|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon November 15, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan11 |
101115 |
1266.00 |
1307.50 |
1252.25 |
1286.50 |
+17.50 |
91,381 |
314,851 |
+2,088 |
| Mar11 |
101115 |
1274.00 |
1314.50 |
1260.00 |
1293.75 |
+16.75 |
24,557 |
98,693 |
+1,711 |
| May11 |
101115 |
1272.75 |
1311.75 |
1256.00 |
1290.25 |
+13.75 |
15,879 |
63,518 |
+835 |
| Jul11 |
101115 |
1269.00 |
1311.75 |
1256.00 |
1290.50 |
+12.75 |
19,061 |
56,722 |
+46 |
| Aug11 |
101115 |
1265.00 |
1284.00 |
1241.50 |
1267.00 |
+13.00 |
655 |
1,814 |
-164 |
| Sep11 |
101115 |
1210.00 |
1248.00 |
1208.00 |
1229.50 |
+16.25 |
731 |
2,250 |
-33 |
| Nov11 |
101115 |
1177.25 |
1215.00 |
1168.00 |
1194.00 |
+17.00 |
16,451 |
90,145 |
+2,824 |
| Total Volume and Open Interest |
170,927 |
636,148 |
+6,744 |
| Soybean Meal(CBOT) |
| Dec10 |
101115 |
339.60 |
352.30 |
335.70 |
348.10 |
+8.40 |
31,529 |
82,801 |
-1,432 |
| Jan11 |
101115 |
341.90 |
354.10 |
337.60 |
349.90 |
+8.20 |
20,860 |
35,196 |
+2,418 |
| Mar11 |
101115 |
346.00 |
356.50 |
339.90 |
352.30 |
+8.30 |
6,190 |
26,947 |
+561 |
| May11 |
101115 |
341.70 |
353.90 |
337.60 |
349.80 |
+8.60 |
6,117 |
19,368 |
-23 |
| Jul11 |
101115 |
342.30 |
352.90 |
337.30 |
348.60 |
+8.70 |
4,463 |
16,236 |
+586 |
| Aug11 |
101115 |
329.80 |
343.20 |
329.00 |
339.30 |
+8.80 |
1,177 |
4,408 |
+168 |
| Sep11 |
101115 |
320.00 |
332.50 |
320.00 |
329.00 |
+6.70 |
1,149 |
4,221 |
+74 |
| Oct11 |
101115 |
307.50 |
314.20 |
305.20 |
311.10 |
+5.90 |
1,097 |
2,445 |
+210 |
| Total Volume and Open Interest |
76,901 |
202,789 |
+3,200 |
| Soybean Oil(CBOT) |
| Dec10 |
101115 |
52.10 |
53.32 |
51.26 |
52.47 |
-0.06 |
43,619 |
108,018 |
-3,934 |
| Jan11 |
101115 |
52.36 |
53.62 |
51.52 |
52.75 |
-0.10 |
24,621 |
121,920 |
+2,550 |
| Mar11 |
101115 |
52.75 |
53.98 |
51.95 |
53.13 |
-0.07 |
9,179 |
65,023 |
-127 |
| May11 |
101115 |
53.02 |
54.22 |
52.40 |
53.38 |
-0.10 |
7,140 |
32,591 |
+1,027 |
| Jul11 |
101115 |
53.22 |
54.42 |
52.35 |
53.60 |
-0.12 |
4,290 |
25,076 |
+674 |
| Aug11 |
101115 |
53.24 |
54.25 |
53.13 |
53.63 |
-0.11 |
436 |
5,085 |
+183 |
| Sep11 |
101115 |
53.26 |
54.35 |
53.16 |
53.66 |
-0.10 |
456 |
2,295 |
+68 |
| Oct11 |
101115 |
53.36 |
54.44 |
52.87 |
53.68 |
-0.10 |
637 |
2,978 |
+51 |
| Total Volume and Open Interest |
92,525 |
376,331 |
+720 |
| Canola(WCE) |
| Nov10 |
101112 |
532.6 |
532.6 |
532.6 |
532.6 |
-26.4 |
0 |
152 |
+0 |
| Jan11 |
101115 |
537.2 |
555.8 |
533.8 |
548.6 |
+11.5 |
15,151 |
138,179 |
-2,512 |
| Mar11 |
101115 |
541.0 |
562.6 |
541.0 |
555.6 |
+11.6 |
3,148 |
18,367 |
+862 |
| May11 |
101115 |
543.5 |
562.9 |
542.5 |
558.5 |
+12.7 |
445 |
4,654 |
+12 |
| Jul11 |
101115 |
545.0 |
563.5 |
544.0 |
559.2 |
+12.5 |
602 |
13,631 |
+167 |
| Total Volume and Open Interest |
21,487 |
205,062 |
-1,388 |
| Corn(CBOT) |
| Dec10 |
101115 |
541.75 |
567.00 |
539.00 |
555.50 |
+21.50 |
240,557 |
368,968 |
-17,327 |
| Mar11 |
101115 |
555.50 |
580.00 |
552.50 |
569.00 |
+21.00 |
144,861 |
607,893 |
+8,822 |
| May11 |
101115 |
562.50 |
586.50 |
559.50 |
575.50 |
+20.25 |
27,374 |
132,760 |
+2,512 |
| Jul11 |
101115 |
566.25 |
589.75 |
563.00 |
579.25 |
+20.50 |
46,082 |
207,112 |
+1,887 |
| Sep11 |
101115 |
534.50 |
554.00 |
530.00 |
541.00 |
+11.00 |
1,993 |
37,406 |
+214 |
| Dec11 |
101115 |
512.25 |
532.00 |
506.00 |
519.00 |
+9.75 |
57,869 |
255,005 |
-1,836 |
| Total Volume and Open Interest |
522,982 |
1,660,412 |
-4,525 |
| Wheat(CBOT) |
| Dec10 |
101115 |
673.50 |
685.00 |
667.50 |
672.75 |
+3.50 |
73,514 |
134,490 |
-15,215 |
| Mar11 |
101115 |
714.50 |
724.50 |
707.50 |
712.50 |
+3.00 |
49,580 |
168,893 |
+9,223 |
| May11 |
101115 |
737.50 |
747.50 |
731.25 |
735.00 |
+2.50 |
9,548 |
42,694 |
+1,347 |
| Jul11 |
101115 |
752.00 |
759.75 |
744.00 |
748.50 |
+3.75 |
7,671 |
87,454 |
+564 |
| Sep11 |
101115 |
768.00 |
778.50 |
765.00 |
769.50 |
+4.50 |
1,070 |
16,220 |
-22 |
| Total Volume and Open Interest |
145,562 |
519,695 |
-3,879 |
| Wheat(KCBT) |
| Dec10 |
101115 |
734.00 |
745.25 |
728.50 |
732.50 |
+2.50 |
10,984 |
60,837 |
-3,113 |
| Mar11 |
101115 |
748.50 |
761.00 |
744.25 |
748.25 |
+2.50 |
8,036 |
102,061 |
+1,443 |
| May11 |
101115 |
762.25 |
770.00 |
754.00 |
757.75 |
+2.25 |
1,264 |
19,504 |
+436 |
| Jul11 |
101115 |
769.00 |
775.00 |
759.00 |
762.50 |
+2.25 |
6,328 |
50,561 |
+3,500 |
| Sep11 |
101115 |
770.25 |
782.00 |
768.00 |
770.50 |
+2.50 |
494 |
7,072 |
+204 |
| Total Volume and Open Interest |
27,696 |
250,506 |
+2,490 |
| Wheat(MGE) |
| Dec10 |
101115 |
745.25 |
758.25 |
743.25 |
746.00 |
+1.25 |
5,486 |
13,922 |
-1,838 |
| Mar11 |
101115 |
759.00 |
773.50 |
759.00 |
761.75 |
+2.50 |
2,915 |
27,335 |
-328 |
| May11 |
101115 |
770.00 |
782.00 |
769.00 |
770.25 |
+2.25 |
576 |
7,810 |
+128 |
| Jul11 |
101115 |
775.75 |
789.50 |
775.75 |
779.50 |
+4.50 |
659 |
8,435 |
+140 |
| Sep11 |
101115 |
777.75 |
794.00 |
777.75 |
782.25 |
+4.25 |
481 |
6,471 |
+132 |
| Total Volume and Open Interest |
10,423 |
71,295 |
-1,601 |
| Oats(CBOT) |
| Dec10 |
101115 |
341.50 |
352.75 |
337.50 |
346.50 |
+7.00 |
496 |
4,453 |
-211 |
| Mar11 |
101115 |
357.50 |
364.75 |
350.00 |
359.00 |
+7.00 |
254 |
7,971 |
+30 |
| May11 |
101115 |
362.50 |
367.00 |
357.75 |
364.75 |
+7.00 |
47 |
314 |
+24 |
| Jul11 |
101115 |
365.75 |
371.00 |
362.00 |
370.00 |
+7.00 |
23 |
76 |
+10 |
| Total Volume and Open Interest |
845 |
13,681 |
-135 |
| Rough Rice(CBOT) |
| Nov10 |
101112 |
13.98 |
14.27 |
13.77 |
13.77 |
-0.51 |
59 |
54 |
-36 |
| Jan11 |
101115 |
13.95 |
14.12 |
13.32 |
13.77 |
-0.30 |
1,574 |
11,726 |
-230 |
| Mar11 |
101115 |
14.24 |
14.37 |
13.62 |
14.05 |
-0.30 |
505 |
3,321 |
-7 |
| May11 |
101115 |
14.57 |
14.61 |
13.86 |
14.30 |
-0.31 |
23 |
760 |
+4 |
| Total Volume and Open Interest |
2,327 |
18,059 |
-116 |
| Live Cattle(CME) |
| Dec10 |
101115 |
98.400 |
99.900 |
98.400 |
99.230 |
+0.830 |
29,090 |
80,568 |
-7,062 |
| Feb11 |
101115 |
101.730 |
102.980 |
101.730 |
102.830 |
+1.130 |
22,762 |
117,404 |
+7,763 |
| Apr11 |
101115 |
105.450 |
106.680 |
105.300 |
106.385 |
+1.135 |
7,597 |
66,659 |
+2,540 |
| Jun11 |
101115 |
103.000 |
104.350 |
102.800 |
104.035 |
+1.085 |
2,582 |
30,423 |
+811 |
| Aug11 |
101115 |
102.135 |
103.680 |
102.135 |
103.580 |
+1.480 |
1,476 |
12,339 |
+1 |
| Oct11 |
101115 |
104.830 |
106.200 |
104.480 |
106.135 |
+1.185 |
306 |
5,558 |
+128 |
| Total Volume and Open Interest |
63,884 |
314,901 |
+4,212 |
| Feeder Cattle(CME) |
| Nov10 |
101115 |
112.400 |
112.400 |
112.180 |
112.400 |
unch |
362 |
2,132 |
-148 |
| Jan11 |
101115 |
114.450 |
115.250 |
114.400 |
115.050 |
+0.650 |
2,353 |
14,157 |
+321 |
| Mar11 |
101115 |
114.580 |
115.750 |
114.580 |
115.480 |
+0.730 |
960 |
6,406 |
+152 |
| Apr11 |
101115 |
115.750 |
116.500 |
115.750 |
116.330 |
+0.500 |
368 |
1,741 |
+104 |
| May11 |
101115 |
115.950 |
116.700 |
115.885 |
116.680 |
+0.730 |
265 |
2,271 |
+46 |
| Aug11 |
101115 |
117.000 |
117.900 |
117.000 |
117.900 |
+0.400 |
72 |
1,408 |
+49 |
| Sep11 |
101115 |
117.000 |
117.300 |
117.000 |
117.300 |
unch |
0 |
76 |
+0 |
| Total Volume and Open Interest |
4,380 |
28,199 |
+524 |
| Lean Hogs(CME) |
| Dec10 |
101115 |
68.785 |
69.850 |
68.580 |
69.635 |
+0.660 |
26,766 |
46,001 |
-8,131 |
| Feb11 |
101115 |
74.300 |
75.150 |
73.800 |
75.035 |
+0.455 |
17,484 |
64,175 |
+4,350 |
| Apr11 |
101115 |
77.900 |
78.550 |
77.200 |
78.450 |
+0.500 |
9,491 |
43,095 |
+2,908 |
| May11 |
101115 |
84.480 |
85.500 |
84.000 |
85.100 |
+0.600 |
117 |
1,422 |
-17 |
| Jun11 |
101115 |
86.900 |
88.050 |
86.330 |
87.950 |
+0.665 |
2,332 |
26,760 |
+302 |
| Jul11 |
101115 |
86.550 |
87.500 |
85.750 |
87.200 |
+0.415 |
422 |
6,264 |
+124 |
| Aug11 |
101115 |
85.350 |
86.800 |
84.930 |
86.785 |
+1.135 |
284 |
5,053 |
+99 |
| Oct11 |
101115 |
78.100 |
78.550 |
77.700 |
78.450 |
+0.250 |
652 |
3,737 |
+293 |
| Total Volume and Open Interest |
57,729 |
197,979 |
+97 |
| Pork Bellies(CME) |
| Feb11 |
101115 |
104.500 |
104.500 |
104.500 |
104.500 |
unch |
1 |
5 |
+0 |
| Mar11 |
101115 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
|
|
|
| May11 |
101115 |
105.000 |
105.000 |
105.000 |
105.000 |
unch |
|
|
|
| Jul11 |
101115 |
103.500 |
103.500 |
103.500 |
103.500 |
unch |
|
|
|
| Aug11 |
101115 |
102.500 |
102.500 |
102.500 |
102.500 |
unch |
|
|
|
| Total Volume and Open Interest |
1 |
5 |
-1 |
| Class III Milk(CME) |
| Nov10 |
101115 |
15.40 |
15.44 |
15.38 |
15.43 |
unch |
|
|
|
| Dec10 |
101115 |
13.30 |
13.44 |
13.26 |
13.35 |
+0.09 |
411 |
6,114 |
+145 |
| Jan11 |
101115 |
13.38 |
13.52 |
13.36 |
13.46 |
+0.08 |
95 |
3,150 |
-1 |
| Feb11 |
101115 |
13.55 |
13.59 |
13.52 |
13.59 |
+0.07 |
85 |
2,627 |
+40 |
| Mar11 |
101115 |
13.76 |
13.76 |
13.69 |
13.76 |
+0.04 |
63 |
2,380 |
+2 |
| Total Volume and Open Interest |
1,055 |
26,799 |
+401 |
| Cocoa(ICE) |
| Dec10 |
101115 |
2735 |
2780 |
2705 |
2761 |
+26 |
12,278 |
11,045 |
-4,324 |
| Mar11 |
101115 |
2772 |
2830 |
2763 |
2822 |
+43 |
15,882 |
69,749 |
+613 |
| May11 |
101115 |
2798 |
2851 |
2789 |
2844 |
+40 |
719 |
17,630 |
+67 |
| Jul11 |
101115 |
2824 |
2870 |
2810 |
2862 |
+38 |
424 |
7,599 |
+263 |
| Sep11 |
101115 |
2836 |
2878 |
2836 |
2878 |
+38 |
149 |
4,371 |
+7 |
| Dec11 |
101115 |
2865 |
2902 |
2864 |
2899 |
+37 |
126 |
9,466 |
+61 |
| Mar12 |
101115 |
2976 |
2976 |
2976 |
2976 |
+38 |
2,303 |
9,972 |
-839 |
| Total Volume and Open Interest |
31,924 |
134,999 |
-4,133 |
| Coffee "C"(ICE) |
| Dec10 |
101115 |
202.05 |
206.95 |
201.60 |
204.45 |
+4.00 |
16,366 |
40,866 |
-6,864 |
| Mar11 |
101115 |
204.70 |
208.90 |
204.40 |
207.25 |
+3.90 |
10,106 |
77,435 |
+1,991 |
| May11 |
101115 |
206.45 |
209.50 |
205.45 |
208.00 |
+3.75 |
1,916 |
15,388 |
+823 |
| Jul11 |
101115 |
207.90 |
207.90 |
204.80 |
206.55 |
+3.60 |
187 |
6,113 |
+47 |
| Sep11 |
101115 |
204.70 |
204.70 |
201.50 |
203.55 |
+3.40 |
151 |
2,947 |
+39 |
| Dec11 |
101115 |
200.00 |
200.00 |
196.65 |
198.75 |
+3.40 |
37 |
2,553 |
+12 |
| Total Volume and Open Interest |
28,784 |
146,346 |
-3,961 |
| Orange Juice(ICE) |
| Jan11 |
101115 |
156.00 |
158.25 |
153.75 |
157.50 |
+1.50 |
779 |
23,583 |
-217 |
| Mar11 |
101115 |
155.65 |
158.65 |
155.20 |
158.50 |
+1.55 |
245 |
3,278 |
+135 |
| May11 |
101115 |
157.90 |
159.35 |
157.90 |
159.20 |
+1.30 |
34 |
877 |
+6 |
| Jul11 |
101115 |
159.50 |
160.10 |
159.50 |
160.00 |
+0.75 |
1 |
1,497 |
+1 |
| Sep11 |
101115 |
160.60 |
160.60 |
160.60 |
160.60 |
+0.45 |
0 |
303 |
+0 |
| Nov11 |
101115 |
160.20 |
160.20 |
160.20 |
160.20 |
+0.75 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
1,059 |
29,566 |
-75 |
| Sugar #11(ICE) |
| Mar11 |
101115 |
26.30 |
27.24 |
25.67 |
27.03 |
+0.82 |
107,848 |
247,165 |
-5,272 |
| May11 |
101115 |
24.00 |
24.71 |
23.26 |
24.50 |
+0.61 |
39,088 |
104,478 |
-1,618 |
| Jul11 |
101115 |
21.22 |
21.90 |
20.78 |
21.72 |
+0.60 |
26,602 |
98,215 |
+1,528 |
| Oct11 |
101115 |
19.66 |
20.28 |
19.57 |
20.19 |
+0.53 |
14,037 |
54,945 |
+1,891 |
| Mar12 |
101115 |
19.00 |
19.50 |
18.88 |
19.41 |
+0.58 |
4,016 |
45,024 |
-203 |
| Total Volume and Open Interest |
197,166 |
591,384 |
-3,329 |
| London Cocoa(LCE) |
| Dec10 |
101115 |
1800 |
1841 |
1790 |
1837 |
+37 |
2,320 |
55,415 |
-1,288 |
| Mar11 |
101115 |
1830 |
1863 |
1816 |
1858 |
+31 |
3,731 |
56,331 |
+356 |
| May11 |
101115 |
1844 |
1877 |
1835 |
1875 |
+30 |
1,249 |
20,097 |
+304 |
| Jul11 |
101115 |
1860 |
1896 |
1855 |
1892 |
+28 |
668 |
12,412 |
+175 |
| Sep11 |
101115 |
1880 |
1912 |
1870 |
1908 |
+28 |
52 |
8,481 |
+2 |
| Dec11 |
101115 |
1890 |
1926 |
1890 |
1923 |
+29 |
460 |
15,410 |
-136 |
| Mar12 |
101115 |
1905 |
1938 |
1905 |
1938 |
+29 |
332 |
12,956 |
+132 |
| Total Volume and Open Interest |
8,912 |
184,054 |
-355 |
| London Sugar(LCE) |
| Mar11 |
101115 |
656.70 |
687.80 |
650.00 |
677.10 |
unch |
6,449 |
36,495 |
+410 |
| May11 |
101115 |
637.70 |
658.30 |
627.80 |
653.20 |
+0.10 |
712 |
8,403 |
+106 |
| Aug11 |
101115 |
578.20 |
595.00 |
571.80 |
589.70 |
-8.20 |
351 |
6,977 |
-28 |
| Oct11 |
101115 |
550.00 |
550.50 |
539.90 |
548.60 |
-1.00 |
54 |
1,104 |
-5 |
| Dec11 |
101115 |
523.00 |
532.20 |
519.50 |
528.70 |
+5.40 |
20 |
536 |
+14 |
| Total Volume and Open Interest |
12,635 |
62,972 |
-55 |
| Cotton(ICE) |
| Dec10 |
101115 |
138.75 |
140.67 |
135.41 |
138.75 |
-1.43 |
33,060 |
65,985 |
-8,416 |
| Mar11 |
101115 |
132.50 |
134.99 |
128.38 |
134.20 |
+0.02 |
38,089 |
105,387 |
+10,470 |
| May11 |
101115 |
129.05 |
130.45 |
124.60 |
129.80 |
-0.69 |
7,712 |
17,614 |
+1,732 |
| Jul11 |
101115 |
123.34 |
125.39 |
120.60 |
124.94 |
-1.65 |
3,953 |
26,549 |
+775 |
| Oct11 |
101115 |
107.50 |
112.68 |
107.30 |
111.59 |
-1.00 |
28 |
426 |
-1 |
| Dec11 |
101115 |
89.30 |
91.99 |
88.62 |
91.45 |
+2.11 |
2,225 |
29,085 |
-166 |
| Total Volume and Open Interest |
85,092 |
246,221 |
+4,395 |
| Lumber(CME) |
| Nov10 |
101115 |
285.0 |
285.0 |
258.0 |
270.0 |
-3.0 |
189 |
204 |
-155 |
| Jan11 |
101115 |
275.0 |
277.0 |
263.7 |
263.8 |
-7.2 |
284 |
6,035 |
+136 |
| Mar11 |
101115 |
288.0 |
292.0 |
281.0 |
284.6 |
-5.0 |
199 |
3,071 |
+118 |
| May11 |
101115 |
292.3 |
294.0 |
287.2 |
294.0 |
-2.4 |
50 |
800 |
+30 |
| Total Volume and Open Interest |
727 |
10,275 |
+134 |
| Crude Oil(NYM) |
| Dec10 |
101115 |
84.87 |
85.77 |
84.48 |
84.86 |
-0.02 |
343,012 |
216,785 |
-27,316 |
| Jan11 |
101115 |
85.22 |
86.22 |
84.92 |
85.29 |
-0.05 |
178,046 |
306,554 |
+16,299 |
| Feb11 |
101115 |
85.80 |
86.69 |
85.49 |
85.84 |
+0.04 |
67,365 |
92,948 |
+3,514 |
| Mar11 |
101115 |
86.22 |
87.10 |
85.99 |
86.31 |
+0.09 |
39,722 |
101,747 |
-1,032 |
| Apr11 |
101115 |
86.54 |
87.29 |
86.38 |
86.67 |
+0.11 |
17,842 |
42,285 |
-222 |
| May11 |
101115 |
87.34 |
87.62 |
86.74 |
86.96 |
+0.09 |
12,191 |
39,054 |
+2,294 |
| Jun11 |
101115 |
87.35 |
87.87 |
86.86 |
87.19 |
+0.07 |
27,267 |
90,950 |
+482 |
| Jul11 |
101115 |
88.02 |
88.02 |
87.17 |
87.40 |
+0.06 |
7,205 |
35,813 |
-33 |
| Aug11 |
101115 |
87.59 |
87.59 |
87.59 |
87.59 |
+0.05 |
3,700 |
14,497 |
+316 |
| Sep11 |
101115 |
88.21 |
88.21 |
87.78 |
87.78 |
+0.04 |
3,072 |
24,672 |
+484 |
| Oct11 |
101115 |
88.22 |
88.44 |
87.92 |
87.97 |
+0.03 |
3,046 |
16,501 |
+653 |
| Nov11 |
101115 |
88.66 |
88.66 |
88.10 |
88.16 |
+0.01 |
3,751 |
19,968 |
-431 |
| Dec11 |
101115 |
88.36 |
89.14 |
88.02 |
88.37 |
-0.01 |
27,389 |
151,483 |
+3,619 |
| Jan12 |
101115 |
88.45 |
88.45 |
88.45 |
88.45 |
-0.02 |
689 |
16,433 |
+356 |
| Feb12 |
101115 |
88.53 |
88.53 |
88.53 |
88.53 |
-0.03 |
148 |
6,790 |
-8 |
| Mar12 |
101115 |
88.61 |
88.61 |
88.61 |
88.61 |
-0.04 |
24 |
9,463 |
+4 |
| Total Volume and Open Interest |
746,068 |
1,477,173 |
-300 |
| 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 |
101115 |
85.350 |
86.200 |
84.925 |
85.300 |
-0.050 |
489 |
3,182 |
+91 |
| Feb11 |
101115 |
86.000 |
86.500 |
85.650 |
85.850 |
+0.050 |
150 |
535 |
-15 |
| Mar11 |
101115 |
86.800 |
86.950 |
86.175 |
86.300 |
+0.075 |
37 |
212 |
-24 |
| Apr11 |
101115 |
86.675 |
86.675 |
86.675 |
86.675 |
+0.125 |
1 |
2 |
+0 |
| May11 |
101115 |
87.225 |
87.225 |
86.950 |
86.950 |
+0.075 |
0 |
14 |
+0 |
| Jun11 |
101115 |
87.200 |
87.200 |
87.200 |
87.200 |
+0.075 |
0 |
28 |
+0 |
| Jul11 |
101115 |
87.400 |
87.400 |
87.400 |
87.400 |
+0.050 |
0 |
2 |
+0 |
| Aug11 |
101115 |
87.600 |
87.600 |
87.600 |
87.600 |
+0.050 |
|
|
|
| Total Volume and Open Interest |
12,017 |
9,495 |
-182 |
| Heating Oil(NYM) |
| Dec10 |
101115 |
236.45 |
239.25 |
236.35 |
237.09 |
+0.77 |
47,163 |
79,695 |
-3,907 |
| Jan11 |
101115 |
237.30 |
240.86 |
237.30 |
238.88 |
+0.82 |
29,387 |
82,606 |
+4,560 |
| Feb11 |
101115 |
239.15 |
241.50 |
239.15 |
239.73 |
+0.83 |
15,327 |
33,365 |
+1,044 |
| Mar11 |
101115 |
239.11 |
241.52 |
239.11 |
239.86 |
+0.75 |
5,779 |
26,907 |
+313 |
| Apr11 |
101115 |
239.26 |
240.38 |
238.28 |
238.74 |
+0.70 |
2,490 |
14,355 |
+288 |
| May11 |
101115 |
238.69 |
239.06 |
237.78 |
238.04 |
+0.60 |
3,623 |
15,797 |
+823 |
| Jun11 |
101115 |
238.13 |
239.46 |
237.45 |
238.00 |
+0.55 |
7,513 |
33,591 |
+1,773 |
| Jul11 |
101115 |
239.36 |
239.36 |
238.92 |
238.92 |
+0.52 |
310 |
6,111 |
+34 |
| Aug11 |
101115 |
240.05 |
240.13 |
240.05 |
240.05 |
+0.51 |
317 |
4,168 |
-76 |
| Sep11 |
101115 |
242.16 |
242.80 |
241.58 |
241.58 |
+0.47 |
177 |
4,603 |
-10 |
| Oct11 |
101115 |
243.38 |
243.46 |
243.38 |
243.38 |
+0.46 |
147 |
2,058 |
-3 |
| Nov11 |
101115 |
245.85 |
245.85 |
245.30 |
245.30 |
+0.45 |
209 |
2,874 |
+81 |
| Total Volume and Open Interest |
115,127 |
329,280 |
+4,981 |
| Gasoline(NYMEX) |
| Dec10 |
101115 |
221.39 |
224.89 |
218.64 |
219.50 |
-1.49 |
58,893 |
61,782 |
-9,951 |
| Jan11 |
101115 |
216.02 |
219.54 |
215.53 |
216.14 |
-0.38 |
54,631 |
86,544 |
+6,663 |
| Feb11 |
101115 |
217.30 |
219.23 |
216.24 |
216.84 |
-0.17 |
20,924 |
26,271 |
+2,986 |
| Mar11 |
101115 |
218.57 |
220.52 |
218.21 |
218.60 |
+0.07 |
12,887 |
18,702 |
-972 |
| Apr11 |
101115 |
230.55 |
231.52 |
229.60 |
230.05 |
+0.20 |
7,539 |
19,912 |
-573 |
| May11 |
101115 |
230.88 |
232.42 |
230.88 |
231.13 |
+0.27 |
2,962 |
10,227 |
+133 |
| Jun11 |
101115 |
231.81 |
232.98 |
231.36 |
231.76 |
+0.34 |
3,049 |
14,330 |
-350 |
| Jul11 |
101115 |
232.06 |
232.06 |
231.60 |
231.60 |
+0.28 |
154 |
4,422 |
+19 |
| Aug11 |
101115 |
231.75 |
231.75 |
231.26 |
231.26 |
+0.23 |
208 |
5,141 |
-46 |
| Sep11 |
101115 |
230.69 |
230.69 |
230.26 |
230.26 |
+0.19 |
94 |
2,644 |
+40 |
| Total Volume and Open Interest |
162,421 |
282,539 |
-1,898 |
| e-miNY RBOB Gasoline(NYM) |
| Dec10 |
101115 |
219.50 |
219.50 |
219.50 |
219.50 |
-1.50 |
0 |
3 |
+0 |
| Jan11 |
101115 |
216.10 |
216.14 |
216.10 |
216.10 |
-0.40 |
0 |
1 |
+0 |
| Feb11 |
101115 |
216.80 |
216.84 |
216.80 |
216.80 |
-0.20 |
0 |
1 |
+0 |
| Mar11 |
101115 |
218.60 |
218.60 |
218.60 |
218.60 |
+0.10 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
9 |
+0 |
| Natural Gas(NYM) |
| Dec10 |
101115 |
3.780 |
3.880 |
3.710 |
3.845 |
+0.046 |
144,065 |
107,991 |
-14,747 |
| Jan11 |
101115 |
3.960 |
4.049 |
3.853 |
4.028 |
+0.046 |
97,822 |
202,594 |
+6,046 |
| Feb11 |
101115 |
4.005 |
4.057 |
3.913 |
4.039 |
+0.038 |
24,271 |
58,753 |
-71 |
| Mar11 |
101115 |
3.991 |
4.035 |
3.890 |
4.020 |
+0.038 |
23,208 |
91,728 |
+1,331 |
| Apr11 |
101115 |
3.950 |
4.010 |
3.879 |
3.999 |
+0.030 |
20,168 |
65,083 |
+505 |
| May11 |
101115 |
4.000 |
4.044 |
3.919 |
4.036 |
+0.028 |
6,756 |
25,541 |
+538 |
| Jun11 |
101115 |
4.050 |
4.096 |
3.980 |
4.091 |
+0.027 |
2,051 |
11,766 |
+49 |
| Jul11 |
101115 |
4.141 |
4.164 |
4.043 |
4.158 |
+0.027 |
1,506 |
11,069 |
-7 |
| Aug11 |
101115 |
4.170 |
4.201 |
4.095 |
4.201 |
+0.023 |
1,134 |
12,706 |
+32 |
| Sep11 |
101115 |
4.189 |
4.216 |
4.116 |
4.216 |
+0.024 |
1,215 |
10,143 |
+190 |
| Oct11 |
101115 |
4.242 |
4.297 |
4.182 |
4.294 |
+0.026 |
7,051 |
40,952 |
-350 |
| Nov11 |
101115 |
4.485 |
4.534 |
4.428 |
4.534 |
+0.026 |
2,500 |
18,426 |
+141 |
| Dec11 |
101115 |
4.821 |
4.855 |
4.740 |
4.849 |
+0.036 |
1,928 |
18,527 |
-401 |
| Jan12 |
101115 |
4.970 |
5.043 |
4.940 |
5.038 |
+0.037 |
3,690 |
26,772 |
-319 |
| Feb12 |
101115 |
4.920 |
5.012 |
4.915 |
5.012 |
+0.039 |
242 |
6,442 |
+25 |
| Mar12 |
101115 |
4.830 |
4.914 |
4.808 |
4.914 |
+0.041 |
305 |
14,040 |
+44 |
| Total Volume and Open Interest |
338,809 |
799,700 |
-6,995 |
| Brent Crude Oil(ICE) |
| Dec10 |
101115 |
86.44 |
87.37 |
86.35 |
86.70 |
+0.36 |
165,062 |
75,219 |
-41,724 |
| Jan11 |
101115 |
86.36 |
87.49 |
86.36 |
86.76 |
+0.23 |
164,776 |
262,636 |
+15,064 |
| Feb11 |
101115 |
86.75 |
87.66 |
86.61 |
86.97 |
+0.22 |
63,157 |
152,129 |
+6,620 |
| Mar11 |
101115 |
86.98 |
87.86 |
86.92 |
87.18 |
+0.21 |
26,339 |
71,976 |
+6,348 |
| Apr11 |
101115 |
87.41 |
88.00 |
87.15 |
87.41 |
+0.20 |
11,488 |
38,316 |
+733 |
| May11 |
101115 |
87.74 |
88.24 |
87.35 |
87.64 |
+0.18 |
8,789 |
24,064 |
-52 |
| Jun11 |
101115 |
88.00 |
88.47 |
87.60 |
87.87 |
+0.16 |
19,299 |
41,620 |
+1,278 |
| Jul11 |
101115 |
88.40 |
88.60 |
87.99 |
88.08 |
+0.14 |
4,400 |
11,917 |
-310 |
| Aug11 |
101115 |
88.30 |
88.84 |
88.19 |
88.28 |
+0.12 |
2,225 |
11,397 |
+669 |
| Sep11 |
101115 |
88.45 |
88.47 |
88.45 |
88.47 |
+0.10 |
1,830 |
8,393 |
+274 |
| Oct11 |
101115 |
88.65 |
88.65 |
88.65 |
88.65 |
+0.08 |
1,754 |
6,298 |
-272 |
| Nov11 |
101115 |
88.81 |
88.81 |
88.81 |
88.81 |
+0.05 |
1,634 |
10,641 |
+154 |
| Dec11 |
101115 |
88.84 |
89.61 |
88.71 |
88.98 |
+0.05 |
15,058 |
77,699 |
+1,441 |
| Jan12 |
101115 |
89.40 |
89.40 |
89.00 |
89.17 |
+0.04 |
903 |
11,708 |
+120 |
| Total Volume and Open Interest |
490,126 |
884,641 |
-10,214 |
| Gas Oil(ICE) |
| Dec10 |
101115 |
735.00 |
745.25 |
735.00 |
738.75 |
-3.50 |
86,067 |
118,446 |
-6,439 |
| Jan11 |
101115 |
738.75 |
748.50 |
738.75 |
742.75 |
-3.00 |
62,388 |
120,363 |
+4,509 |
| Feb11 |
101115 |
745.00 |
751.00 |
744.00 |
745.50 |
-2.50 |
25,968 |
51,064 |
+3,316 |
| Mar11 |
101115 |
749.50 |
752.25 |
745.50 |
747.00 |
-2.50 |
14,719 |
34,294 |
-1,707 |
| Apr11 |
101115 |
748.00 |
753.00 |
746.50 |
747.75 |
-2.75 |
12,275 |
42,363 |
+4,407 |
| May11 |
101115 |
749.25 |
754.25 |
748.75 |
749.25 |
-3.00 |
9,358 |
32,790 |
+4,965 |
| Jun11 |
101115 |
752.00 |
756.25 |
749.25 |
751.25 |
-3.00 |
12,356 |
49,916 |
+371 |
| Jul11 |
101115 |
757.00 |
757.00 |
754.00 |
754.50 |
-3.25 |
919 |
15,416 |
-74 |
| Aug11 |
101115 |
761.00 |
761.00 |
758.00 |
758.00 |
-3.25 |
545 |
12,546 |
-176 |
| Sep11 |
101115 |
762.25 |
764.75 |
761.25 |
761.25 |
-3.25 |
758 |
10,253 |
-80 |
| Total Volume and Open Interest |
238,694 |
598,035 |
+1,935 |
| Ethanol(CBOT) |
| Nov10 |
101103 |
2.395 |
2.395 |
2.361 |
2.390 |
+0.013 |
76 |
80 |
-56 |
| Dec10 |
101115 |
2.186 |
2.210 |
2.175 |
2.201 |
+0.062 |
234 |
910 |
-130 |
| Jan11 |
101115 |
2.128 |
2.167 |
2.128 |
2.160 |
+0.051 |
46 |
899 |
-11 |
| Feb11 |
101115 |
2.125 |
2.148 |
2.125 |
2.140 |
+0.053 |
44 |
1,106 |
+29 |
| Mar11 |
101115 |
2.124 |
2.160 |
2.124 |
2.152 |
+0.064 |
148 |
993 |
+84 |
| Apr11 |
101115 |
2.128 |
2.159 |
2.128 |
2.153 |
+0.060 |
50 |
876 |
+17 |
| May11 |
101115 |
2.150 |
2.171 |
2.150 |
2.170 |
+0.058 |
5 |
313 |
+2 |
| Jun11 |
101115 |
2.145 |
2.170 |
2.145 |
2.165 |
+0.055 |
12 |
546 |
+2 |
| Total Volume and Open Interest |
632 |
8,105 |
+30 |
| WTI Crude Oil(ICE |
| Dec10 |
101115 |
84.77 |
85.75 |
84.48 |
84.86 |
-0.02 |
87,826 |
79,429 |
-3,055 |
| Jan11 |
101115 |
85.46 |
86.20 |
84.92 |
85.29 |
-0.05 |
60,004 |
114,345 |
+8,772 |
| Feb11 |
101115 |
86.28 |
86.65 |
85.49 |
85.84 |
+0.04 |
22,922 |
43,267 |
+538 |
| Mar11 |
101115 |
86.80 |
86.98 |
86.01 |
86.31 |
+0.09 |
12,149 |
40,850 |
-1,009 |
| Apr11 |
101115 |
87.31 |
87.31 |
86.37 |
86.67 |
+0.11 |
5,482 |
25,015 |
+1,444 |
| May11 |
101115 |
87.61 |
87.61 |
86.72 |
86.96 |
+0.09 |
4,207 |
15,968 |
+1,798 |
| Jun11 |
101115 |
87.40 |
87.85 |
86.95 |
87.19 |
+0.07 |
10,782 |
45,023 |
+1,695 |
| Jul11 |
101115 |
88.06 |
88.06 |
87.25 |
87.40 |
+0.06 |
1,272 |
13,931 |
-79 |
| Aug11 |
101115 |
88.26 |
88.26 |
87.44 |
87.59 |
+0.05 |
990 |
8,755 |
+213 |
| Sep11 |
101115 |
87.78 |
87.78 |
87.78 |
87.78 |
+0.04 |
1,058 |
11,267 |
-347 |
| Oct11 |
101115 |
87.97 |
87.97 |
87.97 |
87.97 |
+0.03 |
1,018 |
3,943 |
+43 |
| Nov11 |
101115 |
88.16 |
88.16 |
88.16 |
88.16 |
+0.01 |
1,040 |
6,211 |
-83 |
| Dec11 |
101115 |
88.60 |
89.00 |
88.09 |
88.37 |
-0.01 |
9,335 |
55,570 |
-193 |
| Jan12 |
101115 |
88.45 |
88.45 |
88.45 |
88.45 |
-0.02 |
34 |
5,146 |
+0 |
| Feb12 |
101115 |
88.53 |
88.53 |
88.53 |
88.53 |
-0.03 |
24 |
821 |
+0 |
| Mar12 |
101115 |
88.61 |
88.61 |
88.61 |
88.61 |
-0.04 |
0 |
3,100 |
+0 |
| Total Volume and Open Interest |
220,217 |
544,803 |
+9,826 |
| US Dollar Index(ICE) |
| Dec10 |
101115 |
78.325 |
78.860 |
78.015 |
78.673 |
+0.442 |
23,196 |
36,625 |
+1,149 |
| Mar11 |
101115 |
78.620 |
79.235 |
78.490 |
79.073 |
+0.433 |
79 |
814 |
+1 |
| Jun11 |
101115 |
79.503 |
79.503 |
79.503 |
79.503 |
+0.433 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
23,275 |
37,447 |
+1,150 |
| Australian Dollar(CME) |
| Dec10 |
101115 |
98.40 |
98.86 |
97.78 |
98.46 |
+0.26 |
95,474 |
127,045 |
-2,232 |
| Mar11 |
101115 |
97.40 |
97.68 |
96.65 |
97.33 |
+0.26 |
209 |
1,003 |
+21 |
| Jun11 |
101115 |
96.17 |
96.17 |
95.92 |
96.17 |
+0.25 |
0 |
152 |
+0 |
| Total Volume and Open Interest |
122,804 |
130,548 |
+2,500 |
| British Pound(CME) |
| Dec10 |
101115 |
161.20 |
161.51 |
160.38 |
160.61 |
-0.81 |
91,845 |
101,499 |
-234 |
| Mar11 |
101115 |
161.30 |
161.30 |
160.27 |
160.48 |
-0.81 |
105 |
877 |
+32 |
| Jun11 |
101115 |
160.31 |
161.12 |
160.31 |
160.31 |
-0.81 |
0 |
42 |
+0 |
| Total Volume and Open Interest |
142,959 |
102,649 |
+227 |
| Canadian Dollar(CME) |
| Dec10 |
101115 |
98.78 |
99.39 |
98.56 |
99.20 |
+0.25 |
72,186 |
131,142 |
+3,175 |
| Mar11 |
101115 |
98.61 |
99.16 |
98.36 |
98.98 |
+0.25 |
285 |
3,920 |
+17 |
| Jun11 |
101115 |
98.67 |
98.72 |
98.49 |
98.72 |
+0.23 |
24 |
955 |
+2 |
| Sep11 |
101115 |
98.49 |
98.50 |
98.23 |
98.47 |
+0.24 |
4 |
367 |
+2 |
| Total Volume and Open Interest |
113,541 |
133,517 |
-3,205 |
| Japanese Yen(CME) |
| Dec10 |
101115 |
121.21 |
121.38 |
120.10 |
120.47 |
-0.87 |
81,991 |
129,141 |
-2,862 |
| Mar11 |
101115 |
121.30 |
121.47 |
120.25 |
120.59 |
-0.88 |
445 |
1,319 |
-10 |
| Jun11 |
101115 |
120.85 |
121.64 |
120.75 |
120.75 |
-0.89 |
1 |
205 |
-1 |
| Total Volume and Open Interest |
186,731 |
133,547 |
+2,882 |
| Swiss Franc(CME) |
| Dec10 |
101115 |
102.01 |
102.45 |
101.32 |
101.57 |
-0.74 |
40,663 |
48,869 |
+0 |
| Mar11 |
101115 |
102.25 |
102.40 |
101.50 |
101.65 |
-0.75 |
61 |
168 |
-17 |
| Jun11 |
101115 |
101.75 |
102.51 |
101.75 |
101.75 |
-0.76 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
53,041 |
49,800 |
+763 |
| EuroFX(CME) |
| Dec10 |
101115 |
136.77 |
137.47 |
135.61 |
135.98 |
-0.92 |
360,751 |
200,531 |
+928 |
| Mar11 |
101115 |
136.59 |
137.23 |
135.45 |
135.83 |
-0.91 |
805 |
3,802 |
-59 |
| Jun11 |
101115 |
136.00 |
136.55 |
135.47 |
135.64 |
-0.91 |
0 |
90 |
+0 |
| Total Volume and Open Interest |
492,181 |
203,587 |
-843 |
| Mexican Peso(CME) |
| Nov10 |
101115 |
811.0 |
812.8 |
811.0 |
811.0 |
-1.8 |
4 |
4 |
+0 |
| Dec10 |
101115 |
807.2 |
815.5 |
807.0 |
814.0 |
+4.8 |
18,740 |
150,165 |
+4,077 |
| Total Volume and Open Interest |
30,160 |
146,563 |
-3,970 |
| 30-Year T-Bonds(CBOT) |
| Dec10 |
101115 |
126~230 |
127~100 |
126~070 |
126~070 |
-1~230 |
|
|
|
| Mar11 |
101115 |
126~060 |
126~110 |
123~280 |
124~190 |
-1~240 |
517 |
30,723 |
-610 |
| Jun11 |
101115 |
123~130 |
125~050 |
123~130 |
123~130 |
-1~240 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
620,456 |
662,486 |
+3,825 |
| 10-Year T-Notes(CBOT) |
| Dec10 |
101115 |
125~285 |
125~300 |
124~150 |
124~245 |
-1~055 |
295,934 |
1,531,064 |
-11,131 |
| Mar11 |
101115 |
124~310 |
124~310 |
123~160 |
123~245 |
-1~070 |
1,337 |
39,400 |
+252 |
| Jun11 |
101115 |
123~250 |
124~050 |
122~300 |
122~300 |
-1~070 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
1,730,068 |
1,581,388 |
+10,883 |
| 5-Year T-Notes(CBOT) |
| Dec10 |
101115 |
119~125 |
120~060 |
119~125 |
120~016 |
-0~081 |
138,441 |
1,168,818 |
+1,168,818 |
| Mar11 |
101115 |
120~002 |
120~014 |
119~028 |
119~053 |
-0~088 |
339 |
12,698 |
-213 |
| Jun11 |
101115 |
118~077 |
119~037 |
118~077 |
118~077 |
-0~088 |
|
|
|
| Total Volume and Open Interest |
866,532 |
1,185,123 |
+3,607 |
| 2 Year T-Notes(CBOT) |
| Dec10 |
101115 |
109~070 |
109~082 |
109~070 |
109~082 |
-0~004 |
|
|
|
| Mar11 |
101115 |
109~058 |
109~073 |
109~058 |
109~067 |
-0~005 |
184 |
12,745 |
+138 |
| Jun11 |
101115 |
109~050 |
109~055 |
109~050 |
109~050 |
-0~005 |
|
|
|
| Total Volume and Open Interest |
280,719 |
713,974 |
-3,318 |
| Eurodollars(CME) |
| Dec10 |
101115 |
99.665 |
99.685 |
99.660 |
99.677 |
+0.012 |
104,430 |
1,008,969 |
+4,723 |
| Mar11 |
101115 |
99.540 |
99.600 |
99.535 |
99.585 |
+0.030 |
120,206 |
1,187,811 |
-13,039 |
| Jun11 |
101115 |
99.420 |
99.490 |
99.400 |
99.465 |
+0.025 |
143,785 |
1,086,823 |
-3,467 |
| Sep11 |
101115 |
99.300 |
99.375 |
99.260 |
99.340 |
+0.015 |
118,506 |
913,538 |
-4,408 |
| Dec11 |
101115 |
99.170 |
99.240 |
99.115 |
99.195 |
unch |
146,029 |
864,398 |
-8,720 |
| Mar12 |
101115 |
99.040 |
99.110 |
98.965 |
99.045 |
-0.020 |
122,196 |
708,678 |
-18,986 |
| Jun12 |
101115 |
98.900 |
98.965 |
98.810 |
98.885 |
-0.045 |
82,290 |
468,029 |
-7,475 |
| Sep12 |
101115 |
98.775 |
98.810 |
98.650 |
98.720 |
-0.070 |
67,949 |
389,773 |
-7,549 |
| Dec12 |
101115 |
98.600 |
98.630 |
98.475 |
98.525 |
-0.095 |
50,536 |
303,058 |
+1,125 |
| Mar13 |
101115 |
98.460 |
98.470 |
98.300 |
98.345 |
-0.120 |
27,747 |
257,853 |
+843 |
| Jun13 |
101115 |
98.290 |
98.300 |
98.110 |
98.150 |
-0.145 |
14,993 |
146,602 |
+77 |
| Sep13 |
101115 |
98.110 |
98.125 |
97.920 |
97.950 |
-0.170 |
13,189 |
175,758 |
+294 |
| Dec13 |
101115 |
97.915 |
97.925 |
97.710 |
97.735 |
-0.190 |
6,676 |
128,694 |
+55 |
| Mar14 |
101115 |
97.720 |
97.740 |
97.505 |
97.530 |
-0.205 |
6,350 |
105,668 |
+1,062 |
| Jun14 |
101115 |
97.510 |
97.525 |
97.280 |
97.310 |
-0.215 |
3,562 |
98,865 |
+210 |
| Sep14 |
101115 |
97.295 |
97.315 |
97.060 |
97.095 |
-0.220 |
6,283 |
68,086 |
+1,224 |
| Dec14 |
101115 |
97.080 |
97.105 |
96.835 |
96.880 |
-0.230 |
2,880 |
87,267 |
+570 |
| Mar15 |
101115 |
96.900 |
96.915 |
96.640 |
96.690 |
-0.235 |
1,930 |
45,703 |
+416 |
| Total Volume and Open Interest |
4,660,529 |
8,343,609 |
+79,158 |
| 30 Day Federal Funds(CBOT) |
| Nov10 |
101115 |
99.812 |
99.815 |
99.810 |
99.812 |
unch |
3,523 |
91,301 |
-1,468 |
| Dec10 |
101115 |
99.825 |
99.825 |
99.815 |
99.820 |
-0.005 |
1,290 |
90,122 |
-350 |
| Jan11 |
101115 |
99.830 |
99.830 |
99.825 |
99.825 |
-0.005 |
2,756 |
63,502 |
-215 |
| Feb11 |
101115 |
99.825 |
99.830 |
99.820 |
99.825 |
-0.005 |
186 |
48,505 |
+91 |
| Mar11 |
101115 |
99.830 |
99.830 |
99.825 |
99.830 |
unch |
349 |
29,089 |
-45 |
| Apr11 |
101115 |
99.825 |
99.830 |
99.825 |
99.830 |
unch |
398 |
33,125 |
-382 |
| Total Volume and Open Interest |
66,305 |
583,012 |
+2,451 |
| 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 |
101115 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
1,740 |
+0 |
| Mar11 |
101115 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.005 |
1 |
768 |
+0 |
| Jun11 |
101115 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
| Sep11 |
101115 |
99.652 |
99.652 |
99.652 |
99.652 |
-0.005 |
|
|
|
| Dec11 |
101115 |
99.655 |
99.655 |
99.655 |
99.655 |
-0.005 |
|
|
|
| Mar12 |
101115 |
99.645 |
99.645 |
99.645 |
99.645 |
-0.005 |
|
|
|
| Jun12 |
101115 |
99.695 |
99.695 |
99.695 |
99.695 |
-0.005 |
|
|
|
| Sep12 |
101115 |
99.645 |
99.645 |
99.645 |
99.645 |
-0.005 |
|
|
|
| Dec12 |
101115 |
99.340 |
99.340 |
99.340 |
99.340 |
-0.005 |
|
|
|
| Mar13 |
101115 |
99.340 |
99.340 |
99.340 |
99.340 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
1 |
2,508 |
+768 |
| 3-Mth Euro-Yen(SGX) |
| Dec10 |
101115 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
4,248 |
+1,000 |
| Mar11 |
101115 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
1,475 |
+0 |
| Jun11 |
101115 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
1,587 |
+50 |
| Sep11 |
101115 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
200 |
1,530 |
+0 |
| Dec11 |
101115 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
0 |
110 |
+0 |
| Mar12 |
101115 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
0 |
305 |
+0 |
| Jun12 |
101115 |
99.69 |
99.69 |
99.69 |
99.69 |
0.00 |
0 |
754 |
+0 |
| Sep12 |
101115 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
0 |
310 |
+0 |
| Total Volume and Open Interest |
200 |
10,323 |
+1,050 |
| Japanese Gov't Bonds(SGX) |
| Dec10 |
101115 |
142.63 |
142.69 |
141.80 |
141.80 |
-0.94 |
1,807 |
18,978 |
-909 |
| Mar11 |
101115 |
140.69 |
140.69 |
140.69 |
140.69 |
-0.94 |
|
|
|
| Jun11 |
101115 |
138.60 |
138.60 |
138.60 |
138.60 |
-0.94 |
|
|
|
| Total Volume and Open Interest |
1,807 |
18,978 |
-909 |
| Euro-Bund(EUREX) |
| Dec10 |
101115 |
128.80 |
129.17 |
128.35 |
128.87 |
-0.54 |
802,647 |
1,011,229 |
-69,659 |
| Mar11 |
101115 |
128.89 |
129.04 |
128.32 |
128.85 |
-0.58 |
1,322 |
14,686 |
+404 |
| Jun11 |
101115 |
128.12 |
128.12 |
128.12 |
128.12 |
-0.54 |
|
|
|
| Total Volume and Open Interest |
803,969 |
1,025,915 |
-69,255 |
| Euro-Bobl(EUREX) |
| Dec10 |
101115 |
119.83 |
120.01 |
119.68 |
119.87 |
-0.28 |
455,095 |
738,158 |
-36,665 |
| Mar11 |
101115 |
119.82 |
119.90 |
119.66 |
119.83 |
-0.30 |
5,647 |
91,161 |
+2,548 |
| Jun11 |
101115 |
119.71 |
119.71 |
119.71 |
119.71 |
-0.28 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
460,742 |
829,320 |
-34,117 |
| 3-Mth Euribor(EUREX) |
| Dec10 |
101115 |
98.890 |
98.905 |
98.890 |
98.895 |
+0.010 |
30 |
4,638 |
+6 |
| Mar11 |
101115 |
98.730 |
98.750 |
98.720 |
98.745 |
+0.015 |
10 |
2,615 |
+6 |
| Jun11 |
101115 |
98.600 |
98.625 |
98.600 |
98.625 |
+0.010 |
0 |
5,330 |
+0 |
| Total Volume and Open Interest |
44 |
21,608 |
+12 |
| Long Gilt(LIFFE) |
| Dec10 |
101111 |
122~31 |
123~03 |
122~17 |
122~25 |
-0~19 |
117,509 |
292,074 |
+5,701 |
| Mar11 |
101115 |
120~23 |
120~28 |
120~14 |
120~14 |
-0~21 |
564 |
1,191 |
+559 |
| Total Volume and Open Interest |
123,223 |
288,866 |
+817 |
| 3-Mth Short Sterling(LIFFE) |
| Dec10 |
101115 |
99.22 |
99.24 |
99.19 |
99.23 |
+0.01 |
79,698 |
366,393 |
+12,017 |
| Mar11 |
101115 |
99.09 |
99.11 |
99.06 |
99.11 |
+0.02 |
64,509 |
292,428 |
-14,466 |
| Jun11 |
101115 |
98.94 |
98.97 |
98.93 |
98.97 |
+0.03 |
76,289 |
264,642 |
-11,657 |
| Sep11 |
101115 |
98.79 |
98.82 |
98.75 |
98.81 |
+0.02 |
90,300 |
245,599 |
-2,794 |
| Dec11 |
101115 |
98.60 |
98.65 |
98.58 |
98.63 |
+0.01 |
96,753 |
325,974 |
-12,156 |
| Mar12 |
101115 |
98.42 |
98.47 |
98.41 |
98.45 |
unch |
81,413 |
226,461 |
-2,855 |
| Total Volume and Open Interest |
624,815 |
2,145,502 |
-35,480 |
| 3-Mth Euribor(LIFFE) |
| Dec10 |
101115 |
98.890 |
98.900 |
98.875 |
98.895 |
+0.010 |
114,109 |
596,187 |
+12,719 |
| Mar11 |
101115 |
98.730 |
98.750 |
98.705 |
98.745 |
+0.015 |
122,703 |
613,466 |
-4,737 |
| Jun11 |
101115 |
98.610 |
98.630 |
98.580 |
98.625 |
+0.010 |
121,584 |
493,644 |
-8,140 |
| Total Volume and Open Interest |
780,165 |
3,292,417 |
-8,726 |
| 3-Mth Aus T-Bills(SFE) |
| Dec10 |
101115 |
94.97 |
94.98 |
94.94 |
94.96 |
-0.01 |
11,757 |
176,847 |
-6,297 |
| Mar11 |
101115 |
94.87 |
94.89 |
94.84 |
94.86 |
-0.02 |
24,701 |
161,974 |
-4,287 |
| Jun11 |
101115 |
94.73 |
94.76 |
94.68 |
94.71 |
-0.02 |
11,795 |
93,048 |
-2,062 |
| Sep11 |
101115 |
94.62 |
94.65 |
94.55 |
94.58 |
-0.04 |
3,852 |
54,241 |
-3,269 |
| Dec11 |
101115 |
94.54 |
94.56 |
94.45 |
94.49 |
-0.04 |
2,088 |
37,000 |
-591 |
| Mar12 |
101115 |
94.49 |
94.49 |
94.37 |
94.41 |
-0.06 |
1,420 |
39,619 |
-523 |
| Jun12 |
101115 |
94.44 |
94.44 |
94.32 |
94.36 |
-0.06 |
1,660 |
30,808 |
+354 |
| Sep12 |
101115 |
94.41 |
94.41 |
94.27 |
94.32 |
-0.05 |
859 |
11,266 |
+122 |
| Dec12 |
101115 |
94.26 |
94.27 |
94.26 |
94.27 |
-0.06 |
150 |
1,918 |
-100 |
| Mar13 |
101115 |
94.23 |
94.26 |
94.23 |
94.26 |
-0.06 |
25 |
1,645 |
+0 |
| Total Volume and Open Interest |
58,332 |
608,599 |
-16,628 |
| 10-Year Aus T-Bonds(SFE) |
| Dec10 |
101115 |
94.64 |
94.68 |
94.53 |
94.57 |
-0.07 |
24,074 |
384,697 |
-4,545 |
| Mar11 |
101115 |
94.57 |
94.57 |
94.57 |
94.57 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
24,074 |
384,697 |
-4,545 |
| 3-Year Aus T-Bonds(SFE) |
| Dec10 |
101115 |
94.90 |
94.94 |
94.80 |
94.85 |
-0.05 |
108,973 |
519,017 |
+24,323 |
| Mar11 |
101115 |
94.80 |
94.80 |
94.80 |
94.80 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
108,973 |
519,017 |
+24,323 |
| Gold(CMX) |
| Dec10 |
101115 |
1371.0 |
1376.6 |
1354.8 |
1368.5 |
+3.0 |
178,467 |
325,836 |
-8,463 |
| Feb11 |
101115 |
1371.5 |
1378.5 |
1357.0 |
1370.7 |
+3.0 |
17,536 |
123,199 |
+6,006 |
| Apr11 |
101115 |
1377.8 |
1379.9 |
1359.5 |
1372.7 |
+3.0 |
2,119 |
27,523 |
+843 |
| Jun11 |
101115 |
1376.0 |
1381.7 |
1365.0 |
1374.7 |
+3.0 |
2,909 |
28,670 |
+1,325 |
| Aug11 |
101115 |
1380.0 |
1383.7 |
1365.0 |
1376.8 |
+3.0 |
488 |
14,677 |
-91 |
| Oct11 |
101115 |
1379.6 |
1386.8 |
1369.3 |
1379.0 |
+3.0 |
186 |
9,724 |
+2 |
| Dec11 |
101115 |
1385.4 |
1389.2 |
1368.0 |
1381.3 |
+3.0 |
2,024 |
28,073 |
+1,170 |
| Feb12 |
101115 |
1383.9 |
1383.9 |
1383.9 |
1383.9 |
+2.9 |
0 |
6,011 |
+0 |
| Apr12 |
101115 |
1386.6 |
1386.6 |
1386.6 |
1386.6 |
+2.9 |
200 |
5,788 |
-200 |
| Jun12 |
101115 |
1389.3 |
1389.3 |
1389.3 |
1389.3 |
+2.9 |
125 |
8,866 |
+91 |
| Aug12 |
101115 |
1392.2 |
1392.2 |
1392.2 |
1392.2 |
+2.9 |
100 |
4,708 |
+50 |
| Total Volume and Open Interest |
207,183 |
644,338 |
+1,387 |
| Silver(CMX) |
| Dec10 |
101115 |
2602.5 |
2648.0 |
2540.0 |
2609.2 |
+15.0 |
84,597 |
62,371 |
-3,526 |
| Mar11 |
101115 |
2603.0 |
2653.0 |
2547.0 |
2616.7 |
+15.1 |
15,029 |
40,147 |
+2,329 |
| May11 |
101115 |
2612.0 |
2655.0 |
2556.0 |
2621.3 |
+15.2 |
2,108 |
11,625 |
-870 |
| Jul11 |
101115 |
2620.5 |
2654.0 |
2566.5 |
2625.9 |
+15.2 |
207 |
8,844 |
+12 |
| Sep11 |
101115 |
2630.0 |
2650.5 |
2570.0 |
2630.3 |
+15.2 |
34 |
6,044 |
-16 |
| Dec11 |
101115 |
2627.5 |
2663.0 |
2571.0 |
2636.3 |
+15.2 |
1,044 |
8,464 |
-4 |
| Mar12 |
101115 |
2642.4 |
2642.4 |
2642.4 |
2642.4 |
+15.4 |
0 |
354 |
+0 |
| Total Volume and Open Interest |
104,367 |
147,801 |
-1,853 |
| Platinum(NYMEX) |
| Jan11 |
101115 |
1675.9 |
1697.9 |
1670.6 |
1685.8 |
+1.2 |
7,168 |
37,854 |
-1,198 |
| Apr11 |
101115 |
1701.5 |
1701.6 |
1677.0 |
1689.7 |
+1.4 |
144 |
1,409 |
+92 |
| Jul11 |
101115 |
1692.2 |
1692.5 |
1685.3 |
1692.5 |
+1.4 |
9 |
67 |
+9 |
| Oct11 |
101115 |
1692.5 |
1692.5 |
1692.5 |
1692.5 |
+1.4 |
|
|
|
| Total Volume and Open Interest |
7,322 |
39,332 |
-1,096 |
| Palladium(NYMEX) |
| Dec10 |
101115 |
673.65 |
689.40 |
664.50 |
681.30 |
+7.65 |
5,843 |
18,936 |
-1,185 |
| Mar11 |
101115 |
677.90 |
690.90 |
669.00 |
683.00 |
+7.75 |
1,031 |
5,651 |
+312 |
| Jun11 |
101115 |
675.95 |
684.00 |
675.80 |
684.00 |
+7.55 |
3 |
162 |
+3 |
| Total Volume and Open Interest |
6,885 |
24,763 |
-866 |
| Copper(CMX) |
| Dec10 |
101115 |
388.75 |
395.35 |
384.95 |
392.50 |
+3.15 |
39,225 |
55,488 |
-6,572 |
| Mar11 |
101115 |
389.25 |
395.60 |
385.10 |
392.45 |
+2.65 |
11,890 |
69,683 |
+4,486 |
| May11 |
101115 |
388.50 |
393.00 |
386.85 |
392.05 |
+2.55 |
1,198 |
16,035 |
+753 |
| Jul11 |
101115 |
388.65 |
390.95 |
387.20 |
390.95 |
+2.45 |
124 |
5,093 |
-56 |
| Sep11 |
101115 |
391.00 |
391.00 |
389.75 |
389.75 |
+2.35 |
17 |
4,778 |
+1 |
| Total Volume and Open Interest |
53,135 |
160,644 |
-1,088 |
| DJIA Index(CBOT) |
| Dec10 |
101115 |
11151 |
11249 |
11137 |
11173 |
+21 |
2,166 |
8,058 |
+1,061 |
| Mar11 |
101115 |
11105 |
11105 |
11083 |
11105 |
+22 |
0 |
20 |
+0 |
| Jun11 |
101115 |
11043 |
11043 |
11022 |
11043 |
+21 |
|
|
|
| Sep11 |
101115 |
10985 |
10985 |
10964 |
10985 |
+21 |
|
|
|
| Total Volume and Open Interest |
2,166 |
8,078 |
+1,061 |
| S & P 500(CME) |
| Dec10 |
101115 |
1195.80 |
1205.50 |
1192.60 |
1195.80 |
+0.40 |
12,310 |
337,207 |
-1,424 |
| Mar11 |
101115 |
1190.70 |
1199.20 |
1190.20 |
1190.70 |
+0.50 |
126 |
6,008 |
+154 |
| Jun11 |
101115 |
1185.80 |
1194.40 |
1185.40 |
1185.80 |
+0.40 |
35 |
2,754 |
+25 |
| Sep11 |
101115 |
1181.10 |
1189.70 |
1180.70 |
1181.10 |
+0.40 |
0 |
100 |
+0 |
| Total Volume and Open Interest |
12,471 |
346,069 |
-1,245 |
| S & P 500 E-Mini(Globex) |
| Dec10 |
101115 |
1195.25 |
1195.25 |
1193.50 |
1194.25 |
-1.25 |
|
|
|
| Mar11 |
101115 |
1189.50 |
1200.25 |
1187.75 |
1190.75 |
+0.50 |
3,266 |
25,568 |
+1,391 |
| Total Volume and Open Interest |
1,778,941 |
2,831,922 |
+10,323 |
| NASDAQ 100(CME) |
| Dec10 |
101115 |
2134.80 |
2150.00 |
2127.00 |
2128.00 |
-5.80 |
2,591 |
32,615 |
+2,085 |
| Mar11 |
101115 |
2126.00 |
2144.00 |
2126.00 |
2126.00 |
-5.80 |
0 |
2 |
+0 |
| Jun11 |
101115 |
2123.50 |
2127.50 |
2123.50 |
2123.50 |
-5.80 |
|
|
|
| Total Volume and Open Interest |
2,591 |
32,617 |
+2,085 |
| NASDAQ 100 E-Mini(Globex) |
| Dec10 |
101115 |
2134.00 |
2151.00 |
2126.50 |
2128.00 |
-5.80 |
316,764 |
466,403 |
+13,706 |
| Mar11 |
101115 |
2138.80 |
2146.80 |
2125.50 |
2126.00 |
-5.80 |
150 |
1,171 |
-7 |
| Total Volume and Open Interest |
316,915 |
467,583 |
+13,700 |
| S & P Midcap 400(CME) |
| Dec10 |
101115 |
848.50 |
852.50 |
844.80 |
844.80 |
+3.30 |
187 |
3,129 |
-3 |
| Mar11 |
101115 |
842.80 |
842.80 |
839.50 |
842.80 |
+3.30 |
0 |
2 |
+0 |
| Jun11 |
101115 |
840.80 |
840.80 |
837.50 |
840.80 |
+3.30 |
|
|
|
| Total Volume and Open Interest |
187 |
3,131 |
-3 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec10 |
101115 |
9885 |
9885 |
9885 |
9885 |
+35 |
|
|
|
| Mar11 |
101115 |
9915 |
9915 |
9770 |
9915 |
+145 |
4 |
3 |
+0 |
| Total Volume and Open Interest |
7,974 |
40,252 |
-216 |
| Nikkei 225(SGX) |
| Dec10 |
101115 |
9705 |
9835 |
9640 |
9830 |
+95 |
103,384 |
212,642 |
+4,015 |
| Mar11 |
101115 |
9750 |
9815 |
9750 |
9815 |
+90 |
9 |
3,965 |
-1 |
| Jun11 |
101115 |
9750 |
9750 |
9750 |
9750 |
+95 |
0 |
2,125 |
+0 |
| Total Volume and Open Interest |
109,268 |
224,368 |
-3,497 |
| CAC 40(EURONEXT) |
| Nov10 |
101115 |
3810.5 |
3876.5 |
3795.5 |
3863.5 |
+33.0 |
126,602 |
358,110 |
-18,055 |
| Dec10 |
101115 |
3810.0 |
3874.0 |
3796.0 |
3862.5 |
+32.5 |
671 |
81,541 |
-1,793 |
| Jan11 |
101115 |
3815.0 |
3866.0 |
3815.0 |
3866.0 |
+32.5 |
15 |
50 |
+15 |
| Total Volume and Open Interest |
127,303 |
439,836 |
-19,820 |
| Hang Seng Index(HKFE) |
| Nov10 |
101115 |
24330 |
24387 |
23933 |
23955 |
-231 |
90,045 |
116,414 |
-1,129 |
| Dec10 |
101115 |
24300 |
24394 |
23944 |
23960 |
-249 |
3,253 |
18,519 |
+4,194 |
| Total Volume and Open Interest |
93,732 |
137,438 |
+3,095 |
| DAX(EUREX) |
| Dec10 |
101115 |
6710.0 |
6820.5 |
6685.0 |
6790.0 |
+50.5 |
133,185 |
179,876 |
-4,451 |
| Mar11 |
101115 |
6732.0 |
6836.0 |
6703.5 |
6806.0 |
+50.0 |
1,161 |
12,459 |
-503 |
| Jun11 |
101115 |
6740.0 |
6853.5 |
6740.0 |
6826.0 |
+50.5 |
387 |
2,782 |
+56 |
| Total Volume and Open Interest |
134,733 |
195,117 |
-4,898 |
| FT-SE 100(EURONEXT) |
| Dec10 |
101115 |
5790.50 |
5829.00 |
5743.00 |
5807.00 |
+18.50 |
80,071 |
609,012 |
-2,154 |
| Mar11 |
101115 |
5742.50 |
5784.00 |
5719.00 |
5767.50 |
+18.50 |
612 |
6,027 |
+399 |
| Jun11 |
101115 |
5711.00 |
5725.00 |
5709.00 |
5725.00 |
+18.00 |
100 |
696 |
+20 |
| Total Volume and Open Interest |
80,783 |
615,745 |
-1,735 |
| SPI 200(SFE) |
| Dec10 |
101115 |
4700.0 |
4736.0 |
4666.0 |
4707.0 |
-1.0 |
42,561 |
215,514 |
-362 |
| Mar11 |
101115 |
4680.0 |
4705.0 |
4680.0 |
4705.0 |
-1.0 |
137 |
2,193 |
+25 |
| Jun11 |
101115 |
4732.0 |
4732.0 |
4732.0 |
4732.0 |
-1.0 |
0 |
1,025 |
+0 |
| Total Volume and Open Interest |
42,717 |
222,123 |
-323 |
| GSCI(CME) |
| Dec10 |
101115 |
583.50 |
587.00 |
583.00 |
584.00 |
+2.50 |
2,346 |
14,582 |
+2,128 |
| Jan11 |
101115 |
586.00 |
587.50 |
583.40 |
586.00 |
+2.50 |
0 |
3 |
+0 |
| Feb11 |
101115 |
589.00 |
589.00 |
589.00 |
589.00 |
|
|
|
|
| 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. |
|
|