|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed December 15, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
101215 |
1293.00 |
1314.75 |
1290.75 |
1296.50 |
+0.50 |
91,214 |
156,757 |
-12,176 |
Mar11 |
101215 |
1304.00 |
1324.75 |
1300.75 |
1307.75 |
+1.75 |
54,658 |
221,126 |
+14,551 |
May11 |
101215 |
1308.75 |
1330.00 |
1306.00 |
1313.75 |
+3.50 |
8,961 |
74,806 |
-1,207 |
Jul11 |
101215 |
1309.00 |
1332.00 |
1308.75 |
1316.00 |
+4.25 |
13,308 |
65,181 |
+1,198 |
Aug11 |
101215 |
1291.75 |
1305.75 |
1286.50 |
1290.00 |
+3.50 |
268 |
2,427 |
+17 |
Sep11 |
101215 |
1250.50 |
1268.00 |
1248.25 |
1250.50 |
+2.25 |
498 |
3,166 |
-134 |
Nov11 |
101215 |
1211.75 |
1230.50 |
1208.50 |
1212.50 |
-1.50 |
9,568 |
102,883 |
-775 |
Total Volume and Open Interest |
180,035 |
643,173 |
+1,792 |
Soybean Meal(CBOT) |
Jan11 |
101215 |
340.70 |
349.80 |
340.70 |
346.10 |
+3.90 |
22,621 |
49,713 |
-3,184 |
Mar11 |
101215 |
343.40 |
352.70 |
343.40 |
349.10 |
+4.50 |
14,487 |
59,749 |
+2,911 |
May11 |
101215 |
344.70 |
352.90 |
344.70 |
349.40 |
+4.50 |
4,215 |
28,086 |
+88 |
Jul11 |
101215 |
344.40 |
353.50 |
344.40 |
349.60 |
+4.10 |
4,286 |
19,364 |
+525 |
Aug11 |
101215 |
337.60 |
344.00 |
337.60 |
340.50 |
+3.60 |
611 |
5,918 |
+182 |
Sep11 |
101215 |
329.50 |
332.10 |
327.40 |
328.50 |
+2.80 |
464 |
5,564 |
-63 |
Oct11 |
101215 |
311.30 |
315.60 |
310.50 |
311.60 |
+2.10 |
82 |
4,662 |
-26 |
Dec11 |
101215 |
305.70 |
313.20 |
305.70 |
309.10 |
+2.10 |
1,047 |
17,536 |
+16 |
Total Volume and Open Interest |
47,867 |
193,196 |
-101 |
Soybean Oil(CBOT) |
Jan11 |
101215 |
55.10 |
55.58 |
54.07 |
54.20 |
-0.89 |
41,313 |
75,345 |
-9,859 |
Mar11 |
101215 |
55.57 |
56.06 |
54.54 |
54.68 |
-0.89 |
31,824 |
159,326 |
+9,320 |
May11 |
101215 |
55.80 |
56.16 |
54.87 |
55.02 |
-0.78 |
5,689 |
40,873 |
+209 |
Jul11 |
101215 |
55.85 |
56.33 |
54.97 |
55.17 |
-0.68 |
7,281 |
37,821 |
+1,087 |
Aug11 |
101215 |
55.78 |
55.99 |
55.10 |
55.10 |
-0.67 |
410 |
4,844 |
-5 |
Sep11 |
101215 |
55.65 |
55.88 |
55.02 |
55.02 |
-0.63 |
272 |
5,177 |
-92 |
Oct11 |
101215 |
55.49 |
55.73 |
54.84 |
54.85 |
-0.64 |
501 |
6,491 |
+9 |
Dec11 |
101215 |
55.52 |
55.89 |
54.82 |
54.89 |
-0.63 |
1,340 |
21,953 |
+254 |
Total Volume and Open Interest |
88,630 |
352,516 |
+417 |
Canola(WCE) |
Jan11 |
101215 |
564.0 |
568.4 |
554.0 |
558.8 |
-5.3 |
12,869 |
70,625 |
-10,373 |
Mar11 |
101215 |
573.0 |
576.9 |
562.3 |
567.4 |
-5.2 |
13,753 |
67,856 |
+8,767 |
May11 |
101215 |
576.8 |
580.0 |
566.8 |
571.3 |
-4.4 |
208 |
6,506 |
+85 |
Jul11 |
101215 |
575.7 |
578.7 |
565.6 |
572.2 |
-2.1 |
735 |
15,295 |
+182 |
Nov11 |
101215 |
513.9 |
514.4 |
504.5 |
509.8 |
-3.0 |
959 |
32,973 |
-299 |
Total Volume and Open Interest |
28,551 |
195,291 |
-1,639 |
Corn(CBOT) |
Mar11 |
101215 |
586.00 |
594.50 |
580.00 |
584.25 |
-3.00 |
103,096 |
718,463 |
-403 |
May11 |
101215 |
594.00 |
602.00 |
588.25 |
592.25 |
-2.75 |
17,313 |
184,354 |
+1,396 |
Jul11 |
101215 |
597.25 |
606.00 |
592.25 |
596.00 |
-3.00 |
19,228 |
228,384 |
-1,321 |
Sep11 |
101215 |
554.00 |
560.00 |
546.00 |
548.50 |
-6.00 |
2,442 |
41,001 |
+32 |
Dec11 |
101215 |
533.50 |
539.50 |
527.50 |
527.75 |
-6.50 |
16,025 |
257,400 |
-1,855 |
Mar12 |
101215 |
542.00 |
547.00 |
536.00 |
536.00 |
-6.25 |
607 |
18,145 |
+60 |
Total Volume and Open Interest |
160,632 |
1,489,796 |
-5,088 |
Wheat(CBOT) |
Mar11 |
101215 |
761.00 |
776.50 |
759.75 |
764.75 |
+1.50 |
46,314 |
227,813 |
-457 |
May11 |
101215 |
788.75 |
800.00 |
784.75 |
791.25 |
+3.00 |
10,789 |
61,160 |
+61 |
Jul11 |
101215 |
795.00 |
809.00 |
789.00 |
798.75 |
+3.00 |
10,203 |
101,608 |
+440 |
Sep11 |
101215 |
809.75 |
822.00 |
809.00 |
809.25 |
-1.50 |
1,916 |
17,576 |
-136 |
Dec11 |
101215 |
824.50 |
836.25 |
820.50 |
823.25 |
-2.50 |
3,839 |
56,361 |
-237 |
Total Volume and Open Interest |
73,321 |
478,339 |
-402 |
Wheat(KCBT) |
Mar11 |
101215 |
813.00 |
826.25 |
809.25 |
811.25 |
-3.75 |
15,854 |
115,839 |
-3,023 |
May11 |
101215 |
822.25 |
834.25 |
818.25 |
819.50 |
-4.00 |
3,028 |
24,616 |
+124 |
Jul11 |
101215 |
823.50 |
839.00 |
822.75 |
824.25 |
-2.50 |
2,281 |
52,304 |
+197 |
Sep11 |
101215 |
832.25 |
846.00 |
831.00 |
831.75 |
-3.50 |
1,592 |
12,233 |
-143 |
Dec11 |
101215 |
845.00 |
854.75 |
839.25 |
840.50 |
-4.50 |
602 |
10,489 |
+10,249 |
Total Volume and Open Interest |
23,403 |
217,592 |
+7,172 |
Wheat(MGE) |
Dec10 |
101214 |
831.25 |
831.25 |
831.25 |
831.25 |
-27.50 |
16 |
14 |
-12 |
Mar11 |
101215 |
842.25 |
857.50 |
836.75 |
842.75 |
-0.75 |
6,571 |
30,472 |
-1,194 |
May11 |
101215 |
851.25 |
864.25 |
845.25 |
849.50 |
-1.50 |
1,622 |
11,659 |
+114 |
Jul11 |
101215 |
852.00 |
864.00 |
847.50 |
850.00 |
-2.00 |
877 |
8,280 |
+128 |
Sep11 |
101215 |
846.00 |
855.50 |
842.00 |
843.00 |
-3.00 |
715 |
8,566 |
+2 |
Total Volume and Open Interest |
10,707 |
67,987 |
-802 |
Oats(CBOT) |
Mar11 |
101215 |
385.00 |
391.00 |
383.50 |
383.50 |
-1.50 |
482 |
10,011 |
-43 |
May11 |
101215 |
394.50 |
394.50 |
388.00 |
388.00 |
-1.50 |
6 |
657 |
+0 |
Jul11 |
101215 |
396.00 |
397.00 |
393.00 |
393.00 |
unch |
17 |
224 |
+6 |
Sep11 |
101215 |
339.25 |
339.25 |
338.50 |
339.25 |
+0.75 |
0 |
2 |
+0 |
Total Volume and Open Interest |
535 |
11,868 |
-22 |
Rough Rice(CBOT) |
Jan11 |
101215 |
13.92 |
14.10 |
13.85 |
14.02 |
+0.05 |
924 |
7,047 |
-298 |
Mar11 |
101215 |
14.21 |
14.38 |
14.13 |
14.31 |
+0.05 |
835 |
7,323 |
+497 |
May11 |
101215 |
14.50 |
14.60 |
14.50 |
14.60 |
+0.05 |
26 |
1,461 |
+9 |
Jul11 |
101215 |
14.81 |
14.83 |
14.77 |
14.81 |
+0.02 |
14 |
1,578 |
-1 |
Total Volume and Open Interest |
1,800 |
18,095 |
+207 |
Live Cattle(CME) |
Dec10 |
101215 |
101.930 |
102.100 |
101.150 |
101.600 |
-0.230 |
2,474 |
16,540 |
-583 |
Feb11 |
101215 |
104.500 |
104.900 |
103.550 |
103.900 |
-0.635 |
14,471 |
161,222 |
-2,286 |
Apr11 |
101215 |
107.700 |
108.080 |
107.080 |
107.300 |
-0.450 |
4,816 |
86,215 |
+209 |
Jun11 |
101215 |
104.830 |
105.200 |
104.450 |
104.680 |
-0.205 |
3,360 |
41,184 |
-242 |
Aug11 |
101215 |
105.430 |
105.550 |
104.950 |
105.150 |
-0.600 |
1,665 |
15,054 |
+108 |
Oct11 |
101215 |
107.850 |
108.050 |
107.450 |
107.500 |
-0.930 |
301 |
8,707 |
+18 |
Total Volume and Open Interest |
27,280 |
334,545 |
-2,733 |
Feeder Cattle(CME) |
Jan11 |
101215 |
118.250 |
118.430 |
117.285 |
117.650 |
-0.300 |
3,412 |
10,735 |
-1,418 |
Mar11 |
101215 |
119.035 |
119.180 |
118.000 |
118.400 |
-0.430 |
3,068 |
15,121 |
+1,012 |
Apr11 |
101215 |
119.350 |
119.500 |
118.450 |
118.930 |
-0.420 |
226 |
3,969 |
+32 |
May11 |
101215 |
119.900 |
119.930 |
119.100 |
119.600 |
-0.350 |
222 |
5,088 |
+74 |
Aug11 |
101215 |
120.250 |
120.450 |
119.785 |
120.400 |
-0.100 |
139 |
4,681 |
+23 |
Sep11 |
101215 |
119.330 |
119.400 |
119.050 |
119.400 |
-0.200 |
41 |
350 |
+8 |
Oct11 |
101215 |
119.050 |
119.300 |
119.050 |
119.300 |
-0.150 |
9 |
82 |
+9 |
Total Volume and Open Interest |
7,117 |
40,066 |
-260 |
Lean Hogs(CME) |
Feb11 |
101215 |
76.150 |
76.535 |
75.080 |
75.200 |
-0.935 |
12,538 |
85,143 |
+362 |
Apr11 |
101215 |
80.300 |
80.475 |
79.150 |
79.225 |
-0.825 |
3,325 |
51,072 |
+577 |
May11 |
101215 |
86.930 |
87.080 |
85.850 |
86.550 |
-0.530 |
63 |
1,634 |
-2 |
Jun11 |
101215 |
89.800 |
90.000 |
88.500 |
88.730 |
-0.870 |
1,553 |
32,836 |
-2 |
Jul11 |
101215 |
88.900 |
88.900 |
88.050 |
88.350 |
-0.535 |
472 |
7,227 |
+22 |
Aug11 |
101215 |
88.330 |
88.350 |
87.650 |
87.950 |
-0.650 |
484 |
8,601 |
+234 |
Oct11 |
101215 |
78.900 |
78.900 |
78.250 |
78.600 |
-0.185 |
94 |
5,218 |
+7 |
Dec11 |
101215 |
75.600 |
75.750 |
75.600 |
75.700 |
-0.200 |
4 |
1,910 |
+3 |
Total Volume and Open Interest |
18,560 |
194,083 |
-8,071 |
Class III Milk(CME) |
Dec10 |
101215 |
13.78 |
13.81 |
13.77 |
13.78 |
unch |
30 |
5,804 |
-4 |
Jan11 |
101215 |
13.05 |
13.28 |
13.05 |
13.20 |
+0.09 |
250 |
4,473 |
+7 |
Feb11 |
101215 |
13.22 |
13.41 |
13.18 |
13.32 |
+0.10 |
154 |
4,298 |
+54 |
Mar11 |
101215 |
13.73 |
13.85 |
13.70 |
13.77 |
+0.05 |
96 |
3,241 |
+37 |
Apr11 |
101215 |
14.10 |
14.20 |
14.10 |
14.18 |
+0.08 |
57 |
2,337 |
+27 |
Total Volume and Open Interest |
979 |
30,700 |
+303 |
Cocoa(ICE) |
Dec10 |
101215 |
2950 |
2950 |
2950 |
2950 |
+38 |
5 |
16 |
+0 |
Mar11 |
101215 |
2950 |
2990 |
2927 |
2979 |
+39 |
7,730 |
67,387 |
-1,001 |
May11 |
101215 |
2973 |
3002 |
2950 |
2997 |
+34 |
672 |
23,031 |
+55 |
Jul11 |
101215 |
2998 |
3020 |
2965 |
3010 |
+32 |
486 |
11,514 |
+296 |
Sep11 |
101215 |
3013 |
3030 |
2983 |
3024 |
+32 |
72 |
6,219 |
+47 |
Dec11 |
101215 |
3000 |
3040 |
3000 |
3040 |
+31 |
33 |
10,794 |
+0 |
Mar12 |
101215 |
3102 |
3106 |
3062 |
3106 |
+28 |
16 |
11,004 |
-12 |
Total Volume and Open Interest |
9,133 |
135,973 |
-514 |
Coffee "C"(ICE) |
Dec10 |
101215 |
217.30 |
217.55 |
216.90 |
216.90 |
+0.55 |
18 |
161 |
-6 |
Mar11 |
101215 |
215.70 |
220.50 |
215.35 |
217.50 |
+0.80 |
8,170 |
88,459 |
+163 |
May11 |
101215 |
216.90 |
221.70 |
216.60 |
218.80 |
+0.90 |
1,751 |
25,502 |
+228 |
Jul11 |
101215 |
216.95 |
220.55 |
215.65 |
217.80 |
+0.75 |
495 |
7,378 |
-22 |
Sep11 |
101215 |
215.10 |
218.10 |
214.55 |
215.50 |
+0.45 |
126 |
4,121 |
-43 |
Dec11 |
101215 |
211.55 |
214.30 |
211.50 |
212.05 |
+0.50 |
69 |
6,298 |
+44 |
Total Volume and Open Interest |
10,648 |
133,138 |
+378 |
Orange Juice(ICE) |
Jan11 |
101215 |
156.90 |
158.65 |
153.50 |
156.00 |
-4.05 |
3,271 |
14,465 |
-1,893 |
Mar11 |
101215 |
159.15 |
159.15 |
153.85 |
156.95 |
-3.20 |
1,778 |
12,129 |
+1,006 |
May11 |
101215 |
160.25 |
160.75 |
157.60 |
158.65 |
-2.60 |
135 |
1,465 |
-51 |
Jul11 |
101215 |
161.30 |
161.30 |
159.30 |
159.85 |
-2.45 |
118 |
2,510 |
+43 |
Sep11 |
101215 |
161.50 |
161.50 |
160.85 |
160.85 |
-2.65 |
46 |
365 |
+20 |
Nov11 |
101215 |
160.70 |
160.70 |
160.70 |
160.70 |
-2.85 |
2 |
54 |
+0 |
Total Volume and Open Interest |
5,350 |
31,011 |
-875 |
Sugar #11(ICE) |
Mar11 |
101215 |
30.50 |
31.23 |
30.10 |
31.11 |
+0.33 |
43,868 |
234,305 |
+2,542 |
May11 |
101215 |
27.44 |
28.15 |
27.21 |
28.07 |
+0.36 |
17,549 |
107,459 |
+451 |
Jul11 |
101215 |
24.13 |
24.80 |
24.08 |
24.75 |
+0.28 |
10,925 |
96,998 |
-493 |
Oct11 |
101215 |
22.30 |
22.85 |
22.13 |
22.79 |
+0.24 |
3,805 |
56,459 |
-226 |
Mar12 |
101215 |
21.35 |
22.01 |
21.35 |
21.88 |
+0.19 |
1,346 |
47,561 |
-242 |
Total Volume and Open Interest |
78,115 |
585,743 |
+2,105 |
London Cocoa(LCE) |
Dec10 |
101214 |
1906 |
1913 |
1897 |
1908 |
+8 |
7,387 |
22,170 |
-1,675 |
Mar11 |
101215 |
1957 |
1999 |
1943 |
1998 |
+54 |
15,336 |
66,403 |
+1,718 |
May11 |
101215 |
1971 |
2013 |
1960 |
2012 |
+52 |
3,243 |
21,116 |
+490 |
Jul11 |
101215 |
1988 |
2029 |
1978 |
2028 |
+52 |
2,759 |
18,553 |
+939 |
Sep11 |
101215 |
1994 |
2033 |
1982 |
2033 |
+50 |
214 |
11,205 |
+65 |
Dec11 |
101215 |
2000 |
2038 |
1989 |
2038 |
+46 |
72 |
17,232 |
-20 |
Mar12 |
101215 |
2013 |
2052 |
2001 |
2052 |
+49 |
12 |
15,071 |
+7 |
Total Volume and Open Interest |
21,636 |
152,947 |
-18,971 |
London Sugar(LCE) |
Mar11 |
101215 |
756.20 |
771.20 |
751.20 |
767.90 |
-1.50 |
3,082 |
28,513 |
-432 |
May11 |
101215 |
714.80 |
733.10 |
714.30 |
730.50 |
+0.20 |
548 |
9,314 |
+109 |
Aug11 |
101215 |
654.10 |
665.00 |
649.30 |
663.80 |
-0.10 |
251 |
7,274 |
-44 |
Oct11 |
101215 |
599.00 |
605.30 |
593.00 |
605.30 |
+0.40 |
104 |
2,106 |
+4 |
Dec11 |
101215 |
577.90 |
588.30 |
574.10 |
588.30 |
+4.90 |
71 |
859 |
+41 |
Total Volume and Open Interest |
4,059 |
48,637 |
-319 |
Cotton(ICE) |
Mar11 |
101215 |
144.40 |
145.70 |
141.06 |
142.14 |
-2.35 |
14,405 |
111,853 |
+1,108 |
May11 |
101215 |
137.75 |
137.75 |
133.15 |
134.07 |
-2.31 |
3,742 |
21,601 |
+568 |
Jul11 |
101215 |
126.20 |
127.90 |
123.06 |
123.47 |
-3.44 |
5,249 |
29,622 |
-25 |
Oct11 |
101215 |
109.43 |
109.43 |
107.15 |
107.15 |
-2.28 |
4 |
159 |
+0 |
Dec11 |
101215 |
95.26 |
96.90 |
94.76 |
95.65 |
-1.69 |
4,844 |
39,042 |
+1,657 |
Mar12 |
101215 |
91.19 |
91.26 |
90.00 |
90.90 |
-1.42 |
133 |
761 |
+70 |
Total Volume and Open Interest |
28,440 |
204,486 |
+3,412 |
Lumber(CME) |
Jan11 |
101215 |
268.6 |
280.6 |
266.1 |
280.6 |
+10.0 |
514 |
2,358 |
-300 |
Mar11 |
101215 |
285.2 |
294.0 |
280.7 |
294.0 |
+10.0 |
325 |
5,056 |
+37 |
May11 |
101215 |
295.4 |
303.0 |
293.1 |
303.0 |
+10.0 |
44 |
1,395 |
+17 |
Jul11 |
101215 |
299.5 |
314.0 |
299.5 |
313.7 |
+9.7 |
12 |
409 |
+11 |
Total Volume and Open Interest |
897 |
9,278 |
-233 |
Crude Oil(NYM) |
Jan11 |
101215 |
88.28 |
89.09 |
86.83 |
88.62 |
+0.34 |
281,851 |
132,168 |
-16,148 |
Feb11 |
101215 |
88.77 |
89.67 |
87.43 |
89.24 |
+0.40 |
139,482 |
268,558 |
+5,922 |
Mar11 |
101215 |
89.36 |
90.30 |
88.07 |
89.89 |
+0.46 |
59,458 |
172,370 |
+4,708 |
Apr11 |
101215 |
89.72 |
90.73 |
88.63 |
90.38 |
+0.51 |
23,132 |
59,987 |
+2,785 |
May11 |
101215 |
90.02 |
91.02 |
89.15 |
90.71 |
+0.54 |
13,353 |
37,858 |
+317 |
Jun11 |
101215 |
90.27 |
91.25 |
89.24 |
90.95 |
+0.56 |
25,799 |
80,013 |
-400 |
Jul11 |
101215 |
90.11 |
91.32 |
89.63 |
91.11 |
+0.57 |
5,670 |
37,178 |
-1,154 |
Aug11 |
101215 |
90.23 |
91.43 |
89.80 |
91.22 |
+0.59 |
3,053 |
19,692 |
-313 |
Sep11 |
101215 |
90.29 |
91.50 |
89.83 |
91.30 |
+0.62 |
2,815 |
25,677 |
-33 |
Oct11 |
101215 |
90.96 |
91.37 |
90.96 |
91.37 |
+0.65 |
1,680 |
18,342 |
+252 |
Nov11 |
101215 |
90.14 |
91.44 |
90.14 |
91.44 |
+0.68 |
1,464 |
19,544 |
-3 |
Dec11 |
101215 |
90.64 |
91.75 |
89.85 |
91.52 |
+0.70 |
22,463 |
151,646 |
-305 |
Jan12 |
101215 |
91.21 |
91.45 |
91.21 |
91.45 |
+0.73 |
2,032 |
18,712 |
-329 |
Feb12 |
101215 |
91.36 |
91.36 |
91.36 |
91.36 |
+0.74 |
202 |
8,269 |
+119 |
Mar12 |
101215 |
91.28 |
91.28 |
91.28 |
91.28 |
+0.75 |
142 |
10,115 |
+35 |
Apr12 |
101215 |
91.20 |
91.20 |
91.20 |
91.20 |
+0.75 |
101 |
4,258 |
+57 |
Total Volume and Open Interest |
602,429 |
1,380,779 |
-3,904 |
e-miNY Crude Oil(NYM) |
Dec10 |
101118 |
80.400 |
82.300 |
80.400 |
81.850 |
+1.400 |
7,920 |
4,586 |
-336 |
Jan11 |
101215 |
88.275 |
89.100 |
86.825 |
88.625 |
+0.350 |
9,525 |
3,435 |
-786 |
Feb11 |
101215 |
88.750 |
89.650 |
87.425 |
89.250 |
+0.400 |
1,979 |
2,349 |
+429 |
Mar11 |
101215 |
89.175 |
90.075 |
88.150 |
89.900 |
+0.475 |
171 |
607 |
+40 |
Apr11 |
101215 |
90.400 |
90.400 |
90.375 |
90.375 |
+0.500 |
3 |
16 |
+0 |
May11 |
101215 |
90.700 |
90.700 |
90.700 |
90.700 |
+0.525 |
0 |
14 |
+0 |
Jun11 |
101215 |
90.950 |
90.950 |
90.950 |
90.950 |
+0.550 |
1 |
43 |
+0 |
Jul11 |
101215 |
91.100 |
91.100 |
91.100 |
91.100 |
+0.550 |
0 |
3 |
+0 |
Aug11 |
101215 |
90.175 |
91.225 |
90.175 |
91.225 |
+0.600 |
1 |
7 |
+1 |
Sep11 |
101215 |
91.300 |
91.300 |
91.300 |
91.300 |
+0.625 |
0 |
2 |
+0 |
Total Volume and Open Interest |
11,680 |
6,710 |
-316 |
Heating Oil(NYM) |
Jan11 |
101215 |
246.11 |
249.50 |
243.48 |
248.35 |
+1.56 |
44,673 |
73,433 |
-4,066 |
Feb11 |
101215 |
247.10 |
250.34 |
244.71 |
249.29 |
+1.26 |
19,975 |
62,280 |
+260 |
Mar11 |
101215 |
247.48 |
250.54 |
245.17 |
249.53 |
+1.08 |
10,599 |
45,389 |
+365 |
Apr11 |
101215 |
246.36 |
249.25 |
244.60 |
248.33 |
+0.90 |
4,721 |
22,087 |
-225 |
May11 |
101215 |
245.08 |
248.71 |
243.75 |
247.44 |
+0.77 |
3,073 |
17,036 |
+29 |
Jun11 |
101215 |
245.85 |
248.39 |
244.33 |
247.34 |
+0.72 |
8,215 |
35,483 |
-634 |
Jul11 |
101215 |
247.08 |
248.36 |
247.08 |
248.36 |
+0.73 |
1,346 |
8,030 |
-73 |
Aug11 |
101215 |
248.45 |
249.50 |
248.45 |
249.50 |
+0.70 |
311 |
4,467 |
-110 |
Sep11 |
101215 |
250.71 |
250.71 |
250.71 |
250.71 |
+0.61 |
411 |
4,342 |
+2 |
Oct11 |
101215 |
251.96 |
252.01 |
251.73 |
252.01 |
+0.58 |
174 |
3,402 |
+19 |
Nov11 |
101215 |
253.58 |
253.58 |
253.54 |
253.54 |
+0.55 |
133 |
3,335 |
+9 |
Dec11 |
101215 |
252.96 |
256.03 |
251.80 |
254.84 |
+0.51 |
938 |
16,003 |
+54 |
Total Volume and Open Interest |
94,690 |
304,187 |
-4,337 |
Gasoline(NYMEX) |
Jan11 |
101215 |
229.50 |
231.84 |
226.01 |
230.92 |
+1.28 |
39,806 |
59,568 |
-912 |
Feb11 |
101215 |
229.01 |
231.47 |
226.31 |
230.77 |
+1.05 |
29,580 |
64,467 |
+3,506 |
Mar11 |
101215 |
229.40 |
232.55 |
227.85 |
231.90 |
+0.90 |
15,063 |
40,552 |
+829 |
Apr11 |
101215 |
240.63 |
242.51 |
239.64 |
242.10 |
+0.89 |
6,762 |
26,513 |
-144 |
May11 |
101215 |
241.81 |
243.53 |
239.62 |
242.96 |
+0.96 |
3,003 |
12,241 |
-231 |
Jun11 |
101215 |
240.52 |
243.74 |
240.02 |
243.27 |
+1.03 |
3,414 |
16,163 |
-153 |
Jul11 |
101215 |
242.18 |
242.85 |
242.18 |
242.69 |
+1.11 |
1,006 |
4,374 |
-22 |
Aug11 |
101215 |
241.14 |
241.63 |
241.14 |
241.63 |
+1.21 |
715 |
5,152 |
+36 |
Sep11 |
101215 |
240.19 |
240.19 |
240.19 |
240.19 |
+1.38 |
873 |
2,891 |
+189 |
Oct11 |
101215 |
229.68 |
229.68 |
229.68 |
229.68 |
+1.57 |
323 |
2,979 |
+104 |
Total Volume and Open Interest |
101,277 |
268,541 |
+3,126 |
e-miNY RBOB Gasoline(NYM) |
Jan11 |
101215 |
230.90 |
230.92 |
230.90 |
230.90 |
+1.30 |
0 |
2 |
+0 |
Feb11 |
101215 |
228.30 |
231.00 |
228.00 |
230.80 |
+1.10 |
0 |
1 |
+0 |
Mar11 |
101215 |
231.90 |
231.90 |
231.90 |
231.90 |
+0.90 |
0 |
1 |
+0 |
Apr11 |
101215 |
242.10 |
242.10 |
242.10 |
242.10 |
+0.90 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Jan11 |
101215 |
4.255 |
4.278 |
4.193 |
4.222 |
-0.033 |
140,645 |
116,907 |
-14,780 |
Feb11 |
101215 |
4.289 |
4.300 |
4.223 |
4.251 |
-0.033 |
77,521 |
112,448 |
+4,470 |
Mar11 |
101215 |
4.260 |
4.283 |
4.210 |
4.235 |
-0.033 |
34,158 |
149,454 |
-209 |
Apr11 |
101215 |
4.230 |
4.252 |
4.185 |
4.216 |
-0.026 |
22,452 |
83,975 |
+20 |
May11 |
101215 |
4.269 |
4.280 |
4.218 |
4.248 |
-0.024 |
10,843 |
37,538 |
-688 |
Jun11 |
101215 |
4.297 |
4.321 |
4.277 |
4.294 |
-0.022 |
5,990 |
16,563 |
-392 |
Jul11 |
101215 |
4.343 |
4.375 |
4.334 |
4.352 |
-0.022 |
2,656 |
13,297 |
-339 |
Aug11 |
101215 |
4.380 |
4.415 |
4.374 |
4.394 |
-0.020 |
1,568 |
14,808 |
+83 |
Sep11 |
101215 |
4.409 |
4.440 |
4.383 |
4.412 |
-0.020 |
861 |
10,933 |
-41 |
Oct11 |
101215 |
4.500 |
4.514 |
4.458 |
4.486 |
-0.023 |
10,600 |
51,624 |
+577 |
Nov11 |
101215 |
4.711 |
4.711 |
4.670 |
4.686 |
-0.023 |
2,034 |
21,718 |
-358 |
Dec11 |
101215 |
4.950 |
4.982 |
4.944 |
4.953 |
-0.021 |
1,737 |
20,743 |
-107 |
Jan12 |
101215 |
5.100 |
5.142 |
5.100 |
5.116 |
-0.020 |
5,770 |
32,056 |
-772 |
Feb12 |
101215 |
5.090 |
5.096 |
5.060 |
5.074 |
-0.018 |
587 |
7,066 |
-18 |
Mar12 |
101215 |
4.985 |
4.985 |
4.960 |
4.964 |
-0.014 |
631 |
16,795 |
-84 |
Apr12 |
101215 |
4.755 |
4.760 |
4.753 |
4.754 |
-0.004 |
363 |
13,224 |
-20 |
Total Volume and Open Interest |
319,046 |
785,382 |
-12,590 |
Brent Crude Oil(ICE) |
Jan11 |
101215 |
90.98 |
92.42 |
90.34 |
92.20 |
+0.99 |
119,095 |
66,153 |
-19,299 |
Feb11 |
101215 |
91.25 |
92.46 |
90.41 |
92.15 |
+0.75 |
149,977 |
243,288 |
+12,142 |
Mar11 |
101215 |
91.25 |
92.52 |
90.48 |
92.18 |
+0.67 |
60,185 |
155,023 |
+8,121 |
Apr11 |
101215 |
91.62 |
92.58 |
90.66 |
92.26 |
+0.63 |
20,714 |
53,577 |
+1,966 |
May11 |
101215 |
91.71 |
92.63 |
90.77 |
92.36 |
+0.62 |
12,025 |
39,295 |
-69 |
Jun11 |
101215 |
91.50 |
92.77 |
90.89 |
92.45 |
+0.61 |
27,413 |
64,289 |
+3,926 |
Jul11 |
101215 |
91.41 |
92.57 |
91.07 |
92.49 |
+0.61 |
3,425 |
20,682 |
-133 |
Aug11 |
101215 |
91.42 |
92.79 |
91.11 |
92.52 |
+0.62 |
2,481 |
11,666 |
-122 |
Sep11 |
101215 |
91.44 |
92.80 |
91.04 |
92.54 |
+0.62 |
2,756 |
15,163 |
+166 |
Oct11 |
101215 |
92.58 |
92.58 |
92.58 |
92.58 |
+0.63 |
1,442 |
8,884 |
-246 |
Nov11 |
101215 |
92.60 |
92.60 |
92.60 |
92.60 |
+0.64 |
543 |
10,766 |
-120 |
Dec11 |
101215 |
91.86 |
92.93 |
91.15 |
92.64 |
+0.65 |
13,418 |
83,614 |
+387 |
Jan12 |
101215 |
92.66 |
92.66 |
92.66 |
92.66 |
+0.66 |
715 |
9,816 |
-131 |
Feb12 |
101215 |
92.66 |
92.66 |
92.66 |
92.66 |
+0.68 |
324 |
5,501 |
-124 |
Total Volume and Open Interest |
417,511 |
876,287 |
+6,154 |
Gas Oil(ICE) |
Jan11 |
101215 |
762.00 |
771.75 |
755.00 |
768.25 |
+3.00 |
84,867 |
157,016 |
-14,723 |
Feb11 |
101215 |
768.00 |
776.50 |
760.25 |
773.50 |
+2.50 |
67,501 |
103,613 |
+2,257 |
Mar11 |
101215 |
771.25 |
779.50 |
763.75 |
776.75 |
+2.25 |
41,397 |
57,748 |
-2,982 |
Apr11 |
101215 |
772.75 |
781.00 |
766.50 |
778.25 |
+2.25 |
19,152 |
54,935 |
-701 |
May11 |
101215 |
773.75 |
782.75 |
768.00 |
779.75 |
+2.00 |
14,809 |
44,019 |
-2,590 |
Jun11 |
101215 |
776.25 |
784.75 |
769.75 |
781.75 |
+2.00 |
26,369 |
52,174 |
-369 |
Jul11 |
101215 |
777.00 |
786.25 |
772.75 |
784.00 |
+2.25 |
5,004 |
18,016 |
+83 |
Aug11 |
101215 |
779.75 |
786.75 |
779.75 |
786.75 |
+2.50 |
5,044 |
17,488 |
+424 |
Sep11 |
101215 |
781.50 |
790.50 |
780.75 |
789.25 |
+2.50 |
4,035 |
10,377 |
+640 |
Oct11 |
101215 |
783.00 |
791.75 |
779.75 |
790.75 |
+2.50 |
3,852 |
10,587 |
-356 |
Total Volume and Open Interest |
287,135 |
638,888 |
-16,215 |
Ethanol(CBOT) |
Dec10 |
101203 |
2.050 |
2.070 |
2.050 |
2.051 |
-0.024 |
83 |
136 |
-71 |
Jan11 |
101215 |
2.189 |
2.189 |
2.164 |
2.176 |
+0.015 |
50 |
843 |
-33 |
Feb11 |
101215 |
2.190 |
2.190 |
2.168 |
2.179 |
+0.011 |
106 |
929 |
-64 |
Mar11 |
101215 |
2.205 |
2.205 |
2.185 |
2.188 |
+0.005 |
79 |
1,067 |
-52 |
Apr11 |
101215 |
2.220 |
2.220 |
2.198 |
2.200 |
unch |
11 |
666 |
+2 |
May11 |
101215 |
2.215 |
2.215 |
2.205 |
2.210 |
+0.004 |
3 |
471 |
+1 |
Jun11 |
101215 |
2.215 |
2.223 |
2.209 |
2.210 |
unch |
2 |
559 |
+2 |
Jul11 |
101215 |
2.230 |
2.238 |
2.222 |
2.225 |
+0.003 |
3 |
729 |
+2 |
Total Volume and Open Interest |
284 |
7,416 |
-123 |
WTI Crude Oil(ICE |
Jan11 |
101215 |
88.03 |
89.08 |
86.83 |
88.62 |
+0.34 |
74,432 |
40,959 |
-10,766 |
Feb11 |
101215 |
88.62 |
89.66 |
87.43 |
89.24 |
+0.40 |
52,372 |
93,654 |
-2,188 |
Mar11 |
101215 |
89.18 |
90.27 |
88.08 |
89.89 |
+0.46 |
31,111 |
70,996 |
+915 |
Apr11 |
101215 |
89.12 |
90.69 |
88.91 |
90.38 |
+0.51 |
10,534 |
29,659 |
+970 |
May11 |
101215 |
89.24 |
90.99 |
89.24 |
90.71 |
+0.54 |
5,188 |
13,287 |
-205 |
Jun11 |
101215 |
89.80 |
91.24 |
89.46 |
90.95 |
+0.56 |
11,860 |
49,374 |
-80 |
Jul11 |
101215 |
90.06 |
91.30 |
89.76 |
91.11 |
+0.57 |
2,342 |
15,023 |
-182 |
Aug11 |
101215 |
89.73 |
91.40 |
89.73 |
91.22 |
+0.59 |
511 |
12,925 |
+91 |
Sep11 |
101215 |
89.91 |
91.47 |
89.91 |
91.30 |
+0.62 |
1,217 |
15,048 |
-255 |
Oct11 |
101215 |
91.37 |
91.37 |
91.37 |
91.37 |
+0.65 |
1,002 |
7,926 |
+173 |
Nov11 |
101215 |
91.44 |
91.44 |
91.44 |
91.44 |
+0.68 |
469 |
8,284 |
-164 |
Dec11 |
101215 |
90.07 |
91.70 |
90.07 |
91.52 |
+0.70 |
9,589 |
57,663 |
-881 |
Jan12 |
101215 |
91.45 |
91.45 |
91.45 |
91.45 |
+0.73 |
43 |
4,870 |
+24 |
Feb12 |
101215 |
91.36 |
91.36 |
91.36 |
91.36 |
+0.74 |
0 |
1,179 |
+0 |
Mar12 |
101215 |
91.28 |
91.28 |
91.28 |
91.28 |
+0.75 |
10 |
3,160 |
+0 |
Apr12 |
101215 |
91.20 |
91.20 |
91.20 |
91.20 |
+0.75 |
8 |
734 |
+8 |
Total Volume and Open Interest |
204,325 |
508,390 |
-12,005 |
US Dollar Index(ICE) |
Mar11 |
101215 |
79.860 |
80.620 |
79.775 |
80.582 |
+0.892 |
21,184 |
24,639 |
-753 |
Jun11 |
101215 |
80.525 |
80.982 |
80.525 |
80.982 |
+0.893 |
6 |
561 |
+3 |
Sep11 |
101215 |
81.342 |
81.342 |
81.342 |
81.342 |
+0.893 |
0 |
2 |
+0 |
Total Volume and Open Interest |
21,190 |
25,202 |
-750 |
Australian Dollar(CME) |
Mar11 |
101215 |
98.76 |
98.86 |
97.31 |
97.35 |
-1.51 |
85,059 |
113,264 |
+4,978 |
Jun11 |
101215 |
97.08 |
97.71 |
96.22 |
96.22 |
-1.49 |
16 |
168 |
+16 |
Sep11 |
101215 |
94.99 |
96.47 |
94.99 |
94.99 |
-1.48 |
2 |
14 |
+0 |
Total Volume and Open Interest |
85,077 |
113,584 |
+4,994 |
British Pound(CME) |
Mar11 |
101215 |
157.57 |
157.64 |
155.20 |
155.29 |
-2.38 |
105,340 |
67,725 |
+280 |
Jun11 |
101215 |
157.36 |
157.52 |
155.16 |
155.16 |
-2.36 |
9 |
58 |
+3 |
Sep11 |
101215 |
156.30 |
157.33 |
155.01 |
155.01 |
-2.32 |
0 |
5 |
+0 |
Total Volume and Open Interest |
105,349 |
67,820 |
+283 |
Canadian Dollar(CME) |
Mar11 |
101215 |
99.26 |
99.81 |
98.86 |
99.42 |
+0.13 |
69,709 |
95,177 |
+294 |
Jun11 |
101215 |
98.80 |
99.52 |
98.70 |
99.19 |
+0.13 |
20 |
1,618 |
+6 |
Sep11 |
101215 |
98.90 |
99.28 |
98.78 |
98.91 |
+0.13 |
9 |
885 |
+0 |
Dec11 |
101215 |
98.26 |
98.98 |
98.26 |
98.62 |
+0.13 |
16 |
954 |
-2 |
Total Volume and Open Interest |
69,754 |
98,638 |
-43,582 |
Japanese Yen(CME) |
Mar11 |
101215 |
119.69 |
119.69 |
118.42 |
118.52 |
-1.13 |
115,949 |
95,863 |
+1,435 |
Jun11 |
101215 |
119.52 |
119.82 |
118.60 |
118.69 |
-1.13 |
18 |
237 |
+14 |
Sep11 |
101215 |
118.94 |
120.06 |
118.94 |
118.94 |
-1.12 |
0 |
9 |
+0 |
Total Volume and Open Interest |
115,967 |
96,110 |
+1,449 |
Swiss Franc(CME) |
Mar11 |
101215 |
104.33 |
104.60 |
103.29 |
103.38 |
-1.04 |
48,251 |
39,781 |
+1,153 |
Jun11 |
101215 |
104.34 |
104.56 |
103.52 |
103.52 |
-1.04 |
7 |
20 |
+0 |
Sep11 |
101215 |
103.68 |
104.70 |
103.68 |
103.68 |
-1.02 |
|
|
|
Total Volume and Open Interest |
48,258 |
39,804 |
+1,153 |
EuroFX(CME) |
Mar11 |
101215 |
133.78 |
133.78 |
132.04 |
132.10 |
-1.73 |
373,433 |
146,430 |
+3,869 |
Jun11 |
101215 |
133.49 |
133.75 |
132.02 |
132.03 |
-1.72 |
137 |
311 |
+31 |
Sep11 |
101215 |
131.96 |
133.65 |
131.96 |
131.96 |
-1.69 |
7 |
29 |
+2 |
Total Volume and Open Interest |
373,577 |
146,781 |
+3,902 |
Mexican Peso(CME) |
Jan11 |
101215 |
801.8 |
810.0 |
801.8 |
801.8 |
-8.2 |
|
|
|
Feb11 |
101215 |
799.8 |
808.0 |
799.8 |
799.8 |
-8.2 |
|
|
|
Total Volume and Open Interest |
20,375 |
116,794 |
-1,474 |
30-Year T-Bonds(CBOT) |
Dec10 |
101215 |
120~300 |
121~240 |
120~130 |
120~180 |
-0~170 |
7,398 |
21,415 |
-3,333 |
Mar11 |
101215 |
119~170 |
120~120 |
118~210 |
119~020 |
-0~170 |
345,350 |
557,237 |
-7,519 |
Jun11 |
101215 |
118~300 |
118~300 |
117~030 |
117~190 |
-0~170 |
45 |
610 |
+13 |
Total Volume and Open Interest |
352,793 |
579,262 |
-10,839 |
10-Year T-Notes(CBOT) |
Dec10 |
101215 |
120~060 |
120~290 |
119~255 |
120~005 |
-0~130 |
14,634 |
11,588 |
-4,366 |
Mar11 |
101215 |
119~030 |
119~275 |
118~205 |
118~290 |
-0~120 |
1,303,210 |
1,339,098 |
+11,631 |
Jun11 |
101215 |
117~255 |
118~055 |
117~255 |
117~255 |
-0~120 |
2 |
41 |
+0 |
Total Volume and Open Interest |
1,317,846 |
1,350,733 |
+7,265 |
5-Year T-Notes(CBOT) |
Dec10 |
101215 |
118~007 |
118~052 |
117~109 |
117~122 |
-0~024 |
4,431 |
23,584 |
-1,340 |
Mar11 |
101215 |
117~006 |
117~059 |
116~096 |
116~120 |
-0~030 |
606,483 |
982,229 |
-12,940 |
Jun11 |
101215 |
116~016 |
116~046 |
116~016 |
116~016 |
-0~030 |
|
|
|
Total Volume and Open Interest |
610,914 |
1,005,813 |
-14,280 |
2 Year T-Notes(CBOT) |
Dec10 |
101215 |
109~064 |
109~066 |
109~059 |
109~059 |
-0~004 |
2,243 |
21,003 |
-855 |
Mar11 |
101215 |
109~026 |
109~037 |
109~019 |
109~025 |
-0~006 |
197,447 |
634,888 |
+2,989 |
Jun11 |
101215 |
109~000 |
109~006 |
109~000 |
109~000 |
-0~006 |
0 |
25 |
+0 |
Total Volume and Open Interest |
199,690 |
655,916 |
+2,134 |
Eurodollars(CME) |
Mar11 |
101215 |
99.580 |
99.585 |
99.505 |
99.530 |
-0.055 |
202,417 |
1,157,724 |
-7,049 |
Jun11 |
101215 |
99.425 |
99.440 |
99.360 |
99.380 |
-0.060 |
255,389 |
1,002,689 |
+8,391 |
Sep11 |
101215 |
99.270 |
99.305 |
99.205 |
99.230 |
-0.060 |
261,751 |
904,643 |
+11,062 |
Dec11 |
101215 |
99.090 |
99.140 |
99.015 |
99.050 |
-0.060 |
281,458 |
746,097 |
-8,220 |
Mar12 |
101215 |
98.880 |
98.945 |
98.800 |
98.845 |
-0.065 |
304,204 |
805,161 |
+23,468 |
Jun12 |
101215 |
98.645 |
98.715 |
98.555 |
98.600 |
-0.075 |
254,698 |
483,086 |
-950 |
Sep12 |
101215 |
98.395 |
98.475 |
98.300 |
98.350 |
-0.080 |
231,410 |
368,930 |
+2,886 |
Dec12 |
101215 |
98.125 |
98.215 |
98.020 |
98.075 |
-0.090 |
203,612 |
277,638 |
-2,328 |
Mar13 |
101215 |
97.850 |
97.950 |
97.745 |
97.800 |
-0.095 |
128,190 |
192,630 |
-19,696 |
Jun13 |
101215 |
97.565 |
97.670 |
97.455 |
97.515 |
-0.095 |
118,058 |
156,048 |
-12,014 |
Sep13 |
101215 |
97.290 |
97.400 |
97.180 |
97.240 |
-0.095 |
90,247 |
183,102 |
+4,060 |
Dec13 |
101215 |
97.000 |
97.120 |
96.890 |
96.955 |
-0.095 |
96,968 |
130,373 |
-8,377 |
Mar14 |
101215 |
96.750 |
96.865 |
96.640 |
96.700 |
-0.090 |
33,864 |
109,916 |
+420 |
Jun14 |
101215 |
96.495 |
96.605 |
96.380 |
96.440 |
-0.090 |
28,034 |
108,783 |
+607 |
Sep14 |
101215 |
96.250 |
96.365 |
96.130 |
96.190 |
-0.090 |
28,817 |
73,971 |
+1,409 |
Dec14 |
101215 |
96.005 |
96.135 |
95.890 |
95.950 |
-0.090 |
31,830 |
73,500 |
+2,403 |
Mar15 |
101215 |
95.800 |
95.935 |
95.680 |
95.745 |
-0.095 |
21,371 |
52,465 |
+2,000 |
Jun15 |
101215 |
3.875 |
4.000 |
3.735 |
3.800 |
-0.105 |
19,987 |
38,923 |
-366 |
Total Volume and Open Interest |
2,678,552 |
7,064,066 |
+4,189 |
30 Day Federal Funds(CBOT) |
Dec10 |
101215 |
99.823 |
99.825 |
99.823 |
99.823 |
-0.002 |
3,778 |
98,298 |
-1,083 |
Jan11 |
101215 |
99.820 |
99.825 |
99.820 |
99.825 |
unch |
6,689 |
64,748 |
-507 |
Feb11 |
101215 |
99.815 |
99.820 |
99.815 |
99.820 |
unch |
4,414 |
56,037 |
+1,595 |
Mar11 |
101215 |
99.815 |
99.820 |
99.810 |
99.815 |
-0.005 |
2,899 |
37,822 |
+902 |
Apr11 |
101215 |
99.820 |
99.825 |
99.810 |
99.820 |
-0.005 |
4,916 |
37,255 |
-822 |
May11 |
101215 |
99.810 |
99.820 |
99.805 |
99.810 |
-0.010 |
9,428 |
44,625 |
+2,982 |
Total Volume and Open Interest |
79,637 |
562,535 |
+14,051 |
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 |
101215 |
99.645 |
99.645 |
99.640 |
99.640 |
-0.015 |
50 |
879 |
-10 |
Jun11 |
101215 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.005 |
25 |
175 |
+25 |
Sep11 |
101215 |
99.605 |
99.605 |
99.605 |
99.605 |
+0.005 |
|
|
|
Dec11 |
101215 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.028 |
75 |
75 |
+75 |
Mar12 |
101215 |
99.585 |
99.585 |
99.585 |
99.585 |
+0.005 |
|
|
|
Jun12 |
101215 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.005 |
|
|
|
Sep12 |
101215 |
99.585 |
99.585 |
99.585 |
99.585 |
+0.005 |
|
|
|
Dec12 |
101215 |
99.280 |
99.280 |
99.280 |
99.280 |
+0.005 |
|
|
|
Mar13 |
101215 |
99.280 |
99.280 |
99.280 |
99.280 |
+0.005 |
|
|
|
Jun13 |
101215 |
99.235 |
99.235 |
99.235 |
99.235 |
+0.005 |
|
|
|
Total Volume and Open Interest |
150 |
1,129 |
+90 |
3-Mth Euro-Yen(SGX) |
Mar11 |
101215 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
60 |
1,887 |
+50 |
Jun11 |
101215 |
99.61 |
99.62 |
99.61 |
99.62 |
+0.01 |
22 |
1,364 |
+23 |
Sep11 |
101215 |
99.57 |
99.61 |
99.57 |
99.61 |
+0.01 |
100 |
1,033 |
-200 |
Dec11 |
101215 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
2 |
385 |
+74 |
Mar12 |
101215 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.00 |
0 |
305 |
+0 |
Jun12 |
101215 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
0 |
754 |
+0 |
Sep12 |
101215 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.00 |
0 |
310 |
+0 |
Dec12 |
101215 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
184 |
6,042 |
-53 |
Japanese Gov't Bonds(SGX) |
Mar11 |
101215 |
139.03 |
139.03 |
138.15 |
138.95 |
-0.20 |
1,792 |
11,487 |
+535 |
Jun11 |
101215 |
136.86 |
136.86 |
136.86 |
136.86 |
-0.20 |
|
|
|
Sep11 |
101215 |
134.77 |
134.77 |
134.77 |
134.77 |
-0.20 |
|
|
|
Total Volume and Open Interest |
1,792 |
11,487 |
+535 |
Euro-Bund(EUREX) |
Mar11 |
101215 |
124.07 |
124.36 |
123.76 |
124.23 |
+0.11 |
664,738 |
876,450 |
-26,828 |
Jun11 |
101215 |
122.51 |
122.84 |
122.40 |
122.83 |
+0.11 |
98 |
544 |
+3 |
Sep11 |
101215 |
122.78 |
122.78 |
122.78 |
122.78 |
+0.11 |
|
|
|
Total Volume and Open Interest |
664,836 |
876,994 |
-26,825 |
Euro-Bobl(EUREX) |
Mar11 |
101215 |
117.52 |
117.81 |
117.38 |
117.75 |
+0.11 |
368,129 |
632,766 |
-14,004 |
Jun11 |
101215 |
116.34 |
116.34 |
116.34 |
116.34 |
+0.11 |
2 |
33 |
-1 |
Sep11 |
101215 |
116.34 |
116.34 |
116.34 |
116.34 |
+0.11 |
|
|
|
Total Volume and Open Interest |
368,131 |
632,799 |
-14,005 |
3-Mth Euribor(EUREX) |
Dec10 |
101213 |
98.975 |
98.975 |
98.970 |
98.975 |
+0.005 |
315 |
7,182 |
-322 |
Mar11 |
101215 |
98.885 |
98.890 |
98.885 |
98.890 |
+0.005 |
4,879 |
7,994 |
+3,861 |
Jun11 |
101215 |
98.730 |
98.735 |
98.720 |
98.735 |
+0.015 |
554 |
5,824 |
+500 |
Total Volume and Open Interest |
5,948 |
22,327 |
+4,540 |
Long Gilt(LIFFE) |
Dec10 |
101215 |
118~18 |
118~25 |
118~16 |
118~24 |
-0~01 |
782 |
3,908 |
-158 |
Mar11 |
101215 |
117~12 |
117~21 |
117~06 |
117~14 |
0~00 |
81,532 |
249,235 |
+80 |
Total Volume and Open Interest |
82,314 |
253,143 |
-78 |
3-Mth Short Sterling(LIFFE) |
Dec10 |
101215 |
99.25 |
99.26 |
99.25 |
99.25 |
unch |
19,156 |
287,987 |
-10,517 |
Mar11 |
101215 |
99.15 |
99.16 |
99.13 |
99.15 |
unch |
38,524 |
280,688 |
-1,058 |
Jun11 |
101215 |
98.97 |
99.00 |
98.95 |
98.99 |
+0.01 |
74,258 |
238,445 |
+10,786 |
Sep11 |
101215 |
98.78 |
98.81 |
98.76 |
98.80 |
unch |
63,002 |
217,596 |
-2,082 |
Dec11 |
101215 |
98.56 |
98.60 |
98.53 |
98.57 |
-0.01 |
126,625 |
252,530 |
-1,684 |
Mar12 |
101215 |
98.34 |
98.37 |
98.30 |
98.34 |
-0.01 |
102,270 |
219,295 |
-386 |
Total Volume and Open Interest |
577,237 |
1,976,546 |
-1,892 |
3-Mth Euribor(LIFFE) |
Mar11 |
101215 |
98.885 |
98.895 |
98.875 |
98.890 |
+0.005 |
145,781 |
520,019 |
-9,798 |
Jun11 |
101215 |
98.715 |
98.740 |
98.705 |
98.735 |
+0.015 |
161,966 |
452,590 |
+7,511 |
Sep11 |
101215 |
98.545 |
98.585 |
98.535 |
98.580 |
+0.020 |
150,587 |
344,932 |
+8,816 |
Total Volume and Open Interest |
923,747 |
2,516,947 |
+14,476 |
3-Mth Aus T-Bills(SFE) |
Dec10 |
101209 |
94.95 |
94.98 |
94.88 |
94.94 |
-0.02 |
18,793 |
950 |
-57,704 |
Mar11 |
101215 |
94.90 |
94.91 |
94.88 |
94.91 |
+0.01 |
13,995 |
195,233 |
+2,455 |
Jun11 |
101215 |
94.73 |
94.75 |
94.71 |
94.74 |
-0.01 |
7,314 |
118,396 |
-7,349 |
Sep11 |
101215 |
94.61 |
94.61 |
94.57 |
94.60 |
-0.01 |
4,565 |
70,348 |
-1,179 |
Dec11 |
101215 |
94.52 |
94.52 |
94.45 |
94.49 |
-0.02 |
4,237 |
47,467 |
+1,201 |
Mar12 |
101215 |
94.46 |
94.46 |
94.38 |
94.42 |
-0.03 |
3,481 |
42,890 |
+877 |
Jun12 |
101215 |
94.37 |
94.40 |
94.33 |
94.36 |
-0.05 |
1,993 |
38,562 |
-130 |
Sep12 |
101215 |
94.36 |
94.36 |
94.29 |
94.32 |
-0.04 |
1,272 |
19,005 |
-157 |
Dec12 |
101215 |
94.30 |
94.32 |
94.23 |
94.28 |
-0.03 |
1,943 |
7,242 |
+456 |
Mar13 |
101215 |
94.22 |
94.24 |
94.19 |
94.23 |
-0.04 |
211 |
2,537 |
+9 |
Total Volume and Open Interest |
39,011 |
543,076 |
-3,817 |
10-Year Aus T-Bonds(SFE) |
Dec10 |
101215 |
94.37 |
94.40 |
94.29 |
94.30 |
-0.06 |
58,748 |
24,873 |
-377,883 |
Mar11 |
101215 |
94.34 |
94.36 |
94.24 |
94.31 |
-0.02 |
85,413 |
387,712 |
+17,690 |
Total Volume and Open Interest |
144,161 |
412,585 |
-360,193 |
3-Year Aus T-Bonds(SFE) |
Dec10 |
101215 |
94.78 |
94.79 |
94.73 |
94.74 |
-0.04 |
57,073 |
42,914 |
-395,477 |
Mar11 |
101215 |
94.69 |
94.71 |
94.64 |
94.68 |
-0.01 |
108,489 |
374,587 |
+39,736 |
Total Volume and Open Interest |
165,562 |
417,501 |
-355,741 |
Gold(CMX) |
Dec10 |
101215 |
1394.0 |
1394.0 |
1379.5 |
1385.5 |
-18.1 |
431 |
909 |
+94 |
Feb11 |
101215 |
1396.7 |
1398.0 |
1378.2 |
1386.2 |
-18.1 |
134,945 |
360,435 |
-502 |
Apr11 |
101215 |
1399.0 |
1400.0 |
1381.2 |
1388.4 |
-18.1 |
2,017 |
54,443 |
+156 |
Jun11 |
101215 |
1401.2 |
1402.1 |
1383.3 |
1390.6 |
-18.1 |
1,540 |
33,714 |
-191 |
Aug11 |
101215 |
1399.3 |
1402.5 |
1388.4 |
1392.9 |
-18.1 |
190 |
14,837 |
+8 |
Oct11 |
101215 |
1397.9 |
1402.0 |
1389.4 |
1395.4 |
-18.0 |
182 |
10,567 |
-6 |
Dec11 |
101215 |
1408.6 |
1408.6 |
1390.2 |
1398.1 |
-17.9 |
432 |
25,591 |
-167 |
Feb12 |
101215 |
1400.9 |
1400.9 |
1400.9 |
1400.9 |
-17.9 |
20 |
6,592 |
+20 |
Apr12 |
101215 |
1403.9 |
1403.9 |
1403.9 |
1403.9 |
-17.9 |
20 |
5,213 |
+20 |
Jun12 |
101215 |
1407.5 |
1407.5 |
1407.5 |
1407.5 |
-17.7 |
240 |
12,163 |
+140 |
Aug12 |
101215 |
1411.2 |
1411.2 |
1411.2 |
1411.2 |
-17.5 |
0 |
6,086 |
+0 |
Oct12 |
101215 |
1415.4 |
1415.4 |
1415.4 |
1415.4 |
-17.2 |
0 |
1,080 |
+0 |
Total Volume and Open Interest |
142,025 |
594,652 |
-147 |
Silver(CMX) |
Dec10 |
101215 |
2900.0 |
2922.5 |
2880.0 |
2922.5 |
-53.4 |
119 |
418 |
-35 |
Mar11 |
101215 |
2955.0 |
2964.5 |
2873.5 |
2925.3 |
-53.5 |
60,484 |
75,521 |
-254 |
May11 |
101215 |
2967.0 |
2967.0 |
2884.0 |
2930.6 |
-53.4 |
4,118 |
12,613 |
-1,082 |
Jul11 |
101215 |
2940.0 |
2956.0 |
2900.0 |
2935.6 |
-53.4 |
179 |
8,936 |
+45 |
Sep11 |
101215 |
2940.9 |
2940.9 |
2940.9 |
2940.9 |
-53.4 |
49 |
6,288 |
+0 |
Dec11 |
101215 |
2979.5 |
2981.0 |
2906.0 |
2948.3 |
-53.0 |
443 |
11,153 |
+15 |
Mar12 |
101215 |
2925.0 |
2955.3 |
2925.0 |
2955.3 |
-52.6 |
21 |
374 |
+17 |
Total Volume and Open Interest |
68,097 |
130,145 |
-1,179 |
Platinum(NYMEX) |
Jan11 |
101215 |
1708.4 |
1711.4 |
1690.0 |
1704.4 |
-9.5 |
6,301 |
23,427 |
-1,477 |
Apr11 |
101215 |
1712.2 |
1715.0 |
1695.0 |
1709.3 |
-9.9 |
2,003 |
12,616 |
+1,700 |
Jul11 |
101215 |
1717.1 |
1717.1 |
1707.3 |
1712.1 |
-9.9 |
3 |
470 |
+1 |
Oct11 |
101215 |
1712.1 |
1712.1 |
1712.1 |
1712.1 |
-9.9 |
0 |
6 |
+0 |
Total Volume and Open Interest |
8,307 |
36,520 |
+224 |
Palladium(NYMEX) |
Dec10 |
101215 |
751.15 |
751.15 |
751.15 |
751.15 |
-15.55 |
2 |
137 |
-1 |
Mar11 |
101215 |
763.05 |
763.05 |
741.10 |
752.65 |
-15.55 |
2,164 |
22,565 |
-125 |
Jun11 |
101215 |
757.00 |
760.70 |
747.45 |
753.85 |
-15.55 |
15 |
390 |
+0 |
Total Volume and Open Interest |
2,192 |
23,124 |
-126 |
Copper(CMX) |
Dec10 |
101215 |
417.25 |
417.25 |
409.40 |
412.65 |
-7.50 |
878 |
2,652 |
-288 |
Mar11 |
101215 |
420.30 |
421.85 |
408.55 |
413.25 |
-7.65 |
24,346 |
114,728 |
-24 |
May11 |
101215 |
419.50 |
420.50 |
408.00 |
412.45 |
-7.60 |
1,379 |
25,615 |
-5 |
Jul11 |
101215 |
412.45 |
412.45 |
410.40 |
410.45 |
-7.55 |
546 |
6,587 |
+90 |
Sep11 |
101215 |
410.60 |
410.60 |
408.25 |
408.25 |
-7.55 |
133 |
5,008 |
-39 |
Total Volume and Open Interest |
28,004 |
163,546 |
-498 |
DJIA Index(CBOT) |
Dec10 |
101215 |
11472 |
11510 |
11447 |
11478 |
-6 |
1,044 |
6,776 |
+14 |
Mar11 |
101215 |
11420 |
11455 |
11373 |
11415 |
-6 |
461 |
2,438 |
+73 |
Jun11 |
101215 |
11368 |
11374 |
11368 |
11368 |
-6 |
|
|
|
Sep11 |
101215 |
11293 |
11299 |
11293 |
11293 |
-6 |
|
|
|
Total Volume and Open Interest |
1,505 |
9,214 |
+87 |
S & P 500(CME) |
Dec10 |
101215 |
1239.00 |
1244.30 |
1234.30 |
1237.00 |
-4.80 |
71,913 |
208,042 |
-32,624 |
Mar11 |
101215 |
1237.00 |
1239.20 |
1229.20 |
1232.10 |
-4.70 |
75,134 |
218,230 |
+46,547 |
Jun11 |
101215 |
1227.30 |
1233.90 |
1225.40 |
1227.30 |
-4.60 |
230 |
3,863 |
+109 |
Sep11 |
101215 |
1222.60 |
1229.00 |
1220.50 |
1222.60 |
-4.40 |
0 |
755 |
+0 |
Total Volume and Open Interest |
147,277 |
431,240 |
+14,032 |
S & P 500 E-Mini(Globex) |
Dec10 |
101215 |
1242.00 |
1244.25 |
1234.00 |
1237.00 |
-4.75 |
662,944 |
1,397,989 |
-276,411 |
Mar11 |
101215 |
1236.75 |
1239.50 |
1228.75 |
1232.00 |
-4.75 |
2,008,662 |
1,991,813 |
+397,291 |
Total Volume and Open Interest |
2,672,441 |
3,391,166 |
+121,454 |
NASDAQ 100(CME) |
Dec10 |
101215 |
2211.30 |
2225.00 |
2198.00 |
2202.30 |
-13.00 |
4,056 |
25,820 |
-194 |
Mar11 |
101215 |
2214.50 |
2223.00 |
2196.00 |
2201.30 |
-12.70 |
1,841 |
4,522 |
+1,403 |
Jun11 |
101215 |
2199.30 |
2199.50 |
2199.30 |
2199.30 |
-12.50 |
|
|
|
Total Volume and Open Interest |
5,897 |
30,342 |
+1,209 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
101215 |
2217.00 |
2224.30 |
2197.00 |
2202.30 |
-13.00 |
86,259 |
271,356 |
-31,719 |
Mar11 |
101215 |
2214.80 |
2223.50 |
2196.00 |
2201.30 |
-12.70 |
255,796 |
249,371 |
+57,848 |
Total Volume and Open Interest |
342,066 |
520,747 |
+26,133 |
S & P Midcap 400(CME) |
Dec10 |
101215 |
892.20 |
892.20 |
892.00 |
892.20 |
-3.40 |
168 |
3,249 |
-176 |
Mar11 |
101215 |
895.50 |
898.00 |
889.00 |
890.20 |
-3.20 |
168 |
330 |
+39 |
Jun11 |
101215 |
888.10 |
888.20 |
888.10 |
888.10 |
-3.10 |
|
|
|
Total Volume and Open Interest |
336 |
3,579 |
-137 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
101215 |
10405 |
10410 |
10320 |
10375 |
unch |
6,960 |
37,409 |
-12 |
Jun11 |
101215 |
10355 |
10355 |
10355 |
10355 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
6,960 |
37,411 |
-12 |
Nikkei 225(SGX) |
Mar11 |
101215 |
10330 |
10370 |
10275 |
10290 |
-25 |
66,459 |
196,756 |
-2,604 |
Jun11 |
101215 |
10220 |
10220 |
10220 |
10220 |
-25 |
50 |
2,211 |
+13 |
Sep11 |
101215 |
10215 |
10215 |
10215 |
10215 |
-30 |
|
|
|
Total Volume and Open Interest |
67,239 |
208,569 |
-2,591 |
CAC 40(EURONEXT) |
Dec10 |
101215 |
3884.5 |
3894.5 |
3864.5 |
3881.5 |
-20.5 |
189,225 |
392,823 |
+8,377 |
Jan11 |
101215 |
3887.0 |
3897.5 |
3868.5 |
3885.0 |
-20.5 |
106,348 |
199,044 |
+90,871 |
Feb11 |
101215 |
3885.5 |
3885.5 |
3885.5 |
3885.5 |
-20.5 |
10 |
70 |
+0 |
Total Volume and Open Interest |
299,335 |
621,063 |
+100,814 |
Hang Seng Index(HKFE) |
Dec10 |
101215 |
23314 |
23364 |
22828 |
22950 |
-440 |
47,412 |
91,778 |
-250 |
Jan11 |
101215 |
23334 |
23365 |
22832 |
22955 |
-438 |
749 |
3,647 |
+1,466 |
Total Volume and Open Interest |
48,269 |
99,296 |
+1,276 |
DAX(EUREX) |
Dec10 |
101215 |
7006.0 |
7031.5 |
6964.5 |
7023.0 |
-3.0 |
188,436 |
173,149 |
-42,065 |
Mar11 |
101215 |
7028.5 |
7050.0 |
6982.5 |
7041.0 |
-3.5 |
108,938 |
90,167 |
+28,837 |
Jun11 |
101215 |
7045.0 |
7071.0 |
7004.0 |
7063.5 |
-1.0 |
4,055 |
6,796 |
+462 |
Total Volume and Open Interest |
301,429 |
270,112 |
-12,766 |
FT-SE 100(EURONEXT) |
Dec10 |
101215 |
5869.50 |
5899.50 |
5856.00 |
5896.50 |
+13.00 |
280,198 |
300,873 |
-142,982 |
Mar11 |
101215 |
5834.00 |
5862.50 |
5819.50 |
5859.50 |
+13.50 |
217,509 |
452,930 |
+155,657 |
Jun11 |
101215 |
5796.50 |
5817.00 |
5796.50 |
5817.00 |
+13.50 |
11 |
1,107 |
+0 |
Total Volume and Open Interest |
497,718 |
754,920 |
+12,675 |
SPI 200(SFE) |
Dec10 |
101215 |
4778.0 |
4798.0 |
4765.0 |
4770.0 |
-8.0 |
84,832 |
183,231 |
-32,317 |
Mar11 |
101215 |
4779.0 |
4800.0 |
4765.0 |
4770.0 |
-9.0 |
72,804 |
172,543 |
+39,011 |
Jun11 |
101215 |
4793.0 |
4793.0 |
4793.0 |
4793.0 |
-10.0 |
0 |
2,379 |
+0 |
Total Volume and Open Interest |
158,092 |
361,651 |
+7,033 |
GSCI(CME) |
Jan11 |
101215 |
606.70 |
614.20 |
604.00 |
610.90 |
-0.60 |
254 |
14,594 |
+118 |
Feb11 |
101215 |
613.90 |
616.75 |
606.50 |
613.90 |
-0.10 |
|
|
|
Mar11 |
101215 |
615.00 |
615.00 |
615.00 |
615.00 |
|
|
|
|
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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