|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue November 30, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
101130 |
1238.00 |
1247.25 |
1227.75 |
1243.00 |
+8.00 |
79,168 |
263,752 |
-4,791 |
Mar11 |
101130 |
1246.00 |
1255.50 |
1236.50 |
1251.50 |
+8.00 |
21,540 |
126,394 |
+3,191 |
May11 |
101130 |
1247.00 |
1256.75 |
1238.25 |
1253.00 |
+8.00 |
9,587 |
64,182 |
+1,624 |
Jul11 |
101130 |
1253.75 |
1260.25 |
1241.25 |
1255.75 |
+6.50 |
12,350 |
59,410 |
-142 |
Aug11 |
101130 |
1239.00 |
1239.00 |
1229.25 |
1235.75 |
+6.50 |
679 |
2,472 |
+44 |
Sep11 |
101130 |
1195.75 |
1202.25 |
1193.00 |
1197.50 |
+4.50 |
581 |
3,176 |
+64 |
Nov11 |
101130 |
1158.50 |
1166.75 |
1150.00 |
1162.00 |
+4.00 |
3,697 |
97,268 |
+380 |
Total Volume and Open Interest |
127,875 |
629,643 |
+415 |
Soybean Meal(CBOT) |
Dec10 |
101130 |
336.30 |
338.60 |
332.80 |
338.60 |
+2.30 |
26,495 |
11,007 |
-8,589 |
Jan11 |
101130 |
338.60 |
341.00 |
335.00 |
340.70 |
+2.10 |
31,679 |
69,443 |
+1,070 |
Mar11 |
101130 |
341.30 |
343.10 |
337.80 |
343.10 |
+1.70 |
9,609 |
43,046 |
+1,992 |
May11 |
101130 |
340.20 |
341.90 |
336.60 |
341.90 |
+1.90 |
5,424 |
25,583 |
+544 |
Jul11 |
101130 |
340.20 |
341.90 |
336.50 |
341.90 |
+1.80 |
3,895 |
17,327 |
+275 |
Aug11 |
101130 |
330.50 |
333.60 |
328.60 |
333.60 |
+1.80 |
191 |
5,121 |
+0 |
Sep11 |
101130 |
320.00 |
322.60 |
318.00 |
322.60 |
+1.60 |
1,359 |
5,268 |
+49 |
Oct11 |
101130 |
303.20 |
305.60 |
302.20 |
305.60 |
+2.10 |
49 |
4,876 |
-13 |
Total Volume and Open Interest |
79,624 |
199,183 |
-4,643 |
Soybean Oil(CBOT) |
Dec10 |
101130 |
50.01 |
50.75 |
49.81 |
50.65 |
+0.78 |
38,822 |
17,032 |
-13,005 |
Jan11 |
101130 |
50.37 |
51.11 |
50.16 |
51.00 |
+0.78 |
54,981 |
135,482 |
+550 |
Mar11 |
101130 |
50.90 |
51.53 |
50.60 |
51.44 |
+0.78 |
19,075 |
84,493 |
+5,616 |
May11 |
101130 |
51.30 |
51.82 |
50.93 |
51.78 |
+0.80 |
2,986 |
36,563 |
+515 |
Jul11 |
101130 |
51.42 |
52.12 |
51.18 |
52.04 |
+0.80 |
3,724 |
28,761 |
+487 |
Aug11 |
101130 |
51.76 |
52.12 |
51.58 |
52.12 |
+0.80 |
90 |
4,371 |
+2 |
Sep11 |
101130 |
51.79 |
52.18 |
51.77 |
52.18 |
+0.80 |
462 |
2,761 |
+56 |
Oct11 |
101130 |
51.52 |
52.25 |
51.52 |
52.22 |
+0.78 |
793 |
5,554 |
+458 |
Total Volume and Open Interest |
122,180 |
329,758 |
-5,327 |
Canola(WCE) |
Jan11 |
101130 |
533.0 |
539.0 |
531.5 |
536.4 |
+4.5 |
8,528 |
113,039 |
-2,972 |
Mar11 |
101130 |
539.4 |
545.8 |
539.0 |
543.1 |
+4.4 |
6,207 |
28,075 |
+652 |
May11 |
101130 |
544.6 |
547.5 |
541.6 |
544.8 |
+3.8 |
29 |
4,776 |
-43 |
Jul11 |
101130 |
542.7 |
547.9 |
542.7 |
544.5 |
+2.5 |
101 |
14,700 |
+7 |
Nov11 |
101130 |
497.9 |
499.0 |
494.0 |
498.3 |
+2.4 |
271 |
32,345 |
-149 |
Total Volume and Open Interest |
15,140 |
194,212 |
-2,505 |
Corn(CBOT) |
Dec10 |
101130 |
539.00 |
541.00 |
529.50 |
530.00 |
-8.25 |
173,312 |
56,245 |
-73,094 |
Mar11 |
101130 |
554.00 |
556.00 |
543.25 |
544.00 |
-9.25 |
201,670 |
736,749 |
+22,093 |
May11 |
101130 |
561.50 |
563.50 |
551.25 |
551.50 |
-9.75 |
17,444 |
149,901 |
+930 |
Jul11 |
101130 |
565.25 |
567.50 |
555.00 |
555.50 |
-9.75 |
23,423 |
229,836 |
+782 |
Sep11 |
101130 |
532.00 |
534.00 |
524.00 |
524.00 |
-8.00 |
1,334 |
38,994 |
-281 |
Dec11 |
101130 |
510.00 |
512.75 |
503.00 |
503.50 |
-6.50 |
14,290 |
258,918 |
+1,689 |
Total Volume and Open Interest |
432,732 |
1,528,470 |
-47,854 |
Wheat(CBOT) |
Dec10 |
101130 |
651.25 |
657.00 |
645.00 |
650.25 |
unch |
52,156 |
15,142 |
-29,486 |
Mar11 |
101130 |
692.50 |
698.00 |
685.50 |
690.50 |
unch |
67,078 |
228,721 |
+8,654 |
May11 |
101130 |
717.50 |
723.00 |
710.50 |
715.75 |
unch |
4,335 |
48,365 |
-335 |
Jul11 |
101130 |
728.75 |
736.00 |
724.00 |
728.25 |
unch |
6,750 |
90,404 |
+3,088 |
Sep11 |
101130 |
750.75 |
754.75 |
742.75 |
747.75 |
+1.00 |
915 |
16,251 |
+96 |
Total Volume and Open Interest |
133,279 |
465,569 |
-17,833 |
Wheat(KCBT) |
Dec10 |
101130 |
726.50 |
738.00 |
724.00 |
730.00 |
+3.50 |
19,002 |
7,507 |
-11,176 |
Mar11 |
101130 |
743.00 |
755.25 |
739.25 |
745.50 |
+3.00 |
22,008 |
115,488 |
+4,902 |
May11 |
101130 |
753.50 |
764.00 |
748.25 |
754.75 |
+3.00 |
1,244 |
22,133 |
+362 |
Jul11 |
101130 |
759.75 |
769.25 |
754.00 |
759.00 |
+2.00 |
1,723 |
49,112 |
-552 |
Sep11 |
101130 |
766.75 |
777.50 |
763.50 |
766.75 |
+2.00 |
324 |
8,385 |
+197 |
Total Volume and Open Interest |
44,447 |
213,416 |
-6,242 |
Wheat(MGE) |
Dec10 |
101130 |
737.25 |
743.50 |
731.75 |
740.00 |
+3.50 |
3,046 |
2,256 |
-1,021 |
Mar11 |
101130 |
756.50 |
767.25 |
751.25 |
760.25 |
+4.50 |
5,046 |
31,340 |
+47 |
May11 |
101130 |
767.50 |
775.00 |
760.25 |
768.00 |
+2.50 |
757 |
8,826 |
+508 |
Jul11 |
101130 |
770.75 |
780.00 |
767.75 |
773.75 |
+3.00 |
342 |
7,463 |
+85 |
Sep11 |
101130 |
774.50 |
784.25 |
774.50 |
777.25 |
+2.25 |
131 |
6,463 |
+28 |
Total Volume and Open Interest |
9,494 |
64,066 |
-318 |
Oats(CBOT) |
Dec10 |
101130 |
339.75 |
341.25 |
333.00 |
340.00 |
+2.25 |
1,250 |
800 |
-1,076 |
Mar11 |
101130 |
349.50 |
352.00 |
342.75 |
350.00 |
+0.50 |
1,132 |
9,634 |
+110 |
May11 |
101130 |
355.00 |
355.75 |
349.50 |
355.75 |
+0.50 |
52 |
565 |
+10 |
Jul11 |
101130 |
360.00 |
361.00 |
356.00 |
361.00 |
+0.50 |
64 |
182 |
+50 |
Total Volume and Open Interest |
2,514 |
12,077 |
-898 |
Rough Rice(CBOT) |
Jan11 |
101130 |
13.48 |
13.90 |
13.44 |
13.88 |
+0.45 |
965 |
9,759 |
-312 |
Mar11 |
101130 |
13.77 |
14.18 |
13.73 |
14.16 |
+0.45 |
750 |
4,385 |
+518 |
May11 |
101130 |
14.14 |
14.43 |
13.98 |
14.43 |
+0.45 |
13 |
1,009 |
+0 |
Jul11 |
101130 |
14.30 |
14.63 |
14.19 |
14.62 |
+0.43 |
11 |
1,537 |
-11 |
Total Volume and Open Interest |
1,751 |
17,347 |
+196 |
Live Cattle(CME) |
Dec10 |
101130 |
102.000 |
103.400 |
101.550 |
103.080 |
+1.045 |
6,778 |
47,796 |
-2,345 |
Feb11 |
101130 |
105.785 |
106.700 |
105.230 |
106.385 |
+0.600 |
17,203 |
155,256 |
+2,894 |
Apr11 |
101130 |
108.750 |
109.600 |
108.285 |
109.385 |
+0.555 |
6,297 |
81,915 |
+1,043 |
Jun11 |
101130 |
105.785 |
106.650 |
105.550 |
106.250 |
+0.420 |
2,560 |
34,779 |
+852 |
Aug11 |
101130 |
105.200 |
106.250 |
105.100 |
106.150 |
+0.700 |
835 |
14,075 |
+55 |
Oct11 |
101130 |
107.750 |
108.900 |
107.700 |
108.830 |
+0.695 |
371 |
7,452 |
+64 |
Total Volume and Open Interest |
34,328 |
344,849 |
+2,735 |
Feeder Cattle(CME) |
Jan11 |
101130 |
118.200 |
120.180 |
117.285 |
119.180 |
+0.780 |
1,648 |
16,452 |
+357 |
Mar11 |
101130 |
118.785 |
120.550 |
117.800 |
119.785 |
+0.785 |
1,017 |
9,104 |
+195 |
Apr11 |
101130 |
118.830 |
120.785 |
118.150 |
120.400 |
+1.100 |
348 |
2,754 |
+154 |
May11 |
101130 |
119.000 |
120.750 |
118.450 |
120.635 |
+1.250 |
225 |
3,662 |
+133 |
Aug11 |
101130 |
119.450 |
121.500 |
119.350 |
121.385 |
+1.335 |
277 |
3,394 |
+223 |
Sep11 |
101130 |
118.700 |
120.600 |
118.700 |
120.600 |
+1.100 |
26 |
215 |
+17 |
Oct11 |
101130 |
118.800 |
119.700 |
118.800 |
119.700 |
+0.600 |
5 |
45 |
+0 |
Total Volume and Open Interest |
3,546 |
35,628 |
+1,079 |
Lean Hogs(CME) |
Dec10 |
101130 |
70.000 |
70.350 |
68.830 |
69.035 |
-1.000 |
5,535 |
18,648 |
-909 |
Feb11 |
101130 |
76.225 |
76.535 |
75.250 |
75.785 |
-0.440 |
14,384 |
78,532 |
-483 |
Apr11 |
101130 |
80.800 |
80.950 |
79.600 |
79.950 |
-0.850 |
4,656 |
50,096 |
+499 |
May11 |
101130 |
86.150 |
86.400 |
85.700 |
86.400 |
-0.300 |
25 |
1,670 |
+10 |
Jun11 |
101130 |
88.980 |
89.200 |
88.230 |
88.750 |
-0.385 |
2,132 |
29,568 |
+92 |
Jul11 |
101130 |
87.900 |
88.300 |
87.800 |
88.180 |
-0.220 |
180 |
6,721 |
+37 |
Aug11 |
101130 |
87.535 |
87.850 |
87.300 |
87.700 |
unch |
920 |
6,513 |
+258 |
Oct11 |
101130 |
78.050 |
78.550 |
77.950 |
78.550 |
+0.250 |
106 |
4,089 |
+19 |
Total Volume and Open Interest |
27,964 |
197,527 |
-471 |
Class III Milk(CME) |
Nov10 |
101130 |
15.44 |
15.48 |
15.43 |
15.46 |
+0.03 |
320 |
5,069 |
+83 |
Dec10 |
101130 |
13.85 |
14.02 |
13.81 |
13.91 |
+0.10 |
188 |
5,791 |
-15 |
Jan11 |
101130 |
13.70 |
13.90 |
13.70 |
13.75 |
+0.11 |
311 |
3,784 |
-11 |
Feb11 |
101130 |
13.68 |
13.85 |
13.68 |
13.77 |
+0.12 |
271 |
2,925 |
+23 |
Mar11 |
101130 |
13.98 |
14.10 |
13.98 |
14.02 |
+0.02 |
66 |
2,702 |
+46 |
Total Volume and Open Interest |
1,634 |
30,524 |
+429 |
Cocoa(ICE) |
Dec10 |
101130 |
2746 |
2772 |
2746 |
2772 |
+51 |
5 |
90 |
-21 |
Mar11 |
101130 |
2774 |
2844 |
2751 |
2807 |
+52 |
6,523 |
72,573 |
+783 |
May11 |
101130 |
2777 |
2859 |
2776 |
2827 |
+50 |
529 |
20,446 |
+594 |
Jul11 |
101130 |
2801 |
2880 |
2801 |
2847 |
+51 |
394 |
10,125 |
+156 |
Sep11 |
101130 |
2810 |
2875 |
2810 |
2863 |
+50 |
34 |
4,717 |
-31 |
Dec11 |
101130 |
2838 |
2881 |
2835 |
2881 |
+50 |
10 |
10,230 |
+8 |
Mar12 |
101130 |
2915 |
2987 |
2915 |
2956 |
+47 |
0 |
10,177 |
+0 |
Total Volume and Open Interest |
7,495 |
133,571 |
+1,489 |
Coffee "C"(ICE) |
Dec10 |
101130 |
203.40 |
203.80 |
200.00 |
200.95 |
-1.45 |
217 |
633 |
-152 |
Mar11 |
101130 |
202.65 |
204.00 |
200.15 |
201.20 |
-1.45 |
8,414 |
88,788 |
-176 |
May11 |
101130 |
204.00 |
204.55 |
200.80 |
201.90 |
-1.30 |
787 |
22,403 |
+117 |
Jul11 |
101130 |
202.85 |
202.85 |
200.20 |
201.25 |
-1.25 |
205 |
7,115 |
+213 |
Sep11 |
101130 |
200.10 |
200.10 |
198.80 |
199.45 |
-1.10 |
81 |
3,221 |
+39 |
Dec11 |
101130 |
195.95 |
197.10 |
195.95 |
196.95 |
-0.90 |
66 |
6,092 |
+26 |
Total Volume and Open Interest |
9,865 |
129,406 |
+76 |
Orange Juice(ICE) |
Jan11 |
101130 |
150.40 |
151.50 |
149.00 |
149.20 |
-1.00 |
2,045 |
20,468 |
-1,203 |
Mar11 |
101130 |
151.50 |
152.55 |
150.20 |
150.40 |
-1.00 |
608 |
4,855 |
+852 |
May11 |
101130 |
152.55 |
152.65 |
151.20 |
151.20 |
-1.00 |
11 |
1,213 |
+5 |
Jul11 |
101130 |
152.00 |
152.00 |
152.00 |
152.00 |
-0.70 |
20 |
1,582 |
+19 |
Sep11 |
101130 |
152.50 |
152.50 |
152.50 |
152.50 |
-0.70 |
0 |
300 |
+0 |
Nov11 |
101130 |
153.35 |
153.35 |
152.35 |
152.35 |
-0.25 |
0 |
15 |
+0 |
Total Volume and Open Interest |
2,684 |
28,456 |
-327 |
Sugar #11(ICE) |
Mar11 |
101130 |
28.65 |
28.84 |
27.03 |
27.55 |
-0.80 |
32,438 |
231,190 |
+86 |
May11 |
101130 |
25.85 |
26.17 |
24.49 |
24.99 |
-0.79 |
12,182 |
100,646 |
+1,569 |
Jul11 |
101130 |
23.21 |
23.51 |
21.86 |
22.32 |
-0.86 |
10,798 |
97,858 |
+1,057 |
Oct11 |
101130 |
21.67 |
21.84 |
20.35 |
20.78 |
-0.89 |
7,013 |
56,147 |
+378 |
Mar12 |
101130 |
21.00 |
21.13 |
19.74 |
20.14 |
-0.82 |
3,392 |
46,376 |
+195 |
Total Volume and Open Interest |
67,742 |
576,444 |
+4,039 |
London Cocoa(LCE) |
Dec10 |
101130 |
1855 |
1906 |
1848 |
1892 |
+39 |
1,270 |
50,116 |
-159 |
Mar11 |
101130 |
1867 |
1919 |
1861 |
1904 |
+38 |
3,502 |
58,571 |
+994 |
May11 |
101130 |
1890 |
1932 |
1880 |
1918 |
+37 |
601 |
20,265 |
+76 |
Jul11 |
101130 |
1903 |
1947 |
1894 |
1933 |
+35 |
526 |
15,264 |
+75 |
Sep11 |
101130 |
1920 |
1956 |
1911 |
1944 |
+32 |
68 |
9,860 |
-31 |
Dec11 |
101130 |
1925 |
1959 |
1925 |
1953 |
+30 |
412 |
16,188 |
+18 |
Mar12 |
101130 |
1934 |
1980 |
1934 |
1963 |
+28 |
0 |
13,109 |
+0 |
Total Volume and Open Interest |
6,379 |
186,350 |
+973 |
London Sugar(LCE) |
Mar11 |
101130 |
731.00 |
734.00 |
696.00 |
710.00 |
-17.80 |
2,005 |
28,672 |
-769 |
May11 |
101130 |
694.70 |
697.30 |
660.00 |
672.90 |
-19.90 |
563 |
8,535 |
+99 |
Aug11 |
101130 |
630.40 |
631.10 |
596.40 |
609.20 |
-20.10 |
287 |
6,778 |
+50 |
Oct11 |
101130 |
585.00 |
586.30 |
556.90 |
566.70 |
-18.20 |
273 |
2,067 |
+138 |
Dec11 |
101130 |
547.60 |
547.60 |
534.50 |
544.30 |
-18.20 |
46 |
696 |
+26 |
Total Volume and Open Interest |
3,174 |
47,261 |
-456 |
Cotton(ICE) |
Dec10 |
101130 |
125.00 |
127.94 |
122.40 |
126.23 |
+3.72 |
58 |
701 |
-34 |
Mar11 |
101130 |
115.50 |
118.90 |
113.76 |
117.34 |
+1.58 |
9,628 |
110,831 |
-123 |
May11 |
101130 |
110.43 |
113.82 |
109.28 |
112.50 |
+1.66 |
1,552 |
19,765 |
-26 |
Jul11 |
101130 |
106.00 |
109.14 |
104.70 |
108.08 |
+1.72 |
3,183 |
28,143 |
-1,004 |
Oct11 |
101130 |
100.00 |
101.00 |
98.00 |
100.08 |
+1.05 |
0 |
420 |
+0 |
Dec11 |
101130 |
87.60 |
88.90 |
87.00 |
88.36 |
+0.49 |
1,656 |
32,987 |
+542 |
Total Volume and Open Interest |
16,078 |
194,507 |
-645 |
Lumber(CME) |
Jan11 |
101130 |
248.1 |
253.0 |
245.5 |
247.0 |
+1.3 |
1,180 |
4,081 |
-829 |
Mar11 |
101130 |
266.2 |
270.5 |
263.4 |
268.2 |
+2.4 |
898 |
3,275 |
+300 |
May11 |
101130 |
276.5 |
278.9 |
271.0 |
271.0 |
-2.0 |
178 |
900 |
+56 |
Jul11 |
101130 |
283.0 |
283.0 |
283.0 |
283.0 |
-1.0 |
6 |
170 |
-4 |
Total Volume and Open Interest |
2,262 |
8,426 |
-477 |
Crude Oil(NYM) |
Jan11 |
101130 |
85.81 |
85.90 |
83.55 |
84.11 |
-1.62 |
335,800 |
330,798 |
-9,158 |
Feb11 |
101130 |
86.42 |
86.42 |
84.09 |
84.65 |
-1.62 |
66,499 |
115,502 |
+2,965 |
Mar11 |
101130 |
86.80 |
86.82 |
84.52 |
85.08 |
-1.65 |
38,285 |
126,115 |
+3,710 |
Apr11 |
101130 |
87.05 |
87.07 |
84.86 |
85.38 |
-1.69 |
13,773 |
46,224 |
+1,486 |
May11 |
101130 |
86.86 |
87.28 |
85.11 |
85.63 |
-1.72 |
9,622 |
35,221 |
+202 |
Jun11 |
101130 |
87.46 |
87.47 |
85.31 |
85.85 |
-1.75 |
23,670 |
86,286 |
-2,031 |
Jul11 |
101130 |
87.41 |
87.62 |
85.92 |
86.05 |
-1.74 |
4,785 |
36,622 |
+790 |
Aug11 |
101130 |
87.28 |
87.28 |
86.20 |
86.23 |
-1.73 |
2,230 |
17,685 |
-69 |
Sep11 |
101130 |
87.82 |
87.82 |
86.14 |
86.41 |
-1.71 |
1,762 |
24,231 |
-192 |
Oct11 |
101130 |
87.35 |
87.35 |
86.58 |
86.59 |
-1.69 |
1,081 |
16,367 |
-12 |
Nov11 |
101130 |
87.96 |
88.19 |
86.77 |
86.77 |
-1.68 |
2,482 |
19,728 |
+77 |
Dec11 |
101130 |
88.81 |
88.81 |
86.50 |
86.97 |
-1.67 |
18,812 |
140,348 |
+1,096 |
Jan12 |
101130 |
88.10 |
88.10 |
87.05 |
87.05 |
-1.67 |
916 |
19,215 |
+218 |
Feb12 |
101130 |
87.13 |
87.14 |
87.13 |
87.13 |
-1.67 |
33 |
7,942 |
+32 |
Mar12 |
101130 |
87.21 |
87.22 |
87.21 |
87.21 |
-1.68 |
100 |
10,460 |
+0 |
Apr12 |
101130 |
87.29 |
87.30 |
87.29 |
87.29 |
-1.68 |
0 |
4,051 |
+0 |
Total Volume and Open Interest |
539,097 |
1,337,625 |
+4,358 |
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 |
101130 |
85.800 |
85.900 |
83.575 |
84.100 |
-1.625 |
7,698 |
4,634 |
+319 |
Feb11 |
101130 |
86.200 |
86.250 |
84.100 |
84.650 |
-1.625 |
308 |
1,051 |
+67 |
Mar11 |
101130 |
86.250 |
86.550 |
84.600 |
85.075 |
-1.650 |
85 |
427 |
+10 |
Apr11 |
101130 |
85.375 |
85.375 |
85.375 |
85.375 |
-1.700 |
3 |
3 |
+0 |
May11 |
101130 |
85.625 |
85.625 |
85.625 |
85.625 |
-1.725 |
0 |
13 |
+0 |
Jun11 |
101130 |
87.250 |
87.250 |
85.600 |
85.850 |
-1.750 |
0 |
10 |
+0 |
Jul11 |
101130 |
86.050 |
86.050 |
86.050 |
86.050 |
-1.750 |
1 |
1 |
-1 |
Aug11 |
101130 |
86.225 |
86.250 |
86.225 |
86.225 |
-1.725 |
|
|
|
Total Volume and Open Interest |
8,096 |
6,292 |
+394 |
Heating Oil(NYM) |
Dec10 |
101130 |
235.70 |
235.80 |
229.60 |
231.69 |
-4.12 |
32,618 |
10,513 |
-13,640 |
Jan11 |
101130 |
238.22 |
238.34 |
231.33 |
232.44 |
-5.59 |
54,024 |
100,140 |
+2,213 |
Feb11 |
101130 |
239.17 |
239.46 |
233.04 |
233.81 |
-5.31 |
13,607 |
43,190 |
+1,516 |
Mar11 |
101130 |
239.53 |
239.54 |
233.99 |
234.13 |
-5.15 |
7,789 |
33,916 |
+245 |
Apr11 |
101130 |
238.18 |
238.18 |
233.00 |
233.16 |
-5.07 |
2,071 |
17,834 |
+711 |
May11 |
101130 |
236.85 |
236.85 |
231.70 |
232.46 |
-5.03 |
1,336 |
17,390 |
-5 |
Jun11 |
101130 |
237.07 |
237.07 |
232.17 |
232.34 |
-5.02 |
3,950 |
37,496 |
-693 |
Jul11 |
101130 |
237.05 |
237.05 |
232.57 |
233.24 |
-5.01 |
380 |
7,732 |
+46 |
Aug11 |
101130 |
234.34 |
234.34 |
234.34 |
234.34 |
-4.99 |
349 |
4,526 |
+57 |
Sep11 |
101130 |
239.50 |
239.50 |
235.07 |
235.76 |
-4.96 |
410 |
4,955 |
-92 |
Oct11 |
101130 |
236.32 |
237.45 |
236.32 |
237.45 |
-4.96 |
226 |
2,823 |
-2 |
Nov11 |
101130 |
241.36 |
241.36 |
238.32 |
239.15 |
-4.96 |
200 |
2,916 |
+36 |
Total Volume and Open Interest |
117,819 |
306,134 |
-9,516 |
Gasoline(NYMEX) |
Dec10 |
101130 |
228.11 |
228.21 |
223.06 |
226.52 |
-1.94 |
32,130 |
7,315 |
-8,117 |
Jan11 |
101130 |
222.51 |
222.90 |
218.49 |
218.68 |
-3.76 |
48,751 |
105,299 |
+923 |
Feb11 |
101130 |
221.88 |
222.50 |
217.32 |
218.15 |
-3.97 |
18,805 |
38,560 |
+2,534 |
Mar11 |
101130 |
223.07 |
223.67 |
218.20 |
219.15 |
-4.15 |
8,201 |
28,198 |
+1,130 |
Apr11 |
101130 |
233.30 |
233.30 |
228.28 |
229.01 |
-4.40 |
4,402 |
22,824 |
+230 |
May11 |
101130 |
232.61 |
232.79 |
228.98 |
229.79 |
-4.35 |
2,711 |
10,573 |
-237 |
Jun11 |
101130 |
234.68 |
234.68 |
230.26 |
230.34 |
-4.34 |
2,460 |
13,598 |
+524 |
Jul11 |
101130 |
230.10 |
230.10 |
230.00 |
230.10 |
-4.27 |
565 |
4,496 |
+167 |
Aug11 |
101130 |
229.61 |
229.74 |
229.44 |
229.50 |
-4.23 |
587 |
5,531 |
+9 |
Sep11 |
101130 |
229.96 |
231.00 |
228.40 |
228.40 |
-4.16 |
630 |
2,885 |
+13 |
Total Volume and Open Interest |
122,018 |
271,962 |
-2,614 |
e-miNY RBOB Gasoline(NYM) |
Jan11 |
101130 |
222.00 |
222.00 |
218.70 |
218.70 |
-3.70 |
0 |
1 |
+0 |
Feb11 |
101130 |
218.20 |
218.20 |
218.15 |
218.20 |
-3.90 |
0 |
1 |
+0 |
Mar11 |
101130 |
219.20 |
219.20 |
219.15 |
219.20 |
-4.10 |
0 |
1 |
+0 |
Apr11 |
101130 |
229.00 |
229.01 |
229.00 |
229.00 |
-4.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
7 |
-3 |
Natural Gas(NYM) |
Jan11 |
101130 |
4.219 |
4.254 |
4.126 |
4.180 |
-0.030 |
135,319 |
231,771 |
+4,232 |
Feb11 |
101130 |
4.231 |
4.270 |
4.150 |
4.199 |
-0.035 |
31,529 |
69,856 |
+4,757 |
Mar11 |
101130 |
4.200 |
4.237 |
4.125 |
4.169 |
-0.035 |
20,890 |
97,082 |
+1,161 |
Apr11 |
101130 |
4.163 |
4.203 |
4.096 |
4.142 |
-0.031 |
23,732 |
71,521 |
-343 |
May11 |
101130 |
4.198 |
4.230 |
4.130 |
4.174 |
-0.029 |
8,718 |
26,868 |
+388 |
Jun11 |
101130 |
4.240 |
4.276 |
4.180 |
4.227 |
-0.029 |
3,796 |
14,009 |
+156 |
Jul11 |
101130 |
4.303 |
4.331 |
4.248 |
4.290 |
-0.027 |
1,744 |
11,833 |
+73 |
Aug11 |
101130 |
4.330 |
4.374 |
4.287 |
4.334 |
-0.027 |
1,741 |
13,836 |
+12 |
Sep11 |
101130 |
4.396 |
4.402 |
4.307 |
4.358 |
-0.026 |
1,299 |
10,159 |
+52 |
Oct11 |
101130 |
4.463 |
4.483 |
4.395 |
4.442 |
-0.026 |
9,619 |
43,067 |
-377 |
Nov11 |
101130 |
4.694 |
4.702 |
4.623 |
4.671 |
-0.023 |
1,656 |
21,175 |
-252 |
Dec11 |
101130 |
4.984 |
5.011 |
4.929 |
4.987 |
-0.020 |
1,152 |
18,898 |
+49 |
Jan12 |
101130 |
5.185 |
5.192 |
5.121 |
5.177 |
-0.015 |
3,369 |
28,825 |
+91 |
Feb12 |
101130 |
5.093 |
5.154 |
5.089 |
5.139 |
-0.015 |
308 |
6,444 |
+58 |
Mar12 |
101130 |
5.039 |
5.039 |
4.987 |
5.027 |
-0.015 |
252 |
14,531 |
-33 |
Apr12 |
101130 |
4.781 |
4.812 |
4.781 |
4.812 |
-0.005 |
149 |
12,858 |
-67 |
Total Volume and Open Interest |
245,547 |
757,873 |
+9,888 |
Brent Crude Oil(ICE) |
Jan11 |
101130 |
87.55 |
87.55 |
85.43 |
85.92 |
-1.42 |
176,875 |
235,717 |
-837 |
Feb11 |
101130 |
87.51 |
87.54 |
85.50 |
86.00 |
-1.47 |
69,665 |
170,521 |
+5,736 |
Mar11 |
101130 |
87.57 |
87.61 |
85.64 |
86.11 |
-1.50 |
33,803 |
94,486 |
+7,289 |
Apr11 |
101130 |
87.73 |
87.78 |
85.80 |
86.28 |
-1.52 |
12,938 |
39,856 |
+19 |
May11 |
101130 |
87.93 |
87.98 |
85.98 |
86.48 |
-1.52 |
7,489 |
26,657 |
+865 |
Jun11 |
101130 |
88.14 |
88.21 |
86.16 |
86.67 |
-1.54 |
16,499 |
50,489 |
+1,717 |
Jul11 |
101130 |
87.82 |
88.05 |
86.34 |
86.83 |
-1.56 |
1,897 |
13,244 |
+410 |
Aug11 |
101130 |
88.40 |
88.40 |
86.50 |
86.99 |
-1.57 |
1,086 |
12,800 |
-248 |
Sep11 |
101130 |
88.58 |
88.59 |
86.66 |
87.16 |
-1.56 |
1,380 |
9,699 |
+501 |
Oct11 |
101130 |
87.50 |
87.50 |
87.33 |
87.33 |
-1.56 |
986 |
6,734 |
-9 |
Nov11 |
101130 |
87.49 |
87.49 |
87.49 |
87.49 |
-1.57 |
863 |
10,165 |
+85 |
Dec11 |
101130 |
89.18 |
89.18 |
87.23 |
87.67 |
-1.57 |
14,511 |
79,472 |
-989 |
Jan12 |
101130 |
87.85 |
87.85 |
87.85 |
87.85 |
-1.58 |
190 |
10,677 |
-9 |
Feb12 |
101130 |
87.99 |
87.99 |
87.99 |
87.99 |
-1.60 |
67 |
5,616 |
-34 |
Total Volume and Open Interest |
343,020 |
846,413 |
+14,858 |
Gas Oil(ICE) |
Dec10 |
101130 |
737.75 |
738.50 |
717.75 |
729.25 |
-5.25 |
50,884 |
66,653 |
-3,420 |
Jan11 |
101130 |
742.50 |
743.25 |
722.25 |
734.50 |
-4.75 |
69,228 |
136,977 |
+10,350 |
Feb11 |
101130 |
744.00 |
745.75 |
725.75 |
737.75 |
-4.25 |
25,608 |
61,641 |
+1,705 |
Mar11 |
101130 |
744.25 |
747.00 |
730.25 |
739.50 |
-4.25 |
17,681 |
45,692 |
+388 |
Apr11 |
101130 |
747.75 |
747.75 |
731.50 |
740.50 |
-4.25 |
7,737 |
49,168 |
+1,595 |
May11 |
101130 |
749.00 |
749.00 |
732.75 |
741.75 |
-4.50 |
8,548 |
39,425 |
+2,017 |
Jun11 |
101130 |
748.00 |
749.75 |
732.00 |
743.25 |
-4.25 |
8,890 |
46,736 |
+1,050 |
Jul11 |
101130 |
753.00 |
753.00 |
746.00 |
746.00 |
-4.25 |
2,146 |
17,294 |
-131 |
Aug11 |
101130 |
755.50 |
755.50 |
741.50 |
749.25 |
-4.25 |
2,060 |
14,809 |
+762 |
Sep11 |
101130 |
759.00 |
759.00 |
745.50 |
752.50 |
-4.50 |
1,155 |
9,875 |
-151 |
Total Volume and Open Interest |
199,196 |
605,419 |
+14,041 |
Ethanol(CBOT) |
Nov10 |
101103 |
2.395 |
2.395 |
2.361 |
2.390 |
+0.013 |
35 |
50 |
-30 |
Dec10 |
101130 |
2.115 |
2.115 |
2.084 |
2.106 |
-0.034 |
144 |
306 |
-79 |
Jan11 |
101130 |
2.095 |
2.095 |
2.045 |
2.050 |
-0.040 |
183 |
1,026 |
+112 |
Feb11 |
101130 |
2.088 |
2.088 |
2.042 |
2.046 |
-0.032 |
87 |
860 |
-65 |
Mar11 |
101130 |
2.059 |
2.059 |
2.046 |
2.050 |
-0.032 |
30 |
1,105 |
+0 |
Apr11 |
101130 |
2.070 |
2.070 |
2.047 |
2.054 |
-0.033 |
33 |
777 |
-100 |
May11 |
101130 |
2.084 |
2.084 |
2.065 |
2.073 |
-0.036 |
9 |
360 |
-8 |
Jun11 |
101130 |
2.089 |
2.090 |
2.068 |
2.077 |
-0.031 |
13 |
631 |
+6 |
Total Volume and Open Interest |
557 |
7,676 |
-107 |
WTI Crude Oil(ICE |
Jan11 |
101130 |
85.75 |
85.75 |
83.55 |
84.11 |
-1.62 |
88,652 |
103,321 |
+953 |
Feb11 |
101130 |
86.17 |
86.27 |
84.10 |
84.65 |
-1.62 |
31,227 |
51,634 |
+837 |
Mar11 |
101130 |
86.60 |
86.70 |
84.60 |
85.08 |
-1.65 |
10,024 |
47,276 |
-541 |
Apr11 |
101130 |
86.54 |
86.69 |
84.85 |
85.38 |
-1.69 |
5,085 |
24,468 |
-1,102 |
May11 |
101130 |
86.89 |
87.03 |
85.38 |
85.63 |
-1.72 |
4,935 |
17,060 |
+410 |
Jun11 |
101130 |
87.34 |
87.34 |
85.39 |
85.85 |
-1.75 |
12,243 |
48,690 |
+1,132 |
Jul11 |
101130 |
86.85 |
87.21 |
85.80 |
86.05 |
-1.74 |
1,762 |
15,311 |
+952 |
Aug11 |
101130 |
87.10 |
87.17 |
85.98 |
86.23 |
-1.73 |
841 |
8,717 |
+58 |
Sep11 |
101130 |
86.69 |
86.69 |
86.16 |
86.41 |
-1.71 |
1,003 |
11,694 |
+97 |
Oct11 |
101130 |
86.59 |
86.60 |
86.59 |
86.59 |
-1.69 |
665 |
4,664 |
+164 |
Nov11 |
101130 |
86.77 |
86.78 |
86.77 |
86.77 |
-1.68 |
1,184 |
7,136 |
-532 |
Dec11 |
101130 |
88.14 |
88.31 |
86.54 |
86.97 |
-1.67 |
13,545 |
52,512 |
-1,466 |
Jan12 |
101130 |
87.05 |
87.06 |
87.05 |
87.05 |
-1.67 |
656 |
4,637 |
-597 |
Feb12 |
101130 |
87.13 |
87.14 |
87.13 |
87.13 |
-1.67 |
5 |
1,179 |
-5 |
Mar12 |
101130 |
87.21 |
87.22 |
87.21 |
87.21 |
-1.68 |
5 |
3,169 |
+0 |
Apr12 |
101130 |
87.29 |
87.30 |
87.29 |
87.29 |
-1.68 |
0 |
774 |
+0 |
Total Volume and Open Interest |
173,516 |
475,281 |
+576 |
US Dollar Index(ICE) |
Dec10 |
101130 |
80.910 |
81.525 |
80.740 |
81.270 |
+0.368 |
38,503 |
32,082 |
-1,065 |
Mar11 |
101130 |
81.305 |
81.935 |
81.200 |
81.710 |
+0.378 |
448 |
1,166 |
+51 |
Jun11 |
101130 |
82.150 |
82.155 |
82.150 |
82.155 |
+0.380 |
4 |
5 |
-3 |
Total Volume and Open Interest |
38,955 |
33,253 |
-1,017 |
Australian Dollar(CME) |
Dec10 |
101130 |
96.05 |
96.45 |
95.28 |
95.89 |
-0.23 |
110,502 |
114,387 |
-2,100 |
Mar11 |
101130 |
94.99 |
95.35 |
94.22 |
94.81 |
-0.23 |
1,598 |
2,884 |
+763 |
Jun11 |
101130 |
93.75 |
93.97 |
93.75 |
93.75 |
-0.22 |
0 |
152 |
+0 |
Total Volume and Open Interest |
112,102 |
117,562 |
-1,335 |
British Pound(CME) |
Dec10 |
101130 |
155.59 |
155.95 |
154.83 |
155.69 |
+0.04 |
89,254 |
86,758 |
-315 |
Mar11 |
101130 |
155.49 |
155.84 |
154.77 |
155.60 |
+0.04 |
699 |
1,469 |
+89 |
Jun11 |
101130 |
155.52 |
155.52 |
155.46 |
155.52 |
+0.06 |
3 |
44 |
+3 |
Total Volume and Open Interest |
89,956 |
88,307 |
-223 |
Canadian Dollar(CME) |
Dec10 |
101130 |
98.09 |
98.29 |
97.18 |
97.46 |
-0.61 |
77,459 |
91,051 |
-3,019 |
Mar11 |
101130 |
97.90 |
97.99 |
97.01 |
97.28 |
-0.60 |
1,326 |
5,767 |
+416 |
Jun11 |
101130 |
96.90 |
97.67 |
96.77 |
97.08 |
-0.59 |
31 |
1,053 |
+0 |
Sep11 |
101130 |
96.76 |
97.39 |
96.76 |
96.80 |
-0.59 |
5 |
490 |
+0 |
Total Volume and Open Interest |
78,824 |
98,829 |
-2,600 |
Japanese Yen(CME) |
Dec10 |
101130 |
118.72 |
119.89 |
118.65 |
119.59 |
+0.86 |
85,826 |
127,313 |
+233 |
Mar11 |
101130 |
118.85 |
120.03 |
118.80 |
119.76 |
+0.88 |
723 |
2,484 |
+229 |
Jun11 |
101130 |
120.00 |
120.00 |
119.09 |
120.00 |
+0.91 |
1 |
204 |
+1 |
Total Volume and Open Interest |
86,550 |
130,011 |
+463 |
Swiss Franc(CME) |
Dec10 |
101130 |
99.92 |
100.75 |
99.53 |
99.68 |
-0.29 |
37,680 |
40,757 |
+872 |
Mar11 |
101130 |
100.20 |
100.83 |
99.77 |
99.85 |
-0.23 |
417 |
584 |
+69 |
Jun11 |
101130 |
100.38 |
100.40 |
100.05 |
100.05 |
-0.18 |
0 |
4 |
+0 |
Total Volume and Open Interest |
38,106 |
41,352 |
+946 |
EuroFX(CME) |
Dec10 |
101130 |
131.12 |
131.50 |
129.68 |
130.09 |
-1.07 |
430,369 |
186,441 |
+5,363 |
Mar11 |
101130 |
131.03 |
131.41 |
129.63 |
130.04 |
-1.05 |
3,630 |
8,726 |
+585 |
Jun11 |
101130 |
130.00 |
131.02 |
129.60 |
130.01 |
-1.01 |
18 |
170 |
+11 |
Total Volume and Open Interest |
434,017 |
195,370 |
+5,959 |
Mexican Peso(CME) |
Dec10 |
101130 |
800.0 |
803.0 |
793.0 |
802.0 |
+2.8 |
29,490 |
135,194 |
-3,924 |
Jan11 |
101130 |
801.0 |
801.0 |
798.0 |
801.0 |
+3.0 |
|
|
|
Total Volume and Open Interest |
29,595 |
136,138 |
-3,925 |
30-Year T-Bonds(CBOT) |
Dec10 |
101130 |
128~060 |
129~140 |
128~060 |
128~230 |
+0~180 |
406,024 |
125,439 |
-101,635 |
Mar11 |
101130 |
126~230 |
128~000 |
126~230 |
127~090 |
+0~190 |
274,539 |
511,662 |
+99,849 |
Jun11 |
101130 |
125~150 |
126~160 |
125~120 |
125~270 |
+0~120 |
2 |
562 |
+2 |
Total Volume and Open Interest |
680,565 |
637,663 |
-1,784 |
10-Year T-Notes(CBOT) |
Dec10 |
101130 |
124~265 |
125~150 |
124~255 |
125~015 |
+0~055 |
1,230,867 |
315,135 |
-317,435 |
Mar11 |
101130 |
123~290 |
124~180 |
123~270 |
124~035 |
+0~060 |
736,336 |
1,097,505 |
+197,495 |
Jun11 |
101130 |
123~140 |
123~140 |
123~030 |
123~090 |
+0~060 |
11 |
36 |
+5 |
Total Volume and Open Interest |
1,967,214 |
1,412,682 |
-119,935 |
5-Year T-Notes(CBOT) |
Dec10 |
101130 |
120~052 |
120~103 |
120~050 |
120~080 |
+0~023 |
698,733 |
273,950 |
-220,638 |
Mar11 |
101130 |
119~080 |
120~006 |
119~077 |
119~109 |
+0~023 |
519,947 |
782,219 |
+222,957 |
Jun11 |
101130 |
119~005 |
119~005 |
118~110 |
119~005 |
+0~023 |
|
|
|
Total Volume and Open Interest |
1,218,680 |
1,056,169 |
+2,319 |
2 Year T-Notes(CBOT) |
Dec10 |
101130 |
109~085 |
109~102 |
109~084 |
109~100 |
+0~014 |
386,675 |
110,990 |
-131,192 |
Mar11 |
101130 |
109~070 |
109~091 |
109~068 |
109~088 |
+0~017 |
307,548 |
584,357 |
+122,928 |
Jun11 |
101130 |
109~077 |
109~077 |
109~055 |
109~076 |
+0~021 |
|
|
|
Total Volume and Open Interest |
694,223 |
695,347 |
-8,264 |
Eurodollars(CME) |
Dec10 |
101130 |
99.652 |
99.652 |
99.605 |
99.622 |
-0.018 |
288,446 |
906,702 |
-22,629 |
Mar11 |
101130 |
99.480 |
99.490 |
99.395 |
99.425 |
-0.035 |
376,145 |
1,198,828 |
+9,014 |
Jun11 |
101130 |
99.390 |
99.400 |
99.325 |
99.355 |
-0.020 |
214,614 |
1,040,630 |
-1,063 |
Sep11 |
101130 |
99.305 |
99.325 |
99.260 |
99.295 |
unch |
193,576 |
926,894 |
-709 |
Dec11 |
101130 |
99.200 |
99.230 |
99.170 |
99.215 |
+0.030 |
198,553 |
826,445 |
+694 |
Mar12 |
101130 |
99.075 |
99.130 |
99.060 |
99.115 |
+0.055 |
153,945 |
727,429 |
+2,128 |
Jun12 |
101130 |
98.935 |
99.010 |
98.930 |
99.000 |
+0.075 |
118,866 |
457,800 |
-4,141 |
Sep12 |
101130 |
98.790 |
98.880 |
98.785 |
98.865 |
+0.080 |
116,551 |
374,062 |
+3,969 |
Dec12 |
101130 |
98.625 |
98.715 |
98.620 |
98.695 |
+0.075 |
87,343 |
307,844 |
-9,797 |
Mar13 |
101130 |
98.455 |
98.550 |
98.455 |
98.520 |
+0.065 |
69,679 |
243,359 |
-919 |
Jun13 |
101130 |
98.270 |
98.355 |
98.270 |
98.315 |
+0.055 |
62,275 |
158,278 |
+2,625 |
Sep13 |
101130 |
98.055 |
98.145 |
98.055 |
98.100 |
+0.045 |
49,191 |
174,700 |
-1,008 |
Dec13 |
101130 |
97.825 |
97.915 |
97.825 |
97.860 |
+0.035 |
15,669 |
127,049 |
+200 |
Mar14 |
101130 |
97.600 |
97.695 |
97.600 |
97.635 |
+0.030 |
17,510 |
113,010 |
-815 |
Jun14 |
101130 |
97.355 |
97.455 |
97.355 |
97.390 |
+0.025 |
15,792 |
107,190 |
+817 |
Sep14 |
101130 |
97.115 |
97.225 |
97.115 |
97.150 |
+0.020 |
17,099 |
71,327 |
-1,106 |
Dec14 |
101130 |
96.895 |
96.990 |
96.870 |
96.910 |
+0.015 |
9,493 |
84,884 |
-733 |
Mar15 |
101130 |
96.690 |
96.785 |
96.660 |
96.705 |
+0.015 |
10,764 |
42,475 |
-1,069 |
Total Volume and Open Interest |
2,040,876 |
8,091,659 |
-24,173 |
30 Day Federal Funds(CBOT) |
Nov10 |
101130 |
99.808 |
99.808 |
99.805 |
99.808 |
unch |
2,532 |
90,925 |
+454 |
Dec10 |
101130 |
99.805 |
99.810 |
99.805 |
99.810 |
unch |
27,411 |
98,847 |
+10,355 |
Jan11 |
101130 |
99.815 |
99.815 |
99.805 |
99.815 |
unch |
4,324 |
64,561 |
-822 |
Feb11 |
101130 |
99.810 |
99.810 |
99.805 |
99.810 |
unch |
1,873 |
53,728 |
+282 |
Mar11 |
101130 |
99.810 |
99.810 |
99.805 |
99.810 |
unch |
987 |
33,202 |
+92 |
Apr11 |
101130 |
99.810 |
99.810 |
99.805 |
99.810 |
unch |
1,029 |
36,525 |
+17 |
Total Volume and Open Interest |
44,191 |
617,189 |
+9,616 |
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 |
101130 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
2,289 |
+0 |
Mar11 |
101130 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.010 |
0 |
769 |
+0 |
Jun11 |
101130 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.010 |
0 |
150 |
+0 |
Sep11 |
101130 |
99.600 |
99.600 |
99.600 |
99.600 |
+0.010 |
|
|
|
Dec11 |
101130 |
99.605 |
99.605 |
99.605 |
99.605 |
+0.010 |
|
|
|
Mar12 |
101130 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.010 |
|
|
|
Jun12 |
101130 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.010 |
|
|
|
Sep12 |
101130 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.010 |
|
|
|
Dec12 |
101130 |
99.290 |
99.290 |
99.290 |
99.290 |
+0.010 |
|
|
|
Mar13 |
101130 |
99.290 |
99.290 |
99.290 |
99.290 |
+0.010 |
|
|
|
Total Volume and Open Interest |
0 |
3,208 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec10 |
101130 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
100 |
4,288 |
-100 |
Mar11 |
101130 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
102 |
1,456 |
-100 |
Jun11 |
101130 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
100 |
1,437 |
-100 |
Sep11 |
101130 |
99.61 |
99.61 |
99.60 |
99.60 |
+0.01 |
0 |
1,208 |
-75 |
Dec11 |
101130 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
0 |
110 |
+0 |
Mar12 |
101130 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
305 |
+0 |
Jun12 |
101130 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
0 |
754 |
+0 |
Sep12 |
101130 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
310 |
+0 |
Total Volume and Open Interest |
302 |
9,872 |
-375 |
Japanese Gov't Bonds(SGX) |
Dec10 |
101130 |
140.82 |
140.98 |
140.67 |
140.86 |
+0.19 |
3,980 |
15,584 |
-939 |
Mar11 |
101130 |
140.00 |
140.06 |
140.00 |
140.06 |
+0.20 |
26 |
56 |
+24 |
Jun11 |
101130 |
137.97 |
137.97 |
137.97 |
137.97 |
+0.20 |
|
|
|
Total Volume and Open Interest |
4,006 |
15,640 |
-915 |
Euro-Bund(EUREX) |
Dec10 |
101130 |
127.28 |
128.05 |
127.18 |
128.02 |
+0.95 |
897,160 |
949,085 |
-61,753 |
Mar11 |
101130 |
127.06 |
127.86 |
127.02 |
127.84 |
+0.98 |
43,415 |
65,605 |
+16,976 |
Jun11 |
101130 |
127.27 |
127.27 |
127.27 |
127.27 |
+0.95 |
104 |
0 |
+0 |
Total Volume and Open Interest |
940,679 |
1,014,690 |
-44,777 |
Euro-Bobl(EUREX) |
Dec10 |
101130 |
119.59 |
120.05 |
119.52 |
120.03 |
+0.54 |
515,521 |
683,708 |
-28,425 |
Mar11 |
101130 |
119.37 |
119.85 |
119.31 |
119.84 |
+0.58 |
22,857 |
107,026 |
+2,030 |
Jun11 |
101130 |
119.83 |
119.83 |
119.83 |
119.83 |
+0.50 |
0 |
8 |
+0 |
Total Volume and Open Interest |
538,378 |
790,742 |
-26,395 |
3-Mth Euribor(EUREX) |
Dec10 |
101130 |
98.955 |
98.960 |
98.945 |
98.950 |
+0.005 |
6 |
6,130 |
+3 |
Mar11 |
101130 |
98.815 |
98.835 |
98.805 |
98.835 |
+0.035 |
5 |
2,047 |
+0 |
Jun11 |
101130 |
98.730 |
98.765 |
98.725 |
98.765 |
+0.060 |
5 |
5,329 |
+0 |
Total Volume and Open Interest |
82 |
22,258 |
+11 |
Long Gilt(LIFFE) |
Dec10 |
101130 |
121~08 |
122~09 |
121~08 |
122~07 |
+1~03 |
57,495 |
54,575 |
-25,369 |
Mar11 |
101130 |
119~31 |
120~32 |
119~30 |
120~29 |
+1~03 |
84,511 |
250,903 |
+16,111 |
Total Volume and Open Interest |
142,006 |
305,478 |
-9,258 |
3-Mth Short Sterling(LIFFE) |
Dec10 |
101130 |
99.22 |
99.23 |
99.21 |
99.23 |
+0.02 |
45,143 |
338,535 |
-11,787 |
Mar11 |
101130 |
99.14 |
99.15 |
99.10 |
99.13 |
unch |
50,474 |
282,908 |
-1,539 |
Jun11 |
101130 |
99.08 |
99.09 |
99.05 |
99.07 |
+0.01 |
49,643 |
235,468 |
+371 |
Sep11 |
101130 |
98.98 |
99.01 |
98.97 |
99.00 |
+0.04 |
71,207 |
227,619 |
-2,810 |
Dec11 |
101130 |
98.83 |
98.90 |
98.83 |
98.88 |
+0.06 |
77,013 |
348,005 |
+19,397 |
Mar12 |
101130 |
98.67 |
98.75 |
98.66 |
98.72 |
+0.07 |
51,255 |
206,700 |
+10,310 |
Total Volume and Open Interest |
417,449 |
2,076,385 |
+18,975 |
3-Mth Euribor(LIFFE) |
Dec10 |
101130 |
98.955 |
98.960 |
98.940 |
98.950 |
+0.005 |
95,144 |
507,189 |
-3,535 |
Mar11 |
101130 |
98.805 |
98.850 |
98.805 |
98.835 |
+0.035 |
165,995 |
519,607 |
-10,946 |
Jun11 |
101130 |
98.715 |
98.775 |
98.710 |
98.760 |
+0.055 |
112,321 |
430,218 |
+137 |
Total Volume and Open Interest |
806,602 |
2,916,236 |
-22,417 |
3-Mth Aus T-Bills(SFE) |
Dec10 |
101130 |
94.98 |
95.01 |
94.98 |
95.01 |
+0.02 |
20,369 |
127,023 |
-15,873 |
Mar11 |
101130 |
94.89 |
94.94 |
94.89 |
94.94 |
+0.04 |
29,967 |
169,116 |
-3,435 |
Jun11 |
101130 |
94.79 |
94.85 |
94.79 |
94.85 |
+0.04 |
19,252 |
101,071 |
-3,031 |
Sep11 |
101130 |
94.70 |
94.76 |
94.70 |
94.76 |
+0.05 |
17,483 |
63,647 |
+3,982 |
Dec11 |
101130 |
94.61 |
94.69 |
94.60 |
94.69 |
+0.07 |
6,830 |
41,490 |
+1,523 |
Mar12 |
101130 |
94.54 |
94.63 |
94.54 |
94.63 |
+0.09 |
3,963 |
41,658 |
+1,829 |
Jun12 |
101130 |
94.46 |
94.56 |
94.46 |
94.56 |
+0.09 |
2,303 |
36,143 |
+547 |
Sep12 |
101130 |
94.42 |
94.52 |
94.42 |
94.52 |
+0.11 |
1,265 |
15,425 |
+147 |
Dec12 |
101130 |
94.36 |
94.46 |
94.36 |
94.46 |
+0.11 |
400 |
3,358 |
+165 |
Mar13 |
101130 |
94.33 |
94.44 |
94.33 |
94.44 |
+0.11 |
256 |
2,146 |
+144 |
Total Volume and Open Interest |
102,188 |
602,250 |
-13,902 |
10-Year Aus T-Bonds(SFE) |
Dec10 |
101130 |
94.50 |
94.57 |
94.48 |
94.57 |
+0.07 |
35,592 |
393,613 |
-9,198 |
Mar11 |
101130 |
94.57 |
94.57 |
94.57 |
94.57 |
+0.07 |
|
|
|
Total Volume and Open Interest |
35,592 |
393,613 |
-9,198 |
3-Year Aus T-Bonds(SFE) |
Dec10 |
101130 |
94.89 |
94.97 |
94.88 |
94.96 |
+0.06 |
145,348 |
538,322 |
-24,736 |
Mar11 |
101130 |
94.91 |
94.91 |
94.91 |
94.91 |
+0.06 |
|
|
|
Total Volume and Open Interest |
145,348 |
538,322 |
-24,736 |
Gold(CMX) |
Dec10 |
101130 |
1366.7 |
1390.1 |
1362.8 |
1385.0 |
+19.0 |
94,486 |
15,195 |
-44,217 |
Feb11 |
101130 |
1368.5 |
1391.1 |
1364.0 |
1386.1 |
+18.6 |
184,840 |
354,297 |
+37,646 |
Apr11 |
101130 |
1371.5 |
1393.3 |
1366.5 |
1388.3 |
+18.7 |
9,163 |
46,595 |
+1,987 |
Jun11 |
101130 |
1372.5 |
1395.0 |
1368.5 |
1390.5 |
+18.8 |
4,742 |
32,867 |
+270 |
Aug11 |
101130 |
1371.1 |
1392.9 |
1371.1 |
1392.9 |
+18.9 |
186 |
13,847 |
-3 |
Oct11 |
101130 |
1395.0 |
1398.0 |
1395.0 |
1395.4 |
+19.0 |
134 |
10,185 |
-64 |
Dec11 |
101130 |
1381.4 |
1402.7 |
1377.0 |
1398.1 |
+19.1 |
556 |
33,008 |
-106 |
Feb12 |
101130 |
1400.3 |
1400.3 |
1400.3 |
1400.3 |
+18.7 |
20 |
6,021 |
-10 |
Apr12 |
101130 |
1403.0 |
1403.0 |
1403.0 |
1403.0 |
+18.7 |
25 |
5,948 |
+25 |
Jun12 |
101130 |
1406.0 |
1406.0 |
1406.0 |
1406.0 |
+18.8 |
1,408 |
9,787 |
-269 |
Aug12 |
101130 |
1409.1 |
1409.1 |
1409.1 |
1409.1 |
+18.6 |
0 |
4,748 |
+0 |
Oct12 |
101130 |
1412.2 |
1412.2 |
1412.2 |
1412.2 |
|
|
|
|
Silver(CMX) |
Dec10 |
101130 |
2719.0 |
2835.5 |
2689.0 |
2818.5 |
+103.7 |
48,884 |
5,428 |
-11,780 |
Mar11 |
101130 |
2719.0 |
2839.0 |
2692.0 |
2821.2 |
+101.9 |
82,392 |
78,222 |
+7,637 |
May11 |
101130 |
2721.0 |
2840.0 |
2700.0 |
2826.3 |
+102.1 |
1,717 |
11,614 |
+347 |
Jul11 |
101130 |
2759.0 |
2845.0 |
2717.0 |
2831.1 |
+102.0 |
357 |
8,903 |
-57 |
Sep11 |
101130 |
2831.0 |
2835.8 |
2831.0 |
2835.8 |
+101.8 |
158 |
6,200 |
+5 |
Dec11 |
101130 |
2750.0 |
2854.0 |
2720.0 |
2842.8 |
+101.6 |
817 |
9,853 |
-241 |
Mar12 |
101130 |
2848.6 |
2848.6 |
2848.6 |
2848.6 |
+101.2 |
0 |
355 |
+0 |
Total Volume and Open Interest |
136,701 |
132,790 |
-4,340 |
Platinum(NYMEX) |
Jan11 |
101130 |
1649.9 |
1668.5 |
1639.5 |
1666.4 |
+21.8 |
5,901 |
30,408 |
-646 |
Apr11 |
101130 |
1650.4 |
1672.9 |
1649.0 |
1671.8 |
+21.7 |
753 |
3,259 |
+522 |
Jul11 |
101130 |
1673.3 |
1673.3 |
1673.3 |
1673.3 |
+20.5 |
89 |
353 |
+89 |
Oct11 |
101130 |
1670.0 |
1673.3 |
1670.0 |
1673.3 |
+20.5 |
|
|
|
Total Volume and Open Interest |
6,745 |
34,023 |
-34 |
Palladium(NYMEX) |
Dec10 |
101130 |
693.40 |
703.10 |
686.55 |
700.95 |
+7.95 |
3,332 |
1,078 |
-2,184 |
Mar11 |
101130 |
693.75 |
707.00 |
686.25 |
703.00 |
+8.15 |
4,587 |
21,697 |
+1,970 |
Jun11 |
101130 |
694.00 |
703.95 |
694.00 |
703.95 |
+8.20 |
16 |
206 |
+3 |
Total Volume and Open Interest |
7,952 |
23,012 |
-200 |
Copper(CMX) |
Dec10 |
101130 |
376.00 |
383.30 |
371.30 |
382.30 |
+6.50 |
16,360 |
8,507 |
-4,579 |
Mar11 |
101130 |
377.00 |
383.70 |
372.00 |
382.55 |
+5.80 |
33,155 |
102,713 |
+2,683 |
May11 |
101130 |
376.75 |
382.35 |
371.90 |
382.05 |
+5.65 |
329 |
16,729 |
+111 |
Jul11 |
101130 |
375.95 |
381.80 |
375.65 |
381.25 |
+5.55 |
72 |
5,186 |
+33 |
Sep11 |
101130 |
375.80 |
380.20 |
375.80 |
380.20 |
+5.35 |
18 |
4,832 |
+9 |
Total Volume and Open Interest |
51,619 |
146,498 |
-2,095 |
DJIA Index(CBOT) |
Dec10 |
101130 |
11043 |
11055 |
10932 |
10996 |
-43 |
502 |
8,074 |
+10 |
Mar11 |
101130 |
10950 |
10950 |
10910 |
10929 |
-46 |
8 |
57 |
+17 |
Jun11 |
101130 |
10873 |
10916 |
10873 |
10873 |
-43 |
|
|
|
Sep11 |
101130 |
10811 |
10854 |
10811 |
10811 |
-43 |
|
|
|
Total Volume and Open Interest |
510 |
8,131 |
+27 |
S & P 500(CME) |
Dec10 |
101130 |
1186.00 |
1188.20 |
1173.20 |
1179.60 |
-6.90 |
26,089 |
350,759 |
-3,806 |
Mar11 |
101130 |
1171.30 |
1181.40 |
1168.50 |
1174.60 |
-6.80 |
629 |
14,673 |
+558 |
Jun11 |
101130 |
1169.80 |
1176.90 |
1164.60 |
1169.80 |
-6.80 |
0 |
2,717 |
+1 |
Sep11 |
101130 |
1165.30 |
1172.40 |
1160.10 |
1165.30 |
-6.80 |
0 |
130 |
+0 |
Total Volume and Open Interest |
26,718 |
368,429 |
-3,247 |
S & P 500 E-Mini(Globex) |
Dec10 |
101130 |
1186.50 |
1188.25 |
1173.00 |
1179.50 |
-7.00 |
2,491,942 |
2,771,661 |
-2,047 |
Mar11 |
101130 |
1180.75 |
1182.75 |
1167.75 |
1174.50 |
-7.00 |
8,691 |
75,305 |
+6,288 |
Total Volume and Open Interest |
2,500,646 |
2,847,091 |
+4,244 |
NASDAQ 100(CME) |
Dec10 |
101130 |
2144.50 |
2147.30 |
2109.00 |
2117.00 |
-28.50 |
3,934 |
26,857 |
-2,152 |
Mar11 |
101130 |
2117.00 |
2123.00 |
2114.50 |
2115.00 |
-28.50 |
16 |
62 |
+1 |
Jun11 |
101130 |
2112.50 |
2112.50 |
2109.00 |
2112.50 |
-28.50 |
|
|
|
Total Volume and Open Interest |
3,950 |
26,919 |
-2,151 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
101130 |
2144.80 |
2147.50 |
2109.30 |
2117.00 |
-28.50 |
294,225 |
407,875 |
-16,417 |
Mar11 |
101130 |
2143.00 |
2145.30 |
2108.00 |
2115.00 |
-28.50 |
790 |
1,742 |
+20 |
Total Volume and Open Interest |
295,015 |
409,629 |
-16,397 |
S & P Midcap 400(CME) |
Dec10 |
101130 |
849.50 |
854.00 |
849.50 |
851.90 |
-5.30 |
290 |
3,533 |
-181 |
Mar11 |
101130 |
849.60 |
849.60 |
847.40 |
849.60 |
-5.30 |
0 |
2 |
+0 |
Jun11 |
101130 |
847.60 |
847.60 |
845.40 |
847.60 |
-5.30 |
|
|
|
Total Volume and Open Interest |
290 |
3,535 |
-181 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec10 |
101130 |
10135 |
10135 |
9860 |
9945 |
-150 |
15,203 |
44,730 |
+375 |
Mar11 |
101130 |
10035 |
10035 |
9905 |
9975 |
-150 |
24 |
100 |
+18 |
Total Volume and Open Interest |
15,227 |
44,830 |
+393 |
Nikkei 225(SGX) |
Dec10 |
101130 |
10120 |
10160 |
9935 |
9945 |
-180 |
107,207 |
223,379 |
+5,957 |
Mar11 |
101130 |
10130 |
10135 |
9930 |
9935 |
-180 |
1,456 |
10,832 |
+3,280 |
Jun11 |
101130 |
9860 |
9860 |
9860 |
9860 |
-185 |
0 |
2,146 |
+20 |
Total Volume and Open Interest |
108,663 |
243,382 |
+9,657 |
CAC 40(EURONEXT) |
Dec10 |
101130 |
3643.0 |
3656.5 |
3590.5 |
3611.0 |
-26.0 |
201,812 |
379,691 |
+17,872 |
Jan11 |
101130 |
3651.0 |
3655.0 |
3600.0 |
3613.5 |
-26.5 |
73 |
5,926 |
+38 |
Feb11 |
101130 |
3616.5 |
3616.5 |
3616.5 |
3616.5 |
-25.5 |
70 |
70 |
+0 |
Total Volume and Open Interest |
202,029 |
385,901 |
+17,941 |
Hang Seng Index(HKFE) |
Nov10 |
101129 |
22810 |
22920 |
22762 |
22912 |
+52 |
83,681 |
20,034 |
-14,027 |
Dec10 |
101130 |
23055 |
23194 |
22820 |
23028 |
-192 |
76,991 |
98,824 |
+1,738 |
Jan11 |
101130 |
23100 |
23196 |
22826 |
23033 |
|
|
|
|
DAX(EUREX) |
Dec10 |
101130 |
6728.0 |
6766.5 |
6660.5 |
6702.0 |
-18.5 |
233,240 |
209,083 |
+4,093 |
Mar11 |
101130 |
6749.0 |
6780.0 |
6679.0 |
6718.5 |
-18.5 |
1,255 |
14,184 |
+263 |
Jun11 |
101130 |
6770.0 |
6801.0 |
6700.0 |
6739.0 |
-19.0 |
384 |
4,793 |
+289 |
Total Volume and Open Interest |
234,879 |
228,060 |
+4,645 |
FT-SE 100(EURONEXT) |
Dec10 |
101130 |
5598.50 |
5598.50 |
5516.50 |
5544.50 |
-24.50 |
153,225 |
603,904 |
-4,720 |
Mar11 |
101130 |
5558.00 |
5558.50 |
5482.00 |
5504.50 |
-24.50 |
653 |
10,461 |
+126 |
Jun11 |
101130 |
5463.00 |
5463.00 |
5463.00 |
5463.00 |
-24.50 |
309 |
1,034 |
-30 |
Total Volume and Open Interest |
154,187 |
615,409 |
-4,624 |
SPI 200(SFE) |
Dec10 |
101130 |
4617.0 |
4634.0 |
4576.0 |
4593.0 |
-26.0 |
37,497 |
204,198 |
-4,953 |
Mar11 |
101130 |
4604.0 |
4607.0 |
4588.0 |
4588.0 |
-26.0 |
215 |
2,431 |
+52 |
Jun11 |
101130 |
4612.0 |
4612.0 |
4612.0 |
4612.0 |
-28.0 |
109 |
2,400 |
-156 |
Total Volume and Open Interest |
37,976 |
211,869 |
-4,902 |
GSCI(CME) |
Dec10 |
101130 |
578.50 |
581.50 |
575.00 |
576.00 |
-6.00 |
201 |
14,627 |
-53 |
Jan11 |
101130 |
580.50 |
583.30 |
577.00 |
578.00 |
-6.00 |
2 |
3 |
+0 |
Feb11 |
101130 |
581.00 |
586.05 |
580.00 |
581.00 |
-5.00 |
|
|
|
Total Volume and Open Interest |
203 |
14,630 |
-53 |
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. |
|
|