|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed December 01, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
101201 |
1243.00 |
1284.00 |
1240.25 |
1283.00 |
+40.00 |
70,192 |
260,015 |
-3,737 |
Mar11 |
101201 |
1251.50 |
1292.25 |
1249.00 |
1291.50 |
+40.00 |
17,968 |
130,318 |
+3,924 |
May11 |
101201 |
1253.50 |
1293.75 |
1251.25 |
1293.00 |
+40.00 |
7,177 |
65,893 |
+1,711 |
Jul11 |
101201 |
1255.75 |
1296.25 |
1254.00 |
1296.00 |
+40.25 |
10,211 |
59,436 |
+26 |
Aug11 |
101201 |
1244.75 |
1273.00 |
1235.75 |
1273.00 |
+37.25 |
98 |
2,457 |
-15 |
Sep11 |
101201 |
1203.75 |
1236.75 |
1203.75 |
1236.75 |
+39.25 |
178 |
3,223 |
+47 |
Nov11 |
101201 |
1162.25 |
1201.00 |
1161.00 |
1201.00 |
+39.00 |
6,851 |
97,134 |
-134 |
Total Volume and Open Interest |
127,875 |
629,643 |
+0 |
Soybean Meal(CBOT) |
Dec10 |
101201 |
337.30 |
347.00 |
331.00 |
346.60 |
+8.00 |
13,787 |
7,785 |
-3,222 |
Jan11 |
101201 |
339.10 |
349.00 |
337.50 |
348.50 |
+7.80 |
31,482 |
68,719 |
-724 |
Mar11 |
101201 |
341.50 |
351.10 |
340.00 |
350.80 |
+7.70 |
9,474 |
43,498 |
+452 |
May11 |
101201 |
339.90 |
349.80 |
339.30 |
349.40 |
+7.50 |
3,560 |
26,100 |
+517 |
Jul11 |
101201 |
340.00 |
349.80 |
338.50 |
349.30 |
+7.40 |
2,212 |
17,194 |
-133 |
Aug11 |
101201 |
334.70 |
340.90 |
334.70 |
340.30 |
+6.70 |
712 |
5,201 |
+80 |
Sep11 |
101201 |
325.00 |
329.50 |
323.00 |
328.70 |
+6.10 |
1,365 |
5,353 |
+85 |
Oct11 |
101201 |
304.10 |
312.00 |
303.00 |
311.90 |
+6.30 |
351 |
4,707 |
-169 |
Total Volume and Open Interest |
79,624 |
199,183 |
+0 |
Soybean Oil(CBOT) |
Dec10 |
101201 |
50.58 |
52.31 |
50.50 |
52.25 |
+1.60 |
23,986 |
11,970 |
-5,062 |
Jan11 |
101201 |
50.90 |
52.69 |
50.82 |
52.61 |
+1.61 |
55,750 |
134,681 |
-801 |
Mar11 |
101201 |
51.33 |
53.12 |
51.25 |
53.05 |
+1.61 |
13,106 |
85,362 |
+869 |
May11 |
101201 |
51.68 |
53.45 |
51.59 |
53.39 |
+1.61 |
3,593 |
37,683 |
+1,120 |
Jul11 |
101201 |
51.94 |
53.73 |
51.90 |
53.66 |
+1.62 |
2,319 |
29,112 |
+351 |
Aug11 |
101201 |
53.49 |
53.76 |
53.00 |
53.74 |
+1.62 |
95 |
4,437 |
+66 |
Sep11 |
101201 |
53.14 |
53.90 |
53.05 |
53.82 |
+1.64 |
258 |
2,859 |
+98 |
Oct11 |
101201 |
52.76 |
53.88 |
52.61 |
53.82 |
+1.60 |
132 |
5,587 |
+33 |
Total Volume and Open Interest |
122,180 |
329,758 |
+0 |
Canola(WCE) |
Jan11 |
101201 |
537.9 |
549.9 |
536.9 |
547.5 |
+11.1 |
12,971 |
106,417 |
-6,622 |
Mar11 |
101201 |
544.8 |
556.1 |
544.8 |
554.0 |
+10.9 |
7,751 |
30,537 |
+2,462 |
May11 |
101201 |
550.5 |
558.8 |
550.5 |
557.0 |
+12.2 |
87 |
4,793 |
+17 |
Jul11 |
101201 |
549.0 |
560.3 |
549.0 |
558.4 |
+13.9 |
254 |
14,788 |
+88 |
Nov11 |
101201 |
499.0 |
506.9 |
499.0 |
505.7 |
+7.4 |
710 |
31,206 |
-1,139 |
Total Volume and Open Interest |
15,140 |
194,212 |
+0 |
Corn(CBOT) |
Dec10 |
101201 |
530.75 |
552.75 |
529.00 |
551.75 |
+21.75 |
57,505 |
37,033 |
-19,212 |
Mar11 |
101201 |
544.50 |
567.50 |
542.50 |
566.25 |
+22.25 |
148,353 |
740,565 |
+3,816 |
May11 |
101201 |
552.00 |
575.00 |
550.50 |
574.25 |
+22.75 |
16,134 |
152,588 |
+2,687 |
Jul11 |
101201 |
556.00 |
579.00 |
554.50 |
578.25 |
+22.75 |
22,533 |
230,106 |
+270 |
Sep11 |
101201 |
523.00 |
547.25 |
522.50 |
547.25 |
+23.25 |
2,632 |
38,975 |
-19 |
Dec11 |
101201 |
503.25 |
529.00 |
502.25 |
528.75 |
+25.25 |
23,940 |
260,921 |
+2,003 |
Total Volume and Open Interest |
432,732 |
1,528,470 |
+0 |
Wheat(CBOT) |
Dec10 |
101201 |
653.00 |
702.25 |
650.25 |
697.50 |
+47.25 |
18,191 |
8,246 |
-6,896 |
Mar11 |
101201 |
693.00 |
745.00 |
691.00 |
740.00 |
+49.50 |
54,579 |
228,103 |
-618 |
May11 |
101201 |
718.25 |
768.50 |
717.00 |
763.25 |
+47.50 |
7,540 |
48,333 |
-32 |
Jul11 |
101201 |
731.00 |
780.50 |
730.50 |
774.25 |
+46.00 |
7,596 |
91,315 |
+911 |
Sep11 |
101201 |
750.75 |
797.75 |
747.75 |
793.50 |
+45.75 |
1,487 |
16,766 |
+515 |
Total Volume and Open Interest |
133,279 |
465,569 |
+0 |
Wheat(KCBT) |
Dec10 |
101201 |
733.25 |
786.50 |
733.25 |
780.75 |
+50.75 |
5,714 |
4,868 |
-2,639 |
Mar11 |
101201 |
748.00 |
805.50 |
746.50 |
796.00 |
+50.50 |
15,434 |
114,622 |
-866 |
May11 |
101201 |
758.00 |
810.00 |
756.75 |
804.00 |
+49.25 |
2,537 |
22,027 |
-106 |
Jul11 |
101201 |
761.00 |
812.25 |
760.75 |
808.25 |
+49.25 |
4,276 |
49,303 |
+191 |
Sep11 |
101201 |
770.50 |
823.75 |
770.50 |
820.00 |
+53.25 |
961 |
8,790 |
+405 |
Total Volume and Open Interest |
44,447 |
213,416 |
+0 |
Wheat(MGE) |
Dec10 |
101201 |
750.00 |
792.75 |
750.00 |
784.25 |
+44.25 |
1,673 |
1,300 |
-956 |
Mar11 |
101201 |
762.00 |
818.25 |
760.50 |
805.50 |
+45.25 |
4,847 |
31,287 |
-53 |
May11 |
101201 |
770.00 |
825.25 |
770.00 |
814.25 |
+46.25 |
434 |
8,686 |
-140 |
Jul11 |
101201 |
776.50 |
828.75 |
775.75 |
818.50 |
+44.75 |
727 |
7,451 |
-12 |
Sep11 |
101201 |
777.25 |
830.25 |
777.25 |
821.75 |
+44.50 |
289 |
6,527 |
+64 |
Total Volume and Open Interest |
9,494 |
64,066 |
+0 |
Oats(CBOT) |
Dec10 |
101201 |
339.75 |
367.25 |
335.00 |
367.25 |
+27.25 |
210 |
611 |
-189 |
Mar11 |
101201 |
350.25 |
363.50 |
344.50 |
363.00 |
+13.00 |
568 |
9,695 |
+61 |
May11 |
101201 |
351.25 |
368.25 |
350.50 |
368.25 |
+12.50 |
29 |
568 |
+3 |
Jul11 |
101201 |
363.25 |
373.25 |
361.00 |
373.25 |
+12.25 |
27 |
199 |
+17 |
Total Volume and Open Interest |
2,514 |
12,077 |
+0 |
Rough Rice(CBOT) |
Jan11 |
101201 |
13.86 |
14.38 |
13.82 |
14.38 |
+0.49 |
1,457 |
9,143 |
-616 |
Mar11 |
101201 |
14.22 |
14.66 |
14.10 |
14.65 |
+0.49 |
1,057 |
5,100 |
+715 |
May11 |
101201 |
14.50 |
14.93 |
14.47 |
14.92 |
+0.49 |
18 |
1,010 |
+1 |
Jul11 |
101201 |
14.62 |
15.12 |
14.62 |
15.12 |
+0.50 |
2 |
1,537 |
+0 |
Total Volume and Open Interest |
1,751 |
17,347 |
+0 |
Live Cattle(CME) |
Dec10 |
101201 |
103.400 |
103.850 |
103.100 |
103.580 |
+0.500 |
22,178 |
43,445 |
-4,351 |
Feb11 |
101201 |
106.600 |
106.950 |
106.135 |
106.785 |
+0.400 |
28,130 |
157,635 |
+2,379 |
Apr11 |
101201 |
109.500 |
109.700 |
108.980 |
109.535 |
+0.150 |
9,863 |
81,276 |
-639 |
Jun11 |
101201 |
106.330 |
106.650 |
105.930 |
106.600 |
+0.350 |
4,508 |
34,996 |
+217 |
Aug11 |
101201 |
106.050 |
106.400 |
105.680 |
106.250 |
+0.100 |
3,180 |
14,203 |
+128 |
Oct11 |
101201 |
108.600 |
108.900 |
108.230 |
108.785 |
-0.045 |
738 |
7,571 |
+119 |
Total Volume and Open Interest |
34,328 |
344,849 |
+0 |
Feeder Cattle(CME) |
Jan11 |
101201 |
119.430 |
119.635 |
118.035 |
118.400 |
-0.780 |
4,301 |
16,813 |
+361 |
Mar11 |
101201 |
119.800 |
119.950 |
118.930 |
119.200 |
-0.585 |
1,657 |
9,511 |
+407 |
Apr11 |
101201 |
120.200 |
120.300 |
119.350 |
120.000 |
-0.400 |
790 |
2,969 |
+215 |
May11 |
101201 |
120.300 |
120.400 |
119.600 |
120.000 |
-0.635 |
749 |
3,972 |
+310 |
Aug11 |
101201 |
121.000 |
121.050 |
120.200 |
120.600 |
-0.785 |
390 |
3,646 |
+252 |
Sep11 |
101201 |
120.000 |
120.180 |
119.580 |
119.900 |
-0.700 |
53 |
260 |
+45 |
Oct11 |
101201 |
119.450 |
119.900 |
119.250 |
119.700 |
unch |
4 |
48 |
+3 |
Total Volume and Open Interest |
3,546 |
35,628 |
+0 |
Lean Hogs(CME) |
Dec10 |
101201 |
69.200 |
69.600 |
68.430 |
68.535 |
-0.500 |
7,087 |
18,112 |
-536 |
Feb11 |
101201 |
75.535 |
76.750 |
75.080 |
75.250 |
-0.535 |
17,290 |
79,670 |
+1,138 |
Apr11 |
101201 |
79.830 |
80.800 |
79.135 |
79.200 |
-0.750 |
3,095 |
49,837 |
-259 |
May11 |
101201 |
85.785 |
86.635 |
85.785 |
85.930 |
-0.470 |
53 |
1,697 |
+27 |
Jun11 |
101201 |
88.330 |
89.450 |
88.330 |
88.650 |
-0.100 |
1,861 |
29,934 |
+366 |
Jul11 |
101201 |
88.100 |
88.635 |
87.950 |
88.135 |
-0.045 |
331 |
6,796 |
+75 |
Aug11 |
101201 |
87.200 |
88.100 |
87.200 |
87.600 |
-0.100 |
1,950 |
7,211 |
+698 |
Oct11 |
101201 |
78.300 |
78.700 |
78.050 |
78.200 |
-0.350 |
641 |
4,524 |
+435 |
Total Volume and Open Interest |
27,964 |
197,527 |
+0 |
Class III Milk(CME) |
Dec10 |
101201 |
13.92 |
13.95 |
13.87 |
13.93 |
+0.02 |
249 |
5,741 |
-50 |
Jan11 |
101201 |
13.76 |
13.86 |
13.72 |
13.76 |
+0.01 |
310 |
3,754 |
-30 |
Feb11 |
101201 |
13.80 |
13.85 |
13.72 |
13.73 |
-0.04 |
153 |
2,919 |
-6 |
Mar11 |
101201 |
14.02 |
14.08 |
13.97 |
13.97 |
-0.05 |
112 |
2,729 |
+27 |
Apr11 |
101201 |
14.17 |
14.21 |
14.15 |
14.15 |
-0.01 |
112 |
1,975 |
+72 |
Total Volume and Open Interest |
1,634 |
30,524 |
+0 |
Cocoa(ICE) |
Dec10 |
101201 |
2782 |
2782 |
2710 |
2726 |
-46 |
4 |
89 |
-1 |
Mar11 |
101201 |
2827 |
2834 |
2743 |
2758 |
-49 |
9,711 |
71,267 |
-1,306 |
May11 |
101201 |
2855 |
2855 |
2765 |
2780 |
-47 |
1,053 |
20,021 |
-425 |
Jul11 |
101201 |
2870 |
2870 |
2785 |
2799 |
-48 |
273 |
10,189 |
+64 |
Sep11 |
101201 |
2816 |
2831 |
2805 |
2814 |
-49 |
120 |
4,749 |
+32 |
Dec11 |
101201 |
2840 |
2843 |
2826 |
2832 |
-49 |
81 |
10,228 |
-2 |
Mar12 |
101201 |
2954 |
2954 |
2908 |
2908 |
-48 |
66 |
10,179 |
+2 |
Total Volume and Open Interest |
7,495 |
133,571 |
+0 |
Coffee "C"(ICE) |
Dec10 |
101201 |
200.20 |
205.25 |
200.00 |
203.30 |
+2.35 |
289 |
506 |
-127 |
Mar11 |
101201 |
201.35 |
205.75 |
200.05 |
203.55 |
+2.35 |
6,416 |
87,327 |
-1,461 |
May11 |
101201 |
202.00 |
206.30 |
200.70 |
204.30 |
+2.40 |
945 |
22,277 |
-126 |
Jul11 |
101201 |
201.65 |
205.40 |
200.50 |
203.65 |
+2.40 |
181 |
7,061 |
-54 |
Sep11 |
101201 |
199.65 |
203.10 |
199.15 |
201.50 |
+2.05 |
93 |
3,174 |
-47 |
Dec11 |
101201 |
196.95 |
199.90 |
196.95 |
198.50 |
+1.55 |
66 |
6,094 |
+2 |
Total Volume and Open Interest |
9,865 |
129,406 |
+0 |
Orange Juice(ICE) |
Jan11 |
101201 |
149.20 |
157.90 |
149.10 |
152.75 |
+3.55 |
1,614 |
19,459 |
-1,009 |
Mar11 |
101201 |
150.25 |
156.85 |
150.10 |
153.90 |
+3.50 |
553 |
5,559 |
+704 |
May11 |
101201 |
151.00 |
156.05 |
151.00 |
154.75 |
+3.55 |
35 |
1,222 |
+9 |
Jul11 |
101201 |
152.60 |
156.00 |
152.45 |
155.70 |
+3.70 |
2 |
1,582 |
+0 |
Sep11 |
101201 |
156.25 |
156.25 |
156.25 |
156.25 |
+3.75 |
0 |
300 |
+0 |
Nov11 |
101201 |
152.50 |
156.25 |
152.50 |
156.25 |
+3.90 |
10 |
14 |
-1 |
Total Volume and Open Interest |
2,684 |
28,456 |
+0 |
Sugar #11(ICE) |
Mar11 |
101201 |
27.78 |
28.70 |
27.70 |
28.37 |
+0.82 |
55,805 |
229,208 |
-1,982 |
May11 |
101201 |
25.12 |
26.01 |
25.12 |
25.71 |
+0.72 |
17,000 |
101,220 |
+574 |
Jul11 |
101201 |
22.58 |
23.25 |
22.58 |
22.93 |
+0.61 |
12,434 |
95,736 |
-2,122 |
Oct11 |
101201 |
20.85 |
21.70 |
20.85 |
21.41 |
+0.63 |
7,331 |
55,217 |
-930 |
Mar12 |
101201 |
20.50 |
21.00 |
20.50 |
20.76 |
+0.62 |
3,628 |
46,671 |
+295 |
Total Volume and Open Interest |
67,742 |
576,444 |
+0 |
London Cocoa(LCE) |
Dec10 |
101201 |
1900 |
1900 |
1845 |
1847 |
-45 |
3,688 |
41,610 |
-8,506 |
Mar11 |
101201 |
1913 |
1913 |
1853 |
1863 |
-41 |
8,512 |
59,578 |
+1,007 |
May11 |
101201 |
1927 |
1927 |
1872 |
1880 |
-38 |
825 |
20,451 |
+186 |
Jul11 |
101201 |
1928 |
1929 |
1890 |
1896 |
-37 |
614 |
15,431 |
+167 |
Sep11 |
101201 |
1948 |
1948 |
1905 |
1909 |
-35 |
363 |
9,896 |
+36 |
Dec11 |
101201 |
1929 |
1930 |
1915 |
1915 |
-38 |
65 |
16,211 |
+23 |
Mar12 |
101201 |
1950 |
1952 |
1925 |
1925 |
-38 |
215 |
13,106 |
-3 |
Total Volume and Open Interest |
6,379 |
186,350 |
+0 |
London Sugar(LCE) |
Mar11 |
101201 |
716.60 |
732.80 |
712.80 |
725.30 |
+15.30 |
4,131 |
28,509 |
-163 |
May11 |
101201 |
679.50 |
693.40 |
675.40 |
685.30 |
+12.40 |
481 |
8,598 |
+63 |
Aug11 |
101201 |
616.80 |
626.40 |
612.40 |
621.50 |
+12.30 |
238 |
6,899 |
+121 |
Oct11 |
101201 |
579.00 |
584.50 |
574.50 |
578.80 |
+12.10 |
75 |
2,049 |
-18 |
Dec11 |
101201 |
559.60 |
567.20 |
557.60 |
560.80 |
+16.50 |
20 |
712 |
+16 |
Total Volume and Open Interest |
3,174 |
47,261 |
+0 |
Cotton(ICE) |
Dec10 |
101201 |
128.80 |
135.00 |
128.00 |
131.95 |
+5.72 |
30 |
599 |
-102 |
Mar11 |
101201 |
117.34 |
121.34 |
116.90 |
121.34 |
+4.00 |
10,986 |
110,502 |
-329 |
May11 |
101201 |
112.50 |
116.50 |
112.27 |
116.50 |
+4.00 |
1,623 |
20,019 |
+254 |
Jul11 |
101201 |
108.00 |
112.08 |
107.80 |
112.08 |
+4.00 |
1,693 |
27,892 |
-251 |
Oct11 |
101201 |
101.48 |
104.00 |
101.20 |
102.84 |
+2.76 |
19 |
409 |
-11 |
Dec11 |
101201 |
88.25 |
92.36 |
88.20 |
92.27 |
+3.91 |
1,664 |
33,395 |
+408 |
Total Volume and Open Interest |
16,078 |
194,507 |
+0 |
Lumber(CME) |
Jan11 |
101201 |
251.0 |
257.0 |
250.2 |
251.0 |
+4.0 |
1,632 |
3,747 |
-334 |
Mar11 |
101201 |
269.6 |
275.0 |
267.7 |
271.5 |
+3.3 |
1,201 |
3,553 |
+278 |
May11 |
101201 |
279.6 |
281.0 |
275.7 |
275.7 |
+4.7 |
151 |
1,013 |
+113 |
Jul11 |
101201 |
288.8 |
289.0 |
282.9 |
282.9 |
-0.1 |
0 |
170 |
+0 |
Total Volume and Open Interest |
2,262 |
8,426 |
+0 |
Crude Oil(NYM) |
Jan11 |
101201 |
83.66 |
86.95 |
83.63 |
86.75 |
+2.64 |
338,358 |
323,184 |
-7,614 |
Feb11 |
101201 |
84.32 |
87.42 |
84.20 |
87.25 |
+2.60 |
70,920 |
122,003 |
+6,501 |
Mar11 |
101201 |
84.91 |
87.79 |
84.67 |
87.63 |
+2.55 |
38,804 |
128,346 |
+2,231 |
Apr11 |
101201 |
85.12 |
88.01 |
85.12 |
87.91 |
+2.53 |
13,778 |
46,072 |
-152 |
May11 |
101201 |
86.45 |
88.18 |
86.45 |
88.14 |
+2.51 |
9,546 |
36,469 |
+1,248 |
Jun11 |
101201 |
85.73 |
88.47 |
85.73 |
88.35 |
+2.50 |
25,989 |
84,713 |
-1,573 |
Jul11 |
101201 |
86.78 |
88.63 |
86.78 |
88.52 |
+2.47 |
3,276 |
36,466 |
-156 |
Aug11 |
101201 |
86.23 |
88.67 |
86.23 |
88.67 |
+2.44 |
1,576 |
17,890 |
+205 |
Sep11 |
101201 |
87.35 |
88.81 |
87.35 |
88.81 |
+2.40 |
1,896 |
24,318 |
+87 |
Oct11 |
101201 |
87.59 |
89.05 |
87.59 |
88.96 |
+2.37 |
1,021 |
16,445 |
+78 |
Nov11 |
101201 |
88.75 |
89.12 |
88.75 |
89.12 |
+2.35 |
2,370 |
20,106 |
+378 |
Dec11 |
101201 |
86.76 |
89.43 |
86.76 |
89.30 |
+2.33 |
22,970 |
142,513 |
+2,165 |
Jan12 |
101201 |
89.13 |
89.48 |
89.13 |
89.36 |
+2.31 |
259 |
19,224 |
+9 |
Feb12 |
101201 |
89.42 |
89.42 |
89.42 |
89.42 |
+2.29 |
111 |
7,943 |
+1 |
Mar12 |
101201 |
89.47 |
89.47 |
89.47 |
89.47 |
+2.26 |
61 |
10,459 |
-1 |
Apr12 |
101201 |
89.52 |
89.52 |
89.52 |
89.52 |
+2.23 |
4 |
4,051 |
+0 |
Total Volume and Open Interest |
539,097 |
1,337,625 |
+0 |
e-miNY Crude Oil(NYM) |
Dec10 |
101118 |
80.400 |
82.300 |
80.400 |
81.850 |
+1.400 |
7,920 |
4,586 |
-336 |
Jan11 |
101201 |
83.700 |
86.950 |
83.675 |
86.750 |
+2.650 |
8,692 |
3,745 |
-889 |
Feb11 |
101201 |
84.525 |
87.375 |
84.525 |
87.250 |
+2.600 |
278 |
1,079 |
+28 |
Mar11 |
101201 |
85.275 |
87.625 |
85.200 |
87.625 |
+2.550 |
63 |
433 |
+6 |
Apr11 |
101201 |
87.900 |
87.900 |
87.900 |
87.900 |
+2.525 |
0 |
3 |
+0 |
May11 |
101201 |
88.150 |
88.150 |
88.150 |
88.150 |
+2.525 |
0 |
13 |
+0 |
Jun11 |
101201 |
88.350 |
88.350 |
88.350 |
88.350 |
+2.500 |
2 |
9 |
-1 |
Jul11 |
101201 |
88.525 |
88.525 |
88.525 |
88.525 |
+2.475 |
0 |
1 |
+0 |
Aug11 |
101201 |
88.675 |
88.675 |
88.675 |
88.675 |
+2.450 |
|
|
|
Sep11 |
101201 |
88.800 |
88.800 |
88.800 |
88.800 |
+2.400 |
0 |
1 |
+0 |
Total Volume and Open Interest |
8,096 |
6,292 |
+0 |
Heating Oil(NYM) |
Jan11 |
101201 |
231.81 |
241.05 |
231.45 |
240.56 |
+8.12 |
58,826 |
100,027 |
-113 |
Feb11 |
101201 |
233.76 |
242.19 |
233.15 |
241.75 |
+7.94 |
18,429 |
44,221 |
+1,031 |
Mar11 |
101201 |
234.13 |
242.03 |
233.73 |
241.83 |
+7.70 |
7,503 |
34,625 |
+709 |
Apr11 |
101201 |
233.79 |
240.79 |
233.79 |
240.78 |
+7.62 |
4,201 |
18,021 |
+187 |
May11 |
101201 |
232.60 |
240.04 |
232.60 |
240.04 |
+7.58 |
2,330 |
17,977 |
+587 |
Jun11 |
101201 |
232.55 |
240.08 |
232.55 |
239.88 |
+7.54 |
5,063 |
37,689 |
+193 |
Jul11 |
101201 |
240.75 |
240.75 |
240.75 |
240.75 |
+7.51 |
708 |
7,737 |
+5 |
Aug11 |
101201 |
241.80 |
241.80 |
241.80 |
241.80 |
+7.46 |
309 |
4,513 |
-13 |
Sep11 |
101201 |
242.09 |
243.18 |
242.05 |
243.18 |
+7.42 |
392 |
4,838 |
-117 |
Oct11 |
101201 |
244.84 |
244.84 |
244.84 |
244.84 |
+7.39 |
385 |
2,836 |
+13 |
Nov11 |
101201 |
246.50 |
246.50 |
246.50 |
246.50 |
+7.35 |
413 |
2,858 |
-58 |
Dec11 |
101201 |
241.01 |
247.98 |
241.01 |
247.98 |
+7.31 |
1,460 |
14,910 |
+89 |
Total Volume and Open Interest |
117,819 |
306,134 |
+0 |
Gasoline(NYMEX) |
Jan11 |
101201 |
218.48 |
230.32 |
218.48 |
230.04 |
+11.36 |
58,781 |
104,957 |
-342 |
Feb11 |
101201 |
218.11 |
228.50 |
218.11 |
227.86 |
+9.71 |
29,107 |
42,465 |
+3,905 |
Mar11 |
101201 |
219.15 |
228.25 |
218.80 |
228.05 |
+8.90 |
10,168 |
29,667 |
+1,469 |
Apr11 |
101201 |
229.62 |
237.53 |
229.62 |
237.38 |
+8.37 |
3,783 |
23,833 |
+1,009 |
May11 |
101201 |
233.80 |
237.73 |
233.65 |
237.73 |
+7.94 |
1,838 |
10,736 |
+163 |
Jun11 |
101201 |
232.83 |
237.88 |
232.83 |
237.88 |
+7.54 |
2,029 |
13,608 |
+10 |
Jul11 |
101201 |
233.90 |
237.24 |
233.85 |
237.24 |
+7.14 |
280 |
4,545 |
+49 |
Aug11 |
101201 |
233.51 |
236.34 |
233.50 |
236.34 |
+6.84 |
199 |
5,583 |
+52 |
Sep11 |
101201 |
234.30 |
235.02 |
234.30 |
235.02 |
+6.62 |
165 |
2,888 |
+3 |
Oct11 |
101201 |
224.25 |
224.76 |
224.00 |
224.76 |
+6.36 |
257 |
2,567 |
+9 |
Total Volume and Open Interest |
122,018 |
271,962 |
+0 |
e-miNY RBOB Gasoline(NYM) |
Jan11 |
101201 |
230.00 |
230.04 |
230.00 |
230.00 |
+11.30 |
1 |
2 |
+1 |
Feb11 |
101201 |
227.90 |
227.90 |
227.86 |
227.90 |
+9.70 |
0 |
1 |
+0 |
Mar11 |
101201 |
228.10 |
228.10 |
228.05 |
228.10 |
+8.90 |
0 |
1 |
+0 |
Apr11 |
101201 |
237.40 |
237.40 |
237.38 |
237.40 |
+8.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Jan11 |
101201 |
4.196 |
4.324 |
4.164 |
4.269 |
+0.089 |
98,174 |
228,572 |
-3,199 |
Feb11 |
101201 |
4.222 |
4.330 |
4.181 |
4.279 |
+0.080 |
26,076 |
72,323 |
+2,467 |
Mar11 |
101201 |
4.220 |
4.289 |
4.151 |
4.243 |
+0.074 |
22,647 |
96,177 |
-905 |
Apr11 |
101201 |
4.169 |
4.246 |
4.123 |
4.209 |
+0.067 |
16,066 |
72,605 |
+1,084 |
May11 |
101201 |
4.211 |
4.273 |
4.159 |
4.236 |
+0.062 |
6,000 |
27,446 |
+578 |
Jun11 |
101201 |
4.280 |
4.309 |
4.210 |
4.282 |
+0.055 |
3,148 |
13,954 |
-55 |
Jul11 |
101201 |
4.352 |
4.358 |
4.278 |
4.340 |
+0.050 |
2,091 |
12,327 |
+494 |
Aug11 |
101201 |
4.397 |
4.400 |
4.324 |
4.383 |
+0.049 |
1,260 |
13,704 |
-132 |
Sep11 |
101201 |
4.419 |
4.427 |
4.354 |
4.407 |
+0.049 |
1,035 |
10,211 |
+52 |
Oct11 |
101201 |
4.485 |
4.513 |
4.438 |
4.492 |
+0.050 |
5,660 |
42,998 |
-69 |
Nov11 |
101201 |
4.735 |
4.735 |
4.672 |
4.718 |
+0.047 |
1,138 |
21,119 |
-56 |
Dec11 |
101201 |
5.016 |
5.040 |
4.984 |
5.030 |
+0.043 |
1,067 |
18,971 |
+73 |
Jan12 |
101201 |
5.216 |
5.230 |
5.169 |
5.212 |
+0.035 |
3,629 |
29,282 |
+457 |
Feb12 |
101201 |
5.200 |
5.200 |
5.130 |
5.173 |
+0.034 |
159 |
6,449 |
+5 |
Mar12 |
101201 |
5.037 |
5.070 |
5.035 |
5.060 |
+0.033 |
817 |
14,437 |
-94 |
Apr12 |
101201 |
4.825 |
4.849 |
4.825 |
4.833 |
+0.021 |
269 |
12,950 |
+92 |
Total Volume and Open Interest |
245,547 |
757,873 |
+0 |
Brent Crude Oil(ICE) |
Jan11 |
101201 |
85.71 |
89.02 |
85.41 |
88.87 |
+2.95 |
172,886 |
217,125 |
-18,592 |
Feb11 |
101201 |
85.57 |
89.07 |
85.57 |
88.91 |
+2.91 |
84,758 |
173,745 |
+3,224 |
Mar11 |
101201 |
86.23 |
89.11 |
85.85 |
88.97 |
+2.86 |
35,146 |
97,624 |
+3,138 |
Apr11 |
101201 |
86.40 |
89.08 |
86.15 |
89.08 |
+2.80 |
17,349 |
39,988 |
+132 |
May11 |
101201 |
86.34 |
89.25 |
86.33 |
89.25 |
+2.77 |
13,555 |
28,110 |
+1,453 |
Jun11 |
101201 |
86.53 |
89.47 |
86.50 |
89.40 |
+2.73 |
19,386 |
49,637 |
-852 |
Jul11 |
101201 |
87.42 |
89.52 |
87.42 |
89.52 |
+2.69 |
2,005 |
13,605 |
+361 |
Aug11 |
101201 |
88.16 |
89.64 |
88.05 |
89.64 |
+2.65 |
1,090 |
12,789 |
-11 |
Sep11 |
101201 |
88.21 |
89.76 |
88.21 |
89.76 |
+2.60 |
988 |
9,827 |
+128 |
Oct11 |
101201 |
89.89 |
89.89 |
89.89 |
89.89 |
+2.56 |
782 |
6,712 |
-22 |
Nov11 |
101201 |
90.01 |
90.01 |
90.01 |
90.01 |
+2.52 |
500 |
10,166 |
+1 |
Dec11 |
101201 |
87.54 |
90.21 |
87.54 |
90.14 |
+2.47 |
14,992 |
80,176 |
+704 |
Jan12 |
101201 |
90.29 |
90.29 |
90.29 |
90.29 |
+2.44 |
138 |
10,681 |
+4 |
Feb12 |
101201 |
90.41 |
90.41 |
90.41 |
90.41 |
+2.42 |
109 |
5,619 |
+3 |
Total Volume and Open Interest |
343,020 |
846,413 |
+0 |
Gas Oil(ICE) |
Dec10 |
101201 |
720.25 |
745.25 |
718.50 |
734.75 |
+5.50 |
47,333 |
60,358 |
-6,295 |
Jan11 |
101201 |
725.50 |
750.75 |
723.50 |
740.25 |
+5.75 |
92,955 |
139,787 |
+2,810 |
Feb11 |
101201 |
730.25 |
754.25 |
727.25 |
744.00 |
+6.25 |
36,466 |
65,248 |
+3,607 |
Mar11 |
101201 |
732.25 |
755.50 |
732.25 |
745.75 |
+6.25 |
20,531 |
48,937 |
+3,245 |
Apr11 |
101201 |
733.25 |
756.00 |
733.25 |
746.75 |
+6.25 |
6,767 |
48,960 |
-208 |
May11 |
101201 |
734.50 |
756.50 |
734.50 |
748.00 |
+6.25 |
7,881 |
39,667 |
+242 |
Jun11 |
101201 |
736.00 |
758.50 |
736.00 |
749.50 |
+6.25 |
15,130 |
46,644 |
-92 |
Jul11 |
101201 |
744.75 |
760.50 |
744.75 |
752.25 |
+6.25 |
833 |
17,480 |
+186 |
Aug11 |
101201 |
748.75 |
763.75 |
748.75 |
755.50 |
+6.25 |
607 |
14,782 |
-27 |
Sep11 |
101201 |
752.00 |
767.50 |
752.00 |
758.75 |
+6.25 |
933 |
9,954 |
+79 |
Total Volume and Open Interest |
199,196 |
605,419 |
+0 |
Ethanol(CBOT) |
Dec10 |
101201 |
2.123 |
2.145 |
2.111 |
2.124 |
+0.018 |
182 |
239 |
-67 |
Jan11 |
101201 |
2.064 |
2.091 |
2.064 |
2.089 |
+0.039 |
271 |
964 |
-62 |
Feb11 |
101201 |
2.063 |
2.099 |
2.063 |
2.092 |
+0.046 |
172 |
879 |
+19 |
Mar11 |
101201 |
2.090 |
2.096 |
2.090 |
2.096 |
+0.046 |
25 |
1,110 |
+5 |
Apr11 |
101201 |
2.093 |
2.110 |
2.093 |
2.110 |
+0.056 |
220 |
714 |
-63 |
May11 |
101201 |
2.111 |
2.125 |
2.105 |
2.124 |
+0.051 |
21 |
374 |
+14 |
Jun11 |
101201 |
2.119 |
2.136 |
2.119 |
2.133 |
+0.056 |
143 |
494 |
-137 |
Jul11 |
101201 |
2.139 |
2.140 |
2.124 |
2.136 |
+0.056 |
49 |
676 |
+15 |
Total Volume and Open Interest |
557 |
7,676 |
+0 |
WTI Crude Oil(ICE |
Jan11 |
101201 |
84.01 |
86.95 |
83.71 |
86.75 |
+2.64 |
80,815 |
98,475 |
-4,846 |
Feb11 |
101201 |
84.76 |
87.42 |
84.31 |
87.25 |
+2.60 |
28,281 |
52,624 |
+990 |
Mar11 |
101201 |
85.02 |
87.75 |
84.70 |
87.63 |
+2.55 |
12,847 |
49,231 |
+1,955 |
Apr11 |
101201 |
85.94 |
87.91 |
85.94 |
87.91 |
+2.53 |
3,730 |
24,396 |
-72 |
May11 |
101201 |
86.94 |
88.14 |
86.81 |
88.14 |
+2.51 |
2,809 |
16,743 |
-317 |
Jun11 |
101201 |
86.41 |
88.43 |
86.41 |
88.35 |
+2.50 |
11,403 |
48,096 |
-594 |
Jul11 |
101201 |
87.34 |
88.52 |
87.23 |
88.52 |
+2.47 |
753 |
15,171 |
-140 |
Aug11 |
101201 |
87.56 |
88.67 |
87.40 |
88.67 |
+2.44 |
460 |
8,708 |
-9 |
Sep11 |
101201 |
87.73 |
88.81 |
87.58 |
88.81 |
+2.40 |
532 |
11,771 |
+77 |
Oct11 |
101201 |
88.96 |
88.96 |
88.96 |
88.96 |
+2.37 |
257 |
4,706 |
+42 |
Nov11 |
101201 |
88.75 |
89.12 |
88.75 |
89.12 |
+2.35 |
426 |
7,179 |
+43 |
Dec11 |
101201 |
87.56 |
89.40 |
87.56 |
89.30 |
+2.33 |
10,749 |
52,640 |
+128 |
Jan12 |
101201 |
89.36 |
89.36 |
89.36 |
89.36 |
+2.31 |
7 |
4,637 |
+0 |
Feb12 |
101201 |
89.42 |
89.42 |
89.42 |
89.42 |
+2.29 |
0 |
1,179 |
+0 |
Mar12 |
101201 |
89.47 |
89.47 |
89.47 |
89.47 |
+2.26 |
0 |
3,169 |
+0 |
Apr12 |
101201 |
89.52 |
89.52 |
89.52 |
89.52 |
+2.23 |
0 |
774 |
+0 |
Total Volume and Open Interest |
173,516 |
475,281 |
+0 |
US Dollar Index(ICE) |
Dec10 |
101201 |
81.335 |
81.435 |
80.540 |
80.762 |
-0.507 |
26,364 |
33,182 |
+1,100 |
Mar11 |
101201 |
81.730 |
81.820 |
80.950 |
81.168 |
-0.542 |
570 |
1,245 |
+79 |
Jun11 |
101201 |
82.000 |
82.000 |
81.610 |
81.610 |
-0.545 |
2 |
7 |
+2 |
Total Volume and Open Interest |
38,955 |
33,253 |
+0 |
Australian Dollar(CME) |
Dec10 |
101201 |
95.72 |
96.84 |
95.21 |
96.70 |
+0.81 |
134,196 |
111,641 |
-2,746 |
Mar11 |
101201 |
94.75 |
95.76 |
94.15 |
95.62 |
+0.81 |
3,661 |
5,370 |
+2,486 |
Jun11 |
101201 |
94.54 |
94.54 |
93.75 |
94.54 |
+0.79 |
1 |
152 |
+0 |
Total Volume and Open Interest |
112,102 |
117,562 |
+0 |
British Pound(CME) |
Dec10 |
101201 |
155.53 |
156.47 |
155.46 |
156.16 |
+0.47 |
118,962 |
83,016 |
-3,742 |
Mar11 |
101201 |
155.52 |
156.32 |
155.43 |
156.06 |
+0.46 |
2,136 |
2,491 |
+1,022 |
Jun11 |
101201 |
155.50 |
155.96 |
155.50 |
155.96 |
+0.44 |
0 |
44 |
+0 |
Total Volume and Open Interest |
89,956 |
88,307 |
+0 |
Canadian Dollar(CME) |
Dec10 |
101201 |
97.46 |
98.58 |
97.33 |
98.42 |
+0.96 |
105,801 |
89,819 |
-1,232 |
Mar11 |
101201 |
97.28 |
98.39 |
97.16 |
98.22 |
+0.94 |
3,683 |
8,270 |
+2,503 |
Jun11 |
101201 |
97.50 |
98.07 |
97.08 |
97.99 |
+0.91 |
258 |
1,193 |
+140 |
Sep11 |
101201 |
97.49 |
97.73 |
96.80 |
97.73 |
+0.93 |
1 |
490 |
+0 |
Total Volume and Open Interest |
78,824 |
98,829 |
+0 |
Japanese Yen(CME) |
Dec10 |
101201 |
119.56 |
119.95 |
118.38 |
118.78 |
-0.81 |
142,980 |
130,032 |
+2,719 |
Mar11 |
101201 |
119.67 |
120.09 |
118.66 |
118.94 |
-0.82 |
1,854 |
2,823 |
+339 |
Jun11 |
101201 |
119.18 |
120.00 |
119.18 |
119.18 |
-0.82 |
0 |
204 |
+0 |
Total Volume and Open Interest |
86,550 |
130,011 |
+0 |
Swiss Franc(CME) |
Dec10 |
101201 |
99.62 |
100.16 |
99.35 |
99.66 |
-0.02 |
64,800 |
41,529 |
+772 |
Mar11 |
101201 |
99.86 |
100.24 |
99.52 |
99.80 |
-0.05 |
2,377 |
2,057 |
+1,473 |
Jun11 |
101201 |
99.90 |
100.22 |
99.90 |
99.99 |
-0.06 |
5 |
8 |
+4 |
Total Volume and Open Interest |
38,106 |
41,352 |
+0 |
EuroFX(CME) |
Dec10 |
101201 |
129.85 |
131.82 |
129.69 |
131.32 |
+1.23 |
502,072 |
192,012 |
+5,571 |
Mar11 |
101201 |
129.80 |
131.74 |
129.65 |
131.25 |
+1.21 |
9,646 |
11,696 |
+2,970 |
Jun11 |
101201 |
129.75 |
131.32 |
129.75 |
131.19 |
+1.18 |
47 |
190 |
+20 |
Total Volume and Open Interest |
434,017 |
195,370 |
+0 |
Mexican Peso(CME) |
Dec10 |
101201 |
799.5 |
808.8 |
799.2 |
806.0 |
+4.0 |
28,895 |
133,575 |
-1,619 |
Jan11 |
101201 |
805.2 |
805.2 |
801.0 |
805.2 |
+4.2 |
|
|
|
Total Volume and Open Interest |
29,595 |
136,138 |
+0 |
30-Year T-Bonds(CBOT) |
Dec10 |
101201 |
127~060 |
127~060 |
126~100 |
126~100 |
-2~130 |
170,688 |
91,036 |
-34,403 |
Mar11 |
101201 |
127~040 |
127~060 |
124~180 |
124~270 |
-2~140 |
318,948 |
543,045 |
+31,383 |
Jun11 |
101201 |
124~100 |
125~270 |
123~120 |
123~120 |
-2~150 |
24 |
580 |
+18 |
Total Volume and Open Interest |
680,565 |
637,663 |
+0 |
10-Year T-Notes(CBOT) |
Dec10 |
101201 |
125~000 |
125~020 |
123~190 |
123~275 |
-1~060 |
493,665 |
172,208 |
-142,927 |
Mar11 |
101201 |
124~020 |
124~045 |
122~175 |
122~265 |
-1~090 |
1,143,602 |
1,180,808 |
+83,303 |
Jun11 |
101201 |
122~130 |
123~090 |
122~000 |
122~000 |
-1~090 |
2 |
30 |
-6 |
Total Volume and Open Interest |
1,967,214 |
1,412,682 |
+0 |
5-Year T-Notes(CBOT) |
Dec10 |
101201 |
120~077 |
120~080 |
119~101 |
119~119 |
-0~089 |
318,075 |
172,390 |
-101,560 |
Mar11 |
101201 |
119~107 |
119~109 |
118~117 |
119~007 |
-0~102 |
608,910 |
864,316 |
+82,097 |
Jun11 |
101201 |
118~031 |
119~005 |
118~031 |
118~031 |
-0~102 |
|
|
|
Total Volume and Open Interest |
1,218,680 |
1,056,169 |
+0 |
2 Year T-Notes(CBOT) |
Dec10 |
101201 |
109~097 |
109~098 |
109~072 |
109~083 |
-0~017 |
159,100 |
61,529 |
-49,461 |
Mar11 |
101201 |
109~086 |
109~087 |
109~062 |
109~067 |
-0~021 |
276,087 |
617,234 |
+32,877 |
Jun11 |
101201 |
109~072 |
109~076 |
109~055 |
109~055 |
-0~021 |
10 |
5 |
+5 |
Total Volume and Open Interest |
694,223 |
695,347 |
+0 |
Eurodollars(CME) |
Dec10 |
101201 |
99.610 |
99.650 |
99.605 |
99.643 |
+0.020 |
376,350 |
883,642 |
-23,060 |
Mar11 |
101201 |
99.395 |
99.480 |
99.380 |
99.465 |
+0.040 |
576,928 |
1,166,403 |
-32,425 |
Jun11 |
101201 |
99.335 |
99.400 |
99.315 |
99.380 |
+0.025 |
321,385 |
1,040,931 |
+301 |
Sep11 |
101201 |
99.280 |
99.330 |
99.245 |
99.295 |
unch |
286,992 |
914,168 |
-12,726 |
Dec11 |
101201 |
99.195 |
99.225 |
99.140 |
99.180 |
-0.035 |
250,687 |
842,727 |
+16,282 |
Mar12 |
101201 |
99.095 |
99.100 |
99.000 |
99.035 |
-0.080 |
237,067 |
736,416 |
+8,987 |
Jun12 |
101201 |
98.975 |
98.980 |
98.835 |
98.870 |
-0.130 |
182,475 |
468,589 |
+10,789 |
Sep12 |
101201 |
98.840 |
98.840 |
98.665 |
98.700 |
-0.165 |
164,223 |
378,844 |
+4,782 |
Dec12 |
101201 |
98.660 |
98.670 |
98.480 |
98.505 |
-0.190 |
116,385 |
314,953 |
+7,109 |
Mar13 |
101201 |
98.485 |
98.490 |
98.290 |
98.315 |
-0.205 |
104,578 |
240,100 |
-3,259 |
Jun13 |
101201 |
98.285 |
98.295 |
98.080 |
98.105 |
-0.210 |
100,594 |
167,131 |
+8,853 |
Sep13 |
101201 |
98.070 |
98.085 |
97.860 |
97.885 |
-0.215 |
73,224 |
180,507 |
+5,807 |
Dec13 |
101201 |
97.835 |
97.850 |
97.610 |
97.640 |
-0.220 |
30,611 |
125,784 |
-1,265 |
Mar14 |
101201 |
97.605 |
97.625 |
97.375 |
97.410 |
-0.225 |
27,630 |
112,198 |
-812 |
Jun14 |
101201 |
97.355 |
97.380 |
97.120 |
97.165 |
-0.225 |
25,812 |
106,627 |
-563 |
Sep14 |
101201 |
97.125 |
97.145 |
96.870 |
96.925 |
-0.225 |
27,085 |
70,857 |
-470 |
Dec14 |
101201 |
96.870 |
96.905 |
96.630 |
96.685 |
-0.225 |
19,064 |
86,118 |
+1,234 |
Mar15 |
101201 |
96.695 |
96.695 |
96.420 |
96.480 |
-0.225 |
20,199 |
44,242 |
+1,767 |
Total Volume and Open Interest |
2,040,876 |
8,091,659 |
+0 |
30 Day Federal Funds(CBOT) |
Dec10 |
101201 |
99.805 |
99.810 |
99.805 |
99.810 |
unch |
7,088 |
101,806 |
+2,959 |
Jan11 |
101201 |
99.810 |
99.815 |
99.805 |
99.810 |
-0.005 |
2,935 |
63,469 |
-1,092 |
Feb11 |
101201 |
99.805 |
99.810 |
99.800 |
99.805 |
-0.005 |
954 |
53,592 |
-136 |
Mar11 |
101201 |
99.805 |
99.810 |
99.800 |
99.805 |
-0.005 |
1,536 |
33,908 |
+706 |
Apr11 |
101201 |
99.805 |
99.810 |
99.800 |
99.810 |
unch |
1,192 |
36,480 |
-45 |
May11 |
101201 |
99.800 |
99.810 |
99.800 |
99.805 |
unch |
2,746 |
35,430 |
+667 |
Total Volume and Open Interest |
44,191 |
617,189 |
+0 |
30 Day Fed Funds(e-CBOT) |
Dec10 |
090519 |
98.590 |
98.590 |
98.565 |
98.565 |
unch |
0 |
330 |
|
Jan11 |
090519 |
98.500 |
98.500 |
98.475 |
98.475 |
unch |
0 |
1,177 |
|
Feb11 |
090519 |
98.350 |
98.350 |
98.330 |
98.350 |
unch |
0 |
1,700 |
|
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) |
Dec10 |
101201 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
2,289 |
+0 |
Mar11 |
101201 |
99.637 |
99.637 |
99.637 |
99.637 |
+0.002 |
0 |
769 |
+0 |
Jun11 |
101201 |
99.622 |
99.622 |
99.622 |
99.622 |
+0.002 |
0 |
150 |
+0 |
Sep11 |
101201 |
99.628 |
99.628 |
99.628 |
99.628 |
+0.028 |
|
|
|
Dec11 |
101201 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.025 |
|
|
|
Mar12 |
101201 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.025 |
|
|
|
Jun12 |
101201 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.025 |
|
|
|
Sep12 |
101201 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.025 |
|
|
|
Dec12 |
101201 |
99.315 |
99.315 |
99.315 |
99.315 |
+0.025 |
|
|
|
Mar13 |
101201 |
99.315 |
99.315 |
99.315 |
99.315 |
+0.025 |
|
|
|
Total Volume and Open Interest |
0 |
3,208 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec10 |
101201 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
4,588 |
+300 |
Mar11 |
101201 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
1,456 |
+0 |
Jun11 |
101201 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
8 |
1,429 |
-8 |
Sep11 |
101201 |
99.62 |
99.63 |
99.62 |
99.63 |
+0.03 |
100 |
1,174 |
-34 |
Dec11 |
101201 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.02 |
0 |
110 |
+0 |
Mar12 |
101201 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.03 |
0 |
305 |
+0 |
Jun12 |
101201 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.03 |
0 |
754 |
+0 |
Sep12 |
101201 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.03 |
0 |
310 |
+0 |
Total Volume and Open Interest |
302 |
9,872 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec10 |
101201 |
140.94 |
141.57 |
140.76 |
141.22 |
+0.36 |
2,497 |
15,768 |
+184 |
Mar11 |
101201 |
140.00 |
140.58 |
140.00 |
140.41 |
+0.35 |
43 |
103 |
+47 |
Jun11 |
101201 |
138.32 |
138.32 |
138.32 |
138.32 |
+0.35 |
|
|
|
Total Volume and Open Interest |
4,006 |
15,640 |
+0 |
Euro-Bund(EUREX) |
Dec10 |
101201 |
127.85 |
127.94 |
126.63 |
127.02 |
-1.00 |
1,064,954 |
880,272 |
-68,813 |
Mar11 |
101201 |
127.65 |
127.68 |
126.38 |
126.77 |
-1.07 |
86,575 |
93,766 |
+28,161 |
Jun11 |
101201 |
126.27 |
126.27 |
126.27 |
126.27 |
-1.00 |
|
|
|
Total Volume and Open Interest |
940,679 |
1,014,690 |
+0 |
Euro-Bobl(EUREX) |
Dec10 |
101130 |
119.59 |
120.05 |
119.52 |
120.03 |
+0.54 |
515,521 |
683,708 |
-28,425 |
Mar11 |
101201 |
119.79 |
119.79 |
118.97 |
119.28 |
-0.56 |
71,448 |
134,310 |
+27,284 |
Jun11 |
101201 |
119.33 |
119.33 |
119.33 |
119.33 |
-0.50 |
0 |
8 |
+0 |
Total Volume and Open Interest |
538,378 |
790,742 |
+0 |
3-Mth Euribor(EUREX) |
Dec10 |
101201 |
98.955 |
98.960 |
98.945 |
98.960 |
+0.010 |
7,986 |
9,564 |
+3,434 |
Mar11 |
101201 |
98.840 |
98.845 |
98.830 |
98.845 |
+0.010 |
114 |
2,074 |
+27 |
Jun11 |
101201 |
98.770 |
98.770 |
98.745 |
98.760 |
-0.005 |
32 |
5,329 |
+0 |
Total Volume and Open Interest |
82 |
22,258 |
+0 |
Long Gilt(LIFFE) |
Dec10 |
101201 |
121~31 |
121~31 |
120~27 |
120~30 |
-1~09 |
34,623 |
38,976 |
-15,599 |
Mar11 |
101201 |
120~20 |
120~21 |
119~17 |
119~21 |
-1~09 |
146,163 |
276,234 |
+25,331 |
Total Volume and Open Interest |
142,006 |
305,478 |
+0 |
3-Mth Short Sterling(LIFFE) |
Dec10 |
101201 |
99.23 |
99.26 |
99.21 |
99.24 |
+0.01 |
34,910 |
336,387 |
-2,148 |
Mar11 |
101201 |
99.14 |
99.16 |
99.09 |
99.14 |
+0.01 |
78,487 |
281,907 |
-1,001 |
Jun11 |
101201 |
99.08 |
99.09 |
99.00 |
99.05 |
-0.02 |
79,077 |
247,401 |
+11,933 |
Sep11 |
101201 |
99.02 |
99.02 |
98.90 |
98.95 |
-0.05 |
76,609 |
239,133 |
+11,514 |
Dec11 |
101201 |
98.88 |
98.89 |
98.75 |
98.80 |
-0.08 |
107,637 |
369,231 |
+21,226 |
Mar12 |
101201 |
98.71 |
98.73 |
98.58 |
98.62 |
-0.10 |
79,148 |
210,463 |
+3,763 |
Total Volume and Open Interest |
417,449 |
2,076,385 |
+0 |
3-Mth Euribor(LIFFE) |
Dec10 |
101201 |
98.950 |
98.965 |
98.945 |
98.960 |
+0.010 |
126,813 |
506,109 |
-1,080 |
Mar11 |
101201 |
98.840 |
98.860 |
98.825 |
98.845 |
+0.010 |
196,001 |
516,161 |
-3,446 |
Jun11 |
101201 |
98.770 |
98.795 |
98.735 |
98.760 |
unch |
149,213 |
439,084 |
+8,866 |
Total Volume and Open Interest |
806,602 |
2,916,236 |
+0 |
3-Mth Aus T-Bills(SFE) |
Dec10 |
101201 |
95.00 |
95.01 |
94.98 |
95.00 |
-0.01 |
26,002 |
131,147 |
+4,124 |
Mar11 |
101201 |
94.94 |
94.97 |
94.92 |
94.97 |
+0.03 |
40,403 |
183,437 |
+14,321 |
Jun11 |
101201 |
94.84 |
94.90 |
94.84 |
94.90 |
+0.05 |
28,745 |
109,782 |
+8,711 |
Sep11 |
101201 |
94.75 |
94.82 |
94.75 |
94.82 |
+0.06 |
15,230 |
68,397 |
+4,750 |
Dec11 |
101201 |
94.68 |
94.75 |
94.67 |
94.75 |
+0.06 |
7,180 |
43,431 |
+1,941 |
Mar12 |
101201 |
94.62 |
94.69 |
94.61 |
94.69 |
+0.06 |
2,991 |
41,653 |
-5 |
Jun12 |
101201 |
94.56 |
94.64 |
94.54 |
94.64 |
+0.08 |
3,901 |
36,974 |
+831 |
Sep12 |
101201 |
94.51 |
94.58 |
94.49 |
94.58 |
+0.06 |
1,124 |
15,683 |
+258 |
Dec12 |
101201 |
94.45 |
94.52 |
94.45 |
94.51 |
+0.05 |
1,427 |
4,651 |
+1,293 |
Mar13 |
101201 |
94.41 |
94.46 |
94.41 |
94.45 |
+0.01 |
183 |
2,303 |
+157 |
Total Volume and Open Interest |
102,188 |
602,250 |
+0 |
10-Year Aus T-Bonds(SFE) |
Dec10 |
101201 |
94.56 |
94.63 |
94.56 |
94.63 |
+0.06 |
40,375 |
411,598 |
+17,985 |
Mar11 |
101201 |
94.59 |
94.59 |
94.59 |
94.59 |
+0.02 |
|
|
|
Total Volume and Open Interest |
35,592 |
393,613 |
+0 |
3-Year Aus T-Bonds(SFE) |
Dec10 |
101201 |
94.96 |
95.04 |
94.95 |
95.04 |
+0.08 |
188,935 |
609,652 |
+71,330 |
Mar11 |
101201 |
94.99 |
94.99 |
94.99 |
94.99 |
+0.08 |
|
|
|
Total Volume and Open Interest |
145,348 |
538,322 |
+0 |
Gold(CMX) |
Dec10 |
101201 |
1386.8 |
1396.6 |
1382.3 |
1387.3 |
+2.3 |
11,370 |
7,269 |
-7,926 |
Feb11 |
101201 |
1387.7 |
1398.3 |
1383.0 |
1388.3 |
+2.2 |
169,676 |
365,715 |
+11,418 |
Apr11 |
101201 |
1390.5 |
1400.2 |
1385.7 |
1390.5 |
+2.2 |
3,788 |
47,811 |
+1,216 |
Jun11 |
101201 |
1392.2 |
1402.5 |
1387.7 |
1392.7 |
+2.2 |
3,316 |
31,984 |
-883 |
Aug11 |
101201 |
1399.6 |
1399.6 |
1395.1 |
1395.1 |
+2.2 |
369 |
13,978 |
+131 |
Oct11 |
101201 |
1395.9 |
1397.6 |
1395.9 |
1397.6 |
+2.2 |
87 |
10,218 |
+33 |
Dec11 |
101201 |
1398.9 |
1409.0 |
1396.6 |
1400.2 |
+2.1 |
1,934 |
33,114 |
+106 |
Feb12 |
101201 |
1402.8 |
1402.8 |
1402.8 |
1402.8 |
+2.5 |
27 |
6,048 |
+27 |
Apr12 |
101201 |
1405.5 |
1405.5 |
1405.5 |
1405.5 |
+2.5 |
0 |
5,948 |
+0 |
Jun12 |
101201 |
1408.4 |
1408.4 |
1408.4 |
1408.4 |
+2.4 |
421 |
10,111 |
+324 |
Aug12 |
101201 |
1411.4 |
1411.4 |
1411.4 |
1411.4 |
+2.3 |
0 |
4,748 |
+0 |
Oct12 |
101201 |
1414.9 |
1414.9 |
1414.9 |
1414.9 |
+2.7 |
|
|
|
Total Volume and Open Interest |
299,408 |
594,035 |
|
Silver(CMX) |
Dec10 |
101201 |
2809.5 |
2880.0 |
2802.0 |
2838.8 |
+20.3 |
8,378 |
1,945 |
-3,483 |
Mar11 |
101201 |
2818.0 |
2888.0 |
2802.0 |
2841.3 |
+20.1 |
81,317 |
80,941 |
+2,719 |
May11 |
101201 |
2816.5 |
2890.0 |
2816.5 |
2846.3 |
+20.0 |
2,847 |
13,355 |
+1,741 |
Jul11 |
101201 |
2827.5 |
2895.0 |
2826.5 |
2851.1 |
+20.0 |
204 |
8,905 |
+2 |
Sep11 |
101201 |
2892.0 |
2893.0 |
2855.8 |
2855.8 |
+20.0 |
112 |
6,207 |
+7 |
Dec11 |
101201 |
2856.0 |
2900.0 |
2844.5 |
2862.8 |
+20.0 |
1,346 |
9,464 |
-389 |
Mar12 |
101201 |
2868.8 |
2868.8 |
2868.8 |
2868.8 |
+20.2 |
7 |
355 |
+0 |
Total Volume and Open Interest |
136,701 |
132,790 |
+0 |
Platinum(NYMEX) |
Jan11 |
101201 |
1664.2 |
1692.3 |
1658.4 |
1684.0 |
+17.6 |
5,814 |
30,253 |
-155 |
Apr11 |
101201 |
1669.9 |
1695.6 |
1665.0 |
1689.8 |
+18.0 |
790 |
3,884 |
+625 |
Jul11 |
101201 |
1695.0 |
1695.0 |
1691.3 |
1691.3 |
+18.0 |
10 |
363 |
+10 |
Oct11 |
101201 |
1679.3 |
1699.0 |
1679.3 |
1691.3 |
+18.0 |
1 |
1 |
+1 |
Total Volume and Open Interest |
6,745 |
34,023 |
+0 |
Palladium(NYMEX) |
Dec10 |
101201 |
702.00 |
734.10 |
701.50 |
730.75 |
+29.80 |
607 |
703 |
-375 |
Mar11 |
101201 |
699.00 |
738.70 |
694.15 |
732.30 |
+29.30 |
3,998 |
21,905 |
+208 |
Jun11 |
101201 |
706.15 |
740.00 |
706.10 |
733.55 |
+29.60 |
9 |
203 |
-3 |
Total Volume and Open Interest |
7,952 |
23,012 |
+0 |
Copper(CMX) |
Dec10 |
101201 |
379.10 |
394.60 |
378.85 |
394.60 |
+12.30 |
5,000 |
6,133 |
-2,374 |
Mar11 |
101201 |
380.80 |
395.05 |
378.70 |
394.75 |
+12.20 |
42,540 |
105,558 |
+2,845 |
May11 |
101201 |
380.60 |
394.15 |
380.60 |
393.85 |
+11.80 |
1,028 |
17,411 |
+682 |
Jul11 |
101201 |
389.15 |
392.70 |
388.60 |
392.70 |
+11.45 |
294 |
5,333 |
+147 |
Sep11 |
101201 |
391.35 |
391.35 |
391.35 |
391.35 |
+11.15 |
25 |
4,834 |
+2 |
Total Volume and Open Interest |
51,619 |
146,498 |
+0 |
DJIA Index(CBOT) |
Dec10 |
101201 |
10987 |
11265 |
10975 |
11233 |
+237 |
899 |
7,600 |
-474 |
Mar11 |
101201 |
11012 |
11167 |
10929 |
11167 |
+238 |
29 |
51 |
-6 |
Jun11 |
101201 |
11110 |
11110 |
10873 |
11110 |
+237 |
|
|
|
Sep11 |
101201 |
11048 |
11048 |
10811 |
11048 |
+237 |
|
|
|
Total Volume and Open Interest |
510 |
8,131 |
+0 |
S & P 500(CME) |
Dec10 |
101201 |
1177.60 |
1207.10 |
1176.50 |
1204.50 |
+24.90 |
25,543 |
343,788 |
-6,971 |
Mar11 |
101201 |
1193.50 |
1202.10 |
1193.50 |
1199.50 |
+24.90 |
3,764 |
17,859 |
+3,186 |
Jun11 |
101201 |
1194.90 |
1197.80 |
1194.50 |
1194.90 |
+25.10 |
0 |
2,717 |
+0 |
Sep11 |
101201 |
1190.40 |
1193.30 |
1190.00 |
1190.40 |
+25.10 |
0 |
130 |
+0 |
Total Volume and Open Interest |
26,718 |
368,429 |
+0 |
S & P 500 E-Mini(Globex) |
Dec10 |
101201 |
1177.75 |
1207.75 |
1176.25 |
1204.50 |
+25.00 |
3,089,404 |
2,792,037 |
+20,376 |
Mar11 |
101201 |
1172.50 |
1202.50 |
1171.50 |
1199.50 |
+25.00 |
10,578 |
80,630 |
+5,325 |
Total Volume and Open Interest |
2,500,646 |
2,847,091 |
+0 |
NASDAQ 100(CME) |
Dec10 |
101201 |
2111.30 |
2173.50 |
2111.30 |
2158.50 |
+41.50 |
4,051 |
26,586 |
-271 |
Mar11 |
101201 |
2173.00 |
2173.00 |
2156.50 |
2156.50 |
+41.50 |
13 |
61 |
-1 |
Jun11 |
101201 |
2154.00 |
2154.00 |
2153.50 |
2154.00 |
+41.50 |
|
|
|
Total Volume and Open Interest |
3,950 |
26,919 |
+0 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
101201 |
2115.00 |
2174.00 |
2110.80 |
2158.50 |
+41.50 |
320,212 |
400,142 |
-7,733 |
Mar11 |
101201 |
2113.50 |
2171.80 |
2110.00 |
2156.50 |
+41.50 |
714 |
1,853 |
+111 |
Total Volume and Open Interest |
295,015 |
409,629 |
+0 |
S & P Midcap 400(CME) |
Dec10 |
101201 |
868.00 |
870.00 |
850.60 |
868.50 |
+16.60 |
2 |
3,534 |
+1 |
Mar11 |
101201 |
865.90 |
865.90 |
864.60 |
865.90 |
+16.30 |
0 |
2 |
+0 |
Jun11 |
101201 |
863.90 |
863.90 |
862.60 |
863.90 |
+16.30 |
|
|
|
Total Volume and Open Interest |
290 |
3,535 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec10 |
101201 |
9925 |
10210 |
9925 |
10170 |
+225 |
13,429 |
45,419 |
+689 |
Mar11 |
101201 |
10035 |
10230 |
10035 |
10200 |
+225 |
130 |
177 |
+77 |
Total Volume and Open Interest |
15,227 |
44,830 |
+0 |
Nikkei 225(SGX) |
Dec10 |
101201 |
9965 |
10010 |
9855 |
9995 |
+50 |
164,031 |
222,610 |
-769 |
Mar11 |
101201 |
9945 |
9985 |
9840 |
9985 |
+50 |
5,363 |
10,906 |
+74 |
Jun11 |
101201 |
9915 |
9915 |
9915 |
9915 |
+55 |
20 |
2,146 |
+0 |
Total Volume and Open Interest |
108,663 |
243,382 |
+0 |
CAC 40(EURONEXT) |
Dec10 |
101201 |
3630.0 |
3689.0 |
3619.0 |
3667.0 |
+56.0 |
209,132 |
395,571 |
+15,880 |
Jan11 |
101201 |
3632.5 |
3680.5 |
3632.5 |
3669.5 |
+56.0 |
10,108 |
16,004 |
+10,078 |
Feb11 |
101201 |
3673.0 |
3673.0 |
3673.0 |
3673.0 |
+56.5 |
0 |
70 |
+0 |
Total Volume and Open Interest |
202,029 |
385,901 |
+0 |
Hang Seng Index(HKFE) |
Dec10 |
101201 |
22997 |
23362 |
22823 |
23259 |
+231 |
84,441 |
96,019 |
-2,805 |
Jan11 |
101201 |
22985 |
23360 |
22850 |
23266 |
+233 |
717 |
523 |
|
Total Volume and Open Interest |
89,505 |
102,571 |
|
DAX(EUREX) |
Dec10 |
101201 |
6727.0 |
6889.5 |
6725.0 |
6863.5 |
+161.5 |
216,868 |
214,935 |
+5,852 |
Mar11 |
101201 |
6750.5 |
6903.5 |
6748.0 |
6880.0 |
+161.5 |
498 |
14,336 |
+152 |
Jun11 |
101201 |
6774.5 |
6921.5 |
6774.5 |
6901.0 |
+162.0 |
317 |
4,909 |
+116 |
Total Volume and Open Interest |
234,879 |
228,060 |
+0 |
FT-SE 100(EURONEXT) |
Dec10 |
101201 |
5535.00 |
5672.00 |
5522.00 |
5645.00 |
+100.50 |
152,681 |
611,307 |
+7,403 |
Mar11 |
101201 |
5525.00 |
5630.00 |
5525.00 |
5605.00 |
+100.50 |
1,104 |
10,795 |
+334 |
Jun11 |
101201 |
5557.50 |
5564.00 |
5557.50 |
5563.00 |
+100.00 |
0 |
1,034 |
+0 |
Total Volume and Open Interest |
154,187 |
615,409 |
+0 |
SPI 200(SFE) |
Dec10 |
101201 |
4596.0 |
4613.0 |
4562.0 |
4595.0 |
+2.0 |
34,915 |
212,063 |
+7,865 |
Mar11 |
101201 |
4558.0 |
4590.0 |
4558.0 |
4590.0 |
+2.0 |
284 |
2,712 |
+281 |
Jun11 |
101201 |
4614.0 |
4614.0 |
4614.0 |
4614.0 |
+2.0 |
2 |
2,296 |
-104 |
Total Volume and Open Interest |
37,976 |
211,869 |
+0 |
GSCI(CME) |
Dec10 |
101201 |
585.50 |
593.75 |
585.00 |
593.60 |
+17.60 |
710 |
14,551 |
-76 |
Jan11 |
101201 |
587.50 |
595.25 |
587.00 |
595.25 |
+17.25 |
6 |
5 |
+2 |
Feb11 |
101201 |
596.75 |
596.75 |
596.75 |
596.75 |
+15.75 |
|
|
|
Total Volume and Open Interest |
203 |
14,630 |
+0 |
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. |
|
|