|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed November 10, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov10 |
101110 |
1315.25 |
1319.50 |
1305.00 |
1309.50 |
-9.75 |
3,870 |
5,382 |
-1,588 |
| Jan11 |
101110 |
1327.00 |
1330.75 |
1314.50 |
1319.50 |
-9.50 |
68,448 |
320,037 |
-169 |
| Mar11 |
101110 |
1335.00 |
1339.00 |
1323.25 |
1328.00 |
-10.00 |
18,207 |
94,540 |
+1,815 |
| May11 |
101110 |
1335.00 |
1339.50 |
1323.75 |
1328.25 |
-10.50 |
12,826 |
59,507 |
+814 |
| Jul11 |
101110 |
1339.50 |
1342.50 |
1326.75 |
1330.25 |
-12.25 |
13,532 |
55,218 |
+498 |
| Aug11 |
101110 |
1309.00 |
1320.00 |
1307.25 |
1309.25 |
-10.75 |
311 |
1,625 |
+66 |
| Sep11 |
101110 |
1276.00 |
1283.25 |
1268.00 |
1270.25 |
-13.00 |
331 |
2,020 |
+64 |
| Total Volume and Open Interest |
127,701 |
628,201 |
+4,118 |
| Soybean Meal(CBOT) |
| Dec10 |
101110 |
361.30 |
362.00 |
354.40 |
355.40 |
-6.90 |
27,924 |
88,999 |
-7,479 |
| Jan11 |
101110 |
363.60 |
363.80 |
356.30 |
357.40 |
-6.50 |
9,854 |
28,652 |
+1,157 |
| Mar11 |
101110 |
366.00 |
366.00 |
358.50 |
360.00 |
-6.40 |
8,458 |
25,659 |
+1,793 |
| May11 |
101110 |
365.30 |
365.80 |
357.00 |
359.00 |
-7.50 |
4,922 |
19,812 |
+70 |
| Jul11 |
101110 |
363.60 |
365.70 |
357.50 |
358.40 |
-8.30 |
4,868 |
14,934 |
+63 |
| Aug11 |
101110 |
355.60 |
355.60 |
349.30 |
349.50 |
-8.90 |
165 |
3,845 |
+58 |
| Sep11 |
101110 |
344.70 |
344.70 |
337.80 |
338.30 |
-8.80 |
330 |
4,079 |
+29 |
| Oct11 |
101110 |
327.70 |
328.50 |
319.00 |
320.10 |
-8.40 |
108 |
2,251 |
+33 |
| Total Volume and Open Interest |
59,435 |
198,825 |
-3,231 |
| Soybean Oil(CBOT) |
| Dec10 |
101110 |
53.28 |
53.97 |
52.88 |
53.95 |
+0.55 |
41,652 |
123,331 |
-4,771 |
| Jan11 |
101110 |
53.55 |
54.25 |
53.21 |
54.25 |
+0.52 |
16,619 |
116,172 |
+3,062 |
| Mar11 |
101110 |
53.92 |
54.61 |
53.58 |
54.61 |
+0.51 |
12,205 |
64,599 |
+1,681 |
| May11 |
101110 |
54.22 |
54.88 |
53.82 |
54.88 |
+0.55 |
6,798 |
26,420 |
+2,774 |
| Jul11 |
101110 |
54.11 |
55.11 |
54.08 |
55.11 |
+0.58 |
4,400 |
22,350 |
+1,988 |
| Aug11 |
101110 |
54.78 |
55.13 |
54.70 |
55.13 |
+0.58 |
76 |
4,738 |
+46 |
| Sep11 |
101110 |
54.32 |
55.15 |
54.23 |
55.15 |
+0.58 |
202 |
2,074 |
+60 |
| Oct11 |
101110 |
54.24 |
55.17 |
54.24 |
55.17 |
+0.58 |
136 |
2,809 |
+77 |
| Total Volume and Open Interest |
83,633 |
375,456 |
+5,183 |
| Canola(WCE) |
| Nov10 |
101110 |
559.0 |
559.0 |
559.0 |
559.0 |
-4.8 |
25 |
152 |
-25 |
| Jan11 |
101110 |
564.6 |
566.3 |
561.0 |
563.5 |
-4.9 |
6,663 |
137,524 |
-306 |
| Mar11 |
101110 |
571.0 |
573.5 |
568.9 |
570.3 |
-5.5 |
1,127 |
16,581 |
+259 |
| May11 |
101110 |
572.2 |
575.5 |
569.9 |
572.7 |
-5.5 |
116 |
4,575 |
+0 |
| Jul11 |
101110 |
572.5 |
576.9 |
572.2 |
573.4 |
-5.2 |
306 |
13,188 |
+139 |
| Total Volume and Open Interest |
8,796 |
200,545 |
-67 |
| Corn(CBOT) |
| Dec10 |
101110 |
575.00 |
580.25 |
565.00 |
566.75 |
-9.50 |
181,957 |
449,756 |
-52,716 |
| Mar11 |
101110 |
588.50 |
594.25 |
579.00 |
581.00 |
-9.25 |
85,832 |
567,905 |
+39,129 |
| May11 |
101110 |
596.00 |
601.25 |
586.50 |
588.75 |
-9.00 |
24,825 |
120,313 |
+12,821 |
| Jul11 |
101110 |
600.25 |
605.25 |
590.75 |
593.00 |
-9.25 |
35,988 |
198,520 |
+2,673 |
| Sep11 |
101110 |
566.00 |
570.00 |
562.00 |
566.25 |
-3.00 |
3,634 |
35,937 |
+919 |
| Dec11 |
101110 |
548.00 |
556.00 |
546.50 |
549.25 |
-3.00 |
36,352 |
239,246 |
+14,741 |
| Total Volume and Open Interest |
371,674 |
1,661,389 |
+18,266 |
| Wheat(CBOT) |
| Dec10 |
101110 |
721.25 |
723.50 |
695.00 |
710.00 |
-11.75 |
66,262 |
171,887 |
-18,103 |
| Mar11 |
101110 |
761.25 |
763.00 |
734.50 |
750.00 |
-11.25 |
40,902 |
145,217 |
+16,526 |
| May11 |
101110 |
783.75 |
790.00 |
765.00 |
776.50 |
-11.50 |
8,933 |
38,233 |
+3,058 |
| Jul11 |
101110 |
796.00 |
798.00 |
771.50 |
791.25 |
-6.00 |
6,753 |
86,960 |
+1,430 |
| Sep11 |
101110 |
806.75 |
816.00 |
793.50 |
812.00 |
-5.50 |
861 |
16,049 |
+468 |
| Total Volume and Open Interest |
130,569 |
526,699 |
+6,677 |
| Wheat(KCBT) |
| Dec10 |
101110 |
787.50 |
789.25 |
766.00 |
772.75 |
-14.25 |
12,004 |
69,936 |
-1,326 |
| Mar11 |
101110 |
802.25 |
805.00 |
781.50 |
788.75 |
-14.00 |
9,684 |
93,026 |
+492 |
| May11 |
101110 |
810.00 |
810.25 |
791.25 |
797.75 |
-14.25 |
2,323 |
18,153 |
-245 |
| Jul11 |
101110 |
818.00 |
819.75 |
795.75 |
804.25 |
-12.75 |
2,179 |
43,365 |
+55 |
| Sep11 |
101110 |
825.00 |
825.00 |
803.25 |
812.50 |
-11.00 |
102 |
6,419 |
+2 |
| Total Volume and Open Interest |
26,589 |
240,385 |
-897 |
| Wheat(MGE) |
| Dec10 |
101110 |
795.00 |
797.25 |
775.25 |
782.00 |
-13.50 |
2,111 |
16,313 |
-324 |
| Mar11 |
101110 |
810.00 |
811.00 |
789.50 |
796.75 |
-13.25 |
1,428 |
26,309 |
+249 |
| May11 |
101110 |
815.50 |
820.00 |
799.00 |
806.25 |
-13.50 |
227 |
7,654 |
+84 |
| Jul11 |
101110 |
824.50 |
827.50 |
805.00 |
813.75 |
-13.25 |
365 |
8,092 |
+172 |
| Sep11 |
101110 |
825.00 |
827.00 |
808.75 |
818.75 |
-8.75 |
213 |
6,169 |
+78 |
| Total Volume and Open Interest |
4,617 |
71,575 |
+377 |
| Oats(CBOT) |
| Dec10 |
101110 |
371.00 |
374.25 |
354.75 |
361.00 |
-12.00 |
451 |
4,839 |
-348 |
| Mar11 |
101110 |
383.00 |
386.50 |
367.00 |
373.50 |
-12.00 |
309 |
7,837 |
+222 |
| May11 |
101110 |
386.00 |
391.00 |
377.00 |
379.25 |
-11.75 |
53 |
230 |
+66 |
| Jul11 |
101110 |
391.00 |
394.00 |
381.00 |
384.25 |
-9.75 |
2 |
48 |
+3 |
| Total Volume and Open Interest |
860 |
13,806 |
-18 |
| Rough Rice(CBOT) |
| Nov10 |
101110 |
14.69 |
14.69 |
14.51 |
14.51 |
-0.51 |
47 |
128 |
-12 |
| Jan11 |
101110 |
15.29 |
15.29 |
14.80 |
14.80 |
-0.50 |
943 |
12,214 |
-205 |
| Mar11 |
101110 |
15.44 |
15.48 |
15.06 |
15.06 |
-0.50 |
114 |
3,386 |
+66 |
| May11 |
101110 |
15.56 |
15.56 |
15.32 |
15.32 |
-0.50 |
64 |
754 |
-4 |
| Total Volume and Open Interest |
1,365 |
18,533 |
-94 |
| Live Cattle(CME) |
| Dec10 |
101110 |
98.400 |
99.850 |
98.100 |
99.400 |
+1.200 |
28,879 |
103,312 |
-17,005 |
| Feb11 |
101110 |
102.200 |
103.480 |
102.000 |
103.035 |
+0.900 |
18,429 |
95,821 |
+5,855 |
| Apr11 |
101110 |
106.000 |
107.080 |
105.800 |
106.830 |
+0.780 |
9,600 |
59,228 |
+1,204 |
| Jun11 |
101110 |
103.350 |
104.385 |
103.150 |
104.230 |
+0.830 |
2,465 |
28,565 |
+890 |
| Aug11 |
101110 |
102.950 |
103.930 |
102.850 |
103.850 |
+0.650 |
2,412 |
10,874 |
+1,123 |
| Oct11 |
101110 |
105.900 |
106.350 |
105.550 |
106.300 |
+0.300 |
189 |
5,360 |
+65 |
| Total Volume and Open Interest |
62,038 |
305,028 |
-7,820 |
| Feeder Cattle(CME) |
| Nov10 |
101110 |
111.885 |
113.135 |
111.830 |
112.800 |
+0.900 |
623 |
2,700 |
-432 |
| Jan11 |
101110 |
113.100 |
115.730 |
113.080 |
114.950 |
+1.520 |
1,183 |
13,113 |
-130 |
| Mar11 |
101110 |
114.000 |
116.200 |
114.000 |
115.500 |
+1.020 |
700 |
5,577 |
+336 |
| Apr11 |
101110 |
115.150 |
117.000 |
115.150 |
116.700 |
+1.100 |
169 |
1,420 |
+64 |
| May11 |
101110 |
115.800 |
117.000 |
115.750 |
116.730 |
+0.845 |
114 |
1,933 |
+102 |
| Aug11 |
101110 |
116.900 |
118.000 |
116.800 |
117.850 |
+0.850 |
52 |
1,009 |
+77 |
| Sep11 |
101110 |
116.000 |
117.700 |
116.000 |
117.700 |
+0.700 |
9 |
53 |
+14 |
| Total Volume and Open Interest |
2,850 |
25,805 |
+31 |
| Lean Hogs(CME) |
| Dec10 |
101110 |
66.650 |
68.600 |
66.600 |
68.250 |
+1.700 |
19,600 |
62,823 |
-8,082 |
| Feb11 |
101110 |
73.750 |
75.135 |
73.250 |
74.800 |
+1.150 |
12,639 |
55,090 |
+3,901 |
| Apr11 |
101110 |
79.000 |
80.050 |
78.285 |
79.885 |
+0.935 |
7,675 |
38,095 |
+1,855 |
| May11 |
101110 |
85.200 |
86.100 |
84.900 |
86.100 |
+0.800 |
58 |
1,468 |
-24 |
| Jun11 |
101110 |
87.885 |
88.850 |
87.330 |
88.800 |
+0.915 |
2,753 |
26,066 |
+356 |
| Jul11 |
101110 |
87.535 |
88.330 |
87.000 |
88.285 |
+0.535 |
307 |
5,874 |
+155 |
| Aug11 |
101110 |
87.135 |
87.600 |
86.400 |
87.150 |
-0.050 |
1,748 |
4,917 |
-213 |
| Oct11 |
101110 |
79.800 |
80.250 |
79.450 |
80.250 |
-0.035 |
272 |
3,238 |
+547 |
| Total Volume and Open Interest |
45,079 |
198,554 |
-1,318 |
| Pork Bellies(CME) |
| Feb11 |
101110 |
104.500 |
104.500 |
104.500 |
104.500 |
unch |
0 |
6 |
+0 |
| Mar11 |
101110 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
0 |
1 |
+0 |
| May11 |
101110 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
|
|
|
| Jul11 |
101110 |
103.500 |
103.500 |
103.500 |
103.500 |
unch |
|
|
|
| Aug11 |
101110 |
102.500 |
102.500 |
102.500 |
102.500 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
7 |
+0 |
| Class III Milk(CME) |
| Nov10 |
101110 |
15.43 |
15.48 |
15.38 |
15.45 |
unch |
95 |
4,971 |
+28 |
| Dec10 |
101110 |
13.50 |
13.60 |
13.30 |
13.38 |
-0.13 |
836 |
5,895 |
+138 |
| Jan11 |
101110 |
13.64 |
13.72 |
13.50 |
13.56 |
-0.14 |
368 |
3,097 |
+255 |
| Feb11 |
101110 |
13.64 |
13.71 |
13.60 |
13.67 |
-0.03 |
157 |
2,547 |
+163 |
| Mar11 |
101110 |
13.82 |
13.93 |
13.82 |
13.90 |
unch |
118 |
2,313 |
+126 |
| Total Volume and Open Interest |
2,022 |
25,874 |
+995 |
| Cocoa(ICE) |
| Dec10 |
101110 |
2873 |
2875 |
2807 |
2826 |
-31 |
16,142 |
28,149 |
-5,347 |
| Mar11 |
101110 |
2887 |
2901 |
2836 |
2855 |
-29 |
14,961 |
61,834 |
+6,218 |
| May11 |
101110 |
2922 |
2922 |
2859 |
2878 |
-30 |
877 |
16,931 |
+132 |
| Jul11 |
101110 |
2910 |
2920 |
2880 |
2897 |
-26 |
259 |
7,130 |
+151 |
| Sep11 |
101110 |
2922 |
2924 |
2906 |
2911 |
-27 |
54 |
4,026 |
+23 |
| Dec11 |
101110 |
2950 |
2950 |
2925 |
2931 |
-27 |
66 |
9,115 |
+25 |
| Mar12 |
101110 |
3016 |
3019 |
2997 |
3001 |
-24 |
2 |
10,771 |
+0 |
| Total Volume and Open Interest |
32,369 |
143,252 |
+1,202 |
| Coffee "C"(ICE) |
| Dec10 |
101110 |
217.35 |
218.70 |
211.35 |
212.25 |
-4.80 |
14,160 |
58,058 |
-4,698 |
| Mar11 |
101110 |
219.75 |
221.45 |
214.05 |
214.95 |
-4.80 |
10,361 |
65,782 |
+4,550 |
| May11 |
101110 |
220.60 |
222.30 |
214.80 |
215.80 |
-4.80 |
1,673 |
13,054 |
+498 |
| Jul11 |
101110 |
218.75 |
220.00 |
213.10 |
213.85 |
-5.00 |
468 |
5,822 |
+268 |
| Sep11 |
101110 |
214.25 |
215.30 |
209.35 |
209.70 |
-5.00 |
120 |
2,755 |
+18 |
| Dec11 |
101110 |
208.35 |
209.90 |
203.55 |
203.55 |
-5.30 |
103 |
2,528 |
+56 |
| Total Volume and Open Interest |
26,915 |
149,010 |
+703 |
| Orange Juice(ICE) |
| Nov10 |
101109 |
161.55 |
161.55 |
161.55 |
161.55 |
+2.70 |
29 |
496 |
+0 |
| Jan11 |
101110 |
160.75 |
161.00 |
155.35 |
158.00 |
-3.50 |
1,136 |
23,466 |
+158 |
| Mar11 |
101110 |
162.30 |
162.30 |
157.15 |
159.05 |
-3.50 |
172 |
3,014 |
+26 |
| May11 |
101110 |
158.25 |
161.00 |
158.25 |
160.35 |
-3.25 |
36 |
767 |
+30 |
| Jul11 |
101110 |
161.45 |
161.45 |
161.45 |
161.45 |
-3.15 |
3 |
1,252 |
+3 |
| Sep11 |
101110 |
162.35 |
162.35 |
162.35 |
162.35 |
-3.15 |
3 |
27 |
+3 |
| Total Volume and Open Interest |
1,389 |
29,075 |
+245 |
| Sugar #11(ICE) |
| Mar11 |
101110 |
33.12 |
33.16 |
31.96 |
32.81 |
-0.30 |
40,610 |
250,586 |
-65 |
| May11 |
101110 |
30.40 |
30.40 |
29.23 |
30.16 |
-0.14 |
26,084 |
102,662 |
+148 |
| Jul11 |
101110 |
27.00 |
27.20 |
26.14 |
27.12 |
-0.06 |
13,124 |
96,483 |
-3,609 |
| Oct11 |
101110 |
25.01 |
25.19 |
24.20 |
25.15 |
+0.21 |
3,498 |
51,140 |
+431 |
| Mar12 |
101110 |
23.33 |
23.52 |
22.69 |
23.48 |
+0.18 |
1,417 |
44,563 |
-80 |
| Total Volume and Open Interest |
85,236 |
586,909 |
-3,141 |
| London Cocoa(LCE) |
| Dec10 |
101110 |
1871 |
1874 |
1843 |
1847 |
-26 |
5,181 |
58,193 |
-3,037 |
| Mar11 |
101110 |
1900 |
1900 |
1868 |
1872 |
-27 |
6,873 |
57,275 |
+1,018 |
| May11 |
101110 |
1914 |
1916 |
1887 |
1891 |
-25 |
476 |
19,171 |
+120 |
| Jul11 |
101110 |
1935 |
1935 |
1907 |
1909 |
-26 |
641 |
12,222 |
+204 |
| Sep11 |
101110 |
1942 |
1942 |
1922 |
1923 |
-24 |
189 |
8,465 |
+68 |
| Dec11 |
101110 |
1951 |
1953 |
1938 |
1938 |
-22 |
589 |
15,397 |
+363 |
| Mar12 |
101110 |
1959 |
1959 |
1949 |
1950 |
-18 |
81 |
10,180 |
-77 |
| Total Volume and Open Interest |
14,030 |
183,755 |
-1,341 |
| London Sugar(LCE) |
| Mar11 |
101110 |
802.00 |
806.80 |
785.40 |
790.70 |
-12.00 |
6,593 |
34,184 |
+2,081 |
| May11 |
101110 |
775.00 |
776.00 |
758.90 |
764.20 |
-9.90 |
448 |
8,359 |
+74 |
| Aug11 |
101110 |
713.70 |
714.00 |
695.10 |
703.60 |
-8.00 |
172 |
6,838 |
+40 |
| Oct11 |
101110 |
650.70 |
650.70 |
635.60 |
641.70 |
-8.70 |
0 |
1,071 |
+0 |
| Dec11 |
101110 |
609.40 |
610.70 |
605.20 |
610.70 |
-9.10 |
10 |
407 |
+0 |
| Total Volume and Open Interest |
13,777 |
64,418 |
+1,952 |
| Cotton(ICE) |
| Dec10 |
101110 |
154.00 |
157.23 |
145.23 |
145.65 |
-5.58 |
10,690 |
80,555 |
-6,086 |
| Mar11 |
101110 |
148.22 |
151.95 |
141.11 |
141.11 |
-6.00 |
9,352 |
89,635 |
+1,575 |
| May11 |
101110 |
144.24 |
147.20 |
137.54 |
137.54 |
-6.00 |
2,620 |
14,379 |
+183 |
| Jul11 |
101110 |
141.00 |
143.11 |
133.80 |
133.80 |
-6.00 |
1,856 |
25,386 |
+212 |
| Oct11 |
101110 |
123.56 |
126.99 |
118.00 |
120.50 |
-2.99 |
170 |
270 |
+95 |
| Dec11 |
101110 |
99.05 |
100.60 |
93.99 |
96.95 |
-3.04 |
2,780 |
25,553 |
+1,785 |
| Total Volume and Open Interest |
27,515 |
236,695 |
-2,213 |
| Lumber(CME) |
| Nov10 |
101110 |
260.2 |
265.0 |
258.7 |
261.5 |
+3.0 |
197 |
689 |
-176 |
| Jan11 |
101110 |
275.7 |
277.1 |
273.5 |
276.0 |
+2.2 |
393 |
5,699 |
-47 |
| Mar11 |
101110 |
290.0 |
293.4 |
289.0 |
289.0 |
-1.4 |
167 |
2,802 |
+187 |
| May11 |
101110 |
293.5 |
296.5 |
293.5 |
296.5 |
+0.3 |
35 |
708 |
+61 |
| Total Volume and Open Interest |
792 |
10,058 |
+25 |
| Crude Oil(NYM) |
| Dec10 |
101110 |
86.45 |
88.21 |
86.10 |
87.81 |
+1.09 |
309,966 |
305,805 |
-51,263 |
| Jan11 |
101110 |
87.07 |
88.67 |
86.70 |
88.29 |
+0.94 |
114,648 |
246,324 |
+36,639 |
| Feb11 |
101110 |
87.60 |
89.02 |
87.18 |
88.68 |
+0.83 |
31,181 |
92,949 |
+2,106 |
| Mar11 |
101110 |
88.01 |
89.36 |
87.63 |
89.05 |
+0.73 |
21,080 |
104,554 |
+618 |
| Apr11 |
101110 |
88.55 |
89.64 |
88.21 |
89.38 |
+0.65 |
12,253 |
43,396 |
+377 |
| May11 |
101110 |
88.61 |
89.89 |
88.44 |
89.67 |
+0.58 |
9,956 |
33,322 |
+3,906 |
| Jun11 |
101110 |
89.05 |
90.15 |
88.68 |
89.89 |
+0.52 |
19,300 |
90,777 |
+1,645 |
| Jul11 |
101110 |
89.46 |
90.10 |
89.46 |
90.09 |
+0.48 |
4,905 |
37,210 |
+283 |
| Aug11 |
101110 |
90.12 |
90.27 |
89.75 |
90.27 |
+0.46 |
3,463 |
14,012 |
-510 |
| Sep11 |
101110 |
89.88 |
90.44 |
89.71 |
90.44 |
+0.45 |
3,351 |
24,135 |
+108 |
| Oct11 |
101110 |
90.46 |
90.61 |
90.10 |
90.61 |
+0.43 |
1,728 |
15,841 |
+64 |
| Nov11 |
101110 |
90.55 |
90.78 |
90.44 |
90.78 |
+0.40 |
1,668 |
20,562 |
+639 |
| Dec11 |
101110 |
90.34 |
91.23 |
89.88 |
90.98 |
+0.38 |
23,328 |
148,238 |
-128 |
| Jan12 |
101110 |
91.05 |
91.05 |
91.05 |
91.05 |
+0.35 |
869 |
16,281 |
+595 |
| Feb12 |
101110 |
91.12 |
91.12 |
91.12 |
91.12 |
+0.33 |
200 |
6,751 |
+139 |
| Mar12 |
101110 |
91.18 |
91.18 |
91.18 |
91.18 |
+0.30 |
206 |
9,474 |
-215 |
| Total Volume and Open Interest |
582,052 |
1,492,666 |
-1,869 |
| e-miNY Crude Oil(NYM) |
| Nov10 |
101019 |
82.950 |
83.200 |
79.425 |
79.500 |
-3.575 |
5,185 |
2,700 |
-198 |
| Dec10 |
101029 |
81.900 |
82.125 |
80.575 |
81.425 |
-0.750 |
8,987 |
5,493 |
+236 |
| Jan11 |
101110 |
87.000 |
88.650 |
86.775 |
88.300 |
+0.950 |
574 |
2,961 |
+62 |
| Feb11 |
101110 |
87.675 |
88.800 |
87.575 |
88.675 |
+0.825 |
78 |
534 |
-73 |
| Mar11 |
101110 |
89.175 |
89.250 |
89.050 |
89.050 |
+0.725 |
6 |
234 |
-3 |
| Apr11 |
101110 |
89.375 |
89.375 |
89.375 |
89.375 |
+0.650 |
2 |
5 |
+0 |
| May11 |
101110 |
89.675 |
89.675 |
89.675 |
89.675 |
+0.575 |
5 |
15 |
+4 |
| Jun11 |
101110 |
89.325 |
89.900 |
89.200 |
89.900 |
+0.525 |
0 |
28 |
+0 |
| Jul11 |
101110 |
90.100 |
90.100 |
90.100 |
90.100 |
+0.500 |
0 |
1 |
+0 |
| Aug11 |
101110 |
90.275 |
90.275 |
90.275 |
90.275 |
+0.475 |
|
|
|
| Total Volume and Open Interest |
9,319 |
9,104 |
+249 |
| Heating Oil(NYM) |
| Dec10 |
101110 |
240.49 |
245.35 |
239.99 |
244.19 |
+3.52 |
42,162 |
93,172 |
-3,842 |
| Jan11 |
101110 |
242.23 |
246.83 |
241.77 |
245.80 |
+3.17 |
16,979 |
77,707 |
+1,711 |
| Feb11 |
101110 |
243.16 |
247.24 |
243.00 |
246.37 |
+2.74 |
6,022 |
28,646 |
-331 |
| Mar11 |
101110 |
244.16 |
246.93 |
242.76 |
246.26 |
+2.43 |
5,749 |
24,642 |
+1,439 |
| Apr11 |
101110 |
242.69 |
245.52 |
242.69 |
245.04 |
+2.15 |
2,062 |
14,141 |
+1,090 |
| May11 |
101110 |
241.76 |
244.92 |
241.76 |
244.36 |
+2.01 |
1,944 |
14,977 |
+567 |
| Jun11 |
101110 |
242.44 |
244.88 |
241.57 |
244.17 |
+1.96 |
5,340 |
30,940 |
+1,124 |
| Jul11 |
101110 |
243.60 |
245.01 |
242.66 |
245.01 |
+1.98 |
630 |
5,846 |
+118 |
| Aug11 |
101110 |
245.22 |
246.04 |
245.22 |
246.03 |
+2.00 |
385 |
4,376 |
+140 |
| Sep11 |
101110 |
247.86 |
247.86 |
247.10 |
247.46 |
+1.90 |
79 |
4,623 |
-42 |
| Oct11 |
101110 |
248.00 |
249.31 |
248.00 |
249.20 |
+1.80 |
78 |
1,933 |
-17 |
| Nov11 |
101110 |
251.14 |
251.14 |
251.08 |
251.08 |
+1.73 |
182 |
2,551 |
+63 |
| Total Volume and Open Interest |
84,078 |
326,773 |
+2,315 |
| Gasoline(NYMEX) |
| Dec10 |
101110 |
218.27 |
224.65 |
217.54 |
223.62 |
+5.12 |
48,280 |
81,909 |
-14,901 |
| Jan11 |
101110 |
218.25 |
222.69 |
217.51 |
221.79 |
+3.14 |
23,136 |
76,113 |
+4,345 |
| Feb11 |
101110 |
219.50 |
223.62 |
219.50 |
222.98 |
+2.45 |
8,698 |
21,424 |
+232 |
| Mar11 |
101110 |
223.07 |
225.25 |
222.20 |
224.68 |
+1.93 |
5,875 |
18,718 |
-151 |
| Apr11 |
101110 |
235.00 |
236.79 |
234.10 |
236.23 |
+1.74 |
4,789 |
18,117 |
-837 |
| May11 |
101110 |
235.75 |
237.36 |
235.75 |
237.29 |
+1.74 |
2,219 |
9,859 |
+336 |
| Jun11 |
101110 |
235.84 |
238.29 |
235.30 |
237.87 |
+1.76 |
2,100 |
14,611 |
-313 |
| Jul11 |
101110 |
236.20 |
237.71 |
236.20 |
237.71 |
+1.79 |
167 |
4,419 |
+268 |
| Aug11 |
101110 |
237.27 |
237.27 |
237.27 |
237.27 |
+1.78 |
32 |
5,385 |
+181 |
| Sep11 |
101110 |
236.29 |
236.29 |
236.29 |
236.29 |
+1.74 |
235 |
2,512 |
-63 |
| Total Volume and Open Interest |
101,325 |
282,738 |
-5,446 |
| e-miNY RBOB Gasoline(NYM) |
| Dec10 |
101110 |
223.70 |
223.70 |
223.60 |
223.60 |
+5.10 |
0 |
2 |
+0 |
| Jan11 |
101110 |
221.80 |
221.80 |
221.79 |
221.80 |
+3.10 |
0 |
1 |
+0 |
| Feb11 |
101110 |
223.00 |
223.00 |
222.98 |
223.00 |
+2.50 |
0 |
1 |
+0 |
| Mar11 |
101110 |
224.70 |
224.70 |
224.68 |
224.70 |
+1.90 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
8 |
+0 |
| Natural Gas(NYM) |
| Dec10 |
101110 |
4.205 |
4.249 |
4.018 |
4.046 |
-0.164 |
140,474 |
146,015 |
-27,140 |
| Jan11 |
101110 |
4.385 |
4.411 |
4.212 |
4.239 |
-0.133 |
73,189 |
188,546 |
+8,130 |
| Feb11 |
101110 |
4.373 |
4.406 |
4.224 |
4.251 |
-0.119 |
26,270 |
62,032 |
+7,719 |
| Mar11 |
101110 |
4.330 |
4.367 |
4.191 |
4.219 |
-0.114 |
27,382 |
91,608 |
+6,377 |
| Apr11 |
101110 |
4.299 |
4.323 |
4.158 |
4.192 |
-0.101 |
20,072 |
65,231 |
+718 |
| May11 |
101110 |
4.300 |
4.345 |
4.196 |
4.225 |
-0.099 |
9,605 |
23,945 |
+1,395 |
| Jun11 |
101110 |
4.366 |
4.392 |
4.250 |
4.273 |
-0.094 |
2,169 |
11,567 |
+263 |
| Jul11 |
101110 |
4.407 |
4.443 |
4.315 |
4.333 |
-0.088 |
1,215 |
10,726 |
-303 |
| Aug11 |
101110 |
4.445 |
4.488 |
4.354 |
4.381 |
-0.082 |
3,839 |
11,913 |
+1,199 |
| Sep11 |
101110 |
4.480 |
4.503 |
4.368 |
4.396 |
-0.080 |
1,871 |
9,933 |
+226 |
| Oct11 |
101110 |
4.560 |
4.574 |
4.439 |
4.471 |
-0.078 |
13,240 |
39,426 |
+2,592 |
| Nov11 |
101110 |
4.765 |
4.770 |
4.670 |
4.691 |
-0.060 |
4,169 |
16,915 |
+1,302 |
| Dec11 |
101110 |
5.051 |
5.065 |
4.966 |
4.988 |
-0.057 |
1,685 |
18,326 |
+270 |
| Jan12 |
101110 |
5.240 |
5.260 |
5.140 |
5.166 |
-0.057 |
4,764 |
25,083 |
+1,203 |
| Feb12 |
101110 |
5.212 |
5.212 |
5.107 |
5.137 |
-0.058 |
146 |
6,477 |
-38 |
| Mar12 |
101110 |
5.075 |
5.080 |
5.016 |
5.031 |
-0.054 |
339 |
13,834 |
-87 |
| Total Volume and Open Interest |
331,453 |
819,003 |
+4,566 |
| Brent Crude Oil(ICE) |
| Dec10 |
101110 |
88.05 |
89.32 |
87.73 |
88.96 |
+0.63 |
127,013 |
160,889 |
-16,795 |
| Jan11 |
101110 |
88.34 |
89.50 |
87.92 |
89.16 |
+0.63 |
78,107 |
234,242 |
+4,193 |
| Feb11 |
101110 |
88.50 |
89.71 |
88.15 |
89.37 |
+0.61 |
38,142 |
120,742 |
+6,501 |
| Mar11 |
101110 |
88.95 |
89.92 |
88.36 |
89.59 |
+0.59 |
12,700 |
57,251 |
+1,993 |
| Apr11 |
101110 |
89.23 |
90.08 |
88.61 |
89.82 |
+0.55 |
6,283 |
37,589 |
+483 |
| May11 |
101110 |
89.53 |
90.26 |
88.88 |
90.06 |
+0.50 |
5,375 |
24,941 |
+1,134 |
| Jun11 |
101110 |
89.82 |
90.61 |
89.14 |
90.30 |
+0.45 |
9,720 |
38,579 |
-83 |
| Jul11 |
101110 |
90.21 |
90.65 |
89.59 |
90.52 |
+0.41 |
2,399 |
13,256 |
+389 |
| Aug11 |
101110 |
90.33 |
90.86 |
89.90 |
90.73 |
+0.37 |
2,427 |
11,101 |
+455 |
| Sep11 |
101110 |
90.91 |
90.91 |
90.91 |
90.91 |
+0.35 |
1,488 |
7,837 |
-219 |
| Oct11 |
101110 |
91.05 |
91.09 |
91.05 |
91.09 |
+0.33 |
736 |
5,911 |
+2 |
| Nov11 |
101110 |
91.24 |
91.24 |
91.24 |
91.24 |
+0.31 |
769 |
10,513 |
+249 |
| Dec11 |
101110 |
91.10 |
91.67 |
90.40 |
91.40 |
+0.29 |
11,339 |
73,577 |
+45 |
| Jan12 |
101110 |
91.59 |
91.59 |
91.59 |
91.59 |
+0.27 |
87 |
11,538 |
+13 |
| Total Volume and Open Interest |
300,774 |
890,626 |
-2,095 |
| Gas Oil(ICE) |
| Nov10 |
101110 |
747.00 |
759.25 |
743.75 |
753.25 |
+6.25 |
45,301 |
35,217 |
-9,769 |
| Dec10 |
101110 |
749.00 |
763.50 |
747.00 |
757.00 |
+5.25 |
84,973 |
128,369 |
+5,500 |
| Jan11 |
101110 |
754.50 |
766.50 |
750.50 |
760.00 |
+4.25 |
41,212 |
109,619 |
+3,549 |
| Feb11 |
101110 |
757.25 |
768.00 |
752.50 |
761.75 |
+3.25 |
15,552 |
46,135 |
+1,205 |
| Mar11 |
101110 |
759.75 |
767.75 |
755.00 |
762.50 |
+2.50 |
8,266 |
33,317 |
+2,948 |
| Apr11 |
101110 |
760.25 |
768.00 |
757.50 |
763.25 |
+1.75 |
2,857 |
33,344 |
+582 |
| May11 |
101110 |
762.00 |
769.25 |
756.25 |
764.50 |
+1.25 |
1,917 |
26,792 |
-60 |
| Jun11 |
101110 |
764.00 |
771.00 |
759.50 |
766.50 |
+1.25 |
8,646 |
51,209 |
+882 |
| Jul11 |
101110 |
766.75 |
774.25 |
765.50 |
769.50 |
+1.00 |
767 |
15,953 |
-60 |
| Aug11 |
101110 |
769.00 |
776.00 |
769.00 |
773.00 |
+0.75 |
429 |
12,483 |
+4 |
| Total Volume and Open Interest |
218,760 |
616,559 |
+4,719 |
| Ethanol(CBOT) |
| Nov10 |
101103 |
2.395 |
2.395 |
2.361 |
2.390 |
+0.013 |
76 |
80 |
-56 |
| Dec10 |
101110 |
2.295 |
2.310 |
2.280 |
2.307 |
-0.036 |
194 |
1,300 |
-136 |
| Jan11 |
101110 |
2.269 |
2.269 |
2.226 |
2.243 |
-0.026 |
95 |
948 |
-27 |
| Feb11 |
101110 |
2.220 |
2.220 |
2.205 |
2.211 |
-0.029 |
68 |
1,020 |
+11 |
| Mar11 |
101110 |
2.215 |
2.225 |
2.195 |
2.221 |
-0.023 |
8 |
752 |
+14 |
| Apr11 |
101110 |
2.220 |
2.225 |
2.197 |
2.217 |
-0.041 |
16 |
840 |
+28 |
| May11 |
101110 |
2.210 |
2.225 |
2.200 |
2.223 |
-0.027 |
24 |
302 |
+16 |
| Jun11 |
101110 |
2.210 |
2.225 |
2.210 |
2.223 |
-0.032 |
12 |
534 |
+9 |
| Total Volume and Open Interest |
491 |
8,042 |
-110 |
| WTI Crude Oil(ICE |
| Dec10 |
101110 |
86.56 |
88.20 |
86.10 |
87.81 |
+1.09 |
72,052 |
101,834 |
-5,073 |
| Jan11 |
101110 |
87.19 |
88.65 |
86.68 |
88.29 |
+0.94 |
33,814 |
97,254 |
+4,819 |
| Feb11 |
101110 |
87.78 |
88.94 |
87.33 |
88.68 |
+0.83 |
13,770 |
38,298 |
+154 |
| Mar11 |
101110 |
88.52 |
89.28 |
87.84 |
89.05 |
+0.73 |
6,206 |
40,355 |
-504 |
| Apr11 |
101110 |
88.61 |
89.48 |
88.22 |
89.38 |
+0.65 |
4,170 |
20,995 |
-242 |
| May11 |
101110 |
89.27 |
89.84 |
88.56 |
89.67 |
+0.58 |
3,090 |
10,518 |
+1,096 |
| Jun11 |
101110 |
89.55 |
90.11 |
88.83 |
89.89 |
+0.52 |
6,555 |
41,128 |
+213 |
| Jul11 |
101110 |
89.66 |
90.20 |
89.48 |
90.09 |
+0.48 |
995 |
12,437 |
+0 |
| Aug11 |
101110 |
90.13 |
90.27 |
90.13 |
90.27 |
+0.46 |
1,104 |
8,329 |
+414 |
| Sep11 |
101110 |
90.44 |
90.44 |
90.44 |
90.44 |
+0.45 |
1,338 |
11,960 |
+105 |
| Oct11 |
101110 |
90.61 |
90.61 |
90.61 |
90.61 |
+0.43 |
516 |
3,924 |
+50 |
| Nov11 |
101110 |
90.78 |
90.78 |
90.78 |
90.78 |
+0.40 |
186 |
6,114 |
+29 |
| Dec11 |
101110 |
90.75 |
91.20 |
89.86 |
90.98 |
+0.38 |
7,834 |
53,005 |
-53 |
| Jan12 |
101110 |
91.05 |
91.05 |
91.05 |
91.05 |
+0.35 |
246 |
5,121 |
+25 |
| Feb12 |
101110 |
91.12 |
91.12 |
91.12 |
91.12 |
+0.33 |
0 |
821 |
+0 |
| Mar12 |
101110 |
91.18 |
91.18 |
91.18 |
91.18 |
+0.30 |
0 |
3,090 |
+0 |
| Total Volume and Open Interest |
155,814 |
526,766 |
+228 |
| US Dollar Index(ICE) |
| Dec10 |
101110 |
77.855 |
78.340 |
77.650 |
77.770 |
+0.185 |
23,890 |
37,553 |
-492 |
| Mar11 |
101110 |
78.250 |
78.670 |
78.100 |
78.160 |
+0.190 |
78 |
816 |
+29 |
| Jun11 |
101110 |
78.650 |
78.900 |
78.590 |
78.590 |
+0.190 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
23,968 |
38,374 |
-463 |
| Australian Dollar(CME) |
| Dec10 |
101110 |
99.86 |
100.43 |
99.35 |
100.20 |
-0.23 |
74,280 |
125,567 |
-475 |
| Mar11 |
101110 |
98.71 |
99.27 |
98.21 |
99.05 |
-0.22 |
123 |
703 |
+98 |
| Jun11 |
101110 |
97.87 |
98.08 |
97.87 |
97.87 |
-0.21 |
0 |
152 |
+0 |
| Total Volume and Open Interest |
74,403 |
126,559 |
-377 |
| British Pound(CME) |
| Dec10 |
101110 |
159.77 |
161.34 |
159.57 |
161.13 |
+0.79 |
86,387 |
98,875 |
+1,739 |
| Mar11 |
101110 |
159.78 |
161.22 |
159.50 |
161.00 |
+0.79 |
119 |
635 |
+37 |
| Jun11 |
101110 |
160.83 |
160.83 |
160.06 |
160.83 |
+0.77 |
0 |
42 |
+2 |
| Total Volume and Open Interest |
86,506 |
99,581 |
+1,778 |
| Canadian Dollar(CME) |
| Dec10 |
101110 |
99.16 |
100.00 |
99.02 |
99.97 |
+0.30 |
59,076 |
122,174 |
+10,824 |
| Mar11 |
101110 |
98.84 |
99.75 |
98.84 |
99.75 |
+0.30 |
206 |
3,771 |
+165 |
| Jun11 |
101110 |
99.30 |
99.51 |
99.12 |
99.51 |
+0.31 |
19 |
918 |
+4 |
| Sep11 |
101110 |
99.24 |
99.24 |
98.94 |
99.24 |
+0.30 |
0 |
349 |
+1 |
| Total Volume and Open Interest |
59,354 |
127,509 |
+11,037 |
| Japanese Yen(CME) |
| Dec10 |
101110 |
122.48 |
122.67 |
120.80 |
121.81 |
-0.73 |
82,152 |
136,602 |
-1,167 |
| Mar11 |
101110 |
122.61 |
122.71 |
120.94 |
121.93 |
-0.74 |
123 |
1,364 |
+60 |
| Jun11 |
101110 |
122.91 |
122.91 |
121.55 |
122.10 |
-0.74 |
0 |
208 |
+0 |
| Total Volume and Open Interest |
82,275 |
138,183 |
-1,107 |
| Swiss Franc(CME) |
| Dec10 |
101110 |
103.36 |
103.49 |
102.41 |
102.97 |
-0.52 |
31,291 |
51,197 |
+4,686 |
| Mar11 |
101110 |
103.29 |
103.57 |
102.65 |
103.06 |
-0.51 |
58 |
144 |
+17 |
| Jun11 |
101110 |
103.16 |
103.67 |
103.16 |
103.16 |
-0.51 |
1 |
2 |
+1 |
| Total Volume and Open Interest |
31,350 |
51,345 |
+4,704 |
| EuroFX(CME) |
| Dec10 |
101110 |
137.58 |
138.20 |
136.65 |
137.73 |
-0.53 |
327,333 |
202,544 |
-2,624 |
| Mar11 |
101110 |
137.38 |
138.09 |
136.50 |
137.56 |
-0.53 |
704 |
4,014 |
+594 |
| Jun11 |
101110 |
136.80 |
137.88 |
136.54 |
137.35 |
-0.53 |
1 |
85 |
+3 |
| Total Volume and Open Interest |
328,038 |
206,666 |
-2,027 |
| Mexican Peso(CME) |
| Nov10 |
101110 |
819.8 |
819.8 |
818.5 |
819.8 |
+1.2 |
0 |
4 |
+0 |
| Dec10 |
101110 |
811.0 |
817.2 |
810.2 |
816.2 |
+1.2 |
18,767 |
142,171 |
+5,303 |
| Total Volume and Open Interest |
18,785 |
142,537 |
+5,312 |
| 30-Year T-Bonds(CBOT) |
| Dec10 |
101110 |
128~260 |
129~050 |
127~140 |
129~020 |
+0~080 |
|
|
|
| Mar11 |
101110 |
127~080 |
127~180 |
125~170 |
127~150 |
+0~080 |
6,416 |
28,864 |
-63 |
| Jun11 |
101110 |
126~090 |
126~090 |
126~010 |
126~090 |
+0~080 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
274,221 |
687,188 |
-1,950 |
| 10-Year T-Notes(CBOT) |
| Dec10 |
101110 |
126~170 |
127~010 |
125~280 |
126~310 |
+0~140 |
687,796 |
1,529,644 |
-23,321 |
| Mar11 |
101110 |
125~205 |
126~050 |
125~055 |
126~035 |
+0~150 |
7,084 |
31,019 |
+5,210 |
| Jun11 |
101110 |
124~100 |
125~090 |
124~100 |
125~090 |
+0~150 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
694,880 |
1,560,709 |
-18,110 |
| 5-Year T-Notes(CBOT) |
| Dec10 |
101110 |
121~002 |
121~058 |
121~001 |
121~056 |
+0~036 |
|
|
|
| Mar11 |
101110 |
120~098 |
120~108 |
120~013 |
120~108 |
+0~036 |
1,618 |
11,739 |
+1,752 |
| Jun11 |
101110 |
120~004 |
120~004 |
119~096 |
120~004 |
+0~036 |
|
|
|
| Total Volume and Open Interest |
370,556 |
1,219,790 |
+34,736 |
| 2 Year T-Notes(CBOT) |
| Dec10 |
101110 |
109~097 |
109~105 |
109~097 |
109~105 |
+0~002 |
|
|
|
| Mar11 |
101110 |
109~094 |
109~096 |
109~088 |
109~094 |
+0~002 |
792 |
10,689 |
+420 |
| Jun11 |
101110 |
109~077 |
109~077 |
109~075 |
109~077 |
+0~002 |
|
|
|
| Total Volume and Open Interest |
221,795 |
717,138 |
-3,925 |
| Eurodollars(CME) |
| Dec10 |
101110 |
99.665 |
99.680 |
99.640 |
99.660 |
unch |
292,327 |
990,832 |
-35 |
| Mar11 |
101110 |
99.575 |
99.600 |
99.530 |
99.560 |
-0.010 |
504,812 |
1,197,425 |
+54,702 |
| Jun11 |
101110 |
99.480 |
99.515 |
99.415 |
99.460 |
-0.010 |
475,103 |
1,088,714 |
-45,521 |
| Sep11 |
101110 |
99.380 |
99.435 |
99.310 |
99.370 |
-0.005 |
363,757 |
938,566 |
+21,570 |
| Dec11 |
101110 |
99.285 |
99.345 |
99.200 |
99.275 |
-0.005 |
412,358 |
877,919 |
-27,671 |
| Mar12 |
101110 |
99.185 |
99.250 |
99.080 |
99.180 |
unch |
259,195 |
783,621 |
+15,231 |
| Jun12 |
101110 |
99.085 |
99.145 |
98.955 |
99.070 |
unch |
195,640 |
481,523 |
+11,460 |
| Sep12 |
101110 |
98.960 |
99.025 |
98.815 |
98.950 |
unch |
164,324 |
419,262 |
-19,862 |
| Dec12 |
101110 |
98.815 |
98.875 |
98.655 |
98.800 |
+0.005 |
104,041 |
333,874 |
-4,355 |
| Mar13 |
101110 |
98.660 |
98.715 |
98.490 |
98.650 |
+0.015 |
73,314 |
267,271 |
-103 |
| Jun13 |
101110 |
98.485 |
98.535 |
98.305 |
98.480 |
+0.025 |
65,573 |
161,810 |
+1,975 |
| Sep13 |
101110 |
98.305 |
98.350 |
98.115 |
98.300 |
+0.030 |
62,566 |
180,050 |
+10,575 |
| Dec13 |
101110 |
98.095 |
98.150 |
97.910 |
98.105 |
+0.040 |
25,909 |
129,302 |
+303 |
| Mar14 |
101110 |
97.895 |
97.950 |
97.710 |
97.910 |
+0.040 |
21,654 |
113,405 |
+372 |
| Jun14 |
101110 |
97.685 |
97.730 |
97.490 |
97.690 |
+0.040 |
24,420 |
106,099 |
-4,115 |
| Sep14 |
101110 |
97.465 |
97.510 |
97.270 |
97.470 |
+0.045 |
27,978 |
68,117 |
+1,150 |
| Dec14 |
101110 |
97.245 |
97.290 |
97.055 |
97.250 |
+0.045 |
20,120 |
87,636 |
-3,805 |
| Mar15 |
101110 |
97.050 |
97.100 |
96.870 |
97.055 |
+0.045 |
14,580 |
47,456 |
-2,066 |
| Total Volume and Open Interest |
3,180,436 |
8,521,819 |
+21,156 |
| 30 Day Federal Funds(CBOT) |
| Nov10 |
101110 |
99.812 |
99.815 |
99.810 |
99.812 |
+0.003 |
8,017 |
103,990 |
+3,292 |
| Dec10 |
101110 |
99.825 |
99.830 |
99.820 |
99.825 |
+0.005 |
5,987 |
89,446 |
+1,725 |
| Jan11 |
101110 |
99.830 |
99.835 |
99.825 |
99.830 |
+0.005 |
7,106 |
64,219 |
+4,139 |
| Feb11 |
101110 |
99.830 |
99.840 |
99.830 |
99.830 |
unch |
5,971 |
49,666 |
-560 |
| Mar11 |
101110 |
99.835 |
99.835 |
99.830 |
99.830 |
unch |
6,211 |
29,171 |
-1,601 |
| Apr11 |
101110 |
99.840 |
99.840 |
99.830 |
99.830 |
unch |
2,699 |
33,044 |
+2,006 |
| Total Volume and Open Interest |
65,515 |
590,018 |
+18,516 |
| 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 |
101110 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
1,728 |
+0 |
| Mar11 |
101110 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.013 |
0 |
767 |
+0 |
| Jun11 |
101110 |
99.675 |
99.675 |
99.675 |
99.675 |
-0.005 |
|
|
|
| Sep11 |
101110 |
99.668 |
99.668 |
99.668 |
99.668 |
-0.012 |
|
|
|
| Dec11 |
101110 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.020 |
|
|
|
| Mar12 |
101110 |
99.655 |
99.655 |
99.655 |
99.655 |
-0.020 |
|
|
|
| Jun12 |
101110 |
99.705 |
99.705 |
99.705 |
99.705 |
-0.020 |
|
|
|
| Sep12 |
101110 |
99.655 |
99.655 |
99.655 |
99.655 |
-0.020 |
|
|
|
| Dec12 |
101110 |
99.350 |
99.350 |
99.350 |
99.350 |
-0.020 |
|
|
|
| Mar13 |
101110 |
99.350 |
99.350 |
99.350 |
99.350 |
-0.020 |
|
|
|
| Total Volume and Open Interest |
0 |
2,495 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Dec10 |
101110 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
3,248 |
+0 |
| Mar11 |
101110 |
99.67 |
99.68 |
99.67 |
99.68 |
-0.01 |
0 |
1,549 |
+0 |
| Jun11 |
101110 |
99.67 |
99.68 |
99.67 |
99.68 |
-0.02 |
1 |
1,437 |
+0 |
| Sep11 |
101110 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.02 |
0 |
1,197 |
+99 |
| Dec11 |
101110 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.02 |
0 |
110 |
+0 |
| Mar12 |
101110 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.02 |
0 |
305 |
+0 |
| Jun12 |
101110 |
99.71 |
99.71 |
99.71 |
99.71 |
-0.02 |
0 |
754 |
+0 |
| Sep12 |
101110 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.02 |
0 |
310 |
+0 |
| Total Volume and Open Interest |
1 |
8,914 |
+99 |
| Japanese Gov't Bonds(SGX) |
| Dec10 |
101109 |
142.82 |
143.01 |
142.69 |
142.72 |
-0.40 |
1,744 |
19,820 |
-82 |
| Mar11 |
101110 |
141.41 |
141.41 |
141.41 |
141.41 |
-0.20 |
|
|
|
| Jun11 |
101110 |
139.32 |
139.32 |
139.32 |
139.32 |
-0.20 |
|
|
|
| Total Volume and Open Interest |
1,273 |
20,188 |
-51 |
| Euro-Bund(EUREX) |
| Dec10 |
101110 |
130.02 |
130.53 |
129.56 |
130.20 |
-0.16 |
681,615 |
996,556 |
+44,925 |
| Mar11 |
101110 |
129.93 |
130.59 |
129.67 |
130.27 |
-0.20 |
635 |
11,389 |
-1 |
| Jun11 |
101110 |
129.45 |
129.45 |
129.45 |
129.45 |
-0.16 |
100 |
0 |
+0 |
| Total Volume and Open Interest |
682,350 |
1,007,945 |
+44,924 |
| Euro-Bobl(EUREX) |
| Dec10 |
101110 |
120.36 |
120.66 |
120.12 |
120.58 |
+0.07 |
332,884 |
720,370 |
+6,535 |
| Mar11 |
101110 |
120.36 |
120.68 |
120.14 |
120.60 |
+0.06 |
3,717 |
80,309 |
+3,562 |
| Jun11 |
101110 |
120.42 |
120.42 |
120.42 |
120.42 |
+0.07 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
336,601 |
800,680 |
+10,097 |
| 3-Mth Euribor(EUREX) |
| Dec10 |
101110 |
98.880 |
98.885 |
98.880 |
98.880 |
unch |
29 |
4,676 |
+4 |
| Mar11 |
101110 |
98.735 |
98.735 |
98.720 |
98.725 |
-0.015 |
18 |
2,456 |
-10 |
| Jun11 |
101110 |
98.630 |
98.630 |
98.615 |
98.620 |
-0.025 |
4 |
5,249 |
+1 |
| Total Volume and Open Interest |
2,120 |
20,568 |
+1,996 |
| Long Gilt(LIFFE) |
| Dec10 |
101029 |
122~29 |
123~17 |
122~25 |
123~12 |
+0~22 |
132,488 |
286,373 |
-6,596 |
| Mar11 |
101110 |
122~17 |
122~17 |
121~06 |
121~13 |
-1~06 |
0 |
175 |
+0 |
| Total Volume and Open Interest |
82,576 |
286,249 |
-11,234 |
| 3-Mth Short Sterling(LIFFE) |
| Dec10 |
101110 |
99.24 |
99.26 |
99.16 |
99.22 |
-0.02 |
31,107 |
357,666 |
-5,900 |
| Mar11 |
101110 |
99.16 |
99.19 |
99.10 |
99.13 |
-0.03 |
42,866 |
311,472 |
-7,898 |
| Jun11 |
101110 |
99.07 |
99.10 |
98.97 |
99.01 |
-0.06 |
48,879 |
280,792 |
-6,117 |
| Sep11 |
101110 |
98.97 |
98.99 |
98.83 |
98.88 |
-0.09 |
73,636 |
305,063 |
-4,677 |
| Dec11 |
101110 |
98.84 |
98.86 |
98.66 |
98.72 |
-0.13 |
77,670 |
341,739 |
-406 |
| Mar12 |
101110 |
98.69 |
98.73 |
98.49 |
98.56 |
-0.16 |
58,783 |
236,580 |
-7,697 |
| Total Volume and Open Interest |
400,900 |
2,243,315 |
-32,319 |
| 3-Mth Euribor(LIFFE) |
| Dec10 |
101110 |
98.880 |
98.895 |
98.870 |
98.880 |
unch |
103,070 |
565,541 |
-4,070 |
| Mar11 |
101110 |
98.735 |
98.750 |
98.710 |
98.725 |
-0.015 |
121,854 |
608,507 |
+4,629 |
| Jun11 |
101110 |
98.635 |
98.655 |
98.595 |
98.620 |
-0.025 |
87,408 |
513,020 |
-137 |
| Total Volume and Open Interest |
630,799 |
3,277,744 |
+18,317 |
| 3-Mth Aus T-Bills(SFE) |
| Dec10 |
101110 |
94.93 |
94.96 |
94.92 |
94.95 |
unch |
18,364 |
179,509 |
+4,816 |
| Mar11 |
101110 |
94.82 |
94.84 |
94.79 |
94.83 |
+0.01 |
28,091 |
169,153 |
+5,113 |
| Jun11 |
101110 |
94.67 |
94.70 |
94.63 |
94.67 |
-0.01 |
13,283 |
92,801 |
+1,852 |
| Sep11 |
101110 |
94.55 |
94.60 |
94.51 |
94.55 |
-0.01 |
5,447 |
53,953 |
-29 |
| Dec11 |
101110 |
94.47 |
94.52 |
94.43 |
94.47 |
-0.01 |
1,269 |
36,001 |
-191 |
| Mar12 |
101110 |
94.40 |
94.44 |
94.38 |
94.40 |
-0.03 |
1,356 |
39,505 |
+313 |
| Jun12 |
101110 |
94.35 |
94.36 |
94.34 |
94.36 |
-0.03 |
664 |
28,808 |
+171 |
| Sep12 |
101110 |
94.34 |
94.34 |
94.31 |
94.32 |
-0.04 |
252 |
9,244 |
+106 |
| Dec12 |
101110 |
94.28 |
94.28 |
94.28 |
94.28 |
-0.05 |
5 |
2,018 |
-2 |
| Mar13 |
101110 |
94.27 |
94.27 |
94.27 |
94.27 |
-0.06 |
10 |
1,561 |
+10 |
| Total Volume and Open Interest |
68,791 |
612,761 |
+12,209 |
| 10-Year Aus T-Bonds(SFE) |
| Dec10 |
101110 |
94.69 |
94.73 |
94.60 |
94.63 |
-0.06 |
36,638 |
384,454 |
+8,743 |
| Mar11 |
101110 |
94.63 |
94.63 |
94.63 |
94.63 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
36,638 |
384,454 |
+8,743 |
| 3-Year Aus T-Bonds(SFE) |
| Dec10 |
101110 |
94.89 |
94.92 |
94.83 |
94.86 |
-0.04 |
80,551 |
441,760 |
+4,997 |
| Mar11 |
101110 |
94.81 |
94.81 |
94.81 |
94.81 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
80,551 |
441,760 |
+4,997 |
| Gold(CMX) |
| Dec10 |
101110 |
1392.9 |
1410.0 |
1383.4 |
1399.3 |
-10.8 |
176,895 |
363,157 |
-9,826 |
| Feb11 |
101110 |
1394.5 |
1411.8 |
1385.6 |
1401.5 |
-10.9 |
17,952 |
92,545 |
+13,358 |
| Apr11 |
101110 |
1397.0 |
1413.0 |
1388.2 |
1403.7 |
-10.9 |
3,912 |
24,915 |
+2,366 |
| Jun11 |
101110 |
1400.1 |
1416.1 |
1390.4 |
1405.8 |
-10.9 |
3,020 |
25,902 |
+1,868 |
| Aug11 |
101110 |
1407.7 |
1416.5 |
1395.6 |
1408.1 |
-10.9 |
1,762 |
14,636 |
+696 |
| Oct11 |
101110 |
1402.2 |
1414.3 |
1397.0 |
1410.3 |
-10.8 |
224 |
9,652 |
+104 |
| Dec11 |
101110 |
1406.2 |
1421.3 |
1397.0 |
1412.5 |
-10.8 |
3,706 |
27,020 |
+3,462 |
| Feb12 |
101110 |
1415.1 |
1415.1 |
1415.1 |
1415.1 |
-10.6 |
0 |
6,010 |
+1 |
| Apr12 |
101110 |
1417.8 |
1417.8 |
1417.8 |
1417.8 |
-10.4 |
0 |
5,888 |
+0 |
| Jun12 |
101110 |
1410.0 |
1420.5 |
1410.0 |
1420.5 |
-10.2 |
25 |
8,669 |
+95 |
| Aug12 |
101110 |
1423.5 |
1423.5 |
1423.5 |
1423.5 |
-9.9 |
320 |
4,557 |
-100 |
| Total Volume and Open Interest |
211,986 |
642,969 |
+14,572 |
| Silver(CMX) |
| Dec10 |
101110 |
2697.0 |
2817.5 |
2648.5 |
2686.5 |
-204.1 |
89,079 |
80,169 |
-6,170 |
| Mar11 |
101110 |
2706.0 |
2824.5 |
2658.0 |
2694.1 |
-204.6 |
13,693 |
35,173 |
+2,546 |
| May11 |
101110 |
2712.5 |
2820.5 |
2694.0 |
2699.0 |
-204.9 |
1,619 |
11,588 |
+172 |
| Jul11 |
101110 |
2740.0 |
2813.5 |
2682.0 |
2703.7 |
-205.2 |
383 |
8,935 |
-209 |
| Sep11 |
101110 |
2721.0 |
2771.0 |
2680.0 |
2708.3 |
-205.4 |
168 |
5,771 |
+144 |
| Dec11 |
101110 |
2733.5 |
2817.0 |
2698.0 |
2714.5 |
-205.5 |
1,381 |
7,721 |
+889 |
| Mar12 |
101110 |
2720.3 |
2720.3 |
2720.3 |
2720.3 |
-205.3 |
6 |
354 |
+3 |
| Total Volume and Open Interest |
107,303 |
157,884 |
-1,589 |
| Platinum(NYMEX) |
| Jan11 |
101110 |
1763.0 |
1788.0 |
1730.0 |
1737.9 |
-71.7 |
6,558 |
38,580 |
-28 |
| Apr11 |
101110 |
1769.0 |
1783.8 |
1741.2 |
1741.6 |
-71.6 |
117 |
1,226 |
+116 |
| Jul11 |
101110 |
1744.2 |
1744.2 |
1744.2 |
1744.2 |
-71.6 |
0 |
55 |
+0 |
| Oct11 |
101110 |
1744.2 |
1744.2 |
1744.2 |
1744.2 |
-71.6 |
|
|
|
| Total Volume and Open Interest |
6,676 |
39,862 |
+38 |
| Palladium(NYMEX) |
| Dec10 |
101110 |
694.95 |
724.40 |
687.40 |
696.75 |
-45.90 |
4,143 |
22,482 |
-174 |
| Mar11 |
101110 |
695.00 |
724.40 |
689.45 |
698.50 |
-45.95 |
423 |
3,616 |
+422 |
| Jun11 |
101110 |
715.00 |
715.00 |
699.50 |
699.50 |
-45.95 |
0 |
158 |
+0 |
| Total Volume and Open Interest |
4,566 |
26,262 |
+248 |
| Copper(CMX) |
| Dec10 |
101110 |
398.15 |
402.15 |
394.15 |
396.90 |
-7.40 |
37,182 |
77,403 |
-13,791 |
| Mar11 |
101110 |
399.45 |
402.80 |
394.90 |
397.65 |
-7.30 |
17,197 |
55,499 |
+7,271 |
| May11 |
101110 |
401.15 |
401.15 |
395.30 |
397.55 |
-7.20 |
2,076 |
13,959 |
+2,459 |
| Jul11 |
101110 |
396.85 |
398.50 |
396.85 |
396.90 |
-6.95 |
119 |
5,182 |
+80 |
| Sep11 |
101110 |
395.75 |
395.75 |
394.80 |
395.60 |
-6.75 |
31 |
4,367 |
+33 |
| Total Volume and Open Interest |
57,229 |
165,638 |
-3,506 |
| DJIA Index(CBOT) |
| Dec10 |
101110 |
11311 |
11334 |
11225 |
11302 |
-11 |
412 |
6,534 |
-291 |
| Mar11 |
101110 |
11233 |
11244 |
11233 |
11233 |
-11 |
0 |
20 |
+2 |
| Jun11 |
101110 |
11172 |
11183 |
11172 |
11172 |
-11 |
|
|
|
| Sep11 |
101110 |
11114 |
11125 |
11114 |
11114 |
-11 |
|
|
|
| Total Volume and Open Interest |
412 |
6,554 |
-289 |
| S & P 500(CME) |
| Dec10 |
101110 |
1210.20 |
1216.70 |
1202.00 |
1214.10 |
+3.20 |
14,808 |
335,635 |
+6,244 |
| Mar11 |
101110 |
1197.70 |
1211.70 |
1197.50 |
1209.00 |
+3.30 |
576 |
5,788 |
+760 |
| Jun11 |
101110 |
1204.10 |
1206.80 |
1193.30 |
1204.10 |
+3.30 |
50 |
2,808 |
+53 |
| Sep11 |
101110 |
1199.40 |
1202.10 |
1188.60 |
1199.40 |
+3.30 |
50 |
50 |
+25 |
| Total Volume and Open Interest |
15,484 |
344,281 |
+7,082 |
| S & P 500 E-Mini(Globex) |
| Dec10 |
101110 |
1213.50 |
1213.75 |
1211.00 |
1212.00 |
+2.00 |
|
|
|
| Mar11 |
101110 |
1204.50 |
1211.00 |
1197.00 |
1209.00 |
+3.25 |
6,157 |
22,751 |
+5,750 |
| Total Volume and Open Interest |
1,548,913 |
2,832,046 |
+79,884 |
| NASDAQ 100(CME) |
| Dec10 |
101110 |
2174.00 |
2187.00 |
2159.00 |
2174.50 |
-1.80 |
545 |
27,771 |
-3,935 |
| Mar11 |
101110 |
2172.50 |
2188.00 |
2160.00 |
2172.50 |
-1.80 |
0 |
2 |
+0 |
| Jun11 |
101110 |
2170.00 |
2173.50 |
2170.00 |
2170.00 |
-1.80 |
|
|
|
| Total Volume and Open Interest |
545 |
27,773 |
-3,935 |
| NASDAQ 100 E-Mini(Globex) |
| Dec10 |
101110 |
2175.30 |
2187.30 |
2160.00 |
2174.50 |
-1.80 |
200,812 |
437,679 |
-11,294 |
| Mar11 |
101110 |
2175.80 |
2184.80 |
2158.80 |
2172.50 |
-1.80 |
109 |
1,152 |
-62 |
| Total Volume and Open Interest |
200,921 |
438,838 |
-11,356 |
| S & P Midcap 400(CME) |
| Dec10 |
101110 |
847.50 |
858.00 |
847.50 |
854.90 |
+4.40 |
1 |
3,130 |
+1 |
| Mar11 |
101110 |
852.90 |
853.40 |
852.90 |
852.90 |
+4.00 |
0 |
2 |
+0 |
| Jun11 |
101110 |
850.90 |
850.90 |
850.90 |
850.90 |
+4.50 |
|
|
|
| Total Volume and Open Interest |
1 |
3,132 |
+1 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec10 |
101110 |
9880 |
9880 |
9880 |
9880 |
+135 |
|
|
|
| Mar11 |
101110 |
9900 |
9915 |
9780 |
9915 |
+135 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
7,701 |
36,505 |
+1,183 |
| Nikkei 225(SGX) |
| Dec10 |
101110 |
9760 |
9845 |
9730 |
9805 |
+115 |
118,913 |
202,556 |
-1,289 |
| Mar11 |
101110 |
9800 |
9800 |
9800 |
9800 |
+115 |
77 |
3,415 |
-60 |
| Jun11 |
101110 |
9730 |
9730 |
9730 |
9730 |
+120 |
0 |
2,125 |
+0 |
| Total Volume and Open Interest |
118,990 |
217,341 |
+731 |
| CAC 40(EURONEXT) |
| Nov10 |
101110 |
3910.0 |
3920.0 |
3855.0 |
3873.5 |
-52.0 |
93,915 |
362,291 |
-8,313 |
| Dec10 |
101110 |
3913.5 |
3916.0 |
3857.5 |
3872.0 |
-52.5 |
368 |
69,824 |
+61 |
| Jan11 |
101110 |
3874.0 |
3874.0 |
3874.0 |
3874.0 |
-52.5 |
0 |
35 |
+0 |
| Total Volume and Open Interest |
94,283 |
432,270 |
-8,252 |
| Hang Seng Index(HKFE) |
| Nov10 |
101110 |
24580 |
24698 |
24396 |
24408 |
-277 |
66,999 |
118,361 |
-2,134 |
| Dec10 |
101110 |
24510 |
24702 |
24408 |
24410 |
-285 |
1,669 |
12,235 |
+433 |
| Total Volume and Open Interest |
69,077 |
132,758 |
-1,788 |
| DAX(EUREX) |
| Dec10 |
101110 |
6775.5 |
6791.0 |
6690.0 |
6731.5 |
-65.0 |
102,419 |
178,854 |
-996 |
| Mar11 |
101110 |
6791.5 |
6800.0 |
6712.0 |
6747.0 |
-65.5 |
345 |
12,121 |
+29 |
| Jun11 |
101110 |
6814.5 |
6814.5 |
6747.0 |
6767.0 |
-65.5 |
328 |
2,709 |
-89 |
| Total Volume and Open Interest |
103,092 |
193,684 |
-1,056 |
| FT-SE 100(EURONEXT) |
| Dec10 |
101110 |
5843.00 |
5863.00 |
5784.00 |
5809.00 |
-55.00 |
80,781 |
622,382 |
-3,549 |
| Mar11 |
101110 |
5812.50 |
5812.50 |
5747.00 |
5768.00 |
-56.00 |
14 |
5,540 |
+8 |
| Jun11 |
101110 |
5708.00 |
5725.00 |
5708.00 |
5725.00 |
-56.00 |
71 |
726 |
+42 |
| Total Volume and Open Interest |
80,866 |
628,658 |
-3,499 |
| SPI 200(SFE) |
| Dec10 |
101110 |
4754.0 |
4783.0 |
4698.0 |
4716.0 |
-36.0 |
42,201 |
219,712 |
-210 |
| Mar11 |
101110 |
4711.0 |
4712.0 |
4698.0 |
4712.0 |
-37.0 |
90 |
2,153 |
-5 |
| Jun11 |
101110 |
4740.0 |
4740.0 |
4740.0 |
4740.0 |
-37.0 |
0 |
1,027 |
-24 |
| Total Volume and Open Interest |
42,292 |
226,072 |
-238 |
| GSCI(CME) |
| Nov10 |
101110 |
599.00 |
601.75 |
595.25 |
599.70 |
+2.70 |
1,927 |
5,626 |
-9,016 |
| Dec10 |
101110 |
604.00 |
607.00 |
600.50 |
605.00 |
+2.05 |
1,815 |
9,389 |
+9,191 |
| Jan11 |
101110 |
606.00 |
607.00 |
603.50 |
606.70 |
+1.70 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
3,742 |
15,018 |
+175 |
| 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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