|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue November 02, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov10 |
101102 |
1225.25 |
1232.50 |
1220.75 |
1223.75 |
-1.50 |
33,951 |
20,521 |
-9,073 |
| Jan11 |
101102 |
1235.50 |
1242.50 |
1230.50 |
1234.00 |
-1.00 |
84,924 |
324,044 |
-4,807 |
| Mar11 |
101102 |
1239.25 |
1247.00 |
1237.00 |
1240.50 |
+0.50 |
13,201 |
88,948 |
+343 |
| May11 |
101102 |
1241.50 |
1246.00 |
1238.00 |
1241.25 |
+1.25 |
9,613 |
57,518 |
-1,044 |
| Jul11 |
101102 |
1244.25 |
1252.00 |
1243.00 |
1246.00 |
+1.25 |
8,448 |
50,256 |
+462 |
| Aug11 |
101102 |
1231.50 |
1231.50 |
1226.75 |
1229.75 |
+1.75 |
276 |
1,504 |
+60 |
| Sep11 |
101102 |
1205.00 |
1206.25 |
1200.00 |
1204.00 |
+4.00 |
179 |
1,799 |
+47 |
| Total Volume and Open Interest |
154,513 |
620,221 |
-13,034 |
| Soybean Meal(CBOT) |
| Dec10 |
101102 |
336.80 |
339.60 |
335.70 |
337.70 |
-0.10 |
20,333 |
101,391 |
-349 |
| Jan11 |
101102 |
338.50 |
341.30 |
337.50 |
339.40 |
-0.30 |
7,284 |
28,722 |
+932 |
| Mar11 |
101102 |
341.00 |
342.50 |
339.00 |
341.00 |
unch |
3,105 |
22,029 |
+524 |
| May11 |
101102 |
339.80 |
341.90 |
338.10 |
340.20 |
+0.20 |
3,599 |
20,333 |
+252 |
| Jul11 |
101102 |
341.00 |
342.70 |
339.00 |
341.10 |
+0.10 |
2,540 |
14,960 |
-25 |
| Aug11 |
101102 |
335.90 |
335.90 |
333.60 |
335.70 |
+0.10 |
247 |
3,466 |
+43 |
| Sep11 |
101102 |
328.70 |
329.00 |
327.20 |
329.00 |
+0.30 |
202 |
3,862 |
+22 |
| Oct11 |
101102 |
315.80 |
315.80 |
314.20 |
315.80 |
+0.10 |
54 |
1,989 |
+5 |
| Total Volume and Open Interest |
38,068 |
205,505 |
+1,206 |
| Soybean Oil(CBOT) |
| Dec10 |
101102 |
49.71 |
49.92 |
49.40 |
49.63 |
-0.12 |
35,461 |
134,273 |
-1,871 |
| Jan11 |
101102 |
50.09 |
50.26 |
49.76 |
49.99 |
-0.12 |
15,533 |
101,227 |
+3,057 |
| Mar11 |
101102 |
50.44 |
50.60 |
50.18 |
50.38 |
-0.09 |
8,123 |
55,820 |
+524 |
| May11 |
101102 |
50.64 |
50.75 |
50.40 |
50.62 |
-0.06 |
4,548 |
22,407 |
+92 |
| Jul11 |
101102 |
50.79 |
51.00 |
50.62 |
50.86 |
-0.02 |
2,503 |
19,328 |
+97 |
| Aug11 |
101102 |
50.84 |
51.00 |
50.79 |
50.91 |
+0.01 |
117 |
4,460 |
-8 |
| Sep11 |
101102 |
50.82 |
50.96 |
50.79 |
50.96 |
+0.06 |
116 |
1,777 |
-1 |
| Oct11 |
101102 |
50.86 |
51.10 |
50.80 |
50.99 |
+0.09 |
52 |
2,463 |
+31 |
| Total Volume and Open Interest |
67,216 |
352,772 |
+1,968 |
| Canola(WCE) |
| Nov10 |
101102 |
535.0 |
535.2 |
531.3 |
533.7 |
-1.3 |
2,238 |
1,195 |
-1,027 |
| Jan11 |
101102 |
543.0 |
543.9 |
539.6 |
540.2 |
-2.3 |
7,668 |
138,611 |
+469 |
| Mar11 |
101102 |
549.0 |
550.6 |
546.1 |
546.8 |
-2.1 |
747 |
13,608 |
+42 |
| May11 |
101102 |
550.1 |
553.3 |
547.9 |
549.0 |
-2.4 |
140 |
4,195 |
-150 |
| Jul11 |
101102 |
551.0 |
553.6 |
548.5 |
549.0 |
-3.1 |
263 |
11,283 |
+239 |
| Total Volume and Open Interest |
12,101 |
192,415 |
-488 |
| Corn(CBOT) |
| Dec10 |
101102 |
577.75 |
583.00 |
572.25 |
575.75 |
-1.50 |
130,063 |
567,214 |
-8,210 |
| Mar11 |
101102 |
590.50 |
596.00 |
585.50 |
589.25 |
-1.25 |
48,339 |
478,170 |
+7,158 |
| May11 |
101102 |
596.00 |
601.50 |
592.25 |
595.75 |
-0.50 |
11,668 |
99,504 |
+1,478 |
| Jul11 |
101102 |
600.00 |
604.25 |
595.50 |
598.75 |
unch |
17,140 |
182,999 |
+2,082 |
| Sep11 |
101102 |
560.00 |
564.75 |
559.00 |
564.75 |
+3.50 |
2,398 |
33,580 |
+172 |
| Dec11 |
101102 |
540.00 |
545.00 |
538.00 |
544.75 |
+4.50 |
19,986 |
201,988 |
+2,781 |
| Total Volume and Open Interest |
231,734 |
1,611,122 |
+5,757 |
| Wheat(CBOT) |
| Dec10 |
101102 |
704.00 |
712.25 |
692.50 |
694.25 |
-8.25 |
57,385 |
220,386 |
-4,624 |
| Mar11 |
101102 |
743.00 |
752.25 |
732.25 |
734.00 |
-8.50 |
28,438 |
114,119 |
+7,105 |
| May11 |
101102 |
765.00 |
774.00 |
753.75 |
755.50 |
-6.25 |
2,999 |
33,358 |
-262 |
| Jul11 |
101102 |
773.00 |
782.00 |
762.75 |
765.75 |
-6.75 |
4,181 |
86,382 |
+449 |
| Sep11 |
101102 |
796.25 |
803.00 |
784.25 |
788.25 |
-5.75 |
647 |
14,024 |
+76 |
| Total Volume and Open Interest |
97,242 |
531,320 |
+3,599 |
| Wheat(KCBT) |
| Dec10 |
101102 |
754.75 |
764.00 |
747.50 |
748.50 |
-5.75 |
10,524 |
76,663 |
-2,246 |
| Mar11 |
101102 |
770.00 |
780.00 |
763.00 |
764.25 |
-5.75 |
7,740 |
89,492 |
+1,544 |
| May11 |
101102 |
783.75 |
786.25 |
772.50 |
773.25 |
-5.25 |
1,193 |
16,927 |
-289 |
| Jul11 |
101102 |
783.00 |
791.50 |
777.50 |
778.25 |
-4.25 |
1,684 |
39,632 |
+303 |
| Sep11 |
101102 |
795.25 |
800.00 |
785.50 |
786.25 |
-2.25 |
241 |
5,514 |
+132 |
| Total Volume and Open Interest |
21,756 |
236,035 |
-508 |
| Wheat(MGE) |
| Dec10 |
101102 |
766.75 |
779.00 |
759.25 |
762.75 |
-4.00 |
2,656 |
17,467 |
-65 |
| Mar11 |
101102 |
781.00 |
791.75 |
774.00 |
774.50 |
-6.00 |
2,106 |
24,268 |
+500 |
| May11 |
101102 |
789.00 |
798.00 |
784.00 |
785.50 |
-4.00 |
429 |
6,585 |
+68 |
| Jul11 |
101102 |
797.75 |
799.75 |
786.75 |
789.50 |
-5.25 |
397 |
7,683 |
+70 |
| Sep11 |
101102 |
793.00 |
800.00 |
787.50 |
789.50 |
-4.25 |
353 |
4,995 |
+98 |
| Total Volume and Open Interest |
6,302 |
67,318 |
+673 |
| Oats(CBOT) |
| Dec10 |
101102 |
364.25 |
366.75 |
359.50 |
362.00 |
-1.00 |
1,475 |
6,876 |
-701 |
| Mar11 |
101102 |
376.00 |
378.75 |
372.00 |
374.50 |
-1.00 |
1,348 |
6,197 |
+285 |
| May11 |
101102 |
378.00 |
379.50 |
378.00 |
379.50 |
-1.00 |
2 |
156 |
+1 |
| Jul11 |
101102 |
384.50 |
385.50 |
384.50 |
384.50 |
-1.00 |
0 |
45 |
+0 |
| Total Volume and Open Interest |
3,282 |
14,019 |
-355 |
| Rough Rice(CBOT) |
| Nov10 |
101102 |
13.78 |
14.11 |
13.60 |
14.01 |
+0.07 |
273 |
308 |
-446 |
| Jan11 |
101102 |
14.12 |
14.42 |
13.76 |
14.32 |
+0.09 |
1,579 |
12,624 |
+116 |
| Mar11 |
101102 |
14.36 |
14.65 |
14.07 |
14.59 |
+0.09 |
249 |
3,330 |
+60 |
| May11 |
101102 |
14.60 |
14.90 |
14.37 |
14.85 |
+0.07 |
28 |
760 |
-15 |
| Total Volume and Open Interest |
2,141 |
19,079 |
-285 |
| Live Cattle(CME) |
| Dec10 |
101102 |
98.250 |
98.680 |
98.035 |
98.250 |
+0.100 |
19,929 |
141,892 |
-2,145 |
| Feb11 |
101102 |
101.800 |
102.230 |
101.480 |
101.850 |
+0.065 |
7,998 |
76,785 |
+2,262 |
| Apr11 |
101102 |
104.680 |
105.250 |
104.580 |
105.135 |
+0.405 |
4,504 |
54,481 |
-611 |
| Jun11 |
101102 |
102.250 |
103.000 |
102.230 |
102.980 |
+0.750 |
1,969 |
26,981 |
+569 |
| Aug11 |
101102 |
102.285 |
102.950 |
102.250 |
102.930 |
+0.680 |
480 |
9,394 |
+67 |
| Oct11 |
101102 |
104.600 |
105.100 |
104.550 |
104.980 |
+0.250 |
243 |
5,047 |
-21 |
| Total Volume and Open Interest |
35,158 |
316,218 |
-357 |
| Feeder Cattle(CME) |
| Nov10 |
101102 |
110.500 |
111.600 |
110.450 |
111.550 |
+1.200 |
1,513 |
3,920 |
-456 |
| Jan11 |
101102 |
110.600 |
112.135 |
110.600 |
112.050 |
+1.450 |
1,798 |
13,074 |
+388 |
| Mar11 |
101102 |
111.785 |
112.900 |
111.500 |
112.830 |
+1.430 |
320 |
5,012 |
+63 |
| Apr11 |
101102 |
113.050 |
114.150 |
113.050 |
114.150 |
+1.670 |
191 |
1,292 |
+62 |
| May11 |
101102 |
113.750 |
114.700 |
113.750 |
114.700 |
+1.200 |
106 |
1,669 |
+17 |
| Aug11 |
101102 |
115.000 |
116.000 |
115.000 |
116.000 |
+1.100 |
95 |
795 |
+19 |
| Sep11 |
101102 |
114.950 |
115.600 |
114.950 |
115.600 |
+0.600 |
2 |
36 |
+0 |
| Total Volume and Open Interest |
4,025 |
25,798 |
-2,557 |
| Lean Hogs(CME) |
| Dec10 |
101102 |
66.285 |
66.550 |
65.285 |
66.200 |
+1.000 |
16,934 |
81,084 |
-1,400 |
| Feb11 |
101102 |
71.850 |
72.680 |
71.285 |
72.385 |
+1.035 |
10,058 |
44,350 |
+1,982 |
| Apr11 |
101102 |
76.475 |
77.285 |
76.000 |
77.250 |
+1.450 |
5,904 |
35,563 |
-663 |
| May11 |
101102 |
82.100 |
82.900 |
82.000 |
82.850 |
+1.350 |
90 |
1,478 |
+0 |
| Jun11 |
101102 |
84.980 |
86.500 |
84.930 |
86.450 |
+1.800 |
2,142 |
25,288 |
+42 |
| Jul11 |
101102 |
85.000 |
86.300 |
85.000 |
86.285 |
+1.785 |
437 |
5,504 |
+44 |
| Aug11 |
101102 |
84.250 |
86.000 |
84.250 |
85.950 |
+1.950 |
537 |
4,687 |
-24 |
| Oct11 |
101102 |
77.750 |
79.200 |
77.750 |
78.800 |
+1.050 |
327 |
2,116 |
+21 |
| Total Volume and Open Interest |
36,447 |
200,605 |
+13 |
| Pork Bellies(CME) |
| Feb11 |
101102 |
104.000 |
104.000 |
104.000 |
104.000 |
unch |
0 |
8 |
+0 |
| Mar11 |
101102 |
104.500 |
104.500 |
104.500 |
104.500 |
unch |
0 |
1 |
+0 |
| May11 |
101102 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
|
|
|
| Jul11 |
101102 |
103.500 |
103.500 |
103.500 |
103.500 |
unch |
|
|
|
| Aug11 |
101102 |
102.500 |
102.500 |
102.500 |
102.500 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
9 |
+0 |
| Class III Milk(CME) |
| Nov10 |
101102 |
15.54 |
15.65 |
15.52 |
15.58 |
unch |
110 |
5,006 |
+13 |
| Dec10 |
101102 |
14.18 |
14.32 |
14.12 |
14.22 |
+0.09 |
577 |
5,799 |
+57 |
| Jan11 |
101102 |
13.71 |
13.88 |
13.68 |
13.78 |
+0.06 |
247 |
2,713 |
+44 |
| Feb11 |
101102 |
13.85 |
13.85 |
13.78 |
13.81 |
-0.02 |
143 |
2,197 |
+84 |
| Mar11 |
101102 |
13.99 |
14.02 |
13.95 |
13.98 |
-0.03 |
95 |
1,996 |
+14 |
| Total Volume and Open Interest |
1,655 |
28,703 |
+496 |
| Cocoa(ICE) |
| Dec10 |
101102 |
2762 |
2808 |
2762 |
2805 |
+46 |
10,465 |
52,123 |
+1,548 |
| Mar11 |
101102 |
2810 |
2851 |
2810 |
2847 |
+45 |
5,201 |
40,499 |
+1,982 |
| May11 |
101102 |
2841 |
2871 |
2831 |
2867 |
+44 |
584 |
15,338 |
-30 |
| Jul11 |
101102 |
2870 |
2883 |
2856 |
2883 |
+46 |
172 |
6,605 |
+50 |
| Sep11 |
101102 |
2896 |
2899 |
2890 |
2899 |
+46 |
92 |
3,970 |
+20 |
| Dec11 |
101102 |
2904 |
2921 |
2904 |
2921 |
+45 |
205 |
9,086 |
+77 |
| Mar12 |
101102 |
2972 |
2987 |
2966 |
2987 |
+41 |
35 |
10,657 |
+17 |
| Total Volume and Open Interest |
16,793 |
143,537 |
+3,687 |
| Coffee "C"(ICE) |
| Dec10 |
101102 |
198.15 |
200.40 |
197.70 |
199.40 |
+1.70 |
12,601 |
77,834 |
+414 |
| Mar11 |
101102 |
199.45 |
202.50 |
199.45 |
201.55 |
+1.75 |
4,805 |
51,082 |
+1,627 |
| May11 |
101102 |
200.25 |
203.00 |
200.25 |
202.10 |
+1.85 |
749 |
11,461 |
+60 |
| Jul11 |
101102 |
200.80 |
200.85 |
200.15 |
200.50 |
+1.90 |
280 |
5,179 |
+138 |
| Sep11 |
101102 |
198.25 |
198.35 |
197.85 |
197.85 |
+2.25 |
90 |
2,682 |
+14 |
| Dec11 |
101102 |
194.25 |
194.50 |
193.80 |
193.80 |
+2.65 |
62 |
2,436 |
+14 |
| Total Volume and Open Interest |
18,655 |
151,645 |
+2,313 |
| Orange Juice(ICE) |
| Nov10 |
101102 |
163.30 |
165.50 |
163.30 |
165.50 |
+5.10 |
512 |
786 |
-222 |
| Jan11 |
101102 |
158.00 |
163.95 |
157.45 |
162.10 |
+3.70 |
1,984 |
22,455 |
+782 |
| Mar11 |
101102 |
159.00 |
164.50 |
159.00 |
163.25 |
+3.40 |
65 |
2,050 |
+47 |
| May11 |
101102 |
161.90 |
164.55 |
161.90 |
164.55 |
+3.45 |
2 |
619 |
+2 |
| Jul11 |
101102 |
165.65 |
165.65 |
165.65 |
165.65 |
+3.45 |
0 |
1,249 |
+0 |
| Sep11 |
101102 |
166.05 |
166.05 |
166.05 |
166.05 |
+3.55 |
0 |
24 |
+0 |
| Total Volume and Open Interest |
2,563 |
27,211 |
+609 |
| Sugar #11(ICE) |
| Mar11 |
101102 |
29.57 |
30.64 |
29.56 |
30.12 |
+0.67 |
43,038 |
272,555 |
+240 |
| May11 |
101102 |
27.27 |
28.25 |
27.27 |
27.92 |
+0.67 |
12,328 |
94,833 |
+793 |
| Jul11 |
101102 |
24.95 |
25.74 |
24.95 |
25.46 |
+0.56 |
10,442 |
99,504 |
+301 |
| Oct11 |
101102 |
23.40 |
24.12 |
23.40 |
23.81 |
+0.52 |
3,781 |
48,863 |
-40 |
| Mar12 |
101102 |
22.40 |
23.00 |
22.40 |
22.62 |
+0.40 |
1,269 |
44,954 |
+135 |
| Total Volume and Open Interest |
71,796 |
600,449 |
+1,522 |
| London Cocoa(LCE) |
| Dec10 |
101102 |
1854 |
1872 |
1845 |
1870 |
+28 |
6,740 |
63,166 |
-383 |
| Mar11 |
101102 |
1881 |
1898 |
1872 |
1894 |
+26 |
3,409 |
57,562 |
+3 |
| May11 |
101102 |
1894 |
1916 |
1894 |
1913 |
+20 |
638 |
18,342 |
+156 |
| Jul11 |
101102 |
1914 |
1936 |
1914 |
1931 |
+19 |
708 |
12,248 |
+332 |
| Sep11 |
101102 |
1928 |
1947 |
1921 |
1943 |
+18 |
1,791 |
6,618 |
-168 |
| Dec11 |
101102 |
1934 |
1951 |
1934 |
1951 |
+20 |
1,415 |
12,089 |
+1,140 |
| Mar12 |
101102 |
1943 |
1961 |
1943 |
1961 |
+21 |
0 |
9,150 |
+0 |
| Total Volume and Open Interest |
14,701 |
182,027 |
+1,080 |
| London Sugar(LCE) |
| Dec10 |
101102 |
740.50 |
756.60 |
738.60 |
745.50 |
+11.50 |
2,210 |
21,089 |
+95 |
| Mar11 |
101102 |
742.30 |
755.90 |
740.20 |
747.00 |
+12.00 |
2,845 |
26,942 |
+642 |
| May11 |
101102 |
711.70 |
726.00 |
711.70 |
719.50 |
+11.50 |
228 |
7,618 |
+12 |
| Aug11 |
101102 |
660.10 |
675.00 |
660.10 |
669.50 |
+11.40 |
322 |
6,365 |
+165 |
| Oct11 |
101102 |
615.20 |
629.80 |
615.20 |
623.90 |
+8.90 |
41 |
915 |
+17 |
| Total Volume and Open Interest |
5,685 |
63,773 |
+932 |
| Cotton(ICE) |
| Dec10 |
101102 |
130.00 |
134.26 |
129.45 |
134.26 |
+5.00 |
15,682 |
109,238 |
-20 |
| Mar11 |
101102 |
125.12 |
129.45 |
125.12 |
129.45 |
+5.00 |
11,791 |
77,974 |
+610 |
| May11 |
101102 |
121.69 |
126.09 |
121.69 |
126.09 |
+5.00 |
2,142 |
10,997 |
+630 |
| Jul11 |
101102 |
118.00 |
123.00 |
118.00 |
123.00 |
+5.00 |
2,741 |
21,393 |
+978 |
| Oct11 |
101102 |
102.50 |
104.00 |
102.50 |
103.62 |
+2.62 |
1 |
45 |
+0 |
| Dec11 |
101102 |
92.96 |
95.27 |
92.67 |
94.34 |
+1.38 |
2,149 |
17,163 |
+795 |
| Total Volume and Open Interest |
34,527 |
237,632 |
+3,013 |
| Lumber(CME) |
| Nov10 |
101102 |
265.0 |
266.5 |
258.8 |
266.0 |
-4.0 |
499 |
1,691 |
-365 |
| Jan11 |
101102 |
281.6 |
285.4 |
278.7 |
283.3 |
-3.0 |
988 |
5,145 |
+203 |
| Mar11 |
101102 |
295.6 |
300.0 |
295.0 |
297.0 |
-6.4 |
507 |
2,366 |
+285 |
| May11 |
101102 |
300.6 |
306.8 |
300.6 |
306.8 |
-3.2 |
241 |
485 |
+151 |
| Total Volume and Open Interest |
2,324 |
9,821 |
+339 |
| Crude Oil(NYM) |
| Dec10 |
101102 |
82.88 |
84.47 |
82.83 |
83.90 |
+0.95 |
313,874 |
364,548 |
-727 |
| Jan11 |
101102 |
83.57 |
85.11 |
83.54 |
84.56 |
+0.89 |
78,767 |
183,690 |
+6,771 |
| Feb11 |
101102 |
84.38 |
85.58 |
84.34 |
85.09 |
+0.85 |
28,017 |
76,011 |
-488 |
| Mar11 |
101102 |
84.98 |
85.97 |
84.81 |
85.52 |
+0.81 |
18,369 |
85,923 |
+1,087 |
| Apr11 |
101102 |
85.19 |
86.23 |
85.19 |
85.88 |
+0.79 |
8,785 |
45,095 |
+784 |
| May11 |
101102 |
85.57 |
86.60 |
85.54 |
86.23 |
+0.78 |
5,361 |
28,798 |
+197 |
| Jun11 |
101102 |
85.84 |
86.90 |
85.75 |
86.53 |
+0.78 |
10,542 |
86,629 |
+355 |
| Jul11 |
101102 |
87.10 |
87.13 |
86.81 |
86.81 |
+0.78 |
1,488 |
35,974 |
+348 |
| Aug11 |
101102 |
87.10 |
87.40 |
86.96 |
87.05 |
+0.78 |
658 |
13,927 |
-60 |
| Sep11 |
101102 |
87.14 |
87.60 |
87.14 |
87.28 |
+0.78 |
1,583 |
23,123 |
+222 |
| Oct11 |
101102 |
87.45 |
87.80 |
87.40 |
87.51 |
+0.77 |
1,027 |
13,958 |
-135 |
| Nov11 |
101102 |
87.84 |
88.10 |
87.65 |
87.75 |
+0.77 |
1,285 |
17,931 |
+43 |
| Dec11 |
101102 |
87.23 |
88.41 |
87.19 |
88.01 |
+0.78 |
17,245 |
142,076 |
-80 |
| Jan12 |
101102 |
88.12 |
88.12 |
88.12 |
88.12 |
+0.78 |
345 |
15,195 |
+2 |
| Feb12 |
101102 |
88.21 |
88.21 |
88.21 |
88.21 |
+0.77 |
134 |
6,307 |
+61 |
| Mar12 |
101102 |
88.30 |
88.30 |
88.30 |
88.30 |
+0.76 |
40 |
9,624 |
-1 |
| Total Volume and Open Interest |
503,947 |
1,416,888 |
+8,395 |
| e-miNY Crude Oil(NYM) |
| Nov10 |
101019 |
82.950 |
83.200 |
79.425 |
79.500 |
-3.575 |
9,712 |
2,898 |
-4 |
| Dec10 |
101026 |
82.500 |
82.875 |
81.800 |
82.550 |
+0.025 |
8,098 |
5,621 |
-24 |
| Jan11 |
101102 |
83.825 |
85.150 |
83.725 |
84.550 |
+0.875 |
386 |
2,394 |
+100 |
| Feb11 |
101102 |
84.700 |
85.200 |
84.500 |
85.100 |
+0.850 |
155 |
478 |
+118 |
| Mar11 |
101102 |
85.400 |
85.525 |
85.400 |
85.525 |
+0.825 |
1 |
29 |
-1 |
| Apr11 |
101102 |
85.300 |
85.875 |
85.300 |
85.875 |
+0.775 |
5 |
5 |
+3 |
| May11 |
101102 |
86.225 |
86.225 |
86.225 |
86.225 |
+0.775 |
5 |
11 |
-3 |
| Jun11 |
101102 |
86.275 |
86.525 |
86.275 |
86.525 |
+0.775 |
1 |
26 |
+1 |
| Jul11 |
101102 |
86.600 |
86.800 |
86.600 |
86.800 |
+0.775 |
0 |
1 |
+0 |
| Aug11 |
101102 |
87.050 |
87.050 |
87.050 |
87.050 |
+0.775 |
|
|
|
| Total Volume and Open Interest |
8,957 |
8,204 |
-140 |
| Heating Oil(NYM) |
| Dec10 |
101102 |
227.80 |
230.91 |
227.48 |
229.36 |
+1.59 |
55,562 |
100,148 |
-1,515 |
| Jan11 |
101102 |
230.43 |
233.13 |
230.43 |
231.76 |
+1.56 |
16,285 |
72,229 |
+2,776 |
| Feb11 |
101102 |
234.19 |
234.40 |
232.67 |
233.42 |
+1.65 |
6,611 |
25,764 |
+438 |
| Mar11 |
101102 |
234.49 |
234.82 |
233.13 |
233.96 |
+1.71 |
5,812 |
20,624 |
+1,129 |
| Apr11 |
101102 |
233.56 |
233.57 |
233.19 |
233.28 |
+1.75 |
1,812 |
12,266 |
+238 |
| May11 |
101102 |
231.70 |
233.76 |
231.60 |
233.10 |
+1.79 |
1,857 |
13,719 |
+732 |
| Jun11 |
101102 |
231.31 |
234.14 |
231.31 |
233.23 |
+1.81 |
3,329 |
29,353 |
+208 |
| Jul11 |
101102 |
234.42 |
234.42 |
234.34 |
234.34 |
+1.84 |
664 |
5,471 |
-114 |
| Aug11 |
101102 |
235.35 |
235.60 |
235.16 |
235.60 |
+1.86 |
409 |
4,179 |
+196 |
| Sep11 |
101102 |
236.71 |
237.15 |
236.71 |
237.15 |
+1.88 |
497 |
4,777 |
+283 |
| Oct11 |
101102 |
238.58 |
239.05 |
238.58 |
239.05 |
+1.88 |
366 |
1,956 |
-150 |
| Nov11 |
101102 |
240.55 |
241.07 |
240.55 |
241.07 |
+1.88 |
1,394 |
2,518 |
+337 |
| Total Volume and Open Interest |
97,311 |
315,291 |
-3,069 |
| Gasoline(NYMEX) |
| Dec10 |
101102 |
209.00 |
212.26 |
208.80 |
210.96 |
+1.67 |
56,659 |
99,400 |
-788 |
| Jan11 |
101102 |
210.20 |
213.20 |
210.20 |
212.03 |
+1.65 |
23,899 |
59,142 |
+2,906 |
| Feb11 |
101102 |
213.50 |
215.27 |
213.50 |
214.26 |
+1.68 |
8,790 |
20,129 |
+665 |
| Mar11 |
101102 |
216.55 |
217.26 |
215.85 |
216.59 |
+1.72 |
7,572 |
18,528 |
-126 |
| Apr11 |
101102 |
228.70 |
228.77 |
227.75 |
228.40 |
+1.85 |
2,629 |
19,739 |
+2 |
| May11 |
101102 |
228.10 |
229.64 |
228.10 |
229.41 |
+1.89 |
1,216 |
8,772 |
+375 |
| Jun11 |
101102 |
228.31 |
230.05 |
227.70 |
229.93 |
+1.92 |
1,967 |
13,883 |
-312 |
| Jul11 |
101102 |
229.77 |
229.77 |
229.77 |
229.77 |
+1.92 |
209 |
3,683 |
+5 |
| Aug11 |
101102 |
229.32 |
229.32 |
229.32 |
229.32 |
+1.96 |
179 |
5,216 |
-26 |
| Sep11 |
101102 |
228.46 |
228.46 |
228.46 |
228.46 |
+2.04 |
196 |
3,079 |
+15 |
| Total Volume and Open Interest |
108,482 |
269,751 |
-1,948 |
| e-miNY RBOB Gasoline(NYM) |
| Dec10 |
101102 |
211.00 |
211.00 |
210.96 |
211.00 |
+1.70 |
0 |
2 |
+0 |
| Jan11 |
101102 |
212.00 |
212.03 |
212.00 |
212.00 |
+1.60 |
0 |
1 |
+0 |
| Feb11 |
101102 |
214.30 |
214.30 |
214.26 |
214.30 |
+1.70 |
0 |
1 |
+0 |
| Mar11 |
101102 |
216.60 |
216.60 |
216.59 |
216.60 |
+1.70 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
8 |
+0 |
| Natural Gas(NYM) |
| Dec10 |
101102 |
3.821 |
3.928 |
3.750 |
3.870 |
+0.038 |
156,382 |
173,161 |
-9,567 |
| Jan11 |
101102 |
4.087 |
4.172 |
4.003 |
4.122 |
+0.036 |
58,637 |
176,764 |
+455 |
| Feb11 |
101102 |
4.122 |
4.184 |
4.037 |
4.142 |
+0.029 |
24,100 |
56,956 |
-546 |
| Mar11 |
101102 |
4.081 |
4.141 |
3.998 |
4.109 |
+0.035 |
25,679 |
72,991 |
+2,024 |
| Apr11 |
101102 |
4.060 |
4.120 |
3.985 |
4.089 |
+0.032 |
24,493 |
64,661 |
-782 |
| May11 |
101102 |
4.065 |
4.150 |
4.024 |
4.121 |
+0.029 |
7,168 |
22,338 |
+171 |
| Jun11 |
101102 |
4.164 |
4.193 |
4.081 |
4.173 |
+0.024 |
3,902 |
11,017 |
-68 |
| Jul11 |
101102 |
4.221 |
4.258 |
4.157 |
4.238 |
+0.020 |
2,680 |
10,736 |
+209 |
| Aug11 |
101102 |
4.226 |
4.305 |
4.213 |
4.288 |
+0.018 |
2,760 |
10,057 |
+0 |
| Sep11 |
101102 |
4.248 |
4.330 |
4.232 |
4.311 |
+0.018 |
2,625 |
9,669 |
-204 |
| Oct11 |
101102 |
4.341 |
4.406 |
4.308 |
4.391 |
+0.018 |
10,453 |
35,692 |
+801 |
| Nov11 |
101102 |
4.575 |
4.633 |
4.549 |
4.627 |
+0.025 |
3,042 |
13,354 |
+792 |
| Dec11 |
101102 |
4.900 |
4.970 |
4.880 |
4.957 |
+0.023 |
1,760 |
17,624 |
+109 |
| Jan12 |
101102 |
5.100 |
5.155 |
5.070 |
5.152 |
+0.023 |
2,086 |
23,332 |
+57 |
| Feb12 |
101102 |
5.075 |
5.134 |
5.056 |
5.127 |
+0.023 |
23 |
6,464 |
+11 |
| Mar12 |
101102 |
4.965 |
5.024 |
4.949 |
5.020 |
+0.026 |
3,033 |
13,803 |
-902 |
| Total Volume and Open Interest |
329,615 |
794,741 |
-7,361 |
| Brent Crude Oil(ICE) |
| Dec10 |
101102 |
84.62 |
85.89 |
84.53 |
85.41 |
+0.79 |
197,774 |
219,218 |
-6,416 |
| Jan11 |
101102 |
84.84 |
86.08 |
84.77 |
85.61 |
+0.77 |
89,007 |
189,666 |
+2,432 |
| Feb11 |
101102 |
85.36 |
86.36 |
85.06 |
85.88 |
+0.78 |
37,244 |
95,885 |
+2,569 |
| Mar11 |
101102 |
85.44 |
86.56 |
85.43 |
86.15 |
+0.78 |
20,773 |
44,544 |
+1,506 |
| Apr11 |
101102 |
85.74 |
86.85 |
85.73 |
86.44 |
+0.77 |
11,918 |
33,548 |
+716 |
| May11 |
101102 |
86.05 |
87.14 |
86.04 |
86.74 |
+0.76 |
9,517 |
23,733 |
-129 |
| Jun11 |
101102 |
86.37 |
87.51 |
86.36 |
87.05 |
+0.74 |
20,054 |
37,826 |
+1,054 |
| Jul11 |
101102 |
86.82 |
87.72 |
86.82 |
87.32 |
+0.72 |
2,806 |
10,177 |
-4 |
| Aug11 |
101102 |
87.08 |
87.96 |
87.08 |
87.56 |
+0.71 |
719 |
9,835 |
-21 |
| Sep11 |
101102 |
87.79 |
87.79 |
87.79 |
87.79 |
+0.71 |
1,020 |
7,723 |
+173 |
| Oct11 |
101102 |
88.05 |
88.05 |
88.01 |
88.01 |
+0.71 |
723 |
5,407 |
-50 |
| Nov11 |
101102 |
88.22 |
88.22 |
88.22 |
88.22 |
+0.71 |
859 |
9,596 |
+90 |
| Dec11 |
101102 |
88.11 |
88.81 |
87.70 |
88.44 |
+0.71 |
14,011 |
74,976 |
+1,867 |
| Jan12 |
101102 |
88.68 |
88.68 |
88.68 |
88.68 |
+0.71 |
249 |
11,458 |
-96 |
| Total Volume and Open Interest |
411,705 |
856,736 |
+3,985 |
| Gas Oil(ICE) |
| Nov10 |
101102 |
712.00 |
719.00 |
710.25 |
716.25 |
+4.00 |
33,172 |
82,600 |
-12,097 |
| Dec10 |
101102 |
715.75 |
723.00 |
714.00 |
720.25 |
+4.25 |
74,729 |
119,446 |
-1,328 |
| Jan11 |
101102 |
719.25 |
727.75 |
718.75 |
725.00 |
+4.25 |
20,555 |
90,863 |
-442 |
| Feb11 |
101102 |
723.50 |
730.25 |
722.00 |
728.25 |
+4.25 |
9,119 |
42,311 |
-986 |
| Mar11 |
101102 |
727.75 |
731.25 |
726.25 |
731.00 |
+4.25 |
5,806 |
29,342 |
+566 |
| Apr11 |
101102 |
728.25 |
734.50 |
728.25 |
733.25 |
+4.50 |
3,652 |
30,231 |
-8 |
| May11 |
101102 |
732.25 |
736.75 |
730.50 |
735.25 |
+4.25 |
3,045 |
24,691 |
+387 |
| Jun11 |
101102 |
732.25 |
739.50 |
732.25 |
738.00 |
+4.25 |
8,994 |
50,819 |
+1,254 |
| Jul11 |
101102 |
737.00 |
742.00 |
737.00 |
742.00 |
+4.25 |
1,503 |
15,778 |
+156 |
| Aug11 |
101102 |
741.50 |
746.25 |
741.50 |
746.25 |
+4.25 |
732 |
12,760 |
+100 |
| Total Volume and Open Interest |
169,420 |
622,095 |
-12,095 |
| Ethanol(CBOT) |
| Nov10 |
101102 |
2.375 |
2.385 |
2.367 |
2.377 |
+0.010 |
80 |
136 |
-57 |
| Dec10 |
101102 |
2.290 |
2.310 |
2.276 |
2.293 |
+0.008 |
86 |
1,593 |
-14 |
| Jan11 |
101102 |
2.226 |
2.226 |
2.190 |
2.203 |
+0.005 |
52 |
890 |
-23 |
| Feb11 |
101102 |
2.175 |
2.187 |
2.175 |
2.187 |
-0.003 |
15 |
984 |
+6 |
| Mar11 |
101102 |
2.194 |
2.200 |
2.185 |
2.192 |
+0.003 |
21 |
820 |
-14 |
| Apr11 |
101102 |
2.211 |
2.211 |
2.190 |
2.194 |
-0.014 |
22 |
715 |
-2 |
| May11 |
101102 |
2.219 |
2.219 |
2.219 |
2.219 |
-0.007 |
19 |
368 |
+8 |
| Jun11 |
101102 |
2.195 |
2.220 |
2.195 |
2.218 |
-0.011 |
15 |
515 |
+5 |
| Total Volume and Open Interest |
384 |
8,267 |
-40 |
| WTI Crude Oil(ICE |
| Dec10 |
101102 |
83.36 |
84.48 |
83.05 |
83.90 |
+0.95 |
78,332 |
128,090 |
-2,966 |
| Jan11 |
101102 |
83.85 |
85.13 |
83.76 |
84.56 |
+0.89 |
25,901 |
75,857 |
+189 |
| Feb11 |
101102 |
84.55 |
85.56 |
84.36 |
85.09 |
+0.85 |
7,125 |
32,782 |
+82 |
| Mar11 |
101102 |
85.09 |
85.83 |
85.05 |
85.52 |
+0.81 |
4,500 |
33,896 |
-313 |
| Apr11 |
101102 |
85.48 |
86.27 |
85.42 |
85.88 |
+0.79 |
2,211 |
19,978 |
-38 |
| May11 |
101102 |
85.82 |
86.60 |
85.82 |
86.23 |
+0.78 |
1,166 |
8,713 |
-82 |
| Jun11 |
101102 |
86.11 |
86.80 |
86.04 |
86.53 |
+0.78 |
5,765 |
37,109 |
+303 |
| Jul11 |
101102 |
86.53 |
87.06 |
86.53 |
86.81 |
+0.78 |
190 |
12,480 |
+43 |
| Aug11 |
101102 |
87.15 |
87.30 |
86.90 |
87.05 |
+0.78 |
191 |
7,818 |
-82 |
| Sep11 |
101102 |
87.35 |
87.35 |
87.13 |
87.28 |
+0.78 |
511 |
10,870 |
-38 |
| Oct11 |
101102 |
87.52 |
87.67 |
87.51 |
87.51 |
+0.77 |
320 |
4,173 |
+14 |
| Nov11 |
101102 |
87.75 |
87.75 |
87.75 |
87.75 |
+0.77 |
170 |
6,040 |
-16 |
| Dec11 |
101102 |
87.58 |
88.42 |
87.28 |
88.01 |
+0.78 |
6,488 |
49,824 |
-525 |
| Jan12 |
101102 |
88.12 |
88.12 |
88.12 |
88.12 |
+0.78 |
5 |
5,110 |
+1 |
| Feb12 |
101102 |
88.21 |
88.21 |
88.21 |
88.21 |
+0.77 |
0 |
828 |
+0 |
| Mar12 |
101102 |
88.30 |
88.30 |
88.30 |
88.30 |
+0.76 |
0 |
3,086 |
+0 |
| Total Volume and Open Interest |
135,343 |
507,558 |
-3,045 |
| US Dollar Index(ICE) |
| Dec10 |
101102 |
77.385 |
77.495 |
76.810 |
76.893 |
-0.588 |
20,244 |
39,975 |
-686 |
| Mar11 |
101102 |
77.905 |
77.905 |
77.270 |
77.302 |
-0.598 |
83 |
642 |
+4 |
| Jun11 |
101102 |
77.732 |
77.732 |
77.732 |
77.732 |
-0.598 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
20,327 |
40,621 |
-682 |
| Australian Dollar(CME) |
| Dec10 |
101102 |
98.24 |
99.74 |
98.03 |
99.42 |
+1.39 |
88,397 |
118,975 |
-1,291 |
| Mar11 |
101102 |
97.12 |
98.51 |
97.12 |
98.27 |
+1.35 |
95 |
437 |
+1 |
| Jun11 |
101102 |
97.10 |
97.10 |
95.79 |
97.10 |
+1.31 |
0 |
152 |
+0 |
| Total Volume and Open Interest |
88,492 |
119,701 |
-1,290 |
| British Pound(CME) |
| Dec10 |
101102 |
160.33 |
160.75 |
159.58 |
160.18 |
-0.10 |
112,699 |
89,799 |
+1,618 |
| Mar11 |
101102 |
160.26 |
160.44 |
159.49 |
160.05 |
-0.09 |
48 |
569 |
-1 |
| Jun11 |
101102 |
159.89 |
159.98 |
159.89 |
159.89 |
-0.09 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
112,747 |
90,423 |
+1,617 |
| Canadian Dollar(CME) |
| Dec10 |
101102 |
98.38 |
99.10 |
98.37 |
99.01 |
+0.83 |
73,673 |
94,816 |
-874 |
| Mar11 |
101102 |
98.31 |
98.80 |
97.95 |
98.78 |
+0.83 |
146 |
3,973 |
-34 |
| Jun11 |
101102 |
98.30 |
98.52 |
97.70 |
98.52 |
+0.82 |
81 |
968 |
+28 |
| Sep11 |
101102 |
98.17 |
98.26 |
97.42 |
98.26 |
+0.84 |
1 |
335 |
+0 |
| Total Volume and Open Interest |
73,903 |
100,320 |
-879 |
| Japanese Yen(CME) |
| Dec10 |
101102 |
124.24 |
124.32 |
123.54 |
124.01 |
-0.16 |
112,112 |
141,947 |
-370 |
| Mar11 |
101102 |
124.28 |
124.45 |
123.71 |
124.14 |
-0.16 |
382 |
1,196 |
+161 |
| Jun11 |
101102 |
124.30 |
124.46 |
124.30 |
124.30 |
-0.16 |
0 |
208 |
+0 |
| Total Volume and Open Interest |
112,494 |
143,355 |
-209 |
| Swiss Franc(CME) |
| Dec10 |
101102 |
100.86 |
102.53 |
100.70 |
102.14 |
+1.31 |
38,730 |
47,498 |
-1,599 |
| Mar11 |
101102 |
100.95 |
102.50 |
100.91 |
102.22 |
+1.31 |
52 |
140 |
+3 |
| Jun11 |
101102 |
102.30 |
102.30 |
100.99 |
102.30 |
+1.31 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
38,782 |
47,641 |
-1,596 |
| EuroFX(CME) |
| Dec10 |
101102 |
138.90 |
140.52 |
138.75 |
140.29 |
+1.48 |
350,953 |
204,405 |
-60 |
| Mar11 |
101102 |
138.72 |
140.29 |
138.62 |
140.09 |
+1.47 |
284 |
2,693 |
-44 |
| Jun11 |
101102 |
139.87 |
139.87 |
138.40 |
139.87 |
+1.47 |
0 |
68 |
+0 |
| Total Volume and Open Interest |
351,237 |
207,188 |
-104 |
| Mexican Peso(CME) |
| Nov10 |
101102 |
814.2 |
814.2 |
811.8 |
814.2 |
+2.5 |
0 |
4 |
+0 |
| Dec10 |
101102 |
808.2 |
813.2 |
808.2 |
810.8 |
+2.5 |
32,093 |
138,850 |
+5,639 |
| Total Volume and Open Interest |
32,093 |
139,179 |
+5,639 |
| 30-Year T-Bonds(CBOT) |
| Dec10 |
101102 |
131~040 |
131~230 |
131~040 |
131~220 |
+1~020 |
|
|
|
| Mar11 |
101102 |
129~110 |
130~120 |
129~090 |
130~100 |
+1~010 |
1,284 |
18,924 |
+1,228 |
| Jun11 |
101102 |
129~040 |
129~040 |
128~030 |
129~040 |
+1~010 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
342,976 |
668,585 |
-4,634 |
| 10-Year T-Notes(CBOT) |
| Dec10 |
101102 |
126~080 |
126~195 |
126~060 |
126~170 |
+0~070 |
1,131,171 |
1,506,765 |
-35,450 |
| Mar11 |
101102 |
125~155 |
125~250 |
125~150 |
125~240 |
+0~080 |
3,257 |
24,964 |
+159 |
| Jun11 |
101102 |
124~295 |
124~295 |
124~215 |
124~295 |
+0~080 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
1,134,428 |
1,531,770 |
-35,291 |
| 5-Year T-Notes(CBOT) |
| Dec10 |
101102 |
121~080 |
121~097 |
121~076 |
121~091 |
+0~006 |
580,798 |
1,051,751 |
+1,051,751 |
| Mar11 |
101102 |
121~006 |
121~018 |
120~122 |
121~016 |
+0~006 |
883 |
2,298 |
+648 |
| Jun11 |
101102 |
120~040 |
120~040 |
120~034 |
120~040 |
+0~006 |
|
|
|
| Total Volume and Open Interest |
581,681 |
1,054,049 |
+25,910 |
| 2 Year T-Notes(CBOT) |
| Dec10 |
101102 |
109~125 |
109~125 |
109~125 |
109~125 |
-0~001 |
|
|
|
| Mar11 |
101102 |
109~119 |
109~119 |
109~117 |
109~117 |
-0~001 |
1,203 |
8,449 |
+697 |
| Jun11 |
101102 |
109~100 |
109~101 |
109~100 |
109~100 |
-0~001 |
|
|
|
| Total Volume and Open Interest |
235,922 |
721,805 |
-23,420 |
| Eurodollars(CME) |
| Dec10 |
101102 |
99.670 |
99.680 |
99.665 |
99.680 |
+0.005 |
96,794 |
1,007,813 |
+5,888 |
| Mar11 |
101102 |
99.615 |
99.625 |
99.610 |
99.620 |
unch |
135,726 |
1,249,440 |
-7,950 |
| Jun11 |
101102 |
99.575 |
99.580 |
99.565 |
99.575 |
-0.005 |
132,536 |
1,132,997 |
+4,894 |
| Sep11 |
101102 |
99.525 |
99.530 |
99.510 |
99.520 |
-0.010 |
151,665 |
895,940 |
-7,810 |
| Dec11 |
101102 |
99.465 |
99.475 |
99.450 |
99.460 |
-0.010 |
176,445 |
840,879 |
+40 |
| Mar12 |
101102 |
99.395 |
99.405 |
99.380 |
99.390 |
-0.010 |
184,667 |
708,076 |
+21,689 |
| Jun12 |
101102 |
99.295 |
99.310 |
99.270 |
99.290 |
-0.010 |
136,829 |
461,496 |
-4,095 |
| Sep12 |
101102 |
99.170 |
99.190 |
99.145 |
99.165 |
-0.015 |
115,113 |
383,590 |
+4,783 |
| Dec12 |
101102 |
99.010 |
99.030 |
98.975 |
99.000 |
-0.020 |
113,822 |
324,738 |
+5,266 |
| Mar13 |
101102 |
98.835 |
98.855 |
98.795 |
98.820 |
-0.020 |
78,712 |
262,949 |
+1,368 |
| Jun13 |
101102 |
98.620 |
98.645 |
98.580 |
98.610 |
-0.020 |
57,301 |
157,706 |
+1,654 |
| Sep13 |
101102 |
98.400 |
98.420 |
98.360 |
98.390 |
-0.015 |
48,978 |
171,779 |
+3,510 |
| Dec13 |
101102 |
98.160 |
98.180 |
98.120 |
98.150 |
-0.015 |
23,940 |
124,559 |
-842 |
| Mar14 |
101102 |
97.930 |
97.950 |
97.895 |
97.925 |
-0.010 |
17,915 |
108,507 |
-786 |
| Jun14 |
101102 |
97.680 |
97.705 |
97.655 |
97.685 |
-0.005 |
18,737 |
105,862 |
-518 |
| Sep14 |
101102 |
97.445 |
97.465 |
97.420 |
97.455 |
+0.005 |
15,963 |
68,617 |
-1,159 |
| Dec14 |
101102 |
97.205 |
97.235 |
97.190 |
97.225 |
+0.010 |
13,762 |
91,032 |
+58 |
| Mar15 |
101102 |
97.000 |
97.035 |
96.990 |
97.025 |
+0.015 |
9,443 |
51,377 |
-547 |
| Total Volume and Open Interest |
1,564,192 |
8,376,759 |
+23,800 |
| 30 Day Federal Funds(CBOT) |
| Nov10 |
101102 |
99.815 |
99.817 |
99.815 |
99.815 |
unch |
2,576 |
103,025 |
+1,196 |
| Dec10 |
101102 |
99.820 |
99.825 |
99.820 |
99.820 |
unch |
896 |
85,478 |
-275 |
| Jan11 |
101102 |
99.835 |
99.840 |
99.830 |
99.830 |
unch |
466 |
57,074 |
-163 |
| Feb11 |
101102 |
99.830 |
99.840 |
99.830 |
99.830 |
unch |
298 |
50,489 |
-130 |
| Mar11 |
101102 |
99.835 |
99.840 |
99.830 |
99.830 |
unch |
248 |
28,672 |
-33 |
| Apr11 |
101102 |
99.830 |
99.840 |
99.830 |
99.830 |
unch |
577 |
29,243 |
-324 |
| Total Volume and Open Interest |
16,824 |
618,729 |
+1,691 |
| 30 Day Fed Funds(e-CBOT) |
| Nov10 |
090519 |
98.660 |
98.660 |
98.660 |
98.660 |
unch |
0 |
1,342 |
|
| 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) |
| Dec10 |
101102 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
0 |
1,690 |
+0 |
| Mar11 |
101102 |
99.690 |
99.690 |
99.690 |
99.690 |
-0.002 |
0 |
767 |
+0 |
| Jun11 |
101102 |
99.695 |
99.695 |
99.695 |
99.695 |
-0.005 |
|
|
|
| Sep11 |
101102 |
99.688 |
99.688 |
99.688 |
99.688 |
-0.005 |
|
|
|
| Dec11 |
101102 |
99.690 |
99.690 |
99.690 |
99.690 |
-0.005 |
|
|
|
| Mar12 |
101102 |
99.680 |
99.680 |
99.680 |
99.680 |
-0.005 |
|
|
|
| Jun12 |
101102 |
99.730 |
99.730 |
99.730 |
99.730 |
-0.005 |
|
|
|
| Sep12 |
101102 |
99.680 |
99.680 |
99.680 |
99.680 |
-0.005 |
|
|
|
| Dec12 |
101102 |
99.375 |
99.375 |
99.375 |
99.375 |
-0.005 |
|
|
|
| Mar13 |
101102 |
99.375 |
99.375 |
99.375 |
99.375 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
0 |
2,457 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Dec10 |
101102 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
17 |
3,236 |
+199 |
| Mar11 |
101102 |
99.68 |
99.69 |
99.68 |
99.69 |
0.00 |
0 |
1,551 |
+0 |
| Jun11 |
101102 |
99.70 |
99.70 |
99.69 |
99.69 |
0.00 |
101 |
1,744 |
-203 |
| Sep11 |
101102 |
99.69 |
99.69 |
99.69 |
99.69 |
0.00 |
1 |
1,098 |
+0 |
| Dec11 |
101102 |
99.69 |
99.69 |
99.69 |
99.69 |
0.00 |
0 |
110 |
+0 |
| Mar12 |
101102 |
99.68 |
99.68 |
99.68 |
99.68 |
0.00 |
0 |
305 |
+0 |
| Jun12 |
101102 |
99.73 |
99.73 |
99.73 |
99.73 |
0.00 |
0 |
754 |
+0 |
| Sep12 |
101102 |
99.68 |
99.68 |
99.68 |
99.68 |
0.00 |
0 |
310 |
+0 |
| Total Volume and Open Interest |
119 |
9,112 |
-4 |
| Japanese Gov't Bonds(SGX) |
| Dec10 |
101102 |
143.01 |
143.13 |
142.78 |
143.05 |
+0.01 |
1,971 |
20,473 |
-1,766 |
| Mar11 |
101102 |
140.96 |
140.96 |
140.96 |
140.96 |
+0.01 |
|
|
|
| Jun11 |
101102 |
138.87 |
138.87 |
138.87 |
138.87 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
1,971 |
20,473 |
+8 |
| Euro-Bund(EUREX) |
| Dec10 |
101102 |
129.70 |
130.09 |
129.57 |
129.78 |
+0.10 |
991,165 |
927,351 |
-12,064 |
| Mar11 |
101102 |
129.75 |
130.07 |
129.73 |
129.85 |
+0.12 |
329 |
8,010 |
+55 |
| Jun11 |
101102 |
128.78 |
128.78 |
128.78 |
128.78 |
+0.10 |
60 |
0 |
+0 |
| Total Volume and Open Interest |
991,554 |
935,361 |
-9,701 |
| Euro-Bobl(EUREX) |
| Dec10 |
101102 |
119.81 |
119.96 |
119.72 |
119.81 |
-0.03 |
504,625 |
747,936 |
+7,318 |
| Mar11 |
101102 |
119.75 |
119.75 |
119.75 |
119.75 |
-0.03 |
366 |
69,299 |
+51 |
| Jun11 |
101102 |
119.65 |
119.65 |
119.65 |
119.65 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
504,991 |
817,235 |
+7,369 |
| 3-Mth Euribor(EUREX) |
| Dec10 |
101102 |
98.870 |
98.875 |
98.865 |
98.865 |
-0.005 |
3 |
4,492 |
-7 |
| Mar11 |
101102 |
98.755 |
98.760 |
98.745 |
98.745 |
-0.015 |
43 |
2,352 |
-9 |
| Jun11 |
101102 |
98.655 |
98.660 |
98.655 |
98.655 |
-0.020 |
1 |
3,071 |
+1 |
| Total Volume and Open Interest |
73 |
16,350 |
-7 |
| Long Gilt(LIFFE) |
| Dec10 |
101028 |
122~24 |
122~32 |
122~11 |
122~21 |
+0~02 |
175,023 |
301,008 |
-2,100 |
| Mar11 |
101102 |
122~19 |
122~19 |
122~17 |
122~17 |
+0~04 |
0 |
165 |
+0 |
| Total Volume and Open Interest |
117,509 |
292,239 |
+5,701 |
| 3-Mth Short Sterling(LIFFE) |
| Dec10 |
101102 |
99.25 |
99.26 |
99.24 |
99.25 |
unch |
18,392 |
353,625 |
-2,766 |
| Mar11 |
101102 |
99.20 |
99.20 |
99.19 |
99.19 |
-0.01 |
26,360 |
300,360 |
-2,656 |
| Jun11 |
101102 |
99.12 |
99.12 |
99.10 |
99.10 |
-0.02 |
27,319 |
288,643 |
+6,088 |
| Sep11 |
101102 |
99.01 |
99.02 |
98.99 |
99.00 |
-0.02 |
47,130 |
315,539 |
-4,417 |
| Dec11 |
101102 |
98.90 |
98.90 |
98.86 |
98.87 |
-0.02 |
59,473 |
356,743 |
-11,266 |
| Mar12 |
101102 |
98.77 |
98.77 |
98.73 |
98.74 |
-0.02 |
55,462 |
244,195 |
-7,291 |
| Total Volume and Open Interest |
320,539 |
2,258,259 |
-17,911 |
| 3-Mth Euribor(LIFFE) |
| Dec10 |
101102 |
98.875 |
98.880 |
98.865 |
98.865 |
-0.005 |
110,191 |
593,728 |
-16,585 |
| Mar11 |
101102 |
98.755 |
98.765 |
98.745 |
98.745 |
-0.015 |
111,617 |
621,383 |
-14,868 |
| Jun11 |
101102 |
98.670 |
98.675 |
98.650 |
98.655 |
-0.020 |
127,405 |
529,734 |
-11,105 |
| Total Volume and Open Interest |
990,659 |
3,280,077 |
-78,542 |
| 3-Mth Aus T-Bills(SFE) |
| Dec10 |
101102 |
95.10 |
95.10 |
94.92 |
94.98 |
-0.12 |
19,990 |
169,481 |
-4,233 |
| Mar11 |
101102 |
95.00 |
95.01 |
94.79 |
94.87 |
-0.13 |
18,129 |
165,371 |
-607 |
| Jun11 |
101102 |
94.87 |
94.87 |
94.67 |
94.76 |
-0.11 |
11,354 |
91,015 |
+1,077 |
| Sep11 |
101102 |
94.76 |
94.77 |
94.57 |
94.68 |
-0.09 |
4,701 |
51,954 |
-340 |
| Dec11 |
101102 |
94.69 |
94.70 |
94.50 |
94.61 |
-0.08 |
2,676 |
34,720 |
+274 |
| Mar12 |
101102 |
94.64 |
94.64 |
94.46 |
94.56 |
-0.08 |
388 |
38,255 |
-221 |
| Jun12 |
101102 |
94.61 |
94.61 |
94.45 |
94.52 |
-0.09 |
637 |
27,061 |
+388 |
| Sep12 |
101102 |
94.59 |
94.60 |
94.46 |
94.49 |
-0.10 |
424 |
9,657 |
+165 |
| Dec12 |
101102 |
94.49 |
94.49 |
94.46 |
94.46 |
-0.10 |
0 |
1,551 |
+0 |
| Mar13 |
101102 |
94.47 |
94.47 |
94.44 |
94.46 |
-0.09 |
0 |
1,398 |
+0 |
| Total Volume and Open Interest |
58,299 |
590,526 |
-3,497 |
| 10-Year Aus T-Bonds(SFE) |
| Dec10 |
101102 |
94.74 |
94.81 |
94.71 |
94.72 |
-0.02 |
34,690 |
372,397 |
-841 |
| Mar11 |
101102 |
94.72 |
94.72 |
94.72 |
94.72 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
34,690 |
372,397 |
-841 |
| 3-Year Aus T-Bonds(SFE) |
| Dec10 |
101102 |
95.06 |
95.08 |
94.92 |
94.97 |
-0.09 |
91,240 |
461,571 |
-20,644 |
| Mar11 |
101102 |
94.95 |
94.95 |
94.95 |
94.95 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
91,240 |
461,571 |
-20,644 |
| Gold(CMX) |
| Dec10 |
101102 |
1351.6 |
1359.9 |
1350.2 |
1356.9 |
+6.3 |
167,815 |
391,333 |
+1,063 |
| Feb11 |
101102 |
1355.2 |
1361.5 |
1352.6 |
1358.9 |
+6.4 |
7,065 |
54,288 |
+1,531 |
| Apr11 |
101102 |
1358.1 |
1361.8 |
1354.6 |
1360.6 |
+6.5 |
1,135 |
19,929 |
+11 |
| Jun11 |
101102 |
1358.5 |
1363.6 |
1356.1 |
1362.2 |
+6.5 |
2,092 |
20,403 |
+617 |
| Aug11 |
101102 |
1364.0 |
1364.1 |
1364.0 |
1364.1 |
+6.8 |
273 |
10,701 |
-22 |
| Oct11 |
101102 |
1362.0 |
1367.9 |
1362.0 |
1365.8 |
+6.8 |
954 |
9,386 |
-709 |
| Dec11 |
101102 |
1363.3 |
1369.3 |
1361.6 |
1367.5 |
+6.7 |
3,193 |
20,977 |
+418 |
| Feb12 |
101102 |
1369.4 |
1369.4 |
1369.4 |
1369.4 |
+6.8 |
800 |
6,013 |
-740 |
| Apr12 |
101102 |
1371.3 |
1371.3 |
1371.3 |
1371.3 |
+6.9 |
45 |
5,843 |
+10 |
| Jun12 |
101102 |
1373.3 |
1373.3 |
1373.3 |
1373.3 |
+6.9 |
1,595 |
8,849 |
-1,060 |
| Aug12 |
101102 |
1375.3 |
1375.3 |
1375.3 |
1375.3 |
+6.9 |
275 |
4,557 |
+50 |
| Total Volume and Open Interest |
203,808 |
608,083 |
+5,040 |
| Silver(CMX) |
| Dec10 |
101102 |
2463.0 |
2494.0 |
2461.5 |
2483.6 |
+28.4 |
63,336 |
91,538 |
+472 |
| Mar11 |
101102 |
2470.5 |
2499.0 |
2470.5 |
2489.6 |
+28.5 |
7,376 |
26,494 |
+941 |
| May11 |
101102 |
2480.0 |
2502.5 |
2480.0 |
2493.1 |
+28.7 |
542 |
11,360 |
+90 |
| Jul11 |
101102 |
2497.0 |
2497.0 |
2496.5 |
2496.5 |
+29.0 |
238 |
8,048 |
+138 |
| Sep11 |
101102 |
2499.5 |
2499.7 |
2499.5 |
2499.7 |
+29.2 |
135 |
5,242 |
+118 |
| Dec11 |
101102 |
2503.5 |
2510.0 |
2488.0 |
2504.2 |
+29.5 |
601 |
5,613 |
+403 |
| Mar12 |
101102 |
2508.3 |
2508.3 |
2508.3 |
2508.3 |
+30.2 |
0 |
251 |
+0 |
| Total Volume and Open Interest |
72,348 |
154,866 |
+1,822 |
| Platinum(NYMEX) |
| Jan11 |
101102 |
1712.9 |
1724.6 |
1709.8 |
1719.1 |
+7.6 |
4,912 |
36,911 |
+381 |
| Apr11 |
101102 |
1722.2 |
1727.4 |
1720.9 |
1722.9 |
+7.3 |
18 |
925 |
+16 |
| Jul11 |
101102 |
1725.1 |
1725.1 |
1725.1 |
1725.1 |
+7.3 |
0 |
25 |
+0 |
| Oct11 |
101102 |
1725.1 |
1725.1 |
1725.1 |
1725.1 |
+7.3 |
|
|
|
| Total Volume and Open Interest |
4,931 |
37,867 |
+395 |
| Palladium(NYMEX) |
| Dec10 |
101102 |
649.00 |
0.64 |
642.50 |
645.45 |
-3.25 |
3,860 |
24,033 |
+189 |
| Mar11 |
101102 |
655.95 |
655.95 |
647.20 |
648.10 |
-3.30 |
609 |
2,052 |
+445 |
| Jun11 |
101102 |
651.50 |
651.50 |
647.80 |
648.95 |
-3.30 |
15 |
105 |
+15 |
| Total Volume and Open Interest |
4,484 |
26,190 |
+649 |
| Copper(CMX) |
| Dec10 |
101102 |
378.50 |
384.10 |
377.00 |
383.90 |
+5.40 |
33,892 |
91,969 |
-1,866 |
| Mar11 |
101102 |
379.60 |
385.20 |
378.30 |
385.05 |
+5.30 |
4,419 |
41,066 |
-816 |
| May11 |
101102 |
378.90 |
385.10 |
378.90 |
385.05 |
+5.30 |
746 |
9,983 |
+327 |
| Jul11 |
101102 |
381.80 |
384.45 |
381.80 |
384.45 |
+5.30 |
446 |
4,573 |
-358 |
| Sep11 |
101102 |
383.15 |
383.15 |
383.15 |
383.15 |
+5.20 |
181 |
4,359 |
+126 |
| Total Volume and Open Interest |
40,952 |
161,220 |
-3,244 |
| DJIA Index(CBOT) |
| Dec10 |
101102 |
11082 |
11170 |
11074 |
11152 |
+62 |
223 |
7,013 |
+5 |
| Mar11 |
101102 |
11075 |
11086 |
11075 |
11086 |
+61 |
0 |
15 |
+0 |
| Jun11 |
101102 |
11022 |
11022 |
10960 |
11022 |
+62 |
|
|
|
| Sep11 |
101102 |
10964 |
10964 |
10902 |
10964 |
+62 |
|
|
|
| Total Volume and Open Interest |
223 |
7,028 |
+5 |
| S & P 500(CME) |
| Dec10 |
101102 |
1182.30 |
1193.30 |
1180.90 |
1192.70 |
+9.60 |
11,843 |
315,958 |
-1,503 |
| Mar11 |
101102 |
1184.20 |
1189.00 |
1179.50 |
1187.40 |
+9.60 |
51 |
4,463 |
-120 |
| Jun11 |
101102 |
1182.40 |
1183.40 |
1182.40 |
1182.40 |
+9.50 |
0 |
2,201 |
+0 |
| Sep11 |
101102 |
1177.40 |
1178.40 |
1177.40 |
1177.40 |
+9.50 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
11,894 |
322,647 |
-1,623 |
| S & P 500 E-Mini(Globex) |
| Dec10 |
101102 |
1192.75 |
1193.00 |
1192.25 |
1192.75 |
+10.25 |
|
|
|
| Mar11 |
101102 |
1177.25 |
1188.00 |
1176.25 |
1187.50 |
+9.75 |
375 |
11,874 |
+3 |
| Total Volume and Open Interest |
1,751,924 |
2,683,736 |
+3,206 |
| NASDAQ 100(CME) |
| Dec10 |
101102 |
2128.50 |
2155.00 |
2126.80 |
2150.30 |
+21.30 |
323 |
24,846 |
-55 |
| Mar11 |
101102 |
2147.80 |
2155.00 |
2147.80 |
2147.80 |
+21.30 |
3 |
3 |
+1 |
| Jun11 |
101102 |
2145.30 |
2147.50 |
2145.30 |
2145.30 |
+21.30 |
|
|
|
| Total Volume and Open Interest |
326 |
24,849 |
-54 |
| NASDAQ 100 E-Mini(Globex) |
| Dec10 |
101102 |
2128.30 |
2153.80 |
2126.30 |
2150.30 |
+21.30 |
232,478 |
439,844 |
-2,153 |
| Mar11 |
101102 |
2124.80 |
2150.80 |
2124.80 |
2147.80 |
+21.30 |
202 |
1,129 |
-28 |
| Total Volume and Open Interest |
232,680 |
440,978 |
-2,181 |
| S & P Midcap 400(CME) |
| Dec10 |
101102 |
834.00 |
836.70 |
834.00 |
836.70 |
+8.80 |
6 |
3,148 |
+0 |
| Mar11 |
101102 |
834.70 |
834.70 |
834.70 |
834.70 |
+8.80 |
|
|
|
| Jun11 |
101102 |
832.70 |
832.70 |
832.70 |
832.70 |
+8.80 |
|
|
|
| Total Volume and Open Interest |
6 |
3,148 |
+0 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec10 |
101102 |
9225 |
9225 |
9225 |
9225 |
+85 |
|
|
|
| Mar11 |
101102 |
9260 |
9260 |
9175 |
9260 |
+85 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
8,572 |
35,315 |
+1,105 |
| Nikkei 225(SGX) |
| Dec10 |
101102 |
9165 |
9180 |
9120 |
9175 |
+15 |
116,222 |
204,206 |
+5,187 |
| Mar11 |
101102 |
9150 |
9165 |
9145 |
9165 |
+15 |
355 |
2,407 |
-42 |
| Jun11 |
101102 |
9100 |
9100 |
9100 |
9100 |
+20 |
0 |
2,125 |
+0 |
| Total Volume and Open Interest |
116,952 |
215,415 |
+5,155 |
| CAC 40(EURONEXT) |
| Nov10 |
101102 |
3814.5 |
3862.0 |
3808.5 |
3848.0 |
+23.5 |
120,844 |
355,859 |
+6,362 |
| Dec10 |
101102 |
3811.0 |
3860.0 |
3810.0 |
3847.5 |
+24.0 |
349 |
67,300 |
-1,134 |
| Jan11 |
101102 |
3849.5 |
3849.5 |
3849.5 |
3849.5 |
+24.5 |
0 |
35 |
+0 |
| Total Volume and Open Interest |
121,193 |
423,314 |
+5,228 |
| Hang Seng Index(HKFE) |
| Nov10 |
101102 |
23555 |
23678 |
23494 |
23677 |
+41 |
87,143 |
120,685 |
+6,724 |
| Dec10 |
101102 |
23565 |
23680 |
23500 |
23680 |
+42 |
1,076 |
6,481 |
+74 |
| Total Volume and Open Interest |
88,425 |
129,128 |
+7,523 |
| DAX(EUREX) |
| Dec10 |
101102 |
6609.5 |
6684.0 |
6603.0 |
6664.0 |
+51.5 |
119,896 |
182,312 |
+3,833 |
| Mar11 |
101102 |
6622.0 |
6695.0 |
6622.0 |
6680.0 |
+51.5 |
616 |
11,985 |
+27 |
| Jun11 |
101102 |
6641.5 |
6719.0 |
6641.5 |
6699.5 |
+51.0 |
212 |
2,507 |
-95 |
| Total Volume and Open Interest |
120,724 |
196,804 |
+3,765 |
| FT-SE 100(EURONEXT) |
| Dec10 |
101102 |
5670.00 |
5756.00 |
5667.50 |
5744.00 |
+68.00 |
94,580 |
625,033 |
+5,663 |
| Mar11 |
101102 |
5654.00 |
5706.50 |
5654.00 |
5703.50 |
+68.00 |
288 |
5,180 |
-13 |
| Jun11 |
101102 |
5643.00 |
5660.00 |
5643.00 |
5660.00 |
+68.00 |
10 |
640 |
+0 |
| Total Volume and Open Interest |
94,878 |
630,863 |
+5,650 |
| SPI 200(SFE) |
| Dec10 |
101102 |
4706.0 |
4716.0 |
4663.0 |
4701.0 |
+1.0 |
25,932 |
216,459 |
-7,658 |
| Mar11 |
101102 |
4694.0 |
4694.0 |
4694.0 |
4694.0 |
+2.0 |
0 |
2,138 |
+0 |
| Jun11 |
101102 |
4718.0 |
4718.0 |
4718.0 |
4718.0 |
+1.0 |
0 |
1,025 |
+0 |
| Total Volume and Open Interest |
26,034 |
222,712 |
-7,608 |
| GSCI(CME) |
| Nov10 |
101102 |
576.50 |
577.00 |
573.25 |
575.00 |
+4.50 |
450 |
15,087 |
+63 |
| Dec10 |
101102 |
581.75 |
583.00 |
577.30 |
581.75 |
+4.40 |
0 |
30 |
+0 |
| Jan11 |
101102 |
584.00 |
584.75 |
578.95 |
584.00 |
+5.00 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
450 |
15,120 |
+63 |
| 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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