|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon December 20, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
101220 |
1302.75 |
1318.00 |
1295.50 |
1315.25 |
+16.50 |
96,341 |
132,093 |
-11,802 |
Mar11 |
101220 |
1314.50 |
1329.50 |
1307.25 |
1327.00 |
+16.50 |
70,784 |
242,464 |
+7,650 |
May11 |
101220 |
1322.00 |
1337.00 |
1307.50 |
1334.75 |
+16.25 |
13,573 |
81,550 |
+2,227 |
Jul11 |
101220 |
1324.00 |
1339.50 |
1319.25 |
1337.50 |
+15.75 |
12,080 |
66,670 |
+516 |
Aug11 |
101220 |
1302.00 |
1313.75 |
1298.75 |
1313.25 |
+14.50 |
73 |
2,319 |
-38 |
Sep11 |
101220 |
1265.00 |
1277.25 |
1263.75 |
1277.00 |
+13.25 |
173 |
3,160 |
-35 |
Nov11 |
101220 |
1229.75 |
1245.25 |
1228.25 |
1242.50 |
+12.75 |
10,952 |
103,770 |
+753 |
Total Volume and Open Interest |
204,350 |
649,438 |
-659 |
Soybean Meal(CBOT) |
Jan11 |
101220 |
347.90 |
352.80 |
346.10 |
351.50 |
+3.70 |
23,148 |
37,805 |
-5,960 |
Mar11 |
101220 |
351.30 |
358.60 |
349.90 |
355.50 |
+4.20 |
16,044 |
69,336 |
+3,924 |
May11 |
101220 |
353.40 |
357.30 |
352.30 |
356.10 |
+4.00 |
3,047 |
28,446 |
-34 |
Jul11 |
101220 |
354.00 |
358.10 |
351.80 |
356.60 |
+3.70 |
2,244 |
19,824 |
+226 |
Aug11 |
101220 |
346.00 |
349.10 |
346.00 |
347.60 |
+3.00 |
433 |
5,915 |
+73 |
Sep11 |
101220 |
336.60 |
338.20 |
333.60 |
336.20 |
+2.60 |
572 |
5,797 |
+163 |
Oct11 |
101220 |
318.60 |
322.50 |
318.60 |
320.50 |
+1.80 |
338 |
4,799 |
+86 |
Dec11 |
101220 |
317.00 |
319.80 |
315.00 |
317.60 |
+1.50 |
1,939 |
18,114 |
+306 |
Total Volume and Open Interest |
47,938 |
192,746 |
-1,144 |
Soybean Oil(CBOT) |
Jan11 |
101220 |
54.31 |
55.05 |
54.10 |
54.98 |
+0.85 |
35,252 |
57,313 |
-8,007 |
Mar11 |
101220 |
54.75 |
55.52 |
54.60 |
55.49 |
+0.86 |
30,192 |
166,307 |
+5,954 |
May11 |
101220 |
55.27 |
55.90 |
54.99 |
55.86 |
+0.85 |
9,367 |
42,700 |
+1,030 |
Jul11 |
101220 |
55.45 |
56.11 |
55.21 |
56.08 |
+0.87 |
8,452 |
39,960 |
+1,046 |
Aug11 |
101220 |
55.26 |
56.08 |
55.26 |
56.08 |
+0.87 |
1,279 |
4,372 |
-430 |
Sep11 |
101220 |
55.45 |
56.03 |
55.45 |
56.03 |
+0.87 |
929 |
5,124 |
-46 |
Oct11 |
101220 |
55.19 |
55.90 |
55.19 |
55.88 |
+0.87 |
676 |
6,928 |
+244 |
Dec11 |
101220 |
55.15 |
55.90 |
55.04 |
55.88 |
+0.85 |
3,059 |
23,557 |
+1,252 |
Total Volume and Open Interest |
89,217 |
346,948 |
+1,044 |
Canola(WCE) |
Jan11 |
101220 |
563.0 |
568.2 |
562.6 |
566.6 |
+6.1 |
8,858 |
58,669 |
-4,403 |
Mar11 |
101220 |
570.6 |
576.5 |
570.0 |
574.4 |
+5.8 |
12,846 |
77,503 |
+5,312 |
May11 |
101220 |
574.6 |
581.0 |
574.6 |
578.6 |
+5.5 |
574 |
7,171 |
+89 |
Jul11 |
101220 |
579.2 |
580.5 |
573.0 |
578.5 |
+4.2 |
603 |
15,596 |
+339 |
Nov11 |
101220 |
519.4 |
523.9 |
518.1 |
521.5 |
+4.5 |
2,017 |
34,245 |
+1,161 |
Total Volume and Open Interest |
25,513 |
195,555 |
+2,791 |
Corn(CBOT) |
Mar11 |
101220 |
597.00 |
604.00 |
596.50 |
599.50 |
+3.00 |
87,439 |
721,696 |
+2,381 |
May11 |
101220 |
604.25 |
611.25 |
604.25 |
607.00 |
+2.75 |
14,804 |
188,254 |
+1,635 |
Jul11 |
101220 |
608.00 |
615.25 |
608.00 |
611.00 |
+2.75 |
14,466 |
229,450 |
+284 |
Sep11 |
101220 |
561.00 |
567.50 |
560.50 |
563.50 |
+1.75 |
2,613 |
41,150 |
+134 |
Dec11 |
101220 |
541.00 |
546.50 |
540.25 |
542.75 |
+1.25 |
16,732 |
255,215 |
-882 |
Mar12 |
101220 |
548.50 |
553.50 |
548.50 |
550.75 |
+1.25 |
802 |
18,823 |
+212 |
Total Volume and Open Interest |
138,537 |
1,496,881 |
+4,024 |
Wheat(CBOT) |
Mar11 |
101220 |
760.50 |
776.50 |
759.50 |
769.50 |
+12.75 |
30,866 |
224,465 |
-4,480 |
May11 |
101220 |
789.50 |
803.00 |
789.25 |
796.50 |
+12.25 |
7,736 |
62,643 |
+769 |
Jul11 |
101220 |
796.25 |
813.75 |
796.25 |
807.75 |
+13.25 |
4,446 |
103,095 |
+120 |
Sep11 |
101220 |
810.00 |
826.00 |
808.75 |
820.75 |
+12.00 |
604 |
17,411 |
-200 |
Dec11 |
101220 |
830.75 |
841.00 |
825.00 |
835.75 |
+10.75 |
2,325 |
55,536 |
-661 |
Total Volume and Open Interest |
46,211 |
477,108 |
-4,423 |
Wheat(KCBT) |
Mar11 |
101220 |
812.75 |
831.75 |
812.75 |
826.00 |
+14.25 |
9,487 |
113,117 |
-1,206 |
May11 |
101220 |
820.50 |
840.50 |
820.50 |
834.75 |
+14.50 |
1,847 |
25,442 |
+597 |
Jul11 |
101220 |
825.00 |
845.50 |
825.00 |
840.00 |
+15.00 |
1,819 |
53,197 |
+566 |
Sep11 |
101220 |
839.00 |
854.00 |
838.50 |
848.00 |
+15.00 |
873 |
12,841 |
+486 |
Dec11 |
101220 |
845.50 |
862.25 |
845.00 |
856.00 |
+15.25 |
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 |
13 |
26 |
+6 |
Mar11 |
101220 |
842.00 |
862.50 |
842.00 |
859.50 |
+17.50 |
3,972 |
29,370 |
-788 |
May11 |
101220 |
854.25 |
870.25 |
854.25 |
868.00 |
+18.25 |
817 |
11,900 |
+251 |
Jul11 |
101220 |
854.00 |
871.25 |
854.00 |
868.50 |
+18.00 |
363 |
8,402 |
+44 |
Sep11 |
101220 |
841.00 |
862.00 |
841.00 |
859.25 |
+18.25 |
116 |
8,645 |
-4 |
Total Volume and Open Interest |
5,465 |
67,401 |
-449 |
Oats(CBOT) |
Mar11 |
101220 |
389.25 |
393.25 |
386.50 |
390.50 |
+4.00 |
784 |
9,684 |
-399 |
May11 |
101220 |
395.00 |
395.00 |
391.00 |
395.00 |
+4.00 |
4 |
665 |
+1 |
Jul11 |
101220 |
400.00 |
400.25 |
396.00 |
399.50 |
+3.50 |
0 |
241 |
+0 |
Sep11 |
101220 |
338.25 |
338.50 |
338.25 |
338.25 |
-0.25 |
0 |
2 |
+0 |
Total Volume and Open Interest |
788 |
11,566 |
-398 |
Rough Rice(CBOT) |
Jan11 |
101220 |
13.65 |
13.99 |
13.65 |
13.75 |
+0.06 |
800 |
6,665 |
-293 |
Mar11 |
101220 |
13.97 |
14.28 |
13.97 |
14.04 |
+0.06 |
446 |
7,567 |
+139 |
May11 |
101220 |
14.48 |
14.49 |
14.27 |
14.32 |
+0.06 |
31 |
1,467 |
+6 |
Jul11 |
101220 |
14.71 |
14.73 |
14.52 |
14.58 |
+0.06 |
10 |
1,578 |
+0 |
Total Volume and Open Interest |
1,308 |
17,978 |
-133 |
Live Cattle(CME) |
Dec10 |
101220 |
102.180 |
103.150 |
101.750 |
102.785 |
+0.605 |
2,640 |
14,088 |
-1,432 |
Feb11 |
101220 |
104.550 |
105.750 |
104.285 |
105.230 |
+0.730 |
20,290 |
155,250 |
-4,643 |
Apr11 |
101220 |
108.150 |
109.400 |
107.850 |
108.800 |
+0.650 |
6,158 |
85,793 |
-479 |
Jun11 |
101220 |
105.980 |
107.035 |
105.700 |
106.680 |
+0.730 |
5,893 |
43,307 |
+1,297 |
Aug11 |
101220 |
106.330 |
107.650 |
106.230 |
107.300 |
+0.750 |
1,192 |
15,131 |
+163 |
Oct11 |
101220 |
108.730 |
110.000 |
108.535 |
109.680 |
+0.645 |
393 |
9,529 |
+57 |
Total Volume and Open Interest |
38,932 |
330,003 |
-3,927 |
Feeder Cattle(CME) |
Jan11 |
101220 |
119.080 |
120.885 |
118.680 |
120.730 |
+1.695 |
1,844 |
9,823 |
-455 |
Mar11 |
101220 |
119.950 |
122.250 |
119.480 |
122.180 |
+2.230 |
1,378 |
15,836 |
+533 |
Apr11 |
101220 |
120.350 |
122.700 |
119.980 |
122.500 |
+2.020 |
331 |
3,990 |
-7 |
May11 |
101220 |
120.800 |
123.000 |
120.500 |
122.950 |
+1.915 |
296 |
5,177 |
+54 |
Aug11 |
101220 |
121.700 |
123.500 |
121.350 |
123.500 |
+1.600 |
265 |
4,904 |
+143 |
Sep11 |
101220 |
120.535 |
122.600 |
120.330 |
122.600 |
+1.750 |
38 |
377 |
+22 |
Oct11 |
101220 |
119.900 |
121.600 |
119.850 |
121.600 |
+1.500 |
3 |
83 |
+2 |
Total Volume and Open Interest |
4,158 |
40,230 |
+292 |
Lean Hogs(CME) |
Feb11 |
101220 |
75.950 |
76.300 |
75.350 |
76.080 |
+0.130 |
13,570 |
84,406 |
-429 |
Apr11 |
101220 |
80.475 |
80.830 |
79.850 |
80.550 |
+0.075 |
3,736 |
51,112 |
+93 |
May11 |
101220 |
86.850 |
87.150 |
86.650 |
87.150 |
+0.200 |
112 |
1,631 |
-8 |
Jun11 |
101220 |
89.800 |
90.100 |
89.480 |
89.980 |
+0.150 |
3,079 |
32,663 |
+25 |
Jul11 |
101220 |
88.950 |
89.385 |
88.800 |
89.250 |
+0.170 |
906 |
7,295 |
+34 |
Aug11 |
101220 |
88.400 |
88.900 |
88.350 |
88.785 |
unch |
466 |
8,523 |
-73 |
Oct11 |
101220 |
79.150 |
79.475 |
78.900 |
79.475 |
unch |
109 |
5,247 |
+28 |
Dec11 |
101220 |
76.400 |
76.400 |
75.800 |
76.300 |
-0.150 |
23 |
1,923 |
+8 |
Total Volume and Open Interest |
22,040 |
193,288 |
-294 |
Pork Bellies(CME) |
Feb11 |
101220 |
106.000 |
106.000 |
106.000 |
106.000 |
unch |
1 |
3 |
-1 |
Mar11 |
101220 |
106.700 |
106.700 |
106.700 |
106.700 |
unch |
|
|
|
May11 |
101220 |
106.700 |
106.700 |
106.700 |
106.700 |
unch |
|
|
|
Jul11 |
101220 |
103.500 |
103.500 |
103.500 |
103.500 |
unch |
|
|
|
Aug11 |
101220 |
102.500 |
102.500 |
102.500 |
102.500 |
unch |
|
|
|
Total Volume and Open Interest |
1 |
3 |
-1 |
Class III Milk(CME) |
Dec10 |
101220 |
13.74 |
13.76 |
13.73 |
13.74 |
+0.01 |
77 |
5,817 |
-13 |
Jan11 |
101220 |
13.28 |
13.28 |
13.08 |
13.12 |
-0.16 |
294 |
4,547 |
+18 |
Feb11 |
101220 |
13.47 |
13.48 |
13.34 |
13.37 |
-0.13 |
236 |
4,448 |
+76 |
Mar11 |
101220 |
13.80 |
13.80 |
13.71 |
13.75 |
-0.04 |
134 |
3,338 |
+78 |
Apr11 |
101220 |
14.25 |
14.25 |
14.18 |
14.20 |
unch |
104 |
2,439 |
+46 |
Total Volume and Open Interest |
1,339 |
31,565 |
+487 |
Cocoa(ICE) |
Mar11 |
101220 |
2982 |
3025 |
2928 |
2958 |
+7 |
8,382 |
67,934 |
+924 |
May11 |
101220 |
3020 |
3039 |
2949 |
2976 |
+5 |
2,496 |
22,258 |
-909 |
Jul11 |
101220 |
3030 |
3054 |
2963 |
2991 |
+7 |
843 |
11,774 |
+177 |
Sep11 |
101220 |
3020 |
3066 |
2978 |
3004 |
+7 |
117 |
6,550 |
+15 |
Dec11 |
101220 |
3063 |
3082 |
2995 |
3021 |
+6 |
418 |
11,117 |
+211 |
Mar12 |
101220 |
3080 |
3084 |
3055 |
3081 |
+7 |
379 |
10,792 |
-222 |
May12 |
101220 |
3077 |
3077 |
3077 |
3077 |
+7 |
108 |
4,130 |
-25 |
Total Volume and Open Interest |
12,759 |
136,410 |
+168 |
Coffee "C"(ICE) |
Dec10 |
101220 |
224.80 |
225.45 |
223.85 |
224.65 |
-0.60 |
69 |
127 |
-13 |
Mar11 |
101220 |
225.00 |
226.95 |
223.25 |
224.65 |
-0.65 |
7,720 |
87,471 |
-905 |
May11 |
101220 |
226.60 |
228.00 |
224.85 |
226.10 |
-0.55 |
2,328 |
25,992 |
+241 |
Jul11 |
101220 |
225.00 |
226.55 |
224.00 |
224.90 |
-0.50 |
635 |
7,778 |
+242 |
Sep11 |
101220 |
223.15 |
223.45 |
221.15 |
221.65 |
-0.80 |
119 |
4,195 |
+35 |
Dec11 |
101220 |
219.25 |
219.40 |
217.25 |
217.70 |
-1.05 |
209 |
6,508 |
+141 |
Total Volume and Open Interest |
11,122 |
133,265 |
-271 |
Orange Juice(ICE) |
Jan11 |
101220 |
157.00 |
166.55 |
156.35 |
158.50 |
+1.90 |
2,110 |
9,461 |
-1,196 |
Mar11 |
101220 |
157.45 |
167.40 |
156.90 |
158.90 |
+1.50 |
1,045 |
14,387 |
+552 |
May11 |
101220 |
159.65 |
160.50 |
159.30 |
160.05 |
+1.05 |
922 |
3,788 |
+821 |
Jul11 |
101220 |
160.65 |
161.35 |
159.85 |
161.30 |
+1.15 |
0 |
2,510 |
+0 |
Sep11 |
101220 |
165.00 |
165.00 |
161.10 |
162.15 |
+1.20 |
0 |
365 |
+0 |
Nov11 |
101220 |
162.05 |
162.05 |
162.00 |
162.00 |
+1.55 |
0 |
54 |
+0 |
Total Volume and Open Interest |
4,077 |
30,588 |
+177 |
Sugar #11(ICE) |
Mar11 |
101220 |
32.88 |
33.50 |
32.62 |
32.96 |
+0.46 |
27,429 |
238,975 |
-691 |
May11 |
101220 |
29.53 |
30.04 |
29.22 |
29.57 |
+0.38 |
9,858 |
111,086 |
+1,910 |
Jul11 |
101220 |
25.80 |
26.42 |
25.65 |
25.96 |
+0.18 |
5,833 |
97,514 |
+326 |
Oct11 |
101220 |
23.93 |
24.34 |
23.73 |
23.93 |
+0.20 |
3,048 |
56,908 |
+171 |
Mar12 |
101220 |
23.00 |
23.30 |
22.79 |
22.97 |
+0.21 |
1,592 |
47,291 |
+43 |
Total Volume and Open Interest |
49,491 |
595,119 |
+2,176 |
London Cocoa(LCE) |
Mar11 |
101220 |
1996 |
2028 |
1965 |
1987 |
+4 |
19,191 |
67,546 |
+1,169 |
May11 |
101220 |
2015 |
2035 |
1980 |
1998 |
+2 |
4,118 |
21,910 |
+857 |
Jul11 |
101220 |
2048 |
2049 |
1994 |
2012 |
+5 |
2,263 |
19,500 |
+418 |
Sep11 |
101220 |
2039 |
2055 |
2000 |
2020 |
+6 |
532 |
11,529 |
+65 |
Dec11 |
101220 |
2049 |
2062 |
2013 |
2027 |
+7 |
677 |
17,134 |
+43 |
Mar12 |
101220 |
2074 |
2074 |
2019 |
2042 |
+7 |
693 |
15,250 |
+143 |
May12 |
101220 |
2045 |
2052 |
2045 |
2048 |
+6 |
120 |
3,141 |
+103 |
Total Volume and Open Interest |
27,594 |
156,434 |
+2,798 |
London Sugar(LCE) |
Mar11 |
101220 |
805.70 |
809.60 |
793.10 |
798.10 |
+7.40 |
1,771 |
28,098 |
-221 |
May11 |
101220 |
767.70 |
771.00 |
757.90 |
763.30 |
+10.60 |
331 |
9,793 |
+124 |
Aug11 |
101220 |
690.90 |
696.30 |
681.60 |
686.90 |
+7.10 |
141 |
7,304 |
-15 |
Oct11 |
101220 |
631.00 |
635.50 |
622.00 |
625.50 |
+6.90 |
222 |
2,194 |
+87 |
Dec11 |
101220 |
607.40 |
609.60 |
602.90 |
602.90 |
+3.50 |
16 |
866 |
+7 |
Total Volume and Open Interest |
2,482 |
48,833 |
-19 |
Cotton(ICE) |
Mar11 |
101220 |
151.64 |
154.12 |
151.50 |
154.12 |
+4.00 |
8,414 |
113,112 |
+693 |
May11 |
101220 |
139.01 |
142.39 |
139.01 |
142.39 |
+4.00 |
2,481 |
21,387 |
-3 |
Jul11 |
101220 |
126.98 |
128.93 |
125.80 |
128.93 |
+4.00 |
1,644 |
29,935 |
-149 |
Oct11 |
101220 |
112.43 |
112.43 |
112.43 |
112.43 |
+4.00 |
0 |
163 |
+0 |
Dec11 |
101220 |
97.90 |
99.45 |
97.85 |
98.92 |
+1.24 |
946 |
39,493 |
+341 |
Mar12 |
101220 |
93.39 |
93.81 |
93.22 |
93.81 |
+2.13 |
59 |
825 |
+34 |
Total Volume and Open Interest |
13,550 |
206,368 |
+916 |
Lumber(CME) |
Jan11 |
101220 |
300.5 |
307.0 |
298.0 |
307.0 |
+8.5 |
871 |
1,937 |
-286 |
Mar11 |
101220 |
312.8 |
320.0 |
311.8 |
320.0 |
+8.6 |
1,151 |
5,274 |
+30 |
May11 |
101220 |
320.1 |
326.1 |
320.1 |
323.9 |
+3.8 |
326 |
1,602 |
+79 |
Jul11 |
101220 |
325.9 |
328.5 |
323.1 |
328.5 |
+2.0 |
130 |
523 |
+55 |
Total Volume and Open Interest |
2,510 |
9,462 |
-94 |
Crude Oil(NYM) |
Jan11 |
101220 |
88.18 |
88.98 |
87.26 |
88.81 |
+0.79 |
221,145 |
62,549 |
-44,181 |
Feb11 |
101220 |
88.78 |
89.57 |
87.73 |
89.37 |
+0.77 |
177,355 |
296,392 |
+7,559 |
Mar11 |
101220 |
89.52 |
90.34 |
88.56 |
90.16 |
+0.79 |
73,267 |
181,221 |
+5,773 |
Apr11 |
101220 |
90.28 |
90.94 |
89.25 |
90.80 |
+0.85 |
36,181 |
67,595 |
+4,156 |
May11 |
101220 |
90.71 |
91.38 |
89.74 |
91.27 |
+0.91 |
23,598 |
41,647 |
+859 |
Jun11 |
101220 |
91.07 |
91.70 |
90.07 |
91.57 |
+0.92 |
41,579 |
85,423 |
+3,535 |
Jul11 |
101220 |
90.91 |
91.95 |
90.36 |
91.83 |
+0.94 |
10,711 |
38,741 |
+1,583 |
Aug11 |
101220 |
91.07 |
92.07 |
90.58 |
91.98 |
+0.93 |
5,422 |
19,810 |
+293 |
Sep11 |
101220 |
91.20 |
92.08 |
90.73 |
92.08 |
+0.92 |
9,152 |
25,273 |
-741 |
Oct11 |
101220 |
91.65 |
92.16 |
90.82 |
92.16 |
+0.92 |
3,839 |
19,540 |
+747 |
Nov11 |
101220 |
92.01 |
92.23 |
92.01 |
92.23 |
+0.91 |
3,119 |
20,121 |
-402 |
Dec11 |
101220 |
91.76 |
92.48 |
90.84 |
92.33 |
+0.92 |
28,528 |
151,707 |
-38 |
Jan12 |
101220 |
92.30 |
92.30 |
92.30 |
92.30 |
+0.94 |
1,721 |
20,553 |
+405 |
Feb12 |
101220 |
92.24 |
92.24 |
92.24 |
92.24 |
+0.95 |
540 |
8,460 |
+205 |
Mar12 |
101220 |
92.18 |
92.18 |
92.18 |
92.18 |
+0.96 |
779 |
10,147 |
-6 |
Apr12 |
101220 |
92.11 |
92.11 |
92.11 |
92.11 |
+0.96 |
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 |
10,107 |
3,536 |
+101 |
Feb11 |
101220 |
88.775 |
89.550 |
87.725 |
89.375 |
+0.775 |
2,222 |
3,136 |
+860 |
Mar11 |
101220 |
89.675 |
90.325 |
88.650 |
90.150 |
+0.775 |
290 |
653 |
+38 |
Apr11 |
101220 |
90.075 |
90.800 |
89.750 |
90.800 |
+0.850 |
55 |
69 |
+54 |
May11 |
101220 |
91.275 |
91.275 |
91.275 |
91.275 |
+0.925 |
0 |
14 |
+0 |
Jun11 |
101220 |
90.975 |
91.575 |
90.975 |
91.575 |
+0.925 |
1 |
44 |
+1 |
Jul11 |
101220 |
91.825 |
91.825 |
91.825 |
91.825 |
+0.925 |
0 |
5 |
+0 |
Aug11 |
101220 |
91.325 |
91.975 |
91.325 |
91.975 |
+0.925 |
0 |
6 |
+0 |
Sep11 |
101220 |
92.075 |
92.075 |
92.075 |
92.075 |
+0.925 |
0 |
2 |
+0 |
Total Volume and Open Interest |
7,916 |
7,242 |
+496 |
Heating Oil(NYM) |
Jan11 |
101220 |
247.00 |
250.00 |
245.13 |
248.95 |
+1.58 |
50,512 |
62,895 |
-7,028 |
Feb11 |
101220 |
248.55 |
251.34 |
246.50 |
250.38 |
+1.83 |
32,586 |
70,241 |
+5,154 |
Mar11 |
101220 |
249.35 |
251.64 |
247.05 |
250.73 |
+1.97 |
16,580 |
48,329 |
+769 |
Apr11 |
101220 |
247.40 |
249.89 |
246.06 |
249.58 |
+2.03 |
5,550 |
22,834 |
+131 |
May11 |
101220 |
246.98 |
248.76 |
245.35 |
248.70 |
+2.02 |
3,367 |
17,290 |
+23 |
Jun11 |
101220 |
247.24 |
249.22 |
245.21 |
248.66 |
+2.06 |
6,797 |
36,292 |
+1,182 |
Jul11 |
101220 |
247.80 |
249.70 |
246.60 |
249.70 |
+2.06 |
1,180 |
8,349 |
+121 |
Aug11 |
101220 |
247.62 |
250.79 |
247.62 |
250.79 |
+2.06 |
1,001 |
4,609 |
-42 |
Sep11 |
101220 |
248.80 |
251.89 |
248.78 |
251.89 |
+2.06 |
538 |
4,114 |
-131 |
Oct11 |
101220 |
250.00 |
253.07 |
250.00 |
253.07 |
+2.06 |
408 |
3,593 |
+176 |
Nov11 |
101220 |
251.49 |
254.53 |
251.26 |
254.53 |
+2.05 |
78 |
3,362 |
+7 |
Dec11 |
101220 |
254.37 |
255.80 |
252.51 |
255.80 |
+2.06 |
695 |
16,149 |
+40 |
Total Volume and Open Interest |
119,531 |
307,032 |
+349 |
Gasoline(NYMEX) |
Jan11 |
101220 |
232.25 |
237.98 |
232.05 |
237.78 |
+6.00 |
37,128 |
52,490 |
-5,397 |
Feb11 |
101220 |
232.15 |
236.51 |
231.25 |
236.20 |
+4.95 |
33,733 |
70,322 |
+4,567 |
Mar11 |
101220 |
232.40 |
236.52 |
231.80 |
236.17 |
+4.18 |
13,359 |
41,438 |
+631 |
Apr11 |
101220 |
243.65 |
246.00 |
241.74 |
245.66 |
+3.85 |
8,114 |
29,370 |
+3,011 |
May11 |
101220 |
243.25 |
246.24 |
243.13 |
246.18 |
+3.63 |
2,660 |
13,622 |
+293 |
Jun11 |
101220 |
243.71 |
246.45 |
242.74 |
246.22 |
+3.46 |
2,445 |
17,310 |
+456 |
Jul11 |
101220 |
243.80 |
245.37 |
243.80 |
245.37 |
+3.29 |
773 |
4,349 |
+4 |
Aug11 |
101220 |
241.81 |
244.17 |
241.81 |
244.17 |
+3.19 |
999 |
5,410 |
+116 |
Sep11 |
101220 |
242.59 |
242.59 |
242.59 |
242.59 |
+3.06 |
510 |
2,818 |
+48 |
Oct11 |
101220 |
232.04 |
232.04 |
232.04 |
232.04 |
+2.96 |
405 |
3,112 |
-18 |
Total Volume and Open Interest |
101,305 |
274,022 |
+3,761 |
e-miNY RBOB Gasoline(NYM) |
Jan11 |
101220 |
237.80 |
237.80 |
237.78 |
237.80 |
+6.00 |
0 |
2 |
+0 |
Feb11 |
101220 |
233.00 |
236.20 |
233.00 |
236.20 |
+4.90 |
1 |
1 |
-1 |
Mar11 |
101220 |
236.20 |
236.20 |
236.17 |
236.20 |
+4.20 |
0 |
1 |
+0 |
Apr11 |
101220 |
245.70 |
245.70 |
245.66 |
245.70 |
+3.90 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1 |
9 |
-1 |
Natural Gas(NYM) |
Jan11 |
101220 |
4.052 |
4.250 |
4.013 |
4.237 |
+0.171 |
162,404 |
88,859 |
-13,491 |
Feb11 |
101220 |
4.090 |
4.277 |
4.052 |
4.264 |
+0.161 |
98,932 |
139,746 |
+14,603 |
Mar11 |
101220 |
4.081 |
4.275 |
4.045 |
4.260 |
+0.160 |
41,654 |
154,604 |
+2,674 |
Apr11 |
101220 |
4.076 |
4.264 |
4.040 |
4.249 |
+0.155 |
28,684 |
83,393 |
-920 |
May11 |
101220 |
4.077 |
4.299 |
4.077 |
4.283 |
+0.152 |
8,049 |
38,548 |
+1,036 |
Jun11 |
101220 |
4.142 |
4.351 |
4.142 |
4.336 |
+0.148 |
5,378 |
16,796 |
+291 |
Jul11 |
101220 |
4.221 |
4.421 |
4.221 |
4.406 |
+0.148 |
3,598 |
14,103 |
+313 |
Aug11 |
101220 |
4.264 |
4.460 |
4.264 |
4.447 |
+0.145 |
2,889 |
14,944 |
+192 |
Sep11 |
101220 |
4.300 |
4.473 |
4.300 |
4.458 |
+0.141 |
3,528 |
11,772 |
+653 |
Oct11 |
101220 |
4.389 |
4.542 |
4.347 |
4.527 |
+0.138 |
10,209 |
50,965 |
+104 |
Nov11 |
101220 |
4.579 |
4.729 |
4.579 |
4.713 |
+0.112 |
2,496 |
21,464 |
-59 |
Dec11 |
101220 |
4.863 |
4.981 |
4.834 |
4.969 |
+0.093 |
2,195 |
20,529 |
-187 |
Jan12 |
101220 |
5.028 |
5.142 |
5.028 |
5.129 |
+0.090 |
3,735 |
31,946 |
-216 |
Feb12 |
101220 |
5.009 |
5.100 |
5.009 |
5.092 |
+0.083 |
927 |
6,901 |
-110 |
Mar12 |
101220 |
4.885 |
4.992 |
4.885 |
4.988 |
+0.081 |
1,114 |
17,182 |
+363 |
Apr12 |
101220 |
4.698 |
4.788 |
4.698 |
4.788 |
+0.069 |
714 |
13,528 |
+206 |
Total Volume and Open Interest |
378,837 |
792,270 |
+5,903 |
Brent Crude Oil(ICE) |
Feb11 |
101220 |
91.65 |
92.90 |
91.02 |
92.74 |
+1.07 |
165,991 |
273,744 |
+9,226 |
Mar11 |
101220 |
92.00 |
92.86 |
91.07 |
92.72 |
+1.00 |
62,216 |
167,537 |
-281 |
Apr11 |
101220 |
92.15 |
92.93 |
91.21 |
92.81 |
+0.95 |
28,681 |
56,373 |
+2,235 |
May11 |
101220 |
92.32 |
93.05 |
91.35 |
92.94 |
+0.93 |
18,431 |
39,159 |
-421 |
Jun11 |
101220 |
92.42 |
93.18 |
91.48 |
93.07 |
+0.93 |
25,580 |
63,280 |
+1,869 |
Jul11 |
101220 |
92.51 |
93.20 |
91.83 |
93.14 |
+0.93 |
3,870 |
20,765 |
-3 |
Aug11 |
101220 |
92.54 |
93.25 |
91.75 |
93.18 |
+0.93 |
2,690 |
11,627 |
-34 |
Sep11 |
101220 |
92.30 |
93.27 |
91.80 |
93.20 |
+0.92 |
2,732 |
15,202 |
-748 |
Oct11 |
101220 |
92.42 |
93.30 |
91.86 |
93.24 |
+0.92 |
3,301 |
8,626 |
+98 |
Nov11 |
101220 |
93.26 |
93.26 |
93.26 |
93.26 |
+0.91 |
1,771 |
10,257 |
-468 |
Dec11 |
101220 |
92.71 |
93.45 |
91.82 |
93.30 |
+0.90 |
12,596 |
84,819 |
-122 |
Jan12 |
101220 |
93.32 |
93.32 |
93.32 |
93.32 |
+0.90 |
1,216 |
9,091 |
-745 |
Feb12 |
101220 |
93.32 |
93.32 |
93.32 |
93.32 |
+0.90 |
48 |
5,675 |
+0 |
Mar12 |
101220 |
93.29 |
93.29 |
93.29 |
93.29 |
+0.90 |
0 |
3,627 |
+0 |
Total Volume and Open Interest |
332,240 |
856,421 |
-20,300 |
Gas Oil(ICE) |
Jan11 |
101220 |
766.75 |
774.25 |
760.50 |
764.25 |
-2.25 |
51,636 |
140,680 |
-8,603 |
Feb11 |
101220 |
771.75 |
779.00 |
765.25 |
769.00 |
-2.25 |
45,441 |
106,988 |
+4,241 |
Mar11 |
101220 |
775.50 |
781.75 |
768.25 |
771.75 |
-2.25 |
16,614 |
62,264 |
+2,102 |
Apr11 |
101220 |
773.50 |
783.00 |
769.25 |
772.75 |
-2.00 |
6,436 |
55,252 |
+597 |
May11 |
101220 |
777.25 |
780.75 |
770.75 |
774.25 |
-1.75 |
5,892 |
41,581 |
+533 |
Jun11 |
101220 |
779.25 |
783.50 |
772.25 |
776.25 |
-1.25 |
11,561 |
52,055 |
+1,680 |
Jul11 |
101220 |
778.25 |
785.25 |
775.00 |
778.75 |
-1.00 |
1,493 |
18,199 |
-11 |
Aug11 |
101220 |
781.00 |
787.50 |
777.75 |
781.50 |
-1.00 |
1,317 |
17,106 |
+59 |
Sep11 |
101220 |
783.75 |
790.00 |
780.25 |
784.00 |
-1.00 |
1,989 |
10,687 |
+124 |
Oct11 |
101220 |
786.50 |
790.00 |
781.50 |
785.50 |
-1.00 |
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 |
49 |
207 |
-32 |
Jan11 |
101220 |
2.241 |
2.249 |
2.233 |
2.244 |
+0.026 |
87 |
785 |
-37 |
Feb11 |
101220 |
2.225 |
2.239 |
2.225 |
2.237 |
+0.020 |
194 |
832 |
-45 |
Mar11 |
101220 |
2.250 |
2.250 |
2.245 |
2.246 |
+0.017 |
76 |
1,051 |
+11 |
Apr11 |
101220 |
2.255 |
2.255 |
2.250 |
2.251 |
+0.017 |
48 |
636 |
-24 |
May11 |
101220 |
2.255 |
2.259 |
2.255 |
2.257 |
+0.013 |
78 |
423 |
-45 |
Jun11 |
101220 |
2.256 |
2.267 |
2.255 |
2.261 |
+0.011 |
76 |
518 |
-47 |
Jul11 |
101220 |
2.266 |
2.266 |
2.265 |
2.265 |
+0.005 |
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 |
81,033 |
30,718 |
-10,241 |
Feb11 |
101220 |
88.75 |
89.56 |
87.72 |
89.37 |
+0.77 |
72,246 |
106,155 |
+6,378 |
Mar11 |
101220 |
89.69 |
90.33 |
88.56 |
90.16 |
+0.79 |
39,230 |
72,708 |
+1,622 |
Apr11 |
101220 |
90.29 |
90.93 |
89.25 |
90.80 |
+0.85 |
15,932 |
35,387 |
+2,664 |
May11 |
101220 |
90.51 |
91.36 |
89.86 |
91.27 |
+0.91 |
9,662 |
15,326 |
+1,794 |
Jun11 |
101220 |
90.70 |
91.69 |
90.18 |
91.57 |
+0.92 |
19,352 |
54,373 |
+2,194 |
Jul11 |
101220 |
91.14 |
91.83 |
90.60 |
91.83 |
+0.94 |
3,184 |
15,380 |
+99 |
Aug11 |
101220 |
91.28 |
92.10 |
90.66 |
91.98 |
+0.93 |
1,633 |
11,937 |
-308 |
Sep11 |
101220 |
91.38 |
92.08 |
90.77 |
92.08 |
+0.92 |
1,345 |
14,508 |
-79 |
Oct11 |
101220 |
92.16 |
92.16 |
92.16 |
92.16 |
+0.92 |
1,515 |
8,981 |
-545 |
Nov11 |
101220 |
92.23 |
92.23 |
92.23 |
92.23 |
+0.91 |
1,423 |
8,793 |
+489 |
Dec11 |
101220 |
91.50 |
92.46 |
90.83 |
92.33 |
+0.92 |
14,646 |
61,591 |
+3,782 |
Jan12 |
101220 |
92.30 |
92.30 |
92.30 |
92.30 |
+0.94 |
759 |
4,891 |
+70 |
Feb12 |
101220 |
92.24 |
92.24 |
92.24 |
92.24 |
+0.95 |
0 |
1,179 |
+0 |
Mar12 |
101220 |
92.18 |
92.18 |
92.18 |
92.18 |
+0.96 |
0 |
3,160 |
+0 |
Apr12 |
101220 |
92.11 |
92.11 |
92.11 |
92.11 |
+0.96 |
0 |
734 |
+0 |
Total Volume and Open Interest |
220,480 |
524,694 |
+13,275 |
US Dollar Index(ICE) |
Mar11 |
101220 |
80.750 |
81.090 |
80.675 |
80.973 |
+0.220 |
17,544 |
24,295 |
-206 |
Jun11 |
101220 |
81.320 |
81.505 |
81.185 |
81.397 |
+0.245 |
1 |
559 |
+0 |
Sep11 |
101220 |
81.757 |
81.757 |
81.757 |
81.757 |
+0.245 |
0 |
2 |
+0 |
Total Volume and Open Interest |
17,545 |
24,856 |
-206 |
Australian Dollar(CME) |
Mar11 |
101220 |
97.67 |
98.47 |
97.60 |
98.38 |
+0.55 |
68,560 |
115,613 |
+2,007 |
Jun11 |
101220 |
96.84 |
97.25 |
96.70 |
97.25 |
+0.55 |
2 |
194 |
+2 |
Sep11 |
101220 |
96.03 |
96.03 |
95.48 |
96.03 |
+0.55 |
0 |
14 |
+0 |
Total Volume and Open Interest |
68,562 |
115,964 |
+2,009 |
British Pound(CME) |
Mar11 |
101220 |
155.08 |
155.67 |
154.67 |
154.95 |
-0.07 |
80,461 |
70,289 |
-593 |
Jun11 |
101220 |
154.83 |
155.37 |
154.72 |
154.80 |
-0.07 |
62 |
75 |
+5 |
Sep11 |
101220 |
154.89 |
154.89 |
154.59 |
154.59 |
-0.07 |
0 |
5 |
+0 |
Total Volume and Open Interest |
80,523 |
70,401 |
-588 |
Canadian Dollar(CME) |
Mar11 |
101220 |
98.59 |
98.80 |
97.77 |
98.07 |
-0.70 |
56,808 |
103,446 |
+866 |
Jun11 |
101220 |
98.41 |
98.54 |
97.60 |
97.85 |
-0.69 |
90 |
1,635 |
-23 |
Sep11 |
101220 |
97.40 |
98.26 |
97.40 |
97.61 |
-0.65 |
8 |
898 |
+6 |
Dec11 |
101220 |
97.17 |
97.99 |
97.15 |
97.36 |
-0.63 |
10 |
943 |
+3 |
Total Volume and Open Interest |
56,916 |
106,926 |
+852 |
Japanese Yen(CME) |
Mar11 |
101220 |
119.20 |
119.71 |
118.99 |
119.49 |
+0.17 |
101,600 |
90,895 |
-150 |
Jun11 |
101220 |
119.78 |
119.78 |
119.49 |
119.66 |
+0.17 |
18 |
279 |
-4 |
Sep11 |
101220 |
119.89 |
119.89 |
119.73 |
119.89 |
+0.16 |
0 |
9 |
+0 |
Total Volume and Open Interest |
101,618 |
91,184 |
-154 |
Swiss Franc(CME) |
Mar11 |
101220 |
103.17 |
103.97 |
103.02 |
103.63 |
+0.22 |
47,123 |
43,959 |
+1,449 |
Jun11 |
101220 |
103.76 |
103.76 |
103.54 |
103.76 |
+0.22 |
24 |
17 |
-17 |
Sep11 |
101220 |
103.92 |
103.92 |
103.70 |
103.92 |
+0.22 |
|
|
|
Total Volume and Open Interest |
47,148 |
43,978 |
+1,431 |
EuroFX(CME) |
Mar11 |
101220 |
131.63 |
131.80 |
130.91 |
131.14 |
-0.59 |
271,206 |
152,207 |
+2,727 |
Jun11 |
101220 |
131.56 |
131.66 |
130.89 |
131.06 |
-0.60 |
135 |
351 |
-16 |
Sep11 |
101220 |
130.61 |
131.56 |
130.61 |
130.96 |
-0.60 |
7 |
34 |
+5 |
Total Volume and Open Interest |
271,351 |
152,603 |
+2,716 |
Mexican Peso(CME) |
Jan11 |
101220 |
806.5 |
806.5 |
806.2 |
806.5 |
+0.2 |
|
|
|
Feb11 |
101220 |
804.5 |
804.5 |
804.2 |
804.5 |
+0.2 |
|
|
|
Total Volume and Open Interest |
21,168 |
114,209 |
-327 |
30-Year T-Bonds(CBOT) |
Dec10 |
101220 |
122~080 |
122~080 |
122~080 |
122~080 |
-0~190 |
|
|
|
Mar11 |
101220 |
121~070 |
122~020 |
120~130 |
120~240 |
-0~200 |
284,514 |
550,410 |
-3,806 |
Jun11 |
101220 |
120~150 |
120~150 |
119~070 |
119~070 |
-0~210 |
8 |
607 |
-5 |
Total Volume and Open Interest |
288,829 |
564,699 |
-10,749 |
10-Year T-Notes(CBOT) |
Dec10 |
101220 |
121~150 |
121~300 |
121~060 |
121~085 |
-0~045 |
4,072 |
5,895 |
-2,355 |
Mar11 |
101220 |
120~075 |
120~260 |
119~295 |
120~025 |
-0~055 |
1,159,474 |
1,374,056 |
+12,690 |
Jun11 |
101220 |
119~125 |
119~125 |
118~285 |
118~285 |
-0~055 |
1 |
42 |
+1 |
Total Volume and Open Interest |
1,163,549 |
1,379,997 |
+10,334 |
5-Year T-Notes(CBOT) |
Dec10 |
101220 |
118~089 |
118~089 |
118~089 |
118~089 |
+0~002 |
3,339 |
19,731 |
+19,731 |
Mar11 |
101220 |
117~070 |
117~121 |
117~065 |
117~078 |
+0~002 |
547,215 |
993,178 |
+4,965 |
Jun11 |
101220 |
116~102 |
116~102 |
116~100 |
116~102 |
+0~002 |
2 |
0 |
+0 |
Total Volume and Open Interest |
550,556 |
1,012,909 |
+3,944 |
2 Year T-Notes(CBOT) |
Dec10 |
101220 |
109~076 |
109~076 |
109~076 |
109~076 |
+0~001 |
|
|
|
Mar11 |
101220 |
109~039 |
109~050 |
109~036 |
109~043 |
+0~001 |
192,860 |
642,272 |
+895 |
Jun11 |
101220 |
109~018 |
109~018 |
109~017 |
109~018 |
+0~001 |
0 |
25 |
+0 |
Total Volume and Open Interest |
197,512 |
662,673 |
+1,529 |
Eurodollars(CME) |
Mar11 |
101220 |
99.590 |
99.590 |
99.565 |
99.580 |
unch |
335,279 |
1,131,962 |
-24,436 |
Jun11 |
101220 |
99.475 |
99.485 |
99.450 |
99.470 |
unch |
313,225 |
1,029,301 |
+19,942 |
Sep11 |
101220 |
99.330 |
99.355 |
99.315 |
99.335 |
unch |
312,611 |
896,850 |
-8,987 |
Dec11 |
101220 |
99.150 |
99.190 |
99.140 |
99.170 |
+0.010 |
304,812 |
751,963 |
+1,254 |
Mar12 |
101220 |
98.950 |
99.010 |
98.945 |
98.980 |
+0.015 |
322,538 |
800,756 |
-11,024 |
Jun12 |
101220 |
98.715 |
98.785 |
98.700 |
98.750 |
+0.020 |
269,732 |
498,480 |
-875 |
Sep12 |
101220 |
98.460 |
98.560 |
98.460 |
98.515 |
+0.025 |
248,061 |
374,914 |
-10,203 |
Dec12 |
101220 |
98.250 |
98.310 |
98.210 |
98.265 |
+0.035 |
221,731 |
302,093 |
+12,206 |
Mar13 |
101220 |
97.945 |
98.060 |
97.945 |
98.010 |
+0.045 |
119,874 |
191,414 |
+735 |
Jun13 |
101220 |
97.695 |
97.800 |
97.690 |
97.740 |
+0.050 |
95,698 |
161,464 |
+3,010 |
Sep13 |
101220 |
97.430 |
97.545 |
97.430 |
97.480 |
+0.055 |
89,790 |
180,170 |
-2,075 |
Dec13 |
101220 |
97.165 |
97.285 |
97.160 |
97.210 |
+0.055 |
82,499 |
135,149 |
+892 |
Mar14 |
101220 |
96.935 |
97.055 |
96.935 |
96.970 |
+0.050 |
37,050 |
110,318 |
+715 |
Jun14 |
101220 |
96.730 |
96.820 |
96.695 |
96.725 |
+0.045 |
33,127 |
109,315 |
+1,402 |
Sep14 |
101220 |
96.485 |
96.590 |
96.460 |
96.490 |
+0.040 |
29,347 |
73,107 |
+881 |
Dec14 |
101220 |
96.250 |
96.360 |
96.230 |
96.250 |
+0.030 |
28,872 |
75,353 |
+87 |
Mar15 |
101220 |
96.045 |
96.165 |
96.030 |
96.050 |
+0.025 |
16,732 |
52,083 |
-335 |
Jun15 |
101220 |
4.115 |
4.235 |
4.095 |
4.115 |
+0.020 |
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 |
101220 |
99.823 |
99.823 |
99.820 |
99.823 |
unch |
5,949 |
99,582 |
+1,227 |
Jan11 |
101220 |
99.820 |
99.825 |
99.815 |
99.820 |
unch |
2,345 |
65,811 |
+1,024 |
Feb11 |
101220 |
99.815 |
99.820 |
99.815 |
99.815 |
unch |
2,887 |
57,756 |
+811 |
Mar11 |
101220 |
99.810 |
99.820 |
99.810 |
99.815 |
unch |
3,450 |
38,800 |
+32 |
Apr11 |
101220 |
99.815 |
99.820 |
99.810 |
99.815 |
unch |
3,152 |
37,362 |
-69 |
May11 |
101220 |
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 |
101220 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
200 |
1,039 |
+153 |
Jun11 |
101220 |
99.630 |
99.630 |
99.630 |
99.630 |
-0.010 |
0 |
175 |
+0 |
Sep11 |
101220 |
99.615 |
99.615 |
99.615 |
99.615 |
-0.010 |
|
|
|
Dec11 |
101220 |
99.605 |
99.605 |
99.605 |
99.605 |
-0.010 |
0 |
75 |
+0 |
Mar12 |
101220 |
99.595 |
99.595 |
99.595 |
99.595 |
-0.010 |
|
|
|
Jun12 |
101220 |
99.640 |
99.640 |
99.640 |
99.640 |
-0.010 |
|
|
|
Sep12 |
101220 |
99.590 |
99.590 |
99.590 |
99.590 |
-0.010 |
|
|
|
Dec12 |
101220 |
99.285 |
99.285 |
99.285 |
99.285 |
-0.010 |
|
|
|
Mar13 |
101220 |
99.285 |
99.285 |
99.285 |
99.285 |
-0.010 |
|
|
|
Jun13 |
101220 |
99.240 |
99.240 |
99.240 |
99.240 |
-0.010 |
|
|
|
Total Volume and Open Interest |
200 |
1,289 |
+153 |
3-Mth Euro-Yen(SGX) |
Mar11 |
101220 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
262 |
1,994 |
+100 |
Jun11 |
101220 |
99.63 |
99.63 |
99.63 |
99.63 |
-0.01 |
0 |
1,364 |
+0 |
Sep11 |
101220 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
0 |
1,033 |
+0 |
Dec11 |
101220 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
0 |
385 |
+0 |
Mar12 |
101220 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.01 |
0 |
305 |
+0 |
Jun12 |
101220 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
0 |
754 |
+0 |
Sep12 |
101220 |
99.59 |
99.59 |
99.59 |
99.59 |
-0.01 |
0 |
310 |
+0 |
Dec12 |
101220 |
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 |
101220 |
139.66 |
140.15 |
139.66 |
139.91 |
+0.81 |
4,802 |
12,011 |
+262 |
Jun11 |
101220 |
137.82 |
137.82 |
137.82 |
137.82 |
+0.17 |
|
|
|
Sep11 |
101220 |
135.73 |
135.73 |
135.73 |
135.73 |
+0.17 |
|
|
|
Total Volume and Open Interest |
2,939 |
11,682 |
-329 |
Euro-Bund(EUREX) |
Mar11 |
101220 |
124.91 |
125.34 |
124.67 |
125.30 |
+0.92 |
554,723 |
900,600 |
+7,515 |
Jun11 |
101220 |
123.45 |
123.87 |
123.40 |
123.87 |
+0.92 |
75 |
561 |
+9 |
Sep11 |
101220 |
123.83 |
123.83 |
123.83 |
123.83 |
+0.92 |
|
|
|
Total Volume and Open Interest |
554,798 |
901,161 |
+7,524 |
Euro-Bobl(EUREX) |
Mar11 |
101220 |
117.93 |
118.30 |
117.80 |
118.26 |
+0.50 |
300,291 |
656,132 |
+8,836 |
Jun11 |
101220 |
116.70 |
116.83 |
116.70 |
116.83 |
+0.48 |
32 |
33 |
+0 |
Sep11 |
101220 |
116.81 |
116.81 |
116.81 |
116.81 |
+0.50 |
|
|
|
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 |
21 |
7,504 |
-1 |
Mar11 |
101220 |
98.885 |
98.885 |
98.875 |
98.875 |
-0.010 |
12 |
7,580 |
+11 |
Jun11 |
101220 |
98.730 |
98.730 |
98.725 |
98.725 |
-0.005 |
552 |
9,812 |
+501 |
Total Volume and Open Interest |
1,205 |
26,397 |
+1,086 |
Long Gilt(LIFFE) |
Dec10 |
101220 |
119~28 |
119~30 |
119~28 |
119~30 |
+0~23 |
210 |
3,685 |
-210 |
Mar11 |
101220 |
118~12 |
118~22 |
118~03 |
118~21 |
+0~23 |
112,765 |
253,563 |
+10,174 |
Total Volume and Open Interest |
112,975 |
257,248 |
+9,964 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
101220 |
99.16 |
99.16 |
99.13 |
99.14 |
unch |
35,321 |
284,018 |
+2,494 |
Jun11 |
101220 |
98.99 |
98.99 |
98.95 |
98.97 |
unch |
46,468 |
233,269 |
+687 |
Sep11 |
101220 |
98.80 |
98.81 |
98.77 |
98.80 |
+0.01 |
51,889 |
204,939 |
+377 |
Dec11 |
101220 |
98.58 |
98.61 |
98.56 |
98.59 |
+0.02 |
68,136 |
251,824 |
+6,134 |
Mar12 |
101220 |
98.38 |
98.40 |
98.34 |
98.38 |
+0.03 |
48,150 |
213,306 |
-6,789 |
Jun12 |
101220 |
98.14 |
98.17 |
98.09 |
98.13 |
+0.03 |
51,405 |
121,274 |
-16,708 |
Total Volume and Open Interest |
397,863 |
1,664,582 |
-14,840 |
3-Mth Euribor(LIFFE) |
Mar11 |
101220 |
98.885 |
98.895 |
98.870 |
98.875 |
-0.010 |
78,568 |
529,318 |
+7,699 |
Jun11 |
101220 |
98.730 |
98.740 |
98.715 |
98.725 |
-0.005 |
69,926 |
461,375 |
+7,944 |
Sep11 |
101220 |
98.590 |
98.590 |
98.555 |
98.580 |
+0.010 |
71,710 |
339,233 |
-68 |
Total Volume and Open Interest |
610,153 |
2,528,648 |
+23,123 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
101220 |
94.92 |
94.93 |
94.91 |
94.93 |
+0.01 |
13,084 |
196,061 |
+3,560 |
Jun11 |
101220 |
94.76 |
94.79 |
94.76 |
94.79 |
+0.02 |
11,463 |
112,437 |
+1,733 |
Sep11 |
101220 |
94.61 |
94.65 |
94.61 |
94.65 |
+0.03 |
6,953 |
71,683 |
+1,493 |
Dec11 |
101220 |
94.50 |
94.55 |
94.50 |
94.54 |
+0.03 |
3,418 |
47,818 |
+476 |
Mar12 |
101220 |
94.42 |
94.49 |
94.42 |
94.47 |
+0.04 |
1,685 |
42,346 |
-103 |
Jun12 |
101220 |
94.36 |
94.44 |
94.36 |
94.42 |
+0.04 |
1,098 |
38,263 |
-175 |
Sep12 |
101220 |
94.31 |
94.38 |
94.31 |
94.38 |
+0.04 |
695 |
19,163 |
-48 |
Dec12 |
101220 |
94.32 |
94.33 |
94.30 |
94.33 |
+0.03 |
869 |
7,269 |
-171 |
Mar13 |
101220 |
94.28 |
94.30 |
94.28 |
94.30 |
+0.04 |
8 |
2,540 |
+3 |
Jun13 |
101220 |
94.17 |
94.23 |
94.17 |
94.23 |
+0.04 |
10 |
575 |
+5 |
Total Volume and Open Interest |
39,288 |
538,981 |
+6,773 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
101220 |
94.37 |
94.45 |
94.36 |
94.43 |
+0.06 |
34,854 |
345,591 |
-2,257 |
Jun11 |
101220 |
94.43 |
94.43 |
94.43 |
94.43 |
+0.04 |
|
|
|
Total Volume and Open Interest |
34,854 |
345,591 |
-2,257 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
101220 |
94.70 |
94.74 |
94.69 |
94.74 |
+0.04 |
95,066 |
384,262 |
+15,589 |
Jun11 |
101220 |
94.74 |
94.74 |
94.74 |
94.74 |
+0.02 |
|
|
|
Total Volume and Open Interest |
95,066 |
384,262 |
+15,589 |
Gold(CMX) |
Dec10 |
101220 |
1379.5 |
1386.7 |
1376.5 |
1385.5 |
+6.9 |
228 |
615 |
-150 |
Feb11 |
101220 |
1377.0 |
1388.9 |
1376.6 |
1386.1 |
+6.9 |
179,528 |
352,764 |
-5,927 |
Apr11 |
101220 |
1379.7 |
1390.7 |
1378.8 |
1388.3 |
+6.9 |
10,270 |
49,980 |
-1,472 |
Jun11 |
101220 |
1383.9 |
1391.6 |
1382.0 |
1390.5 |
+6.9 |
1,944 |
34,045 |
-423 |
Aug11 |
101220 |
1388.8 |
1393.0 |
1387.9 |
1392.6 |
+6.8 |
436 |
15,096 |
+34 |
Oct11 |
101220 |
1394.9 |
1395.2 |
1394.7 |
1394.9 |
+6.8 |
402 |
11,700 |
+169 |
Dec11 |
101220 |
1395.9 |
1399.0 |
1390.3 |
1397.4 |
+6.8 |
4,042 |
27,005 |
+640 |
Feb12 |
101220 |
1400.1 |
1400.1 |
1400.1 |
1400.1 |
+6.7 |
145 |
6,623 |
+26 |
Apr12 |
101220 |
1403.0 |
1403.0 |
1403.0 |
1403.0 |
+6.6 |
100 |
5,239 |
+1 |
Jun12 |
101220 |
1406.2 |
1406.2 |
1406.2 |
1406.2 |
+6.6 |
57 |
12,203 |
+25 |
Aug12 |
101220 |
1409.7 |
1409.7 |
1409.7 |
1409.7 |
+6.5 |
0 |
6,086 |
+0 |
Oct12 |
101220 |
1413.5 |
1413.5 |
1413.5 |
1413.5 |
+6.3 |
100 |
1,080 |
+0 |
Total Volume and Open Interest |
208,180 |
583,741 |
-9,316 |
Silver(CMX) |
Dec10 |
101220 |
2936.5 |
2936.5 |
2888.0 |
2933.5 |
+22.2 |
61 |
360 |
-13 |
Mar11 |
101220 |
2924.0 |
2956.0 |
2881.0 |
2935.5 |
+22.2 |
65,070 |
74,923 |
+46 |
May11 |
101220 |
2930.0 |
2956.5 |
2888.0 |
2940.5 |
+22.2 |
1,837 |
12,490 |
+82 |
Jul11 |
101220 |
2950.0 |
2957.0 |
2904.5 |
2945.2 |
+22.1 |
567 |
8,972 |
-18 |
Sep11 |
101220 |
2950.0 |
2950.0 |
2905.5 |
2950.0 |
+22.0 |
136 |
6,214 |
+26 |
Dec11 |
101220 |
2969.5 |
2974.0 |
2945.0 |
2957.0 |
+21.6 |
506 |
12,278 |
+223 |
Mar12 |
101220 |
2963.5 |
2963.5 |
2963.5 |
2963.5 |
+21.5 |
16 |
374 |
+0 |
Total Volume and Open Interest |
69,294 |
130,865 |
+533 |
Platinum(NYMEX) |
Jan11 |
101220 |
1705.5 |
1712.7 |
1698.4 |
1710.7 |
+12.2 |
7,386 |
19,801 |
-1,811 |
Apr11 |
101220 |
1710.4 |
1717.5 |
1705.0 |
1715.7 |
+12.2 |
2,860 |
16,793 |
+2,553 |
Jul11 |
101220 |
1713.8 |
1718.3 |
1713.8 |
1718.3 |
+12.1 |
3 |
476 |
+0 |
Oct11 |
101220 |
1718.3 |
1718.3 |
1718.3 |
1718.3 |
+12.1 |
0 |
6 |
+0 |
Total Volume and Open Interest |
10,249 |
37,077 |
+742 |
Palladium(NYMEX) |
Dec10 |
101220 |
742.75 |
742.75 |
742.75 |
742.75 |
+5.15 |
0 |
37 |
+0 |
Mar11 |
101220 |
741.50 |
749.90 |
736.35 |
744.75 |
+6.15 |
2,850 |
22,560 |
+96 |
Jun11 |
101220 |
744.60 |
746.00 |
744.60 |
746.00 |
+6.35 |
4 |
392 |
+2 |
Total Volume and Open Interest |
2,854 |
23,022 |
+98 |
Copper(CMX) |
Dec10 |
101220 |
420.00 |
420.65 |
418.30 |
420.05 |
+4.75 |
624 |
2,172 |
-145 |
Mar11 |
101220 |
416.90 |
422.35 |
416.05 |
420.60 |
+4.70 |
28,448 |
115,163 |
+489 |
May11 |
101220 |
416.40 |
421.15 |
416.15 |
420.00 |
+4.75 |
899 |
25,878 |
-397 |
Jul11 |
101220 |
418.55 |
418.55 |
418.25 |
418.25 |
+4.75 |
625 |
7,355 |
+518 |
Sep11 |
101220 |
417.20 |
417.20 |
416.35 |
416.35 |
+4.80 |
103 |
5,029 |
+19 |
Total Volume and Open Interest |
31,319 |
164,504 |
+435 |
DJIA Index(CBOT) |
Mar11 |
101220 |
11440 |
11472 |
11378 |
11404 |
-26 |
1,630 |
5,060 |
+979 |
Jun11 |
101220 |
11350 |
11376 |
11350 |
11350 |
-26 |
|
|
|
Sep11 |
101220 |
11284 |
11310 |
11284 |
11284 |
-26 |
|
|
|
Dec11 |
101220 |
11229 |
11255 |
11229 |
11229 |
-26 |
|
|
|
Total Volume and Open Interest |
3,077 |
12,410 |
|
S & P 500(CME) |
Mar11 |
101220 |
1239.60 |
1245.50 |
1234.00 |
1241.20 |
+2.80 |
26,905 |
260,600 |
+9,924 |
Jun11 |
101220 |
1236.20 |
1240.50 |
1230.50 |
1236.20 |
+2.70 |
2 |
3,857 |
-7 |
Sep11 |
101220 |
1234.00 |
1235.70 |
1225.70 |
1231.40 |
+2.70 |
208 |
750 |
-5 |
Dec11 |
101220 |
1227.10 |
1231.40 |
1221.40 |
1227.10 |
+2.70 |
0 |
350 |
+0 |
Total Volume and Open Interest |
52,710 |
417,630 |
-2,372 |
S & P 500 E-Mini(Globex) |
Mar11 |
101220 |
1240.00 |
1245.75 |
1234.00 |
1241.25 |
+2.75 |
1,738,245 |
2,397,297 |
+152,244 |
Jun11 |
101220 |
1234.75 |
1240.50 |
1229.50 |
1236.25 |
+2.75 |
276 |
1,460 |
+93 |
Total Volume and Open Interest |
2,056,321 |
3,557,127 |
+133,302 |
NASDAQ 100(CME) |
Mar11 |
101220 |
2216.30 |
2229.50 |
2205.00 |
2220.30 |
+7.00 |
2,404 |
8,812 |
+2,009 |
Jun11 |
101220 |
2217.30 |
2220.00 |
2209.00 |
2217.30 |
+6.80 |
|
|
|
Sep11 |
101220 |
2214.80 |
2217.50 |
2214.80 |
2214.80 |
+6.80 |
|
|
|
Total Volume and Open Interest |
6,287 |
33,868 |
+893 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
101220 |
2216.00 |
2230.00 |
2205.50 |
2220.30 |
+7.00 |
243,753 |
333,822 |
+24,885 |
Jun11 |
101220 |
2213.50 |
2225.50 |
2203.80 |
2217.30 |
+6.80 |
1 |
14 |
-76 |
Total Volume and Open Interest |
310,429 |
545,564 |
+21,325 |
S & P Midcap 400(CME) |
Mar11 |
101220 |
903.00 |
904.00 |
899.70 |
899.70 |
+1.60 |
324 |
1,001 |
+241 |
Jun11 |
101220 |
896.60 |
896.90 |
896.60 |
896.60 |
+1.60 |
|
|
|
Sep11 |
101220 |
895.20 |
895.50 |
895.20 |
895.20 |
+1.60 |
|
|
|
Total Volume and Open Interest |
1,489 |
4,501 |
+907 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
101220 |
10360 |
10365 |
10220 |
10305 |
-45 |
7,010 |
37,721 |
+886 |
Jun11 |
101220 |
10285 |
10330 |
10285 |
10285 |
-45 |
2 |
3 |
+1 |
Total Volume and Open Interest |
7,012 |
37,724 |
+887 |
Nikkei 225(SGX) |
Mar11 |
101220 |
10295 |
10315 |
10175 |
10240 |
-60 |
64,837 |
195,009 |
+734 |
Jun11 |
101220 |
10165 |
10170 |
10130 |
10170 |
-55 |
4 |
2,213 |
+0 |
Sep11 |
101220 |
10170 |
10170 |
10170 |
10170 |
-55 |
|
|
|
Total Volume and Open Interest |
66,861 |
208,844 |
+734 |
CAC 40(EURONEXT) |
Jan11 |
101220 |
3876.5 |
3923.0 |
3866.0 |
3888.5 |
+16.5 |
77,302 |
337,840 |
+41,251 |
Feb11 |
101220 |
3875.0 |
3918.5 |
3875.0 |
3891.0 |
+16.5 |
6 |
80 |
+0 |
Mar11 |
101220 |
3882.0 |
3925.0 |
3881.5 |
3892.5 |
+14.5 |
929 |
43,535 |
+588 |
Total Volume and Open Interest |
217,127 |
575,107 |
-76,361 |
Hang Seng Index(HKFE) |
Dec10 |
101220 |
22690 |
22742 |
22367 |
22698 |
+26 |
74,075 |
88,622 |
-2,378 |
Jan11 |
101220 |
22700 |
22744 |
22384 |
22698 |
+27 |
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 |
235,531 |
116,469 |
-56,680 |
Mar11 |
101220 |
7005.0 |
7086.5 |
7003.0 |
7037.0 |
+27.5 |
99,516 |
175,733 |
+42,695 |
Jun11 |
101220 |
7028.5 |
7109.0 |
7028.5 |
7060.5 |
+27.5 |
7,575 |
9,702 |
+37 |
Total Volume and Open Interest |
283,896 |
270,783 |
+11,611 |
FT-SE 100(EURONEXT) |
Mar11 |
101220 |
5838.50 |
5882.00 |
5827.00 |
5857.00 |
+29.50 |
114,423 |
646,928 |
+55,450 |
Jun11 |
101220 |
5814.50 |
5814.50 |
5814.50 |
5814.50 |
+29.00 |
149 |
1,243 |
+136 |
Sep11 |
101220 |
5782.50 |
5782.50 |
5782.50 |
5782.50 |
+24.00 |
0 |
10 |
+0 |
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 |
84,832 |
183,231 |
-32,317 |
Mar11 |
101220 |
4765.0 |
4780.0 |
4724.0 |
4729.0 |
-30.0 |
22,153 |
182,235 |
+1,575 |
Jun11 |
101220 |
4756.0 |
4756.0 |
4756.0 |
4756.0 |
-28.0 |
150 |
2,506 |
+125 |
Total Volume and Open Interest |
22,503 |
187,934 |
-63,457 |
GSCI(CME) |
Jan11 |
101220 |
617.50 |
618.00 |
609.50 |
617.50 |
+7.50 |
145 |
14,723 |
+25 |
Feb11 |
101220 |
621.00 |
621.00 |
612.50 |
621.00 |
+8.00 |
2 |
0 |
+0 |
Mar11 |
101220 |
622.00 |
622.00 |
613.50 |
622.00 |
+8.00 |
|
|
|
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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