|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu March 24, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110324 |
1350.00 |
1358.00 |
1338.00 |
1354.50 |
+3.25 |
63,138 |
233,171 |
+1,265 |
Jul11 |
110324 |
1358.75 |
1367.25 |
1348.25 |
1364.50 |
+3.50 |
28,892 |
139,393 |
+533 |
Aug11 |
110324 |
1360.00 |
1363.50 |
1347.50 |
1362.50 |
+5.00 |
1,479 |
9,777 |
+167 |
Sep11 |
110324 |
1347.00 |
1352.75 |
1337.50 |
1352.75 |
+7.75 |
959 |
11,417 |
+47 |
Nov11 |
110324 |
1333.50 |
1344.75 |
1327.50 |
1343.50 |
+10.25 |
16,352 |
170,614 |
+446 |
Jan12 |
110324 |
1337.00 |
1349.00 |
1333.50 |
1348.00 |
+10.25 |
311 |
21,004 |
+64 |
Mar12 |
110324 |
1339.00 |
1344.75 |
1334.00 |
1344.75 |
+10.25 |
124 |
11,859 |
+27 |
Total Volume and Open Interest |
111,466 |
616,044 |
+2,607 |
Soybean Meal(CBOT) |
May11 |
110324 |
360.00 |
363.20 |
355.30 |
359.80 |
-0.20 |
26,000 |
84,849 |
+1,841 |
Jul11 |
110324 |
364.90 |
367.20 |
360.00 |
364.40 |
+0.10 |
11,926 |
53,294 |
-1,910 |
Aug11 |
110324 |
366.00 |
367.50 |
361.30 |
365.40 |
+0.50 |
2,093 |
13,277 |
-49 |
Sep11 |
110324 |
364.00 |
365.30 |
359.70 |
364.30 |
+1.50 |
992 |
10,471 |
+127 |
Oct11 |
110324 |
358.10 |
359.60 |
354.20 |
359.60 |
+3.70 |
458 |
11,342 |
-95 |
Dec11 |
110324 |
355.00 |
358.60 |
352.90 |
358.60 |
+4.10 |
4,138 |
30,610 |
+401 |
Jan12 |
110324 |
355.10 |
359.30 |
353.80 |
359.30 |
+4.10 |
76 |
3,305 |
+19 |
Mar12 |
110324 |
358.90 |
358.90 |
354.80 |
358.90 |
+4.10 |
66 |
2,787 |
+8 |
Total Volume and Open Interest |
45,832 |
214,100 |
+385 |
Soybean Oil(CBOT) |
May11 |
110324 |
55.55 |
56.15 |
54.87 |
56.12 |
+0.64 |
39,725 |
141,608 |
+473 |
Jul11 |
110324 |
56.12 |
56.70 |
55.45 |
56.70 |
+0.65 |
18,510 |
94,867 |
-1,048 |
Aug11 |
110324 |
55.95 |
56.90 |
55.75 |
56.90 |
+0.65 |
1,142 |
12,522 |
+156 |
Sep11 |
110324 |
56.53 |
57.06 |
56.28 |
57.06 |
+0.65 |
539 |
12,709 |
+22 |
Oct11 |
110324 |
56.12 |
57.02 |
55.75 |
57.02 |
+0.66 |
299 |
13,068 |
-119 |
Dec11 |
110324 |
56.58 |
57.15 |
55.88 |
57.15 |
+0.64 |
8,225 |
59,554 |
-1,336 |
Jan12 |
110324 |
56.96 |
57.25 |
56.73 |
57.25 |
+0.64 |
232 |
2,899 |
+65 |
Mar12 |
110324 |
57.01 |
57.20 |
56.57 |
57.20 |
+0.63 |
1,710 |
3,170 |
+522 |
Total Volume and Open Interest |
70,398 |
343,686 |
-1,261 |
Canola(WCE) |
May11 |
110324 |
572.3 |
581.1 |
567.0 |
579.4 |
+6.4 |
8,440 |
76,811 |
-1,915 |
Jul11 |
110324 |
579.2 |
588.8 |
575.7 |
587.9 |
+6.6 |
2,942 |
34,229 |
+459 |
Nov11 |
110324 |
560.6 |
566.8 |
553.9 |
566.1 |
+5.5 |
1,340 |
63,701 |
+446 |
Jan12 |
110324 |
562.3 |
571.1 |
562.3 |
570.9 |
+4.9 |
61 |
3,924 |
+11 |
Mar12 |
110324 |
573.1 |
573.1 |
573.1 |
573.1 |
+5.5 |
0 |
931 |
+0 |
Total Volume and Open Interest |
12,796 |
181,511 |
-986 |
Corn(CBOT) |
May11 |
110324 |
681.00 |
703.50 |
676.25 |
702.50 |
+21.50 |
129,106 |
590,792 |
-11,017 |
Jul11 |
110324 |
688.00 |
708.50 |
683.50 |
708.00 |
+19.50 |
60,452 |
378,992 |
-1,263 |
Sep11 |
110324 |
645.00 |
658.50 |
640.50 |
658.50 |
+13.00 |
7,380 |
87,074 |
-72 |
Dec11 |
110324 |
608.75 |
618.75 |
605.50 |
618.75 |
+9.00 |
28,830 |
382,852 |
+1,411 |
Mar12 |
110324 |
617.00 |
627.00 |
614.75 |
627.00 |
+9.00 |
1,152 |
59,161 |
+32 |
May12 |
110324 |
622.00 |
633.00 |
622.00 |
633.00 |
+9.00 |
603 |
7,864 |
+218 |
Total Volume and Open Interest |
228,577 |
1,570,517 |
-10,425 |
Wheat(CBOT) |
May11 |
110324 |
714.25 |
741.75 |
710.00 |
739.50 |
+25.25 |
44,492 |
187,654 |
-1,465 |
Jul11 |
110324 |
750.00 |
776.75 |
745.75 |
774.75 |
+24.50 |
18,919 |
128,966 |
+1,802 |
Sep11 |
110324 |
788.00 |
813.75 |
784.50 |
812.50 |
+23.50 |
5,844 |
41,983 |
+7 |
Dec11 |
110324 |
817.75 |
842.50 |
812.75 |
840.00 |
+22.75 |
9,489 |
86,209 |
-478 |
Mar12 |
110324 |
830.75 |
858.00 |
830.75 |
855.75 |
+22.75 |
891 |
8,329 |
+137 |
Total Volume and Open Interest |
81,024 |
475,794 |
+30 |
Wheat(KCBT) |
May11 |
110324 |
829.00 |
857.25 |
825.50 |
853.25 |
+23.25 |
7,962 |
70,513 |
-806 |
Jul11 |
110324 |
840.00 |
867.75 |
835.50 |
863.75 |
+23.25 |
2,916 |
66,136 |
-433 |
Sep11 |
110324 |
856.50 |
881.00 |
851.00 |
879.25 |
+23.25 |
1,028 |
18,143 |
+138 |
Dec11 |
110324 |
875.75 |
900.25 |
872.50 |
898.25 |
+22.75 |
1,110 |
20,416 |
+164 |
Mar12 |
110324 |
883.25 |
908.75 |
883.25 |
906.00 |
+21.50 |
253 |
2,142 |
+88 |
Total Volume and Open Interest |
13,328 |
181,746 |
-809 |
Wheat(MGE) |
May11 |
110324 |
860.00 |
889.00 |
856.50 |
883.25 |
+24.25 |
1,610 |
17,990 |
+35 |
Jul11 |
110324 |
870.00 |
897.50 |
865.25 |
891.25 |
+23.00 |
639 |
13,932 |
+27 |
Sep11 |
110324 |
873.75 |
903.25 |
871.50 |
897.00 |
+23.50 |
381 |
13,327 |
-18 |
Dec11 |
110324 |
884.75 |
914.00 |
881.75 |
909.50 |
+24.75 |
409 |
10,933 |
-32 |
Mar12 |
110324 |
894.25 |
921.50 |
894.25 |
917.50 |
+24.25 |
63 |
1,433 |
+25 |
Total Volume and Open Interest |
3,124 |
58,961 |
+45 |
Oats(CBOT) |
May11 |
110324 |
341.50 |
349.00 |
339.25 |
348.50 |
+9.00 |
313 |
7,340 |
-42 |
Jul11 |
110324 |
350.00 |
357.75 |
349.75 |
357.25 |
+9.25 |
135 |
2,763 |
+83 |
Sep11 |
110324 |
357.00 |
365.00 |
356.50 |
365.00 |
+8.50 |
11 |
199 |
+2 |
Dec11 |
110324 |
369.50 |
375.50 |
367.00 |
375.50 |
+8.50 |
67 |
2,364 |
-11 |
Total Volume and Open Interest |
526 |
12,667 |
+32 |
Rough Rice(CBOT) |
May11 |
110324 |
14.03 |
14.31 |
13.89 |
14.19 |
+0.14 |
664 |
14,873 |
-20 |
Jul11 |
110324 |
14.38 |
14.62 |
14.21 |
14.50 |
+0.15 |
197 |
5,202 |
+70 |
Sep11 |
110324 |
15.05 |
15.25 |
14.90 |
15.12 |
+0.12 |
58 |
3,397 |
+8 |
Nov11 |
110324 |
15.24 |
15.55 |
15.20 |
15.41 |
+0.13 |
18 |
836 |
-8 |
Total Volume and Open Interest |
938 |
24,656 |
+51 |
Live Cattle(CME) |
Apr11 |
110324 |
114.250 |
115.930 |
114.100 |
115.830 |
+1.730 |
11,399 |
54,682 |
-1,376 |
Jun11 |
110324 |
113.535 |
114.930 |
113.285 |
114.785 |
+1.435 |
19,510 |
160,713 |
+221 |
Aug11 |
110324 |
115.250 |
116.500 |
115.200 |
116.480 |
+1.130 |
7,933 |
65,571 |
+2,204 |
Oct11 |
110324 |
119.150 |
120.000 |
119.035 |
119.980 |
+0.845 |
2,502 |
41,102 |
+327 |
Dec11 |
110324 |
119.885 |
120.600 |
119.800 |
120.580 |
+0.580 |
1,213 |
28,682 |
+212 |
Feb12 |
110324 |
119.830 |
120.700 |
119.750 |
120.650 |
+0.750 |
197 |
7,626 |
-3 |
Total Volume and Open Interest |
42,993 |
360,991 |
+1,605 |
Feeder Cattle(CME) |
Mar11 |
110324 |
130.250 |
130.800 |
130.250 |
130.800 |
+0.850 |
373 |
2,408 |
-78 |
Apr11 |
110324 |
131.785 |
133.000 |
131.785 |
132.630 |
+1.130 |
771 |
4,658 |
-193 |
May11 |
110324 |
133.235 |
134.575 |
133.235 |
134.075 |
+1.140 |
1,494 |
13,931 |
+31 |
Aug11 |
110324 |
135.100 |
136.500 |
134.900 |
136.130 |
+1.230 |
898 |
15,028 |
+47 |
Sep11 |
110324 |
134.485 |
135.650 |
134.485 |
135.400 |
+1.150 |
82 |
2,699 |
-2 |
Oct11 |
110324 |
134.285 |
135.450 |
134.285 |
135.200 |
+1.200 |
118 |
1,575 |
-21 |
Nov11 |
110324 |
134.000 |
135.000 |
134.000 |
135.000 |
+1.200 |
58 |
758 |
+3 |
Total Volume and Open Interest |
3,807 |
41,194 |
-200 |
Lean Hogs(CME) |
Apr11 |
110324 |
89.750 |
90.600 |
89.600 |
90.330 |
+0.250 |
8,650 |
22,292 |
-978 |
May11 |
110324 |
99.150 |
99.800 |
98.700 |
99.600 |
+0.100 |
438 |
3,689 |
+164 |
Jun11 |
110324 |
100.400 |
101.430 |
100.000 |
101.180 |
+0.645 |
11,127 |
86,199 |
+737 |
Jul11 |
110324 |
100.100 |
101.050 |
100.100 |
100.950 |
+0.600 |
1,725 |
28,978 |
-173 |
Aug11 |
110324 |
99.550 |
100.650 |
99.400 |
100.600 |
+0.715 |
3,781 |
30,528 |
+12 |
Oct11 |
110324 |
89.430 |
90.330 |
88.930 |
90.285 |
+0.455 |
1,637 |
23,179 |
+468 |
Dec11 |
110324 |
85.400 |
86.150 |
84.930 |
86.135 |
+0.385 |
1,693 |
15,271 |
+491 |
Feb12 |
110324 |
85.550 |
86.350 |
85.550 |
86.300 |
+0.250 |
382 |
3,419 |
+262 |
Total Volume and Open Interest |
29,589 |
216,359 |
+1,057 |
Class III Milk(CME) |
Mar11 |
110324 |
19.45 |
19.47 |
19.38 |
19.45 |
-0.01 |
109 |
7,145 |
-11 |
Apr11 |
110324 |
16.30 |
16.62 |
16.21 |
16.57 |
+0.22 |
232 |
5,695 |
+23 |
May11 |
110324 |
16.17 |
16.76 |
16.08 |
16.70 |
+0.53 |
445 |
5,109 |
-50 |
Jun11 |
110324 |
16.38 |
16.84 |
16.38 |
16.76 |
+0.33 |
226 |
4,096 |
+91 |
Jul11 |
110324 |
17.08 |
17.42 |
17.08 |
17.37 |
+0.21 |
159 |
2,954 |
+65 |
Total Volume and Open Interest |
1,483 |
39,122 |
+314 |
Cocoa(ICE) |
May11 |
110324 |
3236 |
3240 |
3176 |
3203 |
-48 |
7,367 |
63,250 |
-382 |
Jul11 |
110324 |
3234 |
3234 |
3177 |
3204 |
-48 |
2,469 |
31,267 |
-248 |
Sep11 |
110324 |
3206 |
3225 |
3180 |
3205 |
-47 |
704 |
15,361 |
+3 |
Dec11 |
110324 |
3210 |
3228 |
3192 |
3209 |
-48 |
357 |
17,128 |
-52 |
Mar12 |
110324 |
3259 |
3259 |
3240 |
3242 |
-47 |
128 |
23,243 |
+38 |
May12 |
110324 |
3245 |
3247 |
3245 |
3246 |
-44 |
3 |
5,112 |
-2 |
Jul12 |
110324 |
3249 |
3249 |
3249 |
3249 |
-43 |
0 |
546 |
+0 |
Total Volume and Open Interest |
11,028 |
160,158 |
-643 |
Coffee "C"(ICE) |
May11 |
110324 |
268.40 |
268.95 |
260.55 |
265.80 |
-2.80 |
11,032 |
68,027 |
-294 |
Jul11 |
110324 |
271.00 |
271.20 |
263.00 |
268.25 |
-2.70 |
2,311 |
25,001 |
+177 |
Sep11 |
110324 |
274.00 |
274.00 |
264.90 |
270.30 |
-2.60 |
820 |
10,013 |
+113 |
Dec11 |
110324 |
275.00 |
275.00 |
267.00 |
271.60 |
-2.55 |
297 |
14,437 |
+82 |
Mar12 |
110324 |
272.20 |
272.20 |
268.15 |
270.85 |
-2.05 |
28 |
2,590 |
+16 |
May12 |
110324 |
266.90 |
268.65 |
266.00 |
268.65 |
-1.60 |
15 |
548 |
+0 |
Total Volume and Open Interest |
14,525 |
121,437 |
+96 |
Orange Juice(ICE) |
May11 |
110324 |
160.50 |
162.50 |
159.80 |
161.80 |
+2.30 |
2,635 |
18,914 |
-1,382 |
Jul11 |
110324 |
158.95 |
160.40 |
158.00 |
159.55 |
+1.95 |
420 |
4,037 |
+24 |
Sep11 |
110324 |
158.00 |
158.40 |
158.00 |
158.40 |
+1.70 |
138 |
1,068 |
+89 |
Nov11 |
110324 |
153.90 |
155.95 |
153.90 |
155.95 |
+2.05 |
148 |
760 |
+63 |
Jan12 |
110324 |
155.65 |
155.65 |
155.65 |
155.65 |
+1.90 |
43 |
112 |
+43 |
Mar12 |
110324 |
155.50 |
155.50 |
155.50 |
155.50 |
+1.00 |
0 |
40 |
+0 |
Total Volume and Open Interest |
3,384 |
24,938 |
-1,163 |
Sugar #11(ICE) |
May11 |
110324 |
26.50 |
27.80 |
26.32 |
27.45 |
+0.87 |
45,766 |
213,813 |
-1,891 |
Jul11 |
110324 |
24.59 |
25.62 |
24.43 |
25.31 |
+0.66 |
24,699 |
174,149 |
+2,367 |
Oct11 |
110324 |
23.74 |
24.43 |
23.44 |
24.23 |
+0.67 |
7,081 |
83,244 |
-601 |
Mar12 |
110324 |
23.08 |
24.00 |
23.06 |
23.78 |
+0.68 |
3,907 |
58,684 |
-464 |
May12 |
110324 |
22.48 |
23.31 |
22.37 |
23.14 |
+0.66 |
424 |
16,606 |
+38 |
Total Volume and Open Interest |
84,296 |
590,210 |
+17 |
London Cocoa(LCE) |
May11 |
110324 |
2074 |
2084 |
2044 |
2074 |
-15 |
6,550 |
52,801 |
-1,137 |
Jul11 |
110324 |
2071 |
2082 |
2043 |
2074 |
-15 |
3,951 |
40,574 |
+539 |
Sep11 |
110324 |
2078 |
2082 |
2041 |
2073 |
-16 |
1,069 |
24,932 |
+323 |
Dec11 |
110324 |
2085 |
2087 |
2050 |
2076 |
-20 |
773 |
33,306 |
-37 |
Mar12 |
110324 |
2092 |
2097 |
2060 |
2086 |
-18 |
681 |
26,199 |
+202 |
May12 |
110324 |
2087 |
2101 |
2071 |
2089 |
-19 |
48 |
6,011 |
-1 |
Jul12 |
110324 |
2074 |
2089 |
2074 |
2089 |
-19 |
15 |
2,656 |
+10 |
Total Volume and Open Interest |
13,189 |
193,766 |
-8 |
London Sugar(LCE) |
May11 |
110324 |
688.20 |
713.00 |
684.00 |
706.10 |
+18.20 |
5,465 |
23,932 |
-66 |
Aug11 |
110324 |
653.70 |
675.70 |
650.10 |
669.60 |
+16.00 |
2,238 |
20,478 |
+1,240 |
Oct11 |
110324 |
629.00 |
649.10 |
626.70 |
643.60 |
+13.50 |
232 |
4,349 |
+129 |
Dec11 |
110324 |
622.80 |
629.60 |
621.50 |
626.50 |
+10.00 |
91 |
1,545 |
+40 |
Mar12 |
110324 |
613.00 |
623.90 |
613.00 |
619.50 |
+11.10 |
44 |
1,271 |
+4 |
Total Volume and Open Interest |
8,085 |
52,445 |
+1,354 |
Cotton(ICE) |
May11 |
110324 |
202.29 |
208.87 |
196.87 |
208.82 |
+6.95 |
7,122 |
72,109 |
+799 |
Jul11 |
110324 |
193.50 |
200.93 |
189.90 |
200.49 |
+6.56 |
4,219 |
41,429 |
+704 |
Oct11 |
110324 |
153.00 |
154.00 |
152.82 |
153.75 |
+1.93 |
9 |
417 |
-2 |
Dec11 |
110324 |
126.67 |
127.98 |
125.50 |
127.81 |
+1.14 |
2,780 |
53,380 |
+139 |
Mar12 |
110324 |
120.00 |
121.20 |
118.80 |
120.78 |
+0.78 |
156 |
4,482 |
+56 |
May12 |
110324 |
114.31 |
114.50 |
113.50 |
114.28 |
+0.11 |
118 |
1,262 |
+91 |
Total Volume and Open Interest |
14,539 |
176,065 |
+1,744 |
Lumber(CME) |
May11 |
110324 |
312.8 |
316.3 |
311.9 |
313.1 |
+1.6 |
611 |
5,973 |
+88 |
Jul11 |
110324 |
329.0 |
332.0 |
328.8 |
331.0 |
+2.5 |
198 |
2,852 |
+47 |
Sep11 |
110324 |
331.8 |
334.9 |
331.5 |
333.3 |
-3.7 |
24 |
521 |
+3 |
Nov11 |
110324 |
326.0 |
326.0 |
324.4 |
324.4 |
unch |
1 |
71 |
+0 |
Total Volume and Open Interest |
834 |
9,417 |
+138 |
Crude Oil(NYM) |
May11 |
110324 |
105.52 |
106.69 |
104.76 |
105.60 |
-0.15 |
303,365 |
369,181 |
+5,460 |
Jun11 |
110324 |
106.05 |
107.14 |
105.30 |
106.11 |
-0.10 |
75,852 |
154,267 |
-284 |
Jul11 |
110324 |
106.16 |
107.34 |
105.74 |
106.52 |
-0.06 |
29,254 |
98,082 |
+2,048 |
Aug11 |
110324 |
106.50 |
107.42 |
105.98 |
106.73 |
-0.03 |
14,706 |
40,064 |
-547 |
Sep11 |
110324 |
106.50 |
107.48 |
106.41 |
106.86 |
unch |
13,282 |
61,434 |
+147 |
Oct11 |
110324 |
106.48 |
107.37 |
106.36 |
106.95 |
+0.06 |
4,751 |
32,329 |
-31 |
Nov11 |
110324 |
106.57 |
107.31 |
106.24 |
107.01 |
+0.11 |
4,600 |
32,019 |
+491 |
Dec11 |
110324 |
106.38 |
107.56 |
106.24 |
107.05 |
+0.15 |
33,816 |
178,610 |
+1,599 |
Jan12 |
110324 |
106.57 |
107.05 |
106.53 |
106.89 |
+0.18 |
2,711 |
34,860 |
-554 |
Feb12 |
110324 |
106.86 |
107.02 |
106.65 |
106.65 |
+0.21 |
1,669 |
15,578 |
-97 |
Mar12 |
110324 |
106.37 |
106.37 |
106.37 |
106.37 |
+0.23 |
1,486 |
25,033 |
+121 |
Apr12 |
110324 |
106.03 |
106.03 |
106.03 |
106.03 |
+0.24 |
1,079 |
9,553 |
-153 |
May12 |
110324 |
105.80 |
105.80 |
105.67 |
105.67 |
+0.25 |
1,119 |
10,709 |
+119 |
Jun12 |
110324 |
104.99 |
105.60 |
104.72 |
105.35 |
+0.26 |
5,265 |
58,286 |
+631 |
Jul12 |
110324 |
105.01 |
105.01 |
105.01 |
105.01 |
+0.28 |
899 |
12,717 |
+659 |
Aug12 |
110324 |
104.69 |
104.69 |
104.69 |
104.69 |
+0.30 |
108 |
7,653 |
+0 |
Total Volume and Open Interest |
510,451 |
1,501,509 |
-12,734 |
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 |
110324 |
105.975 |
107.075 |
105.225 |
106.100 |
-0.100 |
452 |
504 |
+58 |
Jul11 |
110324 |
106.300 |
107.375 |
105.925 |
106.525 |
-0.050 |
74 |
157 |
+1 |
Aug11 |
110324 |
106.725 |
106.725 |
106.725 |
106.725 |
-0.025 |
6 |
26 |
+4 |
Sep11 |
110324 |
106.850 |
106.850 |
106.850 |
106.850 |
unch |
3 |
13 |
-1 |
Oct11 |
110324 |
106.950 |
106.950 |
106.950 |
106.950 |
+0.050 |
2 |
35 |
+0 |
Nov11 |
110324 |
107.000 |
107.000 |
107.000 |
107.000 |
+0.100 |
0 |
13 |
+0 |
Dec11 |
110324 |
107.050 |
107.050 |
107.050 |
107.050 |
+0.150 |
6 |
216 |
-4 |
Total Volume and Open Interest |
11,738 |
3,845 |
+380 |
Heating Oil(NYM) |
Apr11 |
110324 |
305.49 |
307.00 |
301.47 |
306.20 |
+0.70 |
21,890 |
38,900 |
-6,006 |
May11 |
110324 |
307.10 |
308.71 |
303.20 |
307.87 |
+0.68 |
35,558 |
87,361 |
+3,973 |
Jun11 |
110324 |
308.33 |
310.22 |
304.94 |
309.34 |
+0.61 |
16,958 |
56,094 |
+936 |
Jul11 |
110324 |
310.19 |
311.01 |
306.67 |
310.76 |
+0.52 |
6,882 |
25,193 |
+446 |
Aug11 |
110324 |
310.33 |
312.50 |
308.41 |
312.19 |
+0.45 |
3,455 |
17,831 |
+433 |
Sep11 |
110324 |
313.18 |
313.85 |
309.66 |
313.56 |
+0.28 |
3,433 |
14,810 |
-67 |
Oct11 |
110324 |
313.30 |
314.94 |
313.30 |
314.94 |
+0.18 |
1,333 |
7,350 |
+331 |
Nov11 |
110324 |
315.95 |
316.43 |
313.86 |
316.34 |
+0.11 |
1,054 |
7,004 |
+430 |
Dec11 |
110324 |
317.46 |
318.60 |
313.95 |
317.61 |
+0.15 |
5,130 |
26,509 |
+67 |
Jan12 |
110324 |
317.12 |
318.84 |
317.12 |
318.84 |
+0.18 |
700 |
7,354 |
-180 |
Feb12 |
110324 |
317.35 |
319.04 |
317.17 |
319.04 |
+0.23 |
237 |
3,487 |
+200 |
Mar12 |
110324 |
316.15 |
317.76 |
316.15 |
317.76 |
+0.30 |
35 |
1,715 |
+31 |
Total Volume and Open Interest |
97,083 |
306,674 |
+731 |
Gasoline(NYMEX) |
Apr11 |
110324 |
302.02 |
305.08 |
299.09 |
304.48 |
+2.35 |
29,192 |
33,907 |
-6,321 |
May11 |
110324 |
302.86 |
305.79 |
299.88 |
305.08 |
+2.22 |
39,801 |
89,230 |
+7,702 |
Jun11 |
110324 |
300.75 |
304.30 |
299.60 |
303.99 |
+2.05 |
17,806 |
43,102 |
+1,184 |
Jul11 |
110324 |
300.09 |
302.39 |
297.90 |
302.31 |
+1.86 |
7,041 |
22,909 |
+468 |
Aug11 |
110324 |
296.76 |
300.06 |
296.71 |
300.06 |
+1.59 |
5,121 |
11,932 |
+467 |
Sep11 |
110324 |
295.14 |
297.25 |
293.35 |
297.08 |
+1.29 |
7,006 |
13,431 |
+201 |
Oct11 |
110324 |
282.75 |
283.77 |
282.25 |
283.63 |
+0.89 |
1,937 |
11,092 |
+118 |
Nov11 |
110324 |
279.74 |
280.42 |
278.79 |
280.42 |
+0.63 |
2,030 |
4,287 |
-63 |
Dec11 |
110324 |
278.81 |
279.47 |
276.48 |
279.19 |
+0.57 |
2,429 |
22,973 |
-130 |
Jan12 |
110324 |
278.40 |
279.35 |
278.20 |
279.35 |
+0.51 |
247 |
5,151 |
+135 |
Total Volume and Open Interest |
112,681 |
274,519 |
+3,816 |
e-miNY RBOB Gasoline(NYM) |
Apr11 |
110324 |
304.50 |
304.50 |
304.50 |
304.50 |
+2.40 |
0 |
2 |
+0 |
May11 |
110324 |
305.10 |
305.10 |
305.10 |
305.10 |
+2.20 |
0 |
1 |
+0 |
Jun11 |
110324 |
304.00 |
304.00 |
304.00 |
304.00 |
+2.10 |
0 |
1 |
+0 |
Jul11 |
110324 |
302.30 |
302.30 |
302.30 |
302.30 |
+1.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Apr11 |
110324 |
4.350 |
4.399 |
4.213 |
4.244 |
-0.091 |
103,989 |
54,460 |
-12,305 |
May11 |
110324 |
4.421 |
4.480 |
4.293 |
4.327 |
-0.085 |
67,810 |
259,878 |
-912 |
Jun11 |
110324 |
4.485 |
4.545 |
4.363 |
4.397 |
-0.080 |
25,150 |
68,237 |
+3,809 |
Jul11 |
110324 |
4.562 |
4.610 |
4.433 |
4.467 |
-0.076 |
23,054 |
87,033 |
+1,551 |
Aug11 |
110324 |
4.600 |
4.637 |
4.464 |
4.494 |
-0.076 |
7,478 |
31,157 |
+47 |
Sep11 |
110324 |
4.600 |
4.644 |
4.483 |
4.502 |
-0.077 |
7,055 |
46,658 |
+1,024 |
Oct11 |
110324 |
4.643 |
4.688 |
4.522 |
4.551 |
-0.077 |
17,620 |
70,422 |
-272 |
Nov11 |
110324 |
4.810 |
4.824 |
4.696 |
4.718 |
-0.063 |
5,473 |
33,092 |
+1,109 |
Dec11 |
110324 |
5.042 |
5.063 |
4.936 |
4.961 |
-0.056 |
3,402 |
27,228 |
-34 |
Jan12 |
110324 |
5.163 |
5.187 |
5.050 |
5.083 |
-0.058 |
8,845 |
61,743 |
+837 |
Feb12 |
110324 |
5.150 |
5.170 |
5.041 |
5.068 |
-0.057 |
988 |
13,599 |
+150 |
Mar12 |
110324 |
5.089 |
5.089 |
4.982 |
5.007 |
-0.055 |
3,186 |
28,722 |
+454 |
Apr12 |
110324 |
4.935 |
4.935 |
4.830 |
4.849 |
-0.044 |
4,031 |
26,780 |
+1,119 |
May12 |
110324 |
4.950 |
4.950 |
4.867 |
4.868 |
-0.044 |
178 |
6,248 |
+23 |
Jun12 |
110324 |
4.980 |
4.980 |
4.902 |
4.902 |
-0.044 |
99 |
4,515 |
-4 |
Jul12 |
110324 |
5.020 |
5.020 |
4.942 |
4.945 |
-0.044 |
28 |
4,117 |
+3 |
Total Volume and Open Interest |
281,562 |
897,569 |
-2,815 |
Brent Crude Oil(ICE) |
May11 |
110324 |
115.38 |
115.92 |
114.50 |
115.72 |
+0.17 |
149,464 |
186,881 |
-5,327 |
Jun11 |
110324 |
115.21 |
115.80 |
114.44 |
115.60 |
+0.13 |
83,538 |
200,453 |
-1,340 |
Jul11 |
110324 |
114.94 |
115.54 |
114.25 |
115.37 |
+0.12 |
34,951 |
61,668 |
+5,599 |
Aug11 |
110324 |
114.63 |
115.28 |
114.00 |
115.13 |
+0.15 |
17,829 |
27,074 |
-1,375 |
Sep11 |
110324 |
114.34 |
114.99 |
113.72 |
114.84 |
+0.16 |
11,069 |
34,250 |
-768 |
Oct11 |
110324 |
114.05 |
114.73 |
113.49 |
114.59 |
+0.18 |
5,989 |
23,568 |
+593 |
Nov11 |
110324 |
113.78 |
114.47 |
113.23 |
114.33 |
+0.21 |
4,709 |
18,833 |
+228 |
Dec11 |
110324 |
113.50 |
114.21 |
112.83 |
114.07 |
+0.23 |
32,497 |
101,446 |
-1,370 |
Jan12 |
110324 |
113.74 |
113.82 |
112.85 |
113.82 |
+0.26 |
2,020 |
22,354 |
-486 |
Feb12 |
110324 |
113.56 |
113.56 |
113.56 |
113.56 |
+0.29 |
1,348 |
13,415 |
+181 |
Mar12 |
110324 |
113.27 |
113.27 |
113.27 |
113.27 |
+0.30 |
1,200 |
18,540 |
-225 |
Apr12 |
110324 |
112.92 |
112.92 |
112.92 |
112.92 |
+0.32 |
792 |
5,140 |
-49 |
May12 |
110324 |
112.52 |
112.52 |
112.52 |
112.52 |
+0.35 |
737 |
3,868 |
+274 |
Jun12 |
110324 |
110.95 |
112.10 |
110.91 |
112.10 |
+0.37 |
3,292 |
30,951 |
-111 |
Total Volume and Open Interest |
361,669 |
859,364 |
-2,898 |
Gas Oil(ICE) |
Apr11 |
110324 |
980.25 |
987.25 |
970.50 |
981.75 |
-6.25 |
62,321 |
115,250 |
+721 |
May11 |
110324 |
979.75 |
985.50 |
969.25 |
980.75 |
-5.75 |
76,278 |
118,793 |
+1,333 |
Jun11 |
110324 |
978.25 |
984.50 |
969.00 |
980.50 |
-5.25 |
40,557 |
70,996 |
+3,926 |
Jul11 |
110324 |
981.00 |
985.50 |
971.25 |
982.00 |
-5.00 |
14,970 |
32,910 |
+520 |
Aug11 |
110324 |
987.50 |
987.50 |
974.25 |
984.25 |
-4.75 |
8,747 |
26,319 |
+83 |
Sep11 |
110324 |
985.00 |
989.25 |
975.25 |
986.00 |
-4.75 |
7,994 |
36,486 |
+1,462 |
Oct11 |
110324 |
985.50 |
987.25 |
976.00 |
986.75 |
-4.75 |
3,879 |
26,236 |
+756 |
Nov11 |
110324 |
985.00 |
987.00 |
977.00 |
986.50 |
-4.75 |
3,455 |
19,203 |
-131 |
Dec11 |
110324 |
984.75 |
989.75 |
975.00 |
986.50 |
-4.50 |
13,412 |
52,527 |
+811 |
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 |
110324 |
2.483 |
2.519 |
2.470 |
2.515 |
+0.032 |
168 |
601 |
-61 |
May11 |
110324 |
2.470 |
2.503 |
2.470 |
2.500 |
+0.025 |
309 |
833 |
-47 |
Jun11 |
110324 |
2.465 |
2.505 |
2.465 |
2.501 |
+0.026 |
128 |
1,048 |
-22 |
Jul11 |
110324 |
2.464 |
2.504 |
2.464 |
2.499 |
+0.025 |
156 |
1,326 |
-32 |
Aug11 |
110324 |
2.450 |
2.483 |
2.450 |
2.479 |
+0.029 |
96 |
752 |
+44 |
Sep11 |
110324 |
2.395 |
2.410 |
2.390 |
2.409 |
+0.028 |
21 |
1,024 |
+5 |
Oct11 |
110324 |
2.310 |
2.326 |
2.310 |
2.322 |
+0.030 |
29 |
634 |
+6 |
Total Volume and Open Interest |
939 |
7,847 |
-91 |
WTI Crude Oil(ICE |
May11 |
110324 |
105.46 |
106.68 |
104.74 |
105.60 |
-0.15 |
57,736 |
94,024 |
+1,303 |
Jun11 |
110324 |
105.90 |
107.07 |
105.30 |
106.11 |
-0.10 |
27,517 |
78,639 |
+1,438 |
Jul11 |
110324 |
106.29 |
107.37 |
105.76 |
106.52 |
-0.06 |
12,225 |
38,013 |
+1,699 |
Aug11 |
110324 |
107.18 |
107.45 |
106.43 |
106.73 |
-0.03 |
6,297 |
18,610 |
+1,357 |
Sep11 |
110324 |
107.25 |
107.48 |
106.54 |
106.86 |
unch |
5,791 |
28,024 |
-645 |
Oct11 |
110324 |
107.47 |
107.48 |
106.62 |
106.95 |
+0.06 |
3,239 |
18,377 |
+449 |
Nov11 |
110324 |
107.43 |
107.44 |
106.68 |
107.01 |
+0.11 |
2,000 |
14,081 |
-81 |
Dec11 |
110324 |
106.56 |
107.53 |
106.40 |
107.05 |
+0.15 |
14,673 |
94,129 |
+256 |
Jan12 |
110324 |
107.14 |
107.14 |
106.89 |
106.89 |
+0.18 |
737 |
10,747 |
+106 |
Feb12 |
110324 |
106.65 |
106.65 |
106.65 |
106.65 |
+0.21 |
151 |
2,413 |
-9 |
Mar12 |
110324 |
106.37 |
106.37 |
106.37 |
106.37 |
+0.23 |
307 |
5,152 |
+31 |
Apr12 |
110324 |
106.03 |
106.03 |
106.03 |
106.03 |
+0.24 |
247 |
2,984 |
-96 |
May12 |
110324 |
105.67 |
105.67 |
105.67 |
105.67 |
+0.25 |
343 |
1,404 |
+53 |
Jun12 |
110324 |
105.54 |
105.54 |
104.91 |
105.35 |
+0.26 |
1,097 |
23,507 |
+214 |
Jul12 |
110324 |
105.01 |
105.01 |
105.01 |
105.01 |
+0.28 |
0 |
633 |
+0 |
Aug12 |
110324 |
104.69 |
104.69 |
104.69 |
104.69 |
+0.30 |
6 |
327 |
+6 |
Total Volume and Open Interest |
137,460 |
521,510 |
+6,033 |
US Dollar Index(ICE) |
Jun11 |
110324 |
76.110 |
76.305 |
75.700 |
75.887 |
-0.158 |
21,642 |
52,290 |
-521 |
Sep11 |
110324 |
76.555 |
76.575 |
76.185 |
76.327 |
-0.128 |
19 |
531 |
-6 |
Dec11 |
110324 |
76.688 |
76.688 |
76.688 |
76.688 |
-0.128 |
0 |
1 |
+0 |
Total Volume and Open Interest |
21,661 |
52,822 |
-527 |
Australian Dollar(CME) |
Jun11 |
110324 |
100.36 |
101.31 |
100.15 |
101.25 |
+0.77 |
79,571 |
100,849 |
+5,165 |
Sep11 |
110324 |
99.05 |
100.04 |
99.05 |
100.04 |
+0.76 |
150 |
277 |
+92 |
Dec11 |
110324 |
98.15 |
98.93 |
98.15 |
98.93 |
+0.75 |
0 |
54 |
+0 |
Total Volume and Open Interest |
79,721 |
101,180 |
+5,257 |
British Pound(CME) |
Jun11 |
110324 |
162.25 |
162.52 |
160.75 |
160.91 |
-1.38 |
91,779 |
117,786 |
+6,391 |
Sep11 |
110324 |
162.06 |
162.06 |
160.63 |
160.65 |
-1.36 |
137 |
148 |
+109 |
Dec11 |
110324 |
160.37 |
161.72 |
160.37 |
160.37 |
-1.35 |
1 |
38 |
+0 |
Total Volume and Open Interest |
91,917 |
117,974 |
+6,500 |
Canadian Dollar(CME) |
Jun11 |
110324 |
101.74 |
102.59 |
101.61 |
102.23 |
+0.43 |
67,342 |
113,873 |
-1,070 |
Sep11 |
110324 |
101.71 |
102.32 |
101.56 |
101.99 |
+0.43 |
98 |
2,276 |
+18 |
Dec11 |
110324 |
101.82 |
101.82 |
101.29 |
101.73 |
+0.44 |
16 |
2,106 |
+0 |
Mar12 |
110324 |
101.41 |
101.41 |
100.98 |
101.41 |
+0.43 |
1 |
175 |
+1 |
Total Volume and Open Interest |
67,459 |
118,442 |
-1,050 |
Japanese Yen(CME) |
Jun11 |
110324 |
123.61 |
123.90 |
123.42 |
123.60 |
-0.16 |
80,997 |
111,423 |
-1,929 |
Sep11 |
110324 |
123.70 |
123.91 |
123.58 |
123.73 |
-0.17 |
26 |
563 |
+9 |
Dec11 |
110324 |
123.91 |
124.08 |
123.91 |
123.91 |
-0.17 |
20 |
57 |
-20 |
Total Volume and Open Interest |
81,043 |
112,051 |
-1,940 |
Swiss Franc(CME) |
Jun11 |
110324 |
110.18 |
110.82 |
109.66 |
110.29 |
+0.08 |
30,900 |
56,727 |
-425 |
Sep11 |
110324 |
110.22 |
110.39 |
109.96 |
110.38 |
+0.08 |
10 |
47 |
+7 |
Dec11 |
110324 |
110.46 |
110.46 |
110.38 |
110.46 |
+0.08 |
0 |
11 |
+0 |
Total Volume and Open Interest |
30,910 |
56,786 |
-418 |
EuroFX(CME) |
Jun11 |
110324 |
140.76 |
142.02 |
140.35 |
141.64 |
+0.61 |
218,874 |
193,286 |
+2,677 |
Sep11 |
110324 |
140.50 |
141.52 |
140.11 |
141.31 |
+0.61 |
589 |
1,062 |
+168 |
Dec11 |
110324 |
140.96 |
140.96 |
140.35 |
140.96 |
+0.61 |
0 |
71 |
+0 |
Total Volume and Open Interest |
219,463 |
194,709 |
+2,845 |
Mexican Peso(CME) |
Apr11 |
110324 |
836.5 |
836.5 |
834.5 |
836.5 |
+2.0 |
|
|
|
May11 |
110324 |
833.0 |
833.0 |
831.0 |
833.0 |
+2.0 |
|
|
|
Total Volume and Open Interest |
17,617 |
127,075 |
+79 |
30-Year T-Bonds(CBOT) |
Jun11 |
110324 |
120~290 |
120~290 |
120~240 |
120~240 |
-0~170 |
|
|
|
Sep11 |
110324 |
119~190 |
119~260 |
119~100 |
119~100 |
-0~160 |
1 |
10 |
+0 |
Dec11 |
110324 |
117~270 |
118~110 |
117~270 |
117~270 |
-0~160 |
|
|
|
Total Volume and Open Interest |
260,481 |
594,741 |
+1,092 |
10-Year T-Notes(CBOT) |
Jun11 |
110324 |
119~300 |
120~065 |
119~125 |
119~160 |
-0~150 |
1,023,294 |
1,593,877 |
+6,515 |
Sep11 |
110324 |
118~100 |
118~170 |
118~005 |
118~005 |
-0~165 |
1 |
42 |
-1 |
Dec11 |
110324 |
117~005 |
117~170 |
117~005 |
117~005 |
-0~165 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,023,295 |
1,593,923 |
+1,400 |
5-Year T-Notes(CBOT) |
Jun11 |
110324 |
117~063 |
117~085 |
117~017 |
117~024 |
-0~042 |
593,002 |
1,215,214 |
+18,275 |
Sep11 |
110324 |
116~040 |
116~082 |
116~040 |
116~040 |
-0~042 |
|
|
|
Dec11 |
110324 |
115~064 |
115~106 |
115~064 |
115~064 |
-0~042 |
|
|
|
Total Volume and Open Interest |
595,081 |
1,222,237 |
+17,432 |
2 Year T-Notes(CBOT) |
Jun11 |
110324 |
109~035 |
109~041 |
109~024 |
109~029 |
-0~007 |
245,997 |
895,996 |
-7,918 |
Sep11 |
110324 |
108~121 |
109~000 |
108~121 |
108~121 |
-0~007 |
2 |
0 |
+0 |
Dec11 |
110324 |
108~087 |
108~094 |
108~087 |
108~087 |
-0~007 |
|
|
|
Total Volume and Open Interest |
247,491 |
902,429 |
-8,696 |
Eurodollars(CME) |
Jun11 |
110324 |
99.615 |
99.625 |
99.610 |
99.620 |
unch |
150,689 |
1,158,650 |
-4,435 |
Sep11 |
110324 |
99.535 |
99.540 |
99.520 |
99.530 |
unch |
139,413 |
1,304,590 |
-5,559 |
Dec11 |
110324 |
99.420 |
99.430 |
99.385 |
99.400 |
-0.010 |
167,649 |
1,396,846 |
-83 |
Mar12 |
110324 |
99.225 |
99.245 |
99.175 |
99.190 |
-0.025 |
203,234 |
1,331,489 |
+9,115 |
Jun12 |
110324 |
98.940 |
98.965 |
98.870 |
98.895 |
-0.035 |
213,351 |
963,680 |
+10,699 |
Sep12 |
110324 |
98.615 |
98.640 |
98.525 |
98.555 |
-0.045 |
141,317 |
627,321 |
+4,627 |
Dec12 |
110324 |
98.290 |
98.315 |
98.195 |
98.220 |
-0.060 |
142,291 |
481,699 |
+2,566 |
Mar13 |
110324 |
98.005 |
98.035 |
97.900 |
97.930 |
-0.070 |
127,991 |
301,646 |
+7,234 |
Jun13 |
110324 |
97.730 |
97.760 |
97.625 |
97.650 |
-0.075 |
71,591 |
208,965 |
+5,157 |
Sep13 |
110324 |
97.470 |
97.495 |
97.365 |
97.390 |
-0.075 |
42,636 |
204,508 |
+450 |
Dec13 |
110324 |
97.220 |
97.245 |
97.115 |
97.135 |
-0.080 |
40,118 |
176,471 |
-524 |
Mar14 |
110324 |
96.995 |
97.020 |
96.890 |
96.910 |
-0.080 |
38,625 |
146,213 |
+4,384 |
Jun14 |
110324 |
96.765 |
96.795 |
96.665 |
96.685 |
-0.080 |
14,056 |
104,682 |
+2,655 |
Sep14 |
110324 |
96.545 |
96.570 |
96.445 |
96.465 |
-0.080 |
8,354 |
59,561 |
+376 |
Dec14 |
110324 |
96.325 |
96.345 |
96.220 |
96.240 |
-0.080 |
8,525 |
72,563 |
+1,075 |
Mar15 |
110324 |
96.145 |
96.145 |
96.030 |
96.045 |
-0.085 |
7,655 |
54,075 |
+642 |
Jun15 |
110324 |
4.200 |
4.210 |
4.090 |
4.110 |
-0.085 |
4,995 |
32,907 |
-440 |
Sep15 |
110324 |
4.040 |
4.040 |
3.925 |
3.940 |
-0.085 |
4,233 |
38,101 |
+493 |
Total Volume and Open Interest |
1,546,687 |
8,866,971 |
+40,634 |
30 Day Federal Funds(CBOT) |
Mar11 |
110324 |
99.857 |
99.860 |
99.857 |
99.857 |
unch |
3,328 |
83,976 |
+792 |
Apr11 |
110324 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
2,357 |
68,982 |
+1,477 |
May11 |
110324 |
99.860 |
99.860 |
99.855 |
99.860 |
unch |
1,370 |
69,828 |
+186 |
Jun11 |
110324 |
99.855 |
99.855 |
99.850 |
99.855 |
unch |
1,681 |
44,395 |
+152 |
Jul11 |
110324 |
99.845 |
99.845 |
99.840 |
99.845 |
unch |
4,054 |
47,493 |
+156 |
Aug11 |
110324 |
99.825 |
99.830 |
99.815 |
99.825 |
unch |
2,384 |
37,273 |
-923 |
Total Volume and Open Interest |
32,472 |
659,202 |
+1,378 |
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 |
110324 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.003 |
0 |
150 |
+0 |
Sep11 |
110324 |
99.668 |
99.668 |
99.668 |
99.668 |
-0.002 |
|
|
|
Dec11 |
110324 |
99.658 |
99.658 |
99.658 |
99.658 |
+0.003 |
0 |
75 |
+0 |
Mar12 |
110324 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.005 |
|
|
|
Jun12 |
110324 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.005 |
|
|
|
Sep12 |
110324 |
99.600 |
99.600 |
99.600 |
99.600 |
-0.015 |
|
|
|
Dec12 |
110324 |
99.505 |
99.505 |
99.505 |
99.505 |
-0.015 |
|
|
|
Mar13 |
110324 |
99.505 |
99.505 |
99.505 |
99.505 |
-0.015 |
|
|
|
Jun13 |
110324 |
99.460 |
99.460 |
99.460 |
99.460 |
-0.015 |
|
|
|
Sep13 |
110324 |
99.320 |
99.320 |
99.320 |
99.320 |
-0.015 |
|
|
|
Total Volume and Open Interest |
0 |
225 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110324 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
750 |
2,823 |
+0 |
Sep11 |
110324 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
650 |
1,373 |
+0 |
Dec11 |
110324 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.00 |
0 |
1,936 |
+0 |
Mar12 |
110324 |
99.65 |
99.65 |
99.64 |
99.64 |
+0.00 |
0 |
1,732 |
+200 |
Jun12 |
110324 |
99.62 |
99.67 |
99.62 |
99.67 |
+0.00 |
0 |
754 |
+0 |
Sep12 |
110324 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.01 |
0 |
310 |
+0 |
Dec12 |
110324 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
20 |
24 |
+0 |
Mar13 |
110324 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,420 |
8,953 |
+200 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110324 |
139.73 |
139.95 |
139.66 |
139.91 |
+0.10 |
1,593 |
12,635 |
+843 |
Sep11 |
110324 |
139.01 |
139.01 |
139.01 |
139.01 |
+0.10 |
0 |
1 |
+0 |
Dec11 |
110324 |
136.92 |
136.92 |
136.92 |
136.92 |
+0.10 |
|
|
|
Total Volume and Open Interest |
1,593 |
12,636 |
+350 |
Euro-Bund(EUREX) |
Jun11 |
110324 |
122.48 |
122.74 |
122.01 |
122.20 |
-0.10 |
881,685 |
1,459,962 |
+164,507 |
Sep11 |
110324 |
122.28 |
122.28 |
121.75 |
121.84 |
-0.11 |
1,154 |
2,244 |
+884 |
Dec11 |
110324 |
121.08 |
121.08 |
121.08 |
121.08 |
-0.10 |
|
|
|
Total Volume and Open Interest |
882,839 |
1,462,206 |
+165,391 |
Euro-Bobl(EUREX) |
Jun11 |
110322 |
115.08 |
115.14 |
114.85 |
115.04 |
-0.03 |
537,973 |
1,010,693 |
+55,899 |
Sep11 |
110324 |
114.60 |
114.60 |
114.60 |
114.60 |
-0.01 |
0 |
6,700 |
+2,000 |
Dec11 |
110324 |
114.65 |
114.65 |
114.65 |
114.65 |
unch |
|
|
|
Total Volume and Open Interest |
572,603 |
1,029,062 |
+3,500 |
3-Mth Euribor(EUREX) |
Mar11 |
110314 |
98.830 |
98.830 |
98.825 |
98.825 |
unch |
564 |
5,430 |
-114 |
Jun11 |
110324 |
98.470 |
98.470 |
98.465 |
98.470 |
unch |
511 |
11,713 |
-1,159 |
Sep11 |
110324 |
98.200 |
98.210 |
98.195 |
98.195 |
-0.010 |
286 |
2,839 |
-278 |
Total Volume and Open Interest |
1,359 |
22,438 |
-1,501 |
Long Gilt(LIFFE) |
Mar11 |
110324 |
119~21 |
119~21 |
119~10 |
119~10 |
-0~09 |
67 |
717 |
-193 |
Jun11 |
110324 |
118~12 |
118~16 |
117~30 |
118~00 |
-0~09 |
152,345 |
295,217 |
-4,068 |
Total Volume and Open Interest |
152,412 |
295,934 |
-4,108 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110324 |
98.98 |
99.02 |
98.97 |
99.01 |
+0.04 |
97,154 |
378,240 |
+6,175 |
Sep11 |
110324 |
98.79 |
98.83 |
98.78 |
98.82 |
+0.05 |
119,871 |
366,072 |
-2,967 |
Dec11 |
110324 |
98.58 |
98.61 |
98.56 |
98.60 |
+0.04 |
131,730 |
355,990 |
+4,796 |
Mar12 |
110324 |
98.35 |
98.38 |
98.33 |
98.37 |
+0.04 |
142,060 |
317,073 |
+7,845 |
Jun12 |
110324 |
98.08 |
98.12 |
98.07 |
98.10 |
+0.04 |
118,208 |
197,146 |
+1,471 |
Sep12 |
110324 |
97.82 |
97.86 |
97.80 |
97.83 |
+0.03 |
71,944 |
145,898 |
-2,255 |
Total Volume and Open Interest |
771,656 |
2,062,011 |
+16,701 |
3-Mth Euribor(LIFFE) |
Jun11 |
110324 |
98.475 |
98.490 |
98.460 |
98.470 |
unch |
180,317 |
711,898 |
-6,929 |
Sep11 |
110324 |
98.210 |
98.235 |
98.185 |
98.195 |
-0.010 |
139,106 |
578,440 |
+421 |
Dec11 |
110324 |
97.990 |
98.020 |
97.955 |
97.970 |
-0.010 |
181,266 |
545,777 |
-1,366 |
Total Volume and Open Interest |
993,814 |
3,238,796 |
+21,182 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110324 |
95.11 |
95.13 |
95.10 |
95.12 |
+0.01 |
22,758 |
208,240 |
+3,261 |
Sep11 |
110324 |
95.06 |
95.10 |
95.04 |
95.08 |
+0.02 |
22,895 |
195,451 |
+1,226 |
Dec11 |
110324 |
94.96 |
94.99 |
94.94 |
94.98 |
+0.02 |
13,008 |
108,658 |
+3,147 |
Mar12 |
110324 |
94.86 |
94.89 |
94.84 |
94.88 |
+0.02 |
2,621 |
65,791 |
+564 |
Jun12 |
110324 |
94.77 |
94.81 |
94.74 |
94.78 |
+0.02 |
691 |
45,112 |
+88 |
Sep12 |
110324 |
94.74 |
94.74 |
94.66 |
94.70 |
+0.02 |
239 |
40,260 |
+30 |
Dec12 |
110324 |
94.67 |
94.67 |
94.58 |
94.62 |
+0.01 |
436 |
19,332 |
-116 |
Mar13 |
110324 |
94.62 |
94.62 |
94.53 |
94.57 |
+0.01 |
163 |
6,370 |
+112 |
Jun13 |
110324 |
94.57 |
94.57 |
94.48 |
94.50 |
unch |
4 |
782 |
+0 |
Sep13 |
110324 |
94.43 |
94.45 |
94.42 |
94.45 |
unch |
6 |
899 |
+2 |
Total Volume and Open Interest |
62,821 |
691,714 |
+8,314 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110324 |
94.56 |
94.61 |
94.54 |
94.58 |
+0.02 |
44,867 |
351,838 |
+15,428 |
Sep11 |
110324 |
94.58 |
94.58 |
94.58 |
94.58 |
+0.02 |
|
|
|
Total Volume and Open Interest |
44,867 |
351,838 |
+15,428 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110324 |
94.99 |
95.03 |
94.98 |
95.02 |
+0.02 |
156,390 |
475,617 |
+5,389 |
Sep11 |
110324 |
95.02 |
95.02 |
95.02 |
95.02 |
+0.03 |
|
|
|
Total Volume and Open Interest |
104,842 |
509,522 |
+33,905 |
Gold(CMX) |
Apr11 |
110324 |
1438.0 |
1448.6 |
1423.7 |
1434.9 |
-3.1 |
124,759 |
208,067 |
-12,432 |
Jun11 |
110324 |
1439.7 |
1450.0 |
1425.4 |
1436.4 |
-3.1 |
30,045 |
168,260 |
+14,971 |
Aug11 |
110324 |
1441.2 |
1451.1 |
1427.7 |
1437.8 |
-3.1 |
1,371 |
30,090 |
-132 |
Oct11 |
110324 |
1442.2 |
1450.7 |
1428.4 |
1439.3 |
-3.0 |
506 |
6,775 |
+165 |
Dec11 |
110324 |
1443.7 |
1453.6 |
1429.8 |
1440.8 |
-3.0 |
796 |
29,692 |
+373 |
Feb12 |
110324 |
1445.9 |
1454.4 |
1433.9 |
1442.5 |
-2.9 |
390 |
7,273 |
-345 |
Apr12 |
110324 |
1440.0 |
1444.6 |
1440.0 |
1444.6 |
-2.9 |
47 |
5,085 |
+46 |
Jun12 |
110324 |
1449.8 |
1449.8 |
1441.4 |
1446.9 |
-3.0 |
5 |
6,750 |
-5 |
Aug12 |
110324 |
1449.7 |
1449.7 |
1449.7 |
1449.7 |
-3.0 |
350 |
1,539 |
+350 |
Oct12 |
110324 |
1453.1 |
1453.1 |
1453.1 |
1453.1 |
-2.7 |
30 |
2,958 |
+30 |
Dec12 |
110324 |
1462.9 |
1470.3 |
1455.9 |
1457.4 |
-2.5 |
146 |
10,907 |
+9 |
Total Volume and Open Interest |
158,919 |
509,131 |
+3,240 |
Silver(CMX) |
Mar11 |
110324 |
3730.0 |
3813.0 |
3711.0 |
3738.8 |
+18.6 |
266 |
843 |
-32 |
May11 |
110324 |
3741.5 |
3818.0 |
3685.0 |
3737.5 |
+17.7 |
58,178 |
77,100 |
+1,245 |
Jul11 |
110324 |
3743.0 |
3817.0 |
3695.0 |
3739.3 |
+17.9 |
3,380 |
15,990 |
+711 |
Sep11 |
110324 |
3731.5 |
3816.5 |
3696.0 |
3740.5 |
+18.2 |
575 |
7,005 |
+140 |
Dec11 |
110324 |
3740.5 |
3819.0 |
3696.0 |
3741.4 |
+18.5 |
657 |
15,996 |
+221 |
Mar12 |
110324 |
3728.5 |
3810.0 |
3716.0 |
3738.5 |
+18.1 |
19 |
1,428 |
+0 |
May12 |
110324 |
3803.0 |
3803.0 |
3708.0 |
3736.9 |
+18.0 |
1 |
326 |
+0 |
Total Volume and Open Interest |
64,170 |
135,988 |
+2,239 |
Platinum(NYMEX) |
Apr11 |
110324 |
1759.0 |
1768.6 |
1750.5 |
1760.0 |
unch |
8,158 |
14,362 |
-2,881 |
Jul11 |
110324 |
1763.3 |
1772.5 |
1754.6 |
1764.2 |
unch |
4,466 |
17,747 |
+3,071 |
Oct11 |
110324 |
1765.1 |
1766.3 |
1759.9 |
1766.3 |
+0.5 |
7 |
592 |
+5 |
Jan12 |
110324 |
1768.7 |
1768.7 |
1768.7 |
1768.7 |
+0.5 |
0 |
14 |
+0 |
Total Volume and Open Interest |
12,631 |
32,752 |
+195 |
Palladium(NYMEX) |
Mar11 |
110324 |
751.85 |
751.85 |
751.85 |
751.85 |
+2.95 |
11 |
55 |
-8 |
Jun11 |
110324 |
748.00 |
761.85 |
746.00 |
752.25 |
+2.95 |
2,168 |
20,251 |
+193 |
Sep11 |
110324 |
755.00 |
762.40 |
753.55 |
753.55 |
+3.00 |
52 |
222 |
+49 |
Total Volume and Open Interest |
2,251 |
20,574 |
+215 |
Copper(CMX) |
Mar11 |
110324 |
441.05 |
443.00 |
439.85 |
441.40 |
-0.45 |
180 |
908 |
-159 |
May11 |
110324 |
442.50 |
445.45 |
439.20 |
442.45 |
-0.40 |
20,969 |
85,513 |
-1,777 |
Jul11 |
110324 |
444.05 |
447.00 |
440.75 |
444.05 |
-0.40 |
1,443 |
25,632 |
+496 |
Sep11 |
110324 |
443.85 |
447.40 |
442.00 |
445.25 |
-0.45 |
783 |
9,022 |
-28 |
Dec11 |
110324 |
447.80 |
448.70 |
444.30 |
446.00 |
-0.35 |
416 |
5,923 |
+35 |
Total Volume and Open Interest |
24,022 |
133,713 |
-1,412 |
DJIA Index(CBOT) |
Jun11 |
110324 |
12009 |
12118 |
12009 |
12116 |
+95 |
913 |
4,380 |
+554 |
Sep11 |
110324 |
12065 |
12065 |
12055 |
12055 |
+98 |
|
|
|
Dec11 |
110324 |
11987 |
11987 |
11889 |
11987 |
+98 |
0 |
1 |
+0 |
Mar12 |
110324 |
11925 |
11925 |
11827 |
11925 |
+98 |
|
|
|
Total Volume and Open Interest |
913 |
4,381 |
+554 |
S & P 500(CME) |
Jun11 |
110324 |
1291.60 |
1306.70 |
1289.20 |
1305.20 |
+13.10 |
12,664 |
290,003 |
+12,642 |
Sep11 |
110324 |
1300.00 |
1301.90 |
1295.90 |
1300.00 |
+13.10 |
95 |
4,011 |
+22 |
Dec11 |
110324 |
1294.70 |
1296.60 |
1294.60 |
1294.70 |
+13.10 |
95 |
698 |
-13 |
Mar12 |
110324 |
1290.10 |
1292.00 |
1290.00 |
1290.10 |
+13.10 |
|
|
|
Total Volume and Open Interest |
12,859 |
294,717 |
+12,656 |
S & P 500 E-Mini(Globex) |
Jun11 |
110324 |
1304.50 |
1304.75 |
1304.00 |
1304.25 |
+13.00 |
|
|
|
Sep11 |
110324 |
1286.75 |
1301.50 |
1285.25 |
1300.00 |
+13.00 |
194 |
1,635 |
+40 |
Total Volume and Open Interest |
1,442,010 |
2,571,151 |
+15,141 |
NASDAQ 100(CME) |
Jun11 |
110324 |
2265.00 |
2314.00 |
2263.30 |
2308.50 |
+43.50 |
421 |
8,229 |
+7 |
Sep11 |
110324 |
2302.00 |
2307.00 |
2302.00 |
2306.00 |
+44.00 |
|
|
|
Dec11 |
110324 |
2303.50 |
2303.50 |
2303.50 |
2303.50 |
+44.00 |
|
|
|
Total Volume and Open Interest |
421 |
8,229 |
+7 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110324 |
2265.00 |
2313.50 |
2262.30 |
2308.50 |
+43.50 |
214,276 |
274,758 |
-3,110 |
Sep11 |
110324 |
2263.80 |
2310.80 |
2263.30 |
2306.00 |
+44.00 |
14 |
61 |
+3 |
Total Volume and Open Interest |
214,290 |
274,824 |
-3,107 |
S & P Midcap 400(CME) |
Jun11 |
110324 |
954.50 |
963.00 |
954.50 |
960.70 |
+10.30 |
145 |
785 |
+109 |
Sep11 |
110324 |
958.60 |
958.60 |
958.30 |
958.60 |
+10.30 |
|
|
|
Dec11 |
110324 |
957.00 |
957.00 |
956.70 |
957.00 |
+10.30 |
|
|
|
Total Volume and Open Interest |
145 |
785 |
+109 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110324 |
9555 |
9555 |
9555 |
9555 |
+110 |
|
|
|
Sep11 |
110324 |
9575 |
9575 |
9475 |
9575 |
+100 |
0 |
9 |
+0 |
Total Volume and Open Interest |
12,342 |
55,688 |
+961 |
Nikkei 225(SGX) |
Jun11 |
110324 |
9415 |
9435 |
9335 |
9355 |
-10 |
142,923 |
230,739 |
+886 |
Sep11 |
110324 |
9355 |
9355 |
9355 |
9355 |
-10 |
6 |
1,297 |
+35 |
Dec11 |
110324 |
9300 |
9300 |
9300 |
9300 |
-10 |
0 |
5,359 |
+0 |
Total Volume and Open Interest |
144,102 |
270,392 |
+1,993 |
CAC 40(EURONEXT) |
Apr11 |
110324 |
3916.0 |
3984.5 |
3885.5 |
3971.0 |
+54.0 |
129,311 |
258,056 |
+3,265 |
May11 |
110324 |
3840.0 |
3913.0 |
3820.0 |
3902.5 |
+54.0 |
84 |
409 |
+35 |
Jun11 |
110324 |
3805.0 |
3865.0 |
3795.0 |
3861.5 |
+53.0 |
201 |
26,519 |
+118 |
Total Volume and Open Interest |
129,596 |
284,984 |
+3,418 |
Hang Seng Index(HKFE) |
Mar11 |
110324 |
22896 |
23181 |
22851 |
22937 |
+127 |
78,262 |
82,352 |
-1,776 |
Apr11 |
110324 |
22928 |
23100 |
22834 |
22906 |
+122 |
4,530 |
7,085 |
+1,201 |
Total Volume and Open Interest |
83,973 |
95,035 |
-272 |
DAX(EUREX) |
Mar11 |
110318 |
6725.0 |
6735.0 |
6668.0 |
6689.5 |
+36.0 |
394,085 |
231,651 |
-107,036 |
Jun11 |
110324 |
6822.0 |
6980.0 |
6805.5 |
6959.0 |
+137.0 |
131,016 |
245,833 |
+20,110 |
Sep11 |
110324 |
6840.5 |
7002.0 |
6830.0 |
6983.5 |
+138.0 |
80 |
4,245 |
+42 |
Total Volume and Open Interest |
131,109 |
250,139 |
+20,195 |
FT-SE 100(EURONEXT) |
Jun11 |
110324 |
5754.00 |
5861.00 |
5732.50 |
5845.00 |
+101.00 |
85,841 |
573,529 |
+6,167 |
Sep11 |
110324 |
5747.00 |
5810.50 |
5747.00 |
5810.50 |
+101.00 |
37 |
518 |
+27 |
Dec11 |
110324 |
5773.00 |
5800.00 |
5773.00 |
5792.00 |
+101.00 |
90 |
190 |
+60 |
Total Volume and Open Interest |
85,968 |
574,237 |
+6,254 |
SPI 200(SFE) |
Mar11 |
110317 |
4564.0 |
4577.0 |
4464.0 |
4520.0 |
-47.0 |
127,175 |
225,244 |
-24,965 |
Jun11 |
110324 |
4662.0 |
4722.0 |
4651.0 |
4722.0 |
+52.0 |
30,644 |
198,274 |
+2,575 |
Sep11 |
110324 |
4700.0 |
4709.0 |
4697.0 |
4709.0 |
+50.0 |
160 |
3,159 |
+150 |
Total Volume and Open Interest |
31,260 |
205,061 |
+3,054 |
GSCI(CME) |
Apr11 |
110324 |
64.64 |
64.64 |
58.74 |
64.64 |
+3.50 |
127 |
13,398 |
-3 |
May11 |
110324 |
65.64 |
65.64 |
60.64 |
65.64 |
+3.00 |
1 |
23 |
+1 |
Jun11 |
110324 |
66.64 |
66.64 |
61.64 |
66.64 |
+3.00 |
|
|
|
Total Volume and Open Interest |
128 |
13,421 |
-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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