|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu December 30, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
101230 |
1366.00 |
1374.00 |
1359.50 |
1366.00 |
unch |
50,413 |
30,271 |
-14,746 |
Mar11 |
101230 |
1376.00 |
1384.75 |
1370.00 |
1376.00 |
-1.00 |
80,381 |
307,748 |
+3,332 |
May11 |
101230 |
1383.00 |
1390.50 |
1377.00 |
1382.50 |
-1.50 |
18,444 |
87,285 |
+857 |
Jul11 |
101230 |
1386.00 |
1393.00 |
1378.25 |
1385.25 |
-1.25 |
17,510 |
74,061 |
+1,543 |
Aug11 |
101230 |
1356.50 |
1361.00 |
1352.00 |
1357.25 |
+0.50 |
774 |
2,178 |
-44 |
Sep11 |
101230 |
1310.00 |
1323.75 |
1310.00 |
1320.50 |
+5.25 |
658 |
2,805 |
+62 |
Nov11 |
101230 |
1274.50 |
1288.00 |
1269.00 |
1284.50 |
+7.25 |
8,182 |
114,461 |
+1,052 |
Total Volume and Open Interest |
177,156 |
638,636 |
-7,720 |
Soybean Meal(CBOT) |
Jan11 |
101230 |
365.50 |
368.00 |
363.10 |
365.40 |
-0.30 |
13,264 |
7,716 |
-3,367 |
Mar11 |
101230 |
369.40 |
371.50 |
366.60 |
369.20 |
-0.30 |
23,270 |
93,646 |
+1,611 |
May11 |
101230 |
370.00 |
372.20 |
367.60 |
370.00 |
-0.50 |
7,227 |
29,075 |
-592 |
Jul11 |
101230 |
370.00 |
372.60 |
368.10 |
370.60 |
-0.70 |
4,465 |
23,226 |
-305 |
Aug11 |
101230 |
360.30 |
362.10 |
358.20 |
360.30 |
-0.40 |
666 |
6,345 |
-14 |
Sep11 |
101230 |
347.50 |
350.70 |
347.00 |
348.50 |
+0.90 |
1,020 |
5,775 |
-74 |
Oct11 |
101230 |
330.50 |
334.10 |
329.90 |
332.70 |
+2.80 |
435 |
5,207 |
+12 |
Dec11 |
101230 |
326.20 |
331.10 |
325.10 |
329.60 |
+2.80 |
1,963 |
20,243 |
+563 |
Total Volume and Open Interest |
52,393 |
194,108 |
-2,155 |
Soybean Oil(CBOT) |
Jan11 |
101230 |
56.43 |
56.90 |
56.13 |
56.61 |
+0.23 |
16,687 |
13,798 |
-4,800 |
Mar11 |
101230 |
56.99 |
57.50 |
56.71 |
57.31 |
+0.33 |
39,310 |
202,327 |
+3,896 |
May11 |
101230 |
57.31 |
57.82 |
57.06 |
57.64 |
+0.33 |
7,878 |
50,051 |
+2,893 |
Jul11 |
101230 |
57.35 |
57.83 |
57.10 |
57.68 |
+0.33 |
8,208 |
44,036 |
+2,084 |
Aug11 |
101230 |
57.20 |
57.58 |
57.10 |
57.58 |
+0.33 |
326 |
4,947 |
+75 |
Sep11 |
101230 |
57.15 |
57.43 |
57.11 |
57.43 |
+0.33 |
123 |
5,583 |
+17 |
Oct11 |
101230 |
56.87 |
57.30 |
56.65 |
57.18 |
+0.31 |
217 |
7,693 |
+78 |
Dec11 |
101230 |
56.74 |
57.21 |
56.56 |
57.18 |
+0.36 |
2,189 |
25,461 |
-490 |
Total Volume and Open Interest |
75,038 |
354,829 |
+3,757 |
Canola(WCE) |
Jan11 |
101230 |
579.4 |
580.0 |
573.5 |
574.6 |
-2.7 |
4,288 |
3,269 |
-3,504 |
Mar11 |
101230 |
586.0 |
588.9 |
582.2 |
583.8 |
-2.1 |
6,615 |
122,862 |
+2,013 |
May11 |
101230 |
590.0 |
591.7 |
586.2 |
588.5 |
-2.1 |
385 |
10,292 |
+297 |
Jul11 |
101230 |
587.7 |
591.0 |
585.0 |
586.7 |
-3.2 |
77 |
16,938 |
+43 |
Nov11 |
101230 |
529.8 |
529.8 |
519.5 |
526.0 |
-1.4 |
349 |
36,901 |
+47 |
Total Volume and Open Interest |
11,720 |
193,218 |
-1,104 |
Corn(CBOT) |
Mar11 |
101230 |
623.00 |
625.00 |
612.50 |
616.00 |
-8.00 |
72,854 |
732,979 |
-4,009 |
May11 |
101230 |
631.00 |
632.75 |
620.25 |
624.00 |
-8.00 |
13,237 |
206,219 |
+2,506 |
Jul11 |
101230 |
634.75 |
636.25 |
624.00 |
628.00 |
-7.75 |
16,243 |
230,175 |
-442 |
Sep11 |
101230 |
584.75 |
586.50 |
579.00 |
584.75 |
-2.25 |
2,003 |
42,120 |
+41 |
Dec11 |
101230 |
555.00 |
556.00 |
547.50 |
551.25 |
-4.75 |
20,883 |
265,522 |
+1,773 |
Mar12 |
101230 |
562.75 |
563.00 |
556.00 |
559.25 |
-4.50 |
1,750 |
20,897 |
+483 |
Total Volume and Open Interest |
128,265 |
1,542,931 |
+484 |
Wheat(CBOT) |
Mar11 |
101230 |
799.00 |
799.00 |
776.50 |
784.75 |
-14.50 |
25,276 |
230,617 |
+2,004 |
May11 |
101230 |
822.00 |
822.00 |
802.00 |
811.75 |
-14.00 |
6,428 |
65,801 |
+602 |
Jul11 |
101230 |
834.50 |
834.75 |
813.75 |
823.50 |
-12.75 |
5,550 |
106,699 |
+1,256 |
Sep11 |
101230 |
846.50 |
846.50 |
828.75 |
838.75 |
-10.25 |
1,097 |
18,957 |
+314 |
Dec11 |
101230 |
855.00 |
859.25 |
838.75 |
850.75 |
-8.50 |
2,326 |
56,616 |
+620 |
Total Volume and Open Interest |
41,133 |
493,292 |
+4,958 |
Wheat(KCBT) |
Mar11 |
101230 |
856.25 |
856.50 |
839.00 |
843.50 |
-14.25 |
8,249 |
112,145 |
-545 |
May11 |
101230 |
862.75 |
862.75 |
847.75 |
852.50 |
-14.00 |
1,316 |
26,998 |
+462 |
Jul11 |
101230 |
869.75 |
869.75 |
853.00 |
857.75 |
-13.75 |
1,874 |
53,817 |
+502 |
Sep11 |
101230 |
870.50 |
873.00 |
863.25 |
866.25 |
-13.50 |
231 |
13,599 |
+67 |
Dec11 |
101230 |
872.50 |
877.00 |
868.75 |
872.75 |
-13.00 |
266 |
10,521 |
-8 |
Total Volume and Open Interest |
11,973 |
219,303 |
+481 |
Wheat(MGE) |
Mar11 |
101230 |
880.50 |
880.50 |
866.50 |
872.00 |
-11.25 |
3,006 |
28,763 |
-288 |
May11 |
101230 |
882.50 |
885.50 |
874.50 |
879.75 |
-11.75 |
764 |
12,667 |
+195 |
Jul11 |
101230 |
881.25 |
885.50 |
875.00 |
879.75 |
-11.25 |
717 |
9,180 |
+301 |
Sep11 |
101230 |
876.00 |
876.50 |
866.00 |
872.00 |
-10.00 |
242 |
9,339 |
+95 |
Dec11 |
101230 |
875.75 |
881.00 |
869.25 |
876.50 |
-9.50 |
247 |
8,167 |
+107 |
Total Volume and Open Interest |
5,031 |
69,491 |
+434 |
Oats(CBOT) |
Mar11 |
101230 |
384.50 |
390.50 |
381.00 |
387.75 |
+3.25 |
463 |
9,644 |
-112 |
May11 |
101230 |
391.75 |
392.25 |
389.50 |
392.25 |
+2.75 |
56 |
657 |
-19 |
Jul11 |
101230 |
396.00 |
396.25 |
393.50 |
396.25 |
+2.75 |
63 |
329 |
+40 |
Sep11 |
101230 |
353.00 |
353.00 |
349.50 |
352.25 |
+2.75 |
23 |
37 |
+14 |
Total Volume and Open Interest |
728 |
11,732 |
-38 |
Rough Rice(CBOT) |
Jan11 |
101230 |
13.66 |
13.90 |
13.50 |
13.63 |
+0.03 |
1,443 |
2,398 |
-306 |
Mar11 |
101230 |
13.97 |
14.20 |
13.81 |
13.93 |
+0.05 |
2,119 |
12,973 |
+669 |
May11 |
101230 |
14.35 |
14.48 |
14.10 |
14.23 |
+0.07 |
301 |
1,692 |
+87 |
Jul11 |
101230 |
14.55 |
14.62 |
14.43 |
14.49 |
+0.06 |
158 |
1,688 |
+80 |
Total Volume and Open Interest |
4,075 |
19,639 |
+558 |
Live Cattle(CME) |
Dec10 |
101230 |
107.000 |
107.480 |
106.550 |
107.000 |
+0.670 |
1,784 |
1,050 |
-1,319 |
Feb11 |
101230 |
108.850 |
108.950 |
107.300 |
107.330 |
-0.920 |
17,717 |
147,245 |
-1,003 |
Apr11 |
101230 |
112.635 |
112.650 |
111.000 |
111.330 |
-0.670 |
4,850 |
90,758 |
+781 |
Jun11 |
101230 |
109.850 |
109.885 |
108.180 |
108.350 |
-0.980 |
1,995 |
47,727 |
+298 |
Aug11 |
101230 |
110.100 |
110.250 |
108.900 |
109.080 |
-0.850 |
904 |
17,772 |
+232 |
Oct11 |
101230 |
112.000 |
112.100 |
111.050 |
111.430 |
-0.570 |
1,132 |
10,968 |
+191 |
Total Volume and Open Interest |
29,198 |
324,661 |
-587 |
Feeder Cattle(CME) |
Jan11 |
101230 |
121.400 |
121.980 |
120.580 |
120.830 |
-0.020 |
829 |
6,228 |
-281 |
Mar11 |
101230 |
124.450 |
124.950 |
122.730 |
122.930 |
-1.150 |
1,938 |
22,830 |
+586 |
Apr11 |
101230 |
125.250 |
125.535 |
123.350 |
124.400 |
-0.580 |
617 |
5,295 |
+218 |
May11 |
101230 |
125.250 |
125.450 |
123.400 |
124.200 |
-0.600 |
629 |
6,430 |
+207 |
Aug11 |
101230 |
125.450 |
125.700 |
124.000 |
124.600 |
-0.730 |
247 |
6,480 |
+108 |
Sep11 |
101230 |
124.750 |
124.950 |
123.635 |
124.300 |
-0.300 |
34 |
548 |
+21 |
Oct11 |
101230 |
124.050 |
124.250 |
123.750 |
124.250 |
+0.150 |
32 |
156 |
+6 |
Total Volume and Open Interest |
4,343 |
48,060 |
+875 |
Lean Hogs(CME) |
Feb11 |
101230 |
79.800 |
79.900 |
78.785 |
78.850 |
-0.750 |
13,861 |
83,630 |
-207 |
Apr11 |
101230 |
83.500 |
83.650 |
82.330 |
82.930 |
-0.420 |
5,829 |
54,975 |
-199 |
May11 |
101230 |
90.650 |
90.650 |
89.500 |
90.150 |
-0.500 |
117 |
1,840 |
+18 |
Jun11 |
101230 |
93.100 |
93.100 |
91.950 |
92.450 |
-0.650 |
1,527 |
35,513 |
+223 |
Jul11 |
101230 |
92.550 |
92.550 |
91.500 |
92.250 |
-0.300 |
570 |
8,623 |
+47 |
Aug11 |
101230 |
91.580 |
91.650 |
90.450 |
90.885 |
-0.765 |
682 |
9,957 |
+275 |
Oct11 |
101230 |
81.885 |
81.900 |
80.900 |
81.475 |
-0.325 |
479 |
7,055 |
+166 |
Dec11 |
101230 |
78.430 |
78.430 |
77.450 |
78.000 |
-0.400 |
512 |
3,201 |
+227 |
Total Volume and Open Interest |
23,809 |
205,734 |
+663 |
Class III Milk(CME) |
Dec10 |
101230 |
13.83 |
13.83 |
13.83 |
13.83 |
-0.03 |
45 |
5,863 |
-32 |
Jan11 |
101230 |
13.20 |
13.30 |
13.17 |
13.27 |
+0.02 |
298 |
4,767 |
+75 |
Feb11 |
101230 |
13.69 |
13.88 |
13.64 |
13.84 |
+0.20 |
381 |
5,011 |
+78 |
Mar11 |
101230 |
14.00 |
14.22 |
14.00 |
14.15 |
+0.10 |
224 |
3,525 |
+57 |
Apr11 |
101230 |
14.50 |
14.60 |
14.49 |
14.60 |
+0.11 |
189 |
2,651 |
+61 |
Total Volume and Open Interest |
2,037 |
34,082 |
+685 |
Cocoa(ICE) |
Mar11 |
101230 |
3053 |
3058 |
2995 |
3000 |
-65 |
8,609 |
70,365 |
+1,799 |
May11 |
101230 |
3067 |
3070 |
3011 |
3016 |
-65 |
1,131 |
22,295 |
+85 |
Jul11 |
101230 |
3079 |
3080 |
3023 |
3028 |
-65 |
985 |
12,583 |
+144 |
Sep11 |
101230 |
3091 |
3091 |
3034 |
3039 |
-66 |
965 |
7,399 |
+161 |
Dec11 |
101230 |
3090 |
3090 |
3051 |
3056 |
-66 |
655 |
12,025 |
+451 |
Mar12 |
101230 |
3166 |
3169 |
3120 |
3120 |
-66 |
166 |
10,898 |
+0 |
May12 |
101230 |
3154 |
3154 |
3113 |
3113 |
-66 |
47 |
4,502 |
+45 |
Total Volume and Open Interest |
12,560 |
141,950 |
+2,687 |
Coffee "C"(ICE) |
Mar11 |
101230 |
238.50 |
241.75 |
235.20 |
236.30 |
-3.35 |
3,834 |
90,181 |
+284 |
May11 |
101230 |
239.20 |
243.00 |
236.60 |
237.70 |
-3.30 |
790 |
27,213 |
+293 |
Jul11 |
101230 |
239.00 |
241.80 |
235.70 |
236.55 |
-3.35 |
194 |
10,053 |
+60 |
Sep11 |
101230 |
235.60 |
237.75 |
231.95 |
232.85 |
-3.30 |
116 |
4,525 |
+40 |
Dec11 |
101230 |
230.50 |
232.50 |
226.70 |
227.55 |
-3.30 |
97 |
7,023 |
+20 |
Mar12 |
101230 |
225.00 |
225.00 |
222.10 |
222.10 |
-2.90 |
42 |
704 |
+36 |
Total Volume and Open Interest |
5,073 |
140,361 |
+733 |
Orange Juice(ICE) |
Jan11 |
101230 |
170.00 |
171.00 |
166.05 |
170.25 |
-0.25 |
680 |
2,265 |
-245 |
Mar11 |
101230 |
164.80 |
166.75 |
161.05 |
166.00 |
+2.20 |
1,961 |
20,123 |
+297 |
May11 |
101230 |
165.75 |
168.10 |
162.90 |
167.45 |
+2.20 |
496 |
4,016 |
+174 |
Jul11 |
101230 |
164.00 |
168.55 |
163.20 |
168.05 |
+2.10 |
86 |
2,479 |
+3 |
Sep11 |
101230 |
164.45 |
169.20 |
164.25 |
169.20 |
+2.35 |
20 |
424 |
-12 |
Nov11 |
101230 |
166.50 |
170.70 |
166.50 |
170.70 |
+3.25 |
18 |
71 |
+2 |
Total Volume and Open Interest |
3,261 |
29,401 |
+219 |
Sugar #11(ICE) |
Mar11 |
101230 |
33.85 |
34.35 |
29.50 |
30.38 |
-3.45 |
24,781 |
239,931 |
-909 |
May11 |
101230 |
30.41 |
30.83 |
26.80 |
27.68 |
-2.73 |
8,295 |
111,473 |
-473 |
Jul11 |
101230 |
26.73 |
27.00 |
23.63 |
24.64 |
-1.95 |
8,591 |
103,767 |
+1,827 |
Oct11 |
101230 |
24.65 |
24.95 |
22.26 |
23.12 |
-1.51 |
4,028 |
58,957 |
+478 |
Mar12 |
101230 |
23.89 |
23.97 |
21.50 |
22.38 |
-1.33 |
1,348 |
47,583 |
-52 |
Total Volume and Open Interest |
48,776 |
608,688 |
+1,381 |
London Cocoa(LCE) |
Mar11 |
101230 |
2039 |
2049 |
2018 |
2023 |
-30 |
7,719 |
65,104 |
-5 |
May11 |
101230 |
2049 |
2059 |
2030 |
2034 |
-29 |
944 |
22,036 |
+324 |
Jul11 |
101230 |
2069 |
2071 |
2046 |
2047 |
-30 |
493 |
20,993 |
+150 |
Sep11 |
101230 |
2069 |
2069 |
2050 |
2054 |
-28 |
1,069 |
13,822 |
+492 |
Dec11 |
101230 |
2080 |
2080 |
2059 |
2065 |
-29 |
666 |
21,665 |
+434 |
Mar12 |
101230 |
2096 |
2101 |
2079 |
2079 |
-27 |
323 |
18,573 |
+257 |
May12 |
101230 |
2104 |
2104 |
2079 |
2087 |
-23 |
48 |
3,337 |
+28 |
Total Volume and Open Interest |
11,262 |
165,954 |
+1,680 |
London Sugar(LCE) |
Mar11 |
101230 |
826.40 |
830.00 |
758.50 |
761.30 |
-65.10 |
1,645 |
27,977 |
-137 |
May11 |
101230 |
785.30 |
792.80 |
723.70 |
725.50 |
-64.00 |
770 |
10,287 |
+85 |
Aug11 |
101230 |
705.40 |
705.40 |
644.50 |
648.00 |
-54.20 |
317 |
7,477 |
+54 |
Oct11 |
101230 |
644.00 |
644.00 |
597.00 |
600.30 |
-40.90 |
116 |
2,346 |
+80 |
Dec11 |
101230 |
618.00 |
624.00 |
580.50 |
581.80 |
-40.90 |
14 |
916 |
+13 |
Total Volume and Open Interest |
2,868 |
49,595 |
+101 |
Cotton(ICE) |
Mar11 |
101230 |
140.00 |
144.43 |
137.55 |
142.84 |
+2.41 |
7,230 |
103,256 |
-137 |
May11 |
101230 |
131.58 |
135.67 |
130.20 |
135.23 |
+3.55 |
2,179 |
22,274 |
+281 |
Jul11 |
101230 |
124.00 |
127.45 |
122.01 |
126.54 |
+3.09 |
2,187 |
30,667 |
+183 |
Oct11 |
101230 |
106.00 |
109.97 |
106.00 |
109.66 |
+1.88 |
4 |
183 |
+4 |
Dec11 |
101230 |
97.89 |
99.50 |
97.10 |
99.20 |
+1.29 |
1,531 |
43,739 |
+475 |
Mar12 |
101230 |
93.50 |
93.50 |
93.00 |
93.10 |
+0.44 |
111 |
1,031 |
+54 |
Total Volume and Open Interest |
13,274 |
202,680 |
+868 |
Lumber(CME) |
Jan11 |
101230 |
308.9 |
311.7 |
301.8 |
307.0 |
-4.5 |
198 |
1,265 |
-74 |
Mar11 |
101230 |
325.2 |
330.5 |
320.1 |
321.0 |
-8.7 |
519 |
6,916 |
+245 |
May11 |
101230 |
330.6 |
338.2 |
329.7 |
336.9 |
+0.6 |
108 |
2,194 |
+4 |
Jul11 |
101230 |
333.9 |
338.9 |
330.0 |
338.9 |
-1.1 |
25 |
782 |
-1 |
Total Volume and Open Interest |
850 |
11,291 |
+174 |
Crude Oil(NYM) |
Feb11 |
101230 |
90.98 |
91.40 |
89.02 |
89.84 |
-1.28 |
117,853 |
312,896 |
-185 |
Mar11 |
101230 |
91.81 |
92.32 |
89.90 |
90.69 |
-1.21 |
37,772 |
192,304 |
+2,464 |
Apr11 |
101230 |
92.58 |
92.84 |
90.60 |
91.37 |
-1.16 |
17,916 |
87,469 |
+1,674 |
May11 |
101230 |
93.05 |
93.32 |
91.15 |
91.91 |
-1.08 |
14,727 |
60,667 |
-2,312 |
Jun11 |
101230 |
93.38 |
93.64 |
91.50 |
92.29 |
-1.01 |
20,296 |
91,909 |
+447 |
Jul11 |
101230 |
93.74 |
93.85 |
91.82 |
92.57 |
-0.96 |
7,670 |
43,542 |
+196 |
Aug11 |
101230 |
93.83 |
93.97 |
92.13 |
92.73 |
-0.92 |
4,576 |
21,428 |
+674 |
Sep11 |
101230 |
93.80 |
94.00 |
92.20 |
92.83 |
-0.88 |
4,283 |
26,228 |
+666 |
Oct11 |
101230 |
93.96 |
94.03 |
92.40 |
92.90 |
-0.84 |
1,085 |
18,769 |
+101 |
Nov11 |
101230 |
93.99 |
94.08 |
92.39 |
92.95 |
-0.81 |
1,156 |
20,822 |
+169 |
Dec11 |
101230 |
93.93 |
94.08 |
92.32 |
92.99 |
-0.78 |
13,364 |
155,003 |
-516 |
Jan12 |
101230 |
93.90 |
93.90 |
92.42 |
92.91 |
-0.77 |
614 |
28,064 |
+107 |
Feb12 |
101230 |
92.80 |
92.80 |
92.80 |
92.80 |
-0.77 |
144 |
8,317 |
-46 |
Mar12 |
101230 |
92.67 |
92.67 |
92.67 |
92.67 |
-0.78 |
82 |
10,419 |
-9 |
Apr12 |
101230 |
92.59 |
92.59 |
92.59 |
92.59 |
-0.74 |
2 |
4,675 |
-2 |
May12 |
101230 |
92.51 |
92.51 |
92.51 |
92.51 |
-0.71 |
2 |
5,675 |
+2 |
Total Volume and Open Interest |
249,329 |
1,406,847 |
+4,858 |
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 |
101230 |
91.025 |
91.400 |
89.000 |
89.850 |
-1.275 |
3,058 |
4,779 |
+136 |
Mar11 |
101230 |
91.950 |
92.175 |
89.875 |
90.700 |
-1.200 |
338 |
1,613 |
+68 |
Apr11 |
101230 |
92.650 |
92.750 |
90.700 |
91.375 |
-1.150 |
26 |
65 |
+4 |
May11 |
101230 |
92.150 |
92.150 |
91.600 |
91.900 |
-1.100 |
0 |
18 |
+0 |
Jun11 |
101230 |
92.050 |
92.300 |
92.050 |
92.300 |
-1.000 |
0 |
44 |
+0 |
Jul11 |
101230 |
92.575 |
92.575 |
92.575 |
92.575 |
-0.950 |
3 |
11 |
+3 |
Aug11 |
101230 |
94.000 |
94.025 |
92.725 |
92.725 |
-0.925 |
2 |
7 |
-2 |
Sep11 |
101230 |
92.825 |
92.825 |
92.825 |
92.825 |
-0.875 |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,427 |
6,780 |
+209 |
Heating Oil(NYM) |
Jan11 |
101230 |
251.95 |
253.09 |
246.87 |
248.54 |
-3.61 |
18,401 |
11,043 |
-7,282 |
Feb11 |
101230 |
253.24 |
254.52 |
248.21 |
249.99 |
-3.40 |
29,679 |
109,248 |
+1,994 |
Mar11 |
101230 |
254.45 |
255.01 |
249.01 |
250.77 |
-3.14 |
9,652 |
52,123 |
+574 |
Apr11 |
101230 |
253.75 |
253.75 |
248.56 |
250.35 |
-2.80 |
4,693 |
27,114 |
+917 |
May11 |
101230 |
253.22 |
253.78 |
248.27 |
250.02 |
-2.70 |
2,403 |
17,975 |
+242 |
Jun11 |
101230 |
253.20 |
253.70 |
248.58 |
250.37 |
-2.64 |
4,896 |
35,744 |
-129 |
Jul11 |
101230 |
252.40 |
252.50 |
249.90 |
251.56 |
-2.59 |
911 |
9,029 |
-18 |
Aug11 |
101230 |
253.40 |
253.40 |
251.20 |
252.88 |
-2.48 |
306 |
5,277 |
+149 |
Sep11 |
101230 |
255.15 |
255.15 |
252.90 |
254.18 |
-2.38 |
529 |
5,007 |
+37 |
Oct11 |
101230 |
256.30 |
256.51 |
253.80 |
255.48 |
-2.31 |
132 |
4,104 |
+19 |
Nov11 |
101230 |
257.69 |
257.77 |
255.25 |
256.93 |
-2.29 |
349 |
4,276 |
+212 |
Dec11 |
101230 |
261.22 |
261.23 |
256.62 |
258.22 |
-2.27 |
1,585 |
15,062 |
-179 |
Total Volume and Open Interest |
73,885 |
305,340 |
-3,484 |
Gasoline(NYMEX) |
Jan11 |
101230 |
240.42 |
241.64 |
236.73 |
239.18 |
+0.14 |
20,307 |
10,702 |
-7,344 |
Feb11 |
101230 |
239.43 |
241.33 |
235.97 |
238.48 |
-0.37 |
26,853 |
97,698 |
+2,199 |
Mar11 |
101230 |
241.16 |
241.90 |
236.57 |
238.89 |
-0.81 |
8,591 |
48,545 |
-678 |
Apr11 |
101230 |
250.48 |
250.48 |
246.43 |
248.33 |
-1.20 |
2,048 |
32,554 |
+234 |
May11 |
101230 |
251.34 |
251.40 |
247.02 |
248.83 |
-1.30 |
2,158 |
14,903 |
+511 |
Jun11 |
101230 |
251.15 |
251.40 |
246.74 |
248.74 |
-1.36 |
2,726 |
20,381 |
+545 |
Jul11 |
101230 |
248.36 |
248.36 |
246.00 |
247.88 |
-1.42 |
1,407 |
5,335 |
+277 |
Aug11 |
101230 |
245.08 |
246.40 |
245.08 |
246.40 |
-1.47 |
687 |
6,101 |
+41 |
Sep11 |
101230 |
243.13 |
244.47 |
243.13 |
244.47 |
-1.57 |
372 |
3,217 |
+14 |
Oct11 |
101230 |
232.88 |
233.57 |
232.88 |
233.57 |
-1.79 |
250 |
3,268 |
-2 |
Total Volume and Open Interest |
66,342 |
277,224 |
-4,090 |
e-miNY RBOB Gasoline(NYM) |
Jan11 |
101229 |
239.00 |
239.04 |
239.00 |
239.00 |
-1.60 |
0 |
2 |
+0 |
Feb11 |
101230 |
237.00 |
238.50 |
237.00 |
238.50 |
-0.40 |
0 |
3 |
+0 |
Mar11 |
101230 |
238.90 |
238.90 |
238.89 |
238.90 |
-0.80 |
0 |
1 |
+0 |
Apr11 |
101230 |
248.30 |
248.33 |
248.30 |
248.30 |
-1.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
-2 |
Natural Gas(NYM) |
Feb11 |
101230 |
4.310 |
4.364 |
4.235 |
4.338 |
+0.051 |
72,633 |
166,545 |
+1,163 |
Mar11 |
101230 |
4.318 |
4.372 |
4.248 |
4.352 |
+0.054 |
27,728 |
169,872 |
+1,230 |
Apr11 |
101230 |
4.306 |
4.359 |
4.238 |
4.337 |
+0.047 |
14,837 |
89,291 |
-9 |
May11 |
101230 |
4.343 |
4.389 |
4.269 |
4.366 |
+0.044 |
6,419 |
42,980 |
+1,198 |
Jun11 |
101230 |
4.404 |
4.429 |
4.318 |
4.407 |
+0.043 |
3,308 |
18,171 |
+277 |
Jul11 |
101230 |
4.450 |
4.491 |
4.380 |
4.472 |
+0.041 |
1,944 |
17,363 |
+338 |
Aug11 |
101230 |
4.530 |
4.532 |
4.421 |
4.511 |
+0.039 |
796 |
17,169 |
+88 |
Sep11 |
101230 |
4.522 |
4.544 |
4.435 |
4.522 |
+0.038 |
816 |
12,665 |
+191 |
Oct11 |
101230 |
4.600 |
4.602 |
4.505 |
4.589 |
+0.038 |
5,034 |
51,416 |
-114 |
Nov11 |
101230 |
4.762 |
4.782 |
4.700 |
4.773 |
+0.034 |
914 |
21,102 |
-27 |
Dec11 |
101230 |
5.007 |
5.020 |
4.950 |
5.020 |
+0.028 |
3,532 |
19,437 |
+308 |
Jan12 |
101230 |
5.190 |
5.190 |
5.101 |
5.174 |
+0.024 |
2,036 |
33,460 |
+261 |
Feb12 |
101230 |
5.134 |
5.144 |
5.076 |
5.144 |
+0.025 |
57 |
6,824 |
+6 |
Mar12 |
101230 |
5.065 |
5.065 |
4.976 |
5.046 |
+0.025 |
1,507 |
17,199 |
+937 |
Apr12 |
101230 |
4.810 |
4.819 |
4.759 |
4.819 |
+0.013 |
761 |
14,149 |
+204 |
May12 |
101230 |
4.822 |
4.822 |
4.822 |
4.822 |
+0.011 |
7 |
4,275 |
-1 |
Total Volume and Open Interest |
143,148 |
764,685 |
+6,496 |
Brent Crude Oil(ICE) |
Feb11 |
101230 |
94.18 |
94.42 |
92.34 |
93.09 |
-1.05 |
78,317 |
234,036 |
-6,356 |
Mar11 |
101230 |
94.00 |
94.25 |
92.26 |
93.01 |
-0.97 |
42,064 |
187,932 |
-291 |
Apr11 |
101230 |
94.10 |
94.38 |
92.42 |
93.16 |
-0.95 |
18,018 |
73,361 |
-17 |
May11 |
101230 |
94.35 |
94.52 |
92.59 |
93.33 |
-0.92 |
6,482 |
43,969 |
+1,248 |
Jun11 |
101230 |
94.40 |
94.58 |
92.67 |
93.46 |
-0.89 |
8,522 |
66,737 |
+334 |
Jul11 |
101230 |
94.51 |
94.51 |
92.83 |
93.53 |
-0.86 |
2,173 |
23,074 |
+424 |
Aug11 |
101230 |
94.50 |
94.50 |
92.86 |
93.56 |
-0.82 |
2,114 |
12,105 |
-319 |
Sep11 |
101230 |
94.48 |
94.49 |
92.87 |
93.55 |
-0.81 |
2,977 |
18,100 |
+779 |
Oct11 |
101230 |
94.50 |
94.50 |
92.92 |
93.54 |
-0.81 |
2,124 |
11,132 |
+213 |
Nov11 |
101230 |
93.50 |
93.54 |
93.50 |
93.54 |
-0.81 |
943 |
10,656 |
-120 |
Dec11 |
101230 |
94.42 |
94.65 |
92.86 |
93.57 |
-0.79 |
4,934 |
89,665 |
+712 |
Jan12 |
101230 |
93.57 |
93.57 |
93.57 |
93.57 |
-0.79 |
100 |
9,176 |
+82 |
Feb12 |
101230 |
93.53 |
93.53 |
93.53 |
93.53 |
-0.80 |
0 |
5,856 |
+0 |
Mar12 |
101230 |
94.19 |
94.19 |
93.51 |
93.51 |
-0.75 |
292 |
3,611 |
+0 |
Total Volume and Open Interest |
170,224 |
879,787 |
-3,079 |
Gas Oil(ICE) |
Jan11 |
101230 |
780.25 |
782.75 |
764.25 |
765.75 |
-14.25 |
25,718 |
102,984 |
-1,802 |
Feb11 |
101230 |
783.00 |
787.75 |
769.25 |
771.00 |
-13.75 |
23,124 |
117,134 |
-55 |
Mar11 |
101230 |
789.00 |
791.00 |
773.25 |
774.75 |
-13.50 |
14,230 |
69,367 |
+2,012 |
Apr11 |
101230 |
793.00 |
793.00 |
776.00 |
777.00 |
-13.25 |
11,374 |
55,136 |
-822 |
May11 |
101230 |
793.25 |
795.00 |
777.75 |
779.25 |
-12.75 |
6,174 |
43,724 |
+535 |
Jun11 |
101230 |
795.50 |
797.00 |
780.25 |
781.75 |
-12.50 |
5,971 |
52,316 |
-1,177 |
Jul11 |
101230 |
798.50 |
800.00 |
784.75 |
785.00 |
-12.25 |
1,301 |
19,250 |
+593 |
Aug11 |
101230 |
800.25 |
800.25 |
787.50 |
787.75 |
-12.25 |
788 |
17,619 |
+50 |
Sep11 |
101230 |
803.00 |
803.00 |
789.50 |
790.25 |
-12.25 |
782 |
11,336 |
+186 |
Oct11 |
101230 |
804.25 |
805.00 |
791.75 |
792.00 |
-11.75 |
211 |
10,777 |
-23 |
Total Volume and Open Interest |
92,516 |
611,289 |
-639 |
Ethanol(CBOT) |
Dec10 |
101203 |
2.050 |
2.070 |
2.050 |
2.051 |
-0.024 |
83 |
136 |
-71 |
Jan11 |
101230 |
2.347 |
2.365 |
2.330 |
2.348 |
-0.012 |
165 |
363 |
-90 |
Feb11 |
101230 |
2.290 |
2.290 |
2.279 |
2.286 |
-0.019 |
122 |
817 |
-48 |
Mar11 |
101230 |
2.290 |
2.292 |
2.290 |
2.291 |
-0.019 |
67 |
1,113 |
+21 |
Apr11 |
101230 |
2.301 |
2.302 |
2.300 |
2.301 |
-0.018 |
10 |
696 |
-3 |
May11 |
101230 |
2.310 |
2.310 |
2.310 |
2.310 |
-0.016 |
15 |
428 |
+0 |
Jun11 |
101230 |
2.325 |
2.326 |
2.313 |
2.313 |
-0.020 |
0 |
566 |
+0 |
Jul11 |
101230 |
2.315 |
2.315 |
2.315 |
2.315 |
-0.018 |
0 |
718 |
+0 |
Total Volume and Open Interest |
412 |
7,165 |
-90 |
WTI Crude Oil(ICE |
Feb11 |
101230 |
91.19 |
91.39 |
89.01 |
89.84 |
-1.28 |
37,198 |
111,473 |
+3,484 |
Mar11 |
101230 |
91.97 |
92.20 |
89.88 |
90.69 |
-1.21 |
16,556 |
84,471 |
+1,351 |
Apr11 |
101230 |
92.59 |
92.76 |
90.59 |
91.37 |
-1.16 |
8,835 |
37,076 |
-129 |
May11 |
101230 |
93.23 |
93.23 |
91.14 |
91.91 |
-1.08 |
5,134 |
22,155 |
-54 |
Jun11 |
101230 |
93.04 |
93.07 |
91.49 |
92.29 |
-1.01 |
6,111 |
60,463 |
+450 |
Jul11 |
101230 |
93.23 |
93.34 |
91.80 |
92.57 |
-0.96 |
1,273 |
17,030 |
+591 |
Aug11 |
101230 |
93.36 |
93.48 |
91.97 |
92.73 |
-0.92 |
600 |
12,376 |
+256 |
Sep11 |
101230 |
93.44 |
93.44 |
92.19 |
92.83 |
-0.88 |
774 |
15,314 |
+96 |
Oct11 |
101230 |
93.50 |
93.50 |
92.17 |
92.90 |
-0.84 |
420 |
9,463 |
+81 |
Nov11 |
101230 |
92.95 |
92.95 |
92.95 |
92.95 |
-0.81 |
239 |
8,356 |
+20 |
Dec11 |
101230 |
94.04 |
94.05 |
92.25 |
92.99 |
-0.78 |
4,714 |
63,160 |
+240 |
Jan12 |
101230 |
92.91 |
92.91 |
92.91 |
92.91 |
-0.77 |
16 |
5,135 |
+8 |
Feb12 |
101230 |
92.80 |
92.80 |
92.80 |
92.80 |
-0.77 |
13 |
1,169 |
+0 |
Mar12 |
101230 |
92.67 |
92.67 |
92.67 |
92.67 |
-0.78 |
0 |
3,163 |
+0 |
Apr12 |
101230 |
92.59 |
92.59 |
92.59 |
92.59 |
-0.74 |
0 |
733 |
+0 |
May12 |
101230 |
92.51 |
92.51 |
92.51 |
92.51 |
-0.71 |
0 |
846 |
+0 |
Total Volume and Open Interest |
82,837 |
538,640 |
+6,464 |
US Dollar Index(ICE) |
Mar11 |
101230 |
79.980 |
80.025 |
79.705 |
79.798 |
-0.305 |
9,266 |
25,470 |
-318 |
Jun11 |
101230 |
80.375 |
80.395 |
80.005 |
80.198 |
-0.305 |
4 |
606 |
+0 |
Sep11 |
101230 |
80.558 |
80.558 |
80.558 |
80.558 |
-0.305 |
0 |
4 |
+0 |
Total Volume and Open Interest |
9,270 |
26,080 |
-318 |
Australian Dollar(CME) |
Mar11 |
101230 |
100.80 |
101.08 |
100.29 |
100.67 |
-0.14 |
40,132 |
124,572 |
+970 |
Jun11 |
101230 |
99.90 |
99.90 |
99.35 |
99.49 |
-0.14 |
57 |
280 |
+34 |
Sep11 |
101230 |
98.21 |
98.35 |
98.21 |
98.21 |
-0.14 |
0 |
14 |
+0 |
Total Volume and Open Interest |
40,189 |
125,009 |
+1,004 |
British Pound(CME) |
Mar11 |
101230 |
154.92 |
155.27 |
153.57 |
154.07 |
-0.94 |
58,950 |
80,949 |
-1,021 |
Jun11 |
101230 |
154.67 |
154.97 |
153.64 |
153.93 |
-0.94 |
10 |
136 |
+3 |
Sep11 |
101230 |
153.75 |
154.69 |
153.75 |
153.75 |
-0.94 |
0 |
6 |
+0 |
Total Volume and Open Interest |
58,960 |
81,123 |
-1,018 |
Canadian Dollar(CME) |
Mar11 |
101230 |
99.78 |
99.95 |
99.64 |
99.88 |
+0.07 |
41,762 |
113,482 |
+4,198 |
Jun11 |
101230 |
99.66 |
99.66 |
99.46 |
99.63 |
+0.07 |
110 |
1,922 |
+2 |
Sep11 |
101230 |
99.38 |
99.38 |
99.26 |
99.35 |
+0.07 |
19 |
969 |
+12 |
Dec11 |
101230 |
99.00 |
99.07 |
99.00 |
99.07 |
+0.07 |
53 |
1,063 |
+5 |
Total Volume and Open Interest |
41,945 |
117,440 |
+4,217 |
Japanese Yen(CME) |
Mar11 |
101230 |
122.55 |
123.11 |
122.24 |
122.78 |
+0.18 |
81,506 |
117,133 |
+8,073 |
Jun11 |
101230 |
123.07 |
123.20 |
122.42 |
122.93 |
+0.18 |
29 |
271 |
-2 |
Sep11 |
101230 |
123.13 |
123.13 |
122.95 |
123.13 |
+0.18 |
1 |
10 |
+1 |
Total Volume and Open Interest |
81,536 |
117,415 |
+8,072 |
Swiss Franc(CME) |
Mar11 |
101230 |
105.99 |
107.04 |
105.78 |
106.96 |
+1.18 |
24,321 |
46,882 |
+578 |
Jun11 |
101230 |
106.03 |
107.10 |
105.92 |
107.10 |
+1.18 |
14 |
49 |
-1 |
Sep11 |
101230 |
107.26 |
107.26 |
106.08 |
107.26 |
+1.18 |
|
|
|
Total Volume and Open Interest |
24,335 |
46,933 |
+577 |
EuroFX(CME) |
Mar11 |
101230 |
132.16 |
133.13 |
132.11 |
132.82 |
+0.71 |
154,904 |
163,600 |
+2,321 |
Jun11 |
101230 |
132.14 |
133.02 |
132.05 |
132.76 |
+0.71 |
167 |
707 |
+0 |
Sep11 |
101230 |
132.69 |
132.69 |
131.97 |
132.69 |
+0.72 |
0 |
32 |
-2 |
Total Volume and Open Interest |
155,071 |
164,631 |
+2,319 |
Mexican Peso(CME) |
Jan11 |
101230 |
808.5 |
808.8 |
808.5 |
808.5 |
-0.2 |
|
|
|
Feb11 |
101230 |
806.5 |
806.8 |
806.5 |
806.5 |
-0.2 |
|
|
|
Total Volume and Open Interest |
19,211 |
124,626 |
-606 |
30-Year T-Bonds(CBOT) |
Mar11 |
101230 |
121~020 |
121~090 |
120~130 |
121~000 |
-0~100 |
126,113 |
522,657 |
-2,190 |
Jun11 |
101230 |
119~010 |
119~240 |
119~010 |
119~130 |
-0~110 |
29 |
626 |
+13 |
Sep11 |
101230 |
117~260 |
118~060 |
117~260 |
117~260 |
-0~120 |
|
|
|
Total Volume and Open Interest |
126,142 |
523,283 |
-2,177 |
10-Year T-Notes(CBOT) |
Mar11 |
101230 |
120~040 |
120~090 |
119~185 |
119~315 |
-0~085 |
575,393 |
1,324,615 |
-9,190 |
Jun11 |
101230 |
118~245 |
119~010 |
118~245 |
118~245 |
-0~085 |
3 |
52 |
+0 |
Sep11 |
101230 |
117~220 |
117~305 |
117~220 |
117~220 |
-0~085 |
|
|
|
Total Volume and Open Interest |
575,396 |
1,324,671 |
-9,190 |
5-Year T-Notes(CBOT) |
Mar11 |
101230 |
117~071 |
117~083 |
117~017 |
117~052 |
-0~027 |
285,470 |
970,517 |
-18,521 |
Jun11 |
101230 |
116~076 |
116~103 |
116~076 |
116~076 |
-0~027 |
|
|
|
Sep11 |
101230 |
115~100 |
115~127 |
115~100 |
115~100 |
-0~027 |
|
|
|
Total Volume and Open Interest |
294,974 |
978,874 |
-24,286 |
2 Year T-Notes(CBOT) |
Mar11 |
101230 |
109~046 |
109~047 |
109~033 |
109~041 |
-0~007 |
98,807 |
632,500 |
-976 |
Jun11 |
101230 |
109~016 |
109~023 |
109~016 |
109~016 |
-0~007 |
0 |
25 |
+0 |
Sep11 |
101230 |
108~119 |
108~126 |
108~119 |
108~119 |
-0~007 |
|
|
|
Total Volume and Open Interest |
99,274 |
645,047 |
-1,398 |
Eurodollars(CME) |
Mar11 |
101230 |
99.625 |
99.630 |
99.610 |
99.625 |
+0.010 |
108,148 |
1,149,919 |
+10,837 |
Jun11 |
101230 |
99.540 |
99.540 |
99.510 |
99.535 |
+0.005 |
133,109 |
1,072,458 |
+22,977 |
Sep11 |
101230 |
99.400 |
99.405 |
99.365 |
99.400 |
unch |
143,717 |
889,817 |
+18,452 |
Dec11 |
101230 |
99.215 |
99.220 |
99.165 |
99.210 |
unch |
125,726 |
748,035 |
+5,403 |
Mar12 |
101230 |
98.980 |
98.990 |
98.925 |
98.980 |
-0.005 |
166,629 |
800,380 |
+11,996 |
Jun12 |
101230 |
98.705 |
98.715 |
98.640 |
98.705 |
-0.010 |
113,604 |
492,569 |
-1,162 |
Sep12 |
101230 |
98.440 |
98.440 |
98.355 |
98.425 |
-0.020 |
98,184 |
372,642 |
-560 |
Dec12 |
101230 |
98.155 |
98.160 |
98.070 |
98.135 |
-0.030 |
86,120 |
271,153 |
-1,583 |
Mar13 |
101230 |
97.880 |
97.890 |
97.795 |
97.860 |
-0.040 |
69,045 |
170,278 |
-587 |
Jun13 |
101230 |
97.610 |
97.620 |
97.520 |
97.580 |
-0.050 |
72,203 |
155,911 |
-5,688 |
Sep13 |
101230 |
97.345 |
97.370 |
97.260 |
97.320 |
-0.055 |
47,090 |
180,381 |
+330 |
Dec13 |
101230 |
97.100 |
97.115 |
97.000 |
97.060 |
-0.055 |
38,717 |
142,153 |
+1,305 |
Mar14 |
101230 |
96.870 |
96.895 |
96.775 |
96.835 |
-0.055 |
16,702 |
109,459 |
-939 |
Jun14 |
101230 |
96.635 |
96.665 |
96.545 |
96.605 |
-0.050 |
12,089 |
106,046 |
-721 |
Sep14 |
101230 |
96.425 |
96.445 |
96.325 |
96.385 |
-0.045 |
11,501 |
70,082 |
-1,183 |
Dec14 |
101230 |
96.195 |
96.230 |
96.100 |
96.165 |
-0.040 |
11,378 |
69,473 |
-1,226 |
Mar15 |
101230 |
96.010 |
96.035 |
95.915 |
95.980 |
-0.035 |
7,321 |
49,450 |
-649 |
Jun15 |
101230 |
4.085 |
4.115 |
3.990 |
4.055 |
-0.035 |
5,698 |
36,333 |
-727 |
Total Volume and Open Interest |
1,290,686 |
7,109,383 |
+58,379 |
30 Day Federal Funds(CBOT) |
Dec10 |
101230 |
99.817 |
99.820 |
99.815 |
99.817 |
-0.003 |
1,430 |
95,006 |
+595 |
Jan11 |
101230 |
99.815 |
99.825 |
99.815 |
99.820 |
unch |
1,940 |
67,309 |
+293 |
Feb11 |
101230 |
99.815 |
99.820 |
99.810 |
99.815 |
unch |
2,383 |
58,704 |
+1,329 |
Mar11 |
101230 |
99.820 |
99.820 |
99.810 |
99.815 |
unch |
2,405 |
39,312 |
+490 |
Apr11 |
101230 |
99.820 |
99.825 |
99.815 |
99.820 |
+0.005 |
879 |
36,952 |
-73 |
May11 |
101230 |
99.815 |
99.815 |
99.805 |
99.810 |
+0.005 |
1,344 |
51,626 |
+400 |
Total Volume and Open Interest |
33,218 |
577,425 |
+2,147 |
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 |
101230 |
99.655 |
99.655 |
99.655 |
99.655 |
+0.003 |
0 |
979 |
-60 |
Jun11 |
101230 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.003 |
0 |
175 |
+0 |
Sep11 |
101230 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.003 |
|
|
|
Dec11 |
101230 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.002 |
0 |
75 |
+0 |
Mar12 |
101230 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Jun12 |
101230 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Sep12 |
101230 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
Dec12 |
101230 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Mar13 |
101230 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun13 |
101230 |
99.455 |
99.455 |
99.455 |
99.455 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
1,229 |
-60 |
3-Mth Euro-Yen(SGX) |
Mar11 |
101230 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
0 |
2,059 |
+0 |
Jun11 |
101230 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
1,389 |
+0 |
Sep11 |
101230 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
0 |
1,064 |
+0 |
Dec11 |
101230 |
99.62 |
99.64 |
99.61 |
99.61 |
+0.00 |
100 |
1,513 |
+458 |
Mar12 |
101230 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
305 |
+0 |
Jun12 |
101230 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
754 |
+0 |
Sep12 |
101230 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
310 |
+0 |
Dec12 |
101230 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
100 |
7,399 |
+458 |
Japanese Gov't Bonds(SGX) |
Mar11 |
101230 |
140.13 |
140.69 |
139.92 |
140.61 |
+0.49 |
1,013 |
11,671 |
+364 |
Jun11 |
101230 |
138.52 |
138.52 |
138.52 |
138.52 |
+0.49 |
|
|
|
Sep11 |
101230 |
136.43 |
136.43 |
136.43 |
136.43 |
+0.49 |
|
|
|
Total Volume and Open Interest |
1,013 |
11,671 |
+364 |
Euro-Bund(EUREX) |
Mar11 |
101230 |
125.35 |
125.60 |
125.11 |
125.31 |
+0.54 |
216,201 |
912,755 |
+357 |
Jun11 |
101230 |
123.69 |
123.92 |
123.69 |
123.86 |
+0.53 |
8 |
561 |
+3 |
Sep11 |
101230 |
123.84 |
123.84 |
123.84 |
123.84 |
+0.54 |
|
|
|
Total Volume and Open Interest |
216,209 |
913,316 |
+360 |
Euro-Bobl(EUREX) |
Mar11 |
101230 |
118.74 |
118.92 |
118.69 |
118.78 |
+0.31 |
122,430 |
673,506 |
+2,461 |
Jun11 |
101230 |
117.38 |
117.38 |
117.33 |
117.33 |
+0.29 |
1 |
47 |
+0 |
Sep11 |
101230 |
117.33 |
117.33 |
117.33 |
117.33 |
+0.31 |
|
|
|
Total Volume and Open Interest |
122,431 |
673,553 |
+2,461 |
3-Mth Euribor(EUREX) |
Dec10 |
101213 |
98.975 |
98.975 |
98.970 |
98.975 |
+0.005 |
315 |
7,182 |
-322 |
Mar11 |
101230 |
98.965 |
98.965 |
98.965 |
98.965 |
+0.015 |
1 |
8,253 |
+1 |
Jun11 |
101230 |
98.860 |
98.875 |
98.860 |
98.875 |
+0.030 |
0 |
9,076 |
+0 |
Total Volume and Open Interest |
16 |
26,473 |
-14 |
Long Gilt(LIFFE) |
Mar11 |
101230 |
118~08 |
118~27 |
118~08 |
118~24 |
+0~28 |
35,745 |
235,078 |
-4,428 |
Jun11 |
101230 |
118~23 |
118~23 |
118~23 |
118~23 |
+0~28 |
|
|
|
Total Volume and Open Interest |
35,745 |
235,078 |
-5,358 |
3-Mth Short Sterling(LIFFE) |
Mar11 |
101230 |
99.19 |
99.22 |
99.18 |
99.19 |
unch |
27,704 |
291,592 |
+2,244 |
Jun11 |
101230 |
99.08 |
99.09 |
99.06 |
99.08 |
+0.02 |
35,997 |
247,748 |
+7,134 |
Sep11 |
101230 |
98.91 |
98.93 |
98.90 |
98.92 |
+0.04 |
35,698 |
218,967 |
+6,607 |
Dec11 |
101230 |
98.68 |
98.71 |
98.66 |
98.70 |
+0.06 |
22,988 |
253,611 |
+1,228 |
Mar12 |
101230 |
98.42 |
98.47 |
98.40 |
98.45 |
+0.08 |
24,541 |
228,294 |
+6,090 |
Jun12 |
101230 |
98.12 |
98.18 |
98.12 |
98.16 |
+0.08 |
20,889 |
132,976 |
+383 |
Total Volume and Open Interest |
197,705 |
1,725,207 |
+22,762 |
3-Mth Euribor(LIFFE) |
Mar11 |
101230 |
98.960 |
98.965 |
98.955 |
98.965 |
+0.015 |
47,219 |
536,550 |
-5,182 |
Jun11 |
101230 |
98.855 |
98.880 |
98.850 |
98.875 |
+0.030 |
51,258 |
467,924 |
-235 |
Sep11 |
101230 |
98.735 |
98.785 |
98.730 |
98.775 |
+0.045 |
45,914 |
345,030 |
+4,119 |
Total Volume and Open Interest |
331,063 |
2,550,304 |
+14,544 |
3-Mth Aus T-Bills(SFE) |
Mar11 |
101230 |
94.89 |
94.94 |
94.89 |
94.93 |
+0.03 |
10,994 |
194,531 |
+2,067 |
Jun11 |
101230 |
94.73 |
94.80 |
94.71 |
94.79 |
+0.06 |
14,193 |
119,792 |
+7,209 |
Sep11 |
101230 |
94.54 |
94.63 |
94.52 |
94.61 |
+0.07 |
5,041 |
75,990 |
+2,455 |
Dec11 |
101230 |
94.39 |
94.48 |
94.39 |
94.46 |
+0.06 |
3,457 |
48,474 |
+880 |
Mar12 |
101230 |
94.29 |
94.38 |
94.29 |
94.37 |
+0.06 |
384 |
41,132 |
+197 |
Jun12 |
101230 |
94.27 |
94.32 |
94.27 |
94.32 |
+0.07 |
986 |
36,339 |
-279 |
Sep12 |
101230 |
94.25 |
94.26 |
94.23 |
94.26 |
+0.06 |
724 |
19,329 |
+182 |
Dec12 |
101230 |
94.20 |
94.22 |
94.19 |
94.22 |
+0.07 |
556 |
8,836 |
+450 |
Mar13 |
101230 |
94.12 |
94.20 |
94.12 |
94.20 |
+0.07 |
1 |
2,553 |
+1 |
Jun13 |
101230 |
94.16 |
94.16 |
94.16 |
94.16 |
+0.07 |
0 |
575 |
+0 |
Total Volume and Open Interest |
36,336 |
548,402 |
+13,162 |
10-Year Aus T-Bonds(SFE) |
Mar11 |
101230 |
94.27 |
94.38 |
94.26 |
94.38 |
+0.10 |
11,893 |
345,853 |
+1,557 |
Jun11 |
101230 |
94.38 |
94.38 |
94.38 |
94.38 |
+0.10 |
|
|
|
Total Volume and Open Interest |
11,893 |
345,853 |
+1,557 |
3-Year Aus T-Bonds(SFE) |
Mar11 |
101230 |
94.58 |
94.67 |
94.57 |
94.66 |
+0.07 |
42,853 |
381,164 |
+13,278 |
Jun11 |
101230 |
94.66 |
94.66 |
94.66 |
94.66 |
+0.07 |
|
|
|
Total Volume and Open Interest |
42,853 |
381,164 |
+13,278 |
Gold(CMX) |
Feb11 |
101230 |
1412.2 |
1415.4 |
1403.5 |
1405.9 |
-7.6 |
75,104 |
355,093 |
-3,104 |
Apr11 |
101230 |
1414.6 |
1417.5 |
1405.7 |
1408.1 |
-7.6 |
3,277 |
52,347 |
-15 |
Jun11 |
101230 |
1417.2 |
1419.5 |
1408.0 |
1410.2 |
-7.7 |
1,277 |
34,136 |
-245 |
Aug11 |
101230 |
1420.5 |
1420.5 |
1411.5 |
1412.2 |
-7.8 |
541 |
16,033 |
+91 |
Oct11 |
101230 |
1417.6 |
1417.6 |
1414.4 |
1414.4 |
-7.9 |
162 |
12,330 |
+4 |
Dec11 |
101230 |
1424.2 |
1425.4 |
1415.5 |
1416.8 |
-8.0 |
612 |
27,014 |
-253 |
Feb12 |
101230 |
1419.7 |
1419.7 |
1419.5 |
1419.5 |
-8.1 |
12 |
6,603 |
-10 |
Apr12 |
101230 |
1422.4 |
1422.4 |
1422.4 |
1422.4 |
-8.1 |
1 |
5,313 |
+0 |
Jun12 |
101230 |
1425.8 |
1425.8 |
1425.8 |
1425.8 |
-8.1 |
50 |
12,352 |
+50 |
Aug12 |
101230 |
1429.5 |
1429.5 |
1429.5 |
1429.5 |
-8.2 |
0 |
6,086 |
+0 |
Oct12 |
101230 |
1433.6 |
1433.6 |
1433.6 |
1433.6 |
-8.3 |
0 |
1,080 |
+0 |
Dec12 |
101230 |
1438.0 |
1438.0 |
1438.0 |
1438.0 |
-8.4 |
55 |
13,450 |
-101 |
Total Volume and Open Interest |
81,704 |
590,814 |
-3,676 |
Silver(CMX) |
Mar11 |
101230 |
3063.0 |
3093.0 |
3036.0 |
3051.3 |
-19.1 |
30,064 |
80,284 |
+409 |
May11 |
101230 |
3083.5 |
3096.5 |
3043.0 |
3056.6 |
-19.2 |
1,441 |
12,897 |
-156 |
Jul11 |
101230 |
3081.0 |
3101.0 |
3050.0 |
3061.5 |
-19.4 |
83 |
9,598 |
+16 |
Sep11 |
101230 |
3075.0 |
3075.0 |
3057.0 |
3066.3 |
-19.5 |
35 |
6,105 |
+4 |
Dec11 |
101230 |
3086.5 |
3100.0 |
3073.5 |
3073.5 |
-19.7 |
196 |
12,658 |
+98 |
Mar12 |
101230 |
3080.3 |
3080.3 |
3080.3 |
3080.3 |
-20.0 |
0 |
374 |
+0 |
May12 |
101230 |
3084.9 |
3084.9 |
3084.9 |
3084.9 |
-20.2 |
0 |
540 |
+0 |
Total Volume and Open Interest |
32,534 |
137,786 |
-132 |
Platinum(NYMEX) |
Jan11 |
101230 |
1761.0 |
1770.0 |
1738.9 |
1744.3 |
-9.9 |
3,740 |
1,756 |
-1,893 |
Apr11 |
101230 |
1765.9 |
1776.0 |
1742.0 |
1749.3 |
-10.9 |
5,410 |
36,730 |
+1,976 |
Jul11 |
101230 |
1766.0 |
1766.0 |
1754.2 |
1754.2 |
-10.6 |
50 |
579 |
+10 |
Oct11 |
101230 |
1754.2 |
1754.2 |
1754.2 |
1754.2 |
-10.6 |
0 |
6 |
+0 |
Total Volume and Open Interest |
9,204 |
39,073 |
+93 |
Palladium(NYMEX) |
Mar11 |
101230 |
794.15 |
799.00 |
786.00 |
786.20 |
-7.20 |
1,454 |
22,797 |
+113 |
Jun11 |
101230 |
796.35 |
800.00 |
787.30 |
787.30 |
-7.25 |
17 |
480 |
-10 |
Sep11 |
101230 |
797.40 |
797.40 |
785.80 |
785.80 |
-7.25 |
0 |
10 |
+0 |
Total Volume and Open Interest |
1,471 |
23,311 |
+97 |
Copper(CMX) |
Mar11 |
101230 |
431.25 |
437.90 |
430.40 |
436.25 |
+5.10 |
15,161 |
118,191 |
+276 |
May11 |
101230 |
430.25 |
437.00 |
430.00 |
435.60 |
+5.10 |
487 |
27,322 |
+69 |
Jul11 |
101230 |
433.95 |
434.10 |
433.10 |
434.10 |
+4.95 |
222 |
7,417 |
+150 |
Sep11 |
101230 |
432.55 |
434.00 |
432.55 |
432.55 |
+4.95 |
145 |
5,461 |
+101 |
Dec11 |
101230 |
429.65 |
430.35 |
429.20 |
429.75 |
+4.95 |
51 |
3,308 |
-8 |
Total Volume and Open Interest |
16,719 |
167,510 |
+176 |
DJIA Index(CBOT) |
Mar11 |
101230 |
11536 |
11541 |
11490 |
11522 |
-10 |
748 |
6,380 |
+90 |
Jun11 |
101230 |
11457 |
11467 |
11457 |
11457 |
-10 |
|
|
|
Sep11 |
101230 |
11402 |
11412 |
11402 |
11402 |
-10 |
|
|
|
Dec11 |
101230 |
11347 |
11357 |
11347 |
11347 |
-10 |
|
|
|
Total Volume and Open Interest |
748 |
6,380 |
+90 |
S & P 500(CME) |
Mar11 |
101230 |
1255.70 |
1257.40 |
1251.80 |
1254.50 |
-1.20 |
5,876 |
268,485 |
+515 |
Jun11 |
101230 |
1249.40 |
1252.10 |
1246.60 |
1249.40 |
-1.20 |
221 |
3,883 |
+130 |
Sep11 |
101230 |
1244.60 |
1247.30 |
1241.80 |
1244.60 |
-1.20 |
414 |
2,041 |
+302 |
Dec11 |
101230 |
1240.30 |
1243.00 |
1237.50 |
1240.30 |
-1.20 |
0 |
350 |
+0 |
Total Volume and Open Interest |
6,511 |
274,759 |
+947 |
S & P 500 E-Mini(Globex) |
Mar11 |
101230 |
1255.75 |
1257.50 |
1251.50 |
1254.50 |
-1.25 |
588,441 |
2,475,165 |
-1,895 |
Jun11 |
101230 |
1251.00 |
1251.75 |
1247.50 |
1249.50 |
-1.00 |
162 |
2,521 |
-25 |
Total Volume and Open Interest |
588,613 |
2,477,788 |
-1,920 |
NASDAQ 100(CME) |
Mar11 |
101230 |
2230.00 |
2232.50 |
2222.50 |
2224.50 |
-4.00 |
643 |
9,405 |
-6 |
Jun11 |
101230 |
2221.50 |
2222.50 |
2221.50 |
2221.50 |
-4.00 |
|
|
|
Sep11 |
101230 |
2219.00 |
2220.00 |
2219.00 |
2219.00 |
-4.00 |
|
|
|
Total Volume and Open Interest |
643 |
9,405 |
-6 |
NASDAQ 100 E-Mini(Globex) |
Mar11 |
101230 |
2228.50 |
2232.80 |
2221.50 |
2224.50 |
-4.00 |
64,609 |
326,653 |
+3,492 |
Jun11 |
101230 |
2226.80 |
2226.80 |
2221.00 |
2221.50 |
-4.00 |
7 |
92 |
-2 |
Total Volume and Open Interest |
64,617 |
326,750 |
+3,489 |
S & P Midcap 400(CME) |
Mar11 |
101230 |
912.00 |
915.00 |
911.60 |
911.60 |
+1.50 |
1 |
1,165 |
+1 |
Jun11 |
101230 |
909.20 |
909.20 |
909.20 |
909.20 |
+1.50 |
|
|
|
Sep11 |
101230 |
908.40 |
908.40 |
908.40 |
908.40 |
+1.50 |
|
|
|
Total Volume and Open Interest |
1 |
1,165 |
+1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar11 |
101230 |
10335 |
10350 |
10185 |
10235 |
-110 |
3,454 |
38,408 |
-184 |
Jun11 |
101230 |
10215 |
10225 |
10215 |
10215 |
-110 |
0 |
3 |
+0 |
Total Volume and Open Interest |
3,454 |
38,411 |
-184 |
Nikkei 225(SGX) |
Mar11 |
101230 |
10340 |
10360 |
10185 |
10210 |
-130 |
47,593 |
199,163 |
-4,905 |
Jun11 |
101230 |
10185 |
10185 |
10135 |
10135 |
-135 |
20 |
2,669 |
+17 |
Sep11 |
101230 |
10135 |
10135 |
10135 |
10135 |
-135 |
|
|
|
Total Volume and Open Interest |
47,617 |
217,056 |
-4,439 |
CAC 40(EURONEXT) |
Jan11 |
101230 |
3889.0 |
3905.0 |
3841.0 |
3852.0 |
-40.5 |
40,532 |
352,863 |
+3,416 |
Feb11 |
101230 |
3868.0 |
3868.0 |
3844.0 |
3854.0 |
-41.0 |
3 |
235 |
-7 |
Mar11 |
101230 |
3892.5 |
3904.0 |
3845.5 |
3854.5 |
-41.0 |
250 |
43,348 |
-187 |
Total Volume and Open Interest |
40,785 |
396,481 |
+3,222 |
Hang Seng Index(HKFE) |
Dec10 |
101230 |
22915 |
23200 |
22915 |
22981 |
-25 |
53,592 |
31,852 |
-11,289 |
Jan11 |
101230 |
22966 |
23200 |
22883 |
23040 |
+33 |
52,105 |
80,421 |
+4,283 |
Total Volume and Open Interest |
106,083 |
119,137 |
-6,905 |
DAX(EUREX) |
Dec10 |
101217 |
7033.0 |
7042.0 |
7005.0 |
7009.0 |
-14.0 |
176,805 |
85,348 |
-31,121 |
Mar11 |
101230 |
7010.0 |
7023.0 |
6910.0 |
6927.0 |
-78.0 |
48,768 |
194,706 |
+6,640 |
Jun11 |
101230 |
7037.0 |
7037.0 |
6938.0 |
6950.0 |
-78.0 |
81 |
11,065 |
+64 |
Total Volume and Open Interest |
48,852 |
205,784 |
+6,705 |
FT-SE 100(EURONEXT) |
Mar11 |
101230 |
5940.50 |
5971.50 |
5916.00 |
5931.00 |
-29.00 |
47,351 |
653,090 |
+1,522 |
Jun11 |
101230 |
5903.00 |
5903.00 |
5880.00 |
5888.00 |
-29.50 |
0 |
1,243 |
-1 |
Sep11 |
101230 |
5890.50 |
5890.50 |
5847.50 |
5855.50 |
-30.00 |
0 |
20 |
+0 |
Total Volume and Open Interest |
47,351 |
654,353 |
+1,521 |
SPI 200(SFE) |
Dec10 |
101216 |
4765.0 |
4785.0 |
4752.0 |
4762.0 |
-8.0 |
15,081 |
65,257 |
-117,974 |
Mar11 |
101230 |
4778.0 |
4800.0 |
4770.0 |
4796.0 |
+22.0 |
11,686 |
192,516 |
+529 |
Jun11 |
101230 |
4818.0 |
4823.0 |
4818.0 |
4823.0 |
+22.0 |
1 |
2,959 |
+0 |
Total Volume and Open Interest |
11,687 |
198,792 |
+502 |
GSCI(CME) |
Jan11 |
101230 |
627.55 |
628.40 |
618.50 |
622.50 |
-7.25 |
240 |
14,735 |
-96 |
Feb11 |
101230 |
626.50 |
633.10 |
622.50 |
626.50 |
-6.50 |
2 |
1 |
+0 |
Mar11 |
101230 |
632.60 |
634.60 |
624.00 |
628.00 |
-6.50 |
|
|
|
Total Volume and Open Interest |
242 |
14,736 |
-96 |
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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