|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed November 03, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov10 |
101103 |
1225.25 |
1230.00 |
1212.50 |
1227.50 |
+3.75 |
18,885 |
15,141 |
-5,380 |
| Jan11 |
101103 |
1235.25 |
1241.00 |
1222.25 |
1237.50 |
+3.50 |
75,222 |
322,910 |
-1,134 |
| Mar11 |
101103 |
1241.00 |
1247.00 |
1229.00 |
1244.75 |
+4.25 |
12,970 |
89,477 |
+529 |
| May11 |
101103 |
1242.75 |
1248.00 |
1230.50 |
1246.00 |
+4.75 |
9,476 |
58,163 |
+645 |
| Jul11 |
101103 |
1246.50 |
1253.25 |
1235.75 |
1251.00 |
+5.00 |
9,743 |
51,797 |
+1,541 |
| Aug11 |
101103 |
1234.25 |
1235.25 |
1229.75 |
1235.25 |
+5.50 |
81 |
1,530 |
+26 |
| Sep11 |
101103 |
1206.00 |
1210.50 |
1195.75 |
1210.00 |
+6.00 |
223 |
1,816 |
+17 |
| Total Volume and Open Interest |
136,730 |
619,806 |
-415 |
| Soybean Meal(CBOT) |
| Dec10 |
101103 |
337.60 |
339.00 |
333.30 |
338.90 |
+1.20 |
23,786 |
100,480 |
-911 |
| Jan11 |
101103 |
339.00 |
340.60 |
335.00 |
340.60 |
+1.20 |
8,902 |
29,800 |
+1,078 |
| Mar11 |
101103 |
341.00 |
342.20 |
336.80 |
342.20 |
+1.20 |
4,513 |
23,446 |
+1,417 |
| May11 |
101103 |
339.60 |
341.70 |
336.30 |
341.70 |
+1.50 |
3,613 |
20,437 |
+104 |
| Jul11 |
101103 |
340.80 |
343.10 |
337.20 |
343.10 |
+2.00 |
2,290 |
15,087 |
+127 |
| Aug11 |
101103 |
334.80 |
337.80 |
333.20 |
337.80 |
+2.10 |
122 |
3,520 |
+54 |
| Sep11 |
101103 |
329.00 |
331.30 |
325.90 |
331.30 |
+2.30 |
204 |
3,885 |
+23 |
| Oct11 |
101103 |
316.40 |
319.90 |
313.40 |
319.90 |
+4.10 |
47 |
1,999 |
+10 |
| Total Volume and Open Interest |
44,672 |
207,627 |
+2,122 |
| Soybean Oil(CBOT) |
| Dec10 |
101103 |
49.63 |
49.98 |
48.85 |
49.90 |
+0.27 |
36,115 |
133,364 |
-909 |
| Jan11 |
101103 |
50.03 |
50.34 |
49.81 |
50.25 |
+0.26 |
19,025 |
102,684 |
+1,457 |
| Mar11 |
101103 |
50.39 |
50.70 |
50.19 |
50.64 |
+0.26 |
10,459 |
57,657 |
+1,837 |
| May11 |
101103 |
50.62 |
50.90 |
50.41 |
50.86 |
+0.24 |
3,639 |
22,454 |
+47 |
| Jul11 |
101103 |
50.86 |
51.14 |
50.63 |
51.09 |
+0.23 |
3,017 |
19,813 |
+485 |
| Aug11 |
101103 |
51.08 |
51.14 |
50.88 |
51.14 |
+0.23 |
281 |
4,545 |
+85 |
| Sep11 |
101103 |
51.10 |
51.19 |
50.70 |
51.19 |
+0.23 |
271 |
1,709 |
-68 |
| Oct11 |
101103 |
50.99 |
51.22 |
50.71 |
51.22 |
+0.23 |
135 |
2,519 |
+56 |
| Total Volume and Open Interest |
74,319 |
355,760 |
+2,988 |
| Canola(WCE) |
| Nov10 |
101103 |
531.8 |
534.8 |
531.8 |
534.8 |
+1.1 |
159 |
1,036 |
-159 |
| Jan11 |
101103 |
540.0 |
544.6 |
536.7 |
541.4 |
+1.2 |
7,421 |
139,950 |
+1,339 |
| Mar11 |
101103 |
549.0 |
551.3 |
543.9 |
548.0 |
+1.2 |
1,927 |
14,460 |
+852 |
| May11 |
101103 |
551.2 |
551.2 |
546.1 |
550.2 |
+1.2 |
112 |
4,246 |
+51 |
| Jul11 |
101103 |
552.7 |
553.5 |
547.1 |
550.7 |
+1.7 |
104 |
11,348 |
+65 |
| Total Volume and Open Interest |
10,419 |
195,138 |
+2,723 |
| Corn(CBOT) |
| Dec10 |
101103 |
576.25 |
582.25 |
568.75 |
581.00 |
+5.25 |
163,197 |
556,464 |
-10,750 |
| Mar11 |
101103 |
589.25 |
595.75 |
582.00 |
594.50 |
+5.25 |
68,425 |
490,531 |
+12,361 |
| May11 |
101103 |
595.25 |
602.00 |
588.50 |
601.00 |
+5.25 |
13,482 |
101,362 |
+1,858 |
| Jul11 |
101103 |
598.75 |
605.00 |
592.25 |
604.25 |
+5.50 |
29,172 |
185,649 |
+2,650 |
| Sep11 |
101103 |
563.00 |
568.00 |
559.00 |
568.00 |
+3.25 |
1,981 |
33,902 |
+322 |
| Dec11 |
101103 |
543.50 |
549.50 |
540.25 |
549.50 |
+4.75 |
25,359 |
204,166 |
+2,178 |
| Total Volume and Open Interest |
304,317 |
1,619,741 |
+8,619 |
| Wheat(CBOT) |
| Dec10 |
101103 |
696.50 |
699.50 |
680.50 |
690.25 |
-4.00 |
59,548 |
207,723 |
-12,663 |
| Mar11 |
101103 |
736.50 |
739.00 |
719.75 |
729.50 |
-4.50 |
27,180 |
123,019 |
+8,900 |
| May11 |
101103 |
755.75 |
759.75 |
743.00 |
753.00 |
-2.50 |
3,957 |
32,768 |
-590 |
| Jul11 |
101103 |
767.75 |
770.50 |
754.25 |
764.75 |
-1.00 |
4,256 |
86,420 |
+38 |
| Sep11 |
101103 |
790.75 |
791.25 |
776.50 |
787.75 |
-0.50 |
1,543 |
14,543 |
+519 |
| Total Volume and Open Interest |
101,328 |
528,684 |
-2,636 |
| Wheat(KCBT) |
| Dec10 |
101103 |
750.50 |
755.25 |
737.25 |
746.50 |
-2.00 |
11,554 |
77,612 |
+949 |
| Mar11 |
101103 |
765.00 |
770.75 |
753.00 |
762.25 |
-2.00 |
6,032 |
91,313 |
+1,821 |
| May11 |
101103 |
779.25 |
779.25 |
762.00 |
771.25 |
-2.00 |
2,058 |
17,277 |
+350 |
| Jul11 |
101103 |
779.50 |
784.25 |
768.00 |
777.00 |
-1.25 |
1,739 |
40,116 |
+484 |
| Sep11 |
101103 |
788.00 |
791.50 |
777.75 |
786.00 |
-0.25 |
298 |
5,630 |
+116 |
| Total Volume and Open Interest |
22,175 |
239,867 |
+3,832 |
| Wheat(MGE) |
| Dec10 |
101103 |
760.75 |
795.00 |
748.75 |
762.25 |
-0.50 |
3,528 |
17,597 |
+130 |
| Mar11 |
101103 |
773.00 |
800.00 |
763.75 |
775.75 |
+1.25 |
1,499 |
24,478 |
+210 |
| May11 |
101103 |
788.00 |
804.00 |
775.00 |
784.50 |
-1.00 |
397 |
6,620 |
+35 |
| Jul11 |
101103 |
790.50 |
809.25 |
778.00 |
790.50 |
+1.00 |
324 |
7,791 |
+108 |
| Sep11 |
101103 |
789.00 |
805.00 |
779.50 |
793.00 |
+3.50 |
135 |
5,036 |
+41 |
| Total Volume and Open Interest |
6,051 |
67,889 |
+571 |
| Oats(CBOT) |
| Dec10 |
101103 |
362.00 |
366.75 |
358.25 |
361.50 |
-0.50 |
1,252 |
6,314 |
-562 |
| Mar11 |
101103 |
374.50 |
378.25 |
371.00 |
373.75 |
-0.75 |
911 |
6,640 |
+443 |
| May11 |
101103 |
377.50 |
379.50 |
377.50 |
378.75 |
-0.75 |
12 |
156 |
+0 |
| Jul11 |
101103 |
383.75 |
384.50 |
383.75 |
383.75 |
-0.75 |
3 |
45 |
+0 |
| Total Volume and Open Interest |
2,194 |
13,915 |
-104 |
| Rough Rice(CBOT) |
| Nov10 |
101103 |
14.15 |
14.32 |
14.06 |
14.24 |
+0.23 |
44 |
140 |
-168 |
| Jan11 |
101103 |
14.37 |
14.65 |
14.22 |
14.55 |
+0.23 |
1,608 |
12,465 |
-159 |
| Mar11 |
101103 |
14.68 |
14.92 |
14.55 |
14.82 |
+0.23 |
171 |
3,323 |
-7 |
| May11 |
101103 |
15.11 |
15.15 |
14.77 |
15.07 |
+0.23 |
23 |
757 |
-3 |
| Total Volume and Open Interest |
1,879 |
18,735 |
-344 |
| Live Cattle(CME) |
| Dec10 |
101103 |
98.285 |
98.580 |
97.600 |
97.700 |
-0.550 |
23,006 |
137,372 |
-4,520 |
| Feb11 |
101103 |
101.900 |
101.950 |
101.035 |
101.180 |
-0.670 |
12,511 |
81,238 |
+4,453 |
| Apr11 |
101103 |
105.000 |
105.330 |
104.480 |
104.650 |
-0.485 |
6,637 |
55,691 |
+1,210 |
| Jun11 |
101103 |
102.600 |
103.135 |
102.300 |
102.430 |
-0.550 |
2,159 |
27,237 |
+256 |
| Aug11 |
101103 |
102.680 |
102.950 |
102.300 |
102.430 |
-0.500 |
291 |
9,458 |
+64 |
| Oct11 |
101103 |
104.885 |
105.050 |
104.550 |
104.800 |
-0.180 |
167 |
5,102 |
+55 |
| Total Volume and Open Interest |
44,804 |
317,752 |
+1,534 |
| Feeder Cattle(CME) |
| Nov10 |
101103 |
111.600 |
111.600 |
110.400 |
110.885 |
-0.665 |
1,320 |
3,686 |
-234 |
| Jan11 |
101103 |
112.180 |
112.250 |
110.850 |
111.400 |
-0.650 |
1,765 |
13,424 |
+350 |
| Mar11 |
101103 |
112.700 |
112.800 |
111.700 |
112.300 |
-0.530 |
370 |
5,023 |
+11 |
| Apr11 |
101103 |
114.000 |
114.000 |
113.080 |
113.300 |
-0.850 |
70 |
1,303 |
+11 |
| May11 |
101103 |
114.385 |
114.650 |
113.550 |
113.900 |
-0.800 |
101 |
1,707 |
+38 |
| Aug11 |
101103 |
115.500 |
115.900 |
114.730 |
115.400 |
-0.600 |
103 |
803 |
+8 |
| Sep11 |
101103 |
115.400 |
115.400 |
115.400 |
115.400 |
-0.200 |
0 |
36 |
+0 |
| Total Volume and Open Interest |
3,729 |
25,982 |
+184 |
| Lean Hogs(CME) |
| Dec10 |
101103 |
66.180 |
67.580 |
65.930 |
66.785 |
+0.585 |
16,505 |
81,028 |
-56 |
| Feb11 |
101103 |
72.285 |
73.450 |
71.950 |
72.550 |
+0.165 |
7,578 |
46,039 |
+1,689 |
| Apr11 |
101103 |
77.035 |
78.000 |
76.750 |
77.225 |
-0.025 |
4,414 |
36,529 |
+966 |
| May11 |
101103 |
83.050 |
84.100 |
83.050 |
83.600 |
+0.750 |
49 |
1,490 |
+12 |
| Jun11 |
101103 |
85.950 |
87.250 |
85.900 |
86.730 |
+0.280 |
1,757 |
25,075 |
-213 |
| Jul11 |
101103 |
85.785 |
87.000 |
85.785 |
86.500 |
+0.215 |
260 |
5,515 |
+11 |
| Aug11 |
101103 |
85.650 |
86.500 |
85.650 |
85.900 |
-0.050 |
652 |
4,493 |
-194 |
| Oct11 |
101103 |
78.800 |
79.350 |
78.750 |
79.200 |
+0.400 |
245 |
2,036 |
-80 |
| Total Volume and Open Interest |
31,477 |
202,748 |
+2,143 |
| Pork Bellies(CME) |
| Feb11 |
101103 |
104.000 |
106.000 |
104.000 |
104.500 |
+0.500 |
0 |
8 |
+0 |
| Mar11 |
101103 |
105.000 |
105.000 |
105.000 |
105.000 |
+0.500 |
0 |
1 |
+0 |
| May11 |
101103 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
|
|
|
| Jul11 |
101103 |
103.500 |
103.500 |
103.500 |
103.500 |
unch |
|
|
|
| Aug11 |
101103 |
102.500 |
102.500 |
102.500 |
102.500 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
9 |
+0 |
| Class III Milk(CME) |
| Nov10 |
101103 |
15.54 |
15.58 |
15.43 |
15.45 |
-0.13 |
325 |
4,958 |
-48 |
| Dec10 |
101103 |
14.21 |
14.25 |
13.95 |
13.98 |
-0.24 |
654 |
5,819 |
+20 |
| Jan11 |
101103 |
13.81 |
13.86 |
13.66 |
13.69 |
-0.09 |
232 |
2,796 |
+83 |
| Feb11 |
101103 |
13.79 |
13.81 |
13.69 |
13.73 |
-0.08 |
115 |
2,245 |
+48 |
| Mar11 |
101103 |
13.99 |
14.01 |
13.80 |
13.85 |
-0.13 |
89 |
2,045 |
+49 |
| Total Volume and Open Interest |
1,689 |
28,971 |
+268 |
| Cocoa(ICE) |
| Dec10 |
101103 |
2808 |
2820 |
2757 |
2764 |
-41 |
9,773 |
49,704 |
-2,419 |
| Mar11 |
101103 |
2842 |
2861 |
2793 |
2799 |
-48 |
6,145 |
43,373 |
+2,874 |
| May11 |
101103 |
2869 |
2869 |
2817 |
2821 |
-46 |
1,319 |
15,815 |
+477 |
| Jul11 |
101103 |
2850 |
2850 |
2835 |
2838 |
-45 |
98 |
6,679 |
+74 |
| Sep11 |
101103 |
2882 |
2882 |
2855 |
2855 |
-44 |
49 |
3,927 |
-43 |
| Dec11 |
101103 |
2878 |
2878 |
2878 |
2878 |
-43 |
50 |
9,043 |
-43 |
| Mar12 |
101103 |
2947 |
2947 |
2947 |
2947 |
-40 |
0 |
10,657 |
+0 |
| Total Volume and Open Interest |
17,434 |
144,457 |
+920 |
| Coffee "C"(ICE) |
| Dec10 |
101103 |
200.00 |
200.85 |
192.80 |
196.15 |
-3.25 |
11,340 |
74,931 |
-2,903 |
| Mar11 |
101103 |
202.30 |
203.00 |
195.15 |
198.45 |
-3.10 |
3,819 |
52,152 |
+1,070 |
| May11 |
101103 |
203.00 |
203.40 |
196.00 |
199.05 |
-3.05 |
460 |
11,569 |
+108 |
| Jul11 |
101103 |
199.80 |
201.45 |
195.00 |
197.30 |
-3.20 |
24 |
5,181 |
+2 |
| Sep11 |
101103 |
196.80 |
198.50 |
193.75 |
194.35 |
-3.50 |
16 |
2,678 |
-4 |
| Dec11 |
101103 |
193.80 |
193.80 |
190.20 |
190.20 |
-3.60 |
16 |
2,436 |
+0 |
| Total Volume and Open Interest |
15,675 |
149,918 |
-1,727 |
| Orange Juice(ICE) |
| Nov10 |
101103 |
165.90 |
165.90 |
165.40 |
165.40 |
-0.10 |
45 |
484 |
-302 |
| Jan11 |
101103 |
162.10 |
164.85 |
161.80 |
162.45 |
+0.35 |
1,617 |
22,971 |
+516 |
| Mar11 |
101103 |
164.00 |
166.30 |
162.75 |
163.25 |
unch |
463 |
2,362 |
+312 |
| May11 |
101103 |
164.00 |
164.40 |
164.00 |
164.40 |
-0.15 |
28 |
619 |
+0 |
| Jul11 |
101103 |
164.85 |
164.85 |
164.85 |
164.85 |
-0.80 |
6 |
1,247 |
-2 |
| Sep11 |
101103 |
165.25 |
165.25 |
165.25 |
165.25 |
-0.80 |
0 |
24 |
+0 |
| Total Volume and Open Interest |
2,159 |
27,735 |
+524 |
| Sugar #11(ICE) |
| Mar11 |
101103 |
30.33 |
30.53 |
29.58 |
30.15 |
+0.03 |
32,622 |
270,899 |
-1,656 |
| May11 |
101103 |
28.07 |
28.22 |
27.48 |
27.86 |
-0.06 |
15,894 |
96,196 |
+1,363 |
| Jul11 |
101103 |
25.54 |
25.65 |
25.09 |
25.39 |
-0.07 |
6,739 |
99,513 |
+9 |
| Oct11 |
101103 |
23.95 |
24.00 |
23.51 |
23.72 |
-0.09 |
2,709 |
48,972 |
+109 |
| Mar12 |
101103 |
22.82 |
22.90 |
22.44 |
22.54 |
-0.08 |
1,569 |
44,968 |
+14 |
| Total Volume and Open Interest |
60,396 |
600,694 |
+245 |
| London Cocoa(LCE) |
| Dec10 |
101103 |
1860 |
1864 |
1826 |
1827 |
-43 |
3,055 |
64,051 |
+885 |
| Mar11 |
101103 |
1887 |
1888 |
1851 |
1852 |
-42 |
3,083 |
57,841 |
+279 |
| May11 |
101103 |
1902 |
1905 |
1870 |
1871 |
-42 |
283 |
18,485 |
+143 |
| Jul11 |
101103 |
1919 |
1926 |
1889 |
1889 |
-42 |
440 |
12,200 |
-48 |
| Sep11 |
101103 |
1931 |
1935 |
1902 |
1902 |
-41 |
802 |
7,242 |
+624 |
| Dec11 |
101103 |
1944 |
1944 |
1908 |
1908 |
-43 |
97 |
12,169 |
+80 |
| Mar12 |
101103 |
1944 |
1944 |
1917 |
1917 |
-44 |
534 |
9,103 |
-47 |
| Total Volume and Open Interest |
8,294 |
183,943 |
+1,916 |
| London Sugar(LCE) |
| Dec10 |
101103 |
755.60 |
756.60 |
735.00 |
747.90 |
+2.40 |
4,486 |
19,602 |
-1,487 |
| Mar11 |
101103 |
754.70 |
756.60 |
735.60 |
748.80 |
+1.80 |
3,763 |
28,914 |
+1,972 |
| May11 |
101103 |
724.90 |
727.00 |
710.50 |
720.40 |
+0.90 |
185 |
7,628 |
+10 |
| Aug11 |
101103 |
672.00 |
674.00 |
661.90 |
669.10 |
-0.40 |
123 |
6,330 |
-35 |
| Oct11 |
101103 |
623.90 |
624.00 |
614.00 |
622.20 |
-1.70 |
93 |
976 |
+61 |
| Total Volume and Open Interest |
8,651 |
64,294 |
+521 |
| Cotton(ICE) |
| Dec10 |
101103 |
134.52 |
139.20 |
132.31 |
135.52 |
+1.26 |
10,761 |
108,355 |
-883 |
| Mar11 |
101103 |
130.50 |
134.95 |
126.45 |
131.66 |
+2.21 |
7,284 |
79,379 |
+1,405 |
| May11 |
101103 |
127.40 |
132.09 |
125.29 |
128.17 |
+2.08 |
1,275 |
11,381 |
+384 |
| Jul11 |
101103 |
123.70 |
128.00 |
121.38 |
124.66 |
+1.66 |
2,597 |
22,316 |
+923 |
| Oct11 |
101103 |
105.65 |
109.59 |
103.00 |
109.59 |
+5.97 |
6 |
47 |
+2 |
| Dec11 |
101103 |
94.25 |
96.24 |
92.70 |
95.70 |
+1.36 |
2,854 |
18,288 |
+1,125 |
| Total Volume and Open Interest |
24,779 |
240,588 |
+2,956 |
| Lumber(CME) |
| Nov10 |
101103 |
262.0 |
269.9 |
262.0 |
267.7 |
+1.7 |
664 |
1,497 |
-194 |
| Jan11 |
101103 |
279.6 |
286.9 |
279.6 |
286.0 |
+2.7 |
920 |
5,322 |
+177 |
| Mar11 |
101103 |
298.9 |
302.0 |
297.4 |
302.0 |
+5.0 |
323 |
2,512 |
+146 |
| May11 |
101103 |
304.1 |
309.0 |
301.1 |
309.0 |
+2.2 |
160 |
598 |
+113 |
| Total Volume and Open Interest |
2,100 |
10,089 |
+268 |
| Crude Oil(NYM) |
| Dec10 |
101103 |
84.37 |
85.36 |
83.57 |
84.69 |
+0.79 |
358,535 |
360,131 |
-4,417 |
| Jan11 |
101103 |
85.04 |
86.00 |
84.27 |
85.35 |
+0.79 |
95,265 |
187,386 |
+3,696 |
| Feb11 |
101103 |
85.57 |
86.50 |
84.86 |
85.89 |
+0.80 |
30,298 |
77,783 |
+1,772 |
| Mar11 |
101103 |
86.00 |
86.96 |
85.38 |
86.37 |
+0.85 |
22,056 |
88,013 |
+2,090 |
| Apr11 |
101103 |
86.18 |
87.31 |
85.79 |
86.76 |
+0.88 |
12,995 |
43,736 |
-1,359 |
| May11 |
101103 |
86.54 |
87.47 |
86.26 |
87.11 |
+0.88 |
10,892 |
28,256 |
-542 |
| Jun11 |
101103 |
87.00 |
87.78 |
86.31 |
87.39 |
+0.86 |
18,122 |
87,762 |
+1,133 |
| Jul11 |
101103 |
87.26 |
87.81 |
86.70 |
87.65 |
+0.84 |
2,357 |
36,142 |
+168 |
| Aug11 |
101103 |
87.43 |
88.00 |
87.43 |
87.87 |
+0.82 |
1,818 |
14,165 |
+238 |
| Sep11 |
101103 |
87.85 |
88.32 |
87.80 |
88.09 |
+0.81 |
3,246 |
23,005 |
-118 |
| Oct11 |
101103 |
88.24 |
88.46 |
88.02 |
88.32 |
+0.81 |
2,519 |
14,952 |
+994 |
| Nov11 |
101103 |
87.94 |
88.63 |
87.70 |
88.56 |
+0.81 |
1,922 |
18,470 |
+539 |
| Dec11 |
101103 |
88.24 |
89.26 |
87.80 |
88.82 |
+0.81 |
23,901 |
143,644 |
+1,568 |
| Jan12 |
101103 |
88.93 |
88.93 |
88.93 |
88.93 |
+0.81 |
583 |
15,454 |
+259 |
| Feb12 |
101103 |
89.02 |
89.02 |
89.02 |
89.02 |
+0.81 |
174 |
6,311 |
+4 |
| Mar12 |
101103 |
89.10 |
89.10 |
89.10 |
89.10 |
+0.80 |
102 |
9,637 |
+13 |
| Total Volume and Open Interest |
596,923 |
1,424,326 |
+7,438 |
| 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 |
101103 |
85.075 |
85.975 |
84.400 |
85.350 |
+0.800 |
438 |
2,429 |
+35 |
| Feb11 |
101103 |
85.325 |
86.275 |
85.300 |
85.900 |
+0.800 |
50 |
481 |
+3 |
| Mar11 |
101103 |
86.375 |
86.525 |
85.800 |
86.375 |
+0.850 |
1 |
30 |
+1 |
| Apr11 |
101103 |
86.750 |
86.750 |
86.750 |
86.750 |
+0.875 |
0 |
5 |
+0 |
| May11 |
101103 |
87.100 |
87.100 |
87.100 |
87.100 |
+0.875 |
0 |
11 |
+0 |
| Jun11 |
101103 |
86.625 |
87.400 |
86.625 |
87.400 |
+0.875 |
2 |
28 |
+2 |
| Jul11 |
101103 |
87.650 |
87.650 |
87.650 |
87.650 |
+0.850 |
0 |
1 |
+0 |
| Aug11 |
101103 |
87.875 |
87.875 |
87.875 |
87.875 |
+0.825 |
|
|
|
| Total Volume and Open Interest |
12,804 |
7,424 |
-780 |
| Heating Oil(NYM) |
| Dec10 |
101103 |
230.86 |
233.90 |
229.73 |
232.79 |
+3.43 |
48,301 |
100,759 |
+611 |
| Jan11 |
101103 |
232.64 |
236.14 |
232.05 |
235.10 |
+3.34 |
10,924 |
73,502 |
+1,273 |
| Feb11 |
101103 |
234.10 |
237.61 |
234.03 |
236.65 |
+3.23 |
2,916 |
25,937 |
+173 |
| Mar11 |
101103 |
234.58 |
238.15 |
234.50 |
237.15 |
+3.19 |
1,446 |
20,893 |
+269 |
| Apr11 |
101103 |
235.66 |
237.14 |
233.86 |
236.38 |
+3.10 |
763 |
12,363 |
+97 |
| May11 |
101103 |
234.30 |
236.63 |
233.29 |
236.08 |
+2.98 |
1,324 |
13,898 |
+179 |
| Jun11 |
101103 |
234.18 |
237.07 |
233.63 |
236.11 |
+2.88 |
2,951 |
29,785 |
+432 |
| Jul11 |
101103 |
237.18 |
237.18 |
237.18 |
237.18 |
+2.84 |
156 |
5,577 |
+106 |
| Aug11 |
101103 |
238.41 |
238.41 |
238.41 |
238.41 |
+2.81 |
85 |
4,185 |
+6 |
| Sep11 |
101103 |
239.95 |
239.95 |
239.95 |
239.95 |
+2.80 |
271 |
4,606 |
-171 |
| Oct11 |
101103 |
241.83 |
241.83 |
241.83 |
241.83 |
+2.78 |
479 |
1,992 |
+36 |
| Nov11 |
101103 |
241.70 |
243.82 |
241.00 |
243.82 |
+2.75 |
286 |
2,411 |
-107 |
| Total Volume and Open Interest |
71,780 |
318,285 |
+2,994 |
| Gasoline(NYMEX) |
| Dec10 |
101103 |
212.31 |
215.00 |
210.55 |
213.80 |
+2.84 |
60,520 |
101,033 |
+1,633 |
| Jan11 |
101103 |
213.18 |
215.77 |
211.50 |
214.61 |
+2.58 |
25,055 |
62,474 |
+3,332 |
| Feb11 |
101103 |
215.12 |
217.25 |
213.75 |
216.69 |
+2.43 |
7,727 |
20,722 |
+593 |
| Mar11 |
101103 |
217.44 |
219.58 |
216.85 |
219.03 |
+2.44 |
5,324 |
18,916 |
+388 |
| Apr11 |
101103 |
228.88 |
231.07 |
228.88 |
230.78 |
+2.38 |
2,637 |
19,657 |
-82 |
| May11 |
101103 |
229.66 |
231.87 |
229.66 |
231.78 |
+2.37 |
1,496 |
8,840 |
+68 |
| Jun11 |
101103 |
230.93 |
232.59 |
230.22 |
232.36 |
+2.43 |
1,853 |
14,257 |
+374 |
| Jul11 |
101103 |
231.94 |
232.20 |
231.47 |
232.20 |
+2.43 |
260 |
3,759 |
+76 |
| Aug11 |
101103 |
231.72 |
231.72 |
231.72 |
231.72 |
+2.40 |
435 |
5,295 |
+79 |
| Sep11 |
101103 |
230.79 |
230.79 |
230.79 |
230.79 |
+2.33 |
494 |
2,934 |
-145 |
| Total Volume and Open Interest |
110,124 |
277,768 |
+8,017 |
| e-miNY RBOB Gasoline(NYM) |
| Dec10 |
101103 |
213.80 |
213.80 |
213.80 |
213.80 |
+2.80 |
0 |
2 |
+0 |
| Jan11 |
101103 |
214.60 |
214.61 |
214.60 |
214.60 |
+2.60 |
0 |
1 |
+0 |
| Feb11 |
101103 |
216.70 |
216.70 |
216.69 |
216.70 |
+2.40 |
0 |
1 |
+0 |
| Mar11 |
101103 |
219.00 |
219.03 |
219.00 |
219.00 |
+2.40 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
8 |
+0 |
| Natural Gas(NYM) |
| Dec10 |
101103 |
3.892 |
3.900 |
3.790 |
3.836 |
-0.034 |
134,606 |
178,598 |
+5,437 |
| Jan11 |
101103 |
4.146 |
4.146 |
4.046 |
4.091 |
-0.031 |
50,027 |
177,072 |
+308 |
| Feb11 |
101103 |
4.134 |
4.155 |
4.070 |
4.110 |
-0.032 |
19,113 |
57,415 |
+459 |
| Mar11 |
101103 |
4.105 |
4.125 |
4.030 |
4.077 |
-0.032 |
18,101 |
74,920 |
+1,929 |
| Apr11 |
101103 |
4.085 |
4.111 |
4.011 |
4.057 |
-0.032 |
18,659 |
64,875 |
+214 |
| May11 |
101103 |
4.130 |
4.130 |
4.050 |
4.090 |
-0.031 |
3,642 |
22,106 |
-232 |
| Jun11 |
101103 |
4.156 |
4.156 |
4.104 |
4.144 |
-0.029 |
1,546 |
11,122 |
+105 |
| Jul11 |
101103 |
4.206 |
4.221 |
4.172 |
4.212 |
-0.026 |
1,417 |
10,879 |
+143 |
| Aug11 |
101103 |
4.270 |
4.270 |
4.221 |
4.260 |
-0.028 |
1,300 |
10,218 |
+161 |
| Sep11 |
101103 |
4.311 |
4.311 |
4.243 |
4.282 |
-0.029 |
1,057 |
9,613 |
-56 |
| Oct11 |
101103 |
4.367 |
4.378 |
4.322 |
4.360 |
-0.031 |
7,943 |
35,694 |
+2 |
| Nov11 |
101103 |
4.600 |
4.639 |
4.560 |
4.600 |
-0.027 |
2,049 |
13,918 |
+564 |
| Dec11 |
101103 |
4.977 |
4.977 |
4.893 |
4.928 |
-0.029 |
1,882 |
17,891 |
+267 |
| Jan12 |
101103 |
5.120 |
5.140 |
5.090 |
5.123 |
-0.029 |
2,696 |
23,411 |
+79 |
| Feb12 |
101103 |
5.100 |
5.100 |
5.065 |
5.098 |
-0.029 |
34 |
6,469 |
+5 |
| Mar12 |
101103 |
5.000 |
5.005 |
4.957 |
4.990 |
-0.030 |
1,008 |
13,817 |
+14 |
| Total Volume and Open Interest |
265,859 |
804,437 |
+9,696 |
| Brent Crude Oil(ICE) |
| Dec10 |
101103 |
85.88 |
86.89 |
85.24 |
86.38 |
+0.97 |
212,003 |
214,492 |
-4,726 |
| Jan11 |
101103 |
86.03 |
87.08 |
85.47 |
86.58 |
+0.97 |
121,644 |
197,048 |
+7,382 |
| Feb11 |
101103 |
86.29 |
87.29 |
85.79 |
86.85 |
+0.97 |
38,766 |
95,678 |
-207 |
| Mar11 |
101103 |
86.55 |
87.51 |
86.06 |
87.09 |
+0.94 |
15,199 |
43,852 |
-692 |
| Apr11 |
101103 |
86.84 |
87.83 |
86.44 |
87.36 |
+0.92 |
7,767 |
33,388 |
-160 |
| May11 |
101103 |
87.07 |
88.11 |
86.60 |
87.64 |
+0.90 |
6,042 |
23,602 |
-131 |
| Jun11 |
101103 |
87.35 |
88.39 |
86.87 |
87.92 |
+0.87 |
17,310 |
38,794 |
+968 |
| Jul11 |
101103 |
87.29 |
88.61 |
87.29 |
88.18 |
+0.86 |
2,632 |
10,427 |
+250 |
| Aug11 |
101103 |
87.53 |
88.74 |
87.53 |
88.41 |
+0.85 |
1,801 |
9,920 |
+85 |
| Sep11 |
101103 |
88.64 |
88.64 |
88.64 |
88.64 |
+0.85 |
1,880 |
7,398 |
-325 |
| Oct11 |
101103 |
88.86 |
88.86 |
88.86 |
88.86 |
+0.85 |
1,169 |
5,537 |
+130 |
| Nov11 |
101103 |
89.06 |
89.06 |
89.06 |
89.06 |
+0.84 |
1,010 |
9,799 |
+203 |
| Dec11 |
101103 |
88.66 |
89.71 |
88.24 |
89.27 |
+0.83 |
16,352 |
74,136 |
-840 |
| Jan12 |
101103 |
89.50 |
89.50 |
89.50 |
89.50 |
+0.82 |
391 |
11,658 |
+200 |
| Total Volume and Open Interest |
448,640 |
860,152 |
+3,416 |
| Gas Oil(ICE) |
| Nov10 |
101103 |
719.00 |
728.00 |
716.25 |
722.25 |
+6.00 |
41,554 |
80,482 |
-2,118 |
| Dec10 |
101103 |
722.50 |
732.25 |
720.25 |
726.25 |
+6.00 |
86,336 |
118,243 |
-1,203 |
| Jan11 |
101103 |
727.00 |
736.75 |
725.00 |
731.00 |
+6.00 |
22,311 |
91,564 |
+701 |
| Feb11 |
101103 |
730.00 |
739.75 |
728.75 |
734.25 |
+6.00 |
5,909 |
42,497 |
+186 |
| Mar11 |
101103 |
732.75 |
742.50 |
732.75 |
737.00 |
+6.00 |
3,306 |
29,019 |
-323 |
| Apr11 |
101103 |
735.50 |
743.00 |
734.75 |
738.75 |
+5.50 |
1,658 |
30,280 |
+49 |
| May11 |
101103 |
736.00 |
744.75 |
736.00 |
740.50 |
+5.25 |
3,416 |
24,863 |
+172 |
| Jun11 |
101103 |
738.25 |
747.50 |
738.25 |
743.00 |
+5.00 |
8,794 |
52,137 |
+1,318 |
| Jul11 |
101103 |
748.25 |
748.25 |
746.75 |
746.75 |
+4.75 |
609 |
16,112 |
+334 |
| Aug11 |
101103 |
750.00 |
752.50 |
750.00 |
751.00 |
+4.75 |
575 |
12,601 |
-159 |
| Total Volume and Open Interest |
182,235 |
622,424 |
+329 |
| Ethanol(CBOT) |
| Nov10 |
101103 |
2.395 |
2.395 |
2.361 |
2.390 |
+0.013 |
76 |
80 |
-56 |
| Dec10 |
101103 |
2.300 |
2.315 |
2.285 |
2.312 |
+0.019 |
278 |
1,552 |
-41 |
| Jan11 |
101103 |
2.202 |
2.235 |
2.190 |
2.234 |
+0.031 |
112 |
926 |
+36 |
| Feb11 |
101103 |
2.184 |
2.208 |
2.176 |
2.208 |
+0.021 |
79 |
996 |
+12 |
| Mar11 |
101103 |
2.180 |
2.210 |
2.180 |
2.209 |
+0.017 |
88 |
834 |
+14 |
| Apr11 |
101103 |
2.180 |
2.215 |
2.180 |
2.210 |
+0.016 |
39 |
727 |
+12 |
| May11 |
101103 |
2.215 |
2.227 |
2.215 |
2.226 |
+0.007 |
72 |
342 |
-26 |
| Jun11 |
101103 |
2.225 |
2.225 |
2.225 |
2.225 |
+0.007 |
5 |
515 |
+0 |
| Total Volume and Open Interest |
778 |
8,228 |
-39 |
| WTI Crude Oil(ICE |
| Dec10 |
101103 |
84.46 |
85.36 |
83.58 |
84.69 |
+0.79 |
97,633 |
123,523 |
-4,567 |
| Jan11 |
101103 |
84.87 |
86.00 |
84.28 |
85.35 |
+0.79 |
33,720 |
80,593 |
+4,736 |
| Feb11 |
101103 |
85.35 |
86.48 |
84.85 |
85.89 |
+0.80 |
11,361 |
32,383 |
-399 |
| Mar11 |
101103 |
86.19 |
86.65 |
85.84 |
86.37 |
+0.85 |
6,055 |
34,129 |
+233 |
| Apr11 |
101103 |
86.54 |
87.07 |
86.01 |
86.76 |
+0.88 |
2,968 |
20,051 |
+73 |
| May11 |
101103 |
87.01 |
87.31 |
86.61 |
87.11 |
+0.88 |
2,322 |
9,041 |
+328 |
| Jun11 |
101103 |
87.13 |
87.68 |
86.48 |
87.39 |
+0.86 |
8,279 |
37,714 |
+605 |
| Jul11 |
101103 |
87.29 |
87.65 |
87.29 |
87.65 |
+0.84 |
785 |
12,377 |
-103 |
| Aug11 |
101103 |
87.43 |
87.87 |
87.43 |
87.87 |
+0.82 |
602 |
7,975 |
+157 |
| Sep11 |
101103 |
88.09 |
88.09 |
88.09 |
88.09 |
+0.81 |
381 |
10,939 |
+69 |
| Oct11 |
101103 |
88.32 |
88.32 |
88.32 |
88.32 |
+0.81 |
276 |
4,140 |
-33 |
| Nov11 |
101103 |
88.56 |
88.56 |
88.56 |
88.56 |
+0.81 |
112 |
6,052 |
+12 |
| Dec11 |
101103 |
88.28 |
89.18 |
87.95 |
88.82 |
+0.81 |
8,537 |
49,942 |
+118 |
| Jan12 |
101103 |
88.93 |
88.93 |
88.93 |
88.93 |
+0.81 |
2 |
5,110 |
+0 |
| Feb12 |
101103 |
89.02 |
89.02 |
89.02 |
89.02 |
+0.81 |
3 |
827 |
-1 |
| Mar12 |
101103 |
89.10 |
89.10 |
89.10 |
89.10 |
+0.80 |
11 |
3,095 |
+9 |
| Total Volume and Open Interest |
174,982 |
509,351 |
+1,793 |
| US Dollar Index(ICE) |
| Dec10 |
101103 |
76.890 |
77.375 |
75.235 |
76.622 |
-0.270 |
21,598 |
41,414 |
+1,439 |
| Mar11 |
101103 |
77.290 |
77.600 |
76.600 |
77.043 |
-0.260 |
27 |
644 |
+2 |
| Jun11 |
101103 |
77.473 |
77.473 |
77.473 |
77.473 |
-0.260 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
21,625 |
42,062 |
+1,441 |
| Australian Dollar(CME) |
| Dec10 |
101103 |
99.37 |
100.15 |
98.40 |
99.54 |
+0.12 |
74,107 |
120,365 |
+1,390 |
| Mar11 |
101103 |
98.12 |
98.89 |
97.32 |
98.39 |
+0.12 |
253 |
463 |
+26 |
| Jun11 |
101103 |
97.22 |
97.22 |
97.10 |
97.22 |
+0.12 |
0 |
152 |
+0 |
| Total Volume and Open Interest |
74,360 |
121,117 |
+1,416 |
| British Pound(CME) |
| Dec10 |
101103 |
160.28 |
161.79 |
160.03 |
161.09 |
+0.91 |
78,309 |
90,627 |
+828 |
| Mar11 |
101103 |
160.25 |
161.56 |
160.05 |
160.96 |
+0.91 |
39 |
566 |
-3 |
| Jun11 |
101103 |
160.80 |
160.80 |
159.89 |
160.80 |
+0.91 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
78,349 |
91,249 |
+826 |
| Canadian Dollar(CME) |
| Dec10 |
101103 |
98.98 |
99.44 |
98.35 |
99.32 |
+0.31 |
70,952 |
94,452 |
-364 |
| Mar11 |
101103 |
98.78 |
99.17 |
98.12 |
99.09 |
+0.31 |
125 |
4,015 |
+42 |
| Jun11 |
101103 |
98.34 |
98.87 |
98.34 |
98.83 |
+0.31 |
6 |
972 |
+4 |
| Sep11 |
101103 |
98.10 |
98.57 |
98.10 |
98.57 |
+0.31 |
3 |
337 |
+2 |
| Total Volume and Open Interest |
71,090 |
100,007 |
-313 |
| Japanese Yen(CME) |
| Dec10 |
101103 |
124.02 |
124.12 |
122.60 |
123.03 |
-0.98 |
99,514 |
140,330 |
-1,617 |
| Mar11 |
101103 |
124.23 |
124.23 |
122.75 |
123.15 |
-0.99 |
303 |
1,216 |
+20 |
| Jun11 |
101103 |
123.30 |
124.30 |
123.30 |
123.30 |
-1.00 |
2 |
208 |
+0 |
| Total Volume and Open Interest |
99,829 |
141,763 |
-1,592 |
| Swiss Franc(CME) |
| Dec10 |
101103 |
102.12 |
103.23 |
101.81 |
102.83 |
+0.69 |
44,983 |
48,529 |
+1,031 |
| Mar11 |
101103 |
102.10 |
103.15 |
101.93 |
102.91 |
+0.69 |
48 |
123 |
-17 |
| Jun11 |
101103 |
102.99 |
102.99 |
102.30 |
102.99 |
+0.69 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
45,031 |
48,655 |
+1,014 |
| EuroFX(CME) |
| Dec10 |
101103 |
140.25 |
142.01 |
139.84 |
140.98 |
+0.69 |
289,250 |
198,145 |
-6,260 |
| Mar11 |
101103 |
140.09 |
141.77 |
139.68 |
140.78 |
+0.69 |
915 |
2,847 |
+154 |
| Jun11 |
101103 |
140.55 |
140.55 |
139.87 |
140.55 |
+0.68 |
5 |
65 |
-3 |
| Total Volume and Open Interest |
290,170 |
201,079 |
-6,109 |
| Mexican Peso(CME) |
| Nov10 |
101103 |
816.8 |
816.8 |
814.2 |
816.8 |
+2.5 |
0 |
4 |
+0 |
| Dec10 |
101103 |
811.0 |
815.2 |
808.2 |
813.2 |
+2.5 |
15,323 |
138,571 |
-279 |
| Total Volume and Open Interest |
15,335 |
138,900 |
-279 |
| 30-Year T-Bonds(CBOT) |
| Dec10 |
101103 |
132~080 |
132~270 |
130~090 |
130~090 |
-1~130 |
|
|
|
| Mar11 |
101103 |
130~080 |
131~160 |
128~180 |
128~280 |
-1~140 |
5,029 |
22,208 |
+3,284 |
| Jun11 |
101103 |
130~000 |
130~090 |
127~220 |
127~220 |
-1~140 |
1 |
10 |
-1 |
| Total Volume and Open Interest |
318,824 |
673,017 |
+4,432 |
| 10-Year T-Notes(CBOT) |
| Dec10 |
101103 |
126~170 |
127~020 |
126~040 |
126~185 |
+0~015 |
989,795 |
1,513,911 |
+7,146 |
| Mar11 |
101103 |
125~225 |
126~095 |
125~095 |
125~260 |
+0~020 |
2,888 |
25,056 |
+92 |
| Jun11 |
101103 |
124~280 |
124~315 |
124~280 |
124~315 |
+0~020 |
1 |
40 |
-1 |
| Total Volume and Open Interest |
992,684 |
1,539,007 |
+7,237 |
| 5-Year T-Notes(CBOT) |
| Dec10 |
101103 |
121~086 |
122~003 |
121~012 |
121~111 |
+0~020 |
447,938 |
1,076,299 |
+24,548 |
| Mar11 |
101103 |
121~028 |
121~058 |
121~008 |
121~038 |
+0~022 |
1,099 |
3,181 |
+883 |
| Jun11 |
101103 |
120~062 |
120~062 |
120~040 |
120~062 |
+0~022 |
|
|
|
| Total Volume and Open Interest |
449,037 |
1,079,480 |
+25,431 |
| 2 Year T-Notes(CBOT) |
| Dec10 |
101103 |
109~123 |
110~003 |
109~121 |
110~000 |
+0~003 |
|
|
|
| Mar11 |
101103 |
109~118 |
109~123 |
109~116 |
109~120 |
+0~003 |
1,349 |
9,195 |
+746 |
| Jun11 |
101103 |
109~103 |
109~103 |
109~100 |
109~103 |
+0~003 |
|
|
|
| Total Volume and Open Interest |
121,915 |
717,276 |
-4,529 |
| Eurodollars(CME) |
| Dec10 |
101103 |
99.680 |
99.690 |
99.675 |
99.685 |
+0.005 |
153,844 |
992,752 |
-15,061 |
| Mar11 |
101103 |
99.615 |
99.640 |
99.610 |
99.635 |
+0.015 |
300,884 |
1,285,210 |
+35,770 |
| Jun11 |
101103 |
99.570 |
99.605 |
99.570 |
99.600 |
+0.025 |
191,064 |
1,124,761 |
-8,236 |
| Sep11 |
101103 |
99.520 |
99.560 |
99.510 |
99.545 |
+0.025 |
161,836 |
902,962 |
+7,022 |
| Dec11 |
101103 |
99.455 |
99.495 |
99.450 |
99.485 |
+0.025 |
286,051 |
864,969 |
+24,090 |
| Mar12 |
101103 |
99.380 |
99.425 |
99.370 |
99.410 |
+0.020 |
263,161 |
752,604 |
+44,528 |
| Jun12 |
101103 |
99.280 |
99.325 |
99.255 |
99.310 |
+0.020 |
165,683 |
459,083 |
-2,413 |
| Sep12 |
101103 |
99.160 |
99.210 |
99.115 |
99.185 |
+0.020 |
164,554 |
398,481 |
+14,891 |
| Dec12 |
101103 |
98.995 |
99.060 |
98.940 |
99.020 |
+0.020 |
93,282 |
326,474 |
+1,736 |
| Mar13 |
101103 |
98.820 |
98.890 |
98.755 |
98.840 |
+0.020 |
90,948 |
269,932 |
+6,983 |
| Jun13 |
101103 |
98.610 |
98.690 |
98.540 |
98.630 |
+0.020 |
51,165 |
157,557 |
-149 |
| Sep13 |
101103 |
98.385 |
98.480 |
98.320 |
98.415 |
+0.025 |
44,413 |
173,134 |
+1,355 |
| Dec13 |
101103 |
98.150 |
98.255 |
98.085 |
98.180 |
+0.030 |
20,927 |
127,162 |
+2,603 |
| Mar14 |
101103 |
97.925 |
98.040 |
97.870 |
97.960 |
+0.035 |
23,639 |
114,906 |
+6,399 |
| Jun14 |
101103 |
97.685 |
97.805 |
97.635 |
97.720 |
+0.035 |
17,054 |
106,852 |
+990 |
| Sep14 |
101103 |
97.450 |
97.565 |
97.405 |
97.485 |
+0.030 |
12,204 |
69,872 |
+1,255 |
| Dec14 |
101103 |
97.215 |
97.325 |
97.210 |
97.255 |
+0.030 |
8,741 |
92,335 |
+1,303 |
| Mar15 |
101103 |
97.010 |
97.120 |
97.010 |
97.055 |
+0.030 |
6,259 |
51,194 |
-183 |
| Total Volume and Open Interest |
2,081,284 |
8,501,000 |
+124,241 |
| 30 Day Federal Funds(CBOT) |
| Nov10 |
101103 |
99.817 |
99.820 |
99.810 |
99.812 |
-0.003 |
2,213 |
104,041 |
+1,016 |
| Dec10 |
101103 |
99.825 |
99.830 |
99.815 |
99.820 |
unch |
876 |
85,483 |
+5 |
| Jan11 |
101103 |
99.835 |
99.840 |
99.825 |
99.830 |
unch |
703 |
56,862 |
-212 |
| Feb11 |
101103 |
99.835 |
99.840 |
99.825 |
99.830 |
unch |
915 |
50,419 |
-70 |
| Mar11 |
101103 |
99.830 |
99.840 |
99.825 |
99.830 |
unch |
324 |
28,673 |
+1 |
| Apr11 |
101103 |
99.835 |
99.840 |
99.825 |
99.830 |
unch |
806 |
29,540 |
+297 |
| Total Volume and Open Interest |
18,087 |
555,358 |
-63,371 |
| 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 |
101103 |
99.675 |
99.675 |
99.670 |
99.670 |
-0.010 |
0 |
1,690 |
+0 |
| Mar11 |
101103 |
99.675 |
99.675 |
99.675 |
99.675 |
-0.015 |
0 |
767 |
+0 |
| Jun11 |
101103 |
99.690 |
99.690 |
99.690 |
99.690 |
-0.005 |
|
|
|
| Sep11 |
101103 |
99.683 |
99.683 |
99.683 |
99.683 |
-0.005 |
|
|
|
| Dec11 |
101103 |
99.685 |
99.685 |
99.685 |
99.685 |
-0.005 |
|
|
|
| Mar12 |
101103 |
99.675 |
99.675 |
99.675 |
99.675 |
-0.005 |
|
|
|
| Jun12 |
101103 |
99.725 |
99.725 |
99.725 |
99.725 |
-0.005 |
|
|
|
| Sep12 |
101103 |
99.675 |
99.675 |
99.675 |
99.675 |
-0.005 |
|
|
|
| Dec12 |
101103 |
99.370 |
99.370 |
99.370 |
99.370 |
-0.005 |
|
|
|
| Mar13 |
101103 |
99.370 |
99.370 |
99.370 |
99.370 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
0 |
2,457 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Dec10 |
101103 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
58 |
3,236 |
+0 |
| Mar11 |
101103 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.01 |
0 |
1,551 |
+0 |
| Jun11 |
101103 |
99.69 |
99.69 |
99.69 |
99.69 |
0.00 |
203 |
1,641 |
-103 |
| Sep11 |
101103 |
99.68 |
99.68 |
99.68 |
99.68 |
0.00 |
0 |
1,098 |
+0 |
| Dec11 |
101103 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.01 |
0 |
110 |
+0 |
| Mar12 |
101103 |
99.68 |
99.68 |
99.68 |
99.68 |
0.00 |
0 |
305 |
+0 |
| Jun12 |
101103 |
99.72 |
99.72 |
99.72 |
99.72 |
-0.01 |
0 |
754 |
+0 |
| Sep12 |
101103 |
99.68 |
99.68 |
99.68 |
99.68 |
0.00 |
0 |
310 |
+0 |
| Total Volume and Open Interest |
261 |
9,009 |
-103 |
| Japanese Gov't Bonds(SGX) |
| Dec10 |
101102 |
143.01 |
143.13 |
142.78 |
143.05 |
+0.01 |
1,971 |
20,473 |
-1,766 |
| Mar11 |
101102 |
140.96 |
140.96 |
140.96 |
140.96 |
+0.01 |
|
|
|
| Jun11 |
101102 |
138.87 |
138.87 |
138.87 |
138.87 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
1,971 |
20,473 |
+8 |
| Euro-Bund(EUREX) |
| Dec10 |
101103 |
129.69 |
130.32 |
129.68 |
130.24 |
+0.46 |
839,951 |
924,513 |
-2,838 |
| Mar11 |
101103 |
130.02 |
130.33 |
129.85 |
130.31 |
+0.46 |
1,235 |
8,980 |
+970 |
| Jun11 |
101103 |
129.24 |
129.24 |
129.24 |
129.24 |
+0.46 |
70 |
0 |
+0 |
| Total Volume and Open Interest |
841,256 |
933,493 |
-1,868 |
| Euro-Bobl(EUREX) |
| Dec10 |
101103 |
119.79 |
120.18 |
119.78 |
120.14 |
+0.33 |
380,097 |
733,463 |
-14,473 |
| Mar11 |
101103 |
119.86 |
120.12 |
119.86 |
120.10 |
+0.35 |
2,699 |
70,299 |
+1,000 |
| Jun11 |
101103 |
119.98 |
119.98 |
119.98 |
119.98 |
+0.33 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
382,797 |
803,763 |
-13,472 |
| 3-Mth Euribor(EUREX) |
| Dec10 |
101103 |
98.875 |
98.875 |
98.875 |
98.875 |
+0.010 |
322 |
4,797 |
+305 |
| Mar11 |
101103 |
98.750 |
98.765 |
98.750 |
98.765 |
+0.020 |
24 |
2,366 |
+14 |
| Jun11 |
101103 |
98.670 |
98.685 |
98.670 |
98.680 |
+0.025 |
1 |
3,072 |
+1 |
| Total Volume and Open Interest |
452 |
16,673 |
+323 |
| Long Gilt(LIFFE) |
| Dec10 |
101028 |
122~24 |
122~32 |
122~11 |
122~21 |
+0~02 |
175,023 |
301,008 |
-2,100 |
| Mar11 |
101103 |
122~27 |
122~27 |
122~27 |
122~27 |
+0~10 |
2 |
167 |
+2 |
| Total Volume and Open Interest |
128,341 |
297,820 |
+5,581 |
| 3-Mth Short Sterling(LIFFE) |
| Dec10 |
101103 |
99.25 |
99.26 |
99.24 |
99.26 |
+0.01 |
29,897 |
360,135 |
+6,510 |
| Mar11 |
101103 |
99.19 |
99.20 |
99.19 |
99.20 |
+0.01 |
21,645 |
298,182 |
-2,178 |
| Jun11 |
101103 |
99.11 |
99.12 |
99.10 |
99.11 |
+0.01 |
21,506 |
286,947 |
-1,696 |
| Sep11 |
101103 |
99.01 |
99.02 |
99.00 |
99.01 |
+0.01 |
43,561 |
312,603 |
-2,936 |
| Dec11 |
101103 |
98.87 |
98.89 |
98.86 |
98.88 |
+0.01 |
46,743 |
361,383 |
+4,640 |
| Mar12 |
101103 |
98.75 |
98.76 |
98.73 |
98.75 |
+0.01 |
45,965 |
247,300 |
+3,105 |
| Total Volume and Open Interest |
289,350 |
2,261,096 |
+2,837 |
| 3-Mth Euribor(LIFFE) |
| Dec10 |
101103 |
98.865 |
98.880 |
98.865 |
98.875 |
+0.010 |
86,232 |
580,831 |
-12,897 |
| Mar11 |
101103 |
98.740 |
98.770 |
98.740 |
98.765 |
+0.020 |
103,090 |
613,337 |
-8,046 |
| Jun11 |
101103 |
98.645 |
98.685 |
98.645 |
98.680 |
+0.025 |
132,532 |
527,970 |
-1,764 |
| Total Volume and Open Interest |
612,663 |
3,258,979 |
-21,098 |
| 3-Mth Aus T-Bills(SFE) |
| Dec10 |
101103 |
94.97 |
94.99 |
94.95 |
94.97 |
-0.01 |
85,673 |
201,145 |
+31,664 |
| Mar11 |
101103 |
94.86 |
94.88 |
94.84 |
94.87 |
unch |
83,194 |
185,601 |
+20,230 |
| Jun11 |
101103 |
94.75 |
94.78 |
94.73 |
94.76 |
unch |
28,673 |
97,358 |
+6,343 |
| Sep11 |
101103 |
94.66 |
94.70 |
94.65 |
94.67 |
-0.01 |
7,530 |
52,300 |
+346 |
| Dec11 |
101103 |
94.59 |
94.62 |
94.58 |
94.60 |
-0.01 |
2,596 |
35,027 |
+307 |
| Mar12 |
101103 |
94.55 |
94.56 |
94.53 |
94.56 |
unch |
1,402 |
38,423 |
+168 |
| Jun12 |
101103 |
94.50 |
94.53 |
94.49 |
94.51 |
-0.01 |
1,026 |
27,579 |
+518 |
| Sep12 |
101103 |
94.51 |
94.51 |
94.46 |
94.47 |
-0.02 |
473 |
9,832 |
+175 |
| Dec12 |
101103 |
94.48 |
94.48 |
94.44 |
94.45 |
-0.01 |
100 |
1,612 |
+61 |
| Mar13 |
101103 |
94.48 |
94.48 |
94.44 |
94.44 |
-0.02 |
52 |
1,450 |
+52 |
| Total Volume and Open Interest |
210,719 |
650,390 |
+59,864 |
| 10-Year Aus T-Bonds(SFE) |
| Dec10 |
101103 |
94.73 |
94.75 |
94.71 |
94.73 |
+0.01 |
45,959 |
386,439 |
+14,042 |
| Mar11 |
101103 |
94.73 |
94.73 |
94.73 |
94.73 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
45,959 |
386,439 |
+14,042 |
| 3-Year Aus T-Bonds(SFE) |
| Dec10 |
101103 |
94.96 |
94.99 |
94.95 |
94.98 |
+0.01 |
215,720 |
497,379 |
+35,808 |
| Mar11 |
101103 |
94.96 |
94.96 |
94.96 |
94.96 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
215,720 |
497,379 |
+35,808 |
| Gold(CMX) |
| Dec10 |
101103 |
1357.3 |
1364.8 |
1325.5 |
1337.6 |
-19.3 |
126,687 |
391,103 |
-230 |
| Feb11 |
101103 |
1359.1 |
1366.6 |
1327.8 |
1339.6 |
-19.3 |
8,041 |
60,003 |
+5,715 |
| Apr11 |
101103 |
1359.2 |
1367.6 |
1330.0 |
1341.3 |
-19.3 |
895 |
20,207 |
+278 |
| Jun11 |
101103 |
1360.0 |
1370.0 |
1332.8 |
1342.9 |
-19.3 |
787 |
20,246 |
-157 |
| Aug11 |
101103 |
1361.4 |
1365.7 |
1338.0 |
1344.7 |
-19.4 |
173 |
10,828 |
+127 |
| Oct11 |
101103 |
1365.7 |
1365.7 |
1335.1 |
1346.4 |
-19.4 |
212 |
9,476 |
+90 |
| Dec11 |
101103 |
1362.6 |
1369.6 |
1336.5 |
1348.1 |
-19.4 |
883 |
21,206 |
+229 |
| Feb12 |
101103 |
1350.0 |
1350.0 |
1350.0 |
1350.0 |
-19.4 |
4 |
6,009 |
-4 |
| Apr12 |
101103 |
1351.9 |
1351.9 |
1351.9 |
1351.9 |
-19.4 |
45 |
5,888 |
+45 |
| Jun12 |
101103 |
1353.8 |
1358.0 |
1353.8 |
1353.8 |
-19.5 |
98 |
8,947 |
+98 |
| Aug12 |
101103 |
1355.8 |
1355.8 |
1355.8 |
1355.8 |
-19.5 |
50 |
4,582 |
+25 |
| Total Volume and Open Interest |
142,325 |
615,686 |
+7,603 |
| Silver(CMX) |
| Dec10 |
101103 |
2493.0 |
2504.0 |
2393.5 |
2443.6 |
-40.0 |
52,493 |
89,308 |
-2,230 |
| Mar11 |
101103 |
2502.0 |
2506.5 |
2399.0 |
2449.6 |
-40.0 |
5,301 |
29,502 |
+3,008 |
| May11 |
101103 |
2511.0 |
2511.0 |
2404.0 |
2453.1 |
-40.0 |
1,916 |
11,439 |
+79 |
| Jul11 |
101103 |
2468.5 |
2473.5 |
2423.0 |
2456.4 |
-40.1 |
333 |
8,157 |
+109 |
| Sep11 |
101103 |
2433.5 |
2459.6 |
2433.5 |
2459.6 |
-40.1 |
114 |
5,244 |
+2 |
| Dec11 |
101103 |
2512.0 |
2519.5 |
2425.0 |
2464.1 |
-40.1 |
679 |
5,654 |
+41 |
| Mar12 |
101103 |
2468.1 |
2468.1 |
2468.1 |
2468.1 |
-40.2 |
30 |
281 |
+30 |
| Total Volume and Open Interest |
62,090 |
156,509 |
+1,643 |
| Platinum(NYMEX) |
| Jan11 |
101103 |
1719.6 |
1723.1 |
1686.1 |
1697.2 |
-21.9 |
4,940 |
37,659 |
+748 |
| Apr11 |
101103 |
1718.4 |
1724.5 |
1697.2 |
1701.0 |
-21.9 |
67 |
965 |
+40 |
| Jul11 |
101103 |
1709.7 |
1709.8 |
1703.5 |
1703.5 |
-21.6 |
20 |
33 |
+8 |
| Oct11 |
101103 |
1703.5 |
1703.5 |
1703.5 |
1703.5 |
-21.6 |
|
|
|
| Total Volume and Open Interest |
5,033 |
38,659 |
+792 |
| Palladium(NYMEX) |
| Dec10 |
101103 |
647.05 |
647.25 |
631.10 |
642.70 |
-2.75 |
3,093 |
23,932 |
-101 |
| Mar11 |
101103 |
647.20 |
648.55 |
634.00 |
644.55 |
-3.55 |
176 |
2,102 |
+50 |
| Jun11 |
101103 |
639.85 |
648.25 |
639.15 |
645.30 |
-3.65 |
17 |
120 |
+15 |
| Total Volume and Open Interest |
3,286 |
26,154 |
-36 |
| Copper(CMX) |
| Dec10 |
101103 |
382.50 |
384.95 |
376.30 |
378.50 |
-5.40 |
26,915 |
92,350 |
+381 |
| Mar11 |
101103 |
383.95 |
386.00 |
377.50 |
379.75 |
-5.30 |
3,548 |
42,354 |
+1,288 |
| May11 |
101103 |
382.25 |
382.45 |
379.15 |
379.95 |
-5.10 |
251 |
10,070 |
+87 |
| Jul11 |
101103 |
384.25 |
384.25 |
377.80 |
379.45 |
-5.00 |
7 |
4,578 |
+5 |
| Sep11 |
101103 |
380.75 |
380.85 |
377.75 |
378.30 |
-4.85 |
52 |
4,383 |
+24 |
| Total Volume and Open Interest |
31,515 |
162,777 |
+1,557 |
| DJIA Index(CBOT) |
| Dec10 |
101103 |
11156 |
11185 |
11055 |
11177 |
+25 |
268 |
7,005 |
-8 |
| Mar11 |
101103 |
11111 |
11111 |
11086 |
11111 |
+25 |
1 |
16 |
+1 |
| Jun11 |
101103 |
11047 |
11047 |
11022 |
11047 |
+25 |
|
|
|
| Sep11 |
101103 |
10989 |
10989 |
10964 |
10989 |
+25 |
|
|
|
| Total Volume and Open Interest |
269 |
7,021 |
-7 |
| S & P 500(CME) |
| Dec10 |
101103 |
1192.70 |
1197.80 |
1180.00 |
1197.30 |
+4.60 |
13,714 |
320,811 |
+4,853 |
| Mar11 |
101103 |
1181.00 |
1192.40 |
1174.40 |
1192.00 |
+4.60 |
612 |
4,910 |
+447 |
| Jun11 |
101103 |
1187.10 |
1187.40 |
1169.40 |
1187.10 |
+4.70 |
100 |
2,301 |
+100 |
| Sep11 |
101103 |
1182.10 |
1182.40 |
1164.40 |
1182.10 |
+4.70 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
14,426 |
328,047 |
+5,400 |
| S & P 500 E-Mini(Globex) |
| Dec10 |
101103 |
1197.50 |
1198.00 |
1196.25 |
1196.25 |
+3.50 |
|
|
|
| Mar11 |
101103 |
1186.25 |
1192.75 |
1175.25 |
1192.00 |
+4.50 |
3,674 |
14,503 |
+2,629 |
| Total Volume and Open Interest |
2,035,760 |
2,685,067 |
+1,331 |
| NASDAQ 100(CME) |
| Dec10 |
101103 |
2152.50 |
2166.00 |
2130.00 |
2164.30 |
+14.00 |
592 |
24,952 |
+106 |
| Mar11 |
101103 |
2170.00 |
2170.00 |
2138.00 |
2162.00 |
+14.20 |
1 |
3 |
+0 |
| Jun11 |
101103 |
2159.50 |
2159.50 |
2159.30 |
2159.50 |
+14.20 |
|
|
|
| Total Volume and Open Interest |
593 |
24,955 |
+106 |
| NASDAQ 100 E-Mini(Globex) |
| Dec10 |
101103 |
2151.30 |
2165.50 |
2130.00 |
2164.30 |
+14.00 |
286,483 |
441,286 |
+1,442 |
| Mar11 |
101103 |
2154.00 |
2163.30 |
2129.00 |
2162.00 |
+14.20 |
118 |
1,162 |
+33 |
| Total Volume and Open Interest |
286,601 |
442,453 |
+1,475 |
| S & P Midcap 400(CME) |
| Dec10 |
101103 |
832.50 |
839.30 |
829.00 |
839.30 |
+2.60 |
2 |
3,133 |
-15 |
| Mar11 |
101103 |
837.30 |
837.30 |
837.20 |
837.30 |
+2.60 |
0 |
2 |
+2 |
| Jun11 |
101103 |
835.30 |
835.30 |
835.20 |
835.30 |
+2.60 |
|
|
|
| Total Volume and Open Interest |
2 |
3,135 |
-13 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec10 |
101103 |
9300 |
9300 |
9300 |
9300 |
+75 |
|
|
|
| Mar11 |
101103 |
9335 |
9335 |
9260 |
9335 |
+75 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
8,884 |
34,996 |
-319 |
| Nikkei 225(SGX) |
| Dec10 |
101102 |
9165 |
9180 |
9120 |
9175 |
+15 |
116,222 |
204,206 |
+5,187 |
| Mar11 |
101102 |
9150 |
9165 |
9145 |
9165 |
+15 |
355 |
2,407 |
-42 |
| Jun11 |
101102 |
9100 |
9100 |
9100 |
9100 |
+20 |
0 |
2,125 |
+0 |
| Total Volume and Open Interest |
116,952 |
215,415 |
+5,155 |
| CAC 40(EURONEXT) |
| Nov10 |
101103 |
3851.0 |
3872.5 |
3808.0 |
3825.5 |
-22.5 |
146,188 |
370,912 |
+15,053 |
| Dec10 |
101103 |
3858.0 |
3870.5 |
3814.0 |
3825.0 |
-22.5 |
698 |
67,697 |
+397 |
| Jan11 |
101103 |
3871.5 |
3871.5 |
3827.5 |
3827.5 |
-22.0 |
0 |
35 |
+0 |
| Total Volume and Open Interest |
146,886 |
438,764 |
+15,450 |
| Hang Seng Index(HKFE) |
| Nov10 |
101103 |
23717 |
24140 |
23617 |
24065 |
+388 |
79,270 |
120,550 |
-135 |
| Dec10 |
101103 |
23720 |
24142 |
23632 |
24072 |
+392 |
793 |
6,800 |
+319 |
| Total Volume and Open Interest |
81,111 |
129,356 |
+228 |
| DAX(EUREX) |
| Dec10 |
101103 |
6674.0 |
6693.5 |
6608.5 |
6617.5 |
-46.5 |
143,846 |
179,286 |
-3,026 |
| Mar11 |
101103 |
6696.5 |
6698.0 |
6630.0 |
6633.0 |
-47.0 |
217 |
11,952 |
-33 |
| Jun11 |
101103 |
6717.5 |
6717.5 |
6649.5 |
6653.0 |
-46.5 |
95 |
2,543 |
+36 |
| Total Volume and Open Interest |
144,158 |
193,781 |
-3,023 |
| FT-SE 100(EURONEXT) |
| Dec10 |
101103 |
5757.00 |
5771.50 |
5717.50 |
5733.50 |
-10.50 |
112,813 |
620,032 |
-5,001 |
| Mar11 |
101103 |
5710.00 |
5728.00 |
5680.00 |
5693.50 |
-10.00 |
299 |
5,187 |
+7 |
| Jun11 |
101103 |
5658.50 |
5668.50 |
5649.50 |
5649.50 |
-10.50 |
0 |
640 |
+0 |
| Total Volume and Open Interest |
113,112 |
625,869 |
-4,994 |
| SPI 200(SFE) |
| Dec10 |
101103 |
4701.0 |
4735.0 |
4696.0 |
4727.0 |
+26.0 |
23,662 |
216,900 |
+441 |
| Mar11 |
101103 |
4718.0 |
4722.0 |
4718.0 |
4722.0 |
+28.0 |
12 |
2,146 |
+8 |
| Jun11 |
101103 |
4745.0 |
4745.0 |
4745.0 |
4745.0 |
+27.0 |
0 |
1,025 |
+0 |
| Total Volume and Open Interest |
23,776 |
223,216 |
+504 |
| GSCI(CME) |
| Nov10 |
101103 |
580.20 |
581.50 |
572.00 |
577.00 |
+2.00 |
475 |
15,074 |
-13 |
| Dec10 |
101103 |
583.80 |
587.50 |
578.50 |
583.80 |
+2.05 |
51 |
70 |
+40 |
| Jan11 |
101103 |
586.00 |
589.00 |
581.50 |
586.00 |
+2.00 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
526 |
15,147 |
+27 |
| 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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