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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed October 27, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov10 101027 1221.75 1229.00 1199.00 1223.75 +4.75 97,376 64,967 -22,275
Jan11 101027 1233.25 1240.50 1211.00 1236.00 +5.00 78,351 320,776 +11,300
Mar11 101027 1239.25 1246.75 1217.50 1242.00 +4.25 17,398 83,570 +3,029
May11 101027 1242.75 1247.00 1219.00 1242.25 +3.50 7,487 58,020 +831
Jul11 101027 1244.25 1252.00 1222.00 1245.25 +1.75 10,615 47,964 +429
Aug11 101027 1210.50 1230.00 1209.75 1229.25 +3.75 362 1,348 -6
Sep11 101027 1194.75 1202.25 1179.25 1202.25 +5.25 277 1,745 -2
Nov11 101027 1170.00 1177.50 1155.25 1177.25 +6.75 6,958 68,976 +2,140
Jan12 101027 1179.00 1180.25 1164.50 1180.25 +6.25 117 954 +36
Mar12 101027 1175.00 1182.25 1173.75 1182.25 +7.25 48 385 +8
May12 101027 1173.75 1182.00 1173.75 1182.00 +7.00 16 193 +1
Jul12 101027 1177.50 1185.25 1177.50 1185.25 +6.75 19 157 +6
Aug12 101027 1173.50 1173.50 1167.50 1173.50 +6.00 3 5 +0
Sep12 101027 1156.00 1156.00 1150.00 1156.00 +6.00 15 9 +8
Total Volume and Open Interest 219,169 651,516 -4,447
Soybean Meal(CBOT)
Dec10 101027 334.80 336.70 330.10 335.90 +0.40 22,278 103,974 -31
Jan11 101027 335.40 337.80 331.20 337.10 +0.50 4,424 25,172 +37
Mar11 101027 338.20 339.50 333.30 338.90 +0.30 4,175 20,579 +756
May11 101027 339.20 339.70 333.40 338.80 -0.10 2,370 19,500 +273
Jul11 101027 340.40 340.40 333.70 339.40 -0.70 2,467 14,632 +138
Aug11 101027 334.30 334.30 329.00 334.20 -0.10 423 3,052 +208
Sep11 101027 321.80 327.20 321.80 327.20 +0.50 262 3,820 +17
Oct11 101027 310.90 314.10 309.80 314.10 +1.50 407 1,891 +74
Dec11 101027 311.00 313.70 307.80 312.60 +1.90 1,512 7,933 +355
Jan12 101027 313.60 313.60 311.70 313.60 +1.90 7 289 +1
Total Volume and Open Interest 38,392 201,181 +1,874
Soybean Oil(CBOT)
Dec10 101027 49.65 49.85 48.61 49.60 +0.07 28,980 142,161 -1,308
Jan11 101027 50.02 50.18 48.92 49.94 +0.07 6,323 95,198 +716
Mar11 101027 50.34 50.55 49.33 50.29 +0.06 6,108 52,764 +1,667
May11 101027 50.49 50.70 49.50 50.47 +0.08 2,808 20,975 +646
Jul11 101027 50.71 50.86 49.66 50.66 +0.08 2,976 18,374 +842
Aug11 101027 50.35 50.68 50.00 50.68 +0.08 1,085 3,970 +610
Sep11 101027 50.36 50.69 49.85 50.69 +0.09 437 1,776 +0
Oct11 101027 49.87 50.70 49.87 50.70 +0.10 578 1,997 +191
Dec11 101027 50.93 51.06 50.02 50.92 +0.08 1,141 10,603 -128
Jan12 101027 51.02 51.02 50.94 51.02 +0.08 0 15 +0
Total Volume and Open Interest 50,436 347,905 +3,236
Canola(WCE)
Nov10 101027 527.0 533.8 522.1 530.0 +3.0 7,498 7,472 -8,638
Jan11 101027 537.1 543.5 532.0 538.5 +1.5 17,098 134,153 +4,325
Mar11 101027 543.8 551.0 540.0 545.8 +1.5 1,770 12,748 +278
May11 101027 544.5 553.1 541.5 548.1 +2.3 223 4,237 -12
Jul11 101027 541.9 553.2 541.3 548.2 +2.3 617 10,582 +415
Total Volume and Open Interest 29,461 190,476 -1,410
Corn(CBOT)
Dec10 101027 571.75 579.00 561.50 577.25 +6.25 173,453 602,815 -13,866
Mar11 101027 584.00 592.00 573.50 590.25 +6.25 57,752 441,458 +5,686
May11 101027 590.00 597.75 580.50 596.00 +6.00 16,749 95,255 +2,717
Jul11 101027 593.50 601.50 584.25 599.75 +5.75 28,149 172,622 +454
Sep11 101027 555.50 559.75 550.00 557.75 +2.50 2,457 27,201 +375
Dec11 101027 538.00 542.00 533.50 539.75 +1.50 49,135 194,942 +4,345
Mar12 101027 544.00 545.75 540.00 545.75 +1.75 1,913 12,736 +113
May12 101027 544.00 549.25 544.00 549.25 +2.00 915 3,022 +302
Jul12 101027 550.00 552.75 547.00 552.75 +2.25 879 5,424 +172
Sep12 101027 535.50 535.50 534.00 535.50 +1.50 126 748 -19
Total Volume and Open Interest 334,669 1,580,990 +328
Wheat(CBOT)
Dec10 101027 694.50 707.50 686.50 702.75 +10.75 61,650 236,863 -4,441
Mar11 101027 731.50 745.50 726.50 741.50 +10.50 23,262 102,335 +3,844
May11 101027 750.00 763.75 746.75 760.25 +10.25 4,204 33,243 +412
Jul11 101027 759.00 772.00 757.00 770.25 +10.50 8,008 82,789 +1,112
Sep11 101027 780.00 788.75 777.00 788.75 +7.50 1,412 13,231 +255
Dec11 101027 796.00 804.50 792.25 803.75 +6.00 6,464 47,648 +1,691
Total Volume and Open Interest 105,289 527,531 +3,011
Wheat(KCBT)
Dec10 101027 739.75 754.50 735.00 754.00 +15.50 11,948 79,105 -2,026
Mar11 101027 753.75 769.50 750.50 769.50 +15.50 7,739 86,314 +1,027
May11 101027 765.00 777.75 759.75 777.50 +15.00 2,839 17,408 +306
Jul11 101027 766.00 783.00 764.00 783.00 +14.25 3,462 38,302 +1,052
Sep11 101027 776.25 792.00 774.25 792.00 +13.75 387 5,100 +180
Dec11 101027 795.00 805.25 790.25 805.00 +9.75 663 5,839 +337
Total Volume and Open Interest 27,075 233,671 +900
Wheat(MGE)
Dec10 101027 746.50 763.00 741.50 758.25 +12.50 3,264 17,516 -313
Mar11 101027 760.00 777.00 755.00 772.50 +12.25 2,175 23,297 +374
May11 101027 772.00 786.00 765.75 781.75 +12.25 767 6,365 +188
Jul11 101027 775.50 793.00 773.75 788.50 +10.50 634 7,539 +280
Sep11 101027 778.00 793.50 777.75 790.00 +8.00 455 4,630 +160
Total Volume and Open Interest 7,916 65,463 +990
Oats(CBOT)
Dec10 101027 374.50 376.00 362.00 370.00 -1.00 877 8,057 -28
Mar11 101027 386.50 387.75 374.00 382.00 -1.00 396 5,060 +199
May11 101027 387.00 388.00 387.00 387.00 -1.00 6 156 +4
Jul11 101027 390.00 392.00 387.50 392.00 -1.00 4 34 +2
Total Volume and Open Interest 1,289 13,980 +181
Rough Rice(CBOT)
Nov10 101027 14.77 14.93 14.53 14.88 +0.11 1,156 2,905 -747
Jan11 101027 15.05 15.22 14.82 15.17 +0.11 1,918 10,574 +528
Mar11 101027 15.33 15.50 15.11 15.44 +0.12 402 2,985 +55
May11 101027 15.63 15.71 15.46 15.69 +0.11 95 772 +11
Total Volume and Open Interest 3,839 19,338 -27
Live Cattle(CME)
Oct10 101027 100.850 101.135 100.200 100.500 -0.350 990 1,541 -551
Dec10 101027 100.100 100.385 99.600 100.000 -0.100 18,800 146,903 -1,940
Feb11 101027 103.230 103.350 102.580 102.980 -0.305 9,064 71,086 +2,012
Apr11 101027 105.800 106.000 105.385 105.800 -0.150 3,458 54,935 +293
Jun11 101027 103.000 103.330 102.600 103.230 -0.120 1,025 25,640 +397
Aug11 101027 102.350 102.885 102.100 102.800 +0.165 518 8,877 +20
Total Volume and Open Interest 34,279 315,404 +293
Feeder Cattle(CME)
Oct10 101027 111.250 111.350 111.200 111.300 unch 309 2,885 -115
Nov10 101027 111.850 112.285 111.480 111.550 -0.300 958 5,776 -282
Jan11 101027 111.930 112.480 111.650 111.785 -0.145 966 12,582 -72
Mar11 101027 112.750 113.200 112.535 112.635 -0.265 521 4,621 +109
Apr11 101027 113.550 114.000 113.350 113.500 +0.050 101 1,215 -30
May11 101027 114.500 114.800 114.100 114.300 -0.150 138 1,560 +35
Aug11 101027 115.200 115.850 115.150 115.650 unch 25 727 +12
Total Volume and Open Interest 3,018 29,401 -343
Lean Hogs(CME)
Dec10 101027 68.650 68.680 67.350 67.850 -0.830 13,374 83,748 -2,704
Feb11 101027 74.600 74.600 72.950 73.800 -0.800 4,419 40,078 +585
Apr11 101027 78.300 78.300 76.830 77.500 -0.850 2,751 38,322 +264
May11 101027 83.450 83.550 82.430 83.550 -0.750 95 1,309 +14
Jun11 101027 86.535 86.535 85.400 86.200 -0.585 1,574 24,746 -139
Jul11 101027 85.650 85.900 85.100 85.900 -0.200 67 5,218 +14
Aug11 101027 85.100 85.450 84.750 85.450 -0.150 89 4,346 -6
Oct11 101027 77.300 77.750 76.500 77.750 -0.050 62 1,161 +37
Total Volume and Open Interest 22,437 199,243 -1,929
Class III Milk(CME)
Oct10 101027 16.90 16.90 16.88 16.88 unch 15 4,705 -4
Nov10 101027 15.86 15.89 15.82 15.87 -0.02 182 4,940 -23
Dec10 101027 14.90 14.90 14.82 14.89 unch 192 5,632 +62
Jan11 101027 14.25 14.27 14.15 14.19 -0.01 90 2,585 +21
Feb11 101027 14.14 14.18 14.05 14.10 -0.01 114 2,035 +54
Total Volume and Open Interest 1,372 27,587 +131
Cocoa(ICE)
Dec10 101027 2889 2949 2850 2883 -6 9,999 51,990 -953
Mar11 101027 2917 2973 2877 2910 -8 3,756 37,113 +3
May11 101027 2936 2986 2905 2925 -9 420 15,127 +13
Jul11 101027 2951 3001 2910 2940 -9 177 6,444 +106
Sep11 101027 2967 3000 2946 2955 -12 176 3,892 +106
Dec11 101027 2985 3017 2972 2976 -14 253 8,913 +142
Mar12 101027 3052 3079 3046 3047 -11 38 10,622 +11
Total Volume and Open Interest 14,829 139,337 -567
Coffee "C"(ICE)
Dec10 101027 201.45 203.55 199.25 200.30 -1.45 12,182 79,408 -800
Mar11 101027 202.65 205.30 201.30 202.15 -1.40 4,668 46,791 +1,020
May11 101027 203.00 205.30 201.80 202.35 -1.30 629 11,182 -20
Jul11 101027 201.70 203.00 200.30 200.30 -1.30 179 5,041 +54
Sep11 101027 198.50 198.90 197.15 197.70 -1.20 127 2,632 +59
Dec11 101027 194.00 194.40 192.65 193.45 -0.95 66 2,401 -7
Total Volume and Open Interest 17,885 148,371 +329
Orange Juice(ICE)
Nov10 101027 150.00 153.15 150.00 152.10 +2.20 666 2,334 -554
Jan11 101027 149.40 152.50 149.35 151.20 +1.85 1,156 19,628 +100
Mar11 101027 150.75 153.35 150.75 152.30 +1.85 196 1,934 +167
May11 101027 152.60 153.90 152.60 153.90 +1.75 125 616 +100
Jul11 101027 155.05 155.05 155.05 155.05 +1.60 31 1,249 +4
Sep11 101027 155.70 155.70 155.70 155.70 +1.75 1 24 +1
Total Volume and Open Interest 2,175 25,813 -182
Sugar #11(ICE)
Mar11 101027 27.78 28.94 27.41 28.59 +0.63 41,400 275,374 -3,137
May11 101027 25.62 26.53 25.30 26.28 +0.45 13,551 92,406 +1,801
Jul11 101027 23.41 24.11 23.17 23.95 +0.29 11,818 95,183 +3,077
Oct11 101027 22.11 22.60 21.95 22.50 +0.11 4,863 46,999 +1,180
Mar12 101027 21.45 21.68 21.10 21.55 +0.06 2,306 44,545 +641
Total Volume and Open Interest 76,099 593,979 +3,884
London Cocoa(LCE)
Dec10 101027 1923 1959 1913 1917 -3 6,845 64,500 -916
Mar11 101027 1955 1988 1943 1950 -1 7,779 56,213 -999
May11 101027 1975 2000 1964 1964 unch 461 18,061 +33
Jul11 101027 1987 2015 1980 1980 +4 41 11,925 -24
Sep11 101027 1992 2015 1987 1987 +4 15 6,807 -1
Dec11 101027 2000 2026 1995 1995 +4 126 10,716 +66
Mar12 101027 2014 2041 2012 2012 +7 42 9,149 +0
Total Volume and Open Interest 15,309 180,223 -1,841
London Sugar(LCE)
Dec10 101027 699.00 712.20 688.40 711.50 +3.20 3,807 23,479 -1,436
Mar11 101027 698.90 713.50 690.00 713.00 +3.70 3,292 25,567 +1,291
May11 101027 670.00 684.50 665.80 684.00 +3.50 341 7,238 -43
Aug11 101027 618.30 634.20 618.30 633.80 +3.70 168 6,210 +91
Oct11 101027 589.00 595.50 588.50 595.20 +6.00 9 872 +3
Total Volume and Open Interest 7,624 64,205 -87
Cotton(ICE)
Dec10 101027 128.98 129.05 123.59 123.59 -6.00 25,782 119,836 -2,249
Mar11 101027 124.35 124.75 119.31 119.64 -5.67 15,186 75,875 +441
May11 101027 120.02 120.02 115.30 115.82 -5.48 3,969 9,667 +1,025
Jul11 101027 117.12 117.12 112.01 112.22 -5.79 4,513 18,929 +883
Oct11 101027 98.00 98.01 97.00 97.22 -1.30 6 41 +2
Dec11 101027 89.36 89.89 86.94 87.91 -1.98 3,251 15,649 +1,074
Total Volume and Open Interest 52,707 240,675 +1,176
Lumber(CME)
Nov10 101027 239.9 242.6 237.0 239.6 +1.4 327 2,316 -171
Jan11 101027 261.6 265.2 260.0 261.5 +1.5 363 4,703 +36
Mar11 101027 276.7 281.1 276.5 277.5 +0.8 56 2,043 +7
May11 101027 287.4 288.5 286.9 287.0 -2.5 12 267 +3
Total Volume and Open Interest 758 9,353 -125
Crude Oil(NYM)
Dec10 101027 82.48 82.69 80.52 81.94 -0.61 265,930 376,549 -15,034
Jan11 101027 83.13 83.31 81.25 82.67 -0.53 48,873 168,490 +169
Feb11 101027 83.70 83.87 81.87 83.28 -0.46 21,445 71,099 +2,833
Mar11 101027 84.13 84.32 82.39 83.79 -0.41 17,657 85,495 +671
Apr11 101027 84.53 84.70 83.16 84.22 -0.37 12,139 42,898 +1,086
May11 101027 84.34 84.62 83.48 84.62 -0.35 5,450 26,688 +735
Jun11 101027 84.83 85.05 83.59 84.95 -0.34 8,900 84,927 +220
Jul11 101027 84.99 85.28 84.17 85.26 -0.33 1,599 34,608 +427
Aug11 101027 85.44 85.51 85.44 85.51 -0.31 1,392 14,139 +145
Sep11 101027 85.06 85.76 84.92 85.76 -0.29 1,190 21,866 +328
Oct11 101027 85.95 86.01 85.95 86.01 -0.27 599 13,571 +31
Nov11 101027 86.11 86.27 86.10 86.27 -0.26 1,003 17,380 +163
Dec11 101027 86.35 86.66 85.13 86.54 -0.25 13,148 143,245 +1,188
Jan12 101027 86.67 86.67 86.67 86.67 -0.24 204 15,191 +107
Feb12 101027 86.79 86.79 86.79 86.79 -0.23 0 6,246 +0
Mar12 101027 86.91 86.91 86.91 86.91 -0.22 9 9,323 -9
Total Volume and Open Interest 410,548 1,394,673 -5,746
e-miNY Crude Oil(NYM)
Oct10 100920 73.575 75.450 73.300 74.850 +1.200 8,036 4,687 -376
Nov10 101019 82.950 83.200 79.425 79.500 -3.575 5,185 2,700 -198
Dec10 101027 82.475 82.700 80.525 81.950 -0.600 8,277 5,862 +95
Jan11 101027 83.175 83.175 81.275 82.675 -0.525 277 1,455 +29
Feb11 101027 83.250 83.275 82.050 83.275 -0.475 44 368 -1
Mar11 101027 83.025 83.800 82.825 83.800 -0.400 13 31 +11
Apr11 101027 84.000 84.225 83.750 84.225 -0.375 7 8 +4
May11 101027 84.300 84.625 84.300 84.625 -0.350 25 9 +1
Jun11 101027 84.950 84.950 84.950 84.950 -0.350 2 24 +0
Jul11 101027 85.250 85.250 85.250 85.250 -0.350 0 1 +0
Total Volume and Open Interest 8,645 7,883 +139
Heating Oil(NYM)
Nov10 101027 224.31 224.74 220.13 223.83 -1.17 25,279 20,650 -7,375
Dec10 101027 226.30 226.44 221.88 225.62 -1.22 42,098 100,328 +789
Jan11 101027 228.80 228.80 224.27 227.93 -1.31 9,401 68,156 +1,174
Feb11 101027 228.33 229.65 226.36 229.41 -1.31 4,214 23,006 +991
Mar11 101027 229.06 229.97 226.40 229.71 -1.24 2,061 18,819 -133
Apr11 101027 228.51 229.09 226.02 229.08 -1.21 634 11,611 +39
May11 101027 227.88 228.95 225.70 228.87 -1.17 570 12,893 +91
Jun11 101027 229.13 229.25 225.75 229.01 -1.14 3,465 29,530 -401
Jul11 101027 228.40 230.11 226.76 230.11 -1.09 145 5,543 -52
Aug11 101027 229.83 231.41 228.17 231.36 -1.04 222 3,949 +42
Sep11 101027 231.09 232.96 229.69 232.96 -1.04 131 3,692 -54
Oct11 101027 232.88 234.89 231.92 234.89 -1.07 11 1,711 +6
Total Volume and Open Interest 90,365 324,021 -4,293
Gasoline(NYMEX)
Nov10 101027 208.60 210.52 205.60 210.20 +0.80 30,038 21,500 -7,760
Dec10 101027 207.15 207.98 203.60 207.54 -0.18 45,798 98,802 +971
Jan11 101027 209.20 209.20 205.00 208.72 -0.52 13,741 52,028 +1,869
Feb11 101027 209.46 210.82 207.36 210.77 -0.59 3,895 18,748 +425
Mar11 101027 211.75 213.00 209.22 212.95 -0.58 2,460 17,431 +200
Apr11 101027 222.00 224.60 222.00 224.60 -0.61 2,290 19,351 +120
May11 101027 223.33 225.59 223.33 225.59 -0.61 686 7,984 -137
Jun11 101027 222.57 226.17 222.57 226.17 -0.67 1,161 14,085 -34
Jul11 101027 224.20 225.90 224.20 225.90 -0.73 554 3,659 +77
Aug11 101027 225.36 225.36 225.36 225.36 -0.72 361 5,237 +278
Total Volume and Open Interest 105,267 277,065 -1,707
e-miNY RBOB Gasoline(NYM)
Nov10 101027 210.20 210.20 210.20 210.20 +0.80 0 2 +0
Dec10 101027 207.50 207.54 207.50 207.50 -0.20 0 2 +0
Jan11 101027 208.70 208.72 208.70 208.70 -0.50 0 1 +0
Feb11 101027 210.80 210.80 210.77 210.80 -0.60 0 1 +0
Total Volume and Open Interest 0 10 +0
Natural Gas(NYM)
Nov10 101027 3.333 3.391 3.212 3.292 -0.062 72,622 11,655 -10,512
Dec10 101027 3.759 3.841 3.718 3.763 -0.003 123,049 181,055 -4,440
Jan11 101027 4.022 4.093 3.978 4.025 +0.002 46,504 178,470 +4,511
Feb11 101027 4.048 4.123 4.018 4.063 +0.003 11,226 56,888 +915
Mar11 101027 3.985 4.082 3.985 4.024 +0.001 14,370 68,268 +317
Apr11 101027 4.000 4.059 3.965 4.006 +0.003 13,727 66,035 +435
May11 101027 4.048 4.089 4.005 4.043 +0.005 3,195 22,216 +105
Jun11 101027 4.090 4.149 4.082 4.103 +0.006 2,128 11,084 +170
Jul11 101027 4.177 4.217 4.137 4.175 +0.008 2,097 10,818 -672
Aug11 101027 4.221 4.266 4.185 4.224 +0.013 1,736 9,986 +264
Sep11 101027 4.245 4.287 4.206 4.244 +0.015 1,514 9,894 +96
Oct11 101027 4.325 4.365 4.286 4.322 +0.017 6,867 33,803 +1,319
Nov11 101027 4.585 4.623 4.550 4.582 +0.017 3,341 11,674 +789
Dec11 101027 4.886 4.951 4.885 4.914 +0.027 4,110 17,371 +565
Jan12 101027 5.087 5.158 5.080 5.114 +0.027 3,981 22,767 +1,340
Feb12 101027 5.060 5.128 5.060 5.094 +0.027 350 5,949 -233
Total Volume and Open Interest 313,111 808,541 -4,885
Brent Crude Oil(ICE)
Dec10 101027 83.59 83.67 81.85 83.23 -0.43 147,030 246,264 -4,652
Jan11 101027 83.88 84.02 82.22 83.58 -0.43 56,099 179,663 +3,241
Feb11 101027 84.27 84.34 82.59 83.94 -0.42 20,932 88,722 +3,529
Mar11 101027 84.09 84.41 83.01 84.28 -0.40 14,584 42,650 +563
Apr11 101027 84.48 84.68 83.29 84.62 -0.38 9,144 31,630 +941
May11 101027 84.95 85.00 83.78 84.96 -0.35 4,195 23,724 +100
Jun11 101027 85.50 85.50 83.98 85.31 -0.33 11,611 36,985 +136
Jul11 101027 85.42 85.66 84.47 85.64 -0.31 1,657 9,650 -393
Aug11 101027 85.60 85.92 84.75 85.92 -0.29 890 9,985 -187
Sep11 101027 86.18 86.18 86.18 86.18 -0.28 1,272 7,264 +83
Oct11 101027 86.25 86.43 86.10 86.43 -0.28 758 5,342 +31
Nov11 101027 86.68 86.68 86.68 86.68 -0.27 368 9,536 +18
Dec11 101027 86.76 87.07 85.62 86.93 -0.27 10,125 68,256 +394
Jan12 101027 87.19 87.19 87.19 87.19 -0.26 120 11,355 +110
Total Volume and Open Interest 281,864 852,971 +2,945
Gas Oil(ICE)
Nov10 101027 708.50 708.50 694.50 696.00 -14.25 31,297 103,583 -3,305
Dec10 101027 711.50 711.50 697.25 698.75 -14.00 58,125 116,098 -3,166
Jan11 101027 712.50 712.75 701.25 702.50 -14.00 13,668 93,630 +2,839
Feb11 101027 716.50 716.50 704.25 705.25 -14.00 3,098 40,315 +114
Mar11 101027 716.00 718.25 706.75 707.75 -13.75 1,265 26,233 -192
Apr11 101027 716.25 720.25 709.00 709.50 -13.75 2,012 29,532 -512
May11 101027 718.25 722.50 711.75 712.00 -13.50 1,879 20,565 +275
Jun11 101027 725.00 725.50 715.00 715.00 -13.50 8,845 49,585 -848
Jul11 101027 728.00 728.00 719.00 719.00 -13.50 327 15,511 -123
Aug11 101027 723.50 723.50 723.50 723.50 -13.50 226 12,668 +3
Total Volume and Open Interest 126,037 629,334 -4,671
Ethanol(CBOT)
Oct10 101005 1.971 1.971 1.971 1.971 +0.048 41 152 -7
Nov10 101027 2.260 2.300 2.244 2.295 +0.024 197 336 -70
Dec10 101027 2.145 2.193 2.145 2.193 +0.024 291 1,667 -81
Jan11 101027 2.130 2.151 2.112 2.150 +0.015 89 888 +36
Feb11 101027 2.145 2.155 2.145 2.149 +0.009 26 944 +21
Mar11 101027 2.160 2.170 2.158 2.169 +0.013 35 848 -6
Apr11 101027 2.160 2.185 2.160 2.182 +0.007 13 709 +2
May11 101027 2.170 2.207 2.170 2.204 +0.015 105 369 -100
Total Volume and Open Interest 782 8,580 -175
WTI Crude Oil(ICE)
Dec10 101027 82.56 82.67 80.52 81.94 -0.61 69,752 137,053 -8,088
Jan11 101027 83.18 83.28 81.26 82.67 -0.53 23,115 71,528 +763
Feb11 101027 83.71 83.81 81.87 83.28 -0.46 13,627 31,979 +1,348
Mar11 101027 83.48 83.87 82.43 83.79 -0.41 6,577 34,661 +1,726
Apr11 101027 83.89 84.29 83.16 84.22 -0.37 3,732 20,254 +106
May11 101027 84.26 84.62 83.25 84.62 -0.35 1,195 8,323 +166
Jun11 101027 84.59 85.02 83.58 84.95 -0.34 4,570 35,457 -1,327
Jul11 101027 84.79 85.32 84.79 85.26 -0.33 161 12,438 -486
Aug11 101027 85.51 85.51 85.51 85.51 -0.31 75 7,943 +104
Sep11 101027 85.76 85.76 85.76 85.76 -0.29 359 11,214 +184
Oct11 101027 86.01 86.01 86.01 86.01 -0.27 96 4,118 +46
Nov11 101027 86.27 86.27 86.27 86.27 -0.26 214 6,101 -80
Dec11 101027 86.30 86.56 85.20 86.54 -0.25 5,157 52,215 -79
Jan12 101027 86.67 86.67 86.67 86.67 -0.24 0 5,100 +0
Feb12 101027 86.79 86.79 86.79 86.79 -0.23 0 828 +0
Mar12 101027 86.91 86.91 86.91 86.91 -0.22 0 3,086 +0
Total Volume and Open Interest 129,586 513,810 -6,174
US Dollar Index(ICE)
Dec10 101027 77.905 78.510 77.760 78.378 +0.467 23,428 37,974 -34
Mar11 101027 78.180 78.870 78.180 78.783 +0.467 35 607 +4
Jun11 101027 79.213 79.213 79.213 79.213 +0.467 2 4 +2
Total Volume and Open Interest 23,465 38,585 -28
Australian Dollar(CME)
Dec10 101027 98.09 98.09 95.95 96.46 -1.33 85,583 127,735 -699
Mar11 101027 96.88 96.93 95.00 95.38 -1.28 141 446 +13
Jun11 101027 94.28 95.51 94.28 94.28 -1.23 0 152 +0
Total Volume and Open Interest 85,724 128,470 -686
British Pound(CME)
Dec10 101027 158.40 158.60 157.24 157.50 -0.77 158,375 85,921 -3,325
Mar11 101027 158.15 158.43 157.14 157.35 -0.75 139 637 -33
Jun11 101027 157.68 157.92 157.18 157.18 -0.74 0 39 +0
Total Volume and Open Interest 158,515 86,611 -3,357
Canadian Dollar(CME)
Dec10 101027 97.57 97.67 96.60 97.00 -0.50 70,464 97,875 +1,164
Mar11 101027 97.40 97.40 96.40 96.77 -0.50 190 2,981 +40
Jun11 101027 96.54 97.03 96.24 96.55 -0.48 13 888 +4
Sep11 101027 96.00 96.76 95.98 96.29 -0.47 6 308 +6
Total Volume and Open Interest 70,682 102,269 +1,215
Japanese Yen(CME)
Dec10 101027 122.93 123.01 122.02 122.43 -0.27 113,222 138,646 -4,771
Mar11 101027 122.99 123.06 122.17 122.57 -0.27 85 992 -10
Jun11 101027 122.73 123.00 122.73 122.73 -0.27 0 208 +0
Total Volume and Open Interest 113,307 139,850 -4,781
Swiss Franc(CME)
Dec10 101027 101.67 101.67 100.74 100.89 -0.58 51,152 49,927 +904
Mar11 101027 101.28 101.53 100.83 100.95 -0.58 51 138 +21
Jun11 101027 101.02 101.60 101.02 101.02 -0.58 0 1 +0
Total Volume and Open Interest 51,203 50,068 +925
EuroFX(CME)
Dec10 101027 138.51 138.71 137.26 137.52 -0.88 340,318 206,268 -1,190
Mar11 101027 138.26 138.48 137.10 137.31 -0.89 752 2,745 +21
Jun11 101027 137.09 137.98 137.09 137.09 -0.89 0 68 +0
Total Volume and Open Interest 341,070 209,103 -1,169
Mexican Peso(CME)
Nov10 101027 802.8 806.2 802.8 802.8 -3.5 0 4 +0
Dec10 101027 803.8 804.0 796.8 799.2 -3.5 18,807 136,573 +2,560
Total Volume and Open Interest 18,811 136,899 +2,561
Brazilian Real(CME)
Nov10 101027 582.00 582.00 580.95 580.95 -5.90 20 24 +0
Dec10 101027 578.00 579.90 577.15 578.10 -5.80 38 4,276 +11
Jan11 101027 574.30 580.05 574.30 574.30 -5.75      
Feb11 101027 571.25 576.65 571.25 571.25 -5.40      
Total Volume and Open Interest 58 4,307 +11
30-Year T-Bonds(CBOT)
Dec10 101027 130~190 130~230 129~190 129~280 -0~270 404,207 656,272 -23,416
Mar11 101027 129~080 129~130 128~100 128~170 -0~280 1,228 11,343 +427
Jun11 101027 127~110 128~070 127~110 127~110 -0~280 0 11 +0
Total Volume and Open Interest 405,435 667,626 -22,989
10-Year T-Notes(CBOT)
Dec10 101027 125~215 125~245 125~015 125~070 -0~160 1,367,643 1,492,202 -7,339
Mar11 101027 124~290 124~315 124~105 124~140 -0~170 2,063 22,720 +457
Jun11 101027 123~195 124~045 123~195 123~195 -0~170 1 37 +1
Total Volume and Open Interest 1,369,707 1,514,959 -6,881
5-Year T-Notes(CBOT)
Dec10 101027 121~008 121~016 120~096 120~107 -0~030 616,461 1,050,150 -25,707
Mar11 101027 120~038 120~065 120~024 120~030 -0~035 1,166 1,455 +984
Jun11 101027 119~054 119~089 119~054 119~054 -0~035      
Total Volume and Open Interest 617,627 1,051,605 -24,723
2 Year T-Notes(CBOT)
Dec10 101027 109~108 109~113 109~104 109~106 -0~002 236,769 717,836 +1,706
Mar11 101027 109~096 109~097 109~094 109~095 -0~002 89 7,227 -80
Jun11 101027 109~078 109~080 109~078 109~078 -0~002      
Total Volume and Open Interest 236,858 725,063 +1,626
Eurodollars(CME)
Dec10 101027 99.660 99.665 99.655 99.660 unch 224,352 1,016,825 -13,064
Mar11 101027 99.610 99.610 99.595 99.605 unch 212,680 1,222,042 -5,196
Jun11 101027 99.550 99.555 99.535 99.540 -0.010 212,483 1,099,302 +18,961
Sep11 101027 99.475 99.480 99.450 99.455 -0.020 236,178 897,049 -4,798
Dec11 101027 99.385 99.390 99.350 99.365 -0.025 331,496 829,331 -31,788
Mar12 101027 99.285 99.295 99.240 99.260 -0.030 228,680 634,468 +19,212
Jun12 101027 99.170 99.175 99.115 99.140 -0.030 207,004 445,856 +10,139
Sep12 101027 99.035 99.040 98.975 99.000 -0.035 217,344 367,845 +8,196
Dec12 101027 98.865 98.870 98.790 98.825 -0.045 156,271 292,942 -1,507
Mar13 101027 98.685 98.695 98.605 98.635 -0.060 120,068 255,884 +3,699
Jun13 101027 98.485 98.485 98.390 98.415 -0.070 97,964 153,919 -2,089
Sep13 101027 98.260 98.265 98.165 98.185 -0.085 65,975 166,324 +3,724
Dec13 101027 98.025 98.030 97.925 97.945 -0.095 34,536 126,897 +2,220
Mar14 101027 97.805 97.805 97.700 97.720 -0.105 30,850 114,308 +217
Jun14 101027 97.570 97.570 97.465 97.485 -0.110 30,580 106,370 -1,939
Sep14 101027 97.360 97.360 97.235 97.255 -0.115 22,292 68,975 +769
Dec14 101027 97.125 97.125 97.010 97.030 -0.115 17,112 86,221 -175
Mar15 101027 96.930 96.930 96.815 96.835 -0.115 14,870 52,439 +22
Total Volume and Open Interest 2,504,488 8,167,894 +10,523
30 Day Federal Funds(CBOT)
Oct10 101027 99.810 99.810 99.808 99.810 +0.002 557 69,508 -334
Nov10 101027 99.815 99.820 99.810 99.815 -0.005 6,919 96,325 -696
Dec10 101027 99.830 99.830 99.815 99.820 -0.010 3,510 82,004 +332
Jan11 101027 99.835 99.840 99.825 99.830 -0.010 1,421 59,437 -601
Feb11 101027 99.830 99.835 99.825 99.830 -0.005 977 52,475 +307
Mar11 101027 99.830 99.835 99.820 99.830 -0.005 815 29,403 +202
Total Volume and Open Interest 32,141 613,027 +441
30 Day Fed Funds(e-CBOT)
Oct10 090519 98.820 98.820 98.810 98.820 unch 0 454  
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  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Dec10 101027 99.673 99.673 99.673 99.673 -0.007 0 1,490 +0
Mar11 101027 99.685 99.685 99.685 99.685 -0.007 0 567 +0
Jun11 101027 99.692 99.692 99.692 99.692 -0.007      
Sep11 101027 99.685 99.685 99.685 99.685 -0.007      
Dec11 101027 99.690 99.690 99.690 99.690 -0.005      
Mar12 101027 99.680 99.680 99.680 99.680 -0.005      
Jun12 101027 99.730 99.730 99.730 99.730 -0.005      
Sep12 101027 99.680 99.680 99.680 99.680 -0.005      
Dec12 101027 99.375 99.375 99.375 99.375 -0.005      
Mar13 101027 99.375 99.375 99.375 99.375 -0.005      
Total Volume and Open Interest 0 2,057 +0
3-Mth Euro-Yen(SGX)
Dec10 101027 99.67 99.67 99.67 99.67 -0.01 0 3,021 +0
Mar11 101027 99.68 99.68 99.68 99.68 -0.01 0 1,545 +0
Jun11 101027 99.69 99.69 99.69 99.69 -0.01 19 2,026 -19
Sep11 101027 99.68 99.68 99.68 99.68 -0.01 0 1,097 +0
Dec11 101027 99.69 99.69 99.69 99.69 0.00 0 110 +0
Mar12 101027 99.68 99.68 99.68 99.68 0.00 0 305 +0
Jun12 101027 99.73 99.73 99.73 99.73 0.00 0 754 +0
Sep12 101027 99.68 99.68 99.68 99.68 0.00 0 310 +0
Total Volume and Open Interest 19 9,172 -19
Japanese Gov't Bonds(SGX)
Dec10 101027 143.34 143.34 143.05 143.14 -0.20 1,025 22,239 -106
Mar11 101027 141.05 141.05 141.05 141.05 -0.20      
Jun11 101027 138.96 138.96 138.96 138.96 -0.20      
Total Volume and Open Interest 1,025 22,239 -106
Euro-Bund(EUREX)
Dec10 101027 129.23 129.33 128.52 128.80 -0.56 857,082 930,332 +15,809
Mar11 101027 129.36 129.37 128.53 128.82 -0.62 453 7,767 +65
Jun11 101027 127.80 127.80 127.80 127.80 -0.56 775 0 +0
Total Volume and Open Interest 858,310 938,099 +15,874
Euro-Bobl(EUREX)
Dec10 101027 119.62 119.65 119.29 119.48 -0.16 461,338 737,245 -4,656
Mar11 101027 119.32 119.37 119.32 119.37 -0.18 1,391 69,014 +1,390
Jun11 101027 119.32 119.32 119.32 119.32 -0.16      
Total Volume and Open Interest 462,729 806,259 -3,266
3-Mth Euribor(EUREX)
Dec10 101027 98.825 98.850 98.825 98.840 unch 18 4,572 -12
Mar11 101027 98.730 98.730 98.715 98.720 unch 35 2,377 +10
Jun11 101027 98.610 98.640 98.610 98.635 -0.005 28 3,141 +8
Total Volume and Open Interest 1,267 11,261 -919
Long Gilt(LIFFE)
Dec10 101027 123~10 123~10 122~07 122~19 -0~29 175,023 301,008 -2,100
Mar11 101027 121~11 121~11 121~11 121~11 -0~29 0 165 +0
Total Volume and Open Interest 175,023 301,173 -2,100
3-Mth Short Sterling(LIFFE)
Dec10 101027 99.24 99.27 99.21 99.25 unch 57,672 368,986 -19,370
Mar11 101027 99.18 99.21 99.14 99.18 unch 82,760 304,222 +3,444
Jun11 101027 99.08 99.12 99.06 99.09 unch 101,112 277,034 -9,215
Sep11 101027 98.99 99.02 98.96 98.98 -0.01 149,236 311,902 -26,076
Dec11 101027 98.85 98.89 98.83 98.84 -0.02 184,663 420,192 -26,281
Mar12 101027 98.71 98.75 98.68 98.69 -0.03 136,043 274,173 -5,746
Total Volume and Open Interest 882,888 2,353,081 -89,851
3-Mth Euribor(LIFFE)
Dec10 101027 98.840 98.865 98.820 98.840 unch 136,205 616,015 -10,605
Mar11 101027 98.720 98.745 98.695 98.720 unch 145,114 639,006 +3,602
Jun11 101027 98.635 98.660 98.610 98.635 -0.005 172,797 556,903 +15,733
Total Volume and Open Interest 985,733 3,355,216 +5,713
3-Mth Aus T-Bills(SFE)
Dec10 101027 95.01 95.13 94.99 95.12 +0.11 38,818 182,015 -1,651
Mar11 101027 94.88 95.06 94.86 95.02 +0.13 57,359 166,423 +18,773
Jun11 101027 94.75 94.93 94.73 94.88 +0.12 26,083 93,236 +4,321
Sep11 101027 94.66 94.82 94.62 94.77 +0.10 12,590 54,917 +861
Dec11 101027 94.59 94.74 94.54 94.69 +0.10 4,917 34,858 +426
Mar12 101027 94.54 94.67 94.50 94.65 +0.10 2,568 38,126 -598
Jun12 101027 94.50 94.64 94.49 94.63 +0.10 2,907 25,292 +514
Sep12 101027 94.49 94.62 94.48 94.60 +0.09 1,596 9,655 -207
Dec12 101027 94.58 94.58 94.58 94.58 +0.09 0 1,471 +0
Mar13 101027 94.58 94.58 94.58 94.58 +0.10 0 1,388 +0
Total Volume and Open Interest 146,838 607,444 +22,439
10-Year Aus T-Bonds(SFE)
Dec10 101027 94.81 94.82 94.73 94.79 -0.02 56,271 369,997 +11,194
Mar11 101027 94.79 94.79 94.79 94.79 -0.02      
Total Volume and Open Interest 56,271 369,997 +11,194
3-Year Aus T-Bonds(SFE)
Dec10 101027 94.99 95.09 94.95 95.08 +0.08 189,920 486,059 +24,703
Mar11 101027 95.06 95.06 95.06 95.06 +0.08      
Total Volume and Open Interest 189,920 486,059 +24,703
Gold(CMX)
Oct10 101027 1341.0 1341.0 1321.1 1322.2 -15.8 195 172 -47
Dec10 101027 1340.4 1343.7 1318.6 1322.6 -16.0 156,544 397,385 -4,469
Feb11 101027 1342.8 1345.6 1321.1 1324.5 -16.0 8,071 52,005 -447
Apr11 101027 1345.1 1346.9 1323.1 1326.1 -16.0 1,478 20,757 +25
Jun11 101027 1346.0 1348.3 1327.1 1327.7 -16.0 2,734 20,151 +496
Aug11 101027 1339.3 1339.5 1329.3 1329.3 -16.1 340 10,589 +263
Oct11 101027 1349.5 1349.5 1328.0 1331.0 -16.1 384 10,056 +275
Dec11 101027 1351.6 1352.7 1329.7 1332.8 -16.1 3,874 20,141 +1,358
Feb12 101027 1334.7 1334.7 1334.7 1334.7 -16.0 22 6,733 +0
Apr12 101027 1336.8 1336.8 1336.8 1336.8 -15.9 25 5,453 +25
Jun12 101027 1339.0 1339.0 1339.0 1339.0 -15.9 242 9,573 +118
Aug12 101027 1341.4 1341.4 1341.4 1341.4 -15.9 0 4,527 +0
Total Volume and Open Interest 182,371 607,582 -4,455
Silver(CMX)
Dec10 101027 2386.5 2429.5 2335.0 2340.4 -42.6 64,287 91,883 -1,026
Mar11 101027 2398.0 2430.0 2343.5 2346.1 -42.6 6,061 25,176 +2,892
May11 101027 2406.5 2419.5 2345.0 2349.3 -42.6 632 11,004 +147
Jul11 101027 2409.5 2409.5 2352.2 2352.2 -42.7 521 7,815 +321
Sep11 101027 2381.5 2389.0 2355.0 2355.0 -42.7 321 5,094 +189
Dec11 101027 2416.5 2426.5 2359.1 2359.1 -42.7 229 5,037 +75
Mar12 101027 2363.0 2363.0 2363.0 2363.0 -42.7 0 251 +0
Total Volume and Open Interest 73,371 152,980 +2,590
Platinum(NYMEX)
Jan11 101027 1705.1 1716.3 1676.7 1678.1 -25.9 4,233 36,970 +2
Apr11 101027 1701.6 1701.6 1681.8 1682.0 -25.8 54 848 +40
Jul11 101027 1685.3 1685.3 1685.3 1685.3 -25.8 0 25 +0
Oct11 101027 1685.3 1685.3 1685.3 1685.3 -25.8      
Total Volume and Open Interest 4,324 37,906 +36
Palladium(NYMEX)
Dec10 101027 628.50 639.50 612.85 619.15 -6.30 4,713 23,193 +393
Mar11 101027 633.00 640.90 614.45 620.80 -6.20 73 1,461 +46
Jun11 101027 625.15 629.85 621.95 621.95 -6.20 31 48 +30
Total Volume and Open Interest 4,817 24,702 +469
Copper(CMX)
Dec10 101027 388.10 390.00 376.05 377.55 -9.35 29,644 98,977 -963
Mar11 101027 389.00 390.70 377.40 378.75 -9.25 5,179 39,439 +895
May11 101027 377.90 379.80 377.80 378.55 -9.10 1,090 9,598 +541
Jul11 101027 379.35 379.35 376.40 377.35 -9.15 236 4,919 +187
Sep11 101027 376.00 376.40 375.45 375.70 -9.35 576 4,242 +301
Total Volume and Open Interest 37,632 167,063 +859
DJIA Index(CBOT)
Dec10 101027 11141 11143 10970 11072 -52 322 5,787 -25
Mar11 101027 10997 11055 10997 11012 -43 0 15 +0
Jun11 101027 10942 10994 10942 10942 -52      
Sep11 101027 10884 10936 10884 10884 -52      
Total Volume and Open Interest 322 5,802 -25
E-mini DJIA Index(CBOT)
Dec10 101027 11127 11150 10970 11072 -52 100,721 95,800 +1,802
Mar11 101027 11005 11021 10917 11012 -43 41 306 +13
Jun11 101027 10942 10942 10942 10942 -52 0 2 +0
Sep11 101027 10884 10884 10884 10884 -52      
Total Volume and Open Interest 100,762 96,108 +1,815
S & P 500(CME)
Dec10 101027 1183.40 1186.30 1167.80 1178.80 -4.00 11,669 323,869 +1,811
Mar11 101027 1171.00 1173.50 1163.50 1173.50 -4.00 61 4,388 -4
Jun11 101027 1168.60 1168.60 1158.60 1168.60 -4.00 0 2,222 +0
Sep11 101027 1163.60 1163.60 1153.60 1163.60 -4.00      
Total Volume and Open Interest 11,730 330,479 +1,807
S & P 500 E-Mini(Globex)
Dec10 101027 1183.25 1186.25 1167.75 1178.75 -4.00 1,743,843 2,686,156 +6,647
Mar11 101027 1178.00 1180.25 1164.00 1173.50 -4.00 432 9,744 +115
Total Volume and Open Interest 1,744,283 2,696,003 +6,765
NASDAQ 100(CME)
Dec10 101027 2118.50 2125.00 2102.00 2123.80 +7.80 609 24,833 +198
Mar11 101027 2121.30 2121.30 2102.00 2121.30 +7.80 0 2 +0
Jun11 101027 2118.80 2118.80 2118.00 2118.80 +7.80      
Total Volume and Open Interest 609 24,835 +198
NASDAQ 100 E-Mini(Globex)
Dec10 101027 2117.30 2125.00 2102.30 2123.80 +7.80 255,462 452,922 +16,079
Mar11 101027 2120.80 2122.00 2100.00 2121.30 +7.80 189 969 +60
Total Volume and Open Interest 255,651 453,896 +16,139
S & P Midcap 400(CME)
Dec10 101027 826.50 826.50 819.00 826.50 +0.10 2 3,147 -1
Mar11 101027 824.50 824.50 823.00 824.50 +0.10      
Jun11 101027 822.50 822.50 821.00 822.50 +0.10      
Total Volume and Open Interest 2 3,147 -1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec10 101027 9465 9475 9340 9420 -35 9,180 34,410 +406
Mar11 101027 9445 9480 9445 9445 -35 0 1 +0
Total Volume and Open Interest 9,180 34,411 +406
Nikkei 225(SGX)
Dec10 101027 9365 9460 9330 9400 +40 81,222 182,569 -734
Mar11 101027 9355 9420 9325 9385 +35 19 2,189 -4
Jun11 101027 9325 9325 9325 9325 +40 0 2,125 +0
Total Volume and Open Interest 81,241 193,237 -738
CAC 40(EURONEXT)
Nov10 101027 3824.5 3850.5 3789.5 3796.5 -36.0 121,490 363,897 +22,229
Dec10 101027 3816.0 3848.0 3791.5 3795.5 -36.5 268 67,466 +142
Jan11 101027 3802.0 3802.0 3798.0 3798.0 -35.5      
Total Volume and Open Interest 121,758 431,478 +22,371
Hang Seng Index(HKFE)
Oct10 101027 23553 23711 23096 23109 -508 139,705 76,242 -27,261
Nov10 101027 23556 23703 23077 23090 -510 86,532 84,391 +58,121
Dec10 101027 23544 23700 23080 23099 -505 1,958 6,839 +1,049
Total Volume and Open Interest 228,392 168,644 +31,987
DAX(EUREX)
Dec10 101027 6613.0 6639.0 6562.5 6580.0 -53.0 126,350 179,479 +101
Mar11 101027 6632.5 6651.0 6581.5 6597.0 -52.5 397 9,283 -111
Jun11 101027 6649.5 6667.0 6606.0 6617.5 -52.5 437 2,404 +125
Total Volume and Open Interest 127,184 191,166 +115
FT-SE 100(EURONEXT)
Dec10 101027 5699.00 5699.50 5612.50 5634.50 -59.50 104,592 608,833 -889
Mar11 101027 5612.00 5629.50 5576.00 5594.00 -59.00 43 3,779 -17
Jun11 101027 5550.50 5550.50 5550.50 5550.50 -59.50 24 640 +24
Total Volume and Open Interest 104,659 613,262 -882
SPI 200(SFE)
Dec10 101027 4684.0 4704.0 4639.0 4643.0 -46.0 28,546 217,678 -1,155
Mar11 101027 4637.0 4637.0 4637.0 4637.0 -46.0 0 2,154 -2
Jun11 101027 4663.0 4663.0 4663.0 4663.0 -46.0 0 1,025 +0
Total Volume and Open Interest 28,661 223,897 -1,238
GSCI(CME)
Nov10 101027 566.05 566.05 556.85 564.00 -2.00 96 15,140 +35
Dec10 101027 570.60 572.55 564.50 570.60 -1.90 1 4 +1
Jan11 101027 573.30 575.05 567.50 573.30 -1.70 0 3 +0
Total Volume and Open Interest 97 15,147 +36
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.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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