|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri November 26, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
101126 |
1257.25 |
1262.25 |
1235.75 |
1238.50 |
-16.50 |
73,060 |
272,357 |
-4,216 |
Mar11 |
101126 |
1263.50 |
1270.00 |
1243.50 |
1247.00 |
-15.75 |
16,721 |
117,092 |
+3,281 |
May11 |
101126 |
1265.50 |
1270.25 |
1245.25 |
1248.50 |
-14.75 |
7,156 |
62,325 |
+754 |
Jul11 |
101126 |
1269.50 |
1273.50 |
1247.25 |
1252.50 |
-13.75 |
9,515 |
58,957 |
+1,259 |
Aug11 |
101126 |
1232.00 |
1245.75 |
1231.00 |
1232.50 |
-13.25 |
971 |
2,427 |
-32 |
Sep11 |
101126 |
1206.00 |
1207.75 |
1193.50 |
1195.50 |
-12.25 |
393 |
3,086 |
+66 |
Nov11 |
101126 |
1172.75 |
1174.50 |
1148.75 |
1158.50 |
-11.25 |
7,388 |
96,448 |
+1,726 |
Total Volume and Open Interest |
115,576 |
625,532 |
+2,884 |
Soybean Meal(CBOT) |
Dec10 |
101126 |
340.50 |
342.90 |
335.50 |
336.80 |
-3.40 |
24,350 |
27,690 |
-1,658 |
Jan11 |
101126 |
344.80 |
347.00 |
337.80 |
339.10 |
-3.50 |
25,957 |
66,705 |
+1,163 |
Mar11 |
101126 |
346.20 |
348.00 |
340.30 |
341.70 |
-3.40 |
9,808 |
39,926 |
+2,313 |
May11 |
101126 |
346.20 |
346.20 |
339.10 |
340.40 |
-3.30 |
5,007 |
25,148 |
+1,004 |
Jul11 |
101126 |
343.40 |
343.40 |
339.00 |
340.60 |
-2.80 |
3,370 |
17,167 |
+113 |
Aug11 |
101126 |
334.70 |
334.90 |
331.00 |
332.30 |
-2.50 |
1,948 |
5,065 |
+446 |
Sep11 |
101126 |
324.10 |
324.10 |
320.40 |
321.40 |
-2.30 |
495 |
5,202 |
+100 |
Oct11 |
101126 |
306.40 |
306.40 |
303.40 |
303.40 |
-2.30 |
209 |
4,892 |
+42 |
Total Volume and Open Interest |
71,907 |
209,089 |
+3,685 |
Soybean Oil(CBOT) |
Dec10 |
101126 |
50.35 |
50.50 |
49.47 |
49.90 |
-0.34 |
38,180 |
56,796 |
-4,738 |
Jan11 |
101126 |
50.64 |
50.88 |
49.82 |
50.25 |
-0.35 |
41,415 |
132,227 |
+2,733 |
Mar11 |
101126 |
51.49 |
51.49 |
50.23 |
50.68 |
-0.35 |
18,498 |
77,507 |
+1,680 |
May11 |
101126 |
51.17 |
51.21 |
50.55 |
51.00 |
-0.34 |
3,955 |
35,838 |
-10 |
Jul11 |
101126 |
51.80 |
51.80 |
50.87 |
51.27 |
-0.32 |
2,722 |
28,296 |
+754 |
Aug11 |
101126 |
51.38 |
51.41 |
51.25 |
51.35 |
-0.32 |
292 |
4,358 |
+151 |
Sep11 |
101126 |
51.19 |
51.50 |
51.19 |
51.41 |
-0.32 |
31 |
2,700 |
+7 |
Oct11 |
101126 |
51.30 |
51.45 |
51.30 |
51.45 |
-0.32 |
78 |
5,097 |
-30 |
Total Volume and Open Interest |
105,537 |
357,581 |
+414 |
Canola(WCE) |
Jan11 |
101126 |
538.0 |
538.6 |
528.8 |
529.4 |
-10.1 |
4,892 |
118,362 |
-2,546 |
Mar11 |
101126 |
540.4 |
543.8 |
534.6 |
535.2 |
-9.4 |
4,029 |
25,934 |
+3,161 |
May11 |
101126 |
543.0 |
545.9 |
538.1 |
538.4 |
-9.2 |
371 |
4,690 |
-114 |
Jul11 |
101126 |
543.3 |
547.1 |
538.3 |
538.4 |
-9.4 |
175 |
14,591 |
+75 |
Nov11 |
101126 |
496.4 |
496.4 |
490.0 |
494.4 |
-3.6 |
16 |
32,039 |
+8 |
Total Volume and Open Interest |
9,483 |
196,893 |
+584 |
Corn(CBOT) |
Dec10 |
101126 |
540.00 |
543.50 |
530.75 |
538.25 |
-0.50 |
145,624 |
188,656 |
-27,230 |
Mar11 |
101126 |
555.00 |
558.50 |
545.50 |
553.00 |
-0.75 |
132,898 |
700,550 |
+8,594 |
May11 |
101126 |
562.00 |
566.50 |
554.00 |
560.75 |
-0.75 |
25,153 |
148,304 |
+1,456 |
Jul11 |
101126 |
565.50 |
570.50 |
557.00 |
564.25 |
-0.75 |
34,776 |
227,605 |
+4,128 |
Sep11 |
101126 |
533.00 |
537.50 |
524.75 |
531.00 |
-1.25 |
1,737 |
39,496 |
+53 |
Dec11 |
101126 |
508.00 |
511.75 |
500.75 |
507.00 |
-0.75 |
21,220 |
256,941 |
+1,940 |
Total Volume and Open Interest |
364,381 |
1,619,308 |
-10,717 |
Wheat(CBOT) |
Dec10 |
101126 |
647.50 |
654.25 |
645.50 |
648.25 |
+0.75 |
29,482 |
62,850 |
-7,814 |
Mar11 |
101126 |
686.75 |
692.75 |
683.00 |
687.25 |
+2.00 |
28,210 |
213,821 |
+5,358 |
May11 |
101126 |
712.50 |
717.00 |
708.00 |
712.00 |
+2.00 |
2,970 |
48,305 |
+737 |
Jul11 |
101126 |
723.50 |
728.75 |
720.75 |
724.50 |
+2.75 |
2,578 |
87,276 |
+730 |
Sep11 |
101126 |
743.25 |
745.75 |
739.00 |
742.00 |
+3.00 |
1,044 |
16,166 |
-171 |
Total Volume and Open Interest |
66,150 |
495,001 |
-1,413 |
Wheat(KCBT) |
Dec10 |
101126 |
718.50 |
725.50 |
715.00 |
720.75 |
+1.75 |
12,951 |
22,271 |
-9,851 |
Mar11 |
101126 |
736.00 |
741.50 |
730.50 |
736.75 |
+1.75 |
10,670 |
109,118 |
+1,453 |
May11 |
101126 |
740.25 |
750.00 |
740.25 |
745.75 |
+2.25 |
859 |
21,857 |
+90 |
Jul11 |
101126 |
750.00 |
756.75 |
745.75 |
752.25 |
+2.25 |
1,561 |
49,867 |
+352 |
Sep11 |
101126 |
761.75 |
763.75 |
752.75 |
759.75 |
+3.75 |
525 |
8,120 |
+48 |
Total Volume and Open Interest |
26,975 |
222,000 |
-7,888 |
Wheat(MGE) |
Dec10 |
101126 |
735.00 |
738.50 |
726.25 |
734.00 |
+1.00 |
2,837 |
4,157 |
-866 |
Mar11 |
101126 |
750.75 |
755.75 |
743.50 |
751.00 |
+0.75 |
5,113 |
31,114 |
+1,851 |
May11 |
101126 |
759.75 |
763.00 |
759.50 |
760.00 |
+1.00 |
603 |
8,314 |
+135 |
Jul11 |
101126 |
769.25 |
769.25 |
764.25 |
764.75 |
+1.75 |
596 |
7,380 |
-19 |
Sep11 |
101126 |
768.25 |
771.00 |
768.25 |
769.50 |
+2.50 |
245 |
6,442 |
+15 |
Total Volume and Open Interest |
9,585 |
65,073 |
+1,160 |
Oats(CBOT) |
Dec10 |
101126 |
348.00 |
349.75 |
341.75 |
344.25 |
-4.00 |
464 |
2,004 |
-315 |
Mar11 |
101126 |
361.00 |
361.50 |
353.25 |
356.00 |
-4.50 |
363 |
9,526 |
-9 |
May11 |
101126 |
366.00 |
366.25 |
360.50 |
361.75 |
-4.50 |
9 |
551 |
+9 |
Jul11 |
101126 |
372.00 |
373.25 |
366.00 |
366.00 |
-5.50 |
0 |
126 |
+0 |
Total Volume and Open Interest |
840 |
13,095 |
-314 |
Rough Rice(CBOT) |
Jan11 |
101126 |
13.58 |
13.73 |
13.37 |
13.40 |
-0.16 |
318 |
10,503 |
-53 |
Mar11 |
101126 |
13.92 |
13.93 |
13.68 |
13.69 |
-0.16 |
83 |
3,509 |
-1 |
May11 |
101126 |
13.98 |
14.10 |
13.94 |
13.95 |
-0.15 |
7 |
1,012 |
+6 |
Jul11 |
101126 |
14.16 |
14.32 |
14.16 |
14.19 |
-0.14 |
1 |
1,548 |
+0 |
Total Volume and Open Interest |
409 |
17,228 |
-48 |
Live Cattle(CME) |
Dec10 |
101126 |
102.000 |
102.400 |
101.680 |
102.230 |
+0.300 |
9,399 |
49,781 |
-2,073 |
Feb11 |
101126 |
105.680 |
106.385 |
105.535 |
106.230 |
+0.630 |
20,479 |
147,394 |
+178 |
Apr11 |
101126 |
108.650 |
109.250 |
108.480 |
109.150 |
+0.570 |
10,535 |
79,773 |
+4,181 |
Jun11 |
101126 |
105.480 |
106.000 |
105.080 |
105.980 |
+0.830 |
1,721 |
33,710 |
+65 |
Aug11 |
101126 |
105.035 |
105.600 |
104.850 |
105.500 |
+0.550 |
863 |
13,943 |
+167 |
Oct11 |
101126 |
107.750 |
108.300 |
107.535 |
108.250 |
+0.520 |
618 |
7,304 |
+253 |
Total Volume and Open Interest |
44,451 |
335,212 |
+3,122 |
Feeder Cattle(CME) |
Jan11 |
101126 |
118.285 |
119.180 |
118.200 |
118.750 |
+0.465 |
2,109 |
15,677 |
-28 |
Mar11 |
101126 |
118.600 |
119.500 |
118.500 |
119.385 |
+0.385 |
1,318 |
8,662 |
+331 |
Apr11 |
101126 |
119.000 |
119.750 |
119.000 |
119.700 |
+0.415 |
495 |
2,510 |
+105 |
May11 |
101126 |
119.000 |
119.800 |
119.000 |
119.785 |
+0.435 |
310 |
3,430 |
+214 |
Aug11 |
101126 |
120.000 |
120.680 |
120.000 |
120.500 |
+0.250 |
656 |
3,028 |
+512 |
Sep11 |
101126 |
119.000 |
119.800 |
119.000 |
119.800 |
+0.300 |
20 |
188 |
+18 |
Oct11 |
101126 |
119.000 |
119.300 |
119.000 |
119.300 |
+0.300 |
9 |
41 |
+7 |
Total Volume and Open Interest |
4,919 |
33,538 |
+1,161 |
Lean Hogs(CME) |
Dec10 |
101126 |
70.385 |
70.725 |
70.000 |
70.350 |
-0.035 |
5,349 |
20,447 |
-2,015 |
Feb11 |
101126 |
77.600 |
78.035 |
76.635 |
77.150 |
-0.450 |
7,553 |
78,765 |
+646 |
Apr11 |
101126 |
81.635 |
81.830 |
80.900 |
81.385 |
-0.115 |
3,581 |
49,184 |
+874 |
May11 |
101126 |
86.700 |
86.850 |
86.200 |
86.830 |
unch |
126 |
1,651 |
+55 |
Jun11 |
101126 |
89.300 |
89.500 |
88.480 |
89.285 |
-0.015 |
1,458 |
29,423 |
+399 |
Jul11 |
101126 |
88.600 |
88.600 |
87.600 |
88.430 |
-0.120 |
353 |
6,645 |
+172 |
Aug11 |
101126 |
87.550 |
87.600 |
86.650 |
87.500 |
+0.050 |
678 |
6,173 |
+275 |
Oct11 |
101126 |
78.135 |
78.650 |
77.500 |
78.650 |
+0.450 |
236 |
4,065 |
+99 |
Total Volume and Open Interest |
19,436 |
198,035 |
+567 |
Class III Milk(CME) |
Nov10 |
101126 |
15.42 |
15.42 |
15.42 |
15.42 |
unch |
5 |
4,986 |
-3 |
Dec10 |
101126 |
13.70 |
13.70 |
13.70 |
13.70 |
unch |
206 |
5,807 |
+9 |
Jan11 |
101126 |
13.40 |
13.40 |
13.40 |
13.40 |
unch |
526 |
3,795 |
+218 |
Feb11 |
101126 |
13.64 |
13.64 |
13.64 |
13.64 |
unch |
263 |
2,902 |
+106 |
Mar11 |
101126 |
13.99 |
13.99 |
13.99 |
13.99 |
unch |
136 |
2,656 |
+71 |
Total Volume and Open Interest |
1,870 |
30,096 |
+847 |
Cocoa(ICE) |
Dec10 |
101126 |
2760 |
2760 |
2730 |
2756 |
-9 |
6 |
98 |
+1 |
Mar11 |
101126 |
2783 |
2808 |
2764 |
2794 |
+1 |
6,310 |
71,764 |
+113 |
May11 |
101126 |
2813 |
2824 |
2788 |
2814 |
+1 |
1,541 |
19,674 |
+295 |
Jul11 |
101126 |
2820 |
2842 |
2807 |
2828 |
-6 |
1,035 |
10,005 |
+373 |
Sep11 |
101126 |
2832 |
2856 |
2830 |
2843 |
-9 |
280 |
4,635 |
+49 |
Dec11 |
101126 |
2870 |
2874 |
2840 |
2861 |
-10 |
425 |
9,961 |
+269 |
Mar12 |
101126 |
2931 |
2953 |
2931 |
2942 |
-4 |
6 |
10,163 |
+3 |
Total Volume and Open Interest |
9,603 |
131,515 |
+1,103 |
Coffee "C"(ICE) |
Dec10 |
101126 |
205.80 |
206.45 |
201.00 |
202.15 |
-5.00 |
195 |
1,019 |
-132 |
Mar11 |
101126 |
206.65 |
207.00 |
202.00 |
202.70 |
-4.75 |
6,963 |
89,534 |
-733 |
May11 |
101126 |
207.35 |
207.55 |
202.70 |
203.20 |
-4.75 |
412 |
22,296 |
-11 |
Jul11 |
101126 |
207.35 |
207.35 |
202.00 |
202.45 |
-4.70 |
81 |
6,798 |
-22 |
Sep11 |
101126 |
202.25 |
203.40 |
200.45 |
200.45 |
-4.30 |
83 |
3,153 |
+46 |
Dec11 |
101126 |
199.60 |
199.90 |
197.60 |
197.60 |
-3.65 |
42 |
6,065 |
+16 |
Total Volume and Open Interest |
7,791 |
129,973 |
-823 |
Orange Juice(ICE) |
Jan11 |
101126 |
153.60 |
153.60 |
151.00 |
151.35 |
-1.20 |
858 |
22,335 |
-5 |
Mar11 |
101126 |
152.75 |
152.75 |
152.25 |
152.35 |
-1.10 |
183 |
3,568 |
+18 |
May11 |
101126 |
153.50 |
153.50 |
152.70 |
152.70 |
-1.30 |
84 |
1,198 |
+67 |
Jul11 |
101126 |
153.10 |
153.10 |
153.10 |
153.10 |
-1.30 |
4 |
1,563 |
+0 |
Sep11 |
101126 |
153.70 |
153.70 |
153.70 |
153.70 |
-1.30 |
0 |
300 |
+0 |
Nov11 |
101126 |
153.10 |
153.10 |
153.10 |
153.10 |
-1.30 |
0 |
15 |
+0 |
Total Volume and Open Interest |
1,129 |
29,002 |
+80 |
Sugar #11(ICE) |
Mar11 |
101126 |
27.60 |
28.45 |
27.25 |
28.25 |
+0.30 |
42,393 |
230,998 |
-4,296 |
May11 |
101126 |
25.35 |
25.78 |
24.80 |
25.72 |
+0.29 |
14,950 |
98,570 |
+778 |
Jul11 |
101126 |
22.85 |
23.13 |
22.30 |
23.08 |
+0.20 |
15,705 |
98,276 |
-854 |
Oct11 |
101126 |
21.31 |
21.55 |
20.74 |
21.51 |
+0.20 |
9,118 |
55,852 |
+1,100 |
Mar12 |
101126 |
20.60 |
20.91 |
20.31 |
20.88 |
+0.28 |
1,148 |
46,358 |
-128 |
Total Volume and Open Interest |
84,594 |
573,461 |
-3,295 |
London Cocoa(LCE) |
Dec10 |
101126 |
1852 |
1875 |
1845 |
1870 |
+23 |
3,008 |
50,920 |
-199 |
Mar11 |
101126 |
1850 |
1880 |
1846 |
1874 |
+27 |
5,392 |
57,119 |
-78 |
May11 |
101126 |
1869 |
1894 |
1861 |
1888 |
+27 |
361 |
20,114 |
+21 |
Jul11 |
101126 |
1880 |
1910 |
1879 |
1904 |
+29 |
122 |
14,690 |
+18 |
Sep11 |
101126 |
1900 |
1922 |
1899 |
1919 |
+29 |
175 |
9,857 |
+23 |
Dec11 |
101126 |
1913 |
1939 |
1913 |
1931 |
+29 |
185 |
15,994 |
+97 |
Mar12 |
101126 |
1943 |
1943 |
1943 |
1943 |
+29 |
117 |
13,109 |
+117 |
Total Volume and Open Interest |
9,360 |
184,780 |
-1 |
London Sugar(LCE) |
Mar11 |
101126 |
711.50 |
721.00 |
696.70 |
718.40 |
+1.10 |
190 |
29,437 |
+29 |
May11 |
101126 |
675.00 |
686.80 |
663.30 |
684.80 |
+1.90 |
10 |
8,479 |
+1 |
Aug11 |
101126 |
614.10 |
625.00 |
603.60 |
623.40 |
-2.80 |
1 |
6,807 |
-1 |
Oct11 |
101126 |
566.20 |
580.00 |
561.50 |
579.70 |
+2.70 |
1 |
1,936 |
+0 |
Dec11 |
101126 |
557.20 |
561.00 |
557.20 |
560.60 |
+3.00 |
0 |
667 |
+0 |
Total Volume and Open Interest |
202 |
47,839 |
+29 |
Cotton(ICE) |
Dec10 |
101126 |
115.50 |
116.50 |
113.00 |
116.06 |
-3.33 |
239 |
833 |
-143 |
Mar11 |
101126 |
115.50 |
115.50 |
111.59 |
111.76 |
-4.83 |
18,418 |
112,310 |
+517 |
May11 |
101126 |
111.72 |
111.72 |
106.72 |
106.84 |
-4.88 |
2,913 |
19,782 |
+246 |
Jul11 |
101126 |
102.99 |
104.50 |
102.08 |
102.36 |
-4.72 |
3,350 |
29,177 |
+273 |
Oct11 |
101126 |
96.00 |
96.65 |
96.00 |
96.65 |
-2.83 |
51 |
420 |
+19 |
Dec11 |
101126 |
86.50 |
86.90 |
83.50 |
86.03 |
-1.93 |
2,300 |
32,351 |
+590 |
Total Volume and Open Interest |
27,320 |
196,528 |
+1,533 |
Lumber(CME) |
Jan11 |
101126 |
247.7 |
251.5 |
246.6 |
250.0 |
+2.8 |
780 |
5,007 |
-49 |
Mar11 |
101126 |
269.3 |
269.9 |
266.6 |
267.5 |
-2.3 |
255 |
3,001 |
-61 |
May11 |
101126 |
278.4 |
278.5 |
277.2 |
278.5 |
-3.8 |
63 |
822 |
+10 |
Jul11 |
101126 |
287.0 |
287.0 |
287.0 |
287.0 |
unch |
0 |
174 |
+0 |
Total Volume and Open Interest |
1,098 |
9,004 |
-100 |
Crude Oil(NYM) |
Jan11 |
101126 |
83.70 |
84.53 |
82.78 |
83.76 |
-0.10 |
324,511 |
343,175 |
-7,955 |
Feb11 |
101126 |
84.27 |
85.08 |
83.34 |
84.35 |
-0.08 |
57,665 |
109,611 |
+1,345 |
Mar11 |
101126 |
84.76 |
85.57 |
83.84 |
84.87 |
-0.07 |
32,699 |
119,474 |
+2,036 |
Apr11 |
101126 |
85.21 |
85.93 |
84.25 |
85.22 |
-0.10 |
16,009 |
43,685 |
-551 |
May11 |
101126 |
85.39 |
86.22 |
84.57 |
85.52 |
-0.11 |
10,639 |
35,473 |
-130 |
Jun11 |
101126 |
85.76 |
86.51 |
84.81 |
85.80 |
-0.11 |
19,797 |
86,454 |
+1,039 |
Jul11 |
101126 |
85.21 |
86.03 |
85.21 |
86.03 |
-0.11 |
2,999 |
35,647 |
+278 |
Aug11 |
101126 |
86.46 |
86.78 |
85.65 |
86.21 |
-0.13 |
1,727 |
17,931 |
-469 |
Sep11 |
101126 |
86.25 |
86.39 |
85.88 |
86.39 |
-0.14 |
2,253 |
24,363 |
+150 |
Oct11 |
101126 |
86.56 |
86.56 |
86.56 |
86.56 |
-0.16 |
1,621 |
16,280 |
-289 |
Nov11 |
101126 |
86.43 |
86.75 |
86.21 |
86.75 |
-0.17 |
1,244 |
19,678 |
-38 |
Dec11 |
101126 |
86.89 |
87.62 |
85.90 |
86.96 |
-0.17 |
16,768 |
139,089 |
+37 |
Jan12 |
101126 |
87.05 |
87.05 |
87.05 |
87.05 |
-0.17 |
722 |
19,025 |
-103 |
Feb12 |
101126 |
87.13 |
87.13 |
87.13 |
87.13 |
-0.18 |
242 |
7,937 |
-83 |
Mar12 |
101126 |
87.22 |
87.22 |
87.22 |
87.22 |
-0.18 |
194 |
10,460 |
-76 |
Apr12 |
101126 |
87.30 |
87.30 |
87.30 |
87.30 |
-0.18 |
81 |
4,041 |
+3 |
Total Volume and Open Interest |
502,284 |
1,328,054 |
-3,149 |
e-miNY Crude Oil(NYM) |
Nov10 |
101019 |
82.950 |
83.200 |
79.425 |
79.500 |
-3.575 |
5,185 |
2,700 |
-198 |
Dec10 |
101118 |
80.400 |
82.300 |
80.400 |
81.850 |
+1.400 |
7,920 |
4,586 |
-336 |
Jan11 |
101126 |
83.700 |
84.550 |
82.775 |
83.750 |
-0.100 |
9,224 |
4,569 |
-161 |
Feb11 |
101126 |
84.250 |
85.075 |
83.400 |
84.350 |
-0.075 |
487 |
975 |
+129 |
Mar11 |
101126 |
84.725 |
84.950 |
84.075 |
84.875 |
-0.075 |
193 |
416 |
+137 |
Apr11 |
101126 |
85.225 |
85.225 |
85.225 |
85.225 |
-0.100 |
2 |
3 |
+0 |
May11 |
101126 |
85.525 |
85.525 |
85.525 |
85.525 |
-0.100 |
0 |
13 |
+0 |
Jun11 |
101126 |
85.200 |
85.800 |
85.200 |
85.800 |
-0.100 |
1 |
9 |
+1 |
Jul11 |
101126 |
86.025 |
86.025 |
86.025 |
86.025 |
-0.125 |
0 |
2 |
+0 |
Aug11 |
101126 |
86.200 |
86.200 |
86.200 |
86.200 |
-0.150 |
|
|
|
Total Volume and Open Interest |
9,911 |
6,142 |
+106 |
Heating Oil(NYM) |
Dec10 |
101126 |
231.81 |
234.00 |
229.68 |
231.62 |
-0.93 |
29,506 |
26,955 |
-8,481 |
Jan11 |
101126 |
233.52 |
235.63 |
231.19 |
233.30 |
-0.88 |
50,631 |
96,705 |
+2,198 |
Feb11 |
101126 |
234.53 |
236.36 |
232.24 |
234.29 |
-0.82 |
11,206 |
40,577 |
+781 |
Mar11 |
101126 |
234.90 |
236.42 |
232.38 |
234.44 |
-0.81 |
7,317 |
32,812 |
+1,139 |
Apr11 |
101126 |
233.36 |
233.82 |
231.37 |
233.42 |
-0.79 |
2,077 |
16,862 |
+613 |
May11 |
101126 |
233.07 |
233.07 |
230.87 |
232.85 |
-0.74 |
1,502 |
17,110 |
+191 |
Jun11 |
101126 |
232.53 |
233.77 |
232.52 |
232.87 |
-0.71 |
3,625 |
37,876 |
+661 |
Jul11 |
101126 |
233.45 |
235.38 |
231.71 |
233.83 |
-0.69 |
630 |
7,612 |
+168 |
Aug11 |
101126 |
234.98 |
234.98 |
234.98 |
234.98 |
-0.68 |
112 |
4,460 |
+45 |
Sep11 |
101126 |
236.43 |
236.43 |
236.43 |
236.43 |
-0.68 |
122 |
5,047 |
-20 |
Oct11 |
101126 |
238.18 |
238.18 |
238.18 |
238.18 |
-0.68 |
132 |
2,825 |
-19 |
Nov11 |
101126 |
239.93 |
239.93 |
239.93 |
239.93 |
-0.68 |
136 |
2,873 |
+2 |
Total Volume and Open Interest |
107,891 |
314,283 |
-2,662 |
Gasoline(NYMEX) |
Dec10 |
101126 |
220.95 |
223.00 |
219.84 |
221.03 |
-0.33 |
25,978 |
19,999 |
-6,134 |
Jan11 |
101126 |
215.80 |
217.74 |
214.30 |
215.84 |
-0.34 |
47,971 |
104,405 |
+4,840 |
Feb11 |
101126 |
215.76 |
217.81 |
214.17 |
216.03 |
-0.43 |
16,547 |
35,241 |
+655 |
Mar11 |
101126 |
217.00 |
218.75 |
215.47 |
217.56 |
-0.49 |
7,365 |
27,029 |
+969 |
Apr11 |
101126 |
227.45 |
229.40 |
225.75 |
228.04 |
-0.61 |
2,528 |
22,714 |
+530 |
May11 |
101126 |
226.81 |
229.22 |
226.78 |
228.94 |
-0.56 |
1,465 |
10,812 |
+12 |
Jun11 |
101126 |
229.70 |
229.70 |
228.43 |
229.61 |
-0.43 |
1,819 |
12,942 |
-31 |
Jul11 |
101126 |
228.83 |
229.70 |
228.83 |
229.38 |
-0.42 |
380 |
4,322 |
+20 |
Aug11 |
101126 |
228.25 |
228.83 |
228.25 |
228.83 |
-0.47 |
220 |
5,517 |
+31 |
Sep11 |
101126 |
227.23 |
227.77 |
227.23 |
227.77 |
-0.51 |
214 |
2,869 |
-22 |
Total Volume and Open Interest |
105,477 |
278,300 |
+749 |
e-miNY RBOB Gasoline(NYM) |
Dec10 |
101126 |
221.00 |
221.03 |
221.00 |
221.00 |
-0.40 |
0 |
3 |
+0 |
Jan11 |
101126 |
215.80 |
215.84 |
215.80 |
215.80 |
-0.40 |
0 |
1 |
+0 |
Feb11 |
101126 |
216.00 |
216.03 |
216.00 |
216.00 |
-0.50 |
0 |
1 |
+0 |
Mar11 |
101126 |
217.60 |
217.60 |
217.56 |
217.60 |
-0.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
10 |
+0 |
Natural Gas(NYM) |
Dec10 |
101124 |
4.235 |
4.382 |
4.176 |
4.267 |
+0.003 |
92,462 |
8,131 |
-13,135 |
Jan11 |
101126 |
4.407 |
4.482 |
4.352 |
4.399 |
+0.011 |
117,367 |
232,287 |
+1,196 |
Feb11 |
101126 |
4.415 |
4.462 |
4.368 |
4.412 |
+0.018 |
26,259 |
63,024 |
+1,298 |
Mar11 |
101126 |
4.378 |
4.409 |
4.327 |
4.374 |
+0.021 |
23,710 |
95,471 |
+884 |
Apr11 |
101126 |
4.343 |
4.364 |
4.291 |
4.332 |
+0.024 |
22,275 |
71,596 |
+1,183 |
May11 |
101126 |
4.373 |
4.385 |
4.322 |
4.357 |
+0.024 |
8,875 |
26,232 |
+662 |
Jun11 |
101126 |
4.383 |
4.422 |
4.370 |
4.403 |
+0.025 |
1,924 |
13,576 |
+109 |
Jul11 |
101126 |
4.461 |
4.475 |
4.448 |
4.456 |
+0.021 |
2,187 |
11,851 |
+387 |
Aug11 |
101126 |
4.480 |
4.498 |
4.480 |
4.498 |
+0.019 |
1,908 |
13,833 |
-57 |
Sep11 |
101126 |
4.493 |
4.523 |
4.488 |
4.518 |
+0.018 |
1,444 |
10,117 |
-171 |
Oct11 |
101126 |
4.624 |
4.624 |
4.576 |
4.600 |
+0.017 |
9,512 |
43,459 |
+108 |
Nov11 |
101126 |
4.832 |
4.832 |
4.808 |
4.814 |
+0.014 |
1,746 |
21,495 |
-25 |
Dec11 |
101126 |
5.100 |
5.176 |
5.082 |
5.116 |
+0.012 |
1,851 |
18,726 |
+127 |
Jan12 |
101126 |
5.297 |
5.297 |
5.255 |
5.294 |
+0.008 |
4,096 |
27,652 |
+1,315 |
Feb12 |
101126 |
5.256 |
5.256 |
5.256 |
5.256 |
+0.008 |
103 |
6,386 |
+55 |
Mar12 |
101126 |
5.142 |
5.142 |
5.142 |
5.142 |
+0.008 |
411 |
14,564 |
+332 |
Total Volume and Open Interest |
224,150 |
748,409 |
-700 |
Brent Crude Oil(ICE) |
Jan11 |
101126 |
85.89 |
85.95 |
84.75 |
85.58 |
-0.52 |
65,176 |
235,661 |
-3,783 |
Feb11 |
101126 |
86.00 |
86.08 |
84.89 |
85.72 |
-0.54 |
22,205 |
163,692 |
+614 |
Mar11 |
101126 |
86.17 |
86.18 |
85.06 |
85.91 |
-0.54 |
7,419 |
85,479 |
+1,096 |
Apr11 |
101126 |
86.37 |
86.37 |
85.28 |
86.12 |
-0.54 |
3,394 |
39,423 |
+1,040 |
May11 |
101126 |
86.28 |
86.53 |
85.49 |
86.32 |
-0.56 |
1,916 |
25,535 |
-105 |
Jun11 |
101126 |
86.75 |
86.75 |
85.74 |
86.54 |
-0.56 |
3,402 |
47,485 |
+449 |
Jul11 |
101126 |
86.81 |
86.81 |
85.94 |
86.73 |
-0.57 |
649 |
12,580 |
-71 |
Aug11 |
101126 |
87.01 |
87.01 |
86.13 |
86.92 |
-0.57 |
568 |
12,758 |
-98 |
Sep11 |
101126 |
86.82 |
87.10 |
86.31 |
87.10 |
-0.57 |
445 |
9,249 |
+77 |
Oct11 |
101126 |
87.29 |
87.29 |
87.29 |
87.29 |
-0.55 |
389 |
6,893 |
+18 |
Nov11 |
101126 |
87.47 |
87.47 |
87.47 |
87.47 |
-0.53 |
338 |
10,272 |
+28 |
Dec11 |
101126 |
87.80 |
87.80 |
86.81 |
87.66 |
-0.51 |
4,075 |
80,407 |
+541 |
Jan12 |
101126 |
87.85 |
87.85 |
87.85 |
87.85 |
-0.51 |
81 |
10,678 |
+65 |
Feb12 |
101126 |
88.00 |
88.00 |
88.00 |
88.00 |
-0.51 |
23 |
5,661 |
-18 |
Total Volume and Open Interest |
110,915 |
825,326 |
+137 |
Gas Oil(ICE) |
Dec10 |
101126 |
723.75 |
726.50 |
716.00 |
722.00 |
-6.75 |
31,297 |
71,254 |
-1,997 |
Jan11 |
101126 |
729.25 |
730.75 |
720.75 |
726.75 |
-6.50 |
34,266 |
123,850 |
+3,773 |
Feb11 |
101126 |
728.75 |
733.50 |
723.75 |
729.75 |
-6.50 |
8,874 |
59,515 |
+198 |
Mar11 |
101126 |
730.00 |
733.75 |
726.25 |
731.75 |
-6.25 |
5,431 |
44,790 |
-521 |
Apr11 |
101126 |
734.25 |
735.00 |
727.00 |
732.75 |
-6.50 |
2,113 |
47,079 |
+205 |
May11 |
101126 |
734.50 |
736.00 |
728.50 |
734.00 |
-6.50 |
3,270 |
38,520 |
-40 |
Jun11 |
101126 |
736.00 |
737.50 |
730.00 |
735.50 |
-6.25 |
9,942 |
45,870 |
+270 |
Jul11 |
101126 |
739.25 |
740.50 |
733.00 |
738.50 |
-6.25 |
1,298 |
17,353 |
+67 |
Aug11 |
101126 |
740.25 |
743.25 |
740.25 |
742.00 |
-6.25 |
1,493 |
13,971 |
+135 |
Sep11 |
101126 |
743.50 |
746.50 |
741.50 |
745.25 |
-6.25 |
1,088 |
10,014 |
-63 |
Total Volume and Open Interest |
103,407 |
588,275 |
+2,368 |
Ethanol(CBOT) |
Nov10 |
101103 |
2.395 |
2.395 |
2.361 |
2.390 |
+0.013 |
35 |
50 |
-30 |
Dec10 |
101126 |
2.132 |
2.153 |
2.132 |
2.145 |
+0.003 |
233 |
472 |
-133 |
Jan11 |
101126 |
2.098 |
2.102 |
2.098 |
2.102 |
+0.005 |
39 |
916 |
+24 |
Feb11 |
101126 |
2.085 |
2.085 |
2.075 |
2.075 |
+0.005 |
23 |
924 |
-4 |
Mar11 |
101126 |
2.079 |
2.079 |
2.079 |
2.079 |
+0.005 |
15 |
1,105 |
+10 |
Apr11 |
101126 |
2.083 |
2.083 |
2.083 |
2.083 |
+0.005 |
22 |
877 |
-2 |
May11 |
101126 |
2.107 |
2.107 |
2.107 |
2.107 |
+0.005 |
6 |
368 |
+5 |
Jun11 |
101126 |
2.112 |
2.112 |
2.112 |
2.112 |
+0.005 |
28 |
625 |
+9 |
Total Volume and Open Interest |
404 |
7,873 |
-74 |
WTI Crude Oil(ICE |
Jan11 |
101126 |
84.10 |
84.10 |
82.78 |
83.76 |
-0.48 |
15,989 |
104,486 |
-806 |
Feb11 |
101126 |
84.42 |
84.53 |
83.34 |
84.35 |
-0.46 |
3,352 |
49,533 |
+77 |
Mar11 |
101126 |
84.95 |
85.05 |
83.93 |
84.87 |
-0.44 |
706 |
47,132 |
-88 |
Apr11 |
101126 |
85.23 |
85.26 |
84.37 |
85.22 |
-0.46 |
906 |
25,601 |
+61 |
May11 |
101126 |
84.84 |
85.52 |
84.84 |
85.52 |
-0.45 |
1,199 |
17,793 |
-6 |
Jun11 |
101126 |
85.56 |
85.84 |
84.87 |
85.80 |
-0.43 |
1,533 |
48,183 |
+23 |
Jul11 |
101126 |
86.02 |
86.03 |
85.30 |
86.03 |
-0.41 |
75 |
14,147 |
-7 |
Aug11 |
101126 |
86.21 |
86.21 |
86.01 |
86.21 |
-0.43 |
4 |
8,752 |
-2 |
Sep11 |
101126 |
86.39 |
86.39 |
86.10 |
86.39 |
-0.44 |
1 |
11,353 |
+0 |
Oct11 |
101126 |
86.56 |
86.56 |
86.56 |
86.56 |
-0.45 |
7 |
4,477 |
+1 |
Nov11 |
101126 |
86.75 |
86.75 |
86.75 |
86.75 |
-0.45 |
4 |
7,596 |
-2 |
Dec11 |
101126 |
86.95 |
86.99 |
86.05 |
86.96 |
-0.42 |
1,926 |
53,896 |
-102 |
Jan12 |
101126 |
87.05 |
87.05 |
87.05 |
87.05 |
-0.42 |
0 |
5,234 |
+0 |
Feb12 |
101126 |
87.13 |
87.13 |
87.13 |
87.13 |
-0.43 |
0 |
1,184 |
+0 |
Mar12 |
101126 |
87.22 |
87.22 |
87.22 |
87.22 |
-0.42 |
0 |
3,169 |
+0 |
Apr12 |
101126 |
87.30 |
87.30 |
87.30 |
87.30 |
-0.42 |
0 |
774 |
+0 |
Total Volume and Open Interest |
25,903 |
475,972 |
-757 |
US Dollar Index(ICE) |
Dec10 |
101126 |
79.850 |
80.600 |
79.815 |
80.433 |
+0.493 |
3,158 |
31,948 |
-743 |
Mar11 |
101126 |
80.280 |
80.990 |
80.270 |
80.827 |
+0.497 |
48 |
1,093 |
+43 |
Jun11 |
101126 |
81.257 |
81.257 |
81.257 |
81.257 |
+0.497 |
0 |
8 |
+0 |
Total Volume and Open Interest |
3,206 |
33,049 |
-700 |
Australian Dollar(CME) |
Dec10 |
101126 |
97.63 |
98.30 |
95.94 |
96.24 |
-1.67 |
90,100 |
116,877 |
+1,104 |
Mar11 |
101126 |
96.61 |
97.12 |
94.88 |
95.15 |
-1.64 |
669 |
1,958 |
+22 |
Jun11 |
101126 |
94.09 |
95.68 |
94.09 |
94.09 |
-1.59 |
0 |
152 |
+0 |
Total Volume and Open Interest |
90,769 |
119,124 |
+1,126 |
British Pound(CME) |
Dec10 |
101126 |
157.50 |
157.92 |
155.88 |
156.07 |
-1.52 |
99,437 |
90,022 |
-2,619 |
Mar11 |
101126 |
157.77 |
157.77 |
155.83 |
155.98 |
-1.50 |
325 |
1,239 |
+43 |
Jun11 |
101126 |
155.88 |
157.37 |
155.88 |
155.88 |
-1.49 |
1 |
41 |
+0 |
Total Volume and Open Interest |
99,763 |
91,338 |
-2,576 |
Canadian Dollar(CME) |
Dec10 |
101126 |
99.03 |
99.22 |
97.56 |
98.06 |
-0.72 |
89,315 |
102,139 |
+3,558 |
Mar11 |
101126 |
98.82 |
99.00 |
97.39 |
97.88 |
-0.70 |
1,061 |
4,927 |
+63 |
Jun11 |
101126 |
98.53 |
98.53 |
97.63 |
97.67 |
-0.69 |
24 |
1,052 |
+4 |
Sep11 |
101126 |
97.39 |
98.09 |
97.39 |
97.39 |
-0.70 |
17 |
492 |
+4 |
Total Volume and Open Interest |
90,437 |
109,071 |
+3,629 |
Japanese Yen(CME) |
Dec10 |
101126 |
119.79 |
119.92 |
118.80 |
119.04 |
-0.55 |
112,453 |
127,403 |
-174 |
Mar11 |
101126 |
120.00 |
120.00 |
118.79 |
119.21 |
-0.53 |
806 |
1,985 |
+155 |
Jun11 |
101126 |
119.43 |
119.90 |
119.43 |
119.43 |
-0.47 |
0 |
203 |
+0 |
Total Volume and Open Interest |
113,259 |
129,601 |
-19 |
Swiss Franc(CME) |
Dec10 |
101126 |
100.33 |
100.58 |
99.46 |
99.75 |
-0.51 |
38,115 |
39,357 |
-263 |
Mar11 |
101126 |
100.48 |
100.60 |
99.60 |
99.86 |
-0.50 |
139 |
448 |
+7 |
Jun11 |
101126 |
99.80 |
100.01 |
99.80 |
100.01 |
-0.47 |
0 |
2 |
+0 |
Total Volume and Open Interest |
38,254 |
39,809 |
-256 |
EuroFX(CME) |
Dec10 |
101126 |
133.24 |
133.88 |
132.00 |
132.42 |
-0.71 |
375,533 |
185,274 |
+5,165 |
Mar11 |
101126 |
133.13 |
133.71 |
131.95 |
132.35 |
-0.68 |
3,236 |
6,702 |
-195 |
Jun11 |
101126 |
131.95 |
132.90 |
131.95 |
132.29 |
-0.61 |
10 |
154 |
+4 |
Total Volume and Open Interest |
378,779 |
192,163 |
+4,974 |
Mexican Peso(CME) |
Dec10 |
101126 |
807.0 |
808.8 |
797.0 |
799.0 |
-8.2 |
38,151 |
144,229 |
-5,626 |
Jan11 |
101126 |
798.0 |
806.2 |
798.0 |
798.0 |
-8.2 |
|
|
|
Total Volume and Open Interest |
38,199 |
145,180 |
-5,602 |
30-Year T-Bonds(CBOT) |
Dec10 |
101126 |
126~170 |
127~230 |
126~110 |
127~170 |
+1~010 |
608,849 |
275,814 |
-134,579 |
Mar11 |
101126 |
125~020 |
126~070 |
124~280 |
126~010 |
+1~010 |
300,714 |
377,654 |
+161,725 |
Jun11 |
101126 |
124~260 |
124~260 |
123~250 |
124~260 |
+1~010 |
0 |
560 |
+0 |
Total Volume and Open Interest |
909,563 |
654,028 |
+27,146 |
10-Year T-Notes(CBOT) |
Dec10 |
101126 |
124~095 |
124~270 |
124~015 |
124~190 |
+0~100 |
1,883,761 |
793,420 |
-285,299 |
Mar11 |
101126 |
123~110 |
123~290 |
123~035 |
123~210 |
+0~100 |
691,164 |
735,039 |
+336,994 |
Jun11 |
101126 |
122~310 |
122~310 |
122~165 |
122~265 |
+0~100 |
6 |
32 |
-4 |
Total Volume and Open Interest |
2,574,931 |
1,528,497 |
+51,691 |
5-Year T-Notes(CBOT) |
Dec10 |
101126 |
120~021 |
120~069 |
120~001 |
120~039 |
+0~022 |
956,541 |
654,911 |
-240,005 |
Mar11 |
101126 |
119~051 |
119~100 |
119~033 |
119~071 |
+0~026 |
449,623 |
461,889 |
+209,327 |
Jun11 |
101126 |
118~095 |
118~095 |
118~069 |
118~095 |
+0~026 |
|
|
|
Total Volume and Open Interest |
1,406,164 |
1,116,800 |
-30,678 |
2 Year T-Notes(CBOT) |
Dec10 |
101126 |
109~080 |
109~091 |
109~077 |
109~082 |
+0~003 |
612,975 |
351,882 |
-156,079 |
Mar11 |
101126 |
109~061 |
109~075 |
109~058 |
109~067 |
+0~003 |
375,567 |
374,580 |
+140,382 |
Jun11 |
101126 |
109~051 |
109~051 |
109~048 |
109~051 |
+0~003 |
|
|
|
Total Volume and Open Interest |
988,542 |
726,462 |
-15,697 |
Eurodollars(CME) |
Dec10 |
101126 |
99.613 |
99.640 |
99.607 |
99.618 |
-0.022 |
548,015 |
951,815 |
-6,354 |
Mar11 |
101126 |
99.435 |
99.475 |
99.400 |
99.455 |
-0.040 |
676,081 |
1,165,001 |
+6,861 |
Jun11 |
101126 |
99.350 |
99.385 |
99.310 |
99.365 |
-0.040 |
426,899 |
1,053,032 |
-14,600 |
Sep11 |
101126 |
99.270 |
99.305 |
99.230 |
99.285 |
-0.030 |
421,834 |
932,814 |
-921 |
Dec11 |
101126 |
99.165 |
99.200 |
99.125 |
99.175 |
-0.025 |
433,787 |
832,676 |
-17,590 |
Mar12 |
101126 |
99.035 |
99.090 |
99.000 |
99.045 |
-0.025 |
401,703 |
721,720 |
-33,300 |
Jun12 |
101126 |
98.900 |
98.960 |
98.865 |
98.905 |
-0.025 |
268,538 |
461,734 |
-3,649 |
Sep12 |
101126 |
98.755 |
98.820 |
98.720 |
98.760 |
-0.025 |
221,605 |
372,539 |
-8,790 |
Dec12 |
101126 |
98.595 |
98.655 |
98.540 |
98.595 |
-0.020 |
185,390 |
314,622 |
-623 |
Mar13 |
101126 |
98.430 |
98.485 |
98.370 |
98.425 |
-0.015 |
155,979 |
239,140 |
+1,454 |
Jun13 |
101126 |
98.240 |
98.285 |
98.170 |
98.235 |
-0.005 |
96,585 |
155,807 |
-1,105 |
Sep13 |
101126 |
98.025 |
98.075 |
97.955 |
98.025 |
+0.005 |
82,448 |
175,729 |
-1,104 |
Dec13 |
101126 |
97.790 |
97.840 |
97.720 |
97.790 |
+0.015 |
32,887 |
127,566 |
-15 |
Mar14 |
101126 |
97.560 |
97.615 |
97.490 |
97.565 |
+0.025 |
28,642 |
114,046 |
+830 |
Jun14 |
101126 |
97.310 |
97.365 |
97.245 |
97.320 |
+0.035 |
25,214 |
106,854 |
+1,005 |
Sep14 |
101126 |
97.065 |
97.125 |
97.010 |
97.080 |
+0.040 |
21,697 |
72,779 |
+369 |
Dec14 |
101126 |
96.825 |
96.880 |
96.770 |
96.840 |
+0.045 |
16,802 |
87,518 |
+2,827 |
Mar15 |
101126 |
96.620 |
96.665 |
96.560 |
96.635 |
+0.050 |
19,359 |
45,037 |
-1,083 |
Total Volume and Open Interest |
4,138,578 |
8,132,799 |
-71,352 |
30 Day Federal Funds(CBOT) |
Nov10 |
101126 |
99.808 |
99.808 |
99.805 |
99.808 |
unch |
404 |
88,889 |
-74 |
Dec10 |
101126 |
99.815 |
99.815 |
99.805 |
99.810 |
-0.005 |
5,262 |
88,664 |
+2,128 |
Jan11 |
101126 |
99.815 |
99.815 |
99.810 |
99.815 |
unch |
4,270 |
65,696 |
+1,179 |
Feb11 |
101126 |
99.805 |
99.815 |
99.800 |
99.810 |
-0.005 |
3,370 |
53,805 |
+449 |
Mar11 |
101126 |
99.810 |
99.815 |
99.805 |
99.810 |
-0.005 |
4,669 |
32,990 |
+659 |
Apr11 |
101126 |
99.805 |
99.815 |
99.805 |
99.810 |
-0.005 |
6,536 |
36,712 |
+2,924 |
Total Volume and Open Interest |
65,886 |
607,008 |
+9,092 |
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 |
101126 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
2,289 |
+0 |
Mar11 |
101126 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
769 |
+0 |
Jun11 |
101126 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
150 |
+0 |
Sep11 |
101126 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Dec11 |
101126 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Mar12 |
101126 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Jun12 |
101126 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
|
|
|
Sep12 |
101126 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Dec12 |
101126 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
|
|
|
Mar13 |
101126 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
3,208 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec10 |
101126 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
4,388 |
+0 |
Mar11 |
101126 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,476 |
+0 |
Jun11 |
101126 |
99.64 |
99.66 |
99.62 |
99.66 |
unch |
1 |
1,537 |
+2 |
Sep11 |
101126 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,283 |
+0 |
Dec11 |
101126 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
110 |
+0 |
Mar12 |
101126 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
305 |
+0 |
Jun12 |
101126 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
754 |
+0 |
Sep12 |
101126 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
310 |
+0 |
Total Volume and Open Interest |
1 |
10,167 |
+2 |
Japanese Gov't Bonds(SGX) |
Dec10 |
101126 |
140.98 |
141.08 |
140.37 |
140.41 |
-0.62 |
2,904 |
16,603 |
+484 |
Mar11 |
101126 |
139.80 |
139.80 |
139.58 |
139.58 |
-0.69 |
2 |
26 |
+1 |
Jun11 |
101126 |
137.49 |
137.49 |
137.49 |
137.49 |
-0.69 |
|
|
|
Total Volume and Open Interest |
2,906 |
16,629 |
+485 |
Euro-Bund(EUREX) |
Dec10 |
101126 |
127.48 |
128.07 |
127.16 |
127.35 |
+0.06 |
541,189 |
967,217 |
-28,116 |
Mar11 |
101126 |
127.30 |
127.89 |
126.99 |
127.17 |
+0.07 |
8,328 |
46,173 |
+2,792 |
Jun11 |
101126 |
126.60 |
126.60 |
126.60 |
126.60 |
+0.06 |
36 |
0 |
+0 |
Total Volume and Open Interest |
549,553 |
1,013,390 |
-25,324 |
Euro-Bobl(EUREX) |
Dec10 |
101126 |
119.53 |
119.89 |
119.47 |
119.56 |
+0.14 |
351,959 |
703,534 |
+675 |
Mar11 |
101126 |
119.33 |
119.69 |
119.27 |
119.35 |
+0.12 |
8,824 |
105,387 |
-1,144 |
Jun11 |
101126 |
119.40 |
119.40 |
119.40 |
119.40 |
+0.14 |
0 |
8 |
+0 |
Total Volume and Open Interest |
360,783 |
808,929 |
-469 |
3-Mth Euribor(EUREX) |
Dec10 |
101126 |
98.940 |
98.940 |
98.940 |
98.940 |
-0.005 |
42 |
6,078 |
-31 |
Mar11 |
101126 |
98.800 |
98.800 |
98.790 |
98.790 |
-0.010 |
117 |
2,047 |
-23 |
Jun11 |
101126 |
98.710 |
98.710 |
98.700 |
98.700 |
unch |
15 |
5,322 |
-7 |
Total Volume and Open Interest |
418 |
22,130 |
-17 |
Long Gilt(LIFFE) |
Dec10 |
101126 |
121~00 |
121~19 |
120~28 |
121~03 |
+0~06 |
176,524 |
117,367 |
-51,336 |
Mar11 |
101126 |
119~25 |
120~08 |
119~18 |
119~25 |
+0~06 |
103,474 |
200,382 |
+45,082 |
Total Volume and Open Interest |
279,998 |
317,749 |
-6,254 |
3-Mth Short Sterling(LIFFE) |
Dec10 |
101126 |
99.22 |
99.23 |
99.20 |
99.22 |
unch |
29,607 |
353,954 |
-4,138 |
Mar11 |
101126 |
99.13 |
99.13 |
99.09 |
99.12 |
-0.01 |
56,647 |
280,294 |
-1,928 |
Jun11 |
101126 |
99.03 |
99.04 |
98.99 |
99.03 |
+0.01 |
77,807 |
233,958 |
-6,845 |
Sep11 |
101126 |
98.89 |
98.92 |
98.86 |
98.91 |
+0.02 |
52,141 |
229,407 |
-1,466 |
Dec11 |
101126 |
98.73 |
98.77 |
98.69 |
98.76 |
+0.04 |
67,118 |
318,167 |
-4,224 |
Mar12 |
101126 |
98.56 |
98.61 |
98.52 |
98.59 |
+0.04 |
46,417 |
192,082 |
-1,691 |
Total Volume and Open Interest |
434,123 |
2,036,369 |
-17,465 |
3-Mth Euribor(LIFFE) |
Dec10 |
101126 |
98.945 |
98.950 |
98.930 |
98.940 |
-0.005 |
97,509 |
507,607 |
-6,342 |
Mar11 |
101126 |
98.800 |
98.805 |
98.780 |
98.790 |
-0.010 |
93,666 |
524,160 |
+7,247 |
Jun11 |
101126 |
98.700 |
98.725 |
98.690 |
98.700 |
unch |
74,745 |
438,295 |
-5,164 |
Total Volume and Open Interest |
574,772 |
2,953,134 |
-26,617 |
3-Mth Aus T-Bills(SFE) |
Dec10 |
101126 |
94.95 |
94.98 |
94.95 |
94.97 |
+0.01 |
11,290 |
147,329 |
-7,788 |
Mar11 |
101126 |
94.84 |
94.89 |
94.83 |
94.88 |
+0.04 |
26,031 |
167,458 |
+779 |
Jun11 |
101126 |
94.71 |
94.78 |
94.70 |
94.78 |
+0.06 |
16,854 |
102,677 |
+3,178 |
Sep11 |
101126 |
94.61 |
94.68 |
94.59 |
94.67 |
+0.06 |
10,218 |
55,802 |
-682 |
Dec11 |
101126 |
94.52 |
94.59 |
94.50 |
94.56 |
+0.05 |
2,235 |
40,169 |
+105 |
Mar12 |
101126 |
94.42 |
94.49 |
94.42 |
94.48 |
+0.05 |
1,495 |
39,750 |
+215 |
Jun12 |
101126 |
94.36 |
94.43 |
94.35 |
94.42 |
+0.05 |
1,813 |
35,355 |
+578 |
Sep12 |
101126 |
94.31 |
94.37 |
94.29 |
94.36 |
+0.04 |
2,305 |
15,319 |
+403 |
Dec12 |
101126 |
94.27 |
94.31 |
94.23 |
94.31 |
+0.04 |
1,519 |
3,696 |
+1,516 |
Mar13 |
101126 |
94.29 |
94.29 |
94.29 |
94.29 |
+0.04 |
0 |
2,001 |
+0 |
Total Volume and Open Interest |
73,760 |
610,628 |
-1,696 |
10-Year Aus T-Bonds(SFE) |
Dec10 |
101126 |
94.45 |
94.51 |
94.44 |
94.49 |
+0.03 |
28,372 |
400,493 |
+52 |
Mar11 |
101126 |
94.49 |
94.49 |
94.49 |
94.49 |
+0.03 |
|
|
|
Total Volume and Open Interest |
28,372 |
400,493 |
+52 |
3-Year Aus T-Bonds(SFE) |
Dec10 |
101126 |
94.79 |
94.87 |
94.77 |
94.86 |
+0.06 |
96,118 |
520,652 |
-2,295 |
Mar11 |
101126 |
94.81 |
94.81 |
94.81 |
94.81 |
+0.06 |
|
|
|
Total Volume and Open Interest |
96,118 |
520,652 |
-2,295 |
Gold(CMX) |
Dec10 |
101126 |
1371.2 |
1374.9 |
1350.1 |
1362.4 |
-10.6 |
189,894 |
103,310 |
-66,730 |
Feb11 |
101126 |
1373.3 |
1376.8 |
1352.0 |
1364.3 |
-10.7 |
106,226 |
289,486 |
+46,704 |
Apr11 |
101126 |
1375.4 |
1378.6 |
1354.9 |
1366.4 |
-10.8 |
4,419 |
38,601 |
+2,269 |
Jun11 |
101126 |
1378.6 |
1380.0 |
1357.1 |
1368.6 |
-10.8 |
3,116 |
31,562 |
+88 |
Aug11 |
101126 |
1382.1 |
1382.1 |
1359.3 |
1370.8 |
-10.8 |
380 |
13,872 |
+182 |
Oct11 |
101126 |
1373.2 |
1373.2 |
1373.2 |
1373.2 |
-10.7 |
142 |
10,149 |
+45 |
Dec11 |
101126 |
1386.9 |
1387.6 |
1365.0 |
1375.7 |
-10.6 |
4,480 |
33,013 |
+877 |
Feb12 |
101126 |
1378.2 |
1378.2 |
1378.2 |
1378.2 |
-10.6 |
1 |
6,011 |
+0 |
Apr12 |
101126 |
1374.0 |
1380.8 |
1374.0 |
1380.8 |
-10.6 |
7 |
5,923 |
+0 |
Jun12 |
101126 |
1376.9 |
1383.7 |
1376.9 |
1383.7 |
-10.5 |
313 |
9,959 |
+169 |
Aug12 |
101126 |
1387.0 |
1387.0 |
1387.0 |
1387.0 |
-10.4 |
0 |
4,733 |
+0 |
Total Volume and Open Interest |
311,857 |
607,664 |
-15,048 |
Silver(CMX) |
Dec10 |
101126 |
2741.5 |
2756.5 |
2640.0 |
2669.9 |
-82.9 |
62,315 |
28,268 |
-13,907 |
Mar11 |
101126 |
2748.5 |
2765.0 |
2647.5 |
2677.2 |
-83.1 |
24,516 |
60,601 |
+3,286 |
May11 |
101126 |
2755.0 |
2767.0 |
2662.5 |
2682.3 |
-83.1 |
1,839 |
11,549 |
+638 |
Jul11 |
101126 |
2768.5 |
2768.5 |
2660.0 |
2687.3 |
-83.0 |
158 |
8,713 |
-27 |
Sep11 |
101126 |
2750.0 |
2750.0 |
2681.5 |
2692.2 |
-82.8 |
22 |
6,240 |
+5 |
Dec11 |
101126 |
2773.0 |
2775.0 |
2670.0 |
2699.4 |
-82.6 |
1,021 |
9,989 |
+106 |
Mar12 |
101126 |
2705.3 |
2705.3 |
2705.3 |
2705.3 |
-82.8 |
0 |
355 |
+0 |
Total Volume and Open Interest |
91,084 |
137,944 |
-9,741 |
Platinum(NYMEX) |
Jan11 |
101126 |
1656.3 |
1670.0 |
1637.5 |
1645.2 |
-13.2 |
4,073 |
31,615 |
+166 |
Apr11 |
101126 |
1662.5 |
1664.0 |
1648.0 |
1649.4 |
-13.7 |
250 |
2,618 |
+144 |
Jul11 |
101126 |
1650.0 |
1651.7 |
1650.0 |
1651.7 |
-13.7 |
40 |
263 |
+40 |
Oct11 |
101126 |
1651.7 |
1651.7 |
1651.7 |
1651.7 |
-13.7 |
|
|
|
Total Volume and Open Interest |
4,363 |
34,498 |
+350 |
Palladium(NYMEX) |
Dec10 |
101126 |
694.85 |
702.00 |
663.50 |
676.50 |
-18.90 |
6,827 |
5,776 |
-4,085 |
Mar11 |
101126 |
696.60 |
704.05 |
665.80 |
678.85 |
-18.60 |
4,587 |
17,238 |
+3,030 |
Jun11 |
101126 |
703.85 |
704.10 |
672.95 |
679.70 |
-18.65 |
12 |
182 |
+5 |
Total Volume and Open Interest |
11,444 |
23,212 |
-1,050 |
Copper(CMX) |
Dec10 |
101126 |
375.25 |
378.85 |
369.55 |
375.10 |
-0.45 |
31,893 |
15,536 |
-5,033 |
Mar11 |
101126 |
376.30 |
380.00 |
370.75 |
376.25 |
-0.40 |
17,698 |
96,590 |
+5,752 |
May11 |
101126 |
375.40 |
379.55 |
371.90 |
375.90 |
-0.35 |
1,292 |
16,724 |
+737 |
Jul11 |
101126 |
372.90 |
375.25 |
372.90 |
375.25 |
-0.25 |
445 |
5,147 |
+5 |
Sep11 |
101126 |
374.40 |
374.85 |
374.40 |
374.40 |
-0.10 |
196 |
4,813 |
+8 |
Total Volume and Open Interest |
52,465 |
147,544 |
+1,490 |
DJIA Index(CBOT) |
Dec10 |
101126 |
11142 |
11185 |
11030 |
11030 |
-125 |
301 |
8,174 |
-53 |
Mar11 |
101126 |
10968 |
11091 |
10968 |
10968 |
-123 |
1 |
40 |
+1 |
Jun11 |
101126 |
10907 |
11026 |
10907 |
10907 |
-119 |
|
|
|
Sep11 |
101126 |
10845 |
10970 |
10845 |
10845 |
-125 |
|
|
|
Total Volume and Open Interest |
302 |
8,214 |
-52 |
S & P 500(CME) |
Dec10 |
101126 |
1194.20 |
1200.20 |
1182.50 |
1183.20 |
-13.30 |
21,839 |
355,289 |
+1,248 |
Mar11 |
101126 |
1182.00 |
1187.40 |
1178.10 |
1178.10 |
-13.30 |
1,811 |
14,134 |
+1,568 |
Jun11 |
101126 |
1178.30 |
1182.60 |
1173.30 |
1173.30 |
-13.30 |
1 |
2,716 |
-100 |
Sep11 |
101126 |
1168.80 |
1171.60 |
1168.80 |
1168.80 |
-13.30 |
0 |
130 |
+0 |
Total Volume and Open Interest |
23,751 |
372,419 |
+2,816 |
S & P 500 E-Mini(Globex) |
Dec10 |
101126 |
1194.00 |
1200.50 |
1182.50 |
1183.25 |
-13.25 |
1,821,455 |
2,782,893 |
+3,936 |
Mar11 |
101126 |
1188.50 |
1195.00 |
1178.00 |
1178.00 |
-13.50 |
14,561 |
68,005 |
+10,697 |
Total Volume and Open Interest |
1,836,022 |
2,851,023 |
+14,634 |
NASDAQ 100(CME) |
Dec10 |
101126 |
2155.00 |
2162.80 |
2135.00 |
2146.00 |
-12.00 |
2,926 |
29,059 |
+1,013 |
Mar11 |
101126 |
2144.00 |
2147.30 |
2144.00 |
2144.00 |
-12.30 |
2 |
61 |
+1 |
Jun11 |
101126 |
2141.50 |
2144.80 |
2141.50 |
2141.50 |
-12.30 |
|
|
|
Total Volume and Open Interest |
2,928 |
29,120 |
+1,014 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
101126 |
2155.30 |
2163.30 |
2134.80 |
2146.00 |
-12.00 |
267,835 |
427,557 |
+15,843 |
Mar11 |
101126 |
2156.00 |
2160.80 |
2134.00 |
2144.00 |
-12.30 |
395 |
1,629 |
+29 |
Total Volume and Open Interest |
268,231 |
429,198 |
+15,871 |
S & P Midcap 400(CME) |
Dec10 |
101126 |
855.70 |
859.00 |
855.50 |
855.70 |
-6.20 |
5 |
3,714 |
+0 |
Mar11 |
101126 |
853.30 |
859.90 |
853.30 |
853.30 |
-6.60 |
0 |
2 |
+0 |
Jun11 |
101126 |
851.30 |
857.90 |
851.30 |
851.30 |
-6.60 |
|
|
|
Total Volume and Open Interest |
5 |
3,716 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec10 |
101126 |
10100 |
10205 |
10005 |
10020 |
-125 |
10,120 |
44,678 |
-402 |
Mar11 |
101126 |
10050 |
10170 |
10050 |
10050 |
-120 |
2 |
66 |
+2 |
Total Volume and Open Interest |
10,122 |
44,744 |
-400 |
Nikkei 225(SGX) |
Dec10 |
101126 |
10085 |
10140 |
10040 |
10050 |
-40 |
116,171 |
214,939 |
-4,482 |
Mar11 |
101126 |
10090 |
10090 |
10040 |
10040 |
-40 |
2,313 |
6,488 |
+481 |
Jun11 |
101126 |
9970 |
9970 |
9970 |
9970 |
-40 |
0 |
2,126 |
+0 |
Total Volume and Open Interest |
118,544 |
230,178 |
-3,990 |
CAC 40(EURONEXT) |
Dec10 |
101126 |
3730.0 |
3743.5 |
3684.0 |
3726.0 |
-32.5 |
54,552 |
345,036 |
-17,164 |
Jan11 |
101126 |
3731.0 |
3741.0 |
3695.0 |
3729.0 |
-32.0 |
590 |
5,836 |
+568 |
Feb11 |
101126 |
3731.0 |
3731.0 |
3731.0 |
3731.0 |
-32.0 |
0 |
70 |
+0 |
Total Volume and Open Interest |
55,146 |
351,124 |
-16,592 |
Hang Seng Index(HKFE) |
Nov10 |
101126 |
22982 |
23113 |
22766 |
22860 |
-178 |
109,843 |
34,061 |
-15,699 |
Dec10 |
101126 |
23002 |
23107 |
22760 |
22847 |
-198 |
51,141 |
87,044 |
+16,569 |
Total Volume and Open Interest |
161,330 |
124,338 |
+1,025 |
DAX(EUREX) |
Dec10 |
101126 |
6850.0 |
6875.0 |
6781.5 |
6857.0 |
-28.5 |
67,774 |
203,306 |
+2,012 |
Mar11 |
101126 |
6868.5 |
6889.5 |
6799.0 |
6873.0 |
-28.5 |
517 |
13,808 |
+61 |
Jun11 |
101126 |
6890.5 |
6911.5 |
6825.0 |
6895.0 |
-28.5 |
112 |
4,520 |
+11 |
Total Volume and Open Interest |
68,403 |
221,634 |
+2,084 |
FT-SE 100(EURONEXT) |
Dec10 |
101126 |
5674.00 |
5695.00 |
5596.00 |
5673.00 |
-29.00 |
45,658 |
613,077 |
+2,760 |
Mar11 |
101126 |
5634.00 |
5650.00 |
5561.00 |
5633.00 |
-29.00 |
523 |
10,222 |
+270 |
Jun11 |
101126 |
5553.00 |
5605.50 |
5546.00 |
5591.50 |
-29.00 |
60 |
1,038 |
+10 |
Total Volume and Open Interest |
46,241 |
624,347 |
+3,040 |
SPI 200(SFE) |
Dec10 |
101126 |
4594.0 |
4627.0 |
4587.0 |
4597.0 |
+2.0 |
22,924 |
201,389 |
-3,850 |
Mar11 |
101126 |
4588.0 |
4610.0 |
4588.0 |
4593.0 |
+2.0 |
102 |
2,339 |
+42 |
Jun11 |
101126 |
4606.0 |
4616.0 |
4606.0 |
4616.0 |
unch |
5 |
1,155 |
-4 |
Total Volume and Open Interest |
23,031 |
207,460 |
-3,812 |
GSCI(CME) |
Dec10 |
101126 |
573.00 |
576.50 |
572.00 |
576.50 |
+0.50 |
362 |
14,677 |
+75 |
Jan11 |
101126 |
575.00 |
578.50 |
574.00 |
578.50 |
+0.50 |
2 |
3 |
+0 |
Feb11 |
101126 |
580.50 |
580.55 |
576.00 |
580.50 |
unch |
|
|
|
Total Volume and Open Interest |
364 |
14,680 |
+75 |
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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