |
Jul11 |
110322 |
190.85 |
196.90 |
188.50 |
196.90 |
+7.00 |
5,430 |
39,893 |
+282 |
Oct11 |
110322 |
150.10 |
153.19 |
150.10 |
153.19 |
+4.75 |
2 |
419 |
+1 |
Dec11 |
110322 |
124.60 |
128.70 |
122.57 |
128.27 |
+3.90 |
2,783 |
53,781 |
+42 |
Mar12 |
110322 |
116.00 |
121.27 |
116.00 |
121.27 |
+3.85 |
329 |
4,445 |
+104 |
May12 |
110322 |
112.70 |
115.35 |
111.99 |
115.08 |
+2.75 |
18 |
1,153 |
-2 |
Total Volume and Open Interest |
17,099 |
173,119 |
+194 |
Lumber(CME) |
May11 |
110322 |
318.0 |
318.0 |
313.8 |
315.5 |
-8.3 |
582 |
5,791 |
-17 |
Jul11 |
110322 |
332.2 |
333.0 |
327.6 |
331.9 |
-5.2 |
173 |
2,730 |
+22 |
Sep11 |
110322 |
335.5 |
335.5 |
331.1 |
335.4 |
-5.0 |
103 |
464 |
+76 |
Nov11 |
110322 |
325.8 |
326.0 |
325.8 |
326.0 |
-5.1 |
7 |
57 |
+7 |
Total Volume and Open Interest |
865 |
9,042 |
+88 |
Crude Oil(NYM) |
Apr11 |
110322 |
102.10 |
104.54 |
101.43 |
104.00 |
+1.67 |
217,675 |
59,928 |
-31,467 |
May11 |
110322 |
102.74 |
105.18 |
102.10 |
104.97 |
+1.88 |
227,003 |
352,160 |
+8,286 |
Jun11 |
110322 |
103.72 |
105.71 |
102.74 |
105.52 |
+1.80 |
72,774 |
151,839 |
-193 |
Jul11 |
110322 |
104.19 |
106.17 |
103.29 |
106.00 |
+1.72 |
20,348 |
91,858 |
+2,164 |
Aug11 |
110322 |
104.52 |
106.41 |
103.74 |
106.27 |
+1.66 |
9,554 |
40,779 |
+118 |
Sep11 |
110322 |
104.68 |
106.75 |
103.96 |
106.46 |
+1.60 |
12,230 |
60,381 |
-23 |
Oct11 |
110322 |
105.10 |
106.56 |
104.52 |
106.56 |
+1.56 |
11,029 |
32,547 |
-824 |
Nov11 |
110322 |
104.57 |
106.62 |
104.42 |
106.62 |
+1.53 |
8,801 |
32,500 |
+987 |
Dec11 |
110322 |
104.90 |
106.81 |
104.25 |
106.65 |
+1.49 |
44,785 |
177,004 |
+988 |
Jan12 |
110322 |
104.59 |
106.52 |
104.35 |
106.52 |
+1.48 |
3,117 |
35,031 |
-95 |
Feb12 |
110322 |
105.76 |
106.32 |
105.76 |
106.32 |
+1.47 |
1,917 |
15,552 |
-518 |
Mar12 |
110322 |
104.70 |
106.08 |
104.30 |
106.08 |
+1.45 |
2,046 |
24,836 |
+882 |
Apr12 |
110322 |
105.78 |
105.78 |
105.78 |
105.78 |
+1.41 |
1,185 |
9,668 |
+104 |
May12 |
110322 |
105.48 |
105.48 |
105.48 |
105.48 |
+1.39 |
1,028 |
10,592 |
-102 |
Jun12 |
110322 |
103.33 |
105.21 |
103.30 |
105.21 |
+1.36 |
7,188 |
56,550 |
+228 |
Jul12 |
110322 |
104.90 |
104.90 |
104.90 |
104.90 |
+1.34 |
769 |
11,685 |
+384 |
Total Volume and Open Interest |
675,773 |
1,528,587 |
-11,649 |
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 |
110322 |
103.500 |
105.650 |
102.725 |
105.525 |
+1.800 |
259 |
440 |
+15 |
Jul11 |
110322 |
103.950 |
106.000 |
103.450 |
106.000 |
+1.725 |
14 |
155 |
+6 |
Aug11 |
110322 |
105.175 |
106.275 |
105.175 |
106.275 |
+1.675 |
16 |
22 |
+12 |
Sep11 |
110322 |
105.000 |
106.450 |
105.000 |
106.450 |
+1.600 |
4 |
15 |
+3 |
Oct11 |
110322 |
106.550 |
106.550 |
106.550 |
106.550 |
+1.550 |
1 |
35 |
-1 |
Nov11 |
110322 |
106.625 |
106.625 |
106.625 |
106.625 |
+1.525 |
0 |
13 |
+0 |
Dec11 |
110322 |
104.350 |
106.650 |
104.350 |
106.650 |
+1.500 |
28 |
224 |
+0 |
Total Volume and Open Interest |
17,205 |
5,214 |
+129 |
Heating Oil(NYM) |
Apr11 |
110322 |
304.63 |
309.00 |
303.74 |
307.62 |
+2.37 |
41,584 |
49,110 |
-5,183 |
May11 |
110322 |
306.28 |
310.52 |
305.00 |
309.21 |
+2.49 |
28,849 |
80,867 |
+365 |
Jun11 |
110322 |
308.61 |
311.81 |
306.70 |
310.66 |
+2.48 |
27,911 |
54,532 |
-639 |
Jul11 |
110322 |
309.00 |
312.97 |
308.05 |
312.14 |
+2.55 |
7,036 |
25,007 |
-405 |
Aug11 |
110322 |
310.44 |
314.47 |
309.58 |
313.61 |
+2.63 |
2,872 |
17,171 |
-122 |
Sep11 |
110322 |
311.44 |
315.72 |
311.14 |
315.08 |
+2.70 |
3,401 |
14,781 |
+71 |
Oct11 |
110322 |
313.49 |
316.95 |
312.50 |
316.51 |
+2.78 |
1,598 |
6,603 |
+37 |
Nov11 |
110322 |
317.40 |
317.96 |
317.40 |
317.96 |
+2.85 |
982 |
6,528 |
+117 |
Dec11 |
110322 |
316.58 |
319.84 |
314.97 |
319.16 |
+2.93 |
9,335 |
25,875 |
-1,956 |
Jan12 |
110322 |
319.74 |
320.29 |
319.74 |
320.29 |
+3.04 |
1,033 |
7,372 |
+109 |
Feb12 |
110322 |
320.31 |
320.31 |
320.31 |
320.31 |
+3.11 |
641 |
2,871 |
+604 |
Mar12 |
110322 |
318.89 |
318.89 |
318.89 |
318.89 |
+3.19 |
149 |
1,657 |
+75 |
Total Volume and Open Interest |
127,735 |
305,277 |
-6,422 |
Gasoline(NYMEX) |
Apr11 |
110322 |
299.27 |
302.26 |
297.41 |
300.45 |
+0.71 |
27,367 |
44,717 |
-2,529 |
May11 |
110322 |
299.91 |
303.29 |
298.56 |
301.36 |
+0.76 |
24,555 |
76,976 |
+434 |
Jun11 |
110322 |
299.45 |
302.29 |
297.55 |
300.61 |
+1.05 |
11,572 |
40,556 |
+229 |
Jul11 |
110322 |
297.18 |
300.50 |
296.57 |
299.44 |
+1.40 |
6,584 |
21,765 |
+605 |
Aug11 |
110322 |
296.10 |
297.72 |
294.70 |
297.72 |
+1.71 |
3,286 |
11,679 |
-137 |
Sep11 |
110322 |
292.50 |
295.40 |
291.60 |
295.24 |
+1.97 |
4,348 |
13,011 |
-3 |
Oct11 |
110322 |
280.08 |
282.60 |
280.08 |
282.48 |
+1.97 |
3,892 |
10,932 |
+1,088 |
Nov11 |
110322 |
279.35 |
279.74 |
277.79 |
279.74 |
+1.96 |
2,764 |
4,557 |
-512 |
Dec11 |
110322 |
276.89 |
278.98 |
275.50 |
278.70 |
+1.93 |
2,516 |
23,030 |
-531 |
Jan12 |
110322 |
278.28 |
278.94 |
276.89 |
278.94 |
+1.89 |
102 |
4,756 |
+9 |
Total Volume and Open Interest |
87,097 |
268,459 |
-1,322 |
e-miNY RBOB Gasoline(NYM) |
Apr11 |
110322 |
300.50 |
300.50 |
300.45 |
300.50 |
+0.80 |
0 |
2 |
+0 |
May11 |
110322 |
301.40 |
301.40 |
301.36 |
301.40 |
+0.80 |
0 |
1 |
+0 |
Jun11 |
110322 |
300.60 |
300.61 |
300.60 |
300.60 |
+1.00 |
0 |
1 |
+0 |
Jul11 |
110322 |
299.40 |
299.44 |
299.40 |
299.40 |
+1.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Apr11 |
110322 |
4.156 |
4.269 |
4.151 |
4.254 |
+0.093 |
132,753 |
78,318 |
-13,147 |
May11 |
110322 |
4.235 |
4.345 |
4.229 |
4.331 |
+0.090 |
90,659 |
264,468 |
+5,813 |
Jun11 |
110322 |
4.316 |
4.407 |
4.299 |
4.396 |
+0.083 |
23,129 |
63,877 |
-1,417 |
Jul11 |
110322 |
4.382 |
4.472 |
4.378 |
4.463 |
+0.080 |
18,031 |
83,177 |
+2,882 |
Aug11 |
110322 |
4.410 |
4.497 |
4.410 |
4.493 |
+0.078 |
7,005 |
31,492 |
+452 |
Sep11 |
110322 |
4.464 |
4.506 |
4.435 |
4.502 |
+0.076 |
9,743 |
44,508 |
-651 |
Oct11 |
110322 |
4.478 |
4.557 |
4.478 |
4.553 |
+0.075 |
14,751 |
71,806 |
-756 |
Nov11 |
110322 |
4.646 |
4.718 |
4.646 |
4.717 |
+0.071 |
6,040 |
31,691 |
+808 |
Dec11 |
110322 |
4.895 |
4.961 |
4.895 |
4.961 |
+0.069 |
4,021 |
27,021 |
+330 |
Jan12 |
110322 |
5.060 |
5.092 |
5.027 |
5.092 |
+0.067 |
7,596 |
60,081 |
+117 |
Feb12 |
110322 |
5.060 |
5.080 |
5.017 |
5.080 |
+0.067 |
1,138 |
13,330 |
+348 |
Mar12 |
110322 |
5.000 |
5.019 |
4.957 |
5.018 |
+0.067 |
3,134 |
27,166 |
-100 |
Apr12 |
110322 |
4.840 |
4.861 |
4.807 |
4.861 |
+0.062 |
2,132 |
25,066 |
+105 |
May12 |
110322 |
4.838 |
4.885 |
4.838 |
4.885 |
+0.060 |
148 |
6,168 |
+34 |
Jun12 |
110322 |
4.860 |
4.918 |
4.858 |
4.918 |
+0.062 |
100 |
4,473 |
-2 |
Jul12 |
110322 |
4.910 |
4.960 |
4.910 |
4.960 |
+0.060 |
83 |
4,116 |
-2 |
Total Volume and Open Interest |
322,738 |
908,572 |
-4,924 |
Brent Crude Oil(ICE) |
May11 |
110322 |
114.98 |
116.09 |
114.15 |
115.70 |
+0.74 |
235,366 |
191,008 |
+5,264 |
Jun11 |
110322 |
114.85 |
116.04 |
114.14 |
115.64 |
+0.73 |
125,777 |
198,926 |
+13,038 |
Jul11 |
110322 |
114.69 |
115.87 |
114.00 |
115.45 |
+0.71 |
39,804 |
54,161 |
-361 |
Aug11 |
110322 |
114.53 |
115.54 |
113.82 |
115.20 |
+0.73 |
17,519 |
29,548 |
-123 |
Sep11 |
110322 |
114.20 |
115.24 |
113.52 |
114.91 |
+0.77 |
12,798 |
33,892 |
-247 |
Oct11 |
110322 |
113.87 |
114.91 |
113.23 |
114.64 |
+0.80 |
8,362 |
23,018 |
-417 |
Nov11 |
110322 |
113.54 |
114.59 |
112.97 |
114.35 |
+0.82 |
5,944 |
18,717 |
+148 |
Dec11 |
110322 |
113.37 |
114.41 |
112.60 |
114.07 |
+0.84 |
36,457 |
100,710 |
-601 |
Jan12 |
110322 |
112.84 |
113.98 |
112.84 |
113.81 |
+0.86 |
2,680 |
22,943 |
+62 |
Feb12 |
110322 |
113.54 |
113.54 |
113.54 |
113.54 |
+0.87 |
2,205 |
13,369 |
-223 |
Mar12 |
110322 |
113.27 |
113.27 |
113.27 |
113.27 |
+0.89 |
3,576 |
18,156 |
+1,274 |
Apr12 |
110322 |
112.93 |
112.93 |
112.93 |
112.93 |
+0.90 |
569 |
5,252 |
+34 |
May12 |
110322 |
112.55 |
112.55 |
112.55 |
112.55 |
+0.90 |
501 |
3,589 |
+137 |
Jun12 |
110322 |
111.24 |
112.30 |
111.01 |
112.16 |
+0.90 |
2,956 |
30,863 |
+139 |
Total Volume and Open Interest |
507,103 |
854,484 |
+19,783 |
Gas Oil(ICE) |
Apr11 |
110322 |
975.00 |
988.25 |
971.25 |
987.50 |
+9.25 |
74,650 |
118,180 |
-7,684 |
May11 |
110322 |
974.25 |
987.75 |
971.00 |
986.75 |
+9.25 |
81,284 |
115,852 |
+1,421 |
Jun11 |
110322 |
977.00 |
986.75 |
971.00 |
986.50 |
+9.50 |
55,141 |
66,339 |
-496 |
Jul11 |
110322 |
972.75 |
988.50 |
972.50 |
988.25 |
+9.75 |
19,912 |
31,916 |
-462 |
Aug11 |
110322 |
974.75 |
990.50 |
974.75 |
990.25 |
+9.75 |
10,499 |
25,431 |
-1,755 |
Sep11 |
110322 |
976.75 |
992.00 |
976.75 |
992.00 |
+9.75 |
12,248 |
35,914 |
-3,121 |
Oct11 |
110322 |
980.00 |
992.75 |
977.75 |
992.75 |
+10.00 |
5,781 |
25,218 |
+1,149 |
Nov11 |
110322 |
976.75 |
992.50 |
976.75 |
992.25 |
+10.00 |
5,164 |
19,578 |
-198 |
Dec11 |
110322 |
982.00 |
992.75 |
976.50 |
992.00 |
+10.00 |
19,466 |
54,249 |
+640 |
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 |
110322 |
2.460 |
2.498 |
2.460 |
2.488 |
+0.001 |
149 |
705 |
-54 |
May11 |
110322 |
2.465 |
2.490 |
2.453 |
2.479 |
-0.002 |
147 |
858 |
+40 |
Jun11 |
110322 |
2.435 |
2.491 |
2.435 |
2.480 |
unch |
112 |
1,071 |
+7 |
Jul11 |
110322 |
2.475 |
2.482 |
2.444 |
2.479 |
+0.005 |
73 |
1,314 |
-1 |
Aug11 |
110322 |
2.453 |
2.465 |
2.425 |
2.456 |
+0.002 |
55 |
713 |
-15 |
Sep11 |
110322 |
2.370 |
2.392 |
2.370 |
2.383 |
+0.006 |
22 |
1,016 |
+0 |
Oct11 |
110322 |
2.275 |
2.296 |
2.275 |
2.295 |
-0.001 |
7 |
607 |
-4 |
Total Volume and Open Interest |
667 |
7,881 |
-31 |
WTI Crude Oil(ICE |
May11 |
110322 |
103.05 |
105.17 |
102.09 |
104.97 |
+1.88 |
58,136 |
91,307 |
-220 |
Jun11 |
110322 |
103.96 |
105.69 |
102.72 |
105.52 |
+1.80 |
21,981 |
75,500 |
+933 |
Jul11 |
110322 |
104.32 |
106.08 |
103.32 |
106.00 |
+1.72 |
7,763 |
35,372 |
+908 |
Aug11 |
110322 |
104.19 |
106.35 |
103.82 |
106.27 |
+1.66 |
3,821 |
17,120 |
+142 |
Sep11 |
110322 |
104.42 |
106.53 |
104.13 |
106.46 |
+1.60 |
2,973 |
28,527 |
+689 |
Oct11 |
110322 |
104.55 |
106.62 |
104.22 |
106.56 |
+1.56 |
2,253 |
18,133 |
+363 |
Nov11 |
110322 |
104.70 |
106.66 |
104.43 |
106.62 |
+1.53 |
2,349 |
14,423 |
-472 |
Dec11 |
110322 |
104.74 |
106.80 |
104.25 |
106.65 |
+1.49 |
14,701 |
95,403 |
-940 |
Jan12 |
110322 |
104.74 |
106.52 |
104.74 |
106.52 |
+1.48 |
536 |
10,568 |
+82 |
Feb12 |
110322 |
106.32 |
106.32 |
106.32 |
106.32 |
+1.47 |
155 |
2,394 |
-29 |
Mar12 |
110322 |
106.08 |
106.08 |
106.08 |
106.08 |
+1.45 |
309 |
5,070 |
+12 |
Apr12 |
110322 |
105.78 |
105.78 |
105.78 |
105.78 |
+1.41 |
233 |
3,080 |
+0 |
May12 |
110322 |
105.48 |
105.48 |
105.48 |
105.48 |
+1.39 |
288 |
1,358 |
+71 |
Jun12 |
110322 |
103.52 |
105.21 |
103.11 |
105.21 |
+1.36 |
1,809 |
23,715 |
-208 |
Jul12 |
110322 |
104.90 |
104.90 |
104.90 |
104.90 |
+1.34 |
15 |
585 |
+3 |
Aug12 |
110322 |
104.60 |
104.60 |
104.60 |
104.60 |
+1.32 |
18 |
314 |
+0 |
Total Volume and Open Interest |
153,210 |
535,760 |
-1,673 |
US Dollar Index(ICE) |
Jun11 |
110322 |
75.705 |
75.805 |
75.505 |
75.673 |
+0.018 |
25,155 |
52,133 |
-1,045 |
Sep11 |
110322 |
76.055 |
76.205 |
75.955 |
76.082 |
-0.003 |
42 |
538 |
+28 |
Dec11 |
110322 |
76.442 |
76.442 |
76.442 |
76.442 |
-0.003 |
0 |
1 |
+0 |
Total Volume and Open Interest |
25,197 |
52,672 |
-1,017 |
Australian Dollar(CME) |
Jun11 |
110322 |
99.59 |
100.26 |
99.35 |
100.15 |
+0.60 |
133,316 |
95,849 |
+2,016 |
Sep11 |
110322 |
98.39 |
99.05 |
98.22 |
98.96 |
+0.61 |
29 |
178 |
+0 |
Dec11 |
110322 |
97.86 |
97.86 |
97.26 |
97.86 |
+0.60 |
0 |
54 |
+0 |
Total Volume and Open Interest |
133,345 |
96,081 |
+2,016 |
British Pound(CME) |
Jun11 |
110322 |
162.83 |
163.85 |
162.77 |
163.65 |
+0.63 |
123,635 |
99,861 |
+4,153 |
Sep11 |
110322 |
163.07 |
163.50 |
162.77 |
163.37 |
+0.60 |
20 |
34 |
+3 |
Dec11 |
110322 |
163.00 |
163.06 |
162.49 |
163.06 |
+0.57 |
0 |
38 |
+0 |
Total Volume and Open Interest |
123,655 |
99,935 |
+4,156 |
Canadian Dollar(CME) |
Jun11 |
110322 |
102.00 |
102.40 |
101.66 |
101.93 |
-0.09 |
73,358 |
115,150 |
-860 |
Sep11 |
110322 |
102.12 |
102.12 |
101.50 |
101.68 |
-0.09 |
68 |
2,288 |
-44 |
Dec11 |
110322 |
101.75 |
101.75 |
101.31 |
101.40 |
-0.09 |
28 |
2,088 |
+7 |
Mar12 |
110322 |
101.44 |
101.44 |
101.09 |
101.09 |
-0.09 |
5 |
174 |
+3 |
Total Volume and Open Interest |
73,461 |
119,711 |
-894 |
Japanese Yen(CME) |
Jun11 |
110322 |
123.43 |
123.76 |
123.10 |
123.63 |
+0.21 |
267,799 |
118,988 |
-352 |
Sep11 |
110322 |
123.34 |
123.84 |
123.31 |
123.77 |
+0.21 |
596 |
599 |
+53 |
Dec11 |
110322 |
123.75 |
123.95 |
123.74 |
123.95 |
+0.21 |
74 |
78 |
-5 |
Total Volume and Open Interest |
268,469 |
119,673 |
-304 |
Swiss Franc(CME) |
Jun11 |
110322 |
110.62 |
111.02 |
110.48 |
110.81 |
+0.21 |
47,977 |
56,945 |
-1,597 |
Sep11 |
110322 |
110.66 |
111.00 |
110.66 |
110.89 |
+0.21 |
15 |
40 |
+6 |
Dec11 |
110322 |
110.96 |
110.96 |
110.74 |
110.96 |
+0.22 |
0 |
11 |
+0 |
Total Volume and Open Interest |
47,992 |
56,997 |
-1,591 |
EuroFX(CME) |
Jun11 |
110322 |
141.97 |
142.29 |
141.59 |
141.85 |
-0.22 |
289,168 |
190,850 |
+3,428 |
Sep11 |
110322 |
141.66 |
141.88 |
141.25 |
141.52 |
-0.22 |
432 |
857 |
-90 |
Dec11 |
110322 |
141.15 |
141.37 |
141.15 |
141.15 |
-0.22 |
25 |
71 |
-7 |
Total Volume and Open Interest |
289,630 |
192,068 |
+3,336 |
Mexican Peso(CME) |
Apr11 |
110322 |
834.5 |
834.5 |
834.2 |
834.5 |
+0.2 |
|
|
|
May11 |
110322 |
831.0 |
831.0 |
830.8 |
831.0 |
+0.2 |
|
|
|
Total Volume and Open Interest |
29,760 |
126,019 |
-7,490 |
30-Year T-Bonds(CBOT) |
Mar11 |
110322 |
122~300 |
123~030 |
122~200 |
122~300 |
-0~040 |
|
|
|
Jun11 |
110322 |
121~130 |
121~210 |
120~300 |
121~150 |
unch |
283,794 |
584,361 |
-848 |
Sep11 |
110322 |
120~010 |
120~010 |
120~000 |
120~000 |
unch |
4 |
10 |
+0 |
Total Volume and Open Interest |
287,351 |
588,410 |
-2,464 |
10-Year T-Notes(CBOT) |
Mar11 |
110322 |
121~185 |
121~190 |
121~040 |
121~065 |
-0~105 |
5,415 |
9,533 |
-3,626 |
Jun11 |
110322 |
120~045 |
120~080 |
119~255 |
120~015 |
-0~050 |
1,091,691 |
1,568,730 |
-16,188 |
Sep11 |
110322 |
118~185 |
118~265 |
118~185 |
118~195 |
-0~070 |
0 |
36 |
+0 |
Total Volume and Open Interest |
1,097,106 |
1,578,303 |
-19,814 |
5-Year T-Notes(CBOT) |
Mar11 |
110322 |
118~037 |
118~061 |
118~028 |
118~047 |
-0~014 |
4,198 |
9,168 |
-1,128 |
Jun11 |
110322 |
117~078 |
117~087 |
117~044 |
117~069 |
-0~015 |
590,758 |
1,176,494 |
+22,769 |
Sep11 |
110322 |
116~085 |
116~100 |
116~085 |
116~085 |
-0~015 |
|
|
|
Total Volume and Open Interest |
594,956 |
1,185,662 |
+21,641 |
2 Year T-Notes(CBOT) |
Mar11 |
110322 |
109~073 |
109~080 |
109~071 |
109~075 |
-0~005 |
598 |
8,013 |
-415 |
Jun11 |
110322 |
109~041 |
109~044 |
109~030 |
109~037 |
-0~005 |
227,073 |
891,808 |
+5,021 |
Sep11 |
110322 |
108~120 |
109~001 |
108~120 |
109~001 |
-0~005 |
|
|
|
Total Volume and Open Interest |
227,671 |
899,821 |
+4,606 |
Eurodollars(CME) |
Jun11 |
110322 |
99.625 |
99.630 |
99.615 |
99.620 |
-0.005 |
131,535 |
1,160,904 |
-771 |
Sep11 |
110322 |
99.555 |
99.555 |
99.530 |
99.540 |
-0.015 |
135,592 |
1,325,394 |
+7,308 |
Dec11 |
110322 |
99.440 |
99.445 |
99.415 |
99.425 |
-0.020 |
170,559 |
1,392,334 |
-2,537 |
Mar12 |
110322 |
99.240 |
99.245 |
99.205 |
99.230 |
-0.020 |
213,999 |
1,315,191 |
-629 |
Jun12 |
110322 |
98.950 |
98.955 |
98.900 |
98.940 |
-0.015 |
283,080 |
948,817 |
+33,328 |
Sep12 |
110322 |
98.600 |
98.615 |
98.550 |
98.600 |
-0.015 |
220,965 |
613,805 |
+10,380 |
Dec12 |
110322 |
98.265 |
98.285 |
98.215 |
98.275 |
-0.015 |
210,054 |
472,543 |
+3,820 |
Mar13 |
110322 |
97.985 |
98.005 |
97.930 |
97.990 |
-0.020 |
184,276 |
301,636 |
+12,832 |
Jun13 |
110322 |
97.710 |
97.730 |
97.655 |
97.715 |
-0.025 |
107,524 |
198,838 |
+2,299 |
Sep13 |
110322 |
97.455 |
97.475 |
97.400 |
97.455 |
-0.030 |
76,011 |
200,525 |
+473 |
Dec13 |
110322 |
97.210 |
97.225 |
97.150 |
97.205 |
-0.035 |
70,043 |
174,473 |
+584 |
Mar14 |
110322 |
96.990 |
97.000 |
96.930 |
96.980 |
-0.035 |
60,743 |
140,040 |
+852 |
Jun14 |
110322 |
96.760 |
96.775 |
96.705 |
96.755 |
-0.035 |
20,708 |
100,667 |
-1,330 |
Sep14 |
110322 |
96.540 |
96.555 |
96.490 |
96.535 |
-0.035 |
18,764 |
58,557 |
+807 |
Dec14 |
110322 |
96.315 |
96.335 |
96.270 |
96.315 |
-0.030 |
17,448 |
70,851 |
-438 |
Mar15 |
110322 |
96.130 |
96.135 |
96.080 |
96.125 |
-0.025 |
15,924 |
53,006 |
-916 |
Jun15 |
110322 |
4.180 |
4.195 |
4.145 |
4.190 |
-0.020 |
9,323 |
32,869 |
-91 |
Sep15 |
110322 |
4.010 |
4.030 |
3.980 |
4.020 |
-0.015 |
11,517 |
37,121 |
+959 |
Total Volume and Open Interest |
1,993,515 |
8,795,532 |
+69,686 |
30 Day Federal Funds(CBOT) |
Mar11 |
110322 |
99.857 |
99.857 |
99.855 |
99.857 |
unch |
15,826 |
84,138 |
-219 |
Apr11 |
110322 |
99.860 |
99.860 |
99.855 |
99.860 |
unch |
9,302 |
68,263 |
+1,846 |
May11 |
110322 |
99.860 |
99.860 |
99.855 |
99.860 |
unch |
5,696 |
71,166 |
+1,050 |
Jun11 |
110322 |
99.855 |
99.855 |
99.850 |
99.855 |
unch |
3,871 |
43,506 |
-518 |
Jul11 |
110322 |
99.840 |
99.845 |
99.840 |
99.845 |
unch |
581 |
46,563 |
-171 |
Aug11 |
110322 |
99.820 |
99.825 |
99.815 |
99.825 |
unch |
476 |
37,966 |
+71 |
Total Volume and Open Interest |
45,058 |
659,726 |
+3,336 |
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 |
110322 |
99.673 |
99.673 |
99.673 |
99.673 |
+0.018 |
0 |
150 |
+0 |
Sep11 |
110322 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.022 |
|
|
|
Dec11 |
110322 |
99.655 |
99.655 |
99.655 |
99.655 |
+0.022 |
0 |
75 |
+0 |
Mar12 |
110322 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.030 |
|
|
|
Jun12 |
110322 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.030 |
|
|
|
Sep12 |
110322 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.030 |
|
|
|
Dec12 |
110322 |
99.520 |
99.520 |
99.520 |
99.520 |
+0.030 |
|
|
|
Mar13 |
110322 |
99.520 |
99.520 |
99.520 |
99.520 |
+0.030 |
|
|
|
Jun13 |
110322 |
99.475 |
99.475 |
99.475 |
99.475 |
+0.030 |
|
|
|
Sep13 |
110322 |
99.335 |
99.335 |
99.335 |
99.335 |
+0.030 |
|
|
|
Total Volume and Open Interest |
0 |
225 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110322 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.02 |
0 |
2,946 |
+0 |
Sep11 |
110322 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.02 |
0 |
866 |
+0 |
Dec11 |
110322 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.02 |
0 |
1,936 |
+0 |
Mar12 |
110322 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.03 |
200 |
1,532 |
+0 |
Jun12 |
110322 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.03 |
0 |
754 |
+0 |
Sep12 |
110322 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.03 |
0 |
310 |
+0 |
Dec12 |
110322 |
99.55 |
99.55 |
99.52 |
99.52 |
+0.03 |
0 |
4 |
+0 |
Mar13 |
110322 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.03 |
0 |
1 |
+0 |
Total Volume and Open Interest |
200 |
8,349 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110322 |
139.44 |
139.53 |
139.23 |
139.30 |
-0.50 |
3,377 |
12,102 |
-259 |
Sep11 |
110322 |
138.40 |
138.40 |
138.40 |
138.40 |
-0.50 |
1 |
1 |
+0 |
Dec11 |
110322 |
136.31 |
136.31 |
136.31 |
136.31 |
-0.50 |
|
|
|
Total Volume and Open Interest |
3,378 |
12,103 |
-270 |
Euro-Bund(EUREX) |
Jun11 |
110322 |
122.18 |
122.24 |
121.79 |
122.02 |
-0.15 |
881,712 |
1,181,684 |
-74,383 |
Sep11 |
110322 |
121.72 |
121.73 |
121.56 |
121.66 |
-0.14 |
192 |
346 |
-153 |
Dec11 |
110322 |
121.42 |
121.42 |
121.42 |
121.42 |
-0.43 |
|
|
|
Total Volume and Open Interest |
881,904 |
1,182,030 |
-74,536 |
Euro-Bobl(EUREX) |
Jun11 |
110322 |
115.08 |
115.14 |
114.85 |
115.04 |
-0.03 |
537,973 |
1,010,693 |
+55,899 |
Sep11 |
110322 |
114.46 |
114.46 |
114.46 |
114.46 |
-0.02 |
2 |
4,717 |
+249 |
Dec11 |
110322 |
114.49 |
114.49 |
114.49 |
114.49 |
-0.03 |
|
|
|
Total Volume and Open Interest |
537,975 |
1,015,410 |
+56,148 |
3-Mth Euribor(EUREX) |
Mar11 |
110314 |
98.830 |
98.830 |
98.825 |
98.825 |
unch |
564 |
5,430 |
-114 |
Jun11 |
110322 |
98.450 |
98.460 |
98.450 |
98.455 |
+0.010 |
421 |
12,465 |
+570 |
Sep11 |
110322 |
98.155 |
98.175 |
98.155 |
98.175 |
+0.010 |
398 |
2,854 |
-10 |
Total Volume and Open Interest |
820 |
23,152 |
+563 |
Long Gilt(LIFFE) |
Mar11 |
110318 |
120~00 |
120~00 |
119~24 |
119~29 |
+0~15 |
1,841 |
1,162 |
-1,839 |
Jun11 |
110322 |
118~08 |
118~09 |
117~15 |
117~26 |
-0~18 |
103,838 |
295,028 |
+4,519 |
Total Volume and Open Interest |
104,073 |
295,786 |
+4,367 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110322 |
99.02 |
99.02 |
98.94 |
98.96 |
-0.06 |
68,995 |
372,133 |
+4,330 |
Sep11 |
110322 |
98.83 |
98.83 |
98.71 |
98.75 |
-0.08 |
60,388 |
365,108 |
+3,724 |
Dec11 |
110322 |
98.62 |
98.62 |
98.48 |
98.52 |
-0.09 |
65,618 |
354,950 |
-1,311 |
Mar12 |
110322 |
98.38 |
98.39 |
98.24 |
98.28 |
-0.10 |
68,012 |
306,821 |
-7,426 |
Jun12 |
110322 |
98.11 |
98.12 |
97.96 |
98.01 |
-0.10 |
79,717 |
196,921 |
+6,247 |
Sep12 |
110322 |
97.83 |
97.85 |
97.70 |
97.74 |
-0.10 |
51,149 |
137,619 |
+1,611 |
Total Volume and Open Interest |
455,038 |
2,033,918 |
-1,136 |
3-Mth Euribor(LIFFE) |
Jun11 |
110322 |
98.450 |
98.465 |
98.440 |
98.455 |
+0.010 |
174,871 |
717,648 |
-2,434 |
Sep11 |
110322 |
98.170 |
98.190 |
98.145 |
98.175 |
+0.010 |
162,307 |
578,641 |
-10,071 |
Dec11 |
110322 |
97.925 |
97.960 |
97.895 |
97.940 |
+0.020 |
208,991 |
532,398 |
-11,475 |
Total Volume and Open Interest |
1,064,607 |
3,184,026 |
-2,425 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110322 |
95.10 |
95.12 |
95.08 |
95.11 |
unch |
29,777 |
212,773 |
-49,287 |
Sep11 |
110322 |
95.05 |
95.08 |
95.02 |
95.07 |
+0.01 |
31,494 |
187,532 |
-70,405 |
Dec11 |
110322 |
94.95 |
94.97 |
94.91 |
94.97 |
+0.01 |
19,782 |
106,321 |
-13,575 |
Mar12 |
110322 |
94.85 |
94.87 |
94.81 |
94.87 |
+0.01 |
8,602 |
65,762 |
-3,589 |
Jun12 |
110322 |
94.74 |
94.78 |
94.72 |
94.77 |
+0.01 |
2,515 |
45,431 |
-1,755 |
Sep12 |
110322 |
94.66 |
94.71 |
94.65 |
94.70 |
+0.01 |
1,547 |
38,659 |
-858 |
Dec12 |
110322 |
94.58 |
94.63 |
94.58 |
94.62 |
+0.01 |
1,212 |
19,761 |
-284 |
Mar13 |
110322 |
94.56 |
94.58 |
94.56 |
94.57 |
+0.01 |
621 |
6,417 |
-1 |
Jun13 |
110322 |
94.46 |
94.53 |
94.46 |
94.52 |
+0.01 |
16 |
782 |
+2 |
Sep13 |
110322 |
94.38 |
94.46 |
94.38 |
94.46 |
+0.03 |
4 |
897 |
+0 |
Total Volume and Open Interest |
95,570 |
685,154 |
-139,752 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110322 |
94.55 |
94.58 |
94.53 |
94.57 |
+0.02 |
42,502 |
334,158 |
-18,543 |
Sep11 |
110322 |
94.57 |
94.57 |
94.57 |
94.57 |
+0.02 |
|
|
|
Total Volume and Open Interest |
42,502 |
334,158 |
-18,543 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110322 |
94.98 |
95.00 |
94.94 |
95.00 |
+0.02 |
132,049 |
470,228 |
-181,875 |
Sep11 |
110322 |
95.00 |
95.00 |
95.00 |
95.00 |
+0.02 |
|
|
|
Total Volume and Open Interest |
132,049 |
470,228 |
-181,875 |
Gold(CMX) |
Apr11 |
110322 |
1427.3 |
1432.3 |
1419.5 |
1427.6 |
+1.2 |
135,868 |
225,003 |
+31 |
Jun11 |
110322 |
1428.7 |
1433.6 |
1421.0 |
1429.1 |
+1.3 |
13,410 |
143,878 |
+2,793 |
Aug11 |
110322 |
1430.7 |
1433.3 |
1422.4 |
1430.5 |
+1.3 |
2,007 |
30,170 |
-354 |
Oct11 |
110322 |
1426.7 |
1431.9 |
1421.7 |
1431.9 |
+1.3 |
291 |
6,361 |
-43 |
Dec11 |
110322 |
1433.0 |
1437.0 |
1425.9 |
1433.4 |
+1.3 |
945 |
29,289 |
+340 |
Feb12 |
110322 |
1435.0 |
1435.0 |
1435.0 |
1435.0 |
+1.3 |
110 |
7,637 |
+5 |
Apr12 |
110322 |
1438.7 |
1438.7 |
1437.0 |
1437.0 |
+1.4 |
58 |
5,037 |
+30 |
Jun12 |
110322 |
1439.3 |
1439.3 |
1439.3 |
1439.3 |
+1.4 |
4 |
6,759 |
-1 |
Aug12 |
110322 |
1442.1 |
1442.1 |
1442.1 |
1442.1 |
+1.6 |
1 |
1,189 |
-1 |
Oct12 |
110322 |
1445.2 |
1445.2 |
1445.2 |
1445.2 |
+1.6 |
30 |
2,928 |
+30 |
Dec12 |
110322 |
1449.4 |
1449.4 |
1449.3 |
1449.3 |
+1.7 |
11 |
10,935 |
-1 |
Total Volume and Open Interest |
153,595 |
500,554 |
+3,011 |
Silver(CMX) |
Mar11 |
110322 |
3619.0 |
3640.5 |
3583.0 |
3627.1 |
+26.9 |
64 |
898 |
+5 |
May11 |
110322 |
3611.5 |
3647.5 |
3576.0 |
3626.9 |
+26.8 |
58,065 |
75,641 |
-1,379 |
Jul11 |
110322 |
3613.0 |
3647.0 |
3579.5 |
3628.6 |
+27.0 |
3,746 |
14,903 |
+1,029 |
Sep11 |
110322 |
3634.0 |
3644.0 |
3586.0 |
3629.9 |
+27.1 |
624 |
6,784 |
-53 |
Dec11 |
110322 |
3634.0 |
3645.0 |
3586.5 |
3630.5 |
+27.1 |
1,971 |
15,649 |
+426 |
Mar12 |
110322 |
3628.1 |
3628.1 |
3628.1 |
3628.1 |
+27.1 |
127 |
1,391 |
+88 |
May12 |
110322 |
3631.0 |
3631.0 |
3626.7 |
3626.7 |
+27.1 |
9 |
326 |
+6 |
Total Volume and Open Interest |
65,558 |
133,076 |
+468 |
Platinum(NYMEX) |
Apr11 |
110322 |
1747.8 |
1752.8 |
1733.0 |
1739.4 |
-5.5 |
6,408 |
18,521 |
-1,476 |
Jul11 |
110322 |
1746.0 |
1752.3 |
1737.0 |
1743.4 |
-5.3 |
1,046 |
14,126 |
+847 |
Oct11 |
110322 |
1743.0 |
1748.2 |
1743.0 |
1745.4 |
-5.5 |
8 |
574 |
+0 |
Jan12 |
110322 |
1747.8 |
1747.8 |
1747.8 |
1747.8 |
-5.5 |
0 |
14 |
+0 |
Total Volume and Open Interest |
7,462 |
33,272 |
-629 |
Palladium(NYMEX) |
Mar11 |
110322 |
740.80 |
740.80 |
735.85 |
735.85 |
-5.45 |
3 |
35 |
-14 |
Jun11 |
110322 |
748.75 |
750.95 |
732.00 |
737.85 |
-4.45 |
3,450 |
19,658 |
-125 |
Sep11 |
110322 |
747.55 |
748.85 |
736.50 |
739.10 |
-4.35 |
1 |
139 |
+0 |
Total Volume and Open Interest |
3,462 |
19,899 |
-137 |
Copper(CMX) |
Mar11 |
110322 |
427.85 |
430.50 |
426.80 |
430.35 |
+2.80 |
191 |
1,086 |
-107 |
May11 |
110322 |
429.65 |
431.95 |
427.10 |
431.30 |
+2.70 |
28,697 |
85,035 |
-556 |
Jul11 |
110322 |
430.35 |
433.35 |
429.25 |
432.95 |
+2.65 |
2,208 |
24,896 |
+822 |
Sep11 |
110322 |
430.90 |
434.40 |
430.65 |
434.30 |
+2.75 |
422 |
9,027 |
-86 |
Dec11 |
110322 |
433.65 |
434.95 |
432.60 |
434.95 |
+2.90 |
311 |
5,851 |
-86 |
Total Volume and Open Interest |
32,345 |
132,613 |
+104 |
DJIA Index(CBOT) |
Jun11 |
110322 |
11958 |
11993 |
11940 |
11955 |
-8 |
439 |
3,731 |
+47 |
Sep11 |
110322 |
11893 |
11896 |
11893 |
11893 |
-3 |
|
|
|
Dec11 |
110322 |
11825 |
11828 |
11825 |
11825 |
-3 |
0 |
1 |
+0 |
Mar12 |
110322 |
11763 |
11766 |
11763 |
11763 |
-3 |
|
|
|
Total Volume and Open Interest |
439 |
3,732 |
-10,646 |
S & P 500(CME) |
Jun11 |
110322 |
1292.40 |
1296.50 |
1287.70 |
1288.30 |
-4.80 |
19,607 |
279,587 |
+8,972 |
Sep11 |
110322 |
1283.00 |
1288.80 |
1281.80 |
1283.00 |
-4.80 |
0 |
3,978 |
-5 |
Dec11 |
110322 |
1277.70 |
1283.40 |
1276.40 |
1277.70 |
-4.70 |
0 |
711 |
+11 |
Mar12 |
110322 |
1273.10 |
1278.80 |
1271.80 |
1273.10 |
-4.70 |
|
|
|
Total Volume and Open Interest |
19,607 |
284,276 |
-169,026 |
S & P 500 E-Mini(Globex) |
Jun11 |
110322 |
1287.75 |
1288.75 |
1287.50 |
1288.00 |
-4.00 |
|
|
|
Sep11 |
110322 |
1287.50 |
1290.25 |
1282.75 |
1283.00 |
-4.75 |
1,238 |
1,261 |
+675 |
Total Volume and Open Interest |
2,344,009 |
2,567,799 |
-1,162,136 |
NASDAQ 100(CME) |
Jun11 |
110322 |
2254.80 |
2263.30 |
2250.00 |
2257.30 |
+2.80 |
1,307 |
7,208 |
-16 |
Sep11 |
110322 |
2254.30 |
2260.00 |
2254.00 |
2254.30 |
+2.80 |
|
|
|
Dec11 |
110322 |
2251.80 |
2252.50 |
2251.80 |
2251.80 |
+2.80 |
|
|
|
Total Volume and Open Interest |
1,307 |
7,208 |
-20,698 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110322 |
2256.30 |
2264.30 |
2249.30 |
2257.30 |
+2.80 |
356,862 |
280,988 |
+10,865 |
Sep11 |
110322 |
2255.30 |
2256.00 |
2247.00 |
2254.30 |
+2.80 |
115 |
59 |
+31 |
Total Volume and Open Interest |
356,977 |
281,052 |
-164,772 |
S & P Midcap 400(CME) |
Jun11 |
110322 |
951.50 |
954.00 |
950.00 |
953.20 |
-5.20 |
0 |
674 |
+0 |
Sep11 |
110322 |
951.10 |
951.30 |
951.10 |
951.10 |
-5.20 |
|
|
|
Dec11 |
110322 |
949.50 |
949.70 |
949.50 |
949.50 |
-5.20 |
|
|
|
Total Volume and Open Interest |
0 |
674 |
-2,343 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110322 |
9570 |
9570 |
9570 |
9570 |
+30 |
|
|
|
Sep11 |
110322 |
9600 |
9600 |
9570 |
9600 |
+30 |
9 |
9 |
+5 |
Total Volume and Open Interest |
20,950 |
52,968 |
+404 |
Nikkei 225(SGX) |
Jun11 |
110322 |
9395 |
9550 |
9370 |
9535 |
+425 |
310,482 |
246,172 |
-2,962 |
Sep11 |
110322 |
9420 |
9540 |
9420 |
9530 |
+420 |
263 |
1,302 |
+659 |
Dec11 |
110322 |
9475 |
9475 |
9475 |
9475 |
+420 |
0 |
5,359 |
+0 |
Total Volume and Open Interest |
321,748 |
284,719 |
+656 |
CAC 40(EURONEXT) |
Apr11 |
110322 |
3908.5 |
3929.5 |
3878.0 |
3896.0 |
-9.0 |
176,784 |
261,884 |
+10,724 |
May11 |
110322 |
3836.0 |
3856.0 |
3810.0 |
3827.5 |
-8.5 |
56 |
97 |
+23 |
Jun11 |
110322 |
3790.0 |
3815.0 |
3780.0 |
3785.5 |
-9.5 |
794 |
26,327 |
+612 |
Total Volume and Open Interest |
177,634 |
288,308 |
-208,116 |
Hang Seng Index(HKFE) |
Mar11 |
110322 |
22643 |
22883 |
22611 |
22814 |
+203 |
73,141 |
84,956 |
-196 |
Apr11 |
110322 |
22640 |
22860 |
22600 |
22791 |
+198 |
2,016 |
5,594 |
+148 |
Total Volume and Open Interest |
75,485 |
95,694 |
-14 |
DAX(EUREX) |
Mar11 |
110318 |
6725.0 |
6735.0 |
6668.0 |
6689.5 |
+36.0 |
394,085 |
231,651 |
-107,036 |
Jun11 |
110322 |
6841.0 |
6847.5 |
6785.5 |
6807.5 |
-20.5 |
185,141 |
229,624 |
-8,745 |
Sep11 |
110322 |
6855.5 |
6868.0 |
6810.5 |
6831.0 |
-20.5 |
6,087 |
4,343 |
-82 |
Total Volume and Open Interest |
219,162 |
233,972 |
-112,047 |
FT-SE 100(EURONEXT) |
Jun11 |
110322 |
5725.00 |
5767.50 |
5695.00 |
5731.00 |
-6.00 |
149,078 |
570,791 |
-4,682 |
Sep11 |
110322 |
5718.50 |
5728.50 |
5682.50 |
5696.50 |
-6.00 |
45 |
491 |
+25 |
Dec11 |
110322 |
5695.50 |
5709.00 |
5660.00 |
5677.50 |
-5.00 |
85 |
131 |
-35 |
Total Volume and Open Interest |
149,208 |
571,413 |
-115,114 |
SPI 200(SFE) |
Mar11 |
110317 |
4564.0 |
4577.0 |
4464.0 |
4520.0 |
-47.0 |
127,175 |
225,244 |
-24,965 |
Jun11 |
110322 |
4668.0 |
4704.0 |
4655.0 |
4676.0 |
+12.0 |
32,416 |
194,546 |
-10,216 |
Sep11 |
110322 |
4677.0 |
4683.0 |
4665.0 |
4665.0 |
+13.0 |
379 |
3,006 |
+372 |
Total Volume and Open Interest |
32,808 |
200,573 |
-9,831 |
GSCI(CME) |
Apr11 |
110322 |
49.14 |
59.64 |
47.74 |
59.64 |
+6.30 |
206 |
13,355 |
+20 |
May11 |
110322 |
50.64 |
60.64 |
49.64 |
60.64 |
+6.00 |
2 |
23 |
+0 |
Jun11 |
110322 |
61.64 |
61.64 |
51.14 |
61.64 |
+6.00 |
|
|
|
Total Volume and Open Interest |
208 |
13,378 |
+20 |
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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