|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon March 28, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110328 |
1360.00 |
1369.00 |
1347.00 |
1348.50 |
-9.75 |
88,608 |
232,289 |
+57 |
Jul11 |
110328 |
1370.00 |
1379.25 |
1357.50 |
1359.25 |
-9.25 |
46,895 |
140,177 |
-398 |
Aug11 |
110328 |
1370.00 |
1371.50 |
1356.75 |
1358.25 |
-8.75 |
3,147 |
10,888 |
+807 |
Sep11 |
110328 |
1358.25 |
1366.75 |
1349.25 |
1350.00 |
-8.25 |
3,766 |
12,026 |
+287 |
Nov11 |
110328 |
1350.75 |
1360.50 |
1340.00 |
1342.00 |
-8.25 |
25,816 |
171,269 |
+163 |
Jan12 |
110328 |
1359.50 |
1365.00 |
1345.25 |
1346.75 |
-8.25 |
224 |
21,019 |
-51 |
Mar12 |
110328 |
1351.75 |
1359.75 |
1342.50 |
1343.75 |
-8.00 |
191 |
11,841 |
+10 |
Total Volume and Open Interest |
169,208 |
618,580 |
+1,047 |
Soybean Meal(CBOT) |
May11 |
110328 |
357.60 |
360.20 |
353.50 |
353.60 |
-3.60 |
38,107 |
83,958 |
-646 |
Jul11 |
110328 |
362.60 |
364.90 |
358.20 |
358.20 |
-3.80 |
15,126 |
53,127 |
-560 |
Aug11 |
110328 |
362.30 |
363.70 |
359.50 |
359.50 |
-3.80 |
3,365 |
14,347 |
+553 |
Sep11 |
110328 |
361.50 |
364.40 |
358.70 |
358.70 |
-3.80 |
2,477 |
10,771 |
+257 |
Oct11 |
110328 |
358.40 |
359.60 |
354.60 |
354.80 |
-3.50 |
1,272 |
11,362 |
-18 |
Dec11 |
110328 |
358.00 |
360.20 |
354.20 |
354.20 |
-3.40 |
3,941 |
30,806 |
-169 |
Jan12 |
110328 |
359.30 |
359.40 |
355.40 |
355.40 |
-3.20 |
186 |
3,280 |
+34 |
Mar12 |
110328 |
359.50 |
359.80 |
355.80 |
355.80 |
-2.80 |
82 |
2,783 |
+15 |
Total Volume and Open Interest |
64,638 |
214,569 |
-541 |
Soybean Oil(CBOT) |
May11 |
110328 |
56.82 |
57.08 |
56.29 |
56.53 |
-0.31 |
49,318 |
139,938 |
-1,522 |
Jul11 |
110328 |
57.45 |
57.63 |
56.86 |
57.11 |
-0.30 |
17,985 |
94,557 |
-778 |
Aug11 |
110328 |
57.48 |
57.65 |
57.12 |
57.30 |
-0.30 |
3,499 |
13,396 |
+182 |
Sep11 |
110328 |
57.89 |
57.89 |
57.30 |
57.46 |
-0.30 |
3,115 |
13,316 |
+245 |
Oct11 |
110328 |
57.63 |
57.73 |
57.16 |
57.34 |
-0.37 |
1,149 |
13,509 |
+123 |
Dec11 |
110328 |
57.74 |
58.03 |
57.23 |
57.43 |
-0.38 |
6,093 |
63,313 |
+1,944 |
Jan12 |
110328 |
57.60 |
57.60 |
57.53 |
57.53 |
-0.38 |
77 |
2,910 |
+33 |
Mar12 |
110328 |
57.48 |
57.86 |
57.24 |
57.48 |
-0.38 |
53 |
3,206 |
+19 |
Total Volume and Open Interest |
81,307 |
347,363 |
+258 |
Canola(WCE) |
May11 |
110328 |
583.0 |
585.6 |
577.7 |
580.2 |
-1.1 |
10,183 |
73,789 |
-1,514 |
Jul11 |
110328 |
590.7 |
594.0 |
586.3 |
588.5 |
-1.2 |
2,340 |
36,203 |
+783 |
Nov11 |
110328 |
567.0 |
570.0 |
563.1 |
565.9 |
-1.1 |
1,455 |
64,740 |
+333 |
Jan12 |
110328 |
573.7 |
573.7 |
568.2 |
570.9 |
-0.9 |
117 |
3,982 |
+57 |
Mar12 |
110328 |
575.9 |
575.9 |
571.1 |
573.1 |
-0.9 |
0 |
931 |
+0 |
Total Volume and Open Interest |
14,098 |
181,565 |
-338 |
Corn(CBOT) |
May11 |
110328 |
692.75 |
694.75 |
668.25 |
671.00 |
-18.50 |
213,013 |
580,884 |
-3,761 |
Jul11 |
110328 |
698.75 |
700.50 |
675.00 |
678.00 |
-17.50 |
109,998 |
379,057 |
-5,638 |
Sep11 |
110328 |
646.75 |
651.00 |
628.75 |
631.25 |
-13.50 |
13,112 |
88,340 |
+152 |
Dec11 |
110328 |
610.75 |
615.50 |
596.25 |
597.00 |
-12.50 |
48,172 |
387,264 |
+4,800 |
Mar12 |
110328 |
617.75 |
622.75 |
604.50 |
605.25 |
-12.50 |
2,499 |
59,552 |
+177 |
May12 |
110328 |
626.75 |
627.75 |
612.00 |
612.00 |
-13.00 |
439 |
7,995 |
+90 |
Total Volume and Open Interest |
389,067 |
1,567,241 |
-3,814 |
Wheat(CBOT) |
May11 |
110328 |
736.00 |
739.75 |
721.00 |
725.25 |
-8.00 |
53,090 |
185,754 |
+122 |
Jul11 |
110328 |
771.50 |
775.25 |
756.50 |
761.00 |
-7.75 |
18,452 |
130,485 |
+884 |
Sep11 |
110328 |
811.00 |
811.50 |
794.25 |
798.75 |
-7.75 |
4,151 |
42,569 |
+496 |
Dec11 |
110328 |
837.25 |
839.75 |
821.50 |
825.50 |
-8.00 |
4,499 |
85,213 |
-160 |
Mar12 |
110328 |
853.75 |
857.25 |
841.25 |
845.25 |
-6.75 |
544 |
8,447 |
+37 |
Total Volume and Open Interest |
81,944 |
475,375 |
+1,584 |
Wheat(KCBT) |
May11 |
110328 |
859.75 |
862.25 |
845.25 |
848.50 |
-6.50 |
11,090 |
69,640 |
+4 |
Jul11 |
110328 |
869.00 |
873.25 |
855.75 |
859.25 |
-6.50 |
4,484 |
66,404 |
+924 |
Sep11 |
110328 |
884.75 |
885.50 |
870.00 |
872.50 |
-8.25 |
870 |
18,244 |
-79 |
Dec11 |
110328 |
902.50 |
905.00 |
888.50 |
892.00 |
-7.75 |
1,199 |
20,512 |
+145 |
Mar12 |
110328 |
908.25 |
910.25 |
896.00 |
900.50 |
-7.00 |
245 |
2,074 |
-65 |
Total Volume and Open Interest |
17,968 |
181,366 |
+980 |
Wheat(MGE) |
May11 |
110328 |
884.50 |
888.75 |
870.25 |
875.00 |
-6.00 |
2,906 |
17,147 |
-235 |
Jul11 |
110328 |
890.25 |
897.00 |
878.50 |
883.50 |
-5.75 |
1,557 |
13,954 |
+295 |
Sep11 |
110328 |
896.00 |
903.00 |
885.00 |
889.50 |
-6.50 |
1,164 |
13,449 |
+59 |
Dec11 |
110328 |
910.50 |
915.00 |
895.50 |
900.75 |
-6.00 |
850 |
10,923 |
+43 |
Mar12 |
110328 |
918.25 |
922.50 |
904.00 |
911.25 |
-4.75 |
147 |
1,501 |
-6 |
Total Volume and Open Interest |
6,694 |
58,413 |
+195 |
Oats(CBOT) |
May11 |
110328 |
349.00 |
355.25 |
344.75 |
349.00 |
unch |
1,567 |
6,784 |
-537 |
Jul11 |
110328 |
360.25 |
362.75 |
354.00 |
357.50 |
unch |
1,331 |
4,110 |
+592 |
Sep11 |
110328 |
366.25 |
366.25 |
363.50 |
365.75 |
unch |
13 |
202 |
+2 |
Dec11 |
110328 |
379.50 |
381.00 |
373.00 |
376.25 |
unch |
123 |
2,461 |
+35 |
Total Volume and Open Interest |
3,034 |
13,558 |
+92 |
Rough Rice(CBOT) |
May11 |
110328 |
14.29 |
14.29 |
13.81 |
13.89 |
-0.40 |
1,604 |
14,311 |
-461 |
Jul11 |
110328 |
14.56 |
14.56 |
14.12 |
14.19 |
-0.41 |
713 |
5,676 |
+509 |
Sep11 |
110328 |
15.11 |
15.11 |
14.78 |
14.83 |
-0.37 |
90 |
3,438 |
-1 |
Nov11 |
110328 |
15.28 |
15.33 |
15.06 |
15.12 |
-0.35 |
44 |
838 |
+6 |
Total Volume and Open Interest |
2,467 |
24,618 |
+59 |
Live Cattle(CME) |
Apr11 |
110328 |
118.450 |
118.450 |
117.500 |
117.950 |
-0.650 |
12,621 |
51,296 |
-882 |
Jun11 |
110328 |
117.635 |
117.900 |
116.850 |
116.980 |
-0.770 |
18,505 |
163,659 |
+1,350 |
Aug11 |
110328 |
119.080 |
119.100 |
118.180 |
118.400 |
-0.850 |
5,943 |
68,190 |
+1,643 |
Oct11 |
110328 |
122.250 |
122.450 |
121.500 |
121.600 |
-1.000 |
2,134 |
41,250 |
+122 |
Dec11 |
110328 |
122.830 |
123.180 |
121.980 |
122.300 |
-1.100 |
1,530 |
28,893 |
+314 |
Feb12 |
110328 |
122.330 |
122.480 |
121.700 |
122.050 |
-1.200 |
370 |
7,651 |
+36 |
Total Volume and Open Interest |
41,170 |
363,616 |
+2,609 |
Feeder Cattle(CME) |
Mar11 |
110328 |
132.075 |
132.485 |
131.850 |
132.300 |
+0.400 |
459 |
2,232 |
+25 |
Apr11 |
110328 |
135.200 |
135.500 |
134.400 |
134.900 |
+0.050 |
651 |
4,572 |
-35 |
May11 |
110328 |
137.035 |
137.200 |
136.130 |
137.185 |
+0.135 |
1,362 |
13,862 |
-56 |
Aug11 |
110328 |
138.735 |
138.900 |
137.785 |
138.900 |
+0.365 |
994 |
15,524 |
+197 |
Sep11 |
110328 |
137.500 |
138.185 |
137.500 |
138.100 |
+0.200 |
124 |
2,781 |
+32 |
Oct11 |
110328 |
136.735 |
137.700 |
136.735 |
137.400 |
-0.050 |
56 |
1,572 |
+1 |
Nov11 |
110328 |
137.000 |
137.400 |
136.450 |
137.400 |
+0.300 |
25 |
789 |
+20 |
Total Volume and Open Interest |
3,675 |
41,473 |
+188 |
Lean Hogs(CME) |
Apr11 |
110328 |
92.100 |
92.730 |
91.850 |
92.600 |
+0.120 |
4,745 |
20,019 |
-503 |
May11 |
110328 |
101.300 |
101.900 |
100.900 |
101.885 |
+0.155 |
284 |
3,820 |
+132 |
Jun11 |
110328 |
103.230 |
103.550 |
102.900 |
103.250 |
-0.450 |
7,428 |
88,284 |
+485 |
Jul11 |
110328 |
102.200 |
102.635 |
102.050 |
102.580 |
-0.100 |
990 |
28,615 |
+159 |
Aug11 |
110328 |
101.080 |
102.400 |
101.080 |
102.135 |
+0.135 |
1,828 |
31,302 |
+344 |
Oct11 |
110328 |
90.980 |
91.750 |
90.980 |
91.650 |
+0.200 |
1,058 |
24,446 |
+415 |
Dec11 |
110328 |
86.980 |
87.400 |
86.885 |
87.150 |
-0.180 |
645 |
15,951 |
+270 |
Feb12 |
110328 |
85.950 |
87.600 |
85.950 |
87.450 |
+0.450 |
311 |
3,595 |
+135 |
Total Volume and Open Interest |
17,310 |
218,950 |
+1,454 |
Class III Milk(CME) |
Mar11 |
110328 |
19.48 |
19.58 |
19.40 |
19.44 |
unch |
112 |
7,069 |
-55 |
Apr11 |
110328 |
16.78 |
17.15 |
16.50 |
17.04 |
+0.25 |
443 |
5,785 |
+62 |
May11 |
110328 |
17.20 |
17.74 |
16.86 |
17.44 |
+0.22 |
315 |
5,041 |
-31 |
Jun11 |
110328 |
17.15 |
17.49 |
16.71 |
17.29 |
+0.14 |
163 |
4,134 |
+0 |
Jul11 |
110328 |
17.60 |
17.80 |
17.26 |
17.65 |
unch |
108 |
3,056 |
+41 |
Total Volume and Open Interest |
1,461 |
39,601 |
+218 |
Cocoa(ICE) |
May11 |
110328 |
3201 |
3274 |
3201 |
3248 |
+6 |
5,772 |
62,289 |
-66 |
Jul11 |
110328 |
3210 |
3275 |
3208 |
3251 |
+7 |
1,535 |
32,513 |
+595 |
Sep11 |
110328 |
3222 |
3280 |
3222 |
3255 |
+8 |
251 |
15,333 |
-9 |
Dec11 |
110328 |
3236 |
3256 |
3225 |
3251 |
+7 |
211 |
17,076 |
-152 |
Mar12 |
110328 |
3280 |
3280 |
3278 |
3278 |
+3 |
5 |
23,194 |
-2 |
May12 |
110328 |
3281 |
3281 |
3281 |
3281 |
+3 |
12 |
5,113 |
+1 |
Jul12 |
110328 |
3284 |
3284 |
3284 |
3284 |
+3 |
1 |
547 |
+1 |
Total Volume and Open Interest |
7,788 |
160,317 |
+369 |
Coffee "C"(ICE) |
May11 |
110328 |
269.60 |
269.70 |
263.05 |
263.95 |
-4.65 |
15,662 |
65,154 |
-2,009 |
Jul11 |
110328 |
271.65 |
272.00 |
265.45 |
266.45 |
-4.60 |
6,234 |
25,458 |
+98 |
Sep11 |
110328 |
273.95 |
273.95 |
267.70 |
268.65 |
-4.50 |
1,884 |
10,869 |
+582 |
Dec11 |
110328 |
271.55 |
272.95 |
269.40 |
270.40 |
-4.50 |
491 |
14,541 |
-15 |
Mar12 |
110328 |
274.65 |
274.65 |
270.50 |
271.40 |
-3.25 |
41 |
2,614 |
+0 |
May12 |
110328 |
270.35 |
272.40 |
269.70 |
271.85 |
-2.50 |
4 |
548 |
+0 |
Total Volume and Open Interest |
24,331 |
120,013 |
-1,337 |
Orange Juice(ICE) |
May11 |
110328 |
162.40 |
164.40 |
159.55 |
162.50 |
+0.05 |
1,377 |
18,112 |
-352 |
Jul11 |
110328 |
157.50 |
160.50 |
157.50 |
159.60 |
-0.65 |
603 |
4,823 |
+488 |
Sep11 |
110328 |
157.90 |
157.90 |
157.60 |
157.85 |
-1.20 |
60 |
1,143 |
+55 |
Nov11 |
110328 |
154.45 |
154.45 |
154.45 |
154.45 |
-1.20 |
2 |
760 |
+0 |
Jan12 |
110328 |
153.70 |
153.70 |
153.70 |
153.70 |
-1.20 |
0 |
112 |
+0 |
Mar12 |
110328 |
153.60 |
153.60 |
153.60 |
153.60 |
-1.15 |
0 |
40 |
+0 |
Total Volume and Open Interest |
2,042 |
24,997 |
+191 |
Sugar #11(ICE) |
May11 |
110328 |
27.80 |
28.00 |
26.80 |
27.05 |
-0.81 |
46,270 |
215,285 |
+445 |
Jul11 |
110328 |
25.51 |
25.76 |
24.70 |
24.96 |
-0.66 |
26,325 |
181,008 |
+5,324 |
Oct11 |
110328 |
24.40 |
24.52 |
23.60 |
23.90 |
-0.55 |
9,028 |
82,597 |
-636 |
Mar12 |
110328 |
24.00 |
24.00 |
23.16 |
23.44 |
-0.59 |
3,716 |
58,137 |
+35 |
May12 |
110328 |
23.29 |
23.30 |
22.58 |
22.82 |
-0.62 |
1,083 |
16,611 |
+61 |
Total Volume and Open Interest |
89,390 |
598,852 |
+6,816 |
London Cocoa(LCE) |
May11 |
110328 |
2102 |
2134 |
2101 |
2124 |
+13 |
4,896 |
52,448 |
-99 |
Jul11 |
110328 |
2104 |
2120 |
2100 |
2113 |
+4 |
2,776 |
41,375 |
+345 |
Sep11 |
110328 |
2098 |
2119 |
2098 |
2111 |
+4 |
669 |
25,091 |
-9 |
Dec11 |
110328 |
2102 |
2115 |
2102 |
2109 |
+5 |
727 |
33,326 |
+41 |
Mar12 |
110328 |
2105 |
2119 |
2105 |
2115 |
+4 |
548 |
26,508 |
+280 |
May12 |
110328 |
2118 |
2118 |
2118 |
2118 |
+4 |
182 |
6,101 |
+44 |
Jul12 |
110328 |
2119 |
2119 |
2119 |
2119 |
+4 |
50 |
2,708 |
+50 |
Total Volume and Open Interest |
9,848 |
194,907 |
+652 |
London Sugar(LCE) |
May11 |
110328 |
706.80 |
714.00 |
691.30 |
701.60 |
-10.20 |
2,836 |
23,282 |
-622 |
Aug11 |
110328 |
671.30 |
678.60 |
657.60 |
664.50 |
-12.10 |
1,167 |
21,009 |
+194 |
Oct11 |
110328 |
648.10 |
649.00 |
633.60 |
640.90 |
-8.00 |
58 |
4,365 |
-9 |
Dec11 |
110328 |
623.80 |
623.80 |
623.20 |
623.20 |
-7.80 |
31 |
1,552 |
+14 |
Mar12 |
110328 |
625.30 |
625.70 |
615.60 |
615.60 |
-10.50 |
141 |
1,383 |
+107 |
Total Volume and Open Interest |
4,290 |
52,483 |
-293 |
Cotton(ICE) |
May11 |
110328 |
202.89 |
204.00 |
197.49 |
197.49 |
-7.00 |
14,593 |
72,354 |
+100 |
Jul11 |
110328 |
196.87 |
196.87 |
190.11 |
190.11 |
-7.00 |
8,213 |
42,014 |
+664 |
Oct11 |
110328 |
150.00 |
150.40 |
147.80 |
150.00 |
-4.51 |
9 |
418 |
+0 |
Dec11 |
110328 |
127.26 |
127.96 |
122.50 |
124.45 |
-3.47 |
2,540 |
53,885 |
+605 |
Mar12 |
110328 |
120.00 |
120.00 |
116.00 |
117.74 |
-2.95 |
527 |
4,806 |
+141 |
May12 |
110328 |
113.50 |
113.50 |
110.01 |
112.31 |
-2.53 |
61 |
1,302 |
+41 |
Total Volume and Open Interest |
26,146 |
177,933 |
+1,721 |
Lumber(CME) |
May11 |
110328 |
318.0 |
319.4 |
312.0 |
315.5 |
-3.9 |
262 |
6,113 |
-40 |
Jul11 |
110328 |
334.2 |
334.2 |
329.0 |
331.3 |
-6.9 |
181 |
2,924 |
+97 |
Sep11 |
110328 |
337.1 |
338.0 |
335.0 |
338.0 |
-4.8 |
28 |
593 |
+24 |
Nov11 |
110328 |
330.0 |
330.0 |
330.0 |
330.0 |
unch |
8 |
84 |
+6 |
Total Volume and Open Interest |
480 |
9,715 |
+88 |
Crude Oil(NYM) |
May11 |
110328 |
105.43 |
105.76 |
103.60 |
103.98 |
-1.42 |
258,015 |
362,319 |
-1,324 |
Jun11 |
110328 |
106.03 |
106.30 |
104.16 |
104.56 |
-1.38 |
91,986 |
157,424 |
+2,917 |
Jul11 |
110328 |
106.41 |
106.66 |
104.60 |
105.06 |
-1.32 |
40,890 |
100,738 |
+1,276 |
Aug11 |
110328 |
106.77 |
106.97 |
105.00 |
105.37 |
-1.27 |
24,273 |
44,131 |
+2,413 |
Sep11 |
110328 |
106.98 |
107.13 |
105.28 |
105.60 |
-1.22 |
22,227 |
64,815 |
+1,638 |
Oct11 |
110328 |
107.11 |
107.11 |
105.41 |
105.76 |
-1.18 |
12,153 |
33,641 |
+1,567 |
Nov11 |
110328 |
107.19 |
107.19 |
105.80 |
105.87 |
-1.15 |
12,235 |
35,472 |
+1,974 |
Dec11 |
110328 |
107.20 |
107.28 |
105.62 |
105.93 |
-1.13 |
49,068 |
180,898 |
-1,642 |
Jan12 |
110328 |
106.35 |
106.43 |
105.80 |
105.80 |
-1.10 |
4,075 |
35,047 |
+372 |
Feb12 |
110328 |
105.73 |
105.85 |
105.45 |
105.60 |
-1.07 |
2,591 |
16,165 |
+288 |
Mar12 |
110328 |
106.20 |
106.20 |
105.37 |
105.37 |
-1.04 |
2,381 |
24,987 |
-88 |
Apr12 |
110328 |
105.49 |
105.49 |
104.93 |
105.09 |
-1.00 |
1,266 |
9,612 |
+129 |
May12 |
110328 |
104.78 |
104.78 |
104.78 |
104.78 |
-0.98 |
1,044 |
10,828 |
+92 |
Jun12 |
110328 |
105.25 |
105.35 |
104.20 |
104.50 |
-0.96 |
4,403 |
58,628 |
+170 |
Jul12 |
110328 |
104.17 |
104.17 |
104.17 |
104.17 |
-0.94 |
585 |
12,971 |
+322 |
Aug12 |
110328 |
103.84 |
103.84 |
103.84 |
103.84 |
-0.94 |
45 |
7,663 |
+0 |
Total Volume and Open Interest |
537,199 |
1,518,398 |
+11,838 |
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 |
110328 |
105.600 |
106.125 |
104.200 |
104.550 |
-1.400 |
531 |
484 |
-14 |
Jul11 |
110328 |
106.200 |
106.200 |
104.850 |
105.050 |
-1.325 |
247 |
188 |
-10 |
Aug11 |
110328 |
105.375 |
105.375 |
105.375 |
105.375 |
-1.275 |
4 |
26 |
+0 |
Sep11 |
110328 |
105.350 |
105.600 |
105.350 |
105.600 |
-1.225 |
0 |
12 |
+0 |
Oct11 |
110328 |
105.750 |
105.750 |
105.750 |
105.750 |
-1.200 |
6 |
46 |
+0 |
Nov11 |
110328 |
105.875 |
105.875 |
105.875 |
105.875 |
-1.150 |
0 |
11 |
+0 |
Dec11 |
110328 |
107.200 |
107.200 |
105.700 |
105.925 |
-1.125 |
6 |
227 |
+5 |
Total Volume and Open Interest |
9,413 |
3,708 |
-57 |
Heating Oil(NYM) |
Apr11 |
110328 |
305.10 |
307.17 |
301.90 |
302.49 |
-2.99 |
23,656 |
25,656 |
-5,671 |
May11 |
110328 |
307.60 |
308.80 |
303.55 |
304.12 |
-3.03 |
53,525 |
90,779 |
+12 |
Jun11 |
110328 |
307.88 |
309.91 |
304.87 |
305.43 |
-3.09 |
32,749 |
54,125 |
-469 |
Jul11 |
110328 |
309.90 |
310.78 |
306.43 |
306.75 |
-3.11 |
14,696 |
27,414 |
+2,295 |
Aug11 |
110328 |
309.36 |
312.05 |
308.08 |
308.08 |
-3.14 |
8,212 |
18,240 |
+447 |
Sep11 |
110328 |
310.56 |
312.84 |
309.29 |
309.57 |
-3.05 |
4,989 |
15,487 |
+293 |
Oct11 |
110328 |
312.13 |
314.49 |
310.71 |
311.06 |
-3.02 |
2,350 |
7,552 |
+232 |
Nov11 |
110328 |
313.43 |
315.93 |
312.24 |
312.60 |
-2.93 |
2,625 |
7,597 |
+464 |
Dec11 |
110328 |
317.05 |
317.93 |
313.70 |
314.07 |
-2.83 |
6,522 |
26,844 |
-1,195 |
Jan12 |
110328 |
316.15 |
316.15 |
315.42 |
315.42 |
-2.78 |
846 |
7,483 |
+34 |
Feb12 |
110328 |
315.69 |
315.69 |
315.69 |
315.69 |
-2.76 |
99 |
3,565 |
+24 |
Mar12 |
110328 |
316.24 |
317.00 |
314.54 |
314.54 |
-2.71 |
47 |
1,717 |
+3 |
Total Volume and Open Interest |
150,703 |
299,665 |
-3,461 |
Gasoline(NYMEX) |
Apr11 |
110328 |
305.75 |
305.80 |
301.33 |
302.74 |
-1.71 |
22,792 |
31,061 |
-1,368 |
May11 |
110328 |
306.15 |
306.39 |
301.57 |
302.76 |
-2.19 |
41,535 |
99,384 |
+5,782 |
Jun11 |
110328 |
304.82 |
304.85 |
300.50 |
301.58 |
-2.30 |
18,677 |
43,879 |
+802 |
Jul11 |
110328 |
302.80 |
302.89 |
298.88 |
299.93 |
-2.38 |
7,978 |
22,738 |
+153 |
Aug11 |
110328 |
300.58 |
300.58 |
296.63 |
297.60 |
-2.46 |
4,782 |
12,475 |
+100 |
Sep11 |
110328 |
296.23 |
297.23 |
293.80 |
294.53 |
-2.58 |
5,263 |
15,034 |
+212 |
Oct11 |
110328 |
282.12 |
282.20 |
280.27 |
280.76 |
-2.75 |
3,212 |
12,399 |
+877 |
Nov11 |
110328 |
277.17 |
277.52 |
277.17 |
277.52 |
-2.79 |
1,510 |
4,377 |
-18 |
Dec11 |
110328 |
280.04 |
280.04 |
275.75 |
276.36 |
-2.77 |
3,126 |
23,705 |
+383 |
Jan12 |
110328 |
276.52 |
276.52 |
276.52 |
276.52 |
-2.77 |
210 |
5,292 |
-16 |
Total Volume and Open Interest |
109,302 |
287,033 |
+6,945 |
e-miNY RBOB Gasoline(NYM) |
Apr11 |
110328 |
302.70 |
302.74 |
302.70 |
302.70 |
-1.80 |
0 |
2 |
+0 |
May11 |
110328 |
302.80 |
302.80 |
302.76 |
302.80 |
-2.20 |
0 |
1 |
+0 |
Jun11 |
110328 |
301.60 |
301.60 |
301.58 |
301.60 |
-2.30 |
0 |
1 |
+0 |
Jul11 |
110328 |
299.90 |
299.93 |
299.90 |
299.90 |
-2.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Apr11 |
110328 |
4.425 |
4.480 |
4.324 |
4.374 |
-0.029 |
145,817 |
33,313 |
-12,051 |
May11 |
110328 |
4.523 |
4.559 |
4.402 |
4.448 |
-0.042 |
108,599 |
257,891 |
+822 |
Jun11 |
110328 |
4.582 |
4.627 |
4.485 |
4.520 |
-0.043 |
35,566 |
67,845 |
-578 |
Jul11 |
110328 |
4.649 |
4.690 |
4.558 |
4.594 |
-0.042 |
27,069 |
91,714 |
+1,640 |
Aug11 |
110328 |
4.679 |
4.719 |
4.583 |
4.624 |
-0.041 |
10,847 |
34,016 |
+586 |
Sep11 |
110328 |
4.708 |
4.726 |
4.598 |
4.630 |
-0.043 |
9,880 |
46,799 |
+862 |
Oct11 |
110328 |
4.743 |
4.770 |
4.640 |
4.677 |
-0.045 |
25,398 |
70,871 |
-1 |
Nov11 |
110328 |
4.899 |
4.910 |
4.798 |
4.831 |
-0.041 |
10,449 |
33,338 |
+129 |
Dec11 |
110328 |
5.142 |
5.145 |
5.028 |
5.058 |
-0.047 |
7,008 |
28,094 |
-63 |
Jan12 |
110328 |
5.250 |
5.265 |
5.140 |
5.173 |
-0.046 |
13,474 |
62,055 |
+963 |
Feb12 |
110328 |
5.250 |
5.250 |
5.129 |
5.154 |
-0.046 |
1,554 |
13,589 |
+143 |
Mar12 |
110328 |
5.170 |
5.170 |
5.054 |
5.083 |
-0.049 |
4,504 |
29,232 |
-151 |
Apr12 |
110328 |
5.000 |
5.000 |
4.890 |
4.919 |
-0.040 |
4,139 |
28,041 |
+527 |
May12 |
110328 |
4.940 |
4.970 |
4.925 |
4.939 |
-0.039 |
292 |
6,277 |
-22 |
Jun12 |
110328 |
4.976 |
5.002 |
4.955 |
4.971 |
-0.040 |
127 |
4,496 |
+29 |
Jul12 |
110328 |
5.026 |
5.050 |
4.995 |
5.011 |
-0.041 |
59 |
4,098 |
-5 |
Total Volume and Open Interest |
408,591 |
887,596 |
-5,856 |
Brent Crude Oil(ICE) |
May11 |
110328 |
115.75 |
116.00 |
114.55 |
114.80 |
-0.79 |
165,366 |
187,049 |
-573 |
Jun11 |
110328 |
115.58 |
115.81 |
114.35 |
114.58 |
-0.84 |
84,002 |
204,074 |
+2,951 |
Jul11 |
110328 |
115.26 |
115.43 |
114.10 |
114.32 |
-0.85 |
26,224 |
62,249 |
+362 |
Aug11 |
110328 |
115.26 |
115.26 |
113.83 |
114.03 |
-0.87 |
10,784 |
27,318 |
-83 |
Sep11 |
110328 |
114.95 |
114.95 |
113.52 |
113.73 |
-0.87 |
6,889 |
34,587 |
+304 |
Oct11 |
110328 |
114.30 |
114.62 |
113.28 |
113.49 |
-0.86 |
5,092 |
23,308 |
+56 |
Nov11 |
110328 |
113.49 |
114.34 |
113.05 |
113.25 |
-0.84 |
4,729 |
18,445 |
-381 |
Dec11 |
110328 |
114.28 |
114.29 |
112.82 |
113.03 |
-0.82 |
33,427 |
99,968 |
+1,354 |
Jan12 |
110328 |
112.85 |
112.85 |
112.74 |
112.81 |
-0.82 |
6,024 |
20,186 |
-2,379 |
Feb12 |
110328 |
112.57 |
112.57 |
112.57 |
112.57 |
-0.82 |
2,391 |
13,417 |
+104 |
Mar12 |
110328 |
112.30 |
112.30 |
112.30 |
112.30 |
-0.82 |
4,276 |
20,163 |
+1,350 |
Apr12 |
110328 |
111.98 |
111.98 |
111.98 |
111.98 |
-0.81 |
758 |
5,779 |
+296 |
May12 |
110328 |
111.61 |
111.61 |
111.61 |
111.61 |
-0.81 |
757 |
4,016 |
+48 |
Jun12 |
110328 |
111.62 |
112.32 |
111.20 |
111.23 |
-0.80 |
4,324 |
31,181 |
+90 |
Total Volume and Open Interest |
366,345 |
863,691 |
+4,368 |
Gas Oil(ICE) |
Apr11 |
110328 |
977.75 |
982.75 |
969.25 |
981.50 |
+1.75 |
62,671 |
104,829 |
-5,641 |
May11 |
110328 |
976.25 |
981.00 |
967.50 |
979.75 |
+1.25 |
83,847 |
126,745 |
+7,213 |
Jun11 |
110328 |
976.50 |
980.50 |
967.25 |
979.25 |
+1.00 |
46,254 |
74,468 |
-1,651 |
Jul11 |
110328 |
974.25 |
981.25 |
968.75 |
981.00 |
+1.00 |
13,867 |
34,508 |
+753 |
Aug11 |
110328 |
976.75 |
983.00 |
972.00 |
983.00 |
+0.75 |
6,167 |
25,454 |
-737 |
Sep11 |
110328 |
977.75 |
985.25 |
973.50 |
985.00 |
+0.50 |
7,532 |
37,509 |
+1,236 |
Oct11 |
110328 |
978.75 |
986.00 |
974.00 |
986.00 |
+1.00 |
2,372 |
26,511 |
+90 |
Nov11 |
110328 |
978.50 |
985.75 |
973.50 |
985.50 |
+0.75 |
3,219 |
19,032 |
-247 |
Dec11 |
110328 |
980.50 |
986.75 |
973.50 |
985.75 |
+0.75 |
12,665 |
54,564 |
-404 |
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 |
110328 |
2.493 |
2.497 |
2.475 |
2.485 |
-0.019 |
178 |
587 |
+20 |
May11 |
110328 |
2.484 |
2.484 |
2.455 |
2.462 |
-0.029 |
397 |
857 |
+43 |
Jun11 |
110328 |
2.486 |
2.486 |
2.457 |
2.462 |
-0.031 |
140 |
1,129 |
+73 |
Jul11 |
110328 |
2.480 |
2.480 |
2.464 |
2.464 |
-0.023 |
121 |
1,385 |
+47 |
Aug11 |
110328 |
2.435 |
2.435 |
2.435 |
2.435 |
-0.025 |
72 |
691 |
+15 |
Sep11 |
110328 |
2.405 |
2.405 |
2.361 |
2.372 |
-0.018 |
61 |
1,052 |
+10 |
Oct11 |
110328 |
2.310 |
2.310 |
2.282 |
2.289 |
-0.009 |
58 |
680 |
+50 |
Total Volume and Open Interest |
1,152 |
8,070 |
+308 |
WTI Crude Oil(ICE |
May11 |
110328 |
105.38 |
105.76 |
103.60 |
103.98 |
-1.42 |
70,126 |
88,645 |
-1,843 |
Jun11 |
110328 |
105.91 |
105.91 |
104.20 |
104.56 |
-1.38 |
35,283 |
83,543 |
+3,771 |
Jul11 |
110328 |
106.29 |
106.29 |
104.72 |
105.06 |
-1.32 |
13,001 |
39,961 |
+604 |
Aug11 |
110328 |
106.16 |
106.25 |
105.23 |
105.37 |
-1.27 |
5,582 |
19,829 |
+291 |
Sep11 |
110328 |
106.33 |
106.33 |
105.45 |
105.60 |
-1.22 |
5,525 |
27,986 |
+288 |
Oct11 |
110328 |
106.20 |
106.45 |
105.61 |
105.76 |
-1.18 |
3,386 |
20,996 |
+944 |
Nov11 |
110328 |
106.31 |
106.55 |
105.70 |
105.87 |
-1.15 |
3,772 |
15,194 |
+803 |
Dec11 |
110328 |
106.68 |
106.82 |
105.59 |
105.93 |
-1.13 |
21,566 |
92,990 |
+178 |
Jan12 |
110328 |
105.80 |
105.80 |
105.80 |
105.80 |
-1.10 |
3,250 |
11,003 |
+208 |
Feb12 |
110328 |
105.60 |
105.60 |
105.60 |
105.60 |
-1.07 |
312 |
2,465 |
+78 |
Mar12 |
110328 |
105.37 |
105.37 |
105.37 |
105.37 |
-1.04 |
2,508 |
6,300 |
+1,141 |
Apr12 |
110328 |
105.09 |
105.09 |
105.09 |
105.09 |
-1.00 |
214 |
2,961 |
-23 |
May12 |
110328 |
104.78 |
104.78 |
104.78 |
104.78 |
-0.98 |
161 |
1,429 |
+23 |
Jun12 |
110328 |
104.97 |
104.97 |
104.50 |
104.50 |
-0.96 |
2,890 |
23,498 |
+177 |
Jul12 |
110328 |
104.17 |
104.17 |
104.17 |
104.17 |
-0.94 |
0 |
628 |
+0 |
Aug12 |
110328 |
103.84 |
103.84 |
103.84 |
103.84 |
-0.94 |
0 |
329 |
+0 |
Total Volume and Open Interest |
172,007 |
528,791 |
+7,736 |
US Dollar Index(ICE) |
Jun11 |
110328 |
76.520 |
76.695 |
76.295 |
76.375 |
-0.110 |
32,278 |
53,269 |
+26 |
Sep11 |
110328 |
77.060 |
77.060 |
76.790 |
76.815 |
-0.085 |
47 |
518 |
-15 |
Dec11 |
110328 |
77.175 |
77.175 |
77.175 |
77.175 |
-0.085 |
0 |
1 |
+0 |
Total Volume and Open Interest |
32,325 |
53,788 |
+11 |
Australian Dollar(CME) |
Jun11 |
110328 |
101.48 |
102.19 |
101.38 |
101.77 |
+0.21 |
109,581 |
124,643 |
+13,739 |
Sep11 |
110328 |
100.34 |
100.60 |
100.12 |
100.55 |
+0.20 |
11 |
376 |
+2 |
Dec11 |
110328 |
99.44 |
99.44 |
99.24 |
99.44 |
+0.20 |
2 |
53 |
-1 |
Total Volume and Open Interest |
109,594 |
125,072 |
+13,740 |
British Pound(CME) |
Jun11 |
110328 |
159.90 |
160.23 |
159.21 |
159.86 |
-0.13 |
138,862 |
109,596 |
-12,234 |
Sep11 |
110328 |
159.70 |
159.73 |
159.26 |
159.60 |
-0.13 |
23 |
162 |
-1 |
Dec11 |
110328 |
159.33 |
159.46 |
159.33 |
159.33 |
-0.13 |
0 |
38 |
+0 |
Total Volume and Open Interest |
138,885 |
109,798 |
-12,235 |
Canadian Dollar(CME) |
Jun11 |
110328 |
101.73 |
102.49 |
101.61 |
102.29 |
+0.55 |
90,503 |
114,479 |
+2,146 |
Sep11 |
110328 |
101.87 |
102.18 |
101.50 |
102.04 |
+0.54 |
120 |
2,215 |
-77 |
Dec11 |
110328 |
101.85 |
101.85 |
101.25 |
101.79 |
+0.54 |
36 |
2,220 |
-2 |
Mar12 |
110328 |
101.47 |
101.47 |
100.93 |
101.47 |
+0.54 |
0 |
175 |
+0 |
Total Volume and Open Interest |
90,659 |
119,122 |
+2,067 |
Japanese Yen(CME) |
Jun11 |
110328 |
122.93 |
122.94 |
122.23 |
122.51 |
-0.38 |
79,607 |
110,672 |
-404 |
Sep11 |
110328 |
122.80 |
123.03 |
122.29 |
122.64 |
-0.39 |
12 |
529 |
-5 |
Dec11 |
110328 |
122.80 |
123.21 |
122.80 |
122.82 |
-0.39 |
0 |
57 |
+0 |
Total Volume and Open Interest |
79,619 |
111,265 |
-409 |
Swiss Franc(CME) |
Jun11 |
110328 |
108.62 |
109.33 |
108.35 |
109.13 |
+0.31 |
36,704 |
57,626 |
-384 |
Sep11 |
110328 |
108.84 |
109.28 |
108.62 |
109.22 |
+0.30 |
15 |
55 |
+4 |
Dec11 |
110328 |
109.30 |
109.30 |
108.99 |
109.30 |
+0.31 |
0 |
11 |
+0 |
Total Volume and Open Interest |
36,719 |
57,693 |
-380 |
EuroFX(CME) |
Jun11 |
110328 |
140.29 |
140.97 |
140.00 |
140.78 |
+0.27 |
291,925 |
208,854 |
+8,723 |
Sep11 |
110328 |
139.95 |
140.56 |
139.70 |
140.45 |
+0.27 |
489 |
1,439 |
+339 |
Dec11 |
110328 |
140.08 |
140.08 |
139.83 |
140.08 |
+0.25 |
0 |
70 |
+0 |
Total Volume and Open Interest |
292,414 |
210,653 |
+9,062 |
Mexican Peso(CME) |
Apr11 |
110328 |
836.0 |
836.0 |
835.0 |
836.0 |
+1.0 |
|
|
|
May11 |
110328 |
832.5 |
832.5 |
831.5 |
832.5 |
+1.0 |
|
|
|
Total Volume and Open Interest |
26,133 |
127,311 |
+501 |
30-Year T-Bonds(CBOT) |
Jun11 |
110328 |
120~030 |
120~160 |
120~000 |
120~130 |
+0~050 |
|
|
|
Sep11 |
110328 |
118~160 |
119~030 |
118~160 |
118~300 |
+0~040 |
17 |
15 |
+5 |
Dec11 |
110328 |
117~150 |
117~150 |
117~110 |
117~150 |
+0~040 |
|
|
|
Total Volume and Open Interest |
270,338 |
591,287 |
-6,022 |
10-Year T-Notes(CBOT) |
Jun11 |
110328 |
119~040 |
119~080 |
118~260 |
119~025 |
-0~035 |
1,069,769 |
1,574,355 |
+1,926 |
Sep11 |
110328 |
117~205 |
117~225 |
117~190 |
117~190 |
-0~035 |
10 |
44 |
+1 |
Dec11 |
110328 |
116~190 |
116~225 |
116~190 |
116~190 |
-0~035 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,069,779 |
1,574,403 |
+1,927 |
5-Year T-Notes(CBOT) |
Jun11 |
110328 |
116~106 |
116~122 |
116~081 |
116~098 |
-0~015 |
665,059 |
1,251,648 |
+14,809 |
Sep11 |
110328 |
115~114 |
116~001 |
115~114 |
115~114 |
-0~015 |
|
|
|
Dec11 |
110328 |
115~010 |
115~025 |
115~010 |
115~010 |
-0~015 |
|
|
|
Total Volume and Open Interest |
668,152 |
1,257,994 |
+14,139 |
2 Year T-Notes(CBOT) |
Jun11 |
110328 |
109~009 |
109~012 |
109~001 |
109~004 |
-0~006 |
214,575 |
908,232 |
+3,723 |
Sep11 |
110328 |
108~098 |
108~104 |
108~098 |
108~098 |
-0~006 |
|
|
|
Dec11 |
110328 |
108~064 |
108~070 |
108~064 |
108~064 |
-0~006 |
|
|
|
Total Volume and Open Interest |
215,018 |
914,250 |
+3,583 |
Eurodollars(CME) |
Jun11 |
110328 |
99.615 |
99.620 |
99.605 |
99.615 |
-0.005 |
140,145 |
1,108,023 |
-25,876 |
Sep11 |
110328 |
99.500 |
99.510 |
99.485 |
99.495 |
-0.010 |
165,876 |
1,303,886 |
-10,525 |
Dec11 |
110328 |
99.345 |
99.360 |
99.325 |
99.335 |
-0.020 |
189,248 |
1,414,963 |
+13,287 |
Mar12 |
110328 |
99.120 |
99.125 |
99.080 |
99.090 |
-0.035 |
226,085 |
1,329,195 |
+5,421 |
Jun12 |
110328 |
98.800 |
98.800 |
98.745 |
98.760 |
-0.050 |
284,529 |
995,346 |
+5,542 |
Sep12 |
110328 |
98.465 |
98.465 |
98.385 |
98.400 |
-0.060 |
216,812 |
630,465 |
+4,627 |
Dec12 |
110328 |
98.110 |
98.110 |
98.050 |
98.060 |
-0.065 |
191,107 |
477,351 |
-685 |
Mar13 |
110328 |
97.820 |
97.820 |
97.760 |
97.775 |
-0.065 |
183,841 |
298,948 |
-4,371 |
Jun13 |
110328 |
97.545 |
97.545 |
97.485 |
97.505 |
-0.060 |
83,815 |
209,891 |
+1,216 |
Sep13 |
110328 |
97.290 |
97.295 |
97.230 |
97.255 |
-0.050 |
76,148 |
210,594 |
+3,254 |
Dec13 |
110328 |
97.040 |
97.050 |
96.985 |
97.010 |
-0.045 |
56,716 |
181,990 |
+2,391 |
Mar14 |
110328 |
96.825 |
96.835 |
96.765 |
96.795 |
-0.040 |
59,067 |
155,323 |
+4,655 |
Jun14 |
110328 |
96.585 |
96.615 |
96.550 |
96.575 |
-0.035 |
21,179 |
106,752 |
+419 |
Sep14 |
110328 |
96.370 |
96.405 |
96.340 |
96.365 |
-0.030 |
18,780 |
60,618 |
+216 |
Dec14 |
110328 |
96.150 |
96.195 |
96.125 |
96.150 |
-0.030 |
19,869 |
75,884 |
+3,017 |
Mar15 |
110328 |
95.970 |
96.015 |
95.945 |
95.975 |
-0.025 |
17,404 |
55,713 |
+1,005 |
Jun15 |
110328 |
4.055 |
4.090 |
4.020 |
4.055 |
-0.020 |
9,172 |
33,366 |
+275 |
Sep15 |
110328 |
3.895 |
3.935 |
3.865 |
3.900 |
-0.015 |
7,391 |
38,643 |
+307 |
Total Volume and Open Interest |
1,994,687 |
8,894,936 |
+6,574 |
30 Day Federal Funds(CBOT) |
Mar11 |
110328 |
99.860 |
99.863 |
99.857 |
99.860 |
+0.003 |
1,602 |
84,038 |
+473 |
Apr11 |
110328 |
99.870 |
99.875 |
99.865 |
99.865 |
unch |
6,778 |
71,438 |
+729 |
May11 |
110328 |
99.865 |
99.870 |
99.860 |
99.865 |
+0.005 |
2,288 |
71,715 |
+320 |
Jun11 |
110328 |
99.855 |
99.860 |
99.855 |
99.855 |
unch |
530 |
44,930 |
+236 |
Jul11 |
110328 |
99.840 |
99.845 |
99.840 |
99.845 |
unch |
1,172 |
48,878 |
+352 |
Aug11 |
110328 |
99.810 |
99.815 |
99.805 |
99.815 |
unch |
2,202 |
38,192 |
+789 |
Total Volume and Open Interest |
49,261 |
671,923 |
+7,971 |
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 |
110328 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
150 |
+0 |
Sep11 |
110328 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec11 |
110328 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
75 |
+0 |
Mar12 |
110328 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Jun12 |
110328 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
110328 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Dec12 |
110328 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Mar13 |
110328 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Jun13 |
110328 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Sep13 |
110328 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
225 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110328 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
3,073 |
+250 |
Sep11 |
110328 |
99.61 |
99.66 |
99.61 |
99.66 |
unch |
0 |
1,373 |
+0 |
Dec11 |
110328 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
5 |
1,941 |
+5 |
Mar12 |
110328 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
200 |
2,432 |
+700 |
Jun12 |
110328 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
200 |
1,254 |
+500 |
Sep12 |
110328 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
101 |
411 |
+101 |
Dec12 |
110328 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
24 |
+0 |
Mar13 |
110328 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
506 |
10,509 |
+1,556 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110328 |
139.63 |
139.83 |
139.52 |
139.52 |
-0.29 |
793 |
13,032 |
+397 |
Sep11 |
110328 |
138.62 |
138.62 |
138.62 |
138.62 |
-0.29 |
0 |
1 |
+0 |
Dec11 |
110328 |
136.53 |
136.53 |
136.53 |
136.53 |
-0.29 |
|
|
|
Total Volume and Open Interest |
793 |
13,033 |
+397 |
Euro-Bund(EUREX) |
Jun11 |
110328 |
121.67 |
121.89 |
121.46 |
121.69 |
-0.34 |
860,755 |
1,171,756 |
-133,066 |
Sep11 |
110328 |
121.29 |
121.39 |
121.13 |
121.31 |
-0.36 |
15 |
2,190 |
-2 |
Dec11 |
110328 |
120.57 |
120.57 |
120.57 |
120.57 |
-0.34 |
|
|
|
Total Volume and Open Interest |
860,770 |
1,173,946 |
-133,068 |
Euro-Bobl(EUREX) |
Jun11 |
110322 |
115.08 |
115.14 |
114.85 |
115.04 |
-0.03 |
537,973 |
1,010,693 |
+55,899 |
Sep11 |
110328 |
114.26 |
114.26 |
114.26 |
114.26 |
-0.21 |
6,426 |
6,700 |
-3,426 |
Dec11 |
110328 |
114.31 |
114.31 |
114.31 |
114.31 |
-0.21 |
|
|
|
Total Volume and Open Interest |
556,268 |
928,439 |
-157,513 |
3-Mth Euribor(EUREX) |
Mar11 |
110314 |
98.830 |
98.830 |
98.825 |
98.825 |
unch |
564 |
5,430 |
-114 |
Jun11 |
110328 |
98.460 |
98.460 |
98.450 |
98.450 |
-0.015 |
82 |
12,014 |
+300 |
Sep11 |
110328 |
98.160 |
98.165 |
98.160 |
98.165 |
-0.020 |
90 |
2,857 |
-1 |
Total Volume and Open Interest |
292 |
22,758 |
+300 |
Long Gilt(LIFFE) |
Mar11 |
110324 |
119~21 |
119~21 |
119~10 |
119~10 |
-0~09 |
67 |
717 |
-193 |
Jun11 |
110328 |
117~22 |
118~01 |
117~15 |
117~26 |
-0~03 |
100,525 |
293,717 |
-1,319 |
Total Volume and Open Interest |
101,904 |
294,398 |
-1,329 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110328 |
98.99 |
98.99 |
98.96 |
98.98 |
-0.01 |
58,367 |
379,972 |
+6,885 |
Sep11 |
110328 |
98.80 |
98.80 |
98.78 |
98.79 |
-0.02 |
64,354 |
376,469 |
+6,470 |
Dec11 |
110328 |
98.57 |
98.59 |
98.55 |
98.57 |
-0.03 |
70,420 |
360,453 |
+2,926 |
Mar12 |
110328 |
98.33 |
98.35 |
98.30 |
98.34 |
-0.02 |
72,440 |
312,969 |
-6,515 |
Jun12 |
110328 |
98.05 |
98.08 |
98.03 |
98.07 |
-0.01 |
80,644 |
202,376 |
+3,068 |
Sep12 |
110328 |
97.78 |
97.80 |
97.75 |
97.79 |
-0.02 |
50,656 |
148,519 |
+2,389 |
Total Volume and Open Interest |
482,738 |
2,088,580 |
+13,745 |
3-Mth Euribor(LIFFE) |
Jun11 |
110328 |
98.450 |
98.465 |
98.445 |
98.450 |
-0.015 |
92,349 |
709,947 |
+2,292 |
Sep11 |
110328 |
98.160 |
98.175 |
98.145 |
98.165 |
-0.020 |
86,460 |
605,180 |
+7,301 |
Dec11 |
110328 |
97.950 |
97.950 |
97.895 |
97.930 |
-0.020 |
103,477 |
535,317 |
+2,661 |
Total Volume and Open Interest |
629,031 |
3,232,794 |
-6,928 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110328 |
95.11 |
95.12 |
95.08 |
95.10 |
-0.02 |
14,665 |
210,868 |
+686 |
Sep11 |
110328 |
95.07 |
95.07 |
95.01 |
95.04 |
-0.03 |
7,996 |
202,304 |
-457 |
Dec11 |
110328 |
94.97 |
94.98 |
94.90 |
94.91 |
-0.06 |
12,220 |
116,128 |
-90 |
Mar12 |
110328 |
94.85 |
94.85 |
94.78 |
94.79 |
-0.07 |
2,072 |
64,488 |
-1,666 |
Jun12 |
110328 |
94.75 |
94.75 |
94.68 |
94.69 |
-0.08 |
655 |
45,035 |
-754 |
Sep12 |
110328 |
94.66 |
94.66 |
94.59 |
94.61 |
-0.07 |
45 |
40,029 |
-31 |
Dec12 |
110328 |
94.54 |
94.54 |
94.52 |
94.53 |
-0.06 |
322 |
19,081 |
-470 |
Mar13 |
110328 |
94.47 |
94.47 |
94.46 |
94.47 |
-0.07 |
291 |
6,474 |
+108 |
Jun13 |
110328 |
94.44 |
94.44 |
94.41 |
94.41 |
-0.07 |
122 |
893 |
+113 |
Sep13 |
110328 |
94.39 |
94.41 |
94.34 |
94.35 |
-0.08 |
54 |
897 |
+0 |
Total Volume and Open Interest |
38,449 |
707,029 |
-2,554 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110328 |
94.55 |
94.57 |
94.47 |
94.50 |
-0.05 |
31,200 |
363,969 |
+5,975 |
Sep11 |
110328 |
94.50 |
94.50 |
94.50 |
94.50 |
-0.05 |
|
|
|
Total Volume and Open Interest |
31,200 |
363,969 |
+5,975 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110328 |
94.99 |
95.00 |
94.90 |
94.92 |
-0.07 |
96,517 |
519,138 |
-17,174 |
Sep11 |
110328 |
94.92 |
94.92 |
94.92 |
94.92 |
-0.07 |
|
|
|
Total Volume and Open Interest |
96,517 |
519,138 |
-17,174 |
Gold(CMX) |
Apr11 |
110328 |
1428.5 |
1430.0 |
1410.1 |
1419.9 |
-6.3 |
187,085 |
163,281 |
-26,714 |
Jun11 |
110328 |
1430.0 |
1433.3 |
1411.5 |
1421.3 |
-6.3 |
45,728 |
207,051 |
+25,442 |
Aug11 |
110328 |
1429.0 |
1429.6 |
1413.5 |
1422.8 |
-6.3 |
1,283 |
30,758 |
+272 |
Oct11 |
110328 |
1429.3 |
1429.3 |
1416.0 |
1424.3 |
-6.2 |
332 |
6,826 |
+123 |
Dec11 |
110328 |
1431.4 |
1432.2 |
1418.4 |
1425.8 |
-6.2 |
1,501 |
30,094 |
+250 |
Feb12 |
110328 |
1434.7 |
1434.8 |
1420.4 |
1427.6 |
-6.2 |
242 |
7,192 |
-13 |
Apr12 |
110328 |
1426.9 |
1429.8 |
1426.5 |
1429.8 |
-6.2 |
7 |
5,090 |
+5 |
Jun12 |
110328 |
1432.4 |
1432.4 |
1432.4 |
1432.4 |
-6.0 |
3 |
6,751 |
+1 |
Aug12 |
110328 |
1435.5 |
1435.5 |
1435.5 |
1435.5 |
-5.9 |
0 |
1,539 |
+0 |
Oct12 |
110328 |
1439.2 |
1439.2 |
1439.2 |
1439.2 |
-5.9 |
0 |
2,958 |
+0 |
Dec12 |
110328 |
1451.0 |
1451.0 |
1442.0 |
1444.0 |
-5.7 |
185 |
11,069 |
+62 |
Total Volume and Open Interest |
237,806 |
504,731 |
-197 |
Silver(CMX) |
Mar11 |
110328 |
3718.0 |
3721.5 |
3645.0 |
3709.7 |
+3.9 |
494 |
632 |
-85 |
May11 |
110328 |
3734.0 |
3743.0 |
3643.5 |
3708.8 |
+3.9 |
93,262 |
78,490 |
+82 |
Jul11 |
110328 |
3728.5 |
3743.5 |
3645.5 |
3711.0 |
+4.1 |
3,766 |
16,064 |
+456 |
Sep11 |
110328 |
3728.0 |
3741.0 |
3655.0 |
3712.6 |
+4.3 |
539 |
6,947 |
-44 |
Dec11 |
110328 |
3720.0 |
3737.0 |
3650.0 |
3713.6 |
+4.5 |
972 |
15,961 |
+87 |
Mar12 |
110328 |
3714.5 |
3721.0 |
3650.0 |
3711.3 |
+5.1 |
69 |
1,485 |
+33 |
May12 |
110328 |
3655.0 |
3709.7 |
3655.0 |
3709.7 |
+5.3 |
24 |
347 |
+21 |
Total Volume and Open Interest |
100,165 |
137,642 |
+607 |
Platinum(NYMEX) |
Apr11 |
110328 |
1742.9 |
1751.7 |
1725.2 |
1747.8 |
+2.2 |
8,123 |
10,116 |
-1,742 |
Jul11 |
110328 |
1749.7 |
1756.0 |
1728.8 |
1752.1 |
+2.4 |
3,314 |
22,420 |
+2,019 |
Oct11 |
110328 |
1758.0 |
1758.0 |
1736.5 |
1756.3 |
+4.1 |
29 |
608 |
+16 |
Jan12 |
110328 |
1758.7 |
1758.7 |
1758.7 |
1758.7 |
+4.1 |
0 |
14 |
+0 |
Total Volume and Open Interest |
11,466 |
33,195 |
+293 |
Palladium(NYMEX) |
Mar11 |
110328 |
743.80 |
746.95 |
743.80 |
745.70 |
-4.70 |
0 |
35 |
-1 |
Jun11 |
110328 |
750.00 |
751.65 |
736.10 |
745.70 |
-4.70 |
4,230 |
20,746 |
+14 |
Sep11 |
110328 |
739.00 |
746.95 |
739.00 |
746.95 |
-4.70 |
25 |
260 |
+23 |
Total Volume and Open Interest |
4,255 |
21,087 |
+36 |
Copper(CMX) |
Mar11 |
110328 |
442.00 |
442.05 |
433.45 |
434.05 |
-6.80 |
209 |
793 |
-83 |
May11 |
110328 |
442.75 |
443.55 |
433.15 |
435.00 |
-6.90 |
28,688 |
86,888 |
+303 |
Jul11 |
110328 |
445.00 |
445.00 |
434.85 |
436.70 |
-6.85 |
4,630 |
27,006 |
+292 |
Sep11 |
110328 |
439.90 |
439.90 |
437.90 |
438.10 |
-6.80 |
541 |
8,905 |
-92 |
Dec11 |
110328 |
441.50 |
441.50 |
438.70 |
439.05 |
-6.85 |
211 |
5,794 |
-155 |
Total Volume and Open Interest |
35,327 |
135,922 |
+145 |
DJIA Index(CBOT) |
Jun11 |
110328 |
12178 |
12205 |
12110 |
12114 |
-56 |
1,426 |
6,413 |
+1,020 |
Sep11 |
110328 |
12050 |
12107 |
12050 |
12050 |
-57 |
6 |
6 |
+6 |
Dec11 |
110328 |
11983 |
12039 |
11983 |
11983 |
-56 |
0 |
1 |
+0 |
Mar12 |
110328 |
11921 |
11977 |
11921 |
11921 |
-56 |
|
|
|
Total Volume and Open Interest |
1,432 |
6,420 |
+1,026 |
S & P 500(CME) |
Jun11 |
110328 |
1309.20 |
1315.00 |
1301.80 |
1302.20 |
-7.80 |
16,359 |
288,467 |
-495 |
Sep11 |
110328 |
1297.10 |
1309.90 |
1297.10 |
1297.10 |
-7.80 |
9 |
4,038 |
+7 |
Dec11 |
110328 |
1291.90 |
1304.60 |
1291.90 |
1291.90 |
-7.70 |
70 |
729 |
+31 |
Mar12 |
110328 |
1287.30 |
1300.00 |
1287.30 |
1287.30 |
-7.70 |
|
|
|
Total Volume and Open Interest |
16,438 |
293,239 |
-457 |
S & P 500 E-Mini(Globex) |
Jun11 |
110328 |
1302.75 |
1303.50 |
1302.50 |
1303.00 |
-7.00 |
|
|
|
Sep11 |
110328 |
1305.50 |
1310.25 |
1297.00 |
1297.00 |
-8.00 |
901 |
2,216 |
+93 |
Total Volume and Open Interest |
1,834,199 |
2,606,393 |
+16,130 |
NASDAQ 100(CME) |
Jun11 |
110328 |
2317.80 |
2327.80 |
2295.00 |
2295.80 |
-21.20 |
2,013 |
8,849 |
+547 |
Sep11 |
110328 |
2293.30 |
2293.50 |
2293.30 |
2293.30 |
-21.20 |
1 |
1 |
+1 |
Dec11 |
110328 |
2290.80 |
2291.00 |
2290.80 |
2290.80 |
-21.20 |
|
|
|
Total Volume and Open Interest |
2,014 |
8,850 |
+548 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110328 |
2316.30 |
2328.50 |
2294.80 |
2295.80 |
-21.20 |
289,374 |
293,449 |
+8,599 |
Sep11 |
110328 |
2317.00 |
2325.00 |
2293.30 |
2293.30 |
-21.20 |
106 |
80 |
+18 |
Total Volume and Open Interest |
289,480 |
293,534 |
+8,617 |
S & P Midcap 400(CME) |
Jun11 |
110328 |
960.90 |
963.60 |
960.90 |
960.90 |
-7.20 |
591 |
1,251 |
+466 |
Sep11 |
110328 |
958.80 |
961.50 |
958.80 |
958.80 |
-7.20 |
|
|
|
Dec11 |
110328 |
957.20 |
959.90 |
957.20 |
957.20 |
-7.20 |
|
|
|
Total Volume and Open Interest |
591 |
1,251 |
+466 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110328 |
9375 |
9375 |
9375 |
9375 |
-40 |
|
|
|
Sep11 |
110328 |
9400 |
9440 |
9400 |
9400 |
-40 |
0 |
13 |
+0 |
Total Volume and Open Interest |
9,599 |
55,006 |
-782 |
Nikkei 225(SGX) |
Jun11 |
110328 |
9460 |
9520 |
9325 |
9410 |
-55 |
69,424 |
225,725 |
-5,014 |
Sep11 |
110328 |
9410 |
9410 |
9410 |
9410 |
-55 |
0 |
1,301 |
+4 |
Dec11 |
110328 |
9355 |
9355 |
9355 |
9355 |
-55 |
0 |
5,359 |
+0 |
Total Volume and Open Interest |
69,435 |
265,721 |
-4,671 |
CAC 40(EURONEXT) |
Apr11 |
110328 |
3972.5 |
3994.0 |
3961.0 |
3977.0 |
+2.0 |
146,895 |
253,871 |
+4,573 |
May11 |
110328 |
3901.5 |
3918.5 |
3897.5 |
3908.5 |
+2.0 |
128 |
570 |
+104 |
Jun11 |
110328 |
3861.5 |
3883.0 |
3853.5 |
3868.0 |
+2.0 |
210 |
26,607 |
+95 |
Total Volume and Open Interest |
147,233 |
281,048 |
+4,772 |
Hang Seng Index(HKFE) |
Mar11 |
110328 |
23107 |
23296 |
22950 |
23070 |
-112 |
67,955 |
79,170 |
-1,870 |
Apr11 |
110328 |
23075 |
23262 |
22918 |
23048 |
-100 |
7,399 |
13,091 |
+3,511 |
Total Volume and Open Interest |
75,748 |
97,850 |
+1,687 |
DAX(EUREX) |
Mar11 |
110318 |
6725.0 |
6735.0 |
6668.0 |
6689.5 |
+36.0 |
394,085 |
231,651 |
-107,036 |
Jun11 |
110328 |
6963.0 |
7003.5 |
6935.0 |
6960.5 |
-21.0 |
160,568 |
209,273 |
-25,655 |
Sep11 |
110328 |
6984.5 |
7025.0 |
6961.0 |
6985.0 |
-21.0 |
657 |
4,784 |
+86 |
Total Volume and Open Interest |
161,259 |
214,115 |
-25,564 |
FT-SE 100(EURONEXT) |
Jun11 |
110328 |
5850.00 |
5880.50 |
5843.00 |
5859.00 |
-6.00 |
99,752 |
577,030 |
-205 |
Sep11 |
110328 |
5824.50 |
5824.50 |
5824.50 |
5824.50 |
-6.00 |
25 |
513 |
-5 |
Dec11 |
110328 |
5806.00 |
5806.00 |
5806.00 |
5806.00 |
-6.00 |
18 |
194 |
+4 |
Total Volume and Open Interest |
99,795 |
577,737 |
-206 |
SPI 200(SFE) |
Mar11 |
110317 |
4564.0 |
4577.0 |
4464.0 |
4520.0 |
-47.0 |
127,175 |
225,244 |
-24,965 |
Jun11 |
110328 |
4776.0 |
4779.0 |
4744.0 |
4754.0 |
-19.0 |
36,271 |
205,995 |
+3,806 |
Sep11 |
110328 |
4750.0 |
4750.0 |
4743.0 |
4743.0 |
-16.0 |
215 |
3,478 |
+203 |
Total Volume and Open Interest |
37,353 |
213,899 |
+4,740 |
GSCI(CME) |
Apr11 |
110328 |
56.64 |
59.14 |
54.14 |
54.14 |
-9.00 |
113 |
13,396 |
-12 |
May11 |
110328 |
58.14 |
60.14 |
55.64 |
55.64 |
-8.75 |
3 |
22 |
+0 |
Jun11 |
110328 |
57.64 |
65.69 |
57.64 |
57.64 |
-8.00 |
|
|
|
Total Volume and Open Interest |
116 |
13,418 |
-12 |
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. |
|
|