|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed December 22, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
101222 |
1324.50 |
1333.00 |
1317.50 |
1328.75 |
+2.50 |
84,123 |
102,644 |
-9,406 |
Mar11 |
101222 |
1336.25 |
1343.75 |
1328.50 |
1339.75 |
+2.25 |
66,848 |
271,767 |
+9,607 |
May11 |
101222 |
1342.25 |
1350.50 |
1336.75 |
1346.75 |
+2.25 |
13,944 |
86,805 |
+1,407 |
Jul11 |
101222 |
1344.50 |
1353.00 |
1337.50 |
1349.00 |
+2.75 |
11,237 |
67,443 |
-427 |
Aug11 |
101222 |
1323.50 |
1323.50 |
1322.25 |
1323.50 |
+1.25 |
167 |
2,185 |
+4 |
Sep11 |
101222 |
1289.00 |
1289.25 |
1285.00 |
1285.00 |
-0.50 |
97 |
2,818 |
-13 |
Nov11 |
101222 |
1246.75 |
1254.50 |
1243.00 |
1248.50 |
-1.25 |
8,031 |
108,230 |
+1,795 |
Total Volume and Open Interest |
186,406 |
660,863 |
+3,931 |
Soybean Meal(CBOT) |
Jan11 |
101222 |
352.80 |
353.10 |
350.00 |
352.70 |
+0.10 |
25,312 |
24,077 |
-5,366 |
Mar11 |
101222 |
356.50 |
356.90 |
353.50 |
356.40 |
unch |
23,645 |
82,863 |
+4,048 |
May11 |
101222 |
356.80 |
357.60 |
354.90 |
357.30 |
+0.30 |
4,888 |
28,722 |
+6 |
Jul11 |
101222 |
357.50 |
358.60 |
354.70 |
358.00 |
+0.40 |
3,168 |
20,017 |
-2 |
Aug11 |
101222 |
348.00 |
348.90 |
347.80 |
348.90 |
+0.50 |
464 |
6,108 |
+76 |
Sep11 |
101222 |
336.30 |
337.20 |
335.60 |
336.90 |
+0.30 |
363 |
5,774 |
-15 |
Oct11 |
101222 |
319.40 |
320.70 |
318.50 |
320.00 |
-0.10 |
297 |
4,851 |
-48 |
Dec11 |
101222 |
316.70 |
318.10 |
315.00 |
317.00 |
-0.10 |
2,014 |
18,956 |
+261 |
Total Volume and Open Interest |
60,372 |
194,131 |
-963 |
Soybean Oil(CBOT) |
Jan11 |
101222 |
55.45 |
56.06 |
55.35 |
55.97 |
+0.41 |
60,001 |
41,532 |
-6,490 |
Mar11 |
101222 |
55.95 |
56.68 |
55.88 |
56.57 |
+0.48 |
64,673 |
186,359 |
+10,366 |
May11 |
101222 |
56.37 |
57.00 |
56.24 |
56.92 |
+0.48 |
5,909 |
43,003 |
+665 |
Jul11 |
101222 |
56.57 |
57.09 |
56.38 |
57.03 |
+0.44 |
4,513 |
40,192 |
+594 |
Aug11 |
101222 |
56.53 |
57.03 |
56.46 |
57.00 |
+0.42 |
293 |
4,613 |
-24 |
Sep11 |
101222 |
56.66 |
57.00 |
56.57 |
56.93 |
+0.40 |
315 |
5,298 |
+48 |
Oct11 |
101222 |
56.71 |
56.80 |
56.14 |
56.80 |
+0.40 |
328 |
7,525 |
+94 |
Dec11 |
101222 |
56.53 |
56.85 |
56.20 |
56.78 |
+0.37 |
728 |
25,713 |
+27 |
Total Volume and Open Interest |
136,772 |
354,995 |
+5,291 |
Canola(WCE) |
Jan11 |
101222 |
572.6 |
576.9 |
568.3 |
575.4 |
+6.0 |
11,479 |
26,827 |
-8,994 |
Mar11 |
101222 |
577.0 |
585.0 |
576.0 |
583.4 |
+7.0 |
13,523 |
102,973 |
+9,228 |
May11 |
101222 |
582.0 |
588.2 |
581.0 |
586.9 |
+7.6 |
599 |
8,593 |
+185 |
Jul11 |
101222 |
580.4 |
586.0 |
579.5 |
585.2 |
+5.3 |
662 |
15,748 |
+79 |
Nov11 |
101222 |
524.8 |
526.3 |
520.4 |
525.2 |
+3.2 |
1,448 |
36,315 |
+611 |
Total Volume and Open Interest |
27,764 |
193,114 |
+1,147 |
Corn(CBOT) |
Mar11 |
101222 |
602.50 |
609.75 |
600.00 |
609.00 |
+6.75 |
75,074 |
732,442 |
-1,299 |
May11 |
101222 |
610.25 |
617.50 |
608.25 |
617.00 |
+6.75 |
14,258 |
192,489 |
+1,803 |
Jul11 |
101222 |
614.00 |
621.75 |
612.75 |
621.25 |
+7.00 |
12,973 |
229,451 |
+646 |
Sep11 |
101222 |
568.00 |
574.25 |
568.00 |
573.25 |
+5.00 |
2,062 |
42,360 |
+459 |
Dec11 |
101222 |
545.00 |
551.50 |
543.25 |
550.00 |
+4.25 |
13,869 |
258,626 |
+362 |
Mar12 |
101222 |
552.75 |
558.75 |
552.00 |
558.00 |
+4.25 |
819 |
19,572 |
+257 |
Total Volume and Open Interest |
120,757 |
1,518,419 |
+2,405 |
Wheat(CBOT) |
Mar11 |
101222 |
762.50 |
785.25 |
756.00 |
783.50 |
+18.50 |
23,700 |
224,824 |
-578 |
May11 |
101222 |
792.50 |
810.50 |
783.75 |
809.75 |
+17.25 |
3,934 |
63,489 |
+29 |
Jul11 |
101222 |
805.00 |
823.50 |
797.50 |
822.50 |
+16.25 |
5,768 |
104,363 |
+797 |
Sep11 |
101222 |
820.00 |
837.25 |
812.50 |
836.25 |
+16.25 |
1,074 |
17,837 |
+327 |
Dec11 |
101222 |
833.75 |
851.75 |
827.00 |
850.50 |
+15.75 |
1,761 |
55,593 |
-36 |
Total Volume and Open Interest |
36,469 |
480,241 |
+586 |
Wheat(KCBT) |
Mar11 |
101222 |
825.25 |
845.00 |
818.50 |
844.50 |
+18.00 |
6,224 |
112,069 |
-579 |
May11 |
101222 |
835.00 |
852.50 |
828.25 |
852.50 |
+17.75 |
1,306 |
25,883 |
+19 |
Jul11 |
101222 |
839.50 |
858.75 |
833.00 |
858.00 |
+17.25 |
2,045 |
53,789 |
-124 |
Sep11 |
101222 |
847.00 |
866.75 |
842.75 |
866.00 |
+17.25 |
415 |
13,276 |
+155 |
Dec11 |
101222 |
849.75 |
874.50 |
849.75 |
874.00 |
+17.25 |
973 |
10,604 |
+103 |
Total Volume and Open Interest |
10,981 |
217,820 |
-424 |
Wheat(MGE) |
Dec10 |
101214 |
831.25 |
831.25 |
831.25 |
831.25 |
-27.50 |
16 |
14 |
-12 |
Mar11 |
101222 |
857.75 |
875.00 |
851.00 |
869.75 |
+12.00 |
2,297 |
29,396 |
+434 |
May11 |
101222 |
864.00 |
880.25 |
858.25 |
876.75 |
+12.50 |
676 |
12,090 |
+169 |
Jul11 |
101222 |
865.75 |
881.50 |
860.00 |
878.00 |
+11.00 |
410 |
8,733 |
+64 |
Sep11 |
101222 |
858.00 |
872.25 |
854.00 |
871.25 |
+12.50 |
236 |
8,816 |
+91 |
Total Volume and Open Interest |
4,040 |
68,149 |
+771 |
Oats(CBOT) |
Mar11 |
101222 |
394.75 |
397.00 |
387.00 |
391.75 |
-2.50 |
516 |
9,885 |
+148 |
May11 |
101222 |
400.00 |
400.50 |
392.00 |
395.50 |
-3.00 |
6 |
667 |
+1 |
Jul11 |
101222 |
403.00 |
403.00 |
396.00 |
396.50 |
-5.00 |
15 |
242 |
-1 |
Sep11 |
101222 |
352.50 |
352.50 |
338.25 |
351.50 |
+13.25 |
0 |
2 |
+0 |
Total Volume and Open Interest |
537 |
11,771 |
+148 |
Rough Rice(CBOT) |
Jan11 |
101222 |
13.60 |
13.76 |
13.40 |
13.43 |
-0.20 |
1,166 |
4,497 |
-738 |
Mar11 |
101222 |
13.93 |
14.09 |
13.70 |
13.73 |
-0.20 |
1,304 |
10,214 |
+866 |
May11 |
101222 |
14.10 |
14.16 |
13.99 |
14.01 |
-0.20 |
22 |
1,499 |
+8 |
Jul11 |
101222 |
14.32 |
14.44 |
14.27 |
14.27 |
-0.20 |
4 |
1,588 |
+4 |
Total Volume and Open Interest |
2,496 |
18,508 |
+140 |
Live Cattle(CME) |
Dec10 |
101222 |
102.600 |
104.680 |
101.900 |
104.135 |
+1.285 |
3,488 |
9,153 |
-1,796 |
Feb11 |
101222 |
105.680 |
108.800 |
105.550 |
107.550 |
+1.750 |
15,314 |
150,010 |
-1,071 |
Apr11 |
101222 |
109.480 |
111.980 |
109.050 |
110.950 |
+1.415 |
7,131 |
85,366 |
+177 |
Jun11 |
101222 |
107.100 |
109.500 |
106.600 |
108.285 |
+1.150 |
3,643 |
45,813 |
+962 |
Aug11 |
101222 |
107.600 |
109.900 |
107.250 |
108.900 |
+1.250 |
1,130 |
16,260 |
+265 |
Oct11 |
101222 |
109.950 |
111.500 |
109.600 |
110.800 |
+0.665 |
698 |
10,128 |
+148 |
Total Volume and Open Interest |
31,961 |
325,371 |
-1,094 |
Feeder Cattle(CME) |
Jan11 |
101222 |
121.400 |
122.480 |
120.635 |
121.680 |
+0.330 |
1,516 |
8,042 |
-424 |
Mar11 |
101222 |
122.750 |
124.150 |
122.100 |
123.635 |
+0.655 |
2,979 |
19,466 |
+804 |
Apr11 |
101222 |
123.450 |
124.600 |
122.500 |
124.100 |
+0.650 |
646 |
4,233 |
+106 |
May11 |
101222 |
123.535 |
124.650 |
122.635 |
124.500 |
+0.715 |
610 |
5,711 |
+343 |
Aug11 |
101222 |
124.000 |
125.000 |
122.950 |
124.730 |
+0.695 |
765 |
5,751 |
+365 |
Sep11 |
101222 |
122.950 |
123.800 |
122.000 |
123.700 |
+0.500 |
54 |
463 |
+29 |
Oct11 |
101222 |
122.400 |
123.000 |
121.100 |
122.700 |
+0.400 |
10 |
123 |
+3 |
Total Volume and Open Interest |
6,586 |
43,851 |
+1,232 |
Lean Hogs(CME) |
Feb11 |
101222 |
76.000 |
78.950 |
75.900 |
78.885 |
+2.910 |
8,665 |
83,007 |
+1,123 |
Apr11 |
101222 |
80.500 |
83.000 |
80.400 |
82.900 |
+2.500 |
2,031 |
51,604 |
+133 |
May11 |
101222 |
87.035 |
89.500 |
87.035 |
89.500 |
+2.465 |
60 |
1,704 |
+3 |
Jun11 |
101222 |
89.600 |
91.400 |
89.600 |
91.385 |
+1.785 |
935 |
33,193 |
+79 |
Jul11 |
101222 |
89.150 |
90.700 |
89.150 |
90.680 |
+1.480 |
145 |
7,524 |
+36 |
Aug11 |
101222 |
88.800 |
89.830 |
88.800 |
89.730 |
+1.130 |
231 |
8,814 |
+81 |
Oct11 |
101222 |
79.200 |
80.385 |
79.200 |
80.300 |
+0.970 |
132 |
5,653 |
+105 |
Dec11 |
101222 |
76.200 |
77.000 |
76.200 |
76.950 |
+0.550 |
21 |
2,116 |
+6 |
Total Volume and Open Interest |
12,225 |
194,321 |
+1,565 |
Class III Milk(CME) |
Dec10 |
101222 |
13.75 |
13.75 |
13.73 |
13.73 |
-0.01 |
31 |
5,870 |
-5 |
Jan11 |
101222 |
13.20 |
13.23 |
12.99 |
13.08 |
-0.08 |
132 |
4,618 |
+8 |
Feb11 |
101222 |
13.47 |
13.49 |
13.20 |
13.31 |
-0.08 |
211 |
4,607 |
+47 |
Mar11 |
101222 |
13.83 |
13.83 |
13.62 |
13.64 |
-0.08 |
96 |
3,397 |
+18 |
Apr11 |
101222 |
14.25 |
14.25 |
14.12 |
14.15 |
-0.09 |
36 |
2,494 |
+17 |
Total Volume and Open Interest |
848 |
32,346 |
+263 |
Cocoa(ICE) |
Mar11 |
101222 |
2980 |
2993 |
2946 |
2970 |
-5 |
4,548 |
68,825 |
+266 |
May11 |
101222 |
2988 |
3006 |
2966 |
2987 |
-6 |
1,209 |
22,068 |
-721 |
Jul11 |
101222 |
3001 |
3023 |
2980 |
3001 |
-7 |
168 |
11,834 |
-48 |
Sep11 |
101222 |
3000 |
3031 |
2994 |
3014 |
-6 |
209 |
6,821 |
+71 |
Dec11 |
101222 |
3021 |
3047 |
3011 |
3031 |
-7 |
61 |
11,305 |
+14 |
Mar12 |
101222 |
3088 |
3097 |
3075 |
3093 |
-7 |
0 |
11,023 |
+0 |
May12 |
101222 |
3073 |
3087 |
3073 |
3084 |
-13 |
0 |
4,147 |
+0 |
Total Volume and Open Interest |
6,195 |
137,878 |
-418 |
Coffee "C"(ICE) |
Dec10 |
101220 |
224.80 |
225.45 |
223.85 |
224.65 |
-0.60 |
90 |
96 |
-31 |
Mar11 |
101222 |
233.85 |
242.25 |
228.65 |
230.20 |
-3.65 |
13,272 |
89,756 |
+516 |
May11 |
101222 |
235.25 |
243.50 |
230.20 |
231.60 |
-3.65 |
3,856 |
26,477 |
+261 |
Jul11 |
101222 |
234.05 |
241.00 |
229.05 |
230.20 |
-3.70 |
1,920 |
9,295 |
+1,041 |
Sep11 |
101222 |
235.00 |
237.70 |
225.25 |
226.30 |
-3.80 |
447 |
4,368 |
+64 |
Dec11 |
101222 |
232.55 |
232.55 |
221.20 |
221.20 |
-4.05 |
167 |
6,752 |
+104 |
Total Volume and Open Interest |
19,726 |
137,925 |
+2,024 |
Orange Juice(ICE) |
Jan11 |
101222 |
162.90 |
168.40 |
161.70 |
167.65 |
+5.70 |
3,217 |
5,016 |
-1,361 |
Mar11 |
101222 |
161.00 |
163.65 |
159.25 |
162.75 |
+2.80 |
3,281 |
17,777 |
+1,092 |
May11 |
101222 |
162.00 |
164.50 |
161.65 |
164.10 |
+3.15 |
961 |
3,789 |
-9 |
Jul11 |
101222 |
162.75 |
164.75 |
162.10 |
164.75 |
+2.80 |
329 |
2,416 |
+18 |
Sep11 |
101222 |
165.75 |
165.75 |
165.75 |
165.75 |
+2.85 |
2 |
371 |
-1 |
Nov11 |
101222 |
163.75 |
165.95 |
163.50 |
165.95 |
+3.00 |
6 |
59 |
+4 |
Total Volume and Open Interest |
7,796 |
29,451 |
-257 |
Sugar #11(ICE) |
Mar11 |
101222 |
32.67 |
33.30 |
32.05 |
33.13 |
+0.11 |
40,611 |
244,238 |
+123 |
May11 |
101222 |
29.34 |
29.91 |
28.76 |
29.77 |
+0.22 |
16,191 |
112,360 |
-1,243 |
Jul11 |
101222 |
25.56 |
26.25 |
25.30 |
26.12 |
+0.29 |
9,644 |
100,220 |
+269 |
Oct11 |
101222 |
23.53 |
24.14 |
23.29 |
24.03 |
+0.24 |
5,681 |
57,195 |
-780 |
Mar12 |
101222 |
22.58 |
23.12 |
22.36 |
23.01 |
+0.19 |
2,164 |
47,923 |
+811 |
Total Volume and Open Interest |
75,519 |
606,435 |
-881 |
London Cocoa(LCE) |
Mar11 |
101222 |
2010 |
2010 |
1990 |
2009 |
+1 |
5,804 |
65,074 |
-824 |
May11 |
101222 |
2015 |
2018 |
2000 |
2018 |
+2 |
522 |
21,784 |
-68 |
Jul11 |
101222 |
2028 |
2030 |
2012 |
2026 |
-2 |
1,241 |
20,605 |
+792 |
Sep11 |
101222 |
2035 |
2037 |
2020 |
2033 |
-1 |
272 |
13,208 |
+68 |
Dec11 |
101222 |
2042 |
2044 |
2030 |
2042 |
unch |
40 |
17,362 |
+25 |
Mar12 |
101222 |
2049 |
2060 |
2045 |
2055 |
-2 |
505 |
17,369 |
+0 |
May12 |
101222 |
2053 |
2063 |
2053 |
2062 |
unch |
12 |
3,141 |
+0 |
Total Volume and Open Interest |
8,396 |
158,967 |
-7 |
London Sugar(LCE) |
Mar11 |
101222 |
794.60 |
806.00 |
783.30 |
784.50 |
-25.80 |
2,602 |
28,159 |
-269 |
May11 |
101222 |
760.50 |
771.50 |
747.30 |
748.50 |
-27.10 |
334 |
10,125 |
-18 |
Aug11 |
101222 |
687.10 |
687.10 |
670.00 |
670.80 |
-23.70 |
85 |
7,403 |
+15 |
Oct11 |
101222 |
625.10 |
627.10 |
611.10 |
613.30 |
-19.80 |
40 |
2,223 |
+5 |
Dec11 |
101222 |
604.50 |
608.60 |
590.70 |
592.20 |
-19.50 |
22 |
887 |
+14 |
Total Volume and Open Interest |
3,083 |
49,374 |
-253 |
Cotton(ICE) |
Mar11 |
101222 |
155.50 |
155.94 |
154.12 |
154.12 |
-5.00 |
7,481 |
105,062 |
-685 |
May11 |
101222 |
143.48 |
143.48 |
139.69 |
139.69 |
-5.00 |
3,767 |
21,871 |
-51 |
Jul11 |
101222 |
128.50 |
128.50 |
126.35 |
126.35 |
-5.00 |
5,993 |
30,090 |
+65 |
Oct11 |
101222 |
105.60 |
105.60 |
105.26 |
105.60 |
-5.00 |
121 |
183 |
+20 |
Dec11 |
101222 |
97.07 |
97.25 |
92.47 |
94.94 |
-2.53 |
5,339 |
42,758 |
+1,700 |
Mar12 |
101222 |
89.20 |
89.50 |
87.40 |
89.50 |
-2.90 |
17 |
878 |
+2 |
Total Volume and Open Interest |
22,761 |
202,337 |
+1,087 |
Lumber(CME) |
Jan11 |
101222 |
298.2 |
307.9 |
298.2 |
307.0 |
+8.3 |
265 |
1,658 |
-110 |
Mar11 |
101222 |
312.0 |
320.6 |
311.6 |
319.3 |
+6.4 |
566 |
5,738 |
+217 |
May11 |
101222 |
320.8 |
328.4 |
320.4 |
326.8 |
+7.3 |
141 |
1,908 |
+56 |
Jul11 |
101222 |
328.0 |
329.5 |
326.1 |
329.2 |
+3.2 |
51 |
697 |
+46 |
Total Volume and Open Interest |
1,024 |
10,133 |
+210 |
Crude Oil(NYM) |
Feb11 |
101222 |
89.99 |
90.80 |
89.85 |
90.48 |
+0.66 |
187,321 |
308,656 |
+3,445 |
Mar11 |
101222 |
90.79 |
91.55 |
90.67 |
91.21 |
+0.57 |
59,526 |
183,153 |
-3,395 |
Apr11 |
101222 |
91.44 |
92.15 |
91.30 |
91.81 |
+0.54 |
31,260 |
80,991 |
+4,813 |
May11 |
101222 |
91.90 |
92.55 |
91.79 |
92.25 |
+0.53 |
15,366 |
53,452 |
+3,086 |
Jun11 |
101222 |
92.11 |
92.80 |
92.01 |
92.52 |
+0.51 |
18,997 |
89,138 |
+713 |
Jul11 |
101222 |
92.31 |
92.91 |
92.31 |
92.73 |
+0.49 |
3,854 |
42,051 |
+763 |
Aug11 |
101222 |
92.44 |
92.94 |
92.44 |
92.84 |
+0.47 |
2,613 |
20,739 |
+16 |
Sep11 |
101222 |
92.52 |
92.91 |
92.52 |
92.91 |
+0.45 |
2,377 |
26,495 |
+397 |
Oct11 |
101222 |
92.61 |
93.00 |
92.54 |
92.95 |
+0.42 |
1,494 |
19,118 |
-199 |
Nov11 |
101222 |
92.83 |
92.99 |
92.83 |
92.99 |
+0.40 |
1,823 |
20,608 |
+4 |
Dec11 |
101222 |
92.67 |
93.21 |
92.61 |
93.04 |
+0.37 |
18,099 |
152,670 |
-148 |
Jan12 |
101222 |
92.97 |
92.97 |
92.97 |
92.97 |
+0.35 |
508 |
27,565 |
-145 |
Feb12 |
101222 |
92.88 |
92.88 |
92.88 |
92.88 |
+0.34 |
143 |
8,393 |
-20 |
Mar12 |
101222 |
92.78 |
92.78 |
92.78 |
92.78 |
+0.32 |
103 |
10,084 |
-13 |
Apr12 |
101222 |
92.68 |
92.68 |
92.68 |
92.68 |
+0.31 |
71 |
4,499 |
-10 |
May12 |
101222 |
92.58 |
92.58 |
92.58 |
92.58 |
+0.29 |
173 |
5,536 |
-103 |
Total Volume and Open Interest |
357,619 |
1,369,544 |
+12,114 |
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 |
101222 |
89.975 |
90.775 |
89.850 |
90.475 |
+0.650 |
4,843 |
3,471 |
-225 |
Mar11 |
101222 |
90.950 |
91.525 |
90.675 |
91.200 |
+0.550 |
442 |
1,152 |
+180 |
Apr11 |
101222 |
91.875 |
91.875 |
91.725 |
91.800 |
+0.525 |
20 |
65 |
-1 |
May11 |
101222 |
92.250 |
92.250 |
92.250 |
92.250 |
+0.525 |
0 |
14 |
+0 |
Jun11 |
101222 |
92.525 |
92.525 |
92.525 |
92.525 |
+0.525 |
0 |
44 |
+0 |
Jul11 |
101222 |
92.700 |
92.875 |
92.700 |
92.725 |
+0.475 |
0 |
5 |
+0 |
Aug11 |
101222 |
92.850 |
92.850 |
92.850 |
92.850 |
+0.475 |
12 |
8 |
+0 |
Sep11 |
101222 |
92.900 |
92.900 |
92.900 |
92.900 |
+0.450 |
0 |
2 |
+0 |
Total Volume and Open Interest |
5,318 |
4,994 |
-47 |
Heating Oil(NYM) |
Jan11 |
101222 |
251.93 |
253.60 |
251.57 |
252.85 |
+1.21 |
29,076 |
41,659 |
-8,864 |
Feb11 |
101222 |
253.28 |
254.88 |
252.85 |
254.02 |
+1.11 |
33,364 |
90,372 |
+7,996 |
Mar11 |
101222 |
253.65 |
255.08 |
253.18 |
254.15 |
+0.98 |
8,433 |
50,072 |
+273 |
Apr11 |
101222 |
252.75 |
253.35 |
252.13 |
252.71 |
+0.81 |
5,940 |
24,993 |
-611 |
May11 |
101222 |
251.21 |
252.58 |
251.21 |
251.74 |
+0.75 |
2,344 |
18,357 |
+499 |
Jun11 |
101222 |
250.99 |
252.47 |
250.85 |
251.67 |
+0.75 |
6,612 |
36,039 |
-261 |
Jul11 |
101222 |
252.86 |
252.86 |
252.32 |
252.62 |
+0.73 |
1,753 |
8,161 |
-184 |
Aug11 |
101222 |
254.13 |
254.13 |
253.62 |
253.69 |
+0.70 |
2,482 |
4,711 |
+192 |
Sep11 |
101222 |
254.57 |
255.19 |
254.57 |
254.84 |
+0.70 |
1,839 |
4,814 |
+576 |
Oct11 |
101222 |
255.99 |
256.10 |
255.77 |
256.04 |
+0.70 |
545 |
4,011 |
+190 |
Nov11 |
101222 |
257.54 |
257.54 |
257.14 |
257.44 |
+0.70 |
674 |
3,674 |
+42 |
Dec11 |
101222 |
257.97 |
258.95 |
257.78 |
258.69 |
+0.72 |
2,546 |
14,711 |
-107 |
Total Volume and Open Interest |
95,959 |
310,699 |
-163 |
Gasoline(NYMEX) |
Jan11 |
101222 |
241.35 |
242.60 |
240.73 |
242.45 |
+2.60 |
27,194 |
35,397 |
-6,239 |
Feb11 |
101222 |
239.40 |
240.93 |
239.12 |
240.69 |
+2.53 |
34,597 |
87,697 |
+3,739 |
Mar11 |
101222 |
239.04 |
240.37 |
238.67 |
240.23 |
+2.32 |
12,290 |
44,218 |
-569 |
Apr11 |
101222 |
248.68 |
249.41 |
248.41 |
249.27 |
+2.15 |
5,591 |
31,664 |
+579 |
May11 |
101222 |
248.35 |
249.60 |
248.35 |
249.52 |
+1.99 |
3,536 |
14,572 |
+468 |
Jun11 |
101222 |
248.66 |
249.60 |
248.43 |
249.24 |
+1.71 |
4,493 |
18,909 |
+818 |
Jul11 |
101222 |
248.25 |
248.25 |
247.50 |
248.20 |
+1.58 |
1,051 |
4,782 |
+95 |
Aug11 |
101222 |
247.00 |
247.00 |
245.90 |
246.75 |
+1.47 |
870 |
5,754 |
+291 |
Sep11 |
101222 |
245.20 |
245.20 |
244.65 |
244.95 |
+1.35 |
515 |
2,923 |
+118 |
Oct11 |
101222 |
234.05 |
234.05 |
234.05 |
234.05 |
+1.09 |
556 |
3,163 |
+18 |
Total Volume and Open Interest |
92,281 |
282,834 |
-905 |
e-miNY RBOB Gasoline(NYM) |
Jan11 |
101222 |
242.50 |
242.50 |
242.45 |
242.50 |
+2.60 |
0 |
2 |
+0 |
Feb11 |
101222 |
240.70 |
240.70 |
240.69 |
240.70 |
+2.50 |
0 |
1 |
+0 |
Mar11 |
101222 |
240.20 |
240.23 |
240.20 |
240.20 |
+2.30 |
0 |
1 |
+0 |
Apr11 |
101222 |
249.30 |
249.30 |
249.27 |
249.30 |
+2.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Jan11 |
101222 |
4.069 |
4.167 |
3.988 |
4.152 |
+0.093 |
93,927 |
43,059 |
-15,961 |
Feb11 |
101222 |
4.093 |
4.195 |
4.019 |
4.188 |
+0.104 |
64,780 |
162,339 |
+11,454 |
Mar11 |
101222 |
4.119 |
4.198 |
4.028 |
4.196 |
+0.100 |
22,880 |
164,026 |
+2,711 |
Apr11 |
101222 |
4.120 |
4.194 |
4.029 |
4.191 |
+0.094 |
16,168 |
87,182 |
+2,054 |
May11 |
101222 |
4.153 |
4.230 |
4.066 |
4.229 |
+0.091 |
5,975 |
39,479 |
+503 |
Jun11 |
101222 |
4.196 |
4.280 |
4.126 |
4.280 |
+0.085 |
4,721 |
17,204 |
-536 |
Jul11 |
101222 |
4.271 |
4.347 |
4.197 |
4.347 |
+0.079 |
3,833 |
15,317 |
+69 |
Aug11 |
101222 |
4.281 |
4.388 |
4.242 |
4.388 |
+0.077 |
2,147 |
16,626 |
+280 |
Sep11 |
101222 |
4.280 |
4.400 |
4.250 |
4.399 |
+0.076 |
1,310 |
12,015 |
-141 |
Oct11 |
101222 |
4.400 |
4.472 |
4.318 |
4.470 |
+0.075 |
6,278 |
51,039 |
-338 |
Nov11 |
101222 |
4.582 |
4.667 |
4.538 |
4.665 |
+0.066 |
2,676 |
20,731 |
-359 |
Dec11 |
101222 |
4.864 |
4.924 |
4.805 |
4.923 |
+0.059 |
1,544 |
19,582 |
+73 |
Jan12 |
101222 |
5.022 |
5.083 |
4.962 |
5.083 |
+0.058 |
2,619 |
32,309 |
-289 |
Feb12 |
101222 |
4.970 |
5.050 |
4.928 |
5.050 |
+0.058 |
53 |
6,777 |
+12 |
Mar12 |
101222 |
4.875 |
4.949 |
4.834 |
4.949 |
+0.057 |
211 |
16,961 |
-103 |
Apr12 |
101222 |
4.669 |
4.756 |
4.669 |
4.756 |
+0.051 |
263 |
13,510 |
+21 |
Total Volume and Open Interest |
229,782 |
784,807 |
-479 |
Brent Crude Oil(ICE) |
Feb11 |
101222 |
93.48 |
93.94 |
93.25 |
93.65 |
+0.45 |
107,656 |
249,909 |
-8,661 |
Mar11 |
101222 |
93.32 |
93.82 |
93.15 |
93.50 |
+0.38 |
51,245 |
179,421 |
+3,843 |
Apr11 |
101222 |
93.36 |
93.85 |
93.20 |
93.56 |
+0.36 |
22,626 |
68,310 |
+1,227 |
May11 |
101222 |
93.53 |
93.88 |
93.33 |
93.68 |
+0.36 |
10,420 |
40,403 |
-175 |
Jun11 |
101222 |
93.52 |
94.07 |
93.42 |
93.77 |
+0.33 |
19,015 |
66,529 |
+537 |
Jul11 |
101222 |
93.68 |
93.93 |
93.59 |
93.79 |
+0.30 |
5,634 |
21,639 |
-540 |
Aug11 |
101222 |
93.68 |
93.99 |
93.57 |
93.77 |
+0.25 |
3,851 |
12,483 |
+853 |
Sep11 |
101222 |
93.68 |
93.97 |
93.61 |
93.75 |
+0.22 |
3,940 |
15,655 |
+288 |
Oct11 |
101222 |
93.70 |
93.96 |
93.61 |
93.76 |
+0.20 |
2,802 |
8,712 |
+50 |
Nov11 |
101222 |
93.76 |
93.76 |
93.76 |
93.76 |
+0.19 |
940 |
10,544 |
+171 |
Dec11 |
101222 |
93.59 |
93.99 |
93.42 |
93.76 |
+0.17 |
11,501 |
88,910 |
+2,552 |
Jan12 |
101222 |
93.76 |
93.76 |
93.76 |
93.76 |
+0.16 |
632 |
9,320 |
+320 |
Feb12 |
101222 |
93.74 |
93.74 |
93.74 |
93.74 |
+0.15 |
86 |
5,757 |
+58 |
Mar12 |
101222 |
93.68 |
93.68 |
93.68 |
93.68 |
+0.14 |
0 |
3,627 |
+0 |
Total Volume and Open Interest |
242,992 |
870,140 |
+1,172 |
Gas Oil(ICE) |
Jan11 |
101222 |
779.25 |
782.25 |
777.50 |
781.00 |
+4.25 |
41,218 |
117,563 |
-9,587 |
Feb11 |
101222 |
784.25 |
787.25 |
782.50 |
785.50 |
+3.75 |
39,367 |
109,367 |
+3,742 |
Mar11 |
101222 |
787.00 |
790.00 |
785.50 |
788.25 |
+3.50 |
17,420 |
61,357 |
-1,742 |
Apr11 |
101222 |
788.00 |
790.50 |
786.75 |
789.50 |
+3.50 |
4,173 |
55,315 |
+92 |
May11 |
101222 |
790.75 |
791.50 |
788.00 |
791.00 |
+3.75 |
2,768 |
42,580 |
+342 |
Jun11 |
101222 |
791.50 |
794.00 |
789.75 |
792.75 |
+3.50 |
6,540 |
53,170 |
-125 |
Jul11 |
101222 |
793.75 |
795.75 |
792.25 |
795.00 |
+3.25 |
1,958 |
18,553 |
-193 |
Aug11 |
101222 |
796.25 |
798.25 |
795.00 |
797.50 |
+3.00 |
1,486 |
17,379 |
+174 |
Sep11 |
101222 |
800.50 |
800.50 |
797.25 |
799.75 |
+2.75 |
2,035 |
11,014 |
+164 |
Oct11 |
101222 |
800.00 |
802.00 |
799.25 |
801.00 |
+2.50 |
1,629 |
10,587 |
+389 |
Total Volume and Open Interest |
123,053 |
608,791 |
-6,735 |
Ethanol(CBOT) |
Dec10 |
101203 |
2.050 |
2.070 |
2.050 |
2.051 |
-0.024 |
83 |
136 |
-71 |
Jan11 |
101222 |
2.268 |
2.280 |
2.260 |
2.279 |
+0.023 |
127 |
626 |
-55 |
Feb11 |
101222 |
2.253 |
2.260 |
2.245 |
2.260 |
+0.019 |
129 |
746 |
+12 |
Mar11 |
101222 |
2.260 |
2.264 |
2.256 |
2.263 |
+0.014 |
64 |
1,071 |
+10 |
Apr11 |
101222 |
2.260 |
2.275 |
2.260 |
2.268 |
+0.015 |
27 |
669 |
+7 |
May11 |
101222 |
2.279 |
2.284 |
2.279 |
2.282 |
+0.020 |
17 |
428 |
+9 |
Jun11 |
101222 |
2.279 |
2.289 |
2.279 |
2.285 |
+0.018 |
12 |
537 |
+3 |
Jul11 |
101222 |
2.282 |
2.289 |
2.280 |
2.288 |
+0.017 |
18 |
683 |
+7 |
Total Volume and Open Interest |
466 |
7,089 |
-62 |
WTI Crude Oil(ICE |
Feb11 |
101222 |
90.02 |
90.80 |
89.85 |
90.48 |
+0.66 |
42,402 |
108,961 |
-3,039 |
Mar11 |
101222 |
90.80 |
91.55 |
90.69 |
91.21 |
+0.57 |
18,778 |
75,810 |
+15 |
Apr11 |
101222 |
91.37 |
92.14 |
91.31 |
91.81 |
+0.54 |
10,791 |
35,089 |
+494 |
May11 |
101222 |
92.11 |
92.55 |
91.99 |
92.25 |
+0.53 |
4,583 |
17,526 |
+1,308 |
Jun11 |
101222 |
92.37 |
92.78 |
92.25 |
92.52 |
+0.51 |
8,750 |
56,267 |
+390 |
Jul11 |
101222 |
92.48 |
92.78 |
92.48 |
92.73 |
+0.49 |
1,031 |
15,735 |
+440 |
Aug11 |
101222 |
92.68 |
92.84 |
92.67 |
92.84 |
+0.47 |
516 |
12,133 |
+101 |
Sep11 |
101222 |
92.82 |
92.93 |
92.81 |
92.91 |
+0.45 |
540 |
15,023 |
+134 |
Oct11 |
101222 |
92.69 |
92.96 |
92.69 |
92.95 |
+0.42 |
235 |
9,059 |
-5 |
Nov11 |
101222 |
92.99 |
92.99 |
92.99 |
92.99 |
+0.40 |
322 |
8,618 |
-76 |
Dec11 |
101222 |
92.81 |
93.19 |
92.74 |
93.04 |
+0.37 |
6,644 |
60,211 |
+272 |
Jan12 |
101222 |
92.97 |
92.97 |
92.97 |
92.97 |
+0.35 |
31 |
4,975 |
+0 |
Feb12 |
101222 |
92.88 |
92.88 |
92.88 |
92.88 |
+0.34 |
4 |
1,177 |
-1 |
Mar12 |
101222 |
92.78 |
92.78 |
92.78 |
92.78 |
+0.32 |
0 |
3,163 |
+0 |
Apr12 |
101222 |
92.68 |
92.68 |
92.68 |
92.68 |
+0.31 |
0 |
733 |
+0 |
May12 |
101222 |
92.58 |
92.58 |
92.58 |
92.58 |
+0.29 |
5 |
846 |
-5 |
Total Volume and Open Interest |
96,088 |
510,634 |
+72 |
US Dollar Index(ICE) |
Mar11 |
101222 |
80.955 |
81.125 |
80.625 |
81.073 |
+0.003 |
14,448 |
26,516 |
+905 |
Jun11 |
101222 |
81.290 |
81.493 |
81.290 |
81.493 |
-0.018 |
11 |
569 |
-1 |
Sep11 |
101222 |
81.853 |
81.853 |
81.853 |
81.853 |
-0.018 |
0 |
4 |
+0 |
Total Volume and Open Interest |
14,459 |
27,089 |
+904 |
Australian Dollar(CME) |
Mar11 |
101222 |
98.71 |
99.10 |
98.49 |
98.96 |
+0.37 |
48,608 |
114,657 |
+2,517 |
Jun11 |
101222 |
97.92 |
97.92 |
97.45 |
97.81 |
+0.36 |
20 |
193 |
+3 |
Sep11 |
101222 |
96.56 |
96.56 |
96.21 |
96.56 |
+0.35 |
0 |
14 |
+0 |
Total Volume and Open Interest |
48,628 |
115,007 |
+2,520 |
British Pound(CME) |
Mar11 |
101222 |
154.60 |
154.86 |
153.46 |
153.59 |
-0.95 |
66,747 |
69,076 |
-1,356 |
Jun11 |
101222 |
154.38 |
154.64 |
153.37 |
153.43 |
-0.96 |
1 |
93 |
+1 |
Sep11 |
101222 |
153.25 |
154.17 |
153.25 |
153.25 |
-0.92 |
0 |
6 |
+0 |
Total Volume and Open Interest |
66,748 |
69,207 |
-1,355 |
Canadian Dollar(CME) |
Mar11 |
101222 |
98.14 |
98.72 |
97.99 |
98.48 |
+0.49 |
49,915 |
87,496 |
-3,882 |
Jun11 |
101222 |
98.10 |
98.40 |
97.75 |
98.24 |
+0.49 |
265 |
1,860 |
+9 |
Sep11 |
101222 |
97.83 |
97.97 |
97.50 |
97.97 |
+0.47 |
41 |
954 |
+21 |
Dec11 |
101222 |
97.42 |
97.75 |
97.26 |
97.72 |
+0.46 |
87 |
980 |
-13 |
Total Volume and Open Interest |
50,308 |
91,294 |
-3,865 |
Japanese Yen(CME) |
Mar11 |
101222 |
119.50 |
120.00 |
119.38 |
119.74 |
+0.24 |
73,092 |
89,788 |
+1,016 |
Jun11 |
101222 |
119.89 |
119.89 |
119.67 |
119.89 |
+0.22 |
35 |
274 |
-5 |
Sep11 |
101222 |
120.11 |
120.11 |
119.90 |
120.11 |
+0.21 |
0 |
9 |
+0 |
Total Volume and Open Interest |
73,127 |
90,072 |
+1,011 |
Swiss Franc(CME) |
Mar11 |
101222 |
104.43 |
105.39 |
104.42 |
105.12 |
+0.70 |
29,048 |
44,662 |
+478 |
Jun11 |
101222 |
105.32 |
105.32 |
104.55 |
105.26 |
+0.71 |
41 |
40 |
+17 |
Sep11 |
101222 |
105.42 |
105.42 |
104.71 |
105.42 |
+0.71 |
|
|
|
Total Volume and Open Interest |
29,089 |
44,704 |
+495 |
EuroFX(CME) |
Mar11 |
101222 |
130.93 |
131.79 |
130.73 |
130.83 |
-0.05 |
228,039 |
155,374 |
+1,594 |
Jun11 |
101222 |
130.70 |
131.62 |
130.69 |
130.75 |
-0.04 |
287 |
438 |
+69 |
Sep11 |
101222 |
130.70 |
130.70 |
130.67 |
130.67 |
-0.01 |
1 |
33 |
+0 |
Total Volume and Open Interest |
228,327 |
156,136 |
+1,663 |
Mexican Peso(CME) |
Jan11 |
101222 |
813.2 |
813.2 |
808.5 |
813.2 |
+4.8 |
|
|
|
Feb11 |
101222 |
811.2 |
811.2 |
806.5 |
811.2 |
+4.8 |
|
|
|
Total Volume and Open Interest |
10,592 |
116,332 |
+548 |
30-Year T-Bonds(CBOT) |
Dec10 |
101221 |
122~110 |
122~290 |
122~020 |
122~080 |
unch |
4,426 |
8,191 |
-4,118 |
Mar11 |
101222 |
121~110 |
121~190 |
120~180 |
120~250 |
-0~130 |
185,623 |
532,374 |
+153 |
Jun11 |
101222 |
119~080 |
119~210 |
119~080 |
119~080 |
-0~130 |
4 |
609 |
-1 |
Total Volume and Open Interest |
185,627 |
532,983 |
-8,039 |
10-Year T-Notes(CBOT) |
Dec10 |
101221 |
121~150 |
121~235 |
121~080 |
121~080 |
-0~005 |
2,524 |
1,783 |
-1,516 |
Mar11 |
101222 |
120~125 |
120~140 |
119~255 |
120~000 |
-0~075 |
651,857 |
1,354,662 |
-9,326 |
Jun11 |
101222 |
118~260 |
119~015 |
118~260 |
118~260 |
-0~075 |
6 |
42 |
-1 |
Total Volume and Open Interest |
651,863 |
1,354,708 |
-11,110 |
5-Year T-Notes(CBOT) |
Dec10 |
101222 |
118~086 |
118~090 |
118~059 |
118~059 |
-0~024 |
1,411 |
17,481 |
-286 |
Mar11 |
101222 |
117~084 |
117~089 |
117~037 |
117~055 |
-0~021 |
357,680 |
1,016,558 |
+11,844 |
Jun11 |
101222 |
116~079 |
116~100 |
116~079 |
116~079 |
-0~021 |
|
|
|
Total Volume and Open Interest |
359,091 |
1,034,039 |
+11,558 |
2 Year T-Notes(CBOT) |
Dec10 |
101222 |
109~076 |
109~076 |
109~065 |
109~067 |
-0~002 |
2,275 |
14,399 |
-1,949 |
Mar11 |
101222 |
109~038 |
109~045 |
109~031 |
109~035 |
-0~002 |
123,132 |
668,867 |
+8,411 |
Jun11 |
101222 |
109~010 |
109~012 |
109~010 |
109~010 |
-0~002 |
0 |
25 |
+0 |
Total Volume and Open Interest |
125,407 |
683,291 |
+6,462 |
Eurodollars(CME) |
Mar11 |
101222 |
99.590 |
99.600 |
99.585 |
99.590 |
unch |
91,796 |
1,127,898 |
-3,564 |
Jun11 |
101222 |
99.485 |
99.500 |
99.480 |
99.485 |
unch |
110,475 |
1,034,102 |
-6,858 |
Sep11 |
101222 |
99.355 |
99.375 |
99.330 |
99.340 |
-0.015 |
119,521 |
885,729 |
-7,522 |
Dec11 |
101222 |
99.185 |
99.205 |
99.135 |
99.150 |
-0.035 |
128,165 |
746,888 |
-3,307 |
Mar12 |
101222 |
98.990 |
99.005 |
98.915 |
98.930 |
-0.060 |
150,230 |
802,951 |
+11,249 |
Jun12 |
101222 |
98.740 |
98.760 |
98.660 |
98.675 |
-0.075 |
113,622 |
492,089 |
-2,230 |
Sep12 |
101222 |
98.500 |
98.515 |
98.400 |
98.425 |
-0.085 |
111,160 |
368,968 |
+262 |
Dec12 |
101222 |
98.245 |
98.260 |
98.140 |
98.170 |
-0.085 |
104,638 |
284,144 |
-630 |
Mar13 |
101222 |
97.990 |
98.005 |
97.885 |
97.915 |
-0.085 |
66,289 |
175,688 |
-1,842 |
Jun13 |
101222 |
97.730 |
97.745 |
97.625 |
97.655 |
-0.085 |
51,003 |
161,934 |
+1,614 |
Sep13 |
101222 |
97.475 |
97.495 |
97.375 |
97.405 |
-0.080 |
46,344 |
181,176 |
+1,875 |
Dec13 |
101222 |
97.215 |
97.235 |
97.115 |
97.150 |
-0.070 |
43,834 |
137,769 |
+2,178 |
Mar14 |
101222 |
96.985 |
97.005 |
96.890 |
96.920 |
-0.065 |
16,661 |
109,333 |
+1,599 |
Jun14 |
101222 |
96.745 |
96.765 |
96.655 |
96.685 |
-0.055 |
13,615 |
107,023 |
+5 |
Sep14 |
101222 |
96.515 |
96.535 |
96.430 |
96.455 |
-0.050 |
16,660 |
70,758 |
+97 |
Dec14 |
101222 |
96.280 |
96.300 |
96.200 |
96.225 |
-0.045 |
13,618 |
72,613 |
-231 |
Mar15 |
101222 |
96.090 |
96.110 |
96.010 |
96.030 |
-0.040 |
10,045 |
50,686 |
+479 |
Jun15 |
101222 |
4.160 |
4.180 |
4.080 |
4.100 |
-0.035 |
9,287 |
38,689 |
+10 |
Total Volume and Open Interest |
1,249,775 |
7,063,589 |
-3,495 |
30 Day Federal Funds(CBOT) |
Dec10 |
101222 |
99.820 |
99.820 |
99.817 |
99.820 |
unch |
2,074 |
94,734 |
-529 |
Jan11 |
101222 |
99.815 |
99.820 |
99.815 |
99.820 |
unch |
4,824 |
66,078 |
+355 |
Feb11 |
101222 |
99.810 |
99.815 |
99.810 |
99.815 |
unch |
768 |
56,889 |
+167 |
Mar11 |
101222 |
99.810 |
99.815 |
99.810 |
99.815 |
unch |
256 |
38,586 |
+50 |
Apr11 |
101222 |
99.810 |
99.815 |
99.810 |
99.815 |
unch |
446 |
37,346 |
-241 |
May11 |
101222 |
99.805 |
99.810 |
99.800 |
99.805 |
unch |
898 |
50,694 |
+508 |
Total Volume and Open Interest |
17,862 |
574,405 |
+2,032 |
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 |
101222 |
99.660 |
99.660 |
99.660 |
99.660 |
+0.010 |
0 |
1,039 |
+0 |
Jun11 |
101222 |
99.637 |
99.637 |
99.637 |
99.637 |
+0.002 |
0 |
175 |
+0 |
Sep11 |
101222 |
99.622 |
99.622 |
99.622 |
99.622 |
+0.002 |
|
|
|
Dec11 |
101222 |
99.613 |
99.613 |
99.613 |
99.613 |
+0.003 |
0 |
75 |
+0 |
Mar12 |
101222 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Jun12 |
101222 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Sep12 |
101222 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
Dec12 |
101222 |
99.290 |
99.290 |
99.290 |
99.290 |
unch |
|
|
|
Mar13 |
101222 |
99.290 |
99.290 |
99.290 |
99.290 |
unch |
|
|
|
Jun13 |
101222 |
99.245 |
99.245 |
99.245 |
99.245 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
1,289 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar11 |
101222 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
0 |
1,994 |
+0 |
Jun11 |
101222 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
80 |
1,389 |
+0 |
Sep11 |
101222 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
100 |
1,064 |
+0 |
Dec11 |
101222 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
225 |
560 |
+0 |
Mar12 |
101222 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
305 |
+0 |
Jun12 |
101222 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
101222 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
310 |
+0 |
Dec12 |
101222 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
0 |
3 |
+0 |
Total Volume and Open Interest |
405 |
6,380 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar11 |
101222 |
139.77 |
140.00 |
139.62 |
139.95 |
+0.18 |
1,673 |
10,802 |
-251 |
Jun11 |
101222 |
137.86 |
137.86 |
137.86 |
137.86 |
+0.18 |
|
|
|
Sep11 |
101222 |
135.77 |
135.77 |
135.77 |
135.77 |
+0.18 |
|
|
|
Total Volume and Open Interest |
1,673 |
10,802 |
-251 |
Euro-Bund(EUREX) |
Mar11 |
101222 |
125.10 |
125.61 |
125.00 |
125.47 |
+0.30 |
315,773 |
939,204 |
+15,527 |
Jun11 |
101222 |
124.08 |
124.08 |
124.02 |
124.02 |
+0.29 |
8 |
559 |
+1 |
Sep11 |
101222 |
124.00 |
124.00 |
124.00 |
124.00 |
+0.30 |
|
|
|
Total Volume and Open Interest |
315,781 |
939,763 |
+15,528 |
Euro-Bobl(EUREX) |
Mar11 |
101222 |
118.09 |
118.63 |
118.05 |
118.56 |
+0.41 |
184,841 |
693,705 |
-3,936 |
Jun11 |
101222 |
117.14 |
117.14 |
117.14 |
117.14 |
+0.42 |
0 |
47 |
+0 |
Sep11 |
101222 |
117.11 |
117.11 |
117.11 |
117.11 |
+0.41 |
|
|
|
Total Volume and Open Interest |
184,841 |
693,752 |
-3,936 |
3-Mth Euribor(EUREX) |
Dec10 |
101213 |
98.975 |
98.975 |
98.970 |
98.975 |
+0.005 |
315 |
7,182 |
-322 |
Mar11 |
101222 |
98.925 |
98.935 |
98.925 |
98.930 |
+0.045 |
0 |
8,071 |
+0 |
Jun11 |
101222 |
98.800 |
98.800 |
98.795 |
98.795 |
+0.065 |
0 |
9,861 |
+0 |
Total Volume and Open Interest |
0 |
27,011 |
+0 |
Long Gilt(LIFFE) |
Dec10 |
101222 |
119~28 |
119~29 |
119~21 |
119~21 |
-0~01 |
135 |
3,517 |
-135 |
Mar11 |
101222 |
118~12 |
118~22 |
118~10 |
118~12 |
-0~01 |
48,157 |
241,214 |
-4,571 |
Total Volume and Open Interest |
48,292 |
244,731 |
-4,706 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
101222 |
99.15 |
99.17 |
99.14 |
99.16 |
+0.02 |
25,181 |
287,529 |
+1,920 |
Jun11 |
101222 |
98.99 |
99.03 |
98.96 |
99.02 |
+0.04 |
25,291 |
232,000 |
+2,405 |
Sep11 |
101222 |
98.81 |
98.86 |
98.78 |
98.85 |
+0.04 |
30,252 |
200,673 |
+2,690 |
Dec11 |
101222 |
98.59 |
98.65 |
98.56 |
98.63 |
+0.03 |
26,388 |
248,029 |
+3,475 |
Mar12 |
101222 |
98.37 |
98.42 |
98.34 |
98.40 |
+0.01 |
27,184 |
222,847 |
-2,428 |
Jun12 |
101222 |
98.11 |
98.17 |
98.07 |
98.14 |
unch |
19,014 |
128,622 |
+1,713 |
Total Volume and Open Interest |
191,415 |
1,673,524 |
+10,680 |
3-Mth Euribor(LIFFE) |
Mar11 |
101222 |
98.885 |
98.955 |
98.880 |
98.930 |
+0.045 |
65,042 |
517,330 |
+1,354 |
Jun11 |
101222 |
98.730 |
98.810 |
98.725 |
98.795 |
+0.065 |
42,501 |
456,810 |
-3,559 |
Sep11 |
101222 |
98.580 |
98.670 |
98.570 |
98.655 |
+0.075 |
35,227 |
332,173 |
-522 |
Total Volume and Open Interest |
348,061 |
2,516,264 |
+2,435 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
101222 |
94.93 |
94.93 |
94.91 |
94.92 |
-0.01 |
9,587 |
190,275 |
+96 |
Jun11 |
101222 |
94.77 |
94.78 |
94.75 |
94.77 |
-0.01 |
7,881 |
113,924 |
+2,851 |
Sep11 |
101222 |
94.62 |
94.62 |
94.59 |
94.60 |
-0.03 |
3,225 |
71,915 |
-143 |
Dec11 |
101222 |
94.51 |
94.51 |
94.46 |
94.47 |
-0.04 |
2,032 |
47,471 |
-570 |
Mar12 |
101222 |
94.43 |
94.43 |
94.39 |
94.39 |
-0.04 |
748 |
40,789 |
-159 |
Jun12 |
101222 |
94.39 |
94.39 |
94.33 |
94.34 |
-0.04 |
357 |
36,703 |
-266 |
Sep12 |
101222 |
94.36 |
94.36 |
94.28 |
94.30 |
-0.04 |
324 |
19,228 |
+129 |
Dec12 |
101222 |
94.30 |
94.30 |
94.24 |
94.25 |
-0.04 |
410 |
8,367 |
+376 |
Mar13 |
101222 |
94.26 |
94.26 |
94.20 |
94.22 |
-0.03 |
7 |
2,550 |
+3 |
Jun13 |
101222 |
94.14 |
94.15 |
94.13 |
94.15 |
-0.03 |
6 |
575 |
-4 |
Total Volume and Open Interest |
24,588 |
532,648 |
+2,313 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
101222 |
94.37 |
94.41 |
94.34 |
94.35 |
-0.03 |
15,724 |
346,259 |
-230 |
Jun11 |
101222 |
94.35 |
94.35 |
94.35 |
94.35 |
-0.03 |
|
|
|
Total Volume and Open Interest |
15,724 |
346,259 |
-230 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
101222 |
94.68 |
94.71 |
94.64 |
94.65 |
-0.04 |
41,718 |
370,579 |
-21,566 |
Jun11 |
101222 |
94.65 |
94.65 |
94.65 |
94.65 |
-0.04 |
|
|
|
Total Volume and Open Interest |
41,718 |
370,579 |
-21,566 |
Gold(CMX) |
Dec10 |
101222 |
1388.0 |
1389.5 |
1385.0 |
1386.8 |
-1.4 |
113 |
447 |
-9 |
Feb11 |
101222 |
1386.3 |
1391.7 |
1383.5 |
1387.4 |
-1.4 |
83,427 |
349,853 |
+1,460 |
Apr11 |
101222 |
1389.6 |
1393.6 |
1385.8 |
1389.5 |
-1.5 |
1,428 |
49,373 |
-370 |
Jun11 |
101222 |
1391.2 |
1395.7 |
1388.0 |
1391.6 |
-1.6 |
746 |
33,639 |
-232 |
Aug11 |
101222 |
1396.9 |
1397.0 |
1393.0 |
1393.8 |
-1.5 |
48 |
15,331 |
-7 |
Oct11 |
101222 |
1396.5 |
1396.5 |
1396.2 |
1396.2 |
-1.4 |
15 |
12,265 |
+0 |
Dec11 |
101222 |
1400.9 |
1402.6 |
1395.0 |
1398.7 |
-1.4 |
493 |
26,430 |
-83 |
Feb12 |
101222 |
1402.2 |
1402.2 |
1401.4 |
1401.4 |
-1.4 |
46 |
6,613 |
-9 |
Apr12 |
101222 |
1404.4 |
1404.4 |
1404.4 |
1404.4 |
-1.4 |
20 |
5,363 |
+20 |
Jun12 |
101222 |
1407.7 |
1407.7 |
1407.7 |
1407.7 |
-1.4 |
400 |
12,807 |
-201 |
Aug12 |
101222 |
1411.3 |
1411.3 |
1411.3 |
1411.3 |
-1.3 |
0 |
6,086 |
+0 |
Oct12 |
101222 |
1415.2 |
1415.2 |
1415.2 |
1415.2 |
-1.2 |
0 |
1,080 |
+0 |
Total Volume and Open Interest |
89,888 |
582,133 |
+1,806 |
Silver(CMX) |
Dec10 |
101222 |
2935.0 |
2940.0 |
2925.0 |
2936.7 |
-0.9 |
61 |
310 |
-108 |
Mar11 |
101222 |
2936.5 |
2948.5 |
2923.0 |
2938.5 |
-0.9 |
43,160 |
75,987 |
+1,024 |
May11 |
101222 |
2941.5 |
2950.0 |
2931.0 |
2943.6 |
-0.8 |
1,641 |
12,887 |
+194 |
Jul11 |
101222 |
2953.5 |
2954.0 |
2935.0 |
2948.3 |
-0.8 |
84 |
9,352 |
-16 |
Sep11 |
101222 |
2957.0 |
2957.0 |
2941.0 |
2953.1 |
-0.8 |
45 |
6,202 |
-12 |
Dec11 |
101222 |
2958.5 |
2960.2 |
2947.0 |
2960.2 |
-0.8 |
400 |
12,569 |
+133 |
Mar12 |
101222 |
2966.9 |
2966.9 |
2966.9 |
2966.9 |
-0.6 |
0 |
374 |
+0 |
Total Volume and Open Interest |
45,988 |
133,135 |
+1,187 |
Platinum(NYMEX) |
Jan11 |
101222 |
1723.4 |
1735.4 |
1720.0 |
1730.9 |
+9.0 |
6,861 |
10,930 |
-2,574 |
Apr11 |
101222 |
1729.4 |
1739.9 |
1727.4 |
1735.8 |
+8.7 |
4,124 |
26,045 |
+3,391 |
Jul11 |
101222 |
1739.1 |
1739.1 |
1738.5 |
1738.5 |
+8.6 |
1 |
491 |
+1 |
Oct11 |
101222 |
1738.5 |
1738.5 |
1738.5 |
1738.5 |
+8.6 |
0 |
6 |
+0 |
Total Volume and Open Interest |
10,989 |
37,473 |
+818 |
Palladium(NYMEX) |
Dec10 |
101222 |
754.25 |
754.25 |
754.25 |
754.25 |
+3.20 |
0 |
14 |
-9 |
Mar11 |
101222 |
754.30 |
760.25 |
751.10 |
755.15 |
+2.10 |
1,570 |
22,063 |
+43 |
Jun11 |
101222 |
758.00 |
758.00 |
756.50 |
756.50 |
+2.20 |
19 |
480 |
+15 |
Total Volume and Open Interest |
1,589 |
22,590 |
+49 |
Copper(CMX) |
Dec10 |
101222 |
425.60 |
427.50 |
424.60 |
426.90 |
-0.15 |
344 |
1,451 |
-76 |
Mar11 |
101222 |
429.50 |
429.65 |
424.75 |
427.50 |
-0.10 |
26,663 |
116,555 |
+900 |
May11 |
101222 |
428.45 |
428.75 |
424.50 |
426.90 |
-0.10 |
1,309 |
26,793 |
+546 |
Jul11 |
101222 |
423.85 |
425.25 |
423.85 |
425.25 |
-0.05 |
570 |
7,359 |
+96 |
Sep11 |
101222 |
422.90 |
423.40 |
421.80 |
423.40 |
-0.05 |
338 |
5,278 |
+153 |
Total Volume and Open Interest |
29,815 |
166,422 |
+1,716 |
DJIA Index(CBOT) |
Mar11 |
101222 |
11461 |
11505 |
11461 |
11495 |
+24 |
1,199 |
6,186 |
+1,050 |
Jun11 |
101222 |
11435 |
11435 |
11412 |
11435 |
+23 |
|
|
|
Sep11 |
101222 |
11375 |
11375 |
11351 |
11375 |
+24 |
|
|
|
Dec11 |
101222 |
11320 |
11320 |
11296 |
11320 |
+24 |
|
|
|
Total Volume and Open Interest |
1,199 |
6,186 |
+1,050 |
S & P 500(CME) |
Mar11 |
101222 |
1249.80 |
1254.80 |
1249.20 |
1254.50 |
+3.80 |
8,712 |
266,105 |
-71 |
Jun11 |
101222 |
1249.50 |
1249.50 |
1245.20 |
1249.50 |
+3.80 |
30 |
3,555 |
-1 |
Sep11 |
101222 |
1243.50 |
1244.60 |
1240.40 |
1244.60 |
+3.70 |
200 |
1,154 |
+200 |
Dec11 |
101222 |
1240.30 |
1240.30 |
1236.10 |
1240.30 |
+3.70 |
0 |
350 |
+0 |
Total Volume and Open Interest |
8,942 |
271,164 |
+128 |
S & P 500 E-Mini(Globex) |
Mar11 |
101222 |
1250.00 |
1255.00 |
1249.00 |
1254.50 |
+3.75 |
943,293 |
2,433,418 |
+11,417 |
Jun11 |
101222 |
1245.50 |
1249.50 |
1244.00 |
1249.50 |
+3.75 |
489 |
2,418 |
+377 |
Total Volume and Open Interest |
943,782 |
2,435,858 |
+11,794 |
NASDAQ 100(CME) |
Mar11 |
101222 |
2231.30 |
2238.00 |
2230.00 |
2236.00 |
+0.70 |
1,438 |
8,610 |
+619 |
Jun11 |
101222 |
2233.00 |
2234.00 |
2228.00 |
2233.00 |
+0.70 |
|
|
|
Sep11 |
101222 |
2230.50 |
2231.50 |
2230.50 |
2230.50 |
+0.70 |
|
|
|
Total Volume and Open Interest |
1,438 |
8,610 |
+619 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
101222 |
2233.80 |
2238.30 |
2230.30 |
2236.00 |
+0.70 |
103,147 |
333,497 |
+2,610 |
Jun11 |
101222 |
2227.50 |
2234.30 |
2227.50 |
2233.00 |
+0.70 |
88 |
53 |
+3 |
Total Volume and Open Interest |
103,235 |
333,555 |
+2,613 |
S & P Midcap 400(CME) |
Mar11 |
101222 |
910.50 |
913.50 |
910.00 |
911.30 |
+3.20 |
112 |
1,092 |
+108 |
Jun11 |
101222 |
908.30 |
908.30 |
908.00 |
908.30 |
+3.30 |
|
|
|
Sep11 |
101222 |
907.10 |
907.10 |
906.80 |
907.10 |
+3.30 |
|
|
|
Total Volume and Open Interest |
112 |
1,092 |
+108 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
101222 |
10410 |
10425 |
10360 |
10385 |
-35 |
4,645 |
39,296 |
+660 |
Jun11 |
101222 |
10365 |
10400 |
10365 |
10365 |
-35 |
0 |
3 |
+0 |
Total Volume and Open Interest |
4,645 |
39,299 |
+660 |
Nikkei 225(SGX) |
Mar11 |
101222 |
10360 |
10395 |
10320 |
10330 |
-20 |
78,740 |
206,085 |
-4,632 |
Jun11 |
101222 |
10285 |
10305 |
10250 |
10260 |
-20 |
32 |
2,459 |
+211 |
Sep11 |
101222 |
10260 |
10260 |
10260 |
10260 |
-15 |
|
|
|
Total Volume and Open Interest |
79,705 |
222,309 |
-3,199 |
CAC 40(EURONEXT) |
Jan11 |
101222 |
3927.5 |
3936.5 |
3920.5 |
3923.5 |
-5.0 |
72,090 |
350,487 |
-5,348 |
Feb11 |
101222 |
3928.0 |
3933.0 |
3923.0 |
3925.0 |
-5.0 |
208 |
220 |
+117 |
Mar11 |
101222 |
3930.0 |
3937.0 |
3926.0 |
3926.0 |
-4.0 |
895 |
43,783 |
+187 |
Total Volume and Open Interest |
73,203 |
394,525 |
-5,034 |
Hang Seng Index(HKFE) |
Dec10 |
101222 |
23035 |
23200 |
22999 |
23110 |
+150 |
70,037 |
86,394 |
-3,158 |
Jan11 |
101222 |
23041 |
23205 |
23006 |
23105 |
+141 |
4,718 |
12,862 |
+3,612 |
Total Volume and Open Interest |
74,980 |
103,660 |
+491 |
DAX(EUREX) |
Dec10 |
101217 |
7033.0 |
7042.0 |
7005.0 |
7009.0 |
-14.0 |
176,805 |
85,348 |
-31,121 |
Mar11 |
101222 |
7094.0 |
7102.0 |
7084.0 |
7094.0 |
+5.5 |
65,975 |
187,157 |
-209 |
Jun11 |
101222 |
7119.5 |
7120.5 |
7110.0 |
7117.0 |
+4.5 |
198 |
9,930 |
+134 |
Total Volume and Open Interest |
66,173 |
197,087 |
-75 |
FT-SE 100(EURONEXT) |
Mar11 |
101222 |
5911.00 |
5962.00 |
5897.50 |
5951.00 |
+44.00 |
50,039 |
649,645 |
+831 |
Jun11 |
101222 |
5908.50 |
5908.50 |
5908.50 |
5908.50 |
+44.00 |
0 |
1,244 |
+0 |
Sep11 |
101222 |
5870.50 |
5877.00 |
5870.50 |
5877.00 |
+44.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
50,039 |
650,899 |
+831 |
SPI 200(SFE) |
Dec10 |
101216 |
4765.0 |
4785.0 |
4752.0 |
4762.0 |
-8.0 |
15,081 |
65,257 |
-117,974 |
Mar11 |
101222 |
4767.0 |
4787.0 |
4762.0 |
4769.0 |
+3.0 |
14,283 |
189,305 |
-2,349 |
Jun11 |
101222 |
4800.0 |
4800.0 |
4795.0 |
4795.0 |
+4.0 |
96 |
2,950 |
+95 |
Total Volume and Open Interest |
14,502 |
195,437 |
-2,415 |
GSCI(CME) |
Jan11 |
101222 |
625.00 |
625.00 |
620.65 |
625.00 |
+4.30 |
132 |
14,779 |
+15 |
Feb11 |
101222 |
628.00 |
628.00 |
623.95 |
628.00 |
+4.00 |
1 |
1 |
+1 |
Mar11 |
101222 |
629.00 |
629.00 |
624.95 |
629.00 |
+4.00 |
|
|
|
Total Volume and Open Interest |
133 |
14,780 |
+16 |
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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