|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon December 27, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan11 |
101227 |
1341.00 |
1378.25 |
1339.25 |
1373.00 |
+23.50 |
69,733 |
89,753 |
-12,891 |
| Mar11 |
101227 |
1354.00 |
1389.75 |
1350.00 |
1384.50 |
+24.50 |
58,414 |
281,861 |
+10,094 |
| May11 |
101227 |
1362.25 |
1395.75 |
1358.50 |
1391.00 |
+24.00 |
12,922 |
87,585 |
+780 |
| Jul11 |
101227 |
1364.00 |
1397.50 |
1359.75 |
1392.75 |
+23.50 |
10,702 |
68,667 |
+1,224 |
| Aug11 |
101227 |
1350.00 |
1366.00 |
1350.00 |
1364.75 |
+22.00 |
78 |
2,206 |
+21 |
| Sep11 |
101227 |
1313.50 |
1325.75 |
1303.50 |
1323.50 |
+20.00 |
36 |
2,817 |
-1 |
| Nov11 |
101227 |
1260.00 |
1291.75 |
1259.00 |
1284.75 |
+18.75 |
6,747 |
109,176 |
+946 |
| Total Volume and Open Interest |
159,320 |
661,077 |
+214 |
| Soybean Meal(CBOT) |
| Jan11 |
101227 |
357.90 |
369.00 |
356.00 |
366.40 |
+6.40 |
16,074 |
20,805 |
-3,272 |
| Mar11 |
101227 |
360.50 |
372.80 |
359.80 |
370.30 |
+6.90 |
19,037 |
85,783 |
+2,920 |
| May11 |
101227 |
362.30 |
373.40 |
360.80 |
371.00 |
+6.70 |
4,877 |
29,103 |
+381 |
| Jul11 |
101227 |
361.60 |
373.80 |
361.10 |
371.40 |
+6.50 |
4,733 |
21,191 |
+1,174 |
| Aug11 |
101227 |
356.00 |
363.70 |
356.00 |
361.70 |
+6.10 |
217 |
6,072 |
-36 |
| Sep11 |
101227 |
344.00 |
349.90 |
343.30 |
349.10 |
+5.80 |
284 |
5,746 |
-28 |
| Oct11 |
101227 |
324.10 |
334.40 |
324.10 |
331.50 |
+5.60 |
200 |
4,765 |
-86 |
| Dec11 |
101227 |
321.00 |
331.60 |
320.50 |
328.50 |
+5.70 |
987 |
19,028 |
+72 |
| Total Volume and Open Interest |
46,428 |
195,275 |
+1,144 |
| Soybean Oil(CBOT) |
| Jan11 |
101227 |
56.19 |
58.05 |
56.00 |
57.15 |
+0.56 |
52,496 |
34,201 |
-7,331 |
| Mar11 |
101227 |
56.82 |
57.75 |
56.57 |
57.75 |
+0.52 |
62,628 |
192,584 |
+6,225 |
| May11 |
101227 |
57.13 |
58.10 |
56.98 |
58.10 |
+0.53 |
8,099 |
45,048 |
+2,045 |
| Jul11 |
101227 |
57.27 |
58.20 |
56.99 |
58.20 |
+0.56 |
6,878 |
39,941 |
-251 |
| Aug11 |
101227 |
57.80 |
58.13 |
57.70 |
58.13 |
+0.55 |
941 |
4,547 |
-66 |
| Sep11 |
101227 |
57.75 |
58.01 |
57.62 |
58.01 |
+0.53 |
905 |
5,237 |
-61 |
| Oct11 |
101227 |
57.54 |
57.78 |
56.63 |
57.78 |
+0.44 |
344 |
7,565 |
+40 |
| Dec11 |
101227 |
56.75 |
57.74 |
56.75 |
57.74 |
+0.40 |
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 |
11,479 |
26,827 |
-8,994 |
| Mar11 |
101223 |
583.4 |
588.2 |
582.5 |
586.5 |
+3.1 |
13,523 |
102,973 |
+9,228 |
| May11 |
101223 |
588.6 |
591.7 |
586.0 |
590.4 |
+3.5 |
599 |
8,593 |
+185 |
| Jul11 |
101223 |
583.4 |
591.8 |
583.4 |
590.5 |
+5.3 |
662 |
15,748 |
+79 |
| Nov11 |
101223 |
523.6 |
529.0 |
523.6 |
527.7 |
+2.5 |
1,448 |
36,315 |
+611 |
| Total Volume and Open Interest |
27,764 |
193,114 |
+1,147 |
| Corn(CBOT) |
| Mar11 |
101227 |
610.00 |
619.00 |
609.25 |
615.25 |
+1.25 |
101,209 |
732,746 |
+304 |
| May11 |
101227 |
618.25 |
626.75 |
616.75 |
623.00 |
+1.00 |
23,447 |
196,530 |
+4,041 |
| Jul11 |
101227 |
622.75 |
630.50 |
620.75 |
626.50 |
+0.75 |
24,529 |
230,128 |
+677 |
| Sep11 |
101227 |
575.00 |
582.00 |
575.00 |
579.50 |
+1.00 |
3,004 |
42,161 |
-199 |
| Dec11 |
101227 |
547.25 |
554.25 |
547.25 |
553.25 |
+2.00 |
24,164 |
260,300 |
+1,674 |
| Mar12 |
101227 |
555.75 |
561.00 |
555.75 |
560.75 |
+1.75 |
1,336 |
19,790 |
+218 |
| Total Volume and Open Interest |
179,642 |
1,525,691 |
+7,272 |
| Wheat(CBOT) |
| Mar11 |
101227 |
775.00 |
783.75 |
766.00 |
780.25 |
-2.75 |
32,598 |
228,676 |
+3,852 |
| May11 |
101227 |
802.00 |
810.75 |
794.00 |
807.25 |
-3.00 |
6,242 |
63,858 |
+369 |
| Jul11 |
101227 |
817.25 |
822.50 |
808.25 |
818.75 |
-4.25 |
4,666 |
104,888 |
+525 |
| Sep11 |
101227 |
830.50 |
835.00 |
829.75 |
832.00 |
-4.75 |
916 |
18,291 |
+454 |
| Dec11 |
101227 |
841.50 |
851.00 |
841.50 |
846.00 |
-5.00 |
1,528 |
55,532 |
-61 |
| Total Volume and Open Interest |
46,225 |
485,477 |
+5,236 |
| Wheat(KCBT) |
| Mar11 |
101227 |
839.00 |
847.00 |
830.50 |
843.75 |
-1.25 |
11,021 |
112,283 |
+214 |
| May11 |
101227 |
848.00 |
855.25 |
840.00 |
852.50 |
-0.50 |
2,138 |
26,083 |
+200 |
| Jul11 |
101227 |
854.50 |
859.75 |
853.50 |
857.50 |
-0.25 |
3,997 |
53,188 |
-601 |
| Sep11 |
101227 |
862.50 |
867.25 |
861.25 |
865.50 |
-1.00 |
541 |
13,409 |
+133 |
| Dec11 |
101227 |
871.25 |
875.00 |
869.50 |
873.50 |
-1.50 |
1,586 |
10,476 |
-128 |
| Total Volume and Open Interest |
19,329 |
217,654 |
-166 |
| Wheat(MGE) |
| Mar11 |
101227 |
860.00 |
869.50 |
853.75 |
866.25 |
-2.00 |
3,286 |
29,841 |
+445 |
| May11 |
101227 |
867.50 |
875.50 |
867.50 |
872.50 |
-2.00 |
832 |
12,405 |
+315 |
| Jul11 |
101227 |
871.75 |
876.25 |
870.25 |
875.25 |
-0.75 |
669 |
9,042 |
+309 |
| Sep11 |
101227 |
869.50 |
869.50 |
864.50 |
868.75 |
-0.50 |
209 |
8,919 |
+103 |
| Dec11 |
101227 |
875.00 |
877.50 |
871.00 |
876.00 |
-1.25 |
175 |
7,929 |
+132 |
| Total Volume and Open Interest |
5,214 |
69,473 |
+1,324 |
| Oats(CBOT) |
| Mar11 |
101227 |
390.75 |
391.50 |
380.50 |
389.50 |
-4.00 |
919 |
9,900 |
+15 |
| May11 |
101227 |
391.00 |
398.50 |
389.00 |
394.50 |
-4.00 |
44 |
667 |
+0 |
| Jul11 |
101227 |
394.50 |
399.50 |
389.50 |
395.50 |
-4.00 |
59 |
262 |
+20 |
| Sep11 |
101227 |
351.00 |
354.50 |
350.50 |
350.50 |
-4.00 |
1 |
3 |
+1 |
| Total Volume and Open Interest |
1,092 |
11,835 |
+64 |
| Rough Rice(CBOT) |
| Jan11 |
101227 |
13.35 |
13.38 |
13.20 |
13.26 |
-0.14 |
1,289 |
3,942 |
-555 |
| Mar11 |
101227 |
13.65 |
13.69 |
13.49 |
13.56 |
-0.14 |
1,416 |
10,889 |
+675 |
| May11 |
101227 |
13.87 |
13.92 |
13.81 |
13.83 |
-0.14 |
102 |
1,536 |
+37 |
| Jul11 |
101227 |
14.24 |
14.24 |
14.10 |
14.10 |
-0.12 |
16 |
1,590 |
+2 |
| Total Volume and Open Interest |
2,840 |
18,675 |
+167 |
| Live Cattle(CME) |
| Dec10 |
101227 |
104.200 |
105.050 |
103.750 |
104.900 |
+0.900 |
6,656 |
5,530 |
-3,623 |
| Feb11 |
101227 |
107.700 |
108.100 |
107.250 |
107.950 |
+0.370 |
31,528 |
150,111 |
+101 |
| Apr11 |
101227 |
111.285 |
111.850 |
110.980 |
111.680 |
+0.280 |
11,001 |
86,427 |
+1,061 |
| Jun11 |
101227 |
108.550 |
109.000 |
108.285 |
108.885 |
+0.305 |
5,254 |
46,293 |
+480 |
| Aug11 |
101227 |
109.000 |
109.500 |
108.730 |
109.450 |
+0.350 |
1,652 |
16,668 |
+408 |
| Oct11 |
101227 |
111.050 |
111.200 |
110.850 |
111.135 |
+0.185 |
1,086 |
10,192 |
+64 |
| Total Volume and Open Interest |
57,748 |
324,060 |
-1,311 |
| Feeder Cattle(CME) |
| Jan11 |
101227 |
121.385 |
121.385 |
120.580 |
120.700 |
-0.750 |
1,716 |
7,722 |
-320 |
| Mar11 |
101227 |
123.600 |
123.830 |
122.885 |
123.680 |
unch |
3,012 |
20,384 |
+918 |
| Apr11 |
101227 |
123.950 |
124.400 |
123.550 |
124.230 |
-0.055 |
795 |
4,476 |
+243 |
| May11 |
101227 |
124.000 |
124.730 |
123.900 |
124.600 |
-0.035 |
437 |
5,906 |
+195 |
| Aug11 |
101227 |
124.650 |
125.050 |
124.100 |
125.050 |
+0.050 |
435 |
6,012 |
+261 |
| Sep11 |
101227 |
123.330 |
124.000 |
123.330 |
124.000 |
+0.100 |
72 |
502 |
+39 |
| Oct11 |
101227 |
122.400 |
123.150 |
122.400 |
123.150 |
+0.250 |
24 |
141 |
+18 |
| Total Volume and Open Interest |
6,502 |
45,211 |
+1,360 |
| Lean Hogs(CME) |
| Feb11 |
101227 |
78.785 |
79.200 |
78.385 |
78.850 |
+0.125 |
28,832 |
84,613 |
+1,606 |
| Apr11 |
101227 |
82.785 |
83.050 |
82.480 |
82.750 |
-0.035 |
7,126 |
53,368 |
+1,764 |
| May11 |
101227 |
88.885 |
89.500 |
88.650 |
89.200 |
-0.085 |
283 |
1,783 |
+79 |
| Jun11 |
101227 |
91.080 |
91.950 |
90.950 |
91.550 |
+0.350 |
4,258 |
34,351 |
+1,158 |
| Jul11 |
101227 |
90.700 |
91.350 |
90.450 |
91.100 |
+0.300 |
1,072 |
7,843 |
+319 |
| Aug11 |
101227 |
89.850 |
90.300 |
89.600 |
89.980 |
+0.030 |
580 |
8,971 |
+157 |
| Oct11 |
101227 |
80.000 |
80.500 |
79.900 |
80.475 |
+0.025 |
1,554 |
6,473 |
+820 |
| Dec11 |
101227 |
76.850 |
77.000 |
76.500 |
76.950 |
+0.020 |
251 |
2,231 |
+115 |
| Total Volume and Open Interest |
43,968 |
200,341 |
+6,020 |
| Pork Bellies(CME) |
| Feb11 |
101227 |
106.250 |
106.250 |
106.250 |
106.250 |
+0.250 |
0 |
3 |
+0 |
| Mar11 |
101227 |
107.000 |
107.000 |
107.000 |
107.000 |
+0.300 |
|
|
|
| May11 |
101227 |
106.700 |
106.700 |
106.700 |
106.700 |
unch |
|
|
|
| Jul11 |
101227 |
103.500 |
103.500 |
103.500 |
103.500 |
unch |
|
|
|
| Aug11 |
101227 |
102.500 |
102.500 |
102.500 |
102.500 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Class III Milk(CME) |
| Dec10 |
101227 |
13.84 |
13.85 |
13.79 |
13.82 |
+0.03 |
31 |
5,869 |
-1 |
| Jan11 |
101227 |
13.21 |
13.24 |
13.10 |
13.10 |
-0.05 |
237 |
4,611 |
-7 |
| Feb11 |
101227 |
13.46 |
13.48 |
13.41 |
13.42 |
+0.01 |
241 |
4,710 |
+103 |
| Mar11 |
101227 |
13.80 |
13.80 |
13.70 |
13.72 |
+0.02 |
92 |
3,428 |
+31 |
| Apr11 |
101227 |
14.20 |
14.24 |
14.20 |
14.24 |
+0.04 |
75 |
2,526 |
+32 |
| Total Volume and Open Interest |
970 |
32,671 |
+325 |
| Cocoa(ICE) |
| Mar11 |
101227 |
3020 |
3050 |
3006 |
3040 |
+20 |
5,299 |
69,032 |
+207 |
| May11 |
101227 |
3042 |
3060 |
3024 |
3057 |
+20 |
830 |
22,226 |
+158 |
| Jul11 |
101227 |
3045 |
3077 |
3043 |
3071 |
+19 |
296 |
11,899 |
+65 |
| Sep11 |
101227 |
3051 |
3083 |
3051 |
3083 |
+18 |
343 |
7,037 |
+216 |
| Dec11 |
101227 |
3073 |
3100 |
3073 |
3100 |
+17 |
131 |
11,381 |
+76 |
| Mar12 |
101227 |
3146 |
3160 |
3143 |
3160 |
+16 |
71 |
11,016 |
-7 |
| May12 |
101227 |
3136 |
3153 |
3136 |
3153 |
+17 |
41 |
4,174 |
+27 |
| Total Volume and Open Interest |
7,015 |
138,624 |
+746 |
| Coffee "C"(ICE) |
| Mar11 |
101227 |
235.50 |
238.50 |
232.60 |
237.45 |
+1.55 |
13,743 |
89,126 |
-630 |
| May11 |
101227 |
237.70 |
239.45 |
233.90 |
238.80 |
+1.55 |
2,685 |
26,725 |
+248 |
| Jul11 |
101227 |
234.05 |
238.15 |
233.95 |
237.55 |
+1.50 |
888 |
9,711 |
+416 |
| Sep11 |
101227 |
229.80 |
233.70 |
229.65 |
233.15 |
+1.25 |
263 |
4,418 |
+50 |
| Dec11 |
101227 |
224.20 |
228.00 |
223.95 |
227.45 |
+1.25 |
165 |
6,886 |
+134 |
| Mar12 |
101227 |
217.50 |
221.15 |
217.50 |
221.15 |
+1.45 |
1 |
626 |
+1 |
| Total Volume and Open Interest |
17,745 |
138,144 |
+219 |
| Orange Juice(ICE) |
| Jan11 |
101227 |
169.75 |
175.95 |
168.80 |
174.00 |
+4.90 |
1,958 |
3,392 |
-1,624 |
| Mar11 |
101227 |
163.95 |
169.90 |
162.70 |
168.70 |
+4.75 |
2,383 |
18,757 |
+980 |
| May11 |
101227 |
164.55 |
170.70 |
164.55 |
170.20 |
+4.90 |
142 |
3,800 |
+11 |
| Jul11 |
101227 |
170.75 |
170.75 |
170.75 |
170.75 |
+4.80 |
47 |
2,443 |
+27 |
| Sep11 |
101227 |
171.50 |
171.50 |
171.50 |
171.50 |
+4.65 |
37 |
403 |
+32 |
| Nov11 |
101227 |
171.50 |
171.50 |
171.50 |
171.50 |
+4.25 |
12 |
68 |
+9 |
| Total Volume and Open Interest |
4,579 |
28,886 |
-565 |
| Sugar #11(ICE) |
| Mar11 |
101227 |
33.98 |
33.98 |
33.23 |
33.64 |
-0.34 |
43,926 |
244,306 |
+68 |
| May11 |
101227 |
30.44 |
30.44 |
29.78 |
30.04 |
-0.41 |
16,763 |
111,941 |
-419 |
| Jul11 |
101227 |
26.50 |
26.50 |
26.04 |
26.22 |
-0.35 |
15,008 |
100,606 |
+386 |
| Oct11 |
101227 |
24.53 |
24.53 |
24.00 |
24.21 |
-0.29 |
5,511 |
56,419 |
-776 |
| Mar12 |
101227 |
23.30 |
23.49 |
23.16 |
23.21 |
-0.36 |
1,590 |
47,556 |
-367 |
| Total Volume and Open Interest |
84,265 |
605,778 |
-657 |
| London Cocoa(LCE) |
| Mar11 |
101224 |
2042 |
2045 |
2014 |
2036 |
-4 |
4,823 |
65,911 |
+837 |
| May11 |
101224 |
2046 |
2046 |
2020 |
2042 |
-7 |
892 |
21,431 |
-353 |
| Jul11 |
101224 |
2056 |
2056 |
2056 |
2056 |
-5 |
792 |
20,593 |
-12 |
| Sep11 |
101224 |
2054 |
2062 |
2041 |
2062 |
-10 |
961 |
12,977 |
-231 |
| Dec11 |
101224 |
2069 |
2072 |
2054 |
2072 |
-10 |
173 |
17,411 |
+49 |
| Mar12 |
101224 |
2080 |
2083 |
2065 |
2083 |
-10 |
996 |
18,316 |
+947 |
| May12 |
101224 |
2084 |
2087 |
2084 |
2087 |
-10 |
188 |
3,256 |
+115 |
| Total Volume and Open Interest |
8,825 |
160,319 |
+1,352 |
| London Sugar(LCE) |
| Mar11 |
101224 |
820.00 |
823.00 |
819.00 |
820.40 |
-0.50 |
2,308 |
28,152 |
-7 |
| May11 |
101224 |
784.30 |
784.30 |
784.30 |
784.30 |
-0.80 |
310 |
10,098 |
-27 |
| Aug11 |
101224 |
700.00 |
700.00 |
700.00 |
700.00 |
+1.50 |
27 |
7,412 |
+9 |
| Oct11 |
101224 |
636.50 |
636.50 |
636.50 |
636.50 |
+1.50 |
75 |
2,234 |
+11 |
| Dec11 |
101224 |
617.90 |
617.90 |
617.90 |
617.90 |
+2.00 |
47 |
902 |
+15 |
| Total Volume and Open Interest |
2,769 |
49,377 |
+3 |
| Cotton(ICE) |
| Mar11 |
101227 |
147.12 |
147.12 |
142.12 |
145.76 |
-2.36 |
4,500 |
103,816 |
-1,246 |
| May11 |
101227 |
134.63 |
134.63 |
129.89 |
133.24 |
-1.43 |
1,410 |
21,765 |
-106 |
| Jul11 |
101227 |
123.78 |
124.10 |
120.64 |
123.76 |
+0.43 |
1,260 |
29,827 |
-263 |
| Oct11 |
101227 |
104.00 |
107.76 |
104.00 |
107.76 |
+0.22 |
0 |
182 |
-1 |
| Dec11 |
101227 |
95.96 |
97.02 |
94.10 |
97.02 |
+1.22 |
3,468 |
42,354 |
-404 |
| Mar12 |
101227 |
89.53 |
91.52 |
89.53 |
91.52 |
+1.44 |
50 |
877 |
-1 |
| Total Volume and Open Interest |
10,748 |
200,336 |
-2,001 |
| Lumber(CME) |
| Jan11 |
101227 |
311.5 |
316.4 |
307.9 |
316.0 |
+7.2 |
314 |
1,584 |
-74 |
| Mar11 |
101227 |
321.5 |
329.0 |
321.2 |
329.0 |
+10.0 |
649 |
6,037 |
+299 |
| May11 |
101227 |
332.8 |
335.7 |
331.4 |
335.2 |
+8.4 |
176 |
1,994 |
+86 |
| Jul11 |
101227 |
334.0 |
339.5 |
334.0 |
339.5 |
+4.5 |
52 |
738 |
+41 |
| Total Volume and Open Interest |
1,195 |
10,487 |
+354 |
| Crude Oil(NYM) |
| Feb11 |
101227 |
91.07 |
91.88 |
90.51 |
91.00 |
-0.51 |
187,386 |
311,552 |
+2,896 |
| Mar11 |
101227 |
91.85 |
92.54 |
91.20 |
91.74 |
-0.42 |
65,420 |
184,569 |
+1,416 |
| Apr11 |
101227 |
92.07 |
93.06 |
91.83 |
92.36 |
-0.33 |
29,976 |
81,514 |
+523 |
| May11 |
101227 |
92.80 |
93.43 |
92.27 |
92.82 |
-0.28 |
23,986 |
60,876 |
+7,424 |
| Jun11 |
101227 |
92.67 |
93.67 |
92.55 |
93.13 |
-0.23 |
28,898 |
90,284 |
+1,146 |
| Jul11 |
101227 |
93.58 |
93.58 |
92.79 |
93.35 |
-0.20 |
6,468 |
43,261 |
+1,210 |
| Aug11 |
101227 |
93.67 |
93.69 |
92.92 |
93.46 |
-0.19 |
3,542 |
20,381 |
-358 |
| Sep11 |
101227 |
93.85 |
93.85 |
93.00 |
93.52 |
-0.20 |
2,864 |
26,881 |
+386 |
| Oct11 |
101227 |
94.00 |
94.00 |
93.17 |
93.55 |
-0.20 |
2,613 |
18,869 |
-249 |
| Nov11 |
101227 |
93.55 |
93.57 |
93.55 |
93.57 |
-0.22 |
2,998 |
21,050 |
+442 |
| Dec11 |
101227 |
93.10 |
94.07 |
93.02 |
93.60 |
-0.24 |
17,342 |
153,036 |
+366 |
| Jan12 |
101227 |
93.58 |
93.58 |
93.50 |
93.50 |
-0.26 |
967 |
27,945 |
+380 |
| Feb12 |
101227 |
93.37 |
93.37 |
93.37 |
93.37 |
-0.29 |
261 |
8,363 |
-30 |
| Mar12 |
101227 |
93.24 |
93.24 |
93.24 |
93.24 |
-0.31 |
199 |
10,127 |
+43 |
| Apr12 |
101227 |
93.11 |
93.11 |
93.11 |
93.11 |
-0.33 |
111 |
4,491 |
-8 |
| May12 |
101227 |
92.98 |
92.98 |
92.98 |
92.98 |
-0.35 |
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 |
10,107 |
3,536 |
+101 |
| Feb11 |
101227 |
91.050 |
91.875 |
90.525 |
91.000 |
-0.500 |
4,594 |
3,630 |
+159 |
| Mar11 |
101227 |
91.975 |
92.500 |
91.225 |
91.750 |
-0.400 |
417 |
1,223 |
+71 |
| Apr11 |
101227 |
91.700 |
92.800 |
91.700 |
92.350 |
-0.350 |
42 |
66 |
+1 |
| May11 |
101227 |
92.775 |
92.950 |
92.775 |
92.825 |
-0.275 |
0 |
14 |
+0 |
| Jun11 |
101227 |
93.125 |
93.125 |
93.125 |
93.125 |
-0.225 |
0 |
44 |
+0 |
| Jul11 |
101227 |
93.600 |
93.600 |
93.350 |
93.350 |
-0.200 |
2 |
6 |
+1 |
| Aug11 |
101227 |
93.400 |
93.450 |
93.400 |
93.450 |
-0.200 |
0 |
8 |
+0 |
| Sep11 |
101227 |
93.725 |
93.725 |
93.525 |
93.525 |
-0.200 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
5,055 |
5,226 |
+232 |
| Heating Oil(NYM) |
| Jan11 |
101227 |
254.25 |
254.98 |
250.63 |
251.66 |
-2.42 |
31,950 |
33,766 |
-7,893 |
| Feb11 |
101227 |
255.00 |
256.01 |
251.67 |
252.66 |
-2.49 |
41,282 |
98,505 |
+8,133 |
| Mar11 |
101227 |
253.97 |
256.09 |
252.00 |
253.01 |
-2.26 |
14,264 |
51,102 |
+1,030 |
| Apr11 |
101227 |
253.12 |
253.12 |
250.98 |
251.93 |
-2.02 |
8,647 |
25,426 |
+433 |
| May11 |
101227 |
252.14 |
252.14 |
250.56 |
251.26 |
-1.80 |
3,394 |
18,085 |
-272 |
| Jun11 |
101227 |
253.83 |
253.99 |
250.15 |
251.44 |
-1.59 |
6,634 |
36,261 |
+222 |
| Jul11 |
101227 |
252.10 |
252.91 |
252.08 |
252.53 |
-1.48 |
890 |
8,141 |
-20 |
| Aug11 |
101227 |
253.10 |
253.75 |
252.97 |
253.66 |
-1.42 |
947 |
4,902 |
+191 |
| Sep11 |
101227 |
254.10 |
254.84 |
254.10 |
254.84 |
-1.39 |
541 |
4,949 |
+135 |
| Oct11 |
101227 |
255.10 |
256.12 |
255.10 |
256.12 |
-1.31 |
294 |
4,097 |
+86 |
| Nov11 |
101227 |
256.30 |
257.59 |
256.30 |
257.59 |
-1.24 |
1,031 |
4,055 |
+381 |
| Dec11 |
101227 |
260.20 |
260.20 |
258.36 |
258.89 |
-1.19 |
2,519 |
14,940 |
+229 |
| Total Volume and Open Interest |
112,766 |
313,547 |
+2,848 |
| Gasoline(NYMEX) |
| Jan11 |
101227 |
243.90 |
244.52 |
240.63 |
242.09 |
-2.17 |
28,338 |
31,098 |
-4,299 |
| Feb11 |
101227 |
241.90 |
243.05 |
239.38 |
240.68 |
-1.94 |
37,974 |
92,312 |
+4,615 |
| Mar11 |
101227 |
241.52 |
242.89 |
239.72 |
240.87 |
-1.53 |
16,303 |
47,104 |
+2,886 |
| Apr11 |
101227 |
250.60 |
251.10 |
249.31 |
250.27 |
-1.48 |
7,834 |
32,622 |
+958 |
| May11 |
101227 |
251.04 |
251.37 |
249.94 |
250.65 |
-1.41 |
4,656 |
14,782 |
+210 |
| Jun11 |
101227 |
252.07 |
252.07 |
249.81 |
250.34 |
-1.43 |
4,982 |
19,642 |
+733 |
| Jul11 |
101227 |
249.25 |
249.25 |
249.19 |
249.19 |
-1.50 |
917 |
4,931 |
+149 |
| Aug11 |
101227 |
247.75 |
247.75 |
247.64 |
247.64 |
-1.55 |
713 |
5,648 |
-106 |
| Sep11 |
101227 |
245.75 |
246.10 |
245.75 |
245.78 |
-1.54 |
547 |
3,125 |
+202 |
| Oct11 |
101227 |
235.25 |
235.25 |
234.99 |
234.99 |
-1.38 |
133 |
3,238 |
+75 |
| Total Volume and Open Interest |
103,652 |
288,608 |
+5,774 |
| e-miNY RBOB Gasoline(NYM) |
| Jan11 |
101227 |
242.10 |
242.10 |
242.09 |
242.10 |
-2.20 |
0 |
2 |
+0 |
| Feb11 |
101227 |
242.40 |
242.40 |
240.70 |
240.70 |
-1.90 |
0 |
1 |
+0 |
| Mar11 |
101227 |
240.90 |
240.90 |
240.87 |
240.90 |
-1.50 |
0 |
1 |
+0 |
| Apr11 |
101227 |
250.30 |
250.30 |
250.27 |
250.30 |
-1.50 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
9 |
+0 |
| Natural Gas(NYM) |
| Jan11 |
101227 |
4.031 |
4.120 |
3.992 |
4.112 |
+0.029 |
98,378 |
32,039 |
-11,020 |
| Feb11 |
101227 |
4.089 |
4.163 |
4.040 |
4.155 |
+0.022 |
70,870 |
168,522 |
+6,183 |
| Mar11 |
101227 |
4.109 |
4.175 |
4.064 |
4.167 |
+0.018 |
23,545 |
167,191 |
+3,165 |
| Apr11 |
101227 |
4.100 |
4.179 |
4.070 |
4.168 |
+0.016 |
17,955 |
86,993 |
-189 |
| May11 |
101227 |
4.124 |
4.218 |
4.110 |
4.205 |
+0.012 |
7,389 |
40,258 |
+779 |
| Jun11 |
101227 |
4.202 |
4.253 |
4.177 |
4.253 |
+0.007 |
4,478 |
17,313 |
+109 |
| Jul11 |
101227 |
4.275 |
4.321 |
4.234 |
4.321 |
+0.004 |
2,299 |
15,481 |
+164 |
| Aug11 |
101227 |
4.300 |
4.365 |
4.286 |
4.363 |
+0.006 |
1,505 |
16,717 |
+91 |
| Sep11 |
101227 |
4.319 |
4.375 |
4.290 |
4.375 |
+0.007 |
1,079 |
12,248 |
+233 |
| Oct11 |
101227 |
4.400 |
4.453 |
4.367 |
4.447 |
+0.009 |
6,669 |
50,743 |
-296 |
| Nov11 |
101227 |
4.594 |
4.648 |
4.565 |
4.648 |
+0.010 |
2,287 |
20,457 |
-274 |
| Dec11 |
101227 |
4.838 |
4.921 |
4.829 |
4.908 |
+0.012 |
1,525 |
19,604 |
+22 |
| Jan12 |
101227 |
5.000 |
5.067 |
4.987 |
5.065 |
+0.010 |
3,593 |
33,090 |
+781 |
| Feb12 |
101227 |
4.990 |
5.038 |
4.969 |
5.038 |
+0.013 |
496 |
6,756 |
-21 |
| Mar12 |
101227 |
4.900 |
4.941 |
4.868 |
4.941 |
+0.013 |
824 |
16,466 |
-495 |
| Apr12 |
101227 |
4.699 |
4.760 |
4.686 |
4.752 |
+0.012 |
331 |
13,385 |
-125 |
| Total Volume and Open Interest |
243,378 |
783,963 |
-844 |
| Brent Crude Oil(ICE) |
| Feb11 |
101227 |
93.76 |
94.52 |
93.08 |
93.85 |
+0.08 |
96,199 |
245,636 |
-2,994 |
| Mar11 |
101227 |
93.50 |
94.29 |
92.93 |
93.70 |
+0.15 |
48,997 |
186,173 |
+375 |
| Apr11 |
101227 |
93.58 |
94.31 |
93.08 |
93.80 |
+0.21 |
17,069 |
70,803 |
+1,210 |
| May11 |
101227 |
94.17 |
94.40 |
93.28 |
93.95 |
+0.26 |
7,782 |
41,831 |
+401 |
| Jun11 |
101227 |
94.28 |
94.51 |
93.41 |
94.07 |
+0.28 |
12,504 |
65,807 |
+877 |
| Jul11 |
101227 |
93.74 |
94.23 |
93.47 |
94.12 |
+0.31 |
2,526 |
23,038 |
+806 |
| Aug11 |
101227 |
94.11 |
94.25 |
93.48 |
94.13 |
+0.33 |
1,310 |
12,412 |
-19 |
| Sep11 |
101227 |
93.85 |
94.25 |
93.85 |
94.13 |
+0.35 |
1,019 |
17,392 |
-152 |
| Oct11 |
101227 |
93.86 |
94.21 |
93.86 |
94.15 |
+0.38 |
601 |
10,439 |
+19 |
| Nov11 |
101227 |
94.14 |
94.14 |
94.14 |
94.14 |
+0.38 |
568 |
10,633 |
-42 |
| Dec11 |
101227 |
94.33 |
94.45 |
93.53 |
94.15 |
+0.38 |
10,330 |
89,005 |
+32 |
| Jan12 |
101227 |
94.13 |
94.13 |
94.13 |
94.13 |
+0.37 |
586 |
9,106 |
+70 |
| Feb12 |
101227 |
94.10 |
94.10 |
94.10 |
94.10 |
+0.36 |
424 |
5,842 |
+55 |
| Mar12 |
101227 |
94.05 |
94.05 |
94.05 |
94.05 |
+0.35 |
180 |
3,660 |
+33 |
| Total Volume and Open Interest |
202,560 |
881,795 |
+1,118 |
| Gas Oil(ICE) |
| Jan11 |
101227 |
775.00 |
786.00 |
773.75 |
777.50 |
-1.50 |
24,429 |
107,507 |
-1,445 |
| Feb11 |
101227 |
784.50 |
790.50 |
778.25 |
782.00 |
-1.75 |
23,043 |
116,056 |
-1,437 |
| Mar11 |
101227 |
787.50 |
793.00 |
781.25 |
785.00 |
-1.50 |
6,820 |
65,575 |
+1,081 |
| Apr11 |
101227 |
793.25 |
793.25 |
782.75 |
786.25 |
-1.50 |
2,995 |
56,064 |
-429 |
| May11 |
101227 |
794.75 |
794.75 |
784.50 |
787.75 |
-1.25 |
2,823 |
42,941 |
+347 |
| Jun11 |
101227 |
796.75 |
796.75 |
786.25 |
789.75 |
-1.25 |
2,597 |
53,700 |
-151 |
| Jul11 |
101227 |
792.25 |
792.25 |
792.25 |
792.25 |
-1.25 |
636 |
18,473 |
-239 |
| Aug11 |
101227 |
795.00 |
795.00 |
795.00 |
795.00 |
-1.25 |
573 |
17,575 |
-11 |
| Sep11 |
101227 |
801.25 |
801.25 |
797.50 |
797.50 |
-1.00 |
425 |
11,066 |
+9 |
| Oct11 |
101227 |
802.50 |
802.50 |
798.75 |
798.75 |
-1.00 |
489 |
10,732 |
+83 |
| Total Volume and Open Interest |
67,377 |
611,255 |
-2,415 |
| Ethanol(CBOT) |
| Dec10 |
101203 |
2.050 |
2.070 |
2.050 |
2.051 |
-0.024 |
49 |
207 |
-32 |
| Jan11 |
101227 |
2.301 |
2.317 |
2.300 |
2.314 |
+0.013 |
143 |
555 |
-71 |
| Feb11 |
101227 |
2.275 |
2.288 |
2.275 |
2.286 |
+0.016 |
114 |
769 |
+23 |
| Mar11 |
101227 |
2.289 |
2.289 |
2.289 |
2.289 |
+0.018 |
47 |
1,104 |
+33 |
| Apr11 |
101227 |
2.289 |
2.295 |
2.289 |
2.295 |
+0.017 |
72 |
655 |
-14 |
| May11 |
101227 |
2.300 |
2.300 |
2.300 |
2.300 |
+0.008 |
18 |
430 |
+2 |
| Jun11 |
101227 |
2.310 |
2.310 |
2.301 |
2.308 |
+0.012 |
47 |
551 |
+14 |
| Jul11 |
101227 |
2.310 |
2.310 |
2.310 |
2.310 |
+0.010 |
24 |
700 |
+17 |
| Total Volume and Open Interest |
627 |
6,991 |
-98 |
| WTI Crude Oil(ICE |
| Feb11 |
101227 |
91.28 |
91.85 |
90.50 |
91.00 |
-0.02 |
37,548 |
104,916 |
-971 |
| Mar11 |
101227 |
91.94 |
92.50 |
91.19 |
91.74 |
+0.09 |
19,178 |
80,628 |
+823 |
| Apr11 |
101227 |
92.56 |
93.04 |
91.85 |
92.36 |
+0.18 |
9,138 |
37,491 |
+1,211 |
| May11 |
101227 |
93.28 |
93.40 |
92.66 |
92.82 |
+0.26 |
5,251 |
21,860 |
+838 |
| Jun11 |
101227 |
93.52 |
93.68 |
92.90 |
93.13 |
+0.35 |
6,619 |
58,571 |
+953 |
| Jul11 |
101227 |
93.13 |
93.35 |
93.13 |
93.35 |
+0.39 |
820 |
15,949 |
-454 |
| Aug11 |
101227 |
93.24 |
93.56 |
93.24 |
93.46 |
+0.40 |
529 |
12,316 |
-14 |
| Sep11 |
101227 |
93.48 |
93.68 |
93.48 |
93.52 |
+0.39 |
446 |
14,985 |
-38 |
| Oct11 |
101227 |
93.34 |
93.55 |
93.34 |
93.55 |
+0.39 |
383 |
9,073 |
-1 |
| Nov11 |
101227 |
93.57 |
93.57 |
93.57 |
93.57 |
+0.38 |
303 |
8,626 |
-61 |
| Dec11 |
101227 |
93.94 |
94.09 |
93.33 |
93.60 |
+0.38 |
6,135 |
61,954 |
+1,135 |
| Jan12 |
101227 |
93.50 |
93.50 |
93.50 |
93.50 |
+0.38 |
4 |
5,081 |
+2 |
| Feb12 |
101227 |
93.37 |
93.37 |
93.37 |
93.37 |
+0.37 |
1 |
1,168 |
-1 |
| Mar12 |
101227 |
93.24 |
93.24 |
93.24 |
93.24 |
+0.36 |
10 |
3,163 |
+0 |
| Apr12 |
101227 |
93.11 |
93.11 |
93.11 |
93.11 |
+0.35 |
0 |
733 |
+0 |
| May12 |
101227 |
92.98 |
92.98 |
92.98 |
92.98 |
+0.34 |
0 |
846 |
+0 |
| Total Volume and Open Interest |
88,751 |
523,872 |
+4,245 |
| US Dollar Index(ICE) |
| Mar11 |
101227 |
80.985 |
81.010 |
80.515 |
80.680 |
-0.152 |
11,667 |
26,127 |
-389 |
| Jun11 |
101227 |
81.300 |
81.300 |
80.970 |
81.095 |
-0.147 |
1 |
570 |
+1 |
| Sep11 |
101227 |
81.455 |
81.603 |
81.455 |
81.455 |
-0.147 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
11,668 |
26,701 |
-388 |
| Australian Dollar(CME) |
| Mar11 |
101227 |
99.20 |
99.62 |
98.60 |
99.44 |
-0.08 |
47,732 |
116,500 |
+1,843 |
| Jun11 |
101227 |
97.81 |
98.36 |
97.28 |
98.28 |
-0.08 |
16 |
179 |
-14 |
| Sep11 |
101227 |
97.03 |
97.11 |
97.03 |
97.03 |
-0.08 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
47,749 |
116,836 |
+1,829 |
| British Pound(CME) |
| Mar11 |
101227 |
154.25 |
154.48 |
153.61 |
153.95 |
-0.09 |
71,897 |
77,098 |
+8,022 |
| Jun11 |
101227 |
154.10 |
154.21 |
153.81 |
153.81 |
-0.08 |
59 |
105 |
+12 |
| Sep11 |
101227 |
153.63 |
153.71 |
153.63 |
153.63 |
-0.08 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
71,956 |
77,241 |
+8,034 |
| Canadian Dollar(CME) |
| Mar11 |
101227 |
99.00 |
99.26 |
98.75 |
99.12 |
+0.12 |
45,131 |
89,296 |
+1,800 |
| Jun11 |
101227 |
98.62 |
99.00 |
98.57 |
98.89 |
+0.13 |
31 |
1,866 |
+6 |
| Sep11 |
101227 |
98.61 |
98.61 |
98.49 |
98.61 |
+0.12 |
18 |
955 |
+1 |
| Dec11 |
101227 |
98.24 |
98.39 |
98.23 |
98.33 |
+0.09 |
67 |
1,037 |
+57 |
| Total Volume and Open Interest |
45,247 |
93,158 |
+1,864 |
| Japanese Yen(CME) |
| Mar11 |
101227 |
120.74 |
121.12 |
120.62 |
120.84 |
+0.12 |
69,518 |
89,888 |
+100 |
| Jun11 |
101227 |
121.03 |
121.09 |
120.87 |
120.99 |
+0.12 |
0 |
274 |
+0 |
| Sep11 |
101227 |
121.20 |
121.20 |
121.09 |
121.20 |
+0.11 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
69,518 |
90,172 |
+100 |
| Swiss Franc(CME) |
| Mar11 |
101227 |
104.31 |
104.59 |
103.79 |
104.23 |
-0.03 |
29,897 |
45,118 |
+456 |
| Jun11 |
101227 |
104.25 |
104.40 |
104.17 |
104.37 |
-0.03 |
2 |
42 |
+2 |
| Sep11 |
101227 |
104.55 |
104.58 |
104.55 |
104.55 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
29,900 |
45,161 |
+457 |
| EuroFX(CME) |
| Mar11 |
101227 |
131.09 |
131.68 |
130.68 |
131.40 |
+0.29 |
215,272 |
158,521 |
+3,147 |
| Jun11 |
101227 |
131.06 |
131.61 |
131.04 |
131.33 |
+0.29 |
404 |
442 |
+4 |
| Sep11 |
101227 |
131.26 |
131.26 |
130.97 |
131.26 |
+0.29 |
1 |
33 |
+0 |
| Total Volume and Open Interest |
215,678 |
159,288 |
+3,152 |
| Mexican Peso(CME) |
| Jan11 |
101227 |
809.0 |
810.0 |
809.0 |
809.0 |
-1.0 |
|
|
|
| Feb11 |
101227 |
807.0 |
808.0 |
807.0 |
807.0 |
-1.0 |
|
|
|
| Total Volume and Open Interest |
23,708 |
125,540 |
+9,208 |
| 30-Year T-Bonds(CBOT) |
| Mar11 |
101227 |
120~080 |
121~080 |
120~080 |
121~080 |
+0~180 |
|
|
|
| Jun11 |
101227 |
118~170 |
119~230 |
118~170 |
119~230 |
+0~260 |
1 |
610 |
+1 |
| Sep11 |
101227 |
118~060 |
118~060 |
117~120 |
118~060 |
+0~260 |
|
|
|
| Total Volume and Open Interest |
164,432 |
533,802 |
+819 |
| 10-Year T-Notes(CBOT) |
| Mar11 |
101227 |
119~160 |
120~030 |
119~000 |
119~300 |
+0~110 |
493,490 |
1,352,248 |
-2,414 |
| Jun11 |
101227 |
118~000 |
118~240 |
118~000 |
118~240 |
+0~110 |
0 |
42 |
+0 |
| Sep11 |
101227 |
117~215 |
117~215 |
117~105 |
117~215 |
+0~110 |
|
|
|
| Total Volume and Open Interest |
493,490 |
1,352,294 |
-2,414 |
| 5-Year T-Notes(CBOT) |
| Mar11 |
101227 |
117~015 |
117~053 |
116~101 |
117~035 |
+0~011 |
222,959 |
1,015,744 |
-814 |
| Jun11 |
101227 |
116~059 |
116~059 |
116~048 |
116~059 |
+0~011 |
|
|
|
| Sep11 |
101227 |
115~083 |
115~083 |
115~072 |
115~083 |
+0~011 |
|
|
|
| Total Volume and Open Interest |
223,575 |
1,033,255 |
-784 |
| 2 Year T-Notes(CBOT) |
| Mar11 |
101227 |
109~027 |
109~036 |
109~011 |
109~025 |
-0~002 |
83,294 |
670,239 |
+1,372 |
| Jun11 |
101227 |
109~000 |
109~002 |
109~000 |
109~000 |
-0~002 |
0 |
25 |
+0 |
| Sep11 |
101227 |
108~103 |
108~105 |
108~103 |
108~103 |
-0~002 |
|
|
|
| Total Volume and Open Interest |
84,362 |
683,967 |
+676 |
| Eurodollars(CME) |
| Mar11 |
101227 |
99.590 |
99.600 |
99.585 |
99.590 |
unch |
80,604 |
1,140,120 |
+12,222 |
| Jun11 |
101227 |
99.470 |
99.495 |
99.460 |
99.485 |
+0.020 |
107,800 |
1,041,497 |
+7,395 |
| Sep11 |
101227 |
99.300 |
99.340 |
99.275 |
99.325 |
+0.020 |
123,427 |
885,682 |
-47 |
| Dec11 |
101227 |
99.100 |
99.135 |
99.050 |
99.115 |
+0.015 |
137,649 |
745,231 |
-1,657 |
| Mar12 |
101227 |
98.870 |
98.900 |
98.795 |
98.875 |
+0.005 |
142,717 |
795,915 |
-7,036 |
| Jun12 |
101227 |
98.605 |
98.640 |
98.515 |
98.605 |
unch |
140,256 |
487,473 |
-4,616 |
| Sep12 |
101227 |
98.345 |
98.380 |
98.240 |
98.345 |
unch |
98,881 |
372,442 |
+3,474 |
| Dec12 |
101227 |
98.080 |
98.115 |
97.960 |
98.080 |
unch |
94,023 |
279,690 |
-4,454 |
| Mar13 |
101227 |
97.825 |
97.865 |
97.705 |
97.825 |
unch |
61,944 |
177,719 |
+2,031 |
| Jun13 |
101227 |
97.570 |
97.610 |
97.445 |
97.570 |
+0.005 |
45,714 |
160,030 |
-1,904 |
| Sep13 |
101227 |
97.320 |
97.365 |
97.200 |
97.325 |
+0.010 |
42,253 |
181,277 |
+101 |
| Dec13 |
101227 |
97.070 |
97.115 |
96.945 |
97.080 |
+0.020 |
38,978 |
140,262 |
+2,493 |
| Mar14 |
101227 |
96.850 |
96.880 |
96.730 |
96.865 |
+0.025 |
15,026 |
109,344 |
+11 |
| Jun14 |
101227 |
96.620 |
96.670 |
96.505 |
96.640 |
+0.030 |
13,758 |
107,274 |
+251 |
| Sep14 |
101227 |
96.400 |
96.445 |
96.285 |
96.420 |
+0.035 |
12,337 |
69,789 |
-969 |
| Dec14 |
101227 |
96.175 |
96.225 |
96.065 |
96.200 |
+0.040 |
11,594 |
71,371 |
-1,242 |
| Mar15 |
101227 |
95.990 |
96.045 |
95.875 |
96.025 |
+0.055 |
7,472 |
49,558 |
-1,128 |
| Jun15 |
101227 |
4.040 |
4.120 |
3.960 |
4.105 |
+0.060 |
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 |
101227 |
99.820 |
99.820 |
99.817 |
99.820 |
unch |
156 |
94,643 |
-91 |
| Jan11 |
101227 |
99.820 |
99.820 |
99.815 |
99.820 |
unch |
983 |
66,048 |
-30 |
| Feb11 |
101227 |
99.815 |
99.820 |
99.810 |
99.815 |
unch |
851 |
56,902 |
+13 |
| Mar11 |
101227 |
99.810 |
99.815 |
99.805 |
99.815 |
unch |
908 |
38,979 |
+393 |
| Apr11 |
101227 |
99.810 |
99.815 |
99.805 |
99.815 |
unch |
220 |
37,330 |
-16 |
| May11 |
101227 |
99.800 |
99.810 |
99.795 |
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 |
101227 |
99.652 |
99.652 |
99.652 |
99.652 |
-0.003 |
0 |
1,039 |
+0 |
| Jun11 |
101227 |
99.637 |
99.637 |
99.637 |
99.637 |
-0.003 |
0 |
175 |
+0 |
| Sep11 |
101227 |
99.622 |
99.622 |
99.622 |
99.622 |
-0.003 |
|
|
|
| Dec11 |
101227 |
99.613 |
99.613 |
99.613 |
99.613 |
-0.002 |
0 |
75 |
+0 |
| Mar12 |
101227 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
| Jun12 |
101227 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
| Sep12 |
101227 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
| Dec12 |
101227 |
99.290 |
99.290 |
99.290 |
99.290 |
unch |
|
|
|
| Mar13 |
101227 |
99.290 |
99.290 |
99.290 |
99.290 |
unch |
|
|
|
| Jun13 |
101227 |
99.245 |
99.245 |
99.245 |
99.245 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
1,289 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar11 |
101227 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
65 |
2,059 |
+0 |
| Jun11 |
101227 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,389 |
+0 |
| Sep11 |
101227 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
1,064 |
+0 |
| Dec11 |
101227 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
745 |
+185 |
| Mar12 |
101227 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
305 |
+0 |
| Jun12 |
101227 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
| Sep12 |
101227 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
310 |
+0 |
| Dec12 |
101227 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
0 |
3 |
+0 |
| Total Volume and Open Interest |
65 |
6,630 |
+185 |
| Japanese Gov't Bonds(SGX) |
| Mar11 |
101222 |
139.77 |
140.00 |
139.62 |
139.95 |
+0.18 |
1,418 |
11,053 |
-401 |
| Jun11 |
101227 |
137.50 |
137.50 |
137.50 |
137.50 |
-0.11 |
|
|
|
| Sep11 |
101227 |
135.41 |
135.41 |
135.41 |
135.41 |
-0.11 |
|
|
|
| Total Volume and Open Interest |
1,146 |
10,675 |
-127 |
| Euro-Bund(EUREX) |
| Mar11 |
101227 |
125.20 |
125.22 |
124.36 |
124.67 |
-0.48 |
339,575 |
936,074 |
-3,130 |
| Jun11 |
101227 |
123.10 |
123.56 |
123.00 |
123.21 |
-0.51 |
3 |
558 |
-1 |
| Sep11 |
101227 |
123.20 |
123.20 |
123.20 |
123.20 |
-0.48 |
|
|
|
| Total Volume and Open Interest |
339,578 |
936,632 |
-3,131 |
| Euro-Bobl(EUREX) |
| Mar11 |
101227 |
118.56 |
118.56 |
118.11 |
118.24 |
-0.23 |
238,948 |
687,483 |
-6,222 |
| Jun11 |
101227 |
116.82 |
116.82 |
116.82 |
116.82 |
-0.23 |
150 |
47 |
+0 |
| Sep11 |
101227 |
116.79 |
116.79 |
116.79 |
116.79 |
-0.23 |
|
|
|
| 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 |
21 |
7,504 |
-1 |
| Mar11 |
101227 |
98.930 |
98.935 |
98.930 |
98.935 |
-0.005 |
19 |
8,071 |
+0 |
| Jun11 |
101227 |
98.845 |
98.845 |
98.845 |
98.845 |
+0.035 |
250 |
9,611 |
-250 |
| Total Volume and Open Interest |
284 |
26,761 |
-250 |
| Long Gilt(LIFFE) |
| Dec10 |
101224 |
119~25 |
119~25 |
119~22 |
119~22 |
-0~02 |
61 |
3,481 |
-36 |
| Mar11 |
101224 |
118~13 |
118~25 |
118~05 |
118~12 |
-0~02 |
48,895 |
238,575 |
-2,639 |
| Total Volume and Open Interest |
48,956 |
242,056 |
-2,675 |
| 3-Mth Short Sterling(LIFFE) |
| Mar11 |
101224 |
99.16 |
99.18 |
99.16 |
99.18 |
+0.01 |
34,628 |
286,554 |
-975 |
| Jun11 |
101224 |
99.02 |
99.05 |
99.00 |
99.04 |
+0.02 |
55,896 |
245,225 |
+13,225 |
| Sep11 |
101224 |
98.85 |
98.86 |
98.81 |
98.86 |
+0.03 |
44,841 |
209,764 |
+9,091 |
| Dec11 |
101224 |
98.61 |
98.64 |
98.57 |
98.63 |
+0.03 |
43,171 |
250,541 |
+2,512 |
| Mar12 |
101224 |
98.36 |
98.39 |
98.33 |
98.39 |
+0.03 |
34,433 |
221,895 |
-952 |
| Jun12 |
101224 |
98.07 |
98.13 |
98.05 |
98.12 |
+0.03 |
30,497 |
131,228 |
+2,606 |
| Total Volume and Open Interest |
288,075 |
1,701,609 |
+28,085 |
| 3-Mth Euribor(LIFFE) |
| Mar11 |
101227 |
98.950 |
98.955 |
98.935 |
98.940 |
-0.010 |
88,694 |
545,410 |
+12,552 |
| Jun11 |
101227 |
98.825 |
98.840 |
98.815 |
98.820 |
-0.010 |
65,636 |
472,147 |
+3,118 |
| Sep11 |
101227 |
98.690 |
98.700 |
98.665 |
98.680 |
-0.010 |
59,710 |
333,546 |
+5,350 |
| Total Volume and Open Interest |
454,973 |
2,539,565 |
+1,737 |
| 3-Mth Aus T-Bills(SFE) |
| Mar11 |
101224 |
94.88 |
94.90 |
94.88 |
94.90 |
unch |
7,229 |
189,934 |
-341 |
| Jun11 |
101224 |
94.72 |
94.73 |
94.70 |
94.73 |
unch |
6,433 |
114,311 |
+387 |
| Sep11 |
101224 |
94.55 |
94.56 |
94.53 |
94.55 |
-0.01 |
3,028 |
72,593 |
+678 |
| Dec11 |
101224 |
94.41 |
94.42 |
94.40 |
94.42 |
unch |
2,191 |
47,779 |
+308 |
| Mar12 |
101224 |
94.32 |
94.34 |
94.31 |
94.34 |
unch |
411 |
40,914 |
+125 |
| Jun12 |
101224 |
94.26 |
94.28 |
94.25 |
94.28 |
-0.01 |
386 |
36,660 |
-43 |
| Sep12 |
101224 |
94.23 |
94.24 |
94.20 |
94.23 |
-0.01 |
221 |
19,220 |
-8 |
| Dec12 |
101224 |
94.17 |
94.18 |
94.16 |
94.18 |
-0.02 |
1 |
8,366 |
-1 |
| Mar13 |
101224 |
94.12 |
94.14 |
94.12 |
94.14 |
-0.03 |
0 |
2,550 |
+0 |
| Jun13 |
101224 |
94.09 |
94.09 |
94.09 |
94.09 |
-0.03 |
0 |
575 |
+0 |
| Total Volume and Open Interest |
19,900 |
533,753 |
+1,105 |
| 10-Year Aus T-Bonds(SFE) |
| Mar11 |
101224 |
94.30 |
94.32 |
94.27 |
94.30 |
-0.01 |
15,784 |
346,782 |
+523 |
| Jun11 |
101224 |
94.30 |
94.30 |
94.30 |
94.30 |
-0.01 |
|
|
|
| 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 |
41,718 |
370,579 |
-21,566 |
| Jun11 |
101224 |
94.61 |
94.61 |
94.61 |
94.61 |
unch |
|
|
|
| Total Volume and Open Interest |
36,442 |
370,539 |
-40 |
| Gold(CMX) |
| Dec10 |
101227 |
1373.5 |
1384.2 |
1373.5 |
1382.4 |
+2.4 |
58 |
384 |
-63 |
| Feb11 |
101227 |
1378.9 |
1387.0 |
1372.7 |
1382.9 |
+2.4 |
61,945 |
351,532 |
+1,679 |
| Apr11 |
101227 |
1379.2 |
1388.7 |
1375.0 |
1385.1 |
+2.5 |
1,482 |
49,125 |
-248 |
| Jun11 |
101227 |
1381.4 |
1389.9 |
1378.1 |
1387.2 |
+2.5 |
1,772 |
34,278 |
+639 |
| Aug11 |
101227 |
1385.0 |
1390.4 |
1385.0 |
1389.3 |
+2.5 |
488 |
15,594 |
+263 |
| Oct11 |
101227 |
1385.0 |
1392.7 |
1385.0 |
1391.7 |
+2.5 |
2 |
12,267 |
+2 |
| Dec11 |
101227 |
1387.7 |
1394.9 |
1385.6 |
1394.2 |
+2.5 |
1,530 |
27,065 |
+635 |
| Feb12 |
101227 |
1397.0 |
1397.0 |
1397.0 |
1397.0 |
+2.5 |
2 |
6,615 |
+2 |
| Apr12 |
101227 |
1400.0 |
1400.0 |
1400.0 |
1400.0 |
+2.5 |
50 |
5,313 |
-50 |
| Jun12 |
101227 |
1403.4 |
1403.4 |
1403.4 |
1403.4 |
+2.6 |
370 |
12,507 |
-300 |
| Aug12 |
101227 |
1407.1 |
1407.1 |
1407.1 |
1407.1 |
+2.7 |
0 |
6,086 |
+0 |
| Oct12 |
101227 |
1411.1 |
1411.1 |
1411.1 |
1411.1 |
+2.8 |
0 |
1,080 |
+0 |
| Total Volume and Open Interest |
72,534 |
584,198 |
+2,065 |
| Silver(CMX) |
| Dec10 |
101227 |
2887.0 |
2926.5 |
2886.0 |
2923.5 |
-7.5 |
47 |
291 |
-19 |
| Mar11 |
101227 |
2916.0 |
2935.5 |
2881.0 |
2925.5 |
-7.3 |
23,698 |
76,320 |
+333 |
| May11 |
101227 |
2925.0 |
2939.5 |
2893.0 |
2930.7 |
-7.3 |
435 |
12,893 |
+6 |
| Jul11 |
101227 |
2903.0 |
2937.5 |
2898.5 |
2935.6 |
-7.2 |
53 |
9,369 |
+17 |
| Sep11 |
101227 |
2934.0 |
2940.5 |
2934.0 |
2940.5 |
-7.1 |
17 |
6,201 |
-1 |
| Dec11 |
101227 |
2930.5 |
2953.5 |
2930.0 |
2947.8 |
-7.0 |
1,856 |
12,547 |
-22 |
| Mar12 |
101227 |
2955.1 |
2955.1 |
2955.1 |
2955.1 |
-6.7 |
0 |
374 |
+0 |
| Total Volume and Open Interest |
27,240 |
133,994 |
+859 |
| Platinum(NYMEX) |
| Jan11 |
101227 |
1717.7 |
1741.0 |
1701.5 |
1735.5 |
+12.4 |
4,642 |
9,422 |
-1,508 |
| Apr11 |
101227 |
1722.5 |
1745.0 |
1706.1 |
1741.0 |
+13.2 |
2,706 |
28,155 |
+2,110 |
| Jul11 |
101227 |
1743.9 |
1743.9 |
1736.6 |
1743.8 |
+13.3 |
21 |
511 |
+20 |
| Oct11 |
101227 |
1743.8 |
1743.8 |
1743.8 |
1743.8 |
+13.3 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
7,370 |
38,095 |
+622 |
| Palladium(NYMEX) |
| Dec10 |
101227 |
764.60 |
771.50 |
764.60 |
767.20 |
+9.00 |
0 |
14 |
+0 |
| Mar11 |
101227 |
756.00 |
772.60 |
747.00 |
767.10 |
+9.00 |
1,119 |
22,080 |
+17 |
| Jun11 |
101227 |
760.70 |
773.00 |
760.70 |
768.45 |
+9.10 |
1 |
481 |
+1 |
| Total Volume and Open Interest |
1,122 |
22,608 |
+18 |
| Copper(CMX) |
| Dec10 |
101227 |
422.00 |
428.40 |
422.00 |
427.50 |
+2.30 |
346 |
1,280 |
-171 |
| Mar11 |
101227 |
423.00 |
429.85 |
420.40 |
428.00 |
+2.15 |
20,377 |
116,893 |
+338 |
| May11 |
101227 |
420.30 |
428.80 |
419.85 |
427.45 |
+2.20 |
721 |
27,056 |
+263 |
| Jul11 |
101227 |
425.75 |
425.90 |
425.75 |
425.90 |
+2.20 |
336 |
7,265 |
-94 |
| Sep11 |
101227 |
424.65 |
424.65 |
424.25 |
424.25 |
+2.20 |
199 |
5,347 |
+69 |
| Total Volume and Open Interest |
22,668 |
166,791 |
+369 |
| DJIA Index(CBOT) |
| Mar11 |
101227 |
11492 |
11505 |
11452 |
11503 |
-19 |
76 |
6,186 |
+0 |
| Jun11 |
101227 |
11438 |
11460 |
11438 |
11438 |
-22 |
|
|
|
| Sep11 |
101227 |
11383 |
11402 |
11383 |
11383 |
-19 |
|
|
|
| Dec11 |
101227 |
11328 |
11347 |
11328 |
11328 |
-19 |
|
|
|
| Total Volume and Open Interest |
76 |
6,186 |
+0 |
| S & P 500(CME) |
| Mar11 |
101227 |
1249.70 |
1254.00 |
1245.70 |
1253.30 |
+0.30 |
7,898 |
266,871 |
+766 |
| Jun11 |
101227 |
1248.30 |
1249.00 |
1243.00 |
1248.30 |
+0.30 |
50 |
3,573 |
+18 |
| Sep11 |
101227 |
1243.50 |
1244.20 |
1238.20 |
1243.50 |
+0.30 |
154 |
1,300 |
+146 |
| Dec11 |
101227 |
1239.20 |
1239.90 |
1233.90 |
1239.20 |
+0.30 |
0 |
350 |
+0 |
| Total Volume and Open Interest |
8,102 |
272,094 |
+930 |
| S & P 500 E-Mini(Globex) |
| Mar11 |
101227 |
1249.50 |
1254.25 |
1245.50 |
1253.25 |
+0.25 |
664,450 |
2,433,411 |
-7 |
| Jun11 |
101227 |
1243.00 |
1248.75 |
1241.00 |
1248.25 |
+0.25 |
297 |
2,453 |
+35 |
| Total Volume and Open Interest |
664,834 |
2,435,945 |
+87 |
| NASDAQ 100(CME) |
| Mar11 |
101227 |
2226.30 |
2233.00 |
2208.00 |
2230.00 |
-0.50 |
873 |
8,451 |
-159 |
| Jun11 |
101227 |
2227.00 |
2227.00 |
2227.00 |
2227.00 |
-0.50 |
|
|
|
| Sep11 |
101227 |
2224.50 |
2224.50 |
2224.50 |
2224.50 |
-0.50 |
|
|
|
| Total Volume and Open Interest |
873 |
8,451 |
-159 |
| NASDAQ 100 E-Mini(Globex) |
| Mar11 |
101227 |
2227.30 |
2234.00 |
2207.30 |
2230.00 |
-0.50 |
89,776 |
329,939 |
-3,558 |
| Jun11 |
101227 |
2220.00 |
2229.50 |
2205.30 |
2227.00 |
-0.50 |
118 |
58 |
+5 |
| Total Volume and Open Interest |
89,894 |
330,002 |
-3,553 |
| S & P Midcap 400(CME) |
| Mar11 |
101227 |
903.25 |
912.00 |
902.50 |
909.40 |
+0.80 |
3 |
1,094 |
+2 |
| Jun11 |
101227 |
906.10 |
906.10 |
906.00 |
906.10 |
+0.50 |
|
|
|
| Sep11 |
101227 |
905.30 |
905.30 |
905.20 |
905.30 |
+0.50 |
|
|
|
| Total Volume and Open Interest |
3 |
1,094 |
+2 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar11 |
101227 |
10300 |
10425 |
10280 |
10355 |
+35 |
4,836 |
39,340 |
+44 |
| Jun11 |
101227 |
10335 |
10380 |
10335 |
10335 |
+35 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
4,836 |
39,343 |
+44 |
| Nikkei 225(SGX) |
| Mar11 |
101227 |
10260 |
10390 |
10250 |
10315 |
+30 |
55,491 |
202,775 |
-3,310 |
| Jun11 |
101227 |
10240 |
10240 |
10240 |
10240 |
+25 |
38 |
2,462 |
+3 |
| Sep11 |
101227 |
10240 |
10240 |
10240 |
10240 |
+25 |
|
|
|
| Total Volume and Open Interest |
56,793 |
219,018 |
-3,291 |
| CAC 40(EURONEXT) |
| Jan11 |
101227 |
3914.0 |
3917.0 |
3737.0 |
3865.0 |
-37.0 |
58,799 |
358,711 |
+10,163 |
| Feb11 |
101227 |
3909.0 |
3909.0 |
3848.0 |
3867.5 |
-37.0 |
10 |
236 |
+6 |
| Mar11 |
101227 |
3912.5 |
3912.5 |
3848.0 |
3869.0 |
-37.0 |
236 |
43,567 |
+20 |
| Total Volume and Open Interest |
59,045 |
402,549 |
+10,189 |
| Hang Seng Index(HKFE) |
| Dec10 |
101224 |
22860 |
22930 |
22741 |
22803 |
-87 |
55,722 |
74,145 |
-12,249 |
| Jan11 |
101224 |
22878 |
22937 |
22752 |
22809 |
-94 |
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 |
235,531 |
116,469 |
-56,680 |
| Mar11 |
101227 |
7080.5 |
7083.5 |
6915.0 |
6996.5 |
-77.0 |
43,449 |
186,295 |
-862 |
| Jun11 |
101227 |
7100.0 |
7100.0 |
6981.5 |
7020.0 |
-77.0 |
305 |
10,063 |
+133 |
| Total Volume and Open Interest |
43,754 |
196,358 |
-729 |
| FT-SE 100(EURONEXT) |
| Mar11 |
101224 |
5945.00 |
5964.00 |
5937.50 |
5954.50 |
-8.50 |
45,763 |
650,466 |
+821 |
| Jun11 |
101224 |
5912.00 |
5912.00 |
5912.00 |
5912.00 |
-8.50 |
0 |
1,244 |
+0 |
| Sep11 |
101224 |
5880.00 |
5880.00 |
5880.00 |
5880.00 |
-8.50 |
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 |
84,832 |
183,231 |
-32,317 |
| Mar11 |
101224 |
4814.0 |
4814.0 |
4768.0 |
4784.0 |
-29.0 |
17,670 |
189,797 |
+492 |
| Jun11 |
101224 |
4820.0 |
4820.0 |
4812.0 |
4812.0 |
-28.0 |
113 |
2,962 |
+12 |
| Total Volume and Open Interest |
17,792 |
195,941 |
+504 |
| GSCI(CME) |
| Jan11 |
101227 |
627.00 |
628.05 |
622.80 |
628.00 |
unch |
123 |
14,797 |
+18 |
| Feb11 |
101227 |
631.00 |
631.05 |
626.00 |
631.00 |
unch |
1 |
0 |
-1 |
| Mar11 |
101227 |
632.00 |
632.05 |
627.00 |
632.00 |
unch |
|
|
|
| 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. |
|
|
