|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri December 17, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
101217 |
1288.75 |
1308.75 |
1283.50 |
1298.75 |
+9.75 |
96,341 |
132,093 |
-11,802 |
Mar11 |
101217 |
1300.50 |
1311.50 |
1295.00 |
1310.50 |
+10.00 |
70,784 |
242,464 |
+7,650 |
May11 |
101217 |
1306.00 |
1319.00 |
1302.25 |
1318.50 |
+11.50 |
13,573 |
81,550 |
+2,227 |
Jul11 |
101217 |
1309.25 |
1322.25 |
1305.25 |
1321.75 |
+12.50 |
12,080 |
66,670 |
+516 |
Aug11 |
101217 |
1293.75 |
1298.75 |
1284.00 |
1298.75 |
+12.75 |
73 |
2,319 |
-38 |
Sep11 |
101217 |
1256.50 |
1263.75 |
1248.75 |
1263.75 |
+15.00 |
173 |
3,160 |
-35 |
Nov11 |
101217 |
1212.00 |
1230.00 |
1211.00 |
1229.75 |
+16.75 |
10,952 |
103,770 |
+753 |
Total Volume and Open Interest |
204,350 |
649,438 |
-659 |
Soybean Meal(CBOT) |
Jan11 |
101217 |
343.00 |
348.50 |
342.70 |
347.80 |
+4.00 |
23,148 |
37,805 |
-5,960 |
Mar11 |
101217 |
346.50 |
351.50 |
345.70 |
351.30 |
+4.50 |
16,044 |
69,336 |
+3,924 |
May11 |
101217 |
348.40 |
352.10 |
346.60 |
352.10 |
+4.70 |
3,047 |
28,446 |
-34 |
Jul11 |
101217 |
349.20 |
353.00 |
347.60 |
352.90 |
+4.90 |
2,244 |
19,824 |
+226 |
Aug11 |
101217 |
341.00 |
344.60 |
341.00 |
344.60 |
+5.20 |
433 |
5,915 |
+73 |
Sep11 |
101217 |
330.40 |
333.60 |
328.10 |
333.60 |
+5.50 |
572 |
5,797 |
+163 |
Oct11 |
101217 |
315.00 |
318.70 |
311.90 |
318.70 |
+6.80 |
338 |
4,799 |
+86 |
Dec11 |
101217 |
309.30 |
316.10 |
309.20 |
316.10 |
+6.80 |
1,939 |
18,114 |
+306 |
Total Volume and Open Interest |
47,938 |
192,746 |
-1,144 |
Soybean Oil(CBOT) |
Jan11 |
101217 |
54.14 |
54.52 |
53.71 |
54.13 |
+0.06 |
35,252 |
57,313 |
-8,007 |
Mar11 |
101217 |
54.56 |
55.00 |
54.19 |
54.63 |
+0.07 |
30,192 |
166,307 |
+5,954 |
May11 |
101217 |
55.18 |
55.31 |
54.53 |
55.01 |
+0.10 |
9,367 |
42,700 |
+1,030 |
Jul11 |
101217 |
55.25 |
55.84 |
54.75 |
55.21 |
+0.16 |
8,452 |
39,960 |
+1,046 |
Aug11 |
101217 |
55.04 |
55.21 |
55.00 |
55.21 |
+0.20 |
1,279 |
4,372 |
-430 |
Sep11 |
101217 |
55.00 |
55.16 |
54.91 |
55.16 |
+0.25 |
929 |
5,124 |
-46 |
Oct11 |
101217 |
54.83 |
55.02 |
54.73 |
55.01 |
+0.25 |
676 |
6,928 |
+244 |
Dec11 |
101217 |
54.80 |
55.22 |
54.44 |
55.03 |
+0.26 |
3,059 |
23,557 |
+1,252 |
Total Volume and Open Interest |
89,217 |
346,948 |
+1,044 |
Canola(WCE) |
Jan11 |
101217 |
560.4 |
562.8 |
552.2 |
560.5 |
+0.2 |
8,858 |
58,669 |
-4,403 |
Mar11 |
101217 |
569.1 |
571.1 |
560.4 |
568.6 |
+0.2 |
12,846 |
77,503 |
+5,312 |
May11 |
101217 |
567.7 |
575.8 |
566.3 |
573.1 |
+0.6 |
574 |
7,171 |
+89 |
Jul11 |
101217 |
569.0 |
576.7 |
564.6 |
574.3 |
+0.6 |
603 |
15,596 |
+339 |
Nov11 |
101217 |
513.0 |
517.5 |
510.0 |
517.0 |
+0.3 |
2,017 |
34,245 |
+1,161 |
Total Volume and Open Interest |
25,513 |
195,555 |
+2,791 |
Corn(CBOT) |
Mar11 |
101217 |
587.00 |
599.00 |
585.50 |
596.50 |
+9.00 |
87,439 |
721,696 |
+2,381 |
May11 |
101217 |
594.50 |
606.25 |
593.50 |
604.25 |
+8.75 |
14,804 |
188,254 |
+1,635 |
Jul11 |
101217 |
598.25 |
609.75 |
597.00 |
608.25 |
+9.25 |
14,466 |
229,450 |
+284 |
Sep11 |
101217 |
551.50 |
565.00 |
551.00 |
561.75 |
+9.50 |
2,613 |
41,150 |
+134 |
Dec11 |
101217 |
531.50 |
544.00 |
530.25 |
541.50 |
+9.00 |
16,732 |
255,215 |
-882 |
Mar12 |
101217 |
540.00 |
551.50 |
538.50 |
549.50 |
+8.75 |
802 |
18,823 |
+212 |
Total Volume and Open Interest |
138,537 |
1,496,881 |
+4,024 |
Wheat(CBOT) |
Mar11 |
101217 |
752.75 |
758.00 |
742.00 |
756.75 |
+7.00 |
30,866 |
224,465 |
-4,480 |
May11 |
101217 |
778.50 |
785.00 |
768.25 |
784.25 |
+7.50 |
7,736 |
62,643 |
+769 |
Jul11 |
101217 |
790.25 |
795.50 |
780.50 |
794.50 |
+7.00 |
4,446 |
103,095 |
+120 |
Sep11 |
101217 |
807.00 |
809.50 |
795.25 |
808.75 |
+7.00 |
604 |
17,411 |
-200 |
Dec11 |
101217 |
818.00 |
826.00 |
811.50 |
825.00 |
+6.75 |
2,325 |
55,536 |
-661 |
Total Volume and Open Interest |
46,211 |
477,108 |
-4,423 |
Wheat(KCBT) |
Mar11 |
101217 |
807.00 |
812.00 |
798.50 |
811.75 |
+8.50 |
9,487 |
113,117 |
-1,206 |
May11 |
101217 |
817.50 |
820.25 |
807.25 |
820.25 |
+8.00 |
1,847 |
25,442 |
+597 |
Jul11 |
101217 |
817.50 |
825.00 |
812.00 |
825.00 |
+8.00 |
1,819 |
53,197 |
+566 |
Sep11 |
101217 |
826.75 |
833.00 |
824.75 |
833.00 |
+6.75 |
873 |
12,841 |
+486 |
Dec11 |
101217 |
834.75 |
843.00 |
829.75 |
840.75 |
+6.00 |
912 |
10,457 |
-20 |
Total Volume and Open Interest |
14,955 |
217,166 |
+424 |
Wheat(MGE) |
Dec10 |
101214 |
831.25 |
831.25 |
831.25 |
831.25 |
-27.50 |
16 |
14 |
-12 |
Mar11 |
101217 |
835.50 |
844.50 |
831.75 |
842.00 |
+6.75 |
3,972 |
29,370 |
-788 |
May11 |
101217 |
845.00 |
852.00 |
840.00 |
849.75 |
+7.25 |
817 |
11,900 |
+251 |
Jul11 |
101217 |
843.75 |
851.75 |
840.00 |
850.50 |
+6.00 |
363 |
8,402 |
+44 |
Sep11 |
101217 |
836.00 |
842.00 |
831.25 |
841.00 |
+4.50 |
116 |
8,645 |
-4 |
Total Volume and Open Interest |
5,465 |
67,401 |
-449 |
Oats(CBOT) |
Mar11 |
101217 |
384.50 |
390.50 |
384.50 |
386.50 |
+1.00 |
784 |
9,684 |
-399 |
May11 |
101217 |
390.00 |
394.50 |
390.00 |
391.00 |
+1.00 |
4 |
665 |
+1 |
Jul11 |
101217 |
395.00 |
396.00 |
395.00 |
396.00 |
+1.00 |
0 |
241 |
+0 |
Sep11 |
101217 |
338.50 |
338.50 |
338.50 |
338.50 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
788 |
11,566 |
-398 |
Rough Rice(CBOT) |
Jan11 |
101217 |
13.73 |
13.74 |
13.51 |
13.69 |
-0.05 |
800 |
6,665 |
-293 |
Mar11 |
101217 |
14.02 |
14.02 |
13.79 |
13.98 |
-0.05 |
446 |
7,567 |
+139 |
May11 |
101217 |
14.19 |
14.32 |
14.16 |
14.27 |
-0.05 |
31 |
1,467 |
+6 |
Jul11 |
101217 |
14.53 |
14.57 |
14.38 |
14.52 |
-0.05 |
10 |
1,578 |
+0 |
Total Volume and Open Interest |
1,308 |
17,978 |
-133 |
Live Cattle(CME) |
Dec10 |
101217 |
101.080 |
102.550 |
100.885 |
102.180 |
+0.980 |
2,640 |
14,088 |
-1,432 |
Feb11 |
101217 |
103.830 |
105.150 |
103.350 |
104.500 |
+0.965 |
20,290 |
155,250 |
-4,643 |
Apr11 |
101217 |
107.580 |
108.700 |
107.135 |
108.150 |
+0.800 |
6,158 |
85,793 |
-479 |
Jun11 |
101217 |
105.500 |
106.250 |
105.050 |
105.950 |
+0.915 |
5,893 |
43,307 |
+1,297 |
Aug11 |
101217 |
105.650 |
106.600 |
105.400 |
106.550 |
+1.000 |
1,192 |
15,131 |
+163 |
Oct11 |
101217 |
108.050 |
109.050 |
107.800 |
109.035 |
+1.085 |
393 |
9,529 |
+57 |
Total Volume and Open Interest |
38,932 |
330,003 |
-3,927 |
Feeder Cattle(CME) |
Jan11 |
101217 |
118.680 |
119.150 |
118.480 |
119.035 |
+0.650 |
1,844 |
9,823 |
-455 |
Mar11 |
101217 |
119.300 |
120.000 |
119.230 |
119.950 |
+0.950 |
1,378 |
15,836 |
+533 |
Apr11 |
101217 |
119.850 |
120.500 |
119.635 |
120.480 |
+0.695 |
331 |
3,990 |
-7 |
May11 |
101217 |
120.250 |
121.050 |
120.250 |
121.035 |
+0.805 |
296 |
5,177 |
+54 |
Aug11 |
101217 |
121.000 |
121.900 |
121.000 |
121.900 |
+0.950 |
265 |
4,904 |
+143 |
Sep11 |
101217 |
120.430 |
120.850 |
120.250 |
120.850 |
+0.750 |
38 |
377 |
+22 |
Oct11 |
101217 |
119.850 |
120.100 |
119.850 |
120.100 |
+0.500 |
3 |
83 |
+2 |
Total Volume and Open Interest |
4,158 |
40,230 |
+292 |
Lean Hogs(CME) |
Feb11 |
101217 |
74.830 |
76.400 |
74.600 |
75.950 |
+1.370 |
13,570 |
84,406 |
-429 |
Apr11 |
101217 |
79.180 |
80.785 |
78.885 |
80.475 |
+1.525 |
3,736 |
51,112 |
+93 |
May11 |
101217 |
86.150 |
87.250 |
86.035 |
86.950 |
+0.770 |
112 |
1,631 |
-8 |
Jun11 |
101217 |
88.500 |
90.100 |
88.500 |
89.830 |
+1.150 |
3,079 |
32,663 |
+25 |
Jul11 |
101217 |
88.250 |
89.385 |
88.250 |
89.080 |
+1.000 |
906 |
7,295 |
+34 |
Aug11 |
101217 |
87.480 |
88.900 |
87.480 |
88.785 |
+1.135 |
466 |
8,523 |
-73 |
Oct11 |
101217 |
78.430 |
79.475 |
78.430 |
79.475 |
+0.675 |
109 |
5,247 |
+28 |
Dec11 |
101217 |
75.850 |
76.450 |
75.850 |
76.450 |
+0.950 |
23 |
1,923 |
+8 |
Total Volume and Open Interest |
22,040 |
193,288 |
-294 |
Class III Milk(CME) |
Dec10 |
101217 |
13.80 |
13.80 |
13.73 |
13.73 |
-0.05 |
77 |
5,817 |
-13 |
Jan11 |
101217 |
13.26 |
13.34 |
13.25 |
13.28 |
+0.01 |
294 |
4,547 |
+18 |
Feb11 |
101217 |
13.30 |
13.50 |
13.30 |
13.50 |
+0.14 |
236 |
4,448 |
+76 |
Mar11 |
101217 |
13.79 |
13.85 |
13.79 |
13.79 |
unch |
134 |
3,338 |
+78 |
Apr11 |
101217 |
14.20 |
14.28 |
14.20 |
14.20 |
unch |
104 |
2,439 |
+46 |
Total Volume and Open Interest |
1,339 |
31,565 |
+487 |
Cocoa(ICE) |
Dec10 |
101217 |
2950 |
2950 |
2950 |
2950 |
unch |
|
|
|
Mar11 |
101217 |
3004 |
3025 |
2933 |
2951 |
-52 |
8,382 |
67,934 |
+924 |
May11 |
101217 |
3035 |
3040 |
2954 |
2971 |
-52 |
2,496 |
22,258 |
-909 |
Jul11 |
101217 |
3046 |
3052 |
2968 |
2984 |
-53 |
843 |
11,774 |
+177 |
Sep11 |
101217 |
3030 |
3030 |
2984 |
2997 |
-53 |
117 |
6,550 |
+15 |
Dec11 |
101217 |
3082 |
3082 |
2997 |
3015 |
-51 |
418 |
11,117 |
+211 |
Mar12 |
101217 |
3083 |
3084 |
3064 |
3074 |
-49 |
379 |
10,792 |
-222 |
Total Volume and Open Interest |
12,759 |
136,410 |
+168 |
Coffee "C"(ICE) |
Dec10 |
101217 |
217.75 |
226.15 |
217.75 |
225.25 |
+9.10 |
69 |
127 |
-13 |
Mar11 |
101217 |
217.00 |
226.70 |
216.85 |
225.30 |
+8.75 |
7,720 |
87,471 |
-905 |
May11 |
101217 |
218.25 |
228.00 |
218.25 |
226.65 |
+8.65 |
2,328 |
25,992 |
+241 |
Jul11 |
101217 |
218.00 |
226.25 |
218.00 |
225.40 |
+8.35 |
635 |
7,778 |
+242 |
Sep11 |
101217 |
215.10 |
222.90 |
215.10 |
222.45 |
+7.85 |
119 |
4,195 |
+35 |
Dec11 |
101217 |
212.85 |
219.20 |
212.15 |
218.75 |
+7.60 |
209 |
6,508 |
+141 |
Total Volume and Open Interest |
11,122 |
133,265 |
-271 |
Orange Juice(ICE) |
Jan11 |
101217 |
156.50 |
156.95 |
156.05 |
156.60 |
+0.45 |
2,110 |
9,461 |
-1,196 |
Mar11 |
101217 |
157.50 |
157.95 |
156.65 |
157.40 |
+0.40 |
1,045 |
14,387 |
+552 |
May11 |
101217 |
158.80 |
159.50 |
158.10 |
159.00 |
+0.20 |
922 |
3,788 |
+821 |
Jul11 |
101217 |
159.50 |
160.25 |
159.50 |
160.15 |
+0.15 |
0 |
2,510 |
+0 |
Sep11 |
101217 |
160.20 |
160.95 |
160.20 |
160.95 |
-0.05 |
0 |
365 |
+0 |
Nov11 |
101217 |
160.45 |
160.45 |
160.45 |
160.45 |
-0.30 |
0 |
54 |
+0 |
Total Volume and Open Interest |
4,077 |
30,588 |
+177 |
Sugar #11(ICE) |
Mar11 |
101217 |
31.31 |
32.97 |
31.25 |
32.50 |
+1.50 |
27,429 |
238,975 |
-691 |
May11 |
101217 |
28.15 |
29.60 |
28.15 |
29.19 |
+1.25 |
9,858 |
111,086 |
+1,910 |
Jul11 |
101217 |
24.79 |
26.08 |
24.79 |
25.78 |
+1.08 |
5,833 |
97,514 |
+326 |
Oct11 |
101217 |
22.96 |
24.00 |
22.94 |
23.73 |
+0.93 |
3,048 |
56,908 |
+171 |
Mar12 |
101217 |
22.00 |
23.00 |
22.00 |
22.76 |
+0.86 |
1,592 |
47,291 |
+43 |
Total Volume and Open Interest |
49,491 |
595,119 |
+2,176 |
London Cocoa(LCE) |
Mar11 |
101217 |
2004 |
2012 |
1963 |
1983 |
-23 |
19,191 |
67,546 |
+1,169 |
May11 |
101217 |
2020 |
2020 |
1975 |
1996 |
-18 |
4,118 |
21,910 |
+857 |
Jul11 |
101217 |
2027 |
2034 |
1989 |
2007 |
-22 |
2,263 |
19,500 |
+418 |
Sep11 |
101217 |
2017 |
2018 |
1996 |
2014 |
-20 |
532 |
11,529 |
+65 |
Dec11 |
101217 |
2038 |
2042 |
2005 |
2020 |
-21 |
677 |
17,134 |
+43 |
Mar12 |
101217 |
2035 |
2040 |
2025 |
2035 |
-20 |
693 |
15,250 |
+143 |
May12 |
101217 |
2045 |
2048 |
2037 |
2042 |
-18 |
120 |
3,141 |
+103 |
Total Volume and Open Interest |
27,594 |
156,434 |
+2,798 |
London Sugar(LCE) |
Mar11 |
101217 |
769.90 |
792.60 |
769.50 |
790.70 |
+23.40 |
1,771 |
28,098 |
-221 |
May11 |
101217 |
734.40 |
754.90 |
733.50 |
752.70 |
+22.70 |
331 |
9,793 |
+124 |
Aug11 |
101217 |
670.00 |
682.00 |
666.00 |
679.80 |
+15.70 |
141 |
7,304 |
-15 |
Oct11 |
101217 |
606.70 |
619.30 |
606.70 |
618.60 |
+14.40 |
222 |
2,194 |
+87 |
Dec11 |
101217 |
591.30 |
599.90 |
591.30 |
599.40 |
+13.70 |
16 |
866 |
+7 |
Total Volume and Open Interest |
2,482 |
48,833 |
-19 |
Cotton(ICE) |
Mar11 |
101217 |
146.12 |
150.12 |
143.40 |
150.12 |
+4.00 |
8,414 |
113,112 |
+693 |
May11 |
101217 |
136.57 |
139.34 |
133.05 |
138.39 |
+1.82 |
2,481 |
21,387 |
-3 |
Jul11 |
101217 |
125.13 |
127.46 |
122.00 |
124.93 |
-0.20 |
1,644 |
29,935 |
-149 |
Oct11 |
101217 |
103.88 |
108.43 |
103.88 |
108.43 |
+0.99 |
0 |
163 |
+0 |
Dec11 |
101217 |
96.75 |
97.80 |
95.52 |
97.68 |
+0.93 |
946 |
39,493 |
+341 |
Mar12 |
101217 |
91.95 |
91.95 |
90.00 |
91.68 |
unch |
59 |
825 |
+34 |
Total Volume and Open Interest |
13,550 |
206,368 |
+916 |
Lumber(CME) |
Jan11 |
101217 |
285.9 |
298.5 |
284.6 |
298.5 |
+10.0 |
871 |
1,937 |
-286 |
Mar11 |
101217 |
299.8 |
313.0 |
298.1 |
311.4 |
+8.4 |
1,151 |
5,274 |
+30 |
May11 |
101217 |
310.0 |
321.0 |
308.6 |
320.1 |
+8.3 |
326 |
1,602 |
+79 |
Jul11 |
101217 |
315.0 |
326.5 |
315.0 |
326.5 |
+8.6 |
130 |
523 |
+55 |
Total Volume and Open Interest |
2,510 |
9,462 |
-94 |
Crude Oil(NYM) |
Jan11 |
101217 |
87.87 |
88.52 |
87.01 |
88.02 |
+0.32 |
221,145 |
62,549 |
-44,181 |
Feb11 |
101217 |
88.50 |
89.20 |
87.71 |
88.60 |
+0.20 |
177,355 |
296,392 |
+7,559 |
Mar11 |
101217 |
89.51 |
90.01 |
88.57 |
89.37 |
+0.19 |
73,267 |
181,221 |
+5,773 |
Apr11 |
101217 |
90.00 |
90.62 |
89.22 |
89.95 |
+0.16 |
36,181 |
67,595 |
+4,156 |
May11 |
101217 |
90.62 |
91.00 |
89.76 |
90.36 |
+0.12 |
23,598 |
41,647 |
+859 |
Jun11 |
101217 |
90.77 |
91.35 |
90.08 |
90.65 |
+0.09 |
41,579 |
85,423 |
+3,535 |
Jul11 |
101217 |
91.22 |
91.27 |
90.51 |
90.89 |
+0.08 |
10,711 |
38,741 |
+1,583 |
Aug11 |
101217 |
91.37 |
91.72 |
90.67 |
91.05 |
+0.09 |
5,422 |
19,810 |
+293 |
Sep11 |
101217 |
91.48 |
91.48 |
90.85 |
91.16 |
+0.08 |
9,152 |
25,273 |
-741 |
Oct11 |
101217 |
91.42 |
91.52 |
90.95 |
91.24 |
+0.08 |
3,839 |
19,540 |
+747 |
Nov11 |
101217 |
91.31 |
91.32 |
91.31 |
91.32 |
+0.07 |
3,119 |
20,121 |
-402 |
Dec11 |
101217 |
91.40 |
92.03 |
90.90 |
91.41 |
+0.06 |
28,528 |
151,707 |
-38 |
Jan12 |
101217 |
91.37 |
91.37 |
91.36 |
91.36 |
+0.06 |
1,721 |
20,553 |
+405 |
Feb12 |
101217 |
91.29 |
91.29 |
91.29 |
91.29 |
+0.06 |
540 |
8,460 |
+205 |
Mar12 |
101217 |
91.22 |
91.22 |
91.22 |
91.22 |
+0.04 |
779 |
10,147 |
-6 |
Apr12 |
101217 |
91.15 |
91.15 |
91.15 |
91.15 |
+0.05 |
622 |
4,495 |
+236 |
Total Volume and Open Interest |
657,203 |
1,370,049 |
-20,535 |
e-miNY Crude Oil(NYM) |
Dec10 |
101118 |
80.400 |
82.300 |
80.400 |
81.850 |
+1.400 |
7,920 |
4,586 |
-336 |
Jan11 |
101217 |
87.925 |
88.500 |
87.025 |
88.025 |
+0.325 |
5,348 |
3,079 |
-457 |
Feb11 |
101217 |
88.425 |
89.200 |
87.725 |
88.600 |
+0.200 |
2,222 |
3,136 |
+860 |
Mar11 |
101217 |
89.675 |
89.900 |
88.650 |
89.375 |
+0.200 |
290 |
653 |
+38 |
Apr11 |
101217 |
89.950 |
89.950 |
89.950 |
89.950 |
+0.150 |
55 |
69 |
+54 |
May11 |
101217 |
90.350 |
90.350 |
90.350 |
90.350 |
+0.100 |
0 |
14 |
+0 |
Jun11 |
101217 |
90.675 |
91.400 |
90.500 |
90.650 |
+0.100 |
1 |
44 |
+1 |
Jul11 |
101217 |
90.900 |
90.900 |
90.900 |
90.900 |
+0.100 |
0 |
5 |
+0 |
Aug11 |
101217 |
91.050 |
91.050 |
91.050 |
91.050 |
+0.100 |
0 |
6 |
+0 |
Sep11 |
101217 |
91.150 |
91.150 |
91.150 |
91.150 |
+0.075 |
0 |
2 |
+0 |
Total Volume and Open Interest |
7,916 |
7,242 |
+496 |
Heating Oil(NYM) |
Jan11 |
101217 |
247.85 |
250.25 |
246.35 |
247.37 |
-0.26 |
50,512 |
62,895 |
-7,028 |
Feb11 |
101217 |
249.44 |
251.10 |
247.18 |
248.55 |
+0.10 |
32,586 |
70,241 |
+5,154 |
Mar11 |
101217 |
249.10 |
251.22 |
247.35 |
248.76 |
+0.18 |
16,580 |
48,329 |
+769 |
Apr11 |
101217 |
246.50 |
249.81 |
246.50 |
247.55 |
+0.22 |
5,550 |
22,834 |
+131 |
May11 |
101217 |
246.50 |
248.83 |
245.74 |
246.68 |
+0.25 |
3,367 |
17,290 |
+23 |
Jun11 |
101217 |
247.23 |
248.71 |
245.65 |
246.60 |
+0.27 |
6,797 |
36,292 |
+1,182 |
Jul11 |
101217 |
247.00 |
248.70 |
246.73 |
247.64 |
+0.30 |
1,180 |
8,349 |
+121 |
Aug11 |
101217 |
248.87 |
249.89 |
248.73 |
248.73 |
+0.26 |
1,001 |
4,609 |
-42 |
Sep11 |
101217 |
249.91 |
251.18 |
249.82 |
249.83 |
+0.16 |
538 |
4,114 |
-131 |
Oct11 |
101217 |
251.84 |
252.05 |
251.01 |
251.01 |
+0.01 |
408 |
3,593 |
+176 |
Nov11 |
101217 |
253.23 |
253.30 |
252.35 |
252.48 |
-0.09 |
78 |
3,362 |
+7 |
Dec11 |
101217 |
254.89 |
254.90 |
252.80 |
253.74 |
-0.15 |
695 |
16,149 |
+40 |
Total Volume and Open Interest |
119,531 |
307,032 |
+349 |
Gasoline(NYMEX) |
Jan11 |
101217 |
230.43 |
234.43 |
229.45 |
231.78 |
+1.35 |
37,128 |
52,490 |
-5,397 |
Feb11 |
101217 |
230.51 |
233.74 |
229.03 |
231.25 |
+1.12 |
33,733 |
70,322 |
+4,567 |
Mar11 |
101217 |
231.61 |
234.38 |
230.65 |
231.99 |
+0.94 |
13,359 |
41,438 |
+631 |
Apr11 |
101217 |
241.07 |
243.94 |
241.07 |
241.81 |
+0.71 |
8,114 |
29,370 |
+3,011 |
May11 |
101217 |
241.98 |
243.84 |
241.59 |
242.55 |
+0.59 |
2,660 |
13,622 |
+293 |
Jun11 |
101217 |
243.55 |
244.67 |
242.45 |
242.76 |
+0.51 |
2,445 |
17,310 |
+456 |
Jul11 |
101217 |
241.00 |
243.15 |
241.00 |
242.08 |
+0.43 |
773 |
4,349 |
+4 |
Aug11 |
101217 |
242.00 |
242.00 |
240.98 |
240.98 |
+0.35 |
999 |
5,410 |
+116 |
Sep11 |
101217 |
239.25 |
240.95 |
239.25 |
239.53 |
+0.29 |
510 |
2,818 |
+48 |
Oct11 |
101217 |
229.08 |
229.08 |
229.08 |
229.08 |
+0.29 |
405 |
3,112 |
-18 |
Total Volume and Open Interest |
101,305 |
274,022 |
+3,761 |
e-miNY RBOB Gasoline(NYM) |
Jan11 |
101217 |
231.80 |
231.80 |
231.78 |
231.80 |
+1.40 |
0 |
2 |
+0 |
Feb11 |
101217 |
231.30 |
231.30 |
231.25 |
231.30 |
+1.20 |
1 |
1 |
-1 |
Mar11 |
101217 |
232.00 |
232.00 |
231.99 |
232.00 |
+0.90 |
0 |
1 |
+0 |
Apr11 |
101217 |
241.80 |
241.81 |
241.80 |
241.80 |
+0.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1 |
9 |
-1 |
Natural Gas(NYM) |
Jan11 |
101217 |
4.020 |
4.110 |
3.951 |
4.066 |
+0.018 |
162,404 |
88,859 |
-13,491 |
Feb11 |
101217 |
4.058 |
4.142 |
3.985 |
4.103 |
+0.019 |
98,932 |
139,746 |
+14,603 |
Mar11 |
101217 |
4.050 |
4.135 |
3.980 |
4.100 |
+0.023 |
41,654 |
154,604 |
+2,674 |
Apr11 |
101217 |
4.035 |
4.132 |
3.980 |
4.094 |
+0.023 |
28,684 |
83,393 |
-920 |
May11 |
101217 |
4.064 |
4.170 |
4.020 |
4.131 |
+0.023 |
8,049 |
38,548 |
+1,036 |
Jun11 |
101217 |
4.130 |
4.223 |
4.078 |
4.188 |
+0.028 |
5,378 |
16,796 |
+291 |
Jul11 |
101217 |
4.199 |
4.289 |
4.147 |
4.258 |
+0.033 |
3,598 |
14,103 |
+313 |
Aug11 |
101217 |
4.240 |
4.330 |
4.194 |
4.302 |
+0.033 |
2,889 |
14,944 |
+192 |
Sep11 |
101217 |
4.256 |
4.338 |
4.209 |
4.317 |
+0.031 |
3,528 |
11,772 |
+653 |
Oct11 |
101217 |
4.320 |
4.417 |
4.280 |
4.389 |
+0.031 |
10,209 |
50,965 |
+104 |
Nov11 |
101217 |
4.530 |
4.608 |
4.514 |
4.601 |
+0.031 |
2,496 |
21,464 |
-59 |
Dec11 |
101217 |
4.806 |
4.889 |
4.785 |
4.876 |
+0.030 |
2,195 |
20,529 |
-187 |
Jan12 |
101217 |
4.971 |
5.051 |
4.946 |
5.039 |
+0.030 |
3,735 |
31,946 |
-216 |
Feb12 |
101217 |
4.973 |
5.017 |
4.918 |
5.009 |
+0.034 |
927 |
6,901 |
-110 |
Mar12 |
101217 |
4.885 |
4.914 |
4.885 |
4.907 |
+0.035 |
1,114 |
17,182 |
+363 |
Apr12 |
101217 |
4.690 |
4.722 |
4.640 |
4.719 |
+0.042 |
714 |
13,528 |
+206 |
Total Volume and Open Interest |
378,837 |
792,270 |
+5,903 |
Brent Crude Oil(ICE) |
Feb11 |
101217 |
91.89 |
92.39 |
90.90 |
91.67 |
+0.07 |
165,991 |
273,744 |
+9,226 |
Mar11 |
101217 |
91.95 |
92.44 |
91.00 |
91.72 |
+0.06 |
62,216 |
167,537 |
-281 |
Apr11 |
101217 |
92.34 |
92.51 |
91.15 |
91.86 |
+0.08 |
28,681 |
56,373 |
+2,235 |
May11 |
101217 |
92.48 |
92.59 |
91.51 |
92.01 |
+0.08 |
18,431 |
39,159 |
-421 |
Jun11 |
101217 |
92.53 |
92.80 |
91.41 |
92.14 |
+0.09 |
25,580 |
63,280 |
+1,869 |
Jul11 |
101217 |
92.59 |
92.66 |
91.75 |
92.21 |
+0.10 |
3,870 |
20,765 |
-3 |
Aug11 |
101217 |
92.62 |
92.70 |
91.90 |
92.25 |
+0.09 |
2,690 |
11,627 |
-34 |
Sep11 |
101217 |
92.62 |
92.74 |
91.96 |
92.28 |
+0.07 |
2,732 |
15,202 |
-748 |
Oct11 |
101217 |
92.65 |
92.78 |
92.01 |
92.32 |
+0.07 |
3,301 |
8,626 |
+98 |
Nov11 |
101217 |
92.35 |
92.35 |
92.35 |
92.35 |
+0.07 |
1,771 |
10,257 |
-468 |
Dec11 |
101217 |
92.75 |
93.03 |
91.85 |
92.40 |
+0.09 |
12,596 |
84,819 |
-122 |
Jan12 |
101217 |
92.42 |
92.42 |
92.42 |
92.42 |
+0.09 |
1,216 |
9,091 |
-745 |
Feb12 |
101217 |
92.42 |
92.42 |
92.42 |
92.42 |
+0.09 |
48 |
5,675 |
+0 |
Mar12 |
101217 |
92.39 |
92.39 |
92.39 |
92.39 |
+0.08 |
0 |
3,627 |
+0 |
Total Volume and Open Interest |
332,240 |
856,421 |
-20,300 |
Gas Oil(ICE) |
Jan11 |
101217 |
766.50 |
774.00 |
762.00 |
766.50 |
-2.75 |
51,636 |
140,680 |
-8,603 |
Feb11 |
101217 |
773.75 |
778.25 |
766.50 |
771.25 |
-2.75 |
45,441 |
106,988 |
+4,241 |
Mar11 |
101217 |
777.00 |
781.00 |
769.25 |
774.00 |
-2.75 |
16,614 |
62,264 |
+2,102 |
Apr11 |
101217 |
776.75 |
780.75 |
770.50 |
774.75 |
-3.00 |
6,436 |
55,252 |
+597 |
May11 |
101217 |
778.00 |
780.75 |
771.75 |
776.00 |
-3.00 |
5,892 |
41,581 |
+533 |
Jun11 |
101217 |
780.25 |
784.50 |
774.00 |
777.50 |
-3.25 |
11,561 |
52,055 |
+1,680 |
Jul11 |
101217 |
781.75 |
784.50 |
778.00 |
779.75 |
-3.00 |
1,493 |
18,199 |
-11 |
Aug11 |
101217 |
784.50 |
787.25 |
780.50 |
782.50 |
-3.00 |
1,317 |
17,106 |
+59 |
Sep11 |
101217 |
787.25 |
791.50 |
783.00 |
785.00 |
-2.75 |
1,989 |
10,687 |
+124 |
Oct11 |
101217 |
787.25 |
793.00 |
784.50 |
786.50 |
-2.50 |
1,446 |
10,601 |
-183 |
Total Volume and Open Interest |
147,703 |
627,770 |
+1,365 |
Ethanol(CBOT) |
Dec10 |
101203 |
2.050 |
2.070 |
2.050 |
2.051 |
-0.024 |
83 |
136 |
-71 |
Jan11 |
101217 |
2.199 |
2.221 |
2.192 |
2.218 |
+0.031 |
87 |
785 |
-37 |
Feb11 |
101217 |
2.190 |
2.223 |
2.190 |
2.217 |
+0.029 |
194 |
832 |
-45 |
Mar11 |
101217 |
2.214 |
2.240 |
2.214 |
2.229 |
+0.031 |
76 |
1,051 |
+11 |
Apr11 |
101217 |
2.225 |
2.236 |
2.225 |
2.234 |
+0.027 |
48 |
636 |
-24 |
May11 |
101217 |
2.235 |
2.244 |
2.235 |
2.244 |
+0.028 |
78 |
423 |
-45 |
Jun11 |
101217 |
2.245 |
2.250 |
2.245 |
2.250 |
+0.027 |
76 |
518 |
-47 |
Jul11 |
101217 |
2.255 |
2.260 |
2.255 |
2.260 |
+0.033 |
70 |
674 |
-52 |
Total Volume and Open Interest |
681 |
7,152 |
-198 |
WTI Crude Oil(ICE |
Jan11 |
101217 |
88.19 |
88.50 |
87.01 |
88.02 |
+0.32 |
36,560 |
24,825 |
-5,893 |
Feb11 |
101217 |
88.77 |
89.18 |
87.71 |
88.60 |
+0.20 |
72,246 |
106,155 |
+6,378 |
Mar11 |
101217 |
89.62 |
89.98 |
88.56 |
89.37 |
+0.19 |
39,230 |
72,708 |
+1,622 |
Apr11 |
101217 |
90.17 |
90.58 |
89.39 |
89.95 |
+0.16 |
15,932 |
35,387 |
+2,664 |
May11 |
101217 |
90.61 |
91.03 |
89.87 |
90.36 |
+0.12 |
9,662 |
15,326 |
+1,794 |
Jun11 |
101217 |
90.90 |
91.34 |
90.20 |
90.65 |
+0.09 |
19,352 |
54,373 |
+2,194 |
Jul11 |
101217 |
91.27 |
91.27 |
90.79 |
90.89 |
+0.08 |
3,184 |
15,380 |
+99 |
Aug11 |
101217 |
91.14 |
91.42 |
90.94 |
91.05 |
+0.09 |
1,633 |
11,937 |
-308 |
Sep11 |
101217 |
91.56 |
91.56 |
91.06 |
91.16 |
+0.08 |
1,345 |
14,508 |
-79 |
Oct11 |
101217 |
91.24 |
91.24 |
91.24 |
91.24 |
+0.08 |
1,515 |
8,981 |
-545 |
Nov11 |
101217 |
91.32 |
91.32 |
91.32 |
91.32 |
+0.07 |
1,423 |
8,793 |
+489 |
Dec11 |
101217 |
91.57 |
92.05 |
91.07 |
91.41 |
+0.06 |
14,646 |
61,591 |
+3,782 |
Jan12 |
101217 |
91.36 |
91.36 |
91.36 |
91.36 |
+0.06 |
759 |
4,891 |
+70 |
Feb12 |
101217 |
91.29 |
91.29 |
91.29 |
91.29 |
+0.06 |
0 |
1,179 |
+0 |
Mar12 |
101217 |
91.22 |
91.22 |
91.22 |
91.22 |
+0.04 |
0 |
3,160 |
+0 |
Apr12 |
101217 |
91.15 |
91.15 |
91.15 |
91.15 |
+0.05 |
0 |
734 |
+0 |
Total Volume and Open Interest |
220,480 |
524,694 |
+13,275 |
US Dollar Index(ICE) |
Mar11 |
101217 |
80.370 |
81.010 |
79.895 |
80.753 |
+0.202 |
17,544 |
24,295 |
-206 |
Jun11 |
101217 |
80.375 |
81.240 |
80.375 |
81.152 |
+0.202 |
1 |
559 |
+0 |
Sep11 |
101217 |
81.440 |
81.512 |
81.440 |
81.512 |
+0.202 |
0 |
2 |
+0 |
Total Volume and Open Interest |
17,545 |
24,856 |
-206 |
Australian Dollar(CME) |
Mar11 |
101217 |
97.92 |
98.22 |
97.36 |
97.83 |
+0.20 |
68,560 |
115,613 |
+2,007 |
Jun11 |
101217 |
96.99 |
97.07 |
96.50 |
96.70 |
+0.20 |
2 |
194 |
+2 |
Sep11 |
101217 |
95.48 |
95.48 |
95.29 |
95.48 |
+0.19 |
0 |
14 |
+0 |
Total Volume and Open Interest |
68,562 |
115,964 |
+2,009 |
British Pound(CME) |
Mar11 |
101217 |
156.27 |
156.39 |
154.44 |
155.02 |
-0.94 |
80,461 |
70,289 |
-593 |
Jun11 |
101217 |
156.16 |
156.16 |
154.58 |
154.87 |
-0.95 |
62 |
75 |
+5 |
Sep11 |
101217 |
154.66 |
155.62 |
154.66 |
154.66 |
-0.96 |
0 |
5 |
+0 |
Total Volume and Open Interest |
80,523 |
70,401 |
-588 |
Canadian Dollar(CME) |
Mar11 |
101217 |
99.21 |
99.44 |
98.34 |
98.77 |
-0.48 |
56,808 |
103,446 |
+866 |
Jun11 |
101217 |
98.83 |
99.02 |
98.14 |
98.54 |
-0.48 |
90 |
1,635 |
-23 |
Sep11 |
101217 |
98.25 |
98.74 |
97.96 |
98.26 |
-0.48 |
8 |
898 |
+6 |
Dec11 |
101217 |
98.25 |
98.47 |
97.78 |
97.99 |
-0.48 |
10 |
943 |
+3 |
Total Volume and Open Interest |
56,916 |
106,926 |
+852 |
Japanese Yen(CME) |
Mar11 |
101217 |
119.11 |
119.61 |
118.87 |
119.32 |
+0.38 |
101,600 |
90,895 |
-150 |
Jun11 |
101217 |
119.38 |
119.49 |
119.12 |
119.49 |
+0.37 |
18 |
279 |
-4 |
Sep11 |
101217 |
119.73 |
119.73 |
119.37 |
119.73 |
+0.36 |
0 |
9 |
+0 |
Total Volume and Open Interest |
101,618 |
91,184 |
-154 |
Swiss Franc(CME) |
Mar11 |
101217 |
103.77 |
104.77 |
103.01 |
103.41 |
-0.21 |
47,123 |
43,959 |
+1,449 |
Jun11 |
101217 |
104.11 |
104.71 |
103.45 |
103.54 |
-0.22 |
24 |
17 |
-17 |
Sep11 |
101217 |
103.70 |
103.93 |
103.70 |
103.70 |
-0.23 |
|
|
|
Total Volume and Open Interest |
47,148 |
43,978 |
+1,431 |
EuroFX(CME) |
Mar11 |
101217 |
132.38 |
133.58 |
131.29 |
131.73 |
-0.37 |
271,206 |
152,207 |
+2,727 |
Jun11 |
101217 |
132.29 |
133.33 |
131.29 |
131.66 |
-0.38 |
135 |
351 |
-16 |
Sep11 |
101217 |
133.00 |
133.00 |
131.56 |
131.56 |
-0.40 |
7 |
34 |
+5 |
Total Volume and Open Interest |
271,351 |
152,603 |
+2,716 |
Mexican Peso(CME) |
Jan11 |
101217 |
806.2 |
806.2 |
805.2 |
806.2 |
+1.0 |
|
|
|
Feb11 |
101217 |
804.2 |
804.2 |
803.2 |
804.2 |
+1.0 |
|
|
|
Total Volume and Open Interest |
21,168 |
114,209 |
-327 |
30-Year T-Bonds(CBOT) |
Dec10 |
101217 |
121~190 |
122~270 |
121~010 |
122~270 |
+1~260 |
4,307 |
13,682 |
-6,938 |
Mar11 |
101217 |
120~000 |
121~200 |
119~280 |
121~120 |
+1~270 |
284,514 |
550,410 |
-3,806 |
Jun11 |
101217 |
118~050 |
119~290 |
118~010 |
119~280 |
+1~270 |
8 |
607 |
-5 |
Total Volume and Open Interest |
288,829 |
564,699 |
-10,749 |
10-Year T-Notes(CBOT) |
Dec10 |
101217 |
120~270 |
121~155 |
120~120 |
121~130 |
+1~010 |
4,072 |
5,895 |
-2,355 |
Mar11 |
101217 |
119~185 |
120~135 |
119~130 |
120~080 |
+1~010 |
1,159,474 |
1,374,056 |
+12,690 |
Jun11 |
101217 |
119~020 |
119~020 |
118~010 |
119~020 |
+1~010 |
1 |
42 |
+1 |
Total Volume and Open Interest |
1,163,549 |
1,379,997 |
+10,334 |
5-Year T-Notes(CBOT) |
Dec10 |
101217 |
118~056 |
118~096 |
118~019 |
118~087 |
+0~068 |
3,339 |
19,731 |
-1,021 |
Mar11 |
101217 |
117~035 |
117~090 |
117~024 |
117~076 |
+0~066 |
547,215 |
993,178 |
+4,965 |
Jun11 |
101217 |
116~100 |
116~100 |
116~034 |
116~100 |
+0~066 |
2 |
0 |
+0 |
Total Volume and Open Interest |
550,556 |
1,012,909 |
+3,944 |
2 Year T-Notes(CBOT) |
Dec10 |
101217 |
109~066 |
109~075 |
109~060 |
109~075 |
+0~015 |
4,652 |
20,376 |
+634 |
Mar11 |
101217 |
109~028 |
109~044 |
109~025 |
109~042 |
+0~017 |
192,860 |
642,272 |
+895 |
Jun11 |
101217 |
109~017 |
109~017 |
109~000 |
109~017 |
+0~017 |
0 |
25 |
+0 |
Total Volume and Open Interest |
197,512 |
662,673 |
+1,529 |
Eurodollars(CME) |
Mar11 |
101217 |
99.570 |
99.590 |
99.560 |
99.580 |
+0.010 |
335,279 |
1,131,962 |
-24,436 |
Jun11 |
101217 |
99.435 |
99.480 |
99.425 |
99.470 |
+0.040 |
313,225 |
1,029,301 |
+19,942 |
Sep11 |
101217 |
99.275 |
99.340 |
99.270 |
99.335 |
+0.065 |
312,611 |
896,850 |
-8,987 |
Dec11 |
101217 |
99.095 |
99.175 |
99.090 |
99.160 |
+0.075 |
304,812 |
751,963 |
+1,254 |
Mar12 |
101217 |
98.885 |
98.985 |
98.885 |
98.965 |
+0.090 |
322,538 |
800,756 |
-11,024 |
Jun12 |
101217 |
98.655 |
98.750 |
98.650 |
98.730 |
+0.105 |
269,732 |
498,480 |
-875 |
Sep12 |
101217 |
98.400 |
98.510 |
98.400 |
98.490 |
+0.120 |
248,061 |
374,914 |
-10,203 |
Dec12 |
101217 |
98.140 |
98.255 |
98.135 |
98.230 |
+0.130 |
221,731 |
302,093 |
+12,206 |
Mar13 |
101217 |
97.865 |
97.995 |
97.860 |
97.965 |
+0.140 |
119,874 |
191,414 |
+735 |
Jun13 |
101217 |
97.595 |
97.725 |
97.585 |
97.690 |
+0.150 |
95,698 |
161,464 |
+3,010 |
Sep13 |
101217 |
97.320 |
97.460 |
97.310 |
97.425 |
+0.160 |
89,790 |
180,170 |
-2,075 |
Dec13 |
101217 |
97.040 |
97.190 |
97.030 |
97.155 |
+0.175 |
82,499 |
135,149 |
+892 |
Mar14 |
101217 |
96.800 |
96.955 |
96.785 |
96.920 |
+0.190 |
37,050 |
110,318 |
+715 |
Jun14 |
101217 |
96.550 |
96.720 |
96.535 |
96.680 |
+0.210 |
33,127 |
109,315 |
+1,402 |
Sep14 |
101217 |
96.310 |
96.490 |
96.295 |
96.450 |
+0.225 |
29,347 |
73,107 |
+881 |
Dec14 |
101217 |
96.075 |
96.260 |
96.055 |
96.220 |
+0.235 |
28,872 |
75,353 |
+87 |
Mar15 |
101217 |
95.870 |
96.065 |
95.850 |
96.025 |
+0.245 |
16,732 |
52,083 |
-335 |
Jun15 |
101217 |
3.915 |
4.135 |
3.915 |
4.095 |
+0.255 |
17,087 |
40,600 |
+1,582 |
Total Volume and Open Interest |
2,939,724 |
7,122,943 |
-12,072 |
30 Day Federal Funds(CBOT) |
Dec10 |
101217 |
99.823 |
99.823 |
99.820 |
99.823 |
unch |
5,949 |
99,582 |
+1,227 |
Jan11 |
101217 |
99.825 |
99.825 |
99.815 |
99.820 |
unch |
2,345 |
65,811 |
+1,024 |
Feb11 |
101217 |
99.815 |
99.820 |
99.810 |
99.815 |
unch |
2,887 |
57,756 |
+811 |
Mar11 |
101217 |
99.815 |
99.815 |
99.810 |
99.815 |
unch |
3,450 |
38,800 |
+32 |
Apr11 |
101217 |
99.815 |
99.815 |
99.810 |
99.815 |
unch |
3,152 |
37,362 |
-69 |
May11 |
101217 |
99.805 |
99.810 |
99.800 |
99.805 |
unch |
5,532 |
49,176 |
+4,014 |
Total Volume and Open Interest |
50,912 |
575,911 |
+8,694 |
30 Day Fed Funds(e-CBOT) |
Dec10 |
090519 |
98.590 |
98.590 |
98.565 |
98.565 |
unch |
0 |
330 |
|
Jan11 |
090519 |
98.500 |
98.500 |
98.475 |
98.475 |
unch |
0 |
1,177 |
|
Feb11 |
090519 |
98.350 |
98.350 |
98.330 |
98.350 |
unch |
0 |
1,700 |
|
Mar11 |
090519 |
98.265 |
98.265 |
98.240 |
98.265 |
unch |
0 |
324 |
|
Apr11 |
090519 |
98.165 |
98.165 |
98.165 |
98.165 |
unch |
1 |
10 |
|
Total Volume and Open Interest |
22,142 |
354,023 |
|
3-Mth Euro-Yen(CME) |
Mar11 |
101217 |
99.645 |
99.645 |
99.645 |
99.645 |
-0.010 |
200 |
1,039 |
+153 |
Jun11 |
101217 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.015 |
0 |
175 |
+0 |
Sep11 |
101217 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.015 |
|
|
|
Dec11 |
101217 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.015 |
0 |
75 |
+0 |
Mar12 |
101217 |
99.605 |
99.605 |
99.605 |
99.605 |
+0.015 |
|
|
|
Jun12 |
101217 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.010 |
|
|
|
Sep12 |
101217 |
99.600 |
99.600 |
99.600 |
99.600 |
+0.010 |
|
|
|
Dec12 |
101217 |
99.295 |
99.295 |
99.295 |
99.295 |
+0.010 |
|
|
|
Mar13 |
101217 |
99.295 |
99.295 |
99.295 |
99.295 |
+0.010 |
|
|
|
Jun13 |
101217 |
99.250 |
99.250 |
99.250 |
99.250 |
+0.010 |
|
|
|
Total Volume and Open Interest |
200 |
1,289 |
+153 |
3-Mth Euro-Yen(SGX) |
Mar11 |
101217 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
262 |
1,994 |
+100 |
Jun11 |
101217 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
0 |
1,364 |
+0 |
Sep11 |
101217 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
0 |
1,033 |
+0 |
Dec11 |
101217 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
0 |
385 |
+0 |
Mar12 |
101217 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.02 |
0 |
305 |
+0 |
Jun12 |
101217 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
0 |
754 |
+0 |
Sep12 |
101217 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
310 |
+0 |
Dec12 |
101217 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.01 |
0 |
3 |
+0 |
Total Volume and Open Interest |
262 |
6,149 |
+100 |
Japanese Gov't Bonds(SGX) |
Mar11 |
101217 |
139.15 |
139.84 |
138.92 |
139.74 |
+0.64 |
2,939 |
11,682 |
-329 |
Jun11 |
101217 |
137.65 |
137.65 |
137.65 |
137.65 |
+0.64 |
|
|
|
Sep11 |
101217 |
135.56 |
135.56 |
135.56 |
135.56 |
+0.64 |
|
|
|
Total Volume and Open Interest |
2,939 |
11,682 |
-329 |
Euro-Bund(EUREX) |
Mar11 |
101217 |
124.48 |
124.99 |
124.20 |
124.38 |
+0.51 |
554,723 |
900,600 |
+7,515 |
Jun11 |
101217 |
123.10 |
123.29 |
122.90 |
122.95 |
+0.50 |
75 |
561 |
+9 |
Sep11 |
101217 |
122.91 |
122.91 |
122.91 |
122.91 |
+0.51 |
|
|
|
Total Volume and Open Interest |
554,798 |
901,161 |
+7,524 |
Euro-Bobl(EUREX) |
Mar11 |
101217 |
117.79 |
117.96 |
117.59 |
117.76 |
+0.28 |
300,291 |
656,132 |
+8,836 |
Jun11 |
101217 |
116.35 |
116.35 |
116.35 |
116.35 |
+0.32 |
32 |
33 |
+0 |
Sep11 |
101217 |
116.31 |
116.31 |
116.31 |
116.31 |
+0.28 |
|
|
|
Total Volume and Open Interest |
300,323 |
656,165 |
+8,836 |
3-Mth Euribor(EUREX) |
Dec10 |
101213 |
98.975 |
98.975 |
98.970 |
98.975 |
+0.005 |
315 |
7,182 |
-322 |
Mar11 |
101217 |
98.885 |
98.885 |
98.885 |
98.885 |
+0.005 |
12 |
7,580 |
+11 |
Jun11 |
101217 |
98.725 |
98.735 |
98.725 |
98.730 |
+0.015 |
552 |
9,812 |
+501 |
Total Volume and Open Interest |
1,205 |
26,397 |
+1,086 |
Long Gilt(LIFFE) |
Dec10 |
101217 |
118~31 |
119~21 |
118~31 |
119~07 |
+0~21 |
210 |
3,685 |
-210 |
Mar11 |
101217 |
117~22 |
118~16 |
117~21 |
117~30 |
+0~21 |
112,765 |
253,563 |
+10,174 |
Total Volume and Open Interest |
112,975 |
257,248 |
+9,964 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
101217 |
99.13 |
99.15 |
99.13 |
99.14 |
+0.01 |
35,321 |
284,018 |
+2,494 |
Jun11 |
101217 |
98.97 |
98.99 |
98.95 |
98.97 |
+0.02 |
46,468 |
233,269 |
+687 |
Sep11 |
101217 |
98.78 |
98.83 |
98.77 |
98.79 |
+0.03 |
51,889 |
204,939 |
+377 |
Dec11 |
101217 |
98.57 |
98.62 |
98.55 |
98.57 |
+0.03 |
68,136 |
251,824 |
+6,134 |
Mar12 |
101217 |
98.36 |
98.42 |
98.33 |
98.35 |
+0.04 |
48,150 |
213,306 |
-6,789 |
Jun12 |
101217 |
98.08 |
98.19 |
98.08 |
98.10 |
+0.05 |
51,405 |
121,274 |
-16,708 |
Total Volume and Open Interest |
397,863 |
1,664,582 |
-14,840 |
3-Mth Euribor(LIFFE) |
Mar11 |
101217 |
98.885 |
98.895 |
98.880 |
98.885 |
+0.005 |
78,568 |
529,318 |
+7,699 |
Jun11 |
101217 |
98.730 |
98.740 |
98.715 |
98.730 |
+0.015 |
69,926 |
461,375 |
+7,944 |
Sep11 |
101217 |
98.575 |
98.590 |
98.560 |
98.570 |
+0.015 |
71,710 |
339,233 |
-68 |
Total Volume and Open Interest |
610,153 |
2,528,648 |
+23,123 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
101217 |
94.91 |
94.94 |
94.90 |
94.92 |
+0.01 |
13,084 |
196,061 |
+3,560 |
Jun11 |
101217 |
94.75 |
94.79 |
94.72 |
94.77 |
+0.02 |
11,463 |
112,437 |
+1,733 |
Sep11 |
101217 |
94.59 |
94.63 |
94.57 |
94.62 |
+0.03 |
6,953 |
71,683 |
+1,493 |
Dec11 |
101217 |
94.47 |
94.52 |
94.45 |
94.51 |
+0.03 |
3,418 |
47,818 |
+476 |
Mar12 |
101217 |
94.41 |
94.45 |
94.38 |
94.43 |
+0.02 |
1,685 |
42,346 |
-103 |
Jun12 |
101217 |
94.32 |
94.39 |
94.31 |
94.38 |
+0.03 |
1,098 |
38,263 |
-175 |
Sep12 |
101217 |
94.32 |
94.34 |
94.27 |
94.34 |
+0.03 |
695 |
19,163 |
-48 |
Dec12 |
101217 |
94.22 |
94.30 |
94.22 |
94.30 |
+0.03 |
869 |
7,269 |
-171 |
Mar13 |
101217 |
94.25 |
94.28 |
94.25 |
94.26 |
+0.01 |
8 |
2,540 |
+3 |
Jun13 |
101217 |
94.15 |
94.19 |
94.15 |
94.19 |
+0.01 |
10 |
575 |
+5 |
Total Volume and Open Interest |
39,288 |
538,981 |
+6,773 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
101217 |
94.30 |
94.40 |
94.26 |
94.37 |
+0.07 |
34,854 |
345,591 |
-2,257 |
Jun11 |
101217 |
94.39 |
94.39 |
94.39 |
94.39 |
+0.07 |
|
|
|
Total Volume and Open Interest |
34,854 |
345,591 |
|
3-Year Aus T-Bonds(SFE) |
Mar11 |
101217 |
94.67 |
94.73 |
94.61 |
94.70 |
+0.03 |
95,066 |
384,262 |
+15,589 |
Jun11 |
101217 |
94.72 |
94.72 |
94.72 |
94.72 |
+0.03 |
|
|
|
Total Volume and Open Interest |
95,066 |
384,262 |
|
Gold(CMX) |
Dec10 |
101217 |
1376.4 |
1378.6 |
1365.9 |
1378.6 |
+8.2 |
228 |
615 |
-150 |
Feb11 |
101217 |
1370.4 |
1379.8 |
1365.4 |
1379.2 |
+8.2 |
179,528 |
352,764 |
-5,927 |
Apr11 |
101217 |
1372.5 |
1381.6 |
1367.5 |
1381.4 |
+8.2 |
10,270 |
49,980 |
-1,472 |
Jun11 |
101217 |
1376.7 |
1383.8 |
1369.9 |
1383.6 |
+8.2 |
1,944 |
34,045 |
-423 |
Aug11 |
101217 |
1383.1 |
1385.8 |
1383.1 |
1385.8 |
+8.1 |
436 |
15,096 |
+34 |
Oct11 |
101217 |
1380.9 |
1388.1 |
1380.3 |
1388.1 |
+8.0 |
402 |
11,700 |
+169 |
Dec11 |
101217 |
1387.3 |
1390.6 |
1378.1 |
1390.6 |
+7.8 |
4,042 |
27,005 |
+640 |
Feb12 |
101217 |
1393.4 |
1393.4 |
1393.4 |
1393.4 |
+7.7 |
145 |
6,623 |
+26 |
Apr12 |
101217 |
1396.4 |
1396.4 |
1396.4 |
1396.4 |
+7.6 |
100 |
5,239 |
+1 |
Jun12 |
101217 |
1399.6 |
1399.6 |
1399.6 |
1399.6 |
+7.4 |
57 |
12,203 |
+25 |
Aug12 |
101217 |
1403.2 |
1403.2 |
1403.2 |
1403.2 |
+7.1 |
0 |
6,086 |
+0 |
Oct12 |
101217 |
1407.2 |
1407.2 |
1407.2 |
1407.2 |
+6.6 |
100 |
1,080 |
+0 |
Total Volume and Open Interest |
208,180 |
583,741 |
-9,316 |
Silver(CMX) |
Dec10 |
101217 |
2907.0 |
2925.0 |
2875.0 |
2911.3 |
+35.6 |
61 |
360 |
-13 |
Mar11 |
101217 |
2890.0 |
2937.0 |
2868.0 |
2913.3 |
+35.1 |
65,070 |
74,923 |
+46 |
May11 |
101217 |
2900.0 |
2936.0 |
2876.0 |
2918.3 |
+34.9 |
1,837 |
12,490 |
+82 |
Jul11 |
101217 |
2882.0 |
2935.0 |
2882.0 |
2923.1 |
+34.9 |
567 |
8,972 |
-18 |
Sep11 |
101217 |
2928.0 |
2928.0 |
2928.0 |
2928.0 |
+34.7 |
136 |
6,214 |
+26 |
Dec11 |
101217 |
2936.0 |
2951.0 |
2900.0 |
2935.4 |
+34.6 |
506 |
12,278 |
+223 |
Mar12 |
101217 |
2942.0 |
2942.0 |
2942.0 |
2942.0 |
+34.0 |
16 |
374 |
+0 |
Total Volume and Open Interest |
69,294 |
130,865 |
+533 |
Platinum(NYMEX) |
Jan11 |
101217 |
1699.0 |
1709.5 |
1689.7 |
1698.5 |
-0.1 |
7,386 |
19,801 |
-1,811 |
Apr11 |
101217 |
1700.2 |
1713.5 |
1695.1 |
1703.5 |
+0.4 |
2,860 |
16,793 |
+2,553 |
Jul11 |
101217 |
1704.1 |
1712.5 |
1704.1 |
1706.2 |
+0.7 |
3 |
476 |
+0 |
Oct11 |
101217 |
1706.2 |
1706.2 |
1706.2 |
1706.2 |
+0.7 |
0 |
6 |
+0 |
Total Volume and Open Interest |
10,249 |
37,077 |
+742 |
Palladium(NYMEX) |
Dec10 |
101217 |
735.70 |
737.60 |
735.70 |
737.60 |
-3.45 |
0 |
37 |
+0 |
Mar11 |
101217 |
739.00 |
748.00 |
730.20 |
738.60 |
-3.95 |
2,850 |
22,560 |
+96 |
Jun11 |
101217 |
746.30 |
747.20 |
739.65 |
739.65 |
-4.10 |
4 |
392 |
+2 |
Total Volume and Open Interest |
2,854 |
23,022 |
+98 |
Copper(CMX) |
Dec10 |
101217 |
411.40 |
416.50 |
411.40 |
415.30 |
+4.25 |
624 |
2,172 |
-145 |
Mar11 |
101217 |
411.05 |
419.20 |
410.95 |
415.90 |
+4.30 |
28,448 |
115,163 |
+489 |
May11 |
101217 |
414.80 |
417.20 |
412.75 |
415.25 |
+4.35 |
899 |
25,878 |
-397 |
Jul11 |
101217 |
412.45 |
413.50 |
412.20 |
413.50 |
+4.40 |
625 |
7,355 |
+518 |
Sep11 |
101217 |
410.05 |
411.65 |
410.05 |
411.55 |
+4.45 |
103 |
5,029 |
+19 |
Total Volume and Open Interest |
31,319 |
164,504 |
+435 |
DJIA Index(CBOT) |
Mar11 |
101217 |
11439 |
11440 |
11400 |
11430 |
-1 |
1,630 |
5,060 |
+979 |
Jun11 |
101217 |
11376 |
11381 |
11376 |
11376 |
-5 |
|
|
|
Sep11 |
101217 |
11310 |
11310 |
11305 |
11310 |
+5 |
|
|
|
Dec11 |
101217 |
11255 |
11255 |
11225 |
11255 |
|
|
|
|
S & P 500(CME) |
Mar11 |
101217 |
1238.60 |
1241.00 |
1234.80 |
1238.40 |
-0.10 |
26,905 |
260,600 |
+9,924 |
Jun11 |
101217 |
1233.50 |
1235.60 |
1231.60 |
1233.50 |
-0.10 |
2 |
3,857 |
-7 |
Sep11 |
101217 |
1228.70 |
1230.80 |
1226.80 |
1228.70 |
-0.10 |
208 |
750 |
-5 |
Dec11 |
101217 |
1224.40 |
1226.50 |
1222.50 |
1224.40 |
-0.10 |
0 |
350 |
+0 |
Total Volume and Open Interest |
52,710 |
417,630 |
-2,372 |
S & P 500 E-Mini(Globex) |
Mar11 |
101217 |
1238.50 |
1241.00 |
1234.50 |
1238.50 |
unch |
1,738,245 |
2,397,297 |
+152,244 |
Jun11 |
101217 |
1233.50 |
1235.50 |
1230.75 |
1233.50 |
unch |
276 |
1,460 |
+93 |
Total Volume and Open Interest |
2,056,321 |
3,557,127 |
+133,302 |
NASDAQ 100(CME) |
Mar11 |
101217 |
2220.00 |
2226.00 |
2212.50 |
2213.30 |
-6.00 |
2,404 |
8,812 |
+2,009 |
Jun11 |
101217 |
2210.50 |
2221.00 |
2210.50 |
2210.50 |
-6.80 |
|
|
|
Sep11 |
101217 |
2208.00 |
2214.80 |
2208.00 |
2208.00 |
-6.80 |
|
|
|
Total Volume and Open Interest |
6,287 |
33,868 |
+893 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
101217 |
2222.00 |
2226.50 |
2212.30 |
2213.30 |
-6.00 |
243,753 |
333,822 |
+24,885 |
Jun11 |
101217 |
2222.80 |
2223.00 |
2206.30 |
2210.50 |
-6.80 |
1 |
14 |
-76 |
Total Volume and Open Interest |
310,429 |
545,564 |
+21,325 |
S & P Midcap 400(CME) |
Mar11 |
101217 |
900.00 |
902.00 |
898.00 |
898.10 |
unch |
324 |
1,001 |
+241 |
Jun11 |
101217 |
895.00 |
895.00 |
894.60 |
895.00 |
+0.40 |
|
|
|
Sep11 |
101217 |
893.60 |
894.80 |
893.60 |
893.60 |
-1.20 |
|
|
|
Total Volume and Open Interest |
1,489 |
4,501 |
+907 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
101217 |
10400 |
10410 |
10310 |
10350 |
-25 |
7,010 |
37,721 |
+886 |
Jun11 |
101217 |
10330 |
10355 |
10330 |
10330 |
-25 |
2 |
3 |
+1 |
Total Volume and Open Interest |
7,012 |
37,724 |
+887 |
Nikkei 225(SGX) |
Mar11 |
101217 |
10290 |
10365 |
10270 |
10300 |
+5 |
64,837 |
195,009 |
+734 |
Jun11 |
101217 |
10225 |
10225 |
10225 |
10225 |
+5 |
4 |
2,213 |
+0 |
Sep11 |
101217 |
10225 |
10225 |
10225 |
10225 |
unch |
|
|
|
Total Volume and Open Interest |
66,861 |
208,844 |
+734 |
CAC 40(EURONEXT) |
Dec10 |
101217 |
3898.0 |
3906.5 |
3871.0 |
3877.5 |
-10.0 |
138,890 |
193,627 |
-118,200 |
Jan11 |
101217 |
3900.5 |
3909.5 |
3866.0 |
3872.0 |
-18.5 |
77,302 |
337,840 |
+41,251 |
Feb11 |
101217 |
3902.5 |
3902.5 |
3868.0 |
3874.5 |
-18.5 |
6 |
80 |
+0 |
Total Volume and Open Interest |
217,127 |
575,107 |
-76,361 |
Hang Seng Index(HKFE) |
Dec10 |
101217 |
22628 |
22740 |
22490 |
22672 |
+120 |
74,075 |
88,622 |
-2,378 |
Jan11 |
101217 |
22601 |
22741 |
22500 |
22671 |
+113 |
2,384 |
5,709 |
+1,293 |
Total Volume and Open Interest |
76,709 |
98,327 |
-1,048 |
DAX(EUREX) |
Dec10 |
101217 |
7033.0 |
7042.0 |
7005.0 |
7009.0 |
-14.0 |
176,805 |
85,348 |
-31,121 |
Mar11 |
101217 |
7054.0 |
7061.5 |
6997.0 |
7009.5 |
-33.0 |
99,516 |
175,733 |
+42,695 |
Jun11 |
101217 |
7076.0 |
7083.5 |
7030.0 |
7033.0 |
-32.5 |
7,575 |
9,702 |
+37 |
Total Volume and Open Interest |
283,896 |
270,783 |
+11,611 |
FT-SE 100(EURONEXT) |
Dec10 |
101217 |
5883.50 |
5906.00 |
5869.00 |
5873.50 |
-9.50 |
162,296 |
127,157 |
-58,831 |
Mar11 |
101217 |
5848.00 |
5868.00 |
5821.00 |
5827.50 |
-19.50 |
114,423 |
646,928 |
+55,450 |
Jun11 |
101217 |
5810.00 |
5810.00 |
5785.50 |
5785.50 |
-17.00 |
149 |
1,243 |
+136 |
Total Volume and Open Interest |
276,868 |
775,338 |
-3,245 |
SPI 200(SFE) |
Dec10 |
101216 |
4765.0 |
4785.0 |
4752.0 |
4762.0 |
-8.0 |
15,081 |
65,257 |
-117,974 |
Mar11 |
101217 |
4782.0 |
4794.0 |
4754.0 |
4759.0 |
-23.0 |
22,153 |
182,235 |
+1,575 |
Jun11 |
101217 |
4784.0 |
4784.0 |
4784.0 |
4784.0 |
-22.0 |
150 |
2,506 |
+125 |
Total Volume and Open Interest |
22,503 |
187,934 |
-63,457 |
GSCI(CME) |
Jan11 |
101217 |
610.00 |
611.00 |
607.00 |
610.00 |
+2.75 |
145 |
14,723 |
+25 |
Feb11 |
101217 |
613.00 |
614.00 |
610.00 |
613.00 |
+2.50 |
2 |
0 |
+0 |
Mar11 |
101217 |
614.00 |
615.00 |
611.50 |
614.00 |
+2.00 |
|
|
|
Total Volume and Open Interest |
147 |
14,723 |
+25 |
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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