|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu November 11, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov10 |
101111 |
1311.75 |
1332.50 |
1309.00 |
1330.25 |
+20.75 |
5,980 |
3,339 |
-2,043 |
Jan11 |
101111 |
1320.00 |
1343.00 |
1317.50 |
1339.00 |
+19.50 |
176,882 |
315,351 |
-4,686 |
Mar11 |
101111 |
1328.00 |
1350.25 |
1326.25 |
1347.00 |
+19.00 |
45,653 |
95,601 |
+1,061 |
May11 |
101111 |
1327.75 |
1349.75 |
1327.75 |
1346.50 |
+18.25 |
28,537 |
61,420 |
+1,913 |
Jul11 |
101111 |
1330.75 |
1351.00 |
1330.00 |
1347.75 |
+17.50 |
31,331 |
56,407 |
+1,189 |
Aug11 |
101111 |
1314.25 |
1329.75 |
1309.25 |
1324.00 |
+14.75 |
875 |
1,805 |
+180 |
Sep11 |
101111 |
1272.25 |
1291.75 |
1270.25 |
1283.25 |
+13.00 |
852 |
2,177 |
+157 |
Total Volume and Open Interest |
311,892 |
628,476 |
+275 |
Soybean Meal(CBOT) |
Dec10 |
101111 |
355.40 |
360.40 |
355.00 |
358.10 |
+2.70 |
42,162 |
89,098 |
+99 |
Jan11 |
101111 |
357.80 |
362.40 |
357.20 |
360.10 |
+2.70 |
32,784 |
28,602 |
-50 |
Mar11 |
101111 |
360.30 |
364.60 |
359.30 |
362.00 |
+2.00 |
15,661 |
25,678 |
+19 |
May11 |
101111 |
359.20 |
364.30 |
358.70 |
360.60 |
+1.60 |
7,329 |
19,062 |
-750 |
Jul11 |
101111 |
360.50 |
364.10 |
358.50 |
359.90 |
+1.50 |
7,945 |
14,980 |
+46 |
Aug11 |
101111 |
350.00 |
356.00 |
349.80 |
350.50 |
+1.00 |
617 |
3,960 |
+115 |
Sep11 |
101111 |
340.40 |
346.00 |
337.70 |
338.70 |
+0.40 |
729 |
4,067 |
-12 |
Oct11 |
101111 |
322.80 |
329.70 |
319.60 |
319.60 |
-0.50 |
210 |
2,261 |
+10 |
Total Volume and Open Interest |
111,881 |
198,155 |
-670 |
Soybean Oil(CBOT) |
Dec10 |
101111 |
53.90 |
55.05 |
53.55 |
55.03 |
+1.08 |
65,739 |
117,142 |
-6,189 |
Jan11 |
101111 |
54.15 |
55.35 |
53.84 |
55.35 |
+1.10 |
39,870 |
118,479 |
+2,307 |
Mar11 |
101111 |
54.61 |
55.70 |
54.32 |
55.70 |
+1.09 |
18,021 |
65,787 |
+1,188 |
May11 |
101111 |
54.81 |
55.98 |
54.50 |
55.98 |
+1.10 |
7,718 |
27,382 |
+962 |
Jul11 |
101111 |
55.07 |
56.22 |
54.76 |
56.22 |
+1.11 |
6,656 |
23,157 |
+807 |
Aug11 |
101111 |
55.15 |
56.24 |
54.94 |
56.24 |
+1.11 |
379 |
4,795 |
+57 |
Sep11 |
101111 |
55.22 |
56.26 |
55.10 |
56.26 |
+1.11 |
413 |
2,047 |
-27 |
Oct11 |
101111 |
54.99 |
56.28 |
54.92 |
56.28 |
+1.11 |
260 |
2,826 |
+17 |
Total Volume and Open Interest |
141,956 |
374,884 |
-572 |
Canola(WCE) |
Nov10 |
101110 |
559.0 |
559.0 |
559.0 |
559.0 |
-4.8 |
25 |
152 |
-25 |
Jan11 |
101110 |
564.6 |
566.3 |
561.0 |
563.5 |
-4.9 |
6,663 |
137,524 |
-306 |
Mar11 |
101110 |
571.0 |
573.5 |
568.9 |
570.3 |
-5.5 |
1,127 |
16,581 |
+259 |
May11 |
101110 |
572.2 |
575.5 |
569.9 |
572.7 |
-5.5 |
116 |
4,575 |
+0 |
Jul11 |
101110 |
572.5 |
576.9 |
572.2 |
573.4 |
-5.2 |
306 |
13,188 |
+139 |
Total Volume and Open Interest |
8,796 |
200,545 |
-67 |
Corn(CBOT) |
Dec10 |
101111 |
567.00 |
574.25 |
557.50 |
564.00 |
-2.75 |
368,624 |
423,939 |
-25,817 |
Mar11 |
101111 |
581.00 |
588.50 |
571.00 |
578.00 |
-3.00 |
193,364 |
582,501 |
+14,596 |
May11 |
101111 |
588.00 |
596.00 |
578.50 |
585.25 |
-3.50 |
43,318 |
127,779 |
+7,466 |
Jul11 |
101111 |
593.00 |
600.00 |
581.75 |
588.75 |
-4.25 |
72,983 |
200,298 |
+1,778 |
Sep11 |
101111 |
565.25 |
572.25 |
553.00 |
560.00 |
-6.25 |
3,794 |
36,450 |
+513 |
Dec11 |
101111 |
549.00 |
555.00 |
531.75 |
539.25 |
-10.00 |
76,167 |
253,195 |
+13,949 |
Total Volume and Open Interest |
762,387 |
1,674,251 |
+12,862 |
Wheat(CBOT) |
Dec10 |
101111 |
707.25 |
723.00 |
701.75 |
704.00 |
-6.00 |
88,653 |
161,608 |
-10,279 |
Mar11 |
101111 |
749.50 |
762.50 |
742.00 |
744.00 |
-6.00 |
47,332 |
152,259 |
+7,042 |
May11 |
101111 |
770.00 |
788.50 |
766.75 |
769.00 |
-7.50 |
7,473 |
38,649 |
+416 |
Jul11 |
101111 |
791.00 |
803.50 |
777.75 |
783.25 |
-8.00 |
7,469 |
86,848 |
-112 |
Sep11 |
101111 |
810.00 |
821.75 |
798.50 |
804.25 |
-7.75 |
1,314 |
16,136 |
+87 |
Total Volume and Open Interest |
157,911 |
524,694 |
-2,005 |
Wheat(KCBT) |
Dec10 |
101111 |
773.00 |
786.25 |
762.00 |
768.00 |
-4.75 |
20,173 |
68,508 |
-1,428 |
Mar11 |
101111 |
788.00 |
802.00 |
781.25 |
784.00 |
-4.75 |
13,582 |
97,763 |
+4,737 |
May11 |
101111 |
796.75 |
808.75 |
791.00 |
793.00 |
-4.75 |
2,096 |
18,638 |
+485 |
Jul11 |
101111 |
803.50 |
817.00 |
796.00 |
799.00 |
-5.25 |
8,345 |
47,398 |
+4,033 |
Sep11 |
101111 |
816.50 |
818.50 |
804.75 |
806.00 |
-6.50 |
443 |
6,634 |
+215 |
Total Volume and Open Interest |
45,885 |
249,053 |
+8,668 |
Wheat(MGE) |
Dec10 |
101111 |
782.00 |
793.00 |
775.25 |
776.75 |
-5.25 |
3,564 |
16,620 |
+307 |
Mar11 |
101111 |
797.00 |
809.75 |
790.50 |
792.00 |
-4.75 |
3,283 |
27,125 |
+816 |
May11 |
101111 |
806.25 |
819.75 |
801.25 |
801.25 |
-5.00 |
500 |
7,698 |
+44 |
Jul11 |
101111 |
813.75 |
823.50 |
808.00 |
809.00 |
-4.75 |
791 |
8,344 |
+252 |
Sep11 |
101111 |
819.00 |
829.00 |
811.00 |
815.00 |
-3.75 |
729 |
6,353 |
+184 |
Total Volume and Open Interest |
9,381 |
73,279 |
+1,704 |
Oats(CBOT) |
Dec10 |
101111 |
360.75 |
360.75 |
352.50 |
358.50 |
-2.50 |
891 |
4,782 |
-57 |
Mar11 |
101111 |
372.00 |
372.50 |
365.00 |
371.00 |
-2.50 |
518 |
7,889 |
+52 |
May11 |
101111 |
375.00 |
376.75 |
373.00 |
376.75 |
-2.50 |
18 |
245 |
+15 |
Jul11 |
101111 |
379.00 |
384.25 |
379.00 |
382.00 |
-2.25 |
3 |
49 |
+1 |
Total Volume and Open Interest |
1,443 |
13,820 |
+14 |
Rough Rice(CBOT) |
Nov10 |
101111 |
14.36 |
14.48 |
14.21 |
14.27 |
-0.24 |
76 |
90 |
-38 |
Jan11 |
101111 |
14.68 |
15.03 |
14.48 |
14.57 |
-0.23 |
1,599 |
12,205 |
-9 |
Mar11 |
101111 |
14.97 |
15.23 |
14.77 |
14.85 |
-0.22 |
221 |
3,399 |
+13 |
May11 |
101111 |
15.43 |
15.55 |
15.06 |
15.11 |
-0.22 |
84 |
758 |
+4 |
Total Volume and Open Interest |
2,129 |
18,530 |
-3 |
Live Cattle(CME) |
Dec10 |
101111 |
99.300 |
99.750 |
98.900 |
99.050 |
-0.350 |
33,639 |
93,170 |
-10,142 |
Feb11 |
101111 |
102.885 |
103.300 |
102.450 |
102.885 |
-0.150 |
25,519 |
103,368 |
+7,547 |
Apr11 |
101111 |
106.635 |
107.150 |
106.300 |
106.830 |
unch |
11,000 |
62,224 |
+2,996 |
Jun11 |
101111 |
103.885 |
104.785 |
103.885 |
104.480 |
+0.250 |
4,129 |
28,951 |
+386 |
Aug11 |
101111 |
103.850 |
104.100 |
103.450 |
103.950 |
+0.100 |
3,375 |
12,121 |
+1,247 |
Oct11 |
101111 |
105.900 |
106.400 |
105.800 |
106.180 |
-0.120 |
315 |
5,420 |
+60 |
Total Volume and Open Interest |
78,209 |
307,155 |
+2,127 |
Feeder Cattle(CME) |
Nov10 |
101111 |
113.035 |
113.050 |
112.385 |
112.650 |
-0.150 |
1,039 |
2,508 |
-192 |
Jan11 |
101111 |
114.950 |
115.285 |
114.500 |
115.080 |
+0.130 |
3,780 |
13,548 |
+435 |
Mar11 |
101111 |
115.500 |
115.750 |
115.050 |
115.535 |
+0.035 |
1,900 |
6,047 |
+470 |
Apr11 |
101111 |
116.000 |
116.500 |
115.900 |
116.230 |
-0.470 |
346 |
1,521 |
+101 |
May11 |
101111 |
116.450 |
116.650 |
116.000 |
116.430 |
-0.300 |
278 |
2,026 |
+93 |
Aug11 |
101111 |
117.450 |
117.900 |
117.150 |
117.900 |
+0.050 |
261 |
1,191 |
+182 |
Sep11 |
101111 |
117.700 |
117.700 |
117.700 |
117.700 |
unch |
7 |
60 |
+7 |
Total Volume and Open Interest |
7,611 |
26,901 |
+1,096 |
Lean Hogs(CME) |
Dec10 |
101111 |
68.100 |
69.680 |
68.080 |
69.135 |
+0.885 |
20,880 |
60,355 |
-2,468 |
Feb11 |
101111 |
74.750 |
76.000 |
74.580 |
75.450 |
+0.650 |
13,151 |
56,577 |
+1,487 |
Apr11 |
101111 |
79.535 |
81.000 |
79.300 |
79.850 |
-0.035 |
6,373 |
39,318 |
+1,223 |
May11 |
101111 |
86.500 |
86.500 |
85.635 |
86.400 |
+0.300 |
136 |
1,495 |
+27 |
Jun11 |
101111 |
88.550 |
89.550 |
88.350 |
89.200 |
+0.400 |
4,410 |
26,127 |
+61 |
Jul11 |
101111 |
88.500 |
89.000 |
87.800 |
88.700 |
+0.415 |
565 |
6,074 |
+200 |
Aug11 |
101111 |
88.000 |
88.250 |
87.000 |
87.950 |
+0.800 |
1,017 |
4,865 |
-52 |
Oct11 |
101111 |
80.250 |
80.600 |
79.900 |
80.250 |
unch |
375 |
3,314 |
+76 |
Total Volume and Open Interest |
47,372 |
199,393 |
+839 |
Pork Bellies(CME) |
Feb11 |
101111 |
101.750 |
104.500 |
101.750 |
104.500 |
unch |
2 |
6 |
+0 |
Mar11 |
101111 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
1 |
1 |
+0 |
May11 |
101111 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
|
|
|
Jul11 |
101111 |
103.500 |
103.500 |
103.500 |
103.500 |
unch |
|
|
|
Aug11 |
101111 |
102.500 |
102.500 |
102.500 |
102.500 |
unch |
|
|
|
Total Volume and Open Interest |
3 |
7 |
+0 |
Class III Milk(CME) |
Nov10 |
101111 |
15.42 |
15.45 |
15.40 |
15.43 |
-0.02 |
96 |
4,942 |
-29 |
Dec10 |
101111 |
13.37 |
13.42 |
13.21 |
13.28 |
-0.10 |
619 |
5,886 |
-9 |
Jan11 |
101111 |
13.51 |
13.56 |
13.39 |
13.45 |
-0.11 |
227 |
3,112 |
+15 |
Feb11 |
101111 |
13.63 |
13.67 |
13.55 |
13.58 |
-0.09 |
121 |
2,567 |
+20 |
Mar11 |
101111 |
13.88 |
13.91 |
13.78 |
13.78 |
-0.12 |
94 |
2,360 |
+47 |
Total Volume and Open Interest |
1,611 |
26,123 |
+249 |
Cocoa(ICE) |
Dec10 |
101111 |
2838 |
2870 |
2806 |
2834 |
+8 |
19,954 |
18,451 |
-9,698 |
Mar11 |
101111 |
2871 |
2898 |
2836 |
2866 |
+11 |
19,937 |
69,787 |
+7,953 |
May11 |
101111 |
2890 |
2915 |
2864 |
2889 |
+11 |
2,472 |
17,316 |
+385 |
Jul11 |
101111 |
2910 |
2930 |
2880 |
2909 |
+12 |
384 |
7,275 |
+145 |
Sep11 |
101111 |
2927 |
2937 |
2917 |
2926 |
+15 |
343 |
4,328 |
+302 |
Dec11 |
101111 |
2945 |
2962 |
2941 |
2948 |
+17 |
282 |
9,333 |
+218 |
Mar12 |
101111 |
3026 |
3044 |
3009 |
3025 |
+24 |
45 |
10,808 |
+37 |
Total Volume and Open Interest |
43,427 |
142,604 |
-648 |
Coffee "C"(ICE) |
Dec10 |
101111 |
212.30 |
214.90 |
205.80 |
206.65 |
-5.60 |
19,710 |
51,852 |
-6,206 |
Mar11 |
101111 |
215.30 |
217.60 |
208.60 |
209.50 |
-5.45 |
14,224 |
70,429 |
+4,647 |
May11 |
101111 |
215.75 |
217.65 |
209.65 |
210.45 |
-5.35 |
2,200 |
14,059 |
+1,005 |
Jul11 |
101111 |
213.50 |
214.80 |
207.90 |
209.15 |
-4.70 |
467 |
5,996 |
+174 |
Sep11 |
101111 |
209.30 |
210.35 |
204.75 |
205.85 |
-3.85 |
396 |
2,871 |
+116 |
Dec11 |
101111 |
203.00 |
204.10 |
198.40 |
200.30 |
-3.25 |
155 |
2,558 |
+30 |
Total Volume and Open Interest |
37,230 |
148,813 |
-197 |
Orange Juice(ICE) |
Jan11 |
101111 |
157.75 |
158.20 |
154.60 |
156.40 |
-1.60 |
951 |
23,624 |
+158 |
Mar11 |
101111 |
156.40 |
158.75 |
156.00 |
157.45 |
-1.60 |
237 |
3,118 |
+104 |
May11 |
101111 |
157.50 |
158.60 |
157.00 |
158.60 |
-1.75 |
12 |
760 |
-7 |
Jul11 |
101111 |
159.70 |
159.70 |
159.70 |
159.70 |
-1.75 |
5 |
1,251 |
-1 |
Sep11 |
101111 |
160.80 |
160.80 |
160.80 |
160.80 |
-1.55 |
2 |
29 |
+2 |
Nov11 |
101111 |
159.60 |
159.60 |
159.60 |
159.60 |
-1.40 |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,207 |
28,810 |
-265 |
Sugar #11(ICE) |
Mar11 |
101111 |
32.85 |
33.39 |
29.05 |
29.66 |
-3.15 |
77,432 |
255,992 |
+5,406 |
May11 |
101111 |
30.16 |
30.49 |
26.68 |
27.26 |
-2.90 |
31,719 |
104,546 |
+1,884 |
Jul11 |
101111 |
27.08 |
27.30 |
23.73 |
24.21 |
-2.91 |
22,743 |
98,280 |
+1,797 |
Oct11 |
101111 |
25.14 |
25.20 |
22.00 |
22.49 |
-2.66 |
13,002 |
51,937 |
+797 |
Mar12 |
101111 |
23.30 |
23.50 |
20.59 |
20.87 |
-2.61 |
3,774 |
44,882 |
+319 |
Total Volume and Open Interest |
150,537 |
597,338 |
+10,429 |
London Cocoa(LCE) |
Dec10 |
101111 |
1849 |
1860 |
1834 |
1846 |
-1 |
8,775 |
56,757 |
-1,436 |
Mar11 |
101111 |
1875 |
1885 |
1859 |
1871 |
-1 |
7,043 |
57,851 |
+576 |
May11 |
101111 |
1892 |
1904 |
1879 |
1890 |
-1 |
945 |
19,406 |
+235 |
Jul11 |
101111 |
1909 |
1919 |
1899 |
1909 |
unch |
522 |
12,244 |
+22 |
Sep11 |
101111 |
1922 |
1929 |
1913 |
1923 |
unch |
212 |
8,453 |
-12 |
Dec11 |
101111 |
1941 |
1949 |
1930 |
1938 |
unch |
235 |
15,498 |
+101 |
Mar12 |
101111 |
1949 |
1962 |
1946 |
1951 |
+1 |
50 |
10,148 |
-32 |
Total Volume and Open Interest |
17,782 |
183,209 |
-546 |
London Sugar(LCE) |
Mar11 |
101111 |
808.10 |
811.00 |
755.50 |
768.60 |
-22.10 |
6,810 |
35,014 |
+830 |
May11 |
101111 |
781.10 |
781.10 |
729.70 |
741.20 |
-23.00 |
982 |
8,366 |
+7 |
Aug11 |
101111 |
713.00 |
716.00 |
671.60 |
680.80 |
-22.80 |
205 |
6,923 |
+85 |
Oct11 |
101111 |
650.90 |
651.00 |
620.50 |
624.50 |
-17.20 |
25 |
1,076 |
+5 |
Dec11 |
101111 |
605.00 |
605.00 |
601.40 |
601.40 |
-9.30 |
114 |
516 |
+109 |
Total Volume and Open Interest |
13,524 |
63,776 |
-642 |
Cotton(ICE) |
Dec10 |
101111 |
145.81 |
150.00 |
143.55 |
144.21 |
-1.44 |
12,739 |
77,393 |
-3,162 |
Mar11 |
101111 |
140.00 |
142.80 |
136.66 |
139.18 |
-1.93 |
13,242 |
91,509 |
+1,874 |
May11 |
101111 |
136.00 |
137.54 |
132.59 |
135.49 |
-2.05 |
2,418 |
14,759 |
+380 |
Jul11 |
101111 |
132.50 |
133.06 |
128.50 |
131.59 |
-2.21 |
2,536 |
25,481 |
+95 |
Oct11 |
101111 |
119.13 |
119.13 |
115.00 |
117.22 |
-3.28 |
211 |
377 |
+107 |
Dec11 |
101111 |
96.80 |
96.80 |
92.55 |
94.03 |
-2.92 |
4,956 |
28,585 |
+3,032 |
Total Volume and Open Interest |
36,199 |
239,032 |
+2,337 |
Lumber(CME) |
Nov10 |
101111 |
265.0 |
266.9 |
262.8 |
266.0 |
+4.5 |
308 |
485 |
-204 |
Jan11 |
101111 |
275.6 |
281.2 |
275.5 |
276.5 |
+0.5 |
538 |
5,896 |
+197 |
Mar11 |
101111 |
291.0 |
295.0 |
290.0 |
293.9 |
+4.9 |
215 |
2,840 |
+38 |
May11 |
101111 |
295.0 |
299.5 |
294.0 |
299.5 |
+3.0 |
69 |
756 |
+48 |
Total Volume and Open Interest |
1,130 |
10,137 |
+79 |
Crude Oil(NYM) |
Dec10 |
101111 |
87.85 |
88.63 |
87.54 |
87.81 |
unch |
367,995 |
269,039 |
-36,766 |
Jan11 |
101111 |
88.27 |
89.10 |
88.01 |
88.28 |
-0.01 |
142,691 |
274,091 |
+27,767 |
Feb11 |
101111 |
88.56 |
89.44 |
88.44 |
88.69 |
+0.01 |
37,495 |
94,283 |
+1,334 |
Mar11 |
101111 |
89.19 |
89.76 |
88.81 |
89.07 |
+0.02 |
23,917 |
104,748 |
+194 |
Apr11 |
101111 |
89.30 |
90.00 |
89.10 |
89.39 |
+0.01 |
14,079 |
42,803 |
-593 |
May11 |
101111 |
89.80 |
90.26 |
89.52 |
89.69 |
+0.02 |
9,381 |
34,859 |
+1,537 |
Jun11 |
101111 |
89.72 |
90.47 |
89.60 |
89.92 |
+0.03 |
23,593 |
90,089 |
-688 |
Jul11 |
101111 |
90.53 |
90.53 |
89.92 |
90.12 |
+0.03 |
4,304 |
36,586 |
-624 |
Aug11 |
101111 |
90.63 |
90.63 |
90.15 |
90.31 |
+0.04 |
2,528 |
14,242 |
+230 |
Sep11 |
101111 |
90.85 |
90.93 |
90.36 |
90.50 |
+0.06 |
1,986 |
24,327 |
+192 |
Oct11 |
101111 |
90.99 |
90.99 |
90.56 |
90.68 |
+0.07 |
645 |
15,868 |
+27 |
Nov11 |
101111 |
91.13 |
91.13 |
90.72 |
90.87 |
+0.09 |
1,447 |
20,327 |
-235 |
Dec11 |
101111 |
90.94 |
91.53 |
90.66 |
91.08 |
+0.10 |
32,311 |
145,677 |
-2,561 |
Jan12 |
101111 |
91.16 |
91.16 |
91.16 |
91.16 |
+0.11 |
880 |
16,110 |
-171 |
Feb12 |
101111 |
91.23 |
91.23 |
91.23 |
91.23 |
+0.11 |
99 |
6,762 |
+11 |
Mar12 |
101111 |
91.30 |
91.30 |
91.30 |
91.30 |
+0.12 |
10 |
9,474 |
+0 |
Total Volume and Open Interest |
685,832 |
1,486,195 |
-6,471 |
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 |
101111 |
88.300 |
89.000 |
88.050 |
88.275 |
-0.025 |
539 |
3,048 |
+87 |
Feb11 |
101111 |
89.025 |
89.300 |
88.475 |
88.700 |
+0.025 |
54 |
557 |
+23 |
Mar11 |
101111 |
89.175 |
89.575 |
89.075 |
89.075 |
+0.025 |
7 |
233 |
-1 |
Apr11 |
101111 |
89.400 |
89.400 |
89.400 |
89.400 |
+0.025 |
5 |
2 |
-3 |
May11 |
101111 |
89.700 |
89.700 |
89.700 |
89.700 |
+0.025 |
5 |
14 |
-1 |
Jun11 |
101111 |
89.925 |
89.925 |
89.925 |
89.925 |
+0.025 |
2 |
28 |
+0 |
Jul11 |
101111 |
90.125 |
90.125 |
90.125 |
90.125 |
+0.025 |
1 |
2 |
+1 |
Aug11 |
101111 |
90.300 |
90.300 |
90.300 |
90.300 |
+0.025 |
|
|
|
Total Volume and Open Interest |
11,638 |
9,217 |
+113 |
Heating Oil(NYM) |
Dec10 |
101111 |
244.29 |
245.71 |
242.41 |
242.66 |
-1.53 |
55,878 |
89,386 |
-3,786 |
Jan11 |
101111 |
245.99 |
247.20 |
244.20 |
244.33 |
-1.47 |
37,978 |
80,037 |
+2,330 |
Feb11 |
101111 |
246.22 |
247.31 |
244.97 |
245.03 |
-1.34 |
13,096 |
29,436 |
+790 |
Mar11 |
101111 |
246.26 |
247.25 |
245.03 |
245.11 |
-1.15 |
8,949 |
25,626 |
+984 |
Apr11 |
101111 |
246.17 |
246.17 |
243.82 |
243.99 |
-1.05 |
3,949 |
14,084 |
-57 |
May11 |
101111 |
245.39 |
245.39 |
243.32 |
243.39 |
-0.97 |
1,902 |
15,163 |
+186 |
Jun11 |
101111 |
244.17 |
244.81 |
243.32 |
243.39 |
-0.78 |
7,943 |
31,915 |
+975 |
Jul11 |
101111 |
244.92 |
244.93 |
244.32 |
244.32 |
-0.69 |
1,330 |
5,796 |
-50 |
Aug11 |
101111 |
245.83 |
246.30 |
245.44 |
245.44 |
-0.59 |
533 |
4,374 |
-2 |
Sep11 |
101111 |
247.70 |
247.80 |
246.99 |
246.99 |
-0.47 |
108 |
4,655 |
+32 |
Oct11 |
101111 |
248.55 |
249.45 |
248.55 |
248.80 |
-0.40 |
132 |
1,983 |
+50 |
Nov11 |
101111 |
251.25 |
251.25 |
250.73 |
250.73 |
-0.35 |
148 |
2,641 |
+90 |
Total Volume and Open Interest |
134,152 |
328,182 |
+1,409 |
Gasoline(NYMEX) |
Dec10 |
101111 |
223.25 |
225.44 |
222.90 |
223.57 |
-0.05 |
58,496 |
80,476 |
-1,433 |
Jan11 |
101111 |
221.93 |
223.20 |
220.88 |
221.45 |
-0.34 |
42,254 |
81,620 |
+5,507 |
Feb11 |
101111 |
223.00 |
224.25 |
222.36 |
222.42 |
-0.56 |
12,429 |
23,392 |
+1,968 |
Mar11 |
101111 |
225.53 |
225.53 |
223.57 |
224.11 |
-0.57 |
9,088 |
18,964 |
+246 |
Apr11 |
101111 |
236.25 |
236.25 |
235.08 |
235.66 |
-0.57 |
5,093 |
19,219 |
+1,102 |
May11 |
101111 |
238.32 |
238.32 |
236.19 |
236.75 |
-0.54 |
2,539 |
9,979 |
+120 |
Jun11 |
101111 |
237.87 |
238.00 |
236.86 |
237.37 |
-0.50 |
4,771 |
14,543 |
-68 |
Jul11 |
101111 |
236.80 |
237.29 |
236.60 |
237.29 |
-0.42 |
785 |
4,272 |
-147 |
Aug11 |
101111 |
236.99 |
236.99 |
236.99 |
236.99 |
-0.28 |
261 |
5,358 |
-27 |
Sep11 |
101111 |
236.08 |
236.08 |
236.08 |
236.08 |
-0.21 |
176 |
2,572 |
+60 |
Total Volume and Open Interest |
141,432 |
292,042 |
+9,304 |
e-miNY RBOB Gasoline(NYM) |
Dec10 |
101111 |
223.60 |
223.60 |
223.57 |
223.60 |
unch |
0 |
2 |
+0 |
Jan11 |
101111 |
221.50 |
221.50 |
221.45 |
221.50 |
-0.30 |
0 |
1 |
+0 |
Feb11 |
101111 |
222.40 |
222.42 |
222.40 |
222.40 |
-0.60 |
0 |
1 |
+0 |
Mar11 |
101111 |
224.10 |
224.11 |
224.10 |
224.10 |
-0.60 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Dec10 |
101111 |
4.062 |
4.125 |
3.917 |
3.927 |
-0.119 |
154,080 |
136,245 |
-9,770 |
Jan11 |
101111 |
4.255 |
4.321 |
4.108 |
4.111 |
-0.128 |
82,706 |
190,912 |
+2,366 |
Feb11 |
101111 |
4.306 |
4.329 |
4.129 |
4.131 |
-0.120 |
24,267 |
61,762 |
-270 |
Mar11 |
101111 |
4.250 |
4.293 |
4.104 |
4.107 |
-0.112 |
27,826 |
90,396 |
-1,212 |
Apr11 |
101111 |
4.219 |
4.255 |
4.088 |
4.091 |
-0.101 |
21,026 |
64,231 |
-1,000 |
May11 |
101111 |
4.276 |
4.291 |
4.126 |
4.129 |
-0.096 |
7,794 |
23,917 |
-28 |
Jun11 |
101111 |
4.304 |
4.335 |
4.178 |
4.180 |
-0.093 |
1,526 |
11,658 |
+91 |
Jul11 |
101111 |
4.344 |
4.344 |
4.241 |
4.243 |
-0.090 |
1,205 |
10,957 |
+231 |
Aug11 |
101111 |
4.333 |
4.348 |
4.290 |
4.290 |
-0.091 |
2,323 |
12,613 |
+700 |
Sep11 |
101111 |
4.452 |
4.452 |
4.303 |
4.305 |
-0.091 |
1,438 |
10,018 |
+85 |
Oct11 |
101111 |
4.486 |
4.486 |
4.378 |
4.383 |
-0.088 |
9,566 |
40,776 |
+1,350 |
Nov11 |
101111 |
4.685 |
4.685 |
4.611 |
4.613 |
-0.078 |
3,948 |
18,200 |
+1,285 |
Dec11 |
101111 |
5.022 |
5.022 |
4.908 |
4.913 |
-0.075 |
2,301 |
18,873 |
+547 |
Jan12 |
101111 |
5.119 |
5.155 |
5.088 |
5.093 |
-0.073 |
5,908 |
26,469 |
+1,386 |
Feb12 |
101111 |
5.122 |
5.125 |
5.064 |
5.064 |
-0.073 |
695 |
6,431 |
-46 |
Mar12 |
101111 |
5.028 |
5.029 |
4.955 |
4.961 |
-0.070 |
392 |
13,894 |
+60 |
Total Volume and Open Interest |
348,109 |
815,270 |
-3,733 |
Brent Crude Oil(ICE) |
Dec10 |
101111 |
89.16 |
89.70 |
88.62 |
88.81 |
-0.15 |
200,879 |
133,213 |
-27,676 |
Jan11 |
101111 |
89.35 |
89.86 |
88.87 |
89.10 |
-0.06 |
119,090 |
244,917 |
+10,675 |
Feb11 |
101111 |
89.44 |
90.04 |
89.10 |
89.34 |
-0.03 |
75,165 |
142,213 |
+21,471 |
Mar11 |
101111 |
89.64 |
90.22 |
89.35 |
89.58 |
-0.01 |
31,268 |
62,371 |
+5,120 |
Apr11 |
101111 |
89.85 |
90.35 |
89.62 |
89.82 |
unch |
15,516 |
38,098 |
+509 |
May11 |
101111 |
90.08 |
90.58 |
89.84 |
90.09 |
+0.03 |
8,262 |
25,825 |
+884 |
Jun11 |
101111 |
90.30 |
90.80 |
90.03 |
90.34 |
+0.04 |
16,668 |
37,416 |
-1,163 |
Jul11 |
101111 |
91.00 |
91.00 |
90.40 |
90.57 |
+0.05 |
7,492 |
11,657 |
-1,599 |
Aug11 |
101111 |
91.18 |
91.18 |
90.48 |
90.79 |
+0.06 |
4,294 |
10,364 |
-737 |
Sep11 |
101111 |
90.98 |
90.98 |
90.98 |
90.98 |
+0.07 |
1,924 |
7,570 |
-267 |
Oct11 |
101111 |
91.16 |
91.16 |
91.16 |
91.16 |
+0.07 |
905 |
5,935 |
+24 |
Nov11 |
101111 |
91.33 |
91.33 |
91.33 |
91.33 |
+0.09 |
748 |
10,598 |
+85 |
Dec11 |
101111 |
91.90 |
91.90 |
91.10 |
91.50 |
+0.10 |
15,246 |
75,025 |
+1,448 |
Jan12 |
101111 |
91.69 |
91.69 |
91.69 |
91.69 |
+0.10 |
85 |
11,553 |
+15 |
Total Volume and Open Interest |
502,663 |
898,670 |
+8,044 |
Gas Oil(ICE) |
Dec10 |
101111 |
757.00 |
765.50 |
756.25 |
758.25 |
+1.25 |
106,724 |
125,212 |
-3,157 |
Jan11 |
101111 |
760.50 |
768.25 |
759.25 |
761.50 |
+1.50 |
56,766 |
119,378 |
+9,759 |
Feb11 |
101111 |
768.00 |
770.00 |
761.50 |
763.25 |
+1.50 |
16,346 |
46,440 |
+305 |
Mar11 |
101111 |
769.00 |
769.75 |
762.75 |
764.25 |
+1.75 |
8,505 |
32,822 |
-495 |
Apr11 |
101111 |
768.50 |
769.50 |
763.75 |
765.25 |
+2.00 |
6,224 |
34,287 |
+943 |
May11 |
101111 |
770.00 |
770.00 |
764.25 |
766.75 |
+2.25 |
4,771 |
26,277 |
-515 |
Jun11 |
101111 |
773.00 |
773.50 |
766.25 |
768.75 |
+2.25 |
12,530 |
51,070 |
-139 |
Jul11 |
101111 |
772.00 |
772.25 |
772.00 |
772.00 |
+2.50 |
920 |
15,678 |
-275 |
Aug11 |
101111 |
775.50 |
776.00 |
775.50 |
775.50 |
+2.50 |
559 |
12,624 |
+141 |
Sep11 |
101111 |
782.50 |
782.50 |
778.50 |
778.50 |
+2.25 |
546 |
10,534 |
+101 |
Total Volume and Open Interest |
264,461 |
614,818 |
-1,741 |
Ethanol(CBOT) |
Nov10 |
101103 |
2.395 |
2.395 |
2.361 |
2.390 |
+0.013 |
76 |
80 |
-56 |
Dec10 |
101111 |
2.310 |
2.325 |
2.251 |
2.273 |
-0.034 |
114 |
1,265 |
-35 |
Jan11 |
101111 |
2.215 |
2.219 |
2.197 |
2.216 |
-0.027 |
144 |
913 |
-35 |
Feb11 |
101111 |
2.211 |
2.211 |
2.178 |
2.179 |
-0.032 |
48 |
1,072 |
+52 |
Mar11 |
101111 |
2.221 |
2.221 |
2.177 |
2.190 |
-0.031 |
42 |
760 |
+8 |
Apr11 |
101111 |
2.190 |
2.195 |
2.179 |
2.182 |
-0.035 |
18 |
852 |
+12 |
May11 |
101111 |
2.200 |
2.200 |
2.200 |
2.200 |
-0.023 |
18 |
310 |
+8 |
Jun11 |
101111 |
2.175 |
2.207 |
2.175 |
2.199 |
-0.024 |
25 |
534 |
+0 |
Total Volume and Open Interest |
526 |
8,114 |
+72 |
WTI Crude Oil(ICE |
Dec10 |
101111 |
87.95 |
88.62 |
87.54 |
87.81 |
unch |
95,584 |
93,071 |
-8,763 |
Jan11 |
101111 |
88.38 |
89.08 |
88.01 |
88.28 |
-0.01 |
41,279 |
101,130 |
+3,876 |
Feb11 |
101111 |
88.87 |
89.37 |
88.45 |
88.69 |
+0.01 |
14,793 |
40,324 |
+2,026 |
Mar11 |
101111 |
89.29 |
89.31 |
88.95 |
89.07 |
+0.02 |
6,979 |
41,919 |
+1,564 |
Apr11 |
101111 |
89.58 |
89.63 |
89.32 |
89.39 |
+0.01 |
3,543 |
21,376 |
+381 |
May11 |
101111 |
89.59 |
89.92 |
89.46 |
89.69 |
+0.02 |
2,974 |
11,867 |
+1,349 |
Jun11 |
101111 |
90.05 |
90.15 |
89.59 |
89.92 |
+0.03 |
9,224 |
42,889 |
+1,761 |
Jul11 |
101111 |
90.24 |
90.24 |
90.12 |
90.12 |
+0.03 |
2,195 |
13,313 |
+876 |
Aug11 |
101111 |
90.42 |
90.42 |
90.31 |
90.31 |
+0.04 |
786 |
8,285 |
-44 |
Sep11 |
101111 |
90.50 |
90.50 |
90.50 |
90.50 |
+0.06 |
782 |
11,831 |
-129 |
Oct11 |
101111 |
90.68 |
90.68 |
90.68 |
90.68 |
+0.07 |
292 |
3,886 |
-38 |
Nov11 |
101111 |
90.87 |
90.87 |
90.87 |
90.87 |
+0.09 |
238 |
6,171 |
+57 |
Dec11 |
101111 |
91.44 |
91.44 |
90.70 |
91.08 |
+0.10 |
9,653 |
53,957 |
+952 |
Jan12 |
101111 |
91.16 |
91.16 |
91.16 |
91.16 |
+0.11 |
25 |
5,146 |
+25 |
Feb12 |
101111 |
91.23 |
91.23 |
91.23 |
91.23 |
+0.11 |
10 |
821 |
+0 |
Mar12 |
101111 |
91.30 |
91.30 |
91.30 |
91.30 |
+0.12 |
10 |
3,100 |
+10 |
Total Volume and Open Interest |
192,221 |
531,431 |
+4,665 |
US Dollar Index(ICE) |
Dec10 |
101111 |
77.795 |
78.435 |
77.585 |
78.355 |
+0.585 |
34,818 |
37,577 |
+24 |
Mar11 |
101111 |
78.040 |
78.825 |
78.025 |
78.765 |
+0.605 |
106 |
787 |
-29 |
Jun11 |
101111 |
79.195 |
79.195 |
79.195 |
79.195 |
+0.605 |
2 |
7 |
+2 |
Total Volume and Open Interest |
34,926 |
38,371 |
-3 |
Australian Dollar(CME) |
Dec10 |
101111 |
99.94 |
100.82 |
99.18 |
99.30 |
-0.90 |
113,447 |
129,147 |
+3,580 |
Mar11 |
101111 |
99.19 |
99.57 |
98.07 |
98.15 |
-0.90 |
246 |
770 |
+67 |
Jun11 |
101111 |
97.00 |
97.00 |
97.00 |
97.00 |
-0.87 |
0 |
152 |
+0 |
Total Volume and Open Interest |
113,693 |
130,206 |
+3,647 |
British Pound(CME) |
Dec10 |
101111 |
161.09 |
161.76 |
160.77 |
161.04 |
-0.09 |
117,630 |
95,626 |
-3,249 |
Mar11 |
101111 |
161.08 |
161.60 |
160.89 |
160.91 |
-0.09 |
337 |
836 |
+201 |
Jun11 |
101111 |
160.74 |
160.74 |
160.74 |
160.74 |
-0.09 |
0 |
42 |
+0 |
Total Volume and Open Interest |
117,967 |
96,533 |
-3,048 |
Canadian Dollar(CME) |
Dec10 |
101111 |
99.81 |
100.16 |
99.21 |
99.26 |
-0.71 |
90,567 |
123,219 |
+1,045 |
Mar11 |
101111 |
99.67 |
99.86 |
99.01 |
99.04 |
-0.71 |
327 |
3,879 |
+108 |
Jun11 |
101111 |
99.25 |
99.25 |
98.80 |
98.80 |
-0.71 |
20 |
927 |
+9 |
Sep11 |
101111 |
98.63 |
98.63 |
98.53 |
98.53 |
-0.71 |
24 |
362 |
+13 |
Total Volume and Open Interest |
91,000 |
128,710 |
+1,201 |
Japanese Yen(CME) |
Dec10 |
101111 |
121.66 |
121.92 |
121.08 |
121.28 |
-0.53 |
173,673 |
138,907 |
+2,305 |
Mar11 |
101111 |
121.71 |
121.94 |
121.25 |
121.41 |
-0.52 |
503 |
1,393 |
+29 |
Jun11 |
101111 |
121.74 |
121.74 |
121.59 |
121.59 |
-0.51 |
5 |
206 |
-2 |
Total Volume and Open Interest |
174,181 |
140,515 |
+2,332 |
Swiss Franc(CME) |
Dec10 |
101111 |
102.48 |
102.86 |
102.02 |
102.02 |
-0.95 |
44,655 |
50,837 |
-360 |
Mar11 |
101111 |
103.39 |
103.48 |
102.26 |
102.46 |
-0.60 |
88 |
159 |
+15 |
Jun11 |
101111 |
102.57 |
102.57 |
102.57 |
102.57 |
-0.59 |
0 |
2 |
+0 |
Total Volume and Open Interest |
44,743 |
51,000 |
-345 |
EuroFX(CME) |
Dec10 |
101111 |
137.71 |
138.17 |
136.32 |
136.49 |
-1.24 |
442,912 |
200,349 |
-2,195 |
Mar11 |
101111 |
137.44 |
137.98 |
136.16 |
136.33 |
-1.23 |
1,194 |
4,059 |
+45 |
Jun11 |
101111 |
136.14 |
136.14 |
136.14 |
136.14 |
-1.21 |
3 |
87 |
+2 |
Total Volume and Open Interest |
444,119 |
204,528 |
-2,138 |
Mexican Peso(CME) |
Nov10 |
101111 |
816.5 |
816.5 |
816.5 |
816.5 |
-3.2 |
4 |
4 |
+0 |
Dec10 |
101111 |
815.5 |
817.8 |
812.0 |
813.0 |
-3.2 |
26,104 |
145,673 |
+3,502 |
Total Volume and Open Interest |
26,214 |
146,142 |
+3,605 |
30-Year T-Bonds(CBOT) |
Dec10 |
101110 |
128~260 |
129~050 |
127~140 |
129~020 |
+0~080 |
|
|
|
Mar11 |
101111 |
127~130 |
127~190 |
126~290 |
127~040 |
-0~110 |
10,896 |
31,209 |
+2,345 |
Jun11 |
101111 |
125~300 |
125~300 |
125~300 |
125~300 |
-0~110 |
0 |
9 |
+0 |
Total Volume and Open Interest |
518,709 |
681,718 |
-5,470 |
10-Year T-Notes(CBOT) |
Dec10 |
101111 |
127~005 |
127~075 |
126~135 |
126~155 |
-0~155 |
1,334,465 |
1,530,718 |
+1,074 |
Mar11 |
101111 |
126~060 |
126~105 |
125~180 |
125~190 |
-0~165 |
11,099 |
35,075 |
+4,056 |
Jun11 |
101111 |
124~245 |
124~245 |
124~245 |
124~245 |
-0~165 |
0 |
41 |
+0 |
Total Volume and Open Interest |
1,345,565 |
1,565,838 |
+5,129 |
5-Year T-Notes(CBOT) |
Dec10 |
101110 |
121~002 |
121~058 |
121~001 |
121~056 |
+0~036 |
|
|
|
Mar11 |
101111 |
121~005 |
121~005 |
120~054 |
120~054 |
-0~054 |
2,668 |
12,100 |
+361 |
Jun11 |
101111 |
119~078 |
119~078 |
119~078 |
119~078 |
-0~054 |
|
|
|
Total Volume and Open Interest |
696,686 |
1,208,127 |
-11,663 |
2 Year T-Notes(CBOT) |
Dec10 |
101110 |
109~097 |
109~105 |
109~097 |
109~105 |
+0~002 |
|
|
|
Mar11 |
101111 |
109~081 |
109~082 |
109~070 |
109~071 |
-0~023 |
3,961 |
12,403 |
+1,714 |
Jun11 |
101111 |
109~054 |
109~054 |
109~054 |
109~054 |
-0~023 |
|
|
|
Total Volume and Open Interest |
359,139 |
731,140 |
+14,002 |
Eurodollars(CME) |
Dec10 |
101111 |
99.665 |
99.675 |
99.635 |
99.645 |
-0.015 |
216,773 |
1,004,436 |
+13,604 |
Mar11 |
101111 |
99.565 |
99.580 |
99.510 |
99.515 |
-0.045 |
335,558 |
1,207,153 |
+9,728 |
Jun11 |
101111 |
99.470 |
99.485 |
99.380 |
99.390 |
-0.070 |
371,262 |
1,076,699 |
-12,015 |
Sep11 |
101111 |
99.385 |
99.400 |
99.260 |
99.275 |
-0.095 |
340,267 |
925,147 |
-13,419 |
Dec11 |
101111 |
99.295 |
99.305 |
99.150 |
99.160 |
-0.115 |
485,700 |
865,840 |
-12,079 |
Mar12 |
101111 |
99.200 |
99.215 |
99.035 |
99.045 |
-0.135 |
399,499 |
750,829 |
-32,792 |
Jun12 |
101111 |
99.095 |
99.115 |
98.915 |
98.925 |
-0.145 |
309,368 |
478,433 |
-3,090 |
Sep12 |
101111 |
98.965 |
98.990 |
98.795 |
98.800 |
-0.150 |
257,175 |
415,619 |
-3,643 |
Dec12 |
101111 |
98.825 |
98.840 |
98.645 |
98.650 |
-0.150 |
238,669 |
326,457 |
-7,417 |
Mar13 |
101111 |
98.680 |
98.690 |
98.500 |
98.505 |
-0.145 |
184,531 |
260,676 |
-6,595 |
Jun13 |
101111 |
98.515 |
98.520 |
98.330 |
98.340 |
-0.140 |
122,423 |
153,573 |
-8,237 |
Sep13 |
101111 |
98.325 |
98.345 |
98.155 |
98.170 |
-0.130 |
99,293 |
176,899 |
-3,151 |
Dec13 |
101111 |
98.130 |
98.145 |
97.965 |
97.975 |
-0.130 |
48,887 |
134,237 |
+4,935 |
Mar14 |
101111 |
97.950 |
97.950 |
97.775 |
97.785 |
-0.125 |
40,686 |
110,137 |
-3,268 |
Jun14 |
101111 |
97.730 |
97.730 |
97.565 |
97.580 |
-0.110 |
32,156 |
104,215 |
-1,884 |
Sep14 |
101111 |
97.500 |
97.510 |
97.350 |
97.365 |
-0.105 |
40,664 |
73,121 |
+5,004 |
Dec14 |
101111 |
97.275 |
97.280 |
97.135 |
97.155 |
-0.095 |
22,474 |
87,011 |
-625 |
Mar15 |
101111 |
97.080 |
97.080 |
96.950 |
96.970 |
-0.085 |
18,321 |
46,863 |
-593 |
Total Volume and Open Interest |
3,632,744 |
8,448,168 |
-73,651 |
30 Day Federal Funds(CBOT) |
Nov10 |
101111 |
99.815 |
99.815 |
99.812 |
99.812 |
unch |
15,395 |
100,159 |
-3,831 |
Dec10 |
101111 |
99.825 |
99.830 |
99.820 |
99.825 |
unch |
12,805 |
89,556 |
+110 |
Jan11 |
101111 |
99.835 |
99.835 |
99.830 |
99.830 |
unch |
11,543 |
63,735 |
-484 |
Feb11 |
101111 |
99.835 |
99.835 |
99.830 |
99.830 |
unch |
6,157 |
48,764 |
-902 |
Mar11 |
101111 |
99.835 |
99.835 |
99.830 |
99.830 |
unch |
3,532 |
29,390 |
+219 |
Apr11 |
101111 |
99.835 |
99.835 |
99.830 |
99.830 |
unch |
3,379 |
34,019 |
+975 |
Total Volume and Open Interest |
93,839 |
593,896 |
+3,878 |
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 |
101111 |
99.668 |
99.668 |
99.668 |
99.668 |
-0.002 |
12 |
1,740 |
+12 |
Mar11 |
101111 |
99.673 |
99.673 |
99.673 |
99.673 |
+0.003 |
0 |
767 |
+0 |
Jun11 |
101111 |
99.673 |
99.673 |
99.673 |
99.673 |
-0.003 |
|
|
|
Sep11 |
101111 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.003 |
|
|
|
Dec11 |
101111 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Mar12 |
101111 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun12 |
101111 |
99.705 |
99.705 |
99.705 |
99.705 |
unch |
|
|
|
Sep12 |
101111 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Dec12 |
101111 |
99.350 |
99.350 |
99.350 |
99.350 |
unch |
|
|
|
Mar13 |
101111 |
99.350 |
99.350 |
99.350 |
99.350 |
unch |
|
|
|
Total Volume and Open Interest |
12 |
2,507 |
+12 |
3-Mth Euro-Yen(SGX) |
Dec10 |
101111 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
3,248 |
+0 |
Mar11 |
101111 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
1 |
1,549 |
+0 |
Jun11 |
101111 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
1,437 |
+0 |
Sep11 |
101111 |
99.68 |
99.68 |
99.67 |
99.67 |
0.00 |
104 |
1,197 |
+0 |
Dec11 |
101111 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
110 |
+0 |
Mar12 |
101111 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
305 |
+0 |
Jun12 |
101111 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
754 |
+0 |
Sep12 |
101111 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
310 |
+0 |
Total Volume and Open Interest |
105 |
9,139 |
+225 |
Japanese Gov't Bonds(SGX) |
Dec10 |
101111 |
142.45 |
142.68 |
142.25 |
142.41 |
-0.31 |
1,273 |
20,188 |
+368 |
Mar11 |
101111 |
141.30 |
141.30 |
141.30 |
141.30 |
-0.11 |
|
|
|
Jun11 |
101111 |
139.21 |
139.21 |
139.21 |
139.21 |
-0.11 |
|
|
|
Total Volume and Open Interest |
1,719 |
20,099 |
-89 |
Euro-Bund(EUREX) |
Dec10 |
101111 |
130.33 |
130.68 |
129.95 |
130.18 |
-0.02 |
1,020,299 |
984,985 |
-11,571 |
Mar11 |
101111 |
130.52 |
130.70 |
130.04 |
130.25 |
-0.02 |
761 |
11,853 |
+464 |
Jun11 |
101111 |
129.43 |
129.43 |
129.43 |
129.43 |
-0.02 |
|
|
|
Total Volume and Open Interest |
1,021,060 |
996,838 |
-11,107 |
Euro-Bobl(EUREX) |
Dec10 |
101111 |
120.72 |
120.93 |
120.57 |
120.70 |
+0.12 |
504,892 |
712,842 |
-7,528 |
Mar11 |
101111 |
120.87 |
120.87 |
120.61 |
120.73 |
+0.13 |
3,918 |
83,632 |
+3,323 |
Jun11 |
101111 |
120.54 |
120.54 |
120.54 |
120.54 |
+0.12 |
0 |
1 |
+0 |
Total Volume and Open Interest |
508,810 |
796,475 |
-4,205 |
3-Mth Euribor(EUREX) |
Dec10 |
101111 |
98.875 |
98.885 |
98.875 |
98.880 |
unch |
11 |
4,676 |
+0 |
Mar11 |
101111 |
98.725 |
98.735 |
98.720 |
98.725 |
unch |
6 |
2,457 |
+1 |
Jun11 |
101111 |
98.625 |
98.625 |
98.625 |
98.625 |
+0.005 |
1 |
5,249 |
+0 |
Total Volume and Open Interest |
597 |
21,096 |
+528 |
Long Gilt(LIFFE) |
Dec10 |
101111 |
122~31 |
123~03 |
122~17 |
122~25 |
-0~19 |
117,509 |
292,074 |
+5,701 |
Mar11 |
101111 |
121~18 |
121~19 |
121~09 |
121~16 |
+0~03 |
100 |
175 |
+0 |
Total Volume and Open Interest |
109,925 |
287,042 |
+793 |
3-Mth Short Sterling(LIFFE) |
Dec10 |
101111 |
99.22 |
99.23 |
99.19 |
99.21 |
-0.01 |
19,091 |
353,948 |
-3,718 |
Mar11 |
101111 |
99.13 |
99.14 |
99.07 |
99.11 |
-0.02 |
30,169 |
308,752 |
-2,720 |
Jun11 |
101111 |
99.00 |
99.02 |
98.93 |
98.98 |
-0.03 |
40,902 |
285,313 |
+4,521 |
Sep11 |
101111 |
98.86 |
98.88 |
98.79 |
98.84 |
-0.04 |
65,631 |
289,803 |
-15,260 |
Dec11 |
101111 |
98.70 |
98.73 |
98.61 |
98.67 |
-0.05 |
89,004 |
335,481 |
-6,258 |
Mar12 |
101111 |
98.52 |
98.58 |
98.45 |
98.51 |
-0.05 |
72,356 |
229,951 |
-6,629 |
Total Volume and Open Interest |
479,101 |
2,208,544 |
-34,771 |
3-Mth Euribor(LIFFE) |
Dec10 |
101111 |
98.875 |
98.890 |
98.860 |
98.880 |
unch |
152,894 |
582,862 |
+17,321 |
Mar11 |
101111 |
98.720 |
98.745 |
98.705 |
98.725 |
unch |
138,533 |
618,121 |
+9,614 |
Jun11 |
101111 |
98.620 |
98.650 |
98.600 |
98.625 |
+0.005 |
126,918 |
510,031 |
-2,989 |
Total Volume and Open Interest |
874,454 |
3,289,871 |
+12,127 |
3-Mth Aus T-Bills(SFE) |
Dec10 |
101111 |
94.94 |
94.96 |
94.90 |
94.96 |
+0.01 |
24,218 |
179,443 |
-66 |
Mar11 |
101111 |
94.83 |
94.86 |
94.77 |
94.85 |
+0.02 |
39,956 |
160,793 |
-8,360 |
Jun11 |
101111 |
94.66 |
94.72 |
94.62 |
94.70 |
+0.03 |
25,490 |
91,630 |
-1,171 |
Sep11 |
101111 |
94.54 |
94.61 |
94.50 |
94.59 |
+0.04 |
8,570 |
56,754 |
+2,801 |
Dec11 |
101111 |
94.45 |
94.52 |
94.42 |
94.50 |
+0.03 |
3,245 |
37,451 |
+1,450 |
Mar12 |
101111 |
94.38 |
94.46 |
94.36 |
94.45 |
+0.05 |
1,364 |
39,647 |
+142 |
Jun12 |
101111 |
94.33 |
94.42 |
94.31 |
94.39 |
+0.03 |
1,343 |
29,556 |
+748 |
Sep12 |
101111 |
94.29 |
94.39 |
94.29 |
94.35 |
+0.03 |
1,135 |
10,179 |
+935 |
Dec12 |
101111 |
94.34 |
94.34 |
94.32 |
94.32 |
+0.04 |
0 |
2,018 |
+0 |
Mar13 |
101111 |
94.30 |
94.30 |
94.30 |
94.30 |
+0.03 |
50 |
1,611 |
+50 |
Total Volume and Open Interest |
105,573 |
609,290 |
-3,471 |
10-Year Aus T-Bonds(SFE) |
Dec10 |
101111 |
94.62 |
94.66 |
94.56 |
94.65 |
+0.02 |
71,802 |
399,147 |
+14,693 |
Mar11 |
101111 |
94.65 |
94.65 |
94.65 |
94.65 |
+0.02 |
|
|
|
Total Volume and Open Interest |
71,802 |
399,147 |
+14,693 |
3-Year Aus T-Bonds(SFE) |
Dec10 |
101111 |
94.85 |
94.91 |
94.79 |
94.89 |
+0.03 |
161,053 |
480,042 |
+38,282 |
Mar11 |
101111 |
94.84 |
94.84 |
94.84 |
94.84 |
+0.03 |
|
|
|
Total Volume and Open Interest |
161,053 |
480,042 |
+38,282 |
Gold(CMX) |
Dec10 |
101111 |
1403.0 |
1417.6 |
1396.5 |
1403.3 |
+4.0 |
310,218 |
351,921 |
-11,236 |
Feb11 |
101111 |
1405.0 |
1419.4 |
1399.1 |
1405.6 |
+4.1 |
38,728 |
109,757 |
+17,212 |
Apr11 |
101111 |
1407.4 |
1420.0 |
1402.6 |
1407.8 |
+4.1 |
2,824 |
25,871 |
+956 |
Jun11 |
101111 |
1408.4 |
1423.5 |
1404.8 |
1410.0 |
+4.2 |
3,495 |
26,004 |
+102 |
Aug11 |
101111 |
1417.0 |
1417.0 |
1412.1 |
1412.4 |
+4.3 |
424 |
14,777 |
+141 |
Oct11 |
101111 |
1419.0 |
1422.6 |
1408.0 |
1414.8 |
+4.5 |
31 |
9,655 |
+3 |
Dec11 |
101111 |
1420.0 |
1429.3 |
1413.9 |
1417.2 |
+4.7 |
3,471 |
27,176 |
+156 |
Feb12 |
101111 |
1420.0 |
1420.0 |
1420.0 |
1420.0 |
+4.9 |
10 |
6,011 |
+1 |
Apr12 |
101111 |
1422.9 |
1422.9 |
1422.9 |
1422.9 |
+5.1 |
10 |
5,888 |
+0 |
Jun12 |
101111 |
1425.8 |
1425.8 |
1425.8 |
1425.8 |
+5.3 |
900 |
9,044 |
+375 |
Aug12 |
101111 |
1428.8 |
1428.8 |
1428.8 |
1428.8 |
+5.3 |
128 |
4,658 |
+101 |
Total Volume and Open Interest |
364,441 |
650,764 |
+7,795 |
Silver(CMX) |
Dec10 |
101111 |
2724.0 |
2784.0 |
2689.0 |
2740.5 |
+54.0 |
174,399 |
72,298 |
-7,871 |
Mar11 |
101111 |
2723.0 |
2791.5 |
2700.0 |
2748.5 |
+54.4 |
18,034 |
39,043 |
+3,870 |
May11 |
101111 |
2734.5 |
2790.0 |
2725.0 |
2753.6 |
+54.6 |
2,432 |
12,540 |
+952 |
Jul11 |
101111 |
2739.0 |
2799.5 |
2714.5 |
2758.5 |
+54.8 |
931 |
8,796 |
-139 |
Sep11 |
101111 |
2773.0 |
2773.0 |
2763.4 |
2763.4 |
+55.1 |
120 |
5,796 |
+25 |
Dec11 |
101111 |
2771.5 |
2800.0 |
2743.5 |
2770.0 |
+55.5 |
2,200 |
8,247 |
+526 |
Mar12 |
101111 |
2776.1 |
2776.1 |
2776.1 |
2776.1 |
+55.8 |
0 |
354 |
+0 |
Total Volume and Open Interest |
201,216 |
156,418 |
-1,466 |
Platinum(NYMEX) |
Jan11 |
101111 |
1738.0 |
1774.7 |
1733.5 |
1745.8 |
+7.9 |
11,164 |
39,503 |
+923 |
Apr11 |
101111 |
1764.9 |
1773.0 |
1746.7 |
1749.6 |
+8.0 |
158 |
1,252 |
+26 |
Jul11 |
101111 |
1752.0 |
1752.0 |
1752.0 |
1752.0 |
+7.8 |
3 |
58 |
+3 |
Oct11 |
101111 |
1752.0 |
1752.0 |
1752.0 |
1752.0 |
+7.8 |
|
|
|
Total Volume and Open Interest |
11,327 |
40,815 |
+953 |
Palladium(NYMEX) |
Dec10 |
101111 |
702.60 |
722.90 |
697.10 |
704.15 |
+7.40 |
8,781 |
21,505 |
-977 |
Mar11 |
101111 |
703.00 |
721.95 |
698.90 |
705.90 |
+7.40 |
838 |
4,185 |
+569 |
Jun11 |
101111 |
701.00 |
710.00 |
701.00 |
707.10 |
+7.60 |
1 |
159 |
+1 |
Total Volume and Open Interest |
9,624 |
25,858 |
-404 |
Copper(CMX) |
Dec10 |
101111 |
398.20 |
408.35 |
396.75 |
402.25 |
+5.35 |
46,247 |
70,297 |
-7,106 |
Mar11 |
101111 |
398.85 |
408.75 |
398.05 |
402.95 |
+5.30 |
15,307 |
59,720 |
+4,221 |
May11 |
101111 |
401.50 |
407.75 |
401.50 |
402.85 |
+5.30 |
1,414 |
14,802 |
+843 |
Jul11 |
101111 |
402.15 |
402.15 |
402.15 |
402.15 |
+5.25 |
680 |
5,132 |
-50 |
Sep11 |
101111 |
400.85 |
400.85 |
400.85 |
400.85 |
+5.25 |
591 |
4,775 |
+408 |
Total Volume and Open Interest |
64,840 |
164,045 |
-1,593 |
DJIA Index(CBOT) |
Dec10 |
101111 |
11274 |
11298 |
11198 |
11242 |
-60 |
274 |
6,467 |
-67 |
Mar11 |
101111 |
11174 |
11233 |
11174 |
11174 |
-59 |
1 |
19 |
-1 |
Jun11 |
101111 |
11112 |
11172 |
11112 |
11112 |
-60 |
|
|
|
Sep11 |
101111 |
11054 |
11114 |
11054 |
11054 |
-60 |
|
|
|
Total Volume and Open Interest |
275 |
6,486 |
-68 |
S & P 500(CME) |
Dec10 |
101111 |
1212.80 |
1213.30 |
1202.00 |
1211.10 |
-3.00 |
15,464 |
335,284 |
-351 |
Mar11 |
101111 |
1199.00 |
1206.50 |
1199.00 |
1206.00 |
-3.00 |
421 |
5,897 |
+109 |
Jun11 |
101111 |
1201.20 |
1201.60 |
1194.10 |
1201.20 |
-2.90 |
100 |
2,729 |
-79 |
Sep11 |
101111 |
1196.50 |
1196.90 |
1189.40 |
1196.50 |
-2.90 |
100 |
100 |
+50 |
Total Volume and Open Interest |
16,085 |
344,010 |
-271 |
S & P 500 E-Mini(Globex) |
Dec10 |
101111 |
1210.50 |
1210.75 |
1209.50 |
1210.00 |
-2.00 |
|
|
|
Mar11 |
101111 |
1207.00 |
1208.00 |
1197.00 |
1206.00 |
-3.00 |
1,175 |
22,846 |
+95 |
Total Volume and Open Interest |
2,325,313 |
2,801,910 |
-30,136 |
NASDAQ 100(CME) |
Dec10 |
101111 |
2171.50 |
2175.00 |
2141.00 |
2172.50 |
-2.00 |
1,261 |
27,934 |
+163 |
Mar11 |
101111 |
2170.50 |
2175.00 |
2145.00 |
2170.50 |
-2.00 |
0 |
2 |
+0 |
Jun11 |
101111 |
2168.00 |
2170.00 |
2168.00 |
2168.00 |
-2.00 |
|
|
|
Total Volume and Open Interest |
1,261 |
27,936 |
+163 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
101111 |
2175.30 |
2175.50 |
2142.30 |
2172.50 |
-2.00 |
269,273 |
433,857 |
-3,822 |
Mar11 |
101111 |
2163.50 |
2172.30 |
2140.80 |
2170.50 |
-2.00 |
98 |
1,144 |
-8 |
Total Volume and Open Interest |
269,371 |
435,008 |
-3,830 |
S & P Midcap 400(CME) |
Dec10 |
101111 |
847.50 |
858.00 |
847.50 |
855.90 |
+1.00 |
4 |
3,131 |
+1 |
Mar11 |
101111 |
853.90 |
853.90 |
853.50 |
853.90 |
+1.00 |
0 |
2 |
+0 |
Jun11 |
101111 |
851.90 |
851.90 |
851.50 |
851.90 |
+1.00 |
|
|
|
Total Volume and Open Interest |
4 |
3,133 |
+1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec10 |
101111 |
9850 |
9850 |
9850 |
9850 |
-30 |
|
|
|
Mar11 |
101111 |
9865 |
9915 |
9865 |
9880 |
-35 |
0 |
1 |
+0 |
Total Volume and Open Interest |
12,279 |
37,669 |
+1,164 |
Nikkei 225(SGX) |
Dec10 |
101111 |
9810 |
9900 |
9760 |
9865 |
+60 |
95,911 |
202,556 |
+0 |
Mar11 |
101111 |
9860 |
9860 |
9855 |
9855 |
+55 |
603 |
3,415 |
+0 |
Jun11 |
101111 |
9785 |
9785 |
9785 |
9785 |
+55 |
0 |
2,125 |
+0 |
Total Volume and Open Interest |
98,836 |
223,496 |
+6,155 |
CAC 40(EURONEXT) |
Nov10 |
101111 |
3889.5 |
3894.0 |
3833.5 |
3853.5 |
-20.0 |
139,207 |
372,686 |
+10,395 |
Dec10 |
101111 |
3890.5 |
3890.5 |
3834.0 |
3852.5 |
-19.5 |
11,474 |
75,127 |
+5,303 |
Jan11 |
101111 |
3859.0 |
3859.0 |
3856.5 |
3856.5 |
-17.5 |
0 |
35 |
+0 |
Total Volume and Open Interest |
150,682 |
447,968 |
+15,698 |
Hang Seng Index(HKFE) |
Nov10 |
101111 |
24520 |
24851 |
24458 |
24695 |
+287 |
82,618 |
116,434 |
-1,927 |
Dec10 |
101111 |
24531 |
24850 |
24471 |
24717 |
+307 |
1,496 |
12,573 |
+338 |
Total Volume and Open Interest |
84,709 |
131,375 |
-1,383 |
DAX(EUREX) |
Dec10 |
101111 |
6756.5 |
6768.5 |
6708.0 |
6733.0 |
+1.5 |
122,803 |
179,625 |
+771 |
Mar11 |
101111 |
6768.0 |
6774.0 |
6728.0 |
6749.5 |
+2.5 |
1,158 |
13,166 |
+1,045 |
Jun11 |
101111 |
6788.0 |
6791.5 |
6747.5 |
6769.0 |
+2.0 |
68 |
2,743 |
+34 |
Total Volume and Open Interest |
124,029 |
195,534 |
+1,850 |
FT-SE 100(EURONEXT) |
Dec10 |
101111 |
5810.00 |
5834.50 |
5780.50 |
5807.50 |
-1.50 |
111,360 |
609,231 |
-13,151 |
Mar11 |
101111 |
5775.00 |
5792.00 |
5746.00 |
5768.00 |
unch |
47 |
5,574 |
+34 |
Jun11 |
101111 |
5715.50 |
5740.50 |
5708.50 |
5725.50 |
+0.50 |
0 |
726 |
+0 |
Total Volume and Open Interest |
111,407 |
615,541 |
-13,117 |
SPI 200(SFE) |
Dec10 |
101111 |
4724.0 |
4756.0 |
4702.0 |
4742.0 |
+26.0 |
39,179 |
218,561 |
-1,151 |
Mar11 |
101111 |
4726.0 |
4739.0 |
4726.0 |
4739.0 |
+27.0 |
57 |
2,153 |
+0 |
Jun11 |
101111 |
4766.0 |
4766.0 |
4766.0 |
4766.0 |
+26.0 |
0 |
1,027 |
+0 |
Total Volume and Open Interest |
39,561 |
225,095 |
-977 |
GSCI(CME) |
Nov10 |
101111 |
600.00 |
601.50 |
596.50 |
597.00 |
-2.70 |
1,497 |
4,500 |
-1,126 |
Dec10 |
101111 |
602.25 |
606.80 |
602.00 |
602.25 |
-2.75 |
1,464 |
10,725 |
+1,336 |
Jan11 |
101111 |
604.50 |
607.75 |
604.50 |
604.50 |
-2.20 |
0 |
3 |
+0 |
Total Volume and Open Interest |
2,961 |
15,228 |
+210 |
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. |
|
|