|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu November 04, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov10 |
101104 |
1230.50 |
1268.00 |
1229.00 |
1264.75 |
+37.25 |
14,956 |
11,811 |
-3,330 |
Jan11 |
101104 |
1239.50 |
1279.00 |
1238.50 |
1274.75 |
+37.25 |
68,784 |
318,764 |
-4,146 |
Mar11 |
101104 |
1246.75 |
1286.50 |
1246.00 |
1283.25 |
+38.50 |
14,213 |
90,281 |
+804 |
May11 |
101104 |
1248.00 |
1288.00 |
1247.25 |
1284.75 |
+38.75 |
4,252 |
58,192 |
+29 |
Jul11 |
101104 |
1253.75 |
1293.50 |
1253.00 |
1290.75 |
+39.75 |
6,431 |
51,767 |
-30 |
Aug11 |
101104 |
1244.00 |
1273.75 |
1235.25 |
1273.75 |
+38.50 |
94 |
1,529 |
-1 |
Sep11 |
101104 |
1219.25 |
1244.00 |
1210.00 |
1244.00 |
+34.00 |
165 |
1,810 |
-6 |
Total Volume and Open Interest |
113,984 |
613,985 |
-5,821 |
Soybean Meal(CBOT) |
Dec10 |
101104 |
338.70 |
349.30 |
337.80 |
348.20 |
+9.30 |
19,308 |
98,909 |
-1,571 |
Jan11 |
101104 |
340.60 |
350.50 |
339.20 |
349.50 |
+8.90 |
10,164 |
28,501 |
-1,299 |
Mar11 |
101104 |
342.10 |
352.50 |
340.70 |
351.50 |
+9.30 |
4,121 |
23,820 |
+374 |
May11 |
101104 |
341.50 |
352.40 |
340.30 |
351.50 |
+9.80 |
1,689 |
20,097 |
-340 |
Jul11 |
101104 |
343.60 |
353.70 |
342.00 |
352.90 |
+9.80 |
2,205 |
15,187 |
+100 |
Aug11 |
101104 |
340.60 |
347.30 |
340.60 |
347.30 |
+9.50 |
98 |
3,536 |
+16 |
Sep11 |
101104 |
331.30 |
340.40 |
330.60 |
339.70 |
+8.40 |
172 |
3,892 |
+7 |
Oct11 |
101104 |
319.30 |
326.80 |
319.30 |
326.70 |
+6.80 |
92 |
2,028 |
+29 |
Total Volume and Open Interest |
39,741 |
204,711 |
-2,916 |
Soybean Oil(CBOT) |
Dec10 |
101104 |
49.90 |
51.32 |
49.88 |
51.25 |
+1.35 |
32,109 |
132,116 |
-1,248 |
Jan11 |
101104 |
50.25 |
51.67 |
50.23 |
51.61 |
+1.36 |
16,908 |
105,281 |
+2,597 |
Mar11 |
101104 |
50.65 |
52.02 |
50.62 |
51.98 |
+1.34 |
6,568 |
58,266 |
+609 |
May11 |
101104 |
50.87 |
52.20 |
50.83 |
52.18 |
+1.32 |
3,093 |
22,296 |
-158 |
Jul11 |
101104 |
51.10 |
52.39 |
51.08 |
52.39 |
+1.30 |
4,546 |
20,695 |
+882 |
Aug11 |
101104 |
51.14 |
52.42 |
51.14 |
52.42 |
+1.28 |
1,117 |
4,582 |
+37 |
Sep11 |
101104 |
51.20 |
52.44 |
51.20 |
52.44 |
+1.25 |
724 |
1,700 |
-9 |
Oct11 |
101104 |
51.28 |
52.44 |
51.28 |
52.44 |
+1.22 |
255 |
2,612 |
+93 |
Total Volume and Open Interest |
67,846 |
359,305 |
+3,545 |
Canola(WCE) |
Nov10 |
101104 |
541.6 |
548.1 |
541.6 |
545.8 |
+11.0 |
630 |
392 |
-644 |
Jan11 |
101104 |
541.0 |
553.0 |
541.0 |
550.9 |
+9.5 |
5,457 |
140,678 |
+728 |
Mar11 |
101104 |
551.0 |
560.4 |
551.0 |
558.1 |
+10.1 |
1,176 |
14,730 |
+270 |
May11 |
101104 |
550.2 |
562.6 |
550.2 |
560.3 |
+10.1 |
309 |
4,519 |
+273 |
Jul11 |
101104 |
555.1 |
563.3 |
555.1 |
561.3 |
+10.6 |
303 |
11,586 |
+238 |
Total Volume and Open Interest |
8,841 |
196,891 |
+1,753 |
Corn(CBOT) |
Dec10 |
101104 |
581.00 |
595.75 |
580.50 |
590.00 |
+9.00 |
178,280 |
540,634 |
-15,830 |
Mar11 |
101104 |
594.50 |
609.25 |
594.00 |
603.75 |
+9.25 |
69,084 |
496,927 |
+6,396 |
May11 |
101104 |
600.50 |
615.25 |
600.50 |
610.00 |
+9.00 |
15,629 |
104,132 |
+2,770 |
Jul11 |
101104 |
603.50 |
618.50 |
603.50 |
613.50 |
+9.25 |
29,784 |
188,001 |
+2,352 |
Sep11 |
101104 |
566.00 |
578.00 |
566.00 |
575.50 |
+7.50 |
2,368 |
34,108 |
+206 |
Dec11 |
101104 |
548.00 |
558.00 |
548.00 |
554.50 |
+5.00 |
42,481 |
206,463 |
+2,297 |
Total Volume and Open Interest |
339,785 |
1,618,200 |
-1,541 |
Wheat(CBOT) |
Dec10 |
101104 |
695.25 |
719.50 |
692.75 |
713.75 |
+23.50 |
58,450 |
200,966 |
-6,757 |
Mar11 |
101104 |
734.25 |
758.25 |
733.00 |
753.50 |
+24.00 |
27,011 |
123,668 |
+649 |
May11 |
101104 |
757.00 |
779.00 |
757.00 |
775.25 |
+22.25 |
5,486 |
33,024 |
+256 |
Jul11 |
101104 |
767.00 |
791.00 |
767.00 |
787.00 |
+22.25 |
8,145 |
85,835 |
-585 |
Sep11 |
101104 |
788.00 |
813.00 |
788.00 |
809.75 |
+22.00 |
2,008 |
14,794 |
+251 |
Total Volume and Open Interest |
107,521 |
523,063 |
-5,621 |
Wheat(KCBT) |
Dec10 |
101104 |
752.00 |
774.25 |
749.50 |
769.00 |
+22.50 |
8,430 |
77,266 |
-346 |
Mar11 |
101104 |
767.00 |
789.50 |
765.00 |
784.75 |
+22.50 |
5,573 |
90,543 |
-770 |
May11 |
101104 |
775.00 |
798.00 |
775.00 |
793.50 |
+22.25 |
2,059 |
18,218 |
+941 |
Jul11 |
101104 |
780.00 |
804.25 |
780.00 |
799.75 |
+22.75 |
2,619 |
41,084 |
+968 |
Sep11 |
101104 |
790.25 |
812.00 |
790.25 |
808.00 |
+22.00 |
84 |
5,651 |
+21 |
Total Volume and Open Interest |
18,953 |
240,739 |
+872 |
Wheat(MGE) |
Dec10 |
101104 |
763.75 |
787.00 |
763.25 |
784.75 |
+22.50 |
3,130 |
17,623 |
+26 |
Mar11 |
101104 |
775.75 |
801.50 |
775.75 |
799.00 |
+23.25 |
1,907 |
24,588 |
+110 |
May11 |
101104 |
788.00 |
810.00 |
788.00 |
808.25 |
+23.75 |
390 |
6,691 |
+71 |
Jul11 |
101104 |
793.25 |
815.50 |
793.00 |
814.00 |
+23.50 |
341 |
7,914 |
+123 |
Sep11 |
101104 |
796.00 |
818.00 |
795.75 |
814.25 |
+21.25 |
326 |
5,219 |
+183 |
Total Volume and Open Interest |
6,334 |
68,513 |
+624 |
Oats(CBOT) |
Dec10 |
101104 |
362.50 |
378.50 |
361.50 |
377.50 |
+16.00 |
1,328 |
5,558 |
-756 |
Mar11 |
101104 |
377.75 |
390.50 |
377.75 |
390.00 |
+16.25 |
899 |
7,117 |
+477 |
May11 |
101104 |
390.00 |
395.00 |
378.75 |
395.00 |
+16.25 |
10 |
160 |
+4 |
Jul11 |
101104 |
394.50 |
400.00 |
383.75 |
400.00 |
+16.25 |
0 |
45 |
+0 |
Total Volume and Open Interest |
2,308 |
13,686 |
-229 |
Rough Rice(CBOT) |
Nov10 |
101104 |
14.32 |
14.69 |
14.24 |
14.56 |
+0.32 |
86 |
149 |
+9 |
Jan11 |
101104 |
14.60 |
15.02 |
14.60 |
14.86 |
+0.31 |
1,510 |
12,239 |
-226 |
Mar11 |
101104 |
14.94 |
15.27 |
14.94 |
15.14 |
+0.32 |
326 |
3,291 |
-32 |
May11 |
101104 |
15.34 |
15.52 |
15.07 |
15.39 |
+0.32 |
219 |
741 |
-16 |
Total Volume and Open Interest |
2,255 |
18,426 |
-309 |
Live Cattle(CME) |
Dec10 |
101104 |
97.950 |
98.700 |
97.600 |
97.650 |
-0.050 |
16,393 |
133,131 |
-4,241 |
Feb11 |
101104 |
101.350 |
102.150 |
100.980 |
101.480 |
+0.300 |
10,898 |
82,988 |
+1,750 |
Apr11 |
101104 |
104.580 |
105.700 |
104.350 |
105.330 |
+0.680 |
4,733 |
56,042 |
+351 |
Jun11 |
101104 |
102.450 |
103.500 |
102.135 |
102.850 |
+0.420 |
1,799 |
27,447 |
+210 |
Aug11 |
101104 |
102.500 |
103.200 |
102.000 |
102.900 |
+0.470 |
297 |
9,507 |
+49 |
Oct11 |
101104 |
104.950 |
105.400 |
104.950 |
105.385 |
+0.585 |
325 |
5,218 |
+116 |
Total Volume and Open Interest |
34,550 |
316,058 |
-1,694 |
Feeder Cattle(CME) |
Nov10 |
101104 |
110.350 |
110.930 |
109.700 |
110.135 |
-0.750 |
934 |
3,480 |
-206 |
Jan11 |
101104 |
110.900 |
111.230 |
109.850 |
110.400 |
-1.000 |
1,584 |
13,379 |
-45 |
Mar11 |
101104 |
111.700 |
111.850 |
110.750 |
111.350 |
-0.950 |
517 |
5,030 |
+7 |
Apr11 |
101104 |
112.785 |
113.000 |
111.900 |
112.730 |
-0.570 |
69 |
1,300 |
-3 |
May11 |
101104 |
113.550 |
113.950 |
112.800 |
113.700 |
-0.200 |
61 |
1,734 |
+27 |
Aug11 |
101104 |
114.680 |
115.000 |
114.035 |
114.900 |
-0.500 |
82 |
864 |
+61 |
Sep11 |
101104 |
115.000 |
115.000 |
115.000 |
115.000 |
-0.400 |
5 |
39 |
+3 |
Total Volume and Open Interest |
3,252 |
25,826 |
-156 |
Lean Hogs(CME) |
Dec10 |
101104 |
66.800 |
68.350 |
66.535 |
67.635 |
+0.850 |
18,773 |
78,185 |
-2,843 |
Feb11 |
101104 |
72.600 |
74.150 |
72.285 |
73.800 |
+1.250 |
9,381 |
47,240 |
+1,201 |
Apr11 |
101104 |
77.225 |
78.250 |
76.950 |
77.850 |
+0.625 |
6,794 |
37,544 |
+1,015 |
May11 |
101104 |
83.330 |
84.500 |
83.330 |
84.500 |
+0.900 |
246 |
1,539 |
+49 |
Jun11 |
101104 |
86.480 |
87.680 |
86.450 |
87.535 |
+0.805 |
2,566 |
25,135 |
+60 |
Jul11 |
101104 |
86.300 |
87.550 |
86.300 |
87.535 |
+1.035 |
464 |
5,568 |
+53 |
Aug11 |
101104 |
86.000 |
86.900 |
86.000 |
86.400 |
+0.500 |
2,625 |
6,015 |
+1,522 |
Oct11 |
101104 |
79.035 |
80.300 |
79.035 |
80.250 |
+1.050 |
388 |
2,135 |
+99 |
Total Volume and Open Interest |
41,416 |
204,014 |
+1,266 |
Pork Bellies(CME) |
Feb11 |
101104 |
104.500 |
104.500 |
104.500 |
104.500 |
unch |
0 |
8 |
+0 |
Mar11 |
101104 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
0 |
1 |
+0 |
May11 |
101104 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
|
|
|
Jul11 |
101104 |
103.500 |
103.500 |
103.500 |
103.500 |
unch |
|
|
|
Aug11 |
101104 |
102.500 |
102.500 |
102.500 |
102.500 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
9 |
+0 |
Class III Milk(CME) |
Nov10 |
101104 |
15.51 |
15.72 |
15.45 |
15.69 |
+0.24 |
102 |
4,940 |
-18 |
Dec10 |
101104 |
13.94 |
14.44 |
13.89 |
14.29 |
+0.31 |
372 |
5,816 |
-3 |
Jan11 |
101104 |
13.67 |
14.08 |
13.67 |
13.93 |
+0.24 |
153 |
2,802 |
+6 |
Feb11 |
101104 |
13.68 |
13.98 |
13.68 |
13.91 |
+0.18 |
122 |
2,244 |
-1 |
Mar11 |
101104 |
13.75 |
14.12 |
13.75 |
14.02 |
+0.17 |
73 |
2,049 |
+4 |
Total Volume and Open Interest |
1,016 |
29,021 |
+50 |
Cocoa(ICE) |
Dec10 |
101104 |
2783 |
2815 |
2752 |
2756 |
-8 |
8,749 |
47,393 |
-2,311 |
Mar11 |
101104 |
2820 |
2850 |
2788 |
2798 |
-1 |
7,112 |
47,558 |
+4,185 |
May11 |
101104 |
2831 |
2871 |
2816 |
2820 |
-1 |
244 |
15,872 |
+57 |
Jul11 |
101104 |
2870 |
2880 |
2830 |
2835 |
-3 |
9 |
6,680 |
+1 |
Sep11 |
101104 |
2890 |
2890 |
2846 |
2850 |
-5 |
5 |
3,927 |
+0 |
Dec11 |
101104 |
2888 |
2895 |
2873 |
2873 |
-5 |
4 |
9,077 |
+34 |
Mar12 |
101104 |
2965 |
2965 |
2942 |
2942 |
-5 |
25 |
10,663 |
+6 |
Total Volume and Open Interest |
16,148 |
146,429 |
+1,972 |
Coffee "C"(ICE) |
Dec10 |
101104 |
197.50 |
209.25 |
197.25 |
205.80 |
+9.65 |
7,803 |
72,478 |
-2,453 |
Mar11 |
101104 |
199.00 |
211.45 |
199.00 |
208.25 |
+9.80 |
4,132 |
53,179 |
+1,027 |
May11 |
101104 |
201.30 |
210.60 |
200.60 |
208.55 |
+9.50 |
355 |
11,590 |
+21 |
Jul11 |
101104 |
198.95 |
208.35 |
198.95 |
206.40 |
+9.10 |
118 |
5,248 |
+67 |
Sep11 |
101104 |
195.85 |
203.75 |
195.85 |
202.70 |
+8.35 |
26 |
2,683 |
+5 |
Dec11 |
101104 |
193.80 |
198.95 |
193.80 |
197.75 |
+7.55 |
26 |
2,446 |
+10 |
Total Volume and Open Interest |
12,460 |
148,595 |
-1,323 |
Orange Juice(ICE) |
Nov10 |
101104 |
163.50 |
165.65 |
162.90 |
165.65 |
+0.25 |
7 |
475 |
-9 |
Jan11 |
101104 |
162.45 |
164.30 |
157.10 |
161.00 |
-1.45 |
1,284 |
23,204 |
+233 |
Mar11 |
101104 |
163.15 |
165.00 |
158.00 |
161.95 |
-1.30 |
181 |
2,448 |
+86 |
May11 |
101104 |
165.50 |
165.50 |
160.40 |
163.15 |
-1.25 |
4 |
619 |
+0 |
Jul11 |
101104 |
164.10 |
164.10 |
164.10 |
164.10 |
-0.75 |
0 |
1,247 |
+0 |
Sep11 |
101104 |
164.60 |
164.60 |
164.60 |
164.60 |
-0.65 |
0 |
24 |
+0 |
Total Volume and Open Interest |
1,476 |
28,045 |
+310 |
Sugar #11(ICE) |
Mar11 |
101104 |
30.35 |
31.81 |
30.35 |
31.66 |
+1.51 |
49,054 |
271,203 |
+304 |
May11 |
101104 |
28.00 |
29.37 |
27.99 |
29.24 |
+1.38 |
17,479 |
95,965 |
-231 |
Jul11 |
101104 |
25.60 |
26.62 |
25.58 |
26.49 |
+1.10 |
9,931 |
100,204 |
+691 |
Oct11 |
101104 |
23.80 |
24.81 |
23.80 |
24.74 |
+1.02 |
5,361 |
50,386 |
+1,414 |
Mar12 |
101104 |
22.82 |
23.60 |
22.69 |
23.48 |
+0.94 |
3,124 |
45,750 |
+782 |
Total Volume and Open Interest |
86,609 |
604,070 |
+3,376 |
London Cocoa(LCE) |
Dec10 |
101104 |
1830 |
1844 |
1816 |
1818 |
-9 |
4,229 |
62,496 |
-1,555 |
Mar11 |
101104 |
1858 |
1870 |
1841 |
1842 |
-10 |
2,174 |
57,874 |
+33 |
May11 |
101104 |
1870 |
1883 |
1860 |
1860 |
-11 |
523 |
18,437 |
-48 |
Jul11 |
101104 |
1888 |
1903 |
1878 |
1879 |
-10 |
215 |
12,212 |
+12 |
Sep11 |
101104 |
1901 |
1919 |
1890 |
1892 |
-10 |
351 |
7,351 |
+109 |
Dec11 |
101104 |
1908 |
1927 |
1899 |
1901 |
-7 |
46 |
12,195 |
+26 |
Mar12 |
101104 |
1925 |
1925 |
1908 |
1908 |
-9 |
31 |
9,078 |
-25 |
Total Volume and Open Interest |
7,569 |
182,495 |
-1,448 |
London Sugar(LCE) |
Dec10 |
101104 |
764.60 |
773.80 |
760.00 |
772.70 |
+24.80 |
3,482 |
17,931 |
-1,671 |
Mar11 |
101104 |
765.80 |
777.40 |
758.00 |
776.50 |
+27.70 |
2,338 |
29,556 |
+642 |
May11 |
101104 |
733.80 |
749.60 |
732.70 |
749.00 |
+28.60 |
361 |
7,726 |
+98 |
Aug11 |
101104 |
675.00 |
693.70 |
675.00 |
693.40 |
+24.30 |
174 |
6,450 |
+120 |
Oct11 |
101104 |
630.00 |
643.70 |
630.00 |
643.70 |
+21.50 |
67 |
1,022 |
+46 |
Total Volume and Open Interest |
6,523 |
63,557 |
-737 |
Cotton(ICE) |
Dec10 |
101104 |
136.15 |
140.52 |
134.90 |
140.45 |
+4.93 |
6,271 |
108,498 |
+143 |
Mar11 |
101104 |
132.00 |
136.66 |
131.06 |
136.66 |
+5.00 |
6,654 |
79,732 |
+353 |
May11 |
101104 |
128.50 |
133.17 |
127.15 |
132.86 |
+4.69 |
1,036 |
11,645 |
+264 |
Jul11 |
101104 |
125.00 |
129.66 |
123.90 |
129.11 |
+4.45 |
2,341 |
23,265 |
+949 |
Oct11 |
101104 |
110.27 |
111.89 |
110.27 |
111.26 |
+1.67 |
7 |
48 |
+1 |
Dec11 |
101104 |
95.53 |
96.99 |
95.16 |
96.97 |
+1.27 |
3,308 |
19,819 |
+1,531 |
Total Volume and Open Interest |
19,626 |
243,838 |
+3,250 |
Lumber(CME) |
Nov10 |
101104 |
266.3 |
272.3 |
265.0 |
267.0 |
-0.7 |
606 |
1,177 |
-320 |
Jan11 |
101104 |
286.4 |
288.5 |
280.7 |
283.1 |
-2.9 |
709 |
5,467 |
+145 |
Mar11 |
101104 |
301.0 |
302.0 |
298.3 |
302.0 |
unch |
172 |
2,515 |
+3 |
May11 |
101104 |
305.8 |
307.6 |
303.0 |
307.6 |
-1.4 |
19 |
598 |
+0 |
Total Volume and Open Interest |
1,511 |
9,917 |
-172 |
Crude Oil(NYM) |
Dec10 |
101104 |
85.09 |
86.83 |
84.92 |
86.49 |
+1.80 |
281,834 |
362,718 |
+2,587 |
Jan11 |
101104 |
85.55 |
87.47 |
85.55 |
87.16 |
+1.81 |
73,142 |
189,429 |
+2,043 |
Feb11 |
101104 |
86.23 |
87.96 |
86.16 |
87.66 |
+1.77 |
32,684 |
79,734 |
+1,951 |
Mar11 |
101104 |
86.63 |
88.38 |
86.60 |
88.10 |
+1.73 |
18,742 |
90,154 |
+2,141 |
Apr11 |
101104 |
87.82 |
88.69 |
87.71 |
88.44 |
+1.68 |
10,836 |
42,094 |
-1,642 |
May11 |
101104 |
87.47 |
89.00 |
87.47 |
88.75 |
+1.64 |
7,437 |
28,341 |
+85 |
Jun11 |
101104 |
87.55 |
89.23 |
87.55 |
89.00 |
+1.61 |
14,334 |
86,882 |
-880 |
Jul11 |
101104 |
89.19 |
89.38 |
88.78 |
89.22 |
+1.57 |
2,476 |
36,272 |
+130 |
Aug11 |
101104 |
88.53 |
89.46 |
88.53 |
89.40 |
+1.53 |
1,488 |
14,315 |
+150 |
Sep11 |
101104 |
88.89 |
89.76 |
88.89 |
89.58 |
+1.49 |
5,446 |
22,848 |
-157 |
Oct11 |
101104 |
89.83 |
89.83 |
89.36 |
89.77 |
+1.45 |
3,599 |
15,733 |
+781 |
Nov11 |
101104 |
89.90 |
90.03 |
89.70 |
89.98 |
+1.42 |
2,886 |
19,273 |
+803 |
Dec11 |
101104 |
89.09 |
90.41 |
88.90 |
90.21 |
+1.39 |
30,039 |
141,598 |
-2,046 |
Jan12 |
101104 |
90.31 |
90.31 |
90.31 |
90.31 |
+1.38 |
741 |
15,700 |
+246 |
Feb12 |
101104 |
90.39 |
90.39 |
90.39 |
90.39 |
+1.37 |
225 |
6,408 |
+97 |
Mar12 |
101104 |
90.46 |
90.46 |
90.46 |
90.46 |
+1.36 |
331 |
9,502 |
-135 |
Total Volume and Open Interest |
503,256 |
1,433,324 |
+8,998 |
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 |
101104 |
85.625 |
87.425 |
85.575 |
87.150 |
+1.800 |
534 |
2,521 |
+92 |
Feb11 |
101104 |
86.225 |
87.725 |
86.225 |
87.650 |
+1.750 |
181 |
609 |
+128 |
Mar11 |
101104 |
87.675 |
88.100 |
87.675 |
88.100 |
+1.725 |
142 |
165 |
+135 |
Apr11 |
101104 |
88.450 |
88.450 |
88.450 |
88.450 |
+1.700 |
1 |
5 |
+0 |
May11 |
101104 |
88.750 |
88.750 |
88.750 |
88.750 |
+1.650 |
0 |
11 |
+0 |
Jun11 |
101104 |
88.575 |
89.000 |
88.575 |
89.000 |
+1.600 |
1 |
29 |
+1 |
Jul11 |
101104 |
89.225 |
89.225 |
89.225 |
89.225 |
+1.575 |
1 |
1 |
+0 |
Aug11 |
101104 |
89.400 |
89.400 |
89.400 |
89.400 |
+1.525 |
|
|
|
Total Volume and Open Interest |
9,219 |
7,938 |
+514 |
Heating Oil(NYM) |
Dec10 |
101104 |
233.33 |
237.95 |
232.88 |
237.31 |
+4.52 |
43,840 |
96,555 |
-4,204 |
Jan11 |
101104 |
235.42 |
240.18 |
235.30 |
239.59 |
+4.49 |
17,908 |
74,952 |
+1,450 |
Feb11 |
101104 |
236.87 |
241.60 |
236.76 |
241.04 |
+4.39 |
9,719 |
27,391 |
+1,454 |
Mar11 |
101104 |
238.32 |
242.02 |
238.32 |
241.44 |
+4.29 |
5,073 |
21,136 |
+243 |
Apr11 |
101104 |
239.39 |
240.71 |
239.04 |
240.59 |
+4.21 |
1,706 |
12,521 |
+158 |
May11 |
101104 |
236.98 |
240.63 |
236.98 |
240.17 |
+4.09 |
888 |
14,070 |
+172 |
Jun11 |
101104 |
240.00 |
240.47 |
238.86 |
240.10 |
+3.99 |
2,916 |
30,443 |
+658 |
Jul11 |
101104 |
241.13 |
241.13 |
240.60 |
241.11 |
+3.93 |
239 |
5,586 |
+9 |
Aug11 |
101104 |
242.15 |
242.34 |
241.65 |
242.30 |
+3.89 |
311 |
4,157 |
-28 |
Sep11 |
101104 |
243.53 |
243.83 |
243.53 |
243.83 |
+3.88 |
153 |
4,718 |
+112 |
Oct11 |
101104 |
245.67 |
245.67 |
245.67 |
245.67 |
+3.84 |
100 |
1,967 |
-25 |
Nov11 |
101104 |
246.98 |
247.62 |
246.98 |
247.62 |
+3.80 |
85 |
2,431 |
+20 |
Total Volume and Open Interest |
84,016 |
318,482 |
+197 |
Gasoline(NYMEX) |
Dec10 |
101104 |
214.10 |
218.30 |
213.83 |
217.71 |
+3.91 |
47,571 |
97,286 |
-3,747 |
Jan11 |
101104 |
215.12 |
219.00 |
214.98 |
218.48 |
+3.87 |
21,046 |
64,093 |
+1,619 |
Feb11 |
101104 |
218.85 |
220.98 |
218.80 |
220.48 |
+3.79 |
9,014 |
20,789 |
+67 |
Mar11 |
101104 |
221.05 |
222.75 |
221.05 |
222.73 |
+3.70 |
5,138 |
18,299 |
-617 |
Apr11 |
101104 |
234.67 |
234.67 |
233.37 |
234.44 |
+3.66 |
1,993 |
19,727 |
+70 |
May11 |
101104 |
233.81 |
235.40 |
233.79 |
235.40 |
+3.62 |
1,036 |
8,942 |
+102 |
Jun11 |
101104 |
235.25 |
236.09 |
235.10 |
235.92 |
+3.56 |
2,547 |
14,384 |
+127 |
Jul11 |
101104 |
235.00 |
235.77 |
235.00 |
235.77 |
+3.57 |
199 |
3,792 |
+33 |
Aug11 |
101104 |
235.22 |
235.22 |
235.22 |
235.22 |
+3.50 |
124 |
5,300 |
+5 |
Sep11 |
101104 |
234.26 |
234.26 |
234.26 |
234.26 |
+3.47 |
531 |
3,072 |
+138 |
Total Volume and Open Interest |
95,066 |
277,836 |
+68 |
e-miNY RBOB Gasoline(NYM) |
Dec10 |
101104 |
217.70 |
217.71 |
217.70 |
217.70 |
+3.90 |
0 |
2 |
+0 |
Jan11 |
101104 |
218.50 |
218.50 |
218.48 |
218.50 |
+3.90 |
0 |
1 |
+0 |
Feb11 |
101104 |
220.50 |
220.50 |
220.48 |
220.50 |
+3.80 |
0 |
1 |
+0 |
Mar11 |
101104 |
222.70 |
222.73 |
222.70 |
222.70 |
+3.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Dec10 |
101104 |
3.838 |
3.899 |
3.743 |
3.856 |
+0.020 |
133,373 |
170,759 |
-7,839 |
Jan11 |
101104 |
4.103 |
4.145 |
3.998 |
4.109 |
+0.018 |
44,723 |
176,010 |
-1,062 |
Feb11 |
101104 |
4.109 |
4.159 |
4.019 |
4.117 |
+0.007 |
26,522 |
56,201 |
-1,214 |
Mar11 |
101104 |
4.075 |
4.122 |
3.979 |
4.090 |
+0.013 |
23,195 |
76,846 |
+1,926 |
Apr11 |
101104 |
4.069 |
4.100 |
3.964 |
4.065 |
+0.008 |
15,321 |
64,683 |
-192 |
May11 |
101104 |
4.111 |
4.127 |
4.000 |
4.096 |
+0.006 |
3,088 |
22,078 |
-28 |
Jun11 |
101104 |
4.129 |
4.181 |
4.055 |
4.150 |
+0.006 |
1,332 |
11,123 |
+1 |
Jul11 |
101104 |
4.228 |
4.243 |
4.125 |
4.215 |
+0.003 |
865 |
10,797 |
-82 |
Aug11 |
101104 |
4.279 |
4.279 |
4.180 |
4.259 |
-0.001 |
851 |
10,286 |
+68 |
Sep11 |
101104 |
4.317 |
4.317 |
4.200 |
4.278 |
-0.004 |
720 |
9,526 |
-87 |
Oct11 |
101104 |
4.391 |
4.394 |
4.279 |
4.355 |
-0.005 |
5,042 |
35,721 |
+27 |
Nov11 |
101104 |
4.605 |
4.605 |
4.541 |
4.590 |
-0.010 |
2,001 |
14,338 |
+420 |
Dec11 |
101104 |
4.928 |
4.950 |
4.855 |
4.905 |
-0.023 |
1,539 |
18,239 |
+348 |
Jan12 |
101104 |
5.123 |
5.151 |
5.050 |
5.100 |
-0.023 |
1,219 |
23,433 |
+22 |
Feb12 |
101104 |
5.029 |
5.103 |
5.026 |
5.076 |
-0.022 |
43 |
6,483 |
+14 |
Mar12 |
101104 |
5.012 |
5.012 |
4.919 |
4.968 |
-0.022 |
239 |
13,816 |
-1 |
Total Volume and Open Interest |
260,902 |
796,717 |
-7,720 |
Brent Crude Oil(ICE) |
Dec10 |
101104 |
86.75 |
88.29 |
86.63 |
88.00 |
+1.62 |
176,791 |
205,469 |
-9,023 |
Jan11 |
101104 |
86.86 |
88.48 |
86.84 |
88.20 |
+1.62 |
118,154 |
214,370 |
+17,322 |
Feb11 |
101104 |
87.13 |
88.70 |
87.08 |
88.44 |
+1.59 |
36,870 |
98,380 |
+2,702 |
Mar11 |
101104 |
87.45 |
88.87 |
87.45 |
88.68 |
+1.59 |
14,134 |
45,494 |
+1,642 |
Apr11 |
101104 |
87.73 |
89.12 |
87.73 |
88.93 |
+1.57 |
6,393 |
33,607 |
+219 |
May11 |
101104 |
88.02 |
89.35 |
88.02 |
89.19 |
+1.55 |
3,303 |
23,041 |
-561 |
Jun11 |
101104 |
88.24 |
89.60 |
88.24 |
89.44 |
+1.52 |
13,529 |
38,506 |
-288 |
Jul11 |
101104 |
89.08 |
89.79 |
89.01 |
89.67 |
+1.49 |
2,278 |
10,730 |
+303 |
Aug11 |
101104 |
89.30 |
90.01 |
89.23 |
89.88 |
+1.47 |
1,477 |
10,160 |
+240 |
Sep11 |
101104 |
90.10 |
90.10 |
90.08 |
90.08 |
+1.44 |
1,339 |
7,276 |
-122 |
Oct11 |
101104 |
90.30 |
90.30 |
90.27 |
90.27 |
+1.41 |
1,220 |
5,576 |
+39 |
Nov11 |
101104 |
90.45 |
90.45 |
90.45 |
90.45 |
+1.39 |
951 |
9,869 |
+70 |
Dec11 |
101104 |
89.74 |
90.84 |
89.74 |
90.64 |
+1.37 |
12,753 |
74,640 |
+504 |
Jan12 |
101104 |
90.85 |
90.85 |
90.85 |
90.85 |
+1.35 |
1,367 |
11,864 |
+206 |
Total Volume and Open Interest |
393,589 |
873,120 |
+12,968 |
Gas Oil(ICE) |
Nov10 |
101104 |
727.25 |
739.75 |
726.50 |
737.50 |
+15.25 |
44,953 |
73,785 |
-6,697 |
Dec10 |
101104 |
730.25 |
744.00 |
730.00 |
741.50 |
+15.25 |
84,618 |
119,489 |
+1,246 |
Jan11 |
101104 |
736.75 |
748.75 |
736.75 |
746.00 |
+15.00 |
37,942 |
91,483 |
-81 |
Feb11 |
101104 |
740.25 |
751.25 |
740.25 |
749.00 |
+14.75 |
13,741 |
45,223 |
+2,726 |
Mar11 |
101104 |
743.00 |
754.25 |
743.00 |
751.25 |
+14.25 |
8,976 |
29,217 |
+198 |
Apr11 |
101104 |
744.75 |
754.25 |
744.75 |
752.75 |
+14.00 |
7,262 |
30,747 |
+467 |
May11 |
101104 |
746.50 |
755.50 |
746.50 |
754.50 |
+14.00 |
5,629 |
25,344 |
+481 |
Jun11 |
101104 |
748.75 |
759.00 |
748.75 |
756.75 |
+13.75 |
12,840 |
50,237 |
-1,900 |
Jul11 |
101104 |
757.50 |
761.25 |
757.50 |
760.25 |
+13.50 |
455 |
16,129 |
+17 |
Aug11 |
101104 |
761.75 |
765.75 |
761.25 |
764.50 |
+13.50 |
992 |
12,662 |
+61 |
Total Volume and Open Interest |
228,985 |
617,493 |
-4,931 |
Ethanol(CBOT) |
Nov10 |
101103 |
2.395 |
2.395 |
2.361 |
2.390 |
+0.013 |
76 |
80 |
-56 |
Dec10 |
101104 |
2.320 |
2.360 |
2.320 |
2.347 |
+0.035 |
519 |
1,492 |
-60 |
Jan11 |
101104 |
2.279 |
2.280 |
2.262 |
2.272 |
+0.038 |
93 |
957 |
+31 |
Feb11 |
101104 |
2.258 |
2.258 |
2.236 |
2.246 |
+0.038 |
66 |
1,021 |
+25 |
Mar11 |
101104 |
2.250 |
2.250 |
2.237 |
2.249 |
+0.040 |
17 |
743 |
-91 |
Apr11 |
101104 |
2.250 |
2.253 |
2.246 |
2.253 |
+0.043 |
54 |
769 |
+42 |
May11 |
101104 |
2.260 |
2.262 |
2.260 |
2.261 |
+0.035 |
2 |
277 |
-65 |
Jun11 |
101104 |
2.265 |
2.265 |
2.260 |
2.261 |
+0.036 |
10 |
514 |
-1 |
Total Volume and Open Interest |
841 |
8,106 |
-122 |
WTI Crude Oil(ICE |
Dec10 |
101104 |
85.05 |
86.82 |
85.00 |
86.49 |
+1.80 |
77,507 |
117,931 |
-5,592 |
Jan11 |
101104 |
85.76 |
87.46 |
85.72 |
87.16 |
+1.81 |
29,785 |
82,577 |
+1,984 |
Feb11 |
101104 |
86.28 |
87.94 |
86.28 |
87.66 |
+1.77 |
13,218 |
32,920 |
+537 |
Mar11 |
101104 |
86.81 |
88.36 |
86.81 |
88.10 |
+1.73 |
5,465 |
34,566 |
+437 |
Apr11 |
101104 |
87.18 |
88.64 |
87.18 |
88.44 |
+1.68 |
2,948 |
20,643 |
+592 |
May11 |
101104 |
87.51 |
88.93 |
87.51 |
88.75 |
+1.64 |
1,477 |
9,216 |
+175 |
Jun11 |
101104 |
87.77 |
89.17 |
87.77 |
89.00 |
+1.61 |
6,462 |
37,623 |
-91 |
Jul11 |
101104 |
88.03 |
89.26 |
88.03 |
89.22 |
+1.57 |
686 |
12,358 |
-19 |
Aug11 |
101104 |
88.95 |
89.40 |
88.85 |
89.40 |
+1.53 |
301 |
7,957 |
-18 |
Sep11 |
101104 |
89.15 |
89.58 |
89.15 |
89.58 |
+1.49 |
835 |
11,055 |
+116 |
Oct11 |
101104 |
89.35 |
89.77 |
89.35 |
89.77 |
+1.45 |
540 |
3,937 |
-203 |
Nov11 |
101104 |
89.98 |
89.98 |
89.98 |
89.98 |
+1.42 |
216 |
6,045 |
-7 |
Dec11 |
101104 |
89.12 |
90.42 |
89.12 |
90.21 |
+1.39 |
10,048 |
49,771 |
-171 |
Jan12 |
101104 |
90.31 |
90.31 |
90.31 |
90.31 |
+1.38 |
67 |
5,084 |
-26 |
Feb12 |
101104 |
90.39 |
90.39 |
90.39 |
90.39 |
+1.37 |
3 |
827 |
+0 |
Mar12 |
101104 |
90.46 |
90.46 |
90.46 |
90.46 |
+1.36 |
0 |
3,095 |
+0 |
Total Volume and Open Interest |
152,026 |
507,350 |
-2,001 |
US Dollar Index(ICE) |
Dec10 |
101104 |
76.530 |
76.630 |
75.760 |
76.000 |
-0.622 |
21,302 |
39,554 |
-1,860 |
Mar11 |
101104 |
76.930 |
77.015 |
76.175 |
76.405 |
-0.638 |
269 |
708 |
+64 |
Jun11 |
101104 |
77.255 |
77.255 |
76.835 |
76.835 |
-0.638 |
0 |
4 |
+0 |
Total Volume and Open Interest |
21,571 |
40,266 |
-1,796 |
Australian Dollar(CME) |
Dec10 |
101104 |
100.12 |
101.31 |
99.54 |
101.05 |
+1.51 |
84,736 |
125,204 |
+4,839 |
Mar11 |
101104 |
99.00 |
100.11 |
98.76 |
99.89 |
+1.50 |
229 |
475 |
+12 |
Jun11 |
101104 |
98.68 |
98.68 |
97.22 |
98.68 |
+1.46 |
0 |
152 |
+0 |
Total Volume and Open Interest |
84,965 |
125,968 |
+4,851 |
British Pound(CME) |
Dec10 |
101104 |
160.97 |
162.95 |
160.81 |
162.76 |
+1.67 |
85,373 |
91,190 |
+563 |
Mar11 |
101104 |
160.79 |
162.64 |
160.71 |
162.61 |
+1.65 |
20 |
569 |
+3 |
Jun11 |
101104 |
162.44 |
162.44 |
160.80 |
162.44 |
+1.64 |
0 |
41 |
+0 |
Total Volume and Open Interest |
85,397 |
91,819 |
+570 |
Canadian Dollar(CME) |
Dec10 |
101104 |
99.07 |
99.81 |
98.82 |
99.59 |
+0.27 |
67,061 |
99,249 |
+4,797 |
Mar11 |
101104 |
98.82 |
99.61 |
98.62 |
99.36 |
+0.27 |
248 |
4,011 |
-4 |
Jun11 |
101104 |
99.00 |
99.25 |
98.83 |
99.08 |
+0.25 |
31 |
978 |
+6 |
Sep11 |
101104 |
98.75 |
98.96 |
98.57 |
98.83 |
+0.26 |
5 |
340 |
+3 |
Total Volume and Open Interest |
67,345 |
104,809 |
+4,802 |
Japanese Yen(CME) |
Dec10 |
101104 |
123.28 |
124.14 |
123.03 |
123.98 |
+0.95 |
78,045 |
138,649 |
-1,681 |
Mar11 |
101104 |
123.55 |
124.22 |
123.15 |
124.10 |
+0.95 |
118 |
1,196 |
-20 |
Jun11 |
101104 |
124.24 |
124.24 |
123.30 |
124.24 |
+0.94 |
0 |
208 |
+0 |
Total Volume and Open Interest |
78,163 |
140,062 |
-1,701 |
Swiss Franc(CME) |
Dec10 |
101104 |
102.95 |
104.55 |
102.71 |
104.37 |
+1.54 |
39,449 |
47,997 |
-532 |
Mar11 |
101104 |
103.03 |
104.65 |
102.91 |
104.45 |
+1.54 |
39 |
129 |
+6 |
Jun11 |
101104 |
104.53 |
104.53 |
102.99 |
104.53 |
+1.54 |
0 |
1 |
+0 |
Total Volume and Open Interest |
39,488 |
48,129 |
-526 |
EuroFX(CME) |
Dec10 |
101104 |
141.22 |
142.76 |
140.95 |
142.02 |
+1.04 |
332,627 |
204,027 |
+5,882 |
Mar11 |
101104 |
141.00 |
142.50 |
140.78 |
141.81 |
+1.03 |
277 |
2,860 |
+13 |
Jun11 |
101104 |
141.80 |
141.80 |
140.55 |
141.57 |
+1.02 |
3 |
63 |
-2 |
Total Volume and Open Interest |
332,907 |
206,972 |
+5,893 |
Mexican Peso(CME) |
Nov10 |
101104 |
818.8 |
818.8 |
816.8 |
818.8 |
+2.0 |
0 |
4 |
+0 |
Dec10 |
101104 |
815.0 |
817.8 |
813.2 |
815.2 |
+2.0 |
14,796 |
135,540 |
-3,031 |
Total Volume and Open Interest |
14,799 |
135,871 |
-3,029 |
30-Year T-Bonds(CBOT) |
Dec10 |
101104 |
130~240 |
132~040 |
130~240 |
131~220 |
+1~130 |
|
|
|
Mar11 |
101104 |
129~080 |
130~220 |
128~260 |
130~070 |
+1~110 |
11,513 |
27,750 |
+5,542 |
Jun11 |
101104 |
128~000 |
129~010 |
127~220 |
129~010 |
+1~110 |
0 |
10 |
+0 |
Total Volume and Open Interest |
292,323 |
675,492 |
+2,475 |
10-Year T-Notes(CBOT) |
Dec10 |
101104 |
127~005 |
128~010 |
127~000 |
127~240 |
+1~055 |
722,049 |
1,523,446 |
+9,535 |
Mar11 |
101104 |
126~070 |
127~075 |
125~260 |
126~310 |
+1~050 |
3,013 |
26,986 |
+1,930 |
Jun11 |
101104 |
126~080 |
126~080 |
124~315 |
126~045 |
+1~050 |
0 |
40 |
+0 |
Total Volume and Open Interest |
725,062 |
1,550,472 |
+11,465 |
5-Year T-Notes(CBOT) |
Dec10 |
101104 |
121~125 |
122~046 |
121~123 |
122~032 |
+0~049 |
334,818 |
1,074,237 |
-2,062 |
Mar11 |
101104 |
121~056 |
121~102 |
121~038 |
121~096 |
+0~058 |
1,410 |
4,459 |
+1,278 |
Jun11 |
101104 |
120~120 |
120~120 |
120~062 |
120~120 |
+0~058 |
|
|
|
Total Volume and Open Interest |
336,228 |
1,078,696 |
-784 |
2 Year T-Notes(CBOT) |
Dec10 |
101104 |
110~000 |
110~000 |
110~000 |
110~000 |
unch |
84,447 |
709,122 |
+709,122 |
Mar11 |
101104 |
109~121 |
109~124 |
109~120 |
109~121 |
+0~001 |
110 |
9,228 |
+33 |
Jun11 |
101104 |
109~104 |
109~104 |
109~103 |
109~104 |
+0~001 |
|
|
|
Total Volume and Open Interest |
84,557 |
718,350 |
+1,074 |
Eurodollars(CME) |
Dec10 |
101104 |
99.685 |
99.695 |
99.685 |
99.685 |
unch |
89,816 |
989,615 |
-3,137 |
Mar11 |
101104 |
99.635 |
99.645 |
99.630 |
99.635 |
unch |
176,321 |
1,178,170 |
-107,040 |
Jun11 |
101104 |
99.600 |
99.610 |
99.595 |
99.605 |
+0.005 |
92,056 |
1,121,282 |
-3,479 |
Sep11 |
101104 |
99.550 |
99.565 |
99.545 |
99.560 |
+0.015 |
90,883 |
909,514 |
+6,552 |
Dec11 |
101104 |
99.485 |
99.510 |
99.480 |
99.505 |
+0.020 |
120,317 |
874,781 |
+9,812 |
Mar12 |
101104 |
99.415 |
99.445 |
99.410 |
99.440 |
+0.030 |
144,631 |
750,726 |
-1,878 |
Jun12 |
101104 |
99.320 |
99.365 |
99.315 |
99.355 |
+0.045 |
108,574 |
464,458 |
+5,375 |
Sep12 |
101104 |
99.195 |
99.260 |
99.195 |
99.250 |
+0.065 |
94,361 |
391,422 |
-7,059 |
Dec12 |
101104 |
99.045 |
99.120 |
99.040 |
99.105 |
+0.085 |
68,547 |
326,401 |
-73 |
Mar13 |
101104 |
98.870 |
98.960 |
98.870 |
98.945 |
+0.105 |
70,078 |
263,716 |
-6,216 |
Jun13 |
101104 |
98.665 |
98.775 |
98.665 |
98.760 |
+0.130 |
54,883 |
155,942 |
-1,615 |
Sep13 |
101104 |
98.445 |
98.585 |
98.445 |
98.565 |
+0.150 |
42,319 |
172,273 |
-861 |
Dec13 |
101104 |
98.215 |
98.370 |
98.215 |
98.350 |
+0.170 |
18,426 |
124,987 |
-2,175 |
Mar14 |
101104 |
98.025 |
98.165 |
98.015 |
98.145 |
+0.185 |
17,219 |
113,140 |
-1,766 |
Jun14 |
101104 |
97.760 |
97.945 |
97.760 |
97.915 |
+0.195 |
16,596 |
106,180 |
-672 |
Sep14 |
101104 |
97.555 |
97.710 |
97.545 |
97.680 |
+0.195 |
16,560 |
69,431 |
-441 |
Dec14 |
101104 |
97.290 |
97.480 |
97.290 |
97.445 |
+0.190 |
9,807 |
91,533 |
-802 |
Mar15 |
101104 |
97.100 |
97.275 |
97.100 |
97.240 |
+0.185 |
7,058 |
50,696 |
-498 |
Total Volume and Open Interest |
1,265,524 |
8,388,202 |
-112,798 |
30 Day Federal Funds(CBOT) |
Nov10 |
101104 |
99.810 |
99.812 |
99.808 |
99.812 |
unch |
4,879 |
102,821 |
-1,220 |
Dec10 |
101104 |
99.820 |
99.825 |
99.815 |
99.820 |
unch |
1,049 |
85,656 |
+173 |
Jan11 |
101104 |
99.825 |
99.835 |
99.825 |
99.830 |
unch |
5,289 |
57,212 |
+350 |
Feb11 |
101104 |
99.825 |
99.835 |
99.825 |
99.830 |
unch |
5,141 |
50,001 |
-418 |
Mar11 |
101104 |
99.825 |
99.835 |
99.825 |
99.830 |
unch |
2,504 |
30,139 |
+1,466 |
Apr11 |
101104 |
99.830 |
99.835 |
99.825 |
99.830 |
unch |
3,611 |
30,708 |
+1,168 |
Total Volume and Open Interest |
32,560 |
558,298 |
+2,940 |
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 |
101104 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
1,690 |
+0 |
Mar11 |
101104 |
99.685 |
99.685 |
99.685 |
99.685 |
+0.010 |
0 |
767 |
+0 |
Jun11 |
101104 |
99.692 |
99.692 |
99.692 |
99.692 |
+0.002 |
|
|
|
Sep11 |
101104 |
99.685 |
99.685 |
99.685 |
99.685 |
+0.002 |
|
|
|
Dec11 |
101104 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Mar12 |
101104 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Jun12 |
101104 |
99.725 |
99.725 |
99.725 |
99.725 |
unch |
|
|
|
Sep12 |
101104 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec12 |
101104 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Mar13 |
101104 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
2,457 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec10 |
101104 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
1 |
3,237 |
+1 |
Mar11 |
101104 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.00 |
117 |
1,549 |
-2 |
Jun11 |
101104 |
99.69 |
99.70 |
99.69 |
99.69 |
+0.00 |
107 |
1,641 |
+0 |
Sep11 |
101104 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.00 |
0 |
1,098 |
+0 |
Dec11 |
101104 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
110 |
+0 |
Mar12 |
101104 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
305 |
+0 |
Jun12 |
101104 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
754 |
+0 |
Sep12 |
101104 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
310 |
+0 |
Total Volume and Open Interest |
225 |
9,008 |
-1 |
Japanese Gov't Bonds(SGX) |
Dec10 |
101104 |
143.15 |
143.35 |
143.14 |
143.27 |
+0.22 |
2,246 |
20,208 |
-265 |
Mar11 |
101104 |
141.18 |
141.18 |
141.18 |
141.18 |
+0.22 |
|
|
|
Jun11 |
101104 |
139.09 |
139.09 |
139.09 |
139.09 |
+0.22 |
|
|
|
Total Volume and Open Interest |
2,246 |
20,208 |
-265 |
Euro-Bund(EUREX) |
Dec10 |
101103 |
129.69 |
130.32 |
129.68 |
130.24 |
+0.46 |
839,951 |
924,513 |
-2,838 |
Mar11 |
101104 |
130.25 |
130.81 |
129.47 |
130.52 |
+0.21 |
2,011 |
8,646 |
-334 |
Jun11 |
101104 |
129.43 |
129.43 |
129.43 |
129.43 |
+0.19 |
139 |
0 |
+0 |
Total Volume and Open Interest |
805,423 |
918,151 |
-15,342 |
Euro-Bobl(EUREX) |
Dec10 |
101104 |
120.10 |
120.70 |
119.79 |
120.46 |
+0.32 |
400,736 |
727,427 |
-6,036 |
Mar11 |
101104 |
120.00 |
120.45 |
119.93 |
120.45 |
+0.35 |
2,905 |
71,453 |
+1,154 |
Jun11 |
101104 |
120.30 |
120.30 |
120.30 |
120.30 |
+0.32 |
0 |
1 |
+0 |
Total Volume and Open Interest |
403,641 |
798,881 |
-4,882 |
3-Mth Euribor(EUREX) |
Dec10 |
101104 |
98.875 |
98.880 |
98.870 |
98.875 |
unch |
131 |
4,828 |
+31 |
Mar11 |
101104 |
98.755 |
98.775 |
98.750 |
98.770 |
+0.005 |
45 |
2,395 |
+29 |
Jun11 |
101104 |
98.670 |
98.695 |
98.660 |
98.690 |
+0.010 |
60 |
3,129 |
+57 |
Total Volume and Open Interest |
798 |
16,512 |
-161 |
Long Gilt(LIFFE) |
Dec10 |
101028 |
122~24 |
122~32 |
122~11 |
122~21 |
+0~02 |
175,023 |
301,008 |
-2,100 |
Mar11 |
101104 |
123~09 |
123~09 |
123~09 |
123~09 |
+0~14 |
8 |
175 |
+8 |
Total Volume and Open Interest |
104,231 |
292,692 |
-5,128 |
3-Mth Short Sterling(LIFFE) |
Dec10 |
101104 |
99.26 |
99.28 |
99.24 |
99.25 |
-0.01 |
12,048 |
363,590 |
+3,455 |
Mar11 |
101104 |
99.20 |
99.22 |
99.19 |
99.21 |
+0.01 |
13,242 |
299,829 |
+1,647 |
Jun11 |
101104 |
99.12 |
99.16 |
99.10 |
99.14 |
+0.03 |
22,080 |
286,537 |
-410 |
Sep11 |
101104 |
99.02 |
99.07 |
98.99 |
99.05 |
+0.04 |
25,447 |
308,968 |
-3,635 |
Dec11 |
101104 |
98.89 |
98.95 |
98.84 |
98.93 |
+0.05 |
31,940 |
355,534 |
-5,849 |
Mar12 |
101104 |
98.76 |
98.84 |
98.70 |
98.81 |
+0.06 |
23,699 |
243,651 |
-3,649 |
Total Volume and Open Interest |
192,500 |
2,257,055 |
-4,041 |
3-Mth Euribor(LIFFE) |
Dec10 |
101104 |
98.875 |
98.900 |
98.860 |
98.875 |
unch |
117,939 |
571,880 |
-8,951 |
Mar11 |
101104 |
98.760 |
98.780 |
98.740 |
98.770 |
+0.005 |
98,205 |
606,151 |
-7,186 |
Jun11 |
101104 |
98.680 |
98.705 |
98.650 |
98.690 |
+0.010 |
102,635 |
526,803 |
-1,167 |
Total Volume and Open Interest |
755,491 |
3,256,526 |
-2,453 |
3-Mth Aus T-Bills(SFE) |
Dec10 |
101104 |
94.97 |
94.98 |
94.95 |
94.97 |
unch |
28,579 |
183,724 |
-17,421 |
Mar11 |
101104 |
94.87 |
94.87 |
94.83 |
94.85 |
-0.02 |
19,364 |
162,559 |
-23,042 |
Jun11 |
101104 |
94.75 |
94.76 |
94.72 |
94.73 |
-0.03 |
12,586 |
92,721 |
-4,637 |
Sep11 |
101104 |
94.67 |
94.67 |
94.62 |
94.63 |
-0.04 |
6,294 |
51,888 |
-412 |
Dec11 |
101104 |
94.61 |
94.61 |
94.55 |
94.57 |
-0.03 |
3,291 |
34,703 |
-324 |
Mar12 |
101104 |
94.56 |
94.56 |
94.51 |
94.52 |
-0.04 |
2,115 |
38,860 |
+437 |
Jun12 |
101104 |
94.52 |
94.52 |
94.47 |
94.47 |
-0.04 |
2,566 |
28,419 |
+840 |
Sep12 |
101104 |
94.45 |
94.47 |
94.44 |
94.44 |
-0.03 |
2,022 |
9,572 |
-260 |
Dec12 |
101104 |
94.42 |
94.42 |
94.40 |
94.41 |
-0.04 |
2 |
1,613 |
+1 |
Mar13 |
101104 |
94.41 |
94.41 |
94.41 |
94.41 |
-0.03 |
1 |
1,449 |
-1 |
Total Volume and Open Interest |
76,874 |
605,614 |
-44,776 |
10-Year Aus T-Bonds(SFE) |
Dec10 |
101104 |
94.73 |
94.78 |
94.69 |
94.75 |
+0.02 |
36,559 |
387,447 |
+1,008 |
Mar11 |
101104 |
94.75 |
94.75 |
94.75 |
94.75 |
+0.02 |
|
|
|
Total Volume and Open Interest |
36,559 |
387,447 |
+1,008 |
3-Year Aus T-Bonds(SFE) |
Dec10 |
101104 |
94.97 |
94.99 |
94.94 |
94.95 |
-0.03 |
109,198 |
462,904 |
-34,475 |
Mar11 |
101104 |
94.93 |
94.93 |
94.93 |
94.93 |
-0.03 |
|
|
|
Total Volume and Open Interest |
109,198 |
462,904 |
-34,475 |
Gold(CMX) |
Dec10 |
101104 |
1349.0 |
1393.4 |
1346.7 |
1383.1 |
+45.5 |
116,112 |
386,902 |
-4,201 |
Feb11 |
101104 |
1351.0 |
1395.2 |
1349.2 |
1385.2 |
+45.6 |
8,343 |
64,081 |
+4,078 |
Apr11 |
101104 |
1351.6 |
1397.0 |
1351.6 |
1386.9 |
+45.6 |
1,855 |
20,572 |
+365 |
Jun11 |
101104 |
1353.5 |
1398.7 |
1352.7 |
1388.6 |
+45.7 |
3,164 |
22,050 |
+1,804 |
Aug11 |
101104 |
1361.6 |
1400.9 |
1361.6 |
1390.5 |
+45.8 |
3,573 |
11,169 |
+341 |
Oct11 |
101104 |
1357.1 |
1401.0 |
1356.7 |
1392.2 |
+45.8 |
329 |
9,502 |
+26 |
Dec11 |
101104 |
1359.4 |
1404.0 |
1359.4 |
1393.9 |
+45.8 |
1,339 |
21,568 |
+362 |
Feb12 |
101104 |
1395.8 |
1395.8 |
1395.8 |
1395.8 |
+45.8 |
0 |
6,009 |
+0 |
Apr12 |
101104 |
1397.7 |
1397.7 |
1397.7 |
1397.7 |
+45.8 |
0 |
5,888 |
+0 |
Jun12 |
101104 |
1399.6 |
1399.6 |
1399.6 |
1399.6 |
+45.8 |
0 |
8,947 |
+0 |
Aug12 |
101104 |
1401.6 |
1401.6 |
1401.6 |
1401.6 |
+45.8 |
0 |
4,582 |
+0 |
Total Volume and Open Interest |
135,130 |
618,381 |
+2,695 |
Silver(CMX) |
Dec10 |
101104 |
2491.0 |
2627.5 |
2475.0 |
2604.3 |
+160.7 |
43,017 |
89,155 |
-153 |
Mar11 |
101104 |
2486.5 |
2632.0 |
2486.5 |
2610.7 |
+161.1 |
3,971 |
30,054 |
+552 |
May11 |
101104 |
2510.0 |
2635.0 |
2505.0 |
2614.4 |
+161.3 |
349 |
11,528 |
+89 |
Jul11 |
101104 |
2514.0 |
2636.0 |
2509.5 |
2617.9 |
+161.5 |
1,203 |
8,869 |
+712 |
Sep11 |
101104 |
2529.5 |
2621.2 |
2529.5 |
2621.2 |
+161.6 |
189 |
5,241 |
-3 |
Dec11 |
101104 |
2548.5 |
2625.8 |
2548.5 |
2625.8 |
+161.7 |
1,472 |
6,558 |
+904 |
Mar12 |
101104 |
2629.7 |
2629.7 |
2629.7 |
2629.7 |
+161.6 |
0 |
281 |
+0 |
Total Volume and Open Interest |
50,484 |
158,633 |
+2,124 |
Platinum(NYMEX) |
Jan11 |
101104 |
1709.0 |
1799.5 |
1705.1 |
1755.9 |
+58.7 |
3,526 |
37,573 |
-86 |
Apr11 |
101104 |
1711.9 |
1790.7 |
1711.9 |
1759.7 |
+58.7 |
53 |
996 |
+31 |
Jul11 |
101104 |
1732.0 |
1762.3 |
1732.0 |
1762.3 |
+58.8 |
0 |
33 |
+0 |
Oct11 |
101104 |
1762.3 |
1762.3 |
1762.3 |
1762.3 |
+58.8 |
|
|
|
Total Volume and Open Interest |
3,580 |
38,603 |
-56 |
Palladium(NYMEX) |
Dec10 |
101104 |
646.50 |
29.64 |
644.30 |
19.39 |
-623.31 |
3,478 |
22,923 |
-1,009 |
Mar11 |
101104 |
646.60 |
683.00 |
646.60 |
676.45 |
+31.90 |
1,086 |
2,541 |
+439 |
Jun11 |
101104 |
651.45 |
22.09 |
651.45 |
22.09 |
-623.21 |
15 |
133 |
+13 |
Total Volume and Open Interest |
4,579 |
25,597 |
-557 |
Copper(CMX) |
Dec10 |
101104 |
384.50 |
391.70 |
381.25 |
391.20 |
+12.70 |
24,340 |
91,222 |
-1,128 |
Mar11 |
101104 |
384.70 |
392.75 |
382.55 |
392.40 |
+12.65 |
4,388 |
44,023 |
+1,669 |
May11 |
101104 |
392.05 |
392.65 |
390.45 |
392.40 |
+12.45 |
123 |
10,113 |
+43 |
Jul11 |
101104 |
387.00 |
391.70 |
387.00 |
391.70 |
+12.25 |
38 |
4,578 |
+0 |
Sep11 |
101104 |
390.35 |
390.35 |
390.35 |
390.35 |
+12.05 |
140 |
4,383 |
+0 |
Total Volume and Open Interest |
29,497 |
163,209 |
+432 |
DJIA Index(CBOT) |
Dec10 |
101104 |
11175 |
11395 |
11167 |
11387 |
+210 |
223 |
6,890 |
-115 |
Mar11 |
101104 |
11319 |
11319 |
11111 |
11319 |
+208 |
2 |
18 |
+2 |
Jun11 |
101104 |
11257 |
11257 |
11047 |
11257 |
+210 |
|
|
|
Sep11 |
101104 |
11199 |
11199 |
10989 |
11199 |
+210 |
|
|
|
Total Volume and Open Interest |
225 |
6,908 |
-113 |
S & P 500(CME) |
Dec10 |
101104 |
1197.20 |
1218.80 |
1195.30 |
1218.60 |
+21.30 |
18,270 |
329,771 |
+8,960 |
Mar11 |
101104 |
1204.20 |
1213.30 |
1201.00 |
1213.30 |
+21.30 |
64 |
4,930 |
+20 |
Jun11 |
101104 |
1208.40 |
1208.40 |
1208.10 |
1208.40 |
+21.30 |
38 |
2,320 |
+19 |
Sep11 |
101104 |
1203.40 |
1203.40 |
1203.10 |
1203.40 |
+21.30 |
0 |
25 |
+0 |
Total Volume and Open Interest |
18,372 |
337,046 |
+8,999 |
S & P 500 E-Mini(Globex) |
Dec10 |
101104 |
1218.25 |
1218.50 |
1217.25 |
1218.00 |
+21.75 |
|
|
|
Mar11 |
101104 |
1191.00 |
1213.50 |
1191.00 |
1213.25 |
+21.25 |
885 |
14,802 |
+299 |
Total Volume and Open Interest |
1,574,547 |
2,709,889 |
+24,822 |
NASDAQ 100(CME) |
Dec10 |
101104 |
2163.30 |
2191.00 |
2162.50 |
2184.50 |
+20.20 |
432 |
24,871 |
-81 |
Mar11 |
101104 |
2182.50 |
2190.00 |
2182.00 |
2182.50 |
+20.50 |
0 |
2 |
-1 |
Jun11 |
101104 |
2180.00 |
2180.00 |
2179.50 |
2180.00 |
+20.50 |
|
|
|
Total Volume and Open Interest |
432 |
24,873 |
-82 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
101104 |
2164.50 |
2191.00 |
2162.30 |
2184.50 |
+20.20 |
227,217 |
441,753 |
+467 |
Mar11 |
101104 |
2164.00 |
2188.00 |
2161.30 |
2182.50 |
+20.50 |
387 |
1,186 |
+24 |
Total Volume and Open Interest |
227,604 |
442,944 |
+491 |
S & P Midcap 400(CME) |
Dec10 |
101104 |
853.90 |
853.90 |
852.00 |
853.90 |
+14.60 |
2 |
3,132 |
-1 |
Mar11 |
101104 |
851.90 |
851.90 |
851.30 |
851.90 |
+14.60 |
0 |
2 |
+0 |
Jun11 |
101104 |
849.90 |
849.90 |
849.30 |
849.90 |
+14.60 |
|
|
|
Total Volume and Open Interest |
2 |
3,134 |
-1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec10 |
101104 |
9370 |
9485 |
9370 |
9485 |
+185 |
|
|
|
Mar11 |
101104 |
9520 |
9535 |
9520 |
9520 |
+185 |
0 |
1 |
+0 |
Total Volume and Open Interest |
6,761 |
33,779 |
-1,217 |
Nikkei 225(SGX) |
Dec10 |
101104 |
9270 |
9375 |
9265 |
9340 |
+165 |
129,961 |
207,001 |
+2,795 |
Mar11 |
101104 |
9330 |
9330 |
9330 |
9330 |
+165 |
483 |
2,890 |
+483 |
Jun11 |
101104 |
9260 |
9260 |
9260 |
9260 |
+160 |
0 |
2,125 |
+0 |
Total Volume and Open Interest |
130,469 |
218,693 |
+3,278 |
CAC 40(EURONEXT) |
Nov10 |
101104 |
3857.0 |
3915.5 |
3856.0 |
3899.5 |
+74.0 |
110,836 |
357,736 |
-13,176 |
Dec10 |
101104 |
3850.0 |
3912.5 |
3850.0 |
3899.0 |
+74.0 |
377 |
67,961 |
+264 |
Jan11 |
101104 |
3901.5 |
3901.5 |
3901.5 |
3901.5 |
+74.0 |
0 |
35 |
+0 |
Total Volume and Open Interest |
111,213 |
425,852 |
-12,912 |
Hang Seng Index(HKFE) |
Nov10 |
101104 |
24326 |
24550 |
24281 |
24533 |
+468 |
59,204 |
120,131 |
-419 |
Dec10 |
101104 |
24300 |
24560 |
24293 |
24547 |
+475 |
1,119 |
8,281 |
+1,481 |
Total Volume and Open Interest |
60,562 |
130,556 |
+1,200 |
DAX(EUREX) |
Dec10 |
101104 |
6670.5 |
6766.5 |
6665.0 |
6738.0 |
+120.5 |
110,579 |
180,087 |
+801 |
Mar11 |
101104 |
6691.5 |
6776.0 |
6682.0 |
6753.5 |
+120.5 |
153 |
12,014 |
+62 |
Jun11 |
101104 |
6711.5 |
6793.5 |
6706.5 |
6773.5 |
+120.5 |
184 |
2,542 |
-1 |
Total Volume and Open Interest |
110,916 |
194,643 |
+862 |
FT-SE 100(EURONEXT) |
Dec10 |
101104 |
5769.00 |
5875.50 |
5768.50 |
5845.00 |
+111.50 |
101,774 |
626,440 |
+6,408 |
Mar11 |
101104 |
5754.00 |
5830.00 |
5752.00 |
5804.00 |
+110.50 |
641 |
5,514 |
+327 |
Jun11 |
101104 |
5766.00 |
5774.50 |
5761.00 |
5761.00 |
+111.50 |
25 |
645 |
+5 |
Total Volume and Open Interest |
102,440 |
632,609 |
+6,740 |
SPI 200(SFE) |
Dec10 |
101104 |
4730.0 |
4769.0 |
4695.0 |
4757.0 |
+30.0 |
24,877 |
209,813 |
-7,087 |
Mar11 |
101104 |
4727.0 |
4760.0 |
4727.0 |
4752.0 |
+30.0 |
168 |
2,149 |
+3 |
Jun11 |
101104 |
4776.0 |
4776.0 |
4776.0 |
4776.0 |
+31.0 |
0 |
1,025 |
+0 |
Total Volume and Open Interest |
25,051 |
216,082 |
-7,134 |
GSCI(CME) |
Nov10 |
101104 |
588.50 |
591.00 |
586.50 |
591.00 |
+14.00 |
425 |
14,768 |
-306 |
Dec10 |
101104 |
594.50 |
597.85 |
594.50 |
597.85 |
+14.05 |
38 |
107 |
+37 |
Jan11 |
101104 |
600.00 |
600.00 |
600.00 |
600.00 |
+14.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
463 |
14,878 |
-269 |
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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