|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu December 16, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
101216 |
1295.50 |
1303.75 |
1285.00 |
1289.00 |
-7.50 |
132,344 |
143,895 |
-12,862 |
Mar11 |
101216 |
1305.75 |
1314.75 |
1296.00 |
1300.50 |
-7.25 |
96,168 |
234,814 |
+13,688 |
May11 |
101216 |
1311.50 |
1320.25 |
1301.75 |
1307.00 |
-6.75 |
24,347 |
79,323 |
+4,517 |
Jul11 |
101216 |
1313.00 |
1323.00 |
1303.50 |
1309.25 |
-6.75 |
20,162 |
66,154 |
+973 |
Aug11 |
101216 |
1285.00 |
1291.50 |
1285.00 |
1286.00 |
-4.00 |
413 |
2,357 |
-70 |
Sep11 |
101216 |
1253.75 |
1256.00 |
1243.75 |
1248.75 |
-1.75 |
431 |
3,195 |
+29 |
Nov11 |
101216 |
1212.00 |
1222.00 |
1206.00 |
1213.00 |
+0.50 |
9,294 |
103,017 |
+134 |
Total Volume and Open Interest |
285,315 |
650,097 |
+6,924 |
Soybean Meal(CBOT) |
Jan11 |
101216 |
345.00 |
347.70 |
342.30 |
343.80 |
-2.30 |
33,450 |
43,765 |
-5,948 |
Mar11 |
101216 |
349.00 |
350.90 |
345.30 |
346.80 |
-2.30 |
23,057 |
65,412 |
+5,663 |
May11 |
101216 |
348.10 |
351.10 |
345.70 |
347.40 |
-2.00 |
6,103 |
28,480 |
+394 |
Jul11 |
101216 |
349.00 |
351.40 |
346.00 |
348.00 |
-1.60 |
5,556 |
19,598 |
+234 |
Aug11 |
101216 |
338.80 |
340.50 |
337.50 |
339.40 |
-1.10 |
695 |
5,842 |
-76 |
Sep11 |
101216 |
325.90 |
329.50 |
325.90 |
328.10 |
-0.40 |
475 |
5,634 |
+70 |
Oct11 |
101216 |
313.00 |
313.50 |
310.30 |
311.90 |
+0.30 |
488 |
4,713 |
+51 |
Dec11 |
101216 |
309.50 |
312.10 |
307.60 |
309.30 |
+0.20 |
1,769 |
17,808 |
+272 |
Total Volume and Open Interest |
71,700 |
193,890 |
+694 |
Soybean Oil(CBOT) |
Jan11 |
101216 |
54.37 |
54.66 |
53.82 |
54.07 |
-0.13 |
65,287 |
65,320 |
-10,025 |
Mar11 |
101216 |
54.86 |
55.12 |
54.30 |
54.56 |
-0.12 |
52,829 |
160,353 |
+1,027 |
May11 |
101216 |
55.11 |
55.45 |
54.69 |
54.91 |
-0.11 |
13,188 |
41,670 |
+797 |
Jul11 |
101216 |
55.20 |
55.59 |
54.88 |
55.05 |
-0.12 |
9,020 |
38,914 |
+1,093 |
Aug11 |
101216 |
55.08 |
55.32 |
54.95 |
55.01 |
-0.09 |
374 |
4,802 |
-42 |
Sep11 |
101216 |
54.82 |
55.39 |
54.82 |
54.91 |
-0.11 |
384 |
5,170 |
-7 |
Oct11 |
101216 |
55.33 |
55.34 |
54.60 |
54.76 |
-0.09 |
1,081 |
6,684 |
+193 |
Dec11 |
101216 |
55.14 |
55.29 |
54.55 |
54.77 |
-0.12 |
1,781 |
22,305 |
+352 |
Total Volume and Open Interest |
143,944 |
345,904 |
-6,612 |
Canola(WCE) |
Jan11 |
101216 |
559.0 |
563.3 |
554.8 |
560.3 |
+1.5 |
9,087 |
63,072 |
-7,553 |
Mar11 |
101216 |
564.0 |
572.0 |
563.0 |
568.4 |
+1.0 |
13,438 |
72,191 |
+4,335 |
May11 |
101216 |
572.5 |
574.4 |
568.6 |
572.5 |
+1.2 |
1,010 |
7,082 |
+576 |
Jul11 |
101216 |
573.5 |
575.9 |
568.5 |
573.7 |
+1.5 |
781 |
15,257 |
-38 |
Nov11 |
101216 |
509.5 |
519.0 |
508.9 |
516.7 |
+6.9 |
1,724 |
33,084 |
+111 |
Total Volume and Open Interest |
26,115 |
192,764 |
-2,527 |
Corn(CBOT) |
Mar11 |
101216 |
583.25 |
590.00 |
581.50 |
587.50 |
+3.25 |
128,396 |
719,315 |
+852 |
May11 |
101216 |
591.25 |
597.50 |
589.25 |
595.50 |
+3.25 |
25,905 |
186,619 |
+2,265 |
Jul11 |
101216 |
595.00 |
601.00 |
593.50 |
599.00 |
+3.00 |
26,464 |
229,166 |
+782 |
Sep11 |
101216 |
548.25 |
553.00 |
546.25 |
552.25 |
+3.75 |
3,495 |
41,016 |
+15 |
Dec11 |
101216 |
528.00 |
533.50 |
521.25 |
532.50 |
+4.75 |
27,661 |
256,097 |
-1,303 |
Mar12 |
101216 |
536.00 |
541.25 |
535.00 |
540.75 |
+4.75 |
2,368 |
18,611 |
+466 |
Total Volume and Open Interest |
216,525 |
1,492,857 |
+3,061 |
Wheat(CBOT) |
Mar11 |
101216 |
764.00 |
766.75 |
746.00 |
749.75 |
-15.00 |
41,111 |
228,945 |
+1,132 |
May11 |
101216 |
789.75 |
792.75 |
773.75 |
776.75 |
-14.50 |
12,102 |
61,874 |
+714 |
Jul11 |
101216 |
797.50 |
802.00 |
783.50 |
787.50 |
-11.25 |
9,412 |
102,975 |
+1,367 |
Sep11 |
101216 |
810.00 |
811.50 |
800.50 |
801.75 |
-7.50 |
1,174 |
17,611 |
+35 |
Dec11 |
101216 |
823.50 |
826.00 |
813.75 |
818.25 |
-5.00 |
3,996 |
56,197 |
-164 |
Total Volume and Open Interest |
68,107 |
481,531 |
+3,192 |
Wheat(KCBT) |
Mar11 |
101216 |
811.75 |
814.25 |
798.50 |
803.25 |
-8.00 |
13,168 |
114,323 |
-1,516 |
May11 |
101216 |
819.50 |
823.00 |
807.25 |
812.25 |
-7.25 |
3,146 |
24,845 |
+229 |
Jul11 |
101216 |
824.50 |
827.50 |
812.25 |
817.00 |
-7.25 |
2,259 |
52,631 |
+327 |
Sep11 |
101216 |
831.50 |
835.00 |
822.00 |
826.25 |
-5.50 |
530 |
12,355 |
+122 |
Dec11 |
101216 |
840.50 |
842.00 |
830.75 |
834.75 |
-5.75 |
480 |
10,477 |
-12 |
Total Volume and Open Interest |
19,624 |
216,742 |
-850 |
Wheat(MGE) |
Dec10 |
101214 |
831.25 |
831.25 |
831.25 |
831.25 |
-27.50 |
16 |
14 |
-12 |
Mar11 |
101216 |
843.00 |
847.25 |
830.75 |
835.25 |
-7.50 |
4,852 |
30,158 |
-314 |
May11 |
101216 |
850.00 |
855.25 |
838.75 |
842.50 |
-7.00 |
1,358 |
11,649 |
-10 |
Jul11 |
101216 |
847.75 |
855.25 |
840.50 |
844.50 |
-5.50 |
647 |
8,358 |
+78 |
Sep11 |
101216 |
842.00 |
847.00 |
833.00 |
836.50 |
-6.50 |
269 |
8,649 |
+83 |
Total Volume and Open Interest |
7,343 |
67,850 |
-137 |
Oats(CBOT) |
Mar11 |
101216 |
386.00 |
387.50 |
382.50 |
385.50 |
+2.00 |
398 |
10,083 |
+72 |
May11 |
101216 |
388.75 |
390.75 |
388.00 |
390.00 |
+2.00 |
16 |
664 |
+7 |
Jul11 |
101216 |
395.00 |
395.00 |
393.00 |
395.00 |
+2.00 |
21 |
241 |
+17 |
Sep11 |
101216 |
338.50 |
339.25 |
338.50 |
338.50 |
-0.75 |
0 |
2 |
+0 |
Total Volume and Open Interest |
440 |
11,964 |
+96 |
Rough Rice(CBOT) |
Jan11 |
101216 |
13.98 |
14.12 |
13.74 |
13.74 |
-0.28 |
449 |
6,958 |
-89 |
Mar11 |
101216 |
14.33 |
14.41 |
14.03 |
14.03 |
-0.28 |
334 |
7,428 |
+105 |
May11 |
101216 |
14.35 |
14.52 |
14.32 |
14.32 |
-0.28 |
10 |
1,461 |
+0 |
Jul11 |
101216 |
14.77 |
14.77 |
14.57 |
14.57 |
-0.24 |
10 |
1,578 |
+0 |
Total Volume and Open Interest |
803 |
18,111 |
+16 |
Live Cattle(CME) |
Dec10 |
101216 |
101.500 |
101.900 |
101.000 |
101.200 |
-0.400 |
2,421 |
15,520 |
-1,020 |
Feb11 |
101216 |
103.850 |
104.480 |
103.500 |
103.535 |
-0.365 |
20,446 |
159,893 |
-1,329 |
Apr11 |
101216 |
107.135 |
108.080 |
107.050 |
107.350 |
+0.050 |
4,982 |
86,272 |
+57 |
Jun11 |
101216 |
104.580 |
105.650 |
104.400 |
105.035 |
+0.355 |
3,833 |
42,010 |
+826 |
Aug11 |
101216 |
105.100 |
106.000 |
104.885 |
105.550 |
+0.400 |
960 |
14,968 |
-86 |
Oct11 |
101216 |
107.480 |
108.230 |
107.400 |
107.950 |
+0.450 |
1,350 |
9,472 |
+765 |
Total Volume and Open Interest |
34,470 |
333,930 |
-615 |
Feeder Cattle(CME) |
Jan11 |
101216 |
117.635 |
119.050 |
117.580 |
118.385 |
+0.735 |
1,303 |
10,278 |
-457 |
Mar11 |
101216 |
118.385 |
119.730 |
118.150 |
119.000 |
+0.600 |
1,337 |
15,303 |
+182 |
Apr11 |
101216 |
118.800 |
120.135 |
118.700 |
119.785 |
+0.855 |
229 |
3,997 |
+28 |
May11 |
101216 |
119.350 |
120.850 |
119.250 |
120.230 |
+0.630 |
219 |
5,123 |
+35 |
Aug11 |
101216 |
120.000 |
121.250 |
120.000 |
120.950 |
+0.550 |
204 |
4,761 |
+80 |
Sep11 |
101216 |
119.250 |
120.350 |
119.250 |
120.100 |
+0.700 |
28 |
355 |
+5 |
Oct11 |
101216 |
119.250 |
119.600 |
119.250 |
119.600 |
+0.300 |
2 |
81 |
-1 |
Total Volume and Open Interest |
3,322 |
39,938 |
-128 |
Lean Hogs(CME) |
Feb11 |
101216 |
75.150 |
75.150 |
74.200 |
74.580 |
-0.620 |
13,170 |
84,835 |
-308 |
Apr11 |
101216 |
79.225 |
79.225 |
78.330 |
78.950 |
-0.275 |
3,989 |
51,019 |
-53 |
May11 |
101216 |
85.500 |
86.180 |
85.300 |
86.180 |
-0.370 |
67 |
1,639 |
+5 |
Jun11 |
101216 |
88.480 |
88.730 |
87.750 |
88.680 |
-0.050 |
2,363 |
32,638 |
-198 |
Jul11 |
101216 |
87.750 |
88.180 |
87.350 |
88.080 |
-0.270 |
372 |
7,261 |
+34 |
Aug11 |
101216 |
87.250 |
87.700 |
87.000 |
87.650 |
-0.300 |
228 |
8,596 |
-5 |
Oct11 |
101216 |
77.900 |
78.800 |
77.850 |
78.800 |
+0.200 |
60 |
5,219 |
+1 |
Dec11 |
101216 |
75.100 |
75.550 |
75.050 |
75.500 |
-0.200 |
39 |
1,915 |
+5 |
Total Volume and Open Interest |
20,326 |
193,582 |
-501 |
Class III Milk(CME) |
Dec10 |
101216 |
13.79 |
13.82 |
13.78 |
13.78 |
unch |
95 |
5,830 |
+26 |
Jan11 |
101216 |
13.19 |
13.32 |
13.18 |
13.27 |
+0.07 |
329 |
4,529 |
+56 |
Feb11 |
101216 |
13.38 |
13.42 |
13.31 |
13.36 |
+0.04 |
269 |
4,372 |
+74 |
Mar11 |
101216 |
13.75 |
13.85 |
13.75 |
13.79 |
+0.02 |
64 |
3,260 |
+19 |
Apr11 |
101216 |
14.21 |
14.25 |
14.18 |
14.20 |
+0.02 |
79 |
2,393 |
+56 |
Total Volume and Open Interest |
1,162 |
31,078 |
+378 |
Cocoa(ICE) |
Dec10 |
101216 |
2950 |
2950 |
2950 |
2950 |
unch |
|
|
|
Mar11 |
101216 |
2990 |
3045 |
2971 |
3003 |
+24 |
7,665 |
67,010 |
-377 |
May11 |
101216 |
3003 |
3051 |
2998 |
3023 |
+26 |
1,319 |
23,167 |
+136 |
Jul11 |
101216 |
3016 |
3072 |
3011 |
3037 |
+27 |
753 |
11,597 |
+83 |
Sep11 |
101216 |
3040 |
3082 |
3040 |
3050 |
+26 |
372 |
6,535 |
+316 |
Dec11 |
101216 |
3061 |
3099 |
3061 |
3066 |
+26 |
326 |
10,906 |
+112 |
Mar12 |
101216 |
3116 |
3159 |
3116 |
3123 |
+17 |
57 |
11,014 |
+10 |
Total Volume and Open Interest |
10,644 |
136,242 |
+269 |
Coffee "C"(ICE) |
Dec10 |
101216 |
216.00 |
217.00 |
214.35 |
216.15 |
-0.75 |
9 |
140 |
-21 |
Mar11 |
101216 |
217.70 |
218.55 |
214.00 |
216.55 |
-0.95 |
9,314 |
88,376 |
-83 |
May11 |
101216 |
219.00 |
219.75 |
215.60 |
218.00 |
-0.80 |
2,164 |
25,751 |
+249 |
Jul11 |
101216 |
218.75 |
218.75 |
214.70 |
217.05 |
-0.75 |
619 |
7,536 |
+158 |
Sep11 |
101216 |
216.45 |
216.50 |
213.40 |
214.60 |
-0.90 |
258 |
4,160 |
+39 |
Dec11 |
101216 |
213.15 |
213.20 |
210.00 |
211.15 |
-0.90 |
107 |
6,367 |
+69 |
Total Volume and Open Interest |
12,531 |
133,536 |
+398 |
Orange Juice(ICE) |
Jan11 |
101216 |
156.00 |
157.45 |
155.55 |
156.15 |
+0.15 |
5,573 |
10,657 |
-3,808 |
Mar11 |
101216 |
156.95 |
158.40 |
156.40 |
157.00 |
+0.05 |
2,619 |
13,835 |
+1,706 |
May11 |
101216 |
158.75 |
159.50 |
158.35 |
158.80 |
+0.15 |
1,615 |
2,967 |
+1,502 |
Jul11 |
101216 |
160.00 |
160.00 |
160.00 |
160.00 |
+0.15 |
26 |
2,510 |
+0 |
Sep11 |
101216 |
161.00 |
161.00 |
161.00 |
161.00 |
+0.15 |
3 |
365 |
+0 |
Nov11 |
101216 |
160.75 |
160.75 |
160.75 |
160.75 |
+0.05 |
2 |
54 |
+0 |
Total Volume and Open Interest |
9,838 |
30,411 |
-600 |
Sugar #11(ICE) |
Mar11 |
101216 |
31.24 |
31.40 |
30.84 |
31.00 |
-0.11 |
56,968 |
239,666 |
+5,361 |
May11 |
101216 |
28.20 |
28.29 |
27.81 |
27.94 |
-0.13 |
13,612 |
109,176 |
+1,717 |
Jul11 |
101216 |
24.75 |
25.00 |
24.58 |
24.70 |
-0.05 |
11,417 |
97,188 |
+190 |
Oct11 |
101216 |
22.55 |
23.10 |
22.55 |
22.80 |
+0.01 |
4,223 |
56,737 |
+278 |
Mar12 |
101216 |
21.90 |
22.15 |
21.82 |
21.90 |
+0.02 |
1,063 |
47,248 |
-313 |
Total Volume and Open Interest |
88,411 |
592,943 |
+7,200 |
London Cocoa(LCE) |
Dec10 |
101214 |
1906 |
1913 |
1897 |
1908 |
+8 |
7,387 |
22,170 |
-1,675 |
Mar11 |
101216 |
2010 |
2035 |
2003 |
2006 |
+8 |
6,229 |
66,377 |
-26 |
May11 |
101216 |
2023 |
2044 |
2013 |
2014 |
+2 |
2,259 |
21,053 |
-63 |
Jul11 |
101216 |
2039 |
2058 |
2027 |
2029 |
+1 |
1,819 |
19,082 |
+529 |
Sep11 |
101216 |
2044 |
2059 |
2034 |
2034 |
+1 |
760 |
11,464 |
+259 |
Dec11 |
101216 |
2058 |
2067 |
2037 |
2041 |
+3 |
724 |
17,091 |
-141 |
Mar12 |
101216 |
2067 |
2082 |
2053 |
2055 |
+3 |
698 |
15,107 |
+36 |
Total Volume and Open Interest |
12,698 |
153,636 |
+689 |
London Sugar(LCE) |
Mar11 |
101216 |
768.30 |
774.00 |
763.00 |
767.30 |
-0.60 |
2,018 |
28,319 |
-194 |
May11 |
101216 |
732.60 |
736.50 |
726.00 |
730.00 |
-0.50 |
704 |
9,669 |
+355 |
Aug11 |
101216 |
665.80 |
669.60 |
660.20 |
664.10 |
+0.30 |
227 |
7,319 |
+45 |
Oct11 |
101216 |
603.40 |
608.20 |
600.40 |
604.20 |
-1.10 |
55 |
2,107 |
+1 |
Dec11 |
101216 |
586.10 |
588.40 |
584.30 |
585.70 |
-2.60 |
18 |
859 |
+0 |
Total Volume and Open Interest |
3,034 |
48,852 |
+215 |
Cotton(ICE) |
Mar11 |
101216 |
143.73 |
146.14 |
142.58 |
146.12 |
+3.98 |
11,270 |
112,419 |
+566 |
May11 |
101216 |
134.21 |
137.90 |
134.21 |
136.57 |
+2.50 |
3,040 |
21,390 |
-211 |
Jul11 |
101216 |
126.24 |
126.98 |
124.31 |
125.13 |
+1.66 |
3,251 |
30,084 |
+462 |
Oct11 |
101216 |
107.44 |
107.44 |
107.44 |
107.44 |
+0.29 |
12 |
163 |
+4 |
Dec11 |
101216 |
95.01 |
97.99 |
95.01 |
96.75 |
+1.10 |
1,722 |
39,152 |
+110 |
Mar12 |
101216 |
92.50 |
93.06 |
91.68 |
91.68 |
+0.78 |
58 |
791 |
+30 |
Total Volume and Open Interest |
19,360 |
205,452 |
+966 |
Lumber(CME) |
Jan11 |
101216 |
284.5 |
290.2 |
281.7 |
288.5 |
+7.9 |
486 |
2,223 |
-135 |
Mar11 |
101216 |
298.0 |
303.0 |
296.2 |
303.0 |
+9.0 |
860 |
5,244 |
+188 |
May11 |
101216 |
306.8 |
312.0 |
306.8 |
311.8 |
+8.8 |
174 |
1,523 |
+128 |
Jul11 |
101216 |
312.1 |
317.9 |
312.0 |
317.9 |
+4.2 |
133 |
468 |
+59 |
Total Volume and Open Interest |
1,704 |
9,556 |
+278 |
Crude Oil(NYM) |
Jan11 |
101216 |
88.48 |
88.65 |
87.63 |
87.70 |
-0.92 |
355,056 |
106,730 |
-25,438 |
Feb11 |
101216 |
89.11 |
89.49 |
88.34 |
88.40 |
-0.84 |
193,930 |
288,833 |
+20,275 |
Mar11 |
101216 |
89.69 |
90.00 |
89.15 |
89.18 |
-0.71 |
66,584 |
175,448 |
+3,078 |
Apr11 |
101216 |
90.04 |
90.44 |
89.77 |
89.79 |
-0.59 |
32,910 |
63,439 |
+3,452 |
May11 |
101216 |
90.68 |
90.76 |
90.13 |
90.24 |
-0.47 |
19,465 |
40,788 |
+2,930 |
Jun11 |
101216 |
90.60 |
91.00 |
90.34 |
90.56 |
-0.39 |
28,308 |
81,888 |
+1,875 |
Jul11 |
101216 |
91.00 |
91.20 |
90.59 |
90.81 |
-0.30 |
5,514 |
37,158 |
-20 |
Aug11 |
101216 |
91.11 |
91.33 |
90.72 |
90.96 |
-0.26 |
4,419 |
19,517 |
-175 |
Sep11 |
101216 |
91.20 |
91.27 |
91.01 |
91.08 |
-0.22 |
5,363 |
26,014 |
+337 |
Oct11 |
101216 |
91.14 |
91.16 |
91.14 |
91.16 |
-0.21 |
3,050 |
18,793 |
+451 |
Nov11 |
101216 |
91.25 |
91.25 |
91.25 |
91.25 |
-0.19 |
2,778 |
20,523 |
+979 |
Dec11 |
101216 |
91.51 |
91.64 |
90.84 |
91.35 |
-0.17 |
30,019 |
151,745 |
+99 |
Jan12 |
101216 |
91.30 |
91.30 |
91.30 |
91.30 |
-0.15 |
5,042 |
20,148 |
+1,436 |
Feb12 |
101216 |
91.23 |
91.23 |
91.23 |
91.23 |
-0.13 |
657 |
8,255 |
-14 |
Mar12 |
101216 |
91.18 |
91.18 |
91.18 |
91.18 |
-0.10 |
117 |
10,153 |
+38 |
Apr12 |
101216 |
91.10 |
91.10 |
91.10 |
91.10 |
-0.10 |
21 |
4,259 |
+1 |
Total Volume and Open Interest |
775,656 |
1,390,584 |
+9,805 |
e-miNY Crude Oil(NYM) |
Dec10 |
101118 |
80.400 |
82.300 |
80.400 |
81.850 |
+1.400 |
7,920 |
4,586 |
-336 |
Jan11 |
101216 |
88.425 |
88.675 |
87.650 |
87.700 |
-0.925 |
10,107 |
3,536 |
+101 |
Feb11 |
101216 |
89.100 |
89.350 |
88.375 |
88.400 |
-0.850 |
2,097 |
2,276 |
-73 |
Mar11 |
101216 |
89.550 |
89.975 |
89.175 |
89.175 |
-0.725 |
215 |
615 |
+8 |
Apr11 |
101216 |
90.275 |
90.275 |
89.800 |
89.800 |
-0.575 |
2 |
15 |
-1 |
May11 |
101216 |
90.250 |
90.250 |
90.250 |
90.250 |
-0.450 |
1 |
14 |
+0 |
Jun11 |
101216 |
90.700 |
90.700 |
90.550 |
90.550 |
-0.400 |
0 |
43 |
+0 |
Jul11 |
101216 |
90.800 |
90.800 |
90.800 |
90.800 |
-0.300 |
7 |
5 |
+2 |
Aug11 |
101216 |
90.950 |
90.950 |
90.950 |
90.950 |
-0.275 |
1 |
6 |
-1 |
Sep11 |
101216 |
91.075 |
91.075 |
91.075 |
91.075 |
-0.225 |
0 |
2 |
+0 |
Total Volume and Open Interest |
12,430 |
6,746 |
+36 |
Heating Oil(NYM) |
Jan11 |
101216 |
248.00 |
249.50 |
247.00 |
247.63 |
-0.72 |
48,925 |
69,923 |
-3,510 |
Feb11 |
101216 |
248.95 |
250.31 |
247.95 |
248.45 |
-0.84 |
26,491 |
65,087 |
+2,807 |
Mar11 |
101216 |
248.72 |
250.28 |
248.21 |
248.58 |
-0.95 |
12,789 |
47,560 |
+2,171 |
Apr11 |
101216 |
248.21 |
248.63 |
247.11 |
247.33 |
-1.00 |
5,769 |
22,703 |
+616 |
May11 |
101216 |
247.10 |
247.67 |
246.30 |
246.43 |
-1.01 |
4,125 |
17,267 |
+231 |
Jun11 |
101216 |
247.49 |
247.65 |
246.07 |
246.33 |
-1.01 |
5,023 |
35,110 |
-373 |
Jul11 |
101216 |
247.83 |
247.83 |
247.34 |
247.34 |
-1.02 |
682 |
8,228 |
+198 |
Aug11 |
101216 |
249.36 |
249.45 |
248.23 |
248.47 |
-1.03 |
386 |
4,651 |
+184 |
Sep11 |
101216 |
250.61 |
250.67 |
249.67 |
249.67 |
-1.04 |
300 |
4,245 |
-97 |
Oct11 |
101216 |
252.15 |
252.15 |
250.93 |
251.00 |
-1.01 |
346 |
3,417 |
+15 |
Nov11 |
101216 |
252.90 |
252.90 |
252.57 |
252.57 |
-0.97 |
108 |
3,355 |
+20 |
Dec11 |
101216 |
254.94 |
254.94 |
253.89 |
253.89 |
-0.95 |
1,141 |
16,109 |
+106 |
Total Volume and Open Interest |
106,219 |
306,683 |
+2,496 |
Gasoline(NYMEX) |
Jan11 |
101216 |
230.92 |
232.74 |
229.64 |
230.43 |
-0.49 |
38,668 |
57,887 |
-1,681 |
Feb11 |
101216 |
230.70 |
232.27 |
229.26 |
230.13 |
-0.64 |
26,765 |
65,755 |
+1,288 |
Mar11 |
101216 |
231.90 |
233.00 |
230.96 |
231.05 |
-0.85 |
11,510 |
40,807 |
+255 |
Apr11 |
101216 |
241.32 |
243.12 |
241.02 |
241.10 |
-1.00 |
6,517 |
26,359 |
-154 |
May11 |
101216 |
242.20 |
243.72 |
241.96 |
241.96 |
-1.00 |
4,309 |
13,329 |
+1,088 |
Jun11 |
101216 |
243.47 |
244.21 |
242.16 |
242.25 |
-1.02 |
4,142 |
16,854 |
+691 |
Jul11 |
101216 |
242.90 |
243.00 |
241.65 |
241.65 |
-1.04 |
497 |
4,345 |
-29 |
Aug11 |
101216 |
241.88 |
241.88 |
240.57 |
240.63 |
-1.00 |
548 |
5,294 |
+142 |
Sep11 |
101216 |
239.24 |
239.24 |
239.24 |
239.24 |
-0.95 |
824 |
2,770 |
-121 |
Oct11 |
101216 |
228.79 |
228.79 |
228.79 |
228.79 |
-0.89 |
569 |
3,130 |
+151 |
Total Volume and Open Interest |
94,989 |
270,261 |
+1,720 |
e-miNY RBOB Gasoline(NYM) |
Jan11 |
101216 |
230.40 |
230.43 |
230.40 |
230.40 |
-0.50 |
0 |
2 |
+0 |
Feb11 |
101216 |
230.20 |
230.20 |
230.10 |
230.10 |
-0.70 |
3 |
2 |
+1 |
Mar11 |
101216 |
231.10 |
231.10 |
231.05 |
231.10 |
-0.80 |
0 |
1 |
+0 |
Apr11 |
101216 |
241.10 |
241.10 |
241.10 |
241.10 |
-1.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
3 |
10 |
+1 |
Natural Gas(NYM) |
Jan11 |
101216 |
4.242 |
4.242 |
4.010 |
4.048 |
-0.174 |
139,392 |
102,350 |
-14,557 |
Feb11 |
101216 |
4.271 |
4.271 |
4.048 |
4.084 |
-0.167 |
87,055 |
125,143 |
+12,695 |
Mar11 |
101216 |
4.250 |
4.253 |
4.044 |
4.077 |
-0.158 |
30,910 |
151,930 |
+2,476 |
Apr11 |
101216 |
4.222 |
4.231 |
4.041 |
4.071 |
-0.145 |
22,923 |
84,313 |
+338 |
May11 |
101216 |
4.239 |
4.239 |
4.086 |
4.108 |
-0.140 |
5,694 |
37,512 |
-26 |
Jun11 |
101216 |
4.294 |
4.294 |
4.133 |
4.160 |
-0.134 |
3,337 |
16,505 |
-58 |
Jul11 |
101216 |
4.298 |
4.321 |
4.200 |
4.225 |
-0.127 |
3,154 |
13,790 |
+493 |
Aug11 |
101216 |
4.365 |
4.365 |
4.255 |
4.269 |
-0.125 |
1,471 |
14,752 |
-56 |
Sep11 |
101216 |
4.367 |
4.379 |
4.268 |
4.286 |
-0.126 |
1,448 |
11,119 |
+186 |
Oct11 |
101216 |
4.450 |
4.453 |
4.340 |
4.358 |
-0.128 |
7,770 |
50,861 |
-763 |
Nov11 |
101216 |
4.648 |
4.648 |
4.555 |
4.570 |
-0.116 |
1,539 |
21,523 |
-195 |
Dec11 |
101216 |
4.884 |
4.925 |
4.830 |
4.846 |
-0.107 |
1,844 |
20,716 |
-27 |
Jan12 |
101216 |
5.105 |
5.105 |
4.989 |
5.009 |
-0.107 |
4,530 |
32,162 |
+106 |
Feb12 |
101216 |
5.030 |
5.030 |
4.962 |
4.975 |
-0.099 |
89 |
7,011 |
-55 |
Mar12 |
101216 |
4.872 |
4.896 |
4.858 |
4.872 |
-0.092 |
214 |
16,819 |
+24 |
Apr12 |
101216 |
4.691 |
4.691 |
4.673 |
4.677 |
-0.077 |
254 |
13,322 |
+98 |
Total Volume and Open Interest |
312,432 |
786,367 |
+985 |
Brent Crude Oil(ICE) |
Feb11 |
101216 |
92.04 |
92.25 |
91.52 |
91.60 |
-0.55 |
228,128 |
264,518 |
+21,230 |
Mar11 |
101216 |
92.05 |
92.25 |
91.58 |
91.66 |
-0.52 |
74,610 |
167,818 |
+12,795 |
Apr11 |
101216 |
92.20 |
92.24 |
91.62 |
91.78 |
-0.48 |
33,170 |
54,138 |
+561 |
May11 |
101216 |
92.31 |
92.35 |
91.70 |
91.93 |
-0.43 |
16,057 |
39,580 |
+285 |
Jun11 |
101216 |
92.41 |
92.45 |
91.78 |
92.05 |
-0.40 |
30,153 |
61,411 |
-2,878 |
Jul11 |
101216 |
92.45 |
92.47 |
91.86 |
92.11 |
-0.38 |
5,031 |
20,768 |
+86 |
Aug11 |
101216 |
92.48 |
92.50 |
91.87 |
92.16 |
-0.36 |
5,228 |
11,661 |
-5 |
Sep11 |
101216 |
92.50 |
92.54 |
91.88 |
92.21 |
-0.33 |
3,491 |
15,950 |
+787 |
Oct11 |
101216 |
92.25 |
92.25 |
92.25 |
92.25 |
-0.33 |
3,965 |
8,528 |
-356 |
Nov11 |
101216 |
92.28 |
92.28 |
92.28 |
92.28 |
-0.32 |
1,301 |
10,725 |
-41 |
Dec11 |
101216 |
92.64 |
92.65 |
91.90 |
92.31 |
-0.33 |
17,965 |
84,941 |
+1,327 |
Jan12 |
101216 |
92.33 |
92.33 |
92.33 |
92.33 |
-0.33 |
759 |
9,836 |
+20 |
Feb12 |
101216 |
92.33 |
92.33 |
92.33 |
92.33 |
-0.33 |
273 |
5,675 |
+174 |
Mar12 |
101216 |
92.31 |
92.31 |
92.31 |
92.31 |
-0.33 |
0 |
3,627 |
+0 |
Total Volume and Open Interest |
536,300 |
876,721 |
+434 |
Gas Oil(ICE) |
Jan11 |
101216 |
768.00 |
771.00 |
764.00 |
769.25 |
+1.00 |
71,125 |
149,283 |
-7,733 |
Feb11 |
101216 |
773.00 |
775.75 |
769.00 |
774.00 |
+0.50 |
46,822 |
102,747 |
-866 |
Mar11 |
101216 |
776.75 |
778.75 |
772.25 |
776.75 |
unch |
18,813 |
60,162 |
+2,414 |
Apr11 |
101216 |
778.25 |
779.50 |
773.75 |
777.75 |
-0.50 |
16,519 |
54,655 |
-280 |
May11 |
101216 |
779.75 |
780.75 |
775.00 |
779.00 |
-0.75 |
10,224 |
41,048 |
-2,971 |
Jun11 |
101216 |
781.75 |
782.25 |
776.50 |
780.75 |
-1.00 |
14,091 |
50,375 |
-1,799 |
Jul11 |
101216 |
779.25 |
783.25 |
779.25 |
782.75 |
-1.25 |
2,176 |
18,210 |
+194 |
Aug11 |
101216 |
785.75 |
786.00 |
782.50 |
785.50 |
-1.25 |
1,404 |
17,047 |
-441 |
Sep11 |
101216 |
789.25 |
789.25 |
784.00 |
787.75 |
-1.50 |
1,315 |
10,563 |
+186 |
Oct11 |
101216 |
785.25 |
790.25 |
785.25 |
789.00 |
-1.75 |
624 |
10,784 |
+197 |
Total Volume and Open Interest |
194,083 |
626,405 |
-12,483 |
Ethanol(CBOT) |
Dec10 |
101203 |
2.050 |
2.070 |
2.050 |
2.051 |
-0.024 |
83 |
136 |
-71 |
Jan11 |
101216 |
2.185 |
2.196 |
2.179 |
2.187 |
+0.011 |
269 |
822 |
-21 |
Feb11 |
101216 |
2.189 |
2.191 |
2.178 |
2.188 |
+0.009 |
193 |
877 |
-52 |
Mar11 |
101216 |
2.195 |
2.199 |
2.195 |
2.198 |
+0.010 |
84 |
1,040 |
-27 |
Apr11 |
101216 |
2.202 |
2.211 |
2.192 |
2.207 |
+0.007 |
27 |
660 |
-6 |
May11 |
101216 |
2.210 |
2.217 |
2.210 |
2.216 |
+0.006 |
35 |
468 |
-3 |
Jun11 |
101216 |
2.211 |
2.226 |
2.211 |
2.223 |
+0.013 |
12 |
565 |
+6 |
Jul11 |
101216 |
2.227 |
2.227 |
2.227 |
2.227 |
+0.002 |
18 |
726 |
-3 |
Total Volume and Open Interest |
693 |
7,350 |
-66 |
WTI Crude Oil(ICE |
Jan11 |
101216 |
88.43 |
88.64 |
87.63 |
87.70 |
-0.92 |
81,033 |
30,718 |
-10,241 |
Feb11 |
101216 |
89.18 |
89.30 |
88.33 |
88.40 |
-0.84 |
79,580 |
99,777 |
+6,123 |
Mar11 |
101216 |
89.83 |
89.95 |
89.12 |
89.18 |
-0.71 |
39,234 |
71,086 |
+90 |
Apr11 |
101216 |
90.32 |
90.38 |
89.79 |
89.79 |
-0.59 |
15,339 |
32,723 |
+3,064 |
May11 |
101216 |
90.19 |
90.74 |
90.18 |
90.24 |
-0.47 |
5,462 |
13,532 |
+245 |
Jun11 |
101216 |
90.66 |
91.02 |
90.39 |
90.56 |
-0.39 |
16,590 |
52,179 |
+2,805 |
Jul11 |
101216 |
90.57 |
90.82 |
90.57 |
90.81 |
-0.30 |
1,949 |
15,281 |
+258 |
Aug11 |
101216 |
90.65 |
90.96 |
90.65 |
90.96 |
-0.26 |
2,482 |
12,245 |
-680 |
Sep11 |
101216 |
90.90 |
91.16 |
90.68 |
91.08 |
-0.22 |
1,709 |
14,587 |
-461 |
Oct11 |
101216 |
91.16 |
91.16 |
91.16 |
91.16 |
-0.21 |
3,889 |
9,526 |
+1,600 |
Nov11 |
101216 |
91.25 |
91.25 |
91.25 |
91.25 |
-0.19 |
1,553 |
8,304 |
+20 |
Dec11 |
101216 |
91.20 |
91.57 |
90.83 |
91.35 |
-0.17 |
13,870 |
57,809 |
+146 |
Jan12 |
101216 |
91.30 |
91.30 |
91.30 |
91.30 |
-0.15 |
278 |
4,821 |
-49 |
Feb12 |
101216 |
91.23 |
91.23 |
91.23 |
91.23 |
-0.13 |
12 |
1,179 |
+0 |
Mar12 |
101216 |
91.18 |
91.18 |
91.18 |
91.18 |
-0.10 |
0 |
3,160 |
+0 |
Apr12 |
101216 |
91.10 |
91.10 |
91.10 |
91.10 |
-0.10 |
0 |
734 |
+0 |
Total Volume and Open Interest |
265,909 |
511,419 |
+3,029 |
US Dollar Index(ICE) |
Mar11 |
101216 |
80.510 |
80.760 |
80.185 |
80.550 |
-0.032 |
21,551 |
24,501 |
-138 |
Jun11 |
101216 |
80.950 |
80.950 |
80.950 |
80.950 |
-0.033 |
2 |
559 |
-2 |
Sep11 |
101216 |
81.310 |
81.310 |
81.310 |
81.310 |
-0.033 |
0 |
2 |
+0 |
Total Volume and Open Interest |
21,553 |
25,062 |
-140 |
Australian Dollar(CME) |
Mar11 |
101216 |
97.61 |
98.02 |
97.25 |
97.63 |
+0.28 |
95,566 |
113,606 |
+342 |
Jun11 |
101216 |
96.75 |
96.75 |
96.22 |
96.50 |
+0.28 |
34 |
192 |
+24 |
Sep11 |
101216 |
95.29 |
95.29 |
94.99 |
95.29 |
+0.30 |
0 |
14 |
+0 |
Total Volume and Open Interest |
95,605 |
113,955 |
+371 |
British Pound(CME) |
Mar11 |
101216 |
155.40 |
156.28 |
155.29 |
155.96 |
+0.67 |
118,889 |
70,882 |
+3,157 |
Jun11 |
101216 |
155.29 |
156.09 |
155.16 |
155.82 |
+0.66 |
33 |
70 |
+12 |
Sep11 |
101216 |
155.62 |
155.62 |
155.01 |
155.62 |
+0.61 |
3 |
5 |
+0 |
Total Volume and Open Interest |
118,925 |
70,989 |
+3,169 |
Canadian Dollar(CME) |
Mar11 |
101216 |
99.38 |
99.50 |
99.07 |
99.25 |
-0.17 |
99,602 |
102,580 |
+7,403 |
Jun11 |
101216 |
99.00 |
99.23 |
98.90 |
99.02 |
-0.17 |
84 |
1,658 |
+40 |
Sep11 |
101216 |
98.75 |
98.91 |
98.74 |
98.74 |
-0.17 |
11 |
892 |
+7 |
Dec11 |
101216 |
98.45 |
98.62 |
98.41 |
98.47 |
-0.15 |
54 |
940 |
-14 |
Total Volume and Open Interest |
99,751 |
106,074 |
+7,436 |
Japanese Yen(CME) |
Mar11 |
101216 |
118.77 |
119.32 |
118.52 |
118.94 |
+0.42 |
131,755 |
91,045 |
-4,818 |
Jun11 |
101216 |
118.96 |
119.47 |
118.69 |
119.12 |
+0.43 |
92 |
283 |
+46 |
Sep11 |
101216 |
119.37 |
119.37 |
118.94 |
119.37 |
+0.43 |
0 |
9 |
+0 |
Total Volume and Open Interest |
131,847 |
91,338 |
-4,772 |
Swiss Franc(CME) |
Mar11 |
101216 |
103.51 |
103.85 |
102.86 |
103.62 |
+0.24 |
50,637 |
42,510 |
+2,729 |
Jun11 |
101216 |
103.66 |
103.76 |
103.19 |
103.76 |
+0.24 |
29 |
34 |
+14 |
Sep11 |
101216 |
103.93 |
103.93 |
103.68 |
103.93 |
+0.25 |
|
|
|
Total Volume and Open Interest |
50,666 |
42,547 |
+2,743 |
EuroFX(CME) |
Mar11 |
101216 |
132.16 |
132.63 |
131.78 |
132.10 |
unch |
337,425 |
149,480 |
+3,050 |
Jun11 |
101216 |
132.24 |
132.46 |
131.78 |
132.04 |
+0.01 |
272 |
367 |
+56 |
Sep11 |
101216 |
132.00 |
132.00 |
131.96 |
131.96 |
unch |
0 |
29 |
+0 |
Total Volume and Open Interest |
337,697 |
149,887 |
+3,106 |
Mexican Peso(CME) |
Jan11 |
101216 |
805.2 |
805.2 |
801.8 |
805.2 |
+3.5 |
|
|
|
Feb11 |
101216 |
803.2 |
803.2 |
799.8 |
803.2 |
+3.5 |
|
|
|
Total Volume and Open Interest |
34,455 |
114,536 |
-2,258 |
30-Year T-Bonds(CBOT) |
Dec10 |
101216 |
120~230 |
121~180 |
120~120 |
121~010 |
+0~150 |
1,364 |
20,620 |
-795 |
Mar11 |
101216 |
119~020 |
120~010 |
118~220 |
119~170 |
+0~150 |
316,512 |
554,216 |
-3,021 |
Jun11 |
101216 |
117~270 |
118~010 |
117~150 |
118~010 |
+0~140 |
144 |
612 |
+2 |
Total Volume and Open Interest |
318,020 |
575,448 |
-3,814 |
10-Year T-Notes(CBOT) |
Dec10 |
101216 |
120~090 |
120~210 |
119~240 |
120~120 |
+0~115 |
13,868 |
8,250 |
-3,338 |
Mar11 |
101216 |
118~270 |
119~185 |
118~170 |
119~070 |
+0~100 |
1,240,595 |
1,361,366 |
+22,268 |
Jun11 |
101216 |
117~050 |
118~010 |
117~050 |
118~010 |
+0~075 |
0 |
41 |
+0 |
Total Volume and Open Interest |
1,254,463 |
1,369,663 |
+18,930 |
5-Year T-Notes(CBOT) |
Dec10 |
101216 |
118~007 |
118~029 |
117~099 |
118~019 |
+0~025 |
9,221 |
20,752 |
-2,832 |
Mar11 |
101216 |
116~109 |
117~035 |
116~080 |
117~010 |
+0~018 |
530,768 |
988,213 |
+5,984 |
Jun11 |
101216 |
116~034 |
116~034 |
116~016 |
116~034 |
+0~018 |
|
|
|
Total Volume and Open Interest |
539,989 |
1,008,965 |
+3,152 |
2 Year T-Notes(CBOT) |
Dec10 |
101216 |
109~064 |
109~064 |
109~052 |
109~060 |
+0~001 |
2,999 |
19,742 |
-1,261 |
Mar11 |
101216 |
109~021 |
109~030 |
109~015 |
109~025 |
unch |
193,409 |
641,377 |
+6,489 |
Jun11 |
101216 |
109~000 |
109~000 |
109~000 |
109~000 |
unch |
0 |
25 |
+0 |
Total Volume and Open Interest |
196,408 |
661,144 |
+5,228 |
Eurodollars(CME) |
Mar11 |
101216 |
99.525 |
99.580 |
99.525 |
99.570 |
+0.040 |
315,007 |
1,156,398 |
-1,326 |
Jun11 |
101216 |
99.375 |
99.450 |
99.360 |
99.430 |
+0.050 |
286,572 |
1,009,359 |
+6,670 |
Sep11 |
101216 |
99.210 |
99.295 |
99.200 |
99.270 |
+0.040 |
294,629 |
905,837 |
+1,194 |
Dec11 |
101216 |
99.020 |
99.110 |
99.005 |
99.085 |
+0.035 |
310,738 |
750,709 |
+4,612 |
Mar12 |
101216 |
98.805 |
98.900 |
98.775 |
98.875 |
+0.030 |
354,484 |
811,780 |
+6,619 |
Jun12 |
101216 |
98.560 |
98.655 |
98.510 |
98.625 |
+0.025 |
244,388 |
499,355 |
+16,269 |
Sep12 |
101216 |
98.310 |
98.410 |
98.250 |
98.370 |
+0.020 |
225,332 |
385,117 |
+16,187 |
Dec12 |
101216 |
98.035 |
98.140 |
97.970 |
98.100 |
+0.025 |
210,090 |
289,887 |
+12,249 |
Mar13 |
101216 |
97.765 |
97.870 |
97.690 |
97.825 |
+0.025 |
119,714 |
190,679 |
-1,951 |
Jun13 |
101216 |
97.485 |
97.595 |
97.400 |
97.540 |
+0.025 |
86,151 |
158,454 |
+2,406 |
Sep13 |
101216 |
97.200 |
97.320 |
97.115 |
97.265 |
+0.025 |
86,130 |
182,245 |
-857 |
Dec13 |
101216 |
96.920 |
97.045 |
96.835 |
96.980 |
+0.025 |
80,328 |
134,257 |
+3,884 |
Mar14 |
101216 |
96.660 |
96.795 |
96.580 |
96.730 |
+0.030 |
30,769 |
109,603 |
-313 |
Jun14 |
101216 |
96.420 |
96.545 |
96.320 |
96.470 |
+0.030 |
27,414 |
107,913 |
-870 |
Sep14 |
101216 |
96.175 |
96.290 |
96.075 |
96.225 |
+0.035 |
25,780 |
72,226 |
-1,745 |
Dec14 |
101216 |
95.935 |
96.070 |
95.840 |
95.985 |
+0.035 |
26,393 |
75,266 |
+1,766 |
Mar15 |
101216 |
95.730 |
95.880 |
95.635 |
95.780 |
+0.035 |
15,818 |
52,418 |
-47 |
Jun15 |
101216 |
3.785 |
3.935 |
3.695 |
3.840 |
+0.040 |
15,260 |
39,018 |
+95 |
Total Volume and Open Interest |
2,806,263 |
7,135,015 |
+70,949 |
30 Day Federal Funds(CBOT) |
Dec10 |
101216 |
99.823 |
99.825 |
99.820 |
99.823 |
unch |
864 |
98,355 |
+57 |
Jan11 |
101216 |
99.815 |
99.825 |
99.815 |
99.820 |
-0.005 |
3,782 |
64,787 |
+39 |
Feb11 |
101216 |
99.815 |
99.820 |
99.810 |
99.815 |
-0.005 |
2,888 |
56,945 |
+908 |
Mar11 |
101216 |
99.810 |
99.815 |
99.805 |
99.815 |
unch |
1,551 |
38,768 |
+946 |
Apr11 |
101216 |
99.815 |
99.820 |
99.805 |
99.815 |
-0.005 |
1,270 |
37,431 |
+176 |
May11 |
101216 |
99.805 |
99.810 |
99.795 |
99.805 |
-0.005 |
1,930 |
45,162 |
+537 |
Total Volume and Open Interest |
37,678 |
567,217 |
+4,682 |
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 |
101216 |
99.655 |
99.655 |
99.655 |
99.655 |
+0.015 |
10 |
886 |
+7 |
Jun11 |
101216 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.005 |
0 |
175 |
+0 |
Sep11 |
101216 |
99.610 |
99.610 |
99.610 |
99.610 |
+0.005 |
|
|
|
Dec11 |
101216 |
99.600 |
99.600 |
99.600 |
99.600 |
+0.005 |
0 |
75 |
+0 |
Mar12 |
101216 |
99.590 |
99.590 |
99.590 |
99.590 |
+0.005 |
|
|
|
Jun12 |
101216 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.005 |
|
|
|
Sep12 |
101216 |
99.590 |
99.590 |
99.590 |
99.590 |
+0.005 |
|
|
|
Dec12 |
101216 |
99.285 |
99.285 |
99.285 |
99.285 |
+0.005 |
|
|
|
Mar13 |
101216 |
99.285 |
99.285 |
99.285 |
99.285 |
+0.005 |
|
|
|
Jun13 |
101216 |
99.240 |
99.240 |
99.240 |
99.240 |
+0.005 |
|
|
|
Total Volume and Open Interest |
10 |
1,136 |
+7 |
3-Mth Euro-Yen(SGX) |
Mar11 |
101216 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
1,894 |
+7 |
Jun11 |
101216 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
5 |
1,364 |
+0 |
Sep11 |
101216 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
200 |
1,033 |
+0 |
Dec11 |
101216 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.00 |
0 |
385 |
+0 |
Mar12 |
101216 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.00 |
0 |
305 |
+0 |
Jun12 |
101216 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
754 |
+0 |
Sep12 |
101216 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.00 |
0 |
310 |
+0 |
Dec12 |
101216 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.01 |
0 |
3 |
+0 |
Total Volume and Open Interest |
205 |
6,049 |
+7 |
Japanese Gov't Bonds(SGX) |
Mar11 |
101216 |
139.02 |
139.12 |
138.54 |
139.10 |
+0.15 |
4,802 |
12,011 |
+524 |
Jun11 |
101216 |
137.01 |
137.01 |
137.01 |
137.01 |
+0.15 |
|
|
|
Sep11 |
101216 |
134.92 |
134.92 |
134.92 |
134.92 |
+0.15 |
|
|
|
Total Volume and Open Interest |
4,802 |
12,011 |
+524 |
Euro-Bund(EUREX) |
Mar11 |
101216 |
124.00 |
124.35 |
123.78 |
123.87 |
-0.36 |
596,435 |
893,085 |
+16,635 |
Jun11 |
101216 |
122.90 |
122.90 |
122.45 |
122.45 |
-0.38 |
184 |
552 |
+8 |
Sep11 |
101216 |
122.40 |
122.40 |
122.40 |
122.40 |
-0.38 |
|
|
|
Total Volume and Open Interest |
596,619 |
893,637 |
+16,643 |
Euro-Bobl(EUREX) |
Mar11 |
101216 |
117.57 |
117.77 |
117.41 |
117.48 |
-0.27 |
347,097 |
647,296 |
+14,530 |
Jun11 |
101216 |
116.25 |
116.25 |
116.03 |
116.03 |
-0.31 |
400 |
33 |
+0 |
Sep11 |
101216 |
116.03 |
116.03 |
116.03 |
116.03 |
-0.31 |
|
|
|
Total Volume and Open Interest |
347,497 |
647,329 |
+14,530 |
3-Mth Euribor(EUREX) |
Dec10 |
101213 |
98.975 |
98.975 |
98.970 |
98.975 |
+0.005 |
315 |
7,182 |
-322 |
Mar11 |
101216 |
98.880 |
98.885 |
98.880 |
98.880 |
-0.010 |
311 |
7,569 |
-425 |
Jun11 |
101216 |
98.710 |
98.730 |
98.710 |
98.715 |
-0.020 |
3,574 |
9,311 |
+3,487 |
Total Volume and Open Interest |
3,977 |
25,311 |
+2,984 |
Long Gilt(LIFFE) |
Dec10 |
101216 |
118~19 |
118~19 |
118~19 |
118~19 |
-0~05 |
21 |
3,895 |
-13 |
Mar11 |
101216 |
117~06 |
117~17 |
117~04 |
117~09 |
-0~05 |
102,827 |
243,389 |
-5,846 |
Total Volume and Open Interest |
102,848 |
247,284 |
-5,859 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
101216 |
99.15 |
99.15 |
99.12 |
99.13 |
-0.02 |
49,997 |
281,524 |
+836 |
Jun11 |
101216 |
98.98 |
98.98 |
98.94 |
98.95 |
-0.04 |
58,162 |
232,582 |
-5,863 |
Sep11 |
101216 |
98.78 |
98.79 |
98.75 |
98.76 |
-0.04 |
64,444 |
204,562 |
-13,034 |
Dec11 |
101216 |
98.55 |
98.57 |
98.51 |
98.54 |
-0.03 |
108,026 |
245,690 |
-6,840 |
Mar12 |
101216 |
98.33 |
98.35 |
98.28 |
98.31 |
-0.03 |
80,643 |
220,095 |
+800 |
Jun12 |
101216 |
98.06 |
98.09 |
98.03 |
98.05 |
-0.04 |
66,593 |
137,982 |
+7,240 |
Total Volume and Open Interest |
556,370 |
1,679,422 |
-297,124 |
3-Mth Euribor(LIFFE) |
Mar11 |
101216 |
98.880 |
98.890 |
98.870 |
98.880 |
-0.010 |
84,922 |
521,619 |
+1,600 |
Jun11 |
101216 |
98.715 |
98.735 |
98.705 |
98.715 |
-0.020 |
103,865 |
453,431 |
+841 |
Sep11 |
101216 |
98.540 |
98.575 |
98.540 |
98.555 |
-0.025 |
86,791 |
339,301 |
-5,631 |
Total Volume and Open Interest |
686,762 |
2,505,525 |
-11,422 |
3-Mth Aus T-Bills(SFE) |
Dec10 |
101209 |
94.95 |
94.98 |
94.88 |
94.94 |
-0.02 |
18,793 |
950 |
-57,704 |
Mar11 |
101216 |
94.91 |
94.93 |
94.90 |
94.91 |
unch |
11,073 |
192,501 |
-2,732 |
Jun11 |
101216 |
94.75 |
94.76 |
94.73 |
94.75 |
+0.01 |
8,349 |
110,704 |
-7,692 |
Sep11 |
101216 |
94.60 |
94.62 |
94.58 |
94.59 |
-0.01 |
6,335 |
70,190 |
-158 |
Dec11 |
101216 |
94.49 |
94.51 |
94.47 |
94.48 |
-0.01 |
4,419 |
47,342 |
-125 |
Mar12 |
101216 |
94.42 |
94.45 |
94.40 |
94.41 |
-0.01 |
2,559 |
42,449 |
-441 |
Jun12 |
101216 |
94.37 |
94.38 |
94.34 |
94.35 |
-0.01 |
1,782 |
38,438 |
-124 |
Sep12 |
101216 |
94.33 |
94.34 |
94.30 |
94.31 |
-0.01 |
738 |
19,211 |
+206 |
Dec12 |
101216 |
94.26 |
94.27 |
94.25 |
94.27 |
-0.01 |
489 |
7,440 |
+198 |
Mar13 |
101216 |
94.24 |
94.25 |
94.24 |
94.25 |
+0.02 |
25 |
2,537 |
+0 |
Total Volume and Open Interest |
35,774 |
532,208 |
-10,868 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
101216 |
94.32 |
94.35 |
94.26 |
94.30 |
-0.01 |
29,046 |
347,848 |
-39,864 |
Jun11 |
101216 |
94.32 |
94.32 |
94.32 |
94.32 |
|
|
|
|
3-Year Aus T-Bonds(SFE) |
Mar11 |
101216 |
94.68 |
94.71 |
94.64 |
94.67 |
-0.01 |
69,180 |
368,673 |
-5,914 |
Jun11 |
101216 |
94.69 |
94.69 |
94.69 |
94.69 |
|
|
|
|
Gold(CMX) |
Dec10 |
101216 |
1380.9 |
1385.0 |
1362.5 |
1370.4 |
-15.1 |
215 |
765 |
-144 |
Feb11 |
101216 |
1378.9 |
1387.3 |
1361.6 |
1371.0 |
-15.2 |
151,373 |
358,691 |
-1,744 |
Apr11 |
101216 |
1384.5 |
1389.1 |
1364.7 |
1373.2 |
-15.2 |
10,731 |
51,452 |
-2,991 |
Jun11 |
101216 |
1384.5 |
1390.8 |
1366.7 |
1375.4 |
-15.2 |
4,457 |
34,468 |
+754 |
Aug11 |
101216 |
1389.9 |
1392.4 |
1370.1 |
1377.7 |
-15.2 |
409 |
15,062 |
+225 |
Oct11 |
101216 |
1390.1 |
1392.0 |
1372.4 |
1380.1 |
-15.3 |
1,411 |
11,531 |
+964 |
Dec11 |
101216 |
1393.8 |
1393.8 |
1373.9 |
1382.8 |
-15.3 |
1,988 |
26,365 |
+774 |
Feb12 |
101216 |
1379.2 |
1385.7 |
1379.2 |
1385.7 |
-15.2 |
12 |
6,597 |
+5 |
Apr12 |
101216 |
1388.8 |
1388.8 |
1388.8 |
1388.8 |
-15.1 |
25 |
5,238 |
+25 |
Jun12 |
101216 |
1392.2 |
1392.2 |
1392.2 |
1392.2 |
-15.3 |
340 |
12,178 |
+15 |
Aug12 |
101216 |
1396.1 |
1396.1 |
1396.1 |
1396.1 |
-15.1 |
0 |
6,086 |
+0 |
Oct12 |
101216 |
1400.6 |
1400.6 |
1400.6 |
1400.6 |
-14.8 |
0 |
1,080 |
+0 |
Total Volume and Open Interest |
175,539 |
593,057 |
-1,595 |
Silver(CMX) |
Dec10 |
101216 |
2902.0 |
2902.0 |
2840.0 |
2875.7 |
-46.8 |
34 |
373 |
-45 |
Mar11 |
101216 |
2881.5 |
2925.5 |
2835.0 |
2878.2 |
-47.1 |
62,218 |
74,877 |
-644 |
May11 |
101216 |
2904.0 |
2927.5 |
2848.0 |
2883.4 |
-47.2 |
1,572 |
12,408 |
-205 |
Jul11 |
101216 |
2883.0 |
2902.0 |
2855.0 |
2888.2 |
-47.4 |
157 |
8,990 |
+54 |
Sep11 |
101216 |
2888.0 |
2909.0 |
2887.0 |
2893.3 |
-47.6 |
865 |
6,188 |
-100 |
Dec11 |
101216 |
2925.5 |
2943.0 |
2864.5 |
2900.8 |
-47.5 |
1,282 |
12,055 |
+902 |
Mar12 |
101216 |
2920.5 |
2920.5 |
2908.0 |
2908.0 |
-47.3 |
2 |
374 |
+0 |
Total Volume and Open Interest |
68,114 |
130,332 |
+187 |
Platinum(NYMEX) |
Jan11 |
101216 |
1696.0 |
1707.3 |
1686.5 |
1698.6 |
-5.8 |
6,378 |
21,612 |
-1,815 |
Apr11 |
101216 |
1701.1 |
1710.0 |
1691.1 |
1703.1 |
-6.2 |
2,045 |
14,240 |
+1,624 |
Jul11 |
101216 |
1707.5 |
1707.5 |
1705.5 |
1705.5 |
-6.6 |
6 |
476 |
+6 |
Oct11 |
101216 |
1705.5 |
1705.5 |
1705.5 |
1705.5 |
-6.6 |
0 |
6 |
+0 |
Total Volume and Open Interest |
8,429 |
36,335 |
-185 |
Palladium(NYMEX) |
Dec10 |
101216 |
741.05 |
741.05 |
741.05 |
741.05 |
-10.10 |
0 |
37 |
-100 |
Mar11 |
101216 |
749.85 |
758.00 |
730.00 |
742.55 |
-10.10 |
3,100 |
22,464 |
-101 |
Jun11 |
101216 |
750.95 |
750.95 |
732.05 |
743.75 |
-10.10 |
5 |
390 |
+0 |
Total Volume and Open Interest |
3,121 |
22,924 |
-200 |
Copper(CMX) |
Dec10 |
101216 |
409.65 |
413.20 |
407.50 |
411.05 |
-1.60 |
627 |
2,317 |
-335 |
Mar11 |
101216 |
410.75 |
413.85 |
407.80 |
411.60 |
-1.65 |
33,594 |
114,674 |
-54 |
May11 |
101216 |
412.10 |
412.10 |
407.50 |
410.90 |
-1.55 |
1,790 |
26,275 |
+660 |
Jul11 |
101216 |
408.45 |
409.40 |
408.45 |
409.10 |
-1.35 |
479 |
6,837 |
+250 |
Sep11 |
101216 |
405.80 |
407.10 |
405.80 |
407.10 |
-1.15 |
74 |
5,010 |
+2 |
Total Volume and Open Interest |
37,018 |
164,069 |
+523 |
DJIA Index(CBOT) |
Dec10 |
101216 |
11476 |
11500 |
11450 |
11490 |
+12 |
1,555 |
7,411 |
+635 |
Mar11 |
101216 |
11413 |
11450 |
11355 |
11431 |
+16 |
2,186 |
4,081 |
+1,643 |
Jun11 |
101216 |
11381 |
11381 |
11368 |
11381 |
+13 |
|
|
|
Sep11 |
101216 |
11305 |
11305 |
11293 |
11305 |
+12 |
|
|
|
Total Volume and Open Interest |
3,741 |
11,492 |
+2,278 |
S & P 500(CME) |
Dec10 |
101216 |
1236.80 |
1244.00 |
1233.00 |
1243.40 |
+6.40 |
48,563 |
164,357 |
-43,685 |
Mar11 |
101216 |
1232.00 |
1239.50 |
1228.00 |
1238.50 |
+6.40 |
56,146 |
250,676 |
+32,446 |
Jun11 |
101216 |
1232.30 |
1233.60 |
1225.30 |
1233.60 |
+6.30 |
0 |
3,864 |
+1 |
Sep11 |
101216 |
1228.80 |
1228.80 |
1220.60 |
1228.80 |
+6.20 |
0 |
755 |
+0 |
Total Volume and Open Interest |
104,709 |
420,002 |
-11,238 |
S & P 500 E-Mini(Globex) |
Dec10 |
101216 |
1237.00 |
1244.50 |
1232.50 |
1243.50 |
+6.50 |
533,898 |
1,177,387 |
-220,602 |
Mar11 |
101216 |
1232.00 |
1239.75 |
1227.50 |
1238.50 |
+6.50 |
2,114,241 |
2,245,053 |
+253,240 |
Total Volume and Open Interest |
2,648,269 |
3,423,825 |
+32,659 |
NASDAQ 100(CME) |
Dec10 |
101216 |
2203.00 |
2221.00 |
2203.00 |
2220.30 |
+18.00 |
5,293 |
26,157 |
+337 |
Mar11 |
101216 |
2203.50 |
2224.50 |
2197.50 |
2219.30 |
+18.00 |
3,742 |
6,803 |
+2,281 |
Jun11 |
101216 |
2217.30 |
2218.30 |
2217.30 |
2217.30 |
+18.00 |
0 |
15 |
+15 |
Total Volume and Open Interest |
9,035 |
32,975 |
+2,633 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
101216 |
2204.00 |
2225.80 |
2197.80 |
2220.30 |
+18.00 |
101,017 |
215,207 |
-56,149 |
Mar11 |
101216 |
2201.80 |
2224.80 |
2197.30 |
2219.30 |
+18.00 |
320,618 |
308,937 |
+59,566 |
Total Volume and Open Interest |
421,638 |
524,239 |
+3,492 |
S & P Midcap 400(CME) |
Dec10 |
101216 |
900.30 |
900.30 |
900.20 |
900.30 |
+8.10 |
456 |
2,834 |
-415 |
Mar11 |
101216 |
900.00 |
900.00 |
898.10 |
898.10 |
+7.90 |
474 |
760 |
+430 |
Jun11 |
101216 |
894.60 |
896.10 |
894.60 |
894.60 |
+6.50 |
|
|
|
Total Volume and Open Interest |
930 |
3,594 |
+15 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
101216 |
10390 |
10410 |
10310 |
10375 |
unch |
5,427 |
36,835 |
-574 |
Jun11 |
101216 |
10355 |
10355 |
10355 |
10355 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
5,427 |
36,837 |
-574 |
Nikkei 225(SGX) |
Mar11 |
101216 |
10280 |
10350 |
10275 |
10295 |
+5 |
80,454 |
194,275 |
-2,481 |
Jun11 |
101216 |
10220 |
10220 |
10220 |
10220 |
unch |
13 |
2,213 |
+2 |
Sep11 |
101216 |
10225 |
10225 |
10225 |
10225 |
+10 |
|
|
|
Total Volume and Open Interest |
80,467 |
208,110 |
-459 |
CAC 40(EURONEXT) |
Dec10 |
101216 |
3879.5 |
3899.0 |
3861.0 |
3887.5 |
+6.0 |
238,714 |
311,827 |
-80,996 |
Jan11 |
101216 |
3887.0 |
3902.0 |
3864.5 |
3890.5 |
+5.5 |
129,672 |
296,589 |
+97,545 |
Feb11 |
101216 |
3895.5 |
3899.0 |
3893.0 |
3893.0 |
+7.5 |
0 |
80 |
+10 |
Total Volume and Open Interest |
383,655 |
651,468 |
+30,405 |
Hang Seng Index(HKFE) |
Dec10 |
101216 |
22963 |
23005 |
22521 |
22552 |
-398 |
72,366 |
91,000 |
-778 |
Jan11 |
101216 |
22920 |
23000 |
22526 |
22558 |
-397 |
2,468 |
4,416 |
+769 |
Total Volume and Open Interest |
74,959 |
99,375 |
+79 |
DAX(EUREX) |
Dec10 |
101216 |
7012.0 |
7035.0 |
6990.0 |
7023.0 |
unch |
235,531 |
116,469 |
-56,680 |
Mar11 |
101216 |
7036.5 |
7053.5 |
7009.0 |
7042.5 |
+1.5 |
125,386 |
133,038 |
+42,871 |
Jun11 |
101216 |
7054.0 |
7073.0 |
7032.5 |
7065.5 |
+2.0 |
11,891 |
9,665 |
+2,869 |
Total Volume and Open Interest |
372,808 |
259,172 |
-10,940 |
FT-SE 100(EURONEXT) |
Dec10 |
101216 |
5863.50 |
5909.00 |
5861.50 |
5883.00 |
-13.50 |
234,428 |
185,988 |
-114,885 |
Mar11 |
101216 |
5827.00 |
5872.50 |
5825.00 |
5847.00 |
-12.50 |
182,099 |
591,478 |
+138,548 |
Jun11 |
101216 |
5790.00 |
5810.00 |
5790.00 |
5802.50 |
-14.50 |
1 |
1,107 |
+0 |
Total Volume and Open Interest |
416,528 |
778,583 |
+23,663 |
SPI 200(SFE) |
Dec10 |
101216 |
4765.0 |
4785.0 |
4752.0 |
4762.0 |
-8.0 |
15,081 |
65,257 |
-117,974 |
Mar11 |
101216 |
4765.0 |
4787.0 |
4751.0 |
4782.0 |
+12.0 |
30,441 |
180,660 |
+8,117 |
Jun11 |
101216 |
4803.0 |
4806.0 |
4803.0 |
4806.0 |
+13.0 |
4 |
2,381 |
+2 |
Total Volume and Open Interest |
45,633 |
251,391 |
-110,260 |
GSCI(CME) |
Jan11 |
101216 |
610.50 |
612.50 |
606.50 |
607.25 |
-3.65 |
350 |
14,698 |
+104 |
Feb11 |
101216 |
613.50 |
615.00 |
610.00 |
610.50 |
-3.40 |
|
|
|
Mar11 |
101216 |
616.00 |
616.00 |
611.50 |
612.00 |
-3.00 |
|
|
|
Total Volume and Open Interest |
350 |
14,698 |
|
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. |
|
|