|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri December 03, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
101203 |
1278.00 |
1301.50 |
1274.00 |
1300.25 |
+20.50 |
87,542 |
249,326 |
-7,529 |
Mar11 |
101203 |
1286.25 |
1309.00 |
1282.50 |
1307.00 |
+19.25 |
37,067 |
137,876 |
+1,267 |
May11 |
101203 |
1287.25 |
1310.00 |
1284.25 |
1308.25 |
+19.00 |
10,937 |
68,033 |
+1,392 |
Jul11 |
101203 |
1289.25 |
1312.00 |
1286.25 |
1310.50 |
+19.25 |
12,389 |
60,995 |
+1,188 |
Aug11 |
101203 |
1278.00 |
1285.50 |
1269.00 |
1284.75 |
+15.75 |
244 |
2,425 |
+14 |
Sep11 |
101203 |
1240.00 |
1246.50 |
1232.75 |
1244.25 |
+11.50 |
349 |
3,347 |
+144 |
Nov11 |
101203 |
1196.75 |
1211.25 |
1191.25 |
1208.25 |
+11.25 |
6,885 |
99,382 |
+1,098 |
Total Volume and Open Interest |
157,484 |
635,581 |
-1,463 |
Soybean Meal(CBOT) |
Dec10 |
101203 |
343.50 |
351.60 |
343.40 |
350.10 |
+6.00 |
5,603 |
4,440 |
-1,681 |
Jan11 |
101203 |
345.20 |
352.90 |
344.30 |
351.60 |
+5.90 |
30,115 |
67,510 |
-182 |
Mar11 |
101203 |
347.10 |
354.00 |
346.00 |
352.90 |
+5.60 |
11,462 |
44,927 |
+88 |
May11 |
101203 |
345.60 |
352.20 |
345.10 |
351.30 |
+5.60 |
5,636 |
25,720 |
-228 |
Jul11 |
101203 |
345.50 |
352.00 |
344.50 |
350.90 |
+5.40 |
2,521 |
17,496 |
+330 |
Aug11 |
101203 |
336.60 |
341.50 |
336.60 |
340.90 |
+4.30 |
601 |
5,236 |
+68 |
Sep11 |
101203 |
326.90 |
330.60 |
325.10 |
328.50 |
+3.40 |
331 |
5,431 |
-70 |
Oct11 |
101203 |
313.80 |
314.30 |
301.50 |
311.30 |
+2.70 |
110 |
4,636 |
+10 |
Total Volume and Open Interest |
58,263 |
193,453 |
-1,314 |
Soybean Oil(CBOT) |
Dec10 |
101203 |
52.58 |
53.19 |
52.57 |
53.08 |
+0.61 |
11,313 |
6,145 |
-2,076 |
Jan11 |
101203 |
52.93 |
53.60 |
52.70 |
53.45 |
+0.61 |
41,175 |
129,600 |
-1,755 |
Mar11 |
101203 |
53.21 |
54.03 |
53.13 |
53.89 |
+0.61 |
19,469 |
91,760 |
+3,263 |
May11 |
101203 |
53.64 |
54.35 |
53.52 |
54.20 |
+0.60 |
4,480 |
38,632 |
+152 |
Jul11 |
101203 |
53.89 |
54.60 |
53.78 |
54.44 |
+0.58 |
5,530 |
31,799 |
+1,734 |
Aug11 |
101203 |
53.99 |
54.60 |
53.99 |
54.52 |
+0.58 |
407 |
4,454 |
+18 |
Sep11 |
101203 |
54.09 |
54.63 |
54.00 |
54.55 |
+0.55 |
460 |
4,373 |
-4 |
Oct11 |
101203 |
54.06 |
54.66 |
54.06 |
54.55 |
+0.55 |
836 |
5,537 |
+13 |
Total Volume and Open Interest |
87,533 |
330,452 |
+2,659 |
Canola(WCE) |
Jan11 |
101203 |
548.0 |
556.6 |
543.1 |
553.3 |
+6.2 |
8,500 |
102,592 |
-1,277 |
Mar11 |
101203 |
553.0 |
563.0 |
549.6 |
559.5 |
+6.2 |
4,184 |
34,207 |
+1,104 |
May11 |
101203 |
556.5 |
565.6 |
552.2 |
562.3 |
+7.0 |
423 |
4,138 |
-273 |
Jul11 |
101203 |
554.4 |
567.5 |
551.7 |
563.6 |
+6.9 |
194 |
14,310 |
+144 |
Nov11 |
101203 |
502.1 |
519.0 |
502.1 |
517.0 |
+10.3 |
732 |
31,424 |
-413 |
Total Volume and Open Interest |
14,595 |
188,339 |
-338 |
Corn(CBOT) |
Dec10 |
101203 |
541.00 |
559.50 |
541.00 |
559.00 |
+18.25 |
36,142 |
21,119 |
-4,865 |
Mar11 |
101203 |
555.75 |
574.00 |
555.50 |
573.50 |
+18.00 |
161,989 |
739,234 |
-5,277 |
May11 |
101203 |
563.75 |
580.75 |
563.75 |
580.50 |
+17.00 |
35,933 |
159,083 |
+3,683 |
Jul11 |
101203 |
568.75 |
585.00 |
566.25 |
584.50 |
+16.00 |
39,008 |
230,609 |
+827 |
Sep11 |
101203 |
540.00 |
552.50 |
540.00 |
548.25 |
+10.25 |
2,541 |
39,126 |
-57 |
Dec11 |
101203 |
523.00 |
539.75 |
523.00 |
534.50 |
+11.50 |
25,804 |
260,468 |
-613 |
Total Volume and Open Interest |
305,082 |
1,508,341 |
-5,662 |
Wheat(CBOT) |
Dec10 |
101203 |
714.25 |
738.00 |
714.25 |
738.00 |
+31.50 |
4,391 |
2,872 |
-1,140 |
Mar11 |
101203 |
748.25 |
782.00 |
747.25 |
779.00 |
+30.50 |
68,701 |
232,240 |
+3,189 |
May11 |
101203 |
766.50 |
795.75 |
766.50 |
790.75 |
+23.25 |
19,862 |
50,242 |
+1,848 |
Jul11 |
101203 |
773.25 |
800.00 |
773.25 |
786.75 |
+11.75 |
15,532 |
95,253 |
+874 |
Sep11 |
101203 |
791.00 |
810.00 |
788.00 |
795.75 |
+6.25 |
1,988 |
17,486 |
+512 |
Total Volume and Open Interest |
116,878 |
465,695 |
+5,959 |
Wheat(KCBT) |
Dec10 |
101203 |
810.00 |
812.50 |
808.50 |
811.75 |
+24.50 |
1,943 |
1,050 |
-1,438 |
Mar11 |
101203 |
801.00 |
828.75 |
799.50 |
822.00 |
+20.25 |
20,916 |
117,483 |
+1,419 |
May11 |
101203 |
808.00 |
835.50 |
808.00 |
828.75 |
+19.50 |
5,008 |
21,487 |
-558 |
Jul11 |
101203 |
809.00 |
833.00 |
809.00 |
823.00 |
+12.50 |
6,931 |
51,292 |
+90 |
Sep11 |
101203 |
818.25 |
842.75 |
818.25 |
829.25 |
+11.25 |
2,334 |
12,046 |
+110 |
Total Volume and Open Interest |
38,020 |
215,138 |
-530 |
Wheat(MGE) |
Dec10 |
101203 |
817.75 |
817.75 |
817.25 |
817.25 |
+24.00 |
367 |
383 |
-298 |
Mar11 |
101203 |
810.00 |
841.00 |
810.00 |
835.25 |
+22.00 |
7,217 |
32,025 |
+543 |
May11 |
101203 |
821.25 |
849.50 |
821.25 |
844.00 |
+22.75 |
1,939 |
9,567 |
+339 |
Jul11 |
101203 |
823.50 |
849.00 |
823.50 |
844.25 |
+20.50 |
1,495 |
7,842 |
+218 |
Sep11 |
101203 |
822.75 |
844.00 |
820.75 |
834.50 |
+11.50 |
902 |
6,912 |
+273 |
Total Volume and Open Interest |
12,694 |
64,865 |
+1,192 |
Oats(CBOT) |
Dec10 |
101203 |
367.25 |
372.75 |
361.00 |
367.00 |
+6.00 |
289 |
167 |
-444 |
Mar11 |
101203 |
364.75 |
369.50 |
364.00 |
367.00 |
+6.00 |
606 |
9,403 |
-82 |
May11 |
101203 |
373.00 |
374.00 |
366.25 |
371.75 |
+5.50 |
37 |
606 |
+22 |
Jul11 |
101203 |
377.25 |
377.25 |
371.25 |
376.50 |
+5.25 |
21 |
212 |
+16 |
Total Volume and Open Interest |
965 |
11,303 |
-296 |
Rough Rice(CBOT) |
Jan11 |
101203 |
14.42 |
14.88 |
14.32 |
14.67 |
+0.23 |
679 |
8,957 |
-115 |
Mar11 |
101203 |
14.71 |
15.14 |
14.61 |
14.95 |
+0.23 |
444 |
5,380 |
+267 |
May11 |
101203 |
15.09 |
15.32 |
14.98 |
15.22 |
+0.23 |
57 |
1,028 |
+12 |
Jul11 |
101203 |
15.20 |
15.50 |
15.11 |
15.41 |
+0.20 |
73 |
1,552 |
-1 |
Total Volume and Open Interest |
1,290 |
17,583 |
+174 |
Live Cattle(CME) |
Dec10 |
101203 |
103.080 |
103.285 |
102.550 |
103.180 |
+0.100 |
11,148 |
38,217 |
-2,772 |
Feb11 |
101203 |
106.300 |
106.850 |
105.700 |
106.385 |
-0.095 |
18,509 |
163,109 |
+2,774 |
Apr11 |
101203 |
109.000 |
109.600 |
108.750 |
109.100 |
-0.200 |
7,115 |
85,343 |
+1,719 |
Jun11 |
101203 |
106.050 |
106.500 |
105.800 |
106.230 |
unch |
2,839 |
36,599 |
+1,054 |
Aug11 |
101203 |
105.930 |
106.350 |
105.700 |
106.330 |
+0.380 |
670 |
14,410 |
+172 |
Oct11 |
101203 |
108.250 |
108.800 |
108.230 |
108.600 |
unch |
448 |
7,880 |
+69 |
Total Volume and Open Interest |
40,876 |
349,957 |
+3,043 |
Feeder Cattle(CME) |
Jan11 |
101203 |
118.600 |
119.250 |
118.385 |
118.680 |
unch |
2,210 |
16,245 |
+23 |
Mar11 |
101203 |
119.350 |
119.785 |
119.080 |
119.480 |
+0.050 |
1,129 |
10,285 |
+346 |
Apr11 |
101203 |
120.000 |
120.500 |
119.750 |
120.300 |
+0.070 |
742 |
3,372 |
+201 |
May11 |
101203 |
120.000 |
120.800 |
120.000 |
120.450 |
+0.020 |
334 |
4,297 |
+206 |
Aug11 |
101203 |
120.900 |
121.180 |
120.500 |
120.930 |
+0.180 |
228 |
3,961 |
+151 |
Sep11 |
101203 |
120.000 |
120.100 |
119.600 |
120.000 |
+0.100 |
10 |
284 |
+7 |
Oct11 |
101203 |
119.800 |
119.800 |
119.800 |
119.800 |
+0.300 |
6 |
60 |
+6 |
Total Volume and Open Interest |
4,682 |
38,544 |
+958 |
Lean Hogs(CME) |
Dec10 |
101203 |
69.100 |
69.350 |
68.800 |
69.285 |
+0.355 |
3,669 |
16,256 |
-708 |
Feb11 |
101203 |
76.400 |
76.635 |
75.600 |
76.580 |
+0.580 |
13,218 |
84,207 |
+2,934 |
Apr11 |
101203 |
80.200 |
80.450 |
79.650 |
80.285 |
+0.355 |
3,521 |
50,209 |
+434 |
May11 |
101203 |
86.635 |
87.000 |
86.000 |
87.000 |
+0.400 |
64 |
1,683 |
-24 |
Jun11 |
101203 |
89.100 |
89.600 |
88.830 |
89.450 |
+0.350 |
2,199 |
30,844 |
+464 |
Jul11 |
101203 |
88.700 |
89.000 |
88.285 |
88.750 |
+0.050 |
82 |
6,880 |
+40 |
Aug11 |
101203 |
87.950 |
88.350 |
87.700 |
88.250 |
+0.100 |
361 |
7,560 |
+57 |
Oct11 |
101203 |
78.475 |
78.800 |
78.250 |
78.550 |
-0.150 |
87 |
4,708 |
+46 |
Total Volume and Open Interest |
23,233 |
204,279 |
+3,253 |
Class III Milk(CME) |
Dec10 |
101203 |
13.79 |
13.92 |
13.77 |
13.90 |
+0.13 |
199 |
5,774 |
+20 |
Jan11 |
101203 |
13.60 |
13.70 |
13.60 |
13.68 |
+0.02 |
295 |
3,751 |
+4 |
Feb11 |
101203 |
13.60 |
13.70 |
13.60 |
13.67 |
+0.02 |
252 |
3,062 |
+103 |
Mar11 |
101203 |
13.86 |
13.93 |
13.78 |
13.88 |
unch |
87 |
2,792 |
+28 |
Apr11 |
101203 |
14.09 |
14.09 |
14.00 |
14.09 |
+0.01 |
24 |
2,008 |
+11 |
Total Volume and Open Interest |
1,228 |
31,557 |
+436 |
Cocoa(ICE) |
Dec10 |
101203 |
2911 |
2914 |
2900 |
2905 |
+69 |
15 |
32 |
-10 |
Mar11 |
101203 |
2890 |
2947 |
2863 |
2935 |
+67 |
14,742 |
70,480 |
-1,728 |
May11 |
101203 |
2917 |
2965 |
2883 |
2955 |
+65 |
2,234 |
20,339 |
+280 |
Jul11 |
101203 |
2930 |
2979 |
2900 |
2969 |
+61 |
532 |
10,601 |
+61 |
Sep11 |
101203 |
2961 |
2994 |
2923 |
2984 |
+62 |
715 |
5,197 |
+214 |
Dec11 |
101203 |
2940 |
3006 |
2938 |
2999 |
+59 |
644 |
10,615 |
+337 |
Mar12 |
101203 |
3048 |
3071 |
3009 |
3071 |
+61 |
144 |
10,274 |
+89 |
Total Volume and Open Interest |
19,037 |
132,799 |
-749 |
Coffee "C"(ICE) |
Dec10 |
101203 |
204.85 |
206.20 |
204.50 |
204.50 |
+1.10 |
25 |
466 |
-35 |
Mar11 |
101203 |
203.45 |
207.45 |
203.15 |
204.80 |
+1.10 |
5,723 |
87,449 |
+89 |
May11 |
101203 |
204.00 |
208.00 |
204.00 |
205.45 |
+1.00 |
820 |
23,011 |
+336 |
Jul11 |
101203 |
204.40 |
206.45 |
204.25 |
204.65 |
+0.85 |
137 |
7,311 |
-6 |
Sep11 |
101203 |
203.80 |
204.25 |
202.05 |
202.50 |
+0.65 |
56 |
3,242 |
+17 |
Dec11 |
101203 |
201.25 |
201.60 |
199.55 |
199.65 |
+0.70 |
29 |
6,104 |
+10 |
Total Volume and Open Interest |
6,811 |
128,734 |
+405 |
Orange Juice(ICE) |
Jan11 |
101203 |
156.25 |
157.55 |
155.50 |
156.80 |
+1.35 |
1,613 |
17,958 |
-389 |
Mar11 |
101203 |
157.50 |
158.25 |
156.45 |
157.70 |
+1.30 |
629 |
6,910 |
+419 |
May11 |
101203 |
158.95 |
158.95 |
158.55 |
158.55 |
+1.25 |
93 |
1,258 |
+20 |
Jul11 |
101203 |
158.75 |
159.80 |
158.75 |
159.80 |
+1.60 |
208 |
1,902 |
+200 |
Sep11 |
101203 |
159.80 |
159.80 |
159.80 |
159.80 |
+1.55 |
0 |
300 |
+0 |
Nov11 |
101203 |
159.75 |
159.75 |
159.75 |
159.75 |
+1.50 |
0 |
15 |
+0 |
Total Volume and Open Interest |
2,543 |
28,366 |
+250 |
Sugar #11(ICE) |
Mar11 |
101203 |
28.50 |
29.67 |
28.38 |
29.50 |
+1.05 |
30,695 |
228,799 |
+97 |
May11 |
101203 |
25.90 |
26.89 |
25.78 |
26.71 |
+0.86 |
10,580 |
101,969 |
+1,001 |
Jul11 |
101203 |
23.14 |
24.06 |
22.96 |
23.88 |
+0.74 |
8,658 |
95,779 |
-126 |
Oct11 |
101203 |
21.68 |
22.48 |
21.55 |
22.21 |
+0.57 |
6,042 |
56,372 |
+842 |
Mar12 |
101203 |
20.98 |
21.80 |
20.98 |
21.49 |
+0.51 |
1,431 |
47,141 |
+120 |
Total Volume and Open Interest |
58,440 |
572,432 |
+1,805 |
London Cocoa(LCE) |
Dec10 |
101203 |
1927 |
1964 |
1918 |
1954 |
+44 |
4,391 |
38,204 |
-3,406 |
Mar11 |
101203 |
1938 |
1962 |
1920 |
1959 |
+36 |
16,369 |
62,258 |
+2,193 |
May11 |
101203 |
1956 |
1977 |
1938 |
1973 |
+32 |
2,267 |
19,963 |
-370 |
Jul11 |
101203 |
1972 |
1994 |
1953 |
1990 |
+31 |
2,498 |
16,951 |
+1,217 |
Sep11 |
101203 |
1993 |
1998 |
1967 |
1994 |
+25 |
241 |
9,793 |
-42 |
Dec11 |
101203 |
1985 |
2006 |
1980 |
1999 |
+22 |
244 |
16,268 |
+53 |
Mar12 |
101203 |
1995 |
2018 |
1992 |
2008 |
+19 |
191 |
13,187 |
+88 |
Total Volume and Open Interest |
26,224 |
179,629 |
+2,021 |
London Sugar(LCE) |
Mar11 |
101203 |
727.80 |
742.80 |
727.80 |
740.00 |
+12.10 |
1,205 |
28,170 |
-64 |
May11 |
101203 |
691.10 |
700.00 |
688.90 |
697.30 |
+8.60 |
215 |
8,705 |
+19 |
Aug11 |
101203 |
629.80 |
635.90 |
627.70 |
634.10 |
+11.40 |
79 |
6,938 |
-3 |
Oct11 |
101203 |
584.80 |
589.00 |
582.80 |
587.00 |
+9.10 |
58 |
2,034 |
-4 |
Dec11 |
101203 |
567.30 |
572.60 |
567.10 |
570.30 |
+7.70 |
26 |
736 |
+26 |
Total Volume and Open Interest |
1,609 |
47,124 |
+0 |
Cotton(ICE) |
Dec10 |
101203 |
149.98 |
149.98 |
140.00 |
142.33 |
+4.99 |
19 |
488 |
-32 |
Mar11 |
101203 |
127.30 |
132.34 |
127.30 |
132.34 |
+6.00 |
9,074 |
110,119 |
-474 |
May11 |
101203 |
122.26 |
127.50 |
122.26 |
127.50 |
+6.00 |
1,948 |
20,108 |
+96 |
Jul11 |
101203 |
117.56 |
123.08 |
117.56 |
123.08 |
+6.00 |
3,087 |
28,632 |
+882 |
Oct11 |
101203 |
105.82 |
110.32 |
105.82 |
107.11 |
+2.79 |
121 |
292 |
-51 |
Dec11 |
101203 |
93.00 |
97.69 |
93.00 |
95.61 |
+1.79 |
2,250 |
34,517 |
+302 |
Total Volume and Open Interest |
16,717 |
196,092 |
+845 |
Lumber(CME) |
Jan11 |
101203 |
251.0 |
251.2 |
248.0 |
249.3 |
-2.7 |
415 |
3,601 |
+8 |
Mar11 |
101203 |
269.0 |
269.0 |
265.0 |
265.0 |
-3.0 |
302 |
4,409 |
+85 |
May11 |
101203 |
276.5 |
278.0 |
276.0 |
277.0 |
unch |
40 |
1,239 |
+3 |
Jul11 |
101203 |
285.7 |
286.0 |
285.7 |
286.0 |
-3.6 |
1 |
172 |
+0 |
Total Volume and Open Interest |
758 |
9,421 |
+96 |
Crude Oil(NYM) |
Jan11 |
101203 |
87.94 |
89.49 |
87.14 |
89.19 |
+1.19 |
330,642 |
316,409 |
-6,327 |
Feb11 |
101203 |
88.30 |
89.87 |
87.60 |
89.59 |
+1.17 |
106,465 |
135,364 |
+6,554 |
Mar11 |
101203 |
88.64 |
90.13 |
88.00 |
89.87 |
+1.12 |
62,181 |
126,904 |
-877 |
Apr11 |
101203 |
88.84 |
90.50 |
88.24 |
90.02 |
+1.06 |
30,997 |
50,523 |
+1,319 |
May11 |
101203 |
89.06 |
90.33 |
88.40 |
90.08 |
+0.96 |
17,187 |
33,640 |
-1,748 |
Jun11 |
101203 |
89.03 |
90.36 |
88.48 |
90.13 |
+0.87 |
44,138 |
88,373 |
+3,116 |
Jul11 |
101203 |
89.30 |
90.34 |
89.01 |
90.14 |
+0.78 |
8,718 |
37,599 |
+802 |
Aug11 |
101203 |
89.34 |
90.31 |
89.34 |
90.12 |
+0.66 |
5,043 |
17,953 |
+36 |
Sep11 |
101203 |
89.39 |
90.30 |
89.39 |
90.10 |
+0.55 |
5,579 |
24,004 |
-392 |
Oct11 |
101203 |
89.66 |
90.40 |
89.45 |
90.09 |
+0.44 |
7,493 |
17,585 |
+1,698 |
Nov11 |
101203 |
89.77 |
90.36 |
89.15 |
90.10 |
+0.33 |
4,538 |
21,543 |
+636 |
Dec11 |
101203 |
89.61 |
90.66 |
88.94 |
90.14 |
+0.25 |
45,514 |
150,170 |
+3,910 |
Jan12 |
101203 |
90.04 |
90.04 |
90.04 |
90.04 |
+0.15 |
897 |
19,899 |
+323 |
Feb12 |
101203 |
89.94 |
89.94 |
89.94 |
89.94 |
+0.05 |
379 |
7,959 |
-4 |
Mar12 |
101203 |
89.85 |
89.85 |
89.59 |
89.85 |
-0.04 |
324 |
10,541 |
+89 |
Apr12 |
101203 |
89.76 |
89.76 |
89.76 |
89.76 |
-0.13 |
51 |
4,039 |
-11 |
Total Volume and Open Interest |
712,492 |
1,372,670 |
+14,230 |
e-miNY Crude Oil(NYM) |
Dec10 |
101118 |
80.400 |
82.300 |
80.400 |
81.850 |
+1.400 |
7,920 |
4,586 |
-336 |
Jan11 |
101203 |
87.925 |
89.475 |
87.150 |
89.200 |
+1.200 |
8,317 |
4,068 |
+24 |
Feb11 |
101203 |
88.375 |
89.875 |
87.700 |
89.600 |
+1.175 |
427 |
1,267 |
+67 |
Mar11 |
101203 |
88.450 |
90.075 |
88.225 |
89.875 |
+1.125 |
80 |
447 |
+0 |
Apr11 |
101203 |
90.025 |
90.025 |
90.025 |
90.025 |
+1.075 |
0 |
5 |
+0 |
May11 |
101203 |
89.675 |
90.075 |
89.675 |
90.075 |
+0.950 |
0 |
13 |
+0 |
Jun11 |
101203 |
89.125 |
90.250 |
88.500 |
90.125 |
+0.875 |
0 |
9 |
+0 |
Jul11 |
101203 |
90.150 |
90.150 |
90.150 |
90.150 |
+0.800 |
0 |
1 |
+0 |
Aug11 |
101203 |
90.125 |
90.125 |
90.125 |
90.125 |
+0.675 |
|
|
|
Sep11 |
101203 |
90.100 |
90.100 |
90.100 |
90.100 |
+0.550 |
0 |
1 |
+0 |
Total Volume and Open Interest |
8,824 |
5,964 |
+91 |
Heating Oil(NYM) |
Jan11 |
101203 |
244.74 |
249.87 |
243.78 |
248.74 |
+3.28 |
69,746 |
101,664 |
+2,150 |
Feb11 |
101203 |
245.85 |
251.08 |
245.03 |
250.05 |
+3.53 |
28,760 |
46,100 |
+2,745 |
Mar11 |
101203 |
245.90 |
250.70 |
245.00 |
249.78 |
+3.39 |
14,468 |
35,678 |
+689 |
Apr11 |
101203 |
245.10 |
249.06 |
244.34 |
248.39 |
+3.29 |
7,493 |
19,162 |
+790 |
May11 |
101203 |
244.14 |
248.26 |
243.49 |
247.31 |
+3.20 |
5,627 |
17,590 |
-318 |
Jun11 |
101203 |
243.85 |
247.83 |
242.40 |
246.85 |
+3.13 |
10,169 |
38,546 |
+509 |
Jul11 |
101203 |
244.85 |
248.39 |
244.85 |
247.40 |
+2.98 |
828 |
7,855 |
+102 |
Aug11 |
101203 |
248.85 |
248.85 |
248.17 |
248.17 |
+2.80 |
275 |
4,480 |
+15 |
Sep11 |
101203 |
246.72 |
249.22 |
245.66 |
249.22 |
+2.55 |
414 |
4,414 |
-133 |
Oct11 |
101203 |
250.47 |
250.47 |
250.47 |
250.47 |
+2.20 |
157 |
2,828 |
+3 |
Nov11 |
101203 |
251.92 |
251.92 |
251.92 |
251.92 |
+2.05 |
140 |
2,862 |
+10 |
Dec11 |
101203 |
251.35 |
253.72 |
249.79 |
253.22 |
+2.00 |
3,158 |
15,592 |
+574 |
Total Volume and Open Interest |
141,574 |
304,734 |
+7,094 |
Gasoline(NYMEX) |
Jan11 |
101203 |
235.00 |
236.47 |
232.70 |
235.21 |
-0.32 |
58,347 |
95,064 |
-8,456 |
Feb11 |
101203 |
232.00 |
234.81 |
230.05 |
233.65 |
+0.90 |
32,976 |
42,647 |
-1,266 |
Mar11 |
101203 |
232.15 |
234.31 |
230.13 |
233.61 |
+1.41 |
26,341 |
31,825 |
+2,562 |
Apr11 |
101203 |
240.29 |
243.83 |
239.19 |
243.00 |
+1.78 |
12,661 |
25,212 |
+219 |
May11 |
101203 |
242.00 |
244.00 |
240.41 |
243.12 |
+1.87 |
6,237 |
11,141 |
-188 |
Jun11 |
101203 |
241.50 |
243.83 |
239.81 |
242.93 |
+1.91 |
7,478 |
15,076 |
+642 |
Jul11 |
101203 |
240.11 |
243.07 |
240.10 |
241.98 |
+1.84 |
2,038 |
4,356 |
+45 |
Aug11 |
101203 |
240.73 |
240.95 |
240.65 |
240.65 |
+1.65 |
635 |
5,133 |
-188 |
Sep11 |
101203 |
238.89 |
238.89 |
238.89 |
238.89 |
+1.41 |
916 |
2,897 |
-232 |
Oct11 |
101203 |
227.85 |
227.85 |
227.85 |
227.85 |
+0.96 |
388 |
2,597 |
-125 |
Total Volume and Open Interest |
151,350 |
268,048 |
-5,872 |
e-miNY RBOB Gasoline(NYM) |
Jan11 |
101203 |
235.20 |
235.21 |
235.20 |
235.20 |
-0.30 |
0 |
2 |
+0 |
Feb11 |
101203 |
233.70 |
233.70 |
233.65 |
233.70 |
+0.90 |
0 |
1 |
+0 |
Mar11 |
101203 |
233.60 |
233.61 |
233.60 |
233.60 |
+1.40 |
0 |
1 |
+0 |
Apr11 |
101203 |
243.00 |
243.00 |
243.00 |
243.00 |
+1.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Jan11 |
101203 |
4.341 |
4.391 |
4.280 |
4.349 |
+0.006 |
135,776 |
227,555 |
+109 |
Feb11 |
101203 |
4.354 |
4.396 |
4.290 |
4.359 |
+0.009 |
32,966 |
75,134 |
+1,972 |
Mar11 |
101203 |
4.322 |
4.352 |
4.259 |
4.324 |
+0.012 |
31,028 |
89,768 |
-5,300 |
Apr11 |
101203 |
4.285 |
4.318 |
4.233 |
4.297 |
+0.017 |
29,055 |
72,575 |
-1,136 |
May11 |
101203 |
4.312 |
4.338 |
4.256 |
4.325 |
+0.018 |
9,226 |
29,757 |
+1,122 |
Jun11 |
101203 |
4.355 |
4.381 |
4.323 |
4.372 |
+0.019 |
5,053 |
14,459 |
+605 |
Jul11 |
101203 |
4.388 |
4.440 |
4.370 |
4.432 |
+0.021 |
2,716 |
12,724 |
+228 |
Aug11 |
101203 |
4.452 |
4.472 |
4.429 |
4.472 |
+0.021 |
1,789 |
13,749 |
+118 |
Sep11 |
101203 |
4.470 |
4.492 |
4.444 |
4.492 |
+0.021 |
1,331 |
10,238 |
+40 |
Oct11 |
101203 |
4.544 |
4.576 |
4.519 |
4.573 |
+0.019 |
9,887 |
45,259 |
-266 |
Nov11 |
101203 |
4.731 |
4.786 |
4.730 |
4.784 |
+0.013 |
1,772 |
21,652 |
+136 |
Dec11 |
101203 |
5.050 |
5.085 |
5.035 |
5.080 |
+0.006 |
1,433 |
19,154 |
+198 |
Jan12 |
101203 |
5.220 |
5.264 |
5.208 |
5.257 |
+0.006 |
3,909 |
30,143 |
-419 |
Feb12 |
101203 |
5.200 |
5.219 |
5.180 |
5.216 |
+0.006 |
217 |
6,599 |
+88 |
Mar12 |
101203 |
5.105 |
5.105 |
5.090 |
5.103 |
+0.006 |
2,190 |
14,474 |
-17 |
Apr12 |
101203 |
4.865 |
4.879 |
4.830 |
4.873 |
+0.008 |
714 |
13,102 |
+43 |
Total Volume and Open Interest |
269,358 |
761,675 |
-4,172 |
Brent Crude Oil(ICE) |
Jan11 |
101203 |
90.47 |
91.85 |
90.10 |
91.42 |
+0.73 |
185,728 |
205,016 |
-8,232 |
Feb11 |
101203 |
90.34 |
91.91 |
90.09 |
91.49 |
+0.84 |
114,933 |
196,706 |
+12,326 |
Mar11 |
101203 |
90.43 |
91.90 |
90.10 |
91.49 |
+0.87 |
49,787 |
107,586 |
+2,662 |
Apr11 |
101203 |
90.44 |
91.84 |
90.16 |
91.50 |
+0.87 |
27,335 |
39,414 |
-2,168 |
May11 |
101203 |
90.49 |
91.77 |
90.19 |
91.51 |
+0.82 |
20,392 |
31,752 |
-519 |
Jun11 |
101203 |
90.53 |
92.01 |
90.23 |
91.50 |
+0.77 |
39,441 |
53,076 |
+2,005 |
Jul11 |
101203 |
90.36 |
91.92 |
90.36 |
91.47 |
+0.71 |
6,520 |
14,868 |
+33 |
Aug11 |
101203 |
90.50 |
91.93 |
90.37 |
91.44 |
+0.64 |
4,700 |
12,949 |
-219 |
Sep11 |
101203 |
90.76 |
91.93 |
90.40 |
91.41 |
+0.56 |
4,112 |
9,946 |
-65 |
Oct11 |
101203 |
91.58 |
91.58 |
91.38 |
91.38 |
+0.49 |
2,298 |
6,051 |
-487 |
Nov11 |
101203 |
91.59 |
91.59 |
91.36 |
91.36 |
+0.41 |
2,149 |
10,422 |
+237 |
Dec11 |
101203 |
90.80 |
92.07 |
90.39 |
91.35 |
+0.35 |
34,236 |
83,319 |
+1,625 |
Jan12 |
101203 |
91.34 |
91.34 |
91.34 |
91.34 |
+0.27 |
3,156 |
11,058 |
+359 |
Feb12 |
101203 |
91.31 |
91.31 |
91.31 |
91.31 |
+0.18 |
644 |
5,390 |
-171 |
Total Volume and Open Interest |
506,192 |
869,377 |
+8,130 |
Gas Oil(ICE) |
Dec10 |
101203 |
755.00 |
772.00 |
753.50 |
761.75 |
+11.25 |
45,805 |
54,291 |
-6,067 |
Jan11 |
101203 |
764.75 |
777.50 |
759.50 |
767.25 |
+11.00 |
91,763 |
152,200 |
+3,470 |
Feb11 |
101203 |
766.25 |
780.25 |
763.25 |
770.25 |
+10.50 |
43,227 |
76,616 |
+3,480 |
Mar11 |
101203 |
768.00 |
780.75 |
764.50 |
771.00 |
+9.75 |
21,791 |
57,016 |
+6,013 |
Apr11 |
101203 |
767.75 |
781.00 |
766.50 |
771.50 |
+9.50 |
18,369 |
51,292 |
+1,876 |
May11 |
101203 |
768.50 |
781.75 |
768.50 |
772.00 |
+9.00 |
12,518 |
43,303 |
+2,709 |
Jun11 |
101203 |
768.25 |
782.50 |
766.75 |
772.75 |
+8.50 |
23,631 |
48,605 |
+422 |
Jul11 |
101203 |
772.50 |
783.00 |
770.25 |
774.50 |
+8.00 |
4,336 |
16,973 |
-1,043 |
Aug11 |
101203 |
775.50 |
785.25 |
772.75 |
776.75 |
+7.50 |
4,540 |
14,805 |
+127 |
Sep11 |
101203 |
778.00 |
786.75 |
775.00 |
778.75 |
+7.00 |
2,814 |
10,076 |
+262 |
Total Volume and Open Interest |
287,844 |
645,295 |
+15,188 |
Ethanol(CBOT) |
Dec10 |
101203 |
2.050 |
2.070 |
2.050 |
2.051 |
-0.024 |
83 |
136 |
-71 |
Jan11 |
101203 |
2.080 |
2.109 |
2.078 |
2.101 |
+0.032 |
231 |
1,050 |
+96 |
Feb11 |
101203 |
2.085 |
2.108 |
2.085 |
2.102 |
+0.031 |
101 |
973 |
+51 |
Mar11 |
101203 |
2.095 |
2.120 |
2.094 |
2.115 |
+0.039 |
116 |
1,050 |
-18 |
Apr11 |
101203 |
2.106 |
2.133 |
2.106 |
2.125 |
+0.038 |
87 |
675 |
-6 |
May11 |
101203 |
2.142 |
2.154 |
2.129 |
2.149 |
+0.038 |
26 |
408 |
+14 |
Jun11 |
101203 |
2.141 |
2.165 |
2.141 |
2.161 |
+0.043 |
44 |
500 |
+16 |
Jul11 |
101203 |
2.151 |
2.175 |
2.151 |
2.168 |
+0.043 |
13 |
687 |
+3 |
Total Volume and Open Interest |
822 |
7,501 |
+115 |
WTI Crude Oil(ICE |
Jan11 |
101203 |
87.79 |
89.49 |
87.14 |
89.19 |
+1.19 |
85,445 |
98,016 |
-454 |
Feb11 |
101203 |
88.20 |
89.87 |
87.61 |
89.59 |
+1.17 |
42,739 |
57,976 |
+2,708 |
Mar11 |
101203 |
88.48 |
90.10 |
87.98 |
89.87 |
+1.12 |
22,191 |
52,925 |
+3,010 |
Apr11 |
101203 |
88.84 |
90.27 |
88.21 |
90.02 |
+1.06 |
10,419 |
23,172 |
-1,543 |
May11 |
101203 |
89.25 |
90.13 |
88.35 |
90.08 |
+0.96 |
7,740 |
15,560 |
-150 |
Jun11 |
101203 |
88.97 |
90.36 |
88.45 |
90.13 |
+0.87 |
22,126 |
48,151 |
-1,261 |
Jul11 |
101203 |
89.54 |
90.14 |
88.52 |
90.14 |
+0.78 |
2,808 |
14,364 |
-619 |
Aug11 |
101203 |
89.54 |
90.12 |
88.58 |
90.12 |
+0.66 |
1,569 |
8,515 |
+31 |
Sep11 |
101203 |
89.66 |
90.15 |
88.64 |
90.10 |
+0.55 |
1,842 |
12,084 |
+164 |
Oct11 |
101203 |
90.09 |
90.09 |
90.09 |
90.09 |
+0.44 |
934 |
4,573 |
-50 |
Nov11 |
101203 |
90.10 |
90.10 |
90.10 |
90.10 |
+0.33 |
630 |
7,349 |
-95 |
Dec11 |
101203 |
89.45 |
90.60 |
88.88 |
90.14 |
+0.25 |
17,919 |
57,098 |
+3,948 |
Jan12 |
101203 |
89.60 |
90.04 |
89.60 |
90.04 |
+0.15 |
42 |
4,629 |
+0 |
Feb12 |
101203 |
89.94 |
89.94 |
89.94 |
89.94 |
+0.05 |
39 |
1,188 |
+9 |
Mar12 |
101203 |
89.85 |
89.85 |
89.53 |
89.85 |
-0.04 |
60 |
3,195 |
+27 |
Apr12 |
101203 |
89.76 |
89.76 |
89.76 |
89.76 |
-0.13 |
51 |
781 |
+6 |
Total Volume and Open Interest |
222,768 |
483,263 |
+5,517 |
US Dollar Index(ICE) |
Dec10 |
101203 |
80.310 |
80.360 |
79.060 |
79.408 |
-0.927 |
36,646 |
34,111 |
+1,993 |
Mar11 |
101203 |
80.710 |
80.755 |
79.490 |
79.798 |
-0.933 |
879 |
1,510 |
+236 |
Jun11 |
101203 |
80.875 |
80.875 |
80.000 |
80.230 |
-0.945 |
10 |
18 |
+10 |
Total Volume and Open Interest |
37,535 |
35,640 |
+2,239 |
Australian Dollar(CME) |
Dec10 |
101203 |
97.58 |
99.31 |
97.30 |
98.97 |
+1.46 |
111,835 |
102,532 |
-8,083 |
Mar11 |
101203 |
96.46 |
98.19 |
96.20 |
97.85 |
+1.44 |
9,106 |
13,547 |
+6,986 |
Jun11 |
101203 |
96.73 |
96.73 |
95.31 |
96.73 |
+1.42 |
0 |
152 |
+0 |
Total Volume and Open Interest |
120,953 |
116,382 |
-1,085 |
British Pound(CME) |
Dec10 |
101203 |
155.95 |
157.89 |
155.78 |
157.42 |
+1.64 |
139,426 |
86,612 |
+576 |
Mar11 |
101203 |
155.88 |
157.75 |
155.67 |
157.30 |
+1.63 |
1,941 |
3,084 |
+325 |
Jun11 |
101203 |
157.17 |
157.17 |
155.57 |
157.17 |
+1.60 |
1 |
44 |
+0 |
Total Volume and Open Interest |
141,368 |
89,776 |
+901 |
Canadian Dollar(CME) |
Dec10 |
101203 |
99.66 |
99.97 |
99.18 |
99.54 |
-0.08 |
104,978 |
94,410 |
+5,261 |
Mar11 |
101203 |
99.45 |
99.75 |
98.97 |
99.33 |
-0.08 |
4,579 |
11,053 |
+1,746 |
Jun11 |
101203 |
99.40 |
99.45 |
99.08 |
99.08 |
-0.08 |
31 |
1,209 |
+0 |
Sep11 |
101203 |
98.95 |
98.95 |
98.81 |
98.81 |
-0.09 |
12 |
495 |
+5 |
Total Volume and Open Interest |
109,613 |
107,654 |
+7,013 |
Japanese Yen(CME) |
Dec10 |
101203 |
119.26 |
121.20 |
119.14 |
120.61 |
+1.47 |
133,364 |
122,850 |
-2,929 |
Mar11 |
101203 |
119.43 |
121.33 |
119.27 |
120.74 |
+1.47 |
3,972 |
5,379 |
+2,050 |
Jun11 |
101203 |
121.25 |
121.25 |
119.47 |
120.92 |
+1.45 |
1 |
205 |
+1 |
Total Volume and Open Interest |
137,337 |
128,444 |
-878 |
Swiss Franc(CME) |
Dec10 |
101203 |
100.75 |
102.83 |
100.50 |
102.29 |
+1.67 |
51,247 |
41,331 |
+148 |
Mar11 |
101203 |
100.84 |
102.85 |
100.63 |
102.38 |
+1.63 |
3,343 |
3,912 |
+2,144 |
Jun11 |
101203 |
102.51 |
102.51 |
100.92 |
102.51 |
+1.59 |
0 |
15 |
+0 |
Total Volume and Open Interest |
54,590 |
45,264 |
+2,292 |
EuroFX(CME) |
Dec10 |
101203 |
132.13 |
134.38 |
131.92 |
133.78 |
+1.76 |
486,962 |
186,909 |
-5,218 |
Mar11 |
101203 |
132.06 |
134.28 |
131.85 |
133.69 |
+1.75 |
10,038 |
16,868 |
+1,095 |
Jun11 |
101203 |
131.89 |
133.72 |
131.87 |
133.59 |
+1.72 |
8 |
204 |
+2 |
Total Volume and Open Interest |
497,009 |
204,013 |
-4,121 |
Mexican Peso(CME) |
Dec10 |
101203 |
811.0 |
812.2 |
800.2 |
808.0 |
-3.0 |
22,867 |
134,314 |
+864 |
Jan11 |
101203 |
807.8 |
810.5 |
807.8 |
807.8 |
-2.8 |
|
|
|
Total Volume and Open Interest |
24,102 |
136,464 |
+1,686 |
30-Year T-Bonds(CBOT) |
Dec10 |
101203 |
126~070 |
127~040 |
125~150 |
125~200 |
-0~130 |
51,810 |
52,191 |
+52,191 |
Mar11 |
101203 |
124~220 |
125~220 |
123~310 |
124~040 |
-0~130 |
328,188 |
538,064 |
+1,602 |
Jun11 |
101203 |
122~280 |
123~050 |
122~200 |
122~200 |
-0~130 |
5 |
578 |
+0 |
Total Volume and Open Interest |
380,003 |
590,833 |
-15,508 |
10-Year T-Notes(CBOT) |
Dec10 |
101203 |
123~175 |
124~140 |
123~045 |
123~225 |
+0~070 |
133,912 |
80,449 |
-39,877 |
Mar11 |
101203 |
122~155 |
123~145 |
122~020 |
122~200 |
+0~060 |
1,299,780 |
1,260,357 |
+21,840 |
Jun11 |
101203 |
121~150 |
121~310 |
121~150 |
121~255 |
+0~060 |
6 |
29 |
+0 |
Total Volume and Open Interest |
1,433,700 |
1,340,841 |
-18,536 |
5-Year T-Notes(CBOT) |
Dec10 |
101203 |
119~099 |
120~058 |
119~063 |
120~005 |
+0~042 |
56,538 |
63,348 |
-19,154 |
Mar11 |
101203 |
118~110 |
119~076 |
118~073 |
119~022 |
+0~044 |
599,118 |
939,844 |
+17,322 |
Jun11 |
101203 |
118~046 |
118~046 |
118~002 |
118~046 |
+0~044 |
|
|
|
Total Volume and Open Interest |
655,656 |
1,003,192 |
-1,832 |
2 Year T-Notes(CBOT) |
Dec10 |
101203 |
109~077 |
109~103 |
109~076 |
109~096 |
+0~015 |
29,494 |
40,338 |
-6,035 |
Mar11 |
101203 |
109~061 |
109~087 |
109~055 |
109~079 |
+0~016 |
223,948 |
636,732 |
+4,789 |
Jun11 |
101203 |
109~065 |
109~067 |
109~051 |
109~067 |
+0~016 |
0 |
10 |
+0 |
Total Volume and Open Interest |
253,442 |
677,080 |
-1,246 |
Eurodollars(CME) |
Dec10 |
101203 |
99.668 |
99.677 |
99.662 |
99.673 |
+0.007 |
259,555 |
844,112 |
-6,374 |
Mar11 |
101203 |
99.510 |
99.570 |
99.500 |
99.555 |
+0.050 |
397,001 |
1,175,952 |
+510 |
Jun11 |
101203 |
99.410 |
99.495 |
99.395 |
99.475 |
+0.070 |
307,374 |
1,051,096 |
+12,005 |
Sep11 |
101203 |
99.310 |
99.420 |
99.285 |
99.395 |
+0.090 |
258,195 |
893,153 |
-12,820 |
Dec11 |
101203 |
99.175 |
99.315 |
99.145 |
99.285 |
+0.110 |
285,203 |
858,986 |
+1,079 |
Mar12 |
101203 |
99.025 |
99.175 |
98.980 |
99.140 |
+0.120 |
304,855 |
744,335 |
+4,521 |
Jun12 |
101203 |
98.845 |
99.005 |
98.795 |
98.965 |
+0.120 |
210,606 |
457,700 |
+888 |
Sep12 |
101203 |
98.665 |
98.830 |
98.605 |
98.780 |
+0.120 |
189,977 |
369,006 |
-10,356 |
Dec12 |
101203 |
98.445 |
98.630 |
98.395 |
98.565 |
+0.110 |
152,703 |
299,862 |
-4,139 |
Mar13 |
101203 |
98.265 |
98.440 |
98.190 |
98.350 |
+0.095 |
111,368 |
226,503 |
-9,124 |
Jun13 |
101203 |
98.035 |
98.225 |
97.970 |
98.115 |
+0.080 |
82,534 |
166,725 |
+2,587 |
Sep13 |
101203 |
97.830 |
98.000 |
97.735 |
97.865 |
+0.065 |
68,050 |
179,698 |
-2,583 |
Dec13 |
101203 |
97.575 |
97.750 |
97.485 |
97.600 |
+0.055 |
36,897 |
126,375 |
-1,631 |
Mar14 |
101203 |
97.330 |
97.510 |
97.245 |
97.345 |
+0.040 |
35,143 |
115,313 |
-286 |
Jun14 |
101203 |
97.070 |
97.260 |
96.980 |
97.075 |
+0.020 |
39,782 |
112,530 |
+1,997 |
Sep14 |
101203 |
96.845 |
97.015 |
96.735 |
96.815 |
+0.005 |
40,241 |
74,449 |
+3,064 |
Dec14 |
101203 |
96.595 |
96.765 |
96.490 |
96.560 |
-0.005 |
31,660 |
86,237 |
-1,452 |
Mar15 |
101203 |
96.360 |
96.560 |
96.290 |
96.355 |
-0.005 |
25,522 |
47,790 |
+1,926 |
Total Volume and Open Interest |
2,920,139 |
8,045,713 |
-13,556 |
30 Day Federal Funds(CBOT) |
Dec10 |
101203 |
99.805 |
99.815 |
99.805 |
99.810 |
+0.005 |
13,657 |
101,171 |
-1,430 |
Jan11 |
101203 |
99.805 |
99.820 |
99.805 |
99.815 |
+0.005 |
1,682 |
62,626 |
+111 |
Feb11 |
101203 |
99.805 |
99.815 |
99.800 |
99.810 |
+0.005 |
5,505 |
53,460 |
-518 |
Mar11 |
101203 |
99.800 |
99.815 |
99.800 |
99.810 |
+0.010 |
7,299 |
37,219 |
+2,104 |
Apr11 |
101203 |
99.800 |
99.815 |
99.795 |
99.810 |
+0.010 |
2,169 |
37,573 |
+487 |
May11 |
101203 |
99.795 |
99.810 |
99.795 |
99.805 |
+0.010 |
2,395 |
36,667 |
+938 |
Total Volume and Open Interest |
50,211 |
540,947 |
+622 |
30 Day Fed Funds(e-CBOT) |
Dec10 |
090519 |
98.590 |
98.590 |
98.565 |
98.565 |
unch |
0 |
330 |
|
Jan11 |
090519 |
98.500 |
98.500 |
98.475 |
98.475 |
unch |
0 |
1,177 |
|
Feb11 |
090519 |
98.350 |
98.350 |
98.330 |
98.350 |
unch |
0 |
1,700 |
|
Mar11 |
090519 |
98.265 |
98.265 |
98.240 |
98.265 |
unch |
0 |
324 |
|
Apr11 |
090519 |
98.165 |
98.165 |
98.165 |
98.165 |
unch |
1 |
10 |
|
Total Volume and Open Interest |
22,142 |
354,023 |
|
3-Mth Euro-Yen(CME) |
Dec10 |
101203 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.005 |
0 |
2,289 |
+0 |
Mar11 |
101203 |
99.643 |
99.643 |
99.643 |
99.643 |
+0.005 |
0 |
769 |
+0 |
Jun11 |
101203 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.007 |
0 |
150 |
+0 |
Sep11 |
101203 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.010 |
|
|
|
Dec11 |
101203 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.010 |
|
|
|
Mar12 |
101203 |
99.610 |
99.610 |
99.610 |
99.610 |
-0.010 |
|
|
|
Jun12 |
101203 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.010 |
|
|
|
Sep12 |
101203 |
99.610 |
99.610 |
99.610 |
99.610 |
-0.010 |
|
|
|
Dec12 |
101203 |
99.305 |
99.305 |
99.305 |
99.305 |
-0.010 |
|
|
|
Mar13 |
101203 |
99.305 |
99.305 |
99.305 |
99.305 |
-0.010 |
|
|
|
Total Volume and Open Interest |
0 |
3,208 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec10 |
101203 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
4,588 |
+0 |
Mar11 |
101203 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
2 |
1,454 |
+0 |
Jun11 |
101203 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.00 |
0 |
1,379 |
-50 |
Sep11 |
101203 |
99.62 |
99.62 |
99.61 |
99.62 |
-0.01 |
175 |
1,317 |
+43 |
Dec11 |
101203 |
99.62 |
99.62 |
99.62 |
99.62 |
-0.01 |
0 |
110 |
+0 |
Mar12 |
101203 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
0 |
305 |
+0 |
Jun12 |
101203 |
99.66 |
99.66 |
99.66 |
99.66 |
-0.01 |
0 |
754 |
+0 |
Sep12 |
101203 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
0 |
310 |
+0 |
Total Volume and Open Interest |
177 |
10,221 |
-7 |
Japanese Gov't Bonds(SGX) |
Dec10 |
101203 |
141.00 |
141.09 |
140.75 |
140.79 |
-0.22 |
3,454 |
16,606 |
+562 |
Mar11 |
101203 |
140.05 |
140.25 |
139.97 |
139.97 |
-0.22 |
679 |
2,125 |
+1,587 |
Jun11 |
101203 |
137.88 |
137.88 |
137.88 |
137.88 |
-0.22 |
|
|
|
Total Volume and Open Interest |
4,133 |
18,731 |
+2,149 |
Euro-Bund(EUREX) |
Dec10 |
101203 |
126.54 |
126.56 |
125.83 |
126.19 |
-0.28 |
1,136,110 |
830,186 |
-67,725 |
Mar11 |
101203 |
126.21 |
126.25 |
125.47 |
125.83 |
-0.34 |
172,115 |
225,299 |
+72,887 |
Jun11 |
101203 |
126.02 |
126.02 |
125.44 |
125.44 |
-0.28 |
62 |
0 |
+0 |
Total Volume and Open Interest |
1,308,287 |
1,055,485 |
+5,162 |
Euro-Bobl(EUREX) |
Dec10 |
101203 |
119.37 |
119.45 |
119.03 |
119.29 |
+0.03 |
808,108 |
588,800 |
-49,659 |
Mar11 |
101203 |
119.05 |
119.08 |
118.63 |
118.93 |
-0.02 |
216,217 |
213,585 |
+56,313 |
Jun11 |
101203 |
118.75 |
119.09 |
118.75 |
119.09 |
+0.03 |
194 |
11 |
+0 |
Total Volume and Open Interest |
1,024,519 |
802,396 |
+464 |
3-Mth Euribor(EUREX) |
Dec10 |
101203 |
98.970 |
98.970 |
98.970 |
98.970 |
+0.005 |
166 |
7,875 |
-1,746 |
Mar11 |
101203 |
98.890 |
98.890 |
98.875 |
98.875 |
-0.005 |
59 |
2,074 |
+7 |
Jun11 |
101203 |
98.790 |
98.790 |
98.775 |
98.775 |
-0.005 |
0 |
5,329 |
-27 |
Total Volume and Open Interest |
245 |
23,738 |
-1,787 |
Long Gilt(LIFFE) |
Dec10 |
101203 |
120~20 |
120~27 |
120~07 |
120~15 |
-0~02 |
3,564 |
28,168 |
-10,808 |
Mar11 |
101203 |
119~11 |
119~20 |
118~26 |
119~05 |
-0~02 |
94,549 |
264,410 |
-4,960 |
Total Volume and Open Interest |
98,113 |
292,578 |
-7,328 |
3-Mth Short Sterling(LIFFE) |
Dec10 |
101203 |
99.24 |
99.25 |
99.23 |
99.24 |
unch |
31,891 |
330,618 |
+1,021 |
Mar11 |
101203 |
99.14 |
99.16 |
99.13 |
99.14 |
+0.01 |
73,415 |
299,504 |
+5,490 |
Jun11 |
101203 |
99.06 |
99.08 |
99.03 |
99.05 |
+0.01 |
69,851 |
250,308 |
+128 |
Sep11 |
101203 |
98.94 |
98.97 |
98.92 |
98.95 |
+0.02 |
77,030 |
238,404 |
-2,670 |
Dec11 |
101203 |
98.80 |
98.82 |
98.74 |
98.80 |
+0.03 |
100,212 |
361,264 |
-1,426 |
Mar12 |
101203 |
98.60 |
98.64 |
98.55 |
98.61 |
+0.03 |
64,208 |
211,292 |
-785 |
Total Volume and Open Interest |
532,286 |
2,148,241 |
+5,727 |
3-Mth Euribor(LIFFE) |
Dec10 |
101203 |
98.970 |
98.970 |
98.960 |
98.970 |
+0.005 |
139,414 |
506,392 |
+283 |
Mar11 |
101203 |
98.885 |
98.895 |
98.860 |
98.875 |
-0.005 |
263,065 |
519,482 |
+8,179 |
Jun11 |
101203 |
98.785 |
98.800 |
98.760 |
98.775 |
-0.005 |
201,984 |
461,878 |
+12,855 |
Total Volume and Open Interest |
1,278,669 |
2,978,136 |
+26,717 |
3-Mth Aus T-Bills(SFE) |
Dec10 |
101203 |
95.00 |
95.01 |
94.99 |
95.00 |
-0.01 |
9,627 |
115,984 |
-15,163 |
Mar11 |
101203 |
94.95 |
94.96 |
94.93 |
94.94 |
-0.02 |
13,943 |
178,522 |
-50 |
Jun11 |
101203 |
94.87 |
94.88 |
94.83 |
94.85 |
-0.04 |
8,416 |
103,704 |
-2,149 |
Sep11 |
101203 |
94.79 |
94.80 |
94.75 |
94.76 |
-0.04 |
4,366 |
67,797 |
+735 |
Dec11 |
101203 |
94.71 |
94.71 |
94.67 |
94.68 |
-0.05 |
3,944 |
45,516 |
+813 |
Mar12 |
101203 |
94.65 |
94.65 |
94.62 |
94.63 |
-0.05 |
1,137 |
41,229 |
-262 |
Jun12 |
101203 |
94.58 |
94.60 |
94.55 |
94.58 |
-0.04 |
768 |
34,898 |
-268 |
Sep12 |
101203 |
94.52 |
94.55 |
94.50 |
94.54 |
-0.03 |
1,068 |
15,885 |
+624 |
Dec12 |
101203 |
94.45 |
94.48 |
94.43 |
94.48 |
-0.03 |
41 |
4,707 |
-3 |
Mar13 |
101203 |
94.39 |
94.44 |
94.38 |
94.44 |
-0.02 |
28 |
2,301 |
+19 |
Total Volume and Open Interest |
43,353 |
611,761 |
-1,007 |
10-Year Aus T-Bonds(SFE) |
Dec10 |
101203 |
94.57 |
94.58 |
94.50 |
94.51 |
-0.07 |
30,850 |
418,907 |
-6,866 |
Mar11 |
101203 |
94.47 |
94.47 |
94.47 |
94.47 |
-0.07 |
|
|
|
Total Volume and Open Interest |
30,850 |
418,907 |
-6,866 |
3-Year Aus T-Bonds(SFE) |
Dec10 |
101203 |
95.02 |
95.04 |
94.96 |
94.97 |
-0.07 |
93,615 |
540,319 |
-69,333 |
Mar11 |
101203 |
94.92 |
94.92 |
94.92 |
94.92 |
-0.07 |
|
|
|
Total Volume and Open Interest |
93,615 |
540,319 |
-16,630 |
Gold(CMX) |
Dec10 |
101203 |
1385.1 |
1415.1 |
1385.1 |
1405.4 |
+16.9 |
1,550 |
4,362 |
-1,054 |
Feb11 |
101203 |
1387.1 |
1417.0 |
1385.3 |
1406.2 |
+16.9 |
134,387 |
363,839 |
-265 |
Apr11 |
101203 |
1389.5 |
1418.7 |
1389.5 |
1408.4 |
+16.9 |
1,099 |
48,439 |
+129 |
Jun11 |
101203 |
1391.4 |
1420.6 |
1391.0 |
1410.5 |
+16.8 |
2,662 |
32,744 |
+618 |
Aug11 |
101203 |
1410.0 |
1422.0 |
1405.8 |
1412.7 |
+16.7 |
647 |
14,638 |
+227 |
Oct11 |
101203 |
1414.8 |
1415.0 |
1414.8 |
1415.0 |
+16.6 |
61 |
10,317 |
-13 |
Dec11 |
101203 |
1401.2 |
1428.0 |
1401.2 |
1417.5 |
+16.5 |
3,862 |
25,315 |
-3,022 |
Feb12 |
101203 |
1419.9 |
1419.9 |
1419.9 |
1419.9 |
+16.3 |
0 |
6,547 |
+0 |
Apr12 |
101203 |
1422.4 |
1422.4 |
1422.4 |
1422.4 |
+16.1 |
0 |
5,948 |
+0 |
Jun12 |
101203 |
1425.5 |
1425.5 |
1425.1 |
1425.1 |
+15.9 |
27 |
10,111 |
+0 |
Aug12 |
101203 |
1428.0 |
1428.0 |
1428.0 |
1428.0 |
+15.6 |
4 |
4,873 |
+0 |
Oct12 |
101203 |
1431.3 |
1431.3 |
1431.2 |
1431.3 |
+15.4 |
1,125 |
1,025 |
+1,025 |
Total Volume and Open Interest |
158,543 |
590,118 |
-4,526 |
Silver(CMX) |
Dec10 |
101203 |
2860.0 |
2941.5 |
2858.0 |
2924.1 |
+69.9 |
1,375 |
1,152 |
-657 |
Mar11 |
101203 |
2862.5 |
2949.0 |
2859.5 |
2927.1 |
+69.9 |
64,734 |
81,345 |
+350 |
May11 |
101203 |
2870.5 |
2952.5 |
2870.5 |
2931.9 |
+69.9 |
2,464 |
13,964 |
+651 |
Jul11 |
101203 |
2883.5 |
2952.0 |
2883.5 |
2936.4 |
+69.8 |
364 |
8,867 |
-29 |
Sep11 |
101203 |
2908.0 |
2946.0 |
2908.0 |
2940.6 |
+69.4 |
68 |
6,237 |
+17 |
Dec11 |
101203 |
2904.0 |
2961.0 |
2900.0 |
2946.7 |
+68.8 |
369 |
9,330 |
-102 |
Mar12 |
101203 |
2952.0 |
2952.0 |
2952.0 |
2952.0 |
+68.3 |
0 |
355 |
+0 |
Total Volume and Open Interest |
70,787 |
133,476 |
+476 |
Platinum(NYMEX) |
Jan11 |
101203 |
1711.9 |
1733.0 |
1708.0 |
1728.5 |
+15.4 |
11,300 |
29,161 |
-837 |
Apr11 |
101203 |
1726.0 |
1737.5 |
1718.7 |
1734.2 |
+15.9 |
2,416 |
5,699 |
+1,153 |
Jul11 |
101203 |
1735.5 |
1736.3 |
1732.6 |
1736.3 |
+15.9 |
0 |
409 |
+0 |
Oct11 |
101203 |
1736.3 |
1736.3 |
1736.3 |
1736.3 |
+15.9 |
0 |
4 |
+0 |
Total Volume and Open Interest |
13,716 |
35,273 |
+316 |
Palladium(NYMEX) |
Dec10 |
101203 |
768.60 |
777.00 |
762.05 |
768.85 |
+6.55 |
15 |
437 |
-31 |
Mar11 |
101203 |
764.95 |
780.00 |
755.70 |
770.10 |
+6.40 |
5,650 |
23,576 |
+874 |
Jun11 |
101203 |
765.35 |
776.45 |
760.95 |
771.25 |
+6.05 |
98 |
258 |
+21 |
Total Volume and Open Interest |
5,771 |
24,298 |
+861 |
Copper(CMX) |
Dec10 |
101203 |
396.05 |
401.00 |
395.00 |
399.50 |
+1.80 |
907 |
5,262 |
-335 |
Mar11 |
101203 |
397.45 |
401.00 |
394.55 |
399.90 |
+2.00 |
32,047 |
109,601 |
+1,341 |
May11 |
101203 |
395.30 |
399.60 |
394.80 |
399.00 |
+2.10 |
1,724 |
19,209 |
+863 |
Jul11 |
101203 |
396.00 |
397.90 |
395.20 |
397.80 |
+2.15 |
354 |
5,448 |
+129 |
Sep11 |
101203 |
394.60 |
396.50 |
394.60 |
396.50 |
+2.25 |
51 |
4,835 |
+2 |
Total Volume and Open Interest |
35,702 |
153,482 |
+2,069 |
DJIA Index(CBOT) |
Dec10 |
101203 |
11364 |
11395 |
11296 |
11364 |
+1 |
264 |
8,125 |
-6 |
Mar11 |
101203 |
11275 |
11382 |
11257 |
11298 |
+1 |
5 |
72 |
+2 |
Jun11 |
101203 |
11241 |
11241 |
11240 |
11241 |
+1 |
|
|
|
Sep11 |
101203 |
11179 |
11179 |
11178 |
11179 |
+1 |
|
|
|
Total Volume and Open Interest |
269 |
8,197 |
-4 |
S & P 500(CME) |
Dec10 |
101203 |
1222.70 |
1227.30 |
1213.10 |
1223.50 |
+0.80 |
21,881 |
354,110 |
+3,810 |
Mar11 |
101203 |
1211.20 |
1220.00 |
1211.00 |
1218.40 |
+0.80 |
3,397 |
20,620 |
+1,106 |
Jun11 |
101203 |
1213.60 |
1213.90 |
1205.90 |
1213.60 |
+0.70 |
579 |
3,448 |
+651 |
Sep11 |
101203 |
1209.00 |
1209.40 |
1201.40 |
1209.00 |
+0.60 |
100 |
230 |
+100 |
Total Volume and Open Interest |
25,957 |
378,558 |
+5,667 |
S & P 500 E-Mini(Globex) |
Dec10 |
101203 |
1222.75 |
1227.25 |
1213.00 |
1223.50 |
+0.75 |
2,037,342 |
2,845,193 |
+17,437 |
Mar11 |
101203 |
1217.50 |
1222.25 |
1208.00 |
1218.50 |
+1.00 |
20,411 |
107,462 |
+8,974 |
Total Volume and Open Interest |
2,057,772 |
2,952,782 |
+26,415 |
NASDAQ 100(CME) |
Dec10 |
101203 |
2187.00 |
2194.50 |
2168.00 |
2187.30 |
+0.30 |
495 |
27,984 |
-52 |
Mar11 |
101203 |
2174.00 |
2193.00 |
2174.00 |
2185.50 |
+0.20 |
26 |
63 |
+2 |
Jun11 |
101203 |
2183.00 |
2184.80 |
2183.00 |
2183.00 |
+0.20 |
|
|
|
Total Volume and Open Interest |
521 |
28,048 |
-49 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
101203 |
2188.00 |
2195.00 |
2167.80 |
2187.30 |
+0.30 |
235,665 |
427,330 |
-534 |
Mar11 |
101203 |
2186.00 |
2192.80 |
2166.50 |
2185.50 |
+0.20 |
2,334 |
3,590 |
+1,193 |
Total Volume and Open Interest |
237,999 |
430,937 |
+664 |
S & P Midcap 400(CME) |
Dec10 |
101203 |
879.50 |
886.00 |
879.50 |
885.30 |
+2.50 |
5 |
3,531 |
-5 |
Mar11 |
101203 |
882.10 |
883.90 |
882.10 |
882.10 |
+1.40 |
0 |
2 |
+0 |
Jun11 |
101203 |
881.20 |
883.30 |
881.20 |
881.20 |
+1.10 |
|
|
|
Total Volume and Open Interest |
5 |
3,533 |
-5 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec10 |
101203 |
10315 |
10315 |
10115 |
10175 |
-145 |
12,378 |
46,103 |
+1,531 |
Mar11 |
101203 |
10270 |
10270 |
10150 |
10205 |
-145 |
316 |
489 |
+203 |
Total Volume and Open Interest |
12,694 |
46,592 |
+1,734 |
Nikkei 225(SGX) |
Dec10 |
101203 |
10165 |
10290 |
10155 |
10185 |
+25 |
124,634 |
228,724 |
+5,542 |
Mar11 |
101203 |
10170 |
10285 |
10150 |
10180 |
+30 |
3,222 |
15,302 |
+2,098 |
Jun11 |
101203 |
10105 |
10105 |
10105 |
10105 |
+25 |
0 |
2,146 |
+0 |
Total Volume and Open Interest |
127,906 |
253,272 |
+7,640 |
CAC 40(EURONEXT) |
Dec10 |
101203 |
3745.0 |
3775.5 |
3720.0 |
3746.5 |
unch |
191,677 |
374,679 |
-16,908 |
Jan11 |
101203 |
3744.0 |
3771.5 |
3734.0 |
3749.0 |
unch |
124 |
16,307 |
+62 |
Feb11 |
101203 |
3752.5 |
3752.5 |
3752.5 |
3752.5 |
unch |
0 |
70 |
+0 |
Total Volume and Open Interest |
191,853 |
394,023 |
-16,871 |
Hang Seng Index(HKFE) |
Dec10 |
101203 |
23514 |
23634 |
23270 |
23270 |
-120 |
66,840 |
93,157 |
-2,524 |
Jan11 |
101203 |
23501 |
23630 |
23277 |
23277 |
-113 |
614 |
788 |
+138 |
Total Volume and Open Interest |
67,752 |
97,450 |
-2,293 |
DAX(EUREX) |
Dec10 |
101203 |
6956.0 |
6980.0 |
6916.5 |
6953.0 |
-5.0 |
220,595 |
222,793 |
-68 |
Mar11 |
101203 |
6969.0 |
6993.0 |
6935.0 |
6969.5 |
-5.0 |
1,221 |
15,826 |
+590 |
Jun11 |
101203 |
6994.0 |
7012.5 |
6970.0 |
6990.5 |
-5.0 |
305 |
5,166 |
+211 |
Total Volume and Open Interest |
222,121 |
243,785 |
+733 |
FT-SE 100(EURONEXT) |
Dec10 |
101203 |
5777.00 |
5787.00 |
5720.00 |
5753.50 |
-17.50 |
137,347 |
620,040 |
+9,549 |
Mar11 |
101203 |
5737.00 |
5744.00 |
5686.00 |
5714.50 |
-17.00 |
8,451 |
20,502 |
+9,053 |
Jun11 |
101203 |
5692.50 |
5696.00 |
5660.50 |
5672.00 |
-17.00 |
0 |
1,037 |
+0 |
Total Volume and Open Interest |
145,798 |
641,589 |
+18,602 |
SPI 200(SFE) |
Dec10 |
101203 |
4694.0 |
4744.0 |
4688.0 |
4711.0 |
+20.0 |
34,297 |
208,663 |
+2,521 |
Mar11 |
101203 |
4690.0 |
4740.0 |
4685.0 |
4707.0 |
+20.0 |
777 |
4,898 |
+732 |
Jun11 |
101203 |
4730.0 |
4730.0 |
4730.0 |
4730.0 |
+19.0 |
0 |
2,302 |
-1 |
Total Volume and Open Interest |
35,401 |
218,741 |
+3,522 |
GSCI(CME) |
Dec10 |
101203 |
609.30 |
609.30 |
601.00 |
609.30 |
+7.90 |
303 |
14,277 |
-180 |
Jan11 |
101203 |
610.70 |
610.70 |
602.00 |
610.70 |
+7.95 |
107 |
169 |
+104 |
Feb11 |
101203 |
612.20 |
612.20 |
604.00 |
612.20 |
+7.95 |
|
|
|
Total Volume and Open Interest |
410 |
14,446 |
-76 |
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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