|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue November 16, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan11 |
101116 |
1286.25 |
1289.75 |
1216.50 |
1219.75 |
-66.75 |
158,446 |
317,648 |
+2,797 |
| Mar11 |
101116 |
1293.75 |
1296.00 |
1223.75 |
1227.00 |
-66.75 |
36,350 |
99,555 |
+862 |
| May11 |
101116 |
1290.25 |
1293.00 |
1220.25 |
1224.75 |
-65.50 |
23,506 |
61,913 |
-1,605 |
| Jul11 |
101116 |
1290.50 |
1294.00 |
1220.50 |
1224.25 |
-66.25 |
27,955 |
54,609 |
-2,113 |
| Aug11 |
101116 |
1271.25 |
1271.25 |
1204.25 |
1205.00 |
-62.00 |
989 |
1,853 |
+39 |
| Sep11 |
101116 |
1225.00 |
1230.00 |
1170.00 |
1170.00 |
-59.50 |
1,165 |
2,355 |
+105 |
| Nov11 |
101116 |
1194.00 |
1201.00 |
1129.25 |
1136.25 |
-57.75 |
21,024 |
91,409 |
+1,264 |
| Total Volume and Open Interest |
270,392 |
636,604 |
+456 |
| Soybean Meal(CBOT) |
| Dec10 |
101116 |
347.10 |
348.40 |
328.10 |
329.80 |
-18.30 |
56,614 |
71,415 |
-11,386 |
| Jan11 |
101116 |
350.10 |
350.10 |
330.10 |
331.80 |
-18.10 |
31,708 |
40,399 |
+5,203 |
| Mar11 |
101116 |
352.20 |
352.40 |
332.80 |
334.60 |
-17.70 |
12,826 |
29,088 |
+2,141 |
| May11 |
101116 |
348.70 |
355.20 |
331.10 |
332.90 |
-16.90 |
9,446 |
20,911 |
+1,543 |
| Jul11 |
101116 |
348.30 |
348.30 |
330.00 |
331.80 |
-16.80 |
8,699 |
15,615 |
-621 |
| Aug11 |
101116 |
330.10 |
332.00 |
322.20 |
323.80 |
-15.50 |
755 |
4,419 |
+11 |
| Sep11 |
101116 |
321.80 |
321.80 |
312.00 |
314.30 |
-14.70 |
1,386 |
4,489 |
+268 |
| Oct11 |
101116 |
304.20 |
304.70 |
295.60 |
297.50 |
-13.60 |
1,899 |
3,144 |
+699 |
| Total Volume and Open Interest |
130,917 |
201,990 |
-799 |
| Soybean Oil(CBOT) |
| Dec10 |
101116 |
52.51 |
52.60 |
49.97 |
49.97 |
-2.50 |
62,026 |
101,263 |
-6,755 |
| Jan11 |
101116 |
52.76 |
52.87 |
50.25 |
50.25 |
-2.50 |
46,681 |
118,553 |
-3,367 |
| Mar11 |
101116 |
53.13 |
53.17 |
50.63 |
50.63 |
-2.50 |
15,387 |
63,185 |
-1,838 |
| May11 |
101116 |
53.38 |
53.42 |
50.88 |
50.88 |
-2.50 |
5,865 |
33,120 |
+529 |
| Jul11 |
101116 |
53.56 |
53.63 |
51.10 |
51.10 |
-2.50 |
5,457 |
25,692 |
+616 |
| Aug11 |
101116 |
51.54 |
51.54 |
51.13 |
51.13 |
-2.50 |
270 |
5,078 |
-7 |
| Sep11 |
101116 |
51.57 |
51.65 |
51.16 |
51.16 |
-2.50 |
352 |
2,306 |
+11 |
| Oct11 |
101116 |
51.29 |
51.52 |
51.18 |
51.18 |
-2.50 |
595 |
3,109 |
+131 |
| Total Volume and Open Interest |
140,039 |
366,129 |
-10,202 |
| Canola(WCE) |
| Nov10 |
101112 |
532.6 |
532.6 |
532.6 |
532.6 |
-26.4 |
0 |
152 |
+0 |
| Jan11 |
101116 |
547.9 |
548.0 |
525.0 |
530.4 |
-18.2 |
14,105 |
135,926 |
-2,253 |
| Mar11 |
101116 |
551.5 |
551.7 |
532.6 |
537.5 |
-18.1 |
2,367 |
18,833 |
+466 |
| May11 |
101116 |
552.1 |
553.6 |
535.3 |
540.5 |
-18.0 |
193 |
4,623 |
-31 |
| Jul11 |
101116 |
555.0 |
555.0 |
537.5 |
541.0 |
-18.2 |
296 |
13,830 |
+199 |
| Total Volume and Open Interest |
17,794 |
203,829 |
-1,233 |
| Corn(CBOT) |
| Dec10 |
101116 |
555.00 |
556.25 |
525.50 |
526.50 |
-29.00 |
270,071 |
348,657 |
-20,311 |
| Mar11 |
101116 |
568.50 |
569.50 |
539.00 |
540.00 |
-29.00 |
159,516 |
614,318 |
+6,425 |
| May11 |
101116 |
575.00 |
575.50 |
545.50 |
546.00 |
-29.50 |
25,818 |
132,506 |
-254 |
| Jul11 |
101116 |
578.75 |
579.00 |
549.25 |
549.25 |
-30.00 |
43,687 |
209,083 |
+1,971 |
| Sep11 |
101116 |
541.00 |
541.00 |
511.75 |
514.50 |
-26.50 |
3,547 |
37,430 |
+24 |
| Dec11 |
101116 |
518.00 |
518.00 |
489.00 |
492.00 |
-27.00 |
52,338 |
259,216 |
+4,211 |
| Total Volume and Open Interest |
561,193 |
1,653,109 |
-7,303 |
| Wheat(CBOT) |
| Dec10 |
101116 |
670.75 |
674.00 |
624.25 |
626.25 |
-46.50 |
101,953 |
123,749 |
-10,741 |
| Mar11 |
101116 |
710.75 |
713.50 |
662.00 |
664.75 |
-47.75 |
49,514 |
173,583 |
+4,690 |
| May11 |
101116 |
730.50 |
735.00 |
685.75 |
687.25 |
-47.75 |
5,685 |
42,964 |
+270 |
| Jul11 |
101116 |
745.00 |
748.00 |
698.00 |
700.25 |
-48.25 |
5,366 |
87,964 |
+510 |
| Sep11 |
101116 |
765.50 |
769.75 |
720.25 |
720.75 |
-48.75 |
930 |
16,404 |
+184 |
| Total Volume and Open Interest |
167,618 |
514,431 |
-5,264 |
| Wheat(KCBT) |
| Dec10 |
101116 |
731.75 |
734.50 |
689.00 |
690.00 |
-42.50 |
21,460 |
56,477 |
-4,360 |
| Mar11 |
101116 |
748.25 |
750.25 |
705.00 |
705.75 |
-42.50 |
14,196 |
103,747 |
+1,686 |
| May11 |
101116 |
754.75 |
757.75 |
714.75 |
714.75 |
-43.00 |
2,677 |
20,221 |
+717 |
| Jul11 |
101116 |
761.00 |
764.25 |
717.25 |
719.25 |
-43.25 |
4,187 |
50,241 |
-320 |
| Sep11 |
101116 |
771.25 |
772.75 |
727.00 |
727.00 |
-43.50 |
360 |
7,317 |
+245 |
| Total Volume and Open Interest |
43,436 |
248,530 |
-1,976 |
| Wheat(MGE) |
| Dec10 |
101116 |
746.00 |
746.50 |
702.50 |
705.50 |
-40.50 |
5,265 |
12,419 |
-1,503 |
| Mar11 |
101116 |
762.00 |
762.50 |
718.50 |
721.50 |
-40.25 |
4,053 |
27,045 |
-290 |
| May11 |
101116 |
769.25 |
769.25 |
729.25 |
731.25 |
-39.00 |
955 |
7,804 |
-6 |
| Jul11 |
101116 |
776.00 |
776.00 |
734.25 |
736.25 |
-43.25 |
1,003 |
8,553 |
+118 |
| Sep11 |
101116 |
781.50 |
781.50 |
739.00 |
739.00 |
-43.25 |
688 |
6,529 |
+58 |
| Total Volume and Open Interest |
12,379 |
69,768 |
-1,527 |
| Oats(CBOT) |
| Dec10 |
101116 |
348.50 |
348.50 |
335.25 |
342.50 |
-4.00 |
988 |
4,208 |
-245 |
| Mar11 |
101116 |
359.25 |
361.00 |
348.00 |
355.00 |
-4.00 |
475 |
8,122 |
+151 |
| May11 |
101116 |
356.50 |
364.75 |
353.25 |
360.75 |
-4.00 |
268 |
527 |
+213 |
| Jul11 |
101116 |
370.00 |
371.00 |
360.00 |
366.00 |
-4.00 |
49 |
111 |
+35 |
| Total Volume and Open Interest |
1,785 |
13,835 |
+154 |
| Rough Rice(CBOT) |
| Nov10 |
101112 |
13.98 |
14.27 |
13.77 |
13.77 |
-0.51 |
59 |
54 |
-36 |
| Jan11 |
101116 |
13.70 |
13.73 |
13.27 |
13.27 |
-0.50 |
1,134 |
11,467 |
-259 |
| Mar11 |
101116 |
13.97 |
14.01 |
13.55 |
13.55 |
-0.50 |
464 |
3,011 |
-310 |
| May11 |
101116 |
13.90 |
13.99 |
13.80 |
13.80 |
-0.50 |
312 |
1,053 |
+293 |
| Total Volume and Open Interest |
2,073 |
17,712 |
-347 |
| Live Cattle(CME) |
| Dec10 |
101116 |
99.430 |
99.580 |
98.230 |
98.450 |
-0.780 |
19,631 |
75,852 |
-4,716 |
| Feb11 |
101116 |
102.750 |
103.100 |
101.700 |
102.100 |
-0.730 |
17,205 |
120,911 |
+3,507 |
| Apr11 |
101116 |
106.400 |
106.600 |
104.950 |
105.385 |
-1.000 |
5,936 |
67,046 |
+387 |
| Jun11 |
101116 |
104.000 |
104.150 |
102.400 |
102.950 |
-1.085 |
3,582 |
31,031 |
+608 |
| Aug11 |
101116 |
103.330 |
103.500 |
101.930 |
102.400 |
-1.180 |
1,780 |
12,376 |
+37 |
| Oct11 |
101116 |
105.980 |
105.980 |
104.400 |
105.200 |
-0.935 |
400 |
5,602 |
+44 |
| Total Volume and Open Interest |
48,884 |
314,965 |
+64 |
| Feeder Cattle(CME) |
| Nov10 |
101116 |
112.250 |
112.450 |
112.050 |
112.150 |
-0.250 |
495 |
1,921 |
-211 |
| Jan11 |
101116 |
115.200 |
115.250 |
113.900 |
114.850 |
-0.200 |
2,457 |
14,370 |
+213 |
| Mar11 |
101116 |
115.550 |
115.550 |
114.450 |
115.385 |
-0.095 |
1,169 |
6,587 |
+181 |
| Apr11 |
101116 |
116.300 |
116.300 |
115.100 |
116.050 |
-0.280 |
255 |
1,820 |
+79 |
| May11 |
101116 |
116.330 |
116.450 |
115.550 |
116.450 |
-0.230 |
264 |
2,395 |
+124 |
| Aug11 |
101116 |
117.730 |
117.900 |
116.550 |
117.900 |
unch |
180 |
1,517 |
+109 |
| Sep11 |
101116 |
117.300 |
117.300 |
117.200 |
117.300 |
unch |
0 |
76 |
+0 |
| Total Volume and Open Interest |
4,820 |
28,694 |
+495 |
| Lean Hogs(CME) |
| Dec10 |
101116 |
69.500 |
69.830 |
67.450 |
68.330 |
-1.305 |
22,028 |
40,227 |
-5,774 |
| Feb11 |
101116 |
74.850 |
75.150 |
72.580 |
73.635 |
-1.400 |
15,955 |
67,699 |
+3,524 |
| Apr11 |
101116 |
78.330 |
78.680 |
76.000 |
76.850 |
-1.600 |
10,067 |
44,290 |
+1,195 |
| May11 |
101116 |
83.800 |
83.800 |
82.700 |
83.550 |
-1.550 |
69 |
1,425 |
+3 |
| Jun11 |
101116 |
87.950 |
88.180 |
85.080 |
86.250 |
-1.700 |
2,253 |
26,937 |
+177 |
| Jul11 |
101116 |
87.600 |
87.600 |
84.650 |
85.900 |
-1.300 |
454 |
6,243 |
-21 |
| Aug11 |
101116 |
86.300 |
86.300 |
83.850 |
85.550 |
-1.235 |
965 |
5,277 |
+224 |
| Oct11 |
101116 |
78.450 |
78.450 |
76.000 |
76.800 |
-1.650 |
538 |
3,894 |
+157 |
| Total Volume and Open Interest |
52,400 |
197,490 |
-489 |
| Pork Bellies(CME) |
| Feb11 |
101116 |
104.500 |
104.500 |
104.500 |
104.500 |
unch |
0 |
5 |
+0 |
| Mar11 |
101116 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
|
|
|
| May11 |
101116 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
|
|
|
| Jul11 |
101116 |
103.500 |
103.500 |
103.500 |
103.500 |
unch |
|
|
|
| Aug11 |
101116 |
102.500 |
102.500 |
102.500 |
102.500 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
5 |
+0 |
| Class III Milk(CME) |
| Nov10 |
101116 |
15.44 |
15.45 |
15.38 |
15.43 |
unch |
119 |
4,983 |
+4,983 |
| Dec10 |
101116 |
13.46 |
13.74 |
13.40 |
13.70 |
+0.35 |
346 |
6,159 |
+45 |
| Jan11 |
101116 |
13.55 |
13.65 |
13.43 |
13.65 |
+0.19 |
383 |
3,229 |
+79 |
| Feb11 |
101116 |
13.60 |
13.66 |
13.58 |
13.65 |
+0.06 |
151 |
2,683 |
+56 |
| Mar11 |
101116 |
13.83 |
13.85 |
13.76 |
13.85 |
+0.09 |
126 |
2,420 |
+40 |
| Total Volume and Open Interest |
1,784 |
27,347 |
+548 |
| Cocoa(ICE) |
| Dec10 |
101116 |
2704 |
2755 |
2691 |
2724 |
-37 |
11,910 |
5,349 |
-5,696 |
| Mar11 |
101116 |
2806 |
2817 |
2753 |
2782 |
-40 |
16,483 |
74,569 |
+4,820 |
| May11 |
101116 |
2820 |
2829 |
2776 |
2804 |
-40 |
3,365 |
20,043 |
+2,413 |
| Jul11 |
101116 |
2840 |
2840 |
2800 |
2824 |
-38 |
654 |
7,948 |
+349 |
| Sep11 |
101116 |
2840 |
2853 |
2819 |
2840 |
-38 |
27 |
4,419 |
+48 |
| Dec11 |
101116 |
2863 |
2863 |
2863 |
2863 |
-36 |
45 |
9,455 |
-11 |
| Mar12 |
101116 |
2940 |
2940 |
2940 |
2940 |
-36 |
317 |
10,085 |
+113 |
| Total Volume and Open Interest |
32,876 |
137,035 |
+2,036 |
| Coffee "C"(ICE) |
| Dec10 |
101116 |
204.45 |
205.70 |
196.70 |
197.80 |
-6.65 |
28,051 |
29,188 |
-11,678 |
| Mar11 |
101116 |
207.80 |
208.25 |
199.55 |
200.50 |
-6.75 |
16,340 |
80,581 |
+3,146 |
| May11 |
101116 |
208.75 |
208.75 |
200.35 |
201.05 |
-6.95 |
1,220 |
15,835 |
+447 |
| Jul11 |
101116 |
199.70 |
207.20 |
199.70 |
199.80 |
-6.75 |
365 |
6,253 |
+140 |
| Sep11 |
101116 |
203.00 |
203.25 |
196.60 |
196.60 |
-6.95 |
154 |
2,950 |
+3 |
| Dec11 |
101116 |
197.90 |
198.05 |
191.35 |
192.10 |
-6.65 |
3,607 |
6,008 |
+3,455 |
| Total Volume and Open Interest |
49,749 |
141,869 |
-4,477 |
| Orange Juice(ICE) |
| Jan11 |
101116 |
156.85 |
157.50 |
151.55 |
152.65 |
-4.85 |
2,208 |
22,776 |
-807 |
| Mar11 |
101116 |
156.55 |
156.60 |
153.00 |
153.65 |
-4.85 |
325 |
3,344 |
+66 |
| May11 |
101116 |
156.10 |
156.10 |
154.35 |
154.35 |
-4.85 |
24 |
858 |
-19 |
| Jul11 |
101116 |
156.80 |
156.80 |
155.15 |
155.15 |
-4.85 |
309 |
1,504 |
+7 |
| Sep11 |
101116 |
155.75 |
155.75 |
155.75 |
155.75 |
-4.85 |
3 |
300 |
-3 |
| Nov11 |
101116 |
157.00 |
157.00 |
155.35 |
155.35 |
-4.85 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
2,869 |
28,810 |
-756 |
| Sugar #11(ICE) |
| Mar11 |
101116 |
26.69 |
27.79 |
25.92 |
26.31 |
-0.72 |
140,353 |
245,323 |
-1,842 |
| May11 |
101116 |
24.27 |
25.03 |
23.29 |
23.68 |
-0.82 |
58,559 |
102,955 |
-1,523 |
| Jul11 |
101116 |
21.72 |
22.12 |
20.55 |
20.84 |
-0.88 |
45,435 |
100,299 |
+2,084 |
| Oct11 |
101116 |
20.10 |
20.57 |
19.00 |
19.39 |
-0.80 |
34,250 |
60,871 |
+5,926 |
| Mar12 |
101116 |
19.41 |
19.85 |
18.35 |
18.86 |
-0.55 |
17,624 |
45,951 |
+927 |
| Total Volume and Open Interest |
302,327 |
597,549 |
+6,165 |
| London Cocoa(LCE) |
| Dec10 |
101116 |
1830 |
1845 |
1825 |
1840 |
+3 |
4,227 |
54,837 |
-578 |
| Mar11 |
101116 |
1848 |
1864 |
1845 |
1861 |
+3 |
5,668 |
56,116 |
-215 |
| May11 |
101116 |
1868 |
1881 |
1864 |
1879 |
+4 |
2,440 |
20,015 |
-82 |
| Jul11 |
101116 |
1883 |
1898 |
1883 |
1897 |
+5 |
1,566 |
12,185 |
-227 |
| Sep11 |
101116 |
1908 |
1914 |
1899 |
1913 |
+5 |
1,334 |
9,304 |
+823 |
| Dec11 |
101116 |
1927 |
1927 |
1927 |
1927 |
+4 |
155 |
15,482 |
+72 |
| Mar12 |
101116 |
1941 |
1942 |
1938 |
1942 |
+4 |
3 |
12,959 |
+3 |
| Total Volume and Open Interest |
15,393 |
183,850 |
-204 |
| London Sugar(LCE) |
| Mar11 |
101116 |
681.40 |
700.00 |
659.80 |
666.70 |
-10.40 |
9,478 |
35,082 |
-1,413 |
| May11 |
101116 |
659.90 |
671.30 |
634.00 |
640.90 |
-12.30 |
1,589 |
8,053 |
-350 |
| Aug11 |
101116 |
595.40 |
605.20 |
575.00 |
579.60 |
-10.10 |
825 |
6,900 |
-77 |
| Oct11 |
101116 |
548.50 |
562.20 |
534.50 |
538.50 |
-10.10 |
127 |
1,185 |
+81 |
| Dec11 |
101116 |
542.70 |
542.70 |
515.00 |
518.40 |
-10.30 |
167 |
463 |
-73 |
| Total Volume and Open Interest |
15,027 |
59,907 |
-3,065 |
| Cotton(ICE) |
| Dec10 |
101116 |
138.75 |
142.48 |
133.75 |
133.75 |
-5.00 |
17,927 |
32,926 |
-33,059 |
| Mar11 |
101116 |
134.55 |
138.20 |
129.20 |
129.20 |
-5.00 |
17,505 |
106,156 |
+769 |
| May11 |
101116 |
131.03 |
133.28 |
124.80 |
124.80 |
-5.00 |
3,963 |
17,851 |
+237 |
| Jul11 |
101116 |
124.84 |
128.08 |
119.94 |
119.94 |
-5.00 |
2,517 |
26,989 |
+440 |
| Oct11 |
101116 |
110.60 |
110.60 |
107.00 |
108.43 |
-3.16 |
8 |
429 |
+3 |
| Dec11 |
101116 |
91.65 |
92.49 |
89.54 |
89.68 |
-1.77 |
3,473 |
28,698 |
-387 |
| Total Volume and Open Interest |
45,583 |
214,295 |
-31,926 |
| Lumber(CME) |
| Jan11 |
101116 |
264.3 |
266.0 |
259.0 |
259.1 |
-4.7 |
466 |
5,989 |
-46 |
| Mar11 |
101116 |
281.5 |
281.5 |
276.2 |
278.0 |
-6.6 |
117 |
3,049 |
-22 |
| May11 |
101116 |
285.6 |
287.2 |
284.0 |
286.8 |
-7.2 |
32 |
797 |
-3 |
| Jul11 |
101116 |
290.0 |
290.0 |
290.0 |
290.0 |
-5.9 |
10 |
170 |
+5 |
| Total Volume and Open Interest |
788 |
10,077 |
-198 |
| Crude Oil(NYM) |
| Dec10 |
101116 |
84.58 |
84.74 |
82.07 |
82.34 |
-2.52 |
478,815 |
197,922 |
-18,863 |
| Jan11 |
101116 |
84.97 |
85.20 |
82.53 |
82.84 |
-2.45 |
183,916 |
306,797 |
+243 |
| Feb11 |
101116 |
85.50 |
85.72 |
83.18 |
83.44 |
-2.40 |
57,398 |
99,971 |
+7,023 |
| Mar11 |
101116 |
85.90 |
86.16 |
83.69 |
83.96 |
-2.35 |
31,121 |
102,985 |
+1,238 |
| Apr11 |
101116 |
86.45 |
86.47 |
84.15 |
84.38 |
-2.29 |
12,697 |
43,369 |
+1,084 |
| May11 |
101116 |
86.45 |
86.45 |
84.55 |
84.73 |
-2.23 |
7,274 |
39,762 |
+708 |
| Jun11 |
101116 |
86.80 |
87.08 |
84.76 |
85.02 |
-2.17 |
20,525 |
90,081 |
-869 |
| Jul11 |
101116 |
87.00 |
87.00 |
85.07 |
85.28 |
-2.12 |
3,944 |
36,099 |
+286 |
| Aug11 |
101116 |
86.60 |
86.60 |
85.44 |
85.50 |
-2.09 |
3,350 |
14,580 |
+83 |
| Sep11 |
101116 |
86.85 |
86.85 |
85.63 |
85.71 |
-2.07 |
2,402 |
24,382 |
-290 |
| Oct11 |
101116 |
86.96 |
86.97 |
85.89 |
85.91 |
-2.06 |
1,431 |
16,400 |
-101 |
| Nov11 |
101116 |
87.23 |
87.23 |
86.09 |
86.13 |
-2.03 |
1,461 |
20,181 |
+213 |
| Dec11 |
101116 |
88.05 |
88.13 |
86.10 |
86.36 |
-2.01 |
29,257 |
151,078 |
-405 |
| Jan12 |
101116 |
87.05 |
87.05 |
86.45 |
86.45 |
-2.00 |
1,294 |
17,136 |
+703 |
| Feb12 |
101116 |
86.54 |
86.54 |
86.54 |
86.54 |
-1.99 |
1,073 |
7,379 |
+589 |
| Mar12 |
101116 |
86.63 |
86.63 |
86.63 |
86.63 |
-1.98 |
108 |
9,404 |
-59 |
| Total Volume and Open Interest |
854,507 |
1,469,503 |
-7,670 |
| 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 |
101116 |
85.025 |
85.200 |
82.575 |
82.850 |
-2.450 |
1,333 |
3,159 |
-23 |
| Feb11 |
101116 |
85.350 |
85.350 |
83.400 |
83.450 |
-2.400 |
129 |
594 |
+59 |
| Mar11 |
101116 |
86.225 |
86.225 |
83.750 |
83.950 |
-2.350 |
20 |
213 |
+1 |
| Apr11 |
101116 |
85.425 |
85.425 |
84.375 |
84.375 |
-2.300 |
0 |
2 |
+0 |
| May11 |
101116 |
84.725 |
84.725 |
84.550 |
84.725 |
-2.225 |
0 |
14 |
+0 |
| Jun11 |
101116 |
86.525 |
86.525 |
85.025 |
85.025 |
-2.175 |
9 |
21 |
-7 |
| Jul11 |
101116 |
85.500 |
85.500 |
85.100 |
85.275 |
-2.125 |
0 |
2 |
+0 |
| Aug11 |
101116 |
85.500 |
85.500 |
85.500 |
85.500 |
-2.100 |
|
|
|
| Total Volume and Open Interest |
15,523 |
9,485 |
-10 |
| Heating Oil(NYM) |
| Dec10 |
101116 |
236.86 |
236.86 |
230.65 |
230.90 |
-6.19 |
49,759 |
74,854 |
-4,841 |
| Jan11 |
101116 |
238.10 |
238.49 |
232.50 |
232.80 |
-6.08 |
22,869 |
83,281 |
+675 |
| Feb11 |
101116 |
238.48 |
238.64 |
233.65 |
233.82 |
-5.91 |
10,611 |
34,223 |
+858 |
| Mar11 |
101116 |
238.53 |
238.56 |
233.82 |
234.05 |
-5.81 |
4,512 |
27,611 |
+704 |
| Apr11 |
101116 |
237.37 |
237.54 |
232.93 |
232.99 |
-5.75 |
1,031 |
14,361 |
+6 |
| May11 |
101116 |
237.15 |
237.15 |
232.29 |
232.29 |
-5.75 |
799 |
15,915 |
+118 |
| Jun11 |
101116 |
237.23 |
237.23 |
232.00 |
232.25 |
-5.75 |
3,620 |
34,377 |
+786 |
| Jul11 |
101116 |
234.50 |
234.50 |
233.19 |
233.19 |
-5.73 |
91 |
6,087 |
-24 |
| Aug11 |
101116 |
236.25 |
236.25 |
234.33 |
234.33 |
-5.72 |
102 |
4,142 |
-26 |
| Sep11 |
101116 |
236.03 |
236.72 |
235.83 |
235.83 |
-5.75 |
76 |
4,653 |
+50 |
| Oct11 |
101116 |
239.48 |
239.48 |
237.66 |
237.66 |
-5.72 |
21 |
2,057 |
-1 |
| Nov11 |
101116 |
240.59 |
240.59 |
239.50 |
239.58 |
-5.72 |
39 |
2,888 |
+14 |
| Total Volume and Open Interest |
94,592 |
327,757 |
-1,523 |
| Gasoline(NYMEX) |
| Dec10 |
101116 |
220.00 |
220.00 |
213.69 |
215.57 |
-3.93 |
66,132 |
59,625 |
-2,157 |
| Jan11 |
101116 |
215.47 |
216.02 |
210.79 |
211.41 |
-4.73 |
54,764 |
91,703 |
+5,159 |
| Feb11 |
101116 |
215.81 |
215.95 |
211.62 |
212.03 |
-4.81 |
19,721 |
27,486 |
+1,215 |
| Mar11 |
101116 |
215.96 |
216.54 |
213.10 |
213.68 |
-4.92 |
12,856 |
18,769 |
+67 |
| Apr11 |
101116 |
229.50 |
229.50 |
224.53 |
225.05 |
-5.00 |
6,745 |
19,733 |
-179 |
| May11 |
101116 |
229.53 |
229.53 |
226.02 |
226.02 |
-5.11 |
1,943 |
10,456 |
+229 |
| Jun11 |
101116 |
231.12 |
231.25 |
226.52 |
226.63 |
-5.13 |
2,765 |
14,233 |
-97 |
| Jul11 |
101116 |
228.00 |
228.10 |
226.46 |
226.46 |
-5.14 |
471 |
4,315 |
-107 |
| Aug11 |
101116 |
228.28 |
228.28 |
226.12 |
226.12 |
-5.14 |
727 |
5,363 |
+222 |
| Sep11 |
101116 |
225.16 |
225.16 |
225.16 |
225.16 |
-5.10 |
249 |
2,669 |
+25 |
| Total Volume and Open Interest |
167,552 |
286,970 |
+4,431 |
| e-miNY RBOB Gasoline(NYM) |
| Dec10 |
101115 |
219.50 |
219.50 |
219.50 |
219.50 |
-1.50 |
0 |
3 |
+0 |
| Jan11 |
101116 |
211.40 |
211.41 |
211.40 |
211.40 |
-4.70 |
0 |
1 |
+0 |
| Feb11 |
101116 |
212.00 |
212.03 |
212.00 |
212.00 |
-4.80 |
0 |
1 |
+0 |
| Mar11 |
101116 |
213.70 |
213.70 |
213.68 |
213.70 |
-4.90 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
9 |
+0 |
| Natural Gas(NYM) |
| Dec10 |
101116 |
3.869 |
3.919 |
3.782 |
3.818 |
-0.027 |
133,643 |
96,843 |
-11,148 |
| Jan11 |
101116 |
4.049 |
4.092 |
3.964 |
3.994 |
-0.034 |
90,490 |
213,822 |
+11,228 |
| Feb11 |
101116 |
4.045 |
4.098 |
3.977 |
4.001 |
-0.038 |
14,897 |
58,950 |
+197 |
| Mar11 |
101116 |
4.035 |
4.074 |
3.957 |
3.981 |
-0.039 |
14,807 |
91,450 |
-278 |
| Apr11 |
101116 |
4.005 |
4.045 |
3.938 |
3.964 |
-0.035 |
13,390 |
64,592 |
-491 |
| May11 |
101116 |
4.005 |
4.070 |
3.980 |
4.002 |
-0.034 |
4,777 |
24,695 |
-846 |
| Jun11 |
101116 |
4.090 |
4.128 |
4.033 |
4.061 |
-0.030 |
2,337 |
12,238 |
+472 |
| Jul11 |
101116 |
4.131 |
4.190 |
4.101 |
4.127 |
-0.031 |
1,387 |
11,116 |
+47 |
| Aug11 |
101116 |
4.219 |
4.219 |
4.141 |
4.169 |
-0.032 |
1,266 |
12,827 |
+121 |
| Sep11 |
101116 |
4.199 |
4.240 |
4.160 |
4.182 |
-0.034 |
1,265 |
10,243 |
+100 |
| Oct11 |
101116 |
4.280 |
4.332 |
4.230 |
4.259 |
-0.035 |
5,506 |
40,290 |
-662 |
| Nov11 |
101116 |
4.546 |
4.556 |
4.480 |
4.494 |
-0.040 |
1,093 |
18,334 |
-92 |
| Dec11 |
101116 |
4.810 |
4.849 |
4.785 |
4.807 |
-0.042 |
1,070 |
18,650 |
+123 |
| Jan12 |
101116 |
5.026 |
5.049 |
4.973 |
4.996 |
-0.042 |
3,070 |
27,129 |
+357 |
| Feb12 |
101116 |
4.990 |
4.990 |
4.959 |
4.970 |
-0.042 |
116 |
6,453 |
+11 |
| Mar12 |
101116 |
4.919 |
4.919 |
4.871 |
4.871 |
-0.043 |
445 |
14,040 |
+0 |
| Total Volume and Open Interest |
290,217 |
798,917 |
-783 |
| Brent Crude Oil(ICE) |
| Jan11 |
101116 |
86.50 |
86.71 |
84.50 |
84.73 |
-2.03 |
231,759 |
268,458 |
+5,822 |
| Feb11 |
101116 |
86.89 |
86.91 |
84.72 |
84.93 |
-2.04 |
47,614 |
151,943 |
-186 |
| Mar11 |
101116 |
87.10 |
87.10 |
84.93 |
85.15 |
-2.03 |
25,340 |
74,157 |
+2,181 |
| Apr11 |
101116 |
87.33 |
87.33 |
85.21 |
85.40 |
-2.01 |
12,052 |
37,251 |
-1,065 |
| May11 |
101116 |
87.56 |
87.56 |
85.48 |
85.66 |
-1.98 |
7,442 |
24,367 |
+303 |
| Jun11 |
101116 |
87.77 |
87.79 |
85.69 |
85.91 |
-1.96 |
19,382 |
43,306 |
+1,686 |
| Jul11 |
101116 |
87.70 |
87.75 |
86.08 |
86.14 |
-1.94 |
3,677 |
12,344 |
+427 |
| Aug11 |
101116 |
87.92 |
87.95 |
86.29 |
86.36 |
-1.92 |
2,897 |
11,557 |
+160 |
| Sep11 |
101116 |
87.82 |
87.82 |
86.54 |
86.56 |
-1.91 |
2,114 |
8,620 |
+227 |
| Oct11 |
101116 |
86.76 |
86.76 |
86.76 |
86.76 |
-1.89 |
1,793 |
6,593 |
+295 |
| Nov11 |
101116 |
86.94 |
86.94 |
86.94 |
86.94 |
-1.87 |
984 |
10,742 |
+101 |
| Dec11 |
101116 |
88.72 |
88.80 |
86.89 |
87.13 |
-1.85 |
14,649 |
79,849 |
+2,150 |
| Jan12 |
101116 |
87.32 |
87.32 |
87.32 |
87.32 |
-1.85 |
334 |
11,878 |
+170 |
| Feb12 |
101116 |
87.47 |
87.47 |
87.47 |
87.47 |
-1.85 |
171 |
3,987 |
-37 |
| Total Volume and Open Interest |
534,570 |
857,501 |
-27,140 |
| Gas Oil(ICE) |
| Dec10 |
101116 |
737.50 |
738.50 |
719.25 |
724.00 |
-14.75 |
78,606 |
119,367 |
+921 |
| Jan11 |
101116 |
741.25 |
742.75 |
724.00 |
728.50 |
-14.25 |
54,621 |
122,261 |
+1,898 |
| Feb11 |
101116 |
743.00 |
743.00 |
727.00 |
731.00 |
-14.50 |
19,343 |
52,614 |
+1,550 |
| Mar11 |
101116 |
743.50 |
743.50 |
728.50 |
732.50 |
-14.50 |
7,890 |
33,830 |
-464 |
| Apr11 |
101116 |
744.00 |
744.50 |
730.00 |
733.50 |
-14.25 |
5,470 |
43,972 |
+1,609 |
| May11 |
101116 |
745.75 |
745.75 |
731.50 |
735.00 |
-14.25 |
4,433 |
33,318 |
+528 |
| Jun11 |
101116 |
747.75 |
748.00 |
733.25 |
737.00 |
-14.25 |
16,649 |
50,441 |
+525 |
| Jul11 |
101116 |
751.25 |
751.25 |
737.00 |
740.25 |
-14.25 |
697 |
15,591 |
+175 |
| Aug11 |
101116 |
754.50 |
754.75 |
744.00 |
744.00 |
-14.00 |
490 |
12,704 |
+158 |
| Sep11 |
101116 |
752.75 |
752.75 |
743.50 |
747.25 |
-14.00 |
419 |
10,197 |
-56 |
| Total Volume and Open Interest |
199,465 |
605,610 |
+7,575 |
| Ethanol(CBOT) |
| Nov10 |
101103 |
2.395 |
2.395 |
2.361 |
2.390 |
+0.013 |
76 |
80 |
-56 |
| Dec10 |
101116 |
2.130 |
2.134 |
2.081 |
2.124 |
-0.077 |
131 |
875 |
-35 |
| Jan11 |
101116 |
2.132 |
2.132 |
2.070 |
2.084 |
-0.076 |
35 |
941 |
+42 |
| Feb11 |
101116 |
2.112 |
2.112 |
2.057 |
2.064 |
-0.076 |
18 |
1,121 |
+15 |
| Mar11 |
101116 |
2.094 |
2.097 |
2.065 |
2.068 |
-0.084 |
87 |
1,093 |
+100 |
| Apr11 |
101116 |
2.096 |
2.096 |
2.067 |
2.071 |
-0.082 |
23 |
903 |
+27 |
| May11 |
101116 |
2.096 |
2.096 |
2.085 |
2.089 |
-0.081 |
17 |
319 |
+6 |
| Jun11 |
101116 |
2.094 |
2.094 |
2.082 |
2.087 |
-0.078 |
83 |
592 |
+46 |
| Total Volume and Open Interest |
445 |
8,326 |
+221 |
| WTI Crude Oil(ICE |
| Dec10 |
101116 |
84.48 |
84.74 |
82.05 |
82.34 |
-2.52 |
114,196 |
64,886 |
-14,543 |
| Jan11 |
101116 |
84.91 |
85.19 |
82.56 |
82.84 |
-2.45 |
74,600 |
110,814 |
-3,531 |
| Feb11 |
101116 |
85.55 |
85.71 |
83.19 |
83.44 |
-2.40 |
22,726 |
45,720 |
+2,453 |
| Mar11 |
101116 |
85.75 |
85.75 |
83.74 |
83.96 |
-2.35 |
13,538 |
41,571 |
+721 |
| Apr11 |
101116 |
86.02 |
86.02 |
84.19 |
84.38 |
-2.29 |
4,808 |
25,841 |
+826 |
| May11 |
101116 |
86.31 |
86.41 |
84.53 |
84.73 |
-2.23 |
4,647 |
17,849 |
+1,881 |
| Jun11 |
101116 |
86.54 |
86.65 |
84.82 |
85.02 |
-2.17 |
13,281 |
46,145 |
+1,122 |
| Jul11 |
101116 |
86.75 |
86.75 |
85.12 |
85.28 |
-2.12 |
1,064 |
14,017 |
+86 |
| Aug11 |
101116 |
86.35 |
86.35 |
85.46 |
85.50 |
-2.09 |
766 |
8,966 |
+211 |
| Sep11 |
101116 |
85.71 |
85.71 |
85.71 |
85.71 |
-2.07 |
949 |
11,249 |
-18 |
| Oct11 |
101116 |
85.91 |
85.91 |
85.91 |
85.91 |
-2.06 |
452 |
3,955 |
+12 |
| Nov11 |
101116 |
86.13 |
86.13 |
86.13 |
86.13 |
-2.03 |
476 |
6,258 |
+47 |
| Dec11 |
101116 |
88.08 |
88.08 |
86.14 |
86.36 |
-2.01 |
12,424 |
54,988 |
-582 |
| Jan12 |
101116 |
86.45 |
86.45 |
86.45 |
86.45 |
-2.00 |
769 |
5,224 |
+78 |
| Feb12 |
101116 |
86.54 |
86.54 |
86.54 |
86.54 |
-1.99 |
750 |
1,158 |
+337 |
| Mar12 |
101116 |
86.63 |
86.63 |
86.63 |
86.63 |
-1.98 |
0 |
3,100 |
+0 |
| Total Volume and Open Interest |
268,570 |
533,321 |
-11,482 |
| US Dollar Index(ICE) |
| Dec10 |
101116 |
78.780 |
79.585 |
78.445 |
79.332 |
+0.660 |
37,497 |
35,777 |
-848 |
| Mar11 |
101116 |
79.070 |
79.960 |
78.945 |
79.743 |
+0.670 |
166 |
821 |
+7 |
| Jun11 |
101116 |
80.173 |
80.173 |
80.173 |
80.173 |
+0.670 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
37,663 |
36,606 |
-841 |
| Australian Dollar(CME) |
| Dec10 |
101116 |
98.17 |
98.59 |
96.91 |
97.31 |
-1.15 |
147,267 |
127,211 |
+166 |
| Mar11 |
101116 |
96.92 |
97.38 |
95.84 |
96.19 |
-1.14 |
796 |
1,062 |
+59 |
| Jun11 |
101116 |
95.06 |
96.17 |
95.06 |
95.06 |
-1.11 |
0 |
152 |
+0 |
| Total Volume and Open Interest |
148,063 |
128,562 |
-1,986 |
| British Pound(CME) |
| Dec10 |
101116 |
160.49 |
160.84 |
158.35 |
158.76 |
-1.85 |
136,538 |
103,573 |
+2,074 |
| Mar11 |
101116 |
160.27 |
160.58 |
158.30 |
158.65 |
-1.83 |
170 |
909 |
+32 |
| Jun11 |
101116 |
158.48 |
160.31 |
158.48 |
158.48 |
-1.83 |
2 |
40 |
-2 |
| Total Volume and Open Interest |
136,711 |
104,551 |
+1,902 |
| Canadian Dollar(CME) |
| Dec10 |
101116 |
98.98 |
99.25 |
97.46 |
97.84 |
-1.36 |
110,655 |
126,449 |
-4,693 |
| Mar11 |
101116 |
98.80 |
98.88 |
97.28 |
97.64 |
-1.34 |
426 |
3,967 |
+47 |
| Jun11 |
101116 |
98.40 |
98.72 |
97.09 |
97.39 |
-1.33 |
7 |
959 |
+4 |
| Sep11 |
101116 |
97.25 |
98.47 |
97.12 |
97.12 |
-1.35 |
7 |
366 |
-1 |
| Total Volume and Open Interest |
111,106 |
132,085 |
-1,432 |
| Japanese Yen(CME) |
| Dec10 |
101116 |
120.35 |
120.74 |
119.64 |
120.09 |
-0.38 |
136,219 |
129,792 |
+651 |
| Mar11 |
101116 |
120.32 |
120.61 |
119.88 |
120.21 |
-0.38 |
531 |
1,265 |
-54 |
| Jun11 |
101116 |
120.37 |
120.75 |
120.37 |
120.37 |
-0.38 |
5 |
201 |
-4 |
| Total Volume and Open Interest |
136,755 |
131,268 |
-2,279 |
| Swiss Franc(CME) |
| Dec10 |
101116 |
101.54 |
101.75 |
100.20 |
100.43 |
-1.14 |
41,732 |
47,809 |
-1,060 |
| Mar11 |
101116 |
101.70 |
101.80 |
100.36 |
100.51 |
-1.14 |
78 |
167 |
-1 |
| Jun11 |
101116 |
100.61 |
101.75 |
100.61 |
100.61 |
-1.14 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
41,810 |
47,980 |
-1,820 |
| EuroFX(CME) |
| Dec10 |
101116 |
135.78 |
136.52 |
134.44 |
134.87 |
-1.11 |
482,797 |
195,599 |
-4,932 |
| Mar11 |
101116 |
135.61 |
136.34 |
134.33 |
134.72 |
-1.11 |
1,683 |
4,037 |
+235 |
| Jun11 |
101116 |
134.53 |
135.64 |
134.53 |
134.53 |
-1.11 |
6 |
90 |
+0 |
| Total Volume and Open Interest |
484,495 |
199,760 |
-3,827 |
| Mexican Peso(CME) |
| Nov10 |
101115 |
811.0 |
812.8 |
811.0 |
811.0 |
-1.8 |
4 |
4 |
+0 |
| Dec10 |
101116 |
812.2 |
813.0 |
799.0 |
802.5 |
-11.5 |
41,189 |
153,385 |
+3,220 |
| Total Volume and Open Interest |
41,223 |
153,867 |
+7,304 |
| 30-Year T-Bonds(CBOT) |
| Dec10 |
101116 |
126~040 |
127~230 |
125~230 |
127~230 |
+1~160 |
|
|
|
| Mar11 |
101116 |
123~280 |
126~040 |
123~260 |
126~040 |
+1~170 |
10,977 |
36,510 |
+5,787 |
| Jun11 |
101116 |
123~300 |
124~300 |
123~130 |
124~300 |
+1~170 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
441,800 |
651,673 |
-10,813 |
| 10-Year T-Notes(CBOT) |
| Dec10 |
101116 |
124~170 |
125~040 |
124~090 |
125~015 |
+0~090 |
1,549,019 |
1,500,531 |
-30,533 |
| Mar11 |
101116 |
123~175 |
124~050 |
123~095 |
124~020 |
+0~095 |
21,673 |
52,352 |
+12,952 |
| Jun11 |
101116 |
123~010 |
123~075 |
122~300 |
123~075 |
+0~095 |
2 |
41 |
+0 |
| Total Volume and Open Interest |
1,570,694 |
1,552,928 |
-28,460 |
| 5-Year T-Notes(CBOT) |
| Dec10 |
101116 |
120~000 |
120~046 |
119~111 |
120~034 |
+0~018 |
|
|
|
| Mar11 |
101116 |
119~045 |
119~080 |
119~017 |
119~070 |
+0~017 |
17,093 |
17,561 |
+4,863 |
| Jun11 |
101116 |
118~094 |
118~094 |
118~077 |
118~094 |
+0~017 |
|
|
|
| Total Volume and Open Interest |
694,841 |
1,172,920 |
-12,203 |
| 2 Year T-Notes(CBOT) |
| Dec10 |
101116 |
109~083 |
109~085 |
109~082 |
109~085 |
+0~003 |
|
|
|
| Mar11 |
101116 |
109~063 |
109~074 |
109~060 |
109~071 |
+0~004 |
4,839 |
12,791 |
+46 |
| Jun11 |
101116 |
109~054 |
109~054 |
109~050 |
109~054 |
+0~004 |
|
|
|
| Total Volume and Open Interest |
286,243 |
695,373 |
-18,601 |
| Eurodollars(CME) |
| Dec10 |
101116 |
99.675 |
99.685 |
99.670 |
99.675 |
-0.002 |
282,818 |
965,510 |
-43,459 |
| Mar11 |
101116 |
99.570 |
99.595 |
99.570 |
99.580 |
-0.005 |
329,061 |
1,189,265 |
+1,454 |
| Jun11 |
101116 |
99.455 |
99.485 |
99.445 |
99.465 |
unch |
314,087 |
1,076,694 |
-10,129 |
| Sep11 |
101116 |
99.325 |
99.370 |
99.315 |
99.350 |
+0.010 |
314,551 |
922,736 |
+9,198 |
| Dec11 |
101116 |
99.180 |
99.240 |
99.170 |
99.220 |
+0.025 |
452,238 |
815,280 |
-49,118 |
| Mar12 |
101116 |
99.025 |
99.100 |
99.015 |
99.085 |
+0.040 |
381,438 |
704,552 |
-4,126 |
| Jun12 |
101116 |
98.870 |
98.945 |
98.850 |
98.935 |
+0.050 |
273,191 |
458,506 |
-9,523 |
| Sep12 |
101116 |
98.710 |
98.785 |
98.680 |
98.780 |
+0.060 |
261,246 |
380,616 |
-9,157 |
| Dec12 |
101116 |
98.505 |
98.600 |
98.485 |
98.590 |
+0.065 |
237,778 |
298,113 |
-4,945 |
| Mar13 |
101116 |
98.325 |
98.420 |
98.305 |
98.405 |
+0.060 |
140,515 |
259,224 |
+1,371 |
| Jun13 |
101116 |
98.130 |
98.225 |
98.100 |
98.200 |
+0.050 |
118,329 |
146,799 |
+197 |
| Sep13 |
101116 |
97.925 |
98.025 |
97.885 |
97.985 |
+0.035 |
97,215 |
174,073 |
-1,685 |
| Dec13 |
101116 |
97.710 |
97.810 |
97.660 |
97.760 |
+0.025 |
49,095 |
127,210 |
-1,484 |
| Mar14 |
101116 |
97.505 |
97.605 |
97.445 |
97.545 |
+0.015 |
38,067 |
104,789 |
-879 |
| Jun14 |
101116 |
97.285 |
97.385 |
97.215 |
97.315 |
+0.005 |
28,094 |
98,756 |
-109 |
| Sep14 |
101116 |
97.095 |
97.165 |
96.995 |
97.090 |
-0.005 |
34,860 |
67,697 |
-389 |
| Dec14 |
101116 |
96.845 |
96.940 |
96.770 |
96.870 |
-0.010 |
22,814 |
84,827 |
-2,440 |
| Mar15 |
101116 |
96.705 |
96.740 |
96.570 |
96.680 |
-0.010 |
16,210 |
44,525 |
-1,178 |
| Total Volume and Open Interest |
3,459,076 |
8,164,147 |
-179,462 |
| 30 Day Federal Funds(CBOT) |
| Nov10 |
101116 |
99.810 |
99.812 |
99.810 |
99.812 |
unch |
6,788 |
89,358 |
-1,943 |
| Dec10 |
101116 |
99.820 |
99.820 |
99.815 |
99.820 |
unch |
3,789 |
88,997 |
-1,125 |
| Jan11 |
101116 |
99.825 |
99.830 |
99.825 |
99.825 |
unch |
3,088 |
63,874 |
+372 |
| Feb11 |
101116 |
99.825 |
99.830 |
99.820 |
99.825 |
unch |
10,129 |
49,627 |
+1,122 |
| Mar11 |
101116 |
99.830 |
99.830 |
99.820 |
99.825 |
-0.005 |
1,613 |
29,207 |
+118 |
| Apr11 |
101116 |
99.825 |
99.830 |
99.820 |
99.825 |
-0.005 |
2,330 |
32,486 |
-639 |
| Total Volume and Open Interest |
69,495 |
575,982 |
-7,030 |
| 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 |
101116 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.002 |
400 |
2,049 |
+309 |
| Mar11 |
101116 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
768 |
+0 |
| Jun11 |
101116 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.010 |
|
|
|
| Sep11 |
101116 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
|
|
|
| Dec11 |
101116 |
99.650 |
99.650 |
99.650 |
99.650 |
-0.005 |
|
|
|
| Mar12 |
101116 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
| Jun12 |
101116 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
|
|
|
| Sep12 |
101116 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
| Dec12 |
101116 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
|
|
|
| Mar13 |
101116 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
|
|
|
| Total Volume and Open Interest |
400 |
2,817 |
+309 |
| 3-Mth Euro-Yen(SGX) |
| Dec10 |
101116 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
1,000 |
4,448 |
+200 |
| Mar11 |
101116 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,475 |
+0 |
| Jun11 |
101116 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,487 |
-100 |
| Sep11 |
101116 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,530 |
+0 |
| Dec11 |
101116 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
110 |
+0 |
| Mar12 |
101116 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
305 |
+0 |
| Jun12 |
101116 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
754 |
+0 |
| Sep12 |
101116 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
310 |
+0 |
| Total Volume and Open Interest |
1,000 |
10,423 |
+100 |
| Japanese Gov't Bonds(SGX) |
| Dec10 |
101116 |
141.80 |
142.41 |
141.51 |
142.31 |
+0.51 |
3,330 |
18,507 |
-471 |
| Mar11 |
101116 |
141.20 |
141.20 |
141.20 |
141.20 |
+0.51 |
|
|
|
| Jun11 |
101116 |
139.11 |
139.11 |
139.11 |
139.11 |
+0.51 |
|
|
|
| Total Volume and Open Interest |
3,330 |
18,507 |
-471 |
| Euro-Bund(EUREX) |
| Dec10 |
101116 |
128.56 |
128.89 |
127.98 |
128.14 |
-0.73 |
1,285,810 |
963,055 |
-48,174 |
| Mar11 |
101116 |
128.55 |
128.84 |
128.00 |
128.07 |
-0.78 |
4,445 |
15,365 |
+679 |
| Jun11 |
101116 |
127.39 |
127.39 |
127.39 |
127.39 |
-0.73 |
|
|
|
| Total Volume and Open Interest |
1,290,255 |
978,420 |
-47,495 |
| Euro-Bobl(EUREX) |
| Dec10 |
101115 |
119.83 |
120.01 |
119.68 |
119.87 |
-0.28 |
455,095 |
738,158 |
-36,665 |
| Mar11 |
101116 |
119.61 |
119.87 |
119.43 |
119.49 |
-0.34 |
4,503 |
95,065 |
+3,904 |
| Jun11 |
101116 |
119.40 |
119.40 |
119.40 |
119.40 |
-0.31 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
713,334 |
802,400 |
-26,920 |
| 3-Mth Euribor(EUREX) |
| Dec10 |
101116 |
98.900 |
98.915 |
98.900 |
98.910 |
+0.015 |
3 |
4,635 |
-3 |
| Mar11 |
101116 |
98.770 |
98.775 |
98.750 |
98.750 |
+0.005 |
7 |
2,614 |
-1 |
| Jun11 |
101116 |
98.615 |
98.615 |
98.615 |
98.615 |
-0.010 |
0 |
5,330 |
+0 |
| Total Volume and Open Interest |
1,040 |
21,203 |
-405 |
| Long Gilt(LIFFE) |
| Dec10 |
101111 |
122~31 |
123~03 |
122~17 |
122~25 |
-0~19 |
117,509 |
292,074 |
+5,701 |
| Mar11 |
101116 |
120~07 |
120~22 |
120~03 |
120~03 |
-0~11 |
422 |
1,600 |
+409 |
| Total Volume and Open Interest |
125,697 |
284,369 |
-4,497 |
| 3-Mth Short Sterling(LIFFE) |
| Dec10 |
101116 |
99.24 |
99.24 |
99.19 |
99.24 |
+0.01 |
52,628 |
354,196 |
-12,197 |
| Mar11 |
101116 |
99.11 |
99.14 |
99.06 |
99.13 |
+0.02 |
84,515 |
278,471 |
-13,957 |
| Jun11 |
101116 |
98.96 |
99.01 |
98.90 |
98.99 |
+0.02 |
87,086 |
251,397 |
-13,245 |
| Sep11 |
101116 |
98.80 |
98.87 |
98.76 |
98.83 |
+0.02 |
90,879 |
234,982 |
-10,617 |
| Dec11 |
101116 |
98.61 |
98.69 |
98.57 |
98.65 |
+0.02 |
136,596 |
312,335 |
-13,639 |
| Mar12 |
101116 |
98.44 |
98.51 |
98.39 |
98.47 |
+0.02 |
88,385 |
215,160 |
-11,301 |
| Total Volume and Open Interest |
712,346 |
2,090,668 |
-54,834 |
| 3-Mth Euribor(LIFFE) |
| Dec10 |
101116 |
98.895 |
98.920 |
98.895 |
98.910 |
+0.015 |
93,031 |
589,501 |
-6,686 |
| Mar11 |
101116 |
98.745 |
98.780 |
98.715 |
98.750 |
+0.005 |
121,192 |
611,478 |
-1,988 |
| Jun11 |
101116 |
98.625 |
98.660 |
98.610 |
98.615 |
-0.010 |
149,877 |
481,995 |
-11,649 |
| Total Volume and Open Interest |
916,251 |
3,282,445 |
-9,972 |
| 3-Mth Aus T-Bills(SFE) |
| Dec10 |
101116 |
94.96 |
94.97 |
94.95 |
94.97 |
+0.01 |
17,792 |
175,263 |
-1,584 |
| Mar11 |
101116 |
94.85 |
94.86 |
94.83 |
94.86 |
unch |
26,170 |
169,633 |
+7,659 |
| Jun11 |
101116 |
94.70 |
94.72 |
94.67 |
94.72 |
+0.01 |
21,304 |
101,102 |
+8,054 |
| Sep11 |
101116 |
94.57 |
94.61 |
94.54 |
94.61 |
+0.03 |
7,250 |
56,149 |
+1,908 |
| Dec11 |
101116 |
94.46 |
94.51 |
94.45 |
94.51 |
+0.02 |
3,820 |
38,108 |
+1,108 |
| Mar12 |
101116 |
94.39 |
94.44 |
94.38 |
94.44 |
+0.03 |
2,602 |
40,145 |
+526 |
| Jun12 |
101116 |
94.31 |
94.39 |
94.31 |
94.39 |
+0.03 |
1,782 |
31,525 |
+717 |
| Sep12 |
101116 |
94.27 |
94.34 |
94.27 |
94.34 |
+0.02 |
472 |
11,577 |
+311 |
| Dec12 |
101116 |
94.29 |
94.29 |
94.29 |
94.29 |
+0.02 |
10 |
1,918 |
+0 |
| Mar13 |
101116 |
94.28 |
94.28 |
94.28 |
94.28 |
+0.02 |
50 |
1,695 |
+50 |
| Total Volume and Open Interest |
81,252 |
627,348 |
+18,749 |
| 10-Year Aus T-Bonds(SFE) |
| Dec10 |
101116 |
94.56 |
94.61 |
94.49 |
94.57 |
unch |
43,879 |
396,112 |
+11,415 |
| Mar11 |
101116 |
94.57 |
94.57 |
94.57 |
94.57 |
unch |
|
|
|
| Total Volume and Open Interest |
43,879 |
396,112 |
+11,415 |
| 3-Year Aus T-Bonds(SFE) |
| Dec10 |
101116 |
94.84 |
94.87 |
94.79 |
94.87 |
+0.02 |
158,726 |
586,794 |
+67,777 |
| Mar11 |
101116 |
94.82 |
94.82 |
94.82 |
94.82 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
158,726 |
586,794 |
+67,777 |
| Gold(CMX) |
| Dec10 |
101116 |
1359.8 |
1364.3 |
1329.0 |
1338.4 |
-30.1 |
301,687 |
315,392 |
-10,444 |
| Feb11 |
101116 |
1360.4 |
1366.2 |
1331.1 |
1340.5 |
-30.2 |
28,309 |
133,258 |
+10,059 |
| Apr11 |
101116 |
1363.1 |
1367.2 |
1333.7 |
1342.4 |
-30.3 |
4,070 |
27,526 |
+3 |
| Jun11 |
101116 |
1362.1 |
1369.5 |
1334.9 |
1344.4 |
-30.3 |
3,594 |
29,795 |
+1,125 |
| Aug11 |
101116 |
1370.0 |
1370.0 |
1337.3 |
1346.4 |
-30.4 |
2,122 |
13,081 |
-1,596 |
| Oct11 |
101116 |
1368.0 |
1370.4 |
1347.6 |
1348.6 |
-30.4 |
59 |
9,698 |
-26 |
| Dec11 |
101116 |
1371.3 |
1375.6 |
1342.1 |
1350.8 |
-30.5 |
1,820 |
27,467 |
-606 |
| Feb12 |
101116 |
1353.3 |
1353.3 |
1353.3 |
1353.3 |
-30.6 |
0 |
6,011 |
+0 |
| Apr12 |
101116 |
1356.0 |
1356.0 |
1356.0 |
1356.0 |
-30.6 |
0 |
5,788 |
+0 |
| Jun12 |
101116 |
1358.7 |
1358.7 |
1358.7 |
1358.7 |
-30.6 |
0 |
8,866 |
+0 |
| Aug12 |
101116 |
1361.9 |
1361.9 |
1361.9 |
1361.9 |
-30.3 |
0 |
4,708 |
+0 |
| Total Volume and Open Interest |
347,403 |
645,057 |
+719 |
| Silver(CMX) |
| Dec10 |
101116 |
2556.0 |
2585.0 |
2498.0 |
2523.3 |
-85.9 |
110,643 |
61,053 |
-1,318 |
| Mar11 |
101116 |
2560.5 |
2592.0 |
2505.0 |
2530.6 |
-86.1 |
13,430 |
40,646 |
+499 |
| May11 |
101116 |
2564.5 |
2594.0 |
2517.5 |
2534.9 |
-86.4 |
2,953 |
11,870 |
+245 |
| Jul11 |
101116 |
2579.0 |
2579.0 |
2520.0 |
2539.2 |
-86.7 |
318 |
8,839 |
-5 |
| Sep11 |
101116 |
2580.0 |
2590.0 |
2525.0 |
2543.6 |
-86.7 |
74 |
6,034 |
-10 |
| Dec11 |
101116 |
2592.5 |
2592.5 |
2525.5 |
2549.6 |
-86.7 |
1,483 |
8,563 |
+99 |
| Mar12 |
101116 |
2555.7 |
2555.8 |
2555.7 |
2555.7 |
-86.7 |
1 |
354 |
+0 |
| Total Volume and Open Interest |
130,245 |
147,674 |
-127 |
| Platinum(NYMEX) |
| Jan11 |
101116 |
1678.6 |
1679.0 |
1638.1 |
1645.7 |
-40.1 |
13,016 |
35,878 |
-1,976 |
| Apr11 |
101116 |
1675.9 |
1675.9 |
1645.6 |
1649.6 |
-40.1 |
84 |
1,447 |
+38 |
| Jul11 |
101116 |
1652.4 |
1652.4 |
1652.4 |
1652.4 |
-40.1 |
145 |
209 |
+142 |
| Oct11 |
101116 |
1652.4 |
1652.4 |
1652.4 |
1652.4 |
-40.1 |
|
|
|
| Total Volume and Open Interest |
13,250 |
37,541 |
-1,791 |
| Palladium(NYMEX) |
| Dec10 |
101116 |
672.85 |
678.75 |
636.00 |
645.90 |
-35.40 |
5,753 |
18,532 |
-404 |
| Mar11 |
101116 |
674.50 |
680.00 |
638.40 |
647.60 |
-35.40 |
485 |
5,796 |
+145 |
| Jun11 |
101116 |
653.95 |
653.95 |
647.25 |
648.60 |
-35.40 |
11 |
170 |
+8 |
| Total Volume and Open Interest |
6,252 |
24,512 |
-251 |
| Copper(CMX) |
| Dec10 |
101116 |
391.10 |
393.25 |
368.55 |
372.75 |
-19.75 |
51,650 |
51,748 |
-3,740 |
| Mar11 |
101116 |
390.55 |
393.00 |
369.00 |
373.10 |
-19.35 |
9,139 |
72,318 |
+2,635 |
| May11 |
101116 |
390.50 |
390.50 |
370.00 |
372.85 |
-19.20 |
1,149 |
16,129 |
+94 |
| Jul11 |
101116 |
388.70 |
388.70 |
370.95 |
372.05 |
-18.90 |
591 |
5,067 |
-26 |
| Sep11 |
101116 |
368.00 |
371.80 |
368.00 |
371.05 |
-18.70 |
65 |
4,805 |
+27 |
| Total Volume and Open Interest |
63,207 |
159,684 |
-960 |
| DJIA Index(CBOT) |
| Dec10 |
101116 |
11157 |
11157 |
10945 |
10984 |
-189 |
311 |
8,129 |
+71 |
| Mar11 |
101116 |
11061 |
11105 |
10916 |
10916 |
-189 |
1 |
19 |
-1 |
| Jun11 |
101116 |
10854 |
11043 |
10854 |
10854 |
-189 |
|
|
|
| Sep11 |
101116 |
10796 |
10985 |
10796 |
10796 |
-189 |
|
|
|
| Total Volume and Open Interest |
312 |
8,148 |
+70 |
| S & P 500(CME) |
| Dec10 |
101116 |
1196.30 |
1196.30 |
1171.00 |
1174.70 |
-21.10 |
18,857 |
339,226 |
+2,019 |
| Mar11 |
101116 |
1183.00 |
1184.30 |
1165.70 |
1169.50 |
-21.20 |
60 |
6,017 |
+9 |
| Jun11 |
101116 |
1164.60 |
1165.00 |
1160.80 |
1164.60 |
-21.20 |
3 |
2,756 |
+2 |
| Sep11 |
101116 |
1159.90 |
1160.30 |
1156.10 |
1159.90 |
-21.20 |
0 |
100 |
+0 |
| Total Volume and Open Interest |
18,920 |
348,099 |
+2,030 |
| S & P 500 E-Mini(Globex) |
| Dec10 |
101116 |
1175.75 |
1176.75 |
1175.50 |
1176.25 |
-18.00 |
|
|
|
| Mar11 |
101116 |
1189.25 |
1189.25 |
1165.75 |
1169.50 |
-21.25 |
4,180 |
27,187 |
+1,619 |
| Total Volume and Open Interest |
2,770,299 |
2,840,051 |
+8,129 |
| NASDAQ 100(CME) |
| Dec10 |
101116 |
2120.80 |
2124.00 |
2084.00 |
2090.80 |
-37.20 |
2,275 |
31,291 |
-1,324 |
| Mar11 |
101116 |
2086.00 |
2100.00 |
2086.00 |
2089.30 |
-36.70 |
0 |
2 |
+0 |
| Jun11 |
101116 |
2086.80 |
2087.50 |
2086.80 |
2086.80 |
-36.70 |
|
|
|
| Total Volume and Open Interest |
2,275 |
31,293 |
-1,324 |
| NASDAQ 100 E-Mini(Globex) |
| Dec10 |
101116 |
2126.80 |
2127.30 |
2083.50 |
2090.80 |
-37.20 |
393,579 |
448,705 |
-17,698 |
| Mar11 |
101116 |
2116.80 |
2118.50 |
2082.30 |
2089.30 |
-36.70 |
370 |
1,197 |
+26 |
| Total Volume and Open Interest |
393,951 |
449,913 |
-17,670 |
| S & P Midcap 400(CME) |
| Dec10 |
101116 |
839.50 |
841.00 |
829.60 |
829.60 |
-15.20 |
141 |
3,268 |
+139 |
| Mar11 |
101116 |
827.60 |
828.80 |
827.60 |
827.60 |
-15.20 |
0 |
2 |
+0 |
| Jun11 |
101116 |
825.60 |
826.80 |
825.60 |
825.60 |
-15.20 |
|
|
|
| Total Volume and Open Interest |
141 |
3,270 |
+139 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec10 |
101116 |
9705 |
9705 |
9705 |
9705 |
-180 |
|
|
|
| Mar11 |
101116 |
9735 |
9915 |
9735 |
9735 |
-180 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
9,226 |
40,392 |
+140 |
| Nikkei 225(SGX) |
| Dec10 |
101116 |
9830 |
9915 |
9775 |
9775 |
-55 |
119,165 |
206,035 |
-6,607 |
| Mar11 |
101116 |
9895 |
9895 |
9765 |
9765 |
-50 |
107 |
4,013 |
+48 |
| Jun11 |
101116 |
9695 |
9695 |
9695 |
9695 |
-55 |
0 |
2,125 |
+0 |
| Total Volume and Open Interest |
119,272 |
217,809 |
-6,559 |
| CAC 40(EURONEXT) |
| Nov10 |
101116 |
3831.5 |
3840.5 |
3745.5 |
3760.0 |
-103.5 |
186,434 |
364,967 |
+6,857 |
| Dec10 |
101116 |
3839.5 |
3839.5 |
3746.0 |
3759.0 |
-103.5 |
6,777 |
83,717 |
+2,176 |
| Jan11 |
101116 |
3827.0 |
3827.0 |
3762.5 |
3762.5 |
-103.5 |
2 |
52 |
+2 |
| Total Volume and Open Interest |
193,213 |
448,871 |
+9,035 |
| Hang Seng Index(HKFE) |
| Nov10 |
101116 |
23927 |
24043 |
23515 |
23595 |
-360 |
120,853 |
111,713 |
-4,701 |
| Dec10 |
101116 |
23937 |
24049 |
23529 |
23600 |
-360 |
5,808 |
19,992 |
+1,473 |
| Total Volume and Open Interest |
127,415 |
134,186 |
-3,252 |
| DAX(EUREX) |
| Dec10 |
101116 |
6761.0 |
6776.5 |
6654.5 |
6677.5 |
-112.5 |
205,477 |
187,391 |
+7,515 |
| Mar11 |
101116 |
6777.0 |
6789.0 |
6674.0 |
6694.0 |
-112.0 |
286 |
12,463 |
+4 |
| Jun11 |
101116 |
6803.0 |
6809.0 |
6700.5 |
6713.0 |
-113.0 |
171 |
2,786 |
+4 |
| Total Volume and Open Interest |
205,934 |
202,640 |
+7,523 |
| FT-SE 100(EURONEXT) |
| Dec10 |
101116 |
5774.00 |
5797.00 |
5646.50 |
5680.00 |
-127.00 |
133,524 |
616,625 |
+7,613 |
| Mar11 |
101116 |
5732.50 |
5732.50 |
5615.50 |
5640.50 |
-127.00 |
39 |
6,019 |
-8 |
| Jun11 |
101116 |
5681.00 |
5681.00 |
5586.00 |
5598.50 |
-126.50 |
5 |
696 |
+0 |
| Total Volume and Open Interest |
133,568 |
623,350 |
+7,605 |
| SPI 200(SFE) |
| Dec10 |
101116 |
4707.0 |
4731.0 |
4688.0 |
4713.0 |
+6.0 |
30,476 |
214,412 |
-1,102 |
| Mar11 |
101116 |
4694.0 |
4709.0 |
4694.0 |
4709.0 |
+4.0 |
1 |
2,193 |
+0 |
| Jun11 |
101116 |
4736.0 |
4736.0 |
4736.0 |
4736.0 |
+4.0 |
130 |
1,106 |
+81 |
| Total Volume and Open Interest |
30,607 |
221,102 |
-1,021 |
| GSCI(CME) |
| Dec10 |
101116 |
576.00 |
576.75 |
565.00 |
565.00 |
-19.00 |
275 |
14,650 |
+68 |
| Jan11 |
101116 |
578.00 |
578.75 |
567.00 |
567.00 |
-19.00 |
0 |
3 |
+0 |
| Feb11 |
101116 |
580.80 |
581.25 |
570.00 |
570.00 |
-19.00 |
|
|
|
| Total Volume and Open Interest |
729 |
17,488 |
|
| 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. |
|
|