|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri November 05, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov10 |
101105 |
1264.75 |
1277.00 |
1261.00 |
1273.50 |
+8.75 |
7,493 |
9,514 |
-2,297 |
Jan11 |
101105 |
1275.00 |
1290.00 |
1271.25 |
1284.00 |
+9.25 |
77,763 |
319,447 |
+683 |
Mar11 |
101105 |
1283.00 |
1298.00 |
1280.00 |
1292.50 |
+9.25 |
13,484 |
90,021 |
-260 |
May11 |
101105 |
1284.50 |
1300.00 |
1282.50 |
1295.25 |
+10.50 |
4,755 |
58,153 |
-39 |
Jul11 |
101105 |
1290.00 |
1306.00 |
1288.00 |
1300.50 |
+9.75 |
9,123 |
52,900 |
+1,133 |
Aug11 |
101105 |
1273.75 |
1287.50 |
1273.25 |
1283.00 |
+9.25 |
83 |
1,537 |
+8 |
Sep11 |
101105 |
1247.50 |
1252.00 |
1243.75 |
1252.00 |
+8.00 |
160 |
1,853 |
+43 |
Total Volume and Open Interest |
125,216 |
617,785 |
+3,800 |
Soybean Meal(CBOT) |
Dec10 |
101105 |
348.40 |
350.00 |
345.30 |
348.00 |
-0.20 |
25,590 |
97,790 |
-1,119 |
Jan11 |
101105 |
349.60 |
351.00 |
346.50 |
349.30 |
-0.20 |
9,027 |
27,605 |
-896 |
Mar11 |
101105 |
353.20 |
353.20 |
348.30 |
352.00 |
+0.50 |
3,835 |
24,005 |
+185 |
May11 |
101105 |
352.80 |
353.30 |
349.30 |
352.60 |
+1.10 |
1,680 |
19,954 |
-143 |
Jul11 |
101105 |
352.70 |
354.30 |
350.30 |
354.20 |
+1.30 |
2,831 |
15,531 |
+344 |
Aug11 |
101105 |
345.40 |
347.90 |
340.70 |
347.90 |
+0.60 |
348 |
3,726 |
+190 |
Sep11 |
101105 |
339.20 |
339.90 |
336.50 |
339.90 |
+0.20 |
322 |
4,008 |
+116 |
Oct11 |
101105 |
325.50 |
326.00 |
323.30 |
326.00 |
-0.70 |
540 |
2,211 |
+183 |
Total Volume and Open Interest |
45,902 |
203,492 |
-1,219 |
Soybean Oil(CBOT) |
Dec10 |
101105 |
51.30 |
52.50 |
51.26 |
52.22 |
+0.97 |
31,402 |
130,825 |
-1,291 |
Jan11 |
101105 |
51.66 |
52.87 |
51.61 |
52.58 |
+0.97 |
14,615 |
108,854 |
+3,573 |
Mar11 |
101105 |
51.98 |
53.12 |
51.98 |
52.96 |
+0.98 |
5,258 |
59,413 |
+1,147 |
May11 |
101105 |
52.47 |
53.32 |
52.34 |
53.19 |
+1.01 |
2,750 |
22,577 |
+281 |
Jul11 |
101105 |
52.41 |
53.50 |
52.41 |
53.38 |
+0.99 |
2,721 |
20,437 |
-258 |
Aug11 |
101105 |
52.45 |
53.41 |
52.45 |
53.41 |
+0.99 |
122 |
4,579 |
-3 |
Sep11 |
101105 |
52.45 |
53.43 |
52.45 |
53.43 |
+0.99 |
446 |
1,748 |
+48 |
Oct11 |
101105 |
52.45 |
53.56 |
52.45 |
53.43 |
+0.99 |
500 |
2,673 |
+61 |
Total Volume and Open Interest |
58,731 |
362,969 |
+3,664 |
Canola(WCE) |
Nov10 |
101105 |
548.5 |
548.7 |
546.0 |
546.4 |
+0.6 |
13 |
245 |
-147 |
Jan11 |
101105 |
551.0 |
557.0 |
549.3 |
551.1 |
+0.2 |
6,580 |
141,792 |
+1,114 |
Mar11 |
101105 |
560.0 |
562.7 |
556.8 |
558.1 |
unch |
829 |
14,693 |
-37 |
May11 |
101105 |
563.2 |
565.4 |
559.0 |
560.6 |
+0.3 |
116 |
4,555 |
+36 |
Jul11 |
101105 |
565.2 |
566.8 |
559.2 |
561.7 |
+0.4 |
330 |
11,798 |
+212 |
Total Volume and Open Interest |
9,315 |
199,178 |
+2,287 |
Corn(CBOT) |
Dec10 |
101105 |
590.00 |
591.75 |
583.00 |
587.75 |
-2.25 |
203,281 |
514,599 |
-26,035 |
Mar11 |
101105 |
603.75 |
605.50 |
597.00 |
601.75 |
-2.00 |
76,735 |
512,929 |
+16,002 |
May11 |
101105 |
610.00 |
611.50 |
603.25 |
608.50 |
-1.50 |
12,852 |
105,063 |
+931 |
Jul11 |
101105 |
613.50 |
615.00 |
606.50 |
611.75 |
-1.75 |
33,355 |
193,041 |
+5,040 |
Sep11 |
101105 |
575.50 |
576.50 |
570.50 |
575.75 |
+0.25 |
2,570 |
34,328 |
+220 |
Dec11 |
101105 |
554.00 |
556.00 |
548.25 |
555.25 |
+0.75 |
49,037 |
214,317 |
+7,854 |
Total Volume and Open Interest |
380,946 |
1,621,939 |
+3,739 |
Wheat(CBOT) |
Dec10 |
101105 |
715.75 |
731.50 |
705.00 |
728.75 |
+15.00 |
57,253 |
193,084 |
-7,882 |
Mar11 |
101105 |
755.00 |
771.50 |
744.75 |
769.00 |
+15.50 |
26,439 |
124,431 |
+763 |
May11 |
101105 |
776.50 |
794.75 |
767.00 |
794.00 |
+18.75 |
3,216 |
33,606 |
+582 |
Jul11 |
101105 |
788.00 |
803.75 |
778.75 |
802.50 |
+15.50 |
6,109 |
85,293 |
-542 |
Sep11 |
101105 |
811.00 |
824.50 |
803.50 |
824.00 |
+14.25 |
2,306 |
15,282 |
+488 |
Total Volume and Open Interest |
102,830 |
516,349 |
-6,714 |
Wheat(KCBT) |
Dec10 |
101105 |
770.00 |
787.00 |
760.25 |
786.00 |
+17.00 |
9,638 |
75,714 |
-1,552 |
Mar11 |
101105 |
785.25 |
804.00 |
776.00 |
801.75 |
+17.00 |
7,019 |
89,769 |
-774 |
May11 |
101105 |
793.50 |
814.00 |
787.50 |
811.00 |
+17.50 |
776 |
18,063 |
-155 |
Jul11 |
101105 |
799.00 |
817.00 |
792.50 |
816.00 |
+16.25 |
3,553 |
42,337 |
+1,253 |
Sep11 |
101105 |
815.00 |
825.00 |
804.00 |
823.75 |
+15.75 |
449 |
5,943 |
+292 |
Total Volume and Open Interest |
22,270 |
240,320 |
-419 |
Wheat(MGE) |
Dec10 |
101105 |
784.00 |
798.50 |
773.50 |
797.00 |
+12.25 |
4,759 |
17,609 |
-14 |
Mar11 |
101105 |
798.00 |
813.50 |
787.75 |
811.75 |
+12.75 |
3,838 |
24,833 |
+245 |
May11 |
101105 |
808.25 |
821.25 |
795.50 |
820.75 |
+12.50 |
916 |
7,211 |
+520 |
Jul11 |
101105 |
814.00 |
828.00 |
803.00 |
826.00 |
+12.00 |
631 |
7,980 |
+66 |
Sep11 |
101105 |
813.50 |
830.00 |
807.75 |
828.25 |
+14.00 |
871 |
5,556 |
+337 |
Total Volume and Open Interest |
11,542 |
69,802 |
+1,289 |
Oats(CBOT) |
Dec10 |
101105 |
377.75 |
379.25 |
362.00 |
375.25 |
-2.25 |
511 |
5,414 |
-144 |
Mar11 |
101105 |
389.50 |
391.75 |
376.00 |
387.75 |
-2.25 |
368 |
7,150 |
+33 |
May11 |
101105 |
383.00 |
395.00 |
383.00 |
393.25 |
-1.75 |
7 |
161 |
+1 |
Jul11 |
101105 |
387.00 |
400.00 |
387.00 |
398.25 |
-1.75 |
0 |
45 |
+0 |
Total Volume and Open Interest |
887 |
13,577 |
-109 |
Rough Rice(CBOT) |
Nov10 |
101105 |
14.60 |
14.72 |
14.32 |
14.70 |
+0.14 |
30 |
154 |
+5 |
Jan11 |
101105 |
14.86 |
15.04 |
14.61 |
14.98 |
+0.12 |
920 |
12,220 |
-19 |
Mar11 |
101105 |
15.21 |
15.31 |
14.90 |
15.25 |
+0.11 |
177 |
3,324 |
+33 |
May11 |
101105 |
15.45 |
15.53 |
15.17 |
15.51 |
+0.11 |
10 |
746 |
+5 |
Total Volume and Open Interest |
1,152 |
18,454 |
+28 |
Live Cattle(CME) |
Dec10 |
101105 |
97.850 |
97.885 |
97.100 |
97.550 |
-0.100 |
24,773 |
126,017 |
-7,114 |
Feb11 |
101105 |
101.500 |
102.000 |
101.080 |
101.800 |
+0.320 |
12,954 |
85,340 |
+2,352 |
Apr11 |
101105 |
105.450 |
105.635 |
104.850 |
105.480 |
+0.150 |
7,228 |
56,536 |
+494 |
Jun11 |
101105 |
102.785 |
103.150 |
102.400 |
103.080 |
+0.230 |
2,216 |
27,396 |
-51 |
Aug11 |
101105 |
102.700 |
103.000 |
102.430 |
102.850 |
-0.050 |
327 |
9,516 |
+9 |
Oct11 |
101105 |
105.080 |
105.600 |
104.950 |
105.350 |
-0.035 |
168 |
5,254 |
+36 |
Total Volume and Open Interest |
47,703 |
311,786 |
-4,272 |
Feeder Cattle(CME) |
Nov10 |
101105 |
110.350 |
110.785 |
110.035 |
110.600 |
+0.465 |
717 |
3,283 |
-197 |
Jan11 |
101105 |
110.635 |
110.950 |
110.100 |
110.785 |
+0.385 |
1,559 |
13,283 |
-96 |
Mar11 |
101105 |
111.300 |
112.000 |
111.000 |
111.950 |
+0.600 |
383 |
5,128 |
+98 |
Apr11 |
101105 |
112.700 |
113.300 |
112.600 |
113.300 |
+0.570 |
49 |
1,318 |
+18 |
May11 |
101105 |
113.430 |
114.200 |
113.430 |
114.100 |
+0.400 |
65 |
1,776 |
+42 |
Aug11 |
101105 |
114.950 |
115.600 |
114.850 |
115.600 |
+0.700 |
30 |
885 |
+21 |
Sep11 |
101105 |
114.500 |
114.850 |
114.500 |
114.850 |
-0.150 |
0 |
39 |
+0 |
Total Volume and Open Interest |
2,803 |
25,712 |
-114 |
Lean Hogs(CME) |
Dec10 |
101105 |
67.885 |
68.180 |
66.800 |
66.950 |
-0.685 |
20,893 |
73,675 |
-4,510 |
Feb11 |
101105 |
73.950 |
74.400 |
73.330 |
73.535 |
-0.265 |
11,487 |
48,974 |
+1,734 |
Apr11 |
101105 |
78.000 |
78.580 |
77.550 |
78.100 |
+0.250 |
3,849 |
37,055 |
-489 |
May11 |
101105 |
84.500 |
84.750 |
84.200 |
84.480 |
-0.020 |
190 |
1,508 |
-31 |
Jun11 |
101105 |
87.500 |
87.785 |
87.100 |
87.450 |
-0.085 |
1,529 |
25,421 |
+286 |
Jul11 |
101105 |
87.300 |
87.550 |
86.785 |
87.385 |
-0.150 |
188 |
5,606 |
+38 |
Aug11 |
101105 |
86.400 |
86.900 |
86.150 |
86.550 |
+0.150 |
624 |
5,630 |
-385 |
Oct11 |
101105 |
80.250 |
80.350 |
79.500 |
80.050 |
-0.200 |
313 |
2,267 |
+132 |
Total Volume and Open Interest |
39,174 |
200,810 |
-3,204 |
Pork Bellies(CME) |
Feb11 |
101105 |
104.500 |
104.500 |
104.500 |
104.500 |
unch |
2 |
6 |
-2 |
Mar11 |
101105 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
0 |
1 |
+0 |
May11 |
101105 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
|
|
|
Jul11 |
101105 |
103.500 |
103.500 |
103.500 |
103.500 |
unch |
|
|
|
Aug11 |
101105 |
102.500 |
102.500 |
102.500 |
102.500 |
unch |
|
|
|
Total Volume and Open Interest |
2 |
7 |
-2 |
Class III Milk(CME) |
Nov10 |
101105 |
15.68 |
15.71 |
15.41 |
15.45 |
-0.24 |
261 |
4,955 |
+15 |
Dec10 |
101105 |
14.28 |
14.32 |
13.54 |
13.56 |
-0.73 |
532 |
5,810 |
-6 |
Jan11 |
101105 |
13.98 |
13.98 |
13.42 |
13.54 |
-0.39 |
152 |
2,790 |
-12 |
Feb11 |
101105 |
13.90 |
13.91 |
13.50 |
13.58 |
-0.33 |
144 |
2,312 |
+68 |
Mar11 |
101105 |
14.06 |
14.07 |
13.68 |
13.74 |
-0.28 |
134 |
2,138 |
+89 |
Total Volume and Open Interest |
1,671 |
29,420 |
+399 |
Cocoa(ICE) |
Dec10 |
101105 |
2752 |
2754 |
2705 |
2734 |
-22 |
9,339 |
41,806 |
-5,587 |
Mar11 |
101105 |
2798 |
2798 |
2746 |
2774 |
-24 |
6,259 |
50,343 |
+2,785 |
May11 |
101105 |
2811 |
2811 |
2769 |
2797 |
-23 |
913 |
16,228 |
+356 |
Jul11 |
101105 |
2830 |
2830 |
2780 |
2814 |
-21 |
67 |
6,723 |
+43 |
Sep11 |
101105 |
2840 |
2840 |
2800 |
2827 |
-23 |
4 |
3,928 |
+1 |
Dec11 |
101105 |
2837 |
2857 |
2825 |
2848 |
-25 |
0 |
9,083 |
+6 |
Mar12 |
101105 |
2892 |
2922 |
2891 |
2916 |
-26 |
2 |
10,662 |
-1 |
Total Volume and Open Interest |
16,584 |
144,032 |
-2,397 |
Coffee "C"(ICE) |
Dec10 |
101105 |
205.00 |
206.85 |
203.30 |
205.15 |
-0.65 |
17,800 |
68,196 |
-4,282 |
Mar11 |
101105 |
207.45 |
209.25 |
205.75 |
207.65 |
-0.60 |
9,899 |
56,520 |
+3,341 |
May11 |
101105 |
207.90 |
209.40 |
206.40 |
208.35 |
-0.20 |
1,220 |
11,759 |
+169 |
Jul11 |
101105 |
206.60 |
206.75 |
204.45 |
206.25 |
-0.15 |
411 |
5,422 |
+174 |
Sep11 |
101105 |
202.75 |
203.15 |
200.75 |
202.80 |
+0.10 |
100 |
2,710 |
+27 |
Dec11 |
101105 |
197.75 |
198.65 |
196.20 |
197.80 |
+0.05 |
45 |
2,444 |
-2 |
Total Volume and Open Interest |
29,475 |
148,022 |
-573 |
Orange Juice(ICE) |
Nov10 |
101105 |
163.80 |
163.80 |
162.10 |
162.25 |
-3.40 |
11 |
479 |
+4 |
Jan11 |
101105 |
161.00 |
161.90 |
156.00 |
156.85 |
-4.15 |
1,137 |
23,299 |
+95 |
Mar11 |
101105 |
162.00 |
162.00 |
157.00 |
157.85 |
-4.10 |
478 |
2,765 |
+317 |
May11 |
101105 |
159.25 |
159.35 |
158.25 |
159.30 |
-3.85 |
6 |
621 |
+2 |
Jul11 |
101105 |
159.50 |
160.40 |
159.50 |
160.40 |
-3.70 |
0 |
1,247 |
+0 |
Sep11 |
101105 |
161.30 |
161.30 |
161.30 |
161.30 |
-3.30 |
0 |
24 |
+0 |
Total Volume and Open Interest |
1,632 |
28,463 |
+418 |
Sugar #11(ICE) |
Mar11 |
101105 |
31.95 |
32.30 |
30.68 |
31.76 |
+0.10 |
83,546 |
250,413 |
-20,790 |
May11 |
101105 |
29.49 |
29.75 |
28.25 |
29.29 |
+0.05 |
19,085 |
96,297 |
+332 |
Jul11 |
101105 |
26.56 |
26.87 |
25.63 |
26.37 |
-0.12 |
9,667 |
98,742 |
-1,462 |
Oct11 |
101105 |
24.80 |
25.09 |
24.00 |
24.58 |
-0.16 |
3,097 |
50,041 |
-345 |
Mar12 |
101105 |
23.50 |
23.87 |
22.90 |
23.31 |
-0.17 |
3,604 |
44,181 |
-1,569 |
Total Volume and Open Interest |
121,588 |
580,723 |
-23,347 |
London Cocoa(LCE) |
Dec10 |
101105 |
1815 |
1818 |
1775 |
1786 |
-32 |
4,334 |
62,699 |
+203 |
Mar11 |
101105 |
1840 |
1843 |
1805 |
1815 |
-27 |
4,348 |
57,869 |
-5 |
May11 |
101105 |
1855 |
1860 |
1823 |
1833 |
-27 |
957 |
18,799 |
+362 |
Jul11 |
101105 |
1875 |
1876 |
1844 |
1852 |
-27 |
512 |
12,321 |
+109 |
Sep11 |
101105 |
1891 |
1891 |
1860 |
1864 |
-28 |
317 |
7,435 |
+84 |
Dec11 |
101105 |
1899 |
1899 |
1869 |
1872 |
-29 |
93 |
12,225 |
+30 |
Mar12 |
101105 |
1897 |
1897 |
1881 |
1881 |
-27 |
2 |
9,078 |
+0 |
Total Volume and Open Interest |
10,563 |
183,278 |
+783 |
London Sugar(LCE) |
Dec10 |
101105 |
776.00 |
783.90 |
755.00 |
776.10 |
+3.40 |
2,190 |
16,900 |
-1,031 |
Mar11 |
101105 |
786.70 |
788.00 |
758.00 |
778.60 |
+2.10 |
1,689 |
30,111 |
+555 |
May11 |
101105 |
755.20 |
760.00 |
732.70 |
753.20 |
+4.20 |
458 |
7,882 |
+156 |
Aug11 |
101105 |
696.00 |
704.90 |
677.70 |
694.50 |
+1.10 |
86 |
6,473 |
+23 |
Oct11 |
101105 |
643.70 |
650.00 |
632.20 |
642.80 |
-0.90 |
12 |
1,029 |
+7 |
Total Volume and Open Interest |
4,435 |
63,267 |
-290 |
Cotton(ICE) |
Dec10 |
101105 |
139.90 |
144.60 |
138.55 |
142.23 |
+1.78 |
29,902 |
100,993 |
-7,505 |
Mar11 |
101105 |
136.51 |
140.70 |
134.88 |
138.11 |
+1.45 |
26,601 |
78,717 |
-1,015 |
May11 |
101105 |
132.21 |
136.31 |
131.30 |
134.54 |
+1.68 |
5,252 |
12,587 |
+942 |
Jul11 |
101105 |
128.25 |
131.99 |
127.80 |
130.80 |
+1.69 |
5,549 |
24,232 |
+967 |
Oct11 |
101105 |
111.30 |
115.23 |
111.30 |
114.49 |
+3.23 |
235 |
157 |
+109 |
Dec11 |
101105 |
96.00 |
97.96 |
96.00 |
97.96 |
+0.99 |
2,944 |
20,774 |
+955 |
Total Volume and Open Interest |
70,501 |
238,307 |
-5,531 |
Lumber(CME) |
Nov10 |
101105 |
266.2 |
266.7 |
260.7 |
263.7 |
-3.3 |
190 |
1,048 |
-129 |
Jan11 |
101105 |
284.6 |
284.8 |
275.2 |
277.0 |
-6.1 |
406 |
5,580 |
+113 |
Mar11 |
101105 |
300.6 |
300.7 |
292.0 |
293.5 |
-8.5 |
129 |
2,586 |
+71 |
May11 |
101105 |
304.8 |
304.8 |
297.6 |
301.6 |
-6.0 |
51 |
637 |
+39 |
Total Volume and Open Interest |
776 |
10,011 |
+94 |
Crude Oil(NYM) |
Dec10 |
101105 |
86.60 |
87.43 |
85.96 |
86.85 |
+0.36 |
393,735 |
364,559 |
+1,841 |
Jan11 |
101105 |
87.44 |
88.04 |
86.60 |
87.48 |
+0.32 |
110,498 |
198,235 |
+8,806 |
Feb11 |
101105 |
87.85 |
88.50 |
87.11 |
87.97 |
+0.31 |
61,950 |
84,488 |
+4,754 |
Mar11 |
101105 |
88.32 |
88.92 |
87.57 |
88.42 |
+0.32 |
40,368 |
98,296 |
+8,142 |
Apr11 |
101105 |
88.57 |
89.07 |
88.00 |
88.79 |
+0.35 |
14,268 |
42,546 |
+452 |
May11 |
101105 |
89.34 |
89.34 |
88.32 |
89.12 |
+0.37 |
9,943 |
27,698 |
-643 |
Jun11 |
101105 |
89.20 |
89.80 |
88.52 |
89.37 |
+0.37 |
19,701 |
87,235 |
+353 |
Jul11 |
101105 |
89.33 |
89.78 |
88.94 |
89.60 |
+0.38 |
2,982 |
36,891 |
+619 |
Aug11 |
101105 |
89.54 |
89.86 |
89.02 |
89.79 |
+0.39 |
2,230 |
14,557 |
+242 |
Sep11 |
101105 |
89.89 |
89.97 |
89.58 |
89.97 |
+0.39 |
3,009 |
23,230 |
+382 |
Oct11 |
101105 |
89.87 |
90.16 |
89.77 |
90.16 |
+0.39 |
1,909 |
16,114 |
+381 |
Nov11 |
101105 |
90.02 |
90.50 |
90.02 |
90.36 |
+0.38 |
1,151 |
19,551 |
+278 |
Dec11 |
101105 |
90.48 |
90.84 |
89.69 |
90.58 |
+0.37 |
29,765 |
145,173 |
+3,575 |
Jan12 |
101105 |
90.68 |
90.68 |
90.68 |
90.68 |
+0.37 |
492 |
15,802 |
+102 |
Feb12 |
101105 |
90.76 |
90.76 |
90.76 |
90.76 |
+0.37 |
215 |
6,616 |
+208 |
Mar12 |
101105 |
90.84 |
90.84 |
90.84 |
90.84 |
+0.38 |
219 |
9,704 |
+202 |
Total Volume and Open Interest |
717,828 |
1,467,284 |
+33,960 |
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 |
101105 |
87.350 |
88.100 |
86.775 |
87.475 |
+0.325 |
708 |
2,644 |
+123 |
Feb11 |
101105 |
87.950 |
88.300 |
87.375 |
87.975 |
+0.325 |
50 |
613 |
+4 |
Mar11 |
101105 |
88.200 |
88.425 |
87.675 |
88.425 |
+0.325 |
212 |
234 |
+69 |
Apr11 |
101105 |
88.800 |
88.800 |
88.800 |
88.800 |
+0.350 |
0 |
5 |
+0 |
May11 |
101105 |
89.125 |
89.125 |
89.125 |
89.125 |
+0.375 |
0 |
11 |
+0 |
Jun11 |
101105 |
89.375 |
89.375 |
89.375 |
89.375 |
+0.375 |
2 |
28 |
-1 |
Jul11 |
101105 |
89.600 |
89.600 |
89.600 |
89.600 |
+0.375 |
0 |
1 |
+0 |
Aug11 |
101105 |
89.800 |
89.800 |
89.800 |
89.800 |
+0.400 |
|
|
|
Total Volume and Open Interest |
14,530 |
8,215 |
+277 |
Heating Oil(NYM) |
Dec10 |
101105 |
237.53 |
239.50 |
236.16 |
238.48 |
+1.17 |
60,400 |
95,983 |
-572 |
Jan11 |
101105 |
239.93 |
241.70 |
238.51 |
240.74 |
+1.15 |
19,135 |
75,138 |
+186 |
Feb11 |
101105 |
240.74 |
242.26 |
239.84 |
242.14 |
+1.10 |
8,400 |
28,038 |
+647 |
Mar11 |
101105 |
241.71 |
243.15 |
240.41 |
242.55 |
+1.11 |
8,080 |
22,053 |
+917 |
Apr11 |
101105 |
239.96 |
242.10 |
239.59 |
241.72 |
+1.13 |
2,337 |
12,585 |
+64 |
May11 |
101105 |
241.08 |
241.90 |
239.45 |
241.29 |
+1.12 |
1,983 |
13,923 |
-147 |
Jun11 |
101105 |
239.87 |
241.26 |
239.26 |
241.23 |
+1.13 |
4,123 |
30,780 |
+337 |
Jul11 |
101105 |
241.63 |
242.18 |
241.63 |
242.18 |
+1.07 |
253 |
5,705 |
+119 |
Aug11 |
101105 |
241.92 |
243.30 |
241.31 |
243.30 |
+1.00 |
179 |
4,168 |
+11 |
Sep11 |
101105 |
244.85 |
244.85 |
244.85 |
244.85 |
+1.02 |
54 |
4,720 |
+2 |
Oct11 |
101105 |
246.71 |
246.71 |
246.71 |
246.71 |
+1.04 |
56 |
1,951 |
-16 |
Nov11 |
101105 |
247.58 |
248.68 |
246.65 |
248.68 |
+1.06 |
103 |
2,471 |
+40 |
Total Volume and Open Interest |
107,788 |
320,518 |
+2,036 |
Gasoline(NYMEX) |
Dec10 |
101105 |
217.79 |
219.22 |
216.14 |
218.00 |
+0.29 |
49,637 |
95,179 |
-2,107 |
Jan11 |
101105 |
218.70 |
219.97 |
217.12 |
218.94 |
+0.46 |
20,919 |
66,738 |
+2,645 |
Feb11 |
101105 |
220.92 |
221.50 |
219.46 |
221.05 |
+0.57 |
7,187 |
21,489 |
+700 |
Mar11 |
101105 |
222.89 |
223.43 |
221.68 |
223.36 |
+0.63 |
4,858 |
18,658 |
+359 |
Apr11 |
101105 |
234.71 |
235.19 |
234.02 |
235.19 |
+0.75 |
2,069 |
19,403 |
-324 |
May11 |
101105 |
236.21 |
236.32 |
234.35 |
236.25 |
+0.85 |
1,192 |
9,049 |
+107 |
Jun11 |
101105 |
235.62 |
237.25 |
235.39 |
236.81 |
+0.89 |
3,293 |
14,865 |
+481 |
Jul11 |
101105 |
235.64 |
236.67 |
235.64 |
236.67 |
+0.90 |
623 |
3,840 |
+48 |
Aug11 |
101105 |
234.76 |
236.17 |
234.76 |
236.17 |
+0.95 |
363 |
5,202 |
-98 |
Sep11 |
101105 |
235.20 |
235.20 |
235.20 |
235.20 |
+0.94 |
262 |
3,029 |
-43 |
Total Volume and Open Interest |
95,560 |
279,935 |
+2,099 |
e-miNY RBOB Gasoline(NYM) |
Dec10 |
101105 |
218.00 |
218.00 |
218.00 |
218.00 |
+0.30 |
0 |
2 |
+0 |
Jan11 |
101105 |
218.90 |
218.94 |
218.90 |
218.90 |
+0.40 |
0 |
1 |
+0 |
Feb11 |
101105 |
221.10 |
221.10 |
221.05 |
221.10 |
+0.60 |
0 |
1 |
+0 |
Mar11 |
101105 |
223.40 |
223.40 |
223.36 |
223.40 |
+0.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Dec10 |
101105 |
3.854 |
3.948 |
3.846 |
3.937 |
+0.081 |
78,098 |
171,623 |
+864 |
Jan11 |
101105 |
4.114 |
4.188 |
4.096 |
4.176 |
+0.067 |
29,293 |
176,164 |
+154 |
Feb11 |
101105 |
4.113 |
4.186 |
4.103 |
4.180 |
+0.063 |
16,917 |
52,904 |
-3,297 |
Mar11 |
101105 |
4.092 |
4.150 |
4.071 |
4.147 |
+0.057 |
14,931 |
79,273 |
+2,427 |
Apr11 |
101105 |
4.060 |
4.120 |
4.044 |
4.112 |
+0.047 |
9,131 |
64,178 |
-505 |
May11 |
101105 |
4.097 |
4.146 |
4.070 |
4.139 |
+0.043 |
2,127 |
22,227 |
+149 |
Jun11 |
101105 |
4.151 |
4.190 |
4.120 |
4.185 |
+0.035 |
964 |
11,109 |
-14 |
Jul11 |
101105 |
4.239 |
4.253 |
4.187 |
4.243 |
+0.028 |
1,003 |
10,777 |
-20 |
Aug11 |
101105 |
4.259 |
4.294 |
4.226 |
4.286 |
+0.027 |
871 |
10,371 |
+85 |
Sep11 |
101105 |
4.270 |
4.310 |
4.248 |
4.306 |
+0.028 |
508 |
9,588 |
+62 |
Oct11 |
101105 |
4.355 |
4.393 |
4.328 |
4.386 |
+0.031 |
3,326 |
35,821 |
+100 |
Nov11 |
101105 |
4.599 |
4.615 |
4.551 |
4.611 |
+0.021 |
1,082 |
14,255 |
-83 |
Dec11 |
101105 |
4.920 |
4.932 |
4.867 |
4.931 |
+0.026 |
1,206 |
18,260 |
+21 |
Jan12 |
101105 |
5.117 |
5.124 |
5.065 |
5.124 |
+0.024 |
1,271 |
23,575 |
+142 |
Feb12 |
101105 |
5.084 |
5.099 |
5.040 |
5.099 |
+0.023 |
111 |
6,493 |
+10 |
Mar12 |
101105 |
4.969 |
4.991 |
4.933 |
4.991 |
+0.023 |
237 |
13,865 |
+49 |
Total Volume and Open Interest |
161,614 |
796,753 |
+36 |
Brent Crude Oil(ICE) |
Dec10 |
101105 |
88.28 |
88.80 |
87.31 |
88.11 |
+0.11 |
195,888 |
197,525 |
-7,944 |
Jan11 |
101105 |
88.50 |
88.96 |
87.54 |
88.34 |
+0.14 |
111,369 |
219,785 |
+5,415 |
Feb11 |
101105 |
88.83 |
89.20 |
87.80 |
88.60 |
+0.16 |
47,851 |
100,921 |
+2,541 |
Mar11 |
101105 |
89.42 |
89.43 |
88.04 |
88.85 |
+0.17 |
28,919 |
49,605 |
+4,111 |
Apr11 |
101105 |
89.54 |
89.54 |
88.40 |
89.12 |
+0.19 |
12,469 |
37,284 |
+3,677 |
May11 |
101105 |
89.81 |
89.81 |
88.67 |
89.40 |
+0.21 |
5,648 |
23,114 |
+73 |
Jun11 |
101105 |
89.99 |
90.20 |
88.89 |
89.67 |
+0.23 |
14,831 |
38,745 |
+239 |
Jul11 |
101105 |
90.23 |
90.44 |
89.29 |
89.93 |
+0.26 |
3,110 |
10,579 |
-151 |
Aug11 |
101105 |
90.45 |
90.66 |
89.66 |
90.16 |
+0.28 |
2,046 |
10,162 |
+2 |
Sep11 |
101105 |
90.36 |
90.36 |
90.36 |
90.36 |
+0.28 |
1,507 |
7,462 |
+186 |
Oct11 |
101105 |
90.56 |
90.56 |
90.56 |
90.56 |
+0.29 |
1,130 |
5,837 |
+261 |
Nov11 |
101105 |
90.74 |
90.74 |
90.74 |
90.74 |
+0.29 |
854 |
10,008 |
+139 |
Dec11 |
101105 |
91.29 |
91.30 |
90.12 |
90.93 |
+0.29 |
15,857 |
72,855 |
-1,785 |
Jan12 |
101105 |
91.14 |
91.14 |
91.14 |
91.14 |
+0.29 |
726 |
11,556 |
-308 |
Total Volume and Open Interest |
446,874 |
879,316 |
+6,196 |
Gas Oil(ICE) |
Nov10 |
101105 |
740.00 |
743.75 |
733.25 |
735.25 |
-2.25 |
41,469 |
70,361 |
-3,424 |
Dec10 |
101105 |
744.00 |
748.25 |
738.25 |
739.75 |
-1.75 |
83,292 |
120,229 |
+740 |
Jan11 |
101105 |
750.50 |
752.50 |
742.25 |
743.75 |
-2.25 |
27,731 |
92,722 |
+1,239 |
Feb11 |
101105 |
754.25 |
754.75 |
745.50 |
746.75 |
-2.25 |
9,868 |
45,111 |
-112 |
Mar11 |
101105 |
753.00 |
756.00 |
748.25 |
748.75 |
-2.50 |
7,612 |
29,265 |
+48 |
Apr11 |
101105 |
753.25 |
757.75 |
749.75 |
750.50 |
-2.25 |
7,237 |
31,954 |
+1,207 |
May11 |
101105 |
754.00 |
759.75 |
751.50 |
752.25 |
-2.25 |
5,215 |
26,939 |
+1,595 |
Jun11 |
101105 |
758.25 |
762.00 |
753.50 |
754.50 |
-2.25 |
10,262 |
50,384 |
+147 |
Jul11 |
101105 |
759.75 |
765.50 |
758.00 |
758.00 |
-2.25 |
1,929 |
16,631 |
+502 |
Aug11 |
101105 |
763.00 |
767.00 |
762.00 |
762.00 |
-2.50 |
1,062 |
12,668 |
+6 |
Total Volume and Open Interest |
206,354 |
619,304 |
+1,811 |
Ethanol(CBOT) |
Nov10 |
101103 |
2.395 |
2.395 |
2.361 |
2.390 |
+0.013 |
76 |
80 |
-56 |
Dec10 |
101105 |
2.347 |
2.354 |
2.330 |
2.346 |
-0.001 |
138 |
1,462 |
-30 |
Jan11 |
101105 |
2.270 |
2.272 |
2.260 |
2.270 |
-0.002 |
81 |
980 |
+23 |
Feb11 |
101105 |
2.246 |
2.249 |
2.239 |
2.249 |
+0.003 |
48 |
1,031 |
+10 |
Mar11 |
101105 |
2.241 |
2.254 |
2.239 |
2.253 |
+0.004 |
133 |
759 |
+16 |
Apr11 |
101105 |
2.259 |
2.259 |
2.258 |
2.258 |
+0.005 |
58 |
805 |
+36 |
May11 |
101105 |
2.253 |
2.264 |
2.253 |
2.264 |
+0.003 |
99 |
290 |
+13 |
Jun11 |
101105 |
2.260 |
2.264 |
2.260 |
2.264 |
+0.003 |
5 |
519 |
+5 |
Total Volume and Open Interest |
585 |
8,139 |
+33 |
WTI Crude Oil(ICE |
Dec10 |
101105 |
86.73 |
87.45 |
85.96 |
86.85 |
+0.36 |
115,601 |
118,967 |
+1,036 |
Jan11 |
101105 |
87.61 |
88.07 |
86.61 |
87.48 |
+0.32 |
45,117 |
84,684 |
+2,107 |
Feb11 |
101105 |
88.14 |
88.53 |
87.12 |
87.97 |
+0.31 |
18,142 |
35,430 |
+2,510 |
Mar11 |
101105 |
88.04 |
88.86 |
87.55 |
88.42 |
+0.32 |
11,537 |
36,646 |
+2,080 |
Apr11 |
101105 |
88.38 |
89.22 |
87.90 |
88.79 |
+0.35 |
5,068 |
20,520 |
-123 |
May11 |
101105 |
88.48 |
89.54 |
88.44 |
89.12 |
+0.37 |
2,573 |
8,831 |
-385 |
Jun11 |
101105 |
88.75 |
89.79 |
88.62 |
89.37 |
+0.37 |
7,294 |
37,824 |
+201 |
Jul11 |
101105 |
89.11 |
89.60 |
89.06 |
89.60 |
+0.38 |
602 |
12,401 |
+43 |
Aug11 |
101105 |
89.25 |
89.79 |
89.25 |
89.79 |
+0.39 |
472 |
7,931 |
-26 |
Sep11 |
101105 |
89.97 |
89.97 |
89.97 |
89.97 |
+0.39 |
718 |
11,046 |
-9 |
Oct11 |
101105 |
90.16 |
90.16 |
90.16 |
90.16 |
+0.39 |
361 |
3,885 |
-52 |
Nov11 |
101105 |
90.36 |
90.36 |
90.36 |
90.36 |
+0.38 |
281 |
6,042 |
-3 |
Dec11 |
101105 |
90.73 |
91.00 |
89.69 |
90.58 |
+0.37 |
11,701 |
50,689 |
+918 |
Jan12 |
101105 |
90.68 |
90.68 |
90.68 |
90.68 |
+0.37 |
10 |
5,084 |
+0 |
Feb12 |
101105 |
90.76 |
90.76 |
90.76 |
90.76 |
+0.37 |
24 |
813 |
-14 |
Mar12 |
101105 |
90.84 |
90.84 |
90.84 |
90.84 |
+0.38 |
24 |
3,091 |
-4 |
Total Volume and Open Interest |
222,883 |
515,392 |
+8,042 |
US Dollar Index(ICE) |
Dec10 |
101105 |
75.935 |
76.785 |
75.935 |
76.690 |
+0.690 |
41,299 |
38,319 |
-1,235 |
Mar11 |
101105 |
76.330 |
77.160 |
76.330 |
77.080 |
+0.675 |
169 |
749 |
+41 |
Jun11 |
101105 |
77.510 |
77.510 |
77.510 |
77.510 |
+0.675 |
0 |
4 |
+0 |
Total Volume and Open Interest |
41,468 |
39,072 |
-1,194 |
Australian Dollar(CME) |
Dec10 |
101105 |
101.04 |
101.37 |
100.40 |
101.00 |
-0.05 |
120,815 |
126,572 |
+1,368 |
Mar11 |
101105 |
99.92 |
100.15 |
99.26 |
99.84 |
-0.05 |
130 |
496 |
+21 |
Jun11 |
101105 |
98.63 |
98.68 |
98.63 |
98.63 |
-0.05 |
0 |
152 |
+0 |
Total Volume and Open Interest |
120,945 |
127,357 |
+1,389 |
British Pound(CME) |
Dec10 |
101105 |
162.67 |
162.91 |
161.62 |
161.85 |
-0.91 |
139,808 |
93,562 |
+2,372 |
Mar11 |
101105 |
162.50 |
162.61 |
161.53 |
161.71 |
-0.90 |
98 |
585 |
+16 |
Jun11 |
101105 |
161.76 |
162.44 |
161.55 |
161.55 |
-0.89 |
0 |
41 |
+0 |
Total Volume and Open Interest |
139,906 |
94,207 |
+2,388 |
Canadian Dollar(CME) |
Dec10 |
101105 |
99.69 |
100.01 |
99.08 |
99.88 |
+0.29 |
106,967 |
102,705 |
+3,456 |
Mar11 |
101105 |
99.34 |
99.76 |
98.95 |
99.66 |
+0.30 |
198 |
4,043 |
+32 |
Jun11 |
101105 |
99.22 |
99.50 |
99.08 |
99.39 |
+0.31 |
26 |
1,000 |
+22 |
Sep11 |
101105 |
99.21 |
99.21 |
98.83 |
99.12 |
+0.29 |
8 |
340 |
+0 |
Total Volume and Open Interest |
107,210 |
108,322 |
+3,513 |
Japanese Yen(CME) |
Dec10 |
101105 |
123.91 |
124.07 |
122.75 |
122.97 |
-1.01 |
136,978 |
137,272 |
-1,377 |
Mar11 |
101105 |
124.00 |
124.14 |
122.91 |
123.09 |
-1.01 |
230 |
1,229 |
+33 |
Jun11 |
101105 |
123.25 |
124.24 |
123.25 |
123.25 |
-0.99 |
0 |
208 |
+0 |
Total Volume and Open Interest |
137,208 |
138,718 |
-1,344 |
Swiss Franc(CME) |
Dec10 |
101105 |
104.36 |
104.76 |
103.73 |
104.09 |
-0.28 |
40,857 |
45,137 |
-2,860 |
Mar11 |
101105 |
104.49 |
104.79 |
103.92 |
104.18 |
-0.27 |
41 |
125 |
-4 |
Jun11 |
101105 |
104.27 |
104.53 |
104.27 |
104.27 |
-0.26 |
0 |
1 |
+0 |
Total Volume and Open Interest |
40,898 |
45,265 |
-2,864 |
EuroFX(CME) |
Dec10 |
101105 |
142.07 |
142.45 |
140.17 |
140.38 |
-1.64 |
438,195 |
198,919 |
-5,108 |
Mar11 |
101105 |
141.89 |
142.22 |
140.00 |
140.18 |
-1.63 |
1,186 |
3,202 |
+342 |
Jun11 |
101105 |
140.88 |
141.57 |
139.84 |
139.96 |
-1.61 |
0 |
63 |
+0 |
Total Volume and Open Interest |
439,381 |
202,206 |
-4,766 |
Mexican Peso(CME) |
Nov10 |
101105 |
821.0 |
821.0 |
818.8 |
821.0 |
+2.2 |
0 |
4 |
+0 |
Dec10 |
101105 |
815.5 |
820.0 |
811.2 |
817.5 |
+2.2 |
22,984 |
137,190 |
+1,650 |
Total Volume and Open Interest |
23,026 |
137,546 |
+1,675 |
30-Year T-Bonds(CBOT) |
Dec10 |
101105 |
131~050 |
131~050 |
130~050 |
130~220 |
-1~000 |
|
|
|
Mar11 |
101105 |
129~310 |
130~010 |
128~220 |
129~060 |
-1~010 |
6,811 |
28,334 |
+584 |
Jun11 |
101105 |
127~180 |
129~010 |
127~180 |
128~000 |
-1~010 |
3 |
10 |
+0 |
Total Volume and Open Interest |
503,147 |
680,443 |
+4,951 |
10-Year T-Notes(CBOT) |
Dec10 |
101105 |
127~240 |
127~285 |
127~020 |
127~135 |
-0~105 |
1,346,316 |
1,526,504 |
+3,058 |
Mar11 |
101105 |
126~245 |
127~015 |
126~000 |
126~180 |
-0~130 |
11,847 |
28,272 |
+1,286 |
Jun11 |
101105 |
125~235 |
126~045 |
125~235 |
125~235 |
-0~130 |
1 |
41 |
+1 |
Total Volume and Open Interest |
1,358,169 |
1,554,821 |
+4,349 |
5-Year T-Notes(CBOT) |
Dec10 |
101105 |
122~029 |
122~034 |
121~109 |
121~120 |
-0~040 |
698,648 |
1,126,623 |
+52,386 |
Mar11 |
101105 |
121~066 |
121~096 |
121~045 |
121~053 |
-0~043 |
1,754 |
6,049 |
+1,590 |
Jun11 |
101105 |
120~077 |
120~120 |
120~077 |
120~077 |
-0~043 |
|
|
|
Total Volume and Open Interest |
700,402 |
1,132,672 |
+53,976 |
2 Year T-Notes(CBOT) |
Dec10 |
101105 |
110~001 |
110~001 |
109~120 |
109~120 |
-0~008 |
|
|
|
Mar11 |
101105 |
109~117 |
109~121 |
109~111 |
109~113 |
-0~008 |
1,260 |
10,096 |
+868 |
Jun11 |
101105 |
109~096 |
109~104 |
109~096 |
109~096 |
-0~008 |
|
|
|
Total Volume and Open Interest |
169,215 |
719,452 |
+1,102 |
Eurodollars(CME) |
Dec10 |
101105 |
99.685 |
99.695 |
99.660 |
99.670 |
-0.015 |
133,796 |
985,650 |
-3,965 |
Mar11 |
101105 |
99.635 |
99.640 |
99.585 |
99.590 |
-0.045 |
183,275 |
1,177,546 |
-624 |
Jun11 |
101105 |
99.605 |
99.610 |
99.535 |
99.540 |
-0.065 |
162,389 |
1,138,879 |
+17,597 |
Sep11 |
101105 |
99.560 |
99.565 |
99.485 |
99.490 |
-0.070 |
137,990 |
909,586 |
+72 |
Dec11 |
101105 |
99.505 |
99.505 |
99.425 |
99.435 |
-0.070 |
198,165 |
888,038 |
+13,257 |
Mar12 |
101105 |
99.440 |
99.445 |
99.365 |
99.370 |
-0.070 |
195,485 |
760,093 |
+9,367 |
Jun12 |
101105 |
99.355 |
99.355 |
99.270 |
99.285 |
-0.070 |
193,327 |
470,478 |
+6,020 |
Sep12 |
101105 |
99.250 |
99.250 |
99.155 |
99.180 |
-0.070 |
161,770 |
384,437 |
-6,985 |
Dec12 |
101105 |
99.100 |
99.110 |
99.005 |
99.040 |
-0.065 |
163,719 |
321,396 |
-5,005 |
Mar13 |
101105 |
98.940 |
98.950 |
98.845 |
98.885 |
-0.060 |
105,809 |
264,012 |
+296 |
Jun13 |
101105 |
98.755 |
98.765 |
98.660 |
98.705 |
-0.055 |
82,095 |
156,766 |
+824 |
Sep13 |
101105 |
98.555 |
98.570 |
98.460 |
98.515 |
-0.050 |
70,664 |
168,923 |
-3,350 |
Dec13 |
101105 |
98.350 |
98.355 |
98.250 |
98.305 |
-0.045 |
41,216 |
125,715 |
+728 |
Mar14 |
101105 |
98.145 |
98.155 |
98.045 |
98.105 |
-0.040 |
36,484 |
113,009 |
-131 |
Jun14 |
101105 |
97.920 |
97.925 |
97.825 |
97.880 |
-0.035 |
34,248 |
105,958 |
-222 |
Sep14 |
101105 |
97.690 |
97.695 |
97.600 |
97.650 |
-0.030 |
30,569 |
69,417 |
-14 |
Dec14 |
101105 |
97.440 |
97.465 |
97.385 |
97.420 |
-0.025 |
19,520 |
90,790 |
-743 |
Mar15 |
101105 |
97.250 |
97.270 |
97.180 |
97.215 |
-0.025 |
14,788 |
50,037 |
-659 |
Total Volume and Open Interest |
2,021,126 |
8,417,750 |
+29,548 |
30 Day Federal Funds(CBOT) |
Nov10 |
101105 |
99.810 |
99.812 |
99.805 |
99.808 |
-0.005 |
10,365 |
101,306 |
-1,515 |
Dec10 |
101105 |
99.825 |
99.825 |
99.815 |
99.820 |
unch |
4,476 |
86,289 |
+633 |
Jan11 |
101105 |
99.830 |
99.835 |
99.820 |
99.825 |
-0.005 |
2,070 |
57,387 |
+175 |
Feb11 |
101105 |
99.835 |
99.835 |
99.820 |
99.825 |
-0.005 |
2,193 |
50,123 |
+122 |
Mar11 |
101105 |
99.835 |
99.835 |
99.815 |
99.825 |
-0.005 |
2,776 |
30,155 |
+16 |
Apr11 |
101105 |
99.835 |
99.835 |
99.815 |
99.820 |
-0.010 |
2,315 |
30,686 |
-22 |
Total Volume and Open Interest |
44,812 |
562,594 |
+4,296 |
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 |
101105 |
99.673 |
99.673 |
99.673 |
99.673 |
+0.003 |
51 |
1,729 |
+39 |
Mar11 |
101105 |
99.683 |
99.683 |
99.683 |
99.683 |
-0.002 |
0 |
767 |
+0 |
Jun11 |
101105 |
99.695 |
99.695 |
99.695 |
99.695 |
+0.003 |
|
|
|
Sep11 |
101105 |
99.688 |
99.688 |
99.688 |
99.688 |
+0.003 |
|
|
|
Dec11 |
101105 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Mar12 |
101105 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Jun12 |
101105 |
99.725 |
99.725 |
99.725 |
99.725 |
unch |
|
|
|
Sep12 |
101105 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec12 |
101105 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Mar13 |
101105 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Total Volume and Open Interest |
51 |
2,496 |
+39 |
3-Mth Euro-Yen(SGX) |
Dec10 |
101105 |
99.68 |
99.68 |
99.67 |
99.67 |
+0.00 |
1 |
3,237 |
+0 |
Mar11 |
101105 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.00 |
0 |
1,549 |
+0 |
Jun11 |
101105 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.00 |
0 |
1,641 |
+0 |
Sep11 |
101105 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.00 |
0 |
1,098 |
+0 |
Dec11 |
101105 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
110 |
+0 |
Mar12 |
101105 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
305 |
+0 |
Jun12 |
101105 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
754 |
+0 |
Sep12 |
101105 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
310 |
+0 |
Total Volume and Open Interest |
1 |
8,855 |
-153 |
Japanese Gov't Bonds(SGX) |
Dec10 |
101105 |
143.35 |
143.39 |
143.03 |
143.12 |
-0.15 |
2,196 |
19,902 |
-306 |
Mar11 |
101105 |
142.01 |
142.01 |
142.01 |
142.01 |
+0.83 |
|
|
|
Jun11 |
101105 |
139.92 |
139.92 |
139.92 |
139.92 |
+0.83 |
|
|
|
Total Volume and Open Interest |
2,196 |
19,820 |
-388 |
Euro-Bund(EUREX) |
Dec10 |
101105 |
130.59 |
130.87 |
129.95 |
130.25 |
+0.01 |
803,273 |
909,505 |
-15,008 |
Mar11 |
101105 |
130.51 |
130.98 |
130.12 |
130.35 |
-0.17 |
1,694 |
9,173 |
+527 |
Jun11 |
101105 |
129.50 |
129.50 |
129.50 |
129.50 |
+0.07 |
4 |
0 |
+0 |
Total Volume and Open Interest |
847,478 |
920,081 |
+1,930 |
Euro-Bobl(EUREX) |
Dec10 |
101104 |
120.10 |
120.70 |
119.79 |
120.46 |
+0.32 |
400,736 |
727,427 |
-6,036 |
Mar11 |
101105 |
120.72 |
120.74 |
120.44 |
120.50 |
+0.05 |
9,950 |
72,444 |
+991 |
Jun11 |
101105 |
120.33 |
120.33 |
120.33 |
120.33 |
+0.03 |
50 |
1 |
+0 |
Total Volume and Open Interest |
498,132 |
804,309 |
+5,428 |
3-Mth Euribor(EUREX) |
Dec10 |
101105 |
98.870 |
98.870 |
98.865 |
98.865 |
-0.010 |
150 |
4,751 |
-77 |
Mar11 |
101105 |
98.755 |
98.760 |
98.750 |
98.750 |
-0.020 |
142 |
2,472 |
+77 |
Jun11 |
101105 |
98.685 |
98.685 |
98.675 |
98.675 |
-0.015 |
2,054 |
5,152 |
+2,023 |
Total Volume and Open Interest |
2,889 |
18,957 |
+2,445 |
Long Gilt(LIFFE) |
Dec10 |
101028 |
122~24 |
122~32 |
122~11 |
122~21 |
+0~02 |
175,023 |
301,008 |
-2,100 |
Mar11 |
101105 |
123~04 |
123~04 |
123~04 |
123~04 |
-0~05 |
0 |
175 |
+0 |
Total Volume and Open Interest |
90,001 |
285,966 |
-6,726 |
3-Mth Short Sterling(LIFFE) |
Dec10 |
101105 |
99.25 |
99.25 |
99.20 |
99.25 |
unch |
12,037 |
365,889 |
+2,299 |
Mar11 |
101105 |
99.21 |
99.22 |
99.14 |
99.20 |
-0.01 |
6,904 |
300,620 |
+791 |
Jun11 |
101105 |
99.15 |
99.15 |
99.07 |
99.13 |
-0.01 |
19,374 |
285,605 |
-932 |
Sep11 |
101105 |
99.06 |
99.06 |
99.00 |
99.04 |
-0.01 |
23,695 |
313,501 |
+4,533 |
Dec11 |
101105 |
98.93 |
98.95 |
98.88 |
98.93 |
unch |
23,342 |
354,305 |
-1,229 |
Mar12 |
101105 |
98.82 |
98.84 |
98.76 |
98.82 |
+0.01 |
23,563 |
242,905 |
-746 |
Total Volume and Open Interest |
149,152 |
2,260,807 |
+3,752 |
3-Mth Euribor(LIFFE) |
Dec10 |
101105 |
98.875 |
98.880 |
98.850 |
98.865 |
-0.010 |
89,264 |
570,598 |
-1,282 |
Mar11 |
101105 |
98.770 |
98.775 |
98.740 |
98.750 |
-0.020 |
86,202 |
602,542 |
-3,609 |
Jun11 |
101105 |
98.685 |
98.695 |
98.655 |
98.675 |
-0.015 |
83,477 |
522,277 |
-4,526 |
Total Volume and Open Interest |
668,110 |
3,254,519 |
-2,007 |
3-Mth Aus T-Bills(SFE) |
Dec10 |
101105 |
94.96 |
94.97 |
94.94 |
94.96 |
-0.01 |
17,946 |
174,464 |
-9,260 |
Mar11 |
101105 |
94.84 |
94.84 |
94.82 |
94.84 |
-0.01 |
20,869 |
161,879 |
-680 |
Jun11 |
101105 |
94.73 |
94.73 |
94.68 |
94.71 |
-0.02 |
14,926 |
95,056 |
+2,335 |
Sep11 |
101105 |
94.61 |
94.64 |
94.57 |
94.60 |
-0.03 |
5,209 |
53,572 |
+1,684 |
Dec11 |
101105 |
94.54 |
94.56 |
94.49 |
94.53 |
-0.04 |
3,154 |
35,897 |
+1,194 |
Mar12 |
101105 |
94.48 |
94.51 |
94.45 |
94.47 |
-0.05 |
1,110 |
38,709 |
-151 |
Jun12 |
101105 |
94.43 |
94.46 |
94.40 |
94.44 |
-0.03 |
992 |
28,361 |
-58 |
Sep12 |
101105 |
94.36 |
94.42 |
94.36 |
94.41 |
-0.03 |
1,245 |
8,998 |
-574 |
Dec12 |
101105 |
94.35 |
94.38 |
94.35 |
94.38 |
-0.03 |
2 |
1,615 |
+2 |
Mar13 |
101105 |
94.38 |
94.38 |
94.38 |
94.38 |
-0.03 |
0 |
1,449 |
+0 |
Total Volume and Open Interest |
65,453 |
600,106 |
-5,508 |
10-Year Aus T-Bonds(SFE) |
Dec10 |
101105 |
94.75 |
94.75 |
94.67 |
94.73 |
-0.02 |
47,583 |
382,098 |
-5,349 |
Mar11 |
101105 |
94.73 |
94.73 |
94.73 |
94.73 |
-0.02 |
|
|
|
Total Volume and Open Interest |
47,583 |
382,098 |
-5,349 |
3-Year Aus T-Bonds(SFE) |
Dec10 |
101105 |
94.95 |
94.95 |
94.87 |
94.92 |
-0.03 |
150,665 |
471,432 |
+8,528 |
Mar11 |
101105 |
94.87 |
94.87 |
94.87 |
94.87 |
-0.06 |
|
|
|
Total Volume and Open Interest |
150,665 |
471,432 |
+8,528 |
Gold(CMX) |
Dec10 |
101105 |
1392.5 |
1398.7 |
1371.9 |
1397.7 |
+14.6 |
258,025 |
377,306 |
-9,596 |
Feb11 |
101105 |
1396.0 |
1400.2 |
1373.9 |
1399.8 |
+14.6 |
7,470 |
66,061 |
+1,980 |
Apr11 |
101105 |
1395.1 |
1401.8 |
1378.7 |
1401.7 |
+14.8 |
1,972 |
21,050 |
+478 |
Jun11 |
101105 |
1399.2 |
1404.0 |
1380.0 |
1403.5 |
+14.9 |
3,498 |
23,611 |
+1,561 |
Aug11 |
101105 |
1395.5 |
1405.5 |
1392.1 |
1405.5 |
+15.0 |
3,816 |
11,777 |
+608 |
Oct11 |
101105 |
1400.2 |
1407.4 |
1384.0 |
1407.4 |
+15.2 |
235 |
9,582 |
+80 |
Dec11 |
101105 |
1403.2 |
1409.3 |
1385.0 |
1409.3 |
+15.4 |
2,330 |
22,443 |
+875 |
Feb12 |
101105 |
1404.3 |
1411.3 |
1404.3 |
1411.3 |
+15.5 |
0 |
6,009 |
+0 |
Apr12 |
101105 |
1413.4 |
1413.4 |
1413.4 |
1413.4 |
+15.7 |
0 |
5,888 |
+0 |
Jun12 |
101105 |
1415.5 |
1415.5 |
1415.5 |
1415.5 |
+15.9 |
1,286 |
8,573 |
-374 |
Aug12 |
101105 |
1417.7 |
1417.7 |
1417.7 |
1417.7 |
+16.1 |
0 |
4,582 |
+0 |
Total Volume and Open Interest |
280,274 |
613,817 |
-4,564 |
Silver(CMX) |
Dec10 |
101105 |
2631.5 |
2691.5 |
2587.5 |
2674.8 |
+70.5 |
80,500 |
85,839 |
-3,316 |
Mar11 |
101105 |
2638.5 |
2696.0 |
2595.0 |
2681.8 |
+71.1 |
3,883 |
30,353 |
+299 |
May11 |
101105 |
2642.0 |
2699.5 |
2607.0 |
2686.1 |
+71.7 |
1,311 |
11,672 |
+144 |
Jul11 |
101105 |
2666.5 |
2700.0 |
2608.0 |
2690.1 |
+72.2 |
488 |
9,130 |
+261 |
Sep11 |
101105 |
2659.5 |
2705.0 |
2624.0 |
2693.9 |
+72.7 |
261 |
5,423 |
+182 |
Dec11 |
101105 |
2646.0 |
2710.0 |
2620.0 |
2699.2 |
+73.4 |
1,936 |
7,383 |
+825 |
Mar12 |
101105 |
2703.5 |
2703.5 |
2703.5 |
2703.5 |
+73.8 |
0 |
281 |
+0 |
Total Volume and Open Interest |
88,659 |
157,187 |
-1,446 |
Platinum(NYMEX) |
Jan11 |
101105 |
1786.5 |
1786.5 |
1743.5 |
1768.9 |
+13.0 |
5,829 |
37,459 |
-114 |
Apr11 |
101105 |
1788.0 |
1788.0 |
1753.0 |
1772.7 |
+13.0 |
79 |
1,047 |
+51 |
Jul11 |
101105 |
1775.3 |
1775.3 |
1775.3 |
1775.3 |
+13.0 |
5 |
33 |
+0 |
Oct11 |
101105 |
1775.3 |
1775.3 |
1775.3 |
1775.3 |
+13.0 |
|
|
|
Total Volume and Open Interest |
5,913 |
38,540 |
-63 |
Palladium(NYMEX) |
Dec10 |
101105 |
29.54 |
44.84 |
13.99 |
30.04 |
+10.65 |
5,246 |
22,543 |
-380 |
Mar11 |
101105 |
683.35 |
700.75 |
674.40 |
687.20 |
+10.75 |
696 |
2,994 |
+453 |
Jun11 |
101105 |
32.84 |
32.84 |
32.84 |
32.84 |
+10.75 |
34 |
158 |
+25 |
Total Volume and Open Interest |
5,976 |
25,695 |
+98 |
Copper(CMX) |
Dec10 |
101105 |
390.95 |
399.55 |
390.95 |
394.85 |
+3.65 |
35,875 |
88,937 |
-2,285 |
Mar11 |
101105 |
392.05 |
400.25 |
392.05 |
396.10 |
+3.70 |
5,385 |
45,330 |
+1,307 |
May11 |
101105 |
396.00 |
399.05 |
394.00 |
396.20 |
+3.80 |
1,589 |
11,474 |
+1,361 |
Jul11 |
101105 |
398.35 |
398.35 |
395.40 |
395.40 |
+3.70 |
582 |
4,782 |
+204 |
Sep11 |
101105 |
393.90 |
393.90 |
393.90 |
393.90 |
+3.55 |
847 |
4,335 |
-48 |
Total Volume and Open Interest |
44,851 |
163,713 |
+504 |
DJIA Index(CBOT) |
Dec10 |
101105 |
11381 |
11419 |
11349 |
11376 |
-11 |
252 |
6,807 |
-83 |
Mar11 |
101105 |
11285 |
11309 |
11285 |
11309 |
-10 |
0 |
18 |
+0 |
Jun11 |
101105 |
11246 |
11257 |
11246 |
11246 |
-11 |
|
|
|
Sep11 |
101105 |
11188 |
11199 |
11188 |
11188 |
-11 |
|
|
|
Total Volume and Open Interest |
252 |
6,825 |
-83 |
S & P 500(CME) |
Dec10 |
101105 |
1218.00 |
1224.20 |
1212.60 |
1221.90 |
+3.30 |
11,657 |
326,074 |
-3,697 |
Mar11 |
101105 |
1215.90 |
1219.00 |
1212.30 |
1216.70 |
+3.40 |
41 |
4,967 |
+37 |
Jun11 |
101105 |
1211.80 |
1213.10 |
1207.40 |
1211.80 |
+3.40 |
2 |
2,321 |
+1 |
Sep11 |
101105 |
1206.80 |
1208.10 |
1202.40 |
1206.80 |
+3.40 |
0 |
25 |
+0 |
Total Volume and Open Interest |
11,700 |
333,387 |
-3,659 |
S & P 500 E-Mini(Globex) |
Dec10 |
101105 |
1218.25 |
1224.50 |
1212.50 |
1222.00 |
+4.00 |
|
|
|
Mar11 |
101105 |
1213.00 |
1219.00 |
1207.50 |
1216.75 |
+3.50 |
807 |
14,890 |
+88 |
Total Volume and Open Interest |
2,362,615 |
2,698,539 |
-11,350 |
NASDAQ 100(CME) |
Dec10 |
101105 |
2182.50 |
2190.00 |
2177.00 |
2184.80 |
+0.30 |
9,241 |
30,082 |
+5,211 |
Mar11 |
101105 |
2182.80 |
2184.00 |
2178.00 |
2182.80 |
+0.30 |
2 |
2 |
+0 |
Jun11 |
101105 |
2180.30 |
2181.50 |
2180.30 |
2180.30 |
+0.30 |
|
|
|
Total Volume and Open Interest |
9,243 |
30,084 |
+5,211 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
101105 |
2184.00 |
2191.00 |
2176.50 |
2184.80 |
+0.30 |
348,195 |
449,653 |
+7,900 |
Mar11 |
101105 |
2180.00 |
2188.50 |
2175.30 |
2182.80 |
+0.30 |
193 |
1,225 |
+39 |
Total Volume and Open Interest |
348,388 |
450,883 |
+7,939 |
S & P Midcap 400(CME) |
Dec10 |
101105 |
859.50 |
861.00 |
852.35 |
859.50 |
+5.60 |
3 |
3,129 |
-3 |
Mar11 |
101105 |
857.50 |
858.40 |
857.50 |
857.50 |
+5.60 |
0 |
2 |
+0 |
Jun11 |
101105 |
855.50 |
856.40 |
855.50 |
855.50 |
+5.60 |
|
|
|
Total Volume and Open Interest |
3 |
3,131 |
-3 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec10 |
101105 |
9600 |
9710 |
9600 |
9710 |
+225 |
|
|
|
Mar11 |
101105 |
9745 |
9745 |
9520 |
9745 |
+225 |
0 |
1 |
+0 |
Total Volume and Open Interest |
9,905 |
33,786 |
+7 |
Nikkei 225(SGX) |
Dec10 |
101105 |
9350 |
9690 |
9345 |
9635 |
+295 |
77,258 |
197,049 |
-9,952 |
Mar11 |
101105 |
9400 |
9650 |
9395 |
9625 |
+295 |
601 |
2,890 |
+0 |
Jun11 |
101105 |
9555 |
9555 |
9555 |
9555 |
+295 |
0 |
2,125 |
+0 |
Total Volume and Open Interest |
77,859 |
212,350 |
-6,343 |
CAC 40(EURONEXT) |
Nov10 |
101105 |
3905.0 |
3919.5 |
3875.0 |
3898.0 |
-1.5 |
112,839 |
353,375 |
-4,361 |
Dec10 |
101105 |
3906.5 |
3916.0 |
3874.5 |
3897.0 |
-2.0 |
1,941 |
68,652 |
+691 |
Jan11 |
101105 |
3907.0 |
3907.5 |
3899.0 |
3899.0 |
-2.5 |
1 |
35 |
+0 |
Total Volume and Open Interest |
114,781 |
422,182 |
-3,670 |
Hang Seng Index(HKFE) |
Nov10 |
101105 |
24809 |
24888 |
24683 |
24789 |
+256 |
95,683 |
118,864 |
-1,267 |
Dec10 |
101105 |
24810 |
24895 |
24700 |
24804 |
+257 |
3,208 |
9,977 |
+1,696 |
Total Volume and Open Interest |
99,683 |
130,997 |
+441 |
DAX(EUREX) |
Dec10 |
101105 |
6745.0 |
6786.0 |
6720.0 |
6756.0 |
+18.0 |
134,306 |
177,145 |
-2,942 |
Mar11 |
101105 |
6764.0 |
6801.5 |
6737.0 |
6772.0 |
+18.5 |
237 |
12,025 |
+11 |
Jun11 |
101105 |
6788.0 |
6815.5 |
6756.5 |
6792.0 |
+18.5 |
286 |
2,682 |
+140 |
Total Volume and Open Interest |
134,829 |
191,852 |
-2,791 |
FT-SE 100(EURONEXT) |
Dec10 |
101105 |
5871.50 |
5888.00 |
5822.00 |
5850.50 |
+5.50 |
81,758 |
623,616 |
-2,824 |
Mar11 |
101105 |
5826.00 |
5842.00 |
5783.00 |
5809.50 |
+5.50 |
38 |
5,536 |
+22 |
Jun11 |
101105 |
5763.00 |
5763.00 |
5763.00 |
5763.00 |
+2.00 |
38 |
683 |
+38 |
Total Volume and Open Interest |
81,834 |
629,845 |
-2,764 |
SPI 200(SFE) |
Dec10 |
101105 |
4760.0 |
4835.0 |
4760.0 |
4811.0 |
+54.0 |
33,580 |
213,055 |
+3,242 |
Mar11 |
101105 |
4806.0 |
4806.0 |
4806.0 |
4806.0 |
+54.0 |
49 |
2,160 |
+11 |
Jun11 |
101105 |
4833.0 |
4833.0 |
4833.0 |
4833.0 |
+57.0 |
0 |
1,025 |
+0 |
Total Volume and Open Interest |
34,311 |
219,394 |
+3,312 |
GSCI(CME) |
Nov10 |
101105 |
592.50 |
593.50 |
589.00 |
592.50 |
+1.50 |
151 |
14,642 |
-126 |
Dec10 |
101105 |
599.20 |
599.50 |
595.50 |
599.20 |
+1.35 |
44 |
148 |
+41 |
Jan11 |
101105 |
602.00 |
602.00 |
598.00 |
602.00 |
+2.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
195 |
14,793 |
-85 |
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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