|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed December 08, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
101208 |
1283.00 |
1296.50 |
1266.50 |
1296.00 |
+10.50 |
121,753 |
215,966 |
-16,285 |
Mar11 |
101208 |
1291.25 |
1305.00 |
1275.25 |
1305.00 |
+10.75 |
72,165 |
161,866 |
+12,629 |
May11 |
101208 |
1291.50 |
1309.00 |
1279.25 |
1309.00 |
+11.25 |
13,964 |
70,942 |
+1,341 |
Jul11 |
101208 |
1296.25 |
1310.50 |
1280.75 |
1310.50 |
+10.75 |
16,087 |
60,440 |
+1,089 |
Aug11 |
101208 |
1260.00 |
1285.75 |
1257.50 |
1285.75 |
+11.25 |
255 |
2,408 |
-8 |
Sep11 |
101208 |
1233.00 |
1248.50 |
1222.00 |
1248.50 |
+12.00 |
299 |
3,169 |
-142 |
Nov11 |
101208 |
1198.00 |
1212.50 |
1182.75 |
1212.50 |
+12.50 |
8,695 |
101,409 |
+1,262 |
Total Volume and Open Interest |
234,694 |
631,787 |
+337 |
Soybean Meal(CBOT) |
Dec10 |
101208 |
343.00 |
346.70 |
338.00 |
345.40 |
+2.40 |
1,297 |
2,662 |
-512 |
Jan11 |
101208 |
344.00 |
348.60 |
338.50 |
347.10 |
+2.80 |
26,543 |
64,412 |
-1,579 |
Mar11 |
101208 |
345.60 |
350.00 |
340.00 |
348.90 |
+3.10 |
14,095 |
46,393 |
+994 |
May11 |
101208 |
344.50 |
348.70 |
339.50 |
347.90 |
+3.10 |
5,598 |
27,673 |
+1,440 |
Jul11 |
101208 |
342.80 |
348.00 |
340.00 |
347.50 |
+3.00 |
3,641 |
18,089 |
+63 |
Aug11 |
101208 |
333.80 |
338.10 |
333.80 |
338.10 |
+3.00 |
197 |
5,698 |
+53 |
Sep11 |
101208 |
321.80 |
325.90 |
321.80 |
325.90 |
+3.00 |
309 |
5,531 |
+17 |
Oct11 |
101208 |
305.00 |
310.00 |
301.80 |
308.60 |
+2.60 |
117 |
4,466 |
-17 |
Total Volume and Open Interest |
54,529 |
193,278 |
+605 |
Soybean Oil(CBOT) |
Dec10 |
101208 |
53.03 |
53.85 |
52.75 |
53.80 |
+0.41 |
3,009 |
3,306 |
-353 |
Jan11 |
101208 |
53.66 |
54.29 |
52.91 |
54.18 |
+0.38 |
60,522 |
123,161 |
-4,058 |
Mar11 |
101208 |
54.12 |
54.77 |
53.37 |
54.66 |
+0.40 |
35,502 |
105,354 |
+6,666 |
May11 |
101208 |
54.39 |
55.10 |
53.73 |
55.00 |
+0.43 |
9,960 |
39,171 |
+1,003 |
Jul11 |
101208 |
54.64 |
55.32 |
53.92 |
55.21 |
+0.41 |
8,379 |
34,145 |
+811 |
Aug11 |
101208 |
54.52 |
55.26 |
54.27 |
55.26 |
+0.43 |
571 |
4,456 |
+24 |
Sep11 |
101208 |
54.28 |
55.28 |
54.28 |
55.28 |
+0.43 |
560 |
5,073 |
-26 |
Oct11 |
101208 |
54.55 |
55.23 |
54.39 |
55.23 |
+0.40 |
472 |
7,217 |
+99 |
Total Volume and Open Interest |
122,194 |
343,364 |
+4,478 |
Canola(WCE) |
Jan11 |
101208 |
554.6 |
564.9 |
554.1 |
563.7 |
+5.5 |
9,950 |
101,711 |
-1,291 |
Mar11 |
101208 |
563.0 |
572.7 |
562.0 |
571.6 |
+6.1 |
5,528 |
43,142 |
+2,335 |
May11 |
101208 |
568.0 |
576.4 |
568.0 |
575.4 |
+5.7 |
1,207 |
5,168 |
+514 |
Jul11 |
101208 |
568.7 |
577.2 |
568.3 |
575.3 |
+4.4 |
250 |
14,199 |
+44 |
Nov11 |
101208 |
512.5 |
518.0 |
511.0 |
517.4 |
+1.8 |
441 |
31,425 |
-25 |
Total Volume and Open Interest |
17,396 |
197,447 |
+1,579 |
Corn(CBOT) |
Dec10 |
101208 |
547.00 |
559.75 |
538.75 |
559.50 |
+12.25 |
18,136 |
11,841 |
-2,874 |
Mar11 |
101208 |
560.75 |
575.00 |
552.25 |
574.50 |
+12.75 |
142,668 |
729,126 |
-5,811 |
May11 |
101208 |
568.75 |
583.25 |
561.00 |
583.00 |
+13.25 |
27,979 |
168,861 |
+4,787 |
Jul11 |
101208 |
574.25 |
588.00 |
565.75 |
587.25 |
+13.00 |
28,248 |
225,345 |
+257 |
Sep11 |
101208 |
537.75 |
549.00 |
530.25 |
549.00 |
+11.25 |
3,946 |
39,466 |
+398 |
Dec11 |
101208 |
523.50 |
534.50 |
517.25 |
533.75 |
+9.50 |
19,468 |
255,730 |
+1,437 |
Total Volume and Open Interest |
242,408 |
1,489,862 |
-1,778 |
Wheat(CBOT) |
Dec10 |
101208 |
733.00 |
750.00 |
725.75 |
742.00 |
-1.00 |
1,021 |
824 |
-282 |
Mar11 |
101208 |
780.50 |
792.50 |
766.25 |
784.00 |
-0.75 |
69,063 |
234,142 |
-2,777 |
May11 |
101208 |
801.50 |
814.25 |
787.25 |
808.50 |
+3.00 |
14,759 |
55,966 |
+1,538 |
Jul11 |
101208 |
797.00 |
812.00 |
786.50 |
806.25 |
+3.00 |
16,485 |
102,028 |
+2,188 |
Sep11 |
101208 |
810.50 |
823.50 |
797.00 |
817.00 |
+4.75 |
2,617 |
17,443 |
-97 |
Total Volume and Open Interest |
112,580 |
479,187 |
+902 |
Wheat(KCBT) |
Dec10 |
101208 |
815.00 |
830.00 |
809.50 |
827.25 |
+5.75 |
101 |
511 |
+10 |
Mar11 |
101208 |
830.25 |
845.50 |
819.50 |
837.50 |
+5.00 |
14,515 |
118,350 |
-331 |
May11 |
101208 |
838.00 |
852.00 |
827.00 |
844.50 |
+4.50 |
3,300 |
23,509 |
+441 |
Jul11 |
101208 |
834.50 |
848.00 |
824.25 |
842.00 |
+3.00 |
2,703 |
51,347 |
+413 |
Sep11 |
101208 |
835.00 |
853.50 |
833.00 |
847.75 |
+3.00 |
1,070 |
12,232 |
+73 |
Total Volume and Open Interest |
22,630 |
217,945 |
+505 |
Wheat(MGE) |
Dec10 |
101208 |
826.00 |
845.00 |
826.00 |
842.75 |
+7.75 |
107 |
135 |
+62 |
Mar11 |
101208 |
850.00 |
867.00 |
842.00 |
862.75 |
+7.75 |
7,369 |
32,251 |
-856 |
May11 |
101208 |
859.50 |
873.75 |
849.25 |
869.50 |
+7.00 |
1,399 |
10,678 |
+203 |
Jul11 |
101208 |
859.00 |
871.00 |
848.00 |
865.25 |
+3.25 |
840 |
7,783 |
-118 |
Sep11 |
101208 |
845.00 |
861.00 |
841.25 |
853.75 |
+0.75 |
568 |
7,104 |
+72 |
Total Volume and Open Interest |
10,608 |
66,233 |
-629 |
Oats(CBOT) |
Dec10 |
101208 |
372.50 |
379.00 |
372.50 |
378.00 |
+14.00 |
321 |
275 |
+162 |
Mar11 |
101208 |
373.25 |
379.50 |
371.00 |
378.00 |
+5.00 |
1,280 |
9,827 |
+373 |
May11 |
101208 |
380.00 |
384.00 |
377.50 |
383.00 |
+5.50 |
25 |
624 |
+10 |
Jul11 |
101208 |
384.00 |
386.75 |
381.00 |
386.00 |
+5.00 |
18 |
211 |
-5 |
Total Volume and Open Interest |
1,696 |
11,878 |
+540 |
Rough Rice(CBOT) |
Jan11 |
101208 |
14.00 |
14.16 |
13.66 |
13.95 |
-0.21 |
572 |
8,163 |
-124 |
Mar11 |
101208 |
14.30 |
14.45 |
13.94 |
14.24 |
-0.20 |
361 |
6,406 |
+145 |
May11 |
101208 |
14.60 |
14.71 |
14.23 |
14.50 |
-0.21 |
15 |
1,046 |
+1 |
Jul11 |
101208 |
14.72 |
14.93 |
14.43 |
14.74 |
-0.19 |
20 |
1,580 |
-8 |
Total Volume and Open Interest |
970 |
17,884 |
+15 |
Live Cattle(CME) |
Dec10 |
101208 |
102.100 |
102.500 |
101.580 |
102.100 |
-0.185 |
6,573 |
22,710 |
-2,670 |
Feb11 |
101208 |
104.650 |
105.100 |
103.850 |
104.635 |
+0.085 |
27,260 |
164,757 |
-2,352 |
Apr11 |
101208 |
107.650 |
108.330 |
107.035 |
107.885 |
+0.100 |
10,531 |
87,344 |
+782 |
Jun11 |
101208 |
104.730 |
105.350 |
104.200 |
105.300 |
+0.400 |
6,859 |
39,114 |
+1,625 |
Aug11 |
101208 |
104.330 |
105.300 |
104.135 |
105.300 |
+0.415 |
2,534 |
14,039 |
+330 |
Oct11 |
101208 |
106.800 |
107.830 |
106.800 |
107.650 |
+0.420 |
859 |
8,264 |
+178 |
Total Volume and Open Interest |
55,186 |
340,954 |
-1,890 |
Feeder Cattle(CME) |
Jan11 |
101208 |
117.400 |
118.400 |
116.900 |
118.180 |
+0.950 |
4,136 |
13,349 |
-1,795 |
Mar11 |
101208 |
118.180 |
119.000 |
117.680 |
118.830 |
+0.650 |
3,315 |
12,034 |
+887 |
Apr11 |
101208 |
118.600 |
119.700 |
118.600 |
119.680 |
+0.500 |
592 |
3,804 |
+74 |
May11 |
101208 |
119.100 |
120.050 |
119.100 |
119.980 |
+0.230 |
528 |
4,599 |
+100 |
Aug11 |
101208 |
119.750 |
120.250 |
119.550 |
120.180 |
-0.105 |
231 |
4,196 |
+21 |
Sep11 |
101208 |
119.050 |
119.250 |
118.750 |
119.180 |
-0.120 |
13 |
318 |
-1 |
Oct11 |
101208 |
118.600 |
118.850 |
118.600 |
118.830 |
-0.770 |
1 |
60 |
+0 |
Total Volume and Open Interest |
8,816 |
38,400 |
-714 |
Lean Hogs(CME) |
Dec10 |
101208 |
68.200 |
69.250 |
67.900 |
68.800 |
+0.750 |
4,240 |
14,388 |
-765 |
Feb11 |
101208 |
75.385 |
76.225 |
74.750 |
75.680 |
+0.350 |
12,277 |
84,537 |
+1,108 |
Apr11 |
101208 |
79.400 |
79.830 |
78.725 |
79.535 |
+0.235 |
4,636 |
51,114 |
-70 |
May11 |
101208 |
85.700 |
86.500 |
85.400 |
86.500 |
+0.400 |
37 |
1,725 |
+9 |
Jun11 |
101208 |
88.550 |
89.330 |
88.035 |
89.135 |
+0.385 |
2,256 |
31,219 |
+352 |
Jul11 |
101208 |
88.100 |
88.700 |
87.580 |
88.650 |
+0.250 |
436 |
6,957 |
-23 |
Aug11 |
101208 |
87.200 |
87.950 |
87.050 |
87.850 |
+0.300 |
349 |
7,711 |
+39 |
Oct11 |
101208 |
78.100 |
78.250 |
77.635 |
78.250 |
+0.050 |
144 |
4,923 |
+70 |
Total Volume and Open Interest |
24,502 |
204,650 |
+700 |
Class III Milk(CME) |
Dec10 |
101208 |
13.81 |
13.87 |
13.78 |
13.84 |
unch |
322 |
5,772 |
-114 |
Jan11 |
101208 |
13.25 |
13.40 |
13.20 |
13.20 |
-0.15 |
527 |
3,889 |
+120 |
Feb11 |
101208 |
13.25 |
13.33 |
13.17 |
13.19 |
-0.07 |
555 |
3,436 |
+294 |
Mar11 |
101208 |
13.60 |
13.67 |
13.55 |
13.57 |
-0.04 |
222 |
3,004 |
+120 |
Apr11 |
101208 |
13.91 |
13.98 |
13.89 |
13.93 |
+0.02 |
77 |
2,093 |
+33 |
Total Volume and Open Interest |
1,898 |
27,776 |
+554 |
Cocoa(ICE) |
Dec10 |
101208 |
3021 |
3021 |
3015 |
3015 |
-53 |
3 |
21 |
+0 |
Mar11 |
101208 |
3070 |
3097 |
3031 |
3035 |
-49 |
15,159 |
70,933 |
-639 |
May11 |
101208 |
3088 |
3113 |
3053 |
3055 |
-48 |
1,261 |
21,108 |
+232 |
Jul11 |
101208 |
3075 |
3126 |
3065 |
3070 |
-46 |
1,023 |
11,112 |
+526 |
Sep11 |
101208 |
3115 |
3138 |
3082 |
3085 |
-48 |
263 |
5,753 |
+84 |
Dec11 |
101208 |
3111 |
3155 |
3101 |
3101 |
-51 |
304 |
10,518 |
-130 |
Mar12 |
101208 |
3181 |
3196 |
3160 |
3169 |
-46 |
213 |
10,823 |
+121 |
Total Volume and Open Interest |
18,347 |
136,077 |
+314 |
Coffee "C"(ICE) |
Dec10 |
101208 |
207.00 |
207.00 |
201.50 |
204.25 |
-3.35 |
52 |
279 |
+3 |
Mar11 |
101208 |
207.25 |
208.65 |
201.25 |
204.65 |
-3.25 |
9,913 |
89,073 |
-1,284 |
May11 |
101208 |
207.60 |
209.60 |
202.80 |
205.85 |
-3.20 |
2,907 |
23,702 |
+857 |
Jul11 |
101208 |
206.55 |
208.60 |
201.90 |
205.20 |
-3.05 |
468 |
7,124 |
-56 |
Sep11 |
101208 |
203.40 |
204.45 |
201.00 |
203.40 |
-3.10 |
275 |
3,589 |
+17 |
Dec11 |
101208 |
200.70 |
204.20 |
198.55 |
200.75 |
-3.00 |
99 |
6,169 |
+17 |
Total Volume and Open Interest |
13,758 |
131,104 |
-439 |
Orange Juice(ICE) |
Jan11 |
101208 |
161.00 |
170.25 |
158.50 |
166.00 |
+5.30 |
2,490 |
18,085 |
-794 |
Mar11 |
101208 |
161.75 |
171.50 |
159.25 |
166.80 |
+5.00 |
1,423 |
8,234 |
+511 |
May11 |
101208 |
162.30 |
170.00 |
162.30 |
168.00 |
+5.30 |
91 |
1,401 |
-5 |
Jul11 |
101208 |
165.10 |
171.50 |
165.10 |
169.10 |
+5.05 |
198 |
2,481 |
+145 |
Sep11 |
101208 |
170.05 |
171.20 |
170.05 |
170.05 |
+5.45 |
0 |
300 |
+0 |
Nov11 |
101208 |
169.65 |
172.50 |
169.65 |
169.65 |
+5.50 |
0 |
15 |
+0 |
Total Volume and Open Interest |
4,202 |
30,539 |
-143 |
Sugar #11(ICE) |
Mar11 |
101208 |
28.41 |
29.21 |
27.88 |
28.98 |
+0.57 |
38,421 |
230,224 |
-1,823 |
May11 |
101208 |
25.67 |
26.43 |
25.18 |
26.26 |
+0.59 |
11,525 |
102,208 |
+710 |
Jul11 |
101208 |
22.86 |
23.52 |
22.52 |
23.39 |
+0.53 |
8,654 |
97,121 |
+1,890 |
Oct11 |
101208 |
21.16 |
21.78 |
20.92 |
21.73 |
+0.57 |
4,211 |
55,871 |
-463 |
Mar12 |
101208 |
20.69 |
21.13 |
20.36 |
21.05 |
+0.53 |
2,236 |
47,256 |
+700 |
Total Volume and Open Interest |
66,630 |
575,256 |
+978 |
London Cocoa(LCE) |
Dec10 |
101208 |
2025 |
2035 |
2006 |
2008 |
-30 |
2,862 |
35,915 |
-1,390 |
Mar11 |
101208 |
2031 |
2040 |
2002 |
2009 |
-29 |
18,059 |
64,046 |
+755 |
May11 |
101208 |
2041 |
2056 |
2017 |
2024 |
-27 |
4,690 |
20,205 |
-126 |
Jul11 |
101208 |
2056 |
2071 |
2036 |
2040 |
-23 |
3,404 |
17,744 |
+112 |
Sep11 |
101208 |
2060 |
2073 |
2041 |
2044 |
-22 |
2,698 |
10,904 |
+1,024 |
Dec11 |
101208 |
2065 |
2082 |
2053 |
2054 |
-21 |
661 |
16,738 |
+314 |
Mar12 |
101208 |
2086 |
2093 |
2065 |
2065 |
-23 |
587 |
13,048 |
-176 |
Total Volume and Open Interest |
33,088 |
181,767 |
+605 |
London Sugar(LCE) |
Mar11 |
101208 |
727.00 |
739.90 |
714.90 |
732.40 |
+0.10 |
2,442 |
28,552 |
+456 |
May11 |
101208 |
686.80 |
696.30 |
673.30 |
689.00 |
-0.80 |
360 |
8,949 |
+125 |
Aug11 |
101208 |
618.00 |
631.60 |
612.40 |
625.20 |
-0.80 |
68 |
7,064 |
+21 |
Oct11 |
101208 |
570.40 |
579.90 |
565.30 |
574.60 |
-1.90 |
53 |
2,088 |
-28 |
Dec11 |
101208 |
555.80 |
564.30 |
549.20 |
559.60 |
-1.50 |
28 |
790 |
+7 |
Total Volume and Open Interest |
2,951 |
47,989 |
+581 |
Cotton(ICE) |
Dec10 |
101208 |
142.00 |
142.00 |
137.00 |
138.00 |
+0.01 |
72 |
313 |
-96 |
Mar11 |
101208 |
129.78 |
133.72 |
126.42 |
131.95 |
+1.58 |
14,471 |
110,287 |
-335 |
May11 |
101208 |
122.52 |
126.55 |
120.04 |
124.20 |
+0.16 |
2,766 |
20,693 |
+230 |
Jul11 |
101208 |
116.35 |
119.70 |
114.00 |
116.19 |
-1.76 |
3,497 |
29,840 |
+754 |
Oct11 |
101208 |
100.00 |
101.17 |
100.00 |
101.17 |
-1.95 |
0 |
166 |
-1 |
Dec11 |
101208 |
91.75 |
93.80 |
89.55 |
92.05 |
-1.19 |
2,175 |
36,338 |
+223 |
Total Volume and Open Interest |
23,012 |
199,654 |
+785 |
Lumber(CME) |
Jan11 |
101208 |
249.7 |
259.5 |
249.7 |
259.5 |
+10.0 |
631 |
3,207 |
-181 |
Mar11 |
101208 |
267.8 |
275.9 |
267.1 |
273.7 |
+7.7 |
517 |
4,703 |
+49 |
May11 |
101208 |
278.4 |
285.8 |
278.4 |
282.4 |
+6.4 |
156 |
1,222 |
+18 |
Jul11 |
101208 |
290.0 |
293.0 |
290.0 |
292.0 |
+4.6 |
19 |
206 |
+16 |
Total Volume and Open Interest |
1,327 |
9,343 |
-94 |
Crude Oil(NYM) |
Jan11 |
101208 |
88.35 |
88.99 |
87.33 |
88.28 |
-0.41 |
462,689 |
266,057 |
-33,620 |
Feb11 |
101208 |
88.82 |
89.49 |
87.87 |
88.82 |
-0.40 |
187,767 |
164,778 |
+17,011 |
Mar11 |
101208 |
89.25 |
89.91 |
88.34 |
89.29 |
-0.38 |
97,555 |
145,973 |
+12,903 |
Apr11 |
101208 |
89.50 |
90.20 |
88.66 |
89.63 |
-0.34 |
38,106 |
56,774 |
+2 |
May11 |
101208 |
89.30 |
90.40 |
88.97 |
89.89 |
-0.28 |
23,223 |
32,150 |
-1,120 |
Jun11 |
101208 |
90.17 |
90.60 |
89.04 |
90.09 |
-0.23 |
50,976 |
84,148 |
+1,665 |
Jul11 |
101208 |
89.92 |
90.57 |
89.23 |
90.22 |
-0.17 |
11,294 |
38,584 |
+241 |
Aug11 |
101208 |
90.38 |
90.64 |
89.40 |
90.29 |
-0.11 |
7,146 |
18,355 |
+621 |
Sep11 |
101208 |
90.01 |
90.60 |
89.64 |
90.33 |
-0.07 |
7,492 |
24,158 |
+98 |
Oct11 |
101208 |
90.28 |
90.35 |
90.28 |
90.35 |
-0.03 |
5,756 |
17,846 |
+593 |
Nov11 |
101208 |
90.53 |
90.53 |
89.46 |
90.37 |
+0.01 |
7,106 |
19,191 |
+603 |
Dec11 |
101208 |
90.13 |
90.85 |
89.36 |
90.41 |
+0.04 |
61,296 |
147,318 |
-1,589 |
Jan12 |
101208 |
90.32 |
90.32 |
90.32 |
90.32 |
+0.08 |
4,432 |
20,709 |
-416 |
Feb12 |
101208 |
89.60 |
90.23 |
89.60 |
90.23 |
+0.12 |
2,931 |
7,586 |
-9 |
Mar12 |
101208 |
90.13 |
90.13 |
90.13 |
90.13 |
+0.16 |
4,169 |
10,290 |
+296 |
Apr12 |
101208 |
90.00 |
90.04 |
89.81 |
90.04 |
+0.20 |
360 |
4,074 |
-18 |
Total Volume and Open Interest |
1,017,961 |
1,367,119 |
-2,240 |
e-miNY Crude Oil(NYM) |
Dec10 |
101118 |
80.400 |
82.300 |
80.400 |
81.850 |
+1.400 |
7,920 |
4,586 |
-336 |
Jan11 |
101208 |
88.300 |
89.050 |
87.325 |
88.275 |
-0.425 |
9,998 |
4,003 |
-78 |
Feb11 |
101208 |
88.900 |
89.525 |
87.925 |
88.825 |
-0.400 |
567 |
1,516 |
+135 |
Mar11 |
101208 |
89.375 |
89.625 |
88.350 |
89.300 |
-0.375 |
94 |
467 |
+4 |
Apr11 |
101208 |
89.975 |
89.975 |
89.625 |
89.625 |
-0.350 |
5 |
7 |
+2 |
May11 |
101208 |
89.900 |
89.900 |
89.900 |
89.900 |
-0.275 |
0 |
14 |
+0 |
Jun11 |
101208 |
89.675 |
90.425 |
89.675 |
90.100 |
-0.225 |
60 |
59 |
+45 |
Jul11 |
101208 |
90.225 |
90.225 |
90.225 |
90.225 |
-0.175 |
2 |
3 |
+2 |
Aug11 |
101208 |
90.300 |
90.300 |
90.300 |
90.300 |
-0.100 |
6 |
6 |
-6 |
Sep11 |
101208 |
90.325 |
90.325 |
90.325 |
90.325 |
-0.075 |
0 |
2 |
+0 |
Total Volume and Open Interest |
10,732 |
6,233 |
+104 |
Heating Oil(NYM) |
Jan11 |
101208 |
246.55 |
247.96 |
243.15 |
246.07 |
-0.95 |
61,775 |
102,706 |
-4,687 |
Feb11 |
101208 |
247.79 |
249.87 |
245.15 |
247.98 |
-0.88 |
31,439 |
50,684 |
+1,431 |
Mar11 |
101208 |
247.02 |
250.24 |
245.57 |
248.51 |
-0.62 |
20,182 |
37,533 |
+2,481 |
Apr11 |
101208 |
246.07 |
248.80 |
244.58 |
247.35 |
-0.53 |
6,185 |
22,073 |
+538 |
May11 |
101208 |
245.49 |
247.70 |
243.67 |
246.37 |
-0.40 |
3,425 |
18,307 |
+448 |
Jun11 |
101208 |
244.90 |
247.30 |
243.38 |
246.07 |
-0.26 |
8,644 |
38,554 |
-642 |
Jul11 |
101208 |
247.60 |
247.60 |
244.89 |
246.94 |
-0.08 |
1,150 |
7,679 |
-216 |
Aug11 |
101208 |
246.97 |
247.97 |
246.79 |
247.97 |
+0.03 |
716 |
4,638 |
+25 |
Sep11 |
101208 |
248.10 |
249.59 |
248.10 |
249.25 |
+0.11 |
1,675 |
4,822 |
+330 |
Oct11 |
101208 |
250.54 |
250.54 |
250.54 |
250.54 |
+0.11 |
487 |
3,314 |
+117 |
Nov11 |
101208 |
252.23 |
252.23 |
252.14 |
252.14 |
+0.14 |
246 |
3,163 |
+40 |
Dec11 |
101208 |
254.19 |
254.48 |
251.68 |
253.54 |
+0.16 |
2,882 |
16,347 |
+346 |
Total Volume and Open Interest |
139,134 |
318,630 |
+265 |
Gasoline(NYMEX) |
Jan11 |
101208 |
231.24 |
232.70 |
227.64 |
230.46 |
-1.84 |
54,858 |
84,892 |
-5,455 |
Feb11 |
101208 |
231.24 |
232.49 |
227.83 |
230.41 |
-1.73 |
36,409 |
49,473 |
+4,436 |
Mar11 |
101208 |
231.40 |
233.00 |
228.95 |
231.35 |
-1.42 |
20,191 |
33,654 |
+733 |
Apr11 |
101208 |
240.59 |
242.69 |
238.88 |
241.38 |
-1.11 |
7,153 |
25,763 |
+384 |
May11 |
101208 |
242.14 |
243.04 |
239.57 |
242.02 |
-0.76 |
4,710 |
10,911 |
-214 |
Jun11 |
101208 |
240.60 |
242.65 |
239.67 |
242.03 |
-0.63 |
4,320 |
15,463 |
-324 |
Jul11 |
101208 |
240.35 |
241.23 |
240.33 |
241.23 |
-0.57 |
1,436 |
4,448 |
-93 |
Aug11 |
101208 |
239.80 |
240.00 |
239.75 |
240.00 |
-0.55 |
912 |
5,190 |
+120 |
Sep11 |
101208 |
238.60 |
238.60 |
238.60 |
238.60 |
-0.34 |
716 |
2,818 |
-102 |
Oct11 |
101208 |
226.51 |
227.87 |
226.51 |
227.87 |
unch |
438 |
2,685 |
+23 |
Total Volume and Open Interest |
134,195 |
269,059 |
+119 |
e-miNY RBOB Gasoline(NYM) |
Jan11 |
101208 |
230.50 |
230.50 |
230.46 |
230.50 |
-1.80 |
0 |
2 |
+0 |
Feb11 |
101208 |
230.40 |
230.41 |
230.40 |
230.40 |
-1.70 |
0 |
1 |
+0 |
Mar11 |
101208 |
231.40 |
231.40 |
231.35 |
231.40 |
-1.40 |
0 |
1 |
+0 |
Apr11 |
101208 |
241.40 |
241.40 |
241.38 |
241.40 |
-1.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Jan11 |
101208 |
4.397 |
4.614 |
4.350 |
4.606 |
+0.213 |
155,154 |
191,137 |
-21,998 |
Feb11 |
101208 |
4.393 |
4.611 |
4.360 |
4.604 |
+0.203 |
70,166 |
86,458 |
+8,329 |
Mar11 |
101208 |
4.368 |
4.577 |
4.339 |
4.570 |
+0.194 |
78,236 |
98,949 |
+10,705 |
Apr11 |
101208 |
4.349 |
4.528 |
4.306 |
4.521 |
+0.178 |
38,013 |
78,384 |
+2,740 |
May11 |
101208 |
4.363 |
4.552 |
4.361 |
4.543 |
+0.173 |
13,611 |
32,217 |
+1,287 |
Jun11 |
101208 |
4.430 |
4.580 |
4.407 |
4.577 |
+0.163 |
4,715 |
14,631 |
+212 |
Jul11 |
101208 |
4.480 |
4.634 |
4.468 |
4.629 |
+0.158 |
2,588 |
12,898 |
+15 |
Aug11 |
101208 |
4.570 |
4.667 |
4.507 |
4.663 |
+0.154 |
2,027 |
13,774 |
+2 |
Sep11 |
101208 |
4.535 |
4.678 |
4.530 |
4.678 |
+0.151 |
1,785 |
10,544 |
+158 |
Oct11 |
101208 |
4.650 |
4.757 |
4.650 |
4.753 |
+0.148 |
14,283 |
49,195 |
+1,745 |
Nov11 |
101208 |
4.859 |
4.938 |
4.839 |
4.938 |
+0.134 |
3,519 |
22,241 |
+81 |
Dec11 |
101208 |
5.082 |
5.198 |
5.082 |
5.198 |
+0.116 |
2,682 |
19,377 |
-187 |
Jan12 |
101208 |
5.301 |
5.360 |
5.293 |
5.360 |
+0.105 |
7,297 |
31,291 |
+612 |
Feb12 |
101208 |
5.275 |
5.307 |
5.236 |
5.307 |
+0.101 |
284 |
6,906 |
+160 |
Mar12 |
101208 |
5.133 |
5.185 |
5.124 |
5.185 |
+0.095 |
2,803 |
14,732 |
+445 |
Apr12 |
101208 |
4.900 |
4.930 |
4.875 |
4.930 |
+0.085 |
230 |
12,609 |
+85 |
Total Volume and Open Interest |
398,691 |
760,786 |
+4,455 |
Brent Crude Oil(ICE) |
Jan11 |
101208 |
90.85 |
91.74 |
90.15 |
90.77 |
-0.62 |
202,011 |
139,216 |
-35,359 |
Feb11 |
101208 |
91.06 |
91.86 |
90.32 |
90.97 |
-0.58 |
139,062 |
199,835 |
+47 |
Mar11 |
101208 |
91.16 |
91.93 |
90.43 |
91.10 |
-0.50 |
73,887 |
125,721 |
+15,038 |
Apr11 |
101208 |
90.70 |
91.97 |
90.67 |
91.27 |
-0.40 |
21,052 |
41,019 |
+541 |
May11 |
101208 |
90.81 |
92.06 |
90.78 |
91.44 |
-0.29 |
18,742 |
35,519 |
+3,431 |
Jun11 |
101208 |
91.26 |
92.17 |
90.77 |
91.59 |
-0.20 |
44,767 |
59,699 |
+3,007 |
Jul11 |
101208 |
91.26 |
92.19 |
90.97 |
91.68 |
-0.11 |
10,352 |
17,804 |
+1,184 |
Aug11 |
101208 |
91.13 |
92.19 |
90.99 |
91.71 |
-0.05 |
5,918 |
11,732 |
-490 |
Sep11 |
101208 |
91.14 |
92.17 |
90.97 |
91.72 |
-0.01 |
5,796 |
10,790 |
+99 |
Oct11 |
101208 |
91.00 |
91.72 |
91.00 |
91.72 |
+0.03 |
4,483 |
6,725 |
+25 |
Nov11 |
101208 |
91.70 |
91.70 |
91.70 |
91.70 |
+0.05 |
3,053 |
10,563 |
+2 |
Dec11 |
101208 |
90.80 |
92.13 |
90.80 |
91.70 |
+0.08 |
32,457 |
84,471 |
+3,590 |
Jan12 |
101208 |
91.71 |
91.71 |
91.71 |
91.71 |
+0.11 |
1,985 |
11,363 |
+63 |
Feb12 |
101208 |
91.70 |
91.70 |
91.70 |
91.70 |
+0.14 |
1,062 |
5,292 |
-57 |
Total Volume and Open Interest |
579,836 |
847,260 |
-8,850 |
Gas Oil(ICE) |
Dec10 |
101208 |
760.00 |
765.50 |
752.00 |
757.25 |
-9.00 |
28,256 |
35,600 |
-10,563 |
Jan11 |
101208 |
768.00 |
772.75 |
758.75 |
764.75 |
-7.25 |
97,004 |
165,216 |
+2,237 |
Feb11 |
101208 |
772.00 |
776.75 |
763.25 |
769.25 |
-6.75 |
36,635 |
90,091 |
+4,316 |
Mar11 |
101208 |
773.25 |
778.75 |
765.50 |
771.25 |
-6.25 |
23,663 |
56,495 |
+535 |
Apr11 |
101208 |
774.00 |
779.25 |
766.75 |
772.25 |
-5.75 |
17,193 |
55,825 |
+2,861 |
May11 |
101208 |
774.50 |
780.00 |
767.50 |
773.25 |
-5.50 |
10,744 |
44,653 |
+590 |
Jun11 |
101208 |
775.00 |
781.50 |
768.75 |
774.25 |
-5.25 |
22,599 |
48,517 |
+2,224 |
Jul11 |
101208 |
777.50 |
781.50 |
773.25 |
776.25 |
-5.00 |
3,185 |
17,572 |
+738 |
Aug11 |
101208 |
780.00 |
784.00 |
775.75 |
778.75 |
-4.75 |
4,006 |
16,929 |
+1,357 |
Sep11 |
101208 |
782.75 |
786.25 |
778.25 |
781.25 |
-4.75 |
2,803 |
9,464 |
-555 |
Total Volume and Open Interest |
263,255 |
661,760 |
+23,028 |
Ethanol(CBOT) |
Dec10 |
101203 |
2.050 |
2.070 |
2.050 |
2.051 |
-0.024 |
83 |
136 |
-71 |
Jan11 |
101208 |
2.064 |
2.084 |
2.063 |
2.076 |
+0.014 |
70 |
995 |
-46 |
Feb11 |
101208 |
2.101 |
2.101 |
2.080 |
2.095 |
+0.026 |
80 |
978 |
+8 |
Mar11 |
101208 |
2.101 |
2.123 |
2.101 |
2.122 |
+0.022 |
53 |
1,017 |
+10 |
Apr11 |
101208 |
2.144 |
2.144 |
2.144 |
2.144 |
+0.025 |
10 |
658 |
+7 |
May11 |
101208 |
2.144 |
2.163 |
2.144 |
2.156 |
+0.024 |
16 |
451 |
+7 |
Jun11 |
101208 |
2.152 |
2.173 |
2.152 |
2.168 |
+0.028 |
14 |
531 |
+8 |
Jul11 |
101208 |
2.163 |
2.174 |
2.163 |
2.174 |
+0.028 |
46 |
702 |
-3 |
Total Volume and Open Interest |
325 |
7,317 |
-14 |
WTI Crude Oil(ICE |
Jan11 |
101208 |
88.29 |
88.99 |
87.33 |
88.28 |
-0.41 |
110,350 |
91,728 |
-4,058 |
Feb11 |
101208 |
88.73 |
89.49 |
87.86 |
88.82 |
-0.40 |
62,841 |
72,328 |
+5,293 |
Mar11 |
101208 |
89.15 |
89.86 |
88.33 |
89.29 |
-0.38 |
33,770 |
65,166 |
+2,836 |
Apr11 |
101208 |
89.46 |
90.21 |
88.64 |
89.63 |
-0.34 |
13,977 |
26,217 |
+2,381 |
May11 |
101208 |
89.69 |
90.36 |
88.93 |
89.89 |
-0.28 |
5,873 |
13,734 |
+91 |
Jun11 |
101208 |
89.67 |
90.60 |
89.01 |
90.09 |
-0.23 |
22,756 |
52,245 |
+4,147 |
Jul11 |
101208 |
89.96 |
90.58 |
89.13 |
90.22 |
-0.17 |
3,726 |
15,210 |
+349 |
Aug11 |
101208 |
90.17 |
90.38 |
89.20 |
90.29 |
-0.11 |
2,907 |
11,314 |
+1,045 |
Sep11 |
101208 |
90.00 |
90.65 |
89.25 |
90.33 |
-0.07 |
2,679 |
13,913 |
+1,006 |
Oct11 |
101208 |
90.35 |
90.35 |
90.35 |
90.35 |
-0.03 |
2,056 |
6,410 |
+276 |
Nov11 |
101208 |
90.37 |
90.37 |
90.37 |
90.37 |
+0.01 |
2,147 |
9,221 |
+561 |
Dec11 |
101208 |
89.49 |
90.84 |
89.35 |
90.41 |
+0.04 |
23,167 |
58,179 |
+415 |
Jan12 |
101208 |
90.32 |
90.32 |
90.32 |
90.32 |
+0.08 |
364 |
4,781 |
+99 |
Feb12 |
101208 |
90.23 |
90.23 |
90.23 |
90.23 |
+0.12 |
111 |
1,173 |
-3 |
Mar12 |
101208 |
90.13 |
90.13 |
90.13 |
90.13 |
+0.16 |
58 |
3,135 |
-13 |
Apr12 |
101208 |
90.04 |
90.04 |
90.04 |
90.04 |
+0.20 |
29 |
730 |
-2 |
Total Volume and Open Interest |
296,167 |
524,244 |
+15,257 |
US Dollar Index(ICE) |
Dec10 |
101208 |
79.985 |
80.425 |
79.910 |
80.007 |
+0.143 |
25,465 |
30,569 |
-1,211 |
Mar11 |
101208 |
80.360 |
80.810 |
80.295 |
80.370 |
+0.105 |
4,528 |
3,973 |
+1,196 |
Jun11 |
101208 |
80.805 |
80.805 |
80.805 |
80.805 |
+0.107 |
58 |
528 |
+3 |
Total Volume and Open Interest |
30,051 |
35,071 |
-12 |
Australian Dollar(CME) |
Dec10 |
101208 |
98.18 |
98.49 |
97.46 |
97.93 |
-0.56 |
109,370 |
79,403 |
-6,139 |
Mar11 |
101208 |
97.10 |
97.37 |
96.35 |
96.83 |
-0.54 |
19,964 |
47,305 |
+10,405 |
Jun11 |
101208 |
95.72 |
96.24 |
95.72 |
95.72 |
-0.52 |
0 |
152 |
+0 |
Total Volume and Open Interest |
129,336 |
127,012 |
+4,267 |
British Pound(CME) |
Dec10 |
101208 |
157.62 |
158.37 |
156.68 |
158.05 |
+0.38 |
102,868 |
62,711 |
-10,639 |
Mar11 |
101208 |
157.37 |
158.26 |
156.58 |
157.94 |
+0.38 |
23,370 |
23,475 |
+13,212 |
Jun11 |
101208 |
157.81 |
157.81 |
157.42 |
157.81 |
+0.39 |
3 |
47 |
+3 |
Total Volume and Open Interest |
126,241 |
86,269 |
+2,576 |
Canadian Dollar(CME) |
Dec10 |
101208 |
98.82 |
99.36 |
98.60 |
98.96 |
-0.09 |
97,467 |
77,368 |
-17,160 |
Mar11 |
101208 |
98.68 |
99.15 |
98.40 |
98.76 |
-0.09 |
26,587 |
35,153 |
+15,634 |
Jun11 |
101208 |
98.25 |
98.75 |
98.20 |
98.53 |
-0.07 |
180 |
1,356 |
+115 |
Sep11 |
101208 |
98.26 |
98.36 |
98.20 |
98.27 |
-0.09 |
84 |
584 |
+47 |
Total Volume and Open Interest |
124,337 |
114,999 |
-1,359 |
Japanese Yen(CME) |
Dec10 |
101208 |
119.76 |
119.82 |
118.62 |
119.06 |
-0.73 |
145,612 |
101,535 |
-11,911 |
Mar11 |
101208 |
119.95 |
119.95 |
118.73 |
119.18 |
-0.73 |
24,326 |
30,472 |
+10,290 |
Jun11 |
101208 |
119.35 |
120.09 |
119.35 |
119.35 |
-0.74 |
3 |
215 |
+0 |
Total Volume and Open Interest |
169,942 |
132,233 |
-1,620 |
Swiss Franc(CME) |
Dec10 |
101208 |
101.26 |
101.55 |
100.85 |
101.34 |
+0.03 |
46,919 |
32,955 |
-4,591 |
Mar11 |
101208 |
101.35 |
101.65 |
100.96 |
101.45 |
+0.05 |
11,673 |
9,941 |
+4,675 |
Jun11 |
101208 |
102.00 |
102.00 |
101.53 |
101.58 |
+0.05 |
0 |
15 |
+0 |
Total Volume and Open Interest |
58,592 |
42,914 |
+84 |
EuroFX(CME) |
Dec10 |
101208 |
132.67 |
132.80 |
131.79 |
132.60 |
-0.26 |
365,196 |
144,111 |
-18,543 |
Mar11 |
101208 |
132.55 |
132.72 |
131.72 |
132.52 |
-0.26 |
52,425 |
53,748 |
+23,990 |
Jun11 |
101208 |
131.89 |
132.68 |
131.89 |
132.43 |
-0.25 |
7 |
207 |
-1 |
Total Volume and Open Interest |
417,629 |
198,099 |
+5,447 |
Mexican Peso(CME) |
Dec10 |
101208 |
799.8 |
806.5 |
797.5 |
805.5 |
+4.0 |
75,061 |
84,712 |
-29,673 |
Jan11 |
101208 |
806.0 |
806.0 |
801.8 |
806.0 |
+4.2 |
|
|
|
Total Volume and Open Interest |
115,451 |
143,823 |
+3,765 |
30-Year T-Bonds(CBOT) |
Dec10 |
101208 |
124~140 |
124~150 |
122~120 |
123~090 |
-0~230 |
18,203 |
37,164 |
-2,617 |
Mar11 |
101208 |
122~310 |
123~000 |
120~270 |
121~260 |
-0~220 |
389,474 |
555,710 |
+2,411 |
Jun11 |
101208 |
119~280 |
121~000 |
119~150 |
120~100 |
-0~220 |
22 |
595 |
+17 |
Total Volume and Open Interest |
407,699 |
593,469 |
-189 |
10-Year T-Notes(CBOT) |
Dec10 |
101208 |
122~250 |
122~250 |
121~075 |
121~280 |
-0~200 |
39,310 |
27,564 |
-7,199 |
Mar11 |
101208 |
121~195 |
121~210 |
120~040 |
120~255 |
-0~190 |
1,513,023 |
1,290,793 |
+25,426 |
Jun11 |
101208 |
119~100 |
120~180 |
119~075 |
119~310 |
-0~190 |
5 |
31 |
+1 |
Total Volume and Open Interest |
1,552,338 |
1,318,394 |
+18,228 |
5-Year T-Notes(CBOT) |
Dec10 |
101208 |
119~076 |
119~080 |
118~085 |
118~123 |
-0~065 |
25,455 |
34,897 |
-8,802 |
Mar11 |
101208 |
118~095 |
118~099 |
117~093 |
118~009 |
-0~068 |
708,281 |
977,289 |
-4,712 |
Jun11 |
101208 |
117~033 |
117~101 |
117~033 |
117~033 |
-0~068 |
|
|
|
Total Volume and Open Interest |
733,736 |
1,012,186 |
-13,514 |
2 Year T-Notes(CBOT) |
Dec10 |
101208 |
109~081 |
109~081 |
109~056 |
109~061 |
-0~017 |
4,811 |
30,527 |
-766 |
Mar11 |
101208 |
109~065 |
109~066 |
109~030 |
109~037 |
-0~022 |
216,013 |
634,140 |
-15,868 |
Jun11 |
101208 |
109~025 |
109~047 |
109~025 |
109~025 |
-0~022 |
0 |
25 |
+0 |
Total Volume and Open Interest |
220,824 |
664,692 |
-16,634 |
Eurodollars(CME) |
Dec10 |
101208 |
99.688 |
99.690 |
99.683 |
99.688 |
+0.003 |
147,945 |
822,166 |
-4,269 |
Mar11 |
101208 |
99.550 |
99.570 |
99.525 |
99.545 |
-0.015 |
322,344 |
1,149,123 |
+14,672 |
Jun11 |
101208 |
99.445 |
99.465 |
99.380 |
99.405 |
-0.040 |
227,126 |
1,043,053 |
+2,063 |
Sep11 |
101208 |
99.355 |
99.370 |
99.250 |
99.285 |
-0.060 |
257,228 |
900,627 |
+7,029 |
Dec11 |
101208 |
99.235 |
99.250 |
99.095 |
99.140 |
-0.080 |
316,374 |
941,915 |
+4,470 |
Mar12 |
101208 |
99.090 |
99.110 |
98.925 |
98.970 |
-0.100 |
274,512 |
785,701 |
-8,088 |
Jun12 |
101208 |
98.900 |
98.935 |
98.715 |
98.765 |
-0.125 |
220,147 |
490,654 |
+8,051 |
Sep12 |
101208 |
98.730 |
98.740 |
98.505 |
98.555 |
-0.140 |
183,674 |
369,860 |
-4,663 |
Dec12 |
101208 |
98.510 |
98.525 |
98.265 |
98.325 |
-0.155 |
166,046 |
300,470 |
-7,327 |
Mar13 |
101208 |
98.290 |
98.305 |
98.025 |
98.090 |
-0.170 |
119,493 |
229,406 |
-2,998 |
Jun13 |
101208 |
98.060 |
98.065 |
97.770 |
97.840 |
-0.175 |
94,910 |
181,563 |
+3,875 |
Sep13 |
101208 |
97.805 |
97.805 |
97.510 |
97.595 |
-0.165 |
75,677 |
181,440 |
-904 |
Dec13 |
101208 |
97.525 |
97.530 |
97.235 |
97.340 |
-0.145 |
40,570 |
126,360 |
+2,873 |
Mar14 |
101208 |
97.255 |
97.255 |
96.965 |
97.100 |
-0.120 |
34,984 |
115,244 |
+971 |
Jun14 |
101208 |
96.970 |
96.970 |
96.690 |
96.850 |
-0.090 |
34,491 |
114,649 |
+1,101 |
Sep14 |
101208 |
96.710 |
96.710 |
96.430 |
96.605 |
-0.065 |
33,066 |
75,503 |
-240 |
Dec14 |
101208 |
96.425 |
96.425 |
96.180 |
96.360 |
-0.045 |
21,124 |
74,367 |
-2,208 |
Mar15 |
101208 |
96.205 |
96.205 |
95.975 |
96.155 |
-0.030 |
19,659 |
51,850 |
+1,427 |
Total Volume and Open Interest |
2,662,073 |
8,170,084 |
+20,546 |
30 Day Federal Funds(CBOT) |
Dec10 |
101208 |
99.817 |
99.823 |
99.817 |
99.820 |
+0.003 |
5,442 |
102,603 |
-367 |
Jan11 |
101208 |
99.825 |
99.825 |
99.820 |
99.820 |
-0.005 |
4,496 |
61,770 |
-745 |
Feb11 |
101208 |
99.820 |
99.820 |
99.815 |
99.820 |
unch |
1,952 |
53,946 |
-476 |
Mar11 |
101208 |
99.825 |
99.825 |
99.810 |
99.820 |
-0.005 |
1,720 |
35,738 |
-524 |
Apr11 |
101208 |
99.825 |
99.825 |
99.805 |
99.820 |
-0.005 |
3,215 |
36,809 |
-262 |
May11 |
101208 |
99.820 |
99.820 |
99.800 |
99.815 |
-0.005 |
862 |
38,047 |
+166 |
Total Volume and Open Interest |
43,180 |
543,323 |
-3,961 |
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 |
101208 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
25 |
2,289 |
+0 |
Mar11 |
101208 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
769 |
+0 |
Jun11 |
101208 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.010 |
0 |
150 |
+0 |
Sep11 |
101208 |
99.605 |
99.605 |
99.605 |
99.605 |
-0.015 |
|
|
|
Dec11 |
101208 |
99.595 |
99.595 |
99.595 |
99.595 |
-0.025 |
|
|
|
Mar12 |
101208 |
99.585 |
99.585 |
99.585 |
99.585 |
-0.025 |
|
|
|
Jun12 |
101208 |
99.635 |
99.635 |
99.635 |
99.635 |
-0.025 |
|
|
|
Sep12 |
101208 |
99.585 |
99.585 |
99.585 |
99.585 |
-0.025 |
|
|
|
Dec12 |
101208 |
99.280 |
99.280 |
99.280 |
99.280 |
-0.025 |
|
|
|
Mar13 |
101208 |
99.280 |
99.280 |
99.280 |
99.280 |
-0.025 |
|
|
|
Total Volume and Open Interest |
25 |
3,208 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar11 |
101208 |
99.63 |
99.64 |
99.63 |
99.64 |
unch |
202 |
1,650 |
+0 |
Jun11 |
101208 |
99.62 |
99.62 |
99.62 |
99.62 |
-0.01 |
0 |
1,379 |
+0 |
Sep11 |
101208 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
5 |
1,333 |
+16 |
Dec11 |
101208 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.03 |
0 |
110 |
+0 |
Mar12 |
101208 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.03 |
0 |
305 |
+0 |
Jun12 |
101208 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.03 |
0 |
754 |
+0 |
Sep12 |
101208 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.03 |
0 |
310 |
+0 |
Dec12 |
101208 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.03 |
0 |
3 |
+0 |
Total Volume and Open Interest |
372 |
10,459 |
+41 |
Japanese Gov't Bonds(SGX) |
Mar11 |
101208 |
140.20 |
140.20 |
139.13 |
139.35 |
-0.98 |
9,305 |
12,016 |
+1,788 |
Jun11 |
101208 |
137.26 |
137.26 |
137.26 |
137.26 |
-0.98 |
|
|
|
Sep11 |
101208 |
135.17 |
135.17 |
135.17 |
135.17 |
-0.98 |
|
|
|
Total Volume and Open Interest |
19,119 |
12,016 |
-7,388 |
Euro-Bund(EUREX) |
Dec10 |
101208 |
124.86 |
125.38 |
124.86 |
125.22 |
-0.37 |
646,460 |
11,320 |
-335,870 |
Mar11 |
101208 |
124.30 |
125.05 |
124.21 |
124.39 |
-0.62 |
1,040,349 |
890,326 |
+177,229 |
Jun11 |
101208 |
123.14 |
123.60 |
123.03 |
123.03 |
-1.26 |
511 |
512 |
+505 |
Total Volume and Open Interest |
1,687,320 |
902,158 |
-158,136 |
Euro-Bobl(EUREX) |
Dec10 |
101208 |
119.04 |
119.06 |
118.77 |
118.96 |
-0.30 |
442,293 |
14,024 |
-229,197 |
Mar11 |
101208 |
118.45 |
118.57 |
117.93 |
117.99 |
-0.73 |
604,606 |
623,088 |
+87,509 |
Jun11 |
101208 |
116.70 |
116.70 |
116.59 |
116.59 |
-2.12 |
90 |
22 |
+1 |
Total Volume and Open Interest |
1,046,989 |
637,134 |
-141,687 |
3-Mth Euribor(EUREX) |
Dec10 |
101208 |
98.970 |
98.970 |
98.965 |
98.965 |
unch |
254 |
7,576 |
+2 |
Mar11 |
101208 |
98.885 |
98.885 |
98.855 |
98.855 |
-0.030 |
207 |
2,182 |
+116 |
Jun11 |
101208 |
98.765 |
98.765 |
98.730 |
98.730 |
-0.050 |
76 |
5,306 |
-1 |
Total Volume and Open Interest |
608 |
23,459 |
+137 |
Long Gilt(LIFFE) |
Dec10 |
101208 |
119~18 |
119~26 |
119~10 |
119~11 |
-0~24 |
3,687 |
6,394 |
-674 |
Mar11 |
101208 |
118~07 |
118~19 |
117~30 |
118~01 |
-0~24 |
144,622 |
272,147 |
+7,609 |
Total Volume and Open Interest |
148,309 |
278,541 |
+6,935 |
3-Mth Short Sterling(LIFFE) |
Dec10 |
101208 |
99.24 |
99.27 |
99.24 |
99.25 |
unch |
5,895 |
323,517 |
+228 |
Mar11 |
101208 |
99.14 |
99.16 |
99.12 |
99.14 |
-0.02 |
53,722 |
290,619 |
-6,621 |
Jun11 |
101208 |
99.04 |
99.04 |
98.98 |
99.01 |
-0.05 |
39,322 |
257,734 |
+720 |
Sep11 |
101208 |
98.93 |
98.93 |
98.84 |
98.87 |
-0.07 |
48,158 |
241,028 |
-3,142 |
Dec11 |
101208 |
98.76 |
98.76 |
98.67 |
98.68 |
-0.11 |
62,601 |
364,696 |
-7,713 |
Mar12 |
101208 |
98.57 |
98.57 |
98.46 |
98.47 |
-0.13 |
63,257 |
220,165 |
+7,580 |
Total Volume and Open Interest |
357,487 |
2,163,694 |
-1,248 |
3-Mth Euribor(LIFFE) |
Dec10 |
101208 |
98.970 |
98.970 |
98.960 |
98.965 |
unch |
58,411 |
504,516 |
-1,054 |
Mar11 |
101208 |
98.890 |
98.895 |
98.845 |
98.855 |
-0.030 |
98,309 |
499,096 |
+2,549 |
Jun11 |
101208 |
98.780 |
98.785 |
98.715 |
98.730 |
-0.050 |
103,354 |
456,202 |
-6,074 |
Total Volume and Open Interest |
841,661 |
2,992,406 |
-13,931 |
3-Mth Aus T-Bills(SFE) |
Dec10 |
101208 |
94.99 |
94.99 |
94.95 |
94.96 |
-0.03 |
35,453 |
58,654 |
-9,982 |
Mar11 |
101208 |
94.94 |
94.95 |
94.91 |
94.93 |
-0.02 |
25,638 |
184,156 |
+3,007 |
Jun11 |
101208 |
94.85 |
94.86 |
94.81 |
94.83 |
-0.03 |
23,416 |
116,172 |
+8,520 |
Sep11 |
101208 |
94.76 |
94.77 |
94.70 |
94.72 |
-0.05 |
9,519 |
73,388 |
+1,008 |
Dec11 |
101208 |
94.71 |
94.71 |
94.62 |
94.64 |
-0.07 |
5,665 |
45,600 |
-350 |
Mar12 |
101208 |
94.65 |
94.66 |
94.59 |
94.60 |
-0.08 |
6,025 |
42,851 |
+1,018 |
Jun12 |
101208 |
94.61 |
94.62 |
94.54 |
94.57 |
-0.08 |
2,588 |
36,266 |
+910 |
Sep12 |
101208 |
94.56 |
94.58 |
94.48 |
94.53 |
-0.08 |
2,257 |
17,527 |
+1,041 |
Dec12 |
101208 |
94.50 |
94.54 |
94.44 |
94.50 |
-0.06 |
607 |
5,578 |
-130 |
Mar13 |
101208 |
94.52 |
94.52 |
94.47 |
94.47 |
-0.05 |
106 |
2,284 |
-11 |
Total Volume and Open Interest |
111,295 |
583,820 |
+5,041 |
10-Year Aus T-Bonds(SFE) |
Dec10 |
101208 |
94.53 |
94.54 |
94.37 |
94.37 |
-0.17 |
76,934 |
404,018 |
-3,223 |
Mar11 |
101208 |
94.49 |
94.49 |
94.33 |
94.33 |
-0.17 |
948 |
3,399 |
+835 |
Total Volume and Open Interest |
77,882 |
407,417 |
-2,388 |
3-Year Aus T-Bonds(SFE) |
Dec10 |
101208 |
95.01 |
95.02 |
94.91 |
94.92 |
-0.10 |
161,669 |
529,737 |
+21,721 |
Mar11 |
101208 |
94.90 |
94.90 |
94.86 |
94.86 |
-0.11 |
1,675 |
2,827 |
+1,675 |
Total Volume and Open Interest |
163,344 |
532,564 |
+23,396 |
Gold(CMX) |
Dec10 |
101208 |
1402.5 |
1403.8 |
1372.0 |
1382.5 |
-25.8 |
866 |
2,883 |
-248 |
Feb11 |
101208 |
1401.3 |
1405.4 |
1372.1 |
1383.2 |
-25.8 |
206,639 |
372,177 |
-2,402 |
Apr11 |
101208 |
1405.8 |
1406.2 |
1375.0 |
1385.3 |
-25.9 |
3,991 |
52,309 |
+1,569 |
Jun11 |
101208 |
1404.6 |
1409.1 |
1377.0 |
1387.5 |
-25.8 |
3,080 |
34,809 |
+793 |
Aug11 |
101208 |
1410.4 |
1410.7 |
1379.6 |
1389.8 |
-25.7 |
351 |
14,568 |
-5 |
Oct11 |
101208 |
1384.0 |
1392.1 |
1384.0 |
1392.1 |
-25.6 |
445 |
10,587 |
+144 |
Dec11 |
101208 |
1412.4 |
1412.4 |
1383.4 |
1394.6 |
-25.5 |
1,894 |
24,352 |
+514 |
Feb12 |
101208 |
1397.1 |
1397.1 |
1397.1 |
1397.1 |
-25.5 |
0 |
6,547 |
+0 |
Apr12 |
101208 |
1400.0 |
1400.0 |
1400.0 |
1400.0 |
-25.2 |
27 |
5,968 |
+0 |
Jun12 |
101208 |
1402.9 |
1402.9 |
1402.9 |
1402.9 |
-25.1 |
1,120 |
11,348 |
+1,065 |
Aug12 |
101208 |
1406.3 |
1406.3 |
1406.3 |
1406.3 |
-24.8 |
0 |
4,873 |
+0 |
Oct12 |
101208 |
1410.4 |
1410.4 |
1410.4 |
1410.4 |
-24.2 |
0 |
1,025 |
+0 |
Total Volume and Open Interest |
225,265 |
603,632 |
+63 |
Silver(CMX) |
Dec10 |
101208 |
2894.0 |
2916.5 |
2801.0 |
2822.4 |
-152.4 |
447 |
644 |
-138 |
Mar11 |
101208 |
2877.0 |
2929.0 |
2801.0 |
2825.2 |
-152.5 |
104,213 |
81,645 |
-2,548 |
May11 |
101208 |
2908.5 |
2924.0 |
2814.5 |
2830.1 |
-152.6 |
6,548 |
14,756 |
+491 |
Jul11 |
101208 |
2904.0 |
2912.5 |
2815.0 |
2835.1 |
-152.3 |
656 |
8,980 |
-29 |
Sep11 |
101208 |
2876.5 |
2876.5 |
2840.0 |
2840.0 |
-152.0 |
1,143 |
6,338 |
+104 |
Dec11 |
101208 |
2912.0 |
2941.5 |
2827.5 |
2846.8 |
-151.7 |
3,663 |
11,016 |
+1,452 |
Mar12 |
101208 |
2856.0 |
2856.0 |
2853.1 |
2853.1 |
-151.0 |
0 |
355 |
+0 |
Total Volume and Open Interest |
120,898 |
137,675 |
+449 |
Platinum(NYMEX) |
Jan11 |
101208 |
1689.0 |
1696.4 |
1670.4 |
1681.4 |
-23.8 |
7,516 |
28,447 |
-663 |
Apr11 |
101208 |
1695.0 |
1699.4 |
1677.2 |
1687.2 |
-23.9 |
1,072 |
7,690 |
+699 |
Jul11 |
101208 |
1698.8 |
1698.9 |
1683.6 |
1689.9 |
-23.9 |
17 |
435 |
+12 |
Oct11 |
101208 |
1689.9 |
1689.9 |
1689.9 |
1689.9 |
-23.9 |
1 |
5 |
+1 |
Total Volume and Open Interest |
8,607 |
36,578 |
+50 |
Palladium(NYMEX) |
Dec10 |
101208 |
725.00 |
728.80 |
725.00 |
727.20 |
-10.00 |
47 |
410 |
+0 |
Mar11 |
101208 |
732.15 |
739.40 |
714.00 |
728.95 |
-9.75 |
4,763 |
22,408 |
-427 |
Jun11 |
101208 |
736.65 |
738.20 |
717.75 |
730.20 |
-9.75 |
68 |
308 |
+49 |
Total Volume and Open Interest |
4,906 |
23,157 |
-379 |
Copper(CMX) |
Dec10 |
101208 |
401.90 |
410.90 |
398.15 |
409.45 |
+5.05 |
1,155 |
4,106 |
-698 |
Mar11 |
101208 |
401.40 |
411.85 |
397.80 |
410.05 |
+5.10 |
45,194 |
113,171 |
+1,377 |
May11 |
101208 |
402.20 |
410.75 |
398.75 |
409.40 |
+5.10 |
2,685 |
20,805 |
+1,356 |
Jul11 |
101208 |
405.25 |
408.05 |
405.25 |
408.05 |
+5.05 |
637 |
5,579 |
+58 |
Sep11 |
101208 |
403.65 |
406.55 |
402.65 |
406.55 |
+4.95 |
218 |
4,952 |
+99 |
Total Volume and Open Interest |
50,414 |
157,675 |
+2,120 |
DJIA Index(CBOT) |
Dec10 |
101208 |
11349 |
11379 |
11298 |
11368 |
+13 |
436 |
8,050 |
-35 |
Mar11 |
101208 |
11244 |
11305 |
11231 |
11305 |
+15 |
158 |
195 |
+121 |
Jun11 |
101208 |
11245 |
11245 |
11232 |
11245 |
+13 |
|
|
|
Sep11 |
101208 |
11183 |
11183 |
11170 |
11183 |
+13 |
|
|
|
Total Volume and Open Interest |
594 |
8,245 |
+86 |
S & P 500(CME) |
Dec10 |
101208 |
1222.40 |
1229.00 |
1217.30 |
1228.70 |
+5.50 |
42,272 |
335,407 |
-17,951 |
Mar11 |
101208 |
1220.00 |
1224.00 |
1214.50 |
1223.70 |
+5.50 |
24,801 |
45,164 |
+18,024 |
Jun11 |
101208 |
1218.80 |
1218.80 |
1209.80 |
1218.80 |
+5.50 |
230 |
3,502 |
+141 |
Sep11 |
101208 |
1214.00 |
1214.00 |
1205.00 |
1214.00 |
+5.50 |
50 |
355 |
+25 |
Total Volume and Open Interest |
67,553 |
384,778 |
+414 |
S & P 500 E-Mini(Globex) |
Dec10 |
101208 |
1222.75 |
1229.25 |
1217.25 |
1228.75 |
+5.50 |
2,449,523 |
2,743,781 |
-59,726 |
Mar11 |
101208 |
1217.50 |
1224.00 |
1212.50 |
1223.75 |
+5.50 |
135,446 |
235,288 |
+67,333 |
Total Volume and Open Interest |
2,585,262 |
2,979,326 |
+7,728 |
NASDAQ 100(CME) |
Dec10 |
101208 |
2189.00 |
2202.00 |
2180.80 |
2200.50 |
+10.50 |
645 |
27,404 |
+42 |
Mar11 |
101208 |
2195.50 |
2200.00 |
2182.00 |
2199.00 |
+10.70 |
75 |
140 |
+77 |
Jun11 |
101208 |
2199.00 |
2199.00 |
2195.80 |
2199.00 |
+13.20 |
|
|
|
Total Volume and Open Interest |
720 |
27,544 |
+119 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
101208 |
2190.30 |
2202.00 |
2180.00 |
2200.50 |
+10.50 |
235,786 |
407,022 |
-4,630 |
Mar11 |
101208 |
2188.80 |
2200.30 |
2178.50 |
2199.00 |
+10.70 |
3,273 |
5,570 |
+1,520 |
Total Volume and Open Interest |
239,062 |
412,606 |
-3,108 |
S & P Midcap 400(CME) |
Dec10 |
101208 |
890.50 |
892.00 |
888.30 |
888.30 |
+1.20 |
243 |
3,591 |
+60 |
Mar11 |
101208 |
886.20 |
886.20 |
884.80 |
886.20 |
+1.40 |
0 |
6 |
+0 |
Jun11 |
101208 |
883.90 |
883.90 |
883.30 |
883.90 |
+0.60 |
|
|
|
Total Volume and Open Interest |
243 |
3,597 |
+60 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec10 |
101208 |
10215 |
10285 |
10190 |
10280 |
+75 |
28,119 |
39,037 |
-2,848 |
Mar11 |
101208 |
10250 |
10330 |
10230 |
10330 |
+95 |
17,323 |
24,550 |
+16,370 |
Total Volume and Open Interest |
45,442 |
63,587 |
+13,522 |
Nikkei 225(SGX) |
Dec10 |
101208 |
10165 |
10270 |
10140 |
10245 |
+90 |
154,079 |
187,966 |
-21,145 |
Mar11 |
101208 |
10160 |
10260 |
10135 |
10240 |
+90 |
63,843 |
144,711 |
+77,108 |
Jun11 |
101208 |
10165 |
10165 |
10165 |
10165 |
+90 |
0 |
2,146 |
+0 |
Total Volume and Open Interest |
218,172 |
343,509 |
+56,929 |
CAC 40(EURONEXT) |
Dec10 |
101208 |
3786.0 |
3857.5 |
3777.0 |
3830.0 |
+19.5 |
142,025 |
358,829 |
+17,602 |
Jan11 |
101208 |
3787.5 |
3850.0 |
3782.5 |
3833.0 |
+19.5 |
2,892 |
22,907 |
+2,863 |
Feb11 |
101208 |
3837.0 |
3837.0 |
3837.0 |
3837.0 |
+19.5 |
0 |
70 |
+0 |
Total Volume and Open Interest |
144,987 |
385,107 |
+20,522 |
Hang Seng Index(HKFE) |
Dec10 |
101208 |
23378 |
23391 |
22967 |
23075 |
-384 |
85,661 |
94,073 |
+574 |
Jan11 |
101208 |
23400 |
23400 |
22980 |
23086 |
-379 |
1,035 |
1,626 |
+278 |
Total Volume and Open Interest |
86,937 |
99,439 |
+1,030 |
DAX(EUREX) |
Dec10 |
101208 |
6981.5 |
7014.5 |
6957.0 |
6975.0 |
-24.0 |
169,630 |
222,605 |
-803 |
Mar11 |
101208 |
7000.0 |
7030.0 |
6977.5 |
6992.0 |
-24.0 |
7,924 |
20,832 |
+4,262 |
Jun11 |
101208 |
7021.5 |
7051.0 |
7000.0 |
7012.5 |
-24.5 |
904 |
5,188 |
+65 |
Total Volume and Open Interest |
178,458 |
248,625 |
+3,524 |
FT-SE 100(EURONEXT) |
Dec10 |
101208 |
5792.50 |
5829.00 |
5766.50 |
5798.00 |
-13.00 |
125,172 |
618,643 |
-3,118 |
Mar11 |
101208 |
5757.50 |
5788.00 |
5730.00 |
5760.50 |
-13.50 |
26,766 |
47,866 |
+24,601 |
Jun11 |
101208 |
5706.50 |
5731.00 |
5706.50 |
5717.50 |
-13.50 |
50 |
968 |
+0 |
Total Volume and Open Interest |
151,988 |
667,487 |
+21,483 |
SPI 200(SFE) |
Dec10 |
101208 |
4734.0 |
4774.0 |
4698.0 |
4700.0 |
-33.0 |
30,464 |
201,196 |
-2,412 |
Mar11 |
101208 |
4730.0 |
4769.0 |
4696.0 |
4697.0 |
-32.0 |
262 |
5,862 |
+178 |
Jun11 |
101208 |
4721.0 |
4721.0 |
4721.0 |
4721.0 |
-33.0 |
2 |
2,296 |
+0 |
Total Volume and Open Interest |
30,848 |
212,397 |
-2,234 |
GSCI(CME) |
Dec10 |
101208 |
606.00 |
608.40 |
600.00 |
608.35 |
+1.85 |
1,398 |
12,195 |
-752 |
Jan11 |
101208 |
607.90 |
611.00 |
603.00 |
610.30 |
+1.80 |
1,053 |
2,660 |
+1,050 |
Feb11 |
101208 |
612.50 |
612.50 |
605.50 |
612.50 |
+2.00 |
|
|
|
Total Volume and Open Interest |
2,451 |
14,855 |
+298 |
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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