|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue December 07, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
101207 |
1288.50 |
1303.25 |
1282.25 |
1285.50 |
-3.00 |
107,989 |
232,251 |
-11,470 |
Mar11 |
101207 |
1295.00 |
1310.50 |
1290.00 |
1294.25 |
-1.00 |
44,357 |
149,237 |
+6,258 |
May11 |
101207 |
1298.75 |
1312.00 |
1292.75 |
1297.75 |
+0.75 |
8,266 |
69,601 |
+633 |
Jul11 |
101207 |
1299.25 |
1314.00 |
1294.25 |
1299.75 |
+1.25 |
12,260 |
59,351 |
-1,958 |
Aug11 |
101207 |
1279.50 |
1279.50 |
1272.50 |
1274.50 |
+2.00 |
112 |
2,416 |
-9 |
Sep11 |
101207 |
1236.75 |
1240.75 |
1232.50 |
1236.50 |
+1.25 |
188 |
3,311 |
+13 |
Nov11 |
101207 |
1197.50 |
1214.00 |
1194.75 |
1200.00 |
+1.25 |
8,306 |
100,147 |
+677 |
Total Volume and Open Interest |
183,232 |
631,450 |
-5,739 |
Soybean Meal(CBOT) |
Dec10 |
101207 |
344.70 |
348.30 |
342.00 |
343.00 |
-2.50 |
2,064 |
3,174 |
-860 |
Jan11 |
101207 |
346.80 |
349.50 |
343.20 |
344.30 |
-2.20 |
23,095 |
65,991 |
-1,949 |
Mar11 |
101207 |
347.60 |
350.50 |
344.50 |
345.80 |
-1.80 |
10,152 |
45,399 |
-311 |
May11 |
101207 |
345.10 |
349.30 |
343.20 |
344.80 |
-1.20 |
3,683 |
26,233 |
+544 |
Jul11 |
101207 |
345.00 |
348.60 |
343.00 |
344.50 |
-1.30 |
2,110 |
18,026 |
+217 |
Aug11 |
101207 |
335.70 |
337.50 |
334.10 |
335.10 |
-1.00 |
325 |
5,645 |
+9 |
Sep11 |
101207 |
323.40 |
325.30 |
322.20 |
322.90 |
-0.70 |
412 |
5,514 |
+86 |
Oct11 |
101207 |
307.50 |
307.50 |
306.00 |
306.00 |
-0.40 |
404 |
4,483 |
-168 |
Total Volume and Open Interest |
43,508 |
192,673 |
-2,359 |
Soybean Oil(CBOT) |
Dec10 |
101207 |
53.84 |
53.84 |
53.25 |
53.39 |
+0.26 |
5,127 |
3,659 |
-1,190 |
Jan11 |
101207 |
53.47 |
54.34 |
53.43 |
53.80 |
+0.26 |
36,864 |
127,219 |
-493 |
Mar11 |
101207 |
53.99 |
54.78 |
53.88 |
54.26 |
+0.28 |
15,541 |
98,688 |
+3,936 |
May11 |
101207 |
54.29 |
55.05 |
54.29 |
54.57 |
+0.28 |
3,965 |
38,168 |
+87 |
Jul11 |
101207 |
54.58 |
55.25 |
54.41 |
54.80 |
+0.29 |
2,869 |
33,334 |
+656 |
Aug11 |
101207 |
55.18 |
55.32 |
54.60 |
54.83 |
+0.26 |
93 |
4,432 |
-22 |
Sep11 |
101207 |
54.67 |
55.00 |
54.65 |
54.85 |
+0.26 |
343 |
5,099 |
+50 |
Oct11 |
101207 |
55.07 |
55.07 |
54.52 |
54.83 |
+0.26 |
761 |
7,118 |
+534 |
Total Volume and Open Interest |
67,975 |
338,886 |
+4,656 |
Canola(WCE) |
Jan11 |
101207 |
554.1 |
563.5 |
554.0 |
558.2 |
+4.7 |
8,930 |
103,002 |
+279 |
Mar11 |
101207 |
560.6 |
570.1 |
560.6 |
565.5 |
+5.1 |
6,856 |
40,807 |
+4,318 |
May11 |
101207 |
566.3 |
572.1 |
566.1 |
569.7 |
+6.2 |
913 |
4,654 |
+395 |
Jul11 |
101207 |
568.1 |
573.8 |
568.0 |
570.9 |
+5.9 |
352 |
14,155 |
+149 |
Nov11 |
101207 |
519.5 |
519.5 |
512.1 |
515.6 |
+1.8 |
213 |
31,450 |
+63 |
Total Volume and Open Interest |
17,264 |
195,868 |
+5,204 |
Corn(CBOT) |
Dec10 |
101207 |
554.25 |
562.00 |
542.75 |
547.25 |
-6.50 |
24,310 |
14,715 |
-3,690 |
Mar11 |
101207 |
568.50 |
575.75 |
556.25 |
561.75 |
-6.25 |
123,397 |
734,937 |
-5,850 |
May11 |
101207 |
576.50 |
583.25 |
565.00 |
569.75 |
-6.50 |
23,916 |
164,074 |
+1,685 |
Jul11 |
101207 |
581.25 |
586.75 |
569.75 |
574.25 |
-6.50 |
26,620 |
225,088 |
+115 |
Sep11 |
101207 |
543.00 |
549.00 |
533.25 |
537.75 |
-4.50 |
2,758 |
39,068 |
-68 |
Dec11 |
101207 |
528.75 |
535.50 |
522.25 |
524.25 |
-5.00 |
15,677 |
254,293 |
-4,472 |
Total Volume and Open Interest |
218,171 |
1,491,640 |
-12,051 |
Wheat(CBOT) |
Dec10 |
101207 |
760.75 |
761.50 |
736.75 |
743.00 |
-9.00 |
1,377 |
1,106 |
-878 |
Mar11 |
101207 |
795.75 |
811.00 |
775.25 |
784.75 |
-8.25 |
70,603 |
236,919 |
+1,533 |
May11 |
101207 |
813.50 |
824.75 |
796.25 |
805.50 |
-6.25 |
21,021 |
54,428 |
+1,604 |
Jul11 |
101207 |
807.50 |
818.25 |
796.00 |
803.25 |
-4.50 |
20,877 |
99,840 |
+1,814 |
Sep11 |
101207 |
813.00 |
824.25 |
806.50 |
812.25 |
-1.00 |
2,321 |
17,540 |
-151 |
Total Volume and Open Interest |
124,492 |
478,285 |
+4,966 |
Wheat(KCBT) |
Dec10 |
101207 |
835.50 |
837.50 |
817.00 |
821.50 |
-4.25 |
159 |
501 |
-54 |
Mar11 |
101207 |
837.25 |
854.00 |
826.00 |
832.50 |
-4.25 |
15,016 |
118,681 |
+540 |
May11 |
101207 |
844.00 |
863.00 |
833.25 |
840.00 |
-4.25 |
3,428 |
23,068 |
+1,080 |
Jul11 |
101207 |
840.00 |
856.00 |
830.75 |
839.00 |
-1.25 |
4,302 |
50,934 |
-368 |
Sep11 |
101207 |
842.50 |
855.50 |
837.75 |
844.75 |
+2.00 |
1,030 |
12,159 |
-176 |
Total Volume and Open Interest |
24,843 |
217,440 |
+1,086 |
Wheat(MGE) |
Dec10 |
101207 |
842.00 |
842.00 |
831.00 |
835.00 |
+1.00 |
38 |
73 |
-61 |
Mar11 |
101207 |
849.00 |
868.25 |
845.25 |
855.00 |
+4.75 |
5,368 |
33,107 |
+617 |
May11 |
101207 |
855.25 |
873.00 |
852.75 |
862.50 |
+4.75 |
1,368 |
10,475 |
+180 |
Jul11 |
101207 |
860.50 |
871.50 |
854.25 |
862.00 |
+3.75 |
1,065 |
7,901 |
-123 |
Sep11 |
101207 |
848.00 |
860.00 |
845.25 |
853.00 |
+4.00 |
560 |
7,032 |
+94 |
Total Volume and Open Interest |
8,677 |
66,862 |
+744 |
Oats(CBOT) |
Dec10 |
101207 |
369.75 |
372.00 |
364.00 |
364.00 |
-8.00 |
42 |
113 |
-29 |
Mar11 |
101207 |
374.00 |
379.75 |
368.50 |
373.00 |
+1.00 |
436 |
9,454 |
-76 |
May11 |
101207 |
383.00 |
383.00 |
374.50 |
377.50 |
+0.75 |
9 |
614 |
+5 |
Jul11 |
101207 |
382.50 |
385.50 |
377.50 |
381.00 |
-0.50 |
14 |
216 |
+4 |
Total Volume and Open Interest |
526 |
11,338 |
-71 |
Rough Rice(CBOT) |
Jan11 |
101207 |
14.59 |
14.69 |
14.14 |
14.16 |
-0.39 |
746 |
8,287 |
-114 |
Mar11 |
101207 |
14.85 |
14.97 |
14.41 |
14.44 |
-0.39 |
400 |
6,261 |
+148 |
May11 |
101207 |
15.15 |
15.15 |
14.71 |
14.71 |
-0.39 |
32 |
1,045 |
+13 |
Jul11 |
101207 |
15.27 |
15.32 |
14.93 |
14.93 |
-0.36 |
23 |
1,588 |
-5 |
Total Volume and Open Interest |
1,207 |
17,869 |
+42 |
Live Cattle(CME) |
Dec10 |
101207 |
103.300 |
104.450 |
102.050 |
102.285 |
-1.100 |
13,731 |
25,380 |
+2,386 |
Feb11 |
101207 |
106.430 |
107.330 |
104.500 |
104.550 |
-1.880 |
11,934 |
167,109 |
+2,239 |
Apr11 |
101207 |
109.250 |
110.000 |
107.600 |
107.785 |
-1.465 |
4,146 |
86,562 |
+802 |
Jun11 |
101207 |
106.050 |
106.800 |
104.550 |
104.900 |
-1.235 |
2,582 |
37,489 |
+547 |
Aug11 |
101207 |
106.050 |
106.750 |
104.500 |
104.885 |
-1.295 |
995 |
13,709 |
+174 |
Oct11 |
101207 |
108.400 |
109.150 |
106.980 |
107.230 |
-1.270 |
458 |
8,086 |
+167 |
Total Volume and Open Interest |
34,035 |
342,844 |
+6,399 |
Feeder Cattle(CME) |
Jan11 |
101207 |
118.680 |
119.000 |
116.885 |
117.230 |
-1.270 |
2,053 |
15,144 |
-661 |
Mar11 |
101207 |
119.200 |
119.830 |
117.700 |
118.180 |
-1.470 |
1,964 |
11,147 |
+639 |
Apr11 |
101207 |
120.050 |
120.635 |
118.600 |
119.180 |
-1.300 |
687 |
3,730 |
+171 |
May11 |
101207 |
120.400 |
120.830 |
119.100 |
119.750 |
-0.700 |
237 |
4,499 |
+128 |
Aug11 |
101207 |
120.700 |
121.150 |
119.480 |
120.285 |
-0.815 |
160 |
4,175 |
+106 |
Sep11 |
101207 |
119.200 |
119.385 |
118.885 |
119.300 |
-0.800 |
13 |
319 |
+15 |
Oct11 |
101207 |
119.600 |
119.600 |
119.400 |
119.600 |
-0.350 |
1 |
60 |
+0 |
Total Volume and Open Interest |
5,117 |
39,114 |
+398 |
Lean Hogs(CME) |
Dec10 |
101207 |
68.180 |
68.700 |
67.800 |
68.050 |
-0.300 |
4,334 |
15,153 |
-537 |
Feb11 |
101207 |
75.050 |
75.885 |
74.785 |
75.330 |
+0.080 |
11,999 |
83,429 |
-1,191 |
Apr11 |
101207 |
78.900 |
79.580 |
78.750 |
79.300 |
+0.250 |
3,787 |
51,184 |
+609 |
May11 |
101207 |
85.885 |
86.300 |
85.600 |
86.100 |
unch |
35 |
1,716 |
+11 |
Jun11 |
101207 |
88.135 |
88.800 |
87.980 |
88.750 |
+0.450 |
1,827 |
30,867 |
-74 |
Jul11 |
101207 |
87.385 |
88.500 |
87.300 |
88.400 |
+0.500 |
176 |
6,980 |
+14 |
Aug11 |
101207 |
86.500 |
87.600 |
86.500 |
87.550 |
+0.600 |
183 |
7,672 |
+22 |
Oct11 |
101207 |
78.000 |
78.200 |
77.600 |
78.200 |
+0.500 |
305 |
4,853 |
+113 |
Total Volume and Open Interest |
22,773 |
203,950 |
-1,009 |
Class III Milk(CME) |
Dec10 |
101207 |
13.86 |
13.89 |
13.74 |
13.84 |
-0.04 |
242 |
5,886 |
+122 |
Jan11 |
101207 |
13.43 |
13.45 |
13.30 |
13.35 |
-0.10 |
250 |
3,769 |
+29 |
Feb11 |
101207 |
13.36 |
13.38 |
13.25 |
13.26 |
-0.12 |
256 |
3,142 |
+51 |
Mar11 |
101207 |
13.68 |
13.74 |
13.57 |
13.61 |
-0.09 |
159 |
2,884 |
+60 |
Apr11 |
101207 |
13.89 |
13.93 |
13.86 |
13.91 |
+0.01 |
101 |
2,060 |
+19 |
Total Volume and Open Interest |
1,429 |
27,222 |
+528 |
Cocoa(ICE) |
Dec10 |
101207 |
3100 |
3100 |
3068 |
3068 |
+20 |
6 |
21 |
+0 |
Mar11 |
101207 |
3088 |
3140 |
3057 |
3084 |
+19 |
19,692 |
71,572 |
+2,054 |
May11 |
101207 |
3090 |
3150 |
3078 |
3103 |
+19 |
2,308 |
20,876 |
+182 |
Jul11 |
101207 |
3159 |
3165 |
3091 |
3116 |
+19 |
1,712 |
10,586 |
+52 |
Sep11 |
101207 |
3172 |
3177 |
3114 |
3133 |
+21 |
570 |
5,669 |
+104 |
Dec11 |
101207 |
3200 |
3200 |
3134 |
3152 |
+22 |
1,003 |
10,648 |
-35 |
Mar12 |
101207 |
3257 |
3257 |
3214 |
3215 |
+12 |
587 |
10,702 |
+400 |
Total Volume and Open Interest |
26,637 |
135,763 |
+3,185 |
Coffee "C"(ICE) |
Dec10 |
101207 |
211.20 |
211.20 |
207.30 |
207.60 |
-1.05 |
14 |
276 |
-46 |
Mar11 |
101207 |
209.10 |
211.90 |
207.25 |
207.90 |
-1.05 |
9,920 |
90,357 |
+1,687 |
May11 |
101207 |
209.15 |
212.50 |
208.50 |
209.05 |
-0.60 |
1,326 |
22,845 |
-241 |
Jul11 |
101207 |
209.45 |
211.00 |
208.00 |
208.25 |
-0.35 |
295 |
7,180 |
-65 |
Sep11 |
101207 |
207.40 |
209.60 |
206.00 |
206.50 |
-0.15 |
133 |
3,572 |
+0 |
Dec11 |
101207 |
204.50 |
206.50 |
203.15 |
203.75 |
-0.05 |
64 |
6,152 |
+25 |
Total Volume and Open Interest |
11,774 |
131,543 |
+1,370 |
Orange Juice(ICE) |
Jan11 |
101207 |
164.30 |
164.30 |
159.60 |
160.70 |
-3.75 |
5,221 |
18,879 |
+1,346 |
Mar11 |
101207 |
165.00 |
165.00 |
160.55 |
161.80 |
-3.50 |
2,274 |
7,723 |
+520 |
May11 |
101207 |
166.15 |
166.15 |
161.50 |
162.70 |
-3.45 |
346 |
1,406 |
+148 |
Jul11 |
101207 |
166.55 |
166.55 |
163.20 |
164.05 |
-3.30 |
243 |
2,336 |
+154 |
Sep11 |
101207 |
164.60 |
164.60 |
164.60 |
164.60 |
-2.95 |
0 |
300 |
+0 |
Nov11 |
101207 |
164.15 |
164.15 |
164.15 |
164.15 |
-3.15 |
0 |
15 |
+0 |
Total Volume and Open Interest |
8,084 |
30,682 |
+2,168 |
Sugar #11(ICE) |
Mar11 |
101207 |
29.38 |
29.75 |
28.27 |
28.41 |
-0.60 |
25,911 |
232,047 |
+261 |
May11 |
101207 |
26.40 |
26.95 |
25.50 |
25.67 |
-0.56 |
8,821 |
101,498 |
+478 |
Jul11 |
101207 |
23.60 |
24.16 |
22.68 |
22.86 |
-0.59 |
7,041 |
95,231 |
-41 |
Oct11 |
101207 |
22.20 |
22.45 |
21.04 |
21.16 |
-0.63 |
4,530 |
56,334 |
-491 |
Mar12 |
101207 |
21.40 |
21.77 |
20.46 |
20.52 |
-0.62 |
1,242 |
46,556 |
+27 |
Total Volume and Open Interest |
48,360 |
574,278 |
+433 |
London Cocoa(LCE) |
Dec10 |
101207 |
2065 |
2083 |
2026 |
2038 |
-3 |
2,051 |
37,305 |
-405 |
Mar11 |
101207 |
2066 |
2081 |
2020 |
2038 |
-7 |
13,127 |
63,291 |
+60 |
May11 |
101207 |
2081 |
2094 |
2035 |
2051 |
-9 |
1,465 |
20,331 |
-170 |
Jul11 |
101207 |
2098 |
2109 |
2056 |
2063 |
-14 |
846 |
17,632 |
+21 |
Sep11 |
101207 |
2101 |
2109 |
2059 |
2066 |
-15 |
444 |
9,880 |
+141 |
Dec11 |
101207 |
2120 |
2122 |
2073 |
2075 |
-16 |
422 |
16,424 |
+192 |
Mar12 |
101207 |
2137 |
2137 |
2087 |
2088 |
-14 |
570 |
13,224 |
+25 |
Total Volume and Open Interest |
19,086 |
181,162 |
-66 |
London Sugar(LCE) |
Mar11 |
101207 |
744.40 |
753.60 |
729.80 |
732.30 |
-11.50 |
1,483 |
28,096 |
+107 |
May11 |
101207 |
704.10 |
709.00 |
688.60 |
689.80 |
-11.50 |
403 |
8,824 |
+150 |
Aug11 |
101207 |
641.30 |
644.20 |
625.60 |
626.00 |
-10.80 |
220 |
7,043 |
+112 |
Oct11 |
101207 |
594.40 |
594.50 |
576.50 |
576.50 |
-11.20 |
293 |
2,116 |
+94 |
Dec11 |
101207 |
579.00 |
579.80 |
558.50 |
561.10 |
-8.80 |
61 |
783 |
+53 |
Total Volume and Open Interest |
2,463 |
47,408 |
+519 |
Cotton(ICE) |
Dec10 |
101207 |
141.50 |
145.84 |
135.00 |
137.99 |
-3.93 |
14 |
409 |
-40 |
Mar11 |
101207 |
129.26 |
134.25 |
128.21 |
130.37 |
-0.06 |
17,468 |
110,622 |
+254 |
May11 |
101207 |
122.95 |
127.35 |
122.25 |
124.04 |
-0.26 |
3,574 |
20,463 |
+210 |
Jul11 |
101207 |
118.31 |
121.50 |
116.50 |
117.95 |
-1.09 |
2,640 |
29,086 |
+408 |
Oct11 |
101207 |
103.12 |
103.12 |
103.12 |
103.12 |
+1.37 |
210 |
167 |
-104 |
Dec11 |
101207 |
92.18 |
95.80 |
91.00 |
93.24 |
+1.59 |
1,793 |
36,115 |
-43 |
Total Volume and Open Interest |
25,864 |
198,869 |
+756 |
Lumber(CME) |
Jan11 |
101207 |
248.0 |
254.0 |
246.5 |
249.5 |
+1.4 |
474 |
3,388 |
-181 |
Mar11 |
101207 |
265.7 |
271.8 |
264.1 |
266.0 |
+2.0 |
412 |
4,654 |
+82 |
May11 |
101207 |
276.9 |
282.5 |
276.0 |
276.0 |
-1.0 |
78 |
1,204 |
-7 |
Jul11 |
101207 |
288.8 |
289.8 |
285.7 |
287.4 |
+1.4 |
11 |
190 |
+13 |
Total Volume and Open Interest |
975 |
9,437 |
-93 |
Crude Oil(NYM) |
Jan11 |
101207 |
88.92 |
90.76 |
88.04 |
88.69 |
-0.69 |
293,836 |
299,677 |
-14,156 |
Feb11 |
101207 |
89.40 |
91.17 |
88.59 |
89.22 |
-0.52 |
118,234 |
147,767 |
+4,065 |
Mar11 |
101207 |
89.59 |
91.47 |
89.02 |
89.67 |
-0.31 |
64,176 |
133,070 |
-1,480 |
Apr11 |
101207 |
89.70 |
91.64 |
89.42 |
89.97 |
-0.14 |
32,089 |
56,772 |
+3,477 |
May11 |
101207 |
89.93 |
91.78 |
89.75 |
90.17 |
unch |
22,323 |
33,270 |
-1,759 |
Jun11 |
101207 |
89.88 |
91.82 |
89.75 |
90.32 |
+0.14 |
52,970 |
82,483 |
-2,520 |
Jul11 |
101207 |
89.94 |
91.82 |
89.90 |
90.39 |
+0.26 |
11,185 |
38,343 |
+1,216 |
Aug11 |
101207 |
91.63 |
91.66 |
89.94 |
90.40 |
+0.37 |
7,140 |
17,734 |
+368 |
Sep11 |
101207 |
90.65 |
91.58 |
90.12 |
90.40 |
+0.47 |
7,364 |
24,060 |
-127 |
Oct11 |
101207 |
91.54 |
91.56 |
90.35 |
90.38 |
+0.56 |
5,239 |
17,253 |
+955 |
Nov11 |
101207 |
91.45 |
91.51 |
89.94 |
90.36 |
+0.63 |
9,774 |
18,588 |
-2,501 |
Dec11 |
101207 |
89.55 |
91.65 |
89.55 |
90.37 |
+0.69 |
67,700 |
148,907 |
-2,668 |
Jan12 |
101207 |
90.24 |
90.24 |
90.24 |
90.24 |
+0.74 |
3,328 |
21,125 |
+887 |
Feb12 |
101207 |
90.11 |
90.11 |
90.11 |
90.11 |
+0.79 |
1,728 |
7,595 |
-348 |
Mar12 |
101207 |
89.97 |
89.97 |
89.97 |
89.97 |
+0.84 |
3,466 |
9,994 |
-528 |
Apr12 |
101207 |
89.84 |
89.84 |
89.84 |
89.84 |
+0.88 |
311 |
4,092 |
+41 |
Total Volume and Open Interest |
753,781 |
1,369,359 |
-16,699 |
e-miNY Crude Oil(NYM) |
Dec10 |
101118 |
80.400 |
82.300 |
80.400 |
81.850 |
+1.400 |
7,920 |
4,586 |
-336 |
Jan11 |
101207 |
88.875 |
90.750 |
88.100 |
88.700 |
-0.675 |
5,604 |
4,081 |
+53 |
Feb11 |
101207 |
89.325 |
91.175 |
88.650 |
89.225 |
-0.525 |
374 |
1,381 |
+8 |
Mar11 |
101207 |
89.775 |
91.200 |
89.125 |
89.675 |
-0.300 |
98 |
463 |
+20 |
Apr11 |
101207 |
91.450 |
91.450 |
89.725 |
89.975 |
-0.125 |
6 |
5 |
+0 |
May11 |
101207 |
90.175 |
90.175 |
90.175 |
90.175 |
unch |
1 |
14 |
+0 |
Jun11 |
101207 |
90.000 |
91.650 |
90.000 |
90.325 |
+0.150 |
1 |
14 |
-1 |
Jul11 |
101207 |
90.400 |
90.400 |
90.400 |
90.400 |
+0.275 |
0 |
1 |
+0 |
Aug11 |
101207 |
90.400 |
90.400 |
90.400 |
90.400 |
+0.375 |
6 |
12 |
+6 |
Sep11 |
101207 |
90.400 |
90.400 |
90.400 |
90.400 |
+0.475 |
1 |
2 |
+1 |
Total Volume and Open Interest |
6,093 |
6,129 |
+89 |
Heating Oil(NYM) |
Jan11 |
101207 |
246.92 |
251.61 |
246.06 |
247.02 |
-0.55 |
53,700 |
107,393 |
+1,393 |
Feb11 |
101207 |
248.34 |
253.21 |
247.44 |
248.86 |
-0.25 |
24,951 |
49,253 |
-189 |
Mar11 |
101207 |
248.55 |
253.06 |
248.14 |
249.13 |
+0.21 |
14,077 |
35,052 |
+1,047 |
Apr11 |
101207 |
250.07 |
251.40 |
246.85 |
247.88 |
+0.38 |
5,331 |
21,535 |
+1,296 |
May11 |
101207 |
246.57 |
250.44 |
246.01 |
246.77 |
+0.41 |
3,965 |
17,859 |
+362 |
Jun11 |
101207 |
245.88 |
250.03 |
245.30 |
246.33 |
+0.45 |
11,058 |
39,196 |
-499 |
Jul11 |
101207 |
247.34 |
247.45 |
246.00 |
247.02 |
+0.56 |
785 |
7,895 |
+108 |
Aug11 |
101207 |
248.40 |
248.40 |
247.74 |
247.94 |
+0.68 |
364 |
4,613 |
-9 |
Sep11 |
101207 |
251.44 |
251.47 |
248.65 |
249.14 |
+0.79 |
792 |
4,492 |
+117 |
Oct11 |
101207 |
252.82 |
252.84 |
249.89 |
250.43 |
+0.83 |
379 |
3,197 |
+68 |
Nov11 |
101207 |
254.48 |
254.53 |
251.50 |
252.00 |
+0.90 |
311 |
3,123 |
-30 |
Dec11 |
101207 |
252.43 |
256.45 |
252.43 |
253.38 |
+0.95 |
3,939 |
16,001 |
+440 |
Total Volume and Open Interest |
120,199 |
318,365 |
+4,242 |
Gasoline(NYMEX) |
Jan11 |
101207 |
233.21 |
236.25 |
230.40 |
232.30 |
-1.87 |
46,839 |
90,347 |
-2,379 |
Feb11 |
101207 |
232.50 |
235.66 |
230.77 |
232.14 |
-1.09 |
23,757 |
45,037 |
+749 |
Mar11 |
101207 |
232.24 |
236.09 |
231.25 |
232.77 |
-0.51 |
13,092 |
32,921 |
+98 |
Apr11 |
101207 |
244.77 |
245.76 |
241.21 |
242.49 |
-0.14 |
5,580 |
25,379 |
-299 |
May11 |
101207 |
243.24 |
245.67 |
242.07 |
242.78 |
+0.20 |
2,084 |
11,125 |
+66 |
Jun11 |
101207 |
242.75 |
245.56 |
242.00 |
242.66 |
+0.39 |
3,844 |
15,787 |
-14 |
Jul11 |
101207 |
242.69 |
242.77 |
241.80 |
241.80 |
+0.50 |
768 |
4,541 |
+276 |
Aug11 |
101207 |
240.55 |
240.55 |
240.55 |
240.55 |
+0.63 |
466 |
5,070 |
-97 |
Sep11 |
101207 |
238.94 |
238.94 |
238.94 |
238.94 |
+0.77 |
295 |
2,920 |
+47 |
Oct11 |
101207 |
227.87 |
227.87 |
227.87 |
227.87 |
+0.92 |
112 |
2,662 |
+64 |
Total Volume and Open Interest |
98,165 |
268,940 |
-1,206 |
e-miNY RBOB Gasoline(NYM) |
Jan11 |
101207 |
232.30 |
232.30 |
232.30 |
232.30 |
-1.90 |
0 |
2 |
+0 |
Feb11 |
101207 |
232.10 |
232.14 |
232.10 |
232.10 |
-1.10 |
0 |
1 |
+0 |
Mar11 |
101207 |
232.80 |
232.80 |
232.77 |
232.80 |
-0.50 |
0 |
1 |
+0 |
Apr11 |
101207 |
242.50 |
242.50 |
242.49 |
242.50 |
-0.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Jan11 |
101207 |
4.500 |
4.545 |
4.383 |
4.393 |
-0.095 |
151,475 |
213,135 |
-11,553 |
Feb11 |
101207 |
4.492 |
4.547 |
4.392 |
4.401 |
-0.087 |
42,917 |
78,129 |
+2,834 |
Mar11 |
101207 |
4.470 |
4.510 |
4.366 |
4.376 |
-0.070 |
40,138 |
88,244 |
+773 |
Apr11 |
101207 |
4.421 |
4.467 |
4.328 |
4.343 |
-0.060 |
32,687 |
75,644 |
+3,080 |
May11 |
101207 |
4.459 |
4.487 |
4.354 |
4.370 |
-0.055 |
10,650 |
30,930 |
+661 |
Jun11 |
101207 |
4.468 |
4.517 |
4.396 |
4.414 |
-0.054 |
6,152 |
14,419 |
-56 |
Jul11 |
101207 |
4.539 |
4.585 |
4.450 |
4.471 |
-0.053 |
3,410 |
12,883 |
+28 |
Aug11 |
101207 |
4.582 |
4.609 |
4.492 |
4.509 |
-0.052 |
3,123 |
13,772 |
+72 |
Sep11 |
101207 |
4.612 |
4.627 |
4.509 |
4.527 |
-0.052 |
2,497 |
10,386 |
+146 |
Oct11 |
101207 |
4.676 |
4.712 |
4.588 |
4.605 |
-0.053 |
11,914 |
47,450 |
+1,639 |
Nov11 |
101207 |
4.858 |
4.879 |
4.795 |
4.804 |
-0.049 |
2,968 |
22,160 |
+613 |
Dec11 |
101207 |
5.161 |
5.180 |
5.060 |
5.082 |
-0.054 |
2,540 |
19,564 |
+631 |
Jan12 |
101207 |
5.325 |
5.332 |
5.235 |
5.255 |
-0.056 |
7,007 |
30,679 |
+319 |
Feb12 |
101207 |
5.275 |
5.275 |
5.187 |
5.206 |
-0.058 |
234 |
6,746 |
+132 |
Mar12 |
101207 |
5.157 |
5.157 |
5.090 |
5.090 |
-0.056 |
376 |
14,287 |
-56 |
Apr12 |
101207 |
4.885 |
4.896 |
4.835 |
4.845 |
-0.054 |
101 |
12,524 |
+63 |
Total Volume and Open Interest |
318,514 |
756,331 |
-591 |
Brent Crude Oil(ICE) |
Jan11 |
101207 |
90.97 |
92.86 |
90.71 |
91.39 |
-0.06 |
142,247 |
174,575 |
-18,334 |
Feb11 |
101207 |
91.05 |
92.98 |
90.88 |
91.55 |
+0.02 |
93,620 |
199,788 |
-2,874 |
Mar11 |
101207 |
91.04 |
92.99 |
90.95 |
91.60 |
+0.08 |
40,700 |
110,683 |
+1,307 |
Apr11 |
101207 |
91.02 |
93.02 |
90.98 |
91.67 |
+0.16 |
19,095 |
40,478 |
-279 |
May11 |
101207 |
91.02 |
93.07 |
90.98 |
91.73 |
+0.23 |
19,282 |
32,088 |
-320 |
Jun11 |
101207 |
90.96 |
93.12 |
90.96 |
91.79 |
+0.31 |
41,945 |
56,692 |
+5,301 |
Jul11 |
101207 |
91.07 |
93.11 |
91.07 |
91.79 |
+0.39 |
7,790 |
16,620 |
+658 |
Aug11 |
101207 |
91.01 |
93.07 |
91.01 |
91.76 |
+0.46 |
4,207 |
12,222 |
-175 |
Sep11 |
101207 |
91.45 |
93.01 |
91.32 |
91.73 |
+0.54 |
5,076 |
10,691 |
+1,337 |
Oct11 |
101207 |
91.69 |
91.69 |
91.69 |
91.69 |
+0.61 |
3,802 |
6,700 |
+605 |
Nov11 |
101207 |
91.66 |
91.66 |
91.65 |
91.65 |
+0.67 |
3,562 |
10,561 |
+224 |
Dec11 |
101207 |
90.69 |
92.89 |
90.68 |
91.62 |
+0.72 |
34,581 |
80,881 |
-108 |
Jan12 |
101207 |
91.60 |
91.60 |
91.60 |
91.60 |
+0.78 |
1,792 |
11,300 |
-19 |
Feb12 |
101207 |
91.56 |
91.56 |
91.56 |
91.56 |
+0.81 |
1,247 |
5,349 |
-180 |
Total Volume and Open Interest |
432,672 |
856,110 |
-10,808 |
Gas Oil(ICE) |
Dec10 |
101207 |
764.25 |
777.25 |
760.00 |
766.25 |
+0.25 |
33,539 |
46,163 |
-7,295 |
Jan11 |
101207 |
771.50 |
782.75 |
766.50 |
772.00 |
+0.50 |
75,788 |
162,979 |
+513 |
Feb11 |
101207 |
773.00 |
786.25 |
771.00 |
776.00 |
+1.50 |
42,516 |
85,775 |
+1,927 |
Mar11 |
101207 |
773.00 |
787.50 |
772.50 |
777.50 |
+2.00 |
23,911 |
55,960 |
-3,599 |
Apr11 |
101207 |
776.00 |
787.75 |
773.25 |
778.00 |
+2.25 |
12,766 |
52,964 |
+943 |
May11 |
101207 |
776.50 |
787.00 |
775.00 |
778.75 |
+2.75 |
11,361 |
44,063 |
+1,281 |
Jun11 |
101207 |
773.25 |
789.00 |
773.25 |
779.50 |
+3.00 |
21,952 |
46,293 |
-3,346 |
Jul11 |
101207 |
779.50 |
786.00 |
777.75 |
781.25 |
+3.25 |
2,282 |
16,834 |
-24 |
Aug11 |
101207 |
784.00 |
791.00 |
779.50 |
783.50 |
+3.75 |
2,638 |
15,572 |
+417 |
Sep11 |
101207 |
791.50 |
793.00 |
782.00 |
786.00 |
+4.75 |
2,169 |
10,019 |
+78 |
Total Volume and Open Interest |
269,554 |
638,732 |
-28,052 |
Ethanol(CBOT) |
Dec10 |
101203 |
2.050 |
2.070 |
2.050 |
2.051 |
-0.024 |
83 |
136 |
-71 |
Jan11 |
101207 |
2.075 |
2.078 |
2.050 |
2.062 |
-0.008 |
100 |
1,041 |
-22 |
Feb11 |
101207 |
2.080 |
2.095 |
2.055 |
2.069 |
-0.005 |
32 |
970 |
-3 |
Mar11 |
101207 |
2.095 |
2.100 |
2.080 |
2.100 |
-0.005 |
38 |
1,007 |
-12 |
Apr11 |
101207 |
2.101 |
2.121 |
2.101 |
2.119 |
-0.001 |
25 |
651 |
+2 |
May11 |
101207 |
2.125 |
2.137 |
2.123 |
2.132 |
-0.008 |
10 |
444 |
+8 |
Jun11 |
101207 |
2.133 |
2.145 |
2.132 |
2.140 |
-0.005 |
10 |
523 |
+8 |
Jul11 |
101207 |
2.154 |
2.155 |
2.135 |
2.146 |
-0.009 |
3 |
705 |
+3 |
Total Volume and Open Interest |
472 |
7,331 |
-70 |
WTI Crude Oil(ICE |
Jan11 |
101207 |
88.91 |
90.75 |
88.07 |
88.69 |
-0.69 |
64,248 |
95,786 |
-2,020 |
Feb11 |
101207 |
89.27 |
91.16 |
88.63 |
89.22 |
-0.52 |
38,762 |
67,035 |
+5,858 |
Mar11 |
101207 |
89.60 |
91.46 |
89.07 |
89.67 |
-0.31 |
21,834 |
62,330 |
+4,731 |
Apr11 |
101207 |
90.30 |
91.62 |
89.61 |
89.97 |
-0.14 |
12,774 |
23,836 |
+357 |
May11 |
101207 |
90.36 |
91.74 |
89.87 |
90.17 |
unch |
11,985 |
13,643 |
-1,511 |
Jun11 |
101207 |
90.44 |
91.81 |
89.74 |
90.32 |
+0.14 |
28,509 |
48,098 |
-612 |
Jul11 |
101207 |
90.59 |
91.83 |
89.90 |
90.39 |
+0.26 |
5,636 |
14,861 |
+426 |
Aug11 |
101207 |
90.54 |
91.80 |
89.90 |
90.40 |
+0.37 |
3,919 |
10,269 |
+1,681 |
Sep11 |
101207 |
90.69 |
91.47 |
89.88 |
90.40 |
+0.47 |
4,757 |
12,907 |
+1,562 |
Oct11 |
101207 |
90.38 |
90.38 |
90.38 |
90.38 |
+0.56 |
3,386 |
6,134 |
+1,148 |
Nov11 |
101207 |
90.36 |
90.36 |
90.36 |
90.36 |
+0.63 |
3,684 |
8,660 |
+929 |
Dec11 |
101207 |
90.08 |
91.65 |
89.85 |
90.37 |
+0.69 |
26,873 |
57,764 |
+2,033 |
Jan12 |
101207 |
90.24 |
90.24 |
90.24 |
90.24 |
+0.74 |
203 |
4,682 |
+37 |
Feb12 |
101207 |
90.11 |
90.11 |
90.11 |
90.11 |
+0.79 |
86 |
1,176 |
+0 |
Mar12 |
101207 |
89.97 |
89.97 |
89.97 |
89.97 |
+0.84 |
52 |
3,148 |
-38 |
Apr12 |
101207 |
89.84 |
89.84 |
89.84 |
89.84 |
+0.88 |
46 |
732 |
-28 |
Total Volume and Open Interest |
238,189 |
508,987 |
+15,248 |
US Dollar Index(ICE) |
Dec10 |
101207 |
79.745 |
80.125 |
79.215 |
79.865 |
+0.265 |
22,419 |
31,780 |
-558 |
Mar11 |
101207 |
80.150 |
80.570 |
79.620 |
80.265 |
+0.260 |
3,849 |
2,777 |
+876 |
Jun11 |
101207 |
80.000 |
80.698 |
79.875 |
80.698 |
+0.260 |
700 |
525 |
+500 |
Total Volume and Open Interest |
26,968 |
35,083 |
+818 |
Australian Dollar(CME) |
Dec10 |
101207 |
98.88 |
99.60 |
98.13 |
98.49 |
-0.51 |
94,911 |
85,542 |
-11,627 |
Mar11 |
101207 |
97.77 |
98.47 |
97.02 |
97.37 |
-0.51 |
17,059 |
36,900 |
+12,813 |
Jun11 |
101207 |
96.24 |
96.76 |
96.24 |
96.24 |
-0.52 |
0 |
152 |
+0 |
Total Volume and Open Interest |
111,970 |
122,745 |
+1,186 |
British Pound(CME) |
Dec10 |
101207 |
157.15 |
158.23 |
157.02 |
157.67 |
+0.50 |
86,573 |
73,350 |
-5,026 |
Mar11 |
101207 |
157.05 |
158.11 |
156.95 |
157.56 |
+0.50 |
8,920 |
10,263 |
+5,171 |
Jun11 |
101207 |
157.29 |
157.42 |
156.91 |
157.42 |
+0.51 |
0 |
44 |
+0 |
Total Volume and Open Interest |
95,495 |
83,693 |
+145 |
Canadian Dollar(CME) |
Dec10 |
101207 |
99.43 |
99.87 |
98.71 |
99.05 |
-0.50 |
61,875 |
94,528 |
+836 |
Mar11 |
101207 |
99.26 |
99.67 |
98.52 |
98.85 |
-0.50 |
7,414 |
19,519 |
+3,844 |
Jun11 |
101207 |
99.01 |
99.30 |
98.40 |
98.60 |
-0.50 |
88 |
1,241 |
+31 |
Sep11 |
101207 |
99.06 |
99.09 |
98.36 |
98.36 |
-0.49 |
76 |
537 |
+42 |
Total Volume and Open Interest |
69,489 |
116,358 |
+4,763 |
Japanese Yen(CME) |
Dec10 |
101207 |
121.01 |
121.46 |
119.53 |
119.79 |
-1.30 |
90,713 |
113,446 |
-11,154 |
Mar11 |
101207 |
121.16 |
121.59 |
119.65 |
119.91 |
-1.31 |
12,097 |
20,182 |
+9,208 |
Jun11 |
101207 |
121.54 |
121.54 |
120.09 |
120.09 |
-1.31 |
12 |
215 |
+12 |
Total Volume and Open Interest |
102,822 |
133,853 |
-1,934 |
Swiss Franc(CME) |
Dec10 |
101207 |
101.85 |
102.50 |
101.17 |
101.31 |
-0.59 |
40,519 |
37,546 |
-3,591 |
Mar11 |
101207 |
101.93 |
102.60 |
101.26 |
101.40 |
-0.61 |
3,037 |
5,266 |
+1,408 |
Jun11 |
101207 |
101.53 |
102.14 |
101.53 |
101.53 |
-0.61 |
0 |
15 |
+0 |
Total Volume and Open Interest |
43,556 |
42,830 |
-2,183 |
EuroFX(CME) |
Dec10 |
101207 |
133.07 |
134.00 |
132.57 |
132.86 |
-0.34 |
352,351 |
162,654 |
-8,313 |
Mar11 |
101207 |
132.96 |
133.93 |
132.49 |
132.78 |
-0.33 |
27,231 |
29,758 |
+6,549 |
Jun11 |
101207 |
133.69 |
133.69 |
132.51 |
132.68 |
-0.32 |
3 |
208 |
+1 |
Total Volume and Open Interest |
379,585 |
192,652 |
-1,763 |
Mexican Peso(CME) |
Dec10 |
101207 |
808.0 |
811.2 |
799.5 |
801.5 |
-6.5 |
34,599 |
114,385 |
-12,199 |
Jan11 |
101207 |
801.8 |
808.0 |
801.8 |
801.8 |
-6.2 |
|
|
|
Total Volume and Open Interest |
49,835 |
140,058 |
+1,173 |
30-Year T-Bonds(CBOT) |
Dec10 |
101207 |
126~250 |
126~250 |
123~240 |
124~000 |
-2~230 |
13,570 |
39,781 |
-6,087 |
Mar11 |
101207 |
125~110 |
125~110 |
122~090 |
122~160 |
-2~240 |
222,805 |
553,299 |
-3,919 |
Jun11 |
101207 |
121~200 |
123~250 |
121~000 |
121~000 |
-2~250 |
0 |
578 |
+0 |
Total Volume and Open Interest |
236,375 |
593,658 |
-10,006 |
10-Year T-Notes(CBOT) |
Dec10 |
101207 |
124~050 |
124~100 |
122~140 |
122~160 |
-1~260 |
56,373 |
34,763 |
-16,405 |
Mar11 |
101207 |
123~100 |
123~100 |
121~095 |
121~125 |
-1~300 |
798,936 |
1,265,367 |
+1,895 |
Jun11 |
101207 |
121~260 |
122~160 |
120~180 |
120~180 |
-1~300 |
4 |
30 |
+0 |
Total Volume and Open Interest |
855,313 |
1,300,166 |
-14,510 |
5-Year T-Notes(CBOT) |
Dec10 |
101207 |
120~054 |
120~065 |
119~056 |
119~060 |
-1~005 |
27,407 |
43,699 |
-11,763 |
Mar11 |
101207 |
119~090 |
119~090 |
118~072 |
118~077 |
-1~011 |
440,868 |
982,001 |
+24,090 |
Jun11 |
101207 |
117~101 |
118~112 |
117~101 |
117~101 |
-1~011 |
|
|
|
Total Volume and Open Interest |
468,275 |
1,025,700 |
+12,327 |
2 Year T-Notes(CBOT) |
Dec10 |
101207 |
109~105 |
109~108 |
109~078 |
109~078 |
-0~030 |
14,852 |
31,293 |
-3,150 |
Mar11 |
101207 |
109~093 |
109~094 |
109~058 |
109~059 |
-0~033 |
167,763 |
650,008 |
+7,582 |
Jun11 |
101207 |
109~047 |
109~080 |
109~047 |
109~047 |
-0~033 |
0 |
25 |
+0 |
Total Volume and Open Interest |
182,615 |
681,326 |
+4,432 |
Eurodollars(CME) |
Dec10 |
101207 |
99.683 |
99.690 |
99.680 |
99.685 |
+0.005 |
128,798 |
826,435 |
-12,153 |
Mar11 |
101207 |
99.565 |
99.590 |
99.550 |
99.560 |
-0.005 |
232,671 |
1,134,451 |
-19,413 |
Jun11 |
101207 |
99.490 |
99.500 |
99.435 |
99.445 |
-0.050 |
173,398 |
1,040,990 |
-4,828 |
Sep11 |
101207 |
99.430 |
99.435 |
99.335 |
99.345 |
-0.090 |
217,041 |
893,598 |
+1,103 |
Dec11 |
101207 |
99.350 |
99.350 |
99.210 |
99.220 |
-0.130 |
241,939 |
937,445 |
+19,640 |
Mar12 |
101207 |
99.230 |
99.240 |
99.060 |
99.070 |
-0.170 |
227,079 |
793,789 |
+27,068 |
Jun12 |
101207 |
99.095 |
99.095 |
98.875 |
98.890 |
-0.200 |
169,945 |
482,603 |
+9,350 |
Sep12 |
101207 |
98.920 |
98.925 |
98.685 |
98.695 |
-0.225 |
138,519 |
374,523 |
+3,540 |
Dec12 |
101207 |
98.720 |
98.720 |
98.465 |
98.480 |
-0.235 |
130,299 |
307,797 |
+12,361 |
Mar13 |
101207 |
98.500 |
98.500 |
98.245 |
98.260 |
-0.240 |
90,303 |
232,404 |
+9,425 |
Jun13 |
101207 |
98.270 |
98.270 |
98.000 |
98.015 |
-0.250 |
84,170 |
177,688 |
+9,062 |
Sep13 |
101207 |
98.005 |
98.010 |
97.745 |
97.760 |
-0.255 |
66,323 |
182,344 |
+2,087 |
Dec13 |
101207 |
97.745 |
97.745 |
97.470 |
97.485 |
-0.260 |
27,221 |
123,487 |
+2,670 |
Mar14 |
101207 |
97.490 |
97.490 |
97.205 |
97.220 |
-0.265 |
24,840 |
114,273 |
+1,528 |
Jun14 |
101207 |
97.225 |
97.225 |
96.925 |
96.940 |
-0.275 |
18,995 |
113,548 |
+1,053 |
Sep14 |
101207 |
96.955 |
96.955 |
96.655 |
96.670 |
-0.280 |
21,915 |
75,743 |
+681 |
Dec14 |
101207 |
96.695 |
96.695 |
96.390 |
96.405 |
-0.285 |
15,313 |
76,575 |
-2,736 |
Mar15 |
101207 |
96.480 |
96.480 |
96.170 |
96.185 |
-0.290 |
12,543 |
50,423 |
+1,054 |
Total Volume and Open Interest |
2,053,641 |
8,149,538 |
+61,507 |
30 Day Federal Funds(CBOT) |
Dec10 |
101207 |
99.820 |
99.823 |
99.817 |
99.817 |
unch |
5,228 |
102,970 |
+1,310 |
Jan11 |
101207 |
99.825 |
99.830 |
99.825 |
99.825 |
unch |
4,831 |
62,515 |
+27 |
Feb11 |
101207 |
99.825 |
99.825 |
99.820 |
99.820 |
unch |
6,071 |
54,422 |
+1,158 |
Mar11 |
101207 |
99.825 |
99.830 |
99.820 |
99.825 |
unch |
6,544 |
36,262 |
-478 |
Apr11 |
101207 |
99.825 |
99.825 |
99.820 |
99.825 |
unch |
3,625 |
37,071 |
-1,572 |
May11 |
101207 |
99.825 |
99.825 |
99.820 |
99.820 |
unch |
6,972 |
37,881 |
+685 |
Total Volume and Open Interest |
45,543 |
547,284 |
+1,041 |
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 |
101207 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.005 |
0 |
2,289 |
+0 |
Mar11 |
101207 |
99.640 |
99.640 |
99.640 |
99.640 |
-0.005 |
0 |
769 |
+0 |
Jun11 |
101207 |
99.630 |
99.630 |
99.630 |
99.630 |
-0.005 |
0 |
150 |
+0 |
Sep11 |
101207 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.005 |
|
|
|
Dec11 |
101207 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.005 |
|
|
|
Mar12 |
101207 |
99.610 |
99.610 |
99.610 |
99.610 |
-0.005 |
|
|
|
Jun12 |
101207 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.005 |
|
|
|
Sep12 |
101207 |
99.610 |
99.610 |
99.610 |
99.610 |
-0.005 |
|
|
|
Dec12 |
101207 |
99.305 |
99.305 |
99.305 |
99.305 |
-0.005 |
|
|
|
Mar13 |
101207 |
99.305 |
99.305 |
99.305 |
99.305 |
-0.005 |
|
|
|
Total Volume and Open Interest |
0 |
3,208 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar11 |
101207 |
99.65 |
99.65 |
99.64 |
99.64 |
0.00 |
0 |
1,650 |
+196 |
Jun11 |
101207 |
99.63 |
99.63 |
99.63 |
99.63 |
-0.01 |
0 |
1,379 |
+0 |
Sep11 |
101207 |
99.62 |
99.62 |
99.62 |
99.62 |
0.00 |
100 |
1,317 |
+0 |
Dec11 |
101207 |
99.62 |
99.62 |
99.62 |
99.62 |
0.00 |
0 |
110 |
+0 |
Mar12 |
101207 |
99.61 |
99.61 |
99.61 |
99.61 |
0.00 |
0 |
305 |
+0 |
Jun12 |
101207 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
754 |
+0 |
Sep12 |
101207 |
99.61 |
99.61 |
99.61 |
99.61 |
0.00 |
0 |
310 |
+0 |
Dec12 |
101207 |
99.31 |
99.31 |
99.31 |
99.31 |
0.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
700 |
10,418 |
+33 |
Japanese Gov't Bonds(SGX) |
Dec10 |
101207 |
141.54 |
141.65 |
141.11 |
141.13 |
-0.42 |
7,938 |
9,176 |
-6,041 |
Mar11 |
101207 |
140.80 |
140.81 |
140.29 |
140.33 |
-0.41 |
6,536 |
10,228 |
+4,245 |
Jun11 |
101207 |
138.24 |
138.24 |
138.24 |
138.24 |
-0.41 |
|
|
|
Total Volume and Open Interest |
14,474 |
19,404 |
-1,796 |
Euro-Bund(EUREX) |
Dec10 |
101207 |
126.45 |
126.58 |
125.27 |
125.59 |
-0.98 |
1,229,846 |
347,190 |
-331,115 |
Mar11 |
101207 |
125.93 |
126.04 |
124.63 |
125.01 |
-1.08 |
827,601 |
713,097 |
+328,333 |
Jun11 |
101207 |
124.00 |
124.29 |
123.43 |
124.29 |
-1.53 |
0 |
7 |
+0 |
Total Volume and Open Interest |
2,057,447 |
1,060,294 |
-2,782 |
Euro-Bobl(EUREX) |
Dec10 |
101207 |
119.63 |
119.72 |
119.17 |
119.26 |
-0.39 |
931,011 |
243,221 |
-259,897 |
Mar11 |
101207 |
119.23 |
119.31 |
118.62 |
118.72 |
-0.53 |
630,915 |
535,579 |
+210,959 |
Jun11 |
101207 |
118.10 |
118.71 |
118.10 |
118.71 |
unch |
0 |
21 |
+0 |
Total Volume and Open Interest |
1,561,926 |
778,821 |
-48,938 |
3-Mth Euribor(EUREX) |
Dec10 |
101207 |
98.970 |
98.970 |
98.965 |
98.965 |
unch |
15 |
7,574 |
+3 |
Mar11 |
101207 |
98.880 |
98.885 |
98.875 |
98.885 |
unch |
43 |
2,066 |
-11 |
Jun11 |
101207 |
98.785 |
98.785 |
98.775 |
98.780 |
-0.015 |
40 |
5,307 |
-22 |
Total Volume and Open Interest |
274 |
23,322 |
-87 |
Long Gilt(LIFFE) |
Dec10 |
101207 |
120~14 |
120~17 |
120~03 |
120~03 |
-0~19 |
4,550 |
7,068 |
-3,132 |
Mar11 |
101207 |
119~04 |
119~08 |
118~22 |
118~25 |
-0~19 |
55,186 |
264,538 |
-4,800 |
Total Volume and Open Interest |
59,736 |
271,606 |
-7,932 |
3-Mth Short Sterling(LIFFE) |
Dec10 |
101207 |
99.25 |
99.25 |
99.24 |
99.25 |
+0.01 |
10,226 |
323,289 |
-4,012 |
Mar11 |
101207 |
99.16 |
99.17 |
99.14 |
99.16 |
+0.01 |
26,862 |
297,240 |
+980 |
Jun11 |
101207 |
99.08 |
99.10 |
99.04 |
99.06 |
-0.02 |
21,801 |
257,014 |
+2,424 |
Sep11 |
101207 |
98.99 |
99.01 |
98.93 |
98.94 |
-0.05 |
28,286 |
244,170 |
+7,680 |
Dec11 |
101207 |
98.85 |
98.87 |
98.77 |
98.79 |
-0.06 |
46,416 |
372,409 |
+9,555 |
Mar12 |
101207 |
98.67 |
98.69 |
98.58 |
98.60 |
-0.08 |
31,846 |
212,585 |
+2,262 |
Total Volume and Open Interest |
258,878 |
2,164,942 |
+29,078 |
3-Mth Euribor(LIFFE) |
Dec10 |
101207 |
98.965 |
98.970 |
98.960 |
98.965 |
unch |
38,039 |
505,570 |
-1,077 |
Mar11 |
101207 |
98.890 |
98.890 |
98.875 |
98.885 |
unch |
121,703 |
496,547 |
-10,614 |
Jun11 |
101207 |
98.790 |
98.800 |
98.770 |
98.780 |
-0.015 |
112,152 |
462,276 |
+8,800 |
Total Volume and Open Interest |
739,836 |
3,006,337 |
+23,092 |
3-Mth Aus T-Bills(SFE) |
Dec10 |
101207 |
94.99 |
95.01 |
94.98 |
94.99 |
-0.01 |
47,296 |
68,636 |
-46,525 |
Mar11 |
101207 |
94.96 |
94.96 |
94.92 |
94.95 |
-0.01 |
27,631 |
181,149 |
-955 |
Jun11 |
101207 |
94.87 |
94.88 |
94.78 |
94.86 |
-0.02 |
13,156 |
107,652 |
-794 |
Sep11 |
101207 |
94.79 |
94.80 |
94.71 |
94.77 |
-0.02 |
9,578 |
72,380 |
+2,486 |
Dec11 |
101207 |
94.73 |
94.74 |
94.66 |
94.71 |
-0.02 |
3,821 |
45,950 |
+516 |
Mar12 |
101207 |
94.69 |
94.70 |
94.65 |
94.68 |
-0.01 |
1,651 |
41,833 |
+406 |
Jun12 |
101207 |
94.61 |
94.65 |
94.61 |
94.65 |
+0.01 |
966 |
35,356 |
+9 |
Sep12 |
101207 |
94.56 |
94.61 |
94.55 |
94.61 |
+0.03 |
476 |
16,486 |
-65 |
Dec12 |
101207 |
94.50 |
94.57 |
94.50 |
94.56 |
+0.02 |
1,297 |
5,708 |
+699 |
Mar13 |
101207 |
94.44 |
94.53 |
94.44 |
94.52 |
+0.02 |
117 |
2,295 |
+14 |
Total Volume and Open Interest |
106,207 |
578,779 |
-44,093 |
10-Year Aus T-Bonds(SFE) |
Dec10 |
101207 |
94.58 |
94.59 |
94.53 |
94.54 |
-0.04 |
48,811 |
407,241 |
-22,746 |
Mar11 |
101207 |
94.50 |
94.52 |
94.50 |
94.50 |
-0.03 |
1,207 |
2,564 |
+1,207 |
Total Volume and Open Interest |
50,018 |
409,805 |
-21,539 |
3-Year Aus T-Bonds(SFE) |
Dec10 |
101207 |
95.02 |
95.04 |
94.99 |
95.02 |
unch |
118,219 |
508,016 |
-53,787 |
Mar11 |
101207 |
94.95 |
94.97 |
94.95 |
94.97 |
unch |
769 |
1,152 |
+739 |
Total Volume and Open Interest |
118,988 |
509,168 |
-53,048 |
Gold(CMX) |
Dec10 |
101207 |
1424.5 |
1431.1 |
1398.0 |
1408.3 |
-7.0 |
833 |
3,131 |
-579 |
Feb11 |
101207 |
1426.0 |
1432.5 |
1396.7 |
1409.0 |
-7.1 |
144,121 |
374,579 |
+6,029 |
Apr11 |
101207 |
1428.0 |
1434.1 |
1399.5 |
1411.2 |
-7.1 |
4,555 |
50,740 |
+2,101 |
Jun11 |
101207 |
1430.1 |
1436.7 |
1402.7 |
1413.3 |
-7.1 |
1,872 |
34,016 |
+598 |
Aug11 |
101207 |
1429.1 |
1436.9 |
1405.5 |
1415.5 |
-7.1 |
259 |
14,573 |
-20 |
Oct11 |
101207 |
1430.3 |
1430.3 |
1417.7 |
1417.7 |
-7.2 |
250 |
10,443 |
+131 |
Dec11 |
101207 |
1431.1 |
1442.3 |
1409.3 |
1420.1 |
-7.3 |
872 |
23,838 |
-250 |
Feb12 |
101207 |
1422.6 |
1422.6 |
1422.6 |
1422.6 |
-7.1 |
0 |
6,547 |
+0 |
Apr12 |
101207 |
1425.2 |
1425.2 |
1425.2 |
1425.2 |
-6.8 |
20 |
5,968 |
+20 |
Jun12 |
101207 |
1428.0 |
1428.0 |
1428.0 |
1428.0 |
-6.5 |
316 |
10,283 |
+136 |
Aug12 |
101207 |
1431.1 |
1431.1 |
1431.1 |
1431.1 |
-6.2 |
0 |
4,873 |
+0 |
Oct12 |
101207 |
1434.6 |
1434.6 |
1434.6 |
1434.6 |
-5.9 |
0 |
1,025 |
+0 |
Total Volume and Open Interest |
161,644 |
603,569 |
+10,894 |
Silver(CMX) |
Dec10 |
101207 |
3015.0 |
3069.0 |
2857.0 |
2974.8 |
+4.3 |
323 |
782 |
-62 |
Mar11 |
101207 |
3020.0 |
3075.0 |
2848.5 |
2977.7 |
+4.2 |
79,168 |
84,193 |
+520 |
May11 |
101207 |
3019.0 |
3077.0 |
2865.0 |
2982.7 |
+4.3 |
1,805 |
14,265 |
+55 |
Jul11 |
101207 |
3025.0 |
3085.0 |
2878.0 |
2987.4 |
+4.4 |
403 |
9,009 |
+143 |
Sep11 |
101207 |
3036.0 |
3046.0 |
2866.5 |
2992.0 |
+4.8 |
74 |
6,234 |
-2 |
Dec11 |
101207 |
3031.0 |
3088.0 |
2880.5 |
2998.5 |
+5.2 |
523 |
9,564 |
+119 |
Mar12 |
101207 |
3004.1 |
3004.1 |
3004.1 |
3004.1 |
+6.2 |
1 |
355 |
+0 |
Total Volume and Open Interest |
84,715 |
137,226 |
+1,350 |
Platinum(NYMEX) |
Jan11 |
101207 |
1724.7 |
1734.0 |
1690.0 |
1705.2 |
-8.4 |
5,254 |
29,110 |
-316 |
Apr11 |
101207 |
1720.2 |
1737.2 |
1699.1 |
1711.1 |
-8.3 |
690 |
6,991 |
+554 |
Jul11 |
101207 |
1722.9 |
1733.0 |
1713.8 |
1713.8 |
-7.3 |
14 |
423 |
+12 |
Oct11 |
101207 |
1737.1 |
1737.1 |
1713.8 |
1713.8 |
-7.3 |
2 |
4 |
+0 |
Total Volume and Open Interest |
5,960 |
36,528 |
+250 |
Palladium(NYMEX) |
Dec10 |
101207 |
759.60 |
767.70 |
730.00 |
737.20 |
-12.95 |
0 |
410 |
-25 |
Mar11 |
101207 |
759.60 |
775.00 |
722.15 |
738.70 |
-12.70 |
2,743 |
22,835 |
-505 |
Jun11 |
101207 |
765.20 |
772.10 |
726.10 |
739.95 |
-12.70 |
14 |
259 |
+6 |
Total Volume and Open Interest |
2,765 |
23,536 |
-519 |
Copper(CMX) |
Dec10 |
101207 |
400.60 |
412.50 |
398.00 |
404.40 |
+4.00 |
377 |
4,804 |
-237 |
Mar11 |
101207 |
400.80 |
413.15 |
398.00 |
404.95 |
+4.15 |
25,726 |
111,794 |
+968 |
May11 |
101207 |
401.15 |
411.30 |
399.95 |
404.30 |
+4.45 |
1,224 |
19,449 |
+285 |
Jul11 |
101207 |
408.45 |
408.45 |
399.00 |
403.00 |
+4.55 |
179 |
5,521 |
+4 |
Sep11 |
101207 |
397.00 |
406.10 |
397.00 |
401.60 |
+4.55 |
31 |
4,853 |
+8 |
Total Volume and Open Interest |
27,995 |
155,555 |
+1,025 |
DJIA Index(CBOT) |
Dec10 |
101207 |
11339 |
11445 |
11333 |
11355 |
+2 |
135 |
8,085 |
-25 |
Mar11 |
101207 |
11375 |
11385 |
11290 |
11290 |
+2 |
2 |
74 |
+1 |
Jun11 |
101207 |
11232 |
11232 |
11230 |
11232 |
+2 |
|
|
|
Sep11 |
101207 |
11170 |
11170 |
11168 |
11170 |
+2 |
|
|
|
Total Volume and Open Interest |
137 |
8,159 |
-24 |
S & P 500(CME) |
Dec10 |
101207 |
1222.20 |
1235.00 |
1219.30 |
1223.20 |
+1.10 |
12,596 |
353,358 |
+334 |
Mar11 |
101207 |
1229.00 |
1230.00 |
1217.40 |
1218.20 |
+1.20 |
3,494 |
27,140 |
+3,324 |
Jun11 |
101207 |
1213.30 |
1224.10 |
1213.10 |
1213.30 |
+1.20 |
55 |
3,361 |
+6 |
Sep11 |
101207 |
1208.50 |
1219.40 |
1208.40 |
1208.50 |
+1.10 |
100 |
330 |
+100 |
Total Volume and Open Interest |
16,270 |
384,364 |
+3,789 |
S & P 500 E-Mini(Globex) |
Dec10 |
101207 |
1222.75 |
1235.00 |
1219.00 |
1223.25 |
+1.25 |
1,326,050 |
2,803,507 |
-51,756 |
Mar11 |
101207 |
1217.25 |
1229.75 |
1214.25 |
1218.25 |
+1.25 |
61,676 |
167,955 |
+43,341 |
Total Volume and Open Interest |
1,387,765 |
2,971,598 |
-8,426 |
NASDAQ 100(CME) |
Dec10 |
101207 |
2189.50 |
2216.80 |
2186.30 |
2190.00 |
-0.50 |
886 |
27,362 |
-592 |
Mar11 |
101207 |
2214.50 |
2215.00 |
2186.00 |
2188.30 |
-0.50 |
6 |
63 |
+0 |
Jun11 |
101207 |
2185.80 |
2186.30 |
2185.80 |
2185.80 |
-0.50 |
|
|
|
Total Volume and Open Interest |
892 |
27,425 |
-592 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
101207 |
2191.30 |
2217.00 |
2185.50 |
2190.00 |
-0.50 |
173,121 |
411,652 |
-15,072 |
Mar11 |
101207 |
2184.50 |
2215.00 |
2184.50 |
2188.30 |
-0.50 |
1,232 |
4,050 |
+296 |
Total Volume and Open Interest |
174,353 |
415,714 |
-14,776 |
S & P Midcap 400(CME) |
Dec10 |
101207 |
889.00 |
893.20 |
887.10 |
887.10 |
+1.90 |
10 |
3,531 |
-1 |
Mar11 |
101207 |
884.80 |
884.80 |
884.30 |
884.80 |
+2.00 |
9 |
6 |
+6 |
Jun11 |
101207 |
883.30 |
883.30 |
882.80 |
883.30 |
+2.00 |
|
|
|
Total Volume and Open Interest |
19 |
3,537 |
+5 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec10 |
101207 |
10175 |
10250 |
10100 |
10205 |
+15 |
15,333 |
41,885 |
-2,179 |
Mar11 |
101207 |
10195 |
10280 |
10140 |
10235 |
+15 |
7,776 |
8,180 |
+6,995 |
Total Volume and Open Interest |
23,109 |
50,065 |
+4,816 |
Nikkei 225(SGX) |
Dec10 |
101207 |
10170 |
10205 |
10095 |
10155 |
-25 |
86,332 |
209,111 |
-9,228 |
Mar11 |
101207 |
10170 |
10195 |
10085 |
10150 |
-15 |
14,409 |
67,603 |
+42,895 |
Jun11 |
101207 |
10075 |
10075 |
10075 |
10075 |
-20 |
0 |
2,146 |
+0 |
Total Volume and Open Interest |
101,361 |
286,580 |
+33,667 |
CAC 40(EURONEXT) |
Dec10 |
101207 |
3763.0 |
3834.0 |
3755.5 |
3810.5 |
+61.5 |
107,324 |
341,227 |
-13,387 |
Jan11 |
101207 |
3760.0 |
3835.0 |
3760.0 |
3813.5 |
+61.5 |
2,343 |
20,044 |
+2,313 |
Feb11 |
101207 |
3817.5 |
3817.5 |
3817.5 |
3817.5 |
+63.5 |
0 |
70 |
+0 |
Total Volume and Open Interest |
109,791 |
364,585 |
-11,008 |
Hang Seng Index(HKFE) |
Dec10 |
101207 |
23145 |
23502 |
23070 |
23459 |
+286 |
77,417 |
93,499 |
+1,305 |
Jan11 |
101207 |
23131 |
23508 |
23088 |
23465 |
+286 |
704 |
1,348 |
+258 |
Total Volume and Open Interest |
78,359 |
98,409 |
+1,546 |
DAX(EUREX) |
Dec10 |
101207 |
6974.5 |
7043.5 |
6962.5 |
6999.0 |
+47.5 |
104,198 |
223,408 |
-405 |
Mar11 |
101207 |
6990.0 |
7060.0 |
6983.5 |
7016.0 |
+48.5 |
648 |
16,570 |
+172 |
Jun11 |
101207 |
7010.0 |
7080.5 |
7005.0 |
7037.0 |
+48.0 |
387 |
5,123 |
-94 |
Total Volume and Open Interest |
105,233 |
245,101 |
-327 |
FT-SE 100(EURONEXT) |
Dec10 |
101207 |
5782.00 |
5852.00 |
5768.00 |
5811.00 |
+34.00 |
81,134 |
621,761 |
+943 |
Mar11 |
101207 |
5749.00 |
5810.00 |
5733.00 |
5774.00 |
+35.50 |
4,024 |
23,265 |
+1,776 |
Jun11 |
101207 |
5704.00 |
5748.50 |
5704.00 |
5731.00 |
+35.50 |
55 |
968 |
-46 |
Total Volume and Open Interest |
85,213 |
646,004 |
+2,673 |
SPI 200(SFE) |
Dec10 |
101207 |
4699.0 |
4748.0 |
4681.0 |
4733.0 |
+34.0 |
31,578 |
203,608 |
-6,891 |
Mar11 |
101207 |
4696.0 |
4738.0 |
4682.0 |
4729.0 |
+34.0 |
199 |
5,684 |
+46 |
Jun11 |
101207 |
4754.0 |
4754.0 |
4754.0 |
4754.0 |
+37.0 |
12 |
2,296 |
+1 |
Total Volume and Open Interest |
31,954 |
214,631 |
-6,679 |
GSCI(CME) |
Dec10 |
101207 |
617.00 |
618.00 |
605.50 |
606.50 |
-4.25 |
1,614 |
12,947 |
-1,305 |
Jan11 |
101207 |
618.75 |
619.00 |
607.50 |
608.50 |
-3.50 |
1,426 |
1,610 |
+1,420 |
Feb11 |
101207 |
610.50 |
621.00 |
609.50 |
610.50 |
-2.50 |
|
|
|
Total Volume and Open Interest |
3,040 |
14,557 |
+115 |
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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