|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue December 14, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
101214 |
1300.00 |
1311.25 |
1292.50 |
1296.00 |
-6.50 |
106,042 |
168,933 |
-11,642 |
Mar11 |
101214 |
1310.00 |
1320.75 |
1302.50 |
1306.00 |
-6.00 |
59,713 |
206,575 |
+9,625 |
May11 |
101214 |
1312.75 |
1324.75 |
1306.75 |
1310.25 |
-6.25 |
12,267 |
76,013 |
+1,178 |
Jul11 |
101214 |
1317.00 |
1325.50 |
1308.50 |
1311.75 |
-6.50 |
12,569 |
63,983 |
+1,339 |
Aug11 |
101214 |
1300.00 |
1300.00 |
1285.25 |
1286.50 |
-7.50 |
647 |
2,410 |
+60 |
Sep11 |
101214 |
1257.00 |
1257.75 |
1248.25 |
1248.25 |
-9.50 |
518 |
3,300 |
-58 |
Nov11 |
101214 |
1218.25 |
1230.25 |
1211.00 |
1214.00 |
-8.50 |
7,420 |
103,658 |
+821 |
Total Volume and Open Interest |
200,628 |
641,381 |
+1,640 |
Soybean Meal(CBOT) |
Dec10 |
101214 |
345.00 |
348.50 |
344.50 |
344.50 |
-0.30 |
814 |
566 |
-202 |
Jan11 |
101214 |
342.70 |
347.40 |
340.90 |
342.20 |
-0.60 |
29,146 |
52,897 |
-3,792 |
Mar11 |
101214 |
345.90 |
349.70 |
343.20 |
344.60 |
-0.50 |
17,447 |
56,838 |
+3,954 |
May11 |
101214 |
344.30 |
349.50 |
343.80 |
344.90 |
-0.10 |
5,516 |
27,998 |
+200 |
Jul11 |
101214 |
346.10 |
349.50 |
344.50 |
345.50 |
unch |
4,213 |
18,839 |
+330 |
Aug11 |
101214 |
338.50 |
339.90 |
335.70 |
336.90 |
-0.10 |
559 |
5,736 |
+125 |
Sep11 |
101214 |
327.60 |
329.50 |
324.40 |
325.70 |
-0.10 |
837 |
5,627 |
+27 |
Oct11 |
101214 |
310.30 |
315.90 |
309.50 |
309.50 |
-0.80 |
330 |
4,688 |
+131 |
Total Volume and Open Interest |
60,358 |
193,297 |
+798 |
Soybean Oil(CBOT) |
Dec10 |
101214 |
54.82 |
54.90 |
54.75 |
54.80 |
-0.30 |
1,359 |
506 |
-622 |
Jan11 |
101214 |
55.43 |
55.48 |
55.00 |
55.09 |
-0.36 |
59,610 |
85,204 |
-9,006 |
Mar11 |
101214 |
55.91 |
55.95 |
55.47 |
55.57 |
-0.35 |
58,900 |
150,006 |
+16,183 |
May11 |
101214 |
56.17 |
56.20 |
55.73 |
55.80 |
-0.37 |
11,698 |
40,664 |
-178 |
Jul11 |
101214 |
56.19 |
56.19 |
55.75 |
55.85 |
-0.34 |
6,408 |
36,734 |
+730 |
Aug11 |
101214 |
55.94 |
55.94 |
55.72 |
55.77 |
-0.35 |
621 |
4,849 |
+61 |
Sep11 |
101214 |
55.74 |
55.85 |
55.62 |
55.65 |
-0.36 |
786 |
5,269 |
-28 |
Oct11 |
101214 |
55.73 |
55.74 |
55.39 |
55.49 |
-0.36 |
1,267 |
6,482 |
-654 |
Total Volume and Open Interest |
143,214 |
352,099 |
+6,398 |
Canola(WCE) |
Jan11 |
101214 |
571.2 |
573.5 |
563.0 |
564.1 |
-6.8 |
7,535 |
80,998 |
-5,785 |
Mar11 |
101214 |
579.0 |
582.0 |
572.0 |
572.6 |
-6.2 |
8,726 |
59,089 |
+3,969 |
May11 |
101214 |
581.0 |
584.4 |
575.7 |
575.7 |
-6.6 |
673 |
6,421 |
+319 |
Jul11 |
101214 |
579.1 |
582.8 |
574.3 |
574.3 |
-6.6 |
857 |
15,113 |
-216 |
Nov11 |
101214 |
519.0 |
520.4 |
512.8 |
512.8 |
-6.0 |
1,754 |
33,272 |
+661 |
Total Volume and Open Interest |
19,554 |
196,930 |
-1,043 |
Corn(CBOT) |
Dec10 |
101214 |
573.75 |
578.25 |
571.50 |
574.50 |
-0.75 |
5,973 |
2,432 |
-3,732 |
Mar11 |
101214 |
587.00 |
589.00 |
583.50 |
587.25 |
-1.25 |
131,656 |
718,866 |
+6,132 |
May11 |
101214 |
594.50 |
597.00 |
591.75 |
595.00 |
-2.00 |
24,732 |
182,958 |
+781 |
Jul11 |
101214 |
599.00 |
601.25 |
595.75 |
599.00 |
-2.00 |
24,692 |
229,705 |
+2,080 |
Sep11 |
101214 |
558.00 |
559.75 |
554.50 |
554.50 |
-5.00 |
3,358 |
40,969 |
+311 |
Dec11 |
101214 |
537.75 |
539.75 |
533.50 |
534.25 |
-5.75 |
22,577 |
259,255 |
+1,642 |
Total Volume and Open Interest |
214,991 |
1,494,884 |
+7,334 |
Wheat(CBOT) |
Dec10 |
101214 |
740.75 |
740.75 |
720.00 |
721.00 |
-19.25 |
105 |
105 |
-86 |
Mar11 |
101214 |
780.00 |
781.75 |
754.50 |
763.25 |
-17.00 |
39,637 |
228,270 |
+545 |
May11 |
101214 |
806.25 |
807.75 |
781.00 |
788.25 |
-18.50 |
8,308 |
61,099 |
+548 |
Jul11 |
101214 |
815.00 |
815.75 |
791.50 |
795.75 |
-19.00 |
5,467 |
101,168 |
-468 |
Sep11 |
101214 |
828.00 |
828.25 |
807.00 |
810.75 |
-18.25 |
719 |
17,712 |
+71 |
Total Volume and Open Interest |
56,435 |
478,741 |
+461 |
Wheat(KCBT) |
Dec10 |
101214 |
818.00 |
821.50 |
798.50 |
798.50 |
-27.25 |
65 |
248 |
-34 |
Mar11 |
101214 |
835.25 |
836.00 |
807.75 |
815.00 |
-20.25 |
15,119 |
118,862 |
-1,177 |
May11 |
101214 |
842.00 |
843.00 |
816.50 |
823.50 |
-19.25 |
2,562 |
24,492 |
-16 |
Jul11 |
101214 |
845.00 |
846.00 |
820.50 |
826.75 |
-18.50 |
1,601 |
52,107 |
-99 |
Sep11 |
101214 |
845.50 |
856.50 |
829.25 |
835.25 |
-19.50 |
676 |
12,376 |
-128 |
Total Volume and Open Interest |
20,435 |
210,420 |
-11,850 |
Wheat(MGE) |
Dec10 |
101214 |
831.25 |
831.25 |
831.25 |
831.25 |
-27.50 |
16 |
14 |
-12 |
Mar11 |
101214 |
871.00 |
871.00 |
840.00 |
843.50 |
-27.50 |
3,895 |
31,666 |
+148 |
May11 |
101214 |
877.50 |
878.00 |
848.00 |
851.00 |
-27.00 |
1,955 |
11,545 |
+177 |
Jul11 |
101214 |
878.00 |
878.00 |
848.75 |
852.00 |
-25.25 |
1,693 |
8,152 |
+324 |
Sep11 |
101214 |
867.00 |
870.00 |
844.25 |
846.00 |
-22.00 |
1,019 |
8,564 |
+336 |
Total Volume and Open Interest |
9,489 |
68,789 |
+1,389 |
Oats(CBOT) |
Dec10 |
101214 |
387.00 |
387.00 |
387.00 |
387.00 |
-4.00 |
5 |
3 |
-1 |
Mar11 |
101214 |
391.75 |
392.25 |
384.25 |
385.00 |
-6.00 |
723 |
10,054 |
+138 |
May11 |
101214 |
389.50 |
395.00 |
389.50 |
389.50 |
-5.50 |
80 |
657 |
+23 |
Jul11 |
101214 |
398.75 |
398.75 |
393.00 |
393.00 |
-5.00 |
28 |
218 |
+2 |
Total Volume and Open Interest |
870 |
11,890 |
+192 |
Rough Rice(CBOT) |
Jan11 |
101214 |
14.23 |
14.30 |
13.92 |
13.98 |
-0.26 |
700 |
7,345 |
-174 |
Mar11 |
101214 |
14.52 |
14.57 |
14.22 |
14.27 |
-0.26 |
520 |
6,826 |
+207 |
May11 |
101214 |
14.74 |
14.74 |
14.55 |
14.55 |
-0.26 |
134 |
1,452 |
+4 |
Jul11 |
101214 |
14.95 |
14.99 |
14.76 |
14.79 |
-0.26 |
134 |
1,579 |
-23 |
Total Volume and Open Interest |
1,491 |
17,888 |
+13 |
Live Cattle(CME) |
Dec10 |
101214 |
101.650 |
102.035 |
101.080 |
101.830 |
-0.120 |
3,516 |
17,123 |
-1,374 |
Feb11 |
101214 |
104.900 |
105.135 |
104.050 |
104.535 |
-0.415 |
17,345 |
163,508 |
+472 |
Apr11 |
101214 |
108.180 |
108.180 |
107.285 |
107.750 |
-0.350 |
6,250 |
86,006 |
-448 |
Jun11 |
101214 |
105.500 |
105.500 |
104.830 |
104.885 |
-0.650 |
4,911 |
41,426 |
+771 |
Aug11 |
101214 |
105.730 |
106.000 |
105.300 |
105.750 |
-0.250 |
1,662 |
14,946 |
+357 |
Oct11 |
101214 |
108.400 |
108.500 |
107.750 |
108.430 |
-0.220 |
538 |
8,689 |
+38 |
Total Volume and Open Interest |
34,701 |
337,278 |
-142 |
Feeder Cattle(CME) |
Jan11 |
101214 |
119.200 |
119.250 |
117.785 |
117.950 |
-1.250 |
2,645 |
12,153 |
-543 |
Mar11 |
101214 |
119.700 |
120.000 |
118.600 |
118.830 |
-1.070 |
2,493 |
14,109 |
+773 |
Apr11 |
101214 |
120.100 |
120.300 |
119.035 |
119.350 |
-0.830 |
373 |
3,937 |
+52 |
May11 |
101214 |
120.550 |
120.730 |
119.635 |
119.950 |
-0.835 |
280 |
5,014 |
+82 |
Aug11 |
101214 |
120.750 |
121.035 |
119.980 |
120.500 |
-0.635 |
287 |
4,658 |
+141 |
Sep11 |
101214 |
119.900 |
119.900 |
119.135 |
119.600 |
-0.500 |
14 |
342 |
-2 |
Oct11 |
101214 |
119.500 |
119.500 |
119.200 |
119.450 |
-0.450 |
11 |
73 |
+5 |
Total Volume and Open Interest |
6,103 |
40,326 |
+508 |
Lean Hogs(CME) |
Dec10 |
101214 |
69.400 |
69.500 |
68.850 |
68.930 |
-0.605 |
1,971 |
9,283 |
-839 |
Feb11 |
101214 |
76.285 |
76.400 |
75.385 |
76.135 |
-0.195 |
16,168 |
84,781 |
+598 |
Apr11 |
101214 |
80.100 |
80.350 |
79.400 |
80.050 |
unch |
4,845 |
50,495 |
+86 |
May11 |
101214 |
87.100 |
87.100 |
86.550 |
87.080 |
+0.080 |
297 |
1,636 |
+30 |
Jun11 |
101214 |
89.850 |
90.000 |
89.285 |
89.600 |
-0.480 |
3,097 |
32,838 |
+845 |
Jul11 |
101214 |
89.350 |
89.350 |
88.700 |
88.885 |
-0.515 |
917 |
7,205 |
+107 |
Aug11 |
101214 |
88.430 |
88.650 |
87.900 |
88.600 |
-0.050 |
761 |
8,367 |
+382 |
Oct11 |
101214 |
78.930 |
78.950 |
78.500 |
78.785 |
-0.145 |
228 |
5,211 |
+130 |
Total Volume and Open Interest |
28,416 |
202,154 |
+1,416 |
Class III Milk(CME) |
Dec10 |
101214 |
13.79 |
13.82 |
13.78 |
13.78 |
-0.04 |
129 |
5,808 |
-28 |
Jan11 |
101214 |
13.13 |
13.22 |
13.08 |
13.11 |
-0.07 |
327 |
4,466 |
+73 |
Feb11 |
101214 |
13.16 |
13.30 |
13.12 |
13.22 |
+0.03 |
219 |
4,244 |
+125 |
Mar11 |
101214 |
13.73 |
13.81 |
13.70 |
13.72 |
-0.01 |
82 |
3,204 |
+41 |
Apr11 |
101214 |
14.10 |
14.15 |
14.07 |
14.10 |
+0.02 |
111 |
2,310 |
+70 |
Total Volume and Open Interest |
1,088 |
30,397 |
+384 |
Cocoa(ICE) |
Dec10 |
101214 |
2893 |
2912 |
2893 |
2912 |
+51 |
0 |
16 |
+0 |
Mar11 |
101214 |
2890 |
2952 |
2865 |
2940 |
+50 |
7,071 |
68,388 |
-431 |
May11 |
101214 |
2917 |
2972 |
2892 |
2963 |
+51 |
917 |
22,976 |
+210 |
Jul11 |
101214 |
2940 |
2980 |
2910 |
2978 |
+49 |
744 |
11,218 |
+25 |
Sep11 |
101214 |
2930 |
3000 |
2930 |
2992 |
+49 |
332 |
6,172 |
+122 |
Dec11 |
101214 |
2955 |
3009 |
2939 |
3009 |
+50 |
286 |
10,794 |
+42 |
Mar12 |
101214 |
3020 |
3078 |
3020 |
3078 |
+57 |
71 |
11,016 |
+43 |
Total Volume and Open Interest |
9,477 |
136,487 |
+60 |
Coffee "C"(ICE) |
Dec10 |
101214 |
217.25 |
219.15 |
215.60 |
216.35 |
-0.85 |
18 |
167 |
+0 |
Mar11 |
101214 |
217.50 |
219.90 |
215.25 |
216.70 |
-0.85 |
13,723 |
88,296 |
+2,189 |
May11 |
101214 |
219.00 |
221.20 |
216.50 |
217.90 |
-1.00 |
2,422 |
25,274 |
+497 |
Jul11 |
101214 |
218.05 |
220.25 |
216.00 |
217.05 |
-1.05 |
380 |
7,400 |
+92 |
Sep11 |
101214 |
216.20 |
218.25 |
214.55 |
215.05 |
-1.20 |
222 |
4,164 |
+97 |
Dec11 |
101214 |
213.00 |
214.50 |
211.00 |
211.55 |
-1.25 |
125 |
6,254 |
+58 |
Total Volume and Open Interest |
16,996 |
132,760 |
+2,937 |
Orange Juice(ICE) |
Jan11 |
101214 |
166.00 |
167.45 |
159.05 |
160.05 |
-6.90 |
2,292 |
16,358 |
-220 |
Mar11 |
101214 |
166.00 |
166.00 |
159.25 |
160.15 |
-6.75 |
1,644 |
11,123 |
+523 |
May11 |
101214 |
168.15 |
168.15 |
161.20 |
161.25 |
-6.70 |
39 |
1,516 |
+0 |
Jul11 |
101214 |
164.00 |
164.00 |
162.30 |
162.30 |
-6.90 |
42 |
2,467 |
-11 |
Sep11 |
101214 |
163.50 |
163.50 |
163.50 |
163.50 |
-6.85 |
33 |
345 |
+2 |
Nov11 |
101214 |
163.55 |
163.55 |
163.55 |
163.55 |
-6.80 |
5 |
54 |
+5 |
Total Volume and Open Interest |
4,055 |
31,886 |
+299 |
Sugar #11(ICE) |
Mar11 |
101214 |
30.65 |
31.27 |
30.48 |
30.78 |
+0.29 |
55,666 |
231,763 |
+2,872 |
May11 |
101214 |
27.70 |
28.19 |
27.44 |
27.71 |
+0.15 |
22,495 |
107,008 |
+1,801 |
Jul11 |
101214 |
24.55 |
25.02 |
24.22 |
24.47 |
unch |
17,290 |
97,491 |
+365 |
Oct11 |
101214 |
22.75 |
23.08 |
22.30 |
22.55 |
-0.07 |
10,703 |
56,685 |
+959 |
Mar12 |
101214 |
21.94 |
22.20 |
21.50 |
21.69 |
-0.15 |
2,908 |
47,803 |
+297 |
Total Volume and Open Interest |
110,117 |
583,638 |
+6,483 |
London Cocoa(LCE) |
Dec10 |
101214 |
1906 |
1913 |
1897 |
1908 |
+8 |
7,387 |
22,170 |
-1,675 |
Mar11 |
101214 |
1907 |
1955 |
1892 |
1944 |
+45 |
13,117 |
64,685 |
+402 |
May11 |
101214 |
1919 |
1970 |
1909 |
1960 |
+45 |
1,443 |
20,626 |
-322 |
Jul11 |
101214 |
1934 |
1979 |
1926 |
1976 |
+45 |
942 |
17,614 |
-191 |
Sep11 |
101214 |
1942 |
1990 |
1933 |
1983 |
+46 |
100 |
11,140 |
+32 |
Dec11 |
101214 |
1950 |
2000 |
1943 |
1992 |
+48 |
62 |
17,252 |
-15 |
Mar12 |
101214 |
1958 |
2003 |
1956 |
2003 |
+54 |
2,059 |
15,064 |
+1,987 |
Total Volume and Open Interest |
25,114 |
171,918 |
+218 |
London Sugar(LCE) |
Mar11 |
101214 |
770.00 |
776.30 |
760.00 |
769.40 |
+14.20 |
2,951 |
28,945 |
+233 |
May11 |
101214 |
730.00 |
737.00 |
723.20 |
730.30 |
+15.90 |
471 |
9,205 |
+29 |
Aug11 |
101214 |
664.50 |
670.00 |
657.60 |
663.90 |
+13.60 |
319 |
7,318 |
-40 |
Oct11 |
101214 |
608.00 |
610.40 |
601.40 |
604.90 |
+10.20 |
186 |
2,102 |
-28 |
Dec11 |
101214 |
585.90 |
590.00 |
582.70 |
583.40 |
+5.40 |
48 |
818 |
+7 |
Total Volume and Open Interest |
3,990 |
48,956 |
+216 |
Cotton(ICE) |
Mar11 |
101214 |
143.01 |
145.97 |
142.95 |
144.49 |
+3.52 |
6,171 |
110,745 |
+110 |
May11 |
101214 |
134.49 |
138.23 |
134.49 |
136.38 |
+3.15 |
2,182 |
21,033 |
-409 |
Jul11 |
101214 |
125.00 |
129.84 |
125.00 |
126.91 |
+2.07 |
2,885 |
29,647 |
-628 |
Oct11 |
101214 |
107.50 |
111.77 |
107.50 |
109.43 |
+2.45 |
12 |
159 |
+1 |
Dec11 |
101214 |
95.58 |
98.60 |
95.58 |
97.34 |
+1.46 |
2,597 |
37,385 |
+968 |
Mar12 |
101214 |
92.00 |
93.00 |
91.86 |
92.32 |
+1.50 |
3 |
691 |
+1 |
Total Volume and Open Interest |
13,855 |
201,074 |
+46 |
Lumber(CME) |
Jan11 |
101214 |
271.8 |
272.6 |
267.0 |
270.6 |
-1.8 |
366 |
2,658 |
-125 |
Mar11 |
101214 |
287.7 |
287.7 |
282.6 |
284.0 |
-1.0 |
386 |
5,019 |
+43 |
May11 |
101214 |
297.0 |
297.0 |
293.0 |
293.0 |
-0.8 |
84 |
1,378 |
+63 |
Jul11 |
101214 |
300.8 |
304.0 |
300.2 |
304.0 |
unch |
47 |
398 |
+44 |
Total Volume and Open Interest |
909 |
9,511 |
+51 |
Crude Oil(NYM) |
Jan11 |
101214 |
88.19 |
88.95 |
87.74 |
88.28 |
-0.33 |
329,766 |
148,316 |
-14,164 |
Feb11 |
101214 |
88.79 |
89.50 |
88.34 |
88.84 |
-0.30 |
154,225 |
262,636 |
+26,975 |
Mar11 |
101214 |
89.33 |
90.03 |
88.95 |
89.43 |
-0.20 |
63,315 |
167,662 |
+6,293 |
Apr11 |
101214 |
89.89 |
90.45 |
89.45 |
89.87 |
-0.14 |
26,616 |
57,202 |
-1,021 |
May11 |
101214 |
89.91 |
90.63 |
89.75 |
90.17 |
-0.09 |
17,265 |
37,541 |
+2,976 |
Jun11 |
101214 |
90.37 |
90.86 |
89.97 |
90.39 |
-0.03 |
31,919 |
80,413 |
+387 |
Jul11 |
101214 |
90.23 |
90.95 |
90.23 |
90.54 |
+0.02 |
8,217 |
38,332 |
-785 |
Aug11 |
101214 |
90.27 |
91.03 |
90.27 |
90.63 |
+0.06 |
9,631 |
20,005 |
+714 |
Sep11 |
101214 |
90.89 |
91.01 |
90.51 |
90.68 |
+0.09 |
4,277 |
25,710 |
-394 |
Oct11 |
101214 |
91.10 |
91.12 |
90.72 |
90.72 |
+0.12 |
2,978 |
18,090 |
-71 |
Nov11 |
101214 |
91.09 |
91.09 |
90.76 |
90.76 |
+0.15 |
2,377 |
19,547 |
+315 |
Dec11 |
101214 |
90.55 |
91.25 |
90.32 |
90.82 |
+0.18 |
24,851 |
151,951 |
+1,463 |
Jan12 |
101214 |
90.72 |
90.72 |
90.72 |
90.72 |
+0.20 |
1,096 |
19,041 |
-53 |
Feb12 |
101214 |
90.62 |
90.62 |
90.62 |
90.62 |
+0.22 |
482 |
8,150 |
+172 |
Mar12 |
101214 |
90.53 |
90.53 |
90.53 |
90.53 |
+0.24 |
175 |
10,080 |
+26 |
Apr12 |
101214 |
90.45 |
90.45 |
90.45 |
90.45 |
+0.28 |
78 |
4,201 |
+4 |
Total Volume and Open Interest |
692,514 |
1,384,683 |
+24,595 |
e-miNY Crude Oil(NYM) |
Dec10 |
101118 |
80.400 |
82.300 |
80.400 |
81.850 |
+1.400 |
7,920 |
4,586 |
-336 |
Jan11 |
101214 |
88.275 |
88.950 |
87.750 |
88.275 |
-0.325 |
7,105 |
4,221 |
+124 |
Feb11 |
101214 |
88.900 |
89.500 |
88.400 |
88.850 |
-0.300 |
725 |
1,920 |
+181 |
Mar11 |
101214 |
89.500 |
90.000 |
89.275 |
89.425 |
-0.200 |
67 |
567 |
+26 |
Apr11 |
101214 |
89.900 |
90.300 |
89.875 |
89.875 |
-0.125 |
5 |
16 |
-1 |
May11 |
101214 |
90.175 |
90.175 |
90.175 |
90.175 |
-0.075 |
0 |
14 |
+0 |
Jun11 |
101214 |
90.200 |
90.400 |
90.200 |
90.400 |
-0.025 |
1 |
43 |
-1 |
Jul11 |
101214 |
90.550 |
90.550 |
90.550 |
90.550 |
+0.025 |
0 |
3 |
+0 |
Aug11 |
101214 |
90.875 |
90.875 |
90.625 |
90.625 |
+0.050 |
0 |
6 |
+0 |
Sep11 |
101214 |
90.675 |
90.675 |
90.675 |
90.675 |
+0.075 |
0 |
2 |
+0 |
Total Volume and Open Interest |
7,903 |
7,026 |
+329 |
Heating Oil(NYM) |
Jan11 |
101214 |
245.86 |
248.05 |
245.10 |
246.79 |
+0.27 |
50,620 |
77,499 |
-4,886 |
Feb11 |
101214 |
247.30 |
249.41 |
246.59 |
248.03 |
-0.02 |
20,976 |
62,020 |
+4,238 |
Mar11 |
101214 |
248.24 |
249.65 |
247.16 |
248.45 |
-0.09 |
12,698 |
45,024 |
+3,403 |
Apr11 |
101214 |
246.50 |
248.78 |
246.25 |
247.43 |
-0.03 |
4,114 |
22,312 |
+404 |
May11 |
101214 |
246.88 |
247.46 |
246.06 |
246.67 |
+0.08 |
3,365 |
17,007 |
-260 |
Jun11 |
101214 |
247.02 |
247.79 |
245.31 |
246.62 |
+0.28 |
6,119 |
36,117 |
-757 |
Jul11 |
101214 |
247.39 |
248.65 |
247.39 |
247.63 |
+0.42 |
234 |
8,103 |
-26 |
Aug11 |
101214 |
250.12 |
250.12 |
248.80 |
248.80 |
+0.47 |
282 |
4,577 |
-37 |
Sep11 |
101214 |
251.07 |
251.07 |
250.05 |
250.10 |
+0.46 |
385 |
4,340 |
-171 |
Oct11 |
101214 |
250.50 |
251.97 |
250.50 |
251.43 |
+0.48 |
248 |
3,383 |
+5 |
Nov11 |
101214 |
252.43 |
253.76 |
252.43 |
252.99 |
+0.48 |
218 |
3,326 |
+111 |
Dec11 |
101214 |
254.52 |
255.17 |
254.33 |
254.33 |
+0.49 |
807 |
15,949 |
-95 |
Total Volume and Open Interest |
100,146 |
308,524 |
+1,923 |
Gasoline(NYMEX) |
Jan11 |
101214 |
231.05 |
232.39 |
228.63 |
229.64 |
-2.20 |
41,909 |
60,480 |
-3,911 |
Feb11 |
101214 |
231.35 |
232.26 |
228.81 |
229.72 |
-1.79 |
25,651 |
60,961 |
+5,284 |
Mar11 |
101214 |
232.35 |
233.10 |
230.18 |
231.00 |
-1.44 |
12,861 |
39,723 |
+1,854 |
Apr11 |
101214 |
242.02 |
243.15 |
240.24 |
241.21 |
-1.20 |
5,165 |
26,657 |
+894 |
May11 |
101214 |
242.66 |
243.65 |
241.21 |
242.00 |
-1.06 |
2,510 |
12,472 |
+231 |
Jun11 |
101214 |
242.34 |
243.83 |
241.60 |
242.24 |
-0.79 |
3,282 |
16,316 |
-145 |
Jul11 |
101214 |
242.19 |
242.19 |
241.58 |
241.58 |
-0.65 |
652 |
4,396 |
-2 |
Aug11 |
101214 |
240.15 |
241.71 |
240.15 |
240.42 |
-0.57 |
405 |
5,116 |
-15 |
Sep11 |
101214 |
238.44 |
238.81 |
238.44 |
238.81 |
-0.56 |
222 |
2,702 |
+40 |
Oct11 |
101214 |
228.44 |
228.44 |
228.11 |
228.11 |
-0.43 |
215 |
2,875 |
+52 |
Total Volume and Open Interest |
93,671 |
265,415 |
+4,275 |
e-miNY RBOB Gasoline(NYM) |
Jan11 |
101214 |
229.60 |
229.64 |
229.60 |
229.60 |
-2.20 |
0 |
2 |
+0 |
Feb11 |
101214 |
229.70 |
229.72 |
229.70 |
229.70 |
-1.80 |
0 |
1 |
+0 |
Mar11 |
101214 |
231.00 |
231.00 |
231.00 |
231.00 |
-1.40 |
0 |
1 |
+0 |
Apr11 |
101214 |
241.20 |
241.21 |
241.20 |
241.20 |
-1.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Jan11 |
101214 |
4.431 |
4.439 |
4.250 |
4.255 |
-0.165 |
177,026 |
131,687 |
-12,424 |
Feb11 |
101214 |
4.439 |
4.447 |
4.280 |
4.284 |
-0.150 |
72,950 |
107,978 |
+10,399 |
Mar11 |
101214 |
4.410 |
4.416 |
4.263 |
4.268 |
-0.147 |
63,996 |
149,663 |
+14,021 |
Apr11 |
101214 |
4.380 |
4.380 |
4.239 |
4.242 |
-0.139 |
25,456 |
83,955 |
+1,234 |
May11 |
101214 |
4.390 |
4.391 |
4.272 |
4.272 |
-0.141 |
11,291 |
38,226 |
+1,592 |
Jun11 |
101214 |
4.449 |
4.449 |
4.313 |
4.316 |
-0.137 |
5,750 |
16,955 |
-27 |
Jul11 |
101214 |
4.481 |
4.485 |
4.374 |
4.374 |
-0.132 |
2,952 |
13,636 |
-31 |
Aug11 |
101214 |
4.528 |
4.528 |
4.414 |
4.414 |
-0.130 |
2,918 |
14,725 |
+595 |
Sep11 |
101214 |
4.533 |
4.533 |
4.432 |
4.432 |
-0.128 |
1,309 |
10,974 |
-34 |
Oct11 |
101214 |
4.600 |
4.616 |
4.507 |
4.509 |
-0.127 |
9,817 |
51,047 |
+546 |
Nov11 |
101214 |
4.808 |
4.808 |
4.709 |
4.709 |
-0.107 |
1,558 |
22,076 |
-59 |
Dec11 |
101214 |
5.061 |
5.061 |
4.973 |
4.974 |
-0.097 |
1,841 |
20,850 |
+431 |
Jan12 |
101214 |
5.200 |
5.203 |
5.134 |
5.136 |
-0.093 |
5,319 |
32,828 |
+299 |
Feb12 |
101214 |
5.150 |
5.150 |
5.086 |
5.092 |
-0.085 |
71 |
7,084 |
+15 |
Mar12 |
101214 |
5.032 |
5.034 |
4.978 |
4.978 |
-0.078 |
879 |
16,879 |
+149 |
Apr12 |
101214 |
4.795 |
4.801 |
4.757 |
4.758 |
-0.053 |
761 |
13,244 |
-44 |
Total Volume and Open Interest |
384,043 |
797,972 |
+16,737 |
Brent Crude Oil(ICE) |
Jan11 |
101214 |
91.05 |
91.73 |
90.68 |
91.21 |
+0.02 |
128,041 |
85,452 |
-17,662 |
Feb11 |
101214 |
91.24 |
91.94 |
90.87 |
91.40 |
+0.01 |
135,616 |
231,146 |
+20,161 |
Mar11 |
101214 |
91.37 |
92.04 |
91.00 |
91.51 |
+0.01 |
50,046 |
146,902 |
+6,804 |
Apr11 |
101214 |
91.45 |
92.14 |
91.15 |
91.63 |
-0.01 |
16,706 |
51,611 |
+167 |
May11 |
101214 |
91.58 |
92.23 |
91.37 |
91.74 |
-0.03 |
16,002 |
39,364 |
+2,981 |
Jun11 |
101214 |
91.78 |
92.34 |
91.45 |
91.84 |
-0.04 |
26,024 |
60,363 |
+2,882 |
Jul11 |
101214 |
92.16 |
92.37 |
91.60 |
91.88 |
-0.03 |
4,689 |
20,815 |
+673 |
Aug11 |
101214 |
92.16 |
92.38 |
91.79 |
91.90 |
-0.01 |
3,394 |
11,788 |
+20 |
Sep11 |
101214 |
92.21 |
92.38 |
91.66 |
91.92 |
+0.02 |
2,712 |
14,997 |
+543 |
Oct11 |
101214 |
91.95 |
91.95 |
91.95 |
91.95 |
+0.05 |
1,552 |
9,130 |
+154 |
Nov11 |
101214 |
91.96 |
91.96 |
91.96 |
91.96 |
+0.08 |
1,525 |
10,886 |
+16 |
Dec11 |
101214 |
91.94 |
92.43 |
91.69 |
91.99 |
+0.11 |
13,496 |
83,227 |
-1,491 |
Jan12 |
101214 |
92.00 |
92.00 |
92.00 |
92.00 |
+0.13 |
1,261 |
9,947 |
-264 |
Feb12 |
101214 |
91.98 |
91.98 |
91.98 |
91.98 |
+0.14 |
720 |
5,625 |
+394 |
Total Volume and Open Interest |
406,857 |
870,133 |
+16,259 |
Gas Oil(ICE) |
Jan11 |
101214 |
763.00 |
768.50 |
760.75 |
765.25 |
-1.75 |
70,989 |
171,739 |
-6,778 |
Feb11 |
101214 |
769.00 |
774.25 |
766.50 |
771.00 |
-1.50 |
55,765 |
101,356 |
+1,153 |
Mar11 |
101214 |
772.00 |
778.00 |
770.00 |
774.50 |
-1.00 |
31,847 |
60,730 |
+5,110 |
Apr11 |
101214 |
776.75 |
779.50 |
771.25 |
776.00 |
-0.50 |
13,888 |
55,636 |
-237 |
May11 |
101214 |
774.75 |
779.25 |
773.50 |
777.75 |
unch |
8,698 |
46,609 |
+534 |
Jun11 |
101214 |
776.00 |
782.50 |
774.75 |
779.75 |
+0.75 |
14,878 |
52,543 |
+134 |
Jul11 |
101214 |
778.00 |
784.75 |
777.75 |
781.75 |
+0.75 |
1,251 |
17,933 |
+194 |
Aug11 |
101214 |
782.00 |
787.25 |
780.50 |
784.25 |
+0.75 |
1,736 |
17,064 |
+43 |
Sep11 |
101214 |
787.50 |
788.50 |
783.00 |
786.75 |
+0.75 |
1,840 |
9,737 |
+207 |
Oct11 |
101214 |
789.00 |
790.00 |
784.75 |
788.25 |
+0.75 |
1,192 |
10,943 |
-22 |
Total Volume and Open Interest |
211,058 |
655,103 |
-25 |
Ethanol(CBOT) |
Dec10 |
101203 |
2.050 |
2.070 |
2.050 |
2.051 |
-0.024 |
83 |
136 |
-71 |
Jan11 |
101214 |
2.150 |
2.165 |
2.145 |
2.161 |
+0.003 |
98 |
876 |
-6 |
Feb11 |
101214 |
2.165 |
2.172 |
2.165 |
2.168 |
+0.001 |
36 |
993 |
-1 |
Mar11 |
101214 |
2.180 |
2.185 |
2.180 |
2.183 |
-0.004 |
36 |
1,119 |
-8 |
Apr11 |
101214 |
2.205 |
2.205 |
2.200 |
2.200 |
-0.001 |
44 |
664 |
-6 |
May11 |
101214 |
2.210 |
2.210 |
2.206 |
2.206 |
-0.002 |
30 |
470 |
+7 |
Jun11 |
101214 |
2.210 |
2.210 |
2.210 |
2.210 |
-0.003 |
30 |
557 |
+10 |
Jul11 |
101214 |
2.222 |
2.222 |
2.222 |
2.222 |
-0.001 |
134 |
727 |
+10 |
Total Volume and Open Interest |
502 |
7,539 |
+55 |
WTI Crude Oil(ICE |
Jan11 |
101214 |
88.52 |
88.94 |
87.73 |
88.28 |
-0.33 |
75,546 |
51,725 |
-9,899 |
Feb11 |
101214 |
89.07 |
89.48 |
88.34 |
88.84 |
-0.30 |
46,057 |
95,842 |
+7,400 |
Mar11 |
101214 |
89.60 |
90.02 |
88.96 |
89.43 |
-0.20 |
23,189 |
70,081 |
+1,055 |
Apr11 |
101214 |
90.28 |
90.43 |
89.52 |
89.87 |
-0.14 |
8,458 |
28,689 |
-265 |
May11 |
101214 |
90.12 |
90.72 |
89.82 |
90.17 |
-0.09 |
4,894 |
13,492 |
+455 |
Jun11 |
101214 |
90.71 |
90.91 |
89.99 |
90.39 |
-0.03 |
16,003 |
49,454 |
-1,127 |
Jul11 |
101214 |
90.81 |
90.95 |
90.32 |
90.54 |
+0.02 |
3,022 |
15,205 |
+167 |
Aug11 |
101214 |
90.86 |
91.02 |
90.44 |
90.63 |
+0.06 |
1,887 |
12,834 |
+176 |
Sep11 |
101214 |
90.88 |
91.11 |
90.46 |
90.68 |
+0.09 |
1,907 |
15,303 |
-368 |
Oct11 |
101214 |
90.72 |
90.72 |
90.72 |
90.72 |
+0.12 |
1,726 |
7,753 |
-472 |
Nov11 |
101214 |
90.76 |
90.76 |
90.76 |
90.76 |
+0.15 |
1,055 |
8,448 |
-138 |
Dec11 |
101214 |
90.97 |
91.25 |
90.47 |
90.82 |
+0.18 |
10,708 |
58,544 |
+663 |
Jan12 |
101214 |
90.72 |
90.72 |
90.72 |
90.72 |
+0.20 |
52 |
4,846 |
+19 |
Feb12 |
101214 |
90.62 |
90.62 |
90.62 |
90.62 |
+0.22 |
4 |
1,179 |
+4 |
Mar12 |
101214 |
90.53 |
90.53 |
90.53 |
90.53 |
+0.24 |
42 |
3,160 |
-30 |
Apr12 |
101214 |
90.45 |
90.45 |
90.45 |
90.45 |
+0.28 |
35 |
726 |
-7 |
Total Volume and Open Interest |
201,624 |
520,395 |
-1,540 |
US Dollar Index(ICE) |
Mar11 |
101214 |
79.740 |
79.860 |
79.145 |
79.690 |
+0.085 |
20,625 |
25,392 |
+272 |
Jun11 |
101214 |
79.875 |
80.155 |
79.790 |
80.090 |
+0.085 |
62 |
558 |
+30 |
Sep11 |
101214 |
80.450 |
80.450 |
80.450 |
80.450 |
+0.445 |
0 |
2 |
+0 |
Total Volume and Open Interest |
20,687 |
25,952 |
-6,649 |
Australian Dollar(CME) |
Dec10 |
101213 |
98.37 |
99.40 |
98.37 |
99.39 |
+0.88 |
17,951 |
48,447 |
-5,430 |
Mar11 |
101214 |
98.38 |
99.17 |
98.31 |
98.86 |
+0.28 |
68,082 |
108,286 |
+4,176 |
Jun11 |
101214 |
97.33 |
97.72 |
97.33 |
97.71 |
+0.27 |
0 |
152 |
+0 |
Total Volume and Open Interest |
68,082 |
108,590 |
-44,271 |
British Pound(CME) |
Dec10 |
101213 |
157.98 |
158.01 |
157.20 |
157.87 |
-0.14 |
34,289 |
25,004 |
-12,742 |
Mar11 |
101214 |
158.46 |
159.00 |
157.27 |
157.67 |
-0.91 |
101,715 |
67,445 |
+83 |
Jun11 |
101214 |
158.52 |
158.52 |
157.52 |
157.52 |
-0.92 |
6 |
55 |
+4 |
Total Volume and Open Interest |
101,725 |
67,537 |
-24,916 |
Canadian Dollar(CME) |
Dec10 |
101214 |
99.24 |
99.42 |
98.92 |
99.05 |
-0.21 |
4,647 |
43,880 |
-2,540 |
Mar11 |
101214 |
99.02 |
99.52 |
98.71 |
99.29 |
+0.23 |
71,766 |
94,883 |
+5,016 |
Jun11 |
101214 |
98.98 |
99.25 |
98.50 |
99.06 |
+0.22 |
123 |
1,612 |
+50 |
Sep11 |
101214 |
98.62 |
98.98 |
98.56 |
98.78 |
+0.22 |
105 |
885 |
+0 |
Total Volume and Open Interest |
76,839 |
142,220 |
+2,531 |
Japanese Yen(CME) |
Dec10 |
101213 |
119.07 |
119.58 |
118.54 |
119.45 |
+0.25 |
30,951 |
44,748 |
-7,103 |
Mar11 |
101214 |
119.95 |
120.84 |
119.46 |
119.65 |
-0.48 |
120,584 |
94,428 |
+4,979 |
Jun11 |
101214 |
120.50 |
120.50 |
119.82 |
119.82 |
-0.48 |
1 |
223 |
+0 |
Total Volume and Open Interest |
120,585 |
94,661 |
-39,770 |
Swiss Franc(CME) |
Dec10 |
101213 |
101.90 |
103.13 |
101.52 |
103.04 |
+1.14 |
13,542 |
14,594 |
-3,958 |
Mar11 |
101214 |
103.39 |
104.72 |
103.28 |
104.42 |
+1.01 |
41,580 |
38,628 |
+5,555 |
Jun11 |
101214 |
104.29 |
104.56 |
104.23 |
104.56 |
+1.03 |
1 |
20 |
+1 |
Total Volume and Open Interest |
41,581 |
38,651 |
-9,038 |
EuroFX(CME) |
Dec10 |
101213 |
132.07 |
133.40 |
131.83 |
133.31 |
+1.01 |
99,917 |
63,001 |
-29,624 |
Mar11 |
101214 |
133.79 |
134.93 |
133.58 |
133.83 |
-0.12 |
320,719 |
142,561 |
+345 |
Jun11 |
101214 |
133.69 |
134.84 |
133.56 |
133.75 |
-0.11 |
68 |
280 |
+21 |
Total Volume and Open Interest |
320,792 |
142,879 |
-62,639 |
Mexican Peso(CME) |
Dec10 |
101213 |
803.0 |
808.0 |
801.5 |
806.8 |
+4.5 |
15,304 |
66,668 |
-1,980 |
Jan11 |
101214 |
810.0 |
810.0 |
807.8 |
810.0 |
+2.2 |
|
|
|
Total Volume and Open Interest |
31,231 |
118,268 |
-58,453 |
30-Year T-Bonds(CBOT) |
Dec10 |
101214 |
123~160 |
123~160 |
120~280 |
121~030 |
-2~100 |
2,695 |
24,748 |
-898 |
Mar11 |
101214 |
121~310 |
122~040 |
119~110 |
119~190 |
-2~120 |
224,265 |
564,756 |
+3,949 |
Jun11 |
101214 |
119~000 |
120~160 |
118~000 |
118~040 |
-2~120 |
18 |
597 |
+6 |
Total Volume and Open Interest |
226,978 |
590,101 |
+3,057 |
10-Year T-Notes(CBOT) |
Dec10 |
101214 |
121~235 |
121~260 |
120~055 |
120~135 |
-1~090 |
13,397 |
15,954 |
-1,280 |
Mar11 |
101214 |
120~220 |
120~240 |
119~000 |
119~090 |
-1~120 |
1,032,503 |
1,327,467 |
+23,875 |
Jun11 |
101214 |
118~095 |
119~175 |
118~055 |
118~055 |
-1~120 |
1 |
41 |
-1 |
Total Volume and Open Interest |
1,045,901 |
1,343,468 |
+22,594 |
5-Year T-Notes(CBOT) |
Dec10 |
101214 |
118~112 |
118~112 |
118~002 |
118~018 |
-0~085 |
6,194 |
24,924 |
-1,175 |
Mar11 |
101214 |
117~121 |
117~126 |
117~000 |
117~022 |
-0~091 |
528,698 |
995,169 |
-4,538 |
Jun11 |
101214 |
116~046 |
117~009 |
116~046 |
116~046 |
-0~091 |
|
|
|
Total Volume and Open Interest |
534,892 |
1,020,093 |
-5,713 |
2 Year T-Notes(CBOT) |
Dec10 |
101214 |
109~068 |
109~072 |
109~063 |
109~063 |
-0~007 |
5,065 |
21,858 |
-1,774 |
Mar11 |
101214 |
109~045 |
109~047 |
109~025 |
109~031 |
-0~010 |
170,473 |
631,899 |
+1,128 |
Jun11 |
101214 |
109~006 |
109~023 |
109~006 |
109~006 |
-0~017 |
0 |
25 |
+0 |
Total Volume and Open Interest |
175,538 |
653,782 |
-646 |
Eurodollars(CME) |
Mar11 |
101214 |
99.590 |
99.595 |
99.575 |
99.585 |
unch |
175,072 |
1,164,773 |
+5,243 |
Jun11 |
101214 |
99.450 |
99.465 |
99.425 |
99.440 |
-0.010 |
223,852 |
994,298 |
-4,061 |
Sep11 |
101214 |
99.330 |
99.330 |
99.265 |
99.290 |
-0.030 |
254,526 |
893,581 |
+7,203 |
Dec11 |
101214 |
99.175 |
99.175 |
99.080 |
99.110 |
-0.055 |
264,223 |
754,317 |
+11,749 |
Mar12 |
101214 |
98.995 |
99.000 |
98.875 |
98.910 |
-0.075 |
284,352 |
781,693 |
-7,620 |
Jun12 |
101214 |
98.780 |
98.790 |
98.635 |
98.675 |
-0.090 |
206,976 |
484,036 |
+4,916 |
Sep12 |
101214 |
98.560 |
98.565 |
98.385 |
98.430 |
-0.110 |
174,578 |
366,044 |
+5,014 |
Dec12 |
101214 |
98.310 |
98.320 |
98.110 |
98.165 |
-0.125 |
168,163 |
279,966 |
+14,042 |
Mar13 |
101214 |
98.065 |
98.075 |
97.835 |
97.895 |
-0.145 |
99,681 |
212,326 |
+5,157 |
Jun13 |
101214 |
97.800 |
97.820 |
97.550 |
97.610 |
-0.170 |
96,224 |
168,062 |
+4,202 |
Sep13 |
101214 |
97.550 |
97.565 |
97.270 |
97.335 |
-0.190 |
79,691 |
179,042 |
-5,280 |
Dec13 |
101214 |
97.285 |
97.300 |
96.985 |
97.050 |
-0.210 |
77,648 |
138,750 |
+4,815 |
Mar14 |
101214 |
97.040 |
97.055 |
96.725 |
96.790 |
-0.230 |
32,305 |
109,496 |
-38 |
Jun14 |
101214 |
96.795 |
96.805 |
96.465 |
96.530 |
-0.245 |
27,830 |
108,176 |
-2,036 |
Sep14 |
101214 |
96.545 |
96.570 |
96.215 |
96.280 |
-0.260 |
24,309 |
72,562 |
-432 |
Dec14 |
101214 |
96.300 |
96.340 |
95.970 |
96.040 |
-0.270 |
23,503 |
71,097 |
-999 |
Mar15 |
101214 |
96.100 |
96.145 |
95.770 |
95.840 |
-0.275 |
14,916 |
50,465 |
+152 |
Jun15 |
101214 |
4.160 |
4.205 |
3.830 |
3.905 |
-0.275 |
19,149 |
39,289 |
-410 |
Total Volume and Open Interest |
2,323,064 |
7,059,877 |
-745,831 |
30 Day Federal Funds(CBOT) |
Dec10 |
101214 |
99.825 |
99.827 |
99.825 |
99.825 |
unch |
3,536 |
99,381 |
-2,214 |
Jan11 |
101214 |
99.825 |
99.830 |
99.820 |
99.825 |
unch |
1,924 |
65,255 |
+462 |
Feb11 |
101214 |
99.820 |
99.825 |
99.810 |
99.820 |
unch |
2,302 |
54,442 |
+653 |
Mar11 |
101214 |
99.820 |
99.825 |
99.815 |
99.820 |
unch |
1,923 |
36,920 |
+667 |
Apr11 |
101214 |
99.820 |
99.830 |
99.815 |
99.825 |
unch |
1,192 |
38,077 |
+163 |
May11 |
101214 |
99.815 |
99.825 |
99.810 |
99.820 |
unch |
1,629 |
41,643 |
+280 |
Total Volume and Open Interest |
31,510 |
548,484 |
+1,742 |
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) |
Mar11 |
101214 |
99.655 |
99.655 |
99.655 |
99.655 |
+0.007 |
800 |
889 |
+120 |
Jun11 |
101214 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.010 |
0 |
150 |
+0 |
Sep11 |
101214 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Dec11 |
101214 |
99.567 |
99.567 |
99.567 |
99.567 |
-0.022 |
|
|
|
Mar12 |
101214 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Jun12 |
101214 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
|
|
|
Sep12 |
101214 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Dec12 |
101214 |
99.275 |
99.275 |
99.275 |
99.275 |
unch |
|
|
|
Mar13 |
101214 |
99.275 |
99.275 |
99.275 |
99.275 |
unch |
|
|
|
Jun13 |
101214 |
99.230 |
99.230 |
99.230 |
99.230 |
unch |
|
|
|
Total Volume and Open Interest |
800 |
1,039 |
-2,123 |
3-Mth Euro-Yen(SGX) |
Mar11 |
101214 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
195 |
1,837 |
-184 |
Jun11 |
101214 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
1,341 |
-22 |
Sep11 |
101214 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
1,233 |
-100 |
Dec11 |
101214 |
99.57 |
99.59 |
99.57 |
99.59 |
unch |
0 |
311 |
+1 |
Mar12 |
101214 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
305 |
+0 |
Jun12 |
101214 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
754 |
+0 |
Sep12 |
101214 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
310 |
+0 |
Dec12 |
101214 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
0 |
3 |
+0 |
Total Volume and Open Interest |
195 |
6,095 |
-305 |
Japanese Gov't Bonds(SGX) |
Mar11 |
101214 |
139.04 |
139.45 |
138.93 |
139.15 |
+0.13 |
2,656 |
10,952 |
-153 |
Jun11 |
101214 |
137.06 |
137.06 |
137.06 |
137.06 |
+0.13 |
|
|
|
Sep11 |
101214 |
134.97 |
134.97 |
134.97 |
134.97 |
+0.13 |
|
|
|
Total Volume and Open Interest |
2,656 |
10,952 |
-153 |
Euro-Bund(EUREX) |
Mar11 |
101214 |
124.97 |
124.98 |
123.76 |
124.12 |
-0.45 |
498,961 |
903,278 |
+41,537 |
Jun11 |
101214 |
123.37 |
123.37 |
122.37 |
122.72 |
-0.45 |
1 |
541 |
+1 |
Sep11 |
101214 |
122.67 |
122.67 |
122.67 |
122.67 |
-0.90 |
|
|
|
Total Volume and Open Interest |
498,962 |
903,819 |
+41,538 |
Euro-Bobl(EUREX) |
Mar11 |
101214 |
118.03 |
118.12 |
117.36 |
117.64 |
-0.26 |
325,262 |
646,770 |
+22,228 |
Jun11 |
101214 |
116.52 |
116.52 |
116.23 |
116.23 |
-0.26 |
8 |
34 |
+1 |
Sep11 |
101214 |
116.23 |
116.23 |
116.23 |
116.23 |
-0.26 |
|
|
|
Total Volume and Open Interest |
325,270 |
646,804 |
+22,229 |
3-Mth Euribor(EUREX) |
Dec10 |
101213 |
98.975 |
98.975 |
98.970 |
98.975 |
+0.005 |
315 |
7,182 |
-322 |
Mar11 |
101214 |
98.880 |
98.890 |
98.865 |
98.885 |
+0.020 |
1,256 |
4,133 |
+1,081 |
Jun11 |
101214 |
98.725 |
98.740 |
98.720 |
98.720 |
+0.020 |
22 |
5,324 |
+15 |
Total Volume and Open Interest |
1,661 |
17,787 |
-6,061 |
Long Gilt(LIFFE) |
Dec10 |
101214 |
119~15 |
119~16 |
118~25 |
118~25 |
-0~15 |
1,021 |
4,066 |
-545 |
Mar11 |
101214 |
118~08 |
118~09 |
117~14 |
117~15 |
-0~15 |
70,127 |
249,155 |
+1,034 |
Total Volume and Open Interest |
71,148 |
253,221 |
+489 |
3-Mth Short Sterling(LIFFE) |
Dec10 |
101214 |
99.25 |
99.26 |
99.24 |
99.25 |
-0.01 |
22,149 |
298,504 |
-8,857 |
Mar11 |
101214 |
99.15 |
99.17 |
99.11 |
99.15 |
unch |
28,374 |
281,746 |
-4,569 |
Jun11 |
101214 |
99.02 |
99.03 |
98.96 |
98.98 |
-0.02 |
26,841 |
227,659 |
-1,957 |
Sep11 |
101214 |
98.85 |
98.89 |
98.78 |
98.80 |
-0.04 |
46,856 |
219,678 |
-2,330 |
Dec11 |
101214 |
98.66 |
98.70 |
98.57 |
98.58 |
-0.07 |
76,302 |
254,214 |
-3,780 |
Mar12 |
101214 |
98.46 |
98.50 |
98.34 |
98.35 |
-0.09 |
48,644 |
219,681 |
+4,180 |
Total Volume and Open Interest |
329,233 |
1,978,438 |
-14,642 |
3-Mth Euribor(LIFFE) |
Mar11 |
101214 |
98.875 |
98.895 |
98.855 |
98.885 |
+0.020 |
209,748 |
529,817 |
+25,311 |
Jun11 |
101214 |
98.705 |
98.740 |
98.700 |
98.720 |
+0.020 |
178,552 |
445,079 |
-14,097 |
Sep11 |
101214 |
98.565 |
98.600 |
98.545 |
98.560 |
+0.005 |
150,132 |
336,116 |
-5,650 |
Total Volume and Open Interest |
1,029,803 |
2,502,471 |
-485,294 |
3-Mth Aus T-Bills(SFE) |
Dec10 |
101209 |
94.95 |
94.98 |
94.88 |
94.94 |
-0.02 |
18,793 |
950 |
-57,704 |
Mar11 |
101214 |
94.88 |
94.90 |
94.87 |
94.90 |
+0.02 |
18,081 |
192,778 |
-3,178 |
Jun11 |
101214 |
94.71 |
94.75 |
94.70 |
94.75 |
+0.04 |
13,876 |
125,745 |
-8,060 |
Sep11 |
101214 |
94.56 |
94.61 |
94.56 |
94.61 |
+0.03 |
3,903 |
71,527 |
-8,076 |
Dec11 |
101214 |
94.47 |
94.52 |
94.46 |
94.51 |
+0.03 |
1,307 |
46,266 |
-1,864 |
Mar12 |
101214 |
94.41 |
94.47 |
94.40 |
94.45 |
+0.03 |
1,424 |
42,013 |
-427 |
Jun12 |
101214 |
94.38 |
94.41 |
94.37 |
94.41 |
+0.03 |
564 |
38,692 |
-359 |
Sep12 |
101214 |
94.35 |
94.38 |
94.35 |
94.36 |
+0.02 |
891 |
19,162 |
-369 |
Dec12 |
101214 |
94.30 |
94.32 |
94.30 |
94.31 |
+0.03 |
307 |
6,786 |
+123 |
Mar13 |
101214 |
94.27 |
94.27 |
94.26 |
94.27 |
+0.03 |
14 |
2,528 |
-7 |
Total Volume and Open Interest |
40,373 |
546,893 |
-22,213 |
10-Year Aus T-Bonds(SFE) |
Dec10 |
101214 |
94.31 |
94.40 |
94.28 |
94.36 |
+0.05 |
267,645 |
402,756 |
-56,438 |
Mar11 |
101214 |
94.27 |
94.36 |
94.24 |
94.33 |
+0.06 |
259,177 |
370,022 |
+112,743 |
Total Volume and Open Interest |
526,822 |
772,778 |
+56,305 |
3-Year Aus T-Bonds(SFE) |
Dec10 |
101214 |
94.73 |
94.79 |
94.71 |
94.78 |
+0.04 |
148,082 |
438,391 |
-63,808 |
Mar11 |
101214 |
94.64 |
94.71 |
94.63 |
94.69 |
+0.04 |
120,750 |
334,851 |
+50,717 |
Total Volume and Open Interest |
268,832 |
773,242 |
-13,091 |
Gold(CMX) |
Dec10 |
101214 |
1401.9 |
1407.3 |
1391.8 |
1403.6 |
+6.3 |
193 |
815 |
-257 |
Feb11 |
101214 |
1395.2 |
1406.0 |
1393.8 |
1404.3 |
+6.3 |
112,376 |
360,937 |
+3,643 |
Apr11 |
101214 |
1397.2 |
1410.5 |
1394.7 |
1406.5 |
+6.4 |
3,517 |
54,287 |
+1,251 |
Jun11 |
101214 |
1400.5 |
1413.1 |
1398.0 |
1408.7 |
+6.3 |
2,532 |
33,905 |
-275 |
Aug11 |
101214 |
1412.6 |
1414.2 |
1400.0 |
1411.0 |
+6.3 |
142 |
14,829 |
-21 |
Oct11 |
101214 |
1411.9 |
1414.4 |
1403.2 |
1413.4 |
+6.3 |
76 |
10,573 |
-2 |
Dec11 |
101214 |
1417.5 |
1418.6 |
1404.8 |
1416.0 |
+6.4 |
794 |
25,758 |
-186 |
Feb12 |
101214 |
1418.8 |
1418.8 |
1418.8 |
1418.8 |
+6.4 |
10 |
6,572 |
+2 |
Apr12 |
101214 |
1421.8 |
1421.8 |
1421.8 |
1421.8 |
+6.5 |
0 |
5,193 |
+0 |
Jun12 |
101214 |
1425.2 |
1425.2 |
1425.2 |
1425.2 |
+6.6 |
178 |
12,023 |
+100 |
Aug12 |
101214 |
1428.7 |
1428.7 |
1428.7 |
1428.7 |
+6.7 |
0 |
6,086 |
+0 |
Oct12 |
101214 |
1432.6 |
1432.6 |
1432.6 |
1432.6 |
+6.9 |
0 |
1,080 |
+0 |
Total Volume and Open Interest |
124,037 |
594,799 |
+5,708 |
Silver(CMX) |
Dec10 |
101214 |
2959.0 |
2976.5 |
2929.0 |
2975.9 |
+16.0 |
75 |
453 |
-30 |
Mar11 |
101214 |
2957.5 |
2998.5 |
2922.0 |
2978.8 |
+16.4 |
55,049 |
75,775 |
+632 |
May11 |
101214 |
2984.0 |
3002.0 |
2930.0 |
2984.0 |
+16.4 |
3,504 |
13,695 |
+872 |
Jul11 |
101214 |
2974.0 |
3000.0 |
2952.5 |
2989.0 |
+16.4 |
848 |
8,891 |
+17 |
Sep11 |
101214 |
3006.0 |
3006.0 |
2994.3 |
2994.3 |
+16.5 |
225 |
6,288 |
+7 |
Dec11 |
101214 |
2983.0 |
3020.0 |
2957.5 |
3001.3 |
+16.5 |
233 |
11,138 |
+52 |
Mar12 |
101214 |
3007.9 |
3007.9 |
3007.9 |
3007.9 |
+16.5 |
4 |
357 |
+2 |
Total Volume and Open Interest |
61,775 |
131,324 |
+1,612 |
Platinum(NYMEX) |
Jan11 |
101214 |
1698.0 |
1717.1 |
1694.4 |
1713.9 |
+16.6 |
6,325 |
24,904 |
-1,144 |
Apr11 |
101214 |
1702.5 |
1720.9 |
1700.7 |
1719.2 |
+17.1 |
2,258 |
10,916 |
+1,450 |
Jul11 |
101214 |
1721.7 |
1722.5 |
1721.7 |
1722.0 |
+17.1 |
5 |
469 |
+5 |
Oct11 |
101214 |
1722.0 |
1722.0 |
1722.0 |
1722.0 |
+17.1 |
0 |
6 |
+0 |
Total Volume and Open Interest |
8,588 |
36,296 |
+310 |
Palladium(NYMEX) |
Dec10 |
101214 |
758.25 |
766.70 |
758.25 |
766.70 |
+15.70 |
2 |
138 |
-271 |
Mar11 |
101214 |
757.00 |
768.50 |
751.70 |
768.20 |
+15.75 |
3,664 |
22,690 |
+602 |
Jun11 |
101214 |
756.65 |
769.40 |
755.60 |
769.40 |
+15.85 |
25 |
390 |
+13 |
Total Volume and Open Interest |
3,699 |
23,250 |
+344 |
Copper(CMX) |
Dec10 |
101214 |
420.55 |
421.75 |
418.25 |
420.15 |
+0.20 |
388 |
2,940 |
-135 |
Mar11 |
101214 |
420.30 |
422.90 |
418.50 |
420.90 |
+0.20 |
26,335 |
114,752 |
+595 |
May11 |
101214 |
419.35 |
422.00 |
417.85 |
420.05 |
+0.10 |
1,760 |
25,620 |
+1,319 |
Jul11 |
101214 |
419.75 |
419.85 |
418.00 |
418.00 |
+0.05 |
235 |
6,497 |
+149 |
Sep11 |
101214 |
414.85 |
415.80 |
414.85 |
415.80 |
-0.05 |
19 |
5,047 |
-3 |
Total Volume and Open Interest |
29,174 |
164,044 |
+1,964 |
DJIA Index(CBOT) |
Dec10 |
101214 |
11422 |
11511 |
11422 |
11484 |
+55 |
1,602 |
6,762 |
+90 |
Mar11 |
101214 |
11359 |
11451 |
11352 |
11421 |
+55 |
1,708 |
2,365 |
+1,170 |
Jun11 |
101214 |
11374 |
11374 |
11319 |
11374 |
+55 |
|
|
|
Sep11 |
101214 |
11299 |
11299 |
11244 |
11299 |
+55 |
|
|
|
Total Volume and Open Interest |
3,310 |
9,127 |
+1,260 |
S & P 500(CME) |
Dec10 |
101214 |
1242.30 |
1246.50 |
1238.30 |
1241.80 |
+0.60 |
71,150 |
240,666 |
-34,562 |
Mar11 |
101214 |
1236.00 |
1242.00 |
1233.20 |
1236.80 |
+0.60 |
76,181 |
171,683 |
+49,028 |
Jun11 |
101214 |
1231.90 |
1235.80 |
1230.30 |
1231.90 |
+0.60 |
400 |
3,754 |
+346 |
Sep11 |
101214 |
1227.00 |
1230.90 |
1225.40 |
1227.00 |
+0.60 |
100 |
755 |
+100 |
Total Volume and Open Interest |
147,831 |
417,208 |
+14,912 |
S & P 500 E-Mini(Globex) |
Dec10 |
101214 |
1240.75 |
1247.25 |
1237.75 |
1241.75 |
+0.50 |
682,650 |
1,674,400 |
-220,970 |
Mar11 |
101214 |
1236.00 |
1242.25 |
1232.75 |
1236.75 |
+0.50 |
1,824,807 |
1,594,522 |
+314,886 |
Total Volume and Open Interest |
2,508,099 |
3,269,712 |
+94,441 |
NASDAQ 100(CME) |
Dec10 |
101214 |
2212.00 |
2221.00 |
2206.00 |
2215.30 |
+3.50 |
4,696 |
26,014 |
-278 |
Mar11 |
101214 |
2209.00 |
2219.00 |
2204.00 |
2214.00 |
+3.50 |
2,713 |
3,119 |
+2,019 |
Jun11 |
101214 |
2211.80 |
2213.50 |
2211.80 |
2211.80 |
+1.30 |
18 |
0 |
+0 |
Total Volume and Open Interest |
7,427 |
29,133 |
+1,741 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
101214 |
2209.80 |
2221.00 |
2205.80 |
2215.30 |
+3.50 |
110,952 |
303,075 |
-30,370 |
Mar11 |
101214 |
2209.00 |
2219.80 |
2204.30 |
2214.00 |
+3.50 |
257,758 |
191,523 |
+45,595 |
Total Volume and Open Interest |
368,718 |
494,614 |
+15,228 |
S & P Midcap 400(CME) |
Dec10 |
101214 |
895.60 |
897.10 |
895.60 |
895.60 |
-1.50 |
179 |
3,425 |
-145 |
Mar11 |
101214 |
893.40 |
897.00 |
893.40 |
893.40 |
-1.60 |
172 |
291 |
+20 |
Jun11 |
101214 |
891.20 |
892.80 |
891.20 |
891.20 |
-1.60 |
|
|
|
Total Volume and Open Interest |
351 |
3,716 |
-125 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
101214 |
10325 |
10410 |
10300 |
10375 |
+55 |
7,335 |
37,421 |
+1,624 |
Jun11 |
101214 |
10355 |
10355 |
10300 |
10355 |
+55 |
2 |
2 |
+2 |
Total Volume and Open Interest |
7,337 |
37,423 |
+1,626 |
Nikkei 225(SGX) |
Mar11 |
101214 |
10280 |
10330 |
10250 |
10315 |
+40 |
72,042 |
199,360 |
+850 |
Jun11 |
101214 |
10245 |
10245 |
10245 |
10245 |
+45 |
1 |
2,198 |
+50 |
Sep11 |
101214 |
10245 |
10245 |
10245 |
10245 |
+45 |
|
|
|
Total Volume and Open Interest |
72,065 |
211,160 |
+1,360 |
CAC 40(EURONEXT) |
Dec10 |
101214 |
3897.0 |
3907.5 |
3881.5 |
3902.0 |
+11.0 |
158,773 |
384,446 |
+20,789 |
Jan11 |
101214 |
3899.0 |
3910.5 |
3885.0 |
3905.5 |
+11.0 |
43,873 |
108,173 |
+32,073 |
Feb11 |
101214 |
3900.0 |
3906.0 |
3900.0 |
3906.0 |
+8.0 |
0 |
70 |
+0 |
Total Volume and Open Interest |
221,248 |
520,249 |
+61,840 |
Hang Seng Index(HKFE) |
Dec10 |
101214 |
23434 |
23445 |
23314 |
23390 |
+75 |
80,523 |
92,028 |
-2,892 |
Jan11 |
101214 |
23452 |
23452 |
23320 |
23393 |
+77 |
1,283 |
2,181 |
+251 |
Total Volume and Open Interest |
81,910 |
98,020 |
-2,632 |
DAX(EUREX) |
Dec10 |
101214 |
7022.5 |
7038.0 |
7012.0 |
7026.0 |
-1.0 |
123,478 |
215,214 |
-1,725 |
Mar11 |
101214 |
7033.0 |
7056.0 |
7030.5 |
7044.5 |
unch |
39,670 |
61,330 |
+19,410 |
Jun11 |
101214 |
7060.0 |
7076.5 |
7051.0 |
7064.5 |
unch |
2,013 |
6,334 |
+35 |
Total Volume and Open Interest |
165,161 |
282,878 |
+17,720 |
FT-SE 100(EURONEXT) |
Dec10 |
101214 |
5855.50 |
5902.00 |
5846.00 |
5883.50 |
+28.00 |
194,735 |
443,855 |
-97,358 |
Mar11 |
101214 |
5814.00 |
5864.00 |
5810.50 |
5846.00 |
+28.00 |
128,897 |
297,273 |
+153,977 |
Jun11 |
101214 |
5791.50 |
5803.50 |
5791.50 |
5803.50 |
+28.00 |
5 |
1,107 |
+0 |
Total Volume and Open Interest |
323,637 |
742,245 |
+56,619 |
SPI 200(SFE) |
Dec10 |
101214 |
4760.0 |
4790.0 |
4759.0 |
4778.0 |
+18.0 |
108,598 |
215,548 |
-5,965 |
Mar11 |
101214 |
4765.0 |
4792.0 |
4759.0 |
4779.0 |
+17.0 |
96,399 |
133,532 |
+81,710 |
Jun11 |
101214 |
4788.0 |
4804.0 |
4788.0 |
4803.0 |
+17.0 |
4 |
2,379 |
+1 |
Total Volume and Open Interest |
205,548 |
354,618 |
+75,801 |
GSCI(CME) |
Dec10 |
101214 |
610.50 |
611.20 |
607.75 |
609.40 |
-2.10 |
3,226 |
1,351 |
-2,767 |
Jan11 |
101214 |
612.60 |
613.50 |
609.75 |
611.50 |
-2.05 |
3,387 |
14,476 |
+3,087 |
Feb11 |
101214 |
614.00 |
616.00 |
612.50 |
614.00 |
-1.50 |
|
|
|
Total Volume and Open Interest |
6,613 |
15,827 |
+320 |
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. |
|
|