|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon December 06, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
101206 |
1304.00 |
1306.75 |
1280.25 |
1288.50 |
-11.75 |
87,542 |
249,326 |
-7,529 |
Mar11 |
101206 |
1310.50 |
1312.50 |
1286.50 |
1295.25 |
-11.75 |
37,067 |
137,876 |
+1,267 |
May11 |
101206 |
1308.75 |
1313.25 |
1288.25 |
1297.00 |
-11.25 |
10,937 |
68,033 |
+1,392 |
Jul11 |
101206 |
1314.00 |
1315.00 |
1290.50 |
1298.50 |
-12.00 |
12,389 |
60,995 |
+1,188 |
Aug11 |
101206 |
1277.00 |
1284.75 |
1270.75 |
1272.50 |
-12.25 |
244 |
2,425 |
+14 |
Sep11 |
101206 |
1230.00 |
1244.25 |
1230.00 |
1235.25 |
-9.00 |
349 |
3,347 |
+144 |
Nov11 |
101206 |
1206.00 |
1210.00 |
1186.75 |
1198.75 |
-9.50 |
6,885 |
99,382 |
+1,098 |
Total Volume and Open Interest |
157,484 |
635,581 |
-1,463 |
Soybean Meal(CBOT) |
Dec10 |
101206 |
351.10 |
352.00 |
342.60 |
345.50 |
-4.60 |
5,603 |
4,440 |
-1,681 |
Jan11 |
101206 |
353.10 |
353.80 |
343.80 |
346.50 |
-5.10 |
30,115 |
67,510 |
-182 |
Mar11 |
101206 |
353.60 |
355.00 |
345.00 |
347.60 |
-5.30 |
11,462 |
44,927 |
+88 |
May11 |
101206 |
352.40 |
352.60 |
344.00 |
346.00 |
-5.30 |
5,636 |
25,720 |
-228 |
Jul11 |
101206 |
350.30 |
350.60 |
343.60 |
345.80 |
-5.10 |
2,521 |
17,496 |
+330 |
Aug11 |
101206 |
338.90 |
338.90 |
335.00 |
336.10 |
-4.80 |
601 |
5,236 |
+68 |
Sep11 |
101206 |
326.90 |
326.90 |
322.00 |
323.60 |
-4.90 |
331 |
5,431 |
-70 |
Oct11 |
101206 |
309.00 |
311.30 |
305.00 |
306.40 |
-4.90 |
110 |
4,636 |
+10 |
Total Volume and Open Interest |
58,263 |
193,453 |
-1,314 |
Soybean Oil(CBOT) |
Dec10 |
101206 |
53.23 |
53.53 |
52.80 |
53.13 |
+0.05 |
11,313 |
6,145 |
-2,076 |
Jan11 |
101206 |
53.59 |
53.96 |
53.13 |
53.54 |
+0.09 |
41,175 |
129,600 |
-1,755 |
Mar11 |
101206 |
53.98 |
54.40 |
53.57 |
53.98 |
+0.09 |
19,469 |
91,760 |
+3,263 |
May11 |
101206 |
54.35 |
54.72 |
53.91 |
54.29 |
+0.09 |
4,480 |
38,632 |
+152 |
Jul11 |
101206 |
54.64 |
54.90 |
54.13 |
54.51 |
+0.07 |
5,530 |
31,799 |
+1,734 |
Aug11 |
101206 |
54.49 |
54.57 |
54.37 |
54.57 |
+0.05 |
407 |
4,454 |
+18 |
Sep11 |
101206 |
54.67 |
54.67 |
54.55 |
54.59 |
+0.04 |
460 |
4,373 |
-4 |
Oct11 |
101206 |
54.64 |
54.74 |
54.35 |
54.57 |
+0.02 |
836 |
5,537 |
+13 |
Total Volume and Open Interest |
87,533 |
330,452 |
+2,659 |
Canola(WCE) |
Jan11 |
101206 |
553.5 |
556.8 |
549.2 |
553.5 |
+0.2 |
8,500 |
102,592 |
-1,277 |
Mar11 |
101206 |
559.0 |
562.9 |
555.6 |
560.4 |
+0.9 |
4,184 |
34,207 |
+1,104 |
May11 |
101206 |
562.3 |
566.1 |
558.1 |
563.5 |
+1.2 |
423 |
4,138 |
-273 |
Jul11 |
101206 |
565.3 |
567.8 |
559.5 |
565.0 |
+1.4 |
194 |
14,310 |
+144 |
Nov11 |
101206 |
509.2 |
518.0 |
509.2 |
513.8 |
-3.2 |
732 |
31,424 |
-413 |
Total Volume and Open Interest |
14,595 |
188,339 |
-338 |
Corn(CBOT) |
Dec10 |
101206 |
559.00 |
560.50 |
548.00 |
553.75 |
-5.25 |
36,142 |
21,119 |
-4,865 |
Mar11 |
101206 |
573.50 |
575.25 |
562.50 |
568.00 |
-5.50 |
161,989 |
739,234 |
-5,277 |
May11 |
101206 |
580.00 |
581.50 |
570.00 |
576.25 |
-4.25 |
35,933 |
159,083 |
+3,683 |
Jul11 |
101206 |
583.50 |
585.00 |
574.50 |
580.75 |
-3.75 |
39,008 |
230,609 |
+827 |
Sep11 |
101206 |
547.00 |
548.00 |
538.50 |
542.25 |
-6.00 |
2,541 |
39,126 |
-57 |
Dec11 |
101206 |
533.00 |
534.50 |
524.75 |
529.25 |
-5.25 |
25,804 |
260,468 |
-613 |
Total Volume and Open Interest |
305,082 |
1,508,341 |
-5,662 |
Wheat(CBOT) |
Dec10 |
101206 |
747.75 |
753.75 |
738.00 |
752.00 |
+14.00 |
4,391 |
2,872 |
-1,140 |
Mar11 |
101206 |
786.00 |
799.50 |
774.25 |
793.00 |
+14.00 |
68,701 |
232,240 |
+3,189 |
May11 |
101206 |
800.00 |
815.50 |
787.25 |
811.75 |
+21.00 |
19,862 |
50,242 |
+1,848 |
Jul11 |
101206 |
790.00 |
810.00 |
784.00 |
807.75 |
+21.00 |
15,532 |
95,253 |
+874 |
Sep11 |
101206 |
799.75 |
815.75 |
793.75 |
813.25 |
+17.50 |
1,988 |
17,486 |
+512 |
Total Volume and Open Interest |
116,878 |
465,695 |
+5,959 |
Wheat(KCBT) |
Dec10 |
101206 |
822.75 |
833.00 |
815.00 |
825.75 |
+14.00 |
1,943 |
1,050 |
-1,438 |
Mar11 |
101206 |
827.00 |
840.00 |
819.00 |
836.75 |
+14.75 |
20,916 |
117,483 |
+1,419 |
May11 |
101206 |
831.25 |
847.50 |
827.00 |
844.25 |
+15.50 |
5,008 |
21,487 |
-558 |
Jul11 |
101206 |
825.00 |
844.00 |
823.00 |
840.25 |
+17.25 |
6,931 |
51,292 |
+90 |
Sep11 |
101206 |
844.00 |
846.50 |
832.00 |
842.75 |
+13.50 |
2,334 |
12,046 |
+110 |
Total Volume and Open Interest |
38,020 |
215,138 |
-530 |
Wheat(MGE) |
Dec10 |
101206 |
826.75 |
837.75 |
826.75 |
834.00 |
+16.75 |
367 |
383 |
-298 |
Mar11 |
101206 |
836.00 |
855.00 |
832.00 |
850.25 |
+15.00 |
7,217 |
32,025 |
+543 |
May11 |
101206 |
844.00 |
863.25 |
844.00 |
857.75 |
+13.75 |
1,939 |
9,567 |
+339 |
Jul11 |
101206 |
840.00 |
862.00 |
840.00 |
858.25 |
+14.00 |
1,495 |
7,842 |
+218 |
Sep11 |
101206 |
832.50 |
852.75 |
832.50 |
849.00 |
+14.50 |
902 |
6,912 |
+273 |
Total Volume and Open Interest |
12,694 |
64,865 |
+1,192 |
Oats(CBOT) |
Dec10 |
101206 |
350.00 |
374.50 |
350.00 |
372.00 |
+5.00 |
289 |
167 |
-264 |
Mar11 |
101206 |
369.50 |
374.75 |
364.25 |
372.00 |
+5.00 |
606 |
9,403 |
-82 |
May11 |
101206 |
378.00 |
378.00 |
371.75 |
376.75 |
+5.00 |
37 |
606 |
+22 |
Jul11 |
101206 |
373.50 |
381.75 |
373.25 |
381.50 |
+5.00 |
21 |
212 |
+16 |
Total Volume and Open Interest |
965 |
11,303 |
-296 |
Rough Rice(CBOT) |
Jan11 |
101206 |
14.66 |
14.81 |
14.35 |
14.55 |
-0.12 |
679 |
8,957 |
-115 |
Mar11 |
101206 |
14.92 |
15.10 |
14.64 |
14.83 |
-0.12 |
444 |
5,380 |
+267 |
May11 |
101206 |
15.31 |
15.31 |
14.99 |
15.10 |
-0.12 |
57 |
1,028 |
+12 |
Jul11 |
101206 |
15.15 |
15.41 |
15.12 |
15.29 |
-0.12 |
73 |
1,552 |
-1 |
Total Volume and Open Interest |
1,290 |
17,583 |
+174 |
Live Cattle(CME) |
Dec10 |
101206 |
103.180 |
103.500 |
103.100 |
103.385 |
+0.205 |
11,148 |
38,217 |
-2,772 |
Feb11 |
101206 |
106.385 |
106.635 |
106.285 |
106.430 |
+0.045 |
18,509 |
163,109 |
+2,774 |
Apr11 |
101206 |
109.200 |
109.550 |
109.080 |
109.250 |
+0.150 |
7,115 |
85,343 |
+1,719 |
Jun11 |
101206 |
106.150 |
106.430 |
105.980 |
106.135 |
-0.095 |
2,839 |
36,599 |
+1,054 |
Aug11 |
101206 |
106.330 |
106.330 |
105.980 |
106.180 |
-0.150 |
670 |
14,410 |
+172 |
Oct11 |
101206 |
108.150 |
108.680 |
108.150 |
108.500 |
-0.100 |
448 |
7,880 |
+69 |
Total Volume and Open Interest |
40,876 |
349,957 |
+3,043 |
Feeder Cattle(CME) |
Jan11 |
101206 |
118.950 |
119.135 |
118.480 |
118.500 |
-0.180 |
2,210 |
16,245 |
+23 |
Mar11 |
101206 |
119.480 |
119.885 |
119.350 |
119.650 |
+0.170 |
1,129 |
10,285 |
+346 |
Apr11 |
101206 |
119.885 |
120.680 |
119.885 |
120.480 |
+0.180 |
742 |
3,372 |
+201 |
May11 |
101206 |
120.430 |
120.900 |
120.400 |
120.450 |
unch |
334 |
4,297 |
+206 |
Aug11 |
101206 |
120.830 |
121.250 |
120.785 |
121.100 |
+0.170 |
228 |
3,961 |
+151 |
Sep11 |
101206 |
119.950 |
120.100 |
119.950 |
120.100 |
+0.100 |
10 |
284 |
+7 |
Oct11 |
101206 |
119.950 |
119.950 |
119.785 |
119.950 |
+0.150 |
6 |
60 |
+6 |
Total Volume and Open Interest |
4,682 |
38,544 |
+958 |
Lean Hogs(CME) |
Dec10 |
101206 |
69.080 |
69.135 |
68.250 |
68.350 |
-0.935 |
3,669 |
16,256 |
-708 |
Feb11 |
101206 |
76.300 |
76.350 |
75.100 |
75.250 |
-1.330 |
13,218 |
84,207 |
+2,934 |
Apr11 |
101206 |
80.135 |
80.150 |
79.000 |
79.050 |
-1.235 |
3,521 |
50,209 |
+434 |
May11 |
101206 |
86.000 |
86.300 |
85.680 |
86.100 |
-0.900 |
64 |
1,683 |
-24 |
Jun11 |
101206 |
89.200 |
89.200 |
88.035 |
88.300 |
-1.150 |
2,199 |
30,844 |
+464 |
Jul11 |
101206 |
88.500 |
88.500 |
87.250 |
87.900 |
-0.850 |
82 |
6,880 |
+40 |
Aug11 |
101206 |
87.750 |
87.850 |
86.600 |
86.950 |
-1.300 |
361 |
7,560 |
+57 |
Oct11 |
101206 |
78.200 |
78.225 |
77.350 |
77.700 |
-0.850 |
87 |
4,708 |
+46 |
Total Volume and Open Interest |
23,233 |
204,279 |
+3,253 |
Pork Bellies(CME) |
Feb11 |
101206 |
104.500 |
104.500 |
104.500 |
104.500 |
unch |
0 |
5 |
+0 |
Mar11 |
101206 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
|
|
|
May11 |
101206 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
|
|
|
Jul11 |
101206 |
103.500 |
103.500 |
103.500 |
103.500 |
unch |
|
|
|
Aug11 |
101206 |
102.500 |
102.500 |
102.500 |
102.500 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
5 |
+0 |
Class III Milk(CME) |
Dec10 |
101206 |
13.92 |
13.92 |
13.74 |
13.88 |
-0.02 |
199 |
5,774 |
+20 |
Jan11 |
101206 |
13.65 |
13.69 |
13.40 |
13.45 |
-0.23 |
295 |
3,751 |
+4 |
Feb11 |
101206 |
13.65 |
13.68 |
13.30 |
13.38 |
-0.29 |
252 |
3,062 |
+103 |
Mar11 |
101206 |
13.91 |
13.91 |
13.60 |
13.70 |
-0.18 |
87 |
2,792 |
+28 |
Apr11 |
101206 |
14.10 |
14.10 |
13.75 |
13.90 |
-0.19 |
24 |
2,008 |
+11 |
Total Volume and Open Interest |
1,228 |
31,557 |
+436 |
Cocoa(ICE) |
Dec10 |
101206 |
3048 |
3048 |
3048 |
3048 |
+143 |
15 |
32 |
-10 |
Mar11 |
101206 |
2929 |
3084 |
2915 |
3065 |
+130 |
14,742 |
70,480 |
-1,728 |
May11 |
101206 |
2946 |
3100 |
2936 |
3084 |
+129 |
2,234 |
20,339 |
+280 |
Jul11 |
101206 |
2955 |
3116 |
2951 |
3097 |
+128 |
532 |
10,601 |
+61 |
Sep11 |
101206 |
3004 |
3122 |
3004 |
3112 |
+128 |
715 |
5,197 |
+214 |
Dec11 |
101206 |
3012 |
3143 |
3012 |
3130 |
+131 |
644 |
10,615 |
+337 |
Mar12 |
101206 |
3095 |
3208 |
3090 |
3203 |
+132 |
144 |
10,274 |
+89 |
Total Volume and Open Interest |
19,037 |
132,799 |
-749 |
Coffee "C"(ICE) |
Dec10 |
101206 |
206.40 |
209.00 |
206.40 |
208.65 |
+4.15 |
25 |
466 |
-35 |
Mar11 |
101206 |
204.30 |
210.00 |
204.00 |
208.95 |
+4.15 |
5,723 |
87,449 |
+89 |
May11 |
101206 |
205.00 |
210.65 |
205.00 |
209.65 |
+4.20 |
820 |
23,011 |
+336 |
Jul11 |
101206 |
204.00 |
209.70 |
204.00 |
208.60 |
+3.95 |
137 |
7,311 |
-6 |
Sep11 |
101206 |
204.00 |
207.55 |
204.00 |
206.65 |
+4.15 |
56 |
3,242 |
+17 |
Dec11 |
101206 |
199.65 |
204.65 |
199.65 |
203.80 |
+4.15 |
29 |
6,104 |
+10 |
Total Volume and Open Interest |
6,811 |
128,734 |
+405 |
Orange Juice(ICE) |
Jan11 |
101206 |
157.55 |
166.70 |
157.55 |
164.45 |
+7.65 |
1,613 |
17,958 |
-389 |
Mar11 |
101206 |
158.00 |
165.75 |
158.00 |
165.30 |
+7.60 |
629 |
6,910 |
+419 |
May11 |
101206 |
161.80 |
166.80 |
160.50 |
166.15 |
+7.60 |
93 |
1,258 |
+20 |
Jul11 |
101206 |
162.45 |
167.35 |
162.45 |
167.35 |
+7.55 |
208 |
1,902 |
+200 |
Sep11 |
101206 |
167.55 |
167.55 |
167.55 |
167.55 |
+7.75 |
0 |
300 |
+0 |
Nov11 |
101206 |
167.30 |
167.30 |
167.30 |
167.30 |
+7.55 |
0 |
15 |
+0 |
Total Volume and Open Interest |
2,543 |
28,366 |
+250 |
Sugar #11(ICE) |
Mar11 |
101206 |
29.50 |
29.59 |
28.80 |
29.01 |
-0.49 |
30,695 |
228,799 |
+97 |
May11 |
101206 |
26.89 |
26.89 |
26.11 |
26.23 |
-0.48 |
10,580 |
101,969 |
+1,001 |
Jul11 |
101206 |
23.95 |
24.00 |
23.37 |
23.45 |
-0.43 |
8,658 |
95,779 |
-126 |
Oct11 |
101206 |
22.30 |
22.38 |
21.73 |
21.79 |
-0.42 |
6,042 |
56,372 |
+842 |
Mar12 |
101206 |
21.59 |
21.68 |
21.06 |
21.14 |
-0.35 |
1,431 |
47,141 |
+120 |
Total Volume and Open Interest |
58,440 |
572,432 |
+1,805 |
London Cocoa(LCE) |
Dec10 |
101206 |
1943 |
2041 |
1942 |
2041 |
+87 |
4,391 |
38,204 |
-1,131 |
Mar11 |
101206 |
1946 |
2046 |
1942 |
2045 |
+86 |
16,369 |
62,258 |
+2,193 |
May11 |
101206 |
1961 |
2061 |
1958 |
2060 |
+87 |
2,267 |
19,963 |
-370 |
Jul11 |
101206 |
1977 |
2079 |
1977 |
2077 |
+87 |
2,498 |
16,951 |
+1,217 |
Sep11 |
101206 |
1995 |
2084 |
1995 |
2081 |
+87 |
241 |
9,793 |
-42 |
Dec11 |
101206 |
2019 |
2096 |
2013 |
2091 |
+92 |
244 |
16,268 |
+53 |
Mar12 |
101206 |
2013 |
2102 |
2009 |
2102 |
+94 |
191 |
13,187 |
+88 |
Total Volume and Open Interest |
26,224 |
179,629 |
+2,021 |
London Sugar(LCE) |
Mar11 |
101206 |
749.80 |
750.50 |
740.00 |
743.80 |
+3.80 |
1,205 |
28,170 |
-64 |
May11 |
101206 |
705.20 |
706.50 |
698.10 |
701.30 |
+4.00 |
215 |
8,705 |
+19 |
Aug11 |
101206 |
642.50 |
643.00 |
633.40 |
636.80 |
+2.70 |
79 |
6,938 |
-3 |
Oct11 |
101206 |
591.10 |
597.10 |
586.70 |
587.70 |
+0.70 |
58 |
2,034 |
-4 |
Dec11 |
101206 |
576.20 |
577.00 |
567.90 |
569.90 |
-0.40 |
26 |
736 |
+26 |
Total Volume and Open Interest |
1,609 |
47,124 |
+0 |
Cotton(ICE) |
Dec10 |
101206 |
140.00 |
142.00 |
140.00 |
141.92 |
-0.41 |
19 |
488 |
-32 |
Mar11 |
101206 |
133.55 |
135.34 |
128.03 |
130.43 |
-1.91 |
9,074 |
110,119 |
-474 |
May11 |
101206 |
128.24 |
130.00 |
122.80 |
124.30 |
-3.20 |
1,948 |
20,108 |
+96 |
Jul11 |
101206 |
124.10 |
125.00 |
117.40 |
119.04 |
-4.04 |
3,087 |
28,632 |
+882 |
Oct11 |
101206 |
107.25 |
107.25 |
101.67 |
101.75 |
-5.36 |
121 |
292 |
-51 |
Dec11 |
101206 |
96.00 |
97.00 |
91.65 |
91.65 |
-3.96 |
2,250 |
34,517 |
+302 |
Total Volume and Open Interest |
16,717 |
196,092 |
+845 |
Lumber(CME) |
Jan11 |
101206 |
249.0 |
249.3 |
246.5 |
248.1 |
-1.2 |
415 |
3,601 |
+8 |
Mar11 |
101206 |
266.0 |
266.9 |
264.0 |
264.0 |
-1.0 |
302 |
4,409 |
+85 |
May11 |
101206 |
276.1 |
277.3 |
276.1 |
277.0 |
unch |
40 |
1,239 |
+3 |
Jul11 |
101206 |
285.7 |
287.3 |
285.7 |
286.0 |
unch |
1 |
172 |
+0 |
Total Volume and Open Interest |
758 |
9,421 |
+96 |
Crude Oil(NYM) |
Jan11 |
101206 |
89.44 |
89.76 |
88.56 |
89.38 |
+0.19 |
330,642 |
316,409 |
-6,327 |
Feb11 |
101206 |
89.82 |
90.15 |
88.96 |
89.74 |
+0.15 |
106,465 |
135,364 |
+6,554 |
Mar11 |
101206 |
90.12 |
90.46 |
89.26 |
89.98 |
+0.11 |
62,181 |
126,904 |
-877 |
Apr11 |
101206 |
90.40 |
90.58 |
89.41 |
90.11 |
+0.09 |
30,997 |
50,523 |
+1,319 |
May11 |
101206 |
90.45 |
90.55 |
89.51 |
90.17 |
+0.09 |
17,187 |
33,640 |
-1,748 |
Jun11 |
101206 |
90.48 |
90.75 |
89.55 |
90.18 |
+0.05 |
44,138 |
88,373 |
+3,116 |
Jul11 |
101206 |
90.29 |
90.48 |
89.66 |
90.13 |
-0.01 |
8,718 |
37,599 |
+802 |
Aug11 |
101206 |
90.31 |
90.35 |
89.50 |
90.03 |
-0.09 |
5,043 |
17,953 |
+36 |
Sep11 |
101206 |
90.29 |
90.29 |
89.67 |
89.93 |
-0.17 |
5,579 |
24,004 |
-392 |
Oct11 |
101206 |
90.27 |
90.27 |
89.76 |
89.82 |
-0.27 |
7,493 |
17,585 |
+1,698 |
Nov11 |
101206 |
90.26 |
90.26 |
89.73 |
89.73 |
-0.37 |
4,538 |
21,543 |
+636 |
Dec11 |
101206 |
90.31 |
90.49 |
89.27 |
89.68 |
-0.46 |
45,514 |
150,170 |
+3,910 |
Jan12 |
101206 |
89.50 |
89.50 |
89.50 |
89.50 |
-0.54 |
897 |
19,899 |
+323 |
Feb12 |
101206 |
89.32 |
89.32 |
89.32 |
89.32 |
-0.62 |
379 |
7,959 |
-4 |
Mar12 |
101206 |
89.17 |
89.28 |
88.90 |
89.13 |
-0.72 |
324 |
10,541 |
+89 |
Apr12 |
101206 |
88.96 |
88.96 |
88.96 |
88.96 |
-0.80 |
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 |
101206 |
89.400 |
89.750 |
88.575 |
89.375 |
+0.175 |
8,317 |
4,068 |
+24 |
Feb11 |
101206 |
89.400 |
90.175 |
89.025 |
89.750 |
+0.150 |
427 |
1,267 |
+67 |
Mar11 |
101206 |
89.950 |
90.375 |
89.425 |
89.975 |
+0.100 |
80 |
447 |
+0 |
Apr11 |
101206 |
89.700 |
90.125 |
89.700 |
90.100 |
+0.075 |
0 |
5 |
+0 |
May11 |
101206 |
90.175 |
90.175 |
90.175 |
90.175 |
+0.100 |
0 |
13 |
+0 |
Jun11 |
101206 |
89.950 |
90.175 |
89.950 |
90.175 |
+0.050 |
0 |
9 |
+0 |
Jul11 |
101206 |
90.125 |
90.125 |
90.125 |
90.125 |
-0.025 |
0 |
1 |
+0 |
Aug11 |
101206 |
90.025 |
90.025 |
90.025 |
90.025 |
-0.100 |
|
|
|
Sep11 |
101206 |
90.050 |
90.050 |
89.925 |
89.925 |
-0.175 |
0 |
1 |
+0 |
Total Volume and Open Interest |
8,824 |
5,964 |
+91 |
Heating Oil(NYM) |
Jan11 |
101206 |
249.43 |
250.67 |
246.57 |
247.57 |
-1.17 |
69,746 |
101,664 |
+2,150 |
Feb11 |
101206 |
251.35 |
251.83 |
248.27 |
249.11 |
-0.94 |
28,760 |
46,100 |
+2,745 |
Mar11 |
101206 |
250.62 |
250.62 |
248.00 |
248.92 |
-0.86 |
14,468 |
35,678 |
+689 |
Apr11 |
101206 |
249.05 |
250.00 |
246.85 |
247.50 |
-0.89 |
7,493 |
19,162 |
+790 |
May11 |
101206 |
248.19 |
248.19 |
245.71 |
246.36 |
-0.95 |
5,627 |
17,590 |
-318 |
Jun11 |
101206 |
248.00 |
248.00 |
245.22 |
245.88 |
-0.97 |
10,169 |
38,546 |
+509 |
Jul11 |
101206 |
246.46 |
246.46 |
246.46 |
246.46 |
-0.94 |
828 |
7,855 |
+102 |
Aug11 |
101206 |
247.26 |
247.26 |
247.26 |
247.26 |
-0.91 |
275 |
4,480 |
+15 |
Sep11 |
101206 |
248.35 |
248.35 |
248.35 |
248.35 |
-0.87 |
414 |
4,414 |
-133 |
Oct11 |
101206 |
249.60 |
249.60 |
249.60 |
249.60 |
-0.87 |
157 |
2,828 |
+3 |
Nov11 |
101206 |
251.33 |
251.33 |
251.10 |
251.10 |
-0.82 |
140 |
2,862 |
+10 |
Dec11 |
101206 |
254.35 |
254.35 |
251.75 |
252.43 |
-0.79 |
3,158 |
15,592 |
+574 |
Total Volume and Open Interest |
141,574 |
304,734 |
+7,094 |
Gasoline(NYMEX) |
Jan11 |
101206 |
235.24 |
236.99 |
232.62 |
234.17 |
-1.04 |
58,347 |
95,064 |
-8,456 |
Feb11 |
101206 |
234.70 |
235.35 |
231.57 |
233.23 |
-0.42 |
32,976 |
42,647 |
-1,266 |
Mar11 |
101206 |
235.08 |
235.08 |
231.70 |
233.28 |
-0.33 |
26,341 |
31,825 |
+2,562 |
Apr11 |
101206 |
243.50 |
243.59 |
241.07 |
242.63 |
-0.37 |
12,661 |
25,212 |
+219 |
May11 |
101206 |
244.22 |
244.45 |
241.26 |
242.58 |
-0.54 |
6,237 |
11,141 |
-188 |
Jun11 |
101206 |
243.36 |
243.80 |
241.45 |
242.27 |
-0.66 |
7,478 |
15,076 |
+642 |
Jul11 |
101206 |
241.25 |
241.30 |
241.25 |
241.30 |
-0.68 |
2,038 |
4,356 |
+45 |
Aug11 |
101206 |
240.02 |
240.02 |
239.50 |
239.92 |
-0.73 |
635 |
5,133 |
-188 |
Sep11 |
101206 |
238.17 |
238.17 |
238.17 |
238.17 |
-0.72 |
916 |
2,897 |
-232 |
Oct11 |
101206 |
226.28 |
226.95 |
226.28 |
226.95 |
-0.90 |
388 |
2,597 |
-125 |
Total Volume and Open Interest |
151,350 |
268,048 |
-5,872 |
e-miNY RBOB Gasoline(NYM) |
Jan11 |
101206 |
234.20 |
234.20 |
234.17 |
234.20 |
-1.00 |
0 |
2 |
+0 |
Feb11 |
101206 |
233.20 |
233.23 |
233.20 |
233.20 |
-0.50 |
0 |
1 |
+0 |
Mar11 |
101206 |
233.30 |
233.30 |
233.28 |
233.30 |
-0.30 |
0 |
1 |
+0 |
Apr11 |
101206 |
242.60 |
242.63 |
242.60 |
242.60 |
-0.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Jan11 |
101206 |
4.385 |
4.540 |
4.328 |
4.488 |
+0.139 |
135,776 |
227,555 |
+109 |
Feb11 |
101206 |
4.401 |
4.533 |
4.395 |
4.488 |
+0.129 |
32,966 |
75,134 |
+1,972 |
Mar11 |
101206 |
4.373 |
4.487 |
4.355 |
4.446 |
+0.122 |
31,028 |
89,768 |
-5,300 |
Apr11 |
101206 |
4.333 |
4.435 |
4.322 |
4.403 |
+0.106 |
29,055 |
72,575 |
-1,136 |
May11 |
101206 |
4.375 |
4.455 |
4.375 |
4.425 |
+0.100 |
9,226 |
29,757 |
+1,122 |
Jun11 |
101206 |
4.425 |
4.496 |
4.392 |
4.468 |
+0.096 |
5,053 |
14,459 |
+605 |
Jul11 |
101206 |
4.495 |
4.549 |
4.456 |
4.524 |
+0.092 |
2,716 |
12,724 |
+228 |
Aug11 |
101206 |
4.555 |
4.586 |
4.522 |
4.561 |
+0.089 |
1,789 |
13,749 |
+118 |
Sep11 |
101206 |
4.525 |
4.598 |
4.525 |
4.579 |
+0.087 |
1,331 |
10,238 |
+40 |
Oct11 |
101206 |
4.600 |
4.679 |
4.597 |
4.658 |
+0.085 |
9,887 |
45,259 |
-266 |
Nov11 |
101206 |
4.826 |
4.875 |
4.826 |
4.853 |
+0.069 |
1,772 |
21,652 |
+136 |
Dec11 |
101206 |
5.115 |
5.147 |
5.115 |
5.136 |
+0.056 |
1,433 |
19,154 |
+198 |
Jan12 |
101206 |
5.293 |
5.333 |
5.284 |
5.311 |
+0.054 |
3,909 |
30,143 |
-419 |
Feb12 |
101206 |
5.270 |
5.282 |
5.245 |
5.264 |
+0.048 |
217 |
6,599 |
+88 |
Mar12 |
101206 |
5.140 |
5.171 |
5.130 |
5.146 |
+0.043 |
2,190 |
14,474 |
-17 |
Apr12 |
101206 |
4.916 |
4.925 |
4.890 |
4.899 |
+0.026 |
714 |
13,102 |
+43 |
Total Volume and Open Interest |
269,358 |
761,675 |
-4,172 |
Brent Crude Oil(ICE) |
Jan11 |
101206 |
91.46 |
92.03 |
90.86 |
91.45 |
+0.03 |
185,728 |
205,016 |
-8,232 |
Feb11 |
101206 |
91.80 |
92.10 |
90.95 |
91.53 |
+0.04 |
114,933 |
196,706 |
+12,326 |
Mar11 |
101206 |
91.69 |
92.09 |
90.90 |
91.52 |
+0.03 |
49,787 |
107,586 |
+2,662 |
Apr11 |
101206 |
91.61 |
92.01 |
90.94 |
91.51 |
+0.01 |
27,335 |
39,414 |
-2,168 |
May11 |
101206 |
91.60 |
92.01 |
90.94 |
91.50 |
-0.01 |
20,392 |
31,752 |
-519 |
Jun11 |
101206 |
91.58 |
92.06 |
90.92 |
91.48 |
-0.02 |
39,441 |
53,076 |
+2,005 |
Jul11 |
101206 |
91.80 |
91.89 |
91.01 |
91.40 |
-0.07 |
6,520 |
14,868 |
+33 |
Aug11 |
101206 |
91.59 |
91.84 |
90.99 |
91.30 |
-0.14 |
4,700 |
12,949 |
-219 |
Sep11 |
101206 |
91.55 |
91.79 |
90.87 |
91.19 |
-0.22 |
4,112 |
9,946 |
-65 |
Oct11 |
101206 |
91.08 |
91.08 |
91.08 |
91.08 |
-0.30 |
2,298 |
6,051 |
-487 |
Nov11 |
101206 |
90.98 |
90.98 |
90.98 |
90.98 |
-0.38 |
2,149 |
10,422 |
+237 |
Dec11 |
101206 |
91.34 |
91.82 |
90.55 |
90.90 |
-0.45 |
34,236 |
83,319 |
+1,625 |
Jan12 |
101206 |
90.82 |
90.82 |
90.82 |
90.82 |
-0.52 |
3,156 |
11,058 |
+359 |
Feb12 |
101206 |
90.75 |
90.75 |
90.75 |
90.75 |
-0.56 |
644 |
5,390 |
-171 |
Total Volume and Open Interest |
506,192 |
869,377 |
+8,130 |
Gas Oil(ICE) |
Dec10 |
101206 |
771.50 |
775.50 |
762.50 |
766.00 |
+4.25 |
45,805 |
54,291 |
-3,949 |
Jan11 |
101206 |
776.25 |
780.50 |
767.50 |
771.50 |
+4.25 |
91,763 |
152,200 |
+3,470 |
Feb11 |
101206 |
779.00 |
783.00 |
771.00 |
774.50 |
+4.25 |
43,227 |
76,616 |
+3,480 |
Mar11 |
101206 |
780.75 |
782.75 |
772.00 |
775.50 |
+4.50 |
21,791 |
57,016 |
+6,013 |
Apr11 |
101206 |
781.00 |
783.00 |
772.50 |
775.75 |
+4.25 |
18,369 |
51,292 |
+1,876 |
May11 |
101206 |
782.00 |
783.75 |
774.25 |
776.00 |
+4.00 |
12,518 |
43,303 |
+2,709 |
Jun11 |
101206 |
782.50 |
784.00 |
773.25 |
776.50 |
+3.75 |
23,631 |
48,605 |
+422 |
Jul11 |
101206 |
783.25 |
784.50 |
776.00 |
778.00 |
+3.50 |
4,336 |
16,973 |
-1,043 |
Aug11 |
101206 |
785.00 |
786.50 |
779.00 |
779.75 |
+3.00 |
4,540 |
14,805 |
+127 |
Sep11 |
101206 |
786.75 |
788.25 |
779.75 |
781.25 |
+2.50 |
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 |
49 |
207 |
-32 |
Jan11 |
101206 |
2.084 |
2.084 |
2.064 |
2.070 |
-0.031 |
231 |
1,050 |
+96 |
Feb11 |
101206 |
2.076 |
2.083 |
2.071 |
2.074 |
-0.028 |
101 |
973 |
+51 |
Mar11 |
101206 |
2.100 |
2.107 |
2.100 |
2.105 |
-0.010 |
116 |
1,050 |
-18 |
Apr11 |
101206 |
2.122 |
2.122 |
2.115 |
2.120 |
-0.005 |
87 |
675 |
-6 |
May11 |
101206 |
2.135 |
2.144 |
2.135 |
2.140 |
-0.009 |
26 |
408 |
+14 |
Jun11 |
101206 |
2.142 |
2.150 |
2.142 |
2.145 |
-0.016 |
44 |
500 |
+16 |
Jul11 |
101206 |
2.155 |
2.155 |
2.155 |
2.155 |
-0.013 |
13 |
687 |
+3 |
Total Volume and Open Interest |
822 |
7,501 |
+115 |
WTI Crude Oil(ICE |
Jan11 |
101206 |
89.45 |
89.75 |
88.56 |
89.38 |
+0.19 |
85,445 |
98,016 |
-454 |
Feb11 |
101206 |
89.86 |
90.15 |
88.96 |
89.74 |
+0.15 |
42,739 |
57,976 |
+2,708 |
Mar11 |
101206 |
90.06 |
90.41 |
89.27 |
89.98 |
+0.11 |
22,191 |
52,925 |
+3,010 |
Apr11 |
101206 |
90.35 |
90.49 |
89.41 |
90.11 |
+0.09 |
10,419 |
23,172 |
-1,543 |
May11 |
101206 |
90.57 |
90.57 |
89.48 |
90.17 |
+0.09 |
7,740 |
15,560 |
-150 |
Jun11 |
101206 |
90.62 |
90.62 |
89.50 |
90.18 |
+0.05 |
22,126 |
48,151 |
-1,261 |
Jul11 |
101206 |
90.62 |
90.62 |
89.59 |
90.13 |
-0.01 |
2,808 |
14,364 |
-619 |
Aug11 |
101206 |
90.60 |
90.60 |
89.55 |
90.03 |
-0.09 |
1,569 |
8,515 |
+31 |
Sep11 |
101206 |
90.26 |
90.26 |
89.50 |
89.93 |
-0.17 |
1,842 |
12,084 |
+164 |
Oct11 |
101206 |
89.82 |
89.82 |
89.82 |
89.82 |
-0.27 |
934 |
4,573 |
-50 |
Nov11 |
101206 |
89.73 |
89.73 |
89.73 |
89.73 |
-0.37 |
630 |
7,349 |
-95 |
Dec11 |
101206 |
90.60 |
90.60 |
89.35 |
89.68 |
-0.46 |
17,919 |
57,098 |
+3,948 |
Jan12 |
101206 |
89.50 |
89.50 |
89.50 |
89.50 |
-0.54 |
42 |
4,629 |
+0 |
Feb12 |
101206 |
89.32 |
89.32 |
89.32 |
89.32 |
-0.62 |
39 |
1,188 |
+9 |
Mar12 |
101206 |
89.13 |
89.13 |
89.13 |
89.13 |
-0.72 |
60 |
3,195 |
+27 |
Apr12 |
101206 |
88.96 |
88.96 |
88.96 |
88.96 |
-0.80 |
51 |
781 |
+6 |
Total Volume and Open Interest |
222,768 |
483,263 |
+5,517 |
US Dollar Index(ICE) |
Dec10 |
101206 |
79.250 |
80.000 |
79.170 |
79.600 |
+0.192 |
36,646 |
34,111 |
+1,993 |
Mar11 |
101206 |
79.600 |
80.420 |
79.530 |
80.005 |
+0.207 |
879 |
1,510 |
+236 |
Jun11 |
101206 |
80.438 |
80.438 |
80.438 |
80.438 |
+0.207 |
10 |
18 |
+10 |
Total Volume and Open Interest |
37,535 |
35,640 |
+2,239 |
Australian Dollar(CME) |
Dec10 |
101206 |
99.15 |
99.21 |
98.40 |
99.00 |
+0.03 |
111,835 |
102,532 |
-8,083 |
Mar11 |
101206 |
98.14 |
98.14 |
97.28 |
97.88 |
+0.03 |
9,106 |
13,547 |
+6,986 |
Jun11 |
101206 |
96.76 |
96.76 |
96.73 |
96.76 |
+0.03 |
0 |
152 |
+0 |
Total Volume and Open Interest |
120,953 |
116,382 |
-1,085 |
British Pound(CME) |
Dec10 |
101206 |
157.74 |
157.75 |
156.53 |
157.17 |
-0.25 |
139,426 |
86,612 |
+576 |
Mar11 |
101206 |
157.62 |
157.65 |
156.42 |
157.06 |
-0.24 |
1,941 |
3,084 |
+325 |
Jun11 |
101206 |
156.91 |
157.17 |
156.91 |
156.91 |
-0.26 |
1 |
44 |
+0 |
Total Volume and Open Interest |
141,368 |
89,776 |
+901 |
Canadian Dollar(CME) |
Dec10 |
101206 |
99.63 |
99.77 |
99.16 |
99.55 |
+0.01 |
104,978 |
94,410 |
+5,261 |
Mar11 |
101206 |
99.44 |
99.55 |
98.94 |
99.35 |
+0.02 |
4,579 |
11,053 |
+1,746 |
Jun11 |
101206 |
98.75 |
99.20 |
98.75 |
99.10 |
+0.02 |
31 |
1,209 |
+0 |
Sep11 |
101206 |
98.65 |
98.85 |
98.63 |
98.85 |
+0.04 |
12 |
495 |
+5 |
Total Volume and Open Interest |
109,613 |
107,654 |
+7,013 |
Japanese Yen(CME) |
Dec10 |
101206 |
120.89 |
121.11 |
120.50 |
121.09 |
+0.48 |
133,364 |
122,850 |
-2,929 |
Mar11 |
101206 |
121.09 |
121.24 |
120.65 |
121.22 |
+0.48 |
3,972 |
5,379 |
+2,050 |
Jun11 |
101206 |
121.40 |
121.40 |
120.92 |
121.40 |
+0.48 |
1 |
205 |
+1 |
Total Volume and Open Interest |
137,337 |
128,444 |
-878 |
Swiss Franc(CME) |
Dec10 |
101206 |
102.55 |
102.83 |
101.27 |
101.90 |
-0.39 |
51,247 |
41,331 |
+148 |
Mar11 |
101206 |
102.68 |
102.93 |
101.38 |
102.01 |
-0.37 |
3,343 |
3,912 |
+2,144 |
Jun11 |
101206 |
102.14 |
102.51 |
102.14 |
102.14 |
-0.37 |
0 |
15 |
+0 |
Total Volume and Open Interest |
54,590 |
45,264 |
+2,292 |
EuroFX(CME) |
Dec10 |
101206 |
134.07 |
134.21 |
132.44 |
133.20 |
-0.58 |
486,962 |
186,909 |
-5,218 |
Mar11 |
101206 |
134.00 |
134.13 |
132.35 |
133.11 |
-0.58 |
10,038 |
16,868 |
+1,095 |
Jun11 |
101206 |
132.69 |
133.59 |
132.69 |
133.00 |
-0.59 |
8 |
204 |
+2 |
Total Volume and Open Interest |
497,009 |
204,013 |
-4,121 |
Mexican Peso(CME) |
Dec10 |
101206 |
809.5 |
810.0 |
805.0 |
808.0 |
unch |
22,867 |
134,314 |
+864 |
Jan11 |
101206 |
808.0 |
808.0 |
807.8 |
808.0 |
+0.2 |
|
|
|
Total Volume and Open Interest |
24,102 |
136,464 |
+1,686 |
30-Year T-Bonds(CBOT) |
Dec10 |
101206 |
126~230 |
126~230 |
126~230 |
126~230 |
+1~030 |
|
|
|
Mar11 |
101206 |
124~080 |
125~140 |
124~080 |
125~080 |
+1~040 |
328,188 |
538,064 |
+1,602 |
Jun11 |
101206 |
123~250 |
123~250 |
122~200 |
123~250 |
+1~050 |
5 |
578 |
+0 |
Total Volume and Open Interest |
380,003 |
590,833 |
-15,508 |
10-Year T-Notes(CBOT) |
Dec10 |
101206 |
123~250 |
124~120 |
123~250 |
124~100 |
+0~195 |
133,912 |
80,449 |
-39,877 |
Mar11 |
101206 |
122~235 |
123~120 |
122~230 |
123~105 |
+0~225 |
1,299,780 |
1,260,357 |
+21,840 |
Jun11 |
101206 |
122~050 |
122~160 |
121~255 |
122~160 |
+0~225 |
6 |
29 |
+0 |
Total Volume and Open Interest |
1,433,700 |
1,340,841 |
-18,536 |
5-Year T-Notes(CBOT) |
Dec10 |
101206 |
120~065 |
120~065 |
120~065 |
120~065 |
+0~060 |
|
|
|
Mar11 |
101206 |
119~022 |
119~093 |
119~022 |
119~088 |
+0~066 |
599,118 |
939,844 |
+17,322 |
Jun11 |
101206 |
118~112 |
118~112 |
118~046 |
118~112 |
+0~066 |
|
|
|
Total Volume and Open Interest |
655,656 |
1,003,192 |
-1,832 |
2 Year T-Notes(CBOT) |
Dec10 |
101206 |
109~108 |
109~108 |
109~108 |
109~108 |
+0~012 |
|
|
|
Mar11 |
101206 |
109~078 |
109~094 |
109~077 |
109~092 |
+0~013 |
223,948 |
636,732 |
+4,789 |
Jun11 |
101206 |
109~080 |
109~080 |
109~067 |
109~080 |
+0~013 |
0 |
10 |
+0 |
Total Volume and Open Interest |
253,442 |
677,080 |
-1,246 |
Eurodollars(CME) |
Dec10 |
101206 |
99.677 |
99.688 |
99.675 |
99.680 |
+0.007 |
259,555 |
844,112 |
-6,374 |
Mar11 |
101206 |
99.560 |
99.575 |
99.540 |
99.565 |
+0.010 |
397,001 |
1,175,952 |
+510 |
Jun11 |
101206 |
99.495 |
99.500 |
99.470 |
99.495 |
+0.020 |
307,374 |
1,051,096 |
+12,005 |
Sep11 |
101206 |
99.395 |
99.440 |
99.395 |
99.435 |
+0.040 |
258,195 |
893,153 |
-12,820 |
Dec11 |
101206 |
99.275 |
99.360 |
99.275 |
99.350 |
+0.065 |
285,203 |
858,986 |
+1,079 |
Mar12 |
101206 |
99.140 |
99.250 |
99.140 |
99.240 |
+0.100 |
304,855 |
744,335 |
+4,521 |
Jun12 |
101206 |
98.965 |
99.095 |
98.960 |
99.090 |
+0.125 |
210,606 |
457,700 |
+888 |
Sep12 |
101206 |
98.785 |
98.925 |
98.775 |
98.920 |
+0.140 |
189,977 |
369,006 |
-10,356 |
Dec12 |
101206 |
98.575 |
98.720 |
98.570 |
98.715 |
+0.150 |
152,703 |
299,862 |
-4,139 |
Mar13 |
101206 |
98.355 |
98.510 |
98.350 |
98.500 |
+0.150 |
111,368 |
226,503 |
-9,124 |
Jun13 |
101206 |
98.120 |
98.270 |
98.110 |
98.265 |
+0.150 |
82,534 |
166,725 |
+2,587 |
Sep13 |
101206 |
97.870 |
98.020 |
97.870 |
98.015 |
+0.150 |
68,050 |
179,698 |
-2,583 |
Dec13 |
101206 |
97.605 |
97.755 |
97.605 |
97.745 |
+0.145 |
36,897 |
126,375 |
-1,631 |
Mar14 |
101206 |
97.405 |
97.500 |
97.405 |
97.485 |
+0.140 |
35,143 |
115,313 |
-286 |
Jun14 |
101206 |
97.150 |
97.235 |
97.150 |
97.215 |
+0.140 |
39,782 |
112,530 |
+1,997 |
Sep14 |
101206 |
96.890 |
96.970 |
96.890 |
96.950 |
+0.135 |
40,241 |
74,449 |
+3,064 |
Dec14 |
101206 |
96.625 |
96.715 |
96.625 |
96.690 |
+0.130 |
31,660 |
86,237 |
-1,452 |
Mar15 |
101206 |
96.430 |
96.500 |
96.430 |
96.475 |
+0.120 |
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 |
101206 |
99.815 |
99.820 |
99.810 |
99.817 |
+0.007 |
13,657 |
101,171 |
-1,430 |
Jan11 |
101206 |
99.815 |
99.825 |
99.815 |
99.825 |
+0.010 |
1,682 |
62,626 |
+111 |
Feb11 |
101206 |
99.815 |
99.825 |
99.810 |
99.820 |
+0.010 |
5,505 |
53,460 |
-518 |
Mar11 |
101206 |
99.815 |
99.830 |
99.810 |
99.825 |
+0.015 |
7,299 |
37,219 |
+2,104 |
Apr11 |
101206 |
99.815 |
99.830 |
99.810 |
99.825 |
+0.015 |
2,169 |
37,573 |
+487 |
May11 |
101206 |
99.815 |
99.825 |
99.805 |
99.820 |
+0.015 |
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 |
101206 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
2,289 |
+0 |
Mar11 |
101206 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.002 |
0 |
769 |
+0 |
Jun11 |
101206 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.005 |
0 |
150 |
+0 |
Sep11 |
101206 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.005 |
|
|
|
Dec11 |
101206 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.005 |
|
|
|
Mar12 |
101206 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.005 |
|
|
|
Jun12 |
101206 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.005 |
|
|
|
Sep12 |
101206 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.005 |
|
|
|
Dec12 |
101206 |
99.310 |
99.310 |
99.310 |
99.310 |
+0.005 |
|
|
|
Mar13 |
101206 |
99.310 |
99.310 |
99.310 |
99.310 |
+0.005 |
|
|
|
Total Volume and Open Interest |
0 |
3,208 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec10 |
101206 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
4,588 |
+0 |
Mar11 |
101206 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
2 |
1,454 |
+0 |
Jun11 |
101206 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
0 |
1,379 |
-50 |
Sep11 |
101206 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
175 |
1,317 |
+43 |
Dec11 |
101206 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
0 |
110 |
+0 |
Mar12 |
101206 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
0 |
305 |
+0 |
Jun12 |
101206 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
754 |
+0 |
Sep12 |
101206 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
0 |
310 |
+0 |
Total Volume and Open Interest |
177 |
10,221 |
-7 |
Japanese Gov't Bonds(SGX) |
Dec10 |
101206 |
140.82 |
141.55 |
140.67 |
141.55 |
+0.76 |
3,454 |
16,606 |
+562 |
Mar11 |
101206 |
139.86 |
140.74 |
139.86 |
140.74 |
+0.77 |
679 |
2,125 |
+1,587 |
Jun11 |
101206 |
138.65 |
138.65 |
138.65 |
138.65 |
+0.77 |
|
|
|
Total Volume and Open Interest |
4,133 |
18,731 |
+2,149 |
Euro-Bund(EUREX) |
Dec10 |
101206 |
126.36 |
126.68 |
126.26 |
126.57 |
+0.38 |
1,136,110 |
830,186 |
-50,086 |
Mar11 |
101206 |
126.00 |
126.24 |
125.88 |
126.09 |
+0.26 |
172,115 |
225,299 |
+72,887 |
Jun11 |
101206 |
125.82 |
125.82 |
125.82 |
125.82 |
+0.38 |
62 |
0 |
+0 |
Total Volume and Open Interest |
1,308,287 |
1,055,485 |
+5,162 |
Euro-Bobl(EUREX) |
Dec10 |
101130 |
119.59 |
120.05 |
119.52 |
120.03 |
+0.54 |
515,521 |
683,708 |
-28,425 |
Mar11 |
101206 |
119.02 |
119.36 |
118.92 |
119.25 |
+0.32 |
216,217 |
213,585 |
+56,313 |
Jun11 |
101206 |
118.71 |
118.71 |
118.71 |
118.71 |
-0.38 |
194 |
11 |
+0 |
Total Volume and Open Interest |
1,024,519 |
802,396 |
+464 |
3-Mth Euribor(EUREX) |
Dec10 |
101206 |
98.970 |
98.970 |
98.965 |
98.965 |
-0.005 |
166 |
7,875 |
-1,746 |
Mar11 |
101206 |
98.890 |
98.890 |
98.880 |
98.885 |
+0.010 |
59 |
2,074 |
+7 |
Jun11 |
101206 |
98.800 |
98.800 |
98.785 |
98.795 |
+0.020 |
0 |
5,329 |
-27 |
Total Volume and Open Interest |
245 |
23,738 |
-1,787 |
Long Gilt(LIFFE) |
Dec10 |
101206 |
120~20 |
120~28 |
120~19 |
120~22 |
+0~08 |
3,564 |
28,168 |
-2,368 |
Mar11 |
101206 |
119~09 |
119~20 |
119~08 |
119~12 |
+0~07 |
94,549 |
264,410 |
-4,960 |
Total Volume and Open Interest |
98,113 |
292,578 |
-7,328 |
3-Mth Short Sterling(LIFFE) |
Dec10 |
101206 |
99.24 |
99.25 |
99.23 |
99.24 |
unch |
31,891 |
330,618 |
+1,021 |
Mar11 |
101206 |
99.14 |
99.17 |
99.14 |
99.15 |
+0.01 |
73,415 |
299,504 |
+5,490 |
Jun11 |
101206 |
99.07 |
99.09 |
99.06 |
99.08 |
+0.03 |
69,851 |
250,308 |
+128 |
Sep11 |
101206 |
98.96 |
99.00 |
98.96 |
98.99 |
+0.04 |
77,030 |
238,404 |
-2,670 |
Dec11 |
101206 |
98.81 |
98.87 |
98.81 |
98.85 |
+0.05 |
100,212 |
361,264 |
-1,426 |
Mar12 |
101206 |
98.63 |
98.69 |
98.62 |
98.68 |
+0.07 |
64,208 |
211,292 |
-785 |
Total Volume and Open Interest |
532,286 |
2,148,241 |
+5,727 |
3-Mth Euribor(LIFFE) |
Dec10 |
101206 |
98.970 |
98.970 |
98.965 |
98.965 |
-0.005 |
139,414 |
506,392 |
-561 |
Mar11 |
101206 |
98.885 |
98.895 |
98.870 |
98.885 |
+0.010 |
263,065 |
519,482 |
+8,179 |
Jun11 |
101206 |
98.785 |
98.805 |
98.775 |
98.795 |
+0.020 |
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 |
101206 |
94.99 |
95.01 |
94.99 |
95.00 |
unch |
9,627 |
115,984 |
-461 |
Mar11 |
101206 |
94.94 |
94.96 |
94.92 |
94.96 |
+0.02 |
13,943 |
178,522 |
-50 |
Jun11 |
101206 |
94.85 |
94.88 |
94.81 |
94.88 |
+0.03 |
8,416 |
103,704 |
-2,149 |
Sep11 |
101206 |
94.75 |
94.80 |
94.73 |
94.79 |
+0.03 |
4,366 |
67,797 |
+735 |
Dec11 |
101206 |
94.68 |
94.75 |
94.65 |
94.73 |
+0.05 |
3,944 |
45,516 |
+813 |
Mar12 |
101206 |
94.61 |
94.71 |
94.61 |
94.69 |
+0.06 |
1,137 |
41,229 |
-262 |
Jun12 |
101206 |
94.55 |
94.67 |
94.55 |
94.64 |
+0.06 |
768 |
34,898 |
-268 |
Sep12 |
101206 |
94.50 |
94.63 |
94.50 |
94.58 |
+0.04 |
1,068 |
15,885 |
+624 |
Dec12 |
101206 |
94.45 |
94.55 |
94.45 |
94.54 |
+0.06 |
41 |
4,707 |
-3 |
Mar13 |
101206 |
94.50 |
94.53 |
94.50 |
94.50 |
+0.06 |
28 |
2,301 |
+19 |
Total Volume and Open Interest |
43,353 |
611,761 |
-1,007 |
10-Year Aus T-Bonds(SFE) |
Dec10 |
101206 |
94.51 |
94.59 |
94.43 |
94.58 |
+0.07 |
30,850 |
418,907 |
-6,866 |
Mar11 |
101206 |
94.45 |
94.53 |
94.44 |
94.53 |
+0.06 |
|
|
|
Total Volume and Open Interest |
30,850 |
418,907 |
-6,866 |
3-Year Aus T-Bonds(SFE) |
Dec10 |
101206 |
94.96 |
95.04 |
94.91 |
95.02 |
+0.05 |
93,615 |
540,319 |
-16,630 |
Mar11 |
101206 |
94.97 |
94.97 |
94.97 |
94.97 |
+0.05 |
|
|
|
Total Volume and Open Interest |
93,615 |
540,319 |
-16,630 |
Gold(CMX) |
Dec10 |
101206 |
1414.0 |
1428.4 |
1410.0 |
1415.3 |
+9.9 |
1,550 |
4,362 |
-1,054 |
Feb11 |
101206 |
1415.1 |
1429.4 |
1409.8 |
1416.1 |
+9.9 |
134,387 |
363,839 |
-265 |
Apr11 |
101206 |
1418.6 |
1431.3 |
1413.0 |
1418.3 |
+9.9 |
1,099 |
48,439 |
+129 |
Jun11 |
101206 |
1418.0 |
1433.2 |
1414.2 |
1420.4 |
+9.9 |
2,662 |
32,744 |
+618 |
Aug11 |
101206 |
1422.1 |
1432.0 |
1418.4 |
1422.6 |
+9.9 |
647 |
14,638 |
+227 |
Oct11 |
101206 |
1427.0 |
1429.8 |
1424.9 |
1424.9 |
+9.9 |
61 |
10,317 |
-13 |
Dec11 |
101206 |
1424.0 |
1440.4 |
1423.6 |
1427.4 |
+9.9 |
3,862 |
25,315 |
-3,022 |
Feb12 |
101206 |
1429.7 |
1429.7 |
1429.7 |
1429.7 |
+9.8 |
0 |
6,547 |
+0 |
Apr12 |
101206 |
1432.0 |
1432.0 |
1432.0 |
1432.0 |
+9.6 |
0 |
5,948 |
+0 |
Jun12 |
101206 |
1434.5 |
1434.5 |
1434.5 |
1434.5 |
+9.4 |
27 |
10,111 |
+0 |
Aug12 |
101206 |
1437.3 |
1437.3 |
1437.3 |
1437.3 |
+9.3 |
4 |
4,873 |
+0 |
Oct12 |
101206 |
1440.5 |
1440.5 |
1440.5 |
1440.5 |
+9.2 |
1,125 |
1,025 |
+1,025 |
Total Volume and Open Interest |
158,543 |
590,118 |
-4,526 |
Silver(CMX) |
Dec10 |
101206 |
2949.5 |
3027.0 |
2949.5 |
2970.5 |
+46.4 |
1,375 |
1,152 |
-657 |
Mar11 |
101206 |
2955.0 |
3035.5 |
2948.0 |
2973.5 |
+46.4 |
64,734 |
81,345 |
+350 |
May11 |
101206 |
2955.5 |
3039.0 |
2952.5 |
2978.4 |
+46.5 |
2,464 |
13,964 |
+651 |
Jul11 |
101206 |
2969.0 |
3035.0 |
2969.0 |
2983.0 |
+46.6 |
364 |
8,867 |
-29 |
Sep11 |
101206 |
2967.0 |
3029.0 |
2967.0 |
2987.2 |
+46.6 |
68 |
6,237 |
+17 |
Dec11 |
101206 |
2975.0 |
3049.0 |
2972.0 |
2993.3 |
+46.6 |
369 |
9,330 |
-102 |
Mar12 |
101206 |
3007.5 |
3007.5 |
2997.9 |
2997.9 |
+45.9 |
0 |
355 |
+0 |
Total Volume and Open Interest |
70,787 |
133,476 |
+476 |
Platinum(NYMEX) |
Jan11 |
101206 |
1730.5 |
1737.5 |
1711.4 |
1713.6 |
-14.9 |
11,300 |
29,161 |
-837 |
Apr11 |
101206 |
1732.7 |
1740.0 |
1717.7 |
1719.4 |
-14.8 |
2,416 |
5,699 |
+1,153 |
Jul11 |
101206 |
1721.1 |
1721.1 |
1721.1 |
1721.1 |
-15.2 |
0 |
409 |
+0 |
Oct11 |
101206 |
1730.0 |
1730.0 |
1721.1 |
1721.1 |
-15.2 |
0 |
4 |
+0 |
Total Volume and Open Interest |
13,716 |
35,273 |
+316 |
Palladium(NYMEX) |
Dec10 |
101206 |
750.15 |
750.15 |
750.15 |
750.15 |
-18.70 |
15 |
437 |
-31 |
Mar11 |
101206 |
770.00 |
776.00 |
750.80 |
751.40 |
-18.70 |
5,650 |
23,576 |
+874 |
Jun11 |
101206 |
771.80 |
775.95 |
752.65 |
752.65 |
-18.60 |
98 |
258 |
+21 |
Total Volume and Open Interest |
5,771 |
24,298 |
+861 |
Copper(CMX) |
Dec10 |
101206 |
401.00 |
401.90 |
397.70 |
400.40 |
+0.90 |
907 |
5,262 |
-335 |
Mar11 |
101206 |
401.95 |
402.90 |
397.45 |
400.80 |
+0.90 |
32,047 |
109,601 |
+1,341 |
May11 |
101206 |
400.90 |
401.60 |
397.35 |
399.85 |
+0.85 |
1,724 |
19,209 |
+863 |
Jul11 |
101206 |
396.85 |
398.60 |
396.85 |
398.45 |
+0.65 |
354 |
5,448 |
+129 |
Sep11 |
101206 |
397.05 |
397.05 |
397.05 |
397.05 |
+0.55 |
51 |
4,835 |
+2 |
Total Volume and Open Interest |
35,702 |
153,482 |
+2,069 |
DJIA Index(CBOT) |
Dec10 |
101206 |
11373 |
11381 |
11316 |
11353 |
-11 |
264 |
8,125 |
-6 |
Mar11 |
101206 |
11288 |
11298 |
11288 |
11288 |
-10 |
5 |
72 |
+2 |
Jun11 |
101206 |
11230 |
11241 |
11230 |
11230 |
-11 |
|
|
|
Sep11 |
101206 |
11168 |
11179 |
11168 |
11168 |
-11 |
|
|
|
Total Volume and Open Interest |
269 |
8,197 |
-4 |
S & P 500(CME) |
Dec10 |
101206 |
1224.00 |
1226.50 |
1216.30 |
1222.10 |
-1.40 |
21,881 |
354,110 |
+3,810 |
Mar11 |
101206 |
1216.00 |
1220.00 |
1215.00 |
1217.00 |
-1.40 |
3,397 |
20,620 |
+1,106 |
Jun11 |
101206 |
1212.10 |
1214.10 |
1210.60 |
1212.10 |
-1.50 |
579 |
3,448 |
+651 |
Sep11 |
101206 |
1207.40 |
1209.50 |
1206.00 |
1207.40 |
-1.60 |
100 |
230 |
+100 |
Total Volume and Open Interest |
25,957 |
378,558 |
+5,667 |
S & P 500 E-Mini(Globex) |
Dec10 |
101206 |
1222.75 |
1222.75 |
1221.50 |
1221.75 |
-1.75 |
|
|
|
Mar11 |
101206 |
1218.50 |
1221.25 |
1211.50 |
1217.00 |
-1.50 |
20,411 |
107,462 |
+8,974 |
Total Volume and Open Interest |
2,057,772 |
2,952,782 |
+26,415 |
NASDAQ 100(CME) |
Dec10 |
101206 |
2190.30 |
2194.00 |
2177.50 |
2190.50 |
+3.20 |
495 |
27,984 |
-52 |
Mar11 |
101206 |
2190.00 |
2192.00 |
2183.50 |
2188.80 |
+3.30 |
26 |
63 |
+2 |
Jun11 |
101206 |
2186.30 |
2186.30 |
2186.30 |
2186.30 |
+3.30 |
|
|
|
Total Volume and Open Interest |
521 |
28,048 |
-49 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
101206 |
2188.00 |
2193.80 |
2177.00 |
2190.50 |
+3.20 |
235,665 |
427,330 |
-534 |
Mar11 |
101206 |
2187.50 |
2191.50 |
2176.00 |
2188.80 |
+3.30 |
2,334 |
3,590 |
+1,193 |
Total Volume and Open Interest |
237,999 |
430,937 |
+664 |
S & P Midcap 400(CME) |
Dec10 |
101206 |
885.00 |
888.00 |
882.80 |
885.20 |
-0.10 |
5 |
3,531 |
-5 |
Mar11 |
101206 |
882.80 |
882.80 |
882.10 |
882.80 |
+0.70 |
0 |
2 |
+0 |
Jun11 |
101206 |
881.30 |
881.30 |
881.20 |
881.30 |
+0.10 |
|
|
|
Total Volume and Open Interest |
5 |
3,533 |
-5 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec10 |
101206 |
10180 |
10210 |
10135 |
10190 |
+15 |
12,378 |
46,103 |
+1,531 |
Mar11 |
101206 |
10205 |
10240 |
10165 |
10220 |
+15 |
316 |
489 |
+203 |
Total Volume and Open Interest |
12,694 |
46,592 |
+1,734 |
Nikkei 225(SGX) |
Dec10 |
101206 |
10190 |
10245 |
10105 |
10180 |
-5 |
124,634 |
228,724 |
+5,542 |
Mar11 |
101206 |
10190 |
10230 |
10105 |
10165 |
-15 |
3,222 |
15,302 |
+2,098 |
Jun11 |
101206 |
10095 |
10095 |
10095 |
10095 |
-10 |
0 |
2,146 |
+0 |
Total Volume and Open Interest |
127,906 |
253,272 |
+7,640 |
CAC 40(EURONEXT) |
Dec10 |
101206 |
3758.0 |
3766.0 |
3721.5 |
3749.0 |
+2.5 |
191,677 |
374,679 |
-16,908 |
Jan11 |
101206 |
3760.0 |
3764.5 |
3727.0 |
3752.0 |
+3.0 |
124 |
16,307 |
+62 |
Feb11 |
101206 |
3754.0 |
3754.0 |
3754.0 |
3754.0 |
+1.5 |
0 |
70 |
+0 |
Total Volume and Open Interest |
191,853 |
394,023 |
-16,871 |
Hang Seng Index(HKFE) |
Dec10 |
101206 |
23448 |
23628 |
23161 |
23173 |
-97 |
66,840 |
93,157 |
-2,524 |
Jan11 |
101206 |
23500 |
23630 |
23173 |
23179 |
-98 |
614 |
788 |
+138 |
Total Volume and Open Interest |
67,752 |
97,450 |
-2,293 |
DAX(EUREX) |
Dec10 |
101206 |
6969.0 |
6979.0 |
6927.5 |
6951.5 |
-1.5 |
220,595 |
222,793 |
-68 |
Mar11 |
101206 |
6987.5 |
6990.0 |
6945.5 |
6967.5 |
-2.0 |
1,221 |
15,826 |
+590 |
Jun11 |
101206 |
7009.0 |
7011.0 |
6967.0 |
6989.0 |
-1.5 |
305 |
5,166 |
+211 |
Total Volume and Open Interest |
222,121 |
243,785 |
+733 |
FT-SE 100(EURONEXT) |
Dec10 |
101206 |
5754.00 |
5789.00 |
5728.00 |
5777.00 |
+23.50 |
137,347 |
620,040 |
+9,549 |
Mar11 |
101206 |
5726.00 |
5751.00 |
5690.50 |
5738.50 |
+24.00 |
8,451 |
20,502 |
+9,053 |
Jun11 |
101206 |
5672.00 |
5701.50 |
5659.00 |
5695.50 |
+23.50 |
0 |
1,037 |
+0 |
Total Volume and Open Interest |
145,798 |
641,589 |
+18,602 |
SPI 200(SFE) |
Dec10 |
101206 |
4712.0 |
4730.0 |
4691.0 |
4699.0 |
-12.0 |
34,297 |
208,663 |
+2,521 |
Mar11 |
101206 |
4706.0 |
4718.0 |
4691.0 |
4695.0 |
-12.0 |
777 |
4,898 |
+732 |
Jun11 |
101206 |
4717.0 |
4717.0 |
4717.0 |
4717.0 |
-13.0 |
0 |
2,302 |
-1 |
Total Volume and Open Interest |
35,401 |
218,741 |
+3,522 |
GSCI(CME) |
Dec10 |
101206 |
610.75 |
611.50 |
607.00 |
610.75 |
+1.45 |
303 |
14,277 |
-180 |
Jan11 |
101206 |
611.00 |
612.50 |
608.00 |
612.00 |
+1.30 |
107 |
169 |
+104 |
Feb11 |
101206 |
613.00 |
613.50 |
609.00 |
613.00 |
+0.80 |
|
|
|
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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