|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri November 19, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan11 |
101119 |
1244.00 |
1256.00 |
1200.00 |
1201.50 |
-40.50 |
92,815 |
286,508 |
-1,144 |
Mar11 |
101119 |
1250.50 |
1263.25 |
1208.25 |
1209.00 |
-40.25 |
22,753 |
108,023 |
+1,293 |
May11 |
101119 |
1251.50 |
1261.00 |
1209.00 |
1210.00 |
-38.50 |
7,447 |
60,303 |
+66 |
Jul11 |
101119 |
1253.25 |
1260.50 |
1211.50 |
1212.00 |
-38.00 |
11,303 |
53,445 |
+616 |
Aug11 |
101119 |
1237.00 |
1237.25 |
1195.00 |
1195.50 |
-36.25 |
908 |
2,260 |
+250 |
Sep11 |
101119 |
1190.25 |
1204.00 |
1159.00 |
1159.00 |
-36.50 |
648 |
2,732 |
+136 |
Nov11 |
101119 |
1160.00 |
1167.00 |
1124.00 |
1125.75 |
-34.25 |
8,774 |
93,812 |
+971 |
Total Volume and Open Interest |
145,383 |
614,816 |
+2,310 |
Soybean Meal(CBOT) |
Dec10 |
101119 |
335.80 |
338.90 |
324.60 |
325.80 |
-9.20 |
29,485 |
51,016 |
-4,350 |
Jan11 |
101119 |
336.80 |
340.50 |
326.50 |
327.70 |
-8.90 |
22,507 |
47,234 |
+3,495 |
Mar11 |
101119 |
339.70 |
342.40 |
328.90 |
330.40 |
-8.40 |
8,614 |
31,265 |
+1,268 |
May11 |
101119 |
338.60 |
341.10 |
328.00 |
329.40 |
-8.20 |
2,847 |
22,705 |
+287 |
Jul11 |
101119 |
337.80 |
340.30 |
327.80 |
328.90 |
-8.40 |
3,860 |
15,981 |
+134 |
Aug11 |
101119 |
328.30 |
332.50 |
321.00 |
321.30 |
-8.20 |
652 |
4,435 |
+63 |
Sep11 |
101119 |
319.20 |
321.60 |
310.90 |
311.20 |
-8.00 |
890 |
4,816 |
+53 |
Oct11 |
101119 |
301.60 |
303.90 |
293.00 |
294.40 |
-7.70 |
1,078 |
4,689 |
+140 |
Total Volume and Open Interest |
71,297 |
198,626 |
+1,316 |
Soybean Oil(CBOT) |
Dec10 |
101119 |
51.00 |
51.42 |
48.90 |
48.96 |
-1.96 |
50,172 |
78,041 |
-4,830 |
Jan11 |
101119 |
51.38 |
51.74 |
49.23 |
49.30 |
-1.95 |
38,336 |
122,723 |
+4,040 |
Mar11 |
101119 |
51.70 |
52.12 |
49.58 |
49.69 |
-1.95 |
15,578 |
67,357 |
+1,342 |
May11 |
101119 |
51.94 |
52.36 |
49.94 |
49.94 |
-1.97 |
7,412 |
35,064 |
+1,310 |
Jul11 |
101119 |
52.26 |
52.60 |
50.16 |
50.16 |
-1.95 |
6,939 |
25,784 |
-219 |
Aug11 |
101119 |
52.16 |
52.44 |
50.21 |
50.21 |
-1.95 |
1,190 |
4,255 |
-820 |
Sep11 |
101119 |
52.25 |
52.29 |
50.26 |
50.26 |
-1.92 |
639 |
2,489 |
+57 |
Oct11 |
101119 |
52.29 |
52.57 |
50.28 |
50.28 |
-1.90 |
1,611 |
4,433 |
+603 |
Total Volume and Open Interest |
124,075 |
354,999 |
+1,833 |
Canola(WCE) |
Nov10 |
101112 |
532.6 |
532.6 |
532.6 |
532.6 |
-26.4 |
0 |
145 |
-7 |
Jan11 |
101119 |
539.9 |
544.4 |
527.1 |
528.8 |
-10.1 |
7,815 |
127,266 |
-5,230 |
Mar11 |
101119 |
545.8 |
550.7 |
534.5 |
535.2 |
-9.9 |
2,508 |
20,031 |
+205 |
May11 |
101119 |
552.2 |
552.2 |
536.6 |
537.9 |
-10.0 |
190 |
4,738 |
+6 |
Jul11 |
101119 |
549.8 |
552.6 |
537.3 |
538.8 |
-10.0 |
227 |
14,273 |
+55 |
Total Volume and Open Interest |
11,570 |
199,558 |
-4,254 |
Corn(CBOT) |
Dec10 |
101119 |
542.75 |
548.25 |
518.50 |
520.75 |
-21.00 |
152,125 |
290,336 |
-11,170 |
Mar11 |
101119 |
556.50 |
562.25 |
532.25 |
534.75 |
-21.00 |
120,401 |
656,085 |
+17,730 |
May11 |
101119 |
563.00 |
568.50 |
540.00 |
542.00 |
-20.50 |
16,378 |
136,242 |
+993 |
Jul11 |
101119 |
566.25 |
571.50 |
543.25 |
545.75 |
-20.00 |
35,471 |
218,037 |
+4,954 |
Sep11 |
101119 |
532.25 |
536.00 |
510.50 |
513.50 |
-18.50 |
2,569 |
39,050 |
-28 |
Dec11 |
101119 |
510.00 |
514.50 |
487.00 |
491.00 |
-17.50 |
36,583 |
258,203 |
-1,235 |
Total Volume and Open Interest |
369,989 |
1,653,059 |
+11,743 |
Wheat(CBOT) |
Dec10 |
101119 |
649.75 |
657.75 |
636.25 |
644.50 |
-0.75 |
35,504 |
89,162 |
-6,743 |
Mar11 |
101119 |
687.25 |
697.00 |
676.00 |
684.00 |
-0.50 |
28,015 |
196,917 |
+6,206 |
May11 |
101119 |
712.50 |
721.00 |
701.00 |
708.50 |
-0.75 |
2,983 |
47,328 |
+55 |
Jul11 |
101119 |
725.00 |
732.00 |
712.75 |
720.25 |
-0.25 |
1,807 |
85,572 |
+117 |
Sep11 |
101119 |
738.50 |
750.75 |
735.00 |
739.75 |
unch |
488 |
16,422 |
+114 |
Total Volume and Open Interest |
70,030 |
503,651 |
-376 |
Wheat(KCBT) |
Dec10 |
101119 |
711.75 |
721.50 |
702.00 |
709.50 |
-0.75 |
8,616 |
41,900 |
-2,576 |
Mar11 |
101119 |
728.75 |
737.25 |
718.00 |
725.25 |
-0.75 |
7,388 |
102,125 |
-2,157 |
May11 |
101119 |
737.25 |
746.00 |
727.00 |
735.00 |
+1.25 |
1,275 |
20,561 |
+102 |
Jul11 |
101119 |
747.00 |
751.75 |
735.00 |
740.50 |
+0.50 |
1,177 |
49,356 |
-434 |
Sep11 |
101119 |
755.25 |
759.00 |
744.50 |
749.00 |
+0.50 |
215 |
7,497 |
+65 |
Total Volume and Open Interest |
19,179 |
232,141 |
-4,827 |
Wheat(MGE) |
Dec10 |
101119 |
726.00 |
735.25 |
718.00 |
725.75 |
+1.75 |
2,283 |
9,183 |
-1,058 |
Mar11 |
101119 |
740.75 |
751.00 |
735.00 |
741.50 |
+1.75 |
2,150 |
26,882 |
+582 |
May11 |
101119 |
755.50 |
759.00 |
744.00 |
750.00 |
+1.50 |
413 |
8,096 |
-37 |
Jul11 |
101119 |
755.25 |
765.50 |
749.75 |
754.75 |
-0.50 |
256 |
7,592 |
-466 |
Sep11 |
101119 |
759.75 |
766.50 |
758.00 |
758.50 |
-1.00 |
235 |
6,453 |
+85 |
Total Volume and Open Interest |
5,463 |
65,796 |
-906 |
Oats(CBOT) |
Dec10 |
101119 |
358.75 |
362.25 |
348.75 |
353.25 |
-2.25 |
411 |
3,353 |
-61 |
Mar11 |
101119 |
371.25 |
374.75 |
361.50 |
366.00 |
-2.00 |
394 |
8,713 |
+98 |
May11 |
101119 |
371.00 |
373.75 |
370.00 |
371.75 |
-2.00 |
6 |
528 |
+0 |
Jul11 |
101119 |
379.50 |
385.75 |
374.50 |
376.00 |
-3.00 |
5 |
125 |
+0 |
Total Volume and Open Interest |
816 |
13,599 |
+37 |
Rough Rice(CBOT) |
Nov10 |
101112 |
13.98 |
14.27 |
13.77 |
13.77 |
-0.51 |
191 |
175 |
+121 |
Jan11 |
101119 |
13.80 |
14.01 |
13.73 |
13.90 |
+0.08 |
777 |
10,757 |
-81 |
Mar11 |
101119 |
14.10 |
14.27 |
14.00 |
14.16 |
+0.07 |
338 |
3,281 |
-33 |
May11 |
101119 |
14.28 |
14.42 |
14.28 |
14.42 |
+0.07 |
46 |
989 |
-15 |
Total Volume and Open Interest |
1,190 |
17,187 |
-126 |
Live Cattle(CME) |
Dec10 |
101119 |
100.800 |
101.500 |
100.230 |
101.450 |
+0.650 |
18,654 |
59,073 |
-3,177 |
Feb11 |
101119 |
104.500 |
105.200 |
103.885 |
105.035 |
+0.535 |
25,158 |
137,737 |
+8,771 |
Apr11 |
101119 |
107.600 |
108.250 |
107.000 |
108.180 |
+0.380 |
9,128 |
70,469 |
+2,085 |
Jun11 |
101119 |
104.750 |
105.150 |
104.200 |
105.100 |
+0.350 |
4,204 |
32,956 |
+1,096 |
Aug11 |
101119 |
103.850 |
104.500 |
103.550 |
104.480 |
+0.330 |
1,449 |
13,076 |
+318 |
Oct11 |
101119 |
106.600 |
107.100 |
106.035 |
107.050 |
+0.220 |
1,074 |
6,299 |
+290 |
Total Volume and Open Interest |
60,066 |
322,142 |
+9,578 |
Feeder Cattle(CME) |
Jan11 |
101119 |
115.730 |
117.600 |
115.385 |
117.400 |
+1.350 |
2,530 |
15,001 |
+468 |
Mar11 |
101119 |
116.430 |
118.035 |
116.100 |
117.650 |
+0.750 |
944 |
7,207 |
+218 |
Apr11 |
101119 |
117.000 |
118.500 |
116.750 |
118.500 |
+1.215 |
300 |
1,962 |
+92 |
May11 |
101119 |
117.300 |
118.600 |
116.850 |
118.600 |
+1.120 |
419 |
2,757 |
+202 |
Aug11 |
101119 |
118.250 |
119.800 |
118.100 |
119.800 |
+0.800 |
291 |
1,874 |
+179 |
Sep11 |
101119 |
117.250 |
118.750 |
117.035 |
118.750 |
+0.750 |
38 |
117 |
+38 |
Oct11 |
101119 |
117.000 |
117.900 |
117.000 |
117.900 |
+0.700 |
2 |
16 |
+2 |
Total Volume and Open Interest |
4,746 |
30,050 |
+1,060 |
Lean Hogs(CME) |
Dec10 |
101119 |
68.830 |
69.385 |
68.080 |
69.135 |
+0.485 |
12,675 |
28,836 |
-925 |
Feb11 |
101119 |
76.500 |
77.050 |
75.350 |
76.850 |
+1.050 |
11,030 |
73,292 |
+2,037 |
Apr11 |
101119 |
80.000 |
80.900 |
79.680 |
80.800 |
+0.970 |
4,650 |
45,721 |
+831 |
May11 |
101119 |
85.900 |
86.330 |
85.480 |
86.080 |
+0.080 |
46 |
1,429 |
+4 |
Jun11 |
101119 |
88.680 |
89.300 |
88.230 |
89.150 |
+0.470 |
2,509 |
27,750 |
+198 |
Jul11 |
101119 |
88.300 |
88.500 |
87.500 |
88.500 |
+0.450 |
278 |
6,272 |
+45 |
Aug11 |
101119 |
87.385 |
87.500 |
86.800 |
87.500 |
+0.250 |
239 |
5,488 |
+82 |
Oct11 |
101119 |
78.000 |
78.450 |
77.700 |
78.250 |
+0.150 |
161 |
3,916 |
+5 |
Total Volume and Open Interest |
31,615 |
194,211 |
+2,291 |
Class III Milk(CME) |
Nov10 |
101119 |
15.49 |
15.52 |
15.40 |
15.43 |
-0.05 |
76 |
4,987 |
-9 |
Dec10 |
101119 |
13.98 |
14.01 |
13.40 |
13.92 |
-0.07 |
447 |
5,833 |
-114 |
Jan11 |
101119 |
13.97 |
14.00 |
13.48 |
13.81 |
-0.16 |
303 |
3,563 |
+67 |
Feb11 |
101119 |
14.03 |
14.09 |
13.86 |
13.95 |
-0.07 |
277 |
2,645 |
+36 |
Mar11 |
101119 |
14.02 |
14.14 |
13.98 |
14.09 |
+0.09 |
144 |
2,447 |
+35 |
Total Volume and Open Interest |
1,613 |
27,944 |
+111 |
Cocoa(ICE) |
Dec10 |
101119 |
2898 |
2898 |
2826 |
2826 |
-70 |
185 |
229 |
-123 |
Mar11 |
101119 |
2933 |
2942 |
2849 |
2868 |
-71 |
15,004 |
72,909 |
-966 |
May11 |
101119 |
2950 |
2951 |
2875 |
2887 |
-68 |
2,623 |
20,017 |
-25 |
Jul11 |
101119 |
2942 |
2970 |
2897 |
2906 |
-64 |
747 |
9,180 |
+323 |
Sep11 |
101119 |
2958 |
2988 |
2916 |
2925 |
-63 |
928 |
4,449 |
+389 |
Dec11 |
101119 |
2993 |
3003 |
2943 |
2943 |
-63 |
675 |
9,643 |
+180 |
Mar12 |
101119 |
3076 |
3076 |
3019 |
3019 |
-65 |
59 |
10,120 |
-9 |
Total Volume and Open Interest |
20,224 |
131,714 |
-231 |
Coffee "C"(ICE) |
Dec10 |
101119 |
208.95 |
210.10 |
205.60 |
209.85 |
+1.20 |
7,439 |
2,907 |
-4,312 |
Mar11 |
101119 |
211.00 |
211.80 |
207.00 |
211.25 |
-0.05 |
17,086 |
86,563 |
-1,428 |
May11 |
101119 |
211.75 |
212.00 |
207.80 |
211.60 |
-0.10 |
1,685 |
19,750 |
+13 |
Jul11 |
101119 |
210.00 |
210.25 |
207.40 |
210.25 |
+0.05 |
306 |
6,531 |
+144 |
Sep11 |
101119 |
206.25 |
207.45 |
203.75 |
207.45 |
+0.65 |
161 |
3,069 |
+68 |
Dec11 |
101119 |
201.40 |
203.65 |
199.20 |
203.30 |
+1.35 |
74 |
6,045 |
+18 |
Total Volume and Open Interest |
26,806 |
125,932 |
-5,483 |
Orange Juice(ICE) |
Jan11 |
101119 |
152.85 |
152.85 |
151.30 |
151.65 |
-1.20 |
1,023 |
22,458 |
+188 |
Mar11 |
101119 |
153.15 |
153.15 |
152.15 |
152.50 |
-1.35 |
156 |
3,482 |
+15 |
May11 |
101119 |
153.85 |
154.05 |
152.55 |
153.15 |
-1.60 |
118 |
887 |
+35 |
Jul11 |
101119 |
154.55 |
154.55 |
153.70 |
153.85 |
-1.85 |
31 |
1,541 |
+24 |
Sep11 |
101119 |
154.45 |
154.45 |
154.45 |
154.45 |
-1.45 |
0 |
300 |
+0 |
Nov11 |
101119 |
154.05 |
154.05 |
154.05 |
154.05 |
-0.95 |
5 |
15 |
+5 |
Total Volume and Open Interest |
1,333 |
28,706 |
+267 |
Sugar #11(ICE) |
Mar11 |
101119 |
28.35 |
29.30 |
25.98 |
26.15 |
-2.00 |
63,995 |
235,986 |
+2,644 |
May11 |
101119 |
25.70 |
26.50 |
23.69 |
23.71 |
-1.91 |
19,841 |
98,602 |
-14 |
Jul11 |
101119 |
23.02 |
23.80 |
21.25 |
21.29 |
-1.73 |
21,369 |
98,846 |
+78 |
Oct11 |
101119 |
21.47 |
22.25 |
19.87 |
19.91 |
-1.54 |
7,582 |
54,716 |
+450 |
Mar12 |
101119 |
20.80 |
21.26 |
19.09 |
19.21 |
-1.36 |
3,785 |
47,524 |
-317 |
Total Volume and Open Interest |
118,799 |
578,393 |
+3,076 |
London Cocoa(LCE) |
Dec10 |
101119 |
1925 |
1938 |
1878 |
1881 |
-54 |
6,305 |
52,405 |
-887 |
Mar11 |
101119 |
1924 |
1933 |
1877 |
1879 |
-52 |
8,559 |
56,509 |
+157 |
May11 |
101119 |
1938 |
1947 |
1895 |
1895 |
-50 |
2,393 |
19,818 |
-327 |
Jul11 |
101119 |
1955 |
1963 |
1910 |
1912 |
-50 |
1,192 |
12,993 |
+388 |
Sep11 |
101119 |
1966 |
1976 |
1924 |
1926 |
-50 |
1,124 |
9,791 |
+267 |
Dec11 |
101119 |
1984 |
1986 |
1941 |
1942 |
-48 |
716 |
15,662 |
+184 |
Mar12 |
101119 |
1992 |
1997 |
1955 |
1955 |
-46 |
35 |
12,988 |
-14 |
Total Volume and Open Interest |
20,324 |
183,138 |
-232 |
London Sugar(LCE) |
Mar11 |
101119 |
713.10 |
730.50 |
670.00 |
679.10 |
-29.60 |
3,769 |
32,141 |
-176 |
May11 |
101119 |
680.90 |
696.90 |
643.00 |
651.00 |
-27.10 |
1,119 |
8,127 |
+87 |
Aug11 |
101119 |
622.70 |
637.80 |
587.00 |
593.20 |
-25.50 |
311 |
6,656 |
-55 |
Oct11 |
101119 |
579.00 |
581.00 |
547.00 |
552.80 |
-23.10 |
332 |
1,541 |
+155 |
Dec11 |
101119 |
557.80 |
567.10 |
532.40 |
534.10 |
-24.50 |
124 |
530 |
+17 |
Total Volume and Open Interest |
5,691 |
49,504 |
+48 |
Cotton(ICE) |
Dec10 |
101119 |
133.90 |
133.90 |
127.90 |
127.90 |
-6.00 |
7,214 |
10,167 |
-4,369 |
Mar11 |
101119 |
129.15 |
129.15 |
123.15 |
123.15 |
-6.00 |
12,306 |
111,778 |
+1,829 |
May11 |
101119 |
123.31 |
123.67 |
118.39 |
118.39 |
-6.00 |
2,036 |
19,151 |
-114 |
Jul11 |
101119 |
118.02 |
118.02 |
112.99 |
112.99 |
-6.00 |
2,705 |
28,244 |
+89 |
Oct11 |
101119 |
104.00 |
104.00 |
101.70 |
102.28 |
-5.36 |
4 |
427 |
+1 |
Dec11 |
101119 |
90.00 |
90.44 |
87.68 |
88.21 |
-2.87 |
1,004 |
30,163 |
+186 |
Total Volume and Open Interest |
25,293 |
201,249 |
-2,370 |
Lumber(CME) |
Jan11 |
101119 |
262.7 |
263.5 |
255.2 |
255.2 |
-6.0 |
213 |
5,569 |
+41 |
Mar11 |
101119 |
280.5 |
280.9 |
273.8 |
274.1 |
-5.4 |
57 |
3,058 |
+18 |
May11 |
101119 |
286.9 |
286.9 |
281.9 |
284.3 |
-5.7 |
34 |
793 |
+2 |
Jul11 |
101119 |
291.3 |
291.3 |
289.1 |
289.1 |
unch |
2 |
174 |
+0 |
Total Volume and Open Interest |
306 |
9,594 |
+61 |
Crude Oil(NYM) |
Dec10 |
101119 |
82.24 |
82.75 |
80.59 |
81.51 |
-0.34 |
160,405 |
18,493 |
-60,346 |
Jan11 |
101119 |
82.76 |
83.32 |
81.08 |
81.98 |
-0.44 |
369,365 |
350,317 |
+8,255 |
Feb11 |
101119 |
83.51 |
83.95 |
81.75 |
82.58 |
-0.50 |
76,792 |
111,697 |
+6,363 |
Mar11 |
101119 |
84.22 |
84.50 |
82.30 |
83.07 |
-0.57 |
33,580 |
112,865 |
-261 |
Apr11 |
101119 |
84.62 |
84.88 |
82.83 |
83.43 |
-0.63 |
10,733 |
44,320 |
-372 |
May11 |
101119 |
85.00 |
85.01 |
83.18 |
83.72 |
-0.70 |
5,374 |
37,271 |
-377 |
Jun11 |
101119 |
85.27 |
85.52 |
83.33 |
84.00 |
-0.74 |
20,496 |
86,248 |
-1,897 |
Jul11 |
101119 |
84.34 |
84.34 |
83.69 |
84.24 |
-0.77 |
2,580 |
34,713 |
+232 |
Aug11 |
101119 |
84.70 |
84.75 |
84.46 |
84.46 |
-0.79 |
2,743 |
17,189 |
+235 |
Sep11 |
101119 |
85.93 |
85.95 |
84.34 |
84.67 |
-0.80 |
1,539 |
24,147 |
-175 |
Oct11 |
101119 |
84.95 |
84.95 |
84.88 |
84.88 |
-0.81 |
1,002 |
16,805 |
+110 |
Nov11 |
101119 |
85.22 |
85.22 |
84.66 |
85.09 |
-0.82 |
616 |
21,665 |
-12 |
Dec11 |
101119 |
86.67 |
86.69 |
84.70 |
85.32 |
-0.82 |
17,361 |
143,500 |
-2,263 |
Jan12 |
101119 |
85.41 |
85.41 |
85.41 |
85.41 |
-0.82 |
373 |
17,471 |
+20 |
Feb12 |
101119 |
85.49 |
85.49 |
85.49 |
85.49 |
-0.82 |
128 |
7,823 |
+84 |
Mar12 |
101119 |
85.56 |
85.56 |
85.56 |
85.56 |
-0.83 |
1,093 |
10,229 |
+694 |
Total Volume and Open Interest |
712,780 |
1,351,302 |
-48,462 |
e-miNY Crude Oil(NYM) |
Nov10 |
101019 |
82.950 |
83.200 |
79.425 |
79.500 |
-3.575 |
5,185 |
2,700 |
-198 |
Dec10 |
101118 |
80.400 |
82.300 |
80.400 |
81.850 |
+1.400 |
7,920 |
4,586 |
-336 |
Jan11 |
101119 |
82.725 |
83.325 |
81.100 |
81.975 |
-0.450 |
6,732 |
3,756 |
+281 |
Feb11 |
101119 |
83.725 |
83.725 |
81.800 |
82.575 |
-0.500 |
192 |
722 |
+19 |
Mar11 |
101119 |
84.200 |
84.225 |
82.500 |
83.075 |
-0.575 |
58 |
205 |
+5 |
Apr11 |
101119 |
83.500 |
83.500 |
83.425 |
83.425 |
-0.625 |
0 |
1 |
+0 |
May11 |
101119 |
83.725 |
83.725 |
83.725 |
83.725 |
-0.700 |
0 |
13 |
+0 |
Jun11 |
101119 |
84.000 |
84.000 |
84.000 |
84.000 |
-0.750 |
0 |
7 |
+0 |
Jul11 |
101119 |
84.250 |
84.250 |
84.250 |
84.250 |
-0.750 |
0 |
2 |
+0 |
Aug11 |
101119 |
84.450 |
84.450 |
84.450 |
84.450 |
-0.800 |
|
|
|
Total Volume and Open Interest |
6,985 |
4,861 |
-4,282 |
Heating Oil(NYM) |
Dec10 |
101119 |
230.38 |
231.80 |
225.71 |
227.44 |
-2.07 |
41,132 |
53,068 |
-6,299 |
Jan11 |
101119 |
232.12 |
233.69 |
227.57 |
229.18 |
-2.15 |
43,351 |
88,994 |
+6,750 |
Feb11 |
101119 |
232.67 |
234.63 |
228.60 |
230.09 |
-2.26 |
9,724 |
37,590 |
+1,521 |
Mar11 |
101119 |
233.26 |
234.97 |
228.91 |
230.37 |
-2.40 |
4,972 |
30,485 |
+1,216 |
Apr11 |
101119 |
232.75 |
234.00 |
228.11 |
229.39 |
-2.52 |
3,072 |
15,533 |
+181 |
May11 |
101119 |
232.20 |
232.68 |
228.07 |
228.66 |
-2.65 |
1,409 |
15,884 |
+167 |
Jun11 |
101119 |
231.23 |
232.91 |
227.41 |
228.57 |
-2.71 |
4,914 |
34,550 |
+908 |
Jul11 |
101119 |
230.88 |
230.88 |
228.63 |
229.49 |
-2.78 |
510 |
5,972 |
-57 |
Aug11 |
101119 |
232.10 |
232.70 |
229.68 |
230.68 |
-2.74 |
550 |
4,003 |
-16 |
Sep11 |
101119 |
234.17 |
234.17 |
231.17 |
232.20 |
-2.70 |
49 |
4,907 |
+12 |
Oct11 |
101119 |
234.00 |
234.07 |
233.50 |
234.07 |
-2.63 |
30 |
2,112 |
+0 |
Nov11 |
101119 |
235.80 |
235.90 |
235.80 |
235.90 |
-2.70 |
72 |
2,911 |
+30 |
Total Volume and Open Interest |
111,444 |
317,652 |
+3,748 |
Gasoline(NYMEX) |
Dec10 |
101119 |
222.98 |
225.05 |
216.25 |
219.60 |
-3.23 |
30,096 |
44,294 |
-3,304 |
Jan11 |
101119 |
216.90 |
218.00 |
210.40 |
212.71 |
-3.14 |
63,321 |
100,162 |
+284 |
Feb11 |
101119 |
214.76 |
217.34 |
210.26 |
212.35 |
-2.79 |
33,987 |
31,269 |
+2,079 |
Mar11 |
101119 |
217.30 |
217.52 |
212.25 |
213.63 |
-2.46 |
13,756 |
22,317 |
+241 |
Apr11 |
101119 |
225.00 |
225.13 |
223.25 |
224.06 |
-2.53 |
6,244 |
22,373 |
+598 |
May11 |
101119 |
225.64 |
225.69 |
223.69 |
224.81 |
-2.47 |
4,052 |
10,749 |
-38 |
Jun11 |
101119 |
226.80 |
227.00 |
224.03 |
225.26 |
-2.44 |
4,491 |
13,737 |
-100 |
Jul11 |
101119 |
226.50 |
226.50 |
224.95 |
224.95 |
-2.44 |
850 |
4,333 |
+75 |
Aug11 |
101119 |
224.43 |
224.43 |
224.43 |
224.43 |
-2.46 |
739 |
5,497 |
+50 |
Sep11 |
101119 |
223.31 |
223.31 |
223.31 |
223.31 |
-2.45 |
774 |
2,683 |
+32 |
Total Volume and Open Interest |
160,561 |
290,493 |
+45 |
e-miNY RBOB Gasoline(NYM) |
Dec10 |
101119 |
219.60 |
219.60 |
219.60 |
219.60 |
-3.20 |
0 |
3 |
+0 |
Jan11 |
101119 |
212.70 |
212.71 |
212.70 |
212.70 |
-3.20 |
0 |
1 |
+0 |
Feb11 |
101119 |
212.40 |
212.40 |
212.35 |
212.40 |
-2.70 |
0 |
1 |
+0 |
Mar11 |
101119 |
213.60 |
213.63 |
213.60 |
213.60 |
-2.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
10 |
+0 |
Natural Gas(NYM) |
Dec10 |
101119 |
4.023 |
4.175 |
3.975 |
4.164 |
+0.157 |
154,988 |
38,085 |
-5,457 |
Jan11 |
101119 |
4.190 |
4.332 |
4.148 |
4.324 |
+0.141 |
91,751 |
231,803 |
+1,934 |
Feb11 |
101119 |
4.199 |
4.330 |
4.153 |
4.320 |
+0.131 |
25,158 |
58,008 |
+1,002 |
Mar11 |
101119 |
4.182 |
4.291 |
4.124 |
4.278 |
+0.117 |
20,448 |
93,822 |
+1,199 |
Apr11 |
101119 |
4.130 |
4.249 |
4.091 |
4.236 |
+0.109 |
16,340 |
68,491 |
+229 |
May11 |
101119 |
4.147 |
4.273 |
4.135 |
4.264 |
+0.103 |
3,683 |
24,911 |
-94 |
Jun11 |
101119 |
4.226 |
4.319 |
4.189 |
4.312 |
+0.096 |
2,232 |
13,168 |
-114 |
Jul11 |
101119 |
4.250 |
4.377 |
4.250 |
4.371 |
+0.092 |
1,876 |
11,467 |
+39 |
Aug11 |
101119 |
4.334 |
4.413 |
4.334 |
4.411 |
+0.089 |
1,448 |
13,617 |
+203 |
Sep11 |
101119 |
4.312 |
4.440 |
4.295 |
4.425 |
+0.088 |
1,354 |
10,157 |
-14 |
Oct11 |
101119 |
4.373 |
4.509 |
4.373 |
4.503 |
+0.090 |
6,299 |
41,054 |
-115 |
Nov11 |
101119 |
4.650 |
4.714 |
4.648 |
4.714 |
+0.087 |
4,668 |
20,895 |
+419 |
Dec11 |
101119 |
4.920 |
5.006 |
4.919 |
5.006 |
+0.081 |
1,241 |
18,603 |
+105 |
Jan12 |
101119 |
5.128 |
5.194 |
5.093 |
5.184 |
+0.078 |
6,210 |
25,737 |
-1,416 |
Feb12 |
101119 |
5.118 |
5.160 |
5.118 |
5.151 |
+0.075 |
115 |
6,341 |
-1 |
Mar12 |
101119 |
5.030 |
5.047 |
5.027 |
5.044 |
+0.070 |
212 |
14,214 |
+88 |
Total Volume and Open Interest |
338,358 |
767,811 |
-1,856 |
Brent Crude Oil(ICE) |
Jan11 |
101119 |
85.20 |
86.15 |
83.87 |
84.34 |
-0.71 |
183,976 |
255,296 |
-1,335 |
Feb11 |
101119 |
85.41 |
86.23 |
84.02 |
84.49 |
-0.71 |
63,610 |
160,499 |
+4,749 |
Mar11 |
101119 |
85.54 |
86.35 |
84.22 |
84.64 |
-0.71 |
37,742 |
83,625 |
+3,583 |
Apr11 |
101119 |
85.65 |
86.46 |
84.44 |
84.81 |
-0.73 |
20,015 |
38,453 |
-1,075 |
May11 |
101119 |
85.84 |
86.68 |
84.63 |
85.00 |
-0.76 |
12,763 |
24,844 |
-1,717 |
Jun11 |
101119 |
86.07 |
86.91 |
84.78 |
85.21 |
-0.77 |
16,711 |
48,755 |
+1,294 |
Jul11 |
101119 |
86.25 |
87.09 |
85.02 |
85.41 |
-0.78 |
3,456 |
12,608 |
-379 |
Aug11 |
101119 |
86.43 |
87.17 |
85.23 |
85.60 |
-0.78 |
2,387 |
11,881 |
-102 |
Sep11 |
101119 |
86.60 |
87.30 |
85.36 |
85.78 |
-0.78 |
1,199 |
8,536 |
+52 |
Oct11 |
101119 |
85.95 |
85.95 |
85.95 |
85.95 |
-0.79 |
920 |
7,379 |
+86 |
Nov11 |
101119 |
86.11 |
86.11 |
86.11 |
86.11 |
-0.79 |
860 |
11,055 |
+221 |
Dec11 |
101119 |
87.05 |
87.76 |
85.83 |
86.27 |
-0.78 |
13,007 |
81,255 |
+1,317 |
Jan12 |
101119 |
86.44 |
86.44 |
86.44 |
86.44 |
-0.79 |
686 |
11,558 |
+88 |
Feb12 |
101119 |
86.57 |
86.57 |
86.57 |
86.57 |
-0.80 |
144 |
4,042 |
+1 |
Total Volume and Open Interest |
359,695 |
837,941 |
+6,842 |
Gas Oil(ICE) |
Dec10 |
101119 |
715.50 |
725.00 |
703.50 |
705.50 |
-10.00 |
71,935 |
94,166 |
-4,949 |
Jan11 |
101119 |
722.50 |
729.50 |
708.75 |
710.75 |
-9.50 |
74,450 |
110,645 |
+1,275 |
Feb11 |
101119 |
725.50 |
732.25 |
712.75 |
714.25 |
-9.25 |
22,713 |
54,372 |
-767 |
Mar11 |
101119 |
727.25 |
734.25 |
714.75 |
716.25 |
-9.00 |
13,048 |
37,686 |
+525 |
Apr11 |
101119 |
728.50 |
734.50 |
716.25 |
717.50 |
-9.00 |
6,611 |
44,517 |
+881 |
May11 |
101119 |
727.00 |
734.50 |
717.50 |
718.75 |
-9.00 |
4,356 |
34,542 |
-24 |
Jun11 |
101119 |
731.50 |
737.25 |
719.25 |
720.75 |
-8.75 |
10,452 |
47,555 |
+735 |
Jul11 |
101119 |
732.00 |
738.00 |
722.50 |
723.75 |
-9.00 |
1,505 |
15,889 |
+70 |
Aug11 |
101119 |
743.00 |
743.00 |
726.00 |
727.25 |
-9.00 |
1,431 |
12,969 |
+135 |
Sep11 |
101119 |
744.50 |
744.50 |
729.50 |
730.75 |
-8.50 |
853 |
9,841 |
-199 |
Total Volume and Open Interest |
214,800 |
576,181 |
-1,944 |
Ethanol(CBOT) |
Nov10 |
101103 |
2.395 |
2.395 |
2.361 |
2.390 |
+0.013 |
35 |
50 |
-30 |
Dec10 |
101119 |
2.120 |
2.139 |
2.090 |
2.104 |
-0.051 |
93 |
645 |
-26 |
Jan11 |
101119 |
2.098 |
2.098 |
2.067 |
2.067 |
-0.052 |
10 |
949 |
+14 |
Feb11 |
101119 |
2.076 |
2.080 |
2.031 |
2.031 |
-0.056 |
34 |
915 |
+15 |
Mar11 |
101119 |
2.054 |
2.054 |
2.034 |
2.034 |
-0.055 |
37 |
1,063 |
+17 |
Apr11 |
101119 |
2.044 |
2.044 |
2.044 |
2.044 |
-0.051 |
11 |
838 |
+7 |
May11 |
101119 |
2.079 |
2.080 |
2.049 |
2.049 |
-0.060 |
10 |
346 |
+10 |
Jun11 |
101119 |
2.085 |
2.087 |
2.036 |
2.050 |
-0.064 |
12 |
602 |
+1 |
Total Volume and Open Interest |
290 |
7,939 |
+79 |
WTI Crude Oil(ICE |
Dec10 |
101118 |
80.84 |
82.33 |
80.84 |
81.85 |
+1.41 |
68,713 |
30,616 |
-10,264 |
Jan11 |
101119 |
82.85 |
83.33 |
81.08 |
81.98 |
-0.44 |
102,337 |
112,180 |
-552 |
Feb11 |
101119 |
83.34 |
83.93 |
81.75 |
82.58 |
-0.50 |
31,235 |
51,553 |
+3,103 |
Mar11 |
101119 |
83.84 |
84.47 |
82.30 |
83.07 |
-0.57 |
11,887 |
45,629 |
+314 |
Apr11 |
101119 |
83.92 |
84.85 |
82.78 |
83.43 |
-0.63 |
4,634 |
28,659 |
-37 |
May11 |
101119 |
84.89 |
85.00 |
83.12 |
83.72 |
-0.70 |
2,068 |
18,109 |
+161 |
Jun11 |
101119 |
84.59 |
85.29 |
83.35 |
84.00 |
-0.74 |
7,492 |
48,051 |
+596 |
Jul11 |
101119 |
85.50 |
85.50 |
83.80 |
84.24 |
-0.77 |
1,529 |
14,333 |
-61 |
Aug11 |
101119 |
85.74 |
85.74 |
83.99 |
84.46 |
-0.79 |
953 |
9,303 |
+105 |
Sep11 |
101119 |
84.82 |
84.98 |
84.21 |
84.67 |
-0.80 |
677 |
11,014 |
+8 |
Oct11 |
101119 |
84.88 |
84.88 |
84.88 |
84.88 |
-0.81 |
159 |
4,153 |
+14 |
Nov11 |
101119 |
85.09 |
85.09 |
85.09 |
85.09 |
-0.82 |
174 |
7,320 |
+51 |
Dec11 |
101119 |
86.02 |
86.56 |
84.73 |
85.32 |
-0.82 |
5,910 |
53,758 |
-410 |
Jan12 |
101119 |
85.41 |
85.41 |
85.41 |
85.41 |
-0.82 |
2 |
5,223 |
+0 |
Feb12 |
101119 |
85.49 |
85.49 |
85.49 |
85.49 |
-0.82 |
0 |
1,170 |
+0 |
Mar12 |
101119 |
85.56 |
85.56 |
85.56 |
85.56 |
-0.83 |
0 |
3,120 |
+0 |
Total Volume and Open Interest |
170,894 |
486,214 |
-27,210 |
US Dollar Index(ICE) |
Dec10 |
101119 |
78.680 |
78.810 |
78.245 |
78.595 |
-0.135 |
20,405 |
32,834 |
-642 |
Mar11 |
101119 |
79.070 |
79.165 |
78.690 |
78.975 |
-0.130 |
242 |
900 |
+13 |
Jun11 |
101119 |
79.405 |
79.405 |
79.405 |
79.405 |
-0.130 |
0 |
8 |
+0 |
Total Volume and Open Interest |
20,647 |
33,742 |
-629 |
Australian Dollar(CME) |
Dec10 |
101119 |
98.71 |
98.85 |
97.85 |
98.30 |
-0.36 |
76,168 |
117,509 |
+2,195 |
Mar11 |
101119 |
97.59 |
97.71 |
96.75 |
97.17 |
-0.35 |
776 |
1,484 |
+60 |
Jun11 |
101119 |
96.02 |
96.36 |
96.02 |
96.02 |
-0.34 |
0 |
152 |
+0 |
Total Volume and Open Interest |
76,944 |
119,282 |
+2,255 |
British Pound(CME) |
Dec10 |
101119 |
160.44 |
160.94 |
159.34 |
159.71 |
-0.70 |
105,433 |
93,168 |
+878 |
Mar11 |
101119 |
160.08 |
160.81 |
159.27 |
159.59 |
-0.70 |
274 |
1,164 |
+17 |
Jun11 |
101119 |
159.43 |
160.11 |
159.43 |
159.43 |
-0.68 |
1 |
41 |
+0 |
Total Volume and Open Interest |
105,712 |
94,409 |
+895 |
Canadian Dollar(CME) |
Dec10 |
101119 |
98.06 |
98.33 |
97.67 |
98.17 |
+0.32 |
83,463 |
110,722 |
-2,653 |
Mar11 |
101119 |
97.87 |
98.11 |
97.50 |
97.96 |
+0.32 |
340 |
4,574 |
-41 |
Jun11 |
101119 |
97.44 |
97.70 |
97.40 |
97.70 |
+0.30 |
53 |
1,031 |
+40 |
Sep11 |
101119 |
97.42 |
97.42 |
97.12 |
97.42 |
+0.30 |
84 |
429 |
+39 |
Total Volume and Open Interest |
83,956 |
117,154 |
-2,609 |
Japanese Yen(CME) |
Dec10 |
101119 |
119.83 |
120.30 |
119.56 |
119.79 |
-0.06 |
125,121 |
130,936 |
+4,423 |
Mar11 |
101119 |
119.86 |
120.29 |
119.79 |
119.91 |
-0.06 |
320 |
1,544 |
+67 |
Jun11 |
101119 |
120.06 |
120.12 |
120.06 |
120.06 |
-0.06 |
0 |
202 |
+0 |
Total Volume and Open Interest |
125,441 |
132,692 |
+4,490 |
Swiss Franc(CME) |
Dec10 |
101119 |
100.38 |
101.27 |
100.03 |
100.52 |
+0.16 |
44,316 |
41,135 |
-230 |
Mar11 |
101119 |
100.49 |
101.05 |
100.17 |
100.60 |
+0.16 |
113 |
404 |
+0 |
Jun11 |
101119 |
100.69 |
100.69 |
100.53 |
100.69 |
+0.16 |
0 |
2 |
+0 |
Total Volume and Open Interest |
44,429 |
41,543 |
-230 |
EuroFX(CME) |
Dec10 |
101119 |
136.39 |
137.32 |
136.06 |
136.71 |
+0.41 |
329,522 |
178,384 |
-5,769 |
Mar11 |
101119 |
136.28 |
137.15 |
135.94 |
136.56 |
+0.40 |
1,176 |
5,733 |
+162 |
Jun11 |
101119 |
136.40 |
136.40 |
135.97 |
136.37 |
+0.40 |
5 |
106 |
+4 |
Total Volume and Open Interest |
330,703 |
184,255 |
-5,603 |
Mexican Peso(CME) |
Dec10 |
101119 |
812.8 |
814.5 |
809.8 |
813.8 |
+1.8 |
16,978 |
146,315 |
+1,103 |
Jan11 |
101119 |
812.8 |
812.8 |
811.5 |
812.8 |
+1.2 |
|
|
|
Total Volume and Open Interest |
17,226 |
147,030 |
+1,317 |
30-Year T-Bonds(CBOT) |
Dec10 |
101119 |
126~180 |
127~140 |
126~170 |
127~070 |
+0~220 |
334,085 |
569,444 |
-4,523 |
Mar11 |
101119 |
125~000 |
125~280 |
124~310 |
125~220 |
+0~230 |
15,986 |
53,294 |
+4,456 |
Jun11 |
101119 |
124~050 |
124~150 |
123~240 |
124~150 |
+0~230 |
50 |
59 |
+50 |
Total Volume and Open Interest |
350,121 |
622,797 |
-17 |
10-Year T-Notes(CBOT) |
Dec10 |
101119 |
124~165 |
124~260 |
124~100 |
124~165 |
+0~010 |
1,281,475 |
1,417,505 |
-29,346 |
Mar11 |
101119 |
123~160 |
123~260 |
123~100 |
123~170 |
+0~015 |
55,516 |
101,275 |
+26,485 |
Jun11 |
101119 |
122~190 |
122~270 |
122~190 |
122~225 |
+0~015 |
1 |
36 |
-1 |
Total Volume and Open Interest |
1,336,993 |
1,518,821 |
-2,861 |
5-Year T-Notes(CBOT) |
Dec10 |
101119 |
120~022 |
120~045 |
120~005 |
120~016 |
-0~011 |
553,486 |
1,065,299 |
-20,546 |
Mar11 |
101119 |
119~073 |
119~077 |
119~039 |
119~049 |
-0~013 |
39,672 |
53,570 |
+19,666 |
Jun11 |
101119 |
118~073 |
118~086 |
118~073 |
118~073 |
-0~013 |
|
|
|
Total Volume and Open Interest |
593,158 |
1,118,869 |
-880 |
2 Year T-Notes(CBOT) |
Dec10 |
101119 |
109~085 |
109~088 |
109~080 |
109~083 |
-0~002 |
188,772 |
661,869 |
-1,440 |
Mar11 |
101119 |
109~072 |
109~074 |
109~067 |
109~070 |
-0~002 |
4,246 |
33,477 |
+1,852 |
Jun11 |
101119 |
109~053 |
109~055 |
109~053 |
109~053 |
-0~002 |
|
|
|
Total Volume and Open Interest |
193,018 |
695,346 |
+412 |
Eurodollars(CME) |
Dec10 |
101119 |
99.690 |
99.692 |
99.685 |
99.688 |
unch |
140,549 |
998,530 |
-17,866 |
Mar11 |
101119 |
99.615 |
99.620 |
99.595 |
99.605 |
-0.010 |
219,491 |
1,158,605 |
-13,472 |
Jun11 |
101119 |
99.520 |
99.530 |
99.495 |
99.510 |
-0.010 |
215,904 |
1,061,386 |
-18,542 |
Sep11 |
101119 |
99.410 |
99.420 |
99.385 |
99.405 |
unch |
218,456 |
912,444 |
+8,415 |
Dec11 |
101119 |
99.270 |
99.290 |
99.245 |
99.270 |
+0.005 |
269,366 |
818,796 |
-5,807 |
Mar12 |
101119 |
99.115 |
99.145 |
99.090 |
99.115 |
+0.005 |
248,362 |
721,067 |
-1,005 |
Jun12 |
101119 |
98.945 |
98.980 |
98.920 |
98.950 |
+0.005 |
189,062 |
458,579 |
+2,481 |
Sep12 |
101119 |
98.770 |
98.810 |
98.745 |
98.775 |
unch |
178,926 |
365,089 |
-9,874 |
Dec12 |
101119 |
98.580 |
98.625 |
98.550 |
98.575 |
-0.010 |
173,645 |
294,197 |
+437 |
Mar13 |
101119 |
98.400 |
98.445 |
98.370 |
98.390 |
-0.020 |
133,556 |
227,289 |
-4,515 |
Jun13 |
101119 |
98.200 |
98.245 |
98.165 |
98.180 |
-0.030 |
113,887 |
144,244 |
+1,309 |
Sep13 |
101119 |
98.005 |
98.035 |
97.945 |
97.960 |
-0.045 |
83,017 |
167,002 |
-143 |
Dec13 |
101119 |
97.775 |
97.805 |
97.715 |
97.725 |
-0.050 |
50,710 |
120,265 |
-871 |
Mar14 |
101119 |
97.555 |
97.580 |
97.495 |
97.505 |
-0.050 |
43,491 |
102,882 |
-765 |
Jun14 |
101119 |
97.315 |
97.345 |
97.255 |
97.270 |
-0.050 |
47,661 |
104,351 |
-141 |
Sep14 |
101119 |
97.080 |
97.105 |
97.020 |
97.040 |
-0.045 |
42,074 |
66,378 |
-575 |
Dec14 |
101119 |
96.840 |
96.860 |
96.790 |
96.810 |
-0.040 |
27,384 |
85,538 |
+2,003 |
Mar15 |
101119 |
96.635 |
96.665 |
96.590 |
96.615 |
-0.030 |
25,066 |
45,279 |
+127 |
Total Volume and Open Interest |
2,494,502 |
8,043,829 |
-55,250 |
30 Day Federal Funds(CBOT) |
Nov10 |
101119 |
99.808 |
99.810 |
99.805 |
99.808 |
-0.002 |
4,806 |
91,473 |
+2,785 |
Dec10 |
101119 |
99.815 |
99.820 |
99.815 |
99.815 |
-0.005 |
1,275 |
86,638 |
-141 |
Jan11 |
101119 |
99.820 |
99.825 |
99.820 |
99.825 |
unch |
505 |
62,609 |
+60 |
Feb11 |
101119 |
99.820 |
99.825 |
99.815 |
99.820 |
-0.005 |
2,670 |
51,198 |
+1,035 |
Mar11 |
101119 |
99.820 |
99.825 |
99.815 |
99.820 |
-0.005 |
1,653 |
30,469 |
+561 |
Apr11 |
101119 |
99.820 |
99.825 |
99.815 |
99.820 |
-0.005 |
1,751 |
33,417 |
+127 |
Total Volume and Open Interest |
27,660 |
587,638 |
+6,973 |
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 |
101119 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.005 |
0 |
2,349 |
+0 |
Mar11 |
101119 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
768 |
+0 |
Jun11 |
101119 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
150 |
+0 |
Sep11 |
101119 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Dec11 |
101119 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Mar12 |
101119 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Jun12 |
101119 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
|
|
|
Sep12 |
101119 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Dec12 |
101119 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
|
|
|
Mar13 |
101119 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
3,267 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec10 |
101119 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
4,448 |
+0 |
Mar11 |
101119 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,475 |
+0 |
Jun11 |
101119 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
1 |
1,536 |
+0 |
Sep11 |
101119 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,430 |
+0 |
Dec11 |
101119 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
110 |
+0 |
Mar12 |
101119 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
305 |
+0 |
Jun12 |
101119 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
754 |
+0 |
Sep12 |
101119 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
310 |
+0 |
Total Volume and Open Interest |
1 |
10,372 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec10 |
101119 |
141.24 |
141.81 |
141.06 |
141.66 |
+0.42 |
4,307 |
16,602 |
+32 |
Mar11 |
101119 |
141.00 |
141.00 |
141.00 |
141.00 |
+0.42 |
2 |
1 |
+0 |
Jun11 |
101119 |
138.91 |
138.91 |
138.91 |
138.91 |
+0.42 |
|
|
|
Total Volume and Open Interest |
4,309 |
16,603 |
+32 |
Euro-Bund(EUREX) |
Dec10 |
101119 |
127.65 |
127.79 |
127.32 |
127.41 |
-0.09 |
1,268,559 |
1,008,553 |
-3,257 |
Mar11 |
101119 |
127.52 |
127.60 |
127.21 |
127.26 |
-0.10 |
11,127 |
26,607 |
+5,084 |
Jun11 |
101119 |
126.66 |
126.66 |
126.66 |
126.66 |
-0.09 |
30 |
0 |
+0 |
Total Volume and Open Interest |
1,279,716 |
1,035,160 |
+1,827 |
Euro-Bobl(EUREX) |
Dec10 |
101119 |
119.20 |
119.25 |
119.01 |
119.09 |
-0.05 |
720,884 |
708,412 |
-1,164 |
Mar11 |
101119 |
119.02 |
119.06 |
118.87 |
118.92 |
-0.08 |
6,886 |
99,241 |
-24 |
Jun11 |
101119 |
118.93 |
118.93 |
118.93 |
118.93 |
-0.05 |
0 |
1 |
+0 |
Total Volume and Open Interest |
727,770 |
807,654 |
-1,188 |
3-Mth Euribor(EUREX) |
Dec10 |
101119 |
98.935 |
98.935 |
98.920 |
98.920 |
-0.010 |
2,064 |
6,191 |
+11 |
Mar11 |
101119 |
98.775 |
98.775 |
98.760 |
98.760 |
-0.010 |
947 |
2,650 |
-17 |
Jun11 |
101119 |
98.620 |
98.625 |
98.620 |
98.625 |
-0.005 |
11 |
5,330 |
+1 |
Total Volume and Open Interest |
3,100 |
22,802 |
-2 |
Long Gilt(LIFFE) |
Dec10 |
101119 |
120~22 |
120~25 |
120~10 |
120~20 |
+0~02 |
171,591 |
301,945 |
+10,127 |
Mar11 |
101119 |
119~12 |
119~12 |
119~06 |
119~11 |
+0~02 |
4,236 |
9,079 |
+3,284 |
Total Volume and Open Interest |
175,827 |
311,024 |
+13,411 |
3-Mth Short Sterling(LIFFE) |
Dec10 |
101119 |
99.24 |
99.25 |
99.23 |
99.25 |
+0.01 |
12,025 |
341,543 |
-906 |
Mar11 |
101119 |
99.13 |
99.15 |
99.12 |
99.15 |
+0.02 |
49,452 |
286,893 |
+3,541 |
Jun11 |
101119 |
98.98 |
99.02 |
98.98 |
99.01 |
+0.03 |
47,214 |
240,705 |
-8,521 |
Sep11 |
101119 |
98.82 |
98.87 |
98.81 |
98.85 |
+0.03 |
46,908 |
227,235 |
-4,914 |
Dec11 |
101119 |
98.61 |
98.68 |
98.61 |
98.66 |
+0.03 |
98,766 |
309,898 |
-10,851 |
Mar12 |
101119 |
98.42 |
98.51 |
98.42 |
98.48 |
+0.04 |
72,519 |
211,257 |
-9,793 |
Total Volume and Open Interest |
500,504 |
2,064,342 |
-40,961 |
3-Mth Euribor(LIFFE) |
Dec10 |
101119 |
98.930 |
98.935 |
98.910 |
98.920 |
-0.010 |
143,040 |
537,833 |
-6,590 |
Mar11 |
101119 |
98.765 |
98.785 |
98.755 |
98.760 |
-0.010 |
202,764 |
518,850 |
-20,244 |
Jun11 |
101119 |
98.630 |
98.645 |
98.610 |
98.625 |
-0.005 |
130,852 |
450,178 |
-2,918 |
Total Volume and Open Interest |
1,215,310 |
3,108,428 |
-1,364 |
3-Mth Aus T-Bills(SFE) |
Dec10 |
101119 |
94.97 |
94.97 |
94.96 |
94.97 |
unch |
11,537 |
159,035 |
-12,950 |
Mar11 |
101119 |
94.83 |
94.84 |
94.79 |
94.84 |
+0.01 |
23,018 |
165,333 |
+3,348 |
Jun11 |
101119 |
94.70 |
94.71 |
94.65 |
94.71 |
+0.01 |
12,583 |
99,417 |
+171 |
Sep11 |
101119 |
94.60 |
94.60 |
94.54 |
94.60 |
unch |
5,482 |
59,305 |
-273 |
Dec11 |
101119 |
94.48 |
94.51 |
94.43 |
94.50 |
unch |
3,033 |
37,927 |
-714 |
Mar12 |
101119 |
94.39 |
94.43 |
94.35 |
94.42 |
-0.01 |
1,402 |
41,180 |
-594 |
Jun12 |
101119 |
94.33 |
94.38 |
94.28 |
94.37 |
-0.01 |
2,307 |
32,831 |
+291 |
Sep12 |
101119 |
94.28 |
94.33 |
94.24 |
94.31 |
-0.02 |
1,348 |
12,826 |
+167 |
Dec12 |
101119 |
94.22 |
94.27 |
94.21 |
94.27 |
-0.01 |
36 |
1,943 |
+24 |
Mar13 |
101119 |
94.24 |
94.25 |
94.24 |
94.24 |
-0.03 |
103 |
1,798 |
+103 |
Total Volume and Open Interest |
61,050 |
612,667 |
-10,327 |
10-Year Aus T-Bonds(SFE) |
Dec10 |
101119 |
94.50 |
94.50 |
94.41 |
94.49 |
-0.01 |
37,344 |
386,551 |
+4,555 |
Mar11 |
101119 |
94.49 |
94.49 |
94.49 |
94.49 |
-0.01 |
|
|
|
Total Volume and Open Interest |
37,344 |
386,551 |
+4,555 |
3-Year Aus T-Bonds(SFE) |
Dec10 |
101119 |
94.81 |
94.82 |
94.74 |
94.81 |
-0.01 |
118,021 |
530,126 |
+13,041 |
Mar11 |
101119 |
94.76 |
94.76 |
94.76 |
94.76 |
-0.01 |
|
|
|
Total Volume and Open Interest |
118,021 |
530,126 |
+13,041 |
Gold(CMX) |
Dec10 |
101119 |
1353.8 |
1362.9 |
1341.0 |
1352.3 |
-0.7 |
197,603 |
243,665 |
-12,218 |
Feb11 |
101119 |
1358.7 |
1364.9 |
1343.1 |
1354.4 |
-0.7 |
33,255 |
185,395 |
+7,945 |
Apr11 |
101119 |
1361.0 |
1366.5 |
1345.0 |
1356.3 |
-0.7 |
8,809 |
29,298 |
+977 |
Jun11 |
101119 |
1363.2 |
1367.4 |
1348.0 |
1358.3 |
-0.7 |
2,879 |
29,454 |
+313 |
Aug11 |
101119 |
1365.2 |
1366.4 |
1350.0 |
1360.3 |
-0.8 |
905 |
13,648 |
+516 |
Oct11 |
101119 |
1367.0 |
1367.0 |
1362.4 |
1362.4 |
-0.8 |
184 |
10,078 |
+29 |
Dec11 |
101119 |
1363.5 |
1373.2 |
1354.0 |
1364.5 |
-0.8 |
4,783 |
29,548 |
+1,721 |
Feb12 |
101119 |
1367.0 |
1367.0 |
1367.0 |
1367.0 |
-0.8 |
0 |
6,011 |
+0 |
Apr12 |
101119 |
1369.6 |
1369.6 |
1369.6 |
1369.6 |
-0.8 |
0 |
5,788 |
+0 |
Jun12 |
101119 |
1372.2 |
1372.2 |
1372.2 |
1372.2 |
-0.9 |
30 |
9,861 |
-30 |
Aug12 |
101119 |
1375.2 |
1375.2 |
1375.2 |
1375.2 |
-1.0 |
0 |
4,708 |
+0 |
Total Volume and Open Interest |
254,171 |
629,605 |
-3,619 |
Silver(CMX) |
Dec10 |
101119 |
2694.5 |
2740.0 |
2634.5 |
2717.9 |
+34.5 |
73,971 |
48,991 |
-2,914 |
Mar11 |
101119 |
2705.0 |
2744.5 |
2643.5 |
2725.4 |
+34.5 |
10,516 |
45,399 |
+309 |
May11 |
101119 |
2724.5 |
2746.5 |
2649.5 |
2730.2 |
+34.5 |
1,817 |
12,075 |
+13 |
Jul11 |
101119 |
2728.0 |
2749.5 |
2661.0 |
2734.9 |
+34.7 |
280 |
8,810 |
-44 |
Sep11 |
101119 |
2746.5 |
2746.5 |
2683.0 |
2739.2 |
+34.7 |
33 |
6,116 |
-14 |
Dec11 |
101119 |
2753.0 |
2762.0 |
2662.0 |
2745.4 |
+34.6 |
1,092 |
10,689 |
+136 |
Mar12 |
101119 |
2751.9 |
2751.9 |
2751.9 |
2751.9 |
+34.7 |
0 |
355 |
+0 |
Total Volume and Open Interest |
89,670 |
144,248 |
-2,280 |
Platinum(NYMEX) |
Jan11 |
101119 |
1668.9 |
1673.5 |
1646.5 |
1671.1 |
+7.2 |
7,265 |
32,366 |
-95 |
Apr11 |
101119 |
1674.0 |
1675.0 |
1655.0 |
1675.0 |
+7.0 |
63 |
1,947 |
+36 |
Jul11 |
101119 |
1661.6 |
1677.3 |
1661.6 |
1677.3 |
+7.0 |
6 |
220 |
+6 |
Oct11 |
101119 |
1677.3 |
1677.3 |
1677.3 |
1677.3 |
+7.0 |
|
|
|
Total Volume and Open Interest |
7,334 |
34,536 |
-53 |
Palladium(NYMEX) |
Dec10 |
101119 |
698.00 |
707.25 |
687.40 |
703.70 |
+8.20 |
6,647 |
14,937 |
-51 |
Mar11 |
101119 |
704.40 |
708.00 |
688.00 |
705.35 |
+8.30 |
2,384 |
9,345 |
+938 |
Jun11 |
101119 |
701.90 |
706.20 |
691.10 |
706.20 |
+8.15 |
6 |
175 |
+1 |
Total Volume and Open Interest |
9,040 |
24,470 |
+888 |
Copper(CMX) |
Dec10 |
101119 |
384.05 |
387.25 |
378.10 |
383.35 |
+0.25 |
39,750 |
32,971 |
-2,008 |
Mar11 |
101119 |
385.75 |
388.05 |
378.95 |
384.25 |
+0.40 |
11,515 |
82,460 |
+3,068 |
May11 |
101119 |
384.95 |
385.15 |
379.80 |
383.95 |
+0.50 |
1,231 |
16,618 |
-23 |
Jul11 |
101119 |
379.50 |
383.45 |
379.50 |
383.10 |
+0.60 |
730 |
5,008 |
+40 |
Sep11 |
101119 |
381.00 |
382.80 |
381.00 |
381.95 |
+0.60 |
68 |
4,813 |
+20 |
Total Volume and Open Interest |
53,909 |
150,781 |
+1,033 |
DJIA Index(CBOT) |
Dec10 |
101119 |
11170 |
11186 |
11102 |
11179 |
+3 |
254 |
8,183 |
+4 |
Mar11 |
101119 |
11112 |
11112 |
11106 |
11112 |
+6 |
2 |
21 |
+1 |
Jun11 |
101119 |
11049 |
11049 |
11046 |
11049 |
+3 |
|
|
|
Sep11 |
101119 |
10991 |
10991 |
10988 |
10991 |
+3 |
|
|
|
Total Volume and Open Interest |
256 |
8,204 |
+5 |
S & P 500(CME) |
Dec10 |
101119 |
1197.80 |
1200.00 |
1187.70 |
1198.20 |
+0.50 |
25,770 |
346,932 |
+8,959 |
Mar11 |
101119 |
1184.00 |
1195.00 |
1182.00 |
1193.00 |
+0.50 |
2,037 |
10,980 |
+1,523 |
Jun11 |
101119 |
1188.10 |
1190.10 |
1177.10 |
1188.10 |
+0.50 |
53 |
2,714 |
-51 |
Sep11 |
101119 |
1183.40 |
1185.40 |
1172.40 |
1183.40 |
+0.50 |
0 |
130 |
+0 |
Total Volume and Open Interest |
27,910 |
360,806 |
+10,481 |
S & P 500 E-Mini(Globex) |
Dec10 |
101119 |
1197.50 |
1200.00 |
1187.50 |
1198.25 |
+0.50 |
2,067,180 |
2,808,354 |
+29,328 |
Mar11 |
101119 |
1191.75 |
1194.50 |
1182.75 |
1193.00 |
+0.50 |
8,802 |
37,032 |
+7,764 |
Total Volume and Open Interest |
2,075,988 |
2,845,502 |
+37,088 |
NASDAQ 100(CME) |
Dec10 |
101119 |
2134.00 |
2139.00 |
2120.00 |
2133.50 |
-0.80 |
3,357 |
31,918 |
+1,601 |
Mar11 |
101119 |
2131.50 |
2137.00 |
2120.00 |
2131.50 |
-1.00 |
0 |
71 |
-10 |
Jun11 |
101119 |
2129.00 |
2130.00 |
2129.00 |
2129.00 |
-1.00 |
|
|
|
Total Volume and Open Interest |
3,357 |
31,989 |
+1,591 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
101119 |
2135.30 |
2138.80 |
2119.80 |
2133.50 |
-0.80 |
299,550 |
451,584 |
-3,431 |
Mar11 |
101119 |
2134.50 |
2136.30 |
2118.50 |
2131.50 |
-1.00 |
164 |
1,343 |
+24 |
Total Volume and Open Interest |
299,715 |
452,939 |
-3,407 |
S & P Midcap 400(CME) |
Dec10 |
101119 |
845.00 |
850.50 |
841.00 |
848.50 |
+1.00 |
7 |
3,715 |
+4 |
Mar11 |
101119 |
846.50 |
848.50 |
846.50 |
846.50 |
+1.00 |
0 |
2 |
+0 |
Jun11 |
101119 |
844.50 |
846.50 |
844.50 |
844.50 |
+1.00 |
|
|
|
Total Volume and Open Interest |
7 |
3,717 |
+4 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec10 |
101119 |
10140 |
10155 |
10020 |
10105 |
-15 |
17,697 |
43,826 |
+5,261 |
Mar11 |
101119 |
10105 |
10150 |
10075 |
10135 |
-15 |
9 |
10 |
+3 |
Total Volume and Open Interest |
17,706 |
43,836 |
+5,264 |
Nikkei 225(SGX) |
Dec10 |
101119 |
9990 |
10155 |
9985 |
10060 |
+75 |
144,380 |
214,287 |
+2,507 |
Mar11 |
101119 |
10010 |
10095 |
10010 |
10050 |
+75 |
308 |
4,362 |
+49 |
Jun11 |
101119 |
9980 |
9980 |
9980 |
9980 |
+75 |
1 |
2,126 |
+0 |
Total Volume and Open Interest |
144,990 |
227,329 |
+2,556 |
CAC 40(EURONEXT) |
Nov10 |
101119 |
3868.0 |
3876.5 |
3820.0 |
3830.5 |
-32.5 |
183,034 |
398,069 |
+0 |
Dec10 |
101119 |
3867.0 |
3875.5 |
3824.5 |
3858.5 |
-3.5 |
101,743 |
290,958 |
+0 |
Jan11 |
101119 |
3870.0 |
3871.0 |
3831.0 |
3861.0 |
-3.5 |
11 |
78 |
+0 |
Total Volume and Open Interest |
284,788 |
689,280 |
+0 |
Hang Seng Index(HKFE) |
Nov10 |
101119 |
23616 |
23680 |
23213 |
23648 |
+111 |
89,089 |
99,535 |
-3,744 |
Dec10 |
101119 |
23620 |
23680 |
23226 |
23651 |
+108 |
2,901 |
22,798 |
+1,435 |
Total Volume and Open Interest |
92,860 |
125,387 |
-2,236 |
DAX(EUREX) |
Dec10 |
101119 |
6845.0 |
6873.0 |
6798.5 |
6844.0 |
+14.5 |
149,681 |
194,977 |
+5,299 |
Mar11 |
101119 |
6862.0 |
6888.0 |
6822.0 |
6860.5 |
+14.0 |
2,052 |
13,402 |
+784 |
Jun11 |
101119 |
6880.0 |
6904.5 |
6843.0 |
6881.5 |
+14.5 |
525 |
4,603 |
-69 |
Total Volume and Open Interest |
152,258 |
212,982 |
+6,014 |
FT-SE 100(EURONEXT) |
Dec10 |
101119 |
5774.50 |
5780.50 |
5681.50 |
5725.00 |
-36.50 |
98,053 |
614,902 |
+5,752 |
Mar11 |
101119 |
5719.50 |
5719.50 |
5656.50 |
5685.50 |
-36.50 |
248 |
5,841 |
-185 |
Jun11 |
101119 |
5680.00 |
5680.00 |
5604.50 |
5643.00 |
-36.50 |
150 |
708 |
+11 |
Total Volume and Open Interest |
98,451 |
621,461 |
+5,578 |
SPI 200(SFE) |
Dec10 |
101119 |
4660.0 |
4694.0 |
4629.0 |
4649.0 |
-5.0 |
31,892 |
208,672 |
-1,421 |
Mar11 |
101119 |
4655.0 |
4690.0 |
4646.0 |
4646.0 |
-4.0 |
10 |
2,321 |
+2 |
Jun11 |
101119 |
4673.0 |
4673.0 |
4673.0 |
4673.0 |
-4.0 |
0 |
1,155 |
+0 |
Total Volume and Open Interest |
31,904 |
214,741 |
-3,128 |
GSCI(CME) |
Dec10 |
101119 |
568.15 |
568.20 |
563.40 |
565.00 |
-6.00 |
383 |
14,752 |
+102 |
Jan11 |
101119 |
567.50 |
573.05 |
566.00 |
567.50 |
-5.50 |
2 |
3 |
+0 |
Feb11 |
101119 |
570.50 |
575.55 |
569.00 |
570.50 |
-5.00 |
2 |
0 |
+0 |
Total Volume and Open Interest |
387 |
14,755 |
+102 |
Reuters CCI(ICE) |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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