|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon November 08, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov10 |
101108 |
1273.75 |
1278.50 |
1263.75 |
1264.50 |
-9.00 |
6,964 |
6,990 |
-2,524 |
| Jan11 |
101108 |
1284.00 |
1289.50 |
1274.00 |
1274.75 |
-9.25 |
99,838 |
320,881 |
+1,434 |
| Mar11 |
101108 |
1291.75 |
1298.00 |
1282.50 |
1283.25 |
-9.25 |
22,593 |
92,752 |
+2,731 |
| May11 |
101108 |
1295.00 |
1300.75 |
1285.75 |
1286.50 |
-8.75 |
10,623 |
58,797 |
+644 |
| Jul11 |
101108 |
1300.00 |
1307.25 |
1290.50 |
1291.00 |
-9.50 |
14,424 |
54,720 |
+1,820 |
| Aug11 |
101108 |
1284.50 |
1290.00 |
1274.25 |
1274.75 |
-8.25 |
176 |
1,559 |
+22 |
| Sep11 |
101108 |
1254.00 |
1254.00 |
1243.75 |
1243.75 |
-8.25 |
382 |
1,956 |
+103 |
| Total Volume and Open Interest |
170,461 |
624,909 |
+7,124 |
| Soybean Meal(CBOT) |
| Dec10 |
101108 |
347.50 |
348.20 |
343.20 |
344.90 |
-3.10 |
33,158 |
96,511 |
-1,279 |
| Jan11 |
101108 |
348.30 |
349.70 |
344.50 |
346.40 |
-2.90 |
13,731 |
27,505 |
-100 |
| Mar11 |
101108 |
350.80 |
352.50 |
348.00 |
349.30 |
-2.70 |
5,616 |
23,945 |
-60 |
| May11 |
101108 |
351.30 |
353.20 |
347.90 |
350.20 |
-2.40 |
5,489 |
19,742 |
-212 |
| Jul11 |
101108 |
353.20 |
354.80 |
349.90 |
351.50 |
-2.70 |
5,859 |
14,894 |
-637 |
| Aug11 |
101108 |
345.90 |
347.80 |
344.90 |
345.30 |
-2.60 |
488 |
3,787 |
+61 |
| Sep11 |
101108 |
338.30 |
339.90 |
336.20 |
336.90 |
-3.00 |
550 |
4,050 |
+42 |
| Oct11 |
101108 |
324.60 |
325.80 |
322.00 |
322.00 |
-4.00 |
321 |
2,218 |
+7 |
| Total Volume and Open Interest |
69,295 |
202,235 |
-1,257 |
| Soybean Oil(CBOT) |
| Dec10 |
101108 |
52.15 |
52.85 |
51.88 |
52.01 |
-0.21 |
46,175 |
128,146 |
-2,679 |
| Jan11 |
101108 |
52.55 |
53.21 |
52.25 |
52.37 |
-0.21 |
21,766 |
113,226 |
+4,372 |
| Mar11 |
101108 |
52.99 |
53.53 |
52.62 |
52.73 |
-0.23 |
12,972 |
62,921 |
+3,508 |
| May11 |
101108 |
53.30 |
53.78 |
52.86 |
52.96 |
-0.23 |
8,744 |
23,646 |
+1,069 |
| Jul11 |
101108 |
53.50 |
53.97 |
53.01 |
53.15 |
-0.23 |
8,210 |
20,362 |
-75 |
| Aug11 |
101108 |
53.21 |
53.35 |
53.15 |
53.18 |
-0.23 |
481 |
4,692 |
+113 |
| Sep11 |
101108 |
53.32 |
53.36 |
53.11 |
53.20 |
-0.23 |
598 |
2,014 |
+266 |
| Oct11 |
101108 |
53.20 |
53.37 |
53.14 |
53.22 |
-0.21 |
218 |
2,732 |
+59 |
| Total Volume and Open Interest |
102,750 |
370,436 |
+7,467 |
| Canola(WCE) |
| Nov10 |
101108 |
545.6 |
545.6 |
545.6 |
545.6 |
-0.8 |
38 |
207 |
-38 |
| Jan11 |
101108 |
552.0 |
553.7 |
548.8 |
550.2 |
-0.9 |
9,977 |
143,597 |
+1,805 |
| Mar11 |
101108 |
561.0 |
561.0 |
555.9 |
556.9 |
-1.2 |
3,961 |
15,552 |
+859 |
| May11 |
101108 |
559.5 |
560.9 |
557.2 |
559.1 |
-1.5 |
1,138 |
4,569 |
+14 |
| Jul11 |
101108 |
563.2 |
563.2 |
558.6 |
560.7 |
-1.0 |
2,697 |
12,921 |
+1,123 |
| Total Volume and Open Interest |
20,699 |
204,712 |
+5,534 |
| Corn(CBOT) |
| Dec10 |
101108 |
587.50 |
592.00 |
584.50 |
585.25 |
-2.50 |
193,299 |
504,502 |
-10,097 |
| Mar11 |
101108 |
601.00 |
606.00 |
598.25 |
599.25 |
-2.50 |
84,496 |
529,155 |
+16,226 |
| May11 |
101108 |
607.50 |
612.25 |
605.00 |
606.00 |
-2.50 |
20,174 |
107,500 |
+2,437 |
| Jul11 |
101108 |
610.75 |
615.50 |
608.25 |
609.25 |
-2.50 |
30,971 |
195,874 |
+2,833 |
| Sep11 |
101108 |
574.75 |
578.00 |
571.50 |
572.50 |
-3.25 |
4,208 |
35,046 |
+718 |
| Dec11 |
101108 |
554.25 |
558.00 |
552.00 |
553.00 |
-2.25 |
51,084 |
224,748 |
+10,431 |
| Total Volume and Open Interest |
389,623 |
1,645,840 |
+23,901 |
| Wheat(CBOT) |
| Dec10 |
101108 |
730.00 |
739.00 |
721.00 |
736.25 |
+7.50 |
57,185 |
191,408 |
-1,676 |
| Mar11 |
101108 |
769.50 |
779.00 |
761.75 |
776.25 |
+7.25 |
26,244 |
129,724 |
+5,293 |
| May11 |
101108 |
793.25 |
802.75 |
787.25 |
801.25 |
+7.25 |
4,767 |
35,175 |
+1,569 |
| Jul11 |
101108 |
803.00 |
811.00 |
795.25 |
810.50 |
+8.00 |
4,721 |
85,530 |
+237 |
| Sep11 |
101108 |
824.00 |
831.50 |
815.00 |
827.75 |
+3.75 |
1,657 |
15,581 |
+299 |
| Total Volume and Open Interest |
99,864 |
522,473 |
+6,124 |
| Wheat(KCBT) |
| Dec10 |
101108 |
786.00 |
796.75 |
779.00 |
795.50 |
+9.50 |
10,382 |
74,340 |
-1,374 |
| Mar11 |
101108 |
801.50 |
812.00 |
794.75 |
811.00 |
+9.25 |
6,731 |
90,205 |
+436 |
| May11 |
101108 |
814.25 |
820.50 |
806.00 |
820.25 |
+9.25 |
1,216 |
18,238 |
+175 |
| Jul11 |
101108 |
816.00 |
825.00 |
810.00 |
824.50 |
+8.50 |
2,587 |
42,748 |
+411 |
| Sep11 |
101108 |
823.75 |
831.00 |
818.25 |
830.50 |
+6.75 |
473 |
6,079 |
+136 |
| Total Volume and Open Interest |
22,256 |
240,512 |
+192 |
| Wheat(MGE) |
| Dec10 |
101108 |
796.50 |
805.75 |
789.50 |
803.75 |
+6.75 |
2,972 |
17,162 |
-447 |
| Mar11 |
101108 |
810.00 |
820.00 |
804.25 |
818.00 |
+6.25 |
2,752 |
25,615 |
+782 |
| May11 |
101108 |
824.25 |
827.00 |
814.75 |
827.00 |
+6.25 |
401 |
7,334 |
+123 |
| Jul11 |
101108 |
832.00 |
833.50 |
821.25 |
832.25 |
+6.25 |
381 |
7,961 |
-19 |
| Sep11 |
101108 |
828.00 |
836.00 |
821.25 |
833.25 |
+5.00 |
522 |
5,856 |
+300 |
| Total Volume and Open Interest |
7,443 |
70,666 |
+864 |
| Oats(CBOT) |
| Dec10 |
101108 |
375.25 |
378.00 |
368.50 |
376.50 |
+1.25 |
1,139 |
5,241 |
-173 |
| Mar11 |
101108 |
387.00 |
390.25 |
382.00 |
389.00 |
+1.25 |
725 |
7,615 |
+465 |
| May11 |
101108 |
390.00 |
396.00 |
390.00 |
394.50 |
+1.25 |
9 |
164 |
+3 |
| Jul11 |
101108 |
395.00 |
398.25 |
395.00 |
397.00 |
-1.25 |
2 |
45 |
+0 |
| Total Volume and Open Interest |
1,890 |
13,878 |
+301 |
| Rough Rice(CBOT) |
| Nov10 |
101108 |
14.82 |
14.96 |
14.70 |
14.96 |
+0.26 |
24 |
136 |
-18 |
| Jan11 |
101108 |
15.11 |
15.26 |
14.97 |
15.25 |
+0.27 |
1,662 |
12,422 |
+202 |
| Mar11 |
101108 |
15.40 |
15.52 |
15.25 |
15.52 |
+0.27 |
140 |
3,320 |
-4 |
| May11 |
101108 |
15.51 |
15.78 |
15.51 |
15.78 |
+0.27 |
36 |
758 |
+12 |
| Total Volume and Open Interest |
2,003 |
18,626 |
+172 |
| Live Cattle(CME) |
| Dec10 |
101108 |
97.550 |
98.535 |
97.480 |
98.400 |
+0.850 |
23,313 |
120,469 |
-5,548 |
| Feb11 |
101108 |
101.550 |
102.550 |
101.480 |
102.350 |
+0.550 |
15,960 |
89,986 |
+4,646 |
| Apr11 |
101108 |
105.150 |
106.300 |
105.100 |
106.285 |
+0.805 |
8,182 |
58,024 |
+1,488 |
| Jun11 |
101108 |
102.900 |
103.750 |
102.700 |
103.635 |
+0.555 |
2,677 |
27,675 |
+279 |
| Aug11 |
101108 |
102.535 |
103.300 |
102.500 |
103.250 |
+0.400 |
1,157 |
9,751 |
+235 |
| Oct11 |
101108 |
105.285 |
105.800 |
105.135 |
105.800 |
+0.450 |
192 |
5,295 |
+41 |
| Total Volume and Open Interest |
51,635 |
313,020 |
+1,234 |
| Feeder Cattle(CME) |
| Nov10 |
101108 |
110.600 |
111.330 |
110.400 |
111.250 |
+0.650 |
690 |
3,132 |
-151 |
| Jan11 |
101108 |
110.750 |
111.800 |
110.450 |
111.635 |
+0.850 |
1,547 |
13,243 |
-40 |
| Mar11 |
101108 |
111.680 |
112.900 |
111.480 |
112.830 |
+0.880 |
568 |
5,241 |
+113 |
| Apr11 |
101108 |
112.930 |
114.100 |
112.800 |
113.885 |
+0.585 |
131 |
1,356 |
+38 |
| May11 |
101108 |
113.700 |
114.750 |
113.700 |
114.300 |
+0.200 |
142 |
1,831 |
+55 |
| Aug11 |
101108 |
115.000 |
115.950 |
115.000 |
115.700 |
+0.100 |
77 |
932 |
+47 |
| Sep11 |
101108 |
115.000 |
115.000 |
114.850 |
114.850 |
unch |
0 |
39 |
+0 |
| Total Volume and Open Interest |
3,155 |
25,774 |
+62 |
| Lean Hogs(CME) |
| Dec10 |
101108 |
66.900 |
67.850 |
66.680 |
67.150 |
+0.200 |
18,842 |
70,913 |
-2,762 |
| Feb11 |
101108 |
73.450 |
74.550 |
73.400 |
74.180 |
+0.645 |
10,975 |
51,189 |
+2,215 |
| Apr11 |
101108 |
78.000 |
79.200 |
77.750 |
79.150 |
+1.050 |
5,240 |
36,291 |
-764 |
| May11 |
101108 |
84.000 |
84.980 |
84.000 |
84.750 |
+0.270 |
121 |
1,492 |
-16 |
| Jun11 |
101108 |
87.230 |
88.150 |
87.200 |
88.000 |
+0.550 |
2,304 |
25,711 |
+290 |
| Jul11 |
101108 |
87.350 |
87.750 |
87.050 |
87.700 |
+0.315 |
379 |
5,719 |
+113 |
| Aug11 |
101108 |
86.650 |
87.135 |
86.400 |
86.980 |
+0.430 |
1,042 |
5,166 |
-464 |
| Oct11 |
101108 |
79.400 |
80.200 |
79.400 |
80.180 |
+0.130 |
798 |
2,691 |
+424 |
| Total Volume and Open Interest |
40,019 |
199,968 |
-842 |
| Pork Bellies(CME) |
| Feb11 |
101108 |
104.500 |
104.500 |
104.500 |
104.500 |
unch |
0 |
6 |
+0 |
| Mar11 |
101108 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
0 |
1 |
+0 |
| May11 |
101108 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
|
|
|
| Jul11 |
101108 |
103.500 |
103.500 |
103.500 |
103.500 |
unch |
|
|
|
| Aug11 |
101108 |
102.500 |
102.500 |
102.500 |
102.500 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
7 |
+0 |
| Class III Milk(CME) |
| Nov10 |
101108 |
15.44 |
15.48 |
15.35 |
15.38 |
-0.07 |
176 |
4,943 |
-12 |
| Dec10 |
101108 |
13.51 |
13.64 |
13.31 |
13.32 |
-0.24 |
950 |
5,757 |
-53 |
| Jan11 |
101108 |
13.46 |
13.60 |
13.35 |
13.41 |
-0.13 |
358 |
2,842 |
+52 |
| Feb11 |
101108 |
13.58 |
13.63 |
13.45 |
13.52 |
-0.06 |
190 |
2,384 |
+72 |
| Mar11 |
101108 |
13.70 |
13.80 |
13.66 |
13.75 |
+0.01 |
173 |
2,187 |
+49 |
| Total Volume and Open Interest |
2,164 |
29,585 |
+165 |
| Cocoa(ICE) |
| Dec10 |
101108 |
2748 |
2815 |
2696 |
2794 |
+60 |
13,884 |
37,386 |
-4,420 |
| Mar11 |
101108 |
2777 |
2845 |
2729 |
2828 |
+54 |
9,238 |
52,525 |
+2,182 |
| May11 |
101108 |
2778 |
2865 |
2751 |
2850 |
+53 |
996 |
16,617 |
+389 |
| Jul11 |
101108 |
2795 |
2881 |
2772 |
2869 |
+55 |
639 |
6,781 |
+58 |
| Sep11 |
101108 |
2810 |
2894 |
2802 |
2885 |
+58 |
36 |
3,954 |
+26 |
| Dec11 |
101108 |
2836 |
2906 |
2809 |
2906 |
+58 |
4 |
9,084 |
+1 |
| Mar12 |
101108 |
2973 |
2973 |
2973 |
2973 |
+57 |
9 |
10,662 |
+0 |
| Total Volume and Open Interest |
24,816 |
142,272 |
-1,760 |
| Coffee "C"(ICE) |
| Dec10 |
101108 |
204.50 |
209.70 |
203.85 |
208.10 |
+2.95 |
20,620 |
67,132 |
-1,064 |
| Mar11 |
101108 |
207.00 |
212.05 |
206.40 |
210.70 |
+3.05 |
11,989 |
60,146 |
+3,626 |
| May11 |
101108 |
208.35 |
212.60 |
207.60 |
211.55 |
+3.20 |
1,026 |
11,948 |
+189 |
| Jul11 |
101108 |
206.35 |
210.30 |
206.35 |
209.70 |
+3.45 |
564 |
5,525 |
+103 |
| Sep11 |
101108 |
202.90 |
206.40 |
202.90 |
205.90 |
+3.10 |
324 |
2,723 |
+13 |
| Dec11 |
101108 |
198.00 |
201.40 |
198.00 |
200.85 |
+3.05 |
63 |
2,460 |
+16 |
| Total Volume and Open Interest |
34,615 |
150,928 |
+2,906 |
| Orange Juice(ICE) |
| Nov10 |
101108 |
159.80 |
160.10 |
158.85 |
158.85 |
-3.40 |
66 |
496 |
+17 |
| Jan11 |
101108 |
156.55 |
156.80 |
153.25 |
155.25 |
-1.60 |
1,355 |
23,497 |
+198 |
| Mar11 |
101108 |
156.10 |
157.15 |
154.55 |
156.40 |
-1.45 |
327 |
2,964 |
+199 |
| May11 |
101108 |
156.50 |
157.65 |
155.90 |
157.65 |
-1.65 |
85 |
695 |
+74 |
| Jul11 |
101108 |
158.10 |
158.65 |
157.95 |
158.65 |
-1.75 |
0 |
1,247 |
+0 |
| Sep11 |
101108 |
158.50 |
159.55 |
158.45 |
159.55 |
-1.75 |
0 |
24 |
+0 |
| Total Volume and Open Interest |
1,833 |
28,951 |
+488 |
| Sugar #11(ICE) |
| Mar11 |
101108 |
31.70 |
32.30 |
31.38 |
31.88 |
+0.12 |
64,024 |
255,863 |
+5,450 |
| May11 |
101108 |
29.14 |
29.55 |
28.84 |
29.24 |
-0.05 |
38,538 |
103,932 |
+7,635 |
| Jul11 |
101108 |
26.20 |
26.56 |
25.90 |
26.25 |
-0.12 |
20,029 |
99,738 |
+996 |
| Oct11 |
101108 |
24.35 |
24.72 |
24.20 |
24.40 |
-0.18 |
7,093 |
50,435 |
+394 |
| Mar12 |
101108 |
23.16 |
23.40 |
22.95 |
23.08 |
-0.23 |
3,608 |
44,481 |
+300 |
| Total Volume and Open Interest |
136,616 |
595,848 |
+15,125 |
| London Cocoa(LCE) |
| Dec10 |
101108 |
1785 |
1832 |
1770 |
1829 |
+43 |
7,106 |
61,070 |
-1,629 |
| Mar11 |
101108 |
1815 |
1860 |
1798 |
1857 |
+42 |
8,582 |
56,482 |
-1,387 |
| May11 |
101108 |
1823 |
1877 |
1818 |
1875 |
+42 |
2,452 |
18,846 |
+47 |
| Jul11 |
101108 |
1845 |
1898 |
1837 |
1893 |
+41 |
1,694 |
11,767 |
-554 |
| Sep11 |
101108 |
1865 |
1912 |
1851 |
1907 |
+43 |
2,196 |
8,185 |
+750 |
| Dec11 |
101108 |
1870 |
1918 |
1865 |
1918 |
+46 |
2,700 |
14,637 |
+2,412 |
| Mar12 |
101108 |
1871 |
1924 |
1871 |
1924 |
+43 |
2 |
9,077 |
-1 |
| Total Volume and Open Interest |
24,732 |
182,916 |
-362 |
| London Sugar(LCE) |
| Dec10 |
101108 |
774.70 |
782.10 |
768.60 |
780.70 |
+4.60 |
4,121 |
14,395 |
-2,505 |
| Mar11 |
101108 |
775.20 |
784.90 |
770.70 |
778.30 |
-0.30 |
5,051 |
31,598 |
+1,487 |
| May11 |
101108 |
750.70 |
756.20 |
743.60 |
752.50 |
-0.70 |
661 |
8,056 |
+174 |
| Aug11 |
101108 |
690.80 |
695.60 |
684.10 |
693.80 |
-0.70 |
449 |
6,443 |
-30 |
| Oct11 |
101108 |
639.30 |
639.30 |
639.30 |
639.30 |
-3.50 |
68 |
1,063 |
+34 |
| Total Volume and Open Interest |
10,389 |
62,442 |
-825 |
| Cotton(ICE) |
| Dec10 |
101108 |
143.15 |
146.23 |
143.15 |
146.23 |
+4.00 |
20,381 |
95,636 |
-5,357 |
| Mar11 |
101108 |
140.30 |
142.11 |
140.00 |
142.11 |
+4.00 |
12,515 |
82,375 |
+3,658 |
| May11 |
101108 |
136.25 |
138.54 |
136.25 |
138.54 |
+4.00 |
2,505 |
12,973 |
+386 |
| Jul11 |
101108 |
132.00 |
134.80 |
132.00 |
134.80 |
+4.00 |
1,906 |
24,754 |
+522 |
| Oct11 |
101108 |
115.00 |
118.49 |
115.00 |
118.49 |
+4.00 |
20 |
149 |
-8 |
| Dec11 |
101108 |
97.45 |
98.97 |
96.80 |
97.05 |
-0.91 |
2,408 |
21,803 |
+1,029 |
| Total Volume and Open Interest |
39,803 |
238,564 |
+257 |
| Lumber(CME) |
| Nov10 |
101108 |
261.4 |
261.7 |
258.1 |
258.5 |
-5.2 |
287 |
865 |
-183 |
| Jan11 |
101108 |
277.0 |
278.0 |
273.0 |
273.0 |
-4.0 |
703 |
5,746 |
+166 |
| Mar11 |
101108 |
293.0 |
293.0 |
288.0 |
288.0 |
-5.5 |
225 |
2,615 |
+29 |
| May11 |
101108 |
297.0 |
298.0 |
293.0 |
297.5 |
-4.1 |
21 |
647 |
+10 |
| Total Volume and Open Interest |
1,236 |
10,033 |
+22 |
| Crude Oil(NYM) |
| Dec10 |
101108 |
87.39 |
87.49 |
85.96 |
87.06 |
+0.21 |
317,997 |
370,009 |
+5,450 |
| Jan11 |
101108 |
88.04 |
88.13 |
86.60 |
87.71 |
+0.23 |
100,705 |
213,666 |
+15,431 |
| Feb11 |
101108 |
88.32 |
88.57 |
87.13 |
88.22 |
+0.25 |
46,808 |
92,917 |
+8,429 |
| Mar11 |
101108 |
88.91 |
89.02 |
87.62 |
88.69 |
+0.27 |
31,644 |
105,258 |
+6,962 |
| Apr11 |
101108 |
89.11 |
89.11 |
88.02 |
89.08 |
+0.29 |
17,884 |
44,380 |
+1,834 |
| May11 |
101108 |
89.25 |
89.47 |
88.38 |
89.43 |
+0.31 |
15,220 |
31,247 |
+3,549 |
| Jun11 |
101108 |
89.84 |
89.84 |
88.65 |
89.70 |
+0.33 |
28,718 |
90,356 |
+3,121 |
| Jul11 |
101108 |
89.48 |
90.01 |
89.05 |
89.93 |
+0.33 |
3,784 |
37,157 |
+266 |
| Aug11 |
101108 |
89.29 |
90.12 |
89.26 |
90.12 |
+0.33 |
3,008 |
14,602 |
+45 |
| Sep11 |
101108 |
89.44 |
90.30 |
89.40 |
90.30 |
+0.33 |
4,085 |
24,168 |
+938 |
| Oct11 |
101108 |
89.79 |
90.49 |
89.79 |
90.49 |
+0.33 |
2,906 |
15,948 |
-166 |
| Nov11 |
101108 |
89.90 |
90.69 |
89.87 |
90.69 |
+0.33 |
3,093 |
20,103 |
+552 |
| Dec11 |
101108 |
91.07 |
91.07 |
89.89 |
90.91 |
+0.33 |
42,475 |
148,971 |
+3,798 |
| Jan12 |
101108 |
91.02 |
91.02 |
91.02 |
91.02 |
+0.34 |
650 |
15,797 |
-5 |
| Feb12 |
101108 |
91.11 |
91.11 |
91.11 |
91.11 |
+0.35 |
765 |
6,672 |
+56 |
| Mar12 |
101108 |
91.20 |
91.20 |
91.20 |
91.20 |
+0.36 |
318 |
9,769 |
+65 |
| Total Volume and Open Interest |
654,393 |
1,521,899 |
+54,615 |
| 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 |
101108 |
88.125 |
88.300 |
86.625 |
87.700 |
+0.225 |
625 |
2,903 |
+259 |
| Feb11 |
101108 |
88.025 |
88.225 |
87.475 |
88.225 |
+0.250 |
64 |
609 |
-4 |
| Mar11 |
101108 |
88.550 |
88.700 |
87.950 |
88.700 |
+0.275 |
6 |
237 |
+3 |
| Apr11 |
101108 |
89.075 |
89.075 |
89.075 |
89.075 |
+0.275 |
0 |
5 |
+0 |
| May11 |
101108 |
89.350 |
89.425 |
88.700 |
89.425 |
+0.300 |
0 |
11 |
+0 |
| Jun11 |
101108 |
89.700 |
89.700 |
89.700 |
89.700 |
+0.325 |
1 |
28 |
+0 |
| Jul11 |
101108 |
89.925 |
89.925 |
89.925 |
89.925 |
+0.325 |
0 |
1 |
+0 |
| Aug11 |
101108 |
90.125 |
90.125 |
90.125 |
90.125 |
+0.325 |
|
|
|
| Total Volume and Open Interest |
10,107 |
9,028 |
+813 |
| Heating Oil(NYM) |
| Dec10 |
101108 |
240.10 |
240.10 |
236.72 |
239.77 |
+1.29 |
41,649 |
99,093 |
+3,110 |
| Jan11 |
101108 |
242.31 |
242.31 |
239.13 |
241.98 |
+1.24 |
15,212 |
76,217 |
+1,079 |
| Feb11 |
101108 |
242.14 |
243.49 |
240.53 |
243.31 |
+1.17 |
6,750 |
29,153 |
+1,115 |
| Mar11 |
101108 |
242.56 |
243.94 |
241.00 |
243.69 |
+1.14 |
5,451 |
23,201 |
+1,148 |
| Apr11 |
101108 |
240.66 |
242.98 |
240.34 |
242.84 |
+1.12 |
2,024 |
13,051 |
+466 |
| May11 |
101108 |
240.05 |
242.53 |
240.05 |
242.34 |
+1.05 |
2,052 |
14,411 |
+488 |
| Jun11 |
101108 |
242.87 |
242.87 |
239.65 |
242.26 |
+1.03 |
4,358 |
29,816 |
-964 |
| Jul11 |
101108 |
240.76 |
243.19 |
240.76 |
243.19 |
+1.01 |
500 |
5,728 |
+23 |
| Aug11 |
101108 |
241.75 |
244.30 |
241.75 |
244.30 |
+1.00 |
441 |
4,250 |
+82 |
| Sep11 |
101108 |
244.07 |
245.85 |
244.07 |
245.85 |
+1.00 |
111 |
4,665 |
-55 |
| Oct11 |
101108 |
247.71 |
247.71 |
247.71 |
247.71 |
+1.00 |
73 |
1,950 |
-1 |
| Nov11 |
101108 |
249.70 |
249.70 |
249.70 |
249.70 |
+1.02 |
179 |
2,488 |
+17 |
| Total Volume and Open Interest |
81,638 |
327,078 |
+6,560 |
| Gasoline(NYMEX) |
| Dec10 |
101108 |
218.30 |
219.38 |
215.28 |
217.85 |
-0.15 |
39,119 |
97,526 |
+2,347 |
| Jan11 |
101108 |
219.77 |
219.82 |
216.25 |
218.70 |
-0.24 |
19,416 |
72,069 |
+5,331 |
| Feb11 |
101108 |
222.22 |
222.22 |
218.47 |
220.79 |
-0.26 |
9,193 |
21,214 |
-275 |
| Mar11 |
101108 |
222.68 |
223.24 |
220.91 |
223.08 |
-0.28 |
3,980 |
18,853 |
+195 |
| Apr11 |
101108 |
232.89 |
234.95 |
232.89 |
234.94 |
-0.25 |
1,855 |
18,938 |
-465 |
| May11 |
101108 |
234.64 |
236.32 |
233.86 |
236.09 |
-0.16 |
1,727 |
9,523 |
+474 |
| Jun11 |
101108 |
237.61 |
237.96 |
234.45 |
236.75 |
-0.06 |
2,755 |
14,924 |
+59 |
| Jul11 |
101108 |
234.60 |
236.87 |
234.60 |
236.68 |
+0.01 |
666 |
4,151 |
+311 |
| Aug11 |
101108 |
236.28 |
236.28 |
236.28 |
236.28 |
+0.11 |
682 |
5,204 |
+2 |
| Sep11 |
101108 |
235.37 |
235.37 |
235.37 |
235.37 |
+0.17 |
948 |
2,575 |
-454 |
| Total Volume and Open Interest |
85,468 |
289,201 |
+9,266 |
| e-miNY RBOB Gasoline(NYM) |
| Dec10 |
101108 |
217.90 |
217.90 |
217.85 |
217.90 |
-0.10 |
0 |
2 |
+0 |
| Jan11 |
101108 |
218.70 |
218.70 |
218.70 |
218.70 |
-0.20 |
0 |
1 |
+0 |
| Feb11 |
101108 |
220.80 |
220.80 |
220.79 |
220.80 |
-0.30 |
0 |
1 |
+0 |
| Mar11 |
101108 |
223.10 |
223.10 |
223.08 |
223.10 |
-0.30 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
8 |
+0 |
| Natural Gas(NYM) |
| Dec10 |
101108 |
3.954 |
4.132 |
3.937 |
4.088 |
+0.151 |
134,668 |
176,594 |
+4,971 |
| Jan11 |
101108 |
4.174 |
4.320 |
4.170 |
4.279 |
+0.103 |
60,928 |
181,420 |
+5,256 |
| Feb11 |
101108 |
4.219 |
4.313 |
4.174 |
4.285 |
+0.105 |
35,552 |
54,924 |
+2,020 |
| Mar11 |
101108 |
4.155 |
4.264 |
4.144 |
4.252 |
+0.105 |
29,137 |
85,312 |
+6,039 |
| Apr11 |
101108 |
4.120 |
4.223 |
4.113 |
4.219 |
+0.107 |
19,141 |
64,588 |
+410 |
| May11 |
101108 |
4.179 |
4.260 |
4.148 |
4.250 |
+0.111 |
4,709 |
22,582 |
+355 |
| Jun11 |
101108 |
4.210 |
4.302 |
4.197 |
4.294 |
+0.109 |
2,592 |
11,313 |
+204 |
| Jul11 |
101108 |
4.275 |
4.352 |
4.259 |
4.350 |
+0.107 |
1,543 |
11,073 |
+296 |
| Aug11 |
101108 |
4.309 |
4.398 |
4.301 |
4.392 |
+0.106 |
1,654 |
10,739 |
+368 |
| Sep11 |
101108 |
4.310 |
4.411 |
4.310 |
4.409 |
+0.103 |
1,759 |
9,728 |
+140 |
| Oct11 |
101108 |
4.424 |
4.493 |
4.386 |
4.485 |
+0.099 |
9,595 |
36,862 |
+1,041 |
| Nov11 |
101108 |
4.633 |
4.700 |
4.633 |
4.699 |
+0.088 |
4,744 |
15,660 |
+1,405 |
| Dec11 |
101108 |
4.964 |
5.002 |
4.956 |
5.002 |
+0.071 |
1,470 |
18,072 |
-188 |
| Jan12 |
101108 |
5.149 |
5.190 |
5.142 |
5.189 |
+0.065 |
3,727 |
23,938 |
+363 |
| Feb12 |
101108 |
5.160 |
5.165 |
5.115 |
5.162 |
+0.063 |
282 |
6,550 |
+57 |
| Mar12 |
101108 |
5.022 |
5.055 |
5.009 |
5.052 |
+0.061 |
430 |
13,966 |
+101 |
| Total Volume and Open Interest |
313,844 |
820,073 |
+23,320 |
| Brent Crude Oil(ICE) |
| Dec10 |
101108 |
88.61 |
88.72 |
87.30 |
88.46 |
+0.35 |
150,413 |
186,765 |
-10,760 |
| Jan11 |
101108 |
88.85 |
89.03 |
87.54 |
88.68 |
+0.34 |
104,600 |
221,338 |
+1,553 |
| Feb11 |
101108 |
89.05 |
89.11 |
87.81 |
88.93 |
+0.33 |
47,454 |
103,080 |
+2,159 |
| Mar11 |
101108 |
89.27 |
89.27 |
88.12 |
89.20 |
+0.35 |
19,823 |
48,721 |
-884 |
| Apr11 |
101108 |
89.10 |
89.51 |
88.36 |
89.48 |
+0.36 |
11,394 |
35,011 |
-2,273 |
| May11 |
101108 |
89.84 |
89.84 |
88.66 |
89.78 |
+0.38 |
9,340 |
23,279 |
+165 |
| Jun11 |
101108 |
90.13 |
90.13 |
88.95 |
90.07 |
+0.40 |
21,741 |
38,928 |
+183 |
| Jul11 |
101108 |
90.39 |
90.39 |
89.36 |
90.34 |
+0.41 |
4,820 |
12,328 |
+1,749 |
| Aug11 |
101108 |
90.13 |
90.57 |
89.60 |
90.57 |
+0.41 |
1,968 |
10,152 |
-10 |
| Sep11 |
101108 |
90.22 |
90.77 |
90.22 |
90.77 |
+0.41 |
1,610 |
7,454 |
-8 |
| Oct11 |
101108 |
90.88 |
90.96 |
90.88 |
90.96 |
+0.40 |
778 |
6,001 |
+164 |
| Nov11 |
101108 |
91.14 |
91.14 |
91.14 |
91.14 |
+0.40 |
774 |
10,335 |
+327 |
| Dec11 |
101108 |
91.48 |
91.48 |
90.28 |
91.33 |
+0.40 |
17,169 |
72,487 |
-368 |
| Jan12 |
101108 |
91.54 |
91.54 |
91.54 |
91.54 |
+0.40 |
99 |
11,512 |
-44 |
| Total Volume and Open Interest |
397,869 |
870,478 |
-8,838 |
| Gas Oil(ICE) |
| Nov10 |
101108 |
745.00 |
745.00 |
735.00 |
738.50 |
+3.25 |
36,654 |
62,724 |
-7,637 |
| Dec10 |
101108 |
748.75 |
751.00 |
739.50 |
743.00 |
+3.25 |
79,098 |
124,028 |
+3,799 |
| Jan11 |
101108 |
754.75 |
754.75 |
744.00 |
747.25 |
+3.50 |
35,117 |
94,397 |
+1,675 |
| Feb11 |
101108 |
752.75 |
756.25 |
747.25 |
750.25 |
+3.50 |
11,357 |
45,665 |
+554 |
| Mar11 |
101108 |
750.25 |
758.25 |
749.25 |
752.25 |
+3.50 |
8,778 |
29,656 |
+391 |
| Apr11 |
101108 |
752.00 |
759.75 |
752.00 |
754.00 |
+3.50 |
6,321 |
32,661 |
+707 |
| May11 |
101108 |
755.00 |
761.50 |
754.00 |
756.00 |
+3.75 |
4,211 |
27,011 |
+72 |
| Jun11 |
101108 |
764.25 |
764.25 |
755.00 |
758.25 |
+3.75 |
10,226 |
49,730 |
-654 |
| Jul11 |
101108 |
761.00 |
767.25 |
761.00 |
761.75 |
+3.75 |
1,435 |
16,218 |
-413 |
| Aug11 |
101108 |
763.25 |
770.75 |
763.25 |
765.75 |
+3.75 |
393 |
12,416 |
-252 |
| Total Volume and Open Interest |
203,862 |
618,364 |
-940 |
| Ethanol(CBOT) |
| Nov10 |
101103 |
2.395 |
2.395 |
2.361 |
2.390 |
+0.013 |
76 |
80 |
-56 |
| Dec10 |
101108 |
2.347 |
2.358 |
2.344 |
2.347 |
+0.001 |
117 |
1,436 |
-26 |
| Jan11 |
101108 |
2.265 |
2.283 |
2.265 |
2.276 |
+0.006 |
85 |
975 |
-5 |
| Feb11 |
101108 |
2.247 |
2.255 |
2.242 |
2.247 |
-0.002 |
57 |
1,009 |
-22 |
| Mar11 |
101108 |
2.241 |
2.245 |
2.241 |
2.243 |
-0.010 |
32 |
738 |
-21 |
| Apr11 |
101108 |
2.260 |
2.260 |
2.250 |
2.254 |
-0.004 |
28 |
812 |
+7 |
| May11 |
101108 |
2.260 |
2.260 |
2.247 |
2.254 |
-0.010 |
10 |
286 |
-4 |
| Jun11 |
101108 |
2.270 |
2.270 |
2.259 |
2.259 |
-0.005 |
7 |
525 |
+6 |
| Total Volume and Open Interest |
464 |
8,152 |
+13 |
| WTI Crude Oil(ICE |
| Dec10 |
101108 |
87.48 |
87.48 |
85.95 |
87.06 |
+0.21 |
88,160 |
113,106 |
-5,861 |
| Jan11 |
101108 |
88.02 |
88.03 |
86.60 |
87.71 |
+0.23 |
36,758 |
86,730 |
+2,046 |
| Feb11 |
101108 |
88.42 |
88.42 |
87.13 |
88.22 |
+0.25 |
14,265 |
37,801 |
+2,371 |
| Mar11 |
101108 |
88.58 |
88.69 |
87.60 |
88.69 |
+0.27 |
10,413 |
40,214 |
+3,568 |
| Apr11 |
101108 |
88.80 |
89.08 |
88.02 |
89.08 |
+0.29 |
4,730 |
21,522 |
+1,002 |
| May11 |
101108 |
88.89 |
89.43 |
88.49 |
89.43 |
+0.31 |
3,943 |
9,419 |
+588 |
| Jun11 |
101108 |
89.02 |
89.70 |
88.68 |
89.70 |
+0.33 |
13,275 |
39,312 |
+1,488 |
| Jul11 |
101108 |
89.25 |
89.96 |
89.04 |
89.93 |
+0.33 |
754 |
12,438 |
+37 |
| Aug11 |
101108 |
89.46 |
90.13 |
89.20 |
90.12 |
+0.33 |
535 |
7,926 |
-5 |
| Sep11 |
101108 |
90.30 |
90.30 |
90.30 |
90.30 |
+0.33 |
1,023 |
11,531 |
+485 |
| Oct11 |
101108 |
90.49 |
90.49 |
90.49 |
90.49 |
+0.33 |
382 |
3,912 |
+27 |
| Nov11 |
101108 |
90.69 |
90.69 |
90.69 |
90.69 |
+0.33 |
311 |
6,064 |
+22 |
| Dec11 |
101108 |
90.25 |
90.91 |
89.87 |
90.91 |
+0.33 |
16,158 |
53,030 |
+2,341 |
| Jan12 |
101108 |
91.02 |
91.02 |
91.02 |
91.02 |
+0.34 |
111 |
5,096 |
+12 |
| Feb12 |
101108 |
91.11 |
91.11 |
91.11 |
91.11 |
+0.35 |
16 |
821 |
+8 |
| Mar12 |
101108 |
91.20 |
91.20 |
91.20 |
91.20 |
+0.36 |
4 |
3,090 |
-1 |
| Total Volume and Open Interest |
198,836 |
524,422 |
+9,030 |
| US Dollar Index(ICE) |
| Dec10 |
101108 |
76.550 |
77.300 |
76.515 |
77.165 |
+0.475 |
26,432 |
37,156 |
-1,163 |
| Mar11 |
101108 |
76.980 |
77.650 |
76.965 |
77.545 |
+0.465 |
89 |
755 |
+6 |
| Jun11 |
101108 |
77.975 |
77.975 |
77.975 |
77.975 |
+0.465 |
1 |
5 |
+1 |
| Total Volume and Open Interest |
26,522 |
37,916 |
-1,156 |
| Australian Dollar(CME) |
| Dec10 |
101108 |
101.00 |
101.22 |
100.35 |
100.94 |
-0.06 |
85,253 |
126,091 |
-481 |
| Mar11 |
101108 |
99.85 |
100.03 |
99.27 |
99.78 |
-0.06 |
398 |
605 |
+109 |
| Jun11 |
101108 |
98.59 |
98.63 |
98.59 |
98.59 |
-0.04 |
0 |
152 |
+0 |
| Total Volume and Open Interest |
85,651 |
126,985 |
-372 |
| British Pound(CME) |
| Dec10 |
101108 |
161.86 |
162.09 |
160.98 |
161.26 |
-0.59 |
144,779 |
97,347 |
+3,785 |
| Mar11 |
101108 |
161.84 |
161.84 |
160.90 |
161.13 |
-0.58 |
81 |
598 |
+13 |
| Jun11 |
101108 |
160.97 |
161.55 |
160.97 |
160.97 |
-0.58 |
0 |
40 |
-1 |
| Total Volume and Open Interest |
144,870 |
98,014 |
+3,807 |
| Canadian Dollar(CME) |
| Dec10 |
101108 |
99.87 |
99.98 |
99.37 |
99.67 |
-0.21 |
94,523 |
111,341 |
+8,636 |
| Mar11 |
101108 |
99.60 |
99.66 |
99.16 |
99.45 |
-0.21 |
665 |
3,606 |
-437 |
| Jun11 |
101108 |
99.00 |
99.39 |
99.00 |
99.19 |
-0.20 |
199 |
914 |
-86 |
| Sep11 |
101108 |
98.93 |
99.12 |
98.93 |
98.93 |
-0.19 |
23 |
348 |
+8 |
| Total Volume and Open Interest |
95,444 |
116,463 |
+8,141 |
| Japanese Yen(CME) |
| Dec10 |
101108 |
123.07 |
123.49 |
122.82 |
123.17 |
+0.20 |
118,730 |
137,783 |
+511 |
| Mar11 |
101108 |
123.26 |
123.51 |
122.98 |
123.29 |
+0.20 |
184 |
1,304 |
+75 |
| Jun11 |
101108 |
123.47 |
123.47 |
123.25 |
123.47 |
+0.22 |
0 |
208 |
+0 |
| Total Volume and Open Interest |
118,914 |
139,304 |
+586 |
| Swiss Franc(CME) |
| Dec10 |
101108 |
104.08 |
104.16 |
103.30 |
103.60 |
-0.49 |
48,388 |
46,511 |
+1,374 |
| Mar11 |
101108 |
104.15 |
104.18 |
103.49 |
103.69 |
-0.49 |
91 |
127 |
+2 |
| Jun11 |
101108 |
103.41 |
104.27 |
103.41 |
103.79 |
-0.48 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
48,479 |
46,641 |
+1,376 |
| EuroFX(CME) |
| Dec10 |
101108 |
140.50 |
140.79 |
138.81 |
139.18 |
-1.20 |
410,020 |
207,728 |
+8,809 |
| Mar11 |
101108 |
140.23 |
140.55 |
138.65 |
138.99 |
-1.19 |
977 |
3,420 |
+218 |
| Jun11 |
101108 |
138.95 |
139.96 |
138.78 |
138.78 |
-1.18 |
25 |
82 |
+19 |
| Total Volume and Open Interest |
411,023 |
211,253 |
+9,047 |
| Mexican Peso(CME) |
| Nov10 |
101108 |
818.8 |
821.0 |
818.8 |
818.8 |
-2.2 |
0 |
4 |
+0 |
| Dec10 |
101108 |
818.8 |
819.0 |
813.0 |
815.2 |
-2.2 |
15,656 |
136,868 |
-322 |
| Total Volume and Open Interest |
15,658 |
137,225 |
-321 |
| 30-Year T-Bonds(CBOT) |
| Dec10 |
101108 |
130~170 |
130~230 |
130~120 |
130~130 |
-0~090 |
|
|
|
| Mar11 |
101108 |
129~050 |
129~220 |
128~250 |
128~280 |
-0~100 |
10,409 |
28,929 |
+595 |
| Jun11 |
101108 |
127~220 |
128~000 |
127~220 |
127~220 |
-0~100 |
1 |
9 |
-1 |
| Total Volume and Open Interest |
486,146 |
691,500 |
+11,057 |
| 10-Year T-Notes(CBOT) |
| Dec10 |
101108 |
127~155 |
127~210 |
127~100 |
127~115 |
-0~020 |
1,676,657 |
1,571,369 |
+44,865 |
| Mar11 |
101108 |
126~190 |
126~250 |
126~150 |
126~160 |
-0~020 |
24,705 |
26,174 |
-2,098 |
| Jun11 |
101108 |
125~215 |
125~235 |
125~215 |
125~215 |
-0~020 |
1 |
41 |
+0 |
| Total Volume and Open Interest |
1,701,363 |
1,597,588 |
+42,767 |
| 5-Year T-Notes(CBOT) |
| Dec10 |
101108 |
121~101 |
121~101 |
121~099 |
121~099 |
-0~021 |
703,740 |
1,176,352 |
+49,729 |
| Mar11 |
101108 |
121~060 |
121~060 |
121~029 |
121~029 |
-0~024 |
5,943 |
9,987 |
+3,938 |
| Jun11 |
101108 |
120~053 |
120~077 |
120~053 |
120~053 |
-0~024 |
|
|
|
| Total Volume and Open Interest |
709,683 |
1,186,339 |
+53,667 |
| 2 Year T-Notes(CBOT) |
| Dec10 |
101108 |
109~111 |
109~112 |
109~111 |
109~112 |
-0~008 |
|
|
|
| Mar11 |
101108 |
109~111 |
109~113 |
109~103 |
109~104 |
-0~009 |
1,139 |
10,269 |
+173 |
| Jun11 |
101108 |
109~087 |
109~096 |
109~087 |
109~087 |
-0~009 |
|
|
|
| Total Volume and Open Interest |
210,901 |
724,153 |
+4,701 |
| Eurodollars(CME) |
| Dec10 |
101108 |
99.670 |
99.685 |
99.650 |
99.660 |
-0.010 |
149,117 |
991,447 |
+5,797 |
| Mar11 |
101108 |
99.590 |
99.610 |
99.540 |
99.565 |
-0.025 |
218,816 |
1,148,117 |
-29,429 |
| Jun11 |
101108 |
99.540 |
99.560 |
99.465 |
99.485 |
-0.055 |
156,139 |
1,135,038 |
-3,841 |
| Sep11 |
101108 |
99.490 |
99.515 |
99.400 |
99.420 |
-0.070 |
152,058 |
917,826 |
+8,240 |
| Dec11 |
101108 |
99.440 |
99.460 |
99.340 |
99.360 |
-0.075 |
239,782 |
906,110 |
+18,072 |
| Mar12 |
101108 |
99.365 |
99.395 |
99.280 |
99.295 |
-0.075 |
250,972 |
769,867 |
+9,774 |
| Jun12 |
101108 |
99.280 |
99.310 |
99.200 |
99.210 |
-0.075 |
202,146 |
471,486 |
+1,008 |
| Sep12 |
101108 |
99.205 |
99.210 |
99.100 |
99.110 |
-0.070 |
218,527 |
440,429 |
+55,992 |
| Dec12 |
101108 |
99.045 |
99.070 |
98.960 |
98.970 |
-0.070 |
196,021 |
341,420 |
+20,024 |
| Mar13 |
101108 |
98.885 |
98.920 |
98.815 |
98.820 |
-0.065 |
170,653 |
267,775 |
+3,763 |
| Jun13 |
101108 |
98.725 |
98.735 |
98.635 |
98.640 |
-0.065 |
97,634 |
160,827 |
+4,061 |
| Sep13 |
101108 |
98.540 |
98.540 |
98.455 |
98.455 |
-0.060 |
78,719 |
169,442 |
+519 |
| Dec13 |
101108 |
98.325 |
98.330 |
98.255 |
98.255 |
-0.050 |
47,765 |
129,429 |
+3,714 |
| Mar14 |
101108 |
98.125 |
98.130 |
98.065 |
98.065 |
-0.040 |
47,292 |
113,033 |
+24 |
| Jun14 |
101108 |
97.895 |
97.905 |
97.845 |
97.850 |
-0.030 |
46,840 |
110,074 |
+4,116 |
| Sep14 |
101108 |
97.665 |
97.680 |
97.620 |
97.625 |
-0.025 |
39,509 |
66,815 |
-2,602 |
| Dec14 |
101108 |
97.430 |
97.455 |
97.390 |
97.400 |
-0.020 |
32,525 |
91,441 |
+651 |
| Mar15 |
101108 |
97.235 |
97.255 |
97.190 |
97.200 |
-0.015 |
29,598 |
49,522 |
-515 |
| Total Volume and Open Interest |
2,479,759 |
8,517,774 |
+100,024 |
| 30 Day Federal Funds(CBOT) |
| Nov10 |
101108 |
99.808 |
99.810 |
99.808 |
99.808 |
unch |
4,448 |
100,997 |
-309 |
| Dec10 |
101108 |
99.820 |
99.825 |
99.815 |
99.820 |
unch |
5,671 |
87,722 |
+1,433 |
| Jan11 |
101108 |
99.825 |
99.830 |
99.820 |
99.825 |
unch |
9,531 |
60,080 |
+2,693 |
| Feb11 |
101108 |
99.825 |
99.830 |
99.820 |
99.825 |
unch |
1,654 |
50,244 |
+121 |
| Mar11 |
101108 |
99.825 |
99.830 |
99.825 |
99.825 |
unch |
2,139 |
30,772 |
+617 |
| Apr11 |
101108 |
99.825 |
99.830 |
99.820 |
99.825 |
+0.005 |
1,675 |
31,052 |
+366 |
| Total Volume and Open Interest |
48,898 |
571,848 |
+9,254 |
| 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 |
101108 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
1,728 |
-1 |
| Mar11 |
101108 |
99.683 |
99.683 |
99.683 |
99.683 |
unch |
0 |
767 |
+0 |
| Jun11 |
101108 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
|
|
|
| Sep11 |
101108 |
99.688 |
99.688 |
99.688 |
99.688 |
unch |
|
|
|
| Dec11 |
101108 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
| Mar12 |
101108 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
| Jun12 |
101108 |
99.725 |
99.725 |
99.725 |
99.725 |
unch |
|
|
|
| Sep12 |
101108 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
| Dec12 |
101108 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
| Mar13 |
101108 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
2,495 |
-1 |
| 3-Mth Euro-Yen(SGX) |
| Dec10 |
101108 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
1 |
3,287 |
+50 |
| Mar11 |
101108 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,549 |
+0 |
| Jun11 |
101108 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
204 |
1,438 |
-203 |
| Sep11 |
101108 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
1,098 |
+0 |
| Dec11 |
101108 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
110 |
+0 |
| Mar12 |
101108 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
305 |
+0 |
| Jun12 |
101108 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
754 |
+0 |
| Sep12 |
101108 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
310 |
+0 |
| Total Volume and Open Interest |
205 |
8,816 |
-39 |
| Japanese Gov't Bonds(SGX) |
| Dec10 |
101105 |
143.35 |
143.39 |
143.03 |
143.12 |
-0.15 |
2,196 |
19,902 |
-306 |
| Mar11 |
101108 |
141.71 |
141.71 |
141.71 |
141.71 |
-0.30 |
|
|
|
| Jun11 |
101108 |
139.62 |
139.62 |
139.62 |
139.62 |
-0.30 |
|
|
|
| Total Volume and Open Interest |
1,744 |
20,484 |
+664 |
| Euro-Bund(EUREX) |
| Dec10 |
101105 |
130.59 |
130.87 |
129.95 |
130.25 |
+0.01 |
803,273 |
909,505 |
-15,008 |
| Mar11 |
101105 |
130.51 |
130.98 |
130.12 |
130.35 |
-0.17 |
1,694 |
9,173 |
+527 |
| Jun11 |
101105 |
129.50 |
129.50 |
129.50 |
129.50 |
+0.07 |
4 |
0 |
+0 |
| Total Volume and Open Interest |
847,478 |
920,081 |
+1,930 |
| Euro-Bobl(EUREX) |
| Dec10 |
101104 |
120.10 |
120.70 |
119.79 |
120.46 |
+0.32 |
400,736 |
727,427 |
-6,036 |
| Mar11 |
101105 |
120.72 |
120.74 |
120.44 |
120.50 |
+0.05 |
9,950 |
72,444 |
+991 |
| Jun11 |
101105 |
120.33 |
120.33 |
120.33 |
120.33 |
+0.03 |
50 |
1 |
+0 |
| Total Volume and Open Interest |
498,132 |
804,309 |
+5,428 |
| 3-Mth Euribor(EUREX) |
| Dec10 |
101105 |
98.870 |
98.870 |
98.865 |
98.865 |
-0.010 |
150 |
4,751 |
-77 |
| Mar11 |
101105 |
98.755 |
98.760 |
98.750 |
98.750 |
-0.020 |
142 |
2,472 |
+77 |
| Jun11 |
101105 |
98.685 |
98.685 |
98.675 |
98.675 |
-0.015 |
2,054 |
5,152 |
+2,023 |
| Total Volume and Open Interest |
2,889 |
18,957 |
+2,445 |
| Long Gilt(LIFFE) |
| Dec10 |
101028 |
122~24 |
122~32 |
122~11 |
122~21 |
+0~02 |
175,023 |
301,008 |
-2,100 |
| Mar11 |
101108 |
122~28 |
122~28 |
122~28 |
122~28 |
-0~07 |
0 |
175 |
+0 |
| Total Volume and Open Interest |
149,365 |
298,463 |
+12,497 |
| 3-Mth Short Sterling(LIFFE) |
| Dec10 |
101108 |
99.24 |
99.25 |
99.22 |
99.23 |
-0.02 |
22,824 |
363,889 |
-2,000 |
| Mar11 |
101108 |
99.20 |
99.20 |
99.15 |
99.16 |
-0.04 |
39,397 |
308,375 |
+7,755 |
| Jun11 |
101108 |
99.13 |
99.13 |
99.06 |
99.07 |
-0.06 |
66,820 |
287,731 |
+2,126 |
| Sep11 |
101108 |
99.05 |
99.05 |
98.96 |
98.98 |
-0.06 |
78,288 |
311,461 |
-2,040 |
| Dec11 |
101108 |
98.93 |
98.95 |
98.84 |
98.87 |
-0.06 |
109,691 |
346,664 |
-7,641 |
| Mar12 |
101108 |
98.82 |
98.83 |
98.72 |
98.75 |
-0.07 |
73,027 |
237,995 |
-4,910 |
| Total Volume and Open Interest |
501,875 |
2,260,516 |
-291 |
| 3-Mth Euribor(LIFFE) |
| Dec10 |
101108 |
98.860 |
98.870 |
98.855 |
98.865 |
unch |
73,968 |
565,827 |
-4,771 |
| Mar11 |
101108 |
98.740 |
98.755 |
98.725 |
98.730 |
-0.020 |
103,108 |
604,215 |
+1,673 |
| Jun11 |
101108 |
98.670 |
98.675 |
98.635 |
98.645 |
-0.030 |
138,046 |
513,849 |
-8,428 |
| Total Volume and Open Interest |
1,015,284 |
3,258,976 |
+4,457 |
| 3-Mth Aus T-Bills(SFE) |
| Dec10 |
101108 |
94.96 |
94.96 |
94.93 |
94.95 |
-0.01 |
15,594 |
173,078 |
-1,386 |
| Mar11 |
101108 |
94.83 |
94.85 |
94.80 |
94.83 |
-0.01 |
24,228 |
166,167 |
+4,288 |
| Jun11 |
101108 |
94.70 |
94.72 |
94.66 |
94.68 |
-0.03 |
12,795 |
92,568 |
-2,488 |
| Sep11 |
101108 |
94.60 |
94.60 |
94.54 |
94.56 |
-0.04 |
7,195 |
53,843 |
+271 |
| Dec11 |
101108 |
94.53 |
94.53 |
94.45 |
94.48 |
-0.05 |
1,887 |
35,879 |
-18 |
| Mar12 |
101108 |
94.47 |
94.48 |
94.40 |
94.43 |
-0.04 |
1,051 |
39,049 |
+340 |
| Jun12 |
101108 |
94.38 |
94.39 |
94.36 |
94.39 |
-0.05 |
675 |
28,489 |
+128 |
| Sep12 |
101108 |
94.35 |
94.36 |
94.32 |
94.36 |
-0.05 |
265 |
9,197 |
+199 |
| Dec12 |
101108 |
94.31 |
94.33 |
94.31 |
94.33 |
-0.05 |
102 |
1,717 |
+102 |
| Mar13 |
101108 |
94.32 |
94.33 |
94.32 |
94.33 |
-0.05 |
100 |
1,549 |
+100 |
| Total Volume and Open Interest |
63,942 |
601,692 |
+1,586 |
| 10-Year Aus T-Bonds(SFE) |
| Dec10 |
101108 |
94.74 |
94.74 |
94.67 |
94.70 |
-0.03 |
37,362 |
384,137 |
+2,039 |
| Mar11 |
101108 |
94.70 |
94.70 |
94.70 |
94.70 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
37,362 |
384,137 |
+2,039 |
| 3-Year Aus T-Bonds(SFE) |
| Dec10 |
101108 |
94.92 |
94.93 |
94.84 |
94.88 |
-0.04 |
121,580 |
468,560 |
-2,872 |
| Mar11 |
101108 |
94.83 |
94.83 |
94.83 |
94.83 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
121,580 |
468,560 |
-2,872 |
| Gold(CMX) |
| Dec10 |
101108 |
1397.0 |
1410.4 |
1386.6 |
1403.2 |
+5.5 |
241,404 |
391,722 |
+14,416 |
| Feb11 |
101108 |
1399.8 |
1412.5 |
1389.4 |
1405.4 |
+5.6 |
27,305 |
79,310 |
+13,249 |
| Apr11 |
101108 |
1397.8 |
1414.1 |
1391.5 |
1407.5 |
+5.8 |
2,378 |
22,621 |
+1,571 |
| Jun11 |
101108 |
1400.4 |
1416.0 |
1394.7 |
1409.5 |
+6.0 |
3,018 |
24,036 |
+425 |
| Aug11 |
101108 |
1399.0 |
1417.6 |
1394.9 |
1411.7 |
+6.2 |
5,534 |
13,941 |
+2,164 |
| Oct11 |
101108 |
1418.2 |
1418.2 |
1413.7 |
1413.7 |
+6.3 |
148 |
9,566 |
-16 |
| Dec11 |
101108 |
1408.5 |
1422.2 |
1400.0 |
1415.8 |
+6.5 |
2,290 |
23,547 |
+1,104 |
| Feb12 |
101108 |
1418.0 |
1418.0 |
1417.9 |
1418.0 |
+6.7 |
0 |
6,009 |
+0 |
| Apr12 |
101108 |
1420.2 |
1420.2 |
1420.1 |
1420.2 |
+6.8 |
0 |
5,888 |
+0 |
| Jun12 |
101108 |
1422.4 |
1422.4 |
1422.3 |
1422.4 |
+6.9 |
1 |
8,574 |
+1 |
| Aug12 |
101108 |
1424.6 |
1424.7 |
1424.5 |
1424.6 |
+6.9 |
75 |
4,657 |
+75 |
| Total Volume and Open Interest |
287,065 |
647,341 |
+33,524 |
| Silver(CMX) |
| Dec10 |
101108 |
2686.0 |
2774.0 |
2651.5 |
2743.2 |
+68.4 |
80,678 |
90,536 |
+4,697 |
| Mar11 |
101108 |
2686.0 |
2781.0 |
2660.0 |
2750.6 |
+68.8 |
11,623 |
32,667 |
+2,314 |
| May11 |
101108 |
2694.0 |
2783.0 |
2672.0 |
2755.3 |
+69.2 |
1,027 |
11,421 |
-251 |
| Jul11 |
101108 |
2700.0 |
2777.5 |
2679.0 |
2759.8 |
+69.7 |
339 |
9,120 |
-10 |
| Sep11 |
101108 |
2683.0 |
2794.0 |
2677.5 |
2764.3 |
+70.4 |
418 |
5,627 |
+204 |
| Dec11 |
101108 |
2707.0 |
2793.5 |
2679.0 |
2770.2 |
+71.0 |
1,921 |
6,832 |
-551 |
| Mar12 |
101108 |
2774.9 |
2774.9 |
2774.9 |
2774.9 |
+71.4 |
72 |
351 |
+70 |
| Total Volume and Open Interest |
96,684 |
163,693 |
+6,506 |
| Platinum(NYMEX) |
| Jan11 |
101108 |
1771.0 |
1778.8 |
1751.2 |
1771.1 |
+2.2 |
9,245 |
39,056 |
+1,597 |
| Apr11 |
101108 |
1775.0 |
1779.0 |
1758.7 |
1775.0 |
+2.3 |
175 |
1,116 |
+69 |
| Jul11 |
101108 |
1777.6 |
1777.6 |
1777.6 |
1777.6 |
+2.3 |
22 |
55 |
+22 |
| Oct11 |
101108 |
1777.6 |
1777.6 |
1777.6 |
1777.6 |
+2.3 |
|
|
|
| Total Volume and Open Interest |
9,494 |
40,278 |
+1,738 |
| Palladium(NYMEX) |
| Dec10 |
101108 |
31.64 |
58.59 |
26.24 |
55.54 |
+25.50 |
4,582 |
22,896 |
+353 |
| Mar11 |
101108 |
688.65 |
714.00 |
684.40 |
712.65 |
+25.45 |
259 |
3,206 |
+212 |
| Jun11 |
101108 |
58.29 |
58.29 |
58.29 |
58.29 |
+25.45 |
35 |
158 |
+0 |
| Total Volume and Open Interest |
4,884 |
26,266 |
+571 |
| Copper(CMX) |
| Dec10 |
101108 |
396.10 |
398.15 |
392.00 |
395.65 |
+0.80 |
40,469 |
93,645 |
+4,708 |
| Mar11 |
101108 |
397.85 |
399.00 |
393.45 |
396.65 |
+0.55 |
7,871 |
48,382 |
+3,052 |
| May11 |
101108 |
395.40 |
397.00 |
393.40 |
396.55 |
+0.35 |
944 |
11,515 |
+41 |
| Jul11 |
101108 |
395.30 |
395.85 |
395.10 |
395.65 |
+0.25 |
482 |
5,164 |
+382 |
| Sep11 |
101108 |
394.90 |
394.90 |
393.80 |
394.05 |
+0.15 |
8 |
4,336 |
+1 |
| Total Volume and Open Interest |
50,226 |
171,817 |
+8,104 |
| DJIA Index(CBOT) |
| Dec10 |
101108 |
11378 |
11378 |
11325 |
11362 |
-14 |
744 |
6,874 |
+67 |
| Mar11 |
101108 |
11295 |
11309 |
11295 |
11295 |
-14 |
0 |
18 |
+0 |
| Jun11 |
101108 |
11232 |
11246 |
11232 |
11232 |
-14 |
|
|
|
| Sep11 |
101108 |
11174 |
11188 |
11174 |
11174 |
-14 |
|
|
|
| Total Volume and Open Interest |
744 |
6,892 |
+67 |
| S & P 500(CME) |
| Dec10 |
101108 |
1220.50 |
1222.30 |
1214.70 |
1220.00 |
-1.90 |
16,333 |
329,521 |
+3,447 |
| Mar11 |
101108 |
1214.80 |
1217.00 |
1209.70 |
1214.80 |
-1.90 |
531 |
5,028 |
+61 |
| Jun11 |
101108 |
1209.90 |
1210.80 |
1204.80 |
1209.90 |
-1.90 |
592 |
2,755 |
+434 |
| Sep11 |
101108 |
1205.10 |
1205.80 |
1199.80 |
1205.10 |
-1.70 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
17,456 |
337,329 |
+3,942 |
| S & P 500 E-Mini(Globex) |
| Dec10 |
101108 |
1219.25 |
1219.50 |
1218.50 |
1218.50 |
-3.50 |
|
|
|
| Mar11 |
101108 |
1215.50 |
1217.00 |
1209.75 |
1214.75 |
-2.00 |
3,753 |
17,001 |
+2,111 |
| Total Volume and Open Interest |
2,305,514 |
2,766,021 |
+67,482 |
| NASDAQ 100(CME) |
| Dec10 |
101108 |
2179.80 |
2189.00 |
2173.00 |
2184.00 |
-0.80 |
6,534 |
31,952 |
+1,870 |
| Mar11 |
101108 |
2182.30 |
2190.00 |
2174.00 |
2182.30 |
-0.50 |
2 |
2 |
+0 |
| Jun11 |
101108 |
2179.80 |
2180.30 |
2179.80 |
2179.80 |
-0.50 |
|
|
|
| Total Volume and Open Interest |
6,536 |
31,954 |
+1,870 |
| NASDAQ 100 E-Mini(Globex) |
| Dec10 |
101108 |
2180.50 |
2189.30 |
2173.50 |
2184.00 |
-0.80 |
324,318 |
450,532 |
+879 |
| Mar11 |
101108 |
2180.00 |
2187.00 |
2175.50 |
2182.30 |
-0.50 |
345 |
1,215 |
-10 |
| Total Volume and Open Interest |
324,664 |
451,753 |
+870 |
| S & P Midcap 400(CME) |
| Dec10 |
101108 |
857.25 |
859.25 |
855.00 |
858.10 |
-1.40 |
0 |
3,129 |
+0 |
| Mar11 |
101108 |
856.10 |
857.50 |
856.10 |
856.10 |
-1.40 |
0 |
2 |
+0 |
| Jun11 |
101108 |
854.10 |
855.50 |
854.10 |
854.10 |
-1.40 |
|
|
|
| Total Volume and Open Interest |
0 |
3,131 |
+0 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec10 |
101108 |
9725 |
9725 |
9725 |
9725 |
+15 |
|
|
|
| Mar11 |
101108 |
9760 |
9760 |
9745 |
9760 |
+15 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
9,851 |
35,352 |
+1,566 |
| Nikkei 225(SGX) |
| Dec10 |
101108 |
9630 |
9740 |
9585 |
9705 |
+70 |
92,306 |
200,166 |
+3,117 |
| Mar11 |
101108 |
9705 |
9730 |
9695 |
9695 |
+70 |
4 |
2,893 |
+3 |
| Jun11 |
101108 |
9625 |
9625 |
9625 |
9625 |
+70 |
0 |
2,125 |
+0 |
| Total Volume and Open Interest |
92,795 |
219,378 |
+7,028 |
| CAC 40(EURONEXT) |
| Nov10 |
101108 |
3895.0 |
3909.0 |
3877.5 |
3896.0 |
-2.0 |
145,661 |
371,582 |
+18,207 |
| Dec10 |
101108 |
3894.0 |
3901.0 |
3879.0 |
3894.5 |
-2.5 |
1,880 |
68,863 |
+211 |
| Jan11 |
101108 |
3896.5 |
3896.5 |
3896.5 |
3896.5 |
-2.5 |
0 |
35 |
+0 |
| Total Volume and Open Interest |
147,541 |
440,600 |
+18,418 |
| Hang Seng Index(HKFE) |
| Nov10 |
101108 |
24789 |
24946 |
24700 |
24878 |
+89 |
87,382 |
119,460 |
+596 |
| Dec10 |
101108 |
24780 |
24950 |
24714 |
24880 |
+76 |
3,001 |
11,351 |
+1,374 |
| Total Volume and Open Interest |
90,890 |
133,026 |
+2,029 |
| DAX(EUREX) |
| Dec10 |
101105 |
6745.0 |
6786.0 |
6720.0 |
6756.0 |
+18.0 |
134,306 |
177,145 |
-2,942 |
| Mar11 |
101105 |
6764.0 |
6801.5 |
6737.0 |
6772.0 |
+18.5 |
237 |
12,025 |
+11 |
| Jun11 |
101105 |
6788.0 |
6815.5 |
6756.5 |
6792.0 |
+18.5 |
286 |
2,682 |
+140 |
| Total Volume and Open Interest |
134,829 |
191,852 |
-2,791 |
| FT-SE 100(EURONEXT) |
| Dec10 |
101108 |
5859.50 |
5872.50 |
5829.00 |
5839.00 |
-11.50 |
130,971 |
620,506 |
-3,110 |
| Mar11 |
101108 |
5816.00 |
5816.00 |
5790.00 |
5798.00 |
-11.50 |
27 |
5,534 |
-2 |
| Jun11 |
101108 |
5775.50 |
5775.50 |
5752.50 |
5755.00 |
-8.00 |
21 |
684 |
+1 |
| Total Volume and Open Interest |
131,019 |
626,734 |
-3,111 |
| SPI 200(SFE) |
| Dec10 |
101108 |
4816.0 |
4837.0 |
4791.0 |
4806.0 |
-5.0 |
34,776 |
218,296 |
+5,241 |
| Mar11 |
101108 |
4801.0 |
4802.0 |
4801.0 |
4802.0 |
-4.0 |
0 |
2,160 |
+0 |
| Jun11 |
101108 |
4830.0 |
4830.0 |
4830.0 |
4830.0 |
-3.0 |
79 |
1,049 |
+24 |
| Total Volume and Open Interest |
34,912 |
224,659 |
+5,265 |
| GSCI(CME) |
| Nov10 |
101108 |
594.70 |
595.75 |
590.75 |
594.70 |
+2.20 |
488 |
14,710 |
+68 |
| Dec10 |
101108 |
601.00 |
602.25 |
597.70 |
601.20 |
+2.00 |
58 |
198 |
+50 |
| Jan11 |
101108 |
604.00 |
604.00 |
600.50 |
604.00 |
+2.00 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
546 |
14,911 |
+118 |
| 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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