|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon December 13, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
101213 |
1269.50 |
1304.75 |
1257.00 |
1302.50 |
+29.50 |
78,572 |
186,814 |
-14,099 |
Mar11 |
101213 |
1281.50 |
1314.25 |
1269.00 |
1312.00 |
+29.50 |
41,434 |
182,264 |
+7,442 |
May11 |
101213 |
1283.00 |
1318.25 |
1273.50 |
1316.50 |
+29.50 |
12,159 |
73,489 |
+1,510 |
Jul11 |
101213 |
1283.75 |
1320.00 |
1275.25 |
1318.25 |
+29.75 |
13,257 |
61,730 |
+921 |
Aug11 |
101213 |
1281.75 |
1295.50 |
1264.50 |
1294.00 |
+29.50 |
105 |
2,372 |
-32 |
Sep11 |
101213 |
1231.75 |
1258.75 |
1228.75 |
1257.75 |
+29.00 |
111 |
3,244 |
+41 |
Nov11 |
101213 |
1187.00 |
1224.00 |
1181.00 |
1222.50 |
+29.00 |
4,494 |
101,932 |
+75 |
Total Volume and Open Interest |
150,577 |
627,975 |
-4,118 |
Soybean Meal(CBOT) |
Dec10 |
101213 |
335.50 |
346.70 |
335.10 |
344.80 |
+5.70 |
1,345 |
1,407 |
-870 |
Jan11 |
101213 |
336.00 |
345.50 |
333.00 |
342.80 |
+5.20 |
28,480 |
60,544 |
-3,345 |
Mar11 |
101213 |
338.90 |
347.60 |
335.60 |
345.10 |
+5.00 |
12,757 |
49,473 |
+1,509 |
May11 |
101213 |
339.30 |
347.40 |
335.90 |
345.00 |
+5.20 |
5,101 |
27,682 |
+57 |
Jul11 |
101213 |
339.70 |
348.00 |
336.30 |
345.50 |
+5.30 |
5,812 |
17,940 |
-277 |
Aug11 |
101213 |
331.40 |
338.80 |
323.80 |
337.00 |
+5.50 |
428 |
5,669 |
-46 |
Sep11 |
101213 |
320.40 |
327.90 |
320.40 |
325.80 |
+5.40 |
1,498 |
5,660 |
+143 |
Oct11 |
101213 |
310.00 |
312.60 |
304.10 |
310.30 |
+6.20 |
336 |
4,471 |
-1 |
Total Volume and Open Interest |
58,094 |
192,236 |
-2,104 |
Soybean Oil(CBOT) |
Dec10 |
101213 |
54.43 |
55.10 |
54.40 |
55.10 |
+1.31 |
2,365 |
1,780 |
-1,020 |
Jan11 |
101213 |
54.14 |
55.50 |
53.65 |
55.45 |
+1.29 |
59,895 |
101,037 |
-9,789 |
Mar11 |
101213 |
54.63 |
55.96 |
54.00 |
55.92 |
+1.29 |
43,145 |
123,630 |
+7,989 |
May11 |
101213 |
54.85 |
56.21 |
54.40 |
56.17 |
+1.25 |
12,596 |
40,550 |
+1,692 |
Jul11 |
101213 |
54.86 |
56.20 |
54.40 |
56.19 |
+1.19 |
8,250 |
35,117 |
+671 |
Aug11 |
101213 |
55.93 |
56.12 |
55.71 |
56.12 |
+1.15 |
642 |
4,803 |
+310 |
Sep11 |
101213 |
55.28 |
56.01 |
55.28 |
56.01 |
+1.09 |
544 |
5,278 |
+211 |
Oct11 |
101213 |
54.32 |
56.00 |
54.26 |
55.85 |
+1.00 |
187 |
7,197 |
-19 |
Total Volume and Open Interest |
129,869 |
341,816 |
+801 |
Canola(WCE) |
Jan11 |
101213 |
568.0 |
572.4 |
567.9 |
570.9 |
+5.5 |
10,465 |
88,819 |
-4,548 |
Mar11 |
101213 |
575.9 |
580.5 |
575.9 |
578.8 |
+5.5 |
10,350 |
52,208 |
+4,138 |
May11 |
101213 |
580.5 |
584.0 |
579.6 |
582.3 |
+6.7 |
273 |
5,998 |
-10 |
Jul11 |
101213 |
580.0 |
582.8 |
578.1 |
580.9 |
+5.5 |
890 |
15,524 |
+361 |
Nov11 |
101213 |
519.4 |
520.0 |
515.1 |
518.8 |
+3.3 |
1,884 |
32,627 |
+1,051 |
Total Volume and Open Interest |
24,105 |
197,191 |
+1,203 |
Corn(CBOT) |
Dec10 |
101213 |
561.00 |
576.00 |
555.75 |
575.25 |
+15.00 |
12,495 |
7,435 |
-2,053 |
Mar11 |
101213 |
574.00 |
589.00 |
569.00 |
588.50 |
+14.25 |
132,497 |
721,933 |
+239 |
May11 |
101213 |
582.25 |
597.50 |
577.75 |
597.00 |
+14.00 |
32,504 |
178,908 |
+6,340 |
Jul11 |
101213 |
587.00 |
601.50 |
582.75 |
601.00 |
+13.00 |
20,556 |
227,721 |
+1,705 |
Sep11 |
101213 |
546.50 |
560.00 |
546.50 |
559.50 |
+10.25 |
3,675 |
40,173 |
+189 |
Dec11 |
101213 |
528.75 |
540.00 |
524.00 |
540.00 |
+10.75 |
16,549 |
255,587 |
+441 |
Total Volume and Open Interest |
219,759 |
1,491,606 |
+7,074 |
Wheat(CBOT) |
Dec10 |
101213 |
743.00 |
743.00 |
736.50 |
740.25 |
+4.75 |
105 |
238 |
-303 |
Mar11 |
101213 |
774.00 |
786.50 |
766.50 |
780.25 |
+4.75 |
40,861 |
228,447 |
-3,261 |
May11 |
101213 |
798.75 |
810.75 |
792.50 |
806.75 |
+5.50 |
12,626 |
59,033 |
+1,599 |
Jul11 |
101213 |
804.00 |
817.00 |
796.75 |
814.75 |
+10.00 |
7,356 |
101,116 |
-617 |
Sep11 |
101213 |
808.25 |
829.50 |
808.25 |
829.00 |
+12.25 |
1,769 |
17,634 |
+106 |
Total Volume and Open Interest |
66,154 |
476,427 |
-1,573 |
Wheat(KCBT) |
Dec10 |
101213 |
818.00 |
828.50 |
818.00 |
825.75 |
+3.50 |
46 |
293 |
-41 |
Mar11 |
101213 |
832.25 |
846.75 |
825.00 |
835.25 |
+3.25 |
14,553 |
119,197 |
+1,856 |
May11 |
101213 |
836.00 |
847.00 |
831.75 |
842.75 |
+4.25 |
4,948 |
23,990 |
+1,339 |
Jul11 |
101213 |
838.00 |
853.00 |
831.75 |
845.25 |
+6.25 |
4,045 |
52,012 |
+641 |
Sep11 |
101213 |
842.00 |
858.25 |
842.00 |
854.75 |
+6.75 |
946 |
12,448 |
+101 |
Total Volume and Open Interest |
25,749 |
220,570 |
+4,427 |
Wheat(MGE) |
Dec10 |
101213 |
864.50 |
866.50 |
858.75 |
858.75 |
+4.50 |
1 |
20 |
-174 |
Mar11 |
101213 |
868.75 |
880.00 |
860.25 |
871.00 |
+1.50 |
6,347 |
31,665 |
-653 |
May11 |
101213 |
873.00 |
887.00 |
868.50 |
878.00 |
+3.50 |
1,543 |
11,276 |
+298 |
Jul11 |
101213 |
868.25 |
885.75 |
863.50 |
877.25 |
+6.00 |
1,169 |
7,767 |
+83 |
Sep11 |
101213 |
855.75 |
873.00 |
855.25 |
868.00 |
+7.00 |
1,000 |
7,839 |
+711 |
Total Volume and Open Interest |
10,287 |
66,971 |
+320 |
Oats(CBOT) |
Dec10 |
101213 |
400.00 |
407.75 |
391.00 |
391.00 |
-9.00 |
14 |
16 |
-10 |
Mar11 |
101213 |
384.50 |
394.75 |
380.75 |
391.00 |
+6.00 |
578 |
9,668 |
-9 |
May11 |
101213 |
391.50 |
397.50 |
389.50 |
395.00 |
+5.50 |
14 |
641 |
+8 |
Jul11 |
101213 |
399.00 |
399.00 |
393.00 |
398.00 |
+5.00 |
3 |
213 |
+0 |
Total Volume and Open Interest |
610 |
11,463 |
-27 |
Rough Rice(CBOT) |
Jan11 |
101213 |
13.93 |
14.24 |
13.86 |
14.23 |
+0.31 |
432 |
7,714 |
-66 |
Mar11 |
101213 |
14.15 |
14.52 |
14.15 |
14.52 |
+0.31 |
487 |
6,557 |
+17 |
May11 |
101213 |
14.55 |
14.81 |
14.49 |
14.81 |
+0.31 |
170 |
1,224 |
+164 |
Jul11 |
101213 |
14.88 |
15.05 |
14.85 |
15.05 |
+0.32 |
10 |
1,609 |
-3 |
Total Volume and Open Interest |
1,099 |
17,791 |
+112 |
Live Cattle(CME) |
Dec10 |
101213 |
101.080 |
102.200 |
101.035 |
101.950 |
+1.000 |
3,713 |
20,828 |
-912 |
Feb11 |
101213 |
104.180 |
105.450 |
104.135 |
104.950 |
+1.000 |
12,877 |
164,526 |
-1,038 |
Apr11 |
101213 |
107.330 |
108.430 |
107.330 |
108.100 |
+0.800 |
5,970 |
87,282 |
+205 |
Jun11 |
101213 |
105.050 |
105.635 |
104.980 |
105.535 |
+0.535 |
5,446 |
39,850 |
-243 |
Aug11 |
101213 |
105.135 |
106.000 |
105.135 |
106.000 |
+0.820 |
1,526 |
14,273 |
+146 |
Oct11 |
101213 |
107.750 |
108.700 |
107.750 |
108.650 |
+0.700 |
582 |
8,593 |
+121 |
Total Volume and Open Interest |
31,325 |
340,729 |
-1,147 |
Feeder Cattle(CME) |
Jan11 |
101213 |
118.330 |
119.500 |
118.330 |
119.200 |
+1.020 |
1,799 |
13,184 |
-224 |
Mar11 |
101213 |
118.700 |
119.980 |
118.700 |
119.900 |
+1.250 |
1,709 |
12,848 |
+364 |
Apr11 |
101213 |
119.330 |
120.200 |
119.330 |
120.180 |
+0.795 |
265 |
3,871 |
+34 |
May11 |
101213 |
119.980 |
120.800 |
119.900 |
120.785 |
+0.935 |
257 |
4,869 |
+105 |
Aug11 |
101213 |
120.200 |
121.150 |
120.200 |
121.135 |
+0.635 |
260 |
4,430 |
+87 |
Sep11 |
101213 |
119.500 |
120.100 |
119.500 |
120.100 |
+0.550 |
14 |
328 |
+8 |
Oct11 |
101213 |
118.950 |
119.900 |
118.950 |
119.900 |
+0.800 |
6 |
67 |
+5 |
Total Volume and Open Interest |
4,310 |
39,637 |
+379 |
Lean Hogs(CME) |
Dec10 |
101213 |
69.450 |
69.650 |
69.385 |
69.535 |
+0.085 |
3,586 |
11,458 |
-998 |
Feb11 |
101213 |
75.200 |
77.285 |
75.200 |
76.330 |
+1.180 |
11,006 |
85,144 |
+474 |
Apr11 |
101213 |
78.950 |
80.535 |
78.885 |
80.050 |
+1.050 |
4,715 |
51,153 |
+162 |
May11 |
101213 |
86.100 |
87.050 |
85.900 |
87.000 |
+1.000 |
153 |
1,672 |
-31 |
Jun11 |
101213 |
88.885 |
90.150 |
88.830 |
90.080 |
+1.000 |
2,670 |
31,806 |
+319 |
Jul11 |
101213 |
88.635 |
89.500 |
88.400 |
89.400 |
+0.850 |
679 |
7,084 |
+78 |
Aug11 |
101213 |
87.480 |
88.750 |
87.350 |
88.650 |
+0.720 |
439 |
7,956 |
+208 |
Oct11 |
101213 |
78.400 |
79.000 |
78.300 |
78.930 |
+0.530 |
340 |
5,067 |
+44 |
Total Volume and Open Interest |
23,979 |
203,589 |
+394 |
Pork Bellies(CME) |
Feb11 |
101213 |
105.250 |
105.250 |
105.250 |
105.250 |
+0.250 |
0 |
4 |
+0 |
Mar11 |
101213 |
105.750 |
105.750 |
105.750 |
105.750 |
+0.250 |
|
|
|
May11 |
101213 |
105.750 |
105.750 |
105.750 |
105.750 |
+0.250 |
|
|
|
Jul11 |
101213 |
103.500 |
103.500 |
103.500 |
103.500 |
unch |
|
|
|
Aug11 |
101213 |
102.500 |
102.500 |
102.500 |
102.500 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Class III Milk(CME) |
Dec10 |
101213 |
13.85 |
13.85 |
13.78 |
13.82 |
+0.02 |
77 |
5,775 |
+8 |
Jan11 |
101213 |
13.02 |
13.20 |
13.00 |
13.18 |
+0.16 |
556 |
4,258 |
+135 |
Feb11 |
101213 |
13.10 |
13.29 |
13.10 |
13.19 |
+0.03 |
482 |
3,926 |
+249 |
Mar11 |
101213 |
13.66 |
13.74 |
13.62 |
13.73 |
+0.07 |
122 |
3,124 |
+47 |
Apr11 |
101213 |
14.07 |
14.10 |
14.04 |
14.08 |
+0.03 |
103 |
2,188 |
+66 |
Total Volume and Open Interest |
1,826 |
29,380 |
+847 |
Cocoa(ICE) |
Dec10 |
101213 |
2861 |
2861 |
2861 |
2861 |
+4 |
2 |
21 |
-2 |
Mar11 |
101213 |
2881 |
2918 |
2854 |
2890 |
+3 |
8,168 |
69,095 |
-838 |
May11 |
101213 |
2897 |
2935 |
2878 |
2912 |
+6 |
1,498 |
22,450 |
+776 |
Jul11 |
101213 |
2898 |
2950 |
2889 |
2929 |
+8 |
599 |
11,128 |
-139 |
Sep11 |
101213 |
2910 |
2963 |
2910 |
2943 |
+6 |
229 |
5,956 |
+117 |
Dec11 |
101213 |
2925 |
2979 |
2923 |
2959 |
+7 |
93 |
10,694 |
+76 |
Mar12 |
101213 |
2997 |
3038 |
2992 |
3021 |
+2 |
131 |
10,911 |
+53 |
Total Volume and Open Interest |
10,774 |
136,113 |
+92 |
Coffee "C"(ICE) |
Dec10 |
101213 |
213.10 |
217.20 |
213.10 |
217.20 |
+7.85 |
13 |
201 |
-45 |
Mar11 |
101213 |
208.80 |
217.95 |
208.30 |
217.55 |
+7.95 |
9,671 |
84,791 |
-2,039 |
May11 |
101213 |
210.10 |
219.00 |
210.10 |
218.90 |
+7.95 |
4,285 |
24,103 |
-43 |
Jul11 |
101213 |
210.00 |
218.10 |
210.00 |
218.10 |
+7.80 |
386 |
7,315 |
+39 |
Sep11 |
101213 |
208.45 |
216.25 |
208.45 |
216.25 |
+7.65 |
128 |
3,758 |
+78 |
Dec11 |
101213 |
205.55 |
213.00 |
205.55 |
212.80 |
+7.25 |
40 |
6,203 |
+12 |
Total Volume and Open Interest |
14,562 |
127,541 |
-1,996 |
Orange Juice(ICE) |
Jan11 |
101213 |
170.60 |
170.60 |
165.50 |
166.95 |
+6.35 |
2,291 |
17,610 |
-402 |
Mar11 |
101213 |
169.00 |
170.80 |
165.00 |
166.90 |
+6.10 |
1,800 |
10,000 |
+1,365 |
May11 |
101213 |
170.00 |
171.70 |
167.00 |
167.95 |
+5.65 |
153 |
1,513 |
+94 |
Jul11 |
101213 |
169.20 |
169.20 |
169.20 |
169.20 |
+5.60 |
12 |
2,471 |
+0 |
Sep11 |
101213 |
170.35 |
170.35 |
170.35 |
170.35 |
+5.35 |
18 |
341 |
+8 |
Nov11 |
101213 |
170.35 |
170.35 |
170.35 |
170.35 |
+5.85 |
23 |
49 |
+21 |
Total Volume and Open Interest |
4,297 |
32,007 |
+1,086 |
Sugar #11(ICE) |
Mar11 |
101213 |
29.20 |
30.53 |
29.17 |
30.49 |
+1.36 |
26,725 |
230,127 |
+639 |
May11 |
101213 |
26.51 |
27.64 |
26.51 |
27.56 |
+1.13 |
9,416 |
104,430 |
+1,470 |
Jul11 |
101213 |
23.65 |
24.57 |
23.65 |
24.47 |
+0.91 |
4,419 |
96,673 |
-965 |
Oct11 |
101213 |
22.00 |
22.70 |
22.00 |
22.62 |
+0.65 |
2,289 |
56,124 |
+231 |
Mar12 |
101213 |
21.45 |
21.94 |
21.44 |
21.84 |
+0.55 |
552 |
47,392 |
+101 |
Total Volume and Open Interest |
43,747 |
577,371 |
+1,504 |
London Cocoa(LCE) |
Dec10 |
101213 |
1893 |
1923 |
1884 |
1900 |
+1 |
10,963 |
24,569 |
-10,405 |
Mar11 |
101213 |
1891 |
1928 |
1885 |
1899 |
unch |
12,550 |
62,204 |
-2,932 |
May11 |
101213 |
1906 |
1943 |
1902 |
1915 |
unch |
1,168 |
20,623 |
+293 |
Jul11 |
101213 |
1924 |
1959 |
1920 |
1931 |
-1 |
535 |
17,655 |
+5 |
Sep11 |
101213 |
1925 |
1959 |
1925 |
1937 |
-3 |
243 |
11,092 |
+166 |
Dec11 |
101213 |
1940 |
1966 |
1938 |
1944 |
-6 |
102 |
16,768 |
+25 |
Mar12 |
101213 |
1953 |
1978 |
1949 |
1949 |
-15 |
76 |
13,065 |
+46 |
Total Volume and Open Interest |
25,637 |
169,143 |
-12,802 |
London Sugar(LCE) |
Mar11 |
101213 |
742.00 |
759.00 |
742.00 |
755.20 |
+32.70 |
1,996 |
28,665 |
-39 |
May11 |
101213 |
700.00 |
716.00 |
700.00 |
714.40 |
+33.70 |
757 |
9,210 |
+273 |
Aug11 |
101213 |
640.60 |
653.00 |
640.30 |
650.30 |
+29.50 |
213 |
7,266 |
+171 |
Oct11 |
101213 |
593.60 |
599.50 |
592.00 |
594.70 |
+25.70 |
23 |
2,133 |
-8 |
Dec11 |
101213 |
575.50 |
582.20 |
575.20 |
578.00 |
+25.10 |
8 |
804 |
+2 |
Total Volume and Open Interest |
2,999 |
48,629 |
+401 |
Cotton(ICE) |
Mar11 |
101213 |
137.30 |
140.97 |
136.97 |
140.97 |
+4.00 |
8,301 |
110,655 |
+669 |
May11 |
101213 |
129.79 |
133.23 |
129.79 |
133.23 |
+4.00 |
1,912 |
21,319 |
+50 |
Jul11 |
101213 |
121.37 |
124.84 |
121.28 |
124.84 |
+4.00 |
2,551 |
30,147 |
-420 |
Oct11 |
101213 |
105.50 |
106.98 |
105.50 |
106.98 |
+2.91 |
10 |
158 |
-5 |
Dec11 |
101213 |
94.49 |
95.98 |
94.06 |
95.88 |
+1.37 |
1,814 |
35,889 |
-614 |
Mar12 |
101213 |
90.46 |
90.82 |
90.46 |
90.82 |
+0.91 |
0 |
690 |
+0 |
Total Volume and Open Interest |
14,635 |
200,269 |
-293 |
Lumber(CME) |
Jan11 |
101213 |
270.0 |
272.4 |
266.0 |
272.4 |
+5.9 |
795 |
3,081 |
-71 |
Mar11 |
101213 |
287.9 |
288.4 |
283.0 |
285.0 |
-1.0 |
508 |
4,847 |
+44 |
May11 |
101213 |
296.0 |
297.3 |
293.8 |
293.8 |
+1.3 |
62 |
1,238 |
+20 |
Jul11 |
101213 |
302.9 |
305.0 |
299.7 |
304.0 |
+2.9 |
85 |
295 |
+83 |
Total Volume and Open Interest |
1,457 |
9,474 |
+82 |
Crude Oil(NYM) |
Jan11 |
101213 |
87.68 |
89.49 |
87.44 |
88.61 |
+0.82 |
353,964 |
194,553 |
-40,359 |
Feb11 |
101213 |
88.42 |
90.00 |
87.96 |
89.14 |
+0.83 |
158,546 |
210,416 |
+22,524 |
Mar11 |
101213 |
88.75 |
90.49 |
88.47 |
89.63 |
+0.84 |
73,045 |
152,374 |
+2,238 |
Apr11 |
101213 |
88.88 |
90.85 |
88.88 |
90.01 |
+0.84 |
24,630 |
56,617 |
+2,336 |
May11 |
101213 |
89.90 |
91.06 |
89.59 |
90.26 |
+0.84 |
16,394 |
33,819 |
+1,895 |
Jun11 |
101213 |
89.68 |
91.25 |
89.56 |
90.42 |
+0.83 |
30,859 |
79,391 |
-1,018 |
Jul11 |
101213 |
89.95 |
91.31 |
89.95 |
90.52 |
+0.82 |
6,732 |
38,898 |
+395 |
Aug11 |
101213 |
90.10 |
91.36 |
90.10 |
90.57 |
+0.81 |
4,603 |
19,261 |
+571 |
Sep11 |
101213 |
90.30 |
91.39 |
90.17 |
90.59 |
+0.81 |
6,717 |
25,172 |
+831 |
Oct11 |
101213 |
90.96 |
90.99 |
90.20 |
90.60 |
+0.82 |
4,616 |
17,788 |
-35 |
Nov11 |
101213 |
90.95 |
90.95 |
90.61 |
90.61 |
+0.83 |
4,226 |
19,010 |
+545 |
Dec11 |
101213 |
90.05 |
91.33 |
89.93 |
90.64 |
+0.85 |
31,268 |
149,706 |
+1,272 |
Jan12 |
101213 |
90.52 |
90.56 |
90.52 |
90.52 |
+0.84 |
5,002 |
19,523 |
-375 |
Feb12 |
101213 |
90.40 |
90.44 |
90.40 |
90.40 |
+0.82 |
3,707 |
7,912 |
+273 |
Mar12 |
101213 |
90.29 |
90.33 |
90.29 |
90.29 |
+0.81 |
2,016 |
10,054 |
-188 |
Apr12 |
101213 |
90.17 |
90.21 |
90.17 |
90.17 |
+0.79 |
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 |
101213 |
87.600 |
89.475 |
87.450 |
88.600 |
+0.800 |
15,043 |
4,105 |
-100 |
Feb11 |
101213 |
87.650 |
89.950 |
87.650 |
89.150 |
+0.850 |
562 |
1,636 |
+58 |
Mar11 |
101213 |
88.775 |
90.450 |
88.775 |
89.625 |
+0.825 |
80 |
517 |
+26 |
Apr11 |
101213 |
90.000 |
90.575 |
90.000 |
90.000 |
+0.825 |
3 |
16 |
+0 |
May11 |
101213 |
90.250 |
90.250 |
90.250 |
90.250 |
+0.825 |
2 |
14 |
+0 |
Jun11 |
101213 |
89.875 |
90.425 |
89.875 |
90.425 |
+0.825 |
0 |
44 |
+0 |
Jul11 |
101213 |
90.525 |
90.550 |
90.525 |
90.525 |
+0.825 |
0 |
3 |
+0 |
Aug11 |
101213 |
90.575 |
90.600 |
90.575 |
90.575 |
+0.825 |
0 |
6 |
+0 |
Sep11 |
101213 |
90.600 |
90.625 |
90.600 |
90.600 |
+0.825 |
0 |
2 |
+0 |
Total Volume and Open Interest |
15,694 |
6,523 |
-12 |
Heating Oil(NYM) |
Jan11 |
101213 |
245.34 |
249.56 |
244.84 |
246.52 |
+0.77 |
50,519 |
88,235 |
-7,434 |
Feb11 |
101213 |
246.95 |
251.01 |
246.35 |
248.05 |
+0.84 |
27,089 |
54,414 |
+1,644 |
Mar11 |
101213 |
247.58 |
251.23 |
246.89 |
248.54 |
+1.02 |
14,583 |
40,221 |
+1,063 |
Apr11 |
101213 |
246.27 |
250.02 |
246.05 |
247.46 |
+1.19 |
3,486 |
22,418 |
+352 |
May11 |
101213 |
246.86 |
249.06 |
245.20 |
246.59 |
+1.30 |
2,467 |
17,599 |
+128 |
Jun11 |
101213 |
245.20 |
248.82 |
244.81 |
246.34 |
+1.34 |
5,601 |
36,981 |
-516 |
Jul11 |
101213 |
249.68 |
249.68 |
245.74 |
247.21 |
+1.40 |
1,230 |
8,123 |
+343 |
Aug11 |
101213 |
249.34 |
249.34 |
247.29 |
248.33 |
+1.50 |
327 |
4,627 |
+15 |
Sep11 |
101213 |
248.34 |
249.64 |
248.34 |
249.64 |
+1.56 |
1,055 |
4,520 |
-450 |
Oct11 |
101213 |
250.95 |
250.95 |
250.95 |
250.95 |
+1.62 |
71 |
3,376 |
+9 |
Nov11 |
101213 |
251.95 |
252.51 |
251.95 |
252.51 |
+1.63 |
107 |
3,217 |
+39 |
Dec11 |
101213 |
252.20 |
253.85 |
252.20 |
253.84 |
+1.64 |
1,265 |
15,900 |
-384 |
Total Volume and Open Interest |
107,945 |
308,432 |
-5,135 |
Gasoline(NYMEX) |
Jan11 |
101213 |
231.05 |
235.58 |
230.47 |
231.84 |
+0.91 |
71,514 |
73,716 |
-3,465 |
Feb11 |
101213 |
230.88 |
234.78 |
230.02 |
231.51 |
+1.28 |
52,742 |
51,891 |
-1,281 |
Mar11 |
101213 |
231.43 |
235.18 |
230.98 |
232.44 |
+1.39 |
25,950 |
36,511 |
+1,348 |
Apr11 |
101213 |
241.45 |
244.64 |
241.10 |
242.41 |
+1.65 |
9,577 |
26,122 |
+454 |
May11 |
101213 |
242.71 |
245.07 |
242.07 |
243.06 |
+1.85 |
3,412 |
12,010 |
+315 |
Jun11 |
101213 |
241.64 |
244.90 |
241.64 |
243.03 |
+2.03 |
4,377 |
15,932 |
+280 |
Jul11 |
101213 |
243.65 |
244.00 |
241.01 |
242.23 |
+2.12 |
1,357 |
4,278 |
+28 |
Aug11 |
101213 |
240.99 |
240.99 |
240.99 |
240.99 |
+2.15 |
712 |
5,120 |
-30 |
Sep11 |
101213 |
239.37 |
239.37 |
239.37 |
239.37 |
+2.13 |
497 |
2,710 |
+36 |
Oct11 |
101213 |
228.54 |
228.54 |
228.54 |
228.54 |
+2.17 |
324 |
2,803 |
-6 |
Total Volume and Open Interest |
171,580 |
264,806 |
-2,086 |
e-miNY RBOB Gasoline(NYM) |
Jan11 |
101213 |
231.80 |
231.84 |
231.80 |
231.80 |
+0.90 |
0 |
2 |
+0 |
Feb11 |
101213 |
231.50 |
231.51 |
231.50 |
231.50 |
+1.30 |
0 |
1 |
+0 |
Mar11 |
101213 |
232.40 |
232.44 |
232.40 |
232.40 |
+1.30 |
0 |
1 |
+0 |
Apr11 |
101213 |
242.40 |
242.41 |
242.40 |
242.40 |
+1.60 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Jan11 |
101213 |
4.444 |
4.547 |
4.323 |
4.420 |
+0.003 |
204,137 |
151,730 |
-21,613 |
Feb11 |
101213 |
4.460 |
4.554 |
4.335 |
4.434 |
+0.006 |
73,176 |
89,968 |
+2,304 |
Mar11 |
101213 |
4.458 |
4.528 |
4.323 |
4.415 |
+0.006 |
85,168 |
124,559 |
+12,194 |
Apr11 |
101213 |
4.426 |
4.487 |
4.290 |
4.381 |
+0.006 |
32,275 |
82,207 |
+1,172 |
May11 |
101213 |
4.486 |
4.510 |
4.327 |
4.413 |
+0.008 |
11,814 |
34,995 |
+1,112 |
Jun11 |
101213 |
4.506 |
4.546 |
4.360 |
4.453 |
+0.009 |
4,825 |
16,396 |
+217 |
Jul11 |
101213 |
4.595 |
4.598 |
4.425 |
4.506 |
+0.009 |
3,846 |
13,507 |
+508 |
Aug11 |
101213 |
4.610 |
4.610 |
4.477 |
4.544 |
+0.011 |
4,095 |
14,134 |
+61 |
Sep11 |
101213 |
4.599 |
4.645 |
4.481 |
4.560 |
+0.011 |
4,063 |
11,030 |
+379 |
Oct11 |
101213 |
4.650 |
4.729 |
4.559 |
4.636 |
+0.010 |
13,684 |
49,734 |
+213 |
Nov11 |
101213 |
4.895 |
4.896 |
4.750 |
4.816 |
+0.007 |
2,439 |
22,179 |
-144 |
Dec11 |
101213 |
5.124 |
5.124 |
5.001 |
5.071 |
+0.009 |
4,704 |
20,180 |
+597 |
Jan12 |
101213 |
5.260 |
5.300 |
5.159 |
5.229 |
+0.009 |
7,430 |
32,226 |
-650 |
Feb12 |
101213 |
5.210 |
5.210 |
5.126 |
5.177 |
+0.010 |
474 |
7,069 |
+16 |
Mar12 |
101213 |
5.095 |
5.116 |
5.007 |
5.056 |
+0.011 |
848 |
16,189 |
+198 |
Apr12 |
101213 |
4.876 |
4.876 |
4.790 |
4.811 |
+0.016 |
436 |
12,529 |
+3 |
Total Volume and Open Interest |
453,908 |
764,400 |
-3,345 |
Brent Crude Oil(ICE) |
Jan11 |
101213 |
90.65 |
92.30 |
90.33 |
91.19 |
+0.71 |
131,083 |
114,202 |
-7,070 |
Feb11 |
101213 |
90.50 |
92.44 |
90.50 |
91.39 |
+0.75 |
92,169 |
201,380 |
-4,375 |
Mar11 |
101213 |
90.73 |
92.50 |
90.73 |
91.50 |
+0.76 |
50,936 |
133,256 |
+2,858 |
Apr11 |
101213 |
90.96 |
92.59 |
90.93 |
91.64 |
+0.77 |
24,330 |
49,050 |
+4,170 |
May11 |
101213 |
91.07 |
92.69 |
91.04 |
91.77 |
+0.80 |
14,172 |
35,459 |
-1,294 |
Jun11 |
101213 |
91.16 |
92.80 |
91.13 |
91.88 |
+0.82 |
22,615 |
59,080 |
-2,233 |
Jul11 |
101213 |
91.16 |
92.73 |
91.16 |
91.91 |
+0.83 |
5,067 |
19,829 |
+25 |
Aug11 |
101213 |
91.18 |
92.71 |
91.18 |
91.91 |
+0.83 |
4,495 |
11,932 |
-129 |
Sep11 |
101213 |
91.19 |
92.69 |
91.19 |
91.90 |
+0.81 |
4,509 |
13,948 |
+1,501 |
Oct11 |
101213 |
91.90 |
91.90 |
91.90 |
91.90 |
+0.81 |
2,537 |
7,989 |
+528 |
Nov11 |
101213 |
91.40 |
91.90 |
91.32 |
91.88 |
+0.81 |
2,067 |
10,783 |
+337 |
Dec11 |
101213 |
91.22 |
92.62 |
91.22 |
91.88 |
+0.81 |
19,230 |
87,025 |
-1,562 |
Jan12 |
101213 |
91.87 |
91.87 |
91.87 |
91.87 |
+0.80 |
2,070 |
10,142 |
-989 |
Feb12 |
101213 |
91.84 |
91.84 |
91.84 |
91.84 |
+0.80 |
93 |
5,327 |
+20 |
Total Volume and Open Interest |
380,203 |
847,040 |
-8,009 |
Gas Oil(ICE) |
Jan11 |
101213 |
765.00 |
774.75 |
759.75 |
767.00 |
+6.00 |
98,104 |
181,963 |
+9,336 |
Feb11 |
101213 |
766.75 |
780.25 |
765.50 |
772.50 |
+6.50 |
55,217 |
96,414 |
+1,057 |
Mar11 |
101213 |
771.25 |
782.00 |
769.00 |
775.50 |
+7.25 |
27,788 |
53,839 |
-1,545 |
Apr11 |
101213 |
772.25 |
783.75 |
772.00 |
776.50 |
+7.50 |
18,374 |
55,575 |
-734 |
May11 |
101213 |
773.50 |
784.50 |
771.75 |
777.75 |
+7.50 |
14,954 |
45,089 |
+916 |
Jun11 |
101213 |
774.75 |
786.25 |
773.50 |
779.00 |
+7.75 |
24,347 |
52,915 |
+2,212 |
Jul11 |
101213 |
786.25 |
786.25 |
776.75 |
781.00 |
+8.00 |
2,559 |
17,872 |
+130 |
Aug11 |
101213 |
779.00 |
789.00 |
779.00 |
783.50 |
+8.00 |
2,010 |
17,060 |
+429 |
Sep11 |
101213 |
781.25 |
791.50 |
780.75 |
786.00 |
+8.25 |
1,836 |
9,467 |
+125 |
Oct11 |
101213 |
787.25 |
787.50 |
783.00 |
787.50 |
+8.50 |
1,581 |
10,905 |
+15 |
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 |
49 |
207 |
-32 |
Jan11 |
101213 |
2.146 |
2.160 |
2.140 |
2.158 |
+0.055 |
159 |
918 |
-68 |
Feb11 |
101213 |
2.155 |
2.170 |
2.155 |
2.167 |
+0.045 |
120 |
985 |
+16 |
Mar11 |
101213 |
2.178 |
2.187 |
2.174 |
2.187 |
+0.046 |
176 |
1,104 |
+64 |
Apr11 |
101213 |
2.190 |
2.209 |
2.190 |
2.201 |
+0.038 |
15 |
669 |
+12 |
May11 |
101213 |
2.200 |
2.210 |
2.200 |
2.208 |
+0.041 |
16 |
456 |
+3 |
Jun11 |
101213 |
2.205 |
2.217 |
2.205 |
2.213 |
+0.038 |
5 |
542 |
+5 |
Jul11 |
101213 |
2.210 |
2.232 |
2.210 |
2.223 |
+0.038 |
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 |
102,931 |
83,514 |
-8,214 |
Feb11 |
101213 |
88.23 |
89.98 |
88.23 |
89.14 |
+0.83 |
41,959 |
82,122 |
+5,376 |
Mar11 |
101213 |
88.77 |
90.45 |
88.77 |
89.63 |
+0.84 |
20,407 |
66,076 |
+564 |
Apr11 |
101213 |
90.57 |
90.82 |
89.27 |
90.01 |
+0.84 |
7,595 |
28,878 |
+1,295 |
May11 |
101213 |
90.06 |
90.99 |
89.74 |
90.26 |
+0.84 |
4,204 |
12,682 |
-195 |
Jun11 |
101213 |
90.38 |
91.24 |
89.72 |
90.42 |
+0.83 |
11,372 |
49,960 |
-1,550 |
Jul11 |
101213 |
90.39 |
91.27 |
90.07 |
90.52 |
+0.82 |
2,391 |
14,843 |
+482 |
Aug11 |
101213 |
90.54 |
91.31 |
90.13 |
90.57 |
+0.81 |
4,136 |
12,404 |
+744 |
Sep11 |
101213 |
90.47 |
91.31 |
90.15 |
90.59 |
+0.81 |
5,698 |
15,727 |
+1,873 |
Oct11 |
101213 |
90.10 |
90.60 |
90.10 |
90.60 |
+0.82 |
4,012 |
7,958 |
+968 |
Nov11 |
101213 |
90.10 |
90.61 |
90.10 |
90.61 |
+0.83 |
1,535 |
8,683 |
-515 |
Dec11 |
101213 |
90.43 |
91.35 |
89.99 |
90.64 |
+0.85 |
10,546 |
56,800 |
+112 |
Jan12 |
101213 |
90.52 |
90.52 |
90.52 |
90.52 |
+0.84 |
105 |
4,815 |
-2 |
Feb12 |
101213 |
90.40 |
90.40 |
90.40 |
90.40 |
+0.82 |
39 |
1,175 |
-14 |
Mar12 |
101213 |
89.91 |
90.30 |
89.91 |
90.29 |
+0.81 |
429 |
3,190 |
-29 |
Apr12 |
101213 |
90.03 |
90.17 |
89.87 |
90.17 |
+0.79 |
45 |
733 |
+5 |
Total Volume and Open Interest |
194,480 |
523,002 |
+2,210 |
US Dollar Index(ICE) |
Dec10 |
101213 |
80.210 |
80.295 |
79.600 |
79.640 |
-0.425 |
26,864 |
13,218 |
-6,303 |
Mar11 |
101213 |
80.550 |
80.685 |
79.425 |
79.605 |
-0.850 |
21,086 |
20,778 |
+7,221 |
Jun11 |
101213 |
80.435 |
80.655 |
80.000 |
80.005 |
-0.882 |
0 |
528 |
+0 |
Total Volume and Open Interest |
47,951 |
34,526 |
+919 |
Australian Dollar(CME) |
Dec10 |
101213 |
98.37 |
99.40 |
98.37 |
99.39 |
+0.88 |
98,287 |
53,877 |
-10,447 |
Mar11 |
101213 |
97.28 |
98.72 |
97.22 |
98.58 |
+1.18 |
53,788 |
96,172 |
+21,835 |
Jun11 |
101213 |
97.44 |
97.44 |
96.26 |
97.44 |
+1.18 |
0 |
152 |
+0 |
Total Volume and Open Interest |
152,075 |
150,353 |
+11,388 |
British Pound(CME) |
Dec10 |
101213 |
157.98 |
158.01 |
157.20 |
157.87 |
-0.14 |
100,727 |
37,746 |
-13,719 |
Mar11 |
101213 |
157.90 |
158.87 |
157.08 |
158.58 |
+0.68 |
57,104 |
57,091 |
+19,801 |
Jun11 |
101213 |
157.76 |
158.46 |
157.73 |
158.44 |
+0.68 |
0 |
47 |
+0 |
Total Volume and Open Interest |
157,831 |
94,920 |
+6,082 |
Canadian Dollar(CME) |
Dec10 |
101213 |
99.04 |
99.72 |
98.95 |
99.26 |
+0.14 |
80,092 |
50,801 |
-12,668 |
Mar11 |
101213 |
98.82 |
99.53 |
98.73 |
99.06 |
+0.13 |
52,486 |
77,829 |
+24,461 |
Jun11 |
101213 |
99.00 |
99.25 |
98.72 |
98.84 |
+0.12 |
264 |
1,505 |
+151 |
Sep11 |
101213 |
98.33 |
98.77 |
98.33 |
98.56 |
+0.11 |
62 |
662 |
+19 |
Total Volume and Open Interest |
133,004 |
131,393 |
+12,000 |
Japanese Yen(CME) |
Dec10 |
101213 |
119.07 |
119.58 |
118.54 |
119.45 |
+0.25 |
115,862 |
51,851 |
-19,351 |
Mar11 |
101213 |
119.19 |
120.45 |
118.66 |
120.13 |
+0.81 |
70,079 |
84,900 |
+24,656 |
Jun11 |
101213 |
120.37 |
120.37 |
119.49 |
120.30 |
+0.81 |
3 |
223 |
+1 |
Total Volume and Open Interest |
185,944 |
136,985 |
+5,306 |
Swiss Franc(CME) |
Dec10 |
101213 |
101.90 |
103.13 |
101.52 |
103.04 |
+1.14 |
41,950 |
18,552 |
-8,043 |
Mar11 |
101213 |
101.99 |
103.76 |
101.61 |
103.41 |
+1.40 |
25,855 |
27,355 |
+8,356 |
Jun11 |
101213 |
103.57 |
103.57 |
102.13 |
103.53 |
+1.40 |
4 |
19 |
+2 |
Total Volume and Open Interest |
67,809 |
45,929 |
+315 |
EuroFX(CME) |
Dec10 |
101213 |
132.07 |
133.40 |
131.83 |
133.31 |
+1.01 |
313,895 |
92,625 |
-34,556 |
Mar11 |
101213 |
132.00 |
134.30 |
131.76 |
133.95 |
+1.71 |
174,674 |
110,713 |
+37,868 |
Jun11 |
101213 |
132.00 |
134.18 |
131.99 |
133.86 |
+1.72 |
41 |
223 |
-5 |
Total Volume and Open Interest |
488,613 |
203,603 |
+3,310 |
Mexican Peso(CME) |
Dec10 |
101213 |
803.0 |
808.0 |
801.5 |
806.8 |
+4.5 |
42,376 |
68,648 |
-5,466 |
Jan11 |
101213 |
807.8 |
807.8 |
803.0 |
807.8 |
+4.8 |
|
|
|
Total Volume and Open Interest |
83,992 |
166,214 |
+14,109 |
30-Year T-Bonds(CBOT) |
Dec10 |
101213 |
123~130 |
123~130 |
123~130 |
123~130 |
+0~120 |
|
|
|
Mar11 |
101213 |
121~110 |
122~090 |
120~190 |
121~310 |
+0~120 |
344,603 |
563,772 |
-56 |
Jun11 |
101213 |
118~290 |
120~260 |
118~290 |
120~160 |
+0~130 |
5 |
592 |
-3 |
Total Volume and Open Interest |
358,252 |
592,887 |
-3,157 |
10-Year T-Notes(CBOT) |
Dec10 |
101213 |
121~055 |
121~255 |
120~140 |
121~225 |
+0~140 |
22,808 |
19,093 |
-4,775 |
Mar11 |
101213 |
120~000 |
120~255 |
119~110 |
120~210 |
+0~140 |
1,311,228 |
1,294,014 |
+27,369 |
Jun11 |
101213 |
118~255 |
119~175 |
118~255 |
119~175 |
+0~140 |
15 |
41 |
+6 |
Total Volume and Open Interest |
1,334,051 |
1,313,154 |
+22,600 |
5-Year T-Notes(CBOT) |
Dec10 |
101213 |
118~103 |
118~103 |
118~103 |
118~103 |
+0~038 |
|
|
|
Mar11 |
101213 |
117~060 |
117~123 |
116~117 |
117~113 |
+0~040 |
627,917 |
992,208 |
+9,588 |
Jun11 |
101213 |
117~009 |
117~009 |
116~097 |
117~009 |
+0~040 |
|
|
|
Total Volume and Open Interest |
645,457 |
1,023,271 |
+8,706 |
2 Year T-Notes(CBOT) |
Dec10 |
101213 |
109~052 |
109~072 |
109~052 |
109~070 |
+0~003 |
9,414 |
26,393 |
+26,393 |
Mar11 |
101213 |
109~034 |
109~046 |
109~017 |
109~041 |
+0~003 |
190,221 |
635,231 |
+4,601 |
Jun11 |
101213 |
109~023 |
109~023 |
109~020 |
109~023 |
+0~003 |
0 |
25 |
+0 |
Total Volume and Open Interest |
199,635 |
661,649 |
+941 |
Eurodollars(CME) |
Dec10 |
101213 |
99.695 |
99.700 |
99.695 |
99.700 |
+0.005 |
164,639 |
807,905 |
-12,660 |
Mar11 |
101213 |
99.560 |
99.595 |
99.550 |
99.585 |
+0.020 |
290,255 |
1,174,728 |
+34,400 |
Jun11 |
101213 |
99.410 |
99.460 |
99.390 |
99.450 |
+0.035 |
312,528 |
1,006,536 |
-17,977 |
Sep11 |
101213 |
99.260 |
99.335 |
99.225 |
99.320 |
+0.045 |
371,358 |
893,141 |
+3,849 |
Dec11 |
101213 |
99.110 |
99.180 |
99.035 |
99.165 |
+0.050 |
459,239 |
846,399 |
-47,971 |
Mar12 |
101213 |
98.910 |
99.000 |
98.835 |
98.985 |
+0.050 |
406,497 |
766,453 |
-16,528 |
Jun12 |
101213 |
98.695 |
98.785 |
98.600 |
98.765 |
+0.050 |
256,952 |
474,934 |
-2,399 |
Sep12 |
101213 |
98.465 |
98.555 |
98.355 |
98.540 |
+0.050 |
211,885 |
368,657 |
+10,221 |
Dec12 |
101213 |
98.205 |
98.310 |
98.095 |
98.290 |
+0.045 |
177,943 |
284,013 |
+1,615 |
Mar13 |
101213 |
97.965 |
98.065 |
97.835 |
98.040 |
+0.045 |
183,990 |
211,619 |
-1,905 |
Jun13 |
101213 |
97.700 |
97.805 |
97.565 |
97.780 |
+0.045 |
130,490 |
183,713 |
-5,869 |
Sep13 |
101213 |
97.445 |
97.550 |
97.310 |
97.525 |
+0.050 |
98,936 |
186,497 |
-185 |
Dec13 |
101213 |
97.155 |
97.280 |
97.035 |
97.260 |
+0.055 |
73,045 |
132,264 |
+5,476 |
Mar14 |
101213 |
96.920 |
97.040 |
96.790 |
97.020 |
+0.065 |
56,536 |
109,659 |
-3,190 |
Jun14 |
101213 |
96.670 |
96.800 |
96.540 |
96.775 |
+0.075 |
46,013 |
111,238 |
-1,759 |
Sep14 |
101213 |
96.430 |
96.555 |
96.300 |
96.540 |
+0.080 |
37,832 |
73,227 |
+664 |
Dec14 |
101213 |
96.200 |
96.320 |
96.060 |
96.310 |
+0.085 |
27,332 |
71,991 |
-951 |
Mar15 |
101213 |
95.995 |
96.140 |
95.860 |
96.115 |
+0.085 |
27,780 |
50,052 |
-287 |
Total Volume and Open Interest |
3,437,536 |
7,965,711 |
-58,115 |
30 Day Federal Funds(CBOT) |
Dec10 |
101213 |
99.825 |
99.827 |
99.825 |
99.825 |
unch |
6,858 |
102,059 |
-1,513 |
Jan11 |
101213 |
99.825 |
99.830 |
99.825 |
99.825 |
unch |
1,699 |
63,226 |
+320 |
Feb11 |
101213 |
99.820 |
99.825 |
99.820 |
99.820 |
unch |
1,862 |
54,556 |
+826 |
Mar11 |
101213 |
99.820 |
99.830 |
99.820 |
99.820 |
unch |
1,590 |
35,870 |
+169 |
Apr11 |
101213 |
99.825 |
99.830 |
99.820 |
99.825 |
unch |
3,080 |
37,345 |
-635 |
May11 |
101213 |
99.815 |
99.825 |
99.815 |
99.820 |
+0.005 |
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 |
101213 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.003 |
612 |
2,210 |
-79 |
Mar11 |
101213 |
99.637 |
99.647 |
99.637 |
99.647 |
-0.003 |
0 |
769 |
+0 |
Jun11 |
101213 |
99.615 |
99.615 |
99.615 |
99.615 |
-0.015 |
0 |
150 |
+0 |
Sep11 |
101213 |
99.600 |
99.600 |
99.600 |
99.600 |
-0.015 |
|
|
|
Dec11 |
101213 |
99.590 |
99.590 |
99.590 |
99.590 |
-0.015 |
|
|
|
Mar12 |
101213 |
99.580 |
99.580 |
99.580 |
99.580 |
-0.015 |
|
|
|
Jun12 |
101213 |
99.630 |
99.630 |
99.630 |
99.630 |
-0.015 |
|
|
|
Sep12 |
101213 |
99.580 |
99.580 |
99.580 |
99.580 |
-0.015 |
|
|
|
Dec12 |
101213 |
99.275 |
99.275 |
99.275 |
99.275 |
-0.015 |
|
|
|
Mar13 |
101213 |
99.275 |
99.275 |
99.275 |
99.275 |
-0.015 |
|
|
|
Total Volume and Open Interest |
612 |
3,129 |
-79 |
3-Mth Euro-Yen(SGX) |
Mar11 |
101213 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
101 |
1,854 |
+204 |
Jun11 |
101213 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
0 |
1,363 |
+0 |
Sep11 |
101213 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.01 |
3 |
1,333 |
-3 |
Dec11 |
101213 |
99.59 |
99.59 |
99.59 |
99.59 |
-0.02 |
200 |
310 |
+0 |
Mar12 |
101213 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.01 |
0 |
305 |
+0 |
Jun12 |
101213 |
99.63 |
99.63 |
99.63 |
99.63 |
-0.01 |
0 |
754 |
+0 |
Sep12 |
101213 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.01 |
0 |
310 |
+0 |
Dec12 |
101213 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.01 |
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 |
5,152 |
12,011 |
-5 |
Jun11 |
101213 |
136.93 |
136.93 |
136.93 |
136.93 |
-0.78 |
|
|
|
Sep11 |
101213 |
134.84 |
134.84 |
134.84 |
134.84 |
-0.78 |
|
|
|
Total Volume and Open Interest |
3,664 |
11,749 |
-262 |
Euro-Bund(EUREX) |
Mar11 |
101213 |
124.55 |
125.00 |
124.36 |
124.57 |
-0.41 |
729,455 |
846,191 |
-24,267 |
Jun11 |
101213 |
123.12 |
123.17 |
123.12 |
123.17 |
-0.42 |
384 |
545 |
+8 |
Sep11 |
101213 |
123.57 |
123.57 |
123.57 |
123.57 |
-0.41 |
|
|
|
Total Volume and Open Interest |
729,839 |
846,736 |
-24,259 |
Euro-Bobl(EUREX) |
Mar11 |
101210 |
118.25 |
118.27 |
117.75 |
118.05 |
+0.06 |
604,606 |
623,088 |
+87,509 |
Jun11 |
101213 |
116.49 |
116.49 |
116.49 |
116.49 |
-0.15 |
15 |
33 |
+10 |
Sep11 |
101213 |
116.49 |
116.49 |
116.49 |
116.49 |
-0.15 |
|
|
|
Total Volume and Open Interest |
474,444 |
650,456 |
+17,935 |
3-Mth Euribor(EUREX) |
Dec10 |
101213 |
98.975 |
98.975 |
98.970 |
98.975 |
+0.005 |
21 |
7,504 |
-1 |
Mar11 |
101213 |
98.845 |
98.870 |
98.835 |
98.865 |
+0.015 |
531 |
3,031 |
+382 |
Jun11 |
101213 |
98.685 |
98.700 |
98.685 |
98.700 |
+0.015 |
32 |
5,311 |
+5 |
Total Volume and Open Interest |
744 |
24,243 |
+391 |
Long Gilt(LIFFE) |
Dec10 |
101213 |
119~13 |
119~19 |
119~08 |
119~08 |
-0~13 |
152 |
5,166 |
-102 |
Mar11 |
101213 |
118~06 |
118~11 |
117~27 |
117~30 |
-0~13 |
82,158 |
253,697 |
-6,165 |
Total Volume and Open Interest |
82,310 |
258,863 |
-6,267 |
3-Mth Short Sterling(LIFFE) |
Dec10 |
101213 |
99.25 |
99.26 |
99.22 |
99.26 |
+0.01 |
13,305 |
318,027 |
-3,346 |
Mar11 |
101213 |
99.12 |
99.17 |
99.11 |
99.15 |
+0.01 |
40,917 |
282,095 |
-1,806 |
Jun11 |
101213 |
98.97 |
99.02 |
98.94 |
99.00 |
+0.01 |
33,540 |
240,097 |
-5,124 |
Sep11 |
101213 |
98.80 |
98.87 |
98.79 |
98.84 |
+0.01 |
58,974 |
228,080 |
-719 |
Dec11 |
101213 |
98.61 |
98.69 |
98.59 |
98.65 |
+0.01 |
127,850 |
302,073 |
-16,818 |
Mar12 |
101213 |
98.39 |
98.49 |
98.39 |
98.44 |
unch |
103,477 |
237,877 |
+10,309 |
Total Volume and Open Interest |
540,941 |
2,083,349 |
-12,930 |
3-Mth Euribor(LIFFE) |
Dec10 |
101213 |
98.970 |
98.975 |
98.970 |
98.975 |
+0.005 |
56,699 |
494,920 |
-7,183 |
Mar11 |
101213 |
98.850 |
98.875 |
98.825 |
98.865 |
+0.015 |
128,472 |
500,297 |
+11,642 |
Jun11 |
101213 |
98.685 |
98.715 |
98.635 |
98.700 |
+0.015 |
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 |
35,453 |
58,654 |
-9,982 |
Mar11 |
101213 |
94.87 |
94.89 |
94.86 |
94.88 |
unch |
8,377 |
187,042 |
-16,500 |
Jun11 |
101213 |
94.75 |
94.76 |
94.67 |
94.71 |
-0.05 |
16,900 |
117,388 |
-5,649 |
Sep11 |
101213 |
94.63 |
94.64 |
94.51 |
94.58 |
-0.06 |
10,269 |
72,688 |
-3,008 |
Dec11 |
101213 |
94.55 |
94.56 |
94.41 |
94.48 |
-0.08 |
4,092 |
47,537 |
+248 |
Mar12 |
101213 |
94.52 |
94.52 |
94.38 |
94.42 |
-0.10 |
3,621 |
42,489 |
+210 |
Jun12 |
101213 |
94.48 |
94.48 |
94.36 |
94.38 |
-0.11 |
2,102 |
38,335 |
+1,117 |
Sep12 |
101213 |
94.45 |
94.45 |
94.33 |
94.34 |
-0.12 |
1,798 |
19,382 |
+481 |
Dec12 |
101213 |
94.37 |
94.37 |
94.28 |
94.28 |
-0.13 |
1,493 |
6,478 |
+398 |
Mar13 |
101213 |
94.24 |
94.24 |
94.24 |
94.24 |
-0.13 |
127 |
2,535 |
+103 |
Total Volume and Open Interest |
48,890 |
535,266 |
-23,507 |
10-Year Aus T-Bonds(SFE) |
Dec10 |
101213 |
94.39 |
94.40 |
94.28 |
94.31 |
-0.09 |
125,533 |
385,709 |
-20,144 |
Mar11 |
101213 |
94.35 |
94.35 |
94.24 |
94.27 |
-0.09 |
102,633 |
90,798 |
+67,613 |
Total Volume and Open Interest |
228,166 |
476,507 |
+47,469 |
3-Year Aus T-Bonds(SFE) |
Dec10 |
101213 |
94.85 |
94.86 |
94.71 |
94.74 |
-0.11 |
138,276 |
484,573 |
-31,738 |
Mar11 |
101213 |
94.78 |
94.78 |
94.64 |
94.65 |
-0.12 |
80,578 |
86,630 |
+62,451 |
Total Volume and Open Interest |
218,854 |
571,203 |
+30,713 |
Gold(CMX) |
Dec10 |
101213 |
1384.5 |
1399.2 |
1384.5 |
1397.3 |
+13.0 |
971 |
1,593 |
-1,184 |
Feb11 |
101213 |
1385.0 |
1400.2 |
1380.8 |
1398.0 |
+13.1 |
125,993 |
358,606 |
-8,062 |
Apr11 |
101213 |
1386.4 |
1402.0 |
1382.8 |
1400.1 |
+13.2 |
1,861 |
54,872 |
+1,119 |
Jun11 |
101213 |
1389.6 |
1404.4 |
1386.0 |
1402.4 |
+13.3 |
1,506 |
34,118 |
-76 |
Aug11 |
101213 |
1392.6 |
1405.9 |
1392.6 |
1404.7 |
+13.3 |
276 |
14,702 |
+35 |
Oct11 |
101213 |
1393.4 |
1407.1 |
1393.4 |
1407.1 |
+13.3 |
450 |
10,607 |
+45 |
Dec11 |
101213 |
1395.5 |
1411.1 |
1395.5 |
1409.6 |
+13.3 |
1,016 |
26,066 |
-48 |
Feb12 |
101213 |
1412.4 |
1412.4 |
1412.4 |
1412.4 |
+13.3 |
161 |
6,598 |
+1 |
Apr12 |
101213 |
1415.3 |
1415.3 |
1415.3 |
1415.3 |
+13.2 |
850 |
5,168 |
-800 |
Jun12 |
101213 |
1419.0 |
1419.0 |
1418.6 |
1418.6 |
+13.2 |
183 |
11,585 |
+145 |
Aug12 |
101213 |
1422.0 |
1422.0 |
1422.0 |
1422.0 |
+13.1 |
2,091 |
6,086 |
+1,176 |
Oct12 |
101213 |
1425.7 |
1425.7 |
1425.7 |
1425.7 |
+13.0 |
0 |
1,025 |
+0 |
Total Volume and Open Interest |
142,151 |
591,298 |
-7,047 |
Silver(CMX) |
Dec10 |
101213 |
2894.5 |
2965.5 |
2885.0 |
2959.9 |
+102.3 |
174 |
529 |
-70 |
Mar11 |
101213 |
2866.0 |
2974.0 |
2849.5 |
2962.4 |
+101.9 |
63,142 |
76,644 |
-517 |
May11 |
101213 |
2885.0 |
2979.0 |
2885.0 |
2967.6 |
+102.2 |
3,361 |
12,636 |
-944 |
Jul11 |
101213 |
2868.5 |
2982.0 |
2868.5 |
2972.6 |
+102.3 |
223 |
8,791 |
-90 |
Sep11 |
101213 |
2977.8 |
2977.8 |
2977.8 |
2977.8 |
+102.4 |
74 |
6,293 |
-7 |
Dec11 |
101213 |
2912.0 |
2990.5 |
2911.5 |
2984.8 |
+102.4 |
312 |
11,089 |
-29 |
Mar12 |
101213 |
2967.5 |
2991.4 |
2967.5 |
2991.4 |
+102.5 |
0 |
355 |
+0 |
Total Volume and Open Interest |
68,926 |
130,647 |
-1,364 |
Platinum(NYMEX) |
Jan11 |
101213 |
1683.5 |
1707.7 |
1671.6 |
1697.3 |
+22.0 |
5,353 |
26,681 |
-1,093 |
Apr11 |
101213 |
1685.6 |
1711.8 |
1684.5 |
1702.1 |
+22.0 |
626 |
9,045 |
+379 |
Jul11 |
101213 |
1692.5 |
1712.3 |
1692.5 |
1704.9 |
+22.0 |
2 |
464 |
+1 |
Oct11 |
101213 |
1704.9 |
1704.9 |
1704.9 |
1704.9 |
+22.0 |
1 |
6 |
+1 |
Total Volume and Open Interest |
5,982 |
36,197 |
-712 |
Palladium(NYMEX) |
Dec10 |
101213 |
753.30 |
753.30 |
751.00 |
751.00 |
+19.65 |
5 |
307 |
-2 |
Mar11 |
101213 |
735.00 |
765.85 |
734.50 |
752.45 |
+19.75 |
2,448 |
22,300 |
-309 |
Jun11 |
101213 |
740.00 |
756.20 |
740.00 |
753.55 |
+19.50 |
17 |
337 |
+5 |
Total Volume and Open Interest |
2,474 |
22,976 |
-305 |
Copper(CMX) |
Dec10 |
101213 |
410.65 |
421.10 |
409.35 |
419.95 |
+9.45 |
725 |
3,092 |
-432 |
Mar11 |
101213 |
411.25 |
422.25 |
409.95 |
420.70 |
+9.50 |
35,675 |
114,822 |
-88 |
May11 |
101213 |
409.80 |
421.45 |
409.80 |
419.95 |
+9.40 |
1,853 |
23,382 |
+1,103 |
Jul11 |
101213 |
414.50 |
418.80 |
414.50 |
417.95 |
+9.20 |
484 |
5,948 |
+327 |
Sep11 |
101213 |
415.85 |
416.85 |
415.85 |
415.85 |
+9.00 |
61 |
5,049 |
+8 |
Total Volume and Open Interest |
39,275 |
161,389 |
+762 |
DJIA Index(CBOT) |
Dec10 |
101213 |
11390 |
11458 |
11390 |
11429 |
+21 |
1,034 |
6,531 |
-582 |
Mar11 |
101213 |
11334 |
11420 |
11325 |
11366 |
+22 |
977 |
1,092 |
+432 |
Jun11 |
101213 |
11319 |
11319 |
11302 |
11319 |
+17 |
|
|
|
Sep11 |
101213 |
11244 |
11244 |
11223 |
11244 |
+21 |
|
|
|
Total Volume and Open Interest |
2,011 |
7,623 |
-150 |
S & P 500(CME) |
Dec10 |
101213 |
1245.80 |
1246.80 |
1240.30 |
1241.20 |
+0.30 |
53,951 |
305,809 |
-16,874 |
Mar11 |
101213 |
1237.50 |
1242.00 |
1232.20 |
1236.20 |
+0.30 |
48,747 |
104,092 |
+48,800 |
Jun11 |
101213 |
1231.30 |
1236.00 |
1230.00 |
1231.30 |
+0.30 |
0 |
3,409 |
-50 |
Sep11 |
101213 |
1226.40 |
1231.20 |
1225.20 |
1226.40 |
+0.20 |
0 |
655 |
+0 |
Total Volume and Open Interest |
102,698 |
414,315 |
+31,876 |
S & P 500 E-Mini(Globex) |
Dec10 |
101213 |
1240.75 |
1241.25 |
1240.50 |
1241.00 |
unch |
|
|
|
Mar11 |
101213 |
1237.50 |
1242.00 |
1232.00 |
1236.25 |
+0.25 |
1,073,405 |
871,881 |
+413,264 |
Total Volume and Open Interest |
2,462,186 |
3,078,365 |
+100,644 |
NASDAQ 100(CME) |
Dec10 |
101213 |
2220.00 |
2225.00 |
2207.00 |
2211.80 |
-4.70 |
1,482 |
26,418 |
-854 |
Mar11 |
101213 |
2217.80 |
2224.50 |
2206.50 |
2210.50 |
-4.50 |
676 |
751 |
+489 |
Jun11 |
101213 |
2210.50 |
2210.50 |
2210.00 |
2210.50 |
-4.50 |
|
|
|
Total Volume and Open Interest |
2,158 |
27,169 |
-365 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
101213 |
2217.80 |
2234.00 |
2206.80 |
2211.80 |
-4.70 |
161,286 |
354,959 |
-36,401 |
Mar11 |
101213 |
2217.00 |
2225.50 |
2205.50 |
2210.50 |
-4.50 |
138,076 |
81,529 |
+54,030 |
Total Volume and Open Interest |
299,363 |
436,501 |
+17,628 |
S & P Midcap 400(CME) |
Dec10 |
101213 |
900.00 |
901.00 |
895.75 |
897.10 |
-1.30 |
269 |
3,554 |
-36 |
Mar11 |
101213 |
895.00 |
898.20 |
892.00 |
895.00 |
-1.20 |
235 |
241 |
+230 |
Jun11 |
101213 |
892.80 |
892.80 |
892.30 |
892.80 |
-0.50 |
|
|
|
Total Volume and Open Interest |
504 |
3,795 |
+194 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
101213 |
10320 |
10320 |
10320 |
10320 |
+65 |
13,275 |
36,884 |
+187 |
Jun11 |
101213 |
10300 |
10300 |
10280 |
10300 |
+70 |
|
|
|
Total Volume and Open Interest |
22,296 |
56,965 |
-5,958 |
Nikkei 225(SGX) |
Mar11 |
101213 |
10210 |
10290 |
10185 |
10275 |
+55 |
102,953 |
202,095 |
+7,972 |
Jun11 |
101213 |
10220 |
10220 |
10200 |
10200 |
+50 |
0 |
2,146 |
+0 |
Sep11 |
101213 |
10200 |
10200 |
10200 |
10200 |
+50 |
|
|
|
Total Volume and Open Interest |
228,975 |
213,383 |
-177,896 |
CAC 40(EURONEXT) |
Dec10 |
101213 |
3868.5 |
3909.5 |
3866.5 |
3891.0 |
+34.5 |
131,714 |
364,600 |
+9,187 |
Jan11 |
101213 |
3870.0 |
3909.0 |
3870.0 |
3894.5 |
+34.5 |
17,842 |
43,084 |
+17,054 |
Feb11 |
101213 |
3898.0 |
3898.0 |
3898.0 |
3898.0 |
+35.5 |
0 |
70 |
+0 |
Total Volume and Open Interest |
153,737 |
416,197 |
+30,428 |
Hang Seng Index(HKFE) |
Dec10 |
101213 |
23323 |
23547 |
23230 |
23315 |
+127 |
66,036 |
91,809 |
+1,814 |
Jan11 |
101213 |
23333 |
23546 |
23235 |
23316 |
+123 |
620 |
2,006 |
+206 |
Total Volume and Open Interest |
66,824 |
97,630 |
+2,030 |
DAX(EUREX) |
Dec10 |
101213 |
7013.0 |
7046.0 |
7013.0 |
7027.0 |
+24.5 |
151,225 |
216,646 |
-2,490 |
Mar11 |
101213 |
7035.0 |
7062.0 |
7029.5 |
7044.5 |
+25.5 |
8,202 |
29,404 |
+5,864 |
Jun11 |
101213 |
7051.5 |
7081.0 |
7051.0 |
7064.5 |
+24.5 |
860 |
5,535 |
+313 |
Total Volume and Open Interest |
160,287 |
251,585 |
+3,687 |
FT-SE 100(EURONEXT) |
Dec10 |
101213 |
5835.00 |
5875.00 |
5828.00 |
5855.50 |
+46.00 |
122,803 |
573,886 |
-39,343 |
Mar11 |
101213 |
5792.00 |
5837.50 |
5791.50 |
5818.00 |
+46.50 |
55,669 |
97,233 |
+38,095 |
Jun11 |
101213 |
5786.50 |
5786.50 |
5775.50 |
5775.50 |
+46.50 |
104 |
1,087 |
+104 |
Total Volume and Open Interest |
178,576 |
672,216 |
-1,144 |
SPI 200(SFE) |
Dec10 |
101213 |
4757.0 |
4784.0 |
4749.0 |
4760.0 |
+1.0 |
35,672 |
202,042 |
-3,521 |
Mar11 |
101213 |
4758.0 |
4782.0 |
4750.0 |
4762.0 |
+4.0 |
11,248 |
16,818 |
+8,575 |
Jun11 |
101213 |
4808.0 |
4809.0 |
4786.0 |
4786.0 |
+4.0 |
0 |
2,376 |
+0 |
Total Volume and Open Interest |
47,055 |
224,300 |
+5,069 |
GSCI(CME) |
Dec10 |
101213 |
611.50 |
613.25 |
604.35 |
611.50 |
+7.10 |
2,819 |
7,167 |
-2,685 |
Jan11 |
101213 |
613.55 |
615.25 |
606.25 |
613.55 |
+7.25 |
2,502 |
7,788 |
+2,467 |
Feb11 |
101213 |
615.50 |
617.50 |
608.75 |
615.50 |
+6.70 |
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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