|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed March 23, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110323 |
1367.00 |
1372.00 |
1350.00 |
1351.25 |
-14.25 |
89,426 |
231,906 |
-2,660 |
Jul11 |
110323 |
1377.50 |
1381.75 |
1360.00 |
1361.00 |
-14.00 |
46,950 |
138,860 |
+641 |
Aug11 |
110323 |
1362.00 |
1375.00 |
1357.00 |
1357.50 |
-13.00 |
2,862 |
9,610 |
-221 |
Sep11 |
110323 |
1351.00 |
1361.00 |
1345.00 |
1345.00 |
-11.50 |
1,763 |
11,370 |
+307 |
Nov11 |
110323 |
1344.00 |
1349.50 |
1330.00 |
1333.25 |
-10.75 |
24,080 |
170,168 |
+904 |
Jan12 |
110323 |
1348.75 |
1349.00 |
1337.00 |
1337.75 |
-10.75 |
326 |
20,940 |
+0 |
Mar12 |
110323 |
1344.25 |
1347.00 |
1334.00 |
1334.50 |
-10.00 |
532 |
11,832 |
+107 |
Total Volume and Open Interest |
166,610 |
613,437 |
-788 |
Soybean Meal(CBOT) |
May11 |
110323 |
367.00 |
368.90 |
359.80 |
360.00 |
-6.40 |
35,311 |
83,008 |
-315 |
Jul11 |
110323 |
370.80 |
372.60 |
364.30 |
364.30 |
-5.80 |
13,130 |
55,204 |
-156 |
Aug11 |
110323 |
368.40 |
371.80 |
364.90 |
364.90 |
-5.80 |
1,995 |
13,326 |
-110 |
Sep11 |
110323 |
365.50 |
370.00 |
362.80 |
362.80 |
-5.50 |
1,438 |
10,344 |
-152 |
Oct11 |
110323 |
359.50 |
361.30 |
355.90 |
355.90 |
-5.00 |
1,169 |
11,437 |
+77 |
Dec11 |
110323 |
359.40 |
361.70 |
354.50 |
354.50 |
-4.90 |
4,425 |
30,209 |
+142 |
Jan12 |
110323 |
357.50 |
360.10 |
355.20 |
355.20 |
-4.90 |
246 |
3,286 |
-56 |
Mar12 |
110323 |
356.80 |
359.80 |
354.80 |
354.80 |
-5.00 |
483 |
2,779 |
+150 |
Total Volume and Open Interest |
58,437 |
213,715 |
-428 |
Soybean Oil(CBOT) |
May11 |
110323 |
55.87 |
56.10 |
55.44 |
55.48 |
-0.38 |
53,151 |
141,135 |
-2,288 |
Jul11 |
110323 |
56.45 |
56.67 |
56.02 |
56.05 |
-0.37 |
24,975 |
95,915 |
-1,374 |
Aug11 |
110323 |
56.44 |
56.51 |
56.22 |
56.25 |
-0.36 |
1,326 |
12,366 |
-89 |
Sep11 |
110323 |
56.58 |
56.70 |
56.41 |
56.41 |
-0.35 |
457 |
12,687 |
-48 |
Oct11 |
110323 |
56.54 |
56.68 |
56.36 |
56.36 |
-0.35 |
428 |
13,187 |
-83 |
Dec11 |
110323 |
56.90 |
57.08 |
56.48 |
56.51 |
-0.36 |
5,563 |
60,890 |
+805 |
Jan12 |
110323 |
56.79 |
56.99 |
56.61 |
56.61 |
-0.36 |
393 |
2,834 |
+283 |
Mar12 |
110323 |
56.73 |
56.92 |
56.57 |
56.57 |
-0.35 |
155 |
2,648 |
+35 |
Total Volume and Open Interest |
86,474 |
344,947 |
-2,745 |
Canola(WCE) |
Mar11 |
110314 |
550.9 |
550.9 |
550.9 |
550.9 |
-3.1 |
|
|
|
May11 |
110323 |
576.9 |
578.6 |
572.4 |
573.0 |
-4.4 |
7,166 |
78,726 |
-636 |
Jul11 |
110323 |
584.9 |
585.5 |
580.7 |
581.3 |
-3.9 |
974 |
33,770 |
+336 |
Nov11 |
110323 |
563.8 |
564.0 |
560.2 |
560.6 |
-3.2 |
866 |
63,255 |
-18 |
Jan12 |
110323 |
567.8 |
567.8 |
566.0 |
566.0 |
-3.0 |
42 |
3,913 |
-10 |
Total Volume and Open Interest |
9,054 |
182,497 |
-325 |
Corn(CBOT) |
May11 |
110323 |
687.50 |
691.25 |
678.25 |
681.00 |
-5.75 |
141,444 |
601,809 |
-5,405 |
Jul11 |
110323 |
694.25 |
698.50 |
686.00 |
688.50 |
-5.50 |
68,206 |
380,255 |
+5,111 |
Sep11 |
110323 |
645.00 |
650.00 |
642.00 |
645.50 |
-0.25 |
8,848 |
87,146 |
-827 |
Dec11 |
110323 |
611.00 |
615.00 |
607.00 |
609.75 |
-2.50 |
35,736 |
381,441 |
+4,970 |
Mar12 |
110323 |
619.50 |
623.00 |
615.75 |
618.00 |
-2.75 |
1,457 |
59,129 |
+235 |
May12 |
110323 |
626.00 |
628.25 |
621.75 |
624.00 |
-3.00 |
535 |
7,646 |
+132 |
Total Volume and Open Interest |
257,755 |
1,580,942 |
+4,068 |
Wheat(CBOT) |
May11 |
110323 |
725.00 |
730.25 |
706.00 |
714.25 |
-8.00 |
41,676 |
189,119 |
+625 |
Jul11 |
110323 |
760.00 |
765.00 |
741.75 |
750.25 |
-7.50 |
17,551 |
127,164 |
+384 |
Sep11 |
110323 |
800.00 |
801.25 |
782.00 |
789.00 |
-7.50 |
6,982 |
41,976 |
+523 |
Dec11 |
110323 |
825.75 |
830.25 |
810.00 |
817.25 |
-8.25 |
10,572 |
86,687 |
-2,437 |
Mar12 |
110323 |
846.50 |
847.25 |
830.25 |
833.00 |
-9.00 |
1,099 |
8,192 |
-214 |
Total Volume and Open Interest |
79,665 |
475,764 |
-969 |
Wheat(KCBT) |
May11 |
110323 |
846.00 |
850.50 |
824.25 |
830.00 |
-15.00 |
9,328 |
71,319 |
-1,233 |
Jul11 |
110323 |
857.50 |
861.00 |
835.00 |
840.50 |
-15.25 |
4,679 |
66,569 |
+1,213 |
Sep11 |
110323 |
873.75 |
875.00 |
850.75 |
856.00 |
-14.75 |
740 |
18,005 |
+106 |
Dec11 |
110323 |
891.75 |
893.75 |
869.75 |
875.50 |
-14.00 |
1,162 |
20,252 |
+110 |
Mar12 |
110323 |
900.00 |
900.50 |
880.25 |
884.50 |
-14.25 |
85 |
2,054 |
+8 |
Total Volume and Open Interest |
16,072 |
182,555 |
+248 |
Wheat(MGE) |
Mar11 |
110314 |
853.75 |
853.75 |
853.75 |
853.75 |
+0.50 |
4 |
36 |
+0 |
May11 |
110323 |
867.50 |
875.75 |
853.25 |
859.00 |
-7.00 |
2,152 |
17,955 |
-173 |
Jul11 |
110323 |
875.00 |
884.50 |
862.75 |
868.25 |
-6.75 |
862 |
13,905 |
-114 |
Sep11 |
110323 |
887.25 |
892.25 |
869.50 |
873.50 |
-9.75 |
345 |
13,345 |
+73 |
Dec11 |
110323 |
898.25 |
901.00 |
880.00 |
884.75 |
-8.00 |
272 |
10,965 |
-172 |
Total Volume and Open Interest |
3,690 |
58,916 |
-378 |
Oats(CBOT) |
May11 |
110323 |
343.25 |
346.75 |
339.50 |
339.50 |
-2.50 |
602 |
7,382 |
-80 |
Jul11 |
110323 |
353.75 |
354.75 |
348.00 |
348.00 |
-2.25 |
144 |
2,680 |
+38 |
Sep11 |
110323 |
362.00 |
362.00 |
356.50 |
356.50 |
-1.00 |
6 |
197 |
+2 |
Dec11 |
110323 |
370.50 |
374.75 |
367.00 |
367.00 |
-1.00 |
78 |
2,375 |
+7 |
Total Volume and Open Interest |
830 |
12,635 |
-33 |
Rough Rice(CBOT) |
May11 |
110323 |
13.82 |
14.18 |
13.76 |
14.05 |
+0.19 |
867 |
14,893 |
+12 |
Jul11 |
110323 |
14.13 |
14.48 |
14.10 |
14.35 |
+0.19 |
316 |
5,132 |
+119 |
Sep11 |
110323 |
14.78 |
15.13 |
14.78 |
15.01 |
+0.19 |
73 |
3,389 |
-11 |
Nov11 |
110323 |
14.98 |
15.30 |
14.98 |
15.28 |
+0.19 |
41 |
844 |
+19 |
Total Volume and Open Interest |
1,311 |
24,605 |
+142 |
Live Cattle(CME) |
Apr11 |
110323 |
114.250 |
114.300 |
112.680 |
114.100 |
-0.185 |
10,031 |
56,058 |
-1,590 |
Jun11 |
110323 |
113.850 |
113.950 |
112.135 |
113.350 |
-0.500 |
17,043 |
160,492 |
+277 |
Aug11 |
110323 |
115.500 |
115.850 |
114.150 |
115.350 |
-0.435 |
5,457 |
63,367 |
+570 |
Oct11 |
110323 |
119.200 |
119.535 |
118.035 |
119.135 |
-0.265 |
3,431 |
40,775 |
+288 |
Dec11 |
110323 |
119.800 |
120.100 |
118.785 |
120.000 |
-0.050 |
1,188 |
28,470 |
+266 |
Feb12 |
110323 |
119.800 |
119.900 |
118.650 |
119.900 |
-0.250 |
311 |
7,629 |
+66 |
Total Volume and Open Interest |
37,599 |
359,386 |
-70 |
Feeder Cattle(CME) |
Mar11 |
110323 |
130.200 |
130.235 |
128.950 |
129.950 |
-0.050 |
450 |
2,486 |
-32 |
Apr11 |
110323 |
131.630 |
132.000 |
130.380 |
131.500 |
+0.100 |
920 |
4,851 |
-178 |
May11 |
110323 |
133.350 |
133.630 |
131.800 |
132.935 |
-0.195 |
1,654 |
13,900 |
-167 |
Aug11 |
110323 |
135.200 |
135.500 |
133.750 |
134.900 |
-0.285 |
972 |
14,981 |
+136 |
Sep11 |
110323 |
134.435 |
134.685 |
133.185 |
134.250 |
unch |
85 |
2,701 |
+0 |
Oct11 |
110323 |
134.235 |
134.380 |
132.825 |
134.000 |
-0.185 |
42 |
1,596 |
-3 |
Nov11 |
110323 |
134.235 |
134.285 |
133.200 |
133.800 |
-0.450 |
26 |
755 |
-10 |
Total Volume and Open Interest |
4,149 |
41,394 |
-254 |
Lean Hogs(CME) |
Apr11 |
110323 |
89.785 |
90.230 |
88.700 |
90.080 |
+0.380 |
7,194 |
23,270 |
+32 |
May11 |
110323 |
100.000 |
100.135 |
98.730 |
99.500 |
-0.535 |
517 |
3,525 |
+223 |
Jun11 |
110323 |
101.500 |
101.830 |
100.150 |
100.535 |
-0.915 |
10,604 |
85,462 |
+412 |
Jul11 |
110323 |
101.000 |
101.350 |
99.930 |
100.350 |
-0.750 |
3,510 |
29,151 |
-372 |
Aug11 |
110323 |
100.750 |
100.930 |
99.535 |
99.885 |
-0.650 |
2,396 |
30,516 |
+184 |
Oct11 |
110323 |
90.250 |
90.580 |
89.135 |
89.830 |
-0.820 |
2,065 |
22,711 |
+1,099 |
Dec11 |
110323 |
85.900 |
86.200 |
84.930 |
85.750 |
-0.480 |
1,848 |
14,780 |
+692 |
Feb12 |
110323 |
86.450 |
86.500 |
85.350 |
86.050 |
-0.400 |
273 |
3,157 |
+138 |
Total Volume and Open Interest |
28,588 |
215,302 |
+2,533 |
Class III Milk(CME) |
Mar11 |
110323 |
19.44 |
19.46 |
19.41 |
19.46 |
unch |
169 |
7,156 |
-46 |
Apr11 |
110323 |
16.50 |
16.60 |
16.30 |
16.35 |
-0.09 |
378 |
5,672 |
+57 |
May11 |
110323 |
16.31 |
16.38 |
16.11 |
16.17 |
-0.01 |
297 |
5,159 |
+145 |
Jun11 |
110323 |
16.49 |
16.59 |
16.38 |
16.43 |
+0.05 |
201 |
4,005 |
+17 |
Jul11 |
110323 |
17.03 |
17.25 |
17.03 |
17.16 |
+0.06 |
71 |
2,889 |
+24 |
Total Volume and Open Interest |
1,234 |
38,808 |
+239 |
Cocoa(ICE) |
May11 |
110323 |
3255 |
3290 |
3233 |
3251 |
-12 |
12,372 |
63,632 |
-3,059 |
Jul11 |
110323 |
3261 |
3289 |
3228 |
3252 |
-9 |
2,689 |
31,515 |
-222 |
Sep11 |
110323 |
3269 |
3288 |
3231 |
3252 |
-9 |
630 |
15,358 |
+376 |
Dec11 |
110323 |
3276 |
3295 |
3240 |
3257 |
-11 |
906 |
17,180 |
-583 |
Mar12 |
110323 |
3308 |
3324 |
3271 |
3289 |
-17 |
78 |
23,205 |
-22 |
May12 |
110323 |
3290 |
3290 |
3290 |
3290 |
-13 |
23 |
5,114 |
+17 |
Jul12 |
110323 |
3292 |
3292 |
3292 |
3292 |
-13 |
2 |
546 |
+2 |
Total Volume and Open Interest |
16,704 |
160,801 |
-3,495 |
Coffee "C"(ICE) |
May11 |
110323 |
274.25 |
275.40 |
268.40 |
268.60 |
-4.85 |
8,626 |
68,321 |
-386 |
Jul11 |
110323 |
278.00 |
278.00 |
270.75 |
270.95 |
-4.75 |
2,514 |
24,824 |
+162 |
Sep11 |
110323 |
276.75 |
278.90 |
272.90 |
272.90 |
-4.65 |
499 |
9,900 |
+168 |
Dec11 |
110323 |
280.00 |
280.60 |
274.00 |
274.15 |
-4.60 |
188 |
14,355 |
+16 |
Mar12 |
110323 |
277.55 |
277.55 |
272.90 |
272.90 |
-3.85 |
19 |
2,574 |
+5 |
May12 |
110323 |
274.60 |
274.60 |
270.25 |
270.25 |
-3.55 |
5 |
548 |
+1 |
Total Volume and Open Interest |
11,854 |
121,341 |
-119 |
Orange Juice(ICE) |
May11 |
110323 |
158.50 |
160.50 |
157.35 |
159.50 |
+1.30 |
4,337 |
20,296 |
-1,805 |
Jul11 |
110323 |
157.35 |
158.60 |
155.85 |
157.60 |
+0.85 |
639 |
4,013 |
+317 |
Sep11 |
110323 |
156.35 |
157.60 |
155.20 |
156.70 |
+0.55 |
244 |
979 |
+150 |
Nov11 |
110323 |
153.90 |
153.90 |
153.90 |
153.90 |
+0.10 |
57 |
697 |
+22 |
Jan12 |
110323 |
153.75 |
153.75 |
153.75 |
153.75 |
+0.10 |
19 |
69 |
+10 |
Mar12 |
110323 |
154.50 |
154.50 |
154.50 |
154.50 |
+0.80 |
0 |
40 |
+0 |
Total Volume and Open Interest |
5,296 |
26,101 |
-1,306 |
Sugar #11(ICE) |
May11 |
110323 |
27.50 |
27.50 |
26.50 |
26.58 |
-0.58 |
29,000 |
215,704 |
+704 |
Jul11 |
110323 |
25.39 |
25.54 |
24.55 |
24.65 |
-0.60 |
14,780 |
171,782 |
+502 |
Oct11 |
110323 |
24.30 |
24.35 |
23.50 |
23.56 |
-0.54 |
6,516 |
83,845 |
+1,461 |
Mar12 |
110323 |
23.71 |
23.85 |
23.05 |
23.10 |
-0.50 |
2,339 |
59,148 |
-143 |
May12 |
110323 |
23.07 |
23.11 |
22.40 |
22.48 |
-0.46 |
650 |
16,568 |
-80 |
Total Volume and Open Interest |
54,795 |
590,193 |
+2,881 |
London Cocoa(LCE) |
May11 |
110323 |
2089 |
2118 |
2076 |
2089 |
unch |
11,375 |
53,938 |
-578 |
Jul11 |
110323 |
2085 |
2112 |
2074 |
2089 |
+4 |
4,758 |
40,035 |
+335 |
Sep11 |
110323 |
2085 |
2112 |
2075 |
2089 |
+3 |
2,118 |
24,609 |
+1,036 |
Dec11 |
110323 |
2086 |
2119 |
2084 |
2096 |
+3 |
2,662 |
33,343 |
+566 |
Mar12 |
110323 |
2095 |
2125 |
2095 |
2104 |
+3 |
293 |
25,997 |
+116 |
May12 |
110323 |
2097 |
2120 |
2097 |
2108 |
+4 |
42 |
6,012 |
+0 |
Jul12 |
110323 |
2109 |
2112 |
2108 |
2108 |
+4 |
8 |
2,646 |
+0 |
Total Volume and Open Interest |
21,264 |
193,774 |
+1,475 |
London Sugar(LCE) |
May11 |
110323 |
705.00 |
707.60 |
685.80 |
687.90 |
-12.50 |
1,872 |
23,998 |
+15 |
Aug11 |
110323 |
670.00 |
673.10 |
653.50 |
653.60 |
-12.40 |
632 |
19,238 |
+319 |
Oct11 |
110323 |
645.00 |
645.90 |
629.90 |
630.10 |
-10.40 |
202 |
4,220 |
+95 |
Dec11 |
110323 |
622.10 |
622.50 |
616.50 |
616.50 |
-8.50 |
5 |
1,505 |
+2 |
Mar12 |
110323 |
613.00 |
613.00 |
608.40 |
608.40 |
-8.80 |
52 |
1,267 |
+24 |
Total Volume and Open Interest |
2,875 |
51,091 |
+497 |
Cotton(ICE) |
May11 |
110323 |
209.80 |
209.97 |
198.96 |
201.87 |
-4.09 |
8,683 |
71,310 |
+904 |
Jul11 |
110323 |
202.98 |
202.98 |
190.01 |
193.93 |
-2.97 |
3,519 |
40,725 |
+832 |
Oct11 |
110323 |
153.19 |
153.19 |
148.09 |
151.82 |
-1.37 |
0 |
419 |
+0 |
Dec11 |
110323 |
127.57 |
128.48 |
123.04 |
126.67 |
-1.60 |
1,706 |
53,241 |
-540 |
Mar12 |
110323 |
121.00 |
121.33 |
116.50 |
120.00 |
-1.27 |
118 |
4,426 |
-19 |
May12 |
110323 |
115.00 |
115.00 |
111.50 |
114.17 |
-0.91 |
21 |
1,171 |
+18 |
Total Volume and Open Interest |
14,068 |
174,321 |
+1,202 |
Lumber(CME) |
May11 |
110323 |
313.6 |
319.5 |
311.3 |
311.5 |
-4.0 |
397 |
5,885 |
+94 |
Jul11 |
110323 |
329.7 |
334.0 |
327.5 |
328.5 |
-3.4 |
162 |
2,805 |
+75 |
Sep11 |
110323 |
332.9 |
337.0 |
331.0 |
337.0 |
+1.6 |
89 |
518 |
+54 |
Nov11 |
110323 |
329.8 |
329.8 |
323.1 |
324.4 |
-1.6 |
18 |
71 |
+14 |
Total Volume and Open Interest |
666 |
9,279 |
+237 |
Crude Oil(NYM) |
May11 |
110323 |
104.85 |
106.34 |
104.38 |
105.75 |
+0.78 |
241,888 |
363,721 |
+11,561 |
Jun11 |
110323 |
105.39 |
106.87 |
104.97 |
106.21 |
+0.69 |
55,971 |
154,551 |
+2,712 |
Jul11 |
110323 |
105.72 |
107.26 |
105.45 |
106.58 |
+0.58 |
16,930 |
96,034 |
+4,176 |
Aug11 |
110323 |
105.96 |
107.45 |
105.86 |
106.76 |
+0.49 |
8,600 |
40,611 |
-168 |
Sep11 |
110323 |
106.67 |
107.59 |
105.90 |
106.86 |
+0.40 |
8,906 |
61,287 |
+906 |
Oct11 |
110323 |
106.03 |
107.45 |
106.03 |
106.89 |
+0.33 |
5,718 |
32,360 |
-187 |
Nov11 |
110323 |
106.65 |
107.31 |
106.65 |
106.90 |
+0.28 |
4,887 |
31,528 |
-972 |
Dec11 |
110323 |
106.49 |
107.70 |
106.00 |
106.90 |
+0.25 |
26,249 |
177,011 |
+7 |
Jan12 |
110323 |
106.53 |
107.00 |
106.44 |
106.71 |
+0.19 |
2,494 |
35,414 |
+383 |
Feb12 |
110323 |
106.46 |
107.05 |
106.44 |
106.44 |
+0.12 |
889 |
15,675 |
+123 |
Mar12 |
110323 |
106.23 |
106.75 |
105.69 |
106.14 |
+0.06 |
1,858 |
24,912 |
+76 |
Apr12 |
110323 |
105.98 |
105.98 |
105.79 |
105.79 |
+0.01 |
1,557 |
9,706 |
+38 |
May12 |
110323 |
105.42 |
105.42 |
105.42 |
105.42 |
-0.06 |
1,320 |
10,590 |
-2 |
Jun12 |
110323 |
105.17 |
105.80 |
104.82 |
105.09 |
-0.12 |
3,939 |
57,655 |
+1,105 |
Jul12 |
110323 |
104.73 |
104.73 |
104.73 |
104.73 |
-0.17 |
550 |
12,058 |
+373 |
Aug12 |
110323 |
104.39 |
104.39 |
104.39 |
104.39 |
-0.21 |
279 |
7,653 |
+58 |
Total Volume and Open Interest |
499,436 |
1,514,243 |
-14,344 |
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 |
110323 |
105.400 |
106.775 |
104.950 |
106.200 |
+0.675 |
166 |
446 |
+6 |
Jul11 |
110323 |
106.325 |
106.800 |
105.475 |
106.575 |
+0.575 |
12 |
156 |
+1 |
Aug11 |
110323 |
106.925 |
106.925 |
106.750 |
106.750 |
+0.475 |
6 |
22 |
+0 |
Sep11 |
110323 |
106.450 |
106.850 |
106.450 |
106.850 |
+0.400 |
3 |
14 |
-1 |
Oct11 |
110323 |
106.975 |
106.975 |
106.900 |
106.900 |
+0.350 |
0 |
35 |
+0 |
Nov11 |
110323 |
106.900 |
106.900 |
106.900 |
106.900 |
+0.275 |
1 |
13 |
+0 |
Dec11 |
110323 |
106.800 |
106.900 |
106.800 |
106.900 |
+0.250 |
4 |
220 |
-4 |
Total Volume and Open Interest |
8,906 |
3,465 |
-1,749 |
Heating Oil(NYM) |
Apr11 |
110323 |
307.90 |
309.83 |
304.19 |
305.50 |
-2.12 |
28,136 |
44,906 |
-4,204 |
May11 |
110323 |
308.60 |
311.22 |
305.90 |
307.19 |
-2.02 |
32,926 |
83,388 |
+2,521 |
Jun11 |
110323 |
310.03 |
312.48 |
307.55 |
308.73 |
-1.93 |
15,846 |
55,158 |
+626 |
Jul11 |
110323 |
311.60 |
313.10 |
309.29 |
310.24 |
-1.90 |
5,058 |
24,747 |
-260 |
Aug11 |
110323 |
313.25 |
314.23 |
310.83 |
311.74 |
-1.87 |
3,295 |
17,398 |
+227 |
Sep11 |
110323 |
314.78 |
316.02 |
312.32 |
313.28 |
-1.80 |
3,031 |
14,877 |
+96 |
Oct11 |
110323 |
315.94 |
315.94 |
314.20 |
314.76 |
-1.75 |
1,724 |
7,019 |
+416 |
Nov11 |
110323 |
318.50 |
318.50 |
316.23 |
316.23 |
-1.73 |
665 |
6,574 |
+46 |
Dec11 |
110323 |
319.52 |
319.90 |
316.34 |
317.46 |
-1.70 |
4,024 |
26,442 |
+567 |
Jan12 |
110323 |
319.55 |
321.50 |
318.66 |
318.66 |
-1.63 |
700 |
7,534 |
+162 |
Feb12 |
110323 |
319.40 |
319.40 |
318.81 |
318.81 |
-1.50 |
555 |
3,287 |
+416 |
Mar12 |
110323 |
318.75 |
318.75 |
317.46 |
317.46 |
-1.43 |
27 |
1,684 |
+27 |
Total Volume and Open Interest |
96,351 |
305,943 |
+666 |
Gasoline(NYMEX) |
Apr11 |
110323 |
301.89 |
303.50 |
299.73 |
302.13 |
+1.68 |
27,591 |
40,228 |
-4,489 |
May11 |
110323 |
302.69 |
304.33 |
300.40 |
302.86 |
+1.50 |
26,468 |
81,528 |
+4,552 |
Jun11 |
110323 |
301.50 |
303.29 |
299.52 |
301.94 |
+1.33 |
11,182 |
41,918 |
+1,362 |
Jul11 |
110323 |
300.50 |
301.55 |
298.51 |
300.45 |
+1.01 |
6,510 |
22,441 |
+676 |
Aug11 |
110323 |
299.13 |
300.00 |
297.43 |
298.47 |
+0.75 |
3,825 |
11,465 |
-214 |
Sep11 |
110323 |
296.39 |
296.71 |
293.96 |
295.79 |
+0.55 |
2,521 |
13,230 |
+219 |
Oct11 |
110323 |
282.50 |
284.00 |
282.40 |
282.74 |
+0.26 |
1,919 |
10,974 |
+42 |
Nov11 |
110323 |
279.51 |
281.25 |
278.95 |
279.79 |
+0.05 |
746 |
4,350 |
-207 |
Dec11 |
110323 |
280.11 |
280.46 |
277.19 |
278.62 |
-0.08 |
1,569 |
23,103 |
+73 |
Jan12 |
110323 |
278.84 |
278.84 |
278.84 |
278.84 |
-0.10 |
393 |
5,016 |
+260 |
Total Volume and Open Interest |
82,804 |
270,703 |
+2,244 |
e-miNY RBOB Gasoline(NYM) |
Apr11 |
110323 |
302.10 |
302.13 |
302.10 |
302.10 |
+1.60 |
0 |
2 |
+0 |
May11 |
110323 |
302.90 |
302.90 |
302.86 |
302.90 |
+1.50 |
0 |
1 |
+0 |
Jun11 |
110323 |
301.90 |
301.94 |
301.90 |
301.90 |
+1.30 |
0 |
1 |
+0 |
Jul11 |
110323 |
300.50 |
300.50 |
300.45 |
300.50 |
+1.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Apr11 |
110323 |
4.269 |
4.350 |
4.254 |
4.335 |
+0.081 |
114,125 |
66,765 |
-11,553 |
May11 |
110323 |
4.344 |
4.428 |
4.331 |
4.412 |
+0.081 |
76,378 |
260,790 |
-3,678 |
Jun11 |
110323 |
4.395 |
4.493 |
4.395 |
4.477 |
+0.081 |
25,939 |
64,428 |
+551 |
Jul11 |
110323 |
4.468 |
4.553 |
4.468 |
4.543 |
+0.080 |
21,220 |
85,482 |
+2,305 |
Aug11 |
110323 |
4.495 |
4.580 |
4.495 |
4.570 |
+0.077 |
9,126 |
31,110 |
-382 |
Sep11 |
110323 |
4.506 |
4.590 |
4.506 |
4.579 |
+0.077 |
10,027 |
45,634 |
+1,126 |
Oct11 |
110323 |
4.560 |
4.633 |
4.560 |
4.628 |
+0.075 |
17,564 |
70,694 |
-1,112 |
Nov11 |
110323 |
4.750 |
4.788 |
4.720 |
4.781 |
+0.064 |
3,843 |
31,983 |
+292 |
Dec11 |
110323 |
4.971 |
5.022 |
4.971 |
5.017 |
+0.056 |
2,442 |
27,262 |
+241 |
Jan12 |
110323 |
5.116 |
5.150 |
5.089 |
5.141 |
+0.049 |
8,059 |
60,906 |
+825 |
Feb12 |
110323 |
5.101 |
5.134 |
5.085 |
5.125 |
+0.045 |
801 |
13,449 |
+119 |
Mar12 |
110323 |
5.039 |
5.066 |
5.025 |
5.062 |
+0.044 |
4,019 |
28,268 |
+1,102 |
Apr12 |
110323 |
4.880 |
4.895 |
4.843 |
4.893 |
+0.032 |
4,964 |
25,661 |
+595 |
May12 |
110323 |
4.875 |
4.912 |
4.875 |
4.912 |
+0.027 |
277 |
6,225 |
+57 |
Jun12 |
110323 |
4.925 |
4.946 |
4.906 |
4.946 |
+0.028 |
122 |
4,519 |
+46 |
Jul12 |
110323 |
4.970 |
4.989 |
4.939 |
4.989 |
+0.029 |
32 |
4,114 |
-2 |
Total Volume and Open Interest |
301,678 |
900,384 |
-8,188 |
Brent Crude Oil(ICE) |
May11 |
110323 |
115.90 |
116.40 |
115.07 |
115.55 |
-0.15 |
161,344 |
192,208 |
+1,200 |
Jun11 |
110323 |
115.63 |
116.32 |
115.00 |
115.47 |
-0.17 |
91,615 |
201,793 |
+2,867 |
Jul11 |
110323 |
115.82 |
116.03 |
114.81 |
115.25 |
-0.20 |
35,100 |
56,069 |
+1,908 |
Aug11 |
110323 |
115.58 |
115.78 |
114.54 |
114.98 |
-0.22 |
11,504 |
28,449 |
-1,099 |
Sep11 |
110323 |
115.29 |
115.48 |
114.27 |
114.68 |
-0.23 |
8,393 |
35,018 |
+1,126 |
Oct11 |
110323 |
115.02 |
115.23 |
114.00 |
114.41 |
-0.23 |
4,627 |
22,975 |
-43 |
Nov11 |
110323 |
114.72 |
114.94 |
113.83 |
114.12 |
-0.23 |
3,547 |
18,605 |
-112 |
Dec11 |
110323 |
114.46 |
114.69 |
113.37 |
113.84 |
-0.23 |
22,602 |
102,816 |
+2,106 |
Jan12 |
110323 |
113.61 |
113.79 |
113.45 |
113.56 |
-0.25 |
2,143 |
22,840 |
-103 |
Feb12 |
110323 |
113.27 |
113.27 |
113.27 |
113.27 |
-0.27 |
1,259 |
13,234 |
-135 |
Mar12 |
110323 |
112.97 |
112.97 |
112.97 |
112.97 |
-0.30 |
2,277 |
18,765 |
+609 |
Apr12 |
110323 |
112.60 |
112.60 |
112.60 |
112.60 |
-0.33 |
434 |
5,189 |
-63 |
May12 |
110323 |
112.17 |
112.17 |
112.17 |
112.17 |
-0.38 |
302 |
3,594 |
+5 |
Jun12 |
110323 |
112.52 |
112.52 |
111.32 |
111.73 |
-0.43 |
2,444 |
31,062 |
+199 |
Total Volume and Open Interest |
355,548 |
862,262 |
+7,778 |
Gas Oil(ICE) |
Apr11 |
110323 |
984.00 |
993.25 |
978.25 |
988.00 |
+0.50 |
59,332 |
114,529 |
-3,651 |
May11 |
110323 |
983.00 |
991.00 |
977.00 |
986.50 |
-0.25 |
64,693 |
117,460 |
+1,608 |
Jun11 |
110323 |
982.50 |
989.25 |
976.25 |
985.75 |
-0.75 |
41,684 |
67,070 |
+731 |
Jul11 |
110323 |
984.00 |
990.00 |
977.75 |
987.00 |
-1.25 |
13,238 |
32,390 |
+474 |
Aug11 |
110323 |
987.00 |
991.25 |
980.75 |
989.00 |
-1.25 |
6,634 |
26,236 |
+805 |
Sep11 |
110323 |
987.50 |
993.50 |
981.75 |
990.75 |
-1.25 |
6,969 |
35,024 |
-890 |
Oct11 |
110323 |
989.00 |
993.25 |
983.75 |
991.50 |
-1.25 |
3,915 |
25,480 |
+262 |
Nov11 |
110323 |
988.50 |
991.50 |
985.50 |
991.25 |
-1.00 |
2,359 |
19,334 |
-244 |
Dec11 |
110323 |
986.50 |
992.75 |
982.00 |
991.00 |
-1.00 |
13,519 |
51,716 |
-2,533 |
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 |
110323 |
2.483 |
2.490 |
2.480 |
2.483 |
-0.005 |
67 |
662 |
-43 |
May11 |
110323 |
2.481 |
2.481 |
2.468 |
2.475 |
-0.004 |
56 |
880 |
+22 |
Jun11 |
110323 |
2.482 |
2.483 |
2.472 |
2.475 |
-0.005 |
37 |
1,070 |
-1 |
Jul11 |
110323 |
2.465 |
2.479 |
2.465 |
2.474 |
-0.005 |
49 |
1,358 |
+44 |
Aug11 |
110323 |
2.440 |
2.464 |
2.440 |
2.450 |
-0.006 |
44 |
708 |
-5 |
Sep11 |
110323 |
2.385 |
2.390 |
2.375 |
2.381 |
-0.002 |
29 |
1,019 |
+3 |
Oct11 |
110323 |
2.292 |
2.313 |
2.290 |
2.292 |
-0.003 |
35 |
628 |
+21 |
Total Volume and Open Interest |
391 |
7,938 |
+57 |
WTI Crude Oil(ICE |
May11 |
110323 |
104.82 |
106.35 |
104.38 |
105.75 |
+0.78 |
47,222 |
92,721 |
+1,414 |
Jun11 |
110323 |
105.66 |
106.85 |
105.03 |
106.21 |
+0.69 |
18,073 |
77,201 |
+1,701 |
Jul11 |
110323 |
106.06 |
107.28 |
105.49 |
106.58 |
+0.58 |
6,756 |
36,314 |
+942 |
Aug11 |
110323 |
105.99 |
107.49 |
105.99 |
106.76 |
+0.49 |
3,000 |
17,253 |
+133 |
Sep11 |
110323 |
106.16 |
107.61 |
106.16 |
106.86 |
+0.40 |
2,486 |
28,669 |
+142 |
Oct11 |
110323 |
106.24 |
107.66 |
106.24 |
106.89 |
+0.33 |
1,454 |
17,928 |
-205 |
Nov11 |
110323 |
106.28 |
107.68 |
106.28 |
106.90 |
+0.28 |
1,171 |
14,162 |
-261 |
Dec11 |
110323 |
106.65 |
107.70 |
106.27 |
106.90 |
+0.25 |
9,227 |
93,873 |
-1,530 |
Jan12 |
110323 |
106.94 |
107.30 |
106.71 |
106.71 |
+0.19 |
331 |
10,641 |
+73 |
Feb12 |
110323 |
106.44 |
106.44 |
106.44 |
106.44 |
+0.12 |
140 |
2,422 |
+28 |
Mar12 |
110323 |
106.14 |
106.14 |
106.14 |
106.14 |
+0.06 |
169 |
5,121 |
+51 |
Apr12 |
110323 |
105.79 |
105.79 |
105.79 |
105.79 |
+0.01 |
154 |
3,080 |
+0 |
May12 |
110323 |
105.42 |
105.42 |
105.42 |
105.42 |
-0.06 |
252 |
1,351 |
-7 |
Jun12 |
110323 |
105.39 |
105.52 |
105.09 |
105.09 |
-0.12 |
1,370 |
23,293 |
-422 |
Jul12 |
110323 |
104.73 |
104.73 |
104.73 |
104.73 |
-0.17 |
174 |
633 |
+48 |
Aug12 |
110323 |
104.39 |
104.39 |
104.39 |
104.39 |
-0.21 |
89 |
321 |
+7 |
Total Volume and Open Interest |
94,097 |
515,477 |
-20,283 |
US Dollar Index(ICE) |
Jun11 |
110323 |
75.830 |
76.190 |
75.670 |
76.045 |
+0.372 |
20,854 |
52,811 |
+678 |
Sep11 |
110323 |
76.210 |
76.455 |
76.210 |
76.455 |
+0.373 |
2 |
537 |
-1 |
Dec11 |
110323 |
76.815 |
76.815 |
76.815 |
76.815 |
+0.373 |
0 |
1 |
+0 |
Total Volume and Open Interest |
20,856 |
53,349 |
+677 |
Australian Dollar(CME) |
Jun11 |
110323 |
100.11 |
100.55 |
99.63 |
100.48 |
+0.33 |
87,426 |
95,684 |
-165 |
Sep11 |
110323 |
98.98 |
99.30 |
98.66 |
99.28 |
+0.32 |
15 |
185 |
+7 |
Dec11 |
110323 |
98.18 |
98.18 |
97.86 |
98.18 |
+0.32 |
0 |
54 |
+0 |
Total Volume and Open Interest |
87,441 |
95,923 |
-158 |
British Pound(CME) |
Jun11 |
110323 |
163.53 |
163.76 |
162.02 |
162.29 |
-1.36 |
97,419 |
111,395 |
+11,534 |
Sep11 |
110323 |
162.90 |
163.37 |
161.79 |
162.01 |
-1.36 |
29 |
39 |
+5 |
Dec11 |
110323 |
161.72 |
163.06 |
161.72 |
161.72 |
-1.34 |
0 |
38 |
+0 |
Total Volume and Open Interest |
97,448 |
111,474 |
+11,539 |
Canadian Dollar(CME) |
Jun11 |
110323 |
101.82 |
101.94 |
101.41 |
101.80 |
-0.13 |
65,591 |
114,943 |
-207 |
Sep11 |
110323 |
101.35 |
101.68 |
101.21 |
101.56 |
-0.12 |
60 |
2,258 |
-30 |
Dec11 |
110323 |
101.20 |
101.40 |
100.98 |
101.29 |
-0.11 |
61 |
2,106 |
+18 |
Mar12 |
110323 |
100.98 |
101.09 |
100.98 |
100.98 |
-0.11 |
0 |
174 |
+0 |
Total Volume and Open Interest |
65,712 |
119,492 |
-219 |
Japanese Yen(CME) |
Jun11 |
110323 |
123.56 |
123.98 |
123.40 |
123.76 |
+0.13 |
87,282 |
113,352 |
-5,636 |
Sep11 |
110323 |
123.79 |
123.92 |
123.62 |
123.90 |
+0.13 |
103 |
554 |
-45 |
Dec11 |
110323 |
124.08 |
124.08 |
123.95 |
124.08 |
+0.13 |
2 |
77 |
-1 |
Total Volume and Open Interest |
87,387 |
113,991 |
-5,682 |
Swiss Franc(CME) |
Jun11 |
110323 |
110.77 |
111.45 |
110.07 |
110.21 |
-0.60 |
33,662 |
57,152 |
+207 |
Sep11 |
110323 |
111.31 |
111.31 |
110.30 |
110.30 |
-0.59 |
2 |
40 |
+0 |
Dec11 |
110323 |
110.38 |
110.96 |
110.38 |
110.38 |
-0.58 |
0 |
11 |
+0 |
Total Volume and Open Interest |
33,664 |
57,204 |
+207 |
EuroFX(CME) |
Jun11 |
110323 |
141.83 |
141.96 |
140.66 |
141.03 |
-0.82 |
233,494 |
190,609 |
-241 |
Sep11 |
110323 |
141.10 |
141.56 |
140.37 |
140.70 |
-0.82 |
517 |
894 |
+37 |
Dec11 |
110323 |
140.40 |
141.15 |
140.35 |
140.35 |
-0.80 |
0 |
71 |
+0 |
Total Volume and Open Interest |
234,011 |
191,864 |
-204 |
Mexican Peso(CME) |
Apr11 |
110323 |
834.5 |
834.5 |
834.5 |
834.5 |
unch |
|
|
|
May11 |
110323 |
831.0 |
831.0 |
831.0 |
831.0 |
unch |
|
|
|
Total Volume and Open Interest |
30,197 |
126,996 |
+977 |
30-Year T-Bonds(CBOT) |
Jun11 |
110323 |
122~000 |
122~050 |
121~090 |
121~090 |
-0~060 |
271,617 |
589,984 |
+5,623 |
Sep11 |
110323 |
120~200 |
120~200 |
119~260 |
119~260 |
-0~060 |
4 |
10 |
+0 |
Dec11 |
110323 |
118~110 |
118~170 |
118~110 |
118~110 |
-0~060 |
|
|
|
Total Volume and Open Interest |
275,675 |
593,649 |
|
10-Year T-Notes(CBOT) |
Jun11 |
110323 |
120~025 |
120~145 |
119~280 |
119~310 |
-0~025 |
1,112,904 |
1,587,362 |
+18,632 |
Sep11 |
110323 |
118~120 |
118~195 |
118~010 |
118~170 |
-0~025 |
8 |
43 |
+7 |
Dec11 |
110323 |
117~170 |
117~195 |
117~170 |
117~170 |
-0~025 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,121,984 |
1,592,523 |
+14,220 |
5-Year T-Notes(CBOT) |
Jun11 |
110323 |
117~069 |
117~103 |
117~059 |
117~066 |
-0~003 |
674,470 |
1,196,939 |
+20,445 |
Sep11 |
110323 |
116~082 |
116~085 |
116~082 |
116~082 |
-0~003 |
|
|
|
Dec11 |
110323 |
115~106 |
115~109 |
115~106 |
115~106 |
-0~003 |
|
|
|
Total Volume and Open Interest |
677,151 |
1,204,805 |
+19,143 |
2 Year T-Notes(CBOT) |
Jun11 |
110323 |
109~038 |
109~046 |
109~032 |
109~036 |
-0~001 |
294,588 |
903,914 |
+12,106 |
Sep11 |
110323 |
109~000 |
109~001 |
109~000 |
109~000 |
-0~001 |
|
|
|
Dec11 |
110323 |
108~094 |
108~095 |
108~094 |
108~094 |
-0~001 |
|
|
|
Total Volume and Open Interest |
295,954 |
911,125 |
+11,304 |
Eurodollars(CME) |
Jun11 |
110323 |
99.620 |
99.630 |
99.610 |
99.620 |
unch |
135,500 |
1,163,085 |
+2,181 |
Sep11 |
110323 |
99.540 |
99.555 |
99.525 |
99.530 |
-0.010 |
194,970 |
1,310,149 |
-15,245 |
Dec11 |
110323 |
99.425 |
99.445 |
99.405 |
99.410 |
-0.015 |
245,824 |
1,396,929 |
+4,595 |
Mar12 |
110323 |
99.230 |
99.255 |
99.205 |
99.215 |
-0.015 |
282,122 |
1,322,374 |
+7,183 |
Jun12 |
110323 |
98.940 |
98.980 |
98.915 |
98.930 |
-0.010 |
293,557 |
952,981 |
+4,164 |
Sep12 |
110323 |
98.600 |
98.650 |
98.585 |
98.600 |
unch |
214,511 |
622,694 |
+8,889 |
Dec12 |
110323 |
98.275 |
98.325 |
98.265 |
98.280 |
+0.005 |
188,520 |
479,133 |
+6,590 |
Mar13 |
110323 |
97.990 |
98.050 |
97.980 |
98.000 |
+0.010 |
176,106 |
294,412 |
-7,224 |
Jun13 |
110323 |
97.715 |
97.775 |
97.705 |
97.725 |
+0.010 |
87,119 |
203,808 |
+4,970 |
Sep13 |
110323 |
97.455 |
97.525 |
97.445 |
97.465 |
+0.010 |
68,803 |
204,058 |
+3,533 |
Dec13 |
110323 |
97.200 |
97.275 |
97.195 |
97.215 |
+0.010 |
51,678 |
176,995 |
+2,522 |
Mar14 |
110323 |
96.990 |
97.055 |
96.975 |
96.990 |
+0.010 |
47,638 |
141,829 |
+1,789 |
Jun14 |
110323 |
96.750 |
96.830 |
96.750 |
96.765 |
+0.010 |
17,070 |
102,027 |
+1,360 |
Sep14 |
110323 |
96.540 |
96.615 |
96.530 |
96.545 |
+0.010 |
12,418 |
59,185 |
+628 |
Dec14 |
110323 |
96.335 |
96.395 |
96.305 |
96.320 |
+0.005 |
14,757 |
71,488 |
+637 |
Mar15 |
110323 |
96.120 |
96.210 |
96.115 |
96.130 |
+0.005 |
13,041 |
53,433 |
+427 |
Jun15 |
110323 |
4.220 |
4.280 |
4.180 |
4.195 |
+0.005 |
8,325 |
33,347 |
+478 |
Sep15 |
110323 |
4.045 |
4.115 |
4.010 |
4.025 |
+0.005 |
7,432 |
37,608 |
+487 |
Total Volume and Open Interest |
2,086,308 |
8,826,337 |
+30,805 |
30 Day Federal Funds(CBOT) |
Mar11 |
110323 |
99.857 |
99.860 |
99.857 |
99.857 |
unch |
5,635 |
83,184 |
-954 |
Apr11 |
110323 |
99.860 |
99.860 |
99.855 |
99.860 |
unch |
7,378 |
67,505 |
-758 |
May11 |
110323 |
99.860 |
99.860 |
99.855 |
99.860 |
unch |
4,313 |
69,642 |
-1,524 |
Jun11 |
110323 |
99.850 |
99.855 |
99.850 |
99.855 |
unch |
5,239 |
44,243 |
+737 |
Jul11 |
110323 |
99.840 |
99.845 |
99.840 |
99.845 |
unch |
7,283 |
47,337 |
+774 |
Aug11 |
110323 |
99.820 |
99.825 |
99.820 |
99.825 |
unch |
2,573 |
38,196 |
+230 |
Total Volume and Open Interest |
48,655 |
657,824 |
-1,902 |
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 |
110323 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
150 |
+0 |
Sep11 |
110323 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec11 |
110323 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
75 |
+0 |
Mar12 |
110323 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Jun12 |
110323 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
110323 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Dec12 |
110323 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
Mar13 |
110323 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
Jun13 |
110323 |
99.475 |
99.475 |
99.475 |
99.475 |
unch |
|
|
|
Sep13 |
110323 |
99.335 |
99.335 |
99.335 |
99.335 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
225 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110323 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,823 |
-123 |
Sep11 |
110323 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,373 |
+507 |
Dec11 |
110323 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,936 |
+0 |
Mar12 |
110323 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,532 |
+0 |
Jun12 |
110323 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
754 |
+0 |
Sep12 |
110323 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
310 |
+0 |
Dec12 |
110323 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
0 |
24 |
+20 |
Mar13 |
110323 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8,753 |
+404 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110323 |
139.30 |
139.83 |
139.30 |
139.81 |
+0.51 |
2,759 |
11,792 |
-310 |
Sep11 |
110323 |
138.91 |
138.91 |
138.91 |
138.91 |
+0.51 |
0 |
1 |
+0 |
Dec11 |
110323 |
136.82 |
136.82 |
136.82 |
136.82 |
+0.51 |
|
|
|
Total Volume and Open Interest |
2,759 |
12,286 |
+183 |
Euro-Bund(EUREX) |
Jun11 |
110323 |
122.14 |
122.56 |
122.05 |
122.30 |
+0.28 |
702,622 |
1,295,455 |
+113,771 |
Sep11 |
110323 |
121.97 |
121.98 |
121.95 |
121.95 |
+0.29 |
65 |
1,360 |
+1,014 |
Dec11 |
110323 |
121.18 |
121.18 |
121.18 |
121.18 |
-0.24 |
|
|
|
Total Volume and Open Interest |
702,687 |
1,296,815 |
+114,785 |
Euro-Bobl(EUREX) |
Jun11 |
110322 |
115.08 |
115.14 |
114.85 |
115.04 |
-0.03 |
537,973 |
1,010,693 |
+55,899 |
Sep11 |
110323 |
114.61 |
114.61 |
114.61 |
114.61 |
+0.15 |
249 |
4,700 |
-17 |
Dec11 |
110323 |
114.65 |
114.65 |
114.65 |
114.65 |
+0.16 |
|
|
|
Total Volume and Open Interest |
568,562 |
1,025,562 |
+10,152 |
3-Mth Euribor(EUREX) |
Mar11 |
110314 |
98.830 |
98.830 |
98.825 |
98.825 |
unch |
564 |
5,430 |
-114 |
Jun11 |
110323 |
98.470 |
98.470 |
98.470 |
98.470 |
+0.015 |
806 |
12,872 |
+407 |
Sep11 |
110323 |
98.205 |
98.205 |
98.205 |
98.205 |
+0.030 |
12 |
3,117 |
+263 |
Total Volume and Open Interest |
827 |
23,939 |
+787 |
Long Gilt(LIFFE) |
Mar11 |
110323 |
119~11 |
119~23 |
119~11 |
119~19 |
-0~10 |
256 |
910 |
-252 |
Jun11 |
110323 |
118~05 |
118~17 |
117~31 |
118~09 |
+0~15 |
75,297 |
299,285 |
+4,257 |
Total Volume and Open Interest |
75,298 |
300,042 |
+4,256 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110323 |
98.96 |
99.00 |
98.96 |
98.97 |
+0.01 |
34,332 |
372,065 |
-68 |
Sep11 |
110323 |
98.76 |
98.79 |
98.75 |
98.77 |
+0.02 |
52,675 |
369,039 |
+3,931 |
Dec11 |
110323 |
98.53 |
98.58 |
98.52 |
98.56 |
+0.04 |
60,785 |
351,194 |
-3,756 |
Mar12 |
110323 |
98.29 |
98.34 |
98.27 |
98.33 |
+0.05 |
70,601 |
309,228 |
+2,407 |
Jun12 |
110323 |
98.03 |
98.07 |
98.00 |
98.06 |
+0.05 |
56,345 |
195,675 |
-1,246 |
Sep12 |
110323 |
97.76 |
97.81 |
97.73 |
97.80 |
+0.06 |
47,596 |
148,153 |
+10,534 |
Total Volume and Open Interest |
380,860 |
2,045,310 |
+11,392 |
3-Mth Euribor(LIFFE) |
Jun11 |
110323 |
98.455 |
98.480 |
98.435 |
98.470 |
+0.015 |
153,303 |
718,827 |
+1,179 |
Sep11 |
110323 |
98.185 |
98.225 |
98.180 |
98.205 |
+0.030 |
136,002 |
578,019 |
-622 |
Dec11 |
110323 |
97.955 |
98.005 |
97.955 |
97.980 |
+0.040 |
155,349 |
547,143 |
+14,745 |
Total Volume and Open Interest |
883,000 |
3,217,614 |
+33,588 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110323 |
95.11 |
95.12 |
95.10 |
95.11 |
unch |
31,396 |
204,979 |
-7,794 |
Sep11 |
110323 |
95.07 |
95.08 |
95.03 |
95.06 |
-0.01 |
29,525 |
194,225 |
+6,693 |
Dec11 |
110323 |
94.95 |
94.98 |
94.93 |
94.96 |
-0.01 |
20,845 |
105,511 |
-810 |
Mar12 |
110323 |
94.86 |
94.87 |
94.82 |
94.86 |
-0.01 |
11,081 |
65,227 |
-535 |
Jun12 |
110323 |
94.78 |
94.78 |
94.74 |
94.76 |
-0.01 |
2,013 |
45,024 |
-407 |
Sep12 |
110323 |
94.68 |
94.70 |
94.68 |
94.68 |
-0.02 |
2,776 |
40,230 |
+1,571 |
Dec12 |
110323 |
94.60 |
94.62 |
94.60 |
94.61 |
-0.01 |
215 |
19,448 |
-313 |
Mar13 |
110323 |
94.54 |
94.57 |
94.53 |
94.56 |
-0.01 |
8 |
6,258 |
-159 |
Jun13 |
110323 |
94.49 |
94.50 |
94.48 |
94.50 |
-0.02 |
5 |
782 |
+0 |
Sep13 |
110323 |
94.44 |
94.45 |
94.43 |
94.45 |
-0.01 |
2 |
897 |
+0 |
Total Volume and Open Interest |
97,866 |
683,400 |
-1,754 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110323 |
94.57 |
94.58 |
94.52 |
94.56 |
-0.01 |
39,844 |
336,410 |
+2,252 |
Sep11 |
110323 |
94.56 |
94.56 |
94.56 |
94.56 |
-0.01 |
|
|
|
Total Volume and Open Interest |
39,844 |
336,410 |
+2,252 |
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 |
110323 |
94.99 |
94.99 |
94.99 |
94.99 |
-0.01 |
|
|
|
Total Volume and Open Interest |
156,390 |
475,617 |
+5,389 |
Gold(CMX) |
Apr11 |
110323 |
1428.9 |
1441.2 |
1425.8 |
1438.0 |
+10.4 |
129,779 |
220,499 |
-4,504 |
Jun11 |
110323 |
1430.3 |
1442.7 |
1427.3 |
1439.5 |
+10.4 |
28,467 |
153,289 |
+9,411 |
Aug11 |
110323 |
1431.4 |
1443.7 |
1430.1 |
1440.9 |
+10.4 |
1,463 |
30,222 |
+52 |
Oct11 |
110323 |
1432.4 |
1444.5 |
1430.8 |
1442.3 |
+10.4 |
582 |
6,610 |
+249 |
Dec11 |
110323 |
1434.5 |
1447.0 |
1432.3 |
1443.8 |
+10.4 |
1,459 |
29,319 |
+30 |
Feb12 |
110323 |
1440.0 |
1446.9 |
1439.0 |
1445.4 |
+10.4 |
240 |
7,618 |
-19 |
Apr12 |
110323 |
1447.5 |
1447.5 |
1447.5 |
1447.5 |
+10.5 |
2 |
5,039 |
+2 |
Jun12 |
110323 |
1449.9 |
1449.9 |
1449.9 |
1449.9 |
+10.6 |
8 |
6,755 |
-4 |
Aug12 |
110323 |
1452.7 |
1452.7 |
1452.7 |
1452.7 |
+10.6 |
0 |
1,189 |
+0 |
Oct12 |
110323 |
1455.8 |
1455.8 |
1455.8 |
1455.8 |
+10.6 |
0 |
2,928 |
+0 |
Dec12 |
110323 |
1461.3 |
1461.3 |
1459.9 |
1459.9 |
+10.6 |
403 |
10,898 |
-37 |
Total Volume and Open Interest |
163,349 |
505,891 |
+5,337 |
Silver(CMX) |
Mar11 |
110323 |
3625.0 |
3740.0 |
3625.0 |
3720.2 |
+93.1 |
105 |
875 |
-23 |
May11 |
110323 |
3639.5 |
3744.0 |
3615.0 |
3719.8 |
+92.9 |
50,728 |
75,855 |
+214 |
Jul11 |
110323 |
3645.0 |
3745.0 |
3617.5 |
3721.4 |
+92.8 |
2,219 |
15,279 |
+376 |
Sep11 |
110323 |
3642.0 |
3741.0 |
3626.5 |
3722.3 |
+92.4 |
335 |
6,865 |
+81 |
Dec11 |
110323 |
3643.0 |
3745.0 |
3627.5 |
3722.9 |
+92.4 |
942 |
15,775 |
+126 |
Mar12 |
110323 |
3633.5 |
3720.4 |
3633.5 |
3720.4 |
+92.3 |
57 |
1,428 |
+37 |
May12 |
110323 |
3718.9 |
3718.9 |
3718.9 |
3718.9 |
+92.2 |
0 |
326 |
+0 |
Total Volume and Open Interest |
55,201 |
133,749 |
+673 |
Platinum(NYMEX) |
Apr11 |
110323 |
1739.0 |
1763.6 |
1734.6 |
1760.0 |
+20.6 |
5,888 |
17,243 |
-1,278 |
Jul11 |
110323 |
1741.7 |
1767.9 |
1739.7 |
1764.2 |
+20.8 |
1,292 |
14,676 |
+550 |
Oct11 |
110323 |
1749.2 |
1765.8 |
1749.0 |
1765.8 |
+20.4 |
43 |
587 |
+13 |
Jan12 |
110323 |
1768.2 |
1768.2 |
1768.2 |
1768.2 |
+20.4 |
0 |
14 |
+0 |
Total Volume and Open Interest |
7,223 |
32,557 |
-715 |
Palladium(NYMEX) |
Mar11 |
110323 |
742.65 |
748.90 |
742.65 |
748.90 |
+13.05 |
52 |
63 |
+28 |
Jun11 |
110323 |
734.90 |
751.75 |
734.90 |
749.30 |
+11.45 |
3,162 |
20,058 |
+400 |
Sep11 |
110323 |
737.30 |
750.55 |
737.30 |
750.55 |
+11.45 |
37 |
173 |
+34 |
Total Volume and Open Interest |
3,257 |
20,359 |
+460 |
Copper(CMX) |
Mar11 |
110323 |
436.55 |
442.90 |
436.55 |
441.85 |
+11.50 |
365 |
1,067 |
-19 |
May11 |
110323 |
430.80 |
444.10 |
429.00 |
442.85 |
+11.55 |
28,043 |
87,290 |
+2,255 |
Jul11 |
110323 |
431.75 |
445.60 |
431.05 |
444.45 |
+11.50 |
2,460 |
25,136 |
+240 |
Sep11 |
110323 |
435.20 |
446.40 |
435.20 |
445.70 |
+11.40 |
332 |
9,050 |
+23 |
Dec11 |
110323 |
437.05 |
447.10 |
437.05 |
446.35 |
+11.40 |
143 |
5,888 |
+37 |
Total Volume and Open Interest |
31,751 |
135,125 |
+2,512 |
DJIA Index(CBOT) |
Jun11 |
110323 |
11941 |
12040 |
11910 |
12021 |
+66 |
396 |
3,826 |
+95 |
Sep11 |
110323 |
11957 |
11957 |
11893 |
11957 |
+64 |
|
|
|
Dec11 |
110323 |
11889 |
11889 |
11825 |
11889 |
+64 |
0 |
1 |
+0 |
Mar12 |
110323 |
11827 |
11827 |
11763 |
11827 |
+64 |
|
|
|
Total Volume and Open Interest |
396 |
3,827 |
+95 |
S & P 500(CME) |
Jun11 |
110323 |
1287.80 |
1295.50 |
1279.30 |
1292.10 |
+3.80 |
16,819 |
277,361 |
-2,226 |
Sep11 |
110323 |
1286.90 |
1291.00 |
1274.00 |
1286.90 |
+3.90 |
12 |
3,989 |
+11 |
Dec11 |
110323 |
1281.60 |
1285.70 |
1268.70 |
1281.60 |
+3.90 |
0 |
711 |
+0 |
Mar12 |
110323 |
1277.00 |
1281.10 |
1264.10 |
1277.00 |
+3.90 |
|
|
|
Total Volume and Open Interest |
16,831 |
282,061 |
-2,215 |
S & P 500 E-Mini(Globex) |
Jun11 |
110323 |
1292.00 |
1292.25 |
1291.25 |
1291.25 |
+3.25 |
|
|
|
Sep11 |
110323 |
1283.75 |
1290.00 |
1274.25 |
1287.00 |
+4.00 |
1,090 |
1,595 |
+334 |
Total Volume and Open Interest |
1,489,330 |
2,556,010 |
-11,789 |
NASDAQ 100(CME) |
Jun11 |
110323 |
2250.80 |
2275.00 |
2233.00 |
2265.00 |
+7.70 |
1,870 |
8,222 |
+1,014 |
Sep11 |
110323 |
2262.00 |
2265.00 |
2236.00 |
2262.00 |
+7.70 |
|
|
|
Dec11 |
110323 |
2259.50 |
2259.80 |
2259.50 |
2259.50 |
+7.70 |
|
|
|
Total Volume and Open Interest |
1,870 |
8,222 |
+1,014 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110323 |
2256.00 |
2274.80 |
2232.00 |
2265.00 |
+7.70 |
250,481 |
277,868 |
-3,120 |
Sep11 |
110323 |
2252.30 |
2272.00 |
2231.00 |
2262.00 |
+7.70 |
80 |
58 |
-1 |
Total Volume and Open Interest |
250,561 |
277,931 |
-3,121 |
S & P Midcap 400(CME) |
Jun11 |
110323 |
950.40 |
950.70 |
950.40 |
950.40 |
-2.80 |
2 |
676 |
+2 |
Sep11 |
110323 |
948.30 |
948.60 |
948.30 |
948.30 |
-2.80 |
|
|
|
Dec11 |
110323 |
946.70 |
947.00 |
946.70 |
946.70 |
-2.80 |
|
|
|
Total Volume and Open Interest |
2 |
676 |
+2 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110323 |
9445 |
9445 |
9435 |
9445 |
-125 |
|
|
|
Sep11 |
110323 |
9445 |
9475 |
9445 |
9475 |
-125 |
2 |
9 |
+0 |
Total Volume and Open Interest |
23,024 |
54,727 |
+1,759 |
Nikkei 225(SGX) |
Jun11 |
110323 |
9545 |
9545 |
9300 |
9365 |
-170 |
240,785 |
229,853 |
-16,319 |
Sep11 |
110323 |
9390 |
9420 |
9365 |
9365 |
-165 |
765 |
1,262 |
-40 |
Dec11 |
110323 |
9310 |
9310 |
9310 |
9310 |
-165 |
0 |
5,359 |
+0 |
Total Volume and Open Interest |
245,166 |
268,399 |
-16,320 |
CAC 40(EURONEXT) |
Apr11 |
110323 |
3886.5 |
3927.0 |
3875.5 |
3917.0 |
+21.0 |
131,028 |
254,791 |
-7,093 |
May11 |
110323 |
3809.0 |
3848.5 |
3809.0 |
3848.5 |
+21.0 |
346 |
374 |
+277 |
Jun11 |
110323 |
3777.0 |
3815.0 |
3767.5 |
3808.5 |
+23.0 |
308 |
26,401 |
+74 |
Total Volume and Open Interest |
131,682 |
281,566 |
-6,742 |
Hang Seng Index(HKFE) |
Mar11 |
110323 |
22746 |
22833 |
22680 |
22810 |
-4 |
79,353 |
84,128 |
-828 |
Apr11 |
110323 |
22760 |
22803 |
22655 |
22784 |
-7 |
2,360 |
5,884 |
+290 |
Total Volume and Open Interest |
82,246 |
95,307 |
-387 |
DAX(EUREX) |
Mar11 |
110318 |
6725.0 |
6735.0 |
6668.0 |
6689.5 |
+36.0 |
394,085 |
231,651 |
-107,036 |
Jun11 |
110323 |
6788.0 |
6840.0 |
6738.5 |
6822.0 |
+14.5 |
138,090 |
225,723 |
-3,901 |
Sep11 |
110323 |
6800.0 |
6862.5 |
6765.5 |
6845.5 |
+14.5 |
316 |
4,203 |
-140 |
Total Volume and Open Interest |
138,412 |
229,944 |
-4,028 |
FT-SE 100(EURONEXT) |
Jun11 |
110323 |
5695.00 |
5757.00 |
5685.00 |
5744.00 |
+13.00 |
87,312 |
567,362 |
-3,429 |
Sep11 |
110323 |
5709.50 |
5709.50 |
5709.50 |
5709.50 |
+13.00 |
0 |
491 |
+0 |
Dec11 |
110323 |
5691.00 |
5691.00 |
5691.00 |
5691.00 |
+13.50 |
1 |
130 |
-1 |
Total Volume and Open Interest |
87,313 |
567,983 |
-3,430 |
SPI 200(SFE) |
Mar11 |
110317 |
4564.0 |
4577.0 |
4464.0 |
4520.0 |
-47.0 |
127,175 |
225,244 |
-24,965 |
Jun11 |
110323 |
4676.0 |
4692.0 |
4653.0 |
4670.0 |
-6.0 |
35,135 |
195,699 |
+1,153 |
Sep11 |
110323 |
4662.0 |
4662.0 |
4652.0 |
4659.0 |
-6.0 |
7 |
3,009 |
+3 |
Total Volume and Open Interest |
35,637 |
202,007 |
+1,434 |
GSCI(CME) |
Apr11 |
110323 |
61.64 |
63.64 |
59.14 |
61.14 |
+1.50 |
227 |
13,401 |
+46 |
May11 |
110323 |
63.04 |
64.64 |
60.64 |
62.64 |
+2.00 |
1 |
22 |
-1 |
Jun11 |
110323 |
63.64 |
65.64 |
61.59 |
63.64 |
+2.00 |
|
|
|
Total Volume and Open Interest |
228 |
13,423 |
+45 |
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. |
|
|