|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue December 28, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
101228 |
1373.00 |
1385.25 |
1372.00 |
1375.75 |
+2.75 |
45,949 |
61,688 |
-16,146 |
Mar11 |
101228 |
1385.00 |
1396.75 |
1383.25 |
1387.00 |
+2.50 |
71,979 |
298,663 |
+6,801 |
May11 |
101228 |
1390.50 |
1401.50 |
1389.75 |
1393.50 |
+2.50 |
12,370 |
87,283 |
-702 |
Jul11 |
101228 |
1392.50 |
1405.00 |
1392.50 |
1396.00 |
+3.25 |
12,739 |
72,221 |
+2,187 |
Aug11 |
101228 |
1372.25 |
1375.00 |
1364.25 |
1365.00 |
+0.25 |
116 |
2,183 |
+11 |
Sep11 |
101228 |
1331.50 |
1331.50 |
1317.75 |
1320.25 |
-3.25 |
65 |
2,713 |
+13 |
Nov11 |
101228 |
1283.75 |
1295.00 |
1277.00 |
1278.75 |
-6.00 |
10,508 |
112,443 |
+2,275 |
Total Volume and Open Interest |
154,601 |
656,653 |
-5,381 |
Soybean Meal(CBOT) |
Jan11 |
101228 |
366.00 |
370.20 |
365.60 |
368.60 |
+2.20 |
15,819 |
14,849 |
-3,912 |
Mar11 |
101228 |
370.20 |
374.20 |
369.60 |
372.60 |
+2.30 |
25,465 |
91,495 |
+1,692 |
May11 |
101228 |
371.00 |
374.70 |
370.70 |
373.40 |
+2.40 |
3,499 |
29,531 |
+17 |
Jul11 |
101228 |
373.00 |
375.30 |
371.50 |
374.10 |
+2.70 |
3,595 |
21,721 |
+508 |
Aug11 |
101228 |
364.00 |
365.10 |
361.20 |
363.30 |
+1.60 |
407 |
6,224 |
+118 |
Sep11 |
101228 |
352.10 |
352.30 |
347.70 |
349.70 |
+0.60 |
187 |
5,832 |
+0 |
Oct11 |
101228 |
333.30 |
335.50 |
329.50 |
331.00 |
-0.50 |
552 |
5,101 |
+277 |
Dec11 |
101228 |
328.40 |
332.70 |
326.00 |
328.00 |
-0.50 |
1,305 |
19,561 |
+318 |
Total Volume and Open Interest |
50,900 |
197,170 |
-932 |
Soybean Oil(CBOT) |
Jan11 |
101228 |
57.02 |
57.38 |
56.78 |
56.82 |
-0.33 |
15,778 |
22,977 |
-2,605 |
Mar11 |
101228 |
57.55 |
58.05 |
57.13 |
57.39 |
-0.36 |
30,011 |
196,038 |
+2,571 |
May11 |
101228 |
58.05 |
58.30 |
57.68 |
57.75 |
-0.35 |
3,518 |
46,976 |
+110 |
Jul11 |
101228 |
58.05 |
58.41 |
57.78 |
57.83 |
-0.37 |
4,303 |
41,152 |
+650 |
Aug11 |
101228 |
58.24 |
58.32 |
57.70 |
57.73 |
-0.40 |
377 |
4,795 |
+127 |
Sep11 |
101228 |
58.18 |
58.18 |
57.58 |
57.58 |
-0.43 |
821 |
5,532 |
+217 |
Oct11 |
101228 |
57.91 |
57.91 |
57.35 |
57.35 |
-0.43 |
436 |
7,603 |
+14 |
Dec11 |
101228 |
57.67 |
57.93 |
57.27 |
57.31 |
-0.43 |
1,062 |
25,858 |
-92 |
Total Volume and Open Interest |
56,306 |
351,829 |
+977 |
Canola(WCE) |
Jan11 |
101228 |
581.3 |
585.4 |
581.0 |
581.5 |
+2.9 |
9,069 |
13,175 |
-5,645 |
Mar11 |
101228 |
588.6 |
592.9 |
588.2 |
589.8 |
+3.3 |
17,529 |
117,684 |
+7,818 |
May11 |
101228 |
593.2 |
597.2 |
592.4 |
594.2 |
+3.8 |
775 |
9,261 |
+379 |
Jul11 |
101228 |
592.6 |
597.0 |
592.6 |
594.4 |
+3.9 |
805 |
16,812 |
+838 |
Nov11 |
101228 |
529.8 |
531.3 |
527.5 |
529.4 |
+1.7 |
732 |
36,908 |
+392 |
Total Volume and Open Interest |
29,110 |
196,787 |
+3,920 |
Corn(CBOT) |
Mar11 |
101228 |
614.50 |
624.25 |
612.50 |
623.25 |
+8.00 |
62,225 |
736,226 |
-2,941 |
May11 |
101228 |
622.00 |
632.00 |
620.50 |
631.25 |
+8.25 |
11,253 |
199,751 |
+1,298 |
Jul11 |
101228 |
626.00 |
636.00 |
624.00 |
634.50 |
+8.00 |
15,017 |
231,200 |
+305 |
Sep11 |
101228 |
579.75 |
586.50 |
579.00 |
585.00 |
+5.50 |
919 |
42,220 |
+138 |
Dec11 |
101228 |
552.75 |
558.50 |
551.25 |
557.25 |
+4.00 |
16,259 |
260,590 |
-537 |
Mar12 |
101228 |
559.00 |
565.25 |
559.00 |
564.75 |
+4.00 |
988 |
20,206 |
+241 |
Total Volume and Open Interest |
108,266 |
1,534,681 |
-1,225 |
Wheat(CBOT) |
Mar11 |
101228 |
780.00 |
802.00 |
779.50 |
798.25 |
+18.00 |
12,064 |
225,508 |
-2,226 |
May11 |
101228 |
809.00 |
827.25 |
809.00 |
824.00 |
+16.75 |
2,816 |
65,149 |
+228 |
Jul11 |
101228 |
819.75 |
837.00 |
818.50 |
835.25 |
+16.50 |
2,141 |
105,190 |
+38 |
Sep11 |
101228 |
832.00 |
849.50 |
832.00 |
848.75 |
+16.75 |
197 |
18,303 |
-25 |
Dec11 |
101228 |
847.00 |
862.75 |
846.00 |
859.50 |
+13.50 |
472 |
55,674 |
+7 |
Total Volume and Open Interest |
17,755 |
484,094 |
-1,975 |
Wheat(KCBT) |
Mar11 |
101228 |
843.25 |
863.50 |
842.50 |
860.50 |
+16.75 |
4,048 |
111,995 |
-198 |
May11 |
101228 |
851.00 |
871.75 |
851.00 |
869.00 |
+16.50 |
366 |
26,397 |
+113 |
Jul11 |
101228 |
857.00 |
876.25 |
856.50 |
873.50 |
+16.00 |
680 |
53,326 |
-192 |
Sep11 |
101228 |
864.00 |
882.00 |
864.00 |
881.50 |
+16.00 |
188 |
13,500 |
+8 |
Dec11 |
101228 |
875.00 |
890.75 |
874.50 |
889.00 |
+15.50 |
110 |
10,524 |
-31 |
Total Volume and Open Interest |
5,400 |
217,959 |
-299 |
Wheat(MGE) |
Mar11 |
101228 |
866.00 |
886.50 |
866.00 |
884.25 |
+18.00 |
1,647 |
29,085 |
-417 |
May11 |
101228 |
873.25 |
893.00 |
873.25 |
892.00 |
+19.50 |
166 |
12,391 |
-7 |
Jul11 |
101228 |
875.00 |
893.25 |
875.00 |
892.00 |
+16.75 |
128 |
8,856 |
-75 |
Sep11 |
101228 |
869.00 |
885.25 |
869.00 |
884.75 |
+16.00 |
116 |
9,083 |
+54 |
Dec11 |
101228 |
876.50 |
892.25 |
876.00 |
889.50 |
+13.50 |
50 |
8,054 |
+8 |
Total Volume and Open Interest |
2,114 |
68,811 |
-434 |
Oats(CBOT) |
Mar11 |
101228 |
390.50 |
392.25 |
381.00 |
389.00 |
-0.50 |
428 |
9,836 |
-33 |
May11 |
101228 |
390.75 |
395.50 |
386.50 |
394.00 |
-0.50 |
13 |
681 |
+5 |
Jul11 |
101228 |
395.50 |
398.50 |
390.00 |
395.50 |
unch |
14 |
271 |
+2 |
Sep11 |
101228 |
349.75 |
350.50 |
349.50 |
349.50 |
-1.00 |
6 |
8 |
+3 |
Total Volume and Open Interest |
469 |
11,816 |
-18 |
Rough Rice(CBOT) |
Jan11 |
101228 |
13.25 |
13.25 |
13.05 |
13.10 |
-0.16 |
618 |
3,294 |
-289 |
Mar11 |
101228 |
13.54 |
13.56 |
13.33 |
13.38 |
-0.18 |
850 |
11,858 |
+299 |
May11 |
101228 |
13.87 |
13.87 |
13.62 |
13.65 |
-0.18 |
112 |
1,586 |
+16 |
Jul11 |
101228 |
14.07 |
14.07 |
13.94 |
13.94 |
-0.17 |
146 |
1,589 |
-22 |
Total Volume and Open Interest |
1,921 |
19,130 |
+68 |
Live Cattle(CME) |
Dec10 |
101228 |
105.100 |
106.250 |
104.885 |
105.450 |
+0.550 |
1,235 |
3,405 |
-556 |
Feb11 |
101228 |
107.980 |
108.980 |
107.650 |
107.800 |
-0.150 |
9,152 |
147,929 |
-1,318 |
Apr11 |
101228 |
111.600 |
112.550 |
111.400 |
111.550 |
-0.130 |
6,143 |
88,510 |
+988 |
Jun11 |
101228 |
108.885 |
109.750 |
108.650 |
108.950 |
+0.065 |
3,015 |
47,093 |
+345 |
Aug11 |
101228 |
109.200 |
110.000 |
109.100 |
109.480 |
+0.030 |
470 |
17,084 |
+174 |
Oct11 |
101228 |
111.200 |
111.800 |
110.900 |
111.550 |
+0.415 |
419 |
10,467 |
+118 |
Total Volume and Open Interest |
20,582 |
323,475 |
-167 |
Feeder Cattle(CME) |
Jan11 |
101228 |
120.635 |
121.650 |
120.600 |
120.700 |
unch |
2,004 |
6,829 |
-610 |
Mar11 |
101228 |
123.000 |
124.550 |
123.000 |
123.450 |
-0.230 |
2,420 |
21,928 |
+748 |
Apr11 |
101228 |
124.135 |
125.135 |
124.135 |
124.500 |
+0.270 |
708 |
4,913 |
+234 |
May11 |
101228 |
124.450 |
125.400 |
124.300 |
124.800 |
+0.200 |
205 |
6,088 |
+59 |
Aug11 |
101228 |
124.700 |
125.650 |
124.650 |
125.050 |
unch |
132 |
6,268 |
+50 |
Sep11 |
101228 |
123.650 |
124.400 |
123.500 |
124.000 |
unch |
9 |
502 |
+3 |
Oct11 |
101228 |
122.330 |
123.500 |
122.330 |
123.450 |
+0.300 |
2 |
146 |
+1 |
Total Volume and Open Interest |
5,490 |
46,747 |
+490 |
Lean Hogs(CME) |
Feb11 |
101228 |
78.475 |
79.000 |
77.975 |
78.635 |
-0.215 |
7,538 |
84,061 |
-708 |
Apr11 |
101228 |
82.500 |
82.950 |
81.900 |
82.500 |
-0.250 |
4,083 |
54,333 |
-55 |
May11 |
101228 |
89.100 |
89.750 |
89.100 |
89.750 |
+0.550 |
95 |
1,798 |
+4 |
Jun11 |
101228 |
91.800 |
92.480 |
91.180 |
92.300 |
+0.750 |
1,823 |
35,095 |
+209 |
Jul11 |
101228 |
91.100 |
92.050 |
91.000 |
91.930 |
+0.830 |
391 |
8,413 |
+188 |
Aug11 |
101228 |
90.300 |
91.250 |
90.000 |
90.900 |
+0.920 |
163 |
9,544 |
+63 |
Oct11 |
101228 |
80.500 |
81.285 |
80.400 |
81.250 |
+0.775 |
200 |
6,599 |
+96 |
Dec11 |
101228 |
77.000 |
78.000 |
77.000 |
77.930 |
+0.980 |
68 |
2,341 |
+57 |
Total Volume and Open Interest |
14,384 |
202,906 |
-142 |
Class III Milk(CME) |
Dec10 |
101228 |
13.82 |
13.85 |
13.82 |
13.84 |
+0.02 |
33 |
5,918 |
+15 |
Jan11 |
101228 |
13.14 |
13.14 |
13.06 |
13.10 |
unch |
70 |
4,624 |
+11 |
Feb11 |
101228 |
13.47 |
13.48 |
13.35 |
13.40 |
-0.02 |
82 |
4,779 |
+25 |
Mar11 |
101228 |
13.77 |
13.85 |
13.71 |
13.81 |
+0.09 |
26 |
3,448 |
+14 |
Apr11 |
101228 |
14.25 |
14.44 |
14.24 |
14.35 |
+0.11 |
53 |
2,542 |
+17 |
Total Volume and Open Interest |
452 |
32,932 |
+94 |
Cocoa(ICE) |
Mar11 |
101228 |
3040 |
3091 |
3038 |
3065 |
+25 |
2,096 |
68,871 |
+40 |
May11 |
101228 |
3058 |
3104 |
3057 |
3082 |
+25 |
594 |
21,691 |
+24 |
Jul11 |
101228 |
3078 |
3119 |
3078 |
3097 |
+26 |
49 |
12,392 |
+39 |
Sep11 |
101228 |
3100 |
3130 |
3100 |
3110 |
+27 |
295 |
7,244 |
+117 |
Dec11 |
101228 |
3100 |
3146 |
3100 |
3127 |
+27 |
166 |
11,598 |
+137 |
Mar12 |
101228 |
3162 |
3210 |
3162 |
3187 |
+27 |
55 |
10,978 |
-34 |
May12 |
101228 |
3153 |
3200 |
3153 |
3182 |
+29 |
55 |
4,387 |
+45 |
Total Volume and Open Interest |
3,310 |
139,022 |
+368 |
Coffee "C"(ICE) |
Mar11 |
101228 |
238.05 |
239.90 |
236.10 |
239.30 |
+1.85 |
2,858 |
89,802 |
+152 |
May11 |
101228 |
239.35 |
241.25 |
237.50 |
240.65 |
+1.85 |
420 |
26,741 |
-93 |
Jul11 |
101228 |
239.00 |
239.75 |
237.00 |
239.50 |
+1.95 |
136 |
9,965 |
+58 |
Sep11 |
101228 |
233.65 |
235.70 |
233.65 |
235.50 |
+2.35 |
115 |
4,463 |
-23 |
Dec11 |
101228 |
227.75 |
230.40 |
226.25 |
230.05 |
+2.60 |
121 |
6,997 |
+61 |
Mar12 |
101228 |
220.00 |
224.55 |
220.00 |
224.00 |
+2.85 |
43 |
644 |
+0 |
Total Volume and Open Interest |
3,804 |
139,273 |
+155 |
Orange Juice(ICE) |
Jan11 |
101228 |
174.00 |
174.00 |
169.10 |
170.30 |
-3.70 |
483 |
2,798 |
-252 |
Mar11 |
101228 |
166.40 |
166.40 |
161.50 |
161.75 |
-6.95 |
1,433 |
19,425 |
+368 |
May11 |
101228 |
166.00 |
166.35 |
163.10 |
163.10 |
-7.10 |
148 |
3,816 |
+45 |
Jul11 |
101228 |
166.25 |
166.25 |
163.50 |
163.75 |
-7.00 |
0 |
2,440 |
+0 |
Sep11 |
101228 |
164.65 |
164.65 |
164.65 |
164.65 |
-6.85 |
1 |
436 |
+1 |
Nov11 |
101228 |
164.75 |
164.75 |
164.75 |
164.75 |
-6.75 |
0 |
68 |
+0 |
Total Volume and Open Interest |
2,065 |
29,006 |
+162 |
Sugar #11(ICE) |
Mar11 |
101228 |
33.84 |
34.60 |
33.80 |
34.39 |
+0.75 |
10,980 |
239,949 |
+53 |
May11 |
101228 |
30.27 |
30.96 |
30.27 |
30.77 |
+0.73 |
4,478 |
111,182 |
+52 |
Jul11 |
101228 |
26.40 |
26.95 |
26.40 |
26.75 |
+0.53 |
2,874 |
100,621 |
-311 |
Oct11 |
101228 |
24.42 |
24.82 |
24.41 |
24.65 |
+0.44 |
1,253 |
57,109 |
+71 |
Mar12 |
101228 |
23.45 |
23.76 |
23.45 |
23.62 |
+0.41 |
251 |
47,689 |
-498 |
Total Volume and Open Interest |
19,961 |
601,556 |
-641 |
London Cocoa(LCE) |
Mar11 |
101224 |
2042 |
2045 |
2014 |
2036 |
-4 |
10,064 |
65,364 |
-547 |
May11 |
101224 |
2046 |
2046 |
2020 |
2042 |
-7 |
1,089 |
21,481 |
+50 |
Jul11 |
101224 |
2056 |
2056 |
2056 |
2056 |
-5 |
2,330 |
20,843 |
+250 |
Sep11 |
101224 |
2054 |
2062 |
2041 |
2062 |
-10 |
1,208 |
12,885 |
-92 |
Dec11 |
101224 |
2069 |
2072 |
2054 |
2072 |
-10 |
4,080 |
21,306 |
+3,895 |
Mar12 |
101224 |
2080 |
2083 |
2065 |
2083 |
-10 |
0 |
18,316 |
+0 |
May12 |
101224 |
2084 |
2087 |
2084 |
2087 |
-10 |
149 |
3,308 |
+52 |
Total Volume and Open Interest |
18,920 |
163,927 |
+3,608 |
London Sugar(LCE) |
Mar11 |
101224 |
820.00 |
823.00 |
819.00 |
820.40 |
-0.50 |
1,838 |
28,096 |
-56 |
May11 |
101224 |
784.30 |
784.30 |
784.30 |
784.30 |
-0.80 |
198 |
10,202 |
+104 |
Aug11 |
101224 |
700.00 |
700.00 |
700.00 |
700.00 |
+1.50 |
97 |
7,423 |
+11 |
Oct11 |
101224 |
636.50 |
636.50 |
636.50 |
636.50 |
+1.50 |
106 |
2,266 |
+32 |
Dec11 |
101224 |
617.90 |
617.90 |
617.90 |
617.90 |
+2.00 |
22 |
903 |
+1 |
Total Volume and Open Interest |
2,271 |
49,476 |
+99 |
Cotton(ICE) |
Mar11 |
101228 |
146.31 |
149.49 |
144.00 |
144.35 |
-1.41 |
8,276 |
104,272 |
-648 |
May11 |
101228 |
133.84 |
136.38 |
132.40 |
133.05 |
-0.19 |
2,119 |
22,099 |
-130 |
Jul11 |
101228 |
124.40 |
126.59 |
123.80 |
124.16 |
+0.40 |
2,347 |
30,370 |
+211 |
Oct11 |
101228 |
107.31 |
107.31 |
107.31 |
107.31 |
-0.45 |
1 |
180 |
-1 |
Dec11 |
101228 |
97.20 |
98.00 |
97.20 |
97.75 |
+0.73 |
955 |
43,172 |
+441 |
Mar12 |
101228 |
92.50 |
92.50 |
92.50 |
92.50 |
+0.98 |
28 |
877 |
+0 |
Total Volume and Open Interest |
13,737 |
202,492 |
-120 |
Lumber(CME) |
Jan11 |
101228 |
313.3 |
315.1 |
307.9 |
312.5 |
-3.5 |
267 |
1,368 |
-142 |
Mar11 |
101228 |
326.5 |
329.1 |
321.5 |
327.7 |
-1.3 |
528 |
6,351 |
+122 |
May11 |
101228 |
333.0 |
335.7 |
332.0 |
334.4 |
-0.8 |
108 |
2,162 |
+61 |
Jul11 |
101228 |
338.5 |
338.5 |
335.1 |
337.3 |
-2.2 |
49 |
788 |
+16 |
Total Volume and Open Interest |
952 |
10,803 |
+57 |
Crude Oil(NYM) |
Feb11 |
101228 |
90.79 |
91.67 |
90.75 |
91.49 |
+0.49 |
104,321 |
313,553 |
+1,058 |
Mar11 |
101228 |
91.55 |
92.39 |
91.55 |
92.23 |
+0.49 |
30,879 |
187,383 |
+1,684 |
Apr11 |
101228 |
92.42 |
92.99 |
92.28 |
92.83 |
+0.47 |
12,719 |
84,917 |
+1,272 |
May11 |
101228 |
92.99 |
93.43 |
92.74 |
93.27 |
+0.45 |
9,043 |
63,289 |
+545 |
Jun11 |
101228 |
93.23 |
93.71 |
93.00 |
93.57 |
+0.44 |
9,484 |
90,988 |
+448 |
Jul11 |
101228 |
93.43 |
93.90 |
93.40 |
93.78 |
+0.43 |
3,460 |
42,247 |
+2 |
Aug11 |
101228 |
93.60 |
93.98 |
93.33 |
93.88 |
+0.42 |
2,206 |
20,870 |
+172 |
Sep11 |
101228 |
93.79 |
94.03 |
93.58 |
93.94 |
+0.42 |
1,522 |
25,246 |
-89 |
Oct11 |
101228 |
93.80 |
94.12 |
93.50 |
93.98 |
+0.43 |
1,129 |
18,533 |
-356 |
Nov11 |
101228 |
93.92 |
94.00 |
93.79 |
94.00 |
+0.43 |
991 |
20,845 |
-228 |
Dec11 |
101228 |
93.70 |
94.17 |
93.48 |
94.01 |
+0.41 |
6,624 |
154,847 |
+380 |
Jan12 |
101228 |
93.63 |
93.90 |
93.62 |
93.90 |
+0.40 |
284 |
27,928 |
+48 |
Feb12 |
101228 |
93.76 |
93.76 |
93.76 |
93.76 |
+0.39 |
164 |
8,351 |
+52 |
Mar12 |
101228 |
93.62 |
93.62 |
93.62 |
93.62 |
+0.38 |
103 |
10,425 |
+82 |
Apr12 |
101228 |
93.47 |
93.47 |
93.47 |
93.47 |
+0.36 |
2 |
4,576 |
+3 |
May12 |
101228 |
93.33 |
93.33 |
93.33 |
93.33 |
+0.35 |
2 |
5,671 |
+5 |
Total Volume and Open Interest |
184,523 |
1,396,339 |
+5,266 |
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 |
101228 |
90.800 |
91.675 |
90.775 |
91.500 |
+0.500 |
4,265 |
4,483 |
+378 |
Mar11 |
101228 |
91.575 |
92.350 |
91.575 |
92.225 |
+0.475 |
445 |
1,512 |
+161 |
Apr11 |
101228 |
92.625 |
92.925 |
92.350 |
92.825 |
+0.475 |
34 |
77 |
+9 |
May11 |
101228 |
93.325 |
93.325 |
93.275 |
93.275 |
+0.450 |
5 |
17 |
+3 |
Jun11 |
101228 |
93.575 |
93.575 |
93.575 |
93.575 |
+0.450 |
0 |
44 |
+0 |
Jul11 |
101228 |
93.750 |
93.775 |
93.750 |
93.775 |
+0.425 |
1 |
7 |
+1 |
Aug11 |
101228 |
93.875 |
93.875 |
93.875 |
93.875 |
+0.425 |
1 |
9 |
+1 |
Sep11 |
101228 |
93.950 |
93.950 |
93.950 |
93.950 |
+0.425 |
1 |
1 |
-1 |
Total Volume and Open Interest |
4,753 |
6,392 |
+553 |
Heating Oil(NYM) |
Jan11 |
101228 |
251.29 |
253.20 |
251.27 |
252.43 |
+0.77 |
15,125 |
27,951 |
-3,424 |
Feb11 |
101228 |
252.20 |
254.25 |
252.20 |
253.55 |
+0.89 |
27,443 |
104,546 |
+3,078 |
Mar11 |
101228 |
253.35 |
254.45 |
252.84 |
254.00 |
+0.99 |
5,676 |
51,929 |
+249 |
Apr11 |
101228 |
252.50 |
253.39 |
252.05 |
253.16 |
+1.23 |
2,016 |
25,582 |
-129 |
May11 |
101228 |
251.79 |
252.92 |
251.57 |
252.75 |
+1.49 |
868 |
18,093 |
-82 |
Jun11 |
101228 |
251.61 |
253.28 |
251.61 |
253.07 |
+1.63 |
1,903 |
36,054 |
-182 |
Jul11 |
101228 |
252.62 |
254.24 |
252.62 |
254.24 |
+1.71 |
585 |
8,263 |
+196 |
Aug11 |
101228 |
254.09 |
255.47 |
254.06 |
255.47 |
+1.81 |
75 |
4,898 |
-26 |
Sep11 |
101228 |
256.13 |
256.69 |
256.13 |
256.69 |
+1.85 |
71 |
4,972 |
-28 |
Oct11 |
101228 |
257.76 |
258.00 |
257.45 |
258.00 |
+1.88 |
24 |
4,084 |
+0 |
Nov11 |
101228 |
259.28 |
259.50 |
259.00 |
259.50 |
+1.91 |
13 |
4,053 |
+8 |
Dec11 |
101228 |
259.09 |
260.83 |
259.09 |
260.82 |
+1.93 |
290 |
15,324 |
+109 |
Total Volume and Open Interest |
54,175 |
315,097 |
-203 |
Gasoline(NYMEX) |
Jan11 |
101228 |
241.56 |
243.14 |
240.25 |
240.56 |
-1.53 |
12,435 |
23,982 |
-4,548 |
Feb11 |
101228 |
240.18 |
242.02 |
239.32 |
239.78 |
-0.90 |
21,854 |
95,147 |
+1,199 |
Mar11 |
101228 |
240.74 |
242.30 |
240.10 |
240.52 |
-0.35 |
7,216 |
48,915 |
+1,456 |
Apr11 |
101228 |
251.48 |
251.48 |
249.78 |
250.19 |
-0.08 |
2,397 |
32,535 |
+150 |
May11 |
101228 |
250.30 |
252.12 |
250.22 |
250.68 |
+0.03 |
1,102 |
14,532 |
+9 |
Jun11 |
101228 |
250.10 |
251.19 |
249.83 |
250.44 |
+0.10 |
938 |
19,748 |
+50 |
Jul11 |
101228 |
249.31 |
249.55 |
249.15 |
249.33 |
+0.14 |
187 |
4,985 |
+16 |
Aug11 |
101228 |
247.25 |
248.00 |
247.25 |
247.76 |
+0.12 |
122 |
5,884 |
+16 |
Sep11 |
101228 |
246.00 |
246.00 |
245.87 |
245.87 |
+0.09 |
74 |
3,154 |
+9 |
Oct11 |
101228 |
235.25 |
235.25 |
235.00 |
235.07 |
+0.08 |
54 |
3,232 |
+6 |
Total Volume and Open Interest |
46,599 |
286,479 |
-1,538 |
e-miNY RBOB Gasoline(NYM) |
Jan11 |
101228 |
240.60 |
240.60 |
240.56 |
240.60 |
-1.50 |
0 |
2 |
+0 |
Feb11 |
101228 |
240.80 |
240.80 |
239.80 |
239.80 |
-0.90 |
1 |
2 |
+1 |
Mar11 |
101228 |
240.50 |
240.52 |
240.50 |
240.50 |
-0.40 |
0 |
1 |
+0 |
Apr11 |
101228 |
250.20 |
250.20 |
250.19 |
250.20 |
-0.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1 |
10 |
+1 |
Natural Gas(NYM) |
Jan11 |
101228 |
4.094 |
4.266 |
4.070 |
4.216 |
+0.104 |
73,305 |
10,473 |
-15,102 |
Feb11 |
101228 |
4.129 |
4.321 |
4.112 |
4.288 |
+0.133 |
40,335 |
172,823 |
+2,114 |
Mar11 |
101228 |
4.150 |
4.319 |
4.122 |
4.287 |
+0.120 |
13,408 |
168,254 |
+380 |
Apr11 |
101228 |
4.149 |
4.306 |
4.132 |
4.271 |
+0.103 |
7,333 |
88,200 |
+859 |
May11 |
101228 |
4.178 |
4.332 |
4.175 |
4.303 |
+0.098 |
3,180 |
40,963 |
+335 |
Jun11 |
101228 |
4.230 |
4.375 |
4.223 |
4.348 |
+0.095 |
2,087 |
17,706 |
+222 |
Jul11 |
101228 |
4.310 |
4.440 |
4.290 |
4.413 |
+0.092 |
1,334 |
16,019 |
+143 |
Aug11 |
101228 |
4.335 |
4.483 |
4.335 |
4.454 |
+0.091 |
567 |
16,800 |
-55 |
Sep11 |
101228 |
4.384 |
4.496 |
4.352 |
4.466 |
+0.091 |
544 |
12,065 |
+4 |
Oct11 |
101228 |
4.448 |
4.568 |
4.420 |
4.535 |
+0.088 |
2,216 |
50,931 |
+85 |
Nov11 |
101228 |
4.670 |
4.755 |
4.631 |
4.725 |
+0.077 |
444 |
20,326 |
+35 |
Dec11 |
101228 |
4.871 |
5.009 |
4.871 |
4.980 |
+0.072 |
550 |
19,392 |
+55 |
Jan12 |
101228 |
5.050 |
5.160 |
5.030 |
5.137 |
+0.072 |
1,726 |
33,125 |
+168 |
Feb12 |
101228 |
5.040 |
5.130 |
5.023 |
5.107 |
+0.069 |
256 |
6,729 |
-30 |
Mar12 |
101228 |
4.925 |
5.031 |
4.925 |
5.010 |
+0.069 |
222 |
16,450 |
-10 |
Apr12 |
101228 |
4.735 |
4.835 |
4.735 |
4.803 |
+0.051 |
41 |
13,403 |
+14 |
Total Volume and Open Interest |
147,583 |
770,225 |
-10,782 |
Brent Crude Oil(ICE) |
Feb11 |
101228 |
93.90 |
94.42 |
93.66 |
94.38 |
+0.53 |
38,026 |
241,160 |
-3,900 |
Mar11 |
101228 |
93.65 |
94.24 |
93.51 |
94.19 |
+0.49 |
21,102 |
187,571 |
-875 |
Apr11 |
101228 |
93.85 |
94.31 |
93.64 |
94.30 |
+0.50 |
7,137 |
72,176 |
+1,495 |
May11 |
101228 |
93.99 |
94.45 |
93.75 |
94.44 |
+0.49 |
3,723 |
42,562 |
+672 |
Jun11 |
101228 |
94.28 |
94.57 |
93.92 |
94.56 |
+0.49 |
5,262 |
66,497 |
+550 |
Jul11 |
101228 |
94.43 |
94.63 |
94.04 |
94.62 |
+0.50 |
739 |
23,096 |
+67 |
Aug11 |
101228 |
94.45 |
94.63 |
94.04 |
94.63 |
+0.50 |
342 |
12,425 |
+21 |
Sep11 |
101228 |
94.45 |
94.63 |
94.03 |
94.63 |
+0.50 |
489 |
17,414 |
+47 |
Oct11 |
101228 |
94.46 |
94.63 |
94.05 |
94.63 |
+0.48 |
488 |
10,640 |
+229 |
Nov11 |
101228 |
94.61 |
94.61 |
94.61 |
94.61 |
+0.47 |
179 |
10,655 |
+22 |
Dec11 |
101228 |
94.45 |
94.64 |
93.99 |
94.59 |
+0.44 |
3,027 |
88,876 |
-66 |
Jan12 |
101228 |
94.55 |
94.55 |
94.55 |
94.55 |
+0.42 |
169 |
9,094 |
-12 |
Feb12 |
101228 |
94.50 |
94.50 |
94.50 |
94.50 |
+0.40 |
69 |
5,856 |
+14 |
Mar12 |
101228 |
94.43 |
94.43 |
94.43 |
94.43 |
+0.38 |
186 |
3,660 |
+0 |
Total Volume and Open Interest |
81,124 |
881,801 |
-1,630 |
Gas Oil(ICE) |
Jan11 |
101228 |
778.00 |
781.75 |
777.00 |
780.25 |
+2.75 |
9,264 |
105,876 |
-1,360 |
Feb11 |
101228 |
782.75 |
786.50 |
781.50 |
785.00 |
+3.00 |
12,412 |
117,947 |
+1,999 |
Mar11 |
101228 |
785.00 |
789.50 |
785.00 |
788.00 |
+3.00 |
3,051 |
66,300 |
+603 |
Apr11 |
101228 |
787.00 |
790.75 |
786.75 |
789.25 |
+3.00 |
1,585 |
56,058 |
+148 |
May11 |
101228 |
789.25 |
792.50 |
788.75 |
791.00 |
+3.25 |
878 |
43,046 |
+127 |
Jun11 |
101228 |
791.25 |
795.00 |
790.25 |
793.00 |
+3.25 |
805 |
54,324 |
+127 |
Jul11 |
101228 |
794.50 |
797.50 |
794.50 |
795.50 |
+3.25 |
200 |
18,622 |
+149 |
Aug11 |
101228 |
797.25 |
800.50 |
797.25 |
798.25 |
+3.25 |
65 |
17,514 |
-61 |
Sep11 |
101228 |
799.50 |
803.00 |
799.50 |
800.50 |
+3.00 |
79 |
11,124 |
+60 |
Oct11 |
101228 |
800.75 |
804.25 |
800.75 |
801.75 |
+3.00 |
28 |
10,696 |
-27 |
Total Volume and Open Interest |
28,624 |
613,201 |
+1,876 |
Ethanol(CBOT) |
Dec10 |
101203 |
2.050 |
2.070 |
2.050 |
2.051 |
-0.024 |
83 |
136 |
-71 |
Jan11 |
101228 |
2.330 |
2.349 |
2.330 |
2.349 |
+0.035 |
164 |
498 |
-25 |
Feb11 |
101228 |
2.305 |
2.310 |
2.295 |
2.306 |
+0.020 |
76 |
869 |
+31 |
Mar11 |
101228 |
2.304 |
2.314 |
2.298 |
2.312 |
+0.023 |
2 |
1,084 |
+0 |
Apr11 |
101228 |
2.322 |
2.322 |
2.319 |
2.321 |
+0.026 |
7 |
689 |
+2 |
May11 |
101228 |
2.322 |
2.326 |
2.322 |
2.326 |
+0.026 |
8 |
428 |
+0 |
Jun11 |
101228 |
2.330 |
2.335 |
2.330 |
2.333 |
+0.025 |
28 |
565 |
+11 |
Jul11 |
101228 |
2.331 |
2.335 |
2.330 |
2.333 |
+0.023 |
15 |
703 |
+3 |
Total Volume and Open Interest |
398 |
7,169 |
+93 |
WTI Crude Oil(ICE |
Feb11 |
101228 |
91.12 |
91.65 |
90.92 |
91.49 |
+0.49 |
22,635 |
107,908 |
+2,471 |
Mar11 |
101228 |
91.79 |
92.36 |
91.64 |
92.23 |
+0.49 |
12,616 |
81,780 |
+992 |
Apr11 |
101228 |
92.54 |
92.97 |
92.24 |
92.83 |
+0.47 |
4,647 |
37,675 |
+176 |
May11 |
101228 |
92.98 |
93.38 |
92.69 |
93.27 |
+0.45 |
2,370 |
22,441 |
+581 |
Jun11 |
101228 |
93.46 |
93.66 |
93.11 |
93.57 |
+0.44 |
4,426 |
59,243 |
+666 |
Jul11 |
101228 |
93.51 |
93.78 |
93.51 |
93.78 |
+0.43 |
697 |
16,119 |
+170 |
Aug11 |
101228 |
93.42 |
93.88 |
93.42 |
93.88 |
+0.42 |
679 |
12,235 |
-81 |
Sep11 |
101228 |
94.01 |
94.01 |
93.94 |
93.94 |
+0.42 |
826 |
15,059 |
+74 |
Oct11 |
101228 |
94.04 |
94.04 |
93.51 |
93.98 |
+0.43 |
624 |
9,135 |
+62 |
Nov11 |
101228 |
94.00 |
94.00 |
94.00 |
94.00 |
+0.43 |
273 |
8,561 |
-65 |
Dec11 |
101228 |
93.72 |
94.08 |
93.52 |
94.01 |
+0.41 |
3,175 |
62,834 |
+874 |
Jan12 |
101228 |
93.90 |
93.90 |
93.90 |
93.90 |
+0.40 |
11 |
5,083 |
+2 |
Feb12 |
101228 |
93.76 |
93.76 |
93.76 |
93.76 |
+0.39 |
2 |
1,169 |
+1 |
Mar12 |
101228 |
93.62 |
93.62 |
93.62 |
93.62 |
+0.38 |
83 |
3,163 |
+0 |
Apr12 |
101228 |
93.47 |
93.47 |
93.47 |
93.47 |
+0.36 |
0 |
733 |
+0 |
May12 |
101228 |
93.33 |
93.33 |
93.33 |
93.33 |
+0.35 |
0 |
846 |
+0 |
Total Volume and Open Interest |
53,359 |
529,969 |
+5,375 |
US Dollar Index(ICE) |
Mar11 |
101228 |
80.275 |
80.760 |
79.890 |
80.670 |
-0.010 |
5,061 |
25,583 |
-384 |
Jun11 |
101228 |
80.760 |
81.080 |
80.495 |
81.080 |
-0.015 |
5 |
571 |
-1 |
Sep11 |
101228 |
81.440 |
81.440 |
81.440 |
81.440 |
-0.015 |
0 |
4 |
+0 |
Total Volume and Open Interest |
5,066 |
26,158 |
-385 |
Australian Dollar(CME) |
Mar11 |
101228 |
99.55 |
100.57 |
99.44 |
100.01 |
+0.57 |
25,930 |
119,157 |
-1,243 |
Jun11 |
101228 |
98.64 |
99.42 |
98.28 |
98.84 |
+0.56 |
205 |
225 |
+47 |
Sep11 |
101228 |
97.57 |
97.57 |
97.03 |
97.57 |
+0.54 |
0 |
14 |
+0 |
Total Volume and Open Interest |
26,135 |
119,539 |
-1,196 |
British Pound(CME) |
Mar11 |
101228 |
154.11 |
155.05 |
153.35 |
153.61 |
-0.34 |
31,754 |
78,171 |
-317 |
Jun11 |
101228 |
154.20 |
154.63 |
153.47 |
153.47 |
-0.34 |
43 |
137 |
+22 |
Sep11 |
101228 |
153.29 |
153.63 |
153.29 |
153.29 |
-0.34 |
0 |
6 |
+0 |
Total Volume and Open Interest |
31,797 |
78,346 |
-295 |
Canadian Dollar(CME) |
Mar11 |
101228 |
99.15 |
100.10 |
99.14 |
99.86 |
+0.74 |
18,229 |
95,032 |
+2,242 |
Jun11 |
101228 |
99.10 |
99.81 |
98.89 |
99.62 |
+0.73 |
165 |
1,896 |
+11 |
Sep11 |
101228 |
99.49 |
99.49 |
98.61 |
99.34 |
+0.73 |
0 |
957 |
+0 |
Dec11 |
101228 |
98.75 |
99.23 |
98.33 |
99.06 |
+0.73 |
18 |
1,055 |
-1 |
Total Volume and Open Interest |
18,412 |
98,944 |
+2,252 |
Japanese Yen(CME) |
Mar11 |
101228 |
120.88 |
122.35 |
120.84 |
121.47 |
+0.63 |
47,670 |
101,953 |
+3,734 |
Jun11 |
101228 |
121.81 |
122.21 |
120.99 |
121.62 |
+0.63 |
16 |
275 |
+1 |
Sep11 |
101228 |
121.83 |
121.83 |
121.20 |
121.83 |
+0.63 |
0 |
9 |
+0 |
Total Volume and Open Interest |
47,686 |
102,238 |
+3,735 |
Swiss Franc(CME) |
Mar11 |
101228 |
104.29 |
106.12 |
104.29 |
105.18 |
+0.95 |
19,261 |
44,895 |
-411 |
Jun11 |
101228 |
104.75 |
106.02 |
104.37 |
105.32 |
+0.95 |
12 |
49 |
+7 |
Sep11 |
101228 |
105.50 |
105.50 |
104.55 |
105.50 |
+0.95 |
|
|
|
Total Volume and Open Interest |
19,273 |
44,945 |
-404 |
EuroFX(CME) |
Mar11 |
101228 |
131.56 |
132.72 |
130.91 |
131.14 |
-0.26 |
93,879 |
154,967 |
-10,501 |
Jun11 |
101228 |
131.79 |
132.54 |
130.96 |
131.08 |
-0.25 |
41 |
705 |
-5 |
Sep11 |
101228 |
131.86 |
131.86 |
131.01 |
131.02 |
-0.24 |
0 |
33 |
+0 |
Total Volume and Open Interest |
93,920 |
155,997 |
-10,506 |
Mexican Peso(CME) |
Jan11 |
101228 |
808.2 |
809.0 |
808.2 |
808.2 |
-0.8 |
|
|
|
Feb11 |
101228 |
806.2 |
807.0 |
806.2 |
806.2 |
-0.8 |
|
|
|
Total Volume and Open Interest |
7,167 |
126,299 |
+1,310 |
30-Year T-Bonds(CBOT) |
Mar11 |
101228 |
121~110 |
121~200 |
119~060 |
119~110 |
-1~290 |
77,064 |
526,036 |
-1,139 |
Jun11 |
101228 |
119~250 |
119~250 |
117~250 |
117~250 |
-1~300 |
2 |
611 |
+1 |
Sep11 |
101228 |
116~070 |
118~060 |
116~070 |
116~070 |
-1~310 |
|
|
|
Total Volume and Open Interest |
77,066 |
526,647 |
-1,138 |
10-Year T-Notes(CBOT) |
Mar11 |
101228 |
120~000 |
120~120 |
118~285 |
119~010 |
-0~290 |
271,548 |
1,324,850 |
+4,637 |
Jun11 |
101228 |
118~285 |
118~285 |
117~240 |
117~260 |
-0~300 |
8 |
50 |
+5 |
Sep11 |
101228 |
116~235 |
117~215 |
116~235 |
116~235 |
-0~300 |
|
|
|
Total Volume and Open Interest |
271,556 |
1,324,904 |
+4,642 |
5-Year T-Notes(CBOT) |
Mar11 |
101228 |
117~047 |
117~063 |
116~100 |
116~106 |
-0~057 |
130,430 |
1,005,084 |
-2,306 |
Jun11 |
101228 |
116~002 |
116~059 |
116~002 |
116~002 |
-0~057 |
|
|
|
Sep11 |
101228 |
115~026 |
115~083 |
115~026 |
115~026 |
-0~057 |
|
|
|
Total Volume and Open Interest |
130,430 |
1,022,065 |
-2,306 |
2 Year T-Notes(CBOT) |
Mar11 |
101228 |
109~031 |
109~038 |
109~016 |
109~017 |
-0~008 |
95,547 |
657,904 |
-4,034 |
Jun11 |
101228 |
108~120 |
109~000 |
108~120 |
108~120 |
-0~008 |
0 |
25 |
+0 |
Sep11 |
101228 |
108~095 |
108~103 |
108~095 |
108~095 |
-0~008 |
|
|
|
Total Volume and Open Interest |
95,732 |
671,084 |
-4,034 |
Eurodollars(CME) |
Mar11 |
101228 |
99.590 |
99.600 |
99.585 |
99.595 |
+0.005 |
49,127 |
1,144,511 |
-3,076 |
Jun11 |
101228 |
99.485 |
99.500 |
99.460 |
99.475 |
-0.010 |
77,121 |
1,048,092 |
+5,551 |
Sep11 |
101228 |
99.335 |
99.350 |
99.285 |
99.300 |
-0.025 |
87,366 |
873,088 |
-4,315 |
Dec11 |
101228 |
99.130 |
99.145 |
99.060 |
99.075 |
-0.040 |
90,474 |
741,792 |
+1,691 |
Mar12 |
101228 |
98.895 |
98.915 |
98.810 |
98.820 |
-0.055 |
107,838 |
790,734 |
+40 |
Jun12 |
101228 |
98.630 |
98.645 |
98.525 |
98.535 |
-0.070 |
87,077 |
491,305 |
+3,944 |
Sep12 |
101228 |
98.370 |
98.385 |
98.245 |
98.260 |
-0.085 |
71,475 |
371,501 |
+42 |
Dec12 |
101228 |
98.095 |
98.120 |
97.965 |
97.985 |
-0.095 |
65,893 |
278,004 |
-1,527 |
Mar13 |
101228 |
97.835 |
97.870 |
97.700 |
97.720 |
-0.105 |
39,278 |
172,211 |
-2,810 |
Jun13 |
101228 |
97.600 |
97.610 |
97.430 |
97.455 |
-0.115 |
27,021 |
159,643 |
+455 |
Sep13 |
101228 |
97.360 |
97.370 |
97.175 |
97.200 |
-0.125 |
22,110 |
179,755 |
-1,824 |
Dec13 |
101228 |
97.090 |
97.115 |
96.920 |
96.945 |
-0.135 |
16,498 |
140,389 |
+173 |
Mar14 |
101228 |
96.890 |
96.905 |
96.695 |
96.725 |
-0.140 |
12,468 |
110,508 |
+1,254 |
Jun14 |
101228 |
96.650 |
96.680 |
96.465 |
96.495 |
-0.145 |
6,418 |
107,891 |
+135 |
Sep14 |
101228 |
96.435 |
96.460 |
96.240 |
96.270 |
-0.150 |
8,414 |
71,078 |
+978 |
Dec14 |
101228 |
96.215 |
96.245 |
96.020 |
96.050 |
-0.150 |
5,241 |
70,510 |
-136 |
Mar15 |
101228 |
96.040 |
96.060 |
95.830 |
95.865 |
-0.160 |
4,565 |
49,821 |
+526 |
Jun15 |
101228 |
4.110 |
4.135 |
3.900 |
3.940 |
-0.165 |
4,678 |
36,592 |
-179 |
Total Volume and Open Interest |
795,735 |
7,055,990 |
+308 |
30 Day Federal Funds(CBOT) |
Dec10 |
101228 |
99.817 |
99.820 |
99.815 |
99.820 |
unch |
134 |
94,625 |
-15 |
Jan11 |
101228 |
99.820 |
99.820 |
99.815 |
99.820 |
unch |
511 |
67,260 |
+68 |
Feb11 |
101228 |
99.815 |
99.815 |
99.810 |
99.815 |
unch |
465 |
57,090 |
+86 |
Mar11 |
101228 |
99.815 |
99.815 |
99.805 |
99.815 |
unch |
616 |
38,879 |
-275 |
Apr11 |
101228 |
99.810 |
99.820 |
99.810 |
99.815 |
unch |
634 |
37,081 |
-150 |
May11 |
101228 |
99.800 |
99.810 |
99.800 |
99.805 |
unch |
1,270 |
51,205 |
+269 |
Total Volume and Open Interest |
12,171 |
575,801 |
-406 |
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 |
101228 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
0 |
1,039 |
+0 |
Jun11 |
101228 |
99.637 |
99.637 |
99.637 |
99.637 |
unch |
0 |
175 |
+0 |
Sep11 |
101228 |
99.622 |
99.622 |
99.622 |
99.622 |
unch |
|
|
|
Dec11 |
101228 |
99.613 |
99.613 |
99.613 |
99.613 |
unch |
0 |
75 |
+0 |
Mar12 |
101228 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Jun12 |
101228 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Sep12 |
101228 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
Dec12 |
101228 |
99.500 |
99.500 |
99.500 |
99.500 |
+0.210 |
|
|
|
Mar13 |
101228 |
99.500 |
99.500 |
99.500 |
99.500 |
+0.210 |
|
|
|
Jun13 |
101228 |
99.455 |
99.455 |
99.455 |
99.455 |
+0.210 |
|
|
|
Total Volume and Open Interest |
0 |
1,289 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar11 |
101228 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
2,059 |
+0 |
Jun11 |
101228 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,389 |
+0 |
Sep11 |
101228 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
1,064 |
+0 |
Dec11 |
101228 |
99.61 |
99.62 |
99.61 |
99.61 |
unch |
1 |
955 |
+209 |
Mar12 |
101228 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
305 |
+0 |
Jun12 |
101228 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
101228 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
310 |
+0 |
Dec12 |
101228 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.21 |
0 |
4 |
+1 |
Total Volume and Open Interest |
1 |
6,841 |
+210 |
Japanese Gov't Bonds(SGX) |
Mar11 |
101228 |
139.76 |
140.38 |
139.64 |
140.36 |
+0.77 |
636 |
11,233 |
+441 |
Jun11 |
101228 |
138.27 |
138.27 |
138.27 |
138.27 |
+0.77 |
|
|
|
Sep11 |
101228 |
136.18 |
136.18 |
136.18 |
136.18 |
+0.77 |
|
|
|
Total Volume and Open Interest |
636 |
11,233 |
+441 |
Euro-Bund(EUREX) |
Mar11 |
101228 |
125.06 |
125.46 |
124.42 |
125.19 |
+0.52 |
146,076 |
937,497 |
+16,256 |
Jun11 |
101228 |
123.85 |
123.98 |
123.13 |
123.72 |
+0.51 |
13 |
561 |
+1 |
Sep11 |
101228 |
123.72 |
123.72 |
123.72 |
123.72 |
+0.52 |
|
|
|
Total Volume and Open Interest |
146,089 |
938,058 |
+16,257 |
Euro-Bobl(EUREX) |
Mar11 |
101228 |
118.40 |
118.78 |
118.29 |
118.64 |
+0.40 |
83,994 |
682,395 |
-1,657 |
Jun11 |
101228 |
117.21 |
117.21 |
117.21 |
117.21 |
+0.39 |
0 |
47 |
+0 |
Sep11 |
101228 |
117.19 |
117.19 |
117.19 |
117.19 |
+0.40 |
|
|
|
Total Volume and Open Interest |
83,994 |
682,442 |
-1,657 |
3-Mth Euribor(EUREX) |
Dec10 |
101213 |
98.975 |
98.975 |
98.970 |
98.975 |
+0.005 |
315 |
7,182 |
-322 |
Mar11 |
101228 |
98.950 |
98.950 |
98.950 |
98.950 |
+0.015 |
250 |
8,265 |
+150 |
Jun11 |
101228 |
98.835 |
98.850 |
98.835 |
98.850 |
+0.005 |
0 |
9,131 |
+0 |
Total Volume and Open Interest |
250 |
26,555 |
+150 |
Long Gilt(LIFFE) |
Dec10 |
101224 |
119~25 |
119~25 |
119~22 |
119~22 |
-0~02 |
3 |
3,478 |
-3 |
Mar11 |
101224 |
118~13 |
118~25 |
118~05 |
118~12 |
-0~02 |
31,453 |
240,491 |
+1,916 |
Total Volume and Open Interest |
31,456 |
243,969 |
+1,913 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
101224 |
99.16 |
99.18 |
99.16 |
99.18 |
+0.01 |
14,336 |
289,144 |
+2,590 |
Jun11 |
101224 |
99.02 |
99.05 |
99.00 |
99.04 |
+0.02 |
21,261 |
242,344 |
-2,881 |
Sep11 |
101224 |
98.85 |
98.86 |
98.81 |
98.86 |
+0.03 |
27,642 |
211,629 |
+1,865 |
Dec11 |
101224 |
98.61 |
98.64 |
98.57 |
98.63 |
+0.03 |
15,888 |
251,706 |
+1,165 |
Mar12 |
101224 |
98.36 |
98.39 |
98.33 |
98.39 |
+0.03 |
23,318 |
220,416 |
-1,479 |
Jun12 |
101224 |
98.07 |
98.13 |
98.05 |
98.12 |
+0.03 |
16,369 |
132,000 |
+772 |
Total Volume and Open Interest |
152,583 |
1,700,603 |
-1,006 |
3-Mth Euribor(LIFFE) |
Mar11 |
101228 |
98.945 |
98.960 |
98.940 |
98.950 |
+0.010 |
13,525 |
542,157 |
-3,713 |
Jun11 |
101228 |
98.820 |
98.850 |
98.815 |
98.850 |
+0.030 |
19,099 |
472,563 |
+164 |
Sep11 |
101228 |
98.680 |
98.740 |
98.675 |
98.735 |
+0.055 |
11,340 |
335,021 |
+610 |
Total Volume and Open Interest |
97,912 |
2,543,514 |
-581 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
101224 |
94.88 |
94.90 |
94.88 |
94.90 |
unch |
5,893 |
189,856 |
-78 |
Jun11 |
101224 |
94.72 |
94.73 |
94.70 |
94.73 |
unch |
3,997 |
112,834 |
-1,477 |
Sep11 |
101224 |
94.55 |
94.56 |
94.53 |
94.55 |
-0.01 |
4,075 |
73,052 |
+459 |
Dec11 |
101224 |
94.41 |
94.42 |
94.40 |
94.42 |
unch |
2,776 |
47,603 |
-176 |
Mar12 |
101224 |
94.32 |
94.34 |
94.31 |
94.34 |
unch |
1,229 |
41,003 |
+89 |
Jun12 |
101224 |
94.26 |
94.28 |
94.25 |
94.28 |
-0.01 |
649 |
36,643 |
-17 |
Sep12 |
101224 |
94.23 |
94.24 |
94.20 |
94.23 |
-0.01 |
565 |
19,291 |
+71 |
Dec12 |
101224 |
94.17 |
94.18 |
94.16 |
94.18 |
-0.02 |
224 |
8,386 |
+20 |
Mar13 |
101224 |
94.12 |
94.14 |
94.12 |
94.14 |
-0.03 |
3 |
2,553 |
+3 |
Jun13 |
101224 |
94.09 |
94.09 |
94.09 |
94.09 |
-0.03 |
0 |
575 |
+0 |
Total Volume and Open Interest |
19,416 |
532,647 |
-1,106 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
101224 |
94.30 |
94.32 |
94.27 |
94.30 |
-0.01 |
5,121 |
344,079 |
-2,703 |
Jun11 |
101224 |
94.30 |
94.30 |
94.30 |
94.30 |
-0.01 |
|
|
|
Total Volume and Open Interest |
5,121 |
344,079 |
-2,703 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
101224 |
94.60 |
94.61 |
94.56 |
94.61 |
unch |
25,585 |
375,020 |
+4,481 |
Jun11 |
101224 |
94.61 |
94.61 |
94.61 |
94.61 |
unch |
|
|
|
Total Volume and Open Interest |
25,585 |
375,020 |
+4,481 |
Gold(CMX) |
Dec10 |
101228 |
1389.8 |
1406.7 |
1389.8 |
1405.2 |
+22.8 |
322 |
336 |
-3 |
Feb11 |
101228 |
1384.2 |
1407.5 |
1383.1 |
1405.6 |
+22.7 |
44,354 |
349,841 |
+146 |
Apr11 |
101228 |
1385.8 |
1409.6 |
1385.8 |
1407.9 |
+22.8 |
1,366 |
49,459 |
+67 |
Jun11 |
101228 |
1391.2 |
1411.7 |
1390.8 |
1410.1 |
+22.9 |
241 |
34,578 |
-28 |
Aug11 |
101228 |
1405.0 |
1413.3 |
1405.0 |
1412.2 |
+22.9 |
173 |
15,868 |
-16 |
Oct11 |
101228 |
1414.6 |
1414.6 |
1414.6 |
1414.6 |
+22.9 |
103 |
12,323 |
-14 |
Dec11 |
101228 |
1400.5 |
1418.3 |
1400.0 |
1417.1 |
+22.9 |
308 |
27,032 |
+5 |
Feb12 |
101228 |
1420.0 |
1421.5 |
1420.0 |
1420.0 |
+23.0 |
0 |
6,613 |
+0 |
Apr12 |
101228 |
1423.0 |
1423.0 |
1423.0 |
1423.0 |
+23.0 |
0 |
5,313 |
+0 |
Jun12 |
101228 |
1426.5 |
1426.5 |
1426.5 |
1426.5 |
+23.1 |
0 |
12,327 |
+0 |
Aug12 |
101228 |
1430.3 |
1430.3 |
1430.3 |
1430.3 |
+23.2 |
0 |
6,086 |
+0 |
Oct12 |
101228 |
1434.4 |
1434.4 |
1434.4 |
1434.4 |
+23.3 |
0 |
1,080 |
+0 |
Total Volume and Open Interest |
47,557 |
583,153 |
+125 |
Silver(CMX) |
Dec10 |
101228 |
2957.5 |
3030.0 |
2954.5 |
3029.7 |
+106.2 |
71 |
129 |
-116 |
Mar11 |
101228 |
2928.0 |
3037.0 |
2928.0 |
3032.3 |
+106.8 |
17,466 |
76,007 |
-589 |
May11 |
101228 |
2951.0 |
3041.5 |
2945.5 |
3037.7 |
+107.0 |
161 |
12,876 |
-30 |
Jul11 |
101228 |
2956.0 |
3045.5 |
2955.0 |
3042.8 |
+107.2 |
389 |
9,466 |
-25 |
Sep11 |
101228 |
3047.9 |
3047.9 |
3047.9 |
3047.9 |
+107.4 |
34 |
6,203 |
+1 |
Dec11 |
101228 |
2959.0 |
3055.4 |
2959.0 |
3055.4 |
+107.6 |
82 |
12,545 |
+5 |
Mar12 |
101228 |
3062.9 |
3062.9 |
3062.9 |
3062.9 |
+107.8 |
0 |
374 |
+0 |
Total Volume and Open Interest |
18,944 |
133,627 |
-725 |
Platinum(NYMEX) |
Jan11 |
101228 |
1737.0 |
1759.6 |
1737.0 |
1751.7 |
+16.2 |
3,701 |
6,158 |
-2,077 |
Apr11 |
101228 |
1742.0 |
1765.1 |
1742.0 |
1757.2 |
+16.2 |
4,272 |
31,791 |
+1,797 |
Jul11 |
101228 |
1762.8 |
1762.8 |
1758.1 |
1760.2 |
+16.4 |
13 |
542 |
+11 |
Oct11 |
101228 |
1760.2 |
1760.2 |
1760.2 |
1760.2 |
+16.4 |
0 |
6 |
+0 |
Total Volume and Open Interest |
7,987 |
38,499 |
-270 |
Palladium(NYMEX) |
Dec10 |
101228 |
788.10 |
788.10 |
787.20 |
787.20 |
+20.00 |
10 |
14 |
+0 |
Mar11 |
101228 |
768.95 |
790.75 |
768.95 |
787.20 |
+20.10 |
1,169 |
22,295 |
+107 |
Jun11 |
101228 |
775.00 |
788.50 |
775.00 |
788.50 |
+20.05 |
6 |
481 |
-2 |
Total Volume and Open Interest |
1,186 |
22,823 |
+105 |
Copper(CMX) |
Dec10 |
101228 |
429.50 |
432.40 |
427.90 |
432.40 |
+4.90 |
421 |
851 |
-482 |
Mar11 |
101228 |
428.55 |
433.50 |
428.10 |
432.80 |
+4.80 |
10,788 |
117,088 |
+129 |
May11 |
101228 |
428.00 |
432.65 |
428.00 |
432.10 |
+4.65 |
188 |
27,271 |
+102 |
Jul11 |
101228 |
429.10 |
430.80 |
428.85 |
430.55 |
+4.65 |
16 |
7,278 |
+5 |
Sep11 |
101228 |
425.10 |
428.90 |
425.10 |
428.90 |
+4.65 |
19 |
5,359 |
+1 |
Total Volume and Open Interest |
11,589 |
167,012 |
-215 |
DJIA Index(CBOT) |
Mar11 |
101228 |
11515 |
11533 |
11480 |
11509 |
+6 |
286 |
6,238 |
+37 |
Jun11 |
101228 |
11444 |
11444 |
11438 |
11444 |
+6 |
|
|
|
Sep11 |
101228 |
11389 |
11389 |
11383 |
11389 |
+6 |
|
|
|
Dec11 |
101228 |
11334 |
11334 |
11328 |
11334 |
+6 |
|
|
|
Total Volume and Open Interest |
286 |
6,238 |
+37 |
S & P 500(CME) |
Mar11 |
101228 |
1253.40 |
1256.50 |
1251.50 |
1254.10 |
+0.80 |
4,358 |
267,219 |
+62 |
Jun11 |
101228 |
1250.20 |
1250.30 |
1245.80 |
1249.10 |
+0.80 |
110 |
3,753 |
-10 |
Sep11 |
101228 |
1244.30 |
1246.50 |
1241.00 |
1244.30 |
+0.80 |
110 |
1,589 |
+100 |
Dec11 |
101228 |
1240.00 |
1242.20 |
1236.70 |
1240.00 |
+0.80 |
0 |
350 |
+0 |
Total Volume and Open Interest |
4,578 |
272,911 |
+152 |
S & P 500 E-Mini(Globex) |
Mar11 |
101228 |
1253.50 |
1256.50 |
1251.50 |
1254.00 |
+0.75 |
587,701 |
2,458,879 |
+21,402 |
Jun11 |
101228 |
1249.50 |
1251.50 |
1247.00 |
1249.00 |
+0.75 |
107 |
2,527 |
-22 |
Total Volume and Open Interest |
587,810 |
2,461,508 |
+21,378 |
NASDAQ 100(CME) |
Mar11 |
101228 |
2230.50 |
2237.00 |
2221.00 |
2225.50 |
-4.50 |
1,274 |
9,399 |
+525 |
Jun11 |
101228 |
2222.50 |
2223.00 |
2222.50 |
2222.50 |
-4.50 |
|
|
|
Sep11 |
101228 |
2220.00 |
2220.50 |
2220.00 |
2220.00 |
-4.50 |
|
|
|
Total Volume and Open Interest |
1,274 |
9,399 |
+525 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
101228 |
2229.30 |
2237.00 |
2221.30 |
2225.50 |
-4.50 |
139,752 |
331,091 |
+11,797 |
Jun11 |
101228 |
2228.80 |
2232.00 |
2222.30 |
2222.50 |
-4.50 |
14 |
93 |
+4 |
Total Volume and Open Interest |
139,766 |
331,189 |
+11,801 |
S & P Midcap 400(CME) |
Mar11 |
101228 |
906.50 |
910.00 |
906.50 |
907.80 |
-1.60 |
1 |
1,093 |
-1 |
Jun11 |
101228 |
905.30 |
905.30 |
905.10 |
905.30 |
-0.80 |
|
|
|
Sep11 |
101228 |
904.50 |
904.50 |
904.30 |
904.50 |
-0.80 |
|
|
|
Total Volume and Open Interest |
1 |
1,093 |
-1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
101228 |
10355 |
10370 |
10265 |
10310 |
-45 |
3,550 |
39,454 |
+487 |
Jun11 |
101228 |
10290 |
10335 |
10290 |
10290 |
-45 |
0 |
3 |
+0 |
Total Volume and Open Interest |
3,550 |
39,457 |
+487 |
Nikkei 225(SGX) |
Mar11 |
101228 |
10325 |
10340 |
10295 |
10310 |
-5 |
37,189 |
200,367 |
-6,559 |
Jun11 |
101228 |
10240 |
10240 |
10240 |
10240 |
unch |
70 |
2,632 |
+100 |
Sep11 |
101228 |
10240 |
10240 |
10240 |
10240 |
unch |
|
|
|
Total Volume and Open Interest |
38,043 |
217,774 |
-6,208 |
CAC 40(EURONEXT) |
Jan11 |
101228 |
3879.0 |
3885.0 |
3853.5 |
3863.5 |
-1.5 |
55,289 |
359,730 |
+20,128 |
Feb11 |
101228 |
3879.0 |
3879.0 |
3866.0 |
3866.0 |
-1.5 |
23 |
232 |
-4 |
Mar11 |
101228 |
3869.0 |
3885.5 |
3856.5 |
3867.0 |
-2.0 |
234 |
43,648 |
+123 |
Total Volume and Open Interest |
55,546 |
403,645 |
+20,247 |
Hang Seng Index(HKFE) |
Dec10 |
101228 |
22670 |
22690 |
22310 |
22633 |
-170 |
34,672 |
57,780 |
-9,834 |
Jan11 |
101228 |
22688 |
22699 |
22321 |
22640 |
-169 |
12,113 |
62,788 |
+28,753 |
Total Volume and Open Interest |
46,958 |
127,259 |
+19,047 |
DAX(EUREX) |
Dec10 |
101217 |
7033.0 |
7042.0 |
7005.0 |
7009.0 |
-14.0 |
176,805 |
85,348 |
-31,121 |
Mar11 |
101228 |
7005.5 |
7010.0 |
6971.0 |
6986.5 |
-10.0 |
61,432 |
192,519 |
+7,112 |
Jun11 |
101228 |
7023.5 |
7025.0 |
6997.0 |
7009.5 |
-10.5 |
634 |
11,001 |
+538 |
Total Volume and Open Interest |
62,079 |
203,531 |
+7,661 |
FT-SE 100(EURONEXT) |
Mar11 |
101224 |
5945.00 |
5964.00 |
5937.50 |
5954.50 |
-8.50 |
34,028 |
652,412 |
+1,946 |
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 |
0 |
20 |
+0 |
Total Volume and Open Interest |
34,028 |
653,676 |
+1,946 |
SPI 200(SFE) |
Dec10 |
101216 |
4765.0 |
4785.0 |
4752.0 |
4762.0 |
-8.0 |
15,081 |
65,257 |
-117,974 |
Mar11 |
101224 |
4814.0 |
4814.0 |
4768.0 |
4784.0 |
-29.0 |
9,782 |
190,540 |
+743 |
Jun11 |
101224 |
4820.0 |
4820.0 |
4812.0 |
4812.0 |
-28.0 |
7 |
2,959 |
-3 |
Total Volume and Open Interest |
9,789 |
196,681 |
+740 |
GSCI(CME) |
Jan11 |
101228 |
631.00 |
632.00 |
628.00 |
631.25 |
+3.25 |
146 |
14,804 |
+56 |
Feb11 |
101228 |
634.50 |
634.50 |
630.50 |
634.50 |
+3.50 |
|
|
|
Mar11 |
101228 |
635.50 |
635.50 |
631.50 |
635.50 |
+3.50 |
|
|
|
Total Volume and Open Interest |
146 |
14,804 |
+56 |
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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