|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed November 17, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan11 |
101117 |
1221.25 |
1232.50 |
1175.25 |
1205.00 |
-14.75 |
122,807 |
307,912 |
-9,736 |
| Mar11 |
101117 |
1228.25 |
1239.75 |
1183.00 |
1212.00 |
-15.00 |
30,945 |
102,253 |
+2,698 |
| May11 |
101117 |
1225.00 |
1237.75 |
1183.00 |
1211.25 |
-13.50 |
13,414 |
60,950 |
-963 |
| Jul11 |
101117 |
1225.00 |
1237.25 |
1186.50 |
1211.75 |
-12.50 |
18,216 |
53,241 |
-1,368 |
| Aug11 |
101117 |
1200.75 |
1215.00 |
1170.50 |
1194.25 |
-10.75 |
623 |
1,787 |
-66 |
| Sep11 |
101117 |
1171.50 |
1182.75 |
1138.00 |
1160.00 |
-10.00 |
758 |
2,427 |
+72 |
| Nov11 |
101117 |
1139.00 |
1151.50 |
1102.25 |
1126.75 |
-9.50 |
12,774 |
92,134 |
+725 |
| Total Volume and Open Interest |
199,760 |
628,020 |
-8,584 |
| Soybean Meal(CBOT) |
| Dec10 |
101117 |
330.70 |
335.80 |
320.00 |
328.00 |
-1.80 |
32,150 |
68,422 |
-2,993 |
| Jan11 |
101117 |
332.50 |
337.50 |
321.70 |
329.80 |
-2.00 |
14,882 |
40,104 |
-295 |
| Mar11 |
101117 |
335.00 |
340.20 |
324.20 |
331.90 |
-2.70 |
9,618 |
30,524 |
+1,436 |
| May11 |
101117 |
333.10 |
338.00 |
323.10 |
330.70 |
-2.20 |
5,439 |
21,333 |
+422 |
| Jul11 |
101117 |
332.50 |
337.60 |
322.90 |
330.00 |
-1.80 |
3,972 |
15,162 |
-453 |
| Aug11 |
101117 |
325.30 |
329.70 |
316.60 |
322.50 |
-1.30 |
809 |
4,380 |
-39 |
| Sep11 |
101117 |
314.10 |
318.70 |
308.00 |
313.50 |
-0.80 |
981 |
4,597 |
+108 |
| Oct11 |
101117 |
298.80 |
303.20 |
292.00 |
297.90 |
+0.40 |
1,803 |
3,346 |
+202 |
| Total Volume and Open Interest |
74,463 |
201,636 |
-354 |
| Soybean Oil(CBOT) |
| Dec10 |
101117 |
49.76 |
50.17 |
47.75 |
48.94 |
-1.03 |
64,972 |
94,267 |
-6,996 |
| Jan11 |
101117 |
49.95 |
50.46 |
48.04 |
49.25 |
-1.00 |
38,726 |
120,389 |
+1,836 |
| Mar11 |
101117 |
50.39 |
50.84 |
48.39 |
49.62 |
-1.01 |
13,987 |
65,232 |
+2,047 |
| May11 |
101117 |
50.75 |
51.05 |
48.64 |
49.88 |
-1.00 |
4,421 |
33,545 |
+425 |
| Jul11 |
101117 |
50.95 |
51.24 |
49.14 |
50.08 |
-1.02 |
4,025 |
25,423 |
-269 |
| Aug11 |
101117 |
50.98 |
51.25 |
49.06 |
50.13 |
-1.00 |
828 |
5,078 |
+0 |
| Sep11 |
101117 |
51.00 |
51.23 |
49.08 |
50.16 |
-1.00 |
804 |
2,436 |
+130 |
| Oct11 |
101117 |
50.83 |
51.27 |
49.18 |
50.16 |
-1.02 |
1,491 |
3,513 |
+404 |
| Total Volume and Open Interest |
132,586 |
364,213 |
-1,916 |
| Canola(WCE) |
| Nov10 |
101112 |
532.6 |
532.6 |
532.6 |
532.6 |
-26.4 |
0 |
152 |
+0 |
| Jan11 |
101117 |
529.1 |
534.8 |
519.0 |
525.6 |
-4.8 |
10,183 |
134,003 |
-1,923 |
| Mar11 |
101117 |
535.8 |
541.1 |
529.8 |
532.3 |
-5.2 |
826 |
18,920 |
+87 |
| May11 |
101117 |
538.6 |
542.1 |
534.6 |
535.1 |
-5.4 |
384 |
4,732 |
+109 |
| Jul11 |
101117 |
540.2 |
542.0 |
535.5 |
536.0 |
-5.0 |
425 |
14,029 |
+199 |
| Total Volume and Open Interest |
13,994 |
203,645 |
-184 |
| Corn(CBOT) |
| Dec10 |
101117 |
527.50 |
536.00 |
509.00 |
525.75 |
-0.75 |
209,834 |
331,963 |
-16,694 |
| Mar11 |
101117 |
542.00 |
549.25 |
522.00 |
539.25 |
-0.75 |
143,608 |
617,887 |
+3,569 |
| May11 |
101117 |
546.75 |
555.50 |
528.75 |
546.25 |
+0.25 |
20,647 |
134,245 |
+1,739 |
| Jul11 |
101117 |
550.00 |
559.00 |
531.75 |
550.00 |
+0.75 |
38,239 |
211,409 |
+2,326 |
| Sep11 |
101117 |
515.75 |
525.75 |
501.25 |
520.25 |
+5.75 |
4,070 |
37,361 |
-69 |
| Dec11 |
101117 |
493.50 |
502.25 |
477.00 |
499.25 |
+7.25 |
40,451 |
258,794 |
-422 |
| Total Volume and Open Interest |
460,406 |
1,643,679 |
-9,430 |
| Wheat(CBOT) |
| Dec10 |
101117 |
627.50 |
647.00 |
617.75 |
632.50 |
+6.25 |
58,751 |
119,180 |
-4,569 |
| Mar11 |
101117 |
665.25 |
686.25 |
656.25 |
671.50 |
+6.75 |
37,715 |
180,566 |
+6,983 |
| May11 |
101117 |
691.25 |
710.75 |
680.00 |
695.75 |
+8.50 |
4,319 |
43,658 |
+694 |
| Jul11 |
101117 |
699.75 |
722.50 |
692.50 |
707.50 |
+7.25 |
3,084 |
88,071 |
+107 |
| Sep11 |
101117 |
721.00 |
743.00 |
713.50 |
726.50 |
+5.75 |
428 |
16,412 |
+8 |
| Total Volume and Open Interest |
105,881 |
517,286 |
+2,855 |
| Wheat(KCBT) |
| Dec10 |
101117 |
691.50 |
710.00 |
684.75 |
695.50 |
+5.50 |
10,526 |
53,045 |
-3,432 |
| Mar11 |
101117 |
707.75 |
725.75 |
700.75 |
710.75 |
+5.00 |
10,292 |
102,515 |
-1,232 |
| May11 |
101117 |
718.75 |
735.00 |
710.00 |
719.00 |
+4.25 |
1,487 |
20,490 |
+269 |
| Jul11 |
101117 |
723.25 |
741.00 |
715.50 |
725.25 |
+6.00 |
1,776 |
50,362 |
+121 |
| Sep11 |
101117 |
731.25 |
749.00 |
731.25 |
732.75 |
+5.75 |
228 |
7,304 |
-13 |
| Total Volume and Open Interest |
24,584 |
244,283 |
-4,247 |
| Wheat(MGE) |
| Dec10 |
101117 |
708.25 |
726.50 |
701.75 |
710.50 |
+5.00 |
3,813 |
12,028 |
-391 |
| Mar11 |
101117 |
724.00 |
742.00 |
717.25 |
725.75 |
+4.25 |
2,836 |
27,152 |
+107 |
| May11 |
101117 |
733.50 |
751.00 |
730.00 |
736.50 |
+5.25 |
343 |
7,885 |
+81 |
| Jul11 |
101117 |
739.75 |
753.75 |
732.00 |
741.50 |
+5.25 |
367 |
8,003 |
-550 |
| Sep11 |
101117 |
738.00 |
757.25 |
734.75 |
744.00 |
+5.00 |
207 |
6,472 |
-57 |
| Total Volume and Open Interest |
7,818 |
69,035 |
-733 |
| Oats(CBOT) |
| Dec10 |
101117 |
342.50 |
351.50 |
336.50 |
347.25 |
+4.75 |
1,133 |
3,921 |
-287 |
| Mar11 |
101117 |
355.00 |
364.00 |
348.75 |
359.75 |
+4.75 |
539 |
8,313 |
+191 |
| May11 |
101117 |
361.00 |
368.00 |
360.75 |
365.50 |
+4.75 |
11 |
529 |
+2 |
| Jul11 |
101117 |
367.00 |
371.00 |
362.50 |
370.75 |
+4.75 |
38 |
105 |
-6 |
| Total Volume and Open Interest |
1,738 |
13,746 |
-89 |
| Rough Rice(CBOT) |
| Nov10 |
101112 |
13.98 |
14.27 |
13.77 |
13.77 |
-0.51 |
59 |
54 |
-36 |
| Jan11 |
101117 |
13.27 |
13.53 |
12.97 |
13.45 |
+0.18 |
2,284 |
11,274 |
-193 |
| Mar11 |
101117 |
13.55 |
13.79 |
13.25 |
13.73 |
+0.18 |
644 |
3,288 |
+277 |
| May11 |
101117 |
13.65 |
13.98 |
13.52 |
13.98 |
+0.18 |
134 |
1,014 |
-39 |
| Total Volume and Open Interest |
3,253 |
17,779 |
+67 |
| Live Cattle(CME) |
| Dec10 |
101117 |
98.800 |
99.430 |
98.400 |
99.350 |
+0.900 |
18,469 |
70,848 |
-5,004 |
| Feb11 |
101117 |
102.300 |
102.800 |
101.800 |
102.600 |
+0.500 |
15,125 |
125,176 |
+4,265 |
| Apr11 |
101117 |
105.550 |
106.100 |
105.000 |
105.980 |
+0.595 |
5,593 |
67,893 |
+847 |
| Jun11 |
101117 |
102.885 |
103.535 |
102.430 |
103.300 |
+0.350 |
2,502 |
31,296 |
+265 |
| Aug11 |
101117 |
102.250 |
102.800 |
101.980 |
102.600 |
+0.200 |
741 |
12,521 |
+145 |
| Oct11 |
101117 |
104.600 |
105.300 |
104.535 |
105.200 |
unch |
394 |
5,777 |
+175 |
| Total Volume and Open Interest |
42,921 |
315,691 |
+726 |
| Feeder Cattle(CME) |
| Nov10 |
101117 |
112.200 |
112.330 |
111.980 |
112.200 |
+0.050 |
279 |
1,761 |
-160 |
| Jan11 |
101117 |
114.750 |
115.150 |
114.300 |
114.750 |
-0.100 |
2,228 |
14,612 |
+242 |
| Mar11 |
101117 |
115.350 |
115.635 |
114.980 |
115.350 |
-0.035 |
1,017 |
6,941 |
+354 |
| Apr11 |
101117 |
116.035 |
116.300 |
115.750 |
116.050 |
unch |
99 |
1,839 |
+19 |
| May11 |
101117 |
116.300 |
116.500 |
116.000 |
116.480 |
+0.030 |
180 |
2,496 |
+101 |
| Aug11 |
101117 |
117.400 |
117.900 |
117.200 |
117.900 |
unch |
83 |
1,545 |
+28 |
| Sep11 |
101117 |
117.150 |
117.150 |
117.100 |
117.150 |
-0.150 |
4 |
79 |
+3 |
| Total Volume and Open Interest |
3,896 |
29,287 |
+593 |
| Lean Hogs(CME) |
| Dec10 |
101117 |
68.450 |
69.180 |
68.050 |
68.635 |
+0.305 |
13,721 |
36,436 |
-3,791 |
| Feb11 |
101117 |
73.725 |
74.500 |
73.285 |
74.150 |
+0.515 |
10,553 |
69,744 |
+2,045 |
| Apr11 |
101117 |
77.000 |
77.930 |
76.680 |
77.785 |
+0.935 |
6,207 |
44,538 |
+248 |
| May11 |
101117 |
84.000 |
84.230 |
83.600 |
84.200 |
+0.650 |
52 |
1,410 |
-15 |
| Jun11 |
101117 |
86.250 |
86.830 |
85.750 |
86.750 |
+0.500 |
1,993 |
26,976 |
+39 |
| Jul11 |
101117 |
85.400 |
86.100 |
85.400 |
86.050 |
+0.150 |
328 |
6,211 |
-32 |
| Aug11 |
101117 |
85.050 |
85.600 |
85.050 |
85.600 |
+0.050 |
139 |
5,317 |
+40 |
| Oct11 |
101117 |
76.800 |
77.200 |
76.550 |
76.750 |
-0.050 |
78 |
3,910 |
+16 |
| Total Volume and Open Interest |
33,081 |
196,050 |
-1,440 |
| Pork Bellies(CME) |
| Feb11 |
101117 |
104.500 |
104.500 |
104.500 |
104.500 |
unch |
0 |
5 |
+0 |
| Mar11 |
101117 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
|
|
|
| May11 |
101117 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
|
|
|
| Jul11 |
101117 |
103.500 |
103.500 |
103.500 |
103.500 |
unch |
|
|
|
| Aug11 |
101117 |
102.500 |
102.500 |
102.500 |
102.500 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
5 |
+0 |
| Class III Milk(CME) |
| Nov10 |
101117 |
15.43 |
15.50 |
15.43 |
15.46 |
+0.03 |
54 |
4,990 |
+7 |
| Dec10 |
101117 |
13.72 |
13.90 |
13.70 |
13.84 |
+0.14 |
424 |
6,140 |
-19 |
| Jan11 |
101117 |
13.62 |
13.80 |
13.60 |
13.76 |
+0.11 |
369 |
3,355 |
+126 |
| Feb11 |
101117 |
13.68 |
13.80 |
13.64 |
13.77 |
+0.12 |
100 |
2,669 |
-14 |
| Mar11 |
101117 |
13.88 |
13.93 |
13.85 |
13.90 |
+0.05 |
50 |
2,436 |
+16 |
| Total Volume and Open Interest |
1,330 |
27,543 |
+196 |
| Cocoa(ICE) |
| Dec10 |
101117 |
2762 |
2805 |
2715 |
2784 |
+60 |
4,710 |
1,599 |
-3,750 |
| Mar11 |
101117 |
2790 |
2861 |
2773 |
2837 |
+55 |
8,153 |
76,043 |
+1,474 |
| May11 |
101117 |
2808 |
2876 |
2800 |
2856 |
+52 |
1,002 |
20,187 |
+144 |
| Jul11 |
101117 |
2815 |
2895 |
2815 |
2874 |
+50 |
505 |
8,116 |
+168 |
| Sep11 |
101117 |
2910 |
2910 |
2890 |
2890 |
+50 |
319 |
4,525 |
+106 |
| Dec11 |
101117 |
2923 |
2933 |
2913 |
2913 |
+50 |
23 |
9,462 |
+7 |
| Mar12 |
101117 |
2989 |
2989 |
2989 |
2989 |
+49 |
0 |
10,132 |
+47 |
| Total Volume and Open Interest |
14,717 |
135,231 |
-1,804 |
| Coffee "C"(ICE) |
| Dec10 |
101117 |
198.05 |
200.85 |
195.65 |
199.45 |
+1.65 |
14,403 |
20,342 |
-8,846 |
| Mar11 |
101117 |
200.50 |
203.80 |
198.30 |
202.85 |
+2.35 |
12,704 |
84,092 |
+3,511 |
| May11 |
101117 |
200.65 |
203.90 |
198.85 |
203.45 |
+2.40 |
827 |
16,118 |
+283 |
| Jul11 |
101117 |
198.30 |
202.55 |
197.95 |
202.25 |
+2.45 |
111 |
6,290 |
+37 |
| Sep11 |
101117 |
195.10 |
199.15 |
195.05 |
199.15 |
+2.55 |
48 |
2,949 |
-1 |
| Dec11 |
101117 |
190.60 |
194.45 |
190.55 |
194.45 |
+2.35 |
22 |
6,011 |
+3 |
| Total Volume and Open Interest |
28,116 |
136,857 |
-5,012 |
| Orange Juice(ICE) |
| Jan11 |
101117 |
152.65 |
153.15 |
151.15 |
151.95 |
-0.70 |
597 |
22,619 |
-157 |
| Mar11 |
101117 |
154.00 |
154.00 |
152.25 |
152.95 |
-0.70 |
37 |
3,372 |
+28 |
| May11 |
101117 |
153.00 |
153.70 |
153.00 |
153.70 |
-0.65 |
5 |
854 |
-4 |
| Jul11 |
101117 |
154.55 |
154.55 |
154.55 |
154.55 |
-0.60 |
23 |
1,519 |
+15 |
| Sep11 |
101117 |
155.15 |
155.15 |
155.15 |
155.15 |
-0.60 |
0 |
300 |
+0 |
| Nov11 |
101117 |
154.75 |
154.75 |
154.75 |
154.75 |
-0.60 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
662 |
28,692 |
-118 |
| Sugar #11(ICE) |
| Mar11 |
101117 |
26.02 |
27.23 |
25.30 |
26.47 |
+0.16 |
72,513 |
236,844 |
-8,479 |
| May11 |
101117 |
23.46 |
24.59 |
22.89 |
23.91 |
+0.23 |
34,119 |
101,809 |
-1,146 |
| Jul11 |
101117 |
20.69 |
21.81 |
20.22 |
21.22 |
+0.38 |
25,487 |
97,655 |
-2,644 |
| Oct11 |
101117 |
19.19 |
20.34 |
18.95 |
19.87 |
+0.48 |
7,233 |
54,388 |
-6,483 |
| Mar12 |
101117 |
18.69 |
19.75 |
18.46 |
19.29 |
+0.43 |
3,478 |
47,271 |
+1,320 |
| Total Volume and Open Interest |
143,744 |
580,047 |
-17,502 |
| London Cocoa(LCE) |
| Dec10 |
101117 |
1837 |
1878 |
1833 |
1870 |
+30 |
3,466 |
54,703 |
-134 |
| Mar11 |
101117 |
1858 |
1893 |
1852 |
1882 |
+21 |
4,391 |
56,238 |
+122 |
| May11 |
101117 |
1875 |
1905 |
1871 |
1898 |
+19 |
1,232 |
20,148 |
+133 |
| Jul11 |
101117 |
1899 |
1925 |
1898 |
1916 |
+19 |
628 |
12,237 |
+52 |
| Sep11 |
101117 |
1905 |
1939 |
1905 |
1931 |
+18 |
170 |
9,313 |
+9 |
| Dec11 |
101117 |
1926 |
1957 |
1923 |
1946 |
+19 |
87 |
15,500 |
+18 |
| Mar12 |
101117 |
1932 |
1966 |
1932 |
1958 |
+16 |
29 |
12,980 |
+21 |
| Total Volume and Open Interest |
10,009 |
184,076 |
+226 |
| London Sugar(LCE) |
| Mar11 |
101117 |
650.00 |
685.00 |
648.90 |
670.50 |
+3.80 |
6,300 |
33,343 |
-1,739 |
| May11 |
101117 |
630.00 |
657.80 |
627.10 |
643.80 |
+2.90 |
566 |
8,160 |
+107 |
| Aug11 |
101117 |
566.80 |
598.30 |
566.80 |
585.60 |
+6.00 |
656 |
6,789 |
-111 |
| Oct11 |
101117 |
530.00 |
560.20 |
530.00 |
548.40 |
+9.90 |
189 |
1,264 |
+79 |
| Dec11 |
101117 |
514.20 |
542.60 |
514.20 |
530.50 |
+12.10 |
96 |
485 |
+22 |
| Total Volume and Open Interest |
7,807 |
50,521 |
-9,386 |
| Cotton(ICE) |
| Dec10 |
101117 |
133.00 |
135.00 |
127.75 |
128.90 |
-4.85 |
17,164 |
24,508 |
-8,418 |
| Mar11 |
101117 |
128.01 |
129.68 |
123.20 |
124.15 |
-5.05 |
23,397 |
109,273 |
+3,117 |
| May11 |
101117 |
124.20 |
124.67 |
118.80 |
119.39 |
-5.41 |
3,463 |
18,427 |
+576 |
| Jul11 |
101117 |
118.77 |
119.61 |
113.94 |
114.15 |
-5.79 |
4,352 |
27,747 |
+758 |
| Oct11 |
101117 |
106.07 |
106.37 |
103.10 |
104.23 |
-4.20 |
23 |
435 |
+6 |
| Dec11 |
101117 |
89.45 |
89.95 |
88.00 |
89.39 |
-0.29 |
2,234 |
28,773 |
+75 |
| Total Volume and Open Interest |
50,672 |
210,413 |
-3,882 |
| Lumber(CME) |
| Jan11 |
101117 |
262.3 |
262.4 |
255.0 |
260.5 |
+1.4 |
700 |
5,756 |
-233 |
| Mar11 |
101117 |
276.2 |
278.6 |
272.7 |
277.0 |
-1.0 |
105 |
3,084 |
+35 |
| May11 |
101117 |
286.9 |
286.9 |
280.1 |
286.2 |
-0.6 |
21 |
796 |
-1 |
| Jul11 |
101117 |
288.5 |
288.5 |
288.5 |
288.5 |
-1.5 |
7 |
174 |
+4 |
| Total Volume and Open Interest |
833 |
9,810 |
-267 |
| Crude Oil(NYM) |
| Dec10 |
101117 |
82.44 |
82.67 |
80.06 |
80.44 |
-1.90 |
315,260 |
168,280 |
-29,642 |
| Jan11 |
101117 |
82.86 |
83.17 |
80.65 |
81.04 |
-1.80 |
149,117 |
310,762 |
+3,965 |
| Feb11 |
101117 |
83.48 |
83.75 |
81.35 |
81.71 |
-1.73 |
39,732 |
101,999 |
+2,028 |
| Mar11 |
101117 |
84.23 |
84.24 |
81.93 |
82.29 |
-1.67 |
22,847 |
108,165 |
+5,180 |
| Apr11 |
101117 |
84.46 |
84.46 |
82.38 |
82.74 |
-1.64 |
9,477 |
44,330 |
+961 |
| May11 |
101117 |
84.90 |
84.90 |
82.78 |
83.11 |
-1.62 |
5,795 |
39,473 |
-289 |
| Jun11 |
101117 |
85.07 |
85.08 |
83.10 |
83.44 |
-1.58 |
13,229 |
91,334 |
+1,253 |
| Jul11 |
101117 |
85.10 |
85.10 |
83.61 |
83.73 |
-1.55 |
1,296 |
35,919 |
-180 |
| Aug11 |
101117 |
85.10 |
85.10 |
83.90 |
83.97 |
-1.53 |
1,209 |
14,550 |
-30 |
| Sep11 |
101117 |
85.53 |
85.60 |
84.19 |
84.19 |
-1.52 |
1,250 |
24,712 |
+330 |
| Oct11 |
101117 |
85.24 |
85.30 |
84.41 |
84.41 |
-1.50 |
787 |
16,315 |
-85 |
| Nov11 |
101117 |
85.56 |
85.56 |
84.50 |
84.63 |
-1.50 |
1,910 |
21,066 |
+885 |
| Dec11 |
101117 |
86.18 |
86.43 |
84.55 |
84.86 |
-1.50 |
18,202 |
151,229 |
+151 |
| Jan12 |
101117 |
84.95 |
84.95 |
84.95 |
84.95 |
-1.50 |
158 |
17,174 |
+38 |
| Feb12 |
101117 |
85.04 |
85.04 |
85.04 |
85.04 |
-1.50 |
44 |
7,367 |
-12 |
| Mar12 |
101117 |
85.13 |
85.13 |
85.13 |
85.13 |
-1.50 |
48 |
9,389 |
-15 |
| Total Volume and Open Interest |
595,442 |
1,454,760 |
-14,743 |
| 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 |
101117 |
83.050 |
83.125 |
80.675 |
81.050 |
-1.800 |
1,534 |
2,951 |
-208 |
| Feb11 |
101117 |
83.550 |
83.550 |
81.375 |
81.700 |
-1.750 |
97 |
628 |
+34 |
| Mar11 |
101117 |
83.250 |
84.000 |
82.050 |
82.300 |
-1.650 |
10 |
217 |
+4 |
| Apr11 |
101117 |
83.775 |
83.775 |
82.750 |
82.750 |
-1.625 |
0 |
2 |
+0 |
| May11 |
101117 |
83.100 |
83.100 |
83.100 |
83.100 |
-1.625 |
1 |
14 |
+0 |
| Jun11 |
101117 |
83.675 |
83.675 |
83.450 |
83.450 |
-1.575 |
0 |
20 |
-1 |
| Jul11 |
101117 |
83.725 |
83.725 |
83.725 |
83.725 |
-1.550 |
0 |
2 |
+0 |
| Aug11 |
101117 |
83.975 |
83.975 |
83.975 |
83.975 |
-1.525 |
|
|
|
| Total Volume and Open Interest |
8,885 |
9,026 |
-459 |
| Heating Oil(NYM) |
| Dec10 |
101117 |
230.97 |
231.14 |
223.83 |
225.19 |
-5.71 |
35,062 |
70,982 |
-3,872 |
| Jan11 |
101117 |
233.00 |
233.19 |
225.85 |
227.18 |
-5.62 |
16,498 |
83,702 |
+421 |
| Feb11 |
101117 |
233.93 |
234.00 |
227.14 |
228.33 |
-5.49 |
5,415 |
34,537 |
+314 |
| Mar11 |
101117 |
232.92 |
233.50 |
227.70 |
228.78 |
-5.27 |
3,422 |
28,345 |
+734 |
| Apr11 |
101117 |
232.36 |
232.41 |
227.25 |
227.99 |
-5.00 |
1,822 |
14,978 |
+617 |
| May11 |
101117 |
231.90 |
232.02 |
226.20 |
227.42 |
-4.87 |
1,485 |
16,164 |
+249 |
| Jun11 |
101117 |
231.68 |
232.02 |
226.17 |
227.44 |
-4.81 |
2,623 |
34,674 |
+297 |
| Jul11 |
101117 |
233.06 |
233.06 |
227.62 |
228.43 |
-4.76 |
182 |
6,121 |
+34 |
| Aug11 |
101117 |
233.00 |
233.23 |
228.52 |
229.58 |
-4.75 |
56 |
4,163 |
+21 |
| Sep11 |
101117 |
233.70 |
234.79 |
230.00 |
231.08 |
-4.75 |
276 |
4,607 |
-46 |
| Oct11 |
101117 |
237.00 |
237.00 |
231.98 |
232.94 |
-4.72 |
59 |
2,058 |
+1 |
| Nov11 |
101117 |
239.58 |
239.58 |
234.90 |
234.90 |
-4.68 |
73 |
2,896 |
+8 |
| Total Volume and Open Interest |
67,968 |
326,286 |
-1,471 |
| Gasoline(NYMEX) |
| Dec10 |
101117 |
216.48 |
218.23 |
213.13 |
215.79 |
+0.22 |
45,912 |
56,824 |
-2,801 |
| Jan11 |
101117 |
211.81 |
212.86 |
208.40 |
210.34 |
-1.07 |
36,270 |
95,873 |
+4,170 |
| Feb11 |
101117 |
211.55 |
213.05 |
208.90 |
210.47 |
-1.56 |
14,678 |
27,723 |
+237 |
| Mar11 |
101117 |
212.93 |
213.88 |
210.19 |
211.70 |
-1.98 |
10,728 |
19,925 |
+1,156 |
| Apr11 |
101117 |
224.69 |
225.40 |
221.83 |
222.63 |
-2.42 |
6,584 |
20,257 |
+524 |
| May11 |
101117 |
225.52 |
225.73 |
222.12 |
223.46 |
-2.56 |
2,069 |
10,675 |
+219 |
| Jun11 |
101117 |
226.16 |
226.86 |
222.86 |
223.98 |
-2.65 |
3,108 |
14,462 |
+229 |
| Jul11 |
101117 |
223.83 |
223.83 |
223.79 |
223.79 |
-2.67 |
303 |
4,238 |
-77 |
| Aug11 |
101117 |
223.63 |
223.68 |
223.40 |
223.40 |
-2.72 |
139 |
5,415 |
+52 |
| Sep11 |
101117 |
222.37 |
222.37 |
222.37 |
222.37 |
-2.79 |
149 |
2,686 |
+17 |
| Total Volume and Open Interest |
121,216 |
290,955 |
+3,985 |
| e-miNY RBOB Gasoline(NYM) |
| Dec10 |
101117 |
215.80 |
215.80 |
215.79 |
215.80 |
-3.70 |
0 |
3 |
+0 |
| Jan11 |
101117 |
210.30 |
210.34 |
210.30 |
210.30 |
-1.10 |
0 |
1 |
+0 |
| Feb11 |
101117 |
210.50 |
210.50 |
210.47 |
210.50 |
-1.50 |
0 |
1 |
+0 |
| Mar11 |
101117 |
211.70 |
211.70 |
211.70 |
211.70 |
-2.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
9 |
+0 |
| Natural Gas(NYM) |
| Dec10 |
101117 |
3.834 |
4.037 |
3.796 |
4.030 |
+0.212 |
161,358 |
77,042 |
-19,801 |
| Jan11 |
101117 |
4.018 |
4.198 |
3.976 |
4.190 |
+0.196 |
99,310 |
224,756 |
+10,934 |
| Feb11 |
101117 |
4.005 |
4.195 |
3.983 |
4.187 |
+0.186 |
15,981 |
58,879 |
-71 |
| Mar11 |
101117 |
4.003 |
4.166 |
3.963 |
4.160 |
+0.179 |
19,706 |
91,107 |
-343 |
| Apr11 |
101117 |
3.954 |
4.142 |
3.940 |
4.134 |
+0.170 |
14,327 |
65,704 |
+1,112 |
| May11 |
101117 |
3.981 |
4.176 |
3.981 |
4.168 |
+0.166 |
4,881 |
24,527 |
-168 |
| Jun11 |
101117 |
4.044 |
4.235 |
4.039 |
4.225 |
+0.164 |
1,787 |
12,289 |
+51 |
| Jul11 |
101117 |
4.103 |
4.298 |
4.100 |
4.289 |
+0.162 |
1,840 |
11,133 |
+17 |
| Aug11 |
101117 |
4.147 |
4.338 |
4.140 |
4.331 |
+0.162 |
1,836 |
12,972 |
+145 |
| Sep11 |
101117 |
4.156 |
4.354 |
4.156 |
4.344 |
+0.162 |
1,661 |
10,065 |
-178 |
| Oct11 |
101117 |
4.241 |
4.427 |
4.232 |
4.419 |
+0.160 |
5,117 |
39,811 |
-479 |
| Nov11 |
101117 |
4.539 |
4.645 |
4.527 |
4.635 |
+0.141 |
2,776 |
18,579 |
+245 |
| Dec11 |
101117 |
4.782 |
4.936 |
4.782 |
4.931 |
+0.124 |
1,328 |
18,745 |
+95 |
| Jan12 |
101117 |
5.021 |
5.111 |
5.010 |
5.111 |
+0.115 |
2,140 |
26,745 |
-384 |
| Feb12 |
101117 |
4.975 |
5.085 |
4.975 |
5.085 |
+0.115 |
1,062 |
6,356 |
-97 |
| Mar12 |
101117 |
4.905 |
4.983 |
4.905 |
4.983 |
+0.112 |
423 |
14,097 |
+57 |
| Total Volume and Open Interest |
335,850 |
790,142 |
-8,775 |
| Brent Crude Oil(ICE) |
| Jan11 |
101117 |
84.70 |
85.06 |
82.96 |
83.28 |
-1.45 |
170,770 |
275,687 |
+7,229 |
| Feb11 |
101117 |
84.75 |
85.25 |
83.16 |
83.48 |
-1.45 |
50,900 |
152,517 |
+574 |
| Mar11 |
101117 |
84.98 |
85.45 |
83.38 |
83.69 |
-1.46 |
22,319 |
77,505 |
+3,348 |
| Apr11 |
101117 |
85.20 |
85.65 |
83.64 |
83.94 |
-1.46 |
13,088 |
37,638 |
+387 |
| May11 |
101117 |
85.61 |
85.88 |
83.91 |
84.21 |
-1.45 |
6,782 |
24,916 |
+549 |
| Jun11 |
101117 |
85.76 |
86.17 |
84.18 |
84.47 |
-1.44 |
12,378 |
44,080 |
+774 |
| Jul11 |
101117 |
85.49 |
86.24 |
84.58 |
84.71 |
-1.43 |
2,452 |
12,614 |
+270 |
| Aug11 |
101117 |
85.44 |
86.50 |
84.87 |
84.93 |
-1.43 |
1,732 |
11,936 |
+379 |
| Sep11 |
101117 |
85.65 |
86.65 |
85.05 |
85.13 |
-1.43 |
1,065 |
8,634 |
+14 |
| Oct11 |
101117 |
86.44 |
86.44 |
85.33 |
85.33 |
-1.43 |
539 |
6,558 |
-35 |
| Nov11 |
101117 |
85.51 |
85.51 |
85.51 |
85.51 |
-1.43 |
623 |
10,747 |
+5 |
| Dec11 |
101117 |
86.96 |
87.31 |
85.43 |
85.69 |
-1.44 |
9,257 |
79,885 |
+36 |
| Jan12 |
101117 |
85.88 |
85.88 |
85.88 |
85.88 |
-1.44 |
870 |
11,656 |
-222 |
| Feb12 |
101117 |
86.03 |
86.03 |
86.03 |
86.03 |
-1.44 |
168 |
4,107 |
+120 |
| Total Volume and Open Interest |
295,604 |
835,476 |
-22,025 |
| Gas Oil(ICE) |
| Dec10 |
101117 |
719.50 |
720.50 |
700.00 |
713.50 |
-10.50 |
61,719 |
113,058 |
-6,309 |
| Jan11 |
101117 |
725.25 |
725.25 |
704.75 |
718.25 |
-10.25 |
51,957 |
116,487 |
-5,774 |
| Feb11 |
101117 |
726.75 |
727.50 |
708.00 |
721.25 |
-9.75 |
25,561 |
54,695 |
+2,081 |
| Mar11 |
101117 |
724.25 |
728.25 |
710.00 |
723.00 |
-9.50 |
12,270 |
35,663 |
+1,833 |
| Apr11 |
101117 |
725.25 |
730.25 |
711.25 |
724.25 |
-9.25 |
7,340 |
43,419 |
-553 |
| May11 |
101117 |
723.75 |
731.00 |
712.75 |
725.75 |
-9.25 |
4,273 |
34,646 |
+1,328 |
| Jun11 |
101117 |
731.25 |
732.75 |
714.75 |
727.75 |
-9.25 |
10,219 |
51,651 |
+1,210 |
| Jul11 |
101117 |
734.00 |
737.00 |
718.25 |
731.00 |
-9.25 |
699 |
15,820 |
+229 |
| Aug11 |
101117 |
732.75 |
740.75 |
728.00 |
734.75 |
-9.25 |
556 |
12,825 |
+121 |
| Sep11 |
101117 |
736.25 |
742.00 |
725.75 |
738.25 |
-9.00 |
557 |
9,993 |
-204 |
| Total Volume and Open Interest |
183,559 |
600,346 |
-5,264 |
| Ethanol(CBOT) |
| Nov10 |
101103 |
2.395 |
2.395 |
2.361 |
2.390 |
+0.013 |
76 |
80 |
-56 |
| Dec10 |
101117 |
2.120 |
2.138 |
2.110 |
2.117 |
-0.007 |
111 |
782 |
-93 |
| Jan11 |
101117 |
2.090 |
2.090 |
2.068 |
2.071 |
-0.013 |
44 |
919 |
-22 |
| Feb11 |
101117 |
2.030 |
2.065 |
2.030 |
2.044 |
-0.020 |
281 |
879 |
-242 |
| Mar11 |
101117 |
2.100 |
2.100 |
2.045 |
2.046 |
-0.022 |
182 |
1,023 |
-70 |
| Apr11 |
101117 |
2.057 |
2.057 |
2.045 |
2.046 |
-0.025 |
119 |
808 |
-95 |
| May11 |
101117 |
2.080 |
2.080 |
2.048 |
2.066 |
-0.023 |
17 |
326 |
+7 |
| Jun11 |
101117 |
2.072 |
2.072 |
2.054 |
2.066 |
-0.021 |
50 |
599 |
+7 |
| Total Volume and Open Interest |
861 |
7,845 |
-481 |
| WTI Crude Oil(ICE |
| Dec10 |
101117 |
82.50 |
82.51 |
80.06 |
80.44 |
-1.90 |
71,142 |
48,432 |
-16,454 |
| Jan11 |
101117 |
83.02 |
83.02 |
80.64 |
81.04 |
-1.80 |
74,608 |
113,643 |
+2,829 |
| Feb11 |
101117 |
83.51 |
83.56 |
81.33 |
81.71 |
-1.73 |
18,496 |
46,327 |
+607 |
| Mar11 |
101117 |
83.17 |
84.06 |
82.00 |
82.29 |
-1.67 |
8,568 |
43,911 |
+2,340 |
| Apr11 |
101117 |
83.58 |
84.47 |
82.52 |
82.74 |
-1.64 |
4,406 |
27,308 |
+1,467 |
| May11 |
101117 |
83.92 |
84.58 |
82.99 |
83.11 |
-1.62 |
2,299 |
18,120 |
+271 |
| Jun11 |
101117 |
84.23 |
85.10 |
83.22 |
83.44 |
-1.58 |
4,874 |
46,496 |
+351 |
| Jul11 |
101117 |
84.48 |
85.31 |
83.60 |
83.73 |
-1.55 |
540 |
14,123 |
+106 |
| Aug11 |
101117 |
85.06 |
85.40 |
83.91 |
83.97 |
-1.53 |
261 |
9,049 |
+83 |
| Sep11 |
101117 |
84.19 |
84.19 |
84.19 |
84.19 |
-1.52 |
280 |
11,279 |
+30 |
| Oct11 |
101117 |
84.41 |
84.41 |
84.41 |
84.41 |
-1.50 |
139 |
3,995 |
+40 |
| Nov11 |
101117 |
84.63 |
84.63 |
84.63 |
84.63 |
-1.50 |
361 |
6,345 |
+87 |
| Dec11 |
101117 |
85.93 |
86.40 |
84.60 |
84.86 |
-1.50 |
6,036 |
55,952 |
+964 |
| Jan12 |
101117 |
84.95 |
84.95 |
84.95 |
84.95 |
-1.50 |
73 |
5,218 |
-6 |
| Feb12 |
101117 |
85.04 |
85.04 |
85.04 |
85.04 |
-1.50 |
28 |
1,158 |
+0 |
| Mar12 |
101117 |
85.13 |
85.13 |
85.13 |
85.13 |
-1.50 |
29 |
3,115 |
+15 |
| Total Volume and Open Interest |
194,420 |
526,314 |
-7,007 |
| US Dollar Index(ICE) |
| Dec10 |
101117 |
79.395 |
79.495 |
78.970 |
79.210 |
-0.122 |
29,089 |
33,657 |
-2,120 |
| Mar11 |
101117 |
79.775 |
79.900 |
79.390 |
79.600 |
-0.143 |
115 |
830 |
+9 |
| Jun11 |
101117 |
80.030 |
80.030 |
80.030 |
80.030 |
-0.143 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
29,204 |
34,495 |
-2,111 |
| Australian Dollar(CME) |
| Dec10 |
101117 |
97.32 |
98.04 |
96.95 |
97.63 |
+0.32 |
95,176 |
125,863 |
-1,348 |
| Mar11 |
101117 |
96.13 |
96.86 |
95.85 |
96.51 |
+0.32 |
559 |
1,124 |
+62 |
| Jun11 |
101117 |
95.36 |
95.36 |
95.06 |
95.36 |
+0.30 |
0 |
152 |
+0 |
| Total Volume and Open Interest |
95,735 |
127,276 |
-1,286 |
| British Pound(CME) |
| Dec10 |
101117 |
158.79 |
159.46 |
158.52 |
158.95 |
+0.19 |
85,082 |
103,414 |
-159 |
| Mar11 |
101117 |
158.64 |
159.23 |
158.50 |
158.83 |
+0.18 |
204 |
948 |
+39 |
| Jun11 |
101117 |
158.50 |
158.67 |
158.48 |
158.67 |
+0.19 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
85,307 |
104,438 |
-113 |
| Canadian Dollar(CME) |
| Dec10 |
101117 |
97.85 |
98.17 |
97.25 |
97.64 |
-0.20 |
67,808 |
127,833 |
+1,384 |
| Mar11 |
101117 |
97.60 |
97.95 |
97.14 |
97.43 |
-0.21 |
179 |
4,004 |
+37 |
| Jun11 |
101117 |
97.57 |
97.57 |
96.93 |
97.19 |
-0.20 |
4 |
960 |
+1 |
| Sep11 |
101117 |
96.80 |
97.12 |
96.64 |
96.92 |
-0.20 |
31 |
373 |
+7 |
| Total Volume and Open Interest |
68,046 |
133,522 |
+1,437 |
| Japanese Yen(CME) |
| Dec10 |
101117 |
119.97 |
120.46 |
119.71 |
120.11 |
+0.02 |
129,606 |
127,929 |
-1,863 |
| Mar11 |
101117 |
120.13 |
120.53 |
119.98 |
120.23 |
+0.02 |
318 |
1,296 |
+31 |
| Jun11 |
101117 |
120.38 |
120.38 |
120.37 |
120.38 |
+0.01 |
1 |
202 |
+1 |
| Total Volume and Open Interest |
129,925 |
129,437 |
-1,831 |
| Swiss Franc(CME) |
| Dec10 |
101117 |
100.44 |
101.21 |
100.24 |
100.83 |
+0.40 |
46,404 |
46,922 |
-887 |
| Mar11 |
101117 |
100.42 |
101.17 |
100.42 |
100.91 |
+0.40 |
287 |
325 |
+158 |
| Jun11 |
101117 |
101.00 |
101.00 |
100.61 |
101.00 |
+0.39 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
46,691 |
47,251 |
-729 |
| EuroFX(CME) |
| Dec10 |
101117 |
134.85 |
135.64 |
134.58 |
135.19 |
+0.32 |
369,300 |
195,134 |
-465 |
| Mar11 |
101117 |
134.68 |
135.47 |
134.43 |
135.04 |
+0.32 |
2,793 |
4,839 |
+802 |
| Jun11 |
101117 |
134.50 |
134.85 |
134.50 |
134.85 |
+0.32 |
12 |
97 |
+7 |
| Total Volume and Open Interest |
372,106 |
200,103 |
+343 |
| Mexican Peso(CME) |
| Dec10 |
101117 |
804.0 |
808.2 |
801.8 |
807.2 |
+4.8 |
38,745 |
158,872 |
+5,487 |
| Jan11 |
101117 |
807.0 |
807.0 |
802.2 |
807.0 |
+4.8 |
|
|
|
| Total Volume and Open Interest |
38,781 |
159,351 |
+5,484 |
| 30-Year T-Bonds(CBOT) |
| Dec10 |
101117 |
127~030 |
127~160 |
127~020 |
127~020 |
-0~210 |
|
|
|
| Mar11 |
101117 |
125~290 |
126~090 |
125~020 |
125~150 |
-0~210 |
23,722 |
40,677 |
+4,167 |
| Jun11 |
101117 |
124~090 |
124~300 |
124~090 |
124~090 |
-0~210 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
484,723 |
663,413 |
+11,740 |
| 10-Year T-Notes(CBOT) |
| Dec10 |
101117 |
125~005 |
125~100 |
124~080 |
124~280 |
-0~055 |
1,790,663 |
1,500,838 |
+307 |
| Mar11 |
101117 |
123~315 |
124~105 |
123~220 |
123~285 |
-0~055 |
12,015 |
56,256 |
+3,904 |
| Jun11 |
101117 |
123~030 |
123~075 |
123~020 |
123~020 |
-0~055 |
2 |
43 |
+2 |
| Total Volume and Open Interest |
1,802,680 |
1,557,141 |
+4,213 |
| 5-Year T-Notes(CBOT) |
| Dec10 |
101117 |
120~030 |
120~064 |
120~010 |
120~041 |
+0~007 |
890,978 |
1,137,098 |
+1,137,098 |
| Mar11 |
101117 |
119~053 |
119~101 |
119~046 |
119~078 |
+0~008 |
9,308 |
24,895 |
+7,334 |
| Jun11 |
101117 |
118~102 |
118~102 |
118~094 |
118~102 |
+0~008 |
|
|
|
| Total Volume and Open Interest |
900,286 |
1,161,993 |
-10,927 |
| 2 Year T-Notes(CBOT) |
| Dec10 |
101117 |
109~088 |
109~088 |
109~088 |
109~088 |
+0~003 |
|
|
|
| Mar11 |
101117 |
109~066 |
109~076 |
109~064 |
109~075 |
+0~004 |
988 |
13,291 |
+500 |
| Jun11 |
101117 |
109~058 |
109~058 |
109~054 |
109~058 |
+0~004 |
|
|
|
| Total Volume and Open Interest |
259,836 |
699,342 |
+3,969 |
| Eurodollars(CME) |
| Dec10 |
101117 |
99.675 |
99.688 |
99.673 |
99.683 |
+0.007 |
267,216 |
1,026,312 |
+60,802 |
| Mar11 |
101117 |
99.580 |
99.615 |
99.575 |
99.610 |
+0.030 |
288,997 |
1,174,192 |
-15,073 |
| Jun11 |
101117 |
99.470 |
99.515 |
99.455 |
99.510 |
+0.045 |
309,631 |
1,079,411 |
+2,717 |
| Sep11 |
101117 |
99.355 |
99.400 |
99.335 |
99.395 |
+0.045 |
308,620 |
908,454 |
-14,282 |
| Dec11 |
101117 |
99.225 |
99.275 |
99.200 |
99.265 |
+0.045 |
445,053 |
822,790 |
+7,510 |
| Mar12 |
101117 |
99.085 |
99.140 |
99.055 |
99.130 |
+0.045 |
375,711 |
705,403 |
+851 |
| Jun12 |
101117 |
98.935 |
98.995 |
98.895 |
98.980 |
+0.045 |
309,696 |
468,559 |
+10,053 |
| Sep12 |
101117 |
98.780 |
98.840 |
98.735 |
98.820 |
+0.040 |
265,755 |
382,455 |
+1,839 |
| Dec12 |
101117 |
98.570 |
98.655 |
98.540 |
98.630 |
+0.040 |
244,154 |
301,329 |
+3,216 |
| Mar13 |
101117 |
98.395 |
98.475 |
98.360 |
98.450 |
+0.045 |
170,598 |
260,373 |
+1,149 |
| Jun13 |
101117 |
98.190 |
98.270 |
98.155 |
98.240 |
+0.040 |
127,703 |
147,107 |
+308 |
| Sep13 |
101117 |
97.980 |
98.060 |
97.950 |
98.025 |
+0.040 |
108,387 |
171,343 |
-2,730 |
| Dec13 |
101117 |
97.765 |
97.835 |
97.725 |
97.795 |
+0.035 |
45,064 |
125,933 |
-1,277 |
| Mar14 |
101117 |
97.550 |
97.625 |
97.515 |
97.575 |
+0.030 |
38,420 |
104,556 |
-233 |
| Jun14 |
101117 |
97.325 |
97.390 |
97.285 |
97.340 |
+0.025 |
38,845 |
99,459 |
+703 |
| Sep14 |
101117 |
97.105 |
97.170 |
97.065 |
97.110 |
+0.020 |
41,526 |
65,609 |
-2,088 |
| Dec14 |
101117 |
96.880 |
96.950 |
96.850 |
96.885 |
+0.015 |
28,395 |
82,162 |
-2,665 |
| Mar15 |
101117 |
96.700 |
96.760 |
96.655 |
96.685 |
+0.005 |
19,090 |
43,477 |
-1,048 |
| Total Volume and Open Interest |
3,484,825 |
8,147,939 |
-16,208 |
| 30 Day Federal Funds(CBOT) |
| Nov10 |
101117 |
99.810 |
99.812 |
99.808 |
99.810 |
-0.003 |
5,125 |
90,694 |
+1,336 |
| Dec10 |
101117 |
99.815 |
99.820 |
99.815 |
99.820 |
unch |
3,149 |
88,766 |
-231 |
| Jan11 |
101117 |
99.825 |
99.830 |
99.820 |
99.825 |
unch |
1,764 |
64,203 |
+329 |
| Feb11 |
101117 |
99.820 |
99.825 |
99.820 |
99.825 |
unch |
2,789 |
49,550 |
-77 |
| Mar11 |
101117 |
99.820 |
99.830 |
99.820 |
99.825 |
unch |
1,987 |
29,224 |
+17 |
| Apr11 |
101117 |
99.815 |
99.825 |
99.815 |
99.825 |
unch |
3,311 |
33,570 |
+1,084 |
| Total Volume and Open Interest |
39,403 |
579,928 |
+3,946 |
| 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 |
101117 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
500 |
2,349 |
+300 |
| Mar11 |
101117 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
768 |
+0 |
| Jun11 |
101117 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
150 |
150 |
+150 |
| Sep11 |
101117 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
|
|
|
| Dec11 |
101117 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
| Mar12 |
101117 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
| Jun12 |
101117 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
|
|
|
| Sep12 |
101117 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
| Dec12 |
101117 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
|
|
|
| Mar13 |
101117 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
|
|
|
| Total Volume and Open Interest |
650 |
3,267 |
+450 |
| 3-Mth Euro-Yen(SGX) |
| Dec10 |
101117 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
200 |
4,448 |
+0 |
| Mar11 |
101117 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,475 |
+0 |
| Jun11 |
101117 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,637 |
+150 |
| Sep11 |
101117 |
99.66 |
99.66 |
99.65 |
99.65 |
unch |
0 |
1,530 |
+0 |
| Dec11 |
101117 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
110 |
+0 |
| Mar12 |
101117 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
305 |
+0 |
| Jun12 |
101117 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
754 |
+0 |
| Sep12 |
101117 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
310 |
+0 |
| Total Volume and Open Interest |
200 |
10,573 |
+150 |
| Japanese Gov't Bonds(SGX) |
| Dec10 |
101117 |
142.28 |
142.42 |
141.84 |
141.85 |
-0.46 |
6,082 |
16,720 |
-1,787 |
| Mar11 |
101117 |
140.74 |
140.74 |
140.74 |
140.74 |
-0.46 |
|
|
|
| Jun11 |
101117 |
138.65 |
138.65 |
138.65 |
138.65 |
-0.46 |
|
|
|
| Total Volume and Open Interest |
6,082 |
16,720 |
-1,787 |
| Euro-Bund(EUREX) |
| Dec10 |
101117 |
128.34 |
128.71 |
128.11 |
128.45 |
+0.31 |
823,349 |
967,564 |
+4,509 |
| Mar11 |
101117 |
128.21 |
128.58 |
128.04 |
128.37 |
+0.30 |
2,991 |
16,950 |
+1,585 |
| Jun11 |
101117 |
127.70 |
127.70 |
127.70 |
127.70 |
+0.31 |
|
|
|
| Total Volume and Open Interest |
826,340 |
984,514 |
+6,094 |
| Euro-Bobl(EUREX) |
| Dec10 |
101115 |
119.83 |
120.01 |
119.68 |
119.87 |
-0.28 |
455,095 |
738,158 |
-36,665 |
| Mar11 |
101117 |
119.58 |
119.80 |
119.55 |
119.55 |
+0.06 |
2,000 |
94,714 |
-351 |
| Jun11 |
101117 |
119.48 |
119.48 |
119.48 |
119.48 |
+0.08 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
495,034 |
821,532 |
+19,132 |
| 3-Mth Euribor(EUREX) |
| Dec10 |
101117 |
98.915 |
98.925 |
98.915 |
98.925 |
+0.015 |
1,514 |
6,133 |
+1,498 |
| Mar11 |
101117 |
98.770 |
98.775 |
98.770 |
98.775 |
+0.025 |
17 |
2,610 |
-4 |
| Jun11 |
101117 |
98.640 |
98.645 |
98.640 |
98.645 |
+0.030 |
9 |
5,329 |
-1 |
| Total Volume and Open Interest |
1,597 |
22,621 |
+1,418 |
| Long Gilt(LIFFE) |
| Dec10 |
101111 |
122~31 |
123~03 |
122~17 |
122~25 |
-0~19 |
117,509 |
292,074 |
+5,701 |
| Mar11 |
101117 |
120~08 |
120~17 |
120~07 |
120~13 |
+0~10 |
1,029 |
2,607 |
+1,007 |
| Total Volume and Open Interest |
130,720 |
294,682 |
+10,313 |
| 3-Mth Short Sterling(LIFFE) |
| Dec10 |
101117 |
99.24 |
99.26 |
99.23 |
99.24 |
unch |
29,366 |
344,262 |
-9,934 |
| Mar11 |
101117 |
99.12 |
99.15 |
99.10 |
99.13 |
unch |
27,573 |
280,071 |
+1,600 |
| Jun11 |
101117 |
98.98 |
99.02 |
98.96 |
99.00 |
+0.01 |
38,336 |
248,225 |
-3,172 |
| Sep11 |
101117 |
98.84 |
98.88 |
98.81 |
98.86 |
+0.03 |
38,830 |
239,673 |
+4,691 |
| Dec11 |
101117 |
98.66 |
98.70 |
98.63 |
98.68 |
+0.03 |
65,670 |
316,554 |
+4,219 |
| Mar12 |
101117 |
98.47 |
98.52 |
98.44 |
98.50 |
+0.03 |
48,165 |
220,158 |
+4,998 |
| Total Volume and Open Interest |
363,778 |
2,103,975 |
+13,307 |
| 3-Mth Euribor(LIFFE) |
| Dec10 |
101117 |
98.910 |
98.925 |
98.910 |
98.925 |
+0.015 |
79,732 |
575,012 |
-14,489 |
| Mar11 |
101117 |
98.760 |
98.780 |
98.755 |
98.775 |
+0.025 |
116,636 |
601,528 |
-9,950 |
| Jun11 |
101117 |
98.630 |
98.650 |
98.620 |
98.645 |
+0.030 |
103,556 |
477,191 |
-4,804 |
| Total Volume and Open Interest |
745,298 |
3,238,665 |
-43,780 |
| 3-Mth Aus T-Bills(SFE) |
| Dec10 |
101117 |
94.97 |
94.98 |
94.95 |
94.97 |
unch |
16,603 |
170,471 |
-4,792 |
| Mar11 |
101117 |
94.86 |
94.88 |
94.84 |
94.85 |
-0.01 |
22,211 |
168,873 |
-760 |
| Jun11 |
101117 |
94.72 |
94.77 |
94.70 |
94.72 |
unch |
11,830 |
98,452 |
-2,650 |
| Sep11 |
101117 |
94.61 |
94.66 |
94.60 |
94.62 |
+0.01 |
6,346 |
56,205 |
+56 |
| Dec11 |
101117 |
94.51 |
94.57 |
94.50 |
94.52 |
+0.01 |
3,186 |
38,272 |
+164 |
| Mar12 |
101117 |
94.42 |
94.48 |
94.42 |
94.45 |
+0.01 |
1,969 |
41,123 |
+978 |
| Jun12 |
101117 |
94.35 |
94.43 |
94.35 |
94.40 |
+0.01 |
998 |
32,130 |
+605 |
| Sep12 |
101117 |
94.35 |
94.38 |
94.35 |
94.36 |
+0.02 |
487 |
11,903 |
+326 |
| Dec12 |
101117 |
94.29 |
94.32 |
94.29 |
94.31 |
+0.02 |
0 |
1,918 |
+0 |
| Mar13 |
101117 |
94.28 |
94.29 |
94.28 |
94.29 |
+0.01 |
0 |
1,695 |
+0 |
| Total Volume and Open Interest |
63,630 |
621,275 |
-6,073 |
| 10-Year Aus T-Bonds(SFE) |
| Dec10 |
101117 |
94.58 |
94.60 |
94.51 |
94.55 |
-0.02 |
47,628 |
383,990 |
-12,122 |
| Mar11 |
101117 |
94.55 |
94.55 |
94.55 |
94.55 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
47,628 |
383,990 |
-12,122 |
| 3-Year Aus T-Bonds(SFE) |
| Dec10 |
101117 |
94.87 |
94.92 |
94.84 |
94.87 |
unch |
121,436 |
538,421 |
-48,373 |
| Mar11 |
101117 |
94.82 |
94.82 |
94.82 |
94.82 |
unch |
|
|
|
| Total Volume and Open Interest |
121,436 |
538,421 |
-48,373 |
| Gold(CMX) |
| Dec10 |
101117 |
1341.0 |
1344.6 |
1330.1 |
1336.9 |
-1.5 |
199,636 |
294,636 |
-20,756 |
| Feb11 |
101117 |
1342.8 |
1345.7 |
1333.0 |
1339.0 |
-1.5 |
26,250 |
141,927 |
+8,669 |
| Apr11 |
101117 |
1341.2 |
1348.4 |
1334.9 |
1340.9 |
-1.5 |
3,107 |
27,844 |
+318 |
| Jun11 |
101117 |
1345.2 |
1349.9 |
1337.8 |
1342.9 |
-1.5 |
2,761 |
28,998 |
-797 |
| Aug11 |
101117 |
1342.8 |
1350.9 |
1340.3 |
1344.9 |
-1.5 |
464 |
13,183 |
+102 |
| Oct11 |
101117 |
1348.1 |
1348.1 |
1344.0 |
1347.0 |
-1.6 |
584 |
9,996 |
+298 |
| Dec11 |
101117 |
1349.3 |
1355.7 |
1343.0 |
1349.1 |
-1.7 |
2,711 |
29,235 |
+1,768 |
| Feb12 |
101117 |
1351.5 |
1351.5 |
1351.5 |
1351.5 |
-1.8 |
0 |
6,011 |
+0 |
| Apr12 |
101117 |
1354.0 |
1354.0 |
1354.0 |
1354.0 |
-2.0 |
0 |
5,788 |
+0 |
| Jun12 |
101117 |
1356.6 |
1356.6 |
1356.6 |
1356.6 |
-2.1 |
1,100 |
9,766 |
+900 |
| Aug12 |
101117 |
1359.5 |
1359.5 |
1359.5 |
1359.5 |
-2.4 |
0 |
4,708 |
+0 |
| Total Volume and Open Interest |
250,418 |
634,874 |
-10,183 |
| Silver(CMX) |
| Dec10 |
101117 |
2541.0 |
2590.5 |
2501.5 |
2551.1 |
+27.8 |
82,132 |
59,181 |
-1,872 |
| Mar11 |
101117 |
2557.0 |
2597.0 |
2510.0 |
2558.5 |
+27.9 |
9,863 |
40,039 |
-607 |
| May11 |
101117 |
2551.5 |
2600.0 |
2518.5 |
2563.0 |
+28.1 |
1,230 |
11,883 |
+13 |
| Jul11 |
101117 |
2540.0 |
2598.0 |
2540.0 |
2567.4 |
+28.2 |
243 |
8,843 |
+4 |
| Sep11 |
101117 |
2563.0 |
2571.7 |
2563.0 |
2571.7 |
+28.1 |
73 |
6,056 |
+22 |
| Dec11 |
101117 |
2562.0 |
2611.0 |
2540.0 |
2577.7 |
+28.1 |
852 |
8,593 |
+30 |
| Mar12 |
101117 |
2583.5 |
2583.5 |
2583.5 |
2583.5 |
+27.8 |
1 |
355 |
+1 |
| Total Volume and Open Interest |
94,829 |
145,405 |
-2,269 |
| Platinum(NYMEX) |
| Jan11 |
101117 |
1645.0 |
1648.0 |
1628.0 |
1640.9 |
-4.8 |
6,210 |
34,880 |
-998 |
| Apr11 |
101117 |
1643.1 |
1650.9 |
1636.3 |
1644.9 |
-4.7 |
59 |
1,491 |
+44 |
| Jul11 |
101117 |
1646.9 |
1647.5 |
1643.6 |
1647.5 |
-4.9 |
5 |
211 |
+2 |
| Oct11 |
101117 |
1647.5 |
1647.5 |
1647.5 |
1647.5 |
-4.9 |
|
|
|
| Total Volume and Open Interest |
6,275 |
36,590 |
-951 |
| Palladium(NYMEX) |
| Dec10 |
101117 |
642.35 |
664.20 |
625.65 |
654.85 |
+8.95 |
4,798 |
17,351 |
-1,181 |
| Mar11 |
101117 |
642.10 |
665.10 |
627.75 |
656.50 |
+8.90 |
1,393 |
6,970 |
+1,174 |
| Jun11 |
101117 |
637.60 |
660.25 |
637.60 |
657.50 |
+8.90 |
2 |
171 |
+1 |
| Total Volume and Open Interest |
6,193 |
24,506 |
-6 |
| Copper(CMX) |
| Dec10 |
101117 |
372.20 |
376.80 |
360.65 |
372.95 |
+0.20 |
44,495 |
49,033 |
-2,715 |
| Mar11 |
101117 |
372.95 |
376.75 |
361.10 |
373.40 |
+0.30 |
8,751 |
74,728 |
+2,410 |
| May11 |
101117 |
371.75 |
375.05 |
365.00 |
372.90 |
+0.05 |
850 |
16,382 |
+253 |
| Jul11 |
101117 |
361.95 |
374.20 |
361.95 |
371.90 |
-0.15 |
132 |
5,124 |
+57 |
| Sep11 |
101117 |
365.00 |
373.50 |
361.50 |
370.75 |
-0.30 |
68 |
4,796 |
-9 |
| Total Volume and Open Interest |
55,566 |
159,291 |
-393 |
| DJIA Index(CBOT) |
| Dec10 |
101117 |
10992 |
11022 |
10969 |
10995 |
+11 |
287 |
8,124 |
-5 |
| Mar11 |
101117 |
10958 |
10958 |
10925 |
10926 |
+10 |
0 |
19 |
+0 |
| Jun11 |
101117 |
10865 |
10865 |
10854 |
10865 |
+11 |
|
|
|
| Sep11 |
101117 |
10807 |
10807 |
10796 |
10807 |
+11 |
|
|
|
| Total Volume and Open Interest |
287 |
8,143 |
-5 |
| S & P 500(CME) |
| Dec10 |
101117 |
1176.70 |
1181.90 |
1173.60 |
1177.50 |
+2.80 |
18,187 |
339,460 |
+234 |
| Mar11 |
101117 |
1170.80 |
1176.50 |
1168.50 |
1172.30 |
+2.80 |
2,148 |
8,021 |
+2,004 |
| Jun11 |
101117 |
1167.40 |
1171.10 |
1163.60 |
1167.40 |
+2.80 |
39 |
2,749 |
-7 |
| Sep11 |
101117 |
1162.70 |
1166.40 |
1158.90 |
1162.70 |
+2.80 |
0 |
100 |
+0 |
| Total Volume and Open Interest |
20,374 |
350,330 |
+2,231 |
| S & P 500 E-Mini(Globex) |
| Dec10 |
101117 |
1177.75 |
1178.00 |
1177.25 |
1177.75 |
+1.50 |
|
|
|
| Mar11 |
101117 |
1171.00 |
1176.75 |
1169.00 |
1172.25 |
+2.75 |
797 |
27,297 |
+110 |
| Total Volume and Open Interest |
2,072,096 |
2,854,698 |
+14,647 |
| NASDAQ 100(CME) |
| Dec10 |
101117 |
2096.00 |
2110.00 |
2089.00 |
2097.00 |
+6.20 |
669 |
31,075 |
-216 |
| Mar11 |
101117 |
2092.00 |
2104.00 |
2089.00 |
2095.30 |
+6.00 |
0 |
2 |
+0 |
| Jun11 |
101117 |
2092.80 |
2092.80 |
2091.50 |
2092.80 |
+6.00 |
|
|
|
| Total Volume and Open Interest |
669 |
31,077 |
-216 |
| NASDAQ 100 E-Mini(Globex) |
| Dec10 |
101117 |
2093.00 |
2109.30 |
2088.00 |
2097.00 |
+6.20 |
259,982 |
458,016 |
+9,311 |
| Mar11 |
101117 |
2097.80 |
2105.80 |
2086.80 |
2095.30 |
+6.00 |
69 |
1,193 |
-4 |
| Total Volume and Open Interest |
260,051 |
459,220 |
+9,307 |
| S & P Midcap 400(CME) |
| Dec10 |
101117 |
831.50 |
836.50 |
831.00 |
834.00 |
+4.40 |
1 |
3,267 |
-1 |
| Mar11 |
101117 |
832.00 |
832.00 |
831.60 |
832.00 |
+4.40 |
0 |
2 |
+0 |
| Jun11 |
101117 |
830.00 |
830.00 |
829.60 |
830.00 |
+4.40 |
|
|
|
| Total Volume and Open Interest |
1 |
3,269 |
-1 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec10 |
101117 |
9835 |
9835 |
9835 |
9835 |
+130 |
|
|
|
| Mar11 |
101117 |
9865 |
9865 |
9735 |
9865 |
+130 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
11,769 |
40,567 |
+175 |
| Nikkei 225(SGX) |
| Dec10 |
101117 |
9775 |
9830 |
9685 |
9820 |
+45 |
119,306 |
202,525 |
-3,510 |
| Mar11 |
101117 |
9795 |
9815 |
9750 |
9815 |
+50 |
53 |
4,014 |
+1 |
| Jun11 |
101117 |
9745 |
9745 |
9745 |
9745 |
+50 |
0 |
2,125 |
+0 |
| Total Volume and Open Interest |
119,360 |
215,067 |
-2,742 |
| CAC 40(EURONEXT) |
| Nov10 |
101117 |
3762.5 |
3799.0 |
3747.0 |
3790.0 |
+30.0 |
130,209 |
346,200 |
-18,767 |
| Dec10 |
101117 |
3758.5 |
3798.5 |
3747.0 |
3789.0 |
+30.0 |
15,697 |
89,616 |
+5,899 |
| Jan11 |
101117 |
3779.0 |
3791.5 |
3779.0 |
3791.5 |
+29.0 |
7 |
55 |
+3 |
| Total Volume and Open Interest |
145,914 |
436,006 |
-12,865 |
| Hang Seng Index(HKFE) |
| Nov10 |
101117 |
23436 |
23598 |
23141 |
23175 |
-420 |
96,730 |
108,275 |
-3,438 |
| Dec10 |
101117 |
23458 |
23600 |
23148 |
23180 |
-420 |
3,755 |
19,986 |
-6 |
| Total Volume and Open Interest |
100,756 |
130,780 |
-3,406 |
| DAX(EUREX) |
| Dec10 |
101117 |
6675.0 |
6714.0 |
6660.0 |
6706.0 |
+28.5 |
146,251 |
191,280 |
+3,889 |
| Mar11 |
101117 |
6689.5 |
6727.0 |
6689.5 |
6722.0 |
+28.0 |
213 |
12,480 |
+17 |
| Jun11 |
101117 |
6708.5 |
6743.0 |
6708.5 |
6742.5 |
+29.5 |
33 |
2,804 |
+18 |
| Total Volume and Open Interest |
146,497 |
206,564 |
+3,924 |
| FT-SE 100(EURONEXT) |
| Dec10 |
101117 |
5676.00 |
5704.00 |
5651.50 |
5688.50 |
+8.50 |
94,437 |
622,071 |
+5,446 |
| Mar11 |
101117 |
5617.00 |
5656.00 |
5617.00 |
5648.00 |
+7.50 |
43 |
6,012 |
-7 |
| Jun11 |
101117 |
5606.00 |
5606.00 |
5606.00 |
5606.00 |
+7.50 |
25 |
696 |
+0 |
| Total Volume and Open Interest |
94,505 |
628,789 |
+5,439 |
| SPI 200(SFE) |
| Dec10 |
101117 |
4695.0 |
4697.0 |
4632.0 |
4636.0 |
-77.0 |
36,415 |
212,583 |
-1,829 |
| Mar11 |
101117 |
4658.0 |
4658.0 |
4632.0 |
4632.0 |
-77.0 |
26 |
2,197 |
+4 |
| Jun11 |
101117 |
4658.0 |
4658.0 |
4658.0 |
4658.0 |
-78.0 |
50 |
1,148 |
+42 |
| Total Volume and Open Interest |
36,918 |
219,701 |
-1,401 |
| GSCI(CME) |
| Dec10 |
101117 |
563.75 |
568.75 |
558.75 |
559.00 |
-6.00 |
565 |
14,796 |
+146 |
| Jan11 |
101117 |
561.00 |
570.00 |
561.00 |
561.00 |
-6.00 |
0 |
3 |
+0 |
| Feb11 |
101117 |
563.50 |
572.50 |
563.50 |
563.50 |
-6.50 |
|
|
|
| Total Volume and Open Interest |
565 |
14,799 |
-2,689 |
| 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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