|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon November 01, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov10 |
101101 |
1230.25 |
1236.50 |
1218.50 |
1225.25 |
-0.75 |
87,273 |
29,594 |
-15,563 |
Jan11 |
101101 |
1240.00 |
1246.25 |
1228.50 |
1235.00 |
-1.00 |
118,667 |
328,851 |
+106 |
Mar11 |
101101 |
1243.75 |
1250.00 |
1233.50 |
1240.00 |
-0.25 |
19,629 |
88,605 |
+2,556 |
May11 |
101101 |
1242.50 |
1249.00 |
1234.25 |
1240.00 |
+0.25 |
8,994 |
58,562 |
-35 |
Jul11 |
101101 |
1249.25 |
1253.25 |
1239.00 |
1244.75 |
+1.25 |
12,057 |
49,794 |
+540 |
Aug11 |
101101 |
1235.75 |
1235.75 |
1226.00 |
1228.00 |
+2.00 |
263 |
1,444 |
+64 |
Sep11 |
101101 |
1207.00 |
1207.00 |
1196.50 |
1200.00 |
+1.00 |
143 |
1,752 |
+18 |
Total Volume and Open Interest |
264,285 |
633,255 |
-13,009 |
Soybean Meal(CBOT) |
Dec10 |
101101 |
338.80 |
340.00 |
334.20 |
337.80 |
+0.10 |
28,165 |
101,740 |
-455 |
Jan11 |
101101 |
341.30 |
341.30 |
335.80 |
339.70 |
+0.60 |
10,454 |
27,790 |
+2,104 |
Mar11 |
101101 |
342.00 |
342.00 |
337.30 |
341.00 |
+0.80 |
2,993 |
21,505 |
+441 |
May11 |
101101 |
340.60 |
341.20 |
336.70 |
340.00 |
+0.70 |
2,633 |
20,081 |
+632 |
Jul11 |
101101 |
341.00 |
342.10 |
337.40 |
341.00 |
+1.00 |
3,856 |
14,985 |
-136 |
Aug11 |
101101 |
336.00 |
336.30 |
333.00 |
335.60 |
+1.00 |
669 |
3,423 |
+304 |
Sep11 |
101101 |
328.10 |
328.70 |
326.30 |
328.70 |
+0.90 |
331 |
3,840 |
+8 |
Oct11 |
101101 |
316.20 |
316.20 |
313.00 |
315.70 |
+1.00 |
123 |
1,984 |
+56 |
Total Volume and Open Interest |
50,314 |
204,299 |
+3,186 |
Soybean Oil(CBOT) |
Dec10 |
101101 |
49.55 |
49.92 |
49.32 |
49.75 |
+0.45 |
34,924 |
136,144 |
-3,133 |
Jan11 |
101101 |
49.96 |
50.28 |
49.67 |
50.11 |
+0.46 |
13,728 |
98,170 |
+2,184 |
Mar11 |
101101 |
50.22 |
50.62 |
50.04 |
50.47 |
+0.46 |
5,298 |
55,296 |
+1,235 |
May11 |
101101 |
50.34 |
50.80 |
50.20 |
50.68 |
+0.48 |
4,177 |
22,315 |
+705 |
Jul11 |
101101 |
50.52 |
50.95 |
50.38 |
50.88 |
+0.50 |
2,926 |
19,231 |
+694 |
Aug11 |
101101 |
50.60 |
50.90 |
50.60 |
50.90 |
+0.52 |
797 |
4,468 |
+482 |
Sep11 |
101101 |
50.75 |
50.90 |
50.61 |
50.90 |
+0.52 |
243 |
1,778 |
-9 |
Oct11 |
101101 |
50.90 |
50.90 |
50.60 |
50.90 |
+0.52 |
437 |
2,432 |
+254 |
Total Volume and Open Interest |
63,505 |
350,804 |
+2,614 |
Canola(WCE) |
Nov10 |
101101 |
534.2 |
535.5 |
530.4 |
535.0 |
+3.6 |
1,914 |
2,222 |
-1,473 |
Jan11 |
101101 |
537.0 |
543.7 |
535.0 |
542.5 |
+3.1 |
13,398 |
138,142 |
+1,515 |
Mar11 |
101101 |
542.7 |
549.9 |
542.0 |
548.9 |
+3.4 |
1,637 |
13,566 |
+416 |
May11 |
101101 |
549.8 |
552.5 |
543.8 |
551.4 |
+3.6 |
450 |
4,345 |
+54 |
Jul11 |
101101 |
550.7 |
553.3 |
544.4 |
552.1 |
+3.7 |
480 |
11,044 |
+273 |
Total Volume and Open Interest |
20,660 |
192,903 |
+2,362 |
Corn(CBOT) |
Dec10 |
101101 |
585.00 |
590.75 |
572.00 |
577.25 |
-4.75 |
187,624 |
575,424 |
-16,448 |
Mar11 |
101101 |
598.00 |
603.50 |
589.50 |
590.50 |
-4.50 |
104,750 |
471,012 |
+18,467 |
May11 |
101101 |
603.00 |
608.50 |
590.00 |
596.25 |
-4.75 |
15,659 |
98,026 |
+2,417 |
Jul11 |
101101 |
604.75 |
611.75 |
592.25 |
598.75 |
-5.00 |
30,402 |
180,917 |
+4,080 |
Sep11 |
101101 |
562.25 |
567.00 |
554.50 |
561.25 |
-0.75 |
12,517 |
33,408 |
+5,670 |
Dec11 |
101101 |
542.75 |
546.75 |
536.25 |
540.25 |
-1.75 |
25,784 |
199,207 |
+2,411 |
Total Volume and Open Interest |
378,917 |
1,605,365 |
+16,814 |
Wheat(CBOT) |
Dec10 |
101101 |
724.50 |
728.00 |
701.00 |
702.50 |
-14.75 |
60,694 |
225,010 |
-8,673 |
Mar11 |
101101 |
763.50 |
767.75 |
741.00 |
742.50 |
-14.75 |
31,180 |
107,014 |
+4,340 |
May11 |
101101 |
781.00 |
785.00 |
761.00 |
761.75 |
-13.25 |
5,213 |
33,620 |
+334 |
Jul11 |
101101 |
787.50 |
793.00 |
771.00 |
772.50 |
-11.25 |
10,070 |
85,933 |
+2,315 |
Sep11 |
101101 |
804.00 |
805.50 |
790.75 |
794.00 |
-6.75 |
1,464 |
13,948 |
+272 |
Total Volume and Open Interest |
114,951 |
527,721 |
+677 |
Wheat(KCBT) |
Dec10 |
101101 |
774.50 |
780.00 |
753.50 |
754.25 |
-16.75 |
9,519 |
78,909 |
-873 |
Mar11 |
101101 |
786.75 |
795.75 |
769.00 |
770.00 |
-16.75 |
7,020 |
87,948 |
+1,006 |
May11 |
101101 |
797.50 |
802.75 |
778.50 |
778.50 |
-16.00 |
1,559 |
17,216 |
+73 |
Jul11 |
101101 |
797.75 |
807.25 |
782.00 |
782.50 |
-14.50 |
3,082 |
39,329 |
+728 |
Sep11 |
101101 |
805.00 |
811.75 |
788.50 |
788.50 |
-14.00 |
543 |
5,382 |
+266 |
Total Volume and Open Interest |
22,471 |
236,543 |
+1,653 |
Wheat(MGE) |
Dec10 |
101101 |
778.75 |
789.00 |
764.50 |
766.75 |
-10.00 |
3,685 |
17,532 |
-306 |
Mar11 |
101101 |
790.25 |
803.00 |
779.00 |
780.50 |
-10.75 |
2,490 |
23,768 |
+399 |
May11 |
101101 |
803.50 |
811.25 |
787.50 |
789.50 |
-8.00 |
685 |
6,517 |
+48 |
Jul11 |
101101 |
808.00 |
811.00 |
793.50 |
794.75 |
-7.50 |
595 |
7,613 |
+7 |
Sep11 |
101101 |
810.00 |
810.75 |
793.00 |
793.75 |
-9.25 |
629 |
4,897 |
+184 |
Total Volume and Open Interest |
8,487 |
66,645 |
+403 |
Oats(CBOT) |
Dec10 |
101101 |
370.25 |
375.00 |
363.00 |
363.00 |
-5.00 |
1,791 |
7,577 |
-486 |
Mar11 |
101101 |
385.25 |
387.00 |
375.50 |
375.50 |
-4.75 |
1,407 |
5,912 |
+824 |
May11 |
101101 |
390.00 |
390.00 |
380.50 |
380.50 |
-4.75 |
4 |
155 |
-3 |
Jul11 |
101101 |
390.00 |
392.00 |
385.50 |
385.50 |
-4.75 |
2 |
45 |
+0 |
Total Volume and Open Interest |
3,282 |
14,374 |
+343 |
Rough Rice(CBOT) |
Nov10 |
101101 |
14.48 |
14.48 |
13.92 |
13.94 |
-0.49 |
1,918 |
754 |
-1,084 |
Jan11 |
101101 |
14.72 |
14.89 |
14.23 |
14.23 |
-0.50 |
2,550 |
12,508 |
+800 |
Mar11 |
101101 |
14.99 |
15.15 |
14.50 |
14.50 |
-0.50 |
159 |
3,270 |
+102 |
May11 |
101101 |
15.26 |
15.35 |
14.77 |
14.77 |
-0.48 |
20 |
775 |
+7 |
Total Volume and Open Interest |
4,672 |
19,364 |
-174 |
Live Cattle(CME) |
Dec10 |
101101 |
98.800 |
99.100 |
97.950 |
98.150 |
-0.680 |
23,120 |
144,037 |
-3,155 |
Feb11 |
101101 |
102.080 |
102.300 |
101.200 |
101.785 |
-0.395 |
8,430 |
74,523 |
+1,607 |
Apr11 |
101101 |
105.000 |
105.135 |
104.135 |
104.730 |
-0.055 |
4,662 |
55,092 |
+206 |
Jun11 |
101101 |
102.400 |
102.535 |
101.885 |
102.230 |
-0.305 |
1,899 |
26,412 |
+154 |
Aug11 |
101101 |
102.150 |
102.480 |
101.800 |
102.250 |
-0.200 |
1,052 |
9,327 |
+334 |
Oct11 |
101101 |
104.580 |
104.750 |
104.100 |
104.730 |
unch |
329 |
5,068 |
+63 |
Total Volume and Open Interest |
40,375 |
316,575 |
-1,327 |
Feeder Cattle(CME) |
Nov10 |
101101 |
110.350 |
110.700 |
109.830 |
110.350 |
+0.020 |
2,183 |
4,376 |
-604 |
Jan11 |
101101 |
110.330 |
110.930 |
110.100 |
110.600 |
-0.200 |
2,706 |
12,686 |
-50 |
Mar11 |
101101 |
111.500 |
111.500 |
110.850 |
111.400 |
-0.200 |
270 |
4,949 |
+52 |
Apr11 |
101101 |
112.600 |
112.730 |
112.230 |
112.480 |
-0.670 |
123 |
1,230 |
+38 |
May11 |
101101 |
113.300 |
113.500 |
112.900 |
113.500 |
-0.100 |
116 |
1,652 |
-22 |
Aug11 |
101101 |
115.000 |
115.000 |
114.250 |
114.900 |
-0.300 |
69 |
776 |
+21 |
Sep11 |
101101 |
115.000 |
115.000 |
115.000 |
115.000 |
-0.100 |
0 |
36 |
+0 |
Total Volume and Open Interest |
5,739 |
28,355 |
-666 |
Lean Hogs(CME) |
Dec10 |
101101 |
66.450 |
66.535 |
65.150 |
65.200 |
-1.000 |
16,605 |
82,484 |
-1,411 |
Feb11 |
101101 |
71.900 |
72.180 |
71.250 |
71.350 |
-0.580 |
6,860 |
42,368 |
+1,090 |
Apr11 |
101101 |
76.100 |
76.400 |
75.535 |
75.800 |
-0.150 |
4,956 |
36,226 |
-928 |
May11 |
101101 |
81.600 |
81.650 |
81.385 |
81.500 |
-0.400 |
235 |
1,478 |
+149 |
Jun11 |
101101 |
84.635 |
85.035 |
84.330 |
84.650 |
-0.180 |
1,538 |
25,246 |
-55 |
Jul11 |
101101 |
84.550 |
84.650 |
84.180 |
84.500 |
-0.150 |
395 |
5,460 |
+128 |
Aug11 |
101101 |
84.480 |
84.480 |
84.000 |
84.000 |
-0.650 |
904 |
4,711 |
+154 |
Oct11 |
101101 |
77.750 |
77.750 |
77.400 |
77.750 |
unch |
659 |
2,095 |
+215 |
Total Volume and Open Interest |
32,285 |
200,592 |
-556 |
Pork Bellies(CME) |
Feb11 |
101101 |
104.000 |
104.000 |
104.000 |
104.000 |
unch |
0 |
8 |
+0 |
Mar11 |
101101 |
104.500 |
104.500 |
104.500 |
104.500 |
unch |
0 |
1 |
+0 |
May11 |
101101 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
|
|
|
Jul11 |
101101 |
103.500 |
103.500 |
103.500 |
103.500 |
unch |
|
|
|
Aug11 |
101101 |
102.500 |
102.500 |
102.500 |
102.500 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
9 |
+0 |
Class III Milk(CME) |
Nov10 |
101101 |
15.65 |
15.67 |
15.52 |
15.58 |
-0.07 |
239 |
4,993 |
+60 |
Dec10 |
101101 |
14.30 |
14.35 |
14.07 |
14.13 |
-0.19 |
237 |
5,742 |
+72 |
Jan11 |
101101 |
13.80 |
13.92 |
13.72 |
13.72 |
-0.14 |
76 |
2,669 |
+36 |
Feb11 |
101101 |
13.85 |
13.92 |
13.76 |
13.83 |
-0.09 |
107 |
2,113 |
+54 |
Mar11 |
101101 |
14.01 |
14.10 |
13.97 |
14.01 |
-0.07 |
69 |
1,982 |
+25 |
Total Volume and Open Interest |
853 |
28,207 |
+293 |
Cocoa(ICE) |
Dec10 |
101101 |
2805 |
2813 |
2756 |
2759 |
-38 |
8,996 |
50,575 |
-577 |
Mar11 |
101101 |
2829 |
2848 |
2799 |
2802 |
-31 |
3,814 |
38,517 |
+1,063 |
May11 |
101101 |
2852 |
2861 |
2821 |
2823 |
-29 |
272 |
15,368 |
+63 |
Jul11 |
101101 |
2868 |
2880 |
2836 |
2837 |
-30 |
118 |
6,555 |
-5 |
Sep11 |
101101 |
2879 |
2879 |
2853 |
2853 |
-29 |
136 |
3,950 |
+82 |
Dec11 |
101101 |
2907 |
2907 |
2876 |
2876 |
-31 |
155 |
9,009 |
+68 |
Mar12 |
101101 |
2946 |
2946 |
2946 |
2946 |
-36 |
15 |
10,640 |
+8 |
Total Volume and Open Interest |
13,506 |
139,850 |
+702 |
Coffee "C"(ICE) |
Dec10 |
101101 |
202.80 |
203.25 |
197.65 |
197.70 |
-5.75 |
13,266 |
77,420 |
-1,193 |
Mar11 |
101101 |
205.00 |
205.00 |
199.75 |
199.80 |
-5.55 |
5,967 |
49,455 |
+1,894 |
May11 |
101101 |
205.00 |
205.00 |
200.20 |
200.25 |
-5.45 |
391 |
11,401 |
+120 |
Jul11 |
101101 |
203.55 |
203.55 |
198.55 |
198.60 |
-5.20 |
242 |
5,041 |
-9 |
Sep11 |
101101 |
197.00 |
197.40 |
195.60 |
195.60 |
-4.65 |
41 |
2,668 |
+40 |
Dec11 |
101101 |
192.30 |
193.15 |
191.15 |
191.15 |
-4.25 |
16 |
2,422 |
+7 |
Total Volume and Open Interest |
19,925 |
149,332 |
+861 |
Orange Juice(ICE) |
Nov10 |
101101 |
161.75 |
161.75 |
157.00 |
160.40 |
-1.30 |
1,025 |
1,008 |
-798 |
Jan11 |
101101 |
157.45 |
159.40 |
155.50 |
158.40 |
+0.70 |
2,085 |
21,673 |
+1,275 |
Mar11 |
101101 |
157.50 |
159.90 |
156.75 |
159.85 |
+1.35 |
58 |
2,003 |
+19 |
May11 |
101101 |
160.55 |
161.10 |
159.15 |
161.10 |
+1.00 |
11 |
617 |
+1 |
Jul11 |
101101 |
161.35 |
162.20 |
161.35 |
162.20 |
+0.90 |
0 |
1,249 |
+0 |
Sep11 |
101101 |
162.50 |
162.50 |
162.50 |
162.50 |
+0.65 |
0 |
24 |
+0 |
Total Volume and Open Interest |
3,179 |
26,602 |
+497 |
Sugar #11(ICE) |
Mar11 |
101101 |
29.30 |
29.64 |
28.92 |
29.45 |
+0.33 |
48,151 |
272,315 |
-2,605 |
May11 |
101101 |
26.90 |
27.38 |
26.64 |
27.25 |
+0.40 |
21,872 |
94,040 |
+989 |
Jul11 |
101101 |
24.61 |
25.04 |
24.33 |
24.90 |
+0.33 |
19,408 |
99,203 |
+3,174 |
Oct11 |
101101 |
23.05 |
23.46 |
22.80 |
23.29 |
+0.27 |
6,901 |
48,903 |
+1,512 |
Mar12 |
101101 |
22.05 |
22.40 |
21.81 |
22.22 |
+0.19 |
2,586 |
44,819 |
+200 |
Total Volume and Open Interest |
100,897 |
598,927 |
+3,395 |
London Cocoa(LCE) |
Dec10 |
101101 |
1847 |
1863 |
1838 |
1842 |
-14 |
4,103 |
63,549 |
-270 |
Mar11 |
101101 |
1880 |
1892 |
1866 |
1868 |
-18 |
3,060 |
57,559 |
+168 |
May11 |
101101 |
1894 |
1905 |
1886 |
1893 |
-10 |
117 |
18,186 |
+13 |
Jul11 |
101101 |
1911 |
1926 |
1905 |
1912 |
-11 |
31 |
11,916 |
+11 |
Sep11 |
101101 |
1926 |
1942 |
1920 |
1925 |
-12 |
43 |
6,786 |
-23 |
Dec11 |
101101 |
1935 |
1949 |
1931 |
1931 |
-15 |
78 |
10,949 |
+70 |
Mar12 |
101101 |
1940 |
1954 |
1938 |
1940 |
-13 |
9 |
9,150 |
-5 |
Total Volume and Open Interest |
7,441 |
180,947 |
-36 |
London Sugar(LCE) |
Dec10 |
101101 |
729.70 |
737.10 |
718.00 |
734.00 |
+11.40 |
2,848 |
20,994 |
-1,095 |
Mar11 |
101101 |
729.00 |
737.50 |
722.10 |
735.00 |
+11.00 |
2,171 |
26,300 |
+651 |
May11 |
101101 |
702.30 |
708.50 |
693.90 |
708.00 |
+9.70 |
511 |
7,606 |
+253 |
Aug11 |
101101 |
655.00 |
660.00 |
646.40 |
658.10 |
+5.30 |
367 |
6,200 |
+100 |
Oct11 |
101101 |
612.00 |
616.50 |
602.50 |
615.00 |
+7.70 |
113 |
898 |
+34 |
Total Volume and Open Interest |
6,012 |
62,841 |
-55 |
Cotton(ICE) |
Dec10 |
101101 |
125.80 |
129.26 |
125.80 |
129.26 |
+4.00 |
28,750 |
109,258 |
-7,470 |
Mar11 |
101101 |
121.01 |
124.45 |
121.01 |
124.45 |
+4.00 |
19,356 |
77,364 |
+1,052 |
May11 |
101101 |
118.25 |
121.09 |
118.25 |
121.09 |
+4.00 |
1,994 |
10,367 |
+220 |
Jul11 |
101101 |
115.28 |
118.00 |
115.28 |
118.00 |
+4.00 |
2,988 |
20,415 |
+712 |
Oct11 |
101101 |
100.00 |
101.00 |
100.00 |
101.00 |
+2.09 |
0 |
45 |
+0 |
Dec11 |
101101 |
91.20 |
92.96 |
91.20 |
92.96 |
+1.75 |
3,111 |
16,368 |
+853 |
Total Volume and Open Interest |
56,404 |
234,619 |
-4,509 |
Lumber(CME) |
Nov10 |
101101 |
259.2 |
272.2 |
259.2 |
270.0 |
+13.0 |
403 |
2,056 |
-145 |
Jan11 |
101101 |
281.5 |
289.0 |
280.4 |
286.3 |
+6.3 |
553 |
4,942 |
+162 |
Mar11 |
101101 |
294.5 |
303.4 |
294.5 |
303.4 |
+10.0 |
128 |
2,081 |
+35 |
May11 |
101101 |
299.6 |
310.0 |
299.6 |
310.0 |
+6.0 |
109 |
334 |
+64 |
Total Volume and Open Interest |
1,242 |
9,482 |
+158 |
Crude Oil(NYM) |
Dec10 |
101101 |
81.45 |
83.86 |
81.32 |
82.95 |
+1.52 |
296,748 |
365,275 |
-4,059 |
Jan11 |
101101 |
82.31 |
84.58 |
82.14 |
83.67 |
+1.52 |
70,225 |
176,919 |
+5,568 |
Feb11 |
101101 |
83.05 |
85.15 |
82.92 |
84.24 |
+1.51 |
27,153 |
76,499 |
+1,951 |
Mar11 |
101101 |
83.59 |
85.56 |
83.40 |
84.71 |
+1.50 |
17,043 |
84,836 |
-1,008 |
Apr11 |
101101 |
83.96 |
85.89 |
83.91 |
85.09 |
+1.48 |
9,265 |
44,311 |
+378 |
May11 |
101101 |
84.32 |
86.21 |
84.32 |
85.45 |
+1.46 |
4,886 |
28,601 |
+676 |
Jun11 |
101101 |
84.55 |
86.55 |
84.55 |
85.75 |
+1.44 |
14,837 |
86,274 |
+1,810 |
Jul11 |
101101 |
85.15 |
86.80 |
85.15 |
86.03 |
+1.42 |
3,460 |
35,626 |
+892 |
Aug11 |
101101 |
85.19 |
86.94 |
85.19 |
86.27 |
+1.41 |
2,893 |
13,987 |
-38 |
Sep11 |
101101 |
87.16 |
87.17 |
86.43 |
86.50 |
+1.39 |
4,002 |
22,901 |
+953 |
Oct11 |
101101 |
87.38 |
87.40 |
86.74 |
86.74 |
+1.39 |
2,713 |
14,093 |
+591 |
Nov11 |
101101 |
87.60 |
87.60 |
86.89 |
86.98 |
+1.38 |
1,737 |
17,888 |
+429 |
Dec11 |
101101 |
86.14 |
88.05 |
86.07 |
87.23 |
+1.37 |
22,420 |
142,156 |
-771 |
Jan12 |
101101 |
87.34 |
87.34 |
87.34 |
87.34 |
+1.36 |
194 |
15,193 |
-1 |
Feb12 |
101101 |
87.44 |
87.44 |
87.44 |
87.44 |
+1.35 |
65 |
6,246 |
+0 |
Mar12 |
101101 |
87.54 |
87.54 |
87.54 |
87.54 |
+1.34 |
300 |
9,625 |
+300 |
Total Volume and Open Interest |
500,211 |
1,408,493 |
+10,731 |
e-miNY Crude Oil(NYM) |
Nov10 |
101019 |
82.950 |
83.200 |
79.425 |
79.500 |
-3.575 |
9,712 |
2,898 |
-4 |
Dec10 |
101026 |
82.500 |
82.875 |
81.800 |
82.550 |
+0.025 |
8,098 |
5,621 |
-24 |
Jan11 |
101101 |
82.550 |
84.450 |
82.400 |
83.675 |
+1.525 |
335 |
2,294 |
+101 |
Feb11 |
101101 |
83.125 |
84.975 |
83.025 |
84.250 |
+1.525 |
22 |
360 |
-5 |
Mar11 |
101101 |
83.750 |
84.700 |
83.750 |
84.700 |
+1.500 |
9 |
30 |
+0 |
Apr11 |
101101 |
85.100 |
85.100 |
85.100 |
85.100 |
+1.500 |
0 |
2 |
+0 |
May11 |
101101 |
85.450 |
85.450 |
85.450 |
85.450 |
+1.450 |
2 |
14 |
+1 |
Jun11 |
101101 |
86.425 |
86.425 |
85.750 |
85.750 |
+1.450 |
1 |
25 |
+1 |
Jul11 |
101101 |
86.025 |
86.025 |
86.025 |
86.025 |
+1.425 |
0 |
1 |
+0 |
Aug11 |
101101 |
86.275 |
86.275 |
86.275 |
86.275 |
+1.425 |
|
|
|
Total Volume and Open Interest |
9,364 |
8,344 |
+334 |
Heating Oil(NYM) |
Dec10 |
101101 |
223.77 |
230.37 |
223.67 |
227.77 |
+4.00 |
46,271 |
101,663 |
+1,337 |
Jan11 |
101101 |
226.79 |
232.70 |
226.54 |
230.20 |
+4.01 |
15,574 |
69,453 |
+377 |
Feb11 |
101101 |
229.35 |
234.21 |
229.35 |
231.77 |
+4.01 |
3,405 |
25,326 |
+761 |
Mar11 |
101101 |
230.48 |
233.92 |
230.48 |
232.25 |
+4.07 |
1,989 |
19,495 |
+133 |
Apr11 |
101101 |
228.50 |
233.15 |
228.50 |
231.53 |
+4.04 |
965 |
12,028 |
+482 |
May11 |
101101 |
232.14 |
233.03 |
230.43 |
231.31 |
+3.98 |
999 |
12,987 |
+36 |
Jun11 |
101101 |
231.00 |
233.26 |
230.67 |
231.42 |
+3.95 |
4,813 |
29,145 |
-293 |
Jul11 |
101101 |
234.01 |
234.18 |
232.16 |
232.50 |
+3.91 |
487 |
5,585 |
+32 |
Aug11 |
101101 |
234.47 |
235.27 |
233.74 |
233.74 |
+3.87 |
204 |
3,983 |
-24 |
Sep11 |
101101 |
236.90 |
236.90 |
235.27 |
235.27 |
+3.81 |
793 |
4,494 |
+617 |
Oct11 |
101101 |
238.86 |
238.86 |
237.17 |
237.17 |
+3.76 |
1,987 |
2,106 |
+257 |
Nov11 |
101101 |
240.50 |
240.50 |
239.19 |
239.19 |
+3.73 |
1,502 |
2,181 |
-299 |
Total Volume and Open Interest |
99,201 |
318,360 |
-4,105 |
Gasoline(NYMEX) |
Dec10 |
101101 |
205.95 |
212.78 |
205.95 |
209.29 |
+3.35 |
50,860 |
100,188 |
+951 |
Jan11 |
101101 |
207.89 |
213.31 |
207.76 |
210.38 |
+3.56 |
19,586 |
56,236 |
+5,427 |
Feb11 |
101101 |
211.63 |
214.80 |
211.61 |
212.58 |
+3.70 |
4,889 |
19,464 |
+281 |
Mar11 |
101101 |
213.64 |
217.02 |
213.64 |
214.87 |
+3.81 |
5,120 |
18,654 |
+803 |
Apr11 |
101101 |
226.60 |
228.30 |
226.48 |
226.55 |
+3.78 |
2,405 |
19,737 |
+208 |
May11 |
101101 |
229.45 |
229.69 |
227.40 |
227.52 |
+3.75 |
1,324 |
8,397 |
+331 |
Jun11 |
101101 |
225.14 |
229.30 |
225.13 |
228.01 |
+3.73 |
1,905 |
14,195 |
+144 |
Jul11 |
101101 |
227.85 |
227.85 |
227.85 |
227.85 |
+3.75 |
259 |
3,678 |
+19 |
Aug11 |
101101 |
227.36 |
227.36 |
227.36 |
227.36 |
+3.70 |
153 |
5,242 |
-2 |
Sep11 |
101101 |
226.42 |
226.42 |
226.42 |
226.42 |
+3.59 |
148 |
3,064 |
+14 |
Total Volume and Open Interest |
112,187 |
271,699 |
+1,019 |
e-miNY RBOB Gasoline(NYM) |
Dec10 |
101101 |
209.30 |
209.30 |
209.29 |
209.30 |
+3.40 |
0 |
2 |
+0 |
Jan11 |
101101 |
210.40 |
210.40 |
210.38 |
210.40 |
+3.60 |
0 |
1 |
+0 |
Feb11 |
101101 |
212.60 |
212.60 |
212.58 |
212.60 |
+3.70 |
0 |
1 |
+0 |
Mar11 |
101101 |
214.90 |
214.90 |
214.87 |
214.90 |
+3.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
-2 |
Natural Gas(NYM) |
Dec10 |
101101 |
4.031 |
4.187 |
3.824 |
3.832 |
-0.206 |
150,497 |
182,728 |
-1,447 |
Jan11 |
101101 |
4.255 |
4.402 |
4.064 |
4.086 |
-0.179 |
50,394 |
176,309 |
-1,949 |
Feb11 |
101101 |
4.284 |
4.407 |
4.096 |
4.113 |
-0.162 |
14,099 |
57,502 |
+400 |
Mar11 |
101101 |
4.233 |
4.340 |
4.065 |
4.074 |
-0.145 |
15,854 |
70,967 |
+1,921 |
Apr11 |
101101 |
4.224 |
4.294 |
4.046 |
4.057 |
-0.127 |
18,312 |
65,443 |
-504 |
May11 |
101101 |
4.298 |
4.300 |
4.085 |
4.092 |
-0.118 |
3,065 |
22,167 |
+55 |
Jun11 |
101101 |
4.289 |
4.361 |
4.144 |
4.149 |
-0.108 |
1,295 |
11,085 |
-18 |
Jul11 |
101101 |
4.349 |
4.424 |
4.205 |
4.218 |
-0.103 |
1,503 |
10,527 |
-210 |
Aug11 |
101101 |
4.431 |
4.431 |
4.266 |
4.270 |
-0.098 |
1,289 |
10,057 |
-198 |
Sep11 |
101101 |
4.404 |
4.404 |
4.293 |
4.293 |
-0.098 |
1,147 |
9,873 |
-31 |
Oct11 |
101101 |
4.496 |
4.550 |
4.359 |
4.373 |
-0.098 |
7,825 |
34,891 |
+622 |
Nov11 |
101101 |
4.720 |
4.720 |
4.591 |
4.602 |
-0.086 |
1,893 |
12,562 |
+462 |
Dec11 |
101101 |
5.046 |
5.064 |
4.920 |
4.934 |
-0.072 |
2,047 |
17,515 |
+162 |
Jan12 |
101101 |
5.250 |
5.250 |
5.119 |
5.129 |
-0.062 |
3,874 |
23,275 |
+243 |
Feb12 |
101101 |
5.203 |
5.203 |
5.104 |
5.104 |
-0.062 |
314 |
6,453 |
+222 |
Mar12 |
101101 |
5.100 |
5.100 |
4.994 |
4.994 |
-0.060 |
463 |
14,705 |
+5 |
Total Volume and Open Interest |
274,594 |
802,102 |
-203 |
Brent Crude Oil(ICE) |
Dec10 |
101101 |
83.13 |
85.54 |
82.82 |
84.62 |
+1.47 |
167,934 |
225,634 |
-7,307 |
Jan11 |
101101 |
83.34 |
85.71 |
83.34 |
84.84 |
+1.46 |
78,865 |
187,234 |
+1,133 |
Feb11 |
101101 |
83.81 |
85.91 |
83.63 |
85.10 |
+1.47 |
35,870 |
93,316 |
+4,132 |
Mar11 |
101101 |
84.04 |
86.07 |
84.01 |
85.37 |
+1.47 |
22,296 |
43,038 |
+375 |
Apr11 |
101101 |
84.32 |
86.32 |
84.30 |
85.67 |
+1.49 |
14,431 |
32,832 |
+1,208 |
May11 |
101101 |
84.64 |
86.62 |
84.62 |
85.98 |
+1.50 |
8,536 |
23,862 |
+790 |
Jun11 |
101101 |
84.87 |
87.03 |
84.86 |
86.31 |
+1.50 |
16,557 |
36,772 |
+1,030 |
Jul11 |
101101 |
85.60 |
87.09 |
85.60 |
86.60 |
+1.49 |
1,292 |
10,181 |
+107 |
Aug11 |
101101 |
85.99 |
87.41 |
85.88 |
86.85 |
+1.48 |
1,825 |
9,856 |
+65 |
Sep11 |
101101 |
87.08 |
87.08 |
87.08 |
87.08 |
+1.46 |
1,711 |
7,550 |
+58 |
Oct11 |
101101 |
87.30 |
87.30 |
87.30 |
87.30 |
+1.44 |
685 |
5,457 |
+92 |
Nov11 |
101101 |
87.51 |
87.51 |
87.51 |
87.51 |
+1.42 |
619 |
9,506 |
-121 |
Dec11 |
101101 |
86.52 |
88.43 |
86.50 |
87.73 |
+1.40 |
12,939 |
73,109 |
+2,681 |
Jan12 |
101101 |
87.97 |
87.97 |
87.97 |
87.97 |
+1.39 |
441 |
11,554 |
+139 |
Total Volume and Open Interest |
366,035 |
852,751 |
+4,629 |
Gas Oil(ICE) |
Nov10 |
101101 |
700.75 |
717.75 |
698.50 |
712.25 |
+11.50 |
44,662 |
94,697 |
-3,385 |
Dec10 |
101101 |
704.00 |
721.50 |
702.00 |
716.00 |
+12.00 |
87,912 |
120,774 |
+4,790 |
Jan11 |
101101 |
708.25 |
726.00 |
706.25 |
720.75 |
+12.25 |
40,302 |
91,305 |
-1,557 |
Feb11 |
101101 |
710.75 |
729.25 |
710.75 |
724.00 |
+12.25 |
19,027 |
43,297 |
+532 |
Mar11 |
101101 |
717.50 |
730.50 |
715.75 |
726.75 |
+12.25 |
16,124 |
28,776 |
+2,756 |
Apr11 |
101101 |
719.50 |
730.25 |
719.50 |
728.75 |
+12.00 |
15,442 |
30,239 |
+442 |
May11 |
101101 |
724.00 |
734.75 |
723.25 |
731.00 |
+12.00 |
11,161 |
24,304 |
+2,957 |
Jun11 |
101101 |
720.75 |
737.75 |
720.75 |
733.75 |
+12.00 |
18,114 |
49,565 |
+424 |
Jul11 |
101101 |
741.25 |
741.50 |
737.75 |
737.75 |
+12.00 |
801 |
15,622 |
+161 |
Aug11 |
101101 |
742.75 |
745.75 |
742.00 |
742.00 |
+11.75 |
267 |
12,660 |
-30 |
Total Volume and Open Interest |
264,706 |
634,190 |
+6,866 |
Ethanol(CBOT) |
Nov10 |
101101 |
2.367 |
2.375 |
2.345 |
2.367 |
+0.028 |
56 |
193 |
-40 |
Dec10 |
101101 |
2.268 |
2.295 |
2.245 |
2.285 |
+0.043 |
123 |
1,607 |
-30 |
Jan11 |
101101 |
2.218 |
2.218 |
2.182 |
2.198 |
+0.012 |
46 |
913 |
-8 |
Feb11 |
101101 |
2.215 |
2.215 |
2.184 |
2.190 |
+0.004 |
39 |
978 |
+11 |
Mar11 |
101101 |
2.227 |
2.227 |
2.184 |
2.189 |
-0.005 |
25 |
834 |
+0 |
Apr11 |
101101 |
2.248 |
2.248 |
2.200 |
2.208 |
-0.002 |
23 |
717 |
+5 |
May11 |
101101 |
2.256 |
2.256 |
2.216 |
2.226 |
+0.001 |
53 |
360 |
-4 |
Jun11 |
101101 |
2.229 |
2.229 |
2.229 |
2.229 |
+0.003 |
37 |
510 |
-5 |
Total Volume and Open Interest |
429 |
8,307 |
-56 |
WTI Crude Oil(ICE |
Dec10 |
101101 |
81.39 |
83.86 |
81.39 |
82.95 |
+1.52 |
83,019 |
131,056 |
-1,963 |
Jan11 |
101101 |
82.50 |
84.57 |
82.35 |
83.67 |
+1.52 |
27,108 |
75,668 |
+1,038 |
Feb11 |
101101 |
83.08 |
85.07 |
82.92 |
84.24 |
+1.51 |
9,201 |
32,700 |
+820 |
Mar11 |
101101 |
83.51 |
85.52 |
83.51 |
84.71 |
+1.50 |
8,080 |
34,209 |
+688 |
Apr11 |
101101 |
83.91 |
85.90 |
83.91 |
85.09 |
+1.48 |
3,028 |
20,016 |
-125 |
May11 |
101101 |
84.56 |
86.26 |
84.56 |
85.45 |
+1.46 |
1,452 |
8,795 |
-76 |
Jun11 |
101101 |
84.63 |
86.55 |
84.63 |
85.75 |
+1.44 |
7,506 |
36,806 |
+1,111 |
Jul11 |
101101 |
84.93 |
86.24 |
84.93 |
86.03 |
+1.42 |
576 |
12,437 |
-3 |
Aug11 |
101101 |
85.19 |
86.66 |
85.19 |
86.27 |
+1.41 |
400 |
7,900 |
-44 |
Sep11 |
101101 |
86.50 |
86.50 |
86.50 |
86.50 |
+1.39 |
662 |
10,908 |
-126 |
Oct11 |
101101 |
86.74 |
86.74 |
86.74 |
86.74 |
+1.39 |
605 |
4,159 |
-42 |
Nov11 |
101101 |
86.98 |
86.98 |
86.98 |
86.98 |
+1.38 |
379 |
6,056 |
-56 |
Dec11 |
101101 |
86.25 |
88.00 |
86.25 |
87.23 |
+1.37 |
8,336 |
50,349 |
-964 |
Jan12 |
101101 |
87.34 |
87.34 |
87.34 |
87.34 |
+1.36 |
0 |
5,109 |
+0 |
Feb12 |
101101 |
87.44 |
87.44 |
87.44 |
87.44 |
+1.35 |
0 |
828 |
+0 |
Mar12 |
101101 |
87.54 |
87.54 |
87.54 |
87.54 |
+1.34 |
0 |
3,086 |
+0 |
Total Volume and Open Interest |
153,332 |
510,603 |
-569 |
US Dollar Index(ICE) |
Dec10 |
101101 |
77.105 |
77.625 |
76.965 |
77.480 |
+0.023 |
24,011 |
40,661 |
+98 |
Mar11 |
101101 |
77.925 |
77.960 |
77.475 |
77.900 |
+0.018 |
145 |
638 |
+16 |
Jun11 |
101101 |
78.330 |
78.330 |
78.330 |
78.330 |
+0.018 |
0 |
4 |
+0 |
Total Volume and Open Interest |
24,156 |
41,303 |
+114 |
Australian Dollar(CME) |
Dec10 |
101101 |
98.01 |
98.66 |
97.42 |
98.03 |
+0.61 |
87,885 |
120,266 |
-1,053 |
Mar11 |
101101 |
96.96 |
97.44 |
96.33 |
96.92 |
+0.59 |
82 |
436 |
-9 |
Jun11 |
101101 |
95.79 |
95.79 |
95.21 |
95.79 |
+0.58 |
0 |
152 |
+0 |
Total Volume and Open Interest |
87,967 |
120,991 |
-1,062 |
British Pound(CME) |
Dec10 |
101101 |
160.41 |
160.85 |
159.85 |
160.28 |
+0.15 |
116,387 |
88,181 |
+2,476 |
Mar11 |
101101 |
160.30 |
160.92 |
159.99 |
160.14 |
+0.15 |
298 |
570 |
-63 |
Jun11 |
101101 |
159.98 |
159.98 |
159.82 |
159.98 |
+0.16 |
3 |
41 |
+1 |
Total Volume and Open Interest |
116,688 |
88,806 |
+2,414 |
Canadian Dollar(CME) |
Dec10 |
101101 |
98.05 |
98.64 |
97.90 |
98.18 |
+0.25 |
109,231 |
95,690 |
+128 |
Mar11 |
101101 |
97.85 |
98.35 |
97.70 |
97.95 |
+0.25 |
810 |
4,007 |
+374 |
Jun11 |
101101 |
98.03 |
98.03 |
97.47 |
97.70 |
+0.23 |
27 |
940 |
+7 |
Sep11 |
101101 |
97.30 |
97.73 |
97.19 |
97.42 |
+0.23 |
32 |
335 |
+23 |
Total Volume and Open Interest |
110,106 |
101,199 |
+535 |
Japanese Yen(CME) |
Dec10 |
101101 |
124.52 |
124.66 |
122.58 |
124.17 |
-0.12 |
106,959 |
142,317 |
+6,940 |
Mar11 |
101101 |
124.74 |
124.74 |
122.87 |
124.30 |
-0.12 |
106 |
1,035 |
+43 |
Jun11 |
101101 |
123.62 |
124.57 |
123.62 |
124.46 |
-0.11 |
0 |
208 |
+0 |
Total Volume and Open Interest |
107,065 |
143,564 |
+6,983 |
Swiss Franc(CME) |
Dec10 |
101101 |
101.80 |
101.96 |
100.31 |
100.83 |
-0.68 |
40,256 |
49,097 |
-24 |
Mar11 |
101101 |
101.54 |
101.98 |
100.60 |
100.91 |
-0.67 |
31 |
137 |
+4 |
Jun11 |
101101 |
100.99 |
101.65 |
100.99 |
100.99 |
-0.66 |
0 |
1 |
+0 |
Total Volume and Open Interest |
40,287 |
49,237 |
-20 |
EuroFX(CME) |
Dec10 |
101101 |
139.61 |
140.05 |
138.56 |
138.81 |
-0.07 |
368,490 |
204,465 |
+2,689 |
Mar11 |
101101 |
139.34 |
139.80 |
138.47 |
138.62 |
-0.06 |
396 |
2,737 |
-133 |
Jun11 |
101101 |
138.50 |
138.54 |
138.40 |
138.40 |
-0.05 |
0 |
68 |
+0 |
Total Volume and Open Interest |
368,886 |
207,292 |
+2,556 |
Mexican Peso(CME) |
Nov10 |
101101 |
811.8 |
811.8 |
810.0 |
811.8 |
+1.8 |
0 |
4 |
+0 |
Dec10 |
101101 |
806.5 |
809.8 |
805.8 |
808.2 |
+1.8 |
16,763 |
133,211 |
-1,665 |
Total Volume and Open Interest |
16,775 |
133,540 |
-1,662 |
30-Year T-Bonds(CBOT) |
Dec10 |
101101 |
131~110 |
131~110 |
130~160 |
130~200 |
-0~100 |
|
|
|
Mar11 |
101101 |
129~220 |
130~160 |
129~040 |
129~090 |
-0~100 |
5,805 |
17,696 |
+3,124 |
Jun11 |
101101 |
128~000 |
128~130 |
128~000 |
128~030 |
-0~100 |
0 |
11 |
+0 |
Total Volume and Open Interest |
318,974 |
673,219 |
+1,511 |
10-Year T-Notes(CBOT) |
Dec10 |
101101 |
126~090 |
126~215 |
126~025 |
126~100 |
+0~010 |
1,220,406 |
1,542,215 |
+22,417 |
Mar11 |
101101 |
125~140 |
125~270 |
125~110 |
125~160 |
unch |
2,936 |
24,805 |
+818 |
Jun11 |
101101 |
124~270 |
124~270 |
124~215 |
124~215 |
unch |
5 |
41 |
+4 |
Total Volume and Open Interest |
1,223,347 |
1,567,061 |
+23,239 |
5-Year T-Notes(CBOT) |
Dec10 |
101101 |
121~074 |
121~095 |
121~060 |
121~085 |
+0~011 |
|
|
|
Mar11 |
101101 |
120~126 |
121~016 |
120~121 |
121~010 |
+0~009 |
471 |
1,650 |
+139 |
Jun11 |
101101 |
120~034 |
120~034 |
120~025 |
120~034 |
+0~009 |
|
|
|
Total Volume and Open Interest |
576,649 |
1,028,139 |
-4,906 |
2 Year T-Notes(CBOT) |
Dec10 |
101101 |
109~126 |
109~126 |
109~126 |
109~126 |
-0~001 |
|
|
|
Mar11 |
101101 |
109~116 |
109~119 |
109~115 |
109~118 |
unch |
680 |
7,752 |
+543 |
Jun11 |
101101 |
109~101 |
109~101 |
109~101 |
109~101 |
unch |
|
|
|
Total Volume and Open Interest |
195,968 |
745,225 |
+18,118 |
Eurodollars(CME) |
Dec10 |
101101 |
99.675 |
99.680 |
99.665 |
99.675 |
unch |
124,940 |
1,001,925 |
-11,301 |
Mar11 |
101101 |
99.635 |
99.640 |
99.605 |
99.620 |
-0.015 |
181,992 |
1,257,390 |
+13,842 |
Jun11 |
101101 |
99.600 |
99.605 |
99.570 |
99.580 |
-0.020 |
234,270 |
1,128,103 |
+11,554 |
Sep11 |
101101 |
99.545 |
99.545 |
99.515 |
99.530 |
-0.010 |
230,559 |
903,750 |
+6,794 |
Dec11 |
101101 |
99.460 |
99.475 |
99.445 |
99.470 |
+0.005 |
268,798 |
840,839 |
+19,192 |
Mar12 |
101101 |
99.390 |
99.400 |
99.355 |
99.400 |
+0.020 |
260,652 |
686,387 |
+45,030 |
Jun12 |
101101 |
99.280 |
99.305 |
99.250 |
99.300 |
+0.025 |
173,060 |
465,591 |
+6,387 |
Sep12 |
101101 |
99.165 |
99.185 |
99.130 |
99.180 |
+0.025 |
164,525 |
378,807 |
+1,554 |
Dec12 |
101101 |
98.995 |
99.025 |
98.975 |
99.020 |
+0.025 |
135,151 |
319,472 |
+19,124 |
Mar13 |
101101 |
98.815 |
98.855 |
98.795 |
98.840 |
+0.020 |
90,076 |
261,581 |
+6,030 |
Jun13 |
101101 |
98.615 |
98.650 |
98.590 |
98.630 |
+0.020 |
62,350 |
156,052 |
+1,090 |
Sep13 |
101101 |
98.385 |
98.435 |
98.365 |
98.405 |
+0.020 |
52,817 |
168,269 |
+66 |
Dec13 |
101101 |
98.125 |
98.195 |
98.120 |
98.165 |
+0.025 |
29,688 |
125,401 |
-1,992 |
Mar14 |
101101 |
97.915 |
97.970 |
97.885 |
97.935 |
+0.025 |
29,597 |
109,293 |
-3,472 |
Jun14 |
101101 |
97.670 |
97.725 |
97.645 |
97.690 |
+0.025 |
22,855 |
106,380 |
-1,558 |
Sep14 |
101101 |
97.410 |
97.490 |
97.405 |
97.450 |
+0.025 |
24,072 |
69,776 |
-1,287 |
Dec14 |
101101 |
97.195 |
97.255 |
97.165 |
97.215 |
+0.025 |
14,728 |
90,974 |
+669 |
Mar15 |
101101 |
96.975 |
97.055 |
96.965 |
97.010 |
+0.020 |
9,035 |
51,924 |
+101 |
Total Volume and Open Interest |
2,140,726 |
8,352,959 |
+110,940 |
30 Day Federal Funds(CBOT) |
Nov10 |
101101 |
99.820 |
99.820 |
99.815 |
99.815 |
unch |
12,303 |
101,829 |
+1,380 |
Dec10 |
101101 |
99.825 |
99.825 |
99.820 |
99.820 |
unch |
4,090 |
85,753 |
+1,648 |
Jan11 |
101101 |
99.835 |
99.835 |
99.830 |
99.830 |
unch |
3,718 |
57,237 |
-1,554 |
Feb11 |
101101 |
99.835 |
99.835 |
99.830 |
99.830 |
unch |
4,266 |
50,619 |
-332 |
Mar11 |
101101 |
99.835 |
99.835 |
99.830 |
99.830 |
unch |
2,734 |
28,705 |
-610 |
Apr11 |
101101 |
99.835 |
99.835 |
99.830 |
99.830 |
unch |
722 |
29,567 |
-45 |
Total Volume and Open Interest |
50,804 |
617,038 |
-633 |
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 |
101101 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
200 |
1,690 |
+200 |
Mar11 |
101101 |
99.692 |
99.692 |
99.692 |
99.692 |
unch |
0 |
767 |
+0 |
Jun11 |
101101 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
|
|
|
Sep11 |
101101 |
99.692 |
99.692 |
99.692 |
99.692 |
unch |
|
|
|
Dec11 |
101101 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
|
|
|
Mar12 |
101101 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Jun12 |
101101 |
99.735 |
99.735 |
99.735 |
99.735 |
unch |
|
|
|
Sep12 |
101101 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Dec12 |
101101 |
99.380 |
99.380 |
99.380 |
99.380 |
unch |
|
|
|
Mar13 |
101101 |
99.380 |
99.380 |
99.380 |
99.380 |
unch |
|
|
|
Total Volume and Open Interest |
200 |
2,457 |
+200 |
3-Mth Euro-Yen(SGX) |
Dec10 |
101101 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
200 |
3,037 |
+15 |
Mar11 |
101101 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
1,551 |
+0 |
Jun11 |
101101 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
100 |
1,947 |
-101 |
Sep11 |
101101 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
1,098 |
+1 |
Dec11 |
101101 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
110 |
+0 |
Mar12 |
101101 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
305 |
+0 |
Jun12 |
101101 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
0 |
754 |
+0 |
Sep12 |
101101 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
310 |
+0 |
Total Volume and Open Interest |
300 |
9,116 |
-85 |
Japanese Gov't Bonds(SGX) |
Dec10 |
101101 |
143.23 |
143.37 |
143.01 |
143.04 |
-0.30 |
1,374 |
22,239 |
-106 |
Mar11 |
101101 |
140.95 |
140.95 |
140.95 |
140.95 |
-0.19 |
|
|
|
Jun11 |
101101 |
138.86 |
138.86 |
138.86 |
138.86 |
-0.19 |
|
|
|
Total Volume and Open Interest |
3,128 |
20,465 |
-261 |
Euro-Bund(EUREX) |
Dec10 |
101101 |
129.23 |
130.03 |
129.16 |
129.68 |
+0.89 |
1,183,010 |
939,415 |
+9,083 |
Mar11 |
101101 |
129.30 |
130.00 |
129.30 |
129.73 |
+0.48 |
83 |
7,955 |
+27 |
Jun11 |
101101 |
128.68 |
128.68 |
128.68 |
128.68 |
+0.45 |
86 |
0 |
+0 |
Total Volume and Open Interest |
860,776 |
945,062 |
-2,281 |
Euro-Bobl(EUREX) |
Dec10 |
101101 |
119.61 |
120.00 |
119.56 |
119.84 |
+0.20 |
476,938 |
740,618 |
+2,659 |
Mar11 |
101101 |
119.83 |
119.83 |
119.78 |
119.78 |
+0.25 |
673 |
69,248 |
+244 |
Jun11 |
101101 |
119.61 |
119.68 |
119.61 |
119.68 |
+0.20 |
|
|
|
Total Volume and Open Interest |
477,611 |
809,866 |
+2,903 |
3-Mth Euribor(EUREX) |
Dec10 |
101101 |
98.860 |
98.870 |
98.860 |
98.870 |
+0.010 |
78 |
4,499 |
-72 |
Mar11 |
101101 |
98.745 |
98.770 |
98.740 |
98.760 |
+0.015 |
81 |
2,361 |
-2 |
Jun11 |
101101 |
98.675 |
98.675 |
98.675 |
98.675 |
+0.015 |
0 |
3,070 |
+0 |
Total Volume and Open Interest |
3,620 |
16,357 |
+3,120 |
Long Gilt(LIFFE) |
Dec10 |
101028 |
122~24 |
122~32 |
122~11 |
122~21 |
+0~02 |
175,023 |
301,008 |
-2,100 |
Mar11 |
101101 |
122~02 |
122~13 |
122~02 |
122~13 |
+0~10 |
0 |
165 |
+0 |
Total Volume and Open Interest |
132,488 |
286,538 |
-6,596 |
3-Mth Short Sterling(LIFFE) |
Dec10 |
101101 |
99.24 |
99.26 |
99.24 |
99.25 |
unch |
16,984 |
356,391 |
-5,663 |
Mar11 |
101101 |
99.19 |
99.21 |
99.18 |
99.20 |
+0.01 |
27,072 |
303,016 |
-1,854 |
Jun11 |
101101 |
99.10 |
99.13 |
99.09 |
99.12 |
+0.01 |
34,523 |
282,555 |
+608 |
Sep11 |
101101 |
99.01 |
99.04 |
98.99 |
99.02 |
+0.01 |
47,921 |
319,956 |
+127 |
Dec11 |
101101 |
98.87 |
98.93 |
98.86 |
98.89 |
+0.01 |
74,735 |
368,009 |
-11,635 |
Mar12 |
101101 |
98.74 |
98.80 |
98.73 |
98.76 |
+0.02 |
51,340 |
251,486 |
-9,324 |
Total Volume and Open Interest |
325,196 |
2,276,170 |
-25,033 |
3-Mth Euribor(LIFFE) |
Dec10 |
101101 |
98.860 |
98.880 |
98.855 |
98.870 |
+0.010 |
115,804 |
610,313 |
+506 |
Mar11 |
101101 |
98.750 |
98.775 |
98.735 |
98.760 |
+0.015 |
147,607 |
636,251 |
-769 |
Jun11 |
101101 |
98.665 |
98.690 |
98.645 |
98.675 |
+0.015 |
122,232 |
540,839 |
-9,142 |
Total Volume and Open Interest |
837,766 |
3,358,619 |
+16,909 |
3-Mth Aus T-Bills(SFE) |
Dec10 |
101101 |
95.11 |
95.11 |
95.09 |
95.10 |
-0.01 |
22,178 |
173,714 |
-6,327 |
Mar11 |
101101 |
95.01 |
95.03 |
94.99 |
95.00 |
-0.02 |
15,394 |
165,978 |
-1,552 |
Jun11 |
101101 |
94.89 |
94.90 |
94.86 |
94.87 |
-0.02 |
7,713 |
89,938 |
-2,340 |
Sep11 |
101101 |
94.79 |
94.81 |
94.75 |
94.77 |
-0.03 |
5,722 |
52,294 |
-482 |
Dec11 |
101101 |
94.72 |
94.72 |
94.68 |
94.69 |
-0.03 |
2,194 |
34,446 |
-412 |
Mar12 |
101101 |
94.66 |
94.68 |
94.63 |
94.64 |
-0.03 |
1,470 |
38,476 |
+473 |
Jun12 |
101101 |
94.62 |
94.63 |
94.60 |
94.61 |
-0.03 |
1,318 |
26,673 |
+320 |
Sep12 |
101101 |
94.59 |
94.61 |
94.58 |
94.59 |
-0.03 |
524 |
9,492 |
+97 |
Dec12 |
101101 |
94.56 |
94.56 |
94.56 |
94.56 |
-0.02 |
71 |
1,551 |
+70 |
Mar13 |
101101 |
94.55 |
94.55 |
94.55 |
94.55 |
-0.03 |
10 |
1,398 |
+10 |
Total Volume and Open Interest |
56,594 |
594,023 |
-10,143 |
10-Year Aus T-Bonds(SFE) |
Dec10 |
101101 |
94.77 |
94.81 |
94.73 |
94.74 |
-0.03 |
47,043 |
373,238 |
-2,382 |
Mar11 |
101101 |
94.74 |
94.74 |
94.74 |
94.74 |
-0.03 |
|
|
|
Total Volume and Open Interest |
47,043 |
373,238 |
-2,382 |
3-Year Aus T-Bonds(SFE) |
Dec10 |
101101 |
95.09 |
95.11 |
95.05 |
95.06 |
-0.03 |
148,960 |
482,215 |
-30,696 |
Mar11 |
101101 |
95.04 |
95.04 |
95.04 |
95.04 |
-0.03 |
|
|
|
Total Volume and Open Interest |
148,960 |
482,215 |
-30,696 |
Gold(CMX) |
Dec10 |
101101 |
1359.7 |
1366.4 |
1349.1 |
1350.6 |
-7.0 |
148,655 |
390,270 |
-1,893 |
Feb11 |
101101 |
1363.0 |
1367.8 |
1351.0 |
1352.5 |
-7.1 |
2,652 |
52,757 |
+611 |
Apr11 |
101101 |
1367.3 |
1367.8 |
1353.8 |
1354.1 |
-7.1 |
1,090 |
19,918 |
-519 |
Jun11 |
101101 |
1365.7 |
1370.5 |
1354.9 |
1355.7 |
-7.0 |
1,451 |
19,786 |
-158 |
Aug11 |
101101 |
1359.0 |
1359.0 |
1357.3 |
1357.3 |
-7.0 |
176 |
10,723 |
+131 |
Oct11 |
101101 |
1372.6 |
1372.6 |
1359.0 |
1359.0 |
-7.0 |
145 |
10,095 |
-13 |
Dec11 |
101101 |
1374.7 |
1374.9 |
1360.8 |
1360.8 |
-7.0 |
3,822 |
20,559 |
+403 |
Feb12 |
101101 |
1368.8 |
1368.8 |
1362.6 |
1362.6 |
-7.0 |
24 |
6,753 |
+20 |
Apr12 |
101101 |
1364.4 |
1364.4 |
1364.4 |
1364.4 |
-7.2 |
380 |
5,833 |
+330 |
Jun12 |
101101 |
1366.4 |
1366.4 |
1366.4 |
1366.4 |
-7.1 |
508 |
9,909 |
+296 |
Aug12 |
101101 |
1368.4 |
1368.4 |
1368.4 |
1368.4 |
-7.1 |
25 |
4,507 |
-20 |
Total Volume and Open Interest |
161,298 |
603,043 |
-323 |
Silver(CMX) |
Dec10 |
101101 |
2475.0 |
2505.5 |
2451.5 |
2455.2 |
-1.2 |
51,739 |
91,066 |
+397 |
Mar11 |
101101 |
2482.0 |
2508.5 |
2458.0 |
2461.1 |
-1.1 |
4,097 |
25,553 |
+111 |
May11 |
101101 |
2492.5 |
2507.0 |
2463.0 |
2464.4 |
-1.1 |
429 |
11,270 |
+185 |
Jul11 |
101101 |
2495.0 |
2510.5 |
2467.5 |
2467.5 |
-1.0 |
38 |
7,910 |
-11 |
Sep11 |
101101 |
2475.0 |
2475.0 |
2470.0 |
2470.5 |
-0.9 |
12 |
5,124 |
+9 |
Dec11 |
101101 |
2506.5 |
2508.0 |
2474.7 |
2474.7 |
-0.8 |
249 |
5,210 |
+22 |
Mar12 |
101101 |
2478.1 |
2478.1 |
2478.1 |
2478.1 |
-0.7 |
0 |
251 |
+0 |
Total Volume and Open Interest |
56,684 |
153,044 |
+756 |
Platinum(NYMEX) |
Jan11 |
101101 |
1709.6 |
1727.9 |
1706.1 |
1711.5 |
+4.4 |
3,949 |
36,530 |
-262 |
Apr11 |
101101 |
1714.7 |
1727.6 |
1714.7 |
1715.6 |
+4.6 |
23 |
909 |
+23 |
Jul11 |
101101 |
1722.7 |
1722.7 |
1714.5 |
1717.8 |
+3.5 |
0 |
25 |
+0 |
Oct11 |
101101 |
1717.8 |
1717.8 |
1717.8 |
1717.8 |
+3.5 |
|
|
|
Total Volume and Open Interest |
3,977 |
37,472 |
-241 |
Palladium(NYMEX) |
Dec10 |
101101 |
648.00 |
1.94 |
644.65 |
648.70 |
+3.60 |
2,155 |
23,844 |
-288 |
Mar11 |
101101 |
650.20 |
659.00 |
647.30 |
651.40 |
+4.55 |
120 |
1,607 |
+61 |
Jun11 |
101101 |
649.40 |
652.25 |
648.60 |
652.25 |
+4.40 |
21 |
90 |
+21 |
Total Volume and Open Interest |
2,296 |
25,541 |
-206 |
Copper(CMX) |
Dec10 |
101101 |
374.80 |
381.60 |
374.75 |
378.50 |
+5.15 |
32,196 |
93,835 |
-1,499 |
Mar11 |
101101 |
376.55 |
382.55 |
376.55 |
379.75 |
+5.25 |
4,380 |
41,882 |
+1,123 |
May11 |
101101 |
379.15 |
382.30 |
379.15 |
379.75 |
+5.20 |
156 |
9,656 |
-2 |
Jul11 |
101101 |
379.15 |
379.15 |
379.15 |
379.15 |
+5.20 |
79 |
4,931 |
-6 |
Sep11 |
101101 |
380.00 |
380.00 |
377.95 |
377.95 |
+5.20 |
287 |
4,233 |
-2 |
Total Volume and Open Interest |
37,956 |
164,464 |
-335 |
DJIA Index(CBOT) |
Dec10 |
101101 |
11089 |
11190 |
11020 |
11090 |
+24 |
349 |
7,008 |
+126 |
Mar11 |
101101 |
11025 |
11025 |
11003 |
11025 |
+22 |
0 |
15 |
+0 |
Jun11 |
101101 |
10960 |
10960 |
10936 |
10960 |
+24 |
|
|
|
Sep11 |
101101 |
10902 |
10902 |
10878 |
10902 |
+24 |
|
|
|
Total Volume and Open Interest |
349 |
7,023 |
+126 |
S & P 500(CME) |
Dec10 |
101101 |
1180.60 |
1193.00 |
1174.00 |
1183.10 |
+3.40 |
11,876 |
317,461 |
-3,835 |
Mar11 |
101101 |
1179.50 |
1185.40 |
1168.40 |
1177.80 |
+3.40 |
22 |
4,583 |
+192 |
Jun11 |
101101 |
1172.90 |
1180.40 |
1163.40 |
1172.90 |
+3.50 |
20 |
2,201 |
+4 |
Sep11 |
101101 |
1167.90 |
1175.40 |
1158.40 |
1167.90 |
+3.50 |
0 |
25 |
+0 |
Total Volume and Open Interest |
11,918 |
324,270 |
-3,639 |
S & P 500 E-Mini(Globex) |
Dec10 |
101101 |
1182.75 |
1183.00 |
1182.25 |
1182.50 |
+2.75 |
|
|
|
Mar11 |
101101 |
1177.00 |
1187.00 |
1169.00 |
1177.75 |
+3.25 |
3,114 |
11,871 |
+2,023 |
Total Volume and Open Interest |
2,018,098 |
2,680,530 |
-19,644 |
NASDAQ 100(CME) |
Dec10 |
101101 |
2131.00 |
2146.00 |
2115.50 |
2129.00 |
+7.00 |
506 |
24,901 |
+93 |
Mar11 |
101101 |
2126.50 |
2140.00 |
2118.00 |
2126.50 |
+7.00 |
4 |
2 |
+0 |
Jun11 |
101101 |
2124.00 |
2124.00 |
2121.50 |
2124.00 |
+7.00 |
|
|
|
Total Volume and Open Interest |
510 |
24,903 |
+93 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
101101 |
2125.00 |
2146.50 |
2115.00 |
2129.00 |
+7.00 |
306,514 |
441,997 |
-5,155 |
Mar11 |
101101 |
2130.00 |
2143.50 |
2112.00 |
2126.50 |
+7.00 |
243 |
1,157 |
+16 |
Total Volume and Open Interest |
306,757 |
443,159 |
-5,139 |
S & P Midcap 400(CME) |
Dec10 |
101101 |
831.00 |
832.00 |
827.90 |
827.90 |
+0.40 |
2 |
3,148 |
+1 |
Mar11 |
101101 |
825.90 |
825.90 |
825.50 |
825.90 |
+0.40 |
|
|
|
Jun11 |
101101 |
823.90 |
823.90 |
823.50 |
823.90 |
+0.40 |
|
|
|
Total Volume and Open Interest |
2 |
3,148 |
+1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec10 |
101101 |
9140 |
9140 |
9140 |
9140 |
-45 |
|
|
|
Mar11 |
101101 |
9175 |
9220 |
9175 |
9175 |
-45 |
0 |
1 |
+0 |
Total Volume and Open Interest |
6,676 |
34,210 |
+200 |
Nikkei 225(SGX) |
Dec10 |
101101 |
9190 |
9280 |
9125 |
9160 |
-15 |
85,970 |
199,019 |
+12,052 |
Mar11 |
101101 |
9150 |
9185 |
9150 |
9150 |
-15 |
64 |
2,449 |
+190 |
Jun11 |
101101 |
9080 |
9080 |
9080 |
9080 |
-15 |
0 |
2,125 |
+0 |
Total Volume and Open Interest |
86,036 |
210,260 |
+12,552 |
CAC 40(EURONEXT) |
Nov10 |
101101 |
3848.0 |
3855.5 |
3781.5 |
3824.5 |
+10.0 |
118,465 |
349,497 |
-3,449 |
Dec10 |
101101 |
3825.5 |
3849.0 |
3786.0 |
3823.5 |
+10.0 |
1,829 |
68,434 |
+1,018 |
Jan11 |
101101 |
3825.0 |
3825.0 |
3825.0 |
3825.0 |
+10.0 |
15 |
35 |
+15 |
Total Volume and Open Interest |
120,324 |
418,086 |
-2,411 |
Hang Seng Index(HKFE) |
Nov10 |
101101 |
23250 |
23650 |
23250 |
23636 |
+663 |
65,727 |
113,961 |
-7,341 |
Dec10 |
101101 |
23302 |
23652 |
23283 |
23638 |
+641 |
1,039 |
6,407 |
-212 |
Total Volume and Open Interest |
80,212 |
121,605 |
-30,769 |
DAX(EUREX) |
Dec10 |
101101 |
6666.5 |
6680.0 |
6565.5 |
6612.5 |
-7.0 |
133,748 |
178,479 |
+1,010 |
Mar11 |
101101 |
6680.5 |
6694.0 |
6597.0 |
6628.5 |
-7.5 |
808 |
11,958 |
+586 |
Jun11 |
101101 |
6665.5 |
6714.0 |
6616.5 |
6648.5 |
-7.5 |
268 |
2,602 |
+173 |
Total Volume and Open Interest |
134,824 |
193,039 |
+1,769 |
FT-SE 100(EURONEXT) |
Dec10 |
101101 |
5685.00 |
5719.00 |
5636.00 |
5676.00 |
+15.00 |
106,344 |
619,370 |
-967 |
Mar11 |
101101 |
5656.00 |
5677.00 |
5603.00 |
5635.50 |
+15.50 |
182 |
5,193 |
+1,409 |
Jun11 |
101101 |
5592.00 |
5592.00 |
5592.00 |
5592.00 |
+15.00 |
0 |
640 |
+0 |
Total Volume and Open Interest |
106,526 |
625,213 |
+442 |
SPI 200(SFE) |
Dec10 |
101101 |
4642.0 |
4707.0 |
4635.0 |
4700.0 |
+53.0 |
35,438 |
224,117 |
+5,401 |
Mar11 |
101101 |
4692.0 |
4692.0 |
4692.0 |
4692.0 |
+52.0 |
4 |
2,138 |
-1 |
Jun11 |
101101 |
4717.0 |
4717.0 |
4717.0 |
4717.0 |
+53.0 |
0 |
1,025 |
+0 |
Total Volume and Open Interest |
35,469 |
230,320 |
+5,400 |
GSCI(CME) |
Nov10 |
101101 |
569.00 |
576.70 |
563.95 |
570.50 |
+6.50 |
234 |
15,024 |
-13 |
Dec10 |
101101 |
575.00 |
582.00 |
570.25 |
577.35 |
+7.05 |
90 |
30 |
+27 |
Jan11 |
101101 |
579.00 |
583.00 |
572.95 |
579.00 |
+6.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
324 |
15,057 |
+14 |
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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