|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri November 12, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov10 |
101112 |
1335.00 |
1337.75 |
1259.00 |
1263.00 |
-67.25 |
4,055 |
1,890 |
-1,449 |
| Jan11 |
101112 |
1342.25 |
1348.50 |
1269.00 |
1269.00 |
-70.00 |
97,251 |
312,763 |
-2,588 |
| Mar11 |
101112 |
1348.25 |
1354.50 |
1277.00 |
1277.00 |
-70.00 |
29,217 |
96,982 |
+1,381 |
| May11 |
101112 |
1350.00 |
1355.00 |
1276.50 |
1276.50 |
-70.00 |
14,315 |
62,683 |
+1,263 |
| Jul11 |
101112 |
1349.00 |
1355.00 |
1277.75 |
1277.75 |
-70.00 |
17,538 |
56,676 |
+269 |
| Aug11 |
101112 |
1324.00 |
1324.00 |
1254.00 |
1254.00 |
-70.00 |
1,054 |
1,978 |
+173 |
| Sep11 |
101112 |
1285.00 |
1285.00 |
1213.25 |
1213.25 |
-70.00 |
1,077 |
2,283 |
+106 |
| Total Volume and Open Interest |
177,502 |
629,404 |
+928 |
| Soybean Meal(CBOT) |
| Dec10 |
101112 |
359.20 |
360.70 |
338.30 |
339.70 |
-18.40 |
33,607 |
84,233 |
-4,865 |
| Jan11 |
101112 |
361.30 |
362.50 |
340.30 |
341.70 |
-18.40 |
18,608 |
32,778 |
+4,176 |
| Mar11 |
101112 |
363.80 |
363.80 |
342.60 |
344.00 |
-18.00 |
7,010 |
26,386 |
+708 |
| May11 |
101112 |
362.40 |
362.60 |
340.60 |
341.20 |
-19.40 |
5,546 |
19,391 |
+329 |
| Jul11 |
101112 |
360.00 |
360.00 |
339.90 |
339.90 |
-20.00 |
3,840 |
15,650 |
+670 |
| Aug11 |
101112 |
347.20 |
347.20 |
330.50 |
330.50 |
-20.00 |
706 |
4,240 |
+280 |
| Sep11 |
101112 |
334.90 |
335.00 |
320.20 |
322.30 |
-16.40 |
898 |
4,147 |
+80 |
| Oct11 |
101112 |
318.50 |
319.60 |
305.20 |
305.20 |
-14.40 |
358 |
2,235 |
-26 |
| Total Volume and Open Interest |
72,981 |
199,589 |
+1,434 |
| Soybean Oil(CBOT) |
| Dec10 |
101112 |
55.00 |
55.13 |
52.53 |
52.53 |
-2.50 |
53,827 |
111,952 |
-5,190 |
| Jan11 |
101112 |
55.28 |
55.43 |
52.85 |
52.85 |
-2.50 |
33,016 |
119,370 |
+891 |
| Mar11 |
101112 |
55.70 |
55.71 |
53.20 |
53.20 |
-2.50 |
15,887 |
65,150 |
-637 |
| May11 |
101112 |
55.98 |
55.98 |
53.48 |
53.48 |
-2.50 |
11,018 |
31,564 |
+4,182 |
| Jul11 |
101112 |
55.59 |
55.60 |
53.72 |
53.72 |
-2.50 |
9,336 |
24,402 |
+1,245 |
| Aug11 |
101112 |
54.21 |
54.60 |
53.74 |
53.74 |
-2.50 |
629 |
4,902 |
+107 |
| Sep11 |
101112 |
55.25 |
55.25 |
53.76 |
53.76 |
-2.50 |
873 |
2,227 |
+180 |
| Oct11 |
101112 |
54.09 |
54.70 |
53.78 |
53.78 |
-2.50 |
307 |
2,927 |
+101 |
| Total Volume and Open Interest |
126,749 |
375,611 |
+727 |
| Canola(WCE) |
| Nov10 |
101112 |
532.6 |
532.6 |
532.6 |
532.6 |
-26.4 |
0 |
152 |
+0 |
| Jan11 |
101112 |
564.1 |
564.9 |
536.0 |
537.1 |
-26.4 |
15,151 |
140,691 |
+3,167 |
| Mar11 |
101112 |
570.3 |
571.7 |
542.7 |
544.0 |
-26.3 |
3,148 |
17,505 |
+924 |
| May11 |
101112 |
563.3 |
564.7 |
544.4 |
545.8 |
-26.9 |
445 |
4,642 |
+67 |
| Jul11 |
101112 |
565.0 |
565.0 |
545.2 |
546.7 |
-26.7 |
602 |
13,464 |
+276 |
| Total Volume and Open Interest |
21,487 |
206,450 |
+5,905 |
| Corn(CBOT) |
| Dec10 |
101112 |
564.00 |
566.50 |
534.00 |
534.00 |
-30.00 |
234,149 |
386,295 |
-37,644 |
| Mar11 |
101112 |
577.75 |
580.00 |
548.00 |
548.00 |
-30.00 |
141,183 |
599,071 |
+16,570 |
| May11 |
101112 |
585.25 |
586.75 |
555.25 |
555.25 |
-30.00 |
22,027 |
130,248 |
+2,469 |
| Jul11 |
101112 |
589.00 |
590.50 |
558.75 |
558.75 |
-30.00 |
52,827 |
205,225 |
+4,927 |
| Sep11 |
101112 |
556.00 |
557.00 |
530.00 |
530.00 |
-30.00 |
6,205 |
37,192 |
+742 |
| Dec11 |
101112 |
537.00 |
539.00 |
509.25 |
509.25 |
-30.00 |
45,995 |
256,841 |
+3,646 |
| Total Volume and Open Interest |
506,166 |
1,664,937 |
-9,314 |
| Wheat(CBOT) |
| Dec10 |
101112 |
704.25 |
710.75 |
661.25 |
669.25 |
-34.75 |
68,570 |
149,705 |
-11,903 |
| Mar11 |
101112 |
744.50 |
750.25 |
701.25 |
709.50 |
-34.50 |
43,340 |
159,670 |
+7,411 |
| May11 |
101112 |
771.00 |
774.50 |
725.25 |
732.50 |
-36.50 |
8,102 |
41,347 |
+2,698 |
| Jul11 |
101112 |
783.25 |
789.25 |
737.75 |
744.75 |
-38.50 |
7,032 |
86,890 |
+42 |
| Sep11 |
101112 |
808.50 |
808.50 |
757.75 |
765.00 |
-39.25 |
785 |
16,242 |
+106 |
| Total Volume and Open Interest |
132,369 |
523,574 |
-1,120 |
| Wheat(KCBT) |
| Dec10 |
101112 |
768.00 |
773.75 |
720.25 |
730.00 |
-38.00 |
12,061 |
63,950 |
-4,558 |
| Mar11 |
101112 |
784.00 |
789.00 |
736.00 |
745.75 |
-38.25 |
9,222 |
100,618 |
+2,855 |
| May11 |
101112 |
793.00 |
793.00 |
745.75 |
755.50 |
-37.50 |
2,003 |
19,068 |
+430 |
| Jul11 |
101112 |
798.75 |
802.00 |
753.25 |
760.25 |
-38.75 |
3,015 |
47,061 |
-337 |
| Sep11 |
101112 |
798.00 |
799.75 |
762.00 |
768.00 |
-38.00 |
342 |
6,868 |
+234 |
| Total Volume and Open Interest |
27,302 |
248,016 |
-1,037 |
| Wheat(MGE) |
| Dec10 |
101112 |
778.25 |
781.00 |
735.50 |
744.75 |
-32.00 |
3,945 |
15,760 |
-860 |
| Mar11 |
101112 |
792.00 |
796.00 |
750.75 |
759.25 |
-32.75 |
3,446 |
27,663 |
+538 |
| May11 |
101112 |
800.00 |
802.75 |
760.00 |
768.00 |
-33.25 |
605 |
7,682 |
-16 |
| Jul11 |
101112 |
809.00 |
809.00 |
767.50 |
775.00 |
-34.00 |
429 |
8,295 |
-49 |
| Sep11 |
101112 |
812.75 |
816.00 |
772.00 |
778.00 |
-37.00 |
304 |
6,339 |
-14 |
| Total Volume and Open Interest |
8,991 |
72,896 |
-383 |
| Oats(CBOT) |
| Dec10 |
101112 |
357.00 |
358.75 |
339.00 |
339.50 |
-19.00 |
1,222 |
4,664 |
-118 |
| Mar11 |
101112 |
370.00 |
371.00 |
352.00 |
352.00 |
-19.00 |
459 |
7,941 |
+52 |
| May11 |
101112 |
374.00 |
376.75 |
357.75 |
357.75 |
-19.00 |
74 |
290 |
+45 |
| Jul11 |
101112 |
379.00 |
382.00 |
363.00 |
363.00 |
-19.00 |
23 |
66 |
+17 |
| Total Volume and Open Interest |
1,780 |
13,816 |
-4 |
| Rough Rice(CBOT) |
| Nov10 |
101112 |
13.98 |
14.27 |
13.77 |
13.77 |
-0.51 |
59 |
54 |
-36 |
| Jan11 |
101112 |
14.65 |
14.65 |
14.07 |
14.07 |
-0.50 |
1,204 |
11,956 |
-249 |
| Mar11 |
101112 |
14.88 |
14.88 |
14.35 |
14.35 |
-0.50 |
206 |
3,328 |
-71 |
| May11 |
101112 |
14.85 |
14.90 |
14.61 |
14.61 |
-0.50 |
9 |
756 |
-2 |
| Total Volume and Open Interest |
1,491 |
18,175 |
-355 |
| Live Cattle(CME) |
| Dec10 |
101112 |
99.535 |
99.635 |
98.250 |
98.400 |
-0.650 |
28,244 |
87,630 |
-5,540 |
| Feb11 |
101112 |
103.135 |
103.200 |
101.650 |
101.700 |
-1.185 |
23,213 |
109,641 |
+6,273 |
| Apr11 |
101112 |
107.000 |
107.080 |
105.200 |
105.250 |
-1.580 |
7,966 |
64,119 |
+1,895 |
| Jun11 |
101112 |
104.385 |
104.600 |
102.650 |
102.950 |
-1.530 |
2,672 |
29,612 |
+661 |
| Aug11 |
101112 |
103.950 |
103.980 |
101.800 |
102.100 |
-1.850 |
1,542 |
12,338 |
+217 |
| Oct11 |
101112 |
106.100 |
106.150 |
104.000 |
104.950 |
-1.230 |
203 |
5,430 |
+10 |
| Total Volume and Open Interest |
63,881 |
310,689 |
+3,534 |
| Feeder Cattle(CME) |
| Nov10 |
101112 |
112.480 |
112.850 |
112.000 |
112.400 |
-0.250 |
893 |
2,280 |
-228 |
| Jan11 |
101112 |
114.930 |
115.600 |
114.080 |
114.400 |
-0.680 |
3,575 |
13,836 |
+288 |
| Mar11 |
101112 |
115.500 |
115.950 |
114.430 |
114.750 |
-0.785 |
1,520 |
6,254 |
+207 |
| Apr11 |
101112 |
116.550 |
116.680 |
115.250 |
115.830 |
-0.400 |
453 |
1,637 |
+116 |
| May11 |
101112 |
116.635 |
117.000 |
115.400 |
115.950 |
-0.480 |
364 |
2,225 |
+199 |
| Aug11 |
101112 |
117.800 |
118.000 |
116.535 |
117.500 |
-0.400 |
260 |
1,359 |
+168 |
| Sep11 |
101112 |
117.300 |
117.300 |
117.300 |
117.300 |
-0.400 |
17 |
76 |
+16 |
| Total Volume and Open Interest |
7,090 |
27,675 |
+774 |
| Lean Hogs(CME) |
| Dec10 |
101112 |
68.975 |
69.650 |
68.300 |
68.975 |
-0.160 |
25,179 |
54,132 |
-6,223 |
| Feb11 |
101112 |
75.135 |
75.475 |
74.225 |
74.580 |
-0.870 |
14,357 |
59,825 |
+3,248 |
| Apr11 |
101112 |
79.500 |
79.600 |
77.535 |
77.950 |
-1.900 |
5,102 |
40,187 |
+869 |
| May11 |
101112 |
85.730 |
85.730 |
84.050 |
84.500 |
-1.900 |
162 |
1,439 |
-56 |
| Jun11 |
101112 |
88.800 |
88.830 |
86.680 |
87.285 |
-1.915 |
2,117 |
26,458 |
+331 |
| Jul11 |
101112 |
88.180 |
88.250 |
86.100 |
86.785 |
-1.915 |
350 |
6,140 |
+66 |
| Aug11 |
101112 |
87.250 |
87.430 |
85.250 |
85.650 |
-2.300 |
224 |
4,954 |
+89 |
| Oct11 |
101112 |
79.850 |
79.850 |
77.850 |
78.200 |
-2.050 |
266 |
3,444 |
+130 |
| Total Volume and Open Interest |
47,792 |
197,882 |
-1,511 |
| Pork Bellies(CME) |
| Feb11 |
101112 |
104.500 |
104.500 |
104.500 |
104.500 |
unch |
0 |
5 |
-1 |
| Mar11 |
101112 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
0 |
1 |
+0 |
| May11 |
101112 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
|
|
|
| Jul11 |
101112 |
103.500 |
103.500 |
103.500 |
103.500 |
unch |
|
|
|
| Aug11 |
101112 |
102.500 |
102.500 |
102.500 |
102.500 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
6 |
-1 |
| Class III Milk(CME) |
| Nov10 |
101112 |
15.43 |
15.43 |
15.43 |
15.43 |
unch |
18 |
4,943 |
+1 |
| Dec10 |
101112 |
13.27 |
13.29 |
13.05 |
13.26 |
-0.02 |
338 |
5,969 |
+83 |
| Jan11 |
101112 |
13.38 |
13.45 |
13.21 |
13.38 |
-0.07 |
281 |
3,151 |
+39 |
| Feb11 |
101112 |
13.55 |
13.58 |
13.41 |
13.52 |
-0.06 |
74 |
2,587 |
+20 |
| Mar11 |
101112 |
13.78 |
13.78 |
13.62 |
13.72 |
-0.06 |
64 |
2,378 |
+18 |
| Total Volume and Open Interest |
1,103 |
26,398 |
+275 |
| Cocoa(ICE) |
| Dec10 |
101112 |
2820 |
2820 |
2724 |
2735 |
-99 |
8,229 |
15,369 |
-3,082 |
| Mar11 |
101112 |
2855 |
2855 |
2772 |
2779 |
-87 |
10,916 |
69,136 |
-651 |
| May11 |
101112 |
2868 |
2869 |
2796 |
2804 |
-85 |
969 |
17,563 |
+247 |
| Jul11 |
101112 |
2887 |
2887 |
2817 |
2824 |
-85 |
221 |
7,336 |
+61 |
| Sep11 |
101112 |
2889 |
2889 |
2833 |
2840 |
-86 |
76 |
4,364 |
+36 |
| Dec11 |
101112 |
2914 |
2914 |
2860 |
2862 |
-86 |
160 |
9,405 |
+72 |
| Mar12 |
101112 |
2983 |
2986 |
2929 |
2938 |
-87 |
489 |
10,811 |
+3 |
| Total Volume and Open Interest |
22,567 |
139,132 |
-3,472 |
| Coffee "C"(ICE) |
| Dec10 |
101112 |
205.50 |
206.25 |
199.20 |
200.45 |
-6.20 |
19,130 |
47,730 |
-4,122 |
| Mar11 |
101112 |
208.60 |
209.00 |
202.05 |
203.35 |
-6.15 |
12,844 |
75,444 |
+5,015 |
| May11 |
101112 |
208.80 |
209.40 |
203.30 |
204.25 |
-6.20 |
1,435 |
14,565 |
+506 |
| Jul11 |
101112 |
208.30 |
208.30 |
202.60 |
202.95 |
-6.20 |
231 |
6,066 |
+70 |
| Sep11 |
101112 |
204.05 |
204.60 |
199.75 |
200.15 |
-5.70 |
67 |
2,908 |
+37 |
| Dec11 |
101112 |
198.80 |
199.90 |
195.00 |
195.35 |
-4.95 |
24 |
2,541 |
-17 |
| Total Volume and Open Interest |
33,745 |
150,307 |
+1,494 |
| Orange Juice(ICE) |
| Jan11 |
101112 |
155.75 |
156.25 |
152.15 |
156.00 |
-0.40 |
968 |
23,800 |
+176 |
| Mar11 |
101112 |
155.60 |
157.15 |
153.05 |
156.95 |
-0.50 |
135 |
3,143 |
+25 |
| May11 |
101112 |
154.70 |
158.15 |
154.45 |
157.90 |
-0.70 |
371 |
871 |
+111 |
| Jul11 |
101112 |
155.95 |
159.25 |
155.55 |
159.25 |
-0.45 |
300 |
1,496 |
+245 |
| Sep11 |
101112 |
160.15 |
160.15 |
160.15 |
160.15 |
-0.65 |
300 |
303 |
+274 |
| Nov11 |
101112 |
159.45 |
159.45 |
159.45 |
159.45 |
-0.15 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
2,074 |
29,641 |
+831 |
| Sugar #11(ICE) |
| Mar11 |
101112 |
29.15 |
29.20 |
25.56 |
26.21 |
-3.45 |
58,228 |
252,437 |
-3,555 |
| May11 |
101112 |
26.51 |
26.68 |
23.41 |
23.89 |
-3.37 |
24,963 |
106,096 |
+1,550 |
| Jul11 |
101112 |
23.76 |
23.76 |
20.82 |
21.12 |
-3.09 |
17,869 |
96,687 |
-1,593 |
| Oct11 |
101112 |
22.00 |
22.00 |
19.20 |
19.66 |
-2.83 |
10,026 |
53,054 |
+1,117 |
| Mar12 |
101112 |
20.80 |
20.80 |
18.45 |
18.83 |
-2.04 |
2,597 |
45,227 |
+345 |
| Total Volume and Open Interest |
116,407 |
594,713 |
-2,625 |
| London Cocoa(LCE) |
| Dec10 |
101112 |
1829 |
1838 |
1798 |
1800 |
-46 |
2,951 |
56,703 |
-54 |
| Mar11 |
101112 |
1858 |
1861 |
1822 |
1827 |
-44 |
7,159 |
55,975 |
-1,876 |
| May11 |
101112 |
1875 |
1880 |
1841 |
1845 |
-45 |
643 |
19,793 |
+387 |
| Jul11 |
101112 |
1899 |
1899 |
1860 |
1864 |
-45 |
106 |
12,237 |
-7 |
| Sep11 |
101112 |
1899 |
1909 |
1877 |
1880 |
-43 |
57 |
8,479 |
+26 |
| Dec11 |
101112 |
1914 |
1914 |
1892 |
1894 |
-44 |
149 |
15,546 |
+48 |
| Mar12 |
101112 |
1918 |
1918 |
1908 |
1909 |
-42 |
3,543 |
12,824 |
+2,676 |
| Total Volume and Open Interest |
14,608 |
184,409 |
+1,200 |
| London Sugar(LCE) |
| Mar11 |
101112 |
711.10 |
720.20 |
673.80 |
677.10 |
-91.50 |
3,993 |
36,085 |
+1,071 |
| May11 |
101112 |
681.20 |
692.50 |
647.80 |
653.10 |
-88.10 |
1,981 |
8,297 |
-69 |
| Aug11 |
101112 |
607.20 |
630.50 |
592.30 |
597.90 |
-82.90 |
269 |
7,005 |
+82 |
| Oct11 |
101112 |
570.00 |
573.00 |
546.20 |
549.60 |
-74.90 |
53 |
1,109 |
+33 |
| Dec11 |
101112 |
550.50 |
550.80 |
523.30 |
523.30 |
-78.10 |
6 |
522 |
+6 |
| Total Volume and Open Interest |
10,010 |
63,027 |
-749 |
| Cotton(ICE) |
| Dec10 |
101112 |
142.86 |
142.86 |
139.21 |
140.18 |
-4.03 |
45,039 |
74,401 |
-2,992 |
| Mar11 |
101112 |
135.24 |
136.55 |
134.18 |
134.18 |
-5.00 |
34,255 |
94,917 |
+3,408 |
| May11 |
101112 |
133.80 |
133.80 |
130.49 |
130.49 |
-5.00 |
5,675 |
15,882 |
+1,123 |
| Jul11 |
101112 |
129.06 |
129.06 |
126.59 |
126.59 |
-5.00 |
5,007 |
25,774 |
+293 |
| Oct11 |
101112 |
114.01 |
114.01 |
112.32 |
112.59 |
-4.63 |
163 |
427 |
+50 |
| Dec11 |
101112 |
92.55 |
92.55 |
89.03 |
89.34 |
-4.69 |
3,969 |
29,251 |
+666 |
| Total Volume and Open Interest |
94,829 |
241,826 |
+2,794 |
| Lumber(CME) |
| Nov10 |
101112 |
265.0 |
279.4 |
263.6 |
273.0 |
+7.0 |
242 |
359 |
-126 |
| Jan11 |
101112 |
279.9 |
280.7 |
270.1 |
271.0 |
-5.5 |
204 |
5,899 |
+3 |
| Mar11 |
101112 |
294.5 |
294.5 |
286.3 |
289.6 |
-4.3 |
208 |
2,953 |
+113 |
| May11 |
101112 |
296.5 |
298.8 |
292.5 |
296.4 |
-3.1 |
28 |
770 |
+14 |
| Total Volume and Open Interest |
682 |
10,141 |
+4 |
| Crude Oil(NYM) |
| Dec10 |
101112 |
87.73 |
87.85 |
84.52 |
84.88 |
-2.93 |
472,840 |
244,101 |
-24,938 |
| Jan11 |
101112 |
88.25 |
88.32 |
85.00 |
85.34 |
-2.94 |
202,436 |
290,255 |
+16,164 |
| Feb11 |
101112 |
88.62 |
88.65 |
85.47 |
85.80 |
-2.89 |
71,683 |
89,434 |
-4,849 |
| Mar11 |
101112 |
88.80 |
88.86 |
85.90 |
86.22 |
-2.85 |
40,581 |
102,779 |
-1,969 |
| Apr11 |
101112 |
88.36 |
88.39 |
86.29 |
86.56 |
-2.83 |
18,428 |
42,507 |
-296 |
| May11 |
101112 |
88.85 |
88.85 |
86.76 |
86.87 |
-2.82 |
14,961 |
36,760 |
+1,901 |
| Jun11 |
101112 |
89.27 |
89.27 |
86.78 |
87.12 |
-2.80 |
29,710 |
90,468 |
+379 |
| Jul11 |
101112 |
88.96 |
88.96 |
87.00 |
87.34 |
-2.78 |
5,301 |
35,846 |
-740 |
| Aug11 |
101112 |
89.04 |
89.09 |
87.54 |
87.54 |
-2.77 |
3,144 |
14,181 |
-61 |
| Sep11 |
101112 |
89.60 |
89.62 |
87.60 |
87.74 |
-2.76 |
3,869 |
24,188 |
-139 |
| Oct11 |
101112 |
89.28 |
89.58 |
87.93 |
87.94 |
-2.74 |
1,540 |
15,848 |
-20 |
| Nov11 |
101112 |
90.18 |
90.18 |
88.03 |
88.15 |
-2.72 |
1,374 |
20,399 |
+72 |
| Dec11 |
101112 |
90.79 |
90.83 |
88.05 |
88.38 |
-2.70 |
32,955 |
147,864 |
+2,187 |
| Jan12 |
101112 |
88.47 |
88.47 |
88.47 |
88.47 |
-2.69 |
310 |
16,077 |
-33 |
| Feb12 |
101112 |
88.56 |
88.56 |
88.56 |
88.56 |
-2.67 |
110 |
6,798 |
+36 |
| Mar12 |
101112 |
88.65 |
88.65 |
88.65 |
88.65 |
-2.65 |
563 |
9,459 |
-15 |
| Total Volume and Open Interest |
927,079 |
1,477,473 |
-8,722 |
| 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 |
101112 |
88.150 |
88.150 |
85.025 |
85.350 |
-2.925 |
790 |
3,091 |
+43 |
| Feb11 |
101112 |
88.350 |
88.350 |
85.500 |
85.800 |
-2.900 |
86 |
550 |
-7 |
| Mar11 |
101112 |
88.025 |
88.025 |
86.225 |
86.225 |
-2.850 |
3 |
236 |
+3 |
| Apr11 |
101112 |
86.550 |
86.550 |
86.550 |
86.550 |
-2.850 |
0 |
2 |
+0 |
| May11 |
101112 |
86.875 |
86.875 |
86.875 |
86.875 |
-2.825 |
2 |
14 |
+0 |
| Jun11 |
101112 |
89.250 |
89.250 |
87.125 |
87.125 |
-2.800 |
3 |
28 |
+0 |
| Jul11 |
101112 |
87.350 |
87.350 |
87.350 |
87.350 |
-2.775 |
0 |
2 |
+0 |
| Aug11 |
101112 |
87.550 |
87.550 |
87.550 |
87.550 |
-2.750 |
|
|
|
| Total Volume and Open Interest |
17,564 |
9,677 |
+460 |
| Heating Oil(NYM) |
| Dec10 |
101112 |
242.66 |
242.66 |
234.95 |
236.32 |
-6.34 |
66,467 |
83,602 |
-5,784 |
| Jan11 |
101112 |
243.96 |
243.96 |
236.79 |
238.06 |
-6.27 |
45,478 |
78,046 |
-1,991 |
| Feb11 |
101112 |
244.76 |
244.80 |
238.00 |
238.90 |
-6.13 |
18,255 |
32,321 |
+2,885 |
| Mar11 |
101112 |
243.64 |
243.64 |
238.18 |
239.11 |
-6.00 |
11,069 |
26,594 |
+968 |
| Apr11 |
101112 |
241.50 |
241.50 |
237.35 |
238.04 |
-5.95 |
4,207 |
14,067 |
-17 |
| May11 |
101112 |
241.00 |
241.00 |
237.30 |
237.44 |
-5.95 |
3,850 |
14,974 |
-189 |
| Jun11 |
101112 |
240.94 |
241.45 |
236.26 |
237.45 |
-5.94 |
10,693 |
31,818 |
-97 |
| Jul11 |
101112 |
242.01 |
242.01 |
238.00 |
238.40 |
-5.92 |
1,754 |
6,077 |
+281 |
| Aug11 |
101112 |
243.37 |
243.37 |
238.97 |
239.54 |
-5.90 |
1,033 |
4,244 |
-130 |
| Sep11 |
101112 |
244.01 |
244.95 |
241.11 |
241.11 |
-5.88 |
1,185 |
4,613 |
-42 |
| Oct11 |
101112 |
244.89 |
244.89 |
242.92 |
242.92 |
-5.88 |
488 |
2,061 |
+78 |
| Nov11 |
101112 |
247.82 |
247.82 |
244.85 |
244.85 |
-5.88 |
238 |
2,793 |
+152 |
| Total Volume and Open Interest |
168,529 |
324,299 |
-3,883 |
| Gasoline(NYMEX) |
| Dec10 |
101112 |
223.90 |
225.61 |
218.88 |
220.99 |
-2.58 |
76,012 |
71,733 |
-8,743 |
| Jan11 |
101112 |
221.25 |
221.25 |
215.09 |
216.52 |
-4.93 |
65,114 |
79,881 |
-1,739 |
| Feb11 |
101112 |
218.11 |
220.80 |
216.24 |
217.01 |
-5.41 |
22,729 |
23,285 |
-107 |
| Mar11 |
101112 |
222.00 |
222.11 |
217.69 |
218.53 |
-5.58 |
18,704 |
19,674 |
+710 |
| Apr11 |
101112 |
233.52 |
233.56 |
229.26 |
229.85 |
-5.81 |
9,770 |
20,485 |
+1,266 |
| May11 |
101112 |
231.90 |
232.49 |
230.55 |
230.86 |
-5.89 |
4,179 |
10,094 |
+115 |
| Jun11 |
101112 |
234.50 |
235.38 |
230.98 |
231.42 |
-5.95 |
5,930 |
14,680 |
+137 |
| Jul11 |
101112 |
232.35 |
232.35 |
230.97 |
231.32 |
-5.97 |
513 |
4,403 |
+131 |
| Aug11 |
101112 |
230.99 |
231.03 |
230.99 |
231.03 |
-5.96 |
858 |
5,187 |
-171 |
| Sep11 |
101112 |
230.07 |
230.07 |
230.07 |
230.07 |
-6.01 |
1,104 |
2,604 |
+32 |
| Total Volume and Open Interest |
208,816 |
284,437 |
-7,605 |
| e-miNY RBOB Gasoline(NYM) |
| Dec10 |
101112 |
221.00 |
221.00 |
220.99 |
221.00 |
-2.60 |
1 |
3 |
+1 |
| Jan11 |
101112 |
216.50 |
216.52 |
216.50 |
216.50 |
-5.00 |
0 |
1 |
+0 |
| Feb11 |
101112 |
217.00 |
217.01 |
217.00 |
217.00 |
-5.40 |
0 |
1 |
+0 |
| Mar11 |
101112 |
218.50 |
218.53 |
218.50 |
218.50 |
-5.60 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1 |
9 |
+1 |
| Natural Gas(NYM) |
| Dec10 |
101112 |
3.939 |
3.940 |
3.794 |
3.799 |
-0.128 |
161,715 |
122,738 |
-13,507 |
| Jan11 |
101112 |
4.120 |
4.133 |
3.974 |
3.982 |
-0.129 |
98,789 |
196,548 |
+5,636 |
| Feb11 |
101112 |
4.140 |
4.144 |
3.995 |
4.001 |
-0.130 |
25,543 |
58,824 |
-2,938 |
| Mar11 |
101112 |
4.100 |
4.102 |
3.976 |
3.982 |
-0.125 |
24,581 |
90,397 |
+1 |
| Apr11 |
101112 |
4.051 |
4.093 |
3.962 |
3.969 |
-0.122 |
20,190 |
64,578 |
+347 |
| May11 |
101112 |
4.100 |
4.140 |
4.005 |
4.008 |
-0.121 |
7,553 |
25,003 |
+1,086 |
| Jun11 |
101112 |
4.180 |
4.180 |
4.063 |
4.064 |
-0.116 |
2,181 |
11,717 |
+59 |
| Jul11 |
101112 |
4.240 |
4.242 |
4.126 |
4.131 |
-0.112 |
1,422 |
11,076 |
+119 |
| Aug11 |
101112 |
4.290 |
4.292 |
4.175 |
4.178 |
-0.112 |
1,687 |
12,674 |
+61 |
| Sep11 |
101112 |
4.305 |
4.307 |
4.188 |
4.192 |
-0.113 |
1,497 |
9,953 |
-65 |
| Oct11 |
101112 |
4.350 |
4.350 |
4.261 |
4.268 |
-0.115 |
9,357 |
41,302 |
+526 |
| Nov11 |
101112 |
4.560 |
4.577 |
4.503 |
4.508 |
-0.105 |
3,051 |
18,285 |
+85 |
| Dec11 |
101112 |
4.869 |
4.922 |
4.805 |
4.813 |
-0.100 |
2,337 |
18,928 |
+55 |
| Jan12 |
101112 |
5.048 |
5.072 |
4.995 |
5.001 |
-0.092 |
3,949 |
27,091 |
+622 |
| Feb12 |
101112 |
5.020 |
5.024 |
4.973 |
4.973 |
-0.091 |
107 |
6,417 |
-14 |
| Mar12 |
101112 |
4.950 |
4.950 |
4.870 |
4.873 |
-0.088 |
201 |
13,996 |
+102 |
| Total Volume and Open Interest |
365,972 |
806,695 |
-8,575 |
| Brent Crude Oil(ICE) |
| Dec10 |
101112 |
88.69 |
88.74 |
85.76 |
86.34 |
-2.47 |
182,373 |
116,943 |
-16,270 |
| Jan11 |
101112 |
88.98 |
89.00 |
86.06 |
86.53 |
-2.57 |
128,093 |
247,572 |
+2,655 |
| Feb11 |
101112 |
89.11 |
89.11 |
86.30 |
86.75 |
-2.59 |
57,547 |
145,509 |
+3,296 |
| Mar11 |
101112 |
89.23 |
89.23 |
86.53 |
86.97 |
-2.61 |
29,965 |
65,628 |
+3,257 |
| Apr11 |
101112 |
89.47 |
89.47 |
86.79 |
87.21 |
-2.61 |
14,234 |
37,583 |
-515 |
| May11 |
101112 |
89.72 |
89.72 |
87.05 |
87.46 |
-2.63 |
9,046 |
24,116 |
-1,709 |
| Jun11 |
101112 |
89.76 |
89.76 |
87.31 |
87.71 |
-2.63 |
18,829 |
40,342 |
+2,926 |
| Jul11 |
101112 |
88.81 |
89.54 |
87.56 |
87.94 |
-2.63 |
4,625 |
12,227 |
+570 |
| Aug11 |
101112 |
89.04 |
89.77 |
87.79 |
88.16 |
-2.63 |
2,788 |
10,728 |
+364 |
| Sep11 |
101112 |
88.30 |
88.37 |
88.30 |
88.37 |
-2.61 |
3,261 |
8,119 |
+549 |
| Oct11 |
101112 |
88.60 |
88.60 |
88.57 |
88.57 |
-2.59 |
1,957 |
6,570 |
+635 |
| Nov11 |
101112 |
88.76 |
88.76 |
88.76 |
88.76 |
-2.57 |
814 |
10,487 |
-111 |
| Dec11 |
101112 |
90.30 |
90.62 |
88.53 |
88.93 |
-2.57 |
19,899 |
76,258 |
+1,233 |
| Jan12 |
101112 |
89.13 |
89.13 |
89.13 |
89.13 |
-2.56 |
1,045 |
11,588 |
+35 |
| Total Volume and Open Interest |
482,124 |
894,855 |
-3,815 |
| Gas Oil(ICE) |
| Dec10 |
101112 |
756.50 |
756.75 |
733.00 |
742.25 |
-16.00 |
128,556 |
124,885 |
-327 |
| Jan11 |
101112 |
760.00 |
760.00 |
736.50 |
745.75 |
-15.75 |
73,458 |
115,854 |
-3,524 |
| Feb11 |
101112 |
752.50 |
756.25 |
739.00 |
748.00 |
-15.25 |
41,815 |
47,748 |
+1,308 |
| Mar11 |
101112 |
752.50 |
757.00 |
740.50 |
749.50 |
-14.75 |
29,513 |
36,001 |
+3,179 |
| Apr11 |
101112 |
753.50 |
757.50 |
743.50 |
750.50 |
-14.75 |
19,603 |
37,956 |
+3,669 |
| May11 |
101112 |
755.25 |
758.25 |
744.25 |
752.25 |
-14.50 |
15,583 |
27,825 |
+1,548 |
| Jun11 |
101112 |
757.00 |
761.25 |
745.25 |
754.25 |
-14.50 |
24,089 |
49,545 |
-1,525 |
| Jul11 |
101112 |
758.00 |
764.50 |
749.75 |
757.75 |
-14.25 |
3,044 |
15,490 |
-188 |
| Aug11 |
101112 |
762.50 |
767.25 |
753.75 |
761.25 |
-14.25 |
1,527 |
12,722 |
+98 |
| Sep11 |
101112 |
768.50 |
770.50 |
756.75 |
764.50 |
-14.00 |
1,337 |
10,333 |
-201 |
| Total Volume and Open Interest |
384,580 |
596,100 |
-18,718 |
| Ethanol(CBOT) |
| Nov10 |
101103 |
2.395 |
2.395 |
2.361 |
2.390 |
+0.013 |
76 |
80 |
-56 |
| Dec10 |
101112 |
2.247 |
2.247 |
2.126 |
2.139 |
-0.134 |
509 |
1,040 |
-225 |
| Jan11 |
101112 |
2.155 |
2.155 |
2.101 |
2.109 |
-0.107 |
79 |
910 |
-3 |
| Feb11 |
101112 |
2.170 |
2.170 |
2.083 |
2.087 |
-0.092 |
25 |
1,077 |
+5 |
| Mar11 |
101112 |
2.149 |
2.149 |
2.080 |
2.088 |
-0.102 |
451 |
909 |
+149 |
| Apr11 |
101112 |
2.130 |
2.130 |
2.090 |
2.093 |
-0.089 |
62 |
859 |
+7 |
| May11 |
101112 |
2.131 |
2.131 |
2.104 |
2.112 |
-0.088 |
12 |
311 |
+1 |
| Jun11 |
101112 |
2.130 |
2.130 |
2.100 |
2.110 |
-0.089 |
23 |
544 |
+10 |
| Total Volume and Open Interest |
1,239 |
8,075 |
-39 |
| WTI Crude Oil(ICE |
| Dec10 |
101112 |
87.62 |
87.62 |
84.52 |
84.88 |
-2.93 |
136,031 |
82,484 |
-10,587 |
| Jan11 |
101112 |
88.06 |
88.06 |
84.98 |
85.34 |
-2.94 |
67,947 |
105,573 |
+4,443 |
| Feb11 |
101112 |
88.37 |
88.37 |
85.49 |
85.80 |
-2.89 |
27,586 |
42,729 |
+2,405 |
| Mar11 |
101112 |
87.51 |
88.05 |
85.96 |
86.22 |
-2.85 |
11,799 |
41,859 |
-60 |
| Apr11 |
101112 |
87.67 |
88.29 |
86.31 |
86.56 |
-2.83 |
5,619 |
23,571 |
+2,195 |
| May11 |
101112 |
87.99 |
88.58 |
86.63 |
86.87 |
-2.82 |
6,453 |
14,170 |
+2,303 |
| Jun11 |
101112 |
87.93 |
88.88 |
86.89 |
87.12 |
-2.80 |
16,584 |
43,328 |
+439 |
| Jul11 |
101112 |
88.74 |
88.74 |
87.16 |
87.34 |
-2.78 |
1,829 |
14,010 |
+697 |
| Aug11 |
101112 |
88.93 |
88.93 |
87.54 |
87.54 |
-2.77 |
922 |
8,542 |
+257 |
| Sep11 |
101112 |
89.12 |
89.13 |
87.74 |
87.74 |
-2.76 |
1,274 |
11,614 |
-217 |
| Oct11 |
101112 |
89.00 |
89.01 |
87.94 |
87.94 |
-2.74 |
262 |
3,900 |
+14 |
| Nov11 |
101112 |
89.13 |
89.21 |
88.15 |
88.15 |
-2.72 |
249 |
6,294 |
+123 |
| Dec11 |
101112 |
89.79 |
90.03 |
88.07 |
88.38 |
-2.70 |
14,209 |
55,763 |
+1,806 |
| Jan12 |
101112 |
88.47 |
88.47 |
88.47 |
88.47 |
-2.69 |
36 |
5,146 |
+0 |
| Feb12 |
101112 |
88.56 |
88.56 |
88.56 |
88.56 |
-2.67 |
0 |
821 |
+0 |
| Mar12 |
101112 |
88.65 |
88.65 |
88.65 |
88.65 |
-2.65 |
0 |
3,100 |
+0 |
| Total Volume and Open Interest |
294,709 |
534,977 |
+3,546 |
| US Dollar Index(ICE) |
| Dec10 |
101112 |
78.265 |
78.640 |
77.830 |
78.230 |
-0.125 |
35,095 |
35,476 |
-2,101 |
| Mar11 |
101112 |
78.840 |
79.040 |
78.330 |
78.640 |
-0.125 |
155 |
813 |
+26 |
| Jun11 |
101112 |
79.070 |
79.070 |
79.070 |
79.070 |
-0.125 |
2 |
8 |
+1 |
| Total Volume and Open Interest |
35,252 |
36,297 |
-2,074 |
| Australian Dollar(CME) |
| Dec10 |
101112 |
99.38 |
99.69 |
97.89 |
98.20 |
-1.10 |
122,314 |
129,277 |
+130 |
| Mar11 |
101112 |
98.29 |
98.52 |
96.80 |
97.07 |
-1.08 |
490 |
982 |
+212 |
| Jun11 |
101112 |
95.92 |
97.00 |
95.92 |
95.92 |
-1.08 |
0 |
152 |
+0 |
| Total Volume and Open Interest |
95,683 |
128,048 |
-2,158 |
| British Pound(CME) |
| Dec10 |
101112 |
161.16 |
161.82 |
159.83 |
161.42 |
+0.38 |
142,801 |
101,733 |
+6,107 |
| Mar11 |
101112 |
161.09 |
161.65 |
159.72 |
161.29 |
+0.38 |
158 |
845 |
+9 |
| Jun11 |
101112 |
161.09 |
161.12 |
160.74 |
161.12 |
+0.38 |
0 |
42 |
+0 |
| Total Volume and Open Interest |
91,950 |
102,422 |
+5,889 |
| Canadian Dollar(CME) |
| Dec10 |
101112 |
99.60 |
99.67 |
98.50 |
98.95 |
-0.31 |
113,043 |
127,967 |
+4,748 |
| Mar11 |
101112 |
99.37 |
99.40 |
98.35 |
98.73 |
-0.31 |
395 |
3,903 |
+24 |
| Jun11 |
101112 |
98.50 |
99.00 |
98.25 |
98.49 |
-0.31 |
74 |
953 |
+26 |
| Sep11 |
101112 |
98.50 |
98.53 |
98.11 |
98.23 |
-0.30 |
6 |
365 |
+3 |
| Total Volume and Open Interest |
72,521 |
136,722 |
+8,012 |
| Japanese Yen(CME) |
| Dec10 |
101112 |
121.27 |
122.50 |
121.00 |
121.34 |
+0.06 |
186,046 |
132,003 |
-6,904 |
| Mar11 |
101112 |
121.43 |
122.58 |
121.22 |
121.47 |
+0.06 |
683 |
1,329 |
-64 |
| Jun11 |
101112 |
121.91 |
121.91 |
121.59 |
121.64 |
+0.05 |
2 |
206 |
+0 |
| Total Volume and Open Interest |
82,437 |
130,665 |
-9,850 |
| Swiss Franc(CME) |
| Dec10 |
101112 |
102.48 |
102.86 |
101.91 |
102.31 |
+0.29 |
40,663 |
48,869 |
-1,968 |
| Mar11 |
101112 |
102.53 |
102.94 |
102.06 |
102.40 |
-0.06 |
77 |
185 |
+26 |
| Jun11 |
101112 |
102.51 |
102.57 |
102.51 |
102.51 |
-0.06 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
40,724 |
49,037 |
-1,963 |
| EuroFX(CME) |
| Dec10 |
101112 |
136.59 |
137.74 |
135.69 |
136.90 |
+0.41 |
490,814 |
199,603 |
-746 |
| Mar11 |
101112 |
136.38 |
137.52 |
135.54 |
136.74 |
+0.41 |
1,364 |
3,861 |
-198 |
| Jun11 |
101112 |
136.90 |
136.90 |
136.14 |
136.55 |
+0.41 |
3 |
90 |
+3 |
| Total Volume and Open Interest |
361,557 |
204,430 |
-98 |
| Mexican Peso(CME) |
| Nov10 |
101112 |
812.8 |
816.5 |
812.8 |
812.8 |
-3.8 |
4 |
4 |
+0 |
| Dec10 |
101112 |
813.8 |
816.8 |
807.0 |
809.2 |
-3.8 |
30,149 |
146,088 |
+415 |
| Total Volume and Open Interest |
18,762 |
150,533 |
+4,391 |
| 30-Year T-Bonds(CBOT) |
| Dec10 |
101112 |
128~260 |
128~260 |
127~230 |
127~300 |
-1~040 |
507,813 |
650,500 |
+650,500 |
| Mar11 |
101112 |
127~100 |
128~060 |
126~010 |
126~110 |
-0~250 |
20,419 |
31,333 |
+124 |
| Jun11 |
101112 |
125~050 |
125~050 |
125~050 |
125~050 |
-0~250 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
76,814 |
658,661 |
-23,057 |
| 10-Year T-Notes(CBOT) |
| Dec10 |
101112 |
126~230 |
127~050 |
125~185 |
125~300 |
-0~175 |
1,714,486 |
1,542,195 |
+11,477 |
| Mar11 |
101112 |
125~275 |
126~055 |
124~210 |
124~315 |
-0~195 |
15,580 |
39,148 |
+4,073 |
| Jun11 |
101112 |
124~070 |
124~070 |
124~050 |
124~050 |
-0~195 |
2 |
41 |
+0 |
| Total Volume and Open Interest |
297,271 |
1,570,505 |
+4,667 |
| 5-Year T-Notes(CBOT) |
| Dec10 |
101112 |
121~022 |
121~058 |
120~075 |
120~097 |
-0~087 |
|
|
|
| Mar11 |
101112 |
120~095 |
120~102 |
120~004 |
120~013 |
-0~041 |
10,768 |
12,911 |
+811 |
| Jun11 |
101112 |
119~037 |
119~037 |
119~037 |
119~037 |
-0~041 |
|
|
|
| Total Volume and Open Interest |
138,780 |
1,181,516 |
-26,611 |
| 2 Year T-Notes(CBOT) |
| Dec10 |
101112 |
109~093 |
109~093 |
109~086 |
109~086 |
-0~019 |
|
|
|
| Mar11 |
101112 |
109~085 |
109~087 |
109~071 |
109~072 |
+0~001 |
3,558 |
12,607 |
+204 |
| Jun11 |
101112 |
109~055 |
109~055 |
109~055 |
109~055 |
+0~001 |
|
|
|
| Total Volume and Open Interest |
83,815 |
717,292 |
-13,848 |
| Eurodollars(CME) |
| Dec10 |
101112 |
99.645 |
99.670 |
99.645 |
99.665 |
+0.020 |
316,238 |
1,004,246 |
-190 |
| Mar11 |
101112 |
99.520 |
99.565 |
99.510 |
99.555 |
+0.040 |
438,698 |
1,200,850 |
-6,303 |
| Jun11 |
101112 |
99.400 |
99.460 |
99.390 |
99.440 |
+0.050 |
449,228 |
1,090,290 |
+13,591 |
| Sep11 |
101112 |
99.295 |
99.360 |
99.285 |
99.325 |
+0.050 |
417,926 |
917,946 |
-7,201 |
| Dec11 |
101112 |
99.190 |
99.255 |
99.155 |
99.195 |
+0.035 |
591,966 |
873,118 |
+7,278 |
| Mar12 |
101112 |
99.060 |
99.145 |
99.015 |
99.065 |
+0.020 |
560,315 |
727,664 |
-23,165 |
| Jun12 |
101112 |
98.960 |
99.035 |
98.875 |
98.930 |
+0.005 |
364,265 |
475,504 |
-2,929 |
| Sep12 |
101112 |
98.835 |
98.910 |
98.730 |
98.790 |
-0.010 |
365,224 |
397,322 |
-18,297 |
| Dec12 |
101112 |
98.680 |
98.760 |
98.555 |
98.620 |
-0.030 |
350,216 |
301,933 |
-24,524 |
| Mar13 |
101112 |
98.535 |
98.615 |
98.400 |
98.465 |
-0.040 |
237,947 |
257,010 |
-3,666 |
| Jun13 |
101112 |
98.370 |
98.450 |
98.225 |
98.295 |
-0.045 |
162,827 |
146,525 |
-7,048 |
| Sep13 |
101112 |
98.195 |
98.280 |
98.040 |
98.120 |
-0.050 |
136,428 |
175,464 |
-1,435 |
| Dec13 |
101112 |
98.005 |
98.100 |
97.845 |
97.925 |
-0.050 |
48,906 |
128,639 |
-5,598 |
| Mar14 |
101112 |
97.825 |
97.920 |
97.650 |
97.735 |
-0.050 |
43,490 |
104,606 |
-5,531 |
| Jun14 |
101112 |
97.630 |
97.715 |
97.435 |
97.525 |
-0.055 |
36,715 |
98,655 |
-5,560 |
| Sep14 |
101112 |
97.405 |
97.505 |
97.225 |
97.315 |
-0.050 |
43,278 |
66,862 |
-6,259 |
| Dec14 |
101112 |
97.210 |
97.300 |
97.025 |
97.110 |
-0.045 |
21,201 |
86,697 |
-314 |
| Mar15 |
101112 |
97.035 |
97.115 |
96.835 |
96.925 |
-0.045 |
18,541 |
45,287 |
-1,576 |
| Total Volume and Open Interest |
1,046,715 |
8,264,451 |
-183,717 |
| 30 Day Federal Funds(CBOT) |
| Nov10 |
101112 |
99.815 |
99.815 |
99.810 |
99.812 |
unch |
10,946 |
92,769 |
-7,390 |
| Dec10 |
101112 |
99.825 |
99.830 |
99.820 |
99.825 |
unch |
2,851 |
90,472 |
+916 |
| Jan11 |
101112 |
99.830 |
99.830 |
99.825 |
99.830 |
unch |
1,096 |
63,717 |
-18 |
| Feb11 |
101112 |
99.830 |
99.830 |
99.820 |
99.830 |
unch |
2,704 |
48,414 |
-350 |
| Mar11 |
101112 |
99.830 |
99.835 |
99.825 |
99.830 |
unch |
532 |
29,134 |
-256 |
| Apr11 |
101112 |
99.830 |
99.835 |
99.825 |
99.830 |
unch |
2,788 |
33,507 |
-512 |
| Total Volume and Open Interest |
15,013 |
580,561 |
-13,335 |
| 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 |
101112 |
99.662 |
99.662 |
99.662 |
99.662 |
-0.005 |
0 |
1,740 |
+0 |
| Mar11 |
101112 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.007 |
1 |
768 |
+1 |
| Jun11 |
101112 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.003 |
|
|
|
| Sep11 |
101112 |
99.658 |
99.658 |
99.658 |
99.658 |
-0.007 |
|
|
|
| Dec11 |
101112 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.005 |
|
|
|
| Mar12 |
101112 |
99.650 |
99.650 |
99.650 |
99.650 |
-0.005 |
|
|
|
| Jun12 |
101112 |
99.700 |
99.700 |
99.700 |
99.700 |
-0.005 |
|
|
|
| Sep12 |
101112 |
99.650 |
99.650 |
99.650 |
99.650 |
-0.005 |
|
|
|
| Dec12 |
101112 |
99.345 |
99.345 |
99.345 |
99.345 |
-0.005 |
|
|
|
| Mar13 |
101112 |
99.345 |
99.345 |
99.345 |
99.345 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
0 |
1,740 |
-767 |
| 3-Mth Euro-Yen(SGX) |
| Dec10 |
101112 |
99.66 |
99.66 |
99.66 |
99.66 |
-0.01 |
175 |
3,248 |
+0 |
| Mar11 |
101112 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
213 |
1,475 |
-74 |
| Jun11 |
101112 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
200 |
1,537 |
+100 |
| Sep11 |
101112 |
99.66 |
99.66 |
99.66 |
99.66 |
-0.01 |
200 |
1,530 |
+333 |
| Dec11 |
101112 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
110 |
+0 |
| Mar12 |
101112 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
0 |
305 |
+0 |
| Jun12 |
101112 |
99.70 |
99.70 |
99.70 |
99.70 |
-0.01 |
0 |
754 |
+0 |
| Sep12 |
101112 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
0 |
310 |
+0 |
| Total Volume and Open Interest |
788 |
9,273 |
+134 |
| Japanese Gov't Bonds(SGX) |
| Dec10 |
101112 |
142.32 |
142.89 |
142.26 |
142.74 |
+0.33 |
1,629 |
19,887 |
-301 |
| Mar11 |
101112 |
141.63 |
141.63 |
141.63 |
141.63 |
+0.33 |
|
|
|
| Jun11 |
101112 |
139.54 |
139.54 |
139.54 |
139.54 |
+0.33 |
|
|
|
| Total Volume and Open Interest |
1,629 |
19,887 |
-212 |
| Euro-Bund(EUREX) |
| Dec10 |
101112 |
130.44 |
130.64 |
129.08 |
129.41 |
-0.77 |
1,406,127 |
1,080,888 |
+95,903 |
| Mar11 |
101112 |
130.64 |
130.69 |
129.13 |
129.43 |
-0.82 |
5,320 |
14,282 |
+2,429 |
| Jun11 |
101112 |
128.66 |
128.66 |
128.66 |
128.66 |
-0.77 |
157 |
0 |
+0 |
| Total Volume and Open Interest |
1,411,604 |
1,095,170 |
+98,332 |
| Euro-Bobl(EUREX) |
| Dec10 |
101112 |
120.83 |
120.90 |
119.77 |
120.15 |
-0.55 |
683,096 |
774,823 |
+61,981 |
| Mar11 |
101112 |
120.35 |
120.46 |
119.95 |
120.13 |
-0.60 |
10,283 |
88,613 |
+4,981 |
| Jun11 |
101112 |
119.99 |
119.99 |
119.99 |
119.99 |
-0.55 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
693,379 |
863,437 |
+66,962 |
| 3-Mth Euribor(EUREX) |
| Dec10 |
101112 |
98.880 |
98.885 |
98.880 |
98.885 |
+0.005 |
84 |
4,632 |
-44 |
| Mar11 |
101112 |
98.720 |
98.730 |
98.720 |
98.730 |
+0.005 |
319 |
2,609 |
+152 |
| Jun11 |
101112 |
98.615 |
98.615 |
98.615 |
98.615 |
-0.010 |
254 |
5,330 |
+81 |
| Total Volume and Open Interest |
1,557 |
21,596 |
+500 |
| Long Gilt(LIFFE) |
| Dec10 |
101111 |
122~31 |
123~03 |
122~17 |
122~25 |
-0~19 |
117,509 |
292,074 |
+5,701 |
| Mar11 |
101112 |
121~11 |
121~20 |
120~26 |
121~03 |
-0~13 |
466 |
632 |
+457 |
| Total Volume and Open Interest |
203,525 |
288,049 |
+1,007 |
| 3-Mth Short Sterling(LIFFE) |
| Dec10 |
101112 |
99.20 |
99.23 |
99.19 |
99.22 |
+0.01 |
68,880 |
354,376 |
+428 |
| Mar11 |
101112 |
99.09 |
99.12 |
99.07 |
99.09 |
-0.02 |
79,675 |
306,894 |
-1,858 |
| Jun11 |
101112 |
98.96 |
98.99 |
98.93 |
98.94 |
-0.04 |
137,303 |
276,299 |
-9,014 |
| Sep11 |
101112 |
98.84 |
98.85 |
98.77 |
98.79 |
-0.05 |
190,982 |
248,393 |
-41,410 |
| Dec11 |
101112 |
98.67 |
98.68 |
98.60 |
98.62 |
-0.05 |
265,692 |
338,130 |
+2,649 |
| Mar12 |
101112 |
98.47 |
98.51 |
98.43 |
98.45 |
-0.06 |
188,470 |
229,316 |
-635 |
| Total Volume and Open Interest |
1,314,829 |
2,180,982 |
-27,562 |
| 3-Mth Euribor(LIFFE) |
| Dec10 |
101112 |
98.870 |
98.895 |
98.865 |
98.885 |
+0.005 |
136,833 |
583,468 |
+606 |
| Mar11 |
101112 |
98.715 |
98.745 |
98.715 |
98.730 |
+0.005 |
163,260 |
618,203 |
+82 |
| Jun11 |
101112 |
98.605 |
98.640 |
98.600 |
98.615 |
-0.010 |
164,858 |
501,784 |
-8,247 |
| Total Volume and Open Interest |
1,165,267 |
3,301,143 |
+11,272 |
| 3-Mth Aus T-Bills(SFE) |
| Dec10 |
101112 |
94.95 |
94.97 |
94.94 |
94.97 |
+0.01 |
29,275 |
183,144 |
+3,701 |
| Mar11 |
101112 |
94.84 |
94.88 |
94.83 |
94.88 |
+0.03 |
37,554 |
166,261 |
+5,468 |
| Jun11 |
101112 |
94.70 |
94.73 |
94.67 |
94.73 |
+0.03 |
23,201 |
95,110 |
+3,480 |
| Sep11 |
101112 |
94.58 |
94.62 |
94.55 |
94.62 |
+0.03 |
7,254 |
57,510 |
+756 |
| Dec11 |
101112 |
94.50 |
94.53 |
94.45 |
94.53 |
+0.03 |
4,969 |
37,591 |
+140 |
| Mar12 |
101112 |
94.43 |
94.47 |
94.39 |
94.47 |
+0.02 |
2,625 |
40,142 |
+495 |
| Jun12 |
101112 |
94.38 |
94.42 |
94.33 |
94.42 |
+0.03 |
2,111 |
30,454 |
+898 |
| Sep12 |
101112 |
94.35 |
94.37 |
94.30 |
94.37 |
+0.02 |
1,385 |
11,144 |
+965 |
| Dec12 |
101112 |
94.27 |
94.33 |
94.27 |
94.33 |
+0.01 |
50 |
2,018 |
+0 |
| Mar13 |
101112 |
94.32 |
94.32 |
94.32 |
94.32 |
+0.02 |
100 |
1,645 |
+34 |
| Total Volume and Open Interest |
108,524 |
625,227 |
+15,937 |
| 10-Year Aus T-Bonds(SFE) |
| Dec10 |
101112 |
94.64 |
94.65 |
94.61 |
94.64 |
-0.01 |
42,893 |
389,242 |
-9,905 |
| Mar11 |
101112 |
94.64 |
94.64 |
94.64 |
94.64 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
42,893 |
389,242 |
-9,905 |
| 3-Year Aus T-Bonds(SFE) |
| Dec10 |
101112 |
94.87 |
94.90 |
94.84 |
94.90 |
+0.01 |
150,333 |
494,694 |
+14,652 |
| Mar11 |
101112 |
94.85 |
94.85 |
94.85 |
94.85 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
150,333 |
494,694 |
+14,652 |
| Gold(CMX) |
| Dec10 |
101112 |
1408.3 |
1410.0 |
1359.3 |
1365.5 |
-37.8 |
281,249 |
334,299 |
-17,622 |
| Feb11 |
101112 |
1411.6 |
1411.7 |
1361.4 |
1367.7 |
-37.9 |
27,176 |
117,193 |
+7,436 |
| Apr11 |
101112 |
1413.1 |
1413.1 |
1365.5 |
1369.7 |
-38.1 |
3,059 |
26,680 |
+809 |
| Jun11 |
101112 |
1415.8 |
1415.8 |
1368.9 |
1371.7 |
-38.3 |
4,118 |
27,345 |
+1,341 |
| Aug11 |
101112 |
1391.4 |
1395.8 |
1368.5 |
1373.8 |
-38.6 |
305 |
14,768 |
-9 |
| Oct11 |
101112 |
1394.0 |
1398.0 |
1376.0 |
1376.0 |
-38.8 |
164 |
9,722 |
+67 |
| Dec11 |
101112 |
1412.9 |
1412.9 |
1374.5 |
1378.3 |
-38.9 |
2,041 |
26,903 |
-273 |
| Feb12 |
101112 |
1381.0 |
1381.0 |
1381.0 |
1381.0 |
-39.0 |
0 |
6,011 |
+0 |
| Apr12 |
101112 |
1383.7 |
1383.7 |
1383.7 |
1383.7 |
-39.2 |
154 |
5,988 |
+100 |
| Jun12 |
101112 |
1386.4 |
1386.4 |
1386.4 |
1386.4 |
-39.4 |
1,137 |
8,775 |
-269 |
| Aug12 |
101112 |
1389.3 |
1389.3 |
1389.3 |
1389.3 |
-39.5 |
0 |
4,658 |
+0 |
| Total Volume and Open Interest |
323,204 |
642,951 |
-7,813 |
| Silver(CMX) |
| Dec10 |
101112 |
2768.5 |
2769.0 |
2576.0 |
2594.2 |
-146.3 |
140,678 |
65,897 |
-6,401 |
| Mar11 |
101112 |
2777.0 |
2777.0 |
2584.0 |
2601.6 |
-146.9 |
12,869 |
37,818 |
-1,225 |
| May11 |
101112 |
2740.0 |
2740.0 |
2599.5 |
2606.1 |
-147.5 |
4,277 |
12,495 |
-45 |
| Jul11 |
101112 |
2713.5 |
2713.5 |
2607.5 |
2610.7 |
-147.8 |
376 |
8,832 |
+36 |
| Sep11 |
101112 |
2718.5 |
2721.0 |
2615.1 |
2615.1 |
-148.3 |
387 |
6,060 |
+264 |
| Dec11 |
101112 |
2799.5 |
2799.5 |
2621.1 |
2621.1 |
-148.9 |
950 |
8,468 |
+221 |
| Mar12 |
101112 |
2728.0 |
2728.0 |
2627.0 |
2627.0 |
-149.1 |
0 |
354 |
+0 |
| Total Volume and Open Interest |
161,521 |
149,654 |
-6,764 |
| Platinum(NYMEX) |
| Jan11 |
101112 |
1759.9 |
1759.9 |
1672.5 |
1684.6 |
-61.2 |
9,377 |
39,052 |
-451 |
| Apr11 |
101112 |
1752.8 |
1752.8 |
1684.4 |
1688.3 |
-61.3 |
115 |
1,317 |
+65 |
| Jul11 |
101112 |
1710.0 |
1710.0 |
1682.5 |
1691.1 |
-60.9 |
0 |
58 |
+0 |
| Oct11 |
101112 |
1691.1 |
1691.1 |
1691.1 |
1691.1 |
-60.9 |
|
|
|
| Total Volume and Open Interest |
9,496 |
40,428 |
-387 |
| Palladium(NYMEX) |
| Dec10 |
101112 |
705.15 |
709.80 |
672.00 |
673.65 |
-30.50 |
8,909 |
20,121 |
-1,384 |
| Mar11 |
101112 |
706.85 |
707.40 |
674.45 |
675.25 |
-30.65 |
2,120 |
5,339 |
+1,154 |
| Jun11 |
101112 |
701.90 |
701.90 |
676.45 |
676.45 |
-30.65 |
1 |
159 |
+0 |
| Total Volume and Open Interest |
11,034 |
25,629 |
-229 |
| Copper(CMX) |
| Dec10 |
101112 |
403.15 |
405.00 |
388.00 |
389.35 |
-12.90 |
42,232 |
62,060 |
-8,237 |
| Mar11 |
101112 |
403.55 |
405.25 |
388.50 |
389.80 |
-13.15 |
10,760 |
65,197 |
+5,477 |
| May11 |
101112 |
394.60 |
396.95 |
388.95 |
389.50 |
-13.35 |
1,201 |
15,282 |
+480 |
| Jul11 |
101112 |
388.50 |
390.10 |
388.40 |
388.50 |
-13.65 |
76 |
5,149 |
+17 |
| Sep11 |
101112 |
387.40 |
387.40 |
387.40 |
387.40 |
-13.45 |
12 |
4,777 |
+2 |
| Total Volume and Open Interest |
54,669 |
161,732 |
-2,313 |
| DJIA Index(CBOT) |
| Dec10 |
101112 |
11236 |
11251 |
11105 |
11152 |
-90 |
1,471 |
6,997 |
+530 |
| Mar11 |
101112 |
11145 |
11174 |
11083 |
11083 |
-91 |
1 |
20 |
+1 |
| Jun11 |
101112 |
11022 |
11112 |
11022 |
11022 |
-90 |
|
|
|
| Sep11 |
101112 |
10964 |
11054 |
10964 |
10964 |
-90 |
|
|
|
| Total Volume and Open Interest |
1,472 |
7,017 |
+531 |
| S & P 500(CME) |
| Dec10 |
101112 |
1210.60 |
1211.60 |
1191.80 |
1195.40 |
-15.70 |
23,030 |
338,631 |
+3,347 |
| Mar11 |
101112 |
1193.00 |
1193.00 |
1188.70 |
1190.20 |
-15.80 |
79 |
5,854 |
-43 |
| Jun11 |
101112 |
1185.40 |
1187.20 |
1183.20 |
1185.40 |
-15.80 |
0 |
2,729 |
+0 |
| Sep11 |
101112 |
1180.70 |
1182.50 |
1178.50 |
1180.70 |
-15.80 |
0 |
100 |
+0 |
| Total Volume and Open Interest |
23,109 |
347,314 |
+3,304 |
| S & P 500 E-Mini(Globex) |
| Dec10 |
101112 |
1210.50 |
1211.75 |
1191.50 |
1195.50 |
-14.50 |
|
|
|
| Mar11 |
101112 |
1205.00 |
1205.50 |
1187.25 |
1190.25 |
-15.75 |
3,402 |
24,177 |
+1,331 |
| Total Volume and Open Interest |
2,486,987 |
2,821,599 |
+19,689 |
| NASDAQ 100(CME) |
| Dec10 |
101112 |
2171.50 |
2173.30 |
2119.50 |
2133.80 |
-38.70 |
3,371 |
30,530 |
+2,596 |
| Mar11 |
101112 |
2131.80 |
2134.50 |
2120.00 |
2131.80 |
-38.70 |
0 |
2 |
+0 |
| Jun11 |
101112 |
2129.30 |
2132.00 |
2129.30 |
2129.30 |
-38.70 |
|
|
|
| Total Volume and Open Interest |
3,371 |
30,532 |
+2,596 |
| NASDAQ 100 E-Mini(Globex) |
| Dec10 |
101112 |
2171.80 |
2174.30 |
2119.30 |
2133.80 |
-38.70 |
297,588 |
452,697 |
+18,840 |
| Mar11 |
101112 |
2159.00 |
2169.30 |
2118.00 |
2131.80 |
-38.70 |
287 |
1,178 |
+34 |
| Total Volume and Open Interest |
297,876 |
453,883 |
+18,875 |
| S & P Midcap 400(CME) |
| Dec10 |
101112 |
841.00 |
841.50 |
840.00 |
841.50 |
-14.40 |
1 |
3,132 |
+1 |
| Mar11 |
101112 |
839.50 |
843.90 |
839.50 |
839.50 |
-14.40 |
0 |
2 |
+0 |
| Jun11 |
101112 |
837.50 |
841.90 |
837.50 |
837.50 |
-14.40 |
|
|
|
| Total Volume and Open Interest |
1 |
3,134 |
+1 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec10 |
101111 |
9850 |
9850 |
9850 |
9850 |
-30 |
|
|
|
| Mar11 |
101112 |
9770 |
9880 |
9770 |
9770 |
-110 |
4 |
3 |
+2 |
| Total Volume and Open Interest |
20,306 |
40,468 |
+2,799 |
| Nikkei 225(SGX) |
| Dec10 |
101112 |
9865 |
9875 |
9725 |
9735 |
-130 |
121,137 |
208,627 |
+6,071 |
| Mar11 |
101112 |
9765 |
9775 |
9725 |
9725 |
-130 |
1,003 |
3,966 |
+551 |
| Jun11 |
101112 |
9655 |
9655 |
9655 |
9655 |
-130 |
0 |
2,125 |
+0 |
| Total Volume and Open Interest |
123,475 |
227,865 |
+4,369 |
| CAC 40(EURONEXT) |
| Nov10 |
101112 |
3827.5 |
3855.5 |
3768.5 |
3830.5 |
-23.0 |
148,643 |
376,165 |
+3,479 |
| Dec10 |
101112 |
3828.0 |
3851.5 |
3770.5 |
3830.0 |
-22.5 |
7,034 |
83,334 |
+8,207 |
| Jan11 |
101112 |
3801.5 |
3836.0 |
3801.5 |
3833.5 |
-23.0 |
0 |
35 |
+0 |
| Total Volume and Open Interest |
155,681 |
459,656 |
+11,688 |
| Hang Seng Index(HKFE) |
| Nov10 |
101112 |
24455 |
24564 |
24155 |
24186 |
-509 |
93,485 |
117,543 |
+1,109 |
| Dec10 |
101112 |
24500 |
24573 |
24170 |
24209 |
-508 |
2,241 |
14,325 |
+1,752 |
| Total Volume and Open Interest |
96,112 |
134,343 |
+2,968 |
| DAX(EUREX) |
| Dec10 |
101112 |
6681.0 |
6767.5 |
6625.5 |
6739.5 |
+6.5 |
159,465 |
184,327 |
+4,702 |
| Mar11 |
101112 |
6704.5 |
6783.5 |
6646.5 |
6756.0 |
+6.5 |
416 |
12,962 |
-204 |
| Jun11 |
101112 |
6700.0 |
6787.0 |
6700.0 |
6775.5 |
+6.5 |
296 |
2,726 |
-17 |
| Total Volume and Open Interest |
160,177 |
200,015 |
+4,481 |
| FT-SE 100(EURONEXT) |
| Dec10 |
101112 |
5818.00 |
5821.50 |
5700.00 |
5788.50 |
-19.00 |
97,578 |
611,166 |
+1,935 |
| Mar11 |
101112 |
5740.00 |
5776.50 |
5685.50 |
5749.00 |
-19.00 |
101 |
5,628 |
+54 |
| Jun11 |
101112 |
5645.00 |
5707.00 |
5645.00 |
5707.00 |
-18.50 |
60 |
676 |
-50 |
| Total Volume and Open Interest |
97,739 |
617,480 |
+1,939 |
| SPI 200(SFE) |
| Dec10 |
101112 |
4742.0 |
4753.0 |
4699.0 |
4708.0 |
-34.0 |
34,506 |
215,876 |
-2,685 |
| Mar11 |
101112 |
4712.0 |
4712.0 |
4706.0 |
4706.0 |
-33.0 |
107 |
2,168 |
+15 |
| Jun11 |
101112 |
4733.0 |
4733.0 |
4733.0 |
4733.0 |
-33.0 |
2 |
1,025 |
-2 |
| Total Volume and Open Interest |
34,639 |
222,446 |
-2,649 |
| GSCI(CME) |
| Nov10 |
101112 |
589.50 |
590.00 |
575.50 |
576.50 |
-20.50 |
2,254 |
3,517 |
-983 |
| Dec10 |
101112 |
594.70 |
595.50 |
580.75 |
581.50 |
-20.75 |
2,091 |
12,454 |
+1,729 |
| Jan11 |
101112 |
583.50 |
583.50 |
583.00 |
583.50 |
-21.00 |
2 |
3 |
+0 |
| Total Volume and Open Interest |
4,347 |
15,974 |
+746 |
| 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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