|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu March 31, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110331 |
1373.00 |
1432.00 |
1368.50 |
1410.25 |
+38.25 |
80,620 |
226,137 |
-504 |
Jul11 |
110331 |
1382.75 |
1442.25 |
1379.50 |
1421.00 |
+38.25 |
36,028 |
142,535 |
+730 |
Aug11 |
110331 |
1383.25 |
1438.00 |
1381.75 |
1419.25 |
+37.50 |
4,015 |
11,345 |
+500 |
Sep11 |
110331 |
1370.75 |
1418.25 |
1370.00 |
1406.25 |
+33.75 |
1,157 |
12,509 |
+224 |
Nov11 |
110331 |
1363.00 |
1408.75 |
1357.25 |
1395.00 |
+31.50 |
27,855 |
172,608 |
+1,400 |
Jan12 |
110331 |
1368.00 |
1410.00 |
1367.00 |
1398.25 |
+30.25 |
577 |
21,589 |
-49 |
Mar12 |
110331 |
1361.75 |
1404.25 |
1361.00 |
1394.50 |
+30.00 |
467 |
11,964 |
+49 |
Total Volume and Open Interest |
151,794 |
618,462 |
+2,734 |
Soybean Meal(CBOT) |
May11 |
110331 |
361.30 |
377.50 |
360.00 |
370.70 |
+10.20 |
32,394 |
82,065 |
-154 |
Jul11 |
110331 |
365.20 |
381.00 |
364.80 |
375.10 |
+9.90 |
13,259 |
52,396 |
+140 |
Aug11 |
110331 |
366.20 |
380.60 |
366.20 |
375.50 |
+9.30 |
2,163 |
14,438 |
-204 |
Sep11 |
110331 |
365.20 |
377.50 |
365.20 |
374.10 |
+8.90 |
910 |
11,373 |
+115 |
Oct11 |
110331 |
360.70 |
371.80 |
360.70 |
370.40 |
+9.70 |
755 |
11,181 |
-95 |
Dec11 |
110331 |
360.20 |
370.00 |
359.10 |
368.80 |
+8.60 |
7,200 |
32,220 |
+756 |
Jan12 |
110331 |
365.80 |
370.00 |
363.80 |
369.30 |
+7.90 |
115 |
3,317 |
+29 |
Mar12 |
110331 |
369.80 |
371.00 |
365.50 |
369.00 |
+7.40 |
101 |
2,764 |
+6 |
Total Volume and Open Interest |
57,613 |
214,495 |
+954 |
Soybean Oil(CBOT) |
May11 |
110331 |
57.26 |
59.59 |
57.12 |
58.78 |
+1.46 |
41,413 |
128,616 |
-1,665 |
Jul11 |
110331 |
57.91 |
60.20 |
57.74 |
59.38 |
+1.47 |
21,233 |
100,830 |
+1,756 |
Aug11 |
110331 |
58.06 |
60.09 |
58.06 |
59.56 |
+1.46 |
2,174 |
13,938 |
+161 |
Sep11 |
110331 |
58.19 |
60.30 |
58.12 |
59.70 |
+1.45 |
945 |
14,202 |
-92 |
Oct11 |
110331 |
58.32 |
60.35 |
58.25 |
59.55 |
+1.39 |
307 |
13,771 |
+32 |
Dec11 |
110331 |
58.26 |
60.49 |
58.08 |
59.65 |
+1.41 |
6,601 |
69,029 |
+932 |
Jan12 |
110331 |
58.35 |
59.89 |
58.35 |
59.67 |
+1.36 |
176 |
3,008 |
+76 |
Mar12 |
110331 |
58.15 |
59.80 |
58.15 |
59.57 |
+1.33 |
31 |
3,249 |
+16 |
Total Volume and Open Interest |
73,005 |
350,014 |
+1,274 |
Canola(WCE) |
May11 |
110331 |
583.9 |
603.4 |
583.9 |
593.3 |
+9.4 |
6,460 |
66,993 |
-2,951 |
Jul11 |
110331 |
592.3 |
611.8 |
592.3 |
602.0 |
+9.7 |
3,393 |
38,498 |
+1,318 |
Nov11 |
110331 |
570.5 |
588.6 |
568.7 |
580.5 |
+9.1 |
1,762 |
66,204 |
+1,268 |
Jan12 |
110331 |
576.0 |
593.3 |
576.0 |
585.7 |
+8.9 |
54 |
4,085 |
+44 |
Mar12 |
110331 |
589.5 |
591.5 |
587.2 |
587.2 |
+8.6 |
6 |
945 |
+6 |
Total Volume and Open Interest |
11,706 |
178,676 |
-291 |
Corn(CBOT) |
May11 |
110331 |
663.25 |
693.25 |
659.25 |
693.25 |
+30.00 |
149,177 |
526,870 |
-23,635 |
Jul11 |
110331 |
670.50 |
701.00 |
667.00 |
701.00 |
+30.00 |
70,318 |
391,020 |
+3,536 |
Sep11 |
110331 |
625.25 |
655.25 |
621.50 |
655.25 |
+30.00 |
7,896 |
90,787 |
+238 |
Dec11 |
110331 |
592.75 |
625.25 |
592.50 |
625.25 |
+30.00 |
39,381 |
390,078 |
+671 |
Mar12 |
110331 |
602.50 |
635.25 |
602.00 |
635.25 |
+30.00 |
6,326 |
60,661 |
+494 |
May12 |
110331 |
609.50 |
642.25 |
609.50 |
642.25 |
+30.00 |
1,492 |
8,304 |
+136 |
Total Volume and Open Interest |
276,683 |
1,533,106 |
-18,181 |
Wheat(CBOT) |
May11 |
110331 |
726.50 |
773.50 |
721.75 |
763.25 |
+36.00 |
48,274 |
175,882 |
-2,464 |
Jul11 |
110331 |
763.00 |
808.50 |
758.00 |
799.25 |
+36.00 |
21,762 |
138,603 |
+2,399 |
Sep11 |
110331 |
799.00 |
844.50 |
797.00 |
838.00 |
+36.75 |
6,770 |
44,154 |
-7 |
Dec11 |
110331 |
826.00 |
871.00 |
823.75 |
866.50 |
+37.75 |
10,481 |
90,081 |
+2,042 |
Mar12 |
110331 |
845.00 |
894.25 |
844.25 |
888.75 |
+40.00 |
776 |
8,985 |
+336 |
Total Volume and Open Interest |
89,137 |
481,095 |
+2,664 |
Wheat(KCBT) |
May11 |
110331 |
859.75 |
913.75 |
856.00 |
908.00 |
+46.00 |
9,712 |
67,026 |
-14 |
Jul11 |
110331 |
870.00 |
924.00 |
867.00 |
918.50 |
+45.75 |
6,246 |
67,983 |
-673 |
Sep11 |
110331 |
885.00 |
935.25 |
882.25 |
931.50 |
+44.50 |
1,855 |
19,147 |
+275 |
Dec11 |
110331 |
901.25 |
951.00 |
900.00 |
948.50 |
+43.50 |
1,173 |
20,647 |
+41 |
Mar12 |
110331 |
907.25 |
956.75 |
907.25 |
954.50 |
+41.50 |
106 |
2,158 |
+31 |
Total Volume and Open Interest |
19,200 |
181,540 |
-285 |
Wheat(MGE) |
May11 |
110331 |
885.50 |
933.00 |
885.00 |
923.75 |
+37.75 |
2,170 |
16,944 |
-77 |
Jul11 |
110331 |
892.50 |
940.00 |
892.50 |
932.00 |
+38.00 |
978 |
13,780 |
-193 |
Sep11 |
110331 |
896.75 |
943.25 |
895.00 |
935.75 |
+37.50 |
879 |
13,139 |
-179 |
Dec11 |
110331 |
907.00 |
954.00 |
905.00 |
947.50 |
+40.00 |
380 |
10,764 |
-24 |
Mar12 |
110331 |
913.75 |
957.75 |
913.75 |
954.50 |
+41.25 |
36 |
1,529 |
+4 |
Total Volume and Open Interest |
4,464 |
57,644 |
-468 |
Oats(CBOT) |
May11 |
110331 |
351.50 |
369.50 |
349.25 |
367.25 |
+17.75 |
288 |
6,902 |
-8 |
Jul11 |
110331 |
359.75 |
378.00 |
359.25 |
376.00 |
+18.00 |
104 |
4,230 |
+15 |
Sep11 |
110331 |
386.25 |
386.25 |
366.25 |
383.25 |
+17.00 |
3 |
200 |
-2 |
Dec11 |
110331 |
378.75 |
396.00 |
374.75 |
392.75 |
+16.00 |
90 |
2,311 |
+9 |
Total Volume and Open Interest |
485 |
13,644 |
+14 |
Rough Rice(CBOT) |
May11 |
110331 |
13.80 |
14.10 |
13.50 |
13.98 |
+0.20 |
936 |
13,540 |
-120 |
Jul11 |
110331 |
14.09 |
14.40 |
13.81 |
14.31 |
+0.21 |
551 |
6,068 |
+156 |
Sep11 |
110331 |
14.90 |
15.20 |
14.68 |
15.05 |
+0.18 |
215 |
3,570 |
+82 |
Nov11 |
110331 |
15.19 |
15.45 |
14.93 |
15.32 |
+0.14 |
44 |
837 |
-3 |
Total Volume and Open Interest |
1,815 |
24,380 |
+122 |
Live Cattle(CME) |
Apr11 |
110331 |
120.180 |
121.700 |
120.035 |
121.550 |
+1.000 |
13,432 |
49,032 |
-15 |
Jun11 |
110331 |
118.980 |
121.000 |
118.850 |
120.980 |
+1.400 |
21,227 |
169,583 |
+2,451 |
Aug11 |
110331 |
119.750 |
122.285 |
119.550 |
122.180 |
+1.880 |
7,518 |
75,420 |
+1,515 |
Oct11 |
110331 |
122.680 |
125.480 |
122.480 |
125.400 |
+2.220 |
3,482 |
44,031 |
+655 |
Dec11 |
110331 |
122.680 |
125.800 |
122.580 |
125.730 |
+2.345 |
2,400 |
32,044 |
+876 |
Feb12 |
110331 |
122.150 |
124.830 |
122.150 |
124.800 |
+1.720 |
569 |
8,608 |
+223 |
Total Volume and Open Interest |
49,007 |
382,223 |
+6,003 |
Feeder Cattle(CME) |
Mar11 |
110331 |
133.600 |
134.050 |
133.550 |
134.035 |
+0.485 |
460 |
1,881 |
-119 |
Apr11 |
110331 |
137.000 |
138.000 |
136.535 |
137.800 |
+0.315 |
658 |
4,117 |
-284 |
May11 |
110331 |
138.785 |
139.650 |
138.000 |
139.380 |
+0.580 |
1,404 |
14,492 |
+113 |
Aug11 |
110331 |
140.050 |
141.285 |
139.650 |
141.235 |
+0.660 |
1,475 |
16,697 |
+384 |
Sep11 |
110331 |
139.750 |
140.600 |
139.350 |
140.435 |
+0.150 |
186 |
3,034 |
+89 |
Oct11 |
110331 |
139.500 |
140.380 |
138.900 |
140.050 |
+0.350 |
122 |
1,706 |
+48 |
Nov11 |
110331 |
139.150 |
140.400 |
138.750 |
140.380 |
+0.730 |
64 |
905 |
+27 |
Total Volume and Open Interest |
4,417 |
42,997 |
+269 |
Lean Hogs(CME) |
Apr11 |
110331 |
92.650 |
94.180 |
92.400 |
93.730 |
+0.180 |
8,116 |
18,952 |
-320 |
May11 |
110331 |
101.300 |
103.150 |
100.800 |
103.080 |
+0.580 |
655 |
4,620 |
+234 |
Jun11 |
110331 |
102.785 |
104.080 |
102.100 |
103.885 |
+0.735 |
10,376 |
93,458 |
+895 |
Jul11 |
110331 |
102.300 |
103.850 |
102.000 |
103.750 |
+0.600 |
1,342 |
28,967 |
+37 |
Aug11 |
110331 |
101.950 |
103.285 |
101.430 |
103.150 |
+0.700 |
2,498 |
33,215 |
+707 |
Oct11 |
110331 |
90.800 |
93.200 |
90.650 |
93.100 |
+1.450 |
1,815 |
25,834 |
+386 |
Dec11 |
110331 |
86.750 |
89.100 |
86.500 |
89.000 |
+1.400 |
1,300 |
18,253 |
+516 |
Feb12 |
110331 |
86.800 |
89.250 |
86.800 |
89.100 |
+1.400 |
262 |
4,159 |
+137 |
Total Volume and Open Interest |
26,785 |
231,147 |
+2,818 |
Class III Milk(CME) |
Mar11 |
110331 |
19.44 |
19.46 |
19.43 |
19.46 |
+0.02 |
295 |
7,497 |
+209 |
Apr11 |
110331 |
16.78 |
16.78 |
16.60 |
16.71 |
+0.06 |
192 |
5,517 |
-19 |
May11 |
110331 |
16.63 |
16.81 |
16.57 |
16.70 |
+0.07 |
544 |
5,159 |
-5 |
Jun11 |
110331 |
16.65 |
16.90 |
16.65 |
16.86 |
+0.16 |
363 |
4,239 |
+64 |
Jul11 |
110331 |
17.20 |
17.42 |
17.20 |
17.40 |
+0.18 |
51 |
3,081 |
+18 |
Total Volume and Open Interest |
1,619 |
40,325 |
+361 |
Cocoa(ICE) |
May11 |
110331 |
2977 |
3009 |
2936 |
2952 |
-35 |
19,241 |
59,954 |
-1,633 |
Jul11 |
110331 |
2994 |
3019 |
2948 |
2966 |
-31 |
8,568 |
36,459 |
+2,276 |
Sep11 |
110331 |
3010 |
3034 |
2963 |
2980 |
-29 |
2,820 |
17,364 |
+902 |
Dec11 |
110331 |
3015 |
3065 |
2990 |
3010 |
-13 |
1,429 |
18,028 |
+488 |
Mar12 |
110331 |
3053 |
3092 |
3029 |
3050 |
-7 |
433 |
23,227 |
+17 |
May12 |
110331 |
3031 |
3043 |
3017 |
3041 |
-12 |
89 |
5,196 |
+83 |
Jul12 |
110331 |
3041 |
3041 |
3041 |
3041 |
-14 |
0 |
547 |
+0 |
Total Volume and Open Interest |
32,581 |
165,028 |
+2,133 |
Coffee "C"(ICE) |
May11 |
110331 |
265.40 |
267.40 |
262.05 |
264.15 |
-0.65 |
13,207 |
61,007 |
-2,021 |
Jul11 |
110331 |
267.40 |
269.90 |
264.75 |
266.75 |
-0.65 |
6,360 |
29,768 |
+2,562 |
Sep11 |
110331 |
269.90 |
272.30 |
267.00 |
269.10 |
-0.60 |
1,545 |
11,261 |
+256 |
Dec11 |
110331 |
271.85 |
274.05 |
269.85 |
271.35 |
-0.50 |
1,182 |
14,380 |
-155 |
Mar12 |
110331 |
273.50 |
274.70 |
271.95 |
272.60 |
-0.35 |
1,072 |
2,938 |
+178 |
May12 |
110331 |
274.25 |
275.80 |
273.25 |
273.95 |
-0.25 |
483 |
1,052 |
+390 |
Total Volume and Open Interest |
23,956 |
121,346 |
+1,271 |
Orange Juice(ICE) |
May11 |
110331 |
161.60 |
164.50 |
161.60 |
162.80 |
+1.30 |
550 |
17,096 |
-217 |
Jul11 |
110331 |
160.75 |
161.80 |
159.65 |
160.45 |
+1.00 |
146 |
5,418 |
+120 |
Sep11 |
110331 |
158.25 |
158.70 |
158.25 |
158.40 |
+0.95 |
32 |
1,209 |
+30 |
Nov11 |
110331 |
155.75 |
155.75 |
155.25 |
155.60 |
+0.90 |
16 |
771 |
+11 |
Jan12 |
110331 |
155.00 |
155.00 |
154.00 |
154.75 |
+0.80 |
10 |
122 |
+10 |
Mar12 |
110331 |
154.70 |
154.70 |
154.70 |
154.70 |
+0.80 |
0 |
40 |
+0 |
Total Volume and Open Interest |
754 |
24,663 |
-46 |
Sugar #11(ICE) |
May11 |
110331 |
27.36 |
27.65 |
26.71 |
27.11 |
-0.10 |
29,466 |
207,071 |
-2,355 |
Jul11 |
110331 |
25.35 |
25.55 |
24.64 |
25.04 |
-0.19 |
15,885 |
183,802 |
+953 |
Oct11 |
110331 |
24.48 |
24.59 |
23.70 |
24.16 |
-0.17 |
5,138 |
83,371 |
+419 |
Mar12 |
110331 |
23.88 |
24.15 |
23.29 |
23.76 |
-0.15 |
1,736 |
57,349 |
+93 |
May12 |
110331 |
23.14 |
23.59 |
22.87 |
23.32 |
-0.07 |
896 |
17,350 |
+486 |
Total Volume and Open Interest |
54,106 |
595,022 |
-73 |
London Cocoa(LCE) |
May11 |
110331 |
1935 |
1942 |
1907 |
1915 |
-29 |
10,078 |
51,662 |
+214 |
Jul11 |
110331 |
1941 |
1948 |
1912 |
1916 |
-32 |
10,154 |
45,793 |
+4,602 |
Sep11 |
110331 |
1950 |
1951 |
1920 |
1930 |
-25 |
5,378 |
27,113 |
+1,759 |
Dec11 |
110331 |
1953 |
1961 |
1929 |
1945 |
-15 |
2,323 |
34,111 |
+260 |
Mar12 |
110331 |
1952 |
1970 |
1936 |
1955 |
-2 |
2,461 |
25,877 |
-669 |
May12 |
110331 |
1965 |
1973 |
1946 |
1962 |
-4 |
397 |
6,310 |
+201 |
Jul12 |
110331 |
1972 |
1972 |
1951 |
1966 |
-4 |
756 |
3,464 |
+756 |
Total Volume and Open Interest |
32,160 |
202,291 |
+7,734 |
London Sugar(LCE) |
May11 |
110331 |
710.00 |
715.90 |
700.50 |
711.70 |
+3.90 |
2,919 |
23,915 |
+646 |
Aug11 |
110331 |
665.00 |
668.50 |
653.60 |
658.50 |
+1.40 |
2,984 |
20,925 |
-1 |
Oct11 |
110331 |
642.00 |
645.90 |
635.90 |
642.40 |
+2.40 |
826 |
4,981 |
+552 |
Dec11 |
110331 |
630.80 |
632.00 |
625.40 |
629.00 |
+3.70 |
96 |
1,605 |
+44 |
Mar12 |
110331 |
618.90 |
622.30 |
617.00 |
620.50 |
+3.00 |
6 |
1,401 |
+5 |
Total Volume and Open Interest |
6,851 |
53,754 |
+1,253 |
Cotton(ICE) |
May11 |
110331 |
195.25 |
200.67 |
192.57 |
200.23 |
+6.56 |
7,329 |
72,351 |
+541 |
Jul11 |
110331 |
188.00 |
193.66 |
185.25 |
192.90 |
+6.05 |
5,171 |
44,395 |
+1,242 |
Oct11 |
110331 |
148.00 |
155.00 |
148.00 |
154.00 |
+5.60 |
16 |
414 |
-3 |
Dec11 |
110331 |
125.00 |
132.50 |
123.91 |
132.50 |
+7.00 |
1,817 |
55,719 |
+379 |
Mar12 |
110331 |
117.96 |
126.58 |
117.96 |
126.58 |
+7.00 |
630 |
5,246 |
+300 |
May12 |
110331 |
114.40 |
120.64 |
114.40 |
120.64 |
+6.28 |
8 |
1,345 |
+5 |
Total Volume and Open Interest |
15,012 |
182,719 |
+2,470 |
Lumber(CME) |
May11 |
110331 |
302.3 |
306.4 |
299.7 |
303.4 |
+3.8 |
1,221 |
5,733 |
-210 |
Jul11 |
110331 |
320.3 |
326.0 |
318.6 |
323.4 |
+0.8 |
422 |
3,082 |
+76 |
Sep11 |
110331 |
326.0 |
330.4 |
324.3 |
330.1 |
+2.1 |
84 |
826 |
+52 |
Nov11 |
110331 |
322.1 |
322.1 |
322.1 |
322.1 |
unch |
1 |
106 |
-1 |
Total Volume and Open Interest |
1,728 |
9,748 |
-83 |
Crude Oil(NYM) |
May11 |
110331 |
104.31 |
106.83 |
104.12 |
106.72 |
+2.45 |
246,824 |
350,797 |
-292 |
Jun11 |
110331 |
104.82 |
107.35 |
104.70 |
107.24 |
+2.40 |
72,770 |
160,923 |
+1,086 |
Jul11 |
110331 |
105.35 |
107.78 |
105.35 |
107.71 |
+2.34 |
28,720 |
106,249 |
+1,338 |
Aug11 |
110331 |
105.90 |
108.09 |
105.90 |
107.99 |
+2.26 |
12,096 |
45,618 |
+1,365 |
Sep11 |
110331 |
106.30 |
108.26 |
106.30 |
108.18 |
+2.17 |
13,549 |
61,359 |
-1,501 |
Oct11 |
110331 |
106.44 |
108.35 |
106.44 |
108.30 |
+2.09 |
8,185 |
31,395 |
-362 |
Nov11 |
110331 |
107.01 |
108.43 |
107.01 |
108.35 |
+2.03 |
6,135 |
35,688 |
+165 |
Dec11 |
110331 |
106.21 |
108.45 |
106.21 |
108.33 |
+1.98 |
29,688 |
178,553 |
-1,784 |
Jan12 |
110331 |
106.45 |
108.18 |
106.43 |
108.18 |
+1.95 |
2,978 |
36,884 |
+375 |
Feb12 |
110331 |
107.68 |
108.04 |
107.68 |
107.99 |
+1.92 |
2,305 |
16,602 |
-182 |
Mar12 |
110331 |
107.34 |
107.80 |
107.22 |
107.79 |
+1.90 |
3,895 |
24,369 |
-800 |
Apr12 |
110331 |
106.78 |
107.54 |
106.71 |
107.54 |
+1.87 |
1,645 |
10,558 |
+754 |
May12 |
110331 |
107.23 |
107.23 |
107.23 |
107.23 |
+1.84 |
1,262 |
11,427 |
+335 |
Jun12 |
110331 |
106.22 |
106.96 |
106.22 |
106.92 |
+1.81 |
4,581 |
60,607 |
-160 |
Jul12 |
110331 |
106.55 |
106.55 |
106.55 |
106.55 |
+1.79 |
291 |
13,157 |
+63 |
Aug12 |
110331 |
106.17 |
106.17 |
106.17 |
106.17 |
+1.76 |
78 |
7,695 |
-1 |
Total Volume and Open Interest |
448,466 |
1,516,081 |
+63 |
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 |
110331 |
104.350 |
106.800 |
104.175 |
106.725 |
+2.450 |
7,839 |
2,673 |
-48 |
Jun11 |
110331 |
104.800 |
107.275 |
104.800 |
107.250 |
+2.400 |
488 |
452 |
-4 |
Jul11 |
110331 |
105.350 |
107.700 |
105.350 |
107.700 |
+2.325 |
38 |
206 |
+6 |
Aug11 |
110331 |
108.000 |
108.000 |
108.000 |
108.000 |
+2.275 |
3 |
25 |
-1 |
Sep11 |
110331 |
107.975 |
108.175 |
107.975 |
108.175 |
+2.175 |
0 |
13 |
+0 |
Oct11 |
110331 |
108.200 |
108.300 |
108.200 |
108.300 |
+2.100 |
0 |
46 |
+0 |
Nov11 |
110331 |
108.350 |
108.350 |
108.350 |
108.350 |
+2.025 |
0 |
11 |
+0 |
Dec11 |
110331 |
107.800 |
108.325 |
107.800 |
108.325 |
+1.975 |
0 |
226 |
+0 |
Total Volume and Open Interest |
8,368 |
3,797 |
-47 |
Heating Oil(NYM) |
Apr11 |
110331 |
304.15 |
311.43 |
304.15 |
308.98 |
+5.02 |
22,428 |
10,818 |
-4,492 |
May11 |
110331 |
305.50 |
313.06 |
305.25 |
311.25 |
+5.91 |
50,607 |
105,203 |
+6,581 |
Jun11 |
110331 |
306.49 |
313.91 |
306.49 |
312.33 |
+5.84 |
17,474 |
56,086 |
-234 |
Jul11 |
110331 |
308.00 |
314.56 |
308.00 |
313.46 |
+5.79 |
9,912 |
30,719 |
+1,530 |
Aug11 |
110331 |
311.47 |
315.85 |
311.47 |
314.63 |
+5.71 |
5,236 |
20,851 |
+1,684 |
Sep11 |
110331 |
313.06 |
316.13 |
312.89 |
316.03 |
+5.66 |
2,814 |
15,183 |
-102 |
Oct11 |
110331 |
312.08 |
317.52 |
312.08 |
317.45 |
+5.60 |
999 |
7,735 |
+145 |
Nov11 |
110331 |
318.15 |
318.94 |
317.50 |
318.88 |
+5.61 |
1,073 |
7,480 |
-204 |
Dec11 |
110331 |
314.64 |
321.23 |
314.64 |
320.25 |
+5.61 |
4,358 |
26,053 |
-1,053 |
Jan12 |
110331 |
321.36 |
321.57 |
320.31 |
321.57 |
+5.57 |
87 |
7,498 |
+1 |
Feb12 |
110331 |
319.75 |
321.83 |
319.75 |
321.83 |
+5.53 |
65 |
3,576 |
+1 |
Mar12 |
110331 |
319.74 |
320.71 |
319.74 |
320.71 |
+5.49 |
78 |
1,773 |
+17 |
Total Volume and Open Interest |
115,655 |
306,903 |
+3,991 |
Gasoline(NYMEX) |
Apr11 |
110331 |
306.50 |
312.50 |
306.50 |
310.76 |
+4.36 |
21,343 |
15,366 |
-3,979 |
May11 |
110331 |
306.00 |
312.00 |
305.75 |
310.77 |
+5.04 |
40,587 |
104,262 |
+1,149 |
Jun11 |
110331 |
304.25 |
310.12 |
304.25 |
309.18 |
+5.00 |
18,136 |
45,461 |
+593 |
Jul11 |
110331 |
303.00 |
307.59 |
303.00 |
307.54 |
+5.03 |
9,176 |
22,363 |
+98 |
Aug11 |
110331 |
301.86 |
305.42 |
301.63 |
305.27 |
+5.12 |
3,405 |
12,376 |
+607 |
Sep11 |
110331 |
298.78 |
302.36 |
298.54 |
302.29 |
+5.23 |
4,004 |
16,332 |
+144 |
Oct11 |
110331 |
284.34 |
289.17 |
284.34 |
288.91 |
+5.56 |
1,503 |
13,976 |
+305 |
Nov11 |
110331 |
283.86 |
285.52 |
283.33 |
285.52 |
+5.58 |
728 |
4,420 |
-22 |
Dec11 |
110331 |
280.20 |
284.39 |
279.88 |
284.23 |
+5.61 |
1,321 |
24,079 |
+151 |
Jan12 |
110331 |
283.55 |
284.36 |
282.87 |
284.36 |
+5.61 |
250 |
5,736 |
+111 |
Total Volume and Open Interest |
101,068 |
281,632 |
-376 |
e-miNY RBOB Gasoline(NYM) |
May11 |
110331 |
311.00 |
311.00 |
310.80 |
310.80 |
+5.10 |
0 |
1 |
+0 |
Jun11 |
110331 |
309.20 |
309.20 |
309.18 |
309.20 |
+5.00 |
0 |
1 |
+0 |
Jul11 |
110331 |
307.50 |
307.54 |
307.50 |
307.50 |
+5.00 |
0 |
1 |
+0 |
Aug11 |
110331 |
305.30 |
305.30 |
305.27 |
305.30 |
+5.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
May11 |
110331 |
4.374 |
4.442 |
4.205 |
4.389 |
+0.034 |
138,475 |
254,101 |
-3,010 |
Jun11 |
110331 |
4.438 |
4.509 |
4.279 |
4.458 |
+0.032 |
28,828 |
71,829 |
+1,557 |
Jul11 |
110331 |
4.520 |
4.580 |
4.360 |
4.533 |
+0.031 |
21,722 |
97,680 |
+2,582 |
Aug11 |
110331 |
4.553 |
4.610 |
4.396 |
4.566 |
+0.031 |
8,698 |
35,292 |
+384 |
Sep11 |
110331 |
4.560 |
4.615 |
4.404 |
4.571 |
+0.029 |
8,485 |
47,705 |
-295 |
Oct11 |
110331 |
4.605 |
4.659 |
4.448 |
4.617 |
+0.027 |
22,925 |
73,269 |
+1,323 |
Nov11 |
110331 |
4.733 |
4.807 |
4.611 |
4.770 |
+0.026 |
7,310 |
32,833 |
-45 |
Dec11 |
110331 |
4.960 |
5.030 |
4.845 |
4.998 |
+0.027 |
5,236 |
28,366 |
-810 |
Jan12 |
110331 |
5.100 |
5.150 |
4.967 |
5.118 |
+0.028 |
12,430 |
63,989 |
+704 |
Feb12 |
110331 |
5.060 |
5.128 |
4.952 |
5.098 |
+0.027 |
2,137 |
14,381 |
+167 |
Mar12 |
110331 |
4.988 |
5.062 |
4.892 |
5.038 |
+0.029 |
4,590 |
29,541 |
+211 |
Apr12 |
110331 |
4.834 |
4.899 |
4.757 |
4.883 |
+0.025 |
4,092 |
27,985 |
-317 |
May12 |
110331 |
4.859 |
4.921 |
4.783 |
4.903 |
+0.025 |
503 |
6,532 |
+36 |
Jun12 |
110331 |
4.890 |
4.955 |
4.835 |
4.938 |
+0.025 |
151 |
4,723 |
-13 |
Jul12 |
110331 |
4.956 |
4.991 |
4.878 |
4.980 |
+0.024 |
68 |
4,446 |
-8 |
Aug12 |
110331 |
4.909 |
5.007 |
4.905 |
5.007 |
+0.024 |
103 |
5,596 |
-19 |
Total Volume and Open Interest |
266,790 |
872,256 |
-7,230 |
Brent Crude Oil(ICE) |
May11 |
110331 |
115.30 |
117.70 |
115.11 |
117.36 |
+2.23 |
155,799 |
166,551 |
-11,172 |
Jun11 |
110331 |
114.70 |
117.54 |
114.70 |
117.20 |
+2.25 |
77,876 |
195,129 |
+180 |
Jul11 |
110331 |
114.77 |
117.30 |
114.77 |
116.97 |
+2.24 |
31,629 |
68,994 |
+3,647 |
Aug11 |
110331 |
114.78 |
117.03 |
114.66 |
116.70 |
+2.22 |
13,426 |
27,305 |
+717 |
Sep11 |
110331 |
114.76 |
116.72 |
114.74 |
116.38 |
+2.21 |
8,264 |
34,524 |
-564 |
Oct11 |
110331 |
113.95 |
116.38 |
113.95 |
116.08 |
+2.18 |
5,561 |
22,592 |
+953 |
Nov11 |
110331 |
113.61 |
116.06 |
113.61 |
115.77 |
+2.17 |
3,682 |
19,252 |
-143 |
Dec11 |
110331 |
113.32 |
115.78 |
113.32 |
115.47 |
+2.15 |
31,087 |
102,202 |
+1,609 |
Jan12 |
110331 |
114.34 |
115.22 |
114.34 |
115.22 |
+2.13 |
5,184 |
19,957 |
-1,654 |
Feb12 |
110331 |
114.96 |
114.96 |
114.96 |
114.96 |
+2.12 |
1,508 |
14,522 |
+222 |
Mar12 |
110331 |
114.67 |
114.67 |
114.67 |
114.67 |
+2.09 |
1,622 |
23,596 |
+379 |
Apr12 |
110331 |
114.36 |
114.36 |
114.36 |
114.36 |
+2.08 |
611 |
6,025 |
+162 |
May12 |
110331 |
113.97 |
113.97 |
113.97 |
113.97 |
+2.05 |
496 |
4,141 |
-17 |
Jun12 |
110331 |
112.45 |
113.59 |
112.44 |
113.57 |
+2.02 |
2,956 |
36,153 |
+757 |
Total Volume and Open Interest |
352,116 |
854,876 |
-3,673 |
Gas Oil(ICE) |
Apr11 |
110331 |
977.00 |
999.50 |
976.00 |
993.00 |
+15.00 |
44,699 |
96,881 |
-4,928 |
May11 |
110331 |
971.00 |
996.25 |
971.00 |
989.25 |
+14.00 |
73,208 |
128,159 |
+1,133 |
Jun11 |
110331 |
973.25 |
993.75 |
972.75 |
987.50 |
+13.00 |
35,018 |
74,880 |
-1,233 |
Jul11 |
110331 |
975.75 |
994.50 |
975.25 |
988.50 |
+12.50 |
9,829 |
37,104 |
+1,273 |
Aug11 |
110331 |
977.50 |
995.00 |
977.00 |
989.75 |
+12.00 |
3,992 |
26,925 |
+648 |
Sep11 |
110331 |
982.00 |
996.50 |
981.00 |
991.00 |
+11.75 |
5,749 |
36,833 |
+69 |
Oct11 |
110331 |
985.00 |
996.00 |
984.25 |
992.00 |
+12.00 |
3,843 |
27,076 |
+1,025 |
Nov11 |
110331 |
982.75 |
995.50 |
982.50 |
991.50 |
+12.00 |
2,155 |
19,081 |
+118 |
Dec11 |
110331 |
984.75 |
996.25 |
982.50 |
991.75 |
+12.00 |
12,847 |
55,266 |
-809 |
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 |
110331 |
2.600 |
2.665 |
2.600 |
2.656 |
+0.180 |
213 |
415 |
-90 |
May11 |
110331 |
2.575 |
2.635 |
2.575 |
2.628 |
+0.187 |
113 |
789 |
+16 |
Jun11 |
110331 |
2.580 |
2.629 |
2.574 |
2.622 |
+0.182 |
138 |
1,092 |
+72 |
Jul11 |
110331 |
2.579 |
2.619 |
2.578 |
2.616 |
+0.177 |
139 |
1,399 |
+41 |
Aug11 |
110331 |
2.554 |
2.590 |
2.554 |
2.587 |
+0.168 |
54 |
614 |
-30 |
Sep11 |
110331 |
2.501 |
2.501 |
2.500 |
2.500 |
+0.140 |
336 |
808 |
-261 |
Oct11 |
110331 |
2.411 |
2.425 |
2.411 |
2.418 |
+0.132 |
41 |
716 |
+20 |
Total Volume and Open Interest |
1,097 |
7,594 |
-201 |
WTI Crude Oil(ICE |
May11 |
110331 |
104.35 |
106.83 |
104.34 |
106.72 |
+2.45 |
49,753 |
82,895 |
-833 |
Jun11 |
110331 |
105.22 |
107.35 |
105.13 |
107.24 |
+2.40 |
24,228 |
82,389 |
-1,703 |
Jul11 |
110331 |
106.12 |
107.77 |
106.06 |
107.71 |
+2.34 |
7,454 |
42,192 |
+46 |
Aug11 |
110331 |
106.57 |
107.99 |
106.57 |
107.99 |
+2.26 |
4,212 |
19,182 |
-338 |
Sep11 |
110331 |
106.82 |
108.18 |
106.82 |
108.18 |
+2.17 |
4,581 |
28,445 |
+124 |
Oct11 |
110331 |
107.01 |
108.30 |
107.00 |
108.30 |
+2.09 |
3,532 |
19,405 |
+69 |
Nov11 |
110331 |
107.11 |
108.35 |
107.11 |
108.35 |
+2.03 |
2,056 |
14,114 |
-320 |
Dec11 |
110331 |
107.16 |
108.41 |
107.03 |
108.33 |
+1.98 |
16,500 |
91,416 |
-2,615 |
Jan12 |
110331 |
107.41 |
108.18 |
107.41 |
108.18 |
+1.95 |
4,065 |
12,613 |
+1,371 |
Feb12 |
110331 |
107.99 |
107.99 |
107.99 |
107.99 |
+1.92 |
337 |
2,578 |
+47 |
Mar12 |
110331 |
107.79 |
107.79 |
107.79 |
107.79 |
+1.90 |
908 |
9,688 |
+505 |
Apr12 |
110331 |
107.54 |
107.54 |
107.54 |
107.54 |
+1.87 |
180 |
2,975 |
-26 |
May12 |
110331 |
107.23 |
107.23 |
107.23 |
107.23 |
+1.84 |
135 |
1,465 |
+42 |
Jun12 |
110331 |
106.65 |
106.92 |
106.55 |
106.92 |
+1.81 |
1,417 |
29,378 |
+485 |
Jul12 |
110331 |
106.55 |
106.55 |
106.55 |
106.55 |
+1.79 |
20 |
632 |
+0 |
Aug12 |
110331 |
106.17 |
106.17 |
106.17 |
106.17 |
+1.76 |
16 |
330 |
-1 |
Total Volume and Open Interest |
127,103 |
532,922 |
-523 |
US Dollar Index(ICE) |
Jun11 |
110331 |
76.370 |
76.415 |
75.885 |
76.073 |
-0.285 |
20,765 |
52,389 |
+685 |
Sep11 |
110331 |
76.745 |
76.745 |
76.527 |
76.527 |
-0.270 |
4 |
524 |
+1 |
Dec11 |
110331 |
76.887 |
76.887 |
76.887 |
76.887 |
-0.270 |
0 |
1 |
+0 |
Total Volume and Open Interest |
20,769 |
52,915 |
+686 |
Australian Dollar(CME) |
Jun11 |
110331 |
102.28 |
102.81 |
102.18 |
102.73 |
+0.42 |
74,353 |
138,192 |
+3,779 |
Sep11 |
110331 |
101.01 |
101.49 |
101.01 |
101.49 |
+0.41 |
12 |
393 |
+5 |
Dec11 |
110331 |
100.36 |
100.36 |
99.96 |
100.36 |
+0.40 |
0 |
53 |
+0 |
Total Volume and Open Interest |
74,365 |
138,638 |
+3,784 |
British Pound(CME) |
Jun11 |
110331 |
160.57 |
161.37 |
159.99 |
160.52 |
-0.02 |
90,698 |
104,326 |
-2,296 |
Sep11 |
110331 |
160.65 |
160.93 |
160.24 |
160.24 |
-0.03 |
4 |
141 |
+2 |
Dec11 |
110331 |
159.92 |
159.96 |
159.92 |
159.92 |
-0.04 |
0 |
37 |
+0 |
Total Volume and Open Interest |
90,702 |
104,506 |
-2,294 |
Canadian Dollar(CME) |
Jun11 |
110331 |
102.76 |
103.10 |
102.61 |
103.06 |
+0.27 |
46,073 |
114,408 |
+1,532 |
Sep11 |
110331 |
102.70 |
102.81 |
102.44 |
102.80 |
+0.27 |
85 |
2,288 |
+26 |
Dec11 |
110331 |
102.22 |
102.52 |
102.22 |
102.52 |
+0.27 |
11 |
2,237 |
+5 |
Mar12 |
110331 |
102.20 |
102.20 |
101.93 |
102.20 |
+0.27 |
0 |
175 |
+0 |
Total Volume and Open Interest |
46,169 |
119,128 |
+1,563 |
Japanese Yen(CME) |
Jun11 |
110331 |
120.68 |
121.15 |
120.20 |
120.40 |
-0.32 |
132,002 |
99,651 |
-7,982 |
Sep11 |
110331 |
120.50 |
121.08 |
120.50 |
120.51 |
-0.33 |
78 |
668 |
+16 |
Dec11 |
110331 |
120.67 |
121.02 |
120.67 |
120.67 |
-0.35 |
2 |
51 |
-2 |
Total Volume and Open Interest |
132,082 |
100,377 |
-7,968 |
Swiss Franc(CME) |
Jun11 |
110331 |
108.90 |
109.62 |
108.73 |
109.18 |
+0.34 |
38,219 |
56,651 |
-4 |
Sep11 |
110331 |
109.35 |
109.68 |
108.92 |
109.26 |
+0.34 |
12 |
66 |
+8 |
Dec11 |
110331 |
109.32 |
109.32 |
108.99 |
109.32 |
+0.33 |
0 |
12 |
+0 |
Total Volume and Open Interest |
38,231 |
56,730 |
+4 |
EuroFX(CME) |
Jun11 |
110331 |
141.07 |
142.14 |
140.96 |
141.81 |
+0.81 |
277,555 |
216,188 |
-268 |
Sep11 |
110331 |
140.70 |
141.70 |
140.66 |
141.44 |
+0.78 |
345 |
1,629 |
+172 |
Dec11 |
110331 |
141.05 |
141.06 |
140.30 |
141.06 |
+0.76 |
0 |
70 |
+0 |
Total Volume and Open Interest |
277,900 |
218,177 |
-96 |
Mexican Peso(CME) |
Apr11 |
110331 |
841.2 |
841.2 |
838.5 |
841.2 |
+2.8 |
|
|
|
May11 |
110331 |
837.8 |
837.8 |
835.0 |
837.8 |
+2.8 |
|
|
|
Total Volume and Open Interest |
17,884 |
129,361 |
-999 |
30-Year T-Bonds(CBOT) |
Jun11 |
110331 |
120~190 |
120~290 |
120~050 |
120~060 |
unch |
|
|
|
Sep11 |
110331 |
119~110 |
119~110 |
118~180 |
118~230 |
unch |
119 |
134 |
+52 |
Dec11 |
110331 |
117~080 |
117~080 |
117~080 |
117~080 |
unch |
|
|
|
Total Volume and Open Interest |
231,685 |
587,870 |
-1,146 |
10-Year T-Notes(CBOT) |
Jun11 |
110331 |
119~065 |
119~150 |
118~245 |
119~010 |
-0~030 |
963,093 |
1,568,016 |
+4,656 |
Sep11 |
110331 |
117~260 |
117~305 |
117~180 |
117~180 |
-0~030 |
29 |
54 |
+10 |
Dec11 |
110331 |
116~180 |
116~210 |
116~180 |
116~180 |
-0~030 |
0 |
4 |
+0 |
Total Volume and Open Interest |
963,122 |
1,568,074 |
+4,666 |
5-Year T-Notes(CBOT) |
Jun11 |
110331 |
116~116 |
117~004 |
116~070 |
116~101 |
-0~006 |
572,531 |
1,250,842 |
-7,755 |
Sep11 |
110331 |
115~113 |
115~123 |
115~113 |
115~113 |
-0~010 |
|
|
|
Dec11 |
110331 |
115~009 |
115~019 |
115~009 |
115~009 |
-0~010 |
|
|
|
Total Volume and Open Interest |
573,550 |
1,256,109 |
-8,024 |
2 Year T-Notes(CBOT) |
Jun11 |
110331 |
109~006 |
109~013 |
108~122 |
109~008 |
+0~004 |
277,062 |
888,658 |
-1,249 |
Sep11 |
110331 |
108~102 |
108~102 |
108~098 |
108~102 |
+0~004 |
|
|
|
Dec11 |
110331 |
108~068 |
108~068 |
108~064 |
108~068 |
+0~004 |
|
|
|
Total Volume and Open Interest |
278,405 |
893,796 |
-1,764 |
Eurodollars(CME) |
Jun11 |
110331 |
99.630 |
99.650 |
99.620 |
99.640 |
+0.010 |
156,433 |
1,066,555 |
-20,785 |
Sep11 |
110331 |
99.515 |
99.545 |
99.505 |
99.540 |
+0.035 |
183,118 |
1,291,109 |
-2,831 |
Dec11 |
110331 |
99.360 |
99.405 |
99.345 |
99.395 |
+0.045 |
237,167 |
1,370,966 |
-16,362 |
Mar12 |
110331 |
99.100 |
99.160 |
99.075 |
99.145 |
+0.050 |
280,481 |
1,339,603 |
-4,550 |
Jun12 |
110331 |
98.765 |
98.820 |
98.705 |
98.795 |
+0.040 |
326,934 |
959,828 |
-4,614 |
Sep12 |
110331 |
98.400 |
98.460 |
98.325 |
98.410 |
+0.015 |
270,159 |
634,445 |
+8,303 |
Dec12 |
110331 |
98.065 |
98.110 |
97.965 |
98.050 |
-0.005 |
243,798 |
470,146 |
-5,639 |
Mar13 |
110331 |
97.780 |
97.830 |
97.675 |
97.755 |
-0.015 |
195,745 |
293,574 |
+4,171 |
Jun13 |
110331 |
97.515 |
97.560 |
97.405 |
97.485 |
-0.020 |
107,370 |
212,849 |
+1,635 |
Sep13 |
110331 |
97.265 |
97.310 |
97.160 |
97.235 |
-0.025 |
81,906 |
211,214 |
-779 |
Dec13 |
110331 |
97.030 |
97.075 |
96.925 |
96.995 |
-0.025 |
63,486 |
183,843 |
+513 |
Mar14 |
110331 |
96.815 |
96.860 |
96.715 |
96.780 |
-0.025 |
53,486 |
163,265 |
+1,303 |
Jun14 |
110331 |
96.600 |
96.650 |
96.505 |
96.565 |
-0.025 |
17,610 |
111,627 |
-460 |
Sep14 |
110331 |
96.395 |
96.445 |
96.305 |
96.360 |
-0.025 |
12,453 |
61,791 |
-628 |
Dec14 |
110331 |
96.190 |
96.235 |
96.100 |
96.145 |
-0.030 |
12,727 |
78,100 |
+79 |
Mar15 |
110331 |
96.015 |
96.060 |
95.925 |
95.970 |
-0.035 |
10,966 |
57,682 |
-531 |
Jun15 |
110331 |
4.095 |
4.140 |
4.010 |
4.050 |
-0.035 |
7,438 |
36,066 |
-1,920 |
Sep15 |
110331 |
3.940 |
3.985 |
3.860 |
3.895 |
-0.035 |
7,323 |
36,831 |
-137 |
Total Volume and Open Interest |
2,291,688 |
8,793,701 |
-43,236 |
30 Day Federal Funds(CBOT) |
Mar11 |
110331 |
99.860 |
99.863 |
99.860 |
99.860 |
unch |
755 |
81,136 |
-210 |
Apr11 |
110331 |
99.875 |
99.885 |
99.875 |
99.880 |
+0.005 |
3,879 |
78,550 |
+858 |
May11 |
110331 |
99.875 |
99.880 |
99.870 |
99.875 |
+0.005 |
5,449 |
72,070 |
-3,321 |
Jun11 |
110331 |
99.865 |
99.870 |
99.860 |
99.865 |
+0.005 |
4,234 |
45,630 |
-285 |
Jul11 |
110331 |
99.850 |
99.855 |
99.845 |
99.850 |
+0.005 |
7,173 |
48,254 |
-2,191 |
Aug11 |
110331 |
99.820 |
99.830 |
99.810 |
99.830 |
+0.010 |
7,641 |
38,958 |
-723 |
Total Volume and Open Interest |
87,443 |
672,792 |
-10,731 |
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 |
110331 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
150 |
+0 |
Sep11 |
110331 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Dec11 |
110331 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
75 |
+0 |
Mar12 |
110331 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Jun12 |
110331 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
110331 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Dec12 |
110331 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Mar13 |
110331 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Jun13 |
110331 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Sep13 |
110331 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
225 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110331 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
200 |
3,257 |
-16 |
Sep11 |
110331 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,221 |
+0 |
Dec11 |
110331 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,941 |
+0 |
Mar12 |
110331 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
105 |
2,642 |
+0 |
Jun12 |
110331 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110331 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
411 |
+0 |
Dec12 |
110331 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
24 |
+0 |
Mar13 |
110331 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
305 |
10,751 |
-16 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110329 |
139.58 |
139.96 |
139.55 |
139.75 |
+0.23 |
1,294 |
13,126 |
+94 |
Sep11 |
110331 |
138.67 |
138.67 |
138.67 |
138.67 |
+0.03 |
0 |
1 |
+0 |
Dec11 |
110331 |
136.58 |
136.58 |
136.58 |
136.58 |
+0.03 |
|
|
|
Total Volume and Open Interest |
1,381 |
13,432 |
-126 |
Euro-Bund(EUREX) |
Jun11 |
110331 |
121.50 |
121.61 |
121.06 |
121.28 |
-0.15 |
772,106 |
1,195,733 |
-43,537 |
Sep11 |
110331 |
121.11 |
121.11 |
120.73 |
120.86 |
-0.14 |
53 |
2,241 |
+20 |
Dec11 |
110331 |
120.16 |
120.16 |
120.16 |
120.16 |
-0.15 |
|
|
|
Total Volume and Open Interest |
772,159 |
1,197,974 |
-43,517 |
Euro-Bobl(EUREX) |
Jun11 |
110322 |
115.08 |
115.14 |
114.85 |
115.04 |
-0.03 |
537,973 |
1,010,693 |
+55,899 |
Sep11 |
110331 |
113.92 |
113.92 |
113.92 |
113.92 |
-0.11 |
10,669 |
15,537 |
-3,632 |
Dec11 |
110331 |
114.02 |
114.02 |
114.02 |
114.02 |
-0.11 |
|
|
|
Total Volume and Open Interest |
484,866 |
1,043,997 |
+15,989 |
3-Mth Euribor(EUREX) |
Mar11 |
110314 |
98.830 |
98.830 |
98.825 |
98.825 |
unch |
564 |
5,430 |
-114 |
Jun11 |
110331 |
98.495 |
98.495 |
98.480 |
98.480 |
-0.015 |
11 |
11,774 |
-9 |
Sep11 |
110331 |
98.195 |
98.195 |
98.160 |
98.160 |
-0.035 |
0 |
2,859 |
+2 |
Total Volume and Open Interest |
213 |
22,546 |
-85 |
Long Gilt(LIFFE) |
Jun11 |
110331 |
117~15 |
117~22 |
116~32 |
117~05 |
-0~17 |
71,734 |
301,787 |
-1,024 |
Sep11 |
110331 |
118~09 |
118~09 |
118~09 |
118~09 |
-0~04 |
|
|
|
Total Volume and Open Interest |
99,593 |
302,524 |
+104 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110331 |
98.95 |
98.97 |
98.93 |
98.96 |
+0.01 |
45,228 |
408,742 |
+3,361 |
Sep11 |
110331 |
98.76 |
98.77 |
98.73 |
98.75 |
-0.01 |
36,914 |
356,341 |
-4,642 |
Dec11 |
110331 |
98.52 |
98.54 |
98.49 |
98.51 |
-0.02 |
41,433 |
353,240 |
+6,066 |
Mar12 |
110331 |
98.29 |
98.30 |
98.24 |
98.26 |
-0.02 |
57,380 |
329,450 |
+5,874 |
Jun12 |
110331 |
98.01 |
98.03 |
97.95 |
97.97 |
-0.03 |
51,644 |
216,316 |
+9,020 |
Sep12 |
110331 |
97.74 |
97.76 |
97.67 |
97.69 |
-0.04 |
22,055 |
146,538 |
+1,111 |
Total Volume and Open Interest |
300,002 |
2,115,026 |
+19,637 |
3-Mth Euribor(LIFFE) |
Jun11 |
110331 |
98.495 |
98.505 |
98.470 |
98.480 |
-0.015 |
167,710 |
731,239 |
+14,332 |
Sep11 |
110331 |
98.200 |
98.210 |
98.145 |
98.160 |
-0.035 |
92,143 |
628,220 |
+17,434 |
Dec11 |
110331 |
97.950 |
97.965 |
97.885 |
97.900 |
-0.045 |
130,100 |
555,760 |
+8,565 |
Total Volume and Open Interest |
767,833 |
3,358,172 |
+49,079 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110331 |
95.10 |
95.11 |
95.09 |
95.11 |
+0.01 |
17,109 |
209,262 |
+1,539 |
Sep11 |
110331 |
95.03 |
95.06 |
95.03 |
95.05 |
+0.01 |
21,405 |
207,180 |
+3,361 |
Dec11 |
110331 |
94.91 |
94.96 |
94.91 |
94.95 |
+0.03 |
18,651 |
118,676 |
+4,256 |
Mar12 |
110331 |
94.78 |
94.83 |
94.78 |
94.82 |
+0.04 |
5,296 |
64,371 |
+172 |
Jun12 |
110331 |
94.66 |
94.71 |
94.66 |
94.70 |
+0.03 |
971 |
44,796 |
-360 |
Sep12 |
110331 |
94.56 |
94.62 |
94.56 |
94.62 |
+0.04 |
1,678 |
41,077 |
-121 |
Dec12 |
110331 |
94.47 |
94.54 |
94.47 |
94.53 |
+0.04 |
460 |
18,681 |
-143 |
Mar13 |
110331 |
94.44 |
94.48 |
94.44 |
94.47 |
+0.03 |
426 |
6,995 |
+303 |
Jun13 |
110331 |
94.37 |
94.41 |
94.37 |
94.41 |
+0.04 |
248 |
1,060 |
+114 |
Sep13 |
110331 |
94.34 |
94.36 |
94.32 |
94.34 |
+0.02 |
167 |
901 |
+1 |
Total Volume and Open Interest |
66,419 |
713,856 |
+9,125 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110331 |
94.46 |
94.51 |
94.45 |
94.50 |
+0.04 |
48,895 |
351,872 |
+10,570 |
Sep11 |
110331 |
94.50 |
94.50 |
94.50 |
94.50 |
+0.04 |
|
|
|
Total Volume and Open Interest |
48,895 |
351,872 |
+10,570 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110331 |
94.89 |
94.95 |
94.89 |
94.93 |
+0.03 |
111,009 |
504,731 |
+3,712 |
Sep11 |
110331 |
94.93 |
94.93 |
94.93 |
94.93 |
+0.03 |
|
|
|
Total Volume and Open Interest |
111,009 |
504,731 |
+3,712 |
Gold(CMX) |
Apr11 |
110331 |
1423.3 |
1440.0 |
1420.7 |
1438.9 |
+15.1 |
135,792 |
29,218 |
-49,504 |
Jun11 |
110331 |
1424.4 |
1441.0 |
1421.7 |
1439.9 |
+15.0 |
140,893 |
321,151 |
+42,761 |
Aug11 |
110331 |
1424.7 |
1442.0 |
1424.7 |
1441.3 |
+14.9 |
4,453 |
34,284 |
+1,199 |
Oct11 |
110331 |
1428.0 |
1443.1 |
1428.0 |
1442.8 |
+14.9 |
742 |
6,503 |
-36 |
Dec11 |
110331 |
1429.6 |
1445.1 |
1426.6 |
1444.4 |
+14.9 |
2,778 |
31,347 |
+1,205 |
Feb12 |
110331 |
1434.7 |
1446.1 |
1434.1 |
1446.1 |
+14.8 |
368 |
7,181 |
+88 |
Apr12 |
110331 |
1435.5 |
1448.2 |
1435.1 |
1448.2 |
+14.8 |
41 |
5,071 |
-20 |
Jun12 |
110331 |
1448.6 |
1450.7 |
1448.6 |
1450.7 |
+14.7 |
147 |
6,742 |
+6 |
Aug12 |
110331 |
1453.7 |
1453.7 |
1453.7 |
1453.7 |
+14.6 |
0 |
2,218 |
+0 |
Oct12 |
110331 |
1457.2 |
1457.2 |
1457.2 |
1457.2 |
+14.5 |
0 |
2,993 |
+0 |
Dec12 |
110331 |
1461.5 |
1462.5 |
1459.8 |
1461.7 |
+14.3 |
261 |
11,546 |
+189 |
Feb13 |
110331 |
1467.1 |
1467.1 |
1467.1 |
1467.1 |
+14.1 |
|
|
|
Total Volume and Open Interest |
287,053 |
492,087 |
|
Silver(CMX) |
May11 |
110331 |
3744.5 |
3798.0 |
3737.5 |
3788.8 |
+37.7 |
56,625 |
77,030 |
-331 |
Jul11 |
110331 |
3746.0 |
3799.0 |
3740.0 |
3791.3 |
+37.8 |
5,576 |
18,093 |
+423 |
Sep11 |
110331 |
3755.0 |
3796.0 |
3755.0 |
3793.1 |
+38.0 |
612 |
7,218 |
+69 |
Dec11 |
110331 |
3753.5 |
3797.0 |
3753.5 |
3794.3 |
+38.1 |
710 |
16,271 |
-25 |
Mar12 |
110331 |
3794.5 |
3794.5 |
3792.3 |
3792.3 |
+38.2 |
68 |
1,624 |
+39 |
May12 |
110331 |
3790.7 |
3790.7 |
3790.7 |
3790.7 |
+38.2 |
0 |
347 |
+0 |
Jul12 |
110331 |
3778.0 |
3788.9 |
3757.5 |
3788.9 |
+38.2 |
30 |
1,459 |
+30 |
Total Volume and Open Interest |
63,988 |
138,445 |
-15 |
Platinum(NYMEX) |
Apr11 |
110331 |
1762.6 |
1784.9 |
1762.6 |
1779.3 |
+7.9 |
5,024 |
2,654 |
-2,051 |
Jul11 |
110331 |
1770.4 |
1789.0 |
1764.7 |
1783.2 |
+9.1 |
6,521 |
29,156 |
+1,896 |
Oct11 |
110331 |
1778.0 |
1788.9 |
1775.0 |
1787.7 |
+9.0 |
67 |
695 |
+32 |
Jan12 |
110331 |
1790.1 |
1790.1 |
1790.1 |
1790.1 |
+9.0 |
0 |
14 |
+0 |
Total Volume and Open Interest |
11,612 |
32,556 |
-123 |
Palladium(NYMEX) |
Jun11 |
110331 |
755.00 |
772.00 |
752.10 |
767.90 |
+9.80 |
2,259 |
19,879 |
-146 |
Sep11 |
110331 |
763.25 |
769.15 |
763.25 |
769.15 |
+9.80 |
97 |
537 |
+92 |
Dec11 |
110331 |
771.00 |
771.00 |
770.65 |
770.65 |
+9.80 |
5 |
22 |
+1 |
Total Volume and Open Interest |
2,376 |
20,454 |
-95 |
Copper(CMX) |
May11 |
110331 |
425.75 |
431.15 |
424.60 |
430.75 |
+3.35 |
28,865 |
82,559 |
-1,577 |
Jul11 |
110331 |
428.55 |
432.95 |
426.40 |
432.55 |
+3.35 |
3,985 |
31,653 |
+1,270 |
Sep11 |
110331 |
430.15 |
435.95 |
429.75 |
433.95 |
+3.35 |
549 |
8,849 |
-54 |
Dec11 |
110331 |
430.80 |
435.40 |
430.70 |
435.00 |
+3.40 |
378 |
5,666 |
+98 |
Mar12 |
110331 |
435.30 |
435.30 |
435.30 |
435.30 |
+3.40 |
22 |
2,048 |
+0 |
Total Volume and Open Interest |
35,091 |
135,395 |
-921 |
DJIA Index(CBOT) |
Jun11 |
110331 |
12292 |
12320 |
12252 |
12252 |
-34 |
1,168 |
12,091 |
+4,076 |
Sep11 |
110331 |
12185 |
12218 |
12185 |
12185 |
-33 |
0 |
6 |
+0 |
Dec11 |
110331 |
12117 |
12185 |
12117 |
12117 |
-34 |
0 |
1 |
+0 |
Mar12 |
110331 |
12056 |
12090 |
12056 |
12056 |
-34 |
|
|
|
Total Volume and Open Interest |
1,168 |
12,098 |
+4,076 |
S & P 500(CME) |
Jun11 |
110331 |
1324.30 |
1325.70 |
1320.70 |
1321.00 |
-2.90 |
12,571 |
289,948 |
+1,403 |
Sep11 |
110331 |
1315.80 |
1319.70 |
1315.70 |
1315.80 |
-2.90 |
20 |
4,023 |
+10 |
Dec11 |
110331 |
1310.70 |
1314.60 |
1310.60 |
1310.70 |
-2.90 |
135 |
1,214 |
+125 |
Mar12 |
110331 |
1306.10 |
1310.00 |
1306.00 |
1306.10 |
-2.90 |
|
|
|
Total Volume and Open Interest |
12,726 |
295,190 |
+1,538 |
S & P 500 E-Mini(Globex) |
Jun11 |
110331 |
1321.25 |
1321.50 |
1320.75 |
1321.25 |
-2.75 |
|
|
|
Sep11 |
110331 |
1318.75 |
1320.50 |
1315.75 |
1315.75 |
-3.00 |
2,988 |
4,000 |
+1,584 |
Total Volume and Open Interest |
1,552,323 |
2,655,711 |
+21,254 |
NASDAQ 100(CME) |
Jun11 |
110331 |
2335.00 |
2340.50 |
2327.00 |
2336.30 |
+1.80 |
3,358 |
11,194 |
+2,285 |
Sep11 |
110331 |
2333.50 |
2335.50 |
2333.50 |
2333.50 |
+2.00 |
0 |
1 |
+0 |
Dec11 |
110331 |
2331.00 |
2333.00 |
2331.00 |
2331.00 |
+2.00 |
|
|
|
Total Volume and Open Interest |
3,358 |
11,195 |
+2,285 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110331 |
2334.30 |
2341.50 |
2327.50 |
2336.30 |
+1.80 |
221,150 |
314,537 |
+14,696 |
Sep11 |
110331 |
2327.30 |
2338.00 |
2326.00 |
2333.50 |
+2.00 |
168 |
200 |
+87 |
Total Volume and Open Interest |
221,318 |
314,742 |
+14,783 |
S & P Midcap 400(CME) |
Jun11 |
110331 |
986.90 |
989.00 |
986.90 |
987.00 |
+4.60 |
509 |
1,290 |
-70 |
Sep11 |
110331 |
984.90 |
984.90 |
984.80 |
984.90 |
+4.60 |
|
|
|
Dec11 |
110331 |
983.30 |
983.30 |
983.20 |
983.30 |
+4.60 |
|
|
|
Total Volume and Open Interest |
509 |
1,290 |
-70 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110331 |
9790 |
9825 |
9690 |
9735 |
-55 |
12,040 |
56,712 |
+1,016 |
Sep11 |
110331 |
9765 |
9815 |
9765 |
9765 |
-50 |
0 |
13 |
+0 |
Total Volume and Open Interest |
12,040 |
56,725 |
+1,016 |
Nikkei 225(SGX) |
Jun11 |
110331 |
9715 |
9790 |
9660 |
9720 |
+10 |
92,320 |
225,705 |
+239 |
Sep11 |
110331 |
9715 |
9720 |
9715 |
9720 |
+10 |
1 |
1,318 |
+16 |
Dec11 |
110331 |
9665 |
9665 |
9665 |
9665 |
+10 |
0 |
5,359 |
+0 |
Total Volume and Open Interest |
92,809 |
266,347 |
+346 |
CAC 40(EURONEXT) |
Apr11 |
110331 |
4038.0 |
4041.0 |
3987.0 |
3991.0 |
-36.0 |
117,917 |
254,591 |
+15,377 |
May11 |
110331 |
3967.0 |
3967.0 |
3921.5 |
3922.5 |
-36.0 |
53 |
992 |
+44 |
Jun11 |
110331 |
3920.0 |
3923.5 |
3878.0 |
3882.0 |
-35.0 |
275 |
26,799 |
+64 |
Total Volume and Open Interest |
118,245 |
282,382 |
+15,485 |
Hang Seng Index(HKFE) |
Mar11 |
110330 |
23210 |
23435 |
23188 |
23402 |
+332 |
112,723 |
58,361 |
-12,521 |
Apr11 |
110331 |
23514 |
23595 |
23457 |
23515 |
+79 |
62,538 |
74,389 |
+23,052 |
May11 |
110331 |
23574 |
23574 |
23255 |
23316 |
|
|
|
|
DAX(EUREX) |
Mar11 |
110318 |
6725.0 |
6735.0 |
6668.0 |
6689.5 |
+36.0 |
394,085 |
231,651 |
-107,036 |
Jun11 |
110331 |
7099.0 |
7100.5 |
7056.0 |
7078.5 |
+7.0 |
134,993 |
215,898 |
-13,521 |
Sep11 |
110331 |
7113.0 |
7125.0 |
7083.5 |
7103.5 |
+7.0 |
157 |
5,056 |
+20 |
Total Volume and Open Interest |
135,212 |
221,079 |
-13,482 |
FT-SE 100(EURONEXT) |
Jun11 |
110331 |
5913.50 |
5933.00 |
5860.50 |
5884.50 |
-18.50 |
79,357 |
586,715 |
+2,436 |
Sep11 |
110331 |
5850.00 |
5850.00 |
5850.00 |
5850.00 |
-18.50 |
1 |
513 |
+0 |
Dec11 |
110331 |
5857.00 |
5871.00 |
5832.00 |
5832.00 |
-18.00 |
0 |
190 |
+0 |
Total Volume and Open Interest |
79,358 |
587,418 |
+2,436 |
SPI 200(SFE) |
Mar11 |
110317 |
4564.0 |
4577.0 |
4464.0 |
4520.0 |
-47.0 |
127,175 |
225,244 |
-24,965 |
Jun11 |
110331 |
4843.0 |
4872.0 |
4833.0 |
4865.0 |
+24.0 |
39,535 |
191,146 |
-356 |
Sep11 |
110331 |
4840.0 |
4853.0 |
4840.0 |
4853.0 |
+25.0 |
9 |
3,477 |
+1 |
Total Volume and Open Interest |
39,828 |
198,661 |
-183 |
GSCI(CME) |
Apr11 |
110331 |
65.64 |
71.64 |
55.09 |
71.64 |
+16.50 |
91 |
13,347 |
+3 |
May11 |
110331 |
71.64 |
71.64 |
56.09 |
71.64 |
+15.50 |
3 |
25 |
+3 |
Jun11 |
110331 |
71.64 |
71.64 |
57.09 |
71.64 |
+14.50 |
|
|
|
Total Volume and Open Interest |
94 |
13,372 |
+6 |
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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