|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue November 09, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov10 |
101109 |
1263.50 |
1335.00 |
1262.00 |
1319.25 |
+54.75 |
6,964 |
6,970 |
-20 |
Jan11 |
101109 |
1275.00 |
1344.75 |
1269.50 |
1329.00 |
+54.25 |
99,838 |
320,206 |
-675 |
Mar11 |
101109 |
1283.00 |
1353.25 |
1278.00 |
1338.00 |
+54.75 |
22,593 |
92,725 |
-27 |
May11 |
101109 |
1285.25 |
1356.00 |
1281.50 |
1338.75 |
+52.25 |
10,623 |
58,693 |
-104 |
Jul11 |
101109 |
1290.25 |
1358.00 |
1287.00 |
1342.50 |
+51.50 |
14,424 |
54,720 |
+0 |
Aug11 |
101109 |
1274.00 |
1334.25 |
1272.75 |
1320.00 |
+45.25 |
176 |
1,559 |
+0 |
Sep11 |
101109 |
1242.50 |
1297.50 |
1242.25 |
1283.25 |
+39.50 |
382 |
1,956 |
+0 |
Total Volume and Open Interest |
170,461 |
624,083 |
-826 |
Soybean Meal(CBOT) |
Dec10 |
101109 |
344.70 |
364.90 |
343.20 |
362.30 |
+17.40 |
33,158 |
96,478 |
-33 |
Jan11 |
101109 |
346.20 |
366.40 |
344.80 |
363.90 |
+17.50 |
13,731 |
27,495 |
-10 |
Mar11 |
101109 |
348.90 |
369.30 |
347.70 |
366.40 |
+17.10 |
5,616 |
23,866 |
-79 |
May11 |
101109 |
349.20 |
370.20 |
348.50 |
366.50 |
+16.30 |
5,489 |
19,742 |
+0 |
Jul11 |
101109 |
350.00 |
371.40 |
350.00 |
366.70 |
+15.20 |
5,859 |
14,871 |
-23 |
Aug11 |
101109 |
351.30 |
364.70 |
345.30 |
358.40 |
+13.10 |
488 |
3,787 |
+0 |
Sep11 |
101109 |
341.00 |
355.70 |
341.00 |
347.10 |
+10.20 |
550 |
4,050 |
+0 |
Oct11 |
101109 |
334.80 |
334.80 |
322.00 |
328.50 |
+6.50 |
321 |
2,218 |
+0 |
Total Volume and Open Interest |
69,336 |
202,056 |
-179 |
Soybean Oil(CBOT) |
Dec10 |
101109 |
51.97 |
54.21 |
51.80 |
53.40 |
+1.39 |
46,175 |
128,102 |
-44 |
Jan11 |
101109 |
52.35 |
54.59 |
52.15 |
53.73 |
+1.36 |
21,766 |
113,110 |
-116 |
Mar11 |
101109 |
52.69 |
54.90 |
52.55 |
54.10 |
+1.37 |
12,972 |
62,918 |
-3 |
May11 |
101109 |
52.87 |
55.19 |
52.75 |
54.33 |
+1.37 |
8,744 |
23,646 |
+0 |
Jul11 |
101109 |
53.05 |
55.18 |
52.98 |
54.53 |
+1.38 |
8,210 |
20,362 |
+0 |
Aug11 |
101109 |
54.92 |
55.06 |
54.30 |
54.55 |
+1.37 |
481 |
4,692 |
+0 |
Sep11 |
101109 |
53.17 |
55.28 |
53.17 |
54.57 |
+1.37 |
598 |
2,014 |
+0 |
Oct11 |
101109 |
54.51 |
55.15 |
54.51 |
54.59 |
+1.37 |
218 |
2,732 |
+0 |
Total Volume and Open Interest |
102,790 |
370,273 |
-163 |
Canola(WCE) |
Nov10 |
101109 |
563.8 |
563.8 |
563.8 |
563.8 |
+18.2 |
30 |
177 |
-30 |
Jan11 |
101109 |
551.1 |
570.7 |
549.0 |
568.4 |
+18.2 |
6,262 |
137,830 |
-5,767 |
Mar11 |
101109 |
557.8 |
577.5 |
555.6 |
575.8 |
+18.9 |
1,440 |
16,322 |
+770 |
May11 |
101109 |
566.6 |
579.0 |
566.6 |
578.2 |
+19.1 |
290 |
4,575 |
+6 |
Jul11 |
101109 |
562.1 |
580.0 |
562.1 |
578.6 |
+17.9 |
220 |
13,049 |
+128 |
Total Volume and Open Interest |
9,184 |
200,612 |
-4,100 |
Corn(CBOT) |
Dec10 |
101109 |
585.50 |
605.00 |
571.00 |
576.25 |
-9.00 |
193,299 |
502,472 |
-2,030 |
Mar11 |
101109 |
599.25 |
619.00 |
585.00 |
590.25 |
-9.00 |
84,496 |
528,776 |
-379 |
May11 |
101109 |
606.00 |
623.00 |
593.00 |
597.75 |
-8.25 |
20,174 |
107,492 |
-8 |
Jul11 |
101109 |
609.25 |
626.25 |
596.75 |
602.25 |
-7.00 |
30,971 |
195,847 |
-27 |
Sep11 |
101109 |
573.00 |
585.75 |
565.75 |
569.25 |
-3.25 |
4,208 |
35,018 |
-28 |
Dec11 |
101109 |
552.00 |
565.75 |
547.75 |
552.25 |
-0.75 |
51,084 |
224,505 |
-243 |
Total Volume and Open Interest |
389,623 |
1,643,123 |
-2,717 |
Wheat(CBOT) |
Dec10 |
101109 |
737.50 |
760.75 |
717.25 |
721.75 |
-14.50 |
57,185 |
189,990 |
-1,418 |
Mar11 |
101109 |
778.00 |
800.00 |
756.75 |
761.25 |
-15.00 |
26,244 |
128,691 |
-1,033 |
May11 |
101109 |
802.00 |
823.25 |
783.00 |
788.00 |
-13.25 |
4,767 |
35,175 |
+0 |
Jul11 |
101109 |
810.00 |
835.00 |
793.00 |
797.25 |
-13.25 |
4,721 |
85,530 |
+0 |
Sep11 |
101109 |
825.00 |
848.75 |
812.25 |
817.50 |
-10.25 |
1,657 |
15,581 |
+0 |
Total Volume and Open Interest |
99,864 |
520,022 |
-2,451 |
Wheat(KCBT) |
Dec10 |
101109 |
795.00 |
821.00 |
782.75 |
787.00 |
-8.50 |
14,962 |
71,262 |
-3,078 |
Mar11 |
101109 |
811.00 |
835.25 |
798.25 |
802.75 |
-8.25 |
9,000 |
92,534 |
+2,329 |
May11 |
101109 |
821.00 |
844.50 |
808.00 |
812.00 |
-8.25 |
1,821 |
18,398 |
+160 |
Jul11 |
101109 |
822.75 |
848.25 |
812.75 |
817.00 |
-7.50 |
4,040 |
43,310 |
+562 |
Sep11 |
101109 |
830.50 |
854.25 |
821.25 |
823.50 |
-7.00 |
891 |
6,417 |
+338 |
Total Volume and Open Interest |
31,914 |
241,282 |
+770 |
Wheat(MGE) |
Dec10 |
101109 |
802.75 |
828.25 |
789.50 |
795.50 |
-8.25 |
3,090 |
16,637 |
-525 |
Mar11 |
101109 |
818.00 |
848.00 |
804.50 |
810.00 |
-8.00 |
2,377 |
26,060 |
+445 |
May11 |
101109 |
827.00 |
851.50 |
813.50 |
819.75 |
-7.25 |
479 |
7,570 |
+236 |
Jul11 |
101109 |
831.25 |
855.50 |
818.75 |
827.00 |
-5.25 |
274 |
7,920 |
-41 |
Sep11 |
101109 |
832.00 |
856.00 |
822.00 |
827.50 |
-5.75 |
477 |
6,091 |
+235 |
Total Volume and Open Interest |
7,107 |
71,198 |
+532 |
Oats(CBOT) |
Dec10 |
101109 |
374.00 |
386.75 |
370.50 |
373.00 |
-3.50 |
1,139 |
5,187 |
-54 |
Mar11 |
101109 |
390.00 |
402.50 |
382.75 |
385.50 |
-3.50 |
725 |
7,615 |
+0 |
May11 |
101109 |
402.25 |
402.25 |
391.00 |
391.00 |
-3.50 |
9 |
164 |
+0 |
Jul11 |
101109 |
402.00 |
402.00 |
394.00 |
394.00 |
-3.00 |
2 |
45 |
+0 |
Total Volume and Open Interest |
1,890 |
13,824 |
-54 |
Rough Rice(CBOT) |
Nov10 |
101109 |
15.15 |
15.30 |
14.88 |
15.02 |
+0.06 |
24 |
140 |
+4 |
Jan11 |
101109 |
15.36 |
15.59 |
15.04 |
15.30 |
+0.05 |
1,662 |
12,419 |
-3 |
Mar11 |
101109 |
15.58 |
15.81 |
15.33 |
15.56 |
+0.04 |
140 |
3,320 |
+0 |
May11 |
101109 |
15.93 |
16.08 |
15.69 |
15.82 |
+0.05 |
36 |
758 |
+0 |
Total Volume and Open Interest |
2,003 |
18,627 |
+1 |
Live Cattle(CME) |
Dec10 |
101109 |
98.400 |
99.135 |
98.035 |
98.200 |
-0.200 |
23,313 |
120,317 |
-152 |
Feb11 |
101109 |
102.400 |
103.150 |
101.885 |
102.135 |
-0.215 |
15,960 |
89,966 |
-20 |
Apr11 |
101109 |
106.100 |
106.980 |
105.700 |
106.050 |
-0.235 |
8,182 |
58,024 |
+0 |
Jun11 |
101109 |
103.550 |
104.535 |
103.050 |
103.400 |
-0.235 |
2,677 |
27,675 |
+0 |
Aug11 |
101109 |
103.050 |
104.135 |
102.580 |
103.200 |
-0.050 |
1,157 |
9,751 |
+0 |
Oct11 |
101109 |
105.700 |
106.580 |
105.350 |
106.000 |
+0.200 |
192 |
5,295 |
+0 |
Total Volume and Open Interest |
51,635 |
312,848 |
-172 |
Feeder Cattle(CME) |
Nov10 |
101109 |
111.330 |
112.500 |
110.580 |
111.900 |
+0.650 |
690 |
3,132 |
+0 |
Jan11 |
101109 |
111.635 |
113.600 |
110.635 |
113.430 |
+1.795 |
1,547 |
13,243 |
+0 |
Mar11 |
101109 |
112.900 |
114.535 |
111.785 |
114.480 |
+1.650 |
568 |
5,241 |
+0 |
Apr11 |
101109 |
113.400 |
115.600 |
113.000 |
115.600 |
+1.715 |
131 |
1,356 |
+0 |
May11 |
101109 |
113.885 |
115.900 |
113.700 |
115.885 |
+1.585 |
142 |
1,831 |
+0 |
Aug11 |
101109 |
115.500 |
117.000 |
114.930 |
117.000 |
+1.300 |
77 |
932 |
+0 |
Sep11 |
101109 |
114.250 |
117.000 |
114.250 |
117.000 |
+2.150 |
5 |
39 |
+0 |
Total Volume and Open Interest |
3,160 |
25,774 |
+0 |
Lean Hogs(CME) |
Dec10 |
101109 |
67.180 |
67.950 |
66.500 |
66.550 |
-0.600 |
18,842 |
70,905 |
-8 |
Feb11 |
101109 |
74.430 |
75.100 |
73.450 |
73.650 |
-0.530 |
10,975 |
51,189 |
+0 |
Apr11 |
101109 |
79.150 |
80.250 |
78.750 |
78.950 |
-0.200 |
5,240 |
36,240 |
-51 |
May11 |
101109 |
85.385 |
86.385 |
84.885 |
85.300 |
+0.550 |
121 |
1,492 |
+0 |
Jun11 |
101109 |
88.200 |
89.430 |
87.635 |
87.885 |
-0.115 |
2,304 |
25,710 |
-1 |
Jul11 |
101109 |
87.800 |
88.900 |
87.285 |
87.750 |
+0.050 |
379 |
5,719 |
+0 |
Aug11 |
101109 |
87.300 |
88.300 |
86.600 |
87.200 |
+0.220 |
1,042 |
5,130 |
-36 |
Oct11 |
101109 |
80.100 |
80.800 |
79.650 |
80.285 |
+0.105 |
798 |
2,691 |
+0 |
Total Volume and Open Interest |
40,019 |
199,872 |
-96 |
Pork Bellies(CME) |
Feb11 |
101109 |
104.500 |
104.500 |
104.500 |
104.500 |
unch |
0 |
6 |
+0 |
Mar11 |
101109 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
0 |
1 |
+0 |
May11 |
101109 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
|
|
|
Jul11 |
101109 |
103.500 |
103.500 |
103.500 |
103.500 |
unch |
|
|
|
Aug11 |
101109 |
102.500 |
102.500 |
102.500 |
102.500 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Class III Milk(CME) |
Nov10 |
101109 |
15.41 |
15.49 |
15.38 |
15.45 |
+0.07 |
176 |
4,943 |
+0 |
Dec10 |
101109 |
13.36 |
13.53 |
13.29 |
13.51 |
+0.19 |
950 |
5,757 |
+0 |
Jan11 |
101109 |
13.50 |
13.74 |
13.41 |
13.70 |
+0.29 |
358 |
2,842 |
+0 |
Feb11 |
101109 |
13.45 |
13.74 |
13.45 |
13.70 |
+0.18 |
190 |
2,384 |
+0 |
Mar11 |
101109 |
13.65 |
13.90 |
13.65 |
13.90 |
+0.15 |
173 |
2,187 |
+0 |
Total Volume and Open Interest |
2,159 |
24,879 |
-4,706 |
Cocoa(ICE) |
Dec10 |
101109 |
2826 |
2882 |
2803 |
2857 |
+63 |
13,776 |
33,496 |
-3,890 |
Mar11 |
101109 |
2845 |
2910 |
2837 |
2884 |
+56 |
9,781 |
55,616 |
+3,091 |
May11 |
101109 |
2910 |
2927 |
2863 |
2908 |
+58 |
1,051 |
16,799 |
+182 |
Jul11 |
101109 |
2900 |
2941 |
2880 |
2923 |
+54 |
556 |
6,979 |
+198 |
Sep11 |
101109 |
2923 |
2942 |
2904 |
2938 |
+53 |
243 |
4,003 |
+49 |
Dec11 |
101109 |
2930 |
2964 |
2924 |
2958 |
+52 |
133 |
9,090 |
+6 |
Mar12 |
101109 |
3032 |
3035 |
3022 |
3025 |
+52 |
165 |
10,771 |
+109 |
Total Volume and Open Interest |
25,738 |
142,050 |
-222 |
Coffee "C"(ICE) |
Dec10 |
101109 |
207.90 |
217.85 |
207.45 |
217.05 |
+8.95 |
10,064 |
62,756 |
-4,376 |
Mar11 |
101109 |
209.75 |
220.55 |
209.75 |
219.75 |
+9.05 |
6,933 |
61,232 |
+1,086 |
May11 |
101109 |
210.75 |
221.15 |
210.75 |
220.60 |
+9.05 |
1,155 |
12,556 |
+608 |
Jul11 |
101109 |
210.00 |
219.20 |
210.00 |
218.85 |
+9.15 |
301 |
5,554 |
+29 |
Sep11 |
101109 |
208.65 |
214.85 |
208.65 |
214.70 |
+8.80 |
25 |
2,737 |
+14 |
Dec11 |
101109 |
201.90 |
209.00 |
201.90 |
208.85 |
+8.00 |
29 |
2,472 |
+12 |
Total Volume and Open Interest |
18,531 |
148,307 |
-2,621 |
Orange Juice(ICE) |
Nov10 |
101109 |
161.55 |
161.55 |
161.55 |
161.55 |
+2.70 |
29 |
496 |
+0 |
Jan11 |
101109 |
155.45 |
161.75 |
154.55 |
161.50 |
+6.25 |
963 |
23,308 |
-189 |
Mar11 |
101109 |
156.25 |
162.65 |
156.00 |
162.55 |
+6.15 |
99 |
2,988 |
+24 |
May11 |
101109 |
157.30 |
163.60 |
157.30 |
163.60 |
+5.95 |
40 |
737 |
+42 |
Jul11 |
101109 |
164.60 |
164.60 |
164.55 |
164.60 |
+5.95 |
3 |
1,249 |
+2 |
Sep11 |
101109 |
163.55 |
165.50 |
163.50 |
165.50 |
+5.95 |
0 |
24 |
+0 |
Total Volume and Open Interest |
1,134 |
28,830 |
-121 |
Sugar #11(ICE) |
Mar11 |
101109 |
32.00 |
33.32 |
32.00 |
33.11 |
+1.23 |
77,648 |
250,651 |
-5,212 |
May11 |
101109 |
29.33 |
30.49 |
29.26 |
30.30 |
+1.06 |
35,910 |
102,514 |
-1,418 |
Jul11 |
101109 |
26.35 |
27.33 |
26.35 |
27.18 |
+0.93 |
16,376 |
100,092 |
+354 |
Oct11 |
101109 |
24.45 |
25.10 |
24.45 |
24.94 |
+0.54 |
6,925 |
50,709 |
+274 |
Mar12 |
101109 |
23.00 |
23.60 |
23.00 |
23.30 |
+0.22 |
3,239 |
44,643 |
+162 |
Total Volume and Open Interest |
141,596 |
590,050 |
-5,798 |
London Cocoa(LCE) |
Dec10 |
101109 |
1842 |
1875 |
1829 |
1873 |
+44 |
3,875 |
61,230 |
+160 |
Mar11 |
101109 |
1867 |
1901 |
1858 |
1899 |
+42 |
5,822 |
56,257 |
-225 |
May11 |
101109 |
1888 |
1916 |
1879 |
1916 |
+41 |
1,021 |
19,051 |
+205 |
Jul11 |
101109 |
1905 |
1936 |
1902 |
1935 |
+42 |
686 |
12,018 |
+251 |
Sep11 |
101109 |
1916 |
1947 |
1916 |
1947 |
+40 |
396 |
8,397 |
+212 |
Dec11 |
101109 |
1931 |
1961 |
1930 |
1960 |
+42 |
882 |
15,034 |
+397 |
Mar12 |
101109 |
1954 |
1968 |
1935 |
1968 |
+44 |
2,133 |
10,257 |
+1,180 |
Total Volume and Open Interest |
14,815 |
185,096 |
+2,180 |
London Sugar(LCE) |
Dec10 |
101109 |
793.00 |
812.90 |
789.70 |
805.00 |
+24.30 |
2,838 |
13,322 |
-1,073 |
Mar11 |
101109 |
790.70 |
810.10 |
788.00 |
802.70 |
+24.40 |
4,622 |
32,103 |
+505 |
May11 |
101109 |
761.20 |
779.50 |
759.50 |
774.10 |
+21.60 |
1,099 |
8,285 |
+229 |
Aug11 |
101109 |
705.30 |
717.40 |
699.30 |
711.60 |
+17.80 |
990 |
6,798 |
+355 |
Oct11 |
101109 |
650.00 |
653.20 |
648.00 |
650.40 |
+11.10 |
33 |
1,071 |
+8 |
Total Volume and Open Interest |
9,582 |
62,466 |
+24 |
Cotton(ICE) |
Dec10 |
101109 |
149.19 |
151.23 |
147.27 |
151.23 |
+5.00 |
24,078 |
86,641 |
-8,995 |
Mar11 |
101109 |
142.50 |
147.11 |
142.50 |
147.11 |
+5.00 |
25,392 |
88,060 |
+5,685 |
May11 |
101109 |
139.50 |
143.54 |
138.80 |
143.54 |
+5.00 |
5,250 |
14,196 |
+1,223 |
Jul11 |
101109 |
136.00 |
139.80 |
135.10 |
139.80 |
+5.00 |
3,792 |
25,174 |
+420 |
Oct11 |
101109 |
119.00 |
123.49 |
119.00 |
123.49 |
+5.00 |
39 |
175 |
+26 |
Dec11 |
101109 |
97.00 |
100.62 |
97.00 |
99.99 |
+2.94 |
3,999 |
23,768 |
+1,965 |
Total Volume and Open Interest |
62,574 |
238,908 |
+344 |
Lumber(CME) |
Nov10 |
101109 |
258.5 |
266.0 |
258.5 |
258.5 |
unch |
287 |
865 |
+0 |
Jan11 |
101109 |
273.6 |
280.0 |
273.5 |
273.8 |
+0.8 |
703 |
5,746 |
+0 |
Mar11 |
101109 |
287.8 |
294.0 |
287.6 |
290.4 |
+2.4 |
225 |
2,615 |
+0 |
May11 |
101109 |
294.9 |
299.8 |
294.0 |
296.2 |
-1.3 |
21 |
647 |
+0 |
Total Volume and Open Interest |
1,236 |
10,033 |
+0 |
Crude Oil(NYM) |
Dec10 |
101109 |
86.75 |
87.63 |
85.48 |
86.72 |
-0.34 |
317,997 |
357,068 |
-12,941 |
Jan11 |
101109 |
87.39 |
88.25 |
86.10 |
87.35 |
-0.36 |
100,705 |
209,685 |
-3,981 |
Feb11 |
101109 |
87.87 |
88.75 |
86.60 |
87.85 |
-0.37 |
46,808 |
90,843 |
-2,074 |
Mar11 |
101109 |
88.16 |
89.18 |
87.09 |
88.32 |
-0.37 |
31,644 |
103,936 |
-1,322 |
Apr11 |
101109 |
88.73 |
89.51 |
87.49 |
88.73 |
-0.35 |
17,884 |
43,019 |
-1,361 |
May11 |
101109 |
89.09 |
89.83 |
88.44 |
89.09 |
-0.34 |
15,220 |
29,416 |
-1,831 |
Jun11 |
101109 |
89.11 |
90.12 |
88.26 |
89.37 |
-0.33 |
28,718 |
89,132 |
-1,224 |
Jul11 |
101109 |
90.21 |
90.21 |
88.59 |
89.61 |
-0.32 |
3,784 |
36,927 |
-230 |
Aug11 |
101109 |
90.18 |
90.30 |
88.61 |
89.81 |
-0.31 |
3,008 |
14,522 |
-80 |
Sep11 |
101109 |
90.10 |
90.65 |
89.99 |
89.99 |
-0.31 |
4,085 |
24,027 |
-141 |
Oct11 |
101109 |
90.43 |
90.65 |
89.26 |
90.18 |
-0.31 |
2,906 |
15,777 |
-171 |
Nov11 |
101109 |
90.94 |
90.94 |
89.39 |
90.38 |
-0.31 |
3,093 |
19,923 |
-180 |
Dec11 |
101109 |
90.57 |
91.28 |
89.43 |
90.60 |
-0.31 |
42,475 |
148,366 |
-605 |
Jan12 |
101109 |
90.70 |
90.70 |
90.70 |
90.70 |
-0.32 |
650 |
15,686 |
-111 |
Feb12 |
101109 |
90.79 |
90.79 |
90.79 |
90.79 |
-0.32 |
765 |
6,612 |
-60 |
Mar12 |
101109 |
90.88 |
90.88 |
90.88 |
90.88 |
-0.32 |
318 |
9,689 |
-80 |
Total Volume and Open Interest |
655,239 |
1,494,535 |
-27,364 |
e-miNY Crude Oil(NYM) |
Nov10 |
101019 |
82.950 |
83.200 |
79.425 |
79.500 |
-3.575 |
5,185 |
2,700 |
-198 |
Dec10 |
101029 |
81.900 |
82.125 |
80.575 |
81.425 |
-0.750 |
8,987 |
5,493 |
+236 |
Jan11 |
101109 |
87.400 |
88.225 |
86.100 |
87.350 |
-0.350 |
625 |
2,899 |
-4 |
Feb11 |
101109 |
88.050 |
88.725 |
87.675 |
87.850 |
-0.375 |
64 |
607 |
-2 |
Mar11 |
101109 |
89.000 |
89.025 |
88.000 |
88.325 |
-0.375 |
6 |
237 |
+0 |
Apr11 |
101109 |
89.050 |
89.075 |
88.725 |
88.725 |
-0.350 |
0 |
5 |
+0 |
May11 |
101109 |
89.300 |
89.300 |
89.100 |
89.100 |
-0.325 |
0 |
11 |
+0 |
Jun11 |
101109 |
89.450 |
89.750 |
89.375 |
89.375 |
-0.325 |
1 |
28 |
+0 |
Jul11 |
101109 |
90.225 |
90.225 |
89.600 |
89.600 |
-0.325 |
0 |
1 |
+0 |
Aug11 |
101109 |
89.800 |
89.800 |
89.800 |
89.800 |
-0.325 |
|
|
|
Total Volume and Open Interest |
10,107 |
8,855 |
-173 |
Heating Oil(NYM) |
Dec10 |
101109 |
239.58 |
241.92 |
237.82 |
240.67 |
+0.90 |
41,649 |
97,014 |
-2,079 |
Jan11 |
101109 |
241.30 |
244.02 |
239.82 |
242.63 |
+0.65 |
15,212 |
75,996 |
-221 |
Feb11 |
101109 |
242.73 |
244.94 |
241.57 |
243.63 |
+0.32 |
6,750 |
28,977 |
-176 |
Mar11 |
101109 |
243.00 |
245.19 |
242.85 |
243.83 |
+0.14 |
5,451 |
23,203 |
+2 |
Apr11 |
101109 |
242.77 |
244.15 |
241.07 |
242.89 |
+0.05 |
2,024 |
13,051 |
+0 |
May11 |
101109 |
243.41 |
243.56 |
242.00 |
242.35 |
+0.01 |
2,052 |
14,410 |
-1 |
Jun11 |
101109 |
242.40 |
243.75 |
239.46 |
242.21 |
-0.05 |
4,358 |
29,816 |
+0 |
Jul11 |
101109 |
244.24 |
244.24 |
241.18 |
243.03 |
-0.16 |
500 |
5,728 |
+0 |
Aug11 |
101109 |
243.70 |
245.33 |
242.19 |
244.03 |
-0.27 |
441 |
4,236 |
-14 |
Sep11 |
101109 |
246.75 |
246.75 |
243.68 |
245.56 |
-0.29 |
111 |
4,665 |
+0 |
Oct11 |
101109 |
248.44 |
248.44 |
247.35 |
247.40 |
-0.31 |
73 |
1,950 |
+0 |
Nov11 |
101109 |
250.34 |
250.55 |
249.35 |
249.35 |
-0.35 |
179 |
2,488 |
+0 |
Total Volume and Open Interest |
81,641 |
324,458 |
-2,620 |
Gasoline(NYMEX) |
Dec10 |
101109 |
217.25 |
219.62 |
215.69 |
218.50 |
+0.65 |
39,119 |
96,810 |
-716 |
Jan11 |
101109 |
217.74 |
220.16 |
215.87 |
218.65 |
-0.05 |
19,416 |
71,768 |
-301 |
Feb11 |
101109 |
220.79 |
222.13 |
218.30 |
220.53 |
-0.26 |
9,193 |
21,192 |
-22 |
Mar11 |
101109 |
223.82 |
224.31 |
222.46 |
222.75 |
-0.33 |
3,980 |
18,869 |
+16 |
Apr11 |
101109 |
235.56 |
235.69 |
233.98 |
234.49 |
-0.45 |
1,855 |
18,954 |
+16 |
May11 |
101109 |
235.53 |
236.81 |
235.17 |
235.55 |
-0.54 |
1,727 |
9,523 |
+0 |
Jun11 |
101109 |
236.79 |
237.76 |
236.10 |
236.11 |
-0.64 |
2,755 |
14,924 |
+0 |
Jul11 |
101109 |
237.09 |
237.09 |
235.92 |
235.92 |
-0.76 |
666 |
4,151 |
+0 |
Aug11 |
101109 |
235.49 |
235.49 |
235.49 |
235.49 |
-0.79 |
682 |
5,204 |
+0 |
Sep11 |
101109 |
234.55 |
234.55 |
234.55 |
234.55 |
-0.82 |
948 |
2,575 |
+0 |
Total Volume and Open Interest |
85,768 |
288,184 |
-1,017 |
e-miNY RBOB Gasoline(NYM) |
Dec10 |
101109 |
218.50 |
218.50 |
218.50 |
218.50 |
+0.60 |
0 |
2 |
+0 |
Jan11 |
101109 |
218.70 |
218.70 |
218.65 |
218.70 |
unch |
0 |
1 |
+0 |
Feb11 |
101109 |
220.50 |
220.53 |
220.50 |
220.50 |
-0.30 |
0 |
1 |
+0 |
Mar11 |
101109 |
222.80 |
222.80 |
222.75 |
222.80 |
-0.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Dec10 |
101109 |
4.120 |
4.228 |
4.058 |
4.210 |
+0.122 |
134,668 |
173,155 |
-3,439 |
Jan11 |
101109 |
4.316 |
4.389 |
4.233 |
4.372 |
+0.093 |
60,928 |
180,416 |
-1,004 |
Feb11 |
101109 |
4.300 |
4.389 |
4.242 |
4.370 |
+0.085 |
35,552 |
54,313 |
-611 |
Mar11 |
101109 |
4.290 |
4.357 |
4.209 |
4.333 |
+0.081 |
29,137 |
85,231 |
-81 |
Apr11 |
101109 |
4.254 |
4.309 |
4.180 |
4.293 |
+0.074 |
19,141 |
64,513 |
-75 |
May11 |
101109 |
4.315 |
4.324 |
4.230 |
4.324 |
+0.074 |
4,709 |
22,550 |
-32 |
Jun11 |
101109 |
4.327 |
4.372 |
4.262 |
4.367 |
+0.073 |
2,592 |
11,304 |
-9 |
Jul11 |
101109 |
4.380 |
4.422 |
4.328 |
4.421 |
+0.071 |
1,543 |
11,029 |
-44 |
Aug11 |
101109 |
4.425 |
4.465 |
4.371 |
4.463 |
+0.071 |
1,654 |
10,714 |
-25 |
Sep11 |
101109 |
4.445 |
4.477 |
4.397 |
4.476 |
+0.067 |
1,759 |
9,707 |
-21 |
Oct11 |
101109 |
4.520 |
4.554 |
4.450 |
4.549 |
+0.064 |
9,595 |
36,834 |
-28 |
Nov11 |
101109 |
4.740 |
4.755 |
4.671 |
4.751 |
+0.052 |
4,744 |
15,613 |
-47 |
Dec11 |
101109 |
5.030 |
5.047 |
4.977 |
5.045 |
+0.043 |
1,470 |
18,056 |
-16 |
Jan12 |
101109 |
5.215 |
5.224 |
5.152 |
5.223 |
+0.034 |
3,727 |
23,880 |
-58 |
Feb12 |
101109 |
5.160 |
5.198 |
5.145 |
5.195 |
+0.033 |
282 |
6,515 |
-35 |
Mar12 |
101109 |
5.046 |
5.088 |
5.037 |
5.085 |
+0.033 |
430 |
13,921 |
-45 |
Total Volume and Open Interest |
313,861 |
814,437 |
-5,636 |
Brent Crude Oil(ICE) |
Dec10 |
101109 |
88.01 |
89.02 |
87.17 |
88.33 |
-0.13 |
130,633 |
177,684 |
-9,081 |
Jan11 |
101109 |
88.26 |
89.24 |
87.38 |
88.53 |
-0.15 |
91,128 |
230,049 |
+8,711 |
Feb11 |
101109 |
88.51 |
89.45 |
87.73 |
88.76 |
-0.17 |
46,293 |
114,241 |
+11,161 |
Mar11 |
101109 |
89.02 |
89.70 |
88.16 |
89.00 |
-0.20 |
19,979 |
55,258 |
+6,537 |
Apr11 |
101109 |
89.31 |
89.97 |
88.14 |
89.27 |
-0.21 |
10,704 |
37,106 |
+2,095 |
May11 |
101109 |
89.42 |
90.25 |
88.44 |
89.56 |
-0.22 |
5,146 |
23,807 |
+528 |
Jun11 |
101109 |
89.90 |
90.54 |
88.73 |
89.85 |
-0.22 |
11,115 |
38,662 |
-266 |
Jul11 |
101109 |
90.16 |
90.78 |
89.00 |
90.11 |
-0.23 |
2,657 |
12,867 |
+539 |
Aug11 |
101109 |
90.17 |
90.99 |
89.59 |
90.36 |
-0.21 |
2,065 |
10,646 |
+494 |
Sep11 |
101109 |
90.56 |
90.56 |
90.56 |
90.56 |
-0.21 |
2,203 |
8,056 |
+602 |
Oct11 |
101109 |
90.80 |
90.80 |
90.76 |
90.76 |
-0.20 |
734 |
5,909 |
-92 |
Nov11 |
101109 |
90.93 |
90.93 |
90.93 |
90.93 |
-0.21 |
907 |
10,264 |
-71 |
Dec11 |
101109 |
91.14 |
91.76 |
90.00 |
91.11 |
-0.22 |
12,026 |
73,532 |
+1,045 |
Jan12 |
101109 |
91.32 |
91.32 |
91.32 |
91.32 |
-0.22 |
58 |
11,525 |
+13 |
Total Volume and Open Interest |
338,942 |
892,721 |
+22,243 |
Gas Oil(ICE) |
Nov10 |
101109 |
740.75 |
749.75 |
737.75 |
747.00 |
+8.50 |
39,952 |
44,986 |
-17,738 |
Dec10 |
101109 |
746.00 |
754.00 |
742.00 |
751.75 |
+8.75 |
89,696 |
122,869 |
-1,159 |
Jan11 |
101109 |
750.50 |
757.75 |
745.50 |
755.75 |
+8.50 |
55,500 |
106,070 |
+11,673 |
Feb11 |
101109 |
755.25 |
760.50 |
750.25 |
758.50 |
+8.25 |
15,121 |
44,930 |
-735 |
Mar11 |
101109 |
757.00 |
762.00 |
752.00 |
760.00 |
+7.75 |
8,758 |
30,369 |
+713 |
Apr11 |
101109 |
758.75 |
762.25 |
754.75 |
761.50 |
+7.50 |
4,427 |
32,762 |
+101 |
May11 |
101109 |
760.50 |
764.25 |
756.50 |
763.25 |
+7.25 |
2,556 |
26,852 |
-159 |
Jun11 |
101109 |
761.75 |
767.75 |
758.50 |
765.25 |
+7.00 |
6,835 |
50,327 |
+597 |
Jul11 |
101109 |
763.50 |
770.00 |
763.50 |
768.50 |
+6.75 |
822 |
16,013 |
-205 |
Aug11 |
101109 |
769.25 |
774.00 |
767.75 |
772.25 |
+6.50 |
619 |
12,479 |
+63 |
Total Volume and Open Interest |
232,736 |
611,840 |
-6,524 |
Ethanol(CBOT) |
Nov10 |
101103 |
2.395 |
2.395 |
2.361 |
2.390 |
+0.013 |
76 |
80 |
-56 |
Dec10 |
101109 |
2.360 |
2.365 |
2.334 |
2.343 |
-0.004 |
117 |
1,436 |
+0 |
Jan11 |
101109 |
2.326 |
2.326 |
2.242 |
2.269 |
-0.007 |
85 |
975 |
+0 |
Feb11 |
101109 |
2.295 |
2.296 |
2.213 |
2.240 |
-0.007 |
57 |
1,009 |
+0 |
Mar11 |
101109 |
2.270 |
2.270 |
2.227 |
2.244 |
+0.001 |
32 |
738 |
+0 |
Apr11 |
101109 |
2.286 |
2.286 |
2.250 |
2.258 |
+0.004 |
28 |
812 |
+0 |
May11 |
101109 |
2.270 |
2.270 |
2.230 |
2.250 |
-0.004 |
10 |
286 |
+0 |
Jun11 |
101109 |
2.270 |
2.270 |
2.255 |
2.255 |
-0.004 |
7 |
525 |
+0 |
Total Volume and Open Interest |
464 |
8,152 |
+0 |
WTI Crude Oil(ICE |
Dec10 |
101109 |
86.42 |
87.63 |
85.48 |
86.72 |
-0.34 |
78,464 |
106,907 |
-6,199 |
Jan11 |
101109 |
87.18 |
88.23 |
86.11 |
87.35 |
-0.36 |
38,800 |
92,435 |
+5,705 |
Feb11 |
101109 |
87.69 |
88.71 |
86.63 |
87.85 |
-0.37 |
14,847 |
38,144 |
+343 |
Mar11 |
101109 |
88.57 |
89.15 |
87.48 |
88.32 |
-0.37 |
6,071 |
40,859 |
+645 |
Apr11 |
101109 |
88.82 |
89.51 |
87.90 |
88.73 |
-0.35 |
3,015 |
21,237 |
-285 |
May11 |
101109 |
89.52 |
89.83 |
88.97 |
89.09 |
-0.34 |
1,985 |
9,422 |
+3 |
Jun11 |
101109 |
89.49 |
90.08 |
88.55 |
89.37 |
-0.33 |
7,305 |
40,915 |
+1,603 |
Jul11 |
101109 |
90.11 |
90.11 |
88.80 |
89.61 |
-0.32 |
603 |
12,437 |
-1 |
Aug11 |
101109 |
90.23 |
90.29 |
89.01 |
89.81 |
-0.31 |
247 |
7,915 |
-11 |
Sep11 |
101109 |
89.99 |
89.99 |
89.99 |
89.99 |
-0.31 |
572 |
11,855 |
+324 |
Oct11 |
101109 |
90.18 |
90.18 |
90.18 |
90.18 |
-0.31 |
168 |
3,874 |
-38 |
Nov11 |
101109 |
90.38 |
90.38 |
90.38 |
90.38 |
-0.31 |
203 |
6,085 |
+21 |
Dec11 |
101109 |
90.67 |
91.27 |
89.81 |
90.60 |
-0.31 |
7,922 |
53,058 |
+28 |
Jan12 |
101109 |
90.70 |
90.70 |
90.70 |
90.70 |
-0.32 |
53 |
5,096 |
+0 |
Feb12 |
101109 |
90.79 |
90.79 |
90.79 |
90.79 |
-0.32 |
5 |
821 |
+0 |
Mar12 |
101109 |
90.88 |
90.88 |
90.88 |
90.88 |
-0.32 |
5 |
3,090 |
+0 |
Total Volume and Open Interest |
162,861 |
526,538 |
+2,116 |
US Dollar Index(ICE) |
Dec10 |
101109 |
77.380 |
78.020 |
76.830 |
77.585 |
+0.420 |
24,055 |
38,045 |
+889 |
Mar11 |
101109 |
77.760 |
78.380 |
77.220 |
77.970 |
+0.425 |
136 |
787 |
+32 |
Jun11 |
101109 |
77.855 |
78.400 |
77.855 |
78.400 |
+0.425 |
0 |
5 |
+0 |
Total Volume and Open Interest |
24,191 |
38,837 |
+921 |
Australian Dollar(CME) |
Dec10 |
101109 |
100.80 |
101.33 |
99.56 |
100.43 |
-0.51 |
85,253 |
126,042 |
-49 |
Mar11 |
101109 |
99.47 |
100.10 |
98.44 |
99.27 |
-0.51 |
398 |
605 |
+0 |
Jun11 |
101109 |
98.08 |
98.59 |
98.08 |
98.08 |
-0.51 |
0 |
152 |
+0 |
Total Volume and Open Interest |
85,651 |
126,936 |
-49 |
British Pound(CME) |
Dec10 |
101109 |
161.35 |
161.81 |
159.46 |
160.34 |
-0.92 |
144,779 |
97,136 |
-211 |
Mar11 |
101109 |
160.62 |
161.65 |
159.36 |
160.21 |
-0.92 |
81 |
598 |
+0 |
Jun11 |
101109 |
160.06 |
160.97 |
160.06 |
160.06 |
-0.91 |
2 |
40 |
+0 |
Total Volume and Open Interest |
144,872 |
97,803 |
-211 |
Canadian Dollar(CME) |
Dec10 |
101109 |
99.62 |
100.13 |
98.98 |
99.67 |
unch |
94,523 |
111,350 |
+9 |
Mar11 |
101109 |
99.28 |
99.91 |
98.78 |
99.45 |
unch |
665 |
3,606 |
+0 |
Jun11 |
101109 |
99.00 |
99.61 |
98.66 |
99.20 |
+0.01 |
199 |
914 |
+0 |
Sep11 |
101109 |
99.25 |
99.28 |
98.56 |
98.94 |
+0.01 |
23 |
348 |
+0 |
Total Volume and Open Interest |
95,444 |
116,472 |
+9 |
Japanese Yen(CME) |
Dec10 |
101109 |
123.25 |
124.20 |
122.03 |
122.54 |
-0.63 |
118,730 |
137,769 |
-14 |
Mar11 |
101109 |
123.49 |
124.26 |
122.18 |
122.67 |
-0.62 |
184 |
1,304 |
+0 |
Jun11 |
101109 |
122.70 |
123.47 |
122.70 |
122.84 |
-0.63 |
0 |
208 |
+0 |
Total Volume and Open Interest |
118,914 |
139,290 |
-14 |
Swiss Franc(CME) |
Dec10 |
101109 |
103.57 |
104.34 |
103.14 |
103.49 |
-0.11 |
48,388 |
46,511 |
+0 |
Mar11 |
101109 |
103.44 |
104.40 |
103.31 |
103.57 |
-0.12 |
91 |
127 |
+0 |
Jun11 |
101109 |
103.67 |
103.79 |
103.67 |
103.67 |
-0.12 |
0 |
1 |
+0 |
Total Volume and Open Interest |
48,479 |
46,641 |
+0 |
EuroFX(CME) |
Dec10 |
101109 |
139.10 |
139.70 |
137.45 |
138.26 |
-0.92 |
410,020 |
205,168 |
-2,560 |
Mar11 |
101109 |
138.96 |
139.50 |
137.30 |
138.09 |
-0.90 |
977 |
3,420 |
+0 |
Jun11 |
101109 |
138.34 |
138.78 |
137.72 |
137.88 |
-0.90 |
25 |
82 |
+0 |
Total Volume and Open Interest |
411,023 |
208,693 |
-2,560 |
Mexican Peso(CME) |
Nov10 |
101109 |
818.5 |
818.8 |
818.5 |
818.5 |
-0.2 |
0 |
4 |
+0 |
Dec10 |
101109 |
815.5 |
819.8 |
810.0 |
815.0 |
-0.2 |
15,656 |
136,868 |
+0 |
Total Volume and Open Interest |
15,658 |
137,225 |
+0 |
30-Year T-Bonds(CBOT) |
Dec10 |
101109 |
130~190 |
130~230 |
128~250 |
128~260 |
-1~190 |
|
|
|
Mar11 |
101109 |
129~070 |
129~130 |
127~040 |
127~070 |
-1~210 |
10,409 |
28,927 |
-2 |
Jun11 |
101109 |
126~010 |
127~220 |
126~010 |
126~010 |
-1~210 |
1 |
9 |
+0 |
Total Volume and Open Interest |
486,146 |
689,138 |
-2,362 |
10-Year T-Notes(CBOT) |
Dec10 |
101109 |
127~135 |
127~215 |
126~130 |
126~170 |
-0~265 |
1,676,657 |
1,552,965 |
-18,404 |
Mar11 |
101109 |
126~190 |
126~260 |
125~165 |
125~205 |
-0~275 |
24,705 |
25,809 |
-365 |
Jun11 |
101109 |
124~260 |
125~215 |
124~260 |
124~260 |
-0~275 |
1 |
41 |
+0 |
Total Volume and Open Interest |
1,701,364 |
1,578,819 |
-18,769 |
5-Year T-Notes(CBOT) |
Dec10 |
101109 |
121~071 |
121~071 |
121~020 |
121~020 |
-0~079 |
|
|
|
Mar11 |
101109 |
121~052 |
121~052 |
120~062 |
120~072 |
-0~085 |
5,943 |
9,987 |
+0 |
Jun11 |
101109 |
119~096 |
120~053 |
119~096 |
119~096 |
-0~085 |
|
|
|
Total Volume and Open Interest |
709,683 |
1,185,054 |
-1,285 |
2 Year T-Notes(CBOT) |
Dec10 |
101109 |
109~109 |
109~109 |
109~103 |
109~103 |
-0~009 |
|
|
|
Mar11 |
101109 |
109~104 |
109~110 |
109~091 |
109~092 |
-0~012 |
1,139 |
10,269 |
+0 |
Jun11 |
101109 |
109~075 |
109~087 |
109~075 |
109~075 |
-0~012 |
|
|
|
Total Volume and Open Interest |
210,901 |
721,063 |
-3,090 |
Eurodollars(CME) |
Dec10 |
101109 |
99.670 |
99.675 |
99.650 |
99.660 |
unch |
149,117 |
990,867 |
-580 |
Mar11 |
101109 |
99.580 |
99.585 |
99.550 |
99.570 |
+0.005 |
218,816 |
1,142,723 |
-5,394 |
Jun11 |
101109 |
99.500 |
99.515 |
99.455 |
99.470 |
-0.015 |
156,139 |
1,134,235 |
-803 |
Sep11 |
101109 |
99.435 |
99.450 |
99.360 |
99.375 |
-0.045 |
152,058 |
916,996 |
-830 |
Dec11 |
101109 |
99.370 |
99.390 |
99.260 |
99.280 |
-0.080 |
239,782 |
905,590 |
-520 |
Mar12 |
101109 |
99.305 |
99.325 |
99.160 |
99.180 |
-0.115 |
250,972 |
768,390 |
-1,477 |
Jun12 |
101109 |
99.225 |
99.245 |
99.050 |
99.070 |
-0.140 |
202,146 |
470,063 |
-1,423 |
Sep12 |
101109 |
99.120 |
99.145 |
98.930 |
98.950 |
-0.160 |
218,527 |
439,124 |
-1,305 |
Dec12 |
101109 |
98.965 |
99.010 |
98.775 |
98.795 |
-0.175 |
196,021 |
338,229 |
-3,191 |
Mar13 |
101109 |
98.815 |
98.860 |
98.620 |
98.635 |
-0.185 |
170,653 |
267,374 |
-401 |
Jun13 |
101109 |
98.675 |
98.680 |
98.440 |
98.455 |
-0.185 |
97,634 |
159,835 |
-992 |
Sep13 |
101109 |
98.490 |
98.495 |
98.250 |
98.270 |
-0.185 |
78,719 |
169,475 |
+33 |
Dec13 |
101109 |
98.295 |
98.300 |
98.050 |
98.065 |
-0.190 |
47,765 |
128,999 |
-430 |
Mar14 |
101109 |
98.100 |
98.110 |
97.850 |
97.870 |
-0.195 |
47,292 |
113,033 |
+0 |
Jun14 |
101109 |
97.890 |
97.900 |
97.630 |
97.650 |
-0.200 |
46,840 |
110,214 |
+140 |
Sep14 |
101109 |
97.660 |
97.675 |
97.405 |
97.425 |
-0.200 |
39,509 |
66,967 |
+152 |
Dec14 |
101109 |
97.445 |
97.445 |
97.185 |
97.205 |
-0.195 |
32,525 |
91,441 |
+0 |
Mar15 |
101109 |
97.245 |
97.245 |
96.995 |
97.010 |
-0.190 |
29,598 |
49,522 |
+0 |
Total Volume and Open Interest |
2,479,759 |
8,500,663 |
-17,111 |
30 Day Federal Funds(CBOT) |
Nov10 |
101109 |
99.810 |
99.812 |
99.808 |
99.810 |
+0.002 |
4,448 |
100,698 |
-299 |
Dec10 |
101109 |
99.820 |
99.830 |
99.820 |
99.820 |
unch |
5,671 |
87,721 |
-1 |
Jan11 |
101109 |
99.825 |
99.840 |
99.825 |
99.825 |
unch |
9,531 |
60,080 |
+0 |
Feb11 |
101109 |
99.825 |
99.840 |
99.825 |
99.830 |
+0.005 |
1,654 |
50,226 |
-18 |
Mar11 |
101109 |
99.830 |
99.840 |
99.825 |
99.830 |
+0.005 |
2,139 |
30,772 |
+0 |
Apr11 |
101109 |
99.825 |
99.840 |
99.825 |
99.830 |
+0.005 |
1,675 |
31,038 |
-14 |
Total Volume and Open Interest |
48,898 |
571,502 |
-346 |
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 |
101109 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.003 |
0 |
1,728 |
+0 |
Mar11 |
101109 |
99.683 |
99.683 |
99.683 |
99.683 |
unch |
0 |
767 |
+0 |
Jun11 |
101109 |
99.680 |
99.680 |
99.680 |
99.680 |
-0.015 |
|
|
|
Sep11 |
101109 |
99.680 |
99.680 |
99.680 |
99.680 |
-0.007 |
|
|
|
Dec11 |
101109 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Mar12 |
101109 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Jun12 |
101109 |
99.725 |
99.725 |
99.725 |
99.725 |
unch |
|
|
|
Sep12 |
101109 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec12 |
101109 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Mar13 |
101109 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
2,495 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec10 |
101109 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
58 |
3,248 |
+0 |
Mar11 |
101109 |
99.67 |
99.68 |
99.67 |
99.68 |
unch |
30 |
1,549 |
+0 |
Jun11 |
101109 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
1,437 |
-1 |
Sep11 |
101109 |
99.68 |
99.69 |
99.68 |
99.69 |
unch |
0 |
1,098 |
+0 |
Dec11 |
101109 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
110 |
+0 |
Mar12 |
101109 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
305 |
+0 |
Jun12 |
101109 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
754 |
+0 |
Sep12 |
101109 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
310 |
+0 |
Total Volume and Open Interest |
88 |
8,815 |
-1 |
Japanese Gov't Bonds(SGX) |
Dec10 |
101109 |
142.82 |
143.01 |
142.69 |
142.72 |
-0.40 |
1,744 |
19,820 |
-82 |
Mar11 |
101109 |
141.61 |
141.61 |
141.61 |
141.61 |
-0.10 |
|
|
|
Jun11 |
101109 |
139.52 |
139.52 |
139.52 |
139.52 |
-0.10 |
|
|
|
Total Volume and Open Interest |
3,495 |
20,239 |
-245 |
Euro-Bund(EUREX) |
Dec10 |
101109 |
130.61 |
130.95 |
129.87 |
130.36 |
-0.15 |
1,187,780 |
951,631 |
+1,467 |
Mar11 |
101109 |
130.76 |
131.05 |
129.97 |
130.47 |
-0.15 |
1,315 |
11,390 |
+377 |
Jun11 |
101109 |
129.61 |
129.61 |
129.61 |
129.61 |
-0.15 |
120 |
0 |
+0 |
Total Volume and Open Interest |
1,189,215 |
963,021 |
+1,844 |
Euro-Bobl(EUREX) |
Dec10 |
101109 |
120.60 |
120.81 |
120.26 |
120.51 |
-0.02 |
696,458 |
713,835 |
-9,435 |
Mar11 |
101109 |
120.35 |
120.54 |
120.31 |
120.54 |
-0.02 |
5,796 |
76,747 |
+2,589 |
Jun11 |
101109 |
120.35 |
120.35 |
120.35 |
120.35 |
-0.02 |
0 |
1 |
+0 |
Total Volume and Open Interest |
702,254 |
790,583 |
-6,846 |
3-Mth Euribor(EUREX) |
Dec10 |
101109 |
98.870 |
98.880 |
98.870 |
98.880 |
+0.015 |
26 |
4,672 |
-26 |
Mar11 |
101109 |
98.745 |
98.745 |
98.740 |
98.740 |
+0.010 |
9 |
2,466 |
+4 |
Jun11 |
101109 |
98.665 |
98.665 |
98.645 |
98.645 |
+0.005 |
1 |
5,248 |
+1 |
Total Volume and Open Interest |
156 |
18,572 |
+94 |
Long Gilt(LIFFE) |
Dec10 |
101029 |
122~29 |
123~17 |
122~25 |
123~12 |
+0~22 |
132,488 |
286,373 |
-6,596 |
Mar11 |
101109 |
122~21 |
122~21 |
122~19 |
122~19 |
-0~09 |
0 |
175 |
+0 |
Total Volume and Open Interest |
130,797 |
297,483 |
-980 |
3-Mth Short Sterling(LIFFE) |
Dec10 |
101109 |
99.23 |
99.25 |
99.23 |
99.24 |
+0.01 |
15,759 |
363,566 |
-323 |
Mar11 |
101109 |
99.16 |
99.17 |
99.15 |
99.16 |
unch |
65,398 |
319,370 |
+10,995 |
Jun11 |
101109 |
99.07 |
99.09 |
99.06 |
99.07 |
unch |
39,925 |
286,909 |
-822 |
Sep11 |
101109 |
98.98 |
99.00 |
98.96 |
98.97 |
-0.01 |
50,426 |
309,740 |
-1,721 |
Dec11 |
101109 |
98.87 |
98.89 |
98.83 |
98.85 |
-0.02 |
58,909 |
342,145 |
-4,519 |
Mar12 |
101109 |
98.74 |
98.77 |
98.70 |
98.72 |
-0.03 |
50,072 |
244,277 |
+6,282 |
Total Volume and Open Interest |
360,804 |
2,275,634 |
+15,118 |
3-Mth Euribor(LIFFE) |
Dec10 |
101109 |
98.860 |
98.895 |
98.860 |
98.880 |
+0.015 |
102,338 |
569,611 |
+3,784 |
Mar11 |
101109 |
98.730 |
98.760 |
98.725 |
98.740 |
+0.010 |
154,752 |
603,878 |
-337 |
Jun11 |
101109 |
98.640 |
98.675 |
98.630 |
98.645 |
unch |
110,981 |
513,157 |
-692 |
Total Volume and Open Interest |
933,006 |
3,259,427 |
+451 |
3-Mth Aus T-Bills(SFE) |
Dec10 |
101109 |
94.94 |
94.95 |
94.93 |
94.95 |
unch |
10,081 |
174,693 |
+1,615 |
Mar11 |
101109 |
94.82 |
94.84 |
94.81 |
94.82 |
-0.01 |
26,135 |
164,040 |
-2,127 |
Jun11 |
101109 |
94.67 |
94.69 |
94.65 |
94.68 |
unch |
9,909 |
90,949 |
-1,619 |
Sep11 |
101109 |
94.55 |
94.58 |
94.54 |
94.56 |
unch |
3,447 |
53,982 |
+139 |
Dec11 |
101109 |
94.47 |
94.49 |
94.45 |
94.48 |
unch |
1,766 |
36,192 |
+313 |
Mar12 |
101109 |
94.41 |
94.44 |
94.40 |
94.43 |
unch |
994 |
39,192 |
+143 |
Jun12 |
101109 |
94.36 |
94.39 |
94.36 |
94.39 |
unch |
490 |
28,637 |
+148 |
Sep12 |
101109 |
94.34 |
94.36 |
94.34 |
94.36 |
unch |
727 |
9,138 |
-59 |
Dec12 |
101109 |
94.32 |
94.33 |
94.32 |
94.33 |
unch |
303 |
2,020 |
+303 |
Mar13 |
101109 |
94.32 |
94.33 |
94.32 |
94.33 |
unch |
2 |
1,551 |
+2 |
Total Volume and Open Interest |
53,856 |
600,552 |
-1,140 |
10-Year Aus T-Bonds(SFE) |
Dec10 |
101109 |
94.70 |
94.71 |
94.67 |
94.69 |
-0.01 |
20,526 |
375,711 |
-8,426 |
Mar11 |
101109 |
94.69 |
94.69 |
94.69 |
94.69 |
-0.01 |
|
|
|
Total Volume and Open Interest |
20,526 |
375,711 |
-8,426 |
3-Year Aus T-Bonds(SFE) |
Dec10 |
101109 |
94.88 |
94.91 |
94.86 |
94.90 |
+0.02 |
66,679 |
436,763 |
-31,797 |
Mar11 |
101109 |
94.85 |
94.85 |
94.85 |
94.85 |
+0.02 |
|
|
|
Total Volume and Open Interest |
66,679 |
436,763 |
-31,797 |
Gold(CMX) |
Dec10 |
101109 |
1410.0 |
1424.3 |
1382.2 |
1410.1 |
+6.9 |
241,404 |
372,983 |
-18,739 |
Feb11 |
101109 |
1411.4 |
1426.1 |
1384.7 |
1412.4 |
+7.0 |
27,305 |
79,187 |
-123 |
Apr11 |
101109 |
1411.4 |
1428.0 |
1388.0 |
1414.6 |
+7.1 |
2,378 |
22,549 |
-72 |
Jun11 |
101109 |
1410.6 |
1430.0 |
1390.5 |
1416.7 |
+7.2 |
3,018 |
24,034 |
-2 |
Aug11 |
101109 |
1416.0 |
1429.1 |
1403.5 |
1419.0 |
+7.3 |
5,534 |
13,940 |
-1 |
Oct11 |
101109 |
1425.0 |
1435.0 |
1400.1 |
1421.1 |
+7.4 |
148 |
9,548 |
-18 |
Dec11 |
101109 |
1417.5 |
1435.6 |
1399.5 |
1423.3 |
+7.5 |
2,290 |
23,558 |
+11 |
Feb12 |
101109 |
1425.7 |
1425.7 |
1425.7 |
1425.7 |
+7.7 |
6 |
6,009 |
+0 |
Apr12 |
101109 |
1428.2 |
1428.2 |
1428.2 |
1428.2 |
+8.0 |
0 |
5,888 |
+0 |
Jun12 |
101109 |
1430.7 |
1430.7 |
1430.7 |
1430.7 |
+8.3 |
1 |
8,574 |
+0 |
Aug12 |
101109 |
1433.4 |
1433.4 |
1433.4 |
1433.4 |
+8.8 |
75 |
4,657 |
+0 |
Total Volume and Open Interest |
287,071 |
628,397 |
-18,944 |
Silver(CMX) |
Dec10 |
101109 |
2773.0 |
2934.0 |
2641.5 |
2890.6 |
+147.4 |
80,678 |
86,339 |
-4,197 |
Mar11 |
101109 |
2775.0 |
2940.5 |
2648.5 |
2898.7 |
+148.1 |
11,623 |
32,627 |
-40 |
May11 |
101109 |
2770.5 |
2946.0 |
2673.0 |
2903.9 |
+148.6 |
1,027 |
11,416 |
-5 |
Jul11 |
101109 |
2785.0 |
2935.5 |
2699.5 |
2908.9 |
+149.1 |
339 |
9,144 |
+24 |
Sep11 |
101109 |
2857.0 |
2946.0 |
2700.0 |
2913.7 |
+149.4 |
418 |
5,627 |
+0 |
Dec11 |
101109 |
2793.5 |
2950.0 |
2685.5 |
2920.0 |
+149.8 |
1,921 |
6,832 |
+0 |
Mar12 |
101109 |
2925.6 |
2925.6 |
2925.6 |
2925.6 |
+150.7 |
72 |
351 |
+0 |
Total Volume and Open Interest |
96,989 |
159,473 |
-4,220 |
Platinum(NYMEX) |
Jan11 |
101109 |
1773.1 |
1811.8 |
1746.8 |
1809.6 |
+38.5 |
9,245 |
38,608 |
-448 |
Apr11 |
101109 |
1778.9 |
1813.2 |
1766.6 |
1813.2 |
+38.2 |
175 |
1,110 |
-6 |
Jul11 |
101109 |
1814.9 |
1815.8 |
1814.9 |
1815.8 |
+38.2 |
22 |
55 |
+0 |
Oct11 |
101109 |
1815.8 |
1815.8 |
1815.8 |
1815.8 |
+38.2 |
|
|
|
Total Volume and Open Interest |
9,494 |
39,824 |
-454 |
Palladium(NYMEX) |
Dec10 |
101109 |
710.00 |
743.50 |
675.10 |
742.65 |
+31.75 |
4,582 |
22,656 |
-240 |
Mar11 |
101109 |
709.60 |
745.00 |
677.70 |
744.45 |
+31.80 |
259 |
3,194 |
-12 |
Jun11 |
101109 |
725.00 |
745.45 |
725.00 |
745.45 |
+31.80 |
35 |
158 |
+0 |
Total Volume and Open Interest |
4,884 |
26,014 |
-252 |
Copper(CMX) |
Dec10 |
101109 |
395.85 |
404.75 |
392.75 |
404.30 |
+8.65 |
40,469 |
91,194 |
-2,451 |
Mar11 |
101109 |
397.00 |
405.25 |
393.45 |
404.95 |
+8.30 |
7,871 |
48,228 |
-154 |
May11 |
101109 |
395.35 |
404.75 |
395.35 |
404.75 |
+8.20 |
944 |
11,500 |
-15 |
Jul11 |
101109 |
399.90 |
403.85 |
399.85 |
403.85 |
+8.20 |
482 |
5,102 |
-62 |
Sep11 |
101109 |
402.35 |
402.35 |
402.35 |
402.35 |
+8.30 |
8 |
4,334 |
-2 |
Total Volume and Open Interest |
50,227 |
169,144 |
-2,673 |
DJIA Index(CBOT) |
Dec10 |
101109 |
11333 |
11399 |
11272 |
11313 |
-49 |
744 |
6,825 |
-49 |
Mar11 |
101109 |
11240 |
11244 |
11240 |
11244 |
-51 |
5 |
18 |
+0 |
Jun11 |
101109 |
11183 |
11232 |
11183 |
11183 |
-49 |
|
|
|
Sep11 |
101109 |
11125 |
11174 |
11125 |
11125 |
-49 |
|
|
|
Total Volume and Open Interest |
749 |
6,843 |
-49 |
S & P 500(CME) |
Dec10 |
101109 |
1218.80 |
1224.50 |
1206.30 |
1210.90 |
-9.10 |
16,333 |
329,391 |
-130 |
Mar11 |
101109 |
1205.70 |
1218.30 |
1200.80 |
1205.70 |
-9.10 |
531 |
5,028 |
+0 |
Jun11 |
101109 |
1200.80 |
1213.40 |
1195.90 |
1200.80 |
-9.10 |
592 |
2,755 |
+0 |
Sep11 |
101109 |
1196.10 |
1208.60 |
1191.10 |
1196.10 |
-9.00 |
25 |
25 |
+0 |
Total Volume and Open Interest |
17,481 |
337,199 |
-130 |
S & P 500 E-Mini(Globex) |
Dec10 |
101109 |
1210.50 |
1210.75 |
1209.50 |
1210.00 |
-8.50 |
|
|
|
Mar11 |
101109 |
1212.75 |
1219.25 |
1201.50 |
1205.75 |
-9.00 |
3,753 |
17,001 |
+0 |
Total Volume and Open Interest |
2,305,514 |
2,752,162 |
-13,859 |
NASDAQ 100(CME) |
Dec10 |
101109 |
2181.80 |
2197.50 |
2165.00 |
2176.30 |
-7.70 |
6,534 |
31,706 |
-246 |
Mar11 |
101109 |
2174.30 |
2190.00 |
2167.00 |
2174.30 |
-8.00 |
2 |
2 |
+0 |
Jun11 |
101109 |
2171.80 |
2171.80 |
2170.80 |
2171.80 |
-8.00 |
|
|
|
Total Volume and Open Interest |
6,536 |
31,708 |
-246 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
101109 |
2183.00 |
2198.00 |
2164.30 |
2176.30 |
-7.70 |
324,318 |
448,973 |
-1,559 |
Mar11 |
101109 |
2179.00 |
2194.00 |
2163.80 |
2174.30 |
-8.00 |
345 |
1,214 |
-1 |
Total Volume and Open Interest |
324,665 |
450,194 |
-1,559 |
S & P Midcap 400(CME) |
Dec10 |
101109 |
857.25 |
862.00 |
846.00 |
850.50 |
-7.60 |
0 |
3,129 |
+0 |
Mar11 |
101109 |
848.90 |
848.90 |
848.90 |
848.90 |
-7.20 |
0 |
2 |
+0 |
Jun11 |
101109 |
846.40 |
846.40 |
846.40 |
846.40 |
-7.70 |
|
|
|
Total Volume and Open Interest |
0 |
3,131 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec10 |
101109 |
9745 |
9745 |
9745 |
9745 |
+20 |
|
|
|
Mar11 |
101109 |
9780 |
9780 |
9760 |
9780 |
+20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
9,851 |
35,322 |
-30 |
Nikkei 225(SGX) |
Dec10 |
101109 |
9700 |
9735 |
9650 |
9690 |
-15 |
153,305 |
203,845 |
-2,721 |
Mar11 |
101109 |
9720 |
9720 |
9685 |
9685 |
-10 |
751 |
3,475 |
-47 |
Jun11 |
101109 |
9610 |
9610 |
9610 |
9610 |
-15 |
0 |
2,125 |
+0 |
Total Volume and Open Interest |
154,057 |
216,610 |
-2,768 |
CAC 40(EURONEXT) |
Nov10 |
101109 |
3889.5 |
3943.0 |
3881.0 |
3925.5 |
+29.5 |
115,195 |
370,604 |
-978 |
Dec10 |
101109 |
3890.0 |
3938.0 |
3882.0 |
3924.5 |
+30.0 |
357 |
69,763 |
+900 |
Jan11 |
101109 |
3926.5 |
3926.5 |
3926.5 |
3926.5 |
+30.0 |
2 |
35 |
+0 |
Total Volume and Open Interest |
115,554 |
440,522 |
-78 |
Hang Seng Index(HKFE) |
Nov10 |
101109 |
24805 |
24911 |
24634 |
24685 |
-193 |
74,917 |
120,495 |
+1,035 |
Dec10 |
101109 |
24806 |
24920 |
24650 |
24695 |
-185 |
2,410 |
11,802 |
+451 |
Total Volume and Open Interest |
77,659 |
134,546 |
+1,520 |
DAX(EUREX) |
Dec10 |
101109 |
6753.5 |
6818.5 |
6740.5 |
6796.5 |
+36.0 |
135,592 |
179,850 |
-2,621 |
Mar11 |
101109 |
6772.0 |
6834.0 |
6757.0 |
6812.5 |
+36.0 |
272 |
12,092 |
+7 |
Jun11 |
101109 |
6790.5 |
6850.0 |
6777.5 |
6832.5 |
+36.0 |
224 |
2,798 |
+104 |
Total Volume and Open Interest |
136,088 |
194,740 |
-2,510 |
FT-SE 100(EURONEXT) |
Dec10 |
101109 |
5839.50 |
5892.50 |
5826.00 |
5864.00 |
+25.00 |
106,147 |
625,931 |
+5,425 |
Mar11 |
101109 |
5818.00 |
5846.00 |
5803.00 |
5824.00 |
+26.00 |
32 |
5,532 |
-2 |
Jun11 |
101109 |
5781.00 |
5781.00 |
5781.00 |
5781.00 |
+26.00 |
0 |
684 |
+0 |
Total Volume and Open Interest |
106,179 |
632,157 |
+5,423 |
SPI 200(SFE) |
Dec10 |
101109 |
4798.0 |
4801.0 |
4745.0 |
4752.0 |
-54.0 |
30,900 |
219,922 |
+1,626 |
Mar11 |
101109 |
4778.0 |
4788.0 |
4749.0 |
4749.0 |
-53.0 |
1 |
2,158 |
-2 |
Jun11 |
101109 |
4777.0 |
4777.0 |
4777.0 |
4777.0 |
-53.0 |
2 |
1,051 |
+2 |
Total Volume and Open Interest |
30,929 |
226,310 |
+1,651 |
GSCI(CME) |
Nov10 |
101109 |
602.25 |
603.00 |
596.80 |
597.00 |
+2.30 |
488 |
14,642 |
-68 |
Dec10 |
101109 |
602.95 |
609.00 |
601.15 |
602.95 |
+1.75 |
58 |
198 |
+0 |
Jan11 |
101109 |
605.00 |
612.00 |
603.95 |
605.00 |
+1.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
546 |
14,843 |
-68 |
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. |
|
|