|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed March 30, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110330 |
1362.00 |
1374.50 |
1355.75 |
1372.00 |
+10.50 |
61,244 |
226,641 |
-2,724 |
Jul11 |
110330 |
1372.25 |
1384.50 |
1366.50 |
1382.75 |
+10.50 |
27,529 |
141,805 |
-350 |
Aug11 |
110330 |
1370.00 |
1383.25 |
1369.75 |
1381.75 |
+10.00 |
1,679 |
10,845 |
+72 |
Sep11 |
110330 |
1363.00 |
1373.50 |
1357.50 |
1372.50 |
+9.25 |
1,132 |
12,285 |
+146 |
Nov11 |
110330 |
1354.00 |
1364.75 |
1349.00 |
1363.50 |
+9.25 |
16,159 |
171,208 |
+616 |
Jan12 |
110330 |
1358.00 |
1368.00 |
1353.50 |
1368.00 |
+9.25 |
300 |
21,638 |
-32 |
Mar12 |
110330 |
1354.00 |
1365.00 |
1354.00 |
1364.50 |
+9.25 |
274 |
11,915 |
+24 |
Total Volume and Open Interest |
109,357 |
615,728 |
-2,216 |
Soybean Meal(CBOT) |
May11 |
110330 |
358.20 |
361.50 |
355.80 |
360.50 |
+1.90 |
24,116 |
82,219 |
-1,149 |
Jul11 |
110330 |
362.80 |
365.90 |
360.30 |
365.20 |
+2.20 |
9,938 |
52,256 |
-66 |
Aug11 |
110330 |
364.30 |
366.40 |
361.60 |
366.20 |
+2.20 |
1,391 |
14,642 |
+107 |
Sep11 |
110330 |
362.30 |
365.20 |
361.00 |
365.20 |
+1.90 |
1,068 |
11,258 |
-128 |
Oct11 |
110330 |
359.00 |
361.10 |
350.00 |
360.70 |
+1.20 |
687 |
11,276 |
+72 |
Dec11 |
110330 |
357.90 |
360.60 |
356.10 |
360.20 |
+1.30 |
3,140 |
31,464 |
+185 |
Jan12 |
110330 |
358.10 |
361.40 |
358.10 |
361.40 |
+1.20 |
176 |
3,288 |
+38 |
Mar12 |
110330 |
358.60 |
361.60 |
358.60 |
361.60 |
+0.90 |
213 |
2,758 |
-3 |
Total Volume and Open Interest |
41,232 |
213,541 |
-893 |
Soybean Oil(CBOT) |
May11 |
110330 |
56.96 |
57.47 |
56.89 |
57.32 |
+0.30 |
39,178 |
130,281 |
-2,944 |
Jul11 |
110330 |
57.56 |
58.05 |
57.49 |
57.91 |
+0.30 |
18,111 |
99,074 |
+3,001 |
Aug11 |
110330 |
57.93 |
58.20 |
57.68 |
58.10 |
+0.32 |
2,065 |
13,777 |
+265 |
Sep11 |
110330 |
58.07 |
58.36 |
57.81 |
58.25 |
+0.31 |
2,455 |
14,294 |
+769 |
Oct11 |
110330 |
57.81 |
58.23 |
57.75 |
58.16 |
+0.35 |
1,042 |
13,739 |
+157 |
Dec11 |
110330 |
57.87 |
58.36 |
57.78 |
58.24 |
+0.34 |
8,478 |
68,097 |
+1,938 |
Jan12 |
110330 |
58.00 |
58.31 |
57.93 |
58.31 |
+0.34 |
61 |
2,932 |
+24 |
Mar12 |
110330 |
57.80 |
58.24 |
57.80 |
58.24 |
+0.34 |
10 |
3,233 |
+7 |
Total Volume and Open Interest |
71,415 |
348,740 |
+3,211 |
Canola(WCE) |
May11 |
110330 |
582.8 |
584.8 |
582.2 |
583.9 |
+0.8 |
5,874 |
69,944 |
-3,678 |
Jul11 |
110330 |
591.0 |
593.2 |
590.8 |
592.3 |
+0.8 |
1,204 |
37,180 |
+385 |
Nov11 |
110330 |
570.9 |
573.0 |
568.2 |
571.4 |
+1.4 |
443 |
64,936 |
+28 |
Jan12 |
110330 |
576.5 |
576.8 |
575.1 |
576.8 |
+1.6 |
40 |
4,041 |
-12 |
Mar12 |
110330 |
578.6 |
578.6 |
578.6 |
578.6 |
+1.6 |
2 |
939 |
+2 |
Total Volume and Open Interest |
7,563 |
178,967 |
-3,275 |
Corn(CBOT) |
May11 |
110330 |
672.25 |
675.00 |
660.00 |
663.25 |
-8.50 |
152,408 |
550,505 |
-24,681 |
Jul11 |
110330 |
679.00 |
681.75 |
669.00 |
671.00 |
-7.75 |
72,983 |
387,484 |
+7,362 |
Sep11 |
110330 |
633.00 |
635.00 |
623.25 |
625.25 |
-7.25 |
7,851 |
90,549 |
+1,023 |
Dec11 |
110330 |
600.00 |
605.00 |
592.00 |
595.25 |
-5.00 |
36,299 |
389,407 |
-47 |
Mar12 |
110330 |
609.00 |
613.00 |
602.00 |
605.25 |
-4.25 |
2,216 |
60,167 |
+242 |
May12 |
110330 |
617.00 |
620.00 |
609.00 |
612.25 |
-4.75 |
555 |
8,168 |
+95 |
Total Volume and Open Interest |
274,747 |
1,551,287 |
-15,703 |
Wheat(CBOT) |
May11 |
110330 |
738.25 |
741.75 |
725.25 |
727.25 |
-10.00 |
34,681 |
178,346 |
-4,827 |
Jul11 |
110330 |
773.00 |
777.00 |
761.25 |
763.25 |
-9.50 |
14,771 |
136,204 |
+3,135 |
Sep11 |
110330 |
810.25 |
813.50 |
799.50 |
801.25 |
-9.00 |
4,277 |
44,161 |
+737 |
Dec11 |
110330 |
837.00 |
840.75 |
826.50 |
828.75 |
-7.25 |
5,031 |
88,039 |
+1,171 |
Mar12 |
110330 |
857.50 |
857.50 |
847.00 |
848.75 |
-8.00 |
313 |
8,649 |
+81 |
Total Volume and Open Interest |
59,510 |
478,431 |
+377 |
Wheat(KCBT) |
May11 |
110330 |
867.50 |
871.00 |
859.25 |
862.00 |
-5.00 |
7,798 |
67,040 |
-1,753 |
Jul11 |
110330 |
877.50 |
881.25 |
869.75 |
872.75 |
-4.75 |
6,005 |
68,656 |
+929 |
Sep11 |
110330 |
893.50 |
895.00 |
884.50 |
887.00 |
-4.75 |
1,379 |
18,872 |
+475 |
Dec11 |
110330 |
909.75 |
912.75 |
902.25 |
905.00 |
-5.50 |
832 |
20,606 |
+54 |
Mar12 |
110330 |
920.25 |
920.25 |
909.25 |
913.00 |
-5.50 |
87 |
2,127 |
+70 |
Total Volume and Open Interest |
16,149 |
181,825 |
-262 |
Wheat(MGE) |
May11 |
110330 |
887.00 |
894.75 |
883.75 |
886.00 |
-2.25 |
1,739 |
17,021 |
-153 |
Jul11 |
110330 |
898.00 |
903.50 |
892.75 |
894.00 |
-4.50 |
723 |
13,973 |
-119 |
Sep11 |
110330 |
902.75 |
908.00 |
896.75 |
898.25 |
-6.25 |
454 |
13,318 |
-131 |
Dec11 |
110330 |
913.50 |
918.50 |
905.25 |
907.50 |
-7.00 |
187 |
10,788 |
-48 |
Mar12 |
110330 |
925.75 |
926.50 |
912.25 |
913.25 |
-9.00 |
69 |
1,525 |
+6 |
Total Volume and Open Interest |
3,232 |
58,112 |
-411 |
Oats(CBOT) |
May11 |
110330 |
350.00 |
351.75 |
344.25 |
349.50 |
-1.50 |
482 |
6,910 |
+107 |
Jul11 |
110330 |
358.50 |
360.00 |
353.50 |
358.00 |
-1.50 |
244 |
4,215 |
+69 |
Sep11 |
110330 |
366.25 |
367.75 |
366.25 |
366.25 |
-1.50 |
25 |
202 |
-1 |
Dec11 |
110330 |
376.00 |
378.50 |
372.50 |
376.75 |
-1.50 |
236 |
2,302 |
-31 |
Total Volume and Open Interest |
987 |
13,630 |
+144 |
Rough Rice(CBOT) |
May11 |
110330 |
13.85 |
13.91 |
13.74 |
13.78 |
-0.07 |
880 |
13,660 |
-193 |
Jul11 |
110330 |
14.19 |
14.20 |
14.03 |
14.10 |
-0.07 |
389 |
5,912 |
+84 |
Sep11 |
110330 |
14.85 |
14.93 |
14.81 |
14.88 |
-0.06 |
72 |
3,488 |
+9 |
Nov11 |
110330 |
15.18 |
15.22 |
15.12 |
15.18 |
-0.05 |
27 |
840 |
-9 |
Total Volume and Open Interest |
1,385 |
24,258 |
-106 |
Live Cattle(CME) |
Apr11 |
110330 |
119.730 |
120.800 |
118.500 |
120.550 |
+2.165 |
6,341 |
49,047 |
-930 |
Jun11 |
110330 |
119.230 |
119.800 |
117.900 |
119.580 |
+1.680 |
15,856 |
167,132 |
+854 |
Aug11 |
110330 |
120.035 |
120.750 |
118.900 |
120.300 |
+1.100 |
6,465 |
73,905 |
+1,665 |
Oct11 |
110330 |
122.800 |
123.600 |
121.980 |
123.180 |
+1.045 |
3,146 |
43,376 |
+226 |
Dec11 |
110330 |
123.200 |
123.600 |
122.150 |
123.385 |
+0.750 |
2,405 |
31,168 |
-57 |
Feb12 |
110330 |
122.700 |
123.100 |
121.785 |
123.080 |
+0.680 |
385 |
8,385 |
+177 |
Total Volume and Open Interest |
34,849 |
376,220 |
+2,105 |
Feeder Cattle(CME) |
Mar11 |
110330 |
133.300 |
133.650 |
133.130 |
133.550 |
+0.850 |
474 |
2,000 |
-139 |
Apr11 |
110330 |
136.350 |
137.735 |
135.650 |
137.485 |
+1.785 |
973 |
4,401 |
-150 |
May11 |
110330 |
138.250 |
139.450 |
137.535 |
138.800 |
+1.225 |
2,183 |
14,379 |
+289 |
Aug11 |
110330 |
140.000 |
140.900 |
139.150 |
140.575 |
+1.250 |
923 |
16,313 |
+290 |
Sep11 |
110330 |
139.500 |
140.325 |
138.630 |
140.285 |
+1.385 |
117 |
2,945 |
+76 |
Oct11 |
110330 |
139.035 |
139.750 |
138.350 |
139.700 |
+1.400 |
72 |
1,658 |
+21 |
Nov11 |
110330 |
138.700 |
139.650 |
138.000 |
139.650 |
+1.450 |
51 |
878 |
+27 |
Total Volume and Open Interest |
4,802 |
42,728 |
+419 |
Lean Hogs(CME) |
Apr11 |
110330 |
93.500 |
93.750 |
90.680 |
93.550 |
-0.050 |
6,356 |
19,272 |
-128 |
May11 |
110330 |
102.330 |
102.600 |
99.500 |
102.500 |
+0.100 |
482 |
4,386 |
+166 |
Jun11 |
110330 |
103.650 |
103.930 |
100.480 |
103.150 |
-0.330 |
10,691 |
92,563 |
+952 |
Jul11 |
110330 |
103.300 |
103.500 |
100.250 |
103.150 |
-0.080 |
1,211 |
28,930 |
-13 |
Aug11 |
110330 |
102.930 |
103.050 |
99.830 |
102.450 |
-0.350 |
2,741 |
32,508 |
+527 |
Oct11 |
110330 |
91.700 |
91.850 |
88.885 |
91.650 |
-0.050 |
1,444 |
25,448 |
+243 |
Dec11 |
110330 |
87.480 |
87.700 |
84.500 |
87.600 |
+0.100 |
1,177 |
17,737 |
+317 |
Feb12 |
110330 |
87.800 |
87.830 |
85.450 |
87.700 |
-0.100 |
293 |
4,022 |
+158 |
Total Volume and Open Interest |
24,704 |
228,329 |
+2,379 |
Class III Milk(CME) |
Mar11 |
110330 |
19.42 |
19.46 |
19.42 |
19.44 |
-0.02 |
162 |
7,288 |
+176 |
Apr11 |
110330 |
16.64 |
16.76 |
16.50 |
16.65 |
-0.11 |
406 |
5,536 |
-136 |
May11 |
110330 |
16.84 |
16.84 |
16.52 |
16.63 |
-0.21 |
437 |
5,164 |
+88 |
Jun11 |
110330 |
16.86 |
16.86 |
16.62 |
16.70 |
-0.16 |
331 |
4,175 |
-33 |
Jul11 |
110330 |
17.37 |
17.37 |
17.20 |
17.22 |
-0.15 |
101 |
3,063 |
+3 |
Total Volume and Open Interest |
1,665 |
39,964 |
+168 |
Cocoa(ICE) |
May11 |
110330 |
3028 |
3077 |
2973 |
2987 |
-70 |
6,511 |
61,587 |
-434 |
Jul11 |
110330 |
3020 |
3083 |
2982 |
2997 |
-65 |
2,858 |
34,183 |
+776 |
Sep11 |
110330 |
3040 |
3088 |
2998 |
3009 |
-63 |
1,500 |
16,462 |
+853 |
Dec11 |
110330 |
3084 |
3100 |
3010 |
3023 |
-61 |
128 |
17,540 |
+50 |
Mar12 |
110330 |
3094 |
3131 |
3052 |
3057 |
-69 |
19 |
23,210 |
+7 |
May12 |
110330 |
3140 |
3145 |
3053 |
3053 |
-64 |
0 |
5,113 |
+0 |
Jul12 |
110330 |
3055 |
3055 |
3055 |
3055 |
-62 |
0 |
547 |
+0 |
Total Volume and Open Interest |
11,016 |
162,895 |
+1,252 |
Coffee "C"(ICE) |
May11 |
110330 |
262.50 |
265.70 |
259.10 |
264.80 |
+3.35 |
9,616 |
63,028 |
-1,418 |
Jul11 |
110330 |
265.15 |
268.20 |
261.60 |
267.40 |
+3.35 |
4,051 |
27,206 |
+1,453 |
Sep11 |
110330 |
267.40 |
270.45 |
263.95 |
269.70 |
+3.40 |
1,331 |
11,005 |
+88 |
Dec11 |
110330 |
269.40 |
272.30 |
266.10 |
271.85 |
+3.55 |
616 |
14,535 |
-91 |
Mar12 |
110330 |
270.00 |
273.10 |
268.30 |
272.95 |
+3.50 |
259 |
2,760 |
+54 |
May12 |
110330 |
270.45 |
274.45 |
269.00 |
274.20 |
+3.45 |
168 |
662 |
+29 |
Total Volume and Open Interest |
16,148 |
120,075 |
+145 |
Orange Juice(ICE) |
May11 |
110330 |
161.00 |
162.35 |
159.15 |
161.50 |
-0.15 |
1,187 |
17,313 |
-240 |
Jul11 |
110330 |
157.55 |
160.30 |
157.00 |
159.45 |
+0.40 |
655 |
5,298 |
-26 |
Sep11 |
110330 |
155.60 |
158.00 |
155.20 |
157.45 |
+0.30 |
12 |
1,179 |
-2 |
Nov11 |
110330 |
153.75 |
154.70 |
153.75 |
154.70 |
+0.95 |
0 |
760 |
+0 |
Jan12 |
110330 |
153.95 |
153.95 |
153.95 |
153.95 |
+0.95 |
0 |
112 |
+0 |
Mar12 |
110330 |
153.90 |
153.90 |
153.90 |
153.90 |
+0.95 |
0 |
40 |
+0 |
Total Volume and Open Interest |
1,854 |
24,709 |
-268 |
Sugar #11(ICE) |
May11 |
110330 |
26.99 |
27.38 |
26.28 |
27.21 |
+0.19 |
32,044 |
209,426 |
-2,706 |
Jul11 |
110330 |
24.93 |
25.39 |
24.29 |
25.23 |
+0.30 |
16,652 |
182,849 |
+1,154 |
Oct11 |
110330 |
23.90 |
24.40 |
23.34 |
24.33 |
+0.44 |
6,000 |
82,952 |
+104 |
Mar12 |
110330 |
23.38 |
23.99 |
22.98 |
23.91 |
+0.47 |
2,691 |
57,256 |
-471 |
May12 |
110330 |
22.96 |
23.48 |
22.46 |
23.39 |
+0.54 |
545 |
16,864 |
+89 |
Total Volume and Open Interest |
58,757 |
595,095 |
-1,971 |
London Cocoa(LCE) |
May11 |
110330 |
1971 |
2006 |
1940 |
1944 |
-53 |
3,658 |
51,448 |
-413 |
Jul11 |
110330 |
1973 |
2005 |
1942 |
1948 |
-46 |
3,071 |
41,191 |
-1,185 |
Sep11 |
110330 |
1989 |
2007 |
1950 |
1955 |
-50 |
618 |
25,354 |
+43 |
Dec11 |
110330 |
2000 |
2012 |
1951 |
1960 |
-51 |
299 |
33,851 |
-125 |
Mar12 |
110330 |
2011 |
2022 |
1957 |
1957 |
-66 |
29 |
26,546 |
+5 |
May12 |
110330 |
2007 |
2026 |
1966 |
1966 |
-63 |
0 |
6,109 |
+0 |
Jul12 |
110330 |
2012 |
2012 |
1970 |
1970 |
-64 |
0 |
2,708 |
-1 |
Total Volume and Open Interest |
7,675 |
194,557 |
-1,676 |
London Sugar(LCE) |
May11 |
110330 |
695.40 |
717.00 |
689.10 |
707.80 |
+5.30 |
5,145 |
23,269 |
-286 |
Aug11 |
110330 |
658.70 |
662.40 |
642.80 |
657.10 |
-6.60 |
1,392 |
20,926 |
-42 |
Oct11 |
110330 |
637.20 |
642.70 |
625.30 |
640.00 |
-3.80 |
262 |
4,429 |
+79 |
Dec11 |
110330 |
621.80 |
629.90 |
612.70 |
625.30 |
-2.20 |
1 |
1,561 |
+1 |
Mar12 |
110330 |
616.50 |
617.60 |
607.80 |
617.50 |
-0.70 |
18 |
1,396 |
+13 |
Total Volume and Open Interest |
6,823 |
52,501 |
-234 |
Cotton(ICE) |
May11 |
110330 |
195.03 |
199.93 |
192.23 |
193.67 |
-1.21 |
6,662 |
71,810 |
-632 |
Jul11 |
110330 |
188.00 |
192.84 |
185.03 |
186.85 |
-0.94 |
4,608 |
43,153 |
+178 |
Oct11 |
110330 |
150.50 |
151.00 |
147.30 |
148.40 |
-1.53 |
37 |
417 |
+0 |
Dec11 |
110330 |
124.11 |
126.40 |
123.68 |
125.50 |
+0.53 |
3,233 |
55,340 |
-391 |
Mar12 |
110330 |
119.50 |
119.90 |
118.00 |
119.58 |
+1.15 |
501 |
4,946 |
+23 |
May12 |
110330 |
114.13 |
114.36 |
114.13 |
114.36 |
+1.56 |
57 |
1,340 |
+7 |
Total Volume and Open Interest |
15,348 |
180,249 |
-768 |
Lumber(CME) |
May11 |
110330 |
306.1 |
308.0 |
299.2 |
299.6 |
-6.0 |
760 |
5,943 |
-145 |
Jul11 |
110330 |
324.2 |
325.5 |
320.0 |
322.6 |
-2.1 |
325 |
3,006 |
+20 |
Sep11 |
110330 |
331.4 |
331.4 |
325.9 |
328.0 |
-4.5 |
84 |
774 |
+70 |
Nov11 |
110330 |
324.0 |
324.0 |
322.1 |
322.1 |
+1.1 |
0 |
107 |
+0 |
Total Volume and Open Interest |
1,169 |
9,831 |
-55 |
Crude Oil(NYM) |
May11 |
110330 |
104.45 |
105.15 |
103.44 |
104.27 |
-0.52 |
223,079 |
351,089 |
-4,391 |
Jun11 |
110330 |
105.05 |
105.66 |
104.02 |
104.84 |
-0.48 |
57,285 |
159,837 |
+1,526 |
Jul11 |
110330 |
105.56 |
106.11 |
104.55 |
105.37 |
-0.42 |
25,797 |
104,911 |
+3,318 |
Aug11 |
110330 |
105.88 |
106.41 |
104.89 |
105.73 |
-0.34 |
7,673 |
44,253 |
-183 |
Sep11 |
110330 |
105.93 |
106.48 |
105.17 |
106.01 |
-0.26 |
8,727 |
62,860 |
-468 |
Oct11 |
110330 |
106.13 |
106.42 |
105.59 |
106.21 |
-0.19 |
7,095 |
31,757 |
-1,028 |
Nov11 |
110330 |
106.46 |
106.46 |
105.90 |
106.32 |
-0.16 |
6,333 |
35,523 |
+208 |
Dec11 |
110330 |
106.33 |
106.91 |
105.46 |
106.35 |
-0.15 |
24,879 |
180,337 |
-1,419 |
Jan12 |
110330 |
106.36 |
106.36 |
106.18 |
106.23 |
-0.14 |
4,294 |
36,509 |
+364 |
Feb12 |
110330 |
105.85 |
106.44 |
105.85 |
106.07 |
-0.11 |
2,316 |
16,784 |
+335 |
Mar12 |
110330 |
105.66 |
106.22 |
105.66 |
105.89 |
-0.08 |
2,005 |
25,169 |
-109 |
Apr12 |
110330 |
105.47 |
105.67 |
105.47 |
105.67 |
-0.03 |
1,219 |
9,804 |
+85 |
May12 |
110330 |
105.39 |
105.39 |
105.39 |
105.39 |
-0.02 |
647 |
11,092 |
+203 |
Jun12 |
110330 |
104.97 |
105.31 |
104.75 |
105.11 |
-0.03 |
4,192 |
60,767 |
+922 |
Jul12 |
110330 |
104.76 |
104.76 |
104.76 |
104.76 |
-0.04 |
114 |
13,094 |
+68 |
Aug12 |
110330 |
104.41 |
104.41 |
104.41 |
104.41 |
-0.05 |
28 |
7,696 |
-25 |
Total Volume and Open Interest |
386,621 |
1,516,018 |
-1,185 |
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 |
110330 |
104.475 |
105.125 |
103.425 |
104.275 |
-0.525 |
7,811 |
2,721 |
+788 |
Jun11 |
110330 |
105.050 |
105.600 |
104.025 |
104.850 |
-0.475 |
336 |
456 |
-23 |
Jul11 |
110330 |
105.250 |
105.825 |
104.850 |
105.375 |
-0.425 |
31 |
200 |
+10 |
Aug11 |
110330 |
106.250 |
106.250 |
105.725 |
105.725 |
-0.350 |
0 |
26 |
+0 |
Sep11 |
110330 |
105.750 |
106.250 |
105.750 |
106.000 |
-0.275 |
2 |
13 |
+1 |
Oct11 |
110330 |
106.200 |
106.200 |
106.200 |
106.200 |
-0.200 |
1 |
46 |
+0 |
Nov11 |
110330 |
106.325 |
106.325 |
106.325 |
106.325 |
-0.150 |
0 |
11 |
+0 |
Dec11 |
110330 |
106.350 |
106.350 |
106.350 |
106.350 |
-0.150 |
5 |
226 |
+0 |
Total Volume and Open Interest |
8,186 |
3,844 |
+39 |
Heating Oil(NYM) |
Apr11 |
110330 |
303.95 |
305.72 |
302.38 |
303.96 |
-0.19 |
23,004 |
15,310 |
-6,464 |
May11 |
110330 |
305.40 |
307.20 |
303.66 |
305.34 |
-0.39 |
47,822 |
98,622 |
+5,777 |
Jun11 |
110330 |
306.55 |
308.28 |
304.82 |
306.49 |
-0.49 |
16,828 |
56,320 |
+609 |
Jul11 |
110330 |
307.50 |
309.40 |
306.00 |
307.67 |
-0.59 |
6,257 |
29,189 |
+872 |
Aug11 |
110330 |
309.52 |
310.17 |
307.30 |
308.92 |
-0.67 |
2,652 |
19,167 |
+429 |
Sep11 |
110330 |
311.19 |
311.70 |
308.70 |
310.37 |
-0.72 |
1,651 |
15,285 |
-344 |
Oct11 |
110330 |
312.49 |
312.51 |
311.48 |
311.85 |
-0.77 |
793 |
7,590 |
-169 |
Nov11 |
110330 |
313.83 |
314.83 |
312.92 |
313.27 |
-0.83 |
726 |
7,684 |
-84 |
Dec11 |
110330 |
314.91 |
316.16 |
312.96 |
314.64 |
-0.87 |
3,423 |
27,106 |
-541 |
Jan12 |
110330 |
316.40 |
316.40 |
316.00 |
316.00 |
-0.87 |
316 |
7,497 |
-10 |
Feb12 |
110330 |
316.78 |
316.78 |
316.30 |
316.30 |
-0.86 |
77 |
3,575 |
-6 |
Mar12 |
110330 |
315.16 |
315.22 |
315.16 |
315.22 |
-0.79 |
118 |
1,756 |
+31 |
Total Volume and Open Interest |
105,275 |
302,912 |
+600 |
Gasoline(NYMEX) |
Apr11 |
110330 |
304.44 |
307.41 |
303.77 |
306.40 |
+1.82 |
21,334 |
19,345 |
-7,866 |
May11 |
110330 |
304.10 |
306.90 |
303.28 |
305.73 |
+1.37 |
34,553 |
103,113 |
+2,200 |
Jun11 |
110330 |
303.31 |
305.31 |
302.06 |
304.18 |
+1.08 |
12,516 |
44,868 |
+519 |
Jul11 |
110330 |
301.30 |
303.05 |
300.63 |
302.51 |
+1.02 |
5,065 |
22,265 |
-272 |
Aug11 |
110330 |
298.91 |
301.20 |
298.66 |
300.15 |
+0.96 |
2,543 |
11,769 |
-480 |
Sep11 |
110330 |
295.86 |
297.42 |
295.62 |
297.06 |
+0.87 |
2,781 |
16,188 |
+86 |
Oct11 |
110330 |
282.31 |
284.09 |
281.26 |
283.35 |
+0.83 |
1,377 |
13,671 |
+401 |
Nov11 |
110330 |
279.96 |
280.15 |
279.94 |
279.94 |
+0.68 |
500 |
4,442 |
+35 |
Dec11 |
110330 |
278.15 |
279.86 |
277.55 |
278.62 |
+0.55 |
677 |
23,928 |
+195 |
Jan12 |
110330 |
278.74 |
278.79 |
278.74 |
278.75 |
+0.49 |
11 |
5,625 |
+2 |
Total Volume and Open Interest |
81,457 |
282,008 |
-5,080 |
e-miNY RBOB Gasoline(NYM) |
Apr11 |
110330 |
306.40 |
306.40 |
306.40 |
306.40 |
+1.80 |
0 |
2 |
+0 |
May11 |
110330 |
306.00 |
306.00 |
305.70 |
305.70 |
+1.30 |
0 |
1 |
+0 |
Jun11 |
110330 |
304.20 |
304.20 |
304.18 |
304.20 |
+1.10 |
0 |
1 |
+0 |
Jul11 |
110330 |
302.50 |
302.51 |
302.50 |
302.50 |
+1.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
May11 |
110330 |
4.260 |
4.389 |
4.255 |
4.355 |
+0.092 |
128,650 |
257,111 |
-3,571 |
Jun11 |
110330 |
4.346 |
4.457 |
4.328 |
4.426 |
+0.091 |
32,500 |
70,272 |
+4,102 |
Jul11 |
110330 |
4.413 |
4.523 |
4.404 |
4.502 |
+0.091 |
24,716 |
95,098 |
+1,349 |
Aug11 |
110330 |
4.452 |
4.554 |
4.438 |
4.535 |
+0.090 |
10,250 |
34,908 |
+728 |
Sep11 |
110330 |
4.455 |
4.561 |
4.449 |
4.542 |
+0.090 |
9,148 |
48,000 |
+709 |
Oct11 |
110330 |
4.504 |
4.607 |
4.499 |
4.590 |
+0.087 |
24,428 |
71,946 |
-453 |
Nov11 |
110330 |
4.670 |
4.759 |
4.669 |
4.744 |
+0.078 |
11,214 |
32,878 |
-300 |
Dec11 |
110330 |
4.885 |
4.980 |
4.880 |
4.971 |
+0.072 |
6,718 |
29,176 |
+252 |
Jan12 |
110330 |
5.050 |
5.091 |
5.014 |
5.090 |
+0.071 |
12,986 |
63,285 |
+195 |
Feb12 |
110330 |
5.039 |
5.071 |
4.995 |
5.071 |
+0.070 |
1,912 |
14,214 |
+473 |
Mar12 |
110330 |
4.960 |
5.015 |
4.933 |
5.009 |
+0.070 |
4,258 |
29,330 |
+555 |
Apr12 |
110330 |
4.813 |
4.863 |
4.782 |
4.858 |
+0.067 |
4,243 |
28,302 |
-23 |
May12 |
110330 |
4.852 |
4.878 |
4.804 |
4.878 |
+0.065 |
1,076 |
6,496 |
+220 |
Jun12 |
110330 |
4.864 |
4.913 |
4.864 |
4.913 |
+0.065 |
899 |
4,736 |
+250 |
Jul12 |
110330 |
4.912 |
4.956 |
4.912 |
4.956 |
+0.065 |
471 |
4,454 |
+361 |
Aug12 |
110330 |
4.940 |
4.983 |
4.940 |
4.983 |
+0.065 |
432 |
5,615 |
+340 |
Total Volume and Open Interest |
369,260 |
879,486 |
-9,834 |
Brent Crude Oil(ICE) |
May11 |
110330 |
115.11 |
115.70 |
114.50 |
115.13 |
-0.03 |
138,658 |
177,723 |
-5,481 |
Jun11 |
110330 |
114.98 |
115.50 |
114.36 |
114.95 |
-0.01 |
64,375 |
194,949 |
-4,495 |
Jul11 |
110330 |
114.51 |
115.23 |
114.15 |
114.73 |
+0.03 |
20,394 |
65,347 |
+790 |
Aug11 |
110330 |
114.12 |
114.98 |
113.83 |
114.48 |
+0.05 |
6,480 |
26,588 |
-563 |
Sep11 |
110330 |
113.86 |
114.68 |
113.54 |
114.17 |
+0.03 |
5,344 |
35,088 |
-647 |
Oct11 |
110330 |
113.61 |
114.41 |
113.34 |
113.90 |
+0.01 |
4,052 |
21,639 |
-23 |
Nov11 |
110330 |
113.10 |
114.12 |
113.06 |
113.60 |
-0.04 |
2,895 |
19,395 |
+475 |
Dec11 |
110330 |
113.01 |
113.85 |
112.74 |
113.32 |
-0.08 |
18,622 |
100,593 |
+67 |
Jan12 |
110330 |
112.90 |
113.18 |
112.66 |
113.09 |
-0.09 |
2,771 |
21,611 |
+1,095 |
Feb12 |
110330 |
112.84 |
112.84 |
112.84 |
112.84 |
-0.10 |
1,415 |
14,300 |
+443 |
Mar12 |
110330 |
112.58 |
112.58 |
112.58 |
112.58 |
-0.09 |
916 |
23,217 |
-78 |
Apr12 |
110330 |
112.28 |
112.28 |
112.28 |
112.28 |
-0.08 |
295 |
5,863 |
-11 |
May12 |
110330 |
111.92 |
111.92 |
111.92 |
111.92 |
-0.08 |
207 |
4,158 |
+84 |
Jun12 |
110330 |
111.70 |
111.82 |
111.12 |
111.55 |
-0.08 |
2,036 |
35,396 |
+265 |
Total Volume and Open Interest |
276,007 |
858,549 |
-7,075 |
Gas Oil(ICE) |
Apr11 |
110330 |
975.50 |
980.75 |
971.00 |
978.00 |
-0.25 |
47,303 |
101,809 |
-5,360 |
May11 |
110330 |
973.25 |
978.50 |
968.50 |
975.25 |
-1.00 |
65,159 |
127,026 |
+516 |
Jun11 |
110330 |
973.00 |
977.25 |
967.50 |
974.50 |
-1.25 |
30,390 |
76,113 |
+2,470 |
Jul11 |
110330 |
975.25 |
978.75 |
968.75 |
976.00 |
-1.50 |
7,774 |
35,831 |
+1,514 |
Aug11 |
110330 |
977.25 |
979.75 |
970.75 |
977.75 |
-2.00 |
4,666 |
26,277 |
+696 |
Sep11 |
110330 |
977.25 |
981.75 |
972.50 |
979.25 |
-2.25 |
3,906 |
36,764 |
-262 |
Oct11 |
110330 |
979.50 |
980.50 |
976.00 |
980.00 |
-2.25 |
1,676 |
26,051 |
+52 |
Nov11 |
110330 |
979.00 |
982.00 |
975.75 |
979.50 |
-2.50 |
1,207 |
18,963 |
+140 |
Dec11 |
110330 |
977.75 |
981.75 |
972.75 |
979.75 |
-2.50 |
12,189 |
56,075 |
-717 |
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 |
110330 |
2.487 |
2.492 |
2.470 |
2.476 |
-0.016 |
90 |
505 |
-20 |
May11 |
110330 |
2.467 |
2.473 |
2.438 |
2.441 |
-0.026 |
254 |
773 |
-110 |
Jun11 |
110330 |
2.448 |
2.448 |
2.434 |
2.440 |
-0.023 |
103 |
1,020 |
-71 |
Jul11 |
110330 |
2.455 |
2.455 |
2.428 |
2.439 |
-0.021 |
8 |
1,358 |
-2 |
Aug11 |
110330 |
2.425 |
2.425 |
2.412 |
2.419 |
-0.023 |
50 |
644 |
-51 |
Sep11 |
110330 |
2.370 |
2.370 |
2.360 |
2.360 |
-0.022 |
12 |
1,069 |
+4 |
Oct11 |
110330 |
2.280 |
2.286 |
2.280 |
2.286 |
-0.022 |
12 |
696 |
+11 |
Total Volume and Open Interest |
645 |
7,795 |
-198 |
WTI Crude Oil(ICE |
May11 |
110330 |
104.45 |
105.16 |
103.44 |
104.27 |
-0.52 |
49,584 |
83,728 |
-1,288 |
Jun11 |
110330 |
104.97 |
105.65 |
104.04 |
104.84 |
-0.48 |
19,411 |
84,092 |
+454 |
Jul11 |
110330 |
105.44 |
106.10 |
104.61 |
105.37 |
-0.42 |
7,368 |
42,146 |
+1,140 |
Aug11 |
110330 |
105.83 |
106.34 |
105.27 |
105.73 |
-0.34 |
3,336 |
19,520 |
-14 |
Sep11 |
110330 |
106.06 |
106.64 |
105.47 |
106.01 |
-0.26 |
2,613 |
28,321 |
+234 |
Oct11 |
110330 |
106.21 |
106.74 |
105.69 |
106.21 |
-0.19 |
2,152 |
19,336 |
-727 |
Nov11 |
110330 |
106.31 |
106.83 |
105.80 |
106.32 |
-0.16 |
2,048 |
14,434 |
+110 |
Dec11 |
110330 |
106.25 |
106.91 |
105.49 |
106.35 |
-0.15 |
9,672 |
94,031 |
-676 |
Jan12 |
110330 |
106.77 |
106.77 |
106.15 |
106.23 |
-0.14 |
990 |
11,242 |
+138 |
Feb12 |
110330 |
106.07 |
106.07 |
106.07 |
106.07 |
-0.11 |
300 |
2,531 |
+55 |
Mar12 |
110330 |
105.66 |
105.89 |
105.66 |
105.89 |
-0.08 |
366 |
9,183 |
+16 |
Apr12 |
110330 |
105.67 |
105.67 |
105.67 |
105.67 |
-0.03 |
161 |
3,001 |
+34 |
May12 |
110330 |
105.39 |
105.39 |
105.39 |
105.39 |
-0.02 |
111 |
1,423 |
-2 |
Jun12 |
110330 |
104.69 |
105.11 |
104.69 |
105.11 |
-0.03 |
1,188 |
28,893 |
+616 |
Jul12 |
110330 |
104.76 |
104.76 |
104.76 |
104.76 |
-0.04 |
0 |
632 |
+0 |
Aug12 |
110330 |
104.41 |
104.41 |
104.41 |
104.41 |
-0.05 |
0 |
331 |
+0 |
Total Volume and Open Interest |
101,687 |
533,445 |
-143 |
US Dollar Index(ICE) |
Jun11 |
110330 |
76.380 |
76.670 |
76.245 |
76.357 |
-0.145 |
17,364 |
51,704 |
+577 |
Sep11 |
110330 |
77.020 |
77.020 |
76.775 |
76.798 |
-0.145 |
12 |
523 |
+5 |
Dec11 |
110330 |
77.158 |
77.158 |
77.158 |
77.158 |
-0.145 |
0 |
1 |
+0 |
Total Volume and Open Interest |
17,377 |
52,229 |
+583 |
Australian Dollar(CME) |
Jun11 |
110330 |
101.90 |
102.42 |
101.75 |
102.31 |
+0.37 |
69,646 |
134,413 |
+4,434 |
Sep11 |
110330 |
100.69 |
101.19 |
100.69 |
101.08 |
+0.36 |
19 |
388 |
+1 |
Dec11 |
110330 |
99.96 |
99.96 |
99.62 |
99.96 |
+0.34 |
0 |
53 |
+0 |
Total Volume and Open Interest |
69,665 |
134,854 |
+4,435 |
British Pound(CME) |
Jun11 |
110330 |
159.87 |
160.69 |
159.64 |
160.54 |
+0.79 |
105,476 |
106,622 |
-2,179 |
Sep11 |
110330 |
159.69 |
160.27 |
159.50 |
160.27 |
+0.77 |
38 |
139 |
-30 |
Dec11 |
110330 |
159.96 |
159.96 |
159.23 |
159.96 |
+0.73 |
0 |
37 |
+0 |
Total Volume and Open Interest |
105,514 |
106,800 |
-2,209 |
Canadian Dollar(CME) |
Jun11 |
110330 |
102.47 |
103.06 |
102.36 |
102.79 |
+0.42 |
57,240 |
112,876 |
+1,247 |
Sep11 |
110330 |
102.25 |
102.76 |
102.12 |
102.53 |
+0.41 |
60 |
2,262 |
+20 |
Dec11 |
110330 |
102.40 |
102.50 |
101.87 |
102.25 |
+0.38 |
13 |
2,232 |
+2 |
Mar12 |
110330 |
101.93 |
101.93 |
101.55 |
101.93 |
+0.38 |
0 |
175 |
+0 |
Total Volume and Open Interest |
57,321 |
117,565 |
+1,271 |
Japanese Yen(CME) |
Jun11 |
110330 |
121.33 |
121.46 |
120.26 |
120.72 |
-0.63 |
80,571 |
107,633 |
-3,562 |
Sep11 |
110330 |
121.28 |
121.48 |
120.42 |
120.84 |
-0.64 |
497 |
652 |
+122 |
Dec11 |
110330 |
121.02 |
121.66 |
121.02 |
121.02 |
-0.64 |
12 |
53 |
-4 |
Total Volume and Open Interest |
81,080 |
108,345 |
-3,444 |
Swiss Franc(CME) |
Jun11 |
110330 |
108.69 |
109.04 |
107.85 |
108.84 |
+0.30 |
34,995 |
56,655 |
-1,051 |
Sep11 |
110330 |
108.39 |
109.07 |
108.00 |
108.92 |
+0.30 |
21 |
58 |
+2 |
Dec11 |
110330 |
108.99 |
108.99 |
108.69 |
108.99 |
+0.30 |
0 |
12 |
+0 |
Total Volume and Open Interest |
35,016 |
56,726 |
-1,049 |
EuroFX(CME) |
Jun11 |
110330 |
140.88 |
141.29 |
140.31 |
141.00 |
+0.32 |
237,107 |
216,456 |
+8,138 |
Sep11 |
110330 |
140.25 |
140.88 |
140.10 |
140.66 |
+0.32 |
238 |
1,457 |
-24 |
Dec11 |
110330 |
140.30 |
140.30 |
139.98 |
140.30 |
+0.32 |
0 |
70 |
+0 |
Total Volume and Open Interest |
237,345 |
218,273 |
+8,114 |
Mexican Peso(CME) |
Apr11 |
110330 |
838.5 |
838.5 |
836.2 |
838.5 |
+2.2 |
|
|
|
May11 |
110330 |
835.0 |
835.0 |
832.8 |
835.0 |
+2.2 |
|
|
|
Total Volume and Open Interest |
14,935 |
130,360 |
+2,693 |
30-Year T-Bonds(CBOT) |
Jun11 |
110330 |
119~250 |
120~060 |
119~250 |
120~060 |
+0~140 |
|
|
|
Sep11 |
110330 |
118~090 |
118~240 |
118~080 |
118~230 |
+0~150 |
103 |
82 |
+62 |
Dec11 |
110330 |
117~080 |
117~080 |
116~250 |
117~080 |
+0~150 |
|
|
|
Total Volume and Open Interest |
199,422 |
589,016 |
-1,726 |
10-Year T-Notes(CBOT) |
Jun11 |
110330 |
118~245 |
119~075 |
118~190 |
119~040 |
+0~115 |
856,063 |
1,563,360 |
-36,886 |
Sep11 |
110330 |
117~170 |
117~220 |
117~090 |
117~210 |
+0~120 |
5 |
44 |
+1 |
Dec11 |
110330 |
116~210 |
116~210 |
116~090 |
116~210 |
+0~120 |
0 |
4 |
+0 |
Total Volume and Open Interest |
856,068 |
1,563,408 |
-36,885 |
5-Year T-Notes(CBOT) |
Jun11 |
110330 |
116~081 |
116~118 |
116~066 |
116~107 |
+0~028 |
562,107 |
1,258,597 |
-21,987 |
Sep11 |
110330 |
115~123 |
115~123 |
115~095 |
115~123 |
+0~028 |
|
|
|
Dec11 |
110330 |
115~019 |
115~019 |
114~119 |
115~019 |
+0~028 |
|
|
|
Total Volume and Open Interest |
563,110 |
1,264,133 |
-22,857 |
2 Year T-Notes(CBOT) |
Jun11 |
110330 |
109~000 |
109~007 |
108~124 |
109~004 |
+0~006 |
315,813 |
889,907 |
-31,645 |
Sep11 |
110330 |
108~098 |
108~098 |
108~092 |
108~098 |
+0~006 |
|
|
|
Dec11 |
110330 |
108~064 |
108~064 |
108~058 |
108~064 |
+0~006 |
|
|
|
Total Volume and Open Interest |
316,716 |
895,560 |
-31,875 |
Eurodollars(CME) |
Jun11 |
110330 |
99.625 |
99.635 |
99.620 |
99.630 |
+0.015 |
141,252 |
1,087,340 |
-21,322 |
Sep11 |
110330 |
99.505 |
99.525 |
99.495 |
99.505 |
+0.010 |
199,945 |
1,293,940 |
-4,942 |
Dec11 |
110330 |
99.335 |
99.365 |
99.325 |
99.350 |
+0.020 |
243,728 |
1,387,328 |
-12,727 |
Mar12 |
110330 |
99.070 |
99.110 |
99.055 |
99.095 |
+0.030 |
289,945 |
1,344,153 |
+9,997 |
Jun12 |
110330 |
98.715 |
98.770 |
98.700 |
98.755 |
+0.040 |
402,922 |
964,442 |
-14,705 |
Sep12 |
110330 |
98.340 |
98.405 |
98.325 |
98.395 |
+0.055 |
247,426 |
626,142 |
+1,421 |
Dec12 |
110330 |
97.990 |
98.070 |
97.975 |
98.055 |
+0.065 |
212,458 |
475,785 |
-5,592 |
Mar13 |
110330 |
97.705 |
97.785 |
97.680 |
97.770 |
+0.065 |
193,521 |
289,403 |
-6,898 |
Jun13 |
110330 |
97.440 |
97.520 |
97.420 |
97.505 |
+0.065 |
110,422 |
211,214 |
-892 |
Sep13 |
110330 |
97.195 |
97.270 |
97.170 |
97.260 |
+0.065 |
82,100 |
211,993 |
+587 |
Dec13 |
110330 |
96.960 |
97.035 |
96.935 |
97.020 |
+0.065 |
57,617 |
183,330 |
+1,312 |
Mar14 |
110330 |
96.745 |
96.820 |
96.725 |
96.805 |
+0.065 |
54,117 |
161,962 |
+3,612 |
Jun14 |
110330 |
96.530 |
96.605 |
96.510 |
96.590 |
+0.065 |
21,848 |
112,087 |
+2,650 |
Sep14 |
110330 |
96.330 |
96.400 |
96.305 |
96.385 |
+0.065 |
16,425 |
62,419 |
-213 |
Dec14 |
110330 |
96.115 |
96.195 |
96.095 |
96.175 |
+0.065 |
14,851 |
78,021 |
+1,574 |
Mar15 |
110330 |
95.945 |
96.020 |
95.925 |
96.005 |
+0.070 |
13,527 |
58,213 |
+827 |
Jun15 |
110330 |
4.025 |
4.095 |
4.010 |
4.085 |
+0.065 |
11,455 |
37,986 |
+560 |
Sep15 |
110330 |
3.875 |
3.945 |
3.860 |
3.930 |
+0.060 |
9,247 |
36,968 |
-961 |
Total Volume and Open Interest |
2,353,576 |
8,836,937 |
-40,661 |
30 Day Federal Funds(CBOT) |
Mar11 |
110330 |
99.860 |
99.863 |
99.860 |
99.860 |
unch |
285 |
81,346 |
-116 |
Apr11 |
110330 |
99.870 |
99.880 |
99.870 |
99.875 |
+0.005 |
10,438 |
77,692 |
+4,130 |
May11 |
110330 |
99.865 |
99.875 |
99.865 |
99.870 |
+0.005 |
6,128 |
75,391 |
+2,565 |
Jun11 |
110330 |
99.860 |
99.865 |
99.855 |
99.860 |
+0.005 |
1,703 |
45,915 |
+253 |
Jul11 |
110330 |
99.840 |
99.850 |
99.840 |
99.845 |
+0.005 |
2,638 |
50,445 |
+682 |
Aug11 |
110330 |
99.815 |
99.825 |
99.815 |
99.820 |
+0.005 |
3,239 |
39,681 |
+939 |
Total Volume and Open Interest |
70,157 |
683,523 |
+11,062 |
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 |
110330 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.002 |
0 |
150 |
+0 |
Sep11 |
110330 |
99.668 |
99.668 |
99.668 |
99.668 |
+0.003 |
|
|
|
Dec11 |
110330 |
99.660 |
99.660 |
99.660 |
99.660 |
+0.003 |
0 |
75 |
+0 |
Mar12 |
110330 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.002 |
|
|
|
Jun12 |
110330 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
110330 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Dec12 |
110330 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Mar13 |
110330 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Jun13 |
110330 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Sep13 |
110330 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
225 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110330 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
3,273 |
+200 |
Sep11 |
110330 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
346 |
1,221 |
+0 |
Dec11 |
110330 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.00 |
0 |
1,941 |
+0 |
Mar12 |
110330 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
105 |
2,642 |
+105 |
Jun12 |
110330 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110330 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
411 |
+0 |
Dec12 |
110330 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
24 |
+0 |
Mar13 |
110330 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
451 |
10,767 |
+305 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110329 |
139.58 |
139.96 |
139.55 |
139.75 |
+0.23 |
1,294 |
13,126 |
+94 |
Sep11 |
110330 |
138.64 |
138.64 |
138.64 |
138.64 |
-0.21 |
0 |
1 |
+0 |
Dec11 |
110330 |
136.55 |
136.55 |
136.55 |
136.55 |
-0.21 |
|
|
|
Total Volume and Open Interest |
1,473 |
13,558 |
+431 |
Euro-Bund(EUREX) |
Jun11 |
110330 |
121.17 |
121.49 |
121.16 |
121.43 |
-0.07 |
684,094 |
1,239,270 |
+78,127 |
Sep11 |
110330 |
120.87 |
121.00 |
120.87 |
121.00 |
-0.13 |
35 |
2,221 |
+10 |
Dec11 |
110330 |
120.79 |
120.79 |
119.47 |
120.31 |
-0.07 |
|
|
|
Total Volume and Open Interest |
684,129 |
1,241,491 |
+78,137 |
Euro-Bobl(EUREX) |
Jun11 |
110322 |
115.08 |
115.14 |
114.85 |
115.04 |
-0.03 |
537,973 |
1,010,693 |
+55,899 |
Sep11 |
110330 |
113.98 |
114.03 |
113.98 |
114.03 |
-0.03 |
2,345 |
19,169 |
+10,124 |
Dec11 |
110330 |
114.13 |
114.13 |
114.13 |
114.13 |
unch |
|
|
|
Total Volume and Open Interest |
441,389 |
1,028,008 |
+45,163 |
3-Mth Euribor(EUREX) |
Mar11 |
110314 |
98.830 |
98.830 |
98.825 |
98.825 |
unch |
564 |
5,430 |
-114 |
Jun11 |
110330 |
98.495 |
98.495 |
98.495 |
98.495 |
+0.025 |
5 |
11,783 |
+11 |
Sep11 |
110330 |
98.180 |
98.195 |
98.180 |
98.195 |
+0.030 |
2 |
2,857 |
+0 |
Total Volume and Open Interest |
16 |
22,631 |
+110 |
Long Gilt(LIFFE) |
Jun11 |
110329 |
117~27 |
118~02 |
117~19 |
117~22 |
-0~04 |
85,928 |
302,811 |
+9,094 |
Sep11 |
110330 |
118~13 |
118~13 |
118~13 |
118~13 |
-0~12 |
|
|
|
Total Volume and Open Interest |
71,954 |
302,420 |
-1,075 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110330 |
98.99 |
99.00 |
98.95 |
98.95 |
-0.05 |
41,559 |
405,381 |
+9,020 |
Sep11 |
110330 |
98.80 |
98.81 |
98.75 |
98.76 |
-0.05 |
30,449 |
360,983 |
-5,451 |
Dec11 |
110330 |
98.58 |
98.58 |
98.51 |
98.53 |
-0.06 |
53,718 |
347,174 |
-12,595 |
Mar12 |
110330 |
98.33 |
98.34 |
98.26 |
98.28 |
-0.07 |
42,660 |
323,576 |
+9,923 |
Jun12 |
110330 |
98.06 |
98.06 |
97.98 |
98.00 |
-0.08 |
29,255 |
207,296 |
-646 |
Sep12 |
110330 |
97.77 |
97.79 |
97.70 |
97.73 |
-0.07 |
14,803 |
145,427 |
-1,489 |
Total Volume and Open Interest |
253,921 |
2,095,389 |
-5,349 |
3-Mth Euribor(LIFFE) |
Jun11 |
110330 |
98.475 |
98.495 |
98.455 |
98.495 |
+0.025 |
59,670 |
716,907 |
+2,345 |
Sep11 |
110330 |
98.170 |
98.200 |
98.150 |
98.195 |
+0.030 |
83,222 |
610,786 |
-1,763 |
Dec11 |
110330 |
97.915 |
97.955 |
97.900 |
97.945 |
+0.030 |
120,099 |
547,195 |
+9,753 |
Total Volume and Open Interest |
682,442 |
3,309,093 |
+34,991 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110330 |
95.10 |
95.12 |
95.09 |
95.10 |
-0.01 |
18,039 |
207,723 |
+3,530 |
Sep11 |
110330 |
95.03 |
95.06 |
95.02 |
95.04 |
unch |
20,855 |
203,819 |
+5,070 |
Dec11 |
110330 |
94.92 |
94.94 |
94.90 |
94.92 |
-0.01 |
13,643 |
114,420 |
+3,438 |
Mar12 |
110330 |
94.80 |
94.81 |
94.77 |
94.78 |
-0.02 |
4,720 |
64,199 |
+1,721 |
Jun12 |
110330 |
94.69 |
94.69 |
94.66 |
94.67 |
-0.03 |
1,704 |
45,156 |
-46 |
Sep12 |
110330 |
94.61 |
94.61 |
94.57 |
94.58 |
-0.04 |
1,595 |
41,198 |
+116 |
Dec12 |
110330 |
94.50 |
94.51 |
94.48 |
94.49 |
-0.04 |
1,265 |
18,824 |
-278 |
Mar13 |
110330 |
94.46 |
94.46 |
94.44 |
94.44 |
-0.03 |
141 |
6,692 |
+116 |
Jun13 |
110330 |
94.38 |
94.39 |
94.36 |
94.37 |
-0.04 |
0 |
946 |
+0 |
Sep13 |
110330 |
94.33 |
94.34 |
94.31 |
94.32 |
-0.04 |
2 |
900 |
+0 |
Total Volume and Open Interest |
61,966 |
704,731 |
+13,669 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110330 |
94.52 |
94.53 |
94.45 |
94.46 |
-0.06 |
26,911 |
341,302 |
+6,703 |
Sep11 |
110330 |
94.46 |
94.46 |
94.46 |
94.46 |
-0.06 |
|
|
|
Total Volume and Open Interest |
26,911 |
341,302 |
+6,703 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110330 |
94.93 |
94.95 |
94.88 |
94.90 |
-0.04 |
93,568 |
501,019 |
+2,166 |
Sep11 |
110330 |
94.90 |
94.90 |
94.90 |
94.90 |
-0.04 |
|
|
|
Total Volume and Open Interest |
93,568 |
501,019 |
+2,166 |
Gold(CMX) |
Apr11 |
110330 |
1418.7 |
1430.3 |
1412.0 |
1423.8 |
+7.6 |
178,881 |
78,722 |
-43,619 |
Jun11 |
110330 |
1420.2 |
1431.7 |
1413.1 |
1424.9 |
+7.4 |
108,286 |
278,390 |
+39,348 |
Aug11 |
110330 |
1421.8 |
1432.4 |
1415.4 |
1426.4 |
+7.4 |
3,820 |
33,085 |
+636 |
Oct11 |
110330 |
1424.6 |
1434.2 |
1423.3 |
1427.9 |
+7.4 |
1,350 |
6,539 |
-324 |
Dec11 |
110330 |
1424.0 |
1435.5 |
1418.5 |
1429.5 |
+7.4 |
2,858 |
30,142 |
+320 |
Feb12 |
110330 |
1428.0 |
1437.4 |
1426.4 |
1431.3 |
+7.4 |
323 |
7,093 |
-92 |
Apr12 |
110330 |
1430.4 |
1433.4 |
1430.4 |
1433.4 |
+7.2 |
30 |
5,091 |
+0 |
Jun12 |
110330 |
1437.1 |
1437.1 |
1436.0 |
1436.0 |
+7.1 |
525 |
6,736 |
-15 |
Aug12 |
110330 |
1441.5 |
1441.5 |
1439.0 |
1439.1 |
+7.0 |
50 |
2,218 |
+50 |
Oct12 |
110330 |
1442.7 |
1442.7 |
1442.7 |
1442.7 |
+6.8 |
0 |
2,993 |
+0 |
Dec12 |
110330 |
1441.2 |
1454.1 |
1439.8 |
1447.4 |
+6.6 |
165 |
11,357 |
+96 |
Feb13 |
110330 |
1453.0 |
1453.0 |
1453.0 |
1453.0 |
|
|
|
|
Silver(CMX) |
May11 |
110330 |
3712.5 |
3777.0 |
3690.0 |
3751.1 |
+52.4 |
60,412 |
77,361 |
+923 |
Jul11 |
110330 |
3707.0 |
3778.0 |
3695.0 |
3753.5 |
+52.6 |
3,867 |
17,670 |
+656 |
Sep11 |
110330 |
3716.0 |
3778.5 |
3711.5 |
3755.1 |
+52.6 |
491 |
7,149 |
+77 |
Dec11 |
110330 |
3719.0 |
3775.0 |
3715.5 |
3756.2 |
+52.7 |
1,084 |
16,296 |
+60 |
Mar12 |
110330 |
3771.0 |
3771.0 |
3754.1 |
3754.1 |
+52.8 |
135 |
1,585 |
+62 |
May12 |
110330 |
3727.0 |
3752.5 |
3727.0 |
3752.5 |
+52.8 |
2 |
347 |
+0 |
Jul12 |
110330 |
3748.5 |
3750.7 |
3748.5 |
3750.7 |
+52.8 |
0 |
1,429 |
+0 |
Total Volume and Open Interest |
66,498 |
138,460 |
+1,727 |
Platinum(NYMEX) |
Apr11 |
110330 |
1742.8 |
1775.0 |
1741.0 |
1771.4 |
+30.8 |
7,765 |
4,705 |
-2,593 |
Jul11 |
110330 |
1744.6 |
1780.5 |
1744.1 |
1774.1 |
+30.0 |
7,382 |
27,260 |
+2,076 |
Oct11 |
110330 |
1752.0 |
1779.5 |
1749.0 |
1778.7 |
+30.8 |
81 |
663 |
+29 |
Jan12 |
110330 |
1781.1 |
1781.1 |
1781.1 |
1781.1 |
+30.8 |
0 |
14 |
+0 |
Total Volume and Open Interest |
15,232 |
32,679 |
-488 |
Palladium(NYMEX) |
Jun11 |
110330 |
752.95 |
762.00 |
747.40 |
758.10 |
+5.15 |
2,620 |
20,025 |
-521 |
Sep11 |
110330 |
758.25 |
759.35 |
755.75 |
759.35 |
+5.15 |
47 |
445 |
+20 |
Dec11 |
110330 |
760.85 |
760.85 |
760.85 |
760.85 |
+5.15 |
1 |
21 |
-2 |
Total Volume and Open Interest |
2,671 |
20,549 |
-502 |
Copper(CMX) |
May11 |
110330 |
435.10 |
437.90 |
424.50 |
427.40 |
-7.25 |
25,815 |
84,136 |
-668 |
Jul11 |
110330 |
436.25 |
439.05 |
426.45 |
429.20 |
-7.15 |
4,227 |
30,383 |
+1,264 |
Sep11 |
110330 |
438.30 |
440.40 |
428.20 |
430.60 |
-7.10 |
506 |
8,903 |
-68 |
Dec11 |
110330 |
438.45 |
438.60 |
430.00 |
431.60 |
-7.10 |
298 |
5,568 |
-34 |
Mar12 |
110330 |
431.50 |
432.00 |
431.50 |
431.90 |
-7.00 |
189 |
2,048 |
+5 |
Total Volume and Open Interest |
32,099 |
136,316 |
+500 |
DJIA Index(CBOT) |
Jun11 |
110330 |
12231 |
12320 |
12230 |
12286 |
+61 |
2,481 |
8,015 |
+1,021 |
Sep11 |
110330 |
12218 |
12218 |
12156 |
12218 |
+62 |
0 |
6 |
+0 |
Dec11 |
110330 |
12151 |
12151 |
12090 |
12151 |
+61 |
0 |
1 |
+0 |
Mar12 |
110330 |
12090 |
12090 |
12029 |
12090 |
+61 |
|
|
|
Total Volume and Open Interest |
2,481 |
8,022 |
+1,021 |
S & P 500(CME) |
Jun11 |
110330 |
1316.70 |
1327.50 |
1314.80 |
1323.90 |
+7.40 |
14,402 |
288,545 |
+163 |
Sep11 |
110330 |
1318.70 |
1322.40 |
1318.70 |
1318.70 |
+7.30 |
0 |
4,013 |
+1 |
Dec11 |
110330 |
1313.60 |
1317.20 |
1313.60 |
1313.60 |
+7.40 |
326 |
1,089 |
+100 |
Mar12 |
110330 |
1309.00 |
1312.60 |
1309.00 |
1309.00 |
+7.40 |
|
|
|
Total Volume and Open Interest |
14,728 |
293,652 |
+264 |
S & P 500 E-Mini(Globex) |
Jun11 |
110330 |
1324.50 |
1324.75 |
1323.75 |
1324.00 |
+6.00 |
|
|
|
Sep11 |
110330 |
1312.50 |
1322.75 |
1309.75 |
1318.75 |
+7.25 |
563 |
2,416 |
+144 |
Total Volume and Open Interest |
1,291,064 |
2,634,457 |
+33,167 |
NASDAQ 100(CME) |
Jun11 |
110330 |
2324.80 |
2342.80 |
2321.30 |
2334.50 |
+12.00 |
205 |
8,909 |
-722 |
Sep11 |
110330 |
2331.50 |
2332.00 |
2331.50 |
2331.50 |
+12.00 |
0 |
1 |
+0 |
Dec11 |
110330 |
2329.00 |
2329.50 |
2329.00 |
2329.00 |
+12.00 |
|
|
|
Total Volume and Open Interest |
205 |
8,910 |
-722 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110330 |
2322.30 |
2343.30 |
2320.30 |
2334.50 |
+12.00 |
205,806 |
299,841 |
-2,359 |
Sep11 |
110330 |
2321.50 |
2340.00 |
2321.00 |
2331.50 |
+12.00 |
122 |
113 |
+32 |
Total Volume and Open Interest |
205,928 |
299,959 |
-2,327 |
S & P Midcap 400(CME) |
Jun11 |
110330 |
984.00 |
984.00 |
981.50 |
982.40 |
+8.80 |
0 |
1,360 |
+0 |
Sep11 |
110330 |
980.30 |
980.30 |
978.50 |
980.30 |
+8.80 |
|
|
|
Dec11 |
110330 |
978.70 |
978.70 |
976.90 |
978.70 |
+8.80 |
|
|
|
Total Volume and Open Interest |
0 |
1,360 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110330 |
9520 |
9830 |
9495 |
9790 |
+280 |
7,169 |
55,696 |
+55,696 |
Sep11 |
110330 |
9820 |
9820 |
9535 |
9815 |
+280 |
0 |
13 |
+0 |
Total Volume and Open Interest |
7,169 |
55,709 |
-1,127 |
Nikkei 225(SGX) |
Jun11 |
110330 |
9475 |
9715 |
9420 |
9710 |
+230 |
93,032 |
225,466 |
-1,535 |
Sep11 |
110330 |
9550 |
9710 |
9550 |
9710 |
+230 |
0 |
1,302 |
+2 |
Dec11 |
110330 |
9655 |
9655 |
9655 |
9655 |
+230 |
0 |
5,359 |
+0 |
Total Volume and Open Interest |
93,572 |
266,001 |
-1,393 |
CAC 40(EURONEXT) |
Apr11 |
110330 |
4021.5 |
4042.5 |
4013.0 |
4027.0 |
+36.0 |
85,967 |
239,214 |
-7,926 |
May11 |
110330 |
3944.0 |
3965.0 |
3944.0 |
3958.5 |
+36.0 |
357 |
948 |
+340 |
Jun11 |
110330 |
3904.5 |
3930.0 |
3904.5 |
3917.0 |
+36.5 |
301 |
26,735 |
+128 |
Total Volume and Open Interest |
86,625 |
266,897 |
-7,458 |
Hang Seng Index(HKFE) |
Mar11 |
110330 |
23210 |
23435 |
23188 |
23402 |
+332 |
112,723 |
58,361 |
-12,521 |
Apr11 |
110330 |
23211 |
23513 |
23166 |
23436 |
+395 |
44,257 |
51,337 |
+27,555 |
Total Volume and Open Interest |
158,153 |
115,784 |
+15,208 |
DAX(EUREX) |
Mar11 |
110318 |
6725.0 |
6735.0 |
6668.0 |
6689.5 |
+36.0 |
394,085 |
231,651 |
-107,036 |
Jun11 |
110330 |
7017.0 |
7091.0 |
7015.0 |
7071.5 |
+112.5 |
115,278 |
229,419 |
+11,080 |
Sep11 |
110330 |
7036.0 |
7115.5 |
7036.0 |
7096.5 |
+112.5 |
304 |
5,036 |
+84 |
Total Volume and Open Interest |
115,590 |
234,561 |
+11,208 |
FT-SE 100(EURONEXT) |
Jun11 |
110330 |
5896.00 |
5934.00 |
5896.00 |
5903.00 |
+18.00 |
62,523 |
584,279 |
-717 |
Sep11 |
110330 |
5868.50 |
5868.50 |
5868.50 |
5868.50 |
+18.00 |
0 |
513 |
+0 |
Dec11 |
110330 |
5850.00 |
5850.00 |
5850.00 |
5850.00 |
+18.00 |
0 |
190 |
+0 |
Total Volume and Open Interest |
62,523 |
584,982 |
-717 |
SPI 200(SFE) |
Mar11 |
110317 |
4564.0 |
4577.0 |
4464.0 |
4520.0 |
-47.0 |
127,175 |
225,244 |
-24,965 |
Jun11 |
110330 |
4787.0 |
4863.0 |
4773.0 |
4841.0 |
+58.0 |
34,851 |
191,502 |
+4,499 |
Sep11 |
110330 |
4796.0 |
4828.0 |
4794.0 |
4828.0 |
+57.0 |
2 |
3,476 |
-2 |
Total Volume and Open Interest |
35,051 |
198,844 |
+4,320 |
GSCI(CME) |
Apr11 |
110330 |
56.64 |
58.14 |
53.64 |
55.14 |
-2.50 |
288 |
13,344 |
-26 |
May11 |
110330 |
58.64 |
59.14 |
54.64 |
56.14 |
-2.50 |
2 |
22 |
+0 |
Jun11 |
110330 |
57.14 |
60.14 |
55.64 |
57.14 |
-2.50 |
|
|
|
Total Volume and Open Interest |
290 |
13,366 |
-26 |
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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