|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri December 10, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
101210 |
1283.25 |
1288.50 |
1268.00 |
1273.00 |
-8.50 |
78,572 |
186,814 |
-14,099 |
Mar11 |
101210 |
1292.25 |
1297.75 |
1276.75 |
1282.50 |
-8.00 |
41,434 |
182,264 |
+7,442 |
May11 |
101210 |
1295.00 |
1301.00 |
1281.00 |
1287.00 |
-7.00 |
12,159 |
73,489 |
+1,510 |
Jul11 |
101210 |
1295.75 |
1301.25 |
1282.75 |
1288.50 |
-6.25 |
13,257 |
61,730 |
+921 |
Aug11 |
101210 |
1274.75 |
1275.00 |
1262.75 |
1264.50 |
-5.75 |
105 |
2,372 |
-32 |
Sep11 |
101210 |
1229.00 |
1234.00 |
1225.00 |
1228.75 |
-5.25 |
111 |
3,244 |
+41 |
Nov11 |
101210 |
1199.00 |
1205.50 |
1187.50 |
1193.50 |
-5.25 |
4,494 |
101,932 |
+75 |
Total Volume and Open Interest |
150,577 |
627,975 |
-4,118 |
Soybean Meal(CBOT) |
Dec10 |
101210 |
341.00 |
341.40 |
335.50 |
339.10 |
-0.80 |
1,345 |
1,407 |
-870 |
Jan11 |
101210 |
341.10 |
343.00 |
334.60 |
337.60 |
-3.10 |
28,480 |
60,544 |
-3,345 |
Mar11 |
101210 |
343.00 |
345.10 |
336.90 |
340.10 |
-2.90 |
12,757 |
49,473 |
+1,509 |
May11 |
101210 |
342.90 |
344.20 |
336.70 |
339.80 |
-2.50 |
5,101 |
27,682 |
+57 |
Jul11 |
101210 |
343.00 |
343.80 |
336.90 |
340.20 |
-1.80 |
5,812 |
17,940 |
-277 |
Aug11 |
101210 |
333.00 |
333.00 |
328.70 |
331.50 |
-1.20 |
428 |
5,669 |
-46 |
Sep11 |
101210 |
322.00 |
322.00 |
317.00 |
320.40 |
-0.40 |
1,498 |
5,660 |
+143 |
Oct11 |
101210 |
307.30 |
307.30 |
301.90 |
304.10 |
-0.20 |
336 |
4,471 |
-1 |
Total Volume and Open Interest |
58,094 |
192,236 |
-2,104 |
Soybean Oil(CBOT) |
Dec10 |
101210 |
53.73 |
54.50 |
53.70 |
53.79 |
unch |
2,365 |
1,780 |
-1,020 |
Jan11 |
101210 |
54.20 |
55.04 |
53.95 |
54.16 |
+0.01 |
59,895 |
101,037 |
-9,789 |
Mar11 |
101210 |
54.67 |
55.50 |
54.42 |
54.63 |
+0.01 |
43,145 |
123,630 |
+7,989 |
May11 |
101210 |
54.97 |
55.75 |
54.73 |
54.92 |
-0.03 |
12,596 |
40,550 |
+1,692 |
Jul11 |
101210 |
55.20 |
55.83 |
54.84 |
55.00 |
-0.15 |
8,250 |
35,117 |
+671 |
Aug11 |
101210 |
55.19 |
55.55 |
54.97 |
54.97 |
-0.21 |
642 |
4,803 |
+310 |
Sep11 |
101210 |
55.13 |
55.45 |
54.92 |
54.92 |
-0.26 |
544 |
5,278 |
+211 |
Oct11 |
101210 |
55.10 |
55.45 |
54.77 |
54.85 |
-0.30 |
187 |
7,197 |
-19 |
Total Volume and Open Interest |
129,869 |
341,816 |
+801 |
Canola(WCE) |
Jan11 |
101210 |
564.9 |
570.0 |
560.1 |
565.4 |
+0.5 |
10,465 |
88,819 |
-4,548 |
Mar11 |
101210 |
573.0 |
578.2 |
568.0 |
573.3 |
+0.6 |
10,350 |
52,208 |
+4,138 |
May11 |
101210 |
579.1 |
580.1 |
570.4 |
575.6 |
-0.4 |
273 |
5,998 |
-10 |
Jul11 |
101210 |
578.3 |
580.0 |
572.8 |
575.4 |
unch |
890 |
15,524 |
+361 |
Nov11 |
101210 |
517.5 |
520.9 |
510.2 |
515.5 |
-0.5 |
1,884 |
32,627 |
+1,051 |
Total Volume and Open Interest |
24,105 |
197,191 |
+1,203 |
Corn(CBOT) |
Dec10 |
101210 |
562.00 |
565.25 |
553.75 |
560.25 |
unch |
12,495 |
7,435 |
-2,053 |
Mar11 |
101210 |
574.75 |
579.25 |
567.25 |
574.25 |
unch |
132,497 |
721,933 |
+239 |
May11 |
101210 |
583.25 |
587.50 |
576.00 |
583.00 |
unch |
32,504 |
178,908 |
+6,340 |
Jul11 |
101210 |
588.00 |
592.00 |
580.50 |
588.00 |
+0.75 |
20,556 |
227,721 |
+1,705 |
Sep11 |
101210 |
547.25 |
551.25 |
540.75 |
549.25 |
+1.50 |
3,675 |
40,173 |
+189 |
Dec11 |
101210 |
529.75 |
534.75 |
523.00 |
529.25 |
-0.50 |
16,549 |
255,587 |
+441 |
Total Volume and Open Interest |
219,759 |
1,491,606 |
+7,074 |
Wheat(CBOT) |
Dec10 |
101210 |
743.50 |
751.00 |
735.50 |
735.50 |
-12.75 |
105 |
238 |
-303 |
Mar11 |
101210 |
789.00 |
798.00 |
774.00 |
775.50 |
-13.00 |
40,861 |
228,447 |
-3,261 |
May11 |
101210 |
814.50 |
822.00 |
799.50 |
801.25 |
-12.75 |
12,626 |
59,033 |
+1,599 |
Jul11 |
101210 |
814.00 |
822.75 |
802.00 |
804.75 |
-9.25 |
7,356 |
101,116 |
-617 |
Sep11 |
101210 |
825.25 |
833.75 |
815.50 |
816.75 |
-10.50 |
1,769 |
17,634 |
+106 |
Total Volume and Open Interest |
66,154 |
476,427 |
-1,573 |
Wheat(KCBT) |
Dec10 |
101210 |
830.00 |
835.00 |
822.25 |
822.25 |
-12.00 |
46 |
293 |
-41 |
Mar11 |
101210 |
844.75 |
851.50 |
830.25 |
832.00 |
-11.75 |
14,553 |
119,197 |
+1,856 |
May11 |
101210 |
849.50 |
856.75 |
836.50 |
838.50 |
-12.00 |
4,948 |
23,990 |
+1,339 |
Jul11 |
101210 |
848.00 |
854.50 |
835.50 |
839.00 |
-10.00 |
4,045 |
52,012 |
+641 |
Sep11 |
101210 |
857.00 |
862.00 |
845.00 |
848.00 |
-9.00 |
946 |
12,448 |
+101 |
Total Volume and Open Interest |
25,749 |
220,570 |
+4,427 |
Wheat(MGE) |
Dec10 |
101210 |
865.00 |
865.00 |
854.25 |
854.25 |
+0.25 |
1 |
20 |
-174 |
Mar11 |
101210 |
874.00 |
883.00 |
863.25 |
869.50 |
-4.50 |
6,347 |
31,665 |
-653 |
May11 |
101210 |
879.00 |
887.00 |
869.00 |
874.50 |
-3.75 |
1,543 |
11,276 |
+298 |
Jul11 |
101210 |
873.50 |
883.00 |
865.25 |
871.25 |
-3.25 |
1,169 |
7,767 |
+83 |
Sep11 |
101210 |
861.25 |
870.00 |
854.50 |
861.00 |
-3.00 |
1,000 |
7,839 |
+711 |
Total Volume and Open Interest |
10,287 |
66,971 |
+320 |
Oats(CBOT) |
Dec10 |
101210 |
397.75 |
400.00 |
394.00 |
400.00 |
+6.00 |
14 |
16 |
-10 |
Mar11 |
101210 |
382.50 |
388.00 |
380.25 |
385.00 |
+3.00 |
578 |
9,668 |
-9 |
May11 |
101210 |
391.00 |
391.50 |
386.00 |
389.50 |
+2.50 |
14 |
641 |
+8 |
Jul11 |
101210 |
392.50 |
395.00 |
390.00 |
393.00 |
+2.50 |
3 |
213 |
+0 |
Total Volume and Open Interest |
610 |
11,463 |
-27 |
Rough Rice(CBOT) |
Jan11 |
101210 |
13.90 |
14.14 |
13.82 |
13.93 |
+0.03 |
432 |
7,714 |
-66 |
Mar11 |
101210 |
14.15 |
14.42 |
14.11 |
14.21 |
+0.03 |
487 |
6,557 |
+17 |
May11 |
101210 |
14.60 |
14.60 |
14.45 |
14.49 |
+0.04 |
170 |
1,224 |
+164 |
Jul11 |
101210 |
14.70 |
14.80 |
14.63 |
14.73 |
+0.06 |
10 |
1,609 |
-3 |
Total Volume and Open Interest |
1,099 |
17,791 |
+112 |
Live Cattle(CME) |
Dec10 |
101210 |
101.900 |
102.000 |
100.950 |
100.950 |
-0.850 |
3,713 |
20,828 |
-912 |
Feb11 |
101210 |
104.900 |
104.900 |
103.900 |
103.950 |
-0.685 |
12,877 |
164,526 |
-1,038 |
Apr11 |
101210 |
108.000 |
108.050 |
107.250 |
107.300 |
-0.680 |
5,970 |
87,282 |
+205 |
Jun11 |
101210 |
105.250 |
105.285 |
104.750 |
105.000 |
-0.250 |
5,446 |
39,850 |
-243 |
Aug11 |
101210 |
105.250 |
105.450 |
104.900 |
105.180 |
-0.220 |
1,526 |
14,273 |
+146 |
Oct11 |
101210 |
107.750 |
108.000 |
107.400 |
107.950 |
+0.200 |
582 |
8,593 |
+121 |
Total Volume and Open Interest |
31,325 |
340,729 |
-1,147 |
Feeder Cattle(CME) |
Jan11 |
101210 |
118.180 |
118.330 |
117.800 |
118.180 |
+0.100 |
1,799 |
13,184 |
-224 |
Mar11 |
101210 |
118.385 |
118.830 |
118.200 |
118.650 |
+0.220 |
1,709 |
12,848 |
+364 |
Apr11 |
101210 |
119.200 |
119.430 |
118.900 |
119.385 |
-0.015 |
265 |
3,871 |
+34 |
May11 |
101210 |
119.800 |
119.900 |
119.300 |
119.850 |
+0.200 |
257 |
4,869 |
+105 |
Aug11 |
101210 |
120.000 |
120.600 |
119.800 |
120.500 |
+0.550 |
260 |
4,430 |
+87 |
Sep11 |
101210 |
119.000 |
119.600 |
118.900 |
119.550 |
+0.450 |
14 |
328 |
+8 |
Oct11 |
101210 |
118.930 |
119.100 |
118.730 |
119.100 |
+0.100 |
6 |
67 |
+5 |
Total Volume and Open Interest |
4,310 |
39,637 |
+379 |
Lean Hogs(CME) |
Dec10 |
101210 |
69.650 |
69.750 |
69.285 |
69.450 |
+0.020 |
3,586 |
11,458 |
-998 |
Feb11 |
101210 |
76.135 |
76.135 |
75.080 |
75.150 |
-0.750 |
11,006 |
85,144 |
+474 |
Apr11 |
101210 |
79.900 |
79.900 |
78.850 |
79.000 |
-0.830 |
4,715 |
51,153 |
+162 |
May11 |
101210 |
86.450 |
86.450 |
85.785 |
86.000 |
-0.850 |
153 |
1,672 |
-31 |
Jun11 |
101210 |
89.635 |
89.635 |
88.750 |
89.080 |
-0.420 |
2,670 |
31,806 |
+319 |
Jul11 |
101210 |
88.800 |
88.800 |
88.135 |
88.550 |
-0.630 |
679 |
7,084 |
+78 |
Aug11 |
101210 |
88.080 |
88.080 |
87.600 |
87.930 |
-0.400 |
439 |
7,956 |
+208 |
Oct11 |
101210 |
78.285 |
78.600 |
78.000 |
78.400 |
-0.400 |
340 |
5,067 |
+44 |
Total Volume and Open Interest |
23,979 |
203,589 |
+394 |
Class III Milk(CME) |
Dec10 |
101210 |
13.80 |
13.85 |
13.78 |
13.80 |
+0.02 |
77 |
5,775 |
+8 |
Jan11 |
101210 |
13.13 |
13.15 |
13.00 |
13.02 |
-0.06 |
556 |
4,258 |
+135 |
Feb11 |
101210 |
13.17 |
13.25 |
13.10 |
13.16 |
unch |
482 |
3,926 |
+249 |
Mar11 |
101210 |
13.65 |
13.70 |
13.61 |
13.66 |
+0.04 |
122 |
3,124 |
+47 |
Apr11 |
101210 |
13.97 |
14.12 |
13.97 |
14.05 |
+0.03 |
103 |
2,188 |
+66 |
Total Volume and Open Interest |
1,826 |
29,380 |
+847 |
Cocoa(ICE) |
Dec10 |
101210 |
2857 |
2857 |
2857 |
2857 |
-114 |
2 |
21 |
-2 |
Mar11 |
101210 |
3012 |
3014 |
2866 |
2887 |
-123 |
8,168 |
69,095 |
-838 |
May11 |
101210 |
3012 |
3012 |
2899 |
2906 |
-123 |
1,498 |
22,450 |
+776 |
Jul11 |
101210 |
3014 |
3014 |
2905 |
2921 |
-122 |
599 |
11,128 |
-139 |
Sep11 |
101210 |
3027 |
3029 |
2930 |
2937 |
-121 |
229 |
5,956 |
+117 |
Dec11 |
101210 |
3061 |
3061 |
2949 |
2952 |
-122 |
93 |
10,694 |
+76 |
Mar12 |
101210 |
3120 |
3120 |
3019 |
3019 |
-124 |
131 |
10,911 |
+53 |
Total Volume and Open Interest |
10,774 |
136,113 |
+92 |
Coffee "C"(ICE) |
Dec10 |
101210 |
209.35 |
209.35 |
209.35 |
209.35 |
+5.05 |
13 |
201 |
-45 |
Mar11 |
101210 |
204.30 |
210.80 |
203.25 |
209.60 |
+5.05 |
9,671 |
84,791 |
-2,039 |
May11 |
101210 |
205.75 |
211.70 |
204.90 |
210.95 |
+5.00 |
4,285 |
24,103 |
-43 |
Jul11 |
101210 |
205.45 |
210.60 |
204.70 |
210.30 |
+4.95 |
386 |
7,315 |
+39 |
Sep11 |
101210 |
203.45 |
208.90 |
202.85 |
208.60 |
+5.15 |
128 |
3,758 |
+78 |
Dec11 |
101210 |
200.45 |
205.55 |
199.60 |
205.55 |
+4.70 |
40 |
6,203 |
+12 |
Total Volume and Open Interest |
14,562 |
127,541 |
-1,996 |
Orange Juice(ICE) |
Jan11 |
101210 |
164.00 |
164.00 |
160.20 |
160.60 |
-1.85 |
2,291 |
17,610 |
-402 |
Mar11 |
101210 |
162.55 |
163.00 |
160.55 |
160.80 |
-1.75 |
1,800 |
10,000 |
+1,365 |
May11 |
101210 |
163.15 |
163.15 |
162.30 |
162.30 |
-1.90 |
153 |
1,513 |
+94 |
Jul11 |
101210 |
163.95 |
163.95 |
163.60 |
163.60 |
-1.80 |
12 |
2,471 |
+0 |
Sep11 |
101210 |
165.55 |
165.55 |
165.00 |
165.00 |
-1.75 |
18 |
341 |
+8 |
Nov11 |
101210 |
164.50 |
164.50 |
164.50 |
164.50 |
-2.05 |
23 |
49 |
+21 |
Total Volume and Open Interest |
4,297 |
32,007 |
+1,086 |
Sugar #11(ICE) |
Mar11 |
101210 |
28.66 |
29.19 |
28.00 |
29.13 |
+0.42 |
26,725 |
230,127 |
+639 |
May11 |
101210 |
26.24 |
26.49 |
25.32 |
26.43 |
+0.42 |
9,416 |
104,430 |
+1,470 |
Jul11 |
101210 |
23.17 |
23.59 |
22.50 |
23.56 |
+0.39 |
4,419 |
96,673 |
-965 |
Oct11 |
101210 |
21.65 |
22.00 |
20.91 |
21.97 |
+0.41 |
2,289 |
56,124 |
+231 |
Mar12 |
101210 |
20.92 |
21.36 |
20.40 |
21.29 |
+0.39 |
552 |
47,392 |
+101 |
Total Volume and Open Interest |
43,747 |
577,371 |
+1,504 |
London Cocoa(LCE) |
Dec10 |
101210 |
1987 |
1987 |
1895 |
1899 |
-91 |
10,963 |
24,569 |
-10,405 |
Mar11 |
101210 |
1988 |
1990 |
1892 |
1899 |
-93 |
12,550 |
62,204 |
-2,932 |
May11 |
101210 |
2002 |
2002 |
1911 |
1915 |
-91 |
1,168 |
20,623 |
+293 |
Jul11 |
101210 |
2011 |
2011 |
1930 |
1932 |
-87 |
535 |
17,655 |
+5 |
Sep11 |
101210 |
2007 |
2007 |
1940 |
1940 |
-86 |
243 |
11,092 |
+166 |
Dec11 |
101210 |
2019 |
2019 |
1948 |
1950 |
-87 |
102 |
16,768 |
+25 |
Mar12 |
101210 |
2035 |
2035 |
1960 |
1964 |
-83 |
76 |
13,065 |
+46 |
Total Volume and Open Interest |
25,637 |
169,143 |
-12,802 |
London Sugar(LCE) |
Mar11 |
101210 |
730.20 |
740.00 |
715.10 |
722.50 |
-4.70 |
1,996 |
28,665 |
-39 |
May11 |
101210 |
692.10 |
697.60 |
675.30 |
680.70 |
-5.50 |
757 |
9,210 |
+273 |
Aug11 |
101210 |
630.10 |
636.30 |
614.90 |
620.80 |
-1.60 |
213 |
7,266 |
+171 |
Oct11 |
101210 |
581.70 |
585.70 |
567.40 |
569.00 |
-2.40 |
23 |
2,133 |
-8 |
Dec11 |
101210 |
565.70 |
569.70 |
552.70 |
552.90 |
-2.90 |
8 |
804 |
+2 |
Total Volume and Open Interest |
2,999 |
48,629 |
+401 |
Cotton(ICE) |
Mar11 |
101210 |
137.08 |
140.95 |
135.30 |
136.97 |
+1.02 |
8,301 |
110,655 |
+669 |
May11 |
101210 |
127.99 |
133.19 |
127.11 |
129.23 |
+1.03 |
1,912 |
21,319 |
+50 |
Jul11 |
101210 |
118.85 |
125.01 |
118.85 |
120.84 |
+0.65 |
2,551 |
30,147 |
-420 |
Oct11 |
101210 |
104.07 |
104.07 |
104.07 |
104.07 |
+0.59 |
10 |
158 |
-5 |
Dec11 |
101210 |
93.50 |
94.90 |
92.46 |
94.51 |
+0.15 |
1,814 |
35,889 |
-614 |
Mar12 |
101210 |
89.91 |
89.91 |
89.91 |
89.91 |
+0.25 |
0 |
690 |
+0 |
Total Volume and Open Interest |
14,635 |
200,269 |
-293 |
Lumber(CME) |
Jan11 |
101210 |
272.2 |
274.4 |
266.5 |
266.5 |
-3.0 |
795 |
3,081 |
-71 |
Mar11 |
101210 |
293.1 |
293.1 |
283.6 |
286.0 |
+2.3 |
508 |
4,847 |
+44 |
May11 |
101210 |
295.3 |
298.9 |
292.5 |
292.5 |
+0.1 |
62 |
1,238 |
+20 |
Jul11 |
101210 |
302.9 |
306.9 |
300.0 |
301.1 |
-0.8 |
85 |
295 |
+83 |
Total Volume and Open Interest |
1,457 |
9,474 |
+82 |
Crude Oil(NYM) |
Jan11 |
101210 |
88.51 |
89.00 |
87.10 |
87.79 |
-0.58 |
353,964 |
194,553 |
-40,359 |
Feb11 |
101210 |
88.99 |
89.48 |
87.62 |
88.31 |
-0.57 |
158,546 |
210,416 |
+22,524 |
Mar11 |
101210 |
89.42 |
89.89 |
88.11 |
88.79 |
-0.55 |
73,045 |
152,374 |
+2,238 |
Apr11 |
101210 |
89.70 |
90.16 |
88.43 |
89.17 |
-0.51 |
24,630 |
56,617 |
+2,336 |
May11 |
101210 |
89.96 |
90.37 |
88.68 |
89.42 |
-0.50 |
16,394 |
33,819 |
+1,895 |
Jun11 |
101210 |
90.12 |
90.51 |
88.86 |
89.59 |
-0.49 |
30,859 |
79,391 |
-1,018 |
Jul11 |
101210 |
90.18 |
90.50 |
89.17 |
89.70 |
-0.49 |
6,732 |
38,898 |
+395 |
Aug11 |
101210 |
90.30 |
90.57 |
89.48 |
89.76 |
-0.49 |
4,603 |
19,261 |
+571 |
Sep11 |
101210 |
90.37 |
90.37 |
89.78 |
89.78 |
-0.50 |
6,717 |
25,172 |
+831 |
Oct11 |
101210 |
89.78 |
89.78 |
89.78 |
89.78 |
-0.52 |
4,616 |
17,788 |
-35 |
Nov11 |
101210 |
89.70 |
89.86 |
89.25 |
89.78 |
-0.53 |
4,226 |
19,010 |
+545 |
Dec11 |
101210 |
90.34 |
90.57 |
89.25 |
89.79 |
-0.55 |
31,268 |
149,706 |
+1,272 |
Jan12 |
101210 |
89.68 |
89.68 |
89.68 |
89.68 |
-0.56 |
5,002 |
19,523 |
-375 |
Feb12 |
101210 |
89.58 |
89.58 |
89.58 |
89.58 |
-0.56 |
3,707 |
7,912 |
+273 |
Mar12 |
101210 |
89.48 |
89.48 |
89.48 |
89.48 |
-0.56 |
2,016 |
10,054 |
-188 |
Apr12 |
101210 |
89.38 |
89.38 |
89.38 |
89.38 |
-0.56 |
249 |
4,197 |
+96 |
Total Volume and Open Interest |
742,817 |
1,350,154 |
-6,530 |
e-miNY Crude Oil(NYM) |
Dec10 |
101118 |
80.400 |
82.300 |
80.400 |
81.850 |
+1.400 |
7,920 |
4,586 |
-336 |
Jan11 |
101210 |
88.500 |
89.000 |
87.125 |
87.800 |
-0.575 |
15,043 |
4,105 |
-100 |
Feb11 |
101210 |
89.100 |
89.475 |
87.625 |
88.300 |
-0.575 |
562 |
1,636 |
+58 |
Mar11 |
101210 |
89.275 |
89.725 |
88.300 |
88.800 |
-0.550 |
80 |
517 |
+26 |
Apr11 |
101210 |
89.800 |
89.800 |
89.175 |
89.175 |
-0.500 |
3 |
16 |
+0 |
May11 |
101210 |
89.425 |
89.425 |
89.425 |
89.425 |
-0.500 |
2 |
14 |
+0 |
Jun11 |
101210 |
90.450 |
90.450 |
88.825 |
89.600 |
-0.475 |
0 |
44 |
+0 |
Jul11 |
101210 |
89.700 |
89.700 |
89.700 |
89.700 |
-0.500 |
0 |
3 |
+0 |
Aug11 |
101210 |
89.750 |
89.750 |
89.750 |
89.750 |
-0.500 |
0 |
6 |
+0 |
Sep11 |
101210 |
89.775 |
89.775 |
89.775 |
89.775 |
-0.500 |
0 |
2 |
+0 |
Total Volume and Open Interest |
15,694 |
6,523 |
-12 |
Heating Oil(NYM) |
Jan11 |
101210 |
247.70 |
248.30 |
243.83 |
245.75 |
-0.93 |
50,519 |
88,235 |
-7,434 |
Feb11 |
101210 |
249.17 |
249.76 |
245.37 |
247.21 |
-1.10 |
27,089 |
54,414 |
+1,644 |
Mar11 |
101210 |
249.70 |
250.06 |
245.55 |
247.52 |
-1.16 |
14,583 |
40,221 |
+1,063 |
Apr11 |
101210 |
247.90 |
248.02 |
244.76 |
246.27 |
-1.11 |
3,486 |
22,418 |
+352 |
May11 |
101210 |
246.45 |
246.98 |
243.69 |
245.29 |
-1.07 |
2,467 |
17,599 |
+128 |
Jun11 |
101210 |
246.89 |
246.93 |
243.38 |
245.00 |
-1.05 |
5,601 |
36,981 |
-516 |
Jul11 |
101210 |
245.69 |
245.81 |
244.80 |
245.81 |
-1.06 |
1,230 |
8,123 |
+343 |
Aug11 |
101210 |
246.18 |
246.83 |
245.90 |
246.83 |
-1.06 |
327 |
4,627 |
+15 |
Sep11 |
101210 |
247.99 |
248.08 |
247.99 |
248.08 |
-1.08 |
1,055 |
4,520 |
-450 |
Oct11 |
101210 |
249.54 |
249.54 |
249.33 |
249.33 |
-1.11 |
71 |
3,376 |
+9 |
Nov11 |
101210 |
250.88 |
250.88 |
250.88 |
250.88 |
-1.14 |
107 |
3,217 |
+39 |
Dec11 |
101210 |
254.20 |
254.30 |
250.88 |
252.20 |
-1.20 |
1,265 |
15,900 |
-384 |
Total Volume and Open Interest |
107,945 |
308,432 |
-5,135 |
Gasoline(NYMEX) |
Jan11 |
101210 |
233.65 |
234.67 |
229.47 |
230.93 |
-3.12 |
71,514 |
73,716 |
-3,465 |
Feb11 |
101210 |
232.16 |
232.91 |
228.63 |
230.23 |
-1.86 |
52,742 |
51,891 |
-1,281 |
Mar11 |
101210 |
232.60 |
233.27 |
229.34 |
231.05 |
-1.54 |
25,950 |
36,511 |
+1,348 |
Apr11 |
101210 |
242.24 |
242.25 |
239.00 |
240.76 |
-1.50 |
9,577 |
26,122 |
+454 |
May11 |
101210 |
243.19 |
243.19 |
239.95 |
241.21 |
-1.54 |
3,412 |
12,010 |
+315 |
Jun11 |
101210 |
242.61 |
242.61 |
239.81 |
241.00 |
-1.61 |
4,377 |
15,932 |
+280 |
Jul11 |
101210 |
240.11 |
240.11 |
240.11 |
240.11 |
-1.64 |
1,357 |
4,278 |
+28 |
Aug11 |
101210 |
238.84 |
238.84 |
238.84 |
238.84 |
-1.69 |
712 |
5,120 |
-30 |
Sep11 |
101210 |
237.24 |
237.24 |
237.24 |
237.24 |
-1.77 |
497 |
2,710 |
+36 |
Oct11 |
101210 |
226.37 |
226.37 |
226.37 |
226.37 |
-1.84 |
324 |
2,803 |
-6 |
Total Volume and Open Interest |
171,580 |
264,806 |
-2,086 |
e-miNY RBOB Gasoline(NYM) |
Jan11 |
101210 |
230.90 |
230.93 |
230.90 |
230.90 |
-3.20 |
0 |
2 |
+0 |
Feb11 |
101210 |
230.20 |
230.23 |
230.20 |
230.20 |
-1.90 |
0 |
1 |
+0 |
Mar11 |
101210 |
231.10 |
231.10 |
231.05 |
231.10 |
-1.50 |
0 |
1 |
+0 |
Apr11 |
101210 |
240.80 |
240.80 |
240.76 |
240.80 |
-1.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Jan11 |
101210 |
4.399 |
4.479 |
4.344 |
4.417 |
-0.018 |
204,137 |
151,730 |
-21,613 |
Feb11 |
101210 |
4.414 |
4.482 |
4.354 |
4.428 |
-0.012 |
73,176 |
89,968 |
+2,304 |
Mar11 |
101210 |
4.380 |
4.454 |
4.333 |
4.409 |
-0.004 |
85,168 |
124,559 |
+12,194 |
Apr11 |
101210 |
4.350 |
4.408 |
4.304 |
4.375 |
-0.004 |
32,275 |
82,207 |
+1,172 |
May11 |
101210 |
4.411 |
4.432 |
4.337 |
4.405 |
-0.004 |
11,814 |
34,995 |
+1,112 |
Jun11 |
101210 |
4.452 |
4.475 |
4.380 |
4.444 |
-0.005 |
4,825 |
16,396 |
+217 |
Jul11 |
101210 |
4.480 |
4.521 |
4.446 |
4.497 |
-0.007 |
3,846 |
13,507 |
+508 |
Aug11 |
101210 |
4.496 |
4.554 |
4.473 |
4.533 |
-0.009 |
4,095 |
14,134 |
+61 |
Sep11 |
101210 |
4.567 |
4.573 |
4.513 |
4.549 |
-0.010 |
4,063 |
11,030 |
+379 |
Oct11 |
101210 |
4.628 |
4.650 |
4.572 |
4.626 |
-0.011 |
13,684 |
49,734 |
+213 |
Nov11 |
101210 |
4.762 |
4.826 |
4.760 |
4.809 |
-0.019 |
2,439 |
22,179 |
-144 |
Dec11 |
101210 |
5.081 |
5.081 |
5.025 |
5.062 |
-0.026 |
4,704 |
20,180 |
+597 |
Jan12 |
101210 |
5.215 |
5.246 |
5.185 |
5.220 |
-0.027 |
7,430 |
32,226 |
-650 |
Feb12 |
101210 |
5.139 |
5.168 |
5.131 |
5.167 |
-0.028 |
474 |
7,069 |
+16 |
Mar12 |
101210 |
5.012 |
5.060 |
5.012 |
5.045 |
-0.029 |
848 |
16,189 |
+198 |
Apr12 |
101210 |
4.789 |
4.806 |
4.778 |
4.795 |
-0.029 |
436 |
12,529 |
+3 |
Total Volume and Open Interest |
453,908 |
764,400 |
-3,345 |
Brent Crude Oil(ICE) |
Jan11 |
101210 |
91.06 |
91.57 |
89.86 |
90.48 |
-0.51 |
131,083 |
114,202 |
-7,070 |
Feb11 |
101210 |
91.16 |
91.72 |
90.02 |
90.64 |
-0.52 |
92,169 |
201,380 |
-4,375 |
Mar11 |
101210 |
91.49 |
91.79 |
90.13 |
90.74 |
-0.52 |
50,936 |
133,256 |
+2,858 |
Apr11 |
101210 |
91.43 |
91.85 |
90.26 |
90.87 |
-0.52 |
24,330 |
49,050 |
+4,170 |
May11 |
101210 |
91.81 |
91.83 |
90.38 |
90.97 |
-0.53 |
14,172 |
35,459 |
-1,294 |
Jun11 |
101210 |
91.83 |
92.01 |
90.44 |
91.06 |
-0.53 |
22,615 |
59,080 |
-2,233 |
Jul11 |
101210 |
91.93 |
91.93 |
90.49 |
91.08 |
-0.55 |
5,067 |
19,829 |
+25 |
Aug11 |
101210 |
91.91 |
91.91 |
90.50 |
91.08 |
-0.56 |
4,495 |
11,932 |
-129 |
Sep11 |
101210 |
91.94 |
91.94 |
90.51 |
91.09 |
-0.55 |
4,509 |
13,948 |
+1,501 |
Oct11 |
101210 |
91.09 |
91.09 |
91.09 |
91.09 |
-0.56 |
2,537 |
7,989 |
+528 |
Nov11 |
101210 |
91.07 |
91.07 |
91.07 |
91.07 |
-0.57 |
2,067 |
10,783 |
+337 |
Dec11 |
101210 |
91.89 |
91.90 |
90.55 |
91.07 |
-0.59 |
19,230 |
87,025 |
-1,562 |
Jan12 |
101210 |
91.07 |
91.07 |
91.07 |
91.07 |
-0.59 |
2,070 |
10,142 |
-989 |
Feb12 |
101210 |
91.04 |
91.04 |
91.04 |
91.04 |
-0.60 |
93 |
5,327 |
+20 |
Total Volume and Open Interest |
380,203 |
847,040 |
-8,009 |
Gas Oil(ICE) |
Dec10 |
101210 |
759.50 |
763.75 |
757.25 |
757.75 |
unch |
28,407 |
14,884 |
-9,644 |
Jan11 |
101210 |
770.00 |
772.50 |
757.75 |
761.00 |
-5.50 |
98,104 |
181,963 |
+9,336 |
Feb11 |
101210 |
774.50 |
777.00 |
762.75 |
766.00 |
-5.25 |
55,217 |
96,414 |
+1,057 |
Mar11 |
101210 |
776.75 |
779.00 |
765.00 |
768.25 |
-5.50 |
27,788 |
53,839 |
-1,545 |
Apr11 |
101210 |
777.25 |
777.50 |
766.00 |
769.00 |
-5.75 |
18,374 |
55,575 |
-734 |
May11 |
101210 |
780.00 |
780.00 |
768.00 |
770.25 |
-5.75 |
14,954 |
45,089 |
+916 |
Jun11 |
101210 |
780.00 |
780.00 |
768.75 |
771.25 |
-6.00 |
24,347 |
52,915 |
+2,212 |
Jul11 |
101210 |
781.75 |
781.75 |
771.00 |
773.00 |
-6.25 |
2,559 |
17,872 |
+130 |
Aug11 |
101210 |
783.50 |
783.50 |
773.50 |
775.50 |
-6.25 |
2,010 |
17,060 |
+429 |
Sep11 |
101210 |
786.50 |
786.50 |
776.00 |
777.75 |
-6.50 |
1,836 |
9,467 |
+125 |
Total Volume and Open Interest |
288,726 |
668,591 |
+2,118 |
Ethanol(CBOT) |
Dec10 |
101203 |
2.050 |
2.070 |
2.050 |
2.051 |
-0.024 |
83 |
136 |
-71 |
Jan11 |
101210 |
2.084 |
2.105 |
2.070 |
2.103 |
+0.018 |
159 |
918 |
-68 |
Feb11 |
101210 |
2.110 |
2.124 |
2.110 |
2.122 |
+0.015 |
120 |
985 |
+16 |
Mar11 |
101210 |
2.110 |
2.141 |
2.110 |
2.141 |
+0.010 |
176 |
1,104 |
+64 |
Apr11 |
101210 |
2.163 |
2.163 |
2.163 |
2.163 |
+0.007 |
15 |
669 |
+12 |
May11 |
101210 |
2.165 |
2.172 |
2.165 |
2.167 |
+0.003 |
16 |
456 |
+3 |
Jun11 |
101210 |
2.175 |
2.175 |
2.175 |
2.175 |
+0.005 |
5 |
542 |
+5 |
Jul11 |
101210 |
2.185 |
2.185 |
2.185 |
2.185 |
+0.004 |
12 |
712 |
+10 |
Total Volume and Open Interest |
546 |
7,413 |
+66 |
WTI Crude Oil(ICE |
Jan11 |
101210 |
88.42 |
88.99 |
87.10 |
87.79 |
-0.58 |
74,975 |
76,040 |
-7,474 |
Feb11 |
101210 |
88.87 |
89.46 |
87.62 |
88.31 |
-0.57 |
41,959 |
82,122 |
+5,376 |
Mar11 |
101210 |
89.49 |
89.83 |
88.13 |
88.79 |
-0.55 |
20,407 |
66,076 |
+564 |
Apr11 |
101210 |
89.98 |
89.98 |
88.51 |
89.17 |
-0.51 |
7,595 |
28,878 |
+1,295 |
May11 |
101210 |
90.17 |
90.17 |
88.77 |
89.42 |
-0.50 |
4,204 |
12,682 |
-195 |
Jun11 |
101210 |
90.30 |
90.31 |
88.95 |
89.59 |
-0.49 |
11,372 |
49,960 |
-1,550 |
Jul11 |
101210 |
90.19 |
90.19 |
89.08 |
89.70 |
-0.49 |
2,391 |
14,843 |
+482 |
Aug11 |
101210 |
90.22 |
90.29 |
89.16 |
89.76 |
-0.49 |
4,136 |
12,404 |
+744 |
Sep11 |
101210 |
90.02 |
90.30 |
89.21 |
89.78 |
-0.50 |
5,698 |
15,727 |
+1,873 |
Oct11 |
101210 |
89.78 |
89.78 |
89.78 |
89.78 |
-0.52 |
4,012 |
7,958 |
+968 |
Nov11 |
101210 |
89.78 |
89.78 |
89.78 |
89.78 |
-0.53 |
1,535 |
8,683 |
-515 |
Dec11 |
101210 |
90.50 |
90.50 |
89.33 |
89.79 |
-0.55 |
10,546 |
56,800 |
+112 |
Jan12 |
101210 |
89.68 |
89.68 |
89.68 |
89.68 |
-0.56 |
105 |
4,815 |
-2 |
Feb12 |
101210 |
89.58 |
89.58 |
89.58 |
89.58 |
-0.56 |
39 |
1,175 |
-14 |
Mar12 |
101210 |
89.48 |
89.48 |
89.48 |
89.48 |
-0.56 |
429 |
3,190 |
-29 |
Apr12 |
101210 |
89.38 |
89.38 |
89.38 |
89.38 |
-0.56 |
45 |
733 |
+5 |
Total Volume and Open Interest |
194,480 |
523,002 |
+2,210 |
US Dollar Index(ICE) |
Dec10 |
101210 |
80.130 |
80.320 |
79.830 |
80.065 |
-0.020 |
26,864 |
13,218 |
-6,303 |
Mar11 |
101210 |
80.485 |
80.710 |
80.210 |
80.455 |
-0.025 |
21,086 |
20,778 |
+7,221 |
Jun11 |
101210 |
80.887 |
80.887 |
80.887 |
80.887 |
-0.028 |
0 |
528 |
+0 |
Total Volume and Open Interest |
47,951 |
34,526 |
+919 |
Australian Dollar(CME) |
Dec10 |
101210 |
98.39 |
98.95 |
98.27 |
98.51 |
+0.24 |
98,287 |
53,877 |
-10,447 |
Mar11 |
101210 |
97.27 |
97.84 |
97.15 |
97.40 |
+0.24 |
53,788 |
96,172 |
+21,835 |
Jun11 |
101210 |
96.26 |
96.26 |
96.03 |
96.26 |
+0.23 |
0 |
152 |
+0 |
Total Volume and Open Interest |
152,075 |
150,353 |
+11,388 |
British Pound(CME) |
Dec10 |
101210 |
157.70 |
158.64 |
157.48 |
158.01 |
+0.51 |
100,727 |
37,746 |
-13,719 |
Mar11 |
101210 |
157.62 |
158.53 |
157.37 |
157.90 |
+0.51 |
57,104 |
57,091 |
+19,801 |
Jun11 |
101210 |
157.51 |
157.76 |
157.26 |
157.76 |
+0.50 |
0 |
47 |
+0 |
Total Volume and Open Interest |
157,831 |
94,920 |
+6,082 |
Canadian Dollar(CME) |
Dec10 |
101210 |
98.94 |
99.15 |
98.85 |
99.12 |
+0.20 |
80,092 |
50,801 |
-12,668 |
Mar11 |
101210 |
98.75 |
98.97 |
98.65 |
98.93 |
+0.20 |
52,486 |
77,829 |
+24,461 |
Jun11 |
101210 |
98.52 |
98.74 |
98.51 |
98.72 |
+0.21 |
264 |
1,505 |
+151 |
Sep11 |
101210 |
98.39 |
98.45 |
98.23 |
98.45 |
+0.22 |
62 |
662 |
+19 |
Total Volume and Open Interest |
133,004 |
131,393 |
+12,000 |
Japanese Yen(CME) |
Dec10 |
101210 |
119.37 |
119.83 |
119.02 |
119.20 |
-0.29 |
115,862 |
51,851 |
-19,351 |
Mar11 |
101210 |
119.52 |
119.95 |
119.14 |
119.32 |
-0.29 |
70,079 |
84,900 |
+24,656 |
Jun11 |
101210 |
119.56 |
119.76 |
119.49 |
119.49 |
-0.27 |
3 |
223 |
+1 |
Total Volume and Open Interest |
185,944 |
136,985 |
+5,306 |
Swiss Franc(CME) |
Dec10 |
101210 |
101.69 |
102.10 |
101.61 |
101.90 |
+0.27 |
41,950 |
18,552 |
-8,043 |
Mar11 |
101210 |
101.80 |
102.21 |
101.72 |
102.01 |
+0.26 |
25,855 |
27,355 |
+8,356 |
Jun11 |
101210 |
102.30 |
102.30 |
101.88 |
102.13 |
+0.25 |
4 |
19 |
+2 |
Total Volume and Open Interest |
67,809 |
45,929 |
+315 |
EuroFX(CME) |
Dec10 |
101210 |
132.38 |
132.84 |
131.78 |
132.30 |
-0.06 |
313,895 |
92,625 |
-34,556 |
Mar11 |
101210 |
132.34 |
132.78 |
131.72 |
132.24 |
-0.05 |
174,674 |
110,713 |
+37,868 |
Jun11 |
101210 |
132.75 |
132.75 |
131.70 |
132.14 |
-0.06 |
41 |
223 |
-5 |
Total Volume and Open Interest |
488,613 |
203,603 |
+3,310 |
Mexican Peso(CME) |
Dec10 |
101210 |
801.2 |
803.5 |
800.8 |
802.2 |
+0.8 |
42,376 |
68,648 |
-5,466 |
Jan11 |
101210 |
803.0 |
803.0 |
802.2 |
803.0 |
+0.8 |
|
|
|
Total Volume and Open Interest |
83,992 |
166,214 |
+14,109 |
30-Year T-Bonds(CBOT) |
Dec10 |
101210 |
123~250 |
123~310 |
122~200 |
123~010 |
-0~180 |
13,644 |
28,523 |
-3,098 |
Mar11 |
101210 |
122~080 |
122~190 |
121~050 |
121~190 |
-0~170 |
344,603 |
563,772 |
-56 |
Jun11 |
101210 |
120~080 |
120~200 |
120~030 |
120~030 |
-0~170 |
5 |
592 |
-3 |
Total Volume and Open Interest |
358,252 |
592,887 |
-3,157 |
10-Year T-Notes(CBOT) |
Dec10 |
101210 |
122~030 |
122~030 |
121~005 |
121~085 |
-0~160 |
22,808 |
19,093 |
-4,775 |
Mar11 |
101210 |
120~265 |
121~045 |
119~290 |
120~070 |
-0~175 |
1,311,228 |
1,294,014 |
+27,369 |
Jun11 |
101210 |
119~005 |
119~210 |
119~005 |
119~035 |
-0~175 |
15 |
41 |
+6 |
Total Volume and Open Interest |
1,334,051 |
1,313,154 |
+22,600 |
5-Year T-Notes(CBOT) |
Dec10 |
101210 |
118~123 |
118~123 |
118~044 |
118~065 |
-0~029 |
17,540 |
31,063 |
-882 |
Mar11 |
101210 |
117~109 |
118~007 |
117~047 |
117~073 |
-0~030 |
627,917 |
992,208 |
+9,588 |
Jun11 |
101210 |
116~097 |
116~127 |
116~097 |
116~097 |
-0~030 |
|
|
|
Total Volume and Open Interest |
645,457 |
1,023,271 |
+8,706 |
2 Year T-Notes(CBOT) |
Dec10 |
101210 |
109~070 |
109~071 |
109~064 |
109~067 |
+0~003 |
9,414 |
26,393 |
-3,660 |
Mar11 |
101210 |
109~037 |
109~042 |
109~030 |
109~038 |
+0~002 |
190,221 |
635,231 |
+4,601 |
Jun11 |
101210 |
109~020 |
109~024 |
109~020 |
109~020 |
-0~004 |
0 |
25 |
+0 |
Total Volume and Open Interest |
199,635 |
661,649 |
+941 |
Eurodollars(CME) |
Dec10 |
101210 |
99.695 |
99.698 |
99.690 |
99.695 |
+0.003 |
164,639 |
807,905 |
-12,660 |
Mar11 |
101210 |
99.575 |
99.590 |
99.555 |
99.565 |
-0.010 |
290,255 |
1,174,728 |
+34,400 |
Jun11 |
101210 |
99.440 |
99.460 |
99.400 |
99.415 |
-0.025 |
312,528 |
1,006,536 |
-17,977 |
Sep11 |
101210 |
99.315 |
99.340 |
99.255 |
99.275 |
-0.040 |
371,358 |
893,141 |
+3,849 |
Dec11 |
101210 |
99.160 |
99.190 |
99.085 |
99.115 |
-0.045 |
459,239 |
846,399 |
-47,971 |
Mar12 |
101210 |
98.985 |
99.020 |
98.895 |
98.935 |
-0.045 |
406,497 |
766,453 |
-16,528 |
Jun12 |
101210 |
98.775 |
98.820 |
98.670 |
98.715 |
-0.055 |
256,952 |
474,934 |
-2,399 |
Sep12 |
101210 |
98.565 |
98.615 |
98.440 |
98.490 |
-0.060 |
211,885 |
368,657 |
+10,221 |
Dec12 |
101210 |
98.325 |
98.380 |
98.190 |
98.245 |
-0.065 |
177,943 |
284,013 |
+1,615 |
Mar13 |
101210 |
98.085 |
98.140 |
97.940 |
97.995 |
-0.075 |
183,990 |
211,619 |
-1,905 |
Jun13 |
101210 |
97.840 |
97.890 |
97.675 |
97.735 |
-0.085 |
130,490 |
183,713 |
-5,869 |
Sep13 |
101210 |
97.585 |
97.640 |
97.415 |
97.475 |
-0.095 |
98,936 |
186,497 |
-185 |
Dec13 |
101210 |
97.325 |
97.380 |
97.145 |
97.205 |
-0.105 |
73,045 |
132,264 |
+5,476 |
Mar14 |
101210 |
97.090 |
97.140 |
96.900 |
96.955 |
-0.115 |
56,536 |
109,659 |
-3,190 |
Jun14 |
101210 |
96.840 |
96.880 |
96.650 |
96.700 |
-0.125 |
46,013 |
111,238 |
-1,759 |
Sep14 |
101210 |
96.610 |
96.640 |
96.405 |
96.460 |
-0.130 |
37,832 |
73,227 |
+664 |
Dec14 |
101210 |
96.370 |
96.410 |
96.170 |
96.225 |
-0.130 |
27,332 |
71,991 |
-951 |
Mar15 |
101210 |
96.170 |
96.200 |
95.970 |
96.030 |
-0.125 |
27,780 |
50,052 |
-287 |
Total Volume and Open Interest |
3,437,536 |
7,965,711 |
-58,115 |
30 Day Federal Funds(CBOT) |
Dec10 |
101210 |
99.825 |
99.827 |
99.823 |
99.825 |
+0.002 |
6,858 |
102,059 |
-1,513 |
Jan11 |
101210 |
99.825 |
99.830 |
99.825 |
99.825 |
unch |
1,699 |
63,226 |
+320 |
Feb11 |
101210 |
99.825 |
99.825 |
99.820 |
99.820 |
unch |
1,862 |
54,556 |
+826 |
Mar11 |
101210 |
99.820 |
99.825 |
99.815 |
99.820 |
unch |
1,590 |
35,870 |
+169 |
Apr11 |
101210 |
99.820 |
99.830 |
99.815 |
99.825 |
+0.005 |
3,080 |
37,345 |
-635 |
May11 |
101210 |
99.815 |
99.820 |
99.810 |
99.815 |
unch |
3,564 |
40,148 |
+1,442 |
Total Volume and Open Interest |
55,529 |
542,829 |
+595 |
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 |
101210 |
99.668 |
99.668 |
99.668 |
99.668 |
+0.003 |
612 |
2,210 |
-79 |
Mar11 |
101210 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.005 |
0 |
769 |
+0 |
Jun11 |
101210 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.005 |
0 |
150 |
+0 |
Sep11 |
101210 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.005 |
|
|
|
Dec11 |
101210 |
99.605 |
99.605 |
99.605 |
99.605 |
+0.005 |
|
|
|
Mar12 |
101210 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.005 |
|
|
|
Jun12 |
101210 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.005 |
|
|
|
Sep12 |
101210 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.005 |
|
|
|
Dec12 |
101210 |
99.290 |
99.290 |
99.290 |
99.290 |
+0.005 |
|
|
|
Mar13 |
101210 |
99.290 |
99.290 |
99.290 |
99.290 |
+0.005 |
|
|
|
Total Volume and Open Interest |
612 |
3,129 |
-79 |
3-Mth Euro-Yen(SGX) |
Mar11 |
101210 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
101 |
1,854 |
+204 |
Jun11 |
101210 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.00 |
0 |
1,363 |
+0 |
Sep11 |
101210 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
3 |
1,333 |
-3 |
Dec11 |
101210 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
200 |
310 |
+0 |
Mar12 |
101210 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
305 |
+0 |
Jun12 |
101210 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
754 |
+0 |
Sep12 |
101210 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
310 |
+0 |
Dec12 |
101210 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
904 |
11,018 |
+372 |
Japanese Gov't Bonds(SGX) |
Mar11 |
101210 |
139.12 |
139.82 |
138.94 |
139.80 |
+0.59 |
3,664 |
11,749 |
-262 |
Jun11 |
101210 |
137.71 |
137.71 |
137.71 |
137.71 |
+0.59 |
|
|
|
Sep11 |
101210 |
135.62 |
135.62 |
135.62 |
135.62 |
+0.59 |
|
|
|
Total Volume and Open Interest |
3,664 |
11,749 |
-262 |
Euro-Bund(EUREX) |
Dec10 |
101208 |
124.86 |
125.38 |
124.86 |
125.22 |
-0.37 |
646,460 |
11,320 |
-335,870 |
Mar11 |
101210 |
125.30 |
125.33 |
124.70 |
124.98 |
+0.03 |
729,455 |
846,191 |
-24,267 |
Jun11 |
101210 |
123.60 |
123.60 |
123.57 |
123.59 |
+0.06 |
384 |
545 |
+8 |
Total Volume and Open Interest |
729,839 |
846,736 |
-24,259 |
Euro-Bobl(EUREX) |
Dec10 |
101208 |
119.04 |
119.06 |
118.77 |
118.96 |
-0.30 |
442,293 |
14,024 |
-229,197 |
Mar11 |
101210 |
118.25 |
118.27 |
117.75 |
118.05 |
-0.04 |
474,429 |
650,423 |
+17,925 |
Jun11 |
101210 |
116.64 |
116.64 |
116.64 |
116.64 |
unch |
15 |
33 |
+10 |
Total Volume and Open Interest |
474,444 |
650,456 |
+17,935 |
3-Mth Euribor(EUREX) |
Dec10 |
101210 |
98.965 |
98.975 |
98.965 |
98.970 |
unch |
21 |
7,504 |
-1 |
Mar11 |
101210 |
98.865 |
98.865 |
98.850 |
98.850 |
-0.015 |
531 |
3,031 |
+382 |
Jun11 |
101210 |
98.730 |
98.730 |
98.685 |
98.685 |
-0.040 |
32 |
5,311 |
+5 |
Total Volume and Open Interest |
744 |
24,243 |
+391 |
Long Gilt(LIFFE) |
Dec10 |
101210 |
119~32 |
120~00 |
119~18 |
119~21 |
-0~03 |
152 |
5,166 |
-102 |
Mar11 |
101210 |
118~21 |
118~25 |
118~07 |
118~11 |
-0~03 |
82,158 |
253,697 |
-6,165 |
Total Volume and Open Interest |
82,310 |
258,863 |
-6,267 |
3-Mth Short Sterling(LIFFE) |
Dec10 |
101210 |
99.25 |
99.26 |
99.24 |
99.25 |
unch |
13,305 |
318,027 |
-3,346 |
Mar11 |
101210 |
99.14 |
99.15 |
99.12 |
99.14 |
unch |
40,917 |
282,095 |
-1,806 |
Jun11 |
101210 |
99.02 |
99.02 |
98.98 |
98.99 |
-0.01 |
33,540 |
240,097 |
-5,124 |
Sep11 |
101210 |
98.88 |
98.89 |
98.81 |
98.83 |
-0.03 |
58,974 |
228,080 |
-719 |
Dec11 |
101210 |
98.70 |
98.72 |
98.62 |
98.64 |
-0.04 |
127,850 |
302,073 |
-16,818 |
Mar12 |
101210 |
98.49 |
98.53 |
98.41 |
98.44 |
-0.04 |
103,477 |
237,877 |
+10,309 |
Total Volume and Open Interest |
540,941 |
2,083,349 |
-12,930 |
3-Mth Euribor(LIFFE) |
Dec10 |
101210 |
98.970 |
98.975 |
98.965 |
98.970 |
unch |
56,699 |
494,920 |
-7,183 |
Mar11 |
101210 |
98.860 |
98.875 |
98.840 |
98.850 |
-0.015 |
128,472 |
500,297 |
+11,642 |
Jun11 |
101210 |
98.720 |
98.735 |
98.680 |
98.685 |
-0.040 |
119,394 |
454,898 |
-3,777 |
Total Volume and Open Interest |
1,097,269 |
2,968,571 |
-28,562 |
3-Mth Aus T-Bills(SFE) |
Dec10 |
101209 |
94.95 |
94.98 |
94.88 |
94.94 |
-0.02 |
18,793 |
950 |
-57,704 |
Mar11 |
101210 |
94.87 |
94.89 |
94.86 |
94.88 |
unch |
8,377 |
187,042 |
-16,500 |
Jun11 |
101210 |
94.75 |
94.78 |
94.73 |
94.76 |
+0.01 |
16,900 |
117,388 |
-5,649 |
Sep11 |
101210 |
94.62 |
94.65 |
94.61 |
94.64 |
+0.01 |
10,269 |
72,688 |
-3,008 |
Dec11 |
101210 |
94.53 |
94.56 |
94.52 |
94.56 |
+0.01 |
4,092 |
47,537 |
+248 |
Mar12 |
101210 |
94.49 |
94.52 |
94.49 |
94.52 |
+0.01 |
3,621 |
42,489 |
+210 |
Jun12 |
101210 |
94.45 |
94.49 |
94.45 |
94.49 |
+0.02 |
2,102 |
38,335 |
+1,117 |
Sep12 |
101210 |
94.42 |
94.46 |
94.42 |
94.46 |
+0.03 |
1,798 |
19,382 |
+481 |
Dec12 |
101210 |
94.39 |
94.42 |
94.37 |
94.41 |
+0.02 |
1,493 |
6,478 |
+398 |
Mar13 |
101210 |
94.34 |
94.37 |
94.34 |
94.37 |
+0.03 |
127 |
2,535 |
+103 |
Total Volume and Open Interest |
48,890 |
535,266 |
-23,507 |
10-Year Aus T-Bonds(SFE) |
Dec10 |
101210 |
94.34 |
94.40 |
94.32 |
94.40 |
+0.05 |
125,533 |
385,709 |
-20,144 |
Mar11 |
101210 |
94.30 |
94.36 |
94.28 |
94.36 |
+0.06 |
102,633 |
90,798 |
+67,613 |
Total Volume and Open Interest |
228,166 |
476,507 |
+47,469 |
3-Year Aus T-Bonds(SFE) |
Dec10 |
101210 |
94.82 |
94.86 |
94.81 |
94.85 |
+0.03 |
138,276 |
484,573 |
-31,738 |
Mar11 |
101210 |
94.75 |
94.79 |
94.74 |
94.78 |
+0.03 |
80,578 |
86,630 |
+62,451 |
Total Volume and Open Interest |
218,854 |
571,203 |
+30,713 |
Gold(CMX) |
Dec10 |
101210 |
1388.9 |
1392.0 |
1373.1 |
1384.3 |
-7.8 |
971 |
1,593 |
-1,184 |
Feb11 |
101210 |
1388.3 |
1393.0 |
1372.7 |
1384.9 |
-7.9 |
125,993 |
358,606 |
-8,062 |
Apr11 |
101210 |
1389.8 |
1394.8 |
1374.9 |
1386.9 |
-8.0 |
1,861 |
54,872 |
+1,119 |
Jun11 |
101210 |
1393.4 |
1397.0 |
1377.7 |
1389.1 |
-8.0 |
1,506 |
34,118 |
-76 |
Aug11 |
101210 |
1385.5 |
1392.4 |
1382.6 |
1391.4 |
-8.0 |
276 |
14,702 |
+35 |
Oct11 |
101210 |
1389.2 |
1396.8 |
1389.2 |
1393.8 |
-8.0 |
450 |
10,607 |
+45 |
Dec11 |
101210 |
1397.7 |
1403.6 |
1385.0 |
1396.3 |
-8.0 |
1,016 |
26,066 |
-48 |
Feb12 |
101210 |
1392.5 |
1399.1 |
1392.5 |
1399.1 |
-7.9 |
161 |
6,598 |
+1 |
Apr12 |
101210 |
1402.1 |
1402.1 |
1402.1 |
1402.1 |
-7.8 |
850 |
5,168 |
-800 |
Jun12 |
101210 |
1402.8 |
1405.4 |
1402.8 |
1405.4 |
-7.6 |
183 |
11,585 |
+145 |
Aug12 |
101210 |
1408.9 |
1408.9 |
1408.9 |
1408.9 |
-7.5 |
2,091 |
6,086 |
+1,176 |
Oct12 |
101210 |
1412.7 |
1412.7 |
1412.7 |
1412.7 |
-7.4 |
0 |
1,025 |
+0 |
Total Volume and Open Interest |
142,151 |
591,298 |
-7,047 |
Silver(CMX) |
Dec10 |
101210 |
2879.0 |
2895.5 |
2809.0 |
2857.6 |
-21.3 |
174 |
529 |
-70 |
Mar11 |
101210 |
2882.0 |
2903.0 |
2806.0 |
2860.5 |
-21.2 |
63,142 |
76,644 |
-517 |
May11 |
101210 |
2887.5 |
2905.5 |
2816.0 |
2865.4 |
-21.3 |
3,361 |
12,636 |
-944 |
Jul11 |
101210 |
2911.0 |
2911.0 |
2820.0 |
2870.3 |
-21.3 |
223 |
8,791 |
-90 |
Sep11 |
101210 |
2875.4 |
2875.4 |
2875.4 |
2875.4 |
-21.1 |
74 |
6,293 |
-7 |
Dec11 |
101210 |
2905.5 |
2918.0 |
2839.0 |
2882.4 |
-20.9 |
312 |
11,089 |
-29 |
Mar12 |
101210 |
2908.0 |
2908.5 |
2888.9 |
2888.9 |
-20.5 |
0 |
355 |
+0 |
Total Volume and Open Interest |
68,926 |
130,647 |
-1,364 |
Platinum(NYMEX) |
Jan11 |
101210 |
1679.1 |
1687.2 |
1666.1 |
1675.3 |
-3.6 |
5,353 |
26,681 |
-1,093 |
Apr11 |
101210 |
1688.0 |
1688.3 |
1672.6 |
1680.1 |
-4.4 |
626 |
9,045 |
+379 |
Jul11 |
101210 |
1682.9 |
1682.9 |
1682.9 |
1682.9 |
-4.4 |
2 |
464 |
+1 |
Oct11 |
101210 |
1682.9 |
1682.9 |
1682.9 |
1682.9 |
-4.4 |
1 |
6 |
+1 |
Total Volume and Open Interest |
5,982 |
36,197 |
-712 |
Palladium(NYMEX) |
Dec10 |
101210 |
731.35 |
731.35 |
731.35 |
731.35 |
-8.40 |
5 |
307 |
-2 |
Mar11 |
101210 |
743.95 |
747.45 |
725.50 |
732.70 |
-8.90 |
2,448 |
22,300 |
-309 |
Jun11 |
101210 |
739.10 |
740.05 |
730.20 |
734.05 |
-8.80 |
17 |
337 |
+5 |
Total Volume and Open Interest |
2,474 |
22,976 |
-305 |
Copper(CMX) |
Dec10 |
101210 |
411.40 |
413.45 |
407.70 |
410.50 |
+2.35 |
725 |
3,092 |
-432 |
Mar11 |
101210 |
406.70 |
414.30 |
406.70 |
411.20 |
+2.50 |
35,675 |
114,822 |
-88 |
May11 |
101210 |
406.95 |
413.50 |
406.60 |
410.55 |
+2.35 |
1,853 |
23,382 |
+1,103 |
Jul11 |
101210 |
408.50 |
408.75 |
408.40 |
408.75 |
+2.10 |
484 |
5,948 |
+327 |
Sep11 |
101210 |
406.85 |
406.85 |
406.85 |
406.85 |
+1.90 |
61 |
5,049 |
+8 |
Total Volume and Open Interest |
39,275 |
161,389 |
+762 |
DJIA Index(CBOT) |
Dec10 |
101210 |
11377 |
11408 |
11367 |
11408 |
+46 |
1,034 |
6,531 |
-582 |
Mar11 |
101210 |
11296 |
11345 |
11295 |
11344 |
+47 |
977 |
1,092 |
+432 |
Jun11 |
101210 |
11302 |
11302 |
11239 |
11302 |
+63 |
|
|
|
Sep11 |
101210 |
11223 |
11223 |
11177 |
11223 |
+46 |
|
|
|
Total Volume and Open Interest |
2,011 |
7,623 |
-150 |
S & P 500(CME) |
Dec10 |
101210 |
1235.70 |
1241.50 |
1232.50 |
1240.90 |
+8.00 |
53,951 |
305,809 |
-16,874 |
Mar11 |
101210 |
1227.50 |
1236.20 |
1226.70 |
1235.90 |
+8.00 |
48,747 |
104,092 |
+48,800 |
Jun11 |
101210 |
1231.00 |
1231.00 |
1231.00 |
1231.00 |
+8.00 |
0 |
3,409 |
-50 |
Sep11 |
101210 |
1226.20 |
1226.20 |
1226.20 |
1226.20 |
+8.00 |
0 |
655 |
+0 |
Total Volume and Open Interest |
102,698 |
414,315 |
+31,876 |
S & P 500 E-Mini(Globex) |
Dec10 |
101210 |
1232.75 |
1241.50 |
1231.50 |
1241.00 |
+8.00 |
1,388,754 |
2,206,219 |
-312,623 |
Mar11 |
101210 |
1227.75 |
1236.25 |
1226.75 |
1236.00 |
+8.00 |
1,073,405 |
871,881 |
+413,264 |
Total Volume and Open Interest |
2,462,186 |
3,078,365 |
+100,644 |
NASDAQ 100(CME) |
Dec10 |
101210 |
2206.00 |
2218.00 |
2201.00 |
2216.50 |
+15.20 |
1,482 |
26,418 |
-854 |
Mar11 |
101210 |
2196.50 |
2217.00 |
2196.50 |
2215.00 |
+15.20 |
676 |
751 |
+489 |
Jun11 |
101210 |
2215.00 |
2215.30 |
2215.00 |
2215.00 |
+15.20 |
|
|
|
Total Volume and Open Interest |
2,158 |
27,169 |
-365 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
101210 |
2200.30 |
2218.30 |
2197.30 |
2216.50 |
+15.20 |
161,286 |
354,959 |
-36,401 |
Mar11 |
101210 |
2197.80 |
2216.80 |
2196.00 |
2215.00 |
+15.20 |
138,076 |
81,529 |
+54,030 |
Total Volume and Open Interest |
299,363 |
436,501 |
+17,628 |
S & P Midcap 400(CME) |
Dec10 |
101210 |
889.50 |
899.00 |
889.50 |
898.40 |
+8.90 |
269 |
3,554 |
-36 |
Mar11 |
101210 |
890.50 |
897.00 |
890.50 |
896.20 |
+8.90 |
235 |
241 |
+230 |
Jun11 |
101210 |
893.30 |
893.30 |
892.30 |
893.30 |
+8.50 |
|
|
|
Total Volume and Open Interest |
504 |
3,795 |
+194 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
101210 |
10290 |
10365 |
10235 |
10255 |
-45 |
13,275 |
36,884 |
+187 |
Jun11 |
101210 |
10230 |
10300 |
10230 |
10230 |
-70 |
|
|
|
Total Volume and Open Interest |
22,296 |
56,965 |
-5,958 |
Nikkei 225(SGX) |
Mar11 |
101210 |
10270 |
10330 |
10180 |
10220 |
-55 |
102,953 |
202,095 |
+7,972 |
Jun11 |
101210 |
10150 |
10150 |
10150 |
10150 |
-45 |
0 |
2,146 |
+0 |
Sep11 |
101210 |
10150 |
10150 |
10150 |
10150 |
-45 |
|
|
|
Total Volume and Open Interest |
228,975 |
213,383 |
-177,896 |
CAC 40(EURONEXT) |
Dec10 |
101210 |
3878.0 |
3882.0 |
3848.0 |
3856.5 |
+0.5 |
131,714 |
364,600 |
+9,187 |
Jan11 |
101210 |
3881.0 |
3881.0 |
3854.0 |
3860.0 |
+1.5 |
17,842 |
43,084 |
+17,054 |
Feb11 |
101210 |
3862.5 |
3862.5 |
3862.5 |
3862.5 |
+1.5 |
0 |
70 |
+0 |
Total Volume and Open Interest |
153,737 |
416,197 |
+30,428 |
Hang Seng Index(HKFE) |
Dec10 |
101210 |
23018 |
23222 |
22934 |
23188 |
+41 |
66,036 |
91,809 |
+1,814 |
Jan11 |
101210 |
23048 |
23222 |
22956 |
23193 |
+41 |
620 |
2,006 |
+206 |
Total Volume and Open Interest |
66,824 |
97,630 |
+2,030 |
DAX(EUREX) |
Dec10 |
101210 |
7005.0 |
7028.5 |
6974.0 |
7002.5 |
+38.5 |
151,225 |
216,646 |
-2,490 |
Mar11 |
101210 |
7025.5 |
7045.0 |
6992.5 |
7019.0 |
+38.5 |
8,202 |
29,404 |
+5,864 |
Jun11 |
101210 |
7041.5 |
7065.5 |
7013.5 |
7040.0 |
+38.5 |
860 |
5,535 |
+313 |
Total Volume and Open Interest |
160,287 |
251,585 |
+3,687 |
FT-SE 100(EURONEXT) |
Dec10 |
101210 |
5815.00 |
5844.00 |
5794.00 |
5809.50 |
+8.50 |
122,803 |
573,886 |
-39,343 |
Mar11 |
101210 |
5770.50 |
5805.00 |
5757.00 |
5771.50 |
+9.00 |
55,669 |
97,233 |
+38,095 |
Jun11 |
101210 |
5729.50 |
5729.50 |
5729.00 |
5729.00 |
+9.00 |
104 |
1,087 |
+104 |
Total Volume and Open Interest |
178,576 |
672,216 |
-1,144 |
SPI 200(SFE) |
Dec10 |
101210 |
4755.0 |
4763.0 |
4730.0 |
4759.0 |
+7.0 |
35,672 |
202,042 |
-3,521 |
Mar11 |
101210 |
4752.0 |
4762.0 |
4730.0 |
4758.0 |
+9.0 |
11,248 |
16,818 |
+8,575 |
Jun11 |
101210 |
4782.0 |
4782.0 |
4782.0 |
4782.0 |
+8.0 |
0 |
2,376 |
+0 |
Total Volume and Open Interest |
47,055 |
224,300 |
+5,069 |
GSCI(CME) |
Dec10 |
101210 |
603.00 |
608.00 |
601.25 |
604.40 |
-2.60 |
2,819 |
7,167 |
-2,685 |
Jan11 |
101210 |
604.80 |
609.50 |
603.00 |
606.30 |
-2.45 |
2,502 |
7,788 |
+2,467 |
Feb11 |
101210 |
608.80 |
611.50 |
606.00 |
608.80 |
-2.20 |
20 |
0 |
+0 |
Total Volume and Open Interest |
5,341 |
14,955 |
-218 |
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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