|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu December 09, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
101209 |
1296.00 |
1299.00 |
1278.25 |
1281.50 |
-14.50 |
112,131 |
200,913 |
-15,053 |
Mar11 |
101209 |
1305.00 |
1308.00 |
1287.00 |
1290.50 |
-14.50 |
57,043 |
174,822 |
+12,956 |
May11 |
101209 |
1308.00 |
1310.00 |
1291.25 |
1294.00 |
-15.00 |
13,481 |
71,979 |
+1,037 |
Jul11 |
101209 |
1309.00 |
1312.75 |
1291.50 |
1294.75 |
-15.75 |
11,119 |
60,809 |
+369 |
Aug11 |
101209 |
1281.00 |
1285.75 |
1270.25 |
1270.25 |
-15.50 |
172 |
2,404 |
-4 |
Sep11 |
101209 |
1244.00 |
1248.50 |
1234.00 |
1234.00 |
-14.50 |
319 |
3,203 |
+34 |
Nov11 |
101209 |
1212.00 |
1213.50 |
1196.50 |
1198.75 |
-13.75 |
8,480 |
101,857 |
+448 |
Total Volume and Open Interest |
204,144 |
632,093 |
+306 |
Soybean Meal(CBOT) |
Dec10 |
101209 |
345.40 |
345.40 |
338.90 |
339.90 |
-5.50 |
1,407 |
2,277 |
-385 |
Jan11 |
101209 |
347.00 |
348.30 |
339.00 |
340.70 |
-6.40 |
24,681 |
63,889 |
-523 |
Mar11 |
101209 |
349.10 |
349.50 |
341.30 |
343.00 |
-5.90 |
9,535 |
47,964 |
+1,571 |
May11 |
101209 |
347.90 |
347.90 |
340.90 |
342.30 |
-5.60 |
2,710 |
27,625 |
-48 |
Jul11 |
101209 |
345.10 |
346.40 |
340.20 |
342.00 |
-5.50 |
1,390 |
18,217 |
+128 |
Aug11 |
101209 |
335.50 |
335.50 |
331.90 |
332.70 |
-5.40 |
200 |
5,715 |
+17 |
Sep11 |
101209 |
322.40 |
323.30 |
319.60 |
320.80 |
-5.10 |
305 |
5,517 |
-14 |
Oct11 |
101209 |
307.50 |
308.60 |
303.70 |
304.30 |
-4.30 |
162 |
4,472 |
+6 |
Total Volume and Open Interest |
41,904 |
194,340 |
+1,062 |
Soybean Oil(CBOT) |
Dec10 |
101209 |
54.00 |
54.10 |
53.78 |
53.79 |
-0.01 |
4,492 |
2,800 |
-506 |
Jan11 |
101209 |
54.22 |
54.55 |
53.86 |
54.15 |
-0.03 |
77,763 |
110,826 |
-12,335 |
Mar11 |
101209 |
54.68 |
55.01 |
54.36 |
54.62 |
-0.04 |
53,024 |
115,641 |
+10,287 |
May11 |
101209 |
55.01 |
55.31 |
54.75 |
54.95 |
-0.05 |
10,914 |
38,858 |
-313 |
Jul11 |
101209 |
55.15 |
55.51 |
55.01 |
55.15 |
-0.06 |
3,261 |
34,446 |
+301 |
Aug11 |
101209 |
55.51 |
55.55 |
55.18 |
55.18 |
-0.08 |
230 |
4,493 |
+37 |
Sep11 |
101209 |
55.42 |
55.55 |
55.18 |
55.18 |
-0.10 |
150 |
5,067 |
-6 |
Oct11 |
101209 |
55.30 |
55.50 |
55.10 |
55.15 |
-0.08 |
72 |
7,216 |
-1 |
Total Volume and Open Interest |
151,371 |
341,015 |
-2,349 |
Canola(WCE) |
Jan11 |
101209 |
563.6 |
572.9 |
563.6 |
564.9 |
+1.2 |
11,120 |
93,367 |
-8,344 |
Mar11 |
101209 |
571.6 |
581.1 |
571.6 |
572.7 |
+1.1 |
10,355 |
48,070 |
+4,928 |
May11 |
101209 |
579.0 |
583.4 |
575.9 |
576.0 |
+0.6 |
1,660 |
6,008 |
+840 |
Jul11 |
101209 |
577.0 |
583.3 |
575.0 |
575.4 |
+0.1 |
1,232 |
15,163 |
+964 |
Nov11 |
101209 |
517.4 |
522.3 |
512.5 |
516.0 |
-1.4 |
753 |
31,576 |
+151 |
Total Volume and Open Interest |
25,122 |
195,988 |
-1,459 |
Corn(CBOT) |
Dec10 |
101209 |
560.25 |
564.25 |
554.50 |
560.25 |
+0.75 |
14,866 |
9,488 |
-2,353 |
Mar11 |
101209 |
574.25 |
578.75 |
569.25 |
574.25 |
-0.25 |
149,130 |
721,694 |
-7,432 |
May11 |
101209 |
582.50 |
587.00 |
577.50 |
583.00 |
unch |
28,604 |
172,568 |
+3,707 |
Jul11 |
101209 |
586.50 |
591.50 |
583.00 |
587.25 |
unch |
26,868 |
226,016 |
+671 |
Sep11 |
101209 |
549.00 |
551.00 |
543.25 |
547.75 |
-1.25 |
2,970 |
39,984 |
+518 |
Dec11 |
101209 |
533.00 |
536.00 |
528.50 |
529.75 |
-4.00 |
20,608 |
255,146 |
-584 |
Total Volume and Open Interest |
244,288 |
1,484,532 |
-5,330 |
Wheat(CBOT) |
Dec10 |
101209 |
743.25 |
749.25 |
742.00 |
748.25 |
+6.25 |
575 |
541 |
-283 |
Mar11 |
101209 |
786.25 |
790.50 |
779.75 |
788.50 |
+4.50 |
59,350 |
231,708 |
-2,434 |
May11 |
101209 |
810.50 |
814.50 |
804.00 |
814.00 |
+5.50 |
12,289 |
57,434 |
+1,468 |
Jul11 |
101209 |
807.00 |
815.00 |
804.50 |
814.00 |
+7.75 |
8,250 |
101,733 |
-295 |
Sep11 |
101209 |
817.75 |
828.25 |
817.50 |
827.25 |
+10.25 |
3,002 |
17,528 |
+85 |
Total Volume and Open Interest |
88,404 |
478,000 |
-1,187 |
Wheat(KCBT) |
Dec10 |
101209 |
826.00 |
835.25 |
826.00 |
834.25 |
+7.00 |
364 |
334 |
-177 |
Mar11 |
101209 |
837.50 |
847.00 |
835.00 |
843.75 |
+6.25 |
17,299 |
117,341 |
-1,009 |
May11 |
101209 |
844.75 |
853.00 |
842.25 |
850.50 |
+6.00 |
3,570 |
22,651 |
-858 |
Jul11 |
101209 |
840.75 |
851.75 |
840.25 |
849.00 |
+7.00 |
2,714 |
51,371 |
+24 |
Sep11 |
101209 |
847.00 |
858.00 |
842.50 |
857.00 |
+9.25 |
620 |
12,347 |
+115 |
Total Volume and Open Interest |
25,086 |
216,143 |
-1,802 |
Wheat(MGE) |
Dec10 |
101209 |
854.00 |
854.00 |
854.00 |
854.00 |
+11.25 |
175 |
194 |
+59 |
Mar11 |
101209 |
862.50 |
876.75 |
860.75 |
874.00 |
+11.25 |
5,397 |
32,318 |
+67 |
May11 |
101209 |
870.00 |
880.75 |
867.00 |
878.25 |
+8.75 |
1,115 |
10,978 |
+300 |
Jul11 |
101209 |
867.50 |
876.00 |
863.75 |
874.50 |
+9.25 |
918 |
7,684 |
-99 |
Sep11 |
101209 |
853.00 |
866.75 |
850.25 |
864.00 |
+10.25 |
380 |
7,128 |
+24 |
Total Volume and Open Interest |
8,251 |
66,651 |
+418 |
Oats(CBOT) |
Dec10 |
101209 |
385.00 |
394.00 |
378.00 |
394.00 |
+16.00 |
23 |
26 |
-249 |
Mar11 |
101209 |
376.25 |
383.00 |
375.25 |
382.00 |
+4.00 |
725 |
9,677 |
-150 |
May11 |
101209 |
385.00 |
387.00 |
383.00 |
387.00 |
+4.00 |
28 |
633 |
+9 |
Jul11 |
101209 |
389.25 |
390.50 |
386.00 |
390.50 |
+4.50 |
11 |
213 |
+2 |
Total Volume and Open Interest |
797 |
11,490 |
-388 |
Rough Rice(CBOT) |
Jan11 |
101209 |
13.95 |
13.98 |
13.81 |
13.89 |
-0.06 |
1,117 |
7,780 |
-383 |
Mar11 |
101209 |
14.25 |
14.26 |
14.10 |
14.18 |
-0.06 |
591 |
6,540 |
+134 |
May11 |
101209 |
14.47 |
14.49 |
14.45 |
14.45 |
-0.05 |
57 |
1,060 |
+14 |
Jul11 |
101209 |
14.65 |
14.69 |
14.65 |
14.67 |
-0.07 |
87 |
1,612 |
+32 |
Total Volume and Open Interest |
1,879 |
17,679 |
-205 |
Live Cattle(CME) |
Dec10 |
101209 |
102.000 |
102.150 |
101.500 |
101.800 |
-0.300 |
3,562 |
21,740 |
-970 |
Feb11 |
101209 |
104.650 |
104.885 |
104.100 |
104.635 |
unch |
17,394 |
165,564 |
+807 |
Apr11 |
101209 |
107.700 |
108.080 |
107.535 |
107.980 |
+0.095 |
8,119 |
87,077 |
-267 |
Jun11 |
101209 |
105.200 |
105.400 |
104.750 |
105.250 |
-0.050 |
4,171 |
40,093 |
+979 |
Aug11 |
101209 |
105.150 |
105.400 |
104.700 |
105.400 |
+0.100 |
1,163 |
14,127 |
+88 |
Oct11 |
101209 |
107.700 |
107.830 |
107.180 |
107.750 |
+0.100 |
857 |
8,472 |
+208 |
Total Volume and Open Interest |
35,711 |
341,876 |
+922 |
Feeder Cattle(CME) |
Jan11 |
101209 |
117.850 |
118.600 |
117.580 |
118.080 |
-0.100 |
2,890 |
13,408 |
+59 |
Mar11 |
101209 |
118.535 |
119.200 |
118.150 |
118.430 |
-0.400 |
1,882 |
12,484 |
+450 |
Apr11 |
101209 |
119.300 |
119.900 |
119.000 |
119.400 |
-0.280 |
973 |
3,837 |
+33 |
May11 |
101209 |
119.885 |
120.150 |
119.300 |
119.650 |
-0.330 |
404 |
4,764 |
+165 |
Aug11 |
101209 |
120.000 |
120.250 |
119.680 |
119.950 |
-0.230 |
317 |
4,343 |
+147 |
Sep11 |
101209 |
119.350 |
119.350 |
118.635 |
119.100 |
-0.080 |
41 |
320 |
+2 |
Oct11 |
101209 |
118.500 |
119.000 |
118.500 |
119.000 |
+0.170 |
5 |
62 |
+2 |
Total Volume and Open Interest |
6,512 |
39,258 |
+858 |
Lean Hogs(CME) |
Dec10 |
101209 |
69.150 |
69.700 |
69.135 |
69.430 |
+0.630 |
6,969 |
12,456 |
-1,932 |
Feb11 |
101209 |
76.180 |
76.475 |
75.500 |
75.900 |
+0.220 |
13,564 |
84,670 |
+133 |
Apr11 |
101209 |
79.785 |
80.000 |
79.135 |
79.830 |
+0.295 |
3,962 |
50,991 |
-123 |
May11 |
101209 |
86.350 |
86.900 |
86.050 |
86.850 |
+0.350 |
68 |
1,703 |
-22 |
Jun11 |
101209 |
89.135 |
89.635 |
88.800 |
89.500 |
+0.365 |
2,121 |
31,487 |
+268 |
Jul11 |
101209 |
88.650 |
89.250 |
88.200 |
89.180 |
+0.530 |
549 |
7,006 |
+49 |
Aug11 |
101209 |
87.850 |
88.400 |
87.400 |
88.330 |
+0.480 |
169 |
7,748 |
+37 |
Oct11 |
101209 |
78.150 |
78.800 |
77.885 |
78.800 |
+0.550 |
154 |
5,023 |
+100 |
Total Volume and Open Interest |
27,717 |
203,195 |
-1,455 |
Class III Milk(CME) |
Dec10 |
101209 |
13.83 |
13.84 |
13.77 |
13.78 |
-0.06 |
186 |
5,767 |
-5 |
Jan11 |
101209 |
13.19 |
13.24 |
13.07 |
13.08 |
-0.12 |
380 |
4,123 |
+234 |
Feb11 |
101209 |
13.20 |
13.27 |
13.12 |
13.16 |
-0.03 |
415 |
3,677 |
+241 |
Mar11 |
101209 |
13.55 |
13.70 |
13.55 |
13.62 |
+0.05 |
131 |
3,077 |
+73 |
Apr11 |
101209 |
13.92 |
14.02 |
13.90 |
14.02 |
+0.09 |
46 |
2,122 |
+29 |
Total Volume and Open Interest |
1,478 |
28,533 |
+757 |
Cocoa(ICE) |
Dec10 |
101209 |
3000 |
3000 |
2971 |
2971 |
-44 |
2 |
23 |
+2 |
Mar11 |
101209 |
3050 |
3069 |
2989 |
3010 |
-25 |
9,576 |
69,933 |
-1,000 |
May11 |
101209 |
3072 |
3082 |
3016 |
3029 |
-26 |
1,475 |
21,674 |
+566 |
Jul11 |
101209 |
3091 |
3097 |
3028 |
3043 |
-27 |
897 |
11,267 |
+155 |
Sep11 |
101209 |
3086 |
3093 |
3051 |
3058 |
-27 |
175 |
5,839 |
+86 |
Dec11 |
101209 |
3101 |
3101 |
3062 |
3074 |
-27 |
122 |
10,618 |
+100 |
Mar12 |
101209 |
3146 |
3151 |
3126 |
3143 |
-26 |
87 |
10,858 |
+35 |
Total Volume and Open Interest |
12,336 |
136,021 |
-56 |
Coffee "C"(ICE) |
Dec10 |
101209 |
205.65 |
206.05 |
204.30 |
204.30 |
+0.05 |
63 |
246 |
-33 |
Mar11 |
101209 |
205.60 |
206.90 |
204.10 |
204.55 |
-0.10 |
12,081 |
86,830 |
-2,243 |
May11 |
101209 |
206.85 |
207.95 |
205.45 |
205.95 |
+0.10 |
1,893 |
24,146 |
+444 |
Jul11 |
101209 |
206.40 |
207.30 |
205.00 |
205.35 |
+0.15 |
394 |
7,276 |
+152 |
Sep11 |
101209 |
204.60 |
205.35 |
203.35 |
203.45 |
+0.05 |
142 |
3,680 |
+91 |
Dec11 |
101209 |
201.90 |
202.80 |
200.75 |
200.85 |
+0.10 |
43 |
6,191 |
+22 |
Total Volume and Open Interest |
14,637 |
129,537 |
-1,567 |
Orange Juice(ICE) |
Jan11 |
101209 |
166.00 |
166.50 |
162.10 |
162.45 |
-3.55 |
2,016 |
18,012 |
-73 |
Mar11 |
101209 |
166.80 |
166.80 |
162.50 |
162.55 |
-4.25 |
1,390 |
8,635 |
+401 |
May11 |
101209 |
164.75 |
166.20 |
162.75 |
164.20 |
-3.80 |
83 |
1,419 |
+18 |
Jul11 |
101209 |
167.25 |
167.25 |
165.40 |
165.40 |
-3.70 |
60 |
2,471 |
-10 |
Sep11 |
101209 |
169.00 |
169.00 |
166.75 |
166.75 |
-3.30 |
33 |
333 |
+33 |
Nov11 |
101209 |
167.75 |
167.75 |
166.55 |
166.55 |
-3.10 |
13 |
28 |
+13 |
Total Volume and Open Interest |
3,595 |
30,921 |
+382 |
Sugar #11(ICE) |
Mar11 |
101209 |
29.00 |
29.47 |
28.51 |
28.71 |
-0.27 |
37,298 |
229,488 |
-736 |
May11 |
101209 |
26.38 |
26.66 |
25.83 |
26.01 |
-0.25 |
13,130 |
102,960 |
+752 |
Jul11 |
101209 |
23.66 |
23.80 |
23.02 |
23.17 |
-0.22 |
7,331 |
97,638 |
+517 |
Oct11 |
101209 |
21.95 |
22.04 |
21.37 |
21.56 |
-0.17 |
2,315 |
55,893 |
+22 |
Mar12 |
101209 |
21.29 |
21.40 |
20.71 |
20.90 |
-0.15 |
900 |
47,291 |
+35 |
Total Volume and Open Interest |
61,417 |
575,867 |
+611 |
London Cocoa(LCE) |
Dec10 |
101209 |
2026 |
2026 |
1989 |
1990 |
-18 |
7,285 |
34,974 |
-941 |
Mar11 |
101209 |
2020 |
2028 |
1988 |
1992 |
-17 |
8,640 |
65,136 |
+1,090 |
May11 |
101209 |
2043 |
2044 |
2003 |
2006 |
-18 |
2,021 |
20,330 |
+125 |
Jul11 |
101209 |
2053 |
2053 |
2018 |
2019 |
-21 |
1,850 |
17,650 |
-94 |
Sep11 |
101209 |
2052 |
2052 |
2026 |
2026 |
-18 |
316 |
10,926 |
+22 |
Dec11 |
101209 |
2054 |
2054 |
2033 |
2037 |
-17 |
202 |
16,743 |
+5 |
Mar12 |
101209 |
2065 |
2065 |
2044 |
2047 |
-18 |
100 |
13,019 |
-29 |
Total Volume and Open Interest |
20,414 |
181,945 |
+178 |
London Sugar(LCE) |
Mar11 |
101209 |
739.60 |
747.20 |
725.20 |
727.20 |
-5.20 |
1,741 |
28,704 |
+152 |
May11 |
101209 |
697.60 |
704.30 |
684.50 |
686.20 |
-2.80 |
217 |
8,937 |
-12 |
Aug11 |
101209 |
634.40 |
638.10 |
621.30 |
622.40 |
-2.80 |
97 |
7,095 |
+31 |
Oct11 |
101209 |
585.10 |
588.00 |
571.40 |
571.40 |
-3.20 |
162 |
2,141 |
+53 |
Dec11 |
101209 |
570.90 |
571.70 |
555.80 |
555.80 |
-3.80 |
31 |
802 |
+12 |
Total Volume and Open Interest |
2,251 |
48,228 |
+239 |
Cotton(ICE) |
Dec10 |
101208 |
142.00 |
142.00 |
137.00 |
138.00 |
+0.01 |
72 |
313 |
-96 |
Mar11 |
101209 |
132.19 |
135.95 |
129.67 |
135.95 |
+4.00 |
15,452 |
109,986 |
-301 |
May11 |
101209 |
123.99 |
128.20 |
122.26 |
128.20 |
+4.00 |
3,484 |
21,269 |
+576 |
Jul11 |
101209 |
116.25 |
120.19 |
114.40 |
120.19 |
+4.00 |
3,683 |
30,567 |
+727 |
Oct11 |
101209 |
101.41 |
104.35 |
101.00 |
103.48 |
+2.31 |
15 |
163 |
-3 |
Dec11 |
101209 |
92.01 |
95.25 |
91.70 |
94.36 |
+2.31 |
1,682 |
36,503 |
+165 |
Total Volume and Open Interest |
24,421 |
200,562 |
+908 |
Lumber(CME) |
Jan11 |
101209 |
261.4 |
269.5 |
261.4 |
269.5 |
+10.0 |
831 |
3,152 |
-55 |
Mar11 |
101209 |
276.0 |
283.7 |
276.0 |
283.7 |
+10.0 |
565 |
4,803 |
+100 |
May11 |
101209 |
286.3 |
292.4 |
286.3 |
292.4 |
+10.0 |
52 |
1,218 |
-4 |
Jul11 |
101209 |
294.0 |
302.0 |
294.0 |
301.9 |
+9.9 |
7 |
212 |
+6 |
Total Volume and Open Interest |
1,458 |
9,392 |
+49 |
Crude Oil(NYM) |
Jan11 |
101209 |
88.55 |
89.42 |
87.71 |
88.37 |
+0.09 |
383,144 |
234,912 |
-31,145 |
Feb11 |
101209 |
89.10 |
89.86 |
88.21 |
88.88 |
+0.06 |
159,818 |
187,892 |
+23,114 |
Mar11 |
101209 |
89.55 |
90.28 |
88.65 |
89.34 |
+0.05 |
67,006 |
150,136 |
+4,163 |
Apr11 |
101209 |
90.01 |
90.54 |
89.02 |
89.68 |
+0.05 |
26,929 |
54,281 |
-2,493 |
May11 |
101209 |
90.60 |
90.79 |
89.31 |
89.92 |
+0.03 |
19,547 |
31,924 |
-226 |
Jun11 |
101209 |
90.80 |
90.96 |
89.47 |
90.08 |
-0.01 |
43,807 |
80,409 |
-3,739 |
Jul11 |
101209 |
90.88 |
90.88 |
89.66 |
90.19 |
-0.03 |
9,114 |
38,503 |
-81 |
Aug11 |
101209 |
91.09 |
91.13 |
89.96 |
90.25 |
-0.04 |
5,369 |
18,690 |
+335 |
Sep11 |
101209 |
90.61 |
90.61 |
90.22 |
90.28 |
-0.05 |
8,190 |
24,341 |
+183 |
Oct11 |
101209 |
90.05 |
90.30 |
90.05 |
90.30 |
-0.05 |
5,492 |
17,823 |
-23 |
Nov11 |
101209 |
90.14 |
90.31 |
90.14 |
90.31 |
-0.06 |
3,909 |
18,465 |
-726 |
Dec11 |
101209 |
90.80 |
91.34 |
89.96 |
90.34 |
-0.07 |
41,484 |
148,434 |
+1,116 |
Jan12 |
101209 |
90.24 |
90.24 |
90.24 |
90.24 |
-0.08 |
3,923 |
19,898 |
-811 |
Feb12 |
101209 |
90.14 |
90.14 |
90.14 |
90.14 |
-0.09 |
1,362 |
7,639 |
+53 |
Mar12 |
101209 |
90.04 |
90.04 |
90.04 |
90.04 |
-0.09 |
872 |
10,242 |
-48 |
Apr12 |
101209 |
89.94 |
89.94 |
89.94 |
89.94 |
-0.10 |
45 |
4,101 |
+27 |
Total Volume and Open Interest |
808,389 |
1,356,684 |
-10,435 |
e-miNY Crude Oil(NYM) |
Dec10 |
101118 |
80.400 |
82.300 |
80.400 |
81.850 |
+1.400 |
7,920 |
4,586 |
-336 |
Jan11 |
101209 |
88.550 |
89.425 |
87.725 |
88.375 |
+0.100 |
9,388 |
4,205 |
+202 |
Feb11 |
101209 |
89.250 |
89.800 |
88.225 |
88.875 |
+0.050 |
542 |
1,578 |
+62 |
Mar11 |
101209 |
89.975 |
90.200 |
88.775 |
89.350 |
+0.050 |
105 |
491 |
+24 |
Apr11 |
101209 |
89.300 |
89.675 |
89.300 |
89.675 |
+0.050 |
10 |
16 |
+9 |
May11 |
101209 |
89.925 |
89.925 |
89.925 |
89.925 |
+0.025 |
0 |
14 |
+0 |
Jun11 |
101209 |
90.075 |
90.075 |
90.075 |
90.075 |
-0.025 |
17 |
44 |
-15 |
Jul11 |
101209 |
90.200 |
90.200 |
90.200 |
90.200 |
-0.025 |
0 |
3 |
+0 |
Aug11 |
101209 |
90.250 |
90.250 |
90.250 |
90.250 |
-0.050 |
0 |
6 |
+0 |
Sep11 |
101209 |
90.275 |
90.275 |
90.275 |
90.275 |
-0.050 |
0 |
2 |
+0 |
Total Volume and Open Interest |
10,082 |
6,535 |
+302 |
Heating Oil(NYM) |
Jan11 |
101209 |
246.57 |
248.91 |
245.02 |
246.68 |
+0.61 |
53,754 |
95,669 |
-7,037 |
Feb11 |
101209 |
247.73 |
250.53 |
246.89 |
248.31 |
+0.33 |
23,551 |
52,770 |
+2,086 |
Mar11 |
101209 |
249.40 |
250.62 |
247.41 |
248.68 |
+0.17 |
14,720 |
39,158 |
+1,625 |
Apr11 |
101209 |
248.30 |
248.60 |
246.74 |
247.38 |
+0.03 |
5,924 |
22,066 |
-7 |
May11 |
101209 |
246.92 |
247.50 |
245.88 |
246.36 |
-0.01 |
5,672 |
17,471 |
-836 |
Jun11 |
101209 |
247.98 |
247.98 |
245.29 |
246.05 |
-0.02 |
8,548 |
37,497 |
-1,057 |
Jul11 |
101209 |
247.71 |
248.17 |
246.76 |
246.87 |
-0.07 |
1,000 |
7,780 |
+101 |
Aug11 |
101209 |
249.25 |
249.25 |
247.89 |
247.89 |
-0.08 |
559 |
4,612 |
-26 |
Sep11 |
101209 |
250.43 |
250.46 |
248.87 |
249.16 |
-0.09 |
700 |
4,970 |
+148 |
Oct11 |
101209 |
250.75 |
250.75 |
250.44 |
250.44 |
-0.10 |
256 |
3,367 |
+53 |
Nov11 |
101209 |
253.44 |
253.47 |
251.99 |
252.02 |
-0.12 |
54 |
3,178 |
+15 |
Dec11 |
101209 |
254.63 |
255.20 |
253.04 |
253.40 |
-0.14 |
1,876 |
16,284 |
-63 |
Total Volume and Open Interest |
117,342 |
313,567 |
-5,063 |
Gasoline(NYMEX) |
Jan11 |
101209 |
231.50 |
236.17 |
230.00 |
234.05 |
+3.59 |
58,505 |
77,181 |
-7,711 |
Feb11 |
101209 |
231.24 |
234.02 |
229.45 |
232.09 |
+1.68 |
32,874 |
53,172 |
+3,699 |
Mar11 |
101209 |
232.15 |
234.05 |
230.69 |
232.59 |
+1.24 |
19,186 |
35,163 |
+1,509 |
Apr11 |
101209 |
241.31 |
243.50 |
240.40 |
242.26 |
+0.88 |
9,691 |
25,668 |
-95 |
May11 |
101209 |
241.63 |
243.06 |
240.70 |
242.75 |
+0.73 |
4,893 |
11,695 |
+784 |
Jun11 |
101209 |
244.03 |
244.18 |
241.14 |
242.61 |
+0.58 |
4,167 |
15,652 |
+189 |
Jul11 |
101209 |
240.75 |
241.75 |
240.75 |
241.75 |
+0.52 |
1,226 |
4,250 |
-198 |
Aug11 |
101209 |
239.82 |
240.97 |
239.82 |
240.53 |
+0.53 |
792 |
5,150 |
-40 |
Sep11 |
101209 |
239.01 |
239.01 |
239.01 |
239.01 |
+0.41 |
1,353 |
2,674 |
-144 |
Oct11 |
101209 |
228.21 |
228.21 |
228.21 |
228.21 |
+0.34 |
570 |
2,809 |
+124 |
Total Volume and Open Interest |
135,470 |
266,892 |
-2,167 |
e-miNY RBOB Gasoline(NYM) |
Jan11 |
101209 |
234.10 |
234.10 |
234.05 |
234.10 |
+3.60 |
0 |
2 |
+0 |
Feb11 |
101209 |
232.10 |
232.10 |
232.09 |
232.10 |
+1.70 |
0 |
1 |
+0 |
Mar11 |
101209 |
232.60 |
232.60 |
232.59 |
232.60 |
+1.20 |
0 |
1 |
+0 |
Apr11 |
101209 |
242.30 |
242.30 |
242.26 |
242.30 |
+0.90 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1 |
9 |
+1 |
Natural Gas(NYM) |
Jan11 |
101209 |
4.612 |
4.637 |
4.410 |
4.435 |
-0.171 |
197,362 |
173,343 |
-17,794 |
Feb11 |
101209 |
4.605 |
4.635 |
4.415 |
4.440 |
-0.164 |
75,447 |
87,664 |
+1,206 |
Mar11 |
101209 |
4.570 |
4.601 |
4.390 |
4.413 |
-0.157 |
91,877 |
112,365 |
+13,416 |
Apr11 |
101209 |
4.525 |
4.557 |
4.354 |
4.379 |
-0.142 |
43,996 |
81,035 |
+2,651 |
May11 |
101209 |
4.545 |
4.559 |
4.392 |
4.409 |
-0.134 |
15,465 |
33,883 |
+1,666 |
Jun11 |
101209 |
4.578 |
4.578 |
4.430 |
4.449 |
-0.128 |
7,716 |
16,179 |
+1,548 |
Jul11 |
101209 |
4.650 |
4.657 |
4.484 |
4.504 |
-0.125 |
5,582 |
12,999 |
+101 |
Aug11 |
101209 |
4.623 |
4.650 |
4.522 |
4.542 |
-0.121 |
3,445 |
14,073 |
+299 |
Sep11 |
101209 |
4.673 |
4.673 |
4.541 |
4.559 |
-0.119 |
2,649 |
10,651 |
+107 |
Oct11 |
101209 |
4.753 |
4.753 |
4.615 |
4.637 |
-0.116 |
11,616 |
49,521 |
+326 |
Nov11 |
101209 |
4.914 |
4.914 |
4.807 |
4.828 |
-0.110 |
2,791 |
22,323 |
+82 |
Dec11 |
101209 |
5.221 |
5.221 |
5.066 |
5.088 |
-0.110 |
2,343 |
19,583 |
+206 |
Jan12 |
101209 |
5.337 |
5.347 |
5.224 |
5.247 |
-0.113 |
5,917 |
32,876 |
+1,585 |
Feb12 |
101209 |
5.259 |
5.267 |
5.181 |
5.195 |
-0.112 |
262 |
7,053 |
+147 |
Mar12 |
101209 |
5.142 |
5.152 |
5.063 |
5.074 |
-0.111 |
2,615 |
15,991 |
+1,259 |
Apr12 |
101209 |
4.885 |
4.889 |
4.800 |
4.824 |
-0.106 |
657 |
12,526 |
-83 |
Total Volume and Open Interest |
471,513 |
767,745 |
+6,959 |
Brent Crude Oil(ICE) |
Jan11 |
101209 |
91.27 |
91.64 |
90.27 |
90.99 |
+0.22 |
170,407 |
121,272 |
-17,944 |
Feb11 |
101209 |
91.25 |
91.81 |
90.46 |
91.16 |
+0.19 |
121,374 |
205,755 |
+5,920 |
Mar11 |
101209 |
91.75 |
91.90 |
90.59 |
91.26 |
+0.16 |
67,423 |
130,398 |
+4,677 |
Apr11 |
101209 |
91.80 |
92.00 |
90.75 |
91.39 |
+0.12 |
28,435 |
44,880 |
+3,861 |
May11 |
101209 |
91.87 |
92.20 |
91.01 |
91.50 |
+0.06 |
19,547 |
36,753 |
+1,234 |
Jun11 |
101209 |
92.12 |
92.34 |
91.05 |
91.59 |
unch |
35,901 |
61,313 |
+1,614 |
Jul11 |
101209 |
92.07 |
92.07 |
91.22 |
91.63 |
-0.05 |
11,436 |
19,804 |
+2,000 |
Aug11 |
101209 |
92.30 |
92.30 |
91.36 |
91.64 |
-0.07 |
7,212 |
12,061 |
+329 |
Sep11 |
101209 |
92.31 |
92.31 |
91.26 |
91.64 |
-0.08 |
5,979 |
12,447 |
+1,657 |
Oct11 |
101209 |
91.65 |
91.65 |
91.65 |
91.65 |
-0.07 |
3,852 |
7,461 |
+736 |
Nov11 |
101209 |
91.64 |
91.64 |
91.64 |
91.64 |
-0.06 |
1,796 |
10,446 |
-117 |
Dec11 |
101209 |
92.21 |
92.52 |
91.25 |
91.66 |
-0.04 |
29,814 |
88,587 |
+4,116 |
Jan12 |
101209 |
91.66 |
91.66 |
91.66 |
91.66 |
-0.05 |
2,037 |
11,131 |
-232 |
Feb12 |
101209 |
91.64 |
91.64 |
91.64 |
91.64 |
-0.06 |
322 |
5,307 |
+15 |
Total Volume and Open Interest |
519,766 |
855,049 |
+7,789 |
Gas Oil(ICE) |
Dec10 |
101209 |
763.00 |
766.00 |
754.75 |
757.75 |
+0.50 |
31,258 |
24,528 |
-11,072 |
Jan11 |
101209 |
771.00 |
773.75 |
763.00 |
766.50 |
+1.75 |
100,269 |
172,627 |
+7,411 |
Feb11 |
101209 |
776.00 |
778.00 |
768.00 |
771.25 |
+2.00 |
48,667 |
95,357 |
+5,266 |
Mar11 |
101209 |
778.00 |
780.25 |
770.50 |
773.75 |
+2.50 |
25,302 |
55,384 |
-1,111 |
Apr11 |
101209 |
778.75 |
780.25 |
772.25 |
774.75 |
+2.50 |
16,231 |
56,309 |
+484 |
May11 |
101209 |
779.50 |
781.00 |
773.25 |
776.00 |
+2.75 |
10,678 |
44,173 |
-480 |
Jun11 |
101209 |
780.50 |
782.25 |
774.00 |
777.25 |
+3.00 |
18,283 |
50,703 |
+2,186 |
Jul11 |
101209 |
782.50 |
784.00 |
777.75 |
779.25 |
+3.00 |
3,247 |
17,742 |
+170 |
Aug11 |
101209 |
785.00 |
785.75 |
779.00 |
781.75 |
+3.00 |
2,766 |
16,631 |
-298 |
Sep11 |
101209 |
788.75 |
788.75 |
782.75 |
784.25 |
+3.00 |
1,883 |
9,342 |
-122 |
Total Volume and Open Interest |
271,931 |
666,473 |
+4,713 |
Ethanol(CBOT) |
Dec10 |
101203 |
2.050 |
2.070 |
2.050 |
2.051 |
-0.024 |
83 |
136 |
-71 |
Jan11 |
101209 |
2.084 |
2.089 |
2.074 |
2.085 |
+0.009 |
92 |
986 |
-9 |
Feb11 |
101209 |
2.104 |
2.110 |
2.096 |
2.107 |
+0.012 |
55 |
969 |
-9 |
Mar11 |
101209 |
2.126 |
2.139 |
2.125 |
2.131 |
+0.009 |
38 |
1,040 |
+23 |
Apr11 |
101209 |
2.150 |
2.157 |
2.150 |
2.156 |
+0.012 |
6 |
657 |
-1 |
May11 |
101209 |
2.175 |
2.176 |
2.161 |
2.164 |
+0.008 |
14 |
453 |
+2 |
Jun11 |
101209 |
2.170 |
2.170 |
2.170 |
2.170 |
+0.002 |
14 |
537 |
+6 |
Jul11 |
101209 |
2.181 |
2.181 |
2.181 |
2.181 |
+0.007 |
13 |
702 |
+0 |
Total Volume and Open Interest |
292 |
7,347 |
+30 |
WTI Crude Oil(ICE |
Jan11 |
101209 |
89.00 |
89.41 |
87.72 |
88.37 |
+0.09 |
102,931 |
83,514 |
-8,214 |
Feb11 |
101209 |
89.55 |
89.85 |
88.22 |
88.88 |
+0.06 |
52,441 |
76,746 |
+4,418 |
Mar11 |
101209 |
90.03 |
90.20 |
88.75 |
89.34 |
+0.05 |
25,987 |
65,512 |
+346 |
Apr11 |
101209 |
90.46 |
90.46 |
89.37 |
89.68 |
+0.05 |
11,594 |
27,583 |
+1,366 |
May11 |
101209 |
90.56 |
90.56 |
89.80 |
89.92 |
+0.03 |
8,622 |
12,877 |
-857 |
Jun11 |
101209 |
90.93 |
90.93 |
89.59 |
90.08 |
-0.01 |
17,201 |
51,510 |
-735 |
Jul11 |
101209 |
91.07 |
91.07 |
90.13 |
90.19 |
-0.03 |
3,120 |
14,361 |
-849 |
Aug11 |
101209 |
91.16 |
91.16 |
90.25 |
90.25 |
-0.04 |
1,571 |
11,660 |
+346 |
Sep11 |
101209 |
90.79 |
90.79 |
90.17 |
90.28 |
-0.05 |
2,290 |
13,854 |
-59 |
Oct11 |
101209 |
90.30 |
90.30 |
90.30 |
90.30 |
-0.05 |
2,482 |
6,990 |
+580 |
Nov11 |
101209 |
90.31 |
90.31 |
90.31 |
90.31 |
-0.06 |
472 |
9,198 |
-23 |
Dec11 |
101209 |
91.20 |
91.30 |
90.03 |
90.34 |
-0.07 |
18,413 |
56,688 |
-1,491 |
Jan12 |
101209 |
90.24 |
90.24 |
90.24 |
90.24 |
-0.08 |
220 |
4,817 |
+36 |
Feb12 |
101209 |
90.00 |
90.14 |
90.00 |
90.14 |
-0.09 |
29 |
1,189 |
+16 |
Mar12 |
101209 |
90.04 |
90.04 |
90.04 |
90.04 |
-0.09 |
125 |
3,219 |
+84 |
Apr12 |
101209 |
89.94 |
89.94 |
89.94 |
89.94 |
-0.10 |
16 |
728 |
-2 |
Total Volume and Open Interest |
255,409 |
520,792 |
-3,452 |
US Dollar Index(ICE) |
Dec10 |
101209 |
79.990 |
80.420 |
79.680 |
80.085 |
+0.077 |
38,652 |
19,521 |
-11,048 |
Mar11 |
101209 |
80.345 |
80.820 |
80.055 |
80.480 |
+0.110 |
15,003 |
13,557 |
+9,584 |
Jun11 |
101209 |
80.915 |
80.915 |
80.915 |
80.915 |
+0.110 |
0 |
528 |
+0 |
Total Volume and Open Interest |
53,655 |
33,607 |
-1,464 |
Australian Dollar(CME) |
Dec10 |
101209 |
97.93 |
98.84 |
97.74 |
98.27 |
+0.34 |
127,583 |
64,324 |
-15,079 |
Mar11 |
101209 |
96.78 |
97.71 |
96.64 |
97.16 |
+0.33 |
52,468 |
74,337 |
+27,032 |
Jun11 |
101209 |
96.03 |
96.03 |
95.72 |
96.03 |
+0.31 |
0 |
152 |
+0 |
Total Volume and Open Interest |
180,051 |
138,965 |
+11,953 |
British Pound(CME) |
Dec10 |
101209 |
158.05 |
158.41 |
157.11 |
157.50 |
-0.55 |
112,254 |
51,465 |
-11,246 |
Mar11 |
101209 |
157.93 |
158.32 |
157.00 |
157.39 |
-0.55 |
37,519 |
37,290 |
+13,815 |
Jun11 |
101209 |
157.26 |
157.81 |
157.26 |
157.26 |
-0.55 |
0 |
47 |
+0 |
Total Volume and Open Interest |
149,773 |
88,838 |
+2,569 |
Canadian Dollar(CME) |
Dec10 |
101209 |
98.91 |
99.33 |
98.74 |
98.92 |
-0.04 |
94,652 |
63,469 |
-13,899 |
Mar11 |
101209 |
98.71 |
99.13 |
98.54 |
98.73 |
-0.03 |
31,806 |
53,368 |
+18,215 |
Jun11 |
101209 |
98.41 |
98.87 |
98.41 |
98.51 |
-0.02 |
45 |
1,354 |
-2 |
Sep11 |
101209 |
98.30 |
98.36 |
98.23 |
98.23 |
-0.04 |
112 |
643 |
+59 |
Total Volume and Open Interest |
126,656 |
119,393 |
+4,394 |
Japanese Yen(CME) |
Dec10 |
101209 |
119.01 |
119.74 |
118.88 |
119.49 |
+0.43 |
162,596 |
71,202 |
-30,333 |
Mar11 |
101209 |
119.17 |
119.87 |
118.94 |
119.61 |
+0.43 |
59,873 |
60,244 |
+29,772 |
Jun11 |
101209 |
119.22 |
119.76 |
119.22 |
119.76 |
+0.41 |
8 |
222 |
+7 |
Total Volume and Open Interest |
222,477 |
131,679 |
-554 |
Swiss Franc(CME) |
Dec10 |
101209 |
101.46 |
101.95 |
101.05 |
101.63 |
+0.29 |
48,414 |
26,595 |
-6,360 |
Mar11 |
101209 |
101.53 |
102.07 |
101.17 |
101.75 |
+0.30 |
16,620 |
18,999 |
+9,058 |
Jun11 |
101209 |
101.67 |
101.88 |
101.58 |
101.88 |
+0.30 |
2 |
17 |
+2 |
Total Volume and Open Interest |
65,036 |
45,614 |
+2,700 |
EuroFX(CME) |
Dec10 |
101209 |
132.65 |
133.27 |
131.63 |
132.36 |
-0.24 |
371,737 |
127,181 |
-16,930 |
Mar11 |
101209 |
132.60 |
133.17 |
131.57 |
132.29 |
-0.23 |
90,155 |
72,845 |
+19,097 |
Jun11 |
101209 |
132.15 |
132.34 |
131.76 |
132.20 |
-0.23 |
35 |
228 |
+21 |
Total Volume and Open Interest |
461,934 |
200,293 |
+2,194 |
Mexican Peso(CME) |
Dec10 |
101209 |
806.0 |
807.8 |
799.5 |
801.5 |
-4.0 |
41,779 |
74,114 |
-10,598 |
Jan11 |
101209 |
802.2 |
806.0 |
802.2 |
802.2 |
-3.8 |
|
|
|
Total Volume and Open Interest |
71,065 |
152,105 |
+8,282 |
30-Year T-Bonds(CBOT) |
Dec10 |
101209 |
123~120 |
124~030 |
122~260 |
123~190 |
+0~100 |
18,560 |
31,621 |
-5,543 |
Mar11 |
101209 |
121~180 |
122~200 |
121~110 |
122~040 |
+0~100 |
427,989 |
563,828 |
+8,118 |
Jun11 |
101209 |
120~250 |
120~250 |
120~020 |
120~200 |
+0~100 |
4 |
595 |
+0 |
Total Volume and Open Interest |
446,553 |
596,044 |
+2,575 |
10-Year T-Notes(CBOT) |
Dec10 |
101209 |
121~280 |
122~085 |
121~165 |
121~245 |
-0~035 |
27,283 |
23,868 |
-3,696 |
Mar11 |
101209 |
120~205 |
121~080 |
120~140 |
120~245 |
-0~010 |
1,668,807 |
1,266,645 |
-24,148 |
Jun11 |
101209 |
120~000 |
120~000 |
119~170 |
119~210 |
-0~100 |
6 |
35 |
+4 |
Total Volume and Open Interest |
1,696,096 |
1,290,554 |
-27,840 |
5-Year T-Notes(CBOT) |
Dec10 |
101209 |
119~004 |
119~016 |
118~084 |
118~094 |
-0~029 |
11,888 |
31,945 |
-2,952 |
Mar11 |
101209 |
117~118 |
118~026 |
117~092 |
117~103 |
-0~034 |
767,808 |
982,620 |
+5,331 |
Jun11 |
101209 |
116~127 |
117~033 |
116~127 |
116~127 |
-0~034 |
|
|
|
Total Volume and Open Interest |
779,696 |
1,014,565 |
+2,379 |
2 Year T-Notes(CBOT) |
Dec10 |
101209 |
109~064 |
109~069 |
109~060 |
109~064 |
+0~003 |
2,068 |
30,053 |
-474 |
Mar11 |
101209 |
109~033 |
109~044 |
109~030 |
109~036 |
-0~001 |
341,567 |
630,630 |
-3,510 |
Jun11 |
101209 |
109~024 |
109~025 |
109~024 |
109~024 |
-0~001 |
0 |
25 |
+0 |
Total Volume and Open Interest |
343,635 |
660,708 |
-3,984 |
Eurodollars(CME) |
Dec10 |
101209 |
99.690 |
99.695 |
99.688 |
99.692 |
+0.005 |
194,132 |
820,565 |
-1,601 |
Mar11 |
101209 |
99.545 |
99.580 |
99.545 |
99.575 |
+0.030 |
319,840 |
1,140,328 |
-8,795 |
Jun11 |
101209 |
99.410 |
99.455 |
99.405 |
99.440 |
+0.035 |
434,289 |
1,024,513 |
-18,540 |
Sep11 |
101209 |
99.285 |
99.340 |
99.275 |
99.315 |
+0.030 |
443,817 |
889,292 |
-11,335 |
Dec11 |
101209 |
99.135 |
99.195 |
99.115 |
99.160 |
+0.020 |
586,589 |
894,370 |
-47,545 |
Mar12 |
101209 |
98.950 |
99.020 |
98.930 |
98.980 |
+0.010 |
553,735 |
782,981 |
-2,720 |
Jun12 |
101209 |
98.745 |
98.815 |
98.720 |
98.770 |
+0.005 |
433,840 |
477,333 |
-13,321 |
Sep12 |
101209 |
98.535 |
98.605 |
98.500 |
98.550 |
-0.005 |
377,603 |
358,436 |
-11,424 |
Dec12 |
101209 |
98.300 |
98.370 |
98.260 |
98.310 |
-0.015 |
320,514 |
282,398 |
-18,072 |
Mar13 |
101209 |
98.100 |
98.135 |
98.015 |
98.070 |
-0.020 |
267,146 |
213,524 |
-15,882 |
Jun13 |
101209 |
97.850 |
97.890 |
97.765 |
97.820 |
-0.020 |
252,721 |
189,582 |
+8,019 |
Sep13 |
101209 |
97.605 |
97.645 |
97.515 |
97.570 |
-0.025 |
188,437 |
186,682 |
+5,242 |
Dec13 |
101209 |
97.370 |
97.385 |
97.260 |
97.310 |
-0.030 |
100,853 |
126,788 |
+428 |
Mar14 |
101209 |
97.130 |
97.145 |
97.025 |
97.070 |
-0.030 |
82,537 |
112,849 |
-2,395 |
Jun14 |
101209 |
96.840 |
96.900 |
96.785 |
96.825 |
-0.025 |
73,965 |
112,997 |
-1,652 |
Sep14 |
101209 |
96.595 |
96.660 |
96.550 |
96.590 |
-0.015 |
73,725 |
72,563 |
-2,940 |
Dec14 |
101209 |
96.395 |
96.425 |
96.310 |
96.355 |
-0.005 |
43,313 |
72,942 |
-1,425 |
Mar15 |
101209 |
96.180 |
96.225 |
96.110 |
96.155 |
unch |
36,942 |
50,339 |
-1,511 |
Total Volume and Open Interest |
4,887,949 |
8,023,826 |
-146,258 |
30 Day Federal Funds(CBOT) |
Dec10 |
101209 |
99.823 |
99.823 |
99.820 |
99.823 |
+0.003 |
2,827 |
103,572 |
+969 |
Jan11 |
101209 |
99.825 |
99.825 |
99.820 |
99.825 |
+0.005 |
6,789 |
62,906 |
+1,136 |
Feb11 |
101209 |
99.820 |
99.825 |
99.820 |
99.820 |
unch |
5,785 |
53,730 |
-216 |
Mar11 |
101209 |
99.820 |
99.825 |
99.815 |
99.820 |
unch |
10,197 |
35,701 |
-37 |
Apr11 |
101209 |
99.825 |
99.825 |
99.815 |
99.820 |
unch |
8,193 |
37,980 |
+1,171 |
May11 |
101209 |
99.815 |
99.820 |
99.810 |
99.815 |
unch |
6,490 |
38,706 |
+659 |
Total Volume and Open Interest |
110,078 |
542,234 |
-1,089 |
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 |
101209 |
99.662 |
99.665 |
99.662 |
99.665 |
+0.005 |
0 |
2,289 |
+0 |
Mar11 |
101209 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.005 |
0 |
769 |
+0 |
Jun11 |
101209 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.005 |
0 |
150 |
+0 |
Sep11 |
101209 |
99.610 |
99.610 |
99.610 |
99.610 |
+0.005 |
|
|
|
Dec11 |
101209 |
99.600 |
99.600 |
99.600 |
99.600 |
+0.005 |
|
|
|
Mar12 |
101209 |
99.590 |
99.590 |
99.590 |
99.590 |
+0.005 |
|
|
|
Jun12 |
101209 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.005 |
|
|
|
Sep12 |
101209 |
99.590 |
99.590 |
99.590 |
99.590 |
+0.005 |
|
|
|
Dec12 |
101209 |
99.285 |
99.285 |
99.285 |
99.285 |
+0.005 |
|
|
|
Mar13 |
101209 |
99.285 |
99.285 |
99.285 |
99.285 |
+0.005 |
|
|
|
Total Volume and Open Interest |
0 |
3,208 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar11 |
101209 |
99.63 |
99.64 |
99.63 |
99.64 |
+0.00 |
1 |
1,650 |
+0 |
Jun11 |
101209 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
16 |
1,363 |
-16 |
Sep11 |
101209 |
99.61 |
99.61 |
99.56 |
99.61 |
+0.00 |
16 |
1,336 |
+3 |
Dec11 |
101209 |
99.57 |
99.60 |
99.57 |
99.60 |
+0.00 |
0 |
310 |
+200 |
Mar12 |
101209 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.00 |
0 |
305 |
+0 |
Jun12 |
101209 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
754 |
+0 |
Sep12 |
101209 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.00 |
0 |
310 |
+0 |
Dec12 |
101209 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.01 |
0 |
3 |
+0 |
Total Volume and Open Interest |
33 |
10,646 |
+187 |
Japanese Gov't Bonds(SGX) |
Mar11 |
101209 |
139.27 |
139.94 |
138.93 |
139.21 |
-0.14 |
5,152 |
12,011 |
-5 |
Jun11 |
101209 |
137.12 |
137.12 |
137.12 |
137.12 |
-0.14 |
|
|
|
Sep11 |
101209 |
135.03 |
135.03 |
135.03 |
135.03 |
-0.14 |
|
|
|
Total Volume and Open Interest |
5,152 |
12,011 |
-5 |
Euro-Bund(EUREX) |
Dec10 |
101208 |
124.86 |
125.38 |
124.86 |
125.22 |
-0.37 |
646,460 |
11,320 |
-335,870 |
Mar11 |
101209 |
124.55 |
125.34 |
124.44 |
124.95 |
+0.56 |
847,579 |
870,458 |
-19,868 |
Jun11 |
101209 |
123.40 |
123.85 |
123.35 |
123.53 |
+0.50 |
176 |
537 |
+25 |
Total Volume and Open Interest |
889,875 |
870,995 |
-31,163 |
Euro-Bobl(EUREX) |
Dec10 |
101208 |
119.04 |
119.06 |
118.77 |
118.96 |
-0.30 |
442,293 |
14,024 |
-229,197 |
Mar11 |
101209 |
118.03 |
118.31 |
117.98 |
118.09 |
+0.10 |
601,306 |
632,498 |
+9,410 |
Jun11 |
101209 |
116.79 |
116.79 |
116.62 |
116.64 |
+0.05 |
665 |
23 |
+1 |
Total Volume and Open Interest |
635,249 |
632,521 |
-4,613 |
3-Mth Euribor(EUREX) |
Dec10 |
101209 |
98.970 |
98.970 |
98.970 |
98.970 |
+0.005 |
482 |
7,505 |
-71 |
Mar11 |
101209 |
98.870 |
98.870 |
98.860 |
98.865 |
+0.010 |
990 |
2,649 |
+467 |
Jun11 |
101209 |
98.740 |
98.740 |
98.725 |
98.725 |
-0.005 |
3 |
5,306 |
+0 |
Total Volume and Open Interest |
1,562 |
23,852 |
+393 |
Long Gilt(LIFFE) |
Dec10 |
101209 |
119~26 |
119~27 |
119~17 |
119~24 |
+0~13 |
1,791 |
5,268 |
-1,126 |
Mar11 |
101209 |
118~10 |
118~22 |
118~03 |
118~14 |
+0~13 |
128,024 |
259,862 |
-12,285 |
Total Volume and Open Interest |
129,815 |
265,130 |
-13,411 |
3-Mth Short Sterling(LIFFE) |
Dec10 |
101209 |
99.24 |
99.25 |
99.23 |
99.25 |
unch |
22,898 |
321,373 |
-2,144 |
Mar11 |
101209 |
99.15 |
99.15 |
99.13 |
99.14 |
unch |
103,862 |
283,901 |
-6,718 |
Jun11 |
101209 |
99.02 |
99.03 |
98.98 |
99.00 |
-0.01 |
93,644 |
245,221 |
-12,513 |
Sep11 |
101209 |
98.87 |
98.90 |
98.83 |
98.86 |
-0.01 |
103,049 |
228,799 |
-12,229 |
Dec11 |
101209 |
98.68 |
98.72 |
98.64 |
98.68 |
unch |
179,347 |
318,891 |
-45,805 |
Mar12 |
101209 |
98.48 |
98.53 |
98.43 |
98.48 |
+0.01 |
136,155 |
227,568 |
+7,403 |
Total Volume and Open Interest |
856,947 |
2,096,279 |
-67,415 |
3-Mth Euribor(LIFFE) |
Dec10 |
101209 |
98.970 |
98.970 |
98.965 |
98.970 |
+0.005 |
113,749 |
502,103 |
-2,413 |
Mar11 |
101209 |
98.865 |
98.885 |
98.850 |
98.865 |
+0.010 |
164,688 |
488,655 |
-10,441 |
Jun11 |
101209 |
98.740 |
98.760 |
98.710 |
98.725 |
-0.005 |
158,588 |
458,675 |
+2,473 |
Total Volume and Open Interest |
1,253,249 |
2,997,133 |
+4,727 |
3-Mth Aus T-Bills(SFE) |
Dec10 |
101209 |
94.95 |
94.98 |
94.88 |
94.94 |
-0.02 |
18,793 |
950 |
-57,704 |
Mar11 |
101209 |
94.92 |
94.96 |
94.85 |
94.88 |
-0.05 |
54,613 |
203,542 |
+19,386 |
Jun11 |
101209 |
94.82 |
94.86 |
94.73 |
94.75 |
-0.08 |
33,918 |
123,037 |
+6,865 |
Sep11 |
101209 |
94.71 |
94.75 |
94.60 |
94.63 |
-0.09 |
14,372 |
75,696 |
+2,308 |
Dec11 |
101209 |
94.62 |
94.67 |
94.51 |
94.55 |
-0.09 |
6,866 |
47,289 |
+1,689 |
Mar12 |
101209 |
94.58 |
94.63 |
94.46 |
94.51 |
-0.09 |
1,985 |
42,279 |
-572 |
Jun12 |
101209 |
94.56 |
94.59 |
94.44 |
94.47 |
-0.10 |
1,974 |
37,218 |
+952 |
Sep12 |
101209 |
94.50 |
94.55 |
94.41 |
94.43 |
-0.10 |
2,331 |
18,901 |
+1,374 |
Dec12 |
101209 |
94.44 |
94.51 |
94.37 |
94.39 |
-0.11 |
1,248 |
6,080 |
+502 |
Mar13 |
101209 |
94.39 |
94.47 |
94.34 |
94.34 |
-0.13 |
168 |
2,432 |
+148 |
Total Volume and Open Interest |
136,273 |
558,773 |
-25,047 |
10-Year Aus T-Bonds(SFE) |
Dec10 |
101209 |
94.36 |
94.40 |
94.31 |
94.35 |
-0.02 |
87,094 |
405,853 |
+1,835 |
Mar11 |
101209 |
94.30 |
94.36 |
94.28 |
94.30 |
-0.03 |
22,545 |
23,185 |
+19,786 |
Total Volume and Open Interest |
109,639 |
429,038 |
+21,621 |
3-Year Aus T-Bonds(SFE) |
Dec10 |
101209 |
94.90 |
94.96 |
94.81 |
94.82 |
-0.10 |
201,009 |
516,311 |
-13,426 |
Mar11 |
101209 |
94.83 |
94.89 |
94.75 |
94.75 |
-0.11 |
23,231 |
24,179 |
+21,352 |
Total Volume and Open Interest |
224,240 |
540,490 |
+7,926 |
Gold(CMX) |
Dec10 |
101209 |
1380.6 |
1394.2 |
1380.5 |
1392.1 |
+9.6 |
1,675 |
2,777 |
-106 |
Feb11 |
101209 |
1383.0 |
1395.6 |
1381.1 |
1392.8 |
+9.6 |
218,896 |
366,668 |
-5,509 |
Apr11 |
101209 |
1388.6 |
1397.1 |
1385.0 |
1394.9 |
+9.6 |
5,035 |
53,753 |
+1,444 |
Jun11 |
101209 |
1387.8 |
1399.0 |
1385.5 |
1397.1 |
+9.6 |
2,996 |
34,194 |
-615 |
Aug11 |
101209 |
1390.1 |
1399.4 |
1390.0 |
1399.4 |
+9.6 |
573 |
14,667 |
+99 |
Oct11 |
101209 |
1398.0 |
1404.0 |
1398.0 |
1401.8 |
+9.7 |
181 |
10,562 |
-25 |
Dec11 |
101209 |
1398.8 |
1406.0 |
1394.2 |
1404.3 |
+9.7 |
3,351 |
26,114 |
+1,762 |
Feb12 |
101209 |
1407.0 |
1407.0 |
1406.9 |
1407.0 |
+9.9 |
51 |
6,597 |
+50 |
Apr12 |
101209 |
1409.9 |
1409.9 |
1409.8 |
1409.9 |
+9.9 |
25 |
5,968 |
+0 |
Jun12 |
101209 |
1410.1 |
1413.0 |
1410.1 |
1413.0 |
+10.1 |
171 |
11,440 |
+92 |
Aug12 |
101209 |
1416.4 |
1416.4 |
1416.3 |
1416.4 |
+10.1 |
70 |
4,910 |
+37 |
Oct12 |
101209 |
1420.1 |
1420.1 |
1420.0 |
1420.1 |
+9.7 |
0 |
1,025 |
+0 |
Total Volume and Open Interest |
245,716 |
598,345 |
-5,287 |
Silver(CMX) |
Dec10 |
101209 |
2830.0 |
2895.0 |
2830.0 |
2878.9 |
+56.5 |
347 |
599 |
-45 |
Mar11 |
101209 |
2842.5 |
2904.5 |
2820.0 |
2881.7 |
+56.5 |
103,267 |
77,161 |
-4,484 |
May11 |
101209 |
2842.0 |
2906.5 |
2825.0 |
2886.7 |
+56.6 |
5,591 |
13,580 |
-1,176 |
Jul11 |
101209 |
2888.5 |
2900.0 |
2872.0 |
2891.6 |
+56.5 |
891 |
8,881 |
-99 |
Sep11 |
101209 |
2904.0 |
2904.5 |
2896.5 |
2896.5 |
+56.5 |
89 |
6,300 |
-38 |
Dec11 |
101209 |
2900.5 |
2903.3 |
2867.0 |
2903.3 |
+56.5 |
871 |
11,118 |
+102 |
Mar12 |
101209 |
2909.4 |
2909.4 |
2909.4 |
2909.4 |
+56.3 |
1 |
355 |
+0 |
Total Volume and Open Interest |
114,292 |
132,011 |
-5,664 |
Platinum(NYMEX) |
Jan11 |
101209 |
1691.3 |
1695.0 |
1673.5 |
1678.9 |
-2.5 |
7,988 |
27,774 |
-673 |
Apr11 |
101209 |
1688.0 |
1698.3 |
1681.0 |
1684.5 |
-2.7 |
1,264 |
8,666 |
+976 |
Jul11 |
101209 |
1693.7 |
1693.7 |
1686.9 |
1687.3 |
-2.6 |
28 |
463 |
+28 |
Oct11 |
101209 |
1687.3 |
1687.3 |
1687.3 |
1687.3 |
-2.6 |
0 |
5 |
+0 |
Total Volume and Open Interest |
9,280 |
36,909 |
+331 |
Palladium(NYMEX) |
Dec10 |
101209 |
737.65 |
741.50 |
737.10 |
739.75 |
+12.55 |
6 |
309 |
-101 |
Mar11 |
101209 |
726.75 |
751.60 |
725.25 |
741.60 |
+12.65 |
4,050 |
22,609 |
+201 |
Jun11 |
101209 |
733.05 |
746.45 |
733.05 |
742.85 |
+12.65 |
29 |
332 |
+24 |
Total Volume and Open Interest |
4,085 |
23,281 |
+124 |
Copper(CMX) |
Dec10 |
101209 |
412.50 |
413.95 |
405.40 |
408.15 |
-1.30 |
931 |
3,524 |
-582 |
Mar11 |
101209 |
411.20 |
415.45 |
405.55 |
408.70 |
-1.35 |
44,782 |
114,910 |
+1,739 |
May11 |
101209 |
412.20 |
414.60 |
405.25 |
408.20 |
-1.20 |
2,426 |
22,279 |
+1,474 |
Jul11 |
101209 |
408.95 |
409.15 |
404.25 |
406.65 |
-1.40 |
434 |
5,621 |
+42 |
Sep11 |
101209 |
404.95 |
404.95 |
404.95 |
404.95 |
-1.60 |
228 |
5,041 |
+89 |
Total Volume and Open Interest |
49,602 |
160,627 |
+2,952 |
DJIA Index(CBOT) |
Dec10 |
101209 |
11378 |
11440 |
11330 |
11362 |
-6 |
1,741 |
7,113 |
-937 |
Mar11 |
101209 |
11351 |
11354 |
11270 |
11297 |
-8 |
531 |
660 |
+465 |
Jun11 |
101209 |
11239 |
11245 |
11239 |
11239 |
-6 |
|
|
|
Sep11 |
101209 |
11177 |
11183 |
11177 |
11177 |
-6 |
|
|
|
Total Volume and Open Interest |
2,272 |
7,773 |
-472 |
S & P 500(CME) |
Dec10 |
101209 |
1228.60 |
1238.00 |
1226.70 |
1232.90 |
+4.20 |
30,723 |
322,683 |
-12,724 |
Mar11 |
101209 |
1229.50 |
1230.00 |
1221.50 |
1227.90 |
+4.20 |
16,979 |
55,292 |
+10,128 |
Jun11 |
101209 |
1223.00 |
1223.80 |
1216.80 |
1223.00 |
+4.20 |
125 |
3,459 |
-43 |
Sep11 |
101209 |
1218.20 |
1219.00 |
1212.00 |
1218.20 |
+4.20 |
300 |
655 |
+300 |
Total Volume and Open Interest |
48,127 |
382,439 |
-2,339 |
S & P 500 E-Mini(Globex) |
Dec10 |
101209 |
1228.50 |
1238.00 |
1226.50 |
1233.00 |
+4.25 |
2,142,544 |
2,518,842 |
-224,939 |
Mar11 |
101209 |
1223.25 |
1233.00 |
1221.25 |
1228.00 |
+4.25 |
299,447 |
458,617 |
+223,329 |
Total Volume and Open Interest |
2,442,002 |
2,977,721 |
-1,605 |
NASDAQ 100(CME) |
Dec10 |
101209 |
2200.50 |
2214.50 |
2195.00 |
2201.30 |
+0.80 |
478 |
27,272 |
-132 |
Mar11 |
101209 |
2210.00 |
2212.00 |
2193.00 |
2199.80 |
+0.80 |
246 |
262 |
+122 |
Jun11 |
101209 |
2199.80 |
2199.80 |
2199.00 |
2199.80 |
+0.80 |
|
|
|
Total Volume and Open Interest |
724 |
27,534 |
-10 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
101209 |
2199.50 |
2214.80 |
2193.80 |
2201.30 |
+0.80 |
206,132 |
391,360 |
-15,662 |
Mar11 |
101209 |
2198.80 |
2213.30 |
2192.50 |
2199.80 |
+0.80 |
26,808 |
27,499 |
+21,929 |
Total Volume and Open Interest |
232,947 |
418,873 |
+6,267 |
S & P Midcap 400(CME) |
Dec10 |
101209 |
889.50 |
892.00 |
881.00 |
889.50 |
+1.20 |
12 |
3,590 |
-1 |
Mar11 |
101209 |
887.30 |
887.55 |
881.00 |
887.30 |
+1.10 |
6 |
11 |
+5 |
Jun11 |
101209 |
884.80 |
884.80 |
883.90 |
884.80 |
+0.90 |
|
|
|
Total Volume and Open Interest |
18 |
3,601 |
+4 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec10 |
101209 |
10280 |
10300 |
10210 |
10250 |
-30 |
25,986 |
26,226 |
-12,811 |
Mar11 |
101209 |
10300 |
10350 |
10260 |
10300 |
-30 |
19,971 |
36,697 |
+12,147 |
Total Volume and Open Interest |
45,957 |
62,923 |
-664 |
Nikkei 225(SGX) |
Mar11 |
101209 |
10225 |
10300 |
10195 |
10275 |
+35 |
129,330 |
194,123 |
+49,412 |
Jun11 |
101209 |
10195 |
10195 |
10195 |
10195 |
+30 |
0 |
2,146 |
+0 |
Sep11 |
101209 |
10195 |
10195 |
10195 |
10195 |
+30 |
|
|
|
Total Volume and Open Interest |
358,401 |
391,279 |
+47,770 |
CAC 40(EURONEXT) |
Dec10 |
101209 |
3858.0 |
3871.0 |
3835.0 |
3856.0 |
+26.0 |
119,675 |
355,413 |
-3,416 |
Jan11 |
101209 |
3858.5 |
3870.0 |
3839.0 |
3858.5 |
+25.5 |
3,229 |
26,030 |
+3,123 |
Feb11 |
101209 |
3861.0 |
3861.0 |
3861.0 |
3861.0 |
+24.0 |
0 |
70 |
+0 |
Total Volume and Open Interest |
123,887 |
385,769 |
+662 |
Hang Seng Index(HKFE) |
Dec10 |
101209 |
23222 |
23264 |
23064 |
23147 |
+72 |
88,843 |
89,995 |
-4,078 |
Jan11 |
101209 |
23234 |
23262 |
23073 |
23152 |
+66 |
1,294 |
1,800 |
+174 |
Total Volume and Open Interest |
90,507 |
95,600 |
-3,839 |
DAX(EUREX) |
Dec10 |
101209 |
7010.5 |
7029.0 |
6946.5 |
6964.0 |
-11.0 |
145,132 |
219,136 |
-3,469 |
Mar11 |
101209 |
7026.0 |
7043.0 |
6963.5 |
6980.5 |
-11.5 |
6,181 |
23,540 |
+2,708 |
Jun11 |
101209 |
7051.0 |
7064.0 |
6984.0 |
7001.5 |
-11.0 |
1,627 |
5,222 |
+34 |
Total Volume and Open Interest |
152,940 |
247,898 |
-727 |
FT-SE 100(EURONEXT) |
Dec10 |
101209 |
5828.00 |
5841.00 |
5798.00 |
5801.00 |
+3.00 |
96,095 |
613,229 |
-5,414 |
Mar11 |
101209 |
5794.50 |
5800.50 |
5760.00 |
5762.50 |
+2.00 |
18,996 |
59,138 |
+11,272 |
Jun11 |
101209 |
5732.50 |
5740.50 |
5720.00 |
5720.00 |
+2.50 |
21 |
983 |
+15 |
Total Volume and Open Interest |
115,132 |
673,360 |
+5,873 |
SPI 200(SFE) |
Dec10 |
101209 |
4698.0 |
4754.0 |
4690.0 |
4752.0 |
+52.0 |
37,938 |
205,563 |
+4,367 |
Mar11 |
101209 |
4688.0 |
4750.0 |
4688.0 |
4749.0 |
+52.0 |
3,072 |
8,243 |
+2,381 |
Jun11 |
101209 |
4774.0 |
4774.0 |
4774.0 |
4774.0 |
+53.0 |
96 |
2,376 |
+80 |
Total Volume and Open Interest |
41,112 |
219,231 |
+6,834 |
GSCI(CME) |
Dec10 |
101209 |
607.00 |
610.00 |
604.85 |
607.00 |
-1.35 |
3,096 |
9,852 |
-2,343 |
Jan11 |
101209 |
608.75 |
612.25 |
606.60 |
608.75 |
-1.55 |
2,703 |
5,321 |
+2,661 |
Feb11 |
101209 |
611.00 |
614.00 |
609.50 |
611.00 |
-1.50 |
|
|
|
Total Volume and Open Interest |
5,799 |
15,173 |
+318 |
Reuters CCI(ICE) |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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