|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu December 23, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
101223 |
1329.25 |
1355.00 |
1328.00 |
1349.50 |
+20.75 |
69,733 |
89,753 |
-12,891 |
Mar11 |
101223 |
1340.25 |
1365.75 |
1339.00 |
1360.00 |
+20.25 |
58,414 |
281,861 |
+10,094 |
May11 |
101223 |
1347.00 |
1372.00 |
1345.75 |
1367.00 |
+20.25 |
12,922 |
87,585 |
+780 |
Jul11 |
101223 |
1349.25 |
1374.75 |
1348.00 |
1369.25 |
+20.25 |
10,702 |
68,667 |
+1,224 |
Aug11 |
101223 |
1331.00 |
1342.75 |
1323.50 |
1342.75 |
+19.25 |
78 |
2,206 |
+21 |
Sep11 |
101223 |
1291.00 |
1305.50 |
1285.00 |
1303.50 |
+18.50 |
36 |
2,817 |
-1 |
Nov11 |
101223 |
1249.00 |
1271.25 |
1246.25 |
1266.00 |
+17.50 |
6,747 |
109,176 |
+946 |
Total Volume and Open Interest |
159,320 |
661,077 |
+214 |
Soybean Meal(CBOT) |
Jan11 |
101223 |
350.90 |
360.50 |
350.70 |
360.00 |
+7.30 |
16,074 |
20,805 |
-3,272 |
Mar11 |
101223 |
354.00 |
364.30 |
354.00 |
363.40 |
+7.00 |
19,037 |
85,783 |
+2,920 |
May11 |
101223 |
355.70 |
365.00 |
355.70 |
364.30 |
+7.00 |
4,877 |
29,103 |
+381 |
Jul11 |
101223 |
356.40 |
366.00 |
356.40 |
364.90 |
+6.90 |
4,733 |
21,191 |
+1,174 |
Aug11 |
101223 |
348.00 |
355.60 |
348.00 |
355.60 |
+6.70 |
217 |
6,072 |
-36 |
Sep11 |
101223 |
337.70 |
343.40 |
336.90 |
343.30 |
+6.40 |
284 |
5,746 |
-28 |
Oct11 |
101223 |
321.70 |
326.40 |
320.00 |
325.90 |
+5.90 |
200 |
4,765 |
-86 |
Dec11 |
101223 |
316.70 |
323.50 |
316.00 |
322.80 |
+5.80 |
987 |
19,028 |
+72 |
Total Volume and Open Interest |
46,428 |
195,275 |
+1,144 |
Soybean Oil(CBOT) |
Jan11 |
101223 |
56.18 |
56.60 |
55.84 |
56.59 |
+0.62 |
52,496 |
34,201 |
-7,331 |
Mar11 |
101223 |
56.96 |
57.27 |
56.44 |
57.23 |
+0.66 |
62,628 |
192,584 |
+6,225 |
May11 |
101223 |
57.36 |
57.57 |
56.85 |
57.57 |
+0.65 |
8,099 |
45,048 |
+2,045 |
Jul11 |
101223 |
57.30 |
57.64 |
56.90 |
57.64 |
+0.61 |
6,878 |
39,941 |
-251 |
Aug11 |
101223 |
57.27 |
57.58 |
56.92 |
57.58 |
+0.58 |
941 |
4,547 |
-66 |
Sep11 |
101223 |
57.10 |
57.48 |
57.04 |
57.48 |
+0.55 |
905 |
5,237 |
-61 |
Oct11 |
101223 |
56.94 |
57.34 |
56.87 |
57.34 |
+0.54 |
344 |
7,565 |
+40 |
Dec11 |
101223 |
56.99 |
57.34 |
56.70 |
57.34 |
+0.56 |
2,044 |
25,994 |
+281 |
Total Volume and Open Interest |
134,424 |
355,927 |
+932 |
Canola(WCE) |
Jan11 |
101223 |
575.5 |
580.1 |
574.5 |
578.6 |
+3.2 |
9,069 |
18,820 |
-8,007 |
Mar11 |
101223 |
583.4 |
588.2 |
582.5 |
586.5 |
+3.1 |
17,529 |
109,866 |
+6,893 |
May11 |
101223 |
588.6 |
591.7 |
586.0 |
590.4 |
+3.5 |
775 |
8,882 |
+289 |
Jul11 |
101223 |
583.4 |
591.8 |
583.4 |
590.5 |
+5.3 |
805 |
15,974 |
+226 |
Nov11 |
101223 |
523.6 |
529.0 |
523.6 |
527.7 |
+2.5 |
732 |
36,516 |
+201 |
Total Volume and Open Interest |
29,110 |
192,867 |
-247 |
Corn(CBOT) |
Mar11 |
101223 |
608.50 |
614.75 |
606.50 |
614.00 |
+5.00 |
101,209 |
732,746 |
+304 |
May11 |
101223 |
616.25 |
622.75 |
614.75 |
622.00 |
+5.00 |
23,447 |
196,530 |
+4,041 |
Jul11 |
101223 |
621.00 |
626.25 |
618.75 |
625.75 |
+4.50 |
24,529 |
230,128 |
+677 |
Sep11 |
101223 |
572.00 |
578.50 |
571.00 |
578.50 |
+5.25 |
3,004 |
42,161 |
-199 |
Dec11 |
101223 |
549.25 |
551.25 |
547.25 |
551.25 |
+1.25 |
24,164 |
260,300 |
+1,674 |
Mar12 |
101223 |
556.00 |
559.00 |
554.75 |
559.00 |
+1.00 |
1,336 |
19,790 |
+218 |
Total Volume and Open Interest |
179,642 |
1,525,691 |
+7,272 |
Wheat(CBOT) |
Mar11 |
101223 |
785.00 |
788.25 |
776.00 |
783.00 |
-0.50 |
32,598 |
228,676 |
+3,852 |
May11 |
101223 |
810.25 |
813.75 |
803.00 |
810.25 |
+0.50 |
6,242 |
63,858 |
+369 |
Jul11 |
101223 |
821.75 |
827.00 |
816.00 |
823.00 |
+0.50 |
4,666 |
104,888 |
+525 |
Sep11 |
101223 |
837.00 |
841.50 |
830.75 |
836.75 |
+0.50 |
916 |
18,291 |
+454 |
Dec11 |
101223 |
849.25 |
855.75 |
844.00 |
851.00 |
+0.50 |
1,528 |
55,532 |
-61 |
Total Volume and Open Interest |
46,225 |
485,477 |
+5,236 |
Wheat(KCBT) |
Mar11 |
101223 |
844.25 |
852.50 |
839.00 |
845.00 |
+0.50 |
11,021 |
112,283 |
+214 |
May11 |
101223 |
852.00 |
860.00 |
847.50 |
853.00 |
+0.50 |
2,138 |
26,083 |
+200 |
Jul11 |
101223 |
856.25 |
865.00 |
852.50 |
857.75 |
-0.25 |
3,997 |
53,188 |
-601 |
Sep11 |
101223 |
865.00 |
873.00 |
861.50 |
866.50 |
+0.50 |
541 |
13,409 |
+133 |
Dec11 |
101223 |
874.00 |
881.00 |
869.00 |
875.00 |
+1.00 |
1,586 |
10,476 |
-128 |
Total Volume and Open Interest |
19,329 |
217,654 |
-166 |
Wheat(MGE) |
Dec10 |
101214 |
831.25 |
831.25 |
831.25 |
831.25 |
-27.50 |
16 |
14 |
-12 |
Mar11 |
101223 |
869.00 |
875.75 |
863.25 |
868.25 |
-1.50 |
3,286 |
29,841 |
+445 |
May11 |
101223 |
876.00 |
881.75 |
872.25 |
874.50 |
-2.25 |
832 |
12,405 |
+315 |
Jul11 |
101223 |
877.75 |
883.00 |
871.75 |
876.00 |
-2.00 |
669 |
9,042 |
+309 |
Sep11 |
101223 |
870.00 |
877.00 |
867.25 |
869.25 |
-2.00 |
209 |
8,919 |
+103 |
Total Volume and Open Interest |
5,214 |
69,473 |
+1,324 |
Oats(CBOT) |
Mar11 |
101223 |
393.00 |
395.50 |
386.00 |
393.50 |
+1.75 |
919 |
9,900 |
+15 |
May11 |
101223 |
395.50 |
398.50 |
391.00 |
398.50 |
+3.00 |
44 |
667 |
+0 |
Jul11 |
101223 |
395.00 |
399.50 |
395.00 |
399.50 |
+3.00 |
59 |
262 |
+20 |
Sep11 |
101223 |
351.25 |
354.50 |
351.25 |
354.50 |
+3.00 |
1 |
3 |
+1 |
Total Volume and Open Interest |
1,092 |
11,835 |
+64 |
Rough Rice(CBOT) |
Jan11 |
101223 |
13.48 |
13.59 |
13.25 |
13.40 |
-0.03 |
1,289 |
3,942 |
-555 |
Mar11 |
101223 |
13.70 |
13.89 |
13.55 |
13.69 |
-0.03 |
1,416 |
10,889 |
+675 |
May11 |
101223 |
13.99 |
14.01 |
13.86 |
13.97 |
-0.04 |
102 |
1,536 |
+37 |
Jul11 |
101223 |
14.25 |
14.27 |
14.18 |
14.22 |
-0.05 |
16 |
1,590 |
+2 |
Total Volume and Open Interest |
2,840 |
18,675 |
+167 |
Live Cattle(CME) |
Dec10 |
101223 |
104.500 |
104.535 |
103.750 |
104.000 |
-0.135 |
6,656 |
5,530 |
-3,623 |
Feb11 |
101223 |
107.600 |
107.800 |
107.180 |
107.580 |
+0.030 |
31,528 |
150,111 |
+101 |
Apr11 |
101223 |
110.950 |
111.480 |
110.730 |
111.400 |
+0.450 |
11,001 |
86,427 |
+1,061 |
Jun11 |
101223 |
108.250 |
108.800 |
107.950 |
108.580 |
+0.295 |
5,254 |
46,293 |
+480 |
Aug11 |
101223 |
108.950 |
109.180 |
108.350 |
109.100 |
+0.200 |
1,652 |
16,668 |
+408 |
Oct11 |
101223 |
111.000 |
111.200 |
110.400 |
110.950 |
+0.150 |
1,086 |
10,192 |
+64 |
Total Volume and Open Interest |
57,748 |
324,060 |
-1,311 |
Feeder Cattle(CME) |
Jan11 |
101223 |
121.950 |
122.150 |
121.350 |
121.450 |
-0.230 |
1,716 |
7,722 |
-320 |
Mar11 |
101223 |
123.800 |
124.135 |
123.350 |
123.680 |
+0.045 |
3,012 |
20,384 |
+918 |
Apr11 |
101223 |
124.285 |
124.635 |
123.950 |
124.285 |
+0.185 |
795 |
4,476 |
+243 |
May11 |
101223 |
124.600 |
124.750 |
124.150 |
124.635 |
+0.135 |
437 |
5,906 |
+195 |
Aug11 |
101223 |
125.000 |
125.000 |
124.350 |
125.000 |
+0.270 |
435 |
6,012 |
+261 |
Sep11 |
101223 |
123.900 |
123.900 |
123.400 |
123.900 |
+0.200 |
72 |
502 |
+39 |
Oct11 |
101223 |
122.900 |
122.900 |
122.900 |
122.900 |
+0.200 |
24 |
141 |
+18 |
Total Volume and Open Interest |
6,502 |
45,211 |
+1,360 |
Lean Hogs(CME) |
Feb11 |
101223 |
78.785 |
79.100 |
78.200 |
78.725 |
-0.160 |
28,832 |
84,613 |
+1,606 |
Apr11 |
101223 |
82.650 |
83.250 |
82.400 |
82.785 |
-0.115 |
7,126 |
53,368 |
+1,764 |
May11 |
101223 |
89.000 |
89.285 |
88.635 |
89.285 |
-0.215 |
283 |
1,783 |
+79 |
Jun11 |
101223 |
90.980 |
91.580 |
90.930 |
91.200 |
-0.185 |
4,258 |
34,351 |
+1,158 |
Jul11 |
101223 |
90.600 |
90.850 |
90.250 |
90.800 |
+0.120 |
1,072 |
7,843 |
+319 |
Aug11 |
101223 |
89.700 |
90.000 |
89.550 |
89.950 |
+0.220 |
580 |
8,971 |
+157 |
Oct11 |
101223 |
80.135 |
80.450 |
79.800 |
80.450 |
+0.150 |
1,554 |
6,473 |
+820 |
Dec11 |
101223 |
76.800 |
76.930 |
76.650 |
76.930 |
-0.020 |
251 |
2,231 |
+115 |
Total Volume and Open Interest |
43,968 |
200,341 |
+6,020 |
Class III Milk(CME) |
Dec10 |
101223 |
13.73 |
13.81 |
13.73 |
13.79 |
+0.06 |
31 |
5,869 |
-1 |
Jan11 |
101223 |
13.08 |
13.19 |
13.08 |
13.15 |
+0.07 |
237 |
4,611 |
-7 |
Feb11 |
101223 |
13.31 |
13.45 |
13.31 |
13.41 |
+0.10 |
241 |
4,710 |
+103 |
Mar11 |
101223 |
13.65 |
13.74 |
13.64 |
13.70 |
+0.06 |
92 |
3,428 |
+31 |
Apr11 |
101223 |
14.17 |
14.20 |
14.15 |
14.20 |
+0.05 |
75 |
2,526 |
+32 |
Total Volume and Open Interest |
970 |
32,671 |
+325 |
Cocoa(ICE) |
Mar11 |
101223 |
2985 |
3040 |
2984 |
3020 |
+50 |
5,299 |
69,032 |
+207 |
May11 |
101223 |
3016 |
3052 |
3008 |
3037 |
+50 |
830 |
22,226 |
+158 |
Jul11 |
101223 |
3030 |
3069 |
3024 |
3052 |
+51 |
296 |
11,899 |
+65 |
Sep11 |
101223 |
3050 |
3081 |
3034 |
3065 |
+51 |
343 |
7,037 |
+216 |
Dec11 |
101223 |
3070 |
3098 |
3061 |
3083 |
+52 |
131 |
11,381 |
+76 |
Mar12 |
101223 |
3134 |
3144 |
3131 |
3144 |
+51 |
71 |
11,016 |
-7 |
May12 |
101223 |
3123 |
3140 |
3111 |
3136 |
+52 |
41 |
4,174 |
+27 |
Total Volume and Open Interest |
7,015 |
138,624 |
+746 |
Coffee "C"(ICE) |
Mar11 |
101223 |
232.50 |
237.65 |
229.35 |
235.90 |
+5.70 |
13,743 |
89,126 |
-630 |
May11 |
101223 |
234.00 |
238.85 |
231.00 |
237.25 |
+5.65 |
2,685 |
26,725 |
+248 |
Jul11 |
101223 |
233.90 |
237.45 |
229.70 |
236.05 |
+5.85 |
888 |
9,711 |
+416 |
Sep11 |
101223 |
229.75 |
232.90 |
226.00 |
231.90 |
+5.60 |
263 |
4,418 |
+50 |
Dec11 |
101223 |
224.00 |
227.45 |
220.60 |
226.20 |
+5.00 |
165 |
6,886 |
+134 |
Mar12 |
101223 |
219.00 |
220.00 |
219.00 |
219.70 |
+4.00 |
1 |
626 |
+1 |
Total Volume and Open Interest |
17,745 |
138,144 |
+219 |
Orange Juice(ICE) |
Jan11 |
101223 |
167.80 |
170.40 |
167.75 |
169.10 |
+1.45 |
1,958 |
3,392 |
-1,624 |
Mar11 |
101223 |
163.25 |
165.40 |
162.10 |
163.95 |
+1.20 |
2,383 |
18,757 |
+980 |
May11 |
101223 |
165.85 |
166.30 |
164.60 |
165.30 |
+1.20 |
142 |
3,800 |
+11 |
Jul11 |
101223 |
165.95 |
165.95 |
165.95 |
165.95 |
+1.20 |
47 |
2,443 |
+27 |
Sep11 |
101223 |
166.85 |
166.85 |
166.85 |
166.85 |
+1.10 |
37 |
403 |
+32 |
Nov11 |
101223 |
167.25 |
167.25 |
167.25 |
167.25 |
+1.30 |
12 |
68 |
+9 |
Total Volume and Open Interest |
4,579 |
28,886 |
-565 |
Sugar #11(ICE) |
Mar11 |
101223 |
33.23 |
34.06 |
33.19 |
33.98 |
+0.85 |
43,926 |
244,306 |
+68 |
May11 |
101223 |
29.88 |
30.50 |
29.81 |
30.45 |
+0.68 |
16,763 |
111,941 |
-419 |
Jul11 |
101223 |
26.20 |
26.70 |
26.20 |
26.57 |
+0.45 |
15,008 |
100,606 |
+386 |
Oct11 |
101223 |
24.12 |
24.55 |
24.11 |
24.50 |
+0.47 |
5,511 |
56,419 |
-776 |
Mar12 |
101223 |
23.00 |
23.57 |
23.00 |
23.57 |
+0.56 |
1,590 |
47,556 |
-367 |
Total Volume and Open Interest |
84,265 |
605,778 |
-657 |
London Cocoa(LCE) |
Mar11 |
101223 |
2020 |
2055 |
2015 |
2040 |
+31 |
4,823 |
65,911 |
+837 |
May11 |
101223 |
2035 |
2063 |
2029 |
2049 |
+31 |
892 |
21,431 |
-353 |
Jul11 |
101223 |
2041 |
2071 |
2039 |
2061 |
+35 |
792 |
20,593 |
-12 |
Sep11 |
101223 |
2047 |
2075 |
2047 |
2072 |
+39 |
961 |
12,977 |
-231 |
Dec11 |
101223 |
2066 |
2085 |
2066 |
2082 |
+40 |
173 |
17,411 |
+49 |
Mar12 |
101223 |
2093 |
2093 |
2093 |
2093 |
+38 |
996 |
18,316 |
+947 |
May12 |
101223 |
2081 |
2104 |
2081 |
2097 |
+35 |
188 |
3,256 |
+115 |
Total Volume and Open Interest |
8,825 |
160,319 |
+1,352 |
London Sugar(LCE) |
Mar11 |
101223 |
807.40 |
822.50 |
807.20 |
820.90 |
+36.40 |
2,308 |
28,152 |
-7 |
May11 |
101223 |
773.10 |
785.40 |
770.80 |
785.10 |
+36.60 |
310 |
10,098 |
-27 |
Aug11 |
101223 |
696.00 |
699.70 |
691.30 |
698.50 |
+27.70 |
27 |
7,412 |
+9 |
Oct11 |
101223 |
628.50 |
638.70 |
628.50 |
635.00 |
+21.70 |
75 |
2,234 |
+11 |
Dec11 |
101223 |
613.30 |
619.30 |
611.00 |
615.90 |
+23.70 |
47 |
902 |
+15 |
Total Volume and Open Interest |
2,769 |
49,377 |
+3 |
Cotton(ICE) |
Mar11 |
101223 |
148.12 |
155.44 |
148.12 |
148.12 |
-6.00 |
4,500 |
103,816 |
-1,246 |
May11 |
101223 |
136.68 |
139.69 |
133.69 |
134.67 |
-5.02 |
1,410 |
21,765 |
-106 |
Jul11 |
101223 |
124.55 |
126.35 |
121.92 |
123.33 |
-3.02 |
1,260 |
29,827 |
-263 |
Oct11 |
101223 |
106.00 |
107.54 |
106.00 |
107.54 |
+1.94 |
0 |
182 |
-1 |
Dec11 |
101223 |
94.94 |
96.42 |
93.77 |
95.80 |
+0.86 |
3,468 |
42,354 |
-404 |
Mar12 |
101223 |
90.08 |
90.08 |
90.08 |
90.08 |
+0.58 |
50 |
877 |
-1 |
Total Volume and Open Interest |
10,748 |
200,336 |
-2,001 |
Lumber(CME) |
Jan11 |
101223 |
308.6 |
316.0 |
304.7 |
308.8 |
+1.8 |
314 |
1,584 |
-74 |
Mar11 |
101223 |
320.8 |
328.3 |
317.6 |
319.0 |
-0.3 |
649 |
6,037 |
+299 |
May11 |
101223 |
328.6 |
335.6 |
326.1 |
326.8 |
unch |
176 |
1,994 |
+86 |
Jul11 |
101223 |
329.5 |
335.9 |
329.5 |
335.0 |
+5.8 |
52 |
738 |
+41 |
Total Volume and Open Interest |
1,195 |
10,487 |
+354 |
Crude Oil(NYM) |
Feb11 |
101223 |
90.61 |
91.63 |
90.33 |
91.51 |
+1.03 |
187,386 |
311,552 |
+2,896 |
Mar11 |
101223 |
91.30 |
92.29 |
91.01 |
92.16 |
+0.95 |
65,420 |
184,569 |
+1,416 |
Apr11 |
101223 |
91.90 |
92.81 |
91.60 |
92.69 |
+0.88 |
29,976 |
81,514 |
+523 |
May11 |
101223 |
92.52 |
93.21 |
92.03 |
93.10 |
+0.85 |
23,986 |
60,876 |
+7,424 |
Jun11 |
101223 |
92.66 |
93.50 |
92.27 |
93.36 |
+0.84 |
28,898 |
90,284 |
+1,146 |
Jul11 |
101223 |
92.88 |
93.65 |
92.52 |
93.55 |
+0.82 |
6,468 |
43,261 |
+1,210 |
Aug11 |
101223 |
93.00 |
93.76 |
92.62 |
93.65 |
+0.81 |
3,542 |
20,381 |
-358 |
Sep11 |
101223 |
92.96 |
93.72 |
92.79 |
93.72 |
+0.81 |
2,864 |
26,881 |
+386 |
Oct11 |
101223 |
92.99 |
93.77 |
92.74 |
93.75 |
+0.80 |
2,613 |
18,869 |
-249 |
Nov11 |
101223 |
92.93 |
93.79 |
92.93 |
93.79 |
+0.80 |
2,998 |
21,050 |
+442 |
Dec11 |
101223 |
93.19 |
93.94 |
92.74 |
93.84 |
+0.80 |
17,342 |
153,036 |
+366 |
Jan12 |
101223 |
93.76 |
93.76 |
93.76 |
93.76 |
+0.79 |
967 |
27,945 |
+380 |
Feb12 |
101223 |
93.66 |
93.66 |
93.66 |
93.66 |
+0.78 |
261 |
8,363 |
-30 |
Mar12 |
101223 |
93.55 |
93.55 |
93.55 |
93.55 |
+0.77 |
199 |
10,127 |
+43 |
Apr12 |
101223 |
93.44 |
93.44 |
93.44 |
93.44 |
+0.76 |
111 |
4,491 |
-8 |
May12 |
101223 |
93.33 |
93.33 |
93.33 |
93.33 |
+0.75 |
106 |
5,591 |
+55 |
Total Volume and Open Interest |
383,058 |
1,384,902 |
+15,358 |
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 |
101223 |
90.625 |
91.625 |
90.325 |
91.500 |
+1.025 |
4,594 |
3,630 |
+159 |
Mar11 |
101223 |
91.375 |
92.275 |
90.975 |
92.150 |
+0.950 |
417 |
1,223 |
+71 |
Apr11 |
101223 |
91.675 |
92.700 |
91.675 |
92.700 |
+0.900 |
42 |
66 |
+1 |
May11 |
101223 |
93.100 |
93.100 |
93.100 |
93.100 |
+0.850 |
0 |
14 |
+0 |
Jun11 |
101223 |
93.350 |
93.350 |
93.350 |
93.350 |
+0.825 |
0 |
44 |
+0 |
Jul11 |
101223 |
92.700 |
93.550 |
92.700 |
93.550 |
+0.825 |
2 |
6 |
+1 |
Aug11 |
101223 |
93.650 |
93.650 |
93.650 |
93.650 |
+0.800 |
0 |
8 |
+0 |
Sep11 |
101223 |
93.725 |
93.725 |
93.725 |
93.725 |
+0.825 |
0 |
2 |
+0 |
Total Volume and Open Interest |
5,055 |
5,226 |
+232 |
Heating Oil(NYM) |
Jan11 |
101223 |
252.95 |
254.86 |
252.35 |
254.08 |
+1.23 |
31,950 |
33,766 |
-7,893 |
Feb11 |
101223 |
253.90 |
255.86 |
253.40 |
255.15 |
+1.13 |
41,282 |
98,505 |
+8,133 |
Mar11 |
101223 |
254.33 |
255.88 |
253.64 |
255.27 |
+1.12 |
14,264 |
51,102 |
+1,030 |
Apr11 |
101223 |
252.36 |
254.45 |
252.36 |
253.95 |
+1.24 |
8,647 |
25,426 |
+433 |
May11 |
101223 |
251.72 |
253.55 |
251.55 |
253.06 |
+1.32 |
3,394 |
18,085 |
-272 |
Jun11 |
101223 |
252.21 |
253.55 |
251.48 |
253.03 |
+1.36 |
6,634 |
36,261 |
+222 |
Jul11 |
101223 |
252.52 |
254.05 |
252.52 |
254.01 |
+1.39 |
890 |
8,141 |
-20 |
Aug11 |
101223 |
255.25 |
255.25 |
254.64 |
255.08 |
+1.39 |
947 |
4,902 |
+191 |
Sep11 |
101223 |
254.90 |
256.50 |
254.90 |
256.23 |
+1.39 |
541 |
4,949 |
+135 |
Oct11 |
101223 |
257.43 |
257.43 |
257.43 |
257.43 |
+1.39 |
294 |
4,097 |
+86 |
Nov11 |
101223 |
257.43 |
258.95 |
257.43 |
258.83 |
+1.39 |
1,031 |
4,055 |
+381 |
Dec11 |
101223 |
259.11 |
260.37 |
258.54 |
260.08 |
+1.39 |
2,519 |
14,940 |
+229 |
Total Volume and Open Interest |
112,766 |
313,547 |
+2,848 |
Gasoline(NYMEX) |
Jan11 |
101223 |
242.41 |
244.58 |
241.50 |
244.26 |
+1.81 |
28,338 |
31,098 |
-4,299 |
Feb11 |
101223 |
240.71 |
242.91 |
239.90 |
242.62 |
+1.93 |
37,974 |
92,312 |
+4,615 |
Mar11 |
101223 |
239.75 |
242.59 |
239.65 |
242.40 |
+2.17 |
16,303 |
47,104 |
+2,886 |
Apr11 |
101223 |
248.64 |
251.75 |
248.64 |
251.75 |
+2.48 |
7,834 |
32,622 |
+958 |
May11 |
101223 |
249.28 |
252.10 |
248.98 |
252.06 |
+2.54 |
4,656 |
14,782 |
+210 |
Jun11 |
101223 |
249.65 |
251.92 |
248.69 |
251.77 |
+2.53 |
4,982 |
19,642 |
+733 |
Jul11 |
101223 |
248.45 |
250.94 |
248.45 |
250.69 |
+2.49 |
917 |
4,931 |
+149 |
Aug11 |
101223 |
247.05 |
249.19 |
247.05 |
249.19 |
+2.44 |
713 |
5,648 |
-106 |
Sep11 |
101223 |
245.15 |
247.32 |
245.15 |
247.32 |
+2.37 |
547 |
3,125 |
+202 |
Oct11 |
101223 |
234.30 |
236.37 |
234.30 |
236.37 |
+2.32 |
133 |
3,238 |
+75 |
Total Volume and Open Interest |
103,652 |
288,608 |
+5,774 |
e-miNY RBOB Gasoline(NYM) |
Jan11 |
101223 |
244.30 |
244.30 |
244.26 |
244.30 |
+1.80 |
0 |
2 |
+0 |
Feb11 |
101223 |
242.60 |
242.62 |
242.60 |
242.60 |
+1.90 |
0 |
1 |
+0 |
Mar11 |
101223 |
242.40 |
242.40 |
242.40 |
242.40 |
+2.20 |
0 |
1 |
+0 |
Apr11 |
101223 |
251.80 |
251.80 |
251.75 |
251.80 |
+2.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Jan11 |
101223 |
4.119 |
4.174 |
4.052 |
4.083 |
-0.069 |
98,378 |
32,039 |
-11,020 |
Feb11 |
101223 |
4.187 |
4.212 |
4.093 |
4.133 |
-0.055 |
70,870 |
168,522 |
+6,183 |
Mar11 |
101223 |
4.162 |
4.212 |
4.105 |
4.149 |
-0.047 |
23,545 |
167,191 |
+3,165 |
Apr11 |
101223 |
4.148 |
4.210 |
4.105 |
4.152 |
-0.039 |
17,955 |
86,993 |
-189 |
May11 |
101223 |
4.163 |
4.215 |
4.149 |
4.193 |
-0.036 |
7,389 |
40,258 |
+779 |
Jun11 |
101223 |
4.222 |
4.264 |
4.195 |
4.246 |
-0.034 |
4,478 |
17,313 |
+109 |
Jul11 |
101223 |
4.283 |
4.331 |
4.268 |
4.317 |
-0.030 |
2,299 |
15,481 |
+164 |
Aug11 |
101223 |
4.332 |
4.372 |
4.314 |
4.357 |
-0.031 |
1,505 |
16,717 |
+91 |
Sep11 |
101223 |
4.355 |
4.384 |
4.320 |
4.368 |
-0.031 |
1,079 |
12,248 |
+233 |
Oct11 |
101223 |
4.400 |
4.451 |
4.393 |
4.438 |
-0.032 |
6,669 |
50,743 |
-296 |
Nov11 |
101223 |
4.622 |
4.638 |
4.618 |
4.638 |
-0.027 |
2,287 |
20,457 |
-274 |
Dec11 |
101223 |
4.884 |
4.927 |
4.863 |
4.896 |
-0.027 |
1,525 |
19,604 |
+22 |
Jan12 |
101223 |
5.057 |
5.073 |
5.022 |
5.055 |
-0.028 |
3,593 |
33,090 |
+781 |
Feb12 |
101223 |
5.022 |
5.038 |
4.995 |
5.025 |
-0.025 |
496 |
6,756 |
-21 |
Mar12 |
101223 |
4.921 |
4.934 |
4.909 |
4.928 |
-0.021 |
824 |
16,466 |
-495 |
Apr12 |
101223 |
4.728 |
4.752 |
4.718 |
4.740 |
-0.016 |
331 |
13,385 |
-125 |
Total Volume and Open Interest |
243,378 |
783,963 |
-844 |
Brent Crude Oil(ICE) |
Feb11 |
101223 |
93.80 |
94.54 |
93.28 |
94.25 |
+0.60 |
109,913 |
248,630 |
-1,279 |
Mar11 |
101223 |
93.65 |
94.33 |
93.16 |
94.04 |
+0.54 |
59,893 |
185,798 |
+6,377 |
Apr11 |
101223 |
93.71 |
94.36 |
93.22 |
94.09 |
+0.53 |
25,830 |
69,593 |
+1,283 |
May11 |
101223 |
93.82 |
94.41 |
93.42 |
94.21 |
+0.53 |
14,041 |
41,430 |
+1,027 |
Jun11 |
101223 |
93.91 |
94.56 |
93.43 |
94.31 |
+0.54 |
24,242 |
64,930 |
-1,599 |
Jul11 |
101223 |
93.44 |
94.50 |
93.44 |
94.34 |
+0.55 |
8,005 |
22,232 |
+593 |
Aug11 |
101223 |
93.64 |
94.48 |
93.48 |
94.34 |
+0.57 |
5,036 |
12,431 |
-52 |
Sep11 |
101223 |
93.62 |
94.47 |
93.46 |
94.32 |
+0.57 |
4,719 |
17,544 |
+1,889 |
Oct11 |
101223 |
93.48 |
94.47 |
93.46 |
94.31 |
+0.55 |
3,517 |
10,420 |
+1,708 |
Nov11 |
101223 |
94.30 |
94.30 |
94.30 |
94.30 |
+0.54 |
1,522 |
10,675 |
+131 |
Dec11 |
101223 |
93.88 |
94.51 |
93.36 |
94.31 |
+0.55 |
11,335 |
88,973 |
+63 |
Jan12 |
101223 |
94.30 |
94.30 |
94.30 |
94.30 |
+0.54 |
733 |
9,036 |
-284 |
Feb12 |
101223 |
94.28 |
94.28 |
94.28 |
94.28 |
+0.54 |
32 |
5,787 |
+30 |
Mar12 |
101223 |
94.24 |
94.24 |
94.24 |
94.24 |
+0.56 |
150 |
3,627 |
+0 |
Total Volume and Open Interest |
271,945 |
880,677 |
+10,537 |
Gas Oil(ICE) |
Jan11 |
101223 |
779.25 |
786.50 |
778.00 |
784.50 |
+3.50 |
41,702 |
108,952 |
-8,611 |
Feb11 |
101223 |
783.75 |
791.00 |
782.50 |
789.00 |
+3.50 |
42,708 |
117,493 |
+8,126 |
Mar11 |
101223 |
789.00 |
793.50 |
786.50 |
791.75 |
+3.50 |
16,162 |
64,494 |
+3,137 |
Apr11 |
101223 |
789.75 |
794.00 |
788.00 |
792.75 |
+3.25 |
5,433 |
56,493 |
+1,178 |
May11 |
101223 |
791.00 |
796.00 |
789.50 |
794.00 |
+3.00 |
1,646 |
42,594 |
+14 |
Jun11 |
101223 |
793.25 |
797.75 |
791.25 |
796.00 |
+3.25 |
5,666 |
53,851 |
+681 |
Jul11 |
101223 |
794.25 |
799.25 |
793.75 |
798.50 |
+3.50 |
1,339 |
18,712 |
+159 |
Aug11 |
101223 |
797.25 |
802.25 |
796.25 |
801.00 |
+3.50 |
856 |
17,586 |
+207 |
Sep11 |
101223 |
799.00 |
804.50 |
798.50 |
803.25 |
+3.50 |
634 |
11,057 |
+43 |
Oct11 |
101223 |
800.25 |
805.50 |
799.75 |
804.50 |
+3.50 |
339 |
10,649 |
+62 |
Total Volume and Open Interest |
121,217 |
613,670 |
+4,879 |
Ethanol(CBOT) |
Dec10 |
101203 |
2.050 |
2.070 |
2.050 |
2.051 |
-0.024 |
83 |
136 |
-71 |
Jan11 |
101223 |
2.285 |
2.302 |
2.280 |
2.301 |
+0.022 |
143 |
555 |
-71 |
Feb11 |
101223 |
2.263 |
2.274 |
2.260 |
2.270 |
+0.010 |
114 |
769 |
+23 |
Mar11 |
101223 |
2.269 |
2.274 |
2.260 |
2.271 |
+0.008 |
47 |
1,104 |
+33 |
Apr11 |
101223 |
2.270 |
2.281 |
2.270 |
2.278 |
+0.010 |
72 |
655 |
-14 |
May11 |
101223 |
2.291 |
2.295 |
2.291 |
2.292 |
+0.010 |
18 |
430 |
+2 |
Jun11 |
101223 |
2.295 |
2.298 |
2.295 |
2.296 |
+0.011 |
47 |
551 |
+14 |
Jul11 |
101223 |
2.290 |
2.307 |
2.290 |
2.300 |
+0.012 |
24 |
700 |
+17 |
Total Volume and Open Interest |
627 |
6,991 |
-98 |
WTI Crude Oil(ICE |
Feb11 |
101223 |
90.60 |
91.62 |
90.33 |
91.51 |
+1.03 |
53,905 |
105,887 |
-3,074 |
Mar11 |
101223 |
91.40 |
92.27 |
91.00 |
92.16 |
+0.95 |
29,503 |
79,805 |
+3,995 |
Apr11 |
101223 |
91.98 |
92.79 |
91.58 |
92.69 |
+0.88 |
12,752 |
36,280 |
+1,191 |
May11 |
101223 |
92.01 |
93.10 |
92.01 |
93.10 |
+0.85 |
8,063 |
21,022 |
+3,496 |
Jun11 |
101223 |
92.26 |
93.43 |
92.26 |
93.36 |
+0.84 |
11,823 |
57,618 |
+1,351 |
Jul11 |
101223 |
92.70 |
93.55 |
92.62 |
93.55 |
+0.82 |
1,661 |
16,403 |
+668 |
Aug11 |
101223 |
92.80 |
93.65 |
92.72 |
93.65 |
+0.81 |
649 |
12,330 |
+197 |
Sep11 |
101223 |
92.84 |
93.72 |
92.79 |
93.72 |
+0.81 |
405 |
15,023 |
+0 |
Oct11 |
101223 |
93.08 |
93.75 |
93.08 |
93.75 |
+0.80 |
332 |
9,074 |
+15 |
Nov11 |
101223 |
93.79 |
93.79 |
93.79 |
93.79 |
+0.80 |
313 |
8,687 |
+69 |
Dec11 |
101223 |
92.77 |
93.88 |
92.67 |
93.84 |
+0.80 |
7,653 |
60,819 |
+608 |
Jan12 |
101223 |
93.76 |
93.76 |
93.76 |
93.76 |
+0.79 |
236 |
5,079 |
+104 |
Feb12 |
101223 |
93.66 |
93.66 |
93.66 |
93.66 |
+0.78 |
14 |
1,169 |
-8 |
Mar12 |
101223 |
93.55 |
93.55 |
93.55 |
93.55 |
+0.77 |
0 |
3,163 |
+0 |
Apr12 |
101223 |
93.44 |
93.44 |
93.44 |
93.44 |
+0.76 |
0 |
733 |
+0 |
May12 |
101223 |
93.33 |
93.33 |
93.33 |
93.33 |
+0.75 |
0 |
846 |
+0 |
Total Volume and Open Interest |
129,900 |
519,627 |
+8,993 |
US Dollar Index(ICE) |
Mar11 |
101223 |
80.975 |
81.185 |
80.700 |
80.832 |
-0.240 |
11,667 |
26,127 |
-389 |
Jun11 |
101223 |
81.420 |
81.505 |
81.210 |
81.243 |
-0.250 |
1 |
570 |
+1 |
Sep11 |
101223 |
81.603 |
81.603 |
81.603 |
81.603 |
-0.250 |
0 |
4 |
+0 |
Total Volume and Open Interest |
11,668 |
26,701 |
-388 |
Australian Dollar(CME) |
Mar11 |
101223 |
98.96 |
99.71 |
98.90 |
99.52 |
+0.56 |
47,732 |
116,500 |
+1,843 |
Jun11 |
101223 |
98.09 |
98.36 |
97.81 |
98.36 |
+0.55 |
16 |
179 |
-14 |
Sep11 |
101223 |
97.11 |
97.11 |
96.56 |
97.11 |
+0.55 |
0 |
14 |
+0 |
Total Volume and Open Interest |
47,749 |
116,836 |
+1,829 |
British Pound(CME) |
Mar11 |
101223 |
153.78 |
154.38 |
153.63 |
154.04 |
+0.45 |
71,897 |
77,098 |
+8,022 |
Jun11 |
101223 |
154.00 |
154.19 |
153.43 |
153.89 |
+0.46 |
59 |
105 |
+12 |
Sep11 |
101223 |
153.71 |
153.71 |
153.25 |
153.71 |
+0.46 |
0 |
6 |
+0 |
Total Volume and Open Interest |
71,956 |
77,241 |
+8,034 |
Canadian Dollar(CME) |
Mar11 |
101223 |
98.47 |
99.15 |
98.21 |
99.00 |
+0.52 |
45,131 |
89,296 |
+1,800 |
Jun11 |
101223 |
98.32 |
98.90 |
98.00 |
98.76 |
+0.52 |
31 |
1,866 |
+6 |
Sep11 |
101223 |
97.98 |
98.62 |
97.97 |
98.49 |
+0.52 |
18 |
955 |
+1 |
Dec11 |
101223 |
97.70 |
98.26 |
97.70 |
98.24 |
+0.52 |
67 |
1,037 |
+57 |
Total Volume and Open Interest |
45,247 |
93,158 |
+1,864 |
Japanese Yen(CME) |
Mar11 |
101223 |
119.75 |
120.80 |
119.74 |
120.72 |
+0.98 |
69,518 |
89,888 |
+100 |
Jun11 |
101223 |
120.42 |
120.88 |
119.89 |
120.87 |
+0.98 |
0 |
274 |
+0 |
Sep11 |
101223 |
121.09 |
121.09 |
120.11 |
121.09 |
+0.98 |
0 |
9 |
+0 |
Total Volume and Open Interest |
69,518 |
90,172 |
+100 |
Swiss Franc(CME) |
Mar11 |
101223 |
105.15 |
105.43 |
103.60 |
104.26 |
-0.86 |
29,897 |
45,118 |
+456 |
Jun11 |
101223 |
104.34 |
105.26 |
104.34 |
104.40 |
-0.86 |
2 |
42 |
+2 |
Sep11 |
101223 |
104.58 |
105.42 |
104.58 |
104.58 |
-0.84 |
|
|
|
Total Volume and Open Interest |
29,900 |
45,161 |
+457 |
EuroFX(CME) |
Mar11 |
101223 |
130.97 |
131.48 |
130.50 |
131.11 |
+0.28 |
215,272 |
158,521 |
+3,147 |
Jun11 |
101223 |
130.99 |
131.36 |
130.45 |
131.04 |
+0.29 |
404 |
442 |
+4 |
Sep11 |
101223 |
130.97 |
130.97 |
130.67 |
130.97 |
+0.30 |
1 |
33 |
+0 |
Total Volume and Open Interest |
215,678 |
159,288 |
+3,152 |
Mexican Peso(CME) |
Jan11 |
101223 |
810.0 |
813.2 |
810.0 |
810.0 |
-3.2 |
|
|
|
Feb11 |
101223 |
808.0 |
811.2 |
808.0 |
808.0 |
-3.2 |
|
|
|
Total Volume and Open Interest |
23,708 |
125,540 |
+9,208 |
30-Year T-Bonds(CBOT) |
Mar11 |
101223 |
120~220 |
120~300 |
120~080 |
120~140 |
-0~110 |
164,431 |
533,192 |
+818 |
Jun11 |
101223 |
118~290 |
119~080 |
118~290 |
118~290 |
-0~110 |
1 |
610 |
+1 |
Sep11 |
101223 |
117~120 |
117~230 |
117~120 |
117~120 |
-0~110 |
|
|
|
Total Volume and Open Interest |
164,432 |
533,802 |
+819 |
10-Year T-Notes(CBOT) |
Mar11 |
101223 |
119~285 |
120~015 |
119~145 |
119~190 |
-0~130 |
493,490 |
1,352,248 |
-2,414 |
Jun11 |
101223 |
118~195 |
118~260 |
118~045 |
118~130 |
-0~130 |
0 |
42 |
+0 |
Sep11 |
101223 |
117~105 |
117~235 |
117~105 |
117~105 |
-0~130 |
|
|
|
Total Volume and Open Interest |
493,490 |
1,352,294 |
-2,414 |
5-Year T-Notes(CBOT) |
Mar11 |
101223 |
117~051 |
117~055 |
117~012 |
117~024 |
-0~031 |
222,959 |
1,015,744 |
-814 |
Jun11 |
101223 |
116~048 |
116~079 |
116~048 |
116~048 |
-0~031 |
|
|
|
Sep11 |
101223 |
115~072 |
115~103 |
115~072 |
115~072 |
-0~031 |
|
|
|
Total Volume and Open Interest |
223,575 |
1,033,255 |
-784 |
2 Year T-Notes(CBOT) |
Mar11 |
101223 |
109~034 |
109~036 |
109~024 |
109~027 |
-0~008 |
83,294 |
670,239 |
+1,372 |
Jun11 |
101223 |
109~002 |
109~010 |
109~002 |
109~002 |
-0~008 |
0 |
25 |
+0 |
Sep11 |
101223 |
108~105 |
108~113 |
108~105 |
108~105 |
-0~008 |
|
|
|
Total Volume and Open Interest |
84,362 |
683,967 |
+676 |
Eurodollars(CME) |
Mar11 |
101223 |
99.595 |
99.600 |
99.580 |
99.590 |
unch |
80,604 |
1,140,120 |
+12,222 |
Jun11 |
101223 |
99.480 |
99.495 |
99.455 |
99.465 |
-0.020 |
107,800 |
1,041,497 |
+7,395 |
Sep11 |
101223 |
99.330 |
99.345 |
99.290 |
99.305 |
-0.035 |
123,427 |
885,682 |
-47 |
Dec11 |
101223 |
99.135 |
99.150 |
99.080 |
99.100 |
-0.050 |
137,649 |
745,231 |
-1,657 |
Mar12 |
101223 |
98.925 |
98.930 |
98.850 |
98.870 |
-0.060 |
142,717 |
795,915 |
-7,036 |
Jun12 |
101223 |
98.660 |
98.675 |
98.580 |
98.605 |
-0.070 |
140,256 |
487,473 |
-4,616 |
Sep12 |
101223 |
98.420 |
98.420 |
98.320 |
98.345 |
-0.080 |
98,881 |
372,442 |
+3,474 |
Dec12 |
101223 |
98.155 |
98.160 |
98.060 |
98.080 |
-0.090 |
94,023 |
279,690 |
-4,454 |
Mar13 |
101223 |
97.905 |
97.910 |
97.810 |
97.825 |
-0.090 |
61,944 |
177,719 |
+2,031 |
Jun13 |
101223 |
97.645 |
97.645 |
97.550 |
97.565 |
-0.090 |
45,714 |
160,030 |
-1,904 |
Sep13 |
101223 |
97.390 |
97.400 |
97.305 |
97.315 |
-0.090 |
42,253 |
181,277 |
+101 |
Dec13 |
101223 |
97.135 |
97.145 |
97.050 |
97.060 |
-0.090 |
38,978 |
140,262 |
+2,493 |
Mar14 |
101223 |
96.910 |
96.915 |
96.825 |
96.840 |
-0.080 |
15,026 |
109,344 |
+11 |
Jun14 |
101223 |
96.680 |
96.680 |
96.595 |
96.610 |
-0.075 |
13,758 |
107,274 |
+251 |
Sep14 |
101223 |
96.440 |
96.455 |
96.370 |
96.385 |
-0.070 |
12,337 |
69,789 |
-969 |
Dec14 |
101223 |
96.215 |
96.230 |
96.145 |
96.160 |
-0.065 |
11,594 |
71,371 |
-1,242 |
Mar15 |
101223 |
96.015 |
96.035 |
95.950 |
95.970 |
-0.060 |
7,472 |
49,558 |
-1,128 |
Jun15 |
101223 |
4.090 |
4.105 |
4.025 |
4.045 |
-0.055 |
8,573 |
36,957 |
-1,732 |
Total Volume and Open Interest |
1,206,926 |
7,069,563 |
+5,974 |
30 Day Federal Funds(CBOT) |
Dec10 |
101223 |
99.820 |
99.820 |
99.817 |
99.820 |
unch |
156 |
94,643 |
-91 |
Jan11 |
101223 |
99.815 |
99.825 |
99.815 |
99.820 |
unch |
983 |
66,048 |
-30 |
Feb11 |
101223 |
99.810 |
99.820 |
99.810 |
99.815 |
unch |
851 |
56,902 |
+13 |
Mar11 |
101223 |
99.810 |
99.815 |
99.810 |
99.815 |
unch |
908 |
38,979 |
+393 |
Apr11 |
101223 |
99.815 |
99.815 |
99.810 |
99.815 |
unch |
220 |
37,330 |
-16 |
May11 |
101223 |
99.810 |
99.810 |
99.805 |
99.805 |
unch |
1,004 |
50,911 |
+217 |
Total Volume and Open Interest |
13,486 |
574,937 |
+532 |
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 |
101223 |
99.655 |
99.655 |
99.655 |
99.655 |
-0.005 |
0 |
1,039 |
+0 |
Jun11 |
101223 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.003 |
0 |
175 |
+0 |
Sep11 |
101223 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.003 |
|
|
|
Dec11 |
101223 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.002 |
0 |
75 |
+0 |
Mar12 |
101223 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Jun12 |
101223 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Sep12 |
101223 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
Dec12 |
101223 |
99.290 |
99.290 |
99.290 |
99.290 |
unch |
|
|
|
Mar13 |
101223 |
99.290 |
99.290 |
99.290 |
99.290 |
unch |
|
|
|
Jun13 |
101223 |
99.245 |
99.245 |
99.245 |
99.245 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
1,289 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar11 |
101223 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
2 |
2,059 |
+65 |
Jun11 |
101223 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
1,389 |
+0 |
Sep11 |
101223 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
0 |
1,064 |
+0 |
Dec11 |
101223 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
0 |
560 |
+0 |
Mar12 |
101223 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
305 |
+0 |
Jun12 |
101223 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
101223 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
310 |
+0 |
Dec12 |
101223 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
0 |
3 |
+0 |
Total Volume and Open Interest |
2 |
6,445 |
+65 |
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 |
101223 |
125.41 |
125.68 |
125.07 |
125.15 |
-0.32 |
339,575 |
936,074 |
-3,130 |
Jun11 |
101223 |
124.24 |
124.24 |
123.72 |
123.72 |
-0.30 |
3 |
558 |
-1 |
Sep11 |
101223 |
123.68 |
123.68 |
123.68 |
123.68 |
-0.32 |
|
|
|
Total Volume and Open Interest |
339,578 |
936,632 |
-3,131 |
Euro-Bobl(EUREX) |
Mar11 |
101223 |
118.50 |
118.81 |
118.43 |
118.47 |
-0.09 |
238,948 |
687,483 |
-6,222 |
Jun11 |
101223 |
117.05 |
117.05 |
117.05 |
117.05 |
-0.09 |
150 |
47 |
+0 |
Sep11 |
101223 |
117.02 |
117.02 |
117.02 |
117.02 |
-0.09 |
|
|
|
Total Volume and Open Interest |
239,098 |
687,530 |
-6,222 |
3-Mth Euribor(EUREX) |
Dec10 |
101213 |
98.975 |
98.975 |
98.970 |
98.975 |
+0.005 |
315 |
7,182 |
-322 |
Mar11 |
101223 |
98.950 |
98.950 |
98.935 |
98.940 |
+0.010 |
19 |
8,071 |
+0 |
Jun11 |
101223 |
98.810 |
98.830 |
98.810 |
98.810 |
+0.015 |
250 |
9,611 |
-250 |
Total Volume and Open Interest |
284 |
26,761 |
-250 |
Long Gilt(LIFFE) |
Dec10 |
101223 |
119~27 |
119~27 |
119~20 |
119~24 |
+0~03 |
61 |
3,481 |
-36 |
Mar11 |
101223 |
118~13 |
118~23 |
118~08 |
118~14 |
+0~03 |
48,895 |
238,575 |
-2,639 |
Total Volume and Open Interest |
48,956 |
242,056 |
-2,675 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
101223 |
99.15 |
99.17 |
99.13 |
99.17 |
+0.01 |
34,628 |
286,554 |
-975 |
Jun11 |
101223 |
99.02 |
99.03 |
98.99 |
99.02 |
unch |
55,896 |
245,225 |
+13,225 |
Sep11 |
101223 |
98.85 |
98.86 |
98.82 |
98.83 |
-0.02 |
44,841 |
209,764 |
+9,091 |
Dec11 |
101223 |
98.63 |
98.63 |
98.59 |
98.60 |
-0.03 |
43,171 |
250,541 |
+2,512 |
Mar12 |
101223 |
98.40 |
98.40 |
98.35 |
98.36 |
-0.04 |
34,433 |
221,895 |
-952 |
Jun12 |
101223 |
98.12 |
98.14 |
98.08 |
98.09 |
-0.05 |
30,497 |
131,228 |
+2,606 |
Total Volume and Open Interest |
288,075 |
1,701,609 |
+28,085 |
3-Mth Euribor(LIFFE) |
Mar11 |
101223 |
98.940 |
98.955 |
98.930 |
98.940 |
+0.010 |
149,518 |
532,858 |
+15,528 |
Jun11 |
101223 |
98.795 |
98.830 |
98.795 |
98.810 |
+0.015 |
144,259 |
469,029 |
+12,219 |
Sep11 |
101223 |
98.650 |
98.695 |
98.650 |
98.665 |
+0.010 |
113,870 |
328,196 |
-3,977 |
Total Volume and Open Interest |
754,827 |
2,537,828 |
+21,564 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
101223 |
94.91 |
94.92 |
94.88 |
94.90 |
-0.02 |
7,229 |
189,934 |
-341 |
Jun11 |
101223 |
94.75 |
94.77 |
94.72 |
94.73 |
-0.04 |
6,433 |
114,311 |
+387 |
Sep11 |
101223 |
94.60 |
94.60 |
94.55 |
94.56 |
-0.04 |
3,028 |
72,593 |
+678 |
Dec11 |
101223 |
94.47 |
94.48 |
94.42 |
94.42 |
-0.05 |
2,191 |
47,779 |
+308 |
Mar12 |
101223 |
94.40 |
94.40 |
94.34 |
94.34 |
-0.05 |
411 |
40,914 |
+125 |
Jun12 |
101223 |
94.34 |
94.35 |
94.27 |
94.29 |
-0.05 |
386 |
36,660 |
-43 |
Sep12 |
101223 |
94.31 |
94.31 |
94.23 |
94.24 |
-0.06 |
221 |
19,220 |
-8 |
Dec12 |
101223 |
94.19 |
94.20 |
94.19 |
94.20 |
-0.05 |
1 |
8,366 |
-1 |
Mar13 |
101223 |
94.17 |
94.17 |
94.17 |
94.17 |
-0.05 |
0 |
2,550 |
+0 |
Jun13 |
101223 |
94.12 |
94.12 |
94.12 |
94.12 |
-0.03 |
0 |
575 |
+0 |
Total Volume and Open Interest |
19,900 |
533,753 |
+1,105 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
101223 |
94.34 |
94.36 |
94.30 |
94.31 |
-0.04 |
15,784 |
346,782 |
+523 |
Jun11 |
101223 |
94.31 |
94.31 |
94.31 |
94.31 |
-0.04 |
|
|
|
Total Volume and Open Interest |
15,784 |
346,782 |
+523 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
101223 |
94.64 |
94.65 |
94.60 |
94.61 |
-0.04 |
36,442 |
370,539 |
-40 |
Jun11 |
101223 |
94.61 |
94.61 |
94.61 |
94.61 |
-0.04 |
|
|
|
Total Volume and Open Interest |
36,442 |
370,539 |
-40 |
Gold(CMX) |
Dec10 |
101223 |
1388.4 |
1388.4 |
1373.7 |
1380.0 |
-6.8 |
58 |
384 |
-63 |
Feb11 |
101223 |
1386.1 |
1389.0 |
1372.6 |
1380.5 |
-6.9 |
61,945 |
351,532 |
+1,679 |
Apr11 |
101223 |
1388.7 |
1390.7 |
1374.8 |
1382.6 |
-6.9 |
1,482 |
49,125 |
-248 |
Jun11 |
101223 |
1390.9 |
1392.5 |
1377.0 |
1384.7 |
-6.9 |
1,772 |
34,278 |
+639 |
Aug11 |
101223 |
1383.8 |
1387.7 |
1379.9 |
1386.8 |
-7.0 |
488 |
15,594 |
+263 |
Oct11 |
101223 |
1382.0 |
1389.2 |
1382.0 |
1389.2 |
-7.0 |
2 |
12,267 |
+2 |
Dec11 |
101223 |
1399.1 |
1399.1 |
1384.2 |
1391.7 |
-7.0 |
1,530 |
27,065 |
+635 |
Feb12 |
101223 |
1394.5 |
1394.5 |
1394.5 |
1394.5 |
-6.9 |
2 |
6,615 |
+2 |
Apr12 |
101223 |
1397.5 |
1397.5 |
1397.5 |
1397.5 |
-6.9 |
50 |
5,313 |
-50 |
Jun12 |
101223 |
1396.0 |
1400.8 |
1396.0 |
1400.8 |
-6.9 |
370 |
12,507 |
-300 |
Aug12 |
101223 |
1404.4 |
1404.4 |
1404.4 |
1404.4 |
-6.9 |
0 |
6,086 |
+0 |
Oct12 |
101223 |
1408.3 |
1408.3 |
1408.3 |
1408.3 |
-6.9 |
0 |
1,080 |
+0 |
Total Volume and Open Interest |
72,534 |
584,198 |
+2,065 |
Silver(CMX) |
Dec10 |
101223 |
2925.0 |
2931.0 |
2905.0 |
2931.0 |
-5.7 |
47 |
291 |
-19 |
Mar11 |
101223 |
2927.5 |
2942.0 |
2894.5 |
2932.8 |
-5.7 |
23,698 |
76,320 |
+333 |
May11 |
101223 |
2937.0 |
2945.0 |
2901.5 |
2938.0 |
-5.6 |
435 |
12,893 |
+6 |
Jul11 |
101223 |
2926.0 |
2950.0 |
2907.0 |
2942.8 |
-5.5 |
53 |
9,369 |
+17 |
Sep11 |
101223 |
2930.0 |
2954.0 |
2915.5 |
2947.6 |
-5.5 |
17 |
6,201 |
-1 |
Dec11 |
101223 |
2950.5 |
2961.0 |
2924.5 |
2954.8 |
-5.4 |
1,856 |
12,547 |
-22 |
Mar12 |
101223 |
2961.8 |
2961.8 |
2961.8 |
2961.8 |
-5.1 |
0 |
374 |
+0 |
Total Volume and Open Interest |
27,240 |
133,994 |
+859 |
Platinum(NYMEX) |
Jan11 |
101223 |
1725.0 |
1731.9 |
1711.0 |
1723.1 |
-7.8 |
4,642 |
9,422 |
-1,508 |
Apr11 |
101223 |
1730.1 |
1736.5 |
1715.0 |
1727.8 |
-8.0 |
2,706 |
28,155 |
+2,110 |
Jul11 |
101223 |
1727.0 |
1730.5 |
1725.0 |
1730.5 |
-8.0 |
21 |
511 |
+20 |
Oct11 |
101223 |
1730.5 |
1730.5 |
1730.5 |
1730.5 |
-8.0 |
0 |
6 |
+0 |
Total Volume and Open Interest |
7,370 |
38,095 |
+622 |
Palladium(NYMEX) |
Dec10 |
101223 |
750.00 |
758.20 |
750.00 |
758.20 |
+3.95 |
0 |
14 |
+0 |
Mar11 |
101223 |
753.50 |
758.50 |
744.70 |
758.10 |
+2.95 |
1,119 |
22,080 |
+17 |
Jun11 |
101223 |
755.55 |
759.35 |
752.55 |
759.35 |
+2.85 |
1 |
481 |
+1 |
Total Volume and Open Interest |
1,122 |
22,608 |
+18 |
Copper(CMX) |
Dec10 |
101223 |
422.85 |
425.20 |
421.00 |
425.20 |
-1.70 |
346 |
1,280 |
-171 |
Mar11 |
101223 |
427.50 |
428.50 |
421.00 |
425.85 |
-1.65 |
20,377 |
116,893 |
+338 |
May11 |
101223 |
427.95 |
427.95 |
420.35 |
425.25 |
-1.65 |
721 |
27,056 |
+263 |
Jul11 |
101223 |
419.05 |
423.70 |
419.05 |
423.70 |
-1.55 |
336 |
7,265 |
-94 |
Sep11 |
101223 |
421.65 |
422.05 |
421.65 |
422.05 |
-1.35 |
199 |
5,347 |
+69 |
Total Volume and Open Interest |
22,668 |
166,791 |
+369 |
DJIA Index(CBOT) |
Mar11 |
101223 |
11491 |
11522 |
11480 |
11522 |
+27 |
76 |
6,186 |
+0 |
Jun11 |
101223 |
11460 |
11460 |
11435 |
11460 |
+25 |
|
|
|
Sep11 |
101223 |
11402 |
11402 |
11375 |
11402 |
+27 |
|
|
|
Dec11 |
101223 |
11347 |
11347 |
11320 |
11347 |
+27 |
|
|
|
Total Volume and Open Interest |
76 |
6,186 |
+0 |
S & P 500(CME) |
Mar11 |
101223 |
1254.60 |
1255.80 |
1249.30 |
1253.00 |
-1.50 |
7,898 |
266,871 |
+766 |
Jun11 |
101223 |
1246.50 |
1248.00 |
1244.50 |
1248.00 |
-1.50 |
50 |
3,573 |
+18 |
Sep11 |
101223 |
1243.60 |
1244.00 |
1239.60 |
1243.20 |
-1.40 |
154 |
1,300 |
+146 |
Dec11 |
101223 |
1238.90 |
1238.90 |
1235.30 |
1238.90 |
-1.40 |
0 |
350 |
+0 |
Total Volume and Open Interest |
8,102 |
272,094 |
+930 |
S & P 500 E-Mini(Globex) |
Mar11 |
101223 |
1254.50 |
1255.75 |
1249.25 |
1253.00 |
-1.50 |
664,450 |
2,433,411 |
-7 |
Jun11 |
101223 |
1250.00 |
1250.50 |
1246.00 |
1248.00 |
-1.50 |
297 |
2,453 |
+35 |
Total Volume and Open Interest |
664,834 |
2,435,945 |
+87 |
NASDAQ 100(CME) |
Mar11 |
101223 |
2237.50 |
2238.80 |
2225.00 |
2230.50 |
-5.50 |
873 |
8,451 |
-159 |
Jun11 |
101223 |
2227.50 |
2228.00 |
2225.00 |
2227.50 |
-5.50 |
|
|
|
Sep11 |
101223 |
2225.00 |
2225.50 |
2225.00 |
2225.00 |
-5.50 |
|
|
|
Total Volume and Open Interest |
873 |
8,451 |
-159 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
101223 |
2236.80 |
2239.00 |
2223.80 |
2230.50 |
-5.50 |
89,776 |
329,939 |
-3,558 |
Jun11 |
101223 |
2231.00 |
2236.30 |
2221.30 |
2227.50 |
-5.50 |
118 |
58 |
+5 |
Total Volume and Open Interest |
89,894 |
330,002 |
-3,553 |
S & P Midcap 400(CME) |
Mar11 |
101223 |
910.50 |
912.00 |
908.60 |
908.60 |
-2.70 |
3 |
1,094 |
+2 |
Jun11 |
101223 |
905.60 |
905.60 |
905.60 |
905.60 |
-2.70 |
|
|
|
Sep11 |
101223 |
904.80 |
904.80 |
904.80 |
904.80 |
-2.30 |
|
|
|
Total Volume and Open Interest |
3 |
1,094 |
+2 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
101223 |
10385 |
10395 |
10290 |
10320 |
-65 |
4,836 |
39,340 |
+44 |
Jun11 |
101223 |
10300 |
10365 |
10300 |
10300 |
-65 |
0 |
3 |
+0 |
Total Volume and Open Interest |
4,836 |
39,343 |
+44 |
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 |
101223 |
3932.0 |
3934.0 |
3891.5 |
3914.5 |
-9.0 |
46,819 |
348,548 |
-1,939 |
Feb11 |
101223 |
3914.0 |
3917.0 |
3907.5 |
3917.0 |
-8.0 |
14 |
230 |
+10 |
Mar11 |
101223 |
3936.5 |
3936.5 |
3901.0 |
3918.5 |
-7.5 |
189 |
43,547 |
-236 |
Total Volume and Open Interest |
47,022 |
392,360 |
-2,165 |
Hang Seng Index(HKFE) |
Dec10 |
101223 |
23095 |
23178 |
22844 |
22890 |
-220 |
55,722 |
74,145 |
-12,249 |
Jan11 |
101223 |
23090 |
23185 |
22855 |
22903 |
-202 |
8,812 |
25,117 |
+12,255 |
Total Volume and Open Interest |
64,730 |
105,721 |
+2,061 |
DAX(EUREX) |
Dec10 |
101217 |
7033.0 |
7042.0 |
7005.0 |
7009.0 |
-14.0 |
176,805 |
85,348 |
-31,121 |
Mar11 |
101223 |
7100.0 |
7100.5 |
7057.0 |
7073.5 |
-20.5 |
43,449 |
186,295 |
-862 |
Jun11 |
101223 |
7118.0 |
7118.0 |
7088.0 |
7097.0 |
-20.0 |
305 |
10,063 |
+133 |
Total Volume and Open Interest |
43,754 |
196,358 |
-729 |
FT-SE 100(EURONEXT) |
Mar11 |
101223 |
5959.00 |
5967.50 |
5944.00 |
5963.00 |
+12.00 |
45,763 |
650,466 |
+821 |
Jun11 |
101223 |
5920.50 |
5920.50 |
5920.50 |
5920.50 |
+12.00 |
0 |
1,244 |
+0 |
Sep11 |
101223 |
5888.50 |
5888.50 |
5888.50 |
5888.50 |
+11.50 |
10 |
20 |
+10 |
Total Volume and Open Interest |
45,773 |
651,730 |
+831 |
SPI 200(SFE) |
Dec10 |
101216 |
4765.0 |
4785.0 |
4752.0 |
4762.0 |
-8.0 |
15,081 |
65,257 |
-117,974 |
Mar11 |
101223 |
4773.0 |
4817.0 |
4769.0 |
4813.0 |
+44.0 |
17,670 |
189,797 |
+492 |
Jun11 |
101223 |
4820.0 |
4840.0 |
4820.0 |
4840.0 |
+45.0 |
113 |
2,962 |
+12 |
Total Volume and Open Interest |
17,792 |
195,941 |
+504 |
GSCI(CME) |
Jan11 |
101223 |
628.00 |
628.00 |
624.00 |
628.00 |
+3.00 |
123 |
14,797 |
+18 |
Feb11 |
101223 |
631.00 |
631.00 |
627.00 |
631.00 |
+3.00 |
1 |
0 |
-1 |
Mar11 |
101223 |
632.00 |
632.00 |
628.00 |
632.00 |
+3.00 |
|
|
|
Total Volume and Open Interest |
124 |
14,797 |
+17 |
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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