מרקט פליס בית השקעות
צור קשר כניסה לחשבון הוסף למועדפים חדש באתר - כלים למסחר פתח חשבון


אודות החברה

חוזים עתידיים

פלטפורמות

עמלות ובטחונות

מידע ולימודים

חשבון מסחר
עמלות ובטחונות
כיצד מחשבים עמלת מסחר בחוזים עתידיים?
עמלות של מערכות מסחר
בטחונות מלאים ולמסחר יומי
עמלות בורסה, עמלת רגולציה
טבלת בטחונות - מרג'ין - Margin

I am working with market place for allmost 5 months
I want to say that i am working with professional people that know what they are doing
...
קרא עוד
מסחר עם מרקט פלייס
חדש באתר - כלים למסחר
חשבון דמו
פתיחת חשבון מסחר



עמוד הבית עמלות ובטחונות

טבלת בטחונות - מרג'ין - Margin

טבלת בטחונות, מרג'ין (MARGIN) של חוזים עתידיים, אופציות, המפורטת להלן מציגה בטחונות הדרושים לכל חוזה עתידי או אופציה בבורסות שונות בעולם.


מקרא בטחונות, מרג'ין:

  • שם חוזה עתידי: בדרך כלל זהה לשם נכס הבסיס עליו חוזה עתידי מתבסס
  • בטחונות (מרג'ין) ראשוניים: כמות בטחונות הדרושה לפתיחת עסקה והחזקת פוזיציה. במידה וכמות הבטחונות הנ"ל אינה קיימת בחשבון, הסוחר מחוייב לסגור את הפוזיציה לפני סוף יום המסחר של אותו חוזה עתידי.
  • בטחונות (מרג'ין) תחזוקה: אלו בטחונות (מרג'ין) מינימום הדרושים להחזקת פוזיציה מעבר ליום אחד. החזקת פוזיציה ללא בטחונות הנ"ל גוררת קריאת בטחונות (Margin Call) שלאחריה הסוחר מתבקש להעביר כסף נוסף או לסגור את הפוזיציה.
  • סוג מטבע

בטחונות למסחר יומי הן בין חצי ושמינית מכמות בטחונות ראשוניים. מרקט פלייס משמשת כברוקר המספק כמות בטחונות בצורה אגרסיבית בשל יכולת טכנולוגית לפיקוח על כמות הבטחונות באופן דינמי. סוחרים אקטיביים מוזמנים לבקש בטחונות אגרסיביים למסחר יומי.


הטבלה שלהלן מתעדכנת באופן רציף מאתרי בורסה שונים ובשל כך זמן העלאת העמוד עשוי לקחת מספר שניות - נא להמתין.


Margin Rates as of 4/15/2011

CBOTCMECOMEXCSCNYMEXKCBTNYCEIMMEUREX

Commodity
Mo/Yr
Initial
Maint
Currency
CHICAGO BOARD OF TRADE
BOT RGH RICE
05/11
2,025
1,500
US
CBOT BIG DOW
06/11
32,500
26,000
US
CBOT CORN
05/11
2,363
1,750
US
CBOT DJ-AIGCI
06/11
945
700
US
CBOT OATS
05/11
1,350
1,000
US
CBOT SOYBEANS
05/11
4,725
3,500
US
CBOT WHEAT
05/11
4,050
3,000
US
CBOT 5Y OTR NT
04/11
1,485
1,100
US
CBT BEAN CAL
05/11
2,487
1,842
US
CBT BEAN MEAL
05/11
2,700
2,000
US
CBT BEAN OIL
05/11
2,025
1,500
US
CBT CI ER 2MTH
04/11
1,215
900
US
CBT CI ER 3MTH
04/11
1,215
900
US
CBT CORN CAL
05/11
1,148
850
US
CBT DJ REALEST
06/11
2,813
2,250
US
CBT DJ UBS COM
04/11
1,215
900
US
CBT DRIED GRN
04/11
1,100
1,000
US
CBT ETHANL FW
04/11
1,524
1,129
US
CBT ETHANOL
05/11
6,750
5,000
US
CBT MINI CORN
05/11
473
350
US
CBT MINI DOW
06/11
6,500
5,200
US
CBT MINI ED
06/11
338
250
US
CBT MINI SYBN
05/11
945
700
US
CBT MINI WHEAT
05/11
810
600
US
CBT MN CORN SW
05/11
810
600
US
CBT NE CORN SW
05/11
878
650
US
CBT NE IA CORN
05/11
540
400
US
CBT NW IA CORN
05/11
675
500
US
CBT SD CORN SW
05/11
878
650
US
CBT SO IA CORN
05/11
810
600
US
CBT T-BONDS
06/11
3,713
2,750
US
CBT TNOTE 10Y
06/11
2,160
1,600
US
CBT TNOTE 2Y
06/11
1,080
800
US
CBT TNOTE 5Y
06/11
1,485
1,100
US
CBT UL T-BONDS
09/11
4,928
3,650
US
CBT WHEAT CAL
05/11
2,295
1,700
US
CBT 10YR SWAP
06/11
2,160
1,600
US
CBT 3Y T-NOTE
06/11
1,350
1,000
US
CBT 30D IN RT
04/11
230
170
US
CBT 30YR SWAP
06/11
4,388
3,250
US
CBT 5YR SWAP
06/11
1,283
950
US
CBT 7YR SWAP
06/11
1,890
1,400
US
DOW AVG INDEX
06/11
13,000
10,400
US
CHICAGO MERCANTILE EXCHANGE
CME CATTLE
06/11
1,620
1,200
US
CME CRUDE PALM
07/11
3,375
2,500
US
CME CSH BUTTR
04/11
1,620
1,200
US
CME CSH CHEESE
04/11
2,430
1,800
US
CME DRY WHEY
04/11
2,025
1,500
US
CME FDR CATTLE
04/11
2,025
1,500
US
CME GOLDMAN
05/11
7,500
5,000
US
CME HRDWD PULP
04/11
675
500
US
CME KRFT PULP
04/11
304
225
US
CME LEAN HOGS
05/11
1,688
1,250
US
CME PORK BEL
05/11
2,025
1,500
US
CME REV LUMBR
05/11
2,250
1,500
US
CME SKM MILK
04/11
2,160
1,600
US
COMMODITY EXCHANGE, INC.
CMX EMICR GOLD
06/11
675
500
US
CMX EMINI SILV
07/14
2,349
1,740
US
CMX GOLD
05/11
6,751
5,001
US
CMX GOLD FWD
04/11
6,751
5,001
US
CMX GOLD VIX
06/11
2,750
2,500
US
CMX HG COPPER
05/11
5,738
4,250
US
CMX MINY COPPR
05/11
2,869
2,125
US
CMX MINY GOLD
06/11
3,376
2,501
US
CMX MINY SILVR
05/11
5,873
4,350
US
CMX SILVER
04/11
11,745
8,700
US
NY COFFEE, SUGAR, & COCOA
ICEUS COCOA
05/11
2,730
1,950
US
ICEUS COCOA SW
07/11
2,730
1,950
US
ICEUS COFFE SW
07/11
7,560
5,400
US
ICEUS COFFEEC
05/11
7,560
5,400
US
ICEUS OTC ORE
04/11
7,000
5,000
US
ICEUS SUGAR11
05/11
3,780
2,700
US
ICEUS SUGAR16
07/11
2,800
2,000
US
ICEUS SUG11 SW
05/11
3,780
2,700
US
NEW YORK MERCANTILE EXCHANGE
AEP DAYTON OFF
04/11
5,134
4,667
US
AL CTYGT NG BS
05/11
2,475
2,250
US
CAISONP15DRTOP
05/11
2,750
2,500
US
CAISONP15DRTPK
05/11
44,000
40,000
US
CAISONP15MRTOP
04/11
10
9
US
CAISONP15MRTPK
04/11
190
173
US
CAISOSP15DRTOP
05/11
2,750
2,500
US
CAISOSP15DRTPK
05/11
44,000
40,000
US
CAISOSP15MRTOP
04/11
19
17
US
CAISOSP15MRTPK
04/11
190
173
US
CAPP CAL DUMMY
01/13
59,400
54,000
US
CIG RCK NG IDX
04/11
1,348
1,225
US
CIG RCK NG SWG
05/11
3,300
3,000
US
CRACK SPD OIL
07/11
660
600
US
DME CRD/ICEBRN
04/11
1,394
1,267
US
DME CRUDE CASH
06/11
8,800
8,000
US
DME OMAN CRUDE
06/11
8,800
8,000
US
DME OMANCRDSWP
04/11
4,529
4,117
US
DME OMANCRDSWP
04/11
5,690
5,173
US
DOMINION INDEX
04/11
1,155
1,050
US
DOMINION SWING
05/11
1,650
1,500
US
DSL LH CIF NWE
04/11
39,600
36,000
US
DSL LH CIF/GO
04/11
4,400
4,000
US
DSL LH/GO BOM
04/11
4,919
4,472
US
DSL UK CIF NWE
04/11
39,600
36,000
US
DSL UK CIF/GO
04/11
5,500
5,000
US
DSL UK/GO BOM
04/11
6,887
6,261
US
EIARETLGAS
04/11
3,850
3,500
US
EL PASO INDEX
05/11
1,650
1,500
US
EL PASO SWING
05/11
1,650
1,500
US
ERC H 5 OPK DY
05/11
4,125
3,750
US
ERC H 5 OPK MT
04/11
116
105
US
ERC H 5 PK DAY
05/11
66,000
60,000
US
ERC H 5 PK MTH
04/11
1,540
1,400
US
ERC N 5 OP DAY
05/11
4,125
3,750
US
ERC N 5 OPK MT
04/11
116
105
US
ERC N 5 PK DAY
05/11
66,000
60,000
US
ERC N 5 PK MTH
04/11
1,540
1,400
US
ERC S 5 OP DAY
05/11
4,125
3,750
US
ERC S 5 OPK MT
04/11
116
105
US
ERC S 5 PK MTH
04/11
1,925
1,750
US
ERC S 5 PK MTH
05/11
66,000
60,000
US
ERC W 5 OP DAY
05/11
4,125
3,750
US
ERC W 5 OPK MT
04/11
116
105
US
ERC W 5 PK DAY
05/11
66,000
60,000
US
ERC W 5 PK MTH
04/11
1,925
1,750
US
GS JETKER/GOBM
04/11
1,751
1,592
US
HOUSTON INDEX
05/11
1,650
1,500
US
HOUSTON SWING
05/11
1,650
1,500
US
ISO NE OFF-PK
04/11
6,674
6,067
US
KERN RVR SWING
05/11
1,650
1,500
US
MALIN NG SWING
05/11
1,760
1,600
US
MICH NG IDX SW
04/11
924
840
US
MICHCON NG SWG
05/11
1,320
1,200
US
MYN CI HUB DLY
05/11
3,520
3,200
US
MYN GOMED/ICEG
04/11
3,080
2,800
US
MYN MINGONW/GO
04/11
453
412
US
MYN SNG180BOM
04/11
26,263
23,875
US
N. ILL OFF-PK
04/11
5,134
4,667
US
NATGASOPIS
04/11
4,400
4,000
US
NG CALSTR DMMY
01/13
14,850
13,500
US
NGPL STX NG BS
05/11
220
200
US
NMY LAJETOUTR
04/11
4,235
3,850
US
NY HEATING OIL
05/11
6,413
4,750
US
NY LT CRUDE
05/11
6,750
5,000
US
NY NATURAL GAS
05/11
4,050
3,000
US
NY PALLADIUM
05/11
6,875
6,250
US
NY PLATINUM
05/11
4,950
4,500
US
NYISO A OFF-PK
04/11
6,674
6,067
US
NYISO G OFF-PK
04/11
8,214
7,467
US
NYISO J OFF-PK
04/11
8,214
7,467
US
NYM AEP-D DLY
05/11
4,400
4,000
US
NYM AEP-D MTH
04/11
4,051
3,683
US
NYM ALBERTADAY
05/11
2,475
2,250
CD
NYM ALBERTAMTH
04/11
23
21
CD
NYM ALGCGINDEX
04/11
7,700
7,000
US
NYM ANR OK
05/11
330
300
US
NYM ANR OK IDX
04/11
963
875
US
NYM ANR OK SS
05/11
1,375
1,250
US
NYM ANRLABASIS
05/11
165
150
US
NYM ANRLAINDX
04/11
770
700
US
NYM ARGPNFESWP
04/11
36,300
33,000
US
NYM ARGUSLLSSW
05/11
3,740
3,400
US
NYM ARGUSPPNSW
05/11
34,650
31,500
US
NYM ASCI
05/11
6,600
6,000
US
NYM ASCICALSWP
04/11
4,620
4,200
US
NYM ASCITMSWAP
05/11
2,805
2,550
US
NYM ASCIWTICAL
04/11
2,310
2,100
US
NYM ASCIWTISWP
05/11
1,870
1,700
US
NYM BCKW CNTGO
12/11
220
200
US
NYM BCO 1M DMY
06/11
1,250
1,250
US
NYM BCO 2M DMY
06/11
1,500
1,500
US
NYM BCO 3M DMY
06/11
4
4
US
NYM BCO 6M DMY
06/11
1,004
1,004
US
NYM BCO12M DMY
12/11
1,004
1,004
US
NYM BIODS/GASO
04/11
3,630
3,300
US
NYM BR-WTI SWP
05/11
0
0
US
NYM BRENT BOM
04/11
5,113
4,648
US
NYM BRENT CAL
04/11
4,253
3,150
US
NYM BRENT LD
06/11
6,750
5,000
US
NYM BRENT SWP
06/11
7,088
5,250
US
NYM BRENTDUBAI
04/11
1,155
1,050
US
NYM BRENTFLINE
04/11
462
420
US
NYM BRNTCFDSWP
05/11
1,100
1,000
US
NYM BRNTCFD3MO
05/11
825
750
US
NYM CAISODNPOP
05/11
2,750
2,500
US
NYM CAISODNPPK
05/11
44,000
40,000
US
NYM CAISODSPOP
05/11
2,750
2,500
US
NYM CAISODSPPK
05/11
44,000
40,000
US
NYM CAISOMNPOP
04/11
10
9
US
NYM CAISOMNPPK
04/11
190
173
US
NYM CAISOMSPOP
04/11
19
17
US
NYM CAISOMSPPK
04/11
190
173
US
NYM CAN HVTCRD
05/11
887
806
US
NYM CAPPQRDMMY
07/11
14,850
13,500
US
NYM CBOBA1CRCK
04/11
1,980
1,800
US
NYM CBOBA1RBOB
04/11
1,650
1,500
US
NYM CBOBA1SWAP
04/11
3,465
3,150
US
NYM CBOBA2CRCK
04/11
2,640
2,400
US
NYM CBOBA2RBOB
04/11
1,320
1,200
US
NYM CBOBA2SWAP
04/11
3,465
3,150
US
NYM CFD/FRMTH
05/11
770
700
US
NYM CHGO CTYCT
05/11
2,750
2,500
US
NYM CHGO ULGAS
04/11
4,620
4,200
US
NYM CHGO ULSD
04/11
5,005
4,550
US
NYM CHGOETHNL
04/11
4,620
4,200
US
NYM CHI INDEX
05/11
770
700
US
NYM CHI SWING
05/11
1,925
1,750
US
NYM CHICABASIS
05/11
440
400
US
NYM CIG SWAP
05/11
550
500
US
NYM CIN OFFSWP
04/11
3,080
2,800
US
NYM CIN PK SWP
04/11
4,106
3,733
US
NYM CINHUBDAOP
04/11
12
11
US
NYM CINHUBDAPK
04/11
308
280
US
NYM CINHUBRTOP
04/11
12
11
US
NYM CINHUBRTPK
04/11
308
280
US
NYM CL MACI
01/12
1,148
850
US
NYM CLMBIA GL
05/11
110
100
US
NYM CNTRPNT BS
05/11
330
300
US
NYM CNTRPNT IX
04/11
1,155
1,050
US
NYM CNTRPNT SS
05/11
2,750
2,500
US
NYM CNWAY BUTN
04/11
3,273
2,975
US
NYM CNWYBUTNBM
04/11
4,686
4,260
US
NYM CNWYNGBOM
04/11
4,686
4,260
US
NYM CNWYPPNBM
04/11
3,408
3,098
US
NYM CNWYPPNPHY
04/11
1,834
1,667
US
NYM COAL API2
04/11
5,225
4,750
US
NYM COAL API4
04/11
5,225
4,750
US
NYM COCOA FUT
07/11
2,475
2,250
US
NYM COFFEE FUT
05/11
6,325
5,750
US
NYM COL GLF NG
05/11
110
100
US
NYM COL PESO
05/11
2,750
2,500
US
NYM COLGLAINDX
04/11
693
630
US
NYM COLMLNINDX
04/11
963
875
US
NYM CONWAY NG
04/11
3,080
2,800
US
NYM CONWAY PPN
04/11
2,310
2,100
US
NYM COTTON
05/11
5,500
5,000
US
NYM CRUDE VIX
06/11
0
0
US
NYM CSX COAL
05/11
2,494
2,267
US
NYM CTCAVGBOM
04/11
8,501
7,728
US
NYM CTCAVGSWAP
04/11
2,732
2,484
US
NYM DATEDBRENT
04/11
5,005
4,550
US
NYM DAWN BASE
05/11
220
200
US
NYM DAWN INDX
04/11
963
875
US
NYM DAWN SS
05/11
1,650
1,500
US
NYM DAYMTBVNGS
05/11
5,775
5,250
US
NYM DAYMTBVPPN
05/11
3,850
3,500
US
NYM DAYWTICSWP
05/11
6,600
6,000
US
NYM DBAICUBOM
04/11
5,253
4,775
US
NYM DEMARC IDX
04/11
1,925
1,750
US
NYM DEMARC SS
05/11
2,750
2,500
US
NYM DJ MEAD OP
04/11
15
14
US
NYM DJ MEAD PK
04/11
385
350
US
NYM DJ MID CO
04/11
4,106
3,733
US
NYM DJ PV OPK
04/11
15
14
US
NYM DJ PV PK
04/11
385
350
US
NYM DOMINION
05/11
330
300
US
NYM DSL NWE BM
04/11
41,415
37,650
US
NYM DSLBGICESW
04/11
6,443
5,857
US
NYM DSLCIFGOSW
04/11
4,601
4,183
US
NYM DSLCIFMED
04/11
26,950
24,500
US
NYM DSLMD/ICEG
04/11
4,235
3,850
US
NYM DSLMED BOM
04/11
41,415
37,650
US
NYM DSLRDAMBOM
04/11
36,813
33,466
US
NYM DTBRENTBOM
04/11
770
700
US
NYM DTBRENTSWP
05/11
6,600
6,000
US
NYM DUBAICAL
04/11
3,300
3,000
US
NYM EBOBCRKBOM
04/11
3,682
3,347
US
NYM EBOBCRKSWP
04/11
1,485
1,350
US
NYM EBOBOXYBOM
04/11
64,423
58,566
US
NYM EBOBOXYSWP
04/11
36,300
33,000
US
NYM EIA DIESEL
04/11
5,390
4,900
US
NYM EIADSLSWAP
04/11
5,005
4,550
US
NYM EMINI CRUD
05/11
3,375
2,500
US
NYM EMINI GAS
05/11
1,013
750
US
NYM ETHANE
04/11
2,200
2,000
US
NYM ETHANOL T1
04/11
2,695
2,450
US
NYM ETHANOL T2
04/11
3,850
3,500
US
NYM ETHNL +DTY
04/11
1,242
1,129
US
NYM ETHNL EXDT
04/11
1,242
1,129
US
NYM ETHYLENE
04/11
4,400
4,000
US
NYM EU GASOIL
05/11
3,713
2,750
US
NYM EU NAP CRK
04/11
1,155
1,050
US
NYM EUNAPHTBOM
04/11
43,770
39,791
US
NYM EUPPNCIFBM
04/11
55,220
50,200
US
NYM EUR 1% ROT
04/11
23,100
21,000
US
NYM EURGAS OET
04/11
5,775
5,250
US
NYM EURGAS OGA
04/11
462
420
US
NYM EURGAS OHA
04/11
2,503
2,275
US
NYM EURGAS OJC
04/11
7,260
6,600
US
NYM EURGAS OJR
04/11
8,470
7,700
US
NYM EURGASOGT
04/11
30,800
28,000
US
NYM EURO 1% NW
04/11
21,450
19,500
US
NYM EUROBOBBOM
04/11
28,391
25,810
US
NYM EUROBOBBOM
04/11
64,423
58,566
US
NYM EUROBOBSWP
04/11
44,000
40,000
US
NYM EUROJETNW
04/11
29,700
27,000
US
NYM EUROJETROT
04/11
33,000
30,000
US
NYM EURONAPTHA
04/11
33,000
30,000
US
NYM EURPPNSWP
04/11
38,500
35,000
US
NYM EUR3.5 MED
04/11
19,800
18,000
US
NYM EUR3.5 ROT
04/11
18,150
16,500
US
NYM EU1%FO DAY
05/11
44,000
40,000
US
NYM EU1%FOBMED
04/11
26,400
24,000
US
NYM EU1%FOBOM
04/11
35,016
31,833
US
NYM EU1%RDMBOM
04/11
39,355
35,777
US
NYM EU3.5FOBOM
04/11
39,355
35,777
US
NYM FAME BDSGO
04/11
4,290
3,900
US
NYM FAME 0 FOB
04/11
5,005
4,550
US
NYM FE N CHINA
04/11
4,400
4,000
US
NYM FLA ZN2 NG
05/11
165
150
US
NYM FLGAS3 SWP
05/11
165
150
US
NYM FLZN3INDEX
04/11
1,078
980
US
NYM FO BRG/CGO
04/11
10,505
9,550
US
NYM FO CAR/BAR
04/11
9,900
9,000
US
NYM FO180CRKSW
04/11
3,960
3,600
US
NYM FUEL3.5CRK
04/11
3,080
2,800
US
NYM FUEL3.5MED
04/11
3,850
3,500
US
NYM G UNJL CRK
04/11
3,273
2,975
US
NYM GAS 0.1 RT
04/11
30,800
28,000
US
NYM GASEUBOBDY
05/11
55,000
50,000
US
NYM GASEUBOBOX
04/11
12,371
11,246
US
NYM GASOIL CAL
04/11
25,988
19,250
US
NYM GASOIL CRK
04/11
2,310
2,100
US
NYM GASOIL FOB
04/11
31,570
28,700
US
NYM GASOIL MIN
04/11
2,599
1,925
US
NYM GASOIL SWP
05/11
37,125
27,500
US
NYM GASOILBOM
04/11
42,019
38,199
US
NYM GASUDBOMSW
04/11
1,151
1,046
US
NYM GASUPDOWN
04/11
963
875
US
NYM GC DIESEL
05/11
7,150
6,500
US
NYM GC GAS
05/11
7,150
6,500
US
NYM GC GAS SWP
04/11
4,620
4,200
US
NYM GC HO SW
04/11
5,005
4,550
US
NYM GC HO SWAP
04/11
5,005
4,550
US
NYM GC HO/HO
04/11
770
700
US
NYM GC HO/HO
04/11
963
875
US
NYM GC JET SWP
04/11
5,159
4,690
US
NYM GC JET/HO
04/11
2,310
2,100
US
NYM GC ULSD CK
04/11
2,695
2,450
US
NYM GC ULSD SW
04/11
5,005
4,550
US
NYM GC ULSD SW
04/11
5,005
4,550
US
NYM GC#6FOCRBM
04/11
1,726
1,569
US
NYM GCFO/EUFO
04/11
1,045
950
US
NYM GCGAS/RBOB
04/11
1,155
1,050
US
NYM GCGASCAL
04/11
4,620
4,200
US
NYM GCGASCRK
04/11
2,310
2,100
US
NYM GCGSCRBMSW
04/11
4,601
4,183
US
NYM GCGSVSGCHO
04/11
1,925
1,750
US
NYM GCJETCAL
04/11
4,620
4,200
US
NYM GCJTVNYMHO
04/11
963
875
US
NYM GCN6FUEL3%
04/11
3,542
3,220
US
NYM GCOAST GAS
04/11
4,620
4,200
US
NYM GCOAST HO
04/11
5,005
4,550
US
NYM GCOASTJETF
04/11
4,620
4,200
US
NYM GCULSD/HO
04/11
1,540
1,400
US
NYM GCULSDCAL
04/11
5,005
4,550
US
NYM GCULSDCRK
04/11
2,310
2,100
US
NYM GC3%FOBOM
04/11
5,522
5,020
US
NYM GC6FUELCRK
04/11
2,695
2,450
US
NYM GO CIF ICE
04/11
3,080
2,800
US
NYM GO CIF MED
04/11
30,800
28,000
US
NYM GO NWE BBO
04/11
46,016
41,833
US
NYM GO RDAM BM
04/11
41,415
37,650
US
NYM GO.1%CIFNW
04/11
13,200
12,000
US
NYM GO.1%RDAM
04/11
13,200
12,000
US
NYM GOCIFICESW
04/11
5,522
5,020
US
NYM GOCIFMEDBM
04/11
46,016
41,833
US
NYM GOCRGICESW
04/11
3,682
3,347
US
NYM GOFOBICEGO
04/11
4,620
4,200
US
NYM GOICEGOSWP
04/11
5,522
5,020
US
NYM GORT ICEGO
04/11
1,540
1,400
US
NYM GO0.1CGCIF
04/11
30,800
28,000
US
NYM GO0.1CIFSW
04/11
5,522
5,020
US
NYM GO10PPMCIF
04/11
30,800
28,000
US
NYM GO10PPMICE
04/11
5,005
4,550
US
NYM GO50/ICEGO
04/11
6,128
5,571
US
NYM GO50PMRDAM
04/11
27,866
25,333
US
NYM GRP ULSDSW
04/11
4,620
4,200
US
NYM GRP3ULGSWP
04/11
4,620
4,200
US
NYM GR3DSLHOSW
04/11
1,155
1,050
US
NYM GR3ULRBSWP
04/11
1,155
1,050
US
NYM HDPECALSWP
04/11
990
900
US
NYM HEAT FIN
05/11
6,413
4,750
US
NYM HEAT MINY
05/11
3,206
2,375
US
NYM HEATNG CK
04/11
1,559
1,417
US
NYM HENRYBAIS2
05/11
55
50
US
NYM HH FIN LD
05/11
4,050
3,000
US
NYM HH INDEX
05/11
880
800
US
NYM HH PENULTM
05/11
1,013
750
US
NYM HH SWING
05/11
1,760
1,600
US
NYM HOCRKBOMSW
04/11
3,682
3,347
US
NYM HP FIN
05/11
4,050
3,000
US
NYM HSNCALDAOP
05/11
4,125
3,750
US
NYM HSNCALDAPK
05/11
66,000
60,000
US
NYM HSNCALRTOP
05/11
4,125
3,750
US
NYM HSNCALRTPK
05/11
66,000
60,000
US
NYM HSN345DYOP
05/11
4,125
3,750
US
NYM HSN345DYPK
05/11
66,000
60,000
US
NYM HSTLDRTPK
04/11
1,925
1,750
US
NYM HSTN DAYPK
05/11
660,000
600,000
US
NYM HSTN MTHPK
04/11
15,400
14,000
US
NYM HSTNDAYOPK
05/11
41,250
37,500
US
NYM HSTNKVDAOP
04/11
116
105
US
NYM HSTNKVDAPK
04/11
1,925
1,750
US
NYM HSTNLDDAOP
04/11
116
105
US
NYM HSTNLDDAPK
04/11
1,925
1,750
US
NYM HSTNLDRTOP
04/11
116
105
US
NYM HSTNMTHOPK
04/11
1,155
1,050
US
NYM HSTON SHIP
05/11
2,750
2,500
US
NYM HTCAVGBOM
04/11
887
806
US
NYM HTCAVGSWAP
04/11
397
361
US
NYM HTOILBOMSW
04/11
5,752
5,229
US
NYM ICE GO BOM
04/11
42,603
38,730
US
NYM ICEGOCRACK
04/11
17,210
15,645
US
NYM IL OFF SWP
04/11
2,566
2,333
US
NYM IL PK SWP
04/11
3,594
3,267
US
NYM INDO COAL
04/11
3,484
3,167
US
NYM IRON ORE
04/11
3,300
3,000
US
NYM ISO NE
04/11
6,674
6,067
US
NYM ISO-BUTANE
04/11
3,850
3,500
US
NYM JAPNPTHBOM
04/11
49,193
44,721
US
NYM JETAVF/GO
04/11
8,470
7,700
US
NYM JETAVFULSW
04/11
38,500
35,000
US
NYM JETKER SWP
04/11
3,630
3,300
US
NYM JETUDBOMSW
04/11
1,381
1,255
US
NYM JETUPDOWN
04/11
770
700
US
NYM JF NWE BOM
04/11
55,384
50,349
US
NYM JF RDAM BM
04/11
64,423
58,566
US
NYM JFBRGICESQ
04/11
11,504
10,458
US
NYM JFCGOICESW
04/11
11,504
10,458
US
NYM JPCF/CIFNW
04/11
35,200
32,000
US
NYM JPNAPHTHA
04/11
30,800
28,000
US
NYM JPNPHTCRK
04/11
3,850
3,500
US
NYM JUANBASIS
05/11
440
400
US
NYM KERN RV WY
05/11
550
500
US
NYM LA CARB GS
04/11
5,390
4,900
US
NYM LACARBDSL
04/11
2,310
2,100
US
NYM LACARBOB
04/11
2,503
2,275
US
NYM LACBDSOUT
04/11
5,005
4,550
US
NYM LAJETSPRD
04/11
1,155
1,050
US
NYM LAJTFLVHO
04/11
1,540
1,400
US
NYM LDH PRPANE
04/11
2,750
2,500
US
NYM LDHPN FEPN
04/11
38,500
35,000
US
NYM LDHPNEUPPN
04/11
38,500
35,000
US
NYM LLDPECALSW
04/11
990
900
US
NYM LLS/WTISWP
05/11
2,494
2,267
US
NYM LLSAGWTCA
04/11
3,080
2,800
US
NYM LLSARGCAL
04/11
2,732
2,484
US
NYM LLSARGMTH
04/11
2,732
2,484
US
NYM MARAGWTCA
04/11
3,465
3,150
US
NYM MARAGWTMT
05/11
2,181
1,983
US
NYM MARARGCAL
04/11
4,235
3,850
US
NYM MARARGMTH
05/11
3,429
3,117
US
NYM MARSGRADE
04/11
6,050
5,500
US
NYM MB ETHNBOM
04/11
2,301
2,092
US
NYM MB ISOBUTN
04/11
2,695
2,450
US
NYM MB LDH PPN
04/11
3,221
2,928
US
NYM MB NG 5DPL
04/11
3,080
2,800
US
NYM MB NMLBUTN
04/11
4,142
3,765
US
NYM MBBUTNLDH
04/11
2,970
2,700
US
NYM MBSPTETHPH
04/11
4,950
4,500
US
NYM MCH OFFSWP
04/11
3,080
2,800
US
NYM MCH PK SWP
04/11
3,080
2,800
US
NYM MICH BASIS
05/11
165
150
US
NYM MIN OFFSWP
04/11
3,594
3,267
US
NYM MIN PK SWP
04/11
3,594
3,267
US
NYM MINICTCAVG
04/11
683
621
US
NYM MINIEUNPTH
04/11
3,484
3,167
US
NYM MINIHTCAVG
04/11
99
90
US
NYM MINILDHPPN
04/11
193
175
US
NYM MINIPTCAVG
04/11
373
339
US
NYM MINISTCAVG
04/11
249
226
US
NYM MINSG180BM
04/11
2,556
2,324
US
NYM MINSG180SW
04/11
1,925
1,750
US
NYM MINULSD/GO
04/11
383
348
US
NYM MIN1%BGBOM
04/11
3,682
3,347
US
NYM MIN1%BGSWP
04/11
2,695
2,450
US
NYM MIN1%NWEBM
04/11
3,682
3,347
US
NYM MIN1%NWESW
04/11
2,503
2,275
US
NYM MIN3.5%BOM
04/11
3,682
3,347
US
NYM MIN3.5%SWP
04/11
2,118
1,925
US
NYM MISOILDAOP
04/11
12
11
US
NYM MISOILDAPK
04/11
270
245
US
NYM MN.1NWE/GO
04/11
278
253
US
NYM MNJKNWE/GO
04/11
767
697
US
NYM MNJKRDM/GO
04/11
767
697
US
NYM MOGAS BOM
04/11
5,964
5,422
US
NYM MT BLV BTN
04/11
2,695
2,450
US
NYM MT BLV ETH
04/11
1,540
1,400
US
NYM MT BLV PPN
04/11
1,925
1,750
US
NYM MTBLVETHYL
04/11
3,465
3,150
US
NYM MTBVETHBM
04/11
5,062
4,602
US
NYM MTBVNGBOM
04/11
5,062
4,602
US
NYM N NATGAS D
05/11
330
300
US
NYM N NATGAS V
05/11
440
400
US
NYM N ROCKIES
05/11
2,750
2,500
US
NYM N.I. MTH
04/11
4,051
3,683
US
NYM NAPHTHA DY
05/11
66,000
60,000
US
NYM NAPHTHACRK
04/11
1,874
1,704
US
NYM NBP/HH SWP
05/11
1,100
1,000
US
NYM NE CONN OP
04/11
46
42
US
NYM NE CONN PK
04/11
770
700
US
NYM NE HUB DLY
05/11
3,520
3,200
US
NYM NE INHUBOP
04/11
46
42
US
NYM NE INHUBPK
04/11
693
630
US
NYM NE MAINEOP
04/11
46
42
US
NYM NE MAINEPK
04/11
770
700
US
NYM NE NEMS OP
04/11
46
42
US
NYM NE NEMS PK
04/11
770
700
US
NYM NE NH OFPK
04/11
46
42
US
NYM NE NH PEAK
04/11
770
700
US
NYM NE RI OFPK
04/11
31
28
US
NYM NE RI PEAK
04/11
770
700
US
NYM NE SEMS OP
04/11
46
42
US
NYM NE SEMS PK
04/11
770
700
US
NYM NE WCMS OP
04/11
46
42
US
NYM NE WCMS PK
04/11
770
700
US
NYM NG 1M DMMY
05/11
1,500
1,500
US
NYM NG 6M DMMY
05/11
1,250
1,250
US
NYM NGPL LA
05/11
110
100
US
NYM NGPL MIDCN
05/11
330
300
US
NYM NGPL TX/OK
05/11
220
200
US
NYM NGPLMID IX
04/11
1,155
1,050
US
NYM NGPLMID SS
05/11
1,650
1,500
US
NYM NGPLTXK IX
04/11
770
700
US
NYM NGPLTXK SS
05/11
1,375
1,250
US
NYM NG12M DMMY
05/11
1,250
1,250
US
NYM NI HUB DLY
05/11
4,400
4,000
US
NYM NONLDHPRPN
04/11
2,200
2,000
US
NYM NORMBUTANE
04/11
3,850
3,500
US
NYM NOZN DAYPK
05/11
660,000
600,000
US
NYM NOZN MTHPK
04/11
15,400
14,000
US
NYM NOZNDAYOPK
05/11
41,250
37,500
US
NYM NOZNMTHOPK
04/11
1,155
1,050
US
NYM NO2/CRACK
04/11
1,540
1,400
US
NYM NO2UPDOWN
04/11
963
875
US
NYM NPTHCIFBOM
04/11
16,684
15,167
US
NYM NPTHCIFSWP
04/11
10,280
9,345
US
NYM NRTCALDAOP
05/11
4,125
3,750
US
NYM NRTCALDAPK
05/11
66,000
60,000
US
NYM NRTCALRTOP
05/11
4,125
3,750
US
NYM NRTCALRTPK
05/11
66,000
60,000
US
NYM NRTHKVDAOP
04/11
116
105
US
NYM NRTHKVDAPK
04/11
1,925
1,750
US
NYM NRTHLDDAOP
04/11
116
105
US
NYM NRTHLDDAPK
04/11
1,925
1,750
US
NYM NRTHLDRTOP
04/11
116
105
US
NYM NRTHLDRTPK
04/11
1,925
1,750
US
NYM NRT345DYOP
05/11
4,125
3,750
US
NYM NRT345DYPK
05/11
66,000
60,000
US
NYM NWEFOHLSBM
04/11
11,044
10,040
US
NYM NWROKBASIS
05/11
385
350
US
NYM NY DIESEL
05/11
7,150
6,500
US
NYM NY JETF SW
04/11
4,620
4,200
US
NYM NY JETF/HO
04/11
1,540
1,400
US
NYM NY ULSD CK
04/11
1,540
1,400
US
NYM NY ULSD SW
04/11
3,273
2,975
US
NYM NY ULSD SW
04/11
5,005
4,550
US
NYM NY ULSD/HO
04/11
1,348
1,225
US
NYM NY.3%HIPBM
04/11
7,242
6,584
US
NYM NY.3%HIPSW
04/11
6,930
6,300
US
NYM NY.7%FOBOM
04/11
5,113
4,648
US
NYM NYA HB DLY
05/11
3,300
3,000
US
NYM NYETHANOL
04/11
4,620
4,200
US
NYM NYG HB DLY
05/11
3,300
3,000
US
NYM NYGS/RBOB
04/11
1,540
1,400
US
NYM NYH ETHANL
04/11
6,600
6,000
US
NYM NYH 3% FO
04/11
4,620
4,200
US
NYM NYHBHO CAL
04/11
2,896
2,145
US
NYM NYHO NYMHO
04/11
770
700
US
NYM NYH1% GC3%
04/11
2,695
2,450
US
NYM NYH1FOBOM
04/11
6,903
6,275
US
NYM NYISO A
04/11
2,566
2,333
US
NYM NYISO G
04/11
6,160
5,600
US
NYM NYISO J
04/11
6,160
5,600
US
NYM NYISOZEOPK
04/11
46
42
US
NYM NYISOZEPK
04/11
847
770
US
NYM NYISOZNAOP
04/11
31
28
US
NYM NYISOZNAPK
04/11
385
350
US
NYM NYISOZNCOP
04/11
46
42
US
NYM NYISOZNCPK
04/11
616
560
US
NYM NYISOZNFOP
04/11
46
42
US
NYM NYISOZNFPK
04/11
539
490
US
NYM NYISOZNGOP
04/11
46
42
US
NYM NYISOZNGPK
04/11
924
840
US
NYM NYISOZNJOP
04/11
31
28
US
NYM NYISOZNJPK
04/11
924
840
US
NYM NYJ HB DLY
05/11
3,300
3,000
US
NYM NYJ/HO SWP
04/11
1,348
1,225
US
NYM NYJETFULSW
04/11
3,960
3,600
US
NYM NYRESFL1%
04/11
4,235
3,850
US
NYM NYRESFUELC
04/11
3,465
3,150
US
NYM NY0.7%FOSW
04/11
4,620
4,200
US
NYM NY1%FOCRBM
04/11
3,835
3,486
US
NYM NY1%GC3%BM
04/11
2,556
2,324
US
NYM NY2.2%FOSW
04/11
4,620
4,200
US
NYM NY2.2FOBOM
04/11
5,113
4,648
US
NYM NY3.0%FOSW
04/11
5,005
4,550
US
NYM NY3%FOBOM1
04/11
5,539
5,035
US
NYM ONEOKINDEX
04/11
847
770
US
NYM ONEOKNGSSW
05/11
1,155
1,050
US
NYM ONEOKOK NG
05/11
495
450
US
NYM ONTCALOPDY
05/11
220
200
US
NYM ONTCALOPK
04/11
23
21
US
NYM ONTCALPK
04/11
385
350
US
NYM ONTCALPKDY
05/11
8,800
8,000
US
NYM PANHANDLE
05/11
2,750
2,500
US
NYM PECO DA OP
04/11
31
28
US
NYM PECO DA PK
04/11
462
420
US
NYM PERMIAN BS
05/11
330
300
US
NYM PGE CTYGT
05/11
2,750
2,500
US
NYM PGE&E CTGT
05/11
440
400
US
NYM PGE&E MALN
05/11
440
400
US
NYM PJM AE OPD
04/11
31
28
US
NYM PJM AE PDA
04/11
462
420
US
NYM PJM APS PD
04/11
462
420
US
NYM PJM APSOPD
04/11
31
28
US
NYM PJM BGE PD
04/11
462
420
US
NYM PJM BGEOPD
04/11
31
28
US
NYM PJM DAILY
05/11
4,400
4,000
US
NYM PJM DPL PD
04/11
462
420
US
NYM PJM DPLOPD
04/11
31
28
US
NYM PJM DUQ OP
04/11
31
28
US
NYM PJM DUQ PK
04/11
308
280
US
NYM PJM DYT PD
04/11
462
420
US
NYM PJM DYTOPD
04/11
31
28
US
NYM PJM EH OPD
04/11
31
28
US
NYM PJM EH PDA
04/11
462
420
US
NYM PJM JCP PD
04/11
462
420
US
NYM PJM JPCOPD
04/11
31
28
US
NYM PJM MONTH
04/11
4,048
3,680
US
NYM PJM NI OPD
04/11
31
28
US
NYM PJM NIL PD
04/11
462
420
US
NYM PJM OFF
04/11
5,134
4,667
US
NYM PJM PEP PD
04/11
462
420
US
NYM PJM PEPOPD
04/11
31
28
US
NYM PJM PPL PD
04/11
462
420
US
NYM PJM PPLOPD
04/11
31
28
US
NYM PJM PSEGPD
04/11
462
420
US
NYM PJM PSEOPD
04/11
31
28
US
NYM PJM WH OPD
04/11
31
28
US
NYM PJM WH OPR
04/11
23
21
US
NYM PJM WH PDA
04/11
462
420
US
NYM PJM WHP RT
04/11
462
420
US
NYM PJM WHPKRT
04/11
4,620
4,200
US
NYM PJMADHUBOP
04/11
23
21
US
NYM PJMADHUBPK
04/11
616
560
US
NYM PJMCOMEDOP
04/11
31
28
US
NYM PJMCOMEDPK
04/11
462
420
US
NYM PJMMTDZNOP
04/11
31
28
US
NYM PJMMTDZNPK
04/11
462
420
US
NYM PJMNIHUBOP
04/11
23
21
US
NYM PJMNIHUBPK
04/11
462
420
US
NYM PLYMRCALSW
04/11
1,980
1,800
US
NYM PLYPNCALSW
04/11
2,475
2,250
US
NYM PME BIODSL
04/11
5,005
4,550
US
NYM PNHANBASIS
05/11
330
300
US
NYM POLYETHYLN
05/11
1,650
1,500
US
NYM POLYPROPLN
05/11
4,125
3,750
US
NYM PPECNG BOM
04/11
1,650
1,500
US
NYM PPECNG MTH
05/11
1,320
1,200
US
NYM PPENCG DAY
04/11
1,980
1,800
US
NYM PPN FE BOM
04/11
68,165
61,968
US
NYM PPN MT BLV
04/11
2,310
2,100
US
NYM PPNFEEUPPN
04/11
38,500
35,000
US
NYM PPNNLDHBOM
04/11
3,221
2,928
US
NYM PRB COAL
05/11
405
368
US
NYM PTCAVGBOM
04/11
3,326
3,024
US
NYM PTCAVGSWAP
04/11
1,491
1,355
US
NYM QUESTAR
05/11
990
900
US
NYM RBB CALNDR
04/11
3,506
2,597
US
NYM RBB CRACK
04/11
2,310
2,100
US
NYM RBB H/OIL
04/11
1,925
1,750
US
NYM RBB UPDOWN
04/11
1,540
1,400
US
NYM RBCRKBOMSW
04/11
3,451
3,137
US
NYM RBOB CAL
04/11
5,775
5,250
US
NYM RBOB FIN
05/11
7,763
5,750
US
NYM RBOB GAS
05/11
7,763
5,750
US
NYM RBOB SPRD
04/11
2,310
2,100
US
NYM RBOBBOMSWP
04/11
6,443
5,857
US
NYM RDAMFOBOM
04/11
35,016
31,833
US
NYM REBCO CRUD
04/11
6,600
6,000
US
NYM REBCO CSH
06/11
6,600
6,000
US
NYM RMEFOB SWP
04/11
3,850
3,500
US
NYM SAN JUAN
05/11
2,750
2,500
US
NYM SG MOGAS92
04/11
3,630
3,300
US
NYM SG MOGAS95
04/11
4,400
4,000
US
NYM SG MOGAS97
04/11
4,400
4,000
US
NYM SGGO.05BOM
05/11
6,600
6,000
US
NYM SGGO10BOM
05/11
6,600
6,000
US
NYM SHPCHBASIS
05/11
330
300
US
NYM SIN GO SWP
04/11
2,640
2,400
US
NYM SIN KGO SW
04/11
528
480
US
NYM SIN NAP SW
04/11
3,300
3,000
US
NYM SING E/WST
04/11
4,620
4,200
US
NYM SING FOIL
04/11
2,640
2,400
US
NYM SING 380FO
04/11
19,800
18,000
US
NYM SINGAPO180
04/11
16,500
15,000
US
NYM SME BIODSL
04/11
5,005
4,550
US
NYM SM95/SM92
04/11
8,800
8,000
US
NYM SNGGSOBOM
04/11
4,815
4,377
US
NYM SNGJETBOM
04/11
6,128
5,571
US
NYM SNGNPTBOM
04/11
6,128
5,571
US
NYM SNG380BOM
04/11
26,263
23,875
US
NYM SO STAR NG
05/11
330
300
US
NYM SOCAL PIPE
05/11
2,750
2,500
US
NYM SOCALBASIS
05/11
330
300
US
NYM SOCALCTYGT
05/11
165
150
US
NYM SONAT SWP
05/11
110
100
US
NYM SONATLAIDX
04/11
462
420
US
NYM SOSTARNGSW
05/11
935
850
US
NYM SOZN DAYPK
05/11
660,000
600,000
US
NYM SOZN MTHPK
04/11
19,250
17,500
US
NYM SOZNDAYOPK
05/11
41,250
37,500
US
NYM SOZNMTHOPK
04/11
1,155
1,050
US
NYM STCAVGBOM
04/11
2,218
2,016
US
NYM STCAVGSWAP
04/11
993
903
US
NYM STEEL
04/11
1,155
1,050
US
NYM STHCALDAOP
05/11
4,125
3,750
US
NYM STHCALDAPK
05/11
66,000
60,000
US
NYM STHCALRTOP
05/11
4,125
3,750
US
NYM STHCALRTPK
05/11
66,000
60,000
US
NYM STHKVDAOPK
04/11
116
105
US
NYM STHKVDAPK
04/11
1,925
1,750
US
NYM STHLDDAOP
04/11
116
105
US
NYM STHLDDAPK
04/11
1,925
1,750
US
NYM STHLDRTOP
04/11
116
105
US
NYM STHLDRTPK
04/11
1,925
1,750
US
NYM STH345DYOP
05/11
4,125
3,750
US
NYM STH345DYPK
05/11
66,000
60,000
US
NYM SUGAR 11
05/11
5,775
5,250
US
NYM SUMAS
05/11
660
600
US
NYM TCO BASIS
05/11
110
100
US
NYM TCOZN2INDX
05/11
1,650
1,500
US
NYM TCOZN4INDX
04/11
1,155
1,050
US
NYM TCOZN4NGSW
05/11
1,540
1,400
US
NYM TC1RASYOKO
04/11
990
900
US
NYM TC2ROTUSAC
04/11
1,650
1,500
US
NYM TC4 BOM SW
04/11
2,130
1,936
US
NYM TC4SINGJPN
04/11
1,320
1,200
US
NYM TC5RASYOKO
04/11
1,980
1,800
US
NYM TD3MEGJPN
04/11
1,320
1,200
US
NYM TD5WAFUSAC
04/11
990
900
US
NYM TD7NSEACNT
04/11
462
420
US
NYM TD9 FWD
04/11
271
271
US
NYM TD9CARUSG
04/11
578
525
US
NYM TETCO E LA
05/11
110
100
US
NYM TETCO S TX
05/11
220
200
US
NYM TN ZONE 0
05/11
165
150
US
NYM TN 500 LEG
05/11
138
125
US
NYM TN 800LEG
05/11
110
100
US
NYM TN800INDEX
04/11
847
770
US
NYM TRANSCO Z3
05/11
110
100
US
NYM TRANSCO 6
05/11
2,750
2,500
US
NYM TRANSCOZN1
05/11
110
100
US
NYM TRANSCOZN2
05/11
165
150
US
NYM TRAZ6BASIS
05/11
2,200
2,000
US
NYM TRNC04 SWP
05/11
165
150
US
NYM TRUNKLN LA
05/11
165
150
US
NYM TX EAST M3
05/11
1,650
1,500
US
NYM TX EWLA NG
05/11
110
100
US
NYM TX GAS SL
05/11
165
150
US
NYM TX GAS ZN1
05/11
110
100
US
NYM TXEWLAINDX
05/11
1,100
1,000
US
NYM TXEWLANGSW
05/11
1,210
1,100
US
NYM TXZNSLNGSW
05/11
1,210
1,100
US
NYM ULCIFNWSWP
04/11
59,821
54,383
US
NYM ULG BALMO
04/11
59,644
54,222
US
NYM ULGAS MINY
05/11
3,881
2,875
US
NYM ULGAS/RBOB
04/11
3,850
3,500
US
NYM ULGRDAMSWP
04/11
39,600
36,000
US
NYM ULSD GCJET
04/11
462
420
US
NYM ULSD/HTOIL
04/11
1,925
1,750
US
NYM ULSDNYMHO
04/11
1,155
1,050
US
NYM ULSDUDBMSW
04/11
1,381
1,255
US
NYM ULSDUPDWN
04/11
578
525
US
NYM UL10BOMSW
04/11
36,813
33,466
US
NYM UL10CGOSWP
04/11
38,500
35,000
US
NYM UL10CIFSWP
04/11
38,500
35,000
US
NYM UL10FOBSWP
04/11
30,800
28,000
US
NYM UL10MEDSW
04/11
64,423
58,566
US
NYM UL87M2CRCK
04/11
2,640
2,400
US
NYM UL87M2RBOB
04/11
1,650
1,500
US
NYM UL87M2SWAP
04/11
3,465
3,150
US
NYM U308 SWAP
04/11
1,650
1,500
US
NYM VENTURA IX
04/11
1,078
980
US
NYM VENTURA SS
05/11
1,650
1,500
US
NYM WAHA INDEX
05/11
1,870
1,700
US
NYM WAHA SWAP
05/11
358
325
US
NYM WAHA SWING
05/11
1,870
1,700
US
NYM WESTKVDAOP
04/11
116
105
US
NYM WESTKVDAPK
04/11
1,925
1,750
US
NYM WESTLDDAPK
04/11
1,925
1,750
US
NYM WEZN DAYPK
05/11
660,000
600,000
US
NYM WEZN MTHPK
04/11
19,250
17,500
US
NYM WEZNDAYOPK
05/11
41,250
37,500
US
NYM WEZNMTHOPK
04/11
1,155
1,050
US
NYM WSTCALDAOP
05/11
4,125
3,750
US
NYM WSTCALDAPK
05/11
66,000
60,000
US
NYM WSTCALRTOP
05/11
4,125
3,750
US
NYM WSTCALRTPK
05/11
66,000
60,000
US
NYM WSTLDRTPK
04/11
1,925
1,750
US
NYM WSTNLDDAOP
04/11
116
105
US
NYM WSTNLDRTOP
04/11
116
105
US
NYM WST345DYOP
05/11
4,125
3,750
US
NYM WST345DYPK
05/11
66,000
60,000
US
NYM WTI BALMO
04/11
5,062
4,602
US
NYM WTI FIN
05/11
6,750
5,000
US
NYM WTI 1M DMY
05/11
1,250
1,250
US
NYM WTI 2M DMY
05/11
1,250
1,250
US
NYM WTI 3M DMY
05/11
1,250
1,250
US
NYM WTI 6M DMY
06/11
1,250
1,250
US
NYM WTIBRENTCL
04/11
1,518
1,380
US
NYM WTICAL
04/11
3,048
2,258
US
NYM WTIFRMLCAL
04/11
4,620
4,200
US
NYM WTITRMTHSW
05/11
3,429
3,117
US
NYM WTI12M DMY
05/11
1,250
1,250
US
NYM WTSAGWTCA
04/11
1,309
1,190
US
NYM WTSAGWTMT
05/11
1,246
1,133
US
NYM WTSARGCAL
04/11
4,235
3,850
US
NYM WTSARGMTH
05/11
3,429
3,117
US
NYM 1.0NWE OIL
04/11
3,658
3,325
US
NYM 1%FOCRGNWE
04/11
19,908
18,098
US
NYM 1%FOMEDSWP
04/11
23,100
21,000
US
NYM 1%FONWESWP
04/11
30,800
28,000
US
NYM 1%FORDM/NW
04/11
4,620
4,200
US
NYM 1%MED/NWE
04/11
8,800
8,000
US
NYM 3.5%FOBMSW
04/11
36,813
33,466
US
NYM 3.5%FOMDSW
04/11
19,800
18,000
US
NYM 3.5%FORDAM
04/11
8,382
7,620
US
NYM 3.5%RDM DY
05/11
44,000
40,000
US
NYM 3.5%RDMMED
04/11
5,062
4,602
US
NYM 3.5NWE OIL
04/11
1,320
1,200
US
PANHANDLE INDX
05/11
1,760
1,600
US
PANHANDLE SWNG
05/11
1,540
1,400
US
PG&E CTGTE IDX
04/11
693
630
US
PG&E CTGTE SWG
05/11
1,430
1,300
US
PJM CAL DUMMY
01/12
79,200
72,000
US
PJM DOM5DAOPMT
04/11
23
21
US
PJM DOM5DAPKMT
04/11
462
420
US
ROCKIES INDEX
04/11
1,155
1,050
US
SAN JUAN INDEX
04/11
1,925
1,750
US
SAN JUAN SWING
05/11
1,650
1,500
US
SG MOGAS95 BOM
04/11
6,395
5,814
US
SG MOGAS97 BOM
04/11
6,395
5,814
US
SING 380FO PHY
05/11
4,400
4,000
US
SO CAL INDEX
04/11
770
700
US
SOCALSWNG
05/11
1,650
1,500
US
STANFLD NG SWG
05/11
1,650
1,500
US
SUMAS INDEX
04/11
963
875
US
SUMAS SWING
05/11
1,650
1,500
US
TCO NG IDX SWP
05/11
1,100
1,000
US
TCO NG SWING
05/11
1,870
1,700
US
TCO Z3 NG INDX
04/11
924
840
US
TD10CARUS
04/11
578
525
US
TETCO M-3 IDX
05/11
11,000
10,000
US
TETCO STX NG
04/11
539
490
US
TETCO STX NG
05/11
1,650
1,500
US
TEXAS M3 INDEX
05/11
11,000
10,000
US
TN Z0 NG INDX
04/11
963
875
US
TN Z0 NG SWING
05/11
1,540
1,400
US
TN 500 LEG NG
05/11
1,980
1,800
US
TN 500 NG INDX
04/11
1,155
1,050
US
TRAN Z3 NG SWG
05/11
1,430
1,300
US
TRANSCO Z6 IDX
05/11
11,000
10,000
US
TRANSCO Z6 SWG
05/11
11,000
10,000
US
UD GC ULSD HO
04/11
385
350
US
KANSAS CITY BOARD OF TRADE
KC WHEAT
05/11
3,125
2,500
US
TORONTO FUTURES EXCHANGE
CDN BNK ACCEP
04/11
309
309
CD
CDN GOVT BOND
06/11
0
0
CD
ME CO2E PHYS
06/11
100
100
CD
ME GOLD INDEX
06/11
5,427
5,427
CD
ME HVY CRD DIF
04/11
2,993
2,993
US
ME MINI SP/TSX
06/11
2,594
2,594
CD
ME S&P CAN 60
06/11
6,044
6,044
CD
ME 30Y CDN BND
06/11
3,130
3,130
CD
NEW YORK COTTON EXCHANGE
NYC COTTON
05/11
9,800
7,000
US
NYC USD IDX
06/11
1,197
900
US
NYCE FCOJ-A
05/11
1,470
1,050
US
INTERNATIONAL MONETARY MARKET
BRAZ REAL
05/11
4,200
3,000
US
EMINI S&P 500
06/11
5,625
4,500
US
IMM AUD/EURO
06/11
5,400
4,000
AD
IMM AUST DLR
06/11
2,835
2,100
US
IMM AVG CIN 3
04/11
200
200
US
IMM B-POUNDS
06/11
2,025
1,500
US
IMM CAD/AUD
06/11
4,725
3,500
CD
IMM CAD/EURO
06/11
4,388
3,250
CD
IMM CAD/JPY
06/11
877,500
650,000
JY
IMM CANADIAN $
06/11
2,430
1,800
US
IMM CAT AMS
04/11
409
303
EU
IMM CAT BCLNA
04/11
385
285
US
IMM CAT BERLN
04/11
402
298
EU
IMM CAT ESSEN
04/11
290
215
EU
IMM CAT LDN
04/11
433
321
BP
IMM CAT MADRD
04/11
340
252
US
IMM CAT PARIS
04/11
466
345
EU
IMM CAT ROME
04/11
374
277
US
IMM CAT STKLM
04/11
284
210
EU
IMM CDD BLT
04/11
42
31
US
IMM CDD BOSTN
04/11
11
8
US
IMM CDD DET
04/11
32
24
US
IMM CDD HOU
04/11
239
177
US
IMM CDD KC
04/11
70
52
US
IMM CDD MINN
04/11
28
21
US
IMM CDD SLC
04/11
9
7
US
IMM CDDAMSAPR
07/11
0
0
BP
IMM CDDAMSAUG
09/11
0
0
BP
IMM CDDAMSJUL
08/11
0
0
BP
IMM CDDAMSJUN
07/11
0
0
BP
IMM CDDAMSMAY
06/11
793
793
BP
IMM CDDAMSSEP
10/11
0
0
BP
IMM CDDATLAPR
08/11
0
0
US
IMM CDDATLAUG
10/11
0
0
US
IMM CDDATLJUL
08/11
0
0
US
IMM CDDATLJUN
08/11
0
0
US
IMM CDDATLMAY
06/11
1,695
1,695
US
IMM CDDATLSEP
10/11
0
0
US
IMM CDDBALAPR
08/11
0
0
US
IMM CDDBALAUG
09/11
0
0
US
IMM CDDBALJUL
08/11
0
0
US
IMM CDDBALJUN
08/11
0
0
US
IMM CDDBALMAY
06/11
1,150
1,150
US
IMM CDDBALSEP
10/11
0
0
US
IMM CDDBARAPR
07/11
0
0
BP
IMM CDDBARAUG
09/11
0
0
BP
IMM CDDBARJUL
08/11
0
0
BP
IMM CDDBARJUN
07/11
0
0
BP
IMM CDDBARMAY
06/11
820
820
BP
IMM CDDBARSEP
10/11
0
0
BP
IMM CDDBERAPR
07/11
0
0
BP
IMM CDDBERAUG
09/11
0
0
BP
IMM CDDBERJUL
08/11
0
0
BP
IMM CDDBERJUN
07/11
0
0
BP
IMM CDDBERMAY
06/11
858
858
BP
IMM CDDBERSEP
10/11
0
0
BP
IMM CDDBOSAPR
08/11
0
0
US
IMM CDDBOSAUG
09/11
0
0
US
IMM CDDBOSJUL
08/11
0
0
US
IMM CDDBOSJUN
08/11
0
0
US
IMM CDDBOSMAY
06/11
1,022
1,022
US
IMM CDDBOSSEP
10/11
0
0
US
IMM CDDCHIAPR
08/11
0
0
US
IMM CDDCHIAUG
09/11
0
0
US
IMM CDDCHIJUL
08/11
0
0
US
IMM CDDCHIJUN
08/11
0
0
US
IMM CDDCHIMAY
06/11
1,268
1,268
US
IMM CDDCHISEP
10/11
0
0
US
IMM CDDCINAPR
08/11
0
0
US
IMM CDDCINAUG
09/11
0
0
US
IMM CDDCINJUL
08/11
0
0
US
IMM CDDCINJUN
08/11
0
0
US
IMM CDDCINMAY
06/11
1,206
1,206
US
IMM CDDCINSEP
10/11
0
0
US
IMM CDDDALAPR
08/11
0
0
US
IMM CDDDALAUG
09/11
0
0
US
IMM CDDDALJUL
08/11
0
0
US
IMM CDDDALJUN
08/11
0
0
US
IMM CDDDALMAY
06/11
1,638
1,638
US
IMM CDDDALSEP
10/11
0
0
US
IMM CDDDEMAPR
08/11
0
0
US
IMM CDDDEMAUG
09/11
0
0
US
IMM CDDDEMJUL
08/11
0
0
US
IMM CDDDEMJUN
08/11
0
0
US
IMM CDDDEMMAY
06/11
1,524
1,524
US
IMM CDDDEMSEP
10/11
0
0
US
IMM CDDDETAPR
08/11
0
0
US
IMM CDDDETAUG
09/11
0
0
US
IMM CDDDETJUL
08/11
0
0
US
IMM CDDDETJUN
08/11
0
0
US
IMM CDDDETMAY
06/11
1,157
1,157
US
IMM CDDDETSEP
10/11
0
0
US
IMM CDDESSAPR
07/11
0
0
BP
IMM CDDESSAUG
09/11
0
0
BP
IMM CDDESSJUL
08/11
0
0
BP
IMM CDDESSJUN
07/11
0
0
BP
IMM CDDESSMAY
06/11
757
757
BP
IMM CDDESSSEP
10/11
0
0
BP
IMM CDDHOUAPR
08/11
0
0
US
IMM CDDHOUAUG
09/11
0
0
US
IMM CDDHOUJUL
08/11
0
0
US
IMM CDDHOUJUN
08/11
0
0
US
IMM CDDHOUMAY
06/11
1,306
1,306
US
IMM CDDHOUSEP
10/11
0
0
US
IMM CDDKANAPR
08/11
0
0
US
IMM CDDKANAUG
09/11
0
0
US
IMM CDDKANJUL
08/11
0
0
US
IMM CDDKANJUN
08/11
0
0
US
IMM CDDKANMAY
06/11
1,557
1,557
US
IMM CDDKANSEP
10/11
0
0
US
IMM CDDLONAPR
07/11
0
0
BP
IMM CDDLONAUG
09/11
0
0
BP
IMM CDDLONJUL
08/11
0
0
BP
IMM CDDLONJUN
07/11
0
0
BP
IMM CDDLONSEP
10/11
0
0
BP
IMM CDDLTROCK
04/11
122
90
US
IMM CDDLVGAPR
08/11
0
0
US
IMM CDDLVGAUG
09/11
0
0
US
IMM CDDLVGJUL
08/11
0
0
US
IMM CDDLVGJUN
08/11
0
0
US
IMM CDDLVGMAY
06/11
1,548
1,548
US
IMM CDDLVGSEP
10/11
0
0
US
IMM CDDMADAPR
07/11
0
0
BP
IMM CDDMADAUG
09/11
0
0
BP
IMM CDDMADJUL
08/11
0
0
BP
IMM CDDMADJUN
07/11
0
0
BP
IMM CDDMADMAY
06/11
677
677
BP
IMM CDDMADSEP
10/11
0
0
BP
IMM CDDMINAPR
08/11
0
0
US
IMM CDDMINAUG
09/11
0
0
US
IMM CDDMINJUL
08/11
0
0
US
IMM CDDMINJUN
08/11
0
0
US
IMM CDDMINMAY
06/11
1,427
1,427
US
IMM CDDMINSEP
10/11
0
0
US
IMM CDDNEWAPR
08/11
0
0
US
IMM CDDNEWAUG
09/11
0
0
US
IMM CDDNEWJUL
08/11
0
0
US
IMM CDDNEWJUN
08/11
0
0
US
IMM CDDNEWMAY
06/11
1,295
1,295
US
IMM CDDNEWSEP
10/11
0
0
US
IMM CDDPARAPR
07/11
0
0
BP
IMM CDDPARAUG
09/11
0
0
BP
IMM CDDPARJUL
08/11
0
0
BP
IMM CDDPARJUN
07/11
0
0
BP
IMM CDDPARMAY
06/11
826
826
BP
IMM CDDPARSEP
10/11
0
0
BP
IMM CDDPHIAPR
08/11
0
0
US
IMM CDDPHIAUG
09/11
0
0
US
IMM CDDPHIJUL
08/11
0
0
US
IMM CDDPHIJUN
08/11
0
0
US
IMM CDDPHIMAY
06/11
1,531
1,531
US
IMM CDDPHISEP
10/11
0
0
US
IMM CDDPORAPR
08/11
0
0
US
IMM CDDPORAUG
09/11
0
0
US
IMM CDDPORJUL
08/11
0
0
US
IMM CDDPORJUN
08/11
0
0
US
IMM CDDPORMAY
06/11
927
927
US
IMM CDDPORSEP
10/11
0
0
US
IMM CDDROMAPR
07/11
0
0
BP
IMM CDDROMAUG
09/11
0
0
BP
IMM CDDROMJUL
08/11
0
0
BP
IMM CDDROMJUN
07/11
0
0
BP
IMM CDDROMMAY
06/11
905
905
BP
IMM CDDROMSEP
10/11
0
0
BP
IMM CDDSACAPR
08/11
0
0
US
IMM CDDSACAUG
09/11
0
0
US
IMM CDDSACJUL
08/11
0
0
US
IMM CDDSACJUN
08/11
0
0
US
IMM CDDSACMAY
06/11
1,264
1,264
US
IMM CDDSACSEP
10/11
0
0
US
IMM CDDSLCAPR
08/11
0
0
US
IMM CDDSLCAUG
09/11
0
0
US
IMM CDDSLCJUL
08/11
0
0
US
IMM CDDSLCJUN
08/11
0
0
US
IMM CDDSLCMAY
06/11
1,163
1,163
US
IMM CDDSLCSEP
10/11
0
0
US
IMM CDDSTKAPR
07/11
0
0
BP
IMM CDDSTKAUG
09/11
0
0
BP
IMM CDDSTKJUL
08/11
0
0
BP
IMM CDDSTKJUN
07/11
0
0
BP
IMM CDDSTKMAY
06/11
1,226
1,226
BP
IMM CDDSTKSEP
10/11
0
0
BP
IMM CDDTUCAPR
08/11
0
0
US
IMM CDDTUCAUG
09/11
0
0
US
IMM CDDTUCJUL
08/11
0
0
US
IMM CDDTUCJUN
08/11
0
0
US
IMM CDDTUCMAY
06/11
1,435
1,435
US
IMM CDDTUCSEP
10/11
0
0
US
IMM CSI BOSTN
05/11
1,688
1,250
US
IMM CSI CHCGO
05/11
1,013
750
US
IMM CSI COMP
05/11
1,350
1,000
US
IMM CSI DENVR
05/11
1,013
750
US
IMM CSI L.A.
05/11
2,025
1,500
US
IMM CSI MIAMI
05/11
2,025
1,500
US
IMM CSI NYCOM
05/11
1,688
1,250
US
IMM CSI SFNCO
05/11
2,025
1,500
US
IMM CSI SNDGO
05/11
2,025
1,500
US
IMM CSI VEGAS
05/11
2,025
1,500
US
IMM CSI WSHDC
05/11
2,025
1,500
US
IMM CZK
06/11
8,775
6,500
US
IMM E-MSCI EM
06/11
9,375
7,500
US
IMM ED MIN5BUN
06/11
0
0
US
IMM EMINI EUR
06/11
2,025
1,500
US
IMM EMINI MDCP
06/11
7,500
6,000
US
IMM EMINI NSDQ
06/11
3,500
2,800
US
IMM EMINI YEN
06/11
3,038
2,250
US
IMM EURO DLR
04/11
878
650
US
IMM EURO FX
06/11
4,050
3,000
US
IMM EURO FX/BP
06/11
2,025
1,500
BP
IMM EURO FX/JY
06/11
810,000
600,000
JY
IMM EURO FX/SF
06/11
4,050
3,000
SF
IMM EURO/CZK
06/11
4,050
3,000
EU
IMM EURO/HUF
06/11
4,050
3,000
EU
IMM EURO/PLN
06/11
5,400
4,000
EU
IMM EUROYEN
06/11
12,150
9,000
JY
IMM GBP/CHF
06/11
6,075
4,500
SF
IMM GBP/JPY
06/11
877,500
650,000
JY
IMM HDD AMS
04/11
359
266
EU
IMM HDD BCLNA
04/11
146
108
US
IMM HDD BERLN
04/11
327
242
EU
IMM HDD BLT
04/11
473
350
US
IMM HDD BOSTN
04/11
765
567
US
IMM HDD DET
04/11
822
609
US
IMM HDD ESSEN
04/11
317
235
EU
IMM HDD HOU
04/11
68
50
US
IMM HDD KC
04/11
413
306
US
IMM HDD LON
04/11
212
157
BP
IMM HDD MADRD
04/11
340
252
US
IMM HDD MINN
04/11
567
420
US
IMM HDD PRS
04/11
189
140
EU
IMM HDD ROME
04/11
162
120
US
IMM HDD SAC
04/11
355
263
US
IMM HDD SLC
04/11
642
642
US
IMM HDD STKLM
04/11
402
298
BP
IMM HDDAMSDEC
04/11
1,254
1,254
BP
IMM HDDAMSFEB
04/11
518
518
BP
IMM HDDAMSJAN
04/11
836
836
BP
IMM HDDAMSNOV
04/11
1,511
1,511
BP
IMM HDDAMSOCT
04/11
1,669
1,669
BP
IMM HDDATLDEC
04/11
2,275
2,275
US
IMM HDDATLFEB
04/11
709
709
US
IMM HDDATLJAN
04/11
1,168
1,168
US
IMM HDDATLNOV
04/11
2,581
2,581
US
IMM HDDATLOCT
04/11
2,644
2,644
US
IMM HDDBALDEC
04/11
1,736
1,736
US
IMM HDDBALFEB
04/11
692
692
US
IMM HDDBALJAN
04/11
910
910
US
IMM HDDBALNOV
04/11
2,003
2,003
US
IMM HDDBALOCT
04/11
2,127
2,127
US
IMM HDDBARDEC
04/11
652
652
BP
IMM HDDBARFEB
04/11
272
272
BP
IMM HDDBARJAN
04/11
468
468
BP
IMM HDDBARNOV
04/11
771
771
BP
IMM HDDBAROCT
04/11
805
805
BP
IMM HDDBERDEC
04/11
1,416
1,416
BP
IMM HDDBERFEB
04/11
600
600
BP
IMM HDDBERJAN
04/11
942
942
BP
IMM HDDBERNOV
04/11
1,675
1,675
BP
IMM HDDBEROCT
04/11
1,873
1,873
BP
IMM HDDBOSDEC
04/11
1,418
1,418
US
IMM HDDBOSFEB
04/11
639
639
US
IMM HDDBOSJAN
04/11
766
766
US
IMM HDDBOSNOV
04/11
1,636
1,636
US
IMM HDDBOSOCT
04/11
1,746
1,746
US
IMM HDDCHIDEC
04/11
2,616
2,616
US
IMM HDDCHIFEB
04/11
1,108
1,108
US
IMM HDDCHIJAN
04/11
1,380
1,380
US
IMM HDDCHIMAR
04/11
758
758
US
IMM HDDCHINOV
04/11
3,011
3,011
US
IMM HDDCHIOCT
04/11
3,175
3,175
US
IMM HDDCINDEC
04/11
2,607
2,607
US
IMM HDDCINFEB
04/11
977
977
US
IMM HDDCINJAN
04/11
1,361
1,361
US
IMM HDDCINNOV
04/11
3,024
3,024
US
IMM HDDCINOCT
04/11
3,188
3,188
US
IMM HDDDALDEC
04/11
1,824
1,824
US
IMM HDDDALFEB
04/11
646
646
US
IMM HDDDALJAN
04/11
1,150
1,150
US
IMM HDDDALNOV
04/11
2,063
2,063
US
IMM HDDDALOCT
04/11
2,090
2,090
US
IMM HDDDEMDEC
04/11
3,218
3,218
US
IMM HDDDEMFEB
04/11
1,309
1,309
US
IMM HDDDEMJAN
04/11
1,760
1,760
US
IMM HDDDEMNOV
04/11
3,724
3,724
US
IMM HDDDEMOCT
04/11
3,899
3,899
US
IMM HDDDETDEC
04/11
3,139
3,139
US
IMM HDDDETFEB
04/11
1,399
1,399
US
IMM HDDDETJAN
04/11
1,677
1,677
US
IMM HDDDETNOV
04/11
3,608
3,608
US
IMM HDDDETOCT
04/11
3,823
3,823
US
IMM HDDESSDEC
04/11
1,250
1,250
BP
IMM HDDESSFEB
04/11
500
500
BP
IMM HDDESSJAN
04/11
821
821
BP
IMM HDDESSNOV
04/11
1,498
1,498
BP
IMM HDDESSOCT
04/11
1,667
1,667
BP
IMM HDDHOUDEC
04/11
1,156
1,156
US
IMM HDDHOUFEB
04/11
409
409
US
IMM HDDHOUJAN
04/11
761
761
US
IMM HDDHOUNOV
04/11
1,318
1,318
US
IMM HDDHOUOCT
04/11
1,326
1,326
US
IMM HDDKANDEC
04/11
2,610
2,610
US
IMM HDDKANFEB
04/11
1,065
1,065
US
IMM HDDKANJAN
04/11
1,474
1,474
US
IMM HDDKANNOV
04/11
3,001
3,001
US
IMM HDDKANOCT
04/11
3,135
3,135
US
IMM HDDLONDEC
04/11
945
945
BP
IMM HDDLONFEB
04/11
374
374
BP
IMM HDDLONJAN
04/11
622
622
BP
IMM HDDLONNOV
04/11
1,159
1,159
BP
IMM HDDLONOCT
04/11
1,279
1,279
BP
IMM HDDLVGDEC
04/11
1,342
1,342
US
IMM HDDLVGFEB
04/11
516
516
US
IMM HDDLVGJAN
04/11
814
814
US
IMM HDDLVGNOV
04/11
1,605
1,605
US
IMM HDDLVGOCT
04/11
1,630
1,630
US
IMM HDDMADDEC
04/11
842
842
BP
IMM HDDMADFEB
04/11
355
355
BP
IMM HDDMADJAN
04/11
597
597
BP
IMM HDDMADNOV
04/11
1,031
1,031
BP
IMM HDDMADOCT
04/11
1,117
1,117
BP
IMM HDDMINDEC
04/11
3,218
3,218
US
IMM HDDMINFEB
04/11
1,391
1,391
US
IMM HDDMINJAN
04/11
1,705
1,705
US
IMM HDDMINNOV
04/11
3,735
3,735
US
IMM HDDMINOCT
04/11
3,942
3,942
US
IMM HDDNEWDEC
04/11
1,528
1,528
US
IMM HDDNEWFEB
04/11
667
667
US
IMM HDDNEWJAN
04/11
804
804
US
IMM HDDNEWNOV
04/11
1,733
1,733
US
IMM HDDNEWOCT
04/11
1,808
1,808
US
IMM HDDPARDEC
04/11
1,035
1,035
BP
IMM HDDPARFEB
04/11
402
402
BP
IMM HDDPARJAN
04/11
677
677
BP
IMM HDDPARNOV
04/11
1,254
1,254
BP
IMM HDDPAROCT
04/11
1,385
1,385
BP
IMM HDDPHIDEC
04/11
1,767
1,767
US
IMM HDDPHIFEB
04/11
712
712
US
IMM HDDPHIJAN
04/11
943
943
US
IMM HDDPHINOV
04/11
2,019
2,019
US
IMM HDDPHIOCT
04/11
2,120
2,120
US
IMM HDDPORDEC
04/11
1,456
1,456
US
IMM HDDPORFEB
04/11
690
690
US
IMM HDDPORJAN
04/11
764
764
US
IMM HDDPORNOV
04/11
1,781
1,781
US
IMM HDDPOROCT
04/11
1,947
1,947
US
IMM HDDROMDEC
04/11
663
663
BP
IMM HDDROMFEB
04/11
300
300
BP
IMM HDDROMJAN
04/11
485
485
BP
IMM HDDROMNOV
04/11
750
750
BP
IMM HDDROMOCT
04/11
784
784
BP
IMM HDDSACDEC
04/11
1,207
1,207
US
IMM HDDSACFEB
04/11
534
534
US
IMM HDDSACJAN
04/11
675
675
US
IMM HDDSACNOV
04/11
1,450
1,450
US
IMM HDDSACOCT
04/11
1,506
1,506
US
IMM HDDSTKDEC
04/11
1,557
1,557
BP
IMM HDDSTKFEB
04/11
708
708
BP
IMM HDDSTKJAN
04/11
1,092
1,092
BP
IMM HDDSTKNOV
04/11
1,883
1,883
BP
IMM HDDSTKOCT
04/11
2,105
2,105
BP
IMM HDDTUCDEC
04/11
1,112
1,112
US
IMM HDDTUCFEB
04/11
439
439
US
IMM HDDTUCJAN
04/11
783
783
US
IMM HDDTUCNOV
04/11
1,349
1,349
US
IMM HDDTUCOCT
04/11
1,358
1,358
US
IMM HUF
06/11
7,425
5,500
US
IMM JPY/AUD
06/11
1,012,500
750,000
JY
IMM JPY/CHF
06/11
945,000
700,000
JY
IMM JYEN
06/11
6,075
4,500
US
IMM MAT OSAKA
04/11
25,542
18,920
JY
IMM MAT TOKYO
04/11
25,367
18,790
JY
IMM MEX PESO
04/11
2,188
1,750
US
IMM MIN EURDLR
04/11
878
650
US
IMM MIN NDQBIO
06/11
3,750
3,000
US
IMM MINI MSCI
06/11
10,000
8,000
US
IMM MINI SP600
06/11
3,250
2,600
US
IMM MINICHNA25
06/11
13,750
11,000
US
IMM NASDAQ CMP
06/11
4,000
3,200
US
IMM NASDQ 100
06/11
17,500
14,000
US
IMM NIKKEI
06/11
6,250
5,000
US
IMM NOK/EURO
06/11
31,050
23,000
NK
IMM NZD/AUD
06/11
4,725
3,500
NZ
IMM OSLO CAT
04/11
275
204
BP
IMM OSLOSTAPR
07/11
0
0
BP
IMM OSLOSTAUG
09/11
0
0
BP
IMM OSLOSTJUL
08/11
0
0
BP
IMM OSLOSTJUN
07/11
0
0
BP
IMM OSLOSTMAY
06/11
746
746
BP
IMM OSLOSTSEP
10/11
0
0
BP
IMM PLN
06/11
8,775
6,500
US
IMM RNMBI/JPY
04/11
540,000
400,000
JY
IMM RNMBI/USD
04/11
1,080
800
US
IMM S&P SM600
06/11
16,250
13,000
US
IMM S&P 400
06/11
37,500
30,000
US
IMM S&P 500
06/11
28,125
22,500
US
IMM S&P500CVI
06/11
13,750
11,000
US
IMM SEK/EURO
06/11
33,750
25,000
SK
IMM SNOW BSTN
04/11
38
38
US
IMM SNOW NY
04/11
63
63
US
IMM SWISS FRC
06/11
3,375
2,500
US
IMM T-BILL 90D
04/11
405
300
US
IMM USD/NOK
06/11
16,200
12,000
US
IMM USD/SKR
06/11
13,500
10,000
US
IMM WON/USD
04/11
4,725
3,500
US
IMM 1M LIBOR
04/11
405
300
US
IMM 28D TIIE
04/11
1,337
990
MP
IMM 5M CAT AM
04/11
1,084
803
BP
IMM 5M CAT BC
04/11
2,342
1,735
US
IMM 5M CAT ES
04/11
933
691
US
IMM 5M CAT MD
04/11
729
540
US
IMM 5M CAT PA
04/11
1,119
829
BP
IMM 5M CAT RM
04/11
710
710
US
IMM 5M CAT ST
04/11
717
531
BP
IMM 5M CDD AT
04/11
113
84
US
IMM 5M CDD BL
04/11
284
210
US
IMM 5M CDD TU
04/11
219
162
US
IMM 5M HDD AM
04/11
9
7
BP
IMM 5M HDD AT
04/11
70
52
US
IMM 5M HDD BC
04/11
9
7
US
IMM 5M HDD DT
04/11
292
216
US
IMM 5M HDD ES
04/11
9
7
US
IMM 5M HDD HS
04/11
706
523
US
IMM 5M HDD KC
04/11
690
511
US
IMM 5M HDD MN
04/11
332
246
US
IMM 5M HDD RM
04/11
5
4
US
IMM 5M HDD SC
04/11
489
362
US
IMM 5M HDD SL
04/11
332
246
US
IMM 5M HDD ST
04/11
4
3
BP
IMM 5M HDD TU
04/11
173
128
US
MM EUZNE HICP
04/11
0
0
EU
NEW ZEALAND $
06/11
2,700
2,000
US
NIKKEI 225-YEN
05/11
625,000
500,000
JY
RUSSIAN RUBLE
06/11
5,250
3,500
US
S AFRCAN RAND
04/11
2,700
2,000
US
S&P/BAR GROW
06/11
14,375
11,500
US
5MM CDDLONMAY
06/11
881
881
BP
SINGAPORE MONETARY EXCHANGE
FTSE/XINH A50
04/11
438
350
US
JADE PALM OIL - spot
06/11
2,025
1,500
US
JADE PALM OIL
07/11
1,350
1,000
US
MSCI SING IDX
04/11
2,875
2,300
SD
SGX ALUMINIUM
04/11
660
550
US
SGX APEX 50
04/11
1,625
1,300
US
SGX BRNT DUBAI
04/11
675
500
US
SGX B1 SCFI
04/11
2,025
1,500
US
SGX B2 SCFI
04/11
2,025
1,500
US
SGX B3 SCFI
04/11
2,700
2,000
US
SGX B5 SCFI
04/11
4,725
3,500
US
SGX CAPETC CTC
04/11
3,105
2,300
US
SGX COPPER
04/11
2,760
2,300
US
SGX DUBAI SWP
04/11
2,126
1,575
US
SGX EURO STOXX
05/11
1,250
1,000
US
SGX FUEL 380
05/11
2,280
1,900
US
SGX FUEL180SWP
04/11
11,543
8,550
US
SGX FUEL380SWP
04/11
11,543
8,550
US
SGX FULL JGB
06/11
1,417,500
1,050,000
JY
SGX F3 BOM D19
04/11
900
750
US
SGX GASOIL SWP
04/11
2,309
1,710
US
SGX GLF-JP TD3
04/11
1,620
1,200
US
SGX HALF CTC
04/11
1,553
1,150
US
SGX HALF HTC
04/11
338
250
US
SGX HALF PTC
04/11
1,080
800
US
SGX HALF STC
04/11
810
600
US
SGX HANDY TC
04/11
675
500
US
SGX IRON ORE
04/11
6,345
4,700
US
SGX KEROSN SWP
04/11
2,309
1,710
US
SGX KR BOM D20 - spot
05/11
3,038
2,250
US
SGX KR BOM D20
06/11
2,430
1,800
US
SGX KR BOM D7
04/11
405
300
US
SGX ME-JP TC5
04/11
2,835
2,100
US
SGX MINI JGB
06/11
141,750
105,000
JY
SGX MINI180SWP
04/11
1,154
855
US
SGX MINI380SWP
04/11
1,154
855
US
SGX MSCI TAIWN
04/11
1,313
1,050
US
SGX NAPTHA SWP
04/11
5,400
4,000
US
SGX PMAXTC PTC
04/11
2,160
1,600
US
SGX SMAXTC STC
04/11
1,620
1,200
US
SGX SNG-JP TC4
04/11
1,080
800
US
SGX SP CNX NIF
04/11
531
425
US
SGX STI
04/11
875
700
SD
SGX USD NK225
06/11
4,750
3,800
US
SGX VISCO
04/11
1,755
1,300
US
SGZ BENZENE
04/11
33,750
25,000
US
SGZ MINI NK225
06/11
95,000
76,000
JY
SMX E-YEN LIBR
06/11
14,850
11,000
JY
SMX EURO-YEN
06/11
12,150
9,000
JY
SMX EURODLR
04/11
878
650
US
SMX HIMSCI
04/11
3,125
2,500
US
SMX NIKKEI
05/11
475,000
380,000
JY
SMX 3M SOR
04/11
945
700
SD
SQX 5Y SGS BND
06/11
675
500
SD
SYDNEY FUTURES EXCHANGE
SFE BROAD WOOL
04/11
760
760
AD
SFE FINE WOOL
04/11
3,010
3,010
AD
SFE GRSY WOOL
04/11
1,965
1,965
AD
SFE NSW BASE
06/11
3,300
3,300
AD
SFE NSW PEAK
06/11
2,400
2,400
AD
SFE QLD BASE
06/11
2,800
2,800
AD
SFE QLD PEAK
06/11
1,800
1,800
AD
SFE SA BASE
06/11
3,300
3,300
AD
SFE SA PEAK
06/11
2,500
2,500
AD
SFE SPI 200
04/11
6,000
6,000
AD
SFE VIC BASE
06/11
3,000
3,000
AD
SFE VIC PEAK
06/11
2,300
2,300
AD
SFE 10Y T-BOND
06/11
2,000
2,000
AD
SFE 10YR SWAP
06/11
2,130
2,130
AD
SFE 3Y T-BOND
06/11
955
955
AD
SFE 3YR SWAP
06/11
1,160
1,160
AD
SFE 30D IBR
04/11
455
455
AD
SYD TBILL 90D
06/11
730
730
AD
TOKYO FINANCIAL FUTURES EXCH
TFX EUROYEN
04/11
7,500
7,500
JY
DTB - EUREX
DAX MDCP RESID
05/11
0
0
EU
DTB DAX INDEX
06/11
7,700
7,700
EU
DTB DJSTOXX 50
06/11
2,190
2,190
EU
DTB EU STX 50
06/11
2,694
2,694
EU
DTB FIBOR
05/11
0
0
DM
DTB VOLAX
05/11
0
0
DM
DTB 1MO EURO
05/11
0
0
DM
EU NORD AFFIN
05/11
0
0
EU
EUR E-STX CHEM
06/11
1,495
1,495
EU
EUR E-STX CNST
06/11
1,419
1,419
EU
EUR E-STX CYCL
06/11
487
487
EU
EUR E-STX N CY
06/11
1,375
1,375
EU
EUR E-STX RETL
06/11
1,575
1,575
EU
EUREX SW BND
06/11
1,550
1,550
SF
EURO E-SCHATZ
06/11
250
250
EU
EURS MDAX
06/11
2,055
2,055
EU
EURX DAX EX
06/11
497
497
EU
EURX DJ STX 50
06/11
277
277
EU
EURX DJ TITANS
06/11
1,688
1,688
EU
EURX E-BUND
06/11
580
580
EU
EURX E-STX BNK
06/11
1,317
1,317
EU
EURX E-STX F&B
06/11
769
769
EU
EURX E-STX IND
06/11
1,905
1,905
EU
EURX EURO-BUXL
06/11
1,550
1,550
EU
EURX EUROBOBL
06/11
450
450
EU
EURX SMIM IDX
06/11
520
520
SF
EURX STX600BNK
06/11
1,321
1,321
EU
EURX STX600INS
06/11
811
811
EU
EURX STX600UTL
06/11
1,176
1,176
EU
EURX 1M EONIA
04/11
937
937
EU
EURX 1M EURIBR
04/11
62,457
62,457
EU
EURX 3M EURIBR
06/11
162
162
EU
EUX ADECCO
05/11
0
0
SF
EUX ALL PROPTY
03/12
4,215
4,215
BP
EUX AP-SAPG
05/11
0
0
EU
EUX ARKEMA
05/11
0
0
EU
EUX BALOISE
05/11
0
0
SF
EUX BUTTER
04/11
1,700
1,700
EU
EUX CER
12/11
720
720
EU
EUX CER F2CR
12/11
720
720
EU
EUX CLARIANT
05/11
0
0
SF
EUX DAX DIV
12/11
725
725
EU
EUX DIVDAX DIV
12/11
350
350
EU
EUX DJEU30 DIV
12/11
570
570
EU
EUX DOUGLAS H
05/11
0
0
EU
EUX DTSCHE BRS
05/11
0
0
EU
EUX E-STX B RS
06/11
1,825
1,825
EU
EUX E-STXDV30
06/11
1,481
1,481
EU
EUX ESTX50 FYR
12/11
120
120
EU
EUX EUA F2EA
12/11
960
960
EU
EUX EURO POTAT
04/11
425
425
EU
EUX EURO-BTP
06/11
1,860
1,860
EU
EUX GOLD FUT
04/11
10,764
10,764
US
EUX LONZA GRP
05/11
0
0
SF
EUX MINI VSTX
04/11
384
384
EU
EUX MSCI JAPAN
06/11
3,843
3,843
US
EUX PIGLETS
04/11
300
300
EU
EUX SENSEX
04/11
1,080
1,080
US
EUX SILVER
06/11
0
0
US
EUX SKIM MILK
04/11
1,035
1,035
EU
EUX SMI DIV
12/11
1,830
1,830
SF
EUX SWATCH
05/11
0
0
SF
EUX SWISS LIFE
05/11
0
0
SF
EUX SYNGENTA
05/11
0
0
SF
EUX SYNTHES
05/11
0
0
SF
P2 EU CARB
12/11
960
960
EU
P3 EU CARB
12/11
960
960
EU
SOF MARKET IDX
05/11
0
0
SF
STXX 600 CHEM
06/11
1,530
1,530
EU
STXX 600 CONST
06/11
1,327
1,327
EU
STXX 600 ENRGY
06/11
1,971
1,971
EU
STXX 600 MEDIA
06/11
835
835
EU
STXX 600 P&H
06/11
1,280
1,280
EU
STXX 600 RTAIL
06/11
842
842
EU
STXX 600 TRVL
06/11
344
344
EU
STXX 600AUTO
06/11
1,665
1,665
EU
STX600 BSC RES
06/11
2,815
2,815
EU
STX600 FD & BV
06/11
783
783
EU
STX600 FIN SRV
06/11
1,132
1,132
EU
STX600 IND G&S
06/11
1,483
1,483
EU
UEX BAYER
05/11
0
0
EU
CBOE FUTURES EXCHANGE (CFE)
CFE GOLD VIX
05/11
4,125
3,300
US
CFE MINI VIX
04/11
400
320
US
CFE VIX
04/11
4,000
3,200
US
3MTH VARIANCE
06/11
14,063
11,250
US
CHICAGO MERCANTILE EXCHANGE
ERIS IRSWP Z1
09/11
2,400
2,400
US
ERIS IRSWP Z2
09/11
2,400
2,400
US
ERIS IRSWP Z3
09/11
2,400
2,400
US
ERIS IRSWP Z4
09/11
2,400
2,400
US
ERIS IRSWP Z5
10/12
11,500
11,500
US
ERIS IRSWP Z6
10/12
11,500
11,500
US
ERIS ZA0001
02/13
26,100
26,100
US
ERIS ZA0002
02/13
26,100
26,100
US
ERIS ZB0001
03/14
35,300
35,300
US
ERIS ZB0002
03/14
35,300
35,300
US
ERIS ZC0001
02/18
36,000
36,000
US
ERIS ZC0002
02/18
36,000
36,000
US
IMM CDD BRSBN
04/11
122
122
AD
IMM CDD MELBN
04/11
138
138
AD
IMM CDD SYDNEY
04/11
60
60
AD
IMM CDDBRSDEC
04/11
935
935
AD
IMM CDDBRSFEB
04/11
472
472
AD
IMM CDDBRSJAN
04/11
723
723
AD
IMM CDDBRSNOV
04/11
1,094
1,094
AD
IMM CDDBRSOCT
04/11
1,163
1,163
AD
IMM CDDMELDEC
04/11
861
861
AD
IMM CDDMELFEB
04/11
359
359
AD
IMM CDDMELJAN
04/11
669
669
AD
IMM CDDMELNOV
04/11
996
996
AD
IMM CDDMELOCT
04/11
1,030
1,030
AD
IMM CDDSYDDEC
04/11
1,180
1,180
AD
IMM CDDSYDFEB
04/11
577
577
AD
IMM CDDSYDJAN
04/11
944
944
AD
IMM CDDSYDNOV
04/11
1,322
1,322
AD
IMM CDDSYDOCT
04/11
1,367
1,367
AD
IMM CHCATMAXDM
12/11
2
2
US
IMM DJ CME FX
06/11
1,750
1,750
US
IMM EMINICONDS
06/11
2,500
2,500
US
IMM EMINICONST
06/11
1,400
1,400
US
IMM EMINIENRGY
06/11
5,200
5,200
US
IMM EMINIFINCL
06/11
5,200
5,200
US
IMM EMINIHLTH
06/11
2,000
2,000
US
IMM EMINIMATRL
06/11
2,500
2,500
US
IMM EMININDUST
06/11
2,500
2,500
US
IMM EMINITECH1
06/11
1,400
1,400
US
IMM EMINIUTILS
06/11
2,000
2,000
US
IMM EU EMNI SP
06/11
4,950
4,950
EU
IMM EUR/TRY
06/11
7,500
7,500
TY
IMM EURUSD1MVL
05/11
3,000
3,000
US
IMM EURUSD3MVL
06/11
1,000
1,000
US
IMM EUSSNMAXDM
12/11
2
2
US
IMM FLGCSNMXBN
12/11
2,000
2,000
US
IMM FLGCSSNBIN
12/11
2
2
US
IMM FLGCSSNMAX
12/11
2
2
US
IMM FLSATLNATL
12/11
2
2
US
IMM FLSSNMAXDM
12/11
2
2
US
IMM G+FSSNMXBN
12/11
2
2
US
IMM GCSSNMAXDM
12/11
2
2
US
IMM HDD BRSBN
04/11
3
3
AD
IMM HDD MELBN
04/11
61
61
AD
IMM HDD SYDNY
04/11
25
25
AD
IMM HDDBRSAPR
07/11
0
0
AD
IMM HDDBRSAUG
09/11
0
0
AD
IMM HDDBRSJUL
08/11
0
0
AD
IMM HDDBRSJUN
07/11
0
0
AD
IMM HDDBRSMAY
06/11
679
679
AD
IMM HDDBRSSEP
10/11
0
0
AD
IMM HDDCOLORAD
04/11
382
382
US
IMM HDDMELAPR
07/11
0
0
AD
IMM HDDMELAUG
09/11
0
0
AD
IMM HDDMELJUL
08/11
0
0
AD
IMM HDDMELJUN
07/11
0
0
AD
IMM HDDMELMAY
06/11
975
975
AD
IMM HDDMELSEP
10/11
0
0
AD
IMM HDDSYDAPR
07/11
0
0
AD
IMM HDDSYDAUG
09/11
0
0
AD
IMM HDDSYDJUL
08/11
0
0
AD
IMM HDDSYDJUN
07/11
0
0
AD
IMM HDDSYDMAY
06/11
845
845
AD
IMM HDDSYDSEP
10/11
0
0
AD
IMM HDDWAREAG
04/11
287
287
US
IMM HDDWRNOV
04/11
3,530
3,530
US
IMM KANS RAIN
05/11
1,035
1,035
US
IMM KC K RAIN
06/11
5,153
5,153
US
IMM MA AUD/USD
06/11
210
210
US
IMM MCR S&PCNX
04/11
500
500
US
IMM MI EUR/USD
06/11
300
300
US
IMM MI GBP/USD
06/11
150
150
US
IMM MI USD/CAD
06/11
180
180
CD
IMM MI USD/CHF
06/11
150
150
SF
IMM MI USD/JPY
06/11
25,000
25,000
JY
IMM MIC CD/US
06/11
180
180
US
IMM MIC CH/US
06/11
250
250
US
IMM MIC JY/US
06/11
450
450
US
IMM MNI S&PCNX
04/11
2,500
2,500
US
IMM NACSNMAXDM
12/11
2
2
US
IMM SGIBTMINDX
06/11
3,500
3,500
US
IMM SGILNGSHT
06/11
3,500
3,500
US
IMM SGITOPINDX
06/11
4,000
4,000
US
IMM USD/TRY
06/11
10,000
10,000
TY
IMM 3M OIS
06/11
200
200
US
OTC GSCI CRUDE
04/11
5,000
5,000
US
OTC GSCI FWD
12/14
4,300
4,300
US
OTC GSCI GOLD
04/11
3,333
3,333
US
Margin Rates as of 3/28/2011

CBOTCMECOMEXCSCNYMEXKCBTNYCEIMMEUREX

Commodity
Mo/Yr
Initial
Maint
Currency
CHICAGO BOARD OF TRADE
BOT RGH RICE
05/11
2,025
1,500
US
CBOT BIG DOW
06/11
32,500
26,000
US
CBOT CORN
05/11
2,025
1,500
US
CBOT DJ-AIGCI
06/11
945
700
US
CBOT OATS
05/11
1,350
1,000
US
CBOT SOYBEANS
05/11
4,725
3,500
US
CBOT WHEAT
05/11
4,050
3,000
US
CBOT 5Y OTR NT
03/11
1,485
1,100
US
CBT BEAN CAL
04/11
566
419
US
CBT BEAN MEAL
05/11
2,700
2,000
US
CBT BEAN OIL
05/11
2,025
1,500
US
CBT CI ER 2MTH
03/11
1,215
900
US
CBT CI ER 3MTH
03/11
1,215
900
US
CBT CORN CAL
04/11
262
194
US
CBT DJ REALEST
06/11
2,813
2,250
US
CBT DJ UBS COM
03/11
1,215
900
US
CBT DRIED GRN
04/11
1,100
1,000
US
CBT ETHANL FW
03/11
327
242
US
CBT ETHANOL
04/11
6,750
5,000
US
CBT MINI CORN
05/11
405
300
US
CBT MINI DOW
06/11
6,500
5,200
US
CBT MINI ED
06/11
338
250
US
CBT MINI SYBN
05/11
945
700
US
CBT MINI WHEAT
05/11
810
600
US
CBT MN CORN SW
04/11
810
600
US
CBT NE CORN SW
04/11
878
650
US
CBT NE IA CORN
04/11
540
400
US
CBT NW IA CORN
04/11
675
500
US
CBT SD CORN SW
04/11
878
650
US
CBT SO IA CORN
04/11
810
600
US
CBT T-BONDS
06/11
3,713
2,750
US
CBT TNOTE 10Y
06/11
2,160
1,600
US
CBT TNOTE 2Y
06/11
1,080
800
US
CBT TNOTE 5Y
06/11
1,485
1,100
US
CBT UL T-BONDS
06/11
4,928
3,650
US
CBT WHEAT CAL
04/11
522
387
US
CBT 10YR SWAP
06/11
2,160
1,600
US
CBT 3Y T-NOTE
06/11
1,350
1,000
US
CBT 30D IN RT
03/11
53
39
US
CBT 30YR SWAP
06/11
4,388
3,250
US
CBT 5YR SWAP
06/11
1,283
950
US
CBT 7YR SWAP
06/11
1,890
1,400
US
DOW AVG INDEX
06/11
13,000
10,400
US
CHICAGO MERCANTILE EXCHANGE
CME CATTLE
04/11
1,620
1,200
US
CME CRUDE PALM
06/11
3,375
2,500
US
CME CSH BUTTR
03/11
1,620
1,200
US
CME CSH CHEESE
03/11
2,430
1,800
US
CME DRY WHEY
03/11
2,025
1,500
US
CME FDR CATTLE
03/11
2,025
1,500
US
CME GOLDMAN
04/11
7,500
5,000
US
CME HRDWD PULP
03/11
675
500
US
CME KRFT PULP
03/11
304
225
US
CME LEAN HOGS
04/11
1,688
1,250
US
CME PORK BEL
05/11
2,025
1,500
US
CME REV LUMBR
05/11
2,250
1,500
US
CME SKM MILK
03/11
2,160
1,600
US
COMMODITY EXCHANGE, INC.
CMX EMICR GOLD
04/11
675
500
US
CMX EMINI SILV
07/14
2,349
1,740
US
CMX GOLD
04/11
6,751
5,001
US
CMX GOLD FWD
03/11
6,751
5,001
US
CMX GOLD VIX
06/11
2,750
2,500
US
CMX HG COPPER
04/11
5,738
4,250
US
CMX MINY COPPR
04/11
2,869
2,125
US
CMX MINY GOLD
04/11
3,376
2,501
US
CMX MINY SILVR
05/11
5,873
4,350
US
CMX SILVER
04/11
11,745
8,700
US
NY COFFEE, SUGAR, & COCOA
ICEUS COCOA
05/11
2,100
1,500
US
ICEUS COCOA SW
05/11
2,100
1,500
US
ICEUS COFFE SW
05/11
7,560
5,400
US
ICEUS COFFEEC
05/11
7,560
5,400
US
ICEUS OTC ORE
03/11
7,000
5,000
US
ICEUS SUGAR11
05/11
3,780
2,700
US
ICEUS SUGAR16
05/11
2,800
2,000
US
ICEUS SUG11 SW
05/11
3,780
2,700
US
NEW YORK MERCANTILE EXCHANGE
AEP DAYTON OFF
03/11
3,016
2,742
US
AL CTYGT NG BS
04/11
3,850
3,500
US
CAISONP15DRTOP
04/11
2,750
2,500
US
CAISONP15DRTPK
04/11
44,000
40,000
US
CAISONP15MRTOP
03/11
6
5
US
CAISONP15MRTPK
03/11
107
97
US
CAISOSP15DRTOP
04/11
2,750
2,500
US
CAISOSP15DRTPK
04/11
44,000
40,000
US
CAISOSP15MRTOP
03/11
11
10
US
CAISOSP15MRTPK
03/11
107
97
US
CAPP CAL DUMMY
01/13
59,400
54,000
US
CIG RCK NG IDX
03/11
622
565
US
CIG RCK NG SWG
04/11
3,300
3,000
US
CRACK SPD OIL
07/11
660
600
US
DME CRD/ICEBRN
03/11
497
452
US
DME CRUDE CASH
05/11
8,800
8,000
US
DME OMAN CRUDE
05/11
8,800
8,000
US
DME OMANCRDSWP
03/11
1,615
1,468
US
DME OMANCRDSWP
03/11
3,398
3,089
US
DOMINION INDEX
03/11
532
484
US
DOMINION SWING
04/11
1,650
1,500
US
DSL LH CIF NWE
03/11
15,968
14,516
US
DSL LH CIF/GO
03/11
1,774
1,613
US
DSL LH/GO BOM
03/11
3,124
2,840
US
DSL UK CIF NWE
03/11
15,968
14,516
US
DSL UK CIF/GO
03/11
2,218
2,016
US
DSL UK/GO BOM
03/11
4,374
3,976
US
EIARETLGAS
03/11
1,774
1,613
US
EL PASO INDEX
04/11
1,650
1,500
US
EL PASO SWING
04/11
1,650
1,500
US
ERC H 5 OPK DY
04/11
4,125
3,750
US
ERC H 5 OPK MT
03/11
53
48
US
ERC H 5 PK DAY
04/11
66,000
60,000
US
ERC H 5 PK MTH
03/11
710
645
US
ERC N 5 OP DAY
04/11
4,125
3,750
US
ERC N 5 OPK MT
03/11
53
48
US
ERC N 5 PK DAY
04/11
66,000
60,000
US
ERC N 5 PK MTH
03/11
710
645
US
ERC S 5 OP DAY
04/11
4,125
3,750
US
ERC S 5 OPK MT
03/11
53
48
US
ERC S 5 PK MTH
03/11
887
806
US
ERC S 5 PK MTH
04/11
66,000
60,000
US
ERC W 5 OP DAY
04/11
4,125
3,750
US
ERC W 5 OPK MT
03/11
53
48
US
ERC W 5 PK DAY
04/11
66,000
60,000
US
ERC W 5 PK MTH
03/11
887
806
US
GS JETKER/GOBM
03/11
1,045
950
US
HOUSTON INDEX
04/11
1,650
1,500
US
HOUSTON SWING
04/11
1,650
1,500
US
ISO NE OFF-PK
03/11
3,922
3,565
US
KERN RVR SWING
04/11
1,650
1,500
US
MALIN NG SWING
04/11
1,760
1,600
US
MICH NG IDX SW
03/11
426
387
US
MICHCON NG SWG
04/11
1,320
1,200
US
MYN CI HUB DLY
04/11
3,520
3,200
US
MYN GOMED/ICEG
03/11
2,129
1,935
US
MYN MINGONW/GO
03/11
162
147
US
MYN SNG180BOM
03/11
15,682
14,256
US
N. ILL OFF-PK
03/11
3,016
2,742
US
NATGASOPIS
03/11
4,400
4,000
US
NG CALSTR DMMY
01/13
14,850
13,500
US
NGPL STX NG BS
04/11
220
200
US
NMY LAJETOUTR
03/11
1,951
1,774
US
NY HEATING OIL
04/11
6,413
4,750
US
NY LT CRUDE
05/11
6,750
5,000
US
NY NATURAL GAS
04/11
4,725
3,500
US
NY PALLADIUM
04/11
6,875
6,250
US
NY PLATINUM
03/11
4,950
4,500
US
NYISO A OFF-PK
03/11
3,922
3,565
US
NYISO G OFF-PK
03/11
4,826
4,387
US
NYISO J OFF-PK
03/11
4,826
4,387
US
NYM AEP-D DLY
04/11
4,400
4,000
US
NYM AEP-D MTH
03/11
923
839
US
NYM ALBERTADAY
04/11
2,475
2,250
CD
NYM ALBERTAMTH
03/11
11
10
CD
NYM ALGCGINDEX
03/11
3,549
3,226
US
NYM ANR OK
04/11
550
500
US
NYM ANR OK IDX
03/11
443
403
US
NYM ANR OK SS
04/11
1,375
1,250
US
NYM ANRLABASIS
04/11
165
150
US
NYM ANRLAINDX
03/11
355
323
US
NYM ARGPNFESWP
03/11
13,661
12,419
US
NYM ARGUSLLSSW
04/11
851
774
US
NYM ARGUSPPNSW
04/11
15,968
14,516
US
NYM ASCI
05/11
6,600
6,000
US
NYM ASCICALSWP
03/11
2,129
1,935
US
NYM ASCITMSWAP
04/11
639
581
US
NYM ASCIWTICAL
03/11
1,065
968
US
NYM ASCIWTISWP
04/11
426
387
US
NYM BCKW CNTGO
12/11
220
200
US
NYM BCO 1M DMY
05/11
1,250
1,250
US
NYM BCO 2M DMY
05/11
1,500
1,500
US
NYM BCO 3M DMY
05/11
4
4
US
NYM BCO 6M DMY
06/11
1,004
1,004
US
NYM BCO12M DMY
12/11
1,004
1,004
US
NYM BIODS/GASO
03/11
1,366
1,242
US
NYM BR-WTI SWP
05/11
2,530
2,300
US
NYM BRENT BOM
03/11
3,136
2,851
US
NYM BRENT CAL
03/11
1,524
1,129
US
NYM BRENT LD
05/11
6,750
5,000
US
NYM BRENT SWP
05/11
6,750
5,000
US
NYM BRENTDUBAI
03/11
435
395
US
NYM BRENTFLINE
03/11
174
158
US
NYM BRNTCFDSWP
04/11
825
750
US
NYM BRNTCFD3MO
04/11
825
750
US
NYM CAISODNPOP
04/11
2,750
2,500
US
NYM CAISODNPPK
04/11
44,000
40,000
US
NYM CAISODSPOP
04/11
2,750
2,500
US
NYM CAISODSPPK
04/11
44,000
40,000
US
NYM CAISOMNPOP
03/11
6
5
US
NYM CAISOMNPPK
03/11
107
97
US
NYM CAISOMSPOP
03/11
11
10
US
NYM CAISOMSPPK
03/11
107
97
US
NYM CAN HVTCRD
05/11
4,081
3,710
US
NYM CAPPQRDMMY
07/11
14,850
13,500
US
NYM CBOBA1CRCK
03/11
745
677
US
NYM CBOBA1RBOB
03/11
622
565
US
NYM CBOBA1SWAP
03/11
1,304
1,185
US
NYM CBOBA2CRCK
03/11
993
903
US
NYM CBOBA2RBOB
03/11
497
452
US
NYM CBOBA2SWAP
03/11
1,304
1,185
US
NYM CFD/FRMTH
04/11
770
700
US
NYM CHGO CTYCT
04/11
2,750
2,500
US
NYM CHGO ULGAS
03/11
2,129
1,935
US
NYM CHGO ULSD
03/11
2,307
2,097
US
NYM CHGOETHNL
03/11
2,129
1,935
US
NYM CHI INDEX
04/11
770
700
US
NYM CHI SWING
04/11
1,925
1,750
US
NYM CHICABASIS
04/11
440
400
US
NYM CIG SWAP
04/11
550
500
US
NYM CIN OFFSWP
03/11
1,810
1,645
US
NYM CIN PK SWP
03/11
2,413
2,194
US
NYM CINHUBDAOP
03/11
6
5
US
NYM CINHUBDAPK
03/11
142
129
US
NYM CINHUBRTOP
03/11
6
5
US
NYM CINHUBRTPK
03/11
142
129
US
NYM CL MACI
01/12
1,080
800
US
NYM CLMBIA GL
04/11
110
100
US
NYM CNTRPNT BS
04/11
550
500
US
NYM CNTRPNT IX
04/11
1,650
1,500
US
NYM CNTRPNT SS
04/11
2,750
2,500
US
NYM CNWAY BUTN
03/11
1,508
1,371
US
NYM CNWYBUTNBM
03/11
2,875
2,614
US
NYM CNWYNGBOM
03/11
2,875
2,614
US
NYM CNWYPPNBM
03/11
2,091
1,901
US
NYM CNWYPPNPHY
03/11
799
726
US
NYM COAL API2
04/11
6,875
6,250
US
NYM COAL API4
04/11
6,875
6,250
US
NYM COCOA FUT
05/11
2,475
2,250
US
NYM COFFEE FUT
05/11
6,325
5,750
US
NYM COL GLF NG
04/11
110
100
US
NYM COL PESO
04/11
2,750
2,500
US
NYM COLGLAINDX
03/11
319
290
US
NYM COLMLNINDX
03/11
443
403
US
NYM CONWAY NG
03/11
1,419
1,290
US
NYM CONWAY PPN
03/11
1,065
968
US
NYM COTTON
05/11
5,500
5,000
US
NYM CRUDE VIX
06/11
3,300
3,000
US
NYM CSX COAL
05/11
4,400
4,000
US
NYM CTCAVGBOM
03/11
3,935
3,577
US
NYM CTCAVGSWAP
03/11
692
629
US
NYM DATEDBRENT
03/11
2,307
2,097
US
NYM DAWN BASE
04/11
220
200
US
NYM DAWN INDX
03/11
443
403
US
NYM DAWN SS
04/11
1,650
1,500
US
NYM DAYMTBVNGS
04/11
5,775
5,250
US
NYM DAYMTBVPPN
04/11
3,850
3,500
US
NYM DAYWTICSWP
04/11
6,600
6,000
US
NYM DBAICUBOM
03/11
3,136
2,851
US
NYM DEMARC IDX
03/11
887
806
US
NYM DEMARC SS
04/11
2,750
2,500
US
NYM DJ MEAD OP
03/11
7
6
US
NYM DJ MEAD PK
03/11
177
161
US
NYM DJ MID CO
03/11
2,413
2,194
US
NYM DJ PV OPK
03/11
7
6
US
NYM DJ PV PK
03/11
177
161
US
NYM DOMINION
04/11
330
300
US
NYM DSL NWE BM
03/11
28,114
25,558
US
NYM DSLBGICESW
03/11
4,374
3,976
US
NYM DSLCIFGOSW
03/11
3,124
2,840
US
NYM DSLCIFMED
03/11
12,419
11,290
US
NYM DSLMD/ICEG
03/11
1,951
1,774
US
NYM DSLMED BOM
03/11
28,114
25,558
US
NYM DSLRDAMBOM
03/11
24,990
22,718
US
NYM DTBRENTBOM
03/11
355
323
US
NYM DTBRENTSWP
04/11
6,600
6,000
US
NYM DUBAICAL
03/11
1,242
1,129
US
NYM EBOBCRKBOM
03/11
2,499
2,272
US
NYM EBOBCRKSWP
03/11
497
452
US
NYM EBOBOXYBOM
03/11
43,733
39,757
US
NYM EBOBOXYSWP
03/11
13,661
12,419
US
NYM EIA DIESEL
03/11
2,484
2,258
US
NYM EIADSLSWAP
03/11
2,307
2,097
US
NYM EMINI CRUD
05/11
3,375
2,500
US
NYM EMINI GAS
05/11
1,181
875
US
NYM ETHANE
03/11
2,200
2,000
US
NYM ETHANOL T1
03/11
1,242
1,129
US
NYM ETHANOL T2
03/11
1,774
1,613
US
NYM ETHNL +DTY
03/11
266
242
US
NYM ETHNL EXDT
03/11
266
242
US
NYM ETHYLENE
03/11
4,400
4,000
US
NYM EU GASOIL
04/11
3,713
2,750
US
NYM EU NAP CRK
03/11
373
339
US
NYM EUNAPHTBOM
03/11
26,136
23,760
US
NYM EUPPNCIFBM
03/11
37,486
34,078
US
NYM EUR 1% ROT
03/11
8,693
7,903
US
NYM EURGAS OET
03/11
2,661
2,419
US
NYM EURGAS OGA
03/11
249
226
US
NYM EURGAS OHA
03/11
1,153
1,048
US
NYM EURGAS OJC
03/11
2,732
2,484
US
NYM EURGAS OJR
03/11
3,903
3,548
US
NYM EURGASOGT
03/11
14,193
12,903
US
NYM EURO 1% NW
03/11
8,073
7,339
US
NYM EUROBOBBOM
03/11
17,416
15,833
US
NYM EUROBOBBOM
03/11
43,733
39,757
US
NYM EUROBOBSWP
03/11
17,742
16,129
US
NYM EUROJETNW
03/11
11,177
10,161
US
NYM EUROJETROT
03/11
12,419
11,290
US
NYM EURONAPTHA
03/11
12,419
11,290
US
NYM EURPPNSWP
03/11
17,742
16,129
US
NYM EUR3.5 MED
03/11
7,451
6,774
US
NYM EUR3.5 ROT
03/11
6,831
6,210
US
NYM EU1%FO DAY
04/11
44,000
40,000
US
NYM EU1%FOBMED
03/11
10,645
9,677
US
NYM EU1%FOBOM
03/11
20,909
19,008
US
NYM EU1%RDMBOM
03/11
24,990
22,718
US
NYM EU3.5FOBOM
03/11
24,990
22,718
US
NYM FAME BDSGO
03/11
1,615
1,468
US
NYM FAME 0 FOB
03/11
2,307
2,097
US
NYM FE N CHINA
03/11
1,703
1,548
US
NYM FLA ZN2 NG
04/11
165
150
US
NYM FLGAS3 SWP
04/11
165
150
US
NYM FLZN3INDEX
03/11
497
452
US
NYM FO BRG/CGO
03/11
6,272
5,702
US
NYM FO CAR/BAR
03/11
2,608
2,371
US
NYM FO180CRKSW
03/11
1,597
1,452
US
NYM FUEL3.5CRK
03/11
1,419
1,290
US
NYM FUEL3.5MED
03/11
1,774
1,613
US
NYM G UNJL CRK
03/11
1,508
1,371
US
NYM GAS 0.1 RT
03/11
14,193
12,903
US
NYM GASEUBOBDY
04/11
55,000
50,000
US
NYM GASEUBOBOX
03/11
4,138
3,762
US
NYM GASOIL CAL
03/11
11,976
8,871
US
NYM GASOIL CRK
03/11
671
610
US
NYM GASOIL FOB
03/11
14,549
13,226
US
NYM GASOIL MIN
03/11
1,197
887
US
NYM GASOIL SWP
04/11
37,125
27,500
US
NYM GASOILBOM
03/11
25,090
22,809
US
NYM GASUDBOMSW
03/11
781
710
US
NYM GASUPDOWN
03/11
443
403
US
NYM GC DIESEL
05/11
7,150
6,500
US
NYM GC GAS
05/11
7,150
6,500
US
NYM GC GAS SWP
03/11
2,129
1,935
US
NYM GC HO SW
03/11
2,307
2,097
US
NYM GC HO SWAP
03/11
2,307
2,097
US
NYM GC HO/HO
03/11
355
323
US
NYM GC HO/HO
03/11
443
403
US
NYM GC JET SWP
03/11
2,377
2,161
US
NYM GC JET/HO
03/11
1,065
968
US
NYM GC ULSD CK
03/11
1,242
1,129
US
NYM GC ULSD SW
03/11
2,307
2,097
US
NYM GC ULSD SW
03/11
2,307
2,097
US
NYM GC#6FOCRBM
03/11
1,058
962
US
NYM GCFO/EUFO
03/11
745
677
US
NYM GCGAS/RBOB
03/11
532
484
US
NYM GCGASCAL
03/11
2,129
1,935
US
NYM GCGASCRK
03/11
1,065
968
US
NYM GCGSCRBMSW
03/11
3,124
2,840
US
NYM GCGSVSGCHO
03/11
887
806
US
NYM GCJETCAL
03/11
2,129
1,935
US
NYM GCJTVNYMHO
03/11
622
565
US
NYM GCN6FUEL3%
03/11
1,632
1,484
US
NYM GCOAST GAS
03/11
2,129
1,935
US
NYM GCOAST HO
03/11
2,307
2,097
US
NYM GCOASTJETF
03/11
2,129
1,935
US
NYM GCULSD/HO
03/11
710
645
US
NYM GCULSDCAL
03/11
2,307
2,097
US
NYM GCULSDCRK
03/11
1,065
968
US
NYM GC3%FOBOM
03/11
3,749
3,408
US
NYM GC6FUELCRK
03/11
1,065
968
US
NYM GO CIF ICE
03/11
1,774
1,613
US
NYM GO CIF MED
03/11
14,193
12,903
US
NYM GO NWE BBO
03/11
31,238
28,398
US
NYM GO RDAM BM
03/11
28,114
25,558
US
NYM GO.1%CIFNW
03/11
4,968
4,516
US
NYM GO.1%RDAM
03/11
4,968
4,516
US
NYM GOCIFICESW
03/11
3,749
3,408
US
NYM GOCIFMEDBM
03/11
31,238
28,398
US
NYM GOCRGICESW
03/11
2,499
2,272
US
NYM GOFOBICEGO
03/11
2,129
1,935
US
NYM GOICEGOSWP
03/11
3,749
3,408
US
NYM GORT ICEGO
03/11
710
645
US
NYM GO0.1CGCIF
03/11
14,193
12,903
US
NYM GO0.1CIFSW
03/11
3,749
3,408
US
NYM GO10PPMCIF
03/11
14,193
12,903
US
NYM GO10PPMICE
03/11
2,307
2,097
US
NYM GO50/ICEGO
03/11
3,659
3,326
US
NYM GO50PMRDAM
03/11
9,935
9,032
US
NYM GRP ULSDSW
03/11
2,129
1,935
US
NYM GRP3ULGSWP
03/11
2,129
1,935
US
NYM GR3DSLHOSW
03/11
710
645
US
NYM GR3ULRBSWP
03/11
710
645
US
NYM HDPECALSWP
03/11
373
339
US
NYM HEAT FIN
04/11
6,413
4,750
US
NYM HEAT MINY
04/11
3,206
2,375
US
NYM HEATNG CK
03/11
355
323
US
NYM HENRYBAIS2
04/11
55
50
US
NYM HH FIN LD
04/11
4,725
3,500
US
NYM HH INDEX
04/11
880
800
US
NYM HH PENULTM
05/11
1,181
875
US
NYM HH SWING
04/11
1,760
1,600
US
NYM HOCRKBOMSW
03/11
2,499
2,272
US
NYM HP FIN
05/11
4,725
3,500
US
NYM HSNCALDAOP
04/11
4,125
3,750
US
NYM HSNCALDAPK
04/11
66,000
60,000
US
NYM HSNCALRTOP
04/11
4,125
3,750
US
NYM HSNCALRTPK
04/11
66,000
60,000
US
NYM HSN345DYOP
04/11
4,125
3,750
US
NYM HSN345DYPK
04/11
66,000
60,000
US
NYM HSTLDRTPK
03/11
887
806
US
NYM HSTN DAYPK
04/11
660,000
600,000
US
NYM HSTN MTHPK
03/11
7,097
6,452
US
NYM HSTNDAYOPK
04/11
41,250
37,500
US
NYM HSTNKVDAOP
03/11
53
48
US
NYM HSTNKVDAPK
03/11
887
806
US
NYM HSTNLDDAOP
03/11
53
48
US
NYM HSTNLDDAPK
03/11
887
806
US
NYM HSTNLDRTOP
03/11
53
48
US
NYM HSTNMTHOPK
03/11
532
484
US
NYM HSTON SHIP
04/11
2,750
2,500
US
NYM HTCAVGBOM
03/11
410
373
US
NYM HTCAVGSWAP
03/11
85
77
US
NYM HTOILBOMSW
03/11
3,905
3,550
US
NYM ICE GO BOM
03/11
26,136
23,760
US
NYM ICEGOCRACK
03/11
4,996
4,542
US
NYM IL OFF SWP
03/11
1,508
1,371
US
NYM IL PK SWP
03/11
2,111
1,919
US
NYM INDO COAL
04/11
5,500
5,000
US
NYM IRON ORE
03/11
1,277
1,161
US
NYM ISO NE
03/11
3,922
3,565
US
NYM ISO-BUTANE
03/11
3,850
3,500
US
NYM JAPNPTHBOM
03/11
31,238
28,398
US
NYM JETAVF/GO
03/11
3,903
3,548
US
NYM JETAVFULSW
03/11
17,742
16,129
US
NYM JETKER SWP
03/11
1,366
1,242
US
NYM JETUDBOMSW
03/11
937
852
US
NYM JETUPDOWN
03/11
532
484
US
NYM JF NWE BOM
03/11
33,976
30,887
US
NYM JF RDAM BM
03/11
43,733
39,757
US
NYM JFBRGICESQ
03/11
7,810
7,100
US
NYM JFCGOICESW
03/11
7,810
7,100
US
NYM JPCF/CIFNW
03/11
14,193
12,903
US
NYM JPNAPHTHA
03/11
14,193
12,903
US
NYM JPNPHTCRK
03/11
1,774
1,613
US
NYM JUANBASIS
04/11
440
400
US
NYM KERN RV WY
04/11
550
500
US
NYM LA CARB GS
03/11
2,484
2,258
US
NYM LACARBDSL
03/11
1,065
968
US
NYM LACARBOB
03/11
1,153
1,048
US
NYM LACBDSOUT
03/11
2,307
2,097
US
NYM LAJETSPRD
03/11
532
484
US
NYM LAJTFLVHO
03/11
710
645
US
NYM LDH PRPANE
03/11
2,750
2,500
US
NYM LDHPN FEPN
03/11
17,742
16,129
US
NYM LDHPNEUPPN
03/11
17,742
16,129
US
NYM LLDPECALSW
03/11
373
339
US
NYM LLS/WTISWP
04/11
568
516
US
NYM LLSAGWTCA
03/11
1,419
1,290
US
NYM LLSARGCAL
03/11
585
532
US
NYM LLSARGMTH
04/11
6,050
5,500
US
NYM MARAGWTCA
03/11
1,419
1,290
US
NYM MARAGWTMT
04/11
355
323
US
NYM MARARGCAL
03/11
1,951
1,774
US
NYM MARARGMTH
04/11
781
710
US
NYM MARSGRADE
03/11
6,050
5,500
US
NYM MB ETHNBOM
03/11
1,562
1,420
US
NYM MB ISOBUTN
03/11
1,242
1,129
US
NYM MB LDH PPN
03/11
2,187
1,988
US
NYM MB NG 5DPL
03/11
1,419
1,290
US
NYM MB NMLBUTN
03/11
2,812
2,556
US
NYM MBBUTNLDH
03/11
1,118
1,016
US
NYM MBSPTETHPH
03/11
4,950
4,500
US
NYM MCH OFFSWP
03/11
1,810
1,645
US
NYM MCH PK SWP
03/11
1,810
1,645
US
NYM MICH BASIS
04/11
165
150
US
NYM MIN OFFSWP
03/11
2,111
1,919
US
NYM MIN PK SWP
03/11
2,111
1,919
US
NYM MINICTCAVG
03/11
173
157
US
NYM MINIEUNPTH
03/11
1,242
1,129
US
NYM MINIHTCAVG
03/11
21
19
US
NYM MINILDHPPN
03/11
89
81
US
NYM MINIPTCAVG
03/11
80
73
US
NYM MINISTCAVG
03/11
53
48
US
NYM MINSG180BM
03/11
1,569
1,426
US
NYM MINSG180SW
03/11
887
806
US
NYM MINULSD/GO
03/11
136
124
US
NYM MIN1%BGBOM
03/11
2,499
2,272
US
NYM MIN1%BGSWP
03/11
1,242
1,129
US
NYM MIN1%NWEBM
03/11
2,499
2,272
US
NYM MIN1%NWESW
03/11
1,153
1,048
US
NYM MIN3.5%BOM
03/11
2,499
2,272
US
NYM MIN3.5%SWP
03/11
976
887
US
NYM MISOILDAOP
03/11
6
5
US
NYM MISOILDAPK
03/11
124
113
US
NYM MN.1NWE/GO
03/11
124
113
US
NYM MNJKNWE/GO
03/11
273
248
US
NYM MNJKRDM/GO
03/11
273
248
US
NYM MOGAS BOM
03/11
3,659
3,326
US
NYM MT BLV BTN
03/11
1,242
1,129
US
NYM MT BLV ETH
03/11
710
645
US
NYM MT BLV PPN
03/11
887
806
US
NYM MTBLVETHYL
03/11
1,597
1,452
US
NYM MTBVETHBM
03/11
3,436
3,124
US
NYM MTBVNGBOM
03/11
3,436
3,124
US
NYM N NATGAS D
04/11
330
300
US
NYM N NATGAS V
04/11
440
400
US
NYM N ROCKIES
04/11
2,750
2,500
US
NYM N.I. MTH
03/11
923
839
US
NYM NAPHTHA DY
04/11
66,000
60,000
US
NYM NAPHTHACRK
03/11
1,150
1,045
US
NYM NBP/HH SWP
04/11
426
387
US
NYM NE CONN OP
03/11
21
19
US
NYM NE CONN PK
03/11
355
323
US
NYM NE HUB DLY
04/11
3,520
3,200
US
NYM NE INHUBOP
03/11
21
19
US
NYM NE INHUBPK
03/11
319
290
US
NYM NE MAINEOP
03/11
21
19
US
NYM NE MAINEPK
03/11
355
323
US
NYM NE NEMS OP
03/11
21
19
US
NYM NE NEMS PK
03/11
355
323
US
NYM NE NH OFPK
03/11
21
19
US
NYM NE NH PEAK
03/11
355
323
US
NYM NE RI OFPK
03/11
14
13
US
NYM NE RI PEAK
03/11
355
323
US
NYM NE SEMS OP
03/11
21
19
US
NYM NE SEMS PK
03/11
355
323
US
NYM NE WCMS OP
03/11
21
19
US
NYM NE WCMS PK
03/11
355
323
US
NYM NG 1M DMMY
05/11
1,500
1,500
US
NYM NG 6M DMMY
05/11
1,250
1,250
US
NYM NGPL LA
04/11
110
100
US
NYM NGPL MIDCN
04/11
330
300
US
NYM NGPL TX/OK
04/11