|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu November 18, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan11 |
101118 |
1208.75 |
1245.50 |
1193.75 |
1242.00 |
+37.00 |
154,393 |
294,970 |
-12,942 |
| Mar11 |
101118 |
1215.25 |
1252.50 |
1201.50 |
1249.25 |
+37.25 |
34,058 |
105,011 |
+2,758 |
| May11 |
101118 |
1217.50 |
1251.50 |
1199.75 |
1248.50 |
+37.25 |
13,207 |
61,004 |
+54 |
| Jul11 |
101118 |
1224.75 |
1253.50 |
1200.25 |
1250.00 |
+38.25 |
17,321 |
52,413 |
-828 |
| Aug11 |
101118 |
1208.25 |
1235.00 |
1194.25 |
1231.75 |
+37.50 |
337 |
1,828 |
+41 |
| Sep11 |
101118 |
1174.00 |
1196.25 |
1160.00 |
1195.50 |
+35.50 |
422 |
2,542 |
+115 |
| Nov11 |
101118 |
1129.25 |
1162.00 |
1120.00 |
1160.00 |
+33.25 |
20,766 |
92,184 |
+50 |
| Total Volume and Open Interest |
240,979 |
617,459 |
-10,561 |
| Soybean Meal(CBOT) |
| Dec10 |
101118 |
328.50 |
337.90 |
325.20 |
335.00 |
+7.00 |
48,830 |
58,846 |
-9,576 |
| Jan11 |
101118 |
330.40 |
339.80 |
326.80 |
336.60 |
+6.80 |
27,732 |
41,987 |
+1,883 |
| Mar11 |
101118 |
334.00 |
342.00 |
328.80 |
338.80 |
+6.90 |
15,531 |
29,841 |
-683 |
| May11 |
101118 |
331.70 |
340.60 |
327.10 |
337.60 |
+6.90 |
8,425 |
21,711 |
+378 |
| Jul11 |
101118 |
330.90 |
340.00 |
326.60 |
337.30 |
+7.30 |
7,025 |
15,219 |
+57 |
| Aug11 |
101118 |
322.00 |
331.50 |
321.80 |
329.50 |
+7.00 |
1,089 |
4,327 |
-53 |
| Sep11 |
101118 |
316.20 |
321.50 |
311.50 |
319.20 |
+5.70 |
1,484 |
4,679 |
+82 |
| Oct11 |
101118 |
300.00 |
305.40 |
296.00 |
302.10 |
+4.20 |
2,743 |
4,321 |
+975 |
| Total Volume and Open Interest |
119,763 |
196,858 |
-4,778 |
| Soybean Oil(CBOT) |
| Dec10 |
101118 |
49.19 |
50.98 |
48.44 |
50.92 |
+1.98 |
59,041 |
91,031 |
-3,236 |
| Jan11 |
101118 |
49.46 |
51.27 |
48.75 |
51.25 |
+2.00 |
36,354 |
117,489 |
-2,900 |
| Mar11 |
101118 |
49.86 |
51.64 |
49.13 |
51.64 |
+2.02 |
20,547 |
64,697 |
-535 |
| May11 |
101118 |
50.22 |
51.91 |
49.43 |
51.91 |
+2.03 |
6,313 |
34,055 |
+510 |
| Jul11 |
101118 |
50.40 |
52.11 |
49.62 |
52.11 |
+2.03 |
5,866 |
25,556 |
+133 |
| Aug11 |
101118 |
50.75 |
52.16 |
50.75 |
52.16 |
+2.03 |
1,100 |
5,086 |
+8 |
| Sep11 |
101118 |
50.54 |
52.18 |
50.54 |
52.18 |
+2.02 |
336 |
2,492 |
+56 |
| Oct11 |
101118 |
50.51 |
52.18 |
49.64 |
52.18 |
+2.02 |
961 |
3,656 |
+143 |
| Total Volume and Open Interest |
132,710 |
358,487 |
-5,726 |
| Canola(WCE) |
| Nov10 |
101112 |
532.6 |
532.6 |
532.6 |
532.6 |
-26.4 |
0 |
152 |
+0 |
| Jan11 |
101118 |
527.7 |
544.4 |
524.0 |
538.9 |
+13.3 |
15,667 |
133,428 |
-575 |
| Mar11 |
101118 |
534.4 |
550.4 |
533.3 |
545.1 |
+12.8 |
2,418 |
19,592 |
+672 |
| May11 |
101118 |
535.4 |
552.3 |
535.4 |
547.9 |
+12.8 |
293 |
4,727 |
-5 |
| Jul11 |
101118 |
535.0 |
553.1 |
535.0 |
548.8 |
+12.8 |
245 |
14,160 |
+131 |
| Total Volume and Open Interest |
19,509 |
204,379 |
+734 |
| Corn(CBOT) |
| Dec10 |
101118 |
527.00 |
546.50 |
526.00 |
541.75 |
+16.00 |
265,132 |
314,796 |
-17,167 |
| Mar11 |
101118 |
540.25 |
560.00 |
540.25 |
555.75 |
+16.50 |
165,020 |
621,516 |
+3,629 |
| May11 |
101118 |
547.00 |
566.50 |
547.00 |
562.50 |
+16.25 |
23,425 |
133,355 |
-890 |
| Jul11 |
101118 |
551.00 |
570.25 |
551.00 |
565.75 |
+15.75 |
45,839 |
209,711 |
-1,698 |
| Sep11 |
101118 |
522.75 |
537.75 |
522.50 |
532.00 |
+11.75 |
9,293 |
39,053 |
+1,692 |
| Dec11 |
101118 |
499.00 |
515.00 |
499.00 |
508.50 |
+9.25 |
71,957 |
259,530 |
+736 |
| Total Volume and Open Interest |
588,794 |
1,632,201 |
-11,478 |
| Wheat(CBOT) |
| Dec10 |
101118 |
633.75 |
657.25 |
633.25 |
645.25 |
+12.75 |
95,326 |
103,382 |
-15,798 |
| Mar11 |
101118 |
673.50 |
696.50 |
673.25 |
684.50 |
+13.00 |
61,406 |
184,550 |
+3,984 |
| May11 |
101118 |
698.25 |
720.00 |
698.00 |
709.25 |
+13.50 |
6,331 |
43,418 |
-240 |
| Jul11 |
101118 |
711.75 |
731.00 |
711.25 |
720.50 |
+13.00 |
8,512 |
86,413 |
-1,658 |
| Sep11 |
101118 |
728.75 |
749.50 |
726.50 |
739.75 |
+13.25 |
906 |
16,369 |
-43 |
| Total Volume and Open Interest |
177,036 |
502,231 |
-15,055 |
| Wheat(KCBT) |
| Dec10 |
101118 |
696.25 |
720.00 |
696.25 |
710.25 |
+14.75 |
17,991 |
48,078 |
-4,967 |
| Mar11 |
101118 |
711.75 |
735.00 |
711.50 |
726.00 |
+15.25 |
16,733 |
103,177 |
+662 |
| May11 |
101118 |
721.25 |
743.00 |
721.25 |
733.75 |
+14.75 |
2,445 |
20,996 |
+506 |
| Jul11 |
101118 |
728.00 |
747.75 |
728.00 |
740.00 |
+14.75 |
3,968 |
49,466 |
-896 |
| Sep11 |
101118 |
739.50 |
754.25 |
739.00 |
748.50 |
+15.75 |
467 |
7,330 |
+26 |
| Total Volume and Open Interest |
42,207 |
239,671 |
-4,612 |
| Wheat(MGE) |
| Dec10 |
101118 |
714.25 |
733.50 |
714.25 |
724.00 |
+13.50 |
5,554 |
10,880 |
-1,148 |
| Mar11 |
101118 |
730.50 |
749.00 |
729.75 |
739.75 |
+14.00 |
4,616 |
26,488 |
-664 |
| May11 |
101118 |
740.00 |
757.25 |
740.00 |
748.50 |
+12.00 |
2,057 |
8,078 |
+193 |
| Jul11 |
101118 |
744.75 |
761.50 |
744.75 |
755.25 |
+13.75 |
1,465 |
8,108 |
+105 |
| Sep11 |
101118 |
746.00 |
766.75 |
746.00 |
759.50 |
+15.50 |
458 |
6,417 |
-55 |
| Total Volume and Open Interest |
14,558 |
67,558 |
-1,477 |
| Oats(CBOT) |
| Dec10 |
101118 |
347.25 |
356.50 |
344.00 |
355.50 |
+8.25 |
804 |
3,695 |
-226 |
| Mar11 |
101118 |
360.00 |
369.00 |
356.50 |
368.00 |
+8.25 |
320 |
8,361 |
+48 |
| May11 |
101118 |
372.50 |
373.75 |
365.50 |
373.75 |
+8.25 |
22 |
527 |
-2 |
| Jul11 |
101118 |
370.75 |
379.00 |
370.75 |
379.00 |
+8.25 |
26 |
126 |
+21 |
| Total Volume and Open Interest |
1,174 |
13,589 |
-157 |
| Rough Rice(CBOT) |
| Nov10 |
101112 |
13.98 |
14.27 |
13.77 |
13.77 |
-0.51 |
59 |
54 |
-36 |
| Jan11 |
101118 |
13.48 |
13.84 |
13.44 |
13.82 |
+0.37 |
1,214 |
11,104 |
-170 |
| Mar11 |
101118 |
13.73 |
14.09 |
13.73 |
14.09 |
+0.36 |
273 |
3,235 |
-53 |
| May11 |
101118 |
14.27 |
14.35 |
14.22 |
14.35 |
+0.37 |
52 |
1,004 |
-10 |
| Total Volume and Open Interest |
1,789 |
17,485 |
-294 |
| Live Cattle(CME) |
| Dec10 |
101118 |
99.180 |
101.500 |
99.180 |
100.800 |
+1.450 |
19,402 |
67,296 |
-3,552 |
| Feb11 |
101118 |
102.480 |
104.850 |
102.480 |
104.500 |
+1.900 |
16,619 |
126,923 |
+1,747 |
| Apr11 |
101118 |
105.930 |
107.850 |
105.930 |
107.800 |
+1.820 |
7,144 |
67,975 |
+82 |
| Jun11 |
101118 |
103.200 |
104.950 |
103.180 |
104.750 |
+1.450 |
3,346 |
31,466 |
+170 |
| Aug11 |
101118 |
102.580 |
104.200 |
102.580 |
104.150 |
+1.550 |
762 |
12,576 |
+55 |
| Oct11 |
101118 |
105.250 |
106.900 |
105.250 |
106.830 |
+1.630 |
344 |
5,846 |
+69 |
| Total Volume and Open Interest |
47,728 |
314,299 |
-1,392 |
| Feeder Cattle(CME) |
| Nov10 |
101118 |
112.400 |
112.535 |
112.250 |
112.450 |
+0.250 |
287 |
1,602 |
-159 |
| Jan11 |
101118 |
114.900 |
116.350 |
114.700 |
116.050 |
+1.300 |
2,280 |
14,532 |
-80 |
| Mar11 |
101118 |
115.500 |
116.930 |
115.330 |
116.900 |
+1.550 |
713 |
6,952 |
+11 |
| Apr11 |
101118 |
116.000 |
117.300 |
115.800 |
117.285 |
+1.235 |
166 |
1,842 |
+3 |
| May11 |
101118 |
116.000 |
117.550 |
116.000 |
117.480 |
+1.000 |
182 |
2,564 |
+68 |
| Aug11 |
101118 |
117.850 |
119.000 |
117.830 |
119.000 |
+1.100 |
93 |
1,604 |
+59 |
| Sep11 |
101118 |
117.250 |
118.000 |
117.000 |
118.000 |
+0.850 |
0 |
79 |
+0 |
| Total Volume and Open Interest |
3,721 |
29,189 |
-98 |
| Lean Hogs(CME) |
| Dec10 |
101118 |
68.500 |
69.430 |
67.800 |
68.650 |
+0.015 |
16,865 |
32,532 |
-3,904 |
| Feb11 |
101118 |
74.285 |
76.000 |
74.135 |
75.800 |
+1.650 |
12,310 |
70,576 |
+832 |
| Apr11 |
101118 |
77.700 |
79.950 |
77.700 |
79.830 |
+2.045 |
4,244 |
44,827 |
+289 |
| May11 |
101118 |
84.730 |
86.000 |
84.680 |
86.000 |
+1.800 |
141 |
1,402 |
-8 |
| Jun11 |
101118 |
86.850 |
88.750 |
86.750 |
88.680 |
+1.930 |
2,504 |
26,978 |
+2 |
| Jul11 |
101118 |
86.550 |
88.100 |
86.550 |
88.050 |
+2.000 |
190 |
6,213 |
+2 |
| Aug11 |
101118 |
85.850 |
87.480 |
85.850 |
87.250 |
+1.650 |
122 |
5,340 |
+23 |
| Oct11 |
101118 |
77.100 |
78.200 |
77.100 |
78.100 |
+1.350 |
108 |
3,895 |
-15 |
| Total Volume and Open Interest |
36,580 |
193,252 |
-2,798 |
| Pork Bellies(CME) |
| Feb11 |
101118 |
104.500 |
104.500 |
104.500 |
104.500 |
unch |
0 |
5 |
+0 |
| Mar11 |
101118 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
|
|
|
| May11 |
101118 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
|
|
|
| Jul11 |
101118 |
103.500 |
103.500 |
103.500 |
103.500 |
unch |
|
|
|
| Aug11 |
101118 |
102.500 |
102.500 |
102.500 |
102.500 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
5 |
+0 |
| Class III Milk(CME) |
| Nov10 |
101118 |
15.46 |
15.50 |
15.44 |
15.48 |
+0.02 |
124 |
5,000 |
+10 |
| Dec10 |
101118 |
13.85 |
14.05 |
13.83 |
13.99 |
+0.15 |
661 |
5,937 |
-203 |
| Jan11 |
101118 |
13.84 |
14.00 |
13.75 |
13.97 |
+0.21 |
461 |
3,474 |
+119 |
| Feb11 |
101118 |
13.76 |
14.07 |
13.76 |
14.02 |
+0.25 |
124 |
2,642 |
-27 |
| Mar11 |
101118 |
13.87 |
14.10 |
13.87 |
14.00 |
+0.10 |
57 |
2,452 |
+16 |
| Total Volume and Open Interest |
1,754 |
27,656 |
+113 |
| Cocoa(ICE) |
| Dec10 |
101118 |
2820 |
2918 |
2820 |
2896 |
+112 |
607 |
525 |
-1,074 |
| Mar11 |
101118 |
2855 |
2949 |
2855 |
2939 |
+102 |
5,878 |
76,096 |
+53 |
| May11 |
101118 |
2892 |
2962 |
2890 |
2955 |
+99 |
740 |
20,035 |
-152 |
| Jul11 |
101118 |
2896 |
2982 |
2896 |
2970 |
+96 |
538 |
8,324 |
+208 |
| Sep11 |
101118 |
2911 |
3000 |
2911 |
2988 |
+98 |
168 |
4,604 |
+79 |
| Dec11 |
101118 |
2933 |
3006 |
2933 |
3006 |
+93 |
42 |
9,457 |
-5 |
| Mar12 |
101118 |
3054 |
3084 |
3054 |
3084 |
+95 |
18 |
10,130 |
-2 |
| Total Volume and Open Interest |
7,991 |
134,338 |
-893 |
| Coffee "C"(ICE) |
| Dec10 |
101118 |
200.00 |
209.85 |
200.00 |
208.65 |
+9.20 |
21,439 |
11,623 |
-8,719 |
| Mar11 |
101118 |
203.35 |
212.00 |
203.35 |
211.30 |
+8.45 |
18,368 |
86,191 |
+2,099 |
| May11 |
101118 |
204.60 |
212.05 |
204.60 |
211.70 |
+8.25 |
4,608 |
19,594 |
+3,476 |
| Jul11 |
101118 |
203.30 |
210.65 |
203.30 |
210.20 |
+7.95 |
63 |
6,323 |
+33 |
| Sep11 |
101118 |
203.35 |
207.10 |
203.10 |
206.80 |
+7.65 |
39 |
2,990 |
+41 |
| Dec11 |
101118 |
198.40 |
202.15 |
198.40 |
201.95 |
+7.50 |
59 |
6,012 |
+1 |
| Total Volume and Open Interest |
44,576 |
133,788 |
-3,069 |
| Orange Juice(ICE) |
| Jan11 |
101118 |
151.95 |
153.00 |
151.10 |
152.85 |
+0.90 |
1,269 |
22,324 |
-295 |
| Mar11 |
101118 |
153.50 |
153.85 |
152.00 |
153.85 |
+0.90 |
162 |
3,450 |
+78 |
| May11 |
101118 |
153.85 |
154.80 |
152.85 |
154.75 |
+1.05 |
2 |
852 |
-2 |
| Jul11 |
101118 |
155.05 |
155.90 |
153.80 |
155.70 |
+1.15 |
5 |
1,514 |
-5 |
| Sep11 |
101118 |
155.90 |
155.90 |
155.90 |
155.90 |
+0.75 |
0 |
300 |
+0 |
| Nov11 |
101118 |
155.00 |
155.00 |
155.00 |
155.00 |
+0.25 |
5 |
10 |
+5 |
| Total Volume and Open Interest |
1,443 |
28,473 |
-219 |
| Sugar #11(ICE) |
| Mar11 |
101118 |
26.92 |
28.90 |
26.92 |
28.15 |
+1.68 |
72,551 |
238,776 |
+1,932 |
| May11 |
101118 |
24.09 |
26.25 |
24.09 |
25.62 |
+1.71 |
29,517 |
99,998 |
-1,811 |
| Jul11 |
101118 |
21.35 |
23.50 |
21.35 |
23.02 |
+1.80 |
16,114 |
99,153 |
+1,498 |
| Oct11 |
101118 |
20.19 |
21.85 |
20.19 |
21.45 |
+1.58 |
9,051 |
54,366 |
-22 |
| Mar12 |
101118 |
19.65 |
21.08 |
19.65 |
20.57 |
+1.28 |
4,851 |
47,253 |
-18 |
| Total Volume and Open Interest |
134,338 |
581,924 |
+1,877 |
| London Cocoa(LCE) |
| Dec10 |
101118 |
1882 |
1939 |
1879 |
1935 |
+65 |
4,086 |
54,077 |
-626 |
| Mar11 |
101118 |
1895 |
1939 |
1890 |
1931 |
+49 |
5,449 |
56,721 |
+483 |
| May11 |
101118 |
1909 |
1952 |
1906 |
1945 |
+47 |
690 |
20,269 |
+121 |
| Jul11 |
101118 |
1932 |
1969 |
1924 |
1962 |
+46 |
488 |
12,442 |
+205 |
| Sep11 |
101118 |
1941 |
1983 |
1941 |
1976 |
+45 |
551 |
9,557 |
+244 |
| Dec11 |
101118 |
1966 |
2000 |
1959 |
1990 |
+44 |
0 |
15,500 |
+0 |
| Mar12 |
101118 |
2004 |
2004 |
1992 |
2001 |
+43 |
8 |
12,977 |
-3 |
| Total Volume and Open Interest |
11,284 |
184,512 |
+436 |
| London Sugar(LCE) |
| Mar11 |
101118 |
688.10 |
722.10 |
680.40 |
708.70 |
+38.20 |
3,002 |
32,553 |
-790 |
| May11 |
101118 |
659.70 |
690.00 |
652.00 |
678.10 |
+34.30 |
329 |
8,053 |
-107 |
| Aug11 |
101118 |
599.00 |
624.50 |
592.10 |
618.70 |
+33.10 |
177 |
6,808 |
+19 |
| Oct11 |
101118 |
556.00 |
579.70 |
548.40 |
575.90 |
+27.50 |
166 |
1,365 |
+101 |
| Dec11 |
101118 |
544.80 |
563.30 |
534.40 |
558.60 |
+28.10 |
33 |
512 |
+27 |
| Total Volume and Open Interest |
3,714 |
49,771 |
-750 |
| Cotton(ICE) |
| Dec10 |
101118 |
128.90 |
133.90 |
128.50 |
133.90 |
+5.00 |
13,266 |
17,979 |
-6,529 |
| Mar11 |
101118 |
123.99 |
129.15 |
123.38 |
129.15 |
+5.00 |
17,420 |
109,203 |
-70 |
| May11 |
101118 |
119.39 |
124.39 |
119.00 |
124.39 |
+5.00 |
6,012 |
19,454 |
+1,027 |
| Jul11 |
101118 |
114.77 |
119.15 |
114.50 |
118.99 |
+4.84 |
3,550 |
28,319 |
+572 |
| Oct11 |
101118 |
107.00 |
107.64 |
107.00 |
107.64 |
+3.41 |
24 |
426 |
-9 |
| Dec11 |
101118 |
89.32 |
92.05 |
89.30 |
91.08 |
+1.69 |
3,212 |
29,127 |
+354 |
| Total Volume and Open Interest |
43,530 |
205,785 |
-4,628 |
| Lumber(CME) |
| Jan11 |
101118 |
260.6 |
264.4 |
259.5 |
261.2 |
+0.7 |
538 |
5,572 |
-184 |
| Mar11 |
101118 |
277.1 |
281.0 |
276.9 |
279.5 |
+2.5 |
85 |
3,030 |
-54 |
| May11 |
101118 |
284.1 |
290.0 |
284.1 |
290.0 |
+3.8 |
24 |
796 |
+0 |
| Jul11 |
101118 |
289.1 |
289.1 |
287.0 |
289.1 |
+0.6 |
0 |
174 |
+0 |
| Total Volume and Open Interest |
647 |
9,572 |
-238 |
| Crude Oil(NYM) |
| Dec10 |
101118 |
80.45 |
82.35 |
80.45 |
81.85 |
+1.41 |
454,828 |
106,720 |
-61,560 |
| Jan11 |
101118 |
81.04 |
82.92 |
80.92 |
82.42 |
+1.38 |
224,785 |
321,825 |
+11,063 |
| Feb11 |
101118 |
81.84 |
83.56 |
81.84 |
83.08 |
+1.37 |
54,714 |
100,424 |
-1,575 |
| Mar11 |
101118 |
82.60 |
84.09 |
82.60 |
83.64 |
+1.35 |
35,072 |
110,421 |
+2,256 |
| Apr11 |
101118 |
83.09 |
84.52 |
83.09 |
84.06 |
+1.32 |
15,063 |
43,746 |
-584 |
| May11 |
101118 |
83.96 |
84.84 |
83.90 |
84.42 |
+1.31 |
12,771 |
37,339 |
-2,134 |
| Jun11 |
101118 |
83.64 |
85.22 |
83.64 |
84.74 |
+1.30 |
28,944 |
90,544 |
-790 |
| Jul11 |
101118 |
85.22 |
85.45 |
84.49 |
85.01 |
+1.28 |
9,007 |
34,266 |
-1,653 |
| Aug11 |
101118 |
85.42 |
85.42 |
84.85 |
85.25 |
+1.28 |
7,731 |
16,286 |
+1,736 |
| Sep11 |
101118 |
85.63 |
85.63 |
85.10 |
85.47 |
+1.28 |
3,894 |
24,012 |
-700 |
| Oct11 |
101118 |
85.42 |
85.69 |
85.37 |
85.69 |
+1.28 |
2,754 |
16,400 |
+85 |
| Nov11 |
101118 |
85.91 |
85.91 |
85.91 |
85.91 |
+1.28 |
3,669 |
21,991 |
+925 |
| Dec11 |
101118 |
85.25 |
86.55 |
85.25 |
86.14 |
+1.28 |
31,264 |
148,357 |
-2,872 |
| Jan12 |
101118 |
86.23 |
86.23 |
86.23 |
86.23 |
+1.28 |
1,506 |
17,427 |
+253 |
| Feb12 |
101118 |
86.31 |
86.31 |
86.31 |
86.31 |
+1.27 |
2 |
7,367 |
+0 |
| Mar12 |
101118 |
86.39 |
86.39 |
86.39 |
86.39 |
+1.26 |
250 |
9,523 |
+134 |
| Total Volume and Open Interest |
900,827 |
1,399,774 |
-54,986 |
| 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 |
101118 |
81.100 |
82.900 |
80.900 |
82.425 |
+1.375 |
2,375 |
3,029 |
+78 |
| Feb11 |
101118 |
82.050 |
83.500 |
82.050 |
83.075 |
+1.375 |
77 |
641 |
+13 |
| Mar11 |
101118 |
82.800 |
83.800 |
82.800 |
83.650 |
+1.350 |
28 |
211 |
-6 |
| Apr11 |
101118 |
84.050 |
84.050 |
84.050 |
84.050 |
+1.300 |
1 |
1 |
-1 |
| May11 |
101118 |
84.425 |
84.425 |
84.425 |
84.425 |
+1.325 |
3 |
13 |
-1 |
| Jun11 |
101118 |
84.750 |
84.750 |
84.750 |
84.750 |
+1.300 |
1 |
19 |
-1 |
| Jul11 |
101118 |
85.000 |
85.000 |
85.000 |
85.000 |
+1.275 |
2 |
2 |
+0 |
| Aug11 |
101118 |
85.250 |
85.250 |
85.250 |
85.250 |
+1.275 |
|
|
|
| Total Volume and Open Interest |
13,380 |
8,992 |
-34 |
| Heating Oil(NYM) |
| Dec10 |
101118 |
225.48 |
230.48 |
225.26 |
229.51 |
+4.32 |
51,236 |
64,491 |
-6,491 |
| Jan11 |
101118 |
227.20 |
232.29 |
227.09 |
231.33 |
+4.15 |
27,499 |
85,090 |
+1,388 |
| Feb11 |
101118 |
228.93 |
233.25 |
228.90 |
232.35 |
+4.02 |
8,731 |
33,669 |
-868 |
| Mar11 |
101118 |
231.77 |
233.53 |
231.53 |
232.77 |
+3.99 |
5,211 |
29,219 |
+874 |
| Apr11 |
101118 |
229.35 |
232.75 |
229.35 |
231.91 |
+3.92 |
2,786 |
15,452 |
+474 |
| May11 |
101118 |
227.85 |
231.87 |
227.85 |
231.31 |
+3.89 |
1,978 |
16,186 |
+22 |
| Jun11 |
101118 |
228.03 |
232.07 |
228.03 |
231.28 |
+3.84 |
3,699 |
34,756 |
+82 |
| Jul11 |
101118 |
232.51 |
232.97 |
231.54 |
232.27 |
+3.84 |
383 |
6,225 |
+104 |
| Aug11 |
101118 |
233.61 |
234.32 |
232.65 |
233.42 |
+3.84 |
277 |
4,200 |
+37 |
| Sep11 |
101118 |
234.54 |
235.32 |
234.54 |
234.90 |
+3.82 |
443 |
4,801 |
+194 |
| Oct11 |
101118 |
236.75 |
236.75 |
236.70 |
236.70 |
+3.76 |
110 |
2,049 |
-9 |
| Nov11 |
101118 |
238.15 |
238.65 |
238.15 |
238.60 |
+3.70 |
575 |
2,844 |
-52 |
| Total Volume and Open Interest |
104,385 |
321,832 |
-4,454 |
| Gasoline(NYMEX) |
| Dec10 |
101118 |
216.50 |
224.15 |
216.20 |
222.83 |
+7.04 |
45,610 |
52,245 |
-4,579 |
| Jan11 |
101118 |
211.00 |
217.00 |
210.50 |
215.85 |
+5.51 |
35,324 |
95,706 |
-167 |
| Feb11 |
101118 |
212.50 |
216.16 |
212.50 |
215.14 |
+4.67 |
16,523 |
26,603 |
-1,120 |
| Mar11 |
101118 |
212.76 |
217.28 |
212.72 |
216.09 |
+4.39 |
9,444 |
20,178 |
+253 |
| Apr11 |
101118 |
223.63 |
227.21 |
223.63 |
226.59 |
+3.96 |
4,191 |
21,116 |
+859 |
| May11 |
101118 |
225.40 |
227.28 |
225.40 |
227.28 |
+3.82 |
1,849 |
10,612 |
-63 |
| Jun11 |
101118 |
226.94 |
228.33 |
226.26 |
227.70 |
+3.72 |
2,379 |
14,054 |
-408 |
| Jul11 |
101118 |
227.03 |
227.39 |
227.03 |
227.39 |
+3.60 |
289 |
4,368 |
+130 |
| Aug11 |
101118 |
226.38 |
226.89 |
226.38 |
226.89 |
+3.49 |
228 |
5,427 |
+12 |
| Sep11 |
101118 |
225.76 |
225.76 |
225.76 |
225.76 |
+3.39 |
89 |
2,714 |
+28 |
| Total Volume and Open Interest |
116,357 |
285,976 |
-4,979 |
| e-miNY RBOB Gasoline(NYM) |
| Dec10 |
101118 |
222.80 |
222.83 |
222.80 |
222.80 |
+7.00 |
0 |
3 |
+0 |
| Jan11 |
101118 |
215.90 |
215.90 |
215.85 |
215.90 |
+5.60 |
0 |
1 |
+0 |
| Feb11 |
101118 |
215.10 |
215.14 |
215.10 |
215.10 |
+4.60 |
0 |
1 |
+0 |
| Mar11 |
101118 |
216.10 |
216.10 |
216.09 |
216.10 |
+4.40 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1 |
10 |
+1 |
| Natural Gas(NYM) |
| Dec10 |
101118 |
4.027 |
4.058 |
3.853 |
4.007 |
-0.023 |
112,162 |
61,363 |
-15,679 |
| Jan11 |
101118 |
4.177 |
4.226 |
4.035 |
4.183 |
-0.007 |
52,544 |
229,742 |
+4,986 |
| Feb11 |
101118 |
4.161 |
4.230 |
4.046 |
4.189 |
+0.002 |
12,859 |
58,117 |
-762 |
| Mar11 |
101118 |
4.133 |
4.190 |
4.022 |
4.161 |
+0.001 |
12,372 |
91,921 |
+814 |
| Apr11 |
101118 |
4.103 |
4.164 |
4.005 |
4.127 |
-0.007 |
11,424 |
66,234 |
+530 |
| May11 |
101118 |
4.163 |
4.194 |
4.041 |
4.161 |
-0.007 |
4,456 |
24,928 |
+401 |
| Jun11 |
101118 |
4.184 |
4.238 |
4.103 |
4.216 |
-0.009 |
3,774 |
13,112 |
+823 |
| Jul11 |
101118 |
4.269 |
4.300 |
4.186 |
4.279 |
-0.010 |
1,933 |
11,213 |
+80 |
| Aug11 |
101118 |
4.276 |
4.339 |
4.227 |
4.322 |
-0.009 |
1,561 |
13,222 |
+250 |
| Sep11 |
101118 |
4.290 |
4.355 |
4.235 |
4.337 |
-0.007 |
1,372 |
9,995 |
-70 |
| Oct11 |
101118 |
4.411 |
4.434 |
4.302 |
4.413 |
-0.006 |
6,649 |
39,961 |
+150 |
| Nov11 |
101118 |
4.604 |
4.644 |
4.540 |
4.627 |
-0.008 |
1,918 |
18,565 |
-14 |
| Dec11 |
101118 |
4.901 |
4.945 |
4.840 |
4.925 |
-0.006 |
1,706 |
18,395 |
-350 |
| Jan12 |
101118 |
5.076 |
5.130 |
5.021 |
5.106 |
-0.005 |
2,214 |
26,796 |
+51 |
| Feb12 |
101118 |
5.058 |
5.080 |
5.010 |
5.076 |
-0.009 |
39 |
6,349 |
-7 |
| Mar12 |
101118 |
4.940 |
4.988 |
4.937 |
4.974 |
-0.009 |
177 |
14,090 |
-7 |
| Total Volume and Open Interest |
227,575 |
781,273 |
-8,869 |
| Brent Crude Oil(ICE) |
| Jan11 |
101118 |
83.50 |
85.50 |
83.50 |
85.05 |
+1.77 |
198,212 |
268,199 |
-7,488 |
| Feb11 |
101118 |
83.75 |
85.60 |
83.75 |
85.20 |
+1.72 |
49,321 |
158,520 |
+6,003 |
| Mar11 |
101118 |
84.13 |
85.76 |
84.01 |
85.35 |
+1.66 |
22,810 |
77,905 |
+400 |
| Apr11 |
101118 |
84.32 |
85.89 |
84.32 |
85.54 |
+1.60 |
9,599 |
38,346 |
+708 |
| May11 |
101118 |
84.59 |
86.11 |
84.59 |
85.76 |
+1.55 |
7,227 |
24,771 |
-145 |
| Jun11 |
101118 |
84.86 |
86.34 |
84.86 |
85.98 |
+1.51 |
20,350 |
44,297 |
+217 |
| Jul11 |
101118 |
85.61 |
86.42 |
85.61 |
86.19 |
+1.48 |
2,980 |
12,304 |
-310 |
| Aug11 |
101118 |
85.83 |
86.64 |
85.80 |
86.38 |
+1.45 |
1,542 |
12,016 |
+80 |
| Sep11 |
101118 |
86.03 |
86.84 |
86.02 |
86.56 |
+1.43 |
2,634 |
8,777 |
+143 |
| Oct11 |
101118 |
86.75 |
86.75 |
86.74 |
86.74 |
+1.41 |
1,819 |
7,484 |
+926 |
| Nov11 |
101118 |
86.90 |
86.90 |
86.90 |
86.90 |
+1.39 |
756 |
10,746 |
-1 |
| Dec11 |
101118 |
86.52 |
87.46 |
86.39 |
87.05 |
+1.36 |
16,323 |
79,611 |
-274 |
| Jan12 |
101118 |
87.23 |
87.23 |
87.23 |
87.23 |
+1.35 |
237 |
11,520 |
-136 |
| Feb12 |
101118 |
87.37 |
87.37 |
87.37 |
87.37 |
+1.34 |
122 |
4,107 |
+0 |
| Total Volume and Open Interest |
340,010 |
836,830 |
+1,354 |
| Gas Oil(ICE) |
| Dec10 |
101118 |
705.00 |
720.75 |
705.00 |
715.50 |
+2.00 |
88,940 |
106,876 |
-6,182 |
| Jan11 |
101118 |
710.75 |
724.75 |
710.00 |
720.25 |
+2.00 |
83,666 |
112,230 |
-4,257 |
| Feb11 |
101118 |
717.75 |
727.50 |
717.75 |
723.50 |
+2.25 |
35,576 |
56,460 |
+1,765 |
| Mar11 |
101118 |
723.25 |
729.25 |
721.00 |
725.25 |
+2.25 |
14,447 |
37,397 |
+1,734 |
| Apr11 |
101118 |
724.50 |
730.00 |
723.50 |
726.50 |
+2.25 |
9,334 |
42,494 |
-925 |
| May11 |
101118 |
726.25 |
731.50 |
725.75 |
727.75 |
+2.00 |
7,483 |
33,840 |
-806 |
| Jun11 |
101118 |
719.75 |
733.50 |
719.75 |
729.50 |
+1.75 |
15,456 |
47,940 |
-3,711 |
| Jul11 |
101118 |
734.25 |
736.50 |
731.25 |
732.75 |
+1.75 |
1,421 |
16,025 |
+205 |
| Aug11 |
101118 |
738.00 |
739.75 |
735.00 |
736.25 |
+1.50 |
917 |
12,752 |
-73 |
| Sep11 |
101118 |
740.75 |
741.25 |
737.25 |
739.25 |
+1.00 |
811 |
9,891 |
-102 |
| Total Volume and Open Interest |
267,125 |
587,825 |
-12,521 |
| Ethanol(CBOT) |
| Nov10 |
101103 |
2.395 |
2.395 |
2.361 |
2.390 |
+0.013 |
76 |
80 |
-56 |
| Dec10 |
101118 |
2.150 |
2.170 |
2.145 |
2.155 |
+0.038 |
228 |
686 |
-96 |
| Jan11 |
101118 |
2.111 |
2.121 |
2.110 |
2.119 |
+0.048 |
158 |
899 |
-20 |
| Feb11 |
101118 |
2.104 |
2.104 |
2.075 |
2.087 |
+0.043 |
91 |
885 |
+6 |
| Mar11 |
101118 |
2.109 |
2.109 |
2.075 |
2.089 |
+0.043 |
202 |
1,118 |
+95 |
| Apr11 |
101118 |
2.076 |
2.095 |
2.076 |
2.095 |
+0.049 |
26 |
807 |
-1 |
| May11 |
101118 |
2.109 |
2.110 |
2.109 |
2.109 |
+0.043 |
31 |
336 |
+10 |
| Jun11 |
101118 |
2.116 |
2.116 |
2.106 |
2.114 |
+0.048 |
12 |
605 |
+6 |
| Total Volume and Open Interest |
854 |
7,862 |
+17 |
| WTI Crude Oil(ICE |
| Dec10 |
101118 |
80.84 |
82.33 |
80.84 |
81.85 |
+1.41 |
80,307 |
40,880 |
-7,552 |
| Jan11 |
101118 |
81.48 |
82.91 |
81.42 |
82.42 |
+1.38 |
98,192 |
114,317 |
+674 |
| Feb11 |
101118 |
82.13 |
83.57 |
82.08 |
83.08 |
+1.37 |
30,840 |
48,678 |
+2,351 |
| Mar11 |
101118 |
82.83 |
84.08 |
82.81 |
83.64 |
+1.35 |
14,511 |
44,665 |
+754 |
| Apr11 |
101118 |
83.49 |
84.48 |
83.49 |
84.06 |
+1.32 |
6,446 |
27,680 |
+372 |
| May11 |
101118 |
84.01 |
84.83 |
84.01 |
84.42 |
+1.31 |
6,050 |
17,633 |
-487 |
| Jun11 |
101118 |
84.45 |
85.21 |
84.29 |
84.74 |
+1.30 |
15,744 |
48,444 |
+1,948 |
| Jul11 |
101118 |
84.74 |
85.40 |
84.73 |
85.01 |
+1.28 |
1,974 |
14,133 |
+10 |
| Aug11 |
101118 |
85.55 |
85.65 |
85.25 |
85.25 |
+1.28 |
1,281 |
8,754 |
-295 |
| Sep11 |
101118 |
85.47 |
85.47 |
85.47 |
85.47 |
+1.28 |
1,693 |
11,156 |
-123 |
| Oct11 |
101118 |
85.69 |
85.69 |
85.69 |
85.69 |
+1.28 |
1,001 |
4,079 |
+84 |
| Nov11 |
101118 |
85.91 |
85.91 |
85.91 |
85.91 |
+1.28 |
1,309 |
7,229 |
+884 |
| Dec11 |
101118 |
85.60 |
86.55 |
85.52 |
86.14 |
+1.28 |
11,487 |
55,121 |
-831 |
| Jan12 |
101118 |
86.23 |
86.23 |
86.23 |
86.23 |
+1.28 |
13 |
5,218 |
+0 |
| Feb12 |
101118 |
86.31 |
86.31 |
86.31 |
86.31 |
+1.27 |
5 |
1,158 |
+0 |
| Mar12 |
101118 |
86.39 |
86.39 |
86.39 |
86.39 |
+1.26 |
5 |
3,120 |
+5 |
| Total Volume and Open Interest |
274,305 |
524,874 |
-1,440 |
| US Dollar Index(ICE) |
| Dec10 |
101118 |
79.035 |
79.120 |
78.530 |
78.730 |
-0.480 |
36,824 |
31,900 |
-1,757 |
| Mar11 |
101118 |
79.460 |
79.460 |
78.930 |
79.105 |
-0.495 |
265 |
905 |
+75 |
| Jun11 |
101118 |
79.535 |
79.535 |
79.535 |
79.535 |
-0.495 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
37,089 |
32,813 |
-1,682 |
| Australian Dollar(CME) |
| Dec10 |
101118 |
97.78 |
98.78 |
97.63 |
98.66 |
+1.03 |
132,096 |
119,531 |
-6,332 |
| Mar11 |
101118 |
96.63 |
97.61 |
96.51 |
97.52 |
+1.01 |
358 |
1,290 |
+166 |
| Jun11 |
101118 |
96.36 |
96.36 |
95.36 |
96.36 |
+1.00 |
0 |
152 |
+0 |
| Total Volume and Open Interest |
132,454 |
121,110 |
-6,166 |
| British Pound(CME) |
| Dec10 |
101118 |
159.04 |
160.54 |
158.86 |
160.41 |
+1.46 |
148,407 |
97,799 |
-5,615 |
| Mar11 |
101118 |
159.00 |
160.39 |
158.80 |
160.29 |
+1.46 |
351 |
1,122 |
+174 |
| Jun11 |
101118 |
158.76 |
160.11 |
158.67 |
160.11 |
+1.44 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
148,758 |
98,997 |
-5,441 |
| Canadian Dollar(CME) |
| Dec10 |
101118 |
97.59 |
98.42 |
97.55 |
97.85 |
+0.21 |
138,584 |
118,373 |
-9,460 |
| Mar11 |
101118 |
97.47 |
98.17 |
97.43 |
97.64 |
+0.21 |
1,154 |
4,485 |
+481 |
| Jun11 |
101118 |
97.75 |
97.83 |
97.19 |
97.40 |
+0.21 |
16 |
973 |
+13 |
| Sep11 |
101118 |
97.53 |
97.63 |
96.92 |
97.12 |
+0.20 |
19 |
386 |
+13 |
| Total Volume and Open Interest |
139,799 |
124,587 |
-8,935 |
| Japanese Yen(CME) |
| Dec10 |
101118 |
120.24 |
120.36 |
119.36 |
119.85 |
-0.26 |
131,944 |
130,070 |
+2,141 |
| Mar11 |
101118 |
120.41 |
120.45 |
119.49 |
119.97 |
-0.26 |
424 |
1,419 |
+123 |
| Jun11 |
101118 |
120.12 |
120.38 |
120.12 |
120.12 |
-0.26 |
0 |
202 |
+0 |
| Total Volume and Open Interest |
132,368 |
131,701 |
+2,264 |
| Swiss Franc(CME) |
| Dec10 |
101118 |
100.89 |
101.49 |
100.02 |
100.36 |
-0.47 |
50,390 |
44,190 |
-2,732 |
| Mar11 |
101118 |
101.09 |
101.51 |
100.18 |
100.44 |
-0.47 |
185 |
385 |
+60 |
| Jun11 |
101118 |
100.53 |
101.00 |
100.53 |
100.53 |
-0.47 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
50,575 |
44,579 |
-2,672 |
| EuroFX(CME) |
| Dec10 |
101118 |
135.26 |
136.69 |
135.26 |
136.30 |
+1.11 |
454,019 |
190,057 |
-5,077 |
| Mar11 |
101118 |
135.15 |
136.53 |
135.04 |
136.16 |
+1.12 |
2,338 |
5,407 |
+568 |
| Jun11 |
101118 |
135.76 |
136.28 |
134.85 |
135.97 |
+1.12 |
5 |
102 |
+5 |
| Total Volume and Open Interest |
456,363 |
195,598 |
-4,505 |
| Mexican Peso(CME) |
| Dec10 |
101118 |
807.2 |
813.8 |
806.8 |
812.0 |
+4.8 |
64,708 |
147,117 |
-11,755 |
| Jan11 |
101118 |
811.5 |
811.5 |
807.0 |
811.5 |
+4.5 |
|
|
|
| Total Volume and Open Interest |
64,738 |
147,623 |
-11,728 |
| 30-Year T-Bonds(CBOT) |
| Dec10 |
101118 |
126~090 |
126~170 |
125~280 |
126~170 |
-0~170 |
|
|
|
| Mar11 |
101118 |
125~120 |
125~150 |
124~070 |
124~310 |
-0~160 |
13,211 |
43,807 |
+3,130 |
| Jun11 |
101118 |
123~240 |
124~090 |
123~240 |
123~240 |
-0~170 |
2 |
9 |
+0 |
| Total Volume and Open Interest |
520,916 |
647,423 |
-15,990 |
| 10-Year T-Notes(CBOT) |
| Dec10 |
101118 |
124~255 |
124~280 |
124~015 |
124~155 |
-0~125 |
1,719,535 |
1,460,047 |
-40,791 |
| Mar11 |
101118 |
123~270 |
123~285 |
123~015 |
123~155 |
-0~130 |
26,369 |
63,891 |
+7,635 |
| Jun11 |
101118 |
122~230 |
123~020 |
122~210 |
122~210 |
-0~130 |
5 |
38 |
-5 |
| Total Volume and Open Interest |
1,745,909 |
1,523,980 |
-33,161 |
| 5-Year T-Notes(CBOT) |
| Dec10 |
101118 |
120~015 |
120~027 |
120~007 |
120~027 |
-0~014 |
721,004 |
1,105,824 |
-31,274 |
| Mar11 |
101118 |
119~062 |
119~078 |
119~018 |
119~062 |
-0~016 |
15,404 |
24,829 |
-66 |
| Jun11 |
101118 |
118~086 |
118~102 |
118~086 |
118~086 |
-0~016 |
|
|
|
| Total Volume and Open Interest |
736,408 |
1,130,653 |
-31,340 |
| 2 Year T-Notes(CBOT) |
| Dec10 |
101118 |
109~085 |
109~085 |
109~085 |
109~085 |
-0~003 |
|
|
|
| Mar11 |
101118 |
109~071 |
109~075 |
109~064 |
109~072 |
-0~003 |
15,729 |
27,275 |
+13,984 |
| Jun11 |
101118 |
109~055 |
109~058 |
109~055 |
109~055 |
-0~003 |
|
|
|
| Total Volume and Open Interest |
243,809 |
689,507 |
-9,835 |
| Eurodollars(CME) |
| Dec10 |
101118 |
99.680 |
99.692 |
99.677 |
99.688 |
+0.005 |
231,867 |
1,005,533 |
-20,779 |
| Mar11 |
101118 |
99.605 |
99.620 |
99.585 |
99.615 |
+0.005 |
236,992 |
1,165,748 |
-8,444 |
| Jun11 |
101118 |
99.505 |
99.525 |
99.475 |
99.520 |
+0.010 |
226,975 |
1,070,753 |
-8,658 |
| Sep11 |
101118 |
99.390 |
99.410 |
99.350 |
99.405 |
+0.010 |
243,325 |
905,020 |
-3,434 |
| Dec11 |
101118 |
99.255 |
99.270 |
99.210 |
99.265 |
unch |
304,704 |
825,465 |
+2,675 |
| Mar12 |
101118 |
99.130 |
99.135 |
99.055 |
99.110 |
-0.020 |
323,142 |
714,540 |
+9,137 |
| Jun12 |
101118 |
98.980 |
98.985 |
98.885 |
98.945 |
-0.035 |
232,857 |
453,918 |
-14,641 |
| Sep12 |
101118 |
98.820 |
98.825 |
98.710 |
98.775 |
-0.045 |
191,386 |
376,371 |
-6,084 |
| Dec12 |
101118 |
98.630 |
98.630 |
98.515 |
98.585 |
-0.045 |
187,300 |
295,911 |
-5,418 |
| Mar13 |
101118 |
98.450 |
98.450 |
98.325 |
98.410 |
-0.040 |
164,256 |
240,661 |
-19,712 |
| Jun13 |
101118 |
98.235 |
98.235 |
98.115 |
98.210 |
-0.030 |
113,536 |
142,974 |
-4,133 |
| Sep13 |
101118 |
98.020 |
98.020 |
97.895 |
98.005 |
-0.020 |
100,321 |
166,481 |
-4,862 |
| Dec13 |
101118 |
97.780 |
97.790 |
97.660 |
97.775 |
-0.020 |
44,320 |
123,760 |
-2,173 |
| Mar14 |
101118 |
97.565 |
97.565 |
97.430 |
97.555 |
-0.020 |
38,509 |
105,050 |
+494 |
| Jun14 |
101118 |
97.325 |
97.330 |
97.190 |
97.320 |
-0.020 |
32,896 |
103,392 |
+3,933 |
| Sep14 |
101118 |
97.050 |
97.095 |
96.960 |
97.085 |
-0.025 |
38,676 |
66,186 |
+577 |
| Dec14 |
101118 |
96.865 |
96.865 |
96.735 |
96.850 |
-0.035 |
15,662 |
82,528 |
+366 |
| Mar15 |
101118 |
96.645 |
96.660 |
96.530 |
96.645 |
-0.040 |
13,864 |
43,750 |
+273 |
| Total Volume and Open Interest |
2,792,389 |
8,072,688 |
-75,251 |
| 30 Day Federal Funds(CBOT) |
| Nov10 |
101118 |
99.808 |
99.810 |
99.808 |
99.810 |
unch |
6,738 |
87,189 |
-3,505 |
| Dec10 |
101118 |
99.815 |
99.820 |
99.815 |
99.820 |
unch |
2,815 |
87,896 |
-870 |
| Jan11 |
101118 |
99.825 |
99.825 |
99.820 |
99.825 |
unch |
3,014 |
63,294 |
-909 |
| Feb11 |
101118 |
99.825 |
99.825 |
99.815 |
99.825 |
unch |
1,759 |
49,434 |
-116 |
| Mar11 |
101118 |
99.825 |
99.825 |
99.815 |
99.825 |
unch |
1,962 |
29,070 |
-154 |
| Apr11 |
101118 |
99.820 |
99.825 |
99.815 |
99.825 |
unch |
2,330 |
33,293 |
-277 |
| Total Volume and Open Interest |
44,585 |
576,187 |
-3,741 |
| 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 |
101118 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
2,349 |
+0 |
| Mar11 |
101118 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
768 |
+0 |
| Jun11 |
101118 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
150 |
+0 |
| Sep11 |
101118 |
99.650 |
99.650 |
99.650 |
99.650 |
-0.002 |
|
|
|
| Dec11 |
101118 |
99.655 |
99.655 |
99.655 |
99.655 |
+0.005 |
|
|
|
| Mar12 |
101118 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
| Jun12 |
101118 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
|
|
|
| Sep12 |
101118 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
| Dec12 |
101118 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
|
|
|
| Mar13 |
101118 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
3,267 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Dec10 |
101118 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
32 |
4,448 |
+0 |
| Mar11 |
101118 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,475 |
+0 |
| Jun11 |
101118 |
99.64 |
99.66 |
99.64 |
99.66 |
unch |
0 |
1,537 |
-100 |
| Sep11 |
101118 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
0 |
1,430 |
-100 |
| Dec11 |
101118 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
110 |
+0 |
| Mar12 |
101118 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
305 |
+0 |
| Jun12 |
101118 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
754 |
+0 |
| Sep12 |
101118 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
310 |
+0 |
| Total Volume and Open Interest |
32 |
10,373 |
-200 |
| Japanese Gov't Bonds(SGX) |
| Dec10 |
101118 |
141.84 |
141.97 |
141.20 |
141.24 |
-0.61 |
4,824 |
16,476 |
-244 |
| Mar11 |
101118 |
141.30 |
141.30 |
140.58 |
140.58 |
-0.16 |
|
|
|
| Jun11 |
101118 |
138.49 |
138.49 |
138.49 |
138.49 |
-0.16 |
|
|
|
| Total Volume and Open Interest |
4,824 |
16,476 |
-244 |
| Euro-Bund(EUREX) |
| Dec10 |
101118 |
128.07 |
128.17 |
127.31 |
127.50 |
-0.95 |
1,117,346 |
1,072,577 |
+105,013 |
| Mar11 |
101118 |
127.98 |
128.02 |
127.20 |
127.36 |
-1.01 |
6,580 |
20,429 |
+3,479 |
| Jun11 |
101118 |
126.75 |
126.75 |
126.75 |
126.75 |
-0.95 |
|
|
|
| Total Volume and Open Interest |
1,123,926 |
1,093,006 |
+108,492 |
| Euro-Bobl(EUREX) |
| Dec10 |
101115 |
119.83 |
120.01 |
119.68 |
119.87 |
-0.28 |
455,095 |
738,158 |
-36,665 |
| Mar11 |
101118 |
119.37 |
119.37 |
118.90 |
119.00 |
-0.55 |
9,414 |
98,995 |
+4,281 |
| Jun11 |
101118 |
118.98 |
118.98 |
118.98 |
118.98 |
-0.50 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
568,376 |
821,455 |
-77 |
| 3-Mth Euribor(EUREX) |
| Dec10 |
101118 |
98.930 |
98.935 |
98.925 |
98.930 |
+0.005 |
14 |
6,142 |
+9 |
| Mar11 |
101118 |
98.775 |
98.785 |
98.770 |
98.770 |
-0.005 |
6 |
2,612 |
+2 |
| Jun11 |
101118 |
98.640 |
98.645 |
98.630 |
98.630 |
-0.015 |
0 |
5,329 |
+0 |
| Total Volume and Open Interest |
1,042 |
22,738 |
+117 |
| Long Gilt(LIFFE) |
| Dec10 |
101111 |
122~31 |
123~03 |
122~17 |
122~25 |
-0~19 |
117,509 |
292,074 |
+5,701 |
| Mar11 |
101118 |
119~32 |
120~01 |
119~01 |
119~09 |
-1~04 |
1,475 |
4,001 |
+1,394 |
| Total Volume and Open Interest |
158,859 |
293,071 |
-1,611 |
| 3-Mth Short Sterling(LIFFE) |
| Dec10 |
101118 |
99.23 |
99.24 |
99.23 |
99.24 |
unch |
22,549 |
340,793 |
-3,469 |
| Mar11 |
101118 |
99.13 |
99.15 |
99.11 |
99.13 |
unch |
48,283 |
284,229 |
+4,158 |
| Jun11 |
101118 |
99.01 |
99.02 |
98.96 |
98.98 |
-0.02 |
62,925 |
245,005 |
-3,220 |
| Sep11 |
101118 |
98.85 |
98.87 |
98.79 |
98.82 |
-0.04 |
77,923 |
229,772 |
-9,901 |
| Dec11 |
101118 |
98.67 |
98.69 |
98.59 |
98.63 |
-0.05 |
112,152 |
316,290 |
-264 |
| Mar12 |
101118 |
98.49 |
98.51 |
98.40 |
98.44 |
-0.06 |
69,947 |
226,500 |
+6,342 |
| Total Volume and Open Interest |
519,472 |
2,101,524 |
-2,451 |
| 3-Mth Euribor(LIFFE) |
| Dec10 |
101118 |
98.920 |
98.940 |
98.920 |
98.930 |
+0.005 |
109,851 |
555,934 |
-19,078 |
| Mar11 |
101118 |
98.775 |
98.795 |
98.755 |
98.770 |
-0.005 |
204,242 |
554,099 |
-47,429 |
| Jun11 |
101118 |
98.645 |
98.660 |
98.615 |
98.630 |
-0.015 |
122,302 |
472,475 |
-4,716 |
| Total Volume and Open Interest |
1,070,385 |
3,149,374 |
-89,291 |
| 3-Mth Aus T-Bills(SFE) |
| Dec10 |
101118 |
94.96 |
94.97 |
94.96 |
94.97 |
unch |
15,303 |
164,012 |
-6,459 |
| Mar11 |
101118 |
94.85 |
94.86 |
94.82 |
94.83 |
-0.02 |
24,731 |
159,006 |
-9,867 |
| Jun11 |
101118 |
94.72 |
94.73 |
94.69 |
94.70 |
-0.02 |
17,003 |
98,428 |
-24 |
| Sep11 |
101118 |
94.61 |
94.62 |
94.59 |
94.60 |
-0.02 |
9,142 |
57,074 |
+869 |
| Dec11 |
101118 |
94.51 |
94.52 |
94.49 |
94.50 |
-0.02 |
3,126 |
37,114 |
-1,158 |
| Mar12 |
101118 |
94.43 |
94.43 |
94.41 |
94.43 |
-0.02 |
1,381 |
40,931 |
-192 |
| Jun12 |
101118 |
94.38 |
94.38 |
94.36 |
94.38 |
-0.02 |
1,272 |
32,517 |
+387 |
| Sep12 |
101118 |
94.32 |
94.33 |
94.32 |
94.33 |
-0.03 |
929 |
12,530 |
+627 |
| Dec12 |
101118 |
94.28 |
94.28 |
94.28 |
94.28 |
-0.03 |
205 |
1,919 |
+1 |
| Mar13 |
101118 |
94.27 |
94.27 |
94.27 |
94.27 |
-0.02 |
100 |
1,695 |
+0 |
| Total Volume and Open Interest |
73,742 |
605,998 |
-15,277 |
| 10-Year Aus T-Bonds(SFE) |
| Dec10 |
101118 |
94.54 |
94.55 |
94.48 |
94.50 |
-0.05 |
51,269 |
384,369 |
+379 |
| Mar11 |
101118 |
94.50 |
94.50 |
94.50 |
94.50 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
51,269 |
384,369 |
+379 |
| 3-Year Aus T-Bonds(SFE) |
| Dec10 |
101118 |
94.86 |
94.86 |
94.80 |
94.82 |
-0.05 |
124,848 |
528,778 |
-9,643 |
| Mar11 |
101118 |
94.77 |
94.77 |
94.77 |
94.77 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
124,848 |
528,778 |
-9,643 |
| Gold(CMX) |
| Dec10 |
101118 |
1336.0 |
1359.0 |
1334.0 |
1353.0 |
+16.1 |
296,974 |
275,513 |
-19,123 |
| Feb11 |
101118 |
1337.8 |
1361.1 |
1337.8 |
1355.1 |
+16.1 |
41,190 |
161,770 |
+19,843 |
| Apr11 |
101118 |
1340.1 |
1362.5 |
1340.1 |
1357.0 |
+16.1 |
2,855 |
28,434 |
+590 |
| Jun11 |
101118 |
1343.7 |
1363.2 |
1343.7 |
1359.0 |
+16.1 |
1,588 |
29,235 |
+237 |
| Aug11 |
101118 |
1357.6 |
1365.9 |
1355.2 |
1361.1 |
+16.2 |
194 |
13,194 |
+11 |
| Oct11 |
101118 |
1363.2 |
1363.2 |
1363.2 |
1363.2 |
+16.2 |
27 |
10,008 |
+12 |
| Dec11 |
101118 |
1358.3 |
1370.7 |
1358.3 |
1365.3 |
+16.2 |
1,488 |
29,066 |
-169 |
| Feb12 |
101118 |
1367.8 |
1367.8 |
1367.8 |
1367.8 |
+16.3 |
0 |
6,011 |
+0 |
| Apr12 |
101118 |
1370.4 |
1370.4 |
1370.4 |
1370.4 |
+16.4 |
0 |
5,788 |
+0 |
| Jun12 |
101118 |
1373.1 |
1373.1 |
1373.1 |
1373.1 |
+16.5 |
98 |
9,769 |
+3 |
| Aug12 |
101118 |
1376.2 |
1376.2 |
1376.2 |
1376.2 |
+16.7 |
0 |
4,708 |
+0 |
| Total Volume and Open Interest |
349,028 |
637,435 |
+2,561 |
| Silver(CMX) |
| Dec10 |
101118 |
2559.0 |
2704.0 |
2559.0 |
2683.4 |
+132.3 |
95,820 |
57,721 |
-1,460 |
| Mar11 |
101118 |
2575.5 |
2710.5 |
2575.5 |
2690.9 |
+132.4 |
13,439 |
41,953 |
+1,914 |
| May11 |
101118 |
2627.5 |
2711.0 |
2625.0 |
2695.7 |
+132.7 |
1,090 |
12,057 |
+174 |
| Jul11 |
101118 |
2609.0 |
2719.0 |
2609.0 |
2700.2 |
+132.8 |
471 |
8,829 |
-14 |
| Sep11 |
101118 |
2717.5 |
2718.0 |
2704.0 |
2704.5 |
+132.8 |
66 |
6,061 |
+5 |
| Dec11 |
101118 |
2621.0 |
2727.5 |
2621.0 |
2710.8 |
+133.1 |
751 |
8,635 |
+42 |
| Mar12 |
101118 |
2717.2 |
2717.2 |
2717.2 |
2717.2 |
+133.7 |
0 |
355 |
+0 |
| Total Volume and Open Interest |
113,393 |
146,693 |
+1,288 |
| Platinum(NYMEX) |
| Jan11 |
101118 |
1634.5 |
1671.9 |
1634.5 |
1663.9 |
+23.0 |
8,879 |
33,477 |
-1,403 |
| Apr11 |
101118 |
1663.0 |
1671.0 |
1655.7 |
1668.0 |
+23.1 |
264 |
1,728 |
+237 |
| Jul11 |
101118 |
1668.6 |
1670.3 |
1668.6 |
1670.3 |
+22.8 |
0 |
211 |
+0 |
| Oct11 |
101118 |
1670.3 |
1670.3 |
1670.3 |
1670.3 |
+22.8 |
|
|
|
| Total Volume and Open Interest |
9,144 |
35,418 |
-1,172 |
| Palladium(NYMEX) |
| Dec10 |
101118 |
661.85 |
698.55 |
661.70 |
695.50 |
+40.65 |
7,416 |
15,795 |
-1,556 |
| Mar11 |
101118 |
664.60 |
700.00 |
664.60 |
697.05 |
+40.55 |
1,462 |
8,053 |
+1,083 |
| Jun11 |
101118 |
684.00 |
700.00 |
684.00 |
698.05 |
+40.55 |
2 |
168 |
-3 |
| Total Volume and Open Interest |
8,882 |
24,029 |
-477 |
| Copper(CMX) |
| Dec10 |
101118 |
372.95 |
384.55 |
371.35 |
383.10 |
+10.15 |
61,849 |
41,338 |
-7,695 |
| Mar11 |
101118 |
373.50 |
385.20 |
372.00 |
383.85 |
+10.45 |
9,444 |
76,915 |
+2,187 |
| May11 |
101118 |
377.65 |
385.00 |
377.65 |
383.45 |
+10.55 |
1,736 |
15,494 |
-888 |
| Jul11 |
101118 |
379.55 |
384.50 |
378.30 |
382.50 |
+10.60 |
433 |
4,944 |
-180 |
| Sep11 |
101118 |
377.95 |
381.35 |
377.95 |
381.35 |
+10.60 |
142 |
4,797 |
+1 |
| Total Volume and Open Interest |
75,225 |
152,332 |
-6,959 |
| DJIA Index(CBOT) |
| Dec10 |
101118 |
10997 |
11180 |
10997 |
11176 |
+181 |
591 |
8,167 |
+43 |
| Mar11 |
101118 |
11090 |
11106 |
11085 |
11106 |
+180 |
1 |
18 |
-1 |
| Jun11 |
101118 |
11046 |
11046 |
10865 |
11046 |
+181 |
|
|
|
| Sep11 |
101118 |
10988 |
10988 |
10807 |
10988 |
+181 |
|
|
|
| Total Volume and Open Interest |
592 |
8,185 |
+42 |
| S & P 500(CME) |
| Dec10 |
101118 |
1177.80 |
1199.00 |
1177.10 |
1197.70 |
+20.20 |
28,428 |
338,509 |
-951 |
| Mar11 |
101118 |
1192.50 |
1192.80 |
1188.30 |
1192.50 |
+20.20 |
88 |
7,990 |
-31 |
| Jun11 |
101118 |
1187.60 |
1187.90 |
1186.70 |
1187.60 |
+20.20 |
9 |
2,747 |
-2 |
| Sep11 |
101118 |
1182.90 |
1183.20 |
1182.00 |
1182.90 |
+20.20 |
30 |
130 |
+30 |
| Total Volume and Open Interest |
28,555 |
349,376 |
-954 |
| S & P 500 E-Mini(Globex) |
| Dec10 |
101118 |
1197.50 |
1197.75 |
1196.50 |
1196.50 |
+18.75 |
|
|
|
| Mar11 |
101118 |
1172.00 |
1193.75 |
1172.00 |
1192.50 |
+20.25 |
3,189 |
28,015 |
+718 |
| Total Volume and Open Interest |
3,172,101 |
2,859,310 |
+4,612 |
| NASDAQ 100(CME) |
| Dec10 |
101118 |
2099.00 |
2146.50 |
2096.00 |
2134.30 |
+37.30 |
1,968 |
30,457 |
-618 |
| Mar11 |
101118 |
2132.50 |
2140.00 |
2132.50 |
2132.50 |
+37.20 |
2 |
3 |
+1 |
| Jun11 |
101118 |
2130.00 |
2130.00 |
2127.80 |
2130.00 |
+37.20 |
|
|
|
| Total Volume and Open Interest |
1,970 |
30,460 |
-617 |
| NASDAQ 100 E-Mini(Globex) |
| Dec10 |
101118 |
2097.50 |
2146.80 |
2095.80 |
2134.30 |
+37.30 |
408,237 |
464,124 |
+6,108 |
| Mar11 |
101118 |
2099.00 |
2142.00 |
2099.00 |
2132.50 |
+37.20 |
275 |
1,208 |
+15 |
| Total Volume and Open Interest |
408,513 |
465,344 |
+6,124 |
| S & P Midcap 400(CME) |
| Dec10 |
101118 |
845.00 |
850.00 |
844.50 |
847.50 |
+13.50 |
95 |
3,344 |
+77 |
| Mar11 |
101118 |
845.50 |
845.50 |
845.00 |
845.50 |
+13.50 |
0 |
2 |
+0 |
| Jun11 |
101118 |
843.50 |
843.50 |
843.00 |
843.50 |
+13.50 |
|
|
|
| Total Volume and Open Interest |
95 |
3,346 |
+77 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec10 |
101118 |
10120 |
10120 |
10120 |
10120 |
+285 |
|
|
|
| Mar11 |
101118 |
10110 |
10190 |
9865 |
10150 |
+285 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
12,225 |
40,790 |
+223 |
| Nikkei 225(SGX) |
| Dec10 |
101118 |
9795 |
10015 |
9790 |
9985 |
+165 |
119,026 |
206,030 |
+3,505 |
| Mar11 |
101118 |
9800 |
9975 |
9800 |
9975 |
+160 |
12 |
4,024 |
+10 |
| Jun11 |
101118 |
9905 |
9905 |
9905 |
9905 |
+160 |
0 |
2,125 |
+0 |
| Total Volume and Open Interest |
119,888 |
218,582 |
+3,515 |
| CAC 40(EURONEXT) |
| Nov10 |
101118 |
3820.0 |
3874.0 |
3820.0 |
3863.0 |
+73.0 |
264,015 |
392,933 |
+46,733 |
| Dec10 |
101118 |
3819.0 |
3873.5 |
3819.0 |
3862.0 |
+73.0 |
115,449 |
175,897 |
+86,281 |
| Jan11 |
101118 |
3827.0 |
3872.5 |
3827.0 |
3864.5 |
+73.0 |
44 |
79 |
+24 |
| Total Volume and Open Interest |
379,548 |
569,084 |
+133,078 |
| Hang Seng Index(HKFE) |
| Nov10 |
101118 |
23371 |
23634 |
23291 |
23537 |
+362 |
101,535 |
105,839 |
-2,436 |
| Dec10 |
101118 |
23387 |
23637 |
23295 |
23543 |
+363 |
5,232 |
21,034 |
+1,048 |
| Total Volume and Open Interest |
106,996 |
129,463 |
-1,317 |
| DAX(EUREX) |
| Dec10 |
101118 |
6760.5 |
6845.0 |
6759.5 |
6829.5 |
+123.5 |
186,349 |
189,311 |
-1,969 |
| Mar11 |
101118 |
6792.0 |
6856.0 |
6782.5 |
6846.5 |
+124.5 |
1,478 |
13,240 |
+760 |
| Jun11 |
101118 |
6813.5 |
6875.0 |
6808.0 |
6867.0 |
+124.5 |
277 |
2,868 |
+64 |
| Total Volume and Open Interest |
188,104 |
205,419 |
-1,145 |
| FT-SE 100(EURONEXT) |
| Dec10 |
101118 |
5697.00 |
5800.00 |
5697.00 |
5761.50 |
+73.00 |
142,249 |
607,876 |
-14,195 |
| Mar11 |
101118 |
5683.00 |
5740.00 |
5683.00 |
5722.00 |
+74.00 |
65 |
6,015 |
+3 |
| Jun11 |
101118 |
5645.00 |
5694.50 |
5645.00 |
5679.50 |
+73.50 |
8 |
697 |
+1 |
| Total Volume and Open Interest |
142,322 |
614,598 |
-14,191 |
| SPI 200(SFE) |
| Dec10 |
101118 |
4641.0 |
4659.0 |
4617.0 |
4654.0 |
+18.0 |
47,850 |
218,082 |
+5,499 |
| Mar11 |
101118 |
4650.0 |
4650.0 |
4650.0 |
4650.0 |
+18.0 |
16 |
2,207 |
+10 |
| Jun11 |
101118 |
4677.0 |
4677.0 |
4677.0 |
4677.0 |
+19.0 |
27 |
1,175 |
+27 |
| Total Volume and Open Interest |
49,969 |
225,697 |
+5,996 |
| GSCI(CME) |
| Dec10 |
101118 |
570.50 |
572.25 |
568.00 |
571.00 |
+12.00 |
502 |
14,762 |
-34 |
| Jan11 |
101118 |
572.00 |
574.00 |
570.00 |
573.00 |
+12.00 |
4 |
3 |
+0 |
| Feb11 |
101118 |
574.50 |
576.50 |
572.40 |
575.50 |
+12.00 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
508 |
14,765 |
-34 |
| 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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